COMMISSION IMPLEMENTING REGULATION (EU) 2017/812

18.5.2017 | EN | Official Journal of the European Union | L 126/1 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2017/812 of 15 May 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 7 April 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2017 market data. That information was published on 7 April 2017 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 2017. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 March 2017. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 15 May 2017. For the Commission The President Jean-Claude JUNCKER * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | – 0,318 % | 0,197 % | – 0,328 % | 0,116 % | – 0,542 % | 0,379 % 2 | – 0,230 % | 0,350 % | – 0,240 % | 0,748 % | – 0,375 % | 1,014 % 3 | – 0,139 % | 0,434 % | – 0,149 % | 0,960 % | – 0,162 % | 1,600 % 4 | – 0,032 % | 0,517 % | – 0,042 % | 1,370 % | 0,039 % | 2,053 % 5 | 0,082 % | 0,602 % | 0,072 % | 1,844 % | 0,238 % | 2,331 % 6 | 0,205 % | 0,680 % | 0,195 % | 2,220 % | 0,427 % | 2,506 % 7 | 0,328 % | 0,749 % | 0,318 % | 2,561 % | 0,610 % | 2,631 % 8 | 0,452 % | 0,819 % | 0,442 % | 2,814 % | 0,773 % | 2,733 % 9 | 0,571 % | 0,892 % | 0,561 % | 3,012 % | 0,914 % | 2,825 % 10 | 0,677 % | 0,972 % | 0,667 % | 3,170 % | 1,032 % | 2,904 % 11 | 0,777 % | 1,058 % | 0,767 % | 3,324 % | 1,191 % | 2,973 % 12 | 0,871 % | 1,135 % | 0,860 % | 3,476 % | 1,370 % | 3,034 % 13 | 0,954 % | 1,196 % | 0,944 % | 3,619 % | 1,547 % | 3,089 % 14 | 1,024 % | 1,251 % | 1,013 % | 3,749 % | 1,714 % | 3,138 % 15 | 1,078 % | 1,309 % | 1,067 % | 3,860 % | 1,866 % | 3,183 % 16 | 1,116 % | 1,374 % | 1,106 % | 3,952 % | 2,004 % | 3,224 % 17 | 1,147 % | 1,444 % | 1,136 % | 4,026 % | 2,128 % | 3,262 % 18 | 1,177 % | 1,517 % | 1,166 % | 4,088 % | 2,240 % | 3,298 % 19 | 1,211 % | 1,592 % | 1,200 % | 4,138 % | 2,341 % | 3,330 % 20 | 1,252 % | 1,666 % | 1,242 % | 4,179 % | 2,433 % | 3,361 % 21 | 1,303 % | 1,739 % | 1,292 % | 4,213 % | 2,516 % | 3,390 % 22 | 1,360 % | 1,811 % | 1,350 % | 4,240 % | 2,591 % | 3,417 % 23 | 1,422 % | 1,880 % | 1,412 % | 4,263 % | 2,661 % | 3,442 % 24 | 1,486 % | 1,948 % | 1,476 % | 4,282 % | 2,724 % | 3,466 % 25 | 1,551 % | 2,013 % | 1,542 % | 4,297 % | 2,783 % | 3,488 % 26 | 1,616 % | 2,076 % | 1,607 % | 4,309 % | 2,837 % | 3,509 % 27 | 1,681 % | 2,136 % | 1,673 % | 4,319 % | 2,887 % | 3,529 % 28 | 1,745 % | 2,194 % | 1,737 % | 4,326 % | 2,934 % | 3,549 % 29 | 1,808 % | 2,250 % | 1,800 % | 4,332 % | 2,977 % | 3,567 % 30 | 1,869 % | 2,303 % | 1,861 % | 4,337 % | 3,018 % | 3,584 % 31 | 1,929 % | 2,354 % | 1,921 % | 4,340 % | 3,056 % | 3,600 % 32 | 1,986 % | 2,403 % | 1,978 % | 4,343 % | 3,091 % | 3,616 % 33 | 2,042 % | 2,450 % | 2,034 % | 4,345 % | 3,125 % | 3,631 % 34 | 2,095 % | 2,495 % | 2,088 % | 4,346 % | 3,156 % | 3,645 % 35 | 2,147 % | 2,538 % | 2,140 % | 4,346 % | 3,186 % | 3,659 % 36 | 2,197 % | 2,579 % | 2,190 % | 4,346 % | 3,214 % | 3,672 % 37 | 2,244 % | 2,619 % | 2,238 % | 4,346 % | 3,240 % | 3,684 % 38 | 2,291 % | 2,656 % | 2,284 % | 4,345 % | 3,265 % | 3,696 % 39 | 2,335 % | 2,693 % | 2,328 % | 4,344 % | 3,289 % | 3,708 % 40 | 2,377 % | 2,727 % | 2,371 % | 4,343 % | 3,312 % | 3,719 % 41 | 2,418 % | 2,761 % | 2,412 % | 4,341 % | 3,334 % | 3,729 % 42 | 2,458 % | 2,793 % | 2,452 % | 4,340 % | 3,354 % | 3,739 % 43 | 2,496 % | 2,824 % | 2,490 % | 4,338 % | 3,374 % | 3,749 % 44 | 2,532 % | 2,853 % | 2,526 % | 4,336 % | 3,392 % | 3,758 % 45 | 2,567 % | 2,882 % | 2,562 % | 4,334 % | 3,410 % | 3,767 % 46 | 2,601 % | 2,909 % | 2,596 % | 4,332 % | 3,427 % | 3,776 % 47 | 2,634 % | 2,935 % | 2,628 % | 4,331 % | 3,444 % | 3,784 % 48 | 2,665 % | 2,960 % | 2,660 % | 4,329 % | 3,459 % | 3,792 % 49 | 2,695 % | 2,985 % | 2,690 % | 4,327 % | 3,475 % | 3,800 % 50 | 2,724 % | 3,008 % | 2,719 % | 4,325 % | 3,489 % | 3,808 % 51 | 2,752 % | 3,031 % | 2,747 % | 4,323 % | 3,503 % | 3,815 % 52 | 2,779 % | 3,053 % | 2,774 % | 4,321 % | 3,516 % | 3,822 % 53 | 2,805 % | 3,074 % | 2,801 % | 4,319 % | 3,529 % | 3,829 % 54 | 2,831 % | 3,094 % | 2,826 % | 4,318 % | 3,541 % | 3,835 % 55 | 2,855 % | 3,114 % | 2,850 % | 4,316 % | 3,553 % | 3,842 % 56 | 2,879 % | 3,133 % | 2,874 % | 4,314 % | 3,565 % | 3,848 % 57 | 2,901 % | 3,151 % | 2,897 % | 4,312 % | 3,576 % | 3,854 % 58 | 2,923 % | 3,169 % | 2,919 % | 4,311 % | 3,587 % | 3,859 % 59 | 2,945 % | 3,186 % | 2,940 % | 4,309 % | 3,597 % | 3,865 % 60 | 2,965 % | 3,203 % | 2,961 % | 4,307 % | 3,607 % | 3,870 % 61 | 2,985 % | 3,219 % | 2,981 % | 4,306 % | 3,617 % | 3,876 % 62 | 3,005 % | 3,234 % | 3,000 % | 4,304 % | 3,626 % | 3,881 % 63 | 3,023 % | 3,250 % | 3,019 % | 4,303 % | 3,635 % | 3,886 % 64 | 3,041 % | 3,264 % | 3,037 % | 4,301 % | 3,644 % | 3,890 % 65 | 3,059 % | 3,279 % | 3,055 % | 4,300 % | 3,653 % | 3,895 % 66 | 3,076 % | 3,292 % | 3,072 % | 4,298 % | 3,661 % | 3,900 % 67 | 3,093 % | 3,306 % | 3,089 % | 4,297 % | 3,669 % | 3,904 % 68 | 3,109 % | 3,319 % | 3,105 % | 4,295 % | 3,677 % | 3,908 % 69 | 3,125 % | 3,331 % | 3,121 % | 4,294 % | 3,684 % | 3,912 % 70 | 3,140 % | 3,344 % | 3,136 % | 4,293 % | 3,692 % | 3,916 % 71 | 3,155 % | 3,356 % | 3,151 % | 4,292 % | 3,699 % | 3,920 % 72 | 3,169 % | 3,367 % | 3,166 % | 4,290 % | 3,706 % | 3,924 % 73 | 3,183 % | 3,379 % | 3,180 % | 4,289 % | 3,712 % | 3,928 % 74 | 3,197 % | 3,390 % | 3,193 % | 4,288 % | 3,719 % | 3,931 % 75 | 3,210 % | 3,400 % | 3,207 % | 4,287 % | 3,725 % | 3,935 % 76 | 3,223 % | 3,411 % | 3,220 % | 4,286 % | 3,732 % | 3,938 % 77 | 3,236 % | 3,421 % | 3,232 % | 4,285 % | 3,738 % | 3,942 % 78 | 3,248 % | 3,431 % | 3,245 % | 4,284 % | 3,744 % | 3,945 % 79 | 3,260 % | 3,441 % | 3,257 % | 4,283 % | 3,749 % | 3,948 % 80 | 3,272 % | 3,450 % | 3,268 % | 4,281 % | 3,755 % | 3,951 % 81 | 3,283 % | 3,459 % | 3,280 % | 4,280 % | 3,761 % | 3,954 % 82 | 3,294 % | 3,468 % | 3,291 % | 4,280 % | 3,766 % | 3,957 % 83 | 3,305 % | 3,477 % | 3,302 % | 4,279 % | 3,771 % | 3,960 % 84 | 3,316 % | 3,486 % | 3,313 % | 4,278 % | 3,776 % | 3,963 % 85 | 3,326 % | 3,494 % | 3,323 % | 4,277 % | 3,781 % | 3,966 % 86 | 3,336 % | 3,502 % | 3,333 % | 4,276 % | 3,786 % | 3,969 % 87 | 3,346 % | 3,510 % | 3,343 % | 4,275 % | 3,791 % | 3,971 % 88 | 3,356 % | 3,518 % | 3,353 % | 4,274 % | 3,795 % | 3,974 % 89 | 3,365 % | 3,526 % | 3,362 % | 4,273 % | 3,800 % | 3,976 % 90 | 3,374 % | 3,533 % | 3,371 % | 4,273 % | 3,804 % | 3,979 % 91 | 3,383 % | 3,540 % | 3,381 % | 4,272 % | 3,809 % | 3,981 % 92 | 3,392 % | 3,548 % | 3,389 % | 4,271 % | 3,813 % | 3,984 % 93 | 3,401 % | 3,555 % | 3,398 % | 4,270 % | 3,817 % | 3,986 % 94 | 3,409 % | 3,561 % | 3,407 % | 4,269 % | 3,821 % | 3,988 % 95 | 3,418 % | 3,568 % | 3,415 % | 4,269 % | 3,825 % | 3,990 % 96 | 3,426 % | 3,575 % | 3,423 % | 4,268 % | 3,829 % | 3,993 % 97 | 3,434 % | 3,581 % | 3,431 % | 4,267 % | 3,833 % | 3,995 % 98 | 3,441 % | 3,587 % | 3,439 % | 4,267 % | 3,837 % | 3,997 % 99 | 3,449 % | 3,594 % | 3,446 % | 4,266 % | 3,840 % | 3,999 % 100 | 3,457 % | 3,600 % | 3,454 % | 4,265 % | 3,844 % | 4,001 % 101 | 3,464 % | 3,606 % | 3,461 % | 4,265 % | 3,847 % | 4,003 % 102 | 3,471 % | 3,611 % | 3,469 % | 4,264 % | 3,851 % | 4,005 % 103 | 3,478 % | 3,617 % | 3,476 % | 4,263 % | 3,854 % | 4,007 % 104 | 3,485 % | 3,623 % | 3,483 % | 4,263 % | 3,858 % | 4,008 % 105 | 3,492 % | 3,628 % | 3,489 % | 4,262 % | 3,861 % | 4,010 % 106 | 3,499 % | 3,633 % | 3,496 % | 4,262 % | 3,864 % | 4,012 % 107 | 3,505 % | 3,639 % | 3,503 % | 4,261 % | 3,867 % | 4,014 % 108 | 3,511 % | 3,644 % | 3,509 % | 4,260 % | 3,870 % | 4,016 % 109 | 3,518 % | 3,649 % | 3,515 % | 4,260 % | 3,873 % | 4,017 % 110 | 3,524 % | 3,654 % | 3,522 % | 4,259 % | 3,876 % | 4,019 % 111 | 3,530 % | 3,659 % | 3,528 % | 4,259 % | 3,879 % | 4,021 % 112 | 3,536 % | 3,664 % | 3,534 % | 4,258 % | 3,882 % | 4,022 % 113 | 3,542 % | 3,668 % | 3,540 % | 4,258 % | 3,885 % | 4,024 % 114 | 3,548 % | 3,673 % | 3,545 % | 4,257 % | 3,888 % | 4,025 % 115 | 3,553 % | 3,678 % | 3,551 % | 4,257 % | 3,890 % | 4,027 % 116 | 3,559 % | 3,682 % | 3,557 % | 4,256 % | 3,893 % | 4,028 % 117 | 3,564 % | 3,687 % | 3,562 % | 4,256 % | 3,896 % | 4,030 % 118 | 3,570 % | 3,691 % | 3,567 % | 4,255 % | 3,898 % | 4,031 % 119 | 3,575 % | 3,695 % | 3,573 % | 4,255 % | 3,901 % | 4,033 % 120 | 3,580 % | 3,699 % | 3,578 % | 4,254 % | 3,903 % | 4,034 % 121 | 3,585 % | 3,704 % | 3,583 % | 4,254 % | 3,906 % | 4,035 % 122 | 3,590 % | 3,708 % | 3,588 % | 4,254 % | 3,908 % | 4,037 % 123 | 3,595 % | 3,712 % | 3,593 % | 4,253 % | 3,910 % | 4,038 % 124 | 3,600 % | 3,716 % | 3,598 % | 4,253 % | 3,913 % | 4,039 % 125 | 3,605 % | 3,719 % | 3,603 % | 4,252 % | 3,915 % | 4,041 % 126 | 3,610 % | 3,723 % | 3,607 % | 4,252 % | 3,917 % | 4,042 % 127 | 3,614 % | 3,727 % | 3,612 % | 4,251 % | 3,919 % | 4,043 % 128 | 3,619 % | 3,731 % | 3,617 % | 4,251 % | 3,922 % | 4,044 % 129 | 3,623 % | 3,734 % | 3,621 % | 4,251 % | 3,924 % | 4,046 % 130 | 3,628 % | 3,738 % | 3,626 % | 4,250 % | 3,926 % | 4,047 % 131 | 3,632 % | 3,741 % | 3,630 % | 4,250 % | 3,928 % | 4,048 % 132 | 3,636 % | 3,745 % | 3,634 % | 4,249 % | 3,930 % | 4,049 % 133 | 3,641 % | 3,748 % | 3,639 % | 4,249 % | 3,932 % | 4,050 % 134 | 3,645 % | 3,752 % | 3,643 % | 4,249 % | 3,934 % | 4,051 % 135 | 3,649 % | 3,755 % | 3,647 % | 4,248 % | 3,936 % | 4,052 % 136 | 3,653 % | 3,758 % | 3,651 % | 4,248 % | 3,938 % | 4,053 % 137 | 3,657 % | 3,761 % | 3,655 % | 4,248 % | 3,940 % | 4,055 % 138 | 3,661 % | 3,765 % | 3,659 % | 4,247 % | 3,942 % | 4,056 % 139 | 3,665 % | 3,768 % | 3,663 % | 4,247 % | 3,944 % | 4,057 % 140 | 3,668 % | 3,771 % | 3,667 % | 4,247 % | 3,946 % | 4,058 % 141 | 3,672 % | 3,774 % | 3,670 % | 4,246 % | 3,947 % | 4,059 % 142 | 3,676 % | 3,777 % | 3,674 % | 4,246 % | 3,949 % | 4,060 % 143 | 3,680 % | 3,780 % | 3,678 % | 4,246 % | 3,951 % | 4,061 % 144 | 3,683 % | 3,783 % | 3,681 % | 4,245 % | 3,953 % | 4,062 % 145 | 3,687 % | 3,786 % | 3,685 % | 4,245 % | 3,954 % | 4,063 % 146 | 3,690 % | 3,788 % | 3,688 % | 4,245 % | 3,956 % | 4,064 % 147 | 3,694 % | 3,791 % | 3,692 % | 4,244 % | 3,958 % | 4,064 % 148 | 3,697 % | 3,794 % | 3,695 % | 4,244 % | 3,959 % | 4,065 % 149 | 3,700 % | 3,797 % | 3,699 % | 4,244 % | 3,961 % | 4,066 % 150 | 3,704 % | 3,799 % | 3,702 % | 4,244 % | 3,962 % | 4,067 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | – 0,368 % | 0,364 % | 0,959 % | 1,451 % | 4,835 % | 0,900 % 2 | – 0,280 % | 0,450 % | 1,452 % | 1,837 % | 4,840 % | 1,076 % 3 | – 0,189 % | 0,533 % | 1,941 % | 2,198 % | 4,840 % | 1,182 % 4 | – 0,082 % | 0,609 % | 2,389 % | 2,505 % | 4,820 % | 1,289 % 5 | 0,032 % | 0,684 % | 2,788 % | 2,739 % | 4,796 % | 1,401 % 6 | 0,155 % | 0,762 % | 3,126 % | 2,898 % | 4,780 % | 1,515 % 7 | 0,278 % | 0,837 % | 3,390 % | 3,013 % | 4,774 % | 1,619 % 8 | 0,401 % | 0,908 % | 3,581 % | 3,132 % | 4,770 % | 1,708 % 9 | 0,520 % | 0,975 % | 3,738 % | 3,228 % | 4,764 % | 1,777 % 10 | 0,626 % | 1,038 % | 3,877 % | 3,343 % | 4,755 % | 1,841 % 11 | 0,726 % | 1,093 % | 3,989 % | 3,445 % | 4,745 % | 1,909 % 12 | 0,819 % | 1,141 % | 4,077 % | 3,529 % | 4,734 % | 1,980 % 13 | 0,902 % | 1,187 % | 4,145 % | 3,599 % | 4,723 % | 2,051 % 14 | 0,972 % | 1,219 % | 4,200 % | 3,658 % | 4,711 % | 2,122 % 15 | 1,026 % | 1,241 % | 4,243 % | 3,708 % | 4,699 % | 2,192 % 16 | 1,064 % | 1,268 % | 4,278 % | 3,752 % | 4,687 % | 2,259 % 17 | 1,095 % | 1,283 % | 4,305 % | 3,789 % | 4,675 % | 2,324 % 18 | 1,124 % | 1,294 % | 4,327 % | 3,821 % | 4,663 % | 2,386 % 19 | 1,158 % | 1,301 % | 4,345 % | 3,850 % | 4,652 % | 2,446 % 20 | 1,200 % | 1,299 % | 4,358 % | 3,875 % | 4,641 % | 2,503 % 21 | 1,251 % | 1,296 % | 4,369 % | 3,897 % | 4,630 % | 2,557 % 22 | 1,309 % | 1,294 % | 4,377 % | 3,917 % | 4,619 % | 2,609 % 23 | 1,372 % | 1,292 % | 4,384 % | 3,935 % | 4,609 % | 2,659 % 24 | 1,437 % | 1,289 % | 4,388 % | 3,951 % | 4,599 % | 2,706 % 25 | 1,504 % | 1,286 % | 4,392 % | 3,965 % | 4,589 % | 2,751 % 26 | 1,571 % | 1,281 % | 4,394 % | 3,978 % | 4,580 % | 2,794 % 27 | 1,637 % | 1,275 % | 4,395 % | 3,990 % | 4,571 % | 2,835 % 28 | 1,702 % | 1,269 % | 4,395 % | 4,001 % | 4,562 % | 2,874 % 29 | 1,766 % | 1,263 % | 4,395 % | 4,010 % | 4,554 % | 2,911 % 30 | 1,828 % | 1,258 % | 4,394 % | 4,019 % | 4,545 % | 2,947 % 31 | 1,888 % | 1,253 % | 4,393 % | 4,028 % | 4,537 % | 2,981 % 32 | 1,947 % | 1,247 % | 4,391 % | 4,035 % | 4,530 % | 3,013 % 33 | 2,003 % | 1,240 % | 4,389 % | 4,042 % | 4,522 % | 3,044 % 34 | 2,058 % | 1,231 % | 4,387 % | 4,049 % | 4,515 % | 3,074 % 35 | 2,111 % | 1,220 % | 4,385 % | 4,054 % | 4,508 % | 3,102 % 36 | 2,161 % | 1,206 % | 4,383 % | 4,060 % | 4,502 % | 3,129 % 37 | 2,210 % | 1,190 % | 4,380 % | 4,065 % | 4,495 % | 3,155 % 38 | 2,257 % | 1,174 % | 4,378 % | 4,070 % | 4,489 % | 3,180 % 39 | 2,302 % | 1,160 % | 4,375 % | 4,074 % | 4,483 % | 3,204 % 40 | 2,346 % | 1,147 % | 4,372 % | 4,079 % | 4,477 % | 3,226 % 41 | 2,387 % | 1,137 % | 4,370 % | 4,082 % | 4,471 % | 3,248 % 42 | 2,427 % | 1,127 % | 4,367 % | 4,086 % | 4,466 % | 3,269 % 43 | 2,466 % | 1,117 % | 4,364 % | 4,089 % | 4,461 % | 3,289 % 44 | 2,503 % | 1,107 % | 4,362 % | 4,093 % | 4,456 % | 3,309 % 45 | 2,539 % | 1,096 % | 4,359 % | 4,096 % | 4,451 % | 3,328 % 46 | 2,573 % | 1,083 % | 4,356 % | 4,099 % | 4,446 % | 3,345 % 47 | 2,606 % | 1,072 % | 4,354 % | 4,101 % | 4,441 % | 3,363 % 48 | 2,638 % | 1,064 % | 4,351 % | 4,104 % | 4,437 % | 3,379 % 49 | 2,669 % | 1,061 % | 4,349 % | 4,106 % | 4,433 % | 3,395 % 50 | 2,698 % | 1,066 % | 4,347 % | 4,109 % | 4,428 % | 3,411 % 51 | 2,727 % | 1,078 % | 4,344 % | 4,111 % | 4,424 % | 3,426 % 52 | 2,755 % | 1,096 % | 4,342 % | 4,113 % | 4,420 % | 3,440 % 53 | 2,781 % | 1,120 % | 4,340 % | 4,115 % | 4,417 % | 3,454 % 54 | 2,807 % | 1,147 % | 4,337 % | 4,117 % | 4,413 % | 3,467 % 55 | 2,832 % | 1,178 % | 4,335 % | 4,118 % | 4,409 % | 3,480 % 56 | 2,856 % | 1,210 % | 4,333 % | 4,120 % | 4,406 % | 3,493 % 57 | 2,879 % | 1,245 % | 4,331 % | 4,122 % | 4,402 % | 3,505 % 58 | 2,901 % | 1,280 % | 4,329 % | 4,123 % | 4,399 % | 3,517 % 59 | 2,923 % | 1,316 % | 4,327 % | 4,125 % | 4,396 % | 3,528 % 60 | 2,944 % | 1,353 % | 4,325 % | 4,126 % | 4,393 % | 3,539 % 61 | 2,964 % | 1,389 % | 4,323 % | 4,128 % | 4,390 % | 3,550 % 62 | 2,984 % | 1,426 % | 4,321 % | 4,129 % | 4,387 % | 3,560 % 63 | 3,003 % | 1,463 % | 4,319 % | 4,130 % | 4,384 % | 3,570 % 64 | 3,021 % | 1,499 % | 4,318 % | 4,131 % | 4,381 % | 3,580 % 65 | 3,039 % | 1,535 % | 4,316 % | 4,133 % | 4,379 % | 3,589 % 66 | 3,057 % | 1,571 % | 4,314 % | 4,134 % | 4,376 % | 3,598 % 67 | 3,074 % | 1,606 % | 4,313 % | 4,135 % | 4,374 % | 3,607 % 68 | 3,090 % | 1,640 % | 4,311 % | 4,136 % | 4,371 % | 3,616 % 69 | 3,106 % | 1,674 % | 4,310 % | 4,137 % | 4,369 % | 3,624 % 70 | 3,121 % | 1,708 % | 4,308 % | 4,138 % | 4,366 % | 3,632 % 71 | 3,137 % | 1,740 % | 4,307 % | 4,139 % | 4,364 % | 3,640 % 72 | 3,151 % | 1,772 % | 4,305 % | 4,140 % | 4,362 % | 3,648 % 73 | 3,165 % | 1,804 % | 4,304 % | 4,141 % | 4,360 % | 3,655 % 74 | 3,179 % | 1,834 % | 4,302 % | 4,141 % | 4,358 % | 3,663 % 75 | 3,193 % | 1,864 % | 4,301 % | 4,142 % | 4,355 % | 3,670 % 76 | 3,206 % | 1,894 % | 4,300 % | 4,143 % | 4,353 % | 3,677 % 77 | 3,219 % | 1,923 % | 4,298 % | 4,144 % | 4,352 % | 3,683 % 78 | 3,231 % | 1,951 % | 4,297 % | 4,145 % | 4,350 % | 3,690 % 79 | 3,244 % | 1,978 % | 4,296 % | 4,145 % | 4,348 % | 3,696 % 80 | 3,255 % | 2,005 % | 4,295 % | 4,146 % | 4,346 % | 3,703 % 81 | 3,267 % | 2,032 % | 4,294 % | 4,147 % | 4,344 % | 3,709 % 82 | 3,278 % | 2,058 % | 4,293 % | 4,148 % | 4,342 % | 3,715 % 83 | 3,289 % | 2,083 % | 4,291 % | 4,148 % | 4,341 % | 3,721 % 84 | 3,300 % | 2,107 % | 4,290 % | 4,149 % | 4,339 % | 3,726 % 85 | 3,311 % | 2,132 % | 4,289 % | 4,149 % | 4,337 % | 3,732 % 86 | 3,321 % | 2,155 % | 4,288 % | 4,150 % | 4,336 % | 3,737 % 87 | 3,331 % | 2,178 % | 4,287 % | 4,151 % | 4,334 % | 3,743 % 88 | 3,341 % | 2,201 % | 4,286 % | 4,151 % | 4,333 % | 3,748 % 89 | 3,351 % | 2,223 % | 4,285 % | 4,152 % | 4,331 % | 3,753 % 90 | 3,360 % | 2,245 % | 4,284 % | 4,152 % | 4,330 % | 3,758 % 91 | 3,369 % | 2,266 % | 4,284 % | 4,153 % | 4,328 % | 3,763 % 92 | 3,378 % | 2,286 % | 4,283 % | 4,153 % | 4,327 % | 3,767 % 93 | 3,387 % | 2,307 % | 4,282 % | 4,154 % | 4,326 % | 3,772 % 94 | 3,396 % | 2,327 % | 4,281 % | 4,154 % | 4,324 % | 3,777 % 95 | 3,404 % | 2,346 % | 4,280 % | 4,155 % | 4,323 % | 3,781 % 96 | 3,412 % | 2,365 % | 4,279 % | 4,155 % | 4,322 % | 3,785 % 97 | 3,420 % | 2,384 % | 4,278 % | 4,156 % | 4,321 % | 3,790 % 98 | 3,428 % | 2,402 % | 4,278 % | 4,156 % | 4,319 % | 3,794 % 99 | 3,436 % | 2,420 % | 4,277 % | 4,157 % | 4,318 % | 3,798 % 100 | 3,444 % | 2,438 % | 4,276 % | 4,157 % | 4,317 % | 3,802 % 101 | 3,451 % | 2,455 % | 4,275 % | 4,158 % | 4,316 % | 3,806 % 102 | 3,458 % | 2,472 % | 4,275 % | 4,158 % | 4,315 % | 3,810 % 103 | 3,466 % | 2,489 % | 4,274 % | 4,158 % | 4,314 % | 3,813 % 104 | 3,473 % | 2,505 % | 4,273 % | 4,159 % | 4,312 % | 3,817 % 105 | 3,480 % | 2,521 % | 4,272 % | 4,159 % | 4,311 % | 3,821 % 106 | 3,486 % | 2,537 % | 4,272 % | 4,160 % | 4,310 % | 3,824 % 107 | 3,493 % | 2,552 % | 4,271 % | 4,160 % | 4,309 % | 3,828 % 108 | 3,499 % | 2,567 % | 4,270 % | 4,160 % | 4,308 % | 3,831 % 109 | 3,506 % | 2,582 % | 4,270 % | 4,161 % | 4,307 % | 3,835 % 110 | 3,512 % | 2,597 % | 4,269 % | 4,161 % | 4,306 % | 3,838 % 111 | 3,518 % | 2,611 % | 4,269 % | 4,161 % | 4,305 % | 3,841 % 112 | 3,524 % | 2,625 % | 4,268 % | 4,162 % | 4,304 % | 3,844 % 113 | 3,530 % | 2,639 % | 4,267 % | 4,162 % | 4,304 % | 3,848 % 114 | 3,536 % | 2,653 % | 4,267 % | 4,163 % | 4,303 % | 3,851 % 115 | 3,542 % | 2,666 % | 4,266 % | 4,163 % | 4,302 % | 3,854 % 116 | 3,548 % | 2,679 % | 4,266 % | 4,163 % | 4,301 % | 3,857 % 117 | 3,553 % | 2,692 % | 4,265 % | 4,163 % | 4,300 % | 3,860 % 118 | 3,559 % | 2,705 % | 4,264 % | 4,164 % | 4,299 % | 3,862 % 119 | 3,564 % | 2,717 % | 4,264 % | 4,164 % | 4,298 % | 3,865 % 120 | 3,569 % | 2,729 % | 4,263 % | 4,164 % | 4,297 % | 3,868 % 121 | 3,574 % | 2,741 % | 4,263 % | 4,165 % | 4,297 % | 3,871 % 122 | 3,580 % | 2,753 % | 4,262 % | 4,165 % | 4,296 % | 3,874 % 123 | 3,585 % | 2,765 % | 4,262 % | 4,165 % | 4,295 % | 3,876 % 124 | 3,590 % | 2,776 % | 4,261 % | 4,166 % | 4,294 % | 3,879 % 125 | 3,594 % | 2,788 % | 4,261 % | 4,166 % | 4,294 % | 3,881 % 126 | 3,599 % | 2,799 % | 4,260 % | 4,166 % | 4,293 % | 3,884 % 127 | 3,604 % | 2,810 % | 4,260 % | 4,166 % | 4,292 % | 3,886 % 128 | 3,609 % | 2,821 % | 4,259 % | 4,167 % | 4,291 % | 3,889 % 129 | 3,613 % | 2,831 % | 4,259 % | 4,167 % | 4,291 % | 3,891 % 130 | 3,618 % | 2,842 % | 4,259 % | 4,167 % | 4,290 % | 3,894 % 131 | 3,622 % | 2,852 % | 4,258 % | 4,167 % | 4,289 % | 3,896 % 132 | 3,626 % | 2,862 % | 4,258 % | 4,168 % | 4,289 % | 3,898 % 133 | 3,631 % | 2,872 % | 4,257 % | 4,168 % | 4,288 % | 3,900 % 134 | 3,635 % | 2,882 % | 4,257 % | 4,168 % | 4,287 % | 3,903 % 135 | 3,639 % | 2,892 % | 4,256 % | 4,168 % | 4,287 % | 3,905 % 136 | 3,643 % | 2,901 % | 4,256 % | 4,169 % | 4,286 % | 3,907 % 137 | 3,647 % | 2,911 % | 4,256 % | 4,169 % | 4,285 % | 3,909 % 138 | 3,651 % | 2,920 % | 4,255 % | 4,169 % | 4,285 % | 3,911 % 139 | 3,655 % | 2,929 % | 4,255 % | 4,169 % | 4,284 % | 3,913 % 140 | 3,659 % | 2,938 % | 4,254 % | 4,170 % | 4,284 % | 3,915 % 141 | 3,663 % | 2,947 % | 4,254 % | 4,170 % | 4,283 % | 3,917 % 142 | 3,667 % | 2,956 % | 4,254 % | 4,170 % | 4,282 % | 3,919 % 143 | 3,670 % | 2,964 % | 4,253 % | 4,170 % | 4,282 % | 3,921 % 144 | 3,674 % | 2,973 % | 4,253 % | 4,170 % | 4,281 % | 3,923 % 145 | 3,678 % | 2,981 % | 4,252 % | 4,171 % | 4,281 % | 3,925 % 146 | 3,681 % | 2,990 % | 4,252 % | 4,171 % | 4,280 % | 3,927 % 147 | 3,685 % | 2,998 % | 4,252 % | 4,171 % | 4,280 % | 3,929 % 148 | 3,688 % | 3,006 % | 4,251 % | 4,171 % | 4,279 % | 3,931 % 149 | 3,692 % | 3,014 % | 4,251 % | 4,171 % | 4,279 % | 3,933 % 150 | 3,695 % | 3,022 % | 4,251 % | 4,172 % | 4,278 % | 3,934 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | – 0,780 % | 1,826 % | 1,420 % | 0,779 % | 2,455 % | 5,322 % 2 | – 0,735 % | 1,953 % | 1,557 % | 0,891 % | 2,630 % | 5,368 % 3 | – 0,648 % | 2,088 % | 1,752 % | 1,041 % | 2,880 % | 5,486 % 4 | – 0,545 % | 2,228 % | 1,928 % | 1,160 % | 3,112 % | 5,607 % 5 | – 0,438 % | 2,362 % | 2,090 % | 1,265 % | 3,327 % | 5,693 % 6 | – 0,327 % | 2,486 % | 2,218 % | 1,358 % | 3,520 % | 5,838 % 7 | – 0,218 % | 2,584 % | 2,323 % | 1,453 % | 3,678 % | 5,950 % 8 | – 0,121 % | 2,678 % | 2,414 % | 1,544 % | 3,798 % | 6,072 % 9 | – 0,033 % | 2,758 % | 2,492 % | 1,631 % | 3,888 % | 6,183 % 10 | 0,031 % | 2,833 % | 2,556 % | 1,729 % | 3,958 % | 6,257 % 11 | 0,102 % | 2,901 % | 2,608 % | 1,820 % | 4,013 % | 6,297 % 12 | 0,158 % | 2,963 % | 2,655 % | 1,902 % | 4,056 % | 6,312 % 13 | 0,196 % | 3,019 % | 2,701 % | 1,976 % | 4,092 % | 6,309 % 14 | 0,248 % | 3,067 % | 2,747 % | 2,044 % | 4,120 % | 6,292 % 15 | 0,289 % | 3,108 % | 2,792 % | 2,104 % | 4,144 % | 6,266 % 16 | 0,325 % | 3,142 % | 2,836 % | 2,157 % | 4,163 % | 6,233 % 17 | 0,357 % | 3,170 % | 2,879 % | 2,202 % | 4,180 % | 6,195 % 18 | 0,384 % | 3,196 % | 2,920 % | 2,237 % | 4,193 % | 6,154 % 19 | 0,406 % | 3,220 % | 2,960 % | 2,260 % | 4,204 % | 6,110 % 20 | 0,421 % | 3,243 % | 2,998 % | 2,271 % | 4,214 % | 6,065 % 21 | 0,431 % | 3,266 % | 3,035 % | 2,271 % | 4,222 % | 6,020 % 22 | 0,439 % | 3,288 % | 3,070 % | 2,263 % | 4,228 % | 5,974 % 23 | 0,450 % | 3,306 % | 3,104 % | 2,251 % | 4,234 % | 5,929 % 24 | 0,465 % | 3,319 % | 3,136 % | 2,238 % | 4,238 % | 5,884 % 25 | 0,489 % | 3,327 % | 3,167 % | 2,227 % | 4,242 % | 5,840 % 26 | 0,521 % | 3,329 % | 3,196 % | 2,219 % | 4,246 % | 5,797 % 27 | 0,560 % | 3,328 % | 3,224 % | 2,214 % | 4,248 % | 5,755 % 28 | 0,604 % | 3,325 % | 3,251 % | 2,214 % | 4,250 % | 5,715 % 29 | 0,652 % | 3,322 % | 3,277 % | 2,219 % | 4,252 % | 5,676 % 30 | 0,701 % | 3,322 % | 3,302 % | 2,230 % | 4,254 % | 5,637 % 31 | 0,751 % | 3,324 % | 3,325 % | 2,247 % | 4,255 % | 5,601 % 32 | 0,802 % | 3,329 % | 3,348 % | 2,268 % | 4,256 % | 5,565 % 33 | 0,853 % | 3,336 % | 3,370 % | 2,293 % | 4,256 % | 5,531 % 34 | 0,903 % | 3,345 % | 3,390 % | 2,320 % | 4,257 % | 5,498 % 35 | 0,953 % | 3,355 % | 3,410 % | 2,349 % | 4,257 % | 5,466 % 36 | 1,002 % | 3,365 % | 3,429 % | 2,380 % | 4,257 % | 5,436 % 37 | 1,050 % | 3,377 % | 3,447 % | 2,411 % | 4,257 % | 5,406 % 38 | 1,097 % | 3,389 % | 3,465 % | 2,443 % | 4,257 % | 5,378 % 39 | 1,142 % | 3,401 % | 3,482 % | 2,474 % | 4,257 % | 5,351 % 40 | 1,186 % | 3,414 % | 3,498 % | 2,506 % | 4,256 % | 5,325 % 41 | 1,229 % | 3,427 % | 3,513 % | 2,538 % | 4,256 % | 5,300 % 42 | 1,270 % | 3,440 % | 3,528 % | 2,569 % | 4,256 % | 5,275 % 43 | 1,311 % | 3,453 % | 3,543 % | 2,599 % | 4,255 % | 5,252 % 44 | 1,349 % | 3,465 % | 3,556 % | 2,629 % | 4,255 % | 5,230 % 45 | 1,387 % | 3,478 % | 3,570 % | 2,659 % | 4,254 % | 5,208 % 46 | 1,423 % | 3,490 % | 3,582 % | 2,687 % | 4,254 % | 5,187 % 47 | 1,459 % | 3,502 % | 3,595 % | 2,715 % | 4,253 % | 5,167 % 48 | 1,492 % | 3,514 % | 3,607 % | 2,743 % | 4,253 % | 5,148 % 49 | 1,525 % | 3,526 % | 3,618 % | 2,769 % | 4,252 % | 5,129 % 50 | 1,557 % | 3,538 % | 3,629 % | 2,795 % | 4,251 % | 5,111 % 51 | 1,588 % | 3,549 % | 3,640 % | 2,820 % | 4,251 % | 5,094 % 52 | 1,617 % | 3,560 % | 3,650 % | 2,845 % | 4,250 % | 5,077 % 53 | 1,646 % | 3,571 % | 3,660 % | 2,868 % | 4,250 % | 5,061 % 54 | 1,674 % | 3,581 % | 3,670 % | 2,891 % | 4,249 % | 5,046 % 55 | 1,701 % | 3,591 % | 3,679 % | 2,914 % | 4,248 % | 5,030 % 56 | 1,727 % | 3,601 % | 3,688 % | 2,936 % | 4,248 % | 5,016 % 57 | 1,752 % | 3,611 % | 3,697 % | 2,957 % | 4,247 % | 5,002 % 58 | 1,776 % | 3,620 % | 3,705 % | 2,977 % | 4,247 % | 4,988 % 59 | 1,800 % | 3,630 % | 3,713 % | 2,997 % | 4,246 % | 4,975 % 60 | 1,822 % | 3,639 % | 3,721 % | 3,016 % | 4,245 % | 4,962 % 61 | 1,845 % | 3,647 % | 3,729 % | 3,035 % | 4,245 % | 4,950 % 62 | 1,866 % | 3,656 % | 3,736 % | 3,053 % | 4,244 % | 4,938 % 63 | 1,887 % | 3,664 % | 3,744 % | 3,071 % | 4,244 % | 4,926 % 64 | 1,907 % | 3,672 % | 3,751 % | 3,088 % | 4,243 % | 4,915 % 65 | 1,927 % | 3,680 % | 3,757 % | 3,105 % | 4,243 % | 4,904 % 66 | 1,946 % | 3,687 % | 3,764 % | 3,121 % | 4,242 % | 4,893 % 67 | 1,964 % | 3,695 % | 3,770 % | 3,137 % | 4,242 % | 4,883 % 68 | 1,982 % | 3,702 % | 3,777 % | 3,152 % | 4,241 % | 4,873 % 69 | 2,000 % | 3,709 % | 3,783 % | 3,167 % | 4,241 % | 4,863 % 70 | 2,017 % | 3,716 % | 3,789 % | 3,182 % | 4,240 % | 4,854 % 71 | 2,033 % | 3,723 % | 3,794 % | 3,196 % | 4,240 % | 4,845 % 72 | 2,049 % | 3,729 % | 3,800 % | 3,210 % | 4,239 % | 4,836 % 73 | 2,065 % | 3,735 % | 3,805 % | 3,223 % | 4,239 % | 4,827 % 74 | 2,080 % | 3,742 % | 3,811 % | 3,236 % | 4,238 % | 4,819 % 75 | 2,095 % | 3,748 % | 3,816 % | 3,249 % | 4,238 % | 4,810 % 76 | 2,109 % | 3,753 % | 3,821 % | 3,261 % | 4,237 % | 4,802 % 77 | 2,123 % | 3,759 % | 3,826 % | 3,273 % | 4,237 % | 4,794 % 78 | 2,137 % | 3,765 % | 3,830 % | 3,285 % | 4,236 % | 4,787 % 79 | 2,150 % | 3,770 % | 3,835 % | 3,297 % | 4,236 % | 4,779 % 80 | 2,163 % | 3,775 % | 3,840 % | 3,308 % | 4,235 % | 4,772 % 81 | 2,176 % | 3,781 % | 3,844 % | 3,319 % | 4,235 % | 4,765 % 82 | 2,188 % | 3,786 % | 3,848 % | 3,329 % | 4,235 % | 4,758 % 83 | 2,201 % | 3,791 % | 3,852 % | 3,340 % | 4,234 % | 4,751 % 84 | 2,212 % | 3,796 % | 3,857 % | 3,350 % | 4,234 % | 4,745 % 85 | 2,224 % | 3,800 % | 3,861 % | 3,360 % | 4,233 % | 4,738 % 86 | 2,235 % | 3,805 % | 3,865 % | 3,370 % | 4,233 % | 4,732 % 87 | 2,246 % | 3,809 % | 3,868 % | 3,379 % | 4,233 % | 4,726 % 88 | 2,257 % | 3,814 % | 3,872 % | 3,388 % | 4,232 % | 4,720 % 89 | 2,268 % | 3,818 % | 3,876 % | 3,397 % | 4,232 % | 4,714 % 90 | 2,278 % | 3,822 % | 3,879 % | 3,406 % | 4,232 % | 4,708 % 91 | 2,288 % | 3,826 % | 3,883 % | 3,415 % | 4,231 % | 4,703 % 92 | 2,298 % | 3,830 % | 3,886 % | 3,423 % | 4,231 % | 4,697 % 93 | 2,308 % | 3,834 % | 3,890 % | 3,432 % | 4,231 % | 4,692 % 94 | 2,317 % | 3,838 % | 3,893 % | 3,440 % | 4,230 % | 4,687 % 95 | 2,326 % | 3,842 % | 3,896 % | 3,448 % | 4,230 % | 4,682 % 96 | 2,335 % | 3,846 % | 3,899 % | 3,456 % | 4,230 % | 4,677 % 97 | 2,344 % | 3,849 % | 3,902 % | 3,463 % | 4,229 % | 4,672 % 98 | 2,353 % | 3,853 % | 3,905 % | 3,471 % | 4,229 % | 4,667 % 99 | 2,361 % | 3,857 % | 3,908 % | 3,478 % | 4,229 % | 4,662 % 100 | 2,370 % | 3,860 % | 3,911 % | 3,485 % | 4,229 % | 4,658 % 101 | 2,378 % | 3,863 % | 3,914 % | 3,492 % | 4,228 % | 4,653 % 102 | 2,386 % | 3,867 % | 3,917 % | 3,499 % | 4,228 % | 4,649 % 103 | 2,394 % | 3,870 % | 3,920 % | 3,506 % | 4,228 % | 4,644 % 104 | 2,402 % | 3,873 % | 3,922 % | 3,513 % | 4,228 % | 4,640 % 105 | 2,409 % | 3,876 % | 3,925 % | 3,519 % | 4,227 % | 4,636 % 106 | 2,417 % | 3,879 % | 3,928 % | 3,526 % | 4,227 % | 4,632 % 107 | 2,424 % | 3,882 % | 3,930 % | 3,532 % | 4,227 % | 4,628 % 108 | 2,431 % | 3,885 % | 3,933 % | 3,538 % | 4,227 % | 4,624 % 109 | 2,438 % | 3,888 % | 3,935 % | 3,544 % | 4,226 % | 4,620 % 110 | 2,445 % | 3,891 % | 3,938 % | 3,550 % | 4,226 % | 4,616 % 111 | 2,452 % | 3,894 % | 3,940 % | 3,556 % | 4,226 % | 4,612 % 112 | 2,458 % | 3,896 % | 3,942 % | 3,562 % | 4,226 % | 4,608 % 113 | 2,465 % | 3,899 % | 3,945 % | 3,567 % | 4,225 % | 4,605 % 114 | 2,471 % | 3,902 % | 3,947 % | 3,573 % | 4,225 % | 4,601 % 115 | 2,478 % | 3,904 % | 3,949 % | 3,578 % | 4,225 % | 4,598 % 116 | 2,484 % | 3,907 % | 3,951 % | 3,584 % | 4,225 % | 4,594 % 117 | 2,490 % | 3,909 % | 3,953 % | 3,589 % | 4,225 % | 4,591 % 118 | 2,496 % | 3,912 % | 3,955 % | 3,594 % | 4,224 % | 4,588 % 119 | 2,502 % | 3,914 % | 3,957 % | 3,599 % | 4,224 % | 4,584 % 120 | 2,508 % | 3,917 % | 3,959 % | 3,604 % | 4,224 % | 4,581 % 121 | 2,513 % | 3,919 % | 3,961 % | 3,609 % | 4,224 % | 4,578 % 122 | 2,519 % | 3,921 % | 3,963 % | 3,614 % | 4,224 % | 4,575 % 123 | 2,524 % | 3,923 % | 3,965 % | 3,619 % | 4,223 % | 4,572 % 124 | 2,530 % | 3,926 % | 3,967 % | 3,623 % | 4,223 % | 4,569 % 125 | 2,535 % | 3,928 % | 3,969 % | 3,628 % | 4,223 % | 4,566 % 126 | 2,541 % | 3,930 % | 3,971 % | 3,632 % | 4,223 % | 4,563 % 127 | 2,546 % | 3,932 % | 3,973 % | 3,637 % | 4,223 % | 4,560 % 128 | 2,551 % | 3,934 % | 3,974 % | 3,641 % | 4,222 % | 4,557 % 129 | 2,556 % | 3,936 % | 3,976 % | 3,646 % | 4,222 % | 4,555 % 130 | 2,561 % | 3,938 % | 3,978 % | 3,650 % | 4,222 % | 4,552 % 131 | 2,566 % | 3,940 % | 3,980 % | 3,654 % | 4,222 % | 4,549 % 132 | 2,570 % | 3,942 % | 3,981 % | 3,658 % | 4,222 % | 4,546 % 133 | 2,575 % | 3,944 % | 3,983 % | 3,662 % | 4,222 % | 4,544 % 134 | 2,580 % | 3,946 % | 3,985 % | 3,666 % | 4,221 % | 4,541 % 135 | 2,584 % | 3,948 % | 3,986 % | 3,670 % | 4,221 % | 4,539 % 136 | 2,589 % | 3,950 % | 3,988 % | 3,674 % | 4,221 % | 4,536 % 137 | 2,593 % | 3,952 % | 3,989 % | 3,678 % | 4,221 % | 4,534 % 138 | 2,598 % | 3,953 % | 3,991 % | 3,682 % | 4,221 % | 4,531 % 139 | 2,602 % | 3,955 % | 3,992 % | 3,685 % | 4,221 % | 4,529 % 140 | 2,606 % | 3,957 % | 3,994 % | 3,689 % | 4,220 % | 4,527 % 141 | 2,610 % | 3,959 % | 3,995 % | 3,693 % | 4,220 % | 4,524 % 142 | 2,615 % | 3,960 % | 3,997 % | 3,696 % | 4,220 % | 4,522 % 143 | 2,619 % | 3,962 % | 3,998 % | 3,700 % | 4,220 % | 4,520 % 144 | 2,623 % | 3,964 % | 3,999 % | 3,703 % | 4,220 % | 4,518 % 145 | 2,627 % | 3,965 % | 4,001 % | 3,707 % | 4,220 % | 4,515 % 146 | 2,631 % | 3,967 % | 4,002 % | 3,710 % | 4,220 % | 4,513 % 147 | 2,634 % | 3,969 % | 4,004 % | 3,713 % | 4,220 % | 4,511 % 148 | 2,638 % | 3,970 % | 4,005 % | 3,717 % | 4,219 % | 4,509 % 149 | 2,642 % | 3,972 % | 4,006 % | 3,720 % | 4,219 % | 4,507 % 150 | 2,646 % | 3,973 % | 4,007 % | 3,723 % | 4,219 % | 4,505 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 1,065 % | 5,920 % | 6,999 % | 0,406 % | 1,859 % | 7,186 % 2 | 1,349 % | 6,052 % | 7,013 % | 0,527 % | 2,106 % | 7,181 % 3 | 1,564 % | 6,172 % | 7,027 % | 0,629 % | 2,347 % | 7,278 % 4 | 1,751 % | 6,287 % | 7,047 % | 0,715 % | 2,556 % | 7,418 % 5 | 1,870 % | 6,390 % | 7,084 % | 0,789 % | 2,735 % | 7,580 % 6 | 1,969 % | 6,492 % | 7,153 % | 0,865 % | 2,894 % | 7,732 % 7 | 2,055 % | 6,565 % | 7,224 % | 0,921 % | 3,027 % | 7,865 % 8 | 2,127 % | 6,646 % | 7,277 % | 0,982 % | 3,139 % | 7,985 % 9 | 2,188 % | 6,724 % | 7,324 % | 1,041 % | 3,234 % | 8,093 % 10 | 2,237 % | 6,797 % | 7,377 % | 1,099 % | 3,309 % | 8,194 % 11 | 2,278 % | 6,844 % | 7,441 % | 1,171 % | 3,384 % | 8,286 % 12 | 2,313 % | 6,868 % | 7,513 % | 1,253 % | 3,462 % | 8,360 % 13 | 2,346 % | 6,875 % | 7,586 % | 1,340 % | 3,542 % | 8,408 % 14 | 2,379 % | 6,870 % | 7,658 % | 1,430 % | 3,619 % | 8,432 % 15 | 2,414 % | 6,855 % | 7,727 % | 1,520 % | 3,692 % | 8,434 % 16 | 2,454 % | 6,834 % | 7,791 % | 1,608 % | 3,758 % | 8,416 % 17 | 2,496 % | 6,808 % | 7,847 % | 1,694 % | 3,817 % | 8,383 % 18 | 2,539 % | 6,778 % | 7,891 % | 1,777 % | 3,871 % | 8,337 % 19 | 2,583 % | 6,746 % | 7,922 % | 1,857 % | 3,917 % | 8,284 % 20 | 2,627 % | 6,712 % | 7,938 % | 1,934 % | 3,958 % | 8,224 % 21 | 2,670 % | 6,678 % | 7,936 % | 2,007 % | 3,993 % | 8,160 % 22 | 2,712 % | 6,643 % | 7,921 % | 2,077 % | 4,022 % | 8,093 % 23 | 2,754 % | 6,608 % | 7,894 % | 2,144 % | 4,047 % | 8,025 % 24 | 2,794 % | 6,573 % | 7,859 % | 2,208 % | 4,069 % | 7,956 % 25 | 2,833 % | 6,539 % | 7,818 % | 2,269 % | 4,088 % | 7,887 % 26 | 2,871 % | 6,505 % | 7,772 % | 2,327 % | 4,104 % | 7,819 % 27 | 2,907 % | 6,472 % | 7,723 % | 2,383 % | 4,117 % | 7,751 % 28 | 2,942 % | 6,440 % | 7,672 % | 2,435 % | 4,129 % | 7,686 % 29 | 2,975 % | 6,409 % | 7,619 % | 2,486 % | 4,140 % | 7,621 % 30 | 3,008 % | 6,378 % | 7,566 % | 2,534 % | 4,148 % | 7,559 % 31 | 3,039 % | 6,349 % | 7,513 % | 2,579 % | 4,156 % | 7,498 % 32 | 3,069 % | 6,321 % | 7,460 % | 2,623 % | 4,163 % | 7,439 % 33 | 3,097 % | 6,293 % | 7,407 % | 2,665 % | 4,169 % | 7,383 % 34 | 3,125 % | 6,267 % | 7,356 % | 2,704 % | 4,174 % | 7,328 % 35 | 3,151 % | 6,241 % | 7,306 % | 2,742 % | 4,178 % | 7,275 % 36 | 3,176 % | 6,217 % | 7,257 % | 2,779 % | 4,182 % | 7,224 % 37 | 3,201 % | 6,193 % | 7,210 % | 2,814 % | 4,185 % | 7,175 % 38 | 3,224 % | 6,170 % | 7,163 % | 2,847 % | 4,188 % | 7,128 % 39 | 3,246 % | 6,148 % | 7,119 % | 2,879 % | 4,191 % | 7,083 % 40 | 3,268 % | 6,127 % | 7,076 % | 2,909 % | 4,193 % | 7,039 % 41 | 3,289 % | 6,106 % | 7,034 % | 2,939 % | 4,195 % | 6,998 % 42 | 3,309 % | 6,087 % | 6,993 % | 2,967 % | 4,196 % | 6,957 % 43 | 3,328 % | 6,068 % | 6,954 % | 2,994 % | 4,198 % | 6,919 % 44 | 3,346 % | 6,049 % | 6,917 % | 3,020 % | 4,199 % | 6,881 % 45 | 3,364 % | 6,032 % | 6,881 % | 3,045 % | 4,200 % | 6,845 % 46 | 3,381 % | 6,015 % | 6,846 % | 3,069 % | 4,201 % | 6,811 % 47 | 3,398 % | 5,998 % | 6,812 % | 3,092 % | 4,202 % | 6,778 % 48 | 3,413 % | 5,982 % | 6,780 % | 3,114 % | 4,203 % | 6,746 % 49 | 3,429 % | 5,967 % | 6,748 % | 3,135 % | 4,203 % | 6,715 % 50 | 3,443 % | 5,952 % | 6,718 % | 3,156 % | 4,204 % | 6,685 % 51 | 3,458 % | 5,938 % | 6,689 % | 3,176 % | 4,204 % | 6,657 % 52 | 3,471 % | 5,924 % | 6,661 % | 3,195 % | 4,204 % | 6,629 % 53 | 3,485 % | 5,911 % | 6,634 % | 3,213 % | 4,205 % | 6,603 % 54 | 3,498 % | 5,898 % | 6,607 % | 3,231 % | 4,205 % | 6,577 % 55 | 3,510 % | 5,886 % | 6,582 % | 3,248 % | 4,205 % | 6,552 % 56 | 3,522 % | 5,874 % | 6,558 % | 3,265 % | 4,206 % | 6,528 % 57 | 3,533 % | 5,862 % | 6,534 % | 3,281 % | 4,206 % | 6,505 % 58 | 3,545 % | 5,851 % | 6,511 % | 3,296 % | 4,206 % | 6,483 % 59 | 3,556 % | 5,840 % | 6,489 % | 3,311 % | 4,206 % | 6,461 % 60 | 3,566 % | 5,830 % | 6,468 % | 3,326 % | 4,206 % | 6,440 % 61 | 3,576 % | 5,820 % | 6,447 % | 3,340 % | 4,206 % | 6,420 % 62 | 3,586 % | 5,810 % | 6,427 % | 3,354 % | 4,206 % | 6,400 % 63 | 3,596 % | 5,800 % | 6,407 % | 3,367 % | 4,206 % | 6,381 % 64 | 3,605 % | 5,791 % | 6,388 % | 3,380 % | 4,206 % | 6,363 % 65 | 3,614 % | 5,782 % | 6,370 % | 3,392 % | 4,206 % | 6,345 % 66 | 3,623 % | 5,773 % | 6,352 % | 3,404 % | 4,206 % | 6,327 % 67 | 3,631 % | 5,765 % | 6,335 % | 3,416 % | 4,206 % | 6,311 % 68 | 3,640 % | 5,756 % | 6,318 % | 3,428 % | 4,206 % | 6,294 % 69 | 3,648 % | 5,748 % | 6,302 % | 3,439 % | 4,206 % | 6,278 % 70 | 3,656 % | 5,741 % | 6,286 % | 3,449 % | 4,206 % | 6,263 % 71 | 3,663 % | 5,733 % | 6,271 % | 3,460 % | 4,206 % | 6,248 % 72 | 3,670 % | 5,726 % | 6,256 % | 3,470 % | 4,206 % | 6,233 % 73 | 3,678 % | 5,718 % | 6,242 % | 3,480 % | 4,206 % | 6,219 % 74 | 3,685 % | 5,711 % | 6,227 % | 3,490 % | 4,206 % | 6,205 % 75 | 3,692 % | 5,705 % | 6,214 % | 3,499 % | 4,206 % | 6,192 % 76 | 3,698 % | 5,698 % | 6,200 % | 3,508 % | 4,206 % | 6,179 % 77 | 3,705 % | 5,692 % | 6,187 % | 3,517 % | 4,206 % | 6,166 % 78 | 3,711 % | 5,685 % | 6,175 % | 3,526 % | 4,206 % | 6,154 % 79 | 3,717 % | 5,679 % | 6,162 % | 3,534 % | 4,206 % | 6,141 % 80 | 3,723 % | 5,673 % | 6,150 % | 3,543 % | 4,206 % | 6,130 % 81 | 3,729 % | 5,667 % | 6,138 % | 3,551 % | 4,206 % | 6,118 % 82 | 3,735 % | 5,662 % | 6,127 % | 3,559 % | 4,206 % | 6,107 % 83 | 3,740 % | 5,656 % | 6,116 % | 3,566 % | 4,205 % | 6,096 % 84 | 3,746 % | 5,651 % | 6,105 % | 3,574 % | 4,205 % | 6,085 % 85 | 3,751 % | 5,645 % | 6,094 % | 3,581 % | 4,205 % | 6,075 % 86 | 3,756 % | 5,640 % | 6,084 % | 3,588 % | 4,205 % | 6,065 % 87 | 3,761 % | 5,635 % | 6,073 % | 3,595 % | 4,205 % | 6,055 % 88 | 3,766 % | 5,630 % | 6,063 % | 3,602 % | 4,205 % | 6,045 % 89 | 3,771 % | 5,625 % | 6,054 % | 3,609 % | 4,205 % | 6,035 % 90 | 3,776 % | 5,621 % | 6,044 % | 3,615 % | 4,205 % | 6,026 % 91 | 3,781 % | 5,616 % | 6,035 % | 3,622 % | 4,205 % | 6,017 % 92 | 3,785 % | 5,611 % | 6,026 % | 3,628 % | 4,205 % | 6,008 % 93 | 3,790 % | 5,607 % | 6,017 % | 3,634 % | 4,205 % | 5,999 % 94 | 3,794 % | 5,603 % | 6,008 % | 3,640 % | 4,205 % | 5,991 % 95 | 3,798 % | 5,598 % | 6,000 % | 3,646 % | 4,205 % | 5,982 % 96 | 3,802 % | 5,594 % | 5,991 % | 3,652 % | 4,205 % | 5,974 % 97 | 3,806 % | 5,590 % | 5,983 % | 3,658 % | 4,205 % | 5,966 % 98 | 3,810 % | 5,586 % | 5,975 % | 3,663 % | 4,205 % | 5,958 % 99 | 3,814 % | 5,582 % | 5,967 % | 3,668 % | 4,205 % | 5,951 % 100 | 3,818 % | 5,578 % | 5,959 % | 3,674 % | 4,205 % | 5,943 % 101 | 3,822 % | 5,575 % | 5,952 % | 3,679 % | 4,205 % | 5,936 % 102 | 3,826 % | 5,571 % | 5,945 % | 3,684 % | 4,205 % | 5,928 % 103 | 3,829 % | 5,567 % | 5,937 % | 3,689 % | 4,205 % | 5,921 % 104 | 3,833 % | 5,564 % | 5,930 % | 3,694 % | 4,204 % | 5,914 % 105 | 3,836 % | 5,560 % | 5,923 % | 3,699 % | 4,204 % | 5,908 % 106 | 3,840 % | 5,557 % | 5,916 % | 3,703 % | 4,204 % | 5,901 % 107 | 3,843 % | 5,554 % | 5,910 % | 3,708 % | 4,204 % | 5,894 % 108 | 3,846 % | 5,550 % | 5,903 % | 3,713 % | 4,204 % | 5,888 % 109 | 3,850 % | 5,547 % | 5,897 % | 3,717 % | 4,204 % | 5,882 % 110 | 3,853 % | 5,544 % | 5,890 % | 3,721 % | 4,204 % | 5,875 % 111 | 3,856 % | 5,541 % | 5,884 % | 3,726 % | 4,204 % | 5,869 % 112 | 3,859 % | 5,538 % | 5,878 % | 3,730 % | 4,204 % | 5,863 % 113 | 3,862 % | 5,535 % | 5,872 % | 3,734 % | 4,204 % | 5,857 % 114 | 3,865 % | 5,532 % | 5,866 % | 3,738 % | 4,204 % | 5,852 % 115 | 3,868 % | 5,529 % | 5,860 % | 3,742 % | 4,204 % | 5,846 % 116 | 3,871 % | 5,526 % | 5,854 % | 3,746 % | 4,204 % | 5,840 % 117 | 3,874 % | 5,523 % | 5,849 % | 3,750 % | 4,204 % | 5,835 % 118 | 3,876 % | 5,521 % | 5,843 % | 3,754 % | 4,204 % | 5,829 % 119 | 3,879 % | 5,518 % | 5,838 % | 3,758 % | 4,204 % | 5,824 % 120 | 3,882 % | 5,515 % | 5,832 % | 3,761 % | 4,204 % | 5,819 % 121 | 3,884 % | 5,513 % | 5,827 % | 3,765 % | 4,204 % | 5,814 % 122 | 3,887 % | 5,510 % | 5,822 % | 3,768 % | 4,204 % | 5,809 % 123 | 3,889 % | 5,508 % | 5,817 % | 3,772 % | 4,204 % | 5,804 % 124 | 3,892 % | 5,505 % | 5,812 % | 3,775 % | 4,204 % | 5,799 % 125 | 3,894 % | 5,503 % | 5,807 % | 3,779 % | 4,204 % | 5,794 % 126 | 3,897 % | 5,500 % | 5,802 % | 3,782 % | 4,204 % | 5,789 % 127 | 3,899 % | 5,498 % | 5,798 % | 3,785 % | 4,204 % | 5,785 % 128 | 3,902 % | 5,496 % | 5,793 % | 3,789 % | 4,204 % | 5,780 % 129 | 3,904 % | 5,493 % | 5,788 % | 3,792 % | 4,204 % | 5,776 % 130 | 3,906 % | 5,491 % | 5,784 % | 3,795 % | 4,204 % | 5,771 % 131 | 3,908 % | 5,489 % | 5,779 % | 3,798 % | 4,204 % | 5,767 % 132 | 3,911 % | 5,487 % | 5,775 % | 3,801 % | 4,204 % | 5,762 % 133 | 3,913 % | 5,484 % | 5,771 % | 3,804 % | 4,204 % | 5,758 % 134 | 3,915 % | 5,482 % | 5,766 % | 3,807 % | 4,203 % | 5,754 % 135 | 3,917 % | 5,480 % | 5,762 % | 3,810 % | 4,203 % | 5,750 % 136 | 3,919 % | 5,478 % | 5,758 % | 3,813 % | 4,203 % | 5,746 % 137 | 3,921 % | 5,476 % | 5,754 % | 3,816 % | 4,203 % | 5,742 % 138 | 3,923 % | 5,474 % | 5,750 % | 3,818 % | 4,203 % | 5,738 % 139 | 3,925 % | 5,472 % | 5,746 % | 3,821 % | 4,203 % | 5,734 % 140 | 3,927 % | 5,470 % | 5,742 % | 3,824 % | 4,203 % | 5,730 % 141 | 3,929 % | 5,468 % | 5,738 % | 3,826 % | 4,203 % | 5,726 % 142 | 3,931 % | 5,466 % | 5,734 % | 3,829 % | 4,203 % | 5,723 % 143 | 3,933 % | 5,464 % | 5,731 % | 3,832 % | 4,203 % | 5,719 % 144 | 3,935 % | 5,463 % | 5,727 % | 3,834 % | 4,203 % | 5,715 % 145 | 3,937 % | 5,461 % | 5,723 % | 3,837 % | 4,203 % | 5,712 % 146 | 3,938 % | 5,459 % | 5,720 % | 3,839 % | 4,203 % | 5,708 % 147 | 3,940 % | 5,457 % | 5,716 % | 3,842 % | 4,203 % | 5,705 % 148 | 3,942 % | 5,456 % | 5,713 % | 3,844 % | 4,203 % | 5,702 % 149 | 3,944 % | 5,454 % | 5,709 % | 3,847 % | 4,203 % | 5,698 % 150 | 3,945 % | 5,452 % | 5,706 % | 3,849 % | 4,203 % | 5,695 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 9,110 % | 3,308 % | 3,377 % | 9,575 % | 1,113 % | 1,354 % 2 | 8,828 % | 3,391 % | 3,482 % | 8,797 % | 1,390 % | 1,426 % 3 | 9,038 % | 3,452 % | 3,554 % | 8,418 % | 1,609 % | 1,495 % 4 | 9,198 % | 3,530 % | 3,625 % | 8,240 % | 1,787 % | 1,554 % 5 | 9,286 % | 3,634 % | 3,704 % | 8,112 % | 1,927 % | 1,608 % 6 | 9,335 % | 3,788 % | 3,759 % | 8,002 % | 2,047 % | 1,649 % 7 | 9,344 % | 3,941 % | 3,806 % | 7,906 % | 2,154 % | 1,687 % 8 | 9,351 % | 4,062 % | 3,858 % | 7,821 % | 2,250 % | 1,727 % 9 | 9,363 % | 4,153 % | 3,914 % | 7,739 % | 2,333 % | 1,765 % 10 | 9,372 % | 4,222 % | 3,968 % | 7,654 % | 2,400 % | 1,796 % 11 | 9,353 % | 4,274 % | 4,021 % | 7,565 % | 2,453 % | 1,819 % 12 | 9,308 % | 4,314 % | 4,077 % | 7,472 % | 2,496 % | 1,833 % 13 | 9,244 % | 4,345 % | 4,140 % | 7,377 % | 2,532 % | 1,839 % 14 | 9,167 % | 4,368 % | 4,200 % | 7,282 % | 2,563 % | 1,839 % 15 | 9,082 % | 4,386 % | 4,250 % | 7,188 % | 2,589 % | 1,833 % 16 | 8,990 % | 4,400 % | 4,286 % | 7,096 % | 2,609 % | 1,824 % 17 | 8,895 % | 4,410 % | 4,311 % | 7,006 % | 2,626 % | 1,817 % 18 | 8,797 % | 4,418 % | 4,327 % | 6,918 % | 2,643 % | 1,815 % 19 | 8,700 % | 4,423 % | 4,338 % | 6,834 % | 2,662 % | 1,821 % 20 | 8,602 % | 4,427 % | 4,345 % | 6,752 % | 2,684 % | 1,837 % 21 | 8,506 % | 4,429 % | 4,351 % | 6,673 % | 2,710 % | 1,865 % 22 | 8,412 % | 4,430 % | 4,355 % | 6,597 % | 2,738 % | 1,900 % 23 | 8,319 % | 4,430 % | 4,358 % | 6,524 % | 2,768 % | 1,941 % 24 | 8,230 % | 4,429 % | 4,360 % | 6,454 % | 2,799 % | 1,986 % 25 | 8,143 % | 4,428 % | 4,361 % | 6,386 % | 2,831 % | 2,034 % 26 | 8,059 % | 4,426 % | 4,362 % | 6,322 % | 2,862 % | 2,082 % 27 | 7,978 % | 4,424 % | 4,362 % | 6,260 % | 2,894 % | 2,132 % 28 | 7,900 % | 4,421 % | 4,361 % | 6,201 % | 2,925 % | 2,181 % 29 | 7,825 % | 4,418 % | 4,360 % | 6,145 % | 2,956 % | 2,229 % 30 | 7,753 % | 4,416 % | 4,359 % | 6,091 % | 2,986 % | 2,277 % 31 | 7,683 % | 4,412 % | 4,358 % | 6,039 % | 3,016 % | 2,324 % 32 | 7,617 % | 4,409 % | 4,356 % | 5,990 % | 3,044 % | 2,370 % 33 | 7,553 % | 4,406 % | 4,355 % | 5,943 % | 3,072 % | 2,414 % 34 | 7,492 % | 4,403 % | 4,353 % | 5,897 % | 3,099 % | 2,457 % 35 | 7,433 % | 4,399 % | 4,351 % | 5,854 % | 3,125 % | 2,499 % 36 | 7,377 % | 4,396 % | 4,349 % | 5,813 % | 3,150 % | 2,540 % 37 | 7,323 % | 4,393 % | 4,347 % | 5,773 % | 3,174 % | 2,578 % 38 | 7,272 % | 4,389 % | 4,345 % | 5,735 % | 3,197 % | 2,616 % 39 | 7,222 % | 4,386 % | 4,342 % | 5,698 % | 3,220 % | 2,652 % 40 | 7,175 % | 4,383 % | 4,340 % | 5,663 % | 3,241 % | 2,687 % 41 | 7,129 % | 4,380 % | 4,338 % | 5,630 % | 3,262 % | 2,721 % 42 | 7,086 % | 4,377 % | 4,336 % | 5,598 % | 3,283 % | 2,753 % 43 | 7,044 % | 4,374 % | 4,334 % | 5,567 % | 3,302 % | 2,784 % 44 | 7,003 % | 4,371 % | 4,332 % | 5,537 % | 3,321 % | 2,814 % 45 | 6,965 % | 4,368 % | 4,330 % | 5,509 % | 3,339 % | 2,843 % 46 | 6,927 % | 4,365 % | 4,328 % | 5,481 % | 3,357 % | 2,871 % 47 | 6,892 % | 4,362 % | 4,326 % | 5,455 % | 3,373 % | 2,898 % 48 | 6,857 % | 4,359 % | 4,324 % | 5,430 % | 3,390 % | 2,924 % 49 | 6,824 % | 4,356 % | 4,322 % | 5,405 % | 3,405 % | 2,949 % 50 | 6,792 % | 4,354 % | 4,320 % | 5,382 % | 3,421 % | 2,973 % 51 | 6,761 % | 4,351 % | 4,318 % | 5,359 % | 3,435 % | 2,996 % 52 | 6,732 % | 4,349 % | 4,316 % | 5,337 % | 3,449 % | 3,019 % 53 | 6,703 % | 4,346 % | 4,314 % | 5,316 % | 3,463 % | 3,040 % 54 | 6,675 % | 4,344 % | 4,312 % | 5,296 % | 3,476 % | 3,061 % 55 | 6,649 % | 4,342 % | 4,310 % | 5,276 % | 3,489 % | 3,081 % 56 | 6,623 % | 4,339 % | 4,309 % | 5,257 % | 3,501 % | 3,101 % 57 | 6,598 % | 4,337 % | 4,307 % | 5,239 % | 3,513 % | 3,120 % 58 | 6,574 % | 4,335 % | 4,305 % | 5,221 % | 3,525 % | 3,138 % 59 | 6,551 % | 4,333 % | 4,304 % | 5,204 % | 3,536 % | 3,156 % 60 | 6,529 % | 4,331 % | 4,302 % | 5,187 % | 3,547 % | 3,173 % 61 | 6,507 % | 4,329 % | 4,301 % | 5,171 % | 3,557 % | 3,190 % 62 | 6,486 % | 4,327 % | 4,299 % | 5,155 % | 3,568 % | 3,206 % 63 | 6,465 % | 4,325 % | 4,298 % | 5,140 % | 3,577 % | 3,221 % 64 | 6,446 % | 4,323 % | 4,297 % | 5,126 % | 3,587 % | 3,236 % 65 | 6,426 % | 4,321 % | 4,295 % | 5,111 % | 3,596 % | 3,251 % 66 | 6,408 % | 4,320 % | 4,294 % | 5,098 % | 3,605 % | 3,265 % 67 | 6,390 % | 4,318 % | 4,292 % | 5,084 % | 3,614 % | 3,279 % 68 | 6,372 % | 4,316 % | 4,291 % | 5,071 % | 3,623 % | 3,293 % 69 | 6,355 % | 4,315 % | 4,290 % | 5,059 % | 3,631 % | 3,306 % 70 | 6,339 % | 4,313 % | 4,289 % | 5,046 % | 3,639 % | 3,318 % 71 | 6,323 % | 4,312 % | 4,288 % | 5,034 % | 3,647 % | 3,331 % 72 | 6,307 % | 4,310 % | 4,286 % | 5,023 % | 3,654 % | 3,343 % 73 | 6,292 % | 4,309 % | 4,285 % | 5,012 % | 3,662 % | 3,354 % 74 | 6,277 % | 4,307 % | 4,284 % | 5,001 % | 3,669 % | 3,366 % 75 | 6,262 % | 4,306 % | 4,283 % | 4,990 % | 3,676 % | 3,377 % 76 | 6,248 % | 4,305 % | 4,282 % | 4,979 % | 3,683 % | 3,387 % 77 | 6,235 % | 4,303 % | 4,281 % | 4,969 % | 3,690 % | 3,398 % 78 | 6,221 % | 4,302 % | 4,280 % | 4,959 % | 3,696 % | 3,408 % 79 | 6,208 % | 4,301 % | 4,279 % | 4,950 % | 3,703 % | 3,418 % 80 | 6,196 % | 4,299 % | 4,278 % | 4,940 % | 3,709 % | 3,428 % 81 | 6,183 % | 4,298 % | 4,277 % | 4,931 % | 3,715 % | 3,437 % 82 | 6,171 % | 4,297 % | 4,276 % | 4,922 % | 3,721 % | 3,447 % 83 | 6,160 % | 4,296 % | 4,275 % | 4,914 % | 3,726 % | 3,456 % 84 | 6,148 % | 4,295 % | 4,274 % | 4,905 % | 3,732 % | 3,464 % 85 | 6,137 % | 4,294 % | 4,274 % | 4,897 % | 3,737 % | 3,473 % 86 | 6,126 % | 4,293 % | 4,273 % | 4,889 % | 3,743 % | 3,481 % 87 | 6,115 % | 4,292 % | 4,272 % | 4,881 % | 3,748 % | 3,490 % 88 | 6,105 % | 4,290 % | 4,271 % | 4,873 % | 3,753 % | 3,498 % 89 | 6,095 % | 4,289 % | 4,270 % | 4,865 % | 3,758 % | 3,506 % 90 | 6,085 % | 4,288 % | 4,270 % | 4,858 % | 3,763 % | 3,513 % 91 | 6,075 % | 4,288 % | 4,269 % | 4,851 % | 3,768 % | 3,521 % 92 | 6,065 % | 4,287 % | 4,268 % | 4,844 % | 3,773 % | 3,528 % 93 | 6,056 % | 4,286 % | 4,267 % | 4,837 % | 3,777 % | 3,535 % 94 | 6,047 % | 4,285 % | 4,267 % | 4,830 % | 3,782 % | 3,542 % 95 | 6,038 % | 4,284 % | 4,266 % | 4,823 % | 3,786 % | 3,549 % 96 | 6,029 % | 4,283 % | 4,265 % | 4,817 % | 3,790 % | 3,556 % 97 | 6,021 % | 4,282 % | 4,265 % | 4,810 % | 3,795 % | 3,563 % 98 | 6,012 % | 4,281 % | 4,264 % | 4,804 % | 3,799 % | 3,569 % 99 | 6,004 % | 4,280 % | 4,263 % | 4,798 % | 3,803 % | 3,576 % 100 | 5,996 % | 4,280 % | 4,263 % | 4,792 % | 3,807 % | 3,582 % 101 | 5,988 % | 4,279 % | 4,262 % | 4,786 % | 3,811 % | 3,588 % 102 | 5,980 % | 4,278 % | 4,261 % | 4,780 % | 3,814 % | 3,594 % 103 | 5,973 % | 4,277 % | 4,261 % | 4,775 % | 3,818 % | 3,600 % 104 | 5,965 % | 4,277 % | 4,260 % | 4,769 % | 3,822 % | 3,605 % 105 | 5,958 % | 4,276 % | 4,260 % | 4,764 % | 3,825 % | 3,611 % 106 | 5,951 % | 4,275 % | 4,259 % | 4,758 % | 3,829 % | 3,617 % 107 | 5,944 % | 4,275 % | 4,259 % | 4,753 % | 3,832 % | 3,622 % 108 | 5,937 % | 4,274 % | 4,258 % | 4,748 % | 3,836 % | 3,627 % 109 | 5,930 % | 4,273 % | 4,257 % | 4,743 % | 3,839 % | 3,633 % 110 | 5,923 % | 4,272 % | 4,257 % | 4,738 % | 3,842 % | 3,638 % 111 | 5,917 % | 4,272 % | 4,256 % | 4,733 % | 3,846 % | 3,643 % 112 | 5,910 % | 4,271 % | 4,256 % | 4,728 % | 3,849 % | 3,648 % 113 | 5,904 % | 4,271 % | 4,255 % | 4,724 % | 3,852 % | 3,653 % 114 | 5,898 % | 4,270 % | 4,255 % | 4,719 % | 3,855 % | 3,657 % 115 | 5,892 % | 4,269 % | 4,254 % | 4,715 % | 3,858 % | 3,662 % 116 | 5,886 % | 4,269 % | 4,254 % | 4,710 % | 3,861 % | 3,667 % 117 | 5,880 % | 4,268 % | 4,254 % | 4,706 % | 3,864 % | 3,671 % 118 | 5,874 % | 4,268 % | 4,253 % | 4,701 % | 3,867 % | 3,676 % 119 | 5,868 % | 4,267 % | 4,253 % | 4,697 % | 3,869 % | 3,680 % 120 | 5,863 % | 4,266 % | 4,252 % | 4,693 % | 3,872 % | 3,685 % 121 | 5,857 % | 4,266 % | 4,252 % | 4,689 % | 3,875 % | 3,689 % 122 | 5,852 % | 4,265 % | 4,251 % | 4,685 % | 3,878 % | 3,693 % 123 | 5,847 % | 4,265 % | 4,251 % | 4,681 % | 3,880 % | 3,697 % 124 | 5,841 % | 4,264 % | 4,251 % | 4,677 % | 3,883 % | 3,701 % 125 | 5,836 % | 4,264 % | 4,250 % | 4,673 % | 3,885 % | 3,705 % 126 | 5,831 % | 4,263 % | 4,250 % | 4,670 % | 3,888 % | 3,709 % 127 | 5,826 % | 4,263 % | 4,249 % | 4,666 % | 3,890 % | 3,713 % 128 | 5,821 % | 4,262 % | 4,249 % | 4,662 % | 3,893 % | 3,717 % 129 | 5,817 % | 4,262 % | 4,249 % | 4,659 % | 3,895 % | 3,720 % 130 | 5,812 % | 4,261 % | 4,248 % | 4,655 % | 3,897 % | 3,724 % 131 | 5,807 % | 4,261 % | 4,248 % | 4,652 % | 3,900 % | 3,728 % 132 | 5,802 % | 4,260 % | 4,247 % | 4,648 % | 3,902 % | 3,731 % 133 | 5,798 % | 4,260 % | 4,247 % | 4,645 % | 3,904 % | 3,735 % 134 | 5,793 % | 4,260 % | 4,247 % | 4,641 % | 3,906 % | 3,738 % 135 | 5,789 % | 4,259 % | 4,246 % | 4,638 % | 3,909 % | 3,742 % 136 | 5,785 % | 4,259 % | 4,246 % | 4,635 % | 3,911 % | 3,745 % 137 | 5,780 % | 4,258 % | 4,246 % | 4,632 % | 3,913 % | 3,748 % 138 | 5,776 % | 4,258 % | 4,245 % | 4,629 % | 3,915 % | 3,752 % 139 | 5,772 % | 4,257 % | 4,245 % | 4,626 % | 3,917 % | 3,755 % 140 | 5,768 % | 4,257 % | 4,245 % | 4,623 % | 3,919 % | 3,758 % 141 | 5,764 % | 4,257 % | 4,244 % | 4,620 % | 3,921 % | 3,761 % 142 | 5,760 % | 4,256 % | 4,244 % | 4,617 % | 3,923 % | 3,764 % 143 | 5,756 % | 4,256 % | 4,244 % | 4,614 % | 3,925 % | 3,767 % 144 | 5,752 % | 4,255 % | 4,244 % | 4,611 % | 3,927 % | 3,770 % 145 | 5,748 % | 4,255 % | 4,243 % |

4,608 % | 3,929 % | 3,773 % 146 | 5,745 % | 4,255 % | 4,243 % | 4,605 % | 3,930 % | 3,776 % 147 | 5,741 % | 4,254 % | 4,243 % | 4,602 % | 3,932 % | 3,779 % 148 | 5,737 % | 4,254 % | 4,242 % | 4,600 % | 3,934 % | 3,782 % 149 | 5,734 % | 4,254 % | 4,242 % | 4,597 % | 3,936 % | 3,785 % 150 | 5,730 % | 4,253 % | 4,242 % | 4,594 % | 3,938 % | 3,787 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 12,240 % | 1,228 % | – 0,055 % 2 | 11,933 % | 1,465 % | – 0,047 % 3 | 11,714 % | 1,659 % | – 0,036 % 4 | 11,605 % | 1,801 % | – 0,018 % 5 | 11,498 % | 1,912 % | 0,006 % 6 | 11,299 % | 2,006 % | 0,033 % 7 | 11,078 % | 2,085 % | 0,061 % 8 | 10,888 % | 2,152 % | 0,094 % 9 | 10,722 % | 2,211 % | 0,129 % 10 | 10,564 % | 2,264 % | 0,166 % 11 | 10,404 % | 2,311 % | 0,207 % 12 | 10,244 % | 2,353 % | 0,251 % 13 | 10,086 % | 2,388 % | 0,299 % 14 | 9,929 % | 2,416 % | 0,347 % 15 | 9,776 % | 2,440 % | 0,395 % 16 | 9,627 % | 2,461 % | 0,441 % 17 | 9,482 % | 2,479 % | 0,485 % 18 | 9,342 % | 2,495 % | 0,526 % 19 | 9,207 % | 2,508 % | 0,563 % 20 | 9,078 % | 2,519 % | 0,597 % 21 | 8,953 % | 2,526 % | 0,627 % 22 | 8,833 % | 2,531 % | 0,653 % 23 | 8,718 % | 2,535 % | 0,674 % 24 | 8,608 % | 2,538 % | 0,691 % 25 | 8,503 % | 2,539 % | 0,704 % 26 | 8,403 % | 2,540 % | 0,712 % 27 | 8,307 % | 2,541 % | 0,718 % 28 | 8,215 % | 2,541 % | 0,727 % 29 | 8,128 % | 2,541 % | 0,739 % 30 | 8,044 % | 2,541 % | 0,757 % 31 | 7,964 % | 2,541 % | 0,781 % 32 | 7,888 % | 2,541 % | 0,811 % 33 | 7,815 % | 2,540 % | 0,845 % 34 | 7,746 % | 2,539 % | 0,881 % 35 | 7,679 % | 2,537 % | 0,919 % 36 | 7,616 % | 2,534 % | 0,959 % 37 | 7,555 % | 2,530 % | 0,999 % 38 | 7,497 % | 2,525 % | 1,040 % 39 | 7,442 % | 2,518 % | 1,080 % 40 | 7,388 % | 2,509 % | 1,120 % 41 | 7,337 % | 2,499 % | 1,160 % 42 | 7,288 % | 2,489 % | 1,199 % 43 | 7,242 % | 2,479 % | 1,237 % 44 | 7,197 % | 2,469 % | 1,275 % 45 | 7,153 % | 2,462 % | 1,312 % 46 | 7,112 % | 2,456 % | 1,347 % 47 | 7,072 % | 2,453 % | 1,382 % 48 | 7,034 % | 2,453 % | 1,416 % 49 | 6,997 % | 2,455 % | 1,449 % 50 | 6,962 % | 2,461 % | 1,481 % 51 | 6,927 % | 2,470 % | 1,512 % 52 | 6,895 % | 2,481 % | 1,542 % 53 | 6,863 % | 2,495 % | 1,572 % 54 | 6,832 % | 2,510 % | 1,600 % 55 | 6,803 % | 2,527 % | 1,628 % 56 | 6,774 % | 2,544 % | 1,654 % 57 | 6,747 % | 2,563 % | 1,680 % 58 | 6,720 % | 2,582 % | 1,705 % 59 | 6,694 % | 2,601 % | 1,730 % 60 | 6,670 % | 2,621 % | 1,753 % 61 | 6,645 % | 2,641 % | 1,776 % 62 | 6,622 % | 2,661 % | 1,799 % 63 | 6,599 % | 2,680 % | 1,820 % 64 | 6,578 % | 2,700 % | 1,841 % 65 | 6,556 % | 2,720 % | 1,862 % 66 | 6,536 % | 2,739 % | 1,882 % 67 | 6,516 % | 2,758 % | 1,901 % 68 | 6,496 % | 2,777 % | 1,920 % 69 | 6,478 % | 2,795 % | 1,938 % 70 | 6,459 % | 2,813 % | 1,956 % 71 | 6,441 % | 2,831 % | 1,973 % 72 | 6,424 % | 2,849 % | 1,990 % 73 | 6,407 % | 2,866 % | 2,006 % 74 | 6,391 % | 2,883 % | 2,022 % 75 | 6,375 % | 2,900 % | 2,038 % 76 | 6,359 % | 2,916 % | 2,053 % 77 | 6,344 % | 2,932 % | 2,068 % 78 | 6,330 % | 2,947 % | 2,082 % 79 | 6,315 % | 2,963 % | 2,096 % 80 | 6,301 % | 2,978 % | 2,110 % 81 | 6,288 % | 2,992 % | 2,123 % 82 | 6,274 % | 3,006 % | 2,136 % 83 | 6,261 % | 3,020 % | 2,149 % 84 | 6,249 % | 3,034 % | 2,161 % 85 | 6,236 % | 3,048 % | 2,174 % 86 | 6,224 % | 3,061 % | 2,185 % 87 | 6,212 % | 3,073 % | 2,197 % 88 | 6,201 % | 3,086 % | 2,208 % 89 | 6,189 % | 3,098 % | 2,219 % 90 | 6,178 % | 3,110 % | 2,230 % 91 | 6,168 % | 3,122 % | 2,241 % 92 | 6,157 % | 3,134 % | 2,251 % 93 | 6,147 % | 3,145 % | 2,261 % 94 | 6,137 % | 3,156 % | 2,271 % 95 | 6,127 % | 3,167 % | 2,281 % 96 | 6,117 % | 3,178 % | 2,291 % 97 | 6,107 % | 3,188 % | 2,300 % 98 | 6,098 % | 3,198 % | 2,309 % 99 | 6,089 % | 3,208 % | 2,318 % 100 | 6,080 % | 3,218 % | 2,327 % 101 | 6,071 % | 3,228 % | 2,335 % 102 | 6,063 % | 3,237 % | 2,344 % 103 | 6,054 % | 3,247 % | 2,352 % 104 | 6,046 % | 3,256 % | 2,360 % 105 | 6,038 % | 3,265 % | 2,368 % 106 | 6,030 % | 3,273 % | 2,376 % 107 | 6,022 % | 3,282 % | 2,384 % 108 | 6,015 % | 3,291 % | 2,391 % 109 | 6,007 % | 3,299 % | 2,399 % 110 | 6,000 % | 3,307 % | 2,406 % 111 | 5,993 % | 3,315 % | 2,413 % 112 | 5,985 % | 3,323 % | 2,420 % 113 | 5,978 % | 3,331 % | 2,427 % 114 | 5,972 % | 3,338 % | 2,434 % 115 | 5,965 % | 3,346 % | 2,440 % 116 | 5,958 % | 3,353 % | 2,447 % 117 | 5,952 % | 3,360 % | 2,453 % 118 | 5,945 % | 3,367 % | 2,459 % 119 | 5,939 % | 3,374 % | 2,466 % 120 | 5,933 % | 3,381 % | 2,472 % 121 | 5,927 % | 3,388 % | 2,478 % 122 | 5,921 % | 3,394 % | 2,484 % 123 | 5,915 % | 3,401 % | 2,489 % 124 | 5,909 % | 3,407 % | 2,495 % 125 | 5,904 % | 3,414 % | 2,501 % 126 | 5,898 % | 3,420 % | 2,506 % 127 | 5,892 % | 3,426 % | 2,512 % 128 | 5,887 % | 3,432 % | 2,517 % 129 | 5,882 % | 3,438 % | 2,522 % 130 | 5,876 % | 3,444 % | 2,528 % 131 | 5,871 % | 3,450 % | 2,533 % 132 | 5,866 % | 3,455 % | 2,538 % 133 | 5,861 % | 3,461 % | 2,543 % 134 | 5,856 % | 3,466 % | 2,548 % 135 | 5,851 % | 3,472 % | 2,552 % 136 | 5,846 % | 3,477 % | 2,557 % 137 | 5,842 % | 3,482 % | 2,562 % 138 | 5,837 % | 3,487 % | 2,566 % 139 | 5,832 % | 3,493 % | 2,571 % 140 | 5,828 % | 3,498 % | 2,575 % 141 | 5,823 % | 3,503 % | 2,580 % 142 | 5,819 % | 3,507 % | 2,584 % 143 | 5,815 % | 3,512 % | 2,589 % 144 | 5,810 % | 3,517 % | 2,593 % 145 | 5,806 % | 3,522 % | 2,597 % 146 | 5,802 % | 3,526 % | 2,601 % 147 | 5,798 % | 3,531 % | 2,605 % 148 | 5,794 % | 3,535 % | 2,609 % 149 | 5,790 % | 3,540 % | 2,613 % 150 | 5,786 % | 3,544 % | 2,617 % * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 34 | 5 | 1 | 27 | 2 2 | 0 | 0 | 42 | 5 | 2 | 45 | 1 3 | 0 | 2 | 48 | 5 | 3 | 51 | 1 4 | 0 | 3 | 51 | 5 | 5 | 52 | 0 5 | 1 | 5 | 56 | 5 | 7 | 54 | 0 6 | 2 | 6 | 58 | 5 | 8 | 56 | 0 7 | 3 | 6 | 62 | 5 | 11 | 57 | 0 8 | 3 | 7 | 63 | 5 | 13 | 56 | 0 9 | 4 | 8 | 65 | 5 | 14 | 53 | 0 10 | 4 | 9 | 67 | 5 | 15 | 52 | 1 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 429 | 4 | 18 2 | 0 | 0 | 0 | 0 | 261 | 4 | 25 3 | 2 | 0 | 0 | 0 | 230 | 4 | 28 4 | 3 | 0 | 0 | 0 | 198 | 4 | 29 5 | 5 | 0 | 0 | 0 | 180 | 4 | 30 6 | 6 | 0 | 0 | 0 | 177 | 4 | 32 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 9 | 8 | 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 | 18 | 0 | 27 2 | 14 | 12 | 13 | 0 | 25 | 0 | 45 3 | 18 | 16 | 16 | 0 | 28 | 0 | 51 4 | 20 | 18 | 18 | 0 | 29 | 0 | 52 5 | 22 | 20 | 20 | 0 | 30 | 0 | 54 6 | 23 | 21 | 22 | 0 | 32 | 0 | 56 7 | 24 | 23 | 23 | 0 | 32 | 0 | 57 8 | 26 | 24 | 24 | 2 | 33 | 0 | 56 9 | 27 | 25 | 25 | 3 | 34 | 1 | 53 10 | 29 | 26 | 26 | 3 | 34 | 1 | 52 Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein ---|---|---|---|---|---|---|--- 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 2 | 18 | 18 | 24 | 13 | 0 | 0 | 0 3 | 21 | 21 | 29 | 16 | 0 | 0 | 0 4 | 22 | 22 | 34 | 18 | 0 | 0 | 0 5 | 24 | 23 | 37 | 20 | 0 | 0 | 0 6 | 25 | 25 | 41 | 22 | 0 | 0 | 0 7 | 27 | 26 | 42 | 23 | 0 | 0 | 0 8 | 29 | 27 | 43 | 24 | 0 | 0 | 0 9 | 30 | 27 | 44 | 25 | 0 | 0 | 0 10 | 28 | 27 | 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 | 19 3 | 0 | 0 | 12 | 0 | 18 | 1 | 30 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 5 | 0 | 0 | 12 | 0 | 16 | 2 | 41 6 | 0 | 0 | 12 | 0 | 15 | 3 | 44 7 | 0 | 0 | 12 | 0 | 14 | 4 | 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 | 0 5 | 0 | 9 | 0 | 0 | 10 | 0 | 2 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 7 | 0 | 9 | 0 | 0 | 10 | 0 | 8 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 9 | 0 | 9 | 1 | 0 | 10 | 0 | 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 | 7 | 12 | 0 | 4 | 0 4 | 0 | 6 | 14 | 0 | 4 | 0 5 | 0 | 4 | 15 | 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 | 8 | 16 | 0 | 4 | 0 10 | 0 | 9 | 16 | 0 | 4 | 0 2\. Exposures to financial institutions 2.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 21 | 48 | 128 | 243 | 588 | 1 211 2 | 6 | 21 | 48 | 128 | 243 | 588 | 993 3 | 7 | 24 | 49 | 120 | 239 | 585 | 821 4 | 8 | 26 | 51 | 122 | 238 | 583 | 687 5 | 10 | 29 | 57 | 125 | 238 | 583 | 583 6 | 11 | 31 | 60 | 129 | 238 | 583 | 583 7 | 12 | 34 | 62 | 131 | 238 | 583 | 583 8 | 12 | 34 | 61 | 130 | 238 | 583 | 583 9 | 12 | 35 | 61 | 128 | 238 | 583 | 583 10 | 13 | 36 | 61 | 128 | 238 | 583 | 583 11 | 13 | 37 | 62 | 128 | 238 | 583 | 583 12 | 14 | 38 | 62 | 128 | 238 | 583 | 583 13 | 14 | 39 | 62 | 128 | 238 | 583 | 583 14 | 14 | 39 | 62 | 128 | 238 | 583 | 583 15 | 14 | 39 | 62 | 128 | 238 | 583 | 583 16 | 14 | 39 | 62 | 128 | 238 | 583 | 583 17 | 14 | 39 | 62 | 128 | 238 | 583 | 583 18 | 14 | 39 | 62 | 128 | 238 | 583 | 583 19 | 14 | 39 | 62 | 128 | 238 | 583 | 583 20 | 14 | 39 | 62 | 128 | 238 | 583 | 583 21 | 15 | 39 | 62 | 128 | 238 | 583 | 583 22 | 15 | 39 | 62 | 128 | 238 | 583 | 583 23 | 16 | 39 | 62 | 128 | 238 | 583 | 583 24 | 17 | 39 | 62 | 128 | 238 | 583 | 583 25 | 17 | 39 | 62 | 128 | 238 | 583 | 583 26 | 18 | 39 | 62 | 128 | 238 | 583 | 583 27 | 19 | 39 | 62 | 128 | 238 | 583 | 583 28 | 20 | 39 | 62 | 128 | 238 | 583 | 583 29 | 20 | 39 | 62 | 128 | 238 | 583 | 583 30 | 20 | 39 | 62 | 128 | 238 | 583 | 583 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 | 52 | 133 | 247 | 593 | 1 221 2 | 12 | 28 | 54 | 135 | 249 | 595 | 1 001 3 | 14 | 30 | 55 | 127 | 246 | 591 | 828 4 | 15 | 33 | 58 | 129 | 245 | 590 | 693 5 | 16 | 35 | 63 | 131 | 244 | 590 | 590 6 | 17 | 37 | 66 | 135 | 244 | 589 | 589 7 | 18 | 39 | 67 | 137 | 243 | 589 | 589 8 | 17 | 39 | 66 | 134 | 242 | 588 | 588 9 | 17 | 40 | 66 | 133 | 242 | 588 | 588 10 | 17 | 41 | 66 | 132 | 242 | 588 | 588 11 | 17 | 41 | 65 | 132 | 241 | 587 | 587 12 | 17 | 41 | 65 | 131 | 241 | 587 | 587 13 | 17 | 41 | 64 | 131 | 240 | 586 | 586 14 | 17 | 41 | 64 | 130 | 240 | 585 | 585 15 | 16 | 41 | 63 | 130 | 239 | 585 | 585 16 | 15 | 40 | 63 | 129 | 238 | 584 | 584 17 | 15 | 40 | 62 | 129 | 238 | 584 | 584 18 | 15 | 40 | 62 | 129 | 238 | 584 | 584 19 | 15 | 40 | 62 | 129 | 238 | 584 | 584 20 | 15 | 40 | 63 | 129 | 239 | 584 | 584 21 | 16 | 40 | 63 | 129 | 239 | 585 | 585 22 | 16 | 41 | 63 | 130 | 239 | 585 | 585 23 | 17 | 41 | 63 | 130 | 239 | 585 | 585 24 | 17 | 41 | 63 | 130 | 239 | 585 | 585 25 | 17 | 41 | 63 | 130 | 239 | 585 | 585 26 | 18 | 41 | 63 | 130 | 239 | 585 | 585 27 | 19 | 41 | 64 | 130 | 239 | 585 | 585 28 | 20 | 41 | 63 | 130 | 239 | 585 | 585 29 | 20 | 41 | 63 | 130 | 239 | 585 | 585 30 | 20 | 41 | 63 | 130 | 239 | 585 | 585 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 | 128 | 242 | 588 | 1 211 2 | 6 | 21 | 48 | 128 | 242 | 588 | 992 3 | 7 | 23 | 48 | 120 | 239 | 584 | 821 4 | 8 | 26 | 51 | 122 | 238 | 583 | 687 5 | 10 | 29 | 57 | 124 | 237 | 583 | 583 6 | 11 | 31 | 60 | 129 | 237 | 583 | 583 7 | 12 | 34 | 62 | 131 | 237 | 583 | 583 8 | 12 | 34 | 61 | 129 | 237 | 583 | 583 9 | 12 | 35 | 61 | 128 | 237 | 583 | 583 10 | 13 | 36 | 61 | 128 | 237 | 583 | 583 11 | 13 | 37 | 61 | 128 | 237 | 583 | 583 12 | 14 | 38 | 61 | 128 | 237 | 583 | 583 13 | 14 | 39 | 61 | 128 | 237 | 583 | 583 14 | 14 | 39 | 61 | 128 | 237 | 583 | 583 15 | 14 | 39 | 61 | 128 | 237 | 583 | 583 16 | 14 | 39 | 61 | 128 | 237 | 583 | 583 17 | 14 | 39 | 61 | 128 | 237 | 583 | 583 18 | 14 | 39 | 61 | 128 | 237 | 583 | 583 19 | 14 | 39 | 61 | 128 | 237 | 583 | 583 20 | 14 | 39 | 61 | 128 | 237 | 583 | 583 21 | 15 | 39 | 61 | 128 | 237 | 583 | 583 22 | 15 | 39 | 61 | 128 | 237 | 583 | 583 23 | 16 | 39 | 61 | 128 | 237 | 583 | 583 24 | 17 | 39 | 61 | 128 | 237 | 583 | 583 25 | 17 | 39 | 61 | 128 | 237 | 583 | 583 26 | 18 | 39 | 61 | 128 | 237 | 583 | 583 27 | 19 | 39 | 61 | 128 | 237 | 583 | 583 28 | 20 | 39 | 61 | 128 | 237 | 583 | 583 29 | 20 | 39 | 61 | 128 | 237 | 583 | 583 30 | 20 | 39 | 61 | 128 | 237 | 583 | 583 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 | 87 | 102 | 129 | 210 | 324 | 670 | 1 219 2 | 82 | 97 | 124 | 205 | 319 | 665 | 1 006 3 | 86 | 102 | 128 | 199 | 318 | 663 | 834 4 | 84 | 102 | 127 | 198 | 314 | 659 | 700 5 | 83 | 102 | 130 | 198 | 311 | 656 | 656 6 | 82 | 102 | 131 | 200 | 308 | 654 | 654 7 | 80 | 102 | 130 | 200 | 306 | 651 | 651 8 | 79 | 101 | 128 | 196 | 304 | 650 | 650 9 | 78 | 100 | 127 | 194 | 303 | 649 | 649 10 | 74 | 97 | 123 | 189 | 299 | 645 | 645 11 | 72 | 96 | 120 | 186 | 296 | 642 | 642 12 | 70 | 95 | 118 | 185 | 294 | 640 | 640 13 | 70 | 94 | 117 | 184 | 293 | 639 | 639 14 | 69 | 94 | 117 | 183 | 293 | 638 | 638 15 | 69 | 94 | 116 | 183 | 292 | 638 | 638 16 | 68 | 93 | 115 | 182 | 291 | 637 | 637 17 | 68 | 92 | 115 | 181 | 291 | 637 | 637 18 | 67 | 92 | 114 | 180 | 290 | 636 | 636 19 | 66 | 91 | 113 | 180 | 289 | 635 | 635 20 | 65 | 90 | 112 | 179 | 288 | 634 | 634 21 | 65 | 89 | 112 | 178 | 288 | 634 | 634 22 | 64 | 88 | 111 | 177 | 287 | 633 | 633 23 | 63 | 87 | 110 | 176 | 286 | 632 | 632 24 | 62 | 86 | 109 | 175 | 285 | 631 | 631 25 | 61 | 85 | 108 | 174 | 284 | 630 | 630 26 | 59 | 84 | 107 | 173 | 283 | 628 | 628 27 | 58 | 83 | 106 | 172 | 282 | 627 | 627 28 | 57 | 82 | 104 | 171 | 280 | 626 | 626 29 | 56 | 81 | 103 | 170 | 279 | 625 | 625 30 | 55 | 80 | 102 | 169 | 278 | 624 | 624 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 | 132 | 246 | 592 | 1 207 2 | 12 | 27 | 54 | 134 | 248 | 594 | 990 3 | 14 | 30 | 56 | 127 | 246 | 591 | 820 4 | 16 | 34 | 59 | 129 | 245 | 591 | 687 5 | 17 | 36 | 64 | 132 | 245 | 591 | 591 6 | 18 | 39 | 68 | 137 | 245 | 591 | 591 7 | 19 | 41 | 69 | 138 | 245 | 590 | 590 8 | 19 | 41 | 68 | 136 | 244 | 590 | 590 9 | 18 | 41 | 67 | 134 | 244 | 589 | 589 10 | 18 | 42 | 67 | 133 | 243 | 589 | 589 11 | 18 | 42 | 67 | 133 | 243 | 588 | 588 12 | 18 | 43 | 66 | 133 | 242 | 588 | 588 13 | 18 | 43 | 66 | 132 | 242 | 588 | 588 14 | 18 | 43 | 65 | 132 | 241 | 587 | 587 15 | 18 | 43 | 65 | 131 | 241 | 587 | 587 16 | 17 | 42 | 64 | 131 | 240 | 586 | 586 17 | 17 | 42 | 64 | 131 | 240 | 586 | 586 18 | 17 | 42 | 64 | 131 | 240 | 586 | 586 19 | 17 | 42 | 64 | 131 | 240 | 586 | 586 20 | 17 | 42 | 65 | 131 | 241 | 586 | 586 21 | 18 | 42 | 65 | 131 | 241 | 587 | 587 22 | 18 | 43 | 65 | 132 | 241 | 587 | 587 23 | 18 | 43 | 65 | 132 | 241 | 587 | 587 24 | 18 | 43 | 65 | 132 | 241 | 587 | 587 25 | 18 | 43 | 65 | 132 | 241 | 587 | 587 26 | 18 | 43 | 65 | 132 | 241 | 587 | 587 27 | 19 | 43 | 65 | 132 | 241 | 587 | 587 28 | 20 | 43 | 65 | 132 | 241 | 587 | 587 29 | 20 | 43 | 65 | 132 | 241 | 587 | 587 30 | 21 | 43 | 65 | 132 | 241 | 587 | 587 2.6. Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 53 | 68 | 95 | 175 | 290 | 635 | 1 224 2 | 57 | 72 | 99 | 179 | 293 | 639 | 1 010 3 | 62 | 79 | 104 | 175 | 294 | 640 | 841 4 | 66 | 84 | 109 | 179 | 295 | 641 | 706 5 | 68 | 87 | 115 | 183 | 296 | 641 | 641 6 | 69 | 89 | 118 | 187 | 295 | 641 | 641 7 | 69 | 91 | 119 | 188 | 295 | 640 | 640 8 | 68 | 90 | 117 | 185 | 293 | 639 | 639 9 | 67 | 89 | 115 | 183 | 292 | 638 | 638 10 | 65 | 89 | 114 | 181 | 290 | 636 | 636 11 | 64 | 88 | 113 | 179 | 289 | 634 | 634 12 | 63 | 88 | 111 | 177 | 287 | 633 | 633 13 | 62 | 87 | 109 | 176 | 285 | 631 | 631 14 | 61 | 85 | 108 | 174 | 284 | 630 | 630 15 | 59 | 84 | 107 | 173 | 283 | 628 | 628 16 | 58 | 83 | 105 | 172 | 281 | 627 | 627 17 | 57 | 82 | 104 | 171 | 280 | 626 | 626 18 | 56 | 81 | 104 | 170 | 280 | 625 | 625 19 | 56 | 80 | 103 | 169 | 279 | 625 | 625 20 | 55 | 80 | 102 | 169 | 278 | 624 | 624 21 | 54 | 79 | 101 | 168 | 277 | 623 | 623 22 | 53 | 78 | 101 | 167 | 277 | 623 | 623 23 | 53 | 77 | 100 | 166 | 276 | 622 | 622 24 | 52 | 77 | 99 | 165 | 275 | 621 | 621 25 | 51 | 76 | 98 | 165 | 274 | 620 | 620 26 | 50 | 75 | 97 | 164 | 273 | 619 | 619 27 | 49 | 74 | 96 | 163 | 272 | 618 | 618 28 | 48 | 73 | 96 | 162 | 272 | 617 | 617 29 | 48 | 72 | 95 | 161 | 271 | 616 | 616 30 | 47 | 71 | 94 | 160 | 270 | 616 | 616 2.7. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 20 | 47 | 128 | 242 | 588 | 1 210 2 | 5 | 20 | 47 | 128 | 242 | 588 | 992 3 | 6 | 23 | 48 | 119 | 238 | 584 | 820 4 | 7 | 25 | 51 | 121 | 237 | 583 | 686 5 | 9 | 28 | 56 | 124 | 237 | 583 | 583 6 | 10 | 30 | 59 | 128 | 237 | 583 | 583 7 | 11 | 33 | 61 | 131 | 237 | 583 | 583 8 | 11 | 33 | 61 | 129 | 237 | 583 | 583 9 | 11 | 34 | 60 | 127 | 237 | 583 | 583 10 | 12 | 36 | 61 | 127 | 237 | 583 | 583 11 | 13 | 37 | 61 | 127 | 237 | 583 | 583 12 | 13 | 37 | 61 | 127 | 237 | 583 | 583 13 | 13 | 38 | 61 | 127 | 237 | 583 | 583 14 | 14 | 38 | 61 | 127 | 237 | 583 | 583 15 | 14 | 38 | 61 | 127 | 237 | 583 | 583 16 | 13 | 38 | 61 | 127 | 237 | 583 | 583 17 | 13 | 38 | 61 | 127 | 237 | 583 | 583 18 | 13 | 38 | 61 | 127 | 237 | 583 | 583 19 | 14 | 38 | 61 | 127 | 237 | 583 | 583 20 | 14 | 38 | 61 | 127 | 237 | 583 | 583 21 | 15 | 38 | 61 | 127 | 237 | 583 | 583 22 | 15 | 38 | 61 | 127 | 237 | 583 | 583 23 | 16 | 38 | 61 | 127 | 237 | 583 | 583 24 | 17 | 38 | 61 | 127 | 237 | 583 | 583 25 | 17 | 38 | 61 | 127 | 237 | 583 | 583 26 | 18 | 38 | 61 | 127 | 237 | 583 | 583 27 | 19 | 38 | 61 | 127 | 237 | 583 | 583 28 | 20 | 38 | 61 | 127 | 237 | 583 | 583 29 | 20 | 38 | 61 | 127 | 237 | 583 | 583 30 | 20 | 38 | 61 | 127 | 237 | 583 | 583 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 | 160 | 261 | 606 | 1 224 2 | 7 | 25 | 58 | 160 | 261 | 606 | 1 003 3 | 8 | 27 | 57 | 144 | 257 | 602 | 830 4 | 9 | 30 | 59 | 132 | 255 | 601 | 694 5 | 11 | 31 | 60 | 119 | 254 | 600 | 600 6 | 13 | 35 | 63 | 110 | 253 | 598 | 598 7 | 15 | 37 | 63 | 102 | 251 | 597 | 597 8 | 16 | 38 | 61 | 94 | 250 | 596 | 596 9 | 18 | 45 | 65 | 88 | 249 | 595 | 595 10 | 18 | 45 | 62 | 84 | 248 | 594 | 594 11 | 17 | 44 | 60 | 83 | 248 | 593 | 593 12 | 16 | 43 | 60 | 84 | 247 | 593 | 593 13 | 16 | 44 | 61 | 84 | 246 | 592 | 592 14 | 16 | 44 | 61 | 84 | 245 | 591 | 591 15 | 16 | 44 | 61 | 84 | 244 | 590 | 590 16 | 16 | 44 | 61 | 84 | 243 | 589 | 589 17 | 16 | 44 | 61 | 84 | 242 | 588 | 588 18 | 16 | 44 | 61 | 84 | 241 | 587 | 587 19 | 16 | 44 | 61 | 84 | 241 | 587 | 587 20 | 16 | 44 | 61 | 84 | 242 | 588 | 588 21 | 16 | 44 | 61 | 84 | 242 | 588 | 588 22 | 16 | 44 | 61 | 84 | 242 | 588 | 588 23 | 16 | 44 | 61 | 84 | 242 | 587 | 587 24 | 17 | 44 | 61 | 84 | 241 | 587 | 587 25 | 17 | 44 | 61 | 84 | 241 | 586 | 586 26 | 18 | 44 | 61 | 84 | 240 | 586 | 586 27 | 19 | 44 | 61 | 84 | 240 | 586 | 586 28 | 20 | 44 | 61 | 84 | 239 | 585 | 585 29 | 20 | 44 | 61 | 84 | 239 | 585 | 585 30 | 20 | 44 | 61 | 84 | 239 | 585 | 585 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 | 89 | 104 | 131 | 211 | 325 | 671 | 1 235 2 | 86 | 101 | 128 | 208 | 323 | 668 | 1 018 3 | 84 | 101 | 126 | 198 | 317 | 662 | 846 4 | 83 | 101 | 126 | 197 | 313 | 658 | 710 5 | 81 | 101 | 128 | 196 | 309 | 655 | 655 6 | 80 | 101 | 130 | 199 | 307 | 653 | 653 7 | 79 | 100 | 128 | 198 | 304 | 650 | 650 8 | 76 | 98 | 125 | 193 | 301 | 647 | 647 9 | 73 | 96 | 122 | 189 | 299 | 645 | 645 10 | 72 | 96 | 121 | 187 | 297 | 643 | 643 11 | 71 | 95 | 119 | 186 | 295 | 641 | 641 12 | 70 | 94 | 117 | 184 | 293 | 639 | 639 13 | 68 | 93 | 116 | 182 | 292 | 637 | 637 14 | 67 | 92 | 114 | 180 | 290 | 636 | 636 15 | 65 | 90 | 113 | 179 | 289 | 634 | 634 16 | 64 | 89 | 111 | 178 | 287 | 633 | 633 17 | 63 | 88 | 110 | 177 | 286 | 632 | 632 18 | 62 | 87 | 109 | 176 | 285 | 631 | 631 19 | 61 | 86 | 108 | 175 | 284 | 630 | 630 20 | 60 | 85 | 107 | 174 | 283 | 629 | 629 21 | 59 | 84 | 107 | 173 | 283 | 628 | 628 22 | 58 | 83 | 106 | 172 | 282 | 627 | 627 23 | 57 | 82 | 105 | 171 | 281 | 626 | 626 24 | 56 | 81 | 104 | 170 | 280 | 625 | 625 25 | 55 | 80 | 103 | 169 | 279 | 624 | 624 26 | 54 | 79 | 102 | 168 | 278 | 623 | 623 27 | 53 | 78 | 101 | 167 | 277 | 622 | 622 28 | 52 | 77 | 100 | 166 | 276 | 621 | 621 29 | 51 | 76 | 99 | 165 | 275 | 620 | 620 30 | 51 | 75 | 98 | 164 | 274 | 619 | 619 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 | 103 | 184 | 298 | 644 | 1 245 2 | 59 | 75 | 101 | 182 | 296 | 642 | 1 024 3 | 59 | 76 | 101 | 173 | 291 | 637 | 850 4 | 59 | 77 | 102 | 173 | 289 | 634 | 713 5 | 58 | 78 | 105 | 173 | 286 | 632 | 632 6 | 57 | 78 | 107 | 176 | 284 | 630 | 630 7 | 57 | 78 | 107 | 176 | 282 | 628 | 628 8 | 55 | 77 | 104 | 172 | 281 | 626 | 626 9 | 54 | 76 | 102 | 170 | 279 | 625 | 625 10 | 53 | 76 | 101 | 168 | 277 | 623 | 623 11 | 52 | 76 | 100 | 167 | 276 | 622 | 622 12 | 52 | 76 | 100 | 166 | 276 | 621 | 621 13 | 52 | 76 | 99 | 165 | 275 | 621 | 621 14 | 51 | 76 | 98 | 165 | 274 | 620 | 620 15 | 50 | 75 | 97 | 164 | 273 | 619 | 619 16 | 49 | 74 | 96 | 163 | 272 | 618 | 618 17 | 48 | 73 | 96 | 162 | 272 | 618 | 618 18 | 48 | 73 | 95 | 161 | 271 | 617 | 617 19 | 47 | 72 | 94 | 161 | 270 | 616 | 616 20 | 47 | 72 | 94 | 161 | 270 | 616 | 616 21 | 47 | 72 | 94 | 160 | 270 | 616 | 616 22 | 46 | 71 | 94 | 160 | 270 | 615 | 615 23 | 46 | 71 | 93 | 159 | 269 | 615 | 615 24 | 45 | 70 | 92 | 159 | 268 | 614 | 614 25 | 45 | 69 | 92 | 158 | 268 | 614 | 614 26 | 44 | 69 | 91 | 158 | 267 | 613 | 613 27 | 43 | 68 | 90 | 157 | 266 | 612 | 612 28 | 43 | 67 | 90 | 156 | 266 | 612 | 612 29 | 42 | 67 | 89 | 156 | 265 | 611 | 611 30 | 41 | 66 | 88 | 155 | 264 | 610 | 610 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 | 153 | 268 | 613 | 1 234 2 | 31 | 47 | 73 | 154 | 268 | 614 | 1 013 3 | 31 | 48 | 73 | 145 | 263 | 609 | 838 4 | 32 | 50 | 75 | 145 | 261 | 607 | 701 5 | 32 | 51 | 79 | 147 | 260 | 606 | 606 6 | 33 | 53 | 82 | 151 | 259 | 605 | 605 7 | 33 | 55 | 83 | 152 | 258 | 604 | 604 8 | 32 | 54 | 81 | 149 | 258 | 603 | 603 9 | 32 | 54 | 80 | 148 | 257 | 603 | 603 10 | 31 | 55 | 80 | 147 | 256 | 602 | 602 11 | 31 | 55 | 79 | 146 | 255 | 601 | 601 12 | 31 | 55 | 79 | 145 | 255 | 600 | 600 13 | 30 | 55 | 78 | 144 | 254 | 600 | 600 14 | 30 | 55 | 77 | 143 | 253 | 599 | 599 15 | 29 | 54 | 76 | 143 | 252 | 598 | 598 16 | 28 | 53 | 75 | 142 | 251 | 597 | 597 17 | 27 | 52 | 75 | 141 | 251 | 597 | 597 18 | 27 | 52 | 74 | 141 | 250 | 596 | 596 19 | 27 | 51 | 74 | 140 | 250 | 596 | 596 20 | 27 | 52 | 74 | 140 | 250 | 596 | 596 21 | 27 | 52 | 74 | 140 | 250 | 596 | 596 22 | 27 | 51 | 74 | 140 | 250 | 596 | 596 23 | 27 | 51 | 74 | 140 | 250 | 596 | 596 24 | 26 | 51 | 74 | 140 | 250 | 595 | 595 25 | 26 | 51 | 73 | 140 | 249 | 595 | 595 26 | 26 | 51 | 73 | 140 | 249 | 595 | 595 27 | 26 | 50 | 73 | 139 | 249 | 595 | 595 28 | 25 | 50 | 73 | 139 | 249 | 594 | 594 29 | 25 | 50 | 72 | 139 | 248 | 594 | 594 30 | 25 | 50 | 72 | 139 | 248 | 594 | 594 2.12. Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 27 | 108 | 222 | 568 | 1 202 2 | 1 | 5 | 28 | 109 | 223 | 569 | 985 3 | 2 | 5 | 29 | 101 | 219 | 565 | 814 4 | 2 | 7 | 32 | 102 | 218 | 564 | 681 5 | 3 | 9 | 37 | 105 | 218 | 564 | 577 6 | 4 | 12 | 41 | 110 | 218 | 564 | 564 7 | 5 | 14 | 42 | 112 | 218 | 564 | 564 8 | 5 | 15 | 42 | 110 | 218 | 564 | 564 9 | 7 | 16 | 42 | 109 | 218 | 564 | 564 10 | 7 | 17 | 42 | 108 | 218 | 564 | 564 11 | 8 | 19 | 43 | 110 | 219 | 565 | 565 12 | 8 | 18 | 42 | 108 | 218 | 564 | 564 13 | 10 | 20 | 43 | 109 | 219 | 565 | 565 14 | 10 | 20 | 43 | 109 | 219 | 565 | 565 15 | 11 | 19 | 41 | 108 | 217 | 563 | 563 16 | 11 | 18 | 40 | 107 | 216 | 562 | 562 17 | 12 | 18 | 40 | 107 | 216 | 562 | 562 18 | 13 | 18 | 40 | 107 | 216 | 562 | 562 19 | 14 | 19 | 41 | 107 | 217 | 563 | 563 20 | 14 | 19 | 41 | 108 | 217 | 563 | 563 21 | 15 | 20 | 42 | 108 | 218 | 564 | 564 22 | 15 | 21 | 42 | 109 | 218 | 564 | 564 23 | 16 | 22 | 42 | 109 | 218 | 564 | 564 24 | 17 | 22 | 42 | 109 | 218 | 564 | 564 25 | 17 | 23 | 43 | 108 | 218 | 564 | 564 26 | 18 | 24 | 45 | 108 | 218 | 564 | 564 27 | 18 | 25 | 46 | 108 | 218 | 564 | 564 28 | 19 | 25 | 47 | 108 | 218 | 564 | 564 29 | 20 | 26 | 48 | 108 | 218 | 564 | 564 30 | 20 | 28 | 49 | 108 | 218 | 564 | 564 2.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 63 | 89 | 170 | 284 | 630 | 1 252 2 | 47 | 63 | 89 | 170 | 284 | 630 | 1 027 3 | 48 | 65 | 90 | 161 | 280 | 625 | 850 4 | 48 | 66 | 92 | 162 | 278 | 624 | 711 5 | 49 | 68 | 96 | 164 | 277 | 622 | 622 6 | 49 | 69 | 98 | 167 | 275 | 621 | 621 7 | 49 | 70 | 99 | 168 | 274 | 620 | 620 8 | 48 | 70 | 97 | 165 | 273 | 619 | 619 9 | 47 | 70 | 96 | 163 | 272 | 618 | 618 10 | 47 | 70 | 95 | 162 | 271 | 617 | 617 11 | 46 | 70 | 94 | 161 | 270 | 616 | 616 12 | 46 | 70 | 93 | 160 | 269 | 615 | 615 13 | 45 | 70 | 93 | 159 | 269 | 615 | 615 14 | 45 | 70 | 92 | 158 | 268 | 614 | 614 15 | 44 | 69 | 91 | 158 | 267 | 613 | 613 16 | 43 | 68 | 90 | 157 | 266 | 612 | 612 17 | 43 | 67 | 90 | 156 | 266 | 612 | 612 18 | 42 | 67 | 89 | 156 | 265 | 611 | 611 19 | 42 | 66 | 89 | 155 | 265 | 611 | 611 20 | 41 | 66 | 89 | 155 | 265 | 610 | 610 21 | 41 | 66 | 88 | 155 | 264 | 610 | 610 22 | 41 | 66 | 88 | 154 | 264 | 610 | 610 23 | 40 | 65 | 88 | 154 | 264 | 609 | 609 24 | 40 | 65 | 87 | 154 | 263 | 609 | 609 25 | 39 | 64 | 87 | 153 | 263 | 608 | 608 26 | 39 | 64 | 86 | 152 | 262 | 608 | 608 27 | 38 | 63 | 85 | 152 | 261 | 607 | 607 28 | 38 | 62 | 85 | 151 | 261 | 607 | 607 29 | 37 | 62 | 84 | 151 | 260 | 606 | 606 30 | 36 | 61 | 84 | 150 | 260 | 605 | 605 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 | 56 | 137 | 251 | 597 | 1 244 2 | 19 | 34 | 61 | 141 | 255 | 601 | 1 021 3 | 23 | 40 | 65 | 136 | 255 | 601 | 845 4 | 27 | 45 | 70 | 141 | 256 | 602 | 708 5 | 30 | 49 | 77 | 145 | 258 | 604 | 604 6 | 29 | 49 | 78 | 147 | 255 | 601 | 601 7 | 34 | 56 | 84 | 153 | 259 | 605 | 605 8 | 33 | 55 | 82 | 150 | 258 | 604 | 604 9 | 34 | 57 | 83 | 150 | 259 | 605 | 605 10 | 36 | 59 | 84 | 151 | 261 | 606 | 606 11 | 38 | 62 | 86 | 152 | 262 | 608 | 608 12 | 39 | 63 | 87 | 153 | 262 | 608 | 608 13 | 40 | 64 | 87 | 153 | 263 | 609 | 609 14 | 40 | 65 | 87 | 154 | 263 | 609 | 609 15 | 40 | 65 | 88 | 154 | 264 | 609 | 609 16 | 40 | 64 | 87 | 153 | 263 | 609 | 609 17 | 40 | 64 | 87 | 153 | 263 | 609 | 609 18 | 39 | 64 | 86 | 153 | 262 | 608 | 608 19 | 38 | 63 | 86 | 152 | 262 | 608 | 608 20 | 38 | 63 | 86 | 152 | 262 | 608 | 608 21 | 38 | 63 | 86 | 152 | 262 | 607 | 607 22 | 38 | 63 | 85 | 152 | 261 | 607 | 607 23 | 38 | 63 | 85 | 151 | 261 | 607 | 607 24 | 37 | 62 | 85 | 151 | 261 | 606 | 606 25 | 37 | 62 | 84 | 151 | 260 | 606 | 606 26 | 37 | 61 | 84 | 150 | 260 | 606 | 606 27 | 36 | 61 | 83 | 150 | 259 | 605 | 605 28 | 36 | 60 | 83 | 149 | 259 | 605 | 605 29 | 35 | 60 | 82 | 149 | 258 | 604 | 604 30 | 35 | 59 | 82 | 148 | 258 | 603 | 603 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 | 136 | 250 | 596 | 1 232 2 | 14 | 30 | 56 | 137 | 251 | 597 | 1 010 3 | 17 | 33 | 58 | 130 | 249 | 594 | 836 4 | 18 | 36 | 62 | 132 | 248 | 594 | 700 5 | 20 | 39 | 67 | 135 | 248 | 594 | 594 6 | 21 | 42 | 71 | 140 | 248 | 594 | 594 7 | 23 | 44 | 72 | 142 | 248 | 594 | 594 8 | 23 | 45 | 72 | 140 | 248 | 594 | 594 9 | 23 | 46 | 72 | 139 | 248 | 594 | 594 10 | 24 | 47 | 72 | 139 | 248 | 594 | 594 11 | 25 | 49 | 73 | 139 | 249 | 595 | 595 12 | 25 | 50 | 73 | 139 | 249 | 595 | 595 13 | 26 | 50 | 73 | 139 | 249 | 595 | 595 14 | 26 | 51 | 73 | 140 | 249 | 595 | 595 15 | 26 | 51 | 73 | 140 | 249 | 595 | 595 16 | 26 | 51 | 73 | 139 | 249 | 595 | 595 17 | 26 | 51 | 73 | 139 | 249 | 595 | 595 18 | 26 | 51 | 73 | 139 | 249 | 595 | 595 19 | 26 | 51 | 73 | 139 | 249 | 595 | 595 20 | 26 | 51 | 73 | 140 | 249 | 595 | 595 21 | 26 | 51 | 73 | 140 | 249 | 595 | 595 22 | 26 | 51 | 73 | 140 | 249 | 595 | 595 23 | 26 | 50 | 73 | 139 | 249 | 595 | 595 24 | 25 | 50 | 73 | 139 | 249 | 594 | 594 25 | 25 | 50 | 72 | 139 | 248 | 594 | 594 26 | 25 | 49 | 72 | 138 | 248 | 594 | 594 27 | 24 | 49 | 72 | 138 | 248 | 593 | 593 28 | 24 | 49 | 71 | 138 | 247 | 593 | 593 29 | 24 | 49 | 71 | 137 | 247 | 593 | 593 30 | 24 | 48 | 71 | 137 | 247 | 592 | 592 2.16. Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 50 | 65 | 92 | 172 | 286 | 632 | 1 264 2 | 53 | 68 | 95 | 175 | 289 | 635 | 1 038 3 | 57 | 73 | 98 | 170 | 289 | 634 | 860 4 | 59 | 77 | 102 | 172 | 288 | 634 | 720 5 | 61 | 80 | 108 | 176 | 289 | 634 | 634 6 | 62 | 83 | 112 | 181 | 289 | 635 | 635 7 | 63 | 85 | 113 | 183 | 289 | 634 | 634 8 | 63 | 85 | 112 | 180 | 288 | 634 | 634 9 | 63 | 85 | 112 | 179 | 288 | 634 | 634 10 | 63 | 87 | 112 | 178 | 288 | 634 | 634 11 | 63 | 87 | 111 | 178 | 287 | 633 | 633 12 | 63 | 87 | 111 | 177 | 287 | 632 | 632 13 | 62 | 87 | 110 | 176 | 286 | 632 | 632 14 | 62 | 86 | 109 | 175 | 285 | 631 | 631 15 | 61 | 86 | 108 | 174 | 284 | 630 | 630 16 | 60 | 85 | 107 | 174 | 283 | 629 | 629 17 | 59 | 84 | 106 | 173 | 282 | 628 | 628 18 | 58 | 83 | 105 | 172 | 281 | 627 | 627 19 | 58 | 82 | 105 | 171 | 281 | 627 | 627 20 | 57 | 82 | 104 | 170 | 280 | 626 | 626 21 | 56 | 81 | 103 | 170 | 279 | 625 | 625 22 | 55 | 80 | 103 | 169 | 279 | 624 | 624 23 | 54 | 79 | 102 | 168 | 278 | 623 | 623 24 | 54 | 78 | 101 | 167 | 277 | 623 | 623 25 | 53 | 77 | 100 | 166 | 276 | 622 | 622 26 | 52 | 76 | 99 | 165 | 275 | 621 | 621 27 | 51 | 76 | 98 | 164 | 274 | 620 | 620 28 | 50 | 75 | 97 | 164 | 273 | 619 | 619 29 | 49 | 74 | 96 | 163 | 272 | 618 | 618 30 | 48 | 73 | 95 | 162 | 271 | 617 | 617 2.17. Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 96 | 123 | 203 | 317 | 663 | 1 320 2 | 85 | 100 | 127 | 207 | 322 | 667 | 1 082 3 | 86 | 103 | 128 | 199 | 318 | 664 | 896 4 | 86 | 104 | 130 | 200 | 316 | 662 | 749 5 | 90 | 109 | 137 | 205 | 317 | 663 | 663 6 | 91 | 112 | 141 | 210 | 318 | 664 | 664 7 | 93 | 114 | 143 | 212 | 318 | 664 | 664 8 | 94 | 116 | 143 | 211 | 319 | 665 | 665 9 | 95 | 117 | 143 | 211 | 320 | 666 | 666 10 | 95 | 119 | 144 | 210 | 320 | 666 | 666 11 | 95 | 119 | 143 | 210 | 319 | 665 | 665 12 | 95 | 119 | 142 | 209 | 318 | 664 | 664 13 | 94 | 118 | 141 | 207 | 317 | 663 | 663 14 | 92 | 117 | 140 | 206 | 316 | 661 | 661 15 | 91 | 116 | 138 | 204 | 314 | 660 | 660 16 | 89 | 114 | 137 | 203 | 313 | 658 | 658 17 | 88 | 113 | 135 | 202 | 311 | 657 | 657 18 | 87 | 111 | 134 | 200 | 310 | 656 | 656 19 | 85 | 110 | 132 | 199 | 308 | 654 | 654 20 | 84 | 109 | 131 | 198 | 307 | 653 | 653 21 | 83 | 107 | 130 | 196 | 306 | 652 | 652 22 | 81 | 106 | 128 | 195 | 304 | 650 | 650 23 | 80 | 104 | 127 | 193 | 303 | 649 | 649 24 | 78 | 103 | 125 | 192 | 301 | 647 | 647 25 | 76 | 101 | 124 | 190 | 300 | 645 | 645 26 | 75 | 100 | 122 | 188 | 298 | 644 | 644 27 | 73 | 98 | 121 | 187 | 296 | 642 | 642 28 | 72 | 97 | 119 | 185 | 295 | 641 | 641 29 | 70 | 95 | 118 | 184 | 293 | 639 | 639 30 | 69 | 94 | 116 | 182 | 292 | 638 | 638 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 | 129 | 243 | 589 | 1 237 2 | 9 | 25 | 51 | 132 | 246 | 592 | 1 017 3 | 13 | 30 | 55 | 126 | 245 | 591 | 842 4 | 16 | 34 | 60 | 130 | 246 | 592 | 705 5 | 19 | 38 | 66 | 134 | 247 | 593 | 597 6 | 21 | 41 | 70 | 139 | 248 | 594 | 594 7 | 23 | 44 | 72 | 142 | 248 | 594 | 594 8 | 23 | 45 | 72 | 140 | 248 | 594 | 594 9 | 23 | 46 | 72 | 139 | 248 | 594 | 594 10 | 24 | 47 | 72 | 139 | 249 | 594 | 594 11 | 24 | 48 | 72 | 139 | 248 | 594 | 594 12 | 24 | 49 | 72 | 139 | 248 | 594 | 594 13 | 24 | 49 | 72 | 138 | 248 | 593 | 593 14 | 24 | 49 | 71 | 137 | 247 | 593 | 593 15 | 23 | 48 | 70 | 137 | 246 | 592 | 592 16 | 22 | 47 | 69 | 136 | 245 | 591 | 591 17 | 22 | 46 | 69 | 135 | 245 | 591 | 591 18 | 21 | 46 | 68 | 135 | 244 | 590 | 590 19 | 21 | 46 | 68 | 135 | 244 | 590 | 590 20 | 21 | 46 | 68 | 135 | 244 | 590 | 590 21 | 21 | 46 | 69 | 135 | 245 | 590 | 590 22 | 21 | 46 | 69 | 135 | 245 | 590 | 590 23 | 21 | 46 | 69 | 135 | 245 | 590 | 590 24 | 21 | 46 | 68 | 135 | 244 | 590 | 590 25 | 21 | 46 | 68 | 135 | 244 | 590 | 590 26 | 21 | 46 | 68 | 135 | 244 | 590 | 590 27 | 21 | 46 | 68 | 134 | 244 | 590 | 590 28 | 21 | 45 | 68 | 134 | 244 | 590 | 590 29 | 21 | 45 | 68 | 134 | 244 | 590 | 590 30 | 21 | 45 | 68 | 134 | 244 | 589 | 589 2.19. Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 92 | 107 | 134 | 214 | 329 | 674 | 1 331 2 | 92 | 108 | 134 | 215 | 329 | 675 | 1 093 3 | 93 | 110 | 135 | 206 | 325 | 670 | 905 4 | 94 | 112 | 137 | 208 | 323 | 669 | 757 5 | 95 | 114 | 142 | 210 | 323 | 669 | 669 6 | 95 | 116 | 145 | 214 | 322 | 668 | 668 7 | 96 | 118 | 146 | 215 | 321 | 667 | 667 8 | 96 | 118 | 145 | 213 | 321 | 667 | 667 9 | 95 | 118 | 144 | 211 | 320 | 666 | 666 10 | 94 | 117 | 142 | 209 | 319 | 664 | 664 11 | 93 | 117 | 141 | 207 | 317 | 663 | 663 12 | 91 | 116 | 139 | 205 | 315 | 661 | 661 13 | 90 | 114 | 137 | 203 | 313 | 659 | 659 14 | 88 | 113 | 135 | 201 | 311 | 657 | 657 15 | 86 | 111 | 133 | 200 | 309 | 655 | 655 16 | 84 | 109 | 131 | 197 | 307 | 653 | 653 17 | 82 | 107 | 129 | 196 | 305 | 651 | 651 18 | 81 | 105 | 128 | 194 | 304 | 650 | 650 19 | 79 | 104 | 126 | 193 | 302 | 648 | 648 20 | 78 | 103 | 125 | 192 | 301 | 647 | 647 21 | 77 | 102 | 124 | 191 | 300 | 646 | 646 22 | 76 | 101 | 123 | 190 | 299 | 645 | 645 23 | 75 | 100 | 122 | 189 | 298 | 644 | 644 24 | 74 | 99 | 121 | 188 | 297 | 643 | 643 25 | 73 | 98 | 120 | 186 | 296 | 642 | 642 26 | 72 | 96 | 119 | 185 | 295 | 641 | 641 27 | 71 | 95 | 118 | 184 | 294 | 640 | 640 28 | 70 | 94 | 117 | 183 | 293 | 639 | 639 29 | 69 | 93 | 116 | 182 | 292 | 638 | 638 30 | 68 | 92 | 115 | 181 | 291 | 637 | 637 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 | 354 | 369 | 396 | 477 | 591 | 937 | 1 353 2 | 76 | 91 | 118 | 199 | 313 | 659 | 1 109 3 | 80 | 97 | 122 | 194 | 312 | 658 | 917 4 | 84 | 102 | 127 | 198 | 314 | 659 | 767 5 | 87 | 106 | 134 | 202 | 315 | 661 | 661 6 | 89 | 109 | 138 | 207 | 316 | 661 | 661 7 | 91 | 112 | 140 | 210 | 316 | 662 | 662 8 | 92 | 114 | 141 | 209 | 317 | 663 | 663 9 | 92 | 115 | 141 | 208 | 317 | 663 | 663 10 | 92 | 116 | 141 | 207 | 317 | 663 | 663 11 | 93 | 117 | 141 | 207 | 317 | 663 | 663 12 | 93 | 118 | 141 | 207 | 317 | 663 | 663 13 | 94 | 119 | 141 | 208 | 317 | 663 | 663 14 | 95 | 119 | 142 | 208 | 318 | 664 | 664 15 | 96 | 120 | 143 | 209 | 319 | 665 | 665 16 | 96 | 121 | 144 | 210 | 320 | 665 | 665 17 | 98 | 122 | 145 | 211 | 321 | 667 | 667 18 | 99 | 123 | 146 | 212 | 322 | 668 | 668 19 | 100 | 124 | 147 | 213 | 323 | 669 | 669 20 | 100 | 125 | 148 | 214 | 323 | 669 | 669 21 | 101 | 125 | 148 | 214 | 324 | 670 | 670 22 | 100 | 125 | 148 | 214 | 324 | 669 | 669 23 | 100 | 125 | 147 | 214 | 323 | 669 | 669 24 | 99 | 124 | 146 | 213 | 322 | 668 | 668 25 | 98 | 123 | 145 | 212 | 321 | 667 | 667 26 | 97 | 122 | 144 | 211 | 320 | 666 | 666 27 | 96 | 121 | 143 | 210 | 319 | 665 | 665 28 | 95 | 119 | 142 | 208 | 318 | 664 | 664 29 | 93 | 118 | 141 | 207 | 317 | 662 | 662 30 | 92 | 117 | 139 | 206 | 315 | 661 | 661 2.21. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 10 | 36 | 117 | 231 | 577 | 1 225 2 | 1 | 10 | 36 | 117 | 231 | 577 | 1 004 3 | 2 | 12 | 37 | 109 | 227 | 573 | 831 4 | 2 | 14 | 39 | 109 | 225 | 571 | 695 5 | 4 | 16 | 43 | 111 | 224 | 570 | 588 6 | 4 | 17 | 46 | 115 | 223 | 569 | 569 7 | 5 | 19 | 47 | 117 | 223 | 569 | 569 8 | 5 | 19 | 46 | 114 | 222 | 568 | 568 9 | 7 | 19 | 45 | 112 | 221 | 567 | 567 10 | 7 | 20 | 45 | 111 | 221 | 567 | 567 11 | 8 | 20 | 45 | 111 | 221 | 566 | 566 12 | 8 | 21 | 45 | 111 | 221 | 566 | 566 13 | 10 | 22 | 45 | 111 | 221 | 566 | 566 14 | 10 | 22 | 45 | 111 | 221 | 567 | 567 15 | 11 | 22 | 45 | 111 | 221 | 567 | 567 16 | 11 | 22 | 45 | 111 | 221 | 567 | 567 17 | 12 | 23 | 45 | 112 | 221 | 567 | 567 18 | 13 | 23 | 46 | 112 | 222 | 567 | 567 19 | 14 | 24 | 46 | 113 | 222 | 568 | 568 20 | 14 | 25 | 47 | 114 | 223 | 569 | 569 21 | 15 | 26 | 48 | 114 | 224 | 570 | 570 22 | 16 | 26 | 49 | 115 | 225 | 571 | 571 23 | 17 | 27 | 49 | 116 | 225 | 571 | 571 24 | 17 | 27 | 50 | 116 | 226 | 572 | 572 25 | 17 | 28 | 50 | 117 | 226 | 572 | 572 26 | 18 | 28 | 51 | 117 | 227 | 573 | 573 27 | 19 | 29 | 51 | 118 | 227 | 573 | 573 28 | 20 | 29 | 52 | 118 | 227 | 573 | 573 29 | 20 | 29 | 52 | 118 | 228 | 574 | 574 30 | 21 | 30 | 52 | 119 | 228 | 574 | 574 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 | 176 | 290 | 636 | 1 253 2 | 55 | 70 | 97 | 177 | 291 | 637 | 1 029 3 | 55 | 72 | 97 | 169 | 287 | 633 | 853 4 | 56 | 74 | 99 | 170 | 285 | 631 | 714 5 | 56 | 76 | 103 | 171 | 284 | 630 | 630 6 | 57 | 77 | 106 | 175 | 284 | 630 | 630 7 | 57 | 78 | 107 | 176 | 282 | 628 | 628 8 | 56 | 78 | 106 | 174 | 282 | 627 | 627 9 | 56 | 78 | 105 | 172 | 281 | 627 | 627 10 | 55 | 78 | 103 | 170 | 279 | 625 | 625 11 | 54 | 78 | 102 | 168 | 278 | 624 | 624 12 | 52 | 77 | 100 | 167 | 276 | 622 | 622 13 | 51 | 76 | 98 | 165 | 274 | 620 | 620 14 | 50 | 74 | 97 | 163 | 273 | 619 | 619 15 | 48 | 73 | 95 | 162 | 271 | 617 | 617 16 | 46 | 71 | 94 | 160 | 270 | 615 | 615 17 | 45 | 70 | 92 | 159 | 268 | 614 | 614 18 | 44 | 69 | 91 | 158 | 267 | 613 | 613 19 | 43 | 68 | 90 | 157 | 266 | 612 | 612 20 | 42 | 67 | 90 | 156 | 266 | 611 | 611 21 | 42 | 67 | 89 | 155 | 265 | 611 | 611 22 | 41 | 66 | 88 | 155 | 264 | 610 | 610 23 | 40 | 65 | 88 | 154 | 264 | 609 | 609 24 | 40 | 65 | 87 | 153 | 263 | 609 | 609 25 | 39 | 64 | 86 | 153 | 262 | 608 | 608 26 | 38 | 63 | 86 | 152 | 262 | 607 | 607 27 | 38 | 62 | 85 | 151 | 261 | 607 | 607 28 | 37 | 62 | 84 | 151 | 260 | 606 | 606 29 | 36 | 61 | 84 | 150 | 260 | 605 | 605 30 | 36 | 61 | 83 | 149 | 259 | 605 | 605 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 | 237 | 351 | 697 | 1 356 2 | 115 | 131 | 157 | 238 | 352 | 698 | 1 112 3 | 118 | 134 | 159 | 231 | 350 | 695 | 920 4 | 120 | 138 | 163 | 233 | 349 | 695 | 770 5 | 121 | 140 | 168 | 236 | 349 | 695 | 695 6 | 122 | 142 | 171 | 240 | 349 | 695 | 695 7 | 123 | 144 | 172 | 242 | 348 | 694 | 694 8 | 122 | 144 | 171 | 239 | 347 | 693 | 693 9 | 121 | 144 | 170 | 237 | 346 | 692 | 692 10 | 120 | 144 | 169 | 235 | 345 | 691 | 691 11 | 119 | 143 | 167 | 234 | 343 | 689 | 689 12 | 118 | 142 | 165 | 232 | 341 | 687 | 687 13 | 116 | 141 | 163 | 230 | 339 | 685 | 685 14 | 114 | 139 | 161 | 227 | 337 | 683 | 683 15 | 111 | 136 | 159 | 225 | 335 | 680 | 680 16 | 109 | 133 | 156 | 222 | 332 | 678 | 678 17 | 106 | 131 | 154 | 220 | 330 | 675 | 675 18 | 104 | 129 | 151 | 218 | 327 | 673 | 673 19 | 102 | 127 | 149 | 216 | 325 | 671 | 671 20 | 100 | 125 | 147 | 214 | 323 | 669 | 669 21 | 99 | 123 | 146 | 212 | 322 | 668 | 668 22 | 97 | 122 | 144 | 210 | 320 | 666 | 666 23 | 95 | 120 | 142 | 209 | 318 | 664 | 664 24 | 93 | 118 | 140 | 207 | 316 | 662 | 662 25 | 91 | 116 | 139 | 205 | 315 | 660 | 660 26 | 90 | 114 | 137 | 203 | 313 | 659 | 659 27 | 88 | 113 | 135 | 202 | 311 | 657 | 657 28 | 86 | 111 | 134 | 200 | 310 | 655 | 655 29 | 85 | 110 | 132 | 198 | 308 | 654 | 654 30 | 83 | 108 | 131 | 197 | 307 | 652 | 652 2.24. Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 174 | 190 | 216 | 297 | 411 | 757 | 1 395 2 | 184 | 199 | 226 | 306 | 420 | 766 | 1 140 3 | 189 | 205 | 230 | 302 | 421 | 766 | 944 4 | 191 | 208 | 234 | 304 | 420 | 766 | 791 5 | 192 | 211 | 239 | 306 | 419 | 765 | 765 6 | 191 | 212 | 241 | 310 | 418 | 764 | 764 7 | 191 | 212 | 241 | 310 | 416 | 762 | 762 8 | 189 | 211 | 238 | 307 | 415 | 760 | 760 9 | 188 | 211 | 237 | 304 | 413 | 759 | 759 10 | 187 | 210 | 235 | 302 | 412 | 757 | 757 11 | 185 | 209 | 234 | 300 | 410 | 755 | 755 12 | 183 | 208 | 231 | 297 | 407 | 753 | 753 13 | 181 | 205 | 228 | 294 | 404 | 750 | 750 14 | 178 | 202 | 225 | 291 | 401 | 747 | 747 15 | 174 | 199 | 222 | 288 | 398 | 743 | 743 16 | 171 | 196 | 218 | 285 | 394 | 740 | 740 17 | 168 | 193 | 215 | 282 | 391 | 737 | 737 18 | 165 | 189 | 212 | 278 | 388 | 734 | 734 19 | 162 | 186 | 209 | 275 | 385 | 731 | 731 20 | 159 | 183 | 206 | 272 | 382 | 728 | 728 21 | 155 | 180 | 203 | 269 | 379 | 724 | 724 22 | 152 | 177 | 199 | 266 | 375 | 721 | 721 23 | 149 | 174 | 196 | 263 | 372 | 718 | 718 24 | 146 | 171 | 193 | 259 | 369 | 715 | 715 25 | 143 | 168 | 190 | 256 | 366 | 712 | 712 26 | 140 | 164 | 187 | 253 | 363 | 709 | 709 27 | 137 | 161 | 184 | 250 | 360 | 706 | 706 28 | 134 | 159 | 181 | 247 | 357 | 703 | 703 29 | 131 | 156 | 178 | 245 | 354 | 700 | 700 30 | 128 | 153 | 176 | 242 | 351 | 697 | 697 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 | 42 | 68 | 149 | 263 | 609 | 1 280 2 | 27 | 43 | 69 | 150 | 264 | 610 | 1 050 3 | 28 | 45 | 70 | 142 | 261 | 606 | 868 4 | 29 | 47 | 73 | 143 | 259 | 605 | 726 5 | 31 | 50 | 78 | 145 | 258 | 604 | 615 6 | 31 | 51 | 80 | 149 | 258 | 603 | 603 7 | 31 | 53 | 81 | 151 | 257 | 603 | 603 8 | 30 | 52 | 79 | 148 | 256 | 601 | 601 9 | 29 | 52 | 78 | 145 | 255 | 601 | 601 10 | 29 | 53 | 78 | 144 | 254 | 600 | 600 11 | 29 | 53 | 77 | 144 | 253 | 599 | 599 12 | 29 | 53 | 77 | 143 | 253 | 598 | 598 13 | 29 | 53 | 76 | 143 | 252 | 598 | 598 14 | 29 | 53 | 76 | 142 | 252 | 597 | 597 15 | 28 | 53 | 75 | 142 | 251 | 597 | 597 16 | 28 | 53 | 75 | 142 | 251 | 597 | 597 17 | 28 | 53 | 75 | 142 | 251 | 597 | 597 18 | 28 | 53 | 75 | 142 | 251 | 597 | 597 19 | 28 | 53 | 75 | 142 | 251 | 597 | 597 20 | 28 | 53 | 75 | 142 | 251 | 597 | 597 21 | 28 | 53 | 76 | 142 | 251 | 597 | 597 22 | 28 | 53 | 75 | 142 | 251 | 597 | 597 23 | 28 | 53 | 75 | 142 | 251 | 597 | 597 24 | 28 | 53 | 75 | 142 | 251 | 597 | 597 25 | 28 | 53 | 75 | 141 | 251 | 597 | 597 26 | 28 | 52 | 75 | 141 | 251 | 597 | 597 27 | 27 | 52 | 75 | 141 | 251 | 596 | 596 28 | 27 | 52 | 74 | 141 | 250 | 596 | 596 29 | 27 | 52 | 74 | 140 | 250 | 596 | 596 30 | 27 | 51 | 74 | 140 | 250 | 596 | 596 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 | 22 | 38 | 64 | 145 | 259 | 605 | 1 282 2 | 24 | 39 | 66 | 147 | 261 | 607 | 1 051 3 | 27 | 44 | 69 | 140 | 259 | 605 | 870 4 | 30 | 47 | 73 | 143 | 259 | 605 | 727 5 | 32 | 51 | 79 | 147 | 260 | 606 | 616 6 | 34 | 54 | 83 | 152 | 260 | 606 | 606 7 | 35 | 57 | 85 | 155 | 261 | 607 | 607 8 | 35 | 58 | 85 | 153 | 261 | 607 | 607 9 | 36 | 59 | 85 | 152 | 261 | 607 | 607 10 | 37 | 60 | 85 | 152 | 262 | 607 | 607 11 | 38 | 62 | 86 | 152 | 262 | 608 | 608 12 | 38 | 63 | 86 | 153 | 262 | 608 | 608 13 | 39 | 63 | 86 | 153 | 262 | 608 | 608 14 | 39 | 64 | 86 | 152 | 262 | 608 | 608 15 | 39 | 63 | 86 | 152 | 262 | 608 | 608 16 | 38 | 63 | 85 | 152 | 261 | 607 | 607 17 | 38 | 63 | 85 | 152 | 261 | 607 | 607 18 | 38 | 63 | 85 | 152 | 261 | 607 | 607 19 | 38 | 63 | 85 | 152 | 261 | 607 | 607 20 | 38 | 63 | 86 | 152 | 262 | 607 | 607 21 | 39 | 63 | 86 | 152 | 262 | 608 | 608 22 | 39 | 63 | 86 | 152 | 262 | 608 | 608 23 | 38 | 63 | 86 | 152 | 262 | 607 | 607 24 | 38 | 63 | 85 | 152 | 261 | 607 | 607 25 | 38 | 63 | 85 | 151 | 261 | 607 | 607 26 | 37 | 62 | 85 | 151 | 261 | 606 | 606 27 | 37 | 62 | 84 | 151 | 260 | 606 | 606 28 | 37 | 61 | 84 | 150 | 260 | 605 | 605 29 | 36 | 61 | 83 | 150 | 259 | 605 | 605 30 | 36 | 60 | 83 | 149 | 259 | 605 | 605 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 | 123 | 139 | 165 | 246 | 360 | 706 | 1 404 2 | 122 | 138 | 164 | 245 | 359 | 705 | 1 141 3 | 122 | 139 | 164 | 236 | 354 | 700 | 939 4 | 123 | 141 | 166 | 236 | 352 | 698 | 783 5 | 124 | 143 | 171 | 238 | 351 | 697 | 697 6 | 123 | 144 | 172 | 241 | 350 | 696 | 696 7 | 124 | 145 | 173 | 243 | 349 | 695 | 695 8 | 123 | 145 | 172 | 240 | 348 | 694 | 694 9 | 121 | 144 | 170 | 237 | 347 | 693 | 693 10 | 122 | 145 | 170 | 237 | 346 | 692 | 692 11 | 121 | 145 | 170 | 236 | 346 | 691 | 691 12 | 121 | 145 | 168 | 235 | 344 | 690 | 690 13 | 120 | 145 | 167 | 234 | 343 | 689 | 689 14 | 119 | 144 | 166 | 232 | 342 | 688 | 688 15 | 117 | 141 | 164 | 230 | 340 | 686 | 686 16 | 114 | 139 | 162 | 228 | 338 | 683 | 683 17 | 112 | 136 | 159 | 225 | 335 | 681 | 681 18 | 109 | 134 | 157 | 223 | 333 | 678 | 678 19 | 107 | 132 | 154 | 221 | 330 | 676 | 676 20 | 105 | 130 | 152 | 219 | 328 | 674 | 674 21 | 103 | 128 | 150 | 216 | 326 | 672 | 672 22 | 101 | 125 | 148 | 214 | 324 | 670 | 670 23 | 98 | 123 | 146 | 212 | 322 | 667 | 667 24 | 96 | 121 | 143 | 210 | 319 | 665 | 665 25 | 94 | 119 | 141 | 208 | 317 | 663 | 663 26 | 92 | 117 | 139 | 206 | 315 | 661 | 661 27 | 90 | 115 | 137 | 203 | 313 | 659 | 659 28 | 88 | 113 | 135 | 201 | 311 | 657 | 657 29 | 86 | 111 | 133 | 199 | 309 | 655 | 655 30 | 84 | 109 | 131 | 198 | 307 | 653 | 653 2.28. Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 9 | 35 | 116 | 230 | 576 | 1 238 2 | 1 | 11 | 37 | 118 | 232 | 578 | 1 017 3 | 2 | 15 | 40 | 111 | 230 | 576 | 843 4 | 2 | 18 | 44 | 114 | 230 | 576 | 706 5 | 4 | 22 | 50 | 118 | 231 | 577 | 598 6 | 5 | 25 | 54 | 123 | 231 | 577 | 577 7 | 6 | 28 | 56 | 126 | 232 | 577 | 577 8 | 6 | 29 | 56 | 124 | 232 | 578 | 578 9 | 7 | 29 | 55 | 122 | 232 | 578 | 578 10 | 7 | 30 | 55 | 122 | 232 | 577 | 577 11 | 8 | 31 | 55 | 122 | 231 | 577 | 577 12 | 8 | 32 | 55 | 122 | 231 | 577 | 577 13 | 10 | 32 | 55 | 121 | 231 | 577 | 577 14 | 10 | 32 | 55 | 121 | 231 | 577 | 577 15 | 11 | 32 | 55 | 121 | 231 | 576 | 576 16 | 11 | 32 | 54 | 121 | 230 | 576 | 576 17 | 13 | 32 | 54 | 121 | 230 | 576 | 576 18 | 13 | 32 | 54 | 121 | 230 | 576 | 576 19 | 14 | 32 | 55 | 121 | 231 | 576 | 576 20 | 14 | 33 | 55 | 122 | 231 | 577 | 577 21 | 15 | 33 | 56 | 122 | 232 | 578 | 578 22 | 16 | 34 | 56 | 123 | 232 | 578 | 578 23 | 17 | 34 | 57 | 123 | 233 | 578 | 578 24 | 17 | 34 | 57 | 123 | 233 | 579 | 579 25 | 18 | 35 | 57 | 123 | 233 | 579 | 579 26 | 18 | 35 | 57 | 124 | 233 | 579 | 579 27 | 19 | 35 | 57 | 124 | 233 | 579 | 579 28 | 20 | 35 | 58 | 124 | 234 | 579 | 579 29 | 20 | 35 | 58 | 124 | 234 | 580 | 580 30 | 21 | 36 | 58 | 124 | 234 | 580 | 580 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 | 157 | 272 | 617 | 1 243 2 | 35 | 51 | 77 | 158 | 272 | 618 | 1 019 3 | 35 | 52 | 77 | 149 | 267 | 613 | 842 4 | 36 | 54 | 79 | 149 | 265 | 611 | 704 5 | 36 | 55 | 83 | 151 | 264 | 610 | 610 6 | 39 | 59 | 88 | 157 | 265 | 611 | 611 7 | 36 | 58 | 86 | 156 | 262 | 607 | 607 8 | 40 | 63 | 90 | 158 | 266 | 612 | 612 9 | 40 | 62 | 89 | 156 | 265 | 611 | 611 10 | 34 | 58 | 83 | 149 | 259 | 605 | 605 11 | 30 | 54 | 78 | 144 | 254 | 600 | 600 12 | 26 | 51 | 74 | 141 | 250 | 596 | 596 13 | 24 | 49 | 72 | 138 | 247 | 593 | 593 14 | 22 | 47 | 69 | 136 | 245 | 591 | 591 15 | 21 | 45 | 68 | 134 | 244 | 590 | 590 16 | 19 | 44 | 66 | 133 | 242 | 588 | 588 17 | 18 | 43 | 65 | 132 | 241 | 587 | 587 18 | 18 | 42 | 65 | 131 | 241 | 587 | 587 19 | 17 | 42 | 64 | 131 | 240 | 586 | 586 20 | 17 | 42 | 64 | 131 | 240 | 586 | 586 21 | 17 | 42 | 65 | 131 | 241 | 586 | 586 22 | 17 | 42 | 65 | 131 | 241 | 586 | 586 23 | 17 | 42 | 65 | 131 | 241 | 586 | 586 24 | 17 | 42 | 64 | 131 | 240 | 586 | 586 25 | 17 | 42 | 64 | 131 | 240 | 586 | 586 26 | 18 | 42 | 64 | 131 | 240 | 586 | 586 27 | 19 | 42 | 64 | 131 | 240 | 586 | 586 28 | 20 | 42 | 64 | 130 | 240 | 586 | 586 29 | 20 | 42 | 64 | 130 | 240 | 586 | 586 30 | 21 | 41 | 64 | 130 | 240 | 586 | 586 2.30. Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 186 | 202 | 228 | 309 | 423 | 769 | 1 458 2 | 184 | 199 | 226 | 306 | 421 | 766 | 1 192 3 | 181 | 198 | 223 | 294 | 413 | 759 | 983 4 | 178 | 196 | 222 | 292 | 408 | 754 | 821 5 | 175 | 195 | 222 | 290 | 403 | 749 | 749 6 | 172 | 193 | 222 | 291 | 399 | 745 | 745 7 | 169 | 191 | 219 | 289 | 395 | 741 | 741 8 | 165 | 188 | 215 | 283 | 391 | 737 | 737 9 | 162 | 184 | 210 | 278 | 387 | 733 | 733 10 | 158 | 182 | 207 | 273 | 383 | 729 | 729 11 | 155 | 179 | 203 | 269 | 379 | 725 | 725 12 | 151 | 176 | 199 | 265 | 375 | 721 | 721 13 | 148 | 172 | 195 | 262 | 371 | 717 | 717 14 | 144 | 169 | 192 | 258 | 368 | 713 | 713 15 | 141 | 166 | 188 | 254 | 364 | 710 | 710 16 | 138 | 162 | 185 | 251 | 361 | 707 | 707 17 | 134 | 159 | 182 | 248 | 358 | 704 | 704 18 | 132 | 156 | 179 | 245 | 355 | 701 | 701 19 | 129 | 154 | 176 | 242 | 352 | 698 | 698 20 | 126 | 151 | 174 | 240 | 349 | 695 | 695 21 | 124 | 148 | 171 | 237 | 347 | 693 | 693 22 | 121 | 146 | 168 | 235 | 344 | 690 | 690 23 | 119 | 143 | 166 | 232 | 342 | 688 | 688 24 | 116 | 141 | 163 | 230 | 339 | 685 | 685 25 | 114 | 139 | 161 | 227 | 337 | 683 | 683 26 | 112 | 136 | 159 | 225 | 335 | 681 | 681 27 | 109 | 134 | 156 | 223 | 332 | 678 | 678 28 | 107 | 132 | 154 | 221 | 330 | 676 | 676 29 | 105 | 130 | 152 | 219 | 328 | 674 | 674 30 | 103 | 128 | 150 | 217 | 326 | 672 | 672 2.31. US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 9 | 26 | 52 | 112 | 247 | 593 | 1 240 2 | 9 | 26 | 52 | 112 | 247 | 593 | 1 019 3 | 10 | 29 | 54 | 106 | 246 | 591 | 844 4 | 12 | 34 | 57 | 103 | 246 | 592 | 706 5 | 17 | 41 | 63 | 105 | 247 | 593 | 598 6 | 19 | 44 | 67 | 101 | 248 | 594 | 594 7 | 19 | 46 | 65 | 94 | 248 | 594 | 594 8 | 17 | 44 | 64 | 92 | 249 | 595 | 595 9 | 17 | 45 | 66 | 96 | 249 | 595 | 595 10 | 19 | 48 | 69 | 100 | 249 | 595 | 595 11 | 21 | 50 | 71 | 103 | 249 | 595 | 595 12 | 22 | 53 | 72 | 104 | 249 | 595 | 595 13 | 24 | 55 | 72 | 104 | 249 | 595 | 595 14 | 24 | 55 | 73 | 104 | 250 | 595 | 595 15 | 24 | 55 | 73 | 104 | 250 | 595 | 595 16 | 24 | 55 | 73 | 104 | 249 | 595 | 595 17 | 24 | 55 | 73 | 104 | 249 | 595 | 595 18 | 24 | 55 | 73 | 104 | 249 | 595 | 595 19 | 24 | 55 | 73 | 104 | 249 | 595 | 595 20 | 24 | 55 | 73 | 104 | 250 | 596 | 596 21 | 24 | 55 | 73 | 104 | 250 | 596 | 596 22 | 24 | 55 | 73 | 104 | 251 | 596 | 596 23 | 24 | 55 | 73 | 104 | 251 | 597 | 597 24 | 24 | 55 | 73 | 104 | 251 | 597 | 597 25 | 24 | 55 | 73 | 104 | 251 | 597 | 597 26 | 24 | 55 | 73 | 104 | 251 | 597 | 597 27 | 24 | 55 | 73 | 104 | 251 | 597 | 597 28 | 24 | 55 | 73 | 104 | 251 | 597 | 597 29 | 24 | 55 | 73 | 104 | 251 | 597 | 597 30 | 24 | 55 | 73 | 104 | 251 | 596 | 596 2.32. Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 13 | 94 | 208 | 554 | 1 216 2 | 1 | 5 | 12 | 92 | 207 | 552 | 996 3 | 2 | 5 | 11 | 83 | 202 | 547 | 823 4 | 2 | 6 | 13 | 84 | 199 | 545 | 687 5 | 3 | 7 | 18 | 86 | 199 | 544 | 581 6 | 4 | 8 | 21 | 90 | 198 | 544 | 544 7 | 5 | 9 | 22 | 92 | 198 | 544 | 544 8 | 5 | 9 | 22 | 90 | 198 | 544 | 544 9 | 7 | 11 | 22 | 89 | 198 | 544 | 544 10 | 7 | 11 | 22 | 89 | 198 | 544 | 544 11 | 8 | 12 | 23 | 89 | 199 | 544 | 544 12 | 8 | 13 | 25 | 89 | 199 | 545 | 545 13 | 10 | 14 | 26 | 90 | 199 | 545 | 545 14 | 10 | 14 | 29 | 90 | 200 | 545 | 545 15 | 11 | 16 | 30 | 90 | 200 | 546 | 546 16 | 11 | 16 | 31 | 90 | 200 | 546 | 546 17 | 12 | 17 | 33 | 91 | 200 | 546 | 546 18 | 13 | 18 | 34 | 91 | 201 | 547 | 547 19 | 14 | 19 | 35 | 92 | 202 | 547 | 547 20 | 14 | 19 | 37 | 93 | 202 | 548 | 548 21 | 15 | 20 | 38 | 93 | 203 | 549 | 549 22 | 15 | 21 | 39 | 94 | 204 | 549 | 549 23 | 16 | 22 | 40 | 94 | 204 | 550 | 550 24 | 17 | 22 | 42 | 95 | 204 | 550 | 550 25 | 17 | 23 | 44 | 95 | 205 | 550 | 550 26 | 18 | 24 | 45 | 95 | 205 | 551 | 551 27 | 18 | 25 | 46 | 95 | 205 | 551 | 551 28 | 19 | 25 | 47 | 95 | 205 | 551 | 551 29 | 20 | 26 | 48 | 95 | 205 | 551 | 551 30 | 20 | 28 | 49 | 96 | 205 | 551 | 551 3\. Other exposures 3.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 22 | 45 | 168 | 306 | 3 078 2 | 1 | 15 | 22 | 45 | 168 | 343 | 2 294 3 | 1 | 16 | 24 | 50 | 163 | 355 | 1 731 4 | 1 | 17 | 27 | 54 | 160 | 354 | 1 337 5 | 2 | 19 | 31 | 56 | 160 | 345 | 1 059 6 | 3 | 22 | 33 | 59 | 160 | 331 | 859 7 | 4 | 24 | 35 | 61 | 160 | 316 | 710 8 | 4 | 25 | 37 | 64 | 160 | 299 | 596 9 | 5 | 26 | 38 | 67 | 160 | 282 | 508 10 | 5 | 27 | 40 | 69 | 160 | 265 | 437 11 | 5 | 27 | 40 | 70 | 160 | 254 | 379 12 | 6 | 27 | 40 | 70 | 160 | 254 | 332 13 | 6 | 27 | 40 | 70 | 160 | 254 | 292 14 | 6 | 27 | 40 | 70 | 160 | 254 | 259 15 | 6 | 27 | 42 | 70 | 160 | 254 | 254 16 | 7 | 27 | 44 | 70 | 160 | 254 | 254 17 | 7 | 27 | 47 | 70 | 160 | 254 | 254 18 | 8 | 27 | 49 | 70 | 160 | 254 | 254 19 | 9 | 27 | 52 | 70 | 160 | 254 | 254 20 | 9 | 27 | 54 | 70 | 160 | 254 | 254 21 | 9 | 27 | 57 | 70 | 160 | 254 | 254 22 | 10 | 27 | 59 | 70 | 160 | 254 | 254 23 | 10 | 27 | 62 | 70 | 160 | 254 | 254 24 | 11 | 27 | 64 | 70 | 160 | 254 | 254 25 | 11 | 27 | 67 | 72 | 160 | 254 | 254 26 | 11 | 27 | 69 | 75 | 160 | 254 | 254 27 | 12 | 27 | 72 | 76 | 160 | 254 | 254 28 | 12 | 27 | 75 | 78 | 160 | 254 | 254 29 | 13 | 27 | 78 | 81 | 160 | 254 | 254 30 | 13 | 27 | 80 | 83 | 160 | 254 | 254 3.2. Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 19 | 26 | 50 | 173 | 308 | 3 105 2 | 7 | 22 | 28 | 52 | 175 | 346 | 2 316 3 | 7 | 22 | 31 | 57 | 170 | 359 | 1 748 4 | 7 | 23 | 34 | 61 | 167 | 357 | 1 350 5 | 8 | 25 | 37 | 63 | 167 | 348 | 1 069 6 | 9 | 27 | 39 | 65 | 166 | 334 | 866 7 | 10 | 30 | 41 | 67 | 166 | 318 | 715 8 | 9 | 30 | 42 | 69 | 165 | 301 | 601 9 | 9 | 30 | 43 | 72 | 165 | 284 | 511 10 | 9 | 31 | 44 | 74 | 164 | 267 | 440 11 | 9 | 31 | 44 | 74 | 164 | 257 | 382 12 | 8 | 30 | 43 | 74 | 163 | 257 | 334 13 | 8 | 30 | 43 | 73 | 163 | 256 | 294 14 | 7 | 29 | 42 | 72 | 162 | 256 | 260 15 | 7 | 29 | 42 | 72 | 162 | 255 | 255 16 | 7 | 28 | 44 | 71 | 161 | 255 | 255 17 | 8 | 28 | 47 | 71 | 161 | 254 | 254 18 | 8 | 28 | 50 | 71 | 161 | 254 | 254 19 | 9 | 28 | 52 | 71 | 161 | 254 | 254 20 | 9 | 28 | 55 | 71 | 161 | 255 | 255 21 | 9 | 28 | 57 | 72 | 162 | 255 | 255 22 | 10 | 29 | 59 | 72 | 162 | 255 | 255 23 | 10 | 29 | 62 | 72 | 162 | 255 | 255 24 | 11 | 29 | 65 | 72 | 162 | 255 | 255 25 | 11 | 29 | 67 | 73 | 162 | 255 | 255 26 | 11 | 29 | 71 | 75 | 162 | 256 | 256 27 | 12 | 29 | 73 | 77 | 162 | 256 | 256 28 | 12 | 29 | 76 | 79 | 162 | 256 | 256 29 | 13 | 29 | 78 | 81 | 162 | 255 | 255 30 | 13 | 29 | 80 | 83 | 162 | 255 | 255 3.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 15 | 22 | 45 | 168 | 306 | 3 078 2 | 0 | 15 | 22 | 45 | 168 | 343 | 2 294 3 | 1 | 15 | 24 | 50 | 163 | 355 | 1 731 4 | 1 | 16 | 27 | 54 | 160 | 354 | 1 337 5 | 2 | 19 | 31 | 56 | 160 | 345 | 1 059 6 | 2 | 21 | 33 | 59 | 160 | 331 | 858 7 | 4 | 24 | 35 | 61 | 160 | 316 | 710 8 | 4 | 25 | 36 | 64 | 160 | 299 | 596 9 | 5 | 26 | 38 | 67 | 160 | 282 | 508 10 | 5 | 26 | 40 | 69 | 160 | 265 | 437 11 | 5 | 27 | 40 | 70 | 160 | 253 | 379 12 | 6 | 27 | 40 | 70 | 160 | 253 | 332 13 | 6 | 27 | 40 | 70 | 160 | 253 | 292 14 | 6 | 27 | 40 | 70 | 160 | 253 | 259 15 | 6 | 27 | 42 | 70 | 160 | 253 | 253 16 | 7 | 27 | 44 | 70 | 160 | 253 | 253 17 | 7 | 27 | 47 | 70 | 160 | 253 | 253 18 | 8 | 27 | 49 | 70 | 160 | 253 | 253 19 | 9 | 27 | 52 | 70 | 160 | 253 | 253 20 | 9 | 27 | 54 | 70 | 160 | 253 | 253 21 | 9 | 27 | 57 | 70 | 160 | 253 | 253 22 | 10 | 27 | 59 | 70 | 160 | 253 | 253 23 | 10 | 27 | 62 | 70 | 160 | 253 | 253 24 | 11 | 27 | 64 | 70 | 160 | 253 | 253 25 | 11 | 27 | 67 | 72 | 160 | 253 | 253 26 | 11 | 27 | 69 | 75 | 160 | 253 | 253 27 | 12 | 27 | 72 | 76 | 160 | 253 | 253 28 | 12 | 27 | 75 | 78 | 160 | 253 | 253 29 | 13 | 27 | 78 | 81 | 160 | 253 | 253 30 | 13 | 27 | 80 | 83 | 160 | 253 | 253 3.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 82 | 96 | 103 | 127 | 250 | 345 | 3 100 2 | 77 | 91 | 98 | 122 | 245 | 348 | 2 326 3 | 79 | 94 | 103 | 129 | 242 | 361 | 1 759 4 | 76 | 93 | 103 | 130 | 236 | 361 | 1 363 5 | 74 | 92 | 104 | 129 | 233 | 353 | 1 084 6 | 73 | 92 | 104 | 130 | 231 | 341 | 881 7 | 72 | 92 | 103 | 129 | 228 | 325 | 730 8 | 71 | 91 | 103 | 131 | 227 | 320 | 614 9 | 70 | 91 | 103 | 132 | 226 | 319 | 523 10 | 66 | 88 | 101 | 130 | 221 | 315 | 451 11 | 63 | 85 | 98 | 128 | 218 | 312 | 392 12 | 62 | 83 | 97 | 127 | 217 | 310 | 343 13 | 61 | 83 | 96 | 126 | 216 | 309 | 309 14 | 60 | 82 | 95 | 125 | 215 | 309 | 309 15 | 60 | 82 | 95 | 125 | 215 | 308 | 308 16 | 59 | 81 | 94 | 124 | 214 | 307 | 307 17 | 59 | 80 | 93 | 124 | 214 | 307 | 307 18 | 58 | 79 | 93 | 123 | 213 | 306 | 306 19 | 57 | 79 | 92 | 122 | 212 | 305 | 305 20 | 56 | 78 | 91 | 121 | 211 | 305 | 305 21 | 55 | 77 | 90 | 121 | 210 | 304 | 304 22 | 55 | 76 | 89 | 120 | 210 | 303 | 303 23 | 54 | 75 | 88 | 119 | 209 | 302 | 302 24 | 53 | 74 | 87 | 118 | 208 | 301 | 301 25 | 52 | 73 | 86 | 117 | 206 | 300 | 300 26 | 50 | 72 | 85 | 116 | 205 | 299 | 299 27 | 49 | 71 | 84 | 114 | 204 | 298 | 298 28 | 48 | 70 | 83 | 113 | 203 | 297 | 297 29 | 47 | 69 | 82 | 112 | 202 | 295 | 295 30 | 46 | 68 | 83 | 111 | 201 | 294 | 294 3.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 4 | 19 | 26 | 49 | 172 | 305 | 3 067 2 | 6 | 21 | 28 | 51 | 174 | 342 | 2 288 3 | 7 | 22 | 31 | 57 | 170 | 355 | 1 729 4 | 8 | 24 | 35 | 62 | 168 | 354 | 1 337 5 | 9 | 26 | 38 | 64 | 168 | 345 | 1 060 6 | 10 | 29 | 41 | 67 | 168 | 332 | 860 7 | 11 | 31 | 42 | 68 | 167 | 317 | 711 8 | 11 | 31 | 43 | 71 | 167 | 300 | 598 9 | 11 | 32 | 44 | 73 | 166 | 283 | 509 10 | 11 | 32 | 45 | 75 | 166 | 267 | 438 11 | 10 | 32 | 45 | 75 | 165 | 259 | 381 12 | 10 | 32 | 45 | 75 | 165 | 258 | 334 13 | 9 | 31 | 44 | 75 | 164 | 258 | 294 14 | 9 | 31 | 44 | 74 | 164 | 257 | 261 15 | 9 | 30 | 44 | 74 | 164 | 257 | 257 16 | 8 | 30 | 44 | 73 | 163 | 256 | 256 17 | 8 | 30 | 47 | 73 | 163 | 256 | 256 18 | 8 | 30 | 50 | 73 | 163 | 256 | 256 19 | 9 | 30 | 52 | 73 | 163 | 256 | 256 20 | 9 | 30 | 55 | 73 | 163 | 257 | 257 21 | 10 | 30 | 58 | 74 | 164 | 257 | 257 22 | 10 | 31 | 61 | 74 | 164 | 257 | 257 23 | 10 | 31 | 63 | 74 | 164 | 257 | 257 24 | 11 | 31 | 66 | 74 | 164 | 257 | 257 25 | 11 | 31 | 68 | 74 | 164 | 257 | 257 26 | 12 | 31 | 71 | 75 | 164 | 257 | 257 27 | 12 | 31 | 73 | 77 | 164 | 257 | 257 28 | 12 | 31 | 76 | 80 | 164 | 257 | 257 29 | 13 | 31 | 78 | 82 | 164 | 257 | 257 30 | 14 | 31 | 81 | 84 | 164 | 257 | 257 3.6. Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 62 | 69 | 92 | 215 | 311 | 3 114 2 | 51 | 66 | 73 | 96 | 219 | 349 | 2 337 3 | 55 | 71 | 79 | 106 | 218 | 364 | 1 774 4 | 58 | 74 | 85 | 112 | 218 | 364 | 1 376 5 | 59 | 77 | 89 | 114 | 218 | 356 | 1 092 6 | 60 | 79 | 91 | 117 | 218 | 342 | 886 7 | 61 | 81 | 92 | 118 | 217 | 326 | 732 8 | 60 | 81 | 92 | 120 | 216 | 309 | 615 9 | 59 | 80 | 92 | 121 | 215 | 308 | 523 10 | 58 | 79 | 92 | 122 | 213 | 306 | 450 11 | 56 | 78 | 91 | 121 | 211 | 305 | 391 12 | 55 | 76 | 89 | 120 | 210 | 303 | 342 13 | 53 | 75 | 88 | 118 | 208 | 301 | 301 14 | 52 | 73 | 86 | 117 | 207 | 300 | 300 15 | 50 | 72 | 85 | 115 | 205 | 299 | 299 16 | 49 | 71 | 84 | 114 | 204 | 297 | 297 17 | 48 | 70 | 83 | 113 | 203 | 296 | 296 18 | 47 | 69 | 82 | 112 | 202 | 296 | 296 19 | 47 | 68 | 81 | 112 | 202 | 295 | 295 20 | 46 | 68 | 81 | 111 | 201 | 294 | 294 21 | 45 | 67 | 80 | 110 | 200 | 294 | 294 22 | 44 | 66 | 79 | 110 | 199 | 293 | 293 23 | 44 | 65 | 78 | 109 | 199 | 292 | 292 24 | 43 | 64 | 78 | 108 | 198 | 291 | 291 25 | 42 | 64 | 77 | 107 | 197 | 290 | 290 26 | 41 | 63 | 76 | 106 | 196 | 289 | 289 27 | 40 | 62 | 75 | 105 | 195 | 288 | 288 28 | 39 | 61 | 77 | 104 | 194 | 288 | 288 29 | 38 | 60 | 79 | 104 | 193 | 287 | 287 30 | 38 | 59 | 83 | 103 | 193 | 286 | 286 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 | 167 | 306 | 3 076 2 | 0 | 14 | 21 | 45 | 167 | 343 | 2 292 3 | 1 | 15 | 23 | 50 | 162 | 355 | 1 730 4 | 1 | 16 | 27 | 53 | 159 | 354 | 1 336 5 | 2 | 18 | 30 | 55 | 159 | 345 | 1 058 6 | 2 | 21 | 33 | 58 | 159 | 331 | 858 7 | 3 | 23 | 34 | 61 | 159 | 315 | 709 8 | 4 | 24 | 36 | 63 | 159 | 299 | 596 9 | 4 | 25 | 37 | 66 | 159 | 282 | 507 10 | 4 | 26 | 39 | 68 | 159 | 265 | 437 11 | 4 | 26 | 39 | 69 | 159 | 253 | 379 12 | 6 | 26 | 39 | 70 | 159 | 253 | 332 13 | 6 | 26 | 39 | 70 | 159 | 253 | 292 14 | 6 | 26 | 39 | 70 | 159 | 253 | 259 15 | 6 | 26 | 42 | 70 | 159 | 253 | 253 16 | 7 | 26 | 44 | 70 | 159 | 253 | 253 17 | 7 | 26 | 47 | 70 | 159 | 253 | 253 18 | 8 | 26 | 49 | 70 | 159 | 253 | 253 19 | 9 | 26 | 52 | 70 | 159 | 253 | 253 20 | 9 | 26 | 54 | 70 | 159 | 253 | 253 21 | 9 | 26 | 57 | 70 | 159 | 253 | 253 22 | 10 | 26 | 59 | 70 | 159 | 253 | 253 23 | 10 | 26 | 62 | 70 | 159 | 253 | 253 24 | 11 | 26 | 64 | 70 | 159 | 253 | 253 25 | 11 | 26 | 67 | 72 | 159 | 253 | 253 26 | 11 | 26 | 69 | 75 | 159 | 253 | 253 27 | 12 | 26 | 72 | 76 | 159 | 253 | 253 28 | 12 | 26 | 75 | 78 | 159 | 253 | 253 29 | 13 | 26 | 78 | 81 | 160 | 253 | 253 30 | 13 | 26 | 80 | 83 | 160 | 253 | 253 3.8. Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 23 | 46 | 186 | 309 | 3 113 2 | 0 | 11 | 23 | 46 | 186 | 346 | 2 321 3 | 1 | 11 | 24 | 51 | 181 | 359 | 1 751 4 | 1 | 13 | 27 | 57 | 177 | 358 | 1 352 5 | 2 | 16 | 29 | 60 | 176 | 348 | 1 071 6 | 2 | 18 | 33 | 61 | 175 | 335 | 867 7 | 3 | 21 | 36 | 60 | 174 | 318 | 716 8 | 4 | 23 | 37 | 60 | 173 | 301 | 602 9 | 6 | 31 | 41 | 58 | 172 | 284 | 512 10 | 9 | 34 | 41 | 57 | 171 | 267 | 440 11 | 7 | 33 | 40 | 56 | 170 | 264 | 382 12 | 6 | 32 | 40 | 55 | 170 | 263 | 334 13 | 6 | 30 | 40 | 56 | 169 | 262 | 294 14 | 6 | 30 | 41 | 56 | 168 | 261 | 261 15 | 6 | 30 | 42 | 56 | 167 | 261 | 261 16 | 7 | 30 | 44 | 56 | 166 | 259 | 259 17 | 8 | 30 | 47 | 56 | 165 | 258 | 258 18 | 8 | 30 | 49 | 57 | 164 | 257 | 257 19 | 9 | 30 | 52 | 60 | 164 | 257 | 257 20 | 9 | 30 | 54 | 61 | 165 | 258 | 258 21 | 9 | 30 | 57 | 63 | 165 | 258 | 258 22 | 10 | 30 | 59 | 65 | 165 | 258 | 258 23 | 10 | 30 | 62 | 68 | 164 | 258 | 258 24 | 11 | 30 | 64 | 70 | 164 | 257 | 257 25 | 11 | 30 | 67 | 72 | 163 | 257 | 257 26 | 11 | 30 | 69 | 74 | 163 | 256 | 256 27 | 12 | 30 | 72 | 76 | 163 | 256 | 256 28 | 12 | 30 | 74 | 78 | 162 | 256 | 256 29 | 13 | 30 | 78 | 80 | 162 | 255 | 255 30 | 13 | 30 | 80 | 83 | 161 | 255 | 255 3.9. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 83 | 98 | 105 | 128 | 251 | 347 | 3 144 2 | 81 | 95 | 102 | 125 | 248 | 351 | 2 355 3 | 78 | 93 | 102 | 128 | 240 | 366 | 1 786 4 | 75 | 92 | 102 | 129 | 235 | 366 | 1 385 5 | 73 | 90 | 103 | 128 | 232 | 358 | 1 100 6 | 72 | 91 | 103 | 129 | 230 | 345 | 894 7 | 71 | 91 | 102 | 128 | 227 | 330 | 740 8 | 68 | 89 | 100 | 128 | 224 | 317 | 622 9 | 66 | 87 | 99 | 128 | 221 | 315 | 530 10 | 64 | 86 | 99 | 129 | 220 | 313 | 456 11 | 63 | 84 | 98 | 128 | 218 | 311 | 396 12 | 61 | 83 | 96 | 126 | 216 | 309 | 347 13 | 59 | 81 | 94 | 124 | 214 | 308 | 308 14 | 58 | 79 | 93 | 123 | 213 | 306 | 306 15 | 56 | 78 | 91 | 121 | 211 | 305 | 305 16 | 55 | 77 | 90 | 120 | 210 | 303 | 303 17 | 54 | 76 | 89 | 119 | 209 | 302 | 302 18 | 53 | 75 | 88 | 118 | 208 | 301 | 301 19 | 52 | 74 | 87 | 117 | 207 | 300 | 300 20 | 51 | 73 | 86 | 116 | 206 | 299 | 299 21 | 50 | 72 | 85 | 115 | 205 | 299 | 299 22 | 49 | 71 | 84 | 114 | 204 | 298 | 298 23 | 48 | 70 | 83 | 113 | 203 | 297 | 297 24 | 47 | 69 | 82 | 112 | 202 | 296 | 296 25 | 46 | 68 | 81 | 111 | 201 | 295 | 295 26 | 45 | 67 | 80 | 110 | 200 | 294 | 294 27 | 44 | 66 | 79 | 109 | 199 | 293 | 293 28 | 43 | 65 | 78 | 108 | 198 | 292 | 292 29 | 42 | 64 | 81 | 107 | 197 | 291 | 291 30 | 41 | 63 | 83 | 107 | 196 | 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 | 70 | 77 | 101 | 224 | 319 | 3 169 2 | 54 | 69 | 76 | 99 | 222 | 354 | 2 372 3 | 52 | 68 | 77 | 103 | 215 | 368 | 1 796 4 | 51 | 67 | 78 | 105 | 211 | 367 | 1 390 5 | 50 | 67 | 80 | 105 | 209 | 359 | 1 103 6 | 49 | 68 | 80 | 106 | 207 | 345 | 894 7 | 49 | 69 | 80 | 106 | 205 | 329 | 739 8 | 47 | 68 | 80 | 107 | 203 | 311 | 621 9 | 46 | 67 | 79 | 108 | 201 | 295 | 528 10 | 45 | 67 | 80 | 109 | 200 | 294 | 455 11 | 44 | 66 | 79 | 109 | 199 | 293 | 395 12 | 43 | 65 | 78 | 108 | 198 | 292 | 345 13 | 43 | 64 | 77 | 108 | 198 | 291 | 304 14 | 42 | 64 | 77 | 107 | 197 | 290 | 290 15 | 41 | 63 | 76 | 106 | 196 | 290 | 290 16 | 40 | 62 | 75 | 105 | 195 | 288 | 288 17 | 39 | 61 | 74 | 105 | 194 | 288 | 288 18 | 39 | 60 | 74 | 104 | 194 | 287 | 287 19 | 38 | 60 | 73 | 103 | 193 | 286 | 286 20 | 38 | 60 | 73 | 103 | 193 | 286 | 286 21 | 38 | 59 | 73 | 103 | 193 | 286 | 286 22 | 37 | 59 | 72 | 102 | 192 | 286 | 286 23 | 37 | 58 | 72 | 102 | 192 | 285 | 285 24 | 36 | 58 | 71 | 101 | 191 | 284 | 284 25 | 36 | 57 | 70 | 101 | 191 | 284 | 284 26 | 35 | 57 | 72 | 100 | 190 | 283 | 283 27 | 34 | 56 | 75 | 99 | 189 | 283 | 283 28 | 34 | 55 | 77 | 99 | 188 | 282 | 282 29 | 33 | 55 | 81 | 98 | 188 | 281 | 281 30 | 32 | 54 | 83 | 97 | 187 | 280 | 280 3.11. Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 26 | 40 | 47 | 70 | 193 | 312 | 3 141 2 | 26 | 41 | 47 | 71 | 194 | 350 | 2 344 3 | 24 | 40 | 49 | 75 | 187 | 363 | 1 770 4 | 24 | 40 | 51 | 78 | 184 | 361 | 1 367 5 | 24 | 41 | 54 | 79 | 183 | 352 | 1 083 6 | 24 | 43 | 55 | 81 | 182 | 338 | 877 7 | 25 | 45 | 56 | 82 | 181 | 322 | 725 8 | 24 | 45 | 57 | 84 | 180 | 305 | 609 9 | 24 | 45 | 57 | 86 | 179 | 288 | 518 10 | 24 | 45 | 58 | 88 | 179 | 272 | 446 11 | 23 | 45 | 58 | 88 | 178 | 271 | 387 12 | 22 | 44 | 57 | 87 | 177 | 271 | 338 13 | 21 | 43 | 56 | 87 | 176 | 270 | 298 14 | 21 | 42 | 56 | 86 | 176 | 269 | 269 15 | 20 | 42 | 55 | 85 | 175 | 268 | 268 16 | 19 | 41 | 54 | 84 | 174 | 267 | 267 17 | 18 | 40 | 53 | 84 | 173 | 267 | 267 18 | 18 | 40 | 53 | 83 | 173 | 266 | 266 19 | 18 | 39 | 53 | 83 | 173 | 266 | 266 20 | 18 | 39 | 55 | 83 | 173 | 266 | 266 21 | 18 | 39 | 58 | 83 | 173 | 266 | 266 22 | 18 | 39 | 61 | 83 | 173 | 266 | 266 23 | 18 | 39 | 63 | 83 | 172 | 266 | 266 24 | 17 | 39 | 66 | 82 | 172 | 266 | 266 25 | 17 | 39 | 68 | 82 | 172 | 265 | 265 26 | 17 | 39 | 71 | 82 | 172 | 265 | 265 27 | 17 | 38 | 73 | 82 | 172 | 265 | 265 28 | 16 | 38 | 76 | 81 | 171 | 265 | 265 29 | 16 | 38 | 79 | 82 | 171 | 264 | 264 30 | 16 | 38 | 81 | 84 | 171 | 264 | 264 3.12. Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 25 | 148 | 304 | 3 055 2 | 0 | 1 | 6 | 26 | 149 | 340 | 2 275 3 | 1 | 1 | 9 | 31 | 143 | 353 | 1 717 4 | 1 | 3 | 12 | 35 | 141 | 351 | 1 326 5 | 2 | 4 | 15 | 37 | 141 | 342 | 1 050 6 | 2 | 4 | 17 | 40 | 141 | 329 | 851 7 | 3 | 6 | 20 | 42 | 141 | 313 | 704 8 | 4 | 6 | 23 | 44 | 141 | 296 | 591 9 | 4 | 8 | 26 | 48 | 141 | 280 | 503 10 | 4 | 8 | 28 | 50 | 141 | 263 | 433 11 | 4 | 9 | 30 | 52 | 142 | 247 | 376 12 | 6 | 10 | 33 | 51 | 140 | 234 | 329 13 | 6 | 11 | 36 | 52 | 142 | 235 | 289 14 | 6 | 12 | 39 | 52 | 141 | 235 | 256 15 | 6 | 13 | 41 | 50 | 140 | 233 | 233 16 | 7 | 13 | 44 | 51 | 139 | 232 | 232 17 | 7 | 14 | 46 | 54 | 139 | 232 | 232 18 | 8 | 16 | 48 | 57 | 139 | 232 | 232 19 | 9 | 16 | 51 | 58 | 139 | 233 | 233 20 | 9 | 17 | 54 | 60 | 140 | 233 | 233 21 | 9 | 18 | 56 | 63 | 141 | 234 | 234 22 | 10 | 19 | 59 | 65 | 141 | 234 | 234 23 | 10 | 19 | 62 | 67 | 141 | 234 | 234 24 | 11 | 20 | 64 | 69 | 141 | 234 | 234 25 | 11 | 22 | 67 | 71 | 141 | 234 | 234 26 | 11 | 22 | 69 | 73 | 141 | 234 | 234 27 | 12 | 23 | 72 | 75 | 141 | 234 | 234 28 | 12 | 24 | 74 | 78 | 141 | 234 | 234 29 | 12 | 25 | 76 | 79 | 142 | 234 | 234 30 | 13 | 25 | 79 | 81 | 144 | 234 | 234 3.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 57 | 63 | 87 | 210 | 316 | 3 189 2 | 42 | 57 | 63 | 87 | 210 | 354 | 2 379 3 | 41 | 57 | 65 | 91 | 204 | 368 | 1 797 4 | 40 | 57 | 68 | 94 | 200 | 366 | 1 388 5 | 40 | 58 | 70 | 95 | 199 | 357 | 1 100 6 | 40 | 59 | 71 | 97 | 198 | 343 | 891 7 | 41 | 61 | 72 | 98 | 197 | 327 | 736 8 | 40 | 60 | 72 | 100 | 196 | 310 | 618 9 | 39 | 60 | 73 | 102 | 195 | 292 | 526 10 | 39 | 60 | 74 | 103 | 194 | 287 | 452 11 | 38 | 60 | 73 | 103 | 193 | 286 | 393 12 | 37 | 59 | 72 | 102 | 192 | 286 | 344 13 | 36 | 58 | 71 | 102 | 191 | 285 | 302 14 | 36 | 57 | 71 | 101 | 191 | 284 | 284 15 | 35 | 57 | 70 | 100 | 190 | 283 | 283 16 | 34 | 56 | 69 | 99 | 189 | 282 | 282 17 | 34 | 55 | 68 | 99 | 189 | 282 | 282 18 | 33 | 55 | 68 | 98 | 188 | 281 | 281 19 | 33 | 54 | 67 | 98 | 187 | 281 | 281 20 | 32 | 54 | 67 | 97 | 187 | 281 | 281 21 | 32 | 54 | 67 | 97 | 187 | 280 | 280 22 | 32 | 53 | 67 | 97 | 187 | 280 | 280 23 | 31 | 53 | 66 | 96 | 186 | 280 | 280 24 | 31 | 52 | 66 | 96 | 186 | 279 | 279 25 | 30 | 52 | 69 | 95 | 185 | 279 | 279 26 | 30 | 51 | 72 | 95 | 185 | 278 | 278 27 | 29 | 51 | 75 | 94 | 184 | 277 | 277 28 | 28 | 50 | 77 | 94 | 183 | 277 | 277 29 | 28 | 49 | 79 | 93 | 183 | 276 | 276 30 | 27 | 49 | 83 | 92 | 182 | 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 | 24 | 30 | 54 | 177 | 314 | 3 168 2 | 13 | 28 | 35 | 58 | 181 | 352 | 2 363 3 | 16 | 32 | 40 | 67 | 179 | 366 | 1 786 4 | 19 | 35 | 46 | 73 | 179 | 365 | 1 381 5 | 21 | 39 | 51 | 76 | 180 | 356 | 1 094 6 | 20 | 39 | 51 | 77 | 178 | 342 | 887 7 | 26 | 46 | 57 | 83 | 182 | 326 | 733 8 | 25 | 45 | 57 | 85 | 181 | 308 | 615 9 | 26 | 47 | 60 | 89 | 182 | 291 | 523 10 | 28 | 50 | 63 | 92 | 183 | 277 | 450 11 | 29 | 51 | 64 | 94 | 184 | 278 | 391 12 | 30 | 52 | 65 | 95 | 185 | 279 | 342 13 | 31 | 52 | 66 | 96 | 186 | 279 | 301 14 | 31 | 53 | 66 | 96 | 186 | 279 | 279 15 | 31 | 53 | 66 | 96 | 186 | 280 | 280 16 | 31 | 52 | 66 | 96 | 186 | 279 | 279 17 | 31 | 52 | 66 | 96 | 186 | 279 | 279 18 | 30 | 51 | 65 | 95 | 185 | 278 | 278 19 | 29 | 51 | 64 | 95 | 184 | 278 | 278 20 | 29 | 51 | 64 | 95 | 184 | 278 | 278 21 | 29 | 51 | 64 | 94 | 184 | 278 | 278 22 | 29 | 51 | 64 | 94 | 184 | 277 | 277 23 | 29 | 50 | 64 | 94 | 184 | 277 | 277 24 | 28 | 50 | 66 | 94 | 183 | 277 | 277 25 | 28 | 50 | 69 | 93 | 183 | 276 | 276 26 | 27 | 49 | 71 | 93 | 182 | 276 | 276 27 | 27 | 49 | 74 | 92 | 182 | 275 | 275 28 | 26 | 48 | 77 | 92 | 181 | 275 | 275 29 | 26 | 48 | 79 | 91 | 181 | 274 | 274 30 | 25 | 47 | 83 | 91 | 180 | 274 | 274 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 | 311 | 3 135 2 | 9 | 24 | 30 | 54 | 177 | 349 | 2 337 3 | 10 | 25 | 34 | 60 | 172 | 362 | 1 766 4 | 10 | 27 | 38 | 64 | 170 | 361 | 1 364 5 | 11 | 29 | 41 | 66 | 171 | 351 | 1 080 6 | 13 | 32 | 44 | 70 | 171 | 337 | 875 7 | 15 | 35 | 46 | 72 | 171 | 321 | 723 8 | 15 | 35 | 47 | 75 | 171 | 304 | 607 9 | 15 | 37 | 49 | 78 | 171 | 287 | 517 10 | 16 | 38 | 51 | 80 | 171 | 270 | 445 11 | 16 | 38 | 51 | 81 | 171 | 265 | 386 12 | 17 | 38 | 52 | 82 | 172 | 265 | 338 13 | 17 | 38 | 52 | 82 | 172 | 265 | 297 14 | 17 | 39 | 52 | 82 | 172 | 265 | 265 15 | 17 | 39 | 52 | 82 | 172 | 265 | 265 16 | 17 | 38 | 52 | 82 | 172 | 265 | 265 17 | 17 | 38 | 52 | 82 | 172 | 265 | 265 18 | 17 | 38 | 52 | 82 | 172 | 265 | 265 19 | 17 | 38 | 52 | 82 | 172 | 265 | 265 20 | 17 | 39 | 55 | 82 | 172 | 265 | 265 21 | 17 | 39 | 58 | 82 | 172 | 265 | 265 22 | 17 | 39 | 61 | 82 | 172 | 265 | 265 23 | 17 | 38 | 63 | 82 | 172 | 265 | 265 24 | 16 | 38 | 66 | 81 | 171 | 265 | 265 25 | 16 | 38 | 68 | 81 | 171 | 264 | 264 26 | 16 | 37 | 71 | 81 | 171 | 264 | 264 27 | 15 | 37 | 73 | 80 | 170 | 264 | 264 28 | 15 | 37 | 76 | 80 | 170 | 263 | 263 29 | 15 | 36 | 78 | 81 | 170 | 263 | 263 30 | 14 | 36 | 81 | 83 | 169 | 263 | 263 3.16. Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 59 | 66 | 89 | 212 | 319 | 3 221 2 | 47 | 62 | 69 | 92 | 215 | 358 | 2 405 3 | 50 | 65 | 74 | 100 | 212 | 372 | 1 819 4 | 51 | 67 | 78 | 105 | 211 | 371 | 1 407 5 | 52 | 70 | 82 | 107 | 211 | 362 | 1 115 6 | 54 | 73 | 85 | 111 | 212 | 348 | 904 7 | 55 | 75 | 86 | 113 | 211 | 332 | 748 8 | 55 | 75 | 87 | 115 | 211 | 315 | 628 9 | 55 | 76 | 89 | 118 | 211 | 304 | 534 10 | 55 | 77 | 90 | 120 | 210 | 304 | 460 11 | 55 | 77 | 90 | 120 | 210 | 303 | 399 12 | 54 | 76 | 89 | 119 | 209 | 303 | 349 13 | 54 | 75 | 88 | 119 | 208 | 302 | 307 14 | 53 | 74 | 88 | 118 | 208 | 301 | 301 15 | 52 | 73 | 87 | 117 | 207 | 300 | 300 16 | 51 | 72 | 86 | 116 | 206 | 299 | 299 17 | 50 | 72 | 85 | 115 | 205 | 298 | 298 18 | 49 | 71 | 84 | 114 | 204 | 298 | 298 19 | 49 | 70 | 83 | 114 | 203 | 297 | 297 20 | 48 | 69 | 83 | 113 | 203 | 296 | 296 21 | 47 | 69 | 82 | 112 | 202 | 295 | 295 22 | 46 | 68 | 81 | 111 | 201 | 295 | 295 23 | 45 | 67 | 80 | 110 | 200 | 294 | 294 24 | 44 | 66 | 79 | 110 | 199 | 293 | 293 25 | 44 | 65 | 78 | 109 | 199 | 292 | 292 26 | 43 | 64 | 78 | 108 | 198 | 291 | 291 27 | 42 | 63 | 77 | 107 | 197 | 290 | 290 28 | 41 | 62 | 78 | 106 | 196 | 289 | 289 29 | 40 | 62 | 81 | 105 | 195 | 288 | 288 30 | 39 | 61 | 83 | 104 | 194 | 287 | 287 3.17. Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 75 | 90 | 97 | 120 | 243 | 339 | 3 372 2 | 80 | 94 | 101 | 124 | 247 | 373 | 2 516 3 | 79 | 95 | 103 | 130 | 242 | 387 | 1 900 4 | 78 | 95 | 106 | 132 | 239 | 385 | 1 468 5 | 81 | 99 | 111 | 136 | 240 | 376 | 1 162 6 | 83 | 102 | 114 | 140 | 241 | 361 | 941 7 | 85 | 105 | 116 | 142 | 241 | 344 | 777 8 | 86 | 106 | 118 | 146 | 242 | 335 | 653 9 | 87 | 108 | 120 | 149 | 243 | 336 | 555 10 | 87 | 109 | 122 | 152 | 243 | 336 | 478 11 | 87 | 109 | 122 | 152 | 242 | 335 | 414 12 | 86 | 108 | 121 | 151 | 241 | 334 | 362 13 | 85 | 106 | 120 | 150 | 240 | 333 | 333 14 | 83 | 105 | 118 | 148 | 238 | 332 | 332 15 | 82 | 103 | 117 | 147 | 237 | 330 | 330 16 | 80 | 102 | 115 | 145 | 235 | 329 | 329 17 | 79 | 101 | 114 | 144 | 234 | 327 | 327 18 | 78 | 99 | 112 | 143 | 232 | 326 | 326 19 | 76 | 98 | 111 | 141 | 231 | 324 | 324 20 | 75 | 97 | 110 | 140 | 230 | 323 | 323 21 | 74 | 95 | 108 | 139 | 228 | 322 | 322 22 | 72 | 94 | 107 | 137 | 227 | 320 | 320 23 | 70 | 92 | 105 | 136 | 225 | 319 | 319 24 | 69 | 91 | 104 | 134 | 224 | 317 | 317 25 | 67 | 89 | 102 | 132 | 222 | 316 | 316 26 | 66 | 87 | 101 | 131 | 221 | 314 | 314 27 | 64 | 86 | 99 | 129 | 219 | 313 | 313 28 | 63 | 84 | 98 | 128 | 218 | 311 | 311 29 | 61 | 83 | 96 | 126 | 216 | 310 | 310 30 | 60 | 81 | 95 | 125 | 215 | 308 | 308 3.18. Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 22 | 46 | 169 | 312 | 3 149 2 | 4 | 19 | 26 | 49 | 172 | 351 | 2 354 3 | 6 | 22 | 31 | 57 | 169 | 365 | 1 779 4 | 8 | 25 | 36 | 62 | 168 | 364 | 1 376 5 | 11 | 28 | 40 | 66 | 170 | 354 | 1 090 6 | 13 | 32 | 44 | 69 | 170 | 340 | 883 7 | 15 | 35 | 46 | 72 | 171 | 324 | 729 8 | 15 | 36 | 47 | 75 | 171 | 307 | 612 9 | 16 | 37 | 49 | 78 | 171 | 289 | 521 10 | 16 | 38 | 51 | 80 | 171 | 272 | 448 11 | 16 | 38 | 51 | 81 | 171 | 265 | 389 12 | 16 | 38 | 51 | 81 | 171 | 264 | 340 13 | 15 | 37 | 50 | 80 | 170 | 264 | 299 14 | 15 | 36 | 50 | 80 | 170 | 263 | 265 15 | 14 | 36 | 49 | 79 | 169 | 262 | 262 16 | 13 | 35 | 48 | 78 | 168 | 261 | 261 17 | 13 | 34 | 48 | 78 | 168 | 261 | 261 18 | 12 | 34 | 50 | 77 | 167 | 260 | 260 19 | 12 | 34 | 53 | 77 | 167 | 260 | 260 20 | 12 | 34 | 55 | 77 | 167 | 260 | 260 21 | 12 | 34 | 58 | 77 | 167 | 261 | 261 22 | 12 | 34 | 61 | 77 | 167 | 261 | 261 23 | 12 | 34 | 63 | 77 | 167 | 261 | 261 24 | 12 | 34 | 66 | 77 | 167 | 260 | 260 25 | 12 | 34 | 68 | 77 | 167 | 260 | 260 26 | 12 | 34 | 71 | 77 | 167 | 260 | 260 27 | 12 | 33 | 73 | 78 | 167 | 260 | 260 28 | 12 | 33 | 77 | 80 | 167 | 260 | 260 29 | 14 | 33 | 79 | 82 | 166 | 260 | 260 30 | 14 | 33 | 82 | 84 | 166 | 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 | 87 | 101 | 108 | 131 | 254 | 350 | 3 404 2 | 87 | 101 | 108 | 132 | 255 | 376 | 2 543 3 | 86 | 102 | 110 | 136 | 249 | 390 | 1 921 4 | 86 | 102 | 113 | 140 | 246 | 389 | 1 484 5 | 86 | 104 | 116 | 141 | 245 | 379 | 1 174 6 | 87 | 106 | 118 | 144 | 245 | 365 | 951 7 | 88 | 108 | 119 | 145 | 244 | 347 | 785 8 | 88 | 108 | 120 | 148 | 244 | 337 | 659 9 | 87 | 108 | 121 | 150 | 243 | 336 | 560 10 | 86 | 108 | 121 | 150 | 241 | 335 | 482 11 | 85 | 106 | 119 | 149 | 240 | 333 | 418 12 | 83 | 104 | 118 | 148 | 238 | 331 | 365 13 | 81 | 102 | 116 | 146 | 236 | 329 | 329 14 | 79 | 100 | 114 | 144 | 234 | 327 | 327 15 | 77 | 99 | 112 | 142 | 232 | 325 | 325 16 | 75 | 96 | 110 | 140 | 230 | 323 | 323 17 | 73 | 95 | 108 | 138 | 228 | 321 | 321 18 | 72 | 93 | 106 | 137 | 227 | 320 | 320 19 | 70 | 92 | 105 | 135 | 225 | 318 | 318 20 | 69 | 91 | 104 | 134 | 224 | 317 | 317 21 | 68 | 90 | 103 | 133 | 223 | 316 | 316 22 | 67 | 89 | 102 | 132 | 222 | 315 | 315 23 | 66 | 88 | 101 | 131 | 221 | 314 | 314 24 | 65 | 86 | 100 | 130 | 220 | 313 | 313 25 | 64 | 85 | 99 | 129 | 219 | 312 | 312 26 | 63 | 84 | 98 | 128 | 218 | 311 | 311 27 | 62 | 83 | 96 | 127 | 216 | 310 | 310 28 | 60 | 82 | 95 | 126 | 215 | 309 | 309 29 | 59 | 81 | 94 | 125 | 214 | 308 | 308 30 | 58 | 80 | 93 | 124 | 213 | 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 | 349 | 363 | 370 | 394 | 517 | 612 | 3 462 2 | 71 | 85 | 92 | 116 | 239 | 382 | 2 584 3 | 73 | 89 | 98 | 124 | 236 | 396 | 1 949 4 | 76 | 93 | 103 | 130 | 236 | 394 | 1 504 5 | 78 | 96 | 108 | 133 | 238 | 384 | 1 189 6 | 81 | 100 | 111 | 137 | 238 | 368 | 963 7 | 83 | 103 | 114 | 140 | 239 | 351 | 795 8 | 84 | 104 | 116 | 143 | 240 | 333 | 667 9 | 84 | 106 | 118 | 147 | 240 | 333 | 567 10 | 85 | 106 | 119 | 149 | 240 | 333 | 487 11 | 85 | 106 | 119 | 149 | 240 | 333 | 423 12 | 85 | 106 | 120 | 150 | 240 | 333 | 370 13 | 85 | 107 | 120 | 150 | 240 | 333 | 333 14 | 86 | 107 | 121 | 151 | 241 | 334 | 334 15 | 86 | 108 | 121 | 152 | 241 | 335 | 335 16 | 87 | 109 | 122 | 153 | 242 | 336 | 336 17 | 89 | 110 | 123 | 154 | 243 | 337 | 337 18 | 90 | 111 | 124 | 155 | 245 | 338 | 338 19 | 91 | 112 | 125 | 156 | 245 | 339 | 339 20 | 91 | 113 | 126 | 156 | 246 | 340 | 340 21 | 91 | 113 | 126 | 157 | 246 | 340 | 340 22 | 91 | 113 | 126 | 156 | 246 | 340 | 340 23 | 91 | 112 | 126 | 156 | 246 | 339 | 339 24 | 90 | 112 | 125 | 155 | 245 | 338 | 338 25 | 89 | 111 | 124 | 154 | 244 | 337 | 337 26 | 88 | 110 | 123 | 153 | 243 | 336 | 336 27 | 87 | 109 | 122 | 152 | 242 | 335 | 335 28 | 86 | 107 | 121 | 151 | 241 | 334 | 334 29 | 84 | 106 | 119 | 149 | 239 | 333 | 333 30 | 83 | 105 | 118 | 148 | 238 | 331 | 331 3.21. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 4 | 11 | 34 | 157 | 309 | 3 115 2 | 0 | 4 | 10 | 34 | 157 | 347 | 2 323 3 | 1 | 4 | 13 | 39 | 151 | 360 | 1 754 4 | 1 | 4 | 15 | 42 | 148 | 358 | 1 354 5 | 2 | 5 | 18 | 43 | 147 | 349 | 1 072 6 | 2 | 7 | 19 | 45 | 146 | 335 | 869 7 | 3 | 10 | 21 | 47 | 146 | 319 | 717 8 | 4 | 9 | 23 | 49 | 145 | 302 | 602 9 | 4 | 9 | 26 | 51 | 144 | 285 | 512 10 | 4 | 10 | 29 | 52 | 143 | 268 | 441 11 | 4 | 10 | 31 | 53 | 143 | 251 | 383 12 | 6 | 10 | 34 | 53 | 143 | 237 | 335 13 | 6 | 11 | 36 | 53 | 143 | 237 | 295 14 | 6 | 12 | 39 | 54 | 143 | 237 | 261 15 | 6 | 13 | 42 | 54 | 144 | 237 | 237 16 | 7 | 13 | 44 | 54 | 144 | 237 | 237 17 | 8 | 15 | 47 | 55 | 144 | 237 | 237 18 | 8 | 16 | 50 | 57 | 144 | 238 | 238 19 | 9 | 16 | 52 | 60 | 145 | 238 | 238 20 | 9 | 17 | 55 | 62 | 146 | 239 | 239 21 | 9 | 19 | 58 | 64 | 147 | 240 | 240 22 | 10 | 19 | 60 | 66 | 147 | 241 | 241 23 | 10 | 20 | 62 | 68 | 148 | 241 | 241 24 | 11 | 21 | 66 | 71 | 149 | 242 | 242 25 | 11 | 22 | 68 | 73 | 149 | 242 | 242 26 | 11 | 22 | 71 | 75 | 149 | 243 | 243 27 | 12 | 24 | 73 | 77 | 150 | 243 | 243 28 | 12 | 25 | 76 | 80 | 150 | 244 | 244 29 | 13 | 25 | 78 | 81 | 151 | 244 | 244 30 | 14 | 27 | 81 | 83 | 151 | 244 | 244 3.22. New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 63 | 70 | 93 | 216 | 316 | 3 190 2 | 49 | 64 | 71 | 94 | 217 | 355 | 2 384 3 | 49 | 64 | 73 | 99 | 211 | 369 | 1 803 4 | 48 | 64 | 75 | 102 | 208 | 368 | 1 394 5 | 48 | 65 | 78 | 103 | 207 | 359 | 1 105 6 | 49 | 68 | 80 | 105 | 206 | 345 | 896 7 | 49 | 69 | 80 | 106 | 205 | 329 | 740 8 | 48 | 69 | 81 | 108 | 204 | 311 | 622 9 | 48 | 69 | 81 | 110 | 204 | 297 | 529 10 | 47 | 68 | 82 | 111 | 202 | 295 | 455 11 | 46 | 67 | 80 | 110 | 200 | 294 | 395 12 | 44 | 65 | 79 | 109 | 199 | 292 | 346 13 | 42 | 64 | 77 | 107 | 197 | 291 | 304 14 | 41 | 62 | 76 | 106 | 196 | 289 | 289 15 | 39 | 61 | 74 | 104 | 194 | 287 | 287 16 | 37 | 59 | 72 | 102 | 192 | 286 | 286 17 | 36 | 58 | 71 | 101 | 191 | 284 | 284 18 | 35 | 57 | 70 | 100 | 190 | 283 | 283 19 | 34 | 56 | 69 | 99 | 189 | 282 | 282 20 | 33 | 55 | 68 | 98 | 188 | 282 | 282 21 | 33 | 54 | 68 | 98 | 188 | 281 | 281 22 | 32 | 54 | 67 | 97 | 187 | 280 | 280 23 | 31 | 53 | 66 | 97 | 186 | 280 | 280 24 | 31 | 52 | 67 | 96 | 186 | 279 | 279 25 | 30 | 52 | 70 | 95 | 185 | 278 | 278 26 | 29 | 51 | 72 | 94 | 184 | 278 | 278 27 | 29 | 50 | 75 | 94 | 184 | 277 | 277 28 | 28 | 50 | 78 | 93 | 183 | 276 | 276 29 | 27 | 49 | 81 | 92 | 182 | 276 | 276 30 | 27 | 48 | 83 | 92 | 182 | 275 | 275 3.23. Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 109 | 123 | 130 | 154 | 277 | 372 | 3 472 2 | 110 | 125 | 131 | 155 | 278 | 383 | 2 591 3 | 111 | 126 | 135 | 161 | 273 | 397 | 1 956 4 | 112 | 128 | 139 | 166 | 272 | 396 | 1 511 5 | 113 | 130 | 143 | 168 | 272 | 386 | 1 197 6 | 114 | 133 | 145 | 171 | 271 | 371 | 969 7 | 115 | 135 | 146 | 172 | 271 | 364 | 801 8 | 114 | 134 | 146 | 174 | 270 | 363 | 672 9 | 113 | 134 | 147 | 176 | 269 | 362 | 572 10 | 113 | 134 | 147 | 177 | 268 | 361 | 492 11 | 111 | 133 | 146 | 176 | 266 | 359 | 427 12 | 109 | 131 | 144 | 174 | 264 | 358 | 373 13 | 107 | 129 | 142 | 172 | 262 | 355 | 355 14 | 105 | 126 | 140 | 170 | 260 | 353 | 353 15 | 102 | 124 | 137 | 167 | 257 | 351 | 351 16 | 100 | 121 | 135 | 165 | 255 | 348 | 348 17 | 97 | 119 | 132 | 162 | 252 | 346 | 346 18 | 95 | 117 | 130 | 160 | 250 | 343 | 343 19 | 93 | 115 | 128 | 158 | 248 | 341 | 341 20 | 91 | 113 | 126 | 156 | 246 | 340 | 340 21 | 90 | 111 | 124 | 155 | 244 | 338 | 338 22 | 88 | 109 | 123 | 153 | 243 | 336 | 336 23 | 86 | 108 | 121 | 151 | 241 | 334 | 334 24 | 84 | 106 | 119 | 149 | 239 | 332 | 332 25 | 82 | 104 | 117 | 147 | 237 | 331 | 331 26 | 81 | 102 | 116 | 146 | 236 | 329 | 329 27 | 79 | 101 | 114 | 144 | 234 | 327 | 327 28 | 77 | 99 | 112 | 142 | 232 | 326 | 326 29 | 76 | 97 | 111 | 141 | 231 | 324 | 324 30 | 74 | 96 | 109 | 139 | 229 | 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 | 191 | 214 | 337 | 433 | 3 576 2 | 178 | 193 | 200 | 223 | 346 | 442 | 2 662 3 | 182 | 197 | 206 | 232 | 344 | 440 | 2 012 4 | 182 | 199 | 210 | 237 | 343 | 437 | 1 554 5 | 183 | 201 | 213 | 238 | 342 | 435 | 1 230 6 | 183 | 202 | 214 | 240 | 341 | 434 | 995 7 | 183 | 203 | 214 | 240 | 339 | 432 | 821 8 | 181 | 202 | 214 | 241 | 337 | 431 | 688 9 | 180 | 201 | 214 | 243 | 336 | 429 | 585 10 | 179 | 201 | 214 | 243 | 334 | 428 | 502 11 | 177 | 199 | 212 | 242 | 332 | 426 | 435 12 | 175 | 196 | 210 | 240 | 330 | 423 | 423 13 | 172 | 193 | 207 | 237 | 327 | 420 | 420 14 | 169 | 190 | 203 | 234 | 324 | 417 | 417 15 | 165 | 187 | 200 | 230 | 320 | 414 | 414 16 | 162 | 184 | 197 | 227 | 317 | 410 | 410 17 | 159 | 180 | 194 | 224 | 314 | 407 | 407 18 | 156 | 177 | 191 | 221 | 311 | 404 | 404 19 | 153 | 174 | 187 | 218 | 307 | 401 | 401 20 | 149 | 171 | 184 | 215 | 304 | 398 | 398 21 | 146 | 168 | 181 | 211 | 301 | 395 | 395 22 | 143 | 165 | 178 | 208 | 298 | 391 | 391 23 | 140 | 162 | 175 | 205 | 295 | 388 | 388 24 | 137 | 158 | 172 | 202 | 292 | 385 | 385 25 | 134 | 155 | 169 | 199 | 289 | 382 | 382 26 | 131 | 152 | 166 | 196 | 286 | 379 | 379 27 | 128 | 149 | 163 | 193 | 283 | 376 | 376 28 | 125 | 146 | 160 | 190 | 280 | 373 | 373 29 | 122 | 144 | 157 | 187 | 277 | 370 | 370 30 | 119 | 141 | 154 | 184 | 274 | 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 | 36 | 42 | 66 | 189 | 323 | 3 266 2 | 22 | 37 | 43 | 67 | 190 | 362 | 2 436 3 | 22 | 37 | 46 | 72 | 184 | 375 | 1 839 4 | 21 | 38 | 49 | 76 | 182 | 374 | 1 420 5 | 22 | 40 | 52 | 77 | 181 | 364 | 1 124 6 | 23 | 41 | 53 | 79 | 180 | 350 | 911 7 | 24 | 43 | 55 | 81 | 179 | 334 | 753 8 | 22 | 43 | 55 | 82 | 178 | 316 | 632 9 | 22 | 43 | 55 | 84 | 177 | 298 | 538 10 | 22 | 43 | 56 | 86 | 177 | 280 | 463 11 | 21 | 43 | 56 | 86 | 176 | 269 | 401 12 | 20 | 42 | 55 | 86 | 175 | 269 | 351 13 | 20 | 41 | 55 | 85 | 175 | 268 | 309 14 | 19 | 41 | 54 | 85 | 174 | 268 | 273 15 | 19 | 41 | 54 | 84 | 174 | 267 | 267 16 | 19 | 41 | 54 | 84 | 174 | 267 | 267 17 | 19 | 40 | 54 | 84 | 174 | 267 | 267 18 | 19 | 41 | 54 | 84 | 174 | 267 | 267 19 | 19 | 41 | 54 | 84 | 174 | 267 | 267 20 | 19 | 41 | 57 | 84 | 174 | 267 | 267 21 | 19 | 41 | 60 | 84 | 174 | 268 | 268 22 | 19 | 41 | 62 | 84 | 174 | 268 | 268 23 | 19 | 41 | 65 | 84 | 174 | 267 | 267 24 | 19 | 41 | 67 | 84 | 174 | 267 | 267 25 | 19 | 40 | 70 | 84 | 174 | 267 | 267 26 | 19 | 40 | 72 | 84 | 174 | 267 | 267 27 | 18 | 40 | 76 | 83 | 173 | 267 | 267 28 | 18 | 40 | 78 | 83 | 173 | 266 | 266 29 | 18 | 39 | 81 | 85 | 173 | 266 | 266 30 | 18 | 39 | 84 | 86 | 172 | 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 | 17 | 31 | 38 | 62 | 185 | 323 | 3 270 2 | 19 | 33 | 40 | 64 | 187 | 363 | 2 440 3 | 20 | 36 | 44 | 70 | 183 | 376 | 1 842 4 | 21 | 38 | 49 | 76 | 182 | 374 | 1 422 5 | 23 | 41 | 53 | 78 | 183 | 365 | 1 125 6 | 25 | 44 | 56 | 82 | 183 | 350 | 911 7 | 28 | 47 | 59 | 85 | 183 | 333 | 752 8 | 28 | 48 | 60 | 87 | 184 | 316 | 631 9 | 28 | 49 | 62 | 91 | 184 | 297 | 537 10 | 29 | 51 | 64 | 93 | 184 | 280 | 462 11 | 30 | 51 | 65 | 95 | 185 | 278 | 401 12 | 30 | 52 | 65 | 95 | 185 | 278 | 350 13 | 30 | 51 | 65 | 95 | 185 | 278 | 308 14 | 30 | 51 | 65 | 95 | 185 | 278 | 278 15 | 30 | 51 | 64 | 95 | 184 | 278 | 278 16 | 29 | 51 | 64 | 94 | 184 | 277 | 277 17 | 29 | 51 | 64 | 94 | 184 | 277 | 277 18 | 29 | 51 | 64 | 94 | 184 | 277 | 277 19 | 29 | 51 | 64 | 94 | 184 | 277 | 277 20 | 29 | 51 | 64 | 94 | 184 | 278 | 278 21 | 30 | 51 | 64 | 95 | 184 | 278 | 278 22 | 30 | 51 | 64 | 95 | 184 | 278 | 278 23 | 29 | 51 | 65 | 94 | 184 | 278 | 278 24 | 29 | 51 | 67 | 94 | 184 | 277 | 277 25 | 29 | 50 | 70 | 94 | 184 | 277 | 277 26 | 28 | 50 | 72 | 93 | 183 | 277 | 277 27 | 28 | 50 | 76 | 93 | 183 | 276 | 276 28 | 27 | 49 | 78 | 93 | 182 | 276 | 276 29 | 27 | 49 | 81 | 92 | 182 | 275 | 275 30 | 26 | 48 | 84 | 92 | 181 | 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 | 118 | 133 | 139 | 163 | 286 | 381 | 3 602 2 | 117 | 131 | 138 | 162 | 285 | 392 | 2 666 3 | 115 | 131 | 140 | 166 | 278 | 404 | 2 003 4 | 115 | 131 | 142 | 169 | 275 | 402 | 1 541 5 | 115 | 133 | 145 | 170 | 274 | 390 | 1 216 6 | 115 | 134 | 146 | 172 | 273 | 374 | 982 7 | 116 | 136 | 147 | 173 | 272 | 365 | 809 8 | 115 | 135 | 147 | 175 | 271 | 364 | 678 9 | 114 | 135 | 147 | 176 | 269 | 363 | 575 10 | 114 | 135 | 149 | 178 | 269 | 362 | 494 11 | 113 | 135 | 148 | 178 | 268 | 362 | 427 12 | 112 | 134 | 147 | 177 | 267 | 360 | 373 13 | 111 | 133 | 146 | 176 | 266 | 359 | 359 14 | 110 | 131 | 145 | 175 | 265 | 358 | 358 15 | 108 | 129 | 142 | 173 | 263 | 356 | 356 16 | 105 | 127 | 140 | 171 | 260 | 354 | 354 17 | 103 | 124 | 137 | 168 | 258 | 351 | 351 18 | 100 | 122 | 135 | 165 | 255 | 349 | 349 19 | 98 | 120 | 133 | 163 | 253 | 346 | 346 20 | 96 | 118 | 131 | 161 | 251 | 344 | 344 21 | 94 | 115 | 129 | 159 | 249 | 342 | 342 22 | 92 | 113 | 126 | 157 | 246 | 340 | 340 23 | 89 | 111 | 124 | 154 | 244 | 338 | 338 24 | 87 | 109 | 122 | 152 | 242 | 335 | 335 25 | 85 | 107 | 120 | 150 | 240 | 333 | 333 26 | 83 | 104 | 118 | 148 | 238 | 331 | 331 27 | 81 | 102 | 116 | 146 | 236 | 329 | 329 28 | 79 | 100 | 114 | 144 | 234 | 327 | 327 29 | 77 | 98 | 112 | 142 | 232 | 325 | 325 30 | 75 | 97 | 110 | 140 | 230 | 323 | 323 3.28. Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 2 | 9 | 33 | 156 | 313 | 3 152 2 | 0 | 5 | 11 | 35 | 158 | 351 | 2 355 3 | 1 | 7 | 15 | 41 | 154 | 365 | 1 781 4 | 1 | 9 | 20 | 47 | 153 | 364 | 1 376 5 | 2 | 12 | 24 | 49 | 153 | 355 | 1 091 6 | 2 | 15 | 27 | 53 | 154 | 341 | 884 7 | 3 | 18 | 29 | 56 | 154 | 325 | 730 8 | 4 | 19 | 31 | 58 | 154 | 307 | 613 9 | 4 | 20 | 32 | 61 | 154 | 290 | 522 10 | 4 | 21 | 34 | 63 | 154 | 273 | 449 11 | 4 | 21 | 34 | 64 | 154 | 256 | 390 12 | 6 | 21 | 35 | 64 | 154 | 247 | 341 13 | 6 | 20 | 38 | 64 | 154 | 247 | 300 14 | 6 | 20 | 39 | 64 | 153 | 247 | 266 15 | 7 | 20 | 42 | 64 | 153 | 247 | 247 16 | 7 | 20 | 45 | 63 | 153 | 246 | 246 17 | 8 | 20 | 48 | 63 | 153 | 246 | 246 18 | 8 | 20 | 51 | 63 | 153 | 246 | 246 19 | 9 | 20 | 53 | 63 | 153 | 247 | 247 20 | 9 | 21 | 55 | 64 | 154 | 247 | 247 21 | 10 | 21 | 58 | 65 | 154 | 248 | 248 22 | 10 | 22 | 61 | 67 | 155 | 248 | 248 23 | 10 | 22 | 63 | 69 | 155 | 249 | 249 24 | 11 | 22 | 66 | 71 | 156 | 249 | 249 25 | 11 | 22 | 68 | 73 | 156 | 249 | 249 26 | 12 | 23 | 71 | 75 | 156 | 249 | 249 27 | 12 | 24 | 73 | 78 | 156 | 249 | 249 28 | 12 | 25 | 77 | 80 | 156 | 250 | 250 29 | 14 | 25 | 79 | 82 | 156 | 250 | 250 30 | 14 | 27 | 82 | 85 | 157 | 250 | 250 3.29. South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 30 | 44 | 51 | 74 | 197 | 314 | 3 164 2 | 30 | 45 | 51 | 75 | 198 | 352 | 2 359 3 | 29 | 44 | 53 | 79 | 191 | 364 | 1 780 4 | 28 | 44 | 55 | 82 | 188 | 363 | 1 374 5 | 27 | 45 | 57 | 82 | 187 | 353 | 1 088 6 | 30 | 49 | 61 | 87 | 188 | 339 | 881 7 | 28 | 48 | 59 | 86 | 184 | 323 | 727 8 | 33 | 53 | 65 | 92 | 188 | 305 | 610 9 | 32 | 53 | 65 | 94 | 188 | 288 | 519 10 | 26 | 48 | 61 | 90 | 181 | 275 | 446 11 | 21 | 43 | 56 | 86 | 176 | 270 | 387 12 | 18 | 40 | 53 | 83 | 173 | 266 | 338 13 | 15 | 37 | 50 | 80 | 170 | 264 | 298 14 | 13 | 35 | 48 | 78 | 168 | 262 | 264 15 | 12 | 33 | 47 | 77 | 167 | 260 | 260 16 | 10 | 32 | 45 | 75 | 165 | 258 | 258 17 | 9 | 31 | 47 | 74 | 164 | 258 | 258 18 | 9 | 30 | 50 | 74 | 163 | 257 | 257 19 | 9 | 30 | 52 | 73 | 163 | 256 | 256 20 | 9 | 30 | 55 | 73 | 163 | 257 | 257 21 | 9 | 30 | 58 | 73 | 163 | 257 | 257 22 | 10 | 30 | 60 | 73 | 163 | 257 | 257 23 | 10 | 30 | 63 | 73 | 163 | 257 | 257 24 | 11 | 30 | 66 | 73 | 163 | 257 | 257 25 | 11 | 30 | 68 | 73 | 163 | 256 | 256 26 | 11 | 30 | 71 | 75 | 163 | 256 | 256 27 | 12 | 30 | 73 | 77 | 163 | 256 | 256 28 | 12 | 29 | 76 | 80 | 163 | 256 | 256 29 | 13 | 29 | 78 | 81 | 163 | 256 | 256 30 | 14 | 29 | 81 | 84 | 163 | 256 | 256 3.30. Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 181 | 196 | 202 | 226 | 349 | 444 | 3 749 2 | 179 | 193 | 200 | 223 | 346 | 442 | 2 792 3 | 174 | 190 | 198 | 225 | 337 | 432 | 2 102 4 | 170 | 187 | 198 | 225 | 331 | 425 | 1 619 5 | 167 | 184 | 197 | 222 | 326 | 419 | 1 278 6 | 164 | 183 | 195 | 221 | 322 | 415 | 1 031 7 | 162 | 181 | 193 | 219 | 318 | 411 | 849 8 | 158 | 178 | 190 | 217 | 313 | 407 | 710 9 | 154 | 175 | 187 | 216 | 310 | 403 | 602 10 | 150 | 172 | 185 | 215 | 306 | 399 | 516 11 | 147 | 168 | 182 | 212 | 302 | 395 | 446 12 | 143 | 164 | 178 | 208 | 298 | 391 | 391 13 | 139 | 161 | 174 | 204 | 294 | 387 | 387 14 | 135 | 157 | 170 | 200 | 290 | 384 | 384 15 | 132 | 153 | 167 | 197 | 287 | 380 | 380 16 | 129 | 150 | 163 | 194 | 284 | 377 | 377 17 | 125 | 147 | 160 | 191 | 280 | 374 | 374 18 | 123 | 144 | 157 | 188 | 278 | 371 | 371 19 | 120 | 141 | 155 | 185 | 275 | 368 | 368 20 | 117 | 139 | 152 | 182 | 272 | 366 | 366 21 | 115 | 136 | 150 | 180 | 270 | 363 | 363 22 | 112 | 134 | 147 | 177 | 267 | 360 | 360 23 | 110 | 131 | 145 | 175 | 265 | 358 | 358 24 | 107 | 129 | 142 | 172 | 262 | 355 | 355 25 | 105 | 126 | 140 | 170 | 260 | 353 | 353 26 | 102 | 124 | 137 | 168 | 257 | 351 | 351 27 | 100 | 122 | 135 | 165 | 255 | 348 | 348 28 | 98 | 120 | 133 | 163 | 253 | 346 | 346 29 | 96 | 118 | 131 | 161 | 251 | 344 | 344 30 | 94 | 116 | 129 | 159 | 249 | 342 | 342 3.31. US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 15 | 27 | 54 | 173 | 313 | 3 158 2 | 0 | 15 | 27 | 54 | 173 | 352 | 2 359 3 | 1 | 17 | 29 | 58 | 169 | 365 | 1 783 4 | 1 | 20 | 32 | 63 | 169 | 364 | 1 377 5 | 2 | 23 | 37 | 69 | 170 | 355 | 1 091 6 | 4 | 26 | 40 | 70 | 171 | 341 | 884 7 | 6 | 31 | 42 | 72 | 171 | 324 | 730 8 | 8 | 34 | 46 | 74 | 171 | 307 | 613 9 | 10 | 36 | 49 | 76 | 172 | 290 | 521 10 | 11 | 38 | 51 | 76 | 172 | 272 | 448 11 | 11 | 40 | 52 | 78 | 172 | 265 | 389 12 | 12 | 41 | 54 | 79 | 172 | 265 | 340 13 | 13 | 42 | 54 | 79 | 172 | 265 | 300 14 | 13 | 43 | 55 | 79 | 172 | 266 | 266 15 | 13 | 43 | 55 | 79 | 172 | 266 | 266 16 | 13 | 43 | 55 | 79 | 172 | 265 | 265 17 | 13 | 43 | 55 | 79 | 172 | 265 | 265 18 | 13 | 43 | 55 | 79 | 172 | 265 | 265 19 | 13 | 43 | 55 | 79 | 172 | 266 | 266 20 | 13 | 43 | 55 | 79 | 173 | 266 | 266 21 | 13 | 43 | 58 | 79 | 173 | 266 | 266 22 | 13 | 43 | 61 | 79 | 173 | 267 | 267 23 | 13 | 43 | 63 | 79 | 174 | 267 | 267 24 | 13 | 43 | 66 | 79 | 174 | 267 | 267 25 | 13 | 43 | 68 | 79 | 174 | 267 | 267 26 | 13 | 43 | 71 | 79 | 174 | 267 | 267 27 | 13 | 43 | 73 | 79 | 174 | 267 | 267 28 | 13 | 43 | 76 | 80 | 174 | 267 | 267 29 | 14 | 43 | 79 | 82 | 174 | 267 | 267 30 | 14 | 43 | 81 | 84 | 173 | 267 | 267 3.32. Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 12 | 134 | 307 | 3 092 2 | 0 | 1 | 6 | 15 | 132 | 344 | 2 302 3 | 1 | 1 | 9 | 18 | 125 | 356 | 1 736 4 | 1 | 3 | 12 | 21 | 122 | 354 | 1 339 5 | 2 | 4 | 15 | 24 | 121 | 345 | 1 060 6 | 2 | 4 | 18 | 27 | 121 | 331 | 858 7 | 3 | 6 | 20 | 30 | 121 | 315 | 709 8 | 4 | 6 | 23 | 32 | 121 | 298 | 595 9 | 4 | 8 | 26 | 35 | 121 | 281 | 506 10 | 4 | 8 | 28 | 37 | 121 | 264 | 435 11 | 4 | 10 | 31 | 40 | 121 | 248 | 377 12 | 6 | 10 | 33 | 42 | 122 | 232 | 330 13 | 6 | 11 | 36 | 44 | 122 | 218 | 291 14 | 6 | 12 | 39 | 47 | 122 | 216 | 257 15 | 6 | 13 | 41 | 49 | 123 | 216 | 229 16 | 7 | 13 | 44 | 51 | 123 | 216 | 216 17 | 7 | 14 | 46 | 54 | 123 | 217 | 217 18 | 8 | 16 | 49 | 57 | 125 | 217 | 217 19 | 9 | 16 | 51 | 58 | 128 | 218 | 218 20 | 9 | 17 | 54 | 61 | 130 | 218 | 218 21 | 9 | 18 | 56 | 63 | 132 | 219 | 219 22 | 10 | 19 | 59 | 65 | 133 | 220 | 220 23 | 10 | 20 | 62 | 67 | 135 | 220 | 220 24 | 11 | 20 | 64 | 69 | 136 | 220 | 220 25 | 11 | 22 | 67 | 71 | 138 | 221 | 221 26 | 11 | 22 | 69 | 73 | 140 | 221 | 221 27 | 12 | 23 | 72 | 76 | 141 | 221 | 221 28 | 12 | 24 | 74 | 78 | 142 | 221 | 221 29 | 12 | 25 | 76 | 80 | 142 | 221 | 221 30 | 13 | 25 | 79 | 81 | 144 | 221 | 221 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 13 Euro | Belgium | 13 Euro | Cyprus | 13 Euro | Estonia | 13 Euro | Finland | 13 Euro | France | 13 Euro | Germany | 13 Euro | Greece | 13 Euro | Ireland | 13 Euro | Italy | 13 Euro | Latvia | 13 Euro | Lithuania | 13 Euro | Luxembourg | 13 Euro | Malta | 13 Euro | Netherlands | 13 Euro | Portugal | 13 Euro | Slovakia | 13 Euro | Slovenia | 13 Euro | Spain | 13 Czech koruna | Czech Republic | 1 Danish krone | Denmark | 45 Forint | Hungary | 14 Krona | Sweden | 3 Kuna | Croatia | 9 Lev | Bulgaria | 3 Pound sterling | United Kingdom | 25 Romanian leu | Romania | – 2 Zloty | Poland | 15 Króna | Iceland | 14 Norwegian krone | Norway | 24 Swiss franc | Liechtenstein | 1 Swiss franc | Switzerland | 1 Australian dollar | Australia | 9 Canadian dollar | Canada | 6 US dollar | United States | 44 Yen | Japan | 2 * * *