COMMISSION IMPLEMENTING REGULATION (EU) 2017/2015

14.11.2017 | EN | Official Journal of the European Union | L 296/1 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2017/2015 of 9 November 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2017 until 30 December 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and reinsurance 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 October 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2017 market data. That information was published on 6 October 2017 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 September until 30 December 2017. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 30 September 2017. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 9 November 2017. For the Commission The President Jean-Claude JUNCKER * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | – 0,356 % | 0,664 % | – 0,366 % | – 0,077 % | – 0,502 % | 0,391 % 2 | – 0,266 % | 0,911 % | – 0,276 % | 0,301 % | – 0,285 % | 0,647 % 3 | – 0,140 % | 1,066 % | – 0,150 % | 0,436 % | – 0,065 % | 0,936 % 4 | 0,004 % | 1,178 % | – 0,006 % | 0,872 % | 0,153 % | 1,249 % 5 | 0,157 % | 1,266 % | 0,147 % | 1,135 % | 0,359 % | 1,579 % 6 | 0,294 % | 1,327 % | 0,284 % | 1,604 % | 0,567 % | 1,884 % 7 | 0,436 % | 1,389 % | 0,426 % | 1,962 % | 0,754 % | 2,141 % 8 | 0,573 % | 1,430 % | 0,563 % | 2,228 % | 0,918 % | 2,338 % 9 | 0,706 % | 1,478 % | 0,696 % | 2,435 % | 1,070 % | 2,478 % 10 | 0,828 % | 1,534 % | 0,817 % | 2,601 % | 1,197 % | 2,591 % 11 | 0,936 % | 1,562 % | 0,926 % | 2,774 % | 1,354 % | 2,688 % 12 | 1,033 % | 1,575 % | 1,023 % | 2,951 % | 1,526 % | 2,772 % 13 | 1,121 % | 1,589 % | 1,111 % | 3,122 % | 1,695 % | 2,847 % 14 | 1,197 % | 1,609 % | 1,187 % | 3,280 % | 1,853 % | 2,913 % 15 | 1,259 % | 1,641 % | 1,248 % | 3,419 % | 1,997 % | 2,973 % 16 | 1,305 % | 1,683 % | 1,295 % | 3,535 % | 2,127 % | 3,027 % 17 | 1,344 % | 1,734 % | 1,333 % | 3,632 % | 2,244 % | 3,077 % 18 | 1,380 % | 1,790 % | 1,370 % | 3,713 % | 2,350 % | 3,122 % 19 | 1,419 % | 1,850 % | 1,409 % | 3,781 % | 2,445 % | 3,164 % 20 | 1,463 % | 1,910 % | 1,453 % | 3,839 % | 2,532 % | 3,203 % 21 | 1,514 % | 1,971 % | 1,504 % | 3,888 % | 2,610 % | 3,239 % 22 | 1,570 % | 2,032 % | 1,560 % | 3,929 % | 2,681 % | 3,272 % 23 | 1,630 % | 2,092 % | 1,620 % | 3,964 % | 2,747 % | 3,304 % 24 | 1,690 % | 2,151 % | 1,681 % | 3,995 % | 2,807 % | 3,333 % 25 | 1,752 % | 2,208 % | 1,743 % | 4,021 % | 2,862 % | 3,361 % 26 | 1,813 % | 2,263 % | 1,804 % | 4,043 % | 2,913 % | 3,387 % 27 | 1,874 % | 2,316 % | 1,865 % | 4,062 % | 2,961 % | 3,412 % 28 | 1,934 % | 2,368 % | 1,925 % | 4,079 % | 3,005 % | 3,435 % 29 | 1,992 % | 2,417 % | 1,983 % | 4,093 % | 3,046 % | 3,457 % 30 | 2,048 % | 2,465 % | 2,040 % | 4,105 % | 3,084 % | 3,478 % 31 | 2,103 % | 2,511 % | 2,095 % | 4,116 % | 3,120 % | 3,498 % 32 | 2,156 % | 2,555 % | 2,149 % | 4,125 % | 3,153 % | 3,516 % 33 | 2,208 % | 2,597 % | 2,200 % | 4,133 % | 3,185 % | 3,534 % 34 | 2,257 % | 2,638 % | 2,250 % | 4,140 % | 3,215 % | 3,551 % 35 | 2,305 % | 2,677 % | 2,298 % | 4,147 % | 3,243 % | 3,568 % 36 | 2,351 % | 2,714 % | 2,344 % | 4,152 % | 3,269 % | 3,583 % 37 | 2,395 % | 2,750 % | 2,388 % | 4,157 % | 3,294 % | 3,598 % 38 | 2,437 % | 2,784 % | 2,431 % | 4,161 % | 3,318 % | 3,612 % 39 | 2,478 % | 2,817 % | 2,472 % | 4,165 % | 3,340 % | 3,626 % 40 | 2,518 % | 2,849 % | 2,511 % | 4,168 % | 3,362 % | 3,639 % 41 | 2,555 % | 2,879 % | 2,549 % | 4,171 % | 3,382 % | 3,651 % 42 | 2,592 % | 2,908 % | 2,586 % | 4,173 % | 3,402 % | 3,663 % 43 | 2,627 % | 2,937 % | 2,621 % | 4,175 % | 3,420 % | 3,675 % 44 | 2,660 % | 2,964 % | 2,654 % | 4,177 % | 3,438 % | 3,686 % 45 | 2,693 % | 2,990 % | 2,687 % | 4,179 % | 3,455 % | 3,696 % 46 | 2,724 % | 3,015 % | 2,718 % | 4,180 % | 3,471 % | 3,707 % 47 | 2,754 % | 3,039 % | 2,748 % | 4,182 % | 3,486 % | 3,716 % 48 | 2,783 % | 3,062 % | 2,777 % | 4,183 % | 3,501 % | 3,726 % 49 | 2,811 % | 3,084 % | 2,805 % | 4,184 % | 3,515 % | 3,735 % 50 | 2,837 % | 3,106 % | 2,832 % | 4,185 % | 3,529 % | 3,744 % 51 | 2,863 % | 3,126 % | 2,858 % | 4,186 % | 3,542 % | 3,752 % 52 | 2,888 % | 3,146 % | 2,883 % | 4,187 % | 3,555 % | 3,761 % 53 | 2,912 % | 3,166 % | 2,907 % | 4,187 % | 3,567 % | 3,768 % 54 | 2,936 % | 3,184 % | 2,931 % | 4,188 % | 3,579 % | 3,776 % 55 | 2,958 % | 3,202 % | 2,953 % | 4,188 % | 3,590 % | 3,784 % 56 | 2,980 % | 3,220 % | 2,975 % | 4,189 % | 3,601 % | 3,791 % 57 | 3,001 % | 3,237 % | 2,996 % | 4,189 % | 3,611 % | 3,798 % 58 | 3,021 % | 3,253 % | 3,017 % | 4,190 % | 3,621 % | 3,804 % 59 | 3,041 % | 3,269 % | 3,036 % | 4,190 % | 3,631 % | 3,811 % 60 | 3,060 % | 3,284 % | 3,055 % | 4,191 % | 3,640 % | 3,817 % 61 | 3,078 % | 3,299 % | 3,074 % | 4,191 % | 3,650 % | 3,823 % 62 | 3,096 % | 3,313 % | 3,092 % | 4,191 % | 3,658 % | 3,829 % 63 | 3,113 % | 3,327 % | 3,109 % | 4,191 % | 3,667 % | 3,835 % 64 | 3,130 % | 3,341 % | 3,126 % | 4,192 % | 3,675 % | 3,840 % 65 | 3,147 % | 3,354 % | 3,142 % | 4,192 % | 3,683 % | 3,846 % 66 | 3,162 % | 3,366 % | 3,158 % | 4,192 % | 3,691 % | 3,851 % 67 | 3,178 % | 3,379 % | 3,174 % | 4,192 % | 3,699 % | 3,856 % 68 | 3,193 % | 3,391 % | 3,189 % | 4,193 % | 3,706 % | 3,861 % 69 | 3,207 % | 3,402 % | 3,203 % | 4,193 % | 3,713 % | 3,866 % 70 | 3,221 % | 3,414 % | 3,217 % | 4,193 % | 3,720 % | 3,871 % 71 | 3,235 % | 3,425 % | 3,231 % | 4,193 % | 3,727 % | 3,875 % 72 | 3,248 % | 3,435 % | 3,244 % | 4,193 % | 3,734 % | 3,880 % 73 | 3,261 % | 3,446 % | 3,257 % | 4,193 % | 3,740 % | 3,884 % 74 | 3,274 % | 3,456 % | 3,270 % | 4,193 % | 3,746 % | 3,888 % 75 | 3,286 % | 3,466 % | 3,282 % | 4,194 % | 3,752 % | 3,892 % 76 | 3,298 % | 3,475 % | 3,294 % | 4,194 % | 3,758 % | 3,896 % 77 | 3,310 % | 3,485 % | 3,306 % | 4,194 % | 3,764 % | 3,900 % 78 | 3,321 % | 3,494 % | 3,318 % | 4,194 % | 3,769 % | 3,904 % 79 | 3,332 % | 3,503 % | 3,329 % | 4,194 % | 3,775 % | 3,908 % 80 | 3,343 % | 3,511 % | 3,339 % | 4,194 % | 3,780 % | 3,911 % 81 | 3,353 % | 3,520 % | 3,350 % | 4,194 % | 3,785 % | 3,915 % 82 | 3,364 % | 3,528 % | 3,360 % | 4,194 % | 3,790 % | 3,918 % 83 | 3,374 % | 3,536 % | 3,370 % | 4,194 % | 3,795 % | 3,922 % 84 | 3,383 % | 3,544 % | 3,380 % | 4,194 % | 3,800 % | 3,925 % 85 | 3,393 % | 3,552 % | 3,390 % | 4,194 % | 3,805 % | 3,928 % 86 | 3,402 % | 3,559 % | 3,399 % | 4,194 % | 3,809 % | 3,931 % 87 | 3,411 % | 3,566 % | 3,408 % | 4,195 % | 3,814 % | 3,934 % 88 | 3,420 % | 3,574 % | 3,417 % | 4,195 % | 3,818 % | 3,937 % 89 | 3,429 % | 3,581 % | 3,426 % | 4,195 % | 3,822 % | 3,940 % 90 | 3,438 % | 3,587 % | 3,435 % | 4,195 % | 3,827 % | 3,943 % 91 | 3,446 % | 3,594 % | 3,443 % | 4,195 % | 3,831 % | 3,946 % 92 | 3,454 % | 3,601 % | 3,451 % | 4,195 % | 3,835 % | 3,949 % 93 | 3,462 % | 3,607 % | 3,459 % | 4,195 % | 3,839 % | 3,952 % 94 | 3,470 % | 3,613 % | 3,467 % | 4,195 % | 3,843 % | 3,954 % 95 | 3,478 % | 3,620 % | 3,475 % | 4,195 % | 3,846 % | 3,957 % 96 | 3,485 % | 3,626 % | 3,482 % | 4,195 % | 3,850 % | 3,959 % 97 | 3,492 % | 3,632 % | 3,490 % | 4,195 % | 3,854 % | 3,962 % 98 | 3,500 % | 3,637 % | 3,497 % | 4,195 % | 3,857 % | 3,964 % 99 | 3,507 % | 3,643 % | 3,504 % | 4,195 % | 3,861 % | 3,967 % 100 | 3,514 % | 3,649 % | 3,511 % | 4,195 % | 3,864 % | 3,969 % 101 | 3,520 % | 3,654 % | 3,518 % | 4,195 % | 3,867 % | 3,971 % 102 | 3,527 % | 3,659 % | 3,524 % | 4,195 % | 3,871 % | 3,973 % 103 | 3,534 % | 3,665 % | 3,531 % | 4,195 % | 3,874 % | 3,976 % 104 | 3,540 % | 3,670 % | 3,537 % | 4,196 % | 3,877 % | 3,978 % 105 | 3,546 % | 3,675 % | 3,544 % | 4,196 % | 3,880 % | 3,980 % 106 | 3,552 % | 3,680 % | 3,550 % | 4,196 % | 3,883 % | 3,982 % 107 | 3,558 % | 3,685 % | 3,556 % | 4,196 % | 3,886 % | 3,984 % 108 | 3,564 % | 3,689 % | 3,562 % | 4,196 % | 3,889 % | 3,986 % 109 | 3,570 % | 3,694 % | 3,568 % | 4,196 % | 3,892 % | 3,988 % 110 | 3,576 % | 3,699 % | 3,573 % | 4,196 % | 3,894 % | 3,990 % 111 | 3,581 % | 3,703 % | 3,579 % | 4,196 % | 3,897 % | 3,992 % 112 | 3,587 % | 3,707 % | 3,585 % | 4,196 % | 3,900 % | 3,994 % 113 | 3,592 % | 3,712 % | 3,590 % | 4,196 % | 3,903 % | 3,995 % 114 | 3,598 % | 3,716 % | 3,595 % | 4,196 % | 3,905 % | 3,997 % 115 | 3,603 % | 3,720 % | 3,601 % | 4,196 % | 3,908 % | 3,999 % 116 | 3,608 % | 3,724 % | 3,606 % | 4,196 % | 3,910 % | 4,001 % 117 | 3,613 % | 3,728 % | 3,611 % | 4,196 % | 3,913 % | 4,002 % 118 | 3,618 % | 3,732 % | 3,616 % | 4,196 % | 3,915 % | 4,004 % 119 | 3,623 % | 3,736 % | 3,621 % | 4,196 % | 3,918 % | 4,006 % 120 | 3,628 % | 3,740 % | 3,625 % | 4,196 % | 3,920 % | 4,007 % 121 | 3,632 % | 3,744 % | 3,630 % | 4,196 % | 3,922 % | 4,009 % 122 | 3,637 % | 3,748 % | 3,635 % | 4,196 % | 3,924 % | 4,010 % 123 | 3,642 % | 3,751 % | 3,639 % | 4,196 % | 3,927 % | 4,012 % 124 | 3,646 % | 3,755 % | 3,644 % | 4,196 % | 3,929 % | 4,014 % 125 | 3,650 % | 3,759 % | 3,648 % | 4,196 % | 3,931 % | 4,015 % 126 | 3,655 % | 3,762 % | 3,653 % | 4,196 % | 3,933 % | 4,016 % 127 | 3,659 % | 3,766 % | 3,657 % | 4,196 % | 3,935 % | 4,018 % 128 | 3,663 % | 3,769 % | 3,661 % | 4,196 % | 3,937 % | 4,019 % 129 | 3,667 % | 3,772 % | 3,665 % | 4,196 % | 3,939 % | 4,021 % 130 | 3,672 % | 3,776 % | 3,670 % | 4,196 % | 3,941 % | 4,022 % 131 | 3,676 % | 3,779 % | 3,674 % | 4,196 % | 3,943 % | 4,023 % 132 | 3,680 % | 3,782 % | 3,678 % | 4,196 % | 3,945 % | 4,025 % 133 | 3,683 % | 3,785 % | 3,681 % | 4,196 % | 3,947 % | 4,026 % 134 | 3,687 % | 3,788 % | 3,685 % | 4,197 % | 3,949 % | 4,027 % 135 | 3,691 % | 3,791 % | 3,689 % | 4,197 % | 3,951 % | 4,029 % 136 | 3,695 % | 3,794 % | 3,693 % | 4,197 % | 3,953 % | 4,030 % 137 | 3,699 % | 3,797 % | 3,697 % | 4,197 % | 3,955 % | 4,031 % 138 | 3,702 % | 3,800 % | 3,700 % | 4,197 % | 3,956 % | 4,032 % 139 | 3,706 % | 3,803 % | 3,704 % | 4,197 % | 3,958 % | 4,034 % 140 | 3,709 % | 3,806 % | 3,707 % | 4,197 % | 3,960 % | 4,035 % 141 | 3,713 % | 3,809 % | 3,711 % | 4,197 % | 3,962 % | 4,036 % 142 | 3,716 % | 3,811 % | 3,714 % | 4,197 % | 3,963 % | 4,037 % 143 | 3,720 % | 3,814 % | 3,718 % | 4,197 % | 3,965 % | 4,038 % 144 | 3,723 % | 3,817 % | 3,721 % | 4,197 % | 3,967 % | 4,039 % 145 | 3,726 % | 3,819 % | 3,724 % | 4,197 % | 3,968 % | 4,040 % 146 | 3,729 % | 3,822 % | 3,728 % | 4,197 % | 3,970 % | 4,042 % 147 | 3,733 % | 3,825 % | 3,731 % | 4,197 % | 3,971 % | 4,043 % 148 | 3,736 % | 3,827 % | 3,734 % | 4,197 % | 3,973 % | 4,044 % 149 | 3,739 % | 3,830 % | 3,737 % | 4,197 % | 3,974 % | 4,045 % 150 | 3,742 % | 3,832 % | 3,740 % | 4,197 % | 3,976 % | 4,046 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | – 0,406 % | 0,512 % | 1,441 % | 1,342 % | 4,412 % | 0,780 % 2 | – 0,316 % | 0,678 % | 1,845 % | 1,616 % | 4,680 % | 0,981 % 3 | – 0,190 % | 0,798 % | 2,230 % | 2,012 % | 5,000 % | 1,122 % 4 | – 0,046 % | 0,890 % | 2,609 % | 2,341 % | 5,063 % | 1,265 % 5 | 0,107 % | 0,976 % | 2,974 % | 2,617 % | 5,023 % | 1,398 % 6 | 0,244 % | 1,054 % | 3,305 % | 2,810 % | 5,000 % | 1,522 % 7 | 0,385 % | 1,124 % | 3,581 % | 2,965 % | 5,028 % | 1,631 % 8 | 0,523 % | 1,191 % | 3,799 % | 3,088 % | 5,070 % | 1,726 % 9 | 0,655 % | 1,253 % | 3,996 % | 3,207 % | 5,097 % | 1,810 % 10 | 0,776 % | 1,310 % | 4,158 % | 3,252 % | 5,110 % | 1,879 % 11 | 0,885 % | 1,361 % | 4,283 % | 3,280 % | 5,113 % | 1,949 % 12 | 0,982 % | 1,405 % | 4,378 % | 3,308 % | 5,109 % | 2,020 % 13 | 1,070 % | 1,432 % | 4,450 % | 3,335 % | 5,100 % | 2,092 % 14 | 1,146 % | 1,465 % | 4,505 % | 3,361 % | 5,088 % | 2,163 % 15 | 1,207 % | 1,502 % | 4,546 % | 3,387 % | 5,074 % | 2,231 % 16 | 1,253 % | 1,512 % | 4,578 % | 3,411 % | 5,057 % | 2,298 % 17 | 1,291 % | 1,527 % | 4,601 % | 3,435 % | 5,040 % | 2,362 % 18 | 1,328 % | 1,539 % | 4,618 % | 3,458 % | 5,022 % | 2,423 % 19 | 1,366 % | 1,548 % | 4,629 % | 3,480 % | 5,003 % | 2,482 % 20 | 1,411 % | 1,565 % | 4,637 % | 3,501 % | 4,985 % | 2,538 % 21 | 1,463 % | 1,575 % | 4,641 % | 3,521 % | 4,966 % | 2,591 % 22 | 1,520 % | 1,576 % | 4,643 % | 3,541 % | 4,948 % | 2,642 % 23 | 1,580 % | 1,573 % | 4,643 % | 3,559 % | 4,930 % | 2,691 % 24 | 1,642 % | 1,569 % | 4,641 % | 3,577 % | 4,912 % | 2,737 % 25 | 1,704 % | 1,565 % | 4,638 % | 3,594 % | 4,894 % | 2,781 % 26 | 1,767 % | 1,562 % | 4,633 % | 3,611 % | 4,877 % | 2,823 % 27 | 1,829 % | 1,561 % | 4,628 % | 3,626 % | 4,860 % | 2,864 % 28 | 1,890 % | 1,558 % | 4,623 % | 3,641 % | 4,844 % | 2,902 % 29 | 1,949 % | 1,554 % | 4,616 % | 3,656 % | 4,829 % | 2,938 % 30 | 2,007 % | 1,547 % | 4,610 % | 3,670 % | 4,814 % | 2,973 % 31 | 2,063 % | 1,538 % | 4,603 % | 3,683 % | 4,799 % | 3,006 % 32 | 2,117 % | 1,527 % | 4,596 % | 3,696 % | 4,785 % | 3,038 % 33 | 2,169 % | 1,516 % | 4,589 % | 3,708 % | 4,771 % | 3,068 % 34 | 2,220 % | 1,505 % | 4,582 % | 3,720 % | 4,758 % | 3,097 % 35 | 2,268 % | 1,496 % | 4,575 % | 3,731 % | 4,745 % | 3,125 % 36 | 2,315 % | 1,488 % | 4,568 % | 3,742 % | 4,733 % | 3,151 % 37 | 2,360 % | 1,482 % | 4,561 % | 3,752 % | 4,721 % | 3,177 % 38 | 2,404 % | 1,475 % | 4,554 % | 3,762 % | 4,709 % | 3,201 % 39 | 2,445 % | 1,468 % | 4,547 % | 3,772 % | 4,698 % | 3,224 % 40 | 2,485 % | 1,460 % | 4,541 % | 3,781 % | 4,687 % | 3,246 % 41 | 2,524 % | 1,450 % | 4,534 % | 3,790 % | 4,677 % | 3,268 % 42 | 2,561 % | 1,439 % | 4,528 % | 3,799 % | 4,667 % | 3,288 % 43 | 2,597 % | 1,428 % | 4,521 % | 3,807 % | 4,657 % | 3,308 % 44 | 2,631 % | 1,417 % | 4,515 % | 3,815 % | 4,648 % | 3,327 % 45 | 2,664 % | 1,406 % | 4,509 % | 3,823 % | 4,639 % | 3,345 % 46 | 2,696 % | 1,396 % | 4,504 % | 3,830 % | 4,630 % | 3,363 % 47 | 2,726 % | 1,389 % | 4,498 % | 3,837 % | 4,622 % | 3,380 % 48 | 2,756 % | 1,385 % | 4,493 % | 3,844 % | 4,614 % | 3,396 % 49 | 2,784 % | 1,387 % | 4,487 % | 3,851 % | 4,606 % | 3,412 % 50 | 2,811 % | 1,394 % | 4,482 % | 3,857 % | 4,598 % | 3,427 % 51 | 2,838 % | 1,407 % | 4,477 % | 3,864 % | 4,591 % | 3,442 % 52 | 2,863 % | 1,425 % | 4,472 % | 3,870 % | 4,584 % | 3,456 % 53 | 2,888 % | 1,447 % | 4,468 % | 3,876 % | 4,577 % | 3,469 % 54 | 2,911 % | 1,473 % | 4,463 % | 3,881 % | 4,570 % | 3,482 % 55 | 2,934 % | 1,501 % | 4,459 % | 3,887 % | 4,564 % | 3,495 % 56 | 2,957 % | 1,530 % | 4,454 % | 3,892 % | 4,558 % | 3,507 % 57 | 2,978 % | 1,561 % | 4,450 % | 3,897 % | 4,552 % | 3,519 % 58 | 2,999 % | 1,593 % | 4,446 % | 3,902 % | 4,546 % | 3,531 % 59 | 3,019 % | 1,625 % | 4,442 % | 3,907 % | 4,540 % | 3,542 % 60 | 3,038 % | 1,658 % | 4,438 % | 3,912 % | 4,535 % | 3,553 % 61 | 3,057 % | 1,691 % | 4,434 % | 3,916 % | 4,529 % | 3,563 % 62 | 3,075 % | 1,723 % | 4,431 % | 3,921 % | 4,524 % | 3,573 % 63 | 3,093 % | 1,756 % | 4,427 % | 3,925 % | 4,519 % | 3,583 % 64 | 3,110 % | 1,789 % | 4,424 % | 3,929 % | 4,514 % | 3,592 % 65 | 3,126 % | 1,821 % | 4,420 % | 3,933 % | 4,510 % | 3,602 % 66 | 3,142 % | 1,852 % | 4,417 % | 3,937 % | 4,505 % | 3,611 % 67 | 3,158 % | 1,884 % | 4,414 % | 3,941 % | 4,500 % | 3,619 % 68 | 3,173 % | 1,914 % | 4,411 % | 3,945 % | 4,496 % | 3,628 % 69 | 3,188 % | 1,945 % | 4,408 % | 3,948 % | 4,492 % | 3,636 % 70 | 3,202 % | 1,974 % | 4,405 % | 3,952 % | 4,488 % | 3,644 % 71 | 3,216 % | 2,004 % | 4,402 % | 3,955 % | 4,484 % | 3,652 % 72 | 3,230 % | 2,032 % | 4,399 % | 3,959 % | 4,480 % | 3,659 % 73 | 3,243 % | 2,060 % | 4,397 % | 3,962 % | 4,476 % | 3,666 % 74 | 3,256 % | 2,087 % | 4,394 % | 3,965 % | 4,472 % | 3,674 % 75 | 3,268 % | 2,114 % | 4,392 % | 3,968 % | 4,469 % | 3,681 % 76 | 3,281 % | 2,141 % | 4,389 % | 3,971 % | 4,465 % | 3,687 % 77 | 3,293 % | 2,166 % | 4,387 % | 3,974 % | 4,462 % | 3,694 % 78 | 3,304 % | 2,191 % | 4,384 % | 3,977 % | 4,459 % | 3,700 % 79 | 3,315 % | 2,216 % | 4,382 % | 3,980 % | 4,455 % | 3,707 % 80 | 3,326 % | 2,240 % | 4,380 % | 3,983 % | 4,452 % | 3,713 % 81 | 3,337 % | 2,264 % | 4,377 % | 3,985 % | 4,449 % | 3,719 % 82 | 3,348 % | 2,287 % | 4,375 % | 3,988 % | 4,446 % | 3,725 % 83 | 3,358 % | 2,309 % | 4,373 % | 3,990 % | 4,443 % | 3,730 % 84 | 3,368 % | 2,331 % | 4,371 % | 3,993 % | 4,440 % | 3,736 % 85 | 3,378 % | 2,353 % | 4,369 % | 3,995 % | 4,437 % | 3,741 % 86 | 3,387 % | 2,374 % | 4,367 % | 3,998 % | 4,435 % | 3,747 % 87 | 3,396 % | 2,394 % | 4,365 % | 4,000 % | 4,432 % | 3,752 % 88 | 3,405 % | 2,415 % | 4,363 % | 4,002 % | 4,429 % | 3,757 % 89 | 3,414 % | 2,434 % | 4,362 % | 4,004 % | 4,427 % | 3,762 % 90 | 3,423 % | 2,454 % | 4,360 % | 4,006 % | 4,424 % | 3,767 % 91 | 3,432 % | 2,473 % | 4,358 % | 4,009 % | 4,422 % | 3,772 % 92 | 3,440 % | 2,491 % | 4,356 % | 4,011 % | 4,419 % | 3,776 % 93 | 3,448 % | 2,509 % | 4,355 % | 4,013 % | 4,417 % | 3,781 % 94 | 3,456 % | 2,527 % | 4,353 % | 4,015 % | 4,415 % | 3,785 % 95 | 3,464 % | 2,544 % | 4,351 % | 4,017 % | 4,412 % | 3,790 % 96 | 3,471 % | 2,562 % | 4,350 % | 4,019 % | 4,410 % | 3,794 % 97 | 3,479 % | 2,578 % | 4,348 % | 4,020 % | 4,408 % | 3,798 % 98 | 3,486 % | 2,595 % | 4,347 % | 4,022 % | 4,406 % | 3,802 % 99 | 3,493 % | 2,611 % | 4,345 % | 4,024 % | 4,404 % | 3,806 % 100 | 3,500 % | 2,626 % | 4,344 % | 4,026 % | 4,402 % | 3,810 % 101 | 3,507 % | 2,642 % | 4,342 % | 4,027 % | 4,400 % | 3,814 % 102 | 3,514 % | 2,657 % | 4,341 % | 4,029 % | 4,398 % | 3,818 % 103 | 3,521 % | 2,672 % | 4,340 % | 4,031 % | 4,396 % | 3,821 % 104 | 3,527 % | 2,686 % | 4,338 % | 4,032 % | 4,394 % | 3,825 % 105 | 3,534 % | 2,701 % | 4,337 % | 4,034 % | 4,392 % | 3,829 % 106 | 3,540 % | 2,715 % | 4,336 % | 4,036 % | 4,390 % | 3,832 % 107 | 3,546 % | 2,728 % | 4,334 % | 4,037 % | 4,389 % | 3,835 % 108 | 3,552 % | 2,742 % | 4,333 % | 4,039 % | 4,387 % | 3,839 % 109 | 3,558 % | 2,755 % | 4,332 % | 4,040 % | 4,385 % | 3,842 % 110 | 3,564 % | 2,768 % | 4,331 % | 4,042 % | 4,383 % | 3,845 % 111 | 3,570 % | 2,781 % | 4,330 % | 4,043 % | 4,382 % | 3,849 % 112 | 3,575 % | 2,794 % | 4,328 % | 4,044 % | 4,380 % | 3,852 % 113 | 3,581 % | 2,806 % | 4,327 % | 4,046 % | 4,379 % | 3,855 % 114 | 3,586 % | 2,818 % | 4,326 % | 4,047 % | 4,377 % | 3,858 % 115 | 3,591 % | 2,830 % | 4,325 % | 4,048 % | 4,375 % | 3,861 % 116 | 3,597 % | 2,842 % | 4,324 % | 4,050 % | 4,374 % | 3,864 % 117 | 3,602 % | 2,853 % | 4,323 % | 4,051 % | 4,372 % | 3,867 % 118 | 3,607 % | 2,865 % | 4,322 % | 4,052 % | 4,371 % | 3,869 % 119 | 3,612 % | 2,876 % | 4,321 % | 4,054 % | 4,370 % | 3,872 % 120 | 3,617 % | 2,887 % | 4,320 % | 4,055 % | 4,368 % | 3,875 % 121 | 3,622 % | 2,898 % | 4,319 % | 4,056 % | 4,367 % | 3,878 % 122 | 3,626 % | 2,908 % | 4,318 % | 4,057 % | 4,365 % | 3,880 % 123 | 3,631 % | 2,919 % | 4,317 % | 4,058 % | 4,364 % | 3,883 % 124 | 3,635 % | 2,929 % | 4,316 % | 4,059 % | 4,363 % | 3,885 % 125 | 3,640 % | 2,939 % | 4,315 % | 4,061 % | 4,361 % | 3,888 % 126 | 3,644 % | 2,949 % | 4,314 % | 4,062 % | 4,360 % | 3,890 % 127 | 3,649 % | 2,959 % | 4,313 % | 4,063 % | 4,359 % | 3,893 % 128 | 3,653 % | 2,968 % | 4,312 % | 4,064 % | 4,358 % | 3,895 % 129 | 3,657 % | 2,978 % | 4,311 % | 4,065 % | 4,356 % | 3,898 % 130 | 3,661 % | 2,987 % | 4,311 % | 4,066 % | 4,355 % | 3,900 % 131 | 3,666 % | 2,996 % | 4,310 % | 4,067 % | 4,354 % | 3,902 % 132 | 3,670 % | 3,006 % | 4,309 % | 4,068 % | 4,353 % | 3,904 % 133 | 3,674 % | 3,014 % | 4,308 % | 4,069 % | 4,352 % | 3,907 % 134 | 3,678 % | 3,023 % | 4,307 % | 4,070 % | 4,351 % | 3,909 % 135 | 3,681 % | 3,032 % | 4,307 % | 4,071 % | 4,349 % | 3,911 % 136 | 3,685 % | 3,040 % | 4,306 % | 4,072 % | 4,348 % | 3,913 % 137 | 3,689 % | 3,049 % | 4,305 % | 4,073 % | 4,347 % | 3,915 % 138 | 3,693 % | 3,057 % | 4,304 % | 4,074 % | 4,346 % | 3,917 % 139 | 3,696 % | 3,065 % | 4,303 % | 4,075 % | 4,345 % | 3,919 % 140 | 3,700 % | 3,073 % | 4,303 % | 4,075 % | 4,344 % | 3,921 % 141 | 3,703 % | 3,081 % | 4,302 % | 4,076 % | 4,343 % | 3,923 % 142 | 3,707 % | 3,089 % | 4,301 % | 4,077 % | 4,342 % | 3,925 % 143 | 3,710 % | 3,097 % | 4,301 % | 4,078 % | 4,341 % | 3,927 % 144 | 3,714 % | 3,105 % | 4,300 % | 4,079 % | 4,340 % | 3,929 % 145 | 3,717 % | 3,112 % | 4,299 % | 4,080 % | 4,339 % | 3,931 % 146 | 3,720 % | 3,119 % | 4,299 % | 4,081 % | 4,338 % | 3,933 % 147 | 3,724 % | 3,127 % | 4,298 % | 4,081 % | 4,337 % | 3,935 % 148 | 3,727 % | 3,134 % | 4,297 % | 4,082 % | 4,336 % | 3,936 % 149 | 3,730 % | 3,141 % | 4,297 % | 4,083 % | 4,335 % | 3,938 % 150 | 3,733 % | 3,148 % | 4,296 % | 4,084 % | 4,334 % | 3,940 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | – 0,728 % | 1,795 % | 1,133 % | 1,508 % | 2,347 % | 4,550 % 2 | – 0,635 % | 1,983 % | 1,306 % | 1,672 % | 2,601 % | 4,863 % 3 | – 0,519 % | 2,138 % | 1,448 % | 1,776 % | 2,934 % | 5,236 % 4 | – 0,409 % | 2,246 % | 1,597 % | 1,852 % | 3,166 % | 5,451 % 5 | – 0,296 % | 2,381 % | 1,743 % | 1,913 % | 3,380 % | 5,614 % 6 | – 0,181 % | 2,477 % | 1,861 % | 1,965 % | 3,568 % | 5,765 % 7 | – 0,070 % | 2,586 % | 1,958 % | 2,018 % | 3,732 % | 5,889 % 8 | 0,028 % | 2,668 % | 2,043 % | 2,072 % | 3,879 % | 6,043 % 9 | 0,123 % | 2,742 % | 2,117 % | 2,125 % | 4,005 % | 6,157 % 10 | 0,209 % | 2,813 % | 2,184 % | 2,188 % | 4,109 % | 6,196 % 11 | 0,272 % | 2,878 % | 2,243 % | 2,236 % | 4,189 % | 6,203 % 12 | 0,347 % | 2,937 % | 2,293 % | 2,278 % | 4,251 % | 6,194 % 13 | 0,390 % | 2,989 % | 2,337 % | 2,322 % | 4,299 % | 6,172 % 14 | 0,430 % | 3,034 % | 2,376 % | 2,368 % | 4,336 % | 6,143 % 15 | 0,490 % | 3,071 % | 2,416 % | 2,411 % | 4,365 % | 6,108 % 16 | 0,536 % | 3,099 % | 2,459 % | 2,451 % | 4,387 % | 6,069 % 17 | 0,566 % | 3,122 % | 2,504 % | 2,486 % | 4,404 % | 6,027 % 18 | 0,586 % | 3,141 % | 2,549 % | 2,512 % | 4,417 % | 5,984 % 19 | 0,599 % | 3,158 % | 2,594 % | 2,529 % | 4,427 % | 5,940 % 20 | 0,609 % | 3,175 % | 2,639 % | 2,536 % | 4,435 % | 5,895 % 21 | 0,619 % | 3,192 % | 2,683 % | 2,533 % | 4,440 % | 5,851 % 22 | 0,631 % | 3,207 % | 2,726 % | 2,523 % | 4,443 % | 5,808 % 23 | 0,646 % | 3,220 % | 2,768 % | 2,510 % | 4,445 % | 5,765 % 24 | 0,667 % | 3,229 % | 2,808 % | 2,496 % | 4,446 % | 5,723 % 25 | 0,694 % | 3,234 % | 2,847 % | 2,484 % | 4,446 % | 5,682 % 26 | 0,728 % | 3,234 % | 2,885 % | 2,474 % | 4,445 % | 5,643 % 27 | 0,767 % | 3,232 % | 2,921 % | 2,467 % | 4,443 % | 5,604 % 28 | 0,810 % | 3,229 % | 2,956 % | 2,465 % | 4,441 % | 5,567 % 29 | 0,855 % | 3,227 % | 2,989 % | 2,467 % | 4,439 % | 5,531 % 30 | 0,901 % | 3,228 % | 3,021 % | 2,475 % | 4,436 % | 5,497 % 31 | 0,949 % | 3,231 % | 3,052 % | 2,488 % | 4,433 % | 5,463 % 32 | 0,996 % | 3,238 % | 3,082 % | 2,505 % | 4,430 % | 5,431 % 33 | 1,043 % | 3,246 % | 3,110 % | 2,526 % | 4,426 % | 5,400 % 34 | 1,090 % | 3,256 % | 3,137 % | 2,549 % | 4,423 % | 5,370 % 35 | 1,136 % | 3,268 % | 3,163 % | 2,573 % | 4,420 % | 5,342 % 36 | 1,181 % | 3,280 % | 3,189 % | 2,599 % | 4,416 % | 5,314 % 37 | 1,225 % | 3,294 % | 3,213 % | 2,626 % | 4,412 % | 5,288 % 38 | 1,268 % | 3,307 % | 3,236 % | 2,653 % | 4,409 % | 5,262 % 39 | 1,310 % | 3,321 % | 3,258 % | 2,680 % | 4,405 % | 5,238 % 40 | 1,351 % | 3,336 % | 3,279 % | 2,707 % | 4,402 % | 5,214 % 41 | 1,390 % | 3,350 % | 3,300 % | 2,735 % | 4,398 % | 5,192 % 42 | 1,428 % | 3,364 % | 3,319 % | 2,761 % | 4,395 % | 5,170 % 43 | 1,465 % | 3,379 % | 3,338 % | 2,788 % | 4,391 % | 5,149 % 44 | 1,500 % | 3,393 % | 3,357 % | 2,814 % | 4,388 % | 5,129 % 45 | 1,535 % | 3,407 % | 3,374 % | 2,840 % | 4,385 % | 5,109 % 46 | 1,568 % | 3,421 % | 3,391 % | 2,865 % | 4,382 % | 5,091 % 47 | 1,601 % | 3,434 % | 3,407 % | 2,889 % | 4,379 % | 5,072 % 48 | 1,632 % | 3,448 % | 3,423 % | 2,913 % | 4,375 % | 5,055 % 49 | 1,662 % | 3,461 % | 3,438 % | 2,936 % | 4,372 % | 5,038 % 50 | 1,691 % | 3,473 % | 3,453 % | 2,959 % | 4,370 % | 5,022 % 51 | 1,719 % | 3,486 % | 3,467 % | 2,981 % | 4,367 % | 5,007 % 52 | 1,746 % | 3,498 % | 3,480 % | 3,003 % | 4,364 % | 4,992 % 53 | 1,773 % | 3,510 % | 3,493 % | 3,023 % | 4,361 % | 4,977 % 54 | 1,798 % | 3,521 % | 3,506 % | 3,044 % | 4,359 % | 4,963 % 55 | 1,823 % | 3,533 % | 3,518 % | 3,063 % | 4,356 % | 4,949 % 56 | 1,846 % | 3,544 % | 3,530 % | 3,083 % | 4,354 % | 4,936 % 57 | 1,870 % | 3,554 % | 3,542 % | 3,101 % | 4,351 % | 4,924 % 58 | 1,892 % | 3,565 % | 3,553 % | 3,119 % | 4,349 % | 4,911 % 59 | 1,914 % | 3,575 % | 3,563 % | 3,137 % | 4,346 % | 4,899 % 60 | 1,935 % | 3,585 % | 3,574 % | 3,154 % | 4,344 % | 4,888 % 61 | 1,955 % | 3,594 % | 3,584 % | 3,170 % | 4,342 % | 4,877 % 62 | 1,975 % | 3,604 % | 3,594 % | 3,186 % | 4,340 % | 4,866 % 63 | 1,994 % | 3,613 % | 3,603 % | 3,202 % | 4,338 % | 4,855 % 64 | 2,012 % | 3,621 % | 3,612 % | 3,217 % | 4,336 % | 4,845 % 65 | 2,030 % | 3,630 % | 3,621 % | 3,232 % | 4,334 % | 4,835 % 66 | 2,048 % | 3,638 % | 3,630 % | 3,246 % | 4,332 % | 4,826 % 67 | 2,065 % | 3,647 % | 3,638 % | 3,260 % | 4,330 % | 4,817 % 68 | 2,081 % | 3,654 % | 3,646 % | 3,274 % | 4,328 % | 4,808 % 69 | 2,097 % | 3,662 % | 3,654 % | 3,287 % | 4,326 % | 4,799 % 70 | 2,113 % | 3,670 % | 3,662 % | 3,300 % | 4,324 % | 4,790 % 71 | 2,128 % | 3,677 % | 3,670 % | 3,312 % | 4,323 % | 4,782 % 72 | 2,143 % | 3,684 % | 3,677 % | 3,324 % | 4,321 % | 4,774 % 73 | 2,157 % | 3,691 % | 3,684 % | 3,336 % | 4,320 % | 4,766 % 74 | 2,171 % | 3,698 % | 3,691 % | 3,348 % | 4,318 % | 4,758 % 75 | 2,185 % | 3,704 % | 3,698 % | 3,359 % | 4,316 % | 4,751 % 76 | 2,198 % | 3,711 % | 3,704 % | 3,370 % | 4,315 % | 4,744 % 77 | 2,211 % | 3,717 % | 3,711 % | 3,381 % | 4,313 % | 4,737 % 78 | 2,223 % | 3,723 % | 3,717 % | 3,391 % | 4,312 % | 4,730 % 79 | 2,236 % | 3,729 % | 3,723 % | 3,401 % | 4,311 % | 4,723 % 80 | 2,248 % | 3,735 % | 3,729 % | 3,411 % | 4,309 % | 4,717 % 81 | 2,259 % | 3,741 % | 3,735 % | 3,421 % | 4,308 % | 4,710 % 82 | 2,271 % | 3,746 % | 3,740 % | 3,430 % | 4,307 % | 4,704 % 83 | 2,282 % | 3,752 % | 3,746 % | 3,439 % | 4,305 % | 4,698 % 84 | 2,293 % | 3,757 % | 3,751 % | 3,448 % | 4,304 % | 4,692 % 85 | 2,303 % | 3,762 % | 3,756 % | 3,457 % | 4,303 % | 4,686 % 86 | 2,314 % | 3,767 % | 3,762 % | 3,466 % | 4,302 % | 4,680 % 87 | 2,324 % | 3,772 % | 3,767 % | 3,474 % | 4,301 % | 4,675 % 88 | 2,334 % | 3,777 % | 3,772 % | 3,482 % | 4,299 % | 4,670 % 89 | 2,343 % | 3,782 % | 3,776 % | 3,490 % | 4,298 % | 4,664 % 90 | 2,353 % | 3,786 % | 3,781 % | 3,498 % | 4,297 % | 4,659 % 91 | 2,362 % | 3,791 % | 3,786 % | 3,506 % | 4,296 % | 4,654 % 92 | 2,371 % | 3,795 % | 3,790 % | 3,513 % | 4,295 % | 4,649 % 93 | 2,380 % | 3,800 % | 3,795 % | 3,521 % | 4,294 % | 4,644 % 94 | 2,389 % | 3,804 % | 3,799 % | 3,528 % | 4,293 % | 4,640 % 95 | 2,397 % | 3,808 % | 3,803 % | 3,535 % | 4,292 % | 4,635 % 96 | 2,406 % | 3,812 % | 3,807 % | 3,542 % | 4,291 % | 4,630 % 97 | 2,414 % | 3,816 % | 3,811 % | 3,549 % | 4,290 % | 4,626 % 98 | 2,422 % | 3,820 % | 3,815 % | 3,555 % | 4,289 % | 4,622 % 99 | 2,430 % | 3,824 % | 3,819 % | 3,562 % | 4,288 % | 4,617 % 100 | 2,437 % | 3,828 % | 3,823 % | 3,568 % | 4,288 % | 4,613 % 101 | 2,445 % | 3,831 % | 3,827 % | 3,574 % | 4,287 % | 4,609 % 102 | 2,452 % | 3,835 % | 3,830 % | 3,580 % | 4,286 % | 4,605 % 103 | 2,459 % | 3,838 % | 3,834 % | 3,586 % | 4,285 % | 4,601 % 104 | 2,467 % | 3,842 % | 3,837 % | 3,592 % | 4,284 % | 4,597 % 105 | 2,474 % | 3,845 % | 3,841 % | 3,598 % | 4,283 % | 4,593 % 106 | 2,480 % | 3,849 % | 3,844 % | 3,604 % | 4,283 % | 4,590 % 107 | 2,487 % | 3,852 % | 3,847 % | 3,609 % | 4,282 % | 4,586 % 108 | 2,494 % | 3,855 % | 3,851 % | 3,615 % | 4,281 % | 4,582 % 109 | 2,500 % | 3,858 % | 3,854 % | 3,620 % | 4,280 % | 4,579 % 110 | 2,506 % | 3,861 % | 3,857 % | 3,625 % | 4,280 % | 4,576 % 111 | 2,513 % | 3,864 % | 3,860 % | 3,631 % | 4,279 % | 4,572 % 112 | 2,519 % | 3,867 % | 3,863 % | 3,636 % | 4,278 % | 4,569 % 113 | 2,525 % | 3,870 % | 3,866 % | 3,641 % | 4,278 % | 4,566 % 114 | 2,531 % | 3,873 % | 3,869 % | 3,646 % | 4,277 % | 4,562 % 115 | 2,536 % | 3,876 % | 3,872 % | 3,650 % | 4,276 % | 4,559 % 116 | 2,542 % | 3,879 % | 3,875 % | 3,655 % | 4,276 % | 4,556 % 117 | 2,548 % | 3,882 % | 3,878 % | 3,660 % | 4,275 % | 4,553 % 118 | 2,553 % | 3,884 % | 3,880 % | 3,664 % | 4,274 % | 4,550 % 119 | 2,559 % | 3,887 % | 3,883 % | 3,669 % | 4,274 % | 4,547 % 120 | 2,564 % | 3,890 % | 3,886 % | 3,673 % | 4,273 % | 4,544 % 121 | 2,569 % | 3,892 % | 3,888 % | 3,678 % | 4,272 % | 4,541 % 122 | 2,574 % | 3,895 % | 3,891 % | 3,682 % | 4,272 % | 4,539 % 123 | 2,579 % | 3,897 % | 3,893 % | 3,686 % | 4,271 % | 4,536 % 124 | 2,584 % | 3,900 % | 3,896 % | 3,690 % | 4,271 % | 4,533 % 125 | 2,589 % | 3,902 % | 3,898 % | 3,694 % | 4,270 % | 4,530 % 126 | 2,594 % | 3,904 % | 3,901 % | 3,698 % | 4,270 % | 4,528 % 127 | 2,599 % | 3,907 % | 3,903 % | 3,702 % | 4,269 % | 4,525 % 128 | 2,604 % | 3,909 % | 3,905 % | 3,706 % | 4,268 % | 4,523 % 129 | 2,608 % | 3,911 % | 3,907 % | 3,710 % | 4,268 % | 4,520 % 130 | 2,613 % | 3,913 % | 3,910 % | 3,714 % | 4,267 % | 4,518 % 131 | 2,617 % | 3,916 % | 3,912 % | 3,717 % | 4,267 % | 4,515 % 132 | 2,622 % | 3,918 % | 3,914 % | 3,721 % | 4,266 % | 4,513 % 133 | 2,626 % | 3,920 % | 3,916 % | 3,725 % | 4,266 % | 4,510 % 134 | 2,630 % | 3,922 % | 3,918 % | 3,728 % | 4,265 % | 4,508 % 135 | 2,635 % | 3,924 % | 3,920 % | 3,732 % | 4,265 % | 4,506 % 136 | 2,639 % | 3,926 % | 3,923 % | 3,735 % | 4,264 % | 4,504 % 137 | 2,643 % | 3,928 % | 3,925 % | 3,738 % | 4,264 % | 4,501 % 138 | 2,647 % | 3,930 % | 3,927 % | 3,742 % | 4,263 % | 4,499 % 139 | 2,651 % | 3,932 % | 3,929 % | 3,745 % | 4,263 % | 4,497 % 140 | 2,655 % | 3,934 % | 3,930 % | 3,748 % | 4,263 % | 4,495 % 141 | 2,659 % | 3,936 % | 3,932 % | 3,751 % | 4,262 % | 4,493 % 142 | 2,662 % | 3,938 % | 3,934 % | 3,755 % | 4,262 % | 4,491 % 143 | 2,666 % | 3,939 % | 3,936 % | 3,758 % | 4,261 % | 4,489 % 144 | 2,670 % | 3,941 % | 3,938 % | 3,761 % | 4,261 % | 4,487 % 145 | 2,673 % | 3,943 % | 3,940 % | 3,764 % | 4,260 % | 4,485 % 146 | 2,677 % | 3,945 % | 3,942 % | 3,767 % | 4,260 % | 4,483 % 147 | 2,681 % | 3,946 % | 3,943 % | 3,770 % | 4,260 % | 4,481 % 148 | 2,684 % | 3,948 % | 3,945 % | 3,773 % | 4,259 % | 4,479 % 149 | 2,688 % | 3,950 % | 3,947 % | 3,775 % | 4,259 % | 4,477 % 150 | 2,691 % | 3,952 % | 3,948 % | 3,778 % | 4,258 % | 4,475 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 0,956 % | 5,867 % | 7,156 % | 0,327 % | 1,866 % | 6,657 % 2 | 1,243 % | 5,961 % | 6,856 % | 0,423 % | 2,058 % | 6,639 % 3 | 1,435 % | 6,069 % | 6,685 % | 0,510 % | 2,259 % | 6,763 % 4 | 1,566 % | 6,185 % | 6,634 % | 0,592 % | 2,447 % | 6,910 % 5 | 1,692 % | 6,296 % | 6,635 % | 0,668 % | 2,614 % | 7,116 % 6 | 1,776 % | 6,400 % | 6,700 % | 0,751 % | 2,764 % | 7,267 % 7 | 1,843 % | 6,475 % | 6,786 % | 0,810 % | 2,890 % | 7,445 % 8 | 1,911 % | 6,546 % | 6,867 % | 0,876 % | 3,000 % | 7,636 % 9 | 1,976 % | 6,602 % | 6,940 % | 0,940 % | 3,098 % | 7,784 % 10 | 2,030 % | 6,644 % | 7,010 % | 1,003 % | 3,178 % | 7,907 % 11 | 2,072 % | 6,667 % | 7,079 % | 1,080 % | 3,246 % | 8,017 % 12 | 2,106 % | 6,674 % | 7,144 % | 1,167 % | 3,303 % | 8,122 % 13 | 2,137 % | 6,669 % | 7,207 % | 1,259 % | 3,352 % | 8,230 % 14 | 2,170 % | 6,656 % | 7,265 % | 1,353 % | 3,399 % | 8,327 % 15 | 2,206 % | 6,636 % | 7,319 % | 1,446 % | 3,449 % | 8,401 % 16 | 2,248 % | 6,613 % | 7,369 % | 1,538 % | 3,505 % | 8,442 % 17 | 2,293 % | 6,587 % | 7,412 % | 1,627 % | 3,563 % | 8,456 % 18 | 2,340 % | 6,558 % | 7,446 % | 1,713 % | 3,621 % | 8,448 % 19 | 2,389 % | 6,528 % | 7,469 % | 1,795 % | 3,675 % | 8,423 % 20 | 2,438 % | 6,498 % | 7,479 % | 1,875 % | 3,724 % | 8,386 % 21 | 2,486 % | 6,467 % | 7,476 % | 1,951 % | 3,767 % | 8,338 % 22 | 2,533 % | 6,436 % | 7,461 % | 2,023 % | 3,805 % | 8,284 % 23 | 2,580 % | 6,405 % | 7,438 % | 2,092 % | 3,837 % | 8,225 % 24 | 2,625 % | 6,375 % | 7,408 % | 2,158 % | 3,866 % | 8,162 % 25 | 2,669 % | 6,345 % | 7,374 % | 2,221 % | 3,891 % | 8,096 % 26 | 2,711 % | 6,316 % | 7,336 % | 2,280 % | 3,913 % | 8,030 % 27 | 2,752 % | 6,288 % | 7,295 % | 2,337 % | 3,933 % | 7,963 % 28 | 2,791 % | 6,260 % | 7,253 % | 2,391 % | 3,951 % | 7,896 % 29 | 2,829 % | 6,233 % | 7,209 % | 2,443 % | 3,966 % | 7,830 % 30 | 2,865 % | 6,207 % | 7,165 % | 2,492 % | 3,980 % | 7,765 % 31 | 2,900 % | 6,182 % | 7,121 % | 2,539 % | 3,993 % | 7,702 % 32 | 2,934 % | 6,158 % | 7,078 % | 2,584 % | 4,004 % | 7,640 % 33 | 2,966 % | 6,135 % | 7,035 % | 2,627 % | 4,014 % | 7,579 % 34 | 2,997 % | 6,112 % | 6,993 % | 2,668 % | 4,024 % | 7,521 % 35 | 3,027 % | 6,091 % | 6,952 % | 2,707 % | 4,032 % | 7,464 % 36 | 3,055 % | 6,070 % | 6,911 % | 2,744 % | 4,040 % | 7,410 % 37 | 3,082 % | 6,049 % | 6,872 % | 2,780 % | 4,047 % | 7,357 % 38 | 3,109 % | 6,030 % | 6,834 % | 2,814 % | 4,053 % | 7,306 % 39 | 3,134 % | 6,011 % | 6,797 % | 2,847 % | 4,059 % | 7,257 % 40 | 3,158 % | 5,993 % | 6,762 % | 2,878 % | 4,064 % | 7,209 % 41 | 3,181 % | 5,976 % | 6,727 % | 2,908 % | 4,069 % | 7,164 % 42 | 3,204 % | 5,959 % | 6,694 % | 2,937 % | 4,074 % | 7,120 % 43 | 3,225 % | 5,943 % | 6,662 % | 2,965 % | 4,078 % | 7,078 % 44 | 3,246 % | 5,927 % | 6,631 % | 2,991 % | 4,082 % | 7,037 % 45 | 3,266 % | 5,912 % | 6,601 % | 3,017 % | 4,085 % | 6,998 % 46 | 3,285 % | 5,898 % | 6,572 % | 3,041 % | 4,089 % | 6,960 % 47 | 3,303 % | 5,884 % | 6,544 % | 3,065 % | 4,092 % | 6,924 % 48 | 3,321 % | 5,870 % | 6,517 % | 3,088 % | 4,095 % | 6,889 % 49 | 3,338 % | 5,857 % | 6,491 % | 3,110 % | 4,098 % | 6,855 % 50 | 3,355 % | 5,845 % | 6,466 % | 3,131 % | 4,100 % | 6,823 % 51 | 3,371 % | 5,833 % | 6,442 % | 3,151 % | 4,103 % | 6,792 % 52 | 3,386 % | 5,821 % | 6,418 % | 3,171 % | 4,105 % | 6,761 % 53 | 3,401 % | 5,810 % | 6,396 % | 3,189 % | 4,107 % | 6,732 % 54 | 3,415 % | 5,799 % | 6,374 % | 3,208 % | 4,109 % | 6,704 % 55 | 3,429 % | 5,788 % | 6,353 % | 3,225 % | 4,111 % | 6,677 % 56 | 3,443 % | 5,778 % | 6,333 % | 3,242 % | 4,113 % | 6,651 % 57 | 3,456 % | 5,768 % | 6,313 % | 3,259 % | 4,115 % | 6,626 % 58 | 3,468 % | 5,759 % | 6,294 % | 3,275 % | 4,117 % | 6,601 % 59 | 3,480 % | 5,749 % | 6,276 % | 3,290 % | 4,118 % | 6,577 % 60 | 3,492 % | 5,740 % | 6,258 % | 3,305 % | 4,120 % | 6,555 % 61 | 3,504 % | 5,732 % | 6,241 % | 3,320 % | 4,121 % | 6,532 % 62 | 3,515 % | 5,723 % | 6,224 % | 3,334 % | 4,123 % | 6,511 % 63 | 3,525 % | 5,715 % | 6,208 % | 3,347 % | 4,124 % | 6,490 % 64 | 3,536 % | 5,707 % | 6,192 % | 3,360 % | 4,125 % | 6,470 % 65 | 3,546 % | 5,699 % | 6,177 % | 3,373 % | 4,127 % | 6,450 % 66 | 3,556 % | 5,692 % | 6,162 % | 3,385 % | 4,128 % | 6,431 % 67 | 3,565 % | 5,684 % | 6,147 % | 3,397 % | 4,129 % | 6,413 % 68 | 3,574 % | 5,677 % | 6,134 % | 3,409 % | 4,130 % | 6,395 % 69 | 3,583 % | 5,670 % | 6,120 % | 3,420 % | 4,131 % | 6,378 % 70 | 3,592 % | 5,664 % | 6,107 % | 3,432 % | 4,132 % | 6,361 % 71 | 3,601 % | 5,657 % | 6,094 % | 3,442 % | 4,133 % | 6,344 % 72 | 3,609 % | 5,651 % | 6,082 % | 3,453 % | 4,134 % | 6,328 % 73 | 3,617 % | 5,645 % | 6,070 % | 3,463 % | 4,135 % | 6,313 % 74 | 3,625 % | 5,639 % | 6,058 % | 3,473 % | 4,136 % | 6,298 % 75 | 3,632 % | 5,633 % | 6,046 % | 3,482 % | 4,137 % | 6,283 % 76 | 3,640 % | 5,627 % | 6,035 % | 3,492 % | 4,138 % | 6,269 % 77 | 3,647 % | 5,622 % | 6,024 % | 3,501 % | 4,139 % | 6,255 % 78 | 3,654 % | 5,616 % | 6,014 % | 3,510 % | 4,139 % | 6,241 % 79 | 3,661 % | 5,611 % | 6,003 % | 3,519 % | 4,140 % | 6,228 % 80 | 3,668 % | 5,606 % | 5,993 % | 3,527 % | 4,141 % | 6,215 % 81 | 3,674 % | 5,601 % | 5,983 % | 3,535 % | 4,142 % | 6,203 % 82 | 3,681 % | 5,596 % | 5,974 % | 3,543 % | 4,142 % | 6,190 % 83 | 3,687 % | 5,591 % | 5,964 % | 3,551 % | 4,143 % | 6,178 % 84 | 3,693 % | 5,587 % | 5,955 % | 3,559 % | 4,144 % | 6,167 % 85 | 3,699 % | 5,582 % | 5,946 % | 3,566 % | 4,145 % | 6,155 % 86 | 3,705 % | 5,578 % | 5,938 % | 3,574 % | 4,145 % | 6,144 % 87 | 3,710 % | 5,573 % | 5,929 % | 3,581 % | 4,146 % | 6,133 % 88 | 3,716 % | 5,569 % | 5,921 % | 3,588 % | 4,146 % | 6,123 % 89 | 3,721 % | 5,565 % | 5,913 % | 3,595 % | 4,147 % | 6,112 % 90 | 3,727 % | 5,561 % | 5,905 % | 3,601 % | 4,148 % | 6,102 % 91 | 3,732 % | 5,557 % | 5,897 % | 3,608 % | 4,148 % | 6,092 % 92 | 3,737 % | 5,553 % | 5,889 % | 3,614 % | 4,149 % | 6,082 % 93 | 3,742 % | 5,549 % | 5,882 % | 3,621 % | 4,149 % | 6,073 % 94 | 3,747 % | 5,546 % | 5,875 % | 3,627 % | 4,150 % | 6,063 % 95 | 3,751 % | 5,542 % | 5,868 % | 3,633 % | 4,150 % | 6,054 % 96 | 3,756 % | 5,538 % | 5,861 % | 3,639 % | 4,151 % | 6,045 % 97 | 3,761 % | 5,535 % | 5,854 % | 3,645 % | 4,151 % | 6,037 % 98 | 3,765 % | 5,531 % | 5,847 % | 3,650 % | 4,152 % | 6,028 % 99 | 3,769 % | 5,528 % | 5,841 % | 3,656 % | 4,152 % | 6,020 % 100 | 3,774 % | 5,525 % | 5,834 % | 3,661 % | 4,153 % | 6,011 % 101 | 3,778 % | 5,522 % | 5,828 % | 3,666 % | 4,153 % | 6,003 % 102 | 3,782 % | 5,518 % | 5,822 % | 3,672 % | 4,154 % | 5,995 % 103 | 3,786 % | 5,515 % | 5,816 % | 3,677 % | 4,154 % | 5,988 % 104 | 3,790 % | 5,512 % | 5,810 % | 3,682 % | 4,155 % | 5,980 % 105 | 3,794 % | 5,509 % | 5,804 % | 3,687 % | 4,155 % | 5,973 % 106 | 3,798 % | 5,506 % | 5,798 % | 3,692 % | 4,156 % | 5,965 % 107 | 3,802 % | 5,504 % | 5,793 % | 3,696 % | 4,156 % | 5,958 % 108 | 3,805 % | 5,501 % | 5,787 % | 3,701 % | 4,156 % | 5,951 % 109 | 3,809 % | 5,498 % | 5,782 % | 3,706 % | 4,157 % | 5,944 % 110 | 3,812 % | 5,495 % | 5,776 % | 3,710 % | 4,157 % | 5,937 % 111 | 3,816 % | 5,493 % | 5,771 % | 3,714 % | 4,158 % | 5,931 % 112 | 3,819 % | 5,490 % | 5,766 % | 3,719 % | 4,158 % | 5,924 % 113 | 3,823 % | 5,487 % | 5,761 % | 3,723 % | 4,158 % | 5,918 % 114 | 3,826 % | 5,485 % | 5,756 % | 3,727 % | 4,159 % | 5,911 % 115 | 3,829 % | 5,482 % | 5,751 % | 3,731 % | 4,159 % | 5,905 % 116 | 3,832 % | 5,480 % | 5,746 % | 3,735 % | 4,159 % | 5,899 % 117 | 3,836 % | 5,478 % | 5,742 % | 3,739 % | 4,160 % | 5,893 % 118 | 3,839 % | 5,475 % | 5,737 % | 3,743 % | 4,160 % | 5,887 % 119 | 3,842 % | 5,473 % | 5,733 % | 3,747 % | 4,160 % | 5,881 % 120 | 3,845 % | 5,471 % | 5,728 % | 3,751 % | 4,161 % | 5,876 % 121 | 3,848 % | 5,468 % | 5,724 % | 3,754 % | 4,161 % | 5,870 % 122 | 3,851 % | 5,466 % | 5,720 % | 3,758 % | 4,161 % | 5,865 % 123 | 3,853 % | 5,464 % | 5,715 % | 3,762 % | 4,162 % | 5,859 % 124 | 3,856 % | 5,462 % | 5,711 % | 3,765 % | 4,162 % | 5,854 % 125 | 3,859 % | 5,460 % | 5,707 % | 3,769 % | 4,162 % | 5,849 % 126 | 3,862 % | 5,458 % | 5,703 % | 3,772 % | 4,163 % | 5,843 % 127 | 3,864 % | 5,456 % | 5,699 % | 3,775 % | 4,163 % | 5,838 % 128 | 3,867 % | 5,454 % | 5,695 % | 3,779 % | 4,163 % | 5,833 % 129 | 3,869 % | 5,452 % | 5,691 % | 3,782 % | 4,164 % | 5,828 % 130 | 3,872 % | 5,450 % | 5,687 % | 3,785 % | 4,164 % | 5,824 % 131 | 3,874 % | 5,448 % | 5,684 % | 3,788 % | 4,164 % | 5,819 % 132 | 3,877 % | 5,446 % | 5,680 % | 3,792 % | 4,164 % | 5,814 % 133 | 3,879 % | 5,444 % | 5,676 % | 3,795 % | 4,165 % | 5,809 % 134 | 3,882 % | 5,442 % | 5,673 % | 3,798 % | 4,165 % | 5,805 % 135 | 3,884 % | 5,440 % | 5,669 % | 3,801 % | 4,165 % | 5,800 % 136 | 3,886 % | 5,439 % | 5,666 % | 3,804 % | 4,165 % | 5,796 % 137 | 3,889 % | 5,437 % | 5,663 % | 3,806 % | 4,166 % | 5,792 % 138 | 3,891 % | 5,435 % | 5,659 % | 3,809 % | 4,166 % | 5,787 % 139 | 3,893 % | 5,434 % | 5,656 % | 3,812 % | 4,166 % | 5,783 % 140 | 3,895 % | 5,432 % | 5,653 % | 3,815 % | 4,166 % | 5,779 % 141 | 3,898 % | 5,430 % | 5,649 % | 3,818 % | 4,167 % | 5,775 % 142 | 3,900 % | 5,429 % | 5,646 % | 3,820 % | 4,167 % | 5,771 % 143 | 3,902 % | 5,427 % | 5,643 % | 3,823 % | 4,167 % | 5,767 % 144 | 3,904 % | 5,425 % | 5,640 % | 3,825 % | 4,167 % | 5,763 % 145 | 3,906 % | 5,424 % | 5,637 % | 3,828 % | 4,168 % | 5,759 % 146 | 3,908 % | 5,422 % | 5,634 % | 3,831 % | 4,168 % | 5,755 % 147 | 3,910 % | 5,421 % | 5,631 % | 3,833 % | 4,168 % | 5,751 % 148 | 3,912 % | 5,419 % | 5,628 % | 3,836 % | 4,168 % | 5,748 % 149 | 3,914 % | 5,418 % | 5,625 % | 3,838 % | 4,168 % | 5,744 % 150 | 3,916 % | 5,416 % | 5,622 % | 3,840 % | 4,169 % | 5,740 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 6,469 % | 3,311 % | 3,300 % | 8,130 % | 1,081 % | 1,492 % 2 | 7,233 % | 3,394 % | 3,368 % | 7,912 % | 1,291 % | 1,639 % 3 | 7,860 % | 3,489 % | 3,421 % | 7,763 % | 1,464 % | 1,729 % 4 | 8,270 % | 3,560 % | 3,480 % | 7,645 % | 1,624 % | 1,780 % 5 | 8,544 % | 3,614 % | 3,548 % | 7,592 % | 1,762 % | 1,825 % 6 | 8,724 % | 3,659 % | 3,612 % | 7,584 % | 1,889 % | 1,851 % 7 | 8,852 % | 3,694 % | 3,667 % | 7,538 % | 2,006 % | 1,874 % 8 | 8,985 % | 3,719 % | 3,712 % | 7,501 % | 2,114 % | 1,902 % 9 | 9,100 % | 3,739 % | 3,756 % | 7,472 % | 2,210 % | 1,931 % 10 | 9,192 % | 3,755 % | 3,804 % | 7,436 % | 2,290 % | 1,957 % 11 | 9,239 % | 3,770 % | 3,858 % | 7,385 % | 2,356 % | 1,977 % 12 | 9,245 % | 3,784 % | 3,913 % | 7,323 % | 2,411 % | 1,991 % 13 | 9,221 % | 3,797 % | 3,965 % | 7,253 % | 2,459 % | 2,000 % 14 | 9,176 % | 3,809 % | 4,015 % | 7,178 % | 2,498 % | 2,004 % 15 | 9,114 % | 3,821 % | 4,064 % | 7,100 % | 2,527 % | 2,003 % 16 | 9,042 % | 3,832 % | 4,114 % | 7,022 % | 2,547 % | 1,997 % 17 | 8,961 % | 3,843 % | 4,162 % | 6,942 % | 2,561 % | 1,991 % 18 | 8,875 % | 3,853 % | 4,207 % | 6,864 % | 2,574 % | 1,990 % 19 | 8,786 % | 3,863 % | 4,247 % | 6,787 % | 2,589 % | 1,995 % 20 | 8,695 % | 3,872 % | 4,281 % | 6,711 % | 2,607 % | 2,010 % 21 | 8,603 % | 3,881 % | 4,309 % | 6,637 % | 2,631 % | 2,035 % 22 | 8,512 % | 3,889 % | 4,332 % | 6,566 % | 2,658 % | 2,068 % 23 | 8,421 % | 3,897 % | 4,350 % | 6,496 % | 2,687 % | 2,105 % 24 | 8,333 % | 3,905 % | 4,364 % | 6,429 % | 2,718 % | 2,147 % 25 | 8,246 % | 3,913 % | 4,375 % | 6,365 % | 2,751 % | 2,190 % 26 | 8,162 % | 3,920 % | 4,384 % | 6,303 % | 2,783 % | 2,235 % 27 | 8,080 % | 3,926 % | 4,391 % | 6,243 % | 2,816 % | 2,280 % 28 | 8,001 % | 3,933 % | 4,395 % | 6,185 % | 2,849 % | 2,325 % 29 | 7,924 % | 3,939 % | 4,399 % | 6,130 % | 2,881 % | 2,370 % 30 | 7,850 % | 3,945 % | 4,401 % | 6,078 % | 2,912 % | 2,414 % 31 | 7,779 % | 3,951 % | 4,402 % | 6,027 % | 2,943 % | 2,457 % 32 | 7,711 % | 3,957 % | 4,403 % | 5,978 % | 2,973 % | 2,499 % 33 | 7,645 % | 3,962 % | 4,402 % | 5,932 % | 3,002 % | 2,540 % 34 | 7,582 % | 3,968 % | 4,402 % | 5,887 % | 3,031 % | 2,580 % 35 | 7,522 % | 3,973 % | 4,400 % | 5,845 % | 3,058 % | 2,619 % 36 | 7,464 % | 3,977 % | 4,399 % | 5,804 % | 3,085 % | 2,656 % 37 | 7,408 % | 3,982 % | 4,397 % | 5,764 % | 3,111 % | 2,692 % 38 | 7,354 % | 3,987 % | 4,395 % | 5,727 % | 3,135 % | 2,727 % 39 | 7,303 % | 3,991 % | 4,392 % | 5,691 % | 3,159 % | 2,760 % 40 | 7,254 % | 3,995 % | 4,390 % | 5,656 % | 3,182 % | 2,793 % 41 | 7,206 % | 3,999 % | 4,387 % | 5,623 % | 3,205 % | 2,824 % 42 | 7,161 % | 4,003 % | 4,384 % | 5,591 % | 3,226 % | 2,854 % 43 | 7,117 % | 4,007 % | 4,382 % | 5,560 % | 3,247 % | 2,883 % 44 | 7,075 % | 4,011 % | 4,379 % | 5,531 % | 3,267 % | 2,911 % 45 | 7,035 % | 4,014 % | 4,376 % | 5,502 % | 3,286 % | 2,938 % 46 | 6,996 % | 4,018 % | 4,373 % | 5,475 % | 3,305 % | 2,964 % 47 | 6,959 % | 4,021 % | 4,371 % | 5,449 % | 3,322 % | 2,989 % 48 | 6,923 % | 4,024 % | 4,368 % | 5,424 % | 3,340 % | 3,013 % 49 | 6,889 % | 4,027 % | 4,365 % | 5,399 % | 3,356 % | 3,036 % 50 | 6,856 % | 4,030 % | 4,363 % | 5,376 % | 3,373 % | 3,058 % 51 | 6,824 % | 4,033 % | 4,360 % | 5,353 % | 3,388 % | 3,080 % 52 | 6,793 % | 4,036 % | 4,357 % | 5,332 % | 3,403 % | 3,101 % 53 | 6,763 % | 4,039 % | 4,355 % | 5,311 % | 3,418 % | 3,121 % 54 | 6,734 % | 4,042 % | 4,352 % | 5,290 % | 3,432 % | 3,140 % 55 | 6,707 % | 4,044 % | 4,350 % | 5,271 % | 3,445 % | 3,159 % 56 | 6,680 % | 4,047 % | 4,348 % | 5,252 % | 3,458 % | 3,177 % 57 | 6,654 % | 4,049 % | 4,345 % | 5,234 % | 3,471 % | 3,195 % 58 | 6,629 % | 4,052 % | 4,343 % | 5,216 % | 3,483 % | 3,212 % 59 | 6,605 % | 4,054 % | 4,341 % | 5,199 % | 3,495 % | 3,228 % 60 | 6,582 % | 4,056 % | 4,339 % | 5,182 % | 3,507 % | 3,244 % 61 | 6,559 % | 4,058 % | 4,336 % | 5,166 % | 3,518 % | 3,260 % 62 | 6,537 % | 4,061 % | 4,334 % | 5,151 % | 3,529 % | 3,275 % 63 | 6,516 % | 4,063 % | 4,332 % | 5,136 % | 3,539 % | 3,289 % 64 | 6,495 % | 4,065 % | 4,330 % | 5,121 % | 3,549 % | 3,303 % 65 | 6,475 % | 4,067 % | 4,329 % | 5,107 % | 3,559 % | 3,317 % 66 | 6,456 % | 4,069 % | 4,327 % | 5,093 % | 3,569 % | 3,330 % 67 | 6,437 % | 4,070 % | 4,325 % | 5,080 % | 3,578 % | 3,343 % 68 | 6,419 % | 4,072 % | 4,323 % | 5,067 % | 3,587 % | 3,355 % 69 | 6,401 % | 4,074 % | 4,321 % | 5,055 % | 3,596 % | 3,368 % 70 | 6,384 % | 4,076 % | 4,320 % | 5,042 % | 3,605 % | 3,379 % 71 | 6,367 % | 4,077 % | 4,318 % | 5,030 % | 3,613 % | 3,391 % 72 | 6,351 % | 4,079 % | 4,316 % | 5,019 % | 3,621 % | 3,402 % 73 | 6,335 % | 4,081 % | 4,315 % | 5,008 % | 3,629 % | 3,413 % 74 | 6,320 % | 4,082 % | 4,313 % | 4,997 % | 3,637 % | 3,423 % 75 | 6,305 % | 4,084 % | 4,312 % | 4,986 % | 3,644 % | 3,434 % 76 | 6,290 % | 4,085 % | 4,310 % | 4,976 % | 3,651 % | 3,444 % 77 | 6,276 % | 4,087 % | 4,309 % | 4,966 % | 3,658 % | 3,453 % 78 | 6,262 % | 4,088 % | 4,308 % | 4,956 % | 3,665 % | 3,463 % 79 | 6,249 % | 4,089 % | 4,306 % | 4,946 % | 3,672 % | 3,472 % 80 | 6,235 % | 4,091 % | 4,305 % | 4,937 % | 3,679 % | 3,481 % 81 | 6,223 % | 4,092 % | 4,304 % | 4,928 % | 3,685 % | 3,490 % 82 | 6,210 % | 4,093 % | 4,302 % | 4,919 % | 3,691 % | 3,499 % 83 | 6,198 % | 4,095 % | 4,301 % | 4,910 % | 3,697 % | 3,507 % 84 | 6,186 % | 4,096 % | 4,300 % | 4,902 % | 3,703 % | 3,515 % 85 | 6,174 % | 4,097 % | 4,299 % | 4,893 % | 3,709 % | 3,523 % 86 | 6,163 % | 4,098 % | 4,298 % | 4,885 % | 3,715 % | 3,531 % 87 | 6,152 % | 4,099 % | 4,297 % | 4,877 % | 3,720 % | 3,539 % 88 | 6,141 % | 4,100 % | 4,296 % | 4,870 % | 3,726 % | 3,546 % 89 | 6,130 % | 4,102 % | 4,294 % | 4,862 % | 3,731 % | 3,554 % 90 | 6,120 % | 4,103 % | 4,293 % | 4,855 % | 3,736 % | 3,561 % 91 | 6,110 % | 4,104 % | 4,292 % | 4,848 % | 3,741 % | 3,568 % 92 | 6,100 % | 4,105 % | 4,291 % | 4,841 % | 3,746 % | 3,575 % 93 | 6,090 % | 4,106 % | 4,290 % | 4,834 % | 3,751 % | 3,581 % 94 | 6,081 % | 4,107 % | 4,289 % | 4,827 % | 3,756 % | 3,588 % 95 | 6,071 % | 4,108 % | 4,288 % | 4,820 % | 3,761 % | 3,594 % 96 | 6,062 % | 4,109 % | 4,288 % | 4,814 % | 3,765 % | 3,601 % 97 | 6,053 % | 4,110 % | 4,287 % | 4,807 % | 3,770 % | 3,607 % 98 | 6,045 % | 4,110 % | 4,286 % | 4,801 % | 3,774 % | 3,613 % 99 | 6,036 % | 4,111 % | 4,285 % | 4,795 % | 3,778 % | 3,619 % 100 | 6,028 % | 4,112 % | 4,284 % | 4,789 % | 3,783 % | 3,625 % 101 | 6,019 % | 4,113 % | 4,283 % | 4,783 % | 3,787 % | 3,630 % 102 | 6,011 % | 4,114 % | 4,282 % | 4,778 % | 3,791 % | 3,636 % 103 | 6,003 % | 4,115 % | 4,282 % | 4,772 % | 3,795 % | 3,641 % 104 | 5,996 % | 4,116 % | 4,281 % | 4,766 % | 3,799 % | 3,647 % 105 | 5,988 % | 4,116 % | 4,280 % | 4,761 % | 3,802 % | 3,652 % 106 | 5,981 % | 4,117 % | 4,279 % | 4,756 % | 3,806 % | 3,657 % 107 | 5,973 % | 4,118 % | 4,279 % | 4,751 % | 3,810 % | 3,662 % 108 | 5,966 % | 4,119 % | 4,278 % | 4,745 % | 3,813 % | 3,667 % 109 | 5,959 % | 4,119 % | 4,277 % | 4,740 % | 3,817 % | 3,672 % 110 | 5,952 % | 4,120 % | 4,276 % | 4,735 % | 3,820 % | 3,677 % 111 | 5,945 % | 4,121 % | 4,276 % | 4,731 % | 3,824 % | 3,681 % 112 | 5,939 % | 4,122 % | 4,275 % | 4,726 % | 3,827 % | 3,686 % 113 | 5,932 % | 4,122 % | 4,274 % | 4,721 % | 3,831 % | 3,691 % 114 | 5,926 % | 4,123 % | 4,274 % | 4,717 % | 3,834 % | 3,695 % 115 | 5,919 % | 4,124 % | 4,273 % | 4,712 % | 3,837 % | 3,699 % 116 | 5,913 % | 4,124 % | 4,272 % | 4,708 % | 3,840 % | 3,704 % 117 | 5,907 % | 4,125 % | 4,272 % | 4,703 % | 3,843 % | 3,708 % 118 | 5,901 % | 4,126 % | 4,271 % | 4,699 % | 3,846 % | 3,712 % 119 | 5,895 % | 4,126 % | 4,271 % | 4,695 % | 3,849 % | 3,716 % 120 | 5,889 % | 4,127 % | 4,270 % | 4,691 % | 3,852 % | 3,720 % 121 | 5,883 % | 4,127 % | 4,269 % | 4,687 % | 3,855 % | 3,724 % 122 | 5,878 % | 4,128 % | 4,269 % | 4,683 % | 3,858 % | 3,728 % 123 | 5,872 % | 4,129 % | 4,268 % | 4,679 % | 3,861 % | 3,732 % 124 | 5,867 % | 4,129 % | 4,268 % | 4,675 % | 3,863 % | 3,736 % 125 | 5,862 % | 4,130 % | 4,267 % | 4,671 % | 3,866 % | 3,739 % 126 | 5,856 % | 4,130 % | 4,267 % | 4,667 % | 3,869 % | 3,743 % 127 | 5,851 % | 4,131 % | 4,266 % | 4,664 % | 3,871 % | 3,747 % 128 | 5,846 % | 4,131 % | 4,266 % | 4,660 % | 3,874 % | 3,750 % 129 | 5,841 % | 4,132 % | 4,265 % | 4,656 % | 3,876 % | 3,754 % 130 | 5,836 % | 4,132 % | 4,265 % | 4,653 % | 3,879 % | 3,757 % 131 | 5,831 % | 4,133 % | 4,264 % | 4,649 % | 3,881 % | 3,760 % 132 | 5,826 % | 4,133 % | 4,264 % | 4,646 % | 3,884 % | 3,764 % 133 | 5,822 % | 4,134 % | 4,263 % | 4,643 % | 3,886 % | 3,767 % 134 | 5,817 % | 4,134 % | 4,263 % | 4,639 % | 3,888 % | 3,770 % 135 | 5,812 % | 4,135 % | 4,262 % | 4,636 % | 3,891 % | 3,773 % 136 | 5,808 % | 4,135 % | 4,262 % | 4,633 % | 3,893 % | 3,777 % 137 | 5,803 % | 4,136 % | 4,261 % | 4,630 % | 3,895 % | 3,780 % 138 | 5,799 % | 4,136 % | 4,261 % | 4,627 % | 3,897 % | 3,783 % 139 | 5,795 % | 4,137 % | 4,260 % | 4,624 % | 3,900 % | 3,786 % 140 | 5,790 % | 4,137 % | 4,260 % | 4,621 % | 3,902 % | 3,789 % 141 | 5,786 % | 4,138 % | 4,260 % | 4,618 % | 3,904 % | 3,792 % 142 | 5,782 % | 4,138 % | 4,259 % | 4,615 % | 3,906 % | 3,794 % 143 | 5,778 % | 4,139 % | 4,259 % | 4,612 % | 3,908 % | 3,797 % 144 | 5,774 % | 4,139 % | 4,258 % | 4,609 % | 3,910 % | 3,800 % 145 | 5,770 % | 4,139 % | 4,258 % |

4,606 % | 3,912 % | 3,803 % 146 | 5,766 % | 4,140 % | 4,258 % | 4,603 % | 3,914 % | 3,806 % 147 | 5,762 % | 4,140 % | 4,257 % | 4,600 % | 3,916 % | 3,808 % 148 | 5,758 % | 4,141 % | 4,257 % | 4,598 % | 3,918 % | 3,811 % 149 | 5,755 % | 4,141 % | 4,256 % | 4,595 % | 3,920 % | 3,813 % 150 | 5,751 % | 4,141 % | 4,256 % | 4,592 % | 3,922 % | 3,816 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 12,510 % | 1,451 % | – 0,088 % 2 | 11,835 % | 1,629 % | – 0,066 % 3 | 11,772 % | 1,749 % | – 0,048 % 4 | 11,478 % | 1,834 % | – 0,020 % 5 | 11,238 % | 1,899 % | 0,008 % 6 | 11,034 % | 1,982 % | 0,036 % 7 | 10,881 % | 2,044 % | 0,065 % 8 | 10,798 % | 2,100 % | 0,095 % 9 | 10,746 % | 2,156 % | 0,127 % 10 | 10,690 % | 2,205 % | 0,161 % 11 | 10,610 % | 2,246 % | 0,199 % 12 | 10,510 % | 2,281 % | 0,241 % 13 | 10,396 % | 2,311 % | 0,286 % 14 | 10,272 % | 2,336 % | 0,332 % 15 | 10,142 % | 2,358 % | 0,377 % 16 | 10,009 % | 2,377 % | 0,420 % 17 | 9,874 % | 2,393 % | 0,460 % 18 | 9,740 % | 2,407 % | 0,499 % 19 | 9,607 % | 2,419 % | 0,536 % 20 | 9,476 % | 2,428 % | 0,570 % 21 | 9,349 % | 2,436 % | 0,603 % 22 | 9,224 % | 2,442 % | 0,634 % 23 | 9,104 % | 2,447 % | 0,662 % 24 | 8,987 % | 2,451 % | 0,686 % 25 | 8,875 % | 2,455 % | 0,706 % 26 | 8,766 % | 2,458 % | 0,723 % 27 | 8,662 % | 2,461 % | 0,739 % 28 | 8,562 % | 2,463 % | 0,755 % 29 | 8,466 % | 2,465 % | 0,775 % 30 | 8,374 % | 2,466 % | 0,798 % 31 | 8,286 % | 2,468 % | 0,827 % 32 | 8,202 % | 2,468 % | 0,860 % 33 | 8,121 % | 2,468 % | 0,896 % 34 | 8,044 % | 2,467 % | 0,934 % 35 | 7,970 % | 2,465 % | 0,974 % 36 | 7,900 % | 2,462 % | 1,014 % 37 | 7,832 % | 2,457 % | 1,054 % 38 | 7,767 % | 2,451 % | 1,095 % 39 | 7,705 % | 2,444 % | 1,135 % 40 | 7,646 % | 2,434 % | 1,175 % 41 | 7,589 % | 2,422 % | 1,214 % 42 | 7,534 % | 2,410 % | 1,253 % 43 | 7,482 % | 2,398 % | 1,290 % 44 | 7,431 % | 2,387 % | 1,327 % 45 | 7,383 % | 2,378 % | 1,363 % 46 | 7,337 % | 2,372 % | 1,398 % 47 | 7,292 % | 2,367 % | 1,432 % 48 | 7,249 % | 2,366 % | 1,465 % 49 | 7,208 % | 2,368 % | 1,497 % 50 | 7,168 % | 2,374 % | 1,528 % 51 | 7,130 % | 2,383 % | 1,559 % 52 | 7,093 % | 2,394 % | 1,588 % 53 | 7,058 % | 2,409 % | 1,617 % 54 | 7,023 % | 2,425 % | 1,644 % 55 | 6,990 % | 2,442 % | 1,671 % 56 | 6,958 % | 2,460 % | 1,697 % 57 | 6,928 % | 2,480 % | 1,722 % 58 | 6,898 % | 2,500 % | 1,747 % 59 | 6,869 % | 2,520 % | 1,771 % 60 | 6,841 % | 2,541 % | 1,794 % 61 | 6,814 % | 2,562 % | 1,816 % 62 | 6,788 % | 2,583 % | 1,838 % 63 | 6,763 % | 2,603 % | 1,859 % 64 | 6,738 % | 2,624 % | 1,879 % 65 | 6,715 % | 2,645 % | 1,899 % 66 | 6,692 % | 2,665 % | 1,918 % 67 | 6,669 % | 2,685 % | 1,937 % 68 | 6,648 % | 2,705 % | 1,955 % 69 | 6,627 % | 2,724 % | 1,973 % 70 | 6,606 % | 2,743 % | 1,990 % 71 | 6,586 % | 2,762 % | 2,007 % 72 | 6,567 % | 2,781 % | 2,024 % 73 | 6,548 % | 2,799 % | 2,040 % 74 | 6,530 % | 2,817 % | 2,055 % 75 | 6,512 % | 2,834 % | 2,070 % 76 | 6,495 % | 2,851 % | 2,085 % 77 | 6,478 % | 2,868 % | 2,099 % 78 | 6,461 % | 2,884 % | 2,113 % 79 | 6,445 % | 2,900 % | 2,127 % 80 | 6,430 % | 2,916 % | 2,140 % 81 | 6,414 % | 2,931 % | 2,153 % 82 | 6,399 % | 2,946 % | 2,166 % 83 | 6,385 % | 2,961 % | 2,178 % 84 | 6,371 % | 2,975 % | 2,190 % 85 | 6,357 % | 2,990 % | 2,202 % 86 | 6,343 % | 3,003 % | 2,214 % 87 | 6,330 % | 3,017 % | 2,225 % 88 | 6,317 % | 3,030 % | 2,236 % 89 | 6,305 % | 3,043 % | 2,247 % 90 | 6,292 % | 3,056 % | 2,257 % 91 | 6,280 % | 3,068 % | 2,267 % 92 | 6,268 % | 3,080 % | 2,278 % 93 | 6,257 % | 3,092 % | 2,287 % 94 | 6,246 % | 3,104 % | 2,297 % 95 | 6,234 % | 3,115 % | 2,307 % 96 | 6,224 % | 3,126 % | 2,316 % 97 | 6,213 % | 3,137 % | 2,325 % 98 | 6,203 % | 3,148 % | 2,334 % 99 | 6,192 % | 3,159 % | 2,342 % 100 | 6,183 % | 3,169 % | 2,351 % 101 | 6,173 % | 3,179 % | 2,359 % 102 | 6,163 % | 3,189 % | 2,368 % 103 | 6,154 % | 3,199 % | 2,376 % 104 | 6,145 % | 3,208 % | 2,384 % 105 | 6,136 % | 3,218 % | 2,391 % 106 | 6,127 % | 3,227 % | 2,399 % 107 | 6,118 % | 3,236 % | 2,406 % 108 | 6,109 % | 3,245 % | 2,414 % 109 | 6,101 % | 3,253 % | 2,421 % 110 | 6,093 % | 3,262 % | 2,428 % 111 | 6,085 % | 3,270 % | 2,435 % 112 | 6,077 % | 3,279 % | 2,442 % 113 | 6,069 % | 3,287 % | 2,448 % 114 | 6,061 % | 3,295 % | 2,455 % 115 | 6,054 % | 3,303 % | 2,461 % 116 | 6,046 % | 3,310 % | 2,468 % 117 | 6,039 % | 3,318 % | 2,474 % 118 | 6,032 % | 3,325 % | 2,480 % 119 | 6,025 % | 3,333 % | 2,486 % 120 | 6,018 % | 3,340 % | 2,492 % 121 | 6,011 % | 3,347 % | 2,498 % 122 | 6,005 % | 3,354 % | 2,504 % 123 | 5,998 % | 3,361 % | 2,509 % 124 | 5,992 % | 3,367 % | 2,515 % 125 | 5,985 % | 3,374 % | 2,520 % 126 | 5,979 % | 3,381 % | 2,526 % 127 | 5,973 % | 3,387 % | 2,531 % 128 | 5,967 % | 3,393 % | 2,536 % 129 | 5,961 % | 3,400 % | 2,541 % 130 | 5,955 % | 3,406 % | 2,546 % 131 | 5,949 % | 3,412 % | 2,551 % 132 | 5,943 % | 3,418 % | 2,556 % 133 | 5,938 % | 3,424 % | 2,561 % 134 | 5,932 % | 3,429 % | 2,566 % 135 | 5,927 % | 3,435 % | 2,570 % 136 | 5,922 % | 3,441 % | 2,575 % 137 | 5,916 % | 3,446 % | 2,580 % 138 | 5,911 % | 3,452 % | 2,584 % 139 | 5,906 % | 3,457 % | 2,588 % 140 | 5,901 % | 3,462 % | 2,593 % 141 | 5,896 % | 3,467 % | 2,597 % 142 | 5,891 % | 3,473 % | 2,601 % 143 | 5,886 % | 3,478 % | 2,606 % 144 | 5,881 % | 3,483 % | 2,610 % 145 | 5,877 % | 3,488 % | 2,614 % 146 | 5,872 % | 3,492 % | 2,618 % 147 | 5,867 % | 3,497 % | 2,622 % 148 | 5,863 % | 3,502 % | 2,626 % 149 | 5,858 % | 3,507 % | 2,629 % 150 | 5,854 % | 3,511 % | 2,633 % * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 34 | 5 | 1 | 27 | 1 2 | 0 | 0 | 42 | 5 | 1 | 45 | 1 3 | 0 | 1 | 47 | 5 | 3 | 50 | 0 4 | 0 | 3 | 50 | 5 | 4 | 51 | 0 5 | 1 | 4 | 55 | 5 | 6 | 54 | 0 6 | 1 | 5 | 58 | 5 | 8 | 56 | 0 7 | 2 | 6 | 61 | 5 | 10 | 57 | 0 8 | 3 | 7 | 63 | 5 | 12 | 56 | 0 9 | 4 | 8 | 65 | 5 | 13 | 53 | 0 10 | 4 | 9 | 67 | 5 | 14 | 52 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 424 | 4 | 18 2 | 0 | 0 | 0 | 0 | 259 | 4 | 25 3 | 1 | 0 | 0 | 0 | 228 | 4 | 28 4 | 3 | 0 | 0 | 0 | 198 | 4 | 29 5 | 4 | 0 | 0 | 0 | 180 | 4 | 30 6 | 5 | 0 | 0 | 0 | 176 | 4 | 31 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 9 | 8 | 1 | 3 | 0 | 180 | 1 | 33 10 | 9 | 1 | 3 | 0 | 182 | 4 | 33 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 6 | 6 | 0 | 18 | 0 | 4 2 | 14 | 12 | 12 | 0 | 25 | 0 | 4 3 | 18 | 16 | 16 | 0 | 28 | 0 | 4 4 | 20 | 18 | 18 | 0 | 29 | 0 | 4 5 | 22 | 20 | 20 | 0 | 30 | 0 | 4 6 | 23 | 21 | 21 | 0 | 31 | 0 | 4 7 | 25 | 22 | 23 | 0 | 32 | 0 | 4 8 | 26 | 24 | 24 | 2 | 33 | 0 | 4 9 | 28 | 25 | 25 | 3 | 33 | 0 | 4 10 | 29 | 25 | 26 | 3 | 33 | 1 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 27 | 10 | 13 | 21 | 6 | 0 | 0 2 | 45 | 18 | 17 | 24 | 12 | 0 | 0 3 | 50 | 21 | 20 | 28 | 16 | 0 | 0 4 | 51 | 22 | 21 | 33 | 18 | 0 | 0 5 | 54 | 23 | 23 | 36 | 20 | 0 | 0 6 | 56 | 25 | 24 | 40 | 21 | 0 | 0 7 | 57 | 27 | 26 | 41 | 23 | 0 | 0 8 | 56 | 28 | 27 | 43 | 24 | 0 | 0 9 | 53 | 30 | 27 | 43 | 25 | 0 | 0 10 | 52 | 27 | 27 | 43 | 26 | 0 | 0 Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 0 | 9 | 0 | 0 | 10 2 | 0 | 19 | 0 | 9 | 0 | 0 | 9 3 | 1 | 30 | 0 | 9 | 0 | 0 | 10 4 | 2 | 38 | 0 | 9 | 0 | 0 | 10 5 | 2 | 40 | 0 | 9 | 0 | 0 | 10 6 | 3 | 44 | 0 | 9 | 0 | 0 | 10 7 | 4 | 46 | 0 | 9 | 0 | 0 | 10 8 | 8 | 44 | 0 | 9 | 0 | 0 | 10 9 | 5 | 41 | 0 | 9 | 1 | 0 | 10 10 | 5 | 44 | 0 | 9 | 1 | 0 | 10 Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 3 | 10 | 0 | 4 2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 3 | 0 | 0 | 0 | 7 | 12 | 0 | 4 4 | 0 | 0 | 0 | 6 | 14 | 0 | 4 5 | 0 | 2 | 0 | 5 | 15 | 0 | 4 6 | 0 | 6 | 0 | 5 | 16 | 0 | 4 7 | 0 | 8 | 0 | 7 | 16 | 0 | 4 8 | 0 | 13 | 0 | 8 | 16 | 0 | 4 9 | 0 | 19 | 0 | 8 | 16 | 0 | 4 10 | 0 | 19 | 0 | 9 | 16 | 0 | 4 Duration (in years) | United States ---|--- 1 | 0 2 | 0 3 | 0 4 | 0 5 | 0 6 | 0 7 | 0 8 | 0 9 | 0 10 | 0 2\.

Exposures to financial institutions 2.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 21 | 47 | 127 | 241 | 582 | 1 210 2 | 6 | 21 | 47 | 127 | 241 | 582 | 992 3 | 7 | 23 | 48 | 119 | 237 | 578 | 821 4 | 8 | 26 | 51 | 120 | 236 | 577 | 687 5 | 10 | 29 | 56 | 123 | 236 | 577 | 582 6 | 11 | 31 | 60 | 128 | 236 | 577 | 577 7 | 12 | 33 | 61 | 130 | 236 | 577 | 577 8 | 12 | 34 | 61 | 129 | 236 | 577 | 577 9 | 12 | 35 | 61 | 128 | 236 | 577 | 577 10 | 13 | 36 | 61 | 127 | 236 | 577 | 577 11 | 13 | 37 | 61 | 127 | 236 | 577 | 577 12 | 14 | 38 | 61 | 127 | 236 | 577 | 577 13 | 14 | 39 | 61 | 127 | 236 | 577 | 577 14 | 14 | 39 | 61 | 127 | 236 | 577 | 577 15 | 14 | 39 | 61 | 127 | 236 | 577 | 577 16 | 14 | 39 | 61 | 127 | 236 | 577 | 577 17 | 14 | 39 | 61 | 127 | 236 | 577 | 577 18 | 14 | 39 | 61 | 127 | 236 | 577 | 577 19 | 14 | 39 | 61 | 127 | 236 | 577 | 577 20 | 14 | 39 | 61 | 127 | 236 | 577 | 577 21 | 15 | 39 | 61 | 127 | 236 | 577 | 577 22 | 15 | 39 | 61 | 127 | 236 | 577 | 577 23 | 16 | 39 | 61 | 127 | 236 | 577 | 577 24 | 17 | 39 | 61 | 127 | 236 | 577 | 577 25 | 17 | 39 | 61 | 127 | 236 | 577 | 577 26 | 18 | 39 | 61 | 127 | 236 | 577 | 577 27 | 19 | 39 | 61 | 127 | 236 | 577 | 577 28 | 20 | 39 | 61 | 127 | 236 | 577 | 577 29 | 20 | 39 | 61 | 127 | 236 | 577 | 577 30 | 20 | 39 | 61 | 127 | 236 | 577 | 577 2.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 25 | 52 | 131 | 245 | 586 | 1 230 2 | 12 | 28 | 54 | 133 | 247 | 588 | 1 010 3 | 14 | 30 | 55 | 126 | 244 | 585 | 836 4 | 15 | 33 | 58 | 127 | 243 | 584 | 700 5 | 16 | 35 | 63 | 130 | 242 | 583 | 592 6 | 17 | 37 | 66 | 134 | 242 | 583 | 583 7 | 18 | 39 | 67 | 136 | 241 | 582 | 582 8 | 17 | 39 | 66 | 134 | 241 | 582 | 582 9 | 17 | 40 | 65 | 132 | 240 | 582 | 582 10 | 17 | 40 | 65 | 131 | 240 | 581 | 581 11 | 17 | 41 | 65 | 131 | 239 | 581 | 581 12 | 17 | 41 | 64 | 130 | 239 | 580 | 580 13 | 17 | 41 | 64 | 130 | 238 | 579 | 579 14 | 17 | 41 | 63 | 129 | 238 | 579 | 579 15 | 16 | 41 | 63 | 129 | 237 | 579 | 579 16 | 15 | 40 | 62 | 128 | 237 | 578 | 578 17 | 15 | 40 | 62 | 128 | 237 | 578 | 578 18 | 15 | 40 | 62 | 128 | 236 | 578 | 578 19 | 15 | 40 | 62 | 128 | 236 | 578 | 578 20 | 15 | 40 | 62 | 128 | 237 | 578 | 578 21 | 16 | 40 | 63 | 129 | 237 | 578 | 578 22 | 16 | 41 | 63 | 129 | 237 | 579 | 579 23 | 17 | 41 | 63 | 129 | 238 | 579 | 579 24 | 17 | 41 | 63 | 129 | 238 | 579 | 579 25 | 17 | 41 | 63 | 129 | 238 | 579 | 579 26 | 18 | 41 | 63 | 129 | 238 | 579 | 579 27 | 19 | 41 | 63 | 129 | 238 | 579 | 579 28 | 20 | 41 | 63 | 129 | 238 | 579 | 579 29 | 20 | 41 | 63 | 129 | 238 | 579 | 579 30 | 21 | 41 | 63 | 129 | 238 | 579 | 579 2.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 21 | 47 | 126 | 241 | 582 | 1 210 2 | 6 | 21 | 47 | 126 | 241 | 582 | 992 3 | 7 | 23 | 48 | 119 | 237 | 578 | 821 4 | 8 | 26 | 51 | 120 | 236 | 577 | 687 5 | 10 | 28 | 56 | 123 | 236 | 577 | 582 6 | 11 | 31 | 59 | 128 | 236 | 577 | 577 7 | 12 | 33 | 61 | 130 | 236 | 577 | 577 8 | 12 | 34 | 61 | 128 | 236 | 577 | 577 9 | 12 | 35 | 61 | 127 | 236 | 577 | 577 10 | 13 | 36 | 61 | 127 | 236 | 577 | 577 11 | 13 | 37 | 61 | 127 | 236 | 577 | 577 12 | 14 | 38 | 61 | 127 | 236 | 577 | 577 13 | 14 | 38 | 61 | 127 | 236 | 577 | 577 14 | 14 | 39 | 61 | 127 | 236 | 577 | 577 15 | 14 | 39 | 61 | 127 | 236 | 577 | 577 16 | 14 | 39 | 61 | 127 | 236 | 577 | 577 17 | 14 | 39 | 61 | 127 | 236 | 577 | 577 18 | 14 | 39 | 61 | 127 | 236 | 577 | 577 19 | 14 | 39 | 61 | 127 | 236 | 577 | 577 20 | 14 | 39 | 61 | 127 | 236 | 577 | 577 21 | 15 | 39 | 61 | 127 | 236 | 577 | 577 22 | 15 | 39 | 61 | 127 | 236 | 577 | 577 23 | 16 | 39 | 61 | 127 | 236 | 577 | 577 24 | 17 | 39 | 61 | 127 | 236 | 577 | 577 25 | 17 | 39 | 61 | 127 | 236 | 577 | 577 26 | 18 | 39 | 61 | 127 | 236 | 577 | 577 27 | 19 | 39 | 61 | 127 | 236 | 577 | 577 28 | 20 | 39 | 61 | 127 | 236 | 577 | 577 29 | 20 | 39 | 61 | 127 | 236 | 577 | 577 30 | 20 | 39 | 61 | 127 | 236 | 577 | 577 2.4 Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 86 | 101 | 127 | 206 | 321 | 662 | 1 216 2 | 81 | 96 | 122 | 202 | 316 | 657 | 1 000 3 | 85 | 101 | 126 | 196 | 315 | 656 | 828 4 | 83 | 101 | 126 | 195 | 311 | 652 | 695 5 | 82 | 101 | 128 | 195 | 308 | 649 | 649 6 | 81 | 101 | 130 | 198 | 306 | 647 | 647 7 | 80 | 101 | 129 | 198 | 303 | 644 | 644 8 | 78 | 100 | 127 | 195 | 302 | 643 | 643 9 | 77 | 100 | 126 | 192 | 300 | 642 | 642 10 | 74 | 97 | 122 | 188 | 296 | 638 | 638 11 | 71 | 95 | 119 | 185 | 294 | 635 | 635 12 | 70 | 94 | 117 | 184 | 292 | 633 | 633 13 | 70 | 94 | 116 | 183 | 291 | 632 | 632 14 | 69 | 94 | 116 | 182 | 291 | 632 | 632 15 | 69 | 93 | 116 | 182 | 290 | 631 | 631 16 | 68 | 93 | 115 | 181 | 289 | 631 | 631 17 | 67 | 92 | 114 | 180 | 289 | 630 | 630 18 | 67 | 91 | 113 | 180 | 288 | 629 | 629 19 | 66 | 90 | 113 | 179 | 287 | 628 | 628 20 | 65 | 90 | 112 | 178 | 287 | 628 | 628 21 | 65 | 89 | 111 | 177 | 286 | 627 | 627 22 | 64 | 88 | 110 | 176 | 285 | 626 | 626 23 | 63 | 87 | 109 | 176 | 284 | 625 | 625 24 | 62 | 86 | 108 | 174 | 283 | 624 | 624 25 | 61 | 85 | 107 | 173 | 282 | 623 | 623 26 | 60 | 84 | 106 | 172 | 281 | 622 | 622 27 | 58 | 83 | 105 | 171 | 280 | 621 | 621 28 | 57 | 82 | 104 | 170 | 279 | 620 | 620 29 | 56 | 81 | 103 | 169 | 278 | 619 | 619 30 | 55 | 80 | 102 | 168 | 276 | 618 | 618 2.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 25 | 51 | 130 | 244 | 586 | 1 208 2 | 11 | 27 | 53 | 132 | 246 | 588 | 991 3 | 14 | 30 | 55 | 125 | 244 | 585 | 821 4 | 15 | 33 | 58 | 128 | 243 | 584 | 688 5 | 17 | 36 | 64 | 131 | 243 | 584 | 584 6 | 18 | 38 | 67 | 135 | 243 | 584 | 584 7 | 19 | 40 | 68 | 137 | 243 | 584 | 584 8 | 19 | 41 | 67 | 135 | 242 | 583 | 583 9 | 18 | 41 | 67 | 134 | 242 | 583 | 583 10 | 18 | 42 | 66 | 133 | 241 | 582 | 582 11 | 18 | 42 | 66 | 132 | 241 | 582 | 582 12 | 19 | 43 | 66 | 132 | 240 | 581 | 581 13 | 18 | 43 | 65 | 131 | 240 | 581 | 581 14 | 18 | 43 | 65 | 131 | 240 | 581 | 581 15 | 18 | 43 | 65 | 131 | 239 | 580 | 580 16 | 17 | 42 | 64 | 130 | 239 | 580 | 580 17 | 17 | 42 | 64 | 130 | 239 | 580 | 580 18 | 17 | 42 | 64 | 130 | 239 | 580 | 580 19 | 17 | 42 | 64 | 130 | 239 | 580 | 580 20 | 18 | 42 | 64 | 131 | 239 | 580 | 580 21 | 18 | 42 | 65 | 131 | 239 | 580 | 580 22 | 18 | 43 | 65 | 131 | 240 | 581 | 581 23 | 18 | 43 | 65 | 131 | 240 | 581 | 581 24 | 18 | 43 | 65 | 131 | 240 | 581 | 581 25 | 18 | 43 | 65 | 131 | 240 | 581 | 581 26 | 19 | 43 | 65 | 131 | 240 | 581 | 581 27 | 19 | 43 | 65 | 131 | 240 | 581 | 581 28 | 20 | 43 | 65 | 131 | 240 | 581 | 581 29 | 20 | 43 | 65 | 131 | 240 | 581 | 581 30 | 21 | 43 | 65 | 131 | 240 | 581 | 581 2.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 52 | 67 | 94 | 173 | 287 | 628 | 1 224 2 | 56 | 71 | 97 | 177 | 291 | 632 | 1 006 3 | 62 | 78 | 103 | 173 | 292 | 633 | 834 4 | 65 | 83 | 108 | 177 | 293 | 634 | 699 5 | 67 | 86 | 114 | 181 | 293 | 635 | 635 6 | 68 | 88 | 117 | 185 | 293 | 634 | 634 7 | 69 | 90 | 118 | 187 | 292 | 634 | 634 8 | 68 | 89 | 116 | 184 | 291 | 632 | 632 9 | 66 | 89 | 115 | 181 | 290 | 631 | 631 10 | 65 | 88 | 113 | 180 | 288 | 629 | 629 11 | 64 | 88 | 112 | 178 | 286 | 628 | 628 12 | 63 | 87 | 110 | 176 | 285 | 626 | 626 13 | 62 | 86 | 109 | 175 | 283 | 624 | 624 14 | 61 | 85 | 107 | 173 | 282 | 623 | 623 15 | 59 | 84 | 106 | 172 | 281 | 622 | 622 16 | 58 | 83 | 105 | 171 | 279 | 621 | 621 17 | 57 | 82 | 104 | 170 | 278 | 620 | 620 18 | 56 | 81 | 103 | 169 | 278 | 619 | 619 19 | 56 | 80 | 102 | 168 | 277 | 618 | 618 20 | 55 | 79 | 102 | 168 | 276 | 617 | 617 21 | 54 | 79 | 101 | 167 | 276 | 617 | 617 22 | 53 | 78 | 100 | 166 | 275 | 616 | 616 23 | 53 | 77 | 99 | 165 | 274 | 615 | 615 24 | 52 | 76 | 98 | 165 | 273 | 614 | 614 25 | 51 | 75 | 98 | 164 | 272 | 613 | 613 26 | 50 | 75 | 97 | 163 | 271 | 612 | 612 27 | 49 | 74 | 96 | 162 | 270 | 612 | 612 28 | 48 | 73 | 95 | 161 | 270 | 611 | 611 29 | 48 | 72 | 94 | 160 | 269 | 610 | 610 30 | 47 | 71 | 93 | 159 | 268 | 609 | 609 2.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 20 | 46 | 126 | 240 | 581 | 1 209 2 | 5 | 20 | 46 | 126 | 240 | 581 | 991 3 | 6 | 22 | 47 | 118 | 236 | 577 | 820 4 | 7 | 25 | 50 | 120 | 235 | 576 | 686 5 | 9 | 28 | 55 | 122 | 235 | 576 | 581 6 | 10 | 30 | 59 | 127 | 235 | 576 | 576 7 | 11 | 33 | 61 | 129 | 235 | 576 | 576 8 | 11 | 33 | 60 | 128 | 235 | 576 | 576 9 | 11 | 34 | 60 | 127 | 235 | 576 | 576 10 | 12 | 35 | 60 | 126 | 235 | 576 | 576 11 | 13 | 36 | 60 | 126 | 235 | 576 | 576 12 | 13 | 37 | 60 | 126 | 235 | 576 | 576 13 | 13 | 38 | 60 | 126 | 235 | 576 | 576 14 | 14 | 38 | 60 | 126 | 235 | 576 | 576 15 | 14 | 38 | 60 | 126 | 235 | 576 | 576 16 | 14 | 38 | 60 | 126 | 235 | 576 | 576 17 | 13 | 38 | 60 | 126 | 235 | 576 | 576 18 | 13 | 38 | 60 | 126 | 235 | 576 | 576 19 | 14 | 38 | 60 | 126 | 235 | 576 | 576 20 | 14 | 38 | 60 | 126 | 235 | 576 | 576 21 | 15 | 38 | 60 | 126 | 235 | 576 | 576 22 | 15 | 38 | 60 | 126 | 235 | 576 | 576 23 | 16 | 38 | 60 | 126 | 235 | 576 | 576 24 | 17 | 38 | 60 | 126 | 235 | 576 | 576 25 | 17 | 38 | 60 | 126 | 235 | 576 | 576 26 | 18 | 38 | 60 | 126 | 235 | 576 | 576 27 | 19 | 38 | 60 | 126 | 235 | 576 | 576 28 | 20 | 38 | 60 | 126 | 235 | 576 | 576 29 | 20 | 38 | 60 | 126 | 235 | 576 | 576 30 | 20 | 38 | 60 | 126 | 235 | 576 | 576 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 25 | 57 | 158 | 259 | 600 | 1 227 2 | 7 | 25 | 57 | 158 | 259 | 600 | 1 007 3 | 8 | 27 | 57 | 142 | 255 | 596 | 833 4 | 10 | 30 | 59 | 131 | 253 | 594 | 697 5 | 11 | 31 | 59 | 118 | 252 | 593 | 593 6 | 13 | 35 | 62 | 110 | 251 | 592 | 592 7 | 15 | 37 | 63 | 101 | 249 | 591 | 591 8 | 16 | 38 | 61 | 94 | 248 | 590 | 590 9 | 19 | 45 | 65 | 88 | 247 | 589 | 589 10 | 18 | 45 | 62 | 84 | 247 | 588 | 588 11 | 17 | 44 | 60 | 83 | 246 | 587 | 587 12 | 16 | 43 | 61 | 84 | 245 | 586 | 586 13 | 17 | 44 | 61 | 84 | 244 | 585 | 585 14 | 17 | 44 | 61 | 84 | 243 | 585 | 585 15 | 17 | 44 | 61 | 84 | 243 | 584 | 584 16 | 17 | 44 | 61 | 84 | 241 | 582 | 582 17 | 17 | 44 | 61 | 84 | 240 | 581 | 581 18 | 17 | 44 | 61 | 84 | 240 | 581 | 581 19 | 17 | 44 | 61 | 84 | 240 | 581 | 581 20 | 17 | 44 | 61 | 84 | 240 | 581 | 581 21 | 17 | 44 | 61 | 84 | 240 | 581 | 581 22 | 17 | 44 | 61 | 84 | 240 | 581 | 581 23 | 17 | 44 | 61 | 84 | 240 | 581 | 581 24 | 17 | 44 | 61 | 84 | 239 | 580 | 580 25 | 17 | 44 | 61 | 84 | 239 | 580 | 580 26 | 18 | 44 | 61 | 84 | 238 | 579 | 579 27 | 19 | 44 | 61 | 84 | 238 | 579 | 579 28 | 20 | 44 | 61 | 84 | 237 | 579 | 579 29 | 20 | 44 | 61 | 84 | 237 | 578 | 578 30 | 20 | 44 | 61 | 84 | 237 | 578 | 578 2.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 88 | 103 | 129 | 208 | 322 | 664 | 1 245 2 | 85 | 100 | 126 | 206 | 320 | 661 | 1 024 3 | 84 | 100 | 125 | 196 | 314 | 655 | 850 4 | 82 | 100 | 125 | 195 | 310 | 651 | 714 5 | 81 | 100 | 127 | 195 | 307 | 648 | 648 6 | 80 | 100 | 129 | 197 | 305 | 646 | 646 7 | 78 | 99 | 128 | 196 | 302 | 643 | 643 8 | 76 | 98 | 124 | 192 | 299 | 640 | 640 9 | 73 | 96 | 122 | 189 | 297 | 638 | 638 10 | 72 | 95 | 120 | 186 | 295 | 636 | 636 11 | 71 | 95 | 119 | 185 | 293 | 634 | 634 12 | 70 | 94 | 117 | 183 | 291 | 633 | 633 13 | 68 | 93 | 115 | 181 | 290 | 631 | 631 14 | 67 | 91 | 114 | 180 | 288 | 629 | 629 15 | 66 | 90 | 112 | 178 | 287 | 628 | 628 16 | 64 | 89 | 111 | 177 | 286 | 627 | 627 17 | 63 | 88 | 110 | 176 | 284 | 626 | 626 18 | 62 | 87 | 109 | 175 | 283 | 625 | 625 19 | 61 | 86 | 108 | 174 | 283 | 624 | 624 20 | 60 | 85 | 107 | 173 | 282 | 623 | 623 21 | 60 | 84 | 106 | 172 | 281 | 622 | 622 22 | 59 | 83 | 105 | 171 | 280 | 621 | 621 23 | 58 | 82 | 104 | 170 | 279 | 620 | 620 24 | 57 | 81 | 103 | 169 | 278 | 619 | 619 25 | 56 | 80 | 102 | 168 | 277 | 618 | 618 26 | 55 | 79 | 101 | 167 | 276 | 617 | 617 27 | 54 | 78 | 100 | 166 | 275 | 616 | 616 28 | 53 | 77 | 99 | 165 | 274 | 615 | 615 29 | 52 | 76 | 98 | 164 | 273 | 614 | 614 30 | 51 | 75 | 97 | 163 | 272 | 613 | 613 2.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 61 | 76 | 102 | 181 | 296 | 637 | 1 243 2 | 59 | 74 | 101 | 180 | 294 | 635 | 1 021 3 | 59 | 75 | 100 | 171 | 289 | 630 | 848 4 | 59 | 76 | 102 | 171 | 287 | 628 | 711 5 | 58 | 77 | 105 | 172 | 284 | 625 | 625 6 | 57 | 77 | 106 | 174 | 282 | 623 | 623 7 | 57 | 78 | 106 | 175 | 280 | 621 | 621 8 | 55 | 77 | 104 | 172 | 279 | 620 | 620 9 | 54 | 76 | 102 | 169 | 277 | 618 | 618 10 | 53 | 76 | 101 | 167 | 276 | 617 | 617 11 | 52 | 76 | 100 | 166 | 275 | 616 | 616 12 | 52 | 76 | 99 | 165 | 274 | 615 | 615 13 | 52 | 76 | 98 | 165 | 273 | 614 | 614 14 | 51 | 76 | 98 | 164 | 272 | 614 | 614 15 | 50 | 75 | 97 | 163 | 272 | 613 | 613 16 | 49 | 74 | 96 | 162 | 271 | 612 | 612 17 | 49 | 73 | 95 | 161 | 270 | 611 | 611 18 | 48 | 72 | 95 | 161 | 269 | 610 | 610 19 | 47 | 72 | 94 | 160 | 269 | 610 | 610 20 | 47 | 72 | 94 | 160 | 269 | 610 | 610 21 | 47 | 71 | 94 | 160 | 268 | 609 | 609 22 | 47 | 71 | 93 | 159 | 268 | 609 | 609 23 | 46 | 70 | 93 | 159 | 267 | 608 | 608 24 | 45 | 70 | 92 | 158 | 267 | 608 | 608 25 | 45 | 69 | 91 | 158 | 266 | 607 | 607 26 | 44 | 69 | 91 | 157 | 265 | 607 | 607 27 | 43 | 68 | 90 | 156 | 265 | 606 | 606 28 | 43 | 67 | 89 | 156 | 264 | 605 | 605 29 | 42 | 67 | 89 | 155 | 263 | 605 | 605 30 | 41 | 66 | 88 | 154 | 263 | 604 | 604 2.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 46 | 72 | 151 | 266 | 607 | 1 232 2 | 31 | 46 | 73 | 152 | 266 | 607 | 1 011 3 | 31 | 48 | 72 | 143 | 261 | 602 | 837 4 | 32 | 49 | 74 | 144 | 259 | 600 | 700 5 | 32 | 51 | 79 | 146 | 258 | 599 | 599 6 | 33 | 53 | 81 | 150 | 257 | 599 | 599 7 | 33 | 54 | 82 | 151 | 257 | 598 | 598 8 | 32 | 54 | 81 | 149 | 256 | 597 | 597 9 | 32 | 54 | 80 | 147 | 255 | 596 | 596 10 | 31 | 55 | 79 | 146 | 254 | 595 | 595 11 | 31 | 55 | 79 | 145 | 254 | 595 | 595 12 | 31 | 55 | 78 | 144 | 253 | 594 | 594 13 | 30 | 55 | 77 | 143 | 252 | 593 | 593 14 | 30 | 54 | 76 | 143 | 251 | 592 | 592 15 | 29 | 54 | 76 | 142 | 250 | 592 | 592 16 | 28 | 53 | 75 | 141 | 249 | 591 | 591 17 | 28 | 52 | 74 | 140 | 249 | 590 | 590 18 | 27 | 52 | 74 | 140 | 248 | 590 | 590 19 | 27 | 51 | 74 | 140 | 248 | 589 | 589 20 | 27 | 51 | 74 | 140 | 248 | 589 | 589 21 | 27 | 51 | 74 | 140 | 248 | 589 | 589 22 | 27 | 51 | 74 | 140 | 248 | 589 | 589 23 | 27 | 51 | 73 | 140 | 248 | 589 | 589 24 | 27 | 51 | 73 | 139 | 248 | 589 | 589 25 | 26 | 51 | 73 | 139 | 248 | 589 | 589 26 | 26 | 51 | 73 | 139 | 247 | 589 | 589 27 | 26 | 50 | 73 | 139 | 247 | 588 | 588 28 | 26 | 50 | 72 | 138 | 247 | 588 | 588 29 | 25 | 50 | 72 | 138 | 247 | 588 | 588 30 | 25 | 50 | 72 | 138 | 246 | 588 | 588 2.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 27 | 106 | 220 | 561 | 1 203 2 | 1 | 5 | 28 | 107 | 221 | 562 | 986 3 | 2 | 5 | 29 | 99 | 218 | 559 | 816 4 | 2 | 6 | 31 | 101 | 217 | 558 | 682 5 | 3 | 9 | 37 | 104 | 216 | 558 | 578 6 | 4 | 12 | 40 | 109 | 216 | 558 | 558 7 | 5 | 14 | 42 | 111 | 216 | 557 | 557 8 | 5 | 15 | 41 | 109 | 216 | 557 | 557 9 | 7 | 15 | 41 | 108 | 216 | 557 | 557 10 | 7 | 17 | 41 | 108 | 216 | 557 | 557 11 | 8 | 19 | 43 | 109 | 217 | 559 | 559 12 | 8 | 18 | 41 | 108 | 216 | 557 | 557 13 | 10 | 20 | 43 | 109 | 217 | 558 | 558 14 | 10 | 20 | 42 | 108 | 217 | 558 | 558 15 | 11 | 19 | 41 | 107 | 216 | 557 | 557 16 | 11 | 18 | 40 | 106 | 215 | 556 | 556 17 | 12 | 18 | 40 | 106 | 214 | 556 | 556 18 | 13 | 18 | 40 | 106 | 215 | 556 | 556 19 | 14 | 19 | 40 | 107 | 215 | 556 | 556 20 | 14 | 19 | 41 | 107 | 216 | 557 | 557 21 | 15 | 20 | 42 | 108 | 216 | 557 | 557 22 | 15 | 21 | 42 | 108 | 216 | 557 | 557 23 | 16 | 22 | 42 | 108 | 216 | 557 | 557 24 | 17 | 22 | 42 | 108 | 216 | 557 | 557 25 | 17 | 23 | 43 | 108 | 216 | 557 | 557 26 | 18 | 24 | 45 | 108 | 216 | 557 | 557 27 | 18 | 25 | 46 | 108 | 216 | 557 | 557 28 | 19 | 25 | 47 | 108 | 216 | 557 | 557 29 | 20 | 26 | 48 | 108 | 216 | 557 | 557 30 | 20 | 28 | 49 | 108 | 216 | 557 | 557 2.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 62 | 89 | 168 | 282 | 623 | 1 251 2 | 47 | 62 | 89 | 168 | 282 | 623 | 1 027 3 | 48 | 64 | 89 | 160 | 278 | 619 | 850 4 | 48 | 66 | 91 | 161 | 276 | 617 | 711 5 | 49 | 68 | 95 | 162 | 275 | 616 | 616 6 | 49 | 69 | 97 | 166 | 273 | 615 | 615 7 | 49 | 70 | 98 | 167 | 272 | 614 | 614 8 | 48 | 70 | 96 | 164 | 271 | 612 | 612 9 | 47 | 69 | 95 | 162 | 270 | 611 | 611 10 | 47 | 70 | 95 | 161 | 269 | 611 | 611 11 | 46 | 70 | 94 | 160 | 268 | 610 | 610 12 | 46 | 70 | 93 | 159 | 268 | 609 | 609 13 | 45 | 70 | 92 | 158 | 267 | 608 | 608 14 | 45 | 69 | 92 | 158 | 266 | 607 | 607 15 | 44 | 69 | 91 | 157 | 266 | 607 | 607 16 | 43 | 68 | 90 | 156 | 265 | 606 | 606 17 | 43 | 67 | 89 | 156 | 264 | 605 | 605 18 | 42 | 67 | 89 | 155 | 263 | 605 | 605 19 | 42 | 66 | 88 | 154 | 263 | 604 | 604 20 | 42 | 66 | 88 | 154 | 263 | 604 | 604 21 | 41 | 66 | 88 | 154 | 263 | 604 | 604 22 | 41 | 65 | 88 | 154 | 262 | 603 | 603 23 | 40 | 65 | 87 | 153 | 262 | 603 | 603 24 | 40 | 64 | 87 | 153 | 261 | 602 | 602 25 | 39 | 64 | 86 | 152 | 261 | 602 | 602 26 | 39 | 63 | 85 | 152 | 260 | 601 | 601 27 | 38 | 63 | 85 | 151 | 259 | 601 | 601 28 | 38 | 62 | 84 | 150 | 259 | 600 | 600 29 | 37 | 61 | 84 | 150 | 258 | 599 | 599 30 | 36 | 61 | 83 | 149 | 258 | 599 | 599 2.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 15 | 30 | 56 | 135 | 250 | 591 | 1 239 2 | 19 | 34 | 60 | 140 | 254 | 595 | 1 016 3 | 23 | 40 | 64 | 135 | 253 | 594 | 841 4 | 27 | 45 | 70 | 139 | 255 | 596 | 704 5 | 30 | 49 | 76 | 144 | 256 | 597 | 597 6 | 29 | 49 | 78 | 146 | 254 | 595 | 595 7 | 34 | 55 | 83 | 152 | 258 | 599 | 599 8 | 33 | 55 | 82 | 149 | 256 | 598 | 598 9 | 34 | 56 | 82 | 149 | 257 | 598 | 598 10 | 36 | 59 | 84 | 150 | 259 | 600 | 600 11 | 38 | 61 | 85 | 151 | 260 | 601 | 601 12 | 39 | 63 | 86 | 152 | 261 | 602 | 602 13 | 40 | 64 | 87 | 153 | 261 | 602 | 602 14 | 40 | 65 | 87 | 153 | 261 | 603 | 603 15 | 40 | 65 | 87 | 153 | 262 | 603 | 603 16 | 40 | 64 | 86 | 153 | 261 | 602 | 602 17 | 40 | 64 | 86 | 153 | 261 | 602 | 602 18 | 39 | 63 | 86 | 152 | 260 | 601 | 601 19 | 39 | 63 | 85 | 151 | 260 | 601 | 601 20 | 39 | 63 | 85 | 151 | 260 | 601 | 601 21 | 38 | 63 | 85 | 151 | 260 | 601 | 601 22 | 38 | 63 | 85 | 151 | 260 | 601 | 601 23 | 38 | 62 | 85 | 151 | 259 | 600 | 600 24 | 38 | 62 | 84 | 150 | 259 | 600 | 600 25 | 37 | 62 | 84 | 150 | 258 | 600 | 600 26 | 37 | 61 | 83 | 149 | 258 | 599 | 599 27 | 36 | 61 | 83 | 149 | 257 | 599 | 599 28 | 36 | 60 | 82 | 148 | 257 | 598 | 598 29 | 35 | 60 | 82 | 148 | 256 | 597 | 597 30 | 35 | 59 | 81 | 147 | 256 | 597 | 597 2.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 29 | 55 | 134 | 248 | 589 | 1 246 2 | 15 | 30 | 56 | 135 | 250 | 591 | 1 022 3 | 17 | 33 | 58 | 129 | 247 | 588 | 846 4 | 19 | 36 | 61 | 131 | 246 | 587 | 707 5 | 20 | 39 | 67 | 134 | 246 | 587 | 599 6 | 22 | 42 | 70 | 139 | 246 | 588 | 588 7 | 23 | 44 | 72 | 141 | 246 | 588 | 588 8 | 23 | 45 | 72 | 139 | 246 | 588 | 588 9 | 23 | 46 | 72 | 138 | 247 | 588 | 588 10 | 24 | 47 | 72 | 138 | 247 | 588 | 588 11 | 25 | 48 | 72 | 138 | 247 | 588 | 588 12 | 25 | 49 | 73 | 139 | 247 | 588 | 588 13 | 26 | 50 | 73 | 139 | 247 | 588 | 588 14 | 26 | 51 | 73 | 139 | 247 | 589 | 589 15 | 26 | 51 | 73 | 139 | 248 | 589 | 589 16 | 26 | 50 | 73 | 139 | 247 | 588 | 588 17 | 26 | 50 | 73 | 139 | 247 | 588 | 588 18 | 26 | 50 | 73 | 139 | 247 | 588 | 588 19 | 26 | 50 | 73 | 139 | 247 | 588 | 588 20 | 26 | 51 | 73 | 139 | 247 | 589 | 589 21 | 26 | 51 | 73 | 139 | 247 | 589 | 589 22 | 26 | 50 | 73 | 139 | 247 | 588 | 588 23 | 26 | 50 | 72 | 139 | 247 | 588 | 588 24 | 25 | 50 | 72 | 138 | 247 | 588 | 588 25 | 25 | 50 | 72 | 138 | 246 | 588 | 588 26 | 25 | 49 | 71 | 138 | 246 | 587 | 587 27 | 24 | 49 | 71 | 137 | 246 | 587 | 587 28 | 24 | 49 | 71 | 137 | 245 | 586 | 586 29 | 24 | 48 | 70 | 137 | 245 | 586 | 586 30 | 23 | 48 | 70 | 136 | 245 | 586 | 586 2.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 50 | 65 | 91 | 170 | 285 | 626 | 1 262 2 | 53 | 68 | 94 | 173 | 287 | 629 | 1 037 3 | 57 | 73 | 98 | 168 | 287 | 628 | 860 4 | 59 | 76 | 101 | 171 | 286 | 628 | 721 5 | 61 | 80 | 107 | 174 | 287 | 628 | 628 6 | 62 | 82 | 111 | 179 | 287 | 628 | 628 7 | 63 | 85 | 113 | 181 | 287 | 628 | 628 8 | 63 | 85 | 112 | 179 | 286 | 628 | 628 9 | 63 | 85 | 111 | 178 | 286 | 627 | 627 10 | 63 | 86 | 111 | 178 | 286 | 627 | 627 11 | 63 | 87 | 111 | 177 | 286 | 627 | 627 12 | 63 | 87 | 110 | 176 | 285 | 626 | 626 13 | 63 | 87 | 109 | 176 | 284 | 625 | 625 14 | 62 | 86 | 108 | 175 | 283 | 624 | 624 15 | 61 | 85 | 108 | 174 | 282 | 623 | 623 16 | 60 | 84 | 107 | 173 | 281 | 623 | 623 17 | 59 | 84 | 106 | 172 | 281 | 622 | 622 18 | 58 | 83 | 105 | 171 | 280 | 621 | 621 19 | 58 | 82 | 104 | 171 | 279 | 620 | 620 20 | 57 | 82 | 104 | 170 | 278 | 620 | 620 21 | 56 | 81 | 103 | 169 | 278 | 619 | 619 22 | 55 | 80 | 102 | 168 | 277 | 618 | 618 23 | 55 | 79 | 101 | 167 | 276 | 617 | 617 24 | 54 | 78 | 100 | 167 | 275 | 616 | 616 25 | 53 | 77 | 99 | 166 | 274 | 615 | 615 26 | 52 | 76 | 99 | 165 | 273 | 614 | 614 27 | 51 | 75 | 98 | 164 | 272 | 613 | 613 28 | 50 | 75 | 97 | 163 | 271 | 613 | 613 29 | 49 | 74 | 96 | 162 | 270 | 612 | 612 30 | 48 | 73 | 95 | 161 | 270 | 611 | 611 2.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 96 | 122 | 202 | 316 | 657 | 1 305 2 | 85 | 100 | 126 | 206 | 320 | 661 | 1 073 3 | 86 | 103 | 127 | 198 | 316 | 657 | 891 4 | 87 | 104 | 129 | 199 | 314 | 655 | 746 5 | 90 | 109 | 136 | 203 | 316 | 657 | 657 6 | 92 | 112 | 140 | 209 | 316 | 658 | 658 7 | 93 | 114 | 142 | 211 | 317 | 658 | 658 8 | 94 | 116 | 143 | 210 | 318 | 659 | 659 9 | 95 | 117 | 143 | 210 | 318 | 659 | 659 10 | 95 | 119 | 143 | 210 | 318 | 659 | 659 11 | 95 | 119 | 143 | 209 | 318 | 659 | 659 12 | 95 | 119 | 142 | 208 | 317 | 658 | 658 13 | 94 | 118 | 141 | 207 | 315 | 657 | 657 14 | 93 | 117 | 139 | 205 | 314 | 655 | 655 15 | 91 | 116 | 138 | 204 | 312 | 654 | 654 16 | 90 | 114 | 136 | 202 | 311 | 652 | 652 17 | 88 | 113 | 135 | 201 | 310 | 651 | 651 18 | 87 | 111 | 134 | 200 | 308 | 649 | 649 19 | 85 | 110 | 132 | 198 | 307 | 648 | 648 20 | 84 | 109 | 131 | 197 | 305 | 647 | 647 21 | 83 | 107 | 129 | 196 | 304 | 645 | 645 22 | 81 | 106 | 128 | 194 | 303 | 644 | 644 23 | 80 | 104 | 126 | 193 | 301 | 642 | 642 24 | 78 | 103 | 125 | 191 | 300 | 641 | 641 25 | 77 | 101 | 123 | 189 | 298 | 639 | 639 26 | 75 | 100 | 122 | 188 | 296 | 638 | 638 27 | 74 | 98 | 120 | 186 | 295 | 636 | 636 28 | 72 | 97 | 119 | 185 | 293 | 634 | 634 29 | 71 | 95 | 117 | 183 | 292 | 633 | 633 30 | 69 | 94 | 116 | 182 | 290 | 632 | 632 2.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 22 | 48 | 127 | 241 | 582 | 1 235 2 | 10 | 25 | 51 | 131 | 245 | 586 | 1 015 3 | 13 | 30 | 55 | 125 | 244 | 585 | 841 4 | 17 | 34 | 59 | 129 | 244 | 585 | 704 5 | 19 | 38 | 66 | 133 | 245 | 587 | 596 6 | 21 | 41 | 70 | 138 | 246 | 587 | 587 7 | 23 | 44 | 72 | 141 | 246 | 588 | 588 8 | 23 | 45 | 72 | 139 | 247 | 588 | 588 9 | 23 | 46 | 72 | 139 | 247 | 588 | 588 10 | 24 | 47 | 72 | 138 | 247 | 588 | 588 11 | 24 | 48 | 72 | 138 | 247 | 588 | 588 12 | 25 | 49 | 72 | 138 | 246 | 588 | 588 13 | 24 | 49 | 71 | 137 | 246 | 587 | 587 14 | 24 | 48 | 71 | 137 | 245 | 586 | 586 15 | 23 | 48 | 70 | 136 | 244 | 586 | 586 16 | 22 | 47 | 69 | 135 | 244 | 585 | 585 17 | 22 | 46 | 68 | 135 | 243 | 584 | 584 18 | 21 | 46 | 68 | 134 | 243 | 584 | 584 19 | 21 | 46 | 68 | 134 | 243 | 584 | 584 20 | 21 | 46 | 68 | 134 | 243 | 584 | 584 21 | 22 | 46 | 68 | 134 | 243 | 584 | 584 22 | 22 | 46 | 68 | 134 | 243 | 584 | 584 23 | 22 | 46 | 68 | 134 | 243 | 584 | 584 24 | 21 | 46 | 68 | 134 | 243 | 584 | 584 25 | 21 | 46 | 68 | 134 | 243 | 584 | 584 26 | 21 | 46 | 68 | 134 | 242 | 584 | 584 27 | 21 | 46 | 68 | 134 | 242 | 584 | 584 28 | 21 | 45 | 68 | 134 | 242 | 583 | 583 29 | 21 | 45 | 67 | 134 | 242 | 583 | 583 30 | 21 | 45 | 67 | 133 | 242 | 583 | 583 2.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 92 | 107 | 134 | 213 | 327 | 668 | 1 330 2 | 93 | 108 | 134 | 213 | 327 | 669 | 1 091 3 | 93 | 110 | 134 | 205 | 323 | 664 | 903 4 | 94 | 112 | 137 | 207 | 322 | 663 | 756 5 | 95 | 114 | 142 | 209 | 321 | 662 | 662 6 | 96 | 116 | 144 | 213 | 321 | 662 | 662 7 | 97 | 118 | 146 | 215 | 320 | 661 | 661 8 | 96 | 118 | 145 | 213 | 320 | 661 | 661 9 | 95 | 118 | 144 | 211 | 319 | 660 | 660 10 | 94 | 118 | 142 | 209 | 317 | 658 | 658 11 | 93 | 117 | 141 | 207 | 315 | 657 | 657 12 | 92 | 116 | 139 | 205 | 313 | 655 | 655 13 | 90 | 114 | 137 | 203 | 312 | 653 | 653 14 | 88 | 113 | 135 | 201 | 310 | 651 | 651 15 | 86 | 111 | 133 | 199 | 308 | 649 | 649 16 | 84 | 109 | 131 | 197 | 306 | 647 | 647 17 | 83 | 107 | 129 | 196 | 304 | 645 | 645 18 | 81 | 106 | 128 | 194 | 302 | 644 | 644 19 | 80 | 104 | 126 | 193 | 301 | 642 | 642 20 | 79 | 103 | 125 | 192 | 300 | 641 | 641 21 | 78 | 102 | 124 | 191 | 299 | 640 | 640 22 | 77 | 101 | 123 | 189 | 298 | 639 | 639 23 | 76 | 100 | 122 | 188 | 297 | 638 | 638 24 | 74 | 99 | 121 | 187 | 296 | 637 | 637 25 | 73 | 98 | 120 | 186 | 295 | 636 | 636 26 | 72 | 97 | 119 | 185 | 293 | 635 | 635 27 | 71 | 96 | 118 | 184 | 292 | 634 | 634 28 | 70 | 94 | 117 | 183 | 291 | 632 | 632 29 | 69 | 93 | 116 | 182 | 290 | 631 | 631 30 | 68 | 92 | 115 | 181 | 289 | 630 | 630 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 | 350 | 365 | 392 | 471 | 585 | 926 | 1 356 2 | 77 | 92 | 118 | 198 | 312 | 653 | 1 107 3 | 81 | 98 | 122 | 193 | 311 | 652 | 914 4 | 85 | 103 | 128 | 197 | 313 | 654 | 763 5 | 88 | 107 | 134 | 201 | 314 | 655 | 655 6 | 90 | 110 | 138 | 207 | 314 | 656 | 656 7 | 91 | 113 | 141 | 209 | 315 | 656 | 656 8 | 92 | 114 | 141 | 209 | 316 | 657 | 657 9 | 93 | 115 | 141 | 208 | 316 | 657 | 657 10 | 93 | 116 | 141 | 207 | 316 | 657 | 657 11 | 93 | 117 | 141 | 207 | 316 | 657 | 657 12 | 94 | 118 | 141 | 207 | 316 | 657 | 657 13 | 95 | 119 | 141 | 208 | 316 | 657 | 657 14 | 95 | 120 | 142 | 208 | 317 | 658 | 658 15 | 96 | 121 | 143 | 209 | 317 | 659 | 659 16 | 97 | 121 | 144 | 210 | 318 | 659 | 659 17 | 98 | 123 | 145 | 211 | 319 | 661 | 661 18 | 99 | 124 | 146 | 212 | 320 | 662 | 662 19 | 100 | 125 | 147 | 213 | 321 | 663 | 663 20 | 101 | 125 | 147 | 214 | 322 | 663 | 663 21 | 101 | 125 | 148 | 214 | 322 | 663 | 663 22 | 101 | 125 | 147 | 214 | 322 | 663 | 663 23 | 100 | 125 | 147 | 213 | 322 | 663 | 663 24 | 100 | 124 | 146 | 212 | 321 | 662 | 662 25 | 99 | 123 | 145 | 211 | 320 | 661 | 661 26 | 98 | 122 | 144 | 210 | 319 | 660 | 660 27 | 96 | 121 | 143 | 209 | 318 | 659 | 659 28 | 95 | 120 | 142 | 208 | 316 | 658 | 658 29 | 94 | 118 | 140 | 207 | 315 | 656 | 656 30 | 92 | 117 | 139 | 205 | 314 | 655 | 655 2.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 10 | 36 | 116 | 230 | 571 | 1 223 2 | 1 | 10 | 36 | 116 | 230 | 571 | 1 003 3 | 2 | 12 | 37 | 107 | 226 | 567 | 829 4 | 2 | 14 | 39 | 108 | 224 | 565 | 694 5 | 3 | 16 | 43 | 110 | 223 | 564 | 587 6 | 4 | 17 | 46 | 114 | 222 | 563 | 563 7 | 5 | 19 | 47 | 116 | 221 | 563 | 563 8 | 5 | 19 | 46 | 114 | 221 | 562 | 562 9 | 7 | 19 | 45 | 111 | 220 | 561 | 561 10 | 7 | 20 | 44 | 111 | 219 | 560 | 560 11 | 8 | 21 | 44 | 111 | 219 | 560 | 560 12 | 8 | 21 | 44 | 111 | 219 | 560 | 560 13 | 10 | 22 | 44 | 111 | 219 | 560 | 560 14 | 10 | 22 | 45 | 111 | 219 | 560 | 560 15 | 11 | 23 | 45 | 111 | 219 | 561 | 561 16 | 11 | 23 | 45 | 111 | 219 | 561 | 561 17 | 12 | 23 | 45 | 111 | 220 | 561 | 561 18 | 13 | 23 | 46 | 112 | 220 | 561 | 561 19 | 14 | 24 | 46 | 112 | 221 | 562 | 562 20 | 14 | 25 | 47 | 113 | 222 | 563 | 563 21 | 15 | 26 | 48 | 114 | 223 | 564 | 564 22 | 16 | 26 | 49 | 115 | 223 | 564 | 564 23 | 17 | 27 | 49 | 115 | 224 | 565 | 565 24 | 17 | 28 | 50 | 116 | 224 | 566 | 566 25 | 17 | 28 | 50 | 116 | 225 | 566 | 566 26 | 18 | 28 | 51 | 117 | 225 | 566 | 566 27 | 19 | 29 | 51 | 117 | 226 | 567 | 567 28 | 20 | 29 | 51 | 118 | 226 | 567 | 567 29 | 20 | 30 | 52 | 118 | 226 | 567 | 567 30 | 21 | 30 | 52 | 118 | 227 | 568 | 568 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 | 53 | 69 | 95 | 174 | 288 | 630 | 1 253 2 | 54 | 70 | 96 | 175 | 289 | 630 | 1 028 3 | 55 | 72 | 96 | 167 | 285 | 626 | 852 4 | 56 | 73 | 98 | 168 | 283 | 625 | 713 5 | 56 | 75 | 103 | 170 | 282 | 624 | 624 6 | 57 | 77 | 106 | 174 | 282 | 623 | 623 7 | 57 | 78 | 106 | 175 | 280 | 621 | 621 8 | 56 | 78 | 105 | 173 | 280 | 621 | 621 9 | 56 | 78 | 104 | 171 | 279 | 620 | 620 10 | 55 | 78 | 103 | 169 | 277 | 619 | 619 11 | 54 | 77 | 101 | 167 | 276 | 617 | 617 12 | 52 | 77 | 100 | 166 | 274 | 615 | 615 13 | 51 | 76 | 98 | 164 | 273 | 614 | 614 14 | 50 | 74 | 96 | 163 | 271 | 612 | 612 15 | 48 | 73 | 95 | 161 | 270 | 611 | 611 16 | 47 | 71 | 93 | 159 | 268 | 609 | 609 17 | 45 | 70 | 92 | 158 | 267 | 608 | 608 18 | 44 | 69 | 91 | 157 | 265 | 607 | 607 19 | 43 | 68 | 90 | 156 | 264 | 606 | 606 20 | 43 | 67 | 89 | 155 | 264 | 605 | 605 21 | 42 | 67 | 89 | 155 | 263 | 605 | 605 22 | 41 | 66 | 88 | 154 | 263 | 604 | 604 23 | 41 | 65 | 87 | 154 | 262 | 603 | 603 24 | 40 | 65 | 87 | 153 | 261 | 602 | 602 25 | 39 | 64 | 86 | 152 | 261 | 602 | 602 26 | 39 | 63 | 85 | 151 | 260 | 601 | 601 27 | 38 | 62 | 85 | 151 | 259 | 600 | 600 28 | 37 | 62 | 84 | 150 | 259 | 600 | 600 29 | 37 | 61 | 83 | 149 | 258 | 599 | 599 30 | 36 | 61 | 83 | 149 | 257 | 598 | 598 2.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 114 | 130 | 156 | 235 | 349 | 690 | 1 346 2 | 115 | 131 | 157 | 236 | 350 | 692 | 1 103 3 | 118 | 134 | 159 | 230 | 348 | 689 | 913 4 | 120 | 137 | 162 | 232 | 347 | 689 | 764 5 | 121 | 140 | 168 | 235 | 347 | 689 | 689 6 | 122 | 142 | 171 | 239 | 347 | 688 | 688 7 | 123 | 144 | 172 | 241 | 346 | 688 | 688 8 | 122 | 144 | 171 | 238 | 346 | 687 | 687 9 | 121 | 144 | 170 | 236 | 345 | 686 | 686 10 | 121 | 144 | 169 | 235 | 343 | 685 | 685 11 | 120 | 143 | 167 | 233 | 342 | 683 | 683 12 | 118 | 142 | 165 | 232 | 340 | 681 | 681 13 | 116 | 141 | 163 | 229 | 338 | 679 | 679 14 | 114 | 139 | 161 | 227 | 336 | 677 | 677 15 | 112 | 136 | 159 | 225 | 333 | 674 | 674 16 | 109 | 134 | 156 | 222 | 331 | 672 | 672 17 | 107 | 131 | 154 | 220 | 328 | 669 | 669 18 | 105 | 129 | 151 | 218 | 326 | 667 | 667 19 | 103 | 127 | 149 | 215 | 324 | 665 | 665 20 | 101 | 125 | 148 | 214 | 322 | 663 | 663 21 | 99 | 124 | 146 | 212 | 320 | 662 | 662 22 | 97 | 122 | 144 | 210 | 319 | 660 | 660 23 | 96 | 120 | 142 | 208 | 317 | 658 | 658 24 | 94 | 118 | 140 | 207 | 315 | 656 | 656 25 | 92 | 116 | 139 | 205 | 313 | 654 | 654 26 | 90 | 115 | 137 | 203 | 312 | 653 | 653 27 | 89 | 113 | 135 | 201 | 310 | 651 | 651 28 | 87 | 111 | 134 | 200 | 308 | 649 | 649 29 | 85 | 110 | 132 | 198 | 307 | 648 | 648 30 | 84 | 108 | 130 | 197 | 305 | 646 | 646 2.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 174 | 189 | 215 | 295 | 409 | 750 | 1 342 2 | 183 | 198 | 224 | 304 | 418 | 759 | 1 110 3 | 188 | 205 | 229 | 300 | 418 | 759 | 924 4 | 190 | 208 | 233 | 302 | 418 | 759 | 776 5 | 191 | 210 | 238 | 305 | 417 | 758 | 758 6 | 191 | 211 | 240 | 308 | 416 | 757 | 757 7 | 191 | 212 | 240 | 309 | 414 | 755 | 755 8 | 189 | 211 | 238 | 305 | 412 | 754 | 754 9 | 187 | 210 | 236 | 303 | 411 | 752 | 752 10 | 187 | 210 | 235 | 301 | 409 | 751 | 751 11 | 185 | 209 | 233 | 299 | 407 | 749 | 749 12 | 183 | 207 | 230 | 296 | 405 | 746 | 746 13 | 180 | 205 | 227 | 293 | 402 | 743 | 743 14 | 177 | 202 | 224 | 290 | 399 | 740 | 740 15 | 174 | 199 | 221 | 287 | 395 | 737 | 737 16 | 171 | 195 | 218 | 284 | 392 | 733 | 733 17 | 168 | 192 | 214 | 281 | 389 | 730 | 730 18 | 164 | 189 | 211 | 277 | 386 | 727 | 727 19 | 161 | 186 | 208 | 274 | 383 | 724 | 724 20 | 158 | 183 | 205 | 271 | 380 | 721 | 721 21 | 155 | 180 | 202 | 268 | 377 | 718 | 718 22 | 152 | 177 | 199 | 265 | 373 | 715 | 715 23 | 149 | 173 | 196 | 262 | 370 | 711 | 711 24 | 146 | 170 | 192 | 259 | 367 | 708 | 708 25 | 143 | 167 | 189 | 255 | 364 | 705 | 705 26 | 140 | 164 | 186 | 252 | 361 | 702 | 702 27 | 137 | 161 | 183 | 249 | 358 | 699 | 699 28 | 134 | 158 | 180 | 247 | 355 | 696 | 696 29 | 131 | 155 | 178 | 244 | 352 | 693 | 693 30 | 128 | 153 | 175 | 241 | 349 | 691 | 691 2.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 42 | 68 | 148 | 262 | 603 | 1 281 2 | 28 | 43 | 69 | 149 | 263 | 604 | 1 050 3 | 29 | 46 | 70 | 141 | 259 | 600 | 869 4 | 30 | 48 | 73 | 142 | 258 | 599 | 727 5 | 31 | 50 | 78 | 145 | 257 | 598 | 615 6 | 32 | 52 | 80 | 149 | 256 | 598 | 598 7 | 32 | 53 | 81 | 150 | 256 | 597 | 597 8 | 31 | 53 | 80 | 147 | 254 | 596 | 596 9 | 30 | 53 | 79 | 145 | 254 | 595 | 595 10 | 30 | 53 | 78 | 144 | 253 | 594 | 594 11 | 30 | 54 | 77 | 144 | 252 | 593 | 593 12 | 30 | 54 | 77 | 143 | 251 | 593 | 593 13 | 29 | 54 | 76 | 142 | 251 | 592 | 592 14 | 29 | 54 | 76 | 142 | 250 | 592 | 592 15 | 29 | 53 | 75 | 142 | 250 | 591 | 591 16 | 29 | 53 | 75 | 141 | 250 | 591 | 591 17 | 28 | 53 | 75 | 141 | 250 | 591 | 591 18 | 29 | 53 | 75 | 141 | 250 | 591 | 591 19 | 29 | 53 | 75 | 141 | 250 | 591 | 591 20 | 29 | 53 | 75 | 142 | 250 | 591 | 591 21 | 29 | 53 | 76 | 142 | 250 | 591 | 591 22 | 29 | 53 | 75 | 142 | 250 | 591 | 591 23 | 29 | 53 | 75 | 142 | 250 | 591 | 591 24 | 29 | 53 | 75 | 141 | 250 | 591 | 591 25 | 28 | 53 | 75 | 141 | 250 | 591 | 591 26 | 28 | 53 | 75 | 141 | 249 | 591 | 591 27 | 28 | 52 | 75 | 141 | 249 | 590 | 590 28 | 28 | 52 | 74 | 140 | 249 | 590 | 590 29 | 27 | 52 | 74 | 140 | 249 | 590 | 590 30 | 27 | 52 | 74 | 140 | 248 | 590 | 590 2.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 23 | 38 | 64 | 144 | 258 | 599 | 1 280 2 | 25 | 40 | 66 | 146 | 260 | 601 | 1 050 3 | 28 | 44 | 69 | 139 | 258 | 599 | 868 4 | 30 | 48 | 73 | 143 | 258 | 599 | 726 5 | 33 | 52 | 79 | 146 | 259 | 600 | 614 6 | 34 | 54 | 83 | 151 | 259 | 600 | 600 7 | 36 | 57 | 85 | 154 | 260 | 601 | 601 8 | 36 | 58 | 85 | 152 | 260 | 601 | 601 9 | 36 | 59 | 85 | 152 | 260 | 601 | 601 10 | 37 | 61 | 85 | 152 | 260 | 601 | 601 11 | 38 | 62 | 86 | 152 | 261 | 602 | 602 12 | 39 | 63 | 86 | 152 | 261 | 602 | 602 13 | 39 | 64 | 86 | 152 | 261 | 602 | 602 14 | 39 | 64 | 86 | 152 | 261 | 602 | 602 15 | 39 | 64 | 86 | 152 | 260 | 602 | 602 16 | 39 | 63 | 85 | 151 | 260 | 601 | 601 17 | 39 | 63 | 85 | 151 | 260 | 601 | 601 18 | 38 | 63 | 85 | 151 | 260 | 601 | 601 19 | 39 | 63 | 85 | 151 | 260 | 601 | 601 20 | 39 | 63 | 86 | 152 | 260 | 601 | 601 21 | 39 | 64 | 86 | 152 | 260 | 602 | 602 22 | 39 | 64 | 86 | 152 | 260 | 602 | 602 23 | 39 | 63 | 86 | 152 | 260 | 601 | 601 24 | 39 | 63 | 85 | 151 | 260 | 601 | 601 25 | 38 | 63 | 85 | 151 | 260 | 601 | 601 26 | 38 | 62 | 84 | 151 | 259 | 600 | 600 27 | 37 | 62 | 84 | 150 | 259 | 600 | 600 28 | 37 | 61 | 84 | 150 | 258 | 599 | 599 29 | 36 | 61 | 83 | 149 | 258 | 599 | 599 30 | 36 | 60 | 83 | 149 | 257 | 598 | 598 2.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 124 | 139 | 165 | 245 | 359 | 700 | 1 375 2 | 123 | 138 | 164 | 243 | 358 | 699 | 1 125 3 | 123 | 139 | 164 | 235 | 353 | 694 | 928 4 | 123 | 141 | 166 | 235 | 351 | 692 | 775 5 | 124 | 143 | 170 | 237 | 350 | 691 | 691 6 | 123 | 144 | 172 | 241 | 348 | 689 | 689 7 | 124 | 145 | 173 | 242 | 347 | 688 | 688 8 | 123 | 145 | 172 | 239 | 346 | 688 | 688 9 | 122 | 144 | 170 | 237 | 345 | 686 | 686 10 | 122 | 145 | 170 | 236 | 345 | 686 | 686 11 | 122 | 145 | 169 | 235 | 344 | 685 | 685 12 | 121 | 145 | 168 | 234 | 343 | 684 | 684 13 | 120 | 144 | 167 | 233 | 341 | 683 | 683 14 | 119 | 143 | 166 | 232 | 340 | 681 | 681 15 | 117 | 141 | 163 | 230 | 338 | 679 | 679 16 | 115 | 139 | 161 | 227 | 336 | 677 | 677 17 | 112 | 136 | 158 | 225 | 333 | 674 | 674 18 | 109 | 134 | 156 | 222 | 331 | 672 | 672 19 | 107 | 132 | 154 | 220 | 329 | 670 | 670 20 | 105 | 130 | 152 | 218 | 326 | 668 | 668 21 | 103 | 127 | 150 | 216 | 324 | 665 | 665 22 | 101 | 125 | 147 | 213 | 322 | 663 | 663 23 | 98 | 123 | 145 | 211 | 320 | 661 | 661 24 | 96 | 121 | 143 | 209 | 318 | 659 | 659 25 | 94 | 119 | 141 | 207 | 315 | 657 | 657 26 | 92 | 116 | 139 | 205 | 313 | 654 | 654 27 | 90 | 114 | 137 | 203 | 311 | 652 | 652 28 | 88 | 112 | 135 | 201 | 309 | 650 | 650 29 | 86 | 110 | 133 | 199 | 307 | 648 | 648 30 | 84 | 109 | 131 | 197 | 305 | 646 | 646 2.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 9 | 35 | 115 | 229 | 570 | 1 238 2 | 1 | 11 | 37 | 117 | 231 | 572 | 1 016 3 | 2 | 15 | 40 | 110 | 229 | 570 | 841 4 | 2 | 19 | 44 | 113 | 229 | 570 | 704 5 | 4 | 22 | 50 | 117 | 229 | 571 | 596 6 | 5 | 25 | 54 | 122 | 230 | 571 | 571 7 | 7 | 28 | 56 | 125 | 230 | 572 | 572 8 | 7 | 29 | 56 | 123 | 230 | 572 | 572 9 | 7 | 30 | 55 | 122 | 230 | 572 | 572 10 | 7 | 31 | 55 | 122 | 230 | 571 | 571 11 | 8 | 32 | 55 | 122 | 230 | 571 | 571 12 | 8 | 32 | 55 | 121 | 230 | 571 | 571 13 | 10 | 33 | 55 | 121 | 230 | 571 | 571 14 | 10 | 33 | 55 | 121 | 229 | 571 | 571 15 | 11 | 32 | 55 | 121 | 229 | 570 | 570 16 | 11 | 32 | 54 | 120 | 229 | 570 | 570 17 | 13 | 32 | 54 | 120 | 229 | 570 | 570 18 | 13 | 32 | 54 | 120 | 229 | 570 | 570 19 | 14 | 32 | 55 | 121 | 229 | 570 | 570 20 | 14 | 33 | 55 | 121 | 230 | 571 | 571 21 | 15 | 33 | 56 | 122 | 230 | 571 | 571 22 | 16 | 34 | 56 | 122 | 231 | 572 | 572 23 | 17 | 34 | 56 | 123 | 231 | 572 | 572 24 | 17 | 35 | 57 | 123 | 231 | 573 | 573 25 | 18 | 35 | 57 | 123 | 232 | 573 | 573 26 | 18 | 35 | 57 | 123 | 232 | 573 | 573 27 | 19 | 35 | 57 | 123 | 232 | 573 | 573 28 | 20 | 35 | 57 | 124 | 232 | 573 | 573 29 | 20 | 35 | 58 | 124 | 232 | 573 | 573 30 | 21 | 36 | 58 | 124 | 232 | 574 | 574 2.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 35 | 50 | 76 | 156 | 270 | 611 | 1 246 2 | 35 | 50 | 77 | 156 | 270 | 611 | 1 022 3 | 35 | 52 | 77 | 147 | 266 | 606 | 845 4 | 36 | 53 | 78 | 148 | 263 | 604 | 707 5 | 36 | 55 | 82 | 150 | 262 | 603 | 603 6 | 39 | 59 | 87 | 156 | 264 | 605 | 605 7 | 36 | 57 | 85 | 154 | 260 | 601 | 601 8 | 40 | 62 | 89 | 157 | 264 | 605 | 605 9 | 39 | 62 | 88 | 155 | 263 | 604 | 604 10 | 34 | 57 | 82 | 148 | 257 | 598 | 598 11 | 30 | 53 | 77 | 143 | 252 | 593 | 593 12 | 27 | 51 | 74 | 140 | 248 | 589 | 589 13 | 24 | 49 | 71 | 137 | 246 | 587 | 587 14 | 22 | 47 | 69 | 135 | 244 | 585 | 585 15 | 21 | 45 | 68 | 134 | 242 | 583 | 583 16 | 19 | 44 | 66 | 132 | 241 | 582 | 582 17 | 18 | 43 | 65 | 131 | 240 | 581 | 581 18 | 18 | 42 | 64 | 131 | 239 | 580 | 580 19 | 17 | 42 | 64 | 130 | 239 | 580 | 580 20 | 17 | 42 | 64 | 130 | 239 | 580 | 580 21 | 17 | 42 | 64 | 130 | 239 | 580 | 580 22 | 17 | 42 | 64 | 130 | 239 | 580 | 580 23 | 17 | 42 | 64 | 130 | 239 | 580 | 580 24 | 17 | 42 | 64 | 130 | 239 | 580 | 580 25 | 17 | 42 | 64 | 130 | 239 | 580 | 580 26 | 18 | 42 | 64 | 130 | 238 | 580 | 580 27 | 19 | 42 | 64 | 130 | 238 | 580 | 580 28 | 20 | 41 | 64 | 130 | 238 | 579 | 579 29 | 20 | 41 | 64 | 130 | 238 | 579 | 579 30 | 21 | 41 | 63 | 130 | 238 | 579 | 579 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 | 187 | 202 | 228 | 308 | 422 | 763 | 1 463 2 | 184 | 200 | 226 | 305 | 419 | 760 | 1 192 3 | 182 | 198 | 223 | 293 | 412 | 753 | 984 4 | 179 | 197 | 222 | 291 | 407 | 748 | 820 5 | 176 | 195 | 222 | 290 | 402 | 743 | 743 6 | 173 | 193 | 222 | 290 | 398 | 739 | 739 7 | 170 | 191 | 219 | 288 | 393 | 735 | 735 8 | 166 | 188 | 215 | 282 | 389 | 731 | 731 9 | 162 | 185 | 210 | 277 | 385 | 727 | 727 10 | 159 | 182 | 207 | 273 | 381 | 723 | 723 11 | 155 | 179 | 203 | 269 | 378 | 719 | 719 12 | 152 | 176 | 199 | 265 | 374 | 715 | 715 13 | 148 | 173 | 195 | 261 | 370 | 711 | 711 14 | 145 | 169 | 192 | 258 | 366 | 707 | 707 15 | 141 | 166 | 188 | 254 | 363 | 704 | 704 16 | 138 | 163 | 185 | 251 | 359 | 701 | 701 17 | 135 | 159 | 182 | 248 | 356 | 698 | 698 18 | 132 | 157 | 179 | 245 | 353 | 695 | 695 19 | 129 | 154 | 176 | 242 | 351 | 692 | 692 20 | 127 | 151 | 173 | 240 | 348 | 689 | 689 21 | 124 | 149 | 171 | 237 | 346 | 687 | 687 22 | 122 | 146 | 168 | 235 | 343 | 684 | 684 23 | 119 | 144 | 166 | 232 | 340 | 682 | 682 24 | 117 | 141 | 163 | 230 | 338 | 679 | 679 25 | 114 | 139 | 161 | 227 | 336 | 677 | 677 26 | 112 | 136 | 159 | 225 | 333 | 674 | 674 27 | 110 | 134 | 156 | 222 | 331 | 672 | 672 28 | 108 | 132 | 154 | 220 | 329 | 670 | 670 29 | 105 | 130 | 152 | 218 | 327 | 668 | 668 30 | 103 | 128 | 150 | 216 | 325 | 666 | 666 2.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 9 | 26 | 52 | 111 | 247 | 588 | 1 245 2 | 9 | 26 | 52 | 111 | 247 | 588 | 1 022 3 | 10 | 29 | 54 | 105 | 245 | 586 | 845 4 | 12 | 34 | 57 | 102 | 245 | 587 | 707 5 | 17 | 40 | 62 | 105 | 246 | 588 | 598 6 | 18 | 44 | 66 | 100 | 247 | 588 | 588 7 | 19 | 46 | 65 | 93 | 248 | 589 | 589 8 | 17 | 44 | 64 | 92 | 248 | 589 | 589 9 | 17 | 45 | 66 | 95 | 248 | 589 | 589 10 | 19 | 48 | 69 | 100 | 248 | 589 | 589 11 | 21 | 50 | 71 | 103 | 248 | 590 | 590 12 | 23 | 53 | 72 | 104 | 249 | 590 | 590 13 | 24 | 55 | 72 | 104 | 249 | 590 | 590 14 | 24 | 55 | 72 | 104 | 249 | 590 | 590 15 | 24 | 55 | 72 | 104 | 249 | 590 | 590 16 | 24 | 55 | 72 | 104 | 248 | 589 | 589 17 | 24 | 55 | 72 | 104 | 248 | 590 | 590 18 | 24 | 55 | 72 | 104 | 248 | 590 | 590 19 | 24 | 55 | 72 | 104 | 248 | 590 | 590 20 | 24 | 55 | 72 | 104 | 249 | 590 | 590 21 | 24 | 55 | 72 | 104 | 249 | 590 | 590 22 | 24 | 55 | 72 | 104 | 250 | 591 | 591 23 | 24 | 55 | 72 | 104 | 250 | 591 | 591 24 | 24 | 55 | 72 | 104 | 250 | 591 | 591 25 | 24 | 55 | 72 | 104 | 250 | 591 | 591 26 | 24 | 55 | 72 | 104 | 250 | 591 | 591 27 | 24 | 55 | 72 | 104 | 250 | 591 | 591 28 | 24 | 55 | 72 | 104 | 249 | 591 | 591 29 | 24 | 55 | 72 | 104 | 249 | 590 | 590 30 | 24 | 55 | 72 | 104 | 249 | 590 | 590 2.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 13 | 93 | 207 | 548 | 1 215 2 | 1 | 5 | 12 | 91 | 205 | 547 | 995 3 | 2 | 5 | 11 | 82 | 200 | 541 | 822 4 | 2 | 6 | 13 | 83 | 198 | 539 | 687 5 | 3 | 7 | 18 | 85 | 197 | 538 | 581 6 | 4 | 8 | 21 | 89 | 197 | 538 | 538 7 | 5 | 9 | 22 | 91 | 197 | 538 | 538 8 | 5 | 9 | 22 | 90 | 197 | 538 | 538 9 | 7 | 11 | 22 | 89 | 197 | 538 | 538 10 | 7 | 11 | 22 | 89 | 197 | 538 | 538 11 | 8 | 12 | 23 | 89 | 197 | 538 | 538 12 | 8 | 13 | 25 | 89 | 198 | 539 | 539 13 | 10 | 14 | 26 | 89 | 198 | 539 | 539 14 | 10 | 14 | 29 | 90 | 198 | 539 | 539 15 | 11 | 16 | 30 | 90 | 198 | 540 | 540 16 | 11 | 16 | 31 | 90 | 199 | 540 | 540 17 | 12 | 17 | 33 | 91 | 199 | 540 | 540 18 | 13 | 18 | 34 | 91 | 200 | 541 | 541 19 | 14 | 19 | 35 | 92 | 200 | 541 | 541 20 | 14 | 19 | 37 | 92 | 201 | 542 | 542 21 | 15 | 20 | 38 | 93 | 201 | 543 | 543 22 | 15 | 21 | 39 | 94 | 202 | 543 | 543 23 | 16 | 22 | 40 | 94 | 202 | 544 | 544 24 | 17 | 22 | 42 | 94 | 203 | 544

| 544 25 | 17 | 23 | 44 | 95 | 203 | 544 | 544 26 | 18 | 24 | 45 | 95 | 203 | 544 | 544 27 | 18 | 25 | 46 | 95 | 203 | 544 | 544 28 | 19 | 25 | 47 | 95 | 203 | 545 | 545 29 | 20 | 26 | 48 | 95 | 203 | 545 | 545 30 | 20 | 28 | 49 | 95 | 204 | 545 | 545 3\.

Other exposures 3.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 22 | 45 | 167 | 306 | 3 076 2 | 1 | 15 | 22 | 45 | 167 | 343 | 2 293 3 | 1 | 15 | 24 | 50 | 162 | 355 | 1 731 4 | 1 | 17 | 27 | 54 | 159 | 354 | 1 338 5 | 2 | 19 | 31 | 56 | 159 | 345 | 1 060 6 | 3 | 21 | 33 | 59 | 159 | 332 | 859 7 | 4 | 24 | 35 | 61 | 159 | 316 | 710 8 | 4 | 25 | 36 | 64 | 159 | 299 | 597 9 | 5 | 26 | 38 | 67 | 159 | 283 | 508 10 | 5 | 26 | 40 | 69 | 159 | 266 | 438 11 | 5 | 27 | 40 | 70 | 159 | 252 | 380 12 | 6 | 27 | 40 | 70 | 159 | 252 | 333 13 | 6 | 27 | 40 | 70 | 159 | 252 | 293 14 | 6 | 27 | 40 | 70 | 159 | 252 | 259 15 | 6 | 27 | 42 | 70 | 159 | 252 | 252 16 | 7 | 27 | 44 | 70 | 159 | 252 | 252 17 | 8 | 27 | 47 | 70 | 159 | 252 | 252 18 | 8 | 27 | 49 | 70 | 159 | 252 | 252 19 | 9 | 27 | 52 | 70 | 159 | 252 | 252 20 | 9 | 27 | 54 | 70 | 159 | 252 | 252 21 | 9 | 27 | 57 | 70 | 159 | 252 | 252 22 | 10 | 27 | 59 | 70 | 159 | 252 | 252 23 | 10 | 27 | 62 | 70 | 159 | 252 | 252 24 | 11 | 27 | 64 | 70 | 159 | 252 | 252 25 | 11 | 27 | 67 | 72 | 159 | 252 | 252 26 | 11 | 27 | 70 | 75 | 159 | 252 | 252 27 | 12 | 27 | 72 | 77 | 159 | 252 | 252 28 | 12 | 27 | 75 | 78 | 159 | 252 | 252 29 | 13 | 27 | 78 | 81 | 159 | 252 | 252 30 | 13 | 27 | 80 | 83 | 159 | 252 | 252 3.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 19 | 26 | 49 | 172 | 310 | 3 129 2 | 7 | 22 | 28 | 52 | 174 | 349 | 2 337 3 | 7 | 22 | 31 | 57 | 169 | 362 | 1 765 4 | 7 | 23 | 34 | 61 | 166 | 361 | 1 364 5 | 8 | 25 | 37 | 62 | 166 | 351 | 1 080 6 | 9 | 27 | 39 | 65 | 165 | 337 | 875 7 | 10 | 30 | 41 | 66 | 165 | 321 | 722 8 | 9 | 30 | 41 | 69 | 164 | 304 | 606 9 | 9 | 30 | 43 | 71 | 164 | 286 | 516 10 | 9 | 31 | 44 | 73 | 163 | 269 | 444 11 | 9 | 31 | 44 | 73 | 163 | 256 | 385 12 | 9 | 30 | 43 | 73 | 162 | 255 | 337 13 | 8 | 29 | 43 | 73 | 162 | 255 | 296 14 | 8 | 29 | 42 | 72 | 161 | 254 | 262 15 | 7 | 28 | 42 | 72 | 161 | 254 | 254 16 | 7 | 28 | 45 | 71 | 160 | 253 | 253 17 | 8 | 28 | 47 | 71 | 160 | 253 | 253 18 | 8 | 27 | 50 | 71 | 160 | 253 | 253 19 | 9 | 27 | 52 | 71 | 160 | 253 | 253 20 | 9 | 28 | 55 | 71 | 160 | 253 | 253 21 | 9 | 28 | 58 | 71 | 161 | 254 | 254 22 | 10 | 28 | 60 | 72 | 161 | 254 | 254 23 | 10 | 29 | 63 | 72 | 161 | 254 | 254 24 | 11 | 29 | 66 | 72 | 161 | 254 | 254 25 | 11 | 29 | 68 | 73 | 161 | 254 | 254 26 | 11 | 29 | 71 | 75 | 161 | 254 | 254 27 | 12 | 29 | 73 | 77 | 161 | 254 | 254 28 | 12 | 29 | 76 | 80 | 161 | 254 | 254 29 | 13 | 29 | 78 | 81 | 161 | 254 | 254 30 | 14 | 29 | 81 | 83 | 161 | 254 | 254 3.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 22 | 45 | 167 | 306 | 3 076 2 | 1 | 15 | 22 | 45 | 167 | 343 | 2 292 3 | 1 | 15 | 24 | 50 | 161 | 355 | 1 731 4 | 1 | 16 | 27 | 54 | 159 | 354 | 1 337 5 | 2 | 18 | 31 | 55 | 159 | 345 | 1 060 6 | 3 | 21 | 33 | 59 | 159 | 332 | 859 7 | 4 | 24 | 35 | 61 | 159 | 316 | 710 8 | 4 | 25 | 36 | 63 | 159 | 299 | 597 9 | 5 | 26 | 38 | 67 | 159 | 283 | 508 10 | 5 | 26 | 39 | 69 | 159 | 266 | 437 11 | 5 | 27 | 40 | 69 | 159 | 252 | 380 12 | 6 | 27 | 40 | 70 | 159 | 252 | 333 13 | 6 | 27 | 40 | 70 | 159 | 252 | 293 14 | 6 | 27 | 40 | 70 | 159 | 252 | 259 15 | 6 | 27 | 42 | 70 | 159 | 252 | 252 16 | 7 | 27 | 44 | 70 | 159 | 252 | 252 17 | 8 | 27 | 47 | 70 | 159 | 252 | 252 18 | 8 | 27 | 49 | 70 | 159 | 252 | 252 19 | 9 | 27 | 52 | 70 | 159 | 252 | 252 20 | 9 | 27 | 54 | 70 | 159 | 252 | 252 21 | 9 | 27 | 57 | 70 | 159 | 252 | 252 22 | 10 | 27 | 59 | 70 | 159 | 252 | 252 23 | 10 | 27 | 62 | 70 | 159 | 252 | 252 24 | 11 | 27 | 64 | 70 | 159 | 252 | 252 25 | 11 | 27 | 67 | 72 | 159 | 252 | 252 26 | 11 | 27 | 70 | 75 | 159 | 252 | 252 27 | 12 | 27 | 72 | 77 | 159 | 252 | 252 28 | 12 | 27 | 75 | 78 | 159 | 252 | 252 29 | 13 | 27 | 78 | 81 | 159 | 252 | 252 30 | 13 | 27 | 80 | 83 | 159 | 252 | 252 3.4 Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 95 | 102 | 125 | 247 | 343 | 3 091 2 | 76 | 90 | 97 | 120 | 242 | 345 | 2 312 3 | 78 | 93 | 102 | 128 | 239 | 358 | 1 746 4 | 75 | 91 | 102 | 129 | 234 | 358 | 1 354 5 | 73 | 91 | 103 | 128 | 231 | 350 | 1 074 6 | 73 | 91 | 103 | 129 | 229 | 338 | 874 7 | 72 | 92 | 103 | 128 | 227 | 323 | 724 8 | 70 | 91 | 102 | 130 | 225 | 318 | 609 9 | 70 | 90 | 103 | 132 | 224 | 317 | 519 10 | 66 | 87 | 100 | 130 | 220 | 313 | 447 11 | 63 | 85 | 98 | 128 | 217 | 310 | 389 12 | 62 | 83 | 96 | 126 | 215 | 309 | 340 13 | 61 | 82 | 95 | 125 | 215 | 308 | 308 14 | 60 | 82 | 95 | 125 | 214 | 307 | 307 15 | 60 | 81 | 94 | 124 | 214 | 307 | 307 16 | 59 | 80 | 94 | 124 | 213 | 306 | 306 17 | 59 | 80 | 93 | 123 | 212 | 305 | 305 18 | 58 | 79 | 92 | 122 | 212 | 305 | 305 19 | 57 | 78 | 91 | 121 | 211 | 304 | 304 20 | 56 | 78 | 91 | 121 | 210 | 303 | 303 21 | 56 | 77 | 90 | 120 | 209 | 302 | 302 22 | 55 | 76 | 89 | 119 | 208 | 302 | 302 23 | 54 | 75 | 88 | 118 | 207 | 301 | 301 24 | 53 | 74 | 87 | 117 | 206 | 300 | 300 25 | 52 | 73 | 86 | 116 | 205 | 299 | 299 26 | 51 | 72 | 85 | 115 | 204 | 297 | 297 27 | 49 | 71 | 84 | 114 | 203 | 296 | 296 28 | 48 | 70 | 83 | 113 | 202 | 295 | 295 29 | 47 | 69 | 82 | 112 | 201 | 294 | 294 30 | 46 | 68 | 83 | 111 | 200 | 293 | 293 3.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 4 | 19 | 25 | 49 | 171 | 305 | 3 069 2 | 6 | 21 | 27 | 51 | 173 | 343 | 2 291 3 | 7 | 22 | 31 | 57 | 168 | 356 | 1 731 4 | 8 | 24 | 35 | 61 | 166 | 355 | 1 339 5 | 9 | 26 | 38 | 63 | 167 | 346 | 1 062 6 | 10 | 29 | 40 | 66 | 166 | 333 | 862 7 | 11 | 31 | 42 | 68 | 166 | 317 | 713 8 | 11 | 31 | 43 | 70 | 166 | 301 | 599 9 | 11 | 32 | 44 | 73 | 165 | 284 | 510 10 | 11 | 32 | 45 | 74 | 165 | 267 | 439 11 | 10 | 32 | 45 | 75 | 164 | 257 | 382 12 | 10 | 31 | 45 | 75 | 164 | 257 | 334 13 | 10 | 31 | 44 | 74 | 163 | 257 | 295 14 | 9 | 31 | 44 | 74 | 163 | 256 | 261 15 | 9 | 30 | 44 | 74 | 163 | 256 | 256 16 | 8 | 30 | 45 | 73 | 162 | 255 | 255 17 | 8 | 30 | 47 | 73 | 162 | 255 | 255 18 | 8 | 30 | 50 | 73 | 162 | 255 | 255 19 | 9 | 30 | 52 | 73 | 162 | 255 | 255 20 | 9 | 30 | 55 | 73 | 162 | 256 | 256 21 | 10 | 30 | 58 | 74 | 163 | 256 | 256 22 | 10 | 31 | 61 | 74 | 163 | 256 | 256 23 | 10 | 31 | 63 | 74 | 163 | 256 | 256 24 | 11 | 31 | 66 | 74 | 163 | 256 | 256 25 | 11 | 31 | 68 | 74 | 163 | 256 | 256 26 | 12 | 31 | 71 | 75 | 163 | 256 | 256 27 | 12 | 31 | 73 | 77 | 163 | 256 | 256 28 | 12 | 31 | 76 | 80 | 163 | 256 | 256 29 | 13 | 31 | 79 | 82 | 163 | 256 | 256 30 | 14 | 31 | 82 | 84 | 163 | 256 | 256 3.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 61 | 68 | 91 | 214 | 309 | 3 115 2 | 51 | 65 | 72 | 95 | 217 | 347 | 2 326 3 | 55 | 70 | 79 | 105 | 216 | 361 | 1 760 4 | 57 | 73 | 84 | 111 | 216 | 361 | 1 363 5 | 59 | 76 | 88 | 113 | 217 | 352 | 1 082 6 | 60 | 79 | 91 | 116 | 217 | 339 | 879 7 | 61 | 81 | 92 | 118 | 216 | 324 | 727 8 | 60 | 80 | 92 | 119 | 215 | 308 | 611 9 | 59 | 80 | 92 | 121 | 213 | 306 | 521 10 | 58 | 79 | 92 | 121 | 212 | 305 | 448 11 | 56 | 78 | 91 | 120 | 210 | 303 | 389 12 | 54 | 76 | 89 | 119 | 208 | 301 | 341 13 | 53 | 74 | 87 | 117 | 207 | 300 | 300 14 | 52 | 73 | 86 | 116 | 205 | 298 | 298 15 | 50 | 72 | 85 | 115 | 204 | 297 | 297 16 | 49 | 71 | 84 | 114 | 203 | 296 | 296 17 | 48 | 70 | 83 | 113 | 202 | 295 | 295 18 | 47 | 69 | 82 | 112 | 201 | 294 | 294 19 | 47 | 68 | 81 | 111 | 200 | 294 | 294 20 | 46 | 67 | 80 | 110 | 200 | 293 | 293 21 | 45 | 67 | 80 | 110 | 199 | 292 | 292 22 | 44 | 66 | 79 | 109 | 198 | 291 | 291 23 | 44 | 65 | 78 | 108 | 197 | 291 | 291 24 | 43 | 64 | 77 | 107 | 197 | 290 | 290 25 | 42 | 63 | 76 | 106 | 196 | 289 | 289 26 | 41 | 62 | 76 | 106 | 195 | 288 | 288 27 | 40 | 62 | 75 | 105 | 194 | 287 | 287 28 | 39 | 61 | 77 | 104 | 193 | 286 | 286 29 | 38 | 60 | 79 | 103 | 192 | 285 | 285 30 | 38 | 59 | 83 | 102 | 191 | 285 | 285 3.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 21 | 44 | 166 | 305 | 3 074 2 | 0 | 14 | 21 | 44 | 166 | 342 | 2 291 3 | 1 | 15 | 23 | 49 | 161 | 355 | 1 730 4 | 1 | 16 | 26 | 53 | 158 | 354 | 1 337 5 | 2 | 18 | 30 | 55 | 158 | 345 | 1 059 6 | 2 | 20 | 32 | 58 | 158 | 332 | 859 7 | 4 | 23 | 34 | 60 | 158 | 316 | 710 8 | 4 | 24 | 35 | 63 | 158 | 299 | 596 9 | 4 | 25 | 37 | 66 | 158 | 282 | 508 10 | 4 | 26 | 39 | 68 | 158 | 266 | 437 11 | 5 | 26 | 39 | 69 | 158 | 251 | 380 12 | 6 | 26 | 39 | 69 | 158 | 251 | 332 13 | 6 | 26 | 39 | 69 | 158 | 251 | 293 14 | 6 | 26 | 39 | 69 | 158 | 251 | 259 15 | 6 | 26 | 42 | 69 | 158 | 251 | 251 16 | 7 | 26 | 44 | 69 | 158 | 251 | 251 17 | 7 | 26 | 47 | 69 | 158 | 251 | 251 18 | 8 | 26 | 49 | 69 | 158 | 251 | 251 19 | 9 | 26 | 52 | 69 | 158 | 251 | 251 20 | 9 | 26 | 54 | 69 | 158 | 251 | 251 21 | 9 | 26 | 57 | 69 | 158 | 251 | 251 22 | 10 | 26 | 59 | 69 | 158 | 251 | 251 23 | 10 | 26 | 62 | 69 | 158 | 251 | 251 24 | 11 | 26 | 64 | 70 | 158 | 251 | 251 25 | 11 | 26 | 67 | 72 | 158 | 252 | 252 26 | 11 | 26 | 70 | 75 | 158 | 252 | 252 27 | 12 | 26 | 72 | 77 | 158 | 252 | 252 28 | 12 | 26 | 75 | 78 | 158 | 252 | 252 29 | 13 | 26 | 78 | 81 | 158 | 252 | 252 30 | 13 | 26 | 80 | 83 | 158 | 252 | 252 3.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 23 | 46 | 185 | 310 | 3 121 2 | 0 | 11 | 23 | 46 | 185 | 348 | 2 329 3 | 1 | 11 | 24 | 51 | 179 | 360 | 1 758 4 | 1 | 13 | 27 | 57 | 176 | 359 | 1 358 5 | 2 | 16 | 29 | 60 | 175 | 350 | 1 075 6 | 2 | 18 | 33 | 61 | 174 | 336 | 871 7 | 3 | 21 | 36 | 60 | 173 | 320 | 720 8 | 4 | 23 | 37 | 60 | 172 | 303 | 604 9 | 7 | 31 | 41 | 58 | 171 | 285 | 514 10 | 9 | 34 | 41 | 57 | 170 | 268 | 442 11 | 8 | 33 | 41 | 56 | 169 | 262 | 384 12 | 7 | 32 | 40 | 56 | 168 | 261 | 336 13 | 6 | 30 | 40 | 56 | 168 | 261 | 295 14 | 6 | 30 | 41 | 56 | 167 | 260 | 261 15 | 6 | 30 | 42 | 56 | 166 | 259 | 259 16 | 7 | 30 | 44 | 56 | 165 | 258 | 258 17 | 8 | 30 | 47 | 56 | 164 | 257 | 257 18 | 8 | 30 | 50 | 57 | 163 | 256 | 256 19 | 9 | 30 | 52 | 60 | 163 | 256 | 256 20 | 9 | 30 | 55 | 61 | 163 | 257 | 257 21 | 9 | 30 | 57 | 63 | 164 | 257 | 257 22 | 10 | 30 | 59 | 66 | 164 | 257 | 257 23 | 10 | 30 | 62 | 68 | 163 | 256 | 256 24 | 11 | 30 | 64 | 70 | 163 | 256 | 256 25 | 11 | 30 | 67 | 73 | 162 | 255 | 255 26 | 11 | 30 | 69 | 75 | 162 | 255 | 255 27 | 12 | 30 | 73 | 76 | 161 | 254 | 254 28 | 12 | 30 | 75 | 78 | 161 | 254 | 254 29 | 13 | 30 | 78 | 81 | 161 | 254 | 254 30 | 13 | 30 | 80 | 83 | 160 | 253 | 253 3.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 82 | 97 | 103 | 127 | 249 | 344 | 3 169 2 | 80 | 94 | 101 | 124 | 246 | 354 | 2 372 3 | 77 | 92 | 101 | 127 | 238 | 368 | 1 797 4 | 75 | 91 | 102 | 128 | 234 | 368 | 1 392 5 | 72 | 90 | 102 | 127 | 230 | 360 | 1 105 6 | 72 | 90 | 102 | 128 | 228 | 346 | 898 7 | 71 | 90 | 101 | 127 | 225 | 331 | 743 8 | 68 | 88 | 100 | 127 | 223 | 316 | 625 9 | 66 | 87 | 99 | 128 | 220 | 313 | 532 10 | 64 | 86 | 99 | 128 | 218 | 312 | 458 11 | 63 | 84 | 97 | 127 | 217 | 310 | 398 12 | 61 | 83 | 96 | 126 | 215 | 308 | 349 13 | 60 | 81 | 94 | 124 | 213 | 306 | 307 14 | 58 | 79 | 92 | 122 | 212 | 305 | 305 15 | 57 | 78 | 91 | 121 | 210 | 303 | 303 16 | 55 | 77 | 90 | 120 | 209 | 302 | 302 17 | 54 | 76 | 89 | 119 | 208 | 301 | 301 18 | 53 | 75 | 88 | 118 | 207 | 300 | 300 19 | 52 | 74 | 87 | 117 | 206 | 299 | 299 20 | 51 | 73 | 86 | 116 | 205 | 298 | 298 21 | 51 | 72 | 85 | 115 | 204 | 297 | 297 22 | 50 | 71 | 84 | 114 | 203 | 297 | 297 23 | 49 | 70 | 83 | 113 | 202 | 296 | 296 24 | 48 | 69 | 82 | 112 | 201 | 295 | 295 25 | 47 | 68 | 81 | 111 | 200 | 293 | 293 26 | 46 | 67 | 80 | 110 | 199 | 292 | 292 27 | 45 | 66 | 79 | 109 | 198 | 291 | 291 28 | 44 | 65 | 78 | 108 | 197 | 290 | 290 29 | 43 | 64 | 81 | 107 | 196 | 290 | 290 30 | 42 | 63 | 84 | 106 | 195 | 289 | 289 3.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 56 | 70 | 77 | 100 | 222 | 317 | 3 164 2 | 54 | 68 | 75 | 98 | 221 | 352 | 2 364 3 | 52 | 67 | 76 | 102 | 214 | 367 | 1 791 4 | 51 | 67 | 78 | 104 | 210 | 367 | 1 387 5 | 50 | 67 | 79 | 104 | 208 | 358 | 1 100 6 | 49 | 68 | 80 | 105 | 206 | 344 | 892 7 | 49 | 69 | 80 | 106 | 204 | 328 | 738 8 | 47 | 68 | 79 | 107 | 202 | 311 | 620 9 | 46 | 67 | 79 | 108 | 200 | 294 | 528 10 | 45 | 66 | 80 | 109 | 199 | 292 | 454 11 | 44 | 66 | 79 | 109 | 198 | 291 | 394 12 | 44 | 65 | 78 | 108 | 197 | 290 | 344 13 | 43 | 64 | 77 | 107 | 197 | 290 | 303 14 | 42 | 63 | 77 | 107 | 196 | 289 | 289 15 | 41 | 63 | 76 | 106 | 195 | 288 | 288 16 | 40 | 62 | 75 | 105 | 194 | 287 | 287 17 | 40 | 61 | 74 | 104 | 193 | 287 | 287 18 | 39 | 60 | 73 | 103 | 193 | 286 | 286 19 | 38 | 60 | 73 | 103 | 192 | 285 | 285 20 | 38 | 60 | 73 | 103 | 192 | 285 | 285 21 | 38 | 59 | 72 | 102 | 192 | 285 | 285 22 | 38 | 59 | 72 | 102 | 191 | 284 | 284 23 | 37 | 58 | 72 | 101 | 191 | 284 | 284 24 | 36 | 58 | 71 | 101 | 190 | 283 | 283 25 | 36 | 57 | 70 | 100 | 190 | 283 | 283 26 | 35 | 56 | 72 | 100 | 189 | 282 | 282 27 | 34 | 56 | 75 | 99 | 188 | 281 | 281 28 | 34 | 55 | 77 | 98 | 187 | 281 | 281 29 | 33 | 54 | 80 | 98 | 187 | 280 | 280 30 | 32 | 54 | 83 | 97 | 186 | 279 | 279 3.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 26 | 40 | 47 | 70 | 192 | 311 | 3 135 2 | 26 | 40 | 47 | 70 | 193 | 349 | 2 340 3 | 25 | 40 | 48 | 74 | 186 | 362 | 1 767 4 | 24 | 40 | 51 | 77 | 183 | 361 | 1 366 5 | 24 | 41 | 53 | 78 | 182 | 352 | 1 082 6 | 24 | 43 | 55 | 81 | 181 | 338 | 877 7 | 25 | 45 | 56 | 82 | 180 | 322 | 725 8 | 24 | 45 | 56 | 84 | 179 | 305 | 609 9 | 24 | 45 | 57 | 86 | 178 | 288 | 518 10 | 24 | 45 | 58 | 87 | 178 | 271 | 445 11 | 23 | 45 | 58 | 87 | 177 | 270 | 387 12 | 22 | 44 | 57 | 87 | 176 | 269 | 338 13 | 22 | 43 | 56 | 86 | 175 | 269 | 298 14 | 21 | 42 | 55 | 85 | 175 | 268 | 268 15 | 20 | 42 | 55 | 85 | 174 | 267 | 267 16 | 19 | 41 | 54 | 84 | 173 | 266 | 266 17 | 19 | 40 | 53 | 83 | 172 | 266 | 266 18 | 18 | 40 | 53 | 83 | 172 | 265 | 265 19 | 18 | 39 | 53 | 82 | 172 | 265 | 265 20 | 18 | 39 | 55 | 82 | 172 | 265 | 265 21 | 18 | 39 | 58 | 82 | 172 | 265 | 265 22 | 18 | 39 | 61 | 82 | 172 | 265 | 265 23 | 18 | 39 | 63 | 82 | 172 | 265 | 265 24 | 18 | 39 | 66 | 82 | 171 | 265 | 265 25 | 17 | 39 | 68 | 82 | 171 | 264 | 264 26 | 17 | 39 | 71 | 82 | 171 | 264 | 264 27 | 17 | 38 | 73 | 81 | 171 | 264 | 264 28 | 17 | 38 | 76 | 81 | 170 | 264 | 264 29 | 16 | 38 | 79 | 82 | 170 | 263 | 263 30 | 16 | 38 | 82 | 84 | 170 | 263 | 263 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 24 | 147 | 304 | 3 057 2 | 0 | 1 | 6 | 25 | 148 | 341 | 2 278 3 | 1 | 1 | 9 | 31 | 142 | 353 | 1 720 4 | 1 | 3 | 12 | 34 | 140 | 352 | 1 329 5 | 2 | 4 | 15 | 36 | 140 | 343 | 1 052 6 | 2 | 4 | 18 | 39 | 140 | 329 | 853 7 | 3 | 6 | 20 | 42 | 140 | 314 | 705 8 | 4 | 6 | 23 | 44 | 140 | 297 | 592 9 | 4 | 8 | 26 | 47 | 140 | 280 | 504 10 | 4 | 8 | 28 | 49 | 140 | 264 | 434 11 | 4 | 9 | 31 | 51 | 141 | 248 | 377 12 | 6 | 10 | 33 | 50 | 140 | 233 | 329 13 | 6 | 11 | 36 | 51 | 141 | 234 | 290 14 | 6 | 12 | 39 | 51 | 140 | 234 | 257 15 | 6 | 13 | 41 | 50 | 139 | 232 | 232 16 | 7 | 13 | 44 | 51 | 138 | 231 | 231 17 | 7 | 14 | 46 | 54 | 138 | 231 | 231 18 | 8 | 16 | 48 | 57 | 138 | 231 | 231 19 | 9 | 16 | 51 | 58 | 138 | 232 | 232 20 | 9 | 17 | 54 | 61 | 139 | 232 | 232 21 | 9 | 18 | 56 | 63 | 140 | 233 | 233 22 | 10 | 19 | 59 | 65 | 140 | 233 | 233 23 | 10 | 20 | 62 | 67 | 140 | 233 | 233 24 | 11 | 20 | 64 | 69 | 140 | 233 | 233 25 | 11 | 22 | 67 | 71 | 140 | 233 | 233 26 | 11 | 22 | 69 | 73 | 140 | 233 | 233 27 | 12 | 23 | 72 | 75 | 141 | 233 | 233 28 | 12 | 24 | 74 | 78 | 141 | 233 | 233 29 | 13 | 25 | 76 | 80 | 143 | 233 | 233 30 | 13 | 25 | 79 | 81 | 144 | 233 | 233 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 56 | 63 | 86 | 209 | 316 | 3 187 2 | 42 | 56 | 63 | 86 | 209 | 354 | 2 380 3 | 41 | 56 | 65 | 91 | 203 | 368 | 1 798 4 | 40 | 57 | 67 | 94 | 199 | 367 | 1 389 5 | 40 | 58 | 70 | 95 | 198 | 357 | 1 100 6 | 41 | 59 | 71 | 97 | 197 | 343 | 891 7 | 41 | 61 | 72 | 98 | 196 | 327 | 736 8 | 40 | 60 | 72 | 99 | 195 | 310 | 618 9 | 39 | 60 | 73 | 101 | 194 | 292 | 526 10 | 39 | 60 | 73 | 102 | 193 | 286 | 452 11 | 38 | 60 | 73 | 102 | 192 | 285 | 393 12 | 37 | 59 | 72 | 102 | 191 | 284 | 343 13 | 37 | 58 | 71 | 101 | 190 | 283 | 302 14 | 36 | 57 | 70 | 100 | 190 | 283 | 283 15 | 35 | 57 | 70 | 100 | 189 | 282 | 282 16 | 34 | 56 | 69 | 99 | 188 | 281 | 281 17 | 34 | 55 | 68 | 98 | 187 | 281 | 281 18 | 33 | 55 | 68 | 98 | 187 | 280 | 280 19 | 33 | 54 | 67 | 97 | 186 | 280 | 280 20 | 33 | 54 | 67 | 97 | 186 | 279 | 279 21 | 32 | 54 | 67 | 97 | 186 | 279 | 279 22 | 32 | 53 | 66 | 96 | 186 | 279 | 279 23 | 32 | 53 | 66 | 96 | 185 | 278 | 278 24 | 31 | 52 | 66 | 95 | 185 | 278 | 278 25 | 30 | 52 | 69 | 95 | 184 | 277 | 277 26 | 30 | 51 | 72 | 94 | 184 | 277 | 277 27 | 29 | 51 | 75 | 94 | 183 | 276 | 276 28 | 29 | 50 | 77 | 93 | 182 | 275 | 275 29 | 28 | 49 | 79 | 92 | 182 | 275 | 275 30 | 27 | 49 | 83 | 92 | 181 | 274 | 274 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 | 10 | 24 | 31 | 54 | 176 | 313 | 3 153 2 | 14 | 28 | 35 | 58 | 180 | 351 | 2 353 3 | 17 | 32 | 40 | 66 | 178 | 364 | 1 777 4 | 19 | 35 | 46 | 73 | 178 | 363 | 1 373 5 | 21 | 39 | 51 | 76 | 180 | 354 | 1 088 6 | 21 | 39 | 51 | 77 | 177 | 340 | 882 7 | 26 | 46 | 57 | 83 | 181 | 324 | 729 8 | 25 | 45 | 57 | 84 | 180 | 307 | 612 9 | 26 | 47 | 59 | 88 | 181 | 289 | 521 10 | 28 | 50 | 63 | 92 | 182 | 275 | 448 11 | 30 | 51 | 64 | 94 | 183 | 277 | 389 12 | 30 | 52 | 65 | 95 | 184 | 277 | 340 13 | 31 | 52 | 65 | 95 | 185 | 278 | 299 14 | 31 | 53 | 66 | 96 | 185 | 278 | 278 15 | 31 | 53 | 66 | 96 | 185 | 278 | 278 16 | 31 | 52 | 65 | 95 | 184 | 278 | 278 17 | 31 | 52 | 65 | 95 | 185 | 278 | 278 18 | 30 | 51 | 64 | 94 | 184 | 277 | 277 19 | 30 | 51 | 64 | 94 | 183 | 276 | 276 20 | 30 | 51 | 64 | 94 | 183 | 276 | 276 21 | 29 | 51 | 64 | 94 | 183 | 276 | 276 22 | 29 | 51 | 64 | 94 | 183 | 276 | 276 23 | 29 | 50 | 63 | 93 | 183 | 276 | 276 24 | 29 | 50 | 66 | 93 | 182 | 275 | 275 25 | 28 | 49 | 68 | 93 | 182 | 275 | 275 26 | 28 | 49 | 71 | 92 | 181 | 274 | 274 27 | 27 | 48 | 73 | 92 | 181 | 274 | 274 28 | 27 | 48 | 77 | 91 | 180 | 273 | 273 29 | 26 | 47 | 79 | 91 | 180 | 273 | 273 30 | 26 | 47 | 82 | 90 | 179 | 272 | 272 3.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 23 | 29 | 53 | 175 | 314 | 3 172 2 | 10 | 24 | 31 | 54 | 176 | 353 | 2 368 3 | 10 | 25 | 34 | 60 | 172 | 366 | 1 787 4 | 11 | 27 | 38 | 64 | 170 | 365 | 1 380 5 | 12 | 29 | 41 | 66 | 170 | 355 | 1 092 6 | 13 | 32 | 44 | 70 | 170 | 341 | 885 7 | 15 | 35 | 46 | 72 | 170 | 324 | 731 8 | 15 | 35 | 47 | 74 | 170 | 307 | 613 9 | 16 | 37 | 49 | 78 | 170 | 289 | 522 10 | 16 | 38 | 51 | 80 | 170 | 272 | 449 11 | 17 | 38 | 51 | 81 | 170 | 264 | 389 12 | 17 | 38 | 51 | 81 | 171 | 264 | 340 13 | 17 | 38 | 52 | 81 | 171 | 264 | 300 14 | 17 | 39 | 52 | 82 | 171 | 264 | 265 15 | 17 | 39 | 52 | 82 | 171 | 264 | 264 16 | 17 | 38 | 51 | 81 | 171 | 264 | 264 17 | 17 | 38 | 52 | 81 | 171 | 264 | 264 18 | 17 | 38 | 51 | 81 | 171 | 264 | 264 19 | 17 | 38 | 53 | 81 | 171 | 264 | 264 20 | 17 | 39 | 55 | 82 | 171 | 264 | 264 21 | 17 | 39 | 58 | 82 | 171 | 264 | 264 22 | 17 | 38 | 61 | 82 | 171 | 264 | 264 23 | 17 | 38 | 63 | 81 | 171 | 264 | 264 24 | 16 | 38 | 66 | 81 | 170 | 263 | 263 25 | 16 | 37 | 68 | 81 | 170 | 263 | 263 26 | 16 | 37 | 71 | 80 | 169 | 263 | 263 27 | 15 | 37 | 73 | 80 | 169 | 262 | 262 28 | 15 | 36 | 76 | 80 | 169 | 262 | 262 29 | 15 | 36 | 79 | 82 | 168 | 262 | 262 30 | 14 | 36 | 81 | 84 | 168 | 261 | 261 3.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 59 | 66 | 89 | 211 | 318 | 3 216 2 | 48 | 62 | 68 | 92 | 214 | 358 | 2 403 3 | 50 | 65 | 74 | 100 | 211 | 372 | 1 819 4 | 51 | 67 | 78 | 104 | 210 | 371 | 1 407 5 | 52 | 70 | 82 | 107 | 210 | 362 | 1 116 6 | 54 | 73 | 85 | 110 | 211 | 348 | 905 7 | 56 | 75 | 86 | 112 | 210 | 332 | 748 8 | 55 | 75 | 87 | 114 | 210 | 315 | 628 9 | 55 | 76 | 88 | 117 | 210 | 303 | 535 10 | 55 | 77 | 90 | 119 | 209 | 303 | 460 11 | 55 | 77 | 90 | 120 | 209 | 302 | 400 12 | 55 | 76 | 89 | 119 | 208 | 301 | 349 13 | 54 | 75 | 88 | 118 | 207 | 301 | 308 14 | 53 | 74 | 87 | 117 | 207 | 300 | 300 15 | 52 | 73 | 86 | 116 | 206 | 299 | 299 16 | 51 | 72 | 86 | 116 | 205 | 298 | 298 17 | 50 | 72 | 85 | 115 | 204 | 297 | 297 18 | 49 | 71 | 84 | 114 | 203 | 296 | 296 19 | 49 | 70 | 83 | 113 | 203 | 296 | 296 20 | 48 | 69 | 83 | 113 | 202 | 295 | 295 21 | 47 | 69 | 82 | 112 | 201 | 294 | 294 22 | 47 | 68 | 81 | 111 | 200 | 293 | 293 23 | 46 | 67 | 80 | 110 | 199 | 293 | 293 24 | 45 | 66 | 79 | 109 | 198 | 292 | 292 25 | 44 | 65 | 78 | 108 | 198 | 291 | 291 26 | 43 | 64 | 77 | 107 | 197 | 290 | 290 27 | 42 | 63 | 76 | 106 | 196 | 289 | 289 28 | 41 | 62 | 78 | 106 | 195 | 288 | 288 29 | 40 | 62 | 81 | 105 | 194 | 287 | 287 30 | 39 | 61 | 84 | 104 | 193 | 286 | 286 3.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 76 | 90 | 97 | 120 | 242 | 338 | 3 331 2 | 80 | 94 | 101 | 124 | 246 | 370 | 2 493 3 | 80 | 95 | 104 | 129 | 241 | 385 | 1 888 4 | 79 | 95 | 106 | 132 | 238 | 384 | 1 460 5 | 81 | 99 | 111 | 136 | 239 | 375 | 1 157 6 | 83 | 102 | 114 | 140 | 240 | 360 | 937 7 | 85 | 105 | 116 | 142 | 240 | 343 | 774 8 | 86 | 107 | 118 | 145 | 241 | 334 | 651 9 | 87 | 108 | 120 | 149 | 242 | 335 | 554 10 | 88 | 109 | 122 | 151 | 242 | 335 | 476 11 | 87 | 109 | 122 | 152 | 241 | 334 | 413 12 | 86 | 108 | 121 | 151 | 240 | 333 | 361 13 | 85 | 106 | 120 | 150 | 239 | 332 | 332 14 | 84 | 105 | 118 | 148 | 237 | 331 | 331 15 | 82 | 104 | 117 | 147 | 236 | 329 | 329 16 | 81 | 102 | 115 | 145 | 234 | 328 | 328 17 | 79 | 101 | 114 | 144 | 233 | 326 | 326 18 | 78 | 99 | 112 | 142 | 232 | 325 | 325 19 | 77 | 98 | 111 | 141 | 230 | 323 | 323 20 | 75 | 97 | 110 | 140 | 229 | 322 | 322 21 | 74 | 95 | 108 | 138 | 228 | 321 | 321 22 | 72 | 94 | 107 | 137 | 226 | 319 | 319 23 | 71 | 92 | 105 | 135 | 225 | 318 | 318 24 | 69 | 91 | 104 | 134 | 223 | 316 | 316 25 | 68 | 89 | 102 | 132 | 221 | 315 | 315 26 | 66 | 87 | 101 | 131 | 220 | 313 | 313 27 | 65 | 86 | 99 | 129 | 218 | 311 | 311 28 | 63 | 84 | 98 | 127 | 217 | 310 | 310 29 | 62 | 83 | 96 | 126 | 215 | 308 | 308 30 | 60 | 81 | 95 | 125 | 214 | 307 | 307 3.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 16 | 22 | 46 | 168 | 312 | 3 144 2 | 5 | 19 | 26 | 49 | 171 | 350 | 2 349 3 | 7 | 22 | 31 | 56 | 168 | 364 | 1 776 4 | 9 | 25 | 36 | 62 | 168 | 363 | 1 372 5 | 11 | 28 | 40 | 65 | 169 | 353 | 1 087 6 | 13 | 32 | 44 | 69 | 170 | 340 | 880 7 | 15 | 35 | 46 | 72 | 170 | 323 | 727 8 | 15 | 36 | 47 | 74 | 170 | 306 | 611 9 | 16 | 37 | 49 | 78 | 170 | 289 | 519 10 | 16 | 38 | 51 | 80 | 170 | 271 | 447 11 | 16 | 38 | 51 | 81 | 170 | 263 | 388 12 | 16 | 38 | 51 | 81 | 170 | 263 | 339 13 | 16 | 37 | 50 | 80 | 169 | 263 | 298 14 | 15 | 36 | 49 | 79 | 169 | 262 | 264 15 | 14 | 36 | 49 | 79 | 168 | 261 | 261 16 | 13 | 35 | 48 | 78 | 167 | 260 | 260 17 | 13 | 34 | 48 | 77 | 167 | 260 | 260 18 | 12 | 34 | 50 | 77 | 166 | 259 | 259 19 | 12 | 34 | 52 | 77 | 166 | 259 | 259 20 | 12 | 34 | 55 | 77 | 166 | 259 | 259 21 | 13 | 34 | 58 | 77 | 166 | 259 | 259 22 | 13 | 34 | 61 | 77 | 166 | 259 | 259 23 | 13 | 34 | 63 | 77 | 166 | 259 | 259 24 | 12 | 34 | 66 | 77 | 166 | 259 | 259 25 | 12 | 34 | 68 | 77 | 166 | 259 | 259 26 | 12 | 34 | 71 | 77 | 166 | 259 | 259 27 | 12 | 33 | 73 | 78 | 166 | 259 | 259 28 | 12 | 33 | 76 | 80 | 166 | 259 | 259 29 | 14 | 33 | 79 | 82 | 165 | 259 | 259 30 | 14 | 33 | 81 | 84 | 165 | 258 | 258 3.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 87 | 101 | 108 | 131 | 254 | 349 | 3 401 2 | 87 | 102 | 108 | 132 | 254 | 376 | 2 540 3 | 87 | 102 | 111 | 136 | 248 | 390 | 1 918 4 | 86 | 103 | 113 | 140 | 245 | 389 | 1 481 5 | 87 | 104 | 116 | 141 | 245 | 379 | 1 173 6 | 88 | 106 | 118 | 144 | 244 | 364 | 950 7 | 89 | 108 | 119 | 145 | 243 | 347 | 784 8 | 88 | 109 | 120 | 148 | 243 | 336 | 658 9 | 88 | 109 | 121 | 150 | 242 | 335 | 559 10 | 87 | 108 | 121 | 150 | 241 | 334 | 481 11 | 85 | 106 | 120 | 149 | 239 | 332 | 417 12 | 83 | 105 | 118 | 148 | 237 | 330 | 365 13 | 81 | 103 | 116 | 146 | 235 | 328 | 328 14 | 79 | 101 | 114 | 144 | 233 | 326 | 326 15 | 77 | 99 | 112 | 142 | 231 | 324 | 324 16 | 75 | 97 | 110 | 140 | 229 | 322 | 322 17 | 74 | 95 | 108 | 138 | 227 | 321 | 321 18 | 72 | 94 | 107 | 137 | 226 | 319 | 319 19 | 71 | 92 | 105 | 135 | 224 | 318 | 318 20 | 70 | 91 | 104 | 134 | 224 | 317 | 317 21 | 69 | 90 | 103 | 133 | 223 | 316 | 316 22 | 68 | 89 | 102 | 132 | 221 | 315 | 315 23 | 67 | 88 | 101 | 131 | 220 | 313 | 313 24 | 65 | 87 | 100 | 130 | 219 | 312 | 312 25 | 64 | 86 | 99 | 129 | 218 | 311 | 311 26 | 63 | 85 | 98 | 128 | 217 | 310 | 310 27 | 62 | 83 | 97 | 127 | 216 | 309 | 309 28 | 61 | 82 | 95 | 125 | 215 | 308 | 308 29 | 60 | 81 | 94 | 124 | 214 | 307 | 307 30 | 59 | 80 | 93 | 123 | 213 | 306 | 306 3.20 Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 345 | 359 | 366 | 389 | 512 | 607 | 3 470 2 | 72 | 86 | 93 | 116 | 238 | 381 | 2 581 3 | 74 | 90 | 98 | 124 | 236 | 394 | 1 943 4 | 77 | 93 | 104 | 131 | 236 | 392 | 1 498 5 | 79 | 97 | 109 | 134 | 237 | 381 | 1 184 6 | 81 | 100 | 112 | 138 | 238 | 366 | 958 7 | 84 | 103 | 114 | 140 | 238 | 349 | 791 8 | 84 | 105 | 116 | 144 | 239 | 332 | 664 9 | 85 | 106 | 118 | 147 | 239 | 333 | 564 10 | 85 | 106 | 120 | 149 | 239 | 332 | 485 11 | 85 | 107 | 120 | 149 | 239 | 332 | 421 12 | 85 | 107 | 120 | 150 | 239 | 332 | 368 13 | 86 | 107 | 120 | 150 | 239 | 333 | 333 14 | 86 | 108 | 121 | 151 | 240 | 333 | 333 15 | 87 | 108 | 122 | 152 | 241 | 334 | 334 16 | 88 | 109 | 123 | 153 | 242 | 335 | 335 17 | 89 | 110 | 124 | 154 | 243 | 336 | 336 18 | 90 | 112 | 125 | 155 | 244 | 337 | 337 19 | 91 | 112 | 126 | 156 | 245 | 338 | 338 20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 21 | 92 | 113 | 127 | 156 | 246 | 339 | 339 22 | 92 | 113 | 126 | 156 | 246 | 339 | 339 23 | 91 | 113 | 126 | 156 | 245 | 338 | 338 24 | 91 | 112 | 125 | 155 | 244 | 337 | 337 25 | 90 | 111 | 124 | 154 | 243 | 337 | 337 26 | 89 | 110 | 123 | 153 | 242 | 335 | 335 27 | 87 | 109 | 122 | 152 | 241 | 334 | 334 28 | 86 | 107 | 121 | 151 | 240 | 333 | 333 29 | 85 | 106 | 119 | 149 | 238 | 332 | 332 30 | 83 | 105 | 118 | 148 | 237 | 330 | 330 3.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 4 | 11 | 34 | 156 | 309 | 3 111 2 | 0 | 4 | 11 | 34 | 156 | 346 | 2 319 3 | 1 | 4 | 13 | 39 | 150 | 359 | 1 751 4 | 1 | 4 | 15 | 42 | 147 | 358 | 1 352 5 | 2 | 6 | 18 | 43 | 146 | 348 | 1 070 6 | 2 | 8 | 19 | 45 | 146 | 334 | 867 7 | 3 | 10 | 21 | 47 | 145 | 318 | 716 8 | 4 | 10 | 23 | 49 | 144 | 301 | 601 9 | 4 | 10 | 26 | 51 | 143 | 284 | 512 10 | 4 | 10 | 29 | 52 | 143 | 267 | 440 11 | 4 | 10 | 31 | 53 | 143 | 251 | 382 12 | 6 | 10 | 34 | 53 | 143 | 236 | 334 13 | 6 | 11 | 36 | 53 | 143 | 236 | 294 14 | 6 | 12 | 39 | 53 | 143 | 236 | 261 15 | 6 | 13 | 42 | 54 | 143 | 236 | 236 16 | 7 | 13 | 44 | 54 | 143 | 236 | 236 17 | 8 | 15 | 47 | 55 | 143 | 236 | 236 18 | 8 | 16 | 50 | 57 | 144 | 237 | 237 19 | 9 | 16 | 52 | 60 | 144 | 237 | 237 20 | 9 | 17 | 55 | 61 | 145 | 238 | 238 21 | 9 | 19 | 58 | 64 | 146 | 239 | 239 22 | 10 | 19 | 59 | 66 | 147 | 240 | 240 23 | 10 | 20 | 62 | 68 | 147 | 241 | 241 24 | 11 | 21 | 65 | 71 | 148 | 241 | 241 25 | 11 | 22 | 68 | 73 | 148 | 241 | 241 26 | 11 | 22 | 71 | 75 | 149 | 242 | 242 27 | 12 | 24 | 73 | 77 | 149 | 242 | 242 28 | 12 | 25 | 76 | 80 | 149 | 243 | 243 29 | 13 | 25 | 78 | 81 | 150 | 243 | 243 30 | 14 | 27 | 81 | 83 | 150 | 243 | 243 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 63 | 69 | 93 | 215 | 316 | 3 191 2 | 49 | 64 | 70 | 94 | 216 | 355 | 2 382 3 | 49 | 64 | 73 | 98 | 210 | 368 | 1 801 4 | 48 | 64 | 75 | 101 | 207 | 368 | 1 392 5 | 48 | 65 | 77 | 102 | 206 | 358 | 1 103 6 | 49 | 67 | 79 | 105 | 205 | 345 | 894 7 | 49 | 69 | 80 | 106 | 204 | 328 | 739 8 | 48 | 69 | 80 | 108 | 203 | 311 | 621 9 | 48 | 69 | 81 | 110 | 202 | 296 | 528 10 | 47 | 68 | 81 | 111 | 201 | 294 | 454 11 | 46 | 67 | 80 | 110 | 199 | 293 | 394 12 | 44 | 65 | 79 | 108 | 198 | 291 | 345 13 | 42 | 64 | 77 | 107 | 196 | 289 | 304 14 | 41 | 62 | 75 | 105 | 195 | 288 | 288 15 | 39 | 61 | 74 | 104 | 193 | 286 | 286 16 | 38 | 59 | 72 | 102 | 191 | 284 | 284 17 | 36 | 58 | 71 | 101 | 190 | 283 | 283 18 | 35 | 57 | 70 | 100 | 189 | 282 | 282 19 | 34 | 56 | 69 | 99 | 188 | 281 | 281 20 | 34 | 55 | 68 | 98 | 187 | 281 | 281 21 | 33 | 54 | 68 | 98 | 187 | 280 | 280 22 | 32 | 54 | 67 | 97 | 186 | 279 | 279 23 | 32 | 53 | 66 | 96 | 186 | 279 | 279 24 | 31 | 52 | 67 | 96 | 185 | 278 | 278 25 | 30 | 52 | 70 | 95 | 184 | 277 | 277 26 | 30 | 51 | 72 | 94 | 183 | 277 | 277 27 | 29 | 50 | 75 | 93 | 183 | 276 | 276 28 | 28 | 50 | 77 | 93 | 182 | 275 | 275 29 | 28 | 49 | 81 | 92 | 181 | 275 | 275 30 | 27 | 48 | 83 | 91 | 181 | 274 | 274 3.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 109 | 124 | 130 | 154 | 276 | 371 | 3 443 2 | 110 | 125 | 131 | 155 | 277 | 380 | 2 569 3 | 111 | 126 | 135 | 161 | 273 | 394 | 1 940 4 | 112 | 128 | 139 | 165 | 271 | 393 | 1 499 5 | 113 | 130 | 142 | 167 | 271 | 383 | 1 187 6 | 114 | 133 | 145 | 170 | 271 | 369 | 962 7 | 115 | 135 | 146 | 172 | 270 | 363 | 795 8 | 114 | 135 | 146 | 173 | 269 | 362 | 668 9 | 114 | 135 | 147 | 176 | 268 | 361 | 568 10 | 113 | 134 | 147 | 177 | 267 | 360 | 489 11 | 112 | 133 | 146 | 176 | 265 | 359 | 424 12 | 110 | 131 | 144 | 174 | 263 | 357 | 371 13 | 108 | 129 | 142 | 172 | 261 | 354 | 354 14 | 105 | 127 | 140 | 170 | 259 | 352 | 352 15 | 103 | 124 | 137 | 167 | 257 | 350 | 350 16 | 100 | 122 | 135 | 165 | 254 | 347 | 347 17 | 98 | 119 | 132 | 162 | 252 | 345 | 345 18 | 96 | 117 | 130 | 160 | 249 | 343 | 343 19 | 94 | 115 | 128 | 158 | 247 | 341 | 341 20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 21 | 90 | 112 | 125 | 155 | 244 | 337 | 337 22 | 88 | 110 | 123 | 153 | 242 | 335 | 335 23 | 87 | 108 | 121 | 151 | 240 | 333 | 333 24 | 85 | 106 | 119 | 149 | 239 | 332 | 332 25 | 83 | 104 | 117 | 147 | 237 | 330 | 330 26 | 81 | 103 | 116 | 146 | 235 | 328 | 328 27 | 80 | 101 | 114 | 144 | 233 | 326 | 326 28 | 78 | 99 | 112 | 142 | 232 | 325 | 325 29 | 76 | 98 | 111 | 141 | 230 | 323 | 323 30 | 75 | 96 | 109 | 139 | 229 | 322 | 322 3.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 169 | 183 | 190 | 213 | 335 | 431 | 3 433 2 | 178 | 192 | 199 | 222 | 345 | 440 | 2 584 3 | 181 | 197 | 205 | 231 | 343 | 438 | 1 963 4 | 182 | 198 | 209 | 236 | 341 | 435 | 1 521 5 | 183 | 200 | 212 | 237 | 341 | 434 | 1 207 6 | 183 | 201 | 213 | 239 | 339 | 432 | 978 7 | 183 | 202 | 213 | 239 | 338 | 431 | 808 8 | 181 | 201 | 213 | 240 | 336 | 429 | 678 9 | 180 | 201 | 213 | 242 | 334 | 428 | 577 10 | 179 | 200 | 213 | 243 | 333 | 426 | 496 11 | 177 | 198 | 212 | 241 | 331 | 424 | 431 12 | 175 | 196 | 209 | 239 | 328 | 421 | 421 13 | 172 | 193 | 206 | 236 | 325 | 418 | 418 14 | 168 | 190 | 203 | 233 | 322 | 415 | 415 15 | 165 | 187 | 200 | 230 | 319 | 412 | 412 16 | 162 | 183 | 196 | 226 | 316 | 409 | 409 17 | 159 | 180 | 193 | 223 | 312 | 406 | 406 18 | 156 | 177 | 190 | 220 | 309 | 402 | 402 19 | 152 | 174 | 187 | 217 | 306 | 399 | 399 20 | 149 | 171 | 184 | 214 | 303 | 396 | 396 21 | 146 | 168 | 181 | 211 | 300 | 393 | 393 22 | 143 | 164 | 178 | 208 | 297 | 390 | 390 23 | 140 | 161 | 174 | 204 | 294 | 387 | 387 24 | 137 | 158 | 171 | 201 | 290 | 384 | 384 25 | 134 | 155 | 168 | 198 | 287 | 381 | 381 26 | 131 | 152 | 165 | 195 | 284 | 377 | 377 27 | 128 | 149 | 162 | 192 | 281 | 375 | 375 28 | 125 | 146 | 159 | 189 | 278 | 372 | 372 29 | 122 | 143 | 156 | 186 | 276 | 369 | 369 30 | 119 | 141 | 154 | 184 | 273 | 366 | 366 3.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 22 | 36 | 43 | 66 | 188 | 323 | 3 266 2 | 23 | 37 | 44 | 67 | 189 | 362 | 2 437 3 | 22 | 38 | 46 | 72 | 184 | 375 | 1 840 4 | 22 | 38 | 49 | 76 | 181 | 374 | 1 420 5 | 23 | 40 | 52 | 77 | 181 | 364 | 1 124 6 | 23 | 42 | 54 | 80 | 180 | 350 | 910 7 | 24 | 44 | 55 | 81 | 179 | 333 | 751 8 | 23 | 43 | 55 | 82 | 178 | 315 | 630 9 | 23 | 44 | 56 | 85 | 177 | 297 | 536 10 | 22 | 44 | 57 | 86 | 176 | 279 | 460 11 | 22 | 43 | 56 | 86 | 176 | 269 | 399 12 | 21 | 43 | 56 | 86 | 175 | 268 | 349 13 | 21 | 42 | 55 | 85 | 174 | 267 | 307 14 | 20 | 41 | 55 | 85 | 174 | 267 | 272 15 | 20 | 41 | 54 | 84 | 174 | 267 | 267 16 | 20 | 41 | 54 | 84 | 173 | 267 | 267 17 | 20 | 41 | 54 | 84 | 173 | 266 | 266 18 | 20 | 41 | 54 | 84 | 173 | 266 | 266 19 | 20 | 41 | 54 | 84 | 173 | 267 | 267 20 | 20 | 41 | 57 | 84 | 174 | 267 | 267 21 | 20 | 41 | 59 | 84 | 174 | 267 | 267 22 | 20 | 41 | 62 | 84 | 174 | 267 | 267 23 | 20 | 41 | 65 | 84 | 173 | 267 | 267 24 | 20 | 41 | 67 | 84 | 173 | 266 | 266 25 | 19 | 41 | 70 | 84 | 173 | 266 | 266 26 | 19 | 41 | 72 | 84 | 173 | 266 | 266 27 | 19 | 40 | 75 | 83 | 173 | 266 | 266 28 | 19 | 40 | 78 | 83 | 172 | 266 | 266 29 | 18 | 40 | 81 | 83 | 172 | 265 | 265 30 | 18 | 39 | 83 | 86 | 172 | 265 | 265 3.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 18 | 32 | 39 | 62 | 184 | 323 | 3 265 2 | 20 | 34 | 41 | 64 | 186 | 362 | 2 436 3 | 21 | 36 | 45 | 71 | 182 | 375 | 1 838 4 | 22 | 39 | 49 | 76 | 181 | 374 | 1 419 5 | 24 | 42 | 54 | 79 | 182 | 364 | 1 123 6 | 26 | 45 | 56 | 82 | 182 | 349 | 909 7 | 28 | 48 | 59 | 85 | 183 | 333 | 751 8 | 28 | 49 | 60 | 87 | 183 | 315 | 630 9 | 29 | 50 | 62 | 91 | 183 | 297 | 536 10 | 30 | 51 | 64 | 93 | 184 | 279 | 461 11 | 30 | 52 | 65 | 95 | 184 | 277 | 400 12 | 30 | 52 | 65 | 95 | 184 | 277 | 350 13 | 30 | 52 | 65 | 95 | 184 | 277 | 308 14 | 30 | 52 | 65 | 95 | 184 | 277 | 277 15 | 30 | 51 | 65 | 95 | 184 | 277 | 277 16 | 30 | 51 | 64 | 94 | 183 | 276 | 276 17 | 30 | 51 | 64 | 94 | 183 | 276 | 276 18 | 30 | 51 | 64 | 94 | 183 | 276 | 276 19 | 30 | 51 | 64 | 94 | 183 | 276 | 276 20 | 30 | 51 | 64 | 94 | 184 | 277 | 277 21 | 30 | 51 | 65 | 95 | 184 | 277 | 277 22 | 30 | 51 | 65 | 95 | 184 | 277 | 277 23 | 30 | 51 | 65 | 94 | 184 | 277 | 277 24 | 30 | 51 | 67 | 94 | 183 | 277 | 277 25 | 29 | 51 | 70 | 94 | 183 | 276 | 276 26 | 29 | 50 | 72 | 93 | 183 | 276 | 276 27 | 28 | 50 | 76 | 93 | 182 | 275 | 275 28 | 28 | 49 | 78 | 92 | 182 | 275 | 275 29 | 27 | 49 | 81 | 92 | 181 | 274 | 274 30 | 27 | 48 | 84 | 91 | 181 | 274 | 274 3.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 119 | 133 | 140 | 163 | 285 | 381 | 3 523 2 | 118 | 132 | 139 | 162 | 284 | 387 | 2 623 3 | 116 | 131 | 140 | 166 | 277 | 400 | 1 976 4 | 115 | 132 | 142 | 169 | 274 | 398 | 1 522 5 | 115 | 133 | 145 | 170 | 273 | 387 | 1 202 6 | 115 | 134 | 146 | 171 | 272 | 371 | 972 7 | 116 | 136 | 147 | 173 | 271 | 364 | 801 8 | 115 | 135 | 147 | 174 | 270 | 363 | 672 9 | 114 | 135 | 147 | 176 | 269 | 362 | 570 10 | 114 | 135 | 148 | 178 | 268 | 361 | 490 11 | 114 | 135 | 148 | 178 | 267 | 360 | 424 12 | 112 | 134 | 147 | 177 | 266 | 359 | 371 13 | 111 | 133 | 146 | 176 | 265 | 358 | 358 14 | 110 | 131 | 144 | 174 | 264 | 357 | 357 15 | 108 | 129 | 142 | 172 | 261 | 355 | 355 16 | 106 | 127 | 140 | 170 | 259 | 352 | 352 17 | 103 | 124 | 137 | 167 | 256 | 350 | 350 18 | 101 | 122 | 135 | 165 | 254 | 347 | 347 19 | 98 | 120 | 133 | 163 | 252 | 345 | 345 20 | 96 | 118 | 131 | 161 | 250 | 343 | 343 21 | 94 | 115 | 128 | 158 | 248 | 341 | 341 22 | 92 | 113 | 126 | 156 | 245 | 339 | 339 23 | 89 | 111 | 124 | 154 | 243 | 336 | 336 24 | 87 | 109 | 122 | 152 | 241 | 334 | 334 25 | 85 | 107 | 120 | 150 | 239 | 332 | 332 26 | 83 | 104 | 118 | 147 | 237 | 330 | 330 27 | 81 | 102 | 115 | 145 | 235 | 328 | 328 28 | 79 | 100 | 113 | 143 | 233 | 326 | 326 29 | 77 | 98 | 111 | 141 | 231 | 324 | 324 30 | 75 | 96 | 110 | 140 | 229 | 322 | 322 3.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 10 | 33 | 155 | 312 | 3 150 2 | 0 | 5 | 12 | 35 | 157 | 351 | 2 352 3 | 1 | 7 | 16 | 42 | 153 | 364 | 1 777 4 | 1 | 9 | 20 | 47 | 152 | 363 | 1 374 5 | 2 | 12 | 25 | 49 | 153 | 354 | 1 088 6 | 2 | 16 | 27 | 53 | 153 | 340 | 882 7 | 3 | 19 | 30 | 56 | 154 | 324 | 729 8 | 4 | 19 | 31 | 58 | 154 | 307 | 612 9 | 4 | 20 | 33 | 61 | 154 | 289 | 521 10 | 4 | 21 | 34 | 63 | 154 | 272 | 448 11 | 4 | 21 | 34 | 64 | 154 | 256 | 389 12 | 6 | 21 | 35 | 64 | 153 | 246 | 340 13 | 6 | 21 | 38 | 64 | 153 | 246 | 300 14 | 6 | 21 | 39 | 64 | 153 | 246 | 265 15 | 7 | 20 | 42 | 63 | 153 | 246 | 246 16 | 7 | 20 | 45 | 63 | 152 | 245 | 245 17 | 8 | 20 | 48 | 63 | 152 | 246 | 246 18 | 8 | 20 | 50 | 63 | 152 | 246 | 246 19 | 9 | 20 | 53 | 63 | 153 | 246 | 246 20 | 9 | 21 | 55 | 64 | 153 | 246 | 246 21 | 10 | 21 | 58 | 65 | 154 | 247 | 247 22 | 10 | 22 | 61 | 67 | 154 | 247 | 247 23 | 10 | 22 | 63 | 69 | 155 | 248 | 248 24 | 11 | 22 | 66 | 71 | 155 | 248 | 248 25 | 11 | 23 | 68 | 73 | 155 | 248 | 248 26 | 12 | 23 | 71 | 75 | 155 | 248 | 248 27 | 12 | 24 | 73 | 78 | 155 | 249 | 249 28 | 12 | 25 | 77 | 80 | 156 | 249 | 249 29 | 14 | 25 | 79 | 82 | 156 | 249 | 249 30 | 14 | 27 | 81 | 84 | 156 | 249 | 249 3.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 30 | 44 | 51 | 74 | 196 | 314 | 3 171 2 | 30 | 44 | 51 | 74 | 197 | 353 | 2 366 3 | 29 | 44 | 53 | 78 | 190 | 366 | 1 786 4 | 28 | 44 | 55 | 81 | 187 | 364 | 1 379 5 | 28 | 45 | 57 | 82 | 186 | 354 | 1 091 6 | 31 | 49 | 61 | 87 | 187 | 340 | 883 7 | 28 | 48 | 59 | 85 | 183 | 324 | 729 8 | 33 | 53 | 64 | 92 | 187 | 306 | 612 9 | 32 | 53 | 65 | 94 | 186 | 289 | 520 10 | 26 | 48 | 61 | 90 | 180 | 273 | 447 11 | 22 | 43 | 56 | 86 | 175 | 268 | 388 12 | 18 | 39 | 53 | 82 | 172 | 265 | 339 13 | 15 | 37 | 50 | 80 | 169 | 262 | 299 14 | 13 | 35 | 48 | 78 | 167 | 260 | 264 15 | 12 | 33 | 46 | 76 | 166 | 259 | 259 16 | 10 | 32 | 45 | 75 | 164 | 257 | 257 17 | 9 | 31 | 48 | 74 | 163 | 256 | 256 18 | 9 | 30 | 50 | 73 | 162 | 256 | 256 19 | 9 | 30 | 52 | 73 | 162 | 255 | 255 20 | 9 | 30 | 55 | 73 | 162 | 255 | 255 21 | 9 | 30 | 58 | 73 | 162 | 255 | 255 22 | 10 | 30 | 60 | 73 | 162 | 255 | 255 23 | 10 | 30 | 63 | 73 | 162 | 255 | 255 24 | 11 | 30 | 66 | 73 | 162 | 255 | 255 25 | 11 | 30 | 68 | 73 | 162 | 255 | 255 26 | 11 | 30 | 71 | 75 | 162 | 255 | 255 27 | 12 | 29 | 73 | 77 | 162 | 255 | 255 28 | 12 | 29 | 76 | 80 | 162 | 255 | 255 29 | 14 | 29 | 79 | 81 | 162 | 255 | 255 30 | 14 | 29 | 81 | 84 | 162 | 255 | 255 3.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 182 | 196 | 203 | 226 | 348 | 444 | 3 764 2 | 179 | 194 | 200 | 224 | 346 | 441 | 2 792 3 | 175 | 190 | 199 | 225 | 336 | 432 | 2 105 4 | 171 | 187 | 198 | 225 | 330 | 424 | 1 619 5 | 167 | 185 | 197 | 222 | 325 | 419 | 1 276 6 | 165 | 183 | 195 | 221 | 321 | 414 | 1 029 7 | 162 | 182 | 193 | 219 | 317 | 410 | 847 8 | 158 | 178 | 190 | 217 | 313 | 406 | 709 9 | 155 | 175 | 188 | 216 | 309 | 402 | 602 10 | 151 | 172 | 185 | 215 | 305 | 398 | 517 11 | 147 | 169 | 182 | 211 | 301 | 394 | 447 12 | 143 | 165 | 178 | 208 | 297 | 390 | 390 13 | 140 | 161 | 174 | 204 | 293 | 386 | 386 14 | 136 | 157 | 170 | 200 | 290 | 383 | 383 15 | 132 | 154 | 167 | 197 | 286 | 379 | 379 16 | 129 | 151 | 164 | 194 | 283 | 376 | 376 17 | 126 | 147 | 161 | 191 | 280 | 373 | 373 18 | 123 | 145 | 158 | 188 | 277 | 370 | 370 19 | 120 | 142 | 155 | 185 | 274 | 367 | 367 20 | 118 | 139 | 152 | 182 | 272 | 365 | 365 21 | 115 | 137 | 150 | 180 | 269 | 362 | 362 22 | 113 | 134 | 147 | 177 | 266 | 360 | 360 23 | 110 | 132 | 145 | 175 | 264 | 357 | 357 24 | 108 | 129 | 142 | 172 | 261 | 355 | 355 25 | 105 | 127 | 140 | 170 | 259 | 352 | 352 26 | 103 | 124 | 137 | 167 | 257 | 350 | 350 27 | 101 | 122 | 135 | 165 | 254 | 348 | 348 28 | 98 | 120 | 133 | 163 | 252 | 345 | 345 29 | 96 | 118 | 131 | 161 | 250 | 343 | 343 30 | 94 | 116 | 129 | 159 | 248 | 341 | 341 3.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 15 | 26 | 54 | 173 | 314 | 3 169 2 | 0 | 15 | 26 | 54 | 173 | 353 | 2 366 3 | 1 | 17 | 29 | 58 | 170 | 366 | 1 786 4 | 1 | 20 | 32 | 63 | 169 | 364 | 1 380 5 | 2 | 23 | 37 | 69 | 170 | 355 | 1 092 6 | 4 | 26 | 40 | 70 | 171 | 341 | 885 7 | 6 | 31 | 42 | 72 | 171 | 324 | 731 8 | 9 | 34 | 46 | 74 | 171 | 307 | 613 9 | 10 | 37 | 50 | 76 | 172 | 290 | 522 10 | 11 | 38 | 51 | 76 | 172 | 272 | 449 11 | 12 | 40 | 52 | 78 | 172 | 265 | 389 12 | 13 | 41 | 54 | 79 | 172 | 265 | 340 13 | 13 | 42 | 54 | 80 | 172 | 265 | 300 14 | 14 | 43 | 55 | 80 | 172 | 265 | 265 15 | 14 | 43 | 55 | 80 | 172 | 265 | 265 16 | 14 | 43 | 55 | 80 | 172 | 265 | 265 17 | 14 | 43 | 55 | 80 | 172 | 265 | 265 18 | 14 | 43 | 55 | 80 | 172 | 265 | 265 19 | 14 | 43 | 55 | 80 | 172 | 265 | 265 20 | 14 | 43 | 55 | 80 | 172 | 266 | 266 21 | 14 | 43 | 58 | 80 | 173 | 266 | 266 22 | 14 | 43 | 61 | 80 | 173 | 266 | 266 23 | 14 | 43 | 63 | 80 | 173 | 266 | 266 24 | 14 | 43 | 66 | 80 | 173 | 266 | 266 25 | 14 | 43 | 68 | 80 | 173 | 266 | 266 26 | 14 | 43 | 71 | 80 | 173 | 266 | 266 27 | 14 | 43 | 73 | 80 | 173 | 266 | 266 28 | 14 | 43 | 76 | 80 | 173 | 266 | 266 29 | 14 | 43 | 79 | 82 | 173 | 266 | 266 30 | 14 | 43 | 81 | 84 | 173 | 266 | 266 3.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 12 | 133 | 307 | 3 090 2 | 0 | 1 | 6 | 15 | 132 | 344 | 2 301 3 | 1 | 1 | 9 | 18 | 125 | 356 | 1 735 4 | 1 | 3 | 12 | 21 | 121 | 354 | 1 339 5 | 2 | 4 | 15 | 24 | 121 | 345 | 1 060 6 | 2 | 4 | 18 | 27 | 120 | 331 | 858 7 | 3 | 6 | 20 | 30 | 120 | 315 | 708 8 | 4 | 6 | 23 | 32 | 120 | 298 | 595 9 | 4 | 8 | 26 | 35 | 120 | 281 | 506 10 | 4 | 8 | 28 | 37 | 121 | 264 | 435 11 | 4 | 9 | 31 | 40 | 121 | 248 | 377 12 | 6 | 10 | 33 | 42 | 121 | 232 | 330 13 | 6 | 11 | 36 | 44 | 121 | 218 | 291 14 | 6 | 12 | 39 | 47 | 122 | 215 | 257 15 | 6 | 13 | 41 | 49 | 122 | 215 | 229 16 | 7 | 13 | 44 | 51 | 122 | 215 | 215 17 | 7 | 14 | 46 | 54 | 123 | 216 | 216 18 | 8 | 16 | 49 | 57 | 125 | 216 | 216 19 | 9 | 16 | 51 | 58 | 128 | 217 | 217 20 | 9 | 17 | 54 | 61 | 130 | 217 | 217 21 | 9 | 18 | 56 | 63 | 132 | 218 | 218 22 | 10 | 19 | 59 | 65 | 133 | 219 | 219 23 | 10 | 20 | 62 | 67 | 135 | 219 | 219 24 | 11 | 20 | 64 | 69 | 136 | 219 | 219 25 | 11 | 22 | 67 | 71 | 138 | 220 | 220 26 | 11 | 22 | 69 | 73 | 140 | 220 | 220 27 | 12 | 23 | 72 | 76 | 141 | 220 | 220 28 | 12 | 24 | 74 | 78 | 142 | 220 | 220 29 | 13 | 25 | 76 | 80 | 143 | 220 | 220 30 | 13 | 25 | 79 | 81 | 144 | 220 | 220 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 7 Euro | Belgium | 7 Euro | Cyprus | 7 Euro | Estonia | 7 Euro | Finland | 7 Euro | France | 7 Euro | Germany | 7 Euro | Greece | 7 Euro | Ireland | 7 Euro | Italy | 7 Euro | Latvia | 7 Euro | Lithuania | 7 Euro | Luxembourg | 7 Euro | Malta | 7

Euro | Netherlands | 7 Euro | Portugal | 7 Euro | Slovakia | 7 Euro | Slovenia | 7 Euro | Spain | 7 Czech koruna | Czech Republic | 3 Danish krone | Denmark | 34 Forint | Hungary | 2 Krona | Sweden | 3 Kuna | Croatia | 5 Lev | Bulgaria | – 3 Pound sterling | United Kingdom | 20 Romanian leu | Romania | – 3 Zloty | Poland | 12 Króna | Iceland | 7 Norwegian krone | Norway | 18 Swiss franc | Liechtenstein | – 1 Swiss franc | Switzerland | – 1 Australian dollar | Australia | 10 Canadian dollar | Canada | 8 US dollar | United States | 34 Yen | Japan | 1 * * *