COMMISSION IMPLEMENTING REGULATION (EU) 2022/732

13.5.2022 | EN | Official Journal of the European Union | L 136/8 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2022/732 of 12 May 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2022 until 29 June 2022 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 April 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2022 market data. That information was published on 5 April 2022 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2022 until 29 June 2022. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 March 2022. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 12 May 2022. 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 | –0,175 % | 5,516 % | –0,185 % | 5,955 % | 1,116 % | 0,104 % 2 | 0,436 % | 5,279 % | 0,426 % | 6,139 % | 1,269 % | 0,429 % 3 | 0,703 % | 4,915 % | 0,693 % | 6,227 % | 1,477 % | 0,747 % 4 | 0,829 % | 4,568 % | 0,819 % | 6,271 % | 1,643 % | 1,070 % 5 | 0,895 % | 4,293 % | 0,885 % | 6,250 % | 1,734 % | 1,376 % 6 | 0,943 % | 4,100 % | 0,933 % | 6,203 % | 1,757 % | 1,671 % 7 | 0,983 % | 3,964 % | 0,973 % | 6,136 % | 1,755 % | 1,959 % 8 | 1,025 % | 3,865 % | 1,015 % | 6,054 % | 1,757 % | 2,254 % 9 | 1,067 % | 3,793 % | 1,057 % | 5,964 % | 1,776 % | 2,520 % 10 | 1,109 % | 3,741 % | 1,099 % | 5,875 % | 1,820 % | 2,731 % 11 | 1,143 % | 3,704 % | 1,133 % | 5,792 % | 1,894 % | 2,895 % 12 | 1,170 % | 3,679 % | 1,160 % | 5,725 % | 1,980 % | 3,024 % 13 | 1,193 % | 3,660 % | 1,183 % | 5,678 % | 2,068 % | 3,127 % 14 | 1,208 % | 3,646 % | 1,198 % | 5,651 % | 2,151 % | 3,210 % 15 | 1,208 % | 3,635 % | 1,198 % | 5,649 % | 2,229 % | 3,277 % 16 | 1,193 % | 3,625 % | 1,183 % | 5,646 % | 2,300 % | 3,332 % 17 | 1,172 % | 3,617 % | 1,162 % | 5,638 % | 2,364 % | 3,376 % 18 | 1,153 % | 3,609 % | 1,143 % | 5,625 % | 2,422 % | 3,413 % 19 | 1,143 % | 3,602 % | 1,133 % | 5,609 % | 2,475 % | 3,443 % 20 | 1,144 % | 3,596 % | 1,134 % | 5,591 % | 2,523 % | 3,468 % 21 | 1,160 % | 3,590 % | 1,150 % | 5,571 % | 2,566 % | 3,488 % 22 | 1,186 % | 3,584 % | 1,176 % | 5,550 % | 2,606 % | 3,505 % 23 | 1,220 % | 3,579 % | 1,210 % | 5,528 % | 2,643 % | 3,519 % 24 | 1,259 % | 3,575 % | 1,250 % | 5,506 % | 2,676 % | 3,530 % 25 | 1,302 % | 3,571 % | 1,293 % | 5,484 % | 2,707 % | 3,539 % 26 | 1,347 % | 3,567 % | 1,338 % | 5,461 % | 2,735 % | 3,547 % 27 | 1,393 % | 3,563 % | 1,384 % | 5,439 % | 2,762 % | 3,553 % 28 | 1,440 % | 3,559 % | 1,431 % | 5,417 % | 2,786 % | 3,557 % 29 | 1,486 % | 3,556 % | 1,478 % | 5,396 % | 2,809 % | 3,561 % 30 | 1,533 % | 3,553 % | 1,525 % | 5,375 % | 2,830 % | 3,564 % 31 | 1,578 % | 3,550 % | 1,571 % | 5,354 % | 2,850 % | 3,565 % 32 | 1,623 % | 3,548 % | 1,616 % | 5,334 % | 2,869 % | 3,567 % 33 | 1,667 % | 3,545 % | 1,660 % | 5,315 % | 2,886 % | 3,568 % 34 | 1,709 % | 3,543 % | 1,702 % | 5,296 % | 2,903 % | 3,568 % 35 | 1,750 % | 3,540 % | 1,744 % | 5,278 % | 2,919 % | 3,568 % 36 | 1,790 % | 3,538 % | 1,784 % | 5,260 % | 2,933 % | 3,568 % 37 | 1,829 % | 3,536 % | 1,822 % | 5,243 % | 2,947 % | 3,567 % 38 | 1,866 % | 3,534 % | 1,860 % | 5,226 % | 2,960 % | 3,567 % 39 | 1,902 % | 3,532 % | 1,896 % | 5,210 % | 2,973 % | 3,566 % 40 | 1,937 % | 3,530 % | 1,931 % | 5,195 % | 2,985 % | 3,565 % 41 | 1,970 % | 3,528 % | 1,965 % | 5,180 % | 2,996 % | 3,564 % 42 | 2,003 % | 3,527 % | 1,997 % | 5,165 % | 3,007 % | 3,562 % 43 | 2,034 % | 3,525 % | 2,028 % | 5,151 % | 3,017 % | 3,561 % 44 | 2,064 % | 3,524 % | 2,058 % | 5,138 % | 3,027 % | 3,560 % 45 | 2,093 % | 3,522 % | 2,087 % | 5,125 % | 3,036 % | 3,558 % 46 | 2,121 % | 3,521 % | 2,115 % | 5,112 % | 3,045 % | 3,557 % 47 | 2,147 % | 3,519 % | 2,142 % | 5,100 % | 3,054 % | 3,555 % 48 | 2,173 % | 3,518 % | 2,168 % | 5,089 % | 3,062 % | 3,554 % 49 | 2,198 % | 3,517 % | 2,193 % | 5,077 % | 3,070 % | 3,552 % 50 | 2,222 % | 3,515 % | 2,217 % | 5,066 % | 3,078 % | 3,551 % 51 | 2,246 % | 3,514 % | 2,241 % | 5,056 % | 3,085 % | 3,549 % 52 | 2,268 % | 3,513 % | 2,263 % | 5,046 % | 3,092 % | 3,548 % 53 | 2,290 % | 3,512 % | 2,285 % | 5,036 % | 3,099 % | 3,547 % 54 | 2,311 % | 3,511 % | 2,306 % | 5,026 % | 3,105 % | 3,545 % 55 | 2,331 % | 3,510 % | 2,326 % | 5,017 % | 3,112 % | 3,544 % 56 | 2,350 % | 3,509 % | 2,346 % | 5,008 % | 3,118 % | 3,542 % 57 | 2,369 % | 3,508 % | 2,365 % | 4,999 % | 3,123 % | 3,541 % 58 | 2,388 % | 3,507 % | 2,383 % | 4,991 % | 3,129 % | 3,540 % 59 | 2,405 % | 3,506 % | 2,401 % | 4,983 % | 3,134 % | 3,538 % 60 | 2,422 % | 3,505 % | 2,418 % | 4,975 % | 3,140 % | 3,537 % 61 | 2,439 % | 3,504 % | 2,435 % | 4,967 % | 3,145 % | 3,536 % 62 | 2,455 % | 3,504 % | 2,451 % | 4,960 % | 3,150 % | 3,534 % 63 | 2,471 % | 3,503 % | 2,467 % | 4,953 % | 3,154 % | 3,533 % 64 | 2,486 % | 3,502 % | 2,482 % | 4,946 % | 3,159 % | 3,532 % 65 | 2,501 % | 3,501 % | 2,497 % | 4,939 % | 3,164 % | 3,531 % 66 | 2,515 % | 3,500 % | 2,511 % | 4,932 % | 3,168 % | 3,530 % 67 | 2,529 % | 3,500 % | 2,525 % | 4,926 % | 3,172 % | 3,529 % 68 | 2,542 % | 3,499 % | 2,538 % | 4,920 % | 3,176 % | 3,528 % 69 | 2,555 % | 3,498 % | 2,552 % | 4,914 % | 3,180 % | 3,527 % 70 | 2,568 % | 3,498 % | 2,564 % | 4,908 % | 3,184 % | 3,525 % 71 | 2,580 % | 3,497 % | 2,577 % | 4,902 % | 3,188 % | 3,524 % 72 | 2,592 % | 3,496 % | 2,589 % | 4,897 % | 3,191 % | 3,523 % 73 | 2,604 % | 3,496 % | 2,600 % | 4,891 % | 3,195 % | 3,523 % 74 | 2,615 % | 3,495 % | 2,612 % | 4,886 % | 3,198 % | 3,522 % 75 | 2,626 % | 3,495 % | 2,623 % | 4,881 % | 3,202 % | 3,521 % 76 | 2,637 % | 3,494 % | 2,634 % | 4,876 % | 3,205 % | 3,520 % 77 | 2,648 % | 3,494 % | 2,644 % | 4,871 % | 3,208 % | 3,519 % 78 | 2,658 % | 3,493 % | 2,655 % | 4,866 % | 3,211 % | 3,518 % 79 | 2,668 % | 3,492 % | 2,665 % | 4,862 % | 3,214 % | 3,517 % 80 | 2,677 % | 3,492 % | 2,674 % | 4,857 % | 3,217 % | 3,516 % 81 | 2,687 % | 3,491 % | 2,684 % | 4,853 % | 3,220 % | 3,516 % 82 | 2,696 % | 3,491 % | 2,693 % | 4,848 % | 3,223 % | 3,515 % 83 | 2,705 % | 3,490 % | 2,702 % | 4,844 % | 3,226 % | 3,514 % 84 | 2,714 % | 3,490 % | 2,711 % | 4,840 % | 3,228 % | 3,513 % 85 | 2,723 % | 3,490 % | 2,720 % | 4,836 % | 3,231 % | 3,513 % 86 | 2,731 % | 3,489 % | 2,728 % | 4,832 % | 3,233 % | 3,512 % 87 | 2,739 % | 3,489 % | 2,737 % | 4,828 % | 3,236 % | 3,511 % 88 | 2,747 % | 3,488 % | 2,745 % | 4,825 % | 3,238 % | 3,510 % 89 | 2,755 % | 3,488 % | 2,753 % | 4,821 % | 3,241 % | 3,510 % 90 | 2,763 % | 3,487 % | 2,760 % | 4,817 % | 3,243 % | 3,509 % 91 | 2,770 % | 3,487 % | 2,768 % | 4,814 % | 3,245 % | 3,508 % 92 | 2,778 % | 3,487 % | 2,775 % | 4,810 % | 3,248 % | 3,508 % 93 | 2,785 % | 3,486 % | 2,782 % | 4,807 % | 3,250 % | 3,507 % 94 | 2,792 % | 3,486 % | 2,789 % | 4,804 % | 3,252 % | 3,507 % 95 | 2,799 % | 3,485 % | 2,796 % | 4,801 % | 3,254 % | 3,506 % 96 | 2,806 % | 3,485 % | 2,803 % | 4,798 % | 3,256 % | 3,505 % 97 | 2,812 % | 3,485 % | 2,810 % | 4,794 % | 3,258 % | 3,505 % 98 | 2,819 % | 3,484 % | 2,816 % | 4,791 % | 3,260 % | 3,504 % 99 | 2,825 % | 3,484 % | 2,823 % | 4,789 % | 3,262 % | 3,504 % 100 | 2,831 % | 3,484 % | 2,829 % | 4,786 % | 3,264 % | 3,503 % 101 | 2,838 % | 3,483 % | 2,835 % | 4,783 % | 3,266 % | 3,503 % 102 | 2,844 % | 3,483 % | 2,841 % | 4,780 % | 3,267 % | 3,502 % 103 | 2,849 % | 3,483 % | 2,847 % | 4,777 % | 3,269 % | 3,502 % 104 | 2,855 % | 3,482 % | 2,853 % | 4,775 % | 3,271 % | 3,501 % 105 | 2,861 % | 3,482 % | 2,858 % | 4,772 % | 3,273 % | 3,501 % 106 | 2,866 % | 3,482 % | 2,864 % | 4,769 % | 3,274 % | 3,500 % 107 | 2,872 % | 3,482 % | 2,869 % | 4,767 % | 3,276 % | 3,500 % 108 | 2,877 % | 3,481 % | 2,875 % | 4,764 % | 3,277 % | 3,499 % 109 | 2,882 % | 3,481 % | 2,880 % | 4,762 % | 3,279 % | 3,499 % 110 | 2,888 % | 3,481 % | 2,885 % | 4,760 % | 3,281 % | 3,498 % 111 | 2,893 % | 3,480 % | 2,890 % | 4,757 % | 3,282 % | 3,498 % 112 | 2,898 % | 3,480 % | 2,895 % | 4,755 % | 3,284 % | 3,498 % 113 | 2,902 % | 3,480 % | 2,900 % | 4,753 % | 3,285 % | 3,497 % 114 | 2,907 % | 3,480 % | 2,905 % | 4,751 % | 3,287 % | 3,497 % 115 | 2,912 % | 3,479 % | 2,910 % | 4,748 % | 3,288 % | 3,496 % 116 | 2,917 % | 3,479 % | 2,914 % | 4,746 % | 3,289 % | 3,496 % 117 | 2,921 % | 3,479 % | 2,919 % | 4,744 % | 3,291 % | 3,496 % 118 | 2,926 % | 3,479 % | 2,923 % | 4,742 % | 3,292 % | 3,495 % 119 | 2,930 % | 3,478 % | 2,928 % | 4,740 % | 3,293 % | 3,495 % 120 | 2,934 % | 3,478 % | 2,932 % | 4,738 % | 3,295 % | 3,494 % 121 | 2,939 % | 3,478 % | 2,936 % | 4,736 % | 3,296 % | 3,494 % 122 | 2,943 % | 3,478 % | 2,941 % | 4,734 % | 3,297 % | 3,494 % 123 | 2,947 % | 3,477 % | 2,945 % | 4,732 % | 3,299 % | 3,493 % 124 | 2,951 % | 3,477 % | 2,949 % | 4,730 % | 3,300 % | 3,493 % 125 | 2,955 % | 3,477 % | 2,953 % | 4,728 % | 3,301 % | 3,493 % 126 | 2,959 % | 3,477 % | 2,957 % | 4,727 % | 3,302 % | 3,492 % 127 | 2,963 % | 3,477 % | 2,961 % | 4,725 % | 3,303 % | 3,492 % 128 | 2,966 % | 3,476 % | 2,965 % | 4,723 % | 3,304 % | 3,492 % 129 | 2,970 % | 3,476 % | 2,968 % | 4,721 % | 3,306 % | 3,491 % 130 | 2,974 % | 3,476 % | 2,972 % | 4,720 % | 3,307 % | 3,491 % 131 | 2,977 % | 3,476 % | 2,976 % | 4,718 % | 3,308 % | 3,491 % 132 | 2,981 % | 3,476 % | 2,979 % | 4,716 % | 3,309 % | 3,490 % 133 | 2,985 % | 3,475 % | 2,983 % | 4,715 % | 3,310 % | 3,490 % 134 | 2,988 % | 3,475 % | 2,986 % | 4,713 % | 3,311 % | 3,490 % 135 | 2,991 % | 3,475 % | 2,990 % | 4,712 % | 3,312 % | 3,489 % 136 | 2,995 % | 3,475 % | 2,993 % | 4,710 % | 3,313 % | 3,489 % 137 | 2,998 % | 3,475 % | 2,996 % | 4,708 % | 3,314 % | 3,489 % 138 | 3,001 % | 3,474 % | 3,000 % | 4,707 % | 3,315 % | 3,489 % 139 | 3,005 % | 3,474 % | 3,003 % | 4,705 % | 3,316 % | 3,488 % 140 | 3,008 % | 3,474 % | 3,006 % | 4,704 % | 3,317 % | 3,488 % 141 | 3,011 % | 3,474 % | 3,009 % | 4,702 % | 3,318 % | 3,488 % 142 | 3,014 % | 3,474 % | 3,012 % | 4,701 % | 3,319 % | 3,487 % 143 | 3,017 % | 3,474 % | 3,015 % | 4,700 % | 3,320 % | 3,487 % 144 | 3,020 % | 3,473 % | 3,018 % | 4,698 % | 3,321 % | 3,487 % 145 | 3,023 % | 3,473 % | 3,021 % | 4,697 % | 3,321 % | 3,487 % 146 | 3,026 % | 3,473 % | 3,024 % | 4,696 % | 3,322 % | 3,486 % 147 | 3,029 % | 3,473 % | 3,027 % | 4,694 % | 3,323 % | 3,486 % 148 | 3,032 % | 3,473 % | 3,030 % | 4,693 % | 3,324 % | 3,486 % 149 | 3,034 % | 3,473 % | 3,033 % | 4,692 % | 3,325 % | 3,486 % 150 | 3,037 % | 3,473 % | 3,036 % | 4,690 % | 3,326 % | 3,485 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | –0,225 % | 1,632 % | 4,325 % | 4,881 % | 4,750 % | 2,312 % 2 | 0,386 % | 2,024 % | 5,133 % | 5,372 % | 4,902 % | 2,417 % 3 | 0,653 % | 2,028 % | 5,570 % | 5,515 % | 4,994 % | 2,563 % 4 | 0,779 % | 1,960 % | 5,815 % | 5,501 % | 5,040 % | 2,680 % 5 | 0,845 % | 1,891 % | 5,944 % | 5,396 % | 5,054 % | 2,740 % 6 | 0,892 % | 1,816 % | 6,014 % | 5,275 % | 5,049 % | 2,745 % 7 | 0,933 % | 1,750 % | 6,046 % | 5,165 % | 5,032 % | 2,723 % 8 | 0,975 % | 1,703 % | 6,050 % | 5,080 % | 5,006 % | 2,693 % 9 | 1,017 % | 1,671 % | 6,034 % | 5,025 % | 4,974 % | 2,666 % 10 | 1,058 % | 1,651 % | 6,003 % | 4,998 % | 4,938 % | 2,647 % 11 | 1,093 % | 1,633 % | 5,959 % | 4,972 % | 4,900 % | 2,639 % 12 | 1,120 % | 1,617 % | 5,908 % | 4,941 % | 4,861 % | 2,639 % 13 | 1,143 % | 1,602 % | 5,851 % | 4,908 % | 4,822 % | 2,645 % 14 | 1,157 % | 1,588 % | 5,791 % | 4,873 % | 4,782 % | 2,655 % 15 | 1,157 % | 1,576 % | 5,729 % | 4,836 % | 4,744 % | 2,667 % 16 | 1,142 % | 1,566 % | 5,667 % | 4,800 % | 4,706 % | 2,681 % 17 | 1,121 % | 1,556 % | 5,605 % | 4,763 % | 4,669 % | 2,697 % 18 | 1,103 % | 1,544 % | 5,543 % | 4,727 % | 4,633 % | 2,713 % 19 | 1,092 % | 1,530 % | 5,483 % | 4,692 % | 4,598 % | 2,730 % 20 | 1,094 % | 1,512 % | 5,424 % | 4,657 % | 4,565 % | 2,746 % 21 | 1,110 % | 1,492 % | 5,366 % | 4,624 % | 4,533 % | 2,763 % 22 | 1,137 % | 1,470 % | 5,311 % | 4,591 % | 4,501 % | 2,780 % 23 | 1,172 % | 1,450 % | 5,257 % | 4,559 % | 4,471 % | 2,796 % 24 | 1,213 % | 1,432 % | 5,205 % | 4,529 % | 4,443 % | 2,812 % 25 | 1,257 % | 1,418 % | 5,155 % | 4,499 % | 4,415 % | 2,828 % 26 | 1,303 % | 1,409 % | 5,106 % | 4,471 % | 4,388 % | 2,843 % 27 | 1,350 % | 1,404 % | 5,060 % | 4,443 % | 4,363 % | 2,858 % 28 | 1,398 % | 1,405 % | 5,015 % | 4,417 % | 4,338 % | 2,873 % 29 | 1,446 % | 1,412 % | 4,973 % | 4,392 % | 4,315 % | 2,887 % 30 | 1,493 % | 1,424 % | 4,932 % | 4,367 % | 4,292 % | 2,900 % 31 | 1,540 % | 1,443 % | 4,892 % | 4,344 % | 4,271 % | 2,914 % 32 | 1,586 % | 1,465 % | 4,854 % | 4,321 % | 4,250 % | 2,926 % 33 | 1,631 % | 1,492 % | 4,818 % | 4,299 % | 4,230 % | 2,939 % 34 | 1,674 % | 1,520 % | 4,783 % | 4,279 % | 4,211 % | 2,950 % 35 | 1,716 % | 1,551 % | 4,750 % | 4,259 % | 4,192 % | 2,962 % 36 | 1,757 % | 1,582 % | 4,718 % | 4,239 % | 4,174 % | 2,973 % 37 | 1,796 % | 1,615 % | 4,687 % | 4,221 % | 4,157 % | 2,983 % 38 | 1,834 % | 1,648 % | 4,658 % | 4,203 % | 4,141 % | 2,994 % 39 | 1,871 % | 1,680 % | 4,630 % | 4,186 % | 4,125 % | 3,004 % 40 | 1,907 % | 1,713 % | 4,602 % | 4,169 % | 4,110 % | 3,013 % 41 | 1,941 % | 1,746 % | 4,576 % | 4,154 % | 4,096 % | 3,022 % 42 | 1,974 % | 1,778 % | 4,551 % | 4,138 % | 4,082 % | 3,031 % 43 | 2,006 % | 1,809 % | 4,527 % | 4,124 % | 4,068 % | 3,040 % 44 | 2,036 % | 1,840 % | 4,504 % | 4,109 % | 4,055 % | 3,048 % 45 | 2,066 % | 1,870 % | 4,482 % | 4,096 % | 4,043 % | 3,056 % 46 | 2,094 % | 1,900 % | 4,461 % | 4,083 % | 4,031 % | 3,064 % 47 | 2,121 % | 1,929 % | 4,440 % | 4,070 % | 4,019 % | 3,071 % 48 | 2,148 % | 1,957 % | 4,420 % | 4,058 % | 4,008 % | 3,079 % 49 | 2,173 % | 1,984 % | 4,401 % | 4,046 % | 3,997 % | 3,086 % 50 | 2,198 % | 2,011 % | 4,382 % | 4,035 % | 3,987 % | 3,092 % 51 | 2,222 % | 2,036 % | 4,365 % | 4,024 % | 3,977 % | 3,099 % 52 | 2,245 % | 2,061 % | 4,348 % | 4,013 % | 3,967 % | 3,105 % 53 | 2,267 % | 2,086 % | 4,331 % | 4,003 % | 3,958 % | 3,111 % 54 | 2,288 % | 2,109 % | 4,315 % | 3,993 % | 3,949 % | 3,117 % 55 | 2,309 % | 2,132 % | 4,300 % | 3,983 % | 3,940 % | 3,123 % 56 | 2,329 % | 2,155 % | 4,285 % | 3,974 % | 3,932 % | 3,129 % 57 | 2,348 % | 2,176 % | 4,270 % | 3,965 % | 3,923 % | 3,134 % 58 | 2,366 % | 2,197 % | 4,256 % | 3,957 % | 3,915 % | 3,139 % 59 | 2,385 % | 2,218 % | 4,243 % | 3,948 % | 3,908 % | 3,144 % 60 | 2,402 % | 2,238 % | 4,230 % | 3,940 % | 3,900 % | 3,149 % 61 | 2,419 % | 2,257 % | 4,217 % | 3,932 % | 3,893 % | 3,154 % 62 | 2,435 % | 2,275 % | 4,205 % | 3,924 % | 3,886 % | 3,159 % 63 | 2,451 % | 2,294 % | 4,193 % | 3,917 % | 3,879 % | 3,163 % 64 | 2,467 % | 2,311 % | 4,181 % | 3,910 % | 3,873 % | 3,167 % 65 | 2,482 % | 2,328 % | 4,170 % | 3,903 % | 3,866 % | 3,172 % 66 | 2,496 % | 2,345 % | 4,159 % | 3,896 % | 3,860 % | 3,176 % 67 | 2,510 % | 2,361 % | 4,149 % | 3,889 % | 3,854 % | 3,180 % 68 | 2,524 % | 2,377 % | 4,138 % | 3,883 % | 3,848 % | 3,184 % 69 | 2,537 % | 2,392 % | 4,128 % | 3,877 % | 3,842 % | 3,187 % 70 | 2,550 % | 2,407 % | 4,119 % | 3,871 % | 3,837 % | 3,191 % 71 | 2,563 % | 2,422 % | 4,109 % | 3,865 % | 3,831 % | 3,195 % 72 | 2,575 % | 2,436 % | 4,100 % | 3,859 % | 3,826 % | 3,198 % 73 | 2,587 % | 2,449 % | 4,091 % | 3,854 % | 3,821 % | 3,202 % 74 | 2,599 % | 2,463 % | 4,083 % | 3,848 % | 3,816 % | 3,205 % 75 | 2,610 % | 2,476 % | 4,074 % | 3,843 % | 3,811 % | 3,208 % 76 | 2,621 % | 2,488 % | 4,066 % | 3,838 % | 3,806 % | 3,211 % 77 | 2,632 % | 2,501 % | 4,058 % | 3,833 % | 3,802 % | 3,214 % 78 | 2,642 % | 2,513 % | 4,050 % | 3,828 % | 3,797 % | 3,217 % 79 | 2,652 % | 2,525 % | 4,043 % | 3,823 % | 3,793 % | 3,220 % 80 | 2,662 % | 2,536 % | 4,035 % | 3,818 % | 3,789 % | 3,223 % 81 | 2,672 % | 2,547 % | 4,028 % | 3,814 % | 3,784 % | 3,226 % 82 | 2,681 % | 2,558 % | 4,021 % | 3,809 % | 3,780 % | 3,229 % 83 | 2,690 % | 2,569 % | 4,014 % | 3,805 % | 3,776 % | 3,231 % 84 | 2,699 % | 2,579 % | 4,007 % | 3,801 % | 3,773 % | 3,234 % 85 | 2,708 % | 2,589 % | 4,001 % | 3,797 % | 3,769 % | 3,236 % 86 | 2,717 % | 2,599 % | 3,994 % | 3,793 % | 3,765 % | 3,239 % 87 | 2,725 % | 2,609 % | 3,988 % | 3,789 % | 3,761 % | 3,241 % 88 | 2,733 % | 2,619 % | 3,982 % | 3,785 % | 3,758 % | 3,244 % 89 | 2,741 % | 2,628 % | 3,976 % | 3,781 % | 3,754 % | 3,246 % 90 | 2,749 % | 2,637 % | 3,970 % | 3,778 % | 3,751 % | 3,248 % 91 | 2,757 % | 2,646 % | 3,964 % | 3,774 % | 3,748 % | 3,250 % 92 | 2,764 % | 2,655 % | 3,959 % | 3,770 % | 3,745 % | 3,252 % 93 | 2,772 % | 2,663 % | 3,953 % | 3,767 % | 3,741 % | 3,255 % 94 | 2,779 % | 2,671 % | 3,948 % | 3,764 % | 3,738 % | 3,257 % 95 | 2,786 % | 2,680 % | 3,943 % | 3,760 % | 3,735 % | 3,259 % 96 | 2,793 % | 2,688 % | 3,938 % | 3,757 % | 3,732 % | 3,261 % 97 | 2,800 % | 2,695 % | 3,933 % | 3,754 % | 3,729 % | 3,263 % 98 | 2,806 % | 2,703 % | 3,928 % | 3,751 % | 3,726 % | 3,265 % 99 | 2,813 % | 2,711 % | 3,923 % | 3,748 % | 3,724 % | 3,266 % 100 | 2,819 % | 2,718 % | 3,918 % | 3,745 % | 3,721 % | 3,268 % 101 | 2,825 % | 2,725 % | 3,913 % | 3,742 % | 3,718 % | 3,270 % 102 | 2,831 % | 2,732 % | 3,909 % | 3,739 % | 3,716 % | 3,272 % 103 | 2,837 % | 2,739 % | 3,904 % | 3,736 % | 3,713 % | 3,274 % 104 | 2,843 % | 2,746 % | 3,900 % | 3,733 % | 3,711 % | 3,275 % 105 | 2,849 % | 2,753 % | 3,896 % | 3,731 % | 3,708 % | 3,277 % 106 | 2,855 % | 2,759 % | 3,891 % | 3,728 % | 3,706 % | 3,279 % 107 | 2,860 % | 2,766 % | 3,887 % | 3,725 % | 3,703 % | 3,280 % 108 | 2,866 % | 2,772 % | 3,883 % | 3,723 % | 3,701 % | 3,282 % 109 | 2,871 % | 2,778 % | 3,879 % | 3,720 % | 3,699 % | 3,283 % 110 | 2,876 % | 2,784 % | 3,875 % | 3,718 % | 3,696 % | 3,285 % 111 | 2,881 % | 2,790 % | 3,872 % | 3,716 % | 3,694 % | 3,286 % 112 | 2,887 % | 2,796 % | 3,868 % | 3,713 % | 3,692 % | 3,288 % 113 | 2,892 % | 2,802 % | 3,864 % | 3,711 % | 3,690 % | 3,289 % 114 | 2,896 % | 2,808 % | 3,860 % | 3,709 % | 3,688 % | 3,291 % 115 | 2,901 % | 2,813 % | 3,857 % | 3,706 % | 3,686 % | 3,292 % 116 | 2,906 % | 2,819 % | 3,853 % | 3,704 % | 3,684 % | 3,293 % 117 | 2,911 % | 2,824 % | 3,850 % | 3,702 % | 3,682 % | 3,295 % 118 | 2,915 % | 2,829 % | 3,847 % | 3,700 % | 3,680 % | 3,296 % 119 | 2,920 % | 2,835 % | 3,843 % | 3,698 % | 3,678 % | 3,297 % 120 | 2,924 % | 2,840 % | 3,840 % | 3,696 % | 3,676 % | 3,298 % 121 | 2,928 % | 2,845 % | 3,837 % | 3,694 % | 3,674 % | 3,300 % 122 | 2,933 % | 2,850 % | 3,833 % | 3,692 % | 3,672 % | 3,301 % 123 | 2,937 % | 2,854 % | 3,830 % | 3,690 % | 3,670 % | 3,302 % 124 | 2,941 % | 2,859 % | 3,827 % | 3,688 % | 3,668 % | 3,303 % 125 | 2,945 % | 2,864 % | 3,824 % | 3,686 % | 3,667 % | 3,305 % 126 | 2,949 % | 2,869 % | 3,821 % | 3,684 % | 3,665 % | 3,306 % 127 | 2,953 % | 2,873 % | 3,818 % | 3,682 % | 3,663 % | 3,307 % 128 | 2,957 % | 2,878 % | 3,815 % | 3,680 % | 3,662 % | 3,308 % 129 | 2,961 % | 2,882 % | 3,813 % | 3,678 % | 3,660 % | 3,309 % 130 | 2,964 % | 2,886 % | 3,810 % | 3,677 % | 3,658 % | 3,310 % 131 | 2,968 % | 2,891 % | 3,807 % | 3,675 % | 3,657 % | 3,311 % 132 | 2,972 % | 2,895 % | 3,804 % | 3,673 % | 3,655 % | 3,312 % 133 | 2,975 % | 2,899 % | 3,802 % | 3,672 % | 3,654 % | 3,313 % 134 | 2,979 % | 2,903 % | 3,799 % | 3,670 % | 3,652 % | 3,314 % 135 | 2,982 % | 2,907 % | 3,796 % | 3,668 % | 3,651 % | 3,315 % 136 | 2,986 % | 2,911 % | 3,794 % | 3,667 % | 3,649 % | 3,316 % 137 | 2,989 % | 2,915 % | 3,791 % | 3,665 % | 3,648 % | 3,317 % 138 | 2,992 % | 2,919 % | 3,789 % | 3,664 % | 3,646 % | 3,318 % 139 | 2,996 % | 2,923 % | 3,787 % | 3,662 % | 3,645 % | 3,319 % 140 | 2,999 % | 2,927 % | 3,784 % | 3,660 % | 3,643 % | 3,320 % 141 | 3,002 % | 2,930 % | 3,782 % | 3,659 % | 3,642 % | 3,321 % 142 | 3,005 % | 2,934 % | 3,779 % | 3,657 % | 3,641 % | 3,322 % 143 | 3,008 % | 2,938 % | 3,777 % | 3,656 % | 3,639 % | 3,323 % 144 | 3,011 % | 2,941 % | 3,775 % | 3,655 % | 3,638 % | 3,324 % 145 | 3,015 % | 2,945 % | 3,773 % | 3,653 % | 3,637 % | 3,325 % 146 | 3,017 % | 2,948 % | 3,770 % | 3,652 % | 3,636 % | 3,325 % 147 | 3,020 % | 2,951 % | 3,768 % | 3,650 % | 3,634 % | 3,326 % 148 | 3,023 % | 2,955 % | 3,766 % | 3,649 % | 3,633 % | 3,327 % 149 | 3,026 % | 2,958 % | 3,764 % | 3,648 % | 3,632 % | 3,328 % 150 | 3,029 % | 2,961 % | 3,762 % | 3,646 % | 3,631 % | 3,329 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | –0,647 % | 1,236 % | 0,373 % | 2,513 % | 7,120 % | 8,015 % 2 | –0,319 % | 2,224 % | 0,604 % | 2,612 % | 6,994 % | 8,350 % 3 | –0,110 % | 2,620 % | 0,870 % | 2,716 % | 6,800 % | 8,710 % 4 | 0,028 % | 2,787 % | 1,129 % | 2,708 % | 6,592 % | 8,950 % 5 | 0,133 % | 2,872 % | 1,357 % | 2,691 % | 6,422 % | 9,137 % 6 | 0,220 % | 2,941 % | 1,563 % | 2,692 % | 6,290 % | 9,284 % 7 | 0,298 % | 2,986 % | 1,747 % | 2,706 % | 6,190 % | 9,398 % 8 | 0,368 % | 3,020 % | 1,912 % | 2,730 % | 6,119 % | 9,501 % 9 | 0,432 % | 3,037 % | 2,059 % | 2,754 % | 6,070 % | 9,604 % 10 | 0,489 % | 3,051 % | 2,191 % | 2,773 % | 6,036 % | 9,681 % 11 | 0,537 % | 3,068 % | 2,308 % | 2,782 % | 6,003 % | 9,707 % 12 | 0,576 % | 3,081 % | 2,411 % | 2,785 % | 5,966 % | 9,690 % 13 | 0,605 % | 3,087 % | 2,503 % | 2,784 % | 5,929 % | 9,641 % 14 | 0,623 % | 3,087 % | 2,584 % | 2,781 % | 5,890 % | 9,569 % 15 | 0,640 % | 3,082 % | 2,654 % | 2,776 % | 5,852 % | 9,481 % 16 | 0,664 % | 3,072 % | 2,715 % | 2,770 % | 5,814 % | 9,380 % 17 | 0,695 % | 3,060 % | 2,769 % | 2,764 % | 5,777 % | 9,270 % 18 | 0,730 % | 3,044 % | 2,816 % | 2,759 % | 5,740 % | 9,155 % 19 | 0,768 % | 3,025 % | 2,857 % | 2,754 % | 5,705 % | 9,037 % 20 | 0,808 % | 3,004 % | 2,894 % | 2,750 % | 5,670 % | 8,917 % 21 | 0,848 % | 2,979 % | 2,927 % | 2,747 % | 5,637 % | 8,797 % 22 | 0,889 % | 2,952 % | 2,956 % | 2,745 % | 5,605 % | 8,678 % 23 | 0,929 % | 2,925 % | 2,983 % | 2,744 % | 5,573 % | 8,561 % 24 | 0,969 % | 2,896 % | 3,007 % | 2,744 % | 5,543 % | 8,446 % 25 | 1,008 % | 2,868 % | 3,029 % | 2,745 % | 5,515 % | 8,334 % 26 | 1,046 % | 2,840 % | 3,049 % | 2,747 % | 5,487 % | 8,226 % 27 | 1,083 % | 2,813 % | 3,067 % | 2,750 % | 5,460 % | 8,120 % 28 | 1,119 % | 2,790 % | 3,084 % | 2,754 % | 5,434 % | 8,019 % 29 | 1,154 % | 2,770 % | 3,099 % | 2,760 % | 5,410 % | 7,921 % 30 | 1,188 % | 2,755 % | 3,113 % | 2,766 % | 5,386 % | 7,826 % 31 | 1,220 % | 2,745 % | 3,127 % | 2,773 % | 5,363 % | 7,736 % 32 | 1,251 % | 2,740 % | 3,139 % | 2,782 % | 5,341 % | 7,648 % 33 | 1,281 % | 2,737 % | 3,150 % | 2,791 % | 5,320 % | 7,565 % 34 | 1,310 % | 2,738 % | 3,161 % | 2,800 % | 5,300 % | 7,485 % 35 | 1,338 % | 2,741 % | 3,170 % | 2,810 % | 5,281 % | 7,408 % 36 | 1,364 % | 2,745 % | 3,180 % | 2,820 % | 5,262 % | 7,334 % 37 | 1,390 % | 2,751 % | 3,188 % | 2,830 % | 5,244 % | 7,263 % 38 | 1,415 % | 2,758 % | 3,196 % | 2,841 % | 5,227 % | 7,195 % 39 | 1,438 % | 2,766 % | 3,204 % | 2,851 % | 5,211 % | 7,130 % 40 | 1,461 % | 2,774 % | 3,211 % | 2,861 % | 5,195 % | 7,068 % 41 | 1,483 % | 2,783 % | 3,218 % | 2,871 % | 5,179 % | 7,008 % 42 | 1,504 % | 2,793 % | 3,224 % | 2,881 % | 5,165 % | 6,951 % 43 | 1,525 % | 2,802 % | 3,230 % | 2,891 % | 5,151 % | 6,896 % 44 | 1,544 % | 2,812 % | 3,236 % | 2,901 % | 5,137 % | 6,843 % 45 | 1,563 % | 2,822 % | 3,241 % | 2,911 % | 5,124 % | 6,792 % 46 | 1,581 % | 2,832 % | 3,246 % | 2,920 % | 5,111 % | 6,744 % 47 | 1,599 % | 2,842 % | 3,251 % | 2,929 % | 5,099 % | 6,697 % 48 | 1,615 % | 2,852 % | 3,256 % | 2,938 % | 5,087 % | 6,652 % 49 | 1,632 % | 2,862 % | 3,260 % | 2,947 % | 5,076 % | 6,609 % 50 | 1,647 % | 2,871 % | 3,264 % | 2,956 % | 5,065 % | 6,567 % 51 | 1,662 % | 2,881 % | 3,268 % | 2,964 % | 5,054 % | 6,527 % 52 | 1,677 % | 2,890 % | 3,272 % | 2,972 % | 5,044 % | 6,488 % 53 | 1,691 % | 2,899 % | 3,276 % | 2,980 % | 5,034 % | 6,451 % 54 | 1,705 % | 2,908 % | 3,279 % | 2,988 % | 5,025 % | 6,415 % 55 | 1,718 % | 2,917 % | 3,283 % | 2,996 % | 5,015 % | 6,380 % 56 | 1,731 % | 2,925 % | 3,286 % | 3,003 % | 5,006 % | 6,346 % 57 | 1,743 % | 2,933 % | 3,289 % | 3,010 % | 4,998 % | 6,314 % 58 | 1,755 % | 2,942 % | 3,292 % | 3,017 % | 4,989 % | 6,283 % 59 | 1,766 % | 2,950 % | 3,295 % | 3,024 % | 4,981 % | 6,253 % 60 | 1,778 % | 2,957 % | 3,298 % | 3,031 % | 4,973 % | 6,223 % 61 | 1,788 % | 2,965 % | 3,300 % | 3,037 % | 4,966 % | 6,195 % 62 | 1,799 % | 2,972 % | 3,303 % | 3,043 % | 4,958 % | 6,168 % 63 | 1,809 % | 2,979 % | 3,305 % | 3,049 % | 4,951 % | 6,141 % 64 | 1,819 % | 2,986 % | 3,308 % | 3,055 % | 4,944 % | 6,115 % 65 | 1,829 % | 2,993 % | 3,310 % | 3,061 % | 4,938 % | 6,090 % 66 | 1,838 % | 3,000 % | 3,312 % | 3,067 % | 4,931 % | 6,066 % 67 | 1,847 % | 3,006 % | 3,315 % | 3,072 % | 4,925 % | 6,043 % 68 | 1,856 % | 3,013 % | 3,317 % | 3,078 % | 4,918 % | 6,020 % 69 | 1,864 % | 3,019 % | 3,319 % | 3,083 % | 4,912 % | 5,998 % 70 | 1,873 % | 3,025 % | 3,321 % | 3,088 % | 4,907 % | 5,976 % 71 | 1,881 % | 3,031 % | 3,322 % | 3,093 % | 4,901 % | 5,955 % 72 | 1,888 % | 3,036 % | 3,324 % | 3,098 % | 4,895 % | 5,935 % 73 | 1,896 % | 3,042 % | 3,326 % | 3,102 % | 4,890 % | 5,915 % 74 | 1,903 % | 3,047 % | 3,328 % | 3,107 % | 4,885 % | 5,896 % 75 | 1,911 % | 3,053 % | 3,329 % | 3,111 % | 4,880 % | 5,877 % 76 | 1,918 % | 3,058 % | 3,331 % | 3,116 % | 4,875 % | 5,859 % 77 | 1,925 % | 3,063 % | 3,333 % | 3,120 % | 4,870 % | 5,841 % 78 | 1,931 % | 3,068 % | 3,334 % | 3,124 % | 4,865 % | 5,824 % 79 | 1,938 % | 3,072 % | 3,336 % | 3,128 % | 4,861 % | 5,807 % 80 | 1,944 % | 3,077 % | 3,337 % | 3,132 % | 4,856 % | 5,791 % 81 | 1,950 % | 3,082 % | 3,339 % | 3,136 % | 4,852 % | 5,775 % 82 | 1,957 % | 3,086 % | 3,340 % | 3,140 % | 4,847 % | 5,759 % 83 | 1,962 % | 3,090 % | 3,341 % | 3,144 % | 4,843 % | 5,744 % 84 | 1,968 % | 3,095 % | 3,343 % | 3,147 % | 4,839 % | 5,729 % 85 | 1,974 % | 3,099 % | 3,344 % | 3,151 % | 4,835 % | 5,714 % 86 | 1,979 % | 3,103 % | 3,345 % | 3,154 % | 4,831 % | 5,700 % 87 | 1,985 % | 3,107 % | 3,346 % | 3,158 % | 4,827 % | 5,686 % 88 | 1,990 % | 3,111 % | 3,348 % | 3,161 % | 4,824 % | 5,673 % 89 | 1,995 % | 3,115 % | 3,349 % | 3,164 % | 4,820 % | 5,660 % 90 | 2,000 % | 3,118 % | 3,350 % | 3,167 % | 4,817 % | 5,647 % 91 | 2,005 % | 3,122 % | 3,351 % | 3,170 % | 4,813 % | 5,634 % 92 | 2,010 % | 3,125 % | 3,352 % | 3,173 % | 4,810 % | 5,622 % 93 | 2,015 % | 3,129 % | 3,353 % | 3,176 % | 4,806 % | 5,609 % 94 | 2,019 % | 3,132 % | 3,354 % | 3,179 % | 4,803 % | 5,598 % 95 | 2,024 % | 3,136 % | 3,355 % | 3,182 % | 4,800 % | 5,586 % 96 | 2,028 % | 3,139 % | 3,356 % | 3,185 % | 4,797 % | 5,575 % 97 | 2,033 % | 3,142 % | 3,357 % | 3,188 % | 4,794 % | 5,563 % 98 | 2,037 % | 3,145 % | 3,358 % | 3,190 % | 4,791 % | 5,553 % 99 | 2,041 % | 3,148 % | 3,359 % | 3,193 % | 4,788 % | 5,542 % 100 | 2,045 % | 3,151 % | 3,360 % | 3,195 % | 4,785 % | 5,531 % 101 | 2,049 % | 3,154 % | 3,361 % | 3,198 % | 4,782 % | 5,521 % 102 | 2,053 % | 3,157 % | 3,362 % | 3,200 % | 4,779 % | 5,511 % 103 | 2,057 % | 3,160 % | 3,363 % | 3,203 % | 4,777 % | 5,501 % 104 | 2,061 % | 3,163 % | 3,364 % | 3,205 % | 4,774 % | 5,492 % 105 | 2,064 % | 3,166 % | 3,364 % | 3,207 % | 4,771 % | 5,482 % 106 | 2,068 % | 3,168 % | 3,365 % | 3,210 % | 4,769 % | 5,473 % 107 | 2,072 % | 3,171 % | 3,366 % | 3,212 % | 4,766 % | 5,464 % 108 | 2,075 % | 3,173 % | 3,367 % | 3,214 % | 4,764 % | 5,455 % 109 | 2,078 % | 3,176 % | 3,368 % | 3,216 % | 4,761 % | 5,446 % 110 | 2,082 % | 3,178 % | 3,368 % | 3,218 % | 4,759 % | 5,437 % 111 | 2,085 % | 3,181 % | 3,369 % | 3,221 % | 4,757 % | 5,429 % 112 | 2,088 % | 3,183 % | 3,370 % | 3,223 % | 4,754 % | 5,420 % 113 | 2,092 % | 3,186 % | 3,370 % | 3,225 % | 4,752 % | 5,412 % 114 | 2,095 % | 3,188 % | 3,371 % | 3,227 % | 4,750 % | 5,404 % 115 | 2,098 % | 3,190 % | 3,372 % | 3,229 % | 4,748 % | 5,396 % 116 | 2,101 % | 3,192 % | 3,373 % | 3,230 % | 4,746 % | 5,389 % 117 | 2,104 % | 3,195 % | 3,373 % | 3,232 % | 4,743 % | 5,381 % 118 | 2,107 % | 3,197 % | 3,374 % | 3,234 % | 4,741 % | 5,373 % 119 | 2,110 % | 3,199 % | 3,374 % | 3,236 % | 4,739 % | 5,366 % 120 | 2,112 % | 3,201 % | 3,375 % | 3,238 % | 4,737 % | 5,359 % 121 | 2,115 % | 3,203 % | 3,376 % | 3,239 % | 4,735 % | 5,352 % 122 | 2,118 % | 3,205 % | 3,376 % | 3,241 % | 4,733 % | 5,345 % 123 | 2,121 % | 3,207 % | 3,377 % | 3,243 % | 4,732 % | 5,338 % 124 | 2,123 % | 3,209 % | 3,378 % | 3,245 % | 4,730 % | 5,331 % 125 | 2,126 % | 3,211 % | 3,378 % | 3,246 % | 4,728 % | 5,324 % 126 | 2,129 % | 3,213 % | 3,379 % | 3,248 % | 4,726 % | 5,318 % 127 | 2,131 % | 3,215 % | 3,379 % | 3,249 % | 4,724 % | 5,311 % 128 | 2,134 % | 3,217 % | 3,380 % | 3,251 % | 4,722 % | 5,305 % 129 | 2,136 % | 3,218 % | 3,380 % | 3,253 % | 4,721 % | 5,299 % 130 | 2,138 % | 3,220 % | 3,381 % | 3,254 % | 4,719 % | 5,292 % 131 | 2,141 % | 3,222 % | 3,381 % | 3,256 % | 4,717 % | 5,286 % 132 | 2,143 % | 3,224 % | 3,382 % | 3,257 % | 4,716 % | 5,280 % 133 | 2,145 % | 3,225 % | 3,382 % | 3,258 % | 4,714 % | 5,275 % 134 | 2,148 % | 3,227 % | 3,383 % | 3,260 % | 4,713 % | 5,269 % 135 | 2,150 % | 3,229 % | 3,383 % | 3,261 % | 4,711 % | 5,263 % 136 | 2,152 % | 3,230 % | 3,384 % | 3,263 % | 4,709 % | 5,257 % 137 | 2,154 % | 3,232 % | 3,384 % | 3,264 % | 4,708 % | 5,252 % 138 | 2,156 % | 3,233 % | 3,385 % | 3,265 % | 4,706 % | 5,246 % 139 | 2,159 % | 3,235 % | 3,385 % | 3,267 % | 4,705 % | 5,241 % 140 | 2,161 % | 3,237 % | 3,386 % | 3,268 % | 4,703 % | 5,236 % 141 | 2,163 % | 3,238 % | 3,386 % | 3,269 % | 4,702 % | 5,230 % 142 | 2,165 % | 3,240 % | 3,387 % | 3,271 % | 4,701 % | 5,225 % 143 | 2,167 % | 3,241 % | 3,387 % | 3,272 % | 4,699 % | 5,220 % 144 | 2,169 % | 3,242 % | 3,388 % | 3,273 % | 4,698 % | 5,215 % 145 | 2,171 % | 3,244 % | 3,388 % | 3,274 % | 4,696 % | 5,210 % 146 | 2,172 % | 3,245 % | 3,388 % | 3,275 % | 4,695 % | 5,205 % 147 | 2,174 % | 3,247 % | 3,389 % | 3,277 % | 4,694 % | 5,201 % 148 | 2,176 % | 3,248 % | 3,389 % | 3,278 % | 4,692 % | 5,196 % 149 | 2,178 % | 3,249 % | 3,390 % | 3,279 % | 4,691 % | 5,191 % 150 | 2,180 % | 3,251 % | 3,390 % | 3,280 % | 4,690 % | 5,186 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 1,439 % | 4,477 % | 8,403 % | 0,582 % | 2,705 % | 5,296 % 2 | 2,125 % | 5,097 % | 8,717 % | 0,616 % | 3,220 % | 6,049 % 3 | 2,268 % | 5,604 % | 8,663 % | 0,647 % | 3,324 % | 6,454 % 4 | 2,276 % | 6,031 % | 8,514 % | 0,677 % | 3,346 % | 6,782 % 5 | 2,275 % | 6,358 % | 8,402 % | 0,708 % | 3,344 % | 7,111 % 6 | 2,279 % | 6,611 % | 8,347 % | 0,738 % | 3,346 % | 7,428 % 7 | 2,288 % | 6,805 % | 8,321 % | 0,766 % | 3,346 % | 7,706 % 8 | 2,299 % | 6,952 % | 8,300 % | 0,794 % | 3,343 % | 7,946 % 9 | 2,312 % | 7,063 % | 8,274 % | 0,818 % | 3,338 % | 8,152 % 10 | 2,327 % | 7,151 % | 8,233 % | 0,841 % | 3,331 % | 8,322 % 11 | 2,342 % | 7,207 % | 8,174 % | 0,881 % | 3,321 % | 8,458 % 12 | 2,359 % | 7,237 % | 8,101 % | 0,935 % | 3,309 % | 8,563 % 13 | 2,377 % | 7,248 % | 8,020 % | 0,997 % | 3,297 % | 8,639 % 14 | 2,397 % | 7,245 % | 7,932 % | 1,064 % | 3,284 % | 8,689 % 15 | 2,418 % | 7,232 % | 7,841 % | 1,134 % | 3,272 % | 8,714 % 16 | 2,441 % | 7,212 % | 7,749 % | 1,203 % | 3,262 % | 8,714 % 17 | 2,464 % | 7,186 % | 7,656 % | 1,273 % | 3,252 % | 8,695 % 18 | 2,488 % | 7,156 % | 7,564 % | 1,340 % | 3,244 % | 8,662 % 19 | 2,513 % | 7,123 % | 7,473 % | 1,406 % | 3,238 % | 8,617 % 20 | 2,537 % | 7,088 % | 7,383 % | 1,470 % | 3,233 % | 8,564 % 21 | 2,561 % | 7,052 % | 7,297 % | 1,532 % | 3,230 % | 8,506 % 22 | 2,584 % | 7,016 % | 7,212 % | 1,591 % | 3,228 % | 8,443 % 23 | 2,607 % | 6,979 % | 7,130 % | 1,648 % | 3,227 % | 8,378 % 24 | 2,629 % | 6,943 % | 7,052 % | 1,702 % | 3,227 % | 8,311 % 25 | 2,651 % | 6,907 % | 6,976 % | 1,754 % | 3,228 % | 8,243 % 26 | 2,672 % | 6,872 % | 6,902 % | 1,804 % | 3,230 % | 8,176 % 27 | 2,692 % | 6,837 % | 6,832 % | 1,851 % | 3,231 % | 8,109 % 28 | 2,711 % | 6,804 % | 6,764 % | 1,897 % | 3,234 % | 8,043 % 29 | 2,730 % | 6,771 % | 6,700 % | 1,940 % | 3,236 % | 7,978 % 30 | 2,748 % | 6,739 % | 6,638 % | 1,982 % | 3,239 % | 7,915 % 31 | 2,766 % | 6,708 % | 6,578 % | 2,022 % | 3,242 % | 7,854 % 32 | 2,782 % | 6,678 % | 6,521 % | 2,060 % | 3,245 % | 7,794 % 33 | 2,798 % | 6,649 % | 6,466 % | 2,096 % | 3,248 % | 7,737 % 34 | 2,814 % | 6,621 % | 6,414 % | 2,131 % | 3,251 % | 7,681 % 35 | 2,829 % | 6,594 % | 6,364 % | 2,164 % | 3,254 % | 7,627 % 36 | 2,844 % | 6,568 % | 6,316 % | 2,196 % | 3,257 % | 7,575 % 37 | 2,857 % | 6,543 % | 6,270 % | 2,226 % | 3,261 % | 7,525 % 38 | 2,871 % | 6,519 % | 6,226 % | 2,255 % | 3,264 % | 7,477 % 39 | 2,884 % | 6,496 % | 6,183 % | 2,283 % | 3,267 % | 7,431 % 40 | 2,896 % | 6,474 % | 6,143 % | 2,310 % | 3,270 % | 7,386 % 41 | 2,908 % | 6,452 % | 6,104 % | 2,336 % | 3,273 % | 7,344 % 42 | 2,920 % | 6,431 % | 6,067 % | 2,360 % | 3,276 % | 7,302 % 43 | 2,931 % | 6,411 % | 6,031 % | 2,384 % | 3,279 % | 7,263 % 44 | 2,941 % | 6,392 % | 5,996 % | 2,407 % | 3,282 % | 7,224 % 45 | 2,952 % | 6,374 % | 5,963 % | 2,429 % | 3,285 % | 7,188 % 46 | 2,962 % | 6,356 % | 5,931 % | 2,450 % | 3,288 % | 7,152 % 47 | 2,971 % | 6,339 % | 5,901 % | 2,470 % | 3,291 % | 7,118 % 48 | 2,980 % | 6,322 % | 5,871 % | 2,490 % | 3,293 % | 7,086 % 49 | 2,989 % | 6,306 % | 5,843 % | 2,508 % | 3,296 % | 7,054 % 50 | 2,998 % | 6,290 % | 5,816 % | 2,527 % | 3,299 % | 7,024 % 51 | 3,006 % | 6,275 % | 5,789 % | 2,544 % | 3,301 % | 6,994 % 52 | 3,015 % | 6,261 % | 5,764 % | 2,561 % | 3,304 % | 6,966 % 53 | 3,022 % | 6,247 % | 5,740 % | 2,577 % | 3,306 % | 6,939 % 54 | 3,030 % | 6,234 % | 5,716 % | 2,593 % | 3,308 % | 6,912 % 55 | 3,037 % | 6,221 % | 5,693 % | 2,608 % | 3,311 % | 6,887 % 56 | 3,044 % | 6,208 % | 5,671 % | 2,623 % | 3,313 % | 6,862 % 57 | 3,051 % | 6,196 % | 5,650 % | 2,637 % | 3,315 % | 6,838 % 58 | 3,058 % | 6,184 % | 5,629 % | 2,651 % | 3,317 % | 6,816 % 59 | 3,064 % | 6,173 % | 5,609 % | 2,664 % | 3,319 % | 6,793 % 60 | 3,070 % | 6,161 % | 5,590 % | 2,677 % | 3,321 % | 6,772 % 61 | 3,076 % | 6,151 % | 5,572 % | 2,689 % | 3,323 % | 6,751 % 62 | 3,082 % | 6,140 % | 5,554 % | 2,701 % | 3,325 % | 6,731 % 63 | 3,088 % | 6,130 % | 5,536 % | 2,713 % | 3,327 % | 6,711 % 64 | 3,094 % | 6,121 % | 5,519 % | 2,725 % | 3,329 % | 6,692 % 65 | 3,099 % | 6,111 % | 5,503 % | 2,736 % | 3,330 % | 6,674 % 66 | 3,104 % | 6,102 % | 5,487 % | 2,746 % | 3,332 % | 6,656 % 67 | 3,109 % | 6,093 % | 5,471 % | 2,757 % | 3,334 % | 6,639 % 68 | 3,114 % | 6,084 % | 5,456 % | 2,767 % | 3,335 % | 6,622 % 69 | 3,119 % | 6,076 % | 5,442 % | 2,777 % | 3,337 % | 6,606 % 70 | 3,124 % | 6,068 % | 5,427 % | 2,786 % | 3,339 % | 6,590 % 71 | 3,128 % | 6,060 % | 5,414 % | 2,795 % | 3,340 % | 6,575 % 72 | 3,133 % | 6,052 % | 5,400 % | 2,804 % | 3,342 % | 6,560 % 73 | 3,137 % | 6,044 % | 5,387 % | 2,813 % | 3,343 % | 6,545 % 74 | 3,141 % | 6,037 % | 5,375 % | 2,822 % | 3,344 % | 6,531 % 75 | 3,145 % | 6,030 % | 5,362 % | 2,830 % | 3,346 % | 6,517 % 76 | 3,149 % | 6,023 % | 5,350 % | 2,838 % | 3,347 % | 6,504 % 77 | 3,153 % | 6,016 % | 5,338 % | 2,846 % | 3,348 % | 6,491 % 78 | 3,157 % | 6,010 % | 5,327 % | 2,854 % | 3,350 % | 6,478 % 79 | 3,160 % | 6,003 % | 5,316 % | 2,861 % | 3,351 % | 6,465 % 80 | 3,164 % | 5,997 % | 5,305 % | 2,869 % | 3,352 % | 6,453 % 81 | 3,168 % | 5,991 % | 5,294 % | 2,876 % | 3,353 % | 6,442 % 82 | 3,171 % | 5,985 % | 5,284 % | 2,883 % | 3,354 % | 6,430 % 83 | 3,174 % | 5,979 % | 5,274 % | 2,889 % | 3,356 % | 6,419 % 84 | 3,178 % | 5,973 % | 5,264 % | 2,896 % | 3,357 % | 6,408 % 85 | 3,181 % | 5,968 % | 5,255 % | 2,903 % | 3,358 % | 6,397 % 86 | 3,184 % | 5,962 % | 5,245 % | 2,909 % | 3,359 % | 6,387 % 87 | 3,187 % | 5,957 % | 5,236 % | 2,915 % | 3,360 % | 6,376 % 88 | 3,190 % | 5,952 % | 5,227 % | 2,921 % | 3,361 % | 6,366 % 89 | 3,193 % | 5,946 % | 5,218 % | 2,927 % | 3,362 % | 6,357 % 90 | 3,196 % | 5,942 % | 5,210 % | 2,933 % | 3,363 % | 6,347 % 91 | 3,198 % | 5,937 % | 5,201 % | 2,939 % | 3,364 % | 6,338 % 92 | 3,201 % | 5,932 % | 5,193 % | 2,944 % | 3,365 % | 6,329 % 93 | 3,204 % | 5,927 % | 5,185 % | 2,950 % | 3,366 % | 6,320 % 94 | 3,206 % | 5,923 % | 5,177 % | 2,955 % | 3,367 % | 6,311 % 95 | 3,209 % | 5,918 % | 5,170 % | 2,960 % | 3,367 % | 6,302 % 96 | 3,211 % | 5,914 % | 5,162 % | 2,965 % | 3,368 % | 6,294 % 97 | 3,214 % | 5,910 % | 5,155 % | 2,970 % | 3,369 % | 6,286 % 98 | 3,216 % | 5,905 % | 5,148 % | 2,975 % | 3,370 % | 6,278 % 99 | 3,219 % | 5,901 % | 5,140 % | 2,980 % | 3,371 % | 6,270 % 100 | 3,221 % | 5,897 % | 5,134 % | 2,984 % | 3,372 % | 6,262 % 101 | 3,223 % | 5,893 % | 5,127 % | 2,989 % | 3,372 % | 6,254 % 102 | 3,225 % | 5,890 % | 5,120 % | 2,994 % | 3,373 % | 6,247 % 103 | 3,228 % | 5,886 % | 5,114 % | 2,998 % | 3,374 % | 6,240 % 104 | 3,230 % | 5,882 % | 5,107 % | 3,002 % | 3,375 % | 6,233 % 105 | 3,232 % | 5,878 % | 5,101 % | 3,007 % | 3,375 % | 6,226 % 106 | 3,234 % | 5,875 % | 5,095 % | 3,011 % | 3,376 % | 6,219 % 107 | 3,236 % | 5,871 % | 5,089 % | 3,015 % | 3,377 % | 6,212 % 108 | 3,238 % | 5,868 % | 5,083 % | 3,019 % | 3,377 % | 6,205 % 109 | 3,240 % | 5,864 % | 5,077 % | 3,023 % | 3,378 % | 6,199 % 110 | 3,242 % | 5,861 % | 5,071 % | 3,027 % | 3,379 % | 6,193 % 111 | 3,244 % | 5,858 % | 5,066 % | 3,031 % | 3,379 % | 6,186 % 112 | 3,245 % | 5,855 % | 5,060 % | 3,034 % | 3,380 % | 6,180 % 113 | 3,247 % | 5,852 % | 5,055 % | 3,038 % | 3,381 % | 6,174 % 114 | 3,249 % | 5,848 % | 5,049 % | 3,042 % | 3,381 % | 6,168 % 115 | 3,251 % | 5,845 % | 5,044 % | 3,045 % | 3,382 % | 6,162 % 116 | 3,253 % | 5,842 % | 5,039 % | 3,049 % | 3,382 % | 6,157 % 117 | 3,254 % | 5,840 % | 5,034 % | 3,052 % | 3,383 % | 6,151 % 118 | 3,256 % | 5,837 % | 5,029 % | 3,055 % | 3,383 % | 6,145 % 119 | 3,258 % | 5,834 % | 5,024 % | 3,059 % | 3,384 % | 6,140 % 120 | 3,259 % | 5,831 % | 5,019 % | 3,062 % | 3,385 % | 6,135 % 121 | 3,261 % | 5,828 % | 5,015 % | 3,065 % | 3,385 % | 6,129 % 122 | 3,262 % | 5,826 % | 5,010 % | 3,068 % | 3,386 % | 6,124 % 123 | 3,264 % | 5,823 % | 5,005 % | 3,071 % | 3,386 % | 6,119 % 124 | 3,265 % | 5,820 % | 5,001 % | 3,074 % | 3,387 % | 6,114 % 125 | 3,267 % | 5,818 % | 4,996 % | 3,077 % | 3,387 % | 6,109 % 126 | 3,268 % | 5,815 % | 4,992 % | 3,080 % | 3,388 % | 6,104 % 127 | 3,270 % | 5,813 % | 4,988 % | 3,083 % | 3,388 % | 6,100 % 128 | 3,271 % | 5,810 % | 4,984 % | 3,086 % | 3,389 % | 6,095 % 129 | 3,272 % | 5,808 % | 4,979 % | 3,089 % | 3,389 % | 6,090 % 130 | 3,274 % | 5,806 % | 4,975 % | 3,092 % | 3,390 % | 6,086 % 131 | 3,275 % | 5,803 % | 4,971 % | 3,094 % | 3,390 % | 6,081 % 132 | 3,276 % | 5,801 % | 4,967 % | 3,097 % | 3,391 % | 6,077 % 133 | 3,278 % | 5,799 % | 4,964 % | 3,100 % | 3,391 % | 6,072 % 134 | 3,279 % | 5,796 % | 4,960 % | 3,102 % | 3,391 % | 6,068 % 135 | 3,280 % | 5,794 % | 4,956 % | 3,105 % | 3,392 % | 6,064 % 136 | 3,282 % | 5,792 % | 4,952 % | 3,107 % | 3,392 % | 6,060 % 137 | 3,283 % | 5,790 % | 4,948 % | 3,110 % | 3,393 % | 6,056 % 138 | 3,284 % | 5,788 % | 4,945 % | 3,112 % | 3,393 % | 6,052 % 139 | 3,285 % | 5,786 % | 4,941 % | 3,115 % | 3,393 % | 6,048 % 140 | 3,286 % | 5,784 % | 4,938 % | 3,117 % | 3,394 % | 6,044 % 141 | 3,288 % | 5,782 % | 4,934 % | 3,120 % | 3,394 % | 6,040 % 142 | 3,289 % | 5,780 % | 4,931 % | 3,122 % | 3,395 % | 6,036 % 143 | 3,290 % | 5,778 % | 4,928 % | 3,124 % | 3,395 % | 6,032 % 144 | 3,291 % | 5,776 % | 4,924 % | 3,126 % | 3,395 % | 6,029 % 145 | 3,292 % | 5,774 % | 4,921 % | 3,129 % | 3,396 % | 6,025 % 146 | 3,293 % | 5,772 % | 4,918 % | 3,131 % | 3,396 % | 6,021 % 147 | 3,294 % | 5,770 % | 4,915 % | 3,133 % | 3,397 % | 6,018 % 148 | 3,295 % | 5,768 % | 4,911 % | 3,135 % | 3,397 % | 6,014 % 149 | 3,296 % | 5,766 % | 4,908 % | 3,137 % | 3,397 % | 6,011 % 150 | 3,297 % | 5,765 % | 4,905 % | 3,139 % | 3,398 % | 6,007 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 12,215 % | 2,107 % | 2,056 % | 13,401 % | 1,449 % | 2,052 % 2 | 11,252 % | 2,179 % | 2,658 % | 12,137 % | 2,022 % | 2,492 % 3 | 10,902 % | 2,293 % | 3,065 % | 11,592 % | 2,201 % | 2,634 % 4 | 10,802 % | 2,408 % | 3,343 % | 11,279 % | 2,288 % | 2,661 % 5 | 10,855 % | 2,493 % | 3,536 % | 11,098 % | 2,340 % | 2,649 % 6 | 11,003 % | 2,562 % | 3,686 % | 10,997 % | 2,359 % | 2,631 % 7 | 11,203 % | 2,624 % | 3,808 % | 10,945 % | 2,362 % | 2,620 % 8 | 11,457 % | 2,684 % | 3,909 % | 10,930 % | 2,359 % | 2,615 % 9 | 11,744 % | 2,741 % | 3,995 % | 10,950 % | 2,357 % | 2,607 % 10 | 12,030 % | 2,798 % | 4,074 % | 10,973 % | 2,359 % | 2,588 % 11 | 12,231 % | 2,855 % | 4,148 % | 10,996 % | 2,365 % | 2,554 % 12 | 12,345 % | 2,910 % | 4,217 % | 11,019 % | 2,376 % | 2,512 % 13 | 12,393 % | 2,965 % | 4,284 % | 11,038 % | 2,390 % | 2,468 % 14 | 12,388 % | 3,017 % | 4,348 % | 11,037 % | 2,406 % | 2,426 % 15 | 12,344 % | 3,068 % | 4,411 % | 11,004 % | 2,423 % | 2,387 % 16 | 12,267 % | 3,116 % | 4,472 % | 10,941 % | 2,442 % | 2,354 % 17 | 12,166 % | 3,162 % | 4,530 % | 10,855 % | 2,461 % | 2,328 % 18 | 12,047 % | 3,207 % | 4,582 % | 10,753 % | 2,481 % | 2,308 % 19 | 11,913 % | 3,249 % | 4,625 % | 10,638 % | 2,502 % | 2,295 % 20 | 11,769 % | 3,289 % | 4,658 % | 10,515 % | 2,523 % | 2,290 % 21 | 11,619 % | 3,327 % | 4,678 % | 10,386 % | 2,544 % | 2,293 % 22 | 11,465 % | 3,364 % | 4,689 % | 10,252 % | 2,566 % | 2,301 % 23 | 11,308 % | 3,398 % | 4,692 % | 10,118 % | 2,587 % | 2,313 % 24 | 11,152 % | 3,431 % | 4,688 % | 9,983 % | 2,609 % | 2,329 % 25 | 10,996 % | 3,463 % | 4,679 % | 9,849 % | 2,629 % | 2,346 % 26 | 10,843 % | 3,493 % | 4,667 % | 9,717 % | 2,650 % | 2,366 % 27 | 10,693 % | 3,522 % | 4,651 % | 9,587 % | 2,670 % | 2,386 % 28 | 10,547 % | 3,549 % | 4,633 % | 9,461 % | 2,689 % | 2,407 % 29 | 10,404 % | 3,575 % | 4,614 % | 9,339 % | 2,708 % | 2,429 % 30 | 10,266 % | 3,600 % | 4,593 % | 9,220 % | 2,726 % | 2,451 % 31 | 10,133 % | 3,624 % | 4,572 % | 9,105 % | 2,743 % | 2,472 % 32 | 10,005 % | 3,647 % | 4,550 % | 8,994 % | 2,760 % | 2,494 % 33 | 9,881 % | 3,669 % | 4,528 % | 8,887 % | 2,777 % | 2,515 % 34 | 9,762 % | 3,689 % | 4,506 % | 8,785 % | 2,793 % | 2,535 % 35 | 9,648 % | 3,709 % | 4,484 % | 8,686 % | 2,808 % | 2,556 % 36 | 9,538 % | 3,729 % | 4,462 % | 8,591 % | 2,823 % | 2,575 % 37 | 9,433 % | 3,747 % | 4,441 % | 8,500 % | 2,837 % | 2,595 % 38 | 9,332 % | 3,765 % | 4,420 % | 8,413 % | 2,851 % | 2,613 % 39 | 9,235 % | 3,781 % | 4,399 % | 8,329 % | 2,864 % | 2,631 % 40 | 9,142 % | 3,798 % | 4,379 % | 8,249 % | 2,877 % | 2,649 % 41 | 9,053 % | 3,813 % | 4,360 % | 8,172 % | 2,889 % | 2,666 % 42 | 8,967 % | 3,828 % | 4,341 % | 8,098 % | 2,901 % | 2,683 % 43 | 8,885 % | 3,842 % | 4,322 % | 8,027 % | 2,912 % | 2,698 % 44 | 8,807 % | 3,856 % | 4,304 % | 7,959 % | 2,923 % | 2,714 % 45 | 8,731 % | 3,870 % | 4,287 % | 7,893 % | 2,934 % | 2,729 % 46 | 8,658 % | 3,882 % | 4,270 % | 7,830 % | 2,944 % | 2,743 % 47 | 8,589 % | 3,895 % | 4,254 % | 7,770 % | 2,954 % | 2,757 % 48 | 8,522 % | 3,907 % | 4,239 % | 7,712 % | 2,964 % | 2,771 % 49 | 8,457 % | 3,918 % | 4,223 % | 7,656 % | 2,973 % | 2,784 % 50 | 8,395 % | 3,929 % | 4,209 % | 7,602 % | 2,982 % | 2,796 % 51 | 8,336 % | 3,940 % | 4,194 % | 7,550 % | 2,991 % | 2,808 % 52 | 8,278 % | 3,950 % | 4,181 % | 7,500 % | 2,999 % | 2,820 % 53 | 8,223 % | 3,960 % | 4,167 % | 7,452 % | 3,007 % | 2,832 % 54 | 8,170 % | 3,970 % | 4,154 % | 7,406 % | 3,015 % | 2,843 % 55 | 8,118 % | 3,979 % | 4,142 % | 7,361 % | 3,023 % | 2,853 % 56 | 8,068 % | 3,988 % | 4,130 % | 7,318 % | 3,030 % | 2,864 % 57 | 8,020 % | 3,997 % | 4,118 % | 7,276 % | 3,037 % | 2,874 % 58 | 7,974 % | 4,005 % | 4,107 % | 7,236 % | 3,044 % | 2,883 % 59 | 7,929 % | 4,013 % | 4,096 % | 7,197 % | 3,051 % | 2,893 % 60 | 7,886 % | 4,021 % | 4,085 % | 7,159 % | 3,057 % | 2,902 % 61 | 7,844 % | 4,029 % | 4,075 % | 7,123 % | 3,063 % | 2,910 % 62 | 7,804 % | 4,036 % | 4,065 % | 7,088 % | 3,069 % | 2,919 % 63 | 7,764 % | 4,044 % | 4,055 % | 7,054 % | 3,075 % | 2,927 % 64 | 7,726 % | 4,051 % | 4,046 % | 7,021 % | 3,081 % | 2,935 % 65 | 7,689 % | 4,057 % | 4,037 % | 6,988 % | 3,087 % | 2,943 % 66 | 7,654 % | 4,064 % | 4,028 % | 6,957 % | 3,092 % | 2,951 % 67 | 7,619 % | 4,070 % | 4,020 % | 6,927 % | 3,097 % | 2,958 % 68 | 7,585 % | 4,077 % | 4,011 % | 6,898 % | 3,102 % | 2,965 % 69 | 7,553 % | 4,083 % | 4,003 % | 6,869 % | 3,107 % | 2,972 % 70 | 7,521 % | 4,089 % | 3,995 % | 6,842 % | 3,112 % | 2,979 % 71 | 7,490 % | 4,094 % | 3,988 % | 6,815 % | 3,117 % | 2,986 % 72 | 7,460 % | 4,100 % | 3,980 % | 6,789 % | 3,121 % | 2,992 % 73 | 7,431 % | 4,105 % | 3,973 % | 6,763 % | 3,126 % | 2,998 % 74 | 7,402 % | 4,111 % | 3,966 % | 6,739 % | 3,130 % | 3,004 % 75 | 7,375 % | 4,116 % | 3,959 % | 6,715 % | 3,134 % | 3,010 % 76 | 7,348 % | 4,121 % | 3,952 % | 6,691 % | 3,139 % | 3,016 % 77 | 7,322 % | 4,126 % | 3,946 % | 6,669 % | 3,143 % | 3,021 % 78 | 7,296 % | 4,130 % | 3,939 % | 6,646 % | 3,146 % | 3,027 % 79 | 7,271 % | 4,135 % | 3,933 % | 6,625 % | 3,150 % | 3,032 % 80 | 7,247 % | 4,140 % | 3,927 % | 6,604 % | 3,154 % | 3,037 % 81 | 7,224 % | 4,144 % | 3,921 % | 6,583 % | 3,158 % | 3,043 % 82 | 7,200 % | 4,148 % | 3,915 % | 6,563 % | 3,161 % | 3,047 % 83 | 7,178 % | 4,152 % | 3,910 % | 6,543 % | 3,165 % | 3,052 % 84 | 7,156 % | 4,157 % | 3,904 % | 6,524 % | 3,168 % | 3,057 % 85 | 7,135 % | 4,161 % | 3,899 % | 6,506 % | 3,171 % | 3,062 % 86 | 7,114 % | 4,165 % | 3,894 % | 6,487 % | 3,175 % | 3,066 % 87 | 7,093 % | 4,168 % | 3,889 % | 6,470 % | 3,178 % | 3,071 % 88 | 7,073 % | 4,172 % | 3,884 % | 6,452 % | 3,181 % | 3,075 % 89 | 7,054 % | 4,176 % | 3,879 % | 6,435 % | 3,184 % | 3,079 % 90 | 7,035 % | 4,179 % | 3,874 % | 6,419 % | 3,187 % | 3,083 % 91 | 7,016 % | 4,183 % | 3,869 % | 6,402 % | 3,190 % | 3,087 % 92 | 6,998 % | 4,186 % | 3,865 % | 6,386 % | 3,192 % | 3,091 % 93 | 6,980 % | 4,190 % | 3,860 % | 6,371 % | 3,195 % | 3,095 % 94 | 6,962 % | 4,193 % | 3,856 % | 6,356 % | 3,198 % | 3,099 % 95 | 6,945 % | 4,196 % | 3,852 % | 6,341 % | 3,201 % | 3,102 % 96 | 6,929 % | 4,199 % | 3,847 % | 6,326 % | 3,203 % | 3,106 % 97 | 6,912 % | 4,202 % | 3,843 % | 6,312 % | 3,206 % | 3,110 % 98 | 6,896 % | 4,205 % | 3,839 % | 6,298 % | 3,208 % | 3,113 % 99 | 6,880 % | 4,208 % | 3,835 % | 6,284 % | 3,211 % | 3,116 % 100 | 6,865 % | 4,211 % | 3,832 % | 6,271 % | 3,213 % | 3,120 % 101 | 6,850 % | 4,214 % | 3,828 % | 6,258 % | 3,215 % | 3,123 % 102 | 6,835 % | 4,217 % | 3,824 % | 6,245 % | 3,218 % | 3,126 % 103 | 6,821 % | 4,220 % | 3,820 % | 6,232 % | 3,220 % | 3,129 % 104 | 6,806 % | 4,222 % | 3,817 % | 6,220 % | 3,222 % | 3,132 % 105 | 6,792 % | 4,225 % | 3,813 % | 6,208 % | 3,224 % | 3,135 % 106 | 6,779 % | 4,228 % | 3,810 % | 6,196 % | 3,226 % | 3,138 % 107 | 6,765 % | 4,230 % | 3,807 % | 6,184 % | 3,228 % | 3,141 % 108 | 6,752 % | 4,233 % | 3,803 % | 6,172 % | 3,231 % | 3,144 % 109 | 6,739 % | 4,235 % | 3,800 % | 6,161 % | 3,233 % | 3,147 % 110 | 6,726 % | 4,238 % | 3,797 % | 6,150 % | 3,234 % | 3,150 % 111 | 6,714 % | 4,240 % | 3,794 % | 6,139 % | 3,236 % | 3,152 % 112 | 6,702 % | 4,242 % | 3,791 % | 6,129 % | 3,238 % | 3,155 % 113 | 6,690 % | 4,245 % | 3,788 % | 6,118 % | 3,240 % | 3,158 % 114 | 6,678 % | 4,247 % | 3,785 % | 6,108 % | 3,242 % | 3,160 % 115 | 6,666 % | 4,249 % | 3,782 % | 6,098 % | 3,244 % | 3,163 % 116 | 6,655 % | 4,251 % | 3,779 % | 6,088 % | 3,246 % | 3,165 % 117 | 6,644 % | 4,253 % | 3,776 % | 6,078 % | 3,247 % | 3,168 % 118 | 6,633 % | 4,255 % | 3,773 % | 6,068 % | 3,249 % | 3,170 % 119 | 6,622 % | 4,257 % | 3,771 % | 6,059 % | 3,251 % | 3,172 % 120 | 6,611 % | 4,259 % | 3,768 % | 6,050 % | 3,252 % | 3,175 % 121 | 6,601 % | 4,261 % | 3,765 % | 6,040 % | 3,254 % | 3,177 % 122 | 6,590 % | 4,263 % | 3,763 % | 6,031 % | 3,256 % | 3,179 % 123 | 6,580 % | 4,265 % | 3,760 % | 6,023 % | 3,257 % | 3,181 % 124 | 6,570 % | 4,267 % | 3,758 % | 6,014 % | 3,259 % | 3,184 % 125 | 6,560 % | 4,269 % | 3,755 % | 6,005 % | 3,260 % | 3,186 % 126 | 6,551 % | 4,271 % | 3,753 % | 5,997 % | 3,262 % | 3,188 % 127 | 6,541 % | 4,273 % | 3,750 % | 5,989 % | 3,263 % | 3,190 % 128 | 6,532 % | 4,274 % | 3,748 % | 5,981 % | 3,265 % | 3,192 % 129 | 6,523 % | 4,276 % | 3,746 % | 5,972 % | 3,266 % | 3,194 % 130 | 6,513 % | 4,278 % | 3,743 % | 5,965 % | 3,268 % | 3,196 % 131 | 6,505 % | 4,280 % | 3,741 % | 5,957 % | 3,269 % | 3,198 % 132 | 6,496 % | 4,281 % | 3,739 % | 5,949 % | 3,270 % | 3,200 % 133 | 6,487 % | 4,283 % | 3,737 % | 5,942 % | 3,272 % | 3,202 % 134 | 6,479 % | 4,285 % | 3,735 % | 5,934 % | 3,273 % | 3,203 % 135 | 6,470 % | 4,286 % | 3,733 % | 5,927 % | 3,274 % | 3,205 % 136 | 6,462 % | 4,288 % | 3,730 % | 5,920 % | 3,276 % | 3,207 % 137 | 6,454 % | 4,289 % | 3,728 % | 5,913 % | 3,277 % | 3,209 % 138 | 6,446 % | 4,291 % | 3,726 % | 5,905 % | 3,278 % | 3,211 % 139 | 6,438 % | 4,292 % | 3,724 % | 5,899 % | 3,279 % | 3,212 % 140 | 6,430 % | 4,294 % | 3,722 % | 5,892 % | 3,281 % | 3,214 % 141 | 6,422 % | 4,295 % | 3,720 % | 5,885 % | 3,282 % | 3,216 % 142 | 6,415 % | 4,297 % | 3,719 % | 5,878 % | 3,283 % | 3,217 % 143 | 6,407 % | 4,298 % | 3,717 % | 5,872 % | 3,284 % | 3,219 % 144 | 6,400 % | 4,299 % | 3,715 % | 5,866 % | 3,285 % | 3,221 % 145 | 6,393 % | 4,301

% | 3,713 % | 5,859 % | 3,286 % | 3,222 % 146 | 6,385 % | 4,302 % | 3,711 % | 5,853 % | 3,288 % | 3,224 % 147 | 6,378 % | 4,304 % | 3,709 % | 5,847 % | 3,289 % | 3,225 % 148 | 6,371 % | 4,305 % | 3,708 % | 5,841 % | 3,290 % | 3,227 % 149 | 6,364 % | 4,306 % | 3,706 % | 5,835 % | 3,291 % | 3,228 % 150 | 6,358 % | 4,307 % | 3,704 % | 5,829 % | 3,292 % | 3,230 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 23,470 % | 1,865 % | –0,180 % 2 | 25,231 % | 2,491 % | –0,152 % 3 | 25,914 % | 2,581 % | –0,131 % 4 | 26,243 % | 2,518 % | –0,105 % 5 | 26,225 % | 2,427 % | –0,072 % 6 | 26,025 % | 2,387 % | –0,035 % 7 | 25,685 % | 2,360 % | 0,004 % 8 | 25,261 % | 2,364 % | 0,043 % 9 | 24,809 % | 2,314 % | 0,084 % 10 | 24,377 % | 2,300 % | 0,127 % 11 | 23,963 % | 2,303 % | 0,173 % 12 | 23,559 % | 2,313 % | 0,223 % 13 | 23,159 % | 2,326 % | 0,275 % 14 | 22,758 % | 2,336 % | 0,329 % 15 | 22,354 % | 2,338 % | 0,383 % 16 | 21,947 % | 2,329 % | 0,436 % 17 | 21,536 % | 2,314 % | 0,488 % 18 | 21,123 % | 2,296 % | 0,537 % 19 | 20,707 % | 2,281 % | 0,581 % 20 | 20,292 % | 2,269 % | 0,621 % 21 | 19,878 % | 2,263 % | 0,657 % 22 | 19,468 % | 2,259 % | 0,689 % 23 | 19,064 % | 2,254 % | 0,716 % 24 | 18,667 % | 2,246 % | 0,739 % 25 | 18,278 % | 2,234 % | 0,758 % 26 | 17,900 % | 2,217 % | 0,771 % 27 | 17,533 % | 2,195 % | 0,783 % 28 | 17,178 % | 2,169 % | 0,797 % 29 | 16,835 % | 2,139 % | 0,814 % 30 | 16,505 % | 2,107 % | 0,837 % 31 | 16,187 % | 2,072 % | 0,867 % 32 | 15,883 % | 2,037 % | 0,902 % 33 | 15,591 % | 2,002 % | 0,940 % 34 | 15,311 % | 1,968 % | 0,981 % 35 | 15,044 % | 1,936 % | 1,025 % 36 | 14,789 % | 1,906 % | 1,069 % 37 | 14,544 % | 1,879 % | 1,113 % 38 | 14,311 % | 1,854 % | 1,158 % 39 | 14,087 % | 1,833 % | 1,203 % 40 | 13,874 % | 1,815 % | 1,247 % 41 | 13,670 % | 1,799 % | 1,291 % 42 | 13,474 % | 1,787 % | 1,334 % 43 | 13,288 % | 1,777 % | 1,375 % 44 | 13,109 % | 1,770 % | 1,416 % 45 | 12,937 % | 1,766 % | 1,456 % 46 | 12,773 % | 1,764 % | 1,495 % 47 | 12,616 % | 1,765 % | 1,533 % 48 | 12,465 % | 1,769 % | 1,570 % 49 | 12,320 % | 1,775 % | 1,606 % 50 | 12,181 % | 1,783 % | 1,641 % 51 | 12,047 % | 1,794 % | 1,675 % 52 | 11,918 % | 1,808 % | 1,707 % 53 | 11,794 % | 1,822 % | 1,739 % 54 | 11,675 % | 1,838 % | 1,770 % 55 | 11,560 % | 1,855 % | 1,800 % 56 | 11,449 % | 1,873 % | 1,829 % 57 | 11,342 % | 1,892 % | 1,857 % 58 | 11,239 % | 1,910 % | 1,884 % 59 | 11,140 % | 1,929 % | 1,910 % 60 | 11,043 % | 1,948 % | 1,936 % 61 | 10,950 % | 1,968 % | 1,961 % 62 | 10,860 % | 1,987 % | 1,985 % 63 | 10,773 % | 2,006 % | 2,009 % 64 | 10,689 % | 2,025 % | 2,031 % 65 | 10,607 % | 2,043 % | 2,054 % 66 | 10,528 % | 2,062 % | 2,075 % 67 | 10,452 % | 2,080 % | 2,096 % 68 | 10,377 % | 2,098 % | 2,116 % 69 | 10,305 % | 2,116 % | 2,136 % 70 | 10,235 % | 2,133 % | 2,155 % 71 | 10,167 % | 2,150 % | 2,174 % 72 | 10,100 % | 2,167 % | 2,192 % 73 | 10,036 % | 2,183 % | 2,210 % 74 | 9,974 % | 2,199 % | 2,227 % 75 | 9,913 % | 2,215 % | 2,244 % 76 | 9,853 % | 2,230 % | 2,260 % 77 | 9,796 % | 2,246 % | 2,276 % 78 | 9,740 % | 2,260 % | 2,292 % 79 | 9,685 % | 2,275 % | 2,307 % 80 | 9,632 % | 2,289 % | 2,322 % 81 | 9,580 % | 2,303 % | 2,336 % 82 | 9,529 % | 2,316 % | 2,350 % 83 | 9,479 % | 2,330 % | 2,364 % 84 | 9,431 % | 2,343 % | 2,377 % 85 | 9,384 % | 2,355 % | 2,390 % 86 | 9,338 % | 2,368 % | 2,403 % 87 | 9,293 % | 2,380 % | 2,416 % 88 | 9,249 % | 2,392 % | 2,428 % 89 | 9,207 % | 2,404 % | 2,440 % 90 | 9,165 % | 2,415 % | 2,452 % 91 | 9,124 % | 2,426 % | 2,463 % 92 | 9,084 % | 2,437 % | 2,474 % 93 | 9,045 % | 2,448 % | 2,485 % 94 | 9,006 % | 2,459 % | 2,496 % 95 | 8,969 % | 2,469 % | 2,507 % 96 | 8,932 % | 2,479 % | 2,517 % 97 | 8,896 % | 2,489 % | 2,527 % 98 | 8,861 % | 2,499 % | 2,537 % 99 | 8,826 % | 2,508 % | 2,546 % 100 | 8,793 % | 2,518 % | 2,556 % 101 | 8,759 % | 2,527 % | 2,565 % 102 | 8,727 % | 2,536 % | 2,574 % 103 | 8,695 % | 2,545 % | 2,583 % 104 | 8,664 % | 2,553 % | 2,592 % 105 | 8,633 % | 2,562 % | 2,601 % 106 | 8,603 % | 2,570 % | 2,609 % 107 | 8,574 % | 2,578 % | 2,617 % 108 | 8,545 % | 2,586 % | 2,626 % 109 | 8,517 % | 2,594 % | 2,634 % 110 | 8,489 % | 2,602 % | 2,641 % 111 | 8,462 % | 2,609 % | 2,649 % 112 | 8,435 % | 2,617 % | 2,657 % 113 | 8,409 % | 2,624 % | 2,664 % 114 | 8,383 % | 2,631 % | 2,671 % 115 | 8,357 % | 2,639 % | 2,679 % 116 | 8,332 % | 2,646 % | 2,686 % 117 | 8,308 % | 2,652 % | 2,693 % 118 | 8,284 % | 2,659 % | 2,699 % 119 | 8,260 % | 2,666 % | 2,706 % 120 | 8,237 % | 2,672 % | 2,713 % 121 | 8,214 % | 2,679 % | 2,719 % 122 | 8,191 % | 2,685 % | 2,726 % 123 | 8,169 % | 2,691 % | 2,732 % 124 | 8,147 % | 2,697 % | 2,738 % 125 | 8,126 % | 2,703 % | 2,744 % 126 | 8,105 % | 2,709 % | 2,750 % 127 | 8,084 % | 2,715 % | 2,756 % 128 | 8,064 % | 2,721 % | 2,762 % 129 | 8,044 % | 2,726 % | 2,767 % 130 | 8,024 % | 2,732 % | 2,773 % 131 | 8,004 % | 2,737 % | 2,779 % 132 | 7,985 % | 2,743 % | 2,784 % 133 | 7,966 % | 2,748 % | 2,789 % 134 | 7,948 % | 2,753 % | 2,795 % 135 | 7,929 % | 2,758 % | 2,800 % 136 | 7,911 % | 2,763 % | 2,805 % 137 | 7,893 % | 2,768 % | 2,810 % 138 | 7,876 % | 2,773 % | 2,815 % 139 | 7,859 % | 2,778 % | 2,820 % 140 | 7,841 % | 2,783 % | 2,825 % 141 | 7,825 % | 2,788 % | 2,830 % 142 | 7,808 % | 2,792 % | 2,834 % 143 | 7,792 % | 2,797 % | 2,839 % 144 | 7,776 % | 2,801 % | 2,843 % 145 | 7,760 % | 2,806 % | 2,848 % 146 | 7,744 % | 2,810 % | 2,852 % 147 | 7,729 % | 2,815 % | 2,857 % 148 | 7,714 % | 2,819 % | 2,861 % 149 | 7,699 % | 2,823 % | 2,865 % 150 | 7,684 % | 2,827 % | 2,870 % * * * 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 | 0 2 | 0 | 0 | 37 | 5 | 0 | 38 | 0 3 | 0 | 0 | 42 | 5 | 0 | 43 | 0 4 | 0 | 2 | 44 | 5 | 2 | 44 | 0 5 | 0 | 3 | 48 | 5 | 4 | 47 | 0 6 | 0 | 4 | 51 | 5 | 6 | 50 | 0 7 | 1 | 5 | 54 | 5 | 8 | 51 | 0 8 | 2 | 6 | 55 | 5 | 10 | 51 | 0 9 | 3 | 7 | 57 | 5 | 11 | 48 | 0 10 | 3 | 8 | 59 | 5 | 12 | 48 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 364 | 4 | 15 2 | 0 | 0 | 0 | 0 | 227 | 4 | 20 3 | 0 | 0 | 0 | 0 | 202 | 4 | 23 4 | 2 | 0 | 0 | 0 | 177 | 4 | 24 5 | 3 | 0 | 0 | 0 | 162 | 4 | 25 6 | 4 | 0 | 0 | 0 | 160 | 4 | 26 7 | 5 | 0 | 0 | 0 | 157 | 4 | 27 8 | 6 | 0 | 1 | 0 | 161 | 3 | 28 9 | 7 | 0 | 2 | 0 | 163 | 1 | 28 10 | 8 | 0 | 3 | 0 | 165 | 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 | 20 | 0 | 4 3 | 18 | 13 | 14 | 0 | 23 | 0 | 4 4 | 21 | 15 | 16 | 0 | 24 | 0 | 4 5 | 23 | 16 | 18 | 0 | 25 | 0 | 4 6 | 25 | 18 | 19 | 0 | 26 | 0 | 4 7 | 27 | 19 | 21 | 0 | 27 | 0 | 4 8 | 28 | 20 | 22 | 0 | 28 | 0 | 4 9 | 30 | 21 | 24 | 1 | 28 | 0 | 4 10 | 31 | 22 | 24 | 2 | 29 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 23 | 9 | 11 | 17 | 5 | 0 | 0 2 | 38 | 16 | 14 | 20 | 11 | 0 | 0 3 | 43 | 18 | 16 | 24 | 14 | 0 | 0 4 | 44 | 19 | 18 | 28 | 16 | 0 | 0 5 | 47 | 20 | 19 | 31 | 18 | 0 | 0 6 | 50 | 22 | 20 | 34 | 19 | 0 | 0 7 | 51 | 23 | 22 | 36 | 21 | 0 | 0 8 | 51 | 24 | 23 | 37 | 22 | 0 | 0 9 | 48 | 26 | 23 | 38 | 24 | 0 | 0 10 | 48 | 23 | 23 | 38 | 24 | 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 | 15 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 | 1 | 18 | 0 | 10 | 0 | 0 | 9 3 | 2 | 28 | 0 | 10 | 0 | 0 | 10 4 | 3 | 35 | 0 | 10 | 0 | 0 | 10 5 | 3 | 36 | 0 | 10 | 0 | 0 | 10 6 | 4 | 39 | 0 | 10 | 0 | 0 | 10 7 | 4 | 41 | 0 | 10 | 0 | 0 | 10 8 | 7 | 39 | 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 | 11 | 0 | 4 3 | 0 | 0 | 0 | 11 | 12 | 0 | 4 4 | 0 | 0 | 0 | 11 | 14 | 0 | 4 5 | 0 | 2 | 0 | 11 | 15 | 0 | 4 6 | 0 | 5 | 0 | 13 | 15 | 0 | 4 7 | 0 | 7 | 0 | 15 | 16 | 0 | 4 8 | 0 | 11 | 0 | 17 | 16 | 0 | 4 9 | 0 | 17 | 0 | 18 | 16 | 0 | 4 10 | 0 | 17 | 0 | 19 | 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 | 112 | 225 | 523 | 1 223 2 | 7 | 20 | 43 | 112 | 225 | 523 | 987 3 | 8 | 22 | 44 | 106 | 221 | 519 | 805 4 | 9 | 24 | 47 | 109 | 220 | 518 | 665 5 | 10 | 27 | 52 | 112 | 220 | 518 | 559 6 | 11 | 29 | 55 | 117 | 220 | 518 | 518 7 | 13 | 31 | 57 | 119 | 220 | 518 | 518 8 | 13 | 31 | 57 | 118 | 220 | 518 | 518 9 | 13 | 32 | 57 | 118 | 220 | 518 | 518 10 | 13 | 34 | 57 | 118 | 220 | 518 | 518 11 | 14 | 35 | 57 | 118 | 220 | 518 | 518 12 | 14 | 35 | 57 | 118 | 220 | 518 | 518 13 | 15 | 36 | 57 | 118 | 220 | 518 | 518 14 | 15 | 36 | 57 | 118 | 220 | 518 | 518 15 | 15 | 36 | 57 | 118 | 220 | 518 | 518 16 | 15 | 36 | 57 | 118 | 220 | 518 | 518 17 | 15 | 36 | 57 | 118 | 220 | 518 | 518 18 | 15 | 36 | 57 | 118 | 220 | 518 | 518 19 | 15 | 36 | 57 | 118 | 220 | 518 | 518 20 | 15 | 36 | 57 | 118 | 220 | 518 | 518 21 | 16 | 36 | 57 | 118 | 220 | 518 | 518 22 | 17 | 36 | 57 | 118 | 220 | 518 | 518 23 | 18 | 36 | 57 | 118 | 220 | 518 | 518 24 | 18 | 36 | 57 | 118 | 220 | 518 | 518 25 | 19 | 36 | 57 | 118 | 220 | 518 | 518 26 | 19 | 36 | 57 | 118 | 220 | 518 | 518 27 | 20 | 36 | 57 | 118 | 220 | 518 | 518 28 | 20 | 36 | 57 | 118 | 220 | 518 | 518 29 | 21 | 36 | 57 | 118 | 220 | 518 | 518 30 | 23 | 36 | 57 | 118 | 220 | 518 | 518 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 tep 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 16 | 29 | 52 | 121 | 234 | 532 | 1 334 2 | 18 | 31 | 54 | 123 | 236 | 534 | 1 066 3 | 19 | 33 | 55 | 118 | 232 | 530 | 863 4 | 20 | 35 | 58 | 120 | 231 | 529 | 710 5 | 21 | 37 | 62 | 123 | 230 | 529 | 593 6 | 21 | 38 | 65 | 126 | 230 | 528 | 528 7 | 22 | 40 | 66 | 128 | 229 | 527 | 527 8 | 21 | 40 | 65 | 127 | 228 | 527 | 527 9 | 21 | 40 | 65 | 126 | 228 | 526 | 526 10 | 21 | 41 | 64 | 125 | 227 | 525 | 525 11 | 21 | 41 | 64 | 125 | 227 | 525 | 525 12 | 20 | 42 | 63 | 124 | 226 | 524 | 524 13 | 20 | 42 | 63 | 123 | 226 | 524 | 524 14 | 20 | 41 | 62 | 123 | 225 | 523 | 523 15 | 20 | 41 | 62 | 123 | 225 | 523 | 523 16 | 19 | 40 | 61 | 122 | 224 | 522 | 522 17 | 19 | 40 | 61 | 122 | 224 | 522 | 522 18 | 19 | 40 | 61 | 122 | 224 | 522 | 522 19 | 19 | 40 | 61 | 122 | 224 | 522 | 522 20 | 19 | 41 | 62 | 122 | 224 | 523 | 523 21 | 20 | 41 | 62 | 123 | 225 | 523 | 523 22 | 20 | 41 | 62 | 123 | 225 | 523 | 523 23 | 20 | 41 | 62 | 123 | 225 | 523 | 523 24 | 20 | 41 | 62 | 123 | 225 | 523 | 523 25 | 20 | 41 | 62 | 123 | 225 | 523 | 523 26 | 20 | 41 | 62 | 123 | 225 | 523 | 523 27 | 21 | 41 | 62 | 123 | 225 | 523 | 523 28 | 22 | 41 | 62 | 123 | 225 | 523 | 523 29 | 23 | 41 | 62 | 123 | 225 | 523 | 523 30 | 23 | 41 | 62 | 123 | 225 | 523 | 523 2.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 43 | 112 | 224 | 522 | 1 223 2 | 6 | 19 | 43 | 112 | 224 | 522 | 987 3 | 7 | 22 | 44 | 106 | 221 | 519 | 804 4 | 9 | 24 | 46 | 109 | 220 | 518 | 665 5 | 10 | 26 | 51 | 112 | 220 | 518 | 558 6 | 11 | 28 | 55 | 116 | 220 | 518 | 518 7 | 12 | 31 | 57 | 119 | 220 | 518 | 518 8 | 12 | 31 | 56 | 118 | 220 | 518 | 518 9 | 13 | 32 | 56 | 117 | 220 | 518 | 518 10 | 13 | 33 | 57 | 117 | 220 | 518 | 518 11 | 14 | 34 | 57 | 118 | 220 | 518 | 518 12 | 14 | 35 | 57 | 118 | 220 | 518 | 518 13 | 14 | 36 | 57 | 118 | 220 | 518 | 518 14 | 15 | 36 | 57 | 118 | 220 | 518 | 518 15 | 15 | 36 | 57 | 118 | 220 | 518 | 518 16 | 15 | 36 | 57 | 118 | 220 | 518 | 518 17 | 15 | 36 | 57 | 118 | 220 | 518 | 518 18 | 15 | 36 | 57 | 118 | 220 | 518 | 518 19 | 15 | 36 | 57 | 118 | 220 | 518 | 518 20 | 15 | 36 | 57 | 118 | 220 | 518 | 518 21 | 16 | 36 | 57 | 118 | 220 | 518 | 518 22 | 17 | 36 | 57 | 118 | 220 | 518 | 518 23 | 18 | 36 | 57 | 118 | 220 | 518 | 518 24 | 18 | 36 | 57 | 118 | 220 | 518 | 518 25 | 19 | 36 | 57 | 118 | 220 | 518 | 518 26 | 19 | 36 | 57 | 118 | 220 | 518 | 518 27 | 20 | 36 | 57 | 118 | 220 | 518 | 518 28 | 20 | 36 | 57 | 118 | 220 | 518 | 518 29 | 21 | 36 | 57 | 118 | 220 | 518 | 518 30 | 23 | 36 | 57 | 118 | 220 | 518 | 518 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 | 113 | 183 | 295 | 593 | 1 343 2 | 74 | 87 | 110 | 180 | 292 | 590 | 1 079 3 | 78 | 92 | 114 | 177 | 291 | 589 | 877 4 | 77 | 92 | 115 | 177 | 288 | 586 | 725 5 | 77 | 93 | 118 | 178 | 286 | 585 | 608 6 | 76 | 94 | 120 | 182 | 285 | 583 | 583 7 | 76 | 94 | 120 | 182 | 283 | 581 | 581 8 | 75 | 94 | 119 | 180 | 282 | 580 | 580 9 | 74 | 94 | 118 | 179 | 281 | 579 | 579 10 | 71 | 92 | 115 | 176 | 278 | 576 | 576 11 | 70 | 90 | 113 | 174 | 276 | 574 | 574 12 | 69 | 90 | 112 | 172 | 274 | 573 | 573 13 | 68 | 90 | 111 | 172 | 274 | 572 | 572 14 | 68 | 90 | 111 | 171 | 273 | 572 | 572 15 | 68 | 90 | 111 | 171 | 273 | 571 | 571 16 | 68 | 89 | 110 | 171 | 273 | 571 | 571 17 | 67 | 89 | 110 | 170 | 272 | 570 | 570 18 | 67 | 88 | 109 | 170 | 272 | 570 | 570 19 | 66 | 87 | 108 | 169 | 271 | 569 | 569 20 | 65 | 87 | 108 | 168 | 271 | 569 | 569 21 | 65 | 86 | 107 | 168 | 270 | 568 | 568 22 | 64 | 86 | 107 | 167 | 269 | 567 | 567 23 | 63 | 85 | 106 | 166 | 268 | 566 | 566 24 | 62 | 84 | 105 | 165 | 267 | 565 | 565 25 | 61 | 83 | 104 | 164 | 266 | 564 | 564 26 | 60 | 82 | 103 | 163 | 265 | 563 | 563 27 | 59 | 81 | 102 | 162 | 264 | 562 | 562 28 | 58 | 80 | 101 | 161 | 263 | 561 | 561 29 | 57 | 79 | 100 | 160 | 262 | 560 | 560 30 | 56 | 78 | 99 | 159 | 261 | 559 | 559 2.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 23 | 47 | 116 | 228 | 527 | 1 248 2 | 12 | 25 | 48 | 118 | 230 | 528 | 1 002 3 | 14 | 28 | 51 | 113 | 228 | 526 | 816 4 | 16 | 31 | 54 | 116 | 227 | 525 | 675 5 | 18 | 34 | 59 | 119 | 227 | 525 | 566 6 | 19 | 36 | 62 | 124 | 227 | 525 | 525 7 | 20 | 38 | 64 | 126 | 227 | 525 | 525 8 | 19 | 38 | 63 | 125 | 227 | 525 | 525 9 | 19 | 39 | 63 | 124 | 226 | 524 | 524 10 | 19 | 39 | 63 | 124 | 226 | 524 | 524 11 | 20 | 40 | 63 | 124 | 226 | 524 | 524 12 | 20 | 41 | 63 | 124 | 226 | 524 | 524 13 | 20 | 42 | 63 | 124 | 226 | 524 | 524 14 | 21 | 42 | 63 | 124 | 226 | 524 | 524 15 | 21 | 42 | 63 | 124 | 226 | 524 | 524 16 | 20 | 42 | 63 | 123 | 226 | 524 | 524 17 | 21 | 42 | 63 | 124 | 226 | 524 | 524 18 | 21 | 42 | 63 | 124 | 226 | 524 | 524 19 | 21 | 43 | 64 | 124 | 226 | 524 | 524 20 | 22 | 43 | 64 | 125 | 227 | 525 | 525 21 | 22 | 43 | 64 | 125 | 227 | 525 | 525 22 | 22 | 44 | 65 | 125 | 227 | 525 | 525 23 | 22 | 44 | 65 | 125 | 227 | 526 | 526 24 | 22 | 44 | 65 | 125 | 227 | 526 | 526 25 | 22 | 44 | 65 | 125 | 227 | 526 | 526 26 | 22 | 44 | 65 | 125 | 227 | 526 | 526 27 | 22 | 44 | 65 | 125 | 227 | 525 | 525 28 | 22 | 44 | 65 | 125 | 227 | 525 | 525 29 | 22 | 44 | 65 | 125 | 227 | 525 | 525 30 | 23 | 43 | 64 | 125 | 227 | 525 | 525 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 | 47 | 60 | 83 | 152 | 265 | 563 | 1 229 2 | 50 | 63 | 87 | 156 | 268 | 566 | 988 3 | 56 | 70 | 92 | 154 | 269 | 567 | 806 4 | 59 | 74 | 97 | 159 | 270 | 568 | 667 5 | 61 | 77 | 102 | 163 | 271 | 569 | 569 6 | 62 | 80 | 106 | 168 | 271 | 569 | 569 7 | 63 | 81 | 107 | 170 | 270 | 569 | 569 8 | 62 | 81 | 106 | 168 | 270 | 568 | 568 9 | 61 | 81 | 105 | 166 | 269 | 567 | 567 10 | 61 | 81 | 104 | 165 | 267 | 566 | 566 11 | 60 | 81 | 104 | 164 | 266 | 564 | 564 12 | 59 | 80 | 102 | 163 | 265 | 563 | 563 13 | 58 | 80 | 101 | 162 | 264 | 562 | 562 14 | 57 | 79 | 100 | 160 | 263 | 561 | 561 15 | 57 | 78 | 99 | 160 | 262 | 560 | 560 16 | 56 | 77 | 98 | 159 | 261 | 559 | 559 17 | 55 | 77 | 98 | 158 | 260 | 558 | 558 18 | 54 | 76 | 97 | 158 | 260 | 558 | 558 19 | 54 | 75 | 97 | 157 | 259 | 557 | 557 20 | 54 | 75 | 96 | 157 | 259 | 557 | 557 21 | 53 | 74 | 95 | 156 | 258 | 556 | 556 22 | 52 | 74 | 95 | 155 | 257 | 556 | 556 23 | 52 | 73 | 94 | 155 | 257 | 555 | 555 24 | 51 | 72 | 93 | 154 | 256 | 554 | 554 25 | 50 | 71 | 92 | 153 | 255 | 553 | 553 26 | 49 | 71 | 92 | 152 | 254 | 552 | 552 27 | 48 | 70 | 91 | 151 | 253 | 552 | 552 28 | 48 | 69 | 90 | 151 | 253 | 551 | 551 29 | 47 | 68 | 89 | 150 | 252 | 550 | 550 30 | 46 | 67 | 88 | 149 | 251 | 549 | 549 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 | 111 | 224 | 522 | 1 222 2 | 6 | 19 | 42 | 111 | 224 | 522 | 986 3 | 7 | 21 | 43 | 106 | 220 | 518 | 804 4 | 8 | 23 | 46 | 108 | 219 | 517 | 665 5 | 9 | 26 | 51 | 111 | 219 | 517 | 558 6 | 10 | 28 | 54 | 116 | 219 | 517 | 517 7 | 12 | 30 | 56 | 118 | 219 | 517 | 517 8 | 12 | 31 | 56 | 117 | 219 | 517 | 517 9 | 12 | 31 | 56 | 117 | 219 | 517 | 517 10 | 12 | 33 | 56 | 117 | 219 | 517 | 517 11 | 13 | 34 | 56 | 117 | 219 | 517 | 517 12 | 13 | 35 | 56 | 117 | 219 | 517 | 517 13 | 14 | 35 | 56 | 117 | 219 | 517 | 517 14 | 14 | 35 | 56 | 117 | 219 | 517 | 517 15 | 14 | 35 | 56 | 117 | 219 | 517 | 517 16 | 14 | 35 | 56 | 117 | 219 | 517 | 517 17 | 14 | 35 | 56 | 117 | 219 | 517 | 517 18 | 14 | 35 | 56 | 117 | 219 | 517 | 517 19 | 14 | 35 | 56 | 117 | 219 | 517 | 517 20 | 15 | 35 | 56 | 117 | 219 | 517 | 517 21 | 16 | 35 | 56 | 117 | 219 | 517 | 517 22 | 17 | 35 | 56 | 117 | 219 | 517 | 517 23 | 18 | 35 | 56 | 117 | 219 | 517 | 517 24 | 18 | 35 | 56 | 117 | 219 | 517 | 517 25 | 19 | 35 | 56 | 117 | 219 | 517 | 517 26 | 19 | 36 | 56 | 117 | 219 | 517 | 517 27 | 20 | 36 | 57 | 117 | 219 | 517 | 517 28 | 20 | 36 | 57 | 117 | 219 | 517 | 517 29 | 21 | 36 | 57 | 117 | 219 | 517 | 517 30 | 23 | 36 | 57 | 117 | 219 | 517 | 517 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 | 142 | 242 | 541 | 1 258 2 | 8 | 24 | 53 | 142 | 242 | 541 | 1 013 3 | 9 | 26 | 52 | 129 | 239 | 537 | 823 4 | 10 | 28 | 55 | 121 | 237 | 535 | 679 5 | 12 | 30 | 56 | 111 | 236 | 534 | 569 6 | 14 | 33 | 59 | 104 | 235 | 533 | 533 7 | 16 | 36 | 60 | 98 | 234 | 532 | 532 8 | 17 | 38 | 59 | 92 | 233 | 531 | 531 9 | 20 | 44 | 62 | 86 | 232 | 530 | 530 10 | 19 | 44 | 60 | 84 | 231 | 529 | 529 11 | 19 | 43 | 59 | 84 | 230 | 528 | 528 12 | 18 | 43 | 60 | 86 | 229 | 528 | 528 13 | 18 | 43 | 60 | 86 | 229 | 527 | 527 14 | 18 | 43 | 60 | 86 | 228 | 526 | 526 15 | 18 | 43 | 60 | 86 | 227 | 525 | 525 16 | 19 | 43 | 60 | 86 | 226 | 524 | 524 17 | 19 | 43 | 60 | 86 | 225 | 523 | 523 18 | 19 | 43 | 60 | 86 | 225 | 523 | 523 19 | 19 | 43 | 60 | 86 | 224 | 523 | 523 20 | 19 | 43 | 60 | 86 | 225 | 523 | 523 21 | 19 | 43 | 60 | 86 | 225 | 523 | 523 22 | 19 | 43 | 60 | 86 | 225 | 523 | 523 23 | 19 | 43 | 60 | 86 | 224 | 522 | 522 24 | 19 | 43 | 60 | 86 | 223 | 521 | 521 25 | 19 | 43 | 60 | 86 | 223 | 521 | 521 26 | 19 | 43 | 60 | 86 | 222 | 520 | 520 27 | 20 | 43 | 60 | 86 | 222 | 520 | 520 28 | 21 | 43 | 60 | 86 | 221 | 519 | 519 29 | 21 | 43 | 60 | 86 | 221 | 519 | 519 30 | 23 | 43 | 60 | 86 | 220 | 518 | 518 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 | 97 | 120 | 190 | 302 | 600 | 1 311 2 | 83 | 96 | 119 | 188 | 301 | 599 | 1 060 3 | 83 | 97 | 119 | 181 | 296 | 594 | 866 4 | 82 | 97 | 120 | 182 | 293 | 591 | 717 5 | 81 | 97 | 122 | 183 | 291 | 589 | 603 6 | 80 | 98 | 124 | 186 | 289 | 587 | 587 7 | 79 | 97 | 123 | 186 | 287 | 585 | 585 8 | 77 | 96 | 121 | 183 | 284 | 583 | 583 9 | 75 | 95 | 119 | 180 | 283 | 581 | 581 10 | 74 | 95 | 118 | 179 | 281 | 579 | 579 11 | 74 | 94 | 117 | 178 | 280 | 578 | 578 12 | 72 | 94 | 116 | 176 | 278 | 576 | 576 13 | 71 | 93 | 114 | 175 | 277 | 575 | 575 14 | 70 | 92 | 113 | 173 | 275 | 573 | 573 15 | 69 | 90 | 111 | 172 | 274 | 572 | 572 16 | 68 | 89 | 110 | 171 | 273 | 571 | 571 17 | 67 | 88 | 109 | 170 | 272 | 570 | 570 18 | 66 | 87 | 108 | 169 | 271 | 569 | 569 19 | 65 | 87 | 108 | 168 | 270 | 568 | 568 20 | 64 | 86 | 107 | 167 | 269 | 568 | 568 21 | 63 | 85 | 106 | 166 | 268 | 567 | 567 22 | 62 | 84 | 105 | 165 | 268 | 566 | 566 23 | 61 | 83 | 104 | 164 | 266 | 565 | 565 24 | 60 | 82 | 103 | 163 | 265 | 564 | 564 25 | 59 | 81 | 102 | 162 | 264 | 562 | 562 26 | 58 | 80 | 101 | 161 | 263 | 561 | 561 27 | 57 | 79 | 100 | 160 | 262 | 560 | 560 28 | 56 | 78 | 98 | 159 | 261 | 559 | 559 29 | 55 | 76 | 97 | 158 | 260 | 558 | 558 30 | 54 | 75 | 96 | 157 | 259 | 557 | 557 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 | 162 | 275 | 573 | 1 322 2 | 56 | 69 | 92 | 162 | 274 | 572 | 1 065 3 | 56 | 70 | 93 | 155 | 270 | 568 | 867 4 | 57 | 72 | 95 | 157 | 268 | 566 | 716 5 | 57 | 73 | 98 | 158 | 266 | 564 | 600 6 | 56 | 73 | 100 | 161 | 265 | 563 | 563 7 | 56 | 74 | 100 | 163 | 263 | 562 | 562 8 | 55 | 74 | 99 | 160 | 262 | 560 | 560 9 | 53 | 73 | 97 | 158 | 261 | 559 | 559 10 | 53 | 73 | 97 | 157 | 260 | 558 | 558 11 | 53 | 73 | 96 | 157 | 259 | 557 | 557 12 | 52 | 73 | 95 | 156 | 258 | 556 | 556 13 | 52 | 73 | 95 | 155 | 257 | 555 | 555 14 | 52 | 73 | 94 | 155 | 257 | 555 | 555 15 | 51 | 73 | 94 | 154 | 256 | 554 | 554 16 | 50 | 72 | 93 | 153 | 255 | 553 | 553 17 | 50 | 71 | 92 | 153 | 255 | 553 | 553 18 | 49 | 71 | 92 | 152 | 254 | 552 | 552 19 | 49 | 70 | 91 | 152 | 254 | 552 | 552 20 | 49 | 70 | 91 | 152 | 254 | 552 | 552 21 | 48 | 70 | 91 | 151 | 253 | 552 | 552 22 | 48 | 69 | 90 | 151 | 253 | 551 | 551 23 | 47 | 69 | 90 | 150 | 252 | 551 | 551 24 | 47 | 68 | 89 | 150 | 252 | 550 | 550 25 | 46 | 68 | 89 | 149 | 251 | 549 | 549 26 | 45 | 67 | 88 | 148 | 250 | 549 | 549 27 | 45 | 66 | 87 | 148 | 250 | 548 | 548 28 | 44 | 65 | 86 | 147 | 249 | 547 | 547 29 | 43 | 65 | 86 | 146 | 248 | 547 | 547 30 | 43 | 64 | 85 | 146 | 248 | 546 | 546 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 | 137 | 249 | 548 | 1 271 2 | 32 | 45 | 68 | 138 | 250 | 548 | 1 020 3 | 33 | 47 | 69 | 131 | 246 | 544 | 830 4 | 33 | 48 | 71 | 133 | 244 | 542 | 686 5 | 34 | 50 | 75 | 135 | 243 | 541 | 576 6 | 34 | 51 | 77 | 139 | 243 | 541 | 541 7 | 34 | 53 | 79 | 141 | 242 | 540 | 540 8 | 33 | 52 | 78 | 139 | 241 | 539 | 539 9 | 33 | 53 | 77 | 138 | 240 | 538 | 538 10 | 33 | 53 | 77 | 137 | 239 | 538 | 538 11 | 33 | 54 | 76 | 137 | 239 | 537 | 537 12 | 32 | 54 | 76 | 136 | 238 | 536 | 536 13 | 32 | 54 | 75 | 135 | 237 | 536 | 536 14 | 32 | 53 | 74 | 135 | 237 | 535 | 535 15 | 31 | 53 | 74 | 134 | 236 | 534 | 534 16 | 30 | 52 | 73 | 133 | 236 | 534 | 534 17 | 30 | 52 | 73 | 133 | 235 | 533 | 533 18 | 30 | 51 | 72 | 133 | 235 | 533 | 533 19 | 30 | 51 | 72 | 133 | 235 | 533 | 533 20 | 30 | 51 | 72 | 133 | 235 | 533 | 533 21 | 30 | 51 | 72 | 133 | 235 | 533 | 533 22 | 30 | 51 | 72 | 133 | 235 | 533 | 533 23 | 30 | 51 | 72 | 133 | 235 | 533 | 533 24 | 29 | 51 | 72 | 132 | 234 | 533 | 533 25 | 29 | 51 | 72 | 132 | 234 | 532 | 532 26 | 29 | 50 | 71 | 132 | 234 | 532 | 532 27 | 29 | 50 | 71 | 132 | 234 | 532 | 532 28 | 28 | 50 | 71 | 131 | 233 | 531 | 531 29 | 28 | 49 | 70 | 131 | 233 | 531 | 531 30 | 28 | 49 | 70 | 131 | 233 | 531 | 531 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 | 24 | 94 | 206 | 504 | 1 214 2 | 1 | 5 | 25 | 95 | 207 | 505 | 976 3 | 2 | 5 | 27 | 89 | 204 | 502 | 795 4 | 2 | 7 | 29 | 92 | 203 | 501 | 657 5 | 4 | 9 | 34 | 95 | 203 | 501 | 552 6 | 4 | 11 | 38 | 99 | 203 | 501 | 501 7 | 5 | 14 | 40 | 102 | 203 | 501 | 501 8 | 7 | 14 | 39 | 101 | 203 | 501 | 501 9 | 7 | 15 | 39 | 100 | 203 | 501 | 501 10 | 8 | 16 | 40 | 100 | 203 | 501 | 501 11 | 9 | 18 | 41 | 101 | 204 | 502 | 502 12 | 9 | 18 | 40 | 100 | 202 | 500 | 500 13 | 10 | 19 | 41 | 101 | 203 | 501 | 501 14 | 11 | 19 | 40 | 101 | 203 | 501 | 501 15 | 12 | 18 | 39 | 100 | 202 | 500 | 500 16 | 13 | 17 | 38 | 99 | 201 | 499 | 499 17 | 13 | 17 | 38 | 99 | 201 | 499 | 499 18 | 14 | 17 | 38 | 99 | 201 | 499 | 499 19 | 14 | 18 | 39 | 99 | 201 | 499 | 499 20 | 15 | 18 | 39 | 100 | 202 | 500 | 500 21 | 16 | 19 | 39 | 100 | 202 | 500 | 500 22 | 17 | 20 | 39 | 100 | 202 | 500 | 500 23 | 18 | 21 | 39 | 100 | 202 | 500 | 500 24 | 18 | 21 | 39 | 100 | 202 | 500 | 500 25 | 19 | 22 | 39 | 100 | 202 | 500 | 500 26 | 19 | 22 | 39 | 99 | 201 | 500 | 500 27 | 20 | 23 | 39 | 99 | 201 | 500 | 500 28 | 20 | 25 | 40 | 99 | 201 | 499 | 499 29 | 21 | 25 | 41 | 99 | 201 | 499 | 499 30 | 22 | 26 | 42 | 99 | 201 | 499 | 499 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 | 45 | 58 | 81 | 151 | 263 | 561 | 1 251 2 | 45 | 58 | 81 | 151 | 263 | 561 | 1 014 3 | 46 | 60 | 82 | 145 | 259 | 557 | 828 4 | 47 | 62 | 84 | 146 | 258 | 556 | 685 5 | 47 | 63 | 88 | 149 | 257 | 555 | 575 6 | 47 | 65 | 91 | 153 | 256 | 554 | 554 7 | 48 | 66 | 92 | 154 | 255 | 553 | 553 8 | 47 | 66 | 91 | 152 | 254 | 552 | 552 9 | 46 | 66 | 90 | 151 | 253 | 551 | 551 10 | 46 | 66 | 89 | 150 | 252 | 551 | 551 11 | 46 | 66 | 89 | 150 | 252 | 550 | 550 12 | 45 | 66 | 88 | 149 | 251 | 549 | 549 13 | 45 | 66 | 88 | 148 | 250 | 548 | 548 14 | 45 | 66 | 87 | 148 | 250 | 548 | 548 15 | 44 | 66 | 87 | 147 | 249 | 547 | 547 16 | 43 | 65 | 86 | 146 | 248 | 546 | 546 17 | 43 | 64 | 85 | 146 | 248 | 546 | 546 18 | 42 | 64 | 85 | 145 | 247 | 545 | 545 19 | 42 | 63 | 84 | 145 | 247 | 545 | 545 20 | 42 | 63 | 84 | 145 | 247 | 545 | 545 21 | 41 | 63 | 84 | 144 | 246 | 545 | 545 22 | 41 | 62 | 83 | 144 | 246 | 544 | 544 23 | 40 | 62 | 83 | 143 | 245 | 544 | 544 24 | 40 | 61 | 82 | 143 | 245 | 543 | 543 25 | 39 | 61 | 82 | 142 | 244 | 542 | 542 26 | 38 | 60 | 81 | 141 | 243 | 542 | 542 27 | 38 | 59 | 80 | 141 | 243 | 541 | 541 28 | 37 | 58 | 79 | 140 | 242 | 540 | 540 29 | 36 | 58 | 79 | 139 | 241 | 539 | 539 30 | 35 | 57 | 78 | 138 | 240 | 539 | 539 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 | 123 | 236 | 534 | 1 234 2 | 21 | 34 | 57 | 127 | 239 | 537 | 991 3 | 25 | 39 | 62 | 124 | 239 | 537 | 808 4 | 29 | 44 | 67 | 129 | 240 | 538 | 669 5 | 32 | 48 | 73 | 133 | 241 | 539 | 562 6 | 31 | 48 | 74 | 136 | 239 | 538 | 538 7 | 35 | 54 | 80 | 142 | 243 | 541 | 541 8 | 34 | 53 | 78 | 140 | 242 | 540 | 540 9 | 35 | 55 | 79 | 140 | 242 | 541 | 541 10 | 37 | 57 | 81 | 141 | 244 | 542 | 542 11 | 39 | 59 | 82 | 143 | 245 | 543 | 543 12 | 40 | 61 | 83 | 143 | 245 | 543 | 543 13 | 40 | 62 | 83 | 144 | 246 | 544 | 544 14 | 41 | 62 | 83 | 144 | 246 | 544 | 544 15 | 41 | 62 | 83 | 144 | 246 | 544 | 544 16 | 41 | 62 | 83 | 144 | 246 | 544 | 544 17 | 41 | 62 | 83 | 144 | 246 | 544 | 544 18 | 40 | 62 | 83 | 143 | 245 | 543 | 543 19 | 40 | 61 | 82 | 143 | 245 | 543 | 543 20 | 40 | 61 | 82 | 143 | 245 | 543 | 543 21 | 40 | 61 | 82 | 143 | 245 | 543 | 543 22 | 40 | 61 | 82 | 143 | 245 | 543 | 543 23 | 39 | 61 | 82 | 142 | 244 | 542 | 542 24 | 39 | 60 | 81 | 142 | 244 | 542 | 542 25 | 38 | 60 | 81 | 141 | 243 | 542 | 542 26 | 38 | 59 | 80 | 141 | 243 | 541 | 541 27 | 37 | 59 | 80 | 140 | 242 | 541 | 541 28 | 37 | 58 | 79 | 140 | 242 | 540 | 540 29 | 36 | 58 | 79 | 139 | 241 | 540 | 540 30 | 36 | 57 | 78 | 139 | 241 | 539 | 539 2.15. Canadian dollar Duration (in years) | Credit quality step 0 | Credit qualitystep 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 | 123 | 236 | 534 | 1 275 2 | 19 | 32 | 55 | 124 | 237 | 535 | 1 023 3 | 21 | 35 | 57 | 120 | 234 | 532 | 832 4 | 22 | 38 | 60 | 122 | 234 | 532 | 687 5 | 24 | 40 | 65 | 126 | 234 | 532 | 576 6 | 25 | 42 | 69 | 130 | 234 | 532 | 532 7 | 26 | 44 | 70 | 133 | 233 | 532 | 532 8 | 26 | 45 | 70 | 132 | 233 | 532 | 532 9 | 26 | 46 | 70 | 131 | 233 | 532 | 532 10 | 27 | 47 | 71 | 131 | 234 | 532 | 532 11 | 28 | 48 | 71 | 132 | 234 | 532 | 532 12 | 28 | 49 | 71 | 132 | 234 | 532 | 532 13 | 28 | 50 | 71 | 132 | 234 | 532 | 532 14 | 29 | 50 | 71 | 132 | 234 | 532 | 532 15 | 29 | 50 | 71 | 132 | 234 | 532 | 532 16 | 28 | 50 | 71 | 131 | 234 | 532 | 532 17 | 28 | 50 | 71 | 132 | 234 | 532 | 532 18 | 28 | 50 | 71 | 131 | 234 | 532 | 532 19 | 28 | 50 | 71 | 131 | 233 | 532 | 532 20 | 28 | 50 | 71 | 132 | 234 | 532 | 532 21 | 28 | 50 | 71 | 131 | 234 | 532 | 532 22 | 28 | 50 | 71 | 131 | 233 | 531 | 531 23 | 28 | 49 | 70 | 131 | 233 | 531 | 531 24 | 27 | 49 | 70 | 130 | 232 | 530 | 530 25 | 27 | 48 | 69 | 130 | 232 | 530 | 530 26 | 26 | 48 | 69 | 129 | 231 | 530 | 530 27 | 26 | 47 | 68 | 129 | 231 | 529 | 529 28 | 25 | 47 | 68 | 128 | 231 | 529 | 529 29 | 25 | 47 | 67 | 128 | 230 | 528 | 528 30 | 25 | 46 | 67 | 128 | 230 | 528 | 528 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 | 51 | 63 | 87 | 156 | 268 | 567 | 1 366 2 | 54 | 66 | 90 | 159 | 272 | 570 | 1 093 3 | 58 | 72 | 94 | 156 | 271 | 569 | 887 4 | 60 | 75 | 98 | 160 | 271 | 569 | 731 5 | 62 | 78 | 103 | 164 | 272 | 570 | 612 6 | 64 | 81 | 107 | 169 | 272 | 571 | 571 7 | 65 | 83 | 109 | 172 | 272 | 570 | 570 8 | 65 | 84 | 109 | 170 | 272 | 570 | 570 9 | 65 | 84 | 109 | 170 | 272 | 570 | 570 10 | 65 | 86 | 109 | 170 | 272 | 570 | 570 11 | 66 | 86 | 109 | 170 | 272 | 570 | 570 12 | 66 | 87 | 109 | 169 | 271 | 569 | 569 13 | 65 | 87 | 108 | 168 | 270 | 569 | 569 14 | 65 | 86 | 107 | 168 | 270 | 568 | 568 15 | 64 | 85 | 106 | 167 | 269 | 567 | 567 16 | 63 | 85 | 106 | 166 | 268 | 566 | 566 17 | 62 | 84 | 105 | 166 | 268 | 566 | 566 18 | 62 | 83 | 104 | 165 | 267 | 565 | 565 19 | 61 | 83 | 104 | 164 | 266 | 565 | 565 20 | 61 | 82 | 103 | 164 | 266 | 564 | 564 21 | 60 | 81 | 102 | 163 | 265 | 563 | 563 22 | 59 | 81 | 102 | 162 | 264 | 562 | 562 23 | 58 | 80 | 101 | 161 | 263 | 562 | 562 24 | 57 | 79 | 100 | 160 | 262 | 561 | 561 25 | 56 | 78 | 99 | 159 | 262 | 560 | 560 26 | 55 | 77 | 98 | 158 | 261 | 559 | 559 27 | 55 | 76 | 97 | 158 | 260 | 558 | 558 28 | 54 | 75 | 96 | 157 | 259 | 557 | 557 29 | 53 | 74 | 95 | 156 | 258 | 556 | 556 30 | 52 | 73 | 94 | 155 | 257 | 555 | 555 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 | 117 | 187 | 299 | 597 | 1 384 2 | 86 | 99 | 122 | 192 | 304 | 602 | 1 114 3 | 89 | 103 | 125 | 187 | 302 | 600 | 909 4 | 90 | 105 | 128 | 190 | 301 | 599 | 753 5 | 93 | 110 | 135 | 195 | 303 | 601 | 632 6 | 95 | 113 | 139 | 201 | 304 | 602 | 602 7 | 97 | 116 | 142 | 204 | 305 | 603 | 603 8 | 98 | 117 | 143 | 204 | 306 | 604 | 604 9 | 100 | 119 | 144 | 204 | 307 | 605 | 605 10 | 100 | 121 | 144 | 205 | 307 | 605 | 605 11 | 101 | 121 | 144 | 205 | 307 | 605 | 605 12 | 100 | 121 | 143 | 204 | 306 | 604 | 604 13 | 100 | 121 | 142 | 203 | 305 | 603 | 603 14 | 98 | 120 | 141 | 201 | 303 | 602 | 602 15 | 97 | 119 | 140 | 200 | 302 | 600 | 600 16 | 96 | 117 | 138 | 199 | 301 | 599 | 599 17 | 94 | 116 | 137 | 197 | 299 | 598 | 598 18 | 93 | 115 | 136 | 196 | 298 | 596 | 596 19 | 92 | 113 | 134 | 195 | 297 | 595 | 595 20 | 90 | 112 | 133 | 193 | 296 | 594 | 594 21 | 89 | 110 | 131 | 192 | 294 | 592 | 592 22 | 87 | 109 | 130 | 190 | 293 | 591 | 591 23 | 86 | 107 | 128 | 189 | 291 | 589 | 589 24 | 84 | 106 | 127 | 187 | 289 | 587 | 587 25 | 82 | 104 | 125 | 185 | 288 | 586 | 586 26 | 81 | 102 | 123 | 184 | 286 | 584 | 584 27 | 79 | 101 | 122 | 182 | 284 | 582 | 582 28 | 78 | 99 | 120 | 181 | 283 | 581 | 581 29 | 76 | 98 | 118 | 179 | 281 | 579 | 579 30 | 74 | 96 | 117 | 177 | 280 | 578 | 578 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 | 117 | 229 | 527 | 1 254 2 | 14 | 27 | 50 | 120 | 232 | 530 | 1 013 3 | 18 | 32 | 54 | 116 | 231 | 529 | 825 4 | 20 | 36 | 58 | 120 | 232 | 530 | 681 5 | 23 | 39 | 64 | 125 | 233 | 531 | 571 6 | 24 | 42 | 68 | 130 | 233 | 531 | 531 7 | 26 | 44 | 70 | 133 | 233 | 531 | 531 8 | 26 | 45 | 70 | 132 | 233 | 531 | 531 9 | 26 | 46 | 70 | 131 | 233 | 531 | 531 10 | 27 | 47 | 70 | 131 | 233 | 531 | 531 11 | 27 | 48 | 70 | 131 | 233 | 531 | 531 12 | 27 | 48 | 70 | 131 | 233 | 531 | 531 13 | 27 | 48 | 70 | 130 | 232 | 530 | 530 14 | 26 | 48 | 69 | 129 | 232 | 530 | 530 15 | 26 | 47 | 68 | 129 | 231 | 529 | 529 16 | 25 | 47 | 68 | 128 | 230 | 528 | 528 17 | 25 | 46 | 67 | 128 | 230 | 528 | 528 18 | 25 | 46 | 67 | 128 | 230 | 528 | 528 19 | 24 | 46 | 67 | 127 | 230 | 528 | 528 20 | 25 | 46 | 67 | 128 | 230 | 528 | 528 21 | 25 | 46 | 67 | 128 | 230 | 528 | 528 22 | 25 | 46 | 67 | 128 | 230 | 528 | 528 23 | 25 | 46 | 67 | 128 | 230 | 528 | 528 24 | 25 | 46 | 67 | 128 | 230 | 528 | 528 25 | 24 | 46 | 67 | 127 | 229 | 528 | 528 26 | 24 | 46 | 67 | 127 | 229 | 527 | 527 27 | 24 | 46 | 66 | 127 | 229 | 527 | 527 28 | 24 | 45 | 66 | 127 | 229 | 527 | 527 29 | 24 | 45 | 66 | 127 | 229 | 527 | 527 30 | 23 | 45 | 66 | 126 | 228 | 527 | 527 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 | 131 | 201 | 313 | 611 | 1 314 2 | 96 | 109 | 132 | 202 | 314 | 612 | 1 060 3 | 97 | 111 | 134 | 196 | 311 | 609 | 867 4 | 99 | 114 | 137 | 199 | 310 | 608 | 719 5 | 100 | 117 | 142 | 202 | 310 | 608 | 608 6 | 101 | 118 | 145 | 206 | 310 | 608 | 608 7 | 102 | 120 | 146 | 209 | 309 | 607 | 607 8 | 102 | 121 | 146 | 207 | 309 | 607 | 607 9 | 101 | 121 | 145 | 206 | 308 | 606 | 606 10 | 100 | 121 | 144 | 205 | 307 | 605 | 605 11 | 99 | 120 | 143 | 203 | 305 | 604 | 604 12 | 98 | 119 | 141 | 202 | 304 | 602 | 602 13 | 97 | 118 | 139 | 200 | 302 | 600 | 600 14 | 95 | 117 | 138 | 198 | 300 | 598 | 598 15 | 93 | 115 | 136 | 196 | 298 | 597 | 597 16 | 91 | 113 | 134 | 194 | 297 | 595 | 595 17 | 90 | 111 | 132 | 193 | 295 | 593 | 593 18 | 88 | 110 | 131 | 191 | 294 | 592 | 592 19 | 87 | 109 | 130 | 190 | 292 | 590 | 590 20 | 86 | 108 | 129 | 189 | 291 | 589 | 589 21 | 85 | 107 | 128 | 188 | 290 | 588 | 588 22 | 84 | 105 | 126 | 187 | 289 | 587 | 587 23 | 83 | 104 | 125 | 186 | 288 | 586 | 586 24 | 81 | 103 | 124 | 184 | 287 | 585 | 585 25 | 80 | 102 | 123 | 183 | 285 | 583 | 583 26 | 79 | 101 | 121 | 182 | 284 | 582 | 582 27 | 78 | 99 | 120 | 181 | 283 | 581 | 581 28 | 77 | 98 | 119 | 180 | 282 | 580 | 580 29 | 76 | 97 | 118 | 178 | 281 | 579 | 579 30 | 74 | 96 | 117 | 177 | 279 | 578 | 578 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 | 315 | 328 | 352 | 421 | 533 | 831 | 1 392 2 | 86 | 99 | 122 | 191 | 304 | 602 | 1 120 3 | 89 | 103 | 125 | 188 | 303 | 601 | 910 4 | 93 | 108 | 130 | 192 | 304 | 602 | 750 5 | 95 | 111 | 136 | 197 | 305 | 603 | 629 6 | 97 | 114 | 140 | 202 | 305 | 603 | 603 7 | 98 | 117 | 143 | 205 | 306 | 604 | 604 8 | 99 | 118 | 143 | 205 | 306 | 605 | 605 9 | 99 | 119 | 143 | 204 | 307 | 605 | 605 10 | 100 | 120 | 144 | 204 | 307 | 605 | 605 11 | 100 | 121 | 144 | 204 | 306 | 605 | 605 12 | 101 | 122 | 144 | 205 | 307 | 605 | 605 13 | 102 | 123 | 144 | 205 | 307 | 605 | 605 14 | 102 | 124 | 145 | 205 | 307 | 606 | 606 15 | 103 | 125 | 146 | 206 | 308 | 606 | 606 16 | 104 | 126 | 147 | 207 | 309 | 607 | 607 17 | 105 | 126 | 148 | 208 | 310 | 608 | 608 18 | 106 | 127 | 148 | 209 | 311 | 609 | 609 19 | 107 | 128 | 149 | 210 | 312 | 610 | 610 20 | 107 | 129 | 150 | 210 | 312 | 610 | 610 21 | 107 | 129 | 150 | 210 | 312 | 611 | 611 22 | 107 | 128 | 149 | 210 | 312 | 610 | 610 23 | 106 | 128 | 149 | 209 | 311 | 609 | 609 24 | 105 | 127 | 148 | 208 | 310 | 609 | 609 25 | 104 | 126 | 147 | 207 | 309 | 607 | 607 26 | 103 | 124 | 145 | 206 | 308 | 606 | 606 27 | 102 | 123 | 144 | 205 | 307 | 605 | 605 28 | 100 | 122 | 143 | 203 | 305 | 603 | 603 29 | 99 | 120 | 141 | 202 | 304 | 602 | 602 30 | 97 | 119 | 140 | 200 | 302 | 600 | 600 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 | 35 | 105 | 217 | 515 | 1 238 2 | 1 | 12 | 35 | 105 | 217 | 515 | 992 3 | 2 | 14 | 36 | 99 | 213 | 511 | 806 4 | 2 | 16 | 38 | 100 | 212 | 510 | 666 5 | 4 | 17 | 42 | 103 | 211 | 509 | 558 6 | 4 | 19 | 45 | 107 | 210 | 508 | 508 7 | 5 | 20 | 46 | 109 | 209 | 507 | 507 8 | 7 | 20 | 45 | 107 | 208 | 507 | 507 9 | 7 | 20 | 44 | 105 | 207 | 506 | 506 10 | 8 | 21 | 44 | 105 | 207 | 505 | 505 11 | 9 | 22 | 44 | 105 | 207 | 505 | 505 12 | 9 | 22 | 44 | 105 | 207 | 505 | 505 13 | 10 | 23 | 44 | 105 | 207 | 505 | 505 14 | 11 | 24 | 45 | 105 | 207 | 505 | 505 15 | 12 | 24 | 45 | 105 | 207 | 506 | 506 16 | 13 | 24 | 45 | 105 | 208 | 506 | 506 17 | 13 | 24 | 46 | 106 | 208 | 506 | 506 18 | 14 | 25 | 46 | 107 | 209 | 507 | 507 19 | 15 | 26 | 47 | 107 | 209 | 507 | 507 20 | 15 | 27 | 48 | 108 | 210 | 508 | 508 21 | 16 | 27 | 48 | 109 | 211 | 509 | 509 22 | 17 | 28 | 49 | 110 | 212 | 510 | 510 23 | 18 | 29 | 50 | 110 | 212 | 510 | 510 24 | 18 | 29 | 50 | 111 | 213 | 511 | 511 25 | 19 | 29 | 50 | 111 | 213 | 511 | 511 26 | 19 | 30 | 51 | 111 | 213 | 511 | 511 27 | 20 | 30 | 51 | 112 | 214 | 512 | 512 28 | 21 | 30 | 51 | 112 | 214 | 512 | 512 29 | 22 | 31 | 51 | 112 | 214 | 512 | 512 30 | 23 | 31 | 52 | 112 | 214 | 512 | 512 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 | 87 | 157 | 269 | 567 | 1 279 2 | 52 | 65 | 88 | 158 | 270 | 568 | 1 031 3 | 53 | 67 | 89 | 152 | 267 | 564 | 839 4 | 54 | 69 | 92 | 154 | 265 | 563 | 693 5 | 54 | 71 | 96 | 156 | 264 | 562 | 581 6 | 55 | 72 | 99 | 160 | 264 | 562 | 562 7 | 55 | 73 | 99 | 162 | 262 | 560 | 560 8 | 55 | 73 | 99 | 160 | 262 | 560 | 560 9 | 54 | 74 | 98 | 159 | 261 | 559 | 559 10 | 53 | 74 | 97 | 158 | 260 | 558 | 558 11 | 53 | 73 | 96 | 157 | 259 | 557 | 557 12 | 52 | 73 | 95 | 155 | 257 | 555 | 555 13 | 51 | 72 | 93 | 154 | 256 | 554 | 554 14 | 49 | 71 | 92 | 152 | 255 | 553 | 553 15 | 48 | 70 | 91 | 151 | 253 | 551 | 551 16 | 47 | 68 | 89 | 150 | 252 | 550 | 550 17 | 46 | 67 | 88 | 149 | 251 | 549 | 549 18 | 45 | 66 | 87 | 148 | 250 | 548 | 548 19 | 44 | 66 | 87 | 147 | 249 | 547 | 547 20 | 44 | 65 | 86 | 147 | 249 | 547 | 547 21 | 43 | 65 | 86 | 146 | 248 | 546 | 546 22 | 42 | 64 | 85 | 146 | 248 | 546 | 546 23 | 42 | 63 | 84 | 145 | 247 | 545 | 545 24 | 41 | 63 | 84 | 144 | 246 | 544 | 544 25 | 40 | 62 | 83 | 143 | 246 | 544 | 544 26 | 40 | 61 | 82 | 143 | 245 | 543 | 543 27 | 39 | 61 | 82 | 142 | 244 | 542 | 542 28 | 38 | 60 | 81 | 141 | 244 | 542 | 542 29 | 38 | 59 | 80 | 141 | 243 | 541 | 541 30 | 37 | 59 | 80 | 140 | 242 | 540 | 540 2.23. Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 114 | 127 | 151 | 220 | 332 | 630 | 1 330 2 | 116 | 129 | 152 | 222 | 334 | 632 | 1 075 3 | 119 | 133 | 155 | 217 | 332 | 630 | 878 4 | 121 | 136 | 159 | 221 | 332 | 630 | 728 5 | 123 | 139 | 164 | 225 | 333 | 631 | 631 6 | 125 | 142 | 168 | 230 | 333 | 631 | 631 7 | 126 | 144 | 170 | 232 | 333 | 631 | 631 8 | 125 | 144 | 170 | 231 | 333 | 631 | 631 9 | 125 | 145 | 169 | 230 | 332 | 631 | 631 10 | 125 | 146 | 169 | 230 | 332 | 630 | 630 11 | 125 | 146 | 168 | 229 | 331 | 629 | 629 12 | 124 | 145 | 167 | 227 | 330 | 628 | 628 13 | 123 | 144 | 165 | 226 | 328 | 626 | 626 14 | 121 | 143 | 164 | 224 | 326 | 624 | 624 15 | 119 | 141 | 162 | 222 | 324 | 623 | 623 16 | 117 | 139 | 160 | 220 | 322 | 620 | 620 17 | 115 | 137 | 158 | 218 | 320 | 618 | 618 18 | 113 | 135 | 156 | 216 | 318 | 616 | 616 19 | 111 | 133 | 154 | 214 | 316 | 614 | 614 20 | 110 | 131 | 152 | 213 | 315 | 613 | 613 21 | 108 | 129 | 150 | 211 | 313 | 611 | 611 22 | 106 | 128 | 149 | 209 | 311 | 609 | 609 23 | 104 | 126 | 147 | 207 | 309 | 607 | 607 24 | 102 | 124 | 145 | 205 | 307 | 606 | 606 25 | 100 | 122 | 143 | 203 | 306 | 604 | 604 26 | 99 | 120 | 141 | 202 | 304 | 602 | 602 27 | 97 | 118 | 139 | 200 | 302 | 600 | 600 28 | 95 | 117 | 138 | 198 | 300 | 598 | 598 29 | 93 | 115 | 136 | 196 | 298 | 597 | 597 30 | 92 | 113 | 134 | 195 | 297 | 595 | 595 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 | 203 | 272 | 384 | 682 | 1 469 2 | 176 | 189 | 212 | 282 | 394 | 692 | 1 166 3 | 182 | 196 | 218 | 281 | 395 | 693 | 944 4 | 185 | 200 | 223 | 285 | 396 | 694 | 778 5 | 187 | 203 | 228 | 288 | 396 | 694 | 694 6 | 187 | 204 | 230 | 292 | 395 | 693 | 693 7 | 187 | 205 | 231 | 294 | 394 | 692 | 692 8 | 186 | 205 | 230 | 291 | 393 | 691 | 691 9 | 185 | 204 | 229 | 290 | 392 | 690 | 690 10 | 184 | 204 | 228 | 289 | 391 | 689 | 689 11 | 183 | 204 | 226 | 287 | 389 | 687 | 687 12 | 181 | 202 | 224 | 285 | 387 | 685 | 685 13 | 179 | 200 | 221 | 282 | 384 | 682 | 682 14 | 176 | 198 | 219 | 279 | 381 | 679 | 679 15 | 173 | 195 | 216 | 276 | 378 | 676 | 676 16 | 170 | 192 | 213 | 273 | 375 | 673 | 673 17 | 167 | 189 | 210 | 270 | 372 | 670 | 670 18 | 164 | 186 | 207 | 267 | 369 | 668 | 668 19 | 161 | 183 | 204 | 264 | 366 | 665 | 665 20 | 158 | 180 | 201 | 261 | 364 | 662 | 662 21 | 155 | 177 | 198 | 258 | 361 | 659 | 659 22 | 152 | 174 | 195 | 255 | 357 | 656 | 656 23 | 149 | 171 | 192 | 252 | 354 | 653 | 653 24 | 146 | 168 | 189 | 249 | 351 | 649 | 649 25 | 143 | 165 | 186 | 246 | 348 | 646 | 646 26 | 140 | 162 | 183 | 243 | 345 | 643 | 643 27 | 137 | 159 | 180 | 240 | 342 | 641 | 641 28 | 134 | 156 | 177 | 237 | 340 | 638 | 638 29 | 132 | 153 | 174 | 235 | 337 | 635 | 635 30 | 129 | 151 | 172 | 232 | 334 | 632 | 632 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 | 138 | 250 | 549 | 1 267 2 | 33 | 46 | 69 | 139 | 251 | 549 | 1 016 3 | 35 | 49 | 71 | 133 | 248 | 546 | 827 4 | 36 | 51 | 73 | 135 | 247 | 545 | 683 5 | 37 | 53 | 78 | 138 | 246 | 544 | 574 6 | 37 | 54 | 81 | 142 | 246 | 544 | 544 7 | 37 | 56 | 82 | 144 | 245 | 543 | 543 8 | 36 | 55 | 81 | 142 | 244 | 542 | 542 9 | 36 | 55 | 80 | 141 | 243 | 541 | 541 10 | 36 | 56 | 79 | 140 | 242 | 540 | 540 11 | 36 | 56 | 79 | 139 | 242 | 540 | 540 12 | 35 | 56 | 78 | 139 | 241 | 539 | 539 13 | 35 | 57 | 78 | 138 | 240 | 539 | 539 14 | 35 | 56 | 77 | 138 | 240 | 538 | 538 15 | 35 | 56 | 77 | 138 | 240 | 538 | 538 16 | 35 | 56 | 77 | 138 | 240 | 538 | 538 17 | 35 | 56 | 77 | 138 | 240 | 538 | 538 18 | 35 | 56 | 77 | 138 | 240 | 538 | 538 19 | 35 | 56 | 77 | 138 | 240 | 538 | 538 20 | 35 | 56 | 77 | 138 | 240 | 538 | 538 21 | 35 | 56 | 77 | 138 | 240 | 538 | 538 22 | 35 | 56 | 77 | 138 | 240 | 538 | 538 23 | 35 | 56 | 77 | 138 | 240 | 538 | 538 24 | 34 | 56 | 77 | 137 | 239 | 538 | 538 25 | 34 | 55 | 76 | 137 | 239 | 537 | 537 26 | 34 | 55 | 76 | 137 | 239 | 537 | 537 27 | 33 | 55 | 76 | 136 | 238 | 537 | 537 28 | 33 | 54 | 75 | 136 | 238 | 536 | 536 29 | 33 | 54 | 75 | 136 | 238 | 536 | 536 30 | 32 | 54 | 75 | 135 | 237 | 535 | 535 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 | 135 | 247 | 546 | 1 266 2 | 31 | 44 | 67 | 137 | 249 | 547 | 1 022 3 | 34 | 48 | 70 | 133 | 247 | 545 | 834 4 | 36 | 51 | 74 | 136 | 247 | 545 | 691 5 | 38 | 55 | 80 | 140 | 248 | 546 | 581 6 | 40 | 57 | 83 | 145 | 248 | 547 | 547 7 | 41 | 60 | 86 | 148 | 249 | 547 | 547 8 | 42 | 60 | 86 | 147 | 249 | 547 | 547 9 | 42 | 62 | 86 | 147 | 249 | 547 | 547 10 | 43 | 63 | 87 | 147 | 249 | 548 | 548 11 | 44 | 65 | 87 | 148 | 250 | 548 | 548 12 | 44 | 66 | 87 | 148 | 250 | 548 | 548 13 | 45 | 66 | 87 | 148 | 250 | 548 | 548 14 | 45 | 66 | 87 | 148 | 250 | 548 | 548 15 | 45 | 66 | 87 | 148 | 250 | 548 | 548 16 | 44 | 66 | 87 | 147 | 250 | 548 | 548 17 | 45 | 66 | 87 | 148 | 250 | 548 | 548 18 | 45 | 66 | 87 | 148 | 250 | 548 | 548 19 | 45 | 66 | 87 | 148 | 250 | 548 | 548 20 | 45 | 67 | 88 | 148 | 250 | 548 | 548 21 | 45 | 67 | 88 | 148 | 250 | 548 | 548 22 | 45 | 67 | 88 | 148 | 250 | 548 | 548 23 | 45 | 66 | 87 | 148 | 250 | 548 | 548 24 | 44 | 66 | 87 | 147 | 249 | 548 | 548 25 | 44 | 65 | 86 | 147 | 249 | 547 | 547 26 | 43 | 65 | 86 | 146 | 249 | 547 | 547 27 | 43 | 64 | 85 | 146 | 248 | 546 | 546 28 | 42 | 64 | 85 | 145 | 247 | 546 | 546 29 | 42 | 63 | 84 | 145 | 247 | 545 | 545 30 | 41 | 63 | 84 | 144 | 246 | 544 | 544 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 tep 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 127 | 140 | 163 | 232 | 345 | 643 | 1 493 2 | 126 | 139 | 162 | 231 | 344 | 642 | 1 182 3 | 126 | 140 | 162 | 225 | 339 | 637 | 955 4 | 126 | 141 | 164 | 226 | 337 | 636 | 786 5 | 127 | 143 | 168 | 229 | 337 | 635 | 657 6 | 127 | 144 | 170 | 232 | 335 | 633 | 633 7 | 127 | 145 | 171 | 233 | 334 | 632 | 632 8 | 126 | 145 | 170 | 232 | 333 | 632 | 632 9 | 125 | 145 | 169 | 230 | 332 | 630 | 630 10 | 125 | 145 | 169 | 229 | 332 | 630 | 630 11 | 125 | 146 | 168 | 229 | 331 | 629 | 629 12 | 124 | 145 | 167 | 228 | 330 | 628 | 628 13 | 123 | 145 | 166 | 226 | 329 | 627 | 627 14 | 122 | 144 | 165 | 225 | 327 | 625 | 625 15 | 120 | 142 | 163 | 223 | 325 | 623 | 623 16 | 118 | 140 | 161 | 221 | 323 | 621 | 621 17 | 116 | 137 | 158 | 219 | 321 | 619 | 619 18 | 113 | 135 | 156 | 217 | 319 | 617 | 617 19 | 111 | 133 | 154 | 214 | 317 | 615 | 615 20 | 109 | 131 | 152 | 212 | 314 | 613 | 613 21 | 107 | 129 | 150 | 210 | 312 | 610 | 610 22 | 105 | 126 | 147 | 208 | 310 | 608 | 608 23 | 103 | 124 | 145 | 206 | 308 | 606 | 606 24 | 100 | 122 | 143 | 204 | 306 | 604 | 604 25 | 98 | 120 | 141 | 201 | 303 | 602 | 602 26 | 96 | 118 | 139 | 199 | 301 | 599 | 599 27 | 94 | 116 | 137 | 197 | 299 | 597 | 597 28 | 92 | 114 | 134 | 195 | 297 | 595 | 595 29 | 90 | 112 | 132 | 193 | 295 | 593 | 593 30 | 88 | 110 | 131 | 191 | 293 | 591 | 591 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 | 36 | 106 | 218 | 516 | 1 255 2 | 2 | 15 | 38 | 108 | 220 | 518 | 1 012 3 | 5 | 19 | 41 | 104 | 218 | 516 | 824 4 | 7 | 22 | 45 | 107 | 218 | 516 | 681 5 | 9 | 26 | 51 | 111 | 219 | 517 | 572 6 | 11 | 28 | 54 | 116 | 219 | 518 | 518 7 | 12 | 31 | 57 | 119 | 220 | 518 | 518 8 | 12 | 31 | 56 | 118 | 220 | 518 | 518 9 | 12 | 32 | 56 | 117 | 220 | 518 | 518 10 | 13 | 33 | 57 | 117 | 219 | 518 | 518 11 | 13 | 34 | 57 | 117 | 219 | 517 | 517 12 | 13 | 34 | 56 | 117 | 219 | 517 | 517 13 | 13 | 35 | 56 | 117 | 219 | 517 | 517 14 | 13 | 35 | 56 | 116 | 218 | 517 | 517 15 | 13 | 35 | 56 | 116 | 218 | 516 | 516 16 | 13 | 34 | 55 | 116 | 218 | 516 | 516 17 | 13 | 34 | 55 | 116 | 218 | 516 | 516 18 | 14 | 34 | 55 | 116 | 218 | 516 | 516 19 | 15 | 34 | 55 | 116 | 218 | 516 | 516 20 | 15 | 35 | 56 | 116 | 219 | 517 | 517 21 | 17 | 35 | 56 | 117 | 219 | 517 | 517 22 | 17 | 36 | 57 | 117 | 219 | 517 | 517 23 | 18 | 36 | 57 | 117 | 219 | 518 | 518 24 | 19 | 36 | 57 | 118 | 220 | 518 | 518 25 | 19 | 36 | 57 | 118 | 220 | 518 | 518 26 | 20 | 36 | 57 | 118 | 220 | 518 | 518 27 | 20 | 36 | 57 | 118 | 220 | 518 | 518 28 | 21 | 36 | 57 | 118 | 220 | 518 | 518 29 | 22 | 36 | 57 | 118 | 220 | 518 | 518 30 | 23 | 36 | 57 | 118 | 220 | 518 | 518 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 | 141 | 254 | 552 | 1 266 2 | 36 | 49 | 72 | 142 | 254 | 552 | 1 020 3 | 36 | 50 | 73 | 135 | 250 | 548 | 830 4 | 37 | 52 | 74 | 136 | 248 | 546 | 686 5 | 37 | 53 | 78 | 139 | 247 | 545 | 575 6 | 39 | 56 | 83 | 144 | 248 | 546 | 546 7 | 37 | 55 | 81 | 144 | 244 | 542 | 542 8 | 40 | 59 | 84 | 146 | 247 | 546 | 546 9 | 39 | 59 | 83 | 144 | 246 | 545 | 545 10 | 35 | 55 | 78 | 139 | 241 | 539 | 539 11 | 31 | 52 | 74 | 135 | 237 | 535 | 535 12 | 28 | 49 | 71 | 132 | 234 | 532 | 532 13 | 26 | 47 | 69 | 129 | 231 | 529 | 529 14 | 24 | 46 | 67 | 127 | 229 | 528 | 528 15 | 23 | 44 | 65 | 126 | 228 | 526 | 526 16 | 21 | 43 | 64 | 124 | 227 | 525 | 525 17 | 21 | 42 | 63 | 124 | 226 | 524 | 524 18 | 20 | 42 | 63 | 123 | 225 | 523 | 523 19 | 20 | 41 | 62 | 123 | 225 | 523 | 523 20 | 20 | 41 | 62 | 123 | 225 | 523 | 523 21 | 20 | 41 | 62 | 123 | 225 | 523 | 523 22 | 20 | 41 | 62 | 123 | 225 | 523 | 523 23 | 20 | 41 | 62 | 123 | 225 | 523 | 523 24 | 19 | 41 | 62 | 122 | 225 | 523 | 523 25 | 19 | 41 | 62 | 122 | 224 | 523 | 523 26 | 20 | 41 | 62 | 122 | 224 | 522 | 522 27 | 20 | 41 | 61 | 122 | 224 | 522 | 522 28 | 21 | 40 | 61 | 122 | 224 | 522 | 522 29 | 22 | 40 | 61 | 122 | 224 | 522 | 522 30 | 23 | 40 | 61 | 122 | 224 | 522 | 522 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 | 208 | 221 | 244 | 314 | 426 | 724 | 1 706 2 | 205 | 218 | 241 | 311 | 423 | 721 | 1 395 3 | 202 | 216 | 238 | 300 | 415 | 713 | 1 144 4 | 198 | 213 | 236 | 298 | 409 | 708 | 949 5 | 195 | 211 | 236 | 296 | 404 | 703 | 796 6 | 191 | 208 | 235 | 296 | 400 | 698 | 698 7 | 188 | 206 | 232 | 294 | 395 | 693 | 693 8 | 183 | 202 | 228 | 289 | 391 | 689 | 689 9 | 179 | 199 | 223 | 284 | 387 | 685 | 685 10 | 176 | 196 | 219 | 280 | 382 | 680 | 680 11 | 172 | 193 | 215 | 276 | 378 | 676 | 676 12 | 168 | 189 | 211 | 272 | 374 | 672 | 672 13 | 165 | 186 | 207 | 268 | 370 | 668 | 668 14 | 161 | 182 | 203 | 264 | 366 | 664 | 664 15 | 157 | 179 | 200 | 260 | 362 | 660 | 660 16 | 154 | 175 | 196 | 257 | 359 | 657 | 657 17 | 150 | 172 | 193 | 253 | 355 | 654 | 654 18 | 147 | 169 | 190 | 250 | 352 | 650 | 650 19 | 144 | 166 | 187 | 247 | 349 | 647 | 647 20 | 141 | 163 | 184 | 244 | 346 | 645 | 645 21 | 138 | 160 | 181 | 241 | 344 | 642 | 642 22 | 136 | 157 | 178 | 239 | 341 | 639 | 639 23 | 133 | 154 | 175 | 236 | 338 | 636 | 636 24 | 130 | 151 | 172 | 233 | 335 | 633 | 633 25 | 127 | 149 | 170 | 230 | 332 | 630 | 630 26 | 125 | 146 | 167 | 228 | 330 | 628 | 628 27 | 122 | 143 | 164 | 225 | 327 | 625 | 625 28 | 120 | 141 | 162 | 223 | 325 | 623 | 623 29 | 117 | 139 | 160 | 220 | 322 | 620 | 620 30 | 115 | 136 | 157 | 218 | 320 | 618 | 618 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 | 48 | 102 | 234 | 532 | 1 263 2 | 9 | 25 | 48 | 102 | 234 | 532 | 1 019 3 | 10 | 28 | 50 | 97 | 232 | 530 | 829 4 | 12 | 33 | 54 | 95 | 233 | 531 | 684 5 | 16 | 38 | 59 | 98 | 234 | 532 | 573 6 | 18 | 42 | 63 | 95 | 234 | 532 | 532 7 | 19 | 44 | 63 | 90 | 235 | 533 | 533 8 | 18 | 43 | 62 | 89 | 235 | 533 | 533 9 | 19 | 45 | 64 | 93 | 235 | 533 | 533 10 | 21 | 48 | 67 | 96 | 235 | 533 | 533 11 | 22 | 50 | 68 | 99 | 235 | 533 | 533 12 | 24 | 52 | 70 | 100 | 235 | 533 | 533 13 | 26 | 54 | 70 | 100 | 235 | 533 | 533 14 | 26 | 54 | 71 | 100 | 235 | 533 | 533 15 | 26 | 55 | 71 | 101 | 235 | 533 | 533 16 | 26 | 55 | 71 | 101 | 234 | 532 | 532 17 | 26 | 55 | 71 | 101 | 234 | 533 | 533 18 | 26 | 55 | 71 | 101 | 234 | 532 | 532 19 | 26 | 55 | 71 | 101 | 234 | 533 | 533 20 | 26 | 55 | 71 | 101 | 235 | 533 | 533 21 | 26 | 55 | 71 | 101 | 235 | 533 | 533 22 | 26 | 55 | 71 | 101 | 235 | 533 | 533 23 | 26 | 55 | 71 | 101 | 235 | 533 | 533 24 | 26 | 55 | 71 | 101 | 235 | 533 | 533 25 | 26 | 55 | 71 | 101 | 234 | 533 | 533 26 | 26 | 55 | 71 | 101 | 234 | 532 | 532 27 | 26 | 55 | 71 | 101 | 234 | 532 | 532 28 | 26 | 55 | 71 | 101 | 234 | 532 | 532 29 | 26 | 55 | 71 | 101 | 233 | 532 | 532 30 | 26 | 55 | 71 | 101 | 233 | 531 | 531 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 | 85 | 197 | 495 | 1 223 2 | 1 | 5 | 14 | 83 | 196 | 494 | 980 3 | 2 | 5 | 14 | 76 | 191 | 489 | 796 4 | 2 | 6 | 15 | 77 | 189 | 487 | 657 5 | 4 | 6 | 19 | 80 | 188 | 486 | 552 6 | 4 | 7 | 22 | 84 | 187 | 485 | 485 7 | 5 | 9 | 24 | 86 | 187 | 485 | 485 8 | 7 | 9 | 24 | 85 | 187 | 485 | 485 9 | 7 | 10 | 23 | 84 | 187 | 485 | 485 10 | 8 | 10 | 24 | 84 | 187 | 485 | 485 11 | 8 | 11 | 24 | 85 | 187 | 485 | 485 12 | 9 | 13 | 24 | 85 | 187 | 485 | 485 13 | 10 | 13 | 25 | 85 | 187 | 485 | 485 14 | 11 | 14 | 25 | 85 | 187 | 486 | 486 15 | 12 | 14 | 25 | 86 | 188 | 486 | 486 16 | 13 | 15 | 26 | 86 | 188 | 486 | 486 17 | 13 | 16 | 27 | 86 | 188 | 486 | 486 18 | 14 | 17 | 28 | 87 | 189 | 487 | 487 19 | 14 | 18 | 30 | 87 | 189 | 487 | 487 20 | 15 | 18 | 31 | 88 | 190 | 488 | 488 21 | 16 | 19 | 32 | 88 | 190 | 488 | 488 22 | 17 | 20 | 33 | 88 | 190 | 489 | 489 23 | 18 | 21 | 34 | 89 | 191 | 489 | 489 24 | 18 | 21 | 35 | 89 | 191 | 489 | 489 25 | 19 | 22 | 37 | 89 | 191 | 489 | 489 26 | 19 | 22 | 38 | 89 | 191 | 489 | 489 27 | 20 | 23 | 39 | 89 | 191 | 489 | 489 28 | 20 | 25 | 40 | 89 | 191 | 489 | 489 29 | 21 | 25 | 41 | 88 | 191 | 489 | 489 30 | 22 | 26 | 42 | 88 | 191 | 489 | 489 3\. Other exposures 3.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 21 | 42 | 159 | 292 | 3 011 2 | 2 | 14 | 21 | 42 | 159 | 335 | 2 262 3 | 2 | 15 | 23 | 47 | 154 | 351 | 1 716 4 | 2 | 16 | 26 | 50 | 152 | 352 | 1 329 5 | 3 | 18 | 29 | 52 | 152 | 344 | 1 055 6 | 4 | 20 | 31 | 55 | 152 | 331 | 857 7 | 6 | 23 | 33 | 58 | 152 | 315 | 709 8 | 6 | 23 | 34 | 60 | 152 | 299 | 596 9 | 6 | 24 | 36 | 63 | 152 | 282 | 508 10 | 6 | 25 | 37 | 65 | 152 | 265 | 437 11 | 7 | 26 | 38 | 66 | 152 | 249 | 380 12 | 7 | 26 | 38 | 66 | 152 | 245 | 333 13 | 7 | 26 | 38 | 66 | 152 | 245 | 293 14 | 7 | 26 | 38 | 66 | 152 | 245 | 260 15 | 7 | 26 | 39 | 66 | 152 | 245 | 245 16 | 7 | 26 | 41 | 66 | 152 | 245 | 245 17 | 7 | 26 | 44 | 66 | 152 | 245 | 245 18 | 7 | 26 | 46 | 66 | 152 | 245 | 245 19 | 7 | 26 | 48 | 66 | 152 | 245 | 245 20 | 7 | 26 | 51 | 66 | 152 | 245 | 245 21 | 7 | 26 | 54 | 66 | 152 | 245 | 245 22 | 8 | 26 | 55 | 66 | 152 | 245 | 245 23 | 8 | 26 | 58 | 66 | 152 | 245 | 245 24 | 8 | 26 | 60 | 66 | 152 | 245 | 245 25 | 9 | 26 | 63 | 66 | 152 | 245 | 245 26 | 9 | 26 | 65 | 67 | 152 | 245 | 245 27 | 10 | 26 | 68 | 69 | 152 | 245 | 245 28 | 10 | 26 | 70 | 71 | 152 | 245 | 245 29 | 10 | 26 | 73 | 73 | 152 | 245 | 245 30 | 11 | 26 | 75 | 75 | 152 | 245 | 245 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 | 11 | 24 | 30 | 51 | 169 | 318 | 3 300 2 | 13 | 25 | 32 | 53 | 170 | 361 | 2 458 3 | 13 | 26 | 34 | 58 | 166 | 375 | 1 851 4 | 13 | 27 | 37 | 61 | 163 | 374 | 1 426 5 | 13 | 28 | 40 | 63 | 162 | 364 | 1 127 6 | 14 | 30 | 41 | 65 | 162 | 349 | 912 7 | 15 | 32 | 42 | 67 | 161 | 332 | 753 8 | 14 | 32 | 43 | 69 | 160 | 314 | 632 9 | 14 | 32 | 44 | 71 | 160 | 296 | 537 10 | 14 | 32 | 45 | 72 | 159 | 278 | 462 11 | 14 | 32 | 45 | 73 | 159 | 261 | 401 12 | 13 | 32 | 44 | 72 | 158 | 252 | 351 13 | 13 | 31 | 44 | 72 | 157 | 251 | 309 14 | 12 | 31 | 43 | 71 | 157 | 251 | 273 15 | 12 | 30 | 43 | 71 | 157 | 250 | 250 16 | 11 | 30 | 43 | 70 | 156 | 250 | 250 17 | 11 | 30 | 46 | 70 | 156 | 250 | 250 18 | 11 | 30 | 48 | 70 | 156 | 250 | 250 19 | 11 | 30 | 51 | 70 | 156 | 250 | 250 20 | 11 | 30 | 53 | 71 | 156 | 250 | 250 21 | 12 | 31 | 55 | 71 | 157 | 250 | 250 22 | 12 | 31 | 58 | 71 | 157 | 250 | 250 23 | 12 | 31 | 61 | 71 | 157 | 251 | 251 24 | 12 | 31 | 63 | 71 | 157 | 251 | 251 25 | 12 | 31 | 66 | 71 | 157 | 251 | 251 26 | 12 | 31 | 68 | 71 | 157 | 251 | 251 27 | 12 | 31 | 71 | 71 | 157 | 250 | 250 28 | 12 | 31 | 73 | 73 | 157 | 250 | 250 29 | 12 | 31 | 75 | 75 | 157 | 250 | 250 30 | 12 | 30 | 78 | 77 | 157 | 250 | 250 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 | 159 | 292 | 3 010 2 | 2 | 14 | 21 | 42 | 159 | 335 | 2 262 3 | 2 | 15 | 23 | 47 | 154 | 351 | 1 715 4 | 2 | 15 | 26 | 50 | 152 | 352 | 1 329 5 | 3 | 17 | 29 | 52 | 152 | 344 | 1 055 6 | 4 | 20 | 31 | 55 | 152 | 331 | 856 7 | 5 | 22 | 33 | 57 | 152 | 315 | 709 8 | 6 | 23 | 34 | 60 | 152 | 299 | 596 9 | 6 | 24 | 36 | 63 | 152 | 282 | 508 10 | 6 | 25 | 37 | 65 | 152 | 265 | 437 11 | 7 | 25 | 38 | 66 | 152 | 249 | 380 12 | 7 | 25 | 38 | 66 | 152 | 245 | 333 13 | 7 | 26 | 38 | 66 | 152 | 245 | 293 14 | 7 | 26 | 38 | 66 | 152 | 245 | 260 15 | 7 | 26 | 39 | 66 | 152 | 245 | 245 16 | 7 | 26 | 41 | 66 | 152 | 245 | 245 17 | 7 | 26 | 44 | 66 | 152 | 245 | 245 18 | 7 | 26 | 46 | 66 | 152 | 245 | 245 19 | 7 | 26 | 48 | 66 | 152 | 245 | 245 20 | 7 | 26 | 51 | 66 | 152 | 245 | 245 21 | 7 | 26 | 54 | 66 | 152 | 245 | 245 22 | 8 | 26 | 55 | 66 | 152 | 245 | 245 23 | 8 | 26 | 58 | 66 | 152 | 245 | 245 24 | 8 | 26 | 60 | 66 | 152 | 245 | 245 25 | 9 | 26 | 63 | 66 | 152 | 245 | 245 26 | 9 | 26 | 65 | 67 | 152 | 245 | 245 27 | 10 | 26 | 68 | 69 | 152 | 245 | 245 28 | 10 | 26 | 70 | 71 | 152 | 245 | 245 29 | 10 | 26 | 73 | 73 | 152 | 245 | 245 30 | 11 | 26 | 75 | 75 | 152 | 245 | 245 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 | 91 | 112 | 230 | 325 | 3 322 2 | 70 | 82 | 88 | 109 | 227 | 365 | 2 488 3 | 72 | 85 | 93 | 117 | 224 | 382 | 1 883 4 | 70 | 84 | 94 | 119 | 220 | 382 | 1 457 5 | 69 | 84 | 95 | 119 | 218 | 373 | 1 155 6 | 69 | 85 | 96 | 120 | 217 | 359 | 936 7 | 69 | 86 | 96 | 121 | 215 | 342 | 773 8 | 68 | 86 | 97 | 122 | 214 | 323 | 649 9 | 67 | 86 | 97 | 124 | 213 | 307 | 552 10 | 65 | 83 | 95 | 123 | 210 | 304 | 475 11 | 63 | 81 | 94 | 122 | 208 | 301 | 412 12 | 61 | 80 | 93 | 121 | 206 | 300 | 360 13 | 61 | 80 | 92 | 120 | 206 | 299 | 317 14 | 60 | 79 | 92 | 119 | 205 | 299 | 299 15 | 60 | 79 | 91 | 119 | 205 | 299 | 299 16 | 60 | 78 | 91 | 119 | 205 | 298 | 298 17 | 59 | 78 | 91 | 118 | 204 | 298 | 298 18 | 59 | 78 | 90 | 118 | 204 | 297 | 297 19 | 58 | 77 | 89 | 117 | 203 | 297 | 297 20 | 58 | 76 | 89 | 117 | 203 | 296 | 296 21 | 57 | 76 | 88 | 116 | 202 | 295 | 295 22 | 56 | 75 | 87 | 115 | 201 | 295 | 295 23 | 55 | 74 | 86 | 114 | 200 | 294 | 294 24 | 54 | 73 | 86 | 113 | 199 | 293 | 293 25 | 53 | 72 | 85 | 112 | 198 | 292 | 292 26 | 52 | 71 | 83 | 111 | 197 | 291 | 291 27 | 51 | 70 | 82 | 110 | 196 | 290 | 290 28 | 50 | 69 | 81 | 109 | 195 | 289 | 289 29 | 49 | 68 | 80 | 108 | 194 | 288 | 288 30 | 48 | 67 | 80 | 107 | 193 | 287 | 287 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 | 163 | 298 | 3 075 2 | 8 | 20 | 26 | 48 | 165 | 340 | 2 298 3 | 8 | 21 | 30 | 53 | 161 | 356 | 1 742 4 | 9 | 23 | 33 | 58 | 159 | 356 | 1 350 5 | 10 | 25 | 36 | 60 | 159 | 348 | 1 071 6 | 11 | 27 | 39 | 63 | 159 | 335 | 869 7 | 13 | 30 | 40 | 65 | 159 | 319 | 719 8 | 12 | 30 | 41 | 67 | 159 | 302 | 604 9 | 12 | 31 | 42 | 69 | 158 | 285 | 515 10 | 12 | 31 | 43 | 71 | 158 | 268 | 443 11 | 13 | 31 | 44 | 72 | 158 | 252 | 385 12 | 13 | 31 | 44 | 72 | 158 | 251 | 337 13 | 13 | 31 | 44 | 72 | 158 | 251 | 298 14 | 13 | 31 | 44 | 72 | 158 | 251 | 264 15 | 13 | 32 | 44 | 72 | 158 | 251 | 251 16 | 13 | 31 | 44 | 72 | 157 | 251 | 251 17 | 13 | 32 | 44 | 72 | 158 | 251 | 251 18 | 13 | 32 | 47 | 72 | 158 | 251 | 251 19 | 13 | 32 | 50 | 72 | 158 | 252 | 252 20 | 14 | 32 | 51 | 73 | 159 | 252 | 252 21 | 14 | 33 | 54 | 73 | 159 | 253 | 253 22 | 14 | 33 | 57 | 73 | 159 | 253 | 253 23 | 14 | 33 | 59 | 74 | 159 | 253 | 253 24 | 14 | 33 | 62 | 74 | 159 | 253 | 253 25 | 14 | 33 | 64 | 74 | 159 | 253 | 253 26 | 14 | 33 | 67 | 74 | 159 | 253 | 253 27 | 14 | 33 | 69 | 73 | 159 | 253 | 253 28 | 14 | 33 | 72 | 73 | 159 | 253 | 253 29 | 14 | 33 | 74 | 73 | 159 | 253 | 253 30 | 14 | 33 | 77 | 75 | 159 | 253 | 253 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 | 42 | 55 | 61 | 82 | 200 | 295 | 3 025 2 | 46 | 58 | 65 | 86 | 203 | 335 | 2 265 3 | 50 | 63 | 71 | 95 | 202 | 352 | 1 718 4 | 52 | 66 | 76 | 100 | 202 | 353 | 1 334 5 | 54 | 68 | 80 | 103 | 203 | 346 | 1 062 6 | 55 | 71 | 82 | 106 | 203 | 334 | 864 7 | 56 | 73 | 84 | 108 | 202 | 319 | 717 8 | 55 | 73 | 84 | 110 | 202 | 303 | 604 9 | 55 | 73 | 85 | 112 | 201 | 294 | 516 10 | 54 | 73 | 85 | 112 | 199 | 293 | 445 11 | 53 | 72 | 84 | 112 | 198 | 292 | 388 12 | 52 | 71 | 83 | 111 | 197 | 290 | 340 13 | 51 | 69 | 82 | 110 | 196 | 289 | 300 14 | 50 | 68 | 81 | 109 | 195 | 288 | 288 15 | 49 | 67 | 80 | 108 | 194 | 287 | 287 16 | 48 | 67 | 79 | 107 | 193 | 286 | 286 17 | 47 | 66 | 78 | 106 | 192 | 286 | 286 18 | 47 | 65 | 78 | 106 | 192 | 285 | 285 19 | 46 | 65 | 77 | 105 | 191 | 285 | 285 20 | 46 | 64 | 77 | 105 | 191 | 284 | 284 21 | 45 | 64 | 76 | 104 | 190 | 284 | 284 22 | 44 | 63 | 76 | 104 | 189 | 283 | 283 23 | 44 | 62 | 75 | 103 | 189 | 282 | 282 24 | 43 | 62 | 74 | 102 | 188 | 281 | 281 25 | 42 | 61 | 73 | 101 | 187 | 281 | 281 26 | 41 | 60 | 72 | 100 | 186 | 280 | 280 27 | 40 | 59 | 72 | 100 | 185 | 279 | 279 28 | 40 | 58 | 72 | 99 | 185 | 278 | 278 29 | 39 | 58 | 74 | 98 | 184 | 277 | 277 30 | 38 | 57 | 77 | 97 | 183 | 277 | 277 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 | 13 | 20 | 41 | 159 | 292 | 3 008 2 | 1 | 13 | 20 | 41 | 159 | 335 | 2 260 3 | 1 | 14 | 22 | 46 | 153 | 351 | 1 714 4 | 1 | 15 | 25 | 50 | 151 | 352 | 1 328 5 | 2 | 17 | 28 | 52 | 151 | 343 | 1 054 6 | 3 | 19 | 30 | 55 | 151 | 330 | 856 7 | 5 | 22 | 32 | 57 | 151 | 315 | 708 8 | 5 | 22 | 33 | 59 | 151 | 299 | 596 9 | 5 | 23 | 35 | 62 | 151 | 282 | 508 10 | 6 | 24 | 37 | 64 | 151 | 265 | 437 11 | 6 | 25 | 37 | 65 | 151 | 249 | 380 12 | 6 | 25 | 37 | 65 | 151 | 245 | 333 13 | 6 | 25 | 37 | 65 | 151 | 245 | 293 14 | 6 | 25 | 37 | 65 | 151 | 245 | 260 15 | 6 | 25 | 39 | 65 | 151 | 245 | 245 16 | 6 | 25 | 41 | 65 | 151 | 245 | 245 17 | 6 | 25 | 44 | 65 | 151 | 245 | 245 18 | 6 | 25 | 46 | 65 | 151 | 245 | 245 19 | 7 | 25 | 48 | 65 | 151 | 245 | 245 20 | 7 | 25 | 51 | 65 | 151 | 245 | 245 21 | 7 | 25 | 53 | 65 | 151 | 245 | 245 22 | 8 | 25 | 55 | 65 | 151 | 245 | 245 23 | 8 | 25 | 58 | 65 | 151 | 245 | 245 24 | 8 | 25 | 60 | 65 | 151 | 245 | 245 25 | 9 | 25 | 63 | 65 | 151 | 245 | 245 26 | 9 | 25 | 65 | 67 | 151 | 245 | 245 27 | 10 | 25 | 68 | 69 | 151 | 245 | 245 28 | 10 | 25 | 70 | 71 | 151 | 245 | 245 29 | 10 | 25 | 73 | 73 | 151 | 245 | 245 30 | 11 | 26 | 75 | 75 | 151 | 245 | 245 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 | 177 | 301 | 3 101 2 | 0 | 11 | 22 | 45 | 177 | 344 | 2 325 3 | 1 | 11 | 23 | 49 | 172 | 359 | 1 758 4 | 1 | 13 | 26 | 55 | 169 | 358 | 1 359 5 | 1 | 16 | 28 | 58 | 168 | 350 | 1 077 6 | 2 | 18 | 32 | 59 | 167 | 336 | 873 7 | 3 | 21 | 36 | 59 | 166 | 320 | 721 8 | 5 | 24 | 37 | 59 | 165 | 303 | 606 9 | 8 | 30 | 41 | 58 | 164 | 285 | 516 10 | 11 | 33 | 41 | 57 | 163 | 268 | 444 11 | 10 | 33 | 41 | 56 | 162 | 256 | 385 12 | 9 | 32 | 41 | 56 | 161 | 255 | 337 13 | 8 | 31 | 42 | 57 | 161 | 254 | 297 14 | 8 | 31 | 42 | 57 | 160 | 254 | 263 15 | 8 | 31 | 43 | 57 | 159 | 253 | 253 16 | 8 | 31 | 43 | 57 | 158 | 251 | 251 17 | 8 | 31 | 44 | 57 | 157 | 251 | 251 18 | 8 | 31 | 47 | 57 | 156 | 250 | 250 19 | 8 | 31 | 49 | 57 | 156 | 250 | 250 20 | 8 | 31 | 51 | 57 | 157 | 250 | 250 21 | 8 | 31 | 54 | 57 | 157 | 250 | 250 22 | 8 | 31 | 56 | 60 | 156 | 250 | 250 23 | 8 | 31 | 58 | 61 | 156 | 250 | 250 24 | 8 | 31 | 61 | 63 | 155 | 249 | 249 25 | 9 | 31 | 63 | 65 | 155 | 248 | 248 26 | 10 | 31 | 66 | 67 | 154 | 248 | 248 27 | 11 | 31 | 68 | 69 | 154 | 247 | 247 28 | 11 | 31 | 70 | 71 | 153 | 247 | 247 29 | 11 | 31 | 73 | 73 | 153 | 246 | 246 30 | 11 | 31 | 75 | 75 | 152 | 246 | 246 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 | 98 | 120 | 237 | 332 | 3 238 2 | 78 | 91 | 97 | 118 | 236 | 359 | 2 441 3 | 77 | 90 | 98 | 122 | 229 | 377 | 1 856 4 | 75 | 89 | 99 | 123 | 225 | 379 | 1 439 5 | 73 | 88 | 100 | 123 | 223 | 370 | 1 143 6 | 73 | 89 | 100 | 124 | 221 | 357 | 928 7 | 72 | 89 | 100 | 124 | 219 | 340 | 768 8 | 70 | 88 | 99 | 125 | 216 | 322 | 645 9 | 69 | 87 | 98 | 126 | 214 | 308 | 549 10 | 68 | 86 | 99 | 126 | 213 | 307 | 472 11 | 66 | 85 | 98 | 126 | 212 | 305 | 410 12 | 65 | 84 | 96 | 124 | 210 | 304 | 359 13 | 64 | 82 | 95 | 123 | 209 | 302 | 316 14 | 62 | 81 | 94 | 121 | 207 | 301 | 301 15 | 61 | 80 | 92 | 120 | 206 | 300 | 300 16 | 60 | 79 | 91 | 119 | 205 | 298 | 298 17 | 59 | 78 | 90 | 118 | 204 | 297 | 297 18 | 58 | 77 | 89 | 117 | 203 | 297 | 297 19 | 57 | 76 | 88 | 116 | 202 | 296 | 296 20 | 56 | 75 | 88 | 116 | 201 | 295 | 295 21 | 55 | 74 | 87 | 115 | 200 | 294 | 294 22 | 55 | 73 | 86 | 114 | 199 | 293 | 293 23 | 53 | 72 | 85 | 113 | 198 | 292 | 292 24 | 52 | 71 | 84 | 112 | 197 | 291 | 291 25 | 51 | 70 | 83 | 110 | 196 | 290 | 290 26 | 50 | 69 | 81 | 109 | 195 | 289 | 289 27 | 49 | 68 | 80 | 108 | 194 | 288 | 288 28 | 48 | 67 | 79 | 107 | 193 | 287 | 287 29 | 47 | 66 | 78 | 106 | 192 | 286 | 286 30 | 46 | 65 | 79 | 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 | 64 | 71 | 92 | 209 | 315 | 3 267 2 | 51 | 64 | 70 | 91 | 209 | 361 | 2 454 3 | 50 | 63 | 72 | 95 | 203 | 378 | 1 859 4 | 50 | 63 | 74 | 98 | 200 | 378 | 1 438 5 | 49 | 64 | 75 | 99 | 198 | 368 | 1 139 6 | 49 | 65 | 76 | 100 | 197 | 354 | 923 7 | 49 | 66 | 77 | 101 | 195 | 337 | 762 8 | 48 | 65 | 76 | 102 | 194 | 319 | 640 9 | 47 | 65 | 77 | 104 | 193 | 300 | 544 10 | 46 | 65 | 77 | 105 | 191 | 285 | 468 11 | 46 | 64 | 77 | 105 | 191 | 284 | 406 12 | 45 | 64 | 76 | 104 | 190 | 283 | 355 13 | 44 | 63 | 76 | 103 | 189 | 283 | 313 14 | 44 | 62 | 75 | 103 | 189 | 282 | 282 15 | 43 | 62 | 74 | 102 | 188 | 282 | 282 16 | 42 | 61 | 74 | 101 | 187 | 281 | 281 17 | 42 | 61 | 73 | 101 | 187 | 280 | 280 18 | 41 | 60 | 73 | 100 | 186 | 280 | 280 19 | 41 | 60 | 72 | 100 | 186 | 279 | 279 20 | 41 | 59 | 72 | 100 | 186 | 279 | 279 21 | 40 | 59 | 72 | 100 | 185 | 279 | 279 22 | 40 | 59 | 71 | 99 | 185 | 279 | 279 23 | 39 | 58 | 71 | 99 | 184 | 278 | 278 24 | 39 | 58 | 70 | 98 | 184 | 277 | 277 25 | 38 | 57 | 69 | 97 | 183 | 277 | 277 26 | 37 | 56 | 69 | 97 | 182 | 276 | 276 27 | 37 | 56 | 71 | 96 | 182 | 275 | 275 28 | 36 | 55 | 73 | 95 | 181 | 275 | 275 29 | 35 | 54 | 77 | 94 | 180 | 274 | 274 30 | 35 | 53 | 79 | 94 | 180 | 273 | 273 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 | 184 | 304 | 3 135 2 | 28 | 40 | 46 | 68 | 185 | 346 | 2 343 3 | 27 | 40 | 48 | 72 | 179 | 362 | 1 774 4 | 26 | 40 | 50 | 74 | 176 | 362 | 1 374 5 | 26 | 41 | 52 | 76 | 175 | 354 | 1 090 6 | 27 | 43 | 54 | 78 | 174 | 340 | 885 7 | 27 | 44 | 55 | 79 | 174 | 324 | 731 8 | 27 | 44 | 55 | 81 | 173 | 307 | 614 9 | 26 | 44 | 56 | 83 | 172 | 289 | 523 10 | 26 | 45 | 57 | 85 | 171 | 272 | 450 11 | 26 | 44 | 57 | 85 | 171 | 264 | 391 12 | 25 | 44 | 56 | 84 | 170 | 264 | 342 13 | 24 | 43 | 56 | 84 | 169 | 263 | 301 14 | 24 | 43 | 55 | 83 | 169 | 262 | 267 15 | 23 | 42 | 55 | 82 | 168 | 262 | 262 16 | 23 | 41 | 54 | 82 | 167 | 261 | 261 17 | 22 | 41 | 54 | 81 | 167 | 261 | 261 18 | 22 | 41 | 53 | 81 | 167 | 261 | 261 19 | 22 | 41 | 53 | 81 | 167 | 260 | 260 20 | 22 | 41 | 53 | 81 | 167 | 260 | 260 21 | 22 | 41 | 54 | 81 | 167 | 260 | 260 22 | 22 | 41 | 57 | 81 | 167 | 260 | 260 23 | 22 | 40 | 59 | 81 | 167 | 260 | 260 24 | 21 | 40 | 62 | 81 | 166 | 260 | 260 25 | 21 | 40 | 64 | 80 | 166 | 260 | 260 26 | 21 | 40 | 67 | 80 | 166 | 259 | 259 27 | 21 | 39 | 69 | 80 | 166 | 259 | 259 28 | 20 | 39 | 72 | 79 | 165 | 259 | 259 29 | 20 | 39 | 74 | 79 | 165 | 259 | 259 30 | 20 | 38 | 77 | 79 | 165 | 258 | 258 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 | 141 | 290 | 2 987 2 | 0 | 1 | 6 | 25 | 142 | 332 | 2 236 3 | 1 | 1 | 8 | 29 | 137 | 347 | 1 695 4 | 1 | 3 | 11 | 33 | 135 | 348 | 1 313 5 | 1 | 4 | 14 | 35 | 135 | 340 | 1 043 6 | 2 | 4 | 16 | 38 | 135 | 327 | 847 7 | 2 | 6 | 19 | 40 | 135 | 312 | 701 8 | 2 | 6 | 21 | 43 | 135 | 296 | 590 9 | 4 | 7 | 24 | 46 | 135 | 279 | 503 10 | 4 | 8 | 27 | 48 | 135 | 263 | 433 11 | 4 | 9 | 29 | 49 | 136 | 247 | 376 12 | 4 | 9 | 31 | 48 | 134 | 231 | 330 13 | 4 | 11 | 34 | 49 | 135 | 229 | 290 14 | 5 | 11 | 37 | 49 | 135 | 228 | 257 15 | 6 | 13 | 38 | 48 | 134 | 227 | 229 16 | 6 | 13 | 41 | 47 | 133 | 226 | 226 17 | 6 | 14 | 43 | 49 | 133 | 226 | 226 18 | 6 | 15 | 46 | 51 | 133 | 226 | 226 19 | 7 | 16 | 48 | 52 | 133 | 227 | 227 20 | 7 | 16 | 51 | 55 | 134 | 227 | 227 21 | 7 | 18 | 53 | 57 | 134 | 228 | 228 22 | 8 | 18 | 55 | 58 | 134 | 228 | 228 23 | 8 | 19 | 58 | 61 | 134 | 228 | 228 24 | 8 | 21 | 60 | 63 | 134 | 227 | 227 25 | 9 | 21 | 63 | 65 | 134 | 227 | 227 26 | 9 | 22 | 64 | 66 | 134 | 227 | 227 27 | 10 | 23 | 67 | 68 | 135 | 227 | 227 28 | 10 | 24 | 69 | 70 | 136 | 227 | 227 29 | 10 | 24 | 72 | 72 | 138 | 227 | 227 30 | 11 | 26 | 75 | 73 | 138 | 227 | 227 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 | 59 | 80 | 198 | 299 | 3 081 2 | 41 | 53 | 59 | 81 | 198 | 344 | 2 327 3 | 40 | 53 | 61 | 85 | 193 | 361 | 1 768 4 | 39 | 53 | 63 | 88 | 190 | 362 | 1 370 5 | 40 | 54 | 66 | 89 | 189 | 354 | 1 088 6 | 40 | 56 | 67 | 91 | 188 | 341 | 883 7 | 41 | 58 | 68 | 93 | 187 | 325 | 731 8 | 40 | 57 | 68 | 94 | 186 | 308 | 615 9 | 39 | 57 | 69 | 96 | 185 | 290 | 524 10 | 39 | 58 | 70 | 97 | 184 | 278 | 451 11 | 39 | 57 | 70 | 98 | 184 | 277 | 392 12 | 38 | 57 | 69 | 97 | 183 | 276 | 343 13 | 37 | 56 | 69 | 96 | 182 | 276 | 302 14 | 37 | 55 | 68 | 96 | 182 | 275 | 275 15 | 36 | 55 | 67 | 95 | 181 | 275 | 275 16 | 35 | 54 | 67 | 94 | 180 | 274 | 274 17 | 35 | 54 | 66 | 94 | 180 | 273 | 273 18 | 34 | 53 | 66 | 93 | 179 | 273 | 273 19 | 34 | 53 | 65 | 93 | 179 | 272 | 272 20 | 34 | 53 | 65 | 93 | 179 | 272 | 272 21 | 33 | 52 | 65 | 93 | 178 | 272 | 272 22 | 33 | 52 | 64 | 92 | 178 | 272 | 272 23 | 32 | 51 | 64 | 92 | 177 | 271 | 271 24 | 32 | 51 | 63 | 91 | 177 | 270 | 270 25 | 31 | 50 | 64 | 90 | 176 | 270 | 270 26 | 30 | 49 | 67 | 90 | 175 | 269 | 269 27 | 30 | 48 | 69 | 89 | 175 | 268 | 268 28 | 29 | 48 | 72 | 88 | 174 | 267 | 267 29 | 28 | 47 | 74 | 87 | 173 | 267 | 267 30 | 27 | 46 | 77 | 87 | 172 | 266 | 266 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 | 295 | 3 038 2 | 17 | 29 | 35 | 57 | 174 | 336 | 2 272 3 | 19 | 32 | 41 | 64 | 172 | 352 | 1 723 4 | 22 | 36 | 46 | 70 | 172 | 353 | 1 337 5 | 24 | 39 | 50 | 74 | 173 | 346 | 1 063 6 | 24 | 40 | 51 | 75 | 171 | 333 | 864 7 | 28 | 45 | 56 | 80 | 175 | 318 | 716 8 | 27 | 45 | 56 | 82 | 174 | 302 | 603 9 | 29 | 47 | 58 | 85 | 174 | 286 | 514 10 | 30 | 49 | 61 | 89 | 176 | 269 | 443 11 | 31 | 50 | 63 | 91 | 177 | 270 | 386 12 | 32 | 51 | 63 | 91 | 177 | 271 | 338 13 | 33 | 51 | 64 | 92 | 178 | 271 | 298 14 | 33 | 52 | 64 | 92 | 178 | 271 | 271 15 | 33 | 52 | 64 | 92 | 178 | 272 | 272 16 | 33 | 51 | 64 | 92 | 178 | 271 | 271 17 | 33 | 52 | 64 | 92 | 178 | 271 | 271 18 | 32 | 51 | 63 | 91 | 177 | 271 | 271 19 | 32 | 51 | 63 | 91 | 177 | 270 | 270 20 | 32 | 51 | 63 | 91 | 177 | 271 | 271 21 | 32 | 51 | 63 | 91 | 177 | 270 | 270 22 | 32 | 50 | 63 | 91 | 177 | 270 | 270 23 | 31 | 50 | 63 | 90 | 176 | 270 | 270 24 | 31 | 50 | 62 | 90 | 176 | 269 | 269 25 | 30 | 49 | 64 | 90 | 175 | 269 | 269 26 | 30 | 49 | 67 | 89 | 175 | 268 | 268 27 | 29 | 48 | 69 | 89 | 174 | 268 | 268 28 | 29 | 48 | 72 | 88 | 174 | 267 | 267 29 | 28 | 47 | 74 | 87 | 173 | 267 | 267 30 | 28 | 47 | 77 | 87 | 173 | 266 | 266 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 | 32 | 53 | 170 | 304 | 3 146 2 | 14 | 27 | 33 | 54 | 172 | 347 | 2 351 3 | 15 | 28 | 36 | 60 | 167 | 362 | 1 779 4 | 15 | 29 | 39 | 64 | 165 | 363 | 1 376 5 | 16 | 31 | 43 | 66 | 165 | 354 | 1 091 6 | 18 | 34 | 45 | 69 | 165 | 340 | 885 7 | 19 | 36 | 47 | 71 | 165 | 324 | 732 8 | 19 | 37 | 48 | 74 | 165 | 307 | 615 9 | 20 | 38 | 49 | 76 | 165 | 290 | 524 10 | 20 | 39 | 51 | 79 | 165 | 273 | 451 11 | 20 | 39 | 52 | 80 | 166 | 259 | 392 12 | 21 | 39 | 52 | 80 | 166 | 259 | 343 13 | 21 | 40 | 52 | 80 | 166 | 259 | 302 14 | 21 | 40 | 52 | 80 | 166 | 259 | 267 15 | 21 | 40 | 52 | 80 | 166 | 259 | 259 16 | 21 | 39 | 52 | 80 | 165 | 259 | 259 17 | 21 | 39 | 52 | 80 | 166 | 259 | 259 18 | 21 | 39 | 52 | 80 | 165 | 259 | 259 19 | 20 | 39 | 52 | 80 | 165 | 259 | 259 20 | 21 | 39 | 52 | 80 | 166 | 259 | 259 21 | 21 | 39 | 54 | 80 | 165 | 259 | 259 22 | 20 | 39 | 57 | 79 | 165 | 259 | 259 23 | 20 | 39 | 59 | 79 | 165 | 258 | 258 24 | 19 | 38 | 62 | 78 | 164 | 258 | 258 25 | 19 | 38 | 64 | 78 | 164 | 257 | 257 26 | 18 | 37 | 67 | 77 | 163 | 257 | 257 27 | 18 | 37 | 69 | 77 | 163 | 256 | 256 28 | 17 | 36 | 72 | 77 | 162 | 256 | 256 29 | 17 | 36 | 74 | 76 | 162 | 256 | 256 30 | 17 | 36 | 77 | 76 | 162 | 255 | 255 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 | 46 | 58 | 65 | 86 | 203 | 325 | 3 383 2 | 49 | 61 | 68 | 89 | 206 | 370 | 2 525 3 | 52 | 65 | 73 | 97 | 204 | 385 | 1 906 4 | 53 | 67 | 77 | 102 | 203 | 385 | 1 470 5 | 55 | 69 | 81 | 104 | 204 | 375 | 1 163 6 | 57 | 73 | 84 | 108 | 204 | 360 | 942 7 | 58 | 75 | 85 | 110 | 204 | 343 | 778 8 | 58 | 75 | 87 | 112 | 204 | 324 | 653 9 | 58 | 76 | 88 | 115 | 204 | 305 | 555 10 | 59 | 77 | 90 | 117 | 204 | 298 | 477 11 | 59 | 77 | 90 | 118 | 204 | 297 | 414 12 | 58 | 77 | 89 | 117 | 203 | 297 | 362 13 | 57 | 76 | 89 | 117 | 202 | 296 | 319 14 | 57 | 76 | 88 | 116 | 202 | 295 | 295 15 | 56 | 75 | 87 | 115 | 201 | 295 | 295 16 | 55 | 74 | 87 | 114 | 200 | 294 | 294 17 | 55 | 73 | 86 | 114 | 200 | 293 | 293 18 | 54 | 73 | 85 | 113 | 199 | 293 | 293 19 | 53 | 72 | 85 | 113 | 198 | 292 | 292 20 | 53 | 72 | 84 | 112 | 198 | 291 | 291 21 | 52 | 71 | 83 | 111 | 197 | 291 | 291 22 | 51 | 70 | 83 | 110 | 196 | 290 | 290 23 | 50 | 69 | 82 | 109 | 195 | 289 | 289 24 | 49 | 68 | 81 | 109 | 194 | 288 | 288 25 | 49 | 67 | 80 | 108 | 193 | 287 | 287 26 | 48 | 66 | 79 | 107 | 193 | 286 | 286 27 | 47 | 65 | 78 | 106 | 192 | 285 | 285 28 | 46 | 64 | 77 | 105 | 191 | 284 | 284 29 | 45 | 64 | 77 | 104 | 190 | 283 | 283 30 | 44 | 63 | 80 | 103 | 189 | 282 | 282 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 | 77 | 89 | 95 | 117 | 234 | 330 | 3 430 2 | 82 | 94 | 100 | 122 | 239 | 377 | 2 574 3 | 83 | 96 | 104 | 128 | 235 | 395 | 1 955 4 | 83 | 97 | 107 | 131 | 233 | 396 | 1 516 5 | 86 | 101 | 112 | 135 | 235 | 388 | 1 204 6 | 88 | 104 | 115 | 140 | 236 | 374 | 977 7 | 90 | 107 | 118 | 142 | 237 | 357 | 809 8 | 92 | 109 | 120 | 146 | 238 | 339 | 680 9 | 93 | 111 | 123 | 150 | 239 | 332 | 579 10 | 94 | 112 | 125 | 152 | 239 | 333 | 499 11 | 94 | 112 | 125 | 153 | 239 | 332 | 433 12 | 93 | 112 | 124 | 152 | 238 | 331 | 379 13 | 92 | 111 | 123 | 151 | 237 | 330 | 333 14 | 90 | 109 | 122 | 150 | 235 | 329 | 329 15 | 89 | 108 | 120 | 148 | 234 | 328 | 328 16 | 88 | 107 | 119 | 147 | 233 | 326 | 326 17 | 86 | 105 | 118 | 146 | 231 | 325 | 325 18 | 85 | 104 | 116 | 144 | 230 | 324 | 324 19 | 84 | 103 | 115 | 143 | 229 | 322 | 322 20 | 82 | 101 | 114 | 142 | 227 | 321 | 321 21 | 81 | 100 | 112 | 140 | 226 | 320 | 320 22 | 80 | 98 | 111 | 139 | 224 | 318 | 318 23 | 78 | 97 | 109 | 137 | 223 | 316 | 316 24 | 76 | 95 | 107 | 135 | 221 | 315 | 315 25 | 75 | 93 | 106 | 134 | 220 | 313 | 313 26 | 73 | 92 | 104 | 132 | 218 | 311 | 311 27 | 71 | 90 | 103 | 130 | 216 | 310 | 310 28 | 70 | 88 | 101 | 129 | 215 | 308 | 308 29 | 68 | 87 | 99 | 127 | 213 | 307 | 307 30 | 67 | 85 | 98 | 126 | 211 | 305 | 305 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 | 26 | 47 | 164 | 300 | 3 091 2 | 10 | 22 | 29 | 50 | 167 | 344 | 2 326 3 | 12 | 25 | 33 | 57 | 164 | 360 | 1 762 4 | 13 | 27 | 37 | 62 | 163 | 360 | 1 363 5 | 15 | 30 | 42 | 65 | 164 | 351 | 1 081 6 | 17 | 33 | 44 | 69 | 165 | 338 | 877 7 | 19 | 36 | 46 | 71 | 165 | 322 | 726 8 | 19 | 37 | 48 | 73 | 165 | 305 | 610 9 | 19 | 38 | 49 | 76 | 165 | 288 | 519 10 | 20 | 38 | 51 | 78 | 165 | 271 | 447 11 | 20 | 39 | 51 | 79 | 165 | 259 | 388 12 | 20 | 39 | 51 | 79 | 165 | 258 | 340 13 | 19 | 38 | 51 | 78 | 164 | 258 | 299 14 | 19 | 37 | 50 | 78 | 164 | 257 | 265 15 | 18 | 37 | 49 | 77 | 163 | 257 | 257 16 | 17 | 36 | 48 | 76 | 162 | 256 | 256 17 | 17 | 36 | 48 | 76 | 162 | 255 | 255 18 | 17 | 35 | 48 | 76 | 162 | 255 | 255 19 | 17 | 35 | 50 | 76 | 162 | 255 | 255 20 | 17 | 36 | 52 | 76 | 162 | 255 | 255 21 | 17 | 36 | 54 | 76 | 162 | 255 | 255 22 | 17 | 36 | 57 | 76 | 162 | 255 | 255 23 | 17 | 36 | 59 | 76 | 162 | 255 | 255 24 | 17 | 35 | 62 | 76 | 162 | 255 | 255 25 | 16 | 35 | 64 | 76 | 161 | 255 | 255 26 | 16 | 35 | 67 | 75 | 161 | 255 | 255 27 | 16 | 35 | 69 | 75 | 161 | 255 | 255 28 | 16 | 35 | 72 | 75 | 161 | 254 | 254 29 | 16 | 34 | 74 | 75 | 161 | 254 | 254 30 | 15 | 34 | 77 | 75 | 160 | 254 | 254 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 | 130 | 248 | 343 | 3 246 2 | 92 | 104 | 110 | 131 | 249 | 359 | 2 442 3 | 91 | 104 | 113 | 136 | 244 | 378 | 1 857 4 | 92 | 106 | 116 | 140 | 242 | 380 | 1 443 5 | 93 | 108 | 119 | 142 | 242 | 372 | 1 148 6 | 94 | 110 | 121 | 145 | 242 | 359 | 934 7 | 95 | 112 | 122 | 147 | 241 | 343 | 774 8 | 95 | 113 | 124 | 149 | 241 | 335 | 651 9 | 94 | 113 | 124 | 151 | 240 | 334 | 555 10 | 94 | 112 | 125 | 152 | 239 | 333 | 478 11 | 92 | 111 | 123 | 151 | 237 | 331 | 415 12 | 91 | 109 | 122 | 150 | 236 | 329 | 364 13 | 89 | 108 | 120 | 148 | 234 | 327 | 327 14 | 87 | 106 | 118 | 146 | 232 | 326 | 326 15 | 85 | 104 | 117 | 145 | 230 | 324 | 324 16 | 84 | 102 | 115 | 143 | 228 | 322 | 322 17 | 82 | 101 | 113 | 141 | 227 | 321 | 321 18 | 81 | 99 | 112 | 140 | 226 | 319 | 319 19 | 79 | 98 | 111 | 138 | 224 | 318 | 318 20 | 78 | 97 | 109 | 137 | 223 | 317 | 317 21 | 77 | 96 | 108 | 136 | 222 | 316 | 316 22 | 76 | 95 | 107 | 135 | 221 | 315 | 315 23 | 75 | 94 | 106 | 134 | 220 | 313 | 313 24 | 74 | 92 | 105 | 133 | 218 | 312 | 312 25 | 72 | 91 | 104 | 131 | 217 | 311 | 311 26 | 71 | 90 | 102 | 130 | 216 | 310 | 310 27 | 70 | 89 | 101 | 129 | 215 | 308 | 308 28 | 69 | 88 | 100 | 128 | 214 | 307 | 307 29 | 68 | 86 | 99 | 127 | 213 | 306 | 306 30 | 66 | 85 | 98 | 126 | 211 | 305 | 305 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 | 311 | 323 | 330 | 351 | 468 | 564 | 3 451 2 | 81 | 93 | 100 | 121 | 238 | 379 | 2 589 3 | 83 | 96 | 104 | 128 | 236 | 395 | 1 958 4 | 85 | 99 | 109 | 134 | 235 | 395 | 1 512 5 | 87 | 102 | 114 | 137 | 237 | 385 | 1 197 6 | 89 | 105 | 117 | 141 | 237 | 370 | 970 7 | 91 | 108 | 119 | 143 | 238 | 353 | 801 8 | 92 | 110 | 121 | 147 | 238 | 334 | 673 9 | 93 | 111 | 123 | 150 | 239 | 332 | 572 10 | 93 | 112 | 124 | 152 | 238 | 332 | 492 11 | 93 | 112 | 125 | 152 | 238 | 332 | 427 12 | 94 | 112 | 125 | 153 | 239 | 332 | 373 13 | 94 | 113 | 125 | 153 | 239 | 333 | 333 14 | 94 | 113 | 126 | 154 | 239 | 333 | 333 15 | 95 | 114 | 126 | 154 | 240 | 334 | 334 16 | 96 | 115 | 127 | 155 | 241 | 335 | 335 17 | 97 | 116 | 128 | 156 | 242 | 336 | 336 18 | 98 | 117 | 129 | 157 | 243 | 337 | 337 19 | 99 | 118 | 130 | 158 | 244 | 337 | 337 20 | 99 | 118 | 131 | 158 | 244 | 338 | 338 21 | 99 | 118 | 131 | 158 | 244 | 338 | 338 22 | 99 | 118 | 130 | 158 | 244 | 338 | 338 23 | 98 | 117 | 130 | 157 | 243 | 337 | 337 24 | 97 | 116 | 129 | 156 | 242 | 336 | 336 25 | 96 | 115 | 127 | 155 | 241 | 335 | 335 26 | 95 | 114 | 126 | 154 | 240 | 334 | 334 27 | 94 | 112 | 125 | 153 | 239 | 332 | 332 28 | 92 | 111 | 123 | 151 | 237 | 331 | 331 29 | 91 | 110 | 122 | 150 | 236 | 329 | 329 30 | 89 | 108 | 121 | 148 | 234 | 328 | 328 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 | 152 | 296 | 3 048 2 | 0 | 7 | 13 | 35 | 152 | 337 | 2 275 3 | 1 | 7 | 15 | 39 | 147 | 351 | 1 720 4 | 1 | 7 | 17 | 42 | 143 | 352 | 1 331 5 | 1 | 8 | 20 | 43 | 143 | 343 | 1 056 6 | 2 | 10 | 21 | 45 | 142 | 330 | 857 7 | 2 | 12 | 22 | 47 | 141 | 315 | 709 8 | 2 | 12 | 23 | 49 | 140 | 298 | 596 9 | 4 | 12 | 24 | 50 | 139 | 281 | 508 10 | 4 | 12 | 27 | 52 | 139 | 264 | 437 11 | 4 | 12 | 30 | 53 | 139 | 248 | 380 12 | 4 | 13 | 31 | 53 | 139 | 233 | 333 13 | 4 | 13 | 34 | 53 | 139 | 232 | 293 14 | 5 | 13 | 37 | 53 | 139 | 233 | 260 15 | 6 | 13 | 39 | 54 | 139 | 233 | 233 16 | 6 | 13 | 41 | 54 | 140 | 233 | 233 17 | 6 | 14 | 44 | 54 | 140 | 234 | 234 18 | 6 | 15 | 46 | 55 | 141 | 234 | 234 19 | 7 | 16 | 48 | 55 | 141 | 235 | 235 20 | 7 | 16 | 51 | 56 | 142 | 236 | 236 21 | 7 | 18 | 54 | 57 | 143 | 237 | 237 22 | 8 | 19 | 55 | 59 | 144 | 237 | 237 23 | 8 | 19 | 58 | 61 | 144 | 238 | 238 24 | 8 | 21 | 61 | 63 | 145 | 238 | 238 25 | 9 | 21 | 63 | 65 | 145 | 239 | 239 26 | 9 | 22 | 66 | 67 | 145 | 239 | 239 27 | 10 | 23 | 68 | 69 | 146 | 239 | 239 28 | 10 | 24 | 70 | 71 | 146 | 239 | 239 29 | 10 | 25 | 73 | 73 | 146 | 240 | 240 30 | 11 | 26 | 75 | 75 | 146 | 240 | 240 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 | 65 | 87 | 204 | 305 | 3 155 2 | 48 | 60 | 66 | 87 | 205 | 350 | 2 370 3 | 47 | 60 | 68 | 92 | 200 | 366 | 1 794 4 | 47 | 60 | 71 | 95 | 197 | 366 | 1 388 5 | 47 | 62 | 73 | 96 | 196 | 357 | 1 101 6 | 48 | 64 | 75 | 99 | 196 | 343 | 893 7 | 48 | 65 | 75 | 100 | 194 | 327 | 739 8 | 48 | 65 | 76 | 102 | 194 | 310 | 621 9 | 47 | 66 | 77 | 104 | 193 | 292 | 528 10 | 47 | 65 | 78 | 105 | 192 | 286 | 455 11 | 46 | 64 | 77 | 105 | 191 | 284 | 395 12 | 44 | 63 | 75 | 103 | 189 | 283 | 345 13 | 43 | 62 | 74 | 102 | 188 | 281 | 304 14 | 42 | 60 | 73 | 101 | 186 | 280 | 280 15 | 40 | 59 | 72 | 99 | 185 | 279 | 279 16 | 39 | 58 | 70 | 98 | 184 | 277 | 277 17 | 38 | 57 | 69 | 97 | 183 | 276 | 276 18 | 37 | 56 | 68 | 96 | 182 | 276 | 276 19 | 36 | 55 | 67 | 95 | 181 | 275 | 275 20 | 36 | 55 | 67 | 95 | 181 | 274 | 274 21 | 35 | 54 | 66 | 94 | 180 | 274 | 274 22 | 35 | 53 | 66 | 94 | 180 | 273 | 273 23 | 34 | 53 | 65 | 93 | 179 | 272 | 272 24 | 33 | 52 | 65 | 92 | 178 | 272 | 272 25 | 33 | 51 | 65 | 92 | 177 | 271 | 271 26 | 32 | 51 | 67 | 91 | 177 | 270 | 270 27 | 31 | 50 | 70 | 90 | 176 | 270 | 270 28 | 31 | 49 | 72 | 90 | 175 | 269 | 269 29 | 30 | 49 | 74 | 89 | 175 | 268 | 268 30 | 29 | 48 | 78 | 88 | 174 | 268 | 268 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 | 122 | 129 | 150 | 267 | 363 | 3 288 2 | 112 | 124 | 130 | 151 | 269 | 364 | 2 478 3 | 113 | 126 | 134 | 158 | 265 | 382 | 1 883 4 | 114 | 128 | 138 | 163 | 264 | 384 | 1 462 5 | 116 | 130 | 142 | 165 | 265 | 376 | 1 163 6 | 117 | 133 | 144 | 169 | 265 | 363 | 946 7 | 119 | 136 | 146 | 171 | 265 | 359 | 785 8 | 119 | 136 | 147 | 173 | 265 | 358 | 661 9 | 119 | 137 | 148 | 175 | 264 | 358 | 564 10 | 118 | 137 | 149 | 177 | 264 | 357 | 486 11 | 118 | 137 | 149 | 177 | 263 | 356 | 422 12 | 117 | 135 | 148 | 176 | 261 | 355 | 370 13 | 115 | 134 | 146 | 174 | 260 | 354 | 354 14 | 113 | 132 | 144 | 172 | 258 | 352 | 352 15 | 111 | 130 | 143 | 170 | 256 | 350 | 350 16 | 109 | 128 | 140 | 168 | 254 | 348 | 348 17 | 107 | 126 | 138 | 166 | 252 | 346 | 346 18 | 105 | 124 | 136 | 164 | 250 | 344 | 344 19 | 103 | 122 | 135 | 162 | 248 | 342 | 342 20 | 102 | 121 | 133 | 161 | 247 | 340 | 340 21 | 100 | 119 | 131 | 159 | 245 | 339 | 339 22 | 98 | 117 | 129 | 157 | 243 | 337 | 337 23 | 96 | 115 | 128 | 155 | 241 | 335 | 335 24 | 94 | 113 | 126 | 154 | 239 | 333 | 333 25 | 93 | 111 | 124 | 152 | 237 | 331 | 331 26 | 91 | 110 | 122 | 150 | 236 | 329 | 329 27 | 89 | 108 | 120 | 148 | 234 | 327 | 327 28 | 87 | 106 | 118 | 146 | 232 | 326 | 326 29 | 85 | 104 | 117 | 145 | 230 | 324 | 324 30 | 84 | 103 | 115 | 143 | 229 | 322 | 322 3.24. Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 162 | 174 | 181 | 202 | 319 | 415 | 3 655 2 | 172 | 184 | 190 | 211 | 329 | 424 | 2 707 3 | 176 | 189 | 197 | 221 | 328 | 424 | 2 039 4 | 178 | 192 | 202 | 226 | 328 | 422 | 1 575 5 | 179 | 194 | 205 | 229 | 328 | 422 | 1 248 6 | 180 | 196 | 207 | 231 | 327 | 421 | 1 013 7 | 180 | 197 | 207 | 232 | 326 | 420 | 838 8 | 179 | 196 | 208 | 233 | 325 | 419 | 705 9 | 178 | 196 | 208 | 235 | 324 | 417 | 602 10 | 177 | 196 | 208 | 236 | 323 | 416 | 519 11 | 176 | 195 | 207 | 235 | 321 | 415 | 451 12 | 174 | 192 | 205 | 233 | 319 | 412 | 412 13 | 171 | 190 | 202 | 230 | 316 | 410 | 410 14 | 168 | 187 | 199 | 227 | 313 | 407 | 407 15 | 165 | 184 | 196 | 224 | 310 | 404 | 404 16 | 162 | 181 | 194 | 221 | 307 | 401 | 401 17 | 159 | 178 | 191 | 218 | 304 | 398 | 398 18 | 156 | 175 | 188 | 215 | 301 | 395 | 395 19 | 153 | 172 | 185 | 213 | 298 | 392 | 392 20 | 151 | 169 | 182 | 210 | 295 | 389 | 389 21 | 148 | 166 | 179 | 207 | 292 | 386 | 386 22 | 144 | 163 | 176 | 204 | 289 | 383 | 383 23 | 141 | 160 | 173 | 201 | 286 | 380 | 380 24 | 138 | 157 | 170 | 197 | 283 | 377 | 377 25 | 135 | 154 | 167 | 194 | 280 | 374 | 374 26 | 132 | 151 | 164 | 191 | 277 | 371 | 371 27 | 129 | 148 | 161 | 188 | 274 | 368 | 368 28 | 127 | 145 | 158 | 186 | 271 | 365 | 365 29 | 124 | 143 | 155 | 183 | 269 | 362 | 362 30 | 121 | 140 | 152 | 180 | 266 | 360 | 360 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 | 47 | 68 | 185 | 303 | 3 125 2 | 29 | 41 | 47 | 69 | 186 | 345 | 2 334 3 | 29 | 42 | 50 | 74 | 181 | 360 | 1 767 4 | 28 | 42 | 52 | 77 | 179 | 361 | 1 368 5 | 29 | 44 | 55 | 79 | 178 | 352 | 1 086 6 | 30 | 46 | 57 | 81 | 177 | 339 | 882 7 | 31 | 47 | 58 | 82 | 177 | 323 | 730 8 | 30 | 47 | 58 | 84 | 176 | 307 | 613 9 | 29 | 47 | 59 | 86 | 175 | 289 | 523 10 | 29 | 47 | 60 | 87 | 174 | 272 | 450 11 | 28 | 47 | 60 | 87 | 174 | 267 | 391 12 | 28 | 47 | 59 | 87 | 173 | 267 | 342 13 | 27 | 46 | 59 | 87 | 172 | 266 | 302 14 | 27 | 46 | 58 | 86 | 172 | 266 | 267 15 | 27 | 46 | 58 | 86 | 172 | 265 | 265 16 | 27 | 45 | 58 | 86 | 172 | 265 | 265 17 | 27 | 45 | 58 | 86 | 172 | 265 | 265 18 | 27 | 46 | 58 | 86 | 172 | 265 | 265 19 | 27 | 46 | 58 | 86 | 172 | 265 | 265 20 | 27 | 46 | 58 | 86 | 172 | 265 | 265 21 | 27 | 46 | 58 | 86 | 172 | 265 | 265 22 | 27 | 46 | 58 | 86 | 172 | 265 | 265 23 | 27 | 45 | 59 | 86 | 172 | 265 | 265 24 | 26 | 45 | 62 | 85 | 171 | 265 | 265 25 | 26 | 45 | 65 | 85 | 171 | 265 | 265 26 | 26 | 45 | 67 | 85 | 171 | 264 | 264 27 | 25 | 44 | 70 | 85 | 170 | 264 | 264 28 | 25 | 44 | 72 | 84 | 170 | 264 | 264 29 | 25 | 43 | 74 | 84 | 170 | 263 | 263 30 | 24 | 43 | 78 | 83 | 169 | 263 | 263 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 | 44 | 65 | 182 | 302 | 3 123 2 | 27 | 39 | 45 | 67 | 184 | 347 | 2 347 3 | 28 | 41 | 49 | 73 | 180 | 364 | 1 783 4 | 29 | 43 | 53 | 78 | 179 | 365 | 1 384 5 | 31 | 46 | 57 | 81 | 180 | 357 | 1 100 6 | 33 | 49 | 60 | 84 | 180 | 344 | 894 7 | 35 | 52 | 62 | 87 | 181 | 329 | 740 8 | 35 | 52 | 63 | 89 | 181 | 312 | 623 9 | 35 | 53 | 65 | 92 | 181 | 294 | 531 10 | 36 | 55 | 67 | 95 | 181 | 277 | 457 11 | 37 | 55 | 68 | 96 | 182 | 275 | 397 12 | 37 | 56 | 68 | 96 | 182 | 276 | 348 13 | 37 | 56 | 68 | 96 | 182 | 276 | 307 14 | 37 | 56 | 68 | 96 | 182 | 275 | 275 15 | 37 | 56 | 68 | 96 | 182 | 275 | 275 16 | 37 | 55 | 68 | 96 | 181 | 275 | 275 17 | 37 | 55 | 68 | 96 | 182 | 275 | 275 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 19 | 37 | 56 | 68 | 96 | 182 | 275 | 275 20 | 37 | 56 | 68 | 96 | 182 | 276 | 276 21 | 37 | 56 | 69 | 96 | 182 | 276 | 276 22 | 37 | 56 | 68 | 96 | 182 | 276 | 276 23 | 37 | 56 | 68 | 96 | 182 | 275 | 275 24 | 36 | 55 | 68 | 96 | 181 | 275 | 275 25 | 36 | 55 | 67 | 95 | 181 | 275 | 275 26 | 35 | 54 | 68 | 95 | 180 | 274 | 274 27 | 35 | 54 | 71 | 94 | 180 | 273 | 273 28 | 34 | 53 | 73 | 93 | 179 | 273 | 273 29 | 34 | 53 | 76 | 93 | 179 | 272 | 272 30 | 33 | 52 | 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 | 122 | 135 | 141 | 162 | 280 | 375 | 3 719 2 | 121 | 133 | 140 | 161 | 278 | 398 | 2 747 3 | 120 | 133 | 141 | 165 | 272 | 413 | 2 065 4 | 119 | 133 | 143 | 168 | 269 | 412 | 1 591 5 | 119 | 134 | 146 | 169 | 268 | 401 | 1 258 6 | 119 | 135 | 146 | 171 | 267 | 386 | 1 018 7 | 120 | 137 | 147 | 172 | 266 | 367 | 840 8 | 119 | 137 | 148 | 174 | 265 | 359 | 705 9 | 118 | 137 | 148 | 175 | 264 | 358 | 600 10 | 118 | 137 | 149 | 177 | 264 | 357 | 516 11 | 118 | 136 | 149 | 177 | 263 | 356 | 448 12 | 117 | 135 | 148 | 176 | 262 | 355 | 391 13 | 116 | 134 | 147 | 175 | 260 | 354 | 354 14 | 114 | 133 | 146 | 173 | 259 | 353 | 353 15 | 112 | 131 | 143 | 171 | 257 | 351 | 351 16 | 110 | 129 | 141 | 169 | 255 | 349 | 349 17 | 108 | 126 | 139 | 167 | 253 | 346 | 346 18 | 106 | 124 | 137 | 165 | 251 | 344 | 344 19 | 104 | 122 | 135 | 163 | 248 | 342 | 342 20 | 101 | 120 | 133 | 161 | 246 | 340 | 340 21 | 99 | 118 | 130 | 158 | 244 | 338 | 338 22 | 97 | 116 | 128 | 156 | 242 | 336 | 336 23 | 95 | 114 | 126 | 154 | 240 | 333 | 333 24 | 93 | 111 | 124 | 152 | 238 | 331 | 331 25 | 90 | 109 | 122 | 150 | 235 | 329 | 329 26 | 88 | 107 | 120 | 147 | 233 | 327 | 327 27 | 86 | 105 | 117 | 145 | 231 | 325 | 325 28 | 84 | 103 | 115 | 143 | 229 | 323 | 323 29 | 82 | 101 | 113 | 141 | 227 | 321 | 321 30 | 80 | 99 | 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 | 153 | 300 | 3 092 2 | 0 | 10 | 16 | 38 | 155 | 343 | 2 323 3 | 1 | 12 | 20 | 44 | 151 | 359 | 1 760 4 | 1 | 14 | 24 | 49 | 150 | 360 | 1 363 5 | 2 | 17 | 28 | 51 | 151 | 351 | 1 082 6 | 4 | 20 | 31 | 55 | 151 | 338 | 878 7 | 5 | 22 | 33 | 57 | 152 | 322 | 726 8 | 6 | 23 | 34 | 60 | 152 | 305 | 610 9 | 6 | 24 | 36 | 63 | 152 | 288 | 520 10 | 6 | 25 | 37 | 64 | 151 | 271 | 447 11 | 6 | 25 | 37 | 65 | 151 | 254 | 388 12 | 6 | 25 | 37 | 65 | 151 | 244 | 340 13 | 6 | 24 | 37 | 65 | 151 | 244 | 299 14 | 5 | 24 | 37 | 64 | 150 | 244 | 265 15 | 6 | 24 | 40 | 64 | 150 | 244 | 244 16 | 6 | 24 | 43 | 64 | 150 | 243 | 243 17 | 6 | 24 | 44 | 64 | 150 | 243 | 243 18 | 6 | 24 | 47 | 64 | 150 | 243 | 243 19 | 7 | 24 | 50 | 64 | 150 | 244 | 244 20 | 7 | 24 | 52 | 65 | 151 | 244 | 244 21 | 7 | 25 | 54 | 65 | 151 | 245 | 245 22 | 8 | 25 | 57 | 65 | 151 | 245 | 245 23 | 9 | 25 | 59 | 66 | 151 | 245 | 245 24 | 9 | 25 | 62 | 66 | 152 | 245 | 245 25 | 10 | 26 | 64 | 66 | 152 | 245 | 245 26 | 10 | 26 | 67 | 68 | 152 | 245 | 245 27 | 11 | 26 | 69 | 70 | 152 | 245 | 245 28 | 11 | 26 | 72 | 72 | 152 | 246 | 246 29 | 11 | 26 | 74 | 73 | 152 | 246 | 246 30 | 12 | 26 | 77 | 75 | 152 | 246 | 246 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 | 188 | 302 | 3 122 2 | 32 | 44 | 50 | 71 | 189 | 346 | 2 342 3 | 30 | 43 | 52 | 75 | 183 | 362 | 1 774 4 | 29 | 43 | 53 | 78 | 180 | 362 | 1 373 5 | 29 | 44 | 56 | 79 | 178 | 353 | 1 089 6 | 32 | 48 | 59 | 83 | 179 | 340 | 883 7 | 30 | 47 | 57 | 82 | 176 | 324 | 730 8 | 33 | 51 | 62 | 88 | 179 | 307 | 614 9 | 33 | 51 | 62 | 89 | 178 | 289 | 522 10 | 28 | 46 | 59 | 86 | 173 | 272 | 449 11 | 24 | 42 | 55 | 83 | 169 | 262 | 390 12 | 21 | 39 | 52 | 80 | 166 | 259 | 341 13 | 18 | 37 | 50 | 77 | 163 | 257 | 300 14 | 16 | 35 | 48 | 76 | 161 | 255 | 266 15 | 15 | 34 | 46 | 74 | 160 | 254 | 254 16 | 14 | 32 | 45 | 73 | 159 | 252 | 252 17 | 13 | 32 | 44 | 72 | 158 | 251 | 251 18 | 12 | 31 | 47 | 71 | 157 | 251 | 251 19 | 12 | 31 | 50 | 71 | 157 | 250 | 250 20 | 12 | 31 | 52 | 71 | 157 | 250 | 250 21 | 12 | 31 | 54 | 71 | 157 | 250 | 250 22 | 12 | 31 | 57 | 71 | 157 | 250 | 250 23 | 12 | 30 | 59 | 71 | 157 | 250 | 250 24 | 12 | 30 | 62 | 71 | 156 | 250 | 250 25 | 11 | 30 | 64 | 70 | 156 | 250 | 250 26 | 11 | 30 | 67 | 70 | 156 | 250 | 250 27 | 11 | 30 | 69 | 70 | 156 | 250 | 250 28 | 11 | 30 | 72 | 71 | 156 | 249 | 249 29 | 11 | 30 | 74 | 73 | 156 | 249 | 249 30 | 12 | 29 | 76 | 75 | 156 | 249 | 249 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 | 204 | 216 | 222 | 243 | 361 | 456 | 4 286 2 | 201 | 213 | 219 | 240 | 358 | 469 | 3 277 3 | 196 | 209 | 217 | 241 | 348 | 494 | 2 501 4 | 191 | 205 | 215 | 240 | 341 | 497 | 1 940 5 | 187 | 202 | 213 | 237 | 336 | 486 | 1 537 6 | 184 | 200 | 211 | 235 | 332 | 468 | 1 242 7 | 181 | 198 | 208 | 233 | 327 | 445 | 1 023 8 | 177 | 194 | 205 | 231 | 323 | 421 | 855 9 | 173 | 191 | 202 | 230 | 318 | 412 | 724 10 | 169 | 187 | 200 | 227 | 314 | 408 | 620 11 | 165 | 184 | 196 | 224 | 310 | 404 | 535 12 | 161 | 180 | 192 | 220 | 306 | 399 | 466 13 | 157 | 176 | 188 | 216 | 302 | 395 | 408 14 | 153 | 172 | 184 | 212 | 298 | 392 | 392 15 | 149 | 168 | 181 | 208 | 294 | 388 | 388 16 | 146 | 165 | 177 | 205 | 291 | 384 | 384 17 | 142 | 161 | 174 | 202 | 287 | 381 | 381 18 | 139 | 158 | 171 | 198 | 284 | 378 | 378 19 | 136 | 155 | 168 | 195 | 281 | 375 | 375 20 | 133 | 152 | 165 | 193 | 278 | 372 | 372 21 | 131 | 149 | 162 | 190 | 275 | 369 | 369 22 | 128 | 146 | 159 | 187 | 273 | 366 | 366 23 | 125 | 144 | 156 | 184 | 270 | 363 | 363 24 | 122 | 141 | 153 | 181 | 267 | 361 | 361 25 | 119 | 138 | 151 | 178 | 264 | 358 | 358 26 | 117 | 135 | 148 | 176 | 262 | 355 | 355 27 | 114 | 133 | 145 | 173 | 259 | 353 | 353 28 | 112 | 130 | 143 | 171 | 257 | 350 | 350 29 | 109 | 128 | 140 | 168 | 254 | 348 | 348 30 | 107 | 126 | 138 | 166 | 252 | 345 | 345 3.31. US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 25 | 51 | 169 | 302 | 3 113 2 | 0 | 14 | 25 | 51 | 169 | 346 | 2 341 3 | 1 | 17 | 28 | 55 | 166 | 362 | 1 772 4 | 1 | 20 | 31 | 60 | 165 | 361 | 1 370 5 | 3 | 23 | 36 | 66 | 166 | 352 | 1 085 6 | 5 | 26 | 39 | 68 | 166 | 339 | 880 7 | 8 | 30 | 42 | 70 | 166 | 323 | 728 8 | 10 | 34 | 45 | 74 | 167 | 306 | 612 9 | 12 | 37 | 49 | 76 | 167 | 288 | 520 10 | 13 | 39 | 51 | 77 | 167 | 271 | 448 11 | 14 | 40 | 52 | 78 | 167 | 260 | 389 12 | 15 | 42 | 53 | 79 | 167 | 260 | 340 13 | 16 | 43 | 54 | 80 | 167 | 260 | 300 14 | 16 | 44 | 55 | 80 | 167 | 260 | 265 15 | 16 | 44 | 55 | 80 | 167 | 260 | 260 16 | 17 | 44 | 55 | 80 | 166 | 260 | 260 17 | 17 | 44 | 55 | 80 | 166 | 260 | 260 18 | 17 | 44 | 55 | 80 | 166 | 260 | 260 19 | 17 | 44 | 55 | 80 | 166 | 260 | 260 20 | 17 | 44 | 55 | 80 | 167 | 260 | 260 21 | 17 | 44 | 55 | 80 | 167 | 260 | 260 22 | 17 | 44 | 57 | 80 | 167 | 260 | 260 23 | 17 | 44 | 59 | 80 | 167 | 260 | 260 24 | 17 | 44 | 62 | 80 | 167 | 260 | 260 25 | 17 | 44 | 64 | 80 | 166 | 260 | 260 26 | 17 | 44 | 67 | 80 | 166 | 260 | 260 27 | 17 | 44 | 68 | 80 | 166 | 260 | 260 28 | 17 | 44 | 72 | 80 | 166 | 259 | 259 29 | 17 | 44 | 74 | 80 | 165 | 259 | 259 30 | 17 | 44 | 76 | 80 | 165 | 259 | 259 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 | 292 | 3 010 2 | 0 | 1 | 6 | 13 | 130 | 333 | 2 246 3 | 1 | 1 | 8 | 16 | 124 | 347 | 1 698 4 | 1 | 3 | 11 | 19 | 120 | 347 | 1 314 5 | 1 | 4 | 13 | 21 | 120 | 339 | 1 042 6 | 2 | 4 | 16 | 24 | 119 | 326 | 846 7 | 2 | 6 | 19 | 26 | 119 | 311 | 700 8 | 2 | 6 | 21 | 29 | 119 | 294 | 589 9 | 4 | 7 | 24 | 31 | 119 | 278 | 501 10 | 4 | 8 | 27 | 33 | 119 | 261 | 432 11 | 4 | 9 | 28 | 36 | 119 | 245 | 375 12 | 4 | 9 | 31 | 38 | 119 | 230 | 329 13 | 4 | 11 | 34 | 40 | 119 | 216 | 290 14 | 5 | 11 | 36 | 42 | 119 | 213 | 257 15 | 6 | 13 | 38 | 44 | 120 | 213 | 229 16 | 6 | 13 | 41 | 46 | 120 | 213 | 213 17 | 6 | 14 | 43 | 49 | 120 | 214 | 214 18 | 6 | 15 | 46 | 50 | 121 | 214 | 214 19 | 7 | 16 | 48 | 52 | 122 | 215 | 215 20 | 7 | 16 | 50 | 54 | 124 | 215 | 215 21 | 7 | 18 | 53 | 56 | 126 | 216 | 216 22 | 8 | 18 | 55 | 58 | 128 | 216 | 216 23 | 8 | 19 | 58 | 60 | 129 | 216 | 216 24 | 8 | 20 | 60 | 63 | 130 | 216 | 216 25 | 9 | 21 | 62 | 64 | 132 | 216 | 216 26 | 9 | 22 | 64 | 66 | 133 | 216 | 216 27 | 9 | 23 | 67 | 68 | 134 | 216 | 216 28 | 10 | 24 | 69 | 69 | 136 | 216 | 216 29 | 10 | 24 | 72 | 71 | 137 | 216 | 216 30 | 11 | 25 | 74 | 73 | 138 | 216 | 216 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 6 Euro | Belgium | 6 Euro | Cyprus | 6 Euro | Estonia | 6 Euro | Finland | 6 Euro | France | 6 Euro | Germany | 6 Euro | Greece | 6 Euro | Ireland | 6 Euro | Italy | 6 Euro | Latvia | 6 Euro | Lithuania | 6 Euro | Luxembourg | 6 Euro | Malta | 6 Euro | Netherlands | 6 Euro | Portugal | 6 Euro | Slovakia | 6 Euro | Slovenia | 6 Euro | Spain | 6 Czech koruna | Czech Republic | 20 Danish krone | Denmark | 48 Forint | Hungary | 12 Krona | Sweden | 9 Kuna | Croatia | 0 Lev | Bulgaria | –12 Pound sterling | United Kingdom | 11 Romanian leu | Romania | 6 Zloty | Poland | 22 Króna | Iceland | –5 Norwegian krone | Norway | 34 Swiss franc | Liechtenstein | –1 Swiss franc | Switzerland | –1 Australian dollar | Australia | 17 Canadian dollar | Canada | 37 Renminbi-yuan | China | 25 Hong Kong dollar | Hong Kong | 2 US dollar | United States | 34 Yen | Japan | 1 * * *