COMMISSION IMPLEMENTING REGULATION (EU) 2021/1964

12.11.2021 | EN | Official Journal of the European Union | L 400/52 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2021/1964 of 11 November 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 October 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2021 market data. That information was published on 5 October 2021 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 30 September 2021. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 11 November 2021. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | -0,595 % | 2,325 % | -0,605 % | 1,411 % | -0,092 % | -0,194 % 2 | -0,525 % | 2,609 % | -0,535 % | 1,804 % | 0,017 % | -0,115 % 3 | -0,445 % | 2,671 % | -0,455 % | 2,108 % | 0,148 % | -0,071 % 4 | -0,366 % | 2,637 % | -0,376 % | 2,360 % | 0,283 % | -0,028 % 5 | -0,286 % | 2,573 % | -0,296 % | 2,560 % | 0,409 % | 0,037 % 6 | -0,206 % | 2,503 % | -0,216 % | 2,723 % | 0,488 % | 0,135 % 7 | -0,145 % | 2,438 % | -0,155 % | 2,856 % | 0,549 % | 0,269 % 8 | -0,069 % | 2,387 % | -0,079 % | 2,963 % | 0,614 % | 0,437 % 9 | 0,001 % | 2,350 % | -0,009 % | 3,050 % | 0,697 % | 0,635 % 10 | 0,066 % | 2,330 % | 0,056 % | 3,124 % | 0,810 % | 0,816 % 11 | 0,118 % | 2,326 % | 0,108 % | 3,185 % | 0,959 % | 0,975 % 12 | 0,180 % | 2,333 % | 0,170 % | 3,245 % | 1,120 % | 1,115 % 13 | 0,237 % | 2,349 % | 0,226 % | 3,306 % | 1,277 % | 1,240 % 14 | 0,281 % | 2,369 % | 0,271 % | 3,373 % | 1,423 % | 1,353 % 15 | 0,311 % | 2,393 % | 0,301 % | 3,448 % | 1,556 % | 1,456 % 16 | 0,328 % | 2,419 % | 0,317 % | 3,517 % | 1,677 % | 1,550 % 17 | 0,339 % | 2,447 % | 0,328 % | 3,578 % | 1,786 % | 1,637 % 18 | 0,352 % | 2,476 % | 0,342 % | 3,632 % | 1,884 % | 1,716 % 19 | 0,374 % | 2,504 % | 0,364 % | 3,681 % | 1,972 % | 1,790 % 20 | 0,407 % | 2,533 % | 0,397 % | 3,724 % | 2,052 % | 1,859 % 21 | 0,453 % | 2,561 % | 0,443 % | 3,763 % | 2,125 % | 1,923 % 22 | 0,509 % | 2,589 % | 0,499 % | 3,798 % | 2,191 % | 1,982 % 23 | 0,571 % | 2,616 % | 0,562 % | 3,831 % | 2,252 % | 2,038 % 24 | 0,638 % | 2,642 % | 0,628 % | 3,860 % | 2,308 % | 2,091 % 25 | 0,706 % | 2,668 % | 0,697 % | 3,887 % | 2,359 % | 2,140 % 26 | 0,776 % | 2,692 % | 0,767 % | 3,912 % | 2,407 % | 2,187 % 27 | 0,846 % | 2,716 % | 0,837 % | 3,935 % | 2,451 % | 2,231 % 28 | 0,915 % | 2,739 % | 0,906 % | 3,957 % | 2,491 % | 2,272 % 29 | 0,982 % | 2,761 % | 0,974 % | 3,976 % | 2,529 % | 2,311 % 30 | 1,049 % | 2,783 % | 1,041 % | 3,995 % | 2,565 % | 2,348 % 31 | 1,113 % | 2,803 % | 1,105 % | 4,012 % | 2,598 % | 2,384 % 32 | 1,176 % | 2,823 % | 1,168 % | 4,028 % | 2,629 % | 2,417 % 33 | 1,236 % | 2,842 % | 1,229 % | 4,043 % | 2,659 % | 2,449 % 34 | 1,295 % | 2,861 % | 1,288 % | 4,057 % | 2,686 % | 2,479 % 35 | 1,351 % | 2,878 % | 1,344 % | 4,071 % | 2,712 % | 2,508 % 36 | 1,406 % | 2,895 % | 1,399 % | 4,083 % | 2,737 % | 2,535 % 37 | 1,458 % | 2,912 % | 1,452 % | 4,095 % | 2,760 % | 2,562 % 38 | 1,509 % | 2,927 % | 1,502 % | 4,106 % | 2,782 % | 2,587 % 39 | 1,557 % | 2,942 % | 1,551 % | 4,117 % | 2,803 % | 2,611 % 40 | 1,604 % | 2,957 % | 1,598 % | 4,127 % | 2,823 % | 2,634 % 41 | 1,649 % | 2,971 % | 1,643 % | 4,136 % | 2,842 % | 2,656 % 42 | 1,692 % | 2,985 % | 1,686 % | 4,145 % | 2,860 % | 2,677 % 43 | 1,734 % | 2,998 % | 1,728 % | 4,154 % | 2,877 % | 2,697 % 44 | 1,774 % | 3,010 % | 1,768 % | 4,162 % | 2,893 % | 2,716 % 45 | 1,812 % | 3,022 % | 1,807 % | 4,170 % | 2,909 % | 2,735 % 46 | 1,849 % | 3,034 % | 1,844 % | 4,178 % | 2,924 % | 2,753 % 47 | 1,885 % | 3,045 % | 1,879 % | 4,185 % | 2,938 % | 2,770 % 48 | 1,919 % | 3,056 % | 1,914 % | 4,191 % | 2,952 % | 2,787 % 49 | 1,952 % | 3,066 % | 1,947 % | 4,198 % | 2,965 % | 2,803 % 50 | 1,984 % | 3,076 % | 1,979 % | 4,204 % | 2,978 % | 2,818 % 51 | 2,015 % | 3,086 % | 2,010 % | 4,210 % | 2,990 % | 2,833 % 52 | 2,044 % | 3,095 % | 2,040 % | 4,216 % | 3,002 % | 2,847 % 53 | 2,073 % | 3,105 % | 2,068 % | 4,222 % | 3,013 % | 2,861 % 54 | 2,101 % | 3,113 % | 2,096 % | 4,227 % | 3,024 % | 2,874 % 55 | 2,127 % | 3,122 % | 2,123 % | 4,232 % | 3,034 % | 2,887 % 56 | 2,153 % | 3,130 % | 2,149 % | 4,237 % | 3,044 % | 2,899 % 57 | 2,178 % | 3,138 % | 2,174 % | 4,242 % | 3,054 % | 2,911 % 58 | 2,202 % | 3,146 % | 2,198 % | 4,246 % | 3,063 % | 2,923 % 59 | 2,225 % | 3,153 % | 2,221 % | 4,251 % | 3,072 % | 2,934 % 60 | 2,248 % | 3,160 % | 2,244 % | 4,255 % | 3,081 % | 2,945 % 61 | 2,270 % | 3,168 % | 2,266 % | 4,259 % | 3,090 % | 2,956 % 62 | 2,291 % | 3,174 % | 2,287 % | 4,263 % | 3,098 % | 2,966 % 63 | 2,312 % | 3,181 % | 2,308 % | 4,267 % | 3,106 % | 2,976 % 64 | 2,332 % | 3,187 % | 2,328 % | 4,271 % | 3,114 % | 2,985 % 65 | 2,351 % | 3,194 % | 2,347 % | 4,274 % | 3,121 % | 2,995 % 66 | 2,370 % | 3,200 % | 2,366 % | 4,278 % | 3,128 % | 3,004 % 67 | 2,388 % | 3,206 % | 2,384 % | 4,281 % | 3,135 % | 3,013 % 68 | 2,405 % | 3,211 % | 2,402 % | 4,284 % | 3,142 % | 3,021 % 69 | 2,423 % | 3,217 % | 2,419 % | 4,288 % | 3,149 % | 3,029 % 70 | 2,439 % | 3,222 % | 2,436 % | 4,291 % | 3,155 % | 3,037 % 71 | 2,456 % | 3,227 % | 2,452 % | 4,294 % | 3,161 % | 3,045 % 72 | 2,471 % | 3,233 % | 2,468 % | 4,297 % | 3,167 % | 3,053 % 73 | 2,487 % | 3,238 % | 2,483 % | 4,299 % | 3,173 % | 3,060 % 74 | 2,502 % | 3,242 % | 2,498 % | 4,302 % | 3,179 % | 3,068 % 75 | 2,516 % | 3,247 % | 2,513 % | 4,305 % | 3,185 % | 3,075 % 76 | 2,530 % | 3,252 % | 2,527 % | 4,307 % | 3,190 % | 3,081 % 77 | 2,544 % | 3,256 % | 2,541 % | 4,310 % | 3,195 % | 3,088 % 78 | 2,558 % | 3,261 % | 2,554 % | 4,312 % | 3,201 % | 3,095 % 79 | 2,571 % | 3,265 % | 2,567 % | 4,315 % | 3,206 % | 3,101 % 80 | 2,583 % | 3,269 % | 2,580 % | 4,317 % | 3,211 % | 3,107 % 81 | 2,596 % | 3,273 % | 2,593 % | 4,320 % | 3,215 % | 3,113 % 82 | 2,608 % | 3,277 % | 2,605 % | 4,322 % | 3,220 % | 3,119 % 83 | 2,620 % | 3,281 % | 2,617 % | 4,324 % | 3,225 % | 3,125 % 84 | 2,632 % | 3,285 % | 2,629 % | 4,326 % | 3,229 % | 3,131 % 85 | 2,643 % | 3,288 % | 2,640 % | 4,328 % | 3,233 % | 3,136 % 86 | 2,654 % | 3,292 % | 2,651 % | 4,330 % | 3,238 % | 3,141 % 87 | 2,665 % | 3,296 % | 2,662 % | 4,332 % | 3,242 % | 3,147 % 88 | 2,675 % | 3,299 % | 2,673 % | 4,334 % | 3,246 % | 3,152 % 89 | 2,686 % | 3,302 % | 2,683 % | 4,336 % | 3,250 % | 3,157 % 90 | 2,696 % | 3,306 % | 2,693 % | 4,338 % | 3,254 % | 3,162 % 91 | 2,706 % | 3,309 % | 2,703 % | 4,340 % | 3,258 % | 3,167 % 92 | 2,715 % | 3,312 % | 2,713 % | 4,341 % | 3,261 % | 3,171 % 93 | 2,725 % | 3,315 % | 2,722 % | 4,343 % | 3,265 % | 3,176 % 94 | 2,734 % | 3,318 % | 2,732 % | 4,345 % | 3,269 % | 3,180 % 95 | 2,743 % | 3,321 % | 2,741 % | 4,346 % | 3,272 % | 3,185 % 96 | 2,752 % | 3,324 % | 2,750 % | 4,348 % | 3,275 % | 3,189 % 97 | 2,761 % | 3,327 % | 2,758 % | 4,350 % | 3,279 % | 3,193 % 98 | 2,769 % | 3,330 % | 2,767 % | 4,351 % | 3,282 % | 3,197 % 99 | 2,778 % | 3,332 % | 2,775 % | 4,353 % | 3,285 % | 3,201 % 100 | 2,786 % | 3,335 % | 2,783 % | 4,354 % | 3,288 % | 3,205 % 101 | 2,794 % | 3,338 % | 2,791 % | 4,356 % | 3,291 % | 3,209 % 102 | 2,802 % | 3,340 % | 2,799 % | 4,357 % | 3,294 % | 3,213 % 103 | 2,810 % | 3,343 % | 2,807 % | 4,358 % | 3,297 % | 3,217 % 104 | 2,817 % | 3,345 % | 2,815 % | 4,360 % | 3,300 % | 3,221 % 105 | 2,825 % | 3,348 % | 2,822 % | 4,361 % | 3,303 % | 3,224 % 106 | 2,832 % | 3,350 % | 2,829 % | 4,362 % | 3,306 % | 3,228 % 107 | 2,839 % | 3,352 % | 2,837 % | 4,364 % | 3,309 % | 3,231 % 108 | 2,846 % | 3,355 % | 2,844 % | 4,365 % | 3,311 % | 3,235 % 109 | 2,853 % | 3,357 % | 2,851 % | 4,366 % | 3,314 % | 3,238 % 110 | 2,860 % | 3,359 % | 2,857 % | 4,367 % | 3,317 % | 3,241 % 111 | 2,866 % | 3,361 % | 2,864 % | 4,369 % | 3,319 % | 3,244 % 112 | 2,873 % | 3,363 % | 2,871 % | 4,370 % | 3,322 % | 3,248 % 113 | 2,879 % | 3,365 % | 2,877 % | 4,371 % | 3,324 % | 3,251 % 114 | 2,886 % | 3,368 % | 2,883 % | 4,372 % | 3,327 % | 3,254 % 115 | 2,892 % | 3,370 % | 2,890 % | 4,373 % | 3,329 % | 3,257 % 116 | 2,898 % | 3,372 % | 2,896 % | 4,374 % | 3,331 % | 3,260 % 117 | 2,904 % | 3,373 % | 2,902 % | 4,375 % | 3,334 % | 3,263 % 118 | 2,910 % | 3,375 % | 2,908 % | 4,376 % | 3,336 % | 3,266 % 119 | 2,915 % | 3,377 % | 2,913 % | 4,377 % | 3,338 % | 3,268 % 120 | 2,921 % | 3,379 % | 2,919 % | 4,378 % | 3,340 % | 3,271 % 121 | 2,927 % | 3,381 % | 2,925 % | 4,379 % | 3,342 % | 3,274 % 122 | 2,932 % | 3,383 % | 2,930 % | 4,380 % | 3,345 % | 3,276 % 123 | 2,938 % | 3,384 % | 2,936 % | 4,381 % | 3,347 % | 3,279 % 124 | 2,943 % | 3,386 % | 2,941 % | 4,382 % | 3,349 % | 3,282 % 125 | 2,948 % | 3,388 % | 2,946 % | 4,383 % | 3,351 % | 3,284 % 126 | 2,953 % | 3,390 % | 2,951 % | 4,384 % | 3,353 % | 3,287 % 127 | 2,958 % | 3,391 % | 2,956 % | 4,385 % | 3,355 % | 3,289 % 128 | 2,963 % | 3,393 % | 2,961 % | 4,386 % | 3,356 % | 3,292 % 129 | 2,968 % | 3,395 % | 2,966 % | 4,387 % | 3,358 % | 3,294 % 130 | 2,973 % | 3,396 % | 2,971 % | 4,388 % | 3,360 % | 3,296 % 131 | 2,978 % | 3,398 % | 2,976 % | 4,389 % | 3,362 % | 3,299 % 132 | 2,983 % | 3,399 % | 2,981 % | 4,390 % | 3,364 % | 3,301 % 133 | 2,987 % | 3,401 % | 2,985 % | 4,390 % | 3,366 % | 3,303 % 134 | 2,992 % | 3,402 % | 2,990 % | 4,391 % | 3,367 % | 3,305 % 135 | 2,996 % | 3,404 % | 2,994 % | 4,392 % | 3,369 % | 3,308 % 136 | 3,001 % | 3,405 % | 2,999 % | 4,393 % | 3,371 % | 3,310 % 137 | 3,005 % | 3,406 % | 3,003 % | 4,394 % | 3,372 % | 3,312 % 138 | 3,009 % | 3,408 % | 3,008 % | 4,394 % | 3,374 % | 3,314 % 139 | 3,014 % | 3,409 % | 3,012 % | 4,395 % | 3,376 % | 3,316 % 140 | 3,018 % | 3,411 % | 3,016 % | 4,396 % | 3,377 % | 3,318 % 141 | 3,022 % | 3,412 % | 3,020 % | 4,397 % | 3,379 % | 3,320 % 142 | 3,026 % | 3,413 % | 3,024 % | 4,397 % | 3,380 % | 3,322 % 143 | 3,030 % | 3,415 % | 3,028 % | 4,398 % | 3,382 % | 3,324 % 144 | 3,034 % | 3,416 % | 3,032 % | 4,399 % | 3,384 % | 3,326 % 145 | 3,038 % | 3,417 % | 3,036 % | 4,399 % | 3,385 % | 3,328 % 146 | 3,042 % | 3,418 % | 3,040 % | 4,400 % | 3,386 % | 3,330 % 147 | 3,046 % | 3,420 % | 3,044 % | 4,401 % | 3,388 % | 3,331 % 148 | 3,049 % | 3,421 % | 3,048 % | 4,401 % | 3,389 % | 3,333 % 149 | 3,053 % | 3,422 % | 3,051 % | 4,402 % | 3,391 % | 3,335 % 150 | 3,057 % | 3,423 % | 3,055 % | 4,403 % | 3,392 % | 3,337 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | -0,645 % | 0,354 % | 2,502 % | 0,090 % | 2,332 % | 0,859 % 2 | -0,575 % | 0,628 % | 2,861 % | 0,586 % | 2,689 % | 1,232 % 3 | -0,496 % | 0,757 % | 3,142 % | 0,891 % | 2,960 % | 1,440 % 4 | -0,416 % | 0,842 % | 3,375 % | 1,141 % | 3,168 % | 1,556 % 5 | -0,336 % | 0,902 % | 3,559 % | 1,353 % | 3,347 % | 1,628 % 6 | -0,256 % | 0,946 % | 3,712 % | 1,539 % | 3,507 % | 1,673 % 7 | -0,195 % | 0,998 % | 3,840 % | 1,702 % | 3,643 % | 1,707 % 8 | -0,119 % | 1,027 % | 3,947 % | 1,848 % | 3,751 % | 1,739 % 9 | -0,049 % | 1,059 % | 4,037 % | 1,979 % | 3,829 % | 1,773 % 10 | 0,015 % | 1,101 % | 4,119 % | 2,099 % | 3,885 % | 1,812 % 11 | 0,068 % | 1,133 % | 4,180 % | 2,202 % | 3,926 % | 1,856 % 12 | 0,129 % | 1,154 % | 4,223 % | 2,290 % | 3,955 % | 1,904 % 13 | 0,186 % | 1,168 % | 4,252 % | 2,367 % | 3,975 % | 1,954 % 14 | 0,230 % | 1,177 % | 4,271 % | 2,434 % | 3,989 % | 2,004 % 15 | 0,260 % | 1,184 % | 4,282 % | 2,494 % | 3,998 % | 2,053 % 16 | 0,276 % | 1,188 % | 4,287 % | 2,547 % | 4,004 % | 2,101 % 17 | 0,287 % | 1,192 % | 4,287 % | 2,595 % | 4,006 % | 2,149 % 18 | 0,301 % | 1,196 % | 4,284 % | 2,639 % | 4,006 % | 2,194 % 19 | 0,322 % | 1,201 % | 4,279 % | 2,679 % | 4,005 % | 2,238 % 20 | 0,356 % | 1,206 % | 4,271 % | 2,715 % | 4,002 % | 2,280 % 21 | 0,403 % | 1,211 % | 4,262 % | 2,749 % | 3,998 % | 2,321 % 22 | 0,459 % | 1,217 % | 4,252 % | 2,780 % | 3,993 % | 2,360 % 23 | 0,523 % | 1,220 % | 4,241 % | 2,810 % | 3,988 % | 2,397 % 24 | 0,590 % | 1,222 % | 4,229 % | 2,837 % | 3,982 % | 2,432 % 25 | 0,660 % | 1,220 % | 4,217 % | 2,862 % | 3,976 % | 2,466 % 26 | 0,731 % | 1,215 % | 4,205 % | 2,886 % | 3,969 % | 2,499 % 27 | 0,802 % | 1,207 % | 4,193 % | 2,908 % | 3,963 % | 2,530 % 28 | 0,872 % | 1,194 % | 4,180 % | 2,929 % | 3,956 % | 2,560 % 29 | 0,941 % | 1,176 % | 4,168 % | 2,948 % | 3,949 % | 2,588 % 30 | 1,008 % | 1,153 % | 4,156 % | 2,967 % | 3,942 % | 2,616 % 31 | 1,074 % | 1,126 % | 4,144 % | 2,985 % | 3,936 % | 2,642 % 32 | 1,138 % | 1,096 % | 4,132 % | 3,001 % | 3,929 % | 2,666 % 33 | 1,199 % | 1,065 % | 4,121 % | 3,017 % | 3,923 % | 2,690 % 34 | 1,259 % | 1,036 % | 4,109 % | 3,032 % | 3,916 % | 2,713 % 35 | 1,316 % | 1,008 % | 4,098 % | 3,047 % | 3,910 % | 2,735 % 36 | 1,372 % | 0,983 % | 4,088 % | 3,061 % | 3,904 % | 2,756 % 37 | 1,425 % | 0,960 % | 4,077 % | 3,074 % | 3,898 % | 2,776 % 38 | 1,476 % | 0,942 % | 4,067 % | 3,086 % | 3,892 % | 2,795 % 39 | 1,525 % | 0,926 % | 4,057 % | 3,098 % | 3,886 % | 2,814 % 40 | 1,573 % | 0,914 % | 4,048 % | 3,109 % | 3,880 % | 2,832 % 41 | 1,619 % | 0,906 % | 4,039 % | 3,120 % | 3,875 % | 2,849 % 42 | 1,662 % | 0,901 % | 4,030 % | 3,131 % | 3,870 % | 2,865 % 43 | 1,705 % | 0,899 % | 4,021 % | 3,141 % | 3,864 % | 2,881 % 44 | 1,745 % | 0,901 % | 4,013 % | 3,151 % | 3,859 % | 2,896 % 45 | 1,784 % | 0,906 % | 4,004 % | 3,160 % | 3,855 % | 2,911 % 46 | 1,822 % | 0,914 % | 3,997 % | 3,169 % | 3,850 % | 2,925 % 47 | 1,858 % | 0,925 % | 3,989 % | 3,177 % | 3,845 % | 2,938 % 48 | 1,893 % | 0,939 % | 3,982 % | 3,186 % | 3,841 % | 2,951 % 49 | 1,927 % | 0,957 % | 3,974 % | 3,194 % | 3,836 % | 2,964 % 50 | 1,959 % | 0,977 % | 3,968 % | 3,201 % | 3,832 % | 2,976 % 51 | 1,990 % | 1,001 % | 3,961 % | 3,209 % | 3,828 % | 2,988 % 52 | 2,020 % | 1,027 % | 3,954 % | 3,216 % | 3,824 % | 2,999 % 53 | 2,049 % | 1,055 % | 3,948 % | 3,223 % | 3,820 % | 3,010 % 54 | 2,077 % | 1,084 % | 3,942 % | 3,229 % | 3,817 % | 3,020 % 55 | 2,105 % | 1,114 % | 3,936 % | 3,236 % | 3,813 % | 3,030 % 56 | 2,131 % | 1,145 % | 3,930 % | 3,242 % | 3,809 % | 3,040 % 57 | 2,156 % | 1,177 % | 3,925 % | 3,248 % | 3,806 % | 3,050 % 58 | 2,181 % | 1,208 % | 3,919 % | 3,254 % | 3,803 % | 3,059 % 59 | 2,204 % | 1,240 % | 3,914 % | 3,260 % | 3,799 % | 3,068 % 60 | 2,227 % | 1,272 % | 3,909 % | 3,265 % | 3,796 % | 3,077 % 61 | 2,249 % | 1,303 % | 3,904 % | 3,270 % | 3,793 % | 3,085 % 62 | 2,271 % | 1,335 % | 3,899 % | 3,276 % | 3,790 % | 3,093 % 63 | 2,292 % | 1,365 % | 3,895 % | 3,281 % | 3,787 % | 3,101 % 64 | 2,312 % | 1,396 % | 3,890 % | 3,285 % | 3,784 % | 3,109 % 65 | 2,331 % | 1,426 % | 3,886 % | 3,290 % | 3,782 % | 3,116 % 66 | 2,351 % | 1,455 % | 3,882 % | 3,295 % | 3,779 % | 3,123 % 67 | 2,369 % | 1,484 % | 3,878 % | 3,299 % | 3,777 % | 3,130 % 68 | 2,387 % | 1,513 % | 3,874 % | 3,304 % | 3,774 % | 3,137 % 69 | 2,404 % | 1,541 % | 3,870 % | 3,308 % | 3,772 % | 3,144 % 70 | 2,421 % | 1,568 % | 3,866 % | 3,312 % | 3,769 % | 3,150 % 71 | 2,438 % | 1,595 % | 3,862 % | 3,316 % | 3,767 % | 3,157 % 72 | 2,454 % | 1,621 % | 3,859 % | 3,320 % | 3,765 % | 3,163 % 73 | 2,469 % | 1,647 % | 3,855 % | 3,323 % | 3,762 % | 3,169 % 74 | 2,485 % | 1,672 % | 3,852 % | 3,327 % | 3,760 % | 3,174 % 75 | 2,499 % | 1,696 % | 3,848 % | 3,331 % | 3,758 % | 3,180 % 76 | 2,514 % | 1,720 % | 3,845 % | 3,334 % | 3,756 % | 3,186 % 77 | 2,528 % | 1,744 % | 3,842 % | 3,338 % | 3,754 % | 3,191 % 78 | 2,541 % | 1,767 % | 3,839 % | 3,341 % | 3,752 % | 3,196 % 79 | 2,555 % | 1,789 % | 3,836 % | 3,344 % | 3,750 % | 3,201 % 80 | 2,568 % | 1,811 % | 3,833 % | 3,347 % | 3,748 % | 3,206 % 81 | 2,580 % | 1,833 % | 3,830 % | 3,350 % | 3,747 % | 3,211 % 82 | 2,593 % | 1,854 % | 3,827 % | 3,353 % | 3,745 % | 3,216 % 83 | 2,605 % | 1,874 % | 3,825 % | 3,356 % | 3,743 % | 3,220 % 84 | 2,617 % | 1,894 % | 3,822 % | 3,359 % | 3,741 % | 3,225 % 85 | 2,628 % | 1,914 % | 3,819 % | 3,362 % | 3,740 % | 3,229 % 86 | 2,639 % | 1,933 % | 3,817 % | 3,365 % | 3,738 % | 3,233 % 87 | 2,650 % | 1,952 % | 3,814 % | 3,367 % | 3,737 % | 3,238 % 88 | 2,661 % | 1,971 % | 3,812 % | 3,370 % | 3,735 % | 3,242 % 89 | 2,672 % | 1,989 % | 3,809 % | 3,373 % | 3,733 % | 3,246 % 90 | 2,682 % | 2,006 % | 3,807 % | 3,375 % | 3,732 % | 3,250 % 91 | 2,692 % | 2,024 % | 3,805 % | 3,378 % | 3,731 % | 3,254 % 92 | 2,702 % | 2,040 % | 3,803 % | 3,380 % | 3,729 % | 3,257 % 93 | 2,711 % | 2,057 % | 3,800 % | 3,382 % | 3,728 % | 3,261 % 94 | 2,721 % | 2,073 % | 3,798 % | 3,385 % | 3,726 % | 3,265 % 95 | 2,730 % | 2,089 % | 3,796 % | 3,387 % | 3,725 % | 3,268 % 96 | 2,739 % | 2,105 % | 3,794 % | 3,389 % | 3,724 % | 3,272 % 97 | 2,748 % | 2,120 % | 3,792 % | 3,391 % | 3,722 % | 3,275 % 98 | 2,757 % | 2,135 % | 3,790 % | 3,393 % | 3,721 % | 3,278 % 99 | 2,765 % | 2,150 % | 3,788 % | 3,396 % | 3,720 % | 3,281 % 100 | 2,773 % | 2,164 % | 3,786 % | 3,398 % | 3,719 % | 3,285 % 101 | 2,781 % | 2,178 % | 3,785 % | 3,400 % | 3,718 % | 3,288 % 102 | 2,789 % | 2,192 % | 3,783 % | 3,401 % | 3,717 % | 3,291 % 103 | 2,797 % | 2,205 % | 3,781 % | 3,403 % | 3,715 % | 3,294 % 104 | 2,805 % | 2,219 % | 3,779 % | 3,405 % | 3,714 % | 3,297 % 105 | 2,813 % | 2,232 % | 3,778 % | 3,407 % | 3,713 % | 3,300 % 106 | 2,820 % | 2,245 % | 3,776 % | 3,409 % | 3,712 % | 3,302 % 107 | 2,827 % | 2,257 % | 3,774 % | 3,411 % | 3,711 % | 3,305 % 108 | 2,834 % | 2,270 % | 3,773 % | 3,412 % | 3,710 % | 3,308 % 109 | 2,841 % | 2,282 % | 3,771 % | 3,414 % | 3,709 % | 3,311 % 110 | 2,848 % | 2,294 % | 3,769 % | 3,416 % | 3,708 % | 3,313 % 111 | 2,855 % | 2,305 % | 3,768 % | 3,418 % | 3,707 % | 3,316 % 112 | 2,862 % | 2,317 % | 3,766 % | 3,419 % | 3,706 % | 3,318 % 113 | 2,868 % | 2,328 % | 3,765 % | 3,421 % | 3,705 % | 3,321 % 114 | 2,874 % | 2,339 % | 3,764 % | 3,422 % | 3,704 % | 3,323 % 115 | 2,881 % | 2,350 % | 3,762 % | 3,424 % | 3,703 % | 3,326 % 116 | 2,887 % | 2,361 % | 3,761 % | 3,425 % | 3,702 % | 3,328 % 117 | 2,893 % | 2,371 % | 3,759 % | 3,427 % | 3,702 % | 3,330 % 118 | 2,899 % | 2,382 % | 3,758 % | 3,428 % | 3,701 % | 3,333 % 119 | 2,905 % | 2,392 % | 3,757 % | 3,430 % | 3,700 % | 3,335 % 120 | 2,911 % | 2,402 % | 3,755 % | 3,431 % | 3,699 % | 3,337 % 121 | 2,916 % | 2,412 % | 3,754 % | 3,433 % | 3,698 % | 3,339 % 122 | 2,922 % | 2,421 % | 3,753 % | 3,434 % | 3,697 % | 3,341 % 123 | 2,927 % | 2,431 % | 3,752 % | 3,435 % | 3,697 % | 3,344 % 124 | 2,933 % | 2,440 % | 3,750 % | 3,437 % | 3,696 % | 3,346 % 125 | 2,938 % | 2,449 % | 3,749 % | 3,438 % | 3,695 % | 3,348 % 126 | 2,943 % | 2,458 % | 3,748 % | 3,439 % | 3,694 % | 3,350 % 127 | 2,948 % | 2,467 % | 3,747 % | 3,440 % | 3,694 % | 3,352 % 128 | 2,954 % | 2,476 % | 3,746 % | 3,442 % | 3,693 % | 3,354 % 129 | 2,959 % | 2,485 % | 3,744 % | 3,443 % | 3,692 % | 3,355 % 130 | 2,963 % | 2,493 % | 3,743 % | 3,444 % | 3,691 % | 3,357 % 131 | 2,968 % | 2,502 % | 3,742 % | 3,445 % | 3,691 % | 3,359 % 132 | 2,973 % | 2,510 % | 3,741 % | 3,447 % | 3,690 % | 3,361 % 133 | 2,978 % | 2,518 % | 3,740 % | 3,448 % | 3,689 % | 3,363 % 134 | 2,982 % | 2,526 % | 3,739 % | 3,449 % | 3,689 % | 3,365 % 135 | 2,987 % | 2,534 % | 3,738 % | 3,450 % | 3,688 % | 3,366 % 136 | 2,991 % | 2,542 % | 3,737 % | 3,451 % | 3,687 % | 3,368 % 137 | 2,996 % | 2,550 % | 3,736 % | 3,452 % | 3,687 % | 3,370 % 138 | 3,000 % | 2,557 % | 3,735 % | 3,453 % | 3,686 % | 3,371 % 139 | 3,005 % | 2,565 % | 3,734 % | 3,454 % | 3,686 % | 3,373 % 140 | 3,009 % | 2,572 % | 3,733 % | 3,455 % | 3,685 % | 3,375 % 141 | 3,013 % | 2,579 % | 3,732 % | 3,456 % | 3,684 % | 3,376 % 142 | 3,017 % | 2,586 % | 3,731 % | 3,457 % | 3,684 % | 3,378 % 143 | 3,021 % | 2,594 % | 3,730 % | 3,458 % | 3,683 % | 3,379 % 144 | 3,025 % | 2,600 % | 3,729 % | 3,459 % | 3,683 % | 3,381 % 145 | 3,029 % | 2,607 % | 3,729 % | 3,460 % | 3,682 % | 3,382 % 146 | 3,033 % | 2,614 % | 3,728 % | 3,461 % | 3,681 % | 3,384 % 147 | 3,037 % | 2,621 % | 3,727 % | 3,462 % | 3,681 % | 3,385 % 148 | 3,041 % | 2,627 % | 3,726 % | 3,463 % | 3,680 % | 3,387 % 149 | 3,044 % | 2,634 % | 3,725 % | 3,464 % | 3,680 % | 3,388 % 150 | 3,048 % | 2,640 % | 3,724 % | 3,465 % | 3,679 % | 3,390 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | -0,780 % | -0,001 % | 0,477 % | 0,616 % | 3,403 % | 2,840 % 2 | -0,695 % | 0,214 % | 0,432 % | 0,831 % | 4,232 % | 4,188 % 3 | -0,600 % | 0,465 % | 0,614 % | 1,104 % | 4,622 % | 5,196 % 4 | -0,500 % | 0,703 % | 0,855 % | 1,309 % | 4,856 % | 5,905 % 5 | -0,394 % | 0,911 % | 1,077 % | 1,446 % | 5,021 % | 6,402 % 6 | -0,287 % | 1,072 % | 1,270 % | 1,549 % | 5,148 % | 6,763 % 7 | -0,189 % | 1,231 % | 1,437 % | 1,640 % | 5,256 % | 7,038 % 8 | -0,106 % | 1,362 % | 1,585 % | 1,727 % | 5,352 % | 7,260 % 9 | -0,041 % | 1,471 % | 1,720 % | 1,805 % | 5,433 % | 7,455 % 10 | 0,005 % | 1,564 % | 1,846 % | 1,870 % | 5,495 % | 7,615 % 11 | 0,033 % | 1,663 % | 1,961 % | 1,922 % | 5,534 % | 7,719 % 12 | 0,048 % | 1,749 % | 2,066 % | 1,963 % | 5,557 % | 7,774 % 13 | 0,058 % | 1,808 % | 2,165 % | 1,997 % | 5,568 % | 7,794 % 14 | 0,064 % | 1,846 % | 2,256 % | 2,026 % | 5,570 % | 7,788 % 15 | 0,070 % | 1,874 % | 2,338 % | 2,052 % | 5,565 % | 7,762 % 16 | 0,076 % | 1,897 % | 2,411 % | 2,075 % | 5,555 % | 7,721 % 17 | 0,085 % | 1,917 % | 2,476 % | 2,096 % | 5,541 % | 7,669 % 18 | 0,095 % | 1,933 % | 2,533 % | 2,116 % | 5,525 % | 7,610 % 19 | 0,109 % | 1,945 % | 2,585 % | 2,135 % | 5,507 % | 7,545 % 20 | 0,126 % | 1,953 % | 2,632 % | 2,154 % | 5,488 % | 7,476 % 21 | 0,147 % | 1,957 % | 2,674 % | 2,173 % | 5,467 % | 7,406 % 22 | 0,171 % | 1,957 % | 2,713 % | 2,191 % | 5,447 % | 7,334 % 23 | 0,199 % | 1,953 % | 2,749 % | 2,210 % | 5,425 % | 7,262 % 24 | 0,231 % | 1,946 % | 2,782 % | 2,228 % | 5,404 % | 7,190 % 25 | 0,267 % | 1,935 % | 2,812 % | 2,247 % | 5,383 % | 7,120 % 26 | 0,306 % | 1,921 % | 2,840 % | 2,267 % | 5,363 % | 7,050 % 27 | 0,349 % | 1,908 % | 2,866 % | 2,286 % | 5,342 % | 6,983 % 28 | 0,394 % | 1,897 % | 2,890 % | 2,307 % | 5,322 % | 6,917 % 29 | 0,439 % | 1,890 % | 2,913 % | 2,327 % | 5,302 % | 6,853 % 30 | 0,485 % | 1,890 % | 2,934 % | 2,349 % | 5,283 % | 6,791 % 31 | 0,531 % | 1,896 % | 2,954 % | 2,371 % | 5,265 % | 6,731 % 32 | 0,577 % | 1,908 % | 2,973 % | 2,393 % | 5,247 % | 6,673 % 33 | 0,622 % | 1,924 % | 2,991 % | 2,416 % | 5,229 % | 6,617 % 34 | 0,666 % | 1,944 % | 3,008 % | 2,438 % | 5,212 % | 6,564 % 35 | 0,709 % | 1,966 % | 3,024 % | 2,461 % | 5,196 % | 6,512 % 36 | 0,751 % | 1,990 % | 3,039 % | 2,483 % | 5,180 % | 6,462 % 37 | 0,792 % | 2,015 % | 3,053 % | 2,505 % | 5,165 % | 6,415 % 38 | 0,832 % | 2,040 % | 3,067 % | 2,526 % | 5,150 % | 6,369 % 39 | 0,871 % | 2,067 % | 3,080 % | 2,547 % | 5,136 % | 6,325 % 40 | 0,908 % | 2,093 % | 3,092 % | 2,568 % | 5,122 % | 6,282 % 41 | 0,944 % | 2,120 % | 3,104 % | 2,588 % | 5,108 % | 6,242 % 42 | 0,979 % | 2,146 % | 3,115 % | 2,608 % | 5,096 % | 6,203 % 43 | 1,013 % | 2,173 % | 3,125 % | 2,627 % | 5,083 % | 6,165 % 44 | 1,046 % | 2,199 % | 3,136 % | 2,645 % | 5,071 % | 6,129 % 45 | 1,077 % | 2,224 % | 3,146 % | 2,664 % | 5,060 % | 6,094 % 46 | 1,108 % | 2,249 % | 3,155 % | 2,681 % | 5,048 % | 6,061 % 47 | 1,137 % | 2,274 % | 3,164 % | 2,698 % | 5,038 % | 6,029 % 48 | 1,166 % | 2,298 % | 3,173 % | 2,715 % | 5,027 % | 5,998 % 49 | 1,194 % | 2,321 % | 3,181 % | 2,731 % | 5,017 % | 5,968 % 50 | 1,220 % | 2,344 % | 3,189 % | 2,747 % | 5,007 % | 5,939 % 51 | 1,246 % | 2,366 % | 3,197 % | 2,762 % | 4,998 % | 5,911 % 52 | 1,271 % | 2,388 % | 3,204 % | 2,777 % | 4,989 % | 5,885 % 53 | 1,295 % | 2,409 % | 3,211 % | 2,791 % | 4,980 % | 5,859 % 54 | 1,318 % | 2,429 % | 3,218 % | 2,805 % | 4,971 % | 5,834 % 55 | 1,341 % | 2,449 % | 3,225 % | 2,819 % | 4,963 % | 5,810 % 56 | 1,362 % | 2,469 % | 3,232 % | 2,832 % | 4,955 % | 5,787 % 57 | 1,384 % | 2,487 % | 3,238 % | 2,845 % | 4,947 % | 5,764 % 58 | 1,404 % | 2,506 % | 3,244 % | 2,857 % | 4,940 % | 5,743 % 59 | 1,424 % | 2,523 % | 3,250 % | 2,869 % | 4,933 % | 5,722 % 60 | 1,443 % | 2,541 % | 3,255 % | 2,881 % | 4,926 % | 5,701 % 61 | 1,461 % | 2,557 % | 3,261 % | 2,892 % | 4,919 % | 5,682 % 62 | 1,479 % | 2,574 % | 3,266 % | 2,903 % | 4,912 % | 5,663 % 63 | 1,497 % | 2,589 % | 3,271 % | 2,914 % | 4,906 % | 5,644 % 64 | 1,514 % | 2,605 % | 3,276 % | 2,924 % | 4,899 % | 5,626 % 65 | 1,530 % | 2,620 % | 3,281 % | 2,934 % | 4,893 % | 5,609 % 66 | 1,546 % | 2,634 % | 3,286 % | 2,944 % | 4,888 % | 5,592 % 67 | 1,562 % | 2,648 % | 3,290 % | 2,953 % | 4,882 % | 5,576 % 68 | 1,577 % | 2,662 % | 3,295 % | 2,963 % | 4,876 % | 5,560 % 69 | 1,592 % | 2,675 % | 3,299 % | 2,972 % | 4,871 % | 5,545 % 70 | 1,606 % | 2,688 % | 3,303 % | 2,980 % | 4,866 % | 5,530 % 71 | 1,620 % | 2,701 % | 3,308 % | 2,989 % | 4,860 % | 5,515 % 72 | 1,633 % | 2,713 % | 3,311 % | 2,997 % | 4,856 % | 5,501 % 73 | 1,646 % | 2,725 % | 3,315 % | 3,006 % | 4,851 % | 5,487 % 74 | 1,659 % | 2,737 % | 3,319 % | 3,013 % | 4,846 % | 5,474 % 75 | 1,672 % | 2,748 % | 3,323 % | 3,021 % | 4,841 % | 5,461 % 76 | 1,684 % | 2,760 % | 3,326 % | 3,029 % | 4,837 % | 5,448 % 77 | 1,695 % | 2,770 % | 3,330 % | 3,036 % | 4,833 % | 5,436 % 78 | 1,707 % | 2,781 % | 3,333 % | 3,043 % | 4,828 % | 5,424 % 79 | 1,718 % | 2,791 % | 3,337 % | 3,050 % | 4,824 % | 5,412 % 80 | 1,729 % | 2,801 % | 3,340 % | 3,057 % | 4,820 % | 5,401 % 81 | 1,740 % | 2,811 % | 3,343 % | 3,064 % | 4,816 % | 5,390 % 82 | 1,750 % | 2,821 % | 3,346 % | 3,070 % | 4,812 % | 5,379 % 83 | 1,760 % | 2,830 % | 3,349 % | 3,076 % | 4,809 % | 5,368 % 84 | 1,770 % | 2,839 % | 3,352 % | 3,083 % | 4,805 % | 5,358 % 85 | 1,780 % | 2,848 % | 3,355 % | 3,089 % | 4,801 % | 5,348 % 86 | 1,790 % | 2,857 % | 3,358 % | 3,095 % | 4,798 % | 5,338 % 87 | 1,799 % | 2,865 % | 3,361 % | 3,100 % | 4,794 % | 5,328 % 88 | 1,808 % | 2,873 % | 3,363 % | 3,106 % | 4,791 % | 5,319 % 89 | 1,817 % | 2,881 % | 3,366 % | 3,111 % | 4,788 % | 5,309 % 90 | 1,825 % | 2,889 % | 3,368 % | 3,117 % | 4,785 % | 5,300 % 91 | 1,834 % | 2,897 % | 3,371 % | 3,122 % | 4,781 % | 5,291 % 92 | 1,842 % | 2,905 % | 3,373 % | 3,127 % | 4,778 % | 5,283 % 93 | 1,850 % | 2,912 % | 3,376 % | 3,132 % | 4,775 % | 5,274 % 94 | 1,858 % | 2,920 % | 3,378 % | 3,137 % | 4,772 % | 5,266 % 95 | 1,866 % | 2,927 % | 3,380 % | 3,142 % | 4,770 % | 5,258 % 96 | 1,874 % | 2,934 % | 3,383 % | 3,147 % | 4,767 % | 5,250 % 97 | 1,881 % | 2,941 % | 3,385 % | 3,152 % | 4,764 % | 5,242 % 98 | 1,888 % | 2,947 % | 3,387 % | 3,156 % | 4,761 % | 5,235 % 99 | 1,896 % | 2,954 % | 3,389 % | 3,161 % | 4,759 % | 5,227 % 100 | 1,903 % | 2,960 % | 3,391 % | 3,165 % | 4,756 % | 5,220 % 101 | 1,910 % | 2,967 % | 3,393 % | 3,169 % | 4,754 % | 5,213 % 102 | 1,916 % | 2,973 % | 3,395 % | 3,173 % | 4,751 % | 5,206 % 103 | 1,923 % | 2,979 % | 3,397 % | 3,178 % | 4,749 % | 5,199 % 104 | 1,929 % | 2,985 % | 3,399 % | 3,182 % | 4,746 % | 5,192 % 105 | 1,936 % | 2,991 % | 3,401 % | 3,186 % | 4,744 % | 5,186 % 106 | 1,942 % | 2,996 % | 3,403 % | 3,190 % | 4,742 % | 5,179 % 107 | 1,948 % | 3,002 % | 3,405 % | 3,193 % | 4,739 % | 5,173 % 108 | 1,954 % | 3,007 % | 3,407 % | 3,197 % | 4,737 % | 5,167 % 109 | 1,960 % | 3,013 % | 3,409 % | 3,201 % | 4,735 % | 5,160 % 110 | 1,966 % | 3,018 % | 3,410 % | 3,204 % | 4,733 % | 5,154 % 111 | 1,972 % | 3,023 % | 3,412 % | 3,208 % | 4,731 % | 5,148 % 112 | 1,977 % | 3,029 % | 3,414 % | 3,211 % | 4,729 % | 5,143 % 113 | 1,983 % | 3,034 % | 3,415 % | 3,215 % | 4,727 % | 5,137 % 114 | 1,988 % | 3,039 % | 3,417 % | 3,218 % | 4,725 % | 5,131 % 115 | 1,993 % | 3,043 % | 3,418 % | 3,222 % | 4,723 % | 5,126 % 116 | 1,999 % | 3,048 % | 3,420 % | 3,225 % | 4,721 % | 5,120 % 117 | 2,004 % | 3,053 % | 3,422 % | 3,228 % | 4,719 % | 5,115 % 118 | 2,009 % | 3,058 % | 3,423 % | 3,231 % | 4,717 % | 5,110 % 119 | 2,014 % | 3,062 % | 3,425 % | 3,234 % | 4,715 % | 5,105 % 120 | 2,019 % | 3,067 % | 3,426 % | 3,237 % | 4,713 % | 5,100 % 121 | 2,023 % | 3,071 % | 3,427 % | 3,240 % | 4,712 % | 5,095 % 122 | 2,028 % | 3,075 % | 3,429 % | 3,243 % | 4,710 % | 5,090 % 123 | 2,033 % | 3,080 % | 3,430 % | 3,246 % | 4,708 % | 5,085 % 124 | 2,037 % | 3,084 % | 3,432 % | 3,249 % | 4,707 % | 5,080 % 125 | 2,042 % | 3,088 % | 3,433 % | 3,252 % | 4,705 % | 5,076 % 126 | 2,046 % | 3,092 % | 3,434 % | 3,255 % | 4,703 % | 5,071 % 127 | 2,050 % | 3,096 % | 3,436 % | 3,257 % | 4,702 % | 5,067 % 128 | 2,055 % | 3,100 % | 3,437 % | 3,260 % | 4,700 % | 5,062 % 129 | 2,059 % | 3,104 % | 3,438 % | 3,263 % | 4,699 % | 5,058 % 130 | 2,063 % | 3,107 % | 3,439 % | 3,265 % | 4,697 % | 5,053 % 131 | 2,067 % | 3,111 % | 3,441 % | 3,268 % | 4,695 % | 5,049 % 132 | 2,071 % | 3,115 % | 3,442 % | 3,270 % | 4,694 % | 5,045 % 133 | 2,075 % | 3,119 % | 3,443 % | 3,273 % | 4,693 % | 5,041 % 134 | 2,079 % | 3,122 % | 3,444 % | 3,275 % | 4,691 % | 5,037 % 135 | 2,083 % | 3,126 % | 3,445 % | 3,278 % | 4,690 % | 5,033 % 136 | 2,087 % | 3,129 % | 3,446 % | 3,280 % | 4,688 % | 5,029 % 137 | 2,090 % | 3,133 % | 3,448 % | 3,282 % | 4,687 % | 5,025 % 138 | 2,094 % | 3,136 % | 3,449 % | 3,285 % | 4,686 % | 5,021 % 139 | 2,098 % | 3,139 % | 3,450 % | 3,287 % | 4,684 % | 5,018 % 140 | 2,101 % | 3,143 % | 3,451 % | 3,289 % | 4,683 % | 5,014 % 141 | 2,105 % | 3,146 % | 3,452 % | 3,291 % | 4,682 % | 5,010 % 142 | 2,108 % | 3,149 % | 3,453 % | 3,293 % | 4,680 % | 5,007 % 143 | 2,112 % | 3,152 % | 3,454 % | 3,296 % | 4,679 % | 5,003 % 144 | 2,115 % | 3,155 % | 3,455 % | 3,298 % | 4,678 % | 4,999 % 145 | 2,119 % | 3,158 % | 3,456 % | 3,300 % | 4,677 % | 4,996 % 146 | 2,122 % | 3,161 % | 3,457 % | 3,302 % | 4,675 % | 4,993 % 147 | 2,125 % | 3,164 % | 3,458 % | 3,304 % | 4,674 % | 4,989 % 148 | 2,128 % | 3,167 % | 3,459 % | 3,306 % | 4,673 % | 4,986 % 149 | 2,131 % | 3,170 % | 3,460 % | 3,308 % | 4,672 % | 4,983 % 150 | 2,135 % | 3,173 % | 3,461 % | 3,310 % | 4,671 % | 4,979 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 0,120 % | 3,648 % | 5,672 % | 0,128 % | 0,990 % | 3,889 % 2 | 0,311 % | 4,273 % | 6,249 % | 0,159 % | 1,337 % | 4,639 % 3 | 0,573 % | 4,792 % | 6,616 % | 0,187 % | 1,549 % | 5,213 % 4 | 0,801 % | 5,227 % | 6,831 % | 0,214 % | 1,690 % | 5,689 % 5 | 0,982 % | 5,573 % | 6,993 % | 0,238 % | 1,799 % | 6,120 % 6 | 1,122 % | 5,844 % | 7,113 % | 0,260 % | 1,890 % | 6,523 % 7 | 1,234 % | 6,061 % | 7,209 % | 0,280 % | 1,974 % | 6,898 % 8 | 1,325 % | 6,224 % | 7,296 % | 0,298 % | 2,051 % | 7,242 % 9 | 1,400 % | 6,364 % | 7,384 % | 0,315 % | 2,124 % | 7,557 % 10 | 1,462 % | 6,483 % | 7,480 % | 0,332 % | 2,192 % | 7,842 % 11 | 1,513 % | 6,569 % | 7,585 % | 0,374 % | 2,248 % | 8,099 % 12 | 1,559 % | 6,627 % | 7,695 % | 0,438 % | 2,293 % | 8,325 % 13 | 1,601 % | 6,664 % | 7,804 % | 0,515 % | 2,331 % | 8,518 % 14 | 1,644 % | 6,685 % | 7,906 % | 0,599 % | 2,364 % | 8,673 % 15 | 1,689 % | 6,694 % | 8,000 % | 0,687 % | 2,394 % | 8,789 % 16 | 1,737 % | 6,695 % | 8,082 % | 0,776 % | 2,421 % | 8,862 % 17 | 1,786 % | 6,689 % | 8,150 % | 0,864 % | 2,447 % | 8,901 % 18 | 1,835 % | 6,677 % | 8,203 % | 0,951 % | 2,472 % | 8,913 % 19 | 1,885 % | 6,662 % | 8,237 % | 1,036 % | 2,497 % | 8,902 % 20 | 1,934 % | 6,644 % | 8,251 % | 1,117 % | 2,522 % | 8,876 % 21 | 1,981 % | 6,625 % | 8,244 % | 1,196 % | 2,547 % | 8,836 % 22 | 2,028 % | 6,603 % | 8,218 % | 1,272 % | 2,573 % | 8,786 % 23 | 2,073 % | 6,581 % | 8,179 % | 1,344 % | 2,598 % | 8,730 % 24 | 2,117 % | 6,558 % | 8,129 % | 1,414 % | 2,623 % | 8,668 % 25 | 2,159 % | 6,535 % | 8,071 % | 1,480 % | 2,648 % | 8,602 % 26 | 2,199 % | 6,512 % | 8,008 % | 1,543 % | 2,672 % | 8,534 % 27 | 2,238 % | 6,489 % | 7,940 % | 1,604 % | 2,695 % | 8,465 % 28 | 2,276 % | 6,466 % | 7,869 % | 1,661 % | 2,718 % | 8,396 % 29 | 2,312 % | 6,444 % | 7,797 % | 1,717 % | 2,740 % | 8,327 % 30 | 2,346 % | 6,422 % | 7,725 % | 1,769 % | 2,762 % | 8,258 % 31 | 2,379 % | 6,400 % | 7,652 % | 1,819 % | 2,782 % | 8,191 % 32 | 2,411 % | 6,379 % | 7,580 % | 1,867 % | 2,802 % | 8,125 % 33 | 2,441 % | 6,359 % | 7,510 % | 1,913 % | 2,822 % | 8,061 % 34 | 2,470 % | 6,339 % | 7,441 % | 1,957 % | 2,840 % | 7,998 % 35 | 2,498 % | 6,319 % | 7,373 % | 1,999 % | 2,858 % | 7,938 % 36 | 2,525 % | 6,301 % | 7,307 % | 2,039 % | 2,875 % | 7,879 % 37 | 2,551 % | 6,283 % | 7,244 % | 2,077 % | 2,892 % | 7,822 % 38 | 2,575 % | 6,265 % | 7,182 % | 2,114 % | 2,908 % | 7,767 % 39 | 2,599 % | 6,248 % | 7,122 % | 2,149 % | 2,923 % | 7,715 % 40 | 2,622 % | 6,232 % | 7,064 % | 2,182 % | 2,938 % | 7,664 % 41 | 2,644 % | 6,216 % | 7,009 % | 2,215 % | 2,953 % | 7,615 % 42 | 2,665 % | 6,201 % | 6,955 % | 2,245 % | 2,966 % | 7,567 % 43 | 2,685 % | 6,186 % | 6,903 % | 2,275 % | 2,980 % | 7,522 % 44 | 2,704 % | 6,172 % | 6,853 % | 2,304 % | 2,993 % | 7,478 % 45 | 2,723 % | 6,158 % | 6,805 % | 2,331 % | 3,005 % | 7,436 % 46 | 2,741 % | 6,145 % | 6,759 % | 2,357 % | 3,017 % | 7,395 % 47 | 2,758 % | 6,132 % | 6,714 % | 2,383 % | 3,029 % | 7,356 % 48 | 2,775 % | 6,120 % | 6,671 % | 2,407 % | 3,040 % | 7,319 % 49 | 2,791 % | 6,108 % | 6,630 % | 2,431 % | 3,050 % | 7,282 % 50 | 2,807 % | 6,097 % | 6,590 % | 2,453 % | 3,061 % | 7,247 % 51 | 2,821 % | 6,085 % | 6,551 % | 2,475 % | 3,071 % | 7,214 % 52 | 2,836 % | 6,075 % | 6,514 % | 2,496 % | 3,080 % | 7,181 % 53 | 2,850 % | 6,064 % | 6,478 % | 2,516 % | 3,090 % | 7,150 % 54 | 2,863 % | 6,054 % | 6,444 % | 2,536 % | 3,099 % | 7,119 % 55 | 2,876 % | 6,044 % | 6,410 % | 2,555 % | 3,108 % | 7,090 % 56 | 2,889 % | 6,035 % | 6,378 % | 2,573 % | 3,116 % | 7,062 % 57 | 2,901 % | 6,026 % | 6,347 % | 2,591 % | 3,124 % | 7,035 % 58 | 2,913 % | 6,017 % | 6,317 % | 2,608 % | 3,132 % | 7,008 % 59 | 2,924 % | 6,008 % | 6,288 % | 2,624 % | 3,140 % | 6,983 % 60 | 2,935 % | 6,000 % | 6,260 % | 2,640 % | 3,148 % | 6,958 % 61 | 2,946 % | 5,992 % | 6,232 % | 2,656 % | 3,155 % | 6,934 % 62 | 2,956 % | 5,984 % | 6,206 % | 2,671 % | 3,162 % | 6,911 % 63 | 2,966 % | 5,977 % | 6,181 % | 2,685 % | 3,169 % | 6,889 % 64 | 2,976 % | 5,969 % | 6,156 % | 2,700 % | 3,175 % | 6,867 % 65 | 2,986 % | 5,962 % | 6,132 % | 2,713 % | 3,182 % | 6,846 % 66 | 2,995 % | 5,955 % | 6,108 % | 2,727 % | 3,188 % | 6,825 % 67 | 3,004 % | 5,949 % | 6,086 % | 2,739 % | 3,194 % | 6,805 % 68 | 3,012 % | 5,942 % | 6,064 % | 2,752 % | 3,200 % | 6,786 % 69 | 3,021 % | 5,936 % | 6,043 % | 2,764 % | 3,206 % | 6,767 % 70 | 3,029 % | 5,929 % | 6,022 % | 2,776 % | 3,211 % | 6,749 % 71 | 3,037 % | 5,923 % | 6,002 % | 2,788 % | 3,217 % | 6,732 % 72 | 3,045 % | 5,918 % | 5,982 % | 2,799 % | 3,222 % | 6,714 % 73 | 3,052 % | 5,912 % | 5,963 % | 2,810 % | 3,227 % | 6,698 % 74 | 3,060 % | 5,906 % | 5,945 % | 2,820 % | 3,232 % | 6,682 % 75 | 3,067 % | 5,901 % | 5,927 % | 2,831 % | 3,237 % | 6,666 % 76 | 3,074 % | 5,896 % | 5,909 % | 2,841 % | 3,242 % | 6,650 % 77 | 3,081 % | 5,891 % | 5,892 % | 2,850 % | 3,246 % | 6,635 % 78 | 3,087 % | 5,886 % | 5,875 % | 2,860 % | 3,251 % | 6,621 % 79 | 3,094 % | 5,881 % | 5,859 % | 2,869 % | 3,255 % | 6,606 % 80 | 3,100 % | 5,876 % | 5,843 % | 2,878 % | 3,259 % | 6,593 % 81 | 3,106 % | 5,871 % | 5,828 % | 2,887 % | 3,264 % | 6,579 % 82 | 3,112 % | 5,867 % | 5,813 % | 2,896 % | 3,268 % | 6,566 % 83 | 3,118 % | 5,862 % | 5,798 % | 2,904 % | 3,272 % | 6,553 % 84 | 3,124 % | 5,858 % | 5,784 % | 2,913 % | 3,275 % | 6,540 % 85 | 3,129 % | 5,854 % | 5,770 % | 2,921 % | 3,279 % | 6,528 % 86 | 3,135 % | 5,850 % | 5,756 % | 2,929 % | 3,283 % | 6,516 % 87 | 3,140 % | 5,846 % | 5,743 % | 2,936 % | 3,287 % | 6,504 % 88 | 3,145 % | 5,842 % | 5,730 % | 2,944 % | 3,290 % | 6,493 % 89 | 3,150 % | 5,838 % | 5,717 % | 2,951 % | 3,294 % | 6,482 % 90 | 3,155 % | 5,834 % | 5,704 % | 2,958 % | 3,297 % | 6,471 % 91 | 3,160 % | 5,831 % | 5,692 % | 2,965 % | 3,300 % | 6,460 % 92 | 3,165 % | 5,827 % | 5,680 % | 2,972 % | 3,304 % | 6,449 % 93 | 3,170 % | 5,823 % | 5,669 % | 2,979 % | 3,307 % | 6,439 % 94 | 3,174 % | 5,820 % | 5,657 % | 2,985 % | 3,310 % | 6,429 % 95 | 3,179 % | 5,817 % | 5,646 % | 2,992 % | 3,313 % | 6,419 % 96 | 3,183 % | 5,813 % | 5,635 % | 2,998 % | 3,316 % | 6,410 % 97 | 3,187 % | 5,810 % | 5,624 % | 3,004 % | 3,319 % | 6,400 % 98 | 3,192 % | 5,807 % | 5,614 % | 3,010 % | 3,322 % | 6,391 % 99 | 3,196 % | 5,804 % | 5,603 % | 3,016 % | 3,324 % | 6,382 % 100 | 3,200 % | 5,801 % | 5,593 % | 3,022 % | 3,327 % | 6,373 % 101 | 3,204 % | 5,798 % | 5,584 % | 3,028 % | 3,330 % | 6,364 % 102 | 3,208 % | 5,795 % | 5,574 % | 3,034 % | 3,333 % | 6,356 % 103 | 3,211 % | 5,792 % | 5,564 % | 3,039 % | 3,335 % | 6,348 % 104 | 3,215 % | 5,789 % | 5,555 % | 3,044 % | 3,338 % | 6,339 % 105 | 3,219 % | 5,786 % | 5,546 % | 3,050 % | 3,340 % | 6,331 % 106 | 3,222 % | 5,784 % | 5,537 % | 3,055 % | 3,343 % | 6,324 % 107 | 3,226 % | 5,781 % | 5,528 % | 3,060 % | 3,345 % | 6,316 % 108 | 3,229 % | 5,778 % | 5,519 % | 3,065 % | 3,347 % | 6,308 % 109 | 3,233 % | 5,776 % | 5,511 % | 3,070 % | 3,350 % | 6,301 % 110 | 3,236 % | 5,773 % | 5,503 % | 3,075 % | 3,352 % | 6,293 % 111 | 3,239 % | 5,771 % | 5,495 % | 3,079 % | 3,354 % | 6,286 % 112 | 3,243 % | 5,768 % | 5,487 % | 3,084 % | 3,356 % | 6,279 % 113 | 3,246 % | 5,766 % | 5,479 % | 3,089 % | 3,359 % | 6,272 % 114 | 3,249 % | 5,764 % | 5,471 % | 3,093 % | 3,361 % | 6,266 % 115 | 3,252 % | 5,761 % | 5,463 % | 3,097 % | 3,363 % | 6,259 % 116 | 3,255 % | 5,759 % | 5,456 % | 3,102 % | 3,365 % | 6,252 % 117 | 3,258 % | 5,757 % | 5,448 % | 3,106 % | 3,367 % | 6,246 % 118 | 3,261 % | 5,755 % | 5,441 % | 3,110 % | 3,369 % | 6,239 % 119 | 3,263 % | 5,753 % | 5,434 % | 3,114 % | 3,371 % | 6,233 % 120 | 3,266 % | 5,751 % | 5,427 % | 3,118 % | 3,373 % | 6,227 % 121 | 3,269 % | 5,748 % | 5,420 % | 3,122 % | 3,375 % | 6,221 % 122 | 3,272 % | 5,746 % | 5,414 % | 3,126 % | 3,376 % | 6,215 % 123 | 3,274 % | 5,744 % | 5,407 % | 3,130 % | 3,378 % | 6,209 % 124 | 3,277 % | 5,742 % | 5,400 % | 3,134 % | 3,380 % | 6,204 % 125 | 3,280 % | 5,741 % | 5,394 % | 3,138 % | 3,382 % | 6,198 % 126 | 3,282 % | 5,739 % | 5,388 % | 3,141 % | 3,383 % | 6,192 % 127 | 3,285 % | 5,737 % | 5,381 % | 3,145 % | 3,385 % | 6,187 % 128 | 3,287 % | 5,735 % | 5,375 % | 3,148 % | 3,387 % | 6,182 % 129 | 3,290 % | 5,733 % | 5,369 % | 3,152 % | 3,388 % | 6,176 % 130 | 3,292 % | 5,731 % | 5,363 % | 3,155 % | 3,390 % | 6,171 % 131 | 3,294 % | 5,730 % | 5,357 % | 3,159 % | 3,392 % | 6,166 % 132 | 3,297 % | 5,728 % | 5,352 % | 3,162 % | 3,393 % | 6,161 % 133 | 3,299 % | 5,726 % | 5,346 % | 3,165 % | 3,395 % | 6,156 % 134 | 3,301 % | 5,724 % | 5,340 % | 3,169 % | 3,396 % | 6,151 % 135 | 3,303 % | 5,723 % | 5,335 % | 3,172 % | 3,398 % | 6,146 % 136 | 3,305 % | 5,721 % | 5,330 % | 3,175 % | 3,399 % | 6,141 % 137 | 3,308 % | 5,719 % | 5,324 % | 3,178 % | 3,401 % | 6,137 % 138 | 3,310 % | 5,718 % | 5,319 % | 3,181 % | 3,402 % | 6,132 % 139 | 3,312 % | 5,716 % | 5,314 % | 3,184 % | 3,404 % | 6,127 % 140 | 3,314 % | 5,715 % | 5,309 % | 3,187 % | 3,405 % | 6,123 % 141 | 3,316 % | 5,713 % | 5,304 % | 3,190 % | 3,406 % | 6,119 % 142 | 3,318 % | 5,712 % | 5,299 % | 3,193 % | 3,408 % | 6,114 % 143 | 3,320 % | 5,710 % | 5,294 % | 3,196 % | 3,409 % | 6,110 % 144 | 3,322 % | 5,709 % | 5,289 % | 3,198 % | 3,410 % | 6,106 % 145 | 3,324 % | 5,707 % | 5,284 % | 3,201 % | 3,412 % | 6,101 % 146 | 3,326 % | 5,706 % | 5,279 % | 3,204 % | 3,413 % | 6,097 % 147 | 3,328 % | 5,704 % | 5,275 % | 3,207 % | 3,414 % | 6,093 % 148 | 3,329 % | 5,703 % | 5,270 % | 3,209 % | 3,416 % | 6,089 % 149 | 3,331 % | 5,702 % | 5,266 % | 3,212 % | 3,417 % | 6,085 % 150 | 3,333 % | 5,700 % | 5,261 % | 3,214 % | 3,418 % | 6,081 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 8,451 % | 2,162 % | 1,642 % | 6,830 % | 0,200 % | 1,254 % 2 | 9,187 % | 2,229 % | 1,993 % | 6,848 % | 0,469 % | 1,460 % 3 | 9,707 % | 2,340 % | 2,342 % | 6,871 % | 0,787 % | 1,575 % 4 | 10,078 % | 2,450 % | 2,627 % | 6,881 % | 1,034 % | 1,670 % 5 | 10,359 % | 2,544 % | 2,854 % | 6,896 % | 1,220 % | 1,722 % 6 | 10,574 % | 2,619 % | 3,043 % | 6,915 % | 1,363 % | 1,749 % 7 | 10,733 % | 2,682 % | 3,202 % | 6,941 % | 1,475 % | 1,773 % 8 | 10,854 % | 2,740 % | 3,338 % | 6,974 % | 1,563 % | 1,800 % 9 | 10,959 % | 2,795 % | 3,459 % | 7,010 % | 1,631 % | 1,822 % 10 | 11,039 % | 2,849 % | 3,575 % | 7,048 % | 1,682 % | 1,831 % 11 | 11,067 % | 2,903 % | 3,681 % | 7,094 % | 1,718 % | 1,824 % 12 | 11,049 % | 2,957 % | 3,782 % | 7,142 % | 1,745 % | 1,809 % 13 | 10,998 % | 3,009 % | 3,878 % | 7,186 % | 1,767 % | 1,791 % 14 | 10,922 % | 3,060 % | 3,971 % | 7,220 % | 1,786 % | 1,774 % 15 | 10,827 % | 3,108 % | 4,059 % | 7,239 % | 1,805 % | 1,760 % 16 | 10,720 % | 3,155 % | 4,141 % | 7,241 % | 1,825 % | 1,751 % 17 | 10,603 % | 3,200 % | 4,215 % | 7,227 % | 1,846 % | 1,749 % 18 | 10,481 % | 3,242 % | 4,281 % | 7,203 % | 1,869 % | 1,752 % 19 | 10,354 % | 3,283 % | 4,337 % | 7,170 % | 1,895 % | 1,762 % 20 | 10,226 % | 3,322 % | 4,381 % | 7,131 % | 1,925 % | 1,779 % 21 | 10,098 % | 3,359 % | 4,414 % | 7,088 % | 1,957 % | 1,803 % 22 | 9,970 % | 3,394 % | 4,436 % | 7,041 % | 1,991 % | 1,833 % 23 | 9,845 % | 3,428 % | 4,450 % | 6,993 % | 2,027 % | 1,865 % 24 | 9,722 % | 3,460 % | 4,458 % | 6,943 % | 2,064 % | 1,900 % 25 | 9,602 % | 3,491 % | 4,460 % | 6,892 % | 2,101 % | 1,937 % 26 | 9,486 % | 3,520 % | 4,458 % | 6,842 % | 2,137 % | 1,974 % 27 | 9,373 % | 3,547 % | 4,453 % | 6,792 % | 2,173 % | 2,012 % 28 | 9,264 % | 3,574 % | 4,446 % | 6,743 % | 2,209 % | 2,049 % 29 | 9,159 % | 3,599 % | 4,436 % | 6,695 % | 2,243 % | 2,086 % 30 | 9,057 % | 3,624 % | 4,425 % | 6,647 % | 2,277 % | 2,122 % 31 | 8,960 % | 3,647 % | 4,412 % | 6,601 % | 2,310 % | 2,158 % 32 | 8,867 % | 3,669 % | 4,399 % | 6,557 % | 2,342 % | 2,193 % 33 | 8,777 % | 3,690 % | 4,385 % | 6,513 % | 2,372 % | 2,226 % 34 | 8,691 % | 3,710 % | 4,371 % | 6,471 % | 2,402 % | 2,259 % 35 | 8,608 % | 3,730 % | 4,356 % | 6,431 % | 2,431 % | 2,291 % 36 | 8,529 % | 3,748 % | 4,342 % | 6,392 % | 2,458 % | 2,321 % 37 | 8,454 % | 3,766 % | 4,327 % | 6,354 % | 2,485 % | 2,351 % 38 | 8,381 % | 3,783 % | 4,313 % | 6,318 % | 2,511 % | 2,380 % 39 | 8,311 % | 3,800 % | 4,299 % | 6,283 % | 2,535 % | 2,407 % 40 | 8,245 % | 3,816 % | 4,285 % | 6,249 % | 2,559 % | 2,434 % 41 | 8,181 % | 3,831 % | 4,271 % | 6,216 % | 2,582 % | 2,459 % 42 | 8,119 % | 3,845 % | 4,258 % | 6,185 % | 2,604 % | 2,484 % 43 | 8,060 % | 3,859 % | 4,245 % | 6,155 % | 2,625 % | 2,508 % 44 | 8,004 % | 3,873 % | 4,232 % | 6,126 % | 2,646 % | 2,531 % 45 | 7,950 % | 3,886 % | 4,220 % | 6,098 % | 2,666 % | 2,553 % 46 | 7,897 % | 3,898 % | 4,207 % | 6,071 % | 2,685 % | 2,575 % 47 | 7,847 % | 3,910 % | 4,196 % | 6,045 % | 2,703 % | 2,595 % 48 | 7,799 % | 3,922 % | 4,184 % | 6,020 % | 2,721 % | 2,615 % 49 | 7,753 % | 3,933 % | 4,173 % | 5,996 % | 2,738 % | 2,634 % 50 | 7,708 % | 3,944 % | 4,163 % | 5,973 % | 2,754 % | 2,653 % 51 | 7,665 % | 3,954 % | 4,152 % | 5,950 % | 2,770 % | 2,671 % 52 | 7,624 % | 3,964 % | 4,142 % | 5,929 % | 2,786 % | 2,688 % 53 | 7,584 % | 3,974 % | 4,132 % | 5,908 % | 2,801 % | 2,704 % 54 | 7,545 % | 3,983 % | 4,123 % | 5,887 % | 2,815 % | 2,721 % 55 | 7,508 % | 3,992 % | 4,114 % | 5,868 % | 2,829 % | 2,736 % 56 | 7,472 % | 4,001 % | 4,105 % | 5,849 % | 2,842 % | 2,751 % 57 | 7,438 % | 4,009 % | 4,096 % | 5,831 % | 2,855 % | 2,766 % 58 | 7,404 % | 4,018 % | 4,088 % | 5,813 % | 2,868 % | 2,780 % 59 | 7,372 % | 4,026 % | 4,080 % | 5,796 % | 2,880 % | 2,793 % 60 | 7,341 % | 4,033 % | 4,072 % | 5,780 % | 2,892 % | 2,807 % 61 | 7,310 % | 4,041 % | 4,065 % | 5,764 % | 2,903 % | 2,819 % 62 | 7,281 % | 4,048 % | 4,057 % | 5,748 % | 2,914 % | 2,832 % 63 | 7,253 % | 4,055 % | 4,050 % | 5,733 % | 2,925 % | 2,844 % 64 | 7,225 % | 4,062 % | 4,043 % | 5,719 % | 2,935 % | 2,856 % 65 | 7,199 % | 4,068 % | 4,036 % | 5,705 % | 2,945 % | 2,867 % 66 | 7,173 % | 4,075 % | 4,030 % | 5,691 % | 2,955 % | 2,878 % 67 | 7,148 % | 4,081 % | 4,023 % | 5,678 % | 2,965 % | 2,889 % 68 | 7,123 % | 4,087 % | 4,017 % | 5,665 % | 2,974 % | 2,899 % 69 | 7,100 % | 4,093 % | 4,011 % | 5,652 % | 2,983 % | 2,909 % 70 | 7,077 % | 4,099 % | 4,005 % | 5,640 % | 2,992 % | 2,919 % 71 | 7,054 % | 4,104 % | 4,000 % | 5,628 % | 3,000 % | 2,928 % 72 | 7,033 % | 4,110 % | 3,994 % | 5,617 % | 3,009 % | 2,938 % 73 | 7,012 % | 4,115 % | 3,989 % | 5,606 % | 3,017 % | 2,947 % 74 | 6,991 % | 4,120 % | 3,984 % | 5,595 % | 3,024 % | 2,955 % 75 | 6,971 % | 4,125 % | 3,979 % | 5,584 % | 3,032 % | 2,964 % 76 | 6,951 % | 4,130 % | 3,974 % | 5,574 % | 3,039 % | 2,972 % 77 | 6,933 % | 4,135 % | 3,969 % | 5,564 % | 3,047 % | 2,980 % 78 | 6,914 % | 4,140 % | 3,964 % | 5,554 % | 3,054 % | 2,988 % 79 | 6,896 % | 4,144 % | 3,959 % | 5,544 % | 3,061 % | 2,996 % 80 | 6,878 % | 4,149 % | 3,955 % | 5,535 % | 3,067 % | 3,003 % 81 | 6,861 % | 4,153 % | 3,950 % | 5,526 % | 3,074 % | 3,011 % 82 | 6,845 % | 4,157 % | 3,946 % | 5,517 % | 3,080 % | 3,018 % 83 | 6,828 % | 4,161 % | 3,942 % | 5,508 % | 3,086 % | 3,025 % 84 | 6,812 % | 4,165 % | 3,938 % | 5,500 % | 3,093 % | 3,032 % 85 | 6,797 % | 4,169 % | 3,934 % | 5,492 % | 3,099 % | 3,038 % 86 | 6,782 % | 4,173 % | 3,930 % | 5,484 % | 3,104 % | 3,045 % 87 | 6,767 % | 4,177 % | 3,926 % | 5,476 % | 3,110 % | 3,051 % 88 | 6,752 % | 4,180 % | 3,923 % | 5,468 % | 3,116 % | 3,057 % 89 | 6,738 % | 4,184 % | 3,919 % | 5,460 % | 3,121 % | 3,064 % 90 | 6,724 % | 4,187 % | 3,915 % | 5,453 % | 3,126 % | 3,069 % 91 | 6,711 % | 4,191 % | 3,912 % | 5,446 % | 3,131 % | 3,075 % 92 | 6,698 % | 4,194 % | 3,909 % | 5,439 % | 3,137 % | 3,081 % 93 | 6,685 % | 4,197 % | 3,905 % | 5,432 % | 3,142 % | 3,087 % 94 | 6,672 % | 4,201 % | 3,902 % | 5,425 % | 3,146 % | 3,092 % 95 | 6,660 % | 4,204 % | 3,899 % | 5,419 % | 3,151 % | 3,097 % 96 | 6,648 % | 4,207 % | 3,896 % | 5,412 % | 3,156 % | 3,103 % 97 | 6,636 % | 4,210 % | 3,893 % | 5,406 % | 3,160 % | 3,108 % 98 | 6,624 % | 4,213 % | 3,890 % | 5,400 % | 3,165 % | 3,113 % 99 | 6,613 % | 4,216 % | 3,887 % | 5,394 % | 3,169 % | 3,118 % 100 | 6,601 % | 4,219 % | 3,884 % | 5,388 % | 3,174 % | 3,122 % 101 | 6,590 % | 4,221 % | 3,881 % | 5,382 % | 3,178 % | 3,127 % 102 | 6,580 % | 4,224 % | 3,878 % | 5,376 % | 3,182 % | 3,132 % 103 | 6,569 % | 4,227 % | 3,876 % | 5,370 % | 3,186 % | 3,136 % 104 | 6,559 % | 4,229 % | 3,873 % | 5,365 % | 3,190 % | 3,141 % 105 | 6,549 % | 4,232 % | 3,870 % | 5,360 % | 3,194 % | 3,145 % 106 | 6,539 % | 4,234 % | 3,868 % | 5,354 % | 3,198 % | 3,149 % 107 | 6,529 % | 4,237 % | 3,865 % | 5,349 % | 3,201 % | 3,154 % 108 | 6,519 % | 4,239 % | 3,863 % | 5,344 % | 3,205 % | 3,158 % 109 | 6,510 % | 4,242 % | 3,860 % | 5,339 % | 3,209 % | 3,162 % 110 | 6,501 % | 4,244 % | 3,858 % | 5,334 % | 3,212 % | 3,166 % 111 | 6,492 % | 4,246 % | 3,856 % | 5,329 % | 3,216 % | 3,170 % 112 | 6,483 % | 4,249 % | 3,853 % | 5,325 % | 3,219 % | 3,173 % 113 | 6,474 % | 4,251 % | 3,851 % | 5,320 % | 3,223 % | 3,177 % 114 | 6,466 % | 4,253 % | 3,849 % | 5,315 % | 3,226 % | 3,181 % 115 | 6,457 % | 4,255 % | 3,847 % | 5,311 % | 3,229 % | 3,185 % 116 | 6,449 % | 4,257 % | 3,845 % | 5,306 % | 3,232 % | 3,188 % 117 | 6,441 % | 4,259 % | 3,843 % | 5,302 % | 3,235 % | 3,192 % 118 | 6,433 % | 4,261 % | 3,841 % | 5,298 % | 3,238 % | 3,195 % 119 | 6,425 % | 4,263 % | 3,838 % | 5,294 % | 3,242 % | 3,198 % 120 | 6,417 % | 4,265 % | 3,837 % | 5,289 % | 3,245 % | 3,202 % 121 | 6,409 % | 4,267 % | 3,835 % | 5,285 % | 3,247 % | 3,205 % 122 | 6,402 % | 4,269 % | 3,833 % | 5,281 % | 3,250 % | 3,208 % 123 | 6,395 % | 4,271 % | 3,831 % | 5,277 % | 3,253 % | 3,212 % 124 | 6,387 % | 4,273 % | 3,829 % | 5,274 % | 3,256 % | 3,215 % 125 | 6,380 % | 4,275 % | 3,827 % | 5,270 % | 3,259 % | 3,218 % 126 | 6,373 % | 4,277 % | 3,825 % | 5,266 % | 3,261 % | 3,221 % 127 | 6,366 % | 4,278 % | 3,823 % | 5,262 % | 3,264 % | 3,224 % 128 | 6,359 % | 4,280 % | 3,822 % | 5,259 % | 3,267 % | 3,227 % 129 | 6,353 % | 4,282 % | 3,820 % | 5,255 % | 3,269 % | 3,230 % 130 | 6,346 % | 4,283 % | 3,818 % | 5,252 % | 3,272 % | 3,232 % 131 | 6,340 % | 4,285 % | 3,817 % | 5,248 % | 3,274 % | 3,235 % 132 | 6,333 % | 4,287 % | 3,815 % | 5,245 % | 3,277 % | 3,238 % 133 | 6,327 % | 4,288 % | 3,813 % | 5,242 % | 3,279 % | 3,241 % 134 | 6,321 % | 4,290 % | 3,812 % | 5,238 % | 3,282 % | 3,243 % 135 | 6,315 % | 4,291 % | 3,810 % | 5,235 % | 3,284 % | 3,246 % 136 | 6,309 % | 4,293 % | 3,809 % | 5,232 % | 3,286 % | 3,249 % 137 | 6,303 % | 4,295 % | 3,807 % | 5,229 % | 3,289 % | 3,251 % 138 | 6,297 % | 4,296 % | 3,806 % | 5,225 % | 3,291 % | 3,254 % 139 | 6,291 % | 4,297 % | 3,804 % | 5,222 % | 3,293 % | 3,256 % 140 | 6,286 % | 4,299 % | 3,803 % | 5,219 % | 3,295 % | 3,259 % 141 | 6,280 % | 4,300 % | 3,801 % | 5,216 % | 3,297 % | 3,261 % 142 | 6,274 % | 4,302 % | 3,800 % | 5,213 % | 3,299 % | 3,263 % 143 | 6,269 % | 4,303 % | 3,798 % | 5,211 % | 3,302 % | 3,266 % 144 | 6,264 % | 4,304 % | 3,797 % | 5,208 % | 3,304 % | 3,268 % 145 | 6,258 % | 4,306 %

| 3,796 % | 5,205 % | 3,306 % | 3,270 % 146 | 6,253 % | 4,307 % | 3,794 % | 5,202 % | 3,308 % | 3,273 % 147 | 6,248 % | 4,308 % | 3,793 % | 5,199 % | 3,310 % | 3,275 % 148 | 6,243 % | 4,310 % | 3,792 % | 5,197 % | 3,312 % | 3,277 % 149 | 6,238 % | 4,311 % | 3,790 % | 5,194 % | 3,314 % | 3,279 % 150 | 6,233 % | 4,312 % | 3,789 % | 5,191 % | 3,316 % | 3,281 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 17,721 % | 0,072 % | -0,109 % 2 | 17,964 % | 0,282 % | -0,092 % 3 | 18,231 % | 0,555 % | -0,086 % 4 | 18,400 % | 0,783 % | -0,081 % 5 | 18,498 % | 0,965 % | -0,073 % 6 | 18,528 % | 1,105 % | -0,060 % 7 | 18,506 % | 1,217 % | -0,045 % 8 | 18,441 % | 1,304 % | -0,028 % 9 | 18,326 % | 1,376 % | -0,008 % 10 | 18,168 % | 1,434 % | 0,014 % 11 | 17,977 % | 1,489 % | 0,036 % 12 | 17,759 % | 1,537 % | 0,060 % 13 | 17,519 % | 1,574 % | 0,087 % 14 | 17,263 % | 1,603 % | 0,114 % 15 | 16,992 % | 1,629 % | 0,141 % 16 | 16,712 % | 1,654 % | 0,167 % 17 | 16,425 % | 1,676 % | 0,192 % 18 | 16,133 % | 1,696 % | 0,216 % 19 | 15,840 % | 1,713 % | 0,240 % 20 | 15,547 % | 1,725 % | 0,264 % 21 | 15,257 % | 1,733 % | 0,289 % 22 | 14,971 % | 1,739 % | 0,311 % 23 | 14,691 % | 1,743 % | 0,332 % 24 | 14,417 % | 1,746 % | 0,350 % 25 | 14,151 % | 1,750 % | 0,363 % 26 | 13,893 % | 1,753 % | 0,374 % 27 | 13,644 % | 1,756 % | 0,384 % 28 | 13,404 % | 1,754 % | 0,397 % 29 | 13,173 % | 1,748 % | 0,415 % 30 | 12,951 % | 1,737 % | 0,441 % 31 | 12,738 % | 1,718 % | 0,474 % 32 | 12,534 % | 1,696 % | 0,514 % 33 | 12,339 % | 1,672 % | 0,559 % 34 | 12,153 % | 1,646 % | 0,607 % 35 | 11,974 % | 1,622 % | 0,656 % 36 | 11,803 % | 1,598 % | 0,708 % 37 | 11,640 % | 1,576 % | 0,759 % 38 | 11,484 % | 1,557 % | 0,811 % 39 | 11,334 % | 1,540 % | 0,863 % 40 | 11,192 % | 1,526 % | 0,914 % 41 | 11,055 % | 1,514 % | 0,965 % 42 | 10,924 % | 1,506 % | 1,014 % 43 | 10,799 % | 1,500 % | 1,063 % 44 | 10,679 % | 1,497 % | 1,110 % 45 | 10,564 % | 1,497 % | 1,156 % 46 | 10,454 % | 1,500 % | 1,201 % 47 | 10,348 % | 1,505 % | 1,245 % 48 | 10,246 % | 1,513 % | 1,287 % 49 | 10,149 % | 1,524 % | 1,329 % 50 | 10,055 % | 1,537 % | 1,369 % 51 | 9,965 % | 1,554 % | 1,407 % 52 | 9,878 % | 1,572 % | 1,445 % 53 | 9,794 % | 1,592 % | 1,482 % 54 | 9,714 % | 1,614 % | 1,517 % 55 | 9,636 % | 1,637 % | 1,551 % 56 | 9,561 % | 1,660 % | 1,585 % 57 | 9,489 % | 1,684 % | 1,617 % 58 | 9,419 % | 1,708 % | 1,648 % 59 | 9,352 % | 1,732 % | 1,678 % 60 | 9,287 % | 1,756 % | 1,708 % 61 | 9,224 % | 1,781 % | 1,736 % 62 | 9,163 % | 1,805 % | 1,764 % 63 | 9,104 % | 1,829 % | 1,791 % 64 | 9,047 % | 1,852 % | 1,817 % 65 | 8,991 % | 1,876 % | 1,843 % 66 | 8,938 % | 1,899 % | 1,867 % 67 | 8,886 % | 1,921 % | 1,891 % 68 | 8,835 % | 1,944 % | 1,914 % 69 | 8,786 % | 1,966 % | 1,937 % 70 | 8,738 % | 1,987 % | 1,959 % 71 | 8,692 % | 2,008 % | 1,980 % 72 | 8,647 % | 2,029 % | 2,001 % 73 | 8,603 % | 2,049 % | 2,022 % 74 | 8,561 % | 2,069 % | 2,041 % 75 | 8,520 % | 2,088 % | 2,061 % 76 | 8,479 % | 2,107 % | 2,079 % 77 | 8,440 % | 2,126 % | 2,098 % 78 | 8,402 % | 2,144 % | 2,115 % 79 | 8,365 % | 2,162 % | 2,133 % 80 | 8,328 % | 2,179 % | 2,150 % 81 | 8,293 % | 2,196 % | 2,166 % 82 | 8,258 % | 2,213 % | 2,182 % 83 | 8,225 % | 2,229 % | 2,198 % 84 | 8,192 % | 2,245 % | 2,213 % 85 | 8,160 % | 2,261 % | 2,228 % 86 | 8,129 % | 2,276 % | 2,243 % 87 | 8,098 % | 2,291 % | 2,257 % 88 | 8,068 % | 2,306 % | 2,272 % 89 | 8,039 % | 2,320 % | 2,285 % 90 | 8,010 % | 2,334 % | 2,299 % 91 | 7,982 % | 2,348 % | 2,312 % 92 | 7,955 % | 2,361 % | 2,325 % 93 | 7,928 % | 2,374 % | 2,337 % 94 | 7,902 % | 2,387 % | 2,349 % 95 | 7,877 % | 2,400 % | 2,361 % 96 | 7,852 % | 2,412 % | 2,373 % 97 | 7,827 % | 2,424 % | 2,385 % 98 | 7,803 % | 2,436 % | 2,396 % 99 | 7,780 % | 2,448 % | 2,407 % 100 | 7,757 % | 2,459 % | 2,418 % 101 | 7,734 % | 2,470 % | 2,429 % 102 | 7,712 % | 2,481 % | 2,439 % 103 | 7,690 % | 2,492 % | 2,449 % 104 | 7,669 % | 2,503 % | 2,460 % 105 | 7,648 % | 2,513 % | 2,469 % 106 | 7,628 % | 2,523 % | 2,479 % 107 | 7,608 % | 2,533 % | 2,489 % 108 | 7,588 % | 2,543 % | 2,498 % 109 | 7,569 % | 2,553 % | 2,507 % 110 | 7,550 % | 2,562 % | 2,516 % 111 | 7,531 % | 2,572 % | 2,525 % 112 | 7,513 % | 2,581 % | 2,533 % 113 | 7,495 % | 2,590 % | 2,542 % 114 | 7,477 % | 2,598 % | 2,550 % 115 | 7,460 % | 2,607 % | 2,559 % 116 | 7,443 % | 2,616 % | 2,567 % 117 | 7,426 % | 2,624 % | 2,575 % 118 | 7,409 % | 2,632 % | 2,582 % 119 | 7,393 % | 2,640 % | 2,590 % 120 | 7,377 % | 2,648 % | 2,598 % 121 | 7,362 % | 2,656 % | 2,605 % 122 | 7,346 % | 2,664 % | 2,612 % 123 | 7,331 % | 2,671 % | 2,620 % 124 | 7,316 % | 2,679 % | 2,627 % 125 | 7,302 % | 2,686 % | 2,634 % 126 | 7,287 % | 2,693 % | 2,640 % 127 | 7,273 % | 2,701 % | 2,647 % 128 | 7,259 % | 2,708 % | 2,654 % 129 | 7,245 % | 2,714 % | 2,660 % 130 | 7,232 % | 2,721 % | 2,667 % 131 | 7,218 % | 2,728 % | 2,673 % 132 | 7,205 % | 2,734 % | 2,679 % 133 | 7,192 % | 2,741 % | 2,685 % 134 | 7,180 % | 2,747 % | 2,692 % 135 | 7,167 % | 2,754 % | 2,697 % 136 | 7,155 % | 2,760 % | 2,703 % 137 | 7,143 % | 2,766 % | 2,709 % 138 | 7,131 % | 2,772 % | 2,715 % 139 | 7,119 % | 2,778 % | 2,721 % 140 | 7,107 % | 2,784 % | 2,726 % 141 | 7,096 % | 2,789 % | 2,732 % 142 | 7,084 % | 2,795 % | 2,737 % 143 | 7,073 % | 2,801 % | 2,742 % 144 | 7,062 % | 2,806 % | 2,747 % 145 | 7,051 % | 2,812 % | 2,753 % 146 | 7,041 % | 2,817 % | 2,758 % 147 | 7,030 % | 2,822 % | 2,763 % 148 | 7,020 % | 2,828 % | 2,768 % 149 | 7,009 % | 2,833 % | 2,773 % 150 | 6,999 % | 2,838 % | 2,777 % * * * 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 | 30 | 5 | 0 | 23 | 1 2 | 0 | 0 | 37 | 5 | 0 | 39 | 0 3 | 0 | 0 | 42 | 5 | 1 | 44 | 0 4 | 0 | 2 | 45 | 5 | 2 | 45 | 0 5 | 0 | 3 | 49 | 5 | 4 | 48 | 0 6 | 1 | 4 | 52 | 5 | 6 | 51 | 0 7 | 1 | 5 | 55 | 5 | 8 | 52 | 0 8 | 2 | 6 | 56 | 5 | 10 | 52 | 0 9 | 3 | 7 | 58 | 5 | 12 | 49 | 0 10 | 3 | 8 | 60 | 5 | 13 | 48 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 371 | 4 | 15 2 | 0 | 0 | 0 | 0 | 231 | 4 | 21 3 | 0 | 0 | 0 | 0 | 205 | 4 | 23 4 | 2 | 0 | 0 | 0 | 179 | 4 | 24 5 | 3 | 0 | 0 | 0 | 165 | 4 | 25 6 | 4 | 0 | 0 | 0 | 162 | 4 | 27 7 | 5 | 0 | 0 | 0 | 159 | 4 | 28 8 | 6 | 0 | 1 | 0 | 163 | 3 | 29 9 | 7 | 0 | 2 | 0 | 165 | 1 | 29 10 | 8 | 0 | 3 | 0 | 167 | 4 | 29 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 4 | 5 | 0 | 15 | 0 | 4 2 | 14 | 10 | 11 | 0 | 21 | 0 | 4 3 | 18 | 13 | 14 | 0 | 23 | 0 | 4 4 | 21 | 15 | 16 | 0 | 24 | 0 | 4 5 | 24 | 17 | 18 | 0 | 25 | 0 | 4 6 | 25 | 18 | 20 | 0 | 27 | 0 | 4 7 | 27 | 20 | 21 | 0 | 28 | 0 | 4 8 | 28 | 21 | 23 | 0 | 29 | 0 | 4 9 | 30 | 22 | 24 | 1 | 29 | 0 | 4 10 | 31 | 23 | 25 | 2 | 29 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 23 | 9 | 11 | 17 | 5 | 0 | 0 2 | 39 | 16 | 15 | 20 | 11 | 0 | 0 3 | 44 | 18 | 17 | 24 | 14 | 0 | 0 4 | 45 | 19 | 18 | 28 | 16 | 0 | 0 5 | 48 | 21 | 19 | 32 | 18 | 0 | 0 6 | 51 | 22 | 21 | 35 | 20 | 0 | 0 7 | 52 | 23 | 22 | 36 | 21 | 0 | 0 8 | 52 | 25 | 23 | 38 | 23 | 0 | 0 9 | 49 | 26 | 24 | 38 | 24 | 0 | 0 10 | 48 | 24 | 24 | 38 | 25 | 0 | 0 Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 2 | 0 | 0 | 0 | 0 | 12 | 0 | 18 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 9 | 0 | 0 | 0 | 0 | 12 | 0 | 15 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 0 | 10 | 0 | 0 | 9 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 3 | 2 | 28 | 0 | 10 | 0 | 0 | 10 4 | 3 | 35 | 0 | 10 | 0 | 0 | 10 5 | 3 | 37 | 0 | 10 | 0 | 0 | 10 6 | 3 | 40 | 0 | 10 | 0 | 0 | 10 7 | 4 | 42 | 0 | 10 | 0 | 0 | 10 8 | 8 | 40 | 0 | 10 | 0 | 0 | 10 9 | 5 | 37 | 0 | 10 | 0 | 0 | 10 10 | 5 | 39 | 0 | 10 | 1 | 0 | 10 Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 7 | 9 | 1 | 4 2 | 0 | 0 | 0 | 9 | 12 | 0 | 4 3 | 0 | 0 | 0 | 10 | 12 | 0 | 4 4 | 0 | 0 | 0 | 10 | 14 | 0 | 4 5 | 0 | 2 | 0 | 10 | 15 | 0 | 4 6 | 0 | 5 | 0 | 12 | 15 | 0 | 4 7 | 0 | 7 | 0 | 14 | 16 | 0 | 4 8 | 0 | 11 | 0 | 15 | 16 | 0 | 4 9 | 0 | 17 | 0 | 16 | 16 | 0 | 4 10 | 0 | 17 | 0 | 18 | 16 | 0 | 4 Duration (in years) | United States ---|--- 1 | 0 2 | 0 3 | 0 4 | 0 5 | 0 6 | 0 7 | 0 8 | 0 9 | 0 10 | 0 2\.

Exposures to financial institutions 2.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 20 | 43 | 114 | 226 | 530 | 1 205 2 | 7 | 20 | 43 | 114 | 226 | 530 | 969 3 | 8 | 22 | 44 | 108 | 223 | 526 | 790 4 | 9 | 24 | 47 | 110 | 222 | 525 | 654 5 | 10 | 27 | 52 | 113 | 222 | 525 | 550 6 | 11 | 29 | 55 | 118 | 222 | 525 | 525 7 | 13 | 31 | 57 | 121 | 222 | 525 | 525 8 | 13 | 32 | 57 | 120 | 222 | 525 | 525 9 | 13 | 33 | 57 | 119 | 222 | 525 | 525 10 | 13 | 34 | 57 | 119 | 222 | 525 | 525 11 | 14 | 35 | 58 | 119 | 222 | 525 | 525 12 | 14 | 36 | 58 | 119 | 222 | 525 | 525 13 | 15 | 36 | 58 | 119 | 222 | 525 | 525 14 | 15 | 37 | 58 | 119 | 222 | 525 | 525 15 | 15 | 37 | 58 | 119 | 222 | 525 | 525 16 | 15 | 37 | 58 | 119 | 222 | 525 | 525 17 | 15 | 37 | 58 | 119 | 222 | 525 | 525 18 | 15 | 37 | 58 | 119 | 222 | 525 | 525 19 | 15 | 37 | 58 | 119 | 222 | 525 | 525 20 | 15 | 37 | 58 | 119 | 222 | 525 | 525 21 | 15 | 37 | 58 | 119 | 222 | 525 | 525 22 | 17 | 37 | 58 | 119 | 222 | 525 | 525 23 | 17 | 37 | 58 | 119 | 222 | 525 | 525 24 | 18 | 37 | 58 | 119 | 222 | 525 | 525 25 | 18 | 37 | 58 | 119 | 222 | 525 | 525 26 | 19 | 37 | 58 | 119 | 222 | 525 | 525 27 | 19 | 37 | 58 | 119 | 222 | 525 | 525 28 | 21 | 37 | 58 | 119 | 222 | 525 | 525 29 | 21 | 37 | 58 | 119 | 222 | 525 | 525 30 | 22 | 37 | 58 | 119 | 222 | 525 | 525 2.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 14 | 28 | 51 | 122 | 234 | 538 | 1 261 2 | 16 | 30 | 53 | 124 | 236 | 540 | 1 017 3 | 18 | 32 | 55 | 118 | 233 | 537 | 830 4 | 19 | 34 | 57 | 120 | 232 | 536 | 686 5 | 20 | 36 | 62 | 123 | 231 | 535 | 576 6 | 20 | 38 | 64 | 127 | 231 | 534 | 534 7 | 21 | 39 | 66 | 129 | 230 | 534 | 534 8 | 20 | 39 | 65 | 127 | 229 | 533 | 533 9 | 20 | 40 | 64 | 126 | 229 | 533 | 533 10 | 20 | 41 | 64 | 126 | 228 | 532 | 532 11 | 20 | 41 | 64 | 125 | 228 | 531 | 531 12 | 20 | 41 | 63 | 125 | 227 | 531 | 531 13 | 20 | 41 | 63 | 124 | 227 | 530 | 530 14 | 19 | 41 | 62 | 124 | 226 | 530 | 530 15 | 19 | 41 | 62 | 123 | 226 | 529 | 529 16 | 18 | 40 | 61 | 123 | 225 | 529 | 529 17 | 18 | 40 | 61 | 123 | 225 | 529 | 529 18 | 18 | 40 | 61 | 123 | 225 | 529 | 529 19 | 18 | 40 | 61 | 123 | 225 | 529 | 529 20 | 19 | 40 | 62 | 123 | 226 | 529 | 529 21 | 19 | 41 | 62 | 123 | 226 | 529 | 529 22 | 19 | 41 | 62 | 124 | 226 | 530 | 530 23 | 19 | 41 | 62 | 124 | 226 | 530 | 530 24 | 19 | 41 | 62 | 124 | 226 | 530 | 530 25 | 19 | 41 | 62 | 124 | 226 | 530 | 530 26 | 19 | 41 | 62 | 124 | 226 | 530 | 530 27 | 21 | 41 | 62 | 124 | 226 | 530 | 530 28 | 21 | 41 | 62 | 124 | 226 | 530 | 530 29 | 22 | 41 | 62 | 123 | 226 | 530 | 530 30 | 22 | 41 | 62 | 123 | 226 | 530 | 530 2.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 20 | 43 | 114 | 226 | 530 | 1 205 2 | 6 | 20 | 43 | 114 | 226 | 530 | 969 3 | 7 | 22 | 44 | 108 | 223 | 526 | 790 4 | 9 | 24 | 47 | 110 | 222 | 525 | 654 5 | 10 | 27 | 52 | 113 | 222 | 525 | 550 6 | 11 | 29 | 55 | 118 | 222 | 525 | 525 7 | 12 | 31 | 57 | 120 | 222 | 525 | 525 8 | 12 | 32 | 57 | 119 | 222 | 525 | 525 9 | 13 | 32 | 57 | 119 | 222 | 525 | 525 10 | 13 | 34 | 57 | 119 | 222 | 525 | 525 11 | 14 | 35 | 58 | 119 | 222 | 525 | 525 12 | 14 | 36 | 58 | 119 | 222 | 525 | 525 13 | 14 | 36 | 58 | 119 | 222 | 525 | 525 14 | 15 | 36 | 58 | 119 | 222 | 525 | 525 15 | 15 | 36 | 58 | 119 | 222 | 525 | 525 16 | 15 | 36 | 58 | 119 | 222 | 525 | 525 17 | 15 | 36 | 58 | 119 | 222 | 525 | 525 18 | 15 | 36 | 58 | 119 | 222 | 525 | 525 19 | 15 | 36 | 58 | 119 | 222 | 525 | 525 20 | 15 | 36 | 58 | 119 | 222 | 525 | 525 21 | 15 | 36 | 58 | 119 | 222 | 525 | 525 22 | 17 | 36 | 58 | 119 | 222 | 525 | 525 23 | 17 | 36 | 58 | 119 | 222 | 525 | 525 24 | 18 | 36 | 58 | 119 | 222 | 525 | 525 25 | 18 | 36 | 58 | 119 | 222 | 525 | 525 26 | 19 | 36 | 58 | 119 | 222 | 525 | 525 27 | 19 | 36 | 58 | 119 | 222 | 525 | 525 28 | 21 | 36 | 58 | 119 | 222 | 525 | 525 29 | 21 | 37 | 58 | 119 | 222 | 525 | 525 30 | 22 | 37 | 58 | 119 | 222 | 525 | 525 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 | 77 | 90 | 114 | 185 | 297 | 601 | 1 243 2 | 74 | 87 | 111 | 181 | 294 | 597 | 1 004 3 | 78 | 92 | 115 | 178 | 293 | 597 | 821 4 | 77 | 93 | 116 | 179 | 290 | 594 | 681 5 | 77 | 93 | 119 | 180 | 288 | 592 | 592 6 | 76 | 94 | 120 | 183 | 287 | 590 | 590 7 | 76 | 94 | 120 | 184 | 285 | 588 | 588 8 | 75 | 94 | 119 | 182 | 284 | 587 | 587 9 | 74 | 94 | 118 | 180 | 283 | 587 | 587 10 | 71 | 92 | 115 | 177 | 280 | 583 | 583 11 | 69 | 90 | 113 | 175 | 277 | 581 | 581 12 | 69 | 90 | 112 | 173 | 276 | 580 | 580 13 | 68 | 90 | 111 | 173 | 275 | 579 | 579 14 | 68 | 90 | 111 | 172 | 275 | 579 | 579 15 | 68 | 90 | 111 | 172 | 275 | 578 | 578 16 | 67 | 89 | 110 | 172 | 274 | 578 | 578 17 | 67 | 89 | 110 | 171 | 274 | 577 | 577 18 | 66 | 88 | 109 | 171 | 273 | 577 | 577 19 | 66 | 87 | 109 | 170 | 273 | 576 | 576 20 | 65 | 87 | 108 | 169 | 272 | 576 | 576 21 | 64 | 86 | 107 | 169 | 271 | 575 | 575 22 | 64 | 85 | 107 | 168 | 271 | 574 | 574 23 | 63 | 85 | 106 | 167 | 270 | 573 | 573 24 | 62 | 84 | 105 | 166 | 269 | 572 | 572 25 | 61 | 83 | 104 | 165 | 268 | 571 | 571 26 | 60 | 82 | 103 | 164 | 267 | 570 | 570 27 | 59 | 81 | 102 | 163 | 266 | 569 | 569 28 | 58 | 80 | 101 | 162 | 265 | 568 | 568 29 | 57 | 79 | 100 | 161 | 264 | 567 | 567 30 | 56 | 78 | 99 | 160 | 263 | 566 | 566 2.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 24 | 47 | 118 | 230 | 534 | 1 214 2 | 12 | 25 | 49 | 119 | 232 | 535 | 978 3 | 14 | 29 | 51 | 115 | 229 | 533 | 798 4 | 16 | 31 | 54 | 117 | 229 | 532 | 661 5 | 18 | 34 | 59 | 121 | 229 | 533 | 556 6 | 19 | 36 | 63 | 125 | 229 | 533 | 533 7 | 20 | 38 | 64 | 128 | 229 | 532 | 532 8 | 19 | 38 | 64 | 126 | 228 | 532 | 532 9 | 19 | 39 | 63 | 125 | 228 | 532 | 532 10 | 19 | 40 | 63 | 125 | 228 | 531 | 531 11 | 19 | 41 | 63 | 125 | 227 | 531 | 531 12 | 20 | 41 | 63 | 125 | 227 | 531 | 531 13 | 20 | 42 | 63 | 125 | 227 | 531 | 531 14 | 20 | 42 | 63 | 125 | 227 | 531 | 531 15 | 20 | 42 | 63 | 125 | 227 | 531 | 531 16 | 20 | 42 | 63 | 124 | 227 | 531 | 531 17 | 20 | 42 | 63 | 125 | 227 | 531 | 531 18 | 20 | 42 | 63 | 125 | 227 | 531 | 531 19 | 21 | 42 | 64 | 125 | 228 | 531 | 531 20 | 21 | 43 | 64 | 125 | 228 | 532 | 532 21 | 21 | 43 | 64 | 126 | 228 | 532 | 532 22 | 22 | 44 | 65 | 126 | 229 | 532 | 532 23 | 22 | 44 | 65 | 126 | 229 | 532 | 532 24 | 22 | 44 | 65 | 126 | 229 | 532 | 532 25 | 22 | 44 | 65 | 126 | 229 | 532 | 532 26 | 22 | 44 | 65 | 126 | 229 | 532 | 532 27 | 22 | 44 | 65 | 126 | 229 | 532 | 532 28 | 22 | 44 | 65 | 126 | 229 | 532 | 532 29 | 22 | 43 | 65 | 126 | 229 | 532 | 532 30 | 22 | 43 | 64 | 126 | 228 | 532 | 532 2.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 61 | 84 | 155 | 267 | 571 | 1 212 2 | 51 | 64 | 88 | 159 | 271 | 575 | 976 3 | 56 | 71 | 93 | 157 | 272 | 575 | 795 4 | 60 | 75 | 98 | 161 | 273 | 576 | 658 5 | 62 | 79 | 104 | 165 | 274 | 577 | 577 6 | 63 | 81 | 107 | 170 | 274 | 577 | 577 7 | 64 | 82 | 109 | 172 | 273 | 577 | 577 8 | 63 | 82 | 108 | 170 | 272 | 576 | 576 9 | 62 | 82 | 106 | 168 | 271 | 575 | 575 10 | 61 | 82 | 106 | 167 | 270 | 573 | 573 11 | 61 | 82 | 105 | 166 | 268 | 572 | 572 12 | 60 | 81 | 103 | 165 | 267 | 571 | 571 13 | 59 | 81 | 102 | 163 | 266 | 570 | 570 14 | 58 | 80 | 101 | 162 | 265 | 568 | 568 15 | 57 | 79 | 100 | 161 | 264 | 567 | 567 16 | 56 | 78 | 99 | 160 | 263 | 567 | 567 17 | 55 | 77 | 98 | 160 | 262 | 566 | 566 18 | 55 | 76 | 98 | 159 | 262 | 565 | 565 19 | 54 | 76 | 97 | 159 | 261 | 565 | 565 20 | 54 | 75 | 97 | 158 | 261 | 564 | 564 21 | 53 | 75 | 96 | 157 | 260 | 564 | 564 22 | 52 | 74 | 95 | 157 | 259 | 563 | 563 23 | 52 | 73 | 95 | 156 | 259 | 562 | 562 24 | 51 | 73 | 94 | 155 | 258 | 561 | 561 25 | 50 | 72 | 93 | 154 | 257 | 561 | 561 26 | 49 | 71 | 92 | 154 | 256 | 560 | 560 27 | 48 | 70 | 91 | 153 | 255 | 559 | 559 28 | 48 | 69 | 91 | 152 | 255 | 558 | 558 29 | 47 | 69 | 90 | 151 | 254 | 557 | 557 30 | 46 | 68 | 89 | 150 | 253 | 557 | 557 2.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 42 | 113 | 226 | 529 | 1 204 2 | 6 | 19 | 42 | 113 | 226 | 529 | 969 3 | 7 | 21 | 44 | 107 | 222 | 525 | 790 4 | 8 | 23 | 46 | 109 | 221 | 525 | 654 5 | 9 | 26 | 51 | 113 | 221 | 524 | 550 6 | 10 | 28 | 55 | 117 | 221 | 524 | 524 7 | 12 | 30 | 56 | 120 | 221 | 524 | 524 8 | 12 | 31 | 56 | 119 | 221 | 524 | 524 9 | 12 | 32 | 56 | 118 | 221 | 524 | 524 10 | 12 | 33 | 57 | 118 | 221 | 524 | 524 11 | 13 | 34 | 57 | 118 | 221 | 524 | 524 12 | 13 | 35 | 57 | 118 | 221 | 524 | 524 13 | 14 | 35 | 57 | 118 | 221 | 524 | 524 14 | 14 | 36 | 57 | 118 | 221 | 524 | 524 15 | 14 | 36 | 57 | 118 | 221 | 524 | 524 16 | 14 | 36 | 57 | 118 | 221 | 524 | 524 17 | 14 | 36 | 57 | 118 | 221 | 524 | 524 18 | 14 | 36 | 57 | 118 | 221 | 524 | 524 19 | 14 | 36 | 57 | 118 | 221 | 524 | 524 20 | 15 | 36 | 57 | 118 | 221 | 524 | 524 21 | 15 | 36 | 57 | 118 | 221 | 524 | 524 22 | 17 | 36 | 57 | 118 | 221 | 524 | 524 23 | 17 | 36 | 57 | 118 | 221 | 524 | 524 24 | 18 | 36 | 57 | 118 | 221 | 524 | 524 25 | 18 | 36 | 57 | 118 | 221 | 525 | 525 26 | 19 | 36 | 57 | 118 | 221 | 525 | 525 27 | 19 | 36 | 57 | 118 | 221 | 525 | 525 28 | 21 | 36 | 57 | 118 | 221 | 525 | 525 29 | 21 | 36 | 57 | 118 | 221 | 525 | 525 30 | 22 | 36 | 57 | 118 | 221 | 525 | 525 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 24 | 53 | 145 | 244 | 548 | 1 223 2 | 8 | 24 | 53 | 145 | 244 | 548 | 986 3 | 9 | 26 | 53 | 131 | 241 | 544 | 805 4 | 10 | 28 | 55 | 122 | 239 | 542 | 667 5 | 12 | 30 | 57 | 112 | 238 | 541 | 560 6 | 14 | 34 | 60 | 105 | 237 | 540 | 540 7 | 16 | 36 | 61 | 99 | 236 | 539 | 539 8 | 17 | 38 | 60 | 92 | 235 | 538 | 538 9 | 20 | 45 | 63 | 87 | 234 | 537 | 537 10 | 19 | 44 | 61 | 84 | 233 | 536 | 536 11 | 18 | 43 | 60 | 84 | 232 | 536 | 536 12 | 18 | 43 | 60 | 86 | 231 | 535 | 535 13 | 18 | 43 | 61 | 86 | 230 | 534 | 534 14 | 18 | 43 | 61 | 86 | 230 | 533 | 533 15 | 18 | 43 | 61 | 86 | 229 | 532 | 532 16 | 18 | 43 | 61 | 86 | 228 | 531 | 531 17 | 18 | 43 | 61 | 86 | 227 | 530 | 530 18 | 18 | 43 | 61 | 86 | 226 | 530 | 530 19 | 18 | 43 | 61 | 86 | 226 | 530 | 530 20 | 18 | 43 | 61 | 86 | 226 | 530 | 530 21 | 18 | 43 | 61 | 86 | 227 | 530 | 530 22 | 18 | 43 | 61 | 86 | 226 | 530 | 530 23 | 18 | 43 | 61 | 86 | 226 | 529 | 529 24 | 18 | 43 | 61 | 86 | 225 | 529 | 529 25 | 18 | 43 | 61 | 86 | 225 | 528 | 528 26 | 19 | 43 | 61 | 86 | 224 | 528 | 528 27 | 19 | 43 | 61 | 86 | 223 | 527 | 527 28 | 21 | 43 | 61 | 86 | 223 | 527 | 527 29 | 21 | 43 | 61 | 86 | 222 | 526 | 526 30 | 22 | 43 | 61 | 86 | 222 | 526 | 526 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 | 84 | 98 | 121 | 192 | 304 | 608 | 1 264 2 | 83 | 96 | 120 | 190 | 303 | 606 | 1 021 3 | 82 | 97 | 119 | 183 | 298 | 601 | 835 4 | 82 | 97 | 120 | 183 | 295 | 598 | 692 5 | 81 | 97 | 123 | 184 | 292 | 596 | 596 6 | 80 | 98 | 124 | 187 | 290 | 594 | 594 7 | 79 | 97 | 124 | 187 | 288 | 592 | 592 8 | 77 | 96 | 121 | 184 | 286 | 590 | 590 9 | 75 | 95 | 119 | 181 | 284 | 587 | 587 10 | 74 | 95 | 118 | 180 | 282 | 586 | 586 11 | 73 | 94 | 117 | 178 | 281 | 585 | 585 12 | 72 | 93 | 115 | 177 | 279 | 583 | 583 13 | 71 | 93 | 114 | 175 | 278 | 582 | 582 14 | 70 | 91 | 113 | 174 | 277 | 580 | 580 15 | 68 | 90 | 111 | 173 | 275 | 579 | 579 16 | 67 | 89 | 110 | 172 | 274 | 578 | 578 17 | 66 | 88 | 109 | 171 | 273 | 577 | 577 18 | 65 | 87 | 108 | 170 | 272 | 576 | 576 19 | 64 | 86 | 107 | 169 | 271 | 575 | 575 20 | 64 | 85 | 107 | 168 | 271 | 574 | 574 21 | 63 | 85 | 106 | 167 | 270 | 573 | 573 22 | 62 | 84 | 105 | 166 | 269 | 572 | 572 23 | 61 | 83 | 104 | 165 | 268 | 571 | 571 24 | 60 | 82 | 103 | 164 | 267 | 570 | 570 25 | 59 | 80 | 102 | 163 | 266 | 569 | 569 26 | 58 | 79 | 101 | 162 | 264 | 568 | 568 27 | 57 | 78 | 99 | 161 | 263 | 567 | 567 28 | 55 | 77 | 98 | 160 | 262 | 566 | 566 29 | 54 | 76 | 97 | 159 | 261 | 565 | 565 30 | 53 | 75 | 96 | 158 | 260 | 564 | 564 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 | 57 | 70 | 93 | 164 | 276 | 580 | 1 218 2 | 56 | 69 | 92 | 163 | 276 | 579 | 985 3 | 56 | 70 | 93 | 156 | 271 | 575 | 806 4 | 57 | 72 | 95 | 158 | 270 | 573 | 668 5 | 56 | 73 | 98 | 160 | 268 | 572 | 572 6 | 56 | 73 | 100 | 163 | 266 | 570 | 570 7 | 56 | 74 | 101 | 164 | 265 | 569 | 569 8 | 54 | 74 | 99 | 161 | 264 | 567 | 567 9 | 53 | 73 | 98 | 159 | 262 | 566 | 566 10 | 53 | 73 | 97 | 158 | 261 | 565 | 565 11 | 52 | 73 | 96 | 158 | 260 | 564 | 564 12 | 52 | 74 | 96 | 157 | 259 | 563 | 563 13 | 52 | 73 | 95 | 156 | 259 | 562 | 562 14 | 51 | 73 | 94 | 156 | 258 | 562 | 562 15 | 51 | 73 | 94 | 155 | 258 | 561 | 561 16 | 50 | 72 | 93 | 154 | 257 | 560 | 560 17 | 49 | 71 | 92 | 154 | 256 | 560 | 560 18 | 49 | 71 | 92 | 153 | 256 | 559 | 559 19 | 48 | 70 | 91 | 153 | 255 | 559 | 559 20 | 48 | 70 | 91 | 153 | 255 | 559 | 559 21 | 48 | 70 | 91 | 152 | 255 | 559 | 559 22 | 47 | 69 | 91 | 152 | 254 | 558 | 558 23 | 47 | 69 | 90 | 151 | 254 | 558 | 558 24 | 46 | 68 | 89 | 151 | 253 | 557 | 557 25 | 46 | 68 | 89 | 150 | 253 | 556 | 556 26 | 45 | 67 | 88 | 149 | 252 | 556 | 556 27 | 44 | 66 | 87 | 149 | 251 | 555 | 555 28 | 44 | 65 | 87 | 148 | 251 | 554 | 554 29 | 43 | 65 | 86 | 147 | 250 | 554 | 554 30 | 42 | 64 | 85 | 147 | 249 | 553 | 553 2.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 44 | 68 | 139 | 251 | 555 | 1 233 2 | 32 | 45 | 69 | 140 | 252 | 555 | 995 3 | 32 | 47 | 69 | 133 | 248 | 551 | 813 4 | 33 | 48 | 71 | 134 | 246 | 549 | 674 5 | 33 | 50 | 75 | 137 | 245 | 549 | 566 6 | 34 | 51 | 78 | 141 | 244 | 548 | 548 7 | 34 | 53 | 79 | 142 | 243 | 547 | 547 8 | 33 | 53 | 78 | 140 | 242 | 546 | 546 9 | 33 | 53 | 77 | 139 | 242 | 545 | 545 10 | 33 | 53 | 77 | 138 | 241 | 545 | 545 11 | 33 | 54 | 76 | 138 | 240 | 544 | 544 12 | 32 | 54 | 76 | 137 | 240 | 543 | 543 13 | 32 | 54 | 75 | 136 | 239 | 543 | 543 14 | 32 | 53 | 74 | 136 | 238 | 542 | 542 15 | 31 | 53 | 74 | 135 | 238 | 541 | 541 16 | 30 | 52 | 73 | 135 | 237 | 541 | 541 17 | 30 | 52 | 73 | 134 | 237 | 540 | 540 18 | 29 | 51 | 73 | 134 | 236 | 540 | 540 19 | 29 | 51 | 72 | 134 | 236 | 540 | 540 20 | 29 | 51 | 72 | 134 | 236 | 540 | 540 21 | 29 | 51 | 73 | 134 | 236 | 540 | 540 22 | 29 | 51 | 72 | 134 | 236 | 540 | 540 23 | 29 | 51 | 72 | 134 | 236 | 540 | 540 24 | 29 | 51 | 72 | 133 | 236 | 540 | 540 25 | 29 | 51 | 72 | 133 | 236 | 539 | 539 26 | 28 | 50 | 71 | 133 | 235 | 539 | 539 27 | 28 | 50 | 71 | 133 | 235 | 539 | 539 28 | 28 | 50 | 71 | 132 | 235 | 538 | 538 29 | 28 | 49 | 71 | 132 | 235 | 538 | 538 30 | 27 | 49 | 70 | 132 | 234 | 538 | 538 2.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 25 | 95 | 208 | 511 | 1 201 2 | 1 | 5 | 26 | 96 | 209 | 512 | 967 3 | 2 | 5 | 27 | 91 | 205 | 509 | 788 4 | 2 | 7 | 30 | 93 | 204 | 508 | 653 5 | 4 | 9 | 35 | 96 | 204 | 508 | 549 6 | 4 | 11 | 38 | 101 | 204 | 508 | 508 7 | 5 | 14 | 40 | 103 | 204 | 508 | 508 8 | 6 | 14 | 40 | 102 | 204 | 508 | 508 9 | 7 | 15 | 40 | 101 | 204 | 508 | 508 10 | 8 | 16 | 40 | 101 | 204 | 508 | 508 11 | 8 | 18 | 41 | 103 | 205 | 509 | 509 12 | 9 | 18 | 40 | 101 | 204 | 507 | 507 13 | 10 | 19 | 41 | 102 | 205 | 508 | 508 14 | 10 | 19 | 41 | 102 | 205 | 508 | 508 15 | 12 | 18 | 39 | 101 | 203 | 507 | 507 16 | 12 | 17 | 39 | 100 | 202 | 506 | 506 17 | 13 | 17 | 38 | 100 | 202 | 506 | 506 18 | 14 | 17 | 39 | 100 | 203 | 506 | 506 19 | 14 | 18 | 39 | 100 | 203 | 506 | 506 20 | 15 | 18 | 39 | 101 | 203 | 507 | 507 21 | 15 | 20 | 40 | 101 | 204 | 507 | 507 22 | 17 | 20 | 40 | 101 | 204 | 507 | 507 23 | 17 | 21 | 40 | 101 | 204 | 507 | 507 24 | 18 | 21 | 39 | 101 | 203 | 507 | 507 25 | 18 | 22 | 39 | 101 | 203 | 507 | 507 26 | 19 | 23 | 39 | 101 | 203 | 507 | 507 27 | 19 | 24 | 41 | 100 | 203 | 507 | 507 28 | 21 | 24 | 42 | 100 | 203 | 506 | 506 29 | 21 | 25 | 43 | 100 | 203 | 506 | 506 30 | 22 | 26 | 44 | 100 | 203 | 506 | 506 2.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 46 | 59 | 82 | 153 | 265 | 569 | 1 216 2 | 46 | 59 | 82 | 153 | 265 | 569 | 980 3 | 46 | 61 | 83 | 147 | 261 | 565 | 801 4 | 47 | 62 | 85 | 148 | 260 | 563 | 664 5 | 47 | 64 | 89 | 150 | 259 | 562 | 562 6 | 47 | 65 | 92 | 154 | 258 | 561 | 561 7 | 48 | 66 | 92 | 156 | 257 | 561 | 561 8 | 47 | 66 | 91 | 154 | 256 | 560 | 560 9 | 46 | 66 | 90 | 152 | 255 | 559 | 559 10 | 46 | 66 | 90 | 151 | 254 | 558 | 558 11 | 46 | 67 | 90 | 151 | 253 | 557 | 557 12 | 45 | 67 | 89 | 150 | 253 | 556 | 556 13 | 45 | 67 | 88 | 150 | 252 | 556 | 556 14 | 45 | 66 | 88 | 149 | 251 | 555 | 555 15 | 44 | 66 | 87 | 148 | 251 | 555 | 555 16 | 43 | 65 | 86 | 147 | 250 | 554 | 554 17 | 43 | 64 | 86 | 147 | 250 | 553 | 553 18 | 42 | 64 | 85 | 147 | 249 | 553 | 553 19 | 42 | 63 | 85 | 146 | 249 | 552 | 552 20 | 42 | 63 | 85 | 146 | 248 | 552 | 552 21 | 41 | 63 | 84 | 146 | 248 | 552 | 552 22 | 41 | 63 | 84 | 145 | 248 | 551 | 551 23 | 40 | 62 | 83 | 145 | 247 | 551 | 551 24 | 40 | 61 | 83 | 144 | 247 | 550 | 550 25 | 39 | 61 | 82 | 143 | 246 | 550 | 550 26 | 38 | 60 | 81 | 143 | 245 | 549 | 549 27 | 38 | 59 | 81 | 142 | 244 | 548 | 548 28 | 37 | 59 | 80 | 141 | 244 | 547 | 547 29 | 36 | 58 | 79 | 140 | 243 | 547 | 547 30 | 35 | 57 | 78 | 140 | 242 | 546 | 546 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 | 18 | 31 | 54 | 125 | 237 | 541 | 1 225 2 | 21 | 35 | 58 | 129 | 241 | 545 | 985 3 | 25 | 40 | 62 | 126 | 241 | 544 | 804 4 | 29 | 44 | 67 | 130 | 242 | 545 | 667 5 | 32 | 48 | 73 | 135 | 243 | 547 | 561 6 | 31 | 48 | 75 | 137 | 241 | 545 | 545 7 | 35 | 54 | 80 | 143 | 244 | 548 | 548 8 | 34 | 53 | 79 | 141 | 243 | 547 | 547 9 | 35 | 55 | 79 | 141 | 244 | 548 | 548 10 | 37 | 57 | 81 | 143 | 245 | 549 | 549 11 | 38 | 60 | 82 | 144 | 246 | 550 | 550 12 | 39 | 61 | 83 | 144 | 247 | 551 | 551 13 | 40 | 62 | 83 | 145 | 247 | 551 | 551 14 | 41 | 62 | 84 | 145 | 248 | 551 | 551 15 | 41 | 63 | 84 | 145 | 248 | 551 | 551 16 | 40 | 62 | 83 | 145 | 247 | 551 | 551 17 | 40 | 62 | 83 | 145 | 247 | 551 | 551 18 | 40 | 62 | 83 | 144 | 247 | 550 | 550 19 | 39 | 61 | 83 | 144 | 246 | 550 | 550 20 | 40 | 61 | 83 | 144 | 246 | 550 | 550 21 | 39 | 61 | 82 | 144 | 246 | 550 | 550 22 | 39 | 61 | 82 | 144 | 246 | 550 | 550 23 | 39 | 61 | 82 | 143 | 246 | 549 | 549 24 | 39 | 60 | 82 | 143 | 245 | 549 | 549 25 | 38 | 60 | 81 | 142 | 245 | 549 | 549 26 | 38 | 59 | 81 | 142 | 244 | 548 | 548 27 | 37 | 59 | 80 | 141 | 244 | 548 | 548 28 | 37 | 58 | 80 | 141 | 243 | 547 | 547 29 | 36 | 58 | 79 | 140 | 243 | 547 | 547 30 | 35 | 57 | 78 | 140 | 242 | 546 | 546 2.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 17 | 30 | 54 | 125 | 237 | 541 | 1 228 2 | 18 | 32 | 55 | 126 | 238 | 542 | 990 3 | 21 | 35 | 57 | 121 | 236 | 539 | 809 4 | 22 | 37 | 60 | 123 | 235 | 539 | 671 5 | 23 | 40 | 65 | 127 | 235 | 539 | 564 6 | 25 | 42 | 69 | 131 | 235 | 539 | 539 7 | 26 | 44 | 71 | 134 | 235 | 539 | 539 8 | 26 | 45 | 70 | 133 | 235 | 538 | 538 9 | 26 | 46 | 70 | 132 | 235 | 539 | 539 10 | 27 | 47 | 71 | 132 | 235 | 539 | 539 11 | 27 | 48 | 71 | 133 | 235 | 539 | 539 12 | 28 | 49 | 71 | 133 | 235 | 539 | 539 13 | 28 | 50 | 71 | 133 | 235 | 539 | 539 14 | 28 | 50 | 71 | 133 | 235 | 539 | 539 15 | 28 | 50 | 71 | 133 | 235 | 539 | 539 16 | 28 | 50 | 71 | 133 | 235 | 539 | 539 17 | 28 | 50 | 71 | 133 | 235 | 539 | 539 18 | 28 | 50 | 71 | 132 | 235 | 539 | 539 19 | 28 | 50 | 71 | 132 | 235 | 539 | 539 20 | 28 | 50 | 71 | 133 | 235 | 539 | 539 21 | 28 | 50 | 71 | 132 | 235 | 539 | 539 22 | 28 | 50 | 71 | 132 | 235 | 538 | 538 23 | 27 | 49 | 70 | 132 | 234 | 538 | 538 24 | 27 | 49 | 70 | 131 | 234 | 538 | 538 25 | 26 | 48 | 69 | 131 | 233 | 537 | 537 26 | 26 | 48 | 69 | 130 | 233 | 537 | 537 27 | 26 | 47 | 69 | 130 | 233 | 536 | 536 28 | 25 | 47 | 68 | 130 | 232 | 536 | 536 29 | 25 | 47 | 68 | 129 | 232 | 535 | 535 30 | 24 | 46 | 67 | 129 | 231 | 535 | 535 2.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 49 | 63 | 86 | 157 | 269 | 573 | 1 281 2 | 53 | 66 | 89 | 160 | 272 | 576 | 1 041 3 | 57 | 71 | 93 | 157 | 272 | 575 | 852 4 | 59 | 75 | 97 | 160 | 272 | 576 | 707 5 | 61 | 78 | 103 | 164 | 273 | 576 | 595 6 | 63 | 81 | 107 | 170 | 273 | 577 | 577 7 | 64 | 83 | 109 | 172 | 273 | 577 | 577 8 | 64 | 83 | 109 | 171 | 273 | 577 | 577 9 | 64 | 84 | 108 | 170 | 273 | 577 | 577 10 | 65 | 85 | 109 | 170 | 273 | 577 | 577 11 | 65 | 86 | 109 | 170 | 273 | 576 | 576 12 | 65 | 86 | 108 | 170 | 272 | 576 | 576 13 | 64 | 86 | 108 | 169 | 272 | 575 | 575 14 | 64 | 86 | 107 | 168 | 271 | 574 | 574 15 | 63 | 85 | 106 | 167 | 270 | 574 | 574 16 | 62 | 84 | 105 | 167 | 269 | 573 | 573 17 | 62 | 83 | 105 | 166 | 269 | 572 | 572 18 | 61 | 83 | 104 | 165 | 268 | 572 | 572 19 | 60 | 82 | 103 | 165 | 267 | 571 | 571 20 | 60 | 82 | 103 | 164 | 267 | 570 | 570 21 | 59 | 81 | 102 | 164 | 266 | 570 | 570 22 | 58 | 80 | 101 | 163 | 265 | 569 | 569 23 | 57 | 79 | 100 | 162 | 264 | 568 | 568 24 | 57 | 78 | 100 | 161 | 263 | 567 | 567 25 | 56 | 77 | 99 | 160 | 263 | 566 | 566 26 | 55 | 77 | 98 | 159 | 262 | 565 | 565 27 | 54 | 76 | 97 | 158 | 261 | 564 | 564 28 | 53 | 75 | 96 | 157 | 260 | 563 | 563 29 | 52 | 74 | 95 | 156 | 259 | 562 | 562 30 | 51 | 73 | 94 | 155 | 258 | 562 | 562 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 | 94 | 118 | 188 | 301 | 604 | 1 271 2 | 86 | 99 | 122 | 193 | 305 | 609 | 1 038 3 | 88 | 102 | 125 | 188 | 303 | 606 | 856 4 | 89 | 104 | 127 | 190 | 302 | 605 | 714 5 | 92 | 109 | 134 | 195 | 304 | 607 | 607 6 | 94 | 112 | 139 | 201 | 305 | 608 | 608 7 | 96 | 115 | 141 | 204 | 305 | 609 | 609 8 | 97 | 117 | 142 | 205 | 307 | 610 | 610 9 | 98 | 118 | 143 | 205 | 308 | 611 | 611 10 | 99 | 120 | 144 | 205 | 308 | 611 | 611 11 | 100 | 121 | 143 | 205 | 307 | 611 | 611 12 | 99 | 121 | 143 | 204 | 307 | 610 | 610 13 | 98 | 120 | 142 | 203 | 306 | 609 | 609 14 | 97 | 119 | 140 | 202 | 304 | 608 | 608 15 | 96 | 118 | 139 | 200 | 303 | 607 | 607 16 | 95 | 116 | 138 | 199 | 302 | 605 | 605 17 | 93 | 115 | 136 | 198 | 300 | 604 | 604 18 | 92 | 114 | 135 | 196 | 299 | 603 | 603 19 | 91 | 112 | 134 | 195 | 298 | 601 | 601 20 | 89 | 111 | 132 | 194 | 296 | 600 | 600 21 | 88 | 110 | 131 | 192 | 295 | 598 | 598 22 | 86 | 108 | 129 | 191 | 293 | 597 | 597 23 | 85 | 107 | 128 | 189 | 292 | 595 | 595 24 | 83 | 105 | 126 | 188 | 290 | 594 | 594 25 | 81 | 103 | 124 | 186 | 288 | 592 | 592 26 | 80 | 102 | 123 | 184 | 287 | 590 | 590 27 | 78 | 100 | 121 | 183 | 285 | 589 | 589 28 | 77 | 98 | 120 | 181 | 284 | 587 | 587 29 | 75 | 97 | 118 | 179 | 282 | 586 | 586 30 | 74 | 95 | 117 | 178 | 281 | 584 | 584 2.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 11 | 24 | 48 | 118 | 231 | 534 | 1 218 2 | 14 | 27 | 51 | 121 | 234 | 537 | 982 3 | 17 | 32 | 54 | 118 | 233 | 536 | 802 4 | 20 | 36 | 58 | 121 | 233 | 537 | 665 5 | 23 | 39 | 64 | 126 | 234 | 538 | 560 6 | 24 | 42 | 68 | 131 | 235 | 538 | 538 7 | 26 | 44 | 70 | 134 | 235 | 538 | 538 8 | 26 | 45 | 70 | 133 | 235 | 538 | 538 9 | 26 | 46 | 70 | 132 | 235 | 538 | 538 10 | 26 | 47 | 71 | 132 | 235 | 538 | 538 11 | 27 | 48 | 71 | 132 | 235 | 538 | 538 12 | 27 | 48 | 70 | 132 | 234 | 538 | 538 13 | 27 | 48 | 70 | 131 | 234 | 537 | 537 14 | 26 | 48 | 69 | 131 | 233 | 537 | 537 15 | 26 | 47 | 69 | 130 | 233 | 536 | 536 16 | 25 | 47 | 68 | 129 | 232 | 535 | 535 17 | 24 | 46 | 67 | 129 | 231 | 535 | 535 18 | 24 | 46 | 67 | 129 | 231 | 535 | 535 19 | 24 | 46 | 67 | 128 | 231 | 535 | 535 20 | 24 | 46 | 67 | 129 | 231 | 535 | 535 21 | 24 | 46 | 67 | 129 | 231 | 535 | 535 22 | 24 | 46 | 67 | 129 | 231 | 535 | 535 23 | 24 | 46 | 67 | 129 | 231 | 535 | 535 24 | 24 | 46 | 67 | 129 | 231 | 535 | 535 25 | 24 | 46 | 67 | 128 | 231 | 535 | 535 26 | 24 | 46 | 67 | 128 | 231 | 534 | 534 27 | 24 | 45 | 67 | 128 | 231 | 534 | 534 28 | 23 | 45 | 66 | 128 | 230 | 534 | 534 29 | 23 | 45 | 66 | 128 | 230 | 534 | 534 30 | 23 | 45 | 66 | 127 | 230 | 534 | 534 2.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 95 | 108 | 132 | 202 | 315 | 618 | 1 286 2 | 96 | 109 | 133 | 203 | 316 | 619 | 1 042 3 | 97 | 112 | 134 | 198 | 312 | 616 | 854 4 | 99 | 114 | 137 | 200 | 312 | 615 | 710 5 | 100 | 117 | 142 | 203 | 311 | 615 | 615 6 | 101 | 118 | 145 | 207 | 311 | 615 | 615 7 | 101 | 120 | 146 | 210 | 311 | 614 | 614 8 | 101 | 121 | 146 | 208 | 310 | 614 | 614 9 | 101 | 121 | 145 | 207 | 310 | 613 | 613 10 | 100 | 120 | 144 | 205 | 308 | 612 | 612 11 | 99 | 120 | 143 | 204 | 307 | 610 | 610 12 | 97 | 119 | 141 | 202 | 305 | 608 | 608 13 | 96 | 118 | 139 | 201 | 303 | 607 | 607 14 | 94 | 116 | 137 | 199 | 301 | 605 | 605 15 | 93 | 114 | 136 | 197 | 300 | 603 | 603 16 | 91 | 112 | 134 | 195 | 298 | 601 | 601 17 | 89 | 111 | 132 | 194 | 296 | 600 | 600 18 | 88 | 109 | 131 | 192 | 295 | 598 | 598 19 | 86 | 108 | 129 | 191 | 293 | 597 | 597 20 | 85 | 107 | 128 | 190 | 292 | 596 | 596 21 | 84 | 106 | 127 | 189 | 291 | 595 | 595 22 | 83 | 105 | 126 | 187 | 290 | 594 | 594 23 | 82 | 104 | 125 | 186 | 289 | 592 | 592 24 | 81 | 102 | 124 | 185 | 288 | 591 | 591 25 | 79 | 101 | 122 | 184 | 286 | 590 | 590 26 | 78 | 100 | 121 | 183 | 285 | 589 | 589 27 | 77 | 99 | 120 | 181 | 284 | 588 | 588 28 | 76 | 98 | 119 | 180 | 283 | 586 | 586 29 | 75 | 97 | 118 | 179 | 282 | 585 | 585 30 | 74 | 95 | 117 | 178 | 281 | 584 | 584 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 | 319 | 332 | 356 | 427 | 539 | 843 | 1 326 2 | 85 | 98 | 121 | 192 | 304 | 608 | 1 074 3 | 88 | 102 | 125 | 188 | 303 | 607 | 879 4 | 92 | 107 | 130 | 193 | 305 | 608 | 729 5 | 94 | 111 | 136 | 197 | 306 | 609 | 614 6 | 96 | 113 | 140 | 203 | 306 | 610 | 610 7 | 97 | 116 | 142 | 206 | 307 | 610 | 610 8 | 98 | 117 | 143 | 205 | 307 | 611 | 611 9 | 99 | 119 | 143 | 205 | 308 | 611 | 611 10 | 99 | 120 | 143 | 205 | 307 | 611 | 611 11 | 100 | 121 | 143 | 205 | 307 | 611 | 611 12 | 100 | 122 | 144 | 205 | 308 | 611 | 611 13 | 101 | 123 | 144 | 205 | 308 | 612 | 612 14 | 102 | 123 | 145 | 206 | 308 | 612 | 612 15 | 102 | 124 | 145 | 207 | 309 | 613 | 613 16 | 103 | 125 | 146 | 208 | 310 | 614 | 614 17 | 104 | 126 | 147 | 209 | 311 | 615 | 615 18 | 105 | 127 | 148 | 210 | 312 | 616 | 616 19 | 106 | 128 | 149 | 210 | 313 | 617 | 617 20 | 107 | 128 | 150 | 211 | 313 | 617 | 617 21 | 107 | 128 | 150 | 211 | 314 | 617 | 617 22 | 106 | 128 | 149 | 211 | 313 | 617 | 617 23 | 106 | 127 | 149 | 210 | 313 | 616 | 616 24 | 105 | 126 | 148 | 209 | 312 | 615 | 615 25 | 104 | 125 | 147 | 208 | 311 | 614 | 614 26 | 102 | 124 | 145 | 207 | 309 | 613 | 613 27 | 101 | 123 | 144 | 205 | 308 | 612 | 612 28 | 100 | 121 | 143 | 204 | 307 | 610 | 610 29 | 98 | 120 | 141 | 203 | 305 | 609 | 609 30 | 97 | 119 | 140 | 201 | 304 | 607 | 607 2.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 36 | 106 | 219 | 522 | 1 219 2 | 1 | 12 | 36 | 106 | 219 | 522 | 980 3 | 2 | 14 | 36 | 100 | 215 | 518 | 799 4 | 2 | 16 | 38 | 101 | 213 | 517 | 661 5 | 4 | 17 | 43 | 104 | 212 | 516 | 555 6 | 4 | 19 | 45 | 108 | 211 | 515 | 515 7 | 5 | 20 | 46 | 110 | 211 | 514 | 514 8 | 6 | 20 | 45 | 108 | 210 | 514 | 514 9 | 7 | 20 | 44 | 106 | 209 | 513 | 513 10 | 8 | 21 | 44 | 106 | 208 | 512 | 512 11 | 8 | 22 | 44 | 106 | 208 | 512 | 512 12 | 9 | 22 | 44 | 106 | 208 | 512 | 512 13 | 10 | 23 | 44 | 106 | 208 | 512 | 512 14 | 11 | 23 | 45 | 106 | 209 | 512 | 512 15 | 12 | 24 | 45 | 106 | 209 | 512 | 512 16 | 12 | 24 | 45 | 106 | 209 | 513 | 513 17 | 13 | 24 | 46 | 107 | 210 | 513 | 513 18 | 14 | 25 | 46 | 107 | 210 | 514 | 514 19 | 14 | 26 | 47 | 108 | 211 | 514 | 514 20 | 15 | 26 | 48 | 109 | 212 | 515 | 515 21 | 16 | 27 | 48 | 110 | 212 | 516 | 516 22 | 17 | 28 | 49 | 110 | 213 | 517 | 517 23 | 17 | 28 | 50 | 111 | 214 | 517 | 517 24 | 18 | 29 | 50 | 111 | 214 | 518 | 518 25 | 18 | 29 | 50 | 112 | 214 | 518 | 518 26 | 19 | 30 | 51 | 112 | 215 | 518 | 518 27 | 19 | 30 | 51 | 112 | 215 | 519 | 519 28 | 21 | 30 | 51 | 113 | 215 | 519 | 519 29 | 21 | 30 | 52 | 113 | 216 | 519 | 519 30 | 22 | 31 | 52 | 113 | 216 | 519 | 519 2.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 51 | 64 | 88 | 159 | 271 | 575 | 1 235 2 | 52 | 65 | 89 | 160 | 272 | 576 | 997 3 | 53 | 67 | 90 | 153 | 268 | 572 | 815 4 | 54 | 69 | 92 | 155 | 267 | 570 | 675 5 | 54 | 71 | 96 | 158 | 266 | 569 | 569 6 | 55 | 73 | 99 | 162 | 265 | 569 | 569 7 | 55 | 74 | 100 | 163 | 264 | 568 | 568 8 | 55 | 74 | 99 | 162 | 264 | 567 | 567 9 | 54 | 74 | 98 | 160 | 263 | 567 | 567 10 | 53 | 74 | 98 | 159 | 262 | 565 | 565 11 | 53 | 74 | 96 | 158 | 260 | 564 | 564 12 | 52 | 73 | 95 | 156 | 259 | 563 | 563 13 | 51 | 72 | 94 | 155 | 258 | 561 | 561 14 | 49 | 71 | 92 | 154 | 256 | 560 | 560 15 | 48 | 70 | 91 | 152 | 255 | 559 | 559 16 | 47 | 68 | 90 | 151 | 254 | 557 | 557 17 | 46 | 67 | 89 | 150 | 253 | 556 | 556 18 | 45 | 66 | 88 | 149 | 252 | 555 | 555 19 | 44 | 66 | 87 | 148 | 251 | 554 | 554 20 | 43 | 65 | 86 | 148 | 250 | 554 | 554 21 | 43 | 65 | 86 | 147 | 250 | 553 | 553 22 | 42 | 64 | 85 | 147 | 249 | 553 | 553 23 | 42 | 63 | 85 | 146 | 249 | 552 | 552 24 | 41 | 63 | 84 | 145 | 248 | 551 | 551 25 | 40 | 62 | 83 | 145 | 247 | 551 | 551 26 | 40 | 61 | 83 | 144 | 246 | 550 | 550 27 | 39 | 61 | 82 | 143 | 246 | 549 | 549 28 | 38 | 60 | 81 | 143 | 245 | 549 | 549 29 | 38 | 59 | 81 | 142 | 244 | 548 | 548 30 | 37 | 59 | 80 | 141 | 244 | 547 | 547 2.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 115 | 128 | 151 | 222 | 335 | 638 | 1 291 2 | 116 | 129 | 153 | 223 | 336 | 639 | 1 048 3 | 119 | 133 | 156 | 219 | 334 | 637 | 859 4 | 121 | 136 | 159 | 222 | 334 | 638 | 715 5 | 123 | 140 | 165 | 226 | 334 | 638 | 638 6 | 124 | 142 | 168 | 231 | 335 | 638 | 638 7 | 125 | 144 | 170 | 234 | 335 | 638 | 638 8 | 125 | 144 | 170 | 232 | 334 | 638 | 638 9 | 125 | 145 | 169 | 231 | 334 | 637 | 637 10 | 125 | 145 | 169 | 230 | 333 | 637 | 637 11 | 124 | 145 | 168 | 230 | 332 | 636 | 636 12 | 123 | 145 | 167 | 228 | 331 | 634 | 634 13 | 122 | 144 | 165 | 227 | 329 | 633 | 633 14 | 120 | 142 | 163 | 225 | 327 | 631 | 631 15 | 118 | 140 | 161 | 223 | 325 | 629 | 629 16 | 116 | 138 | 159 | 221 | 323 | 627 | 627 17 | 114 | 136 | 157 | 219 | 321 | 625 | 625 18 | 112 | 134 | 155 | 217 | 319 | 623 | 623 19 | 110 | 132 | 153 | 215 | 317 | 621 | 621 20 | 109 | 130 | 152 | 213 | 316 | 619 | 619 21 | 107 | 129 | 150 | 211 | 314 | 617 | 617 22 | 105 | 127 | 148 | 209 | 312 | 616 | 616 23 | 103 | 125 | 146 | 208 | 310 | 614 | 614 24 | 101 | 123 | 144 | 206 | 308 | 612 | 612 25 | 100 | 121 | 143 | 204 | 306 | 610 | 610 26 | 98 | 120 | 141 | 202 | 305 | 608 | 608 27 | 96 | 118 | 139 | 200 | 303 | 606 | 606 28 | 94 | 116 | 137 | 199 | 301 | 605 | 605 29 | 93 | 114 | 135 | 197 | 299 | 603 | 603 30 | 91 | 113 | 134 | 195 | 298 | 601 | 601 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 | 166 | 179 | 202 | 273 | 386 | 689 | 1 380 2 | 176 | 189 | 212 | 283 | 395 | 699 | 1 120 3 | 182 | 196 | 219 | 282 | 397 | 700 | 919 4 | 185 | 200 | 223 | 286 | 398 | 701 | 763 5 | 186 | 203 | 228 | 290 | 398 | 701 | 701 6 | 187 | 204 | 231 | 293 | 397 | 701 | 701 7 | 187 | 205 | 232 | 295 | 396 | 700 | 700 8 | 185 | 205 | 230 | 293 | 395 | 698 | 698 9 | 184 | 204 | 229 | 291 | 393 | 697 | 697 10 | 184 | 204 | 228 | 290 | 392 | 696 | 696 11 | 183 | 204 | 227 | 288 | 391 | 694 | 694 12 | 181 | 202 | 224 | 286 | 388 | 692 | 692 13 | 178 | 200 | 222 | 283 | 385 | 689 | 689 14 | 176 | 197 | 219 | 280 | 383 | 686 | 686 15 | 173 | 194 | 216 | 277 | 380 | 683 | 683 16 | 170 | 191 | 213 | 274 | 377 | 680 | 680 17 | 167 | 188 | 210 | 271 | 374 | 677 | 677 18 | 164 | 185 | 207 | 268 | 371 | 674 | 674 19 | 161 | 183 | 204 | 265 | 368 | 671 | 671 20 | 158 | 180 | 201 | 262 | 365 | 668 | 668 21 | 155 | 177 | 198 | 259 | 362 | 665 | 665 22 | 152 | 174 | 195 | 256 | 359 | 662 | 662 23 | 149 | 171 | 192 | 253 | 356 | 659 | 659 24 | 146 | 167 | 189 | 250 | 353 | 656 | 656 25 | 143 | 164 | 186 | 247 | 350 | 653 | 653 26 | 140 | 161 | 183 | 244 | 347 | 650 | 650 27 | 137 | 159 | 180 | 241 | 344 | 647 | 647 28 | 134 | 156 | 177 | 238 | 341 | 644 | 644 29 | 131 | 153 | 174 | 236 | 338 | 642 | 642 30 | 129 | 150 | 171 | 233 | 335 | 639 | 639 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 | 32 | 45 | 69 | 139 | 252 | 555 | 1 257 2 | 33 | 46 | 70 | 140 | 253 | 556 | 1 012 3 | 34 | 49 | 71 | 135 | 249 | 553 | 826 4 | 35 | 51 | 74 | 136 | 248 | 552 | 684 5 | 36 | 53 | 78 | 139 | 248 | 551 | 575 6 | 37 | 54 | 81 | 143 | 247 | 551 | 551 7 | 37 | 56 | 82 | 145 | 246 | 550 | 550 8 | 36 | 55 | 81 | 143 | 245 | 549 | 549 9 | 35 | 55 | 80 | 142 | 244 | 548 | 548 10 | 35 | 56 | 79 | 141 | 244 | 547 | 547 11 | 35 | 56 | 79 | 140 | 243 | 547 | 547 12 | 35 | 56 | 78 | 140 | 242 | 546 | 546 13 | 35 | 56 | 78 | 139 | 242 | 545 | 545 14 | 34 | 56 | 77 | 139 | 241 | 545 | 545 15 | 34 | 56 | 77 | 138 | 241 | 545 | 545 16 | 34 | 56 | 77 | 138 | 241 | 545 | 545 17 | 34 | 56 | 77 | 138 | 241 | 545 | 545 18 | 34 | 56 | 77 | 138 | 241 | 545 | 545 19 | 34 | 56 | 77 | 138 | 241 | 545 | 545 20 | 34 | 56 | 77 | 139 | 241 | 545 | 545 21 | 34 | 56 | 77 | 139 | 241 | 545 | 545 22 | 34 | 56 | 77 | 138 | 241 | 545 | 545 23 | 34 | 56 | 77 | 138 | 241 | 544 | 544 24 | 34 | 55 | 77 | 138 | 241 | 544 | 544 25 | 33 | 55 | 76 | 138 | 240 | 544 | 544 26 | 33 | 55 | 76 | 137 | 240 | 544 | 544 27 | 33 | 55 | 76 | 137 | 240 | 543 | 543 28 | 32 | 54 | 75 | 137 | 239 | 543 | 543 29 | 32 | 54 | 75 | 136 | 239 | 543 | 543 30 | 32 | 53 | 75 | 136 | 239 | 542 | 542 2.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 29 | 42 | 66 | 136 | 249 | 552 | 1 247 2 | 31 | 44 | 67 | 138 | 251 | 554 | 1 007 3 | 33 | 48 | 70 | 134 | 249 | 552 | 824 4 | 36 | 51 | 74 | 137 | 249 | 552 | 684 5 | 38 | 54 | 80 | 141 | 249 | 553 | 576 6 | 39 | 57 | 83 | 146 | 250 | 553 | 553 7 | 41 | 59 | 86 | 149 | 250 | 554 | 554 8 | 41 | 60 | 86 | 148 | 250 | 554 | 554 9 | 41 | 61 | 86 | 148 | 250 | 554 | 554 10 | 42 | 63 | 86 | 148 | 251 | 554 | 554 11 | 43 | 64 | 87 | 148 | 251 | 555 | 555 12 | 44 | 65 | 87 | 149 | 251 | 555 | 555 13 | 44 | 66 | 87 | 149 | 251 | 555 | 555 14 | 44 | 66 | 87 | 149 | 251 | 555 | 555 15 | 44 | 66 | 87 | 148 | 251 | 555 | 555 16 | 44 | 66 | 87 | 148 | 251 | 554 | 554 17 | 44 | 66 | 87 | 148 | 251 | 554 | 554 18 | 44 | 66 | 87 | 148 | 251 | 554 | 554 19 | 44 | 66 | 87 | 148 | 251 | 555 | 555 20 | 44 | 66 | 87 | 149 | 251 | 555 | 555 21 | 44 | 66 | 87 | 149 | 251 | 555 | 555 22 | 44 | 66 | 87 | 149 | 251 | 555 | 555 23 | 44 | 66 | 87 | 148 | 251 | 555 | 555 24 | 44 | 65 | 87 | 148 | 251 | 554 | 554 25 | 43 | 65 | 86 | 148 | 250 | 554 | 554 26 | 43 | 65 | 86 | 147 | 250 | 553 | 553 27 | 42 | 64 | 85 | 147 | 249 | 553 | 553 28 | 42 | 63 | 85 | 146 | 249 | 552 | 552 29 | 41 | 63 | 84 | 145 | 248 | 552 | 552 30 | 40 | 62 | 83 | 145 | 247 | 551 | 551 2.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 126 | 139 | 162 | 233 | 345 | 649 | 1 348 2 | 124 | 138 | 161 | 232 | 344 | 648 | 1 085 3 | 125 | 139 | 162 | 225 | 340 | 643 | 885 4 | 125 | 141 | 164 | 227 | 338 | 642 | 732 5 | 126 | 142 | 168 | 229 | 337 | 641 | 641 6 | 126 | 143 | 170 | 232 | 336 | 640 | 640 7 | 126 | 144 | 171 | 234 | 335 | 639 | 639 8 | 125 | 144 | 170 | 232 | 334 | 638 | 638 9 | 124 | 144 | 168 | 230 | 333 | 637 | 637 10 | 124 | 145 | 168 | 230 | 333 | 636 | 636 11 | 124 | 145 | 168 | 229 | 332 | 635 | 635 12 | 123 | 145 | 167 | 228 | 331 | 634 | 634 13 | 122 | 144 | 166 | 227 | 329 | 633 | 633 14 | 121 | 143 | 164 | 226 | 328 | 632 | 632 15 | 119 | 141 | 162 | 224 | 326 | 630 | 630 16 | 117 | 139 | 160 | 222 | 324 | 628 | 628 17 | 115 | 136 | 158 | 219 | 322 | 625 | 625 18 | 113 | 134 | 156 | 217 | 319 | 623 | 623 19 | 110 | 132 | 153 | 215 | 317 | 621 | 621 20 | 108 | 130 | 151 | 213 | 315 | 619 | 619 21 | 106 | 128 | 149 | 211 | 313 | 617 | 617 22 | 104 | 126 | 147 | 208 | 311 | 615 | 615 23 | 102 | 124 | 145 | 206 | 309 | 612 | 612 24 | 100 | 121 | 143 | 204 | 306 | 610 | 610 25 | 97 | 119 | 140 | 202 | 304 | 608 | 608 26 | 95 | 117 | 138 | 200 | 302 | 606 | 606 27 | 93 | 115 | 136 | 198 | 300 | 604 | 604 28 | 91 | 113 | 134 | 195 | 298 | 602 | 602 29 | 89 | 111 | 132 | 193 | 296 | 600 | 600 30 | 87 | 109 | 130 | 192 | 294 | 598 | 598 2.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 13 | 37 | 107 | 220 | 523 | 1 220 2 | 2 | 15 | 38 | 109 | 222 | 525 | 984 3 | 4 | 19 | 41 | 105 | 219 | 523 | 805 4 | 7 | 22 | 45 | 108 | 220 | 523 | 668 5 | 9 | 25 | 51 | 112 | 220 | 524 | 562 6 | 10 | 28 | 54 | 117 | 221 | 524 | 524 7 | 12 | 30 | 57 | 120 | 221 | 525 | 525 8 | 12 | 31 | 56 | 119 | 221 | 525 | 525 9 | 12 | 32 | 56 | 118 | 221 | 525 | 525 10 | 12 | 33 | 56 | 118 | 221 | 524 | 524 11 | 13 | 34 | 56 | 118 | 220 | 524 | 524 12 | 13 | 34 | 56 | 118 | 220 | 524 | 524 13 | 13 | 34 | 56 | 117 | 220 | 524 | 524 14 | 13 | 35 | 56 | 117 | 220 | 523 | 523 15 | 13 | 34 | 56 | 117 | 219 | 523 | 523 16 | 13 | 34 | 55 | 117 | 219 | 523 | 523 17 | 13 | 34 | 55 | 117 | 219 | 523 | 523 18 | 14 | 34 | 55 | 117 | 219 | 523 | 523 19 | 14 | 34 | 55 | 117 | 219 | 523 | 523 20 | 15 | 35 | 56 | 117 | 220 | 523 | 523 21 | 16 | 35 | 56 | 118 | 220 | 524 | 524 22 | 17 | 35 | 57 | 118 | 221 | 524 | 524 23 | 18 | 36 | 57 | 118 | 221 | 524 | 524 24 | 18 | 36 | 57 | 118 | 221 | 525 | 525 25 | 19 | 36 | 57 | 119 | 221 | 525 | 525 26 | 19 | 36 | 57 | 119 | 221 | 525 | 525 27 | 21 | 36 | 57 | 119 | 221 | 525 | 525 28 | 21 | 36 | 57 | 119 | 221 | 525 | 525 29 | 22 | 36 | 57 | 119 | 221 | 525 | 525 30 | 22 | 36 | 57 | 119 | 221 | 525 | 525 2.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 36 | 49 | 72 | 143 | 255 | 559 | 1 240 2 | 36 | 49 | 73 | 143 | 256 | 559 | 1 000 3 | 36 | 51 | 73 | 137 | 251 | 555 | 816 4 | 36 | 52 | 75 | 138 | 249 | 553 | 675 5 | 37 | 53 | 79 | 140 | 248 | 552 | 568 6 | 39 | 56 | 83 | 146 | 249 | 553 | 553 7 | 37 | 55 | 82 | 145 | 246 | 550 | 550 8 | 40 | 59 | 85 | 147 | 249 | 553 | 553 9 | 39 | 59 | 84 | 145 | 248 | 552 | 552 10 | 34 | 55 | 79 | 140 | 243 | 547 | 547 11 | 31 | 52 | 75 | 136 | 238 | 542 | 542 12 | 28 | 49 | 71 | 133 | 235 | 539 | 539 13 | 26 | 47 | 69 | 130 | 233 | 536 | 536 14 | 24 | 46 | 67 | 128 | 231 | 535 | 535 15 | 23 | 44 | 66 | 127 | 230 | 533 | 533 16 | 21 | 43 | 64 | 126 | 228 | 532 | 532 17 | 20 | 42 | 63 | 125 | 227 | 531 | 531 18 | 20 | 41 | 63 | 124 | 227 | 530 | 530 19 | 19 | 41 | 62 | 124 | 226 | 530 | 530 20 | 19 | 41 | 62 | 124 | 226 | 530 | 530 21 | 19 | 41 | 62 | 124 | 226 | 530 | 530 22 | 19 | 41 | 62 | 124 | 226 | 530 | 530 23 | 19 | 41 | 62 | 124 | 226 | 530 | 530 24 | 19 | 41 | 62 | 123 | 226 | 530 | 530 25 | 19 | 41 | 62 | 123 | 226 | 530 | 530 26 | 19 | 41 | 62 | 123 | 226 | 529 | 529 27 | 21 | 41 | 62 | 123 | 226 | 529 | 529 28 | 21 | 40 | 62 | 123 | 225 | 529 | 529 29 | 22 | 40 | 61 | 123 | 225 | 529 | 529 30 | 22 | 40 | 61 | 123 | 225 | 529 | 529 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 | 205 | 218 | 242 | 312 | 425 | 728 | 1 570 2 | 201 | 215 | 238 | 309 | 421 | 725 | 1 268 3 | 198 | 212 | 235 | 298 | 413 | 716 | 1 038 4 | 194 | 210 | 233 | 296 | 407 | 711 | 860 5 | 191 | 207 | 233 | 294 | 402 | 706 | 723 6 | 187 | 205 | 231 | 294 | 397 | 701 | 701 7 | 184 | 202 | 229 | 292 | 393 | 697 | 697 8 | 179 | 199 | 224 | 286 | 389 | 692 | 692 9 | 175 | 195 | 220 | 282 | 384 | 688 | 688 10 | 172 | 192 | 216 | 277 | 380 | 684 | 684 11 | 168 | 189 | 212 | 274 | 376 | 680 | 680 12 | 165 | 186 | 208 | 269 | 372 | 676 | 676 13 | 161 | 183 | 204 | 265 | 368 | 672 | 672 14 | 157 | 179 | 200 | 262 | 364 | 668 | 668 15 | 154 | 175 | 197 | 258 | 361 | 664 | 664 16 | 150 | 172 | 193 | 255 | 357 | 661 | 661 17 | 147 | 169 | 190 | 251 | 354 | 657 | 657 18 | 144 | 166 | 187 | 248 | 351 | 654 | 654 19 | 141 | 163 | 184 | 245 | 348 | 651 | 651 20 | 138 | 160 | 181 | 242 | 345 | 649 | 649 21 | 135 | 157 | 178 | 240 | 342 | 646 | 646 22 | 132 | 154 | 175 | 237 | 339 | 643 | 643 23 | 130 | 151 | 173 | 234 | 337 | 640 | 640 24 | 127 | 149 | 170 | 231 | 334 | 638 | 638 25 | 124 | 146 | 167 | 229 | 331 | 635 | 635 26 | 122 | 144 | 165 | 226 | 329 | 632 | 632 27 | 119 | 141 | 162 | 224 | 326 | 630 | 630 28 | 117 | 139 | 160 | 221 | 324 | 627 | 627 29 | 115 | 136 | 158 | 219 | 321 | 625 | 625 30 | 112 | 134 | 155 | 217 | 319 | 623 | 623 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 | 25 | 49 | 103 | 236 | 539 | 1 218 2 | 9 | 25 | 49 | 103 | 236 | 539 | 981 3 | 10 | 28 | 51 | 98 | 234 | 537 | 802 4 | 13 | 33 | 54 | 96 | 234 | 538 | 665 5 | 17 | 39 | 59 | 99 | 235 | 539 | 560 6 | 18 | 42 | 64 | 96 | 236 | 539 | 539 7 | 20 | 44 | 63 | 90 | 236 | 540 | 540 8 | 18 | 43 | 63 | 90 | 236 | 540 | 540 9 | 19 | 45 | 65 | 93 | 236 | 540 | 540 10 | 21 | 48 | 67 | 97 | 236 | 540 | 540 11 | 22 | 50 | 69 | 100 | 236 | 540 | 540 12 | 24 | 52 | 70 | 101 | 236 | 540 | 540 13 | 25 | 54 | 71 | 101 | 236 | 540 | 540 14 | 26 | 55 | 71 | 101 | 236 | 540 | 540 15 | 26 | 55 | 71 | 101 | 236 | 540 | 540 16 | 26 | 55 | 71 | 101 | 236 | 540 | 540 17 | 26 | 55 | 71 | 101 | 236 | 540 | 540 18 | 26 | 55 | 71 | 101 | 236 | 540 | 540 19 | 26 | 55 | 71 | 101 | 236 | 540 | 540 20 | 26 | 55 | 71 | 101 | 236 | 540 | 540 21 | 26 | 55 | 71 | 101 | 237 | 540 | 540 22 | 26 | 55 | 71 | 101 | 237 | 540 | 540 23 | 26 | 55 | 71 | 101 | 237 | 540 | 540 24 | 26 | 55 | 71 | 101 | 236 | 540 | 540 25 | 26 | 55 | 71 | 101 | 236 | 540 | 540 26 | 26 | 55 | 71 | 101 | 236 | 540 | 540 27 | 26 | 55 | 71 | 101 | 236 | 539 | 539 28 | 26 | 55 | 71 | 101 | 236 | 539 | 539 29 | 26 | 55 | 71 | 101 | 235 | 539 | 539 30 | 26 | 55 | 71 | 101 | 235 | 538 | 538 2.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 15 | 86 | 198 | 502 | 1 214 2 | 1 | 5 | 14 | 84 | 197 | 500 | 976 3 | 2 | 5 | 13 | 77 | 192 | 495 | 795 4 | 2 | 6 | 15 | 78 | 190 | 493 | 658 5 | 4 | 7 | 19 | 81 | 189 | 493 | 553 6 | 4 | 7 | 22 | 85 | 188 | 492 | 492 7 | 5 | 9 | 24 | 87 | 188 | 492 | 492 8 | 6 | 9 | 23 | 86 | 188 | 492 | 492 9 | 7 | 10 | 23 | 85 | 188 | 492 | 492 10 | 8 | 11 | 24 | 85 | 188 | 492 | 492 11 | 8 | 11 | 24 | 86 | 188 | 492 | 492 12 | 9 | 13 | 24 | 86 | 188 | 492 | 492 13 | 10 | 13 | 24 | 86 | 188 | 492 | 492 14 | 10 | 14 | 25 | 86 | 189 | 492 | 492 15 | 12 | 14 | 26 | 86 | 189 | 493 | 493 16 | 12 | 16 | 27 | 86 | 189 | 493 | 493 17 | 13 | 16 | 29 | 87 | 189 | 493 | 493 18 | 14 | 17 | 30 | 87 | 190 | 493 | 493 19 | 14 | 18 | 31 | 88 | 190 | 494 | 494 20 | 15 | 18 | 32 | 88 | 191 | 495 | 495 21 | 15 | 20 | 34 | 89 | 191 | 495 | 495 22 | 17 | 20 | 35 | 89 | 192 | 495 | 495 23 | 17 | 21 | 36 | 89 | 192 | 496 | 496 24 | 18 | 21 | 37 | 90 | 192 | 496 | 496 25 | 18 | 22 | 38 | 90 | 192

| 496 | 496 26 | 19 | 23 | 39 | 90 | 192 | 496 | 496 27 | 19 | 24 | 41 | 90 | 192 | 496 | 496 28 | 21 | 25 | 42 | 89 | 192 | 496 | 496 29 | 21 | 25 | 43 | 89 | 192 | 496 | 496 30 | 22 | 26 | 44 | 89 | 192 | 496 | 496 3\.

Other exposures 3.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 15 | 21 | 42 | 160 | 300 | 3 173 2 | 2 | 15 | 21 | 42 | 160 | 344 | 2 356 3 | 2 | 15 | 23 | 47 | 155 | 361 | 1 772 4 | 2 | 16 | 26 | 51 | 153 | 361 | 1 365 5 | 3 | 18 | 29 | 53 | 153 | 353 | 1 079 6 | 4 | 20 | 32 | 56 | 153 | 340 | 873 7 | 6 | 23 | 33 | 58 | 153 | 324 | 720 8 | 6 | 24 | 35 | 61 | 153 | 306 | 604 9 | 6 | 24 | 36 | 63 | 153 | 289 | 514 10 | 6 | 25 | 38 | 66 | 153 | 272 | 442 11 | 7 | 26 | 38 | 66 | 153 | 255 | 383 12 | 7 | 26 | 38 | 67 | 153 | 247 | 335 13 | 7 | 26 | 38 | 67 | 153 | 247 | 294 14 | 7 | 26 | 38 | 67 | 153 | 247 | 260 15 | 7 | 26 | 38 | 67 | 153 | 247 | 247 16 | 7 | 26 | 41 | 67 | 153 | 247 | 247 17 | 7 | 26 | 43 | 67 | 153 | 247 | 247 18 | 7 | 26 | 46 | 67 | 153 | 247 | 247 19 | 7 | 26 | 48 | 67 | 153 | 247 | 247 20 | 7 | 26 | 50 | 67 | 153 | 247 | 247 21 | 7 | 26 | 53 | 67 | 153 | 247 | 247 22 | 8 | 26 | 55 | 67 | 153 | 247 | 247 23 | 8 | 26 | 57 | 67 | 153 | 247 | 247 24 | 8 | 26 | 59 | 67 | 153 | 247 | 247 25 | 9 | 26 | 62 | 67 | 153 | 247 | 247 26 | 9 | 26 | 64 | 68 | 153 | 247 | 247 27 | 10 | 26 | 67 | 70 | 153 | 247 | 247 28 | 10 | 26 | 69 | 72 | 153 | 247 | 247 29 | 10 | 26 | 72 | 74 | 153 | 247 | 247 30 | 11 | 26 | 74 | 75 | 153 | 247 | 247 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 | 10 | 22 | 29 | 50 | 168 | 314 | 3 329 2 | 12 | 24 | 31 | 52 | 170 | 361 | 2 481 3 | 12 | 25 | 33 | 57 | 165 | 378 | 1 867 4 | 12 | 26 | 36 | 61 | 163 | 378 | 1 436 5 | 12 | 27 | 39 | 63 | 162 | 369 | 1 133 6 | 13 | 29 | 41 | 65 | 162 | 355 | 915 7 | 14 | 31 | 42 | 66 | 161 | 337 | 754 8 | 13 | 31 | 42 | 68 | 160 | 319 | 631 9 | 13 | 32 | 43 | 71 | 160 | 301 | 536 10 | 13 | 32 | 44 | 72 | 160 | 282 | 460 11 | 13 | 32 | 44 | 73 | 159 | 265 | 399 12 | 12 | 31 | 44 | 72 | 158 | 252 | 348 13 | 12 | 31 | 43 | 72 | 158 | 252 | 306 14 | 11 | 30 | 43 | 71 | 157 | 251 | 271 15 | 11 | 30 | 42 | 71 | 157 | 251 | 251 16 | 10 | 29 | 42 | 70 | 156 | 250 | 250 17 | 10 | 29 | 44 | 70 | 156 | 250 | 250 18 | 10 | 29 | 47 | 70 | 156 | 250 | 250 19 | 10 | 29 | 50 | 70 | 156 | 250 | 250 20 | 11 | 30 | 51 | 70 | 157 | 251 | 251 21 | 11 | 30 | 54 | 71 | 157 | 251 | 251 22 | 11 | 30 | 57 | 71 | 157 | 251 | 251 23 | 11 | 30 | 59 | 71 | 157 | 251 | 251 24 | 11 | 30 | 62 | 71 | 157 | 251 | 251 25 | 11 | 30 | 64 | 71 | 157 | 251 | 251 26 | 11 | 30 | 66 | 71 | 157 | 251 | 251 27 | 11 | 30 | 69 | 72 | 157 | 251 | 251 28 | 11 | 30 | 71 | 74 | 157 | 251 | 251 29 | 11 | 30 | 73 | 76 | 157 | 251 | 251 30 | 11 | 30 | 77 | 78 | 157 | 251 | 251 3.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 21 | 42 | 160 | 300 | 3 173 2 | 2 | 14 | 21 | 42 | 160 | 344 | 2 356 3 | 1 | 15 | 23 | 47 | 155 | 361 | 1 772 4 | 1 | 16 | 26 | 51 | 153 | 361 | 1 365 5 | 2 | 18 | 29 | 53 | 153 | 353 | 1 079 6 | 4 | 20 | 31 | 56 | 153 | 340 | 873 7 | 5 | 23 | 33 | 58 | 153 | 324 | 720 8 | 5 | 23 | 34 | 60 | 153 | 306 | 604 9 | 6 | 24 | 36 | 63 | 153 | 289 | 514 10 | 6 | 25 | 38 | 65 | 153 | 272 | 441 11 | 6 | 25 | 38 | 66 | 153 | 255 | 383 12 | 7 | 26 | 38 | 66 | 153 | 247 | 335 13 | 7 | 26 | 38 | 66 | 153 | 247 | 294 14 | 7 | 26 | 38 | 66 | 153 | 247 | 260 15 | 7 | 26 | 38 | 66 | 153 | 247 | 247 16 | 7 | 26 | 41 | 66 | 153 | 247 | 247 17 | 7 | 26 | 43 | 66 | 153 | 247 | 247 18 | 7 | 26 | 46 | 66 | 153 | 247 | 247 19 | 7 | 26 | 48 | 66 | 153 | 247 | 247 20 | 7 | 26 | 50 | 66 | 153 | 247 | 247 21 | 7 | 26 | 53 | 66 | 153 | 247 | 247 22 | 8 | 26 | 55 | 66 | 153 | 247 | 247 23 | 8 | 26 | 57 | 66 | 153 | 247 | 247 24 | 8 | 26 | 59 | 66 | 153 | 247 | 247 25 | 9 | 26 | 62 | 66 | 153 | 247 | 247 26 | 9 | 26 | 64 | 68 | 153 | 247 | 247 27 | 10 | 26 | 67 | 70 | 153 | 247 | 247 28 | 10 | 26 | 69 | 72 | 153 | 247 | 247 29 | 10 | 26 | 72 | 74 | 153 | 247 | 247 30 | 11 | 26 | 74 | 75 | 153 | 247 | 247 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 | 73 | 85 | 92 | 113 | 231 | 327 | 3 280 2 | 70 | 82 | 88 | 110 | 228 | 356 | 2 447 3 | 72 | 85 | 93 | 117 | 225 | 375 | 1 846 4 | 70 | 84 | 94 | 119 | 221 | 376 | 1 425 5 | 69 | 84 | 96 | 119 | 219 | 368 | 1 127 6 | 69 | 85 | 96 | 121 | 218 | 355 | 913 7 | 69 | 86 | 97 | 121 | 216 | 338 | 753 8 | 68 | 86 | 97 | 123 | 215 | 321 | 632 9 | 67 | 86 | 97 | 125 | 214 | 308 | 537 10 | 64 | 83 | 96 | 123 | 211 | 305 | 462 11 | 62 | 81 | 94 | 122 | 208 | 302 | 401 12 | 61 | 80 | 93 | 121 | 207 | 301 | 350 13 | 60 | 79 | 92 | 120 | 206 | 300 | 308 14 | 60 | 79 | 92 | 120 | 206 | 300 | 300 15 | 60 | 79 | 91 | 120 | 206 | 300 | 300 16 | 59 | 78 | 91 | 119 | 205 | 299 | 299 17 | 59 | 78 | 90 | 119 | 205 | 299 | 299 18 | 58 | 77 | 90 | 118 | 204 | 298 | 298 19 | 58 | 77 | 89 | 117 | 204 | 298 | 298 20 | 57 | 76 | 89 | 117 | 203 | 297 | 297 21 | 56 | 75 | 88 | 116 | 202 | 297 | 297 22 | 56 | 75 | 87 | 115 | 202 | 296 | 296 23 | 55 | 74 | 86 | 115 | 201 | 295 | 295 24 | 54 | 73 | 85 | 114 | 200 | 294 | 294 25 | 53 | 72 | 84 | 113 | 199 | 293 | 293 26 | 52 | 71 | 83 | 112 | 198 | 292 | 292 27 | 51 | 70 | 82 | 111 | 197 | 291 | 291 28 | 50 | 69 | 81 | 109 | 196 | 290 | 290 29 | 49 | 68 | 80 | 108 | 195 | 289 | 289 30 | 48 | 67 | 79 | 107 | 194 | 288 | 288 3.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 18 | 25 | 46 | 164 | 302 | 3 200 2 | 8 | 20 | 26 | 48 | 166 | 347 | 2 377 3 | 8 | 21 | 30 | 54 | 162 | 364 | 1 790 4 | 9 | 23 | 33 | 58 | 160 | 365 | 1 379 5 | 10 | 25 | 37 | 60 | 160 | 357 | 1 091 6 | 11 | 28 | 39 | 63 | 160 | 343 | 882 7 | 13 | 30 | 40 | 65 | 160 | 327 | 728 8 | 12 | 30 | 41 | 67 | 159 | 310 | 611 9 | 12 | 31 | 42 | 70 | 159 | 292 | 519 10 | 12 | 31 | 44 | 71 | 159 | 275 | 446 11 | 12 | 31 | 44 | 72 | 158 | 258 | 388 12 | 12 | 31 | 44 | 72 | 158 | 252 | 339 13 | 12 | 31 | 44 | 72 | 158 | 252 | 299 14 | 12 | 31 | 44 | 72 | 158 | 252 | 264 15 | 12 | 31 | 44 | 72 | 158 | 252 | 252 16 | 12 | 31 | 44 | 72 | 158 | 252 | 252 17 | 12 | 31 | 44 | 72 | 158 | 252 | 252 18 | 12 | 31 | 46 | 72 | 158 | 252 | 252 19 | 13 | 32 | 49 | 72 | 159 | 253 | 253 20 | 13 | 32 | 51 | 73 | 159 | 253 | 253 21 | 13 | 33 | 54 | 73 | 160 | 254 | 254 22 | 14 | 33 | 56 | 74 | 160 | 254 | 254 23 | 14 | 33 | 58 | 74 | 160 | 254 | 254 24 | 14 | 33 | 61 | 74 | 160 | 254 | 254 25 | 14 | 33 | 63 | 74 | 160 | 254 | 254 26 | 14 | 33 | 66 | 74 | 160 | 254 | 254 27 | 14 | 33 | 68 | 74 | 160 | 254 | 254 28 | 14 | 33 | 71 | 74 | 160 | 254 | 254 29 | 14 | 33 | 73 | 75 | 160 | 254 | 254 30 | 13 | 33 | 76 | 77 | 160 | 254 | 254 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 | 43 | 55 | 62 | 83 | 201 | 302 | 3 194 2 | 47 | 59 | 65 | 87 | 205 | 346 | 2 372 3 | 50 | 64 | 72 | 96 | 204 | 363 | 1 784 4 | 53 | 67 | 77 | 102 | 204 | 363 | 1 374 5 | 54 | 70 | 81 | 105 | 205 | 355 | 1 085 6 | 56 | 72 | 83 | 108 | 205 | 341 | 878 7 | 57 | 74 | 85 | 109 | 204 | 326 | 725 8 | 56 | 74 | 85 | 111 | 203 | 309 | 609 9 | 55 | 74 | 85 | 113 | 202 | 296 | 518 10 | 54 | 73 | 86 | 114 | 201 | 295 | 446 11 | 53 | 72 | 85 | 113 | 200 | 294 | 387 12 | 52 | 71 | 84 | 112 | 198 | 292 | 339 13 | 51 | 70 | 83 | 111 | 197 | 291 | 298 14 | 50 | 69 | 81 | 110 | 196 | 290 | 290 15 | 49 | 68 | 80 | 109 | 195 | 289 | 289 16 | 48 | 67 | 80 | 108 | 194 | 288 | 288 17 | 47 | 66 | 79 | 107 | 193 | 287 | 287 18 | 47 | 66 | 78 | 107 | 193 | 287 | 287 19 | 46 | 65 | 78 | 106 | 192 | 286 | 286 20 | 46 | 65 | 77 | 105 | 192 | 286 | 286 21 | 45 | 64 | 77 | 105 | 191 | 285 | 285 22 | 44 | 63 | 76 | 104 | 190 | 284 | 284 23 | 44 | 63 | 75 | 103 | 190 | 284 | 284 24 | 43 | 62 | 74 | 103 | 189 | 283 | 283 25 | 42 | 61 | 74 | 102 | 188 | 282 | 282 26 | 41 | 60 | 73 | 101 | 187 | 281 | 281 27 | 40 | 59 | 72 | 100 | 186 | 280 | 280 28 | 40 | 59 | 71 | 99 | 186 | 280 | 280 29 | 39 | 58 | 73 | 99 | 185 | 279 | 279 30 | 38 | 57 | 76 | 98 | 184 | 278 | 278 3.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 14 | 20 | 41 | 160 | 300 | 3 170 2 | 1 | 14 | 20 | 41 | 160 | 344 | 2 354 3 | 1 | 14 | 22 | 46 | 154 | 360 | 1 771 4 | 1 | 15 | 25 | 50 | 152 | 361 | 1 364 5 | 2 | 17 | 28 | 52 | 152 | 353 | 1 078 6 | 3 | 19 | 31 | 55 | 152 | 339 | 872 7 | 5 | 22 | 32 | 57 | 152 | 323 | 720 8 | 5 | 23 | 34 | 60 | 152 | 306 | 604 9 | 5 | 24 | 35 | 63 | 152 | 289 | 513 10 | 5 | 24 | 37 | 65 | 152 | 271 | 441 11 | 6 | 25 | 37 | 65 | 152 | 255 | 383 12 | 6 | 25 | 38 | 66 | 152 | 246 | 334 13 | 6 | 25 | 38 | 66 | 152 | 246 | 294 14 | 6 | 25 | 37 | 66 | 152 | 246 | 260 15 | 6 | 25 | 38 | 66 | 152 | 246 | 246 16 | 6 | 25 | 41 | 66 | 152 | 246 | 246 17 | 6 | 25 | 43 | 66 | 152 | 246 | 246 18 | 6 | 25 | 46 | 66 | 152 | 246 | 246 19 | 7 | 25 | 48 | 66 | 152 | 246 | 246 20 | 7 | 25 | 50 | 66 | 152 | 246 | 246 21 | 7 | 25 | 53 | 66 | 152 | 246 | 246 22 | 8 | 25 | 55 | 66 | 152 | 246 | 246 23 | 8 | 25 | 57 | 66 | 152 | 246 | 246 24 | 8 | 25 | 59 | 66 | 152 | 246 | 246 25 | 9 | 25 | 62 | 66 | 152 | 246 | 246 26 | 9 | 25 | 64 | 68 | 152 | 246 | 246 27 | 10 | 25 | 67 | 70 | 152 | 246 | 246 28 | 10 | 25 | 69 | 72 | 152 | 246 | 246 29 | 10 | 25 | 72 | 74 | 152 | 246 | 246 30 | 11 | 25 | 74 | 75 | 152 | 246 | 246 3.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 22 | 45 | 178 | 305 | 3 224 2 | 0 | 11 | 22 | 45 | 178 | 350 | 2 400 3 | 1 | 11 | 23 | 49 | 173 | 367 | 1 807 4 | 1 | 13 | 26 | 55 | 170 | 368 | 1 392 5 | 1 | 16 | 28 | 59 | 169 | 359 | 1 100 6 | 2 | 18 | 33 | 60 | 168 | 346 | 889 7 | 3 | 21 | 36 | 60 | 167 | 329 | 734 8 | 5 | 24 | 37 | 59 | 166 | 312 | 615 9 | 8 | 30 | 42 | 58 | 165 | 294 | 523 10 | 11 | 34 | 42 | 57 | 164 | 276 | 449 11 | 10 | 33 | 41 | 57 | 163 | 259 | 389 12 | 9 | 32 | 41 | 56 | 162 | 256 | 340 13 | 8 | 31 | 42 | 57 | 162 | 256 | 299 14 | 8 | 31 | 42 | 57 | 161 | 255 | 265 15 | 8 | 31 | 43 | 57 | 160 | 254 | 254 16 | 8 | 31 | 43 | 57 | 159 | 253 | 253 17 | 8 | 31 | 44 | 57 | 158 | 252 | 252 18 | 8 | 31 | 46 | 57 | 157 | 251 | 251 19 | 8 | 31 | 48 | 57 | 157 | 251 | 251 20 | 8 | 31 | 51 | 57 | 158 | 252 | 252 21 | 8 | 31 | 53 | 59 | 158 | 252 | 252 22 | 8 | 31 | 55 | 61 | 157 | 251 | 251 23 | 8 | 31 | 58 | 63 | 157 | 251 | 251 24 | 9 | 31 | 61 | 65 | 156 | 250 | 250 25 | 9 | 31 | 62 | 67 | 156 | 250 | 250 26 | 9 | 31 | 65 | 68 | 155 | 249 | 249 27 | 10 | 31 | 67 | 70 | 155 | 249 | 249 28 | 10 | 31 | 70 | 73 | 154 | 248 | 248 29 | 11 | 31 | 72 | 75 | 154 | 248 | 248 30 | 11 | 31 | 74 | 76 | 153 | 247 | 247 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 | 80 | 92 | 99 | 120 | 238 | 334 | 3 339 2 | 78 | 91 | 97 | 119 | 237 | 362 | 2 490 3 | 76 | 90 | 98 | 122 | 230 | 380 | 1 878 4 | 75 | 89 | 99 | 124 | 226 | 382 | 1 449 5 | 73 | 88 | 100 | 123 | 223 | 374 | 1 146 6 | 73 | 89 | 100 | 125 | 222 | 360 | 928 7 | 72 | 89 | 100 | 124 | 219 | 343 | 766 8 | 70 | 88 | 99 | 125 | 217 | 326 | 643 9 | 68 | 87 | 98 | 126 | 215 | 309 | 546 10 | 67 | 86 | 98 | 126 | 213 | 308 | 469 11 | 66 | 85 | 97 | 126 | 212 | 306 | 407 12 | 64 | 83 | 96 | 124 | 210 | 305 | 356 13 | 63 | 82 | 95 | 123 | 209 | 303 | 313 14 | 62 | 81 | 93 | 121 | 208 | 302 | 302 15 | 60 | 79 | 92 | 120 | 206 | 300 | 300 16 | 59 | 78 | 91 | 119 | 205 | 299 | 299 17 | 58 | 77 | 90 | 118 | 204 | 298 | 298 18 | 57 | 76 | 89 | 117 | 203 | 297 | 297 19 | 56 | 75 | 88 | 116 | 202 | 297 | 297 20 | 56 | 75 | 87 | 115 | 202 | 296 | 296 21 | 55 | 74 | 86 | 115 | 201 | 295 | 295 22 | 54 | 73 | 85 | 114 | 200 | 294 | 294 23 | 53 | 72 | 84 | 113 | 199 | 293 | 293 24 | 52 | 71 | 83 | 112 | 198 | 292 | 292 25 | 51 | 70 | 82 | 110 | 197 | 291 | 291 26 | 49 | 69 | 81 | 109 | 196 | 290 | 290 27 | 48 | 68 | 80 | 108 | 195 | 289 | 289 28 | 47 | 66 | 79 | 107 | 193 | 288 | 288 29 | 46 | 65 | 78 | 106 | 192 | 286 | 286 30 | 45 | 64 | 78 | 105 | 191 | 285 | 285 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 | 52 | 65 | 71 | 92 | 210 | 306 | 3 209 2 | 51 | 64 | 70 | 92 | 210 | 350 | 2 396 3 | 50 | 63 | 72 | 96 | 204 | 368 | 1 808 4 | 49 | 63 | 74 | 99 | 201 | 369 | 1 395 5 | 49 | 64 | 75 | 99 | 199 | 361 | 1 104 6 | 49 | 65 | 76 | 101 | 197 | 348 | 894 7 | 49 | 66 | 77 | 101 | 196 | 332 | 739 8 | 48 | 65 | 77 | 102 | 195 | 315 | 620 9 | 46 | 65 | 77 | 104 | 193 | 297 | 528 10 | 46 | 65 | 77 | 105 | 192 | 286 | 454 11 | 45 | 64 | 77 | 105 | 191 | 285 | 394 12 | 44 | 64 | 76 | 104 | 191 | 285 | 344 13 | 44 | 63 | 75 | 104 | 190 | 284 | 303 14 | 43 | 62 | 75 | 103 | 189 | 283 | 283 15 | 43 | 62 | 74 | 103 | 189 | 283 | 283 16 | 42 | 61 | 73 | 102 | 188 | 282 | 282 17 | 41 | 60 | 73 | 101 | 187 | 281 | 281 18 | 41 | 60 | 72 | 101 | 187 | 281 | 281 19 | 40 | 59 | 72 | 100 | 186 | 280 | 280 20 | 40 | 59 | 72 | 100 | 186 | 280 | 280 21 | 40 | 59 | 72 | 100 | 186 | 280 | 280 22 | 39 | 59 | 71 | 99 | 186 | 280 | 280 23 | 39 | 58 | 71 | 99 | 185 | 279 | 279 24 | 38 | 57 | 70 | 98 | 184 | 278 | 278 25 | 38 | 57 | 69 | 98 | 184 | 278 | 278 26 | 37 | 56 | 69 | 97 | 183 | 277 | 277 27 | 36 | 55 | 69 | 96 | 182 | 276 | 276 28 | 36 | 55 | 71 | 95 | 182 | 276 | 276 29 | 35 | 54 | 74 | 95 | 181 | 275 | 275 30 | 34 | 53 | 76 | 94 | 180 | 274 | 274 3.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 39 | 46 | 67 | 185 | 307 | 3 250 2 | 28 | 40 | 46 | 68 | 186 | 353 | 2 424 3 | 26 | 40 | 48 | 72 | 180 | 371 | 1 826 4 | 26 | 40 | 50 | 75 | 177 | 372 | 1 408 5 | 26 | 41 | 52 | 76 | 176 | 363 | 1 112 6 | 26 | 43 | 54 | 78 | 175 | 350 | 899 7 | 27 | 44 | 55 | 80 | 174 | 333 | 742 8 | 26 | 44 | 55 | 81 | 174 | 315 | 622 9 | 26 | 45 | 56 | 84 | 173 | 297 | 528 10 | 26 | 45 | 57 | 85 | 172 | 279 | 454 11 | 25 | 44 | 57 | 85 | 172 | 266 | 394 12 | 25 | 44 | 56 | 85 | 171 | 265 | 344 13 | 24 | 43 | 56 | 84 | 170 | 264 | 303 14 | 23 | 43 | 55 | 83 | 170 | 264 | 268 15 | 23 | 42 | 55 | 83 | 169 | 263 | 263 16 | 22 | 41 | 54 | 82 | 168 | 262 | 262 17 | 22 | 41 | 53 | 82 | 168 | 262 | 262 18 | 21 | 41 | 53 | 81 | 168 | 262 | 262 19 | 21 | 40 | 53 | 81 | 167 | 261 | 261 20 | 21 | 40 | 53 | 81 | 167 | 262 | 262 21 | 21 | 41 | 54 | 81 | 168 | 262 | 262 22 | 21 | 40 | 57 | 81 | 167 | 261 | 261 23 | 21 | 40 | 58 | 81 | 167 | 261 | 261 24 | 21 | 40 | 61 | 81 | 167 | 261 | 261 25 | 21 | 40 | 64 | 81 | 167 | 261 | 261 26 | 20 | 40 | 66 | 80 | 167 | 261 | 261 27 | 20 | 39 | 69 | 80 | 166 | 260 | 260 28 | 20 | 39 | 71 | 80 | 166 | 260 | 260 29 | 20 | 39 | 73 | 79 | 166 | 260 | 260 30 | 19 | 38 | 76 | 79 | 165 | 259 | 259 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 24 | 142 | 299 | 3 163 2 | 0 | 1 | 6 | 25 | 143 | 343 | 2 349 3 | 1 | 1 | 8 | 30 | 138 | 360 | 1 767 4 | 1 | 3 | 11 | 33 | 135 | 360 | 1 362 5 | 1 | 4 | 14 | 35 | 135 | 352 | 1 077 6 | 2 | 4 | 16 | 39 | 135 | 339 | 871 7 | 2 | 6 | 19 | 41 | 135 | 323 | 719 8 | 2 | 6 | 22 | 43 | 135 | 306 | 603 9 | 3 | 7 | 24 | 46 | 135 | 289 | 513 10 | 4 | 8 | 26 | 48 | 135 | 271 | 441 11 | 4 | 9 | 29 | 50 | 136 | 255 | 382 12 | 4 | 10 | 31 | 49 | 135 | 238 | 334 13 | 4 | 10 | 34 | 50 | 136 | 230 | 294 14 | 4 | 12 | 36 | 49 | 136 | 230 | 260 15 | 5 | 12 | 38 | 48 | 134 | 229 | 231 16 | 6 | 13 | 41 | 48 | 134 | 228 | 228 17 | 6 | 14 | 43 | 50 | 133 | 228 | 228 18 | 6 | 15 | 45 | 52 | 134 | 228 | 228 19 | 7 | 15 | 47 | 54 | 134 | 228 | 228 20 | 7 | 17 | 50 | 56 | 134 | 228 | 228 21 | 7 | 17 | 53 | 58 | 135 | 229 | 229 22 | 8 | 18 | 54 | 60 | 135 | 229 | 229 23 | 8 | 18 | 57 | 61 | 135 | 229 | 229 24 | 8 | 20 | 59 | 64 | 134 | 229 | 229 25 | 9 | 20 | 62 | 66 | 134 | 228 | 228 26 | 9 | 21 | 64 | 68 | 136 | 228 | 228 27 | 10 | 23 | 67 | 70 | 137 | 228 | 228 28 | 10 | 23 | 69 | 71 | 138 | 228 | 228 29 | 10 | 24 | 72 | 73 | 139 | 228 | 228 30 | 11 | 25 | 74 | 75 | 141 | 228 | 228 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 | 41 | 53 | 60 | 81 | 199 | 303 | 3 205 2 | 41 | 54 | 60 | 81 | 199 | 348 | 2 384 3 | 40 | 53 | 62 | 86 | 194 | 365 | 1 797 4 | 40 | 54 | 64 | 89 | 191 | 367 | 1 387 5 | 40 | 55 | 66 | 90 | 190 | 359 | 1 098 6 | 40 | 56 | 68 | 92 | 189 | 346 | 889 7 | 41 | 58 | 69 | 93 | 188 | 330 | 734 8 | 40 | 58 | 69 | 95 | 187 | 313 | 616 9 | 39 | 58 | 69 | 97 | 186 | 295 | 524 10 | 39 | 58 | 70 | 98 | 185 | 279 | 451 11 | 38 | 57 | 70 | 98 | 185 | 279 | 391 12 | 38 | 57 | 69 | 98 | 184 | 278 | 342 13 | 37 | 56 | 69 | 97 | 183 | 277 | 301 14 | 36 | 56 | 68 | 96 | 183 | 277 | 277 15 | 36 | 55 | 68 | 96 | 182 | 276 | 276 16 | 35 | 54 | 67 | 95 | 181 | 275 | 275 17 | 35 | 54 | 66 | 94 | 181 | 275 | 275 18 | 34 | 53 | 66 | 94 | 180 | 274 | 274 19 | 34 | 53 | 65 | 94 | 180 | 274 | 274 20 | 33 | 53 | 65 | 93 | 180 | 274 | 274 21 | 33 | 52 | 65 | 93 | 179 | 273 | 273 22 | 33 | 52 | 64 | 93 | 179 | 273 | 273 23 | 32 | 51 | 64 | 92 | 178 | 272 | 272 24 | 32 | 51 | 63 | 91 | 178 | 272 | 272 25 | 31 | 50 | 63 | 91 | 177 | 271 | 271 26 | 30 | 49 | 66 | 90 | 176 | 270 | 270 27 | 29 | 49 | 68 | 89 | 176 | 270 | 270 28 | 29 | 48 | 71 | 89 | 175 | 269 | 269 29 | 28 | 47 | 73 | 88 | 174 | 268 | 268 30 | 27 | 46 | 76 | 87 | 173 | 268 | 268 3.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 26 | 32 | 53 | 171 | 305 | 3 230 2 | 17 | 29 | 36 | 57 | 175 | 349 | 2 396 3 | 19 | 33 | 41 | 65 | 173 | 366 | 1 804 4 | 22 | 36 | 46 | 71 | 173 | 368 | 1 392 5 | 24 | 39 | 51 | 74 | 174 | 360 | 1 102 6 | 23 | 40 | 51 | 75 | 172 | 347 | 892 7 | 28 | 46 | 56 | 81 | 176 | 331 | 737 8 | 27 | 45 | 56 | 82 | 174 | 314 | 619 9 | 28 | 47 | 58 | 86 | 175 | 296 | 526 10 | 30 | 49 | 61 | 89 | 176 | 279 | 453 11 | 31 | 50 | 63 | 91 | 177 | 271 | 393 12 | 32 | 51 | 64 | 92 | 178 | 272 | 344 13 | 32 | 51 | 64 | 92 | 178 | 272 | 302 14 | 33 | 52 | 64 | 92 | 179 | 273 | 273 15 | 33 | 52 | 64 | 93 | 179 | 273 | 273 16 | 32 | 51 | 64 | 92 | 178 | 272 | 272 17 | 32 | 51 | 64 | 92 | 178 | 273 | 273 18 | 32 | 51 | 63 | 92 | 178 | 272 | 272 19 | 31 | 51 | 63 | 91 | 178 | 272 | 272 20 | 32 | 51 | 63 | 91 | 178 | 272 | 272 21 | 31 | 51 | 63 | 91 | 178 | 272 | 272 22 | 31 | 50 | 63 | 91 | 177 | 271 | 271 23 | 31 | 50 | 63 | 91 | 177 | 271 | 271 24 | 30 | 50 | 62 | 90 | 177 | 271 | 271 25 | 30 | 49 | 64 | 90 | 176 | 270 | 270 26 | 30 | 49 | 66 | 89 | 176 | 270 | 270 27 | 29 | 48 | 69 | 89 | 175 | 269 | 269 28 | 28 | 48 | 71 | 88 | 175 | 269 | 269 29 | 28 | 47 | 73 | 88 | 174 | 268 | 268 30 | 27 | 46 | 76 | 87 | 173 | 268 | 268 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 | 13 | 25 | 31 | 53 | 171 | 306 | 3 237 2 | 14 | 26 | 33 | 54 | 172 | 351 | 2 409 3 | 14 | 28 | 36 | 60 | 168 | 369 | 1 817 4 | 15 | 29 | 39 | 64 | 166 | 370 | 1 401 5 | 16 | 31 | 42 | 66 | 166 | 362 | 1 108 6 | 17 | 34 | 45 | 69 | 166 | 349 | 897 7 | 19 | 36 | 47 | 71 | 166 | 332 | 740 8 | 19 | 37 | 48 | 74 | 166 | 315 | 621 9 | 19 | 38 | 49 | 77 | 166 | 297 | 528 10 | 20 | 39 | 51 | 79 | 166 | 279 | 454 11 | 20 | 39 | 52 | 80 | 166 | 262 | 393 12 | 20 | 39 | 52 | 80 | 166 | 260 | 344 13 | 20 | 39 | 52 | 80 | 166 | 260 | 302 14 | 20 | 39 | 52 | 80 | 166 | 260 | 267 15 | 20 | 39 | 52 | 80 | 166 | 260 | 260 16 | 20 | 39 | 52 | 80 | 166 | 260 | 260 17 | 20 | 39 | 52 | 80 | 166 | 260 | 260 18 | 20 | 39 | 52 | 80 | 166 | 260 | 260 19 | 20 | 39 | 52 | 80 | 166 | 260 | 260 20 | 20 | 39 | 52 | 80 | 166 | 260 | 260 21 | 20 | 39 | 54 | 80 | 166 | 260 | 260 22 | 20 | 39 | 57 | 80 | 166 | 260 | 260 23 | 19 | 38 | 58 | 79 | 165 | 259 | 259 24 | 19 | 38 | 61 | 79 | 165 | 259 | 259 25 | 18 | 38 | 63 | 78 | 165 | 259 | 259 26 | 18 | 37 | 66 | 78 | 164 | 258 | 258 27 | 18 | 37 | 68 | 77 | 164 | 258 | 258 28 | 17 | 36 | 71 | 77 | 163 | 257 | 257 29 | 17 | 36 | 73 | 77 | 163 | 257 | 257 30 | 16 | 35 | 76 | 77 | 162 | 256 | 256 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 | 57 | 64 | 85 | 203 | 319 | 3 388 2 | 48 | 60 | 67 | 88 | 206 | 369 | 2 542 3 | 51 | 64 | 72 | 96 | 204 | 388 | 1 920 4 | 52 | 66 | 76 | 101 | 203 | 390 | 1 482 5 | 54 | 69 | 80 | 104 | 204 | 382 | 1 172 6 | 56 | 72 | 83 | 108 | 204 | 368 | 948 7 | 57 | 74 | 85 | 110 | 204 | 351 | 782 8 | 57 | 75 | 86 | 112 | 204 | 332 | 656 9 | 57 | 76 | 87 | 115 | 204 | 314 | 558 10 | 58 | 77 | 89 | 117 | 204 | 298 | 479 11 | 58 | 77 | 89 | 117 | 204 | 298 | 416 12 | 57 | 76 | 89 | 117 | 203 | 297 | 363 13 | 57 | 76 | 88 | 116 | 203 | 297 | 319 14 | 56 | 75 | 87 | 116 | 202 | 296 | 296 15 | 55 | 74 | 87 | 115 | 201 | 295 | 295 16 | 54 | 73 | 86 | 114 | 200 | 294 | 294 17 | 54 | 73 | 85 | 114 | 200 | 294 | 294 18 | 53 | 72 | 85 | 113 | 199 | 293 | 293 19 | 52 | 71 | 84 | 112 | 198 | 293 | 293 20 | 52 | 71 | 83 | 112 | 198 | 292 | 292 21 | 51 | 70 | 83 | 111 | 197 | 291 | 291 22 | 50 | 69 | 82 | 110 | 196 | 290 | 290 23 | 49 | 68 | 81 | 109 | 195 | 290 | 290 24 | 48 | 68 | 80 | 108 | 195 | 289 | 289 25 | 48 | 67 | 79 | 107 | 194 | 288 | 288 26 | 47 | 66 | 78 | 106 | 193 | 287 | 287 27 | 46 | 65 | 77 | 106 | 192 | 286 | 286 28 | 45 | 64 | 76 | 105 | 191 | 285 | 285 29 | 44 | 63 | 76 | 104 | 190 | 284 | 284 30 | 43 | 62 | 80 | 103 | 189 | 283 | 283 3.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 76 | 89 | 95 | 117 | 235 | 330 | 3 357 2 | 81 | 94 | 100 | 121 | 239 | 368 | 2 534 3 | 82 | 95 | 103 | 127 | 235 | 391 | 1 928 4 | 82 | 96 | 106 | 131 | 233 | 395 | 1 495 5 | 85 | 100 | 111 | 135 | 235 | 388 | 1 187 6 | 87 | 103 | 115 | 139 | 236 | 375 | 963 7 | 89 | 107 | 117 | 142 | 237 | 358 | 796 8 | 91 | 108 | 120 | 146 | 238 | 340 | 669 9 | 92 | 110 | 122 | 149 | 239 | 333 | 569 10 | 92 | 111 | 124 | 152 | 239 | 333 | 490 11 | 92 | 111 | 124 | 152 | 239 | 333 | 425 12 | 92 | 111 | 123 | 152 | 238 | 332 | 371 13 | 91 | 110 | 122 | 150 | 237 | 331 | 331 14 | 89 | 108 | 121 | 149 | 235 | 329 | 329 15 | 88 | 107 | 120 | 148 | 234 | 328 | 328 16 | 87 | 106 | 118 | 146 | 233 | 327 | 327 17 | 85 | 104 | 117 | 145 | 231 | 325 | 325 18 | 84 | 103 | 116 | 144 | 230 | 324 | 324 19 | 83 | 102 | 114 | 142 | 229 | 323 | 323 20 | 81 | 100 | 113 | 141 | 227 | 321 | 321 21 | 80 | 99 | 112 | 140 | 226 | 320 | 320 22 | 78 | 97 | 110 | 138 | 224 | 318 | 318 23 | 77 | 96 | 108 | 137 | 223 | 317 | 317 24 | 75 | 94 | 107 | 135 | 221 | 315 | 315 25 | 73 | 93 | 105 | 133 | 220 | 314 | 314 26 | 72 | 91 | 103 | 132 | 218 | 312 | 312 27 | 70 | 89 | 102 | 130 | 216 | 310 | 310 28 | 69 | 88 | 100 | 128 | 215 | 309 | 309 29 | 67 | 86 | 99 | 127 | 213 | 307 | 307 30 | 66 | 85 | 97 | 125 | 212 | 306 | 306 3.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 19 | 25 | 47 | 165 | 303 | 3 211 2 | 10 | 22 | 28 | 50 | 168 | 349 | 2 388 3 | 11 | 25 | 33 | 57 | 165 | 366 | 1 801 4 | 13 | 27 | 37 | 62 | 164 | 367 | 1 389 5 | 15 | 30 | 42 | 65 | 165 | 359 | 1 099 6 | 17 | 33 | 44 | 69 | 166 | 346 | 890 7 | 19 | 36 | 46 | 71 | 166 | 330 | 735 8 | 19 | 37 | 48 | 74 | 166 | 313 | 616 9 | 19 | 38 | 49 | 77 | 166 | 295 | 524 10 | 19 | 38 | 51 | 79 | 166 | 277 | 450 11 | 20 | 39 | 51 | 79 | 166 | 260 | 391 12 | 19 | 38 | 51 | 79 | 165 | 260 | 341 13 | 19 | 38 | 50 | 79 | 165 | 259 | 300 14 | 18 | 37 | 50 | 78 | 164 | 258 | 266 15 | 18 | 37 | 49 | 77 | 164 | 258 | 258 16 | 17 | 36 | 48 | 77 | 163 | 257 | 257 17 | 16 | 36 | 48 | 76 | 163 | 257 | 257 18 | 16 | 35 | 48 | 76 | 162 | 256 | 256 19 | 16 | 35 | 49 | 76 | 162 | 256 | 256 20 | 16 | 35 | 51 | 76 | 162 | 256 | 256 21 | 16 | 35 | 54 | 76 | 162 | 256 | 256 22 | 16 | 35 | 56 | 76 | 162 | 256 | 256 23 | 16 | 35 | 58 | 76 | 162 | 256 | 256 24 | 16 | 35 | 61 | 76 | 162 | 256 | 256 25 | 16 | 35 | 63 | 76 | 162 | 256 | 256 26 | 16 | 35 | 66 | 76 | 162 | 256 | 256 27 | 16 | 35 | 68 | 75 | 162 | 256 | 256 28 | 15 | 34 | 71 | 75 | 161 | 256 | 256 29 | 15 | 34 | 73 | 75 | 161 | 255 | 255 30 | 15 | 34 | 76 | 77 | 161 | 255 | 255 3.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 90 | 103 | 109 | 131 | 249 | 345 | 3 401 2 | 91 | 104 | 110 | 132 | 250 | 369 | 2 546 3 | 91 | 104 | 113 | 137 | 245 | 389 | 1 925 4 | 91 | 106 | 116 | 141 | 243 | 392 | 1 489 5 | 92 | 107 | 119 | 143 | 243 | 384 | 1 180 6 | 93 | 110 | 121 | 145 | 242 | 371 | 956 7 | 94 | 112 | 122 | 147 | 242 | 354 | 790 8 | 94 | 112 | 123 | 149 | 242 | 336 | 663 9 | 94 | 112 | 124 | 151 | 241 | 335 | 564 10 | 93 | 112 | 124 | 152 | 239 | 333 | 485 11 | 92 | 111 | 123 | 151 | 238 | 332 | 420 12 | 90 | 109 | 122 | 150 | 236 | 330 | 367 13 | 88 | 107 | 120 | 148 | 234 | 328 | 328 14 | 86 | 105 | 118 | 146 | 232 | 326 | 326 15 | 85 | 104 | 116 | 144 | 231 | 325 | 325 16 | 83 | 102 | 114 | 142 | 229 | 323 | 323 17 | 81 | 100 | 113 | 141 | 227 | 321 | 321 18 | 80 | 99 | 111 | 139 | 226 | 320 | 320 19 | 78 | 97 | 110 | 138 | 224 | 318 | 318 20 | 77 | 96 | 109 | 137 | 223 | 317 | 317 21 | 76 | 95 | 108 | 136 | 222 | 316 | 316 22 | 75 | 94 | 107 | 135 | 221 | 315 | 315 23 | 74 | 93 | 105 | 134 | 220 | 314 | 314 24 | 73 | 92 | 104 | 132 | 219 | 313 | 313 25 | 71 | 90 | 103 | 131 | 217 | 311 | 311 26 | 70 | 89 | 102 | 130 | 216 | 310 | 310 27 | 69 | 88 | 101 | 129 | 215 | 309 | 309 28 | 68 | 87 | 99 | 128 | 214 | 308 | 308 29 | 67 | 86 | 98 | 127 | 213 | 307 | 307 30 | 66 | 85 | 97 | 125 | 212 | 306 | 306 3.20 Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 315 | 327 | 334 | 355 | 473 | 569 | 3 513 2 | 80 | 93 | 99 | 120 | 238 | 380 | 2 629 3 | 82 | 95 | 104 | 128 | 236 | 400 | 1 985 4 | 84 | 98 | 109 | 134 | 236 | 402 | 1 531 5 | 86 | 102 | 113 | 137 | 237 | 393 | 1 211 6 | 88 | 105 | 116 | 140 | 237 | 379 | 979 7 | 90 | 108 | 118 | 143 | 238 | 361 | 808 8 | 91 | 109 | 120 | 146 | 238 | 342 | 677 9 | 92 | 110 | 122 | 149 | 239 | 333 | 576 10 | 92 | 111 | 123 | 151 | 239 | 333 | 495 11 | 92 | 111 | 124 | 152 | 239 | 333 | 429 12 | 93 | 112 | 124 | 152 | 239 | 333 | 375 13 | 93 | 112 | 125 | 153 | 239 | 333 | 333 14 | 94 | 113 | 125 | 153 | 240 | 334 | 334 15 | 94 | 113 | 126 | 154 | 240 | 334 | 334 16 | 95 | 114 | 127 | 155 | 241 | 335 | 335 17 | 96 | 115 | 128 | 156 | 242 | 336 | 336 18 | 97 | 116 | 129 | 157 | 243 | 337 | 337 19 | 98 | 117 | 130 | 158 | 244 | 338 | 338 20 | 98 | 118 | 130 | 158 | 245 | 339 | 339 21 | 99 | 118 | 130 | 158 | 245 | 339 | 339 22 | 98 | 117 | 130 | 158 | 244 | 338 | 338 23 | 98 | 117 | 129 | 157 | 244 | 338 | 338 24 | 97 | 116 | 128 | 156 | 243 | 337 | 337 25 | 96 | 115 | 127 | 155 | 242 | 336 | 336 26 | 94 | 113 | 126 | 154 | 240 | 334 | 334 27 | 93 | 112 | 125 | 153 | 239 | 333 | 333 28 | 92 | 111 | 123 | 151 | 238 | 332 | 332 29 | 90 | 109 | 122 | 150 | 236 | 330 | 330 30 | 89 | 108 | 120 | 149 | 235 | 329 | 329 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 | 7 | 13 | 35 | 153 | 303 | 3 211 2 | 0 | 7 | 13 | 35 | 153 | 348 | 2 384 3 | 1 | 7 | 15 | 39 | 147 | 364 | 1 792 4 | 1 | 7 | 17 | 42 | 144 | 365 | 1 380 5 | 1 | 8 | 20 | 43 | 143 | 356 | 1 090 6 | 2 | 10 | 21 | 46 | 142 | 342 | 881 7 | 2 | 12 | 22 | 47 | 142 | 326 | 727 8 | 2 | 12 | 23 | 49 | 141 | 309 | 609 9 | 3 | 12 | 25 | 51 | 140 | 291 | 517 10 | 4 | 12 | 26 | 52 | 140 | 273 | 444 11 | 4 | 12 | 29 | 53 | 139 | 256 | 385 12 | 4 | 12 | 32 | 53 | 139 | 240 | 337 13 | 4 | 12 | 34 | 53 | 139 | 234 | 296 14 | 4 | 13 | 37 | 53 | 140 | 234 | 262 15 | 6 | 13 | 38 | 54 | 140 | 234 | 234 16 | 6 | 13 | 41 | 54 | 140 | 234 | 234 17 | 6 | 14 | 44 | 54 | 141 | 235 | 235 18 | 6 | 15 | 46 | 55 | 141 | 235 | 235 19 | 7 | 15 | 48 | 56 | 142 | 236 | 236 20 | 7 | 17 | 51 | 57 | 143 | 237 | 237 21 | 7 | 17 | 53 | 59 | 143 | 238 | 238 22 | 8 | 18 | 55 | 61 | 144 | 238 | 238 23 | 8 | 19 | 58 | 63 | 145 | 239 | 239 24 | 9 | 20 | 61 | 65 | 145 | 239 | 239 25 | 9 | 21 | 62 | 66 | 145 | 240 | 240 26 | 9 | 21 | 65 | 68 | 146 | 240 | 240 27 | 10 | 23 | 67 | 70 | 146 | 240 | 240 28 | 10 | 23 | 70 | 73 | 146 | 240 | 240 29 | 11 | 24 | 72 | 75 | 147 | 241 | 241 30 | 11 | 25 | 74 | 77 | 147 | 241 | 241 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 59 | 66 | 87 | 205 | 307 | 3 258 2 | 48 | 60 | 67 | 88 | 206 | 354 | 2 428 3 | 47 | 60 | 69 | 93 | 201 | 371 | 1 830 4 | 47 | 61 | 71 | 96 | 198 | 373 | 1 411 5 | 47 | 62 | 73 | 97 | 197 | 364 | 1 115 6 | 48 | 64 | 75 | 100 | 197 | 351 | 902 7 | 48 | 65 | 76 | 100 | 195 | 334 | 744 8 | 48 | 66 | 77 | 103 | 195 | 317 | 624 9 | 47 | 66 | 77 | 105 | 194 | 299 | 531 10 | 46 | 65 | 78 | 106 | 193 | 287 | 456 11 | 45 | 64 | 77 | 105 | 192 | 286 | 396 12 | 44 | 63 | 76 | 104 | 190 | 284 | 346 13 | 43 | 62 | 74 | 103 | 189 | 283 | 304 14 | 41 | 60 | 73 | 101 | 187 | 281 | 281 15 | 40 | 59 | 72 | 100 | 186 | 280 | 280 16 | 39 | 58 | 70 | 98 | 185 | 279 | 279 17 | 38 | 57 | 69 | 97 | 184 | 278 | 278 18 | 37 | 56 | 68 | 96 | 183 | 277 | 277 19 | 36 | 55 | 67 | 96 | 182 | 276 | 276 20 | 35 | 54 | 67 | 95 | 181 | 275 | 275 21 | 35 | 54 | 66 | 95 | 181 | 275 | 275 22 | 34 | 53 | 66 | 94 | 180 | 274 | 274 23 | 34 | 53 | 65 | 93 | 180 | 274 | 274 24 | 33 | 52 | 65 | 93 | 179 | 273 | 273 25 | 32 | 51 | 64 | 92 | 178 | 272 | 272 26 | 31 | 51 | 66 | 91 | 178 | 272 | 272 27 | 31 | 50 | 69 | 91 | 177 | 271 | 271 28 | 30 | 49 | 71 | 90 | 176 | 270 | 270 29 | 29 | 49 | 73 | 89 | 176 | 270 | 270 30 | 29 | 48 | 76 | 89 | 175 | 269 | 269 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 | 110 | 123 | 129 | 151 | 269 | 364 | 3 414 2 | 112 | 124 | 130 | 152 | 270 | 371 | 2 560 3 | 113 | 126 | 134 | 158 | 266 | 392 | 1 937 4 | 114 | 128 | 138 | 163 | 265 | 394 | 1 499 5 | 115 | 131 | 142 | 166 | 266 | 387 | 1 188 6 | 117 | 133 | 145 | 169 | 266 | 374 | 964 7 | 118 | 136 | 146 | 171 | 266 | 360 | 798 8 | 118 | 136 | 147 | 173 | 265 | 359 | 671 9 | 118 | 137 | 148 | 176 | 265 | 359 | 572 10 | 118 | 137 | 149 | 177 | 264 | 358 | 492 11 | 117 | 136 | 149 | 177 | 263 | 357 | 428 12 | 116 | 135 | 147 | 176 | 262 | 356 | 374 13 | 114 | 133 | 146 | 174 | 260 | 354 | 354 14 | 112 | 131 | 144 | 172 | 258 | 352 | 352 15 | 110 | 130 | 142 | 170 | 257 | 351 | 351 16 | 108 | 127 | 140 | 168 | 254 | 348 | 348 17 | 106 | 125 | 138 | 166 | 252 | 346 | 346 18 | 104 | 123 | 136 | 164 | 250 | 344 | 344 19 | 102 | 121 | 134 | 162 | 248 | 342 | 342 20 | 101 | 120 | 132 | 160 | 247 | 341 | 341 21 | 99 | 118 | 131 | 159 | 245 | 339 | 339 22 | 97 | 116 | 129 | 157 | 243 | 337 | 337 23 | 95 | 114 | 127 | 155 | 241 | 335 | 335 24 | 93 | 112 | 125 | 153 | 239 | 333 | 333 25 | 91 | 111 | 123 | 151 | 238 | 332 | 332 26 | 90 | 109 | 121 | 149 | 236 | 330 | 330 27 | 88 | 107 | 119 | 148 | 234 | 328 | 328 28 | 86 | 105 | 118 | 146 | 232 | 326 | 326 29 | 84 | 104 | 116 | 144 | 231 | 325 | 325 30 | 83 | 102 | 114 | 143 | 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 | 161 | 174 | 180 | 202 | 320 | 415 | 3 668 2 | 171 | 184 | 190 | 211 | 329 | 425 | 2 752 3 | 176 | 189 | 197 | 221 | 329 | 425 | 2 082 4 | 177 | 192 | 202 | 227 | 329 | 423 | 1 608 5 | 179 | 194 | 205 | 229 | 329 | 423 | 1 273 6 | 179 | 196 | 207 | 231 | 328 | 422 | 1 030 7 | 180 | 197 | 208 | 232 | 327 | 421 | 850 8 | 179 | 196 | 208 | 234 | 326 | 420 | 713 9 | 178 | 196 | 208 | 235 | 325 | 419 | 606 10 | 177 | 196 | 208 | 236 | 323 | 417 | 520 11 | 175 | 194 | 207 | 235 | 322 | 416 | 451 12 | 173 | 192 | 205 | 233 | 319 | 413 | 413 13 | 170 | 190 | 202 | 230 | 317 | 411 | 411 14 | 168 | 187 | 199 | 227 | 314 | 408 | 408 15 | 165 | 184 | 196 | 224 | 311 | 405 | 405 16 | 162 | 181 | 193 | 221 | 308 | 402 | 402 17 | 159 | 178 | 190 | 218 | 305 | 399 | 399 18 | 156 | 175 | 187 | 215 | 302 | 396 | 396 19 | 153 | 172 | 184 | 213 | 299 | 393 | 393 20 | 150 | 169 | 181 | 210 | 296 | 390 | 390 21 | 147 | 166 | 178 | 207 | 293 | 387 | 387 22 | 144 | 163 | 175 | 204 | 290 | 384 | 384 23 | 141 | 160 | 172 | 201 | 287 | 381 | 381 24 | 138 | 157 | 169 | 197 | 284 | 378 | 378 25 | 135 | 154 | 166 | 194 | 281 | 375 | 375 26 | 132 | 151 | 163 | 191 | 278 | 372 | 372 27 | 129 | 148 | 160 | 189 | 275 | 369 | 369 28 | 126 | 145 | 157 | 186 | 272 | 366 | 366 29 | 123 | 142 | 155 | 183 | 269 | 363 | 363 30 | 120 | 140 | 152 | 180 | 267 | 361 | 361 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 | 28 | 40 | 46 | 68 | 186 | 313 | 3 321 2 | 28 | 41 | 47 | 69 | 187 | 359 | 2 468 3 | 28 | 41 | 50 | 74 | 182 | 376 | 1 857 4 | 28 | 42 | 52 | 77 | 179 | 377 | 1 431 5 | 28 | 44 | 55 | 79 | 179 | 369 | 1 131 6 | 29 | 45 | 57 | 81 | 178 | 355 | 915 7 | 30 | 47 | 58 | 83 | 177 | 338 | 754 8 | 29 | 47 | 58 | 84 | 176 | 320 | 633 9 | 29 | 47 | 59 | 86 | 175 | 302 | 538 10 | 28 | 47 | 60 | 87 | 175 | 284 | 462 11 | 28 | 47 | 59 | 88 | 174 | 268 | 400 12 | 27 | 46 | 59 | 87 | 173 | 267 | 350 13 | 27 | 46 | 58 | 87 | 173 | 267 | 308 14 | 26 | 45 | 58 | 86 | 172 | 266 | 272 15 | 26 | 45 | 58 | 86 | 172 | 266 | 266 16 | 26 | 45 | 58 | 86 | 172 | 266 | 266 17 | 26 | 45 | 58 | 86 | 172 | 266 | 266 18 | 26 | 45 | 58 | 86 | 172 | 266 | 266 19 | 26 | 45 | 58 | 86 | 172 | 266 | 266 20 | 26 | 45 | 58 | 86 | 172 | 266 | 266 21 | 26 | 45 | 58 | 86 | 172 | 266 | 266 22 | 26 | 45 | 58 | 86 | 172 | 266 | 266 23 | 26 | 45 | 60 | 86 | 172 | 266 | 266 24 | 26 | 45 | 62 | 85 | 172 | 266 | 266 25 | 25 | 44 | 65 | 85 | 171 | 265 | 265 26 | 25 | 44 | 67 | 85 | 171 | 265 | 265 27 | 25 | 44 | 70 | 85 | 171 | 265 | 265 28 | 24 | 43 | 72 | 84 | 170 | 264 | 264 29 | 24 | 43 | 75 | 84 | 170 | 264 | 264 30 | 24 | 43 | 77 | 83 | 170 | 264 | 264 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 | 25 | 37 | 43 | 65 | 183 | 310 | 3 293 2 | 26 | 39 | 45 | 67 | 185 | 357 | 2 455 3 | 27 | 41 | 49 | 73 | 181 | 376 | 1 853 4 | 28 | 43 | 53 | 78 | 180 | 378 | 1 430 5 | 30 | 45 | 57 | 80 | 180 | 370 | 1 132 6 | 32 | 48 | 59 | 84 | 181 | 356 | 917 7 | 34 | 51 | 62 | 86 | 181 | 340 | 757 8 | 34 | 52 | 63 | 89 | 181 | 322 | 635 9 | 35 | 53 | 65 | 92 | 181 | 304 | 540 10 | 35 | 54 | 67 | 94 | 182 | 286 | 465 11 | 36 | 55 | 68 | 96 | 182 | 276 | 403 12 | 36 | 55 | 68 | 96 | 182 | 276 | 353 13 | 36 | 55 | 68 | 96 | 182 | 276 | 310 14 | 36 | 55 | 68 | 96 | 182 | 276 | 276 15 | 36 | 55 | 68 | 96 | 182 | 276 | 276 16 | 36 | 55 | 67 | 96 | 182 | 276 | 276 17 | 36 | 55 | 67 | 96 | 182 | 276 | 276 18 | 36 | 55 | 67 | 96 | 182 | 276 | 276 19 | 36 | 55 | 68 | 96 | 182 | 276 | 276 20 | 36 | 55 | 68 | 96 | 182 | 276 | 276 21 | 36 | 55 | 68 | 96 | 182 | 276 | 276 22 | 36 | 55 | 68 | 96 | 182 | 276 | 276 23 | 36 | 55 | 68 | 96 | 182 | 276 | 276 24 | 36 | 55 | 67 | 95 | 182 | 276 | 276 25 | 35 | 54 | 67 | 95 | 181 | 275 | 275 26 | 35 | 54 | 68 | 94 | 181 | 275 | 275 27 | 34 | 53 | 70 | 94 | 180 | 274 | 274 28 | 34 | 53 | 73 | 93 | 180 | 274 | 274 29 | 33 | 52 | 75 | 93 | 179 | 273 | 273 30 | 32 | 51 | 78 | 92 | 178 | 272 | 272 3.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 121 | 133 | 140 | 161 | 279 | 375 | 3 577 2 | 120 | 132 | 139 | 160 | 278 | 384 | 2 661 3 | 119 | 132 | 140 | 164 | 272 | 402 | 2 001 4 | 118 | 132 | 142 | 167 | 269 | 403 | 1 540 5 | 118 | 133 | 145 | 168 | 268 | 394 | 1 215 6 | 118 | 134 | 146 | 170 | 267 | 379 | 982 7 | 119 | 136 | 147 | 171 | 266 | 361 | 809 8 | 118 | 136 | 147 | 173 | 265 | 359 | 678 9 | 117 | 136 | 147 | 175 | 264 | 358 | 576 10 | 117 | 136 | 149 | 176 | 264 | 358 | 494 11 | 117 | 136 | 148 | 176 | 263 | 357 | 428 12 | 116 | 135 | 147 | 175 | 262 | 356 | 374 13 | 114 | 134 | 146 | 174 | 261 | 355 | 355 14 | 113 | 132 | 145 | 173 | 259 | 353 | 353 15 | 111 | 130 | 143 | 171 | 257 | 351 | 351 16 | 109 | 128 | 141 | 169 | 255 | 349 | 349 17 | 107 | 126 | 138 | 166 | 253 | 347 | 347 18 | 104 | 124 | 136 | 164 | 251 | 345 | 345 19 | 102 | 122 | 134 | 162 | 249 | 343 | 343 20 | 100 | 119 | 132 | 160 | 246 | 340 | 340 21 | 98 | 117 | 130 | 158 | 244 | 338 | 338 22 | 96 | 115 | 128 | 156 | 242 | 336 | 336 23 | 94 | 113 | 125 | 154 | 240 | 334 | 334 24 | 92 | 111 | 123 | 151 | 238 | 332 | 332 25 | 89 | 108 | 121 | 149 | 235 | 329 | 329 26 | 87 | 106 | 119 | 147 | 233 | 327 | 327 27 | 85 | 104 | 117 | 145 | 231 | 325 | 325 28 | 83 | 102 | 115 | 143 | 229 | 323 | 323 29 | 81 | 100 | 113 | 141 | 227 | 321 | 321 30 | 79 | 98 | 111 | 139 | 225 | 319 | 319 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 | 8 | 14 | 36 | 154 | 304 | 3 215 2 | 0 | 10 | 16 | 38 | 156 | 349 | 2 394 3 | 1 | 11 | 20 | 44 | 152 | 367 | 1 806 4 | 1 | 13 | 24 | 49 | 151 | 369 | 1 394 5 | 1 | 16 | 28 | 51 | 151 | 361 | 1 103 6 | 3 | 19 | 30 | 55 | 152 | 347 | 893 7 | 5 | 22 | 33 | 57 | 152 | 331 | 737 8 | 5 | 23 | 34 | 60 | 152 | 314 | 618 9 | 5 | 24 | 35 | 63 | 152 | 296 | 526 10 | 5 | 24 | 37 | 64 | 152 | 278 | 452 11 | 5 | 24 | 37 | 65 | 152 | 261 | 392 12 | 5 | 24 | 37 | 65 | 151 | 245 | 342 13 | 5 | 24 | 37 | 65 | 151 | 245 | 301 14 | 5 | 24 | 37 | 65 | 151 | 245 | 266 15 | 6 | 24 | 40 | 64 | 151 | 245 | 245 16 | 6 | 23 | 41 | 64 | 150 | 244 | 244 17 | 6 | 23 | 44 | 64 | 150 | 244 | 244 18 | 7 | 23 | 47 | 64 | 150 | 244 | 244 19 | 7 | 23 | 49 | 64 | 150 | 244 | 244 20 | 7 | 24 | 51 | 65 | 151 | 245 | 245 21 | 7 | 24 | 54 | 65 | 151 | 245 | 245 22 | 8 | 25 | 56 | 65 | 152 | 246 | 246 23 | 8 | 25 | 58 | 66 | 152 | 246 | 246 24 | 9 | 25 | 61 | 66 | 152 | 246 | 246 25 | 9 | 25 | 63 | 68 | 152 | 246 | 246 26 | 9 | 25 | 66 | 70 | 152 | 246 | 246 27 | 10 | 25 | 68 | 72 | 152 | 246 | 246 28 | 10 | 25 | 71 | 73 | 152 | 246 | 246 29 | 11 | 25 | 73 | 75 | 152 | 247 | 247 30 | 11 | 25 | 76 | 77 | 152 | 247 | 247 3.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 43 | 50 | 71 | 189 | 309 | 3 272 2 | 32 | 44 | 50 | 72 | 190 | 355 | 2 435 3 | 30 | 43 | 52 | 76 | 184 | 372 | 1 833 4 | 29 | 43 | 54 | 78 | 180 | 373 | 1 412 5 | 29 | 44 | 56 | 79 | 179 | 364 | 1 115 6 | 32 | 48 | 59 | 84 | 180 | 350 | 902 7 | 30 | 47 | 58 | 82 | 177 | 333 | 744 8 | 33 | 51 | 62 | 88 | 180 | 316 | 623 9 | 32 | 51 | 63 | 90 | 179 | 298 | 530 10 | 28 | 46 | 59 | 87 | 174 | 280 | 455 11 | 23 | 42 | 55 | 83 | 170 | 264 | 394 12 | 20 | 39 | 52 | 80 | 166 | 260 | 344 13 | 18 | 37 | 50 | 78 | 164 | 258 | 303 14 | 16 | 35 | 48 | 76 | 162 | 256 | 267 15 | 15 | 34 | 46 | 74 | 161 | 255 | 255 16 | 13 | 32 | 45 | 73 | 159 | 253 | 253 17 | 12 | 31 | 44 | 72 | 158 | 252 | 252 18 | 12 | 31 | 47 | 71 | 158 | 252 | 252 19 | 11 | 30 | 49 | 71 | 157 | 251 | 251 20 | 11 | 30 | 51 | 71 | 157 | 251 | 251 21 | 11 | 30 | 54 | 71 | 157 | 251 | 251 22 | 11 | 30 | 56 | 71 | 157 | 251 | 251 23 | 11 | 30 | 58 | 71 | 157 | 251 | 251 24 | 11 | 30 | 61 | 71 | 157 | 251 | 251 25 | 11 | 30 | 63 | 71 | 157 | 251 | 251 26 | 11 | 30 | 66 | 71 | 157 | 251 | 251 27 | 11 | 30 | 68 | 72 | 157 | 251 | 251 28 | 10 | 30 | 71 | 73 | 157 | 251 | 251 29 | 11 | 29 | 73 | 75 | 156 | 250 | 250 30 | 11 | 29 | 76 | 77 | 156 | 250 | 250 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 | 201 | 213 | 219 | 241 | 359 | 455 | 4 208 2 | 197 | 209 | 216 | 237 | 355 | 451 | 3 149 3 | 192 | 205 | 213 | 237 | 345 | 470 | 2 377 4 | 187 | 201 | 212 | 236 | 338 | 472 | 1 831 5 | 183 | 198 | 210 | 233 | 333 | 462 | 1 445 6 | 180 | 196 | 207 | 232 | 329 | 444 | 1 166 7 | 177 | 194 | 205 | 229 | 324 | 424 | 960 8 | 173 | 190 | 202 | 227 | 320 | 414 | 802 9 | 169 | 187 | 199 | 226 | 316 | 410 | 680 10 | 165 | 184 | 196 | 224 | 311 | 405 | 582 11 | 161 | 180 | 193 | 221 | 307 | 401 | 503 12 | 157 | 176 | 189 | 217 | 303 | 397 | 438 13 | 153 | 172 | 185 | 213 | 299 | 393 | 393 14 | 149 | 168 | 181 | 209 | 295 | 389 | 389 15 | 146 | 165 | 177 | 205 | 292 | 386 | 386 16 | 142 | 161 | 174 | 202 | 288 | 382 | 382 17 | 139 | 158 | 171 | 199 | 285 | 379 | 379 18 | 136 | 155 | 167 | 196 | 282 | 376 | 376 19 | 133 | 152 | 164 | 193 | 279 | 373 | 373 20 | 130 | 149 | 162 | 190 | 276 | 370 | 370 21 | 127 | 146 | 159 | 187 | 273 | 367 | 367 22 | 124 | 143 | 156 | 184 | 270 | 365 | 365 23 | 122 | 141 | 153 | 181 | 268 | 362 | 362 24 | 119 | 138 | 151 | 179 | 265 | 359 | 359 25 | 116 | 135 | 148 | 176 | 262 | 356 | 356 26 | 114 | 133 | 145 | 174 | 260 | 354 | 354 27 | 111 | 130 | 143 | 171 | 257 | 351 | 351 28 | 109 | 128 | 140 | 169 | 255 | 349 | 349 29 | 106 | 126 | 138 | 166 | 253 | 347 | 347 30 | 104 | 123 | 136 | 164 | 250 | 344 | 344 3.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 26 | 51 | 170 | 303 | 3 208 2 | 0 | 14 | 26 | 51 | 170 | 348 | 2 387 3 | 1 | 17 | 28 | 56 | 166 | 366 | 1 800 4 | 1 | 20 | 31 | 61 | 165 | 367 | 1 389 5 | 3 | 23 | 36 | 66 | 166 | 359 | 1 099 6 | 5 | 27 | 39 | 68 | 167 | 346 | 889 7 | 8 | 31 | 42 | 71 | 167 | 330 | 734 8 | 10 | 34 | 45 | 74 | 167 | 313 | 616 9 | 12 | 37 | 49 | 76 | 167 | 295 | 524 10 | 13 | 39 | 51 | 77 | 167 | 277 | 450 11 | 14 | 40 | 52 | 78 | 167 | 262 | 390 12 | 15 | 42 | 54 | 79 | 167 | 261 | 341 13 | 16 | 43 | 54 | 80 | 167 | 261 | 300 14 | 16 | 44 | 55 | 80 | 167 | 261 | 265 15 | 16 | 44 | 55 | 80 | 167 | 261 | 261 16 | 16 | 44 | 55 | 80 | 167 | 261 | 261 17 | 16 | 44 | 55 | 80 | 167 | 261 | 261 18 | 16 | 44 | 55 | 80 | 167 | 261 | 261 19 | 16 | 44 | 55 | 80 | 167 | 261 | 261 20 | 16 | 44 | 55 | 80 | 167 | 261 | 261 21 | 16 | 44 | 55 | 80 | 168 | 262 | 262 22 | 16 | 44 | 56 | 80 | 168 | 262 | 262 23 | 16 | 44 | 58 | 80 | 168 | 262 | 262 24 | 16 | 44 | 61 | 80 | 168 | 262 | 262 25 | 16 | 44 | 63 | 80 | 167 | 261 | 261 26 | 16 | 44 | 66 | 80 | 167 | 261 | 261 27 | 16 | 44 | 68 | 80 | 167 | 261 | 261 28 | 16 | 44 | 71 | 80 | 167 | 261 | 261 29 | 16 | 44 | 73 | 80 | 166 | 260 | 260 30 | 16 | 44 | 75 | 80 | 166 | 260 | 260 3.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 14 | 132 | 302 | 3 199 2 | 0 | 1 | 6 | 14 | 131 | 347 | 2 374 3 | 1 | 1 | 9 | 17 | 124 | 363 | 1 784 4 | 1 | 3 | 11 | 20 | 121 | 363 | 1 373 5 | 1 | 4 | 14 | 22 | 120 | 354 | 1 084 6 | 2 | 4 | 16 | 25 | 120 | 341 | 877 7 | 2 | 6 | 19 | 27 | 119 | 324 | 723 8 | 2 | 6 | 22 | 30 | 119 | 307 | 606 9 | 3 | 7 | 24 | 33 | 119 | 289 | 515 10 | 4 | 8 | 26 | 35 | 119 | 272 | 442 11 | 4 | 9 | 29 | 37 | 119 | 255 | 383 12 | 4 | 10 | 31 | 39 | 119 | 239 | 335 13 | 4 | 10 | 34 | 41 | 119 | 224 | 295 14 | 4 | 12 | 36 | 43 | 120 | 214 | 261 15 | 6 | 12 | 38 | 45 | 120 | 214 | 232 16 | 6 | 13 | 41 | 48 | 120 | 214 | 214 17 | 6 | 14 | 43 | 50 | 121 | 215 | 215 18 | 6 | 15 | 45 | 52 | 123 | 215 | 215 19 | 7 | 15 | 48 | 54 | 125 | 215 | 215 20 | 7 | 17 | 50 | 56 | 127 | 216 | 216 21 | 7 | 17 | 53 | 58 | 128 | 217 | 217 22 | 8 | 18 | 55 | 60 | 130 | 217 | 217 23 | 8 | 18 | 57 | 62 | 132 | 217 | 217 24 | 8 | 20 | 59 | 64 | 133 | 217 | 217 25 | 9 | 20 | 62 | 66 | 134 | 217 | 217 26 | 9 | 21 | 64 | 68 | 137 | 217 | 217 27 | 10 | 23 | 67 | 70 | 138 | 217 | 217 28 | 10 | 23 | 69 | 71 | 138 | 217 | 217 29 | 10 | 24 | 72 | 73 | 140 | 217 | 217 30 | 11 | 25 | 74 | 75 | 141 | 217 | 217 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 3 Euro | Belgium | 3 Euro | Cyprus | 3 Euro | Estonia | 3 Euro | Finland | 3 Euro | France | 3 Euro | Germany | 3 Euro | Greece | 3 Euro | Ireland | 3 Euro | Italy | 3 Euro | Latvia | 3 Euro | Lithuania | 3 Euro | Luxembourg | 3 Euro | Malta | 3 Euro |

Netherlands | 3 Euro | Portugal | 3 Euro | Slovakia | 3 Euro | Slovenia | 3 Euro | Spain | 3 Czech koruna | Czech Republic | 14 Danish krone | Denmark | 55 Forint | Hungary | 4 Krona | Sweden | 10 Kuna | Croatia | 0 Lev | Bulgaria | -7 Pound sterling | United Kingdom | 5 Romanian leu | Romania | 1 Zloty | Poland | 5 Króna | Iceland | -6 Norwegian krone | Norway | 33 Swiss franc | Liechtenstein | 8 Swiss franc | Switzerland | 8 Australian dollar | Australia | 8 Canadian dollar | Canada | 38 Renminbi-yuan | China | 36 Hong Kong dollar | Hong Kong | 2 US dollar | United States | 23 Yen | Japan | 6 * * *