EN Official Journal of the European Union L 204/7

COMMISSION IMPLEMENTING REGULATION (EU) 2017/1421

of 2 August 2017

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 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

(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 6 July 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2017 market data. That information was published on 6 July 2017 in accordance with Article 77e(1) of Directive 2009/138/EC.

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

(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),

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 2017.

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

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

(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.

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 2017.

This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 2 August 2017. For the Commission The President Jean-Claude JUNCKER

(1) OJ L 335, 17.12.2009, p. 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).

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 – 0,335 0,337 – 0,344 0,093 – 0,549 0,287 2 – 0,225 0,581 – 0,235 0,489 – 0,335 0,855 3 – 0,098 0,696 – 0,108 0,623 – 0,105 1,419 4 0,037 0,792 0,027 1,135 0,122 1,889 5 0,172 0,879 0,162 1,551 0,336 2,164 6 0,312 0,958 0,302 1,984 0,536 2,333 7 0,446 1,014 0,436 2,359 0,719 2,465 8 0,577 1,074 0,567 2,638 0,887 2,596 9 0,702 1,133 0,692 2,856 1,035 2,733 10 0,817 1,188 0,807 3,030 1,165 2,852 11 0,919 1,227 0,909 3,196 1,326 2,950 12 1,011 1,262 1,001 3,355 1,501 3,034 13 1,095 1,303 1,084 3,503 1,672 3,106 14 1,167 1,351 1,156 3,635 1,832 3,169 15 1,224 1,407 1,213 3,750 1,977 3,224 16 1,265 1,470 1,255 3,844 2,108 3,274 17 1,299 1,538 1,288 3,922 2,227 3,318 18 1,331 1,609 1,320 3,986 2,333 3,358 19 1,365 1,681 1,355 4,039 2,430 3,394 20 1,407 1,753 1,396 4,083 2,517 3,427 21 1,456 1,824 1,445 4,120 2,596 3,457 22 1,511 1,893 1,501 4,150 2,668 3,485 23 1,570 1,960 1,560 4,175 2,734 3,511 24 1,631 2,025 1,621 4,196 2,795 3,535 25 1,693 2,088 1,683 4,214 2,851 3,558 26 1,755 2,149 1,746 4,229 2,902 3,579 27 1,816 2,207 1,807 4,241 2,950 3,598 28 1,877 2,263 1,868 4,251 2,994 3,617 29 1,936 2,317 1,928 4,259 3,036 3,634 30 1,994 2,368 1,986 4,266 3,074 3,651 31 2,050 2,417 2,042 4,271 3,110 3,666 32 2,104 2,464 2,097 4,275 3,144 3,681 33 2,157 2,510 2,149 4,279 3,176 3,694 34 2,208 2,553 2,200 4,282 3,206 3,708 35 2,256 2,594 2,249 4,284 3,234 3,720 36 2,303 2,634 2,296 4,285 3,261 3,732 37 2,349 2,672 2,342 4,286 3,286 3,743 38 2,392 2,709 2,385 4,287 3,310 3,754 39 2,434 2,744 2,428 4,287 3,333 3,765 40 2,474 2,777 2,468 4,288 3,354 3,774 41 2,513 2,809 2,507 4,287 3,375 3,784 42 2,550 2,840 2,544 4,287 3,395 3,793 43 2,586 2,870 2,580 4,287 3,413 3,802 44 2,621 2,899 2,615 4,286 3,431 3,810 45 2,654 2,926 2,648 4,285 3,448 3,818 46 2,686 2,952 2,680 4,285 3,464 3,826 47 2,717 2,978 2,711 4,284 3,480 3,833 48 2,746 3,002 2,741 4,283 3,495 3,840 49 2,775 3,026 2,770 4,282 3,509 3,847 50 2,802 3,048 2,797 4,281 3,523 3,854 51 2,829 3,070 2,824 4,280 3,536 3,860 52 2,855 3,091 2,850 4,279 3,549 3,866 53 2,879 3,112 2,874 4,278 3,561 3,872 54 2,903 3,131 2,898 4,277 3,573 3,878 55 2,926 3,150 2,922 4,276 3,584 3,884 56 2,949 3,169 2,944 4,274 3,595 3,889 57 2,970 3,186 2,966 4,273 3,606 3,894 58 2,991 3,204 2,986 4,272 3,616 3,899 59 3,011 3,220 3,007 4,271 3,626 3,904 60 3,031 3,236 3,026 4,270 3,636 3,909 61 3,049 3,252 3,045 4,269 3,645 3,914 62 3,068 3,267 3,064 4,268 3,654 3,918 63 3,086 3,282 3,081 4,267 3,662 3,922 64 3,103 3,296 3,099 4,267 3,671 3,927 65 3,119 3,309 3,115 4,266 3,679 3,931 66 3,136 3,323 3,132 4,265 3,687 3,935 67 3,151 3,336 3,148 4,264 3,694 3,939 68 3,167 3,348 3,163 4,263 3,702 3,942 69 3,182 3,361 3,178 4,262 3,709 3,946 70 3,196 3,373 3,192 4,261 3,716 3,949 71 3,210 3,384 3,206 4,260 3,723 3,953 72 3,224 3,395 3,220 4,260 3,729 3,956 73 3,237 3,406 3,233 4,259 3,736 3,960 74 3,250 3,417 3,246 4,258 3,742 3,963 75 3,262 3,427 3,259 4,257 3,748 3,966 76 3,275 3,437 3,271 4,257 3,754 3,969 77 3,287 3,447 3,283 4,256 3,760 3,972 78 3,298 3,457 3,295 4,255 3,766 3,975 79 3,310 3,466 3,306 4,255 3,771 3,978 80 3,321 3,475 3,318 4,254 3,776 3,980 81 3,332 3,484 3,328 4,253 3,782 3,983 82 3,342 3,493 3,339 4,253 3,787 3,986 83 3,352 3,501 3,349 4,252 3,792 3,988 84 3,362 3,510 3,359 4,251 3,797 3,991 85 3,372 3,518 3,369 4,251 3,801 3,993 86 3,382 3,526 3,379 4,250 3,806 3,995 87 3,391 3,533 3,388 4,250 3,810 3,998 88 3,400 3,541 3,397 4,249 3,815 4,000 89 3,409 3,548 3,406 4,248 3,819 4,002 90 3,418 3,556 3,415 4,248 3,823 4,004 91 3,427 3,563 3,424 4,247 3,827 4,007 92 3,435 3,569 3,432 4,247 3,832 4,009 93 3,443 3,576 3,440 4,246 3,835 4,011 94 3,451 3,583 3,448 4,246 3,839 4,013 95 3,459 3,589 3,456 4,245 3,843 4,015 96 3,467 3,596 3,464 4,245 3,847 4,017 97 3,474 3,602 3,472 4,245 3,850 4,018 98 3,482 3,608 3,479 4,244 3,854 4,020 99 3,489 3,614 3,486 4,244 3,858 4,022 100 3,496 3,620 3,493 4,243 3,861 4,024 101 3,503 3,626 3,500 4,243 3,864 4,026 102 3,510 3,631 3,507 4,242 3,868 4,027 103 3,516 3,637 3,514 4,242 3,871 4,029 104 3,523 3,642 3,520 4,242 3,874 4,031 105 3,529 3,647 3,527 4,241 3,877 4,032 106 3,536 3,653 3,533 4,241 3,880 4,034 107 3,542 3,658 3,539 4,240 3,883 4,035 108 3,548 3,663 3,546 4,240 3,886 4,037 109 3,554 3,668 3,552 4,240 3,889 4,038 110 3,560 3,672 3,557 4,239 3,892 4,040 111 3,566 3,677 3,563 4,239 3,895 4,041 112 3,571 3,682 3,569 4,239 3,897 4,043 113 3,577 3,686 3,574 4,238 3,900 4,044 114 3,582 3,691 3,580 4,238 3,903 4,045 115 3,588 3,695 3,585 4,238 3,905 4,047 116 3,593 3,700 3,591 4,237 3,908 4,048 117 3,598 3,704 3,596 4,237 3,910 4,049 118 3,603 3,708 3,601 4,237 3,913 4,051 119 3,608 3,712 3,606 4,236 3,915 4,052 120 3,613 3,716 3,611 4,236 3,917 4,053 121 3,618 3,720 3,616 4,236 3,920 4,054 122 3,623 3,724 3,620 4,235 3,922 4,056 123 3,627 3,728 3,625 4,235 3,924 4,057 124 3,632 3,732 3,630 4,235 3,926 4,058 125 3,636 3,736 3,634 4,235 3,929 4,059 126 3,641 3,739 3,639 4,234 3,931 4,060 127 3,645 3,743 3,643 4,234 3,933 4,061 128 3,650 3,746 3,648 4,234 3,935 4,062 129 3,654 3,750 3,652 4,233 3,937 4,063 130 3,658 3,753 3,656 4,233 3,939 4,064 131 3,662 3,757 3,660 4,233 3,941 4,065 132 3,666 3,760 3,664 4,233 3,943 4,066 133 3,670 3,763 3,668 4,232 3,945 4,067 134 3,674 3,767 3,672 4,232 3,947 4,068 135 3,678 3,770 3,676 4,232 3,949 4,069 136 3,682 3,773 3,680 4,232 3,951 4,070 137 3,686 3,776 3,684 4,232 3,952 4,071 138 3,689 3,779 3,687 4,231 3,954 4,072 139 3,693 3,782 3,691 4,231 3,956 4,073 140 3,697 3,785 3,695 4,231 3,958 4,074 141 3,700 3,788 3,698 4,231 3,959 4,075 142 3,704 3,791 3,702 4,230 3,961 4,076 143 3,707 3,794 3,705 4,230 3,963 4,077 144 3,711 3,797 3,709 4,230 3,964 4,078 145 3,714 3,799 3,712 4,230 3,966 4,078 146 3,717 3,802 3,715 4,230 3,968 4,079 147 3,721 3,805 3,719 4,229 3,969 4,080 148 3,724 3,808 3,722 4,229 3,971 4,081 149 3,727 3,810 3,725 4,229 3,972 4,082 150 3,730 3,813 3,728 4,229 3,974 4,082

Term to maturity (in years) Lev (%) Pound sterling (%) Romanian leu (%) Zloty (%) Króna (%) Norwegian krone (%) 1 – 0,385 0,394 0,852 1,460 4,483 0,820 2 – 0,275 0,534 1,406 1,759 4,530 1,026 3 – 0,148 0,643 1,885 2,047 4,580 1,152 4 – 0,013 0,745 2,308 2,339 4,568 1,279 5 0,122 0,839 2,689 2,580 4,538 1,408 6 0,262 0,927 3,027 2,738 4,520 1,526 7 0,395 1,006 3,314 2,891 4,522 1,636 8 0,526 1,078 3,553 3,021 4,530 1,735 9 0,651 1,145 3,769 3,095 4,535 1,820 10 0,766 1,210 3,965 3,209 4,537 1,889 11 0,868 1,267 4,121 3,317 4,536 1,959 12 0,960 1,318 4,241 3,406 4,534 2,030 13 1,043 1,354 4,333 3,480 4,530 2,102 14 1,115 1,390 4,404 3,543 4,526 2,172 15 1,172 1,427 4,459 3,597 4,521 2,241 16 1,213 1,437 4,502 3,644 4,515 2,307 17 1,246 1,455 4,534 3,685 4,510 2,371 18 1,278 1,470 4,559 3,721 4,504 2,432 19 1,313 1,480 4,577 3,753 4,498 2,490 20 1,354 1,501 4,590 3,781 4,492 2,546 21 1,404 1,513 4,599 3,806 4,486 2,600 22 1,460 1,514 4,605 3,829 4,480 2,650 23 1,520 1,510 4,608 3,849 4,474 2,699 24 1,582 1,504 4,609 3,867 4,468 2,745 25 1,645 1,498 4,609 3,884 4,462 2,789 26 1,709 1,493 4,607 3,899 4,457 2,830 27 1,772 1,490 4,603 3,913 4,451 2,870 28 1,833 1,486 4,599 3,926 4,446 2,908 29 1,894 1,481 4,595 3,938 4,441 2,945 30 1,953 1,473 4,589 3,949 4,436 2,979 31 2,010 1,464 4,584 3,959 4,431 3,012 32 2,065 1,453 4,578 3,968 4,426 3,044 33 2,119 1,442 4,572 3,977 4,421 3,074 34 2,170 1,431 4,565 3,985 4,417 3,103 35 2,220 1,420 4,559 3,993 4,412 3,130 36 2,268 1,410 4,553 4,000 4,408 3,157 37 2,314 1,401 4,546 4,006 4,404 3,182 38 2,359 1,392 4,540 4,012 4,400 3,206 39 2,401 1,382 4,534 4,018 4,396 3,229 40 2,442 1,372 4,527 4,023 4,392 3,251 41 2,482 1,361 4,521 4,029 4,388 3,273 42 2,520 1,349 4,515 4,033 4,385 3,293 43 2,556 1,337 4,509 4,038 4,381 3,313 44 2,591 1,325 4,504 4,042 4,378 3,332 45 2,625 1,313 4,498 4,046 4,375 3,350 46 2,658 1,302 4,493 4,050 4,372 3,367 47 2,689 1,293 4,487 4,054 4,369 3,384 48 2,719 1,288 4,482 4,057 4,366 3,400 49 2,749 1,288 4,477 4,061 4,363 3,416 50 2,777 1,295 4,472 4,064 4,360 3,431 51 2,804 1,307 4,467 4,067 4,357 3,445 52 2,830 1,326 4,463 4,070 4,354 3,459 53 2,855 1,348 4,458 4,073 4,352 3,473 54 2,879 1,374 4,454 4,075 4,349 3,486 55 2,903 1,403 4,449 4,078 4,347 3,499 56 2,925 1,433 4,445 4,080 4,345 3,511 57 2,947 1,465 4,441 4,083 4,342 3,523 58 2,969 1,498 4,437 4,085 4,340 3,534 59 2,989 1,531 4,433 4,087 4,338 3,545 60 3,009 1,565 4,430 4,089 4,336 3,556 61 3,028 1,599 4,426 4,091 4,334 3,566 62 3,047 1,633 4,423 4,093 4,332 3,576 63 3,065 1,667 4,419 4,095 4,330 3,586 64 3,082 1,701 4,416 4,097 4,328 3,595 65 3,100 1,734 4,413 4,098 4,326 3,605 66 3,116 1,767 4,409 4,100 4,324 3,613 67 3,132 1,800 4,406 4,101 4,322 3,622 68 3,148 1,831 4,403 4,103 4,321 3,631 69 3,163 1,863 4,401 4,105 4,319 3,639 70 3,177 1,894 4,398 4,106 4,317 3,647 71 3,192 1,924 4,395 4,107 4,316 3,654 72 3,206 1,953 4,392 4,109 4,314 3,662 73 3,219 1,982 4,390 4,110 4,313 3,669 74 3,232 2,011 4,387 4,111 4,311 3,676 75 3,245 2,039 4,385 4,113 4,310 3,683 76 3,258 2,066 4,382 4,114 4,308 3,690 77 3,270 2,093 4,380 4,115 4,307 3,697 78 3,282 2,119 4,378 4,116 4,306 3,703 79 3,293 2,144 4,375 4,117 4,304 3,709 80 3,305 2,169 4,373 4,118 4,303 3,715 81 3,316 2,193 4,371 4,119 4,302 3,721 82 3,326 2,217 4,369 4,120 4,301 3,727 83 3,337 2,241 4,367 4,121 4,300 3,733 84 3,347 2,263 4,365 4,122 4,298 3,738 85 3,357 2,286 4,363 4,123 4,297 3,744 86 3,367 2,308 4,361 4,124 4,296 3,749 87 3,376 2,329 4,359 4,125 4,295 3,754 88 3,386 2,350 4,358 4,126 4,294 3,759 89 3,395 2,370 4,356 4,127 4,293 3,764 90 3,404 2,390 4,354 4,128 4,292 3,769 91 3,412 2,410 4,352 4,128 4,291 3,774 92 3,421 2,429 4,351 4,129 4,290 3,778 93 3,429 2,448 4,349 4,130 4,289 3,783 94 3,437 2,466 4,348 4,131 4,288 3,787 95 3,445 2,484 4,346 4,131 4,287 3,792 96 3,453 2,502 4,345 4,132 4,286 3,796 97 3,461 2,519 4,343 4,133 4,285 3,800 98 3,468 2,536 4,342 4,134 4,284 3,804 99 3,476 2,553 4,340 4,134 4,284 3,808 100 3,483 2,569 4,339 4,135 4,283 3,812 101 3,490 2,585 4,337 4,136 4,282 3,816 102 3,497 2,601 4,336 4,136 4,281 3,820 103 3,504 2,616 4,335 4,137 4,280 3,823 104 3,510 2,631 4,333 4,137 4,280 3,827 105 3,517 2,646 4,332 4,138 4,279 3,830 106 3,523 2,661 4,331 4,139 4,278 3,834 107 3,530 2,675 4,330 4,139 4,277 3,837 108 3,536 2,689 4,328 4,140 4,277 3,841 109 3,542 2,703 4,327 4,140 4,276 3,844 110 3,548 2,716 4,326 4,141 4,275 3,847 111 3,554 2,730 4,325 4,141 4,275 3,850 112 3,560 2,743 4,324 4,142 4,274 3,853 113 3,565 2,755 4,323 4,143 4,273 3,857 114 3,571 2,768 4,322 4,143 4,273 3,860 115 3,576 2,780 4,321 4,144 4,272 3,862 116 3,582 2,793 4,320 4,144 4,271 3,865 117 3,587 2,805 4,319 4,144 4,271 3,868 118 3,592 2,816 4,318 4,145 4,270 3,871 119 3,597 2,828 4,317 4,145 4,270 3,874 120 3,602 2,839 4,316 4,146 4,269 3,877 121 3,607 2,850 4,315 4,146 4,268 3,879 122 3,612 2,861 4,314 4,147 4,268 3,882 123 3,617 2,872 4,313 4,147 4,267 3,884 124 3,621 2,883 4,312 4,148 4,267 3,887 125 3,626 2,893 4,311 4,148 4,266 3,889 126 3,630 2,904 4,310 4,148 4,266 3,892 127 3,635 2,914 4,309 4,149 4,265 3,894 128 3,639 2,924 4,308 4,149 4,265 3,897 129 3,644 2,934 4,308 4,150 4,264 3,899 130 3,648 2,943 4,307 4,150 4,264 3,901 131 3,652 2,953 4,306 4,150 4,263 3,904 132 3,656 2,962 4,305 4,151 4,263 3,906 133 3,660 2,971 4,304 4,151 4,262 3,908 134 3,664 2,980 4,304 4,152 4,262 3,910 135 3,668 2,989 4,303 4,152 4,261 3,912 136 3,672 2,998 4,302 4,152 4,261 3,915 137 3,676 3,007 4,301 4,153 4,260 3,917 138 3,680 3,016 4,301 4,153 4,260 3,919 139 3,684 3,024 4,300 4,153 4,260 3,921 140 3,687 3,032 4,299 4,154 4,259 3,923 141 3,691 3,041 4,298 4,154 4,259 3,925 142 3,695 3,049 4,298 4,154 4,258 3,927 143 3,698 3,057 4,297 4,155 4,258 3,928 144 3,702 3,065 4,296 4,155 4,258 3,930 145 3,705 3,073 4,296 4,155 4,257 3,932 146 3,708 3,080 4,295 4,156 4,257 3,934 147 3,712 3,088 4,294 4,156 4,256 3,936 148 3,715 3,095 4,294 4,156 4,256 3,938 149 3,718 3,103 4,293 4,156 4,256 3,939 150 3,721 3,110 4,292 4,157 4,255 3,941

Term to maturity (in years) Swiss franc (%) Australian dollar (%) Baht (%) Canadian dollar (%) Chilean peso (%) Colombian peso (%) 1 – 0,735 1,724 1,350 1,067 2,223 4,303 2 – 0,643 1,881 1,461 1,220 2,510 4,722 3 – 0,546 2,041 1,599 1,349 2,769 5,055 4 – 0,439 2,179 1,759 1,459 3,033 5,289 5 – 0,327 2,303 1,900 1,554 3,269 5,442 6 – 0,221 2,416 2,014 1,625 3,497 5,582 7 – 0,116 2,511 2,111 1,695 3,687 5,683 8 – 0,018 2,594 2,197 1,765 3,823 5,859 9 0,072 2,670 2,272 1,842 3,918 6,002 10 0,152 2,742 2,337 1,908 3,989 6,130 11 0,203 2,808 2,393 1,982 4,043 6,221 12 0,270 2,867 2,442 2,058 4,087 6,274 13 0,311 2,920 2,485 2,128 4,122 6,301 14 0,370 2,967 2,525 2,189 4,150 6,308 15 0,394 3,006 2,566 2,243 4,173 6,300 16 0,420 3,038 2,608 2,288 4,192 6,281 17 0,453 3,065 2,651 2,324 4,207 6,254 18 0,487 3,089 2,693 2,349 4,220 6,220 19 0,516 3,110 2,736 2,362 4,231 6,183 20 0,537 3,130 2,778 2,362 4,239 6,142 21 0,550 3,150 2,818 2,349 4,247 6,100 22 0,558 3,167 2,858 2,329 4,253 6,056 23 0,566 3,182 2,896 2,305 4,257 6,012 24 0,579 3,193 2,933 2,282 4,261 5,968 25 0,600 3,200 2,969 2,260 4,265 5,924 26 0,629 3,204 3,003 2,242 4,267 5,881 27 0,665 3,204 3,036 2,230 4,269 5,838 28 0,706 3,205 3,068 2,223 4,271 5,797 29 0,750 3,206 3,098 2,222 4,272 5,756 30 0,797 3,209 3,127 2,228 4,273 5,717 31 0,844 3,215 3,155 2,241 4,274 5,679 32 0,893 3,223 3,182 2,259 4,274 5,642 33 0,941 3,233 3,208 2,282 4,274 5,606 34 0,989 3,245 3,233 2,307 4,274 5,571 35 1,037 3,257 3,256 2,335 4,274 5,538 36 1,083 3,271 3,279 2,364 4,274 5,506 37 1,129 3,285 3,301 2,395 4,273 5,475 38 1,174 3,299 3,322 2,426 4,273 5,445 39 1,217 3,314 3,342 2,457 4,272 5,417 40 1,260 3,329 3,361 2,489 4,272 5,389 41 1,301 3,344 3,380 2,520 4,271 5,363 42 1,341 3,359 3,398 2,551 4,270 5,337 43 1,379 3,373 3,415 2,582 4,270 5,312 44 1,417 3,388 3,432 2,612 4,269 5,289 45 1,453 3,402 3,448 2,641 4,268 5,266 46 1,488 3,416 3,463 2,670 4,267 5,244 47 1,521 3,430 3,478 2,698 4,266 5,223 48 1,554 3,443 3,492 2,726 4,266 5,202 49 1,586 3,456 3,506 2,753 4,265 5,182 50 1,616 3,469 3,519 2,779 4,264 5,163 51 1,646 3,482 3,532 2,804 4,263 5,145 52 1,674 3,494 3,544 2,829 4,262 5,127 53 1,702 3,506 3,556 2,853 4,261 5,110 54 1,729 3,518 3,567 2,876 4,261 5,094 55 1,755 3,529 3,579 2,899 4,260 5,078 56 1,780 3,540 3,589 2,921 4,259 5,062 57 1,804 3,551 3,600 2,942 4,258 5,048 58 1,827 3,561 3,610 2,963 4,257 5,033 59 1,850 3,572 3,620 2,983 4,257 5,019 60 1,872 3,582 3,629 3,002 4,256 5,006 61 1,893 3,591 3,638 3,021 4,255 4,993 62 1,914 3,601 3,647 3,040 4,254 4,980 63 1,934 3,610 3,656 3,058 4,254 4,968 64 1,954 3,619 3,664 3,075 4,253 4,956 65 1,972 3,627 3,672 3,092 4,252 4,944 66 1,991 3,636 3,680 3,108 4,252 4,933 67 2,009 3,644 3,688 3,124 4,251 4,922 68 2,026 3,652 3,695 3,140 4,250 4,911 69 2,043 3,659 3,703 3,155 4,250 4,901 70 2,059 3,667 3,710 3,170 4,249 4,891 71 2,075 3,674 3,716 3,184 4,248 4,881 72 2,090 3,681 3,723 3,198 4,248 4,872 73 2,106 3,688 3,730 3,211 4,247 4,863 74 2,120 3,695 3,736 3,225 4,247 4,854 75 2,135 3,702 3,742 3,238 4,246 4,845 76 2,148 3,708 3,748 3,250 4,245 4,836 77 2,162 3,715 3,754 3,262 4,245 4,828 78 2,175 3,721 3,759 3,274 4,244 4,820 79 2,188 3,727 3,765 3,286 4,244 4,812 80 2,201 3,733 3,770 3,297 4,243 4,805 81 2,213 3,738 3,776 3,308 4,243 4,797 82 2,225 3,744 3,781 3,319 4,242 4,790 83 2,237 3,749 3,786 3,330 4,242 4,783 84 2,248 3,755 3,791 3,340 4,241 4,776 85 2,259 3,760 3,796 3,350 4,241 4,769 86 2,270 3,765 3,800 3,360 4,240 4,762 87 2,281 3,770 3,805 3,369 4,240 4,756 88 2,291 3,775 3,809 3,379 4,239 4,750 89 2,301 3,780 3,814 3,388 4,239 4,743 90 2,311 3,784 3,818 3,397 4,239 4,737 91 2,321 3,789 3,822 3,406 4,238 4,731 92 2,330 3,793 3,826 3,414 4,238 4,726 93 2,340 3,798 3,830 3,423 4,237 4,720 94 2,349 3,802 3,834 3,431 4,237 4,714 95 2,358 3,806 3,838 3,439 4,237 4,709 96 2,366 3,810 3,842 3,447 4,236 4,704 97 2,375 3,814 3,845 3,455 4,236 4,698 98 2,383 3,818 3,849 3,462 4,236 4,693 99 2,392 3,822 3,853 3,470 4,235 4,688 100 2,400 3,826 3,856 3,477 4,235 4,684 101 2,408 3,829 3,859 3,484 4,235 4,679 102 2,415 3,833 3,863 3,491 4,234 4,674 103 2,423 3,837 3,866 3,498 4,234 4,669 104 2,430 3,840 3,869 3,505 4,234 4,665 105 2,438 3,843 3,872 3,511 4,233 4,660 106 2,445 3,847 3,876 3,518 4,233 4,656 107 2,452 3,850 3,879 3,524 4,233 4,652 108 2,459 3,853 3,882 3,530 4,232 4,648 109 2,465 3,857 3,884 3,536 4,232 4,643 110 2,472 3,860 3,887 3,542 4,232 4,639 111 2,479 3,863 3,890 3,548 4,231 4,635 112 2,485 3,866 3,893 3,554 4,231 4,632 113 2,491 3,869 3,896 3,560 4,231 4,628 114 2,498 3,872 3,898 3,565 4,231 4,624 115 2,504 3,874 3,901 3,571 4,230 4,620 116 2,510 3,877 3,903 3,576 4,230 4,617 117 2,516 3,880 3,906 3,582 4,230 4,613 118 2,521 3,883 3,908 3,587 4,230 4,610 119 2,527 3,885 3,911 3,592 4,229 4,606 120 2,533 3,888 3,913 3,597 4,229 4,603 121 2,538 3,891 3,916 3,602 4,229 4,599 122 2,543 3,893 3,918 3,607 4,229 4,596 123 2,549 3,896 3,920 3,612 4,228 4,593 124 2,554 3,898 3,923 3,616 4,228 4,590 125 2,559 3,900 3,925 3,621 4,228 4,587 126 2,564 3,903 3,927 3,626 4,228 4,584 127 2,569 3,905 3,929 3,630 4,227 4,581 128 2,574 3,907 3,931 3,635 4,227 4,578 129 2,579 3,910 3,933 3,639 4,227 4,575 130 2,584 3,912 3,935 3,643 4,227 4,572 131 2,588 3,914 3,937 3,648 4,227 4,569 132 2,593 3,916 3,939 3,652 4,226 4,566 133 2,598 3,918 3,941 3,656 4,226 4,563 134 2,602 3,920 3,943 3,660 4,226 4,561 135 2,607 3,923 3,945 3,664 4,226 4,558 136 2,611 3,925 3,947 3,668 4,226 4,555 137 2,615 3,927 3,949 3,672 4,225 4,553 138 2,619 3,929 3,951 3,675 4,225 4,550 139 2,624 3,931 3,952 3,679 4,225 4,548 140 2,628 3,932 3,954 3,683 4,225 4,545 141 2,632 3,934 3,956 3,687 4,225 4,543 142 2,636 3,936 3,958 3,690 4,225 4,540 143 2,640 3,938 3,959 3,694 4,224 4,538 144 2,644 3,940 3,961 3,697 4,224 4,536 145 2,647 3,942 3,963 3,701 4,224 4,533 146 2,651 3,943 3,964 3,704 4,224 4,531 147 2,655 3,945 3,966 3,708 4,224 4,529 148 2,659 3,947 3,967 3,711 4,224 4,526 149 2,662 3,949 3,969 3,714 4,223 4,524 150 2,666 3,950 3,971 3,717 4,223 4,522

Term to maturity (in years) Hong Kong dollar (%) Indian rupee (%) Mexican peso (%) New Taiwan dollar (%) New Zealand dollar (%) Rand (%) 1 0,944 6,002 7,054 0,402 1,886 7,022 2 1,167 6,058 6,695 0,497 2,124 6,964 3 1,361 6,130 6,565 0,580 2,344 7,051 4 1,484 6,214 6,572 0,656 2,529 7,199 5 1,595 6,295 6,645 0,731 2,690 7,362 6 1,687 6,376 6,766 0,816 2,829 7,529 7 1,766 6,434 6,887 0,877 2,949 7,688 8 1,838 6,492 6,979 0,947 3,049 7,839 9 1,902 6,538 7,057 1,014 3,138 7,979 10 1,959 6,569 7,136 1,078 3,211 8,100 11 2,007 6,583 7,223 1,154 3,280 8,204 12 2,045 6,584 7,315 1,239 3,342 8,287 13 2,075 6,575 7,407 1,329 3,394 8,346 14 2,102 6,560 7,496 1,421 3,442 8,380 15 2,133 6,540 7,580 1,512 3,493 8,392 16 2,171 6,516 7,657 1,601 3,549 8,383 17 2,214 6,490 7,725 1,688 3,607 8,356 18 2,261 6,462 7,780 1,772 3,665 8,317 19 2,309 6,434 7,821 1,853 3,719 8,268 20 2,358 6,405 7,844 1,930 3,768 8,212 21 2,407 6,375 7,850 2,004 3,811 8,151 22 2,456 6,346 7,841 2,074 3,848 8,087 23 2,504 6,318 7,820 2,142 3,880 8,021 24 2,550 6,289 7,790 2,206 3,908 7,953 25 2,595 6,262 7,753 2,267 3,932 7,886 26 2,639 6,235 7,711 2,325 3,954 7,819 27 2,682 6,208 7,665 2,381 3,973 7,752 28 2,723 6,183 7,616 2,434 3,989 7,687 29 2,762 6,158 7,566 2,484 4,004 7,623 30 2,800 6,134 7,515 2,532 4,017 7,561 31 2,837 6,111 7,464 2,578 4,029 7,501 32 2,872 6,089 7,413 2,622 4,040 7,442 33 2,906 6,067 7,363 2,664 4,049 7,386 34 2,938 6,046 7,313 2,703 4,057 7,331 35 2,969 6,026 7,264 2,742 4,065 7,278 36 2,999 6,007 7,217 2,778 4,072 7,228 37 3,028 5,988 7,170 2,813 4,078 7,179 38 3,055 5,970 7,125 2,846 4,084 7,132 39 3,082 5,953 7,082 2,878 4,089 7,086 40 3,107 5,936 7,040 2,909 4,094 7,043 41 3,132 5,920 6,999 2,938 4,098 7,001 42 3,155 5,904 6,959 2,966 4,102 6,961 43 3,178 5,889 6,921 2,993 4,105 6,922 44 3,199 5,875 6,884 3,019 4,109 6,885 45 3,220 5,861 6,849 3,044 4,112 6,849 46 3,240 5,848 6,815 3,068 4,115 6,814 47 3,260 5,835 6,782 3,091 4,117 6,781 48 3,278 5,822 6,750 3,113 4,120 6,749 49 3,296 5,810 6,719 3,135 4,122 6,718 50 3,314 5,799 6,690 3,155 4,124 6,688 51 3,330 5,788 6,661 3,175 4,126 6,660 52 3,347 5,777 6,633 3,194 4,128 6,632 53 3,362 5,766 6,607 3,213 4,130 6,605 54 3,377 5,756 6,581 3,230 4,131 6,580 55 3,392 5,746 6,556 3,248 4,133 6,555 56 3,406 5,737 6,532 3,264 4,134 6,531 57 3,419 5,728 6,509 3,280 4,136 6,508 58 3,433 5,719 6,487 3,296 4,137 6,485 59 3,445 5,710 6,465 3,311 4,138 6,463 60 3,458 5,702 6,444 3,326 4,140 6,443 61 3,470 5,694 6,424 3,340 4,141 6,422 62 3,481 5,686 6,404 3,353 4,142 6,402 63 3,493 5,678 6,385 3,367 4,143 6,383 64 3,503 5,671 6,366 3,379 4,144 6,365 65 3,514 5,664 6,348 3,392 4,145 6,347 66 3,524 5,657 6,331 3,404 4,146 6,330 67 3,534 5,650 6,314 3,416 4,147 6,313 68 3,544 5,643 6,298 3,427 4,148 6,296 69 3,553 5,637 6,282 3,438 4,148 6,280 70 3,563 5,631 6,266 3,449 4,149 6,265 71 3,571 5,625 6,251 3,460 4,150 6,250 72 3,580 5,619 6,236 3,470 4,151 6,235 73 3,589 5,613 6,222 3,480 4,151 6,221 74 3,597 5,608 6,208 3,489 4,152 6,207 75 3,605 5,602 6,195 3,499 4,153 6,194 76 3,613 5,597 6,182 3,508 4,154 6,181 77 3,620 5,592 6,169 3,517 4,154 6,168 78 3,628 5,587 6,156 3,526 4,155 6,155 79 3,635 5,582 6,144 3,534 4,155 6,143 80 3,642 5,577 6,132 3,542 4,156 6,131 81 3,649 5,573 6,121 3,550 4,156 6,120 82 3,655 5,568 6,110 3,558 4,157 6,109 83 3,662 5,564 6,099 3,566 4,158 6,098 84 3,668 5,559 6,088 3,574 4,158 6,087 85 3,674 5,555 6,077 3,581 4,159 6,076 86 3,681 5,551 6,067 3,588 4,159 6,066 87 3,687 5,547 6,057 3,595 4,160 6,056 88 3,692 5,543 6,047 3,602 4,160 6,046 89 3,698 5,539 6,038 3,609 4,160 6,037 90 3,704 5,535 6,028 3,615 4,161 6,028 91 3,709 5,532 6,019 3,622 4,161 6,018 92 3,714 5,528 6,010 3,628 4,162 6,010 93 3,720 5,525 6,002 3,634 4,162 6,001 94 3,725 5,521 5,993 3,640 4,163 5,992 95 3,730 5,518 5,985 3,646 4,163 5,984 96 3,735 5,514 5,976 3,652 4,163 5,976 97 3,739 5,511 5,968 3,657 4,164 5,968 98 3,744 5,508 5,961 3,663 4,164 5,960 99 3,749 5,505 5,953 3,668 4,165 5,952 100 3,753 5,502 5,945 3,673 4,165 5,945 101 3,757 5,499 5,938 3,679 4,165 5,937 102 3,762 5,496 5,931 3,684 4,166 5,930 103 3,766 5,493 5,924 3,689 4,166 5,923 104 3,770 5,490 5,917 3,694 4,166 5,916 105 3,774 5,487 5,910 3,698 4,167 5,909 106 3,778 5,485 5,903 3,703 4,167 5,902 107 3,782 5,482 5,896 3,708 4,167 5,896 108 3,786 5,479 5,890 3,712 4,167 5,889 109 3,790 5,477 5,884 3,717 4,168 5,883 110 3,794 5,474 5,877 3,721 4,168 5,877 111 3,797 5,472 5,871 3,726 4,168 5,871 112 3,801 5,469 5,865 3,730 4,169 5,865 113 3,804 5,467 5,859 3,734 4,169 5,859 114 3,808 5,465 5,853 3,738 4,169 5,853 115 3,811 5,462 5,848 3,742 4,169 5,847 116 3,815 5,460 5,842 3,746 4,170 5,842 117 3,818 5,458 5,837 3,750 4,170 5,836 118 3,821 5,456 5,831 3,754 4,170 5,831 119 3,824 5,454 5,826 3,757 4,170 5,825 120 3,827 5,451 5,821 3,761 4,171 5,820 121 3,830 5,449 5,816 3,765 4,171 5,815 122 3,834 5,447 5,811 3,768 4,171 5,810 123 3,836 5,445 5,806 3,772 4,171 5,805 124 3,839 5,443 5,801 3,775 4,172 5,800 125 3,842 5,441 5,796 3,779 4,172 5,795 126 3,845 5,439 5,791 3,782 4,172 5,790 127 3,848 5,438 5,786 3,785 4,172 5,786 128 3,851 5,436 5,782 3,788 4,173 5,781 129 3,853 5,434 5,777 3,792 4,173 5,777 130 3,856 5,432 5,773 3,795 4,173 5,772 131 3,859 5,430 5,768 3,798 4,173 5,768 132 3,861 5,429 5,764 3,801 4,173 5,764 133 3,864 5,427 5,760 3,804 4,174 5,759 134 3,866 5,425 5,756 3,807 4,174 5,755 135 3,869 5,423 5,752 3,810 4,174 5,751 136 3,871 5,422 5,748 3,813 4,174 5,747 137 3,874 5,420 5,743 3,815 4,174 5,743 138 3,876 5,419 5,740 3,818 4,175 5,739 139 3,878 5,417 5,736 3,821 4,175 5,735 140 3,881 5,415 5,732 3,824 4,175 5,731 141 3,883 5,414 5,728 3,826 4,175 5,728 142 3,885 5,412 5,724 3,829 4,175 5,724 143 3,887 5,411 5,721 3,832 4,175 5,720 144 3,889 5,410 5,717 3,834 4,176 5,716 145 3,892 5,408 5,713 3,837 4,176 5,713 146 3,894 5,407 5,710 3,839 4,176 5,709 147 3,896 5,405 5,706 3,842 4,176 5,706 148 3,898 5,404 5,703 3,844 4,176 5,702 149 3,900 5,402 5,700 3,846 4,176 5,699 150 3,902 5,401 5,696 3,849 4,177 5,696

Term to maturity (in years) Real (%) Renminbi-yuan (%) Ringgit (%) Russian rouble (%) Singapore dollar (%) South Korean won (%) 1 7,977 3,223 3,316 8,615 0,905 1,362 2 8,464 3,283 3,389 8,162 1,141 1,464 3 9,003 3,381 3,465 7,941 1,339 1,533 4 9,289 3,475 3,505 7,803 1,509 1,594 5 9,460 3,545 3,559 7,694 1,653 1,639 6 9,583 3,702 3,617 7,630 1,787 1,670 7 9,679 3,852 3,676 7,587 1,909 1,699 8 9,730 3,926 3,737 7,541 2,015 1,731 9 9,750 3,951 3,795 7,487 2,103 1,761 10 9,766 3,958 3,849 7,424 2,171 1,786 11 9,751 3,962 3,898 7,352 2,219 1,804 12 9,707 3,967 3,945 7,274 2,260 1,815 13 9,641 3,971 3,994 7,192 2,298 1,820 14 9,560 3,976 4,045 7,109 2,332 1,818 15 9,469 3,981 4,097 7,025 2,358 1,813 16 9,370 3,985 4,148 6,942 2,375 1,805 17 9,267 3,990 4,196 6,859 2,387 1,799 18 9,161 3,995 4,241 6,779 2,399 1,798 19 9,054 3,999 4,280 6,701 2,414 1,806 20 8,947 4,003 4,314 6,625 2,433 1,824 21 8,842 4,008 4,341 6,551 2,458 1,852 22 8,738 4,012 4,363 6,480 2,487 1,889 23 8,636 4,016 4,380 6,412 2,520 1,931 24 8,538 4,020 4,394 6,346 2,555 1,976 25 8,442 4,024 4,404 6,283 2,591 2,024 26 8,349 4,027 4,412 6,223 2,627 2,073 27 8,260 4,031 4,418 6,165 2,664 2,123 28 8,173 4,035 4,422 6,109 2,700 2,173 29 8,090 4,038 4,425 6,056 2,736 2,222 30 8,011 4,041 4,426 6,004 2,771 2,270 31 7,934 4,044 4,427 5,956 2,806 2,317 32 7,861 4,048 4,427 5,909 2,839 2,363 33 7,790 4,051 4,426 5,864 2,872 2,408 34 7,722 4,054 4,424 5,821 2,904 2,451 35 7,658 4,056 4,423 5,780 2,934 2,493 36 7,596 4,059 4,420 5,740 2,964 2,533 37 7,536 4,062 4,418 5,703 2,992 2,573 38 7,479 4,064 4,415 5,666 3,020 2,610 39 7,424 4,067 4,412 5,632 3,047 2,647 40 7,372 4,069 4,409 5,598 3,072 2,682 41 7,322 4,072 4,406 5,566 3,097 2,715 42 7,274 4,074 4,403 5,536 3,121 2,748 43 7,227 4,076 4,400 5,506 3,144 2,779 44 7,183 4,079 4,397 5,478 3,166 2,809 45 7,140 4,081 4,394 5,451 3,188 2,838 46 7,099 4,083 4,391 5,425 3,208 2,866 47 7,060 4,085 4,388 5,400 3,228 2,893 48 7,022 4,087 4,385 5,375 3,247 2,919 49 6,985 4,089 4,381 5,352 3,266 2,944 50 6,950 4,090 4,378 5,330 3,284 2,969 51 6,916 4,092 4,376 5,308 3,301 2,992 52 6,883 4,094 4,373 5,287 3,318 3,015 53 6,852 4,096 4,370 5,267 3,334 3,036 54 6,822 4,097 4,367 5,247 3,349 3,057 55 6,792 4,099 4,364 5,229 3,365 3,078 56 6,764 4,100 4,362 5,210 3,379 3,097 57 6,737 4,102 4,359 5,193 3,393 3,116 58 6,710 4,103 4,357 5,176 3,407 3,134 59 6,685 4,105 4,354 5,160 3,420 3,152 60 6,660 4,106 4,352 5,144 3,433 3,169 61 6,636 4,108 4,350 5,128 3,445 3,186 62 6,613 4,109 4,347 5,113 3,457 3,202 63 6,590 4,110 4,345 5,099 3,469 3,218 64 6,569 4,112 4,343 5,085 3,480 3,233 65 6,547 4,113 4,341 5,071 3,491 3,248 66 6,527 4,114 4,339 5,058 3,502 3,262 67 6,507 4,115 4,337 5,045 3,512 3,276 68 6,488 4,116 4,335 5,033 3,522 3,289 69 6,469 4,117 4,333 5,021 3,532 3,302 70 6,451 4,119 4,331 5,009 3,541 3,315 71 6,433 4,120 4,329 4,998 3,550 3,328 72 6,416 4,121 4,327 4,987 3,559 3,340 73 6,399 4,122 4,326 4,976 3,568 3,351 74 6,383 4,123 4,324 4,965 3,576 3,363 75 6,367 4,124 4,322 4,955 3,585 3,374 76 6,352 4,125 4,321 4,945 3,593 3,385 77 6,337 4,126 4,319 4,936 3,601 3,395 78 6,322 4,126 4,318 4,926 3,608 3,405 79 6,308 4,127 4,316 4,917 3,616 3,415 80 6,294 4,128 4,315 4,908 3,623 3,425 81 6,280 4,129 4,314 4,899 3,630 3,435 82 6,267 4,130 4,312 4,891 3,637 3,444 83 6,254 4,131 4,311 4,882 3,644 3,453 84 6,242 4,131 4,309 4,874 3,650 3,462 85 6,229 4,132 4,308 4,866 3,657 3,471 86 6,217 4,133 4,307 4,859 3,663 3,479 87 6,206 4,134 4,306 4,851 3,669 3,487 88 6,194 4,134 4,305 4,844 3,675 3,495 89 6,183 4,135 4,303 4,836 3,681 3,503 90 6,172 4,136 4,302 4,829 3,687 3,511 91 6,161 4,137 4,301 4,822 3,693 3,518 92 6,151 4,137 4,300 4,815 3,698 3,526 93 6,140 4,138 4,299 4,809 3,703 3,533 94 6,130 4,139 4,298 4,802 3,709 3,540 95 6,121 4,139 4,297 4,796 3,714 3,547 96 6,111 4,140 4,296 4,790 3,719 3,554 97 6,101 4,140 4,295 4,784 3,724 3,560 98 6,092 4,141 4,294 4,778 3,729 3,567 99 6,083 4,142 4,293 4,772 3,733 3,573 100 6,074 4,142 4,292 4,766 3,738 3,580 101 6,066 4,143 4,291 4,760 3,743 3,586 102 6,057 4,143 4,290 4,755 3,747 3,592 103 6,049 4,144 4,289 4,750 3,751 3,598 104 6,041 4,144 4,288 4,744 3,756 3,603 105 6,033 4,145 4,288 4,739 3,760 3,609 106 6,025 4,145 4,287 4,734 3,764 3,615 107 6,017 4,146 4,286 4,729 3,768 3,620 108 6,009 4,146 4,285 4,724 3,772 3,625 109 6,002 4,147 4,284 4,719 3,776 3,631 110 5,995 4,147 4,284 4,715 3,780 3,636 111 5,987 4,148 4,283 4,710 3,784 3,641 112 5,980 4,148 4,282 4,705 3,787 3,646 113 5,973 4,149 4,281 4,701 3,791 3,651 114 5,967 4,149 4,281 4,696 3,795 3,656 115 5,960 4,150 4,280 4,692 3,798 3,660 116 5,953 4,150 4,279 4,688 3,802 3,665 117 5,947 4,150 4,279 4,684 3,805 3,670 118 5,940 4,151 4,278 4,680 3,808 3,674 119 5,934 4,151 4,277 4,676 3,812 3,678 120 5,928 4,152 4,277 4,672 3,815 3,683 121 5,922 4,152 4,276 4,668 3,818 3,687 122 5,916 4,152 4,275 4,664 3,821 3,691 123 5,910 4,153 4,275 4,660 3,824 3,695 124 5,905 4,153 4,274 4,656 3,827 3,699 125 5,899 4,154 4,274 4,653 3,830 3,703 126 5,893 4,154 4,273 4,649 3,833 3,707 127 5,888 4,154 4,272 4,645 3,836 3,711 128 5,882 4,155 4,272 4,642 3,839 3,715 129 5,877 4,155 4,271 4,639 3,842 3,719 130 5,872 4,155 4,271 4,635 3,844 3,722 131 5,867 4,156 4,270 4,632 3,847 3,726 132 5,862 4,156 4,270 4,629 3,850 3,730 133 5,857 4,156 4,269 4,625 3,852 3,733 134 5,852 4,157 4,269 4,622 3,855 3,737 135 5,847 4,157 4,268 4,619 3,858 3,740 136 5,842 4,157 4,268 4,616 3,860 3,743 137 5,837 4,158 4,267 4,613 3,863 3,747 138 5,833 4,158 4,267 4,610 3,865 3,750 139 5,828 4,158 4,266 4,607 3,867 3,753 140 5,824 4,159 4,266 4,604 3,870 3,756 141 5,819 4,159 4,265 4,601 3,872 3,760 142 5,815 4,159 4,265 4,598 3,874 3,763 143 5,811 4,159 4,264 4,596 3,877 3,766 144 5,806 4,160 4,264 4,593 3,879 3,769 145 5,802 4,160 4,263 4,590 3,881 3,772 146 5,798 4,160 4,263 4,587 3,883 3,775 147 5,794 4,161 4,263 4,585 3,886 3,778 148 5,790 4,161 4,262 4,582 3,888 3,780 149 5,786 4,161 4,262 4,580 3,890 3,783 150 5,782 4,161 4,261 4,577 3,892 3,786

Term to maturity (in years) Turkish lira (%) US dollar (%) Yen (%) 1 12,008 1,312 – 0,069 2 11,608 1,475 – 0,055 3 11,526 1,611 – 0,038 4 11,384 1,725 – 0,018 5 11,324 1,825 0,006 6 11,206 1,911 0,034 7 11,056 1,987 0,064 8 10,918 2,042 0,095 9 10,788 2,115 0,128 10 10,655 2,168 0,162 11 10,515 2,211 0,200 12 10,368 2,251 0,241 13 10,219 2,284 0,284 14 10,069 2,312 0,329 15 9,920 2,335 0,372 16 9,774 2,356 0,414 17 9,630 2,374 0,454 18 9,490 2,390 0,491 19 9,354 2,404 0,527 20 9,222 2,415 0,560 21 9,095 2,424 0,590 22 8,973 2,431 0,617 23 8,855 2,437 0,640 24 8,742 2,441 0,660 25 8,634 2,443 0,675 26 8,531 2,445 0,686 27 8,431 2,445 0,696 28 8,337 2,445 0,707 29 8,246 2,444 0,722 30 8,159 2,443 0,742 31 8,077 2,441 0,769 32 7,997 2,439 0,800 33 7,922 2,437 0,835 34 7,850 2,434 0,872 35 7,780 2,430 0,911 36 7,714 2,426 0,952 37 7,651 2,421 0,993 38 7,591 2,415 1,034 39 7,533 2,408 1,074 40 7,478 2,400 1,115 41 7,424 2,391 1,155 42 7,374 2,381 1,194 43 7,325 2,372 1,233 44 7,278 2,364 1,271 45 7,233 2,357 1,308 46 7,190 2,353 1,344 47 7,148 2,351 1,379 48 7,108 2,353 1,413 49 7,070 2,357 1,446 50 7,033 2,364 1,478 51 6,998 2,374 1,509 52 6,963 2,387 1,539 53 6,930 2,402 1,569 54 6,898 2,419 1,597 55 6,868 2,437 1,625 56 6,838 2,456 1,651 57 6,809 2,476 1,677 58 6,782 2,497 1,703 59 6,755 2,517 1,727 60 6,729 2,538 1,751 61 6,704 2,560 1,774 62 6,680 2,581 1,796 63 6,656 2,602 1,818 64 6,633 2,622 1,839 65 6,611 2,643 1,860 66 6,590 2,664 1,879 67 6,569 2,684 1,899 68 6,549 2,704 1,918 69 6,529 2,723 1,936 70 6,510 2,742 1,954 71 6,492 2,761 1,971 72 6,474 2,780 1,988 73 6,456 2,798 2,004 74 6,439 2,816 2,020 75 6,422 2,833 2,036 76 6,406 2,850 2,051 77 6,390 2,867 2,066 78 6,375 2,883 2,080 79 6,360 2,899 2,094 80 6,346 2,915 2,108 81 6,331 2,930 2,121 82 6,318 2,946 2,134 83 6,304 2,960 2,147 84 6,291 2,975 2,160 85 6,278 2,989 2,172 86 6,265 3,003 2,184 87 6,253 3,016 2,195 88 6,241 3,029 2,207 89 6,229 3,042 2,218 90 6,218 3,055 2,228 91 6,207 3,067 2,239 92 6,196 3,079 2,250 93 6,185 3,091 2,260 94 6,174 3,103 2,270 95 6,164 3,114 2,279 96 6,154 3,126 2,289 97 6,144 3,137 2,298 98 6,134 3,147 2,307 99 6,125 3,158 2,316 100 6,116 3,168 2,325 101 6,106 3,178 2,334 102 6,098 3,188 2,342 103 6,089 3,198 2,351 104 6,080 3,208 2,359 105 6,072 3,217 2,367 106 6,064 3,226 2,374 107 6,055 3,235 2,382 108 6,047 3,244 2,390 109 6,040 3,253 2,397 110 6,032 3,261 2,404 111 6,025 3,270 2,412 112 6,017 3,278 2,419 113 6,010 3,286 2,425 114 6,003 3,294 2,432 115 5,996 3,302 2,439 116 5,989 3,310 2,445 117 5,982 3,317 2,452 118 5,975 3,325 2,458 119 5,969 3,332 2,464 120 5,962 3,339 2,470 121 5,956 3,346 2,476 122 5,950 3,353 2,482 123 5,944 3,360 2,488 124 5,938 3,367 2,494 125 5,932 3,374 2,500 126 5,926 3,380 2,505 127 5,920 3,387 2,511 128 5,915 3,393 2,516 129 5,909 3,399 2,521 130 5,904 3,405 2,526 131 5,898 3,411 2,532 132 5,893 3,417 2,537 133 5,888 3,423 2,542 134 5,883 3,429 2,546 135 5,877 3,435 2,551 136 5,872 3,440 2,556 137 5,868 3,446 2,561 138 5,863 3,451 2,565 139 5,858 3,457 2,570 140 5,853 3,462 2,574 141 5,849 3,467 2,579 142 5,844 3,472 2,583 143 5,839 3,477 2,587 144 5,835 3,482 2,592 145 5,831 3,487 2,596 146 5,826 3,492 2,600 147 5,822 3,497 2,604 148 5,818 3,502 2,608 149 5,814 3,506 2,612 150 5,810 3,511 2,616

ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) Austria Belgium Bulgaria Croatia Czech Republic Cyprus Denmark 1 0 0 34 5 1 27 1 2 0 0 42 5 1 45 1 3 0 2 48 5 3 51 0 4 0 3 51 5 5 51 0 5 1 5 55 5 6 54 0 6 2 6 58 5 8 57 0 7 2 6 61 5 10 57 0 8 3 7 63 5 13 56 0 9 4 8 65 5 14 53 0 10 4 9 67 5 15 52 0

Duration (in years) Estonia Finland France Germany Greece Hungary Ireland 1 0 0 0 0 427 4 18 2 0 0 0 0 260 4 25 3 2 0 0 0 229 4 28 4 3 0 0 0 198 4 29 5 5 0 0 0 180 4 30 6 6 0 0 0 177 4 31 7 6 0 0 0 173 4 32 8 7 1 2 0 178 2 33 9 8 1 3 0 180 1 33 10 9 1 3 0 182 4 34

Duration (in years) Italy Latvia Lithuania Luxembourg Malta Netherlands Portugal 1 6 6 6 0 18 0 27 2 14 12 12 0 25 0 45 3 18 16 16 0 28 0 51 4 20 18 18 0 29 0 51 5 22 20 20 0 30 0 54 6 23 21 21 0 31 0 56 7 25 23 23 0 32 0 57 8 26 24 24 2 33 0 56 9 28 25 25 3 33 0 53 10 29 25 26 3 34 1 52

Duration (in years) Romania Slovakia Slovenia Spain Sweden United Kingdom Liechtenstein 1 10 13 21 6 0 0 0 2 18 18 24 12 0 0 0 3 21 20 29 16 0 0 0 4 22 22 33 18 0 0 0 5 24 23 37 20 0 0 0 6 25 24 40 21 0 0 0 7 27 26 42 23 0 0 0 8 29 27 43 24 0 0 0 9 30 27 44 25 0 0 0 10 27 27 43 26 0 0 0

Duration (in years) Norway Australia Brazil Canada Chile China Colombia 1 0 0 12 0 17 0 11 2 0 0 12 0 19 0 19 3 0 0 12 0 18 1 30 4 0 0 12 0 17 2 39 5 0 0 12 0 16 2 41 6 0 0 12 0 15 3 44 7 0 0 12 0 14 4 46 8 0 0 12 0 15 8 44 9 0 0 12 0 16 5 41 10 0 0 12 0 13 5 44

Duration (in years) Hong Kong India Japan Malaysia Mexico New Zealand Russia 1 0 9 0 0 10 0 0 2 0 9 0 0 10 0 0 3 0 9 0 0 10 0 0 4 0 9 0 0 10 0 0 5 0 9 0 0 10 0 2 6 0 9 0 0 10 0 6 7 0 9 0 0 10 0 8 8 0 9 0 0 10 0 13 9 0 9 1 0 10 0 19 10 0 9 1 0 10 0 19

Duration (in years) Singapore South Africa South Korea Thailand Taiwan United States 1 0 3 10 0 4 0 2 0 7 12 0 4 0 3 0 7 12 0 4 0 4 0 6 14 0 4 0 5 0 5 15 0 4 0 6 0 5 16 0 4 0 7 0 7 16 0 4 0 8 0 8 16 0 4 0 9 0 8 16 0 4 0 10 0 9 16 0 4 0 2. Exposures to financial institutions 2.1. Euro Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 6 21 48 128 242 585 1 211 2 6 21 48 128 242 585 993 3 7 23 48 120 238 581 821 4 8 26 51 121 237 580 687 5 10 29 56 124 237 580 582 6 11 31 60 129 237 580 580 7 12 34 62 131 237 580 580 8 12 34 61 129 237 580 580 9 12 35 61 128 237 580 580 10 13 36 61 128 237 580 580 11 13 37 61 128 237 580 580 12 14 38 61 128 237 580 580 13 14 39 61 128 237 580 580 14 14 39 61 128 237 580 580 15 14 39 61 128 237 580 580 16 14 39 61 128 237 580 580 17 14 39 61 128 237 580 580 18 14 39 61 128 237 580 580 19 14 39 61 128 237 580 580 20 14 39 61 128 237 580 580 21 15 39 61 128 237 580 580 22 15 39 61 128 237 580 580 23 16 39 61 128 237 580 580 24 17 39 61 128 237 580 580 25 17 39 61 128 237 580 580 26 18 39 61 128 237 580 580 27 19 39 61 128 237 580 580 28 20 39 61 128 237 580 580 29 20 39 61 128 237 580 580 30 20 39 61 128 237 580 580 2.2. Czech koruna Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 10 25 52 132 246 590 1 223 2 12 28 54 134 248 592 1 005 3 14 30 55 126 245 588 831 4 15 33 58 128 244 587 695 5 16 35 63 131 243 587 589 6 17 37 66 135 243 586 586 7 18 39 67 136 242 586 586 8 17 39 66 134 242 585 585 9 17 40 66 133 241 585 585 10 17 40 65 132 241 584 584 11 17 41 65 131 240 584 584 12 17 41 64 131 240 583 583 13 17 41 64 130 239 583 583 14 17 41 63 130 239 582 582 15 16 41 63 129 238 582 582 16 15 40 62 129 238 581 581 17 15 40 62 128 237 581 581 18 15 40 62 128 237 581 581 19 15 40 62 128 237 581 581 20 15 40 62 129 238 581 581 21 16 40 63 129 238 582 582 22 16 41 63 129 238 582 582 23 17 41 63 129 238 582 582 24 17 41 63 130 239 582 582 25 17 41 63 130 239 582 582 26 18 41 63 130 239 582 582 27 19 41 63 130 239 582 582 28 20 41 63 130 239 582 582 29 20 41 63 130 239 582 582 30 21 41 63 130 239 582 582 2.3. Danish krone Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 6 21 47 127 242 585 1 211 2 6 21 47 127 242 585 992 3 7 23 48 119 238 581 821 4 8 26 51 121 237 580 687 5 10 29 56 124 237 580 582 6 11 31 60 128 237 580 580 7 12 33 62 131 237 580 580 8 12 34 61 129 237 580 580 9 12 35 61 128 237 580 580 10 13 36 61 128 237 580 580 11 13 37 61 128 237 580 580 12 14 38 61 128 237 580 580 13 14 39 61 128 237 580 580 14 14 39 61 128 237 580 580 15 14 39 61 128 237 580 580 16 14 39 61 128 237 580 580 17 14 39 61 128 237 580 580 18 14 39 61 128 237 580 580 19 14 39 61 128 237 580 580 20 14 39 61 128 237 580 580 21 15 39 61 128 237 580 580 22 15 39 61 128 237 580 580 23 16 39 61 128 237 580 580 24 17 39 61 128 237 580 580 25 17 39 61 128 237 580 580 26 18 39 61 128 237 580 580 27 19 39 61 128 237 580 580 28 20 39 61 128 237 580 580 29 20 39 61 128 237 580 580 30 20 39 61 128 237 580 580 2.4. Forint Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 86 102 128 208 322 666 1 219 2 81 97 123 203 317 661 1 003 3 85 102 127 198 316 660 830 4 84 101 127 197 312 656 697 5 82 101 129 197 309 653 653 6 81 101 130 199 307 651 651 7 80 101 130 199 304 648 648 8 78 101 128 195 303 647 647 9 77 100 126 193 302 645 645 10 74 97 122 189 298 641 641 11 71 95 119 186 295 638 638 12 70 95 118 184 293 637 637 13 70 94 117 183 292 636 636 14 69 94 116 183 292 635 635 15 69 94 116 182 291 635 635 16 68 93 115 181 290 634 634 17 68 92 115 181 290 633 633 18 67 91 114 180 289 633 633 19 66 91 113 179 288 632 632 20 65 90 112 179 288 631 631 21 65 89 112 178 287 630 630 22 64 88 111 177 286 629 629 23 63 87 110 176 285 629 629 24 62 86 109 175 284 627 627 25 61 85 108 174 283 626 626 26 60 84 106 173 282 625 625 27 58 83 105 172 281 624 624 28 57 82 104 171 280 623 623 29 56 81 103 170 279 622 622 30 55 80 102 169 277 621 621 2.5. Krona Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 10 25 51 131 246 589 1 207 2 12 27 53 133 247 591 990 3 14 30 55 126 245 588 821 4 15 33 58 129 244 588 687 5 17 36 64 131 244 588 588 6 18 38 67 136 244 588 588 7 19 41 69 138 244 587 587 8 19 41 68 136 243 587 587 9 18 41 67 134 243 586 586 10 18 42 67 133 242 586 586 11 18 42 66 133 242 585 585 12 18 43 66 132 241 585 585 13 18 43 66 132 241 584 584 14 18 43 65 132 241 584 584 15 18 43 65 131 240 584 584 16 17 42 64 131 240 583 583 17 17 42 64 131 239 583 583 18 17 42 64 130 239 583 583 19 17 42 64 130 239 583 583 20 18 42 65 131 240 583 583 21 18 42 65 131 240 584 584 22 18 43 65 131 240 584 584 23 18 43 65 132 241 584 584 24 18 43 65 132 241 584 584 25 18 43 65 132 241 584 584 26 18 43 65 132 241 584 584 27 19 43 65 132 241 584 584 28 20 43 65 132 241 584 584 29 20 43 65 132 241 584 584 30 21 43 65 131 240 584 584 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 68 94 174 288 632 1 223 2 56 72 98 178 292 636 1 008 3 62 78 103 174 293 636 838 4 65 83 108 178 294 637 705 5 68 87 114 182 295 638 638 6 69 89 118 186 294 638 638 7 69 90 119 188 294 637 637 8 68 90 117 185 292 636 636 9 66 89 115 182 291 634 634 10 65 89 114 180 289 633 633 11 64 88 112 179 288 631 631 12 63 87 111 177 286 629 629 13 62 86 109 175 284 628 628 14 61 85 108 174 283 626 626 15 59 84 106 173 282 625 625 16 58 83 105 171 280 624 624 17 57 82 104 171 280 623 623 18 56 81 103 170 279 622 622 19 56 80 103 169 278 621 621 20 55 80 102 168 277 621 621 21 54 79 101 168 277 620 620 22 53 78 100 167 276 619 619 23 53 77 100 166 275 618 618 24 52 76 99 165 274 618 618 25 51 76 98 164 273 617 617 26 50 75 97 163 272 616 616 27 49 74 96 162 271 615 615 28 48 73 95 162 271 614 614 29 48 72 94 161 270 613 613 30 47 71 94 160 269 612 612 2.7. Lev Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 5 20 47 127 241 584 1 210 2 5 20 47 127 241 584 992 3 6 23 48 119 237 580 821 4 7 25 50 120 236 579 687 5 9 28 56 123 236 579 581 6 10 30 59 128 236 579 579 7 11 33 61 130 236 579 579 8 11 33 60 128 236 579 579 9 11 34 60 127 236 579 579 10 12 35 60 127 236 579 579 11 13 36 60 127 236 579 579 12 13 37 60 127 236 579 579 13 13 38 60 127 236 579 579 14 14 38 60 127 236 579 579 15 14 38 60 127 236 579 579 16 13 38 60 127 236 579 579 17 13 38 60 127 236 579 579 18 13 38 60 127 236 579 579 19 14 38 60 127 236 579 579 20 14 38 60 127 236 579 579 21 15 38 60 127 236 579 579 22 15 38 60 127 236 579 579 23 16 38 61 127 236 579 579 24 17 38 61 127 236 579 579 25 17 38 61 127 236 579 579 26 18 38 61 127 236 579 579 27 19 38 61 127 236 579 579 28 20 38 61 127 236 579 579 29 20 38 61 127 236 579 579 30 20 38 61 127 236 579 579 2.8. Pound sterling Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 7 25 58 159 260 603 1 225 2 7 25 58 159 260 603 1 004 3 8 27 57 143 256 599 831 4 10 30 59 131 254 597 695 5 11 31 59 118 253 596 596 6 13 35 62 110 252 595 595 7 15 37 63 102 251 594 594 8 16 38 61 94 249 593 593 9 19 45 65 88 248 592 592 10 18 45 62 84 248 591 591 11 17 44 60 83 247 590 590 12 16 43 60 84 246 589 589 13 16 44 61 84 245 589 589 14 17 44 61 84 244 588 588 15 17 44 61 84 244 587 587 16 17 44 61 84 242 586 586 17 17 44 61 84 241 585 585 18 17 44 61 84 241 584 584 19 17 44 61 84 241 584 584 20 17 44 61 84 241 585 585 21 17 44 61 84 241 585 585 22 17 44 61 84 241 585 585 23 17 44 61 84 241 584 584 24 17 44 61 84 240 584 584 25 17 44 61 84 240 583 583 26 18 44 61 84 239 583 583 27 19 44 61 84 239 582 582 28 20 44 61 84 239 582 582 29 20 44 61 84 238 582 582 30 20 44 61 84 238 581 581 2.9. Romanian leu Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 88 103 130 210 324 668 1 233 2 85 101 127 207 321 665 1 017 3 84 101 126 197 315 659 845 4 83 101 126 196 312 655 710 5 81 100 128 195 308 652 652 6 80 100 129 198 306 649 649 7 78 100 128 197 303 646 646 8 76 98 125 193 300 644 644 9 73 96 122 189 298 641 641 10 72 96 120 187 296 639 639 11 71 95 119 185 294 638 638 12 70 94 117 183 292 636 636 13 68 93 115 182 291 634 634 14 67 92 114 180 289 633 633 15 66 90 112 179 288 631 631 16 64 89 111 178 287 630 630 17 63 88 110 176 285 629 629 18 62 87 109 175 284 628 628 19 61 86 108 174 283 627 627 20 60 85 107 174 283 626 626 21 59 84 106 173 282 625 625 22 59 83 105 172 281 624 624 23 58 82 104 171 280 623 623 24 57 81 103 170 279 622 622 25 55 80 102 169 278 621 621 26 54 79 101 168 277 620 620 27 53 78 100 167 276 619 619 28 53 77 99 166 275 618 618 29 52 76 98 165 274 617 617 30 51 75 98 164 273 616 616 2.10. Zloty Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 61 76 103 183 297 640 1 245 2 59 75 101 181 295 639 1 023 3 59 76 101 172 290 634 848 4 59 77 102 172 288 631 711 5 58 77 105 173 285 629 629 6 57 78 106 175 283 627 627 7 57 78 106 176 281 625 625 8 55 77 104 172 280 623 623 9 54 76 102 169 278 621 621 10 53 76 101 168 277 620 620 11 52 76 100 167 276 619 619 12 52 76 99 166 275 618 618 13 52 76 99 165 274 618 618 14 51 76 98 164 273 617 617 15 50 75 97 164 273 616 616 16 49 74 96 163 272 615 615 17 49 73 96 162 271 614 614 18 48 72 95 161 270 614 614 19 47 72 94 161 270 613 613 20 47 72 94 160 269 613 613 21 47 71 94 160 269 613 613 22 46 71 93 160 269 612 612 23 46 71 93 159 268 612 612 24 45 70 92 159 268 611 611 25 45 69 92 158 267 611 611 26 44 69 91 157 266 610 610 27 43 68 90 157 266 609 609 28 43 67 90 156 265 609 609 29 42 67 89 155 264 608 608 30 41 66 88 155 264 607 607 2.11. Norwegian krone Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 31 46 72 152 267 610 1 233 2 31 47 73 153 267 611 1 012 3 31 48 73 144 262 606 837 4 32 49 75 145 260 604 701 5 32 51 79 147 259 603 603 6 33 53 82 150 258 602 602 7 33 54 83 152 258 601 601 8 32 54 81 149 257 600 600 9 32 54 80 147 256 599 599 10 31 55 80 146 255 599 599 11 31 55 79 146 255 598 598 12 31 55 78 145 254 597 597 13 30 55 78 144 253 596 596 14 30 54 77 143 252 596 596 15 29 54 76 142 251 595 595 16 28 53 75 141 250 594 594 17 28 52 75 141 250 593 593 18 27 52 74 140 249 593 593 19 27 51 74 140 249 593 593 20 27 51 74 140 249 593 593 21 27 52 74 140 249 593 593 22 27 51 74 140 249 593 593 23 27 51 74 140 249 593 593 24 27 51 73 140 249 592 592 25 26 51 73 140 249 592 592 26 26 51 73 139 248 592 592 27 26 50 73 139 248 592 592 28 26 50 73 139 248 591 591 29 25 50 72 139 248 591 591 30 25 50 72 138 247 591 591 2.12. Swiss franc Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 0 3 27 107 221 565 1 203 2 1 5 28 108 222 566 986 3 2 5 29 100 219 562 816 4 2 7 32 102 217 561 682 5 3 9 37 105 217 561 578 6 4 12 40 109 217 561 561 7 5 14 42 111 217 561 561 8 5 15 42 110 217 561 561 9 7 16 41 108 217 561 561 10 7 17 42 108 217 561 561 11 8 19 43 109 218 562 562 12 8 18 42 108 217 560 560 13 10 20 43 109 218 562 562 14 10 20 43 109 218 561 561 15 11 19 41 108 217 560 560 16 11 18 40 106 215 559 559 17 12 18 40 106 215 559 559 18 13 18 40 107 216 559 559 19 14 19 41 107 216 559 559 20 14 19 41 108 217 560 560 21 15 20 42 108 217 561 561 22 15 21 42 108 217 561 561 23 16 22 42 108 217 561 561 24 17 22 42 108 217 561 561 25 17 23 43 108 217 561 561 26 18 24 45 108 217 561 561 27 18 25 46 108 217 561 561 28 19 25 47 108 217 561 561 29 20 26 48 108 217 561 561 30 20 28 49 108 217 561 561 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 89 169 283 627 1 250 2 47 63 89 169 283 627 1 026 3 48 64 89 160 279 622 849 4 48 66 91 161 277 620 711 5 49 68 95 163 276 619 619 6 49 69 98 166 274 618 618 7 49 70 98 168 273 617 617 8 48 70 97 165 272 616 616 9 47 70 96 163 271 615 615 10 47 70 95 161 270 614 614 11 46 70 94 160 269 613 613 12 46 70 93 160 269 612 612 13 45 70 93 159 268 611 611 14 45 70 92 158 267 611 611 15 44 69 91 158 267 610 610 16 43 68 90 157 266 609 609 17 43 67 90 156 265 609 609 18 42 67 89 155 264 608 608 19 42 66 89 155 264 607 607 20 41 66 88 155 264 607 607 21 41 66 88 155 264 607 607 22 41 66 88 154 263 607 607 23 40 65 87 154 263 606 606 24 40 65 87 153 262 606 606 25 39 64 86 153 262 605 605 26 39 63 86 152 261 605 605 27 38 63 85 151 260 604 604 28 38 62 85 151 260 603 603 29 37 62 84 150 259 603 603 30 36 61 83 150 259 602 602 2.14. Baht Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 15 30 56 136 250 594 1 243 2 19 34 60 140 255 598 1 019 3 23 40 65 136 254 598 843 4 27 45 70 140 256 599 706 5 30 49 77 144 257 600 600 6 29 49 78 147 255 598 598 7 34 56 84 153 259 602 602 8 33 55 82 150 257 601 601 9 34 57 83 149 258 602 602 10 36 59 84 151 260 603 603 11 38 62 86 152 261 604 604 12 39 63 86 153 262 605 605 13 40 64 87 153 262 606 606 14 40 65 87 154 263 606 606 15 40 65 87 154 263 606 606 16 40 64 87 153 262 606 606 17 40 64 87 153 262 606 606 18 39 64 86 152 261 605 605 19 39 63 86 152 261 604 604 20 39 63 86 152 261 604 604 21 38 63 85 152 261 604 604 22 38 63 85 152 261 604 604 23 38 63 85 151 260 604 604 24 38 62 84 151 260 603 603 25 37 62 84 150 259 603 603 26 37 61 84 150 259 602 602 27 36 61 83 149 258 602 602 28 36 60 83 149 258 601 601 29 35 60 82 148 257 601 601 30 35 59 81 148 257 600 600 2.15. Canadian dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 13 28 55 135 249 593 1 237 2 14 30 56 136 250 594 1 015 3 17 33 58 129 248 591 840 4 18 36 61 131 247 591 703 5 20 39 67 134 247 591 595 6 21 42 70 139 247 591 591 7 23 44 72 141 247 591 591 8 23 45 72 140 247 591 591 9 23 46 72 139 247 591 591 10 24 47 72 139 248 591 591 11 25 48 73 139 248 591 591 12 25 49 73 139 248 592 592 13 26 50 73 139 248 592 592 14 26 51 73 139 248 592 592 15 26 51 73 139 248 592 592 16 26 50 73 139 248 592 592 17 26 50 73 139 248 592 592 18 26 50 73 139 248 592 592 19 26 50 73 139 248 592 592 20 26 51 73 139 248 592 592 21 26 51 73 139 248 592 592 22 26 51 73 139 248 592 592 23 26 50 73 139 248 592 592 24 25 50 72 139 248 591 591 25 25 50 72 138 247 591 591 26 25 49 72 138 247 590 590 27 24 49 71 138 247 590 590 28 24 49 71 137 246 590 590 29 24 48 71 137 246 590 590 30 23 48 70 137 246 589 589 2.16. Chilean peso Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 50 65 91 171 286 629 1 260 2 53 68 94 174 288 632 1 035 3 57 73 98 169 288 631 858 4 59 77 102 172 287 631 719 5 61 80 107 175 288 631 631 6 62 83 111 180 288 632 632 7 63 85 113 182 288 631 631 8 63 85 112 180 287 631 631 9 63 85 111 178 287 631 631 10 63 86 111 178 287 630 630 11 63 87 111 178 287 630 630 12 63 87 110 177 286 629 629 13 63 87 110 176 285 628 628 14 62 86 109 175 284 628 628 15 61 85 108 174 283 627 627 16 60 85 107 173 282 626 626 17 59 84 106 172 281 625 625 18 58 83 105 172 281 624 624 19 58 82 105 171 280 623 623 20 57 82 104 170 279 623 623 21 56 81 103 170 279 622 622 22 55 80 102 169 278 621 621 23 55 79 102 168 277 620 620 24 54 78 101 167 276 619 619 25 53 77 100 166 275 619 619 26 52 76 99 165 274 618 618 27 51 76 98 164 273 617 617 28 50 75 97 163 272 616 616 29 49 74 96 162 271 615 615 30 48 73 95 162 271 614 614 2.17. Colombian peso Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 81 96 122 202 317 660 1 300 2 85 100 127 207 321 664 1 070 3 86 103 128 199 317 661 888 4 87 104 130 200 315 659 744 5 90 109 136 204 317 660 660 6 91 112 141 209 317 661 661 7 93 114 143 212 317 661 661 8 94 116 143 211 318 662 662 9 95 117 143 210 319 663 663 10 95 119 144 210 319 663 663 11 95 119 143 209 318 662 662 12 95 119 142 209 318 661 661 13 94 118 141 207 316 660 660 14 93 117 139 206 315 658 658 15 91 116 138 204 313 657 657 16 90 114 137 203 312 655 655 17 88 113 135 201 310 654 654 18 87 111 134 200 309 653 653 19 85 110 132 199 308 651 651 20 84 109 131 197 306 650 650 21 83 107 130 196 305 649 649 22 81 106 128 195 304 647 647 23 80 104 127 193 302 645 645 24 78 103 125 191 300 644 644 25 77 101 123 190 299 642 642 26 75 100 122 188 297 641 641 27 73 98 120 187 296 639 639 28 72 97 119 185 294 638 638 29 70 95 117 184 293 636 636 30 69 94 116 182 291 635 635 2.18. Hong Kong dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 6 22 48 128 242 586 1 235 2 10 25 51 131 246 589 1 014 3 13 30 55 126 244 588 840 4 16 34 59 130 245 589 703 5 19 38 66 134 246 590 595 6 21 41 70 139 247 591 591 7 23 44 72 142 247 591 591 8 23 45 72 140 248 591 591 9 23 46 72 139 248 591 591 10 24 47 72 139 248 591 591 11 24 48 72 139 248 591 591 12 25 49 72 138 247 591 591 13 24 49 72 138 247 590 590 14 24 48 71 137 246 590 590 15 23 48 70 136 245 589 589 16 22 47 69 135 244 588 588 17 22 46 69 135 244 588 588 18 21 46 68 135 244 587 587 19 21 46 68 134 243 587 587 20 21 46 68 135 244 587 587 21 21 46 68 135 244 587 587 22 21 46 68 135 244 587 587 23 21 46 68 135 244 587 587 24 21 46 68 135 244 587 587 25 21 46 68 135 244 587 587 26 21 46 68 134 243 587 587 27 21 46 68 134 243 587 587 28 21 45 68 134 243 587 587 29 21 45 68 134 243 586 586 30 21 45 67 134 243 586 586 2.19. Indian rupee Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 92 107 134 214 328 671 1 333 2 92 108 134 214 328 672 1 093 3 93 110 135 206 324 668 904 4 94 112 137 207 323 666 757 5 95 114 142 209 322 666 666 6 96 116 145 213 321 665 665 7 96 118 146 215 321 664 664 8 96 118 145 213 321 664 664 9 95 118 144 211 320 663 663 10 94 118 142 209 318 661 661 11 93 117 141 207 316 660 660 12 91 116 139 205 314 658 658 13 90 114 137 203 312 656 656 14 88 113 135 201 310 654 654 15 86 111 133 200 309 652 652 16 84 109 131 197 306 650 650 17 82 107 129 196 305 648 648 18 81 105 128 194 303 647 647 19 79 104 126 193 302 645 645 20 78 103 125 192 301 644 644 21 77 102 124 191 300 643 643 22 76 101 123 190 299 642 642 23 75 100 122 189 298 641 641 24 74 99 121 187 296 640 640 25 73 98 120 186 295 639 639 26 72 97 119 185 294 638 638 27 71 95 118 184 293 637 637 28 70 94 117 183 292 636 636 29 69 93 116 182 291 635 635 30 68 92 115 181 290 634 634 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 1 352 367 394 474 588 932 1 354 2 77 92 118 198 312 656 1 105 3 81 97 122 193 312 655 912 4 85 102 128 198 313 657 762 5 87 107 134 202 314 658 658 6 89 110 138 207 315 659 659 7 91 112 141 210 316 659 659 8 92 114 141 209 316 660 660 9 92 115 141 208 317 660 660 10 93 116 141 207 316 660 660 11 93 117 141 207 316 660 660 12 94 118 141 207 316 660 660 13 94 119 141 208 317 660 660 14 95 120 142 208 317 661 661 15 96 120 143 209 318 662 662 16 97 121 144 210 319 663 663 17 98 122 145 211 320 664 664 18 99 124 146 212 321 665 665 19 100 124 147 213 322 666 666 20 101 125 148 214 323 666 666 21 101 125 148 214 323 667 667 22 101 125 148 214 323 666 666 23 100 125 147 213 322 666 666 24 99 124 146 213 322 665 665 25 98 123 145 212 321 664 664 26 97 122 144 211 320 663 663 27 96 121 143 209 318 662 662 28 95 120 142 208 317 661 661 29 94 118 141 207 316 659 659 30 92 117 139 206 315 658 658 2.21. New Taiwan dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 0 10 36 116 231 574 1 225 2 1 10 36 116 230 574 1 004 3 2 12 37 108 227 570 830 4 2 14 39 109 225 568 694 5 4 16 43 111 224 567 588 6 4 17 46 115 223 566 566 7 5 19 47 117 222 566 566 8 5 19 46 114 221 565 565 9 7 19 45 112 220 564 564 10 7 20 45 111 220 564 564 11 8 21 45 111 220 563 563 12 8 21 45 111 220 563 563 13 10 22 45 111 220 563 563 14 10 22 45 111 220 564 564 15 11 23 45 111 220 564 564 16 11 22 45 111 220 564 564 17 12 23 45 112 221 564 564 18 13 23 46 112 221 565 565 19 14 24 46 113 222 565 565 20 14 25 47 114 223 566 566 21 15 26 48 114 223 567 567 22 16 26 49 115 224 568 568 23 17 27 49 116 225 568 568 24 17 28 50 116 225 569 569 25 17 28 50 117 226 569 569 26 18 28 51 117 226 570 570 27 19 29 51 117 226 570 570 28 20 29 51 118 227 570 570 29 20 30 52 118 227 571 571 30 21 30 52 118 227 571 571 2.22. New Zealand dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 54 69 95 175 289 633 1 253 2 54 70 96 176 290 634 1 029 3 55 72 97 168 287 630 853 4 56 74 99 169 285 628 714 5 56 75 103 171 283 627 627 6 57 77 106 175 283 626 626 7 57 78 106 175 281 625 625 8 56 78 105 173 281 624 624 9 56 78 104 171 280 623 623 10 55 78 103 170 279 622 622 11 54 78 102 168 277 620 620 12 52 77 100 166 275 619 619 13 51 76 98 165 274 617 617 14 50 74 97 163 272 616 616 15 48 73 95 162 271 614 614 16 46 71 93 160 269 612 612 17 45 70 92 159 268 611 611 18 44 69 91 157 266 610 610 19 43 68 90 156 265 609 609 20 43 67 90 156 265 608 608 21 42 67 89 155 264 608 608 22 41 66 88 155 264 607 607 23 41 65 88 154 263 606 606 24 40 65 87 153 262 606 606 25 39 64 86 152 261 605 605 26 39 63 85 152 261 604 604 27 38 62 85 151 260 604 604 28 37 62 84 150 259 603 603 29 37 61 83 150 259 602 602 30 36 61 83 149 258 602 602 2.23. Rand Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 114 130 156 236 350 694 1 353 2 115 131 157 237 351 695 1 108 3 118 134 159 230 349 692 917 4 120 138 163 233 348 692 768 5 121 140 168 236 348 692 692 6 122 142 171 240 348 692 692 7 123 144 172 242 347 691 691 8 122 144 171 239 346 690 690 9 121 144 170 237 345 689 689 10 120 144 169 235 344 688 688 11 119 143 167 234 343 686 686 12 118 142 165 232 341 684 684 13 116 141 163 230 339 682 682 14 114 139 161 227 336 680 680 15 112 136 159 225 334 678 678 16 109 134 156 222 331 675 675 17 107 131 154 220 329 673 673 18 104 129 151 218 327 670 670 19 102 127 149 216 325 668 668 20 101 125 148 214 323 666 666 21 99 123 146 212 321 665 665 22 97 122 144 210 319 663 663 23 95 120 142 209 318 661 661 24 93 118 140 207 316 659 659 25 92 116 139 205 314 658 658 26 90 115 137 203 312 656 656 27 88 113 135 202 311 654 654 28 87 111 134 200 309 652 652 29 85 110 132 198 307 651 651 30 84 108 131 197 306 649 649 2.24. Real Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 174 190 216 296 410 754 1 372 2 183 199 225 305 419 763 1 131 3 188 205 230 301 420 763 941 4 190 208 233 303 419 762 789 5 191 211 238 306 418 762 762 6 191 211 240 309 417 760 760 7 191 212 240 309 415 759 759 8 189 211 238 306 414 757 757 9 188 210 236 303 412 756 756 10 187 210 235 302 411 754 754 11 185 209 233 300 409 752 752 12 183 207 231 297 406 750 750 13 181 205 228 294 403 747 747 14 178 202 225 291 400 743 743 15 174 199 221 288 397 740 740 16 171 196 218 284 393 737 737 17 168 192 215 281 390 734 734 18 165 189 212 278 387 730 730 19 161 186 208 275 384 727 727 20 158 183 205 272 381 724 724 21 155 180 202 269 378 721 721 22 152 177 199 265 374 718 718 23 149 174 196 262 371 715 715 24 146 170 193 259 368 712 712 25 143 167 190 256 365 709 709 26 140 164 187 253 362 705 705 27 137 161 184 250 359 702 702 28 134 158 181 247 356 700 700 29 131 156 178 244 353 697 697 30 128 153 175 242 351 694 694 2.25. Renminbi-yuan Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 27 42 68 148 263 606 1 279 2 28 43 69 149 263 607 1 048 3 29 45 70 141 260 603 867 4 30 48 73 143 258 602 726 5 31 50 78 145 258 601 614 6 31 51 80 149 257 601 601 7 32 53 81 150 256 600 600 8 31 53 80 148 255 599 599 9 30 53 79 146 254 598 598 10 30 53 78 144 253 597 597 11 30 53 77 144 253 596 596 12 29 54 77 143 252 596 596 13 29 54 76 143 252 595 595 14 29 53 76 142 251 595 595 15 29 53 75 142 251 594 594 16 28 53 75 142 251 594 594 17 28 53 75 142 251 594 594 18 28 53 75 142 251 594 594 19 28 53 75 142 251 594 594 20 29 53 76 142 251 594 594 21 29 53 76 142 251 594 594 22 29 53 76 142 251 594 594 23 28 53 75 142 251 594 594 24 28 53 75 142 251 594 594 25 28 53 75 141 250 594 594 26 28 53 75 141 250 594 594 27 28 52 75 141 250 593 593 28 27 52 74 141 250 593 593 29 27 52 74 140 249 593 593 30 27 52 74 140 249 593 593 2.26. Ringgit Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 23 38 64 144 258 602 1 281 2 24 40 66 146 260 604 1 050 3 27 44 69 140 258 602 869 4 30 48 73 143 259 602 726 5 32 51 79 147 259 603 614 6 34 54 83 152 260 603 603 7 36 57 85 154 260 604 604 8 36 58 85 153 260 604 604 9 36 59 85 152 260 604 604 10 37 60 85 152 261 604 604 11 38 62 86 152 261 605 605 12 39 63 86 153 262 605 605 13 39 63 86 152 261 605 605 14 39 64 86 152 261 605 605 15 39 63 86 152 261 605 605 16 38 63 85 152 261 604 604 17 38 63 85 152 261 604 604 18 38 63 85 152 261 604 604 19 38 63 85 152 261 604 604 20 39 63 86 152 261 604 604 21 39 63 86 152 261 605 605 22 39 63 86 152 261 605 605 23 39 63 86 152 261 604 604 24 38 63 85 152 261 604 604 25 38 63 85 151 260 604 604 26 38 62 85 151 260 603 603 27 37 62 84 150 259 603 603 28 37 61 84 150 259 603 603 29 36 61 83 150 259 602 602 30 36 60 83 149 258 602 602 2.27. Russian rouble Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 124 139 165 245 360 703 1 385 2 122 138 164 244 358 702 1 129 3 123 139 164 235 354 697 931 4 123 141 166 236 352 695 777 5 124 143 170 238 351 694 694 6 123 144 172 241 349 693 693 7 124 145 173 242 348 692 692 8 123 145 172 240 347 691 691 9 122 144 170 237 346 690 690 10 122 145 170 237 346 689 689 11 121 145 169 236 345 688 688 12 121 145 168 235 344 687 687 13 120 144 167 233 342 686 686 14 119 144 166 232 341 685 685 15 117 141 164 230 339 682 682 16 115 139 161 228 337 680 680 17 112 136 159 225 334 678 678 18 109 134 156 223 332 675 675 19 107 132 154 221 330 673 673 20 105 130 152 218 327 671 671 21 103 127 150 216 325 669 669 22 101 125 148 214 323 666 666 23 98 123 145 212 321 664 664 24 96 121 143 210 319 662 662 25 94 119 141 207 316 660 660 26 92 117 139 205 314 658 658 27 90 115 137 203 312 656 656 28 88 113 135 201 310 654 654 29 86 111 133 199 308 652 652 30 84 109 131 197 306 650 650 2.28. Singapore dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 0 9 35 115 229 573 1 234 2 1 11 37 117 231 575 1 014 3 2 15 40 111 229 573 840 4 2 19 44 114 229 573 703 5 4 22 50 117 230 574 595 6 5 25 54 123 231 574 574 7 7 28 56 125 231 575 575 8 7 29 56 124 231 575 575 9 7 29 55 122 231 575 575 10 7 31 56 122 231 575 575 11 8 31 55 122 231 574 574 12 8 32 55 122 231 574 574 13 10 32 55 121 230 574 574 14 10 33 55 121 230 574 574 15 11 32 55 121 230 574 574 16 11 32 54 121 230 573 573 17 13 32 54 121 230 573 573 18 13 32 54 121 230 573 573 19 14 32 55 121 230 573 573 20 14 33 55 122 231 574 574 21 15 33 56 122 231 575 575 22 16 34 56 123 232 575 575 23 17 34 57 123 232 575 575 24 17 34 57 123 232 576 576 25 18 35 57 123 232 576 576 26 18 35 57 124 233 576 576 27 19 35 57 124 233 576 576 28 20 35 58 124 233 576 576 29 20 35 58 124 233 577 577 30 21 36 58 124 233 577 577 2.29. South Korean won Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 35 50 77 156 271 614 1 243 2 35 51 77 157 271 615 1 019 3 35 52 77 148 267 610 843 4 36 53 79 149 264 608 705 5 36 55 83 150 263 607 607 6 39 59 88 156 265 608 608 7 36 58 86 155 261 604 604 8 40 62 89 157 265 608 608 9 40 62 88 155 264 607 607 10 34 57 82 149 258 601 601 11 30 53 77 144 253 596 596 12 26 51 74 140 249 593 593 13 24 49 71 138 247 590 590 14 22 47 69 136 245 588 588 15 21 45 68 134 243 587 587 16 19 44 66 133 242 585 585 17 18 43 65 132 241 584 584 18 18 42 65 131 240 583 583 19 17 42 64 131 240 583 583 20 17 42 64 131 240 583 583 21 17 42 64 131 240 583 583 22 17 42 64 131 240 583 583 23 17 42 64 131 240 583 583 24 17 42 64 131 240 583 583 25 17 42 64 131 240 583 583 26 18 42 64 130 239 583 583 27 19 42 64 130 239 583 583 28 20 42 64 130 239 583 583 29 20 42 64 130 239 583 583 30 21 41 64 130 239 583 583 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 1 186 202 228 308 422 766 1 453 2 184 199 226 306 420 764 1 187 3 181 198 223 294 412 756 980 4 179 197 222 292 407 751 818 5 176 195 222 290 403 746 746 6 173 193 222 290 398 742 742 7 170 191 219 288 394 738 738 8 166 188 215 283 390 734 734 9 162 185 211 277 386 730 730 10 158 182 207 273 382 726 726 11 155 179 203 269 378 722 722 12 152 176 199 265 374 718 718 13 148 173 195 262 371 714 714 14 145 169 192 258 367 710 710 15 141 166 188 254 363 707 707 16 138 162 185 251 360 704 704 17 135 159 182 248 357 701 701 18 132 156 179 245 354 698 698 19 129 154 176 242 351 695 695 20 127 151 174 240 349 692 692 21 124 149 171 237 346 690 690 22 121 146 168 235 344 687 687 23 119 144 166 232 341 685 685 24 116 141 163 230 339 682 682 25 114 139 161 227 336 680 680 26 112 136 159 225 334 678 678 27 109 134 156 223 332 675 675 28 107 132 154 221 330 673 673 29 105 130 152 218 327 671 671 30 103 128 150 216 325 669 669 2.31. US dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 9 26 52 111 246 590 1 242 2 9 26 52 111 246 590 1 019 3 10 29 54 105 245 588 843 4 12 34 57 102 245 588 706 5 17 41 62 105 246 590 597 6 19 44 67 101 247 590 590 7 19 46 65 93 247 591 591 8 17 44 64 92 248 591 591 9 17 45 66 96 248 591 591 10 19 48 69 100 248 592 592 11 21 50 71 103 248 592 592 12 23 53 72 104 248 592 592 13 24 55 72 104 248 592 592 14 24 55 73 104 249 592 592 15 24 55 73 104 249 592 592 16 24 55 73 104 248 592 592 17 24 55 73 104 248 592 592 18 24 55 73 104 248 592 592 19 24 55 73 104 248 592 592 20 24 55 73 104 249 593 593 21 24 55 73 104 249 593 593 22 24 55 73 104 250 593 593 23 24 55 73 104 250 593 593 24 24 55 73 104 250 593 593 25 24 55 73 104 250 593 593 26 24 55 73 104 250 594 594 27 24 55 73 104 250 594 594 28 24 55 73 104 250 593 593 29 24 55 73 104 250 593 593 30 24 55 73 104 250 593 593 2.32. Yen Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 0 3 13 93 207 551 1 216 2 1 5 12 92 206 550 996 3 2 5 11 82 201 544 823 4 2 6 13 83 199 542 687 5 3 7 18 85 198 542 581 6 4 8 21 90 198 541 541 7 5 9 22 92 197 541 541 8 5 9 22 90 197 541 541 9 7 11 22 89 198 541 541 10 7 11 22 89 198 541 541 11 8 12 23 89 198 542 542 12 8 13 25 89 198 542 542 13 10 14 26 90 199 542 542 14 10 14 29 90 199 542 542 15 11 16 30 90 199 543 543 16 11 16 31 90 199 543 543 17 12 17 33 91 200 543 543 18 13 18 34 91 200 544 544 19 14 19 35 92 201 544 544 20 14 19 37 93 202 545 545 21 15 20 38 93 202 546 546 22 15 21 39 94 203 546 546 23 16 22 40 94 203 547 547 24 17 22 42 95 204 547 547 25 17 23 43 95 204 547 547 26 18 24 45 95 204 548 548 27 18 25 46 95 204 548 548 28 19 25 47 95 204 548 548 29 20 26 48 95 204 548 548 30 20 28 49 95 204 548 548 3. Other exposures 3.1. Euro Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 1 15 22 45 168 306 3 077 2 1 15 22 45 168 343 2 294 3 1 16 24 50 162 356 1 732 4 1 17 27 54 160 354 1 338 5 2 19 31 56 160 345 1 060 6 3 21 33 59 160 332 860 7 4 24 35 61 160 316 711 8 4 25 37 64 160 300 597 9 5 26 38 67 160 283 508 10 5 27 40 69 160 266 438 11 5 27 40 70 160 253 380 12 6 27 40 70 160 253 333 13 6 27 40 70 160 253 293 14 6 27 40 70 160 253 259 15 6 27 42 70 160 253 253 16 7 27 44 70 160 253 253 17 8 27 47 70 160 253 253 18 8 27 49 70 160 253 253 19 9 27 52 70 160 253 253 20 9 27 54 70 160 253 253 21 9 27 57 70 160 253 253 22 10 27 59 70 160 253 253 23 10 27 62 70 160 253 253 24 11 27 64 70 160 253 253 25 11 27 67 72 160 253 253 26 11 27 70 75 160 253 253 27 12 27 72 77 160 253 253 28 12 27 75 78 160 253 253 29 13 27 78 81 160 253 253 30 13 27 80 83 160 253 253 3.2. Czech koruna Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 5 19 26 50 172 309 3 112 2 7 22 28 52 174 347 2 324 3 7 22 31 57 169 360 1 755 4 7 23 34 61 167 359 1 355 5 8 25 37 62 166 349 1 073 6 9 27 39 65 166 335 869 7 10 30 41 67 165 319 718 8 9 30 41 69 165 302 603 9 9 30 43 72 164 285 513 10 9 31 44 73 164 268 441 11 9 31 44 74 163 257 383 12 9 30 43 73 163 256 335 13 8 29 43 73 162 256 295 14 7 29 42 72 162 255 261 15 7 29 42 72 161 255 255 16 7 28 44 71 161 254 254 17 8 28 47 71 161 254 254 18 8 28 50 71 160 254 254 19 9 28 52 71 160 254 254 20 9 28 55 71 161 254 254 21 9 28 58 72 161 254 254 22 10 29 59 72 161 255 255 23 10 29 62 72 162 255 255 24 11 29 65 72 162 255 255 25 11 29 68 73 162 255 255 26 11 29 71 75 162 255 255 27 12 29 73 77 162 255 255 28 12 29 76 80 162 255 255 29 13 29 78 81 162 255 255 30 14 29 81 83 162 255 255 3.3. Danish krone Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 1 15 22 45 168 306 3 077 2 1 15 22 45 168 343 2 294 3 1 15 24 50 162 356 1 732 4 1 16 27 54 160 354 1 338 5 2 19 31 56 160 345 1 060 6 3 21 33 59 160 332 859 7 4 24 35 61 160 316 711 8 4 25 36 64 160 299 597 9 5 26 38 67 160 283 508 10 5 26 40 69 160 266 438 11 5 27 40 70 160 253 380 12 6 27 40 70 160 253 333 13 6 27 40 70 160 253 293 14 6 27 40 70 160 253 259 15 6 27 42 70 160 253 253 16 7 27 44 70 160 253 253 17 8 27 47 70 160 253 253 18 8 27 49 70 160 253 253 19 9 27 52 70 160 253 253 20 9 27 54 70 160 253 253 21 9 27 57 70 160 253 253 22 10 27 59 70 160 253 253 23 10 27 62 70 160 253 253 24 11 27 64 70 160 253 253 25 11 27 67 72 160 253 253 26 11 27 70 75 160 253 253 27 12 27 72 77 160 253 253 28 12 27 75 78 160 253 253 29 13 27 78 81 160 253 253 30 13 27 80 83 160 253 253 3.4. Forint Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 81 96 102 126 248 344 3 099 2 76 91 97 121 243 346 2 319 3 78 94 103 129 240 359 1 751 4 76 92 103 129 235 360 1 359 5 74 91 104 129 232 352 1 080 6 73 92 104 129 230 339 878 7 72 92 103 129 228 324 728 8 71 91 103 130 226 319 612 9 70 91 103 132 225 318 522 10 66 88 101 130 221 314 450 11 63 85 98 128 218 311 391 12 62 83 97 127 216 309 342 13 61 82 96 126 215 309 309 14 60 82 95 125 215 308 308 15 60 81 95 125 214 308 308 16 59 81 94 124 213 307 307 17 59 80 93 123 213 306 306 18 58 79 93 123 212 305 305 19 57 78 92 122 211 305 305 20 56 78 91 121 211 304 304 21 56 77 90 120 210 303 303 22 55 76 89 119 209 302 302 23 54 75 88 118 208 301 301 24 53 74 87 117 207 300 300 25 52 73 86 116 206 299 299 26 50 72 85 115 205 298 298 27 49 71 84 114 204 297 297 28 48 70 83 113 203 296 296 29 47 69 82 112 202 295 295 30 46 68 83 111 201 294 294 3.5. Krona Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 4 19 26 49 172 305 3 066 2 6 21 28 51 173 342 2 289 3 7 22 31 57 169 355 1 730 4 8 24 35 61 167 355 1 338 5 9 26 38 63 167 346 1 061 6 10 29 41 66 167 333 861 7 11 31 42 68 167 317 712 8 11 31 43 70 166 301 599 9 11 32 44 73 166 284 510 10 11 32 45 75 165 267 439 11 10 32 45 75 165 258 381 12 10 31 45 75 164 258 334 13 10 31 44 74 164 257 295 14 9 31 44 74 164 257 261 15 9 30 44 74 163 257 257 16 8 30 45 73 163 256 256 17 8 30 47 73 163 256 256 18 8 30 50 73 162 256 256 19 9 30 52 73 162 256 256 20 9 30 55 73 163 256 256 21 10 30 58 74 163 256 256 22 10 31 61 74 163 257 257 23 10 31 63 74 164 257 257 24 11 31 66 74 164 257 257 25 11 31 68 74 164 257 257 26 12 31 71 75 164 257 257 27 12 31 73 77 164 257 257 28 12 31 76 80 164 257 257 29 13 31 79 82 164 257 257 30 14 31 82 84 164 257 257 3.6. Kuna Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 47 62 69 92 214 310 3 109 2 51 66 72 96 218 348 2 331 3 55 70 79 105 217 363 1 769 4 57 74 85 111 217 364 1 372 5 59 77 89 114 218 355 1 089 6 60 79 91 117 217 342 883 7 61 81 92 118 217 326 730 8 60 80 92 119 215 309 614 9 59 80 92 121 214 307 523 10 58 79 92 122 212 306 450 11 56 78 91 121 211 304 391 12 55 76 89 119 209 302 342 13 53 75 88 118 207 301 301 14 52 73 86 116 206 299 299 15 50 72 85 115 205 298 298 16 49 71 84 114 204 297 297 17 48 70 83 113 203 296 296 18 47 69 82 112 202 295 295 19 47 68 81 111 201 294 294 20 46 67 81 111 200 294 294 21 45 67 80 110 200 293 293 22 44 66 79 109 199 292 292 23 44 65 78 108 198 291 291 24 43 64 77 108 197 290 290 25 42 63 77 107 196 290 290 26 41 63 76 106 195 289 289 27 40 62 75 105 195 288 288 28 39 61 77 104 194 287 287 29 38 60 79 103 193 286 286 30 38 59 83 102 192 285 285 3.7. Lev Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 0 14 21 44 167 306 3 075 2 0 14 21 44 167 343 2 292 3 1 15 23 49 161 355 1 731 4 1 16 26 53 159 354 1 337 5 2 18 30 55 159 345 1 059 6 2 21 32 58 159 332 859 7 4 23 34 60 159 316 710 8 4 24 36 63 159 299 597 9 4 25 37 66 159 282 508 10 4 26 39 68 159 266 437 11 4 26 39 69 159 252 380 12 6 26 39 69 159 252 332 13 6 26 39 69 159 252 293 14 6 26 39 69 159 252 259 15 6 26 42 69 159 252 252 16 7 26 44 69 159 252 252 17 7 26 47 69 159 252 252 18 8 26 49 69 159 252 252 19 9 26 52 69 159 252 252 20 9 26 54 69 159 252 252 21 9 26 57 69 159 252 252 22 10 26 59 69 159 252 252 23 10 26 62 69 159 252 252 24 11 26 64 70 159 252 252 25 11 26 67 72 159 252 252 26 11 26 70 75 159 252 252 27 12 26 72 77 159 252 252 28 12 26 75 78 159 252 252 29 13 26 78 81 159 252 252 30 13 26 80 83 159 252 252 3.8. Pound sterling Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 0 11 23 46 186 309 3 115 2 0 11 23 46 186 347 2 323 3 1 11 24 51 180 360 1 754 4 1 13 27 57 177 358 1 355 5 2 16 29 60 176 349 1 073 6 2 18 33 61 175 335 869 7 3 21 36 60 174 319 718 8 4 23 37 60 172 302 603 9 6 31 41 58 172 285 513 10 9 34 41 57 171 268 441 11 8 33 41 56 170 263 383 12 6 32 40 56 169 262 335 13 6 30 40 56 168 262 295 14 6 30 41 56 168 261 261 15 6 30 42 56 167 260 260 16 7 30 44 56 165 258 258 17 8 30 47 56 164 257 257 18 8 30 50 57 164 257 257 19 9 30 52 60 164 257 257 20 9 30 55 61 164 257 257 21 9 30 57 63 164 258 258 22 10 30 59 66 164 257 257 23 10 30 62 68 164 257 257 24 11 30 64 70 163 257 257 25 11 30 67 73 163 256 256 26 11 30 69 75 162 256 256 27 12 30 72 76 162 255 255 28 12 30 75 78 162 255 255 29 13 30 78 81 161 254 254 30 13 30 80 83 161 254 254 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 83 97 104 127 250 346 3 138 2 80 95 101 125 247 351 2 353 3 77 93 101 127 239 366 1 784 4 75 91 102 129 234 366 1 383 5 73 90 102 127 231 358 1 099 6 72 91 102 128 229 345 893 7 71 90 101 127 226 329 739 8 68 88 100 127 223 317 622 9 66 87 99 128 221 314 530 10 64 86 99 128 219 312 456 11 63 84 98 127 217 311 397 12 61 83 96 126 216 309 347 13 59 81 94 124 214 307 307 14 58 79 93 123 212 306 306 15 56 78 91 121 211 304 304 16 55 77 90 120 210 303 303 17 54 76 89 119 208 302 302 18 53 75 88 118 207 301 301 19 52 74 87 117 207 300 300 20 51 73 86 116 206 299 299 21 50 72 85 115 205 298 298 22 50 71 84 114 204 297 297 23 49 70 83 113 203 296 296 24 47 69 82 112 202 295 295 25 46 68 81 111 201 294 294 26 45 67 80 110 200 293 293 27 44 66 79 109 199 292 292 28 43 65 78 108 198 291 291 29 42 64 81 107 197 290 290 30 42 63 84 106 196 289 289 3.10. Zloty Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 56 70 77 100 223 318 3 170 2 54 69 75 99 221 353 2 370 3 52 68 76 102 214 367 1 793 4 51 67 78 105 211 367 1 388 5 50 67 79 104 208 358 1 100 6 49 68 80 106 206 344 892 7 49 69 80 106 204 328 738 8 47 68 79 107 203 311 620 9 46 67 79 108 201 294 527 10 45 67 80 109 200 293 454 11 44 66 79 109 199 292 394 12 43 65 78 108 198 291 345 13 43 64 77 107 197 290 304 14 42 63 77 107 196 290 290 15 41 63 76 106 196 289 289 16 40 62 75 105 195 288 288 17 40 61 74 104 194 287 287 18 39 60 74 104 193 287 287 19 38 60 73 103 193 286 286 20 38 60 73 103 193 286 286 21 38 59 73 103 192 286 286 22 37 59 72 102 192 285 285 23 37 58 72 102 191 285 285 24 36 58 71 101 191 284 284 25 36 57 70 100 190 283 283 26 35 57 72 100 189 283 283 27 34 56 75 99 189 282 282 28 34 55 77 98 188 281 281 29 33 54 81 98 187 281 281 30 32 54 83 97 187 280 280 3.11. Norwegian krone Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 26 40 47 70 193 311 3 137 2 26 40 47 71 193 349 2 342 3 25 40 49 75 187 362 1 768 4 24 40 51 77 183 361 1 366 5 24 41 53 78 182 352 1 082 6 24 43 55 81 181 338 877 7 25 45 56 82 181 322 725 8 24 45 56 84 180 305 609 9 24 45 57 86 179 288 518 10 24 45 58 88 178 272 446 11 23 45 58 88 178 271 387 12 22 44 57 87 177 270 338 13 22 43 56 86 176 269 298 14 21 42 55 86 175 268 268 15 20 42 55 85 174 268 268 16 19 41 54 84 173 267 267 17 19 40 53 83 173 266 266 18 18 40 53 83 172 266 266 19 18 39 53 83 172 265 265 20 18 39 55 83 172 265 265 21 18 39 58 83 172 266 266 22 18 39 61 83 172 265 265 23 18 39 63 82 172 265 265 24 17 39 66 82 172 265 265 25 17 39 68 82 172 265 265 26 17 39 71 82 171 265 265 27 17 38 73 82 171 264 264 28 17 38 77 81 171 264 264 29 16 38 79 82 171 264 264 30 16 38 82 84 170 264 264 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 25 147 304 3 057 2 0 1 6 26 148 341 2 278 3 1 1 9 31 143 353 1 719 4 1 3 12 35 140 352 1 328 5 2 4 15 36 140 343 1 052 6 2 4 18 40 140 329 853 7 3 6 20 42 140 314 705 8 4 6 23 44 140 297 592 9 4 8 26 47 140 280 504 10 4 8 28 50 140 263 433 11 4 9 31 52 141 247 376 12 6 10 33 50 140 233 329 13 6 11 36 52 141 234 290 14 6 12 39 51 141 234 257 15 6 13 41 50 140 233 233 16 7 13 44 51 139 232 232 17 7 14 46 54 138 232 232 18 8 16 48 57 139 232 232 19 9 16 51 58 139 232 232 20 9 17 54 60 140 233 233 21 9 18 56 63 140 233 233 22 10 19 59 65 140 234 234 23 10 19 62 67 140 234 234 24 11 20 64 69 140 234 234 25 11 22 67 71 140 233 233 26 11 22 69 73 140 233 233 27 12 23 72 75 141 233 233 28 12 24 74 78 141 233 233 29 12 25 76 79 142 233 233 30 13 25 79 81 144 233 233 3.13. Australian dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 42 57 63 87 209 315 3 183 2 42 57 63 87 209 354 2 376 3 41 56 65 91 203 367 1 795 4 40 57 67 94 200 366 1 387 5 40 58 70 95 199 357 1 098 6 40 59 71 97 198 343 890 7 41 61 72 98 196 327 735 8 40 60 72 99 195 309 617 9 39 60 73 102 194 292 525 10 39 60 73 103 193 287 452 11 38 60 73 103 193 286 392 12 37 59 72 102 192 285 343 13 37 58 71 101 191 284 302 14 36 57 71 101 190 283 283 15 35 57 70 100 190 283 283 16 34 56 69 99 189 282 282 17 34 55 68 98 188 281 281 18 33 55 68 98 187 281 281 19 33 54 67 97 187 280 280 20 32 54 67 97 187 280 280 21 32 54 67 97 187 280 280 22 32 53 67 97 186 280 280 23 31 53 66 96 186 279 279 24 31 52 66 96 185 279 279 25 30 52 69 95 185 278 278 26 30 51 72 95 184 277 277 27 29 51 74 94 184 277 277 28 29 50 77 93 183 276 276 29 28 49 79 93 182 276 276 30 27 49 83 92 182 275 275 3.14. Baht Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 9 24 31 54 177 314 3 164 2 14 28 35 58 181 352 2 360 3 16 32 40 66 178 365 1 782 4 19 35 46 73 179 364 1 377 5 21 39 51 76 180 355 1 091 6 21 39 51 77 178 341 884 7 26 46 57 83 182 325 731 8 25 45 57 84 180 307 613 9 26 47 60 88 181 290 522 10 28 50 63 92 183 276 449 11 30 51 64 94 184 277 390 12 30 52 65 95 185 278 341 13 31 52 66 96 185 278 300 14 31 53 66 96 186 279 279 15 31 53 66 96 186 279 279 16 31 52 65 96 185 278 278 17 31 52 65 96 185 278 278 18 30 51 65 95 184 278 278 19 30 51 64 94 184 277 277 20 30 51 64 94 184 277 277 21 29 51 64 94 184 277 277 22 29 51 64 94 184 277 277 23 29 50 64 94 183 277 277 24 28 50 66 93 183 276 276 25 28 50 68 93 182 276 276 26 28 49 71 92 182 275 275 27 27 49 73 92 181 275 275 28 27 48 77 91 181 274 274 29 26 48 79 91 180 274 274 30 25 47 82 90 180 273 273 3.15. Canadian dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 8 22 29 53 175 312 3 149 2 9 24 30 54 176 350 2 350 3 10 25 34 60 172 364 1 775 4 10 27 38 64 170 362 1 371 5 11 29 41 66 170 353 1 085 6 13 32 44 70 170 339 879 7 15 35 46 72 170 323 726 8 15 35 47 74 170 305 610 9 15 37 49 78 170 288 519 10 16 38 51 80 171 271 446 11 17 38 51 81 171 264 387 12 17 38 51 82 171 264 339 13 17 38 52 82 171 265 298 14 17 39 52 82 171 265 265 15 17 39 52 82 172 265 265 16 17 38 52 82 171 264 264 17 17 38 52 82 171 265 265 18 17 38 52 82 171 264 264 19 17 38 52 82 171 264 264 20 17 39 55 82 171 265 265 21 17 39 58 82 171 265 265 22 17 38 61 82 171 265 265 23 17 38 63 81 171 264 264 24 16 38 66 81 171 264 264 25 16 37 68 81 170 264 264 26 16 37 71 80 170 263 263 27 15 37 73 80 170 263 263 28 15 37 76 80 169 263 263 29 15 36 78 81 169 262 262 30 14 36 81 84 169 262 262 3.16. Chilean peso Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 45 59 66 89 212 318 3 209 2 47 62 69 92 215 357 2 399 3 50 65 74 100 212 371 1 815 4 51 67 78 105 210 371 1 404 5 52 70 82 107 211 362 1 113 6 54 73 85 111 211 348 903 7 56 75 86 112 211 332 747 8 55 75 87 114 210 314 628 9 55 76 88 117 210 303 534 10 55 77 90 119 210 303 459 11 55 77 90 120 210 303 399 12 54 76 89 119 209 302 349 13 54 75 88 118 208 301 307 14 53 74 87 118 207 300 300 15 52 73 87 117 206 299 299 16 51 72 86 116 205 299 299 17 50 72 85 115 204 298 298 18 49 71 84 114 204 297 297 19 49 70 83 113 203 296 296 20 48 69 83 113 202 296 296 21 47 69 82 112 202 295 295 22 46 68 81 111 201 294 294 23 46 67 80 110 200 293 293 24 45 66 79 109 199 292 292 25 44 65 78 108 198 291 291 26 43 64 77 108 197 290 290 27 42 63 77 107 196 289 289 28 41 62 78 106 195 289 289 29 40 62 81 105 194 288 288 30 39 61 83 104 194 287 287 3.17. Colombian peso Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 76 90 97 120 243 338 3 318 2 80 94 101 124 247 369 2 486 3 79 95 103 129 241 384 1 882 4 79 95 106 132 238 383 1 456 5 81 99 111 136 240 374 1 153 6 83 102 114 140 240 359 935 7 85 105 116 142 241 342 772 8 86 107 118 146 241 335 649 9 87 108 120 149 242 335 552 10 87 109 122 151 242 335 475 11 87 109 122 152 242 335 412 12 86 108 121 151 241 334 361 13 85 106 120 150 239 333 333 14 83 105 118 148 238 331 331 15 82 103 117 147 236 330 330 16 81 102 115 145 235 328 328 17 79 101 114 144 233 327 327 18 78 99 112 143 232 325 325 19 76 98 111 141 231 324 324 20 75 97 110 140 229 323 323 21 74 95 108 138 228 321 321 22 72 94 107 137 227 320 320 23 71 92 105 135 225 318 318 24 69 91 104 134 223 317 317 25 68 89 102 132 222 315 315 26 66 87 101 131 220 314 314 27 64 86 99 129 219 312 312 28 63 84 98 128 217 310 310 29 61 83 96 126 216 309 309 30 60 81 95 125 214 308 308 3.18. Hong Kong dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 1 15 22 46 168 312 3 143 2 4 19 26 49 172 350 2 347 3 7 22 31 57 169 363 1 774 4 8 25 36 62 168 362 1 370 5 11 28 40 65 169 353 1 085 6 13 32 44 69 170 339 879 7 15 35 46 72 170 323 726 8 15 36 47 75 171 306 610 9 16 37 49 78 171 288 519 10 16 38 51 80 171 271 446 11 16 38 51 81 171 264 387 12 16 38 51 81 170 264 339 13 16 37 50 80 170 263 298 14 15 36 50 80 169 262 264 15 14 36 49 79 168 262 262 16 13 35 48 78 168 261 261 17 13 34 48 78 167 260 260 18 12 34 50 77 167 260 260 19 12 34 52 77 166 260 260 20 12 34 55 77 167 260 260 21 12 34 58 77 167 260 260 22 12 34 61 77 167 260 260 23 12 34 63 77 167 260 260 24 12 34 66 77 167 260 260 25 12 34 68 77 167 260 260 26 12 34 71 77 166 260 260 27 12 33 73 78 166 260 260 28 12 33 76 80 166 259 259 29 14 33 79 82 166 259 259 30 14 33 81 84 166 259 259 3.19. Indian rupee Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 87 101 108 131 254 349 3 408 2 87 102 108 132 254 376 2 544 3 86 102 110 136 248 390 1 921 4 86 103 113 140 246 389 1 483 5 87 104 116 141 245 379 1 173 6 87 106 118 144 244 364 950 7 88 108 119 145 244 347 784 8 88 109 120 148 244 337 658 9 88 109 121 150 243 336 559 10 86 108 121 150 241 334 481 11 85 106 120 149 239 332 417 12 83 104 118 148 237 331 364 13 81 103 116 146 235 329 329 14 79 101 114 144 233 327 327 15 77 99 112 142 232 325 325 16 75 97 110 140 229 323 323 17 73 95 108 138 228 321 321 18 72 93 107 137 226 319 319 19 70 92 105 135 225 318 318 20 69 91 104 134 224 317 317 21 68 90 103 133 223 316 316 22 67 89 102 132 222 315 315 23 66 88 101 131 221 314 314 24 65 87 100 130 220 313 313 25 64 86 99 129 218 312 312 26 63 84 98 128 217 311 311 27 62 83 97 127 216 309 309 28 61 82 95 126 215 308 308 29 60 81 94 125 214 307 307 30 59 80 93 124 213 306 306 3.20. Mexican peso Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 347 361 368 391 514 610 3 465 2 71 86 93 116 239 380 2 575 3 74 89 98 124 236 393 1 939 4 77 93 104 130 236 392 1 496 5 79 96 109 134 237 381 1 183 6 81 100 112 138 238 366 958 7 83 103 114 140 239 349 791 8 84 105 116 144 239 333 664 9 85 106 118 147 240 333 565 10 85 106 119 149 239 333 485 11 85 106 120 150 239 333 421 12 85 107 120 150 239 333 368 13 85 107 120 150 240 333 333 14 86 108 121 151 240 334 334 15 87 108 121 152 241 334 334 16 88 109 122 153 242 335 335 17 89 110 124 154 243 336 336 18 90 111 125 155 244 338 338 19 91 112 126 156 245 338 338 20 92 113 126 156 246 339 339 21 92 113 126 157 246 339 339 22 92 113 126 156 246 339 339 23 91 113 126 156 245 339 339 24 90 112 125 155 245 338 338 25 89 111 124 154 244 337 337 26 88 110 123 153 243 336 336 27 87 109 122 152 242 335 335 28 86 107 121 151 240 333 333 29 85 106 119 149 239 332 332 30 83 105 118 148 238 331 331 3.21. New Taiwan dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 0 4 11 34 157 309 3 115 2 0 4 11 34 157 347 2 322 3 1 4 13 39 151 359 1 753 4 1 4 15 42 148 358 1 353 5 2 6 18 43 147 349 1 071 6 2 8 19 45 146 335 868 7 3 10 21 47 145 319 717 8 4 10 23 49 145 302 602 9 4 10 26 51 143 284 512 10 4 10 29 52 143 267 441 11 4 10 31 53 143 251 382 12 6 10 34 53 143 236 335 13 6 11 36 53 143 236 295 14 6 12 39 54 143 236 261 15 6 13 42 54 143 237 237 16 7 13 44 54 143 236 236 17 8 15 47 55 144 237 237 18 8 16 50 57 144 237 237 19 9 16 52 60 145 238 238 20 9 17 55 61 146 239 239 21 9 19 58 64 146 240 240 22 10 19 60 66 147 240 240 23 10 20 62 68 148 241 241 24 11 21 65 71 148 242 242 25 11 22 68 73 149 242 242 26 11 22 71 75 149 242 242 27 12 24 73 77 150 243 243 28 12 25 76 80 150 243 243 29 13 25 78 81 150 243 243 30 14 27 81 83 150 244 244 3.22. New Zealand dollar Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 48 63 70 93 216 316 3 192 2 49 64 70 94 216 355 2 385 3 49 64 73 99 211 369 1 803 4 48 64 75 102 207 368 1 394 5 48 65 78 103 206 359 1 104 6 49 68 79 105 206 345 895 7 49 69 80 106 204 329 740 8 48 69 81 108 204 311 621 9 48 69 81 110 203 296 529 10 47 68 82 111 202 295 455 11 46 67 80 110 200 293 395 12 44 65 79 109 198 292 345 13 42 64 77 107 197 290 304 14 41 62 75 106 195 288 288 15 39 61 74 104 194 287 287 16 37 59 72 102 192 285 285 17 36 58 71 101 191 284 284 18 35 57 70 100 189 283 283 19 34 56 69 99 188 282 282 20 34 55 68 98 188 281 281 21 33 54 68 98 187 281 281 22 32 54 67 97 187 280 280 23 32 53 66 96 186 279 279 24 31 52 67 96 185 279 279 25 30 52 70 95 185 278 278 26 29 51 72 94 184 277 277 27 29 50 75 94 183 276 276 28 28 50 77 93 182 276 276 29 27 49 81 92 182 275 275 30 27 48 83 92 181 274 274 3.23. Rand Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 109 124 130 154 276 372 3 463 2 110 125 131 155 277 381 2 582 3 111 126 135 161 273 396 1 950 4 112 128 139 166 271 395 1 506 5 113 130 143 168 271 385 1 193 6 114 133 145 170 271 370 966 7 115 135 146 172 270 364 798 8 114 135 146 174 270 363 670 9 114 135 147 176 269 362 570 10 113 134 147 177 267 361 491 11 111 133 146 176 266 359 426 12 109 131 144 174 264 357 372 13 107 129 142 172 262 355 355 14 105 127 140 170 259 353 353 15 103 124 137 167 257 350 350 16 100 121 135 165 254 348 348 17 98 119 132 162 252 345 345 18 95 117 130 160 250 343 343 19 93 115 128 158 248 341 341 20 92 113 126 156 246 339 339 21 90 111 125 155 244 337 337 22 88 110 123 153 242 336 336 23 86 108 121 151 241 334 334 24 84 106 119 149 239 332 332 25 83 104 117 147 237 330 330 26 81 102 116 146 235 329 329 27 79 101 114 144 234 327 327 28 78 99 112 142 232 325 325 29 76 98 111 141 230 324 324 30 75 96 109 139 229 322 322 3.24. Real Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 169 184 190 214 336 432 3 515 2 178 193 199 223 345 441 2 638 3 182 197 206 232 344 439 2 002 4 182 199 210 236 342 436 1 549 5 183 200 213 238 341 435 1 227 6 183 202 213 239 340 433 994 7 183 203 214 240 338 432 821 8 181 202 213 241 337 430 688 9 180 201 213 242 335 428 585 10 179 200 214 243 334 427 503 11 177 199 212 242 332 425 436 12 175 196 209 239 329 422 422 13 172 193 206 236 326 419 419 14 169 190 203 233 323 416 416 15 165 187 200 230 320 413 413 16 162 184 197 227 316 410 410 17 159 180 194 224 313 406 406 18 156 177 190 220 310 403 403 19 152 174 187 217 307 400 400 20 149 171 184 214 304 397 397 21 146 168 181 211 301 394 394 22 143 165 178 208 298 391 391 23 140 161 175 205 294 388 388 24 137 158 172 202 291 384 384 25 134 155 168 198 288 381 381 26 131 152 165 195 285 378 378 27 128 149 162 192 282 375 375 28 125 146 159 190 279 372 372 29 122 143 157 187 276 370 370 30 119 141 154 184 274 367 367 3.25. Renminbi-yuan Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 22 36 43 66 189 323 3 261 2 22 37 44 67 190 362 2 432 3 22 37 46 72 184 375 1 836 4 22 38 49 76 181 374 1 418 5 22 40 52 77 181 364 1 122 6 23 42 54 79 180 350 910 7 24 44 55 81 179 333 752 8 23 43 55 82 178 316 631 9 22 43 56 85 177 297 537 10 22 43 57 86 177 280 461 11 21 43 56 86 176 269 400 12 21 42 56 86 175 268 350 13 20 42 55 85 175 268 308 14 20 41 54 85 174 267 272 15 19 41 54 84 174 267 267 16 19 41 54 84 174 267 267 17 19 41 54 84 174 267 267 18 19 41 54 84 174 267 267 19 19 41 54 84 174 267 267 20 20 41 57 84 174 267 267 21 20 41 59 84 174 267 267 22 20 41 62 84 174 267 267 23 19 41 65 84 174 267 267 24 19 41 67 84 174 267 267 25 19 41 70 84 173 267 267 26 19 40 72 84 173 266 266 27 19 40 75 83 173 266 266 28 18 40 78 83 173 266 266 29 18 40 81 83 172 266 266 30 18 39 83 86 172 265 265 3.26. Ringgit Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6 1 17 32 39 62 185 323 3 266 2 19 34 40 64 186 362 2 436 3 21 36 45 71 183 375 1 839 4 22 38 49 76 181 374 1 419 5 24 41 54 79 182 364 1 123 6 26 44 56 82 183 350 909 7 28 48 59 85 183 333 751 8 28 48 60 87 183 315 630 9 29 50 62 91 184 297 536 10 29 51 64 93 184 279 461 11 30 52 65 95 184 278 400 12 30 52 65 95 185 278 350 13 30 52 65 95 185 278 308 14 30 51 65 95 184 278 278 15 30 51 64 95 184 277 277 16 29 51 64 94 184 277 277 17 29 51 64 94 184 277 277 18 29 51 64 94 184 277 277 19 29 51 64 94 184 277 277 20 30 51 64 94 184 277 277 21 30 51 65 95 184 277 277 22 30 51 65 95 184 277 277 23 30 51 65 94 184 277 277 24 29 51 67 94 184 277 277 25 29 51 70 94 183 277 277 26 29 50 72 93 183 276 276 27 28 50 76 93 183 276 276 28 28 49 78 92 182 275 275 29 27 49 81 92 182 275 275 30 27 48 84