Commission Implementing Regulation (EU) 2021/178 of 8 February 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2020 until 30 March 2021 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: 2021-02-08
Institutions: Directorate-General for Financial Stability, Financial Services and Capital Markets Union, European Commission
Subjects: financial solvency, insurance company, market supervision, reinsurance, reserves, technical specification




L_2021053EN.01000601.xml










16.2.2021   


EN


Official Journal of the European Union


L 53/6








            COMMISSION IMPLEMENTING REGULATION (EU) 2021/178
of 8 February 2021
         
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2020 until 30 March 2021 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 7 January 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2020 market data. That information was published on 7 January 2021 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 31 December 2020 until 30 March 2021.


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 31 December 2020.




This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 8 February 2021.


For the Commission


The President

Ursula VON DER LEYEN
            





(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


-0,623%


0,385%


-0,633%


0,286%


-0,144%


-0,258%




2


-0,624%


0,606%


-0,634%


0,530%


-0,117%


-0,078%




3


-0,608%


0,790%


-0,618%


0,771%


-0,071%


0,065%




4


-0,587%


0,927%


-0,597%


0,996%


-0,020%


0,164%




5


-0,558%


1,020%


-0,568%


1,198%


0,033%


0,249%




6


-0,527%


1,076%


-0,537%


1,381%


0,085%


0,337%




7


-0,486%


1,113%


-0,496%


1,545%


0,139%


0,435%




8


-0,445%


1,141%


-0,455%


1,690%


0,162%


0,546%




9


-0,404%


1,167%


-0,415%


1,819%


0,199%


0,668%




10


-0,367%


1,193%


-0,377%


1,928%


0,291%


0,790%




11


-0,320%


1,223%


-0,330%


2,015%


0,453%


0,909%




12


-0,275%


1,256%


-0,285%


2,087%


0,646%


1,022%




13


-0,263%


1,294%


-0,273%


2,150%


0,839%


1,130%




14


-0,205%


1,337%


-0,215%


2,209%


1,021%


1,232%




15


-0,174%


1,386%


-0,185%


2,269%


1,188%


1,329%




16


-0,166%


1,440%


-0,176%


2,330%


1,339%


1,420%




17


-0,161%


1,499%


-0,171%


2,392%


1,476%


1,507%




18


-0,151%


1,558%


-0,162%


2,453%


1,598%


1,589%




19


-0,130%


1,619%


-0,140%


2,514%


1,709%


1,666%




20


-0,093%


1,679%


-0,103%


2,573%


1,810%


1,738%




21


-0,038%


1,738%


-0,048%


2,631%


1,901%


1,807%




22


0,029%


1,796%


0,019%


2,687%


1,984%


1,872%




23


0,105%


1,852%


0,095%


2,741%


2,060%


1,934%




24


0,186%


1,907%


0,176%


2,792%


2,130%


1,992%




25


0,270%


1,960%


0,260%


2,842%


2,194%


2,047%




26


0,354%


2,010%


0,346%


2,890%


2,254%


2,100%




27


0,439%


2,059%


0,431%


2,936%


2,309%


2,150%




28


0,523%


2,106%


0,515%


2,980%


2,360%


2,197%




29


0,606%


2,151%


0,598%


3,022%


2,407%


2,242%




30


0,686%


2,194%


0,678%


3,062%


2,452%


2,284%




31


0,765%


2,236%


0,757%


3,100%


2,493%


2,325%




32


0,841%


2,275%


0,833%


3,137%


2,532%


2,364%




33


0,914%


2,314%


0,907%


3,173%


2,569%


2,400%




34


0,985%


2,350%


0,978%


3,206%


2,604%


2,436%




35


1,053%


2,385%


1,046%


3,239%


2,636%


2,469%




36


1,119%


2,418%


1,112%


3,270%


2,667%


2,501%




37


1,182%


2,451%


1,176%


3,299%


2,696%


2,532%




38


1,243%


2,481%


1,237%


3,328%


2,724%


2,561%




39


1,302%


2,511%


1,296%


3,355%


2,750%


2,589%




40


1,358%


2,539%


1,352%


3,381%


2,775%


2,616%




41


1,412%


2,567%


1,406%


3,407%


2,798%


2,642%




42


1,464%


2,593%


1,458%


3,431%


2,821%


2,667%




43


1,514%


2,618%


1,508%


3,454%


2,843%


2,690%




44


1,562%


2,642%


1,557%


3,476%


2,863%


2,713%




45


1,608%


2,665%


1,603%


3,498%


2,883%


2,735%




46


1,653%


2,688%


1,648%


3,518%


2,901%


2,756%




47


1,696%


2,709%


1,690%


3,538%


2,919%


2,776%




48


1,737%


2,730%


1,732%


3,557%


2,937%


2,796%




49


1,777%


2,750%


1,772%


3,576%


2,953%


2,814%




50


1,815%


2,769%


1,810%


3,594%


2,969%


2,832%




51


1,852%


2,788%


1,847%


3,611%


2,984%


2,850%




52


1,887%


2,806%


1,882%


3,627%


2,999%


2,867%




53


1,922%


2,823%


1,917%


3,643%


3,013%


2,883%




54


1,955%


2,840%


1,950%


3,659%


3,027%


2,898%




55


1,987%


2,856%


1,982%


3,674%


3,040%


2,913%




56


2,018%


2,871%


2,013%


3,688%


3,053%


2,928%




57


2,047%


2,887%


2,043%


3,702%


3,065%


2,942%




58


2,076%


2,901%


2,072%


3,715%


3,076%


2,956%




59


2,104%


2,915%


2,100%


3,728%


3,088%


2,969%




60


2,131%


2,929%


2,127%


3,741%


3,099%


2,982%




61


2,157%


2,942%


2,153%


3,753%


3,109%


2,994%




62


2,183%


2,955%


2,179%


3,765%


3,120%


3,006%




63


2,207%


2,967%


2,203%


3,777%


3,130%


3,018%




64


2,231%


2,980%


2,227%


3,788%


3,139%


3,029%




65


2,254%


2,991%


2,250%


3,799%


3,149%


3,040%




66


2,277%


3,003%


2,273%


3,809%


3,158%


3,051%




67


2,298%


3,014%


2,295%


3,819%


3,167%


3,061%




68


2,320%


3,024%


2,316%


3,829%


3,175%


3,071%




69


2,340%


3,035%


2,337%


3,839%


3,184%


3,081%




70


2,360%


3,045%


2,357%


3,848%


3,192%


3,090%




71


2,380%


3,055%


2,376%


3,857%


3,199%


3,099%




72


2,398%


3,064%


2,395%


3,866%


3,207%


3,108%




73


2,417%


3,074%


2,413%


3,875%


3,215%


3,117%




74


2,435%


3,083%


2,431%


3,883%


3,222%


3,126%




75


2,452%


3,092%


2,449%


3,891%


3,229%


3,134%




76


2,469%


3,100%


2,466%


3,899%


3,236%


3,142%




77


2,486%


3,109%


2,482%


3,907%


3,242%


3,150%




78


2,502%


3,117%


2,498%


3,915%


3,249%


3,157%




79


2,517%


3,125%


2,514%


3,922%


3,255%


3,165%




80


2,533%


3,133%


2,530%


3,929%


3,261%


3,172%




81


2,548%


3,140%


2,545%


3,936%


3,267%


3,179%




82


2,562%


3,148%


2,559%


3,943%


3,273%


3,186%




83


2,576%


3,155%


2,573%


3,950%


3,279%


3,193%




84


2,590%


3,162%


2,587%


3,956%


3,284%


3,200%




85


2,604%


3,169%


2,601%


3,963%


3,290%


3,206%




86


2,617%


3,175%


2,614%


3,969%


3,295%


3,212%




87


2,630%


3,182%


2,627%


3,975%


3,300%


3,218%




88


2,643%


3,188%


2,640%


3,981%


3,306%


3,224%




89


2,655%


3,195%


2,652%


3,987%


3,311%


3,230%




90


2,667%


3,201%


2,664%


3,992%


3,315%


3,236%




91


2,679%


3,207%


2,676%


3,998%


3,320%


3,242%




92


2,691%


3,213%


2,688%


4,003%


3,325%


3,247%




93


2,702%


3,219%


2,699%


4,009%


3,329%


3,253%




94


2,713%


3,224%


2,710%


4,014%


3,334%


3,258%




95


2,724%


3,230%


2,721%


4,019%


3,338%


3,263%




96


2,735%


3,235%


2,732%


4,024%


3,343%


3,268%




97


2,745%


3,240%


2,742%


4,029%


3,347%


3,273%




98


2,755%


3,246%


2,753%


4,034%


3,351%


3,278%




99


2,765%


3,251%


2,763%


4,038%


3,355%


3,283%




100


2,775%


3,256%


2,772%


4,043%


3,359%


3,287%




101


2,785%


3,261%


2,782%


4,048%


3,363%


3,292%




102


2,794%


3,265%


2,792%


4,052%


3,366%


3,296%




103


2,803%


3,270%


2,801%


4,056%


3,370%


3,301%




104


2,812%


3,275%


2,810%


4,061%


3,374%


3,305%




105


2,821%


3,279%


2,819%


4,065%


3,377%


3,309%




106


2,830%


3,284%


2,828%


4,069%


3,381%


3,313%




107


2,838%


3,288%


2,836%


4,073%


3,384%


3,318%




108


2,847%


3,292%


2,845%


4,077%


3,388%


3,322%




109


2,855%


3,296%


2,853%


4,081%


3,391%


3,325%




110


2,863%


3,300%


2,861%


4,084%


3,394%


3,329%




111


2,871%


3,305%


2,869%


4,088%


3,398%


3,333%




112


2,879%


3,309%


2,877%


4,092%


3,401%


3,337%




113


2,887%


3,312%


2,884%


4,095%


3,404%


3,340%




114


2,894%


3,316%


2,892%


4,099%


3,407%


3,344%




115


2,902%


3,320%


2,899%


4,103%


3,410%


3,348%




116


2,909%


3,324%


2,907%


4,106%


3,413%


3,351%




117


2,916%


3,327%


2,914%


4,109%


3,416%


3,354%




118


2,923%


3,331%


2,921%


4,113%


3,418%


3,358%




119


2,930%


3,334%


2,928%


4,116%


3,421%


3,361%




120


2,937%


3,338%


2,935%


4,119%


3,424%


3,364%




121


2,943%


3,341%


2,941%


4,122%


3,427%


3,367%




122


2,950%


3,345%


2,948%


4,125%


3,429%


3,371%




123


2,957%


3,348%


2,955%


4,128%


3,432%


3,374%




124


2,963%


3,351%


2,961%


4,131%


3,434%


3,377%




125


2,969%


3,354%


2,967%


4,134%


3,437%


3,380%




126


2,975%


3,357%


2,973%


4,137%


3,439%


3,383%




127


2,981%


3,361%


2,979%


4,140%


3,442%


3,386%




128


2,987%


3,364%


2,985%


4,143%


3,444%


3,388%




129


2,993%


3,367%


2,991%


4,146%


3,447%


3,391%




130


2,999%


3,370%


2,997%


4,148%


3,449%


3,394%




131


3,005%


3,372%


3,003%


4,151%


3,451%


3,397%




132


3,010%


3,375%


3,009%


4,154%


3,454%


3,399%




133


3,016%


3,378%


3,014%


4,156%


3,456%


3,402%




134


3,021%


3,381%


3,020%


4,159%


3,458%


3,405%




135


3,027%


3,384%


3,025%


4,161%


3,460%


3,407%




136


3,032%


3,386%


3,030%


4,164%


3,462%


3,410%




137


3,037%


3,389%


3,036%


4,166%


3,464%


3,412%




138


3,043%


3,392%


3,041%


4,169%


3,466%


3,415%




139


3,048%


3,394%


3,046%


4,171%


3,468%


3,417%




140


3,053%


3,397%


3,051%


4,173%


3,470%


3,419%




141


3,058%


3,399%


3,056%


4,176%


3,472%


3,422%




142


3,062%


3,402%


3,061%


4,178%


3,474%


3,424%




143


3,067%


3,404%


3,065%


4,180%


3,476%


3,426%




144


3,072%


3,406%


3,070%


4,182%


3,478%


3,428%




145


3,077%


3,409%


3,075%


4,185%


3,480%


3,431%




146


3,081%


3,411%


3,079%


4,187%


3,482%


3,433%




147


3,086%


3,413%


3,084%


4,189%


3,484%


3,435%




148


3,090%


3,416%


3,088%


4,191%


3,486%


3,437%




149


3,095%


3,418%


3,093%


4,193%


3,487%


3,439%




150


3,099%


3,420%


3,097%


4,195%


3,489%


3,441%


















Term to maturity (in years)


Lev


Pound sterling


Romanian leu


Zloty


Króna


Norwegian krone




1


-0,673%


-0,110%


2,285%


-0,150%


0,967%


0,308%




2


-0,674%


-0,079%


2,361%


-0,071%


1,287%


0,485%




3


-0,658%


-0,019%


2,435%


0,073%


1,710%


0,616%




4


-0,637%


0,035%


2,511%


0,247%


2,045%


0,748%




5


-0,608%


0,083%


2,581%


0,425%


2,313%


0,859%




6


-0,577%


0,128%


2,651%


0,599%


2,545%


0,940%




7


-0,536%


0,171%


2,722%


0,760%


2,748%


1,006%




8


-0,495%


0,212%


2,794%


0,911%


2,918%


1,068%




9


-0,455%


0,251%


2,865%


1,054%


3,050%


1,131%




10


-0,418%


0,289%


2,939%


1,190%


3,154%


1,200%




11


-0,370%


0,321%


3,004%


1,313%


3,237%


1,274%




12


-0,325%


0,349%


3,058%


1,427%


3,304%


1,352%




13


-0,313%


0,374%


3,104%


1,530%


3,360%


1,430%




14


-0,255%


0,396%


3,144%


1,626%


3,406%


1,508%




15


-0,225%


0,415%


3,178%


1,714%


3,445%


1,583%




16


-0,217%


0,431%


3,209%


1,796%


3,478%


1,657%




17


-0,212%


0,444%


3,236%


1,873%


3,507%


1,728%




18


-0,203%


0,455%


3,261%


1,944%


3,531%


1,796%




19


-0,181%


0,463%


3,283%


2,011%


3,553%


1,861%




20


-0,143%


0,469%


3,303%


2,074%


3,571%


1,923%




21


-0,088%


0,473%


3,322%


2,132%


3,587%


1,982%




22


-0,020%


0,476%


3,338%


2,188%


3,601%


2,038%




23


0,057%


0,477%


3,354%


2,240%


3,614%


2,092%




24


0,139%


0,477%


3,368%


2,289%


3,625%


2,144%




25


0,224%


0,476%


3,381%


2,335%


3,635%


2,192%




26


0,310%


0,475%


3,394%


2,379%


3,644%


2,239%




27


0,396%


0,473%


3,405%


2,420%


3,652%


2,283%




28


0,481%


0,471%


3,416%


2,460%


3,659%


2,325%




29


0,565%


0,469%


3,426%


2,497%


3,665%


2,366%




30


0,646%


0,468%


3,436%


2,533%


3,671%


2,404%




31


0,726%


0,468%


3,445%


2,566%


3,676%


2,441%




32


0,803%


0,467%


3,453%


2,598%


3,681%


2,476%




33


0,877%


0,465%


3,461%


2,629%


3,685%


2,509%




34


0,949%


0,463%


3,469%


2,658%


3,689%


2,541%




35


1,018%


0,459%


3,476%


2,686%


3,692%


2,571%




36


1,085%


0,454%


3,483%


2,713%


3,696%


2,601%




37


1,149%


0,447%


3,489%


2,738%


3,698%


2,629%




38


1,211%


0,437%


3,495%


2,762%


3,701%


2,655%




39


1,270%


0,426%


3,501%


2,785%


3,704%


2,681%




40


1,327%


0,411%


3,507%


2,808%


3,706%


2,706%




41


1,382%


0,394%


3,512%


2,829%


3,708%


2,729%




42


1,435%


0,376%


3,517%


2,849%


3,710%


2,752%




43


1,485%


0,359%


3,522%


2,869%


3,712%


2,773%




44


1,534%


0,345%


3,527%


2,888%


3,713%


2,794%




45


1,581%


0,335%


3,531%


2,906%


3,715%


2,814%




46


1,626%


0,330%


3,536%


2,923%


3,716%


2,834%




47


1,669%


0,329%


3,540%


2,940%


3,717%


2,852%




48


1,711%


0,334%


3,544%


2,956%


3,719%


2,870%




49


1,751%


0,345%


3,548%


2,972%


3,720%


2,887%




50


1,790%


0,362%


3,552%


2,987%


3,721%


2,904%




51


1,827%


0,385%


3,555%


3,001%


3,722%


2,920%




52


1,863%


0,413%


3,559%


3,015%


3,723%


2,935%




53


1,898%


0,444%


3,562%


3,028%


3,723%


2,950%




54


1,932%


0,479%


3,565%


3,041%


3,724%


2,965%




55


1,964%


0,516%


3,569%


3,054%


3,725%


2,978%




56


1,995%


0,554%


3,572%


3,066%


3,726%


2,992%




57


2,026%


0,594%


3,575%


3,078%


3,726%


3,005%




58


2,055%


0,634%


3,578%


3,089%


3,727%


3,017%




59


2,083%


0,674%


3,580%


3,100%


3,728%


3,030%




60


2,110%


0,715%


3,583%


3,111%


3,728%


3,041%




61


2,137%


0,755%


3,586%


3,121%


3,729%


3,053%




62


2,163%


0,796%


3,588%


3,131%


3,729%


3,064%




63


2,188%


0,836%


3,591%


3,141%


3,730%


3,075%




64


2,212%


0,875%


3,593%


3,150%


3,730%


3,085%




65


2,235%


0,914%


3,595%


3,159%


3,730%


3,095%




66


2,258%


0,953%


3,597%


3,168%


3,731%


3,105%




67


2,280%


0,990%


3,600%


3,177%


3,731%


3,114%




68


2,301%


1,028%


3,602%


3,185%


3,732%


3,124%




69


2,322%


1,064%


3,604%


3,193%


3,732%


3,133%




70


2,342%


1,100%


3,606%


3,201%


3,732%


3,141%




71


2,362%


1,135%


3,608%


3,208%


3,733%


3,150%




72


2,381%


1,169%


3,610%


3,216%


3,733%


3,158%




73


2,400%


1,202%


3,612%


3,223%


3,733%


3,166%




74


2,418%


1,235%


3,613%


3,230%


3,733%


3,174%




75


2,435%


1,267%


3,615%


3,237%


3,734%


3,182%




76


2,453%


1,299%


3,617%


3,244%


3,734%


3,189%




77


2,469%


1,329%


3,619%


3,250%


3,734%


3,196%




78


2,486%


1,359%


3,620%


3,257%


3,735%


3,203%




79


2,502%


1,389%


3,622%


3,263%


3,735%


3,210%




80


2,517%


1,417%


3,623%


3,269%


3,735%


3,217%




81


2,532%


1,445%


3,625%


3,275%


3,735%


3,224%




82


2,547%


1,473%


3,626%


3,281%


3,735%


3,230%




83


2,561%


1,500%


3,628%


3,286%


3,736%


3,236%




84


2,575%


1,526%


3,629%


3,292%


3,736%


3,242%




85


2,589%


1,551%


3,631%


3,297%


3,736%


3,248%




86


2,603%


1,576%


3,632%


3,302%


3,736%


3,254%




87


2,616%


1,601%


3,633%


3,308%


3,736%


3,260%




88


2,628%


1,625%


3,635%


3,313%


3,737%


3,265%




89


2,641%


1,648%


3,636%


3,317%


3,737%


3,271%




90


2,653%


1,671%


3,637%


3,322%


3,737%


3,276%




91


2,665%


1,694%


3,638%


3,327%


3,737%


3,281%




92


2,677%


1,716%


3,640%


3,331%


3,737%


3,286%




93


2,688%


1,738%


3,641%


3,336%


3,737%


3,291%




94


2,700%


1,759%


3,642%


3,340%


3,737%


3,296%




95


2,711%


1,779%


3,643%


3,345%


3,738%


3,301%




96


2,721%


1,800%


3,644%


3,349%


3,738%


3,306%




97


2,732%


1,820%


3,645%


3,353%


3,738%


3,310%




98


2,742%


1,839%


3,646%


3,357%


3,738%


3,315%




99


2,752%


1,858%


3,647%


3,361%


3,738%


3,319%




100


2,762%


1,877%


3,648%


3,365%


3,738%


3,323%




101


2,772%


1,895%


3,649%


3,369%


3,738%


3,327%




102


2,782%


1,913%


3,650%


3,372%


3,738%


3,332%




103


2,791%


1,931%


3,651%


3,376%


3,739%


3,336%




104


2,800%


1,948%


3,652%


3,380%


3,739%


3,340%




105


2,809%


1,965%


3,653%


3,383%


3,739%


3,344%




106


2,818%


1,982%


3,654%


3,387%


3,739%


3,347%




107


2,827%


1,998%


3,655%


3,390%


3,739%


3,351%




108


2,835%


2,014%


3,656%


3,393%


3,739%


3,355%




109


2,844%


2,030%


3,657%


3,397%


3,739%


3,358%




110


2,852%


2,046%


3,657%


3,400%


3,739%


3,362%




111


2,860%


2,061%


3,658%


3,403%


3,739%


3,365%




112


2,868%


2,076%


3,659%


3,406%


3,740%


3,369%




113


2,876%


2,090%


3,660%


3,409%


3,740%


3,372%




114


2,883%


2,105%


3,661%


3,412%


3,740%


3,376%




115


2,891%


2,119%


3,661%


3,415%


3,740%


3,379%




116


2,898%


2,133%


3,662%


3,418%


3,740%


3,382%




117


2,905%


2,147%


3,663%


3,421%


3,740%


3,385%




118


2,912%


2,160%


3,664%


3,423%


3,740%


3,388%




119


2,919%


2,174%


3,664%


3,426%


3,740%


3,391%




120


2,926%


2,187%


3,665%


3,429%


3,740%


3,394%




121


2,933%


2,199%


3,666%


3,432%


3,740%


3,397%




122


2,940%


2,212%


3,667%


3,434%


3,740%


3,400%




123


2,946%


2,224%


3,667%


3,437%


3,741%


3,403%




124


2,953%


2,237%


3,668%


3,439%


3,741%


3,406%




125


2,959%


2,249%


3,668%


3,442%


3,741%


3,408%




126


2,965%


2,260%


3,669%


3,444%


3,741%


3,411%




127


2,972%


2,272%


3,670%


3,447%


3,741%


3,414%




128


2,978%


2,284%


3,670%


3,449%


3,741%


3,416%




129


2,984%


2,295%


3,671%


3,451%


3,741%


3,419%




130


2,989%


2,306%


3,672%


3,454%


3,741%


3,422%




131


2,995%


2,317%


3,672%


3,456%


3,741%


3,424%




132


3,001%


2,328%


3,673%


3,458%


3,741%


3,427%




133


3,007%


2,338%


3,673%


3,460%


3,741%


3,429%




134


3,012%


2,349%


3,674%


3,462%


3,741%


3,431%




135


3,018%


2,359%


3,675%


3,465%


3,741%


3,434%




136


3,023%


2,369%


3,675%


3,467%


3,741%


3,436%




137


3,028%


2,379%


3,676%


3,469%


3,741%


3,438%




138


3,033%


2,389%


3,676%


3,471%


3,742%


3,441%




139


3,039%


2,399%


3,677%


3,473%


3,742%


3,443%




140


3,044%


2,408%


3,677%


3,475%


3,742%


3,445%




141


3,049%


2,418%


3,678%


3,477%


3,742%


3,447%




142


3,054%


2,427%


3,678%


3,479%


3,742%


3,449%




143


3,058%


2,436%


3,679%


3,481%


3,742%


3,451%




144


3,063%


2,445%


3,679%


3,482%


3,742%


3,453%




145


3,068%


2,454%


3,680%


3,484%


3,742%


3,456%




146


3,073%


2,463%


3,680%


3,486%


3,742%


3,458%




147


3,077%


2,472%


3,681%


3,488%


3,742%


3,460%




148


3,082%


2,481%


3,681%


3,490%


3,742%


3,461%




149


3,086%


2,489%


3,682%


3,491%


3,742%


3,463%




150


3,091%


2,497%


3,682%


3,493%


3,742%


3,465%


















Term to maturity (in years)


Swiss franc


Australian dollar


Baht


Canadian dollar


Chilean peso


Colombian peso




1


-0,830%


-0,061%


0,050%


0,236%


-0,111%


1,560%




2


-0,810%


-0,011%


0,119%


0,310%


0,185%


2,282%




3


-0,777%


0,065%


0,216%


0,400%


0,520%


2,887%




4


-0,728%


0,165%


0,331%


0,513%


0,864%


3,408%




5


-0,662%


0,287%


0,457%


0,621%


1,190%


3,846%




6


-0,586%


0,420%


0,587%


0,716%


1,492%


4,231%




7


-0,513%


0,551%


0,715%


0,807%


1,784%


4,580%




8


-0,453%


0,677%


0,834%


0,894%


2,070%


4,896%




9


-0,410%


0,795%


0,941%


0,971%


2,335%


5,201%




10


-0,386%


0,902%


1,033%


1,031%


2,565%


5,484%




11


-0,380%


1,000%


1,114%


1,074%


2,756%


5,701%




12


-0,384%


1,085%


1,185%


1,104%


2,914%


5,857%




13


-0,392%


1,157%


1,246%


1,126%


3,048%


5,968%




14


-0,400%


1,218%


1,303%


1,144%


3,162%


6,044%




15


-0,406%


1,268%


1,361%


1,160%


3,260%


6,095%




16


-0,409%


1,309%


1,423%


1,176%


3,346%


6,125%




17


-0,407%


1,344%


1,486%


1,192%


3,421%


6,139%




18


-0,400%


1,374%


1,550%


1,209%


3,487%


6,141%




19


-0,387%


1,400%


1,614%


1,227%


3,546%


6,134%




20


-0,370%


1,424%


1,676%


1,246%


3,599%


6,120%




21


-0,347%


1,446%


1,737%


1,267%


3,647%


6,100%




22


-0,318%


1,464%


1,797%


1,290%


3,690%


6,077%




23


-0,284%


1,478%


1,854%


1,314%


3,729%


6,050%




24


-0,245%


1,486%


1,910%


1,340%


3,764%


6,021%




25


-0,200%


1,488%


1,963%


1,368%


3,797%


5,991%




26


-0,149%


1,484%


2,015%


1,397%


3,827%


5,960%




27


-0,094%


1,478%


2,064%


1,428%


3,854%


5,928%




28


-0,037%


1,473%


2,111%


1,461%


3,880%


5,896%




29


0,022%


1,473%


2,157%


1,496%


3,903%


5,864%




30


0,081%


1,480%


2,200%


1,532%


3,925%


5,833%




31


0,140%


1,495%


2,242%


1,571%


3,946%


5,802%




32


0,198%


1,516%


2,281%


1,610%


3,965%


5,772%




33


0,256%


1,542%


2,319%


1,651%


3,982%


5,742%




34


0,313%


1,572%


2,356%


1,691%


3,999%


5,713%




35


0,368%


1,605%


2,391%


1,732%


4,015%


5,685%




36


0,422%


1,639%


2,424%


1,772%


4,029%


5,658%




37


0,474%


1,675%


2,456%


1,812%


4,043%


5,631%




38


0,525%


1,711%


2,487%


1,851%


4,056%


5,606%




39


0,574%


1,748%


2,517%


1,890%


4,068%


5,581%




40


0,621%


1,784%


2,545%


1,927%


4,080%


5,557%




41


0,667%


1,821%


2,572%


1,964%


4,091%


5,534%




42


0,712%


1,857%


2,598%


1,999%


4,101%


5,512%




43


0,755%


1,892%


2,623%


2,034%


4,111%


5,490%




44


0,796%


1,927%


2,647%


2,068%


4,121%


5,469%




45


0,836%


1,961%


2,670%


2,101%


4,130%


5,449%




46


0,875%


1,995%


2,693%


2,133%


4,138%


5,430%




47


0,912%


2,027%


2,714%


2,164%


4,147%


5,411%




48


0,948%


2,059%


2,735%


2,194%


4,154%


5,393%




49


0,983%


2,090%


2,755%


2,223%


4,162%


5,376%




50


1,017%


2,120%


2,774%


2,251%


4,169%


5,359%




51


1,049%


2,149%


2,792%


2,278%


4,176%


5,343%




52


1,081%


2,178%


2,810%


2,305%


4,182%


5,327%




53


1,111%


2,205%


2,827%


2,330%


4,189%


5,312%




54


1,140%


2,232%


2,844%


2,355%


4,195%


5,297%




55


1,169%


2,258%


2,860%


2,379%


4,200%


5,283%




56


1,196%


2,284%


2,876%


2,403%


4,206%


5,269%




57


1,223%


2,308%


2,891%


2,425%


4,211%


5,256%




58


1,248%


2,332%


2,905%


2,447%


4,217%


5,243%




59


1,273%


2,355%


2,919%


2,469%


4,222%


5,231%




60


1,297%


2,377%


2,933%


2,489%


4,226%


5,219%




61


1,321%


2,399%


2,946%


2,509%


4,231%


5,207%




62


1,343%


2,420%


2,959%


2,529%


4,236%


5,196%




63


1,365%


2,441%


2,971%


2,548%


4,240%


5,185%




64


1,387%


2,461%


2,983%


2,566%


4,244%


5,174%




65


1,407%


2,480%


2,995%


2,584%


4,248%


5,164%




66


1,427%


2,499%


3,006%


2,601%


4,252%


5,154%




67


1,447%


2,517%


3,017%


2,618%


4,256%


5,144%




68


1,466%


2,535%


3,028%


2,634%


4,260%


5,135%




69


1,484%


2,553%


3,038%


2,650%


4,263%


5,125%




70


1,502%


2,569%


3,048%


2,666%


4,267%


5,117%




71


1,519%


2,586%


3,058%


2,681%


4,270%


5,108%




72


1,536%


2,602%


3,068%


2,695%


4,273%


5,099%




73


1,553%


2,617%


3,077%


2,710%


4,276%


5,091%




74


1,569%


2,632%


3,086%


2,724%


4,279%


5,083%




75


1,584%


2,647%


3,095%


2,737%


4,282%


5,075%




76


1,600%


2,662%


3,103%


2,750%


4,285%


5,068%




77


1,614%


2,676%


3,112%


2,763%


4,288%


5,061%




78


1,629%


2,689%


3,120%


2,776%


4,291%


5,053%




79


1,643%


2,703%


3,128%


2,788%


4,294%


5,046%




80


1,657%


2,716%


3,135%


2,800%


4,296%


5,039%




81


1,670%


2,728%


3,143%


2,811%


4,299%


5,033%




82


1,683%


2,741%


3,150%


2,823%


4,301%


5,026%




83


1,696%


2,753%


3,158%


2,834%


4,304%


5,020%




84


1,708%


2,764%


3,165%


2,845%


4,306%


5,014%




85


1,721%


2,776%


3,171%


2,855%


4,308%


5,008%




86


1,733%


2,787%


3,178%


2,866%


4,311%


5,002%




87


1,744%


2,798%


3,185%


2,876%


4,313%


4,996%




88


1,756%


2,809%


3,191%


2,886%


4,315%


4,990%




89


1,767%


2,819%


3,197%


2,895%


4,317%


4,985%




90


1,778%


2,830%


3,203%


2,905%


4,319%


4,979%




91


1,788%


2,840%


3,209%


2,914%


4,321%


4,974%




92


1,799%


2,850%


3,215%


2,923%


4,323%


4,969%




93


1,809%


2,859%


3,221%


2,932%


4,325%


4,964%




94


1,819%


2,869%


3,227%


2,941%


4,327%


4,959%




95


1,828%


2,878%


3,232%


2,949%


4,329%


4,954%




96


1,838%


2,887%


3,238%


2,957%


4,331%


4,949%




97


1,847%


2,896%


3,243%


2,965%


4,332%


4,945%




98


1,857%


2,905%


3,248%


2,973%


4,334%


4,940%




99


1,866%


2,913%


3,253%


2,981%


4,336%


4,936%




100


1,874%


2,921%


3,258%


2,989%


4,337%


4,931%




101


1,883%


2,930%


3,263%


2,996%


4,339%


4,927%




102


1,891%


2,938%


3,268%


3,004%


4,341%


4,923%




103


1,900%


2,945%


3,272%


3,011%


4,342%


4,919%




104


1,908%


2,953%


3,277%


3,018%


4,344%


4,915%




105


1,916%


2,961%


3,281%


3,025%


4,345%


4,911%




106


1,924%


2,968%


3,286%


3,032%


4,347%


4,907%




107


1,931%


2,975%


3,290%


3,038%


4,348%


4,903%




108


1,939%


2,983%


3,294%


3,045%


4,349%


4,899%




109


1,946%


2,990%


3,299%


3,051%


4,351%


4,896%




110


1,954%


2,996%


3,303%


3,058%


4,352%


4,892%




111


1,961%


3,003%


3,307%


3,064%


4,354%


4,889%




112


1,968%


3,010%


3,311%


3,070%


4,355%


4,885%




113


1,975%


3,016%


3,314%


3,076%


4,356%


4,882%




114


1,981%


3,023%


3,318%


3,082%


4,357%


4,878%




115


1,988%


3,029%


3,322%


3,088%


4,359%


4,875%




116


1,995%


3,035%


3,326%


3,094%


4,360%


4,872%




117


2,001%


3,041%


3,329%


3,099%


4,361%


4,869%




118


2,007%


3,047%


3,333%


3,105%


4,362%


4,866%




119


2,014%


3,053%


3,336%


3,110%


4,363%


4,862%




120


2,020%


3,059%


3,340%


3,115%


4,365%


4,859%




121


2,026%


3,065%


3,343%


3,121%


4,366%


4,856%




122


2,032%


3,070%


3,347%


3,126%


4,367%


4,854%




123


2,038%


3,076%


3,350%


3,131%


4,368%


4,851%




124


2,043%


3,081%


3,353%


3,136%


4,369%


4,848%




125


2,049%


3,087%


3,356%


3,141%


4,370%


4,845%




126


2,054%


3,092%


3,359%


3,145%


4,371%


4,842%




127


2,060%


3,097%


3,362%


3,150%


4,372%


4,840%




128


2,065%


3,102%


3,365%


3,155%


4,373%


4,837%




129


2,071%


3,107%


3,368%


3,159%


4,374%


4,834%




130


2,076%


3,112%


3,371%


3,164%


4,375%


4,832%




131


2,081%


3,117%


3,374%


3,168%


4,376%


4,829%




132


2,086%


3,122%


3,377%


3,173%


4,377%


4,827%




133


2,091%


3,126%


3,380%


3,177%


4,378%


4,824%




134


2,096%


3,131%


3,383%


3,181%


4,379%


4,822%




135


2,101%


3,136%


3,385%


3,186%


4,380%


4,819%




136


2,105%


3,140%


3,388%


3,190%


4,381%


4,817%




137


2,110%


3,145%


3,391%


3,194%


4,381%


4,815%




138


2,115%


3,149%


3,393%


3,198%


4,382%


4,812%




139


2,119%


3,153%


3,396%


3,202%


4,383%


4,810%




140


2,124%


3,157%


3,398%


3,206%


4,384%


4,808%




141


2,128%


3,162%


3,401%


3,210%


4,385%


4,806%




142


2,133%


3,166%


3,403%


3,213%


4,386%


4,804%




143


2,137%


3,170%


3,406%


3,217%


4,386%


4,802%




144


2,141%


3,174%


3,408%


3,221%


4,387%


4,799%




145


2,145%


3,178%


3,410%


3,224%


4,388%


4,797%




146


2,149%


3,182%


3,413%


3,228%


4,389%


4,795%




147


2,154%


3,186%


3,415%


3,232%


4,389%


4,793%




148


2,158%


3,189%


3,417%


3,235%


4,390%


4,791%




149


2,161%


3,193%


3,420%


3,239%


4,391%


4,789%




150


2,165%


3,197%


3,422%


3,242%


4,392%


4,787%


















Term to maturity (in years)


Hong Kong dollar


Indian rupee


Mexican peso


New Taiwan dollar


New Zealand dollar


Rand




1


0,130%


3,247%


3,976%


0,010%


0,160%


3,034%




2


0,140%


3,702%


3,992%


0,026%


0,188%


3,222%




3


0,185%


4,152%


4,144%


0,044%


0,263%


3,637%




4


0,247%


4,594%


4,309%


0,064%


0,346%


4,089%




5


0,321%


4,987%


4,477%


0,085%


0,445%


4,565%




6


0,405%


5,316%


4,656%


0,107%


0,544%


5,070%




7


0,490%


5,586%


4,831%


0,129%


0,641%


5,570%




8


0,568%


5,785%


4,995%


0,151%


0,734%


6,045%




9


0,639%


5,943%


5,148%


0,173%


0,822%


6,485%




10


0,700%


6,063%


5,294%


0,193%


0,900%


6,885%




11


0,752%


6,150%


5,434%


0,241%


0,968%


7,242%




12


0,801%


6,211%


5,567%


0,313%


1,028%


7,556%




13


0,851%


6,254%


5,690%


0,399%


1,084%


7,827%




14


0,905%


6,283%


5,802%


0,493%


1,137%


8,051%




15


0,964%


6,301%


5,903%


0,590%


1,188%


8,227%




16


1,030%


6,310%


5,991%


0,688%


1,239%


8,352%




17


1,101%


6,314%


6,067%


0,786%


1,291%


8,435%




18


1,173%


6,313%


6,130%


0,881%


1,342%


8,485%




19


1,246%


6,308%


6,179%


0,974%


1,396%


8,508%




20


1,318%


6,300%


6,214%


1,063%


1,450%


8,510%




21


1,389%


6,290%


6,235%


1,149%


1,506%


8,495%




22


1,459%


6,279%


6,244%


1,232%


1,564%


8,468%




23


1,526%


6,266%


6,245%


1,311%


1,621%


8,431%




24


1,591%


6,252%


6,238%


1,387%


1,677%


8,386%




25


1,654%


6,238%


6,225%


1,459%


1,733%


8,335%




26


1,714%


6,224%


6,208%


1,528%


1,787%


8,281%




27


1,772%


6,209%


6,188%


1,594%


1,840%


8,224%




28


1,828%


6,194%


6,165%


1,657%


1,891%


8,165%




29


1,881%


6,179%


6,140%


1,717%


1,940%


8,106%




30


1,932%


6,165%


6,115%


1,774%


1,988%


8,046%




31


1,981%


6,150%


6,088%


1,828%


2,034%


7,987%




32


2,028%


6,136%


6,061%


1,880%


2,078%


7,929%




33


2,073%


6,122%


6,034%


1,930%


2,120%


7,871%




34


2,116%


6,109%


6,007%


1,977%


2,161%


7,815%




35


2,157%


6,095%


5,980%


2,023%


2,201%


7,760%




36


2,197%


6,082%


5,954%


2,066%


2,238%


7,707%




37


2,235%


6,070%


5,928%


2,107%


2,275%


7,655%




38


2,271%


6,058%


5,902%


2,147%


2,309%


7,605%




39


2,305%


6,046%


5,877%


2,185%


2,343%


7,557%




40


2,339%


6,034%


5,853%


2,221%


2,375%


7,510%




41


2,371%


6,023%


5,830%


2,256%


2,406%


7,465%




42


2,401%


6,012%


5,807%


2,290%


2,436%


7,422%




43


2,431%


6,002%


5,785%


2,322%


2,464%


7,380%




44


2,459%


5,992%


5,763%


2,353%


2,492%


7,339%




45


2,486%


5,982%


5,743%


2,382%


2,518%


7,300%




46


2,513%


5,973%


5,723%


2,411%


2,543%


7,263%




47


2,538%


5,963%


5,703%


2,438%


2,568%


7,227%




48


2,562%


5,955%


5,684%


2,464%


2,592%


7,192%




49


2,585%


5,946%


5,666%


2,490%


2,614%


7,158%




50


2,608%


5,938%


5,649%


2,514%


2,636%


7,126%




51


2,630%


5,930%


5,632%


2,538%


2,657%


7,094%




52


2,650%


5,922%


5,615%


2,560%


2,678%


7,064%




53


2,671%


5,914%


5,600%


2,582%


2,697%


7,035%




54


2,690%


5,907%


5,584%


2,603%


2,716%


7,007%




55


2,709%


5,900%


5,569%


2,624%


2,735%


6,980%




56


2,727%


5,893%


5,555%


2,643%


2,752%


6,953%




57


2,745%


5,886%


5,541%


2,662%


2,770%


6,928%




58


2,762%


5,880%


5,528%


2,681%


2,786%


6,904%




59


2,778%


5,874%


5,515%


2,699%


2,802%


6,880%




60


2,794%


5,868%


5,502%


2,716%


2,818%


6,857%




61


2,810%


5,862%


5,490%


2,733%


2,833%


6,835%




62


2,825%


5,856%


5,478%


2,749%


2,847%


6,813%




63


2,839%


5,851%


5,467%


2,764%


2,861%


6,792%




64


2,853%


5,845%


5,456%


2,780%


2,875%


6,772%




65


2,867%


5,840%


5,445%


2,794%


2,889%


6,753%




66


2,880%


5,835%


5,434%


2,809%


2,901%


6,734%




67


2,893%


5,830%


5,424%


2,823%


2,914%


6,715%




68


2,905%


5,825%


5,414%


2,836%


2,926%


6,697%




69


2,917%


5,821%


5,405%


2,849%


2,938%


6,680%




70


2,929%


5,816%


5,395%


2,862%


2,950%


6,663%




71


2,941%


5,812%


5,386%


2,874%


2,961%


6,646%




72


2,952%


5,807%


5,377%


2,887%


2,972%


6,630%




73


2,963%


5,803%


5,369%


2,898%


2,982%


6,615%




74


2,973%


5,799%


5,360%


2,910%


2,992%


6,600%




75


2,984%


5,795%


5,352%


2,921%


3,003%


6,585%




76


2,994%


5,791%


5,344%


2,932%


3,012%


6,571%




77


3,003%


5,787%


5,337%


2,942%


3,022%


6,557%




78


3,013%


5,784%


5,329%


2,953%


3,031%


6,543%




79


3,022%


5,780%


5,322%


2,963%


3,040%


6,530%




80


3,031%


5,777%


5,315%


2,972%


3,049%


6,517%




81


3,040%


5,773%


5,308%


2,982%


3,058%


6,504%




82


3,049%


5,770%


5,301%


2,991%


3,066%


6,492%




83


3,057%


5,767%


5,294%


3,000%


3,074%


6,480%




84


3,065%


5,764%


5,288%


3,009%


3,082%


6,468%




85


3,073%


5,760%


5,281%


3,018%


3,090%


6,457%




86


3,081%


5,757%


5,275%


3,026%


3,098%


6,446%




87


3,089%


5,755%


5,269%


3,035%


3,105%


6,435%




88


3,096%


5,752%


5,263%


3,043%


3,112%


6,424%




89


3,104%


5,749%


5,257%


3,051%


3,120%


6,414%




90


3,111%


5,746%


5,252%


3,058%


3,127%


6,404%




91


3,118%


5,743%


5,246%


3,066%


3,133%


6,394%




92


3,125%


5,741%


5,241%


3,073%


3,140%


6,384%




93


3,131%


5,738%


5,236%


3,081%


3,147%


6,374%




94


3,138%


5,736%


5,230%


3,088%


3,153%


6,365%




95


3,144%


5,733%


5,225%


3,095%


3,159%


6,356%




96


3,151%


5,731%


5,220%


3,101%


3,165%


6,347%




97


3,157%


5,728%


5,215%


3,108%


3,171%


6,338%




98


3,163%


5,726%


5,211%


3,115%


3,177%


6,329%




99


3,169%


5,724%


5,206%


3,121%


3,183%


6,321%




100


3,175%


5,721%


5,201%


3,127%


3,189%


6,313%




101


3,180%


5,719%


5,197%


3,133%


3,194%


6,305%




102


3,186%


5,717%


5,193%


3,140%


3,200%


6,297%




103


3,191%


5,715%


5,188%


3,145%


3,205%


6,289%




104


3,197%


5,713%


5,184%


3,151%


3,210%


6,281%




105


3,202%


5,711%


5,180%


3,157%


3,215%


6,274%




106


3,207%


5,709%


5,176%


3,162%


3,220%


6,267%




107


3,212%


5,707%


5,172%


3,168%


3,225%


6,259%




108


3,217%


5,705%


5,168%


3,173%


3,230%


6,252%




109


3,222%


5,703%


5,164%


3,179%


3,235%


6,245%




110


3,227%


5,701%


5,160%


3,184%


3,240%


6,239%




111


3,231%


5,699%


5,157%


3,189%


3,244%


6,232%




112


3,236%


5,698%


5,153%


3,194%


3,249%


6,225%




113


3,241%


5,696%


5,149%


3,199%


3,253%


6,219%




114


3,245%


5,694%


5,146%


3,204%


3,257%


6,213%




115


3,249%


5,693%


5,142%


3,208%


3,262%


6,206%




116


3,254%


5,691%


5,139%


3,213%


3,266%


6,200%




117


3,258%


5,689%


5,136%


3,218%


3,270%


6,194%




118


3,262%


5,688%


5,132%


3,222%


3,274%


6,188%




119


3,266%


5,686%


5,129%


3,226%


3,278%


6,183%




120


3,270%


5,685%


5,126%


3,231%


3,282%


6,177%




121


3,274%


5,683%


5,123%


3,235%


3,286%


6,171%




122


3,278%


5,681%


5,120%


3,239%


3,290%


6,166%




123


3,282%


5,680%


5,117%


3,243%


3,293%


6,160%




124


3,286%


5,679%


5,114%


3,248%


3,297%


6,155%




125


3,289%


5,677%


5,111%


3,252%


3,301%


6,150%




126


3,293%


5,676%


5,108%


3,256%


3,304%


6,145%




127


3,297%


5,674%


5,105%


3,259%


3,308%


6,139%




128


3,300%


5,673%


5,103%


3,263%


3,311%


6,134%




129


3,304%


5,672%


5,100%


3,267%


3,315%


6,130%




130


3,307%


5,670%


5,097%


3,271%


3,318%


6,125%




131


3,310%


5,669%


5,094%


3,274%


3,321%


6,120%




132


3,314%


5,668%


5,092%


3,278%


3,325%


6,115%




133


3,317%


5,666%


5,089%


3,281%


3,328%


6,111%




134


3,320%


5,665%


5,087%


3,285%


3,331%


6,106%




135


3,323%


5,664%


5,084%


3,288%


3,334%


6,101%




136


3,327%


5,663%


5,082%


3,292%


3,337%


6,097%




137


3,330%


5,662%


5,079%


3,295%


3,340%


6,093%




138


3,333%


5,660%


5,077%


3,298%


3,343%


6,088%




139


3,336%


5,659%


5,075%


3,302%


3,346%


6,084%




140


3,339%


5,658%


5,072%


3,305%


3,349%


6,080%




141


3,342%


5,657%


5,070%


3,308%


3,352%


6,076%




142


3,344%


5,656%


5,068%


3,311%


3,354%


6,072%




143


3,347%


5,655%


5,065%


3,314%


3,357%


6,068%




144


3,350%


5,654%


5,063%


3,317%


3,360%


6,064%




145


3,353%


5,653%


5,061%


3,320%


3,363%


6,060%




146


3,355%


5,652%


5,059%


3,323%


3,365%


6,056%




147


3,358%


5,651%


5,057%


3,326%


3,368%


6,052%




148


3,361%


5,650%


5,055%


3,329%


3,370%


6,049%




149


3,363%


5,649%


5,053%


3,332%


3,373%


6,045%




150


3,366%


5,648%


5,051%


3,334%


3,375%


6,041%


















Term to maturity (in years)


Real


Renminbi-yuan


Ringgit


Russian rouble


Singapore dollar


South Korean won




1


2,604%


2,147%


1,413%


3,491%


0,000%


0,383%




2


3,922%


2,250%


1,519%


4,070%


0,038%


0,504%




3


4,786%


2,339%


1,630%


4,487%


0,095%


0,602%




4


5,328%


2,424%


1,754%


4,827%


0,180%


0,699%




5


5,732%


2,512%


1,877%


5,098%


0,286%


0,770%




6


6,053%


2,605%


2,004%


5,318%


0,404%


0,811%




7


6,327%


2,697%


2,139%


5,499%


0,516%


0,846%




8


6,581%


2,784%


2,284%


5,648%


0,611%


0,888%




9


6,800%


2,866%


2,437%


5,777%


0,683%


0,921%




10


7,010%


2,942%


2,597%


5,902%


0,731%


0,934%




11


7,168%


3,011%


2,752%


6,035%


0,756%


0,923%




12


7,276%


3,074%


2,897%


6,171%


0,768%


0,901%




13


7,346%


3,132%


3,030%


6,298%


0,775%


0,875%




14


7,389%


3,187%


3,151%


6,410%


0,782%


0,853%




15


7,410%


3,237%


3,262%


6,498%


0,792%


0,836%




16


7,416%


3,285%


3,363%


6,558%


0,806%


0,829%




17


7,409%


3,329%


3,453%


6,595%


0,827%


0,831%




18


7,392%


3,370%


3,533%


6,613%


0,856%


0,843%




19


7,369%


3,410%


3,602%


6,616%


0,891%


0,866%




20


7,341%


3,446%


3,662%


6,609%


0,935%


0,900%




21


7,308%


3,481%


3,711%


6,592%


0,987%


0,944%




22


7,274%


3,514%


3,751%


6,569%


1,044%


0,996%




23


7,237%


3,545%


3,784%


6,541%


1,105%


1,053%




24


7,199%


3,574%


3,811%


6,510%


1,167%


1,113%




25


7,160%


3,602%


3,833%


6,475%


1,230%


1,175%




26


7,122%


3,629%


3,851%


6,439%


1,293%


1,237%




27


7,083%


3,654%


3,865%


6,402%


1,356%


1,299%




28


7,045%


3,678%


3,877%


6,364%


1,417%


1,361%




29


7,008%


3,701%


3,886%


6,326%


1,477%


1,421%




30


6,971%


3,722%


3,893%


6,288%


1,535%


1,480%




31


6,936%


3,743%


3,898%


6,250%


1,592%


1,537%




32


6,901%


3,763%


3,902%


6,213%


1,646%


1,592%




33


6,867%


3,782%


3,905%


6,177%


1,699%


1,646%




34


6,834%


3,800%


3,907%


6,141%


1,750%


1,698%




35


6,803%


3,817%


3,908%


6,107%


1,799%


1,748%




36


6,772%


3,834%


3,909%


6,073%


1,847%


1,796%




37


6,742%


3,849%


3,909%


6,040%


1,892%


1,843%




38


6,714%


3,865%


3,908%


6,009%


1,936%


1,888%




39


6,686%


3,879%


3,907%


5,978%


1,978%


1,931%




40


6,659%


3,893%


3,906%


5,948%


2,018%


1,972%




41


6,634%


3,906%


3,905%


5,920%


2,057%


2,012%




42


6,609%


3,919%


3,903%


5,892%


2,095%


2,051%




43


6,585%


3,932%


3,902%


5,866%


2,131%


2,088%




44


6,562%


3,944%


3,900%


5,840%


2,165%


2,123%




45


6,540%


3,955%


3,898%


5,815%


2,199%


2,157%




46


6,519%


3,966%


3,896%


5,791%


2,231%


2,190%




47


6,498%


3,977%


3,894%


5,768%


2,262%


2,222%




48


6,478%


3,987%


3,892%


5,746%


2,292%


2,252%




49


6,459%


3,997%


3,890%


5,724%


2,320%


2,282%




50


6,440%


4,006%


3,888%


5,703%


2,348%


2,310%




51


6,422%


4,016%


3,885%


5,683%


2,374%


2,338%




52


6,405%


4,024%


3,883%


5,664%


2,400%


2,364%




53


6,389%


4,033%


3,881%


5,645%


2,425%


2,389%




54


6,372%


4,041%


3,879%


5,627%


2,449%


2,414%




55


6,357%


4,049%


3,877%


5,610%


2,472%


2,438%




56


6,342%


4,057%


3,875%


5,593%


2,494%


2,461%




57


6,327%


4,065%


3,873%


5,577%


2,516%


2,483%




58


6,313%


4,072%


3,872%


5,561%


2,537%


2,504%




59


6,300%


4,079%


3,870%


5,546%


2,557%


2,525%




60


6,286%


4,086%


3,868%


5,531%


2,577%


2,545%




61


6,274%


4,092%


3,866%


5,516%


2,596%


2,565%




62


6,261%


4,099%


3,864%


5,502%


2,614%


2,584%




63


6,249%


4,105%


3,863%


5,489%


2,632%


2,602%




64


6,238%


4,111%


3,861%


5,476%


2,649%


2,620%




65


6,226%


4,117%


3,859%


5,463%


2,666%


2,637%




66


6,215%


4,123%


3,858%


5,451%


2,682%


2,654%




67


6,205%


4,128%


3,856%


5,439%


2,698%


2,670%




68


6,194%


4,133%


3,855%


5,427%


2,713%


2,686%




69


6,184%


4,139%


3,853%


5,416%


2,728%


2,701%




70


6,175%


4,144%


3,852%


5,405%


2,743%


2,716%




71


6,165%


4,149%


3,850%


5,395%


2,757%


2,730%




72


6,156%


4,154%


3,849%


5,384%


2,770%


2,744%




73


6,147%


4,158%


3,848%


5,374%


2,784%


2,758%




74


6,138%


4,163%


3,847%


5,364%


2,797%


2,771%




75


6,130%


4,167%


3,845%


5,355%


2,809%


2,784%




76


6,121%


4,172%


3,844%


5,346%


2,822%


2,797%




77


6,113%


4,176%


3,843%


5,337%


2,834%


2,809%




78


6,105%


4,180%


3,842%


5,328%


2,845%


2,821%




79


6,098%


4,184%


3,841%


5,319%


2,857%


2,833%




80


6,090%


4,188%


3,839%


5,311%


2,868%


2,844%




81


6,083%


4,192%


3,838%


5,303%


2,879%


2,855%




82


6,076%


4,195%


3,837%


5,295%


2,889%


2,866%




83


6,069%


4,199%


3,836%


5,287%


2,900%


2,877%




84


6,062%


4,203%


3,835%


5,279%


2,910%


2,887%




85


6,056%


4,206%


3,834%


5,272%


2,920%


2,897%




86


6,049%


4,210%


3,833%


5,265%


2,929%


2,907%




87


6,043%


4,213%


3,832%


5,257%


2,939%


2,917%




88


6,037%


4,216%


3,831%


5,251%


2,948%


2,926%




89


6,031%


4,219%


3,830%


5,244%


2,957%


2,935%




90


6,025%


4,222%


3,830%


5,237%


2,965%


2,944%




91


6,019%


4,225%


3,829%


5,231%


2,974%


2,953%




92


6,013%


4,228%


3,828%


5,224%


2,982%


2,962%




93


6,008%


4,231%


3,827%


5,218%


2,991%


2,970%




94


6,002%


4,234%


3,826%


5,212%


2,999%


2,979%




95


5,997%


4,237%


3,825%


5,206%


3,007%


2,987%




96


5,992%


4,240%


3,825%


5,200%


3,014%


2,995%




97


5,987%


4,242%


3,824%


5,195%


3,022%


3,002%




98


5,982%


4,245%


3,823%


5,189%


3,029%


3,010%




99


5,977%


4,248%


3,822%


5,184%


3,037%


3,017%




100


5,972%


4,250%


3,822%


5,178%


3,044%


3,025%




101


5,967%


4,253%


3,821%


5,173%


3,051%


3,032%




102


5,963%


4,255%


3,820%


5,168%


3,057%


3,039%




103


5,958%


4,257%


3,819%


5,163%


3,064%


3,046%




104


5,954%


4,260%


3,819%


5,158%


3,071%


3,052%




105


5,950%


4,262%


3,818%


5,153%


3,077%


3,059%




106


5,945%


4,264%


3,818%


5,148%


3,083%


3,066%




107


5,941%


4,266%


3,817%


5,144%


3,090%


3,072%




108


5,937%


4,269%


3,816%


5,139%


3,096%


3,078%




109


5,933%


4,271%


3,816%


5,135%


3,102%


3,084%




110


5,929%


4,273%


3,815%


5,130%


3,108%


3,090%




111


5,925%


4,275%


3,814%


5,126%


3,113%


3,096%




112


5,921%


4,277%


3,814%


5,122%


3,119%


3,102%




113


5,918%


4,279%


3,813%


5,117%


3,125%


3,108%




114


5,914%


4,281%


3,813%


5,113%


3,130%


3,113%




115


5,910%


4,283%


3,812%


5,109%


3,135%


3,119%




116


5,907%


4,284%


3,812%


5,105%


3,141%


3,124%




117


5,903%


4,286%


3,811%


5,101%


3,146%


3,130%




118


5,900%


4,288%


3,811%


5,098%


3,151%


3,135%




119


5,897%


4,290%


3,810%


5,094%


3,156%


3,140%




120


5,893%


4,292%


3,810%


5,090%


3,161%


3,145%




121


5,890%


4,293%


3,809%


5,086%


3,166%


3,150%




122


5,887%


4,295%


3,809%


5,083%


3,171%


3,155%




123


5,884%


4,297%


3,808%


5,079%


3,175%


3,160%




124


5,881%


4,298%


3,808%


5,076%


3,180%


3,165%




125


5,877%


4,300%


3,807%


5,072%


3,185%


3,169%




126


5,874%


4,302%


3,807%


5,069%


3,189%


3,174%




127


5,872%


4,303%


3,806%


5,066%


3,193%


3,178%




128


5,869%


4,305%


3,806%


5,063%


3,198%


3,183%




129


5,866%


4,306%


3,805%


5,059%


3,202%


3,187%




130


5,863%


4,308%


3,805%


5,056%


3,206%


3,192%




131


5,860%


4,309%


3,805%


5,053%


3,210%


3,196%




132


5,857%


4,311%


3,804%


5,050%


3,214%


3,200%




133


5,855%


4,312%


3,804%


5,047%


3,218%


3,204%




134


5,852%


4,313%


3,803%


5,044%


3,222%


3,208%




135


5,849%


4,315%


3,803%


5,041%


3,226%


3,212%




136


5,847%


4,316%


3,803%


5,038%


3,230%


3,216%




137


5,844%


4,317%


3,802%


5,035%


3,234%


3,220%




138


5,842%


4,319%


3,802%


5,033%


3,238%


3,224%




139


5,839%


4,320%


3,801%


5,030%


3,241%


3,228%




140


5,837%


4,321%


3,801%


5,027%


3,245%


3,231%




141


5,835%


4,323%


3,801%


5,024%


3,249%


3,235%




142


5,832%


4,324%


3,800%


5,022%


3,252%


3,239%




143


5,830%


4,325%


3,800%


5,019%


3,256%


3,242%




144


5,828%


4,326%


3,800%


5,017%


3,259%


3,246%




145


5,825%


4,328%


3,799%


5,014%


3,262%


3,249%




146


5,823%


4,329%


3,799%


5,012%


3,266%


3,253%




147


5,821%


4,330%


3,799%


5,009%


3,269%


3,256%




148


5,819%


4,331%


3,798%


5,007%


3,272%


3,259%




149


5,817%


4,332%


3,798%


5,004%


3,275%


3,263%




150


5,814%


4,333%


3,798%


5,002%


3,279%


3,266%















Term to maturity (in years)


Turkish lira


US dollar


Yen




1


15,049%


0,023%


-0,151%




2


14,368%


0,028%


-0,151%




3


13,669%


0,070%


-0,152%




4


13,128%


0,155%


-0,145%




5


12,713%


0,260%


-0,137%




6


12,431%


0,376%


-0,128%




7


12,279%


0,489%


-0,113%




8


12,241%


0,594%


-0,094%




9


12,232%


0,687%


-0,073%




10


12,187%


0,769%


-0,049%




11


12,103%


0,845%


-0,024%




12


11,993%


0,914%


0,001%




13


11,864%


0,970%


0,028%




14


11,721%


1,016%


0,057%




15


11,569%


1,056%


0,086%




16


11,411%


1,089%


0,115%




17


11,251%


1,118%


0,143%




18


11,089%


1,143%


0,167%




19


10,928%


1,164%


0,186%




20


10,769%


1,180%


0,198%




21


10,613%


1,194%


0,204%




22


10,461%


1,205%


0,207%




23


10,312%


1,216%


0,210%




24


10,169%


1,227%


0,214%




25


10,030%


1,240%


0,223%




26


9,896%


1,254%


0,235%




27


9,767%


1,266%


0,252%




28


9,643%


1,274%


0,276%




29


9,524%


1,277%


0,305%




30


9,410%


1,271%


0,341%




31


9,301%


1,257%


0,383%




32


9,196%


1,238%


0,431%




33


9,096%


1,215%


0,481%




34


9,000%


1,192%


0,534%




35


8,909%


1,168%


0,588%




36


8,821%


1,146%


0,643%




37


8,737%


1,127%


0,699%




38


8,657%


1,109%


0,753%




39


8,580%


1,095%


0,808%




40


8,506%


1,084%


0,861%




41


8,436%


1,076%


0,913%




42


8,368%


1,071%


0,965%




43


8,303%


1,069%


1,015%




44


8,241%


1,071%


1,064%




45


8,181%


1,076%


1,111%




46


8,124%


1,083%


1,157%




47


8,069%


1,094%


1,202%




48


8,016%


1,108%


1,246%




49


7,965%


1,125%


1,288%




50


7,916%


1,145%


1,329%




51


7,869%


1,169%


1,369%




52


7,824%


1,194%


1,407%




53


7,780%


1,222%


1,444%




54


7,738%


1,251%


1,481%




55


7,697%


1,281%


1,516%




56


7,658%


1,312%


1,549%




57


7,620%


1,343%


1,582%




58


7,583%


1,374%


1,614%




59


7,548%


1,406%


1,645%




60


7,514%


1,437%


1,675%




61


7,480%


1,468%


1,704%




62


7,448%


1,499%


1,732%




63


7,417%


1,530%


1,760%




64


7,387%


1,560%


1,786%




65


7,358%


1,590%


1,812%




66


7,330%


1,619%


1,837%




67


7,302%


1,648%


1,862%




68


7,275%


1,676%


1,885%




69


7,250%


1,704%


1,908%




70


7,224%


1,731%


1,931%




71


7,200%


1,758%


1,953%




72


7,176%


1,784%


1,974%




73


7,153%


1,809%


1,995%




74


7,131%


1,834%


2,015%




75


7,109%


1,859%


2,034%




76


7,087%


1,883%


2,053%




77


7,067%


1,906%


2,072%




78


7,046%


1,929%


2,090%




79


7,027%


1,951%


2,108%




80


7,008%


1,973%


2,125%




81


6,989%


1,994%


2,142%




82


6,971%


2,015%


2,158%




83


6,953%


2,036%


2,174%




84


6,935%


2,056%


2,190%




85


6,918%


2,075%


2,205%




86


6,902%


2,094%


2,220%




87


6,885%


2,113%


2,235%




88


6,870%


2,131%


2,249%




89


6,854%


2,149%


2,263%




90


6,839%


2,167%


2,277%




91


6,824%


2,184%


2,290%




92


6,810%


2,201%


2,303%




93


6,796%


2,217%


2,316%




94


6,782%


2,233%


2,328%




95


6,768%


2,249%


2,341%




96


6,755%


2,264%


2,353%




97


6,742%


2,280%


2,364%




98


6,729%


2,294%


2,376%




99


6,717%


2,309%


2,387%




100


6,704%


2,323%


2,398%




101


6,692%


2,337%


2,409%




102


6,681%


2,351%


2,420%




103


6,669%


2,365%


2,430%




104


6,658%


2,378%


2,440%




105


6,647%


2,391%


2,451%




106


6,636%


2,403%


2,460%




107


6,625%


2,416%


2,470%




108


6,615%


2,428%


2,480%




109


6,604%


2,440%


2,489%




110


6,594%


2,452%


2,498%




111


6,584%


2,464%


2,507%




112


6,575%


2,475%


2,516%




113


6,565%


2,486%


2,524%




114


6,556%


2,497%


2,533%




115


6,546%


2,508%


2,541%




116


6,537%


2,519%


2,550%




117


6,529%


2,529%


2,558%




118


6,520%


2,539%


2,566%




119


6,511%


2,550%


2,573%




120


6,503%


2,560%


2,581%




121


6,494%


2,569%


2,589%




122


6,486%


2,579%


2,596%




123


6,478%


2,588%


2,603%




124


6,470%


2,598%


2,611%




125


6,462%


2,607%


2,618%




126


6,455%


2,616%


2,625%




127


6,447%


2,625%


2,632%




128


6,440%


2,634%


2,638%




129


6,432%


2,642%


2,645%




130


6,425%


2,651%


2,652%




131


6,418%


2,659%


2,658%




132


6,411%


2,667%


2,664%




133


6,404%


2,675%


2,671%




134


6,397%


2,683%


2,677%




135


6,391%


2,691%


2,683%




136


6,384%


2,699%


2,689%




137


6,378%


2,706%


2,695%




138


6,371%


2,714%


2,701%




139


6,365%


2,721%


2,706%




140


6,359%


2,729%


2,712%




141


6,353%


2,736%


2,717%




142


6,347%


2,743%


2,723%




143


6,341%


2,750%


2,728%




144


6,335%


2,757%


2,734%




145


6,329%


2,764%


2,739%




146


6,323%


2,771%


2,744%




147


6,318%


2,777%


2,749%




148


6,312%


2,784%


2,754%




149


6,307%


2,790%


2,759%




150


6,301%


2,797%


2,764%









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


31


5


0


24


1




2


0


0


38


5


0


40


0




3


0


1


43


5


1


45


0




4


0


2


46


5


3


46


0




5


0


3


50


5


4


50


0




6


1


4


53


5


6


52


0




7


2


5


56


5


8


53


0




8


2


6


58


5


11


53


0




9


3


7


59


5


12


50


0




10


3


8


61


5


13


49


0



















Duration (in years)


Estonia


Finland


France


Germany


Greece


Hungary


Ireland




1


0


0


0


0


381


4


15




2


0


0


0


0


237


4


22




3


1


0


0


0


210


4


24




4


2


0


0


0


184


4


25




5


3


0


0


0


168


4


26




6


4


0


0


0


166


4


28




7


5


0


0


0


163


4


28




8


6


0


1


0


167


2


29




9


7


0


2


0


169


1


30




10


8


0


3


0


171


4


30



















Duration (in years)


Italy


Latvia


Lithuania


Luxembourg


Malta


Netherlands


Poland




1


6


5


5


0


15


0


4




2


14


10


11


0


22


0


4




3


19


14


15


0


24


0


4




4


22


15


16


0


25


0


4




5


24


17


19


0


26


0


4




6


25


19


20


0


28


0


4




7


27


20


22


0


28


0


4




8


28


21


23


1


29


0


4




9


30


22


24


2


30


0


4




10


31


23


25


2


30


0


4



















Duration (in years)


Portugal


Romania


Slovakia


Slovenia


Spain


Sweden


United Kingdom




1


24


9


12


18


5


0


0




2


40


16


15


21


11


0


0




3


45


19


17


25


15


0


0




4


46


20


19


29


16


0


0




5


50


21


20


33


19


0


0




6


52


22


21


36


20


0


0




7


53


24


23


37


22


0


0




8


53


25


24


39


23


0


0




9


50


27


24


39


24


0


0




10


49


24


25


39


25


0


0



















Duration (in years)


Liechtenstein


Norway


Switzerland


Australia


Brazil


Canada


Chile




1


0


0


0


0


12


0


17




2


0


0


0


0


12


0


19




3


0


0


0


0


12


0


18




4


0


0


0


0


12


0


17




5


0


0


0


0


12


0


16




6


0


0


0


0


12


0


15




7


0


0


0


0


12


0


14




8


0


0


0


0


12


0


15




9


0


0


0


0


12


0


16




10


0


0


0


0


12


0


13



















Duration (in years)


China


Colombia


Hong Kong


India


Japan


Malaysia


Mexico




1


0


11


0


10


0


0


9




2


0


18


0


10


0


0


9




3


2


28


0


10


0


0


10




4


3


36


0


10


0


0


10




5


3


37


0


10


0


0


10




6


3


41


0


10


0


0


10




7


4


42


0


10


0


0


10




8


8


40


0


10


0


0


10




9


5


38


0


10


0


0


10




10


5


40


0


10


1


0


10



















Duration (in years)


New Zealand


Russia


Singapore


South Africa


South Korea


Thailand


Taiwan




1


0


0


0


6


9


1


4




2


0


0


0


8


12


0


4




3


0


0


0


9


12


0


4




4


0


0


0


9


14


0


4




5


0


1


0


9


15


0


4




6


0


5


0


10


15


0


4




7


0


7


0


12


16


0


4




8


0


11


0


13


16


0


4




9


0


17


0


14


16


0


4




10


0


17


0


15


16


0


4













Duration (in years)


United States




1


0




2


0




3


0




4


0




5


0




6


0




7


0




8


0




9


0




10


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


20


44


117


230


542


1183




2


6


20


44


117


230


542


952




3


8


22


45


110


226


538


776




4


9


25


48


112


225


537


643




5


10


27


53


116


225


537


541




6


11


29


56


120


225


537


537




7


12


32


58


123


225


537


537




8


12


32


58


122


225


537


537




9


13


33


58


121


225


537


537




10


13


34


58


121


225


537


537




11


14


36


59


121


225


537


537




12


14


36


59


121


225


537


537




13


15


37


59


121


225


537


537




14


15


37


59


121


225


537


537




15


15


37


59


121


225


537


537




16


15


37


59


121


225


537


537




17


15


37


59


121


225


537


537




18


15


37


59


121


225


537


537




19


15


37


59


121


225


537


537




20


16


37


59


121


225


537


537




21


16


37


59


121


225


537


537




22


17


37


59


121


225


537


537




23


17


37


59


121


225


537


537




24


18


37


59


121


225


537


537




25


18


37


59


121


225


537


537




26


20


37


59


121


225


537


537




27


21


37


59


121


225


537


537




28


21


37


59


121


225


537


537




29


22


37


59


121


225


537


537




30


22


37


59


121


225


537


537




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


14


27


51


124


237


549


1201 




2


16


29


53


126


239


551


969




3


17


32


55


120


236


548


792




4


18


34


57


122


235


547


657




5


19


36


62


125


234


546


553




6


20


38


65


129


233


545


545




7


20


39


66


131


233


545


545




8


19


39


65


129


232


544


544




9


19


40


65


128


232


544


544




10


19


40


64


127


231


543


543




11


19


41


64


127


231


543


543




12


19


41


63


126


230


542


542




13


19


41


63


125


229


541


541




14


19


41


62


125


229


541


541




15


18


40


62


125


228


540


540




16


17


40


61


124


228


540


540




17


17


40


61


124


228


540


540




18


17


40


61


124


228


540


540




19


17


40


61


124


228


540


540




20


18


40


62


124


228


540


540




21


18


40


62


125


229


540


540




22


18


41


62


125


229


541


541




23


18


41


62


125


229


541


541




24


19


41


62


125


229


541


541




25


20


41


62


125


229


541


541




26


20


41


62


125


229


541


541




27


21


41


62


125


229


541


541




28


21


41


62


125


229


541


541




29


22


41


62


125


229


541


541




30


22


41


62


125


229


541


541




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


20


44


117


230


542


1182




2


6


20


44


117


230


542


951




3


7


22


45


110


226


538


776




4


9


24


48


112


225


537


643




5


10


27


53


115


225


537


541




6


11


29


56


120


225


537


537




7


12


31


58


123


225


537


537




8


12


32


58


122


225


537


537




9


12


33


58


121


225


537


537




10


13


34


58


121


225


537


537




11


14


35


58


121


225


537


537




12


14


36


58


121


225


537


537




13


14


37


58


121


225


537


537




14


15


37


58


121


225


537


537




15


15


37


58


121


225


537


537




16


15


37


58


121


225


537


537




17


15


37


58


121


225


537


537




18


15


37


58


121


225


537


537




19


15


37


58


121


225


537


537




20


16


37


58


121


225


537


537




21


16


37


58


121


225


537


537




22


17


37


58


121


225


537


537




23


17


37


58


121


225


537


537




24


18


37


58


121


225


537


537




25


18


37


58


121


225


537


537




26


20


37


58


121


225


537


537




27


21


37


58


121


225


537


537




28


21


37


58


121


225


537


537




29


22


37


58


121


225


537


537




30


22


37


58


121


225


537


537




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


79


92


116


189


302


614


1200




2


75


89


113


185


299


610


968




3


79


94


117


182


298


610


792




4


78


94


117


182


295


607


658




5


78


95


120


183


292


604


604




6


77


95


122


186


291


603


603




7


76


95


122


187


289


601


601




8


75


95


121


184


288


600


600




9


74


95


120


183


287


599


599




10


71


93


117


179


283


595


595




11


70


91


114


177


281


593


593




12


69


91


113


176


280


592


592




13


68


91


112


175


279


591


591




14


68


90


112


175


278


590


590




15


68


90


112


174


278


590


590




16


67


90


111


174


278


590


590




17


67


89


111


173


277


589


589




18


66


89


110


173


277


589


589




19


66


88


109


172


276


588


588




20


65


87


109


171


275


587


587




21


64


87


108


171


275


587


587




22


63


86


107


170


274


586


586




23


63


85


106


169


273


585


585




24


62


84


106


168


272


584


584




25


61


83


104


167


271


583


583




26


60


82


103


166


270


582


582




27


59


81


102


165


269


581


581




28


57


80


101


164


268


580


580




29


56


79


100


163


267


579


579




30


55


78


99


162


266


578


578




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


24


48


120


234


545


1192




2


12


25


50


122


235


547


959




3


14


29


52


117


233


545


783




4


16


32


55


119


232


544


648




5


17


34


60


123


232


544


546




6


18


37


64


128


232


544


544




7


19


38


65


130


232


544


544




8


19


39


65


128


232


544


544




9


19


39


64


127


231


543


543




10


19


40


64


127


231


543


543




11


19


41


64


127


231


542


542




12


20


42


64


126


230


542


542




13


20


42


64


126


230


542


542




14


20


42


64


126


230


542


542




15


20


42


64


126


230


542


542




16


19


42


63


126


230


542


542




17


20


42


64


126


230


542


542




18


20


42


64


126


230


542


542




19


20


42


64


126


230


542


542




20


20


43


64


127


231


543


543




21


21


43


65


127


231


543


543




22


21


43


65


127


231


543


543




23


21


43


65


128


232


543


543




24


21


44


65


128


232


544


544




25


21


44


65


128


232


544


544




26


21


44


65


128


232


544


544




27


21


43


65


128


231


543


543




28


21


43


65


127


231


543


543




29


22


43


65


127


231


543


543




30


22


43


65


127


231


543


543




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


48


62


86


159


272


584


1189




2


52


66


90


162


276


587


959




3


57


72


95


160


276


588


784




4


61


77


100


165


277


589


650




5


63


80


106


169


278


590


590




6


64


82


109


173


278


590


590




7


65


84


111


175


278


590


590




8


64


84


110


173


277


589


589




9


63


84


108


171


275


587


587




10


62


83


107


170


274


586


586




11


61


83


106


169


273


585


585




12


60


83


105


167


271


583


583




13


59


82


104


166


270


582


582




14


58


81


102


165


269


581


581




15


57


80


101


164


268


580


580




16


56


79


100


163


267


579


579




17


56


78


100


162


266


578


578




18


55


77


99


162


265


577


577




19


54


77


98


161


265


577


577




20


54


76


98


160


264


576


576




21


53


76


97


160


264


576


576




22


53


75


97


159


263


575


575




23


52


74


96


158


262


574


574




24


51


73


95


158


261


573


573




25


50


73


94


157


261


573


573




26


49


72


93


156


260


572


572




27


49


71


92


155


259


571


571




28


48


70


92


154


258


570


570




29


47


69


91


153


257


569


569




30


46


69


90


153


257


568


568




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


6


19


43


116


229


541


1182




2


6


19


43


116


229


541


951




3


7


21


44


109


225


537


776




4


8


24


47


112


224


536


642




5


9


26


52


115


224


536


540




6


10


28


56


120


224


536


536




7


12


31


57


122


224


536


536




8


12


31


57


121


224


536


536




9


12


32


57


120


224


536


536




10


12


33


57


120


224


536


536




11


13


35


58


120


224


536


536




12


13


35


58


120


224


536


536




13


14


36


58


120


224


536


536




14


14


36


58


120


224


536


536




15


14


36


58


120


224


536


536




16


14


36


58


120


224


536


536




17


14


36


58


120


224


536


536




18


14


36


58


120


224


536


536




19


14


36


58


120


224


536


536




20


16


36


58


120


224


536


536




21


16


36


58


120


224


536


536




22


17


36


58


120


224


536


536




23


17


36


58


120


224


536


536




24


18


36


58


120


224


536


536




25


18


36


58


120


224


536


536




26


20


36


58


120


224


536


536




27


21


36


58


120


224


536


536




28


21


36


58


120


224


536


536




29


22


36


58


120


224


536


536




30


22


36


58


120


224


536


536




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


8


24


54


148


248


560


1192




2


8


24


54


148


248


560


960




3


9


26


54


134


244


556


783




4


10


29


56


124


242


554


649




5


12


31


57


113


241


553


553




6


14


34


61


107


240


552


552




7


16


37


62


100


239


551


551




8


17


38


60


93


238


550


550




9


20


45


63


88


237


549


549




10


19


44


61


84


236


548


548




11


18


43


60


85


235


547


547




12


18


43


61


86


234


546


546




13


18


43


61


86


234


546


546




14


18


44


61


86


233


545


545




15


18


44


61


86


232


544


544




16


18


44


61


86


231


543


543




17


18


44


61


86


230


542


542




18


18


44


61


86


229


541


541




19


18


44


61


86


229


541


541




20


18


44


61


86


230


542


542




21


18


44


61


86


230


542


542




22


18


44


61


86


229


541


541




23


18


44


61


86


229


541


541




24


18


44


61


86


228


540


540




25


19


44


61


86


228


540


540




26


20


44


61


86


227


539


539




27


21


44


61


86


227


539


539




28


21


44


61


86


226


538


538




29


22


44


61


86


226


538


538




30


22


44


61


86


225


537


537




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


85


99


123


196


309


621


1237




2


84


97


121


194


307


619


997




3


83


98


121


186


302


614


814




4


82


98


122


186


299


611


675




5


81


98


124


187


296


608


608




6


80


98


125


189


294


606


606




7


79


98


125


190


292


604


604




8


77


97


122


186


289


601


601




9


75


95


120


183


287


599


599




10


74


95


119


182


286


598


598




11


73


95


118


180


284


596


596




12


72


94


116


179


283


595


595




13


71


93


115


177


281


593


593




14


69


92


113


176


280


592


592




15


68


90


112


174


278


590


590




16


67


89


111


173


277


589


589




17


66


88


110


172


276


588


588




18


65


87


109


171


275


587


587




19


64


86


108


171


274


586


586




20


63


86


107


170


274


586


586




21


62


85


106


169


273


585


585




22


61


84


105


168


272


584


584




23


60


83


104


167


271


583


583




24


59


82


103


166


270


582


582




25


58


81


102


165


269


581


581




26


57


80


101


164


268


579


579




27


56


78


100


163


266


578


578




28


55


77


99


162


265


577


577




29


54


76


98


160


264


576


576




30


53


75


97


159


263


575


575




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


58


71


95


168


281


593


1191




2


57


70


94


167


280


592


960




3


57


72


95


160


276


587


784




4


57


73


97


161


274


586


650




5


57


74


100


162


272


584


584




6


56


74


102


166


270


582


582




7


56


75


102


167


269


581


581




8


55


75


100


164


267


579


579




9


53


74


99


162


266


578


578




10


53


74


98


161


265


577


577




11


53


74


97


160


264


576


576




12


52


74


96


159


263


575


575




13


52


74


96


158


262


574


574




14


51


74


95


158


262


574


574




15


51


73


95


157


261


573


573




16


50


72


94


156


260


572


572




17


49


72


93


156


260


572


572




18


49


71


93


155


259


571


571




19


48


71


92


155


259


571


571




20


48


70


92


155


258


570


570




21


48


70


92


154


258


570


570




22


47


70


91


154


258


570


570




23


47


69


91


153


257


569


569




24


46


69


90


153


257


569


569




25


46


68


89


152


256


568


568




26


45


67


89


151


255


567


567




27


44


67


88


151


255


567


567




28


43


66


87


150


254


566


566




29


43


65


87


149


253


565


565




30


42


65


86


149


252


564


564




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


45


69


142


255


567


1200




2


32


46


70


142


255


567


968




3


32


47


70


135


251


563


791




4


33


48


72


136


249


561


656




5


33


50


76


139


248


560


560




6


33


52


79


143


247


559


559




7


34


53


80


144


246


558


558




8


33


53


79


142


246


558


558




9


32


53


78


141


245


557


557




10


32


54


77


140


244


556


556




11


32


54


77


140


244


556


556




12


32


54


76


139


243


555


555




13


32


54


76


138


242


554


554




14


31


53


75


138


241


553


553




15


31


53


74


137


241


553


553




16


30


52


74


136


240


552


552




17


29


52


73


136


240


552


552




18


29


51


73


135


239


551


551




19


29


51


73


135


239


551


551




20


29


51


73


135


239


551


551




21


29


51


73


135


239


551


551




22


29


51


73


135


239


551


551




23


29


51


73


135


239


551


551




24


28


51


72


135


239


551


551




25


28


51


72


135


239


551


551




26


28


50


72


134


238


550


550




27


28


50


72


134


238


550


550




28


27


50


71


134


238


550


550




29


27


49


71


134


237


549


549




30


27


49


71


133


237


549


549




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


25


98


211


523


1179




2


1


5


26


99


212


524


949




3


2


5


27


92


208


520


774




4


3


7


30


95


207


519


641




5


4


9


35


98


207


519


540




6


5


11


39


103


207


519


519




7


5


14


40


105


207


519


519




8


6


14


40


104


207


519


519




9


7


15


40


103


207


519


519




10


8


16


40


103


207


519


519




11


9


19


42


104


208


520


520




12


9


18


40


103


207


519


519




13


10


19


41


104


208


520


520




14


11


20


41


104


208


520


520




15


12


18


40


102


206


518


518




16


13


17


39


101


205


517


517




17


13


17


39


101


205


517


517




18


14


17


39


102


205


517


517




19


14


18


39


102


206


518


518




20


16


19


40


102


206


518


518




21


16


19


40


103


207


519


519




22


17


20


40


103


207


519


519




23


17


20


40


103


207


519


519




24


18


22


40


103


206


518


518




25


18


22


40


102


206


518


518




26


20


23


40


102


206


518


518




27


20


23


41


102


206


518


518




28


21


24


43


102


206


518


518




29


21


26


44


102


206


518


518




30


22


26


45


102


206


518


518




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


46


60


84


156


270


582


1193




2


46


60


84


156


270


582


961




3


47


62


84


150


266


577


784




4


47


63


86


151


264


576


650




5


48


65


90


153


263


575


575




6


48


66


93


157


262


574


574




7


48


67


94


158


261


573


573




8


47


67


92


156


260


572


572




9


46


67


92


155


259


571


571




10


46


67


91


154


258


570


570




11


46


67


90


153


257


569


569




12


45


67


90


152


256


568


568




13


45


67


89


152


256


567


567




14


45


67


88


151


255


567


567




15


44


66


88


150


254


566


566




16


43


65


87


150


253


565


565




17


42


65


86


149


253


565


565




18


42


64


86


148


252


564


564




19


42


64


85


148


252


564


564




20


41


64


85


148


252


564


564




21


41


63


85


148


252


564


564




22


41


63


85


147


251


563


563




23


40


63


84


147


251


563


563




24


40


62


84


146


250


562


562




25


39


61


83


145


249


561


561




26


38


61


82


145


249


561


561




27


38


60


81


144


248


560


560




28


37


59


81


143


247


559


559




29


36


59


80


143


247


559


559




30


36


58


79


142


246


558


558




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


17


31


55


127


241


553


1195




2


21


35


59


131


244


556


963




3


25


40


63


128


244


556


786




4


29


44


68


132


245


557


652




5


31


48


74


137


246


558


558




6


30


48


76


140


244


556


556




7


35


54


81


146


248


560


560




8


34


54


79


143


247


558


558




9


35


55


80


143


247


559


559




10


37


58


82


144


249


561


561




11


38


60


83


146


250


561


561




12


39


61


84


146


250


562


562




13


40


62


84


147


251


562


562




14


40


63


84


147


251


563


563




15


41


63


84


147


251


563


563




16


40


62


84


147


250


562


562




17


40


62


84


147


250


562


562




18


39


62


83


146


250


562


562




19


39


61


83


146


250


561


561




20


39


61


83


146


250


562


562




21


39


61


83


146


249


561


561




22


39


61


83


145


249


561


561




23


39


61


82


145


249


561


561




24


38


60


82


145


249


560


560




25


38


60


82


144


248


560


560




26


37


60


81


144


248


560


560




27


37


59


81


143


247


559


559




28


36


59


80


143


247


558


558




29


36


58


80


142


246


558


558




30


35


58


79


142


245


557


557




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


17


30


54


127


240


552


1199




2


18


32


56


128


241


553


965




3


20


35


58


123


239


551


788




4


22


37


61


125


238


550


654




5


23


40


66


128


238


550


550




6


24


42


69


133


238


550


550




7


25


44


71


136


238


550


550




8


25


45


71


134


238


550


550




9


25


46


71


134


238


550


550




10


26


47


71


134


238


550


550




11


27


48


71


134


238


550


550




12


27


49


72


134


238


550


550




13


28


50


72


134


238


550


550




14


28


50


72


134


238


550


550




15


28


50


72


134


238


550


550




16


28


50


71


134


238


550


550




17


28


50


72


134


238


550


550




18


28


50


71


134


238


550


550




19


27


50


71


134


238


550


550




20


28


50


72


134


238


550


550




21


28


50


71


134


238


550


550




22


27


50


71


134


238


550


550




23


27


49


71


133


237


549


549




24


26


49


70


133


237


549


549




25


26


48


70


133


236


548


548




26


26


48


69


132


236


548


548




27


25


48


69


132


236


548


548




28


25


47


69


131


235


547


547




29


24


47


68


131


235


547


547




30


24


46


68


130


234


546


546




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


63


87


160


273


585


1192




2


53


66


90


163


276


588


963




3


57


71


94


159


275


587


788




4


59


75


98


163


276


587


655




5


61


78


104


167


276


588


588




6


63


81


108


172


277


589


589




7


64


83


110


174


276


588


588




8


63


83


109


173


276


588


588




9


64


84


109


172


276


588


588




10


64


85


109


172


276


588


588




11


64


86


109


172


276


588


588




12


64


86


109


171


275


587


587




13


64


86


108


170


274


586


586




14


63


85


107


170


273


585


585




15


62


85


106


169


273


585


585




16


62


84


105


168


272


584


584




17


61


83


105


167


271


583


583




18


60


83


104


167


271


583


583




19


60


82


103


166


270


582


582




20


59


81


103


165


269


581


581




21


58


81


102


165


269


581


581




22


57


80


101


164


268


580


580




23


57


79


100


163


267


579


579




24


56


78


100


162


266


578


578




25


55


77


99


161


265


577


577




26


54


76


98


160


264


576


576




27


53


75


97


159


263


575


575




28


52


74


96


158


262


574


574




29


51


73


95


158


261


573


573




30


50


73


94


157


261


573


573




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


95


119


192


305


617


1223




2


86


99


124


196


309


621


993




3


88


102


125


190


306


618


816




4


89


104


128


192


305


617


680




5


92


109


135


197


307


619


619




6


94


112


139


203


308


620


620




7


95


115


141


206


308


620


620




8


97


116


142


206


309


621


621




9


98


118


143


206


310


622


622




10


98


119


143


206


310


622


622




11


98


120


143


206


310


622


622




12


98


120


142


205


309


621


621




13


97


120


141


204


308


620


620




14


96


118


140


203


306


618


618




15


95


117


139


201


305


617


617




16


93


116


137


200


304


616


616




17


92


114


136


198


302


614


614




18


91


113


135


197


301


613


613




19


89


112


133


196


300


612


612




20


88


110


132


194


298


610


610




21


87


109


130


193


297


609


609




22


85


107


129


192


295


607


607




23


83


106


127


190


294


606


606




24


82


104


126


188


292


604


604




25


80


103


124


187


291


603


603




26


79


101


123


185


289


601


601




27


77


99


121


183


287


599


599




28


75


98


119


182


286


598


598




29


74


96


118


180


284


596


596




30


72


95


116


179


283


595


595




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


11


24


48


121


234


546


1197




2


14


27


51


124


237


549


963




3


17


32


55


120


236


548


786




4


20


36


59


123


236


548


651




5


22


39


65


128


237


549


549




6


24


42


69


133


238


550


550




7


25


44


71


136


238


550


550




8


25


45


71


135


238


550


550




9


25


46


71


134


238


550


550




10


26


47


71


134


238


550


550




11


26


48


71


134


238


550


550




12


27


49


71


134


237


549


549




13


26


49


70


133


237


549


549




14


26


48


70


132


236


548


548




15


25


48


69


132


236


547


547




16


24


47


68


131


235


547


547




17


24


46


68


130


234


546


546




18


24


46


68


130


234


546


546




19


23


46


67


130


234


546


546




20


24


46


68


130


234


546


546




21


24


46


68


130


234


546


546




22


24


46


68


130


234


546


546




23


24


46


68


130


234


546


546




24


24


46


68


130


234


546


546




25


23


46


67


130


234


546


546




26


23


46


67


130


234


546


546




27


23


46


67


130


234


545


545




28


23


45


67


129


233


545


545




29


23


45


67


129


233


545


545




30


23


45


66


129


233


545


545




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


95


109


133


205


318


630


1255




2


96


109


133


206


319


631


1016




3


97


112


135


200


316


627


833




4


98


114


137


202


315


627


694




5


99


116


142


205


314


626


626




6


100


118


145


209


314


626


626




7


101


120


146


211


313


625


625




8


100


120


146


210


313


625


625




9


100


120


145


208


312


624


624




10


99


120


144


207


311


623


623




11


98


119


143


205


309


621


621




12


96


118


141


203


307


619


619




13


95


117


139


202


305


617


617




14


93


116


137


200


304


616


616




15


92


114


135


198


302


614


614




16


89


112


133


196


300


612


612




17


88


110


132


194


298


610


610




18


86


109


130


193


297


609


609




19


85


107


129


192


295


607


607




20


84


106


128


191


294


606


606




21


83


105


127


189


293


605


605




22


82


104


126


188


292


604


604




23


81


103


125


187


291


603


603




24


79


102


123


186


290


602


602




25


78


101


122


185


289


601


601




26


77


99


121


183


287


599


599




27


76


98


120


182


286


598


598




28


75


97


119


181


285


597


597




29


74


96


117


180


284


596


596




30


73


95


116


179


283


595


595




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


326


339


363


436


549


861


1269




2


84


97


121


194


307


619


1022




3


87


102


125


190


306


618


835




4


91


107


130


194


307


619


693




5


93


110


136


199


308


620


620




6


95


113


140


204


309


621


621




7


96


116


142


207


309


621


621




8


97


117


143


207


310


622


622




9


98


118


143


206


310


622


622




10


98


119


143


206


310


622


622




11


99


120


143


206


310


622


622




12


99


121


143


206


310


622


622




13


100


122


144


206


310


622


622




14


100


123


144


207


311


623


623




15


101


124


145


208


312


623


623




16


102


124


146


209


312


624


624




17


103


125


147


210


313


625


625




18


104


126


148


211


314


626


626




19


105


127


149


211


315


627


627




20


105


128


149


212


316


628


628




21


105


128


149


212


316


628


628




22


105


128


149


212


316


628


628




23


105


127


148


211


315


627


627




24


104


126


148


210


314


626


626




25


103


125


146


209


313


625


625




26


101


124


145


208


312


624


624




27


100


122


144


207


310


622


622




28


99


121


143


205


309


621


621




29


97


120


141


204


308


620


620




30


96


118


140


202


306


618


618




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


12


36


108


222


533


1194




2


1


12


36


108


222


533


961




3


2


14


37


102


218


530


784




4


3


15


39


103


216


528


650




5


4


17


43


105


215


527


546




6


5


18


45


109


214


526


526




7


5


20


47


111


214


525


525




8


6


20


46


109


213


525


525




9


7


20


45


108


212


524


524




10


8


20


44


107


211


523


523




11


9


21


45


107


211


523


523




12


9


22


45


107


211


523


523




13


10


23


45


107


211


523


523




14


11


23


45


107


211


523


523




15


12


24


45


108


212


524


524




16


13


24


45


108


212


524


524




17


13


24


46


108


212


524


524




18


14


25


46


109


213


525


525




19


15


25


47


109


213


525


525




20


16


26


48


110


214


526


526




21


16


27


49


111


215


527


527




22


17


28


49


112


216


528


528




23


18


28


50


112


216


528


528




24


18


29


50


113


217


529


529




25


20


29


51


113


217


529


529




26


20


29


51


114


217


529


529




27


21


30


51


114


218


530


530




28


21


30


52


114


218


530


530




29


22


30


52


114


218


530


530




30


22


31


52


115


219


530


530




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


52


66


90


162


275


587


1197




2


53


66


90


163


276


588


964




3


54


68


91


156


272


584


787




4


54


70


93


158


271


583


652




5


55


72


98


160


270


582


582




6


55


74


101


165


269


581


581




7


55


74


101


166


268


580


580




8


55


75


100


164


267


579


579




9


54


75


100


163


267


579


579




10


54


75


99


161


265


577


577




11


53


74


98


160


264


576


576




12


52


74


96


159


263


575


575




13


51


73


95


157


261


573


573




14


49


72


93


156


260


572


572




15


48


70


92


155


258


570


570




16


46


69


90


153


257


569


569




17


45


68


89


152


256


568


568




18


44


67


88


151


255


567


567




19


44


66


88


150


254


566


566




20


43


65


87


150


254


565


565




21


43


65


86


149


253


565


565




22


42


64


86


148


252


564


564




23


41


64


85


148


252


564


564




24


41


63


85


147


251


563


563




25


40


62


84


146


250


562


562




26


39


62


83


146


250


562


562




27


39


61


82


145


249


561


561




28


38


60


82


144


248


560


560




29


37


60


81


144


248


560


560




30


37


59


81


143


247


559


559




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


115


129


153


226


339


651


1251




2


117


130


154


227


340


652


1010




3


119


134


157


222


338


650


827




4


121


137


160


225


338


650


689




5


123


140


166


229


338


650


650




6


124


142


169


233


338


650


650




7


125


144


171


236


338


650


650




8


125


145


170


234


337


649


649




9


124


145


170


233


337


649


649




10


124


145


169


232


336


648


648




11


123


145


168


231


335


647


647




12


122


144


167


229


333


645


645




13


121


143


165


227


331


643


643




14


119


141


163


226


329


641


641




15


117


139


161


224


327


639


639




16


115


137


159


221


325


637


637




17


113


135


157


219


323


635


635




18


111


133


154


217


321


633


633




19


109


131


152


215


319


631


631




20


107


129


151


213


317


629


629




21


105


128


149


212


316


628


628




22


103


126


147


210


314


626


626




23


102


124


145


208


312


624


624




24


100


122


144


206


310


622


622




25


98


120


142


204


308


620


620




26


96


118


140


202


306


618


618




27


94


117


138


201


305


617


617




28


93


115


136


199


303


615


615




29


91


113


135


197


301


613


613




30


89


112


133


196


300


612


612




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


167


181


205


277


391


702


1243




2


177


190


214


287


400


712


1016




3


183


197


220


285


401


713


838




4


185


201


225


289


402


714


714




5


187


204


230


293


402


714


714




6


187


205


232


296


401


713


713




7


187


206


233


298


400


712


712




8


186


206


231


295


398


710


710




9


185


205


230


293


397


709


709




10


184


205


229


292


396


708


708




11


183


204


228


290


394


706


706




12


181


203


225


288


392


704


704




13


178


201


222


285


389


701


701




14


176


198


219


282


386


698


698




15


173


195


216


279


383


695


695




16


169


192


213


276


380


692


692




17


166


189


210


273


377


689


689




18


163


186


207


270


374


686


686




19


160


183


204


267


371


683


683




20


158


180


201


264


368


680


680




21


155


177


198


261


365


677


677




22


151


174


195


258


362


674


674




23


148


171


192


255


359


671


671




24


145


168


189


252


356


668


668




25


142


165


186


249


353


665


665




26


139


162


183


246


350


662


662




27


136


159


180


243


347


659


659




28


134


156


177


240


344


656


656




29


131


153


175


237


341


653


653




30


128


151


172


235


339


650


650




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


31


45


69


141


255


566


1234




2


32


46


70


142


255


567


995




3


33


48


71


136


252


564


812




4


34


50


74


138


251


563


673




5


35


52


78


141


250


562


567




6


36


54


81


145


249


561


561




7


36


55


82


147


249


561


561




8


35


55


81


144


248


560


560




9


34


55


80


143


247


559


559




10


34


55


79


142


246


558


558




11


34


56


79


141


245


557


557




12


34


56


78


141


245


557


557




13


34


56


78


140


244


556


556




14


33


56


77


140


244


556


556




15


33


55


77


140


243


555


555




16


33


55


77


139


243


555


555




17


33


55


77


139


243


555


555




18


33


55


77


139


243


555


555




19


33


55


77


139


243


555


555




20


33


55


77


140


243


555


555




21


33


55


77


140


243


555


555




22


33


55


77


139


243


555


555




23


33


55


77


139


243


555


555




24


33


55


76


139


243


555


555




25


32


55


76


139


243


555


555




26


32


54


76


138


242


554


554




27


32


54


76


138


242


554


554




28


31


54


75


138


242


554


554




29


31


53


75


137


241


553


553




30


31


53


75


137


241


553


553




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


28


42


66


139


252


564


1221




2


30


44


68


140


253


565


984




3


33


47


70


135


251


563


803




4


35


51


74


139


251


563


666




5


37


54


80


143


252


564


564




6


38


56


84


148


252


564


564




7


40


59


86


150


253


565


565




8


40


60


86


149


253


565


565




9


40


61


86


149


253


565


565




10


41


62


86


149


253


565


565




11


42


64


87


150


254


565


565




12


43


65


87


150


254


566


566




13


43


65


87


150


254


566


566




14


43


65


87


150


253


565


565




15


43


65


87


149


253


565


565




16


43


65


86


149


253


565


565




17


43


65


86


149


253


565


565




18


43


65


87


149


253


565


565




19


43


65


87


149


253


565


565




20


43


65


87


150


253


565


565




21


43


65


87


150


254


566


566




22


43


65


87


150


253


565


565




23


43


65


87


149


253


565


565




24


42


65


86


149


253


565


565




25


42


64


86


149


252


564


564




26


42


64


85


148


252


564


564




27


41


63


85


148


251


563


563




28


40


63


84


147


251


563


563




29


40


62


84


146


250


562


562




30


39


62


83


146


250


562


562




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


126


139


163


236


349


661


1260




2


125


138


162


235


348


660


1021




3


125


139


162


227


343


655


837




4


125


141


164


229


342


653


696




5


126


143


168


231


341


653


653




6


125


143


170


234


339


651


651




7


126


145


171


236


338


650


650




8


125


145


170


234


337


649


649




9


124


144


169


232


336


648


648




10


124


145


169


232


336


648


648




11


124


145


168


231


335


647


647




12


123


145


167


230


334


646


646




13


122


144


166


229


332


644


644




14


121


143


165


227


331


643


643




15


119


141


163


225


329


641


641




16


117


139


161


223


327


639


639




17


114


136


158


220


324


636


636




18


112


134


156


218


322


634


634




19


110


132


154


216


320


632


632




20


108


130


152


214


318


630


630




21


105


128


149


212


316


628


628




22


103


126


147


210


314


626


626




23


101


123


145


207


311


623


623




24


99


121


143


205


309


621


621




25


97


119


141


203


307


619


619




26


95


117


138


201


305


617


617




27


92


115


136


199


303


615


615




28


90


113


134


197


301


613


613




29


88


111


132


195


299


611


611




30


86


109


130


193


297


609


609




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


13


37


109


222


534


1194




2


1


15


39


111


224


536


961




3


3


18


41


106


222


534


785




4


6


22


45


109


222


534


650




5


8


25


51


113


223


535


547




6


9


27


55


119


223


535


535




7


11


30


57


121


224


536


536




8


11


31


56


120


224


536


536




9


11


32


56


119


223


535


535




10


11


33


56


119


223


535


535




11


12


33


57


119


223


535


535




12


12


34


56


119


223


535


535




13


12


34


56


119


222


534


534




14


12


34


56


118


222


534


534




15


12


34


56


118


222


534


534




16


13


34


55


118


222


534


534




17


13


34


55


118


222


534


534




18


14


34


55


118


222


534


534




19


15


34


55


118


222


534


534




20


16


34


56


119


222


534


534




21


16


35


56


119


223


535


535




22


17


35


57


119


223


535


535




23


18


35


57


120


223


535


535




24


18


36


57


120


224


536


536




25


20


36


57


120


224


536


536




26


20


36


57


120


224


536


536




27


21


36


58


120


224


536


536




28


21


36


58


120


224


536


536




29


22


36


58


120


224


536


536




30


22


36


58


120


224


536


536




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


36


49


73


146


259


571


1201 




2


36


50


74


146


259


571


968




3


36


51


74


139


255


567


791




4


36


52


75


140


253


565


655




5


37


54


79


142


252


564


564




6


39


57


84


148


253


565


565




7


37


56


82


147


249


561


561




8


40


60


86


149


253


565


565




9


39


60


84


148


252


564


564




10


34


55


79


142


246


558


558




11


30


52


75


138


242


554


554




12


27


50


72


134


238


550


550




13


25


48


69


132


236


548


548




14


24


46


68


130


234


546


546




15


22


45


66


129


233


544


544




16


21


43


65


127


231


543


543




17


20


42


64


126


230


542


542




18


19


42


63


126


230


542


542




19


19


41


63


125


229


541


541




20


19


41


63


125


229


541


541




21


19


41


63


125


229


541


541




22


19


41


63


125


229


541


541




23


19


41


63


125


229


541


541




24


19


41


63


125


229


541


541




25


20


41


62


125


229


541


541




26


20


41


62


125


229


541


541




27


21


41


62


125


229


541


541




28


21


41


62


125


229


540


540




29


22


40


62


124


228


540


540




30


22


40


62


124


228


540


540




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


202


215


239


312


425


737


1487




2


198


212


236


308


421


733


1190




3


194


209


232


297


413


725


965




4


191


207


230


295


407


719


795




5


187


204


230


293


402


714


714




6


184


202


229


293


397


709


709




7


180


199


226


291


393


705


705




8


176


196


222


285


389


701


701




9


172


192


217


280


384


696


696




10


168


189


213


276


380


692


692




11


165


186


210


272


376


688


688




12


161


183


206


268


372


684


684




13


158


180


202


264


368


680


680




14


154


176


198


260


364


676


676




15


150


173


194


257


361


673


673




16


147


169


191


253


357


669


669




17


144


166


188


250


354


666


666




18


141


163


185


247


351


663


663




19


138


160


182


244


348


660


660




20


135


157


179


241


345


657


657




21


132


155


176


239


343


655


655




22


129


152


173


236


340


652


652




23


127


149


171


233


337


649


649




24


124


147


168


231


335


646


646




25


122


144


165


228


332


644


644




26


119


141


163


226


329


641


641




27


117


139


160


223


327


639


639




28


114


137


158


221


325


637


637




29


112


134


156


218


322


634


634




30


110


132


154


216


320


632


632




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


50


105


239


551


1195




2


9


26


50


105


239


551


961




3


10


29


52


100


237


549


784




4


13


33


55


98


237


549


650




5


17


39


60


100


238


550


550




6


19


43


64


97


239


551


551




7


20


45


64


91


239


551


551




8


18


44


63


91


239


551


551




9


19


45


65


94


239


551


551




10


21


48


68


98


239


551


551




11


22


50


69


101


239


551


551




12


24


53


71


102


239


551


551




13


25


55


71


102


239


551


551




14


25


55


72


102


239


551


551




15


26


55


72


102


239


551


551




16


26


55


72


102


239


551


551




17


26


55


72


102


239


551


551




18


26


55


72


102


239


551


551




19


26


55


72


102


239


551


551




20


26


55


72


102


239


551


551




21


26


55


72


102


240


552


552




22


26


55


72


102


240


552


552




23


26


55


72


102


240


552


552




24


26


55


72


102


240


552


552




25


26


55


72


102


239


551


551




26


26


55


72


102


239


551


551




27


26


55


72


102


239


551


551




28


26


55


72


102


239


551


551




29


26


55


72


102


239


551


551




30


26


55


72


102


238


550


550




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


15


87


200


512


1191




2


1


5


13


86


199


511


959




3


2


5


13


78


194


506


782




4


3


6


15


79


192


504


647




5


4


6


19


82


191


503


544




6


5


8


22


86


191


503


503




7


5


9


24


88


190


502


502




8


6


9


23


87


190


502


502




9


7


10


23


86


190


502


502




10


8


10


24


86


190


502


502




11


9


12


24


87


190


502


502




12


9


12


24


87


191


503


503




13


10


13


24


87


191


503


503




14


11


13


26


87


191


503


503




15


12


15


27


87


191


503


503




16


13


16


28


88


191


503


503




17


13


16


30


88


192


504


504




18


14


17


31


88


192


504


504




19


14


18


32


89


193


505


505




20


16


19


33


89


193


505


505




21


16


19


34


90


194


506


506




22


17


20


36


90


194


506


506




23


17


21


37


91


195


507


507




24


18


22


38


91


195


507


507




25


19


22


39


91


195


507


507




26


20


23


40


91


195


507


507




27


21


23


41


91


195


507


507




28


21


25


43


91


195


507


507




29


22


26


44


91


195


507


507




30


22


26


45


91


195


507


507




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


2


15


21


43


162


293


3021




2


2


15


21


43


162


332


2249




3


1


15


23


48


157


346


1697




4


1


16


26


52


155


345


1310




5


2


18


30


54


155


336


1038




6


4


20


32


57


155


323


842




7


5


23


34


59


155


308


696




8


5


24


35


61


155


292


585




9


6


25


37


64


155


275


498




10


6


26


38


66


155


259


428




11


6


26


39


67


155


249


372




12


6


26


39


68


155


249


326




13


6


26


39


68


155


249


287




14


6


26


39


68


155


249


254




15


6


26


39


68


155


249


249




16


6


26


40


68


155


249


249




17


6


26


43


68


155


249


249




18


6


26


45


68


155


249


249




19


7


26


47


68


155


249


249




20


7


26


50


68


155


249


249




21


7


26


52


68


155


249


249




22


7


26


54


68


155


249


249




23


8


26


57


68


155


249


249




24


8


26


59


68


155


249


249




25


9


26


61


68


155


249


249




26


9


26


63


68


155


249


249




27


9


26


66


68


155


249


249




28


10


26


68


70


155


249


249




29


10


26


70


72


155


249


249




30


10


26


73


74


155


249


249




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


9


22


28


50


170


298


3072




2


11


24


30


52


172


338


2293




3


11


25


33


57


167


353


1734




4


11


25


36


61


164


353


1341




5


11


27


39


63


163


344


1063




6


12


29


40


65


163


331


862




7


13


31


41


66


162


315


713




8


12


31


42


68


162


299


599




9


12


31


43


71


161


282


510




10


12


32


44


72


161


265


439




11


12


31


44


73


160


255


381




12


11


31


44


72


159


254


333




13


11


30


43


72


159


253


293




14


10


30


43


71


158


253


260




15


10


29


42


71


158


252


252




16


9


29


42


70


157


252


252




17


9


29


43


70


157


252


252




18


9


29


46


70


157


252


252




19


9


29


49


70


157


252


252




20


10


29


50


71


158


252


252




21


10


29


53


71


158


252


252




22


10


30


56


71


158


253


253




23


10


30


58


71


158


253


253




24


10


30


61


71


158


253


253




25


10


30


62


71


158


253


253




26


10


30


65


71


158


253


253




27


10


30


67


71


158


253


253




28


10


30


70


72


158


253


253




29


10


30


72


74


158


253


253




30


10


30


74


76


158


253


253




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


2


14


21


43


162


293


3021




2


2


14


21


43


162


332


2248




3


1


15


23


48


157


345


1696




4


1


16


26


51


154


345


1310




5


2


18


29


53


154


336


1038




6


4


20


32


57


154


323


841




7


5


23


34


59


154


308


696




8


5


24


35


61


154


292


584




9


6


25


36


64


154


275


498




10


6


25


38


66


154


259


428




11


6


26


39


67


154


249


372




12


6


26


39


67


154


249


326




13


6


26


39


67


154


249


287




14


6


26


39


67


154


249


254




15


6


26


39


67


154


249


249




16


6


26


40


67


154


249


249




17


6


26


43


67


154


249


249




18


6


26


45


67


154


249


249




19


7


26


47


67


154


249


249




20


7


26


49


67


154


249


249




21


7


26


52


67


154


249


249




22


7


26


54


67


154


249


249




23


8


26


57


67


154


249


249




24


8


26


58


67


154


249


249




25


9


26


61


67


154


249


249




26


9


26


63


67


154


249


249




27


9


26


66


68


154


249


249




28


10


26


68


70


154


249


249




29


10


26


70


72


154


249


249




30


10


26


73


74


154


249


249




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


74


87


93


115


234


331


3067




2


71


83


90


112


231


338


2290




3


73


86


95


119


228


353


1733




4


71


85


96


121


224


353


1342




5


70


85


97


121


222


345


1065




6


69


86


98


122


220


332


864




7


69


87


98


123


218


317


716




8


68


86


98


124


217


312


602




9


67


86


98


126


216


311


513




10


64


84


96


125


213


307


442




11


62


82


95


123


210


305


384




12


61


80


93


122


209


304


336




13


60


80


93


121


208


303


303




14


60


79


92


121


208


302


302




15


60


79


92


121


208


302


302




16


59


79


91


120


207


302


302




17


59


78


91


120


207


301


301




18


58


78


90


119


206


301


301




19


57


77


90


118


205


300


300




20


57


76


89


118


205


299


299




21


56


76


88


117


204


299


299




22


55


75


88


116


203


298


298




23


54


74


87


115


202


297


297




24


53


73


86


114


201


296


296




25


52


72


85


113


200


295


295




26


51


71


84


112


199


294


294




27


50


70


83


111


198


293


293




28


49


69


82


110


197


292


292




29


48


68


81


109


196


291


291




30


47


67


79


108


195


290


290




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


6


18


25


47


166


296


3045




2


7


20


27


48


168


334


2268




3


8


21


30


54


164


348


1712




4


8


23


33


59


162


348


1323




5


9


25


37


61


162


339


1048




6


11


28


39


64


162


326


850




7


12


30


41


66


161


311


702




8


12


30


42


68


161


294


590




9


12


31


43


70


161


278


502




10


12


31


44


72


160


261


433




11


12


31


44


73


160


254


376




12


12


31


44


73


160


254


330




13


12


31


44


73


160


254


291




14


12


31


44


73


160


254


258




15


12


31


44


73


160


254


254




16


11


31


44


72


159


254


254




17


11


31


44


72


159


254


254




18


11


31


46


72


160


254


254




19


12


31


48


73


160


254


254




20


12


32


50


73


160


255


255




21


12


32


53


74


161


255


255




22


13


32


56


74


161


255


255




23


13


32


58


74


161


255


255




24


13


32


60


74


161


256


256




25


13


32


62


74


161


256


256




26


13


32


65


74


161


255


255




27


13


32


67


74


161


255


255




28


13


32


70


74


161


255


255




29


13


32


72


74


161


255


255




30


13


32


74


76


161


255


255




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


44


57


63


85


204


301


3040




2


48


60


67


89


208


335


2268




3


51


65


73


98


207


349


1714




4


53


68


78


104


207


349


1325




5


55


71


83


107


208


340


1050




6


57


74


85


110


208


327


852




7


58


76


86


111


207


312


705




8


57


75


87


113


206


301


592




9


56


75


87


115


205


299


505




10


55


75


87


115


204


298


435




11


54


74


86


115


202


297


378




12


53


72


85


114


201


295


331




13


51


71


84


112


199


294


294




14


50


70


82


111


198


293


293




15


49


69


81


110


197


292


292




16


48


68


81


109


196


291


291




17


47


67


80


109


196


290


290




18


47


66


79


108


195


289


289




19


46


66


79


107


194


289


289




20


46


65


78


107


194


288


288




21


45


65


77


106


193


288


288




22


44


64


77


105


192


287


287




23


44


63


76


105


192


286


286




24


43


62


75


104


191


285


285




25


42


62


74


103


190


285


285




26


41


61


73


102


189


284


284




27


40


60


73


101


188


283


283




28


39


59


72


101


188


282


282




29


39


58


72


100


187


281


281




30


38


57


74


99


186


280


280




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


1


14


20


42


161


293


3019




2


1


14


20


42


161


332


2247




3


1


14


23


47


156


345


1695




4


1


15


25


51


154


345


1309




5


1


17


29


53


154


336


1037




6


3


20


31


56


154


323


841




7


4


22


33


58


154


308


695




8


5


23


34


61


154


291


584




9


5


24


36


63


154


275


497




10


5


25


37


66


154


259


428




11


6


25


38


66


154


248


372




12


6


25


38


67


154


248


325




13


6


25


38


67


154


248


286




14


6


25


38


67


154


248


254




15


6


25


38


67


154


248


248




16


6


25


40


67


154


248


248




17


6


25


43


67


154


248


248




18


6


25


45


67


154


248


248




19


7


25


47


67


154


248


248




20


7


25


49


67


154


248


248




21


7


25


52


67


154


248


248




22


7


25


54


67


154


248


248




23


8


25


57


67


154


248


248




24


8


25


58


67


154


248


248




25


8


25


61


67


154


248


248




26


9


25


63


67


154


248


248




27


9


25


66


68


154


248


248




28


10


25


68


70


154


248


248




29


10


25


70


72


154


248


248




30


10


25


73


74


154


248


248




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


22


45


180


296


3047




2


0


11


22


45


180


335


2269




3


1


11


24


50


175


349


1713




4


1


13


26


56


172


348


1324




5


1


16


28


59


171


340


1049




6


2


18


33


60


169


327


850




7


3


21


36


60


168


311


703




8


5


24


37


60


167


295


591




9


8


31


42


59


166


278


503




10


10


34


42


57


165


261


433




11


9


33


42


57


165


259


376




12


8


32


41


57


164


258


329




13


7


31


42


57


163


258


290




14


7


31


42


57


162


257


257




15


7


31


43


57


162


256


256




16


8


31


43


57


160


255


255




17


8


31


43


57


159


254


254




18


8


31


45


57


159


253


253




19


8


31


47


57


159


253


253




20


8


31


50


57


159


254


254




21


8


31


52


57


159


254


254




22


8


31


54


59


159


253


253




23


8


31


57


61


158


253


253




24


8


31


59


62


158


252


252




25


9


31


62


64


157


252


252




26


9


31


63


66


157


251


251




27


9


31


66


68


156


251


251




28


10


31


68


70


156


250


250




29


10


31


70


72


155


250


250




30


10


31


73


74


155


249


249




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


81


93


100


122


241


337


3169




2


79


92


98


120


239


347


2363




3


77


90


99


123


232


362


1784




4


75


89


100


125


228


362


1379




5


73


89


101


125


226


353


1093




6


73


90


101


126


224


339


886




7


72


90


100


125


221


323


732




8


70


88


99


126


219


313


615




9


68


87


99


127


217


311


524




10


67


86


99


127


215


310


451




11


66


85


98


126


214


308


392




12


64


84


96


125


212


307


343




13


62


82


95


124


211


305


305




14


61


81


93


122


209


304


304




15


60


79


92


121


208


302


302




16


59


78


91


120


207


301


301




17


58


77


90


119


206


300


300




18


57


76


89


118


205


299


299




19


56


75


88


117


204


298


298




20


55


75


87


116


203


298


298




21


54


74


86


115


202


297


297




22


53


73


85


114


201


296


296




23


52


72


84


113


200


295


295




24


51


71


83


112


199


294


294




25


50


69


82


111


198


293


293




26


49


68


81


110


197


291


291




27


48


67


80


109


196


290


290




28


47


66


79


108


195


289


289




29


46


65


78


107


194


288


288




30


45


64


77


106


193


287


287




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


53


66


72


94


213


310


3045




2


52


65


71


93


213


335


2269




3


51


64


73


97


206


349


1715




4


50


64


75


100


203


349


1327




5


49


65


76


100


201


341


1053




6


49


66


77


102


200


328


855




7


49


67


78


103


198


313


707




8


48


66


77


104


197


297


595




9


47


66


77


105


195


290


507




10


46


65


78


106


194


289


437




11


45


65


77


106


193


288


380




12


44


64


77


105


192


287


333




13


44


63


76


105


192


286


293




14


43


63


75


104


191


286


286




15


42


62


75


103


191


285


285




16


41


61


74


103


190


284


284




17


41


61


73


102


189


284


284




18


40


60


73


101


188


283


283




19


40


59


72


101


188


283


283




20


40


59


72


101


188


282


282




21


39


59


72


101


188


282


282




22


39


59


71


100


187


282


282




23


39


58


71


100


187


281


281




24


38


57


70


99


186


281


281




25


37


57


70


98


185


280


280




26


37


56


69


98


185


279


279




27


36


55


68


97


184


278


278




28


35


55


70


96


183


278


278




29


35


54


72


96


183


277


277




30


34


53


75


95


182


276


276




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


27


39


46


68


187


298


3068




2


27


40


47


69


188


337


2289




3


26


40


48


73


182


352


1730




4


25


40


50


75


178


352


1338




5


25


41


53


77


178


343


1061




6


26


43


54


79


177


330


860




7


27


44


55


80


176


315


711




8


26


44


56


82


175


298


598




9


26


45


56


84


174


281


509




10


25


45


57


86


174


268


438




11


25


44


57


86


173


268


381




12


24


44


57


85


172


267


333




13


23


43


56


85


172


266


294




14


23


42


55


84


171


265


265




15


22


42


55


83


170


265


265




16


21


41


54


82


170


264


264




17


21


41


53


82


169


264


264




18


21


40


53


82


169


263


263




19


21


40


53


82


169


263


263




20


21


40


53


82


169


263


263




21


21


40


53


82


169


263


263




22


21


40


56


82


169


263


263




23


20


40


58


81


169


263


263




24


20


40


61


81


168


263


263




25


20


40


62


81


168


263


263




26


20


39


65


81


168


262


262




27


19


39


67


80


167


262


262




28


19


39


70


80


167


262


262




29


19


38


72


80


167


261


261




30


19


38


75


80


167


261


261




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


24


143


293


3011




2


0


1


6


25


144


331


2241




3


1


1


8


30


139


345


1691




4


1


3


11


34


137


344


1307




5


1


4


14


36


137


336


1036




6


2


4


16


39


137


323


840




7


2


5


19


41


137


308


695




8


2


6


22


43


137


291


584




9


2


7


23


46


137


275


497




10


4


8


26


48


137


259


428




11


4


9


29


50


138


243


371




12


4


9


30


49


136


231


325




13


4


10


33


50


137


232


286




14


4


11


36


50


137


231


253




15


5


12


38


49


136


230


230




16


6


12


40


48


135


229


229




17


6


14


42


49


135


229


229




18


6


14


45


50


135


229


229




19


7


15


47


53


135


230


230




20


7


16


49


54


136


230


230




21


7


17


51


57


136


231


231




22


7


17


54


59


136


231


231




23


8


19


57


60


136


231


231




24


8


19


58


62


136


230


230




25


8


20


61


64


136


230


230




26


9


21


63


66


136


230


230




27


9


22


66


68


136


230


230




28


10


22


68


70


135


230


230




29


10


24


70


72


135


230


230




30


10


24


73


74


135


230


230




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


54


61


83


202


298


3050




2


42


54


61


83


202


335


2272




3


41


54


63


87


196


349


1715




4


40


54


65


90


193


349


1326




5


40


55


67


91


192


341


1051




6


40


57


68


93


191


328


853




7


41


59


69


94


190


313


706




8


40


58


70


96


189


296


594




9


39


58


70


98


188


283


506




10


39


58


71


99


187


282


436




11


38


58


71


99


186


281


379




12


38


57


70


99


186


280


332




13


37


56


69


98


185


279


292




14


36


56


69


97


184


279


279




15


36


55


68


97


184


278


278




16


35


54


67


96


183


277


277




17


34


54


67


95


182


277


277




18


34


53


66


95


182


276


276




19


33


53


66


94


181


276


276




20


33


53


65


94


181


276


276




21


33


52


65


94


181


275


275




22


32


52


65


94


181


275


275




23


32


51


64


93


180


275


275




24


31


51


64


92


179


274


274




25


31


50


63


92


179


273


273




26


30


50


65


91


178


273


273




27


29


49


67


90


177


272


272




28


29


48


69


90


177


271


271




29


28


47


72


89


176


270


270




30


27


47


74


88


175


270


270




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


13


25


32


54


173


296


3055




2


16


29


36


58


177


336


2276




3


19


33


41


65


175


350


1719




4


21


36


46


71


174


350


1329




5


23


39


51


75


176


341


1054




6


23


40


51


76


174


329


855




7


28


46


56


81


177


313


708




8


27


45


56


83


176


297


595




9


28


47


59


86


177


280


507




10


30


49


62


90


178


272


437




11


31


50


63


92


179


273


379




12


31


51


64


93


180


274


332




13


32


51


64


93


180


274


293




14


32


52


64


93


180


275


275




15


32


52


65


93


180


275


275




16


32


51


64


93


180


274


274




17


32


51


64


93


180


274


274




18


31


51


63


92


179


274


274




19


31


50


63


92


179


273


273




20


31


50


63


92


179


273


273




21


31


50


63


92


179


273


273




22


31


50


63


92


179


273


273




23


30


50


63


91


178


273


273




24


30


49


62


91


178


272


272




25


29


49


62


90


177


272


272




26


29


48


65


90


177


271


271




27


28


48


67


89


176


271


271




28


28


47


70


89


176


270


270




29


27


47


72


88


175


270


270




30


27


46


74


88


175


269


269




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


12


25


31


53


173


297


3065




2


13


26


33


55


174


337


2284




3


14


27


36


60


169


351


1725




4


14


29


39


64


167


351


1333




5


15


31


42


66


167


342


1057




6


17


33


45


70


167


329


858




7


18


36


47


72


167


314


709




8


18


36


48


74


167


297


596




9


18


37


49


77


167


281


508




10


19


38


51


79


167


264


437




11


19


39


52


80


167


262


380




12


19


39


52


80


168


262


332




13


20


39


52


81


168


262


293




14


20


39


52


81


168


262


262




15


20


39


52


81


168


262


262




16


19


39


52


80


167


262


262




17


19


39


52


80


167


262


262




18


19


39


52


80


167


262


262




19


19


39


52


80


167


262


262




20


19


39


52


80


167


262


262




21


19


39


53


80


167


262


262




22


19


39


55


80


167


262


262




23


19


38


57


80


167


261


261




24


18


38


60


79


166


261


261




25


18


37


62


79


166


260


260




26


17


37


65


78


165


260


260




27


17


36


67


78


165


259


259




28


16


36


69


78


165


259


259




29


16


36


72


77


164


259


259




30


16


35


74


77


164


258


258




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


58


64


86


206


302


3047




2


48


61


67


89


209


336


2277




3


50


64


73


97


206


351


1724




4


52


66


77


102


205


352


1337




5


53


69


81


105


205


344


1062




6


55


72


83


108


206


332


864




7


57


74


85


110


206


318


716




8


56


75


86


112


206


302


603




9


57


76


88


115


205


300


515




10


57


76


89


117


205


300


444




11


57


76


89


118


205


300


386




12


56


76


89


117


204


299


338




13


56


75


88


117


204


298


298




14


55


74


87


116


203


297


297




15


54


74


86


115


202


297


297




16


53


73


86


114


201


296


296




17


53


72


85


114


201


295


295




18


52


71


84


113


200


295


295




19


51


71


84


112


199


294


294




20


51


70


83


112


199


293


293




21


50


70


82


111


198


293


293




22


49


69


81


110


197


292


292




23


48


68


81


109


196


291


291




24


47


67


80


108


195


290


290




25


46


66


79


108


195


289


289




26


46


65


78


107


194


288


288




27


45


64


77


106


193


287


287




28


44


63


76


105


192


286


286




29


43


62


75


104


191


285


285




30


42


61


77


103


190


285


285




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


77


90


96


118


237


334


3132




2


81


94


100


122


242


346


2353




3


81


95


104


128


237


363


1788




4


81


96


106


131


234


365


1389




5


84


100


111


135


236


358


1105 




6


86


103


114


139


237


346


899




7


88


106


117


142


238


332


746




8


90


108


119


145


239


333


628




9


91


110


122


149


239


334


536




10


91


111


123


151


240


334


463




11


91


111


123


152


239


334


403




12


90


110


123


151


238


333


353




13


89


109


121


150


237


332


332




14


88


107


120


149


236


330


330




15


86


106


119


147


234


329


329




16


85


105


117


146


233


328


328




17


84


103


116


145


232


326


326




18


82


102


115


143


230


325


325




19


81


101


113


142


229


324


324




20


80


99


112


141


228


322


322




21


78


98


111


139


226


321


321




22


77


96


109


138


225


319


319




23


75


95


108


136


223


318


318




24


74


93


106


135


222


316


316




25


72


92


104


133


220


315


315




26


70


90


103


131


218


313


313




27


69


88


101


130


217


311


311




28


67


87


99


128


215


310


310




29


66


85


98


127


214


308


308




30


64


84


96


125


212


307


307




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


6


19


25


47


166


297


3059




2


9


22


28


50


169


336


2278




3


11


24


33


57


166


350


1719




4


12


27


37


63


166


349


1328




5


14


30


42


66


167


341


1053




6


16


33


45


69


167


328


854




7


18


36


47


72


167


313


706




8


18


37


48


74


167


296


594




9


19


38


49


77


167


279


505




10


19


38


51


79


167


263


435




11


19


39


51


80


167


262


378




12


19


38


51


80


167


261


331




13


18


38


51


79


166


261


291




14


18


37


50


79


166


260


260




15


17


36


49


78


165


259


259




16


16


36


48


77


164


259


259




17


16


35


48


77


164


258


258




18


15


35


48


76


163


258


258




19


15


35


48


76


163


258


258




20


15


35


50


76


164


258


258




21


16


35


53


77


164


258


258




22


16


35


56


77


164


258


258




23


15


35


57


77


164


258


258




24


15


35


60


76


163


258


258




25


15


35


62


76


163


258


258




26


15


35


65


76


163


258


258




27


15


34


67


76


163


257


257




28


15


34


69


76


163


257


257




29


14


34


72


76


163


257


257




30


14


34


74


75


162


257


257




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


90


103


110


132


251


347


3218




2


91


104


110


132


252


354


2411




3


91


104


113


137


246


371


1829




4


91


105


116


141


244


372


1419




5


91


107


119


143


244


364


1128




6


92


109


121


145


243


352


917




7


94


111


122


147


243


337


760




8


93


112


123


149


243


337


639




9


93


112


124


151


242


336


545




10


92


111


124


152


240


335


469




11


90


110


123


151


239


333


408




12


89


108


121


150


237


331


357




13


87


106


119


148


235


329


329




14


85


105


117


146


233


328


328




15


83


103


116


144


231


326


326




16


81


101


114


142


229


324


324




17


80


99


112


141


228


322


322




18


78


98


111


139


226


321


321




19


77


96


109


138


225


319


319




20


76


95


108


137


224


318


318




21


75


94


107


136


223


317


317




22


74


93


106


135


222


316


316




23


72


92


105


133


220


315


315




24


71


91


103


132


219


314


314




25


70


89


102


131


218


313


313




26


69


88


101


130


217


311


311




27


68


87


100


129


216


310


310




28


66


86


99


127


215


309


309




29


65


85


98


126


213


308


308




30


64


84


97


125


212


307


307




3.20   Mexican peso













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


321


334


340


362


482


578


3256




2


79


92


98


120


240


356


2427




3


81


95


103


128


237


371


1835




4


83


98


108


134


236


371


1419




5


85


101


113


137


238


363


1126




6


87


104


116


140


238


349


913




7


89


107


118


143


239


333


756




8


90


109


120


146


239


334


636




9


91


110


122


149


240


334


542




10


91


110


123


151


239


334


466




11


91


111


123


152


239


334


405




12


91


111


124


152


239


334


355




13


92


111


124


153


240


334


334




14


92


112


124


153


240


335


335




15


93


112


125


154


241


335


335




16


94


113


126


155


242


336


336




17


95


114


127


156


243


337


337




18


96


115


128


157


244


338


338




19


97


116


129


158


245


339


339




20


97


117


129


158


245


340


340




21


97


117


130


158


245


340


340




22


97


116


129


158


245


340


340




23


96


116


129


157


244


339


339




24


95


115


128


156


243


338


338




25


94


114


127


155


242


337


337




26


93


113


125


154


241


336


336




27


92


111


124


153


240


334


334




28


90


110


123


151


239


333


333




29


89


109


121


150


237


332


332




30


88


107


120


149


236


330


330




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


6


13


35


154


296


3053




2


0


6


13


35


154


335


2273




3


1


6


15


39


148


349


1715




4


1


7


17


42


145


348


1325




5


1


8


19


43


144


340


1049




6


2


9


21


46


144


327


851




7


2


11


22


47


143


311


703




8


2


11


23


49


142


294


590




9


2


11


24


51


141


278


503




10


4


12


26


53


141


261


432




11


4


12


29


53


141


245


376




12


4


12


31


53


140


235


329




13


4


12


33


54


141


235


290




14


4


12


36


54


141


235


257




15


5


12


39


54


141


236


236




16


6


13


40


54


141


236


236




17


6


14


43


55


142


236


236




18


6


14


46


55


142


237


237




19


7


15


48


56


143


237


237




20


7


16


50


57


144


238


238




21


7


17


53


57


144


239


239




22


8


17


54


59


145


240


240




23


8


19


57


62


146


240


240




24


8


20


60


63


146


241


241




25


9


20


62


65


147


241


241




26


9


22


65


67


147


241


241




27


9


22


67


69


147


242


242




28


10


23


69


71


147


242


242




29


10


24


72


73


148


242


242




30


10


24


74


74


148


242


242




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


47


60


67


88


208


304


3061




2


48


61


67


89


209


336


2279




3


47


61


70


94


203


350


1721




4


47


61


72


97


200


350


1330




5


47


63


74


98


199


341


1055




6


48


65


76


101


199


328


855




7


48


66


77


102


197


313


708




8


48


66


77


104


197


297


595




9


47


66


78


106


196


291


507




10


46


66


79


107


195


289


436




11


45


65


78


106


193


288


379




12


44


63


76


105


192


287


332




13


42


62


75


104


191


285


292




14


41


61


73


102


189


284


284




15


40


59


72


101


188


282


282




16


38


58


71


99


186


281


281




17


37


57


70


98


185


280


280




18


36


56


69


97


184


279


279




19


35


55


68


96


183


278


278




20


35


54


67


96


183


277


277




21


34


54


67


95


182


277


277




22


34


53


66


95


182


276


276




23


33


53


65


94


181


276


276




24


32


52


65


93


180


275


275




25


32


51


64


93


180


274


274




26


31


51


65


92


179


274


274




27


30


50


67


91


178


273


273




28


30


49


69


91


178


272


272




29


29


49


72


90


177


272


272




30


28


48


74


89


176


271


271




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


111


124


130


152


271


368


3207 




2


112


125


131


153


272


369


2395




3


113


127


135


159


269


368


1816




4


114


128


139


164


267


369


1409




5


115


131


143


167


267


362


1121




6


117


133


145


170


268


362


913




7


118


136


147


172


267


362


758




8


118


136


147


174


267


361


640




9


117


136


148


176


266


361


547




10


117


136


149


177


265


360


472




11


116


136


148


177


264


359


411




12


115


134


147


176


263


357


361




13


113


132


145


174


261


355


355




14


111


130


143


172


259


353


353




15


109


128


141


170


257


351


351




16


106


126


139


167


254


349


349




17


104


124


137


165


252


347


347




18


102


122


135


163


250


345


345




19


100


120


133


161


248


343


343




20


99


118


131


160


247


341


341




21


97


116


129


158


245


340


340




22


95


115


127


156


243


338


338




23


93


113


126


154


241


336


336




24


91


111


124


152


239


334


334




25


90


109


122


151


238


332


332




26


88


107


120


149


236


330


330




27


86


106


118


147


234


329


329




28


84


104


117


145


232


327


327




29


83


102


115


144


231


325


325




30


81


101


113


142


229


324


324




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


163


175


182


204


323


419


3185




2


172


185


191


213


333


429


2411




3


176


190


198


223


332


429


1838




4


178


193


203


228


331


426


1428




5


179


195


206


230


331


426


1136




6


180


196


208


233


330


425


924




7


180


198


209


234


329


424


765




8


179


197


208


235


328


422


644




9


178


197


209


236


327


421


550




10


177


196


209


237


325


420


474




11


175


195


208


236


324


418


418




12


173


193


205


234


321


416


416




13


170


190


203


231


318


413


413




14


167


187


200


228


315


410


410




15


164


184


197


225


312


407


407




16


161


181


194


222


309


404


404




17


158


178


191


219


306


401


401




18


155


175


188


216


303


398


398




19


152


172


185


213


300


395


395




20


149


169


182


210


297


392


392




21


146


166


179


207


294


389


389




22


143


163


176


204


291


386


386




23


140


160


172


201


288


383


383




24


137


157


169


198


285


380


380




25


134


154


166


195


282


377


377




26


131


151


163


192


279


374


374




27


128


148


160


189


276


371


371




28


125


145


158


186


273


368


368




29


123


142


155


184


271


365


365




30


120


139


152


181


268


362


362




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


27


39


46


68


187


306


3162




2


27


40


47


69


188


347


2358




3


27


41


49


74


183


361


1781




4


27


41


52


77


180


361


1377




5


27


43


55


79


180


352


1091




6


28


45


56


81


179


339


885




7


29


47


57


82


178


323


732




8


28


46


58


84


177


306


615




9


27


46


58


86


176


289


524




10


27


46


59


87


175


272


451




11


27


46


59


88


175


269


392




12


26


46


58


87


174


269


343




13


25


45


58


87


174


268


302




14


25


45


57


86


173


268


268




15


25


44


57


86


173


267


267




16


25


44


57


86


173


267


267




17


25


44


57


86


173


267


267




18


25


44


57


86


173


267


267




19


25


44


57


86


173


267


267




20


25


44


57


86


173


267


267




21


25


44


57


86


173


267


267




22


25


44


57


86


173


267


267




23


25


44


60


86


173


267


267




24


24


44


62


85


172


267


267




25


24


44


65


85


172


267


267




26


24


43


66


85


172


266


266




27


23


43


69


84


171


266


266




28


23


43


72


84


171


266


266




29


23


42


74


84


171


265


265




30


22


42


77


83


170


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


24


36


43


65


184


303


3124




2


25


38


45


67


186


343


2330




3


26


40


48


73


182


357


1760




4


27


42


52


78


181


357


1361




5


29


45


57


81


181


349


1079




6


31


48


59


84


182


336


875




7


33


51


61


86


182


320


724




8


33


51


63


89


182


304


609




9


33


52


64


92


182


287


519




10


34


54


66


94


183


277


447




11


35


54


67


96


183


277


389




12


35


55


67


96


183


278


341




13


35


54


67


96


183


278


300




14


35


54


67


96


183


277


277




15


35


54


67


96


183


277


277




16


34


54


67


95


182


277


277




17


34


54


67


95


182


277


277




18


34


54


67


95


182


277


277




19


34


54


67


95


183


277


277




20


35


54


67


96


183


277


277




21


35


54


67


96


183


277


277




22


35


54


67


96


183


277


277




23


35


54


67


96


183


277


277




24


34


54


67


95


182


277


277




25


34


53


66


95


182


276


276




26


33


53


66


94


181


276


276




27


33


52


69


94


181


275


275




28


32


52


71


93


180


275


275




29


32


51


74


93


180


274


274




30


31


51


77


92


179


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


121


134


140


162


282


378


3231




2


120


133


139


161


280


377


2425




3


118


132


140


165


274


372


1839




4


118


132


143


168


271


373


1425




5


118


133


145


169


270


365


1132




6


118


134


146


171


269


363


919




7


118


136


147


172


268


362


761




8


118


136


147


174


267


361


640




9


117


136


148


175


266


360


545




10


117


136


149


177


265


360


469




11


116


136


148


177


264


359


408




12


115


135


147


176


263


358


358




13


114


133


146


175


262


356


356




14


113


132


145


174


261


355


355




15


110


130


143


171


259


353


353




16


108


128


141


169


256


351


351




17


106


125


138


167


254


348


348




18


104


123


136


165


252


346


346




19


102


121


134


163


250


344


344




20


99


119


132


160


248


342


342




21


97


117


129


158


245


340


340




22


95


115


127


156


243


338


338




23


93


112


125


154


241


335


335




24


91


110


123


152


239


333


333




25


88


108


121


149


236


331


331




26


86


106


119


147


234


329


329




27


84


104


116


145


232


327


327




28


82


102


114


143


230


325


325




29


80


100


112


141


228


323


323




30


78


98


111


139


226


321


321




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


7


14


36


155


296


3053




2


0


9


16


37


157


335


2274




3


1


11


19


44


153


349


1716




4


1


13


23


49


151


349


1327




5


1


16


27


51


152


341


1052




6


2


19


30


55


153


328


853




7


4


21


32


57


153


313


706




8


4


22


34


60


153


296


593




9


4


23


35


63


153


279


505




10


4


24


36


65


153


263


435




11


4


24


37


65


152


247


378




12


4


24


36


65


152


247


331




13


4


23


36


65


152


246


291




14


4


23


36


65


152


246


258




15


5


23


39


64


152


246


246




16


6


23


40


64


151


246


246




17


6


23


43


64


151


246


246




18


6


23


46


64


151


246


246




19


7


23


48


64


151


246


246




20


7


23


50


65


152


246


246




21


7


24


53


65


152


247


247




22


8


24


54


66


153


247


247




23


8


24


57


66


153


247


247




24


8


25


60


66


153


248


248




25


9


25


62


66


153


248


248




26


9


25


64


67


153


248


248




27


9


25


67


69


153


248


248




28


10


25


69


71


154


248


248




29


10


25


72


73


154


248


248




30


10


25


74


74


154


248


248




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


31


44


50


72


191


298


3072




2


31


44


51


72


192


338


2291




3


30


44


52


76


186


352


1730




4


29


43


54


79


182


352


1337




5


29


44


56


80


181


343


1060




6


31


48


59


84


182


330


859




7


29


47


58


83


179


314


710




8


33


51


63


89


182


298


597




9


32


51


63


91


181


281


508




10


27


47


59


87


176


270


437




11


23


42


55


84


171


266


379




12


20


39


52


81


168


262


332




13


17


37


50


78


165


260


292




14


15


35


48


76


163


258


258




15


14


33


46


75


162


256


256




16


12


32


45


73


160


255


255




17


12


31


44


73


160


254


254




18


11


30


46


72


159


254


254




19


11


30


48


72


159


253


253




20


11


30


50


72


159


253


253




21


11


30


53


72


159


253


253




22


11


30


55


72


159


253


253




23


10


30


57


71


159


253


253




24


10


30


60


71


158


253


253




25


10


30


62


71


158


253


253




26


10


30


64


71


158


253


253




27


10


30


67


71


158


253


253




28


10


29


69


71


158


252


252




29


10


29


72


72


158


252


252




30


10


29


74


74


158


252


252




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


197


210


216


238


357


454


3852




2


193


206


213


235


354


450


2860




3


188


202


210


235


344


440


2145




4


184


198


208


234


337


432


1646




5


179


195


207


231


332


426


1297




6


176


193


204


229


327


421


1046




7


173


191


202


227


322


417


862




8


169


187


199


225


318


413


722




9


165


184


196


224


314


408


613




10


161


181


193


222


310


404


527




11


157


177


190


218


306


400


456




12


153


173


186


214


301


396


398




13


149


169


182


210


297


392


392




14


146


165


178


207


294


388


388




15


142


162


174


203


290


385


385




16


139


158


171


200


287


381


381




17


135


155


168


196


283


378


378




18


132


152


165


193


280


375


375




19


129


149


162


191


278


372


372




20


127


146


159


188


275


369


369




21


124


144


156


185


272


367


367




22


121


141


154


182


269


364


364




23


119


138


151


180


267


361


361




24


116


135


148


177


264


358


358




25


113


133


146


174


261


356


356




26


111


130


143


172


259


353


353




27


108


128


141


169


256


351


351




28


106


126


138


167


254


349


349




29


104


123


136


165


252


346


346




30


102


121


134


163


250


344


344




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


52


171


296


3054




2


0


15


26


52


171


335


2274




3


1


17


28


56


168


349


1716




4


1


20


32


62


167


349


1326




5


3


23


36


67


168


340


1051




6


5


27


39


69


168


328


853




7


8


31


42


71


169


312


706




8


10


34


46


74


169


296


593




9


12


37


50


76


169


279


505




10


13


39


51


77


169


263


435




11


13


40


53


78


169


263


378




12


14


42


54


80


169


263


331




13


15


43


55


80


169


263


292




14


16


44


55


81


169


263


263




15


16


44


55


81


169


263


263




16


16


44


55


81


168


263


263




17


16


44


55


81


168


263


263




18


16


44


55


81


168


263


263




19


16


44


55


81


169


263


263




20


16


44


55


81


169


263


263




21


16


44


55


81


169


264


264




22


16


44


55


81


169


264


264




23


16


44


57


81


169


264


264




24


16


44


60


81


169


264


264




25


16


44


62


81


169


263


263




26


16


44


65


81


169


263


263




27


16


44


67


81


169


263


263




28


16


44


69


81


168


263


263




29


16


44


72


81


168


262


262




30


16


44


74


81


168


262


262




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


14


133


296


3045




2


0


1


6


14


132


334


2267




3


1


1


9


16


125


348


1710




4


1


3


11


19


121


347


1321




5


1


4


14


22


121


339


1046




6


2


4


16


25


120


325


848




7


2


6


19


27


120


310


700




8


2


6


22


30


120


293


588




9


2


7


24


31


120


277


501




10


4


8


26


34


120


260


431




11


4


9


29


36


120


244


374




12


4


9


31


38


120


229


327




13


4


10


33


41


120


215


288




14


4


11


36


43


120


215


255




15


5


12


38


44


121


215


227




16


6


12


40


47


121


215


215




17


6


14


43


49


121


216


216




18


6


14


45


51


122


216


216




19


7


15


47


53


122


217


217




20


7


16


50


54


123


217


217




21


7


17


52


57


123


218


218




22


7


17


54


59


124


218


218




23


8


19


57


60


126


219


219




24


8


19


59


62


128


219


219




25


9


20


61


64


129


219


219




26


9


21


63


66


131


219


219




27


9


22


66


68


131


219


219




28


10


22


68


70


132


219


219




29


10


24


70


72


133


219


219




30


10


24


73


74


135


219


219









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







Currency


National insurance market


Volatility adjustment (in bps)




Euro


Austria


7




Euro


Belgium


7




Euro


Cyprus


7




Euro


Estonia


7




Euro


Finland


7




Euro


France


7




Euro


Germany


7




Euro


Greece


7




Euro


Ireland


7




Euro


Italy


7




Euro


Latvia


7




Euro


Lithuania


7




Euro


Luxembourg


7




Euro


Malta


7




Euro


Netherlands


7




Euro


Portugal


7




Euro


Slovakia


7




Euro


Slovenia


7




Euro


Spain


7




Czech koruna


Czech Republic


10




Danish krone


Denmark


21




Forint


Hungary


2




Krona


Sweden


13




Kuna


Croatia


2




Lev


Bulgaria


5




Pound sterling


United Kingdom


11




Romanian leu


Romania


1




Zloty


Poland


4




Króna


Iceland


1




Norwegian krone


Norway


30




Swiss franc


Liechtenstein


9




Swiss franc


Switzerland


9




Australian dollar


Australia


6




Canadian dollar


Canada


22




Renminbi-yuan


China


47




Hong Kong dollar


Hong Kong


5




US dollar


United States


27




Yen


Japan


9