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. )
Date: 2017-08-02
Institutions: Directorate-General for Financial Stability, Financial Services and Capital Markets Union, European Commission
Subjects: financial solvency, information, insurance company, market supervision, reinsurance, reserves




L_2017204EN.01000701.xml










5.8.2017   


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


92


181


274


274




3.27.   Russian rouble












Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


119


133


140


163


286


381


3 549 




2


117


132


138


162


284


388


2 636 




3


116


131


140


166


278


401


1 984 




4


115


131


142


169


275


399


1 528 




5


115


133


145


170


274


388


1 206 




6


115


134


146


172


272


372


975




7


116


136


147


173


271


364


803




8


115


135


147


174


270


364


673




9


114


135


147


176


269


362


572




10


114


135


149


178


269


362


491




11


113


135


148


178


268


361


425




12


112


134


147


177


267


360


371




13


111


133


146


176


265


359


359




14


110


131


145


175


264


357


357




15


108


129


142


172


262


355


355




16


105


127


140


170


260


353


353




17


103


124


137


167


257


350


350




18


100


122


135


165


255


348


348




19


98


120


133


163


253


346


346




20


96


118


131


161


250


344


344




21


94


115


129


159


248


341


341




22


92


113


126


156


246


339


339




23


89


111


124


154


244


337


337




24


87


109


122


152


242


335


335




25


85


107


120


150


239


333


333




26


83


104


118


148


237


331


331




27


81


102


116


146


235


328


328




28


79


100


114


144


233


326


326




29


77


98


112


142


231


324


324




30


75


96


110


140


229


323


323




3.28.   Singapore dollar












Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


0


3


9


33


155


312


3 141 




2


0


5


12


35


158


350


2 346 




3


1


7


16


42


153


363


1 773 




4


1


9


20


47


152


362


1 371 




5


2


12


24


49


153


353


1 086 




6


2


15


27


53


154


339


880




7


3


19


30


56


154


323


727




8


4


19


31


58


154


306


611




9


4


20


33


61


154


289


520




10


4


21


34


63


154


272


447




11


4


21


34


64


154


255


388




12


6


21


35


64


154


247


340




13


6


21


37


64


153


247


299




14


6


20


39


64


153


246


265




15


6


20


42


64


153


246


246




16


7


20


45


63


153


246


246




17


8


20


48


63


153


246


246




18


8


20


50


63


153


246


246




19


9


20


53


63


153


246


246




20


9


21


55


64


154


247


247




21


10


21


58


65


154


247


247




22


10


22


61


67


155


248


248




23


10


22


63


69


155


248


248




24


11


22


66


71


155


248


248




25


11


23


68


73


155


249


249




26


11


23


71


75


156


249


249




27


12


24


73


78


156


249


249




28


12


25


76


80


156


249


249




29


14


25


79


82


156


249


249




30


14


27


81


84


156


250


250




3.29.   South Korean won












Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


30


44


51


74


197


314


3 165 




2


30


45


51


75


197


352


2 360 




3


29


44


53


79


191


365


1 781 




4


28


44


55


81


187


363


1 375 




5


28


45


57


82


186


354


1 088 




6


31


49


61


87


188


339


881




7


28


48


59


85


184


323


727




8


33


53


65


92


188


306


610




9


32


53


65


94


187


288


519




10


26


48


61


90


181


274


446




11


22


43


56


86


176


269


387




12


18


39


53


83


172


266


338




13


15


37


50


80


170


263


298




14


13


35


48


78


168


261


264




15


12


33


46


77


166


259


259




16


10


32


45


75


165


258


258




17


9


31


47


74


164


257


257




18


9


30


50


73


163


256


256




19


9


30


52


73


163


256


256




20


9


30


55


73


163


256


256




21


9


30


58


73


163


256


256




22


10


30


60


73


163


256


256




23


10


30


63


73


163


256


256




24


11


30


66


73


163


256


256




25


11


30


68


73


163


256


256




26


11


30


71


75


162


256


256




27


12


30


73


77


162


256


256




28


12


29


76


80


162


256


256




29


13


29


78


81


162


255


255




30


14


29


81


84


162


255


255




3.30.   Turkish lira












Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


181


196


202


226


348


444


3 736 




2


179


193


200


224


346


442


2 780 




3


175


190


199


225


337


432


2 096 




4


171


187


198


225


330


424


1 614 




5


167


185


197


222


326


419


1 274 




6


164


183


195


221


321


415


1 029 




7


162


182


193


219


317


411


847




8


158


178


190


217


313


406


709




9


154


175


188


216


309


402


601




10


151


172


185


215


305


399


516




11


147


168


182


212


301


395


446




12


143


165


178


208


297


391


391




13


139


161


174


204


294


387


387




14


136


157


170


200


290


383


383




15


132


154


167


197


286


380


380




16


129


150


164


194


283


376


376




17


126


147


160


191


280


373


373




18


123


144


158


188


277


370


370




19


120


142


155


185


274


368


368




20


118


139


152


182


272


365


365




21


115


136


150


180


269


363


363




22


112


134


147


177


267


360


360




23


110


131


145


175


264


358


358




24


107


129


142


172


262


355


355




25


105


127


140


170


259


353


353




26


103


124


137


167


257


350


350




27


100


122


135


165


255


348


348




28


98


120


133


163


253


346


346




29


96


118


131


161


251


344


344




30


94


116


129


159


248


342


342




3.31.   US dollar












Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


0


15


26


54


172


313


3 162 




2


0


15


26


54


172


352


2 360 




3


1


17


29


58


169


365


1 782 




4


1


20


32


63


168


364


1 377 




5


2


23


37


69


169


354


1 090 




6


4


26


40


70


170


340


883




7


6


31


42


72


170


324


730




8


8


34


46


74


171


307


612




9


10


37


49


76


171


289


521




10


11


38


51


76


171


272


448




11


12


40


52


78


171


265


389




12


12


41


54


79


171


265


340




13


13


42


54


80


172


265


299




14


13


43


55


80


172


265


265




15


14


43


55


80


172


265


265




16


14


43


55


80


171


265


265




17


14


43


55


80


171


265


265




18


14


43


55


80


171


265


265




19


14


43


55


80


172


265


265




20


14


43


55


80


172


265


265




21


14


43


58


80


172


266


266




22


14


43


61


80


173


266


266




23


14


43


63


80


173


266


266




24


14


43


66


80


173


266


266




25


14


43


68


80


173


266


266




26


14


43


71


80


173


266


266




27


14


43


73


80


173


266


266




28


14


43


76


80


173


266


266




29


14


43


79


82


173


266


266




30


14


43


81


84


173


266


266




3.32.   Yen












Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


0


0


3


12


134


307


3 091 




2


0


1


6


15


132


344


2 302 




3


1


1


9


18


125


356


1 736 




4


1


3


12


21


122


354


1 339 




5


2


4


15


24


121


345


1 060 




6


2


4


18


27


121


331


858




7


3


6


20


30


120


315


709




8


4


6


23


32


120


298


595




9


4


8


26


35


121


281


506




10


4


8


28


37


121


264


435




11


4


9


31


40


121


248


377




12


6


10


33


42


121


232


330




13


6


11


36


44


122


218


291




14


6


12


39


47


122


215


257




15


6


13


41


49


122


216


229




16


7


13


44


51


122


216


216




17


7


14


46


54


123


216


216




18


8


16


49


57


125


217


217




19


9


16


51


58


128


217


217




20


9


17


54


61


130


218


218




21


9


18


56


63


132


219


219




22


10


19


59


65


133


219


219




23


10


20


62


67


135


220


220




24


11


20


64


69


136


220


220




25


11


22


67


71


138


220


220




26


11


22


69


73


139


220


220




27


12


23


72


76


141


220


220




28


12


24


74


78


142


221


221




29


12


25


76


79


142


221


221




30


13


25


79


81


144


221


221









ANNEX III

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








Currency


National insurance market


Volatility adjustment
(in bps)




Euro


Austria


9




Euro


Belgium


9




Euro


Cyprus


9




Euro


Estonia


9




Euro


Finland


9




Euro


France


9




Euro


Germany


9




Euro


Greece


9




Euro


Ireland


9




Euro


Italy


9




Euro


Latvia


9




Euro


Lithuania


9




Euro


Luxembourg


9




Euro


Malta


9




Euro


Netherlands


9




Euro


Portugal


9




Euro


Slovakia


9




Euro


Slovenia


9




Euro


Spain


9




Czech koruna


Czech Republic


2




Danish krone


Denmark


40




Forint


Hungary


5




Krona


Sweden


4




Kuna


Croatia


7




Lev


Bulgaria


– 1




Pound sterling


United Kingdom


21




Romanian leu


Romania


– 3




Zloty


Poland


13




Króna


Iceland


11




Norwegian krone


Norway


21




Swiss franc


Liechtenstein


1




Swiss franc


Switzerland


1




Australian dollar


Australia


10




Canadian dollar


Canada


7




US dollar


United States


40




Yen


Japan


2