COMMISSION IMPLEMENTING REGULATION (EU) 2016/1976

16.11.2016 | EN | Official Journal of the European Union | L 309/1 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2016/1976 of 10 November 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September until 30 December 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 11 October 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2016 market data. That information was published on 10 October 2016 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 2016. 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 2016. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 10 November 2016. 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 | – 0,307 % | 0,141 % | – 0,317 % | 0,557 % | – 0,612 % | 0,794 % 2 | – 0,322 % | 0,200 % | – 0,332 % | 0,977 % | – 0,533 % | 1,357 % 3 | – 0,309 % | 0,210 % | – 0,319 % | 1,118 % | – 0,426 % | 1,656 % 4 | – 0,290 % | 0,225 % | – 0,300 % | 1,462 % | – 0,316 % | 2,080 % 5 | – 0,239 % | 0,253 % | – 0,249 % | 1,688 % | – 0,174 % | 2,414 % 6 | – 0,170 % | 0,283 % | – 0,180 % | 2,020 % | – 0,020 % | 2,656 % 7 | – 0,086 % | 0,310 % | – 0,096 % | 2,271 % | 0,135 % | 2,842 % 8 | 0,009 % | 0,340 % | – 0,001 % | 2,458 % | 0,284 % | 2,991 % 9 | 0,105 % | 0,375 % | 0,095 % | 2,603 % | 0,423 % | 3,112 % 10 | 0,187 % | 0,417 % | 0,177 % | 2,720 % | 0,540 % | 3,212 % 11 | 0,275 % | 0,446 % | 0,265 % | 2,824 % | 0,714 % | 3,294 % 12 | 0,361 % | 0,484 % | 0,351 % | 2,918 % | 0,919 % | 3,363 % 13 | 0,437 % | 0,546 % | 0,427 % | 3,002 % | 1,124 % | 3,422 % 14 | 0,496 % | 0,627 % | 0,486 % | 3,078 % | 1,317 % | 3,472 % 15 | 0,536 % | 0,719 % | 0,526 % | 3,146 % | 1,494 % | 3,516 % 16 | 0,558 % | 0,816 % | 0,548 % | 3,206 % | 1,654 % | 3,555 % 17 | 0,573 % | 0,915 % | 0,562 % | 3,259 % | 1,798 % | 3,590 % 18 | 0,589 % | 1,015 % | 0,579 % | 3,306 % | 1,928 % | 3,620 % 19 | 0,614 % | 1,113 % | 0,604 % | 3,349 % | 2,045 % | 3,648 % 20 | 0,652 % | 1,209 % | 0,641 % | 3,387 % | 2,151 % | 3,673 % 21 | 0,704 % | 1,302 % | 0,694 % | 3,422 % | 2,247 % | 3,696 % 22 | 0,768 % | 1,392 % | 0,758 % | 3,454 % | 2,335 % | 3,717 % 23 | 0,838 % | 1,479 % | 0,828 % | 3,484 % | 2,415 % | 3,736 % 24 | 0,913 % | 1,562 % | 0,904 % | 3,511 % | 2,489 % | 3,753 % 25 | 0,990 % | 1,642 % | 0,981 % | 3,536 % | 2,557 % | 3,770 % 26 | 1,069 % | 1,718 % | 1,060 % | 3,559 % | 2,619 % | 3,785 % 27 | 1,147 % | 1,791 % | 1,138 % | 3,581 % | 2,677 % | 3,799 % 28 | 1,224 % | 1,861 % | 1,215 % | 3,601 % | 2,731 % | 3,812 % 29 | 1,300 % | 1,927 % | 1,292 % | 3,620 % | 2,782 % | 3,824 % 30 | 1,374 % | 1,991 % | 1,366 % | 3,638 % | 2,829 % | 3,836 % 31 | 1,446 % | 2,052 % | 1,438 % | 3,655 % | 2,873 % | 3,846 % 32 | 1,516 % | 2,110 % | 1,508 % | 3,670 % | 2,914 % | 3,857 % 33 | 1,583 % | 2,165 % | 1,576 % | 3,685 % | 2,953 % | 3,866 % 34 | 1,649 % | 2,218 % | 1,641 % | 3,699 % | 2,989 % | 3,875 % 35 | 1,711 % | 2,269 % | 1,704 % | 3,712 % | 3,023 % | 3,884 % 36 | 1,772 % | 2,317 % | 1,765 % | 3,725 % | 3,056 % | 3,892 % 37 | 1,830 % | 2,364 % | 1,824 % | 3,737 % | 3,087 % | 3,900 % 38 | 1,886 % | 2,408 % | 1,880 % | 3,748 % | 3,116 % | 3,907 % 39 | 1,940 % | 2,450 % | 1,934 % | 3,759 % | 3,144 % | 3,914 % 40 | 1,992 % | 2,491 % | 1,986 % | 3,769 % | 3,170 % | 3,921 % 41 | 2,042 % | 2,530 % | 2,036 % | 3,779 % | 3,195 % | 3,927 % 42 | 2,090 % | 2,568 % | 2,084 % | 3,788 % | 3,219 % | 3,933 % 43 | 2,136 % | 2,603 % | 2,130 % | 3,797 % | 3,241 % | 3,939 % 44 | 2,180 % | 2,638 % | 2,175 % | 3,806 % | 3,263 % | 3,945 % 45 | 2,223 % | 2,671 % | 2,217 % | 3,814 % | 3,284 % | 3,950 % 46 | 2,264 % | 2,703 % | 2,258 % | 3,822 % | 3,304 % | 3,955 % 47 | 2,303 % | 2,734 % | 2,298 % | 3,830 % | 3,323 % | 3,960 % 48 | 2,341 % | 2,763 % | 2,336 % | 3,837 % | 3,341 % | 3,965 % 49 | 2,378 % | 2,791 % | 2,373 % | 3,844 % | 3,358 % | 3,969 % 50 | 2,413 % | 2,819 % | 2,408 % | 3,851 % | 3,375 % | 3,974 % 51 | 2,447 % | 2,845 % | 2,442 % | 3,857 % | 3,391 % | 3,978 % 52 | 2,480 % | 2,870 % | 2,475 % | 3,864 % | 3,407 % | 3,982 % 53 | 2,512 % | 2,895 % | 2,507 % | 3,870 % | 3,422 % | 3,986 % 54 | 2,542 % | 2,918 % | 2,538 % | 3,876 % | 3,436 % | 3,990 % 55 | 2,572 % | 2,941 % | 2,567 % | 3,881 % | 3,450 % | 3,993 % 56 | 2,600 % | 2,963 % | 2,596 % | 3,887 % | 3,463 % | 3,997 % 57 | 2,628 % | 2,985 % | 2,624 % | 3,892 % | 3,476 % | 4,000 % 58 | 2,655 % | 3,005 % | 2,650 % | 3,897 % | 3,488 % | 4,004 % 59 | 2,680 % | 3,025 % | 2,676 % | 3,902 % | 3,500 % | 4,007 % 60 | 2,705 % | 3,044 % | 2,701 % | 3,907 % | 3,512 % | 4,010 % 61 | 2,730 % | 3,063 % | 2,725 % | 3,911 % | 3,523 % | 4,013 % 62 | 2,753 % | 3,081 % | 2,749 % | 3,916 % | 3,534 % | 4,016 % 63 | 2,776 % | 3,099 % | 2,772 % | 3,920 % | 3,545 % | 4,019 % 64 | 2,798 % | 3,116 % | 2,794 % | 3,925 % | 3,555 % | 4,021 % 65 | 2,819 % | 3,132 % | 2,815 % | 3,929 % | 3,565 % | 4,024 % 66 | 2,840 % | 3,148 % | 2,836 % | 3,933 % | 3,574 % | 4,027 % 67 | 2,860 % | 3,164 % | 2,856 % | 3,937 % | 3,584 % | 4,029 % 68 | 2,879 % | 3,179 % | 2,876 % | 3,940 % | 3,593 % | 4,032 % 69 | 2,898 % | 3,194 % | 2,895 % | 3,944 % | 3,602 % | 4,034 % 70 | 2,917 % | 3,208 % | 2,913 % | 3,948 % | 3,610 % | 4,036 % 71 | 2,935 % | 3,222 % | 2,931 % | 3,951 % | 3,618 % | 4,039 % 72 | 2,952 % | 3,235 % | 2,949 % | 3,954 % | 3,626 % | 4,041 % 73 | 2,969 % | 3,248 % | 2,966 % | 3,958 % | 3,634 % | 4,043 % 74 | 2,986 % | 3,261 % | 2,982 % | 3,961 % | 3,642 % | 4,045 % 75 | 3,002 % | 3,273 % | 2,998 % | 3,964 % | 3,649 % | 4,047 % 76 | 3,017 % | 3,286 % | 3,014 % | 3,967 % | 3,657 % | 4,049 % 77 | 3,033 % | 3,297 % | 3,029 % | 3,970 % | 3,664 % | 4,051 % 78 | 3,047 % | 3,309 % | 3,044 % | 3,973 % | 3,670 % | 4,053 % 79 | 3,062 % | 3,320 % | 3,059 % | 3,976 % | 3,677 % | 4,055 % 80 | 3,076 % | 3,331 % | 3,073 % | 3,978 % | 3,684 % | 4,056 % 81 | 3,090 % | 3,342 % | 3,087 % | 3,981 % | 3,690 % | 4,058 % 82 | 3,103 % | 3,352 % | 3,100 % | 3,984 % | 3,696 % | 4,060 % 83 | 3,116 % | 3,362 % | 3,113 % | 3,986 % | 3,702 % | 4,062 % 84 | 3,129 % | 3,372 % | 3,126 % | 3,989 % | 3,708 % | 4,063 % 85 | 3,142 % | 3,382 % | 3,139 % | 3,991 % | 3,714 % | 4,065 % 86 | 3,154 % | 3,391 % | 3,151 % | 3,994 % | 3,720 % | 4,066 % 87 | 3,166 % | 3,401 % | 3,163 % | 3,996 % | 3,725 % | 4,068 % 88 | 3,178 % | 3,410 % | 3,175 % | 3,998 % | 3,730 % | 4,069 % 89 | 3,189 % | 3,419 % | 3,186 % | 4,001 % | 3,736 % | 4,071 % 90 | 3,200 % | 3,427 % | 3,198 % | 4,003 % | 3,741 % | 4,072 % 91 | 3,211 % | 3,436 % | 3,208 % | 4,005 % | 3,746 % | 4,074 % 92 | 3,222 % | 3,444 % | 3,219 % | 4,007 % | 3,751 % | 4,075 % 93 | 3,232 % | 3,452 % | 3,230 % | 4,009 % | 3,756 % | 4,076 % 94 | 3,243 % | 3,460 % | 3,240 % | 4,011 % | 3,760 % | 4,078 % 95 | 3,253 % | 3,468 % | 3,250 % | 4,013 % | 3,765 % | 4,079 % 96 | 3,263 % | 3,475 % | 3,260 % | 4,015 % | 3,770 % | 4,080 % 97 | 3,272 % | 3,483 % | 3,270 % | 4,017 % | 3,774 % | 4,081 % 98 | 3,282 % | 3,490 % | 3,279 % | 4,019 % | 3,778 % | 4,082 % 99 | 3,291 % | 3,497 % | 3,288 % | 4,021 % | 3,783 % | 4,084 % 100 | 3,300 % | 3,504 % | 3,297 % | 4,022 % | 3,787 % | 4,085 % 101 | 3,309 % | 3,511 % | 3,306 % | 4,024 % | 3,791 % | 4,086 % 102 | 3,317 % | 3,518 % | 3,315 % | 4,026 % | 3,795 % | 4,087 % 103 | 3,326 % | 3,524 % | 3,323 % | 4,027 % | 3,799 % | 4,088 % 104 | 3,334 % | 3,531 % | 3,332 % | 4,029 % | 3,803 % | 4,089 % 105 | 3,343 % | 3,537 % | 3,340 % | 4,031 % | 3,806 % | 4,090 % 106 | 3,351 % | 3,543 % | 3,348 % | 4,032 % | 3,810 % | 4,091 % 107 | 3,358 % | 3,550 % | 3,356 % | 4,034 % | 3,814 % | 4,092 % 108 | 3,366 % | 3,556 % | 3,364 % | 4,035 % | 3,817 % | 4,093 % 109 | 3,374 % | 3,561 % | 3,372 % | 4,037 % | 3,821 % | 4,094 % 110 | 3,381 % | 3,567 % | 3,379 % | 4,038 % | 3,824 % | 4,095 % 111 | 3,389 % | 3,573 % | 3,386 % | 4,040 % | 3,828 % | 4,096 % 112 | 3,396 % | 3,578 % | 3,394 % | 4,041 % | 3,831 % | 4,097 % 113 | 3,403 % | 3,584 % | 3,401 % | 4,043 % | 3,834 % | 4,098 % 114 | 3,410 % | 3,589 % | 3,408 % | 4,044 % | 3,837 % | 4,099 % 115 | 3,417 % | 3,595 % | 3,415 % | 4,045 % | 3,841 % | 4,100 % 116 | 3,424 % | 3,600 % | 3,421 % | 4,047 % | 3,844 % | 4,101 % 117 | 3,430 % | 3,605 % | 3,428 % | 4,048 % | 3,847 % | 4,101 % 118 | 3,437 % | 3,610 % | 3,435 % | 4,049 % | 3,850 % | 4,102 % 119 | 3,443 % | 3,615 % | 3,441 % | 4,050 % | 3,853 % | 4,103 % 120 | 3,449 % | 3,620 % | 3,447 % | 4,052 % | 3,855 % | 4,104 % 121 | 3,456 % | 3,625 % | 3,453 % | 4,053 % | 3,858 % | 4,105 % 122 | 3,462 % | 3,629 % | 3,460 % | 4,054 % | 3,861 % | 4,105 % 123 | 3,468 % | 3,634 % | 3,466 % | 4,055 % | 3,864 % | 4,106 % 124 | 3,473 % | 3,638 % | 3,471 % | 4,057 % | 3,867 % | 4,107 % 125 | 3,479 % | 3,643 % | 3,477 % | 4,058 % | 3,869 % | 4,108 % 126 | 3,485 % | 3,647 % | 3,483 % | 4,059 % | 3,872 % | 4,108 % 127 | 3,491 % | 3,652 % | 3,489 % | 4,060 % | 3,874 % | 4,109 % 128 | 3,496 % | 3,656 % | 3,494 % | 4,061 % | 3,877 % | 4,110 % 129 | 3,502 % | 3,660 % | 3,500 % | 4,062 % | 3,879 % | 4,111 % 130 | 3,507 % | 3,664 % | 3,505 % | 4,063 % | 3,882 % | 4,111 % 131 | 3,512 % | 3,668 % | 3,510 % | 4,064 % | 3,884 % | 4,112 % 132 | 3,517 % | 3,672 % | 3,515 % | 4,065 % | 3,887 % | 4,113 % 133 | 3,522 % | 3,676 % | 3,521 % | 4,066 % | 3,889 % | 4,113 % 134 | 3,528 % | 3,680 % | 3,526 % | 4,067 % | 3,891 % | 4,114 % 135 | 3,532 % | 3,684 % | 3,531 % | 4,068 % | 3,894 % | 4,115 % 136 | 3,537 % | 3,688 % | 3,535 % | 4,069 % | 3,896 % | 4,115 % 137 | 3,542 % | 3,692 % | 3,540 % | 4,070 % | 3,898 % | 4,116 % 138 | 3,547 % | 3,695 % | 3,545 % | 4,071 % | 3,900 % | 4,116 % 139 | 3,552 % | 3,699 % | 3,550 % | 4,072 % | 3,902 % | 4,117 % 140 | 3,556 % | 3,702 % | 3,554 % | 4,073 % | 3,905 % | 4,118 % 141 | 3,561 % | 3,706 % | 3,559 % | 4,074 % | 3,907 % | 4,118 % 142 | 3,565 % | 3,709 % | 3,563 % | 4,075 % | 3,909 % | 4,119 % 143 | 3,570 % | 3,713 % | 3,568 % | 4,076 % | 3,911 % | 4,119 % 144 | 3,574 % | 3,716 % | 3,572 % | 4,076 % | 3,913 % | 4,120 % 145 | 3,578 % | 3,720 % | 3,577 % | 4,077 % | 3,915 % | 4,120 % 146 | 3,583 % | 3,723 % | 3,581 % | 4,078 % | 3,917 % | 4,121 % 147 | 3,587 % | 3,726 % | 3,585 % | 4,079 % | 3,919 % | 4,122 % 148 | 3,591 % | 3,729 % | 3,589 % | 4,080 % | 3,921 % | 4,122 % 149 | 3,595 % | 3,732 % | 3,593 % | 4,081 % | 3,922 % | 4,123 % 150 | 3,599 % | 3,736 % | 3,597 % | 4,081 % | 3,924 % | 4,123 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | – 0,357 % | 0,307 % | 0,627 % | 1,405 % | 4,957 % | 0,955 % 2 | – 0,372 % | 0,281 % | 1,079 % | 1,603 % | 5,030 % | 1,106 % 3 | – 0,359 % | 0,280 % | 1,513 % | 1,805 % | 5,129 % | 1,100 % 4 | – 0,340 % | 0,308 % | 1,864 % | 2,025 % | 5,190 % | 1,121 % 5 | – 0,289 % | 0,352 % | 2,153 % | 2,229 % | 5,200 % | 1,151 % 6 | – 0,220 % | 0,403 % | 2,408 % | 2,347 % | 5,203 % | 1,187 % 7 | – 0,136 % | 0,465 % | 2,605 % | 2,541 % | 5,206 % | 1,234 % 8 | – 0,041 % | 0,525 % | 2,739 % | 2,675 % | 5,210 % | 1,280 % 9 | 0,055 % | 0,586 % | 2,861 % | 2,773 % | 5,212 % | 1,333 % 10 | 0,137 % | 0,648 % | 2,986 % | 2,845 % | 5,210 % | 1,380 % 11 | 0,224 % | 0,697 % | 3,094 % | 2,907 % | 5,202 % | 1,439 % 12 | 0,310 % | 0,743 % | 3,184 % | 2,963 % | 5,189 % | 1,510 % 13 | 0,386 % | 0,759 % | 3,260 % | 3,014 % | 5,172 % | 1,586 % 14 | 0,445 % | 0,789 % | 3,326 % | 3,062 % | 5,153 % | 1,664 % 15 | 0,485 % | 0,841 % | 3,383 % | 3,106 % | 5,133 % | 1,744 % 16 | 0,507 % | 0,825 % | 3,433 % | 3,147 % | 5,112 % | 1,822 % 17 | 0,521 % | 0,840 % | 3,477 % | 3,185 % | 5,091 % | 1,899 % 18 | 0,537 % | 0,853 % | 3,516 % | 3,221 % | 5,069 % | 1,974 % 19 | 0,562 % | 0,862 % | 3,551 % | 3,255 % | 5,048 % | 2,046 % 20 | 0,600 % | 0,892 % | 3,583 % | 3,287 % | 5,027 % | 2,115 % 21 | 0,653 % | 0,908 % | 3,611 % | 3,317 % | 5,006 % | 2,181 % 22 | 0,718 % | 0,911 % | 3,638 % | 3,345 % | 4,985 % | 2,245 % 23 | 0,789 % | 0,906 % | 3,661 % | 3,372 % | 4,965 % | 2,306 % 24 | 0,866 % | 0,900 % | 3,683 % | 3,397 % | 4,945 % | 2,364 % 25 | 0,944 % | 0,896 % | 3,704 % | 3,421 % | 4,926 % | 2,420 % 26 | 1,024 % | 0,896 % | 3,722 % | 3,444 % | 4,908 % | 2,473 % 27 | 1,103 % | 0,897 % | 3,740 % | 3,465 % | 4,890 % | 2,523 % 28 | 1,181 % | 0,898 % | 3,756 % | 3,486 % | 4,872 % | 2,571 % 29 | 1,258 % | 0,897 % | 3,771 % | 3,506 % | 4,856 % | 2,617 % 30 | 1,334 % | 0,891 % | 3,785 % | 3,524 % | 4,839 % | 2,661 % 31 | 1,407 % | 0,882 % | 3,798 % | 3,542 % | 4,824 % | 2,703 % 32 | 1,478 % | 0,869 % | 3,810 % | 3,559 % | 4,809 % | 2,743 % 33 | 1,546 % | 0,857 % | 3,822 % | 3,575 % | 4,794 % | 2,782 % 34 | 1,612 % | 0,846 % | 3,833 % | 3,591 % | 4,780 % | 2,818 % 35 | 1,676 % | 0,837 % | 3,843 % | 3,606 % | 4,767 % | 2,853 % 36 | 1,738 % | 0,831 % | 3,853 % | 3,620 % | 4,754 % | 2,887 % 37 | 1,797 % | 0,827 % | 3,862 % | 3,634 % | 4,741 % | 2,919 % 38 | 1,854 % | 0,824 % | 3,871 % | 3,647 % | 4,729 % | 2,949 % 39 | 1,908 % | 0,821 % | 3,879 % | 3,659 % | 4,717 % | 2,979 % 40 | 1,961 % | 0,818 % | 3,887 % | 3,671 % | 4,706 % | 3,007 % 41 | 2,012 % | 0,813 % | 3,894 % | 3,683 % | 4,695 % | 3,034 % 42 | 2,060 % | 0,808 % | 3,901 % | 3,694 % | 4,685 % | 3,060 % 43 | 2,107 % | 0,801 % | 3,908 % | 3,705 % | 4,675 % | 3,085 % 44 | 2,152 % | 0,793 % | 3,915 % | 3,715 % | 4,665 % | 3,108 % 45 | 2,195 % | 0,785 % | 3,921 % | 3,725 % | 4,656 % | 3,131 % 46 | 2,237 % | 0,775 % | 3,927 % | 3,735 % | 4,647 % | 3,154 % 47 | 2,277 % | 0,767 % | 3,933 % | 3,744 % | 4,638 % | 3,175 % 48 | 2,315 % | 0,762 % | 3,938 % | 3,753 % | 4,629 % | 3,195 % 49 | 2,352 % | 0,764 % | 3,944 % | 3,761 % | 4,621 % | 3,215 % 50 | 2,388 % | 0,772 % | 3,949 % | 3,770 % | 4,613 % | 3,234 % 51 | 2,423 % | 0,789 % | 3,953 % | 3,778 % | 4,606 % | 3,252 % 52 | 2,456 % | 0,812 % | 3,958 % | 3,785 % | 4,598 % | 3,270 % 53 | 2,488 % | 0,840 % | 3,963 % | 3,793 % | 4,591 % | 3,287 % 54 | 2,519 % | 0,872 % | 3,967 % | 3,800 % | 4,584 % | 3,303 % 55 | 2,549 % | 0,906 % | 3,971 % | 3,807 % | 4,578 % | 3,319 % 56 | 2,578 % | 0,943 % | 3,975 % | 3,814 % | 4,571 % | 3,335 % 57 | 2,606 % | 0,982 % | 3,979 % | 3,820 % | 4,565 % | 3,350 % 58 | 2,633 % | 1,021 % | 3,983 % | 3,826 % | 4,559 % | 3,364 % 59 | 2,659 % | 1,061 % | 3,987 % | 3,833 % | 4,553 % | 3,378 % 60 | 2,684 % | 1,102 % | 3,990 % | 3,838 % | 4,547 % | 3,391 % 61 | 2,709 % | 1,142 % | 3,993 % | 3,844 % | 4,542 % | 3,404 % 62 | 2,733 % | 1,183 % | 3,997 % | 3,850 % | 4,536 % | 3,417 % 63 | 2,756 % | 1,223 % | 4,000 % | 3,855 % | 4,531 % | 3,429 % 64 | 2,778 % | 1,263 % | 4,003 % | 3,860 % | 4,526 % | 3,441 % 65 | 2,800 % | 1,303 % | 4,006 % | 3,866 % | 4,521 % | 3,453 % 66 | 2,821 % | 1,342 % | 4,009 % | 3,871 % | 4,516 % | 3,464 % 67 | 2,841 % | 1,380 % | 4,012 % | 3,875 % | 4,512 % | 3,475 % 68 | 2,861 % | 1,418 % | 4,015 % | 3,880 % | 4,507 % | 3,485 % 69 | 2,880 % | 1,455 % | 4,017 % | 3,885 % | 4,503 % | 3,496 % 70 | 2,899 % | 1,491 % | 4,020 % | 3,889 % | 4,499 % | 3,506 % 71 | 2,917 % | 1,527 % | 4,022 % | 3,893 % | 4,494 % | 3,515 % 72 | 2,935 % | 1,562 % | 4,025 % | 3,898 % | 4,490 % | 3,525 % 73 | 2,952 % | 1,596 % | 4,027 % | 3,902 % | 4,486 % | 3,534 % 74 | 2,969 % | 1,629 % | 4,030 % | 3,906 % | 4,483 % | 3,543 % 75 | 2,985 % | 1,662 % | 4,032 % | 3,909 % | 4,479 % | 3,551 % 76 | 3,001 % | 1,694 % | 4,034 % | 3,913 % | 4,475 % | 3,560 % 77 | 3,016 % | 1,725 % | 4,036 % | 3,917 % | 4,472 % | 3,568 % 78 | 3,031 % | 1,756 % | 4,038 % | 3,921 % | 4,468 % | 3,576 % 79 | 3,046 % | 1,786 % | 4,040 % | 3,924 % | 4,465 % | 3,584 % 80 | 3,060 % | 1,815 % | 4,042 % | 3,927 % | 4,462 % | 3,592 % 81 | 3,074 % | 1,844 % | 4,044 % | 3,931 % | 4,458 % | 3,599 % 82 | 3,088 % | 1,872 % | 4,046 % | 3,934 % | 4,455 % | 3,607 % 83 | 3,101 % | 1,899 % | 4,048 % | 3,937 % | 4,452 % | 3,614 % 84 | 3,114 % | 1,926 % | 4,050 % | 3,940 % | 4,449 % | 3,621 % 85 | 3,127 % | 1,952 % | 4,051 % | 3,943 % | 4,446 % | 3,627 % 86 | 3,139 % | 1,978 % | 4,053 % | 3,946 % | 4,443 % | 3,634 % 87 | 3,151 % | 2,003 % | 4,055 % | 3,949 % | 4,441 % | 3,641 % 88 | 3,163 % | 2,028 % | 4,057 % | 3,952 % | 4,438 % | 3,647 % 89 | 3,175 % | 2,052 % | 4,058 % | 3,955 % | 4,435 % | 3,653 % 90 | 3,186 % | 2,075 % | 4,060 % | 3,958 % | 4,433 % | 3,659 % 91 | 3,197 % | 2,098 % | 4,061 % | 3,960 % | 4,430 % | 3,665 % 92 | 3,208 % | 2,121 % | 4,063 % | 3,963 % | 4,428 % | 3,671 % 93 | 3,219 % | 2,143 % | 4,064 % | 3,965 % | 4,425 % | 3,677 % 94 | 3,229 % | 2,164 % | 4,066 % | 3,968 % | 4,423 % | 3,682 % 95 | 3,239 % | 2,185 % | 4,067 % | 3,970 % | 4,420 % | 3,687 % 96 | 3,249 % | 2,206 % | 4,068 % | 3,973 % | 4,418 % | 3,693 % 97 | 3,259 % | 2,226 % | 4,070 % | 3,975 % | 4,416 % | 3,698 % 98 | 3,269 % | 2,246 % | 4,071 % | 3,977 % | 4,414 % | 3,703 % 99 | 3,278 % | 2,266 % | 4,072 % | 3,980 % | 4,411 % | 3,708 % 100 | 3,287 % | 2,285 % | 4,074 % | 3,982 % | 4,409 % | 3,713 % 101 | 3,296 % | 2,304 % | 4,075 % | 3,984 % | 4,407 % | 3,718 % 102 | 3,305 % | 2,322 % | 4,076 % | 3,986 % | 4,405 % | 3,723 % 103 | 3,314 % | 2,340 % | 4,077 % | 3,988 % | 4,403 % | 3,727 % 104 | 3,322 % | 2,358 % | 4,079 % | 3,990 % | 4,401 % | 3,732 % 105 | 3,330 % | 2,375 % | 4,080 % | 3,992 % | 4,399 % | 3,736 % 106 | 3,339 % | 2,392 % | 4,081 % | 3,994 % | 4,397 % | 3,741 % 107 | 3,347 % | 2,409 % | 4,082 % | 3,996 % | 4,396 % | 3,745 % 108 | 3,355 % | 2,426 % | 4,083 % | 3,998 % | 4,394 % | 3,749 % 109 | 3,362 % | 2,442 % | 4,084 % | 4,000 % | 4,392 % | 3,753 % 110 | 3,370 % | 2,457 % | 4,085 % | 4,002 % | 4,390 % | 3,757 % 111 | 3,377 % | 2,473 % | 4,086 % | 4,003 % | 4,389 % | 3,761 % 112 | 3,385 % | 2,488 % | 4,087 % | 4,005 % | 4,387 % | 3,765 % 113 | 3,392 % | 2,503 % | 4,088 % | 4,007 % | 4,385 % | 3,769 % 114 | 3,399 % | 2,518 % | 4,089 % | 4,008 % | 4,384 % | 3,773 % 115 | 3,406 % | 2,533 % | 4,090 % | 4,010 % | 4,382 % | 3,776 % 116 | 3,413 % | 2,547 % | 4,091 % | 4,012 % | 4,380 % | 3,780 % 117 | 3,419 % | 2,561 % | 4,092 % | 4,013 % | 4,379 % | 3,784 % 118 | 3,426 % | 2,575 % | 4,093 % | 4,015 % | 4,377 % | 3,787 % 119 | 3,432 % | 2,588 % | 4,094 % | 4,017 % | 4,376 % | 3,791 % 120 | 3,439 % | 2,602 % | 4,095 % | 4,018 % | 4,374 % | 3,794 % 121 | 3,445 % | 2,615 % | 4,096 % | 4,020 % | 4,373 % | 3,797 % 122 | 3,451 % | 2,628 % | 4,096 % | 4,021 % | 4,372 % | 3,801 % 123 | 3,457 % | 2,640 % | 4,097 % | 4,022 % | 4,370 % | 3,804 % 124 | 3,463 % | 2,653 % | 4,098 % | 4,024 % | 4,369 % | 3,807 % 125 | 3,469 % | 2,665 % | 4,099 % | 4,025 % | 4,367 % | 3,810 % 126 | 3,475 % | 2,677 % | 4,100 % | 4,027 % | 4,366 % | 3,813 % 127 | 3,481 % | 2,689 % | 4,100 % | 4,028 % | 4,365 % | 3,816 % 128 | 3,486 % | 2,701 % | 4,101 % | 4,029 % | 4,364 % | 3,819 % 129 | 3,492 % | 2,712 % | 4,102 % | 4,031 % | 4,362 % | 3,822 % 130 | 3,497 % | 2,724 % | 4,103 % | 4,032 % | 4,361 % | 3,825 % 131 | 3,502 % | 2,735 % | 4,104 % | 4,033 % | 4,360 % | 3,828 % 132 | 3,508 % | 2,746 % | 4,104 % | 4,035 % | 4,359 % | 3,831 % 133 | 3,513 % | 2,757 % | 4,105 % | 4,036 % | 4,357 % | 3,834 % 134 | 3,518 % | 2,767 % | 4,106 % | 4,037 % | 4,356 % | 3,836 % 135 | 3,523 % | 2,778 % | 4,106 % | 4,038 % | 4,355 % | 3,839 % 136 | 3,528 % | 2,788 % | 4,107 % | 4,039 % | 4,354 % | 3,842 % 137 | 3,533 % | 2,799 % | 4,108 % | 4,041 % | 4,353 % | 3,844 % 138 | 3,538 % | 2,809 % | 4,108 % | 4,042 % | 4,352 % | 3,847 % 139 | 3,542 % | 2,819 % | 4,109 % | 4,043 % | 4,351 % | 3,849 % 140 | 3,547 % | 2,828 % | 4,110 % | 4,044 % | 4,349 % | 3,852 % 141 | 3,552 % | 2,838 % | 4,110 % | 4,045 % | 4,348 % | 3,854 % 142 | 3,556 % | 2,848 % | 4,111 % | 4,046 % | 4,347 % | 3,857 % 143 | 3,561 % | 2,857 % | 4,112 % | 4,047 % | 4,346 % | 3,859 % 144 | 3,565 % | 2,866 % | 4,112 % | 4,048 % | 4,345 % | 3,862 % 145 | 3,570 % | 2,875 % | 4,113 % | 4,049 % | 4,344 % | 3,864 % 146 | 3,574 % | 2,884 % | 4,113 % | 4,050 % | 4,343 % | 3,866 % 147 | 3,578 % | 2,893 % | 4,114 % | 4,051 % | 4,342 % | 3,868 % 148 | 3,582 % | 2,902 % | 4,115 % | 4,052 % | 4,341 % | 3,871 % 149 | 3,586 % | 2,911 % | 4,115 % | 4,053 % | 4,340 % | 3,873 % 150 | 3,591 % | 2,919 % | 4,116 % | 4,054 % | 4,340 % | 3,875 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | – 0,792 % | 1,706 % | 1,380 % | 0,686 % | 3,103 % | 4,216 % 2 | – 0,794 % | 1,660 % | 1,385 % | 0,693 % | 3,031 % | 4,321 % 3 | – 0,777 % | 1,653 % | 1,456 % | 0,715 % | 3,084 % | 4,429 % 4 | – 0,745 % | 1,670 % | 1,565 % | 0,741 % | 3,212 % | 4,594 % 5 | – 0,697 % | 1,694 % | 1,658 % | 0,775 % | 3,352 % | 4,647 % 6 | – 0,624 % | 1,733 % | 1,725 % | 0,810 % | 3,439 % | 4,788 % 7 | – 0,555 % | 1,775 % | 1,794 % | 0,860 % | 3,573 % | 4,938 % 8 | – 0,488 % | 1,822 % | 1,875 % | 0,924 % | 3,662 % | 5,057 % 9 | – 0,437 % | 1,866 % | 1,955 % | 0,993 % | 3,790 % | 5,270 % 10 | – 0,392 % | 1,912 % | 2,020 % | 1,074 % | 3,846 % | 5,506 % 11 | – 0,306 % | 1,957 % | 2,066 % | 1,150 % | 3,876 % | 5,687 % 12 | – 0,271 % | 2,002 % | 2,106 % | 1,220 % | 3,902 % | 5,813 % 13 | – 0,233 % | 2,045 % | 2,148 % | 1,282 % | 3,924 % | 5,899 % 14 | – 0,221 % | 2,085 % | 2,193 % | 1,338 % | 3,943 % | 5,955 % 15 | – 0,160 % | 2,120 % | 2,241 % | 1,387 % | 3,959 % | 5,987 % 16 | – 0,111 % | 2,150 % | 2,292 % | 1,429 % | 3,973 % | 6,002 % 17 | – 0,082 % | 2,176 % | 2,344 % | 1,463 % | 3,986 % | 6,003 % 18 | – 0,068 % | 2,200 % | 2,396 % | 1,485 % | 3,997 % | 5,994 % 19 | – 0,061 % | 2,222 % | 2,447 % | 1,496 % | 4,007 % | 5,977 % 20 | – 0,059 % | 2,243 % | 2,498 % | 1,495 % | 4,017 % | 5,954 % 21 | – 0,057 % | 2,263 % | 2,547 % | 1,482 % | 4,025 % | 5,927 % 22 | – 0,052 % | 2,281 % | 2,595 % | 1,466 % | 4,032 % | 5,896 % 23 | – 0,041 % | 2,297 % | 2,642 % | 1,453 % | 4,039 % | 5,863 % 24 | – 0,022 % | 2,310 % | 2,687 % | 1,448 % | 4,046 % | 5,829 % 25 | 0,008 % | 2,319 % | 2,730 % | 1,454 % | 4,052 % | 5,794 % 26 | 0,047 % | 2,324 % | 2,772 % | 1,473 % | 4,057 % | 5,758 % 27 | 0,095 % | 2,328 % | 2,812 % | 1,502 % | 4,062 % | 5,722 % 28 | 0,149 % | 2,333 % | 2,850 % | 1,539 % | 4,067 % | 5,686 % 29 | 0,206 % | 2,340 % | 2,887 % | 1,580 % | 4,071 % | 5,651 % 30 | 0,265 % | 2,352 % | 2,922 % | 1,626 % | 4,075 % | 5,617 % 31 | 0,325 % | 2,369 % | 2,956 % | 1,674 % | 4,079 % | 5,583 % 32 | 0,386 % | 2,390 % | 2,988 % | 1,723 % | 4,083 % | 5,550 % 33 | 0,447 % | 2,413 % | 3,019 % | 1,773 % | 4,086 % | 5,517 % 34 | 0,508 % | 2,439 % | 3,049 % | 1,823 % | 4,089 % | 5,486 % 35 | 0,567 % | 2,467 % | 3,077 % | 1,873 % | 4,092 % | 5,456 % 36 | 0,625 % | 2,496 % | 3,105 % | 1,922 % | 4,095 % | 5,427 % 37 | 0,682 % | 2,525 % | 3,131 % | 1,971 % | 4,098 % | 5,398 % 38 | 0,737 % | 2,555 % | 3,156 % | 2,018 % | 4,101 % | 5,371 % 39 | 0,791 % | 2,584 % | 3,180 % | 2,064 % | 4,103 % | 5,344 % 40 | 0,843 % | 2,614 % | 3,204 % | 2,110 % | 4,105 % | 5,319 % 41 | 0,893 % | 2,643 % | 3,226 % | 2,154 % | 4,108 % | 5,294 % 42 | 0,942 % | 2,673 % | 3,247 % | 2,196 % | 4,110 % | 5,270 % 43 | 0,990 % | 2,701 % | 3,268 % | 2,238 % | 4,112 % | 5,247 % 44 | 1,035 % | 2,729 % | 3,288 % | 2,278 % | 4,114 % | 5,225 % 45 | 1,080 % | 2,757 % | 3,307 % | 2,317 % | 4,116 % | 5,204 % 46 | 1,122 % | 2,783 % | 3,325 % | 2,354 % | 4,117 % | 5,183 % 47 | 1,164 % | 2,810 % | 3,343 % | 2,391 % | 4,119 % | 5,163 % 48 | 1,203 % | 2,835 % | 3,360 % | 2,426 % | 4,121 % | 5,144 % 49 | 1,242 % | 2,860 % | 3,376 % | 2,460 % | 4,122 % | 5,126 % 50 | 1,279 % | 2,884 % | 3,392 % | 2,493 % | 4,124 % | 5,108 % 51 | 1,315 % | 2,908 % | 3,407 % | 2,524 % | 4,125 % | 5,091 % 52 | 1,350 % | 2,931 % | 3,422 % | 2,555 % | 4,127 % | 5,074 % 53 | 1,384 % | 2,953 % | 3,436 % | 2,585 % | 4,128 % | 5,058 % 54 | 1,416 % | 2,974 % | 3,450 % | 2,614 % | 4,129 % | 5,042 % 55 | 1,447 % | 2,995 % | 3,463 % | 2,642 % | 4,130 % | 5,027 % 56 | 1,478 % | 3,016 % | 3,476 % | 2,669 % | 4,132 % | 5,013 % 57 | 1,507 % | 3,035 % | 3,488 % | 2,695 % | 4,133 % | 4,999 % 58 | 1,536 % | 3,054 % | 3,500 % | 2,720 % | 4,134 % | 4,985 % 59 | 1,563 % | 3,073 % | 3,512 % | 2,745 % | 4,135 % | 4,972 % 60 | 1,590 % | 3,091 % | 3,523 % | 2,768 % | 4,136 % | 4,959 % 61 | 1,616 % | 3,109 % | 3,534 % | 2,791 % | 4,137 % | 4,947 % 62 | 1,641 % | 3,126 % | 3,545 % | 2,814 % | 4,138 % | 4,935 % 63 | 1,665 % | 3,142 % | 3,555 % | 2,835 % | 4,139 % | 4,924 % 64 | 1,689 % | 3,158 % | 3,565 % | 2,856 % | 4,140 % | 4,912 % 65 | 1,712 % | 3,174 % | 3,574 % | 2,877 % | 4,141 % | 4,901 % 66 | 1,734 % | 3,189 % | 3,584 % | 2,896 % | 4,142 % | 4,891 % 67 | 1,756 % | 3,204 % | 3,593 % | 2,916 % | 4,143 % | 4,881 % 68 | 1,777 % | 3,218 % | 3,602 % | 2,934 % | 4,144 % | 4,871 % 69 | 1,797 % | 3,232 % | 3,610 % | 2,952 % | 4,144 % | 4,861 % 70 | 1,817 % | 3,246 % | 3,619 % | 2,970 % | 4,145 % | 4,851 % 71 | 1,836 % | 3,259 % | 3,627 % | 2,987 % | 4,146 % | 4,842 % 72 | 1,855 % | 3,272 % | 3,635 % | 3,004 % | 4,147 % | 4,833 % 73 | 1,873 % | 3,285 % | 3,642 % | 3,020 % | 4,147 % | 4,825 % 74 | 1,891 % | 3,297 % | 3,650 % | 3,036 % | 4,148 % | 4,816 % 75 | 1,908 % | 3,309 % | 3,657 % | 3,051 % | 4,149 % | 4,808 % 76 | 1,925 % | 3,320 % | 3,664 % | 3,066 % | 4,149 % | 4,800 % 77 | 1,942 % | 3,332 % | 3,671 % | 3,081 % | 4,150 % | 4,792 % 78 | 1,958 % | 3,343 % | 3,678 % | 3,095 % | 4,151 % | 4,785 % 79 | 1,973 % | 3,354 % | 3,684 % | 3,109 % | 4,151 % | 4,777 % 80 | 1,988 % | 3,364 % | 3,691 % | 3,123 % | 4,152 % | 4,770 % 81 | 2,003 % | 3,374 % | 3,697 % | 3,136 % | 4,153 % | 4,763 % 82 | 2,018 % | 3,384 % | 3,703 % | 3,149 % | 4,153 % | 4,756 % 83 | 2,032 % | 3,394 % | 3,709 % | 3,161 % | 4,154 % | 4,749 % 84 | 2,046 % | 3,404 % | 3,715 % | 3,174 % | 4,154 % | 4,743 % 85 | 2,059 % | 3,413 % | 3,721 % | 3,186 % | 4,155 % | 4,736 % 86 | 2,072 % | 3,422 % | 3,726 % | 3,197 % | 4,155 % | 4,730 % 87 | 2,085 % | 3,431 % | 3,732 % | 3,209 % | 4,156 % | 4,724 % 88 | 2,098 % | 3,440 % | 3,737 % | 3,220 % | 4,156 % | 4,718 % 89 | 2,110 % | 3,448 % | 3,742 % | 3,231 % | 4,157 % | 4,712 % 90 | 2,122 % | 3,456 % | 3,747 % | 3,242 % | 4,157 % | 4,707 % 91 | 2,134 % | 3,464 % | 3,752 % | 3,252 % | 4,158 % | 4,701 % 92 | 2,146 % | 3,472 % | 3,757 % | 3,262 % | 4,158 % | 4,696 % 93 | 2,157 % | 3,480 % | 3,762 % | 3,272 % | 4,159 % | 4,690 % 94 | 2,168 % | 3,488 % | 3,766 % | 3,282 % | 4,159 % | 4,685 % 95 | 2,179 % | 3,495 % | 3,771 % | 3,292 % | 4,159 % | 4,680 % 96 | 2,189 % | 3,503 % | 3,775 % | 3,301 % | 4,160 % | 4,675 % 97 | 2,200 % | 3,510 % | 3,780 % | 3,311 % | 4,160 % | 4,670 % 98 | 2,210 % | 3,517 % | 3,784 % | 3,320 % | 4,161 % | 4,665 % 99 | 2,220 % | 3,524 % | 3,788 % | 3,328 % | 4,161 % | 4,660 % 100 | 2,229 % | 3,530 % | 3,792 % | 3,337 % | 4,161 % | 4,656 % 101 | 2,239 % | 3,537 % | 3,796 % | 3,346 % | 4,162 % | 4,651 % 102 | 2,248 % | 3,544 % | 3,800 % | 3,354 % | 4,162 % | 4,647 % 103 | 2,258 % | 3,550 % | 3,804 % | 3,362 % | 4,163 % | 4,643 % 104 | 2,267 % | 3,556 % | 3,808 % | 3,370 % | 4,163 % | 4,638 % 105 | 2,275 % | 3,562 % | 3,812 % | 3,378 % | 4,163 % | 4,634 % 106 | 2,284 % | 3,568 % | 3,815 % | 3,386 % | 4,164 % | 4,630 % 107 | 2,293 % | 3,574 % | 3,819 % | 3,393 % | 4,164 % | 4,626 % 108 | 2,301 % | 3,580 % | 3,822 % | 3,401 % | 4,164 % | 4,622 % 109 | 2,309 % | 3,586 % | 3,826 % | 3,408 % | 4,165 % | 4,618 % 110 | 2,317 % | 3,591 % | 3,829 % | 3,415 % | 4,165 % | 4,614 % 111 | 2,325 % | 3,597 % | 3,833 % | 3,422 % | 4,165 % | 4,611 % 112 | 2,333 % | 3,602 % | 3,836 % | 3,429 % | 4,166 % | 4,607 % 113 | 2,341 % | 3,607 % | 3,839 % | 3,436 % | 4,166 % | 4,603 % 114 | 2,348 % | 3,612 % | 3,842 % | 3,443 % | 4,166 % | 4,600 % 115 | 2,356 % | 3,618 % | 3,845 % | 3,449 % | 4,166 % | 4,596 % 116 | 2,363 % | 3,623 % | 3,848 % | 3,456 % | 4,167 % | 4,593 % 117 | 2,370 % | 3,627 % | 3,851 % | 3,462 % | 4,167 % | 4,589 % 118 | 2,377 % | 3,632 % | 3,854 % | 3,468 % | 4,167 % | 4,586 % 119 | 2,384 % | 3,637 % | 3,857 % | 3,474 % | 4,168 % | 4,583 % 120 | 2,391 % | 3,642 % | 3,860 % | 3,480 % | 4,168 % | 4,580 % 121 | 2,397 % | 3,646 % | 3,863 % | 3,486 % | 4,168 % | 4,577 % 122 | 2,404 % | 3,651 % | 3,866 % | 3,492 % | 4,168 % | 4,573 % 123 | 2,410 % | 3,655 % | 3,868 % | 3,498 % | 4,169 % | 4,570 % 124 | 2,417 % | 3,660 % | 3,871 % | 3,504 % | 4,169 % | 4,567 % 125 | 2,423 % | 3,664 % | 3,874 % | 3,509 % | 4,169 % | 4,565 % 126 | 2,429 % | 3,668 % | 3,876 % | 3,515 % | 4,169 % | 4,562 % 127 | 2,435 % | 3,672 % | 3,879 % | 3,520 % | 4,170 % | 4,559 % 128 | 2,441 % | 3,677 % | 3,881 % | 3,525 % | 4,170 % | 4,556 % 129 | 2,447 % | 3,681 % | 3,884 % | 3,530 % | 4,170 % | 4,553 % 130 | 2,453 % | 3,685 % | 3,886 % | 3,536 % | 4,170 % | 4,550 % 131 | 2,458 % | 3,688 % | 3,889 % | 3,541 % | 4,171 % | 4,548 % 132 | 2,464 % | 3,692 % | 3,891 % | 3,546 % | 4,171 % | 4,545 % 133 | 2,469 % | 3,696 % | 3,893 % | 3,551 % | 4,171 % | 4,543 % 134 | 2,475 % | 3,700 % | 3,896 % | 3,555 % | 4,171 % | 4,540 % 135 | 2,480 % | 3,704 % | 3,898 % | 3,560 % | 4,171 % | 4,537 % 136 | 2,485 % | 3,707 % | 3,900 % | 3,565 % | 4,172 % | 4,535 % 137 | 2,491 % | 3,711 % | 3,902 % | 3,569 % | 4,172 % | 4,533 % 138 | 2,496 % | 3,714 % | 3,904 % | 3,574 % | 4,172 % | 4,530 % 139 | 2,501 % | 3,718 % | 3,907 % | 3,578 % | 4,172 % | 4,528 % 140 | 2,506 % | 3,721 % | 3,909 % | 3,583 % | 4,172 % | 4,525 % 141 | 2,511 % | 3,725 % | 3,911 % | 3,587 % | 4,173 % | 4,523 % 142 | 2,516 % | 3,728 % | 3,913 % | 3,592 % | 4,173 % | 4,521 % 143 | 2,520 % | 3,731 % | 3,915 % | 3,596 % | 4,173 % | 4,519 % 144 | 2,525 % | 3,735 % | 3,917 % | 3,600 % | 4,173 % | 4,516 % 145 | 2,530 % | 3,738 % | 3,919 % | 3,604 % | 4,173 % | 4,514 % 146 | 2,534 % | 3,741 % | 3,921 % | 3,608 % | 4,174 % | 4,512 % 147 | 2,539 % | 3,744 % | 3,922 % | 3,612 % | 4,174 % | 4,510 % 148 | 2,543 % | 3,747 % | 3,924 % | 3,616 % | 4,174 % | 4,508 % 149 | 2,548 % | 3,750 % | 3,926 % | 3,620 % | 4,174 % | 4,506 % 150 | 2,552 % | 3,753 % | 3,928 % | 3,624 % | 4,174 % | 4,504 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 0,642 % | 6,349 % | 4,666 % | 0,224 % | 1,845 % | 7,248 % 2 | 0,773 % | 6,348 % | 5,136 % | 0,309 % | 1,773 % | 7,255 % 3 | 0,874 % | 6,383 % | 5,310 % | 0,381 % | 1,788 % | 7,329 % 4 | 0,945 % | 6,424 % | 5,420 % | 0,438 % | 1,835 % | 7,452 % 5 | 1,017 % | 6,474 % | 5,519 % | 0,488 % | 1,900 % | 7,578 % 6 | 1,086 % | 6,527 % | 5,566 % | 0,544 % | 1,974 % | 7,705 % 7 | 1,152 % | 6,566 % | 5,595 % | 0,585 % | 2,040 % | 7,826 % 8 | 1,215 % | 6,603 % | 5,657 % | 0,631 % | 2,115 % | 7,914 % 9 | 1,275 % | 6,636 % | 5,727 % | 0,678 % | 2,180 % | 8,009 % 10 | 1,330 % | 6,663 % | 5,832 % | 0,725 % | 2,241 % | 8,088 % 11 | 1,381 % | 6,675 % | 5,934 % | 0,793 % | 2,303 % | 8,146 % 12 | 1,427 % | 6,673 % | 6,024 % | 0,877 % | 2,363 % | 8,180 % 13 | 1,468 % | 6,662 % | 6,102 % | 0,970 % | 2,420 % | 8,192 % 14 | 1,510 % | 6,643 % | 6,171 % | 1,068 % | 2,474 % | 8,185 % 15 | 1,558 % | 6,621 % | 6,229 % | 1,167 % | 2,527 % | 8,161 % 16 | 1,614 % | 6,594 % | 6,278 % | 1,265 % | 2,579 % | 8,125 % 17 | 1,675 % | 6,566 % | 6,318 % | 1,361 % | 2,630 % | 8,078 % 18 | 1,740 % | 6,536 % | 6,350 % | 1,455 % | 2,680 % | 8,025 % 19 | 1,806 % | 6,505 % | 6,373 % | 1,545 % | 2,727 % | 7,967 % 20 | 1,872 % | 6,473 % | 6,387 % | 1,632 % | 2,773 % | 7,905 % 21 | 1,938 % | 6,442 % | 6,393 % | 1,716 % | 2,818 % | 7,841 % 22 | 2,002 % | 6,411 % | 6,392 % | 1,795 % | 2,860 % | 7,776 % 23 | 2,065 % | 6,380 % | 6,386 % | 1,872 % | 2,901 % | 7,712 % 24 | 2,126 % | 6,350 % | 6,375 % | 1,944 % | 2,939 % | 7,647 % 25 | 2,186 % | 6,320 % | 6,361 % | 2,014 % | 2,976 % | 7,583 % 26 | 2,243 % | 6,291 % | 6,345 % | 2,080 % | 3,012 % | 7,521 % 27 | 2,298 % | 6,263 % | 6,326 % | 2,143 % | 3,046 % | 7,459 % 28 | 2,351 % | 6,236 % | 6,307 % | 2,203 % | 3,078 % | 7,400 % 29 | 2,401 % | 6,210 % | 6,286 % | 2,260 % | 3,109 % | 7,342 % 30 | 2,450 % | 6,184 % | 6,265 % | 2,315 % | 3,138 % | 7,286 % 31 | 2,497 % | 6,160 % | 6,244 % | 2,367 % | 3,167 % | 7,232 % 32 | 2,542 % | 6,136 % | 6,222 % | 2,416 % | 3,194 % | 7,180 % 33 | 2,584 % | 6,113 % | 6,201 % | 2,464 % | 3,219 % | 7,129 % 34 | 2,626 % | 6,091 % | 6,180 % | 2,509 % | 3,244 % | 7,081 % 35 | 2,665 % | 6,070 % | 6,159 % | 2,552 % | 3,268 % | 7,034 % 36 | 2,703 % | 6,049 % | 6,138 % | 2,593 % | 3,290 % | 6,989 % 37 | 2,739 % | 6,029 % | 6,118 % | 2,633 % | 3,312 % | 6,946 % 38 | 2,774 % | 6,010 % | 6,098 % | 2,671 % | 3,333 % | 6,904 % 39 | 2,807 % | 5,992 % | 6,079 % | 2,707 % | 3,353 % | 6,864 % 40 | 2,839 % | 5,974 % | 6,060 % | 2,742 % | 3,372 % | 6,826 % 41 | 2,870 % | 5,957 % | 6,042 % | 2,775 % | 3,391 % | 6,789 % 42 | 2,900 % | 5,941 % | 6,025 % | 2,807 % | 3,408 % | 6,753 % 43 | 2,928 % | 5,925 % | 6,008 % | 2,837 % | 3,425 % | 6,719 % 44 | 2,955 % | 5,910 % | 5,991 % | 2,867 % | 3,442 % | 6,686 % 45 | 2,981 % | 5,895 % | 5,975 % | 2,895 % | 3,458 % | 6,655 % 46 | 3,007 % | 5,881 % | 5,960 % | 2,922 % | 3,473 % | 6,624 % 47 | 3,031 % | 5,868 % | 5,945 % | 2,948 % | 3,487 % | 6,595 % 48 | 3,054 % | 5,855 % | 5,930 % | 2,973 % | 3,501 % | 6,567 % 49 | 3,077 % | 5,842 % | 5,916 % | 2,997 % | 3,515 % | 6,540 % 50 | 3,098 % | 5,830 % | 5,902 % | 3,021 % | 3,528 % | 6,513 % 51 | 3,119 % | 5,818 % | 5,889 % | 3,043 % | 3,541 % | 6,488 % 52 | 3,139 % | 5,806 % | 5,877 % | 3,065 % | 3,553 % | 6,464 % 53 | 3,159 % | 5,795 % | 5,864 % | 3,086 % | 3,565 % | 6,440 % 54 | 3,178 % | 5,785 % | 5,852 % | 3,106 % | 3,576 % | 6,418 % 55 | 3,196 % | 5,774 % | 5,841 % | 3,125 % | 3,587 % | 6,396 % 56 | 3,213 % | 5,764 % | 5,830 % | 3,144 % | 3,598 % | 6,375 % 57 | 3,230 % | 5,755 % | 5,819 % | 3,162 % | 3,608 % | 6,354 % 58 | 3,247 % | 5,745 % | 5,808 % | 3,180 % | 3,618 % | 6,335 % 59 | 3,263 % | 5,736 % | 5,798 % | 3,197 % | 3,628 % | 6,315 % 60 | 3,278 % | 5,728 % | 5,788 % | 3,213 % | 3,637 % | 6,297 % 61 | 3,293 % | 5,719 % | 5,779 % | 3,229 % | 3,646 % | 6,279 % 62 | 3,307 % | 5,711 % | 5,770 % | 3,245 % | 3,655 % | 6,262 % 63 | 3,321 % | 5,703 % | 5,761 % | 3,260 % | 3,663 % | 6,245 % 64 | 3,335 % | 5,695 % | 5,752 % | 3,274 % | 3,671 % | 6,229 % 65 | 3,348 % | 5,687 % | 5,744 % | 3,288 % | 3,679 % | 6,213 % 66 | 3,361 % | 5,680 % | 5,736 % | 3,302 % | 3,687 % | 6,197 % 67 | 3,373 % | 5,673 % | 5,728 % | 3,315 % | 3,695 % | 6,183 % 68 | 3,385 % | 5,666 % | 5,720 % | 3,328 % | 3,702 % | 6,168 % 69 | 3,397 % | 5,659 % | 5,712 % | 3,340 % | 3,709 % | 6,154 % 70 | 3,408 % | 5,653 % | 5,705 % | 3,353 % | 3,716 % | 6,140 % 71 | 3,419 % | 5,647 % | 5,698 % | 3,364 % | 3,723 % | 6,127 % 72 | 3,430 % | 5,640 % | 5,691 % | 3,376 % | 3,730 % | 6,114 % 73 | 3,441 % | 5,634 % | 5,684 % | 3,387 % | 3,736 % | 6,102 % 74 | 3,451 % | 5,629 % | 5,678 % | 3,398 % | 3,742 % | 6,090 % 75 | 3,461 % | 5,623 % | 5,671 % | 3,409 % | 3,748 % | 6,078 % 76 | 3,470 % | 5,617 % | 5,665 % | 3,419 % | 3,754 % | 6,066 % 77 | 3,480 % | 5,612 % | 5,659 % | 3,429 % | 3,760 % | 6,055 % 78 | 3,489 % | 5,607 % | 5,653 % | 3,439 % | 3,765 % | 6,044 % 79 | 3,498 % | 5,602 % | 5,648 % | 3,449 % | 3,771 % | 6,033 % 80 | 3,507 % | 5,597 % | 5,642 % | 3,458 % | 3,776 % | 6,023 % 81 | 3,515 % | 5,592 % | 5,637 % | 3,467 % | 3,781 % | 6,012 % 82 | 3,523 % | 5,587 % | 5,631 % | 3,476 % | 3,787 % | 6,003 % 83 | 3,532 % | 5,582 % | 5,626 % | 3,485 % | 3,791 % | 5,993 % 84 | 3,540 % | 5,578 % | 5,621 % | 3,493 % | 3,796 % | 5,983 % 85 | 3,547 % | 5,573 % | 5,616 % | 3,501 % | 3,801 % | 5,974 % 86 | 3,555 % | 5,569 % | 5,611 % | 3,509 % | 3,806 % | 5,965 % 87 | 3,562 % | 5,565 % | 5,606 % | 3,517 % | 3,810 % | 5,956 % 88 | 3,569 % | 5,560 % | 5,602 % | 3,525 % | 3,815 % | 5,948 % 89 | 3,576 % | 5,556 % | 5,597 % | 3,533 % | 3,819 % | 5,939 % 90 | 3,583 % | 5,552 % | 5,593 % | 3,540 % | 3,823 % | 5,931 % 91 | 3,590 % | 5,549 % | 5,589 % | 3,547 % | 3,827 % | 5,923 % 92 | 3,597 % | 5,545 % | 5,584 % | 3,554 % | 3,831 % | 5,915 % 93 | 3,603 % | 5,541 % | 5,580 % | 3,561 % | 3,835 % | 5,907 % 94 | 3,610 % | 5,537 % | 5,576 % | 3,568 % | 3,839 % | 5,900 % 95 | 3,616 % | 5,534 % | 5,572 % | 3,575 % | 3,843 % | 5,892 % 96 | 3,622 % | 5,530 % | 5,568 % | 3,581 % | 3,847 % | 5,885 % 97 | 3,628 % | 5,527 % | 5,564 % | 3,588 % | 3,850 % | 5,878 % 98 | 3,634 % | 5,524 % | 5,561 % | 3,594 % | 3,854 % | 5,871 % 99 | 3,639 % | 5,520 % | 5,557 % | 3,600 % | 3,857 % | 5,864 % 100 | 3,645 % | 5,517 % | 5,554 % | 3,606 % | 3,861 % | 5,858 % 101 | 3,650 % | 5,514 % | 5,550 % | 3,612 % | 3,864 % | 5,851 % 102 | 3,656 % | 5,511 % | 5,547 % | 3,617 % | 3,867 % | 5,845 % 103 | 3,661 % | 5,508 % | 5,543 % | 3,623 % | 3,871 % | 5,838 % 104 | 3,666 % | 5,505 % | 5,540 % | 3,629 % | 3,874 % | 5,832 % 105 | 3,671 % | 5,502 % | 5,537 % | 3,634 % | 3,877 % | 5,826 % 106 | 3,676 % | 5,499 % | 5,534 % | 3,639 % | 3,880 % | 5,820 % 107 | 3,681 % | 5,496 % | 5,530 % | 3,645 % | 3,883 % | 5,815 % 108 | 3,686 % | 5,494 % | 5,527 % | 3,650 % | 3,886 % | 5,809 % 109 | 3,691 % | 5,491 % | 5,524 % | 3,655 % | 3,889 % | 5,803 % 110 | 3,695 % | 5,488 % | 5,521 % | 3,660 % | 3,892 % | 5,798 % 111 | 3,700 % | 5,486 % | 5,518 % | 3,665 % | 3,894 % | 5,792 % 112 | 3,704 % | 5,483 % | 5,516 % | 3,669 % | 3,897 % | 5,787 % 113 | 3,709 % | 5,481 % | 5,513 % | 3,674 % | 3,900 % | 5,782 % 114 | 3,713 % | 5,478 % | 5,510 % | 3,679 % | 3,902 % | 5,777 % 115 | 3,717 % | 5,476 % | 5,507 % | 3,683 % | 3,905 % | 5,772 % 116 | 3,721 % | 5,473 % | 5,505 % | 3,688 % | 3,907 % | 5,767 % 117 | 3,725 % | 5,471 % | 5,502 % | 3,692 % | 3,910 % | 5,762 % 118 | 3,729 % | 5,469 % | 5,500 % | 3,696 % | 3,912 % | 5,757 % 119 | 3,733 % | 5,466 % | 5,497 % | 3,700 % | 3,915 % | 5,752 % 120 | 3,737 % | 5,464 % | 5,495 % | 3,705 % | 3,917 % | 5,748 % 121 | 3,741 % | 5,462 % | 5,492 % | 3,709 % | 3,920 % | 5,743 % 122 | 3,745 % | 5,460 % | 5,490 % | 3,713 % | 3,922 % | 5,739 % 123 | 3,748 % | 5,458 % | 5,487 % | 3,717 % | 3,924 % | 5,734 % 124 | 3,752 % | 5,456 % | 5,485 % | 3,721 % | 3,926 % | 5,730 % 125 | 3,756 % | 5,454 % | 5,483 % | 3,724 % | 3,928 % | 5,726 % 126 | 3,759 % | 5,452 % | 5,480 % | 3,728 % | 3,931 % | 5,722 % 127 | 3,763 % | 5,450 % | 5,478 % | 3,732 % | 3,933 % | 5,717 % 128 | 3,766 % | 5,448 % | 5,476 % | 3,735 % | 3,935 % | 5,713 % 129 | 3,769 % | 5,446 % | 5,474 % | 3,739 % | 3,937 % | 5,709 % 130 | 3,773 % | 5,444 % | 5,472 % | 3,743 % | 3,939 % | 5,706 % 131 | 3,776 % | 5,442 % | 5,470 % | 3,746 % | 3,941 % | 5,702 % 132 | 3,779 % | 5,440 % | 5,468 % | 3,750 % | 3,943 % | 5,698 % 133 | 3,782 % | 5,438 % | 5,466 % | 3,753 % | 3,945 % | 5,694 % 134 | 3,785 % | 5,437 % | 5,464 % | 3,756 % | 3,947 % | 5,690 % 135 | 3,788 % | 5,435 % | 5,462 % | 3,760 % | 3,949 % | 5,687 % 136 | 3,792 % | 5,433 % | 5,460 % | 3,763 % | 3,950 % | 5,683 % 137 | 3,794 % | 5,431 % | 5,458 % | 3,766 % | 3,952 % | 5,680 % 138 | 3,797 % | 5,430 % | 5,456 % | 3,769 % | 3,954 % | 5,676 % 139 | 3,800 % | 5,428 % | 5,454 % | 3,772 % | 3,956 % | 5,673 % 140 | 3,803 % | 5,426 % | 5,452 % | 3,775 % | 3,958 % | 5,669 % 141 | 3,806 % | 5,425 % | 5,451 % | 3,778 % | 3,959 % | 5,666 % 142 | 3,809 % | 5,423 % | 5,449 % | 3,781 % | 3,961 % | 5,663 % 143 | 3,811 % | 5,422 % | 5,447 % | 3,784 % | 3,963 % | 5,659 % 144 | 3,814 % | 5,420 % | 5,445 % | 3,787 % | 3,964 % | 5,656 % 145 | 3,817 % | 5,419 % | 5,444 % | 3,790 % | 3,966 % | 5,653 % 146 | 3,819 % | 5,417 % | 5,442 % | 3,793 % | 3,967 % | 5,650 % 147 | 3,822 % | 5,416 % | 5,440 % | 3,795 % | 3,969 % | 5,647 % 148 | 3,825 % | 5,414 % | 5,439 % | 3,798 % | 3,971 % | 5,644 % 149 | 3,827 % | 5,413 % | 5,437 % | 3,801 % | 3,972 % | 5,641 % 150 | 3,830 % | 5,411 % | 5,436 % | 3,803 % | 3,974 % | 5,638 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 11,400 % | 2,284 % | 3,075 % | 10,050 % | 1,043 % | 1,135 % 2 | 10,811 % | 2,310 % | 3,075 % | 9,359 % | 1,225 % | 1,104 % 3 | 10,552 % | 2,367 % | 3,133 % | 8,901 % | 1,362 % | 1,099 % 4 | 10,527 % | 2,436 % | 3,197 % | 8,577 % | 1,465 % | 1,099 % 5 | 10,482 % | 2,537 % | 3,251 % | 8,382 % | 1,542 % | 1,099 % 6 | 10,452 % | 2,609 % | 3,350 % | 8,253 % | 1,620 % | 1,101 % 7 | 10,403 % | 2,677 % | 3,428 % | 8,141 % | 1,704 % | 1,107 % 8 | 10,359 % | 2,743 % | 3,484 % | 7,817 % | 1,775 % | 1,120 % 9 | 10,458 % | 2,758 % | 3,541 % | 7,764 % | 1,836 % | 1,133 % 10 | 10,579 % | 2,791 % | 3,679 % | 7,803 % | 1,887 % | 1,141 % 11 | 10,644 % | 2,832 % | 3,752 % | 7,815 % | 1,933 % | 1,144 % 12 | 10,656 % | 2,874 % | 3,783 % | 7,798 % | 1,977 % | 1,146 % 13 | 10,628 % | 2,915 % | 3,819 % | 7,759 % | 2,018 % | 1,151 % 14 | 10,571 % | 2,956 % | 3,862 % | 7,705 % | 2,052 % | 1,152 % 15 | 10,493 % | 2,995 % | 3,904 % | 7,640 % | 2,076 % | 1,146 % 16 | 10,398 % | 3,034 % | 3,943 % | 7,567 % | 2,090 % | 1,132 % 17 | 10,292 % | 3,071 % | 3,977 % | 7,490 % | 2,098 % | 1,119 % 18 | 10,177 % | 3,106 % | 4,008 % | 7,409 % | 2,108 % | 1,112 % 19 | 10,057 % | 3,140 % | 4,034 % | 7,327 % | 2,121 % | 1,116 % 20 | 9,935 % | 3,173 % | 4,057 % | 7,244 % | 2,140 % | 1,136 % 21 | 9,810 % | 3,204 % | 4,077 % | 7,161 % | 2,167 % | 1,170 % 22 | 9,686 % | 3,234 % | 4,094 % | 7,080 % | 2,201 % | 1,217 % 23 | 9,563 % | 3,263 % | 4,109 % | 7,000 % | 2,238 % | 1,271 % 24 | 9,442 % | 3,290 % | 4,122 % | 6,921 % | 2,278 % | 1,331 % 25 | 9,324 % | 3,316 % | 4,133 % | 6,845 % | 2,320 % | 1,394 % 26 | 9,208 % | 3,341 % | 4,143 % | 6,771 % | 2,363 % | 1,458 % 27 | 9,096 % | 3,365 % | 4,151 % | 6,700 % | 2,406 % | 1,524 % 28 | 8,987 % | 3,388 % | 4,158 % | 6,631 % | 2,448 % | 1,589 % 29 | 8,882 % | 3,409 % | 4,165 % | 6,564 % | 2,491 % | 1,653 % 30 | 8,781 % | 3,430 % | 4,170 % | 6,500 % | 2,532 % | 1,716 % 31 | 8,684 % | 3,450 % | 4,175 % | 6,438 % | 2,573 % | 1,778 % 32 | 8,590 % | 3,470 % | 4,179 % | 6,379 % | 2,612 % | 1,838 % 33 | 8,500 % | 3,488 % | 4,183 % | 6,322 % | 2,651 % | 1,897 % 34 | 8,414 % | 3,505 % | 4,186 % | 6,268 % | 2,688 % | 1,953 % 35 | 8,331 % | 3,522 % | 4,189 % | 6,215 % | 2,724 % | 2,008 % 36 | 8,251 % | 3,538 % | 4,192 % | 6,165 % | 2,759 % | 2,060 % 37 | 8,175 % | 3,554 % | 4,194 % | 6,117 % | 2,792 % | 2,111 % 38 | 8,102 % | 3,569 % | 4,196 % | 6,071 % | 2,825 % | 2,160 % 39 | 8,032 % | 3,583 % | 4,198 % | 6,026 % | 2,856 % | 2,207 % 40 | 7,965 % | 3,597 % | 4,199 % | 5,984 % | 2,886 % | 2,253 % 41 | 7,901 % | 3,610 % | 4,201 % | 5,943 % | 2,915 % | 2,296 % 42 | 7,839 % | 3,623 % | 4,202 % | 5,903 % | 2,943 % | 2,338 % 43 | 7,779 % | 3,635 % | 4,203 % | 5,866 % | 2,970 % | 2,379 % 44 | 7,723 % | 3,647 % | 4,204 % | 5,829 % | 2,996 % | 2,418 % 45 | 7,668 % | 3,658 % | 4,204 % | 5,794 % | 3,021 % | 2,455 % 46 | 7,615 % | 3,669 % | 4,205 % | 5,761 % | 3,045 % | 2,491 % 47 | 7,565 % | 3,680 % | 4,206 % | 5,729 % | 3,069 % | 2,526 % 48 | 7,516 % | 3,690 % | 4,206 % | 5,698 % | 3,091 % | 2,559 % 49 | 7,470 % | 3,700 % | 4,207 % | 5,668 % | 3,113 % | 2,592 % 50 | 7,425 % | 3,709 % | 4,207 % | 5,639 % | 3,134 % | 2,623 % 51 | 7,381 % | 3,718 % | 4,207 % | 5,611 % | 3,154 % | 2,653 % 52 | 7,340 % | 3,727 % | 4,208 % | 5,585 % | 3,173 % | 2,682 % 53 | 7,299 % | 3,736 % | 4,208 % | 5,559 % | 3,192 % | 2,710 % 54 | 7,261 % | 3,744 % | 4,208 % | 5,534 % | 3,210 % | 2,737 % 55 | 7,223 % | 3,752 % | 4,208 % | 5,510 % | 3,228 % | 2,763 % 56 | 7,187 % | 3,759 % | 4,208 % | 5,487 % | 3,245 % | 2,788 % 57 | 7,152 % | 3,767 % | 4,208 % | 5,464 % | 3,261 % | 2,812 % 58 | 7,119 % | 3,774 % | 4,208 % | 5,443 % | 3,277 % | 2,836 % 59 | 7,086 % | 3,781 % | 4,208 % | 5,422 % | 3,292 % | 2,858 % 60 | 7,054 % | 3,788 % | 4,208 % | 5,401 % | 3,307 % | 2,880 % 61 | 7,024 % | 3,795 % | 4,209 % | 5,382 % | 3,322 % | 2,902 % 62 | 6,994 % | 3,801 % | 4,209 % | 5,363 % | 3,336 % | 2,922 % 63 | 6,966 % | 3,807 % | 4,209 % | 5,344 % | 3,349 % | 2,942 % 64 | 6,938 % | 3,813 % | 4,209 % | 5,326 % | 3,362 % | 2,962 % 65 | 6,911 % | 3,819 % | 4,208 % | 5,309 % | 3,375 % | 2,981 % 66 | 6,885 % | 3,825 % | 4,208 % | 5,292 % | 3,387 % | 2,999 % 67 | 6,860 % | 3,830 % | 4,208 % | 5,276 % | 3,399 % | 3,017 % 68 | 6,835 % | 3,835 % | 4,208 % | 5,260 % | 3,411 % | 3,034 % 69 | 6,812 % | 3,841 % | 4,208 % | 5,245 % | 3,422 % | 3,051 % 70 | 6,788 % | 3,846 % | 4,208 % | 5,230 % | 3,433 % | 3,067 % 71 | 6,766 % | 3,851 % | 4,208 % | 5,215 % | 3,444 % | 3,083 % 72 | 6,744 % | 3,855 % | 4,208 % | 5,201 % | 3,455 % | 3,098 % 73 | 6,723 % | 3,860 % | 4,208 % | 5,187 % | 3,465 % | 3,113 % 74 | 6,702 % | 3,865 % | 4,208 % | 5,174 % | 3,475 % | 3,128 % 75 | 6,682 % | 3,869 % | 4,208 % | 5,161 % | 3,484 % | 3,142 % 76 | 6,662 % | 3,873 % | 4,208 % | 5,148 % | 3,494 % | 3,156 % 77 | 6,643 % | 3,878 % | 4,208 % | 5,136 % | 3,503 % | 3,169 % 78 | 6,625 % | 3,882 % | 4,208 % | 5,124 % | 3,512 % | 3,183 % 79 | 6,606 % | 3,886 % | 4,208 % | 5,112 % | 3,520 % | 3,195 % 80 | 6,589 % | 3,890 % | 4,208 % | 5,101 % | 3,529 % | 3,208 % 81 | 6,571 % | 3,893 % | 4,208 % | 5,090 % | 3,537 % | 3,220 % 82 | 6,555 % | 3,897 % | 4,207 % | 5,079 % | 3,545 % | 3,232 % 83 | 6,538 % | 3,901 % | 4,207 % | 5,068 % | 3,553 % | 3,243 % 84 | 6,522 % | 3,904 % | 4,207 % | 5,058 % | 3,561 % | 3,255 % 85 | 6,507 % | 3,908 % | 4,207 % | 5,048 % | 3,568 % | 3,266 % 86 | 6,491 % | 3,911 % | 4,207 % | 5,038 % | 3,575 % | 3,277 % 87 | 6,476 % | 3,914 % | 4,207 % | 5,028 % | 3,583 % | 3,287 % 88 | 6,462 % | 3,918 % | 4,207 % | 5,019 % | 3,590 % | 3,298 % 89 | 6,448 % | 3,921 % | 4,207 % | 5,009 % | 3,596 % | 3,308 % 90 | 6,434 % | 3,924 % | 4,207 % | 5,000 % | 3,603 % | 3,318 % 91 | 6,420 % | 3,927 % | 4,207 % | 4,991 % | 3,610 % | 3,327 % 92 | 6,407 % | 3,930 % | 4,207 % | 4,983 % | 3,616 % | 3,337 % 93 | 6,394 % | 3,933 % | 4,207 % | 4,974 % | 3,622 % | 3,346 % 94 | 6,381 % | 3,936 % | 4,207 % | 4,966 % | 3,628 % | 3,355 % 95 | 6,368 % | 3,938 % | 4,207 % | 4,958 % | 3,634 % | 3,364 % 96 | 6,356 % | 3,941 % | 4,207 % | 4,950 % | 3,640 % | 3,372 % 97 | 6,344 % | 3,944 % | 4,206 % | 4,942 % | 3,646 % | 3,381 % 98 | 6,332 % | 3,946 % | 4,206 % | 4,935 % | 3,652 % | 3,389 % 99 | 6,321 % | 3,949 % | 4,206 % | 4,927 % | 3,657 % | 3,397 % 100 | 6,310 % | 3,951 % | 4,206 % | 4,920 % | 3,663 % | 3,405 % 101 | 6,299 % | 3,954 % | 4,206 % | 4,913 % | 3,668 % | 3,413 % 102 | 6,288 % | 3,956 % | 4,206 % | 4,906 % | 3,673 % | 3,421 % 103 | 6,277 % | 3,959 % | 4,206 % | 4,899 % | 3,678 % | 3,428 % 104 | 6,267 % | 3,961 % | 4,206 % | 4,892 % | 3,683 % | 3,436 % 105 | 6,256 % | 3,963 % | 4,206 % | 4,886 % | 3,688 % | 3,443 % 106 | 6,246 % | 3,965 % | 4,206 % | 4,879 % | 3,693 % | 3,450 % 107 | 6,237 % | 3,968 % | 4,206 % | 4,873 % | 3,698 % | 3,457 % 108 | 6,227 % | 3,970 % | 4,206 % | 4,866 % | 3,702 % | 3,464 % 109 | 6,218 % | 3,972 % | 4,206 % | 4,860 % | 3,707 % | 3,471 % 110 | 6,208 % | 3,974 % | 4,206 % | 4,854 % | 3,711 % | 3,477 % 111 | 6,199 % | 3,976 % | 4,206 % | 4,848 % | 3,716 % | 3,484 % 112 | 6,190 % | 3,978 % | 4,206 % | 4,843 % | 3,720 % | 3,490 % 113 | 6,181 % | 3,980 % | 4,206 % | 4,837 % | 3,724 % | 3,497 % 114 | 6,173 % | 3,982 % | 4,206 % | 4,831 % | 3,728 % | 3,503 % 115 | 6,164 % | 3,984 % | 4,205 % | 4,826 % | 3,733 % | 3,509 % 116 | 6,156 % | 3,986 % | 4,205 % | 4,820 % | 3,737 % | 3,515 % 117 | 6,148 % | 3,987 % | 4,205 % | 4,815 % | 3,740 % | 3,521 % 118 | 6,140 % | 3,989 % | 4,205 % | 4,810 % | 3,744 % | 3,526 % 119 | 6,132 % | 3,991 % | 4,205 % | 4,805 % | 3,748 % | 3,532 % 120 | 6,124 % | 3,993 % | 4,205 % | 4,800 % | 3,752 % | 3,537 % 121 | 6,116 % | 3,995 % | 4,205 % | 4,795 % | 3,756 % | 3,543 % 122 | 6,109 % | 3,996 % | 4,205 % | 4,790 % | 3,759 % | 3,548 % 123 | 6,101 % | 3,998 % | 4,205 % | 4,785 % | 3,763 % | 3,554 % 124 | 6,094 % | 3,999 % | 4,205 % | 4,780 % | 3,766 % | 3,559 % 125 | 6,087 % | 4,001 % | 4,205 % | 4,776 % | 3,770 % | 3,564 % 126 | 6,080 % | 4,003 % | 4,205 % | 4,771 % | 3,773 % | 3,569 % 127 | 6,073 % | 4,004 % | 4,205 % | 4,767 % | 3,777 % | 3,574 % 128 | 6,066 % | 4,006 % | 4,205 % | 4,762 % | 3,780 % | 3,579 % 129 | 6,059 % | 4,007 % | 4,205 % | 4,758 % | 3,783 % | 3,584 % 130 | 6,052 % | 4,009 % | 4,205 % | 4,753 % | 3,786 % | 3,588 % 131 | 6,046 % | 4,010 % | 4,205 % | 4,749 % | 3,789 % | 3,593 % 132 | 6,040 % | 4,012 % | 4,205 % | 4,745 % | 3,793 % | 3,597 % 133 | 6,033 % | 4,013 % | 4,205 % | 4,741 % | 3,796 % | 3,602 % 134 | 6,027 % | 4,014 % | 4,205 % | 4,737 % | 3,799 % | 3,606 % 135 | 6,021 % | 4,016 % | 4,205 % | 4,733 % | 3,802 % | 3,611 % 136 | 6,015 % | 4,017 % | 4,205 % | 4,729 % | 3,805 % | 3,615 % 137 | 6,009 % | 4,018 % | 4,205 % | 4,725 % | 3,807 % | 3,619 % 138 | 6,003 % | 4,020 % | 4,205 % | 4,721 % | 3,810 % | 3,624 % 139 | 5,997 % | 4,021 % | 4,205 % | 4,717 % | 3,813 % | 3,628 % 140 | 5,991 % | 4,022 % | 4,205 % | 4,714 % | 3,816 % | 3,632 % 141 | 5,986 % | 4,024 % | 4,204 % | 4,710 % | 3,819 % | 3,636 % 142 | 5,980 % | 4,025 % | 4,204 % | 4,707 % | 3,821 % | 3,640 % 143 | 5,975 % | 4,026 % | 4,204 % | 4,703 % | 3,824 % | 3,644 % 144 | 5,969 % | 4,027

% | 4,204 % | 4,699 % | 3,826 % | 3,648 % 145 | 5,964 % | 4,028 % | 4,204 % | 4,696 % | 3,829 % | 3,651 % 146 | 5,959 % | 4,030 % | 4,204 % | 4,693 % | 3,832 % | 3,655 % 147 | 5,954 % | 4,031 % | 4,204 % | 4,689 % | 3,834 % | 3,659 % 148 | 5,948 % | 4,032 % | 4,204 % | 4,686 % | 3,837 % | 3,662 % 149 | 5,943 % | 4,033 % | 4,204 % | 4,683 % | 3,839 % | 3,666 % 150 | 5,938 % | 4,034 % | 4,204 % | 4,679 % | 3,841 % | 3,670 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 8,930 % | 0,818 % | – 0,142 % 2 | 9,137 % | 0,885 % | – 0,197 % 3 | 9,477 % | 0,942 % | – 0,216 % 4 | 9,607 % | 0,997 % | – 0,214 % 5 | 9,737 % | 1,057 % | – 0,202 % 6 | 9,818 % | 1,119 % | – 0,183 % 7 | 9,848 % | 1,180 % | – 0,156 % 8 | 9,845 % | 1,239 % | – 0,123 % 9 | 9,816 % | 1,293 % | – 0,090 % 10 | 9,763 % | 1,342 % | – 0,053 % 11 | 9,689 % | 1,388 % | – 0,017 % 12 | 9,599 % | 1,430 % | 0,021 % 13 | 9,499 % | 1,464 % | 0,063 % 14 | 9,392 % | 1,492 % | 0,101 % 15 | 9,281 % | 1,525 % | 0,133 % 16 | 9,168 % | 1,553 % | 0,169 % 17 | 9,055 % | 1,576 % | 0,197 % 18 | 8,943 % | 1,595 % | 0,223 % 19 | 8,832 % | 1,612 % | 0,246 % 20 | 8,724 % | 1,625 % | 0,268 % 21 | 8,618 % | 1,636 % | 0,288 % 22 | 8,516 % | 1,646 % | 0,305 % 23 | 8,417 % | 1,654 % | 0,319 % 24 | 8,321 % | 1,662 % | 0,329 % 25 | 8,229 % | 1,668 % | 0,334 % 26 | 8,140 % | 1,674 % | 0,335 % 27 | 8,055 % | 1,679 % | 0,335 % 28 | 7,973 % | 1,684 % | 0,339 % 29 | 7,894 % | 1,687 % | 0,348 % 30 | 7,819 % | 1,689 % | 0,365 % 31 | 7,747 % | 1,691 % | 0,391 % 32 | 7,678 % | 1,691 % | 0,423 % 33 | 7,612 % | 1,692 % | 0,461 % 34 | 7,549 % | 1,693 % | 0,503 % 35 | 7,488 % | 1,695 % | 0,547 % 36 | 7,430 % | 1,697 % | 0,593 % 37 | 7,375 % | 1,700 % | 0,639 % 38 | 7,322 % | 1,701 % | 0,687 % 39 | 7,271 % | 1,699 % | 0,734 % 40 | 7,222 % | 1,695 % | 0,781 % 41 | 7,175 % | 1,688 % | 0,827 % 42 | 7,130 % | 1,678 % | 0,873 % 43 | 7,087 % | 1,669 % | 0,918 % 44 | 7,046 % | 1,661 % | 0,961 % 45 | 7,006 % | 1,655 % | 1,004 % 46 | 6,968 % | 1,652 % | 1,046 % 47 | 6,931 % | 1,652 % | 1,087 % 48 | 6,896 % | 1,655 % | 1,126 % 49 | 6,862 % | 1,663 % | 1,165 % 50 | 6,829 % | 1,674 % | 1,202 % 51 | 6,798 % | 1,691 % | 1,238 % 52 | 6,767 % | 1,710 % | 1,273 % 53 | 6,738 % | 1,733 % | 1,308 % 54 | 6,710 % | 1,758 % | 1,341 % 55 | 6,683 % | 1,784 % | 1,373 % 56 | 6,656 % | 1,812 % | 1,404 % 57 | 6,631 % | 1,840 % | 1,434 % 58 | 6,606 % | 1,870 % | 1,463 % 59 | 6,582 % | 1,899 % | 1,492 % 60 | 6,559 % | 1,929 % | 1,519 % 61 | 6,537 % | 1,959 % | 1,546 % 62 | 6,516 % | 1,988 % | 1,572 % 63 | 6,495 % | 2,018 % | 1,597 % 64 | 6,474 % | 2,047 % | 1,622 % 65 | 6,455 % | 2,076 % | 1,646 % 66 | 6,436 % | 2,104 % | 1,669 % 67 | 6,417 % | 2,132 % | 1,691 % 68 | 6,399 % | 2,159 % | 1,713 % 69 | 6,382 % | 2,186 % | 1,734 % 70 | 6,365 % | 2,213 % | 1,755 % 71 | 6,349 % | 2,239 % | 1,775 % 72 | 6,333 % | 2,265 % | 1,794 % 73 | 6,317 % | 2,290 % | 1,813 % 74 | 6,302 % | 2,314 % | 1,832 % 75 | 6,287 % | 2,338 % | 1,850 % 76 | 6,273 % | 2,361 % | 1,868 % 77 | 6,259 % | 2,384 % | 1,885 % 78 | 6,245 % | 2,407 % | 1,901 % 79 | 6,232 % | 2,429 % | 1,918 % 80 | 6,219 % | 2,450 % | 1,934 % 81 | 6,206 % | 2,471 % | 1,949 % 82 | 6,194 % | 2,492 % | 1,964 % 83 | 6,182 % | 2,512 % | 1,979 % 84 | 6,170 % | 2,531 % | 1,993 % 85 | 6,159 % | 2,551 % | 2,008 % 86 | 6,148 % | 2,570 % | 2,021 % 87 | 6,137 % | 2,588 % | 2,035 % 88 | 6,126 % | 2,606 % | 2,048 % 89 | 6,115 % | 2,624 % | 2,061 % 90 | 6,105 % | 2,641 % | 2,073 % 91 | 6,095 % | 2,658 % | 2,086 % 92 | 6,086 % | 2,674 % | 2,098 % 93 | 6,076 % | 2,690 % | 2,110 % 94 | 6,067 % | 2,706 % | 2,121 % 95 | 6,057 % | 2,722 % | 2,132 % 96 | 6,048 % | 2,737 % | 2,143 % 97 | 6,040 % | 2,752 % | 2,154 % 98 | 6,031 % | 2,767 % | 2,165 % 99 | 6,023 % | 2,781 % | 2,175 % 100 | 6,014 % | 2,795 % | 2,185 % 101 | 6,006 % | 2,809 % | 2,195 % 102 | 5,998 % | 2,822 % | 2,205 % 103 | 5,991 % | 2,836 % | 2,215 % 104 | 5,983 % | 2,849 % | 2,224 % 105 | 5,975 % | 2,861 % | 2,234 % 106 | 5,968 % | 2,874 % | 2,243 % 107 | 5,961 % | 2,886 % | 2,252 % 108 | 5,954 % | 2,898 % | 2,260 % 109 | 5,947 % | 2,910 % | 2,269 % 110 | 5,940 % | 2,922 % | 2,277 % 111 | 5,933 % | 2,933 % | 2,286 % 112 | 5,927 % | 2,945 % | 2,294 % 113 | 5,920 % | 2,956 % | 2,302 % 114 | 5,914 % | 2,966 % | 2,309 % 115 | 5,908 % | 2,977 % | 2,317 % 116 | 5,902 % | 2,988 % | 2,325 % 117 | 5,896 % | 2,998 % | 2,332 % 118 | 5,890 % | 3,008 % | 2,340 % 119 | 5,884 % | 3,018 % | 2,347 % 120 | 5,878 % | 3,028 % | 2,354 % 121 | 5,873 % | 3,037 % | 2,361 % 122 | 5,867 % | 3,047 % | 2,368 % 123 | 5,862 % | 3,056 % | 2,374 % 124 | 5,856 % | 3,065 % | 2,381 % 125 | 5,851 % | 3,074 % | 2,388 % 126 | 5,846 % | 3,083 % | 2,394 % 127 | 5,841 % | 3,092 % | 2,400 % 128 | 5,836 % | 3,101 % | 2,407 % 129 | 5,831 % | 3,109 % | 2,413 % 130 | 5,826 % | 3,117 % | 2,419 % 131 | 5,821 % | 3,126 % | 2,425 % 132 | 5,816 % | 3,134 % | 2,430 % 133 | 5,812 % | 3,142 % | 2,436 % 134 | 5,807 % | 3,150 % | 2,442 % 135 | 5,803 % | 3,157 % | 2,448 % 136 | 5,798 % | 3,165 % | 2,453 % 137 | 5,794 % | 3,172 % | 2,458 % 138 | 5,790 % | 3,180 % | 2,464 % 139 | 5,785 % | 3,187 % | 2,469 % 140 | 5,781 % | 3,194 % | 2,474 % 141 | 5,777 % | 3,202 % | 2,479 % 142 | 5,773 % | 3,209 % | 2,484 % 143 | 5,769 % | 3,215 % | 2,489 % 144 | 5,765 % | 3,222 % | 2,494 % 145 | 5,761 % | 3,229 % | 2,499 % 146 | 5,757 % | 3,236 % | 2,504 % 147 | 5,753 % | 3,242 % | 2,509 % 148 | 5,750 % | 3,249 % | 2,513 % 149 | 5,746 % | 3,255 % | 2,518 % 150 | 5,742 % | 3,261 % | 2,523 % * * * 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 | 2 | 28 | 2 2 | 0 | 0 | 43 | 5 | 2 | 46 | 1 3 | 0 | 2 | 48 | 5 | 4 | 51 | 1 4 | 0 | 4 | 51 | 5 | 5 | 51 | 1 5 | 1 | 5 | 56 | 5 | 7 | 54 | 0 6 | 2 | 6 | 59 | 5 | 9 | 55 | 0 7 | 3 | 7 | 62 | 5 | 11 | 56 | 0 8 | 3 | 8 | 63 | 5 | 13 | 55 | 0 9 | 4 | 9 | 65 | 5 | 14 | 52 | 0 10 | 4 | 9 | 68 | 5 | 15 | 51 | 1 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 433 | 4 | 19 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 3 | 2 | 0 | 0 | 0 | 230 | 4 | 29 4 | 4 | 0 | 0 | 0 | 198 | 4 | 30 5 | 5 | 0 | 0 | 0 | 180 | 4 | 31 6 | 6 | 0 | 0 | 0 | 176 | 4 | 32 7 | 7 | 0 | 0 | 0 | 173 | 4 | 33 8 | 8 | 1 | 2 | 0 | 178 | 2 | 34 9 | 9 | 1 | 3 | 0 | 180 | 1 | 34 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal ---|---|---|---|---|---|---|--- 1 | 6 | 6 | 6 | 0 | 19 | 0 | 28 2 | 14 | 13 | 13 | 0 | 26 | 0 | 46 3 | 18 | 16 | 16 | 0 | 29 | 0 | 51 4 | 20 | 18 | 18 | 0 | 30 | 0 | 51 5 | 22 | 20 | 20 | 0 | 31 | 0 | 54 6 | 23 | 22 | 22 | 0 | 32 | 0 | 56 7 | 24 | 23 | 23 | 0 | 33 | 0 | 56 8 | 26 | 24 | 24 | 2 | 34 | 0 | 55 9 | 27 | 25 | 25 | 3 | 34 | 1 | 52 10 | 28 | 26 | 26 | 3 | 34 | 1 | 51 Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein ---|---|---|---|---|---|---|--- 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 2 | 19 | 18 | 24 | 13 | 0 | 0 | 0 3 | 21 | 21 | 29 | 16 | 0 | 0 | 0 4 | 23 | 22 | 34 | 18 | 0 | 0 | 0 5 | 24 | 24 | 38 | 20 | 0 | 0 | 0 6 | 26 | 25 | 41 | 22 | 0 | 0 | 0 7 | 27 | 26 | 43 | 23 | 0 | 0 | 0 8 | 29 | 28 | 44 | 24 | 0 | 0 | 0 9 | 31 | 28 | 44 | 25 | 0 | 0 | 0 10 | 28 | 28 | 44 | 26 | 0 | 0 | 0 Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 12 | 0 | 17 | 0 | 11 2 | 0 | 0 | 12 | 0 | 19 | 0 | 18 3 | 0 | 0 | 12 | 0 | 18 | 1 | 30 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 5 | 0 | 0 | 12 | 0 | 16 | 3 | 41 6 | 0 | 0 | 12 | 0 | 15 | 3 | 45 7 | 0 | 0 | 12 | 0 | 14 | 4 | 47 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 9 | 0 | 0 | 12 | 0 | 16 | 5 | 41 10 | 0 | 0 | 12 | 0 | 13 | 5 | 44 Duration (in years) | Hong Kong | India | Japan | Malaysia | Mexico | New Zealand | Russia ---|---|---|---|---|---|---|--- 1 | 0 | 9 | 0 | 0 | 10 | 0 | 0 2 | 0 | 9 | 0 | 0 | 10 | 0 | 0 3 | 0 | 9 | 0 | 0 | 10 | 0 | 0 4 | 0 | 9 | 0 | 0 | 10 | 0 | 1 5 | 0 | 9 | 0 | 0 | 10 | 0 | 3 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 7 | 0 | 9 | 0 | 0 | 10 | 0 | 9 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 9 | 0 | 9 | 1 | 0 | 10 | 0 | 20 10 | 0 | 9 | 1 | 0 | 10 | 0 | 20 Duration (in years) | Singapore | South Africa | South Korea | Thailand | Taiwan | United States ---|---|---|---|---|---|--- 1 | 0 | 3 | 10 | 0 | 4 | 0 2 | 0 | 7 | 12 | 0 | 4 | 0 3 | 0 | 6 | 13 | 0 | 4 | 0 4 | 0 | 5 | 14 | 0 | 4 | 0 5 | 0 | 4 | 16 | 0 | 4 | 0 6 | 0 | 5 | 16 | 0 | 4 | 0 7 | 0 | 6 | 16 | 0 | 4 | 0 8 | 0 | 7 | 16 | 0 | 4 | 0 9 | 0 | 7 | 16 | 0 | 4 | 0 10 | 0 | 8 | 16 | 0 | 4 | 0 2\. Exposures to financial institutions 2.1.

Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 21 | 48 | 130 | 244 | 594 | 1503 2 | 6 | 21 | 48 | 130 | 244 | 594 | 1198 3 | 7 | 24 | 49 | 122 | 240 | 590 | 965 4 | 8 | 26 | 52 | 123 | 239 | 589 | 788 5 | 10 | 29 | 57 | 126 | 239 | 589 | 652 6 | 11 | 32 | 61 | 130 | 239 | 589 | 589 7 | 12 | 34 | 62 | 132 | 239 | 589 | 589 8 | 12 | 35 | 62 | 130 | 239 | 589 | 589 9 | 12 | 35 | 62 | 129 | 239 | 589 | 589 10 | 13 | 37 | 62 | 128 | 239 | 589 | 589 11 | 13 | 38 | 62 | 128 | 239 | 589 | 589 12 | 14 | 38 | 62 | 128 | 239 | 589 | 589 13 | 14 | 39 | 62 | 128 | 239 | 589 | 589 14 | 14 | 39 | 62 | 128 | 239 | 589 | 589 15 | 14 | 39 | 62 | 128 | 239 | 589 | 589 16 | 14 | 39 | 62 | 128 | 239 | 589 | 589 17 | 14 | 39 | 62 | 128 | 239 | 589 | 589 18 | 14 | 39 | 62 | 128 | 239 | 589 | 589 19 | 14 | 39 | 62 | 128 | 239 | 589 | 589 20 | 14 | 39 | 62 | 128 | 239 | 589 | 589 21 | 15 | 39 | 62 | 128 | 239 | 589 | 589 22 | 15 | 39 | 62 | 128 | 239 | 589 | 589 23 | 16 | 39 | 62 | 128 | 239 | 589 | 589 24 | 16 | 39 | 62 | 128 | 239 | 589 | 589 25 | 17 | 39 | 62 | 128 | 239 | 589 | 589 26 | 18 | 39 | 62 | 128 | 239 | 589 | 589 27 | 19 | 39 | 62 | 128 | 239 | 589 | 589 28 | 19 | 39 | 62 | 128 | 239 | 589 | 589 29 | 19 | 39 | 62 | 128 | 239 | 589 | 589 30 | 20 | 39 | 62 | 128 | 239 | 589 | 589 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 | 26 | 53 | 134 | 248 | 599 | 1514 2 | 12 | 28 | 55 | 136 | 250 | 601 | 1208 3 | 14 | 31 | 56 | 128 | 247 | 597 | 973 4 | 15 | 33 | 59 | 130 | 246 | 596 | 794 5 | 16 | 36 | 64 | 132 | 245 | 596 | 658 6 | 17 | 37 | 67 | 136 | 245 | 595 | 595 7 | 18 | 39 | 68 | 138 | 244 | 595 | 595 8 | 17 | 39 | 67 | 135 | 244 | 594 | 594 9 | 17 | 40 | 66 | 133 | 243 | 594 | 594 10 | 17 | 41 | 66 | 133 | 243 | 593 | 593 11 | 17 | 41 | 66 | 132 | 243 | 593 | 593 12 | 17 | 42 | 65 | 132 | 242 | 592 | 592 13 | 17 | 42 | 65 | 131 | 241 | 592 | 592 14 | 16 | 41 | 64 | 130 | 241 | 591 | 591 15 | 16 | 41 | 64 | 130 | 240 | 591 | 591 16 | 15 | 40 | 63 | 129 | 240 | 590 | 590 17 | 15 | 40 | 63 | 129 | 240 | 590 | 590 18 | 15 | 40 | 62 | 129 | 239 | 590 | 590 19 | 15 | 40 | 62 | 129 | 239 | 590 | 590 20 | 15 | 40 | 63 | 129 | 240 | 590 | 590 21 | 16 | 41 | 63 | 130 | 240 | 590 | 590 22 | 16 | 41 | 63 | 130 | 240 | 591 | 591 23 | 16 | 41 | 64 | 130 | 240 | 591 | 591 24 | 16 | 41 | 64 | 130 | 241 | 591 | 591 25 | 17 | 41 | 64 | 130 | 241 | 591 | 591 26 | 18 | 41 | 64 | 130 | 241 | 591 | 591 27 | 19 | 41 | 64 | 130 | 241 | 591 | 591 28 | 19 | 41 | 64 | 130 | 241 | 591 | 591 29 | 20 | 41 | 64 | 130 | 241 | 591 | 591 30 | 20 | 41 | 64 | 130 | 241 | 591 | 591 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 | 48 | 130 | 244 | 594 | 1 503 2 | 6 | 21 | 48 | 130 | 244 | 594 | 1 198 3 | 7 | 24 | 49 | 121 | 240 | 590 | 965 4 | 8 | 26 | 52 | 123 | 239 | 589 | 787 5 | 10 | 29 | 57 | 126 | 239 | 589 | 652 6 | 11 | 31 | 61 | 130 | 239 | 589 | 589 7 | 12 | 34 | 62 | 132 | 239 | 589 | 589 8 | 12 | 34 | 62 | 130 | 239 | 589 | 589 9 | 12 | 35 | 61 | 129 | 239 | 589 | 589 10 | 13 | 36 | 62 | 128 | 239 | 589 | 589 11 | 13 | 37 | 62 | 128 | 239 | 589 | 589 12 | 14 | 38 | 62 | 128 | 239 | 589 | 589 13 | 14 | 39 | 62 | 128 | 239 | 589 | 589 14 | 14 | 39 | 62 | 128 | 239 | 589 | 589 15 | 14 | 39 | 62 | 128 | 239 | 589 | 589 16 | 14 | 39 | 62 | 128 | 239 | 589 | 589 17 | 14 | 39 | 62 | 128 | 239 | 589 | 589 18 | 14 | 39 | 62 | 128 | 239 | 589 | 589 19 | 14 | 39 | 62 | 128 | 239 | 589 | 589 20 | 14 | 39 | 62 | 128 | 239 | 589 | 589 21 | 15 | 39 | 62 | 128 | 239 | 589 | 589 22 | 15 | 39 | 62 | 128 | 239 | 589 | 589 23 | 16 | 39 | 62 | 128 | 239 | 589 | 589 24 | 16 | 39 | 62 | 128 | 239 | 589 | 589 25 | 17 | 39 | 62 | 128 | 239 | 589 | 589 26 | 18 | 39 | 62 | 128 | 239 | 589 | 589 27 | 19 | 39 | 62 | 128 | 239 | 589 | 589 28 | 19 | 39 | 62 | 128 | 239 | 589 | 589 29 | 19 | 39 | 62 | 128 | 239 | 589 | 589 30 | 20 | 39 | 62 | 128 | 239 | 589 | 589 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 | 88 | 104 | 131 | 212 | 326 | 677 | 1 524 2 | 83 | 99 | 126 | 207 | 321 | 671 | 1 221 3 | 87 | 104 | 129 | 201 | 320 | 670 | 985 4 | 85 | 103 | 129 | 200 | 316 | 666 | 807 5 | 83 | 103 | 131 | 199 | 313 | 663 | 670 6 | 82 | 103 | 132 | 201 | 310 | 660 | 660 7 | 81 | 102 | 131 | 201 | 307 | 658 | 658 8 | 79 | 102 | 129 | 197 | 306 | 656 | 656 9 | 78 | 101 | 127 | 194 | 304 | 655 | 655 10 | 74 | 98 | 123 | 190 | 300 | 651 | 651 11 | 72 | 96 | 120 | 187 | 297 | 648 | 648 12 | 70 | 95 | 119 | 185 | 296 | 646 | 646 13 | 70 | 95 | 118 | 184 | 295 | 645 | 645 14 | 70 | 95 | 117 | 184 | 294 | 644 | 644 15 | 69 | 94 | 117 | 183 | 294 | 644 | 644 16 | 68 | 93 | 116 | 182 | 293 | 643 | 643 17 | 68 | 93 | 115 | 182 | 292 | 643 | 643 18 | 67 | 92 | 114 | 181 | 291 | 642 | 642 19 | 66 | 91 | 114 | 180 | 290 | 641 | 641 20 | 65 | 90 | 113 | 179 | 290 | 640 | 640 21 | 64 | 89 | 112 | 179 | 289 | 639 | 639 22 | 64 | 89 | 111 | 178 | 288 | 638 | 638 23 | 63 | 88 | 110 | 177 | 287 | 638 | 638 24 | 62 | 87 | 109 | 176 | 286 | 636 | 636 25 | 60 | 86 | 108 | 175 | 285 | 635 | 635 26 | 59 | 84 | 107 | 174 | 284 | 634 | 634 27 | 58 | 83 | 106 | 172 | 283 | 633 | 633 28 | 57 | 82 | 105 | 171 | 282 | 632 | 632 29 | 56 | 81 | 104 | 170 | 281 | 631 | 631 30 | 55 | 80 | 103 | 169 | 280 | 630 | 630 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 | 52 | 134 | 248 | 598 | 1 496 2 | 12 | 27 | 54 | 136 | 250 | 600 | 1 194 3 | 14 | 31 | 56 | 129 | 247 | 597 | 962 4 | 16 | 34 | 59 | 131 | 247 | 597 | 786 5 | 17 | 37 | 65 | 133 | 246 | 597 | 652 6 | 18 | 39 | 68 | 138 | 246 | 597 | 597 7 | 19 | 41 | 70 | 139 | 246 | 596 | 596 8 | 19 | 41 | 68 | 137 | 245 | 596 | 596 9 | 18 | 41 | 68 | 135 | 245 | 595 | 595 10 | 18 | 42 | 67 | 134 | 244 | 595 | 595 11 | 18 | 43 | 67 | 133 | 244 | 594 | 594 12 | 18 | 43 | 66 | 133 | 243 | 594 | 594 13 | 18 | 43 | 66 | 132 | 243 | 593 | 593 14 | 18 | 43 | 66 | 132 | 242 | 593 | 593 15 | 18 | 43 | 65 | 132 | 242 | 592 | 592 16 | 17 | 42 | 65 | 131 | 241 | 592 | 592 17 | 17 | 42 | 64 | 131 | 241 | 592 | 592 18 | 17 | 42 | 64 | 131 | 241 | 591 | 591 19 | 17 | 42 | 64 | 131 | 241 | 591 | 591 20 | 17 | 42 | 65 | 131 | 242 | 592 | 592 21 | 17 | 42 | 65 | 131 | 242 | 592 | 592 22 | 17 | 43 | 65 | 132 | 242 | 592 | 592 23 | 18 | 43 | 65 | 132 | 242 | 593 | 593 24 | 18 | 43 | 65 | 132 | 242 | 593 | 593 25 | 18 | 43 | 65 | 132 | 242 | 593 | 593 26 | 18 | 43 | 65 | 132 | 242 | 593 | 593 27 | 19 | 43 | 65 | 132 | 242 | 593 | 593 28 | 19 | 43 | 65 | 132 | 242 | 593 | 593 29 | 20 | 43 | 65 | 132 | 242 | 593 | 593 30 | 21 | 43 | 65 | 132 | 242 | 593 | 593 2.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 53 | 69 | 96 | 178 | 291 | 642 | 1 530 2 | 57 | 73 | 100 | 181 | 295 | 646 | 1 228 3 | 62 | 79 | 105 | 177 | 296 | 646 | 993 4 | 66 | 84 | 110 | 181 | 297 | 647 | 814 5 | 68 | 88 | 116 | 184 | 297 | 648 | 677 6 | 69 | 90 | 119 | 188 | 297 | 647 | 647 7 | 69 | 91 | 120 | 189 | 296 | 646 | 646 8 | 68 | 91 | 118 | 186 | 295 | 645 | 645 9 | 67 | 90 | 116 | 183 | 293 | 644 | 644 10 | 66 | 89 | 115 | 181 | 292 | 642 | 642 11 | 64 | 89 | 113 | 180 | 290 | 640 | 640 12 | 63 | 88 | 111 | 178 | 288 | 639 | 639 13 | 62 | 87 | 110 | 176 | 287 | 637 | 637 14 | 61 | 86 | 108 | 175 | 285 | 636 | 636 15 | 59 | 84 | 107 | 173 | 284 | 634 | 634 16 | 58 | 83 | 106 | 172 | 283 | 633 | 633 17 | 57 | 82 | 105 | 171 | 282 | 632 | 632 18 | 56 | 81 | 104 | 170 | 281 | 631 | 631 19 | 56 | 81 | 103 | 170 | 280 | 631 | 631 20 | 55 | 80 | 103 | 169 | 279 | 630 | 630 21 | 54 | 79 | 102 | 168 | 279 | 629 | 629 22 | 53 | 78 | 101 | 168 | 278 | 628 | 628 23 | 53 | 78 | 100 | 167 | 277 | 628 | 628 24 | 52 | 77 | 99 | 166 | 276 | 627 | 627 25 | 51 | 76 | 99 | 165 | 275 | 626 | 626 26 | 50 | 75 | 98 | 164 | 275 | 625 | 625 27 | 49 | 74 | 97 | 163 | 274 | 624 | 624 28 | 48 | 73 | 96 | 162 | 273 | 623 | 623 29 | 47 | 72 | 95 | 162 | 272 | 622 | 622 30 | 47 | 72 | 94 | 161 | 271 | 622 | 622 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 | 21 | 47 | 129 | 243 | 593 | 1 502 2 | 5 | 21 | 47 | 129 | 243 | 593 | 1 197 3 | 6 | 23 | 48 | 121 | 239 | 590 | 964 4 | 7 | 25 | 51 | 122 | 238 | 588 | 787 5 | 9 | 28 | 56 | 125 | 238 | 588 | 652 6 | 10 | 31 | 60 | 129 | 238 | 588 | 588 7 | 11 | 33 | 62 | 131 | 238 | 588 | 588 8 | 11 | 34 | 61 | 129 | 238 | 588 | 588 9 | 11 | 35 | 61 | 128 | 238 | 588 | 588 10 | 12 | 36 | 61 | 128 | 238 | 588 | 588 11 | 12 | 37 | 61 | 128 | 238 | 588 | 588 12 | 13 | 38 | 61 | 128 | 238 | 588 | 588 13 | 13 | 38 | 61 | 128 | 238 | 588 | 588 14 | 13 | 38 | 61 | 128 | 238 | 588 | 588 15 | 13 | 38 | 61 | 128 | 238 | 588 | 588 16 | 13 | 38 | 61 | 128 | 238 | 588 | 588 17 | 13 | 38 | 61 | 128 | 238 | 588 | 588 18 | 13 | 38 | 61 | 128 | 238 | 588 | 588 19 | 13 | 38 | 61 | 128 | 238 | 588 | 588 20 | 14 | 38 | 61 | 128 | 238 | 588 | 588 21 | 15 | 38 | 61 | 128 | 238 | 588 | 588 22 | 15 | 38 | 61 | 128 | 238 | 588 | 588 23 | 16 | 38 | 61 | 128 | 238 | 588 | 588 24 | 16 | 38 | 61 | 128 | 238 | 588 | 588 25 | 17 | 39 | 61 | 128 | 238 | 588 | 588 26 | 18 | 39 | 61 | 128 | 238 | 588 | 588 27 | 19 | 39 | 61 | 128 | 238 | 588 | 588 28 | 19 | 39 | 61 | 128 | 238 | 588 | 588 29 | 19 | 39 | 61 | 128 | 238 | 588 | 588 30 | 20 | 39 | 61 | 128 | 238 | 588 | 588 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 25 | 58 | 162 | 262 | 612 | 1 518 2 | 7 | 25 | 58 | 162 | 262 | 612 | 1 210 3 | 8 | 27 | 58 | 145 | 258 | 608 | 974 4 | 9 | 30 | 60 | 132 | 256 | 607 | 795 5 | 11 | 31 | 60 | 119 | 255 | 605 | 659 6 | 13 | 35 | 63 | 110 | 254 | 604 | 604 7 | 15 | 37 | 63 | 102 | 253 | 603 | 603 8 | 16 | 38 | 61 | 94 | 252 | 602 | 602 9 | 18 | 45 | 65 | 88 | 251 | 601 | 601 10 | 17 | 44 | 62 | 83 | 250 | 600 | 600 11 | 16 | 43 | 60 | 83 | 249 | 599 | 599 12 | 16 | 43 | 60 | 83 | 248 | 598 | 598 13 | 16 | 43 | 60 | 83 | 247 | 598 | 598 14 | 16 | 44 | 60 | 83 | 247 | 597 | 597 15 | 16 | 44 | 60 | 83 | 246 | 596 | 596 16 | 16 | 44 | 60 | 83 | 244 | 595 | 595 17 | 16 | 44 | 60 | 83 | 243 | 594 | 594 18 | 16 | 44 | 60 | 83 | 243 | 593 | 593 19 | 16 | 44 | 60 | 83 | 243 | 593 | 593 20 | 16 | 44 | 60 | 83 | 243 | 594 | 594 21 | 16 | 44 | 60 | 83 | 244 | 594 | 594 22 | 16 | 44 | 60 | 83 | 243 | 594 | 594 23 | 16 | 44 | 60 | 83 | 243 | 593 | 593 24 | 16 | 44 | 60 | 83 | 242 | 593 | 593 25 | 17 | 44 | 60 | 83 | 242 | 592 | 592 26 | 18 | 44 | 60 | 83 | 242 | 592 | 592 27 | 19 | 44 | 60 | 83 | 241 | 592 | 592 28 | 19 | 44 | 60 | 83 | 241 | 591 | 591 29 | 19 | 44 | 60 | 83 | 241 | 591 | 591 30 | 20 | 44 | 60 | 83 | 240 | 591 | 591 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 | 90 | 105 | 132 | 214 | 328 | 678 | 1 526 2 | 87 | 102 | 129 | 211 | 325 | 675 | 1 223 3 | 85 | 102 | 127 | 200 | 319 | 669 | 990 4 | 84 | 102 | 127 | 199 | 315 | 665 | 811 5 | 82 | 101 | 129 | 198 | 311 | 661 | 674 6 | 81 | 101 | 130 | 200 | 309 | 659 | 659 7 | 79 | 101 | 129 | 199 | 305 | 656 | 656 8 | 76 | 98 | 126 | 194 | 303 | 653 | 653 9 | 74 | 97 | 123 | 190 | 300 | 651 | 651 10 | 72 | 96 | 121 | 188 | 298 | 649 | 649 11 | 71 | 95 | 120 | 186 | 296 | 647 | 647 12 | 70 | 94 | 118 | 184 | 295 | 645 | 645 13 | 68 | 93 | 116 | 183 | 293 | 643 | 643 14 | 67 | 92 | 114 | 181 | 291 | 642 | 642 15 | 65 | 90 | 113 | 179 | 290 | 640 | 640 16 | 64 | 89 | 112 | 178 | 289 | 639 | 639 17 | 63 | 88 | 111 | 177 | 287 | 638 | 638 18 | 62 | 87 | 109 | 176 | 286 | 637 | 637 19 | 61 | 86 | 109 | 175 | 285 | 636 | 636 20 | 60 | 85 | 108 | 174 | 285 | 635 | 635 21 | 59 | 84 | 107 | 173 | 284 | 634 | 634 22 | 58 | 83 | 106 | 172 | 283 | 633 | 633 23 | 57 | 82 | 105 | 171 | 282 | 632 | 632 24 | 56 | 81 | 104 | 170 | 281 | 631 | 631 25 | 55 | 80 | 103 | 169 | 280 | 630 | 630 26 | 54 | 79 | 102 | 168 | 279 | 629 | 629 27 | 53 | 78 | 101 | 167 | 278 | 628 | 628 28 | 52 | 77 | 100 | 166 | 277 | 627 | 627 29 | 51 | 76 | 99 | 165 | 276 | 626 | 626 30 | 50 | 75 | 98 | 164 | 275 | 625 | 625 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 | 77 | 104 | 186 | 300 | 650 | 1 544 2 | 60 | 75 | 102 | 184 | 298 | 648 | 1 235 3 | 59 | 76 | 102 | 174 | 293 | 643 | 996 4 | 59 | 77 | 103 | 174 | 290 | 640 | 815 5 | 58 | 78 | 106 | 174 | 287 | 638 | 677 6 | 57 | 78 | 107 | 177 | 285 | 636 | 636 7 | 57 | 78 | 107 | 177 | 283 | 634 | 634 8 | 55 | 77 | 105 | 173 | 282 | 632 | 632 9 | 53 | 76 | 103 | 170 | 280 | 630 | 630 10 | 53 | 76 | 102 | 168 | 279 | 629 | 629 11 | 52 | 76 | 101 | 167 | 278 | 628 | 628 12 | 52 | 76 | 100 | 166 | 277 | 627 | 627 13 | 51 | 76 | 99 | 166 | 276 | 626 | 626 14 | 51 | 76 | 98 | 165 | 275 | 626 | 626 15 | 50 | 75 | 98 | 164 | 275 | 625 | 625 16 | 49 | 74 | 97 | 163 | 273 | 624 | 624 17 | 48 | 73 | 96 | 162 | 273 | 623 | 623 18 | 47 | 73 | 95 | 162 | 272 | 622 | 622 19 | 47 | 72 | 95 | 161 | 272 | 622 | 622 20 | 47 | 72 | 94 | 161 | 271 | 622 | 622 21 | 46 | 72 | 94 | 161 | 271 | 621 | 621 22 | 46 | 71 | 94 | 160 | 271 | 621 | 621 23 | 46 | 71 | 93 | 160 | 270 | 620 | 620 24 | 45 | 70 | 93 | 159 | 270 | 620 | 620 25 | 44 | 69 | 92 | 158 | 269 | 619 | 619 26 | 44 | 69 | 91 | 158 | 268 | 619 | 619 27 | 43 | 68 | 91 | 157 | 268 | 618 | 618 28 | 42 | 67 | 90 | 156 | 267 | 617 | 617 29 | 42 | 67 | 89 | 156 | 266 | 617 | 617 30 | 41 | 66 | 89 | 155 | 266 | 616 | 616 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 | 73 | 155 | 269 | 619 | 1 534 2 | 31 | 47 | 74 | 155 | 269 | 620 | 1 225 3 | 31 | 48 | 74 | 146 | 265 | 615 | 986 4 | 32 | 50 | 75 | 146 | 262 | 613 | 805 5 | 32 | 52 | 80 | 148 | 261 | 612 | 667 6 | 33 | 53 | 82 | 152 | 261 | 611 | 611 7 | 33 | 55 | 83 | 153 | 260 | 610 | 610 8 | 32 | 55 | 82 | 150 | 259 | 609 | 609 9 | 31 | 55 | 81 | 148 | 258 | 608 | 608 10 | 31 | 55 | 80 | 147 | 257 | 608 | 608 11 | 31 | 55 | 80 | 146 | 257 | 607 | 607 12 | 31 | 55 | 79 | 145 | 256 | 606 | 606 13 | 30 | 55 | 78 | 145 | 255 | 605 | 605 14 | 30 | 55 | 77 | 144 | 254 | 605 | 605 15 | 29 | 54 | 77 | 143 | 253 | 604 | 604 16 | 28 | 53 | 75 | 142 | 252 | 603 | 603 17 | 27 | 52 | 75 | 141 | 252 | 602 | 602 18 | 27 | 52 | 74 | 141 | 251 | 602 | 602 19 | 26 | 51 | 74 | 141 | 251 | 601 | 601 20 | 26 | 52 | 74 | 141 | 251 | 601 | 601 21 | 27 | 52 | 74 | 141 | 251 | 601 | 601 22 | 26 | 51 | 74 | 141 | 251 | 601 | 601 23 | 26 | 51 | 74 | 140 | 251 | 601 | 601 24 | 26 | 51 | 74 | 140 | 251 | 601 | 601 25 | 26 | 51 | 74 | 140 | 250 | 601 | 601 26 | 26 | 51 | 73 | 140 | 250 | 601 | 601 27 | 25 | 51 | 73 | 140 | 250 | 600 | 600 28 | 25 | 50 | 73 | 139 | 250 | 600 | 600 29 | 25 | 50 | 73 | 139 | 250 | 600 | 600 30 | 25 | 50 | 72 | 139 | 249 | 600 | 600 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 | 5 | 27 | 109 | 223 | 573 | 1 492 2 | 1 | 6 | 28 | 110 | 224 | 574 | 1 189 3 | 2 | 6 | 29 | 102 | 220 | 571 | 958 4 | 2 | 8 | 32 | 103 | 219 | 570 | 782 5 | 3 | 9 | 37 | 106 | 219 | 569 | 648 6 | 4 | 12 | 41 | 110 | 219 | 569 | 569 7 | 5 | 14 | 43 | 112 | 219 | 569 | 569 8 | 6 | 15 | 42 | 110 | 219 | 569 | 569 9 | 6 | 16 | 42 | 109 | 219 | 569 | 569 10 | 7 | 17 | 42 | 109 | 219 | 569 | 569 11 | 8 | 19 | 43 | 110 | 220 | 571 | 571 12 | 9 | 19 | 42 | 108 | 219 | 569 | 569 13 | 9 | 20 | 43 | 110 | 220 | 570 | 570 14 | 10 | 20 | 43 | 109 | 220 | 570 | 570 15 | 10 | 19 | 42 | 108 | 219 | 569 | 569 16 | 12 | 18 | 41 | 107 | 217 | 568 | 568 17 | 12 | 19 | 40 | 107 | 217 | 568 | 568 18 | 13 | 19 | 41 | 107 | 218 | 568 | 568 19 | 13 | 20 | 41 | 107 | 218 | 568 | 568 20 | 13 | 21 | 42 | 108 | 219 | 569 | 569 21 | 15 | 22 | 42 | 109 | 219 | 569 | 569 22 | 15 | 22 | 42 | 109 | 219 | 570 | 570 23 | 16 | 23 | 43 | 109 | 219 | 570 | 570 24 | 16 | 25 | 43 | 109 | 219 | 570 | 570 25 | 17 | 25 | 44 | 109 | 219 | 570 | 570 26 | 17 | 26 | 45 | 109 | 219 | 570 | 570 27 | 18 | 26 | 47 | 109 | 219 | 570 | 570 28 | 19 | 27 | 49 | 109 | 219 | 570 | 570 29 | 19 | 29 | 50 | 109 | 219 | 570 | 570 30 | 20 | 29 | 51 | 109 | 219 | 570 | 570 2.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 63 | 90 | 172 | 286 | 636 | 1 552 2 | 47 | 63 | 90 | 172 | 286 | 636 | 1 237 3 | 48 | 65 | 90 | 163 | 281 | 631 | 996 4 | 48 | 66 | 92 | 163 | 279 | 629 | 813 5 | 49 | 68 | 96 | 165 | 278 | 628 | 673 6 | 49 | 69 | 98 | 168 | 277 | 627 | 627 7 | 49 | 71 | 99 | 169 | 276 | 626 | 626 8 | 48 | 70 | 97 | 166 | 274 | 625 | 625 9 | 47 | 70 | 96 | 163 | 273 | 624 | 624 10 | 46 | 70 | 95 | 162 | 272 | 623 | 623 11 | 46 | 70 | 95 | 161 | 272 | 622 | 622 12 | 46 | 70 | 94 | 160 | 271 | 621 | 621 13 | 45 | 70 | 93 | 160 | 270 | 620 | 620 14 | 45 | 70 | 92 | 159 | 269 | 620 | 620 15 | 44 | 69 | 92 | 158 | 269 | 619 | 619 16 | 43 | 68 | 91 | 157 | 268 | 618 | 618 17 | 42 | 67 | 90 | 157 | 267 | 617 | 617 18 | 42 | 67 | 90 | 156 | 266 | 617 | 617 19 | 41 | 66 | 89 | 156 | 266 | 616 | 616 20 | 41 | 66 | 89 | 155 | 266 | 616 | 616 21 | 41 | 66 | 89 | 155 | 266 | 616 | 616 22 | 41 | 66 | 88 | 155 | 265 | 616 | 616 23 | 40 | 65 | 88 | 154 | 265 | 615 | 615 24 | 40 | 65 | 87 | 154 | 264 | 615 | 615 25 | 39 | 64 | 87 | 153 | 264 | 614 | 614 26 | 39 | 64 | 86 | 153 | 263 | 614 | 614 27 | 38 | 63 | 86 | 152 | 263 | 613 | 613 28 | 37 | 62 | 85 | 152 | 262 | 612 | 612 29 | 37 | 62 | 84 | 151 | 261 | 612 | 612 30 | 36 | 61 | 84 | 150 | 261 | 611 | 611 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 | 14 | 30 | 57 | 138 | 252 | 603 | 1 544 2 | 18 | 34 | 61 | 143 | 256 | 607 | 1 231 3 | 23 | 40 | 65 | 137 | 256 | 606 | 992 4 | 27 | 45 | 70 | 142 | 257 | 608 | 811 5 | 30 | 49 | 77 | 146 | 259 | 609 | 672 6 | 28 | 49 | 78 | 148 | 256 | 607 | 607 7 | 34 | 56 | 84 | 154 | 261 | 611 | 611 8 | 32 | 55 | 82 | 150 | 259 | 609 | 609 9 | 33 | 57 | 83 | 150 | 260 | 610 | 610 10 | 36 | 59 | 85 | 151 | 262 | 612 | 612 11 | 37 | 62 | 86 | 152 | 263 | 613 | 613 12 | 39 | 63 | 87 | 153 | 264 | 614 | 614 13 | 39 | 64 | 87 | 154 | 264 | 615 | 615 14 | 40 | 65 | 88 | 154 | 265 | 615 | 615 15 | 40 | 65 | 88 | 154 | 265 | 615 | 615 16 | 40 | 65 | 87 | 154 | 264 | 614 | 614 17 | 40 | 65 | 87 | 154 | 264 | 614 | 614 18 | 39 | 64 | 86 | 153 | 263 | 614 | 614 19 | 38 | 63 | 86 | 152 | 263 | 613 | 613 20 | 38 | 63 | 86 | 152 | 263 | 613 | 613 21 | 38 | 63 | 86 | 152 | 263 | 613 | 613 22 | 38 | 63 | 86 | 152 | 263 | 613 | 613 23 | 38 | 63 | 85 | 152 | 262 | 613 | 613 24 | 37 | 62 | 85 | 151 | 262 | 612 | 612 25 | 37 | 62 | 85 | 151 | 261 | 612 | 612 26 | 36 | 61 | 84 | 150 | 261 | 611 | 611 27 | 36 | 61 | 84 | 150 | 260 | 611 | 611 28 | 35 | 60 | 83 | 149 | 260 | 610 | 610 29 | 35 | 60 | 82 | 149 | 259 | 610 | 610 30 | 34 | 59 | 82 | 148 | 259 | 609 | 609 2.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 28 | 55 | 137 | 251 | 601 | 1 527 2 | 14 | 30 | 57 | 138 | 252 | 603 | 1 218 3 | 16 | 33 | 59 | 131 | 250 | 600 | 981 4 | 18 | 36 | 62 | 133 | 249 | 599 | 801 5 | 20 | 39 | 67 | 136 | 249 | 599 | 663 6 | 21 | 42 | 71 | 140 | 249 | 600 | 600 7 | 23 | 44 | 73 | 143 | 249 | 600 | 600 8 | 22 | 45 | 72 | 140 | 249 | 600 | 600 9 | 23 | 46 | 72 | 139 | 249 | 600 | 600 10 | 24 | 47 | 73 | 139 | 250 | 600 | 600 11 | 24 | 49 | 73 | 139 | 250 | 600 | 600 12 | 25 | 50 | 73 | 140 | 250 | 600 | 600 13 | 26 | 50 | 73 | 140 | 250 | 601 | 601 14 | 26 | 51 | 73 | 140 | 250 | 601 | 601 15 | 26 | 51 | 74 | 140 | 250 | 601 | 601 16 | 26 | 51 | 73 | 140 | 250 | 601 | 601 17 | 26 | 51 | 73 | 140 | 250 | 601 | 601 18 | 26 | 51 | 73 | 140 | 250 | 601 | 601 19 | 26 | 51 | 73 | 140 | 250 | 601 | 601 20 | 26 | 51 | 74 | 140 | 250 | 601 | 601 21 | 26 | 51 | 74 | 140 | 250 | 601 | 601 22 | 26 | 51 | 73 | 140 | 250 | 601 | 601 23 | 26 | 51 | 73 | 140 | 250 | 600 | 600 24 | 25 | 50 | 73 | 139 | 250 | 600 | 600 25 | 25 | 50 | 73 | 139 | 249 | 600 | 600 26 | 25 | 50 | 72 | 139 | 249 | 600 | 600 27 | 24 | 49 | 72 | 138 | 249 | 599 | 599 28 | 24 | 49 | 72 | 138 | 249 | 599 | 599 29 | 24 | 49 | 71 | 138 | 248 | 599 | 599 30 | 23 | 49 | 71 | 138 | 248 | 598 | 598 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 | 49 | 65 | 92 | 174 | 288 | 638 | 1 585 2 | 52 | 68 | 95 | 177 | 291 | 641 | 1 264 3 | 56 | 73 | 99 | 171 | 290 | 640 | 1 018 4 | 59 | 77 | 102 | 174 | 289 | 640 | 832 5 | 61 | 80 | 108 | 177 | 290 | 640 | 690 6 | 62 | 83 | 112 | 181 | 290 | 641 | 641 7 | 63 | 85 | 113 | 183 | 290 | 640 | 640 8 | 63 | 85 | 112 | 180 | 289 | 640 | 640 9 | 62 | 86 | 112 | 179 | 289 | 639 | 639 10 | 63 | 87 | 112 | 178 | 289 | 639 | 639 11 | 63 | 87 | 112 | 178 | 288 | 639 | 639 12 | 63 | 87 | 111 | 177 | 288 | 638 | 638 13 | 62 | 87 | 110 | 176 | 287 | 637 | 637 14 | 61 | 87 | 109 | 176 | 286 | 636 | 636 15 | 61 | 86 | 108 | 175 | 285 | 635 | 635 16 | 60 | 85 | 107 | 174 | 284 | 635 | 635 17 | 59 | 84 | 106 | 173 | 283 | 634 | 634 18 | 58 | 83 | 106 | 172 | 283 | 633 | 633 19 | 57 | 82 | 105 | 171 | 282 | 632 | 632 20 | 57 | 82 | 104 | 171 | 281 | 632 | 632 21 | 56 | 81 | 104 | 170 | 280 | 631 | 631 22 | 55 | 80 | 103 | 169 | 280 | 630 | 630 23 | 54 | 79 | 102 | 168 | 279 | 629 | 629 24 | 53 | 78 | 101 | 167 | 278 | 628 | 628 25 | 52 | 77 | 100 | 166 | 277 | 627 | 627 26 | 51 | 76 | 99 | 166 | 276 | 626 | 626 27 | 51 | 76 | 98 | 165 | 275 | 625 | 625 28 | 50 | 75 | 97 | 164 | 274 | 625 | 625 29 | 49 | 74 | 96 | 163 | 273 | 624 | 624 30 | 48 | 73 | 96 | 162 | 272 | 623 | 623 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 | 80 | 96 | 123 | 205 | 318 | 669 | 1 612 2 | 85 | 100 | 127 | 209 | 323 | 673 | 1 288 3 | 86 | 103 | 128 | 200 | 319 | 669 | 1 039 4 | 86 | 104 | 130 | 201 | 317 | 667 | 849 5 | 89 | 109 | 137 | 205 | 319 | 669 | 704 6 | 91 | 112 | 141 | 210 | 319 | 669 | 669 7 | 93 | 114 | 143 | 213 | 319 | 670 | 670 8 | 94 | 116 | 143 | 212 | 320 | 671 | 671 9 | 94 | 117 | 144 | 211 | 321 | 671 | 671 10 | 95 | 119 | 144 | 210 | 321 | 671 | 671 11 | 95 | 119 | 143 | 210 | 320 | 671 | 671 12 | 94 | 119 | 142 | 209 | 319 | 670 | 670 13 | 93 | 118 | 141 | 208 | 318 | 668 | 668 14 | 92 | 117 | 140 | 206 | 317 | 667 | 667 15 | 91 | 116 | 138 | 205 | 315 | 665 | 665 16 | 89 | 114 | 137 | 203 | 314 | 664 | 664 17 | 88 | 113 | 135 | 202 | 312 | 663 | 663 18 | 86 | 111 | 134 | 200 | 311 | 661 | 661 19 | 85 | 110 | 133 | 199 | 309 | 660 | 660 20 | 84 | 109 | 131 | 198 | 308 | 659 | 659 21 | 82 | 107 | 130 | 196 | 307 | 657 | 657 22 | 81 | 106 | 128 | 195 | 305 | 656 | 656 23 | 79 | 104 | 127 | 193 | 304 | 654 | 654 24 | 78 | 103 | 125 | 192 | 302 | 653 | 653 25 | 76 | 101 | 124 | 190 | 301 | 651 | 651 26 | 75 | 100 | 122 | 189 | 299 | 649 | 649 27 | 73 | 98 | 121 | 187 | 298 | 648 | 648 28 | 72 | 97 | 119 | 186 | 296 | 646 | 646 29 | 70 | 95 | 118 | 184 | 295 | 645 | 645 30 | 69 | 94 | 116 | 183 | 293 | 643 | 643 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 | 21 | 48 | 130 | 244 | 594 | 1 526 2 | 9 | 25 | 52 | 133 | 247 | 598 | 1 219 3 | 13 | 30 | 55 | 127 | 246 | 596 | 983 4 | 16 | 34 | 60 | 131 | 247 | 597 | 802 5 | 19 | 38 | 66 | 135 | 248 | 598 | 665 6 | 21 | 41 | 71 | 140 | 249 | 599 | 599 7 | 22 | 44 | 73 | 142 | 249 | 599 | 599 8 | 23 | 45 | 72 | 140 | 249 | 600 | 600 9 | 23 | 46 | 72 | 139 | 249 | 600 | 600 10 | 23 | 47 | 72 | 139 | 250 | 600 | 600 11 | 24 | 48 | 73 | 139 | 250 | 600 | 600 12 | 24 | 49 | 72 | 139 | 249 | 600 | 600 13 | 24 | 49 | 72 | 138 | 249 | 599 | 599 14 | 23 | 49 | 71 | 138 | 248 | 598 | 598 15 | 23 | 48 | 70 | 137 | 247 | 598 | 598 16 | 22 | 47 | 69 | 136 | 246 | 597 | 597 17 | 21 | 46 | 69 | 135 | 246 | 596 | 596 18 | 21 | 46 | 69 | 135 | 245 | 596 | 596 19 | 21 | 46 | 68 | 135 | 245 | 596 | 596 20 | 21 | 46 | 68 | 135 | 245 | 596 | 596 21 | 21 | 46 | 69 | 135 | 246 | 596 | 596 22 | 21 | 46 | 69 | 135 | 246 | 596 | 596 23 | 21 | 46 | 69 | 135 | 246 | 596 | 596 24 | 21 | 46 | 69 | 135 | 245 | 596 | 596 25 | 21 | 46 | 68 | 135 | 245 | 596 | 596 26 | 21 | 46 | 68 | 135 | 245 | 596 | 596 27 | 21 | 46 | 68 | 135 | 245 | 595 | 595 28 | 20 | 45 | 68 | 135 | 245 | 595 | 595 29 | 20 | 45 | 68 | 134 | 245 | 595 | 595 30 | 21 | 45 | 68 | 134 | 245 | 595 | 595 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 | 91 | 107 | 134 | 216 | 329 | 680 | 1 665 2 | 92 | 107 | 134 | 216 | 330 | 680 | 1 329 3 | 92 | 109 | 135 | 207 | 326 | 676 | 1 071 4 | 93 | 112 | 137 | 208 | 324 | 675 | 874 5 | 94 | 114 | 142 | 210 | 324 | 674 | 724 6 | 95 | 115 | 145 | 214 | 323 | 673 | 673 7 | 96 | 117 | 146 | 216 | 322 | 673 | 673 8 | 95 | 118 | 145 | 213 | 322 | 672 | 672 9 | 94 | 118 | 144 | 211 | 321 | 671 | 671 10 | 93 | 117 | 142 | 209 | 319 | 670 | 670 11 | 92 | 116 | 141 | 207 | 318 | 668 | 668 12 | 91 | 115 | 139 | 205 | 316 | 666 | 666 13 | 89 | 114 | 137 | 203 | 314 | 664 | 664 14 | 87 | 112 | 135 | 201 | 312 | 662 | 662 15 | 85 | 111 | 133 | 200 | 310 | 660 | 660 16 | 83 | 108 | 131 | 197 | 308 | 658 | 658 17 | 82 | 107 | 129 | 196 | 306 | 657 | 657 18 | 80 | 105 | 128 | 194 | 305 | 655 | 655 19 | 79 | 104 | 126 | 193 | 303 | 654 | 654 20 | 78 | 103 | 125 | 192 | 302 | 653 | 653 21 | 77 | 102 | 124 | 191 | 301 | 652 | 652 22 | 76 | 101 | 123 | 190 | 300 | 651 | 651 23 | 74 | 100 | 122 | 189 | 299 | 649 | 649 24 | 73 | 98 | 121 | 187 | 298 | 648 | 648 25 | 72 | 97 | 120 | 186 | 297 | 647 | 647 26 | 71 | 96 | 119 | 185 | 296 | 646 | 646 27 | 70 | 95 | 118 | 184 | 295 | 645 | 645 28 | 69 | 94 | 117 | 183 | 294 | 644 | 644 29 | 68 | 93 | 116 | 182 | 293 | 643 | 643 30 | 67 | 92 | 115 | 181 | 292 | 642 | 642 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 | 358 | 374 | 401 | 482 | 596 | 947 | 1623 2 | 75 | 91 | 118 | 199 | 313 | 664 | 1303 3 | 79 | 96 | 122 | 194 | 313 | 663 | 1051 4 | 83 | 102 | 127 | 198 | 314 | 665 | 859 5 | 86 | 106 | 134 | 202 | 315 | 666 | 713 6 | 88 | 109 | 138 | 208 | 316 | 667 | 667 7 | 90 | 112 | 140 | 210 | 317 | 667 | 667 8 | 91 | 113 | 141 | 209 | 318 | 668 | 668 9 | 91 | 114 | 141 | 208 | 318 | 668 | 668 10 | 92 | 115 | 141 | 207 | 318 | 668 | 668 11 | 92 | 116 | 141 | 207 | 318 | 668 | 668 12 | 93 | 117 | 141 | 207 | 318 | 668 | 668 13 | 93 | 118 | 141 | 208 | 318 | 668 | 668 14 | 94 | 119 | 142 | 208 | 319 | 669 | 669 15 | 95 | 120 | 142 | 209 | 319 | 670 | 670 16 | 96 | 121 | 143 | 210 | 320 | 671 | 671 17 | 97 | 122 | 145 | 211 | 321 | 672 | 672 18 | 98 | 123 | 146 | 212 | 323 | 673 | 673 19 | 99 | 124 | 147 | 213 | 324 | 674 | 674 20 | 100 | 125 | 147 | 214 | 324 | 675 | 675 21 | 100 | 125 | 148 | 214 | 325 | 675 | 675 22 | 100 | 125 | 147 | 214 | 324 | 675 | 675 23 | 99 | 124 | 147 | 213 | 324 | 674 | 674 24 | 99 | 124 | 146 | 213 | 323 | 674 | 674 25 | 98 | 123 | 145 | 212 | 322 | 673 | 673 26 | 97 | 122 | 144 | 211 | 321 | 672 | 672 27 | 95 | 121 | 143 | 210 | 320 | 670 | 670 28 | 94 | 119 | 142 | 208 | 319 | 669 | 669 29 | 93 | 118 | 141 | 207 | 317 | 668 | 668 30 | 92 | 117 | 139 | 206 | 316 | 667 | 667 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 | 37 | 118 | 232 | 583 | 1 516 2 | 1 | 10 | 36 | 118 | 232 | 582 | 1 210 3 | 2 | 12 | 37 | 109 | 228 | 578 | 975 4 | 2 | 13 | 39 | 110 | 226 | 576 | 796 5 | 3 | 15 | 43 | 112 | 225 | 575 | 660 6 | 4 | 17 | 46 | 116 | 224 | 575 | 575 7 | 5 | 19 | 47 | 117 | 224 | 574 | 574 8 | 6 | 19 | 46 | 114 | 223 | 573 | 573 9 | 6 | 18 | 45 | 112 | 222 | 572 | 572 10 | 7 | 19 | 44 | 111 | 222 | 572 | 572 11 | 8 | 20 | 45 | 111 | 221 | 572 | 572 12 | 9 | 21 | 44 | 111 | 221 | 572 | 572 13 | 9 | 22 | 45 | 111 | 221 | 572 | 572 14 | 10 | 22 | 45 | 111 | 222 | 572 | 572 15 | 10 | 22 | 45 | 111 | 222 | 572 | 572 16 | 12 | 22 | 45 | 111 | 222 | 572 | 572 17 | 12 | 22 | 45 | 112 | 222 | 572 | 572 18 | 13 | 23 | 46 | 112 | 222 | 573 | 573 19 | 13 | 23 | 46 | 113 | 223 | 573 | 573 20 | 14 | 24 | 47 | 114 | 224 | 574 | 574 21 | 15 | 25 | 48 | 114 | 225 | 575 | 575 22 | 16 | 26 | 49 | 115 | 226 | 576 | 576 23 | 16 | 27 | 49 | 116 | 226 | 577 | 577 24 | 16 | 27 | 50 | 116 | 227 | 577 | 577 25 | 17 | 28 | 50 | 117 | 227 | 578 | 578 26 | 18 | 28 | 51 | 117 | 228 | 578 | 578 27 | 19 | 29 | 51 | 118 | 228 | 578 | 578 28 | 19 | 29 | 51 | 118 | 228 | 579 | 579 29 | 20 | 29 | 52 | 118 | 229 | 579 | 579 30 | 20 | 30 | 52 | 119 | 229 | 579 | 579 2.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 54 | 69 | 96 | 178 | 292 | 642 | 1 555 2 | 55 | 70 | 97 | 179 | 293 | 643 | 1 239 3 | 55 | 72 | 98 | 170 | 289 | 639 | 998 4 | 56 | 74 | 100 | 171 | 287 | 637 | 815 5 | 56 | 76 | 104 | 172 | 286 | 636 | 675 6 | 57 | 78 | 107 | 176 | 285 | 635 | 635 7 | 57 | 79 | 107 | 177 | 283 | 634 | 634 8 | 56 | 79 | 106 | 174 | 283 | 633 | 633 9 | 55 | 79 | 105 | 172 | 282 | 632 | 632 10 | 55 | 78 | 104 | 170 | 281 | 631 | 631 11 | 53 | 78 | 102 | 169 | 279 | 629 | 629 12 | 52 | 77 | 100 | 167 | 277 | 628 | 628 13 | 51 | 76 | 99 | 165 | 276 | 626 | 626 14 | 50 | 75 | 97 | 164 | 274 | 624 | 624 15 | 48 | 73 | 96 | 162 | 272 | 623 | 623 16 | 46 | 71 | 94 | 160 | 271 | 621 | 621 17 | 45 | 70 | 93 | 159 | 269 | 620 | 620 18 | 44 | 69 | 91 | 158 | 268 | 619 | 619 19 | 43 | 68 | 90 | 157 | 267 | 618 | 618 20 | 42 | 67 | 90 | 156 | 267 | 617 | 617 21 | 41 | 66 | 89 | 156 | 266 | 616 | 616 22 | 41 | 66 | 88 | 155 | 265 | 616 | 616 23 | 40 | 65 | 88 | 154 | 265 | 615 | 615 24 | 39 | 64 | 87 | 154 | 264 | 614 | 614 25 | 39 | 64 | 86 | 153 | 263 | 614 | 614 26 | 38 | 63 | 86 | 152 | 263 | 613 | 613 27 | 37 | 62 | 85 | 151 | 262 | 612 | 612 28 | 37 | 62 | 84 | 151 | 261 | 612 | 612 29 | 36 | 61 | 84 | 150 | 261 | 611 | 611 30 | 35 | 60 | 83 | 149 | 260 | 610 | 610 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 | 129 | 156 | 238 | 352 | 702 | 1 687 2 | 115 | 130 | 157 | 239 | 353 | 703 | 1 347 3 | 117 | 134 | 160 | 232 | 351 | 701 | 1 086 4 | 119 | 137 | 163 | 234 | 350 | 700 | 888 5 | 121 | 140 | 168 | 237 | 350 | 700 | 736 6 | 122 | 142 | 171 | 241 | 350 | 700 | 700 7 | 122 | 144 | 173 | 242 | 349 | 699 | 699 8 | 121 | 144 | 171 | 239 | 348 | 698 | 698 9 | 120 | 144 | 170 | 237 | 347 | 697 | 697 10 | 120 | 144 | 169 | 235 | 346 | 696 | 696 11 | 119 | 143 | 167 | 234 | 344 | 695 | 695 12 | 117 | 142 | 165 | 232 | 342 | 693 | 693 13 | 115 | 140 | 163 | 230 | 340 | 690 | 690 14 | 113 | 138 | 161 | 227 | 338 | 688 | 688 15 | 111 | 136 | 158 | 225 | 335 | 686 | 686 16 | 108 | 133 | 156 | 222 | 333 | 683 | 683 17 | 106 | 131 | 153 | 220 | 330 | 681 | 681 18 | 103 | 128 | 151 | 218 | 328 | 678 | 678 19 | 101 | 126 | 149 | 215 | 326 | 676 | 676 20 | 100 | 125 | 147 | 214 | 324 | 674 | 674 21 | 98 | 123 | 146 | 212 | 322 | 673 | 673 22 | 96 | 121 | 144 | 210 | 321 | 671 | 671 23 | 94 | 119 | 142 | 208 | 319 | 669 | 669 24 | 92 | 118 | 140 | 207 | 317 | 667 | 667 25 | 91 | 116 | 138 | 205 | 315 | 666 | 666 26 | 89 | 114 | 137 | 203 | 314 | 664 | 664 27 | 87 | 112 | 135 | 201 | 312 | 662 | 662 28 | 86 | 111 | 133 | 200 | 310 | 661 | 661 29 | 84 | 109 | 132 | 198 | 309 | 659 | 659 30 | 83 | 108 | 130 | 197 | 307 | 658 | 658 2.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 174 | 190 | 217 | 298 | 412 | 763 | 1 791 2 | 183 | 199 | 226 | 308 | 422 | 772 | 1 422 3 | 189 | 205 | 231 | 303 | 422 | 772 | 1 142 4 | 191 | 209 | 234 | 306 | 421 | 772 | 932 5 | 192 | 211 | 239 | 308 | 421 | 771 | 771 6 | 191 | 212 | 241 | 311 | 419 | 770 | 770 7 | 191 | 213 | 241 | 311 | 418 | 768 | 768 8 | 189 | 212 | 239 | 307 | 416 | 766 | 766 9 | 188 | 211 | 237 | 304 | 414 | 765 | 765 10 | 187 | 211 | 236 | 303 | 413 | 763 | 763 11 | 185 | 210 | 234 | 301 | 411 | 761 | 761 12 | 183 | 208 | 231 | 298 | 408 | 759 | 759 13 | 181 | 206 | 229 | 295 | 405 | 756 | 756 14 | 178 | 203 | 225 | 292 | 402 | 753 | 753 15 | 174 | 199 | 222 | 289 | 399 | 749 | 749 16 | 171 | 196 | 219 | 285 | 396 | 746 | 746 17 | 168 | 193 | 216 | 282 | 392 | 743 | 743 18 | 165 | 190 | 212 | 279 | 389 | 740 | 740 19 | 161 | 187 | 209 | 276 | 386 | 736 | 736 20 | 158 | 183 | 206 | 273 | 383 | 733 | 733 21 | 155 | 180 | 203 | 269 | 380 | 730 | 730 22 | 152 | 177 | 200 | 266 | 377 | 727 | 727 23 | 149 | 174 | 197 | 263 | 374 | 724 | 724 24 | 146 | 171 | 193 | 260 | 370 | 721 | 721 25 | 143 | 168 | 190 | 257 | 367 | 718 | 718 26 | 140 | 165 | 187 | 254 | 364 | 715 | 715 27 | 137 | 162 | 184 | 251 | 361 | 712 | 712 28 | 134 | 159 | 181 | 248 | 358 | 709 | 709 29 | 131 | 156 | 179 | 245 | 355 | 706 | 706 30 | 128 | 153 | 176 | 242 | 353 | 703 | 703 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 | 26 | 41 | 68 | 150 | 264 | 614 | 1 566 2 | 27 | 42 | 69 | 151 | 265 | 615 | 1 249 3 | 28 | 45 | 70 | 143 | 261 | 611 | 1 006 4 | 29 | 47 | 73 | 144 | 260 | 610 | 822 5 | 30 | 49 | 77 | 146 | 259 | 609 | 681 6 | 30 | 51 | 80 | 150 | 258 | 609 | 609 7 | 31 | 53 | 81 | 151 | 257 | 608 | 608 8 | 30 | 52 | 79 | 148 | 256 | 607 | 607 9 | 29 | 52 | 78 | 145 | 255 | 606 | 606 10 | 29 | 52 | 78 | 144 | 255 | 605 | 605 11 | 28 | 53 | 77 | 144 | 254 | 604 | 604 12 | 28 | 53 | 76 | 143 | 253 | 604 | 604 13 | 28 | 53 | 76 | 142 | 253 | 603 | 603 14 | 28 | 53 | 76 | 142 | 252 | 603 | 603 15 | 28 | 53 | 75 | 142 | 252 | 602 | 602 16 | 27 | 52 | 75 | 141 | 252 | 602 | 602 17 | 27 | 52 | 75 | 141 | 252 | 602 | 602 18 | 27 | 52 | 75 | 141 | 252 | 602 | 602 19 | 27 | 52 | 75 | 142 | 252 | 602 | 602 20 | 28 | 53 | 75 | 142 | 252 | 603 | 603 21 | 28 | 53 | 75 | 142 | 252 | 603 | 603 22 | 28 | 53 | 75 | 142 | 252 | 603 | 603 23 | 28 | 53 | 75 | 142 | 252 | 603 | 603 24 | 27 | 53 | 75 | 142 | 252 | 602 | 602 25 | 27 | 52 | 75 | 141 | 252 | 602 | 602 26 | 27 | 52 | 75 | 141 | 252 | 602 | 602 27 | 27 | 52 | 75 | 141 | 251 | 602 | 602 28 | 27 | 52 | 74 | 141 | 251 | 602 | 602 29 | 26 | 51 | 74 | 140 | 251 | 601 | 601 30 | 26 | 51 | 74 | 140 | 251 | 601 | 601 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 | 21 | 37 | 64 | 146 | 260 | 610 | 1 585 2 | 23 | 39 | 66 | 148 | 261 | 612 | 1 264 3 | 26 | 43 | 69 | 141 | 260 | 610 | 1 019 4 | 29 | 47 | 73 | 144 | 260 | 610 | 832 5 | 31 | 51 | 79 | 147 | 261 | 611 | 689 6 | 33 | 54 | 83 | 152 | 261 | 611 | 611 7 | 35 | 57 | 85 | 155 | 261 | 612 | 612 8 | 35 | 57 | 85 | 153 | 262 | 612 | 612 9 | 35 | 58 | 85 | 152 | 262 | 612 | 612 10 | 36 | 60 | 85 | 152 | 262 | 613 | 613 11 | 37 | 61 | 86 | 152 | 263 | 613 | 613 12 | 38 | 62 | 86 | 152 | 263 | 613 | 613 13 | 38 | 63 | 86 | 152 | 263 | 613 | 613 14 | 38 | 63 | 86 | 152 | 263 | 613 | 613 15 | 38 | 63 | 86 | 152 | 263 | 613 | 613 16 | 37 | 62 | 85 | 152 | 262 | 612 | 612 17 | 37 | 62 | 85 | 152 | 262 | 612 | 612 18 | 37 | 62 | 85 | 152 | 262 | 612 | 612 19 | 37 | 62 | 85 | 152 | 262 | 612 | 612 20 | 38 | 63 | 85 | 152 | 262 | 613 | 613 21 | 38 | 63 | 86 | 152 | 263 | 613 | 613 22 | 38 | 63 | 86 | 152 | 263 | 613 | 613 23 | 38 | 63 | 86 | 152 | 262 | 613 | 613 24 | 38 | 63 | 85 | 152 | 262 | 612 | 612 25 | 37 | 62 | 85 | 151 | 262 | 612 | 612 26 | 37 | 62 | 85 | 151 | 261 | 612 | 612 27 | 36 | 61 | 84 | 151 | 261 | 611 | 611 28 | 36 | 61 | 84 | 150 | 261 | 611 | 611 29 | 36 | 61 | 83 | 150 | 260 | 610 | 610 30 | 35 | 60 | 83 | 149 | 260 | 610 | 610 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 | 122 | 138 | 165 | 246 | 360 | 711 | 1 757 2 | 121 | 137 | 164 | 245 | 359 | 710 | 1 393 3 | 121 | 138 | 164 | 236 | 355 | 705 | 1 116 4 | 122 | 140 | 166 | 237 | 353 | 703 | 908 5 | 123 | 142 | 170 | 239 | 352 | 702 | 750 6 | 123 | 143 | 172 | 242 | 351 | 701 | 701 7 | 123 | 145 | 173 | 243 | 350 | 700 | 700 8 | 122 | 145 | 172 | 240 | 349 | 699 | 699 9 | 121 | 144 | 170 | 237 | 348 | 698 | 698 10 | 121 | 145 | 170 | 237 | 347 | 698 | 698 11 | 121 | 145 | 170 | 236 | 347 | 697 | 697 12 | 120 | 145 | 169 | 235 | 345 | 696 | 696 13 | 120 | 144 | 167 | 234 | 344 | 695 | 695 14 | 119 | 144 | 166 | 233 | 343 | 693 | 693 15 | 116 | 141 | 164 | 230 | 341 | 691 | 691 16 | 114 | 139 | 162 | 228 | 339 | 689 | 689 17 | 111 | 136 | 159 | 225 | 336 | 686 | 686 18 | 109 | 134 | 157 | 223 | 334 | 684 | 684 19 | 107 | 132 | 155 | 221 | 331 | 682 | 682 20 | 105 | 130 | 152 | 219 | 329 | 680 | 680 21 | 102 | 127 | 150 | 217 | 327 | 677 | 677 22 | 100 | 125 | 148 | 214 | 325 | 675 | 675 23 | 98 | 123 | 146 | 212 | 323 | 673 | 673 24 | 96 | 121 | 144 | 210 | 320 | 671 | 671 25 | 94 | 119 | 141 | 208 | 318 | 669 | 669 26 | 92 | 117 | 139 | 206 | 316 | 667 | 667 27 | 90 | 115 | 137 | 204 | 314 | 664 | 664 28 | 88 | 113 | 135 | 202 | 312 | 662 | 662 29 | 86 | 111 | 133 | 200 | 310 | 660 | 660 30 | 84 | 109 | 131 | 198 | 308 | 659 | 659 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 | 8 | 35 | 117 | 231 | 581 | 1 536 2 | 1 | 10 | 37 | 119 | 233 | 583 | 1 227 3 | 2 | 14 | 39 | 112 | 231 | 581 | 990 4 | 2 | 18 | 43 | 115 | 231 | 581 | 809 5 | 3 | 22 | 50 | 118 | 231 | 582 | 670 6 | 4 | 25 | 54 | 123 | 232 | 582 | 582 7 | 6 | 27 | 56 | 126 | 232 | 583 | 583 8 | 6 | 28 | 55 | 124 | 232 | 583 | 583 9 | 6 | 29 | 55 | 122 | 232 | 583 | 583 10 | 8 | 30 | 55 | 122 | 232 | 583 | 583 11 | 8 | 31 | 55 | 122 | 232 | 582 | 582 12 | 9 | 31 | 55 | 121 | 232 | 582 | 582 13 | 9 | 32 | 55 | 121 | 232 | 582 | 582 14 | 10 | 32 | 55 | 121 | 231 | 582 | 582 15 | 11 | 32 | 54 | 121 | 231 | 582 | 582 16 | 12 | 31 | 54 | 120 | 231 | 581 | 581 17 | 12 | 31 | 54 | 121 | 231 | 581 | 581 18 | 13 | 31 | 54 | 121 | 231 | 581 | 581 19 | 13 | 32 | 54 | 121 | 231 | 582 | 582 20 | 15 | 32 | 55 | 121 | 232 | 582 | 582 21 | 15 | 33 | 56 | 122 | 232 | 583 | 583 22 | 16 | 33 | 56 | 122 | 233 | 583 | 583 23 | 16 | 34 | 56 | 123 | 233 | 584 | 584 24 | 17 | 34 | 57 | 123 | 234 | 584 | 584 25 | 18 | 34 | 57 | 123 | 234 | 584 | 584 26 | 18 | 35 | 57 | 124 | 234 | 584 | 584 27 | 19 | 35 | 57 | 124 | 234 | 585 | 585 28 | 19 | 35 | 58 | 124 | 234 | 585 | 585 29 | 20 | 35 | 58 | 124 | 235 | 585 | 585 30 | 21 | 35 | 58 | 124 | 235 | 585 | 585 2.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 35 | 50 | 77 | 159 | 273 | 623 | 1 538 2 | 35 | 51 | 78 | 159 | 273 | 624 | 1 226 3 | 35 | 52 | 78 | 150 | 269 | 619 | 987 4 | 36 | 54 | 79 | 150 | 266 | 617 | 805 5 | 36 | 56 | 84 | 152 | 265 | 616 | 667 6 | 39 | 59 | 89 | 158 | 267 | 617 | 617 7 | 36 | 58 | 87 | 156 | 263 | 613 | 613 8 | 40 | 63 | 90 | 158 | 267 | 618 | 618 9 | 40 | 63 | 89 | 156 | 266 | 617 | 617 10 | 34 | 58 | 83 | 150 | 260 | 610 | 610 11 | 29 | 54 | 78 | 145 | 255 | 605 | 605 12 | 26 | 51 | 74 | 141 | 251 | 602 | 602 13 | 24 | 49 | 72 | 138 | 249 | 599 | 599 14 | 22 | 47 | 70 | 136 | 247 | 597 | 597 15 | 21 | 46 | 68 | 135 | 245 | 595 | 595 16 | 19 | 44 | 67 | 133 | 244 | 594 | 594 17 | 18 | 43 | 66 | 132 | 243 | 593 | 593 18 | 17 | 42 | 65 | 132 | 242 | 592 | 592 19 | 17 | 42 | 65 | 131 | 242 | 592 | 592 20 | 17 | 42 | 65 | 131 | 242 | 592 | 592 21 | 17 | 42 | 65 | 131 | 242 | 592 | 592 22 | 17 | 42 | 65 | 131 | 242 | 592 | 592 23 | 17 | 42 | 65 | 131 | 242 | 592 | 592 24 | 17 | 42 | 65 | 131 | 242 | 592 | 592 25 | 17 | 42 | 65 | 131 | 242 | 592 | 592 26 | 18 | 42 | 65 | 131 | 242 | 592 | 592 27 | 19 | 42 | 65 | 131 | 241 | 592 | 592 28 | 19 | 42 | 64 | 131 | 241 | 592 | 592 29 | 20 | 42 | 64 | 131 | 241 | 592 | 592 30 | 20 | 42 | 64 | 131 | 241 | 591 | 591 2.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 186 | 201 | 228 | 310 | 424 | 774 | 1 729 2 | 183 | 199 | 226 | 308 | 422 | 772 | 1 384 3 | 180 | 197 | 223 | 295 | 414 | 764 | 1 119 4 | 178 | 196 | 222 | 293 | 409 | 759 | 915 5 | 175 | 194 | 222 | 291 | 404 | 754 | 759 6 | 172 | 192 | 222 | 291 | 400 | 750 | 750 7 | 169 | 191 | 219 | 289 | 396 | 746 | 746 8 | 165 | 187 | 214 | 283 | 392 | 742 | 742 9 | 161 | 184 | 210 | 277 | 388 | 738 | 738 10 | 157 | 181 | 206 | 273 | 384 | 734 | 734 11 | 154 | 178 | 203 | 269 | 380 | 730 | 730 12 | 151 | 175 | 199 | 265 | 376 | 726 | 726 13 | 147 | 172 | 195 | 261 | 372 | 722 | 722 14 | 144 | 169 | 191 | 258 | 368 | 719 | 719 15 | 140 | 165 | 188 | 254 | 365 | 715 | 715 16 | 137 | 162 | 185 | 251 | 361 | 712 | 712 17 | 134 | 159 | 181 | 248 | 358 | 709 | 709 18 | 131 | 156 | 179 | 245 | 355 | 706 | 706 19 | 128 | 153 | 176 | 242 | 353 | 703 | 703 20 | 126 | 151 | 173 | 240 | 350 | 701 | 701 21 | 123 | 148 | 171 | 237 | 348 | 698 | 698 22 | 120 | 146 | 168 | 235 | 345 | 695 | 695 23 | 118 | 143 | 166 | 232 | 343 | 693 | 693 24 | 116 | 141 | 163 | 230 | 340 | 690 | 690 25 | 113 | 138 | 161 | 227 | 338 | 688 | 688 26 | 111 | 136 | 159 | 225 | 335 | 686 | 686 27 | 109 | 134 | 156 | 223 | 333 | 684 | 684 28 | 106 | 132 | 154 | 221 | 331 | 681 | 681 29 | 104 | 129 | 152 | 219 | 329 | 679 | 679 30 | 102 | 127 | 150 | 217 | 327 | 677 | 677 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 | 53 | 113 | 249 | 599 | 1 530 2 | 9 | 26 | 53 | 113 | 249 | 599 | 1 221 3 | 10 | 29 | 54 | 107 | 247 | 597 | 984 4 | 12 | 34 | 58 | 103 | 247 | 598 | 803 5 | 17 | 41 | 63 | 106 | 248 | 599 | 666 6 | 18 | 44 | 67 | 101 | 249 | 600 | 600 7 | 19 | 46 | 65 | 94 | 250 | 600 | 600 8 | 17 | 44 | 64 | 92 | 250 | 601 | 601 9 | 17 | 45 | 66 | 96 | 250 | 601 | 601 10 | 19 | 48 | 69 | 100 | 251 | 601 | 601 11 | 20 | 50 | 71 | 103 | 251 | 601 | 601 12 | 22 | 53 | 72 | 104 | 251 | 601 | 601 13 | 23 | 54 | 72 | 104 | 251 | 601 | 601 14 | 23 | 54 | 72 | 104 | 251 | 601 | 601 15 | 23 | 54 | 72 | 104 | 251 | 601 | 601 16 | 23 | 54 | 72 | 104 | 251 | 601 | 601 17 | 23 | 54 | 72 | 104 | 251 | 601 | 601 18 | 23 | 54 | 72 | 104 | 251 | 601 | 601 19 | 23 | 54 | 72 | 104 | 251 | 601 | 601 20 | 23 | 54 | 72 | 104 | 251 | 602 | 602 21 | 23 | 54 | 72 | 104 | 252 | 602 | 602 22 | 23 | 54 | 72 | 104 | 252 | 603 | 603 23 | 23 | 54 | 72 | 104 | 252 | 603 | 603 24 | 23 | 54 | 72 | 104 | 252 | 603 | 603 25 | 23 | 54 | 72 | 104 | 252 | 603 | 603 26 | 23 | 54 | 72 | 104 | 252 | 603 | 603 27 | 23 | 54 | 72 | 104 | 252 | 603 | 603 28 | 23 | 54 | 72 | 104 | 252 | 603 | 603 29 | 23 | 54 | 72 | 104 | 252 | 603 | 603 30 | 23 | 54 | 72 | 104 | 252 | 603 | 603 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 | 5 | 13 | 95 | 209 | 559 | 1 507 2 | 1 | 6 | 12 | 93 | 207 | 558 | 1 201 3 | 2 | 6 | 11 | 84 | 202 | 552 | 967 4 | 2 | 8 | 13 | 84 | 200 | 550 | 789 5 | 3 | 9 | 18 | 86 | 199 | 550 | 653 6 | 4 | 9 | 21 | 90 | 199 | 549 | 549 7 | 5 | 10 | 22 | 92 | 199 | 549 | 549 8 | 6 | 12 | 22 | 90 | 199 | 549 | 549 9 | 6 | 12 | 22 | 89 | 199 | 549 | 549 10 | 7 | 13 | 23 | 89 | 199 | 550 | 550 11 | 8 | 13 | 24 | 89 | 199 | 550 | 550 12 | 9 | 15 | 26 | 89 | 200 | 550 | 550 13 | 9 | 16 | 28 | 90 | 200 | 550 | 550 14 | 10 | 16 | 29 | 90 | 200 | 551 | 551 15 | 10 | 17 | 31 | 90 | 201 | 551 | 551 16 | 12 | 18 | 32 | 91 | 201 | 551 | 551 17 | 12 | 19 | 33 | 91 | 201 | 552 | 552 18 | 13 | 19 | 35 | 91 | 202 | 552 | 552 19 | 13 | 20 | 36 | 92 | 202 | 553 | 553 20 | 14 | 21 | 37 | 93 | 203 | 554 | 554 21 | 15 | 22 | 40 | 93 | 204 | 554 | 554 22 | 15 | 23 | 41 | 94 | 204 | 555 | 555 23 | 16 | 23 | 42 | 94 | 205 | 555 | 555 24 | 16 | 25 | 43 | 95 | 205 | 556 | 556 25 | 17

| 25 | 44 | 95 | 206 | 556 | 556 26 | 18 | 26 | 46 | 95 | 206 | 556 | 556 27 | 19 | 26 | 48 | 95 | 206 | 556 | 556 28 | 19 | 28 | 49 | 96 | 206 | 556 | 556 29 | 19 | 29 | 50 | 96 | 206 | 556 | 556 30 | 20 | 29 | 51 | 96 | 206 | 557 | 557 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 | 46 | 169 | 307 | 2 976 2 | 1 | 15 | 22 | 46 | 169 | 342 | 2 235 3 | 1 | 16 | 25 | 51 | 164 | 354 | 1 697 4 | 1 | 17 | 28 | 55 | 161 | 352 | 1 317 5 | 2 | 19 | 31 | 57 | 161 | 343 | 1 046 6 | 3 | 22 | 34 | 60 | 161 | 329 | 849 7 | 4 | 24 | 36 | 62 | 161 | 314 | 703 8 | 4 | 25 | 37 | 64 | 161 | 297 | 591 9 | 5 | 26 | 38 | 68 | 161 | 281 | 504 10 | 5 | 27 | 40 | 70 | 161 | 264 | 434 11 | 5 | 27 | 40 | 71 | 161 | 255 | 377 12 | 5 | 27 | 40 | 71 | 161 | 255 | 330 13 | 5 | 27 | 40 | 71 | 161 | 255 | 291 14 | 6 | 27 | 41 | 71 | 161 | 255 | 258 15 | 7 | 27 | 44 | 71 | 161 | 255 | 255 16 | 7 | 27 | 47 | 71 | 161 | 255 | 255 17 | 7 | 27 | 49 | 71 | 161 | 255 | 255 18 | 8 | 27 | 51 | 71 | 161 | 255 | 255 19 | 8 | 27 | 54 | 71 | 161 | 255 | 255 20 | 9 | 27 | 57 | 71 | 161 | 255 | 255 21 | 9 | 27 | 60 | 71 | 161 | 255 | 255 22 | 9 | 27 | 62 | 71 | 161 | 255 | 255 23 | 10 | 27 | 65 | 73 | 161 | 255 | 255 24 | 10 | 27 | 68 | 75 | 161 | 255 | 255 25 | 11 | 27 | 70 | 78 | 161 | 255 | 255 26 | 11 | 27 | 74 | 80 | 161 | 255 | 255 27 | 12 | 27 | 76 | 83 | 161 | 255 | 255 28 | 12 | 27 | 79 | 85 | 161 | 255 | 255 29 | 12 | 28 | 82 | 87 | 161 | 255 | 255 30 | 13 | 28 | 84 | 90 | 161 | 255 | 255 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 | 20 | 26 | 50 | 173 | 310 | 2 998 2 | 7 | 22 | 28 | 52 | 176 | 345 | 2 254 3 | 7 | 22 | 31 | 58 | 170 | 357 | 1 712 4 | 7 | 24 | 34 | 61 | 168 | 355 | 1 328 5 | 7 | 25 | 38 | 63 | 168 | 346 | 1 055 6 | 8 | 28 | 39 | 66 | 167 | 332 | 856 7 | 10 | 30 | 41 | 67 | 166 | 316 | 708 8 | 9 | 30 | 42 | 69 | 166 | 299 | 595 9 | 9 | 31 | 43 | 72 | 166 | 282 | 507 10 | 9 | 31 | 44 | 74 | 165 | 265 | 436 11 | 9 | 31 | 44 | 74 | 165 | 258 | 379 12 | 8 | 30 | 43 | 74 | 164 | 258 | 331 13 | 8 | 30 | 43 | 73 | 164 | 257 | 292 14 | 7 | 29 | 42 | 73 | 163 | 257 | 259 15 | 7 | 29 | 44 | 72 | 163 | 256 | 256 16 | 7 | 28 | 47 | 72 | 162 | 255 | 255 17 | 7 | 28 | 50 | 71 | 162 | 255 | 255 18 | 8 | 28 | 52 | 71 | 162 | 255 | 255 19 | 8 | 28 | 54 | 71 | 162 | 255 | 255 20 | 9 | 28 | 57 | 72 | 162 | 255 | 255 21 | 9 | 28 | 60 | 72 | 162 | 256 | 256 22 | 9 | 29 | 62 | 72 | 163 | 256 | 256 23 | 10 | 29 | 66 | 74 | 163 | 256 | 256 24 | 10 | 29 | 69 | 77 | 163 | 256 | 256 25 | 11 | 29 | 71 | 79 | 163 | 256 | 256 26 | 11 | 29 | 74 | 82 | 163 | 256 | 256 27 | 12 | 29 | 76 | 83 | 163 | 256 | 256 28 | 12 | 29 | 80 | 86 | 163 | 256 | 256 29 | 13 | 29 | 82 | 88 | 163 | 256 | 256 30 | 13 | 29 | 85 | 91 | 163 | 256 | 256 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 | 0 | 15 | 22 | 46 | 169 | 307 | 2 975 2 | 0 | 15 | 22 | 46 | 169 | 342 | 2 234 3 | 1 | 15 | 24 | 51 | 163 | 354 | 1 697 4 | 1 | 17 | 27 | 55 | 161 | 352 | 1 316 5 | 2 | 19 | 31 | 56 | 161 | 343 | 1 046 6 | 2 | 21 | 33 | 60 | 161 | 329 | 849 7 | 4 | 24 | 35 | 62 | 161 | 314 | 703 8 | 4 | 25 | 37 | 64 | 161 | 297 | 591 9 | 4 | 26 | 38 | 67 | 161 | 281 | 504 10 | 5 | 27 | 40 | 70 | 161 | 264 | 434 11 | 5 | 27 | 40 | 70 | 161 | 254 | 377 12 | 5 | 27 | 40 | 71 | 161 | 254 | 330 13 | 5 | 27 | 40 | 71 | 161 | 254 | 291 14 | 6 | 27 | 41 | 71 | 161 | 254 | 258 15 | 7 | 27 | 44 | 71 | 161 | 254 | 254 16 | 7 | 27 | 47 | 71 | 161 | 254 | 254 17 | 7 | 27 | 49 | 71 | 161 | 254 | 254 18 | 8 | 27 | 51 | 71 | 161 | 254 | 254 19 | 8 | 27 | 54 | 71 | 161 | 254 | 254 20 | 9 | 27 | 57 | 71 | 161 | 254 | 254 21 | 9 | 27 | 60 | 71 | 161 | 254 | 254 22 | 9 | 27 | 62 | 71 | 161 | 254 | 254 23 | 10 | 27 | 65 | 73 | 161 | 254 | 254 24 | 10 | 27 | 68 | 75 | 161 | 254 | 254 25 | 11 | 27 | 70 | 78 | 161 | 254 | 254 26 | 11 | 27 | 74 | 80 | 161 | 254 | 254 27 | 12 | 27 | 76 | 83 | 161 | 254 | 254 28 | 12 | 27 | 78 | 85 | 161 | 254 | 254 29 | 12 | 28 | 82 | 87 | 161 | 254 | 254 30 | 13 | 28 | 84 | 90 | 161 | 254 | 254 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 | 83 | 98 | 104 | 128 | 252 | 347 | 3 018 2 | 78 | 92 | 99 | 123 | 246 | 349 | 2 280 3 | 80 | 95 | 104 | 131 | 243 | 361 | 1 734 4 | 77 | 93 | 104 | 131 | 238 | 361 | 1 350 5 | 75 | 93 | 105 | 130 | 235 | 352 | 1 075 6 | 74 | 93 | 105 | 131 | 232 | 340 | 875 7 | 73 | 93 | 104 | 130 | 230 | 324 | 726 8 | 71 | 92 | 104 | 131 | 228 | 321 | 611 9 | 70 | 92 | 104 | 133 | 227 | 320 | 521 10 | 66 | 88 | 101 | 131 | 223 | 316 | 449 11 | 64 | 85 | 99 | 129 | 220 | 313 | 390 12 | 62 | 84 | 97 | 128 | 218 | 311 | 342 13 | 61 | 83 | 96 | 127 | 217 | 310 | 310 14 | 60 | 82 | 96 | 126 | 216 | 310 | 310 15 | 60 | 82 | 95 | 126 | 216 | 309 | 309 16 | 59 | 81 | 94 | 125 | 215 | 308 | 308 17 | 58 | 80 | 94 | 124 | 214 | 308 | 308 18 | 58 | 80 | 93 | 123 | 214 | 307 | 307 19 | 57 | 79 | 92 | 122 | 213 | 306 | 306 20 | 56 | 78 | 91 | 122 | 212 | 305 | 305 21 | 55 | 77 | 91 | 121 | 211 | 305 | 305 22 | 54 | 76 | 90 | 120 | 210 | 304 | 304 23 | 53 | 75 | 89 | 119 | 209 | 303 | 303 24 | 52 | 74 | 88 | 118 | 208 | 302 | 302 25 | 51 | 73 | 87 | 117 | 207 | 301 | 301 26 | 50 | 72 | 85 | 116 | 206 | 300 | 300 27 | 49 | 71 | 84 | 115 | 205 | 298 | 298 28 | 48 | 70 | 83 | 114 | 204 | 297 | 297 29 | 47 | 69 | 85 | 113 | 203 | 296 | 296 30 | 46 | 68 | 87 | 112 | 202 | 295 | 295 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 | 5 | 19 | 26 | 50 | 173 | 306 | 2 961 2 | 6 | 21 | 28 | 52 | 175 | 341 | 2 226 3 | 7 | 23 | 32 | 58 | 171 | 353 | 1 692 4 | 7 | 24 | 35 | 62 | 169 | 352 | 1 314 5 | 9 | 26 | 39 | 64 | 169 | 343 | 1 045 6 | 10 | 29 | 41 | 67 | 169 | 330 | 850 7 | 11 | 31 | 43 | 69 | 168 | 315 | 704 8 | 11 | 32 | 43 | 71 | 168 | 298 | 592 9 | 11 | 32 | 44 | 74 | 167 | 282 | 505 10 | 10 | 32 | 46 | 75 | 167 | 265 | 435 11 | 10 | 32 | 45 | 76 | 166 | 259 | 378 12 | 10 | 32 | 45 | 75 | 166 | 259 | 332 13 | 9 | 31 | 44 | 75 | 165 | 259 | 293 14 | 9 | 31 | 44 | 74 | 165 | 258 | 260 15 | 8 | 30 | 44 | 74 | 164 | 258 | 258 16 | 8 | 30 | 47 | 73 | 164 | 257 | 257 17 | 8 | 29 | 50 | 73 | 164 | 257 | 257 18 | 8 | 29 | 53 | 73 | 163 | 257 | 257 19 | 8 | 29 | 55 | 73 | 163 | 257 | 257 20 | 9 | 30 | 58 | 73 | 164 | 257 | 257 21 | 9 | 30 | 61 | 74 | 164 | 257 | 257 22 | 10 | 30 | 64 | 74 | 164 | 258 | 258 23 | 10 | 30 | 66 | 75 | 164 | 258 | 258 24 | 10 | 30 | 69 | 77 | 165 | 258 | 258 25 | 11 | 31 | 72 | 79 | 165 | 258 | 258 26 | 11 | 31 | 74 | 82 | 165 | 258 | 258 27 | 12 | 31 | 78 | 84 | 165 | 258 | 258 28 | 12 | 30 | 80 | 87 | 165 | 258 | 258 29 | 13 | 30 | 83 | 89 | 165 | 258 | 258 30 | 13 | 30 | 86 | 91 | 164 | 258 | 258 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 | 48 | 63 | 70 | 93 | 217 | 313 | 3 030 2 | 52 | 66 | 73 | 97 | 220 | 351 | 2 293 3 | 56 | 71 | 80 | 106 | 219 | 364 | 1 748 4 | 58 | 75 | 85 | 112 | 219 | 364 | 1 362 5 | 59 | 77 | 90 | 115 | 220 | 356 | 1 085 6 | 61 | 80 | 92 | 118 | 219 | 343 | 883 7 | 61 | 82 | 93 | 119 | 218 | 327 | 732 8 | 60 | 81 | 93 | 120 | 217 | 310 | 616 9 | 59 | 80 | 93 | 122 | 216 | 309 | 525 10 | 58 | 80 | 93 | 123 | 214 | 307 | 452 11 | 56 | 78 | 92 | 122 | 212 | 306 | 393 12 | 55 | 77 | 90 | 120 | 211 | 304 | 344 13 | 53 | 75 | 88 | 119 | 209 | 302 | 303 14 | 52 | 73 | 87 | 117 | 208 | 301 | 301 15 | 50 | 72 | 85 | 116 | 206 | 300 | 300 16 | 49 | 71 | 84 | 115 | 205 | 298 | 298 17 | 48 | 70 | 83 | 114 | 204 | 297 | 297 18 | 47 | 69 | 82 | 113 | 203 | 297 | 297 19 | 46 | 68 | 82 | 112 | 202 | 296 | 296 20 | 46 | 68 | 81 | 111 | 202 | 295 | 295 21 | 45 | 67 | 80 | 111 | 201 | 294 | 294 22 | 44 | 66 | 80 | 110 | 200 | 294 | 294 23 | 43 | 65 | 79 | 109 | 199 | 293 | 293 24 | 43 | 65 | 78 | 108 | 199 | 292 | 292 25 | 42 | 64 | 77 | 107 | 198 | 291 | 291 26 | 41 | 63 | 77 | 107 | 197 | 290 | 290 27 | 40 | 62 | 79 | 106 | 196 | 289 | 289 28 | 39 | 61 | 82 | 105 | 195 | 288 | 288 29 | 38 | 60 | 85 | 104 | 194 | 288 | 288 30 | 37 | 59 | 87 | 103 | 193 | 287 | 287 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 | 45 | 168 | 307 | 2 973 2 | 0 | 14 | 21 | 45 | 168 | 342 | 2 233 3 | 1 | 15 | 24 | 50 | 163 | 354 | 1 696 4 | 1 | 16 | 27 | 54 | 160 | 352 | 1 316 5 | 2 | 18 | 30 | 56 | 160 | 343 | 1 045 6 | 2 | 21 | 33 | 59 | 160 | 329 | 849 7 | 3 | 24 | 35 | 61 | 160 | 314 | 703 8 | 3 | 24 | 36 | 64 | 160 | 297 | 591 9 | 4 | 25 | 38 | 67 | 160 | 280 | 503 10 | 4 | 26 | 39 | 69 | 160 | 264 | 433 11 | 5 | 26 | 40 | 70 | 160 | 254 | 377 12 | 5 | 26 | 40 | 70 | 160 | 254 | 330 13 | 5 | 26 | 40 | 70 | 160 | 254 | 291 14 | 6 | 26 | 41 | 70 | 160 | 254 | 258 15 | 7 | 26 | 44 | 70 | 160 | 254 | 254 16 | 7 | 26 | 47 | 70 | 160 | 254 | 254 17 | 7 | 26 | 49 | 70 | 160 | 254 | 254 18 | 8 | 26 | 51 | 70 | 160 | 254 | 254 19 | 8 | 26 | 54 | 70 | 160 | 254 | 254 20 | 9 | 26 | 57 | 70 | 160 | 254 | 254 21 | 9 | 26 | 60 | 70 | 160 | 254 | 254 22 | 9 | 26 | 62 | 71 | 160 | 254 | 254 23 | 10 | 26 | 65 | 73 | 160 | 254 | 254 24 | 10 | 26 | 68 | 75 | 160 | 254 | 254 25 | 11 | 26 | 70 | 78 | 160 | 254 | 254 26 | 11 | 26 | 74 | 80 | 160 | 254 | 254 27 | 12 | 26 | 76 | 83 | 160 | 254 | 254 28 | 12 | 27 | 78 | 85 | 160 | 254 | 254 29 | 12 | 28 | 82 | 87 | 160 | 254 | 254 30 | 13 | 28 | 84 | 90 | 160 | 254 | 254 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 | 187 | 310 | 3 006 2 | 0 | 11 | 23 | 46 | 187 | 345 | 2 258 3 | 1 | 11 | 24 | 51 | 182 | 357 | 1 714 4 | 1 | 13 | 27 | 57 | 178 | 355 | 1 330 5 | 2 | 16 | 29 | 60 | 177 | 346 | 1 056 6 | 2 | 18 | 33 | 61 | 176 | 332 | 858 7 | 3 | 21 | 36 | 60 | 175 | 317 | 710 8 | 3 | 23 | 37 | 59 | 174 | 300 | 597 9 | 6 | 31 | 41 | 58 | 173 | 283 | 508 10 | 8 | 34 | 41 | 57 | 172 | 266 | 437 11 | 7 | 33 | 40 | 56 | 171 | 265 | 380 12 | 6 | 31 | 40 | 55 | 170 | 264 | 333 13 | 5 | 30 | 40 | 55 | 170 | 263 | 293 14 | 6 | 30 | 41 | 55 | 169 | 262 | 262 15 | 7 | 30 | 44 | 55 | 168 | 261 | 261 16 | 7 | 30 | 47 | 57 | 167 | 260 | 260 17 | 7 | 30 | 50 | 59 | 166 | 259 | 259 18 | 8 | 30 | 52 | 62 | 165 | 258 | 258 19 | 8 | 30 | 54 | 65 | 165 | 258 | 258 20 | 9 | 30 | 57 | 67 | 166 | 259 | 259 21 | 9 | 30 | 60 | 69 | 166 | 259 | 259 22 | 9 | 30 | 62 | 71 | 166 | 259 | 259 23 | 10 | 30 | 65 | 73 | 165 | 259 | 259 24 | 10 | 30 | 68 | 76 | 165 | 258 | 258 25 | 11 | 30 | 71 | 78 | 164 | 258 | 258 26 | 11 | 30 | 74 | 80 | 164 | 257 | 257 27 | 12 | 30 | 76 | 83 | 164 | 257 | 257 28 | 12 | 30 | 78 | 85 | 163 | 257 | 257 29 | 12 | 30 | 82 | 87 | 163 | 256 | 256 30 | 13 | 30 | 84 | 90 | 162 | 256 | 256 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 | 84 | 99 | 106 | 130 | 253 | 349 | 3 022 2 | 81 | 96 | 103 | 127 | 250 | 349 | 2 283 3 | 78 | 94 | 103 | 129 | 242 | 363 | 1 743 4 | 75 | 92 | 103 | 130 | 237 | 363 | 1 357 5 | 73 | 91 | 103 | 129 | 233 | 355 | 1 081 6 | 72 | 91 | 103 | 129 | 231 | 342 | 880 7 | 71 | 91 | 102 | 128 | 228 | 326 | 729 8 | 68 | 89 | 101 | 128 | 225 | 318 | 613 9 | 66 | 87 | 100 | 129 | 222 | 316 | 523 10 | 64 | 86 | 99 | 129 | 221 | 314 | 450 11 | 63 | 85 | 98 | 128 | 219 | 312 | 392 12 | 61 | 83 | 96 | 127 | 217 | 310 | 343 13 | 59 | 81 | 94 | 125 | 215 | 309 | 309 14 | 58 | 80 | 93 | 123 | 214 | 307 | 307 15 | 56 | 78 | 91 | 122 | 212 | 306 | 306 16 | 55 | 77 | 90 | 121 | 211 | 304 | 304 17 | 54 | 76 | 89 | 119 | 210 | 303 | 303 18 | 53 | 75 | 88 | 118 | 209 | 302 | 302 19 | 52 | 74 | 87 | 117 | 208 | 301 | 301 20 | 51 | 73 | 86 | 117 | 207 | 300 | 300 21 | 50 | 72 | 85 | 116 | 206 | 299 | 299 22 | 49 | 71 | 84 | 115 | 205 | 298 | 298 23 | 48 | 70 | 83 | 114 | 204 | 297 | 297 24 | 47 | 69 | 82 | 113 | 203 | 296 | 296 25 | 46 | 68 | 81 | 112 | 202 | 295 | 295 26 | 45 | 67 | 80 | 111 | 201 | 294 | 294 27 | 44 | 66 | 79 | 110 | 200 | 293 | 293 28 | 43 | 65 | 82 | 109 | 199 | 292 | 292 29 | 42 | 64 | 85 | 108 | 198 | 291 | 291 30 | 41 | 63 | 87 | 107 | 197 | 290 | 290 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 | 71 | 78 | 102 | 225 | 321 | 3 061 2 | 54 | 69 | 76 | 100 | 223 | 352 | 2 306 3 | 52 | 68 | 77 | 103 | 216 | 365 | 1 755 4 | 51 | 68 | 79 | 106 | 212 | 364 | 1 365 5 | 50 | 67 | 80 | 105 | 210 | 355 | 1 086 6 | 49 | 68 | 80 | 106 | 208 | 342 | 882 7 | 49 | 69 | 80 | 106 | 206 | 326 | 731 8 | 47 | 68 | 80 | 107 | 204 | 309 | 615 9 | 46 | 67 | 79 | 109 | 202 | 296 | 524 10 | 45 | 67 | 80 | 110 | 201 | 294 | 451 11 | 44 | 66 | 79 | 109 | 200 | 293 | 392 12 | 43 | 65 | 78 | 109 | 199 | 292 | 343 13 | 42 | 64 | 77 | 108 | 198 | 292 | 302 14 | 42 | 63 | 77 | 107 | 198 | 291 | 291 15 | 41 | 63 | 76 | 107 | 197 | 290 | 290 16 | 40 | 62 | 75 | 105 | 196 | 289 | 289 17 | 39 | 61 | 74 | 105 | 195 | 288 | 288 18 | 38 | 60 | 74 | 104 | 194 | 288 | 288 19 | 38 | 60 | 73 | 103 | 194 | 287 | 287 20 | 38 | 60 | 73 | 103 | 194 | 287 | 287 21 | 37 | 59 | 73 | 103 | 193 | 287 | 287 22 | 37 | 59 | 72 | 103 | 193 | 286 | 286 23 | 36 | 58 | 72 | 102 | 192 | 286 | 286 24 | 36 | 58 | 71 | 101 | 192 | 285 | 285 25 | 35 | 57 | 73 | 101 | 191 | 285 | 285 26 | 35 | 56 | 76 | 100 | 191 | 284 | 284 27 | 34 | 56 | 79 | 100 | 190 | 283 | 283 28 | 33 | 55 | 81 | 99 | 189 | 283 | 283 29 | 33 | 54 | 85 | 98 | 188 | 282 | 282 30 | 32 | 54 | 87 | 98 | 188 | 281 | 281 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 | 71 | 194 | 313 | 3 038 2 | 26 | 41 | 48 | 71 | 195 | 350 | 2 287 3 | 24 | 40 | 49 | 75 | 188 | 361 | 1 737 4 | 23 | 40 | 51 | 78 | 185 | 360 | 1 348 5 | 23 | 41 | 54 | 79 | 184 | 350 | 1 070 6 | 24 | 43 | 55 | 81 | 183 | 337 | 869 7 | 25 | 45 | 56 | 83 | 182 | 320 | 719 8 | 24 | 45 | 57 | 84 | 181 | 303 | 604 9 | 24 | 45 | 58 | 87 | 180 | 286 | 514 10 | 23 | 45 | 59 | 88 | 180 | 273 | 443 11 | 23 | 45 | 58 | 88 | 179 | 272 | 385 12 | 22 | 44 | 57 | 88 | 178 | 271 | 337 13 | 21 | 43 | 56 | 87 | 177 | 271 | 297 14 | 20 | 42 | 56 | 86 | 176 | 270 | 270 15 | 20 | 42 | 55 | 85 | 176 | 269 | 269 16 | 19 | 41 | 54 | 84 | 175 | 268 | 268 17 | 18 | 40 | 53 | 84 | 174 | 267 | 267 18 | 18 | 40 | 53 | 83 | 174 | 267 | 267 19 | 17 | 39 | 56 | 83 | 173 | 267 | 267 20 | 17 | 39 | 58 | 83 | 173 | 267 | 267 21 | 17 | 39 | 61 | 83 | 173 | 267 | 267 22 | 17 | 39 | 64 | 83 | 173 | 267 | 267 23 | 17 | 39 | 66 | 83 | 173 | 267 | 267 24 | 17 | 39 | 69 | 83 | 173 | 266 | 266 25 | 17 | 39 | 72 | 82 | 173 | 266 | 266 26 | 17 | 38 | 75 | 82 | 173 | 266 | 266 27 | 16 | 38 | 78 | 85 | 172 | 266 | 266 28 | 16 | 38 | 80 | 87 | 172 | 265 | 265 29 | 16 | 38 | 83 | 89 | 172 | 265 | 265 30 | 16 | 37 | 86 | 92 | 172 | 265 | 265 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 25 | 148 | 305 | 2 952 2 | 0 | 1 | 6 | 26 | 149 | 340 | 2 217 3 | 1 | 2 | 10 | 31 | 144 | 351 | 1 684 4 | 1 | 3 | 13 | 35 | 141 | 350 | 1 306 5 | 2 | 4 | 16 | 37 | 141 | 340 | 1 038 6 | 2 | 5 | 19 | 40 | 141 | 327 | 843 7 | 3 | 6 | 22 | 42 | 141 | 312 | 698 8 | 3 | 7 | 24 | 45 | 141 | 295 | 587 9 | 4 | 8 | 27 | 48 | 141 | 278 | 500 10 | 4 | 9 | 30 | 50 | 141 | 262 | 430 11 | 5 | 10 | 33 | 52 | 143 | 246 | 374 12 | 5 | 11 | 36 | 51 | 141 | 235 | 327 13 | 5 | 12 | 38 | 52 | 142 | 236 | 288 14 | 6 | 13 | 41 | 52 | 142 | 236 | 255 15 | 7 | 14 | 44 | 53 | 141 | 234 | 234 16 | 7 | 15 | 46 | 56 | 140 | 233 | 233 17 | 7 | 16 | 48 | 59 | 140 | 233 | 233 18 | 8 | 17 | 51 | 60 | 140 | 233 | 233 19 | 8 | 17 | 54 | 63 | 140 | 234 | 234 20 | 9 | 19 | 57 | 65 | 141 | 234 | 234 21 | 9 | 20 | 59 | 68 | 141 | 235 | 235 22 | 9 | 20 | 62 | 71 | 142 | 235 | 235 23 | 10 | 22 | 65 | 73 | 142 | 235 | 235 24 | 10 | 23 | 67 | 75 | 142 | 235 | 235 25 | 11 | 23 | 70 | 77 | 142 | 235 | 235 26 | 11 | 25 | 72 | 80 | 142 | 235 | 235 27 | 11 | 25 | 75 | 81 | 143 | 235 | 235 28 | 12 | 26 | 78 | 84 | 145 | 235 | 235 29 | 12 | 27 | 80 | 86 | 146 | 235 | 235 30 | 13 | 28 | 83 | 89 | 148 | 235 | 235 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 57 | 64 | 87 | 211 | 317 | 3 076 2 | 42 | 57 | 64 | 87 | 211 | 353 | 2 310 3 | 41 | 57 | 66 | 92 | 205 | 365 | 1 755 4 | 40 | 57 | 68 | 95 | 201 | 363 | 1 361 5 | 40 | 58 | 70 | 95 | 200 | 353 | 1 081 6 | 40 | 59 | 71 | 97 | 199 | 339 | 877 7 | 41 | 61 | 72 | 99 | 198 | 323 | 726 8 | 40 | 61 | 72 | 100 | 197 | 306 | 610 9 | 39 | 60 | 73 | 102 | 196 | 289 | 519 10 | 39 | 60 | 74 | 103 | 195 | 288 | 447 11 | 38 | 60 | 73 | 103 | 194 | 287 | 388 12 | 37 | 59 | 72 | 103 | 193 | 286 | 340 13 | 36 | 58 | 71 | 102 | 192 | 286 | 299 14 | 36 | 57 | 71 | 101 | 192 | 285 | 285 15 | 35 | 57 | 70 | 101 | 191 | 284 | 284 16 | 34 | 56 | 69 | 100 | 190 | 283 | 283 17 | 33 | 55 | 69 | 99 | 189 | 283 | 283 18 | 33 | 55 | 68 | 98 | 189 | 282 | 282 19 | 32 | 54 | 67 | 98 | 188 | 282 | 282 20 | 32 | 54 | 67 | 98 | 188 | 281 | 281 21 | 32 | 54 | 67 | 98 | 188 | 281 | 281 22 | 32 | 53 | 67 | 97 | 188 | 281 | 281 23 | 31 | 53 | 66 | 97 | 187 | 280 | 280 24 | 31 | 53 | 69 | 96 | 187 | 280 | 280 25 | 30 | 52 | 73 | 96 | 186 | 279 | 279 26 | 29 | 51 | 75 | 95 | 185 | 279 | 279 27 | 29 | 51 | 78 | 95 | 185 | 278 | 278 28 | 28 | 50 | 80 | 94 | 184 | 278 | 278 29 | 28 | 50 | 83 | 93 | 184 | 277 | 277 30 | 27 | 49 | 86 | 93 | 183 | 276 | 276 3.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 9 | 23 | 30 | 54 | 177 | 315 | 3 059 2 | 13 | 28 | 35 | 58 | 182 | 351 | 2 299 3 | 16 | 31 | 40 | 67 | 179 | 363 | 1 748 4 | 18 | 35 | 46 | 73 | 180 | 362 | 1 357 5 | 21 | 39 | 51 | 76 | 181 | 353 | 1 078 6 | 20 | 39 | 51 | 77 | 179 | 339 | 876 7 | 26 | 46 | 57 | 83 | 183 | 323 | 725 8 | 24 | 45 | 57 | 85 | 181 | 306 | 609 9 | 26 | 47 | 60 | 89 | 182 | 289 | 519 10 | 28 | 50 | 63 | 93 | 184 | 277 | 447 11 | 29 | 51 | 64 | 95 | 185 | 279 | 388 12 | 30 | 52 | 65 | 96 | 186 | 279 | 340 13 | 31 | 52 | 66 | 96 | 186 | 280 | 299 14 | 31 | 53 | 66 | 97 | 187 | 280 | 280 15 | 31 | 53 | 66 | 97 | 187 | 280 | 280 16 | 30 | 52 | 66 | 96 | 186 | 280 | 280 17 | 30 | 52 | 66 | 96 | 186 | 280 | 280 18 | 30 | 51 | 65 | 95 | 186 | 279 | 279 19 | 29 | 51 | 64 | 95 | 185 | 279 | 279 20 | 29 | 51 | 64 | 95 | 185 | 279 | 279 21 | 29 | 51 | 64 | 95 | 185 | 278 | 278 22 | 29 | 51 | 64 | 95 | 185 | 278 | 278 23 | 29 | 50 | 67 | 94 | 185 | 278 | 278 24 | 28 | 50 | 69 | 94 | 184 | 277 | 277 25 | 28 | 50 | 73 | 93 | 184 | 277 | 277 26 | 27 | 49 | 75 | 93 | 183 | 277 | 277 27 | 27 | 49 | 78 | 92 | 183 | 276 | 276 28 | 26 | 48 | 81 | 92 | 182 | 276 | 276 29 | 26 | 48 | 84 | 91 | 182 | 275 | 275 30 | 25 | 47 | 87 | 92 | 181 | 275 | 275 3.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 22 | 29 | 53 | 176 | 312 | 3 025 2 | 9 | 24 | 30 | 54 | 178 | 348 | 2 273 3 | 9 | 25 | 34 | 60 | 173 | 359 | 1 727 4 | 10 | 27 | 38 | 65 | 171 | 358 | 1 340 5 | 11 | 29 | 41 | 67 | 171 | 348 | 1 064 6 | 13 | 32 | 44 | 70 | 171 | 335 | 864 7 | 15 | 35 | 46 | 72 | 171 | 319 | 714 8 | 15 | 35 | 47 | 75 | 172 | 302 | 601 9 | 15 | 37 | 49 | 78 | 172 | 285 | 512 10 | 16 | 38 | 51 | 81 | 172 | 268 | 440 11 | 16 | 38 | 51 | 82 | 172 | 266 | 383 12 | 16 | 38 | 52 | 82 | 172 | 266 | 335 13 | 17 | 38 | 52 | 82 | 173 | 266 | 295 14 | 17 | 39 | 52 | 82 | 173 | 266 | 266 15 | 17 | 39 | 52 | 82 | 173 | 266 | 266 16 | 17 | 38 | 52 | 82 | 172 | 266 | 266 17 | 17 | 38 | 52 | 82 | 173 | 266 | 266 18 | 17 | 38 | 53 | 82 | 172 | 266 | 266 19 | 17 | 38 | 55 | 82 | 172 | 266 | 266 20 | 17 | 39 | 58 | 82 | 173 | 266 | 266 21 | 17 | 39 | 61 | 82 | 173 | 266 | 266 22 | 17 | 39 | 64 | 82 | 173 | 266 | 266 23 | 16 | 38 | 66 | 82 | 172 | 266 | 266 24 | 16 | 38 | 69 | 82 | 172 | 265 | 265 25 | 16 | 38 | 71 | 81 | 172 | 265 | 265 26 | 15 | 37 | 74 | 81 | 171 | 265 | 265 27 | 15 | 37 | 76 | 83 | 171 | 264 | 264 28 | 15 | 37 | 80 | 86 | 171 | 264 | 264 29 | 15 | 36 | 82 | 88 | 171 | 264 | 264 30 | 14 | 36 | 85 | 90 | 170 | 264 | 264 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 | 44 | 59 | 66 | 90 | 213 | 323 | 3 146 2 | 47 | 62 | 69 | 93 | 216 | 360 | 2 363 3 | 49 | 65 | 74 | 100 | 213 | 372 | 1 796 4 | 50 | 67 | 78 | 105 | 212 | 371 | 1 395 5 | 52 | 70 | 82 | 107 | 212 | 362 | 1 109 6 | 54 | 73 | 85 | 111 | 212 | 348 | 900 7 | 55 | 75 | 86 | 113 | 212 | 332 | 745 8 | 55 | 75 | 87 | 115 | 212 | 314 | 627 9 | 55 | 76 | 89 | 118 | 211 | 305 | 534 10 | 55 | 77 | 90 | 120 | 211 | 305 | 460 11 | 55 | 77 | 90 | 120 | 211 | 304 | 399 12 | 54 | 76 | 89 | 120 | 210 | 303 | 349 13 | 53 | 75 | 88 | 119 | 209 | 303 | 307 14 | 52 | 74 | 88 | 118 | 208 | 302 | 302 15 | 51 | 73 | 87 | 117 | 207 | 301 | 301 16 | 51 | 72 | 86 | 116 | 206 | 300 | 300 17 | 50 | 72 | 85 | 115 | 206 | 299 | 299 18 | 49 | 71 | 84 | 115 | 205 | 298 | 298 19 | 48 | 70 | 83 | 114 | 204 | 297 | 297 20 | 47 | 69 | 83 | 113 | 203 | 297 | 297 21 | 47 | 69 | 82 | 112 | 203 | 296 | 296 22 | 46 | 68 | 81 | 112 | 202 | 295 | 295 23 | 45 | 67 | 80 | 111 | 201 | 294 | 294 24 | 44 | 66 | 79 | 110 | 200 | 293 | 293 25 | 43 | 65 | 78 | 109 | 199 | 293 | 293 26 | 42 | 64 | 78 | 108 | 198 | 292 | 292 27 | 41 | 63 | 79 | 107 | 197 | 291 | 291 28 | 41 | 62 | 83 | 106 | 196 | 290 | 290 29 | 40 | 62 | 85 | 105 | 196 | 289 | 289 30 | 39 | 61 | 88 | 104 | 195 | 288 | 288 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 | 75 | 90 | 97 | 120 | 244 | 339 | 3 202 2 | 79 | 94 | 101 | 125 | 248 | 367 | 2 411 3 | 79 | 95 | 103 | 130 | 242 | 380 | 1 834 4 | 78 | 95 | 106 | 133 | 239 | 379 | 1 425 5 | 81 | 99 | 111 | 136 | 241 | 369 | 1 132 6 | 83 | 102 | 114 | 140 | 241 | 355 | 919 7 | 85 | 105 | 116 | 142 | 242 | 339 | 761 8 | 86 | 106 | 118 | 146 | 243 | 336 | 640 9 | 87 | 108 | 120 | 150 | 243 | 337 | 546 10 | 87 | 109 | 122 | 152 | 243 | 337 | 471 11 | 87 | 109 | 122 | 152 | 243 | 336 | 409 12 | 86 | 108 | 121 | 151 | 242 | 335 | 358 13 | 84 | 106 | 120 | 150 | 240 | 334 | 334 14 | 83 | 105 | 118 | 149 | 239 | 332 | 332 15 | 81 | 103 | 117 | 147 | 237 | 331 | 331 16 | 80 | 102 | 115 | 146 | 236 | 329 | 329 17 | 79 | 100 | 114 | 144 | 235 | 328 | 328 18 | 77 | 99 | 112 | 143 | 233 | 326 | 326 19 | 76 | 98 | 111 | 141 | 232 | 325 | 325 20 | 75 | 96 | 110 | 140 | 230 | 324 | 324 21 | 73 | 95 | 108 | 139 | 229 | 322 | 322 22 | 72 | 94 | 107 | 137 | 228 | 321 | 321 23 | 70 | 92 | 105 | 136 | 226 | 319 | 319 24 | 69 | 90 | 104 | 134 | 224 | 318 | 318 25 | 67 | 89 | 102 | 133 | 223 | 316 | 316 26 | 65 | 87 | 101 | 131 | 221 | 315 | 315 27 | 64 | 86 | 99 | 130 | 220 | 313 | 313 28 | 62 | 84 | 98 | 128 | 218 | 312 | 312 29 | 61 | 83 | 96 | 127 | 217 | 310 | 310 30 | 59 | 81 | 95 | 125 | 215 | 309 | 309 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 | 0 | 15 | 22 | 46 | 169 | 312 | 3 023 2 | 4 | 19 | 25 | 49 | 172 | 348 | 2 275 3 | 6 | 22 | 30 | 57 | 169 | 360 | 1 730 4 | 8 | 25 | 35 | 62 | 169 | 359 | 1 343 5 | 10 | 28 | 40 | 66 | 170 | 349 | 1 067 6 | 12 | 31 | 43 | 70 | 171 | 336 | 866 7 | 14 | 35 | 46 | 72 | 171 | 320 | 717 8 | 15 | 35 | 47 | 75 | 172 | 303 | 603 9 | 15 | 37 | 49 | 78 | 172 | 286 | 513 10 | 16 | 37 | 51 | 80 | 172 | 269 | 442 11 | 16 | 38 | 51 | 81 | 172 | 265 | 384 12 | 16 | 37 | 51 | 81 | 172 | 265 | 336 13 | 15 | 37 | 50 | 81 | 171 | 264 | 296 14 | 14 | 36 | 50 | 80 | 170 | 264 | 264 15 | 14 | 36 | 49 | 79 | 170 | 263 | 263 16 | 13 | 35 | 48 | 78 | 169 | 262 | 262 17 | 12 | 34 | 50 | 78 | 168 | 261 | 261 18 | 12 | 34 | 53 | 77 | 168 | 261 | 261 19 | 12 | 33 | 55 | 77 | 167 | 261 | 261 20 | 12 | 34 | 58 | 77 | 168 | 261 | 261 21 | 12 | 34 | 61 | 77 | 168 | 261 | 261 22 | 12 | 34 | 64 | 78 | 168 | 261 | 261 23 | 12 | 34 | 66 | 77 | 168 | 261 | 261 24 | 12 | 34 | 69 | 77 | 168 | 261 | 261 25 | 12 | 34 | 72 | 79 | 168 | 261 | 261 26 | 12 | 33 | 75 | 82 | 167 | 261 | 261 27 | 12 | 33 | 78 | 84 | 167 | 261 | 261 28 | 12 | 33 | 80 | 86 | 167 | 261 | 261 29 | 13 | 33 | 83 | 89 | 167 | 260 | 260 30 | 13 | 33 | 86 | 91 | 167 | 260 | 260 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 | 86 | 101 | 108 | 131 | 255 | 350 | 3 311 2 | 86 | 101 | 108 | 132 | 255 | 378 | 2 492 3 | 85 | 101 | 110 | 136 | 249 | 391 | 1 895 4 | 85 | 102 | 113 | 140 | 246 | 389 | 1 470 5 | 86 | 104 | 116 | 141 | 246 | 379 | 1 167 6 | 86 | 106 | 118 | 144 | 245 | 365 | 947 7 | 88 | 108 | 119 | 145 | 245 | 347 | 783 8 | 87 | 108 | 120 | 148 | 244 | 338 | 658 9 | 87 | 108 | 121 | 150 | 243 | 337 | 560 10 | 86 | 107 | 121 | 150 | 242 | 335 | 481 11 | 84 | 106 | 119 | 149 | 240 | 333 | 418 12 | 82 | 104 | 117 | 148 | 238 | 331 | 365 13 | 80 | 102 | 115 | 146 | 236 | 329 | 329 14 | 78 | 100 | 113 | 144 | 234 | 328 | 328 15 | 76 | 98 | 112 | 142 | 232 | 326 | 326 16 | 74 | 96 | 109 | 140 | 230 | 323 | 323 17 | 73 | 94 | 108 | 138 | 228 | 322 | 322 18 | 71 | 93 | 106 | 137 | 227 | 320 | 320 19 | 70 | 91 | 105 | 135 | 225 | 319 | 319 20 | 69 | 90 | 104 | 134 | 224 | 318 | 318 21 | 68 | 89 | 103 | 133 | 223 | 317 | 317 22 | 66 | 88 | 102 | 132 | 222 | 316 | 316 23 | 65 | 87 | 101 | 131 | 221 | 315 | 315 24 | 64 | 86 | 99 | 130 | 220 | 314 | 314 25 | 63 | 85 | 98 | 129 | 219 | 312 | 312 26 | 62 | 84 | 97 | 128 | 218 | 311 | 311 27 | 61 | 83 | 96 | 127 | 217 | 310 | 310 28 | 60 | 82 | 95 | 126 | 216 | 309 | 309 29 | 59 | 81 | 94 | 125 | 215 | 308 | 308 30 | 58 | 80 | 93 | 124 | 214 | 307 | 307 3.20 Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 353 | 368 | 374 | 398 | 521 | 617 | 3 225 2 | 70 | 85 | 92 | 115 | 239 | 371 | 2 440 3 | 73 | 88 | 97 | 123 | 236 | 384 | 1 858 4 | 75 | 92 | 103 | 130 | 236 | 383 | 1 443 5 | 78 | 95 | 108 | 133 | 238 | 374 | 1 146 6 | 80 | 99 | 111 | 137 | 239 | 359 | 930 7 | 82 | 102 | 113 | 140 | 239 | 342 | 769 8 | 83 | 104 | 115 | 143 | 240 | 333 | 646 9 | 84 | 105 | 117 | 147 | 240 | 334 | 550 10 | 84 | 106 | 119 | 149 | 240 | 333 | 474 11 | 84 | 106 | 119 | 149 | 240 | 333 | 412 12 | 84 | 106 | 119 | 150 | 240 | 333 | 360 13 | 84 | 106 | 120 | 150 | 240 | 334 | 334 14 | 85 | 107 | 120 | 151 | 241 | 334 | 334 15 | 86 | 108 | 121 | 151 | 242 | 335 | 335 16 | 87 | 109 | 122 | 152 | 243 | 336 | 336 17 | 88 | 110 | 123 | 153 | 244 | 337 | 337 18 | 89 | 111 | 124 | 155 | 245 | 338 | 338 19 | 90 | 112 | 125 | 156 | 246 | 339 | 339 20 | 91 | 112 | 126 | 156 | 247 | 340 | 340 21 | 91 | 113 | 126 | 156 | 247 | 340 | 340 22 | 91 | 113 | 126 | 156 | 247 | 340 | 340 23 | 90 | 112 | 125 | 156 | 246 | 340 | 340 24 | 90 | 111 | 125 | 155 | 245 | 339 | 339 25 | 89 | 110 | 124 | 154 | 245 | 338 | 338 26 | 88 | 109 | 123 | 153 | 243 | 337 | 337 27 | 86 | 108 | 122 | 152 | 242 | 336 | 336 28 | 85 | 107 | 120 | 151 | 241 | 334 | 334 29 | 84 | 106 | 119 | 149 | 240 | 333 | 333 30 | 82 | 104 | 118 | 148 | 238 | 332 | 332 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 | 3 | 10 | 34 | 157 | 310 | 3 002 2 | 0 | 3 | 10 | 34 | 157 | 345 | 2 258 3 | 1 | 4 | 12 | 39 | 151 | 357 | 1 716 4 | 1 | 4 | 15 | 42 | 148 | 356 | 1 332 5 | 2 | 5 | 17 | 43 | 147 | 347 | 1 058 6 | 2 | 7 | 19 | 45 | 147 | 333 | 859 7 | 3 | 9 | 22 | 47 | 146 | 317 | 711 8 | 3 | 9 | 25 | 49 | 145 | 300 | 597 9 | 4 | 9 | 28 | 51 | 144 | 283 | 509 10 | 4 | 9 | 30 | 52 | 144 | 267 | 438 11 | 5 | 11 | 33 | 53 | 144 | 250 | 380 12 | 5 | 11 | 36 | 53 | 144 | 237 | 333 13 | 5 | 13 | 39 | 53 | 144 | 237 | 294 14 | 6 | 13 | 41 | 54 | 144 | 237 | 260 15 | 7 | 14 | 44 | 55 | 144 | 237 | 237 16 | 7 | 16 | 47 | 57 | 144 | 237 | 237 17 | 7 | 16 | 50 | 60 | 144 | 238 | 238 18 | 8 | 17 | 53 | 62 | 145 | 238 | 238 19 | 8 | 19 | 55 | 65 | 145 | 239 | 239 20 | 9 | 19 | 58 | 67 | 146 | 240 | 240 21 | 9 | 20 | 61 | 70 | 147 | 240 | 240 22 | 9 | 21 | 64 | 72 | 148 | 241 | 241 23 | 10 | 22 | 66 | 75 | 148 | 242 | 242 24 | 10 | 23 | 69 | 77 | 149 | 242 | 242 25 | 11 | 25 | 71 | 79 | 149 | 243 | 243 26 | 11 | 25 | 74 | 82 | 150 | 243 | 243 27 | 12 | 26 | 77 | 84 | 150 | 244 | 244 28 | 12 | 27 | 80 | 86 | 151 | 244 | 244 29 | 13 | 28 | 82 | 88 | 151 | 244 | 244 30 | 13 | 29 | 86 | 91 | 152 | 245 | 245 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 63 | 70 | 94 | 217 | 318 | 3 083 2 | 49 | 64 | 71 | 95 | 218 | 353 | 2 315 3 | 49 | 64 | 73 | 99 | 212 | 365 | 1 758 4 | 48 | 65 | 75 | 102 | 209 | 364 | 1 364 5 | 48 | 66 | 78 | 103 | 208 | 354 | 1 084 6 | 49 | 68 | 80 | 106 | 207 | 341 | 880 7 | 49 | 69 | 80 | 106 | 206 | 324 | 728 8 | 48 | 69 | 81 | 108 | 205 | 307 | 612 9 | 48 | 69 | 82 | 111 | 204 | 298 | 521 10 | 47 | 69 | 82 | 111 | 203 | 296 | 449 11 | 45 | 67 | 81 | 111 | 201 | 295 | 390 12 | 44 | 66 | 79 | 109 | 200 | 293 | 341 13 | 42 | 64 | 77 | 108 | 198 | 291 | 301 14 | 40 | 62 | 76 | 106 | 196 | 290 | 290 15 | 39 | 61 | 74 | 104 | 195 | 288 | 288 16 | 37 | 59 | 72 | 103 | 193 | 286 | 286 17 | 36 | 58 | 71 | 101 | 192 | 285 | 285 18 | 35 | 56 | 70 | 100 | 190 | 284 | 284 19 | 33 | 55 | 69 | 99 | 189 | 283 | 283 20 | 33 | 55 | 68 | 99 | 189 | 282 | 282 21 | 32 | 54 | 68 | 98 | 188 | 282 | 282 22 | 32 | 54 | 67 | 97 | 188 | 281 | 281 23 | 31 | 53 | 68 | 97 | 187 | 280 | 280 24 | 30 | 52 | 70 | 96 | 186 | 280 | 280 25 | 30 | 51 | 73 | 95 | 185 | 279 | 279 26 | 29 | 51 | 75 | 94 | 185 | 278 | 278 27 | 28 | 50 | 79 | 94 | 184 | 277 | 277 28 | 28 | 49 | 81 | 93 | 183 | 277 | 277 29 | 27 | 49 | 84 | 93 | 183 | 276 | 276 30 | 26 | 48 | 87 | 92 | 182 | 276 | 276 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 | 108 | 123 | 130 | 154 | 277 | 373 | 3 358 2 | 110 | 124 | 131 | 155 | 278 | 383 | 2 528 3 | 110 | 126 | 135 | 161 | 274 | 396 | 1 923 4 | 111 | 128 | 139 | 166 | 272 | 395 | 1 493 5 | 112 | 130 | 142 | 168 | 272 | 385 | 1 186 6 | 113 | 132 | 144 | 171 | 272 | 371 | 963 7 | 114 | 134 | 146 | 172 | 271 | 365 | 797 8 | 113 | 134 | 146 | 174 | 270 | 364 | 670 9 | 113 | 134 | 147 | 176 | 269 | 363 | 570 10 | 112 | 134 | 147 | 177 | 268 | 361 | 491 11 | 111 | 132 | 146 | 176 | 267 | 360 | 426 12 | 109 | 130 | 144 | 174 | 265 | 358 | 373 13 | 106 | 128 | 142 | 172 | 262 | 356 | 356 14 | 104 | 126 | 139 | 170 | 260 | 353 | 353 15 | 102 | 124 | 137 | 167 | 258 | 351 | 351 16 | 99 | 121 | 134 | 165 | 255 | 348 | 348 17 | 97 | 118 | 132 | 162 | 253 | 346 | 346 18 | 94 | 116 | 129 | 160 | 250 | 344 | 344 19 | 92 | 114 | 127 | 158 | 248 | 341 | 341 20 | 90 | 112 | 126 | 156 | 246 | 340 | 340 21 | 89 | 111 | 124 | 154 | 245 | 338 | 338 22 | 87 | 109 | 122 | 153 | 243 | 336 | 336 23 | 85 | 107 | 120 | 151 | 241 | 334 | 334 24 | 83 | 105 | 119 | 149 | 239 | 333 | 333 25 | 82 | 104 | 117 | 147 | 238 | 331 | 331 26 | 80 | 102 | 115 | 146 | 236 | 329 | 329 27 | 78 | 100 | 113 | 144 | 234 | 328 | 328 28 | 77 | 99 | 112 | 142 | 233 | 326 | 326 29 | 75 | 97 | 110 | 141 | 231 | 324 | 324 30 | 74 | 95 | 109 | 139 | 230 | 323 | 323 3.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 169 | 184 | 190 | 214 | 338 | 433 | 3 576 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 678 3 | 182 | 197 | 206 | 233 | 345 | 441 | 2 030 4 | 182 | 199 | 210 | 237 | 344 | 438 | 1 573 5 | 183 | 201 | 213 | 238 | 343 | 436 | 1 247 6 | 183 | 202 | 214 | 240 | 342 | 435 | 1 011 7 | 183 | 203 | 214 | 241 | 340 | 433 | 834 8 | 181 | 202 | 214 | 242 | 338 | 432 | 700 9 | 180 | 202 | 214 | 243 | 337 | 430 | 596 10 | 179 | 201 | 214 | 244 | 335 | 429 | 513 11 | 177 | 199 | 212 | 243 | 333 | 427 | 445 12 | 175 | 197 | 210 | 240 | 331 | 424 | 424 13 | 172 | 194 | 207 | 237 | 328 | 421 | 421 14 | 169 | 190 | 204 | 234 | 324 | 418 | 418 15 | 165 | 187 | 200 | 231 | 321 | 415 | 415 16 | 162 | 184 | 197 | 228 | 318 | 411 | 411 17 | 159 | 181 | 194 | 224 | 315 | 408 | 408 18 | 156 | 177 | 191 | 221 | 311 | 405 | 405 19 | 152 | 174 | 188 | 218 | 308 | 402 | 402 20 | 149 | 171 | 185 | 215 | 305 | 399 | 399 21 | 146 | 168 | 181 | 212 | 302 | 396 | 396 22 | 143 | 165 | 178 | 209 | 299 | 392 | 392 23 | 140 | 162 | 175 | 205 | 296 | 389 | 389 24 | 137 | 159 | 172 | 202 | 293 | 386 | 386 25 | 134 | 155 | 169 | 199 | 290 | 383 | 383 26 | 130 | 152 | 166 | 196 | 286 | 380 | 380 27 | 128 | 149 | 163 | 193 | 283 | 377 | 377 28 | 125 | 147 | 160 | 190 | 281 | 374 | 374 29 | 122 | 144 | 157 | 187 | 278 | 371 | 371 30 | 119 | 141 | 154 | 185 | 275 | 368 | 368 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 | 21 | 35 | 42 | 66 | 189 | 320 | 3 105 2 | 21 | 36 | 43 | 67 | 190 | 356 | 2 334 3 | 21 | 37 | 46 | 72 | 185 | 368 | 1 774 4 | 21 | 38 | 48 | 75 | 182 | 367 | 1 377 5 | 21 | 39 | 51 | 77 | 181 | 358 | 1 094 6 | 22 | 41 | 53 | 79 | 181 | 344 | 889 7 | 23 | 43 | 54 | 80 | 180 | 327 | 735 8 | 22 | 42 | 54 | 82 | 179 | 310 | 618 9 | 21 | 43 | 55 | 84 | 178 | 293 | 526 10 | 21 | 43 | 56 | 86 | 177 | 275 | 453 11 | 20 | 42 | 56 | 86 | 176 | 270 | 393 12 | 20 | 42 | 55 | 85 | 176 | 269 | 344 13 | 19 | 41 | 54 | 85 | 175 | 268 | 303 14 | 19 | 41 | 54 | 84 | 175 | 268 | 268 15 | 18 | 40 | 54 | 84 | 174 | 268 | 268 16 | 18 | 40 | 53 | 84 | 174 | 268 | 268 17 | 18 | 40 | 53 | 84 | 174 | 267 | 267 18 | 18 | 40 | 54 | 84 | 174 | 268 | 268 19 | 18 | 40 | 57 | 84 | 174 | 268 | 268 20 | 18 | 40 | 60 | 84 | 174 | 268 | 268 21 | 19 | 40 | 62 | 84 | 175 | 268 | 268 22 | 19 | 40 | 65 | 84 | 175 | 268 | 268 23 | 18 | 40 | 68 | 84 | 174 | 268 | 268 24 | 18 | 40 | 70 | 84 | 174 | 268 | 268 25 | 18 | 40 | 73 | 84 | 174 | 267 | 267 26 | 18 | 40 | 76 | 84 | 174 | 267 | 267 27 | 18 | 40 | 79 | 85 | 174 | 267 | 267 28 | 18 | 39 | 81 | 88 | 173 | 267 | 267 29 | 17 | 39 | 85 | 91 | 173 | 267 | 267 30 | 17 | 39 | 87 | 93 | 173 | 266 | 266 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 | 16 | 31 | 38 | 61 | 185 | 323 | 3 144 2 | 18 | 33 | 40 | 63 | 187 | 360 | 2 364 3 | 19 | 35 | 44 | 70 | 183 | 373 | 1 797 4 | 21 | 37 | 48 | 75 | 182 | 371 | 1 395 5 | 23 | 41 | 53 | 78 | 183 | 362 | 1 108 6 | 25 | 44 | 56 | 82 | 183 | 348 | 900 7 | 27 | 47 | 58 | 84 | 184 | 331 | 744 8 | 27 | 48 | 59 | 87 | 184 | 314 | 625 9 | 27 | 49 | 61 | 91 | 184 | 296 | 533 10 | 28 | 50 | 63 | 93 | 185 | 279 | 459 11 | 29 | 51 | 64 | 94 | 185 | 278 | 398 12 | 29 | 51 | 64 | 95 | 185 | 279 | 349 13 | 29 | 51 | 64 | 95 | 185 | 279 | 307 14 | 29 | 51 | 64 | 95 | 185 | 278 | 278 15 | 29 | 51 | 64 | 94 | 185 | 278 | 278 16 | 28 | 50 | 64 | 94 | 184 | 278 | 278 17 | 28 | 50 | 64 | 94 | 184 | 278 | 278 18 | 28 | 50 | 63 | 94 | 184 | 278 | 278 19 | 28 | 50 | 64 | 94 | 184 | 278 | 278 20 | 29 | 51 | 64 | 94 | 185 | 278 | 278 21 | 29 | 51 | 64 | 95 | 185 | 278 | 278 22 | 29 | 51 | 65 | 95 | 185 | 278 | 278 23 | 29 | 51 | 68 | 94 | 185 | 278 | 278 24 | 28 | 50 | 72 | 94 | 184 | 278 | 278 25 | 28 | 50 | 74 | 94 | 184 | 277 | 277 26 | 28 | 50 | 77 | 93 | 184 | 277 | 277 27 | 27 | 49 | 79 | 93 | 183 | 277 | 277 28 | 27 | 49 | 83 | 92 | 183 | 276 | 276 29 | 26 | 48 | 85 | 92 | 182 | 276 | 276 30 | 26 | 48 | 88 | 94 | 182 | 275 | 275 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 | 117 | 132 | 139 | 162 | 286 | 381 | 3 504 2 | 116 | 131 | 138 | 161 | 285 | 395 | 2 620 3 | 115 | 130 | 139 | 165 | 278 | 406 | 1 982 4 | 114 | 131 | 142 | 169 | 275 | 403 | 1 531 5 | 114 | 132 | 144 | 170 | 274 | 391 | 1 212 6 | 114 | 133 | 145 | 171 | 273 | 375 | 981 7 | 115 | 135 | 146 | 173 | 272 | 365 | 810 8 | 114 | 135 | 147 | 174 | 271 | 365 | 677 9 | 113 | 135 | 147 | 176 | 270 | 363 | 576 10 | 113 | 135 | 148 | 178 | 269 | 363 | 495 11 | 113 | 135 | 148 | 178 | 269 | 362 | 429 12 | 112 | 134 | 147 | 177 | 268 | 361 | 375 13 | 111 | 133 | 146 | 176 | 267 | 360 | 360 14 | 109 | 131 | 145 | 175 | 265 | 359 | 359 15 | 107 | 129 | 142 | 173 | 263 | 357 | 357 16 | 105 | 127 | 140 | 171 | 261 | 354 | 354 17 | 102 | 124 | 137 | 168 | 258 | 352 | 352 18 | 100 | 122 | 135 | 166 | 256 | 349 | 349 19 | 98 | 120 | 133 | 163 | 254 | 347 | 347 20 | 96 | 118 | 131 | 161 | 252 | 345 | 345 21 | 93 | 115 | 129 | 159 | 249 | 343 | 343 22 | 91 | 113 | 126 | 157 | 247 | 340 | 340 23 | 89 | 111 | 124 | 155 | 245 | 338 | 338 24 | 87 | 109 | 122 | 152 | 243 | 336 | 336 25 | 85 | 107 | 120 | 150 | 241 | 334 | 334 26 | 83 | 104 | 118 | 148 | 238 | 332 | 332 27 | 80 | 102 | 116 | 146 | 236 | 330 | 330 28 | 78 | 100 | 114 | 144 | 234 | 328 | 328 29 | 76 | 98 | 112 | 142 | 232 | 326 | 326 30 | 75 | 96 | 110 | 140 | 231 | 324 | 324 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 | 2 | 9 | 33 | 156 | 314 | 3 043 2 | 0 | 4 | 11 | 35 | 158 | 350 | 2 291 3 | 1 | 6 | 15 | 41 | 154 | 363 | 1 743 4 | 1 | 8 | 19 | 46 | 153 | 361 | 1 354 5 | 2 | 11 | 24 | 49 | 154 | 352 | 1 076 6 | 2 | 15 | 27 | 53 | 154 | 338 | 874 7 | 3 | 18 | 29 | 55 | 155 | 323 | 723 8 | 3 | 19 | 30 | 58 | 155 | 306 | 608 9 | 4 | 19 | 32 | 61 | 155 | 288 | 518 10 | 4 | 20 | 33 | 63 | 155 | 271 | 446 11 | 5 | 20 | 34 | 64 | 154 | 255 | 387 12 | 5 | 20 | 36 | 64 | 154 | 247 | 339 13 | 6 | 20 | 39 | 64 | 154 | 247 | 298 14 | 6 | 20 | 42 | 63 | 154 | 247 | 264 15 | 7 | 20 | 45 | 63 | 154 | 247 | 247 16 | 7 | 19 | 47 | 63 | 153 | 247 | 247 17 | 8 | 19 | 50 | 63 | 153 | 247 | 247 18 | 8 | 19 | 53 | 63 | 153 | 247 | 247 19 | 8 | 19 | 56 | 65 | 154 | 247 | 247 20 | 9 | 20 | 58 | 68 | 154 | 248 | 248 21 | 9 | 21 | 61 | 70 | 155 | 248 | 248 22 | 10 | 22 | 64 | 73 | 155 | 249 | 249 23 | 10 | 22 | 66 | 75 | 156 | 249 | 249 24 | 10 | 23 | 69 | 77 | 156 | 249 | 249 25 | 11 | 25 | 72 | 80 | 156 | 249 | 249 26 | 11 | 25 | 75 | 82 | 156 | 250 | 250 27 | 12 | 26 | 78 | 85 | 157 | 250 | 250 28 | 12 | 27 | 80 | 87 | 157 | 250 | 250 29 | 13 | 28 | 83 | 89 | 157 | 250 | 250 30 | 13 | 29 | 86 | 92 | 157 | 250 | 250 3.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 30 | 44 | 51 | 75 | 198 | 314 | 3 047 2 | 30 | 45 | 52 | 75 | 199 | 350 | 2 289 3 | 28 | 44 | 53 | 79 | 192 | 362 | 1 738 4 | 27 | 44 | 55 | 82 | 189 | 360 | 1 348 5 | 27 | 45 | 58 | 83 | 188 | 350 | 1 070 6 | 30 | 50 | 62 | 88 | 189 | 336 | 868 7 | 28 | 49 | 60 | 86 | 185 | 320 | 718 8 | 33 | 53 | 65 | 93 | 189 | 303 | 603 9 | 32 | 53 | 66 | 95 | 189 | 286 | 514 10 | 26 | 48 | 61 | 91 | 182 | 276 | 442 11 | 21 | 43 | 56 | 87 | 177 | 271 | 384 12 | 18 | 40 | 53 | 83 | 174 | 267 | 335 13 | 15 | 37 | 50 | 81 | 171 | 264 | 295 14 | 13 | 35 | 48 | 79 | 169 | 262 | 262 15 | 11 | 33 | 47 | 77 | 167 | 261 | 261 16 | 10 | 32 | 47 | 75 | 166 | 259 | 259 17 | 9 | 31 | 50 | 75 | 165 | 258 | 258 18 | 8 | 30 | 52 | 74 | 164 | 258 | 258 19 | 8 | 30 | 55 | 74 | 164 | 257 | 257 20 | 9 | 30 | 58 | 74 | 164 | 257 | 257 21 | 9 | 30 | 61 | 74 | 164 | 257 | 257 22 | 9 | 30 | 63 | 74 | 164 | 257 | 257 23 | 10 | 30 | 66 | 75 | 164 | 257 | 257 24 | 10 | 30 | 69 | 77 | 164 | 257 | 257 25 | 11 | 30 | 71 | 79 | 164 | 257 | 257 26 | 11 | 30 | 74 | 81 | 164 | 257 | 257 27 | 12 | 30 | 76 | 83 | 164 | 257 | 257 28 | 12 | 30 | 80 | 86 | 164 | 257 | 257 29 | 13 | 29 | 82 | 88 | 163 | 257 | 257 30 | 13 | 29 | 85 | 90 | 163 | 257 | 257 3.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 181 | 195 | 202 | 226 | 349 | 445 | 3 445 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 602 3 | 174 | 189 | 198 | 224 | 337 | 433 | 1 985 4 | 170 | 187 | 197 | 224 | 331 | 425 | 1 541 5 | 166 | 184 | 196 | 222 | 326 | 420 | 1 225 6 | 163 | 183 | 194 | 221 | 322 | 415 | 994 7 | 161 | 181 | 192 | 218 | 318 | 411 | 822 8 | 157 | 178 | 189 | 217 | 314 | 407 | 690 9 | 153 | 175 | 187 | 216 | 310 | 403 | 586 10 | 150 | 171 | 185 | 214 | 306 | 399 | 504 11 | 146 | 168 | 181 | 211 | 302 | 395 | 437 12 | 142 | 164 | 177 | 208 | 298 | 391 | 391 13 | 138 | 160 | 173 | 204 | 294 | 388 | 388 14 | 135 | 156 | 170 | 200 | 290 | 384 | 384 15 | 131 | 153 | 166 | 197 | 287 | 380 | 380 16 | 128 | 150 | 163 | 193 | 284 | 377 | 377 17 | 125 | 147 | 160 | 190 | 281 | 374 | 374 18 | 122 | 144 | 157 | 187 | 278 | 371 | 371 19 | 119 | 141 | 154 | 185 | 275 | 368 | 368 20 | 116 | 138 | 152 | 182 | 272 | 366 | 366 21 | 114 | 136 | 149 | 180 | 270 | 363 | 363 22 | 111 | 133 | 147 | 177 | 267 | 361 | 361 23 | 109 | 131 | 144 | 175 | 265 | 358 | 358 24 | 106 | 128 | 142 | 172 | 262 | 356 | 356 25 | 104 | 126 | 139 | 170 | 260 | 353 | 353 26 | 102 | 124 | 137 | 167 | 258 | 351 | 351 27 | 100 | 121 | 135 | 165 | 255 | 349 | 349 28 | 97 | 119 | 133 | 163 | 253 | 347 | 347 29 | 95 | 117 | 130 | 161 | 251 | 345 | 345 30 | 93 | 115 | 128 | 159 | 249 | 343 | 343 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 | 27 | 55 | 174 | 313 | 3 031 2 | 0 | 15 | 27 | 55 | 174 | 348 | 2 280 3 | 1 | 17 | 29 | 58 | 170 | 361 | 1 732 4 | 1 | 20 | 32 | 63 | 170 | 359 | 1 345 5 | 2 | 22 | 37 | 69 | 171 | 350 | 1 068 6 | 3 | 26 | 40 | 70 | 172 | 336 | 867 7 | 6 | 30 | 42 | 72 | 172 | 320 | 718 8 | 8 | 34 | 46 | 74 | 172 | 303 | 603 9 | 9 | 36 | 49 | 75 | 173 | 286 | 514 10 | 10 | 38 | 51 | 76 | 173 | 269 | 442 11 | 11 | 39 | 52 | 77 | 173 | 266 | 384 12 | 12 | 41 | 54 | 79 | 173 | 267 | 336 13 | 13 | 42 | 54 | 79 | 173 | 267 | 296 14 | 13 | 42 | 54 | 79 | 173 | 267 | 267 15 | 13 | 42 | 54 | 79 | 173 | 267 | 267 16 | 13 | 42 | 54 | 79 | 173 | 266 | 266 17 | 13 | 42 | 54 | 79 | 173 | 266 | 266 18 | 13 | 42 | 54 | 79 | 173 | 266 | 266 19 | 13 | 42 | 55 | 79 | 173 | 267 | 267 20 | 13 | 42 | 58 | 79 | 174 | 267 | 267 21 | 13 | 42 | 61 | 79 | 174 | 268 | 268 22 | 13 | 42 | 64 | 79 | 174 | 268 | 268 23 | 13 | 42 | 66 | 79 | 175 | 268 | 268 24 | 13 | 42 | 69 | 79 | 175 | 268 | 268 25 | 13 | 42 | 71 | 79 | 175 | 268 | 268 26 | 13 | 42 | 74 | 82 | 175 | 268 | 268 27 | 13 | 42 | 77 | 83 | 175 | 268 | 268 28 | 13 | 42 | 80 | 86 | 175 | 268 | 268 29 | 13 | 42 | 82 | 88 | 175 | 268 | 268 30 | 13 | 42 | 85 | 90 | 174 | 268 | 268 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 | 13 | 134 | 308 | 2 984 2 | 0 | 1 | 6 | 17 | 133 | 343 | 2 240 3 | 1 | 2 | 10 | 20 | 126 | 354 | 1 701 4 | 1 | 3 | 13 | 23 | 122 | 353 | 1 319 5 | 2 | 4 | 16 | 26 | 121 | 343 | 1 047 6 | 2 | 5 | 19 | 29 | 121 | 330 | 850 7 | 3 | 6 | 22 | 32 | 121 | 314 | 703 8 | 3 | 7 | 25 | 35 | 121 | 297 | 591 9 | 4 | 8 | 27 | 38 | 121 | 280 | 503 10 | 4 | 9 | 30 | 41 | 121 | 263 | 433 11 | 5 | 11 | 33 | 44 | 122 | 247 | 376 12 | 5 | 11 | 36 | 46 | 122 | 232 | 329 13 | 5 | 12 | 38 | 48 | 122 | 217 | 290 14 | 6 | 13 | 41 | 51 | 123 | 216 | 257 15 | 7 | 14 | 44 | 53 | 123 | 216 | 229 16 | 7 | 16 | 47 | 56 | 123 | 217 | 217 17 | 7 | 16 | 48 | 59 | 125 | 217 | 217 18 | 8 | 17 | 51 | 62 | 129 | 217 | 217 19 | 8 | 18 | 54 | 64 | 131 | 218 | 218 20 | 9 | 19 | 57 | 66 | 133 | 219 | 219 21 | 9 | 20 | 59 | 69 | 134 | 220 | 220 22 | 9 | 20 | 62 | 71 | 136 | 220 | 220 23 | 10 | 22 | 65 | 73 | 138 | 221 | 221 24 | 10 | 23 | 67 | 75 | 140 | 221 | 221 25 | 11 | 23 | 70 | 78 | 141 | 221 | 221 26 | 11 | 25 | 72 | 80 | 143 | 221 | 221 27 | 12 | 25 | 76 | 82 | 144 | 222 | 222 28 | 12 | 26 | 78 | 84 | 145 | 222 | 222 29 | 12 | 27 | 81 | 86 | 146 | 222 | 222 30 | 13 | 28 | 84 | 89 | 148 | 222 | 222 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 10 Euro | Belgium | 10 Euro | Cyprus | 10 Euro | Estonia | 10 Euro | Finland | 10 Euro | France | 10 Euro | Germany | 10 Euro | Greece | 10 Euro | Ireland | 10 Euro | Italy | 10 Euro | Latvia | 10 Euro | Lithuania | 10 Euro | Luxembourg | 10 Euro | Malta | 10 Euro | Netherlands |

10 Euro | Portugal | 10 Euro | Slovakia | 10 Euro | Slovenia | 10 Euro | Spain | 10 Czech koruna | Czech Republic | 2 Danish krone | Denmark | 56 Forint | Hungary | 20 Krona | Sweden | 3 Kuna | Croatia | 10 Lev | Bulgaria | 8 Pound sterling | United Kingdom | 28 Romanian leu | Romania | – 2 Zloty | Poland | 15 Króna | Iceland | 15 Norwegian krone | Norway | 26 Swiss franc | Liechtenstein | 4 Swiss franc | Switzerland | 4 Australian dollar | Australia | 9 Canadian dollar | Canada | 5 US dollar | United States | 59 Yen | Japan | 2 * * *