Commission Implementing Regulation (EU) 2023/1672 of 30 August 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2023 until 29 September 2023 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: 2023-08-30
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_2023214EN.01009501.xml










31.8.2023   


EN


Official Journal of the European Union


L 214/95








            COMMISSION IMPLEMENTING REGULATION (EU) 2023/1672
of 30 August 2023
         
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2023 until 29 September 2023 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)


THE EUROPEAN COMMISSION,

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


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

Whereas:







(1)


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












(2)


Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 July 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2023 market data. That information was published on 6 July 2023 in accordance with Article 77e(1) of Directive 2009/138/EC.












(3)


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












(4)


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












(5)


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





HAS ADOPTED THIS REGULATION:



Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2023 until 29 September 2023.


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 interest rate term structures set out in Annex I;










(b)


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










(c)


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







Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.

It shall apply from 30 June 2023.




This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 30 August 2023.


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 (in %)


Czech koruna (in %)


Danish krone (in %)


Forint (in %)


Krona (in %)


Lev (in %)




1


3,983 


6,675 


3,973 


10,109 


4,127 


3,933 




2


3,772 


5,586 


3,762 


9,347 


3,935 


3,722 




3


3,501 


4,936 


3,491 


8,668 


3,656 


3,451 




4


3,282 


4,551 


3,272 


8,087 


3,426 


3,232 




5


3,132 


4,309 


3,122 


7,626 


3,255 


3,083 




6


3,037 


4,162 


3,027 


7,273 


3,131 


2,987 




7


2,970 


4,072 


2,960 


7,009 


3,043 


2,920 




8


2,926 


4,018 


2,916 


6,821 


2,983 


2,877 




9


2,897 


3,988 


2,887 


6,696 


2,947 


2,847 




10


2,879 


3,972 


2,870 


6,612 


2,933 


2,830 




11


2,869 


3,968 


2,860 


6,564 


2,939 


2,820 




12


2,859 


3,970 


2,849 


6,538 


2,957 


2,809 




13


2,851 


3,975 


2,841 


6,531 


2,979 


2,801 




14


2,839 


3,979 


2,829 


6,539 


3,003 


2,790 




15


2,819 


3,982 


2,809 


6,553 


3,026 


2,770 




16


2,788 


3,981 


2,778 


6,555 


3,049 


2,739 




17


2,752 


3,979 


2,742 


6,545 


3,070 


2,702 




18


2,716 


3,974 


2,706 


6,526 


3,090 


2,666 




19


2,684 


3,968 


2,674 


6,499 


3,108 


2,635 




20


2,660 


3,960 


2,650 


6,467 


3,124 


2,611 




21


2,644 


3,952 


2,635 


6,431 


3,139 


2,596 




22


2,636 


3,944 


2,627 


6,393 


3,153 


2,589 




23


2,634 


3,935 


2,625 


6,353 


3,166 


2,588 




24


2,636 


3,926 


2,627 


6,312 


3,177 


2,591 




25


2,642 


3,916 


2,633 


6,270 


3,188 


2,597 




26


2,650 


3,907 


2,641 


6,228 


3,198 


2,606 




27


2,660 


3,898 


2,651 


6,186 


3,208 


2,618 




28


2,671 


3,888 


2,663 


6,145 


3,216 


2,630 




29


2,684 


3,879 


2,676 


6,105 


3,224 


2,644 




30


2,697 


3,870 


2,689 


6,066 


3,232 


2,658 




31


2,710 


3,861 


2,703 


6,027 


3,239 


2,673 




32


2,724 


3,852 


2,717 


5,990 


3,245 


2,688 




33


2,738 


3,844 


2,731 


5,954 


3,252 


2,703 




34


2,753 


3,835 


2,746 


5,919 


3,257 


2,718 




35


2,767 


3,827 


2,760 


5,885 


3,263 


2,733 




36


2,781 


3,819 


2,774 


5,852 


3,268 


2,747 




37


2,794 


3,811 


2,788 


5,820 


3,273 


2,762 




38


2,808 


3,804 


2,801 


5,789 


3,278 


2,776 




39


2,821 


3,797 


2,815 


5,760 


3,282 


2,790 




40


2,834 


3,790 


2,828 


5,731 


3,286 


2,804 




41


2,846 


3,783 


2,840 


5,704 


3,290 


2,817 




42


2,859 


3,776 


2,853 


5,678 


3,294 


2,830 




43


2,870 


3,770 


2,865 


5,652 


3,298 


2,842 




44


2,882 


3,763 


2,876 


5,628 


3,301 


2,854 




45


2,893 


3,757 


2,888 


5,604 


3,304 


2,866 




46


2,904 


3,752 


2,899 


5,581 


3,308 


2,878 




47


2,915 


3,746 


2,909 


5,559 


3,311 


2,889 




48


2,925 


3,740 


2,920 


5,538 


3,314 


2,899 




49


2,935 


3,735 


2,930 


5,518 


3,316 


2,910 




50


2,944 


3,730 


2,939 


5,498 


3,319 


2,920 




51


2,953 


3,725 


2,949 


5,479 


3,322 


2,930 




52


2,962 


3,720 


2,958 


5,461 


3,324 


2,939 




53


2,971 


3,715 


2,967 


5,443 


3,326 


2,948 




54


2,980 


3,711 


2,975 


5,426 


3,329 


2,957 




55


2,988 


3,706 


2,983 


5,409 


3,331 


2,966 




56


2,996 


3,702 


2,991 


5,393 


3,333 


2,974 




57


3,003 


3,698 


2,999 


5,378 


3,335 


2,982 




58


3,011 


3,694 


3,007 


5,363 


3,337 


2,990 




59


3,018 


3,690 


3,014 


5,349 


3,339 


2,997 




60


3,025 


3,686 


3,021 


5,335 


3,341 


3,005 




61


3,032 


3,682 


3,028 


5,321 


3,343 


3,012 




62


3,038 


3,679 


3,035 


5,308 


3,344 


3,019 




63


3,045 


3,675 


3,041 


5,295 


3,346 


3,026 




64


3,051 


3,672 


3,047 


5,283 


3,348 


3,032 




65


3,057 


3,668 


3,053 


5,271 


3,349 


3,038 




66


3,063 


3,665 


3,059 


5,259 


3,351 


3,045 




67


3,069 


3,662 


3,065 


5,248 


3,352 


3,050 




68


3,074 


3,659 


3,071 


5,237 


3,354 


3,056 




69


3,080 


3,656 


3,076 


5,226 


3,355 


3,062 




70


3,085 


3,653 


3,081 


5,216 


3,356 


3,067 




71


3,090 


3,650 


3,086 


5,206 


3,358 


3,073 




72


3,095 


3,648 


3,091 


5,196 


3,359 


3,078 




73


3,100 


3,645 


3,096 


5,186 


3,360 


3,083 




74


3,104 


3,642 


3,101 


5,177 


3,361 


3,088 




75


3,109 


3,640 


3,106 


5,168 


3,363 


3,093 




76


3,113 


3,637 


3,110 


5,159 


3,364 


3,097 




77


3,118 


3,635 


3,115 


5,151 


3,365 


3,102 




78


3,122 


3,633 


3,119 


5,142 


3,366 


3,106 




79


3,126 


3,630 


3,123 


5,134 


3,367 


3,111 




80


3,130 


3,628 


3,127 


5,126 


3,368 


3,115 




81


3,134 


3,626 


3,131 


5,119 


3,369 


3,119 




82


3,138 


3,624 


3,135 


5,111 


3,370 


3,123 




83


3,142 


3,622 


3,139 


5,104 


3,371 


3,127 




84


3,145 


3,620 


3,142 


5,096 


3,372 


3,131 




85


3,149 


3,618 


3,146 


5,089 


3,373 


3,135 




86


3,152 


3,616 


3,150 


5,083 


3,374 


3,138 




87


3,156 


3,614 


3,153 


5,076 


3,375 


3,142 




88


3,159 


3,612 


3,156 


5,069 


3,376 


3,145 




89


3,162 


3,610 


3,160 


5,063 


3,376 


3,149 




90


3,166 


3,608 


3,163 


5,057 


3,377 


3,152 




91


3,169 


3,607 


3,166 


5,050 


3,378 


3,155 




92


3,172 


3,605 


3,169 


5,044 


3,379 


3,158 




93


3,175 


3,603 


3,172 


5,039 


3,380 


3,162 




94


3,178 


3,602 


3,175 


5,033 


3,380 


3,165 




95


3,181 


3,600 


3,178 


5,027 


3,381 


3,168 




96


3,183 


3,599 


3,181 


5,022 


3,382 


3,171 




97


3,186 


3,597 


3,184 


5,016 


3,382 


3,173 




98


3,189 


3,596 


3,186 


5,011 


3,383 


3,176 




99


3,191 


3,594 


3,189 


5,006 


3,384 


3,179 




100


3,194 


3,593 


3,192 


5,001 


3,384 


3,182 




101


3,196 


3,591 


3,194 


4,996 


3,385 


3,184 




102


3,199 


3,590 


3,197 


4,991 


3,386 


3,187 




103


3,201 


3,588 


3,199 


4,986 


3,386 


3,190 




104


3,204 


3,587 


3,201 


4,981 


3,387 


3,192 




105


3,206 


3,586 


3,204 


4,977 


3,388 


3,195 




106


3,208 


3,585 


3,206 


4,972 


3,388 


3,197 




107


3,211 


3,583 


3,208 


4,968 


3,389 


3,199 




108


3,213 


3,582 


3,211 


4,964 


3,389 


3,202 




109


3,215 


3,581 


3,213 


4,959 


3,390 


3,204 




110


3,217 


3,580 


3,215 


4,955 


3,390 


3,206 




111


3,219 


3,578 


3,217 


4,951 


3,391 


3,208 




112


3,221 


3,577 


3,219 


4,947 


3,391 


3,210 




113


3,223 


3,576 


3,221 


4,943 


3,392 


3,213 




114


3,225 


3,575 


3,223 


4,939 


3,393 


3,215 




115


3,227 


3,574 


3,225 


4,935 


3,393 


3,217 




116


3,229 


3,573 


3,227 


4,932 


3,393 


3,219 




117


3,231 


3,572 


3,229 


4,928 


3,394 


3,221 




118


3,233 


3,571 


3,231 


4,924 


3,394 


3,223 




119


3,235 


3,570 


3,233 


4,921 


3,395 


3,225 




120


3,237 


3,569 


3,235 


4,917 


3,395 


3,226 




121


3,238 


3,568 


3,236 


4,914 


3,396 


3,228 




122


3,240 


3,567 


3,238 


4,910 


3,396 


3,230 




123


3,242 


3,566 


3,240 


4,907 


3,397 


3,232 




124


3,243 


3,565 


3,241 


4,904 


3,397 


3,234 




125


3,245 


3,564 


3,243 


4,900 


3,398 


3,235 




126


3,247 


3,563 


3,245 


4,897 


3,398 


3,237 




127


3,248 


3,562 


3,246 


4,894 


3,398 


3,239 




128


3,250 


3,561 


3,248 


4,891 


3,399 


3,240 




129


3,251 


3,561 


3,250 


4,888 


3,399 


3,242 




130


3,253 


3,560 


3,251 


4,885 


3,400 


3,244 




131


3,254 


3,559 


3,253 


4,882 


3,400 


3,245 




132


3,256 


3,558 


3,254 


4,879 


3,400 


3,247 




133


3,257 


3,557 


3,256 


4,876 


3,401 


3,248 




134


3,259 


3,556 


3,257 


4,874 


3,401 


3,250 




135


3,260 


3,556 


3,258 


4,871 


3,401 


3,251 




136


3,262 


3,555 


3,260 


4,868 


3,402 


3,253 




137


3,263 


3,554 


3,261 


4,865 


3,402 


3,254 




138


3,264 


3,553 


3,263 


4,863 


3,403 


3,256 




139


3,266 


3,553 


3,264 


4,860 


3,403 


3,257 




140


3,267 


3,552 


3,265 


4,857 


3,403 


3,258 




141


3,268 


3,551 


3,267 


4,855 


3,404 


3,260 




142


3,270 


3,550 


3,268 


4,852 


3,404 


3,261 




143


3,271 


3,550 


3,269 


4,850 


3,404 


3,262 




144


3,272 


3,549 


3,270 


4,848 


3,404 


3,264 




145


3,273 


3,548 


3,272 


4,845 


3,405 


3,265 




146


3,275 


3,548 


3,273 


4,843 


3,405 


3,266 




147


3,276 


3,547 


3,274 


4,840 


3,405 


3,267 




148


3,277 


3,546 


3,275 


4,838 


3,406 


3,269 




149


3,278 


3,546 


3,276 


4,836 


3,406 


3,270 




150


3,279 


3,545 


3,278 


4,834 


3,406 


3,271 


















Term to maturity (in years)


Pound sterling (in %)


Romanian leu (in %)


Zloty (in %)


Króna (in %)


Norwegian krone (in %)


Swiss franc (in %)




1


6,062 


6,161 


5,941 


8,902 


4,873 


1,991 




2


5,960 


6,280 


5,698 


8,245 


4,722 


1,955 




3


5,630 


6,408 


5,594 


7,724 


4,492 


1,901 




4


5,309 


6,500 


5,529 


7,283 


4,273 


1,852 




5


5,028 


6,573 


5,498 


6,919 


4,099 


1,814 




6


4,795 


6,632 


5,498 


6,611 


3,975 


1,789 




7


4,601 


6,673 


5,516 


6,347 


3,884 


1,774 




8


4,454 


6,700 


5,544 


6,120 


3,816 


1,766 




9


4,340 


6,720 


5,577 


5,926 


3,762 


1,764 




10


4,250 


6,729 


5,606 


5,762 


3,720 


1,767 




11


4,185 


6,714 


5,614 


5,623 


3,685 


1,774 




12


4,137 


6,679 


5,605 


5,501 


3,657 


1,784 




13


4,096 


6,629 


5,582 


5,394 


3,634 


1,796 




14


4,061 


6,568 


5,551 


5,298 


3,614 


1,809 




15


4,027 


6,501 


5,513 


5,212 


3,597 


1,824 




16


3,996 


6,429 


5,471 


5,134 


3,583 


1,838 




17


3,965 


6,355 


5,425 


5,062 


3,570 


1,853 




18


3,936 


6,279 


5,379 


4,997 


3,559 


1,867 




19


3,909 


6,202 


5,331 


4,936 


3,550 


1,882 




20


3,884 


6,127 


5,283 


4,880 


3,541 


1,896 




21


3,861 


6,052 


5,235 


4,828 


3,534 


1,910 




22


3,838 


5,978 


5,187 


4,779 


3,527 


1,924 




23


3,816 


5,907 


5,141 


4,733 


3,521 


1,937 




24


3,794 


5,837 


5,095 


4,691 


3,516 


1,950 




25


3,772 


5,769 


5,051 


4,650 


3,511 


1,963 




26


3,749 


5,704 


5,008 


4,612 


3,507 


1,975 




27


3,724 


5,641 


4,966 


4,577 


3,503 


1,987 




28


3,699 


5,580 


4,926 


4,543 


3,499 


1,998 




29


3,671 


5,522 


4,887 


4,511 


3,496 


2,009 




30


3,642 


5,466 


4,849 


4,481 


3,493 


2,020 




31


3,611 


5,412 


4,813 


4,452 


3,491 


2,030 




32


3,579 


5,360 


4,778 


4,424 


3,488 


2,040 




33


3,547 


5,310 


4,744 


4,398 


3,486 


2,049 




34


3,514 


5,262 


4,712 


4,374 


3,484 


2,058 




35


3,483 


5,217 


4,681 


4,350 


3,482 


2,067 




36


3,452 


5,173 


4,651 


4,327 


3,480 


2,076 




37


3,422 


5,130 


4,623 


4,306 


3,479 


2,084 




38


3,394 


5,090 


4,595 


4,285 


3,477 


2,092 




39


3,367 


5,051 


4,569 


4,266 


3,476 


2,100 




40


3,342 


5,014 


4,543 


4,247 


3,475 


2,107 




41


3,319 


4,978 


4,519 


4,229 


3,473 


2,114 




42


3,297 


4,944 


4,495 


4,211 


3,472 


2,121 




43


3,278 


4,911 


4,472 


4,195 


3,471 


2,128 




44


3,259 


4,879 


4,450 


4,179 


3,470 


2,134 




45


3,243 


4,849 


4,429 


4,163 


3,469 


2,140 




46


3,228 


4,819 


4,409 


4,149 


3,469 


2,146 




47


3,215 


4,791 


4,390 


4,135 


3,468 


2,152 




48


3,204 


4,764 


4,371 


4,121 


3,467 


2,158 




49


3,194 


4,738 


4,353 


4,108 


3,466 


2,163 




50


3,186 


4,713 


4,335 


4,095 


3,466 


2,168 




51


3,180 


4,689 


4,319 


4,083 


3,465 


2,173 




52


3,175 


4,665 


4,302 


4,071 


3,465 


2,178 




53


3,171 


4,643 


4,287 


4,060 


3,464 


2,183 




54


3,168 


4,621 


4,271 


4,049 


3,464 


2,188 




55


3,166 


4,600 


4,257 


4,038 


3,463 


2,192 




56


3,165 


4,579 


4,243 


4,028 


3,463 


2,197 




57


3,165 


4,560 


4,229 


4,018 


3,462 


2,201 




58


3,165 


4,541 


4,216 


4,008 


3,462 


2,205 




59


3,165 


4,522 


4,203 


3,999 


3,462 


2,209 




60


3,166 


4,505 


4,190 


3,990 


3,461 


2,213 




61


3,167 


4,487 


4,178 


3,981 


3,461 


2,216 




62


3,169 


4,471 


4,167 


3,973 


3,461 


2,220 




63


3,171 


4,455 


4,156 


3,965 


3,460 


2,223 




64


3,173 


4,439 


4,145 


3,957 


3,460 


2,227 




65


3,175 


4,424 


4,134 


3,949 


3,460 


2,230 




66


3,177 


4,409 


4,124 


3,942 


3,459 


2,233 




67


3,179 


4,395 


4,114 


3,934 


3,459 


2,237 




68


3,182 


4,381 


4,104 


3,927 


3,459 


2,240 




69


3,184 


4,367 


4,094 


3,920 


3,459 


2,243 




70


3,187 


4,354 


4,085 


3,914 


3,459 


2,246 




71


3,190 


4,341 


4,076 


3,907 


3,458 


2,248 




72


3,192 


4,329 


4,068 


3,901 


3,458 


2,251 




73


3,195 


4,317 


4,059 


3,895 


3,458 


2,254 




74


3,198 


4,305 


4,051 


3,889 


3,458 


2,256 




75


3,200 


4,294 


4,043 


3,883 


3,458 


2,259 




76


3,203 


4,283 


4,035 


3,877 


3,458 


2,261 




77


3,206 


4,272 


4,028 


3,872 


3,457 


2,264 




78


3,209 


4,261 


4,020 


3,866 


3,457 


2,266 




79


3,211 


4,251 


4,013 


3,861 


3,457 


2,268 




80


3,214 


4,241 


4,006 


3,856 


3,457 


2,271 




81


3,216 


4,231 


3,999 


3,851 


3,457 


2,273 




82


3,219 


4,222 


3,992 


3,846 


3,457 


2,275 




83


3,221 


4,212 


3,986 


3,841 


3,457 


2,277 




84


3,224 


4,203 


3,979 


3,837 


3,457 


2,279 




85


3,226 


4,194 


3,973 


3,832 


3,456 


2,281 




86


3,229 


4,186 


3,967 


3,828 


3,456 


2,283 




87


3,231 


4,177 


3,961 


3,823 


3,456 


2,285 




88


3,233 


4,169 


3,955 


3,819 


3,456 


2,287 




89


3,236 


4,161 


3,950 


3,815 


3,456 


2,289 




90


3,238 


4,153 


3,944 


3,811 


3,456 


2,290 




91


3,240 


4,145 


3,939 


3,807 


3,456 


2,292 




92


3,242 


4,138 


3,933 


3,803 


3,456 


2,294 




93


3,245 


4,130 


3,928 


3,799 


3,456 


2,296 




94


3,247 


4,123 


3,923 


3,796 


3,456 


2,297 




95


3,249 


4,116 


3,918 


3,792 


3,456 


2,299 




96


3,251 


4,109 


3,913 


3,788 


3,455 


2,300 




97


3,253 


4,102 


3,908 


3,785 


3,455 


2,302 




98


3,255 


4,095 


3,904 


3,781 


3,455 


2,303 




99


3,257 


4,089 


3,899 


3,778 


3,455 


2,305 




100


3,259 


4,082 


3,895 


3,775 


3,455 


2,306 




101


3,260 


4,076 


3,890 


3,772 


3,455 


2,308 




102


3,262 


4,070 


3,886 


3,768 


3,455 


2,309 




103


3,264 


4,064 


3,882 


3,765 


3,455 


2,310 




104


3,266 


4,058 


3,877 


3,762 


3,455 


2,312 




105


3,267 


4,052 


3,873 


3,759 


3,455 


2,313 




106


3,269 


4,046 


3,869 


3,756 


3,455 


2,314 




107


3,271 


4,041 


3,865 


3,754 


3,455 


2,316 




108


3,273 


4,035 


3,862 


3,751 


3,455 


2,317 




109


3,274 


4,030 


3,858 


3,748 


3,455 


2,318 




110


3,276 


4,025 


3,854 


3,745 


3,455 


2,319 




111


3,277 


4,020 


3,850 


3,743 


3,455 


2,321 




112


3,279 


4,014 


3,847 


3,740 


3,455 


2,322 




113


3,280 


4,009 


3,843 


3,737 


3,454 


2,323 




114


3,282 


4,005 


3,840 


3,735 


3,454 


2,324 




115


3,283 


4,000 


3,836 


3,732 


3,454 


2,325 




116


3,285 


3,995 


3,833 


3,730 


3,454 


2,326 




117


3,286 


3,990 


3,830 


3,728 


3,454 


2,327 




118


3,287 


3,986 


3,827 


3,725 


3,454 


2,328 




119


3,289 


3,981 


3,823 


3,723 


3,454 


2,329 




120


3,290 


3,977 


3,820 


3,721 


3,454 


2,330 




121


3,291 


3,972 


3,817 


3,718 


3,454 


2,331 




122


3,293 


3,968 


3,814 


3,716 


3,454 


2,332 




123


3,294 


3,964 


3,811 


3,714 


3,454 


2,333 




124


3,295 


3,960 


3,808 


3,712 


3,454 


2,334 




125


3,297 


3,956 


3,806 


3,710 


3,454 


2,335 




126


3,298 


3,952 


3,803 


3,708 


3,454 


2,336 




127


3,299 


3,948 


3,800 


3,706 


3,454 


2,337 




128


3,300 


3,944 


3,797 


3,704 


3,454 


2,338 




129


3,301 


3,940 


3,794 


3,702 


3,454 


2,339 




130


3,302 


3,936 


3,792 


3,700 


3,454 


2,339 




131


3,304 


3,932 


3,789 


3,698 


3,454 


2,340 




132


3,305 


3,929 


3,787 


3,696 


3,454 


2,341 




133


3,306 


3,925 


3,784 


3,694 


3,454 


2,342 




134


3,307 


3,922 


3,782 


3,692 


3,454 


2,343 




135


3,308 


3,918 


3,779 


3,691 


3,454 


2,344 




136


3,309 


3,915 


3,777 


3,689 


3,454 


2,344 




137


3,310 


3,911 


3,774 


3,687 


3,454 


2,345 




138


3,311 


3,908 


3,772 


3,685 


3,454 


2,346 




139


3,312 


3,905 


3,770 


3,684 


3,454 


2,347 




140


3,313 


3,901 


3,767 


3,682 


3,454 


2,347 




141


3,314 


3,898 


3,765 


3,680 


3,454 


2,348 




142


3,315 


3,895 


3,763 


3,679 


3,453 


2,349 




143


3,316 


3,892 


3,761 


3,677 


3,453 


2,349 




144


3,317 


3,889 


3,759 


3,675 


3,453 


2,350 




145


3,318 


3,886 


3,756 


3,674 


3,453 


2,351 




146


3,319 


3,883 


3,754 


3,672 


3,453 


2,352 




147


3,319 


3,880 


3,752 


3,671 


3,453 


2,352 




148


3,320 


3,877 


3,750 


3,669 


3,453 


2,353 




149


3,321 


3,874 


3,748 


3,668 


3,453 


2,354 




150


3,322 


3,871 


3,746 


3,666 


3,453 


2,354 


















Term to maturity (in years)


Australian dollar (in %)


Baht (in %)


Canadian dollar (in %)


Chilean peso (in %)


Colombian peso (in %)


Hong Kong dollar (in %)




1


4,726 


1,957 


5,218 


7,432 


9,838 


4,813 




2


4,609 


2,085 


4,917 


6,130 


9,793 


4,522 




3


4,418 


2,150 


4,475 


5,600 


9,755 


4,282 




4


4,300 


2,193 


4,090 


5,397 


9,764 


4,127 




5


4,259 


2,232 


3,830 


5,299 


9,805 


4,009 




6


4,265 


2,273 


3,690 


5,248 


9,858 


3,944 




7


4,284 


2,322 


3,614 


5,220 


9,926 


3,898 




8


4,312 


2,383 


3,568 


5,203 


9,998 


3,849 




9


4,338 


2,450 


3,535 


5,191 


10,067 


3,806 




10


4,358 


2,523 


3,507 


5,180 


10,135 


3,778 




11


4,385 


2,602 


3,482 


5,167 


10,158 


3,767 




12


4,412 


2,682 


3,457 


5,154 


10,136 


3,768 




13


4,431 


2,759 


3,434 


5,139 


10,081 


3,775 




14


4,442 


2,830 


3,412 


5,124 


10,001 


3,783 




15


4,446 


2,894 


3,391 


5,109 


9,904 


3,791 




16


4,444 


2,948 


3,372 


5,094 


9,794 


3,796 




17


4,435 


2,995 


3,355 


5,079 


9,674 


3,798 




18


4,419 


3,035 


3,338 


5,064 


9,549 


3,799 




19


4,394 


3,070 


3,324 


5,050 


9,420 


3,798 




20


4,361 


3,101 


3,310 


5,036 


9,290 


3,796 




21


4,318 


3,128 


3,298 


5,022 


9,159 


3,793 




22


4,270 


3,152 


3,287 


5,009 


9,029 


3,789 




23


4,219 


3,173 


3,278 


4,996 


8,902 


3,784 




24


4,167 


3,191 


3,269 


4,983 


8,777 


3,780 




25


4,116 


3,208 


3,262 


4,971 


8,655 


3,775 




26


4,066 


3,223 


3,256 


4,960 


8,537 


3,769 




27


4,020 


3,237 


3,250 


4,948 


8,422 


3,764 




28


3,977 


3,249 


3,246 


4,937 


8,311 


3,758 




29


3,937 


3,260 


3,243 


4,927 


8,205 


3,752 




30


3,902 


3,270 


3,240 


4,917 


8,102 


3,747 




31


3,871 


3,279 


3,239 


4,907 


8,003 


3,741 




32


3,843 


3,287 


3,238 


4,897 


7,909 


3,736 




33


3,818 


3,295 


3,238 


4,888 


7,818 


3,730 




34


3,796 


3,302 


3,238 


4,879 


7,730 


3,725 




35


3,776 


3,308 


3,239 


4,871 


7,647 


3,719 




36


3,758 


3,314 


3,240 


4,863 


7,567 


3,714 




37


3,742 


3,319 


3,241 


4,855 


7,490 


3,709 




38


3,728 


3,324 


3,243 


4,847 


7,416 


3,704 




39


3,715 


3,329 


3,245 


4,840 


7,346 


3,699 




40


3,703 


3,333 


3,247 


4,833 


7,278 


3,694 




41


3,692 


3,337 


3,249 


4,826 


7,213 


3,690 




42


3,682 


3,341 


3,251 


4,819 


7,151 


3,685 




43


3,673 


3,344 


3,254 


4,813 


7,091 


3,681 




44


3,665 


3,348 


3,256 


4,806 


7,034 


3,676 




45


3,657 


3,351 


3,259 


4,800 


6,979 


3,672 




46


3,650 


3,354 


3,261 


4,795 


6,926 


3,668 




47


3,644 


3,356 


3,264 


4,789 


6,876 


3,664 




48


3,638 


3,359 


3,266 


4,784 


6,827 


3,660 




49


3,632 


3,361 


3,269 


4,778 


6,780 


3,657 




50


3,627 


3,363 


3,271 


4,773 


6,735 


3,653 




51


3,622 


3,366 


3,274 


4,768 


6,691 


3,649 




52


3,617 


3,368 


3,276 


4,764 


6,649 


3,646 




53


3,613 


3,369 


3,279 


4,759 


6,609 


3,643 




54


3,609 


3,371 


3,281 


4,754 


6,570 


3,639 




55


3,605 


3,373 


3,284 


4,750 


6,532 


3,636 




56


3,602 


3,375 


3,286 


4,746 


6,496 


3,633 




57


3,599 


3,376 


3,288 


4,742 


6,461 


3,630 




58


3,595 


3,378 


3,291 


4,738 


6,427 


3,627 




59


3,592 


3,379 


3,293 


4,734 


6,394 


3,625 




60


3,589 


3,380 


3,295 


4,730 


6,363 


3,622 




61


3,587 


3,382 


3,297 


4,727 


6,332 


3,619 




62


3,584 


3,383 


3,299 


4,723 


6,302 


3,617 




63


3,582 


3,384 


3,302 


4,720 


6,274 


3,614 




64


3,579 


3,385 


3,304 


4,716 


6,246 


3,612 




65


3,577 


3,386 


3,306 


4,713 


6,219 


3,609 




66


3,575 


3,388 


3,308 


4,710 


6,193 


3,607 




67


3,573 


3,389 


3,309 


4,707 


6,167 


3,605 




68


3,571 


3,390 


3,311 


4,704 


6,143 


3,602 




69


3,569 


3,390 


3,313 


4,701 


6,119 


3,600 




70


3,567 


3,391 


3,315 


4,698 


6,095 


3,598 




71


3,565 


3,392 


3,317 


4,696 


6,073 


3,596 




72


3,564 


3,393 


3,318 


4,693 


6,051 


3,594 




73


3,562 


3,394 


3,320 


4,690 


6,030 


3,592 




74


3,560 


3,395 


3,322 


4,688 


6,009 


3,590 




75


3,559 


3,396 


3,323 


4,685 


5,989 


3,589 




76


3,557 


3,396 


3,325 


4,683 


5,969 


3,587 




77


3,556 


3,397 


3,327 


4,681 


5,950 


3,585 




78


3,554 


3,398 


3,328 


4,678 


5,931 


3,583 




79


3,553 


3,398 


3,330 


4,676 


5,913 


3,582 




80


3,552 


3,399 


3,331 


4,674 


5,895 


3,580 




81


3,550 


3,400 


3,332 


4,672 


5,878 


3,578 




82


3,549 


3,400 


3,334 


4,670 


5,861 


3,577 




83


3,548 


3,401 


3,335 


4,668 


5,844 


3,575 




84


3,547 


3,402 


3,336 


4,666 


5,828 


3,574 




85


3,545 


3,402 


3,338 


4,664 


5,812 


3,572 




86


3,544 


3,403 


3,339 


4,662 


5,797 


3,571 




87


3,543 


3,403 


3,340 


4,660 


5,782 


3,570 




88


3,542 


3,404 


3,341 


4,658 


5,767 


3,568 




89


3,541 


3,404 


3,343 


4,657 


5,753 


3,567 




90


3,540 


3,405 


3,344 


4,655 


5,739 


3,566 




91


3,539 


3,405 


3,345 


4,653 


5,725 


3,564 




92


3,538 


3,406 


3,346 


4,651 


5,712 


3,563 




93


3,537 


3,406 


3,347 


4,650 


5,699 


3,562 




94


3,536 


3,407 


3,348 


4,648 


5,686 


3,561 




95


3,535 


3,407 


3,349 


4,647 


5,673 


3,560 




96


3,534 


3,408 


3,350 


4,645 


5,661 


3,559 




97


3,533 


3,408 


3,351 


4,644 


5,649 


3,557 




98


3,533 


3,409 


3,352 


4,642 


5,637 


3,556 




99


3,532 


3,409 


3,353 


4,641 


5,626 


3,555 




100


3,531 


3,410 


3,354 


4,639 


5,614 


3,554 




101


3,530 


3,410 


3,355 


4,638 


5,603 


3,553 




102


3,529 


3,410 


3,356 


4,637 


5,593 


3,552 




103


3,529 


3,411 


3,357 


4,635 


5,582 


3,551 




104


3,528 


3,411 


3,358 


4,634 


5,571 


3,550 




105


3,527 


3,411 


3,359 


4,633 


5,561 


3,549 




106


3,526 


3,412 


3,360 


4,631 


5,551 


3,548 




107


3,526 


3,412 


3,361 


4,630 


5,541 


3,547 




108


3,525 


3,413 


3,361 


4,629 


5,532 


3,547 




109


3,524 


3,413 


3,362 


4,628 


5,522 


3,546 




110


3,524 


3,413 


3,363 


4,627 


5,513 


3,545 




111


3,523 


3,414 


3,364 


4,626 


5,504 


3,544 




112


3,522 


3,414 


3,364 


4,624 


5,495 


3,543 




113


3,522 


3,414 


3,365 


4,623 


5,486 


3,542 




114


3,521 


3,415 


3,366 


4,622 


5,477 


3,541 




115


3,520 


3,415 


3,367 


4,621 


5,468 


3,541 




116


3,520 


3,415 


3,367 


4,620 


5,460 


3,540 




117


3,519 


3,415 


3,368 


4,619 


5,452 


3,539 




118


3,519 


3,416 


3,369 


4,618 


5,444 


3,538 




119


3,518 


3,416 


3,370 


4,617 


5,436 


3,538 




120


3,517 


3,416 


3,370 


4,616 


5,428 


3,537 




121


3,517 


3,417 


3,371 


4,615 


5,420 


3,536 




122


3,516 


3,417 


3,371 


4,614 


5,413 


3,535 




123


3,516 


3,417 


3,372 


4,613 


5,405 


3,535 




124


3,515 


3,417 


3,373 


4,612 


5,398 


3,534 




125


3,515 


3,418 


3,373 


4,612 


5,391 


3,533 




126


3,514 


3,418 


3,374 


4,611 


5,384 


3,533 




127


3,514 


3,418 


3,375 


4,610 


5,377 


3,532 




128


3,513 


3,418 


3,375 


4,609 


5,370 


3,531 




129


3,513 


3,419 


3,376 


4,608 


5,363 


3,531 




130


3,512 


3,419 


3,376 


4,607 


5,356 


3,530 




131


3,512 


3,419 


3,377 


4,606 


5,350 


3,530 




132


3,511 


3,419 


3,377 


4,606 


5,343 


3,529 




133


3,511 


3,420 


3,378 


4,605 


5,337 


3,528 




134


3,510 


3,420 


3,379 


4,604 


5,331 


3,528 




135


3,510 


3,420 


3,379 


4,603 


5,324 


3,527 




136


3,509 


3,420 


3,380 


4,602 


5,318 


3,527 




137


3,509 


3,421 


3,380 


4,602 


5,312 


3,526 




138


3,509 


3,421 


3,381 


4,601 


5,306 


3,526 




139


3,508 


3,421 


3,381 


4,600 


5,301 


3,525 




140


3,508 


3,421 


3,382 


4,600 


5,295 


3,524 




141


3,507 


3,421 


3,382 


4,599 


5,289 


3,524 




142


3,507 


3,422 


3,383 


4,598 


5,284 


3,523 




143


3,507 


3,422 


3,383 


4,597 


5,278 


3,523 




144


3,506 


3,422 


3,383 


4,597 


5,273 


3,522 




145


3,506 


3,422 


3,384 


4,596 


5,267 


3,522 




146


3,505 


3,422 


3,384 


4,595 


5,262 


3,521 




147


3,505 


3,423 


3,385 


4,595 


5,257 


3,521 




148


3,505 


3,423 


3,385 


4,594 


5,252 


3,520 




149


3,504 


3,423 


3,386 


4,594 


5,247 


3,520 




150


3,504 


3,423 


3,386 


4,593 


5,242 


3,519 


















Term to maturity (in years)


Indian rupee (in %)


Mexican peso (in %)


New Taiwan dollar (in %)


New Zealand dollar (in %)


Rand (in %)


Real (in %)




1


6,884 


11,422 


0,896 


5,794 


8,805 


11,351 




2


7,001 


9,985 


0,930 


5,430 


8,628 


10,235 




3


7,072 


9,101 


0,961 


5,025 


8,608 


10,046 




4


7,120 


8,635 


0,985 


4,758 


8,720 


10,102 




5


7,130 


8,401 


1,005 


4,595 


8,923 


10,229 




6


7,146 


8,295 


1,023 


4,512 


9,207 


10,362 




7


7,160 


8,248 


1,039 


4,461 


9,490 


10,482 




8


7,176 


8,224 


1,054 


4,426 


9,752 


10,593 




9


7,197 


8,201 


1,067 


4,406 


9,990 


10,674 




10


7,212 


8,166 


1,080 


4,404 


10,204 


10,740 




11


7,211 


8,113 


1,109 


4,419 


10,391 


10,759 




12


7,198 


8,045 


1,153 


4,444 


10,551 


10,735 




13


7,177 


7,967 


1,206 


4,474 


10,678 


10,679 




14


7,149 


7,883 


1,264 


4,505 


10,772 


10,599 




15


7,118 


7,795 


1,324 


4,536 


10,827 


10,502 




16


7,083 


7,705 


1,386 


4,565 


10,841 


10,393 




17


7,047 


7,615 


1,447 


4,589 


10,822 


10,275 




18


7,010 


7,524 


1,508 


4,608 


10,776 


10,151 




19


6,972 


7,435 


1,567 


4,622 


10,710 


10,024 




20


6,934 


7,348 


1,624 


4,629 


10,628 


9,896 




21


6,897 


7,263 


1,680 


4,629 


10,534 


9,767 




22


6,860 


7,180 


1,733 


4,623 


10,432 


9,640 




23


6,824 


7,099 


1,785 


4,613 


10,324 


9,515 




24


6,789 


7,022 


1,835 


4,599 


10,212 


9,392 




25


6,755 


6,947 


1,882 


4,583 


10,099 


9,273 




26


6,722 


6,875 


1,927 


4,565 


9,984 


9,157 




27


6,689 


6,805 


1,971 


4,546 


9,871 


9,045 




28


6,658 


6,739 


2,013 


4,526 


9,758 


8,936 




29


6,628 


6,675 


2,052 


4,505 


9,648 


8,832 




30


6,599 


6,614 


2,091 


4,483 


9,540 


8,731 




31


6,571 


6,555 


2,127 


4,462 


9,435 


8,634 




32


6,544 


6,498 


2,162 


4,441 


9,333 


8,541 




33


6,518 


6,445 


2,195 


4,419 


9,235 


8,452 




34


6,493 


6,393 


2,227 


4,398 


9,139 


8,367 




35


6,469 


6,343 


2,258 


4,378 


9,047 


8,285 




36


6,446 


6,296 


2,287 


4,358 


8,959 


8,207 




37


6,424 


6,250 


2,315 


4,338 


8,873 


8,131 




38


6,402 


6,207 


2,342 


4,319 


8,792 


8,059 




39


6,382 


6,165 


2,368 


4,300 


8,713 


7,990 




40


6,362 


6,125 


2,393 


4,282 


8,637 


7,924 




41


6,343 


6,086 


2,416 


4,264 


8,564 


7,860 




42


6,325 


6,049 


2,439 


4,247 


8,494 


7,799 




43


6,307 


6,014 


2,461 


4,230 


8,427 


7,741 




44


6,290 


5,980 


2,482 


4,214 


8,363 


7,685 




45


6,273 


5,947 


2,503 


4,199 


8,301 


7,631 




46


6,258 


5,916 


2,522 


4,184 


8,241 


7,579 




47


6,242 


5,885 


2,541 


4,169 


8,184 


7,530 




48


6,228 


5,856 


2,559 


4,155 


8,129 


7,482 




49


6,214 


5,828 


2,576 


4,142 


8,075 


7,436 




50


6,200 


5,801 


2,593 


4,129 


8,024 


7,391 




51


6,187 


5,775 


2,609 


4,116 


7,975 


7,349 




52


6,174 


5,750 


2,625 


4,104 


7,928 


7,308 




53


6,162 


5,726 


2,640 


4,092 


7,882 


7,268 




54


6,150 


5,703 


2,655 


4,080 


7,838 


7,230 




55


6,138 


5,680 


2,669 


4,069 


7,796 


7,193 




56


6,127 


5,658 


2,682 


4,058 


7,754 


7,158 




57


6,116 


5,637 


2,695 


4,048 


7,715 


7,123 




58


6,106 


5,617 


2,708 


4,038 


7,677 


7,090 




59


6,096 


5,597 


2,721 


4,028 


7,639 


7,058 




60


6,086 


5,578 


2,732 


4,019 


7,604 


7,027 




61


6,077 


5,560 


2,744 


4,009 


7,569 


6,997 




62


6,067 


5,542 


2,755 


4,001 


7,535 


6,968 




63


6,059 


5,525 


2,766 


3,992 


7,503 


6,940 




64


6,050 


5,508 


2,777 


3,983 


7,471 


6,912 




65


6,042 


5,492 


2,787 


3,975 


7,441 


6,886 




66


6,033 


5,476 


2,797 


3,967 


7,411 


6,860 




67


6,025 


5,461 


2,806 


3,960 


7,383 


6,835 




68


6,018 


5,446 


2,816 


3,952 


7,355 


6,811 




69


6,010 


5,431 


2,825 


3,945 


7,328 


6,788 




70


6,003 


5,417 


2,834 


3,938 


7,301 


6,765 




71


5,996 


5,404 


2,842 


3,931 


7,276 


6,743 




72


5,989 


5,390 


2,851 


3,925 


7,251 


6,721 




73


5,982 


5,377 


2,859 


3,918 


7,227 


6,700 




74


5,976 


5,365 


2,867 


3,912 


7,203 


6,680 




75


5,970 


5,353 


2,875 


3,906 


7,180 


6,660 




76


5,963 


5,341 


2,882 


3,900 


7,158 


6,641 




77


5,957 


5,329 


2,889 


3,894 


7,136 


6,622 




78


5,952 


5,318 


2,897 


3,888 


7,115 


6,603 




79


5,946 


5,307 


2,903 


3,883 


7,095 


6,586 




80


5,940 


5,296 


2,910 


3,877 


7,075 


6,568 




81


5,935 


5,286 


2,917 


3,872 


7,055 


6,551 




82


5,930 


5,275 


2,923 


3,867 


7,036 


6,535 




83


5,924 


5,265 


2,930 


3,862 


7,017 


6,518 




84


5,919 


5,256 


2,936 


3,857 


6,999 


6,503 




85


5,914 


5,246 


2,942 


3,852 


6,981 


6,487 




86


5,910 


5,237 


2,948 


3,847 


6,964 


6,472 




87


5,905 


5,228 


2,954 


3,843 


6,947 


6,457 




88


5,900 


5,219 


2,959 


3,838 


6,931 


6,443 




89


5,896 


5,210 


2,965 


3,834 


6,914 


6,429 




90


5,891 


5,202 


2,970 


3,830 


6,899 


6,415 




91


5,887 


5,194 


2,975 


3,825 


6,883 


6,402 




92


5,883 


5,185 


2,980 


3,821 


6,868 


6,389 




93


5,879 


5,177 


2,985 


3,817 


6,853 


6,376 




94


5,875 


5,170 


2,990 


3,813 


6,839 


6,363 




95


5,871 


5,162 


2,995 


3,810 


6,825 


6,351 




96


5,867 


5,155 


3,000 


3,806 


6,811 


6,339 




97


5,863 


5,147 


3,005 


3,802 


6,797 


6,327 




98


5,859 


5,140 


3,009 


3,799 


6,784 


6,316 




99


5,856 


5,133 


3,014 


3,795 


6,771 


6,304 




100


5,852 


5,126 


3,018 


3,792 


6,758 


6,293 




101


5,849 


5,120 


3,022 


3,788 


6,745 


6,282 




102


5,845 


5,113 


3,026 


3,785 


6,733 


6,272 




103


5,842 


5,107 


3,030 


3,782 


6,721 


6,261 




104


5,839 


5,100 


3,034 


3,778 


6,709 


6,251 




105


5,835 


5,094 


3,038 


3,775 


6,698 


6,241 




106


5,832 


5,088 


3,042 


3,772 


6,686 


6,231 




107


5,829 


5,082 


3,046 


3,769 


6,675 


6,221 




108


5,826 


5,076 


3,050 


3,766 


6,664 


6,212 




109


5,823 


5,070 


3,053 


3,763 


6,653 


6,202 




110


5,820 


5,065 


3,057 


3,761 


6,643 


6,193 




111


5,817 


5,059 


3,061 


3,758 


6,633 


6,184 




112


5,814 


5,054 


3,064 


3,755 


6,622 


6,175 




113


5,812 


5,048 


3,068 


3,752 


6,612 


6,167 




114


5,809 


5,043 


3,071 


3,750 


6,603 


6,158 




115


5,806 


5,038 


3,074 


3,747 


6,593 


6,150 




116


5,804 


5,033 


3,077 


3,744 


6,584 


6,142 




117


5,801 


5,028 


3,081 


3,742 


6,574 


6,134 




118


5,798 


5,023 


3,084 


3,739 


6,565 


6,126 




119


5,796 


5,018 


3,087 


3,737 


6,556 


6,118 




120


5,793 


5,013 


3,090 


3,735 


6,547 


6,110 




121


5,791 


5,009 


3,093 


3,732 


6,539 


6,103 




122


5,789 


5,004 


3,096 


3,730 


6,530 


6,095 




123


5,786 


5,000 


3,099 


3,728 


6,522 


6,088 




124


5,784 


4,995 


3,101 


3,725 


6,513 


6,081 




125


5,782 


4,991 


3,104 


3,723 


6,505 


6,074 




126


5,779 


4,986 


3,107 


3,721 


6,497 


6,067 




127


5,777 


4,982 


3,110 


3,719 


6,489 


6,060 




128


5,775 


4,978 


3,112 


3,717 


6,481 


6,053 




129


5,773 


4,974 


3,115 


3,715 


6,474 


6,046 




130


5,771 


4,970 


3,117 


3,713 


6,466 


6,040 




131


5,769 


4,966 


3,120 


3,711 


6,459 


6,033 




132


5,767 


4,962 


3,122 


3,709 


6,452 


6,027 




133


5,765 


4,958 


3,125 


3,707 


6,444 


6,021 




134


5,763 


4,954 


3,127 


3,705 


6,437 


6,015 




135


5,761 


4,951 


3,130 


3,703 


6,430 


6,009 




136


5,759 


4,947 


3,132 


3,701 


6,423 


6,003 




137


5,757 


4,943 


3,134 


3,699 


6,417 


5,997 




138


5,755 


4,940 


3,137 


3,697 


6,410 


5,991 




139


5,753 


4,936 


3,139 


3,696 


6,403 


5,985 




140


5,751 


4,933 


3,141 


3,694 


6,397 


5,980 




141


5,750 


4,929 


3,143 


3,692 


6,391 


5,974 




142


5,748 


4,926 


3,145 


3,690 


6,384 


5,969 




143


5,746 


4,923 


3,148 


3,689 


6,378 


5,963 




144


5,744 


4,919 


3,150 


3,687 


6,372 


5,958 




145


5,743 


4,916 


3,152 


3,685 


6,366 


5,953 




146


5,741 


4,913 


3,154 


3,684 


6,360 


5,948 




147


5,739 


4,910 


3,156 


3,682 


6,354 


5,942 




148


5,738 


4,907 


3,158 


3,681 


6,348 


5,937 




149


5,736 


4,903 


3,160 


3,679 


6,343 


5,932 




150


5,735 


4,900 


3,162 


3,678 


6,337 


5,927 


















Term to maturity (in years)


Renminbi-yuan (in %)


Ringgit (in %)


Russian rouble (in %)


Singapore dollar (in %)


South Korean won (in %)


Turkish lira (in %)




1


1,924 


3,235 


9,415 


3,861 


3,787 


12,896 




2


2,027 


3,342 


9,679 


3,690 


3,669 


13,780 




3


2,161 


3,440 


9,921 


3,564 


3,561 


14,803 




4


2,276 


3,518 


10,175 


3,454 


3,495 


15,728 




5


2,371 


3,591 


10,424 


3,364 


3,439 


16,477 




6


2,448 


3,661 


10,654 


3,298 


3,402 


17,036 




7


2,515 


3,726 


10,866 


3,249 


3,380 


17,446 




8


2,577 


3,786 


11,069 


3,213 


3,369 


17,737 




9


2,637 


3,842 


11,234 


3,186 


3,362 


17,922 




10


2,697 


3,892 


11,365 


3,168 


3,355 


18,011 




11


2,756 


3,938 


11,465 


3,155 


3,348 


18,022 




12


2,815 


3,981 


11,533 


3,147 


3,340 


17,971 




13


2,873 


4,019 


11,568 


3,143 


3,332 


17,871 




14


2,928 


4,055 


11,566 


3,141 


3,324 


17,729 




15


2,982 


4,089 


11,528 


3,141 


3,317 


17,554 




16


3,034 


4,124 


11,460 


3,143 


3,311 


17,350 




17


3,083 


4,156 


11,369 


3,145 


3,305 


17,124 




18


3,130 


4,185 


11,260 


3,149 


3,300 


16,880 




19


3,175 


4,209 


11,138 


3,152 


3,296 


16,623 




20


3,217 


4,227 


11,006 


3,157 


3,293 


16,355 




21


3,258 


4,238 


10,868 


3,161 


3,292 


16,082 




22


3,297 


4,244 


10,727 


3,166 


3,290 


15,805 




23


3,334 


4,245 


10,583 


3,171 


3,290 


15,527 




24


3,369 


4,242 


10,440 


3,176 


3,290 


15,251 




25


3,402 


4,236 


10,297 


3,182 


3,291 


14,978 




26


3,434 


4,228 


10,157 


3,187 


3,292 


14,710 




27


3,465 


4,219 


10,019 


3,192 


3,293 


14,449 




28


3,494 


4,208 


9,885 


3,197 


3,294 


14,194 




29


3,522 


4,196 


9,754 


3,202 


3,296 


13,948 




30


3,548 


4,184 


9,628 


3,207 


3,298 


13,709 




31


3,574 


4,170 


9,506 


3,212 


3,300 


13,479 




32


3,598 


4,157 


9,388 


3,217 


3,302 


13,258 




33


3,621 


4,144 


9,274 


3,221 


3,304 


13,045 




34


3,643 


4,130 


9,165 


3,226 


3,306 


12,841 




35


3,664 


4,116 


9,060 


3,230 


3,308 


12,645 




36


3,685 


4,103 


8,960 


3,235 


3,310 


12,458 




37


3,704 


4,090 


8,863 


3,239 


3,313 


12,278 




38


3,723 


4,077 


8,770 


3,243 


3,315 


12,106 




39


3,741 


4,064 


8,681 


3,247 


3,317 


11,942 




40


3,758 


4,051 


8,596 


3,251 


3,319 


11,784 




41


3,774 


4,039 


8,514 


3,255 


3,321 


11,633 




42


3,790 


4,027 


8,435 


3,258 


3,323 


11,489 




43


3,805 


4,016 


8,360 


3,262 


3,325 


11,350 




44


3,820 


4,005 


8,288 


3,265 


3,327 


11,218 




45


3,834 


3,994 


8,218 


3,269 


3,329 


11,090 




46


3,848 


3,983 


8,151 


3,272 


3,331 


10,968 




47


3,861 


3,973 


8,087 


3,275 


3,333 


10,851 




48


3,873 


3,963 


8,026 


3,278 


3,335 


10,739 




49


3,885 


3,953 


7,966 


3,281 


3,337 


10,631 




50


3,897 


3,944 


7,909 


3,284 


3,339 


10,527 




51


3,908 


3,935 


7,854 


3,287 


3,341 


10,427 




52


3,919 


3,926 


7,801 


3,290 


3,342 


10,331 




53


3,930 


3,917 


7,750 


3,293 


3,344 


10,239 




54


3,940 


3,909 


7,701 


3,295 


3,346 


10,150 




55


3,950 


3,901 


7,654 


3,298 


3,347 


10,064 




56


3,959 


3,893 


7,608 


3,300 


3,349 


9,981 




57


3,969 


3,886 


7,564 


3,303 


3,350 


9,901 




58


3,978 


3,879 


7,521 


3,305 


3,352 


9,824 




59


3,986 


3,871 


7,480 


3,307 


3,353 


9,750 




60


3,994 


3,865 


7,440 


3,309 


3,355 


9,678 




61


4,003 


3,858 


7,401 


3,311 


3,356 


9,608 




62


4,010 


3,852 


7,364 


3,314 


3,358 


9,541 




63


4,018 


3,845 


7,328 


3,316 


3,359 


9,475 




64


4,025 


3,839 


7,293 


3,318 


3,360 


9,412 




65


4,033 


3,833 


7,259 


3,319 


3,361 


9,351 




66


4,040 


3,828 


7,226 


3,321 


3,363 


9,292 




67


4,046 


3,822 


7,194 


3,323 


3,364 


9,234 




68


4,053 


3,817 


7,163 


3,325 


3,365 


9,178 




69


4,059 


3,811 


7,133 


3,327 


3,366 


9,124 




70


4,066 


3,806 


7,103 


3,328 


3,367 


9,072 




71


4,072 


3,801 


7,075 


3,330 


3,368 


9,021 




72


4,078 


3,796 


7,047 


3,332 


3,369 


8,971 




73


4,083 


3,792 


7,020 


3,333 


3,371 


8,923 




74


4,089 


3,787 


6,994 


3,335 


3,372 


8,876 




75


4,094 


3,783 


6,969 


3,336 


3,373 


8,830 




76


4,100 


3,778 


6,944 


3,338 


3,374 


8,785 




77


4,105 


3,774 


6,920 


3,339 


3,374 


8,742 




78


4,110 


3,770 


6,896 


3,340 


3,375 


8,700 




79


4,115 


3,766 


6,873 


3,342 


3,376 


8,659 




80


4,119 


3,762 


6,851 


3,343 


3,377 


8,619 




81


4,124 


3,758 


6,829 


3,344 


3,378 


8,580 




82


4,129 


3,754 


6,808 


3,346 


3,379 


8,542 




83


4,133 


3,751 


6,787 


3,347 


3,380 


8,505 




84


4,137 


3,747 


6,767 


3,348 


3,381 


8,468 




85


4,142 


3,743 


6,747 


3,349 


3,381 


8,433 




86


4,146 


3,740 


6,728 


3,350 


3,382 


8,398 




87


4,150 


3,737 


6,709 


3,352 


3,383 


8,365 




88


4,154 


3,733 


6,691 


3,353 


3,384 


8,332 




89


4,158 


3,730 


6,673 


3,354 


3,384 


8,299 




90


4,162 


3,727 


6,655 


3,355 


3,385 


8,268 




91


4,165 


3,724 


6,638 


3,356 


3,386 


8,237 




92


4,169 


3,721 


6,621 


3,357 


3,387 


8,207 




93


4,172 


3,718 


6,605 


3,358 


3,387 


8,177 




94


4,176 


3,715 


6,588 


3,359 


3,388 


8,149 




95


4,179 


3,713 


6,573 


3,360 


3,388 


8,120 




96


4,183 


3,710 


6,557 


3,361 


3,389 


8,093 




97


4,186 


3,707 


6,542 


3,362 


3,390 


8,066 




98


4,189 


3,705 


6,527 


3,363 


3,390 


8,039 




99


4,192 


3,702 


6,513 


3,363 


3,391 


8,013 




100


4,195 


3,699 


6,499 


3,364 


3,392 


7,988 




101


4,198 


3,697 


6,485 


3,365 


3,392 


7,963 




102


4,201 


3,695 


6,471 


3,366 


3,393 


7,938 




103


4,204 


3,692 


6,458 


3,367 


3,393 


7,915 




104


4,207 


3,690 


6,444 


3,368 


3,394 


7,891 




105


4,210 


3,688 


6,431 


3,368 


3,394 


7,868 




106


4,213 


3,685 


6,419 


3,369 


3,395 


7,845 




107


4,215 


3,683 


6,406 


3,370 


3,395 


7,823 




108


4,218 


3,681 


6,394 


3,371 


3,396 


7,802 




109


4,220 


3,679 


6,382 


3,371 


3,396 


7,780 




110


4,223 


3,677 


6,371 


3,372 


3,397 


7,759 




111


4,225 


3,675 


6,359 


3,373 


3,397 


7,739 




112


4,228 


3,673 


6,348 


3,373 


3,398 


7,718 




113


4,230 


3,671 


6,337 


3,374 


3,398 


7,699 




114


4,233 


3,669 


6,326 


3,375 


3,399 


7,679 




115


4,235 


3,667 


6,315 


3,375 


3,399 


7,660 




116


4,237 


3,665 


6,305 


3,376 


3,400 


7,641 




117


4,240 


3,663 


6,294 


3,377 


3,400 


7,623 




118


4,242 


3,661 


6,284 


3,377 


3,400 


7,605 




119


4,244 


3,660 


6,274 


3,378 


3,401 


7,587 




120


4,246 


3,658 


6,264 


3,378 


3,401 


7,569 




121


4,248 


3,656 


6,254 


3,379 


3,402 


7,552 




122


4,250 


3,654 


6,245 


3,380 


3,402 


7,535 




123


4,252 


3,653 


6,236 


3,380 


3,402 


7,518 




124


4,254 


3,651 


6,226 


3,381 


3,403 


7,502 




125


4,256 


3,650 


6,217 


3,381 


3,403 


7,486 




126


4,258 


3,648 


6,208 


3,382 


3,404 


7,470 




127


4,260 


3,646 


6,200 


3,382 


3,404 


7,454 




128


4,262 


3,645 


6,191 


3,383 


3,404 


7,439 




129


4,264 


3,643 


6,183 


3,383 


3,405 


7,423 




130


4,266 


3,642 


6,174 


3,384 


3,405 


7,409 




131


4,267 


3,640 


6,166 


3,384 


3,405 


7,394 




132


4,269 


3,639 


6,158 


3,385 


3,406 


7,379 




133


4,271 


3,637 


6,150 


3,385 


3,406 


7,365 




134


4,273 


3,636 


6,142 


3,386 


3,406 


7,351 




135


4,274 


3,635 


6,134 


3,386 


3,407 


7,337 




136


4,276 


3,633 


6,127 


3,387 


3,407 


7,324 




137


4,277 


3,632 


6,119 


3,387 


3,407 


7,310 




138


4,279 


3,631 


6,112 


3,388 


3,408 


7,297 




139


4,281 


3,629 


6,104 


3,388 


3,408 


7,284 




140


4,282 


3,628 


6,097 


3,389 


3,408 


7,271 




141


4,284 


3,627 


6,090 


3,389 


3,408 


7,258 




142


4,285 


3,626 


6,083 


3,390 


3,409 


7,246 




143


4,287 


3,624 


6,076 


3,390 


3,409 


7,234 




144


4,288 


3,623 


6,069 


3,390 


3,409 


7,221 




145


4,290 


3,622 


6,063 


3,391 


3,410 


7,210 




146


4,291 


3,621 


6,056 


3,391 


3,410 


7,198 




147


4,293 


3,620 


6,049 


3,392 


3,410 


7,186 




148


4,294 


3,618 


6,043 


3,392 


3,410 


7,175 




149


4,295 


3,617 


6,037 


3,392 


3,411 


7,163 




150


4,297 


3,616 


6,030 


3,393 


3,411 


7,152 














Term to maturity (in years)


US dollar (in %)


Yen (in %)




1


5,379 


-0,007 




2


4,788 


0,063 




3


4,357 


0,118 




4


4,069 


0,165 




5


3,882 


0,223 




6


3,756 


0,294 




7


3,667 


0,369 




8


3,602 


0,442 




9


3,555 


0,508 




10


3,521 


0,568 




11


3,498 


0,623 




12


3,484 


0,673 




13


3,475 


0,721 




14


3,467 


0,766 




15


3,460 


0,810 




16


3,452 


0,851 




17


3,441 


0,890 




18


3,426 


0,925 




19


3,406 


0,957 




20


3,379 


0,984 




21


3,347 


1,006 




22


3,310 


1,023 




23


3,272 


1,036 




24


3,235 


1,044 




25


3,198 


1,047 




26


3,164 


1,047 




27


3,133 


1,045 




28


3,106 


1,046 




29


3,083 


1,052 




30


3,064 


1,065 




31


3,049 


1,085 




32


3,039 


1,112 




33


3,031 


1,143 




34


3,026 


1,177 




35


3,023 


1,214 




36


3,022 


1,252 




37


3,022 


1,291 




38


3,024 


1,331 




39


3,026 


1,371 




40


3,029 


1,410 




41


3,033 


1,450 




42


3,037 


1,489 




43


3,042 


1,527 




44


3,047 


1,564 




45


3,052 


1,601 




46


3,057 


1,637 




47


3,063 


1,672 




48


3,068 


1,706 




49


3,074 


1,739 




50


3,079 


1,771 




51


3,085 


1,802 




52


3,090 


1,832 




53


3,096 


1,862 




54


3,101 


1,890 




55


3,107 


1,918 




56


3,112 


1,945 




57


3,117 


1,971 




58


3,122 


1,996 




59


3,127 


2,021 




60


3,132 


2,045 




61


3,136 


2,068 




62


3,141 


2,090 




63


3,146 


2,112 




64


3,150 


2,133 




65


3,154 


2,154 




66


3,159 


2,174 




67


3,163 


2,193 




68


3,167 


2,212 




69


3,171 


2,230 




70


3,174 


2,248 




71


3,178 


2,266 




72


3,182 


2,283 




73


3,185 


2,299 




74


3,189 


2,315 




75


3,192 


2,331 




76


3,196 


2,346 




77


3,199 


2,361 




78


3,202 


2,375 




79


3,205 


2,389 




80


3,208 


2,403 




81


3,211 


2,417 




82


3,214 


2,430 




83


3,217 


2,443 




84


3,219 


2,455 




85


3,222 


2,467 




86


3,225 


2,479 




87


3,227 


2,491 




88


3,230 


2,502 




89


3,232 


2,513 




90


3,235 


2,524 




91


3,237 


2,535 




92


3,239 


2,545 




93


3,242 


2,556 




94


3,244 


2,566 




95


3,246 


2,575 




96


3,248 


2,585 




97


3,250 


2,594 




98


3,252 


2,604 




99


3,254 


2,613 




100


3,256 


2,621 




101


3,258 


2,630 




102


3,260 


2,639 




103


3,262 


2,647 




104


3,264 


2,655 




105


3,265 


2,663 




106


3,267 


2,671 




107


3,269 


2,679 




108


3,270 


2,686 




109


3,272 


2,694 




110


3,274 


2,701 




111


3,275 


2,708 




112


3,277 


2,715 




113


3,278 


2,722 




114


3,280 


2,729 




115


3,281 


2,736 




116


3,283 


2,742 




117


3,284 


2,749 




118


3,286 


2,755 




119


3,287 


2,761 




120


3,288 


2,767 




121


3,290 


2,773 




122


3,291 


2,779 




123


3,292 


2,785 




124


3,294 


2,791 




125


3,295 


2,797 




126


3,296 


2,802 




127


3,297 


2,808 




128


3,298 


2,813 




129


3,300 


2,818 




130


3,301 


2,823 




131


3,302 


2,829 




132


3,303 


2,834 




133


3,304 


2,839 




134


3,305 


2,844 




135


3,306 


2,848 




136


3,307 


2,853 




137


3,308 


2,858 




138


3,309 


2,863 




139


3,310 


2,867 




140


3,311 


2,872 




141


3,312 


2,876 




142


3,313 


2,880 




143


3,314 


2,885 




144


3,315 


2,889 




145


3,316 


2,893 




146


3,317 


2,897 




147


3,318 


2,902 




148


3,319 


2,906 




149


3,320 


2,910 




150


3,321 


2,913 









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 


27 


5 


0 


21 


0 




2


0 


0 


35 


5 


0 


35 


0 




3


0 


0 


40 


5 


0 


40 


0 




4


0 


1 


43 


5 


2 


42 


0 




5


0 


2 


47 


5 


3 


45 


0 




6


0 


3 


50 


5 


5 


47 


0 




7


1 


4 


53 


5 


8 


49 


0 




8


2 


5 


54 


5 


10 


49 


0 




9


2 


6 


56 


5 


11 


47 


0 




10


3 


7 


58 


5 


12 


46 


0 



















Duration (in years)


Estonia


Finland


France


Germany


Greece


Hungary


Ireland




1


0 


0 


0 


0 


347 


4 


13 




2


0 


0 


0 


0 


217 


4 


18 




3


0 


0 


0 


0 


193 


4 


21 




4


1 


0 


0 


0 


170 


4 


22 




5


2 


0 


0 


0 


156 


4 


23 




6


3 


0 


0 


0 


154 


4 


24 




7


4 


0 


0 


0 


152 


4 


25 




8


5 


0 


1 


0 


156 


3 


26 




9


6 


0 


2 


0 


158 


1 


27 




10


7 


0 


3 


0 


160 


4 


27 



















Duration (in years)


Italy


Latvia


Lithuania


Luxembourg


Malta


Netherlands


Poland




1


6 


3 


4 


0 


13 


0 


4 




2


14 


8 


10 


0 


19 


0 


4 




3


18 


11 


13 


0 


21 


0 


4 




4


21 


13 


15 


0 


22 


0 


4 




5


23 


15 


17 


0 


23 


0 


4 




6


25 


17 


19 


0 


25 


0 


4 




7


27 


18 


20 


0 


25 


0 


4 




8


29 


19 


22 


0 


27 


0 


4 




9


30 


20 


23 


1 


27 


0 


4 




10


32 


21 


24 


1 


27 


0 


4 



















Duration (in years)


Portugal


Romania


Slovakia


Slovenia


Spain


Sweden


United Kingdom




1


21 


8 


10 


14 


4 


0 


0 




2


35 


15 


13 


17 


10 


0 


0 




3


40 


17 


15 


22 


13 


0 


0 




4


42 


18 


17 


26 


15 


0 


0 




5


45 


19 


18 


29 


17 


0 


0 




6


47 


21 


19 


33 


19 


0 


0 




7


49 


22 


21 


34 


20 


0 


0 




8


49 


23 


22 


36 


22 


0 


0 




9


47 


24 


22 


36 


23 


0 


0 




10


46 


22 


23 


37 


24 


0 


0 



















Duration (in years)


Iceland


Liechtenstein


Norway


Switzerland


Australia


Brazil


Canada




1


5 


0 


0 


0 


0 


12 


0 




2


5 


0 


0 


0 


0 


12 


0 




3


5 


0 


0 


0 


0 


12 


0 




4


5 


0 


0 


0 


0 


12 


0 




5


5 


0 


0 


0 


0 


12 


0 




6


5 


0 


0 


0 


0 


12 


0 




7


5 


0 


0 


0 


0 


12 


0 




8


5 


0 


0 


0 


0 


12 


0 




9


5 


0 


0 


0 


0 


12 


0 




10


5 


0 


0 


0 


0 


12 


0 



















Duration (in years)


Chile


China


Colombia


Hong Kong


India


Japan


Malaysia




1


16 


0 


11 


0 


10 


0 


0 




2


18 


1 


17 


0 


10 


0 


0 




3


17 


2 


27 


0 


10 


0 


0 




4


16 


3 


33 


0 


10 


0 


0 




5


15 


3 


35 


0 


10 


0 


0 




6


14 


3 


38 


0 


10 


0 


0 




7


13 


4 


39 


0 


10 


0 


0 




8


14 


7 


38 


0 


10 


0 


0 




9


15 


5 


35 


0 


10 


0 


0 




10


13 


5 


37 


0 


10 


1 


0 



















Duration (in years)


Mexico


New Zealand


Russia


Singapore


South Africa


South Korea


Thailand




1


8 


0 


0 


0 


7 


8 


1 




2


9 


0 


0 


0 


10 


11 


0 




3


10 


0 


0 


0 


11 


11 


0 




4


10 


0 


0 


0 


13 


13 


0 




5


11 


0 


2 


0 


13 


15 


0 




6


10 


0 


5 


0 


15 


15 


0 




7


10 


0 


7 


0 


17 


15 


0 




8


10 


0 


11 


0 


19 


15 


0 




9


10 


0 


16 


0 


20 


15 


0 




10


10 


0 


16 


0 


22 


15 


0 















Duration (in years)


Taiwan


Turkey


United States




1


4 


0 


0 




2


4 


0 


0 




3


4 


0 


0 




4


4 


0 


0 




5


4 


0 


0 




6


4 


0 


0 




7


4 


0 


0 




8


4 


0 


0 




9


4 


0 


0 




10


4 


0 


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 


19 


42 


109 


224 


509 


1 252 




2


6 


19 


42 


109 


224 


509 


1 007 




3


7 


21 


43 


104 


221 


505 


820 




4


9 


24 


46 


107 


220 


504 


678 




5


10 


26 


51 


110 


219 


504 


569 




6


11 


28 


54 


115 


219 


504 


504 




7


12 


30 


56 


117 


219 


504 


504 




8


12 


31 


56 


116 


219 


504 


504 




9


13 


32 


56 


116 


219 


504 


504 




10


13 


33 


57 


115 


219 


504 


504 




11


14 


34 


57 


116 


219 


504 


504 




12


14 


35 


57 


116 


219 


504 


504 




13


14 


35 


57 


116 


219 


504 


504 




14


15 


36 


57 


116 


219 


504 


504 




15


15 


36 


57 


116 


219 


504 


504 




16


15 


36 


57 


116 


219 


504 


504 




17


15 


36 


57 


116 


219 


504 


504 




18


15 


36 


57 


116 


219 


504 


504 




19


15 


36 


57 


116 


219 


504 


504 




20


16 


36 


57 


116 


219 


504 


504 




21


16 


36 


57 


116 


219 


504 


504 




22


18 


36 


57 


116 


219 


504 


504 




23


18 


36 


57 


116 


219 


504 


504 




24


19 


36 


57 


116 


219 


504 


504 




25


19 


36 


57 


116 


219 


504 


504 




26


20 


36 


57 


116 


219 


504 


504 




27


21 


36 


57 


116 


219 


504 


504 




28


21 


36 


57 


116 


219 


504 


504 




29


22 


36 


57 


116 


219 


504 


504 




30


23 


36 


57 


116 


219 


504 


504 




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


18 


31 


54 


122 


236 


521 


1 302 




2


20 


33 


55 


123 


237 


522 


1 038 




3


21 


35 


57 


118 


234 


518 


841 




4


22 


37 


59 


120 


232 


517 


694 




5


22 


38 


63 


122 


232 


516 


582 




6


23 


40 


66 


126 


231 


515 


515 




7


23 


41 


67 


128 


230 


515 


515 




8


22 


41 


66 


126 


229 


514 


514 




9


22 


41 


65 


125 


229 


513 


513 




10


22 


42 


65 


124 


228 


513 


513 




11


22 


42 


65 


124 


228 


512 


512 




12


22 


42 


64 


123 


227 


512 


512 




13


21 


42 


64 


122 


226 


511 


511 




14


21 


42 


63 


122 


226 


510 


510 




15


21 


42 


63 


122 


225 


510 


510 




16


20 


41 


62 


121 


225 


510 


510 




17


20 


41 


62 


121 


225 


510 


510 




18


20 


41 


62 


121 


225 


510 


510 




19


20 


41 


62 


121 


225 


510 


510 




20


20 


42 


63 


121 


225 


510 


510 




21


21 


42 


63 


122 


226 


510 


510 




22


21 


42 


63 


122 


226 


510 


510 




23


21 


42 


63 


122 


226 


511 


511 




24


21 


42 


63 


122 


226 


511 


511 




25


21 


42 


63 


122 


226 


510 


510 




26


21 


42 


63 


122 


226 


510 


510 




27


21 


42 


63 


122 


226 


510 


510 




28


21 


42 


63 


122 


226 


510 


510 




29


23 


42 


63 


122 


225 


510 


510 




30


24 


42 


63 


121 


225 


510 


510 




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 


19 


42 


109 


224 


508 


1 251 




2


6 


19 


42 


109 


224 


508 


1 007 




3


7 


21 


43 


104 


220 


505 


820 




4


9 


24 


46 


107 


219 


504 


678 




5


10 


26 


51 


110 


219 


504 


569 




6


11 


28 


54 


114 


219 


504 


504 




7


12 


30 


56 


117 


219 


504 


504 




8


12 


31 


56 


116 


219 


504 


504 




9


12 


32 


56 


115 


219 


504 


504 




10


13 


33 


56 


115 


219 


504 


504 




11


14 


34 


57 


115 


219 


504 


504 




12


14 


35 


57 


115 


219 


504 


504 




13


14 


35 


57 


115 


219 


504 


504 




14


14 


36 


57 


115 


219 


504 


504 




15


14 


36 


57 


115 


219 


504 


504 




16


14 


36 


57 


115 


219 


504 


504 




17


14 


36 


57 


115 


219 


504 


504 




18


14 


36 


57 


115 


219 


504 


504 




19


15 


36 


57 


115 


219 


504 


504 




20


16 


36 


57 


115 


219 


504 


504 




21


16 


36 


57 


115 


219 


504 


504 




22


18 


36 


57 


115 


219 


504 


504 




23


18 


36 


57 


115 


219 


504 


504 




24


19 


36 


57 


115 


219 


504 


504 




25


19 


36 


57 


115 


219 


504 


504 




26


20 


36 


57 


115 


219 


504 


504 




27


21 


36 


57 


115 


219 


504 


504 




28


21 


36 


57 


115 


219 


504 


504 




29


22 


36 


57 


115 


219 


504 


504 




30


23 


36 


57 


115 


219 


504 


504 




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


80 


93 


115 


183 


297 


582 


1 368 




2


76 


89 


112 


179 


294 


579 


1 095 




3


80 


94 


115 


176 


293 


577 


888 




4


79 


94 


116 


177 


290 


574 


732 




5


78 


94 


119 


178 


288 


572 


612 




6


78 


95 


121 


181 


286 


571 


571 




7


77 


95 


121 


182 


284 


569 


569 




8


76 


95 


120 


180 


283 


568 


568 




9


75 


95 


119 


178 


282 


567 


567 




10


73 


93 


116 


175 


279 


564 


564 




11


71 


91 


114 


173 


277 


561 


561 




12


70 


91 


113 


172 


275 


560 


560 




13


70 


91 


112 


171 


275 


559 


559 




14


70 


91 


112 


171 


274 


559 


559 




15


69 


90 


112 


170 


274 


559 


559 




16


69 


90 


111 


170 


274 


558 


558 




17


68 


90 


111 


169 


273 


558 


558 




18


68 


89 


110 


169 


273 


558 


558 




19


67 


88 


110 


168 


272 


557 


557 




20


67 


88 


109 


168 


272 


556 


556 




21


66 


87 


108 


167 


271 


556 


556 




22


65 


87 


108 


166 


270 


555 


555 




23


64 


86 


107 


165 


269 


554 


554 




24


63 


85 


106 


164 


268 


553 


553 




25


62 


84 


105 


163 


267 


552 


552 




26


61 


83 


104 


162 


266 


551 


551 




27


60 


82 


103 


161 


265 


550 


550 




28


59 


81 


102 


160 


264 


549 


549 




29


58 


79 


100 


159 


263 


548 


548 




30


57 


78 


99 


158 


262 


547 


547 




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 


23 


46 


114 


228 


513 


1 254 




2


12 


25 


47 


115 


230 


514 


1 009 




3


14 


28 


50 


111 


227 


512 


822 




4


16 


31 


53 


114 


227 


511 


679 




5


17 


34 


58 


117 


227 


511 


570 




6


18 


36 


62 


122 


227 


511 


511 




7


19 


37 


63 


124 


226 


511 


511 




8


19 


38 


63 


123 


226 


511 


511 




9


19 


38 


62 


122 


226 


510 


510 




10


19 


39 


62 


121 


225 


510 


510 




11


19 


40 


63 


121 


225 


510 


510 




12


20 


41 


63 


121 


225 


510 


510 




13


20 


41 


63 


121 


225 


510 


510 




14


20 


42 


63 


121 


225 


510 


510 




15


21 


42 


63 


122 


225 


510 


510 




16


20 


42 


63 


121 


225 


510 


510 




17


21 


42 


63 


122 


226 


510 


510 




18


21 


42 


63 


122 


226 


510 


510 




19


21 


42 


63 


122 


226 


511 


511 




20


22 


43 


64 


123 


227 


511 


511 




21


22 


43 


64 


123 


227 


512 


512 




22


22 


44 


65 


123 


227 


512 


512 




23


23 


44 


65 


124 


227 


512 


512 




24


23 


44 


65 


124 


227 


512 


512 




25


23 


44 


65 


124 


227 


512 


512 




26


23 


44 


65 


124 


227 


512 


512 




27


22 


44 


65 


123 


227 


512 


512 




28


22 


44 


65 


123 


227 


512 


512 




29


22 


43 


64 


123 


227 


512 


512 




30


23 


43 


64 


123 


227 


512 


512 




2.6.   Lev













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


5 


18 


41 


109 


223 


508 


1 251 




2


5 


18 


41 


109 


223 


508 


1 006 




3


7 


21 


42 


103 


220 


504 


819 




4


8 


23 


45 


106 


219 


503 


677 




5


9 


25 


50 


109 


219 


503 


569 




6


10 


27 


54 


114 


219 


503 


503 




7


12 


30 


55 


116 


219 


503 


503 




8


12 


30 


55 


115 


219 


503 


503 




9


12 


31 


55 


115 


219 


503 


503 




10


12 


32 


56 


115 


219 


503 


503 




11


13 


33 


56 


115 


219 


503 


503 




12


13 


34 


56 


115 


219 


503 


503 




13


14 


35 


56 


115 


219 


503 


503 




14


14 


35 


56 


115 


219 


503 


503 




15


14 


35 


56 


115 


219 


503 


503 




16


14 


35 


56 


115 


219 


503 


503 




17


14 


35 


56 


115 


219 


503 


503 




18


14 


35 


56 


115 


219 


503 


503 




19


15 


35 


56 


115 


219 


503 


503 




20


16 


35 


56 


115 


219 


503 


503 




21


16 


35 


56 


115 


219 


503 


503 




22


18 


35 


56 


115 


219 


503 


503 




23


18 


35 


56 


115 


219 


503 


503 




24


19 


35 


56 


115 


219 


503 


503 




25


19 


35 


56 


115 


219 


503 


503 




26


20 


35 


56 


115 


219 


503 


503 




27


21 


35 


56 


115 


219 


503 


503 




28


21 


35 


56 


115 


219 


503 


503 




29


22 


35 


56 


115 


219 


503 


503 




30


23 


35 


56 


115 


219 


503 


503 




2.7.   Pound sterling













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


7 


24 


52 


139 


242 


527 


1 291 




2


7 


24 


52 


139 


242 


527 


1 040 




3


8 


26 


52 


127 


239 


523 


847 




4


10 


28 


54 


119 


237 


521 


699 




5


12 


30 


56 


110 


236 


520 


586 




6


14 


34 


59 


104 


235 


519 


519 




7


16 


36 


60 


98 


233 


518 


518 




8


18 


38 


59 


92 


232 


517 


517 




9


20 


44 


62 


87 


231 


516 


516 




10


20 


44 


61 


85 


231 


515 


515 




11


19 


43 


59 


85 


230 


514 


514 




12


19 


43 


60 


87 


229 


514 


514 




13


19 


43 


60 


87 


228 


513 


513 




14


19 


43 


60 


87 


228 


512 


512 




15


19 


43 


60 


87 


227 


512 


512 




16


19 


43 


60 


87 


226 


510 


510 




17


19 


44 


60 


87 


225 


510 


510 




18


19 


44 


60 


87 


224 


509 


509 




19


19 


44 


60 


87 


224 


509 


509 




20


19 


44 


60 


87 


225 


509 


509 




21


19 


44 


60 


87 


225 


509 


509 




22


19 


44 


60 


87 


224 


509 


509 




23


19 


44 


60 


87 


224 


509 


509 




24


19 


44 


60 


87 


223 


508 


508 




25


20 


44 


60 


87 


223 


507 


507 




26


20 


44 


60 


87 


222 


507 


507 




27


21 


44 


60 


87 


221 


506 


506 




28


21 


44 


60 


87 


221 


506 


506 




29


23 


44 


60 


87 


220 


505 


505 




30


24 


44 


60 


87 


220 


505 


505 




2.8.   Romanian leu













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


84 


97 


119 


187 


302 


586 


1 293 




2


83 


95 


118 


186 


300 


585 


1 044 




3


83 


97 


118 


180 


296 


580 


854 




4


82 


97 


120 


181 


293 


578 


709 




5


82 


98 


123 


182 


291 


576 


597 




6


81 


98 


124 


185 


289 


574 


574 




7


80 


98 


124 


185 


287 


572 


572 




8


78 


97 


122 


182 


285 


570 


570 




9


76 


96 


120 


179 


283 


568 


568 




10


76 


96 


119 


178 


282 


567 


567 




11


75 


95 


118 


177 


281 


565 


565 




12


74 


95 


117 


175 


279 


564 


564 




13


73 


94 


115 


174 


278 


562 


562 




14


71 


93 


114 


172 


276 


561 


561 




15


70 


91 


112 


171 


275 


560 


560 




16


69 


90 


111 


170 


274 


559 


559 




17


68 


89 


110 


169 


273 


558 


558 




18


67 


88 


109 


168 


272 


557 


557 




19


66 


88 


109 


167 


271 


556 


556 




20


66 


87 


108 


167 


270 


555 


555 




21


65 


86 


107 


166 


269 


554 


554 




22


64 


85 


106 


165 


268 


553 


553 




23


63 


84 


105 


164 


267 


552 


552 




24


61 


83 


104 


162 


266 


551 


551 




25


60 


82 


103 


161 


265 


550 


550 




26


59 


80 


101 


160 


264 


549 


549 




27


58 


79 


100 


159 


263 


548 


548 




28


57 


78 


99 


158 


262 


547 


547 




29


56 


77 


98 


157 


261 


545 


545 




30


55 


76 


97 


156 


260 


544 


544 




2.9.   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


57 


70 


92 


160 


275 


559 


1 288 




2


56 


69 


92 


159 


274 


559 


1 037 




3


57 


71 


93 


154 


270 


554 


846 




4


57 


72 


95 


156 


268 


553 


700 




5


57 


74 


98 


157 


267 


551 


589 




6


57 


74 


100 


160 


265 


550 


550 




7


57 


75 


101 


162 


264 


549 


549 




8


56 


74 


100 


159 


263 


547 


547 




9


54 


74 


98 


157 


261 


546 


546 




10


54 


74 


97 


156 


260 


545 


545 




11


54 


74 


97 


156 


259 


544 


544 




12


53 


74 


96 


155 


259 


543 


543 




13


53 


74 


95 


154 


258 


543 


543 




14


53 


74 


95 


153 


257 


542 


542 




15


52 


73 


94 


153 


257 


541 


541 




16


51 


72 


93 


152 


256 


541 


541 




17


51 


72 


93 


152 


255 


540 


540 




18


50 


71 


92 


151 


255 


540 


540 




19


50 


71 


92 


151 


255 


539 


539 




20


50 


71 


92 


151 


254 


539 


539 




21


49 


70 


91 


150 


254 


539 


539 




22


49 


70 


91 


150 


254 


538 


538 




23


48 


69 


90 


149 


253 


538 


538 




24


48 


69 


90 


149 


252 


537 


537 




25


47 


68 


89 


148 


252 


536 


536 




26


46 


67 


88 


147 


251 


536 


536 




27


45 


67 


88 


146 


250 


535 


535 




28


45 


66 


87 


146 


250 


534 


534 




29


44 


65 


86 


145 


249 


534 


534 




30


43 


64 


86 


144 


248 


533 


533 




2.10.   Króna













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


91 


104 


126 


194 


308 


593 


1 345 




2


90 


103 


126 


194 


308 


593 


1 078 




3


90 


104 


126 


187 


303 


588 


875 




4


90 


105 


128 


188 


301 


586 


722 




5


91 


107 


131 


190 


300 


585 


605 




6


91 


108 


134 


194 


299 


584 


584 




7


92 


110 


136 


197 


299 


584 


584 




8


92 


111 


136 


196 


299 


584 


584 




9


92 


111 


136 


195 


299 


584 


584 




10


93 


113 


136 


195 


299 


584 


584 




11


93 


113 


136 


195 


299 


583 


583 




12


93 


113 


135 


194 


298 


583 


583 




13


92 


113 


134 


193 


297 


582 


582 




14


91 


112 


133 


192 


296 


581 


581 




15


90 


111 


132 


191 


295 


580 


580 




16


89 


110 


131 


190 


294 


578 


578 




17


88 


109 


130 


189 


293 


577 


577 




18


87 


108 


129 


188 


292 


576 


576 




19


86 


107 


128 


187 


291 


575 


575 




20


85 


106 


127 


186 


290 


574 


574 




21


84 


105 


126 


184 


288 


573 


573 




22


82 


103 


124 


183 


287 


572 


572 




23


81 


102 


123 


182 


286 


570 


570 




24


79 


100 


121 


180 


284 


569 


569 




25


78 


99 


120 


179 


283 


567 


567 




26


76 


97 


118 


177 


281 


566 


566 




27


75 


96 


117 


176 


279 


564 


564 




28


73 


94 


115 


174 


278 


563 


563 




29


72 


93 


114 


173 


276 


561 


561 




30


70 


91 


112 


171 


275 


560 


560 




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 


44 


66 


134 


249 


533 


1 268 




2


32 


44 


67 


135 


249 


534 


1 021 




3


32 


46 


68 


129 


245 


530 


832 




4


33 


48 


70 


131 


243 


528 


688 




5


33 


49 


74 


133 


242 


527 


577 




6


34 


51 


77 


137 


242 


526 


526 




7


34 


52 


78 


139 


241 


526 


526 




8


33 


52 


77 


137 


240 


525 


525 




9


33 


52 


76 


135 


239 


524 


524 




10


32 


52 


76 


135 


239 


523 


523 




11


32 


53 


75 


134 


238 


523 


523 




12


32 


53 


75 


134 


237 


522 


522 




13


32 


53 


74 


133 


237 


521 


521 




14


31 


53 


74 


132 


236 


521 


521 




15


31 


52 


73 


132 


236 


520 


520 




16


30 


51 


72 


131 


235 


520 


520 




17


30 


51 


72 


131 


235 


520 


520 




18


30 


51 


72 


131 


235 


519 


519 




19


30 


51 


72 


131 


234 


519 


519 




20


30 


51 


72 


131 


235 


519 


519 




21


30 


51 


72 


131 


235 


519 


519 




22


30 


51 


72 


131 


235 


519 


519 




23


30 


51 


72 


131 


234 


519 


519 




24


29 


51 


72 


130 


234 


519 


519 




25


29 


50 


71 


130 


234 


519 


519 




26


29 


50 


71 


130 


234 


518 


518 




27


29 


50 


71 


129 


233 


518 


518 




28


28 


49 


70 


129 


233 


518 


518 




29


28 


49 


70 


129 


233 


517 


517 




30


28 


49 


70 


129 


232 


517 


517 




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 


4 


23 


91 


206 


490 


1 214 




2


1 


5 


24 


92 


206 


491 


979 




3


2 


5 


26 


87 


203 


488 


799 




4


3 


6 


29 


89 


202 


487 


662 




5


4 


9 


34 


93 


202 


487 


556 




6


5 


11 


37 


97 


202 


487 


487 




7


5 


13 


39 


100 


202 


487 


487 




8


7 


14 


39 


99 


202 


487 


487 




9


7 


15 


39 


98 


202 


487 


487 




10


8 


16 


39 


98 


202 


487 


487 




11


9 


18 


40 


99 


203 


488 


488 




12


9 


17 


39 


98 


202 


487 


487 




13


10 


19 


40 


99 


203 


487 


487 




14


12 


19 


40 


99 


202 


487 


487 




15


12 


18 


39 


97 


201 


486 


486 




16


13 


17 


38 


97 


201 


485 


485 




17


14 


17 


38 


97 


201 


485 


485 




18


14 


17 


38 


97 


201 


485 


485 




19


15 


18 


38 


97 


201 


486 


486 




20


15 


18 


39 


98 


202 


486 


486 




21


16 


19 


39 


98 


202 


487 


487 




22


18 


19 


39 


98 


202 


487 


487 




23


18 


21 


39 


98 


202 


486 


486 




24


19 


21 


39 


98 


202 


486 


486 




25


19 


22 


39 


98 


201 


486 


486 




26


20 


22 


39 


97 


201 


486 


486 




27


20 


23 


39 


97 


201 


486 


486 




28


21 


24 


40 


97 


201 


486 


486 




29


22 


24 


41 


97 


201 


486 


486 




30


22 


26 


42 


97 


201 


486 


486 




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


44 


57 


80 


147 


262 


546 


1 265 




2


44 


57 


80 


147 


262 


546 


1 019 




3


45 


59 


81 


142 


258 


543 


831 




4


46 


61 


83 


144 


257 


541 


688 




5


46 


62 


87 


146 


256 


540 


578 




6


47 


64 


90 


150 


255 


540 


540 




7


47 


65 


91 


152 


254 


539 


539 




8


46 


65 


90 


150 


253 


538 


538 




9


45 


65 


89 


148 


252 


537 


537 




10


45 


65 


89 


148 


252 


536 


536 




11


45 


66 


88 


147 


251 


536 


536 




12


45 


66 


88 


146 


250 


535 


535 




13


45 


66 


87 


146 


250 


534 


534 




14


44 


65 


87 


145 


249 


534 


534 




15


44 


65 


86 


145 


249 


533 


533 




16


43 


64 


85 


144 


248 


533 


533 




17


43 


64 


85 


144 


247 


532 


532 




18


42 


63 


84 


143 


247 


532 


532 




19


42 


63 


84 


143 


247 


531 


531 




20


42 


63 


84 


143 


246 


531 


531 




21


41 


62 


83 


142 


246 


531 


531 




22


41 


62 


83 


142 


246 


530 


530 




23


40 


61 


82 


141 


245 


530 


530 




24


40 


61 


82 


141 


244 


529 


529 




25


39 


60 


81 


140 


244 


528 


528 




26


38 


59 


80 


139 


243 


528 


528 




27


37 


59 


80 


138 


242 


527 


527 




28


37 


58 


79 


138 


241 


526 


526 




29


36 


57 


78 


137 


241 


525 


525 




30


35 


56 


77 


136 


240 


525 


525 




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


16 


29 


52 


120 


234 


519 


1 214 




2


20 


33 


55 


123 


238 


522 


980 




3


24 


38 


60 


121 


237 


522 


801 




4


28 


43 


65 


126 


239 


523 


664 




5


30 


47 


71 


130 


240 


524 


559 




6


30 


47 


73 


133 


238 


523 


523 




7


34 


52 


78 


139 


241 


526 


526 




8


33 


52 


77 


137 


240 


525 


525 




9


34 


54 


78 


137 


241 


526 


526 




10


36 


56 


80 


138 


242 


527 


527 




11


38 


58 


81 


140 


243 


528 


528 




12


39 


60 


81 


140 


244 


529 


529 




13


39 


60 


82 


141 


244 


529 


529 




14


40 


61 


82 


141 


245 


530 


530 




15


40 


61 


82 


141 


245 


530 


530 




16


40 


61 


82 


141 


245 


529 


529 




17


40 


61 


82 


141 


245 


530 


530 




18


40 


61 


82 


141 


244 


529 


529 




19


39 


60 


82 


140 


244 


529 


529 




20


39 


61 


82 


140 


244 


529 


529 




21


39 


61 


82 


140 


244 


529 


529 




22


39 


60 


81 


140 


244 


529 


529 




23


39 


60 


81 


140 


244 


528 


528 




24


39 


60 


81 


139 


243 


528 


528 




25


38 


59 


80 


139 


243 


528 


528 




26


38 


59 


80 


139 


242 


527 


527 




27


37 


58 


79 


138 


242 


527 


527 




28


37 


58 


79 


138 


241 


526 


526 




29


36 


57 


78 


137 


241 


526 


526 




30


36 


57 


78 


136 


240 


525 


525 




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


18 


31 


54 


122 


236 


521 


1 275 




2


19 


32 


55 


122 


237 


522 


1 025 




3


21 


35 


57 


118 


234 


519 


833 




4


23 


38 


60 


121 


234 


518 


687 




5


24 


40 


65 


124 


233 


518 


576 




6


25 


42 


68 


128 


233 


518 


518 




7


26 


44 


70 


131 


233 


518 


518 




8


26 


45 


70 


130 


233 


518 


518 




9


26 


46 


70 


129 


233 


518 


518 




10


27 


47 


70 


129 


233 


518 


518 




11


28 


48 


71 


129 


233 


518 


518 




12


28 


49 


71 


130 


233 


518 


518 




13


28 


49 


71 


130 


233 


518 


518 




14


29 


50 


71 


130 


233 


518 


518 




15


29 


50 


71 


130 


233 


518 


518 




16


28 


50 


71 


129 


233 


518 


518 




17


28 


50 


71 


129 


233 


518 


518 




18


28 


50 


71 


129 


233 


518 


518 




19


28 


50 


71 


129 


233 


518 


518 




20


29 


50 


71 


129 


233 


518 


518 




21


28 


50 


71 


129 


233 


518 


518 




22


28 


49 


70 


129 


233 


518 


518 




23


28 


49 


70 


129 


233 


517 


517 




24


27 


48 


70 


128 


232 


517 


517 




25


27 


48 


69 


128 


232 


516 


516 




26


26 


48 


69 


127 


231 


516 


516 




27


26 


47 


68 


127 


231 


515 


515 




28


25 


47 


68 


126 


230 


515 


515 




29


25 


46 


67 


126 


230 


515 


515 




30


25 


46 


67 


126 


229 


514 


514 




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


53 


66 


89 


156 


271 


555 


1 317 




2


55 


68 


90 


158 


273 


557 


1 047 




3


58 


72 


94 


155 


271 


556 


850 




4


61 


76 


98 


159 


271 


556 


702 




5


63 


79 


103 


162 


272 


557 


590 




6


64 


81 


107 


168 


272 


557 


557 




7


65 


83 


109 


170 


272 


557 


557 




8


65 


84 


109 


169 


272 


557 


557 




9


65 


84 


109 


168 


272 


557 


557 




10


66 


86 


109 


168 


272 


557 


557 




11


66 


86 


109 


168 


272 


556 


556 




12


66 


87 


109 


167 


271 


556 


556 




13


65 


86 


108 


167 


270 


555 


555 




14


65 


86 


107 


166 


270 


554 


554 




15


64 


85 


106 


165 


269 


554 


554 




16


64 


85 


106 


164 


268 


553 


553 




17


63 


84 


105 


164 


268 


552 


552 




18


62 


83 


105 


163 


267 


552 


552 




19


62 


83 


104 


163 


267 


551 


551 




20


61 


82 


103 


162 


266 


551 


551 




21


60 


82 


103 


161 


265 


550 


550 




22


60 


81 


102 


161 


264 


549 


549 




23


59 


80 


101 


160 


264 


548 


548 




24


58 


79 


100 


159 


263 


547 


547 




25


57 


78 


99 


158 


262 


546 


546 




26


56 


77 


98 


157 


261 


546 


546 




27


55 


76 


97 


156 


260 


545 


545 




28


54 


75 


96 


155 


259 


544 


544 




29


53 


74 


95 


154 


258 


543 


543 




30


52 


74 


95 


153 


257 


542 


542 




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


84 


97 


119 


187 


302 


586 


1 363 




2


89 


102 


124 


192 


307 


591 


1 100 




3


91 


105 


127 


188 


305 


589 


898 




4


93 


108 


131 


191 


304 


589 


745 




5


97 


113 


137 


196 


306 


591 


627 




6


99 


116 


142 


202 


307 


592 


592 




7


101 


119 


145 


205 


308 


592 


592 




8


102 


121 


146 


206 


309 


594 


594 




9


103 


122 


147 


206 


310 


595 


595 




10


104 


124 


147 


206 


310 


595 


595 




11


104 


124 


147 


206 


310 


594 


594 




12


104 


124 


146 


205 


309 


594 


594 




13


103 


124 


145 


204 


308 


593 


593 




14


102 


123 


144 


203 


306 


591 


591 




15


100 


121 


143 


201 


305 


590 


590 




16


99 


120 


141 


200 


304 


588 


588 




17


98 


119 


140 


199 


302 


587 


587 




18


96 


117 


138 


197 


301 


586 


586 




19


95 


116 


137 


196 


300 


584 


584 




20


93 


115 


136 


194 


298 


583 


583 




21


92 


113 


134 


193 


297 


581 


581 




22


90 


112 


133 


191 


295 


580 


580 




23


89 


110 


131 


190 


294 


578 


578 




24


87 


108 


129 


188 


292 


576 


576 




25


85 


106 


127 


186 


290 


575 


575 




26


84 


105 


126 


184 


288 


573 


573 




27


82 


103 


124 


183 


287 


571 


571 




28


80 


101 


122 


181 


285 


570 


570 




29


79 


100 


121 


179 


283 


568 


568 




30


77 


98 


119 


178 


282 


566 


566 




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


12 


25 


48 


115 


230 


515 


1 267 




2


15 


28 


50 


118 


233 


517 


1 019 




3


18 


32 


54 


115 


231 


516 


830 




4


21 


36 


58 


119 


232 


516 


686 




5


23 


39 


64 


123 


233 


517 


577 




6


25 


42 


68 


128 


233 


518 


518 




7


26 


44 


70 


131 


233 


518 


518 




8


26 


45 


70 


130 


233 


518 


518 




9


26 


46 


70 


129 


233 


518 


518 




10


27 


47 


70 


129 


233 


518 


518 




11


27 


48 


70 


129 


233 


518 


518 




12


27 


48 


70 


129 


233 


517 


517 




13


27 


48 


69 


128 


232 


517 


517 




14


27 


48 


69 


128 


231 


516 


516 




15


26 


47 


68 


127 


231 


516 


516 




16


25 


47 


68 


126 


230 


515 


515 




17


25 


46 


67 


126 


230 


515 


515 




18


25 


46 


67 


126 


230 


514 


514 




19


25 


46 


67 


126 


230 


514 


514 




20


25 


46 


67 


126 


230 


515 


515 




21


25 


46 


67 


126 


230 


515 


515 




22


25 


46 


67 


126 


230 


515 


515 




23


25 


46 


67 


126 


230 


515 


515 




24


25 


46 


67 


126 


230 


515 


515 




25


25 


46 


67 


126 


230 


514 


514 




26


25 


46 


67 


126 


229 


514 


514 




27


24 


46 


67 


125 


229 


514 


514 




28


24 


45 


66 


125 


229 


514 


514 




29


24 


45 


66 


125 


229 


513 


513 




30


24 


45 


66 


125 


229 


513 


513 




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


94 


107 


130 


197 


312 


596 


1 306 




2


95 


108 


131 


198 


313 


598 


1 055 




3


97 


111 


133 


194 


310 


595 


863 




4


99 


114 


136 


197 


310 


594 


716 




5


100 


116 


141 


200 


310 


594 


602 




6


101 


118 


144 


204 


309 


594 


594 




7


102 


120 


146 


207 


309 


594 


594 




8


102 


120 


146 


206 


309 


594 


594 




9


101 


121 


145 


204 


308 


593 


593 




10


100 


120 


144 


203 


307 


592 


592 




11


100 


120 


143 


201 


305 


590 


590 




12


98 


119 


141 


200 


304 


588 


588 




13


97 


118 


139 


198 


302 


587 


587 




14


95 


117 


138 


196 


300 


585 


585 




15


94 


115 


136 


195 


299 


583 


583 




16


92 


113 


134 


193 


297 


581 


581 




17


91 


112 


133 


191 


295 


580 


580 




18


89 


110 


131 


190 


294 


579 


579 




19


88 


109 


130 


189 


293 


577 


577 




20


87 


108 


129 


188 


292 


576 


576 




21


86 


107 


128 


187 


291 


575 


575 




22


85 


106 


127 


186 


289 


574 


574 




23


83 


105 


126 


184 


288 


573 


573 




24


82 


103 


124 


183 


287 


572 


572 




25


81 


102 


123 


182 


286 


571 


571 




26


80 


101 


122 


181 


285 


569 


569 




27


79 


100 


121 


180 


283 


568 


568 




28


77 


99 


120 


178 


282 


567 


567 




29


76 


98 


119 


177 


281 


566 


566 




30


75 


96 


117 


176 


280 


565 


565 




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


306 


319 


342 


409 


524 


809 


1 394 




2


88 


101 


124 


191 


306 


590 


1 108 




3


91 


105 


127 


188 


304 


589 


896 




4


94 


109 


132 


192 


305 


590 


739 




5


96 


113 


137 


196 


306 


590 


619 




6


98 


115 


141 


201 


306 


591 


591 




7


100 


118 


144 


204 


307 


591 


591 




8


100 


119 


144 


204 


307 


592 


592 




9


101 


120 


144 


204 


308 


592 


592 




10


101 


121 


144 


203 


307 


592 


592 




11


102 


122 


145 


203 


307 


592 


592 




12


102 


123 


145 


203 


307 


592 


592 




13


103 


124 


145 


204 


308 


592 


592 




14


103 


124 


145 


204 


308 


593 


593 




15


104 


125 


146 


205 


309 


593 


593 




16


105 


126 


147 


206 


310 


594 


594 




17


106 


127 


148 


207 


310 


595 


595 




18


106 


128 


149 


207 


311 


596 


596 




19


107 


128 


149 


208 


312 


597 


597 




20


108 


129 


150 


208 


312 


597 


597 




21


107 


129 


150 


208 


312 


597 


597 




22


107 


128 


149 


208 


312 


597 


597 




23


106 


127 


149 


207 


311 


596 


596 




24


105 


126 


148 


206 


310 


595 


595 




25


104 


125 


146 


205 


309 


594 


594 




26


103 


124 


145 


204 


308 


592 


592 




27


102 


123 


144 


202 


306 


591 


591 




28


100 


121 


142 


201 


305 


590 


590 




29


99 


120 


141 


200 


303 


588 


588 




30


97 


118 


139 


198 


302 


587 


587 




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 


11 


34 


102 


216 


501 


1 194 




2


1 


11 


34 


101 


216 


501 


963 




3


2 


13 


35 


96 


212 


497 


787 




4


3 


15 


37 


98 


211 


495 


652 




5


4 


17 


41 


100 


210 


495 


549 




6


5 


18 


44 


104 


209 


494 


494 




7


5 


19 


45 


106 


209 


493 


493 




8


7 


19 


45 


104 


208 


492 


492 




9


7 


19 


44 


103 


207 


491 


491 




10


8 


20 


43 


102 


206 


491 


491 




11


9 


21 


44 


102 


206 


491 


491 




12


9 


22 


44 


102 


206 


491 


491 




13


10 


22 


44 


102 


206 


491 


491 




14


12 


23 


44 


103 


207 


491 


491 




15


12 


23 


44 


103 


207 


492 


492 




16


13 


23 


45 


103 


207 


492 


492 




17


14 


24 


45 


104 


208 


492 


492 




18


14 


25 


46 


105 


208 


493 


493 




19


15 


25 


46 


105 


209 


494 


494 




20


15 


26 


47 


106 


210 


495 


495 




21


16 


27 


48 


107 


211 


495 


495 




22


17 


28 


49 


108 


211 


496 


496 




23


18 


28 


49 


108 


212 


497 


497 




24


19 


29 


50 


109 


212 


497 


497 




25


19 


29 


50 


109 


213 


498 


498 




26


20 


29 


51 


109 


213 


498 


498 




27


20 


30 


51 


110 


213 


498 


498 




28


21 


30 


51 


110 


214 


498 


498 




29


21 


30 


51 


110 


214 


499 


499 




30


22 


30 


52 


110 


214 


499 


499 




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


51 


63 


86 


154 


268 


553 


1 286 




2


51 


64 


87 


155 


269 


554 


1 033 




3


52 


66 


88 


149 


265 


550 


840 




4


53 


68 


90 


151 


264 


548 


694 




5


54 


70 


95 


154 


263 


548 


583 




6


54 


71 


97 


158 


263 


547 


547 




7


54 


72 


98 


159 


261 


546 


546 




8


54 


73 


98 


158 


261 


546 


546 




9


53 


73 


97 


156 


260 


545 


545 




10


53 


73 


96 


155 


259 


544 


544 




11


52 


72 


95 


154 


258 


542 


542 




12


51 


72 


94 


153 


256 


541 


541 




13


50 


71 


93 


151 


255 


540 


540 




14


49 


70 


91 


150 


254 


539 


539 




15


48 


69 


90 


149 


253 


537 


537 




16


47 


68 


89 


148 


251 


536 


536 




17


46 


67 


88 


147 


251 


535 


535 




18


45 


66 


87 


146 


250 


534 


534 




19


44 


65 


86 


145 


249 


534 


534 




20


44 


65 


86 


145 


249 


533 


533 




21


43 


64 


85 


144 


248 


533 


533 




22


43 


64 


85 


144 


247 


532 


532 




23


42 


63 


84 


143 


247 


531 


531 




24


41 


62 


84 


142 


246 


531 


531 




25


41 


62 


83 


142 


245 


530 


530 




26


40 


61 


82 


141 


245 


529 


529 




27


39 


60 


81 


140 


244 


529 


529 




28


39 


60 


81 


140 


243 


528 


528 




29


38 


59 


80 


139 


243 


527 


527 




30


37 


59 


80 


138 


242 


527 


527 




2.23.   Rand













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


113 


126 


149 


217 


331 


616 


1 343 




2


115 


128 


150 


218 


333 


617 


1 082 




3


118 


132 


154 


215 


331 


615 


884 




4


120 


135 


158 


218 


331 


616 


733 




5


123 


139 


164 


223 


332 


617 


618 




6


124 


141 


168 


228 


333 


617 


617 




7


126 


144 


170 


230 


333 


618 


618 




8


126 


144 


170 


230 


333 


618 


618 




9


126 


145 


169 


229 


333 


617 


617 




10


126 


146 


169 


228 


332 


617 


617 




11


126 


146 


169 


228 


331 


616 


616 




12


125 


146 


168 


226 


330 


615 


615 




13


124 


145 


166 


225 


329 


613 


613 




14


122 


143 


165 


223 


327 


612 


612 




15


121 


142 


163 


222 


325 


610 


610 




16


118 


140 


161 


219 


323 


608 


608 




17


117 


138 


159 


218 


322 


606 


606 




18


115 


136 


157 


216 


320 


604 


604 




19


113 


134 


155 


214 


318 


602 


602 




20


111 


132 


154 


212 


316 


601 


601 




21


110 


131 


152 


211 


314 


599 


599 




22


108 


129 


150 


209 


313 


597 


597 




23


106 


127 


148 


207 


311 


595 


595 




24


104 


125 


146 


205 


309 


594 


594 




25


102 


123 


144 


203 


307 


592 


592 




26


100 


122 


143 


201 


305 


590 


590 




27


99 


120 


141 


200 


303 


588 


588 




28


97 


118 


139 


198 


302 


586 


586 




29


95 


116 


137 


196 


300 


585 


585 




30


93 


115 


136 


194 


298 


583 


583 




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 


180 


202 


270 


385 


669 


1 393 




2


175 


188 


211 


279 


393 


678 


1 111 




3


181 


195 


217 


278 


394 


679 


905 




4


184 


199 


222 


282 


395 


680 


750 




5


186 


202 


227 


286 


395 


680 


680 




6


186 


203 


229 


290 


395 


679 


679 




7


187 


205 


231 


291 


394 


678 


678 




8


186 


204 


229 


289 


393 


677 


677 




9


185 


204 


228 


288 


392 


676 


676 




10


184 


204 


228 


287 


391 


675 


675 




11


183 


204 


226 


285 


389 


674 


674 




12


181 


202 


224 


283 


387 


671 


671 




13


179 


200 


222 


280 


384 


669 


669 




14


176 


198 


219 


277 


381 


666 


666 




15


174 


195 


216 


275 


378 


663 


663 




16


171 


192 


213 


272 


376 


660 


660 




17


168 


189 


210 


269 


373 


657 


657 




18


165 


186 


207 


266 


370 


654 


654 




19


162 


183 


204 


263 


367 


652 


652 




20


159 


180 


201 


260 


364 


649 


649 




21


156 


177 


198 


257 


361 


646 


646 




22


153 


174 


195 


254 


358 


643 


643 




23


150 


171 


192 


251 


355 


640 


640 




24


147 


168 


189 


248 


352 


636 


636 




25


144 


165 


186 


245 


349 


633 


633 




26


141 


162 


183 


242 


346 


630 


630 




27


138 


159 


180 


239 


343 


628 


628 




28


135 


156 


177 


236 


340 


625 


625 




29


132 


154 


175 


233 


337 


622 


622 




30


130 


151 


172 


231 


335 


619 


619 




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 


44 


67 


134 


249 


533 


1 213 




2


32 


45 


67 


135 


250 


534 


979 




3


33 


47 


69 


130 


247 


531 


801 




4


35 


50 


72 


133 


246 


530 


665 




5


36 


52 


77 


136 


245 


530 


560 




6


36 


53 


79 


140 


244 


529 


529 




7


37 


55 


81 


141 


244 


529 


529 




8


36 


54 


80 


140 


243 


528 


528 




9


35 


55 


79 


138 


242 


527 


527 




10


35 


55 


79 


137 


241 


526 


526 




11


35 


56 


78 


137 


241 


526 


526 




12


35 


56 


78 


136 


240 


525 


525 




13


35 


56 


77 


136 


240 


525 


525 




14


35 


56 


77 


136 


239 


524 


524 




15


34 


56 


77 


135 


239 


524 


524 




16


34 


56 


77 


135 


239 


524 


524 




17


34 


56 


77 


135 


239 


524 


524 




18


35 


56 


77 


136 


239 


524 


524 




19


35 


56 


77 


136 


240 


524 


524 




20


35 


56 


77 


136 


240 


524 


524 




21


35 


56 


77 


136 


240 


524 


524 




22


35 


56 


77 


136 


240 


524 


524 




23


35 


56 


77 


136 


239 


524 


524 




24


34 


56 


77 


135 


239 


524 


524 




25


34 


55 


76 


135 


239 


524 


524 




26


34 


55 


76 


135 


239 


523 


523 




27


34 


55 


76 


134 


238 


523 


523 




28


33 


54 


75 


134 


238 


523 


523 




29


33 


54 


75 


134 


238 


522 


522 




30


32 


54 


75 


133 


237 


522 


522 




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


29 


42 


65 


132 


247 


531 


1 237 




2


31 


44 


66 


134 


249 


533 


999 




3


34 


48 


70 


131 


247 


531 


817 




4


36 


51 


74 


134 


247 


532 


678 




5


39 


55 


79 


138 


248 


533 


571 




6


40 


57 


83 


143 


248 


533 


533 




7


42 


60 


86 


146 


249 


533 


533 




8


42 


60 


86 


145 


249 


533 


533 




9


42 


61 


86 


145 


249 


534 


534 




10


43 


63 


86 


145 


249 


534 


534 




11


44 


64 


87 


146 


250 


534 


534 




12


45 


65 


87 


146 


250 


535 


535 




13


45 


66 


87 


146 


250 


535 


535 




14


45 


66 


87 


146 


250 


535 


535 




15


45 


66 


87 


146 


250 


535 


535 




16


45 


66 


87 


146 


250 


534 


534 




17


45 


66 


87 


146 


250 


535 


535 




18


45 


66 


87 


146 


250 


535 


535 




19


45 


66 


88 


146 


250 


535 


535 




20


46 


67 


88 


147 


250 


535 


535 




21


46 


67 


88 


147 


251 


535 


535 




22


46 


67 


88 


147 


250 


535 


535 




23


45 


67 


88 


146 


250 


535 


535 




24


45 


66 


87 


146 


250 


534 


534 




25


44 


66 


87 


145 


249 


534 


534 




26


44 


65 


86 


145 


249 


533 


533 




27


43 


65 


86 


144 


248 


533 


533 




28


43 


64 


85 


144 


248 


532 


532 




29


42 


63 


84 


143 


247 


532 


532 




30


42 


63 


84 


143 


246 


531 


531 




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


127 


140 


163 


230 


345 


629 


1 355 




2


125 


138 


161 


229 


343 


628 


1 097 




3


126 


140 


162 


223 


339 


623 


899 




4


127 


142 


164 


225 


337 


622 


747 




5


127 


143 


168 


227 


337 


621 


630 




6


127 


144 


170 


231 


335 


620 


620 




7


128 


146 


172 


232 


335 


619 


619 




8


127 


146 


171 


231 


334 


619 


619 




9


126 


145 


170 


229 


333 


618 


618 




10


126 


146 


169 


228 


332 


617 


617 




11


126 


146 


169 


228 


332 


616 


616 




12


125 


146 


168 


227 


331 


615 


615 




13


124 


145 


167 


226 


329 


614 


614 




14


123 


145 


166 


224 


328 


613 


613 




15


122 


143 


164 


222 


326 


611 


611 




16


120 


141 


162 


221 


324 


609 


609 




17


117 


138 


159 


218 


322 


607 


607 




18


115 


136 


157 


216 


320 


605 


605 




19


113 


134 


155 


214 


318 


603 


603 




20


111 


132 


153 


212 


316 


601 


601 




21


109 


130 


151 


210 


314 


598 


598 




22


107 


128 


149 


208 


311 


596 


596 




23


104 


126 


147 


205 


309 


594 


594 




24


102 


123 


144 


203 


307 


592 


592 




25


100 


121 


142 


201 


305 


590 


590 




26


98 


119 


140 


199 


303 


587 


587 




27


96 


117 


138 


197 


301 


585 


585 




28


94 


115 


136 


195 


299 


583 


583 




29


92 


113 


134 


193 


296 


581 


581 




30


90 


111 


132 


191 


295 


579 


579 




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


1 


14 


37 


105 


219 


504 


1 249 




2


3 


16 


39 


106 


221 


505 


1 005 




3


6 


20 


41 


102 


219 


503 


820 




4


8 


23 


45 


106 


219 


503 


679 




5


10 


26 


51 


110 


219 


504 


570 




6


12 


29 


55 


115 


220 


504 


504 




7


13 


31 


57 


118 


220 


505 


505 




8


13 


32 


57 


117 


220 


505 


505 




9


13 


32 


57 


116 


220 


505 


505 




10


13 


33 


57 


116 


220 


504 


504 




11


14 


34 


57 


116 


219 


504 


504 




12


14 


35 


57 


115 


219 


504 


504 




13


14 


35 


56 


115 


219 


504 


504 




14


14 


35 


56 


115 


219 


503 


503 




15


14 


35 


56 


115 


219 


503 


503 




16


13 


34 


56 


114 


218 


503 


503 




17


14 


35 


56 


114 


218 


503 


503 




18


14 


35 


56 


114 


218 


503 


503 




19


15 


35 


56 


115 


219 


503 


503 




20


16 


35 


56 


115 


219 


504 


504 




21


16 


36 


57 


116 


219 


504 


504 




22


18 


36 


57 


116 


220 


504 


504 




23


18 


36 


57 


116 


220 


505 


505 




24


19 


36 


57 


116 


220 


505 


505 




25


20 


36 


58 


116 


220 


505 


505 




26


20 


37 


58 


116 


220 


505 


505 




27


21 


37 


58 


116 


220 


505 


505 




28


21 


37 


58 


116 


220 


505 


505 




29


22 


37 


58 


116 


220 


505 


505 




30


23 


37 


58 


116 


220 


505 


505 




2.29.   South Korean won













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


35 


48 


71 


138 


253 


537 


1 248 




2


35 


48 


71 


139 


253 


538 


1 005 




3


36 


50 


71 


133 


249 


533 


820 




4


36 


51 


73 


134 


247 


531 


679 




5


36 


52 


77 


136 


246 


530 


571 




6


38 


55 


82 


142 


247 


531 


531 




7


36 


54 


80 


141 


243 


528 


528 




8


39 


58 


83 


143 


246 


531 


531 




9


39 


58 


82 


141 


245 


530 


530 




10


34 


54 


77 


136 


240 


525 


525 




11


30 


51 


74 


132 


236 


521 


521 




12


28 


49 


71 


129 


233 


518 


518 




13


26 


47 


68 


127 


231 


516 


516 




14


24 


45 


66 


125 


229 


514 


514 




15


23 


44 


65 


124 


228 


512 


512 




16


21 


43 


64 


122 


226 


511 


511 




17


21 


42 


63 


122 


226 


510 


510 




18


20 


41 


62 


121 


225 


510 


510 




19


20 


41 


62 


121 


225 


509 


509 




20


20 


41 


62 


121 


225 


509 


509 




21


20 


41 


62 


121 


225 


509 


509 




22


20 


41 


62 


121 


225 


509 


509 




23


20 


41 


62 


121 


224 


509 


509 




24


20 


41 


62 


120 


224 


509 


509 




25


20 


41 


62 


120 


224 


509 


509 




26


20 


40 


61 


120 


224 


509 


509 




27


21 


40 


61 


120 


224 


509 


509 




28


21 


40 


61 


120 


224 


508 


508 




29


22 


40 


61 


120 


224 


508 


508 




30


23 


40 


61 


120 


223 


508 


508 




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


210 


223 


246 


314 


428 


713 


1 423 




2


207 


220 


243 


310 


425 


709 


1 160 




3


204 


217 


239 


300 


417 


701 


959 




4


200 


215 


238 


298 


411 


696 


803 




5


197 


213 


238 


297 


406 


691 


691 




6


193 


210 


236 


296 


401 


686 


686 




7


190 


208 


234 


295 


397 


682 


682 




8


185 


204 


229 


289 


393 


677 


677 




9


182 


201 


225 


284 


388 


673 


673 




10


178 


198 


221 


280 


384 


669 


669 




11


174 


195 


217 


276 


380 


665 


665 




12


171 


192 


213 


272 


376 


661 


661 




13


167 


188 


209 


268 


372 


657 


657 




14


163 


185 


206 


264 


368 


653 


653 




15


160 


181 


202 


261 


365 


649 


649 




16


156 


177 


198 


257 


361 


646 


646 




17


153 


174 


195 


254 


358 


642 


642 




18


150 


171 


192 


251 


355 


639 


639 




19


147 


168 


189 


248 


352 


636 


636 




20


144 


165 


186 


245 


349 


633 


633 




21


141 


162 


183 


242 


346 


631 


631 




22


138 


159 


180 


239 


343 


628 


628 




23


135 


156 


177 


236 


340 


625 


625 




24


132 


154 


175 


233 


337 


622 


622 




25


130 


151 


172 


231 


334 


619 


619 




26


127 


148 


169 


228 


332 


616 


616 




27


124 


146 


167 


225 


329 


614 


614 




28


122 


143 


164 


223 


327 


611 


611 




29


119 


141 


162 


220 


324 


609 


609 




30


117 


138 


159 


218 


322 


607 


607 




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


8 


25 


47 


100 


235 


519 


1 278 




2


8 


25 


47 


100 


235 


519 


1 024 




3


10 


28 


50 


96 


233 


517 


832 




4


12 


33 


54 


95 


233 


517 


687 




5


16 


38 


59 


97 


233 


518 


577 




6


18 


42 


63 


95 


234 


519 


519 




7


19 


44 


63 


90 


234 


519 


519 




8


18 


43 


62 


89 


234 


519 


519 




9


19 


45 


65 


92 


234 


519 


519 




10


21 


48 


67 


96 


234 


519 


519 




11


23 


50 


68 


99 


234 


519 


519 




12


24 


52 


70 


99 


234 


519 


519 




13


26 


54 


70 


100 


234 


519 


519 




14


26 


55 


71 


100 


234 


519 


519 




15


26 


55 


71 


100 


234 


519 


519 




16


26 


55 


71 


100 


234 


519 


519 




17


26 


55 


71 


100 


234 


519 


519 




18


26 


55 


71 


100 


234 


519 


519 




19


26 


55 


71 


100 


234 


519 


519 




20


26 


55 


71 


100 


234 


519 


519 




21


26 


55 


71 


100 


235 


519 


519 




22


26 


55 


71 


100 


235 


519 


519 




23


26 


55 


71 


100 


234 


519 


519 




24


26 


55 


71 


100 


234 


519 


519 




25


26 


55 


71 


100 


234 


519 


519 




26


26 


55 


71 


100 


234 


518 


518 




27


26 


55 


71 


100 


233 


518 


518 




28


26 


55 


71 


100 


233 


518 


518 




29


26 


55 


71 


100 


233 


517 


517 




30


26 


55 


71 


100 


232 


517 


517 




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 


4 


14 


82 


196 


481 


1 177 




2


1 


5 


13 


80 


195 


479 


950 




3


2 


5 


13 


74 


190 


475 


776 




4


2 


6 


15 


75 


188 


473 


644 




5


4 


6 


19 


78 


187 


472 


542 




6


5 


7 


22 


82 


187 


472 


472 




7


5 


9 


23 


84 


187 


471 


471 




8


7 


9 


23 


83 


186 


471 


471 




9


7 


10 


23 


83 


186 


471 


471 




10


8 


10 


24 


83 


187 


471 


471 




11


9 


11 


24 


83 


187 


471 


471 




12


9 


11 


24 


83 


187 


471 


471 




13


10 


13 


24 


83 


187 


472 


472 




14


11 


14 


25 


83 


187 


472 


472 




15


12 


14 


25 


84 


188 


472 


472 




16


13 


15 


26 


84 


188 


472 


472 




17


13 


15 


27 


84 


188 


473 


473 




18


14 


17 


28 


85 


189 


473 


473 




19


15 


17 


29 


85 


189 


474 


474 




20


15 


18 


30 


86 


190 


474 


474 




21


16 


18 


32 


86 


190 


475 


475 




22


16 


19 


33 


87 


191 


475 


475 




23


18 


20 


34 


87 


191 


475 


475 




24


19 


21 


35 


87 


191 


476 


476 




25


19 


22 


36 


87 


191 


476 


476 




26


20 


22 


37 


87 


191 


476 


476 




27


20 


23 


38 


87 


191 


475 


475 




28


21 


23 


40 


87 


191 


475 


475 




29


21 


24 


41 


87 


191 


475 


475 




30


22 


24 


42 


87 


191 


475 


475 




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 


14 


20 


41 


158 


306 


3 148 




2


2 


14 


20 


41 


158 


347 


2 358 




3


1 


14 


22 


46 


153 


361 


1 785 




4


1 


15 


25 


50 


150 


361 


1 382 




5


2 


17 


29 


52 


150 


352 


1 096 




6


4 


20 


31 


55 


150 


338 


889 




7


5 


22 


33 


57 


150 


322 


735 




8


6 


23 


34 


59 


150 


305 


618 




9


6 


24 


35 


62 


150 


288 


526 




10


6 


25 


37 


64 


150 


271 


453 




11


7 


25 


38 


65 


150 


254 


393 




12


7 


25 


38 


65 


150 


243 


344 




13


7 


26 


38 


65 


150 


243 


303 




14


7 


26 


38 


65 


150 


243 


268 




15


7 


26 


40 


65 


150 


243 


243 




16


7 


26 


42 


65 


150 


243 


243 




17


7 


26 


45 


65 


150 


243 


243 




18


7 


26 


47 


65 


150 


243 


243 




19


7 


26 


49 


65 


150 


243 


243 




20


8 


26 


52 


65 


150 


243 


243 




21


8 


26 


54 


65 


150 


243 


243 




22


9 


26 


56 


65 


150 


243 


243 




23


9 


26 


59 


65 


150 


243 


243 




24


9 


26 


61 


65 


150 


243 


243 




25


10 


26 


64 


65 


150 


243 


243 




26


10 


26 


66 


67 


150 


243 


243 




27


11 


26 


69 


68 


150 


243 


243 




28


11 


26 


71 


70 


150 


243 


243 




29


11 


26 


74 


72 


150 


243 


243 




30


12 


26 


76 


73 


150 


243 


243 




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


14 


26 


32 


53 


170 


318 


3 284 




2


15 


27 


34 


55 


171 


357 


2 437 




3


15 


27 


36 


59 


166 


370 


1 837 




4


14 


28 


38 


63 


163 


368 


1 419 




5


15 


29 


41 


64 


162 


359 


1 124 




6


15 


31 


42 


66 


162 


345 


911 




7


16 


33 


43 


67 


161 


328 


753 




8


15 


33 


44 


69 


160 


311 


632 




9


15 


33 


45 


71 


160 


293 


538 




10


15 


33 


46 


73 


159 


276 


463 




11


15 


33 


46 


73 


158 


259 


402 




12


14 


33 


45 


73 


158 


251 


352 




13


14 


32 


45 


72 


157 


250 


310 




14


13 


32 


44 


71 


157 


250 


274 




15


13 


31 


44 


71 


156 


249 


249 




16


12 


31 


43 


71 


156 


249 


249 




17


12 


31 


45 


71 


156 


249 


249 




18


12 


31 


48 


70 


156 


249 


249 




19


12 


31 


51 


71 


156 


249 


249 




20


13 


31 


52 


71 


156 


249 


249 




21


13 


32 


55 


71 


156 


249 


249 




22


13 


32 


58 


71 


157 


250 


250 




23


13 


32 


60 


71 


157 


250 


250 




24


13 


32 


63 


71 


157 


250 


250 




25


13 


32 


65 


71 


157 


250 


250 




26


13 


32 


68 


71 


157 


250 


250 




27


13 


32 


70 


71 


157 


250 


250 




28


13 


32 


73 


71 


156 


249 


249 




29


13 


31 


75 


73 


156 


249 


249 




30


13 


31 


77 


75 


156 


249 


249 




3.3.   Danish krone













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


1 


13 


20 


41 


157 


306 


3 148 




2


1 


13 


20 


41 


157 


347 


2 358 




3


1 


14 


22 


46 


152 


361 


1 785 




4


1 


15 


25 


50 


150 


361 


1 382 




5


2 


17 


28 


52 


150 


352 


1 096 




6


4 


20 


31 


55 


150 


338 


889 




7


5 


22 


32 


57 


150 


322 


735 




8


5 


23 


34 


59 


150 


305 


618 




9


6 


24 


35 


62 


150 


288 


526 




10


6 


25 


37 


64 


150 


271 


453 




11


7 


25 


37 


65 


150 


254 


393 




12


7 


25 


38 


65 


150 


243 


344 




13


7 


25 


38 


65 


150 


243 


303 




14


7 


25 


38 


65 


150 


243 


268 




15


7 


25 


40 


65 


150 


243 


243 




16


7 


25 


42 


65 


150 


243 


243 




17


7 


25 


45 


65 


150 


243 


243 




18


7 


25 


47 


65 


150 


243 


243 




19


7 


25 


49 


65 


150 


243 


243 




20


8 


25 


52 


65 


150 


243 


243 




21


8 


25 


54 


65 


150 


243 


243 




22


9 


25 


56 


65 


150 


243 


243 




23


9 


25 


59 


65 


150 


243 


243 




24


9 


25 


61 


65 


150 


243 


243 




25


10 


25 


64 


65 


150 


243 


243 




26


10 


25 


66 


67 


150 


243 


243 




27


11 


25 


69 


68 


150 


243 


243 




28


11 


25 


71 


70 


150 


243 


243 




29


11 


25 


74 


72 


150 


243 


243 




30


12 


26 


76 


73 


150 


243 


243 




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


75 


87 


94 


115 


231 


333 


3 461 




2


72 


84 


90 


111 


228 


376 


2 581 




3


73 


86 


95 


118 


225 


390 


1 947 




4


72 


85 


95 


120 


220 


388 


1 501 




5


71 


85 


97 


120 


218 


377 


1 186 




6


70 


86 


97 


122 


217 


362 


959 




7


70 


87 


97 


122 


215 


344 


791 




8


69 


87 


97 


123 


214 


325 


663 




9


69 


87 


98 


125 


213 


306 


564 




10


66 


84 


96 


123 


210 


303 


485 




11


64 


82 


95 


122 


208 


301 


421 




12


63 


81 


94 


121 


206 


299 


368 




13


62 


81 


93 


120 


206 


299 


324 




14


62 


80 


93 


120 


205 


298 


298 




15


62 


80 


93 


120 


205 


298 


298 




16


61 


80 


92 


119 


205 


298 


298 




17


61 


79 


92 


119 


204 


297 


297 




18


60 


79 


91 


118 


204 


297 


297 




19


60 


78 


91 


118 


203 


296 


296 




20


59 


78 


90 


117 


203 


296 


296 




21


58 


77 


89 


117 


202 


295 


295 




22


58 


76 


89 


116 


201 


294 


294 




23


57 


75 


88 


115 


200 


293 


293 




24


56 


74 


87 


114 


199 


292 


292 




25


55 


73 


86 


113 


198 


291 


291 




26


54 


72 


85 


112 


197 


290 


290 




27


53 


71 


84 


111 


196 


289 


289 




28


52 


70 


83 


110 


195 


288 


288 




29


51 


69 


82 


109 


194 


287 


287 




30


50 


68 


80 


108 


193 


286 


286 




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 


24 


45 


162 


306 


3 156 




2


7 


19 


26 


47 


163 


348 


2 364 




3


8 


21 


29 


53 


159 


362 


1 790 




4


9 


22 


32 


57 


157 


361 


1 385 




5


10 


25 


36 


59 


158 


352 


1 098 




6


11 


27 


38 


62 


158 


339 


891 




7


12 


29 


40 


64 


157 


323 


737 




8


12 


30 


40 


66 


157 


306 


619 




9


12 


30 


42 


68 


157 


288 


527 




10


12 


31 


43 


70 


156 


271 


453 




11


12 


31 


43 


71 


156 


255 


394 




12


13 


31 


44 


71 


156 


249 


345 




13


13 


31 


44 


71 


156 


249 


304 




14


13 


31 


44 


71 


156 


249 


269 




15


13 


31 


44 


71 


156 


249 


249 




16


13 


31 


44 


71 


156 


249 


249 




17


13 


32 


45 


71 


156 


249 


249 




18


13 


32 


47 


71 


157 


250 


250 




19


14 


32 


49 


72 


157 


250 


250 




20


14 


33 


52 


72 


157 


250 


250 




21


14 


33 


55 


73 


158 


251 


251 




22


15 


33 


56 


73 


158 


251 


251 




23


15 


33 


59 


73 


158 


251 


251 




24


15 


33 


61 


73 


158 


251 


251 




25


15 


33 


64 


73 


158 


251 


251 




26


15 


33 


66 


73 


158 


251 


251 




27


15 


33 


69 


73 


158 


251 


251 




28


15 


33 


71 


73 


158 


251 


251 




29


15 


33 


74 


73 


158 


251 


251 




30


14 


33 


76 


75 


158 


251 


251 




3.6.   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 


13 


19 


40 


157 


305 


3 146 




2


1 


13 


19 


40 


157 


346 


2 356 




3


1 


13 


22 


45 


152 


361 


1 784 




4


1 


14 


24 


49 


149 


360 


1 381 




5


2 


16 


28 


51 


149 


352 


1 095 




6


3 


19 


30 


54 


149 


338 


889 




7


5 


21 


32 


56 


149 


322 


735 




8


5 


22 


33 


59 


149 


305 


617 




9


5 


23 


35 


61 


149 


288 


526 




10


6 


24 


36 


63 


149 


271 


453 




11


6 


24 


37 


64 


149 


254 


393 




12


6 


24 


37 


64 


149 


242 


344 




13


6 


25 


37 


64 


149 


242 


303 




14


6 


25 


37 


64 


149 


242 


268 




15


6 


25 


40 


64 


149 


242 


242 




16


6 


25 


42 


64 


149 


242 


242 




17


6 


25 


45 


64 


149 


242 


242 




18


6 


25 


47 


64 


149 


242 


242 




19


7 


25 


49 


64 


149 


242 


242 




20


8 


25 


52 


64 


149 


242 


242 




21


8 


25 


54 


64 


149 


242 


242 




22


9 


25 


56 


64 


149 


242 


242 




23


9 


25 


59 


64 


149 


242 


242 




24


9 


25 


61 


64 


150 


243 


243 




25


10 


25 


64 


65 


150 


243 


243 




26


10 


25 


66 


67 


150 


243 


243 




27


11 


25 


69 


68 


150 


243 


243 




28


11 


25 


71 


70 


150 


243 


243 




29


11 


25 


74 


72 


150 


243 


243 




30


12 


26 


76 


73 


150 


243 


243 




3.7.   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 


10 


21 


44 


176 


315 


3 253 




2


0 


10 


21 


44 


176 


358 


2 441 




3


1 


10 


23 


49 


171 


373 


1 848 




4


1 


13 


26 


54 


168 


372 


1 429 




5


2 


16 


28 


58 


167 


362 


1 132 




6


2 


18 


33 


59 


165 


348 


917 




7


4 


21 


36 


60 


164 


331 


757 




8


6 


24 


37 


59 


163 


313 


635 




9


9 


31 


42 


59 


162 


295 


540 




10


11 


34 


42 


58 


161 


277 


465 




11


10 


33 


42 


57 


161 


260 


403 




12


9 


32 


42 


57 


160 


253 


353 




13


8 


31 


42 


58 


159 


252 


310 




14


8 


31 


43 


58 


158 


251 


275 




15


9 


31 


43 


58 


158 


251 


251 




16


9 


31 


44 


58 


156 


249 


249 




17


9 


31 


45 


58 


156 


249 


249 




18


9 


32 


48 


58 


155 


248 


248 




19


9 


32 


51 


58 


155 


248 


248 




20


9 


32 


52 


58 


155 


248 


248 




21


9 


32 


55 


58 


156 


249 


249 




22


9 


32 


58 


60 


155 


248 


248 




23


9 


32 


60 


62 


155 


248 


248 




24


10 


32 


63 


64 


154 


247 


247 




25


10 


32 


65 


65 


153 


246 


246 




26


10 


32 


68 


67 


153 


246 


246 




27


11 


32 


70 


69 


152 


245 


245 




28


11 


32 


73 


71 


152 


245 


245 




29


11 


32 


75 


73 


151 


244 


244 




30


12 


32 


77 


75 


151 


244 


244 




3.8.   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


79 


91 


98 


119 


235 


330 


3 258 




2


78 


90 


97 


117 


234 


359 


2 451 




3


76 


89 


98 


121 


228 


376 


1 865 




4


75 


89 


99 


124 


224 


377 


1 448 




5


74 


89 


100 


123 


222 


369 


1 152 




6


74 


90 


101 


125 


220 


356 


936 




7


73 


90 


100 


125 


218 


340 


775 




8


71 


89 


100 


125 


216 


322 


651 




9


70 


88 


99 


126 


214 


307 


555 




10


69 


87 


100 


127 


213 


306 


478 




11


68 


86 


99 


126 


211 


304 


415 




12


66 


85 


98 


125 


210 


303 


363 




13


65 


84 


96 


123 


209 


302 


319 




14


64 


82 


95 


122 


207 


300 


300 




15


63 


81 


93 


121 


206 


299 


299 




16


61 


80 


92 


120 


205 


298 


298 




17


60 


79 


91 


119 


204 


297 


297 




18


60 


78 


90 


118 


203 


296 


296 




19


59 


77 


90 


117 


202 


295 


295 




20


58 


76 


89 


116 


201 


294 


294 




21


57 


76 


88 


115 


200 


293 


293 




22


56 


75 


87 


114 


199 


292 


292 




23


55 


73 


86 


113 


198 


291 


291 




24


54 


72 


85 


112 


197 


290 


290 




25


53 


71 


84 


111 


196 


289 


289 




26


52 


70 


82 


110 


195 


288 


288 




27


50 


69 


81 


109 


194 


287 


287 




28


49 


68 


80 


107 


193 


286 


286 




29


48 


67 


79 


106 


192 


285 


285 




30


47 


66 


80 


105 


191 


284 


284 




3.9.   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


52 


64 


71 


92 


208 


314 


3 247 




2


52 


64 


70 


91 


207 


357 


2 433 




3


51 


64 


72 


95 


202 


372 


1 845 




4


50 


64 


74 


99 


199 


373 


1 431 




5


50 


64 


76 


99 


198 


364 


1 136 




6


50 


65 


77 


101 


196 


350 


923 




7


50 


67 


77 


101 


195 


334 


764 




8


49 


66 


77 


103 


194 


317 


642 




9


48 


66 


77 


104 


192 


299 


547 




10


47 


65 


78 


105 


191 


284 


471 




11


47 


65 


78 


105 


190 


283 


409 




12


46 


65 


77 


104 


189 


282 


358 




13


45 


64 


76 


104 


189 


282 


315 




14


45 


63 


76 


103 


188 


281 


281 




15


44 


63 


75 


102 


188 


281 


281 




16


43 


62 


74 


102 


187 


280 


280 




17


43 


62 


74 


101 


186 


279 


279 




18


42 


61 


73 


101 


186 


279 


279 




19


42 


61 


73 


100 


185 


278 


278 




20


42 


60 


73 


100 


185 


278 


278 




21


42 


60 


72 


100 


185 


278 


278 




22


41 


60 


72 


99 


184 


277 


277 




23


41 


59 


71 


99 


184 


277 


277 




24


40 


58 


71 


98 


183 


276 


276 




25


39 


58 


70 


97 


183 


276 


276 




26


38 


57 


69 


97 


182 


275 


275 




27


38 


56 


71 


96 


181 


274 


274 




28


37 


56 


74 


95 


180 


273 


273 




29


36 


55 


76 


94 


180 


273 


273 




30


36 


54 


79 


94 


179 


272 


272 




3.10.   Króna













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


86 


98 


105 


126 


242 


337 


3 399 




2


86 


98 


104 


125 


242 


370 


2 537 




3


84 


97 


105 


129 


235 


385 


1 916 




4


83 


97 


107 


131 


232 


383 


1 479 




5


83 


98 


109 


132 


231 


373 


1 170 




6


84 


100 


111 


135 


230 


358 


947 




7


85 


102 


112 


137 


230 


340 


781 




8


85 


102 


113 


139 


230 


323 


655 




9


86 


103 


115 


142 


230 


323 


556 




10


86 


104 


117 


144 


230 


323 


478 




11


86 


104 


117 


144 


230 


323 


414 




12


85 


104 


116 


144 


229 


322 


362 




13


84 


103 


115 


143 


228 


321 


321 




14


83 


102 


114 


142 


227 


320 


320 




15


82 


101 


113 


140 


226 


319 


319 




16


81 


100 


112 


139 


225 


318 


318 




17


80 


99 


111 


138 


224 


317 


317 




18


79 


98 


110 


137 


223 


316 


316 




19


78 


97 


109 


136 


222 


315 


315 




20


77 


96 


108 


135 


220 


313 


313 




21


76 


94 


107 


134 


219 


312 


312 




22


74 


93 


105 


133 


218 


311 


311 




23


73 


92 


104 


131 


216 


309 


309 




24


72 


90 


102 


130 


215 


308 


308 




25


70 


89 


101 


128 


213 


306 


306 




26


68 


87 


99 


127 


212 


305 


305 




27


67 


85 


98 


125 


210 


303 


303 




28


65 


84 


96 


124 


209 


302 


302 




29


64 


83 


95 


122 


207 


300 


300 




30


62 


81 


93 


121 


206 


299 


299 




3.11.   Norwegian krone













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


26 


38 


45 


66 


182 


310 


3 193 




2


27 


39 


46 


66 


183 


352 


2 394 




3


26 


39 


47 


71 


177 


366 


1 814 




4


25 


39 


49 


74 


174 


366 


1 404 




5


25 


40 


52 


75 


173 


357 


1 113 




6


26 


42 


53 


77 


173 


343 


903 




7


27 


44 


54 


78 


172 


327 


746 




8


26 


44 


55 


80 


171 


310 


627 




9


26 


44 


55 


82 


170 


292 


534 




10


26 


44 


56 


83 


170 


275 


459 




11


25 


44 


56 


84 


169 


262 


399 




12


25 


43 


56 


83 


168 


261 


349 




13


24 


43 


55 


82 


168 


261 


307 




14


24 


42 


55 


82 


167 


260 


272 




15


23 


42 


54 


81 


167 


260 


260 




16


23 


41 


53 


81 


166 


259 


259 




17


22 


41 


53 


80 


166 


259 


259 




18


22 


41 


53 


80 


165 


258 


258 




19


22 


40 


53 


80 


165 


258 


258 




20


22 


41 


53 


80 


165 


258 


258 




21


22 


41 


55 


80 


166 


259 


259 




22


22 


41 


57 


80 


165 


258 


258 




23


22 


40 


60 


80 


165 


258 


258 




24


22 


40 


63 


80 


165 


258 


258 




25


21 


40 


64 


80 


165 


258 


258 




26


21 


40 


67 


79 


165 


258 


258 




27


21 


39 


69 


79 


164 


257 


257 




28


20 


39 


71 


79 


164 


257 


257 




29


20 


39 


75 


78 


164 


257 


257 




30


20 


38 


77 


78 


163 


256 


256 




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 


4 


23 


139 


297 


3 050 




2


0 


1 


6 


23 


140 


337 


2 287 




3


1 


1 


9 


28 


135 


352 


1 736 




4


1 


3 


12 


32 


133 


353 


1 346 




5


1 


4 


15 


35 


133 


344 


1 069 




6


2 


4 


17 


38 


133 


331 


868 




7


2 


6 


20 


40 


133 


316 


719 




8


2 


7 


21 


42 


133 


299 


604 




9


4 


7 


24 


45 


133 


283 


515 




10


4 


9 


27 


47 


133 


266 


443 




11


4 


9 


29 


48 


134 


250 


385 




12


4 


10 


32 


47 


133 


234 


337 




13


5 


11 


34 


48 


134 


227 


297 




14


5 


11 


37 


48 


133 


226 


263 




15


6 


13 


39 


47 


132 


225 


234 




16


6 


13 


41 


46 


131 


224 


224 




17


6 


15 


44 


49 


131 


224 


224 




18


6 


15 


46 


50 


132 


225 


225 




19


7 


16 


48 


52 


132 


225 


225 




20


7 


17 


51 


54 


132 


225 


225 




21


8 


18 


53 


57 


133 


226 


226 




22


9 


18 


56 


58 


133 


226 


226 




23


9 


20 


58 


60 


133 


226 


226 




24


9 


20 


60 


62 


132 


225 


225 




25


10 


22 


63 


63 


132 


225 


225 




26


10 


22 


65 


65 


134 


225 


225 




27


10 


23 


68 


67 


135 


225 


225 




28


11 


24 


70 


69 


137 


225 


225 




29


11 


25 


72 


71 


137 


225 


225 




30


12 


26 


75 


73 


139 


225 


225 




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


39 


51 


58 


79 


195 


309 


3 186 




2


39 


52 


58 


79 


195 


351 


2 389 




3


39 


52 


60 


84 


190 


366 


1 811 




4


38 


52 


62 


87 


187 


366 


1 403 




5


39 


53 


65 


88 


187 


357 


1 114 




6


39 


55 


66 


90 


186 


344 


905 




7


40 


57 


67 


92 


185 


328 


749 




8


39 


57 


68 


93 


184 


311 


630 




9


39 


57 


68 


95 


183 


294 


537 




10


39 


57 


69 


96 


183 


277 


462 




11


38 


57 


69 


96 


182 


275 


401 




12


38 


56 


69 


96 


181 


274 


351 




13


37 


56 


68 


95 


181 


274 


310 




14


37 


55 


68 


95 


180 


273 


274 




15


36 


55 


67 


94 


179 


272 


272 




16


35 


54 


66 


93 


179 


272 


272 




17


35 


53 


66 


93 


178 


271 


271 




18


34 


53 


65 


93 


178 


271 


271 




19


34 


53 


65 


92 


177 


270 


270 




20


34 


52 


65 


92 


177 


270 


270 




21


34 


52 


64 


92 


177 


270 


270 




22


33 


52 


64 


91 


176 


269 


269 




23


32 


51 


63 


91 


176 


269 


269 




24


32 


50 


63 


90 


175 


268 


268 




25


31 


50 


65 


89 


175 


268 


268 




26


30 


49 


68 


89 


174 


267 


267 




27


30 


48 


70 


88 


173 


266 


266 




28


29 


47 


73 


87 


172 


265 


265 




29


28 


47 


75 


86 


172 


265 


265 




30


27 


46 


77 


86 


171 


264 


264 




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


12 


24 


30 


51 


168 


297 


3 048 




2


15 


27 


34 


55 


171 


338 


2 291 




3


18 


31 


39 


63 


169 


353 


1 741 




4


20 


34 


44 


69 


169 


354 


1 351 




5


23 


37 


49 


72 


171 


346 


1 074 




6


23 


38 


49 


74 


169 


333 


873 




7


27 


44 


55 


79 


172 


318 


723 




8


27 


44 


55 


80 


171 


302 


609 




9


28 


46 


57 


84 


172 


285 


519 




10


29 


48 


60 


87 


173 


269 


447 




11


31 


49 


62 


89 


174 


267 


389 




12


31 


50 


62 


90 


175 


268 


341 




13


32 


50 


63 


90 


175 


268 


300 




14


32 


51 


63 


90 


176 


269 


269 




15


32 


51 


63 


91 


176 


269 


269 




16


32 


51 


63 


90 


176 


269 


269 




17


32 


51 


63 


91 


176 


269 


269 




18


32 


50 


63 


90 


175 


268 


268 




19


32 


50 


63 


90 


175 


268 


268 




20


32 


50 


63 


90 


175 


268 


268 




21


32 


50 


63 


90 


175 


268 


268 




22


31 


50 


62 


90 


175 


268 


268 




23


31 


50 


62 


89 


175 


268 


268 




24


31 


49 


62 


89 


174 


267 


267 




25


30 


49 


64 


89 


174 


267 


267 




26


30 


48 


66 


88 


173 


266 


266 




27


29 


48 


69 


88 


173 


266 


266 




28


29 


47 


71 


87 


172 


265 


265 




29


28 


47 


74 


86 


172 


265 


265 




30


28 


46 


76 


86 


171 


264 


264 




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


14 


26 


32 


53 


170 


311 


3 210 




2


15 


27 


33 


54 


170 


353 


2 403 




3


15 


28 


36 


60 


166 


367 


1 816 




4


15 


29 


39 


64 


164 


365 


1 403 




5


16 


31 


42 


66 


164 


356 


1 112 




6


18 


34 


45 


69 


164 


342 


901 




7


19 


36 


46 


71 


164 


326 


745 




8


19 


37 


48 


73 


164 


309 


626 




9


20 


38 


49 


76 


164 


291 


533 




10


20 


39 


51 


78 


164 


274 


459 




11


21 


39 


52 


79 


164 


257 


398 




12


21 


39 


52 


79 


164 


257 


348 




13


21 


39 


52 


79 


164 


257 


307 




14


21 


39 


52 


79 


164 


257 


271 




15


21 


40 


52 


79 


164 


257 


257 




16


21 


39 


52 


79 


164 


257 


257 




17


21 


39 


52 


79 


164 


257 


257 




18


21 


39 


52 


79 


164 


257 


257 




19


21 


39 


52 


79 


164 


257 


257 




20


21 


39 


52 


79 


164 


257 


257 




21


21 


39 


55 


79 


164 


257 


257 




22


20 


39 


57 


79 


164 


257 


257 




23


20 


39 


60 


78 


163 


256 


256 




24


20 


38 


61 


78 


163 


256 


256 




25


19 


38 


64 


77 


162 


255 


255 




26


19 


37 


66 


77 


162 


255 


255 




27


18 


37 


69 


76 


162 


255 


255 




28


18 


36 


71 


76 


161 


254 


254 




29


17 


36 


74 


75 


161 


254 


254 




30


17 


36 


76 


75 


160 


253 


253 




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


48 


60 


67 


88 


204 


321 


3 323 




2


50 


62 


69 


90 


206 


360 


2 460 




3


52 


65 


73 


97 


204 


373 


1 857 




4


53 


67 


77 


102 


202 


373 


1 437 




5


55 


70 


81 


104 


203 


364 


1 140 




6


57 


73 


84 


108 


203 


350 


925 




7


58 


75 


86 


110 


203 


334 


765 




8


58 


76 


87 


112 


203 


316 


643 




9


59 


76 


88 


115 


203 


298 


547 




10


59 


77 


90 


117 


203 


296 


471 




11


59 


77 


90 


117 


203 


296 


409 




12


59 


77 


90 


117 


202 


295 


357 




13


58 


77 


89 


116 


201 


294 


315 




14


57 


76 


88 


115 


201 


294 


294 




15


56 


75 


87 


115 


200 


293 


293 




16


56 


74 


87 


114 


199 


292 


292 




17


55 


74 


86 


113 


199 


292 


292 




18


55 


73 


86 


113 


198 


291 


291 




19


54 


73 


85 


112 


197 


290 


290 




20


53 


72 


84 


112 


197 


290 


290 




21


53 


71 


84 


111 


196 


289 


289 




22


52 


71 


83 


110 


195 


288 


288 




23


51 


70 


82 


109 


194 


287 


287 




24


50 


69 


81 


108 


194 


287 


287 




25


49 


68 


80 


107 


193 


286 


286 




26


48 


67 


79 


106 


192 


285 


285 




27


47 


66 


78 


106 


191 


284 


284 




28


46 


65 


77 


105 


190 


283 


283 




29


46 


64 


76 


104 


189 


282 


282 




30


45 


63 


79 


103 


188 


281 


281 




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


79 


91 


98 


119 


235 


332 


3 447 




2


84 


96 


103 


124 


240 


378 


2 592 




3


85 


98 


107 


130 


237 


395 


1 969 




4


86 


100 


110 


134 


235 


396 


1 527 




5


89 


104 


115 


138 


237 


387 


1 213 




6


91 


107 


118 


143 


238 


373 


986 




7


94 


110 


121 


145 


239 


356 


816 




8


95 


112 


123 


149 


240 


338 


686 




9


96 


114 


126 


152 


241 


334 


584 




10


97 


115 


128 


155 


241 


334 


503 




11


97 


116 


128 


155 


241 


334 


437 




12


96 


115 


127 


155 


240 


333 


382 




13


95 


114 


126 


153 


239 


332 


336 




14


94 


113 


125 


152 


237 


330 


330 




15


93 


111 


124 


151 


236 


329 


329 




16


91 


110 


122 


149 


235 


328 


328 




17


90 


108 


121 


148 


233 


326 


326 




18


89 


107 


119 


147 


232 


325 


325 




19


87 


106 


118 


145 


231 


324 


324 




20


86 


104 


117 


144 


229 


322 


322 




21


84 


103 


115 


142 


228 


321 


321 




22


83 


101 


114 


141 


226 


319 


319 




23


81 


100 


112 


139 


224 


317 


317 




24


79 


98 


110 


137 


223 


316 


316 




25


78 


96 


108 


136 


221 


314 


314 




26


76 


94 


107 


134 


219 


312 


312 




27


74 


93 


105 


132 


218 


311 


311 




28


72 


91 


103 


131 


216 


309 


309 




29


71 


89 


102 


129 


214 


307 


307 




30


69 


88 


100 


127 


213 


306 


306 




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


8 


20 


26 


47 


163 


309 


3 190 




2


10 


22 


29 


50 


166 


351 


2 388 




3


12 


25 


33 


57 


163 


365 


1 808 




4


14 


27 


37 


62 


162 


365 


1 401 




5


16 


30 


42 


65 


163 


356 


1 111 




6


17 


33 


44 


69 


164 


343 


902 




7


19 


36 


46 


71 


164 


327 


746 




8


19 


37 


48 


73 


164 


309 


627 




9


20 


38 


49 


76 


164 


292 


534 




10


20 


38 


51 


78 


164 


275 


459 




11


20 


39 


51 


78 


164 


258 


399 




12


20 


39 


51 


78 


163 


256 


349 




13


20 


38 


50 


78 


163 


256 


307 




14


19 


37 


50 


77 


162 


255 


272 




15


18 


37 


49 


77 


162 


255 


255 




16


18 


36 


49 


76 


161 


254 


254 




17


17 


36 


48 


76 


161 


254 


254 




18


17 


36 


48 


75 


161 


254 


254 




19


17 


36 


50 


75 


161 


254 


254 




20


17 


36 


52 


76 


161 


254 


254 




21


17 


36 


55 


76 


161 


254 


254 




22


17 


36 


57 


76 


161 


254 


254 




23


17 


36 


60 


76 


161 


254 


254 




24


17 


36 


63 


75 


161 


254 


254 




25


17 


36 


65 


75 


161 


254 


254 




26


17 


35 


68 


75 


160 


253 


253 




27


17 


35 


70 


75 


160 


253 


253 




28


16 


35 


73 


75 


160 


253 


253 




29


16 


35 


75 


74 


160 


253 


253 




30


16 


35 


77 


75 


159 


252 


252 




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


89 


101 


108 


129 


245 


340 


3 295 




2


91 


103 


109 


130 


246 


363 


2 480 




3


91 


104 


112 


136 


242 


380 


1 885 




4


91 


105 


115 


140 


240 


381 


1 464 




5


92 


107 


119 


142 


240 


372 


1 163 




6


94 


109 


121 


145 


240 


359 


944 




7


95 


112 


122 


147 


240 


342 


782 




8


95 


112 


123 


149 


240 


333 


657 




9


95 


113 


124 


151 


239 


332 


560 




10


94 


112 


124 


151 


238 


331 


482 




11


93 


111 


123 


151 


236 


329 


418 




12


91 


110 


122 


149 


235 


328 


366 




13


89 


108 


120 


148 


233 


326 


326 




14


88 


106 


119 


146 


231 


324 


324 




15


86 


105 


117 


144 


229 


322 


322 




16


84 


103 


115 


142 


228 


321 


321 




17


83 


101 


114 


141 


226 


319 


319 




18


81 


100 


112 


140 


225 


318 


318 




19


80 


99 


111 


138 


224 


317 


317 




20


79 


98 


110 


137 


223 


316 


316 




21


78 


97 


109 


136 


222 


315 


315 




22


77 


96 


108 


135 


220 


313 


313 




23


76 


94 


107 


134 


219 


312 


312 




24


75 


93 


105 


133 


218 


311 


311 




25


73 


92 


104 


131 


217 


310 


310 




26


72 


91 


103 


130 


216 


309 


309 




27


71 


89 


102 


129 


214 


307 


307 




28


70 


88 


101 


128 


213 


306 


306 




29


69 


87 


100 


127 


212 


305 


305 




30


67 


86 


98 


126 


211 


304 


304 




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


302 


314 


320 


341 


457 


552 


3 530 




2


83 


95 


102 


123 


239 


380 


2 614 




3


85 


98 


106 


130 


236 


393 


1 967 




4


87 


101 


111 


135 


236 


391 


1 518 




5


89 


103 


115 


138 


237 


381 


1 202 




6


91 


107 


118 


142 


237 


367 


974 




7


93 


109 


120 


144 


238 


349 


805 




8


94 


111 


122 


147 


238 


331 


676 




9


94 


112 


124 


150 


238 


331 


575 




10


94 


113 


125 


152 


238 


331 


495 




11


95 


113 


125 


153 


238 


331 


429 




12


95 


113 


126 


153 


238 


331 


375 




13


95 


114 


126 


153 


239 


332 


332 




14


96 


114 


126 


154 


239 


332 


332 




15


96 


115 


127 


154 


240 


333 


333 




16


97 


116 


128 


155 


240 


333 


333 




17


98 


116 


129 


156 


241 


334 


334 




18


99 


117 


130 


157 


242 


335 


335 




19


99 


118 


130 


158 


243 


336 


336 




20


100 


118 


131 


158 


243 


336 


336 




21


100 


118 


131 


158 


243 


336 


336 




22


99 


118 


130 


158 


243 


336 


336 




23


99 


117 


130 


157 


242 


335 


335 




24


98 


116 


129 


156 


241 


334 


334 




25


96 


115 


127 


155 


240 


333 


333 




26


95 


114 


126 


153 


239 


332 


332 




27


94 


112 


125 


152 


237 


330 


330 




28


92 


111 


123 


151 


236 


329 


329 




29


91 


109 


122 


149 


234 


327 


327 




30


89 


108 


120 


148 


233 


326 


326 




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 


12 


33 


150 


292 


2 996 




2


0 


6 


12 


33 


150 


332 


2 248 




3


1 


6 


14 


38 


144 


347 


1 708 




4


1 


6 


16 


41 


142 


348 


1 325 




5


1 


8 


19 


42 


141 


340 


1 054 




6


2 


9 


20 


45 


140 


327 


856 




7


2 


11 


22 


46 


139 


312 


709 




8


2 


11 


22 


48 


139 


296 


596 




9


4 


11 


24 


49 


138 


279 


508 




10


4 


12 


27 


51 


137 


263 


438 




11


4 


12 


29 


52 


137 


247 


380 




12


4 


12 


31 


52 


137 


232 


333 




13


5 


12 


34 


52 


137 


230 


294 




14


5 


13 


37 


52 


137 


230 


260 




15


6 


13 


38 


53 


138 


231 


232 




16


6 


13 


41 


53 


138 


231 


231 




17


6 


15 


44 


53 


139 


232 


232 




18


6 


15 


45 


54 


139 


232 


232 




19


7 


16 


48 


55 


140 


233 


233 




20


7 


17 


51 


56 


141 


234 


234 




21


8 


18 


53 


56 


142 


235 


235 




22


9 


18 


55 


58 


142 


235 


235 




23


9 


20 


58 


60 


143 


236 


236 




24


9 


20 


60 


61 


143 


236 


236 




25


10 


22 


63 


63 


144 


237 


237 




26


10 


22 


65 


65 


144 


237 


237 




27


10 


23 


68 


67 


144 


237 


237 




28


11 


24 


70 


69 


145 


238 


238 




29


11 


25 


72 


71 


145 


238 


238 




30


12 


26 


75 


73 


145 


238 


238 




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


46 


58 


65 


85 


202 


314 


3 240 




2


47 


59 


65 


86 


203 


355 


2 423 




3


46 


59 


67 


91 


198 


370 


1 832 




4


46 


59 


70 


94 


195 


369 


1 417 




5


46 


61 


72 


95 


194 


360 


1 124 




6


47 


63 


74 


98 


193 


346 


912 




7


47 


64 


74 


99 


192 


330 


754 




8


47 


64 


75 


101 


192 


312 


634 




9


47 


65 


76 


103 


191 


295 


539 




10


46 


64 


77 


104 


190 


283 


464 




11


45 


63 


76 


103 


189 


282 


403 




12


44 


62 


75 


102 


187 


280 


353 




13


43 


61 


74 


101 


186 


279 


311 




14


41 


60 


72 


99 


185 


278 


278 




15


40 


59 


71 


98 


184 


277 


277 




16


39 


57 


70 


97 


182 


275 


275 




17


38 


57 


69 


96 


181 


274 


274 




18


37 


56 


68 


95 


181 


274 


274 




19


36 


55 


67 


95 


180 


273 


273 




20


36 


55 


67 


94 


179 


272 


272 




21


35 


54 


66 


94 


179 


272 


272 




22


35 


53 


66 


93 


178 


271 


271 




23


34 


53 


65 


92 


178 


271 


271 




24


34 


52 


65 


92 


177 


270 


270 




25


33 


51 


65 


91 


176 


269 


269 




26


32 


51 


68 


90 


176 


269 


269 




27


32 


50 


70 


90 


175 


268 


268 




28


31 


49 


73 


89 


174 


267 


267 




29


30 


49 


75 


88 


174 


267 


267 




30


30 


48 


77 


88 


173 


266 


266 




3.23.   Rand













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


109 


121 


127 


148 


265 


359 


3 394 




2


110 


122 


129 


150 


266 


372 


2 547 




3


112 


125 


133 


156 


263 


389 


1 934 




4


113 


127 


137 


161 


262 


390 


1 502 




5


115 


130 


141 


165 


263 


382 


1 196 




6


117 


133 


144 


168 


263 


369 


973 




7


119 


136 


146 


170 


264 


357 


807 




8


119 


136 


147 


173 


264 


357 


680 




9


119 


137 


149 


175 


263 


356 


581 




10


119 


137 


150 


177 


263 


356 


501 




11


119 


137 


150 


177 


262 


355 


436 




12


118 


136 


149 


176 


261 


354 


382 




13


116 


135 


147 


174 


260 


353 


353 




14


115 


133 


146 


173 


258 


351 


351 




15


113 


131 


144 


171 


256 


349 


349 




16


111 


129 


142 


169 


254 


347 


347 




17


109 


128 


140 


167 


252 


345 


345 




18


107 


126 


138 


165 


250 


343 


343 




19


105 


124 


136 


163 


249 


342 


342 




20


104 


122 


135 


162 


247 


340 


340 




21


102 


120 


133 


160 


245 


338 


338 




22


100 


119 


131 


158 


244 


337 


337 




23


98 


117 


129 


156 


242 


335 


335 




24


96 


115 


127 


155 


240 


333 


333 




25


94 


113 


125 


153 


238 


331 


331 




26


93 


111 


124 


151 


236 


329 


329 




27


91 


109 


122 


149 


234 


327 


327 




28


89 


108 


120 


147 


232 


325 


325 




29


87 


106 


118 


146 


231 


324 


324 




30


86 


104 


117 


144 


229 


322 


322 




3.24.   Real













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


162 


174 


181 


202 


318 


413 


3 526 




2


171 


183 


189 


210 


327 


421 


2 621 




3


175 


188 


196 


220 


326 


421 


1 986 




4


177 


191 


201 


225 


326 


419 


1 541 




5


178 


193 


204 


228 


326 


419 


1 225 




6


179 


195 


206 


230 


325 


418 


996 




7


180 


196 


207 


231 


325 


418 


824 




8


179 


196 


207 


233 


323 


416 


693 




9


178 


196 


208 


234 


322 


415 


591 




10


178 


196 


208 


235 


321 


414 


509 




11


176 


195 


207 


234 


320 


413 


442 




12


174 


193 


205 


232 


318 


411 


411 




13


172 


190 


203 


230 


315 


408 


408 




14


169 


187 


200 


227 


312 


405 


405 




15


166 


184 


197 


224 


309 


402 


402 




16


163 


182 


194 


221 


306 


399 


399 




17


160 


179 


191 


218 


303 


396 


396 




18


157 


176 


188 


215 


301 


394 


394 




19


154 


173 


185 


212 


298 


391 


391 




20


151 


170 


182 


210 


295 


388 


388 




21


148 


167 


179 


207 


292 


385 


385 




22


145 


164 


176 


204 


289 


382 


382 




23


142 


161 


173 


200 


286 


379 


379 




24


139 


158 


170 


197 


283 


376 


376 




25


136 


155 


167 


194 


280 


373 


373 




26


133 


152 


164 


191 


277 


370 


370 




27


130 


149 


161 


188 


274 


367 


367 




28


127 


146 


158 


186 


271 


364 


364 




29


125 


143 


156 


183 


268 


361 


361 




30


122 


141 


153 


180 


265 


358 


358 




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


26 


39 


45 


66 


182 


297 


3 046 




2


27 


39 


46 


67 


183 


338 


2 289 




3


27 


40 


49 


72 


179 


353 


1 740 




4


27 


41 


51 


76 


176 


354 


1 352 




5


28 


43 


54 


78 


176 


347 


1 076 




6


29 


45 


56 


80 


175 


334 


875 




7


30 


47 


57 


81 


175 


319 


725 




8


29 


46 


57 


83 


174 


303 


610 




9


29 


47 


58 


85 


173 


286 


520 




10


28 


47 


59 


86 


172 


269 


448 




11


28 


47 


59 


86 


172 


265 


389 




12


28 


46 


59 


86 


171 


264 


341 




13


27 


46 


58 


85 


171 


264 


301 




14


27 


46 


58 


85 


170 


263 


267 




15


27 


45 


58 


85 


170 


263 


263 




16


27 


45 


58 


85 


170 


263 


263 




17


27 


45 


58 


85 


170 


263 


263 




18


27 


45 


58 


85 


170 


263 


263 




19


27 


46 


58 


85 


170 


263 


263 




20


27 


46 


58 


85 


171 


264 


264 




21


27 


46 


58 


85 


171 


264 


264 




22


27 


46 


58 


85 


171 


264 


264 




23


27 


46 


59 


85 


170 


263 


263 




24


27 


45 


61 


85 


170 


263 


263 




25


26 


45 


64 


85 


170 


263 


263 




26


26 


45 


66 


84 


170 


263 


263 




27


26 


44 


69 


84 


169 


262 


262 




28


25 


44 


71 


84 


169 


262 


262 




29


25 


44 


74 


83 


169 


262 


262 




30


25 


43 


76 


83 


168 


261 


261 




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 


64 


180 


302 


3 111 




2


26 


38 


45 


66 


182 


344 


2 338 




3


28 


40 


49 


72 


179 


360 


1 778 




4


29 


43 


53 


77 


178 


361 


1 381 




5


31 


46 


57 


80 


179 


353 


1 098 




6


33 


48 


59 


84 


179 


340 


893 




7


35 


51 


62 


86 


180 


325 


739 




8


35 


52 


63 


89 


180 


308 


622 




9


35 


53 


65 


92 


180 


291 


530 




10


36 


55 


67 


94 


180 


274 


457 




11


37 


55 


68 


95 


181 


274 


397 




12


37 


56 


68 


96 


181 


274 


348 




13


37 


56 


68 


96 


181 


274 


306 




14


37 


56 


68 


96 


181 


274 


274 




15


37 


56 


68 


95 


181 


274 


274 




16


37 


56 


68 


95 


181 


274 


274 




17


37 


56 


68 


95 


181 


274 


274 




18


37 


56 


68 


96 


181 


274 


274 




19


38 


56 


69 


96 


181 


274 


274 




20


38 


56 


69 


96 


181 


274 


274 




21


38 


57 


69 


96 


181 


274 


274 




22


38 


56 


69 


96 


181 


274 


274 




23


38 


56 


69 


96 


181 


274 


274 




24


37 


56 


68 


95 


181 


274 


274 




25


37 


55 


68 


95 


180 


273 


273 




26


36 


55 


68 


94 


180 


273 


273 




27


36 


54 


70 


94 


179 


272 


272 




28


35 


54 


73 


93 


179 


272 


272 




29


34 


53 


75 


93 


178 


271 


271 




30


34 


52 


77 


92 


177 


270 


270 




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


122 


134 


141 


162 


278 


373 


3 425 




2


121 


133 


139 


160 


277 


377 


2 584 




3


120 


133 


141 


164 


271 


395 


1 969 




4


119 


133 


143 


168 


268 


397 


1 531 




5


120 


134 


146 


169 


268 


389 


1 219 




6


120 


136 


147 


171 


266 


376 


992 




7


121 


137 


148 


172 


266 


360 


823 




8


120 


137 


148 


174 


265 


358 


693 




9


119 


137 


149 


176 


264 


357 


591 




10


119 


138 


150 


177 


263 


356 


509 




11


119 


137 


150 


177 


263 


356 


443 




12


118 


137 


149 


176 


261 


354 


387 




13


117 


136 


148 


175 


260 


353 


353 




14


116 


134 


147 


174 


259 


352 


352 




15


114 


132 


145 


172 


257 


350 


350 




16


112 


130 


143 


170 


255 


348 


348 




17


109 


128 


140 


168 


253 


346 


346 




18


107 


126 


138 


166 


251 


344 


344 




19


105 


124 


136 


164 


249 


342 


342 




20


103 


122 


134 


161 


247 


340 


340 




21


101 


120 


132 


159 


245 


338 


338 




22


99 


117 


130 


157 


242 


335 


335 




23


97 


115 


128 


155 


240 


333 


333 




24


95 


113 


125 


153 


238 


331 


331 




25


92 


111 


123 


150 


236 


329 


329 




26


90 


109 


121 


148 


234 


327 


327 




27


88 


107 


119 


146 


231 


324 


324 




28


86 


105 


117 


144 


229 


322 


322 




29


84 


103 


115 


142 


227 


320 


320 




30


82 


101 


113 


140 


225 


318 


318 




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 


9 


15 


36 


153 


305 


3 142 




2


0 


10 


17 


38 


154 


346 


2 355 




3


1 


12 


21 


44 


151 


361 


1 786 




4


1 


14 


24 


49 


150 


361 


1 384 




5


2 


17 


28 


52 


150 


353 


1 098 




6


4 


20 


31 


55 


151 


339 


891 




7


6 


23 


33 


58 


151 


323 


737 




8


6 


24 


34 


60 


151 


306 


620 




9


6 


24 


36 


63 


151 


289 


528 




10


7 


25 


37 


64 


151 


272 


454 




11


7 


25 


38 


65 


150 


255 


394 




12


7 


25 


38 


65 


150 


243 


345 




13


6 


25 


37 


64 


150 


243 


304 




14


6 


25 


38 


64 


150 


243 


269 




15


6 


25 


40 


64 


149 


242 


242 




16


6 


24 


42 


64 


149 


242 


242 




17


6 


24 


45 


64 


149 


242 


242 




18


6 


24 


47 


64 


149 


242 


242 




19


7 


25 


49 


64 


149 


242 


242 




20


8 


25 


52 


65 


150 


243 


243 




21


8 


25 


55 


65 


150 


243 


243 




22


9 


26 


56 


65 


151 


244 


244 




23


9 


26 


59 


66 


151 


244 


244 




24


9 


26 


61 


66 


151 


244 


244 




25


10 


26 


64 


66 


151 


244 


244 




26


10 


26 


66 


67 


151 


244 


244 




27


11 


26 


69 


69 


151 


244 


244 




28


11 


26 


71 


71 


151 


244 


244 




29


11 


26 


74 


73 


151 


244 


244 




30


12 


27 


76 


75 


151 


244 


244 




3.29.   South Korean won













Duration (in years)


Credit quality step 0


Credit quality step 1


Credit quality step 2


Credit quality step 3


Credit quality step 4


Credit quality step 5


Credit quality step 6




1


30 


42 


49 


70 


186 


305 


3 139 




2


31 


43 


49 


70 


187 


346 


2 353 




3


29 


42 


51 


74 


181 


361 


1 785 




4


29 


42 


53 


77 


178 


361 


1 384 




5


29 


43 


55 


78 


177 


353 


1 099 




6


31 


47 


58 


82 


177 


340 


892 




7


29 


46 


57 


81 


174 


324 


738 




8


33 


50 


61 


86 


177 


307 


621 




9


32 


50 


61 


88 


176 


290 


529 




10


27 


46 


58 


85 


171 


273 


455 




11


23 


42 


54 


82 


167 


260 


395 




12


21 


39 


52 


79 


164 


257 


346 




13


18 


37 


49 


76 


162 


255 


305 




14


17 


35 


47 


75 


160 


253 


270 




15


15 


34 


46 


73 


159 


252 


252 




16


14 


32 


45 


72 


157 


250 


250 




17


13 


32 


45 


71 


156 


249 


249 




18


12 


31 


47 


71 


156 


249 


249 




19


12 


31 


49 


70 


155 


248 


248 




20


12 


31 


52 


70 


155 


248 


248 




21


12 


31 


55 


70 


155 


248 


248 




22


12 


31 


57 


70 


155 


248 


248 




23


12 


30 


59 


70 


155 


248 


248 




24


12 


30 


61 


70 


155 


248 


248 




25


12 


30 


64 


70 


155 


248 


248 




26


12 


30 


66 


70 


155 


248 


248 




27


11 


30 


69 


70 


155 


248 


248 




28


11 


30 


71 


71 


155 


248 


248 




29


11 


30 


74 


73 


154 


247 


247 




30


12 


29 


76 


75 


154 


247 


247 




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


206 


218 


224 


245 


362 


456 


3 608 




2


202 


214 


221 


242 


358 


453 


2 743 




3


197 


210 


219 


242 


349 


443 


2 107 




4


193 


207 


217 


241 


342 


436 


1 650 




5


189 


204 


215 


239 


337 


430 


1 320 




6


186 


202 


213 


237 


332 


425 


1 077 




7


183 


200 


210 


234 


328 


421 


895 




8


179 


196 


207 


232 


323 


416 


754 




9


175 


193 


204 


231 


319 


412 


643 




10


171 


190 


202 


229 


315 


408 


554 




11


167 


186 


198 


226 


311 


404 


481 




12


163 


182 


194 


222 


307 


400 


421 




13


159 


178 


190 


218 


303 


396 


396 




14


156 


174 


187 


214 


299 


392 


392 




15


152 


171 


183 


210 


295 


388 


388 




16


149 


167 


180 


207 


292 


385 


385 




17


145 


164 


176 


203 


289 


382 


382 




18


142 


161 


173 


200 


286 


379 


379 




19


139 


158 


170 


197 


283 


376 


376 




20


136 


155 


167 


194 


280 


373 


373 




21


133 


152 


164 


191 


277 


370 


370 




22


130 


149 


161 


189 


274 


367 


367 




23


128 


146 


158 


186 


271 


364 


364 




24


125 


143 


156 


183 


268 


361 


361 




25


122 


140 


153 


180 


265 


358 


358 




26


119 


138 


150 


177 


263 


356 


356 




27


117 


135 


148 


175 


260 


353 


353 




28


114 


133 


145 


172 


258 


351 


351 




29


112 


130 


143 


170 


255 


348 


348 




30


109 


128 


140 


167 


253 


346 


346 




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 


14 


25 


50 


168 


312 


3 219 




2


0 


14 


25 


50 


168 


352 


2 401 




3


1 


17 


28 


55 


165 


366 


1 814 




4


1 


20 


31 


60 


164 


365 


1 403 




5


3 


23 


36 


66 


164 


356 


1 112 




6


6 


27 


39 


68 


165 


342 


902 




7


8 


31 


42 


70 


165 


326 


746 




8


11 


34 


45 


74 


165 


309 


626 




9


13 


37 


49 


76 


165 


291 


533 




10


14 


39 


51 


77 


165 


274 


459 




11


15 


41 


53 


78 


165 


258 


398 




12


16 


42 


54 


79 


165 


258 


348 




13


16 


43 


55 


80 


165 


258 


307 




14


17 


44 


55 


80 


165 


258 


272 




15


17 


44 


55 


81 


165 


258 


258 




16


17 


44 


56 


81 


165 


258 


258 




17


17 


44 


56 


81 


165 


258 


258 




18


17 


44 


56 


81 


165 


258 


258 




19


17 


44 


56 


81 


165 


258 


258 




20


17 


44 


56 


81 


165 


258 


258 




21


17 


44 


56 


81 


165 


258 


258 




22


17 


44 


57 


81 


165 


258 


258 




23


17 


44 


60 


81 


165 


258 


258 




24


17 


44 


61 


81 


165 


258 


258 




25


17 


44 


64 


81 


165 


258 


258 




26


17 


44 


66 


81 


165 


258 


258 




27


17 


44 


69 


81 


164 


257 


257 




28


17 


44 


71 


81 


164 


257 


257 




29


17 


44 


74 


81 


164 


257 


257 




30


17 


44 


76 


81 


163 


256 


256 




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 


4 


13 


130 


288 


2 952 




2


0 


1 


6 


13 


128 


328 


2 215 




3


1 


1 


8 


16 


122 


343 


1 683 




4


1 


3 


11 


18 


119 


343 


1 307 




5


1 


4 


13 


21 


118 


336 


1 039 




6


2 


4 


16 


23 


118 


323 


845 




7


2 


6 


19 


26 


117 


309 


700 




8


2 


6 


21 


29 


117 


293 


589 




9


4 


7 


24 


30 


117 


277 


503 




10


4 


9 


27 


33 


117 


260 


433 




11


4 


9 


28 


35 


118 


245 


377 




12


4 


9 


31 


37 


118 


230 


330 




13


4 


11 


34 


39 


118 


215 


291 




14


5 


11 


36 


41 


118 


211 


258 




15


6 


13 


38 


43 


118 


211 


230 




16


6 


13 


41 


45 


119 


212 


212 




17


6 


15 


43 


47 


119 


212 


212 




18


6 


15 


45 


50 


120 


213 


213 




19


7 


16 


48 


51 


121 


213 


213 




20


7 


17 


51 


54 


123 


214 


214 




21


7 


18 


52 


55 


125 


214 


214 




22


9 


18 


55 


57 


126 


214 


214 




23


9 


20 


57 


59 


128 


215 


215 




24


9 


20 


60 


61 


129 


215 


215 




25


10 


21 


61 


63 


130 


215 


215 




26


10 


22 


64 


65 


132 


215 


215 




27


10 


23 


66 


66 


133 


215 


215 




28


11 


24 


69 


68 


134 


215 


215 




29


11 


25 


71 


70 


135 


214 


214 




30


12 


25 


73 


71 


137 


214 


214 









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







Currency


National insurance market


Volatility adjustment (in bps)




Euro


Austria


21 




Euro


Belgium


21 




Euro


Cyprus


21 




Euro


Estonia


21 




Euro


Finland


21 




Euro


France


21 




Euro


Germany


21 




Euro


Greece


21 




Euro


Ireland


21 




Euro


Italy


21 




Euro


Latvia


21 




Euro


Lithuania


21 




Euro


Luxembourg


21 




Euro


Malta


21 




Euro


Netherlands


21 




Euro


Portugal


21 




Euro


Slovakia


21 




Euro


Slovenia


21 




Euro


Spain


21 




Czech koruna


Czech Republic


14 




Danish krone


Denmark


25 




Forint


Hungary


13 




Krona


Sweden


-1 




Euro


Croatia


21 




Lev


Bulgaria


18 




Pound sterling


United Kingdom


18 




Romanian leu


Romania


11 




Zloty


Poland


12 




Króna


Iceland


50 




Norwegian krone


Norway


24 




Swiss franc


Liechtenstein


-3 




Swiss franc


Switzerland


-3 




Australian dollar


Australia


6 




Canadian dollar


Canada


19 




Renminbi-yuan


China


3 




Hong Kong dollar


Hong Kong


3 




US dollar


United States


53 




Yen


Japan


-2