# L_2016224EN.01000101.xml

| 18.8.2016 | EN | Official Journal of the European Union | L 224/1 |
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18.8.2016

EN

Official Journal of the European Union

L 224/1

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COMMISSION IMPLEMENTING REGULATION (EU) 2016/1376

of 8 August 2016

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

(1)

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 7 July 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2016 market data. That information was published on 7 July 2016 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 7 July 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2016 market data. That information was published on 7 July 2016 in accordance with Article 77e(1) of Directive 2009/138/EC.

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

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

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

(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016.

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

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

(a)

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

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

(b)

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

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

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

Article 2

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

It shall apply from 30 June 2016.

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

Done at Brussels, 8 August 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 | – 0,292 % | 0,108 % | – 0,303 % | 0,934 % | – 0,628 % | 1,394 % |
| 2 | – 0,304 % | 0,135 % | – 0,314 % | 1,269 % | – 0,547 % | 1,813 % |
| 3 | – 0,295 % | 0,140 % | – 0,305 % | 1,608 % | – 0,416 % | 2,146 % |
| 4 | – 0,251 % | 0,164 % | – 0,261 % | 1,866 % | – 0,268 % | 2,446 % |
| 5 | – 0,183 % | 0,190 % | – 0,193 % | 2,085 % | – 0,111 % | 2,750 % |
| 6 | – 0,091 % | 0,218 % | – 0,101 % | 2,252 % | 0,069 % | 3,039 % |
| 7 | 0,010 % | 0,252 % | – 0,001 % | 2,395 % | 0,243 % | 3,304 % |
| 8 | 0,116 % | 0,294 % | 0,106 % | 2,541 % | 0,402 % | 3,537 % |
| 9 | 0,219 % | 0,338 % | 0,209 % | 2,689 % | 0,542 % | 3,736 % |
| 10 | 0,324 % | 0,384 % | 0,314 % | 2,840 % | 0,656 % | 3,898 % |
| 11 | 0,412 % | 0,433 % | 0,402 % | 2,978 % | 0,824 % | 4,025 % |
| 12 | 0,489 % | 0,485 % | 0,479 % | 3,099 % | 1,022 % | 4,123 % |
| 13 | 0,560 % | 0,544 % | 0,549 % | 3,207 % | 1,220 % | 4,200 % |
| 14 | 0,619 % | 0,612 % | 0,609 % | 3,301 % | 1,407 % | 4,260 % |
| 15 | 0,661 % | 0,688 % | 0,651 % | 3,383 % | 1,578 % | 4,307 % |
| 16 | 0,685 % | 0,774 % | 0,675 % | 3,454 % | 1,733 % | 4,345 % |
| 17 | 0,702 % | 0,865 % | 0,692 % | 3,515 % | 1,872 % | 4,374 % |
| 18 | 0,720 % | 0,958 % | 0,710 % | 3,568 % | 1,998 % | 4,397 % |
| 19 | 0,746 % | 1,053 % | 0,735 % | 3,614 % | 2,112 % | 4,415 % |
| 20 | 0,783 % | 1,146 % | 0,773 % | 3,655 % | 2,214 % | 4,429 % |
| 21 | 0,834 % | 1,237 % | 0,824 % | 3,691 % | 2,308 % | 4,439 % |
| 22 | 0,896 % | 1,327 % | 0,886 % | 3,723 % | 2,393 % | 4,447 % |
| 23 | 0,964 % | 1,413 % | 0,954 % | 3,752 % | 2,471 % | 4,452 % |
| 24 | 1,036 % | 1,497 % | 1,026 % | 3,778 % | 2,542 % | 4,456 % |
| 25 | 1,110 % | 1,577 % | 1,101 % | 3,801 % | 2,608 % | 4,458 % |
| 26 | 1,186 % | 1,654 % | 1,177 % | 3,822 % | 2,669 % | 4,459 % |
| 27 | 1,261 % | 1,728 % | 1,252 % | 3,841 % | 2,725 % | 4,459 % |
| 28 | 1,335 % | 1,799 % | 1,327 % | 3,859 % | 2,777 % | 4,458 % |
| 29 | 1,408 % | 1,866 % | 1,400 % | 3,875 % | 2,826 % | 4,457 % |
| 30 | 1,479 % | 1,931 % | 1,471 % | 3,889 % | 2,871 % | 4,454 % |
| 31 | 1,548 % | 1,993 % | 1,541 % | 3,902 % | 2,914 % | 4,452 % |
| 32 | 1,616 % | 2,053 % | 1,608 % | 3,915 % | 2,954 % | 4,449 % |
| 33 | 1,681 % | 2,109 % | 1,673 % | 3,926 % | 2,991 % | 4,446 % |
| 34 | 1,743 % | 2,163 % | 1,736 % | 3,936 % | 3,027 % | 4,443 % |
| 35 | 1,804 % | 2,215 % | 1,797 % | 3,946 % | 3,060 % | 4,439 % |
| 36 | 1,862 % | 2,265 % | 1,855 % | 3,955 % | 3,092 % | 4,435 % |
| 37 | 1,918 % | 2,313 % | 1,911 % | 3,963 % | 3,121 % | 4,432 % |
| 38 | 1,972 % | 2,358 % | 1,965 % | 3,971 % | 3,150 % | 4,428 % |
| 39 | 2,024 % | 2,402 % | 2,017 % | 3,978 % | 3,176 % | 4,424 % |
| 40 | 2,074 % | 2,443 % | 2,067 % | 3,985 % | 3,202 % | 4,421 % |
| 41 | 2,122 % | 2,483 % | 2,116 % | 3,991 % | 3,226 % | 4,417 % |
| 42 | 2,168 % | 2,522 % | 2,162 % | 3,997 % | 3,249 % | 4,413 % |
| 43 | 2,212 % | 2,559 % | 2,206 % | 4,003 % | 3,271 % | 4,409 % |
| 44 | 2,255 % | 2,594 % | 2,249 % | 4,008 % | 3,292 % | 4,406 % |
| 45 | 2,296 % | 2,628 % | 2,290 % | 4,013 % | 3,312 % | 4,402 % |
| 46 | 2,335 % | 2,661 % | 2,330 % | 4,018 % | 3,332 % | 4,399 % |
| 47 | 2,373 % | 2,692 % | 2,368 % | 4,023 % | 3,350 % | 4,395 % |
| 48 | 2,410 % | 2,723 % | 2,405 % | 4,027 % | 3,368 % | 4,392 % |
| 49 | 2,445 % | 2,752 % | 2,440 % | 4,031 % | 3,385 % | 4,389 % |
| 50 | 2,479 % | 2,780 % | 2,474 % | 4,035 % | 3,401 % | 4,386 % |
| 51 | 2,512 % | 2,807 % | 2,507 % | 4,039 % | 3,416 % | 4,382 % |
| 52 | 2,543 % | 2,833 % | 2,539 % | 4,042 % | 3,431 % | 4,379 % |
| 53 | 2,574 % | 2,858 % | 2,569 % | 4,045 % | 3,446 % | 4,376 % |
| 54 | 2,603 % | 2,882 % | 2,599 % | 4,049 % | 3,460 % | 4,373 % |
| 55 | 2,632 % | 2,906 % | 2,627 % | 4,052 % | 3,473 % | 4,371 % |
| 56 | 2,659 % | 2,929 % | 2,655 % | 4,054 % | 3,486 % | 4,368 % |
| 57 | 2,686 % | 2,950 % | 2,681 % | 4,057 % | 3,499 % | 4,365 % |
| 58 | 2,711 % | 2,972 % | 2,707 % | 4,060 % | 3,511 % | 4,363 % |
| 59 | 2,736 % | 2,992 % | 2,732 % | 4,063 % | 3,522 % | 4,360 % |
| 60 | 2,760 % | 3,012 % | 2,756 % | 4,065 % | 3,534 % | 4,358 % |
| 61 | 2,784 % | 3,031 % | 2,779 % | 4,067 % | 3,544 % | 4,355 % |
| 62 | 2,806 % | 3,050 % | 2,802 % | 4,070 % | 3,555 % | 4,353 % |
| 63 | 2,828 % | 3,068 % | 2,824 % | 4,072 % | 3,565 % | 4,350 % |
| 64 | 2,849 % | 3,085 % | 2,845 % | 4,074 % | 3,575 % | 4,348 % |
| 65 | 2,870 % | 3,102 % | 2,866 % | 4,076 % | 3,585 % | 4,346 % |
| 66 | 2,890 % | 3,119 % | 2,886 % | 4,078 % | 3,594 % | 4,344 % |
| 67 | 2,909 % | 3,135 % | 2,905 % | 4,080 % | 3,603 % | 4,342 % |
| 68 | 2,928 % | 3,150 % | 2,924 % | 4,082 % | 3,612 % | 4,340 % |
| 69 | 2,946 % | 3,165 % | 2,942 % | 4,084 % | 3,620 % | 4,338 % |
| 70 | 2,964 % | 3,180 % | 2,960 % | 4,085 % | 3,629 % | 4,336 % |
| 71 | 2,981 % | 3,194 % | 2,978 % | 4,087 % | 3,637 % | 4,334 % |
| 72 | 2,998 % | 3,208 % | 2,994 % | 4,089 % | 3,644 % | 4,332 % |
| 73 | 3,014 % | 3,222 % | 3,011 % | 4,090 % | 3,652 % | 4,331 % |
| 74 | 3,030 % | 3,235 % | 3,027 % | 4,092 % | 3,659 % | 4,329 % |
| 75 | 3,046 % | 3,248 % | 3,042 % | 4,093 % | 3,667 % | 4,327 % |
| 76 | 3,061 % | 3,260 % | 3,057 % | 4,095 % | 3,674 % | 4,325 % |
| 77 | 3,076 % | 3,272 % | 3,072 % | 4,096 % | 3,680 % | 4,324 % |
| 78 | 3,090 % | 3,284 % | 3,087 % | 4,097 % | 3,687 % | 4,322 % |
| 79 | 3,104 % | 3,295 % | 3,101 % | 4,099 % | 3,693 % | 4,321 % |
| 80 | 3,117 % | 3,307 % | 3,114 % | 4,100 % | 3,700 % | 4,319 % |
| 81 | 3,131 % | 3,318 % | 3,128 % | 4,101 % | 3,706 % | 4,318 % |
| 82 | 3,144 % | 3,328 % | 3,141 % | 4,103 % | 3,712 % | 4,316 % |
| 83 | 3,156 % | 3,339 % | 3,153 % | 4,104 % | 3,718 % | 4,315 % |
| 84 | 3,169 % | 3,349 % | 3,166 % | 4,105 % | 3,724 % | 4,314 % |
| 85 | 3,181 % | 3,359 % | 3,178 % | 4,106 % | 3,729 % | 4,312 % |
| 86 | 3,193 % | 3,369 % | 3,190 % | 4,107 % | 3,735 % | 4,311 % |
| 87 | 3,204 % | 3,378 % | 3,201 % | 4,108 % | 3,740 % | 4,310 % |
| 88 | 3,215 % | 3,388 % | 3,212 % | 4,109 % | 3,745 % | 4,309 % |
| 89 | 3,226 % | 3,397 % | 3,224 % | 4,110 % | 3,750 % | 4,307 % |
| 90 | 3,237 % | 3,406 % | 3,234 % | 4,111 % | 3,755 % | 4,306 % |
| 91 | 3,248 % | 3,414 % | 3,245 % | 4,112 % | 3,760 % | 4,305 % |
| 92 | 3,258 % | 3,423 % | 3,255 % | 4,113 % | 3,765 % | 4,304 % |
| 93 | 3,268 % | 3,431 % | 3,265 % | 4,114 % | 3,770 % | 4,303 % |
| 94 | 3,278 % | 3,439 % | 3,275 % | 4,115 % | 3,774 % | 4,302 % |
| 95 | 3,288 % | 3,447 % | 3,285 % | 4,116 % | 3,779 % | 4,301 % |
| 96 | 3,297 % | 3,455 % | 3,294 % | 4,117 % | 3,783 % | 4,300 % |
| 97 | 3,306 % | 3,463 % | 3,304 % | 4,118 % | 3,787 % | 4,298 % |
| 98 | 3,315 % | 3,470 % | 3,313 % | 4,119 % | 3,791 % | 4,297 % |
| 99 | 3,324 % | 3,477 % | 3,322 % | 4,119 % | 3,796 % | 4,297 % |
| 100 | 3,333 % | 3,485 % | 3,330 % | 4,120 % | 3,800 % | 4,296 % |
| 101 | 3,342 % | 3,492 % | 3,339 % | 4,121 % | 3,804 % | 4,295 % |
| 102 | 3,350 % | 3,499 % | 3,347 % | 4,122 % | 3,807 % | 4,294 % |
| 103 | 3,358 % | 3,505 % | 3,356 % | 4,123 % | 3,811 % | 4,293 % |
| 104 | 3,366 % | 3,512 % | 3,364 % | 4,123 % | 3,815 % | 4,292 % |
| 105 | 3,374 % | 3,519 % | 3,372 % | 4,124 % | 3,819 % | 4,291 % |
| 106 | 3,382 % | 3,525 % | 3,379 % | 4,125 % | 3,822 % | 4,290 % |
| 107 | 3,389 % | 3,531 % | 3,387 % | 4,125 % | 3,826 % | 4,289 % |
| 108 | 3,397 % | 3,537 % | 3,395 % | 4,126 % | 3,829 % | 4,288 % |
| 109 | 3,404 % | 3,544 % | 3,402 % | 4,127 % | 3,833 % | 4,288 % |
| 110 | 3,412 % | 3,549 % | 3,409 % | 4,128 % | 3,836 % | 4,287 % |
| 111 | 3,419 % | 3,555 % | 3,416 % | 4,128 % | 3,839 % | 4,286 % |
| 112 | 3,426 % | 3,561 % | 3,423 % | 4,129 % | 3,842 % | 4,285 % |
| 113 | 3,432 % | 3,567 % | 3,430 % | 4,129 % | 3,846 % | 4,285 % |
| 114 | 3,439 % | 3,572 % | 3,437 % | 4,130 % | 3,849 % | 4,284 % |
| 115 | 3,446 % | 3,578 % | 3,443 % | 4,131 % | 3,852 % | 4,283 % |
| 116 | 3,452 % | 3,583 % | 3,450 % | 4,131 % | 3,855 % | 4,282 % |
| 117 | 3,459 % | 3,588 % | 3,456 % | 4,132 % | 3,858 % | 4,282 % |
| 118 | 3,465 % | 3,593 % | 3,463 % | 4,132 % | 3,861 % | 4,281 % |
| 119 | 3,471 % | 3,599 % | 3,469 % | 4,133 % | 3,863 % | 4,280 % |
| 120 | 3,477 % | 3,604 % | 3,475 % | 4,134 % | 3,866 % | 4,280 % |
| 121 | 3,483 % | 3,608 % | 3,481 % | 4,134 % | 3,869 % | 4,279 % |
| 122 | 3,489 % | 3,613 % | 3,487 % | 4,135 % | 3,872 % | 4,278 % |
| 123 | 3,495 % | 3,618 % | 3,492 % | 4,135 % | 3,874 % | 4,278 % |
| 124 | 3,500 % | 3,623 % | 3,498 % | 4,136 % | 3,877 % | 4,277 % |
| 125 | 3,506 % | 3,627 % | 3,504 % | 4,136 % | 3,880 % | 4,276 % |
| 126 | 3,511 % | 3,632 % | 3,509 % | 4,137 % | 3,882 % | 4,276 % |
| 127 | 3,517 % | 3,636 % | 3,515 % | 4,137 % | 3,885 % | 4,275 % |
| 128 | 3,522 % | 3,641 % | 3,520 % | 4,138 % | 3,887 % | 4,275 % |
| 129 | 3,527 % | 3,645 % | 3,525 % | 4,138 % | 3,889 % | 4,274 % |
| 130 | 3,532 % | 3,649 % | 3,530 % | 4,139 % | 3,892 % | 4,274 % |
| 131 | 3,538 % | 3,653 % | 3,536 % | 4,139 % | 3,894 % | 4,273 % |
| 132 | 3,543 % | 3,658 % | 3,541 % | 4,140 % | 3,897 % | 4,272 % |
| 133 | 3,547 % | 3,662 % | 3,546 % | 4,140 % | 3,899 % | 4,272 % |
| 134 | 3,552 % | 3,666 % | 3,550 % | 4,141 % | 3,901 % | 4,271 % |
| 135 | 3,557 % | 3,670 % | 3,555 % | 4,141 % | 3,903 % | 4,271 % |
| 136 | 3,562 % | 3,674 % | 3,560 % | 4,141 % | 3,905 % | 4,270 % |
| 137 | 3,566 % | 3,677 % | 3,565 % | 4,142 % | 3,908 % | 4,270 % |
| 138 | 3,571 % | 3,681 % | 3,569 % | 4,142 % | 3,910 % | 4,269 % |
| 139 | 3,576 % | 3,685 % | 3,574 % | 4,143 % | 3,912 % | 4,269 % |
| 140 | 3,580 % | 3,689 % | 3,578 % | 4,143 % | 3,914 % | 4,268 % |
| 141 | 3,584 % | 3,692 % | 3,583 % | 4,143 % | 3,916 % | 4,268 % |
| 142 | 3,589 % | 3,696 % | 3,587 % | 4,144 % | 3,918 % | 4,267 % |
| 143 | 3,593 % | 3,699 % | 3,591 % | 4,144 % | 3,920 % | 4,267 % |
| 144 | 3,597 % | 3,703 % | 3,595 % | 4,145 % | 3,922 % | 4,266 % |
| 145 | 3,601 % | 3,706 % | 3,600 % | 4,145 % | 3,924 % | 4,266 % |
| 146 | 3,605 % | 3,710 % | 3,604 % | 4,145 % | 3,926 % | 4,265 % |
| 147 | 3,609 % | 3,713 % | 3,608 % | 4,146 % | 3,927 % | 4,265 % |
| 148 | 3,613 % | 3,716 % | 3,612 % | 4,146 % | 3,929 % | 4,265 % |
| 149 | 3,617 % | 3,719 % | 3,616 % | 4,147 % | 3,931 % | 4,264 % |
| 150 | 3,621 % | 3,723 % | 3,619 % | 4,147 % | 3,933 % | 4,264 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,292 %

0,108 %

– 0,303 %

0,934 %

– 0,628 %

1,394 %

2

– 0,304 %

0,135 %

– 0,314 %

1,269 %

– 0,547 %

1,813 %

3

– 0,295 %

0,140 %

– 0,305 %

1,608 %

– 0,416 %

2,146 %

4

– 0,251 %

0,164 %

– 0,261 %

1,866 %

– 0,268 %

2,446 %

5

– 0,183 %

0,190 %

– 0,193 %

2,085 %

– 0,111 %

2,750 %

6

– 0,091 %

0,218 %

– 0,101 %

2,252 %

0,069 %

3,039 %

7

0,010 %

0,252 %

– 0,001 %

2,395 %

0,243 %

3,304 %

8

0,116 %

0,294 %

0,106 %

2,541 %

0,402 %

3,537 %

9

0,219 %

0,338 %

0,209 %

2,689 %

0,542 %

3,736 %

10

0,324 %

0,384 %

0,314 %

2,840 %

0,656 %

3,898 %

11

0,412 %

0,433 %

0,402 %

2,978 %

0,824 %

4,025 %

12

0,489 %

0,485 %

0,479 %

3,099 %

1,022 %

4,123 %

13

0,560 %

0,544 %

0,549 %

3,207 %

1,220 %

4,200 %

14

0,619 %

0,612 %

0,609 %

3,301 %

1,407 %

4,260 %

15

0,661 %

0,688 %

0,651 %

3,383 %

1,578 %

4,307 %

16

0,685 %

0,774 %

0,675 %

3,454 %

1,733 %

4,345 %

17

0,702 %

0,865 %

0,692 %

3,515 %

1,872 %

4,374 %

18

0,720 %

0,958 %

0,710 %

3,568 %

1,998 %

4,397 %

19

0,746 %

1,053 %

0,735 %

3,614 %

2,112 %

4,415 %

20

0,783 %

1,146 %

0,773 %

3,655 %

2,214 %

4,429 %

21

0,834 %

1,237 %

0,824 %

3,691 %

2,308 %

4,439 %

22

0,896 %

1,327 %

0,886 %

3,723 %

2,393 %

4,447 %

23

0,964 %

1,413 %

0,954 %

3,752 %

2,471 %

4,452 %

24

1,036 %

1,497 %

1,026 %

3,778 %

2,542 %

4,456 %

25

1,110 %

1,577 %

1,101 %

3,801 %

2,608 %

4,458 %

26

1,186 %

1,654 %

1,177 %

3,822 %

2,669 %

4,459 %

27

1,261 %

1,728 %

1,252 %

3,841 %

2,725 %

4,459 %

28

1,335 %

1,799 %

1,327 %

3,859 %

2,777 %

4,458 %

29

1,408 %

1,866 %

1,400 %

3,875 %

2,826 %

4,457 %

30

1,479 %

1,931 %

1,471 %

3,889 %

2,871 %

4,454 %

31

1,548 %

1,993 %

1,541 %

3,902 %

2,914 %

4,452 %

32

1,616 %

2,053 %

1,608 %

3,915 %

2,954 %

4,449 %

33

1,681 %

2,109 %

1,673 %

3,926 %

2,991 %

4,446 %

34

1,743 %

2,163 %

1,736 %

3,936 %

3,027 %

4,443 %

35

1,804 %

2,215 %

1,797 %

3,946 %

3,060 %

4,439 %

36

1,862 %

2,265 %

1,855 %

3,955 %

3,092 %

4,435 %

37

1,918 %

2,313 %

1,911 %

3,963 %

3,121 %

4,432 %

38

1,972 %

2,358 %

1,965 %

3,971 %

3,150 %

4,428 %

39

2,024 %

2,402 %

2,017 %

3,978 %

3,176 %

4,424 %

40

2,074 %

2,443 %

2,067 %

3,985 %

3,202 %

4,421 %

41

2,122 %

2,483 %

2,116 %

3,991 %

3,226 %

4,417 %

42

2,168 %

2,522 %

2,162 %

3,997 %

3,249 %

4,413 %

43

2,212 %

2,559 %

2,206 %

4,003 %

3,271 %

4,409 %

44

2,255 %

2,594 %

2,249 %

4,008 %

3,292 %

4,406 %

45

2,296 %

2,628 %

2,290 %

4,013 %

3,312 %

4,402 %

46

2,335 %

2,661 %

2,330 %

4,018 %

3,332 %

4,399 %

47

2,373 %

2,692 %

2,368 %

4,023 %

3,350 %

4,395 %

48

2,410 %

2,723 %

2,405 %

4,027 %

3,368 %

4,392 %

49

2,445 %

2,752 %

2,440 %

4,031 %

3,385 %

4,389 %

50

2,479 %

2,780 %

2,474 %

4,035 %

3,401 %

4,386 %

51

2,512 %

2,807 %

2,507 %

4,039 %

3,416 %

4,382 %

52

2,543 %

2,833 %

2,539 %

4,042 %

3,431 %

4,379 %

53

2,574 %

2,858 %

2,569 %

4,045 %

3,446 %

4,376 %

54

2,603 %

2,882 %

2,599 %

4,049 %

3,460 %

4,373 %

55

2,632 %

2,906 %

2,627 %

4,052 %

3,473 %

4,371 %

56

2,659 %

2,929 %

2,655 %

4,054 %

3,486 %

4,368 %

57

2,686 %

2,950 %

2,681 %

4,057 %

3,499 %

4,365 %

58

2,711 %

2,972 %

2,707 %

4,060 %

3,511 %

4,363 %

59

2,736 %

2,992 %

2,732 %

4,063 %

3,522 %

4,360 %

60

2,760 %

3,012 %

2,756 %

4,065 %

3,534 %

4,358 %

61

2,784 %

3,031 %

2,779 %

4,067 %

3,544 %

4,355 %

62

2,806 %

3,050 %

2,802 %

4,070 %

3,555 %

4,353 %

63

2,828 %

3,068 %

2,824 %

4,072 %

3,565 %

4,350 %

64

2,849 %

3,085 %

2,845 %

4,074 %

3,575 %

4,348 %

65

2,870 %

3,102 %

2,866 %

4,076 %

3,585 %

4,346 %

66

2,890 %

3,119 %

2,886 %

4,078 %

3,594 %

4,344 %

67

2,909 %

3,135 %

2,905 %

4,080 %

3,603 %

4,342 %

68

2,928 %

3,150 %

2,924 %

4,082 %

3,612 %

4,340 %

69

2,946 %

3,165 %

2,942 %

4,084 %

3,620 %

4,338 %

70

2,964 %

3,180 %

2,960 %

4,085 %

3,629 %

4,336 %

71

2,981 %

3,194 %

2,978 %

4,087 %

3,637 %

4,334 %

72

2,998 %

3,208 %

2,994 %

4,089 %

3,644 %

4,332 %

73

3,014 %

3,222 %

3,011 %

4,090 %

3,652 %

4,331 %

74

3,030 %

3,235 %

3,027 %

4,092 %

3,659 %

4,329 %

75

3,046 %

3,248 %

3,042 %

4,093 %

3,667 %

4,327 %

76

3,061 %

3,260 %

3,057 %

4,095 %

3,674 %

4,325 %

77

3,076 %

3,272 %

3,072 %

4,096 %

3,680 %

4,324 %

78

3,090 %

3,284 %

3,087 %

4,097 %

3,687 %

4,322 %

79

3,104 %

3,295 %

3,101 %

4,099 %

3,693 %

4,321 %

80

3,117 %

3,307 %

3,114 %

4,100 %

3,700 %

4,319 %

81

3,131 %

3,318 %

3,128 %

4,101 %

3,706 %

4,318 %

82

3,144 %

3,328 %

3,141 %

4,103 %

3,712 %

4,316 %

83

3,156 %

3,339 %

3,153 %

4,104 %

3,718 %

4,315 %

84

3,169 %

3,349 %

3,166 %

4,105 %

3,724 %

4,314 %

85

3,181 %

3,359 %

3,178 %

4,106 %

3,729 %

4,312 %

86

3,193 %

3,369 %

3,190 %

4,107 %

3,735 %

4,311 %

87

3,204 %

3,378 %

3,201 %

4,108 %

3,740 %

4,310 %

88

3,215 %

3,388 %

3,212 %

4,109 %

3,745 %

4,309 %

89

3,226 %

3,397 %

3,224 %

4,110 %

3,750 %

4,307 %

90

3,237 %

3,406 %

3,234 %

4,111 %

3,755 %

4,306 %

91

3,248 %

3,414 %

3,245 %

4,112 %

3,760 %

4,305 %

92

3,258 %

3,423 %

3,255 %

4,113 %

3,765 %

4,304 %

93

3,268 %

3,431 %

3,265 %

4,114 %

3,770 %

4,303 %

94

3,278 %

3,439 %

3,275 %

4,115 %

3,774 %

4,302 %

95

3,288 %

3,447 %

3,285 %

4,116 %

3,779 %

4,301 %

96

3,297 %

3,455 %

3,294 %

4,117 %

3,783 %

4,300 %

97

3,306 %

3,463 %

3,304 %

4,118 %

3,787 %

4,298 %

98

3,315 %

3,470 %

3,313 %

4,119 %

3,791 %

4,297 %

99

3,324 %

3,477 %

3,322 %

4,119 %

3,796 %

4,297 %

100

3,333 %

3,485 %

3,330 %

4,120 %

3,800 %

4,296 %

101

3,342 %

3,492 %

3,339 %

4,121 %

3,804 %

4,295 %

102

3,350 %

3,499 %

3,347 %

4,122 %

3,807 %

4,294 %

103

3,358 %

3,505 %

3,356 %

4,123 %

3,811 %

4,293 %

104

3,366 %

3,512 %

3,364 %

4,123 %

3,815 %

4,292 %

105

3,374 %

3,519 %

3,372 %

4,124 %

3,819 %

4,291 %

106

3,382 %

3,525 %

3,379 %

4,125 %

3,822 %

4,290 %

107

3,389 %

3,531 %

3,387 %

4,125 %

3,826 %

4,289 %

108

3,397 %

3,537 %

3,395 %

4,126 %

3,829 %

4,288 %

109

3,404 %

3,544 %

3,402 %

4,127 %

3,833 %

4,288 %

110

3,412 %

3,549 %

3,409 %

4,128 %

3,836 %

4,287 %

111

3,419 %

3,555 %

3,416 %

4,128 %

3,839 %

4,286 %

112

3,426 %

3,561 %

3,423 %

4,129 %

3,842 %

4,285 %

113

3,432 %

3,567 %

3,430 %

4,129 %

3,846 %

4,285 %

114

3,439 %

3,572 %

3,437 %

4,130 %

3,849 %

4,284 %

115

3,446 %

3,578 %

3,443 %

4,131 %

3,852 %

4,283 %

116

3,452 %

3,583 %

3,450 %

4,131 %

3,855 %

4,282 %

117

3,459 %

3,588 %

3,456 %

4,132 %

3,858 %

4,282 %

118

3,465 %

3,593 %

3,463 %

4,132 %

3,861 %

4,281 %

119

3,471 %

3,599 %

3,469 %

4,133 %

3,863 %

4,280 %

120

3,477 %

3,604 %

3,475 %

4,134 %

3,866 %

4,280 %

121

3,483 %

3,608 %

3,481 %

4,134 %

3,869 %

4,279 %

122

3,489 %

3,613 %

3,487 %

4,135 %

3,872 %

4,278 %

123

3,495 %

3,618 %

3,492 %

4,135 %

3,874 %

4,278 %

124

3,500 %

3,623 %

3,498 %

4,136 %

3,877 %

4,277 %

125

3,506 %

3,627 %

3,504 %

4,136 %

3,880 %

4,276 %

126

3,511 %

3,632 %

3,509 %

4,137 %

3,882 %

4,276 %

127

3,517 %

3,636 %

3,515 %

4,137 %

3,885 %

4,275 %

128

3,522 %

3,641 %

3,520 %

4,138 %

3,887 %

4,275 %

129

3,527 %

3,645 %

3,525 %

4,138 %

3,889 %

4,274 %

130

3,532 %

3,649 %

3,530 %

4,139 %

3,892 %

4,274 %

131

3,538 %

3,653 %

3,536 %

4,139 %

3,894 %

4,273 %

132

3,543 %

3,658 %

3,541 %

4,140 %

3,897 %

4,272 %

133

3,547 %

3,662 %

3,546 %

4,140 %

3,899 %

4,272 %

134

3,552 %

3,666 %

3,550 %

4,141 %

3,901 %

4,271 %

135

3,557 %

3,670 %

3,555 %

4,141 %

3,903 %

4,271 %

136

3,562 %

3,674 %

3,560 %

4,141 %

3,905 %

4,270 %

137

3,566 %

3,677 %

3,565 %

4,142 %

3,908 %

4,270 %

138

3,571 %

3,681 %

3,569 %

4,142 %

3,910 %

4,269 %

139

3,576 %

3,685 %

3,574 %

4,143 %

3,912 %

4,269 %

140

3,580 %

3,689 %

3,578 %

4,143 %

3,914 %

4,268 %

141

3,584 %

3,692 %

3,583 %

4,143 %

3,916 %

4,268 %

142

3,589 %

3,696 %

3,587 %

4,144 %

3,918 %

4,267 %

143

3,593 %

3,699 %

3,591 %

4,144 %

3,920 %

4,267 %

144

3,597 %

3,703 %

3,595 %

4,145 %

3,922 %

4,266 %

145

3,601 %

3,706 %

3,600 %

4,145 %

3,924 %

4,266 %

146

3,605 %

3,710 %

3,604 %

4,145 %

3,926 %

4,265 %

147

3,609 %

3,713 %

3,608 %

4,146 %

3,927 %

4,265 %

148

3,613 %

3,716 %

3,612 %

4,146 %

3,929 %

4,265 %

149

3,617 %

3,719 %

3,616 %

4,147 %

3,931 %

4,264 %

150

3,621 %

3,723 %

3,619 %

4,147 %

3,933 %

4,264 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,342 % | 0,424 % | 0,773 % | 1,569 % | 6,066 % | 0,715 % |
| 2 | – 0,354 % | 0,361 % | 1,282 % | 1,551 % | 6,130 % | 0,785 % |
| 3 | – 0,345 % | 0,359 % | 1,810 % | 1,695 % | 6,205 % | 0,775 % |
| 4 | – 0,301 % | 0,394 % | 2,241 % | 1,881 % | 6,220 % | 0,795 % |
| 5 | – 0,233 % | 0,469 % | 2,560 % | 2,116 % | 6,190 % | 0,845 % |
| 6 | – 0,141 % | 0,542 % | 2,822 % | 2,258 % | 6,235 % | 0,928 % |
| 7 | – 0,041 % | 0,621 % | 3,044 % | 2,443 % | 6,278 % | 1,015 % |
| 8 | 0,065 % | 0,704 % | 3,235 % | 2,623 % | 6,240 % | 1,098 % |
| 9 | 0,168 % | 0,782 % | 3,419 % | 2,797 % | 6,097 % | 1,182 % |
| 10 | 0,273 % | 0,852 % | 3,599 % | 2,878 % | 5,920 % | 1,255 % |
| 11 | 0,361 % | 0,891 % | 3,746 % | 2,933 % | 5,766 % | 1,335 % |
| 12 | 0,438 % | 0,961 % | 3,862 % | 2,984 % | 5,637 % | 1,421 % |
| 13 | 0,508 % | 0,981 % | 3,955 % | 3,032 % | 5,528 % | 1,510 % |
| 14 | 0,568 % | 1,014 % | 4,029 % | 3,076 % | 5,435 % | 1,598 % |
| 15 | 0,610 % | 1,062 % | 4,088 % | 3,118 % | 5,354 % | 1,685 % |
| 16 | 0,634 % | 1,056 % | 4,137 % | 3,157 % | 5,284 % | 1,770 % |
| 17 | 0,650 % | 1,070 % | 4,176 % | 3,193 % | 5,221 % | 1,853 % |
| 18 | 0,668 % | 1,080 % | 4,208 % | 3,228 % | 5,165 % | 1,932 % |
| 19 | 0,694 % | 1,076 % | 4,235 % | 3,260 % | 5,116 % | 2,007 % |
| 20 | 0,732 % | 1,116 % | 4,256 % | 3,291 % | 5,071 % | 2,080 % |
| 21 | 0,783 % | 1,140 % | 4,274 % | 3,320 % | 5,030 % | 2,149 % |
| 22 | 0,846 % | 1,139 % | 4,288 % | 3,348 % | 4,993 % | 2,215 % |
| 23 | 0,915 % | 1,126 % | 4,300 % | 3,374 % | 4,960 % | 2,278 % |
| 24 | 0,988 % | 1,110 % | 4,309 % | 3,399 % | 4,929 % | 2,338 % |
| 25 | 1,064 % | 1,098 % | 4,316 % | 3,423 % | 4,900 % | 2,395 % |
| 26 | 1,140 % | 1,092 % | 4,322 % | 3,445 % | 4,874 % | 2,449 % |
| 27 | 1,217 % | 1,090 % | 4,327 % | 3,466 % | 4,849 % | 2,501 % |
| 28 | 1,292 % | 1,088 % | 4,330 % | 3,487 % | 4,827 % | 2,551 % |
| 29 | 1,366 % | 1,083 % | 4,333 % | 3,506 % | 4,805 % | 2,598 % |
| 30 | 1,439 % | 1,073 % | 4,334 % | 3,525 % | 4,786 % | 2,642 % |
| 31 | 1,509 % | 1,058 % | 4,336 % | 3,542 % | 4,767 % | 2,685 % |
| 32 | 1,577 % | 1,041 % | 4,336 % | 3,559 % | 4,750 % | 2,726 % |
| 33 | 1,643 % | 1,024 % | 4,336 % | 3,576 % | 4,733 % | 2,765 % |
| 34 | 1,707 % | 1,009 % | 4,336 % | 3,591 % | 4,718 % | 2,802 % |
| 35 | 1,768 % | 0,998 % | 4,335 % | 3,606 % | 4,703 % | 2,837 % |
| 36 | 1,827 % | 0,991 % | 4,335 % | 3,620 % | 4,690 % | 2,871 % |
| 37 | 1,884 % | 0,988 % | 4,334 % | 3,634 % | 4,677 % | 2,904 % |
| 38 | 1,939 % | 0,987 % | 4,332 % | 3,647 % | 4,664 % | 2,935 % |
| 39 | 1,992 % | 0,988 % | 4,331 % | 3,659 % | 4,653 % | 2,965 % |
| 40 | 2,042 % | 0,989 % | 4,330 % | 3,671 % | 4,642 % | 2,993 % |
| 41 | 2,091 % | 0,989 % | 4,328 % | 3,683 % | 4,631 % | 3,021 % |
| 42 | 2,138 % | 0,989 % | 4,326 % | 3,694 % | 4,621 % | 3,047 % |
| 43 | 2,183 % | 0,986 % | 4,325 % | 3,705 % | 4,611 % | 3,072 % |
| 44 | 2,226 % | 0,981 % | 4,323 % | 3,715 % | 4,602 % | 3,096 % |
| 45 | 2,268 % | 0,971 % | 4,321 % | 3,725 % | 4,593 % | 3,120 % |
| 46 | 2,308 % | 0,958 % | 4,319 % | 3,734 % | 4,585 % | 3,142 % |
| 47 | 2,346 % | 0,945 % | 4,318 % | 3,744 % | 4,577 % | 3,163 % |
| 48 | 2,384 % | 0,934 % | 4,316 % | 3,752 % | 4,569 % | 3,184 % |
| 49 | 2,419 % | 0,930 % | 4,314 % | 3,761 % | 4,562 % | 3,204 % |
| 50 | 2,454 % | 0,932 % | 4,313 % | 3,769 % | 4,554 % | 3,223 % |
| 51 | 2,487 % | 0,944 % | 4,311 % | 3,777 % | 4,548 % | 3,242 % |
| 52 | 2,519 % | 0,962 % | 4,309 % | 3,785 % | 4,541 % | 3,260 % |
| 53 | 2,550 % | 0,986 % | 4,307 % | 3,792 % | 4,535 % | 3,277 % |
| 54 | 2,580 % | 1,014 % | 4,306 % | 3,800 % | 4,528 % | 3,294 % |
| 55 | 2,609 % | 1,045 % | 4,304 % | 3,807 % | 4,523 % | 3,310 % |
| 56 | 2,637 % | 1,079 % | 4,303 % | 3,813 % | 4,517 % | 3,325 % |
| 57 | 2,664 % | 1,115 % | 4,301 % | 3,820 % | 4,511 % | 3,340 % |
| 58 | 2,690 % | 1,151 % | 4,300 % | 3,826 % | 4,506 % | 3,355 % |
| 59 | 2,715 % | 1,189 % | 4,298 % | 3,832 % | 4,501 % | 3,369 % |
| 60 | 2,739 % | 1,227 % | 4,297 % | 3,838 % | 4,496 % | 3,382 % |
| 61 | 2,763 % | 1,265 % | 4,295 % | 3,844 % | 4,491 % | 3,396 % |
| 62 | 2,786 % | 1,304 % | 4,294 % | 3,850 % | 4,486 % | 3,408 % |
| 63 | 2,808 % | 1,342 % | 4,293 % | 3,855 % | 4,482 % | 3,421 % |
| 64 | 2,829 % | 1,380 % | 4,291 % | 3,860 % | 4,478 % | 3,433 % |
| 65 | 2,850 % | 1,417 % | 4,290 % | 3,865 % | 4,473 % | 3,444 % |
| 66 | 2,871 % | 1,455 % | 4,289 % | 3,870 % | 4,469 % | 3,456 % |
| 67 | 2,890 % | 1,491 % | 4,287 % | 3,875 % | 4,465 % | 3,467 % |
| 68 | 2,909 % | 1,527 % | 4,286 % | 3,880 % | 4,461 % | 3,477 % |
| 69 | 2,928 % | 1,563 % | 4,285 % | 3,884 % | 4,458 % | 3,488 % |
| 70 | 2,946 % | 1,598 % | 4,284 % | 3,889 % | 4,454 % | 3,498 % |
| 71 | 2,963 % | 1,632 % | 4,283 % | 3,893 % | 4,450 % | 3,508 % |
| 72 | 2,980 % | 1,665 % | 4,282 % | 3,897 % | 4,447 % | 3,517 % |
| 73 | 2,997 % | 1,698 % | 4,281 % | 3,901 % | 4,444 % | 3,527 % |
| 74 | 3,013 % | 1,730 % | 4,279 % | 3,905 % | 4,440 % | 3,536 % |
| 75 | 3,029 % | 1,761 % | 4,278 % | 3,909 % | 4,437 % | 3,544 % |
| 76 | 3,044 % | 1,792 % | 4,277 % | 3,913 % | 4,434 % | 3,553 % |
| 77 | 3,059 % | 1,822 % | 4,276 % | 3,917 % | 4,431 % | 3,561 % |
| 78 | 3,074 % | 1,852 % | 4,276 % | 3,920 % | 4,428 % | 3,569 % |
| 79 | 3,088 % | 1,880 % | 4,275 % | 3,924 % | 4,425 % | 3,577 % |
| 80 | 3,102 % | 1,909 % | 4,274 % | 3,927 % | 4,422 % | 3,585 % |
| 81 | 3,115 % | 1,936 % | 4,273 % | 3,931 % | 4,420 % | 3,593 % |
| 82 | 3,128 % | 1,963 % | 4,272 % | 3,934 % | 4,417 % | 3,600 % |
| 83 | 3,141 % | 1,989 % | 4,271 % | 3,937 % | 4,414 % | 3,607 % |
| 84 | 3,154 % | 2,015 % | 4,270 % | 3,940 % | 4,412 % | 3,614 % |
| 85 | 3,166 % | 2,040 % | 4,269 % | 3,943 % | 4,409 % | 3,621 % |
| 86 | 3,178 % | 2,065 % | 4,269 % | 3,946 % | 4,407 % | 3,628 % |
| 87 | 3,190 % | 2,089 % | 4,268 % | 3,949 % | 4,404 % | 3,634 % |
| 88 | 3,201 % | 2,113 % | 4,267 % | 3,952 % | 4,402 % | 3,641 % |
| 89 | 3,212 % | 2,136 % | 4,266 % | 3,955 % | 4,400 % | 3,647 % |
| 90 | 3,223 % | 2,158 % | 4,266 % | 3,957 % | 4,398 % | 3,653 % |
| 91 | 3,234 % | 2,180 % | 4,265 % | 3,960 % | 4,396 % | 3,659 % |
| 92 | 3,244 % | 2,202 % | 4,264 % | 3,963 % | 4,393 % | 3,665 % |
| 93 | 3,254 % | 2,223 % | 4,263 % | 3,965 % | 4,391 % | 3,671 % |
| 94 | 3,264 % | 2,244 % | 4,263 % | 3,968 % | 4,389 % | 3,676 % |
| 95 | 3,274 % | 2,264 % | 4,262 % | 3,970 % | 4,387 % | 3,682 % |
| 96 | 3,284 % | 2,284 % | 4,262 % | 3,972 % | 4,385 % | 3,687 % |
| 97 | 3,293 % | 2,304 % | 4,261 % | 3,975 % | 4,383 % | 3,692 % |
| 98 | 3,302 % | 2,323 % | 4,260 % | 3,977 % | 4,382 % | 3,698 % |
| 99 | 3,311 % | 2,342 % | 4,260 % | 3,979 % | 4,380 % | 3,703 % |
| 100 | 3,320 % | 2,360 % | 4,259 % | 3,982 % | 4,378 % | 3,708 % |
| 101 | 3,329 % | 2,378 % | 4,258 % | 3,984 % | 4,376 % | 3,713 % |
| 102 | 3,337 % | 2,396 % | 4,258 % | 3,986 % | 4,374 % | 3,717 % |
| 103 | 3,346 % | 2,413 % | 4,257 % | 3,988 % | 4,373 % | 3,722 % |
| 104 | 3,354 % | 2,430 % | 4,257 % | 3,990 % | 4,371 % | 3,727 % |
| 105 | 3,362 % | 2,447 % | 4,256 % | 3,992 % | 4,369 % | 3,731 % |
| 106 | 3,370 % | 2,463 % | 4,256 % | 3,994 % | 4,368 % | 3,735 % |
| 107 | 3,378 % | 2,479 % | 4,255 % | 3,996 % | 4,366 % | 3,740 % |
| 108 | 3,385 % | 2,495 % | 4,255 % | 3,998 % | 4,365 % | 3,744 % |
| 109 | 3,393 % | 2,511 % | 4,254 % | 4,000 % | 4,363 % | 3,748 % |
| 110 | 3,400 % | 2,526 % | 4,254 % | 4,001 % | 4,362 % | 3,752 % |
| 111 | 3,407 % | 2,541 % | 4,253 % | 4,003 % | 4,360 % | 3,756 % |
| 112 | 3,414 % | 2,555 % | 4,253 % | 4,005 % | 4,359 % | 3,760 % |
| 113 | 3,421 % | 2,570 % | 4,252 % | 4,007 % | 4,357 % | 3,764 % |
| 114 | 3,428 % | 2,584 % | 4,252 % | 4,008 % | 4,356 % | 3,768 % |
| 115 | 3,435 % | 2,598 % | 4,251 % | 4,010 % | 4,355 % | 3,772 % |
| 116 | 3,441 % | 2,612 % | 4,251 % | 4,012 % | 4,353 % | 3,775 % |
| 117 | 3,448 % | 2,625 % | 4,251 % | 4,013 % | 4,352 % | 3,779 % |
| 118 | 3,454 % | 2,638 % | 4,250 % | 4,015 % | 4,351 % | 3,783 % |
| 119 | 3,460 % | 2,651 % | 4,250 % | 4,016 % | 4,350 % | 3,786 % |
| 120 | 3,466 % | 2,664 % | 4,249 % | 4,018 % | 4,348 % | 3,790 % |
| 121 | 3,472 % | 2,677 % | 4,249 % | 4,019 % | 4,347 % | 3,793 % |
| 122 | 3,478 % | 2,689 % | 4,248 % | 4,021 % | 4,346 % | 3,796 % |
| 123 | 3,484 % | 2,701 % | 4,248 % | 4,022 % | 4,345 % | 3,800 % |
| 124 | 3,490 % | 2,713 % | 4,248 % | 4,024 % | 4,344 % | 3,803 % |
| 125 | 3,496 % | 2,725 % | 4,247 % | 4,025 % | 4,342 % | 3,806 % |
| 126 | 3,501 % | 2,737 % | 4,247 % | 4,027 % | 4,341 % | 3,809 % |
| 127 | 3,507 % | 2,748 % | 4,247 % | 4,028 % | 4,340 % | 3,812 % |
| 128 | 3,512 % | 2,760 % | 4,246 % | 4,029 % | 4,339 % | 3,815 % |
| 129 | 3,517 % | 2,771 % | 4,246 % | 4,031 % | 4,338 % | 3,818 % |
| 130 | 3,523 % | 2,782 % | 4,245 % | 4,032 % | 4,337 % | 3,821 % |
| 131 | 3,528 % | 2,792 % | 4,245 % | 4,033 % | 4,336 % | 3,824 % |
| 132 | 3,533 % | 2,803 % | 4,245 % | 4,034 % | 4,335 % | 3,827 % |
| 133 | 3,538 % | 2,813 % | 4,244 % | 4,036 % | 4,334 % | 3,830 % |
| 134 | 3,543 % | 2,824 % | 4,244 % | 4,037 % | 4,333 % | 3,832 % |
| 135 | 3,548 % | 2,834 % | 4,244 % | 4,038 % | 4,332 % | 3,835 % |
| 136 | 3,552 % | 2,844 % | 4,243 % | 4,039 % | 4,331 % | 3,838 % |
| 137 | 3,557 % | 2,854 % | 4,243 % | 4,040 % | 4,330 % | 3,840 % |
| 138 | 3,562 % | 2,863 % | 4,243 % | 4,042 % | 4,329 % | 3,843 % |
| 139 | 3,566 % | 2,873 % | 4,243 % | 4,043 % | 4,328 % | 3,846 % |
| 140 | 3,571 % | 2,882 % | 4,242 % | 4,044 % | 4,327 % | 3,848 % |
| 141 | 3,575 % | 2,892 % | 4,242 % | 4,045 % | 4,326 % | 3,851 % |
| 142 | 3,580 % | 2,901 % | 4,242 % | 4,046 % | 4,325 % | 3,853 % |
| 143 | 3,584 % | 2,910 % | 4,241 % | 4,047 % | 4,324 % | 3,855 % |
| 144 | 3,588 % | 2,919 % | 4,241 % | 4,048 % | 4,324 % | 3,858 % |
| 145 | 3,593 % | 2,927 % | 4,241 % | 4,049 % | 4,323 % | 3,860 % |
| 146 | 3,597 % | 2,936 % | 4,240 % | 4,050 % | 4,322 % | 3,863 % |
| 147 | 3,601 % | 2,945 % | 4,240 % | 4,051 % | 4,321 % | 3,865 % |
| 148 | 3,605 % | 2,953 % | 4,240 % | 4,052 % | 4,320 % | 3,867 % |
| 149 | 3,609 % | 2,961 % | 4,240 % | 4,053 % | 4,319 % | 3,869 % |
| 150 | 3,613 % | 2,970 % | 4,239 % | 4,054 % | 4,319 % | 3,872 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,342 %

0,424 %

0,773 %

1,569 %

6,066 %

0,715 %

2

– 0,354 %

0,361 %

1,282 %

1,551 %

6,130 %

0,785 %

3

– 0,345 %

0,359 %

1,810 %

1,695 %

6,205 %

0,775 %

4

– 0,301 %

0,394 %

2,241 %

1,881 %

6,220 %

0,795 %

5

– 0,233 %

0,469 %

2,560 %

2,116 %

6,190 %

0,845 %

6

– 0,141 %

0,542 %

2,822 %

2,258 %

6,235 %

0,928 %

7

– 0,041 %

0,621 %

3,044 %

2,443 %

6,278 %

1,015 %

8

0,065 %

0,704 %

3,235 %

2,623 %

6,240 %

1,098 %

9

0,168 %

0,782 %

3,419 %

2,797 %

6,097 %

1,182 %

10

0,273 %

0,852 %

3,599 %

2,878 %

5,920 %

1,255 %

11

0,361 %

0,891 %

3,746 %

2,933 %

5,766 %

1,335 %

12

0,438 %

0,961 %

3,862 %

2,984 %

5,637 %

1,421 %

13

0,508 %

0,981 %

3,955 %

3,032 %

5,528 %

1,510 %

14

0,568 %

1,014 %

4,029 %

3,076 %

5,435 %

1,598 %

15

0,610 %

1,062 %

4,088 %

3,118 %

5,354 %

1,685 %

16

0,634 %

1,056 %

4,137 %

3,157 %

5,284 %

1,770 %

17

0,650 %

1,070 %

4,176 %

3,193 %

5,221 %

1,853 %

18

0,668 %

1,080 %

4,208 %

3,228 %

5,165 %

1,932 %

19

0,694 %

1,076 %

4,235 %

3,260 %

5,116 %

2,007 %

20

0,732 %

1,116 %

4,256 %

3,291 %

5,071 %

2,080 %

21

0,783 %

1,140 %

4,274 %

3,320 %

5,030 %

2,149 %

22

0,846 %

1,139 %

4,288 %

3,348 %

4,993 %

2,215 %

23

0,915 %

1,126 %

4,300 %

3,374 %

4,960 %

2,278 %

24

0,988 %

1,110 %

4,309 %

3,399 %

4,929 %

2,338 %

25

1,064 %

1,098 %

4,316 %

3,423 %

4,900 %

2,395 %

26

1,140 %

1,092 %

4,322 %

3,445 %

4,874 %

2,449 %

27

1,217 %

1,090 %

4,327 %

3,466 %

4,849 %

2,501 %

28

1,292 %

1,088 %

4,330 %

3,487 %

4,827 %

2,551 %

29

1,366 %

1,083 %

4,333 %

3,506 %

4,805 %

2,598 %

30

1,439 %

1,073 %

4,334 %

3,525 %

4,786 %

2,642 %

31

1,509 %

1,058 %

4,336 %

3,542 %

4,767 %

2,685 %

32

1,577 %

1,041 %

4,336 %

3,559 %

4,750 %

2,726 %

33

1,643 %

1,024 %

4,336 %

3,576 %

4,733 %

2,765 %

34

1,707 %

1,009 %

4,336 %

3,591 %

4,718 %

2,802 %

35

1,768 %

0,998 %

4,335 %

3,606 %

4,703 %

2,837 %

36

1,827 %

0,991 %

4,335 %

3,620 %

4,690 %

2,871 %

37

1,884 %

0,988 %

4,334 %

3,634 %

4,677 %

2,904 %

38

1,939 %

0,987 %

4,332 %

3,647 %

4,664 %

2,935 %

39

1,992 %

0,988 %

4,331 %

3,659 %

4,653 %

2,965 %

40

2,042 %

0,989 %

4,330 %

3,671 %

4,642 %

2,993 %

41

2,091 %

0,989 %

4,328 %

3,683 %

4,631 %

3,021 %

42

2,138 %

0,989 %

4,326 %

3,694 %

4,621 %

3,047 %

43

2,183 %

0,986 %

4,325 %

3,705 %

4,611 %

3,072 %

44

2,226 %

0,981 %

4,323 %

3,715 %

4,602 %

3,096 %

45

2,268 %

0,971 %

4,321 %

3,725 %

4,593 %

3,120 %

46

2,308 %

0,958 %

4,319 %

3,734 %

4,585 %

3,142 %

47

2,346 %

0,945 %

4,318 %

3,744 %

4,577 %

3,163 %

48

2,384 %

0,934 %

4,316 %

3,752 %

4,569 %

3,184 %

49

2,419 %

0,930 %

4,314 %

3,761 %

4,562 %

3,204 %

50

2,454 %

0,932 %

4,313 %

3,769 %

4,554 %

3,223 %

51

2,487 %

0,944 %

4,311 %

3,777 %

4,548 %

3,242 %

52

2,519 %

0,962 %

4,309 %

3,785 %

4,541 %

3,260 %

53

2,550 %

0,986 %

4,307 %

3,792 %

4,535 %

3,277 %

54

2,580 %

1,014 %

4,306 %

3,800 %

4,528 %

3,294 %

55

2,609 %

1,045 %

4,304 %

3,807 %

4,523 %

3,310 %

56

2,637 %

1,079 %

4,303 %

3,813 %

4,517 %

3,325 %

57

2,664 %

1,115 %

4,301 %

3,820 %

4,511 %

3,340 %

58

2,690 %

1,151 %

4,300 %

3,826 %

4,506 %

3,355 %

59

2,715 %

1,189 %

4,298 %

3,832 %

4,501 %

3,369 %

60

2,739 %

1,227 %

4,297 %

3,838 %

4,496 %

3,382 %

61

2,763 %

1,265 %

4,295 %

3,844 %

4,491 %

3,396 %

62

2,786 %

1,304 %

4,294 %

3,850 %

4,486 %

3,408 %

63

2,808 %

1,342 %

4,293 %

3,855 %

4,482 %

3,421 %

64

2,829 %

1,380 %

4,291 %

3,860 %

4,478 %

3,433 %

65

2,850 %

1,417 %

4,290 %

3,865 %

4,473 %

3,444 %

66

2,871 %

1,455 %

4,289 %

3,870 %

4,469 %

3,456 %

67

2,890 %

1,491 %

4,287 %

3,875 %

4,465 %

3,467 %

68

2,909 %

1,527 %

4,286 %

3,880 %

4,461 %

3,477 %

69

2,928 %

1,563 %

4,285 %

3,884 %

4,458 %

3,488 %

70

2,946 %

1,598 %

4,284 %

3,889 %

4,454 %

3,498 %

71

2,963 %

1,632 %

4,283 %

3,893 %

4,450 %

3,508 %

72

2,980 %

1,665 %

4,282 %

3,897 %

4,447 %

3,517 %

73

2,997 %

1,698 %

4,281 %

3,901 %

4,444 %

3,527 %

74

3,013 %

1,730 %

4,279 %

3,905 %

4,440 %

3,536 %

75

3,029 %

1,761 %

4,278 %

3,909 %

4,437 %

3,544 %

76

3,044 %

1,792 %

4,277 %

3,913 %

4,434 %

3,553 %

77

3,059 %

1,822 %

4,276 %

3,917 %

4,431 %

3,561 %

78

3,074 %

1,852 %

4,276 %

3,920 %

4,428 %

3,569 %

79

3,088 %

1,880 %

4,275 %

3,924 %

4,425 %

3,577 %

80

3,102 %

1,909 %

4,274 %

3,927 %

4,422 %

3,585 %

81

3,115 %

1,936 %

4,273 %

3,931 %

4,420 %

3,593 %

82

3,128 %

1,963 %

4,272 %

3,934 %

4,417 %

3,600 %

83

3,141 %

1,989 %

4,271 %

3,937 %

4,414 %

3,607 %

84

3,154 %

2,015 %

4,270 %

3,940 %

4,412 %

3,614 %

85

3,166 %

2,040 %

4,269 %

3,943 %

4,409 %

3,621 %

86

3,178 %

2,065 %

4,269 %

3,946 %

4,407 %

3,628 %

87

3,190 %

2,089 %

4,268 %

3,949 %

4,404 %

3,634 %

88

3,201 %

2,113 %

4,267 %

3,952 %

4,402 %

3,641 %

89

3,212 %

2,136 %

4,266 %

3,955 %

4,400 %

3,647 %

90

3,223 %

2,158 %

4,266 %

3,957 %

4,398 %

3,653 %

91

3,234 %

2,180 %

4,265 %

3,960 %

4,396 %

3,659 %

92

3,244 %

2,202 %

4,264 %

3,963 %

4,393 %

3,665 %

93

3,254 %

2,223 %

4,263 %

3,965 %

4,391 %

3,671 %

94

3,264 %

2,244 %

4,263 %

3,968 %

4,389 %

3,676 %

95

3,274 %

2,264 %

4,262 %

3,970 %

4,387 %

3,682 %

96

3,284 %

2,284 %

4,262 %

3,972 %

4,385 %

3,687 %

97

3,293 %

2,304 %

4,261 %

3,975 %

4,383 %

3,692 %

98

3,302 %

2,323 %

4,260 %

3,977 %

4,382 %

3,698 %

99

3,311 %

2,342 %

4,260 %

3,979 %

4,380 %

3,703 %

100

3,320 %

2,360 %

4,259 %

3,982 %

4,378 %

3,708 %

101

3,329 %

2,378 %

4,258 %

3,984 %

4,376 %

3,713 %

102

3,337 %

2,396 %

4,258 %

3,986 %

4,374 %

3,717 %

103

3,346 %

2,413 %

4,257 %

3,988 %

4,373 %

3,722 %

104

3,354 %

2,430 %

4,257 %

3,990 %

4,371 %

3,727 %

105

3,362 %

2,447 %

4,256 %

3,992 %

4,369 %

3,731 %

106

3,370 %

2,463 %

4,256 %

3,994 %

4,368 %

3,735 %

107

3,378 %

2,479 %

4,255 %

3,996 %

4,366 %

3,740 %

108

3,385 %

2,495 %

4,255 %

3,998 %

4,365 %

3,744 %

109

3,393 %

2,511 %

4,254 %

4,000 %

4,363 %

3,748 %

110

3,400 %

2,526 %

4,254 %

4,001 %

4,362 %

3,752 %

111

3,407 %

2,541 %

4,253 %

4,003 %

4,360 %

3,756 %

112

3,414 %

2,555 %

4,253 %

4,005 %

4,359 %

3,760 %

113

3,421 %

2,570 %

4,252 %

4,007 %

4,357 %

3,764 %

114

3,428 %

2,584 %

4,252 %

4,008 %

4,356 %

3,768 %

115

3,435 %

2,598 %

4,251 %

4,010 %

4,355 %

3,772 %

116

3,441 %

2,612 %

4,251 %

4,012 %

4,353 %

3,775 %

117

3,448 %

2,625 %

4,251 %

4,013 %

4,352 %

3,779 %

118

3,454 %

2,638 %

4,250 %

4,015 %

4,351 %

3,783 %

119

3,460 %

2,651 %

4,250 %

4,016 %

4,350 %

3,786 %

120

3,466 %

2,664 %

4,249 %

4,018 %

4,348 %

3,790 %

121

3,472 %

2,677 %

4,249 %

4,019 %

4,347 %

3,793 %

122

3,478 %

2,689 %

4,248 %

4,021 %

4,346 %

3,796 %

123

3,484 %

2,701 %

4,248 %

4,022 %

4,345 %

3,800 %

124

3,490 %

2,713 %

4,248 %

4,024 %

4,344 %

3,803 %

125

3,496 %

2,725 %

4,247 %

4,025 %

4,342 %

3,806 %

126

3,501 %

2,737 %

4,247 %

4,027 %

4,341 %

3,809 %

127

3,507 %

2,748 %

4,247 %

4,028 %

4,340 %

3,812 %

128

3,512 %

2,760 %

4,246 %

4,029 %

4,339 %

3,815 %

129

3,517 %

2,771 %

4,246 %

4,031 %

4,338 %

3,818 %

130

3,523 %

2,782 %

4,245 %

4,032 %

4,337 %

3,821 %

131

3,528 %

2,792 %

4,245 %

4,033 %

4,336 %

3,824 %

132

3,533 %

2,803 %

4,245 %

4,034 %

4,335 %

3,827 %

133

3,538 %

2,813 %

4,244 %

4,036 %

4,334 %

3,830 %

134

3,543 %

2,824 %

4,244 %

4,037 %

4,333 %

3,832 %

135

3,548 %

2,834 %

4,244 %

4,038 %

4,332 %

3,835 %

136

3,552 %

2,844 %

4,243 %

4,039 %

4,331 %

3,838 %

137

3,557 %

2,854 %

4,243 %

4,040 %

4,330 %

3,840 %

138

3,562 %

2,863 %

4,243 %

4,042 %

4,329 %

3,843 %

139

3,566 %

2,873 %

4,243 %

4,043 %

4,328 %

3,846 %

140

3,571 %

2,882 %

4,242 %

4,044 %

4,327 %

3,848 %

141

3,575 %

2,892 %

4,242 %

4,045 %

4,326 %

3,851 %

142

3,580 %

2,901 %

4,242 %

4,046 %

4,325 %

3,853 %

143

3,584 %

2,910 %

4,241 %

4,047 %

4,324 %

3,855 %

144

3,588 %

2,919 %

4,241 %

4,048 %

4,324 %

3,858 %

145

3,593 %

2,927 %

4,241 %

4,049 %

4,323 %

3,860 %

146

3,597 %

2,936 %

4,240 %

4,050 %

4,322 %

3,863 %

147

3,601 %

2,945 %

4,240 %

4,051 %

4,321 %

3,865 %

148

3,605 %

2,953 %

4,240 %

4,052 %

4,320 %

3,867 %

149

3,609 %

2,961 %

4,240 %

4,053 %

4,319 %

3,869 %

150

3,613 %

2,970 %

4,239 %

4,054 %

4,319 %

3,872 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,925 % | 1,855 % | 1,239 % | 0,691 % | 3,246 % | 4,216 % |
| 2 | – 0,963 % | 1,785 % | 1,295 % | 0,681 % | 3,246 % | 4,321 % |
| 3 | – 0,962 % | 1,776 % | 1,376 % | 0,689 % | 3,351 % | 4,429 % |
| 4 | – 0,924 % | 1,798 % | 1,494 % | 0,715 % | 3,458 % | 4,761 % |
| 5 | – 0,865 % | 1,822 % | 1,577 % | 0,754 % | 3,588 % | 5,044 % |
| 6 | – 0,805 % | 1,864 % | 1,656 % | 0,823 % | 3,708 % | 5,243 % |
| 7 | – 0,709 % | 1,906 % | 1,729 % | 0,866 % | 3,820 % | 5,388 % |
| 8 | – 0,631 % | 1,951 % | 1,789 % | 0,945 % | 3,957 % | 5,506 % |
| 9 | – 0,554 % | 1,995 % | 1,848 % | 1,038 % | 4,061 % | 5,636 % |
| 10 | – 0,497 % | 2,039 % | 1,916 % | 1,131 % | 4,092 % | 5,754 % |
| 11 | – 0,446 % | 2,080 % | 1,993 % | 1,227 % | 4,106 % | 5,836 % |
| 12 | – 0,393 % | 2,117 % | 2,071 % | 1,317 % | 4,117 % | 5,885 % |
| 13 | – 0,353 % | 2,151 % | 2,140 % | 1,393 % | 4,126 % | 5,912 % |
| 14 | – 0,291 % | 2,182 % | 2,203 % | 1,458 % | 4,134 % | 5,921 % |
| 15 | – 0,270 % | 2,211 % | 2,264 % | 1,514 % | 4,141 % | 5,918 % |
| 16 | – 0,248 % | 2,236 % | 2,324 % | 1,563 % | 4,147 % | 5,905 % |
| 17 | – 0,218 % | 2,260 % | 2,382 % | 1,602 % | 4,152 % | 5,885 % |
| 18 | – 0,188 % | 2,282 % | 2,439 % | 1,632 % | 4,156 % | 5,860 % |
| 19 | – 0,162 % | 2,303 % | 2,494 % | 1,649 % | 4,160 % | 5,831 % |
| 20 | – 0,143 % | 2,323 % | 2,548 % | 1,653 % | 4,163 % | 5,799 % |
| 21 | – 0,133 % | 2,342 % | 2,599 % | 1,645 % | 4,166 % | 5,765 % |
| 22 | – 0,126 % | 2,359 % | 2,648 % | 1,633 % | 4,169 % | 5,731 % |
| 23 | – 0,116 % | 2,372 % | 2,695 % | 1,622 % | 4,171 % | 5,696 % |
| 24 | – 0,099 % | 2,381 % | 2,740 % | 1,618 % | 4,173 % | 5,660 % |
| 25 | – 0,072 % | 2,386 % | 2,783 % | 1,624 % | 4,175 % | 5,625 % |
| 26 | – 0,033 % | 2,385 % | 2,824 % | 1,642 % | 4,177 % | 5,590 % |
| 27 | 0,014 % | 2,382 % | 2,864 % | 1,670 % | 4,178 % | 5,556 % |
| 28 | 0,067 % | 2,380 % | 2,901 % | 1,704 % | 4,180 % | 5,522 % |
| 29 | 0,125 % | 2,381 % | 2,937 % | 1,743 % | 4,181 % | 5,490 % |
| 30 | 0,185 % | 2,387 % | 2,972 % | 1,785 % | 4,182 % | 5,458 % |
| 31 | 0,247 % | 2,399 % | 3,005 % | 1,830 % | 4,183 % | 5,427 % |
| 32 | 0,309 % | 2,416 % | 3,036 % | 1,876 % | 4,184 % | 5,396 % |
| 33 | 0,371 % | 2,437 % | 3,066 % | 1,922 % | 4,185 % | 5,367 % |
| 34 | 0,433 % | 2,460 % | 3,095 % | 1,969 % | 4,186 % | 5,339 % |
| 35 | 0,494 % | 2,486 % | 3,123 % | 2,015 % | 4,187 % | 5,312 % |
| 36 | 0,553 % | 2,512 % | 3,149 % | 2,061 % | 4,187 % | 5,286 % |
| 37 | 0,612 % | 2,540 % | 3,174 % | 2,107 % | 4,188 % | 5,260 % |
| 38 | 0,668 % | 2,569 % | 3,199 % | 2,151 % | 4,189 % | 5,236 % |
| 39 | 0,723 % | 2,597 % | 3,222 % | 2,195 % | 4,189 % | 5,212 % |
| 40 | 0,777 % | 2,626 % | 3,244 % | 2,237 % | 4,190 % | 5,190 % |
| 41 | 0,829 % | 2,655 % | 3,266 % | 2,278 % | 4,190 % | 5,168 % |
| 42 | 0,879 % | 2,683 % | 3,286 % | 2,318 % | 4,191 % | 5,147 % |
| 43 | 0,928 % | 2,711 % | 3,306 % | 2,357 % | 4,191 % | 5,126 % |
| 44 | 0,975 % | 2,738 % | 3,325 % | 2,394 % | 4,192 % | 5,107 % |
| 45 | 1,020 % | 2,765 % | 3,343 % | 2,431 % | 4,192 % | 5,088 % |
| 46 | 1,064 % | 2,792 % | 3,361 % | 2,466 % | 4,192 % | 5,070 % |
| 47 | 1,107 % | 2,818 % | 3,378 % | 2,500 % | 4,193 % | 5,052 % |
| 48 | 1,148 % | 2,843 % | 3,394 % | 2,533 % | 4,193 % | 5,035 % |
| 49 | 1,187 % | 2,868 % | 3,410 % | 2,565 % | 4,193 % | 5,019 % |
| 50 | 1,226 % | 2,891 % | 3,425 % | 2,596 % | 4,193 % | 5,003 % |
| 51 | 1,263 % | 2,915 % | 3,439 % | 2,626 % | 4,194 % | 4,988 % |
| 52 | 1,298 % | 2,937 % | 3,454 % | 2,655 % | 4,194 % | 4,973 % |
| 53 | 1,333 % | 2,959 % | 3,467 % | 2,683 % | 4,194 % | 4,959 % |
| 54 | 1,366 % | 2,981 % | 3,480 % | 2,710 % | 4,194 % | 4,946 % |
| 55 | 1,399 % | 3,002 % | 3,493 % | 2,736 % | 4,194 % | 4,932 % |
| 56 | 1,430 % | 3,022 % | 3,505 % | 2,761 % | 4,195 % | 4,920 % |
| 57 | 1,460 % | 3,041 % | 3,517 % | 2,786 % | 4,195 % | 4,907 % |
| 58 | 1,489 % | 3,060 % | 3,529 % | 2,809 % | 4,195 % | 4,895 % |
| 59 | 1,518 % | 3,079 % | 3,540 % | 2,832 % | 4,195 % | 4,884 % |
| 60 | 1,545 % | 3,097 % | 3,551 % | 2,855 % | 4,195 % | 4,872 % |
| 61 | 1,572 % | 3,114 % | 3,561 % | 2,876 % | 4,195 % | 4,861 % |
| 62 | 1,598 % | 3,131 % | 3,571 % | 2,897 % | 4,196 % | 4,851 % |
| 63 | 1,623 % | 3,148 % | 3,581 % | 2,918 % | 4,196 % | 4,841 % |
| 64 | 1,647 % | 3,164 % | 3,591 % | 2,937 % | 4,196 % | 4,831 % |
| 65 | 1,670 % | 3,179 % | 3,600 % | 2,956 % | 4,196 % | 4,821 % |
| 66 | 1,693 % | 3,194 % | 3,609 % | 2,975 % | 4,196 % | 4,812 % |
| 67 | 1,715 % | 3,209 % | 3,618 % | 2,993 % | 4,196 % | 4,803 % |
| 68 | 1,737 % | 3,223 % | 3,626 % | 3,011 % | 4,196 % | 4,794 % |
| 69 | 1,758 % | 3,237 % | 3,634 % | 3,028 % | 4,196 % | 4,785 % |
| 70 | 1,778 % | 3,251 % | 3,642 % | 3,044 % | 4,196 % | 4,777 % |
| 71 | 1,798 % | 3,264 % | 3,650 % | 3,060 % | 4,196 % | 4,769 % |
| 72 | 1,817 % | 3,277 % | 3,658 % | 3,076 % | 4,196 % | 4,761 % |
| 73 | 1,836 % | 3,289 % | 3,665 % | 3,091 % | 4,197 % | 4,753 % |
| 74 | 1,854 % | 3,302 % | 3,672 % | 3,106 % | 4,197 % | 4,746 % |
| 75 | 1,872 % | 3,313 % | 3,679 % | 3,121 % | 4,197 % | 4,738 % |
| 76 | 1,890 % | 3,325 % | 3,686 % | 3,135 % | 4,197 % | 4,731 % |
| 77 | 1,906 % | 3,336 % | 3,693 % | 3,148 % | 4,197 % | 4,725 % |
| 78 | 1,923 % | 3,347 % | 3,699 % | 3,162 % | 4,197 % | 4,718 % |
| 79 | 1,939 % | 3,358 % | 3,705 % | 3,175 % | 4,197 % | 4,711 % |
| 80 | 1,955 % | 3,368 % | 3,711 % | 3,188 % | 4,197 % | 4,705 % |
| 81 | 1,970 % | 3,379 % | 3,717 % | 3,200 % | 4,197 % | 4,699 % |
| 82 | 1,985 % | 3,388 % | 3,723 % | 3,212 % | 4,197 % | 4,693 % |
| 83 | 1,999 % | 3,398 % | 3,729 % | 3,224 % | 4,197 % | 4,687 % |
| 84 | 2,014 % | 3,408 % | 3,735 % | 3,236 % | 4,197 % | 4,681 % |
| 85 | 2,027 % | 3,417 % | 3,740 % | 3,247 % | 4,197 % | 4,675 % |
| 86 | 2,041 % | 3,426 % | 3,745 % | 3,258 % | 4,197 % | 4,670 % |
| 87 | 2,054 % | 3,435 % | 3,751 % | 3,269 % | 4,197 % | 4,664 % |
| 88 | 2,067 % | 3,443 % | 3,756 % | 3,279 % | 4,197 % | 4,659 % |
| 89 | 2,080 % | 3,452 % | 3,761 % | 3,289 % | 4,197 % | 4,654 % |
| 90 | 2,092 % | 3,460 % | 3,766 % | 3,300 % | 4,197 % | 4,649 % |
| 91 | 2,104 % | 3,468 % | 3,770 % | 3,309 % | 4,197 % | 4,644 % |
| 92 | 2,116 % | 3,476 % | 3,775 % | 3,319 % | 4,198 % | 4,639 % |
| 93 | 2,128 % | 3,484 % | 3,780 % | 3,328 % | 4,198 % | 4,634 % |
| 94 | 2,139 % | 3,492 % | 3,784 % | 3,338 % | 4,198 % | 4,630 % |
| 95 | 2,150 % | 3,499 % | 3,788 % | 3,347 % | 4,198 % | 4,625 % |
| 96 | 2,161 % | 3,506 % | 3,793 % | 3,356 % | 4,198 % | 4,621 % |
| 97 | 2,172 % | 3,513 % | 3,797 % | 3,364 % | 4,198 % | 4,616 % |
| 98 | 2,182 % | 3,520 % | 3,801 % | 3,373 % | 4,198 % | 4,612 % |
| 99 | 2,192 % | 3,527 % | 3,805 % | 3,381 % | 4,198 % | 4,608 % |
| 100 | 2,202 % | 3,534 % | 3,809 % | 3,389 % | 4,198 % | 4,604 % |
| 101 | 2,212 % | 3,540 % | 3,813 % | 3,397 % | 4,198 % | 4,600 % |
| 102 | 2,222 % | 3,547 % | 3,817 % | 3,405 % | 4,198 % | 4,596 % |
| 103 | 2,231 % | 3,553 % | 3,820 % | 3,413 % | 4,198 % | 4,592 % |
| 104 | 2,241 % | 3,559 % | 3,824 % | 3,420 % | 4,198 % | 4,588 % |
| 105 | 2,250 % | 3,566 % | 3,827 % | 3,428 % | 4,198 % | 4,585 % |
| 106 | 2,259 % | 3,571 % | 3,831 % | 3,435 % | 4,198 % | 4,581 % |
| 107 | 2,267 % | 3,577 % | 3,834 % | 3,442 % | 4,198 % | 4,577 % |
| 108 | 2,276 % | 3,583 % | 3,838 % | 3,449 % | 4,198 % | 4,574 % |
| 109 | 2,284 % | 3,589 % | 3,841 % | 3,456 % | 4,198 % | 4,570 % |
| 110 | 2,293 % | 3,594 % | 3,844 % | 3,463 % | 4,198 % | 4,567 % |
| 111 | 2,301 % | 3,600 % | 3,848 % | 3,469 % | 4,198 % | 4,564 % |
| 112 | 2,309 % | 3,605 % | 3,851 % | 3,476 % | 4,198 % | 4,560 % |
| 113 | 2,317 % | 3,610 % | 3,854 % | 3,482 % | 4,198 % | 4,557 % |
| 114 | 2,324 % | 3,615 % | 3,857 % | 3,488 % | 4,198 % | 4,554 % |
| 115 | 2,332 % | 3,621 % | 3,860 % | 3,495 % | 4,198 % | 4,551 % |
| 116 | 2,339 % | 3,626 % | 3,863 % | 3,501 % | 4,198 % | 4,548 % |
| 117 | 2,347 % | 3,630 % | 3,866 % | 3,507 % | 4,198 % | 4,545 % |
| 118 | 2,354 % | 3,635 % | 3,868 % | 3,512 % | 4,198 % | 4,542 % |
| 119 | 2,361 % | 3,640 % | 3,871 % | 3,518 % | 4,198 % | 4,539 % |
| 120 | 2,368 % | 3,645 % | 3,874 % | 3,524 % | 4,198 % | 4,536 % |
| 121 | 2,375 % | 3,649 % | 3,877 % | 3,529 % | 4,198 % | 4,534 % |
| 122 | 2,382 % | 3,654 % | 3,879 % | 3,535 % | 4,198 % | 4,531 % |
| 123 | 2,388 % | 3,658 % | 3,882 % | 3,540 % | 4,198 % | 4,528 % |
| 124 | 2,395 % | 3,662 % | 3,884 % | 3,546 % | 4,198 % | 4,526 % |
| 125 | 2,401 % | 3,667 % | 3,887 % | 3,551 % | 4,198 % | 4,523 % |
| 126 | 2,407 % | 3,671 % | 3,889 % | 3,556 % | 4,198 % | 4,520 % |
| 127 | 2,414 % | 3,675 % | 3,892 % | 3,561 % | 4,198 % | 4,518 % |
| 128 | 2,420 % | 3,679 % | 3,894 % | 3,566 % | 4,198 % | 4,515 % |
| 129 | 2,426 % | 3,683 % | 3,897 % | 3,571 % | 4,198 % | 4,513 % |
| 130 | 2,432 % | 3,687 % | 3,899 % | 3,576 % | 4,198 % | 4,510 % |
| 131 | 2,438 % | 3,691 % | 3,901 % | 3,580 % | 4,198 % | 4,508 % |
| 132 | 2,443 % | 3,695 % | 3,904 % | 3,585 % | 4,198 % | 4,506 % |
| 133 | 2,449 % | 3,699 % | 3,906 % | 3,590 % | 4,198 % | 4,503 % |
| 134 | 2,455 % | 3,702 % | 3,908 % | 3,594 % | 4,198 % | 4,501 % |
| 135 | 2,460 % | 3,706 % | 3,910 % | 3,599 % | 4,198 % | 4,499 % |
| 136 | 2,466 % | 3,710 % | 3,912 % | 3,603 % | 4,198 % | 4,497 % |
| 137 | 2,471 % | 3,713 % | 3,914 % | 3,608 % | 4,198 % | 4,495 % |
| 138 | 2,476 % | 3,717 % | 3,916 % | 3,612 % | 4,198 % | 4,492 % |
| 139 | 2,481 % | 3,720 % | 3,918 % | 3,616 % | 4,198 % | 4,490 % |
| 140 | 2,486 % | 3,724 % | 3,920 % | 3,620 % | 4,198 % | 4,488 % |
| 141 | 2,491 % | 3,727 % | 3,922 % | 3,624 % | 4,198 % | 4,486 % |
| 142 | 2,496 % | 3,730 % | 3,924 % | 3,628 % | 4,198 % | 4,484 % |
| 143 | 2,501 % | 3,734 % | 3,926 % | 3,632 % | 4,198 % | 4,482 % |
| 144 | 2,506 % | 3,737 % | 3,928 % | 3,636 % | 4,199 % | 4,480 % |
| 145 | 2,511 % | 3,740 % | 3,930 % | 3,640 % | 4,199 % | 4,478 % |
| 146 | 2,516 % | 3,743 % | 3,932 % | 3,644 % | 4,199 % | 4,476 % |
| 147 | 2,520 % | 3,746 % | 3,934 % | 3,648 % | 4,199 % | 4,475 % |
| 148 | 2,525 % | 3,749 % | 3,936 % | 3,651 % | 4,199 % | 4,473 % |
| 149 | 2,529 % | 3,752 % | 3,937 % | 3,655 % | 4,199 % | 4,471 % |
| 150 | 2,534 % | 3,755 % | 3,939 % | 3,659 % | 4,199 % | 4,469 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,925 %

1,855 %

1,239 %

0,691 %

3,246 %

4,216 %

2

– 0,963 %

1,785 %

1,295 %

0,681 %

3,246 %

4,321 %

3

– 0,962 %

1,776 %

1,376 %

0,689 %

3,351 %

4,429 %

4

– 0,924 %

1,798 %

1,494 %

0,715 %

3,458 %

4,761 %

5

– 0,865 %

1,822 %

1,577 %

0,754 %

3,588 %

5,044 %

6

– 0,805 %

1,864 %

1,656 %

0,823 %

3,708 %

5,243 %

7

– 0,709 %

1,906 %

1,729 %

0,866 %

3,820 %

5,388 %

8

– 0,631 %

1,951 %

1,789 %

0,945 %

3,957 %

5,506 %

9

– 0,554 %

1,995 %

1,848 %

1,038 %

4,061 %

5,636 %

10

– 0,497 %

2,039 %

1,916 %

1,131 %

4,092 %

5,754 %

11

– 0,446 %

2,080 %

1,993 %

1,227 %

4,106 %

5,836 %

12

– 0,393 %

2,117 %

2,071 %

1,317 %

4,117 %

5,885 %

13

– 0,353 %

2,151 %

2,140 %

1,393 %

4,126 %

5,912 %

14

– 0,291 %

2,182 %

2,203 %

1,458 %

4,134 %

5,921 %

15

– 0,270 %

2,211 %

2,264 %

1,514 %

4,141 %

5,918 %

16

– 0,248 %

2,236 %

2,324 %

1,563 %

4,147 %

5,905 %

17

– 0,218 %

2,260 %

2,382 %

1,602 %

4,152 %

5,885 %

18

– 0,188 %

2,282 %

2,439 %

1,632 %

4,156 %

5,860 %

19

– 0,162 %

2,303 %

2,494 %

1,649 %

4,160 %

5,831 %

20

– 0,143 %

2,323 %

2,548 %

1,653 %

4,163 %

5,799 %

21

– 0,133 %

2,342 %

2,599 %

1,645 %

4,166 %

5,765 %

22

– 0,126 %

2,359 %

2,648 %

1,633 %

4,169 %

5,731 %

23

– 0,116 %

2,372 %

2,695 %

1,622 %

4,171 %

5,696 %

24

– 0,099 %

2,381 %

2,740 %

1,618 %

4,173 %

5,660 %

25

– 0,072 %

2,386 %

2,783 %

1,624 %

4,175 %

5,625 %

26

– 0,033 %

2,385 %

2,824 %

1,642 %

4,177 %

5,590 %

27

0,014 %

2,382 %

2,864 %

1,670 %

4,178 %

5,556 %

28

0,067 %

2,380 %

2,901 %

1,704 %

4,180 %

5,522 %

29

0,125 %

2,381 %

2,937 %

1,743 %

4,181 %

5,490 %

30

0,185 %

2,387 %

2,972 %

1,785 %

4,182 %

5,458 %

31

0,247 %

2,399 %

3,005 %

1,830 %

4,183 %

5,427 %

32

0,309 %

2,416 %

3,036 %

1,876 %

4,184 %

5,396 %

33

0,371 %

2,437 %

3,066 %

1,922 %

4,185 %

5,367 %

34

0,433 %

2,460 %

3,095 %

1,969 %

4,186 %

5,339 %

35

0,494 %

2,486 %

3,123 %

2,015 %

4,187 %

5,312 %

36

0,553 %

2,512 %

3,149 %

2,061 %

4,187 %

5,286 %

37

0,612 %

2,540 %

3,174 %

2,107 %

4,188 %

5,260 %

38

0,668 %

2,569 %

3,199 %

2,151 %

4,189 %

5,236 %

39

0,723 %

2,597 %

3,222 %

2,195 %

4,189 %

5,212 %

40

0,777 %

2,626 %

3,244 %

2,237 %

4,190 %

5,190 %

41

0,829 %

2,655 %

3,266 %

2,278 %

4,190 %

5,168 %

42

0,879 %

2,683 %

3,286 %

2,318 %

4,191 %

5,147 %

43

0,928 %

2,711 %

3,306 %

2,357 %

4,191 %

5,126 %

44

0,975 %

2,738 %

3,325 %

2,394 %

4,192 %

5,107 %

45

1,020 %

2,765 %

3,343 %

2,431 %

4,192 %

5,088 %

46

1,064 %

2,792 %

3,361 %

2,466 %

4,192 %

5,070 %

47

1,107 %

2,818 %

3,378 %

2,500 %

4,193 %

5,052 %

48

1,148 %

2,843 %

3,394 %

2,533 %

4,193 %

5,035 %

49

1,187 %

2,868 %

3,410 %

2,565 %

4,193 %

5,019 %

50

1,226 %

2,891 %

3,425 %

2,596 %

4,193 %

5,003 %

51

1,263 %

2,915 %

3,439 %

2,626 %

4,194 %

4,988 %

52

1,298 %

2,937 %

3,454 %

2,655 %

4,194 %

4,973 %

53

1,333 %

2,959 %

3,467 %

2,683 %

4,194 %

4,959 %

54

1,366 %

2,981 %

3,480 %

2,710 %

4,194 %

4,946 %

55

1,399 %

3,002 %

3,493 %

2,736 %

4,194 %

4,932 %

56

1,430 %

3,022 %

3,505 %

2,761 %

4,195 %

4,920 %

57

1,460 %

3,041 %

3,517 %

2,786 %

4,195 %

4,907 %

58

1,489 %

3,060 %

3,529 %

2,809 %

4,195 %

4,895 %

59

1,518 %

3,079 %

3,540 %

2,832 %

4,195 %

4,884 %

60

1,545 %

3,097 %

3,551 %

2,855 %

4,195 %

4,872 %

61

1,572 %

3,114 %

3,561 %

2,876 %

4,195 %

4,861 %

62

1,598 %

3,131 %

3,571 %

2,897 %

4,196 %

4,851 %

63

1,623 %

3,148 %

3,581 %

2,918 %

4,196 %

4,841 %

64

1,647 %

3,164 %

3,591 %

2,937 %

4,196 %

4,831 %

65

1,670 %

3,179 %

3,600 %

2,956 %

4,196 %

4,821 %

66

1,693 %

3,194 %

3,609 %

2,975 %

4,196 %

4,812 %

67

1,715 %

3,209 %

3,618 %

2,993 %

4,196 %

4,803 %

68

1,737 %

3,223 %

3,626 %

3,011 %

4,196 %

4,794 %

69

1,758 %

3,237 %

3,634 %

3,028 %

4,196 %

4,785 %

70

1,778 %

3,251 %

3,642 %

3,044 %

4,196 %

4,777 %

71

1,798 %

3,264 %

3,650 %

3,060 %

4,196 %

4,769 %

72

1,817 %

3,277 %

3,658 %

3,076 %

4,196 %

4,761 %

73

1,836 %

3,289 %

3,665 %

3,091 %

4,197 %

4,753 %

74

1,854 %

3,302 %

3,672 %

3,106 %

4,197 %

4,746 %

75

1,872 %

3,313 %

3,679 %

3,121 %

4,197 %

4,738 %

76

1,890 %

3,325 %

3,686 %

3,135 %

4,197 %

4,731 %

77

1,906 %

3,336 %

3,693 %

3,148 %

4,197 %

4,725 %

78

1,923 %

3,347 %

3,699 %

3,162 %

4,197 %

4,718 %

79

1,939 %

3,358 %

3,705 %

3,175 %

4,197 %

4,711 %

80

1,955 %

3,368 %

3,711 %

3,188 %

4,197 %

4,705 %

81

1,970 %

3,379 %

3,717 %

3,200 %

4,197 %

4,699 %

82

1,985 %

3,388 %

3,723 %

3,212 %

4,197 %

4,693 %

83

1,999 %

3,398 %

3,729 %

3,224 %

4,197 %

4,687 %

84

2,014 %

3,408 %

3,735 %

3,236 %

4,197 %

4,681 %

85

2,027 %

3,417 %

3,740 %

3,247 %

4,197 %

4,675 %

86

2,041 %

3,426 %

3,745 %

3,258 %

4,197 %

4,670 %

87

2,054 %

3,435 %

3,751 %

3,269 %

4,197 %

4,664 %

88

2,067 %

3,443 %

3,756 %

3,279 %

4,197 %

4,659 %

89

2,080 %

3,452 %

3,761 %

3,289 %

4,197 %

4,654 %

90

2,092 %

3,460 %

3,766 %

3,300 %

4,197 %

4,649 %

91

2,104 %

3,468 %

3,770 %

3,309 %

4,197 %

4,644 %

92

2,116 %

3,476 %

3,775 %

3,319 %

4,198 %

4,639 %

93

2,128 %

3,484 %

3,780 %

3,328 %

4,198 %

4,634 %

94

2,139 %

3,492 %

3,784 %

3,338 %

4,198 %

4,630 %

95

2,150 %

3,499 %

3,788 %

3,347 %

4,198 %

4,625 %

96

2,161 %

3,506 %

3,793 %

3,356 %

4,198 %

4,621 %

97

2,172 %

3,513 %

3,797 %

3,364 %

4,198 %

4,616 %

98

2,182 %

3,520 %

3,801 %

3,373 %

4,198 %

4,612 %

99

2,192 %

3,527 %

3,805 %

3,381 %

4,198 %

4,608 %

100

2,202 %

3,534 %

3,809 %

3,389 %

4,198 %

4,604 %

101

2,212 %

3,540 %

3,813 %

3,397 %

4,198 %

4,600 %

102

2,222 %

3,547 %

3,817 %

3,405 %

4,198 %

4,596 %

103

2,231 %

3,553 %

3,820 %

3,413 %

4,198 %

4,592 %

104

2,241 %

3,559 %

3,824 %

3,420 %

4,198 %

4,588 %

105

2,250 %

3,566 %

3,827 %

3,428 %

4,198 %

4,585 %

106

2,259 %

3,571 %

3,831 %

3,435 %

4,198 %

4,581 %

107

2,267 %

3,577 %

3,834 %

3,442 %

4,198 %

4,577 %

108

2,276 %

3,583 %

3,838 %

3,449 %

4,198 %

4,574 %

109

2,284 %

3,589 %

3,841 %

3,456 %

4,198 %

4,570 %

110

2,293 %

3,594 %

3,844 %

3,463 %

4,198 %

4,567 %

111

2,301 %

3,600 %

3,848 %

3,469 %

4,198 %

4,564 %

112

2,309 %

3,605 %

3,851 %

3,476 %

4,198 %

4,560 %

113

2,317 %

3,610 %

3,854 %

3,482 %

4,198 %

4,557 %

114

2,324 %

3,615 %

3,857 %

3,488 %

4,198 %

4,554 %

115

2,332 %

3,621 %

3,860 %

3,495 %

4,198 %

4,551 %

116

2,339 %

3,626 %

3,863 %

3,501 %

4,198 %

4,548 %

117

2,347 %

3,630 %

3,866 %

3,507 %

4,198 %

4,545 %

118

2,354 %

3,635 %

3,868 %

3,512 %

4,198 %

4,542 %

119

2,361 %

3,640 %

3,871 %

3,518 %

4,198 %

4,539 %

120

2,368 %

3,645 %

3,874 %

3,524 %

4,198 %

4,536 %

121

2,375 %

3,649 %

3,877 %

3,529 %

4,198 %

4,534 %

122

2,382 %

3,654 %

3,879 %

3,535 %

4,198 %

4,531 %

123

2,388 %

3,658 %

3,882 %

3,540 %

4,198 %

4,528 %

124

2,395 %

3,662 %

3,884 %

3,546 %

4,198 %

4,526 %

125

2,401 %

3,667 %

3,887 %

3,551 %

4,198 %

4,523 %

126

2,407 %

3,671 %

3,889 %

3,556 %

4,198 %

4,520 %

127

2,414 %

3,675 %

3,892 %

3,561 %

4,198 %

4,518 %

128

2,420 %

3,679 %

3,894 %

3,566 %

4,198 %

4,515 %

129

2,426 %

3,683 %

3,897 %

3,571 %

4,198 %

4,513 %

130

2,432 %

3,687 %

3,899 %

3,576 %

4,198 %

4,510 %

131

2,438 %

3,691 %

3,901 %

3,580 %

4,198 %

4,508 %

132

2,443 %

3,695 %

3,904 %

3,585 %

4,198 %

4,506 %

133

2,449 %

3,699 %

3,906 %

3,590 %

4,198 %

4,503 %

134

2,455 %

3,702 %

3,908 %

3,594 %

4,198 %

4,501 %

135

2,460 %

3,706 %

3,910 %

3,599 %

4,198 %

4,499 %

136

2,466 %

3,710 %

3,912 %

3,603 %

4,198 %

4,497 %

137

2,471 %

3,713 %

3,914 %

3,608 %

4,198 %

4,495 %

138

2,476 %

3,717 %

3,916 %

3,612 %

4,198 %

4,492 %

139

2,481 %

3,720 %

3,918 %

3,616 %

4,198 %

4,490 %

140

2,486 %

3,724 %

3,920 %

3,620 %

4,198 %

4,488 %

141

2,491 %

3,727 %

3,922 %

3,624 %

4,198 %

4,486 %

142

2,496 %

3,730 %

3,924 %

3,628 %

4,198 %

4,484 %

143

2,501 %

3,734 %

3,926 %

3,632 %

4,198 %

4,482 %

144

2,506 %

3,737 %

3,928 %

3,636 %

4,199 %

4,480 %

145

2,511 %

3,740 %

3,930 %

3,640 %

4,199 %

4,478 %

146

2,516 %

3,743 %

3,932 %

3,644 %

4,199 %

4,476 %

147

2,520 %

3,746 %

3,934 %

3,648 %

4,199 %

4,475 %

148

2,525 %

3,749 %

3,936 %

3,651 %

4,199 %

4,473 %

149

2,529 %

3,752 %

3,937 %

3,655 %

4,199 %

4,471 %

150

2,534 %

3,755 %

3,939 %

3,659 %

4,199 %

4,469 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,632 % | 6,745 % | 4,074 % | 0,258 % | 2,041 % | 7,331 % |
| 2 | 0,753 % | 6,869 % | 4,421 % | 0,325 % | 2,008 % | 7,452 % |
| 3 | 0,864 % | 6,995 % | 4,876 % | 0,387 % | 2,018 % | 7,567 % |
| 4 | 0,946 % | 7,116 % | 5,109 % | 0,445 % | 2,057 % | 7,693 % |
| 5 | 1,038 % | 7,225 % | 5,255 % | 0,504 % | 2,114 % | 7,821 % |
| 6 | 1,119 % | 7,304 % | 5,420 % | 0,565 % | 2,183 % | 7,949 % |
| 7 | 1,193 % | 7,388 % | 5,529 % | 0,627 % | 2,263 % | 8,073 % |
| 8 | 1,266 % | 7,447 % | 5,626 % | 0,690 % | 2,337 % | 8,193 % |
| 9 | 1,331 % | 7,495 % | 5,700 % | 0,755 % | 2,409 % | 8,300 % |
| 10 | 1,383 % | 7,533 % | 5,784 % | 0,820 % | 2,475 % | 8,376 % |
| 11 | 1,423 % | 7,547 % | 5,884 % | 0,900 % | 2,538 % | 8,415 % |
| 12 | 1,468 % | 7,540 % | 5,992 % | 0,991 % | 2,598 % | 8,426 % |
| 13 | 1,527 % | 7,519 % | 6,098 % | 1,088 % | 2,656 % | 8,420 % |
| 14 | 1,595 % | 7,486 % | 6,196 % | 1,187 % | 2,708 % | 8,400 % |
| 15 | 1,668 % | 7,447 % | 6,282 % | 1,286 % | 2,748 % | 8,367 % |
| 16 | 1,743 % | 7,402 % | 6,352 % | 1,384 % | 2,777 % | 8,321 % |
| 17 | 1,818 % | 7,354 % | 6,407 % | 1,478 % | 2,799 % | 8,266 % |
| 18 | 1,891 % | 7,303 % | 6,449 % | 1,570 % | 2,817 % | 8,205 % |
| 19 | 1,963 % | 7,251 % | 6,479 % | 1,658 % | 2,834 % | 8,139 % |
| 20 | 2,033 % | 7,199 % | 6,498 % | 1,742 % | 2,853 % | 8,071 % |
| 21 | 2,100 % | 7,147 % | 6,507 % | 1,822 % | 2,875 % | 8,001 % |
| 22 | 2,165 % | 7,095 % | 6,508 % | 1,899 % | 2,900 % | 7,930 % |
| 23 | 2,227 % | 7,045 % | 6,503 % | 1,973 % | 2,926 % | 7,859 % |
| 24 | 2,287 % | 6,995 % | 6,492 % | 2,042 % | 2,953 % | 7,790 % |
| 25 | 2,344 % | 6,947 % | 6,478 % | 2,109 % | 2,981 % | 7,721 % |
| 26 | 2,398 % | 6,899 % | 6,460 % | 2,172 % | 3,009 % | 7,653 % |
| 27 | 2,451 % | 6,854 % | 6,441 % | 2,233 % | 3,036 % | 7,588 % |
| 28 | 2,500 % | 6,810 % | 6,419 % | 2,290 % | 3,064 % | 7,524 % |
| 29 | 2,548 % | 6,767 % | 6,397 % | 2,345 % | 3,091 % | 7,462 % |
| 30 | 2,594 % | 6,726 % | 6,374 % | 2,397 % | 3,117 % | 7,403 % |
| 31 | 2,637 % | 6,686 % | 6,350 % | 2,447 % | 3,143 % | 7,345 % |
| 32 | 2,679 % | 6,648 % | 6,327 % | 2,494 % | 3,168 % | 7,289 % |
| 33 | 2,719 % | 6,611 % | 6,303 % | 2,540 % | 3,193 % | 7,236 % |
| 34 | 2,757 % | 6,576 % | 6,280 % | 2,583 % | 3,217 % | 7,184 % |
| 35 | 2,793 % | 6,542 % | 6,256 % | 2,624 % | 3,239 % | 7,134 % |
| 36 | 2,828 % | 6,509 % | 6,234 % | 2,664 % | 3,262 % | 7,087 % |
| 37 | 2,862 % | 6,478 % | 6,211 % | 2,702 % | 3,283 % | 7,041 % |
| 38 | 2,894 % | 6,448 % | 6,190 % | 2,738 % | 3,304 % | 6,997 % |
| 39 | 2,924 % | 6,419 % | 6,168 % | 2,772 % | 3,324 % | 6,954 % |
| 40 | 2,954 % | 6,391 % | 6,148 % | 2,805 % | 3,343 % | 6,914 % |
| 41 | 2,982 % | 6,364 % | 6,128 % | 2,837 % | 3,362 % | 6,875 % |
| 42 | 3,009 % | 6,338 % | 6,108 % | 2,868 % | 3,380 % | 6,837 % |
| 43 | 3,035 % | 6,314 % | 6,089 % | 2,897 % | 3,397 % | 6,801 % |
| 44 | 3,060 % | 6,290 % | 6,071 % | 2,925 % | 3,414 % | 6,766 % |
| 45 | 3,084 % | 6,267 % | 6,053 % | 2,952 % | 3,430 % | 6,733 % |
| 46 | 3,107 % | 6,245 % | 6,036 % | 2,978 % | 3,445 % | 6,701 % |
| 47 | 3,129 % | 6,223 % | 6,019 % | 3,003 % | 3,460 % | 6,670 % |
| 48 | 3,151 % | 6,203 % | 6,003 % | 3,027 % | 3,475 % | 6,640 % |
| 49 | 3,171 % | 6,183 % | 5,988 % | 3,050 % | 3,489 % | 6,612 % |
| 50 | 3,191 % | 6,164 % | 5,973 % | 3,072 % | 3,502 % | 6,584 % |
| 51 | 3,210 % | 6,146 % | 5,958 % | 3,094 % | 3,516 % | 6,557 % |
| 52 | 3,229 % | 6,128 % | 5,944 % | 3,114 % | 3,528 % | 6,532 % |
| 53 | 3,246 % | 6,111 % | 5,931 % | 3,134 % | 3,540 % | 6,507 % |
| 54 | 3,264 % | 6,094 % | 5,918 % | 3,153 % | 3,552 % | 6,483 % |
| 55 | 3,280 % | 6,078 % | 5,905 % | 3,172 % | 3,563 % | 6,460 % |
| 56 | 3,296 % | 6,063 % | 5,893 % | 3,190 % | 3,575 % | 6,438 % |
| 57 | 3,312 % | 6,048 % | 5,881 % | 3,207 % | 3,585 % | 6,416 % |
| 58 | 3,327 % | 6,034 % | 5,869 % | 3,224 % | 3,596 % | 6,395 % |
| 59 | 3,341 % | 6,020 % | 5,858 % | 3,240 % | 3,606 % | 6,375 % |
| 60 | 3,355 % | 6,006 % | 5,847 % | 3,256 % | 3,615 % | 6,356 % |
| 61 | 3,369 % | 5,993 % | 5,837 % | 3,271 % | 3,625 % | 6,337 % |
| 62 | 3,382 % | 5,980 % | 5,827 % | 3,286 % | 3,634 % | 6,318 % |
| 63 | 3,395 % | 5,968 % | 5,817 % | 3,300 % | 3,643 % | 6,301 % |
| 64 | 3,407 % | 5,956 % | 5,807 % | 3,314 % | 3,651 % | 6,283 % |
| 65 | 3,420 % | 5,945 % | 5,798 % | 3,328 % | 3,659 % | 6,267 % |
| 66 | 3,431 % | 5,933 % | 5,789 % | 3,341 % | 3,668 % | 6,251 % |
| 67 | 3,443 % | 5,922 % | 5,780 % | 3,354 % | 3,675 % | 6,235 % |
| 68 | 3,454 % | 5,912 % | 5,772 % | 3,366 % | 3,683 % | 6,220 % |
| 69 | 3,464 % | 5,902 % | 5,763 % | 3,378 % | 3,690 % | 6,205 % |
| 70 | 3,475 % | 5,892 % | 5,755 % | 3,390 % | 3,698 % | 6,191 % |
| 71 | 3,485 % | 5,882 % | 5,748 % | 3,401 % | 3,705 % | 6,177 % |
| 72 | 3,495 % | 5,872 % | 5,740 % | 3,412 % | 3,712 % | 6,163 % |
| 73 | 3,504 % | 5,863 % | 5,733 % | 3,423 % | 3,718 % | 6,150 % |
| 74 | 3,514 % | 5,854 % | 5,725 % | 3,433 % | 3,725 % | 6,137 % |
| 75 | 3,523 % | 5,845 % | 5,718 % | 3,443 % | 3,731 % | 6,124 % |
| 76 | 3,532 % | 5,837 % | 5,712 % | 3,453 % | 3,737 % | 6,112 % |
| 77 | 3,540 % | 5,829 % | 5,705 % | 3,463 % | 3,743 % | 6,100 % |
| 78 | 3,549 % | 5,821 % | 5,698 % | 3,472 % | 3,749 % | 6,089 % |
| 79 | 3,557 % | 5,813 % | 5,692 % | 3,481 % | 3,755 % | 6,077 % |
| 80 | 3,565 % | 5,805 % | 5,686 % | 3,490 % | 3,760 % | 6,066 % |
| 81 | 3,573 % | 5,798 % | 5,680 % | 3,499 % | 3,765 % | 6,056 % |
| 82 | 3,580 % | 5,790 % | 5,674 % | 3,507 % | 3,771 % | 6,045 % |
| 83 | 3,588 % | 5,783 % | 5,668 % | 3,516 % | 3,776 % | 6,035 % |
| 84 | 3,595 % | 5,776 % | 5,663 % | 3,524 % | 3,781 % | 6,025 % |
| 85 | 3,602 % | 5,769 % | 5,657 % | 3,532 % | 3,786 % | 6,015 % |
| 86 | 3,609 % | 5,763 % | 5,652 % | 3,540 % | 3,791 % | 6,006 % |
| 87 | 3,616 % | 5,756 % | 5,647 % | 3,547 % | 3,795 % | 5,997 % |
| 88 | 3,622 % | 5,750 % | 5,642 % | 3,554 % | 3,800 % | 5,987 % |
| 89 | 3,629 % | 5,744 % | 5,637 % | 3,562 % | 3,804 % | 5,979 % |
| 90 | 3,635 % | 5,738 % | 5,632 % | 3,569 % | 3,809 % | 5,970 % |
| 91 | 3,641 % | 5,732 % | 5,627 % | 3,576 % | 3,813 % | 5,961 % |
| 92 | 3,647 % | 5,726 % | 5,623 % | 3,582 % | 3,817 % | 5,953 % |
| 93 | 3,653 % | 5,720 % | 5,618 % | 3,589 % | 3,821 % | 5,945 % |
| 94 | 3,659 % | 5,715 % | 5,614 % | 3,596 % | 3,825 % | 5,937 % |
| 95 | 3,665 % | 5,709 % | 5,609 % | 3,602 % | 3,829 % | 5,929 % |
| 96 | 3,670 % | 5,704 % | 5,605 % | 3,608 % | 3,833 % | 5,922 % |
| 97 | 3,676 % | 5,699 % | 5,601 % | 3,614 % | 3,837 % | 5,914 % |
| 98 | 3,681 % | 5,694 % | 5,597 % | 3,620 % | 3,841 % | 5,907 % |
| 99 | 3,686 % | 5,689 % | 5,593 % | 3,626 % | 3,844 % | 5,900 % |
| 100 | 3,691 % | 5,684 % | 5,589 % | 3,632 % | 3,848 % | 5,893 % |
| 101 | 3,696 % | 5,679 % | 5,585 % | 3,637 % | 3,851 % | 5,886 % |
| 102 | 3,701 % | 5,674 % | 5,581 % | 3,643 % | 3,855 % | 5,879 % |
| 103 | 3,706 % | 5,670 % | 5,577 % | 3,648 % | 3,858 % | 5,872 % |
| 104 | 3,711 % | 5,665 % | 5,574 % | 3,653 % | 3,861 % | 5,866 % |
| 105 | 3,716 % | 5,661 % | 5,570 % | 3,659 % | 3,865 % | 5,860 % |
| 106 | 3,720 % | 5,656 % | 5,567 % | 3,664 % | 3,868 % | 5,853 % |
| 107 | 3,725 % | 5,652 % | 5,563 % | 3,669 % | 3,871 % | 5,847 % |
| 108 | 3,729 % | 5,648 % | 5,560 % | 3,674 % | 3,874 % | 5,841 % |
| 109 | 3,733 % | 5,644 % | 5,557 % | 3,678 % | 3,877 % | 5,835 % |
| 110 | 3,738 % | 5,640 % | 5,553 % | 3,683 % | 3,880 % | 5,829 % |
| 111 | 3,742 % | 5,636 % | 5,550 % | 3,688 % | 3,883 % | 5,824 % |
| 112 | 3,746 % | 5,632 % | 5,547 % | 3,692 % | 3,885 % | 5,818 % |
| 113 | 3,750 % | 5,628 % | 5,544 % | 3,697 % | 3,888 % | 5,813 % |
| 114 | 3,754 % | 5,624 % | 5,541 % | 3,701 % | 3,891 % | 5,807 % |
| 115 | 3,758 % | 5,621 % | 5,538 % | 3,706 % | 3,894 % | 5,802 % |
| 116 | 3,761 % | 5,617 % | 5,535 % | 3,710 % | 3,896 % | 5,797 % |
| 117 | 3,765 % | 5,613 % | 5,532 % | 3,714 % | 3,899 % | 5,792 % |
| 118 | 3,769 % | 5,610 % | 5,529 % | 3,718 % | 3,901 % | 5,787 % |
| 119 | 3,772 % | 5,606 % | 5,527 % | 3,722 % | 3,904 % | 5,782 % |
| 120 | 3,776 % | 5,603 % | 5,524 % | 3,726 % | 3,906 % | 5,777 % |
| 121 | 3,780 % | 5,600 % | 5,521 % | 3,730 % | 3,909 % | 5,772 % |
| 122 | 3,783 % | 5,596 % | 5,518 % | 3,734 % | 3,911 % | 5,767 % |
| 123 | 3,786 % | 5,593 % | 5,516 % | 3,738 % | 3,914 % | 5,763 % |
| 124 | 3,790 % | 5,590 % | 5,513 % | 3,741 % | 3,916 % | 5,758 % |
| 125 | 3,793 % | 5,587 % | 5,511 % | 3,745 % | 3,918 % | 5,754 % |
| 126 | 3,796 % | 5,584 % | 5,508 % | 3,749 % | 3,920 % | 5,749 % |
| 127 | 3,799 % | 5,581 % | 5,506 % | 3,752 % | 3,923 % | 5,745 % |
| 128 | 3,802 % | 5,578 % | 5,504 % | 3,756 % | 3,925 % | 5,741 % |
| 129 | 3,806 % | 5,575 % | 5,501 % | 3,759 % | 3,927 % | 5,737 % |
| 130 | 3,809 % | 5,572 % | 5,499 % | 3,763 % | 3,929 % | 5,732 % |
| 131 | 3,812 % | 5,569 % | 5,497 % | 3,766 % | 3,931 % | 5,728 % |
| 132 | 3,815 % | 5,566 % | 5,494 % | 3,769 % | 3,933 % | 5,724 % |
| 133 | 3,817 % | 5,564 % | 5,492 % | 3,772 % | 3,935 % | 5,720 % |
| 134 | 3,820 % | 5,561 % | 5,490 % | 3,776 % | 3,937 % | 5,716 % |
| 135 | 3,823 % | 5,558 % | 5,488 % | 3,779 % | 3,939 % | 5,713 % |
| 136 | 3,826 % | 5,556 % | 5,486 % | 3,782 % | 3,941 % | 5,709 % |
| 137 | 3,829 % | 5,553 % | 5,484 % | 3,785 % | 3,943 % | 5,705 % |
| 138 | 3,831 % | 5,550 % | 5,482 % | 3,788 % | 3,945 % | 5,701 % |
| 139 | 3,834 % | 5,548 % | 5,479 % | 3,791 % | 3,946 % | 5,698 % |
| 140 | 3,837 % | 5,545 % | 5,477 % | 3,794 % | 3,948 % | 5,694 % |
| 141 | 3,839 % | 5,543 % | 5,476 % | 3,797 % | 3,950 % | 5,691 % |
| 142 | 3,842 % | 5,541 % | 5,474 % | 3,799 % | 3,952 % | 5,687 % |
| 143 | 3,844 % | 5,538 % | 5,472 % | 3,802 % | 3,954 % | 5,684 % |
| 144 | 3,847 % | 5,536 % | 5,470 % | 3,805 % | 3,955 % | 5,681 % |
| 145 | 3,849 % | 5,533 % | 5,468 % | 3,808 % | 3,957 % | 5,677 % |
| 146 | 3,851 % | 5,531 % | 5,466 % | 3,810 % | 3,959 % | 5,674 % |
| 147 | 3,854 % | 5,529 % | 5,464 % | 3,813 % | 3,960 % | 5,671 % |
| 148 | 3,856 % | 5,527 % | 5,462 % | 3,816 % | 3,962 % | 5,668 % |
| 149 | 3,858 % | 5,525 % | 5,461 % | 3,818 % | 3,963 % | 5,664 % |
| 150 | 3,861 % | 5,522 % | 5,459 % | 3,821 % | 3,965 % | 5,661 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,632 %

6,745 %

4,074 %

0,258 %

2,041 %

7,331 %

2

0,753 %

6,869 %

4,421 %

0,325 %

2,008 %

7,452 %

3

0,864 %

6,995 %

4,876 %

0,387 %

2,018 %

7,567 %

4

0,946 %

7,116 %

5,109 %

0,445 %

2,057 %

7,693 %

5

1,038 %

7,225 %

5,255 %

0,504 %

2,114 %

7,821 %

6

1,119 %

7,304 %

5,420 %

0,565 %

2,183 %

7,949 %

7

1,193 %

7,388 %

5,529 %

0,627 %

2,263 %

8,073 %

8

1,266 %

7,447 %

5,626 %

0,690 %

2,337 %

8,193 %

9

1,331 %

7,495 %

5,700 %

0,755 %

2,409 %

8,300 %

10

1,383 %

7,533 %

5,784 %

0,820 %

2,475 %

8,376 %

11

1,423 %

7,547 %

5,884 %

0,900 %

2,538 %

8,415 %

12

1,468 %

7,540 %

5,992 %

0,991 %

2,598 %

8,426 %

13

1,527 %

7,519 %

6,098 %

1,088 %

2,656 %

8,420 %

14

1,595 %

7,486 %

6,196 %

1,187 %

2,708 %

8,400 %

15

1,668 %

7,447 %

6,282 %

1,286 %

2,748 %

8,367 %

16

1,743 %

7,402 %

6,352 %

1,384 %

2,777 %

8,321 %

17

1,818 %

7,354 %

6,407 %

1,478 %

2,799 %

8,266 %

18

1,891 %

7,303 %

6,449 %

1,570 %

2,817 %

8,205 %

19

1,963 %

7,251 %

6,479 %

1,658 %

2,834 %

8,139 %

20

2,033 %

7,199 %

6,498 %

1,742 %

2,853 %

8,071 %

21

2,100 %

7,147 %

6,507 %

1,822 %

2,875 %

8,001 %

22

2,165 %

7,095 %

6,508 %

1,899 %

2,900 %

7,930 %

23

2,227 %

7,045 %

6,503 %

1,973 %

2,926 %

7,859 %

24

2,287 %

6,995 %

6,492 %

2,042 %

2,953 %

7,790 %

25

2,344 %

6,947 %

6,478 %

2,109 %

2,981 %

7,721 %

26

2,398 %

6,899 %

6,460 %

2,172 %

3,009 %

7,653 %

27

2,451 %

6,854 %

6,441 %

2,233 %

3,036 %

7,588 %

28

2,500 %

6,810 %

6,419 %

2,290 %

3,064 %

7,524 %

29

2,548 %

6,767 %

6,397 %

2,345 %

3,091 %

7,462 %

30

2,594 %

6,726 %

6,374 %

2,397 %

3,117 %

7,403 %

31

2,637 %

6,686 %

6,350 %

2,447 %

3,143 %

7,345 %

32

2,679 %

6,648 %

6,327 %

2,494 %

3,168 %

7,289 %

33

2,719 %

6,611 %

6,303 %

2,540 %

3,193 %

7,236 %

34

2,757 %

6,576 %

6,280 %

2,583 %

3,217 %

7,184 %

35

2,793 %

6,542 %

6,256 %

2,624 %

3,239 %

7,134 %

36

2,828 %

6,509 %

6,234 %

2,664 %

3,262 %

7,087 %

37

2,862 %

6,478 %

6,211 %

2,702 %

3,283 %

7,041 %

38

2,894 %

6,448 %

6,190 %

2,738 %

3,304 %

6,997 %

39

2,924 %

6,419 %

6,168 %

2,772 %

3,324 %

6,954 %

40

2,954 %

6,391 %

6,148 %

2,805 %

3,343 %

6,914 %

41

2,982 %

6,364 %

6,128 %

2,837 %

3,362 %

6,875 %

42

3,009 %

6,338 %

6,108 %

2,868 %

3,380 %

6,837 %

43

3,035 %

6,314 %

6,089 %

2,897 %

3,397 %

6,801 %

44

3,060 %

6,290 %

6,071 %

2,925 %

3,414 %

6,766 %

45

3,084 %

6,267 %

6,053 %

2,952 %

3,430 %

6,733 %

46

3,107 %

6,245 %

6,036 %

2,978 %

3,445 %

6,701 %

47

3,129 %

6,223 %

6,019 %

3,003 %

3,460 %

6,670 %

48

3,151 %

6,203 %

6,003 %

3,027 %

3,475 %

6,640 %

49

3,171 %

6,183 %

5,988 %

3,050 %

3,489 %

6,612 %

50

3,191 %

6,164 %

5,973 %

3,072 %

3,502 %

6,584 %

51

3,210 %

6,146 %

5,958 %

3,094 %

3,516 %

6,557 %

52

3,229 %

6,128 %

5,944 %

3,114 %

3,528 %

6,532 %

53

3,246 %

6,111 %

5,931 %

3,134 %

3,540 %

6,507 %

54

3,264 %

6,094 %

5,918 %

3,153 %

3,552 %

6,483 %

55

3,280 %

6,078 %

5,905 %

3,172 %

3,563 %

6,460 %

56

3,296 %

6,063 %

5,893 %

3,190 %

3,575 %

6,438 %

57

3,312 %

6,048 %

5,881 %

3,207 %

3,585 %

6,416 %

58

3,327 %

6,034 %

5,869 %

3,224 %

3,596 %

6,395 %

59

3,341 %

6,020 %

5,858 %

3,240 %

3,606 %

6,375 %

60

3,355 %

6,006 %

5,847 %

3,256 %

3,615 %

6,356 %

61

3,369 %

5,993 %

5,837 %

3,271 %

3,625 %

6,337 %

62

3,382 %

5,980 %

5,827 %

3,286 %

3,634 %

6,318 %

63

3,395 %

5,968 %

5,817 %

3,300 %

3,643 %

6,301 %

64

3,407 %

5,956 %

5,807 %

3,314 %

3,651 %

6,283 %

65

3,420 %

5,945 %

5,798 %

3,328 %

3,659 %

6,267 %

66

3,431 %

5,933 %

5,789 %

3,341 %

3,668 %

6,251 %

67

3,443 %

5,922 %

5,780 %

3,354 %

3,675 %

6,235 %

68

3,454 %

5,912 %

5,772 %

3,366 %

3,683 %

6,220 %

69

3,464 %

5,902 %

5,763 %

3,378 %

3,690 %

6,205 %

70

3,475 %

5,892 %

5,755 %

3,390 %

3,698 %

6,191 %

71

3,485 %

5,882 %

5,748 %

3,401 %

3,705 %

6,177 %

72

3,495 %

5,872 %

5,740 %

3,412 %

3,712 %

6,163 %

73

3,504 %

5,863 %

5,733 %

3,423 %

3,718 %

6,150 %

74

3,514 %

5,854 %

5,725 %

3,433 %

3,725 %

6,137 %

75

3,523 %

5,845 %

5,718 %

3,443 %

3,731 %

6,124 %

76

3,532 %

5,837 %

5,712 %

3,453 %

3,737 %

6,112 %

77

3,540 %

5,829 %

5,705 %

3,463 %

3,743 %

6,100 %

78

3,549 %

5,821 %

5,698 %

3,472 %

3,749 %

6,089 %

79

3,557 %

5,813 %

5,692 %

3,481 %

3,755 %

6,077 %

80

3,565 %

5,805 %

5,686 %

3,490 %

3,760 %

6,066 %

81

3,573 %

5,798 %

5,680 %

3,499 %

3,765 %

6,056 %

82

3,580 %

5,790 %

5,674 %

3,507 %

3,771 %

6,045 %

83

3,588 %

5,783 %

5,668 %

3,516 %

3,776 %

6,035 %

84

3,595 %

5,776 %

5,663 %

3,524 %

3,781 %

6,025 %

85

3,602 %

5,769 %

5,657 %

3,532 %

3,786 %

6,015 %

86

3,609 %

5,763 %

5,652 %

3,540 %

3,791 %

6,006 %

87

3,616 %

5,756 %

5,647 %

3,547 %

3,795 %

5,997 %

88

3,622 %

5,750 %

5,642 %

3,554 %

3,800 %

5,987 %

89

3,629 %

5,744 %

5,637 %

3,562 %

3,804 %

5,979 %

90

3,635 %

5,738 %

5,632 %

3,569 %

3,809 %

5,970 %

91

3,641 %

5,732 %

5,627 %

3,576 %

3,813 %

5,961 %

92

3,647 %

5,726 %

5,623 %

3,582 %

3,817 %

5,953 %

93

3,653 %

5,720 %

5,618 %

3,589 %

3,821 %

5,945 %

94

3,659 %

5,715 %

5,614 %

3,596 %

3,825 %

5,937 %

95

3,665 %

5,709 %

5,609 %

3,602 %

3,829 %

5,929 %

96

3,670 %

5,704 %

5,605 %

3,608 %

3,833 %

5,922 %

97

3,676 %

5,699 %

5,601 %

3,614 %

3,837 %

5,914 %

98

3,681 %

5,694 %

5,597 %

3,620 %

3,841 %

5,907 %

99

3,686 %

5,689 %

5,593 %

3,626 %

3,844 %

5,900 %

100

3,691 %

5,684 %

5,589 %

3,632 %

3,848 %

5,893 %

101

3,696 %

5,679 %

5,585 %

3,637 %

3,851 %

5,886 %

102

3,701 %

5,674 %

5,581 %

3,643 %

3,855 %

5,879 %

103

3,706 %

5,670 %

5,577 %

3,648 %

3,858 %

5,872 %

104

3,711 %

5,665 %

5,574 %

3,653 %

3,861 %

5,866 %

105

3,716 %

5,661 %

5,570 %

3,659 %

3,865 %

5,860 %

106

3,720 %

5,656 %

5,567 %

3,664 %

3,868 %

5,853 %

107

3,725 %

5,652 %

5,563 %

3,669 %

3,871 %

5,847 %

108

3,729 %

5,648 %

5,560 %

3,674 %

3,874 %

5,841 %

109

3,733 %

5,644 %

5,557 %

3,678 %

3,877 %

5,835 %

110

3,738 %

5,640 %

5,553 %

3,683 %

3,880 %

5,829 %

111

3,742 %

5,636 %

5,550 %

3,688 %

3,883 %

5,824 %

112

3,746 %

5,632 %

5,547 %

3,692 %

3,885 %

5,818 %

113

3,750 %

5,628 %

5,544 %

3,697 %

3,888 %

5,813 %

114

3,754 %

5,624 %

5,541 %

3,701 %

3,891 %

5,807 %

115

3,758 %

5,621 %

5,538 %

3,706 %

3,894 %

5,802 %

116

3,761 %

5,617 %

5,535 %

3,710 %

3,896 %

5,797 %

117

3,765 %

5,613 %

5,532 %

3,714 %

3,899 %

5,792 %

118

3,769 %

5,610 %

5,529 %

3,718 %

3,901 %

5,787 %

119

3,772 %

5,606 %

5,527 %

3,722 %

3,904 %

5,782 %

120

3,776 %

5,603 %

5,524 %

3,726 %

3,906 %

5,777 %

121

3,780 %

5,600 %

5,521 %

3,730 %

3,909 %

5,772 %

122

3,783 %

5,596 %

5,518 %

3,734 %

3,911 %

5,767 %

123

3,786 %

5,593 %

5,516 %

3,738 %

3,914 %

5,763 %

124

3,790 %

5,590 %

5,513 %

3,741 %

3,916 %

5,758 %

125

3,793 %

5,587 %

5,511 %

3,745 %

3,918 %

5,754 %

126

3,796 %

5,584 %

5,508 %

3,749 %

3,920 %

5,749 %

127

3,799 %

5,581 %

5,506 %

3,752 %

3,923 %

5,745 %

128

3,802 %

5,578 %

5,504 %

3,756 %

3,925 %

5,741 %

129

3,806 %

5,575 %

5,501 %

3,759 %

3,927 %

5,737 %

130

3,809 %

5,572 %

5,499 %

3,763 %

3,929 %

5,732 %

131

3,812 %

5,569 %

5,497 %

3,766 %

3,931 %

5,728 %

132

3,815 %

5,566 %

5,494 %

3,769 %

3,933 %

5,724 %

133

3,817 %

5,564 %

5,492 %

3,772 %

3,935 %

5,720 %

134

3,820 %

5,561 %

5,490 %

3,776 %

3,937 %

5,716 %

135

3,823 %

5,558 %

5,488 %

3,779 %

3,939 %

5,713 %

136

3,826 %

5,556 %

5,486 %

3,782 %

3,941 %

5,709 %

137

3,829 %

5,553 %

5,484 %

3,785 %

3,943 %

5,705 %

138

3,831 %

5,550 %

5,482 %

3,788 %

3,945 %

5,701 %

139

3,834 %

5,548 %

5,479 %

3,791 %

3,946 %

5,698 %

140

3,837 %

5,545 %

5,477 %

3,794 %

3,948 %

5,694 %

141

3,839 %

5,543 %

5,476 %

3,797 %

3,950 %

5,691 %

142

3,842 %

5,541 %

5,474 %

3,799 %

3,952 %

5,687 %

143

3,844 %

5,538 %

5,472 %

3,802 %

3,954 %

5,684 %

144

3,847 %

5,536 %

5,470 %

3,805 %

3,955 %

5,681 %

145

3,849 %

5,533 %

5,468 %

3,808 %

3,957 %

5,677 %

146

3,851 %

5,531 %

5,466 %

3,810 %

3,959 %

5,674 %

147

3,854 %

5,529 %

5,464 %

3,813 %

3,960 %

5,671 %

148

3,856 %

5,527 %

5,462 %

3,816 %

3,962 %

5,668 %

149

3,858 %

5,525 %

5,461 %

3,818 %

3,963 %

5,664 %

150

3,861 %

5,522 %

5,459 %

3,821 %

3,965 %

5,661 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 13,072 % | 2,203 % | 3,280 % | 10,235 % | 1,096 % | 1,127 % |
| 2 | 12,277 % | 2,224 % | 3,274 % | 9,558 % | 1,236 % | 1,084 % |
| 3 | 11,951 % | 2,302 % | 3,285 % | 9,144 % | 1,377 % | 1,069 % |
| 4 | 11,928 % | 2,375 % | 3,323 % | 8,887 % | 1,500 % | 1,076 % |
| 5 | 12,037 % | 2,498 % | 3,361 % | 8,706 % | 1,596 % | 1,090 % |
| 6 | 12,145 % | 2,589 % | 3,416 % | 8,599 % | 1,695 % | 1,103 % |
| 7 | 12,162 % | 2,664 % | 3,495 % | 8,400 % | 1,791 % | 1,118 % |
| 8 | 12,084 % | 2,685 % | 3,557 % | 8,337 % | 1,865 % | 1,136 % |
| 9 | 12,058 % | 2,688 % | 3,609 % | 8,241 % | 1,942 % | 1,156 % |
| 10 | 12,085 % | 2,716 % | 3,673 % | 8,141 % | 2,012 % | 1,176 % |
| 11 | 12,076 % | 2,752 % | 3,726 % | 8,039 % | 2,063 % | 1,195 % |
| 12 | 12,023 % | 2,791 % | 3,768 % | 7,933 % | 2,104 % | 1,210 % |
| 13 | 11,937 % | 2,832 % | 3,807 % | 7,825 % | 2,146 % | 1,220 % |
| 14 | 11,827 % | 2,872 % | 3,848 % | 7,717 % | 2,182 % | 1,224 % |
| 15 | 11,699 % | 2,912 % | 3,891 % | 7,610 % | 2,209 % | 1,223 % |
| 16 | 11,557 % | 2,951 % | 3,940 % | 7,504 % | 2,224 % | 1,218 % |
| 17 | 11,407 % | 2,990 % | 3,989 % | 7,401 % | 2,234 % | 1,215 % |
| 18 | 11,251 % | 3,027 % | 4,038 % | 7,300 % | 2,243 % | 1,219 % |
| 19 | 11,092 % | 3,062 % | 4,082 % | 7,203 % | 2,255 % | 1,233 % |
| 20 | 10,931 % | 3,097 % | 4,122 % | 7,109 % | 2,272 % | 1,259 % |
| 21 | 10,771 % | 3,130 % | 4,155 % | 7,018 % | 2,297 % | 1,298 % |
| 22 | 10,613 % | 3,162 % | 4,182 % | 6,931 % | 2,328 % | 1,346 % |
| 23 | 10,458 % | 3,192 % | 4,205 % | 6,847 % | 2,362 % | 1,401 % |
| 24 | 10,306 % | 3,221 % | 4,223 % | 6,767 % | 2,400 % | 1,461 % |
| 25 | 10,158 % | 3,249 % | 4,239 % | 6,690 % | 2,438 % | 1,522 % |
| 26 | 10,015 % | 3,276 % | 4,252 % | 6,616 % | 2,478 % | 1,585 % |
| 27 | 9,876 % | 3,302 % | 4,262 % | 6,545 % | 2,518 % | 1,649 % |
| 28 | 9,743 % | 3,326 % | 4,271 % | 6,477 % | 2,557 % | 1,711 % |
| 29 | 9,614 % | 3,350 % | 4,278 % | 6,413 % | 2,597 % | 1,773 % |
| 30 | 9,490 % | 3,372 % | 4,284 % | 6,351 % | 2,635 % | 1,834 % |
| 31 | 9,371 % | 3,394 % | 4,288 % | 6,292 % | 2,673 % | 1,893 % |
| 32 | 9,257 % | 3,414 % | 4,292 % | 6,235 % | 2,710 % | 1,951 % |
| 33 | 9,148 % | 3,434 % | 4,295 % | 6,181 % | 2,746 % | 2,006 % |
| 34 | 9,043 % | 3,453 % | 4,297 % | 6,129 % | 2,780 % | 2,060 % |
| 35 | 8,942 % | 3,471 % | 4,298 % | 6,079 % | 2,814 % | 2,112 % |
| 36 | 8,846 % | 3,489 % | 4,299 % | 6,032 % | 2,847 % | 2,163 % |
| 37 | 8,754 % | 3,505 % | 4,300 % | 5,987 % | 2,878 % | 2,211 % |
| 38 | 8,666 % | 3,521 % | 4,300 % | 5,943 % | 2,908 % | 2,258 % |
| 39 | 8,581 % | 3,537 % | 4,300 % | 5,902 % | 2,938 % | 2,302 % |
| 40 | 8,500 % | 3,552 % | 4,300 % | 5,862 % | 2,966 % | 2,346 % |
| 41 | 8,423 % | 3,566 % | 4,299 % | 5,823 % | 2,993 % | 2,387 % |
| 42 | 8,348 % | 3,580 % | 4,298 % | 5,787 % | 3,019 % | 2,427 % |
| 43 | 8,277 % | 3,593 % | 4,298 % | 5,751 % | 3,045 % | 2,466 % |
| 44 | 8,209 % | 3,605 % | 4,297 % | 5,718 % | 3,069 % | 2,503 % |
| 45 | 8,143 % | 3,618 % | 4,296 % | 5,685 % | 3,092 % | 2,538 % |
| 46 | 8,080 % | 3,629 % | 4,295 % | 5,654 % | 3,115 % | 2,573 % |
| 47 | 8,020 % | 3,641 % | 4,294 % | 5,624 % | 3,137 % | 2,606 % |
| 48 | 7,961 % | 3,652 % | 4,292 % | 5,595 % | 3,158 % | 2,638 % |
| 49 | 7,905 % | 3,662 % | 4,291 % | 5,567 % | 3,178 % | 2,668 % |
| 50 | 7,852 % | 3,672 % | 4,290 % | 5,540 % | 3,198 % | 2,698 % |
| 51 | 7,800 % | 3,682 % | 4,289 % | 5,514 % | 3,217 % | 2,727 % |
| 52 | 7,750 % | 3,692 % | 4,288 % | 5,490 % | 3,235 % | 2,754 % |
| 53 | 7,702 % | 3,701 % | 4,286 % | 5,466 % | 3,253 % | 2,781 % |
| 54 | 7,655 % | 3,710 % | 4,285 % | 5,442 % | 3,270 % | 2,806 % |
| 55 | 7,611 % | 3,718 % | 4,284 % | 5,420 % | 3,286 % | 2,831 % |
| 56 | 7,568 % | 3,727 % | 4,283 % | 5,398 % | 3,302 % | 2,855 % |
| 57 | 7,526 % | 3,735 % | 4,282 % | 5,378 % | 3,317 % | 2,878 % |
| 58 | 7,486 % | 3,743 % | 4,280 % | 5,357 % | 3,332 % | 2,901 % |
| 59 | 7,447 % | 3,750 % | 4,279 % | 5,338 % | 3,347 % | 2,922 % |
| 60 | 7,409 % | 3,757 % | 4,278 % | 5,319 % | 3,361 % | 2,943 % |
| 61 | 7,373 % | 3,764 % | 4,277 % | 5,301 % | 3,374 % | 2,964 % |
| 62 | 7,337 % | 3,771 % | 4,276 % | 5,283 % | 3,387 % | 2,983 % |
| 63 | 7,303 % | 3,778 % | 4,275 % | 5,266 % | 3,400 % | 3,002 % |
| 64 | 7,270 % | 3,784 % | 4,274 % | 5,249 % | 3,413 % | 3,021 % |
| 65 | 7,238 % | 3,791 % | 4,273 % | 5,233 % | 3,425 % | 3,039 % |
| 66 | 7,207 % | 3,797 % | 4,272 % | 5,218 % | 3,436 % | 3,056 % |
| 67 | 7,177 % | 3,803 % | 4,271 % | 5,202 % | 3,447 % | 3,073 % |
| 68 | 7,148 % | 3,808 % | 4,270 % | 5,188 % | 3,458 % | 3,090 % |
| 69 | 7,119 % | 3,814 % | 4,269 % | 5,173 % | 3,469 % | 3,106 % |
| 70 | 7,091 % | 3,819 % | 4,268 % | 5,159 % | 3,479 % | 3,121 % |
| 71 | 7,065 % | 3,825 % | 4,267 % | 5,146 % | 3,489 % | 3,136 % |
| 72 | 7,039 % | 3,830 % | 4,266 % | 5,133 % | 3,499 % | 3,151 % |
| 73 | 7,013 % | 3,835 % | 4,265 % | 5,120 % | 3,509 % | 3,165 % |
| 74 | 6,988 % | 3,840 % | 4,264 % | 5,107 % | 3,518 % | 3,179 % |
| 75 | 6,964 % | 3,845 % | 4,264 % | 5,095 % | 3,527 % | 3,193 % |
| 76 | 6,941 % | 3,849 % | 4,263 % | 5,083 % | 3,536 % | 3,206 % |
| 77 | 6,918 % | 3,854 % | 4,262 % | 5,072 % | 3,545 % | 3,219 % |
| 78 | 6,896 % | 3,858 % | 4,261 % | 5,061 % | 3,553 % | 3,231 % |
| 79 | 6,874 % | 3,862 % | 4,260 % | 5,050 % | 3,561 % | 3,243 % |
| 80 | 6,853 % | 3,867 % | 4,260 % | 5,039 % | 3,569 % | 3,255 % |
| 81 | 6,833 % | 3,871 % | 4,259 % | 5,029 % | 3,577 % | 3,267 % |
| 82 | 6,813 % | 3,875 % | 4,258 % | 5,019 % | 3,584 % | 3,278 % |
| 83 | 6,793 % | 3,879 % | 4,258 % | 5,009 % | 3,592 % | 3,289 % |
| 84 | 6,774 % | 3,882 % | 4,257 % | 4,999 % | 3,599 % | 3,300 % |
| 85 | 6,755 % | 3,886 % | 4,256 % | 4,990 % | 3,606 % | 3,310 % |
| 86 | 6,737 % | 3,890 % | 4,256 % | 4,980 % | 3,613 % | 3,321 % |
| 87 | 6,719 % | 3,893 % | 4,255 % | 4,971 % | 3,620 % | 3,331 % |
| 88 | 6,702 % | 3,897 % | 4,254 % | 4,963 % | 3,626 % | 3,341 % |
| 89 | 6,685 % | 3,900 % | 4,254 % | 4,954 % | 3,633 % | 3,350 % |
| 90 | 6,668 % | 3,904 % | 4,253 % | 4,946 % | 3,639 % | 3,360 % |
| 91 | 6,652 % | 3,907 % | 4,253 % | 4,937 % | 3,645 % | 3,369 % |
| 92 | 6,636 % | 3,910 % | 4,252 % | 4,929 % | 3,651 % | 3,378 % |
| 93 | 6,621 % | 3,913 % | 4,251 % | 4,922 % | 3,657 % | 3,387 % |
| 94 | 6,606 % | 3,916 % | 4,251 % | 4,914 % | 3,663 % | 3,395 % |
| 95 | 6,591 % | 3,919 % | 4,250 % | 4,906 % | 3,668 % | 3,404 % |
| 96 | 6,576 % | 3,922 % | 4,250 % | 4,899 % | 3,674 % | 3,412 % |
| 97 | 6,562 % | 3,925 % | 4,249 % | 4,892 % | 3,679 % | 3,420 % |
| 98 | 6,548 % | 3,928 % | 4,249 % | 4,885 % | 3,685 % | 3,428 % |
| 99 | 6,534 % | 3,930 % | 4,248 % | 4,878 % | 3,690 % | 3,436 % |
| 100 | 6,521 % | 3,933 % | 4,248 % | 4,871 % | 3,695 % | 3,443 % |
| 101 | 6,508 % | 3,936 % | 4,247 % | 4,864 % | 3,700 % | 3,451 % |
| 102 | 6,495 % | 3,938 % | 4,247 % | 4,858 % | 3,705 % | 3,458 % |
| 103 | 6,482 % | 3,941 % | 4,246 % | 4,851 % | 3,709 % | 3,465 % |
| 104 | 6,470 % | 3,943 % | 4,246 % | 4,845 % | 3,714 % | 3,472 % |
| 105 | 6,457 % | 3,946 % | 4,246 % | 4,839 % | 3,719 % | 3,479 % |
| 106 | 6,445 % | 3,948 % | 4,245 % | 4,833 % | 3,723 % | 3,486 % |
| 107 | 6,434 % | 3,951 % | 4,245 % | 4,827 % | 3,728 % | 3,493 % |
| 108 | 6,422 % | 3,953 % | 4,244 % | 4,821 % | 3,732 % | 3,499 % |
| 109 | 6,411 % | 3,955 % | 4,244 % | 4,815 % | 3,736 % | 3,506 % |
| 110 | 6,400 % | 3,957 % | 4,244 % | 4,810 % | 3,741 % | 3,512 % |
| 111 | 6,389 % | 3,959 % | 4,243 % | 4,804 % | 3,745 % | 3,518 % |
| 112 | 6,378 % | 3,962 % | 4,243 % | 4,799 % | 3,749 % | 3,524 % |
| 113 | 6,368 % | 3,964 % | 4,242 % | 4,793 % | 3,753 % | 3,530 % |
| 114 | 6,358 % | 3,966 % | 4,242 % | 4,788 % | 3,757 % | 3,536 % |
| 115 | 6,347 % | 3,968 % | 4,242 % | 4,783 % | 3,761 % | 3,542 % |
| 116 | 6,338 % | 3,970 % | 4,241 % | 4,778 % | 3,764 % | 3,547 % |
| 117 | 6,328 % | 3,972 % | 4,241 % | 4,773 % | 3,768 % | 3,553 % |
| 118 | 6,318 % | 3,974 % | 4,241 % | 4,768 % | 3,772 % | 3,558 % |
| 119 | 6,309 % | 3,976 % | 4,240 % | 4,763 % | 3,775 % | 3,564 % |
| 120 | 6,299 % | 3,977 % | 4,240 % | 4,759 % | 3,779 % | 3,569 % |
| 121 | 6,290 % | 3,979 % | 4,240 % | 4,754 % | 3,782 % | 3,574 % |
| 122 | 6,281 % | 3,981 % | 4,239 % | 4,750 % | 3,786 % | 3,579 % |
| 123 | 6,272 % | 3,983 % | 4,239 % | 4,745 % | 3,789 % | 3,584 % |
| 124 | 6,264 % | 3,985 % | 4,239 % | 4,741 % | 3,792 % | 3,589 % |
| 125 | 6,255 % | 3,986 % | 4,238 % | 4,736 % | 3,796 % | 3,594 % |
| 126 | 6,247 % | 3,988 % | 4,238 % | 4,732 % | 3,799 % | 3,599 % |
| 127 | 6,239 % | 3,990 % | 4,238 % | 4,728 % | 3,802 % | 3,604 % |
| 128 | 6,230 % | 3,991 % | 4,237 % | 4,724 % | 3,805 % | 3,608 % |
| 129 | 6,222 % | 3,993 % | 4,237 % | 4,720 % | 3,808 % | 3,613 % |
| 130 | 6,214 % | 3,995 % | 4,237 % | 4,716 % | 3,811 % | 3,617 % |
| 131 | 6,207 % | 3,996 % | 4,237 % | 4,712 % | 3,814 % | 3,622 % |
| 132 | 6,199 % | 3,998 % | 4,236 % | 4,708 % | 3,817 % | 3,626 % |
| 133 | 6,191 % | 3,999 % | 4,236 % | 4,704 % | 3,820 % | 3,631 % |
| 134 | 6,184 % | 4,001 % | 4,236 % | 4,700 % | 3,823 % | 3,635 % |
| 135 | 6,177 % | 4,002 % | 4,235 % | 4,697 % | 3,826 % | 3,639 % |
| 136 | 6,169 % | 4,004 % | 4,235 % | 4,693 % | 3,828 % | 3,643 % |
| 137 | 6,162 % | 4,005 % | 4,235 % | 4,689 % | 3,831 % | 3,647 % |
| 138 | 6,155 % | 4,006 % | 4,235 % | 4,686 % | 3,834 % | 3,651 % |
| 139 | 6,148 % | 4,008 % | 4,234 % | 4,682 % | 3,836 % | 3,655 % |
| 140 | 6,142 % | 4,009 % | 4,234 % | 4,679 % | 3,839 % | 3,659 % |
| 141 | 6,135 % | 4,011 % | 4,234 % | 4,675 % | 3,841 % | 3,663 % |
| 142 | 6,128 % | 4,012 % | 4,234 % | 4,672 % | 3,844 % | 3,667 % |
| 143 | 6,122 % | 4,013 % | 4,233 % | 4,669 % | 3,846 % | 3,670 % |
| 144 | 6,115 % | 4,015 % | 4,233 % | 4,665 % | 3,849 % | 3,674 % |
| 145 | 6,109 % | 4,016 % | 4,233 % | 4,662 % | 3,851 % | 3,678 % |
| 146 | 6,103 % | 4,017 % | 4,233 % | 4,659 % | 3,854 % | 3,681 % |
| 147 | 6,097 % | 4,018 % | 4,233 % | 4,656 % | 3,856 % | 3,685 % |
| 148 | 6,091 % | 4,020 % | 4,232 % | 4,653 % | 3,858 % | 3,688 % |
| 149 | 6,085 % | 4,021 % | 4,232 % | 4,650 % | 3,861 % | 3,692 % |
| 150 | 6,079 % | 4,022 % | 4,232 % | 4,647 % | 3,863 % | 3,695 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

13,072 %

2,203 %

3,280 %

10,235 %

1,096 %

1,127 %

2

12,277 %

2,224 %

3,274 %

9,558 %

1,236 %

1,084 %

3

11,951 %

2,302 %

3,285 %

9,144 %

1,377 %

1,069 %

4

11,928 %

2,375 %

3,323 %

8,887 %

1,500 %

1,076 %

5

12,037 %

2,498 %

3,361 %

8,706 %

1,596 %

1,090 %

6

12,145 %

2,589 %

3,416 %

8,599 %

1,695 %

1,103 %

7

12,162 %

2,664 %

3,495 %

8,400 %

1,791 %

1,118 %

8

12,084 %

2,685 %

3,557 %

8,337 %

1,865 %

1,136 %

9

12,058 %

2,688 %

3,609 %

8,241 %

1,942 %

1,156 %

10

12,085 %

2,716 %

3,673 %

8,141 %

2,012 %

1,176 %

11

12,076 %

2,752 %

3,726 %

8,039 %

2,063 %

1,195 %

12

12,023 %

2,791 %

3,768 %

7,933 %

2,104 %

1,210 %

13

11,937 %

2,832 %

3,807 %

7,825 %

2,146 %

1,220 %

14

11,827 %

2,872 %

3,848 %

7,717 %

2,182 %

1,224 %

15

11,699 %

2,912 %

3,891 %

7,610 %

2,209 %

1,223 %

16

11,557 %

2,951 %

3,940 %

7,504 %

2,224 %

1,218 %

17

11,407 %

2,990 %

3,989 %

7,401 %

2,234 %

1,215 %

18

11,251 %

3,027 %

4,038 %

7,300 %

2,243 %

1,219 %

19

11,092 %

3,062 %

4,082 %

7,203 %

2,255 %

1,233 %

20

10,931 %

3,097 %

4,122 %

7,109 %

2,272 %

1,259 %

21

10,771 %

3,130 %

4,155 %

7,018 %

2,297 %

1,298 %

22

10,613 %

3,162 %

4,182 %

6,931 %

2,328 %

1,346 %

23

10,458 %

3,192 %

4,205 %

6,847 %

2,362 %

1,401 %

24

10,306 %

3,221 %

4,223 %

6,767 %

2,400 %

1,461 %

25

10,158 %

3,249 %

4,239 %

6,690 %

2,438 %

1,522 %

26

10,015 %

3,276 %

4,252 %

6,616 %

2,478 %

1,585 %

27

9,876 %

3,302 %

4,262 %

6,545 %

2,518 %

1,649 %

28

9,743 %

3,326 %

4,271 %

6,477 %

2,557 %

1,711 %

29

9,614 %

3,350 %

4,278 %

6,413 %

2,597 %

1,773 %

30

9,490 %

3,372 %

4,284 %

6,351 %

2,635 %

1,834 %

31

9,371 %

3,394 %

4,288 %

6,292 %

2,673 %

1,893 %

32

9,257 %

3,414 %

4,292 %

6,235 %

2,710 %

1,951 %

33

9,148 %

3,434 %

4,295 %

6,181 %

2,746 %

2,006 %

34

9,043 %

3,453 %

4,297 %

6,129 %

2,780 %

2,060 %

35

8,942 %

3,471 %

4,298 %

6,079 %

2,814 %

2,112 %

36

8,846 %

3,489 %

4,299 %

6,032 %

2,847 %

2,163 %

37

8,754 %

3,505 %

4,300 %

5,987 %

2,878 %

2,211 %

38

8,666 %

3,521 %

4,300 %

5,943 %

2,908 %

2,258 %

39

8,581 %

3,537 %

4,300 %

5,902 %

2,938 %

2,302 %

40

8,500 %

3,552 %

4,300 %

5,862 %

2,966 %

2,346 %

41

8,423 %

3,566 %

4,299 %

5,823 %

2,993 %

2,387 %

42

8,348 %

3,580 %

4,298 %

5,787 %

3,019 %

2,427 %

43

8,277 %

3,593 %

4,298 %

5,751 %

3,045 %

2,466 %

44

8,209 %

3,605 %

4,297 %

5,718 %

3,069 %

2,503 %

45

8,143 %

3,618 %

4,296 %

5,685 %

3,092 %

2,538 %

46

8,080 %

3,629 %

4,295 %

5,654 %

3,115 %

2,573 %

47

8,020 %

3,641 %

4,294 %

5,624 %

3,137 %

2,606 %

48

7,961 %

3,652 %

4,292 %

5,595 %

3,158 %

2,638 %

49

7,905 %

3,662 %

4,291 %

5,567 %

3,178 %

2,668 %

50

7,852 %

3,672 %

4,290 %

5,540 %

3,198 %

2,698 %

51

7,800 %

3,682 %

4,289 %

5,514 %

3,217 %

2,727 %

52

7,750 %

3,692 %

4,288 %

5,490 %

3,235 %

2,754 %

53

7,702 %

3,701 %

4,286 %

5,466 %

3,253 %

2,781 %

54

7,655 %

3,710 %

4,285 %

5,442 %

3,270 %

2,806 %

55

7,611 %

3,718 %

4,284 %

5,420 %

3,286 %

2,831 %

56

7,568 %

3,727 %

4,283 %

5,398 %

3,302 %

2,855 %

57

7,526 %

3,735 %

4,282 %

5,378 %

3,317 %

2,878 %

58

7,486 %

3,743 %

4,280 %

5,357 %

3,332 %

2,901 %

59

7,447 %

3,750 %

4,279 %

5,338 %

3,347 %

2,922 %

60

7,409 %

3,757 %

4,278 %

5,319 %

3,361 %

2,943 %

61

7,373 %

3,764 %

4,277 %

5,301 %

3,374 %

2,964 %

62

7,337 %

3,771 %

4,276 %

5,283 %

3,387 %

2,983 %

63

7,303 %

3,778 %

4,275 %

5,266 %

3,400 %

3,002 %

64

7,270 %

3,784 %

4,274 %

5,249 %

3,413 %

3,021 %

65

7,238 %

3,791 %

4,273 %

5,233 %

3,425 %

3,039 %

66

7,207 %

3,797 %

4,272 %

5,218 %

3,436 %

3,056 %

67

7,177 %

3,803 %

4,271 %

5,202 %

3,447 %

3,073 %

68

7,148 %

3,808 %

4,270 %

5,188 %

3,458 %

3,090 %

69

7,119 %

3,814 %

4,269 %

5,173 %

3,469 %

3,106 %

70

7,091 %

3,819 %

4,268 %

5,159 %

3,479 %

3,121 %

71

7,065 %

3,825 %

4,267 %

5,146 %

3,489 %

3,136 %

72

7,039 %

3,830 %

4,266 %

5,133 %

3,499 %

3,151 %

73

7,013 %

3,835 %

4,265 %

5,120 %

3,509 %

3,165 %

74

6,988 %

3,840 %

4,264 %

5,107 %

3,518 %

3,179 %

75

6,964 %

3,845 %

4,264 %

5,095 %

3,527 %

3,193 %

76

6,941 %

3,849 %

4,263 %

5,083 %

3,536 %

3,206 %

77

6,918 %

3,854 %

4,262 %

5,072 %

3,545 %

3,219 %

78

6,896 %

3,858 %

4,261 %

5,061 %

3,553 %

3,231 %

79

6,874 %

3,862 %

4,260 %

5,050 %

3,561 %

3,243 %

80

6,853 %

3,867 %

4,260 %

5,039 %

3,569 %

3,255 %

81

6,833 %

3,871 %

4,259 %

5,029 %

3,577 %

3,267 %

82

6,813 %

3,875 %

4,258 %

5,019 %

3,584 %

3,278 %

83

6,793 %

3,879 %

4,258 %

5,009 %

3,592 %

3,289 %

84

6,774 %

3,882 %

4,257 %

4,999 %

3,599 %

3,300 %

85

6,755 %

3,886 %

4,256 %

4,990 %

3,606 %

3,310 %

86

6,737 %

3,890 %

4,256 %

4,980 %

3,613 %

3,321 %

87

6,719 %

3,893 %

4,255 %

4,971 %

3,620 %

3,331 %

88

6,702 %

3,897 %

4,254 %

4,963 %

3,626 %

3,341 %

89

6,685 %

3,900 %

4,254 %

4,954 %

3,633 %

3,350 %

90

6,668 %

3,904 %

4,253 %

4,946 %

3,639 %

3,360 %

91

6,652 %

3,907 %

4,253 %

4,937 %

3,645 %

3,369 %

92

6,636 %

3,910 %

4,252 %

4,929 %

3,651 %

3,378 %

93

6,621 %

3,913 %

4,251 %

4,922 %

3,657 %

3,387 %

94

6,606 %

3,916 %

4,251 %

4,914 %

3,663 %

3,395 %

95

6,591 %

3,919 %

4,250 %

4,906 %

3,668 %

3,404 %

96

6,576 %

3,922 %

4,250 %

4,899 %

3,674 %

3,412 %

97

6,562 %

3,925 %

4,249 %

4,892 %

3,679 %

3,420 %

98

6,548 %

3,928 %

4,249 %

4,885 %

3,685 %

3,428 %

99

6,534 %

3,930 %

4,248 %

4,878 %

3,690 %

3,436 %

100

6,521 %

3,933 %

4,248 %

4,871 %

3,695 %

3,443 %

101

6,508 %

3,936 %

4,247 %

4,864 %

3,700 %

3,451 %

102

6,495 %

3,938 %

4,247 %

4,858 %

3,705 %

3,458 %

103

6,482 %

3,941 %

4,246 %

4,851 %

3,709 %

3,465 %

104

6,470 %

3,943 %

4,246 %

4,845 %

3,714 %

3,472 %

105

6,457 %

3,946 %

4,246 %

4,839 %

3,719 %

3,479 %

106

6,445 %

3,948 %

4,245 %

4,833 %

3,723 %

3,486 %

107

6,434 %

3,951 %

4,245 %

4,827 %

3,728 %

3,493 %

108

6,422 %

3,953 %

4,244 %

4,821 %

3,732 %

3,499 %

109

6,411 %

3,955 %

4,244 %

4,815 %

3,736 %

3,506 %

110

6,400 %

3,957 %

4,244 %

4,810 %

3,741 %

3,512 %

111

6,389 %

3,959 %

4,243 %

4,804 %

3,745 %

3,518 %

112

6,378 %

3,962 %

4,243 %

4,799 %

3,749 %

3,524 %

113

6,368 %

3,964 %

4,242 %

4,793 %

3,753 %

3,530 %

114

6,358 %

3,966 %

4,242 %

4,788 %

3,757 %

3,536 %

115

6,347 %

3,968 %

4,242 %

4,783 %

3,761 %

3,542 %

116

6,338 %

3,970 %

4,241 %

4,778 %

3,764 %

3,547 %

117

6,328 %

3,972 %

4,241 %

4,773 %

3,768 %

3,553 %

118

6,318 %

3,974 %

4,241 %

4,768 %

3,772 %

3,558 %

119

6,309 %

3,976 %

4,240 %

4,763 %

3,775 %

3,564 %

120

6,299 %

3,977 %

4,240 %

4,759 %

3,779 %

3,569 %

121

6,290 %

3,979 %

4,240 %

4,754 %

3,782 %

3,574 %

122

6,281 %

3,981 %

4,239 %

4,750 %

3,786 %

3,579 %

123

6,272 %

3,983 %

4,239 %

4,745 %

3,789 %

3,584 %

124

6,264 %

3,985 %

4,239 %

4,741 %

3,792 %

3,589 %

125

6,255 %

3,986 %

4,238 %

4,736 %

3,796 %

3,594 %

126

6,247 %

3,988 %

4,238 %

4,732 %

3,799 %

3,599 %

127

6,239 %

3,990 %

4,238 %

4,728 %

3,802 %

3,604 %

128

6,230 %

3,991 %

4,237 %

4,724 %

3,805 %

3,608 %

129

6,222 %

3,993 %

4,237 %

4,720 %

3,808 %

3,613 %

130

6,214 %

3,995 %

4,237 %

4,716 %

3,811 %

3,617 %

131

6,207 %

3,996 %

4,237 %

4,712 %

3,814 %

3,622 %

132

6,199 %

3,998 %

4,236 %

4,708 %

3,817 %

3,626 %

133

6,191 %

3,999 %

4,236 %

4,704 %

3,820 %

3,631 %

134

6,184 %

4,001 %

4,236 %

4,700 %

3,823 %

3,635 %

135

6,177 %

4,002 %

4,235 %

4,697 %

3,826 %

3,639 %

136

6,169 %

4,004 %

4,235 %

4,693 %

3,828 %

3,643 %

137

6,162 %

4,005 %

4,235 %

4,689 %

3,831 %

3,647 %

138

6,155 %

4,006 %

4,235 %

4,686 %

3,834 %

3,651 %

139

6,148 %

4,008 %

4,234 %

4,682 %

3,836 %

3,655 %

140

6,142 %

4,009 %

4,234 %

4,679 %

3,839 %

3,659 %

141

6,135 %

4,011 %

4,234 %

4,675 %

3,841 %

3,663 %

142

6,128 %

4,012 %

4,234 %

4,672 %

3,844 %

3,667 %

143

6,122 %

4,013 %

4,233 %

4,669 %

3,846 %

3,670 %

144

6,115 %

4,015 %

4,233 %

4,665 %

3,849 %

3,674 %

145

6,109 %

4,016 %

4,233 %

4,662 %

3,851 %

3,678 %

146

6,103 %

4,017 %

4,233 %

4,659 %

3,854 %

3,681 %

147

6,097 %

4,018 %

4,233 %

4,656 %

3,856 %

3,685 %

148

6,091 %

4,020 %

4,232 %

4,653 %

3,858 %

3,688 %

149

6,085 %

4,021 %

4,232 %

4,650 %

3,861 %

3,692 %

150

6,079 %

4,022 %

4,232 %

4,647 %

3,863 %

3,695 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 9,327 % | 0,576 % | – 0,177 % |
| 2 | 9,372 % | 0,636 % | – 0,236 % |
| 3 | 9,525 % | 0,710 % | – 0,260 % |
| 4 | 9,579 % | 0,796 % | – 0,262 % |
| 5 | 9,609 % | 0,888 % | – 0,252 % |
| 6 | 9,637 % | 0,979 % | – 0,234 % |
| 7 | 9,660 % | 1,063 % | – 0,211 % |
| 8 | 9,675 % | 1,145 % | – 0,188 % |
| 9 | 9,674 % | 1,217 % | – 0,165 % |
| 10 | 9,649 % | 1,284 % | – 0,143 % |
| 11 | 9,597 % | 1,346 % | – 0,103 % |
| 12 | 9,526 % | 1,404 % | – 0,098 % |
| 13 | 9,440 % | 1,451 % | – 0,053 % |
| 14 | 9,345 % | 1,495 % | – 0,032 % |
| 15 | 9,243 % | 1,536 % | – 0,037 % |
| 16 | 9,138 % | 1,572 % | 0,005 % |
| 17 | 9,031 % | 1,604 % | 0,021 % |
| 18 | 8,924 % | 1,632 % | 0,035 % |
| 19 | 8,818 % | 1,657 % | 0,048 % |
| 20 | 8,713 % | 1,678 % | 0,028 % |
| 21 | 8,610 % | 1,695 % | 0,019 % |
| 22 | 8,510 % | 1,710 % | 0,025 % |
| 23 | 8,412 % | 1,723 % | 0,036 % |
| 24 | 8,318 % | 1,736 % | 0,047 % |
| 25 | 8,227 % | 1,748 % | 0,053 % |
| 26 | 8,139 % | 1,759 % | 0,051 % |
| 27 | 8,055 % | 1,770 % | 0,047 % |
| 28 | 7,973 % | 1,779 % | 0,046 % |
| 29 | 7,895 % | 1,785 % | 0,051 % |
| 30 | 7,821 % | 1,788 % | 0,066 % |
| 31 | 7,749 % | 1,788 % | 0,091 % |
| 32 | 7,680 % | 1,787 % | 0,125 % |
| 33 | 7,614 % | 1,786 % | 0,166 % |
| 34 | 7,551 % | 1,786 % | 0,211 % |
| 35 | 7,491 % | 1,788 % | 0,259 % |
| 36 | 7,433 % | 1,792 % | 0,309 % |
| 37 | 7,377 % | 1,797 % | 0,361 % |
| 38 | 7,324 % | 1,802 % | 0,413 % |
| 39 | 7,273 % | 1,803 % | 0,465 % |
| 40 | 7,225 % | 1,801 % | 0,517 % |
| 41 | 7,178 % | 1,795 % | 0,569 % |
| 42 | 7,133 % | 1,786 % | 0,619 % |
| 43 | 7,090 % | 1,776 % | 0,669 % |
| 44 | 7,048 % | 1,767 % | 0,718 % |
| 45 | 7,009 % | 1,759 % | 0,765 % |
| 46 | 6,970 % | 1,754 % | 0,812 % |
| 47 | 6,934 % | 1,752 % | 0,857 % |
| 48 | 6,898 % | 1,754 % | 0,901 % |
| 49 | 6,864 % | 1,759 % | 0,944 % |
| 50 | 6,832 % | 1,769 % | 0,985 % |
| 51 | 6,800 % | 1,783 % | 1,025 % |
| 52 | 6,770 % | 1,801 % | 1,064 % |
| 53 | 6,740 % | 1,822 % | 1,102 % |
| 54 | 6,712 % | 1,846 % | 1,139 % |
| 55 | 6,685 % | 1,870 % | 1,175 % |
| 56 | 6,658 % | 1,897 % | 1,209 % |
| 57 | 6,633 % | 1,924 % | 1,243 % |
| 58 | 6,608 % | 1,951 % | 1,275 % |
| 59 | 6,584 % | 1,980 % | 1,307 % |
| 60 | 6,561 % | 2,008 % | 1,337 % |
| 61 | 6,539 % | 2,036 % | 1,367 % |
| 62 | 6,518 % | 2,065 % | 1,396 % |
| 63 | 6,497 % | 2,093 % | 1,424 % |
| 64 | 6,476 % | 2,121 % | 1,451 % |
| 65 | 6,457 % | 2,149 % | 1,477 % |
| 66 | 6,438 % | 2,176 % | 1,503 % |
| 67 | 6,419 % | 2,203 % | 1,528 % |
| 68 | 6,401 % | 2,229 % | 1,552 % |
| 69 | 6,384 % | 2,255 % | 1,575 % |
| 70 | 6,367 % | 2,281 % | 1,598 % |
| 71 | 6,350 % | 2,306 % | 1,621 % |
| 72 | 6,334 % | 2,331 % | 1,642 % |
| 73 | 6,319 % | 2,355 % | 1,663 % |
| 74 | 6,303 % | 2,378 % | 1,684 % |
| 75 | 6,289 % | 2,401 % | 1,704 % |
| 76 | 6,274 % | 2,424 % | 1,723 % |
| 77 | 6,260 % | 2,446 % | 1,742 % |
| 78 | 6,247 % | 2,468 % | 1,761 % |
| 79 | 6,233 % | 2,489 % | 1,779 % |
| 80 | 6,220 % | 2,510 % | 1,796 % |
| 81 | 6,208 % | 2,530 % | 1,814 % |
| 82 | 6,195 % | 2,550 % | 1,830 % |
| 83 | 6,183 % | 2,569 % | 1,847 % |
| 84 | 6,172 % | 2,588 % | 1,863 % |
| 85 | 6,160 % | 2,607 % | 1,878 % |
| 86 | 6,149 % | 2,625 % | 1,894 % |
| 87 | 6,138 % | 2,643 % | 1,909 % |
| 88 | 6,127 % | 2,660 % | 1,923 % |
| 89 | 6,117 % | 2,677 % | 1,937 % |
| 90 | 6,107 % | 2,694 % | 1,951 % |
| 91 | 6,097 % | 2,710 % | 1,965 % |
| 92 | 6,087 % | 2,726 % | 1,978 % |
| 93 | 6,077 % | 2,742 % | 1,991 % |
| 94 | 6,068 % | 2,757 % | 2,004 % |
| 95 | 6,059 % | 2,772 % | 2,017 % |
| 96 | 6,050 % | 2,787 % | 2,029 % |
| 97 | 6,041 % | 2,801 % | 2,041 % |
| 98 | 6,032 % | 2,816 % | 2,053 % |
| 99 | 6,024 % | 2,829 % | 2,064 % |
| 100 | 6,016 % | 2,843 % | 2,075 % |
| 101 | 6,007 % | 2,856 % | 2,087 % |
| 102 | 6,000 % | 2,869 % | 2,097 % |
| 103 | 5,992 % | 2,882 % | 2,108 % |
| 104 | 5,984 % | 2,895 % | 2,118 % |
| 105 | 5,977 % | 2,907 % | 2,129 % |
| 106 | 5,969 % | 2,919 % | 2,139 % |
| 107 | 5,962 % | 2,931 % | 2,149 % |
| 108 | 5,955 % | 2,943 % | 2,158 % |
| 109 | 5,948 % | 2,954 % | 2,168 % |
| 110 | 5,941 % | 2,965 % | 2,177 % |
| 111 | 5,934 % | 2,977 % | 2,186 % |
| 112 | 5,928 % | 2,987 % | 2,195 % |
| 113 | 5,921 % | 2,998 % | 2,204 % |
| 114 | 5,915 % | 3,009 % | 2,213 % |
| 115 | 5,909 % | 3,019 % | 2,221 % |
| 116 | 5,903 % | 3,029 % | 2,230 % |
| 117 | 5,897 % | 3,039 % | 2,238 % |
| 118 | 5,891 % | 3,049 % | 2,246 % |
| 119 | 5,885 % | 3,058 % | 2,254 % |
| 120 | 5,879 % | 3,068 % | 2,262 % |
| 121 | 5,874 % | 3,077 % | 2,270 % |
| 122 | 5,868 % | 3,086 % | 2,277 % |
| 123 | 5,863 % | 3,095 % | 2,285 % |
| 124 | 5,857 % | 3,104 % | 2,292 % |
| 125 | 5,852 % | 3,113 % | 2,299 % |
| 126 | 5,847 % | 3,121 % | 2,306 % |
| 127 | 5,842 % | 3,130 % | 2,313 % |
| 128 | 5,837 % | 3,138 % | 2,320 % |
| 129 | 5,832 % | 3,146 % | 2,327 % |
| 130 | 5,827 % | 3,154 % | 2,334 % |
| 131 | 5,822 % | 3,162 % | 2,340 % |
| 132 | 5,817 % | 3,170 % | 2,347 % |
| 133 | 5,813 % | 3,178 % | 2,353 % |
| 134 | 5,808 % | 3,185 % | 2,360 % |
| 135 | 5,804 % | 3,193 % | 2,366 % |
| 136 | 5,799 % | 3,200 % | 2,372 % |
| 137 | 5,795 % | 3,208 % | 2,378 % |
| 138 | 5,790 % | 3,215 % | 2,384 % |
| 139 | 5,786 % | 3,222 % | 2,390 % |
| 140 | 5,782 % | 3,229 % | 2,395 % |
| 141 | 5,778 % | 3,236 % | 2,401 % |
| 142 | 5,774 % | 3,242 % | 2,407 % |
| 143 | 5,770 % | 3,249 % | 2,412 % |
| 144 | 5,766 % | 3,256 % | 2,418 % |
| 145 | 5,762 % | 3,262 % | 2,423 % |
| 146 | 5,758 % | 3,268 % | 2,428 % |
| 147 | 5,754 % | 3,275 % | 2,434 % |
| 148 | 5,750 % | 3,281 % | 2,439 % |
| 149 | 5,747 % | 3,287 % | 2,444 % |
| 150 | 5,743 % | 3,293 % | 2,449 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

9,327 %

0,576 %

– 0,177 %

2

9,372 %

0,636 %

– 0,236 %

3

9,525 %

0,710 %

– 0,260 %

4

9,579 %

0,796 %

– 0,262 %

5

9,609 %

0,888 %

– 0,252 %

6

9,637 %

0,979 %

– 0,234 %

7

9,660 %

1,063 %

– 0,211 %

8

9,675 %

1,145 %

– 0,188 %

9

9,674 %

1,217 %

– 0,165 %

10

9,649 %

1,284 %

– 0,143 %

11

9,597 %

1,346 %

– 0,103 %

12

9,526 %

1,404 %

– 0,098 %

13

9,440 %

1,451 %

– 0,053 %

14

9,345 %

1,495 %

– 0,032 %

15

9,243 %

1,536 %

– 0,037 %

16

9,138 %

1,572 %

0,005 %

17

9,031 %

1,604 %

0,021 %

18

8,924 %

1,632 %

0,035 %

19

8,818 %

1,657 %

0,048 %

20

8,713 %

1,678 %

0,028 %

21

8,610 %

1,695 %

0,019 %

22

8,510 %

1,710 %

0,025 %

23

8,412 %

1,723 %

0,036 %

24

8,318 %

1,736 %

0,047 %

25

8,227 %

1,748 %

0,053 %

26

8,139 %

1,759 %

0,051 %

27

8,055 %

1,770 %

0,047 %

28

7,973 %

1,779 %

0,046 %

29

7,895 %

1,785 %

0,051 %

30

7,821 %

1,788 %

0,066 %

31

7,749 %

1,788 %

0,091 %

32

7,680 %

1,787 %

0,125 %

33

7,614 %

1,786 %

0,166 %

34

7,551 %

1,786 %

0,211 %

35

7,491 %

1,788 %

0,259 %

36

7,433 %

1,792 %

0,309 %

37

7,377 %

1,797 %

0,361 %

38

7,324 %

1,802 %

0,413 %

39

7,273 %

1,803 %

0,465 %

40

7,225 %

1,801 %

0,517 %

41

7,178 %

1,795 %

0,569 %

42

7,133 %

1,786 %

0,619 %

43

7,090 %

1,776 %

0,669 %

44

7,048 %

1,767 %

0,718 %

45

7,009 %

1,759 %

0,765 %

46

6,970 %

1,754 %

0,812 %

47

6,934 %

1,752 %

0,857 %

48

6,898 %

1,754 %

0,901 %

49

6,864 %

1,759 %

0,944 %

50

6,832 %

1,769 %

0,985 %

51

6,800 %

1,783 %

1,025 %

52

6,770 %

1,801 %

1,064 %

53

6,740 %

1,822 %

1,102 %

54

6,712 %

1,846 %

1,139 %

55

6,685 %

1,870 %

1,175 %

56

6,658 %

1,897 %

1,209 %

57

6,633 %

1,924 %

1,243 %

58

6,608 %

1,951 %

1,275 %

59

6,584 %

1,980 %

1,307 %

60

6,561 %

2,008 %

1,337 %

61

6,539 %

2,036 %

1,367 %

62

6,518 %

2,065 %

1,396 %

63

6,497 %

2,093 %

1,424 %

64

6,476 %

2,121 %

1,451 %

65

6,457 %

2,149 %

1,477 %

66

6,438 %

2,176 %

1,503 %

67

6,419 %

2,203 %

1,528 %

68

6,401 %

2,229 %

1,552 %

69

6,384 %

2,255 %

1,575 %

70

6,367 %

2,281 %

1,598 %

71

6,350 %

2,306 %

1,621 %

72

6,334 %

2,331 %

1,642 %

73

6,319 %

2,355 %

1,663 %

74

6,303 %

2,378 %

1,684 %

75

6,289 %

2,401 %

1,704 %

76

6,274 %

2,424 %

1,723 %

77

6,260 %

2,446 %

1,742 %

78

6,247 %

2,468 %

1,761 %

79

6,233 %

2,489 %

1,779 %

80

6,220 %

2,510 %

1,796 %

81

6,208 %

2,530 %

1,814 %

82

6,195 %

2,550 %

1,830 %

83

6,183 %

2,569 %

1,847 %

84

6,172 %

2,588 %

1,863 %

85

6,160 %

2,607 %

1,878 %

86

6,149 %

2,625 %

1,894 %

87

6,138 %

2,643 %

1,909 %

88

6,127 %

2,660 %

1,923 %

89

6,117 %

2,677 %

1,937 %

90

6,107 %

2,694 %

1,951 %

91

6,097 %

2,710 %

1,965 %

92

6,087 %

2,726 %

1,978 %

93

6,077 %

2,742 %

1,991 %

94

6,068 %

2,757 %

2,004 %

95

6,059 %

2,772 %

2,017 %

96

6,050 %

2,787 %

2,029 %

97

6,041 %

2,801 %

2,041 %

98

6,032 %

2,816 %

2,053 %

99

6,024 %

2,829 %

2,064 %

100

6,016 %

2,843 %

2,075 %

101

6,007 %

2,856 %

2,087 %

102

6,000 %

2,869 %

2,097 %

103

5,992 %

2,882 %

2,108 %

104

5,984 %

2,895 %

2,118 %

105

5,977 %

2,907 %

2,129 %

106

5,969 %

2,919 %

2,139 %

107

5,962 %

2,931 %

2,149 %

108

5,955 %

2,943 %

2,158 %

109

5,948 %

2,954 %

2,168 %

110

5,941 %

2,965 %

2,177 %

111

5,934 %

2,977 %

2,186 %

112

5,928 %

2,987 %

2,195 %

113

5,921 %

2,998 %

2,204 %

114

5,915 %

3,009 %

2,213 %

115

5,909 %

3,019 %

2,221 %

116

5,903 %

3,029 %

2,230 %

117

5,897 %

3,039 %

2,238 %

118

5,891 %

3,049 %

2,246 %

119

5,885 %

3,058 %

2,254 %

120

5,879 %

3,068 %

2,262 %

121

5,874 %

3,077 %

2,270 %

122

5,868 %

3,086 %

2,277 %

123

5,863 %

3,095 %

2,285 %

124

5,857 %

3,104 %

2,292 %

125

5,852 %

3,113 %

2,299 %

126

5,847 %

3,121 %

2,306 %

127

5,842 %

3,130 %

2,313 %

128

5,837 %

3,138 %

2,320 %

129

5,832 %

3,146 %

2,327 %

130

5,827 %

3,154 %

2,334 %

131

5,822 %

3,162 %

2,340 %

132

5,817 %

3,170 %

2,347 %

133

5,813 %

3,178 %

2,353 %

134

5,808 %

3,185 %

2,360 %

135

5,804 %

3,193 %

2,366 %

136

5,799 %

3,200 %

2,372 %

137

5,795 %

3,208 %

2,378 %

138

5,790 %

3,215 %

2,384 %

139

5,786 %

3,222 %

2,390 %

140

5,782 %

3,229 %

2,395 %

141

5,778 %

3,236 %

2,401 %

142

5,774 %

3,242 %

2,407 %

143

5,770 %

3,249 %

2,412 %

144

5,766 %

3,256 %

2,418 %

145

5,762 %

3,262 %

2,423 %

146

5,758 %

3,268 %

2,428 %

147

5,754 %

3,275 %

2,434 %

148

5,750 %

3,281 %

2,439 %

149

5,747 %

3,287 %

2,444 %

150

5,743 %

3,293 %

2,449 %

---

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 | 435 | 2 |
| 2 | 0 | 0 | 43 | 5 | 2 | 261 | 1 |
| 3 | 0 | 2 | 49 | 5 | 4 | 225 | 1 |
| 4 | 0 | 4 | 52 | 5 | 5 | 197 | 1 |
| 5 | 1 | 5 | 56 | 5 | 7 | 179 | 0 |
| 6 | 2 | 6 | 59 | 5 | 9 | 176 | 0 |
| 7 | 3 | 7 | 62 | 5 | 11 | 172 | 0 |
| 8 | 3 | 8 | 64 | 5 | 13 | 177 | 0 |
| 9 | 4 | 9 | 66 | 5 | 14 | 179 | 0 |
| 10 | 4 | 9 | 68 | 5 | 15 | 182 | 1 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

34

5

2

435

2

2

0

0

43

5

2

261

1

3

0

2

49

5

4

225

1

4

0

4

52

5

5

197

1

5

1

5

56

5

7

179

0

6

2

6

59

5

9

176

0

7

3

7

62

5

11

172

0

8

3

8

64

5

13

177

0

9

4

9

66

5

14

179

0

10

4

9

68

5

15

182

1

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 435 | 4 | 19 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 |
| 3 | 2 | 0 | 0 | 0 | 229 | 4 | 29 |
| 4 | 4 | 0 | 0 | 0 | 197 | 4 | 30 |
| 5 | 5 | 0 | 0 | 0 | 179 | 4 | 31 |
| 6 | 6 | 0 | 0 | 0 | 176 | 4 | 32 |
| 7 | 7 | 0 | 0 | 0 | 172 | 4 | 33 |
| 8 | 8 | 1 | 2 | 0 | 177 | 2 | 34 |
| 9 | 9 | 1 | 3 | 0 | 179 | 0 | 34 |
| 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

435

4

19

2

0

0

0

0

261

4

26

3

2

0

0

0

229

4

29

4

4

0

0

0

197

4

30

5

5

0

0

0

179

4

31

6

6

0

0

0

176

4

32

7

7

0

0

0

172

4

33

8

8

1

2

0

177

2

34

9

9

1

3

0

179

0

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 | 50 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Portugal

1

6

6

6

0

19

0

28

2

14

13

13

0

26

0

46

3

18

16

16

0

29

0

51

4

20

18

18

0

30

0

51

5

22

20

20

0

31

0

54

6

23

22

22

0

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

50

| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 |
| 2 | 19 | 18 | 25 | 13 | 0 | 0 | 0 |
| 3 | 21 | 21 | 29 | 16 | 0 | 0 | 0 |
| 4 | 23 | 23 | 34 | 18 | 0 | 0 | 0 |
| 5 | 24 | 24 | 38 | 20 | 0 | 0 | 0 |
| 6 | 26 | 25 | 41 | 22 | 0 | 0 | 0 |
| 7 | 28 | 27 | 43 | 23 | 0 | 0 | 0 |
| 8 | 29 | 28 | 44 | 24 | 0 | 0 | 0 |
| 9 | 31 | 28 | 45 | 25 | 0 | 0 | 0 |
| 10 | 28 | 28 | 44 | 26 | 0 | 0 | 0 |

Duration (in years)

Rumania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

Liechtenstein

1

10

14

21

6

0

0

0

2

19

18

25

13

0

0

0

3

21

21

29

16

0

0

0

4

23

23

34

18

0

0

0

5

24

24

38

20

0

0

0

6

26

25

41

22

0

0

0

7

28

27

43

23

0

0

0

8

29

28

44

24

0

0

0

9

31

28

45

25

0

0

0

10

28

28

44

26

0

0

0

| Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 12 | 0 | 17 | 0 | 10 |
| 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 | 44 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 47 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 |
| 9 | 0 | 0 | 12 | 0 | 16 | 6 | 41 |
| 10 | 0 | 0 | 12 | 0 | 13 | 5 | 44 |

Duration (in years)

Norway

Australia

Brazil

Canada

Chile

China

Colombia

1

0

0

12

0

17

0

10

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

44

7

0

0

12

0

14

4

47

8

0

0

12

0

15

8

44

9

0

0

12

0

16

6

41

10

0

0

12

0

13

5

44

| Duration (in years) | Hong Kong | India | Japan | Malaysia | Mexico | New Zealand | Russia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 2 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 3 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 4 | 0 | 9 | 0 | 0 | 10 | 0 | 1 |
| 5 | 0 | 9 | 0 | 0 | 10 | 0 | 3 |
| 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 |
| 7 | 0 | 9 | 0 | 0 | 10 | 0 | 9 |
| 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 |
| 9 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |
| 10 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |

Duration (in years)

Hong Kong

India

Japan

Malaysia

Mexico

New Zealand

Russia

1

0

9

0

0

10

0

0

2

0

9

0

0

10

0

0

3

0

9

0

0

10

0

0

4

0

9

0

0

10

0

1

5

0

9

0

0

10

0

3

6

0

9

0

0

10

0

6

7

0

9

0

0

10

0

9

8

0

9

0

0

10

0

13

9

0

9

1

0

10

0

20

10

0

9

1

0

10

0

20

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

Duration (in years)

Singapore

South Africa

South Korea

Thailand

Taiwan

United States

1

0

3

10

0

4

0

2

0

7

13

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

4

16

0

4

0

7

0

6

16

0

4

0

8

0

7

16

0

4

0

9

0

7

16

0

4

0

10

0

8

16

0

4

0

2.   Exposures to financial institutions

2.1.   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 22 | 49 | 131 | 245 | 597 | 1 504 |
| 2 | 6 | 22 | 49 | 131 | 245 | 597 | 1 199 |
| 3 | 7 | 24 | 49 | 122 | 241 | 594 | 965 |
| 4 | 8 | 26 | 52 | 124 | 240 | 592 | 788 |
| 5 | 10 | 29 | 57 | 126 | 239 | 592 | 653 |
| 6 | 11 | 32 | 61 | 131 | 239 | 592 | 592 |
| 7 | 12 | 34 | 63 | 133 | 239 | 592 | 592 |
| 8 | 12 | 35 | 62 | 130 | 239 | 592 | 592 |
| 9 | 12 | 36 | 62 | 129 | 239 | 592 | 592 |
| 10 | 13 | 37 | 62 | 129 | 239 | 592 | 592 |
| 11 | 13 | 38 | 62 | 129 | 239 | 592 | 592 |
| 12 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 13 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 14 | 14 | 40 | 62 | 129 | 239 | 592 | 592 |
| 15 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 16 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 17 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 18 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 19 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 20 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 21 | 15 | 39 | 62 | 129 | 239 | 592 | 592 |
| 22 | 15 | 39 | 62 | 129 | 239 | 592 | 592 |
| 23 | 16 | 39 | 62 | 129 | 239 | 592 | 592 |
| 24 | 16 | 39 | 62 | 129 | 239 | 592 | 592 |
| 25 | 17 | 39 | 62 | 129 | 239 | 592 | 592 |
| 26 | 18 | 40 | 62 | 129 | 239 | 592 | 592 |
| 27 | 19 | 40 | 62 | 129 | 239 | 592 | 592 |
| 28 | 19 | 40 | 62 | 129 | 239 | 592 | 592 |
| 29 | 19 | 40 | 62 | 129 | 239 | 592 | 592 |
| 30 | 20 | 40 | 62 | 129 | 239 | 592 | 592 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

22

49

131

245

597

1 504

2

6

22

49

131

245

597

1 199

3

7

24

49

122

241

594

965

4

8

26

52

124

240

592

788

5

10

29

57

126

239

592

653

6

11

32

61

131

239

592

592

7

12

34

63

133

239

592

592

8

12

35

62

130

239

592

592

9

12

36

62

129

239

592

592

10

13

37

62

129

239

592

592

11

13

38

62

129

239

592

592

12

14

39

62

129

239

592

592

13

14

39

62

129

239

592

592

14

14

40

62

129

239

592

592

15

14

39

62

129

239

592

592

16

14

39

62

129

239

592

592

17

14

39

62

129

239

592

592

18

14

39

62

129

239

592

592

19

14

39

62

129

239

592

592

20

14

39

62

129

239

592

592

21

15

39

62

129

239

592

592

22

15

39

62

129

239

592

592

23

16

39

62

129

239

592

592

24

16

39

62

129

239

592

592

25

17

39

62

129

239

592

592

26

18

40

62

129

239

592

592

27

19

40

62

129

239

592

592

28

19

40

62

129

239

592

592

29

19

40

62

129

239

592

592

30

20

40

62

129

239

592

592

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 | 135 | 249 | 602 | 1 513 |
| 2 | 12 | 28 | 55 | 137 | 251 | 604 | 1 207 |
| 3 | 14 | 31 | 56 | 129 | 248 | 600 | 972 |
| 4 | 15 | 33 | 59 | 130 | 246 | 599 | 793 |
| 5 | 16 | 36 | 64 | 133 | 246 | 599 | 657 |
| 6 | 17 | 38 | 67 | 137 | 245 | 598 | 598 |
| 7 | 18 | 39 | 68 | 138 | 245 | 598 | 598 |
| 8 | 17 | 40 | 67 | 135 | 244 | 597 | 597 |
| 9 | 17 | 40 | 66 | 134 | 244 | 597 | 597 |
| 10 | 17 | 41 | 66 | 133 | 244 | 596 | 596 |
| 11 | 17 | 41 | 66 | 132 | 243 | 596 | 596 |
| 12 | 17 | 42 | 65 | 132 | 243 | 595 | 595 |
| 13 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 14 | 16 | 42 | 64 | 131 | 241 | 594 | 594 |
| 15 | 16 | 41 | 64 | 130 | 241 | 594 | 594 |
| 16 | 15 | 40 | 63 | 130 | 240 | 593 | 593 |
| 17 | 15 | 40 | 63 | 129 | 240 | 593 | 593 |
| 18 | 15 | 40 | 63 | 129 | 240 | 593 | 593 |
| 19 | 15 | 40 | 63 | 129 | 240 | 593 | 593 |
| 20 | 15 | 40 | 63 | 129 | 240 | 593 | 593 |
| 21 | 15 | 41 | 63 | 130 | 241 | 593 | 593 |
| 22 | 16 | 41 | 64 | 130 | 241 | 594 | 594 |
| 23 | 16 | 41 | 64 | 130 | 241 | 594 | 594 |
| 24 | 16 | 41 | 64 | 130 | 241 | 594 | 594 |
| 25 | 17 | 41 | 64 | 130 | 241 | 594 | 594 |
| 26 | 18 | 41 | 64 | 130 | 241 | 594 | 594 |
| 27 | 19 | 41 | 64 | 130 | 241 | 594 | 594 |
| 28 | 19 | 41 | 64 | 130 | 241 | 594 | 594 |
| 29 | 20 | 41 | 64 | 130 | 241 | 594 | 594 |
| 30 | 20 | 41 | 64 | 130 | 241 | 594 | 594 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

26

53

135

249

602

1 513

2

12

28

55

137

251

604

1 207

3

14

31

56

129

248

600

972

4

15

33

59

130

246

599

793

5

16

36

64

133

246

599

657

6

17

38

67

137

245

598

598

7

18

39

68

138

245

598

598

8

17

40

67

135

244

597

597

9

17

40

66

134

244

597

597

10

17

41

66

133

244

596

596

11

17

41

66

132

243

596

596

12

17

42

65

132

243

595

595

13

17

42

65

131

242

595

595

14

16

42

64

131

241

594

594

15

16

41

64

130

241

594

594

16

15

40

63

130

240

593

593

17

15

40

63

129

240

593

593

18

15

40

63

129

240

593

593

19

15

40

63

129

240

593

593

20

15

40

63

129

240

593

593

21

15

41

63

130

241

593

593

22

16

41

64

130

241

594

594

23

16

41

64

130

241

594

594

24

16

41

64

130

241

594

594

25

17

41

64

130

241

594

594

26

18

41

64

130

241

594

594

27

19

41

64

130

241

594

594

28

19

41

64

130

241

594

594

29

20

41

64

130

241

594

594

30

20

41

64

130

241

594

594

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 | 131 | 244 | 597 | 1 504 |
| 2 | 6 | 21 | 48 | 131 | 244 | 597 | 1 199 |
| 3 | 7 | 24 | 49 | 122 | 241 | 593 | 965 |
| 4 | 8 | 26 | 52 | 123 | 239 | 592 | 788 |
| 5 | 9 | 29 | 57 | 126 | 239 | 592 | 653 |
| 6 | 11 | 31 | 61 | 130 | 239 | 592 | 592 |
| 7 | 12 | 34 | 63 | 132 | 239 | 592 | 592 |
| 8 | 12 | 35 | 62 | 130 | 239 | 592 | 592 |
| 9 | 12 | 35 | 62 | 129 | 239 | 592 | 592 |
| 10 | 13 | 37 | 62 | 129 | 239 | 592 | 592 |
| 11 | 13 | 38 | 62 | 129 | 239 | 592 | 592 |
| 12 | 14 | 38 | 62 | 129 | 239 | 592 | 592 |
| 13 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 14 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 15 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 16 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 17 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 18 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 19 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 20 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 21 | 15 | 39 | 62 | 129 | 239 | 592 | 592 |
| 22 | 15 | 39 | 62 | 129 | 239 | 592 | 592 |
| 23 | 16 | 39 | 62 | 129 | 239 | 592 | 592 |
| 24 | 16 | 39 | 62 | 129 | 239 | 592 | 592 |
| 25 | 17 | 39 | 62 | 129 | 239 | 592 | 592 |
| 26 | 18 | 39 | 62 | 129 | 239 | 592 | 592 |
| 27 | 19 | 39 | 62 | 129 | 239 | 592 | 592 |
| 28 | 19 | 39 | 62 | 129 | 239 | 592 | 592 |
| 29 | 19 | 39 | 62 | 129 | 239 | 592 | 592 |
| 30 | 20 | 39 | 62 | 129 | 239 | 592 | 592 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

48

131

244

597

1 504

2

6

21

48

131

244

597

1 199

3

7

24

49

122

241

593

965

4

8

26

52

123

239

592

788

5

9

29

57

126

239

592

653

6

11

31

61

130

239

592

592

7

12

34

63

132

239

592

592

8

12

35

62

130

239

592

592

9

12

35

62

129

239

592

592

10

13

37

62

129

239

592

592

11

13

38

62

129

239

592

592

12

14

38

62

129

239

592

592

13

14

39

62

129

239

592

592

14

14

39

62

129

239

592

592

15

14

39

62

129

239

592

592

16

14

39

62

129

239

592

592

17

14

39

62

129

239

592

592

18

14

39

62

129

239

592

592

19

14

39

62

129

239

592

592

20

14

39

62

129

239

592

592

21

15

39

62

129

239

592

592

22

15

39

62

129

239

592

592

23

16

39

62

129

239

592

592

24

16

39

62

129

239

592

592

25

17

39

62

129

239

592

592

26

18

39

62

129

239

592

592

27

19

39

62

129

239

592

592

28

19

39

62

129

239

592

592

29

19

39

62

129

239

592

592

30

20

39

62

129

239

592

592

2.4.   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 89 | 104 | 132 | 214 | 327 | 680 | 1 533 |
| 2 | 83 | 99 | 126 | 208 | 322 | 675 | 1 227 |
| 3 | 87 | 104 | 130 | 202 | 321 | 674 | 992 |
| 4 | 85 | 104 | 129 | 201 | 317 | 669 | 812 |
| 5 | 84 | 103 | 132 | 200 | 313 | 666 | 674 |
| 6 | 82 | 103 | 132 | 202 | 311 | 664 | 664 |
| 7 | 81 | 103 | 131 | 201 | 308 | 661 | 661 |
| 8 | 79 | 102 | 129 | 198 | 307 | 660 | 660 |
| 9 | 78 | 101 | 128 | 195 | 305 | 658 | 658 |
| 10 | 74 | 98 | 124 | 190 | 301 | 654 | 654 |
| 11 | 72 | 96 | 121 | 187 | 298 | 651 | 651 |
| 12 | 71 | 95 | 119 | 185 | 296 | 649 | 649 |
| 13 | 70 | 95 | 118 | 185 | 295 | 648 | 648 |
| 14 | 70 | 95 | 117 | 184 | 295 | 648 | 648 |
| 15 | 69 | 94 | 117 | 183 | 294 | 647 | 647 |
| 16 | 68 | 93 | 116 | 183 | 293 | 646 | 646 |
| 17 | 68 | 93 | 116 | 182 | 293 | 646 | 646 |
| 18 | 67 | 92 | 115 | 181 | 292 | 645 | 645 |
| 19 | 66 | 91 | 114 | 180 | 291 | 644 | 644 |
| 20 | 65 | 90 | 113 | 180 | 290 | 643 | 643 |
| 21 | 64 | 90 | 112 | 179 | 290 | 642 | 642 |
| 22 | 64 | 89 | 111 | 178 | 289 | 642 | 642 |
| 23 | 63 | 88 | 110 | 177 | 288 | 641 | 641 |
| 24 | 61 | 87 | 109 | 176 | 287 | 640 | 640 |
| 25 | 60 | 86 | 108 | 175 | 286 | 638 | 638 |
| 26 | 59 | 85 | 107 | 174 | 284 | 637 | 637 |
| 27 | 58 | 83 | 106 | 173 | 283 | 636 | 636 |
| 28 | 57 | 82 | 105 | 172 | 282 | 635 | 635 |
| 29 | 56 | 81 | 104 | 170 | 281 | 634 | 634 |
| 30 | 55 | 80 | 103 | 169 | 280 | 633 | 633 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

89

104

132

214

327

680

1 533

2

83

99

126

208

322

675

1 227

3

87

104

130

202

321

674

992

4

85

104

129

201

317

669

812

5

84

103

132

200

313

666

674

6

82

103

132

202

311

664

664

7

81

103

131

201

308

661

661

8

79

102

129

198

307

660

660

9

78

101

128

195

305

658

658

10

74

98

124

190

301

654

654

11

72

96

121

187

298

651

651

12

71

95

119

185

296

649

649

13

70

95

118

185

295

648

648

14

70

95

117

184

295

648

648

15

69

94

117

183

294

647

647

16

68

93

116

183

293

646

646

17

68

93

116

182

293

646

646

18

67

92

115

181

292

645

645

19

66

91

114

180

291

644

644

20

65

90

113

180

290

643

643

21

64

90

112

179

290

642

642

22

64

89

111

178

289

642

642

23

63

88

110

177

288

641

641

24

61

87

109

176

287

640

640

25

60

86

108

175

286

638

638

26

59

85

107

174

284

637

637

27

58

83

106

173

283

636

636

28

57

82

105

172

282

635

635

29

56

81

104

170

281

634

634

30

55

80

103

169

280

633

633

2.5.   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 26 | 53 | 135 | 249 | 602 | 1 496 |
| 2 | 12 | 28 | 55 | 137 | 251 | 603 | 1 194 |
| 3 | 14 | 31 | 57 | 129 | 248 | 601 | 962 |
| 4 | 16 | 34 | 60 | 131 | 247 | 600 | 787 |
| 5 | 17 | 37 | 65 | 134 | 247 | 600 | 653 |
| 6 | 18 | 39 | 68 | 138 | 247 | 600 | 600 |
| 7 | 19 | 41 | 70 | 140 | 246 | 599 | 599 |
| 8 | 19 | 41 | 69 | 137 | 246 | 599 | 599 |
| 9 | 18 | 42 | 68 | 135 | 245 | 598 | 598 |
| 10 | 18 | 42 | 67 | 134 | 245 | 598 | 598 |
| 11 | 18 | 43 | 67 | 134 | 244 | 597 | 597 |
| 12 | 18 | 43 | 67 | 133 | 244 | 597 | 597 |
| 13 | 18 | 43 | 66 | 133 | 243 | 596 | 596 |
| 14 | 18 | 43 | 66 | 132 | 243 | 596 | 596 |
| 15 | 17 | 43 | 65 | 132 | 243 | 595 | 595 |
| 16 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 17 | 16 | 42 | 64 | 131 | 242 | 595 | 595 |
| 18 | 16 | 41 | 64 | 131 | 241 | 594 | 594 |
| 19 | 16 | 41 | 64 | 131 | 241 | 594 | 594 |
| 20 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 21 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 22 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 23 | 17 | 43 | 65 | 132 | 243 | 595 | 595 |
| 24 | 17 | 43 | 65 | 132 | 243 | 596 | 596 |
| 25 | 18 | 43 | 65 | 132 | 243 | 596 | 596 |
| 26 | 18 | 43 | 65 | 132 | 243 | 596 | 596 |
| 27 | 19 | 43 | 65 | 132 | 243 | 596 | 596 |
| 28 | 19 | 43 | 65 | 132 | 243 | 596 | 596 |
| 29 | 20 | 43 | 65 | 132 | 243 | 596 | 596 |
| 30 | 21 | 43 | 65 | 132 | 243 | 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

10

26

53

135

249

602

1 496

2

12

28

55

137

251

603

1 194

3

14

31

57

129

248

601

962

4

16

34

60

131

247

600

787

5

17

37

65

134

247

600

653

6

18

39

68

138

247

600

600

7

19

41

70

140

246

599

599

8

19

41

69

137

246

599

599

9

18

42

68

135

245

598

598

10

18

42

67

134

245

598

598

11

18

43

67

134

244

597

597

12

18

43

67

133

244

597

597

13

18

43

66

133

243

596

596

14

18

43

66

132

243

596

596

15

17

43

65

132

243

595

595

16

17

42

65

131

242

595

595

17

16

42

64

131

242

595

595

18

16

41

64

131

241

594

594

19

16

41

64

131

241

594

594

20

17

42

65

131

242

595

595

21

17

42

65

131

242

595

595

22

17

42

65

132

242

595

595

23

17

43

65

132

243

595

595

24

17

43

65

132

243

596

596

25

18

43

65

132

243

596

596

26

18

43

65

132

243

596

596

27

19

43

65

132

243

596

596

28

19

43

65

132

243

596

596

29

20

43

65

132

243

596

596

30

21

43

65

132

243

595

595

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 | 179 | 292 | 645 | 1 544 |
| 2 | 57 | 73 | 100 | 182 | 296 | 649 | 1 238 |
| 3 | 63 | 80 | 105 | 178 | 297 | 649 | 1 001 |
| 4 | 66 | 84 | 110 | 182 | 297 | 650 | 819 |
| 5 | 68 | 88 | 116 | 185 | 298 | 651 | 681 |
| 6 | 69 | 90 | 119 | 189 | 298 | 650 | 650 |
| 7 | 69 | 91 | 120 | 190 | 297 | 650 | 650 |
| 8 | 68 | 91 | 118 | 186 | 295 | 648 | 648 |
| 9 | 67 | 90 | 116 | 183 | 294 | 647 | 647 |
| 10 | 65 | 89 | 115 | 181 | 292 | 645 | 645 |
| 11 | 64 | 89 | 113 | 180 | 290 | 643 | 643 |
| 12 | 63 | 88 | 112 | 178 | 289 | 642 | 642 |
| 13 | 62 | 87 | 110 | 176 | 287 | 640 | 640 |
| 14 | 61 | 86 | 108 | 175 | 286 | 639 | 639 |
| 15 | 59 | 84 | 107 | 174 | 284 | 637 | 637 |
| 16 | 58 | 83 | 106 | 172 | 283 | 636 | 636 |
| 17 | 57 | 82 | 105 | 171 | 282 | 635 | 635 |
| 18 | 56 | 81 | 104 | 171 | 281 | 634 | 634 |
| 19 | 55 | 81 | 103 | 170 | 281 | 633 | 633 |
| 20 | 55 | 80 | 103 | 169 | 280 | 633 | 633 |
| 21 | 54 | 79 | 102 | 168 | 279 | 632 | 632 |
| 22 | 53 | 78 | 101 | 168 | 278 | 631 | 631 |
| 23 | 52 | 78 | 100 | 167 | 278 | 630 | 630 |
| 24 | 52 | 77 | 99 | 166 | 277 | 630 | 630 |
| 25 | 51 | 76 | 99 | 165 | 276 | 629 | 629 |
| 26 | 50 | 75 | 98 | 164 | 275 | 628 | 628 |
| 27 | 49 | 74 | 97 | 163 | 274 | 627 | 627 |
| 28 | 48 | 73 | 96 | 162 | 273 | 626 | 626 |
| 29 | 47 | 72 | 95 | 162 | 272 | 625 | 625 |
| 30 | 46 | 72 | 94 | 161 | 272 | 624 | 624 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

53

69

96

179

292

645

1 544

2

57

73

100

182

296

649

1 238

3

63

80

105

178

297

649

1 001

4

66

84

110

182

297

650

819

5

68

88

116

185

298

651

681

6

69

90

119

189

298

650

650

7

69

91

120

190

297

650

650

8

68

91

118

186

295

648

648

9

67

90

116

183

294

647

647

10

65

89

115

181

292

645

645

11

64

89

113

180

290

643

643

12

63

88

112

178

289

642

642

13

62

87

110

176

287

640

640

14

61

86

108

175

286

639

639

15

59

84

107

174

284

637

637

16

58

83

106

172

283

636

636

17

57

82

105

171

282

635

635

18

56

81

104

171

281

634

634

19

55

81

103

170

281

633

633

20

55

80

103

169

280

633

633

21

54

79

102

168

279

632

632

22

53

78

101

168

278

631

631

23

52

78

100

167

278

630

630

24

52

77

99

166

277

630

630

25

51

76

99

165

276

629

629

26

50

75

98

164

275

628

628

27

49

74

97

163

274

627

627

28

48

73

96

162

273

626

626

29

47

72

95

162

272

625

625

30

46

72

94

161

272

624

624

2.7.   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 21 | 48 | 130 | 244 | 597 | 1 503 |
| 2 | 5 | 21 | 48 | 130 | 244 | 597 | 1 198 |
| 3 | 6 | 23 | 49 | 121 | 240 | 593 | 964 |
| 4 | 7 | 26 | 51 | 123 | 239 | 592 | 787 |
| 5 | 9 | 28 | 57 | 125 | 239 | 591 | 652 |
| 6 | 10 | 31 | 60 | 130 | 239 | 591 | 591 |
| 7 | 11 | 33 | 62 | 132 | 239 | 591 | 591 |
| 8 | 11 | 34 | 61 | 129 | 239 | 591 | 591 |
| 9 | 11 | 35 | 61 | 128 | 239 | 591 | 591 |
| 10 | 12 | 36 | 61 | 128 | 239 | 591 | 591 |
| 11 | 12 | 37 | 61 | 128 | 239 | 591 | 591 |
| 12 | 13 | 38 | 61 | 128 | 239 | 591 | 591 |
| 13 | 13 | 38 | 61 | 128 | 239 | 591 | 591 |
| 14 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 15 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 16 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 17 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 18 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 19 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 20 | 14 | 39 | 61 | 128 | 239 | 591 | 591 |
| 21 | 15 | 39 | 61 | 128 | 239 | 591 | 591 |
| 22 | 15 | 39 | 61 | 128 | 239 | 591 | 591 |
| 23 | 16 | 39 | 61 | 128 | 239 | 591 | 591 |
| 24 | 16 | 39 | 61 | 128 | 239 | 591 | 591 |
| 25 | 17 | 39 | 61 | 128 | 239 | 592 | 592 |
| 26 | 18 | 39 | 61 | 128 | 239 | 592 | 592 |
| 27 | 19 | 39 | 61 | 128 | 239 | 592 | 592 |
| 28 | 19 | 39 | 61 | 128 | 239 | 592 | 592 |
| 29 | 19 | 39 | 61 | 128 | 239 | 592 | 592 |
| 30 | 20 | 39 | 61 | 128 | 239 | 592 | 592 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

21

48

130

244

597

1 503

2

5

21

48

130

244

597

1 198

3

6

23

49

121

240

593

964

4

7

26

51

123

239

592

787

5

9

28

57

125

239

591

652

6

10

31

60

130

239

591

591

7

11

33

62

132

239

591

591

8

11

34

61

129

239

591

591

9

11

35

61

128

239

591

591

10

12

36

61

128

239

591

591

11

12

37

61

128

239

591

591

12

13

38

61

128

239

591

591

13

13

38

61

128

239

591

591

14

13

39

61

128

239

591

591

15

13

39

61

128

239

591

591

16

13

39

61

128

239

591

591

17

13

39

61

128

239

591

591

18

13

39

61

128

239

591

591

19

13

39

61

128

239

591

591

20

14

39

61

128

239

591

591

21

15

39

61

128

239

591

591

22

15

39

61

128

239

591

591

23

16

39

61

128

239

591

591

24

16

39

61

128

239

591

591

25

17

39

61

128

239

592

592

26

18

39

61

128

239

592

592

27

19

39

61

128

239

592

592

28

19

39

61

128

239

592

592

29

19

39

61

128

239

592

592

30

20

39

61

128

239

592

592

2.8.   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 25 | 59 | 162 | 263 | 616 | 1 521 |
| 2 | 7 | 25 | 59 | 162 | 263 | 616 | 1 212 |
| 3 | 8 | 28 | 58 | 145 | 259 | 612 | 975 |
| 4 | 9 | 30 | 60 | 133 | 257 | 610 | 796 |
| 5 | 10 | 31 | 60 | 119 | 256 | 609 | 660 |
| 6 | 13 | 35 | 63 | 110 | 255 | 607 | 607 |
| 7 | 15 | 37 | 63 | 101 | 253 | 606 | 606 |
| 8 | 15 | 38 | 61 | 94 | 252 | 605 | 605 |
| 9 | 18 | 45 | 64 | 88 | 251 | 604 | 604 |
| 10 | 17 | 44 | 62 | 83 | 250 | 603 | 603 |
| 11 | 16 | 43 | 60 | 82 | 250 | 602 | 602 |
| 12 | 16 | 43 | 60 | 82 | 249 | 602 | 602 |
| 13 | 16 | 43 | 60 | 82 | 248 | 601 | 601 |
| 14 | 16 | 44 | 60 | 82 | 247 | 600 | 600 |
| 15 | 16 | 44 | 60 | 82 | 246 | 599 | 599 |
| 16 | 16 | 44 | 60 | 82 | 245 | 598 | 598 |
| 17 | 16 | 44 | 60 | 82 | 244 | 597 | 597 |
| 18 | 16 | 44 | 60 | 82 | 243 | 596 | 596 |
| 19 | 16 | 44 | 60 | 82 | 243 | 596 | 596 |
| 20 | 16 | 44 | 60 | 82 | 244 | 597 | 597 |
| 21 | 16 | 44 | 60 | 82 | 244 | 597 | 597 |
| 22 | 16 | 44 | 60 | 82 | 244 | 597 | 597 |
| 23 | 16 | 44 | 60 | 82 | 244 | 596 | 596 |
| 24 | 16 | 44 | 60 | 82 | 243 | 596 | 596 |
| 25 | 17 | 44 | 60 | 82 | 243 | 596 | 596 |
| 26 | 18 | 44 | 60 | 82 | 242 | 595 | 595 |
| 27 | 19 | 44 | 60 | 82 | 242 | 595 | 595 |
| 28 | 19 | 44 | 60 | 82 | 242 | 594 | 594 |
| 29 | 19 | 44 | 60 | 82 | 241 | 594 | 594 |
| 30 | 20 | 44 | 60 | 82 | 241 | 594 | 594 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

25

59

162

263

616

1 521

2

7

25

59

162

263

616

1 212

3

8

28

58

145

259

612

975

4

9

30

60

133

257

610

796

5

10

31

60

119

256

609

660

6

13

35

63

110

255

607

607

7

15

37

63

101

253

606

606

8

15

38

61

94

252

605

605

9

18

45

64

88

251

604

604

10

17

44

62

83

250

603

603

11

16

43

60

82

250

602

602

12

16

43

60

82

249

602

602

13

16

43

60

82

248

601

601

14

16

44

60

82

247

600

600

15

16

44

60

82

246

599

599

16

16

44

60

82

245

598

598

17

16

44

60

82

244

597

597

18

16

44

60

82

243

596

596

19

16

44

60

82

243

596

596

20

16

44

60

82

244

597

597

21

16

44

60

82

244

597

597

22

16

44

60

82

244

597

597

23

16

44

60

82

244

596

596

24

16

44

60

82

243

596

596

25

17

44

60

82

243

596

596

26

18

44

60

82

242

595

595

27

19

44

60

82

242

595

595

28

19

44

60

82

242

594

594

29

19

44

60

82

241

594

594

30

20

44

60

82

241

594

594

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 | 106 | 133 | 215 | 329 | 682 | 1 529 |
| 2 | 87 | 103 | 130 | 212 | 326 | 679 | 1 227 |
| 3 | 85 | 103 | 128 | 201 | 319 | 672 | 994 |
| 4 | 84 | 102 | 128 | 199 | 315 | 668 | 815 |
| 5 | 82 | 102 | 130 | 199 | 312 | 665 | 678 |
| 6 | 81 | 102 | 131 | 201 | 309 | 662 | 662 |
| 7 | 79 | 101 | 129 | 199 | 306 | 659 | 659 |
| 8 | 76 | 99 | 126 | 194 | 303 | 656 | 656 |
| 9 | 74 | 97 | 123 | 190 | 301 | 654 | 654 |
| 10 | 72 | 96 | 121 | 188 | 299 | 652 | 652 |
| 11 | 71 | 95 | 120 | 186 | 297 | 650 | 650 |
| 12 | 70 | 94 | 118 | 184 | 295 | 648 | 648 |
| 13 | 68 | 93 | 116 | 183 | 293 | 646 | 646 |
| 14 | 67 | 92 | 115 | 181 | 292 | 645 | 645 |
| 15 | 65 | 90 | 113 | 180 | 290 | 643 | 643 |
| 16 | 64 | 89 | 112 | 178 | 289 | 642 | 642 |
| 17 | 63 | 88 | 111 | 177 | 288 | 641 | 641 |
| 18 | 62 | 87 | 110 | 176 | 287 | 640 | 640 |
| 19 | 61 | 86 | 109 | 175 | 286 | 639 | 639 |
| 20 | 60 | 85 | 108 | 174 | 285 | 638 | 638 |
| 21 | 59 | 84 | 107 | 173 | 284 | 637 | 637 |
| 22 | 58 | 83 | 106 | 173 | 283 | 636 | 636 |
| 23 | 57 | 82 | 105 | 172 | 282 | 635 | 635 |
| 24 | 56 | 81 | 104 | 170 | 281 | 634 | 634 |
| 25 | 55 | 80 | 103 | 169 | 280 | 633 | 633 |
| 26 | 54 | 79 | 102 | 168 | 279 | 632 | 632 |
| 27 | 53 | 78 | 101 | 167 | 278 | 631 | 631 |
| 28 | 52 | 77 | 100 | 166 | 277 | 630 | 630 |
| 29 | 51 | 76 | 99 | 166 | 276 | 629 | 629 |
| 30 | 50 | 75 | 98 | 165 | 275 | 628 | 628 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

90

106

133

215

329

682

1 529

2

87

103

130

212

326

679

1 227

3

85

103

128

201

319

672

994

4

84

102

128

199

315

668

815

5

82

102

130

199

312

665

678

6

81

102

131

201

309

662

662

7

79

101

129

199

306

659

659

8

76

99

126

194

303

656

656

9

74

97

123

190

301

654

654

10

72

96

121

188

299

652

652

11

71

95

120

186

297

650

650

12

70

94

118

184

295

648

648

13

68

93

116

183

293

646

646

14

67

92

115

181

292

645

645

15

65

90

113

180

290

643

643

16

64

89

112

178

289

642

642

17

63

88

111

177

288

641

641

18

62

87

110

176

287

640

640

19

61

86

109

175

286

639

639

20

60

85

108

174

285

638

638

21

59

84

107

173

284

637

637

22

58

83

106

173

283

636

636

23

57

82

105

172

282

635

635

24

56

81

104

170

281

634

634

25

55

80

103

169

280

633

633

26

54

79

102

168

279

632

632

27

53

78

101

167

278

631

631

28

52

77

100

166

277

630

630

29

51

76

99

166

276

629

629

30

50

75

98

165

275

628

628

2.10.   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 62 | 77 | 104 | 187 | 300 | 653 | 1 548 |
| 2 | 60 | 76 | 103 | 185 | 299 | 652 | 1 235 |
| 3 | 59 | 77 | 102 | 175 | 293 | 646 | 996 |
| 4 | 59 | 77 | 103 | 175 | 291 | 643 | 814 |
| 5 | 58 | 78 | 106 | 175 | 288 | 641 | 676 |
| 6 | 57 | 78 | 107 | 177 | 286 | 639 | 639 |
| 7 | 57 | 79 | 107 | 177 | 284 | 637 | 637 |
| 8 | 55 | 78 | 105 | 173 | 282 | 635 | 635 |
| 9 | 53 | 77 | 103 | 170 | 280 | 633 | 633 |
| 10 | 52 | 76 | 102 | 168 | 279 | 632 | 632 |
| 11 | 52 | 76 | 101 | 167 | 278 | 631 | 631 |
| 12 | 52 | 76 | 100 | 166 | 277 | 630 | 630 |
| 13 | 51 | 76 | 99 | 166 | 276 | 629 | 629 |
| 14 | 51 | 76 | 99 | 165 | 276 | 629 | 629 |
| 15 | 50 | 75 | 98 | 164 | 275 | 628 | 628 |
| 16 | 49 | 74 | 97 | 163 | 274 | 627 | 627 |
| 17 | 48 | 73 | 96 | 163 | 273 | 626 | 626 |
| 18 | 47 | 73 | 95 | 162 | 273 | 625 | 625 |
| 19 | 47 | 72 | 95 | 161 | 272 | 625 | 625 |
| 20 | 47 | 72 | 95 | 161 | 272 | 625 | 625 |
| 21 | 46 | 72 | 94 | 161 | 272 | 624 | 624 |
| 22 | 46 | 71 | 94 | 160 | 271 | 624 | 624 |
| 23 | 45 | 71 | 93 | 160 | 271 | 624 | 624 |
| 24 | 45 | 70 | 93 | 159 | 270 | 623 | 623 |
| 25 | 44 | 69 | 92 | 159 | 269 | 622 | 622 |
| 26 | 44 | 69 | 91 | 158 | 269 | 622 | 622 |
| 27 | 43 | 68 | 91 | 157 | 268 | 621 | 621 |
| 28 | 42 | 67 | 90 | 157 | 267 | 620 | 620 |
| 29 | 42 | 67 | 89 | 156 | 267 | 620 | 620 |
| 30 | 41 | 66 | 89 | 155 | 266 | 619 | 619 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

62

77

104

187

300

653

1 548

2

60

76

103

185

299

652

1 235

3

59

77

102

175

293

646

996

4

59

77

103

175

291

643

814

5

58

78

106

175

288

641

676

6

57

78

107

177

286

639

639

7

57

79

107

177

284

637

637

8

55

78

105

173

282

635

635

9

53

77

103

170

280

633

633

10

52

76

102

168

279

632

632

11

52

76

101

167

278

631

631

12

52

76

100

166

277

630

630

13

51

76

99

166

276

629

629

14

51

76

99

165

276

629

629

15

50

75

98

164

275

628

628

16

49

74

97

163

274

627

627

17

48

73

96

163

273

626

626

18

47

73

95

162

273

625

625

19

47

72

95

161

272

625

625

20

47

72

95

161

272

625

625

21

46

72

94

161

272

624

624

22

46

71

94

160

271

624

624

23

45

71

93

160

271

624

624

24

45

70

93

159

270

623

623

25

44

69

92

159

269

622

622

26

44

69

91

158

269

622

622

27

43

68

91

157

268

621

621

28

42

67

90

157

267

620

620

29

42

67

89

156

267

620

620

30

41

66

89

155

266

619

619

2.11.   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 47 | 74 | 156 | 270 | 622 | 1 528 |
| 2 | 31 | 47 | 74 | 156 | 270 | 623 | 1 219 |
| 3 | 31 | 48 | 74 | 147 | 265 | 618 | 982 |
| 4 | 31 | 50 | 76 | 147 | 263 | 616 | 801 |
| 5 | 32 | 52 | 80 | 149 | 262 | 615 | 664 |
| 6 | 33 | 53 | 83 | 152 | 261 | 614 | 614 |
| 7 | 33 | 55 | 83 | 153 | 260 | 613 | 613 |
| 8 | 32 | 55 | 82 | 150 | 259 | 612 | 612 |
| 9 | 31 | 55 | 81 | 148 | 259 | 612 | 612 |
| 10 | 31 | 55 | 81 | 147 | 258 | 611 | 611 |
| 11 | 31 | 55 | 80 | 146 | 257 | 610 | 610 |
| 12 | 31 | 55 | 79 | 146 | 256 | 609 | 609 |
| 13 | 30 | 55 | 78 | 145 | 255 | 608 | 608 |
| 14 | 30 | 55 | 77 | 144 | 255 | 608 | 608 |
| 15 | 29 | 54 | 77 | 143 | 254 | 607 | 607 |
| 16 | 28 | 53 | 76 | 142 | 253 | 606 | 606 |
| 17 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 18 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 19 | 26 | 51 | 74 | 141 | 251 | 604 | 604 |
| 20 | 26 | 52 | 74 | 141 | 252 | 604 | 604 |
| 21 | 26 | 52 | 74 | 141 | 252 | 604 | 604 |
| 22 | 26 | 52 | 74 | 141 | 251 | 604 | 604 |
| 23 | 26 | 51 | 74 | 141 | 251 | 604 | 604 |
| 24 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 25 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 26 | 26 | 51 | 73 | 140 | 251 | 604 | 604 |
| 27 | 25 | 51 | 73 | 140 | 250 | 603 | 603 |
| 28 | 25 | 50 | 73 | 139 | 250 | 603 | 603 |
| 29 | 25 | 50 | 73 | 139 | 250 | 603 | 603 |
| 30 | 25 | 50 | 72 | 139 | 250 | 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

31

47

74

156

270

622

1 528

2

31

47

74

156

270

623

1 219

3

31

48

74

147

265

618

982

4

31

50

76

147

263

616

801

5

32

52

80

149

262

615

664

6

33

53

83

152

261

614

614

7

33

55

83

153

260

613

613

8

32

55

82

150

259

612

612

9

31

55

81

148

259

612

612

10

31

55

81

147

258

611

611

11

31

55

80

146

257

610

610

12

31

55

79

146

256

609

609

13

30

55

78

145

255

608

608

14

30

55

77

144

255

608

608

15

29

54

77

143

254

607

607

16

28

53

76

142

253

606

606

17

27

52

75

142

252

605

605

18

27

52

75

141

252

605

605

19

26

51

74

141

251

604

604

20

26

52

74

141

252

604

604

21

26

52

74

141

252

604

604

22

26

52

74

141

251

604

604

23

26

51

74

141

251

604

604

24

26

51

74

140

251

604

604

25

26

51

74

140

251

604

604

26

26

51

73

140

251

604

604

27

25

51

73

140

250

603

603

28

25

50

73

139

250

603

603

29

25

50

73

139

250

603

603

30

25

50

72

139

250

603

603

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 | 110 | 223 | 576 | 1 489 |
| 2 | 1 | 6 | 28 | 111 | 224 | 577 | 1 186 |
| 3 | 2 | 6 | 30 | 102 | 221 | 574 | 955 |
| 4 | 2 | 8 | 32 | 104 | 220 | 573 | 780 |
| 5 | 3 | 9 | 38 | 106 | 220 | 573 | 646 |
| 6 | 4 | 12 | 41 | 111 | 220 | 573 | 573 |
| 7 | 5 | 14 | 43 | 113 | 220 | 572 | 572 |
| 8 | 6 | 15 | 42 | 110 | 220 | 572 | 572 |
| 9 | 6 | 16 | 42 | 109 | 220 | 572 | 572 |
| 10 | 7 | 17 | 42 | 109 | 220 | 572 | 572 |
| 11 | 8 | 19 | 44 | 110 | 221 | 574 | 574 |
| 12 | 9 | 19 | 42 | 109 | 219 | 572 | 572 |
| 13 | 9 | 20 | 43 | 110 | 221 | 574 | 574 |
| 14 | 10 | 21 | 43 | 110 | 220 | 573 | 573 |
| 15 | 10 | 19 | 42 | 108 | 219 | 572 | 572 |
| 16 | 12 | 18 | 41 | 107 | 218 | 571 | 571 |
| 17 | 12 | 19 | 41 | 107 | 218 | 571 | 571 |
| 18 | 13 | 19 | 41 | 107 | 218 | 571 | 571 |
| 19 | 13 | 20 | 41 | 108 | 218 | 571 | 571 |
| 20 | 13 | 21 | 42 | 108 | 219 | 572 | 572 |
| 21 | 15 | 22 | 42 | 109 | 220 | 573 | 573 |
| 22 | 15 | 22 | 43 | 109 | 220 | 573 | 573 |
| 23 | 16 | 23 | 43 | 109 | 220 | 573 | 573 |
| 24 | 16 | 25 | 43 | 109 | 220 | 573 | 573 |
| 25 | 17 | 25 | 44 | 109 | 220 | 573 | 573 |
| 26 | 17 | 26 | 45 | 109 | 220 | 573 | 573 |
| 27 | 18 | 26 | 47 | 109 | 220 | 573 | 573 |
| 28 | 19 | 27 | 49 | 109 | 220 | 573 | 573 |
| 29 | 19 | 28 | 50 | 109 | 220 | 573 | 573 |
| 30 | 20 | 29 | 51 | 109 | 220 | 573 | 573 |

Duration (in years)

Credit quality step 0

Credit 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

110

223

576

1 489

2

1

6

28

111

224

577

1 186

3

2

6

30

102

221

574

955

4

2

8

32

104

220

573

780

5

3

9

38

106

220

573

646

6

4

12

41

111

220

573

573

7

5

14

43

113

220

572

572

8

6

15

42

110

220

572

572

9

6

16

42

109

220

572

572

10

7

17

42

109

220

572

572

11

8

19

44

110

221

574

574

12

9

19

42

109

219

572

572

13

9

20

43

110

221

574

574

14

10

21

43

110

220

573

573

15

10

19

42

108

219

572

572

16

12

18

41

107

218

571

571

17

12

19

41

107

218

571

571

18

13

19

41

107

218

571

571

19

13

20

41

108

218

571

571

20

13

21

42

108

219

572

572

21

15

22

42

109

220

573

573

22

15

22

43

109

220

573

573

23

16

23

43

109

220

573

573

24

16

25

43

109

220

573

573

25

17

25

44

109

220

573

573

26

17

26

45

109

220

573

573

27

18

26

47

109

220

573

573

28

19

27

49

109

220

573

573

29

19

28

50

109

220

573

573

30

20

29

51

109

220

573

573

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 | 639 | 1 555 |
| 2 | 47 | 63 | 90 | 172 | 286 | 639 | 1 239 |
| 3 | 48 | 65 | 90 | 163 | 282 | 635 | 998 |
| 4 | 48 | 67 | 92 | 164 | 280 | 633 | 814 |
| 5 | 49 | 68 | 96 | 165 | 278 | 631 | 675 |
| 6 | 49 | 69 | 99 | 168 | 277 | 630 | 630 |
| 7 | 49 | 71 | 99 | 169 | 276 | 629 | 629 |
| 8 | 48 | 70 | 98 | 166 | 275 | 628 | 628 |
| 9 | 47 | 70 | 96 | 163 | 274 | 627 | 627 |
| 10 | 46 | 70 | 96 | 162 | 273 | 626 | 626 |
| 11 | 46 | 70 | 95 | 161 | 272 | 625 | 625 |
| 12 | 46 | 70 | 94 | 161 | 271 | 624 | 624 |
| 13 | 45 | 70 | 93 | 160 | 271 | 623 | 623 |
| 14 | 45 | 70 | 93 | 159 | 270 | 623 | 623 |
| 15 | 44 | 69 | 92 | 158 | 269 | 622 | 622 |
| 16 | 43 | 68 | 91 | 157 | 268 | 621 | 621 |
| 17 | 42 | 68 | 90 | 157 | 268 | 620 | 620 |
| 18 | 42 | 67 | 90 | 156 | 267 | 620 | 620 |
| 19 | 41 | 66 | 89 | 156 | 266 | 619 | 619 |
| 20 | 41 | 66 | 89 | 156 | 266 | 619 | 619 |
| 21 | 41 | 66 | 89 | 155 | 266 | 619 | 619 |
| 22 | 41 | 66 | 89 | 155 | 266 | 619 | 619 |
| 23 | 40 | 65 | 88 | 155 | 265 | 618 | 618 |
| 24 | 40 | 65 | 88 | 154 | 265 | 618 | 618 |
| 25 | 39 | 64 | 87 | 154 | 264 | 617 | 617 |
| 26 | 39 | 64 | 86 | 153 | 264 | 617 | 617 |
| 27 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 28 | 37 | 63 | 85 | 152 | 263 | 615 | 615 |
| 29 | 37 | 62 | 85 | 151 | 262 | 615 | 615 |
| 30 | 36 | 61 | 84 | 151 | 261 | 614 | 614 |

Duration (in years)

Credit quality step 0

Credit 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

639

1 555

2

47

63

90

172

286

639

1 239

3

48

65

90

163

282

635

998

4

48

67

92

164

280

633

814

5

49

68

96

165

278

631

675

6

49

69

99

168

277

630

630

7

49

71

99

169

276

629

629

8

48

70

98

166

275

628

628

9

47

70

96

163

274

627

627

10

46

70

96

162

273

626

626

11

46

70

95

161

272

625

625

12

46

70

94

161

271

624

624

13

45

70

93

160

271

623

623

14

45

70

93

159

270

623

623

15

44

69

92

158

269

622

622

16

43

68

91

157

268

621

621

17

42

68

90

157

268

620

620

18

42

67

90

156

267

620

620

19

41

66

89

156

266

619

619

20

41

66

89

156

266

619

619

21

41

66

89

155

266

619

619

22

41

66

89

155

266

619

619

23

40

65

88

155

265

618

618

24

40

65

88

154

265

618

618

25

39

64

87

154

264

617

617

26

39

64

86

153

264

617

617

27

38

63

86

152

263

616

616

28

37

63

85

152

263

615

615

29

37

62

85

151

262

615

615

30

36

61

84

151

261

614

614

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 | 139 | 253 | 605 | 1 540 |
| 2 | 18 | 34 | 61 | 143 | 257 | 610 | 1 229 |
| 3 | 22 | 40 | 65 | 138 | 257 | 609 | 991 |
| 4 | 26 | 45 | 70 | 142 | 258 | 611 | 810 |
| 5 | 29 | 49 | 77 | 146 | 259 | 612 | 671 |
| 6 | 28 | 49 | 78 | 148 | 257 | 610 | 610 |
| 7 | 34 | 56 | 84 | 154 | 261 | 614 | 614 |
| 8 | 32 | 55 | 82 | 151 | 260 | 612 | 612 |
| 9 | 33 | 57 | 83 | 150 | 261 | 613 | 613 |
| 10 | 35 | 59 | 85 | 151 | 262 | 615 | 615 |
| 11 | 37 | 62 | 86 | 153 | 263 | 616 | 616 |
| 12 | 39 | 63 | 87 | 153 | 264 | 617 | 617 |
| 13 | 39 | 64 | 87 | 154 | 265 | 618 | 618 |
| 14 | 40 | 65 | 88 | 154 | 265 | 618 | 618 |
| 15 | 40 | 65 | 88 | 155 | 265 | 618 | 618 |
| 16 | 39 | 65 | 87 | 154 | 265 | 618 | 618 |
| 17 | 39 | 65 | 87 | 154 | 265 | 618 | 618 |
| 18 | 39 | 64 | 87 | 153 | 264 | 617 | 617 |
| 19 | 38 | 63 | 86 | 153 | 263 | 616 | 616 |
| 20 | 38 | 63 | 86 | 153 | 263 | 616 | 616 |
| 21 | 38 | 63 | 86 | 153 | 263 | 616 | 616 |
| 22 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 23 | 38 | 63 | 85 | 152 | 263 | 616 | 616 |
| 24 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 25 | 37 | 62 | 85 | 151 | 262 | 615 | 615 |
| 26 | 36 | 61 | 84 | 151 | 261 | 614 | 614 |
| 27 | 36 | 61 | 84 | 150 | 261 | 614 | 614 |
| 28 | 35 | 60 | 83 | 150 | 260 | 613 | 613 |
| 29 | 35 | 60 | 83 | 149 | 260 | 613 | 613 |
| 30 | 34 | 59 | 82 | 149 | 259 | 612 | 612 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

30

57

139

253

605

1 540

2

18

34

61

143

257

610

1 229

3

22

40

65

138

257

609

991

4

26

45

70

142

258

611

810

5

29

49

77

146

259

612

671

6

28

49

78

148

257

610

610

7

34

56

84

154

261

614

614

8

32

55

82

151

260

612

612

9

33

57

83

150

261

613

613

10

35

59

85

151

262

615

615

11

37

62

86

153

263

616

616

12

39

63

87

153

264

617

617

13

39

64

87

154

265

618

618

14

40

65

88

154

265

618

618

15

40

65

88

155

265

618

618

16

39

65

87

154

265

618

618

17

39

65

87

154

265

618

618

18

39

64

87

153

264

617

617

19

38

63

86

153

263

616

616

20

38

63

86

153

263

616

616

21

38

63

86

153

263

616

616

22

38

63

86

152

263

616

616

23

38

63

85

152

263

616

616

24

37

62

85

152

262

615

615

25

37

62

85

151

262

615

615

26

36

61

84

151

261

614

614

27

36

61

84

150

261

614

614

28

35

60

83

150

260

613

613

29

35

60

83

149

260

613

613

30

34

59

82

149

259

612

612

2.15.   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 13 | 29 | 56 | 138 | 251 | 604 | 1 527 |
| 2 | 14 | 30 | 57 | 139 | 253 | 606 | 1 218 |
| 3 | 16 | 33 | 59 | 132 | 250 | 603 | 980 |
| 4 | 18 | 36 | 62 | 134 | 250 | 602 | 800 |
| 5 | 20 | 39 | 68 | 136 | 249 | 602 | 663 |
| 6 | 21 | 42 | 71 | 141 | 250 | 603 | 603 |
| 7 | 22 | 44 | 73 | 143 | 250 | 603 | 603 |
| 8 | 22 | 45 | 72 | 141 | 250 | 603 | 603 |
| 9 | 23 | 46 | 72 | 139 | 250 | 603 | 603 |
| 10 | 23 | 47 | 73 | 139 | 250 | 603 | 603 |
| 11 | 24 | 49 | 73 | 140 | 250 | 603 | 603 |
| 12 | 25 | 50 | 73 | 140 | 251 | 603 | 603 |
| 13 | 25 | 51 | 74 | 140 | 251 | 604 | 604 |
| 14 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 15 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 16 | 26 | 51 | 73 | 140 | 251 | 604 | 604 |
| 17 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 18 | 25 | 51 | 73 | 140 | 251 | 604 | 604 |
| 19 | 25 | 51 | 73 | 140 | 251 | 604 | 604 |
| 20 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 21 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 22 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 23 | 25 | 51 | 73 | 140 | 251 | 604 | 604 |
| 24 | 25 | 50 | 73 | 140 | 250 | 603 | 603 |
| 25 | 25 | 50 | 73 | 139 | 250 | 603 | 603 |
| 26 | 25 | 50 | 72 | 139 | 250 | 603 | 603 |
| 27 | 24 | 50 | 72 | 139 | 249 | 602 | 602 |
| 28 | 24 | 49 | 72 | 138 | 249 | 602 | 602 |
| 29 | 24 | 49 | 72 | 138 | 249 | 602 | 602 |
| 30 | 23 | 49 | 71 | 138 | 249 | 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

13

29

56

138

251

604

1 527

2

14

30

57

139

253

606

1 218

3

16

33

59

132

250

603

980

4

18

36

62

134

250

602

800

5

20

39

68

136

249

602

663

6

21

42

71

141

250

603

603

7

22

44

73

143

250

603

603

8

22

45

72

141

250

603

603

9

23

46

72

139

250

603

603

10

23

47

73

139

250

603

603

11

24

49

73

140

250

603

603

12

25

50

73

140

251

603

603

13

25

51

74

140

251

604

604

14

26

51

74

140

251

604

604

15

26

51

74

140

251

604

604

16

26

51

73

140

251

604

604

17

26

51

74

140

251

604

604

18

25

51

73

140

251

604

604

19

25

51

73

140

251

604

604

20

26

51

74

140

251

604

604

21

26

51

74

140

251

604

604

22

26

51

74

140

251

604

604

23

25

51

73

140

251

604

604

24

25

50

73

140

250

603

603

25

25

50

73

139

250

603

603

26

25

50

72

139

250

603

603

27

24

50

72

139

249

602

602

28

24

49

72

138

249

602

602

29

24

49

72

138

249

602

602

30

23

49

71

138

249

601

601

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 | 641 | 1 589 |
| 2 | 52 | 68 | 95 | 177 | 291 | 644 | 1 267 |
| 3 | 56 | 73 | 99 | 172 | 290 | 643 | 1 022 |
| 4 | 58 | 77 | 102 | 174 | 290 | 643 | 835 |
| 5 | 60 | 80 | 108 | 177 | 290 | 643 | 692 |
| 6 | 62 | 83 | 112 | 182 | 291 | 644 | 644 |
| 7 | 63 | 85 | 113 | 183 | 290 | 643 | 643 |
| 8 | 62 | 85 | 112 | 181 | 290 | 643 | 643 |
| 9 | 62 | 86 | 112 | 179 | 289 | 642 | 642 |
| 10 | 63 | 87 | 112 | 179 | 289 | 642 | 642 |
| 11 | 63 | 87 | 112 | 178 | 289 | 642 | 642 |
| 12 | 62 | 87 | 111 | 177 | 288 | 641 | 641 |
| 13 | 62 | 87 | 110 | 177 | 287 | 640 | 640 |
| 14 | 61 | 86 | 109 | 176 | 286 | 639 | 639 |
| 15 | 60 | 86 | 108 | 175 | 285 | 638 | 638 |
| 16 | 59 | 85 | 107 | 174 | 285 | 638 | 638 |
| 17 | 59 | 84 | 107 | 173 | 284 | 637 | 637 |
| 18 | 58 | 83 | 106 | 172 | 283 | 636 | 636 |
| 19 | 57 | 82 | 105 | 171 | 282 | 635 | 635 |
| 20 | 56 | 82 | 104 | 171 | 282 | 634 | 634 |
| 21 | 56 | 81 | 104 | 170 | 281 | 634 | 634 |
| 22 | 55 | 80 | 103 | 169 | 280 | 633 | 633 |
| 23 | 54 | 79 | 102 | 168 | 279 | 632 | 632 |
| 24 | 53 | 78 | 101 | 167 | 278 | 631 | 631 |
| 25 | 52 | 77 | 100 | 167 | 277 | 630 | 630 |
| 26 | 51 | 76 | 99 | 166 | 276 | 629 | 629 |
| 27 | 50 | 76 | 98 | 165 | 275 | 628 | 628 |
| 28 | 49 | 75 | 97 | 164 | 275 | 628 | 628 |
| 29 | 49 | 74 | 96 | 163 | 274 | 627 | 627 |
| 30 | 48 | 73 | 96 | 162 | 273 | 626 | 626 |

Duration (in years)

Credit quality step 0

Credit 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

641

1 589

2

52

68

95

177

291

644

1 267

3

56

73

99

172

290

643

1 022

4

58

77

102

174

290

643

835

5

60

80

108

177

290

643

692

6

62

83

112

182

291

644

644

7

63

85

113

183

290

643

643

8

62

85

112

181

290

643

643

9

62

86

112

179

289

642

642

10

63

87

112

179

289

642

642

11

63

87

112

178

289

642

642

12

62

87

111

177

288

641

641

13

62

87

110

177

287

640

640

14

61

86

109

176

286

639

639

15

60

86

108

175

285

638

638

16

59

85

107

174

285

638

638

17

59

84

107

173

284

637

637

18

58

83

106

172

283

636

636

19

57

82

105

171

282

635

635

20

56

82

104

171

282

634

634

21

56

81

104

170

281

634

634

22

55

80

103

169

280

633

633

23

54

79

102

168

279

632

632

24

53

78

101

167

278

631

631

25

52

77

100

167

277

630

630

26

51

76

99

166

276

629

629

27

50

76

98

165

275

628

628

28

49

75

97

164

275

628

628

29

49

74

96

163

274

627

627

30

48

73

96

162

273

626

626

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 | 319 | 672 | 1 612 |
| 2 | 84 | 100 | 127 | 210 | 323 | 676 | 1 288 |
| 3 | 86 | 103 | 128 | 201 | 320 | 672 | 1 039 |
| 4 | 86 | 104 | 130 | 202 | 317 | 670 | 851 |
| 5 | 89 | 109 | 137 | 206 | 319 | 672 | 707 |
| 6 | 91 | 112 | 141 | 211 | 320 | 672 | 672 |
| 7 | 93 | 114 | 143 | 213 | 320 | 673 | 673 |
| 8 | 93 | 116 | 143 | 212 | 321 | 674 | 674 |
| 9 | 94 | 117 | 144 | 211 | 321 | 674 | 674 |
| 10 | 95 | 119 | 144 | 211 | 321 | 674 | 674 |
| 11 | 95 | 119 | 143 | 210 | 321 | 674 | 674 |
| 12 | 94 | 119 | 143 | 209 | 320 | 673 | 673 |
| 13 | 93 | 118 | 141 | 208 | 318 | 671 | 671 |
| 14 | 92 | 117 | 140 | 206 | 317 | 670 | 670 |
| 15 | 90 | 116 | 138 | 205 | 316 | 668 | 668 |
| 16 | 89 | 114 | 137 | 203 | 314 | 667 | 667 |
| 17 | 87 | 113 | 135 | 202 | 313 | 666 | 666 |
| 18 | 86 | 111 | 134 | 200 | 311 | 664 | 664 |
| 19 | 85 | 110 | 133 | 199 | 310 | 663 | 663 |
| 20 | 83 | 109 | 131 | 198 | 309 | 661 | 661 |
| 21 | 82 | 107 | 130 | 196 | 307 | 660 | 660 |
| 22 | 81 | 106 | 128 | 195 | 306 | 659 | 659 |
| 23 | 79 | 104 | 127 | 193 | 304 | 657 | 657 |
| 24 | 77 | 103 | 125 | 192 | 303 | 656 | 656 |
| 25 | 76 | 101 | 124 | 190 | 301 | 654 | 654 |
| 26 | 74 | 100 | 122 | 189 | 299 | 652 | 652 |
| 27 | 73 | 98 | 121 | 187 | 298 | 651 | 651 |
| 28 | 71 | 97 | 119 | 186 | 296 | 649 | 649 |
| 29 | 70 | 95 | 118 | 184 | 295 | 648 | 648 |
| 30 | 68 | 94 | 116 | 183 | 294 | 646 | 646 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

96

123

205

319

672

1 612

2

84

100

127

210

323

676

1 288

3

86

103

128

201

320

672

1 039

4

86

104

130

202

317

670

851

5

89

109

137

206

319

672

707

6

91

112

141

211

320

672

672

7

93

114

143

213

320

673

673

8

93

116

143

212

321

674

674

9

94

117

144

211

321

674

674

10

95

119

144

211

321

674

674

11

95

119

143

210

321

674

674

12

94

119

143

209

320

673

673

13

93

118

141

208

318

671

671

14

92

117

140

206

317

670

670

15

90

116

138

205

316

668

668

16

89

114

137

203

314

667

667

17

87

113

135

202

313

666

666

18

86

111

134

200

311

664

664

19

85

110

133

199

310

663

663

20

83

109

131

198

309

661

661

21

82

107

130

196

307

660

660

22

81

106

128

195

306

659

659

23

79

104

127

193

304

657

657

24

77

103

125

192

303

656

656

25

76

101

124

190

301

654

654

26

74

100

122

189

299

652

652

27

73

98

121

187

298

651

651

28

71

97

119

186

296

649

649

29

70

95

118

184

295

648

648

30

68

94

116

183

294

646

646

2.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 21 | 48 | 131 | 244 | 597 | 1 526 |
| 2 | 9 | 25 | 52 | 134 | 248 | 601 | 1 218 |
| 3 | 13 | 30 | 55 | 128 | 247 | 599 | 982 |
| 4 | 16 | 34 | 60 | 131 | 247 | 600 | 802 |
| 5 | 19 | 38 | 66 | 135 | 248 | 601 | 665 |
| 6 | 21 | 41 | 71 | 140 | 249 | 602 | 602 |
| 7 | 22 | 44 | 73 | 143 | 250 | 602 | 602 |
| 8 | 22 | 45 | 72 | 141 | 250 | 603 | 603 |
| 9 | 23 | 46 | 72 | 139 | 250 | 603 | 603 |
| 10 | 23 | 47 | 73 | 139 | 250 | 603 | 603 |
| 11 | 24 | 48 | 73 | 139 | 250 | 603 | 603 |
| 12 | 24 | 49 | 72 | 139 | 250 | 603 | 603 |
| 13 | 24 | 49 | 72 | 138 | 249 | 602 | 602 |
| 14 | 23 | 49 | 71 | 138 | 248 | 601 | 601 |
| 15 | 23 | 48 | 71 | 137 | 248 | 601 | 601 |
| 16 | 22 | 47 | 70 | 136 | 247 | 600 | 600 |
| 17 | 21 | 46 | 69 | 136 | 246 | 599 | 599 |
| 18 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 19 | 20 | 46 | 68 | 135 | 246 | 599 | 599 |
| 20 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 21 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 22 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 23 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 24 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 25 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 26 | 21 | 46 | 68 | 135 | 246 | 599 | 599 |
| 27 | 20 | 46 | 68 | 135 | 246 | 598 | 598 |
| 28 | 20 | 45 | 68 | 135 | 245 | 598 | 598 |
| 29 | 20 | 45 | 68 | 134 | 245 | 598 | 598 |
| 30 | 21 | 45 | 68 | 134 | 245 | 598 | 598 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

21

48

131

244

597

1 526

2

9

25

52

134

248

601

1 218

3

13

30

55

128

247

599

982

4

16

34

60

131

247

600

802

5

19

38

66

135

248

601

665

6

21

41

71

140

249

602

602

7

22

44

73

143

250

602

602

8

22

45

72

141

250

603

603

9

23

46

72

139

250

603

603

10

23

47

73

139

250

603

603

11

24

48

73

139

250

603

603

12

24

49

72

139

250

603

603

13

24

49

72

138

249

602

602

14

23

49

71

138

248

601

601

15

23

48

71

137

248

601

601

16

22

47

70

136

247

600

600

17

21

46

69

136

246

599

599

18

21

46

69

135

246

599

599

19

20

46

68

135

246

599

599

20

21

46

69

135

246

599

599

21

21

46

69

135

246

599

599

22

21

46

69

135

246

599

599

23

21

46

69

135

246

599

599

24

21

46

69

135

246

599

599

25

21

46

69

135

246

599

599

26

21

46

68

135

246

599

599

27

20

46

68

135

246

598

598

28

20

45

68

135

245

598

598

29

20

45

68

134

245

598

598

30

21

45

68

134

245

598

598

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 | 330 | 683 | 1 675 |
| 2 | 91 | 107 | 134 | 216 | 330 | 683 | 1 339 |
| 3 | 92 | 109 | 135 | 207 | 326 | 679 | 1 080 |
| 4 | 93 | 111 | 137 | 209 | 325 | 677 | 883 |
| 5 | 94 | 114 | 142 | 211 | 324 | 677 | 732 |
| 6 | 94 | 115 | 145 | 214 | 323 | 676 | 676 |
| 7 | 95 | 117 | 146 | 216 | 323 | 675 | 675 |
| 8 | 95 | 118 | 145 | 213 | 322 | 675 | 675 |
| 9 | 94 | 117 | 144 | 211 | 321 | 674 | 674 |
| 10 | 93 | 117 | 142 | 209 | 320 | 673 | 673 |
| 11 | 92 | 116 | 141 | 207 | 318 | 671 | 671 |
| 12 | 90 | 115 | 139 | 205 | 316 | 669 | 669 |
| 13 | 89 | 114 | 137 | 203 | 314 | 667 | 667 |
| 14 | 87 | 112 | 135 | 201 | 312 | 665 | 665 |
| 15 | 85 | 110 | 133 | 199 | 310 | 663 | 663 |
| 16 | 83 | 108 | 131 | 197 | 308 | 661 | 661 |
| 17 | 81 | 106 | 129 | 196 | 306 | 659 | 659 |
| 18 | 80 | 105 | 128 | 194 | 305 | 658 | 658 |
| 19 | 78 | 103 | 126 | 193 | 303 | 656 | 656 |
| 20 | 77 | 102 | 125 | 192 | 302 | 655 | 655 |
| 21 | 76 | 101 | 124 | 191 | 301 | 654 | 654 |
| 22 | 75 | 100 | 123 | 190 | 300 | 653 | 653 |
| 23 | 74 | 99 | 122 | 188 | 299 | 652 | 652 |
| 24 | 73 | 98 | 121 | 187 | 298 | 651 | 651 |
| 25 | 72 | 97 | 120 | 186 | 297 | 650 | 650 |
| 26 | 71 | 96 | 119 | 185 | 296 | 649 | 649 |
| 27 | 70 | 95 | 118 | 184 | 295 | 648 | 648 |
| 28 | 69 | 94 | 117 | 183 | 294 | 647 | 647 |
| 29 | 68 | 93 | 116 | 182 | 293 | 646 | 646 |
| 30 | 67 | 92 | 115 | 181 | 292 | 645 | 645 |

Duration (in years)

Credit quality step 0

Credit 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

330

683

1 675

2

91

107

134

216

330

683

1 339

3

92

109

135

207

326

679

1 080

4

93

111

137

209

325

677

883

5

94

114

142

211

324

677

732

6

94

115

145

214

323

676

676

7

95

117

146

216

323

675

675

8

95

118

145

213

322

675

675

9

94

117

144

211

321

674

674

10

93

117

142

209

320

673

673

11

92

116

141

207

318

671

671

12

90

115

139

205

316

669

669

13

89

114

137

203

314

667

667

14

87

112

135

201

312

665

665

15

85

110

133

199

310

663

663

16

83

108

131

197

308

661

661

17

81

106

129

196

306

659

659

18

80

105

128

194

305

658

658

19

78

103

126

193

303

656

656

20

77

102

125

192

302

655

655

21

76

101

124

191

301

654

654

22

75

100

123

190

300

653

653

23

74

99

122

188

299

652

652

24

73

98

121

187

298

651

651

25

72

97

120

186

297

650

650

26

71

96

119

185

296

649

649

27

70

95

118

184

295

648

648

28

69

94

117

183

294

647

647

29

68

93

116

182

293

646

646

30

67

92

115

181

292

645

645

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 | 360 | 376 | 403 | 485 | 599 | 952 | 1 609 |
| 2 | 75 | 91 | 118 | 200 | 314 | 667 | 1 289 |
| 3 | 79 | 96 | 122 | 195 | 313 | 666 | 1 044 |
| 4 | 83 | 102 | 127 | 199 | 315 | 667 | 854 |
| 5 | 86 | 106 | 134 | 203 | 316 | 669 | 709 |
| 6 | 88 | 109 | 138 | 208 | 317 | 670 | 670 |
| 7 | 90 | 112 | 140 | 210 | 317 | 670 | 670 |
| 8 | 91 | 113 | 141 | 209 | 318 | 671 | 671 |
| 9 | 91 | 114 | 141 | 208 | 318 | 671 | 671 |
| 10 | 91 | 115 | 141 | 207 | 318 | 671 | 671 |
| 11 | 92 | 116 | 141 | 207 | 318 | 671 | 671 |
| 12 | 92 | 117 | 141 | 207 | 318 | 671 | 671 |
| 13 | 93 | 118 | 141 | 208 | 318 | 671 | 671 |
| 14 | 94 | 119 | 142 | 208 | 319 | 672 | 672 |
| 15 | 95 | 120 | 143 | 209 | 320 | 673 | 673 |
| 16 | 96 | 121 | 144 | 210 | 321 | 674 | 674 |
| 17 | 97 | 122 | 145 | 211 | 322 | 675 | 675 |
| 18 | 98 | 123 | 146 | 212 | 323 | 676 | 676 |
| 19 | 99 | 124 | 147 | 213 | 324 | 677 | 677 |
| 20 | 100 | 125 | 147 | 214 | 325 | 678 | 678 |
| 21 | 100 | 125 | 148 | 214 | 325 | 678 | 678 |
| 22 | 100 | 125 | 148 | 214 | 325 | 678 | 678 |
| 23 | 99 | 124 | 147 | 214 | 324 | 677 | 677 |
| 24 | 98 | 124 | 146 | 213 | 324 | 677 | 677 |
| 25 | 98 | 123 | 145 | 212 | 323 | 676 | 676 |
| 26 | 97 | 122 | 144 | 211 | 322 | 675 | 675 |
| 27 | 95 | 121 | 143 | 210 | 320 | 673 | 673 |
| 28 | 94 | 119 | 142 | 209 | 319 | 672 | 672 |
| 29 | 93 | 118 | 141 | 207 | 318 | 671 | 671 |
| 30 | 92 | 117 | 139 | 206 | 317 | 670 | 670 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

360

376

403

485

599

952

1 609

2

75

91

118

200

314

667

1 289

3

79

96

122

195

313

666

1 044

4

83

102

127

199

315

667

854

5

86

106

134

203

316

669

709

6

88

109

138

208

317

670

670

7

90

112

140

210

317

670

670

8

91

113

141

209

318

671

671

9

91

114

141

208

318

671

671

10

91

115

141

207

318

671

671

11

92

116

141

207

318

671

671

12

92

117

141

207

318

671

671

13

93

118

141

208

318

671

671

14

94

119

142

208

319

672

672

15

95

120

143

209

320

673

673

16

96

121

144

210

321

674

674

17

97

122

145

211

322

675

675

18

98

123

146

212

323

676

676

19

99

124

147

213

324

677

677

20

100

125

147

214

325

678

678

21

100

125

148

214

325

678

678

22

100

125

148

214

325

678

678

23

99

124

147

214

324

677

677

24

98

124

146

213

324

677

677

25

98

123

145

212

323

676

676

26

97

122

144

211

322

675

675

27

95

121

143

210

320

673

673

28

94

119

142

209

319

672

672

29

93

118

141

207

318

671

671

30

92

117

139

206

317

670

670

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 | 119 | 233 | 585 | 1 517 |
| 2 | 1 | 9 | 37 | 119 | 232 | 585 | 1 210 |
| 3 | 2 | 12 | 37 | 110 | 228 | 581 | 975 |
| 4 | 2 | 13 | 39 | 111 | 226 | 579 | 796 |
| 5 | 3 | 15 | 43 | 112 | 225 | 578 | 660 |
| 6 | 4 | 17 | 46 | 116 | 225 | 578 | 578 |
| 7 | 5 | 19 | 47 | 117 | 224 | 577 | 577 |
| 8 | 6 | 19 | 46 | 114 | 223 | 576 | 576 |
| 9 | 6 | 18 | 45 | 112 | 222 | 575 | 575 |
| 10 | 7 | 19 | 44 | 111 | 222 | 575 | 575 |
| 11 | 8 | 20 | 44 | 111 | 222 | 575 | 575 |
| 12 | 9 | 21 | 44 | 111 | 222 | 575 | 575 |
| 13 | 9 | 22 | 45 | 111 | 222 | 575 | 575 |
| 14 | 10 | 22 | 45 | 111 | 222 | 575 | 575 |
| 15 | 10 | 22 | 45 | 111 | 222 | 575 | 575 |
| 16 | 12 | 22 | 45 | 111 | 222 | 575 | 575 |
| 17 | 12 | 22 | 45 | 112 | 222 | 575 | 575 |
| 18 | 13 | 23 | 46 | 112 | 223 | 576 | 576 |
| 19 | 13 | 23 | 46 | 113 | 223 | 576 | 576 |
| 20 | 14 | 24 | 47 | 114 | 224 | 577 | 577 |
| 21 | 15 | 25 | 48 | 114 | 225 | 578 | 578 |
| 22 | 16 | 26 | 49 | 115 | 226 | 579 | 579 |
| 23 | 16 | 27 | 49 | 116 | 226 | 579 | 579 |
| 24 | 16 | 27 | 50 | 116 | 227 | 580 | 580 |
| 25 | 18 | 28 | 50 | 117 | 227 | 580 | 580 |
| 26 | 18 | 28 | 51 | 117 | 228 | 581 | 581 |
| 27 | 19 | 28 | 51 | 118 | 228 | 581 | 581 |
| 28 | 19 | 29 | 51 | 118 | 229 | 582 | 582 |
| 29 | 20 | 29 | 52 | 118 | 229 | 582 | 582 |
| 30 | 20 | 30 | 53 | 119 | 229 | 582 | 582 |

Duration (in years)

Credit quality step 0

Credit 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

119

233

585

1 517

2

1

9

37

119

232

585

1 210

3

2

12

37

110

228

581

975

4

2

13

39

111

226

579

796

5

3

15

43

112

225

578

660

6

4

17

46

116

225

578

578

7

5

19

47

117

224

577

577

8

6

19

46

114

223

576

576

9

6

18

45

112

222

575

575

10

7

19

44

111

222

575

575

11

8

20

44

111

222

575

575

12

9

21

44

111

222

575

575

13

9

22

45

111

222

575

575

14

10

22

45

111

222

575

575

15

10

22

45

111

222

575

575

16

12

22

45

111

222

575

575

17

12

22

45

112

222

575

575

18

13

23

46

112

223

576

576

19

13

23

46

113

223

576

576

20

14

24

47

114

224

577

577

21

15

25

48

114

225

578

578

22

16

26

49

115

226

579

579

23

16

27

49

116

226

579

579

24

16

27

50

116

227

580

580

25

18

28

50

117

227

580

580

26

18

28

51

117

228

581

581

27

19

28

51

118

228

581

581

28

19

29

51

118

229

582

582

29

20

29

52

118

229

582

582

30

20

30

53

119

229

582

582

2.22.   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 54 | 70 | 97 | 179 | 293 | 645 | 1 560 |
| 2 | 55 | 70 | 98 | 180 | 293 | 646 | 1 243 |
| 3 | 55 | 73 | 98 | 171 | 289 | 642 | 1 001 |
| 4 | 56 | 74 | 100 | 171 | 287 | 640 | 818 |
| 5 | 56 | 76 | 104 | 173 | 286 | 639 | 677 |
| 6 | 57 | 78 | 107 | 177 | 286 | 639 | 639 |
| 7 | 57 | 79 | 107 | 177 | 284 | 637 | 637 |
| 8 | 56 | 79 | 106 | 174 | 284 | 636 | 636 |
| 9 | 55 | 79 | 105 | 172 | 283 | 636 | 636 |
| 10 | 55 | 78 | 104 | 170 | 281 | 634 | 634 |
| 11 | 53 | 78 | 102 | 169 | 280 | 632 | 632 |
| 12 | 52 | 77 | 101 | 167 | 278 | 631 | 631 |
| 13 | 51 | 76 | 99 | 165 | 276 | 629 | 629 |
| 14 | 49 | 75 | 97 | 164 | 275 | 627 | 627 |
| 15 | 48 | 73 | 96 | 162 | 273 | 626 | 626 |
| 16 | 46 | 71 | 94 | 160 | 271 | 624 | 624 |
| 17 | 45 | 70 | 93 | 159 | 270 | 623 | 623 |
| 18 | 43 | 69 | 91 | 158 | 269 | 622 | 622 |
| 19 | 42 | 68 | 90 | 157 | 268 | 621 | 621 |
| 20 | 42 | 67 | 90 | 156 | 267 | 620 | 620 |
| 21 | 41 | 67 | 89 | 156 | 266 | 619 | 619 |
| 22 | 41 | 66 | 89 | 155 | 266 | 619 | 619 |
| 23 | 40 | 65 | 88 | 154 | 265 | 618 | 618 |
| 24 | 39 | 64 | 87 | 154 | 264 | 617 | 617 |
| 25 | 39 | 64 | 86 | 153 | 264 | 617 | 617 |
| 26 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 27 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 28 | 37 | 62 | 84 | 151 | 262 | 615 | 615 |
| 29 | 36 | 61 | 84 | 150 | 261 | 614 | 614 |
| 30 | 35 | 61 | 83 | 150 | 260 | 613 | 613 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

54

70

97

179

293

645

1 560

2

55

70

98

180

293

646

1 243

3

55

73

98

171

289

642

1 001

4

56

74

100

171

287

640

818

5

56

76

104

173

286

639

677

6

57

78

107

177

286

639

639

7

57

79

107

177

284

637

637

8

56

79

106

174

284

636

636

9

55

79

105

172

283

636

636

10

55

78

104

170

281

634

634

11

53

78

102

169

280

632

632

12

52

77

101

167

278

631

631

13

51

76

99

165

276

629

629

14

49

75

97

164

275

627

627

15

48

73

96

162

273

626

626

16

46

71

94

160

271

624

624

17

45

70

93

159

270

623

623

18

43

69

91

158

269

622

622

19

42

68

90

157

268

621

621

20

42

67

90

156

267

620

620

21

41

67

89

156

266

619

619

22

41

66

89

155

266

619

619

23

40

65

88

154

265

618

618

24

39

64

87

154

264

617

617

25

39

64

86

153

264

617

617

26

38

63

86

152

263

616

616

27

37

62

85

152

262

615

615

28

37

62

84

151

262

615

615

29

36

61

84

150

261

614

614

30

35

61

83

150

260

613

613

2.23.   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 113 | 129 | 156 | 238 | 352 | 705 | 1 689 |
| 2 | 115 | 130 | 157 | 240 | 353 | 706 | 1 350 |
| 3 | 117 | 134 | 160 | 232 | 351 | 704 | 1 089 |
| 4 | 119 | 137 | 163 | 234 | 350 | 703 | 890 |
| 5 | 121 | 140 | 168 | 237 | 350 | 703 | 738 |
| 6 | 121 | 142 | 172 | 241 | 350 | 703 | 703 |
| 7 | 122 | 144 | 172 | 242 | 349 | 702 | 702 |
| 8 | 121 | 144 | 171 | 239 | 348 | 701 | 701 |
| 9 | 120 | 143 | 170 | 237 | 347 | 700 | 700 |
| 10 | 119 | 143 | 169 | 235 | 346 | 699 | 699 |
| 11 | 118 | 143 | 167 | 234 | 344 | 697 | 697 |
| 12 | 117 | 142 | 165 | 232 | 342 | 695 | 695 |
| 13 | 115 | 140 | 163 | 230 | 340 | 693 | 693 |
| 14 | 113 | 138 | 161 | 227 | 338 | 691 | 691 |
| 15 | 110 | 136 | 158 | 225 | 336 | 688 | 688 |
| 16 | 108 | 133 | 156 | 222 | 333 | 686 | 686 |
| 17 | 105 | 130 | 153 | 220 | 330 | 683 | 683 |
| 18 | 103 | 128 | 151 | 217 | 328 | 681 | 681 |
| 19 | 101 | 126 | 149 | 215 | 326 | 679 | 679 |
| 20 | 99 | 124 | 147 | 214 | 324 | 677 | 677 |
| 21 | 97 | 123 | 145 | 212 | 323 | 676 | 676 |
| 22 | 96 | 121 | 144 | 210 | 321 | 674 | 674 |
| 23 | 94 | 119 | 142 | 208 | 319 | 672 | 672 |
| 24 | 92 | 117 | 140 | 206 | 317 | 670 | 670 |
| 25 | 90 | 116 | 138 | 205 | 315 | 668 | 668 |
| 26 | 89 | 114 | 137 | 203 | 314 | 667 | 667 |
| 27 | 87 | 112 | 135 | 201 | 312 | 665 | 665 |
| 28 | 85 | 111 | 133 | 200 | 311 | 663 | 663 |
| 29 | 84 | 109 | 132 | 198 | 309 | 662 | 662 |
| 30 | 82 | 108 | 130 | 197 | 307 | 660 | 660 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

113

129

156

238

352

705

1 689

2

115

130

157

240

353

706

1 350

3

117

134

160

232

351

704

1 089

4

119

137

163

234

350

703

890

5

121

140

168

237

350

703

738

6

121

142

172

241

350

703

703

7

122

144

172

242

349

702

702

8

121

144

171

239

348

701

701

9

120

143

170

237

347

700

700

10

119

143

169

235

346

699

699

11

118

143

167

234

344

697

697

12

117

142

165

232

342

695

695

13

115

140

163

230

340

693

693

14

113

138

161

227

338

691

691

15

110

136

158

225

336

688

688

16

108

133

156

222

333

686

686

17

105

130

153

220

330

683

683

18

103

128

151

217

328

681

681

19

101

126

149

215

326

679

679

20

99

124

147

214

324

677

677

21

97

123

145

212

323

676

676

22

96

121

144

210

321

674

674

23

94

119

142

208

319

672

672

24

92

117

140

206

317

670

670

25

90

116

138

205

315

668

668

26

89

114

137

203

314

667

667

27

87

112

135

201

312

665

665

28

85

111

133

200

311

663

663

29

84

109

132

198

309

662

662

30

82

108

130

197

307

660

660

2.24.   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 174 | 189 | 216 | 299 | 412 | 765 | 1 834 |
| 2 | 183 | 199 | 226 | 308 | 422 | 775 | 1 453 |
| 3 | 188 | 205 | 231 | 304 | 422 | 775 | 1 167 |
| 4 | 190 | 209 | 234 | 306 | 422 | 775 | 952 |
| 5 | 191 | 211 | 239 | 308 | 421 | 774 | 789 |
| 6 | 191 | 212 | 241 | 311 | 420 | 772 | 772 |
| 7 | 191 | 213 | 241 | 311 | 418 | 771 | 771 |
| 8 | 189 | 212 | 239 | 307 | 416 | 769 | 769 |
| 9 | 188 | 211 | 237 | 304 | 415 | 768 | 768 |
| 10 | 187 | 211 | 236 | 303 | 413 | 766 | 766 |
| 11 | 185 | 210 | 234 | 301 | 411 | 764 | 764 |
| 12 | 183 | 208 | 231 | 298 | 409 | 762 | 762 |
| 13 | 180 | 205 | 228 | 295 | 406 | 759 | 759 |
| 14 | 177 | 203 | 225 | 292 | 403 | 755 | 755 |
| 15 | 174 | 199 | 222 | 289 | 399 | 752 | 752 |
| 16 | 171 | 196 | 219 | 285 | 396 | 749 | 749 |
| 17 | 168 | 193 | 215 | 282 | 393 | 746 | 746 |
| 18 | 164 | 190 | 212 | 279 | 390 | 742 | 742 |
| 19 | 161 | 186 | 209 | 276 | 386 | 739 | 739 |
| 20 | 158 | 183 | 206 | 273 | 383 | 736 | 736 |
| 21 | 155 | 180 | 203 | 269 | 380 | 733 | 733 |
| 22 | 152 | 177 | 200 | 266 | 377 | 730 | 730 |
| 23 | 149 | 174 | 197 | 263 | 374 | 727 | 727 |
| 24 | 146 | 171 | 193 | 260 | 371 | 724 | 724 |
| 25 | 142 | 168 | 190 | 257 | 368 | 720 | 720 |
| 26 | 139 | 165 | 187 | 254 | 364 | 717 | 717 |
| 27 | 136 | 162 | 184 | 251 | 362 | 714 | 714 |
| 28 | 134 | 159 | 181 | 248 | 359 | 712 | 712 |
| 29 | 131 | 156 | 179 | 245 | 356 | 709 | 709 |
| 30 | 128 | 153 | 176 | 242 | 353 | 706 | 706 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

174

189

216

299

412

765

1 834

2

183

199

226

308

422

775

1 453

3

188

205

231

304

422

775

1 167

4

190

209

234

306

422

775

952

5

191

211

239

308

421

774

789

6

191

212

241

311

420

772

772

7

191

213

241

311

418

771

771

8

189

212

239

307

416

769

769

9

188

211

237

304

415

768

768

10

187

211

236

303

413

766

766

11

185

210

234

301

411

764

764

12

183

208

231

298

409

762

762

13

180

205

228

295

406

759

759

14

177

203

225

292

403

755

755

15

174

199

222

289

399

752

752

16

171

196

219

285

396

749

749

17

168

193

215

282

393

746

746

18

164

190

212

279

390

742

742

19

161

186

209

276

386

739

739

20

158

183

206

273

383

736

736

21

155

180

203

269

380

733

733

22

152

177

200

266

377

730

730

23

149

174

197

263

374

727

727

24

146

171

193

260

371

724

724

25

142

168

190

257

368

720

720

26

139

165

187

254

364

717

717

27

136

162

184

251

362

714

714

28

134

159

181

248

359

712

712

29

131

156

179

245

356

709

709

30

128

153

176

242

353

706

706

2.25.   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 41 | 68 | 151 | 264 | 617 | 1 564 |
| 2 | 26 | 42 | 69 | 152 | 265 | 618 | 1 247 |
| 3 | 28 | 45 | 70 | 143 | 262 | 614 | 1 005 |
| 4 | 29 | 47 | 73 | 144 | 260 | 613 | 821 |
| 5 | 30 | 49 | 77 | 146 | 259 | 612 | 681 |
| 6 | 30 | 51 | 80 | 150 | 259 | 612 | 612 |
| 7 | 31 | 52 | 81 | 151 | 258 | 611 | 611 |
| 8 | 29 | 52 | 79 | 148 | 257 | 610 | 610 |
| 9 | 29 | 52 | 78 | 145 | 256 | 609 | 609 |
| 10 | 28 | 52 | 78 | 144 | 255 | 608 | 608 |
| 11 | 28 | 53 | 77 | 144 | 254 | 607 | 607 |
| 12 | 28 | 53 | 76 | 143 | 254 | 607 | 607 |
| 13 | 28 | 53 | 76 | 142 | 253 | 606 | 606 |
| 14 | 28 | 53 | 75 | 142 | 253 | 606 | 606 |
| 15 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 16 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 17 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 18 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 19 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 20 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 21 | 27 | 53 | 75 | 142 | 253 | 605 | 605 |
| 22 | 27 | 53 | 75 | 142 | 253 | 605 | 605 |
| 23 | 27 | 53 | 75 | 142 | 252 | 605 | 605 |
| 24 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 25 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 26 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 27 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 28 | 26 | 52 | 74 | 141 | 252 | 604 | 604 |
| 29 | 26 | 51 | 74 | 141 | 251 | 604 | 604 |
| 30 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

25

41

68

151

264

617

1 564

2

26

42

69

152

265

618

1 247

3

28

45

70

143

262

614

1 005

4

29

47

73

144

260

613

821

5

30

49

77

146

259

612

681

6

30

51

80

150

259

612

612

7

31

52

81

151

258

611

611

8

29

52

79

148

257

610

610

9

29

52

78

145

256

609

609

10

28

52

78

144

255

608

608

11

28

53

77

144

254

607

607

12

28

53

76

143

254

607

607

13

28

53

76

142

253

606

606

14

28

53

75

142

253

606

606

15

27

52

75

142

252

605

605

16

27

52

75

141

252

605

605

17

27

52

75

141

252

605

605

18

27

52

75

141

252

605

605

19

27

52

75

142

252

605

605

20

27

52

75

142

252

605

605

21

27

53

75

142

253

605

605

22

27

53

75

142

253

605

605

23

27

53

75

142

252

605

605

24

27

52

75

142

252

605

605

25

27

52

75

141

252

605

605

26

27

52

75

141

252

605

605

27

27

52

75

141

252

605

605

28

26

52

74

141

252

604

604

29

26

51

74

141

251

604

604

30

26

51

74

140

251

604

604

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 | 613 | 1 590 |
| 2 | 23 | 39 | 66 | 148 | 262 | 615 | 1 268 |
| 3 | 26 | 43 | 68 | 141 | 260 | 612 | 1 021 |
| 4 | 28 | 47 | 72 | 144 | 260 | 613 | 834 |
| 5 | 31 | 51 | 79 | 148 | 261 | 614 | 691 |
| 6 | 33 | 53 | 83 | 152 | 261 | 614 | 614 |
| 7 | 34 | 56 | 85 | 155 | 262 | 615 | 615 |
| 8 | 34 | 57 | 84 | 153 | 262 | 615 | 615 |
| 9 | 35 | 58 | 84 | 152 | 262 | 615 | 615 |
| 10 | 36 | 60 | 85 | 152 | 263 | 615 | 615 |
| 11 | 37 | 61 | 86 | 152 | 263 | 616 | 616 |
| 12 | 37 | 62 | 86 | 152 | 263 | 616 | 616 |
| 13 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 14 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 15 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 16 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 17 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 18 | 37 | 62 | 85 | 151 | 262 | 615 | 615 |
| 19 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 20 | 37 | 63 | 85 | 152 | 263 | 616 | 616 |
| 21 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 22 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 23 | 37 | 63 | 85 | 152 | 263 | 616 | 616 |
| 24 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 25 | 37 | 62 | 85 | 151 | 262 | 615 | 615 |
| 26 | 37 | 62 | 84 | 151 | 262 | 615 | 615 |
| 27 | 36 | 61 | 84 | 151 | 261 | 614 | 614 |
| 28 | 36 | 61 | 84 | 150 | 261 | 614 | 614 |
| 29 | 35 | 60 | 83 | 150 | 260 | 613 | 613 |
| 30 | 35 | 60 | 83 | 149 | 260 | 613 | 613 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

21

37

64

146

260

613

1 590

2

23

39

66

148

262

615

1 268

3

26

43

68

141

260

612

1 021

4

28

47

72

144

260

613

834

5

31

51

79

148

261

614

691

6

33

53

83

152

261

614

614

7

34

56

85

155

262

615

615

8

34

57

84

153

262

615

615

9

35

58

84

152

262

615

615

10

36

60

85

152

263

615

615

11

37

61

86

152

263

616

616

12

37

62

86

152

263

616

616

13

38

63

86

152

263

616

616

14

38

63

86

152

263

616

616

15

38

63

86

152

263

616

616

16

37

62

85

152

262

615

615

17

37

62

85

152

262

615

615

18

37

62

85

151

262

615

615

19

37

62

85

152

262

615

615

20

37

63

85

152

263

616

616

21

38

63

86

152

263

616

616

22

38

63

86

152

263

616

616

23

37

63

85

152

263

616

616

24

37

62

85

152

262

615

615

25

37

62

85

151

262

615

615

26

37

62

84

151

262

615

615

27

36

61

84

151

261

614

614

28

36

61

84

150

261

614

614

29

35

60

83

150

260

613

613

30

35

60

83

149

260

613

613

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 | 137 | 164 | 247 | 360 | 713 | 1 762 |
| 2 | 121 | 136 | 164 | 246 | 359 | 712 | 1 397 |
| 3 | 121 | 138 | 164 | 236 | 355 | 708 | 1 120 |
| 4 | 122 | 140 | 166 | 237 | 353 | 706 | 912 |
| 5 | 123 | 142 | 170 | 239 | 352 | 705 | 753 |
| 6 | 122 | 143 | 172 | 242 | 351 | 704 | 704 |
| 7 | 123 | 145 | 173 | 243 | 350 | 703 | 703 |
| 8 | 122 | 144 | 172 | 240 | 349 | 702 | 702 |
| 9 | 121 | 144 | 170 | 237 | 348 | 701 | 701 |
| 10 | 121 | 145 | 170 | 237 | 348 | 700 | 700 |
| 11 | 121 | 145 | 170 | 236 | 347 | 700 | 700 |
| 12 | 120 | 145 | 169 | 235 | 346 | 699 | 699 |
| 13 | 119 | 144 | 167 | 234 | 345 | 698 | 698 |
| 14 | 118 | 144 | 166 | 233 | 343 | 696 | 696 |
| 15 | 116 | 141 | 164 | 231 | 341 | 694 | 694 |
| 16 | 114 | 139 | 162 | 228 | 339 | 692 | 692 |
| 17 | 111 | 136 | 159 | 226 | 336 | 689 | 689 |
| 18 | 109 | 134 | 157 | 223 | 334 | 687 | 687 |
| 19 | 107 | 132 | 155 | 221 | 332 | 685 | 685 |
| 20 | 105 | 130 | 152 | 219 | 330 | 683 | 683 |
| 21 | 102 | 127 | 150 | 217 | 327 | 680 | 680 |
| 22 | 100 | 125 | 148 | 214 | 325 | 678 | 678 |
| 23 | 98 | 123 | 146 | 212 | 323 | 676 | 676 |
| 24 | 96 | 121 | 144 | 210 | 321 | 674 | 674 |
| 25 | 94 | 119 | 141 | 208 | 319 | 672 | 672 |
| 26 | 91 | 117 | 139 | 206 | 317 | 669 | 669 |
| 27 | 89 | 115 | 137 | 204 | 314 | 667 | 667 |
| 28 | 87 | 113 | 135 | 202 | 312 | 665 | 665 |
| 29 | 85 | 111 | 133 | 200 | 311 | 663 | 663 |
| 30 | 84 | 109 | 131 | 198 | 309 | 662 | 662 |

Duration (in years)

Credit quality step 0

Credit 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

137

164

247

360

713

1 762

2

121

136

164

246

359

712

1 397

3

121

138

164

236

355

708

1 120

4

122

140

166

237

353

706

912

5

123

142

170

239

352

705

753

6

122

143

172

242

351

704

704

7

123

145

173

243

350

703

703

8

122

144

172

240

349

702

702

9

121

144

170

237

348

701

701

10

121

145

170

237

348

700

700

11

121

145

170

236

347

700

700

12

120

145

169

235

346

699

699

13

119

144

167

234

345

698

698

14

118

144

166

233

343

696

696

15

116

141

164

231

341

694

694

16

114

139

162

228

339

692

692

17

111

136

159

226

336

689

689

18

109

134

157

223

334

687

687

19

107

132

155

221

332

685

685

20

105

130

152

219

330

683

683

21

102

127

150

217

327

680

680

22

100

125

148

214

325

678

678

23

98

123

146

212

323

676

676

24

96

121

144

210

321

674

674

25

94

119

141

208

319

672

672

26

91

117

139

206

317

669

669

27

89

115

137

204

314

667

667

28

87

113

135

202

312

665

665

29

85

111

133

200

311

663

663

30

84

109

131

198

309

662

662

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 | 584 | 1 537 |
| 2 | 1 | 10 | 37 | 119 | 233 | 586 | 1 228 |
| 3 | 2 | 14 | 39 | 112 | 231 | 583 | 990 |
| 4 | 2 | 18 | 43 | 115 | 231 | 584 | 809 |
| 5 | 3 | 21 | 50 | 118 | 232 | 584 | 671 |
| 6 | 4 | 24 | 54 | 123 | 232 | 585 | 585 |
| 7 | 5 | 27 | 56 | 126 | 232 | 585 | 585 |
| 8 | 6 | 28 | 55 | 124 | 233 | 586 | 586 |
| 9 | 6 | 29 | 55 | 122 | 233 | 586 | 586 |
| 10 | 8 | 30 | 55 | 122 | 232 | 585 | 585 |
| 11 | 8 | 31 | 55 | 122 | 232 | 585 | 585 |
| 12 | 9 | 31 | 55 | 121 | 232 | 585 | 585 |
| 13 | 9 | 32 | 55 | 121 | 232 | 585 | 585 |
| 14 | 10 | 32 | 54 | 121 | 232 | 585 | 585 |
| 15 | 11 | 32 | 54 | 121 | 232 | 584 | 584 |
| 16 | 12 | 31 | 54 | 120 | 231 | 584 | 584 |
| 17 | 12 | 31 | 54 | 120 | 231 | 584 | 584 |
| 18 | 13 | 31 | 54 | 121 | 231 | 584 | 584 |
| 19 | 13 | 31 | 54 | 121 | 231 | 584 | 584 |
| 20 | 15 | 32 | 55 | 121 | 232 | 585 | 585 |
| 21 | 15 | 33 | 55 | 122 | 233 | 586 | 586 |
| 22 | 16 | 33 | 56 | 122 | 233 | 586 | 586 |
| 23 | 16 | 34 | 56 | 123 | 234 | 586 | 586 |
| 24 | 17 | 34 | 57 | 123 | 234 | 587 | 587 |
| 25 | 18 | 34 | 57 | 123 | 234 | 587 | 587 |
| 26 | 18 | 34 | 57 | 124 | 234 | 587 | 587 |
| 27 | 19 | 35 | 57 | 124 | 235 | 588 | 588 |
| 28 | 19 | 35 | 58 | 124 | 235 | 588 | 588 |
| 29 | 20 | 35 | 58 | 124 | 235 | 588 | 588 |
| 30 | 21 | 35 | 58 | 124 | 235 | 588 | 588 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

8

35

117

231

584

1 537

2

1

10

37

119

233

586

1 228

3

2

14

39

112

231

583

990

4

2

18

43

115

231

584

809

5

3

21

50

118

232

584

671

6

4

24

54

123

232

585

585

7

5

27

56

126

232

585

585

8

6

28

55

124

233

586

586

9

6

29

55

122

233

586

586

10

8

30

55

122

232

585

585

11

8

31

55

122

232

585

585

12

9

31

55

121

232

585

585

13

9

32

55

121

232

585

585

14

10

32

54

121

232

585

585

15

11

32

54

121

232

584

584

16

12

31

54

120

231

584

584

17

12

31

54

120

231

584

584

18

13

31

54

121

231

584

584

19

13

31

54

121

231

584

584

20

15

32

55

121

232

585

585

21

15

33

55

122

233

586

586

22

16

33

56

122

233

586

586

23

16

34

56

123

234

586

586

24

17

34

57

123

234

587

587

25

18

34

57

123

234

587

587

26

18

34

57

124

234

587

587

27

19

35

57

124

235

588

588

28

19

35

58

124

235

588

588

29

20

35

58

124

235

588

588

30

21

35

58

124

235

588

588

2.29.   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 35 | 51 | 78 | 160 | 274 | 627 | 1 538 |
| 2 | 35 | 51 | 78 | 160 | 274 | 627 | 1 226 |
| 3 | 35 | 52 | 78 | 151 | 269 | 622 | 987 |
| 4 | 36 | 54 | 80 | 151 | 267 | 620 | 805 |
| 5 | 36 | 56 | 84 | 153 | 266 | 619 | 667 |
| 6 | 39 | 60 | 89 | 159 | 267 | 620 | 620 |
| 7 | 36 | 58 | 87 | 157 | 264 | 616 | 616 |
| 8 | 41 | 63 | 90 | 159 | 268 | 621 | 621 |
| 9 | 40 | 63 | 89 | 156 | 267 | 620 | 620 |
| 10 | 34 | 58 | 83 | 150 | 261 | 614 | 614 |
| 11 | 29 | 54 | 78 | 145 | 256 | 608 | 608 |
| 12 | 26 | 51 | 75 | 141 | 252 | 605 | 605 |
| 13 | 24 | 49 | 72 | 138 | 249 | 602 | 602 |
| 14 | 22 | 47 | 70 | 136 | 247 | 600 | 600 |
| 15 | 20 | 46 | 68 | 135 | 246 | 599 | 599 |
| 16 | 19 | 44 | 67 | 133 | 244 | 597 | 597 |
| 17 | 18 | 43 | 66 | 132 | 243 | 596 | 596 |
| 18 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 19 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 20 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 21 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 22 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 23 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 24 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 25 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 26 | 18 | 42 | 65 | 131 | 242 | 595 | 595 |
| 27 | 19 | 42 | 65 | 131 | 242 | 595 | 595 |
| 28 | 19 | 42 | 65 | 131 | 242 | 595 | 595 |
| 29 | 20 | 42 | 64 | 131 | 242 | 595 | 595 |
| 30 | 20 | 42 | 64 | 131 | 242 | 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

35

51

78

160

274

627

1 538

2

35

51

78

160

274

627

1 226

3

35

52

78

151

269

622

987

4

36

54

80

151

267

620

805

5

36

56

84

153

266

619

667

6

39

60

89

159

267

620

620

7

36

58

87

157

264

616

616

8

41

63

90

159

268

621

621

9

40

63

89

156

267

620

620

10

34

58

83

150

261

614

614

11

29

54

78

145

256

608

608

12

26

51

75

141

252

605

605

13

24

49

72

138

249

602

602

14

22

47

70

136

247

600

600

15

20

46

68

135

246

599

599

16

19

44

67

133

244

597

597

17

18

43

66

132

243

596

596

18

17

42

65

132

242

595

595

19

17

42

65

131

242

595

595

20

17

42

65

131

242

595

595

21

17

42

65

132

242

595

595

22

17

42

65

132

242

595

595

23

17

42

65

132

242

595

595

24

17

42

65

131

242

595

595

25

17

42

65

131

242

595

595

26

18

42

65

131

242

595

595

27

19

42

65

131

242

595

595

28

19

42

65

131

242

595

595

29

20

42

64

131

242

595

595

30

20

42

64

131

242

595

595

2.30.   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 186 | 202 | 229 | 311 | 425 | 778 | 1 739 |
| 2 | 183 | 199 | 226 | 309 | 422 | 775 | 1 390 |
| 3 | 180 | 198 | 223 | 296 | 414 | 767 | 1 121 |
| 4 | 178 | 196 | 222 | 293 | 409 | 762 | 916 |
| 5 | 175 | 194 | 223 | 291 | 405 | 758 | 759 |
| 6 | 172 | 192 | 222 | 291 | 400 | 753 | 753 |
| 7 | 169 | 191 | 219 | 289 | 396 | 749 | 749 |
| 8 | 165 | 187 | 215 | 283 | 392 | 745 | 745 |
| 9 | 161 | 184 | 210 | 277 | 388 | 741 | 741 |
| 10 | 157 | 181 | 207 | 273 | 384 | 737 | 737 |
| 11 | 154 | 178 | 203 | 269 | 380 | 733 | 733 |
| 12 | 150 | 175 | 199 | 265 | 376 | 729 | 729 |
| 13 | 147 | 172 | 195 | 261 | 372 | 725 | 725 |
| 14 | 143 | 169 | 191 | 258 | 369 | 721 | 721 |
| 15 | 140 | 165 | 188 | 254 | 365 | 718 | 718 |
| 16 | 137 | 162 | 185 | 251 | 362 | 715 | 715 |
| 17 | 133 | 159 | 181 | 248 | 359 | 712 | 712 |
| 18 | 131 | 156 | 179 | 245 | 356 | 709 | 709 |
| 19 | 128 | 153 | 176 | 242 | 353 | 706 | 706 |
| 20 | 125 | 150 | 173 | 240 | 350 | 703 | 703 |
| 21 | 123 | 148 | 171 | 237 | 348 | 701 | 701 |
| 22 | 120 | 145 | 168 | 235 | 345 | 698 | 698 |
| 23 | 118 | 143 | 166 | 232 | 343 | 696 | 696 |
| 24 | 115 | 140 | 163 | 230 | 340 | 693 | 693 |
| 25 | 113 | 138 | 161 | 227 | 338 | 691 | 691 |
| 26 | 111 | 136 | 158 | 225 | 336 | 689 | 689 |
| 27 | 108 | 134 | 156 | 223 | 333 | 686 | 686 |
| 28 | 106 | 131 | 154 | 221 | 331 | 684 | 684 |
| 29 | 104 | 129 | 152 | 219 | 329 | 682 | 682 |
| 30 | 102 | 127 | 150 | 217 | 327 | 680 | 680 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

186

202

229

311

425

778

1 739

2

183

199

226

309

422

775

1 390

3

180

198

223

296

414

767

1 121

4

178

196

222

293

409

762

916

5

175

194

223

291

405

758

759

6

172

192

222

291

400

753

753

7

169

191

219

289

396

749

749

8

165

187

215

283

392

745

745

9

161

184

210

277

388

741

741

10

157

181

207

273

384

737

737

11

154

178

203

269

380

733

733

12

150

175

199

265

376

729

729

13

147

172

195

261

372

725

725

14

143

169

191

258

369

721

721

15

140

165

188

254

365

718

718

16

137

162

185

251

362

715

715

17

133

159

181

248

359

712

712

18

131

156

179

245

356

709

709

19

128

153

176

242

353

706

706

20

125

150

173

240

350

703

703

21

123

148

171

237

348

701

701

22

120

145

168

235

345

698

698

23

118

143

166

232

343

696

696

24

115

140

163

230

340

693

693

25

113

138

161

227

338

691

691

26

111

136

158

225

336

689

689

27

108

134

156

223

333

686

686

28

106

131

154

221

331

684

684

29

104

129

152

219

329

682

682

30

102

127

150

217

327

680

680

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 | 27 | 53 | 113 | 249 | 602 | 1 525 |
| 2 | 9 | 27 | 53 | 113 | 249 | 602 | 1 216 |
| 3 | 10 | 30 | 54 | 107 | 248 | 600 | 980 |
| 4 | 12 | 34 | 58 | 104 | 248 | 601 | 801 |
| 5 | 17 | 41 | 63 | 106 | 249 | 602 | 664 |
| 6 | 18 | 44 | 67 | 101 | 250 | 603 | 603 |
| 7 | 19 | 46 | 66 | 94 | 250 | 603 | 603 |
| 8 | 17 | 44 | 64 | 92 | 251 | 604 | 604 |
| 9 | 17 | 45 | 66 | 96 | 251 | 604 | 604 |
| 10 | 19 | 48 | 69 | 100 | 251 | 604 | 604 |
| 11 | 20 | 50 | 71 | 103 | 251 | 604 | 604 |
| 12 | 22 | 52 | 72 | 104 | 252 | 604 | 604 |
| 13 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 14 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 15 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 16 | 23 | 54 | 72 | 104 | 251 | 604 | 604 |
| 17 | 23 | 54 | 72 | 104 | 251 | 604 | 604 |
| 18 | 23 | 54 | 72 | 104 | 251 | 604 | 604 |
| 19 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 20 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 21 | 23 | 54 | 72 | 104 | 253 | 605 | 605 |
| 22 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 23 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 24 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 25 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 26 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 27 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 28 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 29 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 30 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

27

53

113

249

602

1 525

2

9

27

53

113

249

602

1 216

3

10

30

54

107

248

600

980

4

12

34

58

104

248

601

801

5

17

41

63

106

249

602

664

6

18

44

67

101

250

603

603

7

19

46

66

94

250

603

603

8

17

44

64

92

251

604

604

9

17

45

66

96

251

604

604

10

19

48

69

100

251

604

604

11

20

50

71

103

251

604

604

12

22

52

72

104

252

604

604

13

23

54

72

104

252

605

605

14

23

54

72

104

252

605

605

15

23

54

72

104

252

605

605

16

23

54

72

104

251

604

604

17

23

54

72

104

251

604

604

18

23

54

72

104

251

604

604

19

23

54

72

104

252

605

605

20

23

54

72

104

252

605

605

21

23

54

72

104

253

605

605

22

23

54

72

104

253

606

606

23

23

54

72

104

253

606

606

24

23

54

72

104

253

606

606

25

23

54

72

104

253

606

606

26

23

54

72

104

253

606

606

27

23

54

72

104

253

606

606

28

23

54

72

104

253

606

606

29

23

54

72

104

253

606

606

30

23

54

72

104

253

606

606

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 | 562 | 1 507 |
| 2 | 1 | 6 | 12 | 94 | 208 | 561 | 1 200 |
| 3 | 2 | 6 | 11 | 84 | 202 | 555 | 966 |
| 4 | 2 | 8 | 13 | 84 | 200 | 553 | 788 |
| 5 | 3 | 9 | 17 | 86 | 199 | 552 | 653 |
| 6 | 4 | 9 | 21 | 90 | 199 | 552 | 552 |
| 7 | 5 | 10 | 22 | 92 | 199 | 552 | 552 |
| 8 | 6 | 12 | 22 | 90 | 199 | 552 | 552 |
| 9 | 6 | 12 | 22 | 89 | 199 | 552 | 552 |
| 10 | 7 | 13 | 23 | 89 | 199 | 552 | 552 |
| 11 | 8 | 13 | 24 | 89 | 200 | 553 | 553 |
| 12 | 9 | 15 | 26 | 89 | 200 | 553 | 553 |
| 13 | 9 | 16 | 27 | 90 | 200 | 553 | 553 |
| 14 | 10 | 16 | 29 | 90 | 201 | 554 | 554 |
| 15 | 10 | 17 | 31 | 90 | 201 | 554 | 554 |
| 16 | 12 | 18 | 32 | 90 | 201 | 554 | 554 |
| 17 | 12 | 19 | 33 | 91 | 202 | 555 | 555 |
| 18 | 13 | 19 | 35 | 91 | 202 | 555 | 555 |
| 19 | 13 | 20 | 36 | 92 | 203 | 556 | 556 |
| 20 | 14 | 21 | 37 | 93 | 203 | 556 | 556 |
| 21 | 15 | 22 | 39 | 93 | 204 | 557 | 557 |
| 22 | 15 | 23 | 41 | 94 | 205 | 558 | 558 |
| 23 | 16 | 23 | 42 | 95 | 205 | 558 | 558 |
| 24 | 16 | 25 | 43 | 95 | 206 | 559 | 559 |
| 25 | 17 | 25 | 44 | 95 | 206 | 559 | 559 |
| 26 | 17 | 26 | 45 | 95 | 206 | 559 | 559 |
| 27 | 18 | 26 | 47 | 96 | 206 | 559 | 559 |
| 28 | 19 | 27 | 49 | 96 | 206 | 559 | 559 |
| 29 | 19 | 29 | 50 | 96 | 207 | 559 | 559 |
| 30 | 20 | 29 | 51 | 96 | 207 | 560 | 560 |

Duration (in years)

Credit quality step 0

Credit 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

562

1 507

2

1

6

12

94

208

561

1 200

3

2

6

11

84

202

555

966

4

2

8

13

84

200

553

788

5

3

9

17

86

199

552

653

6

4

9

21

90

199

552

552

7

5

10

22

92

199

552

552

8

6

12

22

90

199

552

552

9

6

12

22

89

199

552

552

10

7

13

23

89

199

552

552

11

8

13

24

89

200

553

553

12

9

15

26

89

200

553

553

13

9

16

27

90

200

553

553

14

10

16

29

90

201

554

554

15

10

17

31

90

201

554

554

16

12

18

32

90

201

554

554

17

12

19

33

91

202

555

555

18

13

19

35

91

202

555

555

19

13

20

36

92

203

556

556

20

14

21

37

93

203

556

556

21

15

22

39

93

204

557

557

22

15

23

41

94

205

558

558

23

16

23

42

95

205

558

558

24

16

25

43

95

206

559

559

25

17

25

44

95

206

559

559

26

17

26

45

95

206

559

559

27

18

26

47

96

206

559

559

28

19

27

49

96

206

559

559

29

19

29

50

96

207

559

559

30

20

29

51

96

207

560

560

3.   Other exposures

3.1.   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 22 | 46 | 170 | 307 | 2 976 |
| 2 | 0 | 15 | 22 | 46 | 170 | 342 | 2 235 |
| 3 | 1 | 16 | 25 | 51 | 164 | 354 | 1 698 |
| 4 | 1 | 17 | 28 | 55 | 162 | 352 | 1 317 |
| 5 | 2 | 19 | 31 | 57 | 162 | 343 | 1 047 |
| 6 | 2 | 22 | 34 | 60 | 162 | 330 | 850 |
| 7 | 4 | 25 | 36 | 62 | 162 | 314 | 704 |
| 8 | 4 | 25 | 37 | 65 | 162 | 298 | 592 |
| 9 | 5 | 26 | 39 | 68 | 162 | 281 | 504 |
| 10 | 5 | 27 | 40 | 70 | 162 | 265 | 435 |
| 11 | 5 | 27 | 41 | 71 | 162 | 255 | 378 |
| 12 | 5 | 27 | 41 | 71 | 162 | 255 | 331 |
| 13 | 5 | 27 | 41 | 71 | 162 | 255 | 291 |
| 14 | 6 | 27 | 41 | 71 | 162 | 255 | 258 |
| 15 | 7 | 27 | 44 | 71 | 162 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 162 | 255 | 255 |
| 17 | 7 | 27 | 50 | 71 | 162 | 255 | 255 |
| 18 | 8 | 27 | 51 | 71 | 162 | 255 | 255 |
| 19 | 8 | 27 | 54 | 71 | 162 | 255 | 255 |
| 20 | 9 | 27 | 57 | 71 | 162 | 255 | 255 |
| 21 | 9 | 27 | 60 | 71 | 162 | 255 | 255 |
| 22 | 9 | 27 | 62 | 71 | 162 | 255 | 255 |
| 23 | 10 | 27 | 65 | 73 | 162 | 255 | 255 |
| 24 | 10 | 27 | 68 | 75 | 162 | 255 | 255 |
| 25 | 11 | 27 | 71 | 78 | 162 | 255 | 255 |
| 26 | 11 | 27 | 74 | 80 | 162 | 255 | 255 |
| 27 | 12 | 27 | 76 | 83 | 162 | 255 | 255 |
| 28 | 12 | 27 | 79 | 85 | 162 | 255 | 255 |
| 29 | 12 | 28 | 82 | 88 | 162 | 255 | 255 |
| 30 | 13 | 28 | 84 | 90 | 162 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

22

46

170

307

2 976

2

0

15

22

46

170

342

2 235

3

1

16

25

51

164

354

1 698

4

1

17

28

55

162

352

1 317

5

2

19

31

57

162

343

1 047

6

2

22

34

60

162

330

850

7

4

25

36

62

162

314

704

8

4

25

37

65

162

298

592

9

5

26

39

68

162

281

504

10

5

27

40

70

162

265

435

11

5

27

41

71

162

255

378

12

5

27

41

71

162

255

331

13

5

27

41

71

162

255

291

14

6

27

41

71

162

255

258

15

7

27

44

71

162

255

255

16

7

27

47

71

162

255

255

17

7

27

50

71

162

255

255

18

8

27

51

71

162

255

255

19

8

27

54

71

162

255

255

20

9

27

57

71

162

255

255

21

9

27

60

71

162

255

255

22

9

27

62

71

162

255

255

23

10

27

65

73

162

255

255

24

10

27

68

75

162

255

255

25

11

27

71

78

162

255

255

26

11

27

74

80

162

255

255

27

12

27

76

83

162

255

255

28

12

27

79

85

162

255

255

29

12

28

82

88

162

255

255

30

13

28

84

90

162

255

255

3.2.   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 20 | 26 | 50 | 174 | 309 | 2 996 |
| 2 | 7 | 22 | 29 | 52 | 176 | 345 | 2 252 |
| 3 | 7 | 22 | 31 | 58 | 171 | 356 | 1 710 |
| 4 | 7 | 24 | 34 | 62 | 168 | 355 | 1 327 |
| 5 | 7 | 25 | 38 | 63 | 168 | 345 | 1 054 |
| 6 | 8 | 28 | 40 | 66 | 167 | 332 | 855 |
| 7 | 9 | 30 | 41 | 67 | 167 | 316 | 707 |
| 8 | 9 | 30 | 42 | 69 | 166 | 299 | 595 |
| 9 | 9 | 31 | 43 | 72 | 166 | 282 | 506 |
| 10 | 9 | 31 | 44 | 74 | 166 | 265 | 436 |
| 11 | 9 | 31 | 44 | 74 | 165 | 258 | 379 |
| 12 | 8 | 30 | 44 | 74 | 165 | 258 | 331 |
| 13 | 8 | 30 | 43 | 74 | 164 | 257 | 292 |
| 14 | 7 | 29 | 43 | 73 | 164 | 257 | 259 |
| 15 | 7 | 29 | 44 | 73 | 163 | 256 | 256 |
| 16 | 7 | 28 | 47 | 72 | 162 | 256 | 256 |
| 17 | 7 | 28 | 50 | 72 | 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 | 256 | 256 |
| 21 | 9 | 28 | 60 | 72 | 163 | 256 | 256 |
| 22 | 9 | 29 | 62 | 72 | 163 | 256 | 256 |
| 23 | 10 | 29 | 65 | 74 | 163 | 256 | 256 |
| 24 | 10 | 29 | 69 | 77 | 163 | 256 | 256 |
| 25 | 11 | 29 | 71 | 79 | 163 | 256 | 256 |
| 26 | 11 | 29 | 74 | 81 | 163 | 257 | 257 |
| 27 | 12 | 29 | 76 | 83 | 163 | 257 | 257 |
| 28 | 12 | 29 | 80 | 86 | 163 | 257 | 257 |
| 29 | 13 | 29 | 82 | 88 | 163 | 257 | 257 |
| 30 | 13 | 29 | 85 | 90 | 163 | 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

174

309

2 996

2

7

22

29

52

176

345

2 252

3

7

22

31

58

171

356

1 710

4

7

24

34

62

168

355

1 327

5

7

25

38

63

168

345

1 054

6

8

28

40

66

167

332

855

7

9

30

41

67

167

316

707

8

9

30

42

69

166

299

595

9

9

31

43

72

166

282

506

10

9

31

44

74

166

265

436

11

9

31

44

74

165

258

379

12

8

30

44

74

165

258

331

13

8

30

43

74

164

257

292

14

7

29

43

73

164

257

259

15

7

29

44

73

163

256

256

16

7

28

47

72

162

256

256

17

7

28

50

72

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

256

256

21

9

28

60

72

163

256

256

22

9

29

62

72

163

256

256

23

10

29

65

74

163

256

256

24

10

29

69

77

163

256

256

25

11

29

71

79

163

256

256

26

11

29

74

81

163

257

257

27

12

29

76

83

163

257

257

28

12

29

80

86

163

257

257

29

13

29

82

88

163

257

257

30

13

29

85

90

163

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 | 170 | 307 | 2 976 |
| 2 | 0 | 15 | 22 | 46 | 170 | 342 | 2 235 |
| 3 | 1 | 16 | 24 | 51 | 164 | 354 | 1 697 |
| 4 | 1 | 17 | 28 | 55 | 161 | 352 | 1 317 |
| 5 | 2 | 19 | 31 | 57 | 161 | 343 | 1 047 |
| 6 | 2 | 22 | 34 | 60 | 161 | 330 | 850 |
| 7 | 4 | 24 | 35 | 62 | 161 | 314 | 704 |
| 8 | 4 | 25 | 37 | 64 | 161 | 298 | 592 |
| 9 | 4 | 26 | 38 | 68 | 161 | 281 | 504 |
| 10 | 5 | 27 | 40 | 70 | 161 | 265 | 434 |
| 11 | 5 | 27 | 40 | 71 | 161 | 255 | 378 |
| 12 | 5 | 27 | 40 | 71 | 161 | 255 | 331 |
| 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 | 50 | 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 | 71 | 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 | 88 | 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

0

15

22

46

170

307

2 976

2

0

15

22

46

170

342

2 235

3

1

16

24

51

164

354

1 697

4

1

17

28

55

161

352

1 317

5

2

19

31

57

161

343

1 047

6

2

22

34

60

161

330

850

7

4

24

35

62

161

314

704

8

4

25

37

64

161

298

592

9

4

26

38

68

161

281

504

10

5

27

40

70

161

265

434

11

5

27

40

71

161

255

378

12

5

27

40

71

161

255

331

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

50

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

71

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

88

161

255

255

30

13

28

84

90

161

255

255

3.4.   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 83 | 98 | 105 | 129 | 253 | 348 | 3 037 |
| 2 | 78 | 93 | 100 | 124 | 247 | 350 | 2 291 |
| 3 | 80 | 96 | 105 | 131 | 244 | 364 | 1 747 |
| 4 | 77 | 94 | 105 | 132 | 239 | 363 | 1 359 |
| 5 | 75 | 93 | 105 | 131 | 236 | 355 | 1 082 |
| 6 | 74 | 93 | 105 | 131 | 233 | 341 | 879 |
| 7 | 73 | 93 | 104 | 131 | 230 | 325 | 728 |
| 8 | 71 | 92 | 104 | 132 | 229 | 322 | 613 |
| 9 | 70 | 92 | 104 | 134 | 227 | 321 | 522 |
| 10 | 66 | 88 | 102 | 131 | 223 | 316 | 450 |
| 11 | 64 | 86 | 99 | 129 | 220 | 313 | 391 |
| 12 | 62 | 84 | 97 | 128 | 218 | 312 | 343 |
| 13 | 61 | 83 | 96 | 127 | 217 | 311 | 311 |
| 14 | 60 | 82 | 96 | 126 | 217 | 310 | 310 |
| 15 | 60 | 82 | 95 | 126 | 216 | 310 | 310 |
| 16 | 59 | 81 | 94 | 125 | 215 | 309 | 309 |
| 17 | 58 | 81 | 94 | 124 | 215 | 308 | 308 |
| 18 | 58 | 80 | 93 | 124 | 214 | 307 | 307 |
| 19 | 57 | 79 | 92 | 123 | 213 | 306 | 306 |
| 20 | 56 | 78 | 91 | 122 | 212 | 306 | 306 |
| 21 | 55 | 77 | 91 | 121 | 212 | 305 | 305 |
| 22 | 54 | 76 | 90 | 120 | 211 | 304 | 304 |
| 23 | 53 | 75 | 89 | 119 | 210 | 303 | 303 |
| 24 | 52 | 74 | 88 | 118 | 209 | 302 | 302 |
| 25 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 26 | 50 | 72 | 86 | 116 | 207 | 300 | 300 |
| 27 | 49 | 71 | 84 | 115 | 205 | 299 | 299 |
| 28 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 29 | 47 | 69 | 85 | 113 | 203 | 297 | 297 |
| 30 | 46 | 68 | 87 | 112 | 202 | 296 | 296 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

83

98

105

129

253

348

3 037

2

78

93

100

124

247

350

2 291

3

80

96

105

131

244

364

1 747

4

77

94

105

132

239

363

1 359

5

75

93

105

131

236

355

1 082

6

74

93

105

131

233

341

879

7

73

93

104

131

230

325

728

8

71

92

104

132

229

322

613

9

70

92

104

134

227

321

522

10

66

88

102

131

223

316

450

11

64

86

99

129

220

313

391

12

62

84

97

128

218

312

343

13

61

83

96

127

217

311

311

14

60

82

96

126

217

310

310

15

60

82

95

126

216

310

310

16

59

81

94

125

215

309

309

17

58

81

94

124

215

308

308

18

58

80

93

124

214

307

307

19

57

79

92

123

213

306

306

20

56

78

91

122

212

306

306

21

55

77

91

121

212

305

305

22

54

76

90

120

211

304

304

23

53

75

89

119

210

303

303

24

52

74

88

118

209

302

302

25

51

73

87

117

208

301

301

26

50

72

86

116

207

300

300

27

49

71

84

115

205

299

299

28

48

70

83

114

204

298

298

29

47

69

85

113

203

297

297

30

46

68

87

112

202

296

296

3.5.   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 19 | 26 | 50 | 174 | 306 | 2 960 |
| 2 | 6 | 21 | 28 | 52 | 176 | 341 | 2 225 |
| 3 | 7 | 23 | 32 | 58 | 171 | 353 | 1 692 |
| 4 | 7 | 24 | 35 | 62 | 169 | 352 | 1 315 |
| 5 | 9 | 27 | 39 | 64 | 169 | 343 | 1 046 |
| 6 | 10 | 29 | 41 | 67 | 169 | 330 | 850 |
| 7 | 11 | 32 | 43 | 69 | 169 | 315 | 705 |
| 8 | 11 | 32 | 43 | 71 | 168 | 299 | 593 |
| 9 | 11 | 32 | 45 | 74 | 168 | 282 | 506 |
| 10 | 10 | 32 | 46 | 75 | 167 | 266 | 436 |
| 11 | 10 | 32 | 45 | 76 | 166 | 260 | 379 |
| 12 | 10 | 32 | 45 | 75 | 166 | 259 | 332 |
| 13 | 9 | 31 | 44 | 75 | 165 | 259 | 293 |
| 14 | 9 | 31 | 44 | 75 | 165 | 258 | 260 |
| 15 | 8 | 30 | 44 | 74 | 165 | 258 | 258 |
| 16 | 8 | 30 | 47 | 73 | 164 | 257 | 257 |
| 17 | 8 | 29 | 50 | 73 | 164 | 257 | 257 |
| 18 | 8 | 29 | 53 | 73 | 164 | 257 | 257 |
| 19 | 8 | 29 | 56 | 73 | 164 | 257 | 257 |
| 20 | 9 | 30 | 58 | 73 | 164 | 257 | 257 |
| 21 | 9 | 30 | 61 | 74 | 164 | 258 | 258 |
| 22 | 10 | 30 | 64 | 74 | 164 | 258 | 258 |
| 23 | 10 | 30 | 66 | 75 | 165 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 165 | 258 | 258 |
| 25 | 11 | 30 | 72 | 79 | 165 | 258 | 258 |
| 26 | 11 | 30 | 74 | 82 | 165 | 258 | 258 |
| 27 | 12 | 30 | 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 | 165 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

19

26

50

174

306

2 960

2

6

21

28

52

176

341

2 225

3

7

23

32

58

171

353

1 692

4

7

24

35

62

169

352

1 315

5

9

27

39

64

169

343

1 046

6

10

29

41

67

169

330

850

7

11

32

43

69

169

315

705

8

11

32

43

71

168

299

593

9

11

32

45

74

168

282

506

10

10

32

46

75

167

266

436

11

10

32

45

76

166

260

379

12

10

32

45

75

166

259

332

13

9

31

44

75

165

259

293

14

9

31

44

75

165

258

260

15

8

30

44

74

165

258

258

16

8

30

47

73

164

257

257

17

8

29

50

73

164

257

257

18

8

29

53

73

164

257

257

19

8

29

56

73

164

257

257

20

9

30

58

73

164

257

257

21

9

30

61

74

164

258

258

22

10

30

64

74

164

258

258

23

10

30

66

75

165

258

258

24

10

30

69

77

165

258

258

25

11

30

72

79

165

258

258

26

11

30

74

82

165

258

258

27

12

30

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

165

258

258

3.6.   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 63 | 70 | 94 | 217 | 315 | 3 060 |
| 2 | 52 | 67 | 74 | 97 | 221 | 353 | 2 311 |
| 3 | 56 | 71 | 80 | 107 | 220 | 367 | 1 763 |
| 4 | 58 | 75 | 86 | 113 | 219 | 366 | 1 372 |
| 5 | 59 | 77 | 90 | 115 | 220 | 358 | 1 093 |
| 6 | 61 | 80 | 92 | 118 | 220 | 345 | 889 |
| 7 | 61 | 82 | 93 | 119 | 219 | 329 | 737 |
| 8 | 60 | 81 | 93 | 121 | 217 | 313 | 621 |
| 9 | 59 | 81 | 93 | 122 | 216 | 309 | 530 |
| 10 | 58 | 80 | 93 | 123 | 214 | 308 | 457 |
| 11 | 56 | 78 | 92 | 122 | 213 | 306 | 397 |
| 12 | 54 | 77 | 90 | 120 | 211 | 304 | 348 |
| 13 | 53 | 75 | 88 | 119 | 209 | 303 | 306 |
| 14 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 15 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 16 | 49 | 71 | 84 | 115 | 205 | 299 | 299 |
| 17 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 18 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 19 | 46 | 68 | 82 | 112 | 203 | 296 | 296 |
| 20 | 46 | 68 | 81 | 111 | 202 | 295 | 295 |
| 21 | 45 | 67 | 80 | 111 | 201 | 295 | 295 |
| 22 | 44 | 66 | 79 | 110 | 200 | 294 | 294 |
| 23 | 43 | 65 | 79 | 109 | 200 | 293 | 293 |
| 24 | 42 | 64 | 78 | 108 | 199 | 292 | 292 |
| 25 | 42 | 64 | 77 | 107 | 198 | 291 | 291 |
| 26 | 41 | 63 | 77 | 107 | 197 | 290 | 290 |
| 27 | 40 | 62 | 80 | 106 | 196 | 289 | 289 |
| 28 | 39 | 61 | 83 | 105 | 195 | 289 | 289 |
| 29 | 38 | 60 | 85 | 104 | 194 | 288 | 288 |
| 30 | 37 | 59 | 89 | 103 | 194 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

63

70

94

217

315

3 060

2

52

67

74

97

221

353

2 311

3

56

71

80

107

220

367

1 763

4

58

75

86

113

219

366

1 372

5

59

77

90

115

220

358

1 093

6

61

80

92

118

220

345

889

7

61

82

93

119

219

329

737

8

60

81

93

121

217

313

621

9

59

81

93

122

216

309

530

10

58

80

93

123

214

308

457

11

56

78

92

122

213

306

397

12

54

77

90

120

211

304

348

13

53

75

88

119

209

303

306

14

51

73

87

117

208

301

301

15

50

72

85

116

206

300

300

16

49

71

84

115

205

299

299

17

48

70

83

114

204

298

298

18

47

69

82

113

203

297

297

19

46

68

82

112

203

296

296

20

46

68

81

111

202

295

295

21

45

67

80

111

201

295

295

22

44

66

79

110

200

294

294

23

43

65

79

109

200

293

293

24

42

64

78

108

199

292

292

25

42

64

77

107

198

291

291

26

41

63

77

107

197

290

290

27

40

62

80

106

196

289

289

28

39

61

83

105

195

289

289

29

38

60

85

104

194

288

288

30

37

59

89

103

194

287

287

3.7.   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 21 | 45 | 169 | 307 | 2 974 |
| 2 | 0 | 14 | 21 | 45 | 169 | 342 | 2 233 |
| 3 | 1 | 15 | 24 | 50 | 163 | 354 | 1 696 |
| 4 | 1 | 16 | 27 | 54 | 161 | 352 | 1 316 |
| 5 | 2 | 18 | 30 | 56 | 161 | 343 | 1 046 |
| 6 | 2 | 21 | 33 | 59 | 161 | 330 | 850 |
| 7 | 3 | 24 | 35 | 61 | 161 | 314 | 703 |
| 8 | 3 | 24 | 36 | 64 | 161 | 298 | 592 |
| 9 | 4 | 25 | 38 | 67 | 161 | 281 | 504 |
| 10 | 4 | 26 | 39 | 69 | 161 | 264 | 434 |
| 11 | 5 | 26 | 40 | 70 | 161 | 254 | 377 |
| 12 | 5 | 26 | 40 | 70 | 161 | 254 | 330 |
| 13 | 5 | 26 | 40 | 70 | 161 | 254 | 291 |
| 14 | 6 | 26 | 41 | 70 | 161 | 254 | 258 |
| 15 | 7 | 26 | 44 | 70 | 161 | 254 | 254 |
| 16 | 7 | 26 | 47 | 70 | 161 | 254 | 254 |
| 17 | 7 | 26 | 49 | 70 | 161 | 254 | 254 |
| 18 | 8 | 26 | 51 | 70 | 161 | 254 | 254 |
| 19 | 8 | 26 | 54 | 70 | 161 | 254 | 254 |
| 20 | 9 | 26 | 57 | 70 | 161 | 254 | 254 |
| 21 | 9 | 26 | 60 | 70 | 161 | 254 | 254 |
| 22 | 9 | 26 | 62 | 71 | 161 | 254 | 254 |
| 23 | 10 | 26 | 65 | 73 | 161 | 254 | 254 |
| 24 | 10 | 26 | 68 | 75 | 161 | 254 | 254 |
| 25 | 11 | 26 | 70 | 78 | 161 | 254 | 254 |
| 26 | 11 | 26 | 74 | 80 | 161 | 254 | 254 |
| 27 | 12 | 26 | 76 | 83 | 161 | 254 | 254 |
| 28 | 12 | 27 | 79 | 85 | 161 | 254 | 254 |
| 29 | 12 | 28 | 82 | 88 | 161 | 254 | 254 |
| 30 | 13 | 28 | 84 | 90 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

21

45

169

307

2 974

2

0

14

21

45

169

342

2 233

3

1

15

24

50

163

354

1 696

4

1

16

27

54

161

352

1 316

5

2

18

30

56

161

343

1 046

6

2

21

33

59

161

330

850

7

3

24

35

61

161

314

703

8

3

24

36

64

161

298

592

9

4

25

38

67

161

281

504

10

4

26

39

69

161

264

434

11

5

26

40

70

161

254

377

12

5

26

40

70

161

254

330

13

5

26

40

70

161

254

291

14

6

26

41

70

161

254

258

15

7

26

44

70

161

254

254

16

7

26

47

70

161

254

254

17

7

26

49

70

161

254

254

18

8

26

51

70

161

254

254

19

8

26

54

70

161

254

254

20

9

26

57

70

161

254

254

21

9

26

60

70

161

254

254

22

9

26

62

71

161

254

254

23

10

26

65

73

161

254

254

24

10

26

68

75

161

254

254

25

11

26

70

78

161

254

254

26

11

26

74

80

161

254

254

27

12

26

76

83

161

254

254

28

12

27

79

85

161

254

254

29

12

28

82

88

161

254

254

30

13

28

84

90

161

254

254

3.8.   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 23 | 47 | 188 | 311 | 3 012 |
| 2 | 0 | 11 | 23 | 47 | 188 | 346 | 2 261 |
| 3 | 1 | 11 | 24 | 51 | 182 | 358 | 1 717 |
| 4 | 1 | 13 | 27 | 57 | 179 | 356 | 1 332 |
| 5 | 2 | 16 | 29 | 60 | 178 | 347 | 1 058 |
| 6 | 2 | 18 | 33 | 61 | 177 | 333 | 860 |
| 7 | 3 | 21 | 36 | 60 | 175 | 317 | 711 |
| 8 | 3 | 23 | 37 | 59 | 174 | 301 | 598 |
| 9 | 6 | 31 | 41 | 58 | 173 | 284 | 510 |
| 10 | 8 | 34 | 41 | 57 | 172 | 267 | 439 |
| 11 | 7 | 33 | 40 | 56 | 172 | 265 | 381 |
| 12 | 6 | 31 | 40 | 55 | 171 | 264 | 334 |
| 13 | 5 | 30 | 40 | 55 | 170 | 263 | 294 |
| 14 | 6 | 30 | 41 | 55 | 169 | 263 | 263 |
| 15 | 7 | 30 | 44 | 55 | 168 | 262 | 262 |
| 16 | 7 | 30 | 47 | 57 | 167 | 260 | 260 |
| 17 | 7 | 30 | 50 | 60 | 166 | 259 | 259 |
| 18 | 8 | 30 | 52 | 62 | 165 | 259 | 259 |
| 19 | 8 | 30 | 55 | 65 | 165 | 259 | 259 |
| 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 | 74 | 166 | 259 | 259 |
| 24 | 10 | 30 | 69 | 77 | 165 | 258 | 258 |
| 25 | 11 | 30 | 71 | 78 | 165 | 258 | 258 |
| 26 | 11 | 30 | 74 | 80 | 164 | 258 | 258 |
| 27 | 12 | 30 | 76 | 83 | 164 | 257 | 257 |
| 28 | 12 | 30 | 79 | 85 | 164 | 257 | 257 |
| 29 | 12 | 30 | 82 | 87 | 163 | 257 | 257 |
| 30 | 13 | 30 | 84 | 90 | 163 | 256 | 256 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

23

47

188

311

3 012

2

0

11

23

47

188

346

2 261

3

1

11

24

51

182

358

1 717

4

1

13

27

57

179

356

1 332

5

2

16

29

60

178

347

1 058

6

2

18

33

61

177

333

860

7

3

21

36

60

175

317

711

8

3

23

37

59

174

301

598

9

6

31

41

58

173

284

510

10

8

34

41

57

172

267

439

11

7

33

40

56

172

265

381

12

6

31

40

55

171

264

334

13

5

30

40

55

170

263

294

14

6

30

41

55

169

263

263

15

7

30

44

55

168

262

262

16

7

30

47

57

167

260

260

17

7

30

50

60

166

259

259

18

8

30

52

62

165

259

259

19

8

30

55

65

165

259

259

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

74

166

259

259

24

10

30

69

77

165

258

258

25

11

30

71

78

165

258

258

26

11

30

74

80

164

258

258

27

12

30

76

83

164

257

257

28

12

30

79

85

164

257

257

29

12

30

82

87

163

257

257

30

13

30

84

90

163

256

256

3.9.   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 85 | 100 | 107 | 130 | 254 | 350 | 3 029 |
| 2 | 82 | 97 | 104 | 127 | 251 | 350 | 2 290 |
| 3 | 79 | 94 | 103 | 130 | 243 | 365 | 1 750 |
| 4 | 76 | 93 | 104 | 131 | 237 | 365 | 1 364 |
| 5 | 73 | 91 | 104 | 129 | 234 | 357 | 1 087 |
| 6 | 72 | 92 | 104 | 130 | 231 | 344 | 885 |
| 7 | 71 | 91 | 102 | 129 | 228 | 328 | 733 |
| 8 | 68 | 89 | 101 | 129 | 225 | 319 | 617 |
| 9 | 66 | 87 | 100 | 129 | 223 | 316 | 527 |
| 10 | 64 | 86 | 100 | 129 | 221 | 314 | 454 |
| 11 | 63 | 85 | 98 | 128 | 219 | 312 | 395 |
| 12 | 61 | 83 | 96 | 127 | 217 | 311 | 346 |
| 13 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 14 | 58 | 80 | 93 | 123 | 214 | 307 | 307 |
| 15 | 56 | 78 | 92 | 122 | 212 | 306 | 306 |
| 16 | 55 | 77 | 90 | 121 | 211 | 304 | 304 |
| 17 | 54 | 76 | 89 | 120 | 210 | 303 | 303 |
| 18 | 53 | 75 | 88 | 118 | 209 | 302 | 302 |
| 19 | 52 | 74 | 87 | 118 | 208 | 301 | 301 |
| 20 | 51 | 73 | 86 | 117 | 207 | 300 | 300 |
| 21 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 22 | 49 | 71 | 84 | 115 | 205 | 299 | 299 |
| 23 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 24 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 25 | 46 | 68 | 81 | 112 | 202 | 296 | 296 |
| 26 | 45 | 67 | 80 | 111 | 201 | 295 | 295 |
| 27 | 44 | 66 | 79 | 110 | 200 | 294 | 294 |
| 28 | 43 | 65 | 83 | 109 | 199 | 293 | 293 |
| 29 | 42 | 64 | 85 | 108 | 198 | 292 | 292 |
| 30 | 41 | 63 | 88 | 107 | 197 | 291 | 291 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

85

100

107

130

254

350

3 029

2

82

97

104

127

251

350

2 290

3

79

94

103

130

243

365

1 750

4

76

93

104

131

237

365

1 364

5

73

91

104

129

234

357

1 087

6

72

92

104

130

231

344

885

7

71

91

102

129

228

328

733

8

68

89

101

129

225

319

617

9

66

87

100

129

223

316

527

10

64

86

100

129

221

314

454

11

63

85

98

128

219

312

395

12

61

83

96

127

217

311

346

13

59

81

95

125

216

309

309

14

58

80

93

123

214

307

307

15

56

78

92

122

212

306

306

16

55

77

90

121

211

304

304

17

54

76

89

120

210

303

303

18

53

75

88

118

209

302

302

19

52

74

87

118

208

301

301

20

51

73

86

117

207

300

300

21

50

72

85

116

206

300

300

22

49

71

84

115

205

299

299

23

48

70

83

114

204

298

298

24

47

69

82

113

203

297

297

25

46

68

81

112

202

296

296

26

45

67

80

111

201

295

295

27

44

66

79

110

200

294

294

28

43

65

83

109

199

293

293

29

42

64

85

108

198

292

292

30

41

63

88

107

197

291

291

3.10.   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 56 | 71 | 78 | 102 | 226 | 321 | 3 069 |
| 2 | 55 | 69 | 76 | 100 | 224 | 352 | 2 306 |
| 3 | 52 | 68 | 77 | 104 | 217 | 365 | 1 754 |
| 4 | 51 | 68 | 79 | 106 | 213 | 364 | 1 363 |
| 5 | 50 | 68 | 80 | 105 | 210 | 355 | 1 085 |
| 6 | 49 | 68 | 80 | 106 | 208 | 341 | 882 |
| 7 | 49 | 69 | 80 | 107 | 206 | 326 | 730 |
| 8 | 47 | 68 | 80 | 107 | 204 | 309 | 615 |
| 9 | 46 | 67 | 80 | 109 | 203 | 296 | 524 |
| 10 | 45 | 67 | 80 | 110 | 201 | 295 | 451 |
| 11 | 44 | 66 | 79 | 109 | 200 | 293 | 392 |
| 12 | 43 | 65 | 78 | 109 | 199 | 293 | 343 |
| 13 | 42 | 64 | 78 | 108 | 199 | 292 | 302 |
| 14 | 41 | 64 | 77 | 107 | 198 | 291 | 291 |
| 15 | 41 | 63 | 76 | 107 | 197 | 290 | 290 |
| 16 | 40 | 62 | 75 | 106 | 196 | 289 | 289 |
| 17 | 39 | 61 | 74 | 105 | 195 | 289 | 289 |
| 18 | 38 | 60 | 74 | 104 | 195 | 288 | 288 |
| 19 | 38 | 60 | 73 | 104 | 194 | 287 | 287 |
| 20 | 38 | 60 | 73 | 103 | 194 | 287 | 287 |
| 21 | 37 | 59 | 73 | 103 | 194 | 287 | 287 |
| 22 | 37 | 59 | 72 | 103 | 193 | 286 | 286 |
| 23 | 36 | 58 | 72 | 102 | 193 | 286 | 286 |
| 24 | 36 | 58 | 71 | 102 | 192 | 285 | 285 |
| 25 | 35 | 57 | 73 | 101 | 191 | 285 | 285 |
| 26 | 34 | 56 | 76 | 100 | 191 | 284 | 284 |
| 27 | 34 | 56 | 79 | 100 | 190 | 283 | 283 |
| 28 | 33 | 55 | 81 | 99 | 189 | 283 | 283 |
| 29 | 32 | 54 | 85 | 98 | 189 | 282 | 282 |
| 30 | 32 | 54 | 87 | 98 | 188 | 281 | 281 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

56

71

78

102

226

321

3 069

2

55

69

76

100

224

352

2 306

3

52

68

77

104

217

365

1 754

4

51

68

79

106

213

364

1 363

5

50

68

80

105

210

355

1 085

6

49

68

80

106

208

341

882

7

49

69

80

107

206

326

730

8

47

68

80

107

204

309

615

9

46

67

80

109

203

296

524

10

45

67

80

110

201

295

451

11

44

66

79

109

200

293

392

12

43

65

78

109

199

293

343

13

42

64

78

108

199

292

302

14

41

64

77

107

198

291

291

15

41

63

76

107

197

290

290

16

40

62

75

106

196

289

289

17

39

61

74

105

195

289

289

18

38

60

74

104

195

288

288

19

38

60

73

104

194

287

287

20

38

60

73

103

194

287

287

21

37

59

73

103

194

287

287

22

37

59

72

103

193

286

286

23

36

58

72

102

193

286

286

24

36

58

71

102

192

285

285

25

35

57

73

101

191

285

285

26

34

56

76

100

191

284

284

27

34

56

79

100

190

283

283

28

33

55

81

99

189

283

283

29

32

54

85

98

189

282

282

30

32

54

87

98

188

281

281

3.11.   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 40 | 47 | 71 | 195 | 312 | 3 026 |
| 2 | 26 | 41 | 48 | 72 | 195 | 348 | 2 276 |
| 3 | 24 | 40 | 49 | 75 | 188 | 360 | 1 728 |
| 4 | 23 | 40 | 51 | 78 | 185 | 358 | 1 341 |
| 5 | 23 | 41 | 54 | 79 | 184 | 349 | 1 065 |
| 6 | 24 | 43 | 55 | 82 | 183 | 335 | 865 |
| 7 | 25 | 45 | 56 | 83 | 182 | 319 | 716 |
| 8 | 24 | 45 | 57 | 85 | 181 | 302 | 602 |
| 9 | 24 | 45 | 58 | 87 | 181 | 285 | 513 |
| 10 | 23 | 45 | 59 | 88 | 180 | 273 | 441 |
| 11 | 23 | 45 | 58 | 89 | 179 | 273 | 384 |
| 12 | 22 | 44 | 57 | 88 | 178 | 272 | 336 |
| 13 | 21 | 43 | 57 | 87 | 178 | 271 | 296 |
| 14 | 20 | 42 | 56 | 86 | 177 | 270 | 270 |
| 15 | 20 | 42 | 55 | 86 | 176 | 269 | 269 |
| 16 | 19 | 41 | 54 | 84 | 175 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 174 | 268 | 268 |
| 18 | 17 | 40 | 53 | 83 | 174 | 267 | 267 |
| 19 | 17 | 39 | 56 | 83 | 174 | 267 | 267 |
| 20 | 17 | 39 | 58 | 83 | 174 | 267 | 267 |
| 21 | 17 | 39 | 61 | 83 | 174 | 267 | 267 |
| 22 | 17 | 39 | 64 | 83 | 174 | 267 | 267 |
| 23 | 17 | 39 | 66 | 83 | 173 | 267 | 267 |
| 24 | 17 | 39 | 69 | 83 | 173 | 267 | 267 |
| 25 | 17 | 39 | 72 | 83 | 173 | 266 | 266 |
| 26 | 16 | 38 | 75 | 82 | 173 | 266 | 266 |
| 27 | 16 | 38 | 78 | 85 | 173 | 266 | 266 |
| 28 | 16 | 38 | 80 | 87 | 172 | 266 | 266 |
| 29 | 16 | 38 | 83 | 89 | 172 | 265 | 265 |
| 30 | 15 | 37 | 86 | 91 | 172 | 265 | 265 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

25

40

47

71

195

312

3 026

2

26

41

48

72

195

348

2 276

3

24

40

49

75

188

360

1 728

4

23

40

51

78

185

358

1 341

5

23

41

54

79

184

349

1 065

6

24

43

55

82

183

335

865

7

25

45

56

83

182

319

716

8

24

45

57

85

181

302

602

9

24

45

58

87

181

285

513

10

23

45

59

88

180

273

441

11

23

45

58

89

179

273

384

12

22

44

57

88

178

272

336

13

21

43

57

87

178

271

296

14

20

42

56

86

177

270

270

15

20

42

55

86

176

269

269

16

19

41

54

84

175

268

268

17

18

40

53

84

174

268

268

18

17

40

53

83

174

267

267

19

17

39

56

83

174

267

267

20

17

39

58

83

174

267

267

21

17

39

61

83

174

267

267

22

17

39

64

83

174

267

267

23

17

39

66

83

173

267

267

24

17

39

69

83

173

267

267

25

17

39

72

83

173

266

266

26

16

38

75

82

173

266

266

27

16

38

78

85

173

266

266

28

16

38

80

87

172

266

266

29

16

38

83

89

172

265

265

30

15

37

86

91

172

265

265

3.12.   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 25 | 149 | 305 | 2 945 |
| 2 | 0 | 1 | 6 | 26 | 150 | 339 | 2 211 |
| 3 | 1 | 2 | 10 | 31 | 144 | 350 | 1 679 |
| 4 | 1 | 3 | 13 | 35 | 142 | 349 | 1 303 |
| 5 | 2 | 4 | 16 | 37 | 142 | 340 | 1 035 |
| 6 | 2 | 5 | 19 | 40 | 142 | 326 | 840 |
| 7 | 3 | 6 | 22 | 42 | 142 | 311 | 696 |
| 8 | 3 | 7 | 24 | 45 | 142 | 294 | 585 |
| 9 | 4 | 8 | 27 | 48 | 142 | 278 | 498 |
| 10 | 4 | 9 | 30 | 50 | 142 | 261 | 429 |
| 11 | 5 | 10 | 33 | 52 | 143 | 245 | 373 |
| 12 | 5 | 11 | 35 | 51 | 142 | 235 | 326 |
| 13 | 5 | 12 | 38 | 52 | 143 | 236 | 287 |
| 14 | 6 | 13 | 41 | 52 | 143 | 236 | 255 |
| 15 | 7 | 14 | 43 | 53 | 141 | 234 | 234 |
| 16 | 7 | 15 | 45 | 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 | 67 | 142 | 235 | 235 |
| 22 | 9 | 20 | 62 | 71 | 142 | 235 | 235 |
| 23 | 10 | 22 | 65 | 73 | 142 | 235 | 235 |
| 24 | 10 | 23 | 67 | 75 | 142 | 235 | 235 |
| 25 | 11 | 23 | 70 | 77 | 142 | 235 | 235 |
| 26 | 11 | 25 | 72 | 80 | 142 | 235 | 235 |
| 27 | 11 | 25 | 75 | 81 | 143 | 235 | 235 |
| 28 | 12 | 26 | 77 | 84 | 145 | 235 | 235 |
| 29 | 12 | 27 | 80 | 86 | 146 | 235 | 235 |
| 30 | 13 | 28 | 83 | 88 | 148 | 235 | 235 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

25

149

305

2 945

2

0

1

6

26

150

339

2 211

3

1

2

10

31

144

350

1 679

4

1

3

13

35

142

349

1 303

5

2

4

16

37

142

340

1 035

6

2

5

19

40

142

326

840

7

3

6

22

42

142

311

696

8

3

7

24

45

142

294

585

9

4

8

27

48

142

278

498

10

4

9

30

50

142

261

429

11

5

10

33

52

143

245

373

12

5

11

35

51

142

235

326

13

5

12

38

52

143

236

287

14

6

13

41

52

143

236

255

15

7

14

43

53

141

234

234

16

7

15

45

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

67

142

235

235

22

9

20

62

71

142

235

235

23

10

22

65

73

142

235

235

24

10

23

67

75

142

235

235

25

11

23

70

77

142

235

235

26

11

25

72

80

142

235

235

27

11

25

75

81

143

235

235

28

12

26

77

84

145

235

235

29

12

27

80

86

146

235

235

30

13

28

83

88

148

235

235

3.13.   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 57 | 64 | 88 | 211 | 318 | 3 083 |
| 2 | 42 | 57 | 64 | 88 | 211 | 353 | 2 315 |
| 3 | 41 | 57 | 66 | 92 | 205 | 365 | 1 758 |
| 4 | 40 | 57 | 68 | 95 | 202 | 364 | 1 364 |
| 5 | 40 | 58 | 70 | 96 | 201 | 354 | 1 083 |
| 6 | 40 | 60 | 72 | 98 | 199 | 340 | 879 |
| 7 | 41 | 61 | 72 | 99 | 198 | 324 | 727 |
| 8 | 40 | 61 | 72 | 100 | 197 | 307 | 611 |
| 9 | 39 | 61 | 73 | 102 | 196 | 289 | 520 |
| 10 | 39 | 60 | 74 | 104 | 195 | 288 | 448 |
| 11 | 38 | 60 | 73 | 104 | 194 | 288 | 389 |
| 12 | 37 | 59 | 72 | 103 | 193 | 287 | 340 |
| 13 | 36 | 58 | 72 | 102 | 193 | 286 | 300 |
| 14 | 36 | 58 | 71 | 101 | 192 | 285 | 285 |
| 15 | 35 | 57 | 70 | 101 | 191 | 285 | 285 |
| 16 | 34 | 56 | 69 | 100 | 190 | 284 | 284 |
| 17 | 33 | 55 | 69 | 99 | 190 | 283 | 283 |
| 18 | 33 | 55 | 68 | 99 | 189 | 282 | 282 |
| 19 | 32 | 54 | 68 | 98 | 189 | 282 | 282 |
| 20 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 21 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 22 | 32 | 54 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 66 | 97 | 187 | 281 | 281 |
| 24 | 31 | 53 | 69 | 96 | 187 | 280 | 280 |
| 25 | 30 | 52 | 73 | 96 | 186 | 280 | 280 |
| 26 | 29 | 52 | 75 | 95 | 186 | 279 | 279 |
| 27 | 29 | 51 | 78 | 95 | 185 | 279 | 279 |
| 28 | 28 | 50 | 81 | 94 | 185 | 278 | 278 |
| 29 | 28 | 50 | 83 | 94 | 184 | 277 | 277 |
| 30 | 27 | 49 | 86 | 93 | 183 | 277 | 277 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

57

64

88

211

318

3 083

2

42

57

64

88

211

353

2 315

3

41

57

66

92

205

365

1 758

4

40

57

68

95

202

364

1 364

5

40

58

70

96

201

354

1 083

6

40

60

72

98

199

340

879

7

41

61

72

99

198

324

727

8

40

61

72

100

197

307

611

9

39

61

73

102

196

289

520

10

39

60

74

104

195

288

448

11

38

60

73

104

194

288

389

12

37

59

72

103

193

287

340

13

36

58

72

102

193

286

300

14

36

58

71

101

192

285

285

15

35

57

70

101

191

285

285

16

34

56

69

100

190

284

284

17

33

55

69

99

190

283

283

18

33

55

68

99

189

282

282

19

32

54

68

98

189

282

282

20

32

54

67

98

188

282

282

21

32

54

67

98

188

282

282

22

32

54

67

97

188

281

281

23

31

53

66

97

187

281

281

24

31

53

69

96

187

280

280

25

30

52

73

96

186

280

280

26

29

52

75

95

186

279

279

27

29

51

78

95

185

279

279

28

28

50

81

94

185

278

278

29

28

50

83

94

184

277

277

30

27

49

86

93

183

277

277

3.14.   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 23 | 30 | 54 | 178 | 315 | 3 052 |
| 2 | 13 | 28 | 35 | 58 | 182 | 351 | 2 295 |
| 3 | 16 | 31 | 40 | 67 | 180 | 363 | 1 745 |
| 4 | 18 | 35 | 46 | 73 | 180 | 362 | 1 355 |
| 5 | 21 | 39 | 51 | 76 | 181 | 352 | 1 077 |
| 6 | 20 | 39 | 51 | 77 | 179 | 339 | 874 |
| 7 | 26 | 46 | 57 | 84 | 183 | 323 | 724 |
| 8 | 24 | 45 | 57 | 85 | 182 | 306 | 608 |
| 9 | 26 | 47 | 60 | 89 | 183 | 288 | 518 |
| 10 | 28 | 50 | 63 | 93 | 184 | 278 | 446 |
| 11 | 29 | 51 | 64 | 95 | 185 | 279 | 387 |
| 12 | 30 | 52 | 65 | 96 | 186 | 280 | 339 |
| 13 | 30 | 53 | 66 | 96 | 187 | 280 | 299 |
| 14 | 31 | 53 | 66 | 97 | 187 | 280 | 280 |
| 15 | 31 | 53 | 66 | 97 | 187 | 281 | 281 |
| 16 | 30 | 52 | 66 | 96 | 187 | 280 | 280 |
| 17 | 30 | 52 | 66 | 96 | 187 | 280 | 280 |
| 18 | 29 | 52 | 65 | 95 | 186 | 279 | 279 |
| 19 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 20 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 21 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 22 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 23 | 28 | 51 | 67 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 69 | 94 | 184 | 278 | 278 |
| 25 | 28 | 50 | 73 | 94 | 184 | 277 | 277 |
| 26 | 27 | 49 | 75 | 93 | 183 | 277 | 277 |
| 27 | 27 | 49 | 78 | 93 | 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

8

23

30

54

178

315

3 052

2

13

28

35

58

182

351

2 295

3

16

31

40

67

180

363

1 745

4

18

35

46

73

180

362

1 355

5

21

39

51

76

181

352

1 077

6

20

39

51

77

179

339

874

7

26

46

57

84

183

323

724

8

24

45

57

85

182

306

608

9

26

47

60

89

183

288

518

10

28

50

63

93

184

278

446

11

29

51

64

95

185

279

387

12

30

52

65

96

186

280

339

13

30

53

66

96

187

280

299

14

31

53

66

97

187

280

280

15

31

53

66

97

187

281

281

16

30

52

66

96

187

280

280

17

30

52

66

96

187

280

280

18

29

52

65

95

186

279

279

19

29

51

64

95

185

279

279

20

29

51

64

95

185

279

279

21

29

51

64

95

185

279

279

22

29

51

64

95

185

278

278

23

28

51

67

94

185

278

278

24

28

50

69

94

184

278

278

25

28

50

73

94

184

277

277

26

27

49

75

93

183

277

277

27

27

49

78

93

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 | 7 | 22 | 29 | 53 | 177 | 312 | 3 025 |
| 2 | 9 | 24 | 30 | 54 | 178 | 347 | 2 273 |
| 3 | 9 | 25 | 34 | 61 | 173 | 359 | 1 726 |
| 4 | 10 | 27 | 38 | 65 | 171 | 358 | 1 339 |
| 5 | 11 | 29 | 41 | 67 | 172 | 348 | 1 064 |
| 6 | 13 | 32 | 44 | 70 | 172 | 335 | 864 |
| 7 | 14 | 35 | 46 | 72 | 172 | 319 | 714 |
| 8 | 14 | 35 | 47 | 75 | 172 | 302 | 601 |
| 9 | 15 | 37 | 49 | 78 | 172 | 285 | 512 |
| 10 | 16 | 38 | 51 | 81 | 172 | 268 | 441 |
| 11 | 16 | 38 | 51 | 82 | 172 | 266 | 383 |
| 12 | 16 | 38 | 52 | 82 | 173 | 266 | 335 |
| 13 | 16 | 39 | 52 | 82 | 173 | 266 | 295 |
| 14 | 17 | 39 | 52 | 83 | 173 | 266 | 266 |
| 15 | 17 | 39 | 52 | 83 | 173 | 266 | 266 |
| 16 | 16 | 38 | 52 | 82 | 173 | 266 | 266 |
| 17 | 16 | 39 | 52 | 82 | 173 | 266 | 266 |
| 18 | 16 | 38 | 53 | 82 | 173 | 266 | 266 |
| 19 | 16 | 38 | 55 | 82 | 173 | 266 | 266 |
| 20 | 17 | 39 | 58 | 83 | 173 | 266 | 266 |
| 21 | 17 | 39 | 61 | 83 | 173 | 266 | 266 |
| 22 | 17 | 39 | 64 | 83 | 173 | 266 | 266 |
| 23 | 16 | 38 | 66 | 82 | 173 | 266 | 266 |
| 24 | 16 | 38 | 69 | 82 | 172 | 266 | 266 |
| 25 | 16 | 38 | 71 | 82 | 172 | 265 | 265 |
| 26 | 15 | 37 | 74 | 82 | 172 | 265 | 265 |
| 27 | 15 | 37 | 77 | 83 | 172 | 265 | 265 |
| 28 | 15 | 37 | 80 | 86 | 171 | 264 | 264 |
| 29 | 15 | 37 | 82 | 88 | 171 | 264 | 264 |
| 30 | 14 | 36 | 85 | 90 | 171 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

22

29

53

177

312

3 025

2

9

24

30

54

178

347

2 273

3

9

25

34

61

173

359

1 726

4

10

27

38

65

171

358

1 339

5

11

29

41

67

172

348

1 064

6

13

32

44

70

172

335

864

7

14

35

46

72

172

319

714

8

14

35

47

75

172

302

601

9

15

37

49

78

172

285

512

10

16

38

51

81

172

268

441

11

16

38

51

82

172

266

383

12

16

38

52

82

173

266

335

13

16

39

52

82

173

266

295

14

17

39

52

83

173

266

266

15

17

39

52

83

173

266

266

16

16

38

52

82

173

266

266

17

16

39

52

82

173

266

266

18

16

38

53

82

173

266

266

19

16

38

55

82

173

266

266

20

17

39

58

83

173

266

266

21

17

39

61

83

173

266

266

22

17

39

64

83

173

266

266

23

16

38

66

82

173

266

266

24

16

38

69

82

172

266

266

25

16

38

71

82

172

265

265

26

15

37

74

82

172

265

265

27

15

37

77

83

172

265

265

28

15

37

80

86

171

264

264

29

15

37

82

88

171

264

264

30

14

36

85

90

171

264

264

3.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 44 | 59 | 66 | 90 | 213 | 324 | 3 153 |
| 2 | 47 | 62 | 69 | 93 | 216 | 361 | 2 371 |
| 3 | 49 | 65 | 74 | 100 | 213 | 374 | 1 803 |
| 4 | 50 | 67 | 78 | 105 | 212 | 373 | 1 400 |
| 5 | 52 | 70 | 82 | 107 | 212 | 363 | 1 113 |
| 6 | 54 | 73 | 85 | 111 | 213 | 349 | 904 |
| 7 | 55 | 75 | 86 | 113 | 212 | 333 | 748 |
| 8 | 54 | 75 | 87 | 115 | 212 | 316 | 629 |
| 9 | 55 | 76 | 89 | 118 | 211 | 305 | 536 |
| 10 | 55 | 77 | 90 | 120 | 211 | 305 | 461 |
| 11 | 55 | 77 | 90 | 120 | 211 | 304 | 400 |
| 12 | 54 | 76 | 89 | 120 | 210 | 304 | 350 |
| 13 | 53 | 75 | 88 | 119 | 209 | 303 | 308 |
| 14 | 52 | 74 | 88 | 118 | 209 | 302 | 302 |
| 15 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 16 | 50 | 72 | 86 | 116 | 207 | 300 | 300 |
| 17 | 49 | 72 | 85 | 115 | 206 | 299 | 299 |
| 18 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 19 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 20 | 47 | 69 | 83 | 113 | 204 | 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 | 294 | 294 |
| 25 | 43 | 65 | 78 | 109 | 199 | 293 | 293 |
| 26 | 42 | 64 | 78 | 108 | 198 | 292 | 292 |
| 27 | 41 | 63 | 80 | 107 | 198 | 291 | 291 |
| 28 | 40 | 62 | 83 | 106 | 197 | 290 | 290 |
| 29 | 39 | 61 | 86 | 105 | 196 | 289 | 289 |
| 30 | 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

324

3 153

2

47

62

69

93

216

361

2 371

3

49

65

74

100

213

374

1 803

4

50

67

78

105

212

373

1 400

5

52

70

82

107

212

363

1 113

6

54

73

85

111

213

349

904

7

55

75

86

113

212

333

748

8

54

75

87

115

212

316

629

9

55

76

89

118

211

305

536

10

55

77

90

120

211

305

461

11

55

77

90

120

211

304

400

12

54

76

89

120

210

304

350

13

53

75

88

119

209

303

308

14

52

74

88

118

209

302

302

15

51

73

87

117

208

301

301

16

50

72

86

116

207

300

300

17

49

72

85

115

206

299

299

18

49

71

84

115

205

298

298

19

48

70

83

114

204

298

298

20

47

69

83

113

204

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

294

294

25

43

65

78

109

199

293

293

26

42

64

78

108

198

292

292

27

41

63

80

107

198

291

291

28

40

62

83

106

197

290

290

29

39

61

86

105

196

289

289

30

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 | 121 | 244 | 340 | 3 202 |
| 2 | 79 | 94 | 101 | 125 | 248 | 367 | 2 411 |
| 3 | 79 | 95 | 103 | 130 | 243 | 380 | 1 834 |
| 4 | 78 | 95 | 106 | 133 | 239 | 379 | 1 428 |
| 5 | 80 | 99 | 111 | 136 | 241 | 371 | 1 136 |
| 6 | 83 | 102 | 114 | 140 | 242 | 357 | 924 |
| 7 | 85 | 105 | 116 | 142 | 242 | 340 | 765 |
| 8 | 85 | 106 | 118 | 146 | 243 | 336 | 643 |
| 9 | 86 | 108 | 120 | 150 | 243 | 337 | 548 |
| 10 | 87 | 109 | 122 | 152 | 243 | 337 | 472 |
| 11 | 86 | 109 | 122 | 152 | 243 | 336 | 410 |
| 12 | 86 | 108 | 121 | 151 | 242 | 335 | 359 |
| 13 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 14 | 83 | 105 | 118 | 149 | 239 | 332 | 332 |
| 15 | 81 | 103 | 117 | 147 | 238 | 331 | 331 |
| 16 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 17 | 78 | 100 | 114 | 144 | 235 | 328 | 328 |
| 18 | 77 | 99 | 112 | 143 | 233 | 327 | 327 |
| 19 | 76 | 98 | 111 | 141 | 232 | 325 | 325 |
| 20 | 74 | 96 | 110 | 140 | 231 | 324 | 324 |
| 21 | 73 | 95 | 108 | 139 | 229 | 323 | 323 |
| 22 | 71 | 93 | 107 | 137 | 228 | 321 | 321 |
| 23 | 70 | 92 | 105 | 136 | 226 | 320 | 320 |
| 24 | 68 | 90 | 104 | 134 | 225 | 318 | 318 |
| 25 | 67 | 89 | 102 | 133 | 223 | 316 | 316 |
| 26 | 65 | 87 | 101 | 131 | 222 | 315 | 315 |
| 27 | 64 | 86 | 99 | 130 | 220 | 313 | 313 |
| 28 | 62 | 84 | 98 | 128 | 219 | 312 | 312 |
| 29 | 61 | 83 | 96 | 127 | 217 | 310 | 310 |
| 30 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

75

90

97

121

244

340

3 202

2

79

94

101

125

248

367

2 411

3

79

95

103

130

243

380

1 834

4

78

95

106

133

239

379

1 428

5

80

99

111

136

241

371

1 136

6

83

102

114

140

242

357

924

7

85

105

116

142

242

340

765

8

85

106

118

146

243

336

643

9

86

108

120

150

243

337

548

10

87

109

122

152

243

337

472

11

86

109

122

152

243

336

410

12

86

108

121

151

242

335

359

13

84

106

120

150

241

334

334

14

83

105

118

149

239

332

332

15

81

103

117

147

238

331

331

16

80

102

115

146

236

329

329

17

78

100

114

144

235

328

328

18

77

99

112

143

233

327

327

19

76

98

111

141

232

325

325

20

74

96

110

140

231

324

324

21

73

95

108

139

229

323

323

22

71

93

107

137

228

321

321

23

70

92

105

136

226

320

320

24

68

90

104

134

225

318

318

25

67

89

102

133

223

316

316

26

65

87

101

131

222

315

315

27

64

86

99

130

220

313

313

28

62

84

98

128

219

312

312

29

61

83

96

127

217

310

310

30

59

81

95

125

216

309

309

3.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 22 | 46 | 169 | 312 | 3 022 |
| 2 | 4 | 18 | 25 | 49 | 173 | 348 | 2 274 |
| 3 | 6 | 21 | 30 | 57 | 170 | 360 | 1 729 |
| 4 | 8 | 24 | 35 | 63 | 169 | 359 | 1 343 |
| 5 | 10 | 28 | 40 | 66 | 171 | 349 | 1 067 |
| 6 | 12 | 31 | 43 | 70 | 171 | 336 | 867 |
| 7 | 14 | 35 | 46 | 72 | 172 | 320 | 717 |
| 8 | 14 | 35 | 47 | 75 | 172 | 303 | 603 |
| 9 | 15 | 37 | 49 | 78 | 172 | 286 | 514 |
| 10 | 16 | 37 | 51 | 81 | 172 | 269 | 442 |
| 11 | 16 | 38 | 51 | 81 | 172 | 265 | 384 |
| 12 | 15 | 38 | 51 | 81 | 172 | 265 | 336 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 296 |
| 14 | 14 | 36 | 50 | 80 | 171 | 264 | 264 |
| 15 | 13 | 36 | 49 | 79 | 170 | 263 | 263 |
| 16 | 12 | 35 | 48 | 78 | 169 | 262 | 262 |
| 17 | 12 | 34 | 50 | 78 | 168 | 262 | 262 |
| 18 | 12 | 34 | 53 | 77 | 168 | 261 | 261 |
| 19 | 11 | 33 | 56 | 77 | 168 | 261 | 261 |
| 20 | 12 | 34 | 58 | 77 | 168 | 261 | 261 |
| 21 | 12 | 34 | 61 | 78 | 168 | 261 | 261 |
| 22 | 12 | 34 | 64 | 78 | 168 | 261 | 261 |
| 23 | 12 | 34 | 66 | 78 | 168 | 261 | 261 |
| 24 | 12 | 34 | 69 | 78 | 168 | 261 | 261 |
| 25 | 11 | 34 | 72 | 80 | 168 | 261 | 261 |
| 26 | 11 | 33 | 75 | 82 | 168 | 261 | 261 |
| 27 | 12 | 33 | 78 | 85 | 168 | 261 | 261 |
| 28 | 12 | 33 | 80 | 87 | 167 | 261 | 261 |
| 29 | 13 | 33 | 83 | 89 | 167 | 261 | 261 |
| 30 | 13 | 33 | 86 | 91 | 167 | 260 | 260 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

22

46

169

312

3 022

2

4

18

25

49

173

348

2 274

3

6

21

30

57

170

360

1 729

4

8

24

35

63

169

359

1 343

5

10

28

40

66

171

349

1 067

6

12

31

43

70

171

336

867

7

14

35

46

72

172

320

717

8

14

35

47

75

172

303

603

9

15

37

49

78

172

286

514

10

16

37

51

81

172

269

442

11

16

38

51

81

172

265

384

12

15

38

51

81

172

265

336

13

15

37

50

81

171

265

296

14

14

36

50

80

171

264

264

15

13

36

49

79

170

263

263

16

12

35

48

78

169

262

262

17

12

34

50

78

168

262

262

18

12

34

53

77

168

261

261

19

11

33

56

77

168

261

261

20

12

34

58

77

168

261

261

21

12

34

61

78

168

261

261

22

12

34

64

78

168

261

261

23

12

34

66

78

168

261

261

24

12

34

69

78

168

261

261

25

11

34

72

80

168

261

261

26

11

33

75

82

168

261

261

27

12

33

78

85

168

261

261

28

12

33

80

87

167

261

261

29

13

33

83

89

167

261

261

30

13

33

86

91

167

260

260

3.19.   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 86 | 101 | 107 | 131 | 255 | 351 | 3 332 |
| 2 | 86 | 101 | 108 | 132 | 255 | 380 | 2 512 |
| 3 | 85 | 101 | 110 | 136 | 249 | 394 | 1 911 |
| 4 | 85 | 102 | 113 | 140 | 246 | 393 | 1 484 |
| 5 | 85 | 103 | 116 | 141 | 246 | 383 | 1 179 |
| 6 | 86 | 105 | 117 | 144 | 245 | 369 | 957 |
| 7 | 87 | 108 | 119 | 145 | 245 | 351 | 792 |
| 8 | 87 | 108 | 120 | 147 | 244 | 338 | 665 |
| 9 | 86 | 108 | 120 | 150 | 243 | 337 | 566 |
| 10 | 85 | 107 | 120 | 150 | 242 | 335 | 487 |
| 11 | 84 | 106 | 119 | 149 | 240 | 333 | 423 |
| 12 | 82 | 104 | 117 | 148 | 238 | 331 | 369 |
| 13 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 14 | 78 | 100 | 113 | 144 | 234 | 327 | 327 |
| 15 | 76 | 98 | 111 | 142 | 232 | 326 | 326 |
| 16 | 74 | 96 | 109 | 140 | 230 | 323 | 323 |
| 17 | 72 | 94 | 107 | 138 | 228 | 322 | 322 |
| 18 | 70 | 93 | 106 | 136 | 227 | 320 | 320 |
| 19 | 69 | 91 | 104 | 135 | 225 | 319 | 319 |
| 20 | 68 | 90 | 103 | 134 | 224 | 318 | 318 |
| 21 | 67 | 89 | 102 | 133 | 223 | 317 | 317 |
| 22 | 66 | 88 | 101 | 132 | 222 | 316 | 316 |
| 23 | 65 | 87 | 100 | 131 | 221 | 315 | 315 |
| 24 | 64 | 86 | 99 | 130 | 220 | 313 | 313 |
| 25 | 63 | 85 | 98 | 129 | 219 | 312 | 312 |
| 26 | 62 | 84 | 97 | 128 | 218 | 311 | 311 |
| 27 | 61 | 83 | 96 | 126 | 217 | 310 | 310 |
| 28 | 60 | 82 | 95 | 125 | 216 | 309 | 309 |
| 29 | 59 | 81 | 94 | 124 | 215 | 308 | 308 |
| 30 | 58 | 80 | 93 | 123 | 214 | 307 | 307 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

86

101

107

131

255

351

3 332

2

86

101

108

132

255

380

2 512

3

85

101

110

136

249

394

1 911

4

85

102

113

140

246

393

1 484

5

85

103

116

141

246

383

1 179

6

86

105

117

144

245

369

957

7

87

108

119

145

245

351

792

8

87

108

120

147

244

338

665

9

86

108

120

150

243

337

566

10

85

107

120

150

242

335

487

11

84

106

119

149

240

333

423

12

82

104

117

148

238

331

369

13

80

102

115

146

236

329

329

14

78

100

113

144

234

327

327

15

76

98

111

142

232

326

326

16

74

96

109

140

230

323

323

17

72

94

107

138

228

322

322

18

70

93

106

136

227

320

320

19

69

91

104

135

225

319

319

20

68

90

103

134

224

318

318

21

67

89

102

133

223

317

317

22

66

88

101

132

222

316

316

23

65

87

100

131

221

315

315

24

64

86

99

130

220

313

313

25

63

85

98

129

219

312

312

26

62

84

97

128

218

311

311

27

61

83

96

126

217

310

310

28

60

82

95

125

216

309

309

29

59

81

94

124

215

308

308

30

58

80

93

123

214

307

307

3.20.   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 355 | 370 | 377 | 401 | 524 | 620 | 3 195 |
| 2 | 70 | 85 | 91 | 115 | 239 | 367 | 2 413 |
| 3 | 72 | 88 | 97 | 123 | 236 | 382 | 1 843 |
| 4 | 75 | 92 | 103 | 130 | 237 | 381 | 1 433 |
| 5 | 77 | 95 | 108 | 133 | 238 | 372 | 1 139 |
| 6 | 80 | 99 | 111 | 137 | 239 | 358 | 926 |
| 7 | 82 | 102 | 113 | 140 | 239 | 341 | 766 |
| 8 | 83 | 104 | 115 | 143 | 240 | 333 | 644 |
| 9 | 83 | 105 | 117 | 147 | 240 | 334 | 549 |
| 10 | 84 | 105 | 119 | 149 | 240 | 333 | 472 |
| 11 | 84 | 106 | 119 | 149 | 240 | 333 | 410 |
| 12 | 84 | 106 | 119 | 150 | 240 | 333 | 359 |
| 13 | 84 | 106 | 120 | 150 | 240 | 334 | 334 |
| 14 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 15 | 85 | 108 | 121 | 151 | 242 | 335 | 335 |
| 16 | 87 | 109 | 122 | 152 | 243 | 336 | 336 |
| 17 | 88 | 110 | 123 | 154 | 244 | 337 | 337 |
| 18 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 19 | 90 | 112 | 125 | 156 | 246 | 339 | 339 |
| 20 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 21 | 91 | 113 | 126 | 157 | 247 | 340 | 340 |
| 22 | 91 | 113 | 126 | 156 | 247 | 340 | 340 |
| 23 | 90 | 112 | 125 | 156 | 246 | 340 | 340 |
| 24 | 89 | 111 | 125 | 155 | 246 | 339 | 339 |
| 25 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 26 | 87 | 109 | 123 | 153 | 244 | 337 | 337 |
| 27 | 86 | 108 | 122 | 152 | 243 | 336 | 336 |
| 28 | 85 | 107 | 120 | 151 | 241 | 335 | 335 |
| 29 | 84 | 106 | 119 | 150 | 240 | 333 | 333 |
| 30 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

355

370

377

401

524

620

3 195

2

70

85

91

115

239

367

2 413

3

72

88

97

123

236

382

1 843

4

75

92

103

130

237

381

1 433

5

77

95

108

133

238

372

1 139

6

80

99

111

137

239

358

926

7

82

102

113

140

239

341

766

8

83

104

115

143

240

333

644

9

83

105

117

147

240

334

549

10

84

105

119

149

240

333

472

11

84

106

119

149

240

333

410

12

84

106

119

150

240

333

359

13

84

106

120

150

240

334

334

14

85

107

120

151

241

334

334

15

85

108

121

151

242

335

335

16

87

109

122

152

243

336

336

17

88

110

123

154

244

337

337

18

89

111

124

155

245

338

338

19

90

112

125

156

246

339

339

20

90

112

126

156

247

340

340

21

91

113

126

157

247

340

340

22

91

113

126

156

247

340

340

23

90

112

125

156

246

340

340

24

89

111

125

155

246

339

339

25

88

110

124

154

245

338

338

26

87

109

123

153

244

337

337

27

86

108

122

152

243

336

336

28

85

107

120

151

241

335

335

29

84

106

119

150

240

333

333

30

82

104

118

148

239

332

332

3.21.   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 10 | 34 | 158 | 310 | 3 004 |
| 2 | 0 | 3 | 10 | 34 | 158 | 346 | 2 258 |
| 3 | 1 | 3 | 12 | 39 | 152 | 358 | 1 716 |
| 4 | 1 | 4 | 15 | 42 | 148 | 356 | 1 332 |
| 5 | 2 | 5 | 17 | 43 | 148 | 347 | 1 058 |
| 6 | 2 | 7 | 19 | 45 | 147 | 333 | 859 |
| 7 | 3 | 9 | 22 | 47 | 146 | 317 | 711 |
| 8 | 3 | 9 | 25 | 48 | 145 | 301 | 598 |
| 9 | 4 | 9 | 28 | 51 | 144 | 284 | 509 |
| 10 | 4 | 9 | 30 | 52 | 144 | 267 | 438 |
| 11 | 5 | 11 | 33 | 53 | 144 | 251 | 381 |
| 12 | 5 | 11 | 36 | 53 | 144 | 237 | 334 |
| 13 | 5 | 13 | 39 | 53 | 144 | 237 | 294 |
| 14 | 6 | 13 | 41 | 53 | 144 | 237 | 261 |
| 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 | 22 | 64 | 72 | 148 | 241 | 241 |
| 23 | 10 | 22 | 66 | 75 | 149 | 242 | 242 |
| 24 | 10 | 23 | 69 | 77 | 149 | 242 | 242 |
| 25 | 11 | 25 | 71 | 79 | 150 | 243 | 243 |
| 26 | 11 | 25 | 74 | 82 | 150 | 243 | 243 |
| 27 | 12 | 26 | 77 | 84 | 150 | 244 | 244 |
| 28 | 12 | 27 | 80 | 86 | 151 | 244 | 244 |
| 29 | 13 | 28 | 82 | 89 | 151 | 244 | 244 |
| 30 | 13 | 29 | 86 | 91 | 152 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

10

34

158

310

3 004

2

0

3

10

34

158

346

2 258

3

1

3

12

39

152

358

1 716

4

1

4

15

42

148

356

1 332

5

2

5

17

43

148

347

1 058

6

2

7

19

45

147

333

859

7

3

9

22

47

146

317

711

8

3

9

25

48

145

301

598

9

4

9

28

51

144

284

509

10

4

9

30

52

144

267

438

11

5

11

33

53

144

251

381

12

5

11

36

53

144

237

334

13

5

13

39

53

144

237

294

14

6

13

41

53

144

237

261

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

22

64

72

148

241

241

23

10

22

66

75

149

242

242

24

10

23

69

77

149

242

242

25

11

25

71

79

150

243

243

26

11

25

74

82

150

243

243

27

12

26

77

84

150

244

244

28

12

27

80

86

151

244

244

29

13

28

82

89

151

244

244

30

13

29

86

91

152

245

245

3.22.   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 63 | 70 | 94 | 218 | 318 | 3 092 |
| 2 | 49 | 64 | 71 | 95 | 219 | 355 | 2 323 |
| 3 | 49 | 64 | 73 | 100 | 213 | 367 | 1 765 |
| 4 | 48 | 65 | 76 | 103 | 209 | 365 | 1 369 |
| 5 | 48 | 66 | 78 | 104 | 208 | 356 | 1 088 |
| 6 | 49 | 68 | 80 | 106 | 208 | 342 | 883 |
| 7 | 49 | 69 | 80 | 107 | 206 | 325 | 731 |
| 8 | 48 | 69 | 81 | 109 | 206 | 308 | 614 |
| 9 | 48 | 69 | 82 | 111 | 205 | 298 | 523 |
| 10 | 47 | 69 | 82 | 112 | 203 | 297 | 450 |
| 11 | 45 | 67 | 81 | 111 | 202 | 295 | 391 |
| 12 | 44 | 66 | 79 | 109 | 200 | 293 | 342 |
| 13 | 42 | 64 | 77 | 108 | 198 | 292 | 302 |
| 14 | 40 | 62 | 76 | 106 | 197 | 290 | 290 |
| 15 | 39 | 61 | 74 | 105 | 195 | 288 | 288 |
| 16 | 37 | 59 | 72 | 103 | 193 | 287 | 287 |
| 17 | 36 | 58 | 71 | 102 | 192 | 285 | 285 |
| 18 | 34 | 56 | 70 | 100 | 191 | 284 | 284 |
| 19 | 33 | 55 | 69 | 99 | 190 | 283 | 283 |
| 20 | 33 | 55 | 68 | 99 | 189 | 282 | 282 |
| 21 | 32 | 54 | 68 | 98 | 189 | 282 | 282 |
| 22 | 32 | 54 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 68 | 97 | 187 | 280 | 280 |
| 24 | 30 | 52 | 70 | 96 | 187 | 280 | 280 |
| 25 | 29 | 51 | 73 | 95 | 186 | 279 | 279 |
| 26 | 29 | 51 | 75 | 95 | 185 | 278 | 278 |
| 27 | 28 | 50 | 79 | 94 | 184 | 278 | 278 |
| 28 | 27 | 49 | 81 | 93 | 184 | 277 | 277 |
| 29 | 27 | 49 | 84 | 93 | 183 | 276 | 276 |
| 30 | 26 | 48 | 87 | 92 | 183 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

63

70

94

218

318

3 092

2

49

64

71

95

219

355

2 323

3

49

64

73

100

213

367

1 765

4

48

65

76

103

209

365

1 369

5

48

66

78

104

208

356

1 088

6

49

68

80

106

208

342

883

7

49

69

80

107

206

325

731

8

48

69

81

109

206

308

614

9

48

69

82

111

205

298

523

10

47

69

82

112

203

297

450

11

45

67

81

111

202

295

391

12

44

66

79

109

200

293

342

13

42

64

77

108

198

292

302

14

40

62

76

106

197

290

290

15

39

61

74

105

195

288

288

16

37

59

72

103

193

287

287

17

36

58

71

102

192

285

285

18

34

56

70

100

191

284

284

19

33

55

69

99

190

283

283

20

33

55

68

99

189

282

282

21

32

54

68

98

189

282

282

22

32

54

67

97

188

281

281

23

31

53

68

97

187

280

280

24

30

52

70

96

187

280

280

25

29

51

73

95

186

279

279

26

29

51

75

95

185

278

278

27

28

50

79

94

184

278

278

28

27

49

81

93

184

277

277

29

27

49

84

93

183

276

276

30

26

48

87

92

183

276

276

3.23.   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 108 | 123 | 130 | 154 | 277 | 373 | 3 362 |
| 2 | 109 | 124 | 131 | 155 | 278 | 384 | 2 535 |
| 3 | 110 | 126 | 135 | 161 | 274 | 398 | 1 929 |
| 4 | 111 | 128 | 139 | 166 | 272 | 396 | 1 498 |
| 5 | 112 | 130 | 142 | 168 | 272 | 387 | 1 190 |
| 6 | 113 | 132 | 144 | 170 | 272 | 372 | 966 |
| 7 | 114 | 134 | 145 | 172 | 271 | 365 | 800 |
| 8 | 113 | 134 | 146 | 174 | 270 | 364 | 672 |
| 9 | 112 | 134 | 146 | 176 | 269 | 363 | 572 |
| 10 | 112 | 134 | 147 | 177 | 268 | 361 | 493 |
| 11 | 110 | 132 | 146 | 176 | 267 | 360 | 428 |
| 12 | 108 | 130 | 144 | 174 | 265 | 358 | 374 |
| 13 | 106 | 128 | 141 | 172 | 262 | 356 | 356 |
| 14 | 104 | 126 | 139 | 170 | 260 | 353 | 353 |
| 15 | 101 | 123 | 137 | 167 | 258 | 351 | 351 |
| 16 | 98 | 121 | 134 | 164 | 255 | 348 | 348 |
| 17 | 96 | 118 | 132 | 162 | 253 | 346 | 346 |
| 18 | 94 | 116 | 129 | 160 | 250 | 343 | 343 |
| 19 | 92 | 114 | 127 | 158 | 248 | 341 | 341 |
| 20 | 90 | 112 | 125 | 156 | 246 | 340 | 340 |
| 21 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 22 | 87 | 109 | 122 | 152 | 243 | 336 | 336 |
| 23 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 24 | 83 | 105 | 118 | 149 | 239 | 333 | 333 |
| 25 | 81 | 103 | 117 | 147 | 238 | 331 | 331 |
| 26 | 79 | 102 | 115 | 145 | 236 | 329 | 329 |
| 27 | 78 | 100 | 113 | 144 | 234 | 327 | 327 |
| 28 | 76 | 98 | 112 | 142 | 233 | 326 | 326 |
| 29 | 75 | 97 | 110 | 141 | 231 | 324 | 324 |
| 30 | 73 | 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

3 362

2

109

124

131

155

278

384

2 535

3

110

126

135

161

274

398

1 929

4

111

128

139

166

272

396

1 498

5

112

130

142

168

272

387

1 190

6

113

132

144

170

272

372

966

7

114

134

145

172

271

365

800

8

113

134

146

174

270

364

672

9

112

134

146

176

269

363

572

10

112

134

147

177

268

361

493

11

110

132

146

176

267

360

428

12

108

130

144

174

265

358

374

13

106

128

141

172

262

356

356

14

104

126

139

170

260

353

353

15

101

123

137

167

258

351

351

16

98

121

134

164

255

348

348

17

96

118

132

162

253

346

346

18

94

116

129

160

250

343

343

19

92

114

127

158

248

341

341

20

90

112

125

156

246

340

340

21

88

110

124

154

245

338

338

22

87

109

122

152

243

336

336

23

85

107

120

151

241

334

334

24

83

105

118

149

239

333

333

25

81

103

117

147

238

331

331

26

79

102

115

145

236

329

329

27

78

100

113

144

234

327

327

28

76

98

112

142

233

326

326

29

75

97

110

141

231

324

324

30

73

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 | 168 | 183 | 190 | 214 | 338 | 433 | 3 666 |
| 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 741 |
| 3 | 181 | 197 | 206 | 233 | 345 | 441 | 2 076 |
| 4 | 182 | 199 | 210 | 237 | 344 | 438 | 1 609 |
| 5 | 183 | 201 | 213 | 238 | 343 | 437 | 1 277 |
| 6 | 183 | 202 | 214 | 240 | 342 | 435 | 1 036 |
| 7 | 183 | 203 | 214 | 241 | 340 | 433 | 856 |
| 8 | 181 | 202 | 214 | 242 | 338 | 432 | 718 |
| 9 | 180 | 201 | 214 | 243 | 337 | 430 | 610 |
| 10 | 179 | 201 | 214 | 244 | 335 | 429 | 524 |
| 11 | 177 | 199 | 212 | 243 | 333 | 427 | 455 |
| 12 | 174 | 196 | 210 | 240 | 331 | 424 | 424 |
| 13 | 171 | 193 | 207 | 237 | 328 | 421 | 421 |
| 14 | 168 | 190 | 204 | 234 | 325 | 418 | 418 |
| 15 | 165 | 187 | 200 | 231 | 321 | 415 | 415 |
| 16 | 162 | 184 | 197 | 228 | 318 | 411 | 411 |
| 17 | 158 | 181 | 194 | 224 | 315 | 408 | 408 |
| 18 | 155 | 177 | 191 | 221 | 312 | 405 | 405 |
| 19 | 152 | 174 | 187 | 218 | 308 | 402 | 402 |
| 20 | 149 | 171 | 184 | 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 | 136 | 158 | 172 | 202 | 293 | 386 | 386 |
| 25 | 133 | 155 | 169 | 199 | 290 | 383 | 383 |
| 26 | 130 | 152 | 166 | 196 | 287 | 380 | 380 |
| 27 | 127 | 149 | 163 | 193 | 284 | 377 | 377 |
| 28 | 124 | 146 | 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

168

183

190

214

338

433

3 666

2

178

193

200

224

347

443

2 741

3

181

197

206

233

345

441

2 076

4

182

199

210

237

344

438

1 609

5

183

201

213

238

343

437

1 277

6

183

202

214

240

342

435

1 036

7

183

203

214

241

340

433

856

8

181

202

214

242

338

432

718

9

180

201

214

243

337

430

610

10

179

201

214

244

335

429

524

11

177

199

212

243

333

427

455

12

174

196

210

240

331

424

424

13

171

193

207

237

328

421

421

14

168

190

204

234

325

418

418

15

165

187

200

231

321

415

415

16

162

184

197

228

318

411

411

17

158

181

194

224

315

408

408

18

155

177

191

221

312

405

405

19

152

174

187

218

308

402

402

20

149

171

184

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

136

158

172

202

293

386

386

25

133

155

169

199

290

383

383

26

130

152

166

196

287

380

380

27

127

149

163

193

284

377

377

28

124

146

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 | 20 | 35 | 42 | 66 | 189 | 319 | 3 100 |
| 2 | 21 | 36 | 43 | 67 | 190 | 356 | 2 331 |
| 3 | 21 | 37 | 45 | 72 | 185 | 368 | 1 772 |
| 4 | 20 | 37 | 48 | 75 | 182 | 367 | 1 376 |
| 5 | 21 | 39 | 51 | 77 | 182 | 357 | 1 093 |
| 6 | 22 | 41 | 53 | 79 | 181 | 344 | 888 |
| 7 | 23 | 43 | 54 | 80 | 180 | 327 | 735 |
| 8 | 21 | 42 | 54 | 82 | 179 | 310 | 617 |
| 9 | 21 | 42 | 55 | 84 | 178 | 292 | 525 |
| 10 | 21 | 42 | 56 | 86 | 177 | 275 | 452 |
| 11 | 20 | 42 | 55 | 86 | 176 | 270 | 393 |
| 12 | 19 | 41 | 55 | 85 | 176 | 269 | 344 |
| 13 | 19 | 41 | 54 | 85 | 175 | 269 | 303 |
| 14 | 18 | 40 | 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 | 268 | 268 |
| 18 | 18 | 40 | 54 | 84 | 174 | 268 | 268 |
| 19 | 18 | 40 | 57 | 84 | 174 | 268 | 268 |
| 20 | 18 | 40 | 60 | 84 | 175 | 268 | 268 |
| 21 | 18 | 40 | 62 | 84 | 175 | 268 | 268 |
| 22 | 18 | 40 | 65 | 84 | 175 | 268 | 268 |
| 23 | 18 | 40 | 68 | 84 | 175 | 268 | 268 |
| 24 | 18 | 40 | 70 | 84 | 174 | 268 | 268 |
| 25 | 18 | 40 | 73 | 84 | 174 | 268 | 268 |
| 26 | 18 | 40 | 75 | 84 | 174 | 267 | 267 |
| 27 | 17 | 40 | 79 | 85 | 174 | 267 | 267 |
| 28 | 17 | 39 | 81 | 88 | 174 | 267 | 267 |
| 29 | 17 | 39 | 85 | 91 | 173 | 267 | 267 |
| 30 | 17 | 39 | 87 | 92 | 173 | 266 | 266 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

20

35

42

66

189

319

3 100

2

21

36

43

67

190

356

2 331

3

21

37

45

72

185

368

1 772

4

20

37

48

75

182

367

1 376

5

21

39

51

77

182

357

1 093

6

22

41

53

79

181

344

888

7

23

43

54

80

180

327

735

8

21

42

54

82

179

310

617

9

21

42

55

84

178

292

525

10

21

42

56

86

177

275

452

11

20

42

55

86

176

270

393

12

19

41

55

85

176

269

344

13

19

41

54

85

175

269

303

14

18

40

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

268

268

18

18

40

54

84

174

268

268

19

18

40

57

84

174

268

268

20

18

40

60

84

175

268

268

21

18

40

62

84

175

268

268

22

18

40

65

84

175

268

268

23

18

40

68

84

175

268

268

24

18

40

70

84

174

268

268

25

18

40

73

84

174

268

268

26

18

40

75

84

174

267

267

27

17

40

79

85

174

267

267

28

17

39

81

88

174

267

267

29

17

39

85

91

173

267

267

30

17

39

87

92

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 | 37 | 61 | 185 | 324 | 3 155 |
| 2 | 18 | 32 | 39 | 63 | 187 | 361 | 2 372 |
| 3 | 19 | 35 | 44 | 70 | 183 | 374 | 1 802 |
| 4 | 20 | 37 | 48 | 75 | 182 | 372 | 1 398 |
| 5 | 22 | 40 | 53 | 78 | 183 | 362 | 1 110 |
| 6 | 24 | 43 | 55 | 82 | 183 | 348 | 901 |
| 7 | 26 | 47 | 58 | 84 | 184 | 332 | 746 |
| 8 | 26 | 47 | 59 | 87 | 184 | 314 | 627 |
| 9 | 27 | 49 | 61 | 90 | 184 | 296 | 533 |
| 10 | 28 | 50 | 63 | 93 | 185 | 279 | 459 |
| 11 | 29 | 51 | 64 | 94 | 185 | 278 | 399 |
| 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 | 63 | 94 | 184 | 278 | 278 |
| 17 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 18 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 19 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 20 | 28 | 50 | 64 | 94 | 185 | 278 | 278 |
| 21 | 29 | 51 | 64 | 94 | 185 | 278 | 278 |
| 22 | 29 | 51 | 65 | 94 | 185 | 278 | 278 |
| 23 | 28 | 50 | 68 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 72 | 94 | 184 | 278 | 278 |
| 25 | 28 | 50 | 74 | 94 | 184 | 277 | 277 |
| 26 | 27 | 49 | 77 | 93 | 184 | 277 | 277 |
| 27 | 27 | 49 | 80 | 93 | 183 | 277 | 277 |
| 28 | 27 | 49 | 83 | 92 | 183 | 276 | 276 |
| 29 | 26 | 48 | 86 | 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

37

61

185

324

3 155

2

18

32

39

63

187

361

2 372

3

19

35

44

70

183

374

1 802

4

20

37

48

75

182

372

1 398

5

22

40

53

78

183

362

1 110

6

24

43

55

82

183

348

901

7

26

47

58

84

184

332

746

8

26

47

59

87

184

314

627

9

27

49

61

90

184

296

533

10

28

50

63

93

185

279

459

11

29

51

64

94

185

278

399

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

63

94

184

278

278

17

28

50

63

94

184

278

278

18

28

50

63

94

184

278

278

19

28

50

63

94

184

278

278

20

28

50

64

94

185

278

278

21

29

51

64

94

185

278

278

22

29

51

65

94

185

278

278

23

28

50

68

94

185

278

278

24

28

50

72

94

184

278

278

25

28

50

74

94

184

277

277

26

27

49

77

93

184

277

277

27

27

49

80

93

183

277

277

28

27

49

83

92

183

276

276

29

26

48

86

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 | 116 | 131 | 138 | 162 | 286 | 381 | 3 514 |
| 2 | 115 | 130 | 137 | 161 | 285 | 396 | 2 628 |
| 3 | 114 | 130 | 139 | 165 | 278 | 408 | 1 988 |
| 4 | 113 | 130 | 141 | 168 | 275 | 405 | 1 537 |
| 5 | 114 | 132 | 144 | 170 | 274 | 393 | 1 217 |
| 6 | 114 | 133 | 145 | 171 | 273 | 377 | 986 |
| 7 | 115 | 135 | 146 | 172 | 272 | 365 | 813 |
| 8 | 114 | 135 | 147 | 174 | 271 | 365 | 681 |
| 9 | 113 | 135 | 147 | 176 | 270 | 363 | 579 |
| 10 | 113 | 135 | 148 | 178 | 270 | 363 | 497 |
| 11 | 113 | 135 | 148 | 178 | 269 | 362 | 431 |
| 12 | 112 | 134 | 147 | 177 | 268 | 361 | 376 |
| 13 | 110 | 132 | 146 | 176 | 267 | 360 | 360 |
| 14 | 109 | 131 | 145 | 175 | 266 | 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 | 95 | 117 | 131 | 161 | 252 | 345 | 345 |
| 21 | 93 | 115 | 129 | 159 | 250 | 343 | 343 |
| 22 | 91 | 113 | 126 | 157 | 247 | 341 | 341 |
| 23 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 24 | 87 | 109 | 122 | 152 | 243 | 336 | 336 |
| 25 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 26 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |
| 27 | 80 | 102 | 116 | 146 | 237 | 330 | 330 |
| 28 | 78 | 100 | 114 | 144 | 235 | 328 | 328 |
| 29 | 76 | 98 | 112 | 142 | 233 | 326 | 326 |
| 30 | 74 | 96 | 110 | 140 | 231 | 324 | 324 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

116

131

138

162

286

381

3 514

2

115

130

137

161

285

396

2 628

3

114

130

139

165

278

408

1 988

4

113

130

141

168

275

405

1 537

5

114

132

144

170

274

393

1 217

6

114

133

145

171

273

377

986

7

115

135

146

172

272

365

813

8

114

135

147

174

271

365

681

9

113

135

147

176

270

363

579

10

113

135

148

178

270

363

497

11

113

135

148

178

269

362

431

12

112

134

147

177

268

361

376

13

110

132

146

176

267

360

360

14

109

131

145

175

266

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

95

117

131

161

252

345

345

21

93

115

129

159

250

343

343

22

91

113

126

157

247

341

341

23

89

111

124

155

245

338

338

24

87

109

122

152

243

336

336

25

84

106

120

150

241

334

334

26

82

104

118

148

239

332

332

27

80

102

116

146

237

330

330

28

78

100

114

144

235

328

328

29

76

98

112

142

233

326

326

30

74

96

110

140

231

324

324

3.28.   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 2 | 9 | 32 | 156 | 314 | 3 045 |
| 2 | 0 | 4 | 11 | 34 | 158 | 350 | 2 292 |
| 3 | 1 | 6 | 15 | 41 | 154 | 363 | 1 744 |
| 4 | 1 | 8 | 19 | 46 | 153 | 362 | 1 354 |
| 5 | 2 | 11 | 23 | 49 | 154 | 352 | 1 076 |
| 6 | 3 | 14 | 26 | 53 | 154 | 339 | 874 |
| 7 | 3 | 18 | 29 | 55 | 155 | 323 | 724 |
| 8 | 3 | 18 | 30 | 58 | 155 | 306 | 608 |
| 9 | 4 | 19 | 32 | 61 | 155 | 289 | 518 |
| 10 | 4 | 20 | 33 | 63 | 155 | 272 | 446 |
| 11 | 5 | 20 | 33 | 64 | 154 | 255 | 388 |
| 12 | 5 | 20 | 36 | 64 | 154 | 247 | 339 |
| 13 | 6 | 20 | 39 | 63 | 154 | 247 | 299 |
| 14 | 6 | 19 | 42 | 63 | 154 | 247 | 265 |
| 15 | 7 | 19 | 45 | 63 | 154 | 247 | 247 |
| 16 | 7 | 19 | 47 | 63 | 153 | 246 | 246 |
| 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 | 247 | 247 |
| 21 | 9 | 20 | 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 | 73 | 80 | 156 | 250 | 250 |
| 26 | 11 | 25 | 75 | 82 | 156 | 250 | 250 |
| 27 | 12 | 26 | 78 | 85 | 157 | 250 | 250 |
| 28 | 12 | 27 | 81 | 87 | 157 | 250 | 250 |
| 29 | 13 | 28 | 83 | 89 | 157 | 250 | 250 |
| 30 | 13 | 29 | 87 | 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

32

156

314

3 045

2

0

4

11

34

158

350

2 292

3

1

6

15

41

154

363

1 744

4

1

8

19

46

153

362

1 354

5

2

11

23

49

154

352

1 076

6

3

14

26

53

154

339

874

7

3

18

29

55

155

323

724

8

3

18

30

58

155

306

608

9

4

19

32

61

155

289

518

10

4

20

33

63

155

272

446

11

5

20

33

64

154

255

388

12

5

20

36

64

154

247

339

13

6

20

39

63

154

247

299

14

6

19

42

63

154

247

265

15

7

19

45

63

154

247

247

16

7

19

47

63

153

246

246

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

247

247

21

9

20

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

73

80

156

250

250

26

11

25

75

82

156

250

250

27

12

26

78

85

157

250

250

28

12

27

81

87

157

250

250

29

13

28

83

89

157

250

250

30

13

29

87

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 | 199 | 314 | 3 047 |
| 2 | 30 | 45 | 52 | 76 | 199 | 350 | 2 288 |
| 3 | 28 | 44 | 53 | 80 | 192 | 361 | 1 738 |
| 4 | 27 | 44 | 55 | 82 | 189 | 360 | 1 348 |
| 5 | 27 | 45 | 58 | 83 | 188 | 350 | 1 070 |
| 6 | 30 | 50 | 62 | 88 | 189 | 336 | 868 |
| 7 | 28 | 49 | 60 | 86 | 186 | 320 | 718 |
| 8 | 33 | 54 | 65 | 93 | 190 | 303 | 603 |
| 9 | 32 | 54 | 66 | 95 | 189 | 286 | 514 |
| 10 | 26 | 48 | 61 | 91 | 183 | 276 | 442 |
| 11 | 21 | 43 | 57 | 87 | 178 | 271 | 384 |
| 12 | 18 | 40 | 53 | 84 | 174 | 267 | 336 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 296 |
| 14 | 13 | 35 | 48 | 79 | 169 | 263 | 263 |
| 15 | 11 | 33 | 47 | 77 | 168 | 261 | 261 |
| 16 | 10 | 32 | 47 | 76 | 166 | 259 | 259 |
| 17 | 9 | 31 | 50 | 75 | 165 | 259 | 259 |
| 18 | 8 | 30 | 53 | 74 | 165 | 258 | 258 |
| 19 | 8 | 30 | 55 | 74 | 164 | 257 | 257 |
| 20 | 9 | 30 | 58 | 74 | 164 | 258 | 258 |
| 21 | 9 | 30 | 61 | 74 | 164 | 258 | 258 |
| 22 | 9 | 30 | 64 | 74 | 164 | 258 | 258 |
| 23 | 10 | 30 | 66 | 75 | 164 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 164 | 258 | 258 |
| 25 | 11 | 30 | 71 | 79 | 164 | 257 | 257 |
| 26 | 11 | 30 | 74 | 82 | 164 | 257 | 257 |
| 27 | 12 | 30 | 77 | 83 | 164 | 257 | 257 |
| 28 | 12 | 30 | 80 | 86 | 164 | 257 | 257 |
| 29 | 13 | 29 | 82 | 88 | 164 | 257 | 257 |
| 30 | 13 | 29 | 85 | 90 | 164 | 257 | 257 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

30

44

51

75

199

314

3 047

2

30

45

52

76

199

350

2 288

3

28

44

53

80

192

361

1 738

4

27

44

55

82

189

360

1 348

5

27

45

58

83

188

350

1 070

6

30

50

62

88

189

336

868

7

28

49

60

86

186

320

718

8

33

54

65

93

190

303

603

9

32

54

66

95

189

286

514

10

26

48

61

91

183

276

442

11

21

43

57

87

178

271

384

12

18

40

53

84

174

267

336

13

15

37

50

81

171

265

296

14

13

35

48

79

169

263

263

15

11

33

47

77

168

261

261

16

10

32

47

76

166

259

259

17

9

31

50

75

165

259

259

18

8

30

53

74

165

258

258

19

8

30

55

74

164

257

257

20

9

30

58

74

164

258

258

21

9

30

61

74

164

258

258

22

9

30

64

74

164

258

258

23

10

30

66

75

164

258

258

24

10

30

69

77

164

258

258

25

11

30

71

79

164

257

257

26

11

30

74

82

164

257

257

27

12

30

77

83

164

257

257

28

12

30

80

86

164

257

257

29

13

29

82

88

164

257

257

30

13

29

85

90

164

257

257

3.30.   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 181 | 195 | 202 | 226 | 350 | 445 | 3 466 |
| 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 613 |
| 3 | 173 | 189 | 198 | 225 | 338 | 433 | 1 989 |
| 4 | 170 | 187 | 197 | 225 | 331 | 425 | 1 543 |
| 5 | 166 | 184 | 196 | 222 | 327 | 420 | 1 225 |
| 6 | 163 | 182 | 194 | 221 | 322 | 416 | 994 |
| 7 | 161 | 181 | 192 | 219 | 318 | 411 | 821 |
| 8 | 157 | 178 | 189 | 217 | 314 | 407 | 689 |
| 9 | 153 | 175 | 187 | 216 | 310 | 403 | 586 |
| 10 | 149 | 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 | 134 | 156 | 170 | 200 | 291 | 384 | 384 |
| 15 | 131 | 153 | 166 | 197 | 287 | 380 | 380 |
| 16 | 127 | 150 | 163 | 193 | 284 | 377 | 377 |
| 17 | 124 | 146 | 160 | 190 | 281 | 374 | 374 |
| 18 | 121 | 144 | 157 | 187 | 278 | 371 | 371 |
| 19 | 119 | 141 | 154 | 185 | 275 | 368 | 368 |
| 20 | 116 | 138 | 152 | 182 | 273 | 366 | 366 |
| 21 | 114 | 136 | 149 | 180 | 270 | 363 | 363 |
| 22 | 111 | 133 | 146 | 177 | 267 | 361 | 361 |
| 23 | 109 | 131 | 144 | 174 | 265 | 358 | 358 |
| 24 | 106 | 128 | 142 | 172 | 263 | 356 | 356 |
| 25 | 104 | 126 | 139 | 170 | 260 | 353 | 353 |
| 26 | 101 | 123 | 137 | 167 | 258 | 351 | 351 |
| 27 | 99 | 121 | 135 | 165 | 256 | 349 | 349 |
| 28 | 97 | 119 | 132 | 163 | 253 | 347 | 347 |
| 29 | 95 | 117 | 130 | 161 | 251 | 345 | 345 |
| 30 | 93 | 115 | 128 | 159 | 249 | 343 | 343 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

181

195

202

226

350

445

3 466

2

178

193

200

224

347

443

2 613

3

173

189

198

225

338

433

1 989

4

170

187

197

225

331

425

1 543

5

166

184

196

222

327

420

1 225

6

163

182

194

221

322

416

994

7

161

181

192

219

318

411

821

8

157

178

189

217

314

407

689

9

153

175

187

216

310

403

586

10

149

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

134

156

170

200

291

384

384

15

131

153

166

197

287

380

380

16

127

150

163

193

284

377

377

17

124

146

160

190

281

374

374

18

121

144

157

187

278

371

371

19

119

141

154

185

275

368

368

20

116

138

152

182

273

366

366

21

114

136

149

180

270

363

363

22

111

133

146

177

267

361

361

23

109

131

144

174

265

358

358

24

106

128

142

172

263

356

356

25

104

126

139

170

260

353

353

26

101

123

137

167

258

351

351

27

99

121

135

165

256

349

349

28

97

119

132

163

253

347

347

29

95

117

130

161

251

345

345

30

93

115

128

159

249

343

343

3.31.   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 27 | 55 | 174 | 312 | 3 019 |
| 2 | 0 | 15 | 27 | 55 | 174 | 347 | 2 270 |
| 3 | 1 | 17 | 29 | 58 | 171 | 359 | 1 726 |
| 4 | 1 | 20 | 32 | 63 | 170 | 358 | 1 340 |
| 5 | 2 | 22 | 37 | 69 | 171 | 349 | 1 065 |
| 6 | 3 | 26 | 40 | 70 | 172 | 335 | 865 |
| 7 | 6 | 30 | 42 | 72 | 173 | 319 | 716 |
| 8 | 8 | 34 | 46 | 74 | 173 | 303 | 602 |
| 9 | 9 | 36 | 49 | 75 | 173 | 285 | 513 |
| 10 | 10 | 38 | 51 | 76 | 173 | 269 | 441 |
| 11 | 11 | 39 | 52 | 77 | 173 | 267 | 383 |
| 12 | 11 | 40 | 53 | 78 | 174 | 267 | 336 |
| 13 | 12 | 42 | 54 | 79 | 174 | 267 | 296 |
| 14 | 13 | 42 | 54 | 79 | 174 | 267 | 267 |
| 15 | 13 | 42 | 54 | 79 | 174 | 267 | 267 |
| 16 | 13 | 42 | 54 | 79 | 173 | 267 | 267 |
| 17 | 13 | 42 | 54 | 79 | 174 | 267 | 267 |
| 18 | 13 | 42 | 54 | 79 | 174 | 267 | 267 |
| 19 | 13 | 42 | 55 | 79 | 174 | 267 | 267 |
| 20 | 13 | 42 | 58 | 79 | 174 | 267 | 267 |
| 21 | 13 | 42 | 61 | 79 | 175 | 268 | 268 |
| 22 | 13 | 42 | 64 | 79 | 175 | 268 | 268 |
| 23 | 13 | 42 | 66 | 79 | 175 | 268 | 268 |
| 24 | 13 | 42 | 69 | 79 | 175 | 268 | 268 |
| 25 | 13 | 42 | 71 | 79 | 175 | 269 | 269 |
| 26 | 13 | 42 | 74 | 82 | 175 | 269 | 269 |
| 27 | 13 | 42 | 77 | 83 | 175 | 269 | 269 |
| 28 | 13 | 42 | 80 | 86 | 175 | 268 | 268 |
| 29 | 13 | 42 | 82 | 88 | 175 | 268 | 268 |
| 30 | 13 | 42 | 85 | 91 | 175 | 268 | 268 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

27

55

174

312

3 019

2

0

15

27

55

174

347

2 270

3

1

17

29

58

171

359

1 726

4

1

20

32

63

170

358

1 340

5

2

22

37

69

171

349

1 065

6

3

26

40

70

172

335

865

7

6

30

42

72

173

319

716

8

8

34

46

74

173

303

602

9

9

36

49

75

173

285

513

10

10

38

51

76

173

269

441

11

11

39

52

77

173

267

383

12

11

40

53

78

174

267

336

13

12

42

54

79

174

267

296

14

13

42

54

79

174

267

267

15

13

42

54

79

174

267

267

16

13

42

54

79

173

267

267

17

13

42

54

79

174

267

267

18

13

42

54

79

174

267

267

19

13

42

55

79

174

267

267

20

13

42

58

79

174

267

267

21

13

42

61

79

175

268

268

22

13

42

64

79

175

268

268

23

13

42

66

79

175

268

268

24

13

42

69

79

175

268

268

25

13

42

71

79

175

269

269

26

13

42

74

82

175

269

269

27

13

42

77

83

175

269

269

28

13

42

80

86

175

268

268

29

13

42

82

88

175

268

268

30

13

42

85

91

175

268

268

3.32.   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 13 | 134 | 308 | 2 982 |
| 2 | 0 | 1 | 6 | 17 | 133 | 343 | 2 238 |
| 3 | 1 | 2 | 10 | 20 | 126 | 354 | 1 699 |
| 4 | 1 | 3 | 13 | 23 | 122 | 352 | 1 318 |
| 5 | 2 | 4 | 16 | 26 | 122 | 343 | 1 046 |
| 6 | 2 | 5 | 19 | 29 | 121 | 329 | 849 |
| 7 | 3 | 6 | 22 | 32 | 121 | 313 | 703 |
| 8 | 3 | 7 | 25 | 35 | 121 | 297 | 590 |
| 9 | 4 | 8 | 27 | 38 | 121 | 280 | 503 |
| 10 | 4 | 9 | 30 | 41 | 122 | 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 | 256 |
| 15 | 7 | 14 | 44 | 53 | 123 | 216 | 228 |
| 16 | 7 | 15 | 46 | 56 | 123 | 217 | 217 |
| 17 | 7 | 16 | 48 | 59 | 125 | 217 | 217 |
| 18 | 8 | 17 | 51 | 62 | 128 | 218 | 218 |
| 19 | 8 | 17 | 54 | 63 | 131 | 218 | 218 |
| 20 | 9 | 19 | 57 | 65 | 132 | 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 | 139 | 221 | 221 |
| 25 | 11 | 23 | 70 | 77 | 141 | 221 | 221 |
| 26 | 11 | 25 | 72 | 80 | 142 | 222 | 222 |
| 27 | 11 | 25 | 75 | 81 | 143 | 222 | 222 |
| 28 | 12 | 26 | 78 | 84 | 145 | 222 | 222 |
| 29 | 12 | 27 | 80 | 86 | 146 | 222 | 222 |
| 30 | 13 | 28 | 83 | 88 | 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

2 982

2

0

1

6

17

133

343

2 238

3

1

2

10

20

126

354

1 699

4

1

3

13

23

122

352

1 318

5

2

4

16

26

122

343

1 046

6

2

5

19

29

121

329

849

7

3

6

22

32

121

313

703

8

3

7

25

35

121

297

590

9

4

8

27

38

121

280

503

10

4

9

30

41

122

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

256

15

7

14

44

53

123

216

228

16

7

15

46

56

123

217

217

17

7

16

48

59

125

217

217

18

8

17

51

62

128

218

218

19

8

17

54

63

131

218

218

20

9

19

57

65

132

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

139

221

221

25

11

23

70

77

141

221

221

26

11

25

72

80

142

222

222

27

11

25

75

81

143

222

222

28

12

26

78

84

145

222

222

29

12

27

80

86

146

222

222

30

13

28

83

88

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 | 18 |
| Euro | Belgium | 18 |
| Euro | Cyprus | 18 |
| Euro | Estonia | 18 |
| Euro | Finland | 18 |
| Euro | France | 18 |
| Euro | Germany | 18 |
| Euro | Greece | 66 |
| Euro | Ireland | 18 |
| Euro | Italy | 18 |
| Euro | Latvia | 18 |
| Euro | Lithuania | 18 |
| Euro | Luxembourg | 18 |
| Euro | Malta | 18 |
| Euro | Netherlands | 18 |
| Euro | Portugal | 18 |
| Euro | Slovakia | 18 |
| Euro | Slovenia | 18 |
| Euro | Spain | 18 |
| Czech koruna | Czech Republic | 8 |
| Danish krone | Denmark | 59 |
| Forint | Hungary | 19 |
| Krona | Sweden | 3 |
| Kuna | Croatia | 11 |
| Lev | Bulgaria | 40 |
| Pound sterling | United Kingdom | 36 |
| Romanian leu | Romania | 3 |
| Zloty | Poland | 7 |
| Króna | Iceland | 11 |
| Norwegian krone | Norway | 16 |
| Swiss franc | Liechtenstein | 5 |
| Swiss franc | Switzerland | 5 |
| Australian dollar | Australia | 10 |
| Canadian dollar | Canada | 6 |
| US dollar | United States | 68 |
| Yen | Japan | 3 |

Currency

National insurance market

Volatility adjustment

(in bps)

Euro

Austria

18

Euro

Belgium

18

Euro

Cyprus

18

Euro

Estonia

18

Euro

Finland

18

Euro

France

18

Euro

Germany

18

Euro

Greece

66

Euro

Ireland

18

Euro

Italy

18

Euro

Latvia

18

Euro

Lithuania

18

Euro

Luxembourg

18

Euro

Malta

18

Euro

Netherlands

18

Euro

Portugal

18

Euro

Slovakia

18

Euro

Slovenia

18

Euro

Spain

18

Czech koruna

Czech Republic

8

Danish krone

Denmark

59

Forint

Hungary

19

Krona

Sweden

3

Kuna

Croatia

11

Lev

Bulgaria

40

Pound sterling

United Kingdom

36

Romanian leu

Romania

3

Zloty

Poland

7

Króna

Iceland

11

Norwegian krone

Norway

16

Swiss franc

Liechtenstein

5

Swiss franc

Switzerland

5

Australian dollar

Australia

10

Canadian dollar

Canada

6

US dollar

United States

68

Yen

Japan

3

---