COMMISSION IMPLEMENTING REGULATION (EU) 2017/1421

5.8.2017 | EN | Official Journal of the European Union | L 204/7 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2017/1421 of 2 August 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 July 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2017 market data. That information was published on 6 July 2017 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 30 June 2017. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 2 August 2017. For the Commission The President Jean-Claude JUNCKER * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro (%) | Czech koruna (%) | Danish krone (%) | Forint (%) | Krona (%) | Kuna (%) ---|---|---|---|---|---|--- 1 | – 0,335 | 0,337 | – 0,344 | 0,093 | – 0,549 | 0,287 2 | – 0,225 | 0,581 | – 0,235 | 0,489 | – 0,335 | 0,855 3 | – 0,098 | 0,696 | – 0,108 | 0,623 | – 0,105 | 1,419 4 | 0,037 | 0,792 | 0,027 | 1,135 | 0,122 | 1,889 5 | 0,172 | 0,879 | 0,162 | 1,551 | 0,336 | 2,164 6 | 0,312 | 0,958 | 0,302 | 1,984 | 0,536 | 2,333 7 | 0,446 | 1,014 | 0,436 | 2,359 | 0,719 | 2,465 8 | 0,577 | 1,074 | 0,567 | 2,638 | 0,887 | 2,596 9 | 0,702 | 1,133 | 0,692 | 2,856 | 1,035 | 2,733 10 | 0,817 | 1,188 | 0,807 | 3,030 | 1,165 | 2,852 11 | 0,919 | 1,227 | 0,909 | 3,196 | 1,326 | 2,950 12 | 1,011 | 1,262 | 1,001 | 3,355 | 1,501 | 3,034 13 | 1,095 | 1,303 | 1,084 | 3,503 | 1,672 | 3,106 14 | 1,167 | 1,351 | 1,156 | 3,635 | 1,832 | 3,169 15 | 1,224 | 1,407 | 1,213 | 3,750 | 1,977 | 3,224 16 | 1,265 | 1,470 | 1,255 | 3,844 | 2,108 | 3,274 17 | 1,299 | 1,538 | 1,288 | 3,922 | 2,227 | 3,318 18 | 1,331 | 1,609 | 1,320 | 3,986 | 2,333 | 3,358 19 | 1,365 | 1,681 | 1,355 | 4,039 | 2,430 | 3,394 20 | 1,407 | 1,753 | 1,396 | 4,083 | 2,517 | 3,427 21 | 1,456 | 1,824 | 1,445 | 4,120 | 2,596 | 3,457 22 | 1,511 | 1,893 | 1,501 | 4,150 | 2,668 | 3,485 23 | 1,570 | 1,960 | 1,560 | 4,175 | 2,734 | 3,511 24 | 1,631 | 2,025 | 1,621 | 4,196 | 2,795 | 3,535 25 | 1,693 | 2,088 | 1,683 | 4,214 | 2,851 | 3,558 26 | 1,755 | 2,149 | 1,746 | 4,229 | 2,902 | 3,579 27 | 1,816 | 2,207 | 1,807 | 4,241 | 2,950 | 3,598 28 | 1,877 | 2,263 | 1,868 | 4,251 | 2,994 | 3,617 29 | 1,936 | 2,317 | 1,928 | 4,259 | 3,036 | 3,634 30 | 1,994 | 2,368 | 1,986 | 4,266 | 3,074 | 3,651 31 | 2,050 | 2,417 | 2,042 | 4,271 | 3,110 | 3,666 32 | 2,104 | 2,464 | 2,097 | 4,275 | 3,144 | 3,681 33 | 2,157 | 2,510 | 2,149 | 4,279 | 3,176 | 3,694 34 | 2,208 | 2,553 | 2,200 | 4,282 | 3,206 | 3,708 35 | 2,256 | 2,594 | 2,249 | 4,284 | 3,234 | 3,720 36 | 2,303 | 2,634 | 2,296 | 4,285 | 3,261 | 3,732 37 | 2,349 | 2,672 | 2,342 | 4,286 | 3,286 | 3,743 38 | 2,392 | 2,709 | 2,385 | 4,287 | 3,310 | 3,754 39 | 2,434 | 2,744 | 2,428 | 4,287 | 3,333 | 3,765 40 | 2,474 | 2,777 | 2,468 | 4,288 | 3,354 | 3,774 41 | 2,513 | 2,809 | 2,507 | 4,287 | 3,375 | 3,784 42 | 2,550 | 2,840 | 2,544 | 4,287 | 3,395 | 3,793 43 | 2,586 | 2,870 | 2,580 | 4,287 | 3,413 | 3,802 44 | 2,621 | 2,899 | 2,615 | 4,286 | 3,431 | 3,810 45 | 2,654 | 2,926 | 2,648 | 4,285 | 3,448 | 3,818 46 | 2,686 | 2,952 | 2,680 | 4,285 | 3,464 | 3,826 47 | 2,717 | 2,978 | 2,711 | 4,284 | 3,480 | 3,833 48 | 2,746 | 3,002 | 2,741 | 4,283 | 3,495 | 3,840 49 | 2,775 | 3,026 | 2,770 | 4,282 | 3,509 | 3,847 50 | 2,802 | 3,048 | 2,797 | 4,281 | 3,523 | 3,854 51 | 2,829 | 3,070 | 2,824 | 4,280 | 3,536 | 3,860 52 | 2,855 | 3,091 | 2,850 | 4,279 | 3,549 | 3,866 53 | 2,879 | 3,112 | 2,874 | 4,278 | 3,561 | 3,872 54 | 2,903 | 3,131 | 2,898 | 4,277 | 3,573 | 3,878 55 | 2,926 | 3,150 | 2,922 | 4,276 | 3,584 | 3,884 56 | 2,949 | 3,169 | 2,944 | 4,274 | 3,595 | 3,889 57 | 2,970 | 3,186 | 2,966 | 4,273 | 3,606 | 3,894 58 | 2,991 | 3,204 | 2,986 | 4,272 | 3,616 | 3,899 59 | 3,011 | 3,220 | 3,007 | 4,271 | 3,626 | 3,904 60 | 3,031 | 3,236 | 3,026 | 4,270 | 3,636 | 3,909 61 | 3,049 | 3,252 | 3,045 | 4,269 | 3,645 | 3,914 62 | 3,068 | 3,267 | 3,064 | 4,268 | 3,654 | 3,918 63 | 3,086 | 3,282 | 3,081 | 4,267 | 3,662 | 3,922 64 | 3,103 | 3,296 | 3,099 | 4,267 | 3,671 | 3,927 65 | 3,119 | 3,309 | 3,115 | 4,266 | 3,679 | 3,931 66 | 3,136 | 3,323 | 3,132 | 4,265 | 3,687 | 3,935 67 | 3,151 | 3,336 | 3,148 | 4,264 | 3,694 | 3,939 68 | 3,167 | 3,348 | 3,163 | 4,263 | 3,702 | 3,942 69 | 3,182 | 3,361 | 3,178 | 4,262 | 3,709 | 3,946 70 | 3,196 | 3,373 | 3,192 | 4,261 | 3,716 | 3,949 71 | 3,210 | 3,384 | 3,206 | 4,260 | 3,723 | 3,953 72 | 3,224 | 3,395 | 3,220 | 4,260 | 3,729 | 3,956 73 | 3,237 | 3,406 | 3,233 | 4,259 | 3,736 | 3,960 74 | 3,250 | 3,417 | 3,246 | 4,258 | 3,742 | 3,963 75 | 3,262 | 3,427 | 3,259 | 4,257 | 3,748 | 3,966 76 | 3,275 | 3,437 | 3,271 | 4,257 | 3,754 | 3,969 77 | 3,287 | 3,447 | 3,283 | 4,256 | 3,760 | 3,972 78 | 3,298 | 3,457 | 3,295 | 4,255 | 3,766 | 3,975 79 | 3,310 | 3,466 | 3,306 | 4,255 | 3,771 | 3,978 80 | 3,321 | 3,475 | 3,318 | 4,254 | 3,776 | 3,980 81 | 3,332 | 3,484 | 3,328 | 4,253 | 3,782 | 3,983 82 | 3,342 | 3,493 | 3,339 | 4,253 | 3,787 | 3,986 83 | 3,352 | 3,501 | 3,349 | 4,252 | 3,792 | 3,988 84 | 3,362 | 3,510 | 3,359 | 4,251 | 3,797 | 3,991 85 | 3,372 | 3,518 | 3,369 | 4,251 | 3,801 | 3,993 86 | 3,382 | 3,526 | 3,379 | 4,250 | 3,806 | 3,995 87 | 3,391 | 3,533 | 3,388 | 4,250 | 3,810 | 3,998 88 | 3,400 | 3,541 | 3,397 | 4,249 | 3,815 | 4,000 89 | 3,409 | 3,548 | 3,406 | 4,248 | 3,819 | 4,002 90 | 3,418 | 3,556 | 3,415 | 4,248 | 3,823 | 4,004 91 | 3,427 | 3,563 | 3,424 | 4,247 | 3,827 | 4,007 92 | 3,435 | 3,569 | 3,432 | 4,247 | 3,832 | 4,009 93 | 3,443 | 3,576 | 3,440 | 4,246 | 3,835 | 4,011 94 | 3,451 | 3,583 | 3,448 | 4,246 | 3,839 | 4,013 95 | 3,459 | 3,589 | 3,456 | 4,245 | 3,843 | 4,015 96 | 3,467 | 3,596 | 3,464 | 4,245 | 3,847 | 4,017 97 | 3,474 | 3,602 | 3,472 | 4,245 | 3,850 | 4,018 98 | 3,482 | 3,608 | 3,479 | 4,244 | 3,854 | 4,020 99 | 3,489 | 3,614 | 3,486 | 4,244 | 3,858 | 4,022 100 | 3,496 | 3,620 | 3,493 | 4,243 | 3,861 | 4,024 101 | 3,503 | 3,626 | 3,500 | 4,243 | 3,864 | 4,026 102 | 3,510 | 3,631 | 3,507 | 4,242 | 3,868 | 4,027 103 | 3,516 | 3,637 | 3,514 | 4,242 | 3,871 | 4,029 104 | 3,523 | 3,642 | 3,520 | 4,242 | 3,874 | 4,031 105 | 3,529 | 3,647 | 3,527 | 4,241 | 3,877 | 4,032 106 | 3,536 | 3,653 | 3,533 | 4,241 | 3,880 | 4,034 107 | 3,542 | 3,658 | 3,539 | 4,240 | 3,883 | 4,035 108 | 3,548 | 3,663 | 3,546 | 4,240 | 3,886 | 4,037 109 | 3,554 | 3,668 | 3,552 | 4,240 | 3,889 | 4,038 110 | 3,560 | 3,672 | 3,557 | 4,239 | 3,892 | 4,040 111 | 3,566 | 3,677 | 3,563 | 4,239 | 3,895 | 4,041 112 | 3,571 | 3,682 | 3,569 | 4,239 | 3,897 | 4,043 113 | 3,577 | 3,686 | 3,574 | 4,238 | 3,900 | 4,044 114 | 3,582 | 3,691 | 3,580 | 4,238 | 3,903 | 4,045 115 | 3,588 | 3,695 | 3,585 | 4,238 | 3,905 | 4,047 116 | 3,593 | 3,700 | 3,591 | 4,237 | 3,908 | 4,048 117 | 3,598 | 3,704 | 3,596 | 4,237 | 3,910 | 4,049 118 | 3,603 | 3,708 | 3,601 | 4,237 | 3,913 | 4,051 119 | 3,608 | 3,712 | 3,606 | 4,236 | 3,915 | 4,052 120 | 3,613 | 3,716 | 3,611 | 4,236 | 3,917 | 4,053 121 | 3,618 | 3,720 | 3,616 | 4,236 | 3,920 | 4,054 122 | 3,623 | 3,724 | 3,620 | 4,235 | 3,922 | 4,056 123 | 3,627 | 3,728 | 3,625 | 4,235 | 3,924 | 4,057 124 | 3,632 | 3,732 | 3,630 | 4,235 | 3,926 | 4,058 125 | 3,636 | 3,736 | 3,634 | 4,235 | 3,929 | 4,059 126 | 3,641 | 3,739 | 3,639 | 4,234 | 3,931 | 4,060 127 | 3,645 | 3,743 | 3,643 | 4,234 | 3,933 | 4,061 128 | 3,650 | 3,746 | 3,648 | 4,234 | 3,935 | 4,062 129 | 3,654 | 3,750 | 3,652 | 4,233 | 3,937 | 4,063 130 | 3,658 | 3,753 | 3,656 | 4,233 | 3,939 | 4,064 131 | 3,662 | 3,757 | 3,660 | 4,233 | 3,941 | 4,065 132 | 3,666 | 3,760 | 3,664 | 4,233 | 3,943 | 4,066 133 | 3,670 | 3,763 | 3,668 | 4,232 | 3,945 | 4,067 134 | 3,674 | 3,767 | 3,672 | 4,232 | 3,947 | 4,068 135 | 3,678 | 3,770 | 3,676 | 4,232 | 3,949 | 4,069 136 | 3,682 | 3,773 | 3,680 | 4,232 | 3,951 | 4,070 137 | 3,686 | 3,776 | 3,684 | 4,232 | 3,952 | 4,071 138 | 3,689 | 3,779 | 3,687 | 4,231 | 3,954 | 4,072 139 | 3,693 | 3,782 | 3,691 | 4,231 | 3,956 | 4,073 140 | 3,697 | 3,785 | 3,695 | 4,231 | 3,958 | 4,074 141 | 3,700 | 3,788 | 3,698 | 4,231 | 3,959 | 4,075 142 | 3,704 | 3,791 | 3,702 | 4,230 | 3,961 | 4,076 143 | 3,707 | 3,794 | 3,705 | 4,230 | 3,963 | 4,077 144 | 3,711 | 3,797 | 3,709 | 4,230 | 3,964 | 4,078 145 | 3,714 | 3,799 | 3,712 | 4,230 | 3,966 | 4,078 146 | 3,717 | 3,802 | 3,715 | 4,230 | 3,968 | 4,079 147 | 3,721 | 3,805 | 3,719 | 4,229 | 3,969 | 4,080 148 | 3,724 | 3,808 | 3,722 | 4,229 | 3,971 | 4,081 149 | 3,727 | 3,810 | 3,725 | 4,229 | 3,972 | 4,082 150 | 3,730 | 3,813 | 3,728 | 4,229 | 3,974 | 4,082 Term to maturity (in years) | Lev (%) | Pound sterling (%) | Romanian leu (%) | Zloty (%) | Króna (%) | Norwegian krone (%) ---|---|---|---|---|---|--- 1 | – 0,385 | 0,394 | 0,852 | 1,460 | 4,483 | 0,820 2 | – 0,275 | 0,534 | 1,406 | 1,759 | 4,530 | 1,026 3 | – 0,148 | 0,643 | 1,885 | 2,047 | 4,580 | 1,152 4 | – 0,013 | 0,745 | 2,308 | 2,339 | 4,568 | 1,279 5 | 0,122 | 0,839 | 2,689 | 2,580 | 4,538 | 1,408 6 | 0,262 | 0,927 | 3,027 | 2,738 | 4,520 | 1,526 7 | 0,395 | 1,006 | 3,314 | 2,891 | 4,522 | 1,636 8 | 0,526 | 1,078 | 3,553 | 3,021 | 4,530 | 1,735 9 | 0,651 | 1,145 | 3,769 | 3,095 | 4,535 | 1,820 10 | 0,766 | 1,210 | 3,965 | 3,209 | 4,537 | 1,889 11 | 0,868 | 1,267 | 4,121 | 3,317 | 4,536 | 1,959 12 | 0,960 | 1,318 | 4,241 | 3,406 | 4,534 | 2,030 13 | 1,043 | 1,354 | 4,333 | 3,480 | 4,530 | 2,102 14 | 1,115 | 1,390 | 4,404 | 3,543 | 4,526 | 2,172 15 | 1,172 | 1,427 | 4,459 | 3,597 | 4,521 | 2,241 16 | 1,213 | 1,437 | 4,502 | 3,644 | 4,515 | 2,307 17 | 1,246 | 1,455 | 4,534 | 3,685 | 4,510 | 2,371 18 | 1,278 | 1,470 | 4,559 | 3,721 | 4,504 | 2,432 19 | 1,313 | 1,480 | 4,577 | 3,753 | 4,498 | 2,490 20 | 1,354 | 1,501 | 4,590 | 3,781 | 4,492 | 2,546 21 | 1,404 | 1,513 | 4,599 | 3,806 | 4,486 | 2,600 22 | 1,460 | 1,514 | 4,605 | 3,829 | 4,480 | 2,650 23 | 1,520 | 1,510 | 4,608 | 3,849 | 4,474 | 2,699 24 | 1,582 | 1,504 | 4,609 | 3,867 | 4,468 | 2,745 25 | 1,645 | 1,498 | 4,609 | 3,884 | 4,462 | 2,789 26 | 1,709 | 1,493 | 4,607 | 3,899 | 4,457 | 2,830 27 | 1,772 | 1,490 | 4,603 | 3,913 | 4,451 | 2,870 28 | 1,833 | 1,486 | 4,599 | 3,926 | 4,446 | 2,908 29 | 1,894 | 1,481 | 4,595 | 3,938 | 4,441 | 2,945 30 | 1,953 | 1,473 | 4,589 | 3,949 | 4,436 | 2,979 31 | 2,010 | 1,464 | 4,584 | 3,959 | 4,431 | 3,012 32 | 2,065 | 1,453 | 4,578 | 3,968 | 4,426 | 3,044 33 | 2,119 | 1,442 | 4,572 | 3,977 | 4,421 | 3,074 34 | 2,170 | 1,431 | 4,565 | 3,985 | 4,417 | 3,103 35 | 2,220 | 1,420 | 4,559 | 3,993 | 4,412 | 3,130 36 | 2,268 | 1,410 | 4,553 | 4,000 | 4,408 | 3,157 37 | 2,314 | 1,401 | 4,546 | 4,006 | 4,404 | 3,182 38 | 2,359 | 1,392 | 4,540 | 4,012 | 4,400 | 3,206 39 | 2,401 | 1,382 | 4,534 | 4,018 | 4,396 | 3,229 40 | 2,442 | 1,372 | 4,527 | 4,023 | 4,392 | 3,251 41 | 2,482 | 1,361 | 4,521 | 4,029 | 4,388 | 3,273 42 | 2,520 | 1,349 | 4,515 | 4,033 | 4,385 | 3,293 43 | 2,556 | 1,337 | 4,509 | 4,038 | 4,381 | 3,313 44 | 2,591 | 1,325 | 4,504 | 4,042 | 4,378 | 3,332 45 | 2,625 | 1,313 | 4,498 | 4,046 | 4,375 | 3,350 46 | 2,658 | 1,302 | 4,493 | 4,050 | 4,372 | 3,367 47 | 2,689 | 1,293 | 4,487 | 4,054 | 4,369 | 3,384 48 | 2,719 | 1,288 | 4,482 | 4,057 | 4,366 | 3,400 49 | 2,749 | 1,288 | 4,477 | 4,061 | 4,363 | 3,416 50 | 2,777 | 1,295 | 4,472 | 4,064 | 4,360 | 3,431 51 | 2,804 | 1,307 | 4,467 | 4,067 | 4,357 | 3,445 52 | 2,830 | 1,326 | 4,463 | 4,070 | 4,354 | 3,459 53 | 2,855 | 1,348 | 4,458 | 4,073 | 4,352 | 3,473 54 | 2,879 | 1,374 | 4,454 | 4,075 | 4,349 | 3,486 55 | 2,903 | 1,403 | 4,449 | 4,078 | 4,347 | 3,499 56 | 2,925 | 1,433 | 4,445 | 4,080 | 4,345 | 3,511 57 | 2,947 | 1,465 | 4,441 | 4,083 | 4,342 | 3,523 58 | 2,969 | 1,498 | 4,437 | 4,085 | 4,340 | 3,534 59 | 2,989 | 1,531 | 4,433 | 4,087 | 4,338 | 3,545 60 | 3,009 | 1,565 | 4,430 | 4,089 | 4,336 | 3,556 61 | 3,028 | 1,599 | 4,426 | 4,091 | 4,334 | 3,566 62 | 3,047 | 1,633 | 4,423 | 4,093 | 4,332 | 3,576 63 | 3,065 | 1,667 | 4,419 | 4,095 | 4,330 | 3,586 64 | 3,082 | 1,701 | 4,416 | 4,097 | 4,328 | 3,595 65 | 3,100 | 1,734 | 4,413 | 4,098 | 4,326 | 3,605 66 | 3,116 | 1,767 | 4,409 | 4,100 | 4,324 | 3,613 67 | 3,132 | 1,800 | 4,406 | 4,101 | 4,322 | 3,622 68 | 3,148 | 1,831 | 4,403 | 4,103 | 4,321 | 3,631 69 | 3,163 | 1,863 | 4,401 | 4,105 | 4,319 | 3,639 70 | 3,177 | 1,894 | 4,398 | 4,106 | 4,317 | 3,647 71 | 3,192 | 1,924 | 4,395 | 4,107 | 4,316 | 3,654 72 | 3,206 | 1,953 | 4,392 | 4,109 | 4,314 | 3,662 73 | 3,219 | 1,982 | 4,390 | 4,110 | 4,313 | 3,669 74 | 3,232 | 2,011 | 4,387 | 4,111 | 4,311 | 3,676 75 | 3,245 | 2,039 | 4,385 | 4,113 | 4,310 | 3,683 76 | 3,258 | 2,066 | 4,382 | 4,114 | 4,308 | 3,690 77 | 3,270 | 2,093 | 4,380 | 4,115 | 4,307 | 3,697 78 | 3,282 | 2,119 | 4,378 | 4,116 | 4,306 | 3,703 79 | 3,293 | 2,144 | 4,375 | 4,117 | 4,304 | 3,709 80 | 3,305 | 2,169 | 4,373 | 4,118 | 4,303 | 3,715 81 | 3,316 | 2,193 | 4,371 | 4,119 | 4,302 | 3,721 82 | 3,326 | 2,217 | 4,369 | 4,120 | 4,301 | 3,727 83 | 3,337 | 2,241 | 4,367 | 4,121 | 4,300 | 3,733 84 | 3,347 | 2,263 | 4,365 | 4,122 | 4,298 | 3,738 85 | 3,357 | 2,286 | 4,363 | 4,123 | 4,297 | 3,744 86 | 3,367 | 2,308 | 4,361 | 4,124 | 4,296 | 3,749 87 | 3,376 | 2,329 | 4,359 | 4,125 | 4,295 | 3,754 88 | 3,386 | 2,350 | 4,358 | 4,126 | 4,294 | 3,759 89 | 3,395 | 2,370 | 4,356 | 4,127 | 4,293 | 3,764 90 | 3,404 | 2,390 | 4,354 | 4,128 | 4,292 | 3,769 91 | 3,412 | 2,410 | 4,352 | 4,128 | 4,291 | 3,774 92 | 3,421 | 2,429 | 4,351 | 4,129 | 4,290 | 3,778 93 | 3,429 | 2,448 | 4,349 | 4,130 | 4,289 | 3,783 94 | 3,437 | 2,466 | 4,348 | 4,131 | 4,288 | 3,787 95 | 3,445 | 2,484 | 4,346 | 4,131 | 4,287 | 3,792 96 | 3,453 | 2,502 | 4,345 | 4,132 | 4,286 | 3,796 97 | 3,461 | 2,519 | 4,343 | 4,133 | 4,285 | 3,800 98 | 3,468 | 2,536 | 4,342 | 4,134 | 4,284 | 3,804 99 | 3,476 | 2,553 | 4,340 | 4,134 | 4,284 | 3,808 100 | 3,483 | 2,569 | 4,339 | 4,135 | 4,283 | 3,812 101 | 3,490 | 2,585 | 4,337 | 4,136 | 4,282 | 3,816 102 | 3,497 | 2,601 | 4,336 | 4,136 | 4,281 | 3,820 103 | 3,504 | 2,616 | 4,335 | 4,137 | 4,280 | 3,823 104 | 3,510 | 2,631 | 4,333 | 4,137 | 4,280 | 3,827 105 | 3,517 | 2,646 | 4,332 | 4,138 | 4,279 | 3,830 106 | 3,523 | 2,661 | 4,331 | 4,139 | 4,278 | 3,834 107 | 3,530 | 2,675 | 4,330 | 4,139 | 4,277 | 3,837 108 | 3,536 | 2,689 | 4,328 | 4,140 | 4,277 | 3,841 109 | 3,542 | 2,703 | 4,327 | 4,140 | 4,276 | 3,844 110 | 3,548 | 2,716 | 4,326 | 4,141 | 4,275 | 3,847 111 | 3,554 | 2,730 | 4,325 | 4,141 | 4,275 | 3,850 112 | 3,560 | 2,743 | 4,324 | 4,142 | 4,274 | 3,853 113 | 3,565 | 2,755 | 4,323 | 4,143 | 4,273 | 3,857 114 | 3,571 | 2,768 | 4,322 | 4,143 | 4,273 | 3,860 115 | 3,576 | 2,780 | 4,321 | 4,144 | 4,272 | 3,862 116 | 3,582 | 2,793 | 4,320 | 4,144 | 4,271 | 3,865 117 | 3,587 | 2,805 | 4,319 | 4,144 | 4,271 | 3,868 118 | 3,592 | 2,816 | 4,318 | 4,145 | 4,270 | 3,871 119 | 3,597 | 2,828 | 4,317 | 4,145 | 4,270 | 3,874 120 | 3,602 | 2,839 | 4,316 | 4,146 | 4,269 | 3,877 121 | 3,607 | 2,850 | 4,315 | 4,146 | 4,268 | 3,879 122 | 3,612 | 2,861 | 4,314 | 4,147 | 4,268 | 3,882 123 | 3,617 | 2,872 | 4,313 | 4,147 | 4,267 | 3,884 124 | 3,621 | 2,883 | 4,312 | 4,148 | 4,267 | 3,887 125 | 3,626 | 2,893 | 4,311 | 4,148 | 4,266 | 3,889 126 | 3,630 | 2,904 | 4,310 | 4,148 | 4,266 | 3,892 127 | 3,635 | 2,914 | 4,309 | 4,149 | 4,265 | 3,894 128 | 3,639 | 2,924 | 4,308 | 4,149 | 4,265 | 3,897 129 | 3,644 | 2,934 | 4,308 | 4,150 | 4,264 | 3,899 130 | 3,648 | 2,943 | 4,307 | 4,150 | 4,264 | 3,901 131 | 3,652 | 2,953 | 4,306 | 4,150 | 4,263 | 3,904 132 | 3,656 | 2,962 | 4,305 | 4,151 | 4,263 | 3,906 133 | 3,660 | 2,971 | 4,304 | 4,151 | 4,262 | 3,908 134 | 3,664 | 2,980 | 4,304 | 4,152 | 4,262 | 3,910 135 | 3,668 | 2,989 | 4,303 | 4,152 | 4,261 | 3,912 136 | 3,672 | 2,998 | 4,302 | 4,152 | 4,261 | 3,915 137 | 3,676 | 3,007 | 4,301 | 4,153 | 4,260 | 3,917 138 | 3,680 | 3,016 | 4,301 | 4,153 | 4,260 | 3,919 139 | 3,684 | 3,024 | 4,300 | 4,153 | 4,260 | 3,921 140 | 3,687 | 3,032 | 4,299 | 4,154 | 4,259 | 3,923 141 | 3,691 | 3,041 | 4,298 | 4,154 | 4,259 | 3,925 142 | 3,695 | 3,049 | 4,298 | 4,154 | 4,258 | 3,927 143 | 3,698 | 3,057 | 4,297 | 4,155 | 4,258 | 3,928 144 | 3,702 | 3,065 | 4,296 | 4,155 | 4,258 | 3,930 145 | 3,705 | 3,073 | 4,296 | 4,155 | 4,257 | 3,932 146 | 3,708 | 3,080 | 4,295 | 4,156 | 4,257 | 3,934 147 | 3,712 | 3,088 | 4,294 | 4,156 | 4,256 | 3,936 148 | 3,715 | 3,095 | 4,294 | 4,156 | 4,256 | 3,938 149 | 3,718 | 3,103 | 4,293 | 4,156 | 4,256 | 3,939 150 | 3,721 | 3,110 | 4,292 | 4,157 | 4,255 | 3,941 Term to maturity (in years) | Swiss franc (%) | Australian dollar (%) | Baht (%) | Canadian dollar (%) | Chilean peso (%) | Colombian peso (%) ---|---|---|---|---|---|--- 1 | – 0,735 | 1,724 | 1,350 | 1,067 | 2,223 | 4,303 2 | – 0,643 | 1,881 | 1,461 | 1,220 | 2,510 | 4,722 3 | – 0,546 | 2,041 | 1,599 | 1,349 | 2,769 | 5,055 4 | – 0,439 | 2,179 | 1,759 | 1,459 | 3,033 | 5,289 5 | – 0,327 | 2,303 | 1,900 | 1,554 | 3,269 | 5,442 6 | – 0,221 | 2,416 | 2,014 | 1,625 | 3,497 | 5,582 7 | – 0,116 | 2,511 | 2,111 | 1,695 | 3,687 | 5,683 8 | – 0,018 | 2,594 | 2,197 | 1,765 | 3,823 | 5,859 9 | 0,072 | 2,670 | 2,272 | 1,842 | 3,918 | 6,002 10 | 0,152 | 2,742 | 2,337 | 1,908 | 3,989 | 6,130 11 | 0,203 | 2,808 | 2,393 | 1,982 | 4,043 | 6,221 12 | 0,270 | 2,867 | 2,442 | 2,058 | 4,087 | 6,274 13 | 0,311 | 2,920 | 2,485 | 2,128 | 4,122 | 6,301 14 | 0,370 | 2,967 | 2,525 | 2,189 | 4,150 | 6,308 15 | 0,394 | 3,006 | 2,566 | 2,243 | 4,173 | 6,300 16 | 0,420 | 3,038 | 2,608 | 2,288 | 4,192 | 6,281 17 | 0,453 | 3,065 | 2,651 | 2,324 | 4,207 | 6,254 18 | 0,487 | 3,089 | 2,693 | 2,349 | 4,220 | 6,220 19 | 0,516 | 3,110 | 2,736 | 2,362 | 4,231 | 6,183 20 | 0,537 | 3,130 | 2,778 | 2,362 | 4,239 | 6,142 21 | 0,550 | 3,150 | 2,818 | 2,349 | 4,247 | 6,100 22 | 0,558 | 3,167 | 2,858 | 2,329 | 4,253 | 6,056 23 | 0,566 | 3,182 | 2,896 | 2,305 | 4,257 | 6,012 24 | 0,579 | 3,193 | 2,933 | 2,282 | 4,261 | 5,968 25 | 0,600 | 3,200 | 2,969 | 2,260 | 4,265 | 5,924 26 | 0,629 | 3,204 | 3,003 | 2,242 | 4,267 | 5,881 27 | 0,665 | 3,204 | 3,036 | 2,230 | 4,269 | 5,838 28 | 0,706 | 3,205 | 3,068 | 2,223 | 4,271 | 5,797 29 | 0,750 | 3,206 | 3,098 | 2,222 | 4,272 | 5,756 30 | 0,797 | 3,209 | 3,127 | 2,228 | 4,273 | 5,717 31 | 0,844 | 3,215 | 3,155 | 2,241 | 4,274 | 5,679 32 | 0,893 | 3,223 | 3,182 | 2,259 | 4,274 | 5,642 33 | 0,941 | 3,233 | 3,208 | 2,282 | 4,274 | 5,606 34 | 0,989 | 3,245 | 3,233 | 2,307 | 4,274 | 5,571 35 | 1,037 | 3,257 | 3,256 | 2,335 | 4,274 | 5,538 36 | 1,083 | 3,271 | 3,279 | 2,364 | 4,274 | 5,506 37 | 1,129 | 3,285 | 3,301 | 2,395 | 4,273 | 5,475 38 | 1,174 | 3,299 | 3,322 | 2,426 | 4,273 | 5,445 39 | 1,217 | 3,314 | 3,342 | 2,457 | 4,272 | 5,417 40 | 1,260 | 3,329 | 3,361 | 2,489 | 4,272 | 5,389 41 | 1,301 | 3,344 | 3,380 | 2,520 | 4,271 | 5,363 42 | 1,341 | 3,359 | 3,398 | 2,551 | 4,270 | 5,337 43 | 1,379 | 3,373 | 3,415 | 2,582 | 4,270 | 5,312 44 | 1,417 | 3,388 | 3,432 | 2,612 | 4,269 | 5,289 45 | 1,453 | 3,402 | 3,448 | 2,641 | 4,268 | 5,266 46 | 1,488 | 3,416 | 3,463 | 2,670 | 4,267 | 5,244 47 | 1,521 | 3,430 | 3,478 | 2,698 | 4,266 | 5,223 48 | 1,554 | 3,443 | 3,492 | 2,726 | 4,266 | 5,202 49 | 1,586 | 3,456 | 3,506 | 2,753 | 4,265 | 5,182 50 | 1,616 | 3,469 | 3,519 | 2,779 | 4,264 | 5,163 51 | 1,646 | 3,482 | 3,532 | 2,804 | 4,263 | 5,145 52 | 1,674 | 3,494 | 3,544 | 2,829 | 4,262 | 5,127 53 | 1,702 | 3,506 | 3,556 | 2,853 | 4,261 | 5,110 54 | 1,729 | 3,518 | 3,567 | 2,876 | 4,261 | 5,094 55 | 1,755 | 3,529 | 3,579 | 2,899 | 4,260 | 5,078 56 | 1,780 | 3,540 | 3,589 | 2,921 | 4,259 | 5,062 57 | 1,804 | 3,551 | 3,600 | 2,942 | 4,258 | 5,048 58 | 1,827 | 3,561 | 3,610 | 2,963 | 4,257 | 5,033 59 | 1,850 | 3,572 | 3,620 | 2,983 | 4,257 | 5,019 60 | 1,872 | 3,582 | 3,629 | 3,002 | 4,256 | 5,006 61 | 1,893 | 3,591 | 3,638 | 3,021 | 4,255 | 4,993 62 | 1,914 | 3,601 | 3,647 | 3,040 | 4,254 | 4,980 63 | 1,934 | 3,610 | 3,656 | 3,058 | 4,254 | 4,968 64 | 1,954 | 3,619 | 3,664 | 3,075 | 4,253 | 4,956 65 | 1,972 | 3,627 | 3,672 | 3,092 | 4,252 | 4,944 66 | 1,991 | 3,636 | 3,680 | 3,108 | 4,252 | 4,933 67 | 2,009 | 3,644 | 3,688 | 3,124 | 4,251 | 4,922 68 | 2,026 | 3,652 | 3,695 | 3,140 | 4,250 | 4,911 69 | 2,043 | 3,659 | 3,703 | 3,155 | 4,250 | 4,901 70 | 2,059 | 3,667 | 3,710 | 3,170 | 4,249 | 4,891 71 | 2,075 | 3,674 | 3,716 | 3,184 | 4,248 | 4,881 72 | 2,090 | 3,681 | 3,723 | 3,198 | 4,248 | 4,872 73 | 2,106 | 3,688 | 3,730 | 3,211 | 4,247 | 4,863 74 | 2,120 | 3,695 | 3,736 | 3,225 | 4,247 | 4,854 75 | 2,135 | 3,702 | 3,742 | 3,238 | 4,246 | 4,845 76 | 2,148 | 3,708 | 3,748 | 3,250 | 4,245 | 4,836 77 | 2,162 | 3,715 | 3,754 | 3,262 | 4,245 | 4,828 78 | 2,175 | 3,721 | 3,759 | 3,274 | 4,244 | 4,820 79 | 2,188 | 3,727 | 3,765 | 3,286 | 4,244 | 4,812 80 | 2,201 | 3,733 | 3,770 | 3,297 | 4,243 | 4,805 81 | 2,213 | 3,738 | 3,776 | 3,308 | 4,243 | 4,797 82 | 2,225 | 3,744 | 3,781 | 3,319 | 4,242 | 4,790 83 | 2,237 | 3,749 | 3,786 | 3,330 | 4,242 | 4,783 84 | 2,248 | 3,755 | 3,791 | 3,340 | 4,241 | 4,776 85 | 2,259 | 3,760 | 3,796 | 3,350 | 4,241 | 4,769 86 | 2,270 | 3,765 | 3,800 | 3,360 | 4,240 | 4,762 87 | 2,281 | 3,770 | 3,805 | 3,369 | 4,240 | 4,756 88 | 2,291 | 3,775 | 3,809 | 3,379 | 4,239 | 4,750 89 | 2,301 | 3,780 | 3,814 | 3,388 | 4,239 | 4,743 90 | 2,311 | 3,784 | 3,818 | 3,397 | 4,239 | 4,737 91 | 2,321 | 3,789 | 3,822 | 3,406 | 4,238 | 4,731 92 | 2,330 | 3,793 | 3,826 | 3,414 | 4,238 | 4,726 93 | 2,340 | 3,798 | 3,830 | 3,423 | 4,237 | 4,720 94 | 2,349 | 3,802 | 3,834 | 3,431 | 4,237 | 4,714 95 | 2,358 | 3,806 | 3,838 | 3,439 | 4,237 | 4,709 96 | 2,366 | 3,810 | 3,842 | 3,447 | 4,236 | 4,704 97 | 2,375 | 3,814 | 3,845 | 3,455 | 4,236 | 4,698 98 | 2,383 | 3,818 | 3,849 | 3,462 | 4,236 | 4,693 99 | 2,392 | 3,822 | 3,853 | 3,470 | 4,235 | 4,688 100 | 2,400 | 3,826 | 3,856 | 3,477 | 4,235 | 4,684 101 | 2,408 | 3,829 | 3,859 | 3,484 | 4,235 | 4,679 102 | 2,415 | 3,833 | 3,863 | 3,491 | 4,234 | 4,674 103 | 2,423 | 3,837 | 3,866 | 3,498 | 4,234 | 4,669 104 | 2,430 | 3,840 | 3,869 | 3,505 | 4,234 | 4,665 105 | 2,438 | 3,843 | 3,872 | 3,511 | 4,233 | 4,660 106 | 2,445 | 3,847 | 3,876 | 3,518 | 4,233 | 4,656 107 | 2,452 | 3,850 | 3,879 | 3,524 | 4,233 | 4,652 108 | 2,459 | 3,853 | 3,882 | 3,530 | 4,232 | 4,648 109 | 2,465 | 3,857 | 3,884 | 3,536 | 4,232 | 4,643 110 | 2,472 | 3,860 | 3,887 | 3,542 | 4,232 | 4,639 111 | 2,479 | 3,863 | 3,890 | 3,548 | 4,231 | 4,635 112 | 2,485 | 3,866 | 3,893 | 3,554 | 4,231 | 4,632 113 | 2,491 | 3,869 | 3,896 | 3,560 | 4,231 | 4,628 114 | 2,498 | 3,872 | 3,898 | 3,565 | 4,231 | 4,624 115 | 2,504 | 3,874 | 3,901 | 3,571 | 4,230 | 4,620 116 | 2,510 | 3,877 | 3,903 | 3,576 | 4,230 | 4,617 117 | 2,516 | 3,880 | 3,906 | 3,582 | 4,230 | 4,613 118 | 2,521 | 3,883 | 3,908 | 3,587 | 4,230 | 4,610 119 | 2,527 | 3,885 | 3,911 | 3,592 | 4,229 | 4,606 120 | 2,533 | 3,888 | 3,913 | 3,597 | 4,229 | 4,603 121 | 2,538 | 3,891 | 3,916 | 3,602 | 4,229 | 4,599 122 | 2,543 | 3,893 | 3,918 | 3,607 | 4,229 | 4,596 123 | 2,549 | 3,896 | 3,920 | 3,612 | 4,228 | 4,593 124 | 2,554 | 3,898 | 3,923 | 3,616 | 4,228 | 4,590 125 | 2,559 | 3,900 | 3,925 | 3,621 | 4,228 | 4,587 126 | 2,564 | 3,903 | 3,927 | 3,626 | 4,228 | 4,584 127 | 2,569 | 3,905 | 3,929 | 3,630 | 4,227 | 4,581 128 | 2,574 | 3,907 | 3,931 | 3,635 | 4,227 | 4,578 129 | 2,579 | 3,910 | 3,933 | 3,639 | 4,227 | 4,575 130 | 2,584 | 3,912 | 3,935 | 3,643 | 4,227 | 4,572 131 | 2,588 | 3,914 | 3,937 | 3,648 | 4,227 | 4,569 132 | 2,593 | 3,916 | 3,939 | 3,652 | 4,226 | 4,566 133 | 2,598 | 3,918 | 3,941 | 3,656 | 4,226 | 4,563 134 | 2,602 | 3,920 | 3,943 | 3,660 | 4,226 | 4,561 135 | 2,607 | 3,923 | 3,945 | 3,664 | 4,226 | 4,558 136 | 2,611 | 3,925 | 3,947 | 3,668 | 4,226 | 4,555 137 | 2,615 | 3,927 | 3,949 | 3,672 | 4,225 | 4,553 138 | 2,619 | 3,929 | 3,951 | 3,675 | 4,225 | 4,550 139 | 2,624 | 3,931 | 3,952 | 3,679 | 4,225 | 4,548 140 | 2,628 | 3,932 | 3,954 | 3,683 | 4,225 | 4,545 141 | 2,632 | 3,934 | 3,956 | 3,687 | 4,225 | 4,543 142 | 2,636 | 3,936 | 3,958 | 3,690 | 4,225 | 4,540 143 | 2,640 | 3,938 | 3,959 | 3,694 | 4,224 | 4,538 144 | 2,644 | 3,940 | 3,961 | 3,697 | 4,224 | 4,536 145 | 2,647 | 3,942 | 3,963 | 3,701 | 4,224 | 4,533 146 | 2,651 | 3,943 | 3,964 | 3,704 | 4,224 | 4,531 147 | 2,655 | 3,945 | 3,966 | 3,708 | 4,224 | 4,529 148 | 2,659 | 3,947 | 3,967 | 3,711 | 4,224 | 4,526 149 | 2,662 | 3,949 | 3,969 | 3,714 | 4,223 | 4,524 150 | 2,666 | 3,950 | 3,971 | 3,717 | 4,223 | 4,522 Term to maturity (in years) | Hong Kong dollar (%) | Indian rupee (%) | Mexican peso (%) | New Taiwan dollar (%) | New Zealand dollar (%) | Rand (%) ---|---|---|---|---|---|--- 1 | 0,944 | 6,002 | 7,054 | 0,402 | 1,886 | 7,022 2 | 1,167 | 6,058 | 6,695 | 0,497 | 2,124 | 6,964 3 | 1,361 | 6,130 | 6,565 | 0,580 | 2,344 | 7,051 4 | 1,484 | 6,214 | 6,572 | 0,656 | 2,529 | 7,199 5 | 1,595 | 6,295 | 6,645 | 0,731 | 2,690 | 7,362 6 | 1,687 | 6,376 | 6,766 | 0,816 | 2,829 | 7,529 7 | 1,766 | 6,434 | 6,887 | 0,877 | 2,949 | 7,688 8 | 1,838 | 6,492 | 6,979 | 0,947 | 3,049 | 7,839 9 | 1,902 | 6,538 | 7,057 | 1,014 | 3,138 | 7,979 10 | 1,959 | 6,569 | 7,136 | 1,078 | 3,211 | 8,100 11 | 2,007 | 6,583 | 7,223 | 1,154 | 3,280 | 8,204 12 | 2,045 | 6,584 | 7,315 | 1,239 | 3,342 | 8,287 13 | 2,075 | 6,575 | 7,407 | 1,329 | 3,394 | 8,346 14 | 2,102 | 6,560 | 7,496 | 1,421 | 3,442 | 8,380 15 | 2,133 | 6,540 | 7,580 | 1,512 | 3,493 | 8,392 16 | 2,171 | 6,516 | 7,657 | 1,601 | 3,549 | 8,383 17 | 2,214 | 6,490 | 7,725 | 1,688 | 3,607 | 8,356 18 | 2,261 | 6,462 | 7,780 | 1,772 | 3,665 | 8,317 19 | 2,309 | 6,434 | 7,821 | 1,853 | 3,719 | 8,268 20 | 2,358 | 6,405 | 7,844 | 1,930 | 3,768 | 8,212 21 | 2,407 | 6,375 | 7,850 | 2,004 | 3,811 | 8,151 22 | 2,456 | 6,346 | 7,841 | 2,074 | 3,848 | 8,087 23 | 2,504 | 6,318 | 7,820 | 2,142 | 3,880 | 8,021 24 | 2,550 | 6,289 | 7,790 | 2,206 | 3,908 | 7,953 25 | 2,595 | 6,262 | 7,753 | 2,267 | 3,932 | 7,886 26 | 2,639 | 6,235 | 7,711 | 2,325 | 3,954 | 7,819 27 | 2,682 | 6,208 | 7,665 | 2,381 | 3,973 | 7,752 28 | 2,723 | 6,183 | 7,616 | 2,434 | 3,989 | 7,687 29 | 2,762 | 6,158 | 7,566 | 2,484 | 4,004 | 7,623 30 | 2,800 | 6,134 | 7,515 | 2,532 | 4,017 | 7,561 31 | 2,837 | 6,111 | 7,464 | 2,578 | 4,029 | 7,501 32 | 2,872 | 6,089 | 7,413 | 2,622 | 4,040 | 7,442 33 | 2,906 | 6,067 | 7,363 | 2,664 | 4,049 | 7,386 34 | 2,938 | 6,046 | 7,313 | 2,703 | 4,057 | 7,331 35 | 2,969 | 6,026 | 7,264 | 2,742 | 4,065 | 7,278 36 | 2,999 | 6,007 | 7,217 | 2,778 | 4,072 | 7,228 37 | 3,028 | 5,988 | 7,170 | 2,813 | 4,078 | 7,179 38 | 3,055 | 5,970 | 7,125 | 2,846 | 4,084 | 7,132 39 | 3,082 | 5,953 | 7,082 | 2,878 | 4,089 | 7,086 40 | 3,107 | 5,936 | 7,040 | 2,909 | 4,094 | 7,043 41 | 3,132 | 5,920 | 6,999 | 2,938 | 4,098 | 7,001 42 | 3,155 | 5,904 | 6,959 | 2,966 | 4,102 | 6,961 43 | 3,178 | 5,889 | 6,921 | 2,993 | 4,105 | 6,922 44 | 3,199 | 5,875 | 6,884 | 3,019 | 4,109 | 6,885 45 | 3,220 | 5,861 | 6,849 | 3,044 | 4,112 | 6,849 46 | 3,240 | 5,848 | 6,815 | 3,068 | 4,115 | 6,814 47 | 3,260 | 5,835 | 6,782 | 3,091 | 4,117 | 6,781 48 | 3,278 | 5,822 | 6,750 | 3,113 | 4,120 | 6,749 49 | 3,296 | 5,810 | 6,719 | 3,135 | 4,122 | 6,718 50 | 3,314 | 5,799 | 6,690 | 3,155 | 4,124 | 6,688 51 | 3,330 | 5,788 | 6,661 | 3,175 | 4,126 | 6,660 52 | 3,347 | 5,777 | 6,633 | 3,194 | 4,128 | 6,632 53 | 3,362 | 5,766 | 6,607 | 3,213 | 4,130 | 6,605 54 | 3,377 | 5,756 | 6,581 | 3,230 | 4,131 | 6,580 55 | 3,392 | 5,746 | 6,556 | 3,248 | 4,133 | 6,555 56 | 3,406 | 5,737 | 6,532 | 3,264 | 4,134 | 6,531 57 | 3,419 | 5,728 | 6,509 | 3,280 | 4,136 | 6,508 58 | 3,433 | 5,719 | 6,487 | 3,296 | 4,137 | 6,485 59 | 3,445 | 5,710 | 6,465 | 3,311 | 4,138 | 6,463 60 | 3,458 | 5,702 | 6,444 | 3,326 | 4,140 | 6,443 61 | 3,470 | 5,694 | 6,424 | 3,340 | 4,141 | 6,422 62 | 3,481 | 5,686 | 6,404 | 3,353 | 4,142 | 6,402 63 | 3,493 | 5,678 | 6,385 | 3,367 | 4,143 | 6,383 64 | 3,503 | 5,671 | 6,366 | 3,379 | 4,144 | 6,365 65 | 3,514 | 5,664 | 6,348 | 3,392 | 4,145 | 6,347 66 | 3,524 | 5,657 | 6,331 | 3,404 | 4,146 | 6,330 67 | 3,534 | 5,650 | 6,314 | 3,416 | 4,147 | 6,313 68 | 3,544 | 5,643 | 6,298 | 3,427 | 4,148 | 6,296 69 | 3,553 | 5,637 | 6,282 | 3,438 | 4,148 | 6,280 70 | 3,563 | 5,631 | 6,266 | 3,449 | 4,149 | 6,265 71 | 3,571 | 5,625 | 6,251 | 3,460 | 4,150 | 6,250 72 | 3,580 | 5,619 | 6,236 | 3,470 | 4,151 | 6,235 73 | 3,589 | 5,613 | 6,222 | 3,480 | 4,151 | 6,221 74 | 3,597 | 5,608 | 6,208 | 3,489 | 4,152 | 6,207 75 | 3,605 | 5,602 | 6,195 | 3,499 | 4,153 | 6,194 76 | 3,613 | 5,597 | 6,182 | 3,508 | 4,154 | 6,181 77 | 3,620 | 5,592 | 6,169 | 3,517 | 4,154 | 6,168 78 | 3,628 | 5,587 | 6,156 | 3,526 | 4,155 | 6,155 79 | 3,635 | 5,582 | 6,144 | 3,534 | 4,155 | 6,143 80 | 3,642 | 5,577 | 6,132 | 3,542 | 4,156 | 6,131 81 | 3,649 | 5,573 | 6,121 | 3,550 | 4,156 | 6,120 82 | 3,655 | 5,568 | 6,110 | 3,558 | 4,157 | 6,109 83 | 3,662 | 5,564 | 6,099 | 3,566 | 4,158 | 6,098 84 | 3,668 | 5,559 | 6,088 | 3,574 | 4,158 | 6,087 85 | 3,674 | 5,555 | 6,077 | 3,581 | 4,159 | 6,076 86 | 3,681 | 5,551 | 6,067 | 3,588 | 4,159 | 6,066 87 | 3,687 | 5,547 | 6,057 | 3,595 | 4,160 | 6,056 88 | 3,692 | 5,543 | 6,047 | 3,602 | 4,160 | 6,046 89 | 3,698 | 5,539 | 6,038 | 3,609 | 4,160 | 6,037 90 | 3,704 | 5,535 | 6,028 | 3,615 | 4,161 | 6,028 91 | 3,709 | 5,532 | 6,019 | 3,622 | 4,161 | 6,018 92 | 3,714 | 5,528 | 6,010 | 3,628 | 4,162 | 6,010 93 | 3,720 | 5,525 | 6,002 | 3,634 | 4,162 | 6,001 94 | 3,725 | 5,521 | 5,993 | 3,640 | 4,163 | 5,992 95 | 3,730 | 5,518 | 5,985 | 3,646 | 4,163 | 5,984 96 | 3,735 | 5,514 | 5,976 | 3,652 | 4,163 | 5,976 97 | 3,739 | 5,511 | 5,968 | 3,657 | 4,164 | 5,968 98 | 3,744 | 5,508 | 5,961 | 3,663 | 4,164 | 5,960 99 | 3,749 | 5,505 | 5,953 | 3,668 | 4,165 | 5,952 100 | 3,753 | 5,502 | 5,945 | 3,673 | 4,165 | 5,945 101 | 3,757 | 5,499 | 5,938 | 3,679 | 4,165 | 5,937 102 | 3,762 | 5,496 | 5,931 | 3,684 | 4,166 | 5,930 103 | 3,766 | 5,493 | 5,924 | 3,689 | 4,166 | 5,923 104 | 3,770 | 5,490 | 5,917 | 3,694 | 4,166 | 5,916 105 | 3,774 | 5,487 | 5,910 | 3,698 | 4,167 | 5,909 106 | 3,778 | 5,485 | 5,903 | 3,703 | 4,167 | 5,902 107 | 3,782 | 5,482 | 5,896 | 3,708 | 4,167 | 5,896 108 | 3,786 | 5,479 | 5,890 | 3,712 | 4,167 | 5,889 109 | 3,790 | 5,477 | 5,884 | 3,717 | 4,168 | 5,883 110 | 3,794 | 5,474 | 5,877 | 3,721 | 4,168 | 5,877 111 | 3,797 | 5,472 | 5,871 | 3,726 | 4,168 | 5,871 112 | 3,801 | 5,469 | 5,865 | 3,730 | 4,169 | 5,865 113 | 3,804 | 5,467 | 5,859 | 3,734 | 4,169 | 5,859 114 | 3,808 | 5,465 | 5,853 | 3,738 | 4,169 | 5,853 115 | 3,811 | 5,462 | 5,848 | 3,742 | 4,169 | 5,847 116 | 3,815 | 5,460 | 5,842 | 3,746 | 4,170 | 5,842 117 | 3,818 | 5,458 | 5,837 | 3,750 | 4,170 | 5,836 118 | 3,821 | 5,456 | 5,831 | 3,754 | 4,170 | 5,831 119 | 3,824 | 5,454 | 5,826 | 3,757 | 4,170 | 5,825 120 | 3,827 | 5,451 | 5,821 | 3,761 | 4,171 | 5,820 121 | 3,830 | 5,449 | 5,816 | 3,765 | 4,171 | 5,815 122 | 3,834 | 5,447 | 5,811 | 3,768 | 4,171 | 5,810 123 | 3,836 | 5,445 | 5,806 | 3,772 | 4,171 | 5,805 124 | 3,839 | 5,443 | 5,801 | 3,775 | 4,172 | 5,800 125 | 3,842 | 5,441 | 5,796 | 3,779 | 4,172 | 5,795 126 | 3,845 | 5,439 | 5,791 | 3,782 | 4,172 | 5,790 127 | 3,848 | 5,438 | 5,786 | 3,785 | 4,172 | 5,786 128 | 3,851 | 5,436 | 5,782 | 3,788 | 4,173 | 5,781 129 | 3,853 | 5,434 | 5,777 | 3,792 | 4,173 | 5,777 130 | 3,856 | 5,432 | 5,773 | 3,795 | 4,173 | 5,772 131 | 3,859 | 5,430 | 5,768 | 3,798 | 4,173 | 5,768 132 | 3,861 | 5,429 | 5,764 | 3,801 | 4,173 | 5,764 133 | 3,864 | 5,427 | 5,760 | 3,804 | 4,174 | 5,759 134 | 3,866 | 5,425 | 5,756 | 3,807 | 4,174 | 5,755 135 | 3,869 | 5,423 | 5,752 | 3,810 | 4,174 | 5,751 136 | 3,871 | 5,422 | 5,748 | 3,813 | 4,174 | 5,747 137 | 3,874 | 5,420 | 5,743 | 3,815 | 4,174 | 5,743 138 | 3,876 | 5,419 | 5,740 | 3,818 | 4,175 | 5,739 139 | 3,878 | 5,417 | 5,736 | 3,821 | 4,175 | 5,735 140 | 3,881 | 5,415 | 5,732 | 3,824 | 4,175 | 5,731 141 | 3,883 | 5,414 | 5,728 | 3,826 | 4,175 | 5,728 142 | 3,885 | 5,412 | 5,724 | 3,829 | 4,175 | 5,724 143 | 3,887 | 5,411 | 5,721 | 3,832 | 4,175 | 5,720 144 | 3,889 | 5,410 | 5,717 | 3,834 | 4,176 | 5,716 145 | 3,892 | 5,408 | 5,713 | 3,837 | 4,176 | 5,713 146 | 3,894 | 5,407 | 5,710 | 3,839 | 4,176 | 5,709 147 | 3,896 | 5,405 | 5,706 | 3,842 | 4,176 | 5,706 148 | 3,898 | 5,404 | 5,703 | 3,844 | 4,176 | 5,702 149 | 3,900 | 5,402 | 5,700 | 3,846 | 4,176 | 5,699 150 | 3,902 | 5,401 | 5,696 | 3,849 | 4,177 | 5,696 Term to maturity (in years) | Real (%) | Renminbi-yuan (%) | Ringgit (%) | Russian rouble (%) | Singapore dollar (%) | South Korean won (%) ---|---|---|---|---|---|--- 1 | 7,977 | 3,223 | 3,316 | 8,615 | 0,905 | 1,362 2 | 8,464 | 3,283 | 3,389 | 8,162 | 1,141 | 1,464 3 | 9,003 | 3,381 | 3,465 | 7,941 | 1,339 | 1,533 4 | 9,289 | 3,475 | 3,505 | 7,803 | 1,509 | 1,594 5 | 9,460 | 3,545 | 3,559 | 7,694 | 1,653 | 1,639 6 | 9,583 | 3,702 | 3,617 | 7,630 | 1,787 | 1,670 7 | 9,679 | 3,852 | 3,676 | 7,587 | 1,909 | 1,699 8 | 9,730 | 3,926 | 3,737 | 7,541 | 2,015 | 1,731 9 | 9,750 | 3,951 | 3,795 | 7,487 | 2,103 | 1,761 10 | 9,766 | 3,958 | 3,849 | 7,424 | 2,171 | 1,786 11 | 9,751 | 3,962 | 3,898 | 7,352 | 2,219 | 1,804 12 | 9,707 | 3,967 | 3,945 | 7,274 | 2,260 | 1,815 13 | 9,641 | 3,971 | 3,994 | 7,192 | 2,298 | 1,820 14 | 9,560 | 3,976 | 4,045 | 7,109 | 2,332 | 1,818 15 | 9,469 | 3,981 | 4,097 | 7,025 | 2,358 | 1,813 16 | 9,370 | 3,985 | 4,148 | 6,942 | 2,375 | 1,805 17 | 9,267 | 3,990 | 4,196 | 6,859 | 2,387 | 1,799 18 | 9,161 | 3,995 | 4,241 | 6,779 | 2,399 | 1,798 19 | 9,054 | 3,999 | 4,280 | 6,701 | 2,414 | 1,806 20 | 8,947 | 4,003 | 4,314 | 6,625 | 2,433 | 1,824 21 | 8,842 | 4,008 | 4,341 | 6,551 | 2,458 | 1,852 22 | 8,738 | 4,012 | 4,363 | 6,480 | 2,487 | 1,889 23 | 8,636 | 4,016 | 4,380 | 6,412 | 2,520 | 1,931 24 | 8,538 | 4,020 | 4,394 | 6,346 | 2,555 | 1,976 25 | 8,442 | 4,024 | 4,404 | 6,283 | 2,591 | 2,024 26 | 8,349 | 4,027 | 4,412 | 6,223 | 2,627 | 2,073 27 | 8,260 | 4,031 | 4,418 | 6,165 | 2,664 | 2,123 28 | 8,173 | 4,035 | 4,422 | 6,109 | 2,700 | 2,173 29 | 8,090 | 4,038 | 4,425 | 6,056 | 2,736 | 2,222 30 | 8,011 | 4,041 | 4,426 | 6,004 | 2,771 | 2,270 31 | 7,934 | 4,044 | 4,427 | 5,956 | 2,806 | 2,317 32 | 7,861 | 4,048 | 4,427 | 5,909 | 2,839 | 2,363 33 | 7,790 | 4,051 | 4,426 | 5,864 | 2,872 | 2,408 34 | 7,722 | 4,054 | 4,424 | 5,821 | 2,904 | 2,451 35 | 7,658 | 4,056 | 4,423 | 5,780 | 2,934 | 2,493 36 | 7,596 | 4,059 | 4,420 | 5,740 | 2,964 | 2,533 37 | 7,536 | 4,062 | 4,418 | 5,703 | 2,992 | 2,573 38 | 7,479 | 4,064 | 4,415 | 5,666 | 3,020 | 2,610 39 | 7,424 | 4,067 | 4,412 | 5,632 | 3,047 | 2,647 40 | 7,372 | 4,069 | 4,409 | 5,598 | 3,072 | 2,682 41 | 7,322 | 4,072 | 4,406 | 5,566 | 3,097 | 2,715 42 | 7,274 | 4,074 | 4,403 | 5,536 | 3,121 | 2,748 43 | 7,227 | 4,076 | 4,400 | 5,506 | 3,144 | 2,779 44 | 7,183 | 4,079 | 4,397 | 5,478 | 3,166 | 2,809 45 | 7,140 | 4,081 | 4,394 | 5,451 | 3,188 | 2,838 46 | 7,099 | 4,083 | 4,391 | 5,425 | 3,208 | 2,866 47 | 7,060 | 4,085 | 4,388 | 5,400 | 3,228 | 2,893 48 | 7,022 | 4,087 | 4,385 | 5,375 | 3,247 | 2,919 49 | 6,985 | 4,089 | 4,381 | 5,352 | 3,266 | 2,944 50 | 6,950 | 4,090 | 4,378 | 5,330 | 3,284 | 2,969 51 | 6,916 | 4,092 | 4,376 | 5,308 | 3,301 | 2,992 52 | 6,883 | 4,094 | 4,373 | 5,287 | 3,318 | 3,015 53 | 6,852 | 4,096 | 4,370 | 5,267 | 3,334 | 3,036 54 | 6,822 | 4,097 | 4,367 | 5,247 | 3,349 | 3,057 55 | 6,792 | 4,099 | 4,364 | 5,229 | 3,365 | 3,078 56 | 6,764 | 4,100 | 4,362 | 5,210 | 3,379 | 3,097 57 | 6,737 | 4,102 | 4,359 | 5,193 | 3,393 | 3,116 58 | 6,710 | 4,103 | 4,357 | 5,176 | 3,407 | 3,134 59 | 6,685 | 4,105 | 4,354 | 5,160 | 3,420 | 3,152 60 | 6,660 | 4,106 | 4,352 | 5,144 | 3,433 | 3,169 61 | 6,636 | 4,108 | 4,350 | 5,128 | 3,445 | 3,186 62 | 6,613 | 4,109 | 4,347 | 5,113 | 3,457 | 3,202 63 | 6,590 | 4,110 | 4,345 | 5,099 | 3,469 | 3,218 64 | 6,569 | 4,112 | 4,343 | 5,085 | 3,480 | 3,233 65 | 6,547 | 4,113 | 4,341 | 5,071 | 3,491 | 3,248 66 | 6,527 | 4,114 | 4,339 | 5,058 | 3,502 | 3,262 67 | 6,507 | 4,115 | 4,337 | 5,045 | 3,512 | 3,276 68 | 6,488 | 4,116 | 4,335 | 5,033 | 3,522 | 3,289 69 | 6,469 | 4,117 | 4,333 | 5,021 | 3,532 | 3,302 70 | 6,451 | 4,119 | 4,331 | 5,009 | 3,541 | 3,315 71 | 6,433 | 4,120 | 4,329 | 4,998 | 3,550 | 3,328 72 | 6,416 | 4,121 | 4,327 | 4,987 | 3,559 | 3,340 73 | 6,399 | 4,122 | 4,326 | 4,976 | 3,568 | 3,351 74 | 6,383 | 4,123 | 4,324 | 4,965 | 3,576 | 3,363 75 | 6,367 | 4,124 | 4,322 | 4,955 | 3,585 | 3,374 76 | 6,352 | 4,125 | 4,321 | 4,945 | 3,593 | 3,385 77 | 6,337 | 4,126 | 4,319 | 4,936 | 3,601 | 3,395 78 | 6,322 | 4,126 | 4,318 | 4,926 | 3,608 | 3,405 79 | 6,308 | 4,127 | 4,316 | 4,917 | 3,616 | 3,415 80 | 6,294 | 4,128 | 4,315 | 4,908 | 3,623 | 3,425 81 | 6,280 | 4,129 | 4,314 | 4,899 | 3,630 | 3,435 82 | 6,267 | 4,130 | 4,312 | 4,891 | 3,637 | 3,444 83 | 6,254 | 4,131 | 4,311 | 4,882 | 3,644 | 3,453 84 | 6,242 | 4,131 | 4,309 | 4,874 | 3,650 | 3,462 85 | 6,229 | 4,132 | 4,308 | 4,866 | 3,657 | 3,471 86 | 6,217 | 4,133 | 4,307 | 4,859 | 3,663 | 3,479 87 | 6,206 | 4,134 | 4,306 | 4,851 | 3,669 | 3,487 88 | 6,194 | 4,134 | 4,305 | 4,844 | 3,675 | 3,495 89 | 6,183 | 4,135 | 4,303 | 4,836 | 3,681 | 3,503 90 | 6,172 | 4,136 | 4,302 | 4,829 | 3,687 | 3,511 91 | 6,161 | 4,137 | 4,301 | 4,822 | 3,693 | 3,518 92 | 6,151 | 4,137 | 4,300 | 4,815 | 3,698 | 3,526 93 | 6,140 | 4,138 | 4,299 | 4,809 | 3,703 | 3,533 94 | 6,130 | 4,139 | 4,298 | 4,802 | 3,709 | 3,540 95 | 6,121 | 4,139 | 4,297 | 4,796 | 3,714 | 3,547 96 | 6,111 | 4,140 | 4,296 | 4,790 | 3,719 | 3,554 97 | 6,101 | 4,140 | 4,295 | 4,784 | 3,724 | 3,560 98 | 6,092 | 4,141 | 4,294 | 4,778 | 3,729 | 3,567 99 | 6,083 | 4,142 | 4,293 | 4,772 | 3,733 | 3,573 100 | 6,074 | 4,142 | 4,292 | 4,766 | 3,738 | 3,580 101 | 6,066 | 4,143 | 4,291 | 4,760 | 3,743 | 3,586 102 | 6,057 | 4,143 | 4,290 | 4,755 | 3,747 | 3,592 103 | 6,049 | 4,144 | 4,289 | 4,750 | 3,751 | 3,598 104 | 6,041 | 4,144 | 4,288 | 4,744 | 3,756 | 3,603 105 | 6,033 | 4,145 | 4,288 | 4,739 | 3,760 | 3,609 106 | 6,025 | 4,145 | 4,287 | 4,734 | 3,764 | 3,615 107 | 6,017 | 4,146 | 4,286 | 4,729 | 3,768 | 3,620 108 | 6,009 | 4,146 | 4,285 | 4,724 | 3,772 | 3,625 109 | 6,002 | 4,147 | 4,284 | 4,719 | 3,776 | 3,631 110 | 5,995 | 4,147 | 4,284 | 4,715 | 3,780 | 3,636 111 | 5,987 | 4,148 | 4,283 | 4,710 | 3,784 | 3,641 112 | 5,980 | 4,148 | 4,282 | 4,705 | 3,787 | 3,646 113 | 5,973 | 4,149 | 4,281 | 4,701 | 3,791 | 3,651 114 | 5,967 | 4,149 | 4,281 | 4,696 | 3,795 | 3,656 115 | 5,960 | 4,150 | 4,280 | 4,692 | 3,798 | 3,660 116 | 5,953 | 4,150 | 4,279 | 4,688 | 3,802 | 3,665 117 | 5,947 | 4,150 | 4,279 | 4,684 | 3,805 | 3,670 118 | 5,940 | 4,151 | 4,278 | 4,680 | 3,808 | 3,674 119 | 5,934 | 4,151 | 4,277 | 4,676 | 3,812 | 3,678 120 | 5,928 | 4,152 | 4,277 | 4,672 | 3,815 | 3,683 121 | 5,922 | 4,152 | 4,276 | 4,668 | 3,818 | 3,687 122 | 5,916 | 4,152 | 4,275 | 4,664 | 3,821 | 3,691 123 | 5,910 | 4,153 | 4,275 | 4,660 | 3,824 | 3,695 124 | 5,905 | 4,153 | 4,274 | 4,656 | 3,827 | 3,699 125 | 5,899 | 4,154 | 4,274 | 4,653 | 3,830 | 3,703 126 | 5,893 | 4,154 | 4,273 | 4,649 | 3,833 | 3,707 127 | 5,888 | 4,154 | 4,272 | 4,645 | 3,836 | 3,711 128 | 5,882 | 4,155 | 4,272 | 4,642 | 3,839 | 3,715 129 | 5,877 | 4,155 | 4,271 | 4,639 | 3,842 | 3,719 130 | 5,872 | 4,155 | 4,271 | 4,635 | 3,844 | 3,722 131 | 5,867 | 4,156 | 4,270 | 4,632 | 3,847 | 3,726 132 | 5,862 | 4,156 | 4,270 | 4,629 | 3,850 | 3,730 133 | 5,857 | 4,156 | 4,269 | 4,625 | 3,852 | 3,733 134 | 5,852 | 4,157 | 4,269 | 4,622 | 3,855 | 3,737 135 | 5,847 | 4,157 | 4,268 | 4,619 | 3,858 | 3,740 136 | 5,842 | 4,157 | 4,268 | 4,616 | 3,860 | 3,743 137 | 5,837 | 4,158 | 4,267 | 4,613 | 3,863 | 3,747 138 | 5,833 | 4,158 | 4,267 | 4,610 | 3,865 | 3,750 139 | 5,828 | 4,158 | 4,266 | 4,607 | 3,867 | 3,753 140 | 5,824 | 4,159 | 4,266 | 4,604 | 3,870 | 3,756 141 | 5,819 | 4,159 | 4,265 | 4,601 | 3,872 | 3,760 142 | 5,815 | 4,159 | 4,265 | 4,598 | 3,874 | 3,763 143 | 5,811 | 4,159 | 4,264 | 4,596 | 3,877 | 3,766 144 | 5,806 | 4,160 | 4,264 | 4,593 | 3,879 | 3,769 145 | 5,802 | 4,160 | 4,263 | 4,590 | 3,881 | 3,772 146 | 5,798 | 4,160 | 4,263 | 4,587 | 3,883 | 3,775 147 | 5,794 | 4,161 | 4,263 | 4,585 | 3,886 | 3,778 148 | 5,790 | 4,161 | 4,262 | 4,582 | 3,888 | 3,780 149 | 5,786 | 4,161 | 4,262 | 4,580 | 3,890 | 3,783 150 | 5,782 | 4,161 | 4,261 | 4,577 | 3,892 | 3,786 Term to maturity (in years) | Turkish lira (%) | US dollar (%) | Yen (%) ---|---|---|--- 1 | 12,008 | 1,312 | – 0,069 2 | 11,608 | 1,475 | – 0,055 3 | 11,526 | 1,611 | – 0,038 4 | 11,384 | 1,725 | – 0,018 5 | 11,324 | 1,825 | 0,006 6 | 11,206 | 1,911 | 0,034 7 | 11,056 | 1,987 | 0,064 8 | 10,918 | 2,042 | 0,095 9 | 10,788 | 2,115 | 0,128 10 | 10,655 | 2,168 | 0,162 11 | 10,515 | 2,211 | 0,200 12 | 10,368 | 2,251 | 0,241 13 | 10,219 | 2,284 | 0,284 14 | 10,069 | 2,312 | 0,329 15 | 9,920 | 2,335 | 0,372 16 | 9,774 | 2,356 | 0,414 17 | 9,630 | 2,374 | 0,454 18 | 9,490 | 2,390 | 0,491 19 | 9,354 | 2,404 | 0,527 20 | 9,222 | 2,415 | 0,560 21 | 9,095 | 2,424 | 0,590 22 | 8,973 | 2,431 | 0,617 23 | 8,855 | 2,437 | 0,640 24 | 8,742 | 2,441 | 0,660 25 | 8,634 | 2,443 | 0,675 26 | 8,531 | 2,445 | 0,686 27 | 8,431 | 2,445 | 0,696 28 | 8,337 | 2,445 | 0,707 29 | 8,246 | 2,444 | 0,722 30 | 8,159 | 2,443 | 0,742 31 | 8,077 | 2,441 | 0,769 32 | 7,997 | 2,439 | 0,800 33 | 7,922 | 2,437 | 0,835 34 | 7,850 | 2,434 | 0,872 35 | 7,780 | 2,430 | 0,911 36 | 7,714 | 2,426 | 0,952 37 | 7,651 | 2,421 | 0,993 38 | 7,591 | 2,415 | 1,034 39 | 7,533 | 2,408 | 1,074 40 | 7,478 | 2,400 | 1,115 41 | 7,424 | 2,391 | 1,155 42 | 7,374 | 2,381 | 1,194 43 | 7,325 | 2,372 | 1,233 44 | 7,278 | 2,364 | 1,271 45 | 7,233 | 2,357 | 1,308 46 | 7,190 | 2,353 | 1,344 47 | 7,148 | 2,351 | 1,379 48 | 7,108 | 2,353 | 1,413 49 | 7,070 | 2,357 | 1,446 50 | 7,033 | 2,364 | 1,478 51 | 6,998 | 2,374 | 1,509 52 | 6,963 | 2,387 | 1,539 53 | 6,930 | 2,402 | 1,569 54 | 6,898 | 2,419 | 1,597 55 | 6,868 | 2,437 | 1,625 56 | 6,838 | 2,456 | 1,651 57 | 6,809 | 2,476 | 1,677 58 | 6,782 | 2,497 | 1,703 59 | 6,755 | 2,517 | 1,727 60 | 6,729 | 2,538 | 1,751 61 | 6,704 | 2,560 | 1,774 62 | 6,680 | 2,581 | 1,796 63 | 6,656 | 2,602 | 1,818 64 | 6,633 | 2,622 | 1,839 65 | 6,611 | 2,643 | 1,860 66 | 6,590 | 2,664 | 1,879 67 | 6,569 | 2,684 | 1,899 68 | 6,549 | 2,704 | 1,918 69 | 6,529 | 2,723 | 1,936 70 | 6,510 | 2,742 | 1,954 71 | 6,492 | 2,761 | 1,971 72 | 6,474 | 2,780 | 1,988 73 | 6,456 | 2,798 | 2,004 74 | 6,439 | 2,816 | 2,020 75 | 6,422 | 2,833 | 2,036 76 | 6,406 | 2,850 | 2,051 77 | 6,390 | 2,867 | 2,066 78 | 6,375 | 2,883 | 2,080 79 | 6,360 | 2,899 | 2,094 80 | 6,346 | 2,915 | 2,108 81 | 6,331 | 2,930 | 2,121 82 | 6,318 | 2,946 | 2,134 83 | 6,304 | 2,960 | 2,147 84 | 6,291 | 2,975 | 2,160 85 | 6,278 | 2,989 | 2,172 86 | 6,265 | 3,003 | 2,184 87 | 6,253 | 3,016 | 2,195 88 | 6,241 | 3,029 | 2,207 89 | 6,229 | 3,042 | 2,218 90 | 6,218 | 3,055 | 2,228 91 | 6,207 | 3,067 | 2,239 92 | 6,196 | 3,079 | 2,250 93 | 6,185 | 3,091 | 2,260 94 | 6,174 | 3,103 | 2,270 95 | 6,164 | 3,114 | 2,279 96 | 6,154 | 3,126 | 2,289 97 | 6,144 | 3,137 | 2,298 98 | 6,134 | 3,147 | 2,307 99 | 6,125 | 3,158 | 2,316 100 | 6,116 | 3,168 | 2,325 101 | 6,106 | 3,178 | 2,334 102 | 6,098 | 3,188 | 2,342 103 | 6,089 | 3,198 | 2,351 104 | 6,080 | 3,208 | 2,359 105 | 6,072 | 3,217 | 2,367 106 | 6,064 | 3,226 | 2,374 107 | 6,055 | 3,235 | 2,382 108 | 6,047 | 3,244 | 2,390 109 | 6,040 | 3,253 | 2,397 110 | 6,032 | 3,261 | 2,404 111 | 6,025 | 3,270 | 2,412 112 | 6,017 | 3,278 | 2,419 113 | 6,010 | 3,286 | 2,425 114 | 6,003 | 3,294 | 2,432 115 | 5,996 | 3,302 | 2,439 116 | 5,989 | 3,310 | 2,445 117 | 5,982 | 3,317 | 2,452 118 | 5,975 | 3,325 | 2,458 119 | 5,969 | 3,332 | 2,464 120 | 5,962 | 3,339 | 2,470 121 | 5,956 | 3,346 | 2,476 122 | 5,950 | 3,353 | 2,482 123 | 5,944 | 3,360 | 2,488 124 | 5,938 | 3,367 | 2,494 125 | 5,932 | 3,374 | 2,500 126 | 5,926 | 3,380 | 2,505 127 | 5,920 | 3,387 | 2,511 128 | 5,915 | 3,393 | 2,516 129 | 5,909 | 3,399 | 2,521 130 | 5,904 | 3,405 | 2,526 131 | 5,898 | 3,411 | 2,532 132 | 5,893 | 3,417 | 2,537 133 | 5,888 | 3,423 | 2,542 134 | 5,883 | 3,429 | 2,546 135 | 5,877 | 3,435 | 2,551 136 | 5,872 | 3,440 | 2,556 137 | 5,868 | 3,446 | 2,561 138 | 5,863 | 3,451 | 2,565 139 | 5,858 | 3,457 | 2,570 140 | 5,853 | 3,462 | 2,574 141 | 5,849 | 3,467 | 2,579 142 | 5,844 | 3,472 | 2,583 143 | 5,839 | 3,477 | 2,587 144 | 5,835 | 3,482 | 2,592 145 | 5,831 | 3,487 | 2,596 146 | 5,826 | 3,492 | 2,600 147 | 5,822 | 3,497 | 2,604 148 | 5,818 | 3,502 | 2,608 149 | 5,814 | 3,506 | 2,612 150 | 5,810 | 3,511 | 2,616 * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 34 | 5 | 1 | 27 | 1 2 | 0 | 0 | 42 | 5 | 1 | 45 | 1 3 | 0 | 2 | 48 | 5 | 3 | 51 | 0 4 | 0 | 3 | 51 | 5 | 5 | 51 | 0 5 | 1 | 5 | 55 | 5 | 6 | 54 | 0 6 | 2 | 6 | 58 | 5 | 8 | 57 | 0 7 | 2 | 6 | 61 | 5 | 10 | 57 | 0 8 | 3 | 7 | 63 | 5 | 13 | 56 | 0 9 | 4 | 8 | 65 | 5 | 14 | 53 | 0 10 | 4 | 9 | 67 | 5 | 15 | 52 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 427 | 4 | 18 2 | 0 | 0 | 0 | 0 | 260 | 4 | 25 3 | 2 | 0 | 0 | 0 | 229 | 4 | 28 4 | 3 | 0 | 0 | 0 | 198 | 4 | 29 5 | 5 | 0 | 0 | 0 | 180 | 4 | 30 6 | 6 | 0 | 0 | 0 | 177 | 4 | 31 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 9 | 8 | 1 | 3 | 0 | 180 | 1 | 33 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal ---|---|---|---|---|---|---|--- 1 | 6 | 6 | 6 | 0 | 18 | 0 | 27 2 | 14 | 12 | 12 | 0 | 25 | 0 | 45 3 | 18 | 16 | 16 | 0 | 28 | 0 | 51 4 | 20 | 18 | 18 | 0 | 29 | 0 | 51 5 | 22 | 20 | 20 | 0 | 30 | 0 | 54 6 | 23 | 21 | 21 | 0 | 31 | 0 | 56 7 | 25 | 23 | 23 | 0 | 32 | 0 | 57 8 | 26 | 24 | 24 | 2 | 33 | 0 | 56 9 | 28 | 25 | 25 | 3 | 33 | 0 | 53 10 | 29 | 25 | 26 | 3 | 34 | 1 | 52 Duration (in years) | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein ---|---|---|---|---|---|---|--- 1 | 10 | 13 | 21 | 6 | 0 | 0 | 0 2 | 18 | 18 | 24 | 12 | 0 | 0 | 0 3 | 21 | 20 | 29 | 16 | 0 | 0 | 0 4 | 22 | 22 | 33 | 18 | 0 | 0 | 0 5 | 24 | 23 | 37 | 20 | 0 | 0 | 0 6 | 25 | 24 | 40 | 21 | 0 | 0 | 0 7 | 27 | 26 | 42 | 23 | 0 | 0 | 0 8 | 29 | 27 | 43 | 24 | 0 | 0 | 0 9 | 30 | 27 | 44 | 25 | 0 | 0 | 0 10 | 27 | 27 | 43 | 26 | 0 | 0 | 0 Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 12 | 0 | 17 | 0 | 11 2 | 0 | 0 | 12 | 0 | 19 | 0 | 19 3 | 0 | 0 | 12 | 0 | 18 | 1 | 30 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 5 | 0 | 0 | 12 | 0 | 16 | 2 | 41 6 | 0 | 0 | 12 | 0 | 15 | 3 | 44 7 | 0 | 0 | 12 | 0 | 14 | 4 | 46 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 9 | 0 | 0 | 12 | 0 | 16 | 5 | 41 10 | 0 | 0 | 12 | 0 | 13 | 5 | 44 Duration (in years) | Hong Kong | India | Japan | Malaysia | Mexico | New Zealand | Russia ---|---|---|---|---|---|---|--- 1 | 0 | 9 | 0 | 0 | 10 | 0 | 0 2 | 0 | 9 | 0 | 0 | 10 | 0 | 0 3 | 0 | 9 | 0 | 0 | 10 | 0 | 0 4 | 0 | 9 | 0 | 0 | 10 | 0 | 0 5 | 0 | 9 | 0 | 0 | 10 | 0 | 2 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 7 | 0 | 9 | 0 | 0 | 10 | 0 | 8 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 9 | 0 | 9 | 1 | 0 | 10 | 0 | 19 10 | 0 | 9 | 1 | 0 | 10 | 0 | 19 Duration (in years) | Singapore | South Africa | South Korea | Thailand | Taiwan | United States ---|---|---|---|---|---|--- 1 | 0 | 3 | 10 | 0 | 4 | 0 2 | 0 | 7 | 12 | 0 | 4 | 0 3 | 0 | 7 | 12 | 0 | 4 | 0 4 | 0 | 6 | 14 | 0 | 4 | 0 5 | 0 | 5 | 15 | 0 | 4 | 0 6 | 0 | 5 | 16 | 0 | 4 | 0 7 | 0 | 7 | 16 | 0 | 4 | 0 8 | 0 | 8 | 16 | 0 | 4 | 0 9 | 0 | 8 | 16 | 0 | 4 | 0 10 | 0 | 9 | 16 | 0 | 4 | 0 2\. Exposures to financial institutions 2.1.

Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 21 | 48 | 128 | 242 | 585 | 1 211 2 | 6 | 21 | 48 | 128 | 242 | 585 | 993 3 | 7 | 23 | 48 | 120 | 238 | 581 | 821 4 | 8 | 26 | 51 | 121 | 237 | 580 | 687 5 | 10 | 29 | 56 | 124 | 237 | 580 | 582 6 | 11 | 31 | 60 | 129 | 237 | 580 | 580 7 | 12 | 34 | 62 | 131 | 237 | 580 | 580 8 | 12 | 34 | 61 | 129 | 237 | 580 | 580 9 | 12 | 35 | 61 | 128 | 237 | 580 | 580 10 | 13 | 36 | 61 | 128 | 237 | 580 | 580 11 | 13 | 37 | 61 | 128 | 237 | 580 | 580 12 | 14 | 38 | 61 | 128 | 237 | 580 | 580 13 | 14 | 39 | 61 | 128 | 237 | 580 | 580 14 | 14 | 39 | 61 | 128 | 237 | 580 | 580 15 | 14 | 39 | 61 | 128 | 237 | 580 | 580 16 | 14 | 39 | 61 | 128 | 237 | 580 | 580 17 | 14 | 39 | 61 | 128 | 237 | 580 | 580 18 | 14 | 39 | 61 | 128 | 237 | 580 | 580 19 | 14 | 39 | 61 | 128 | 237 | 580 | 580 20 | 14 | 39 | 61 | 128 | 237 | 580 | 580 21 | 15 | 39 | 61 | 128 | 237 | 580 | 580 22 | 15 | 39 | 61 | 128 | 237 | 580 | 580 23 | 16 | 39 | 61 | 128 | 237 | 580 | 580 24 | 17 | 39 | 61 | 128 | 237 | 580 | 580 25 | 17 | 39 | 61 | 128 | 237 | 580 | 580 26 | 18 | 39 | 61 | 128 | 237 | 580 | 580 27 | 19 | 39 | 61 | 128 | 237 | 580 | 580 28 | 20 | 39 | 61 | 128 | 237 | 580 | 580 29 | 20 | 39 | 61 | 128 | 237 | 580 | 580 30 | 20 | 39 | 61 | 128 | 237 | 580 | 580 2.2. Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 25 | 52 | 132 | 246 | 590 | 1 223 2 | 12 | 28 | 54 | 134 | 248 | 592 | 1 005 3 | 14 | 30 | 55 | 126 | 245 | 588 | 831 4 | 15 | 33 | 58 | 128 | 244 | 587 | 695 5 | 16 | 35 | 63 | 131 | 243 | 587 | 589 6 | 17 | 37 | 66 | 135 | 243 | 586 | 586 7 | 18 | 39 | 67 | 136 | 242 | 586 | 586 8 | 17 | 39 | 66 | 134 | 242 | 585 | 585 9 | 17 | 40 | 66 | 133 | 241 | 585 | 585 10 | 17 | 40 | 65 | 132 | 241 | 584 | 584 11 | 17 | 41 | 65 | 131 | 240 | 584 | 584 12 | 17 | 41 | 64 | 131 | 240 | 583 | 583 13 | 17 | 41 | 64 | 130 | 239 | 583 | 583 14 | 17 | 41 | 63 | 130 | 239 | 582 | 582 15 | 16 | 41 | 63 | 129 | 238 | 582 | 582 16 | 15 | 40 | 62 | 129 | 238 | 581 | 581 17 | 15 | 40 | 62 | 128 | 237 | 581 | 581 18 | 15 | 40 | 62 | 128 | 237 | 581 | 581 19 | 15 | 40 | 62 | 128 | 237 | 581 | 581 20 | 15 | 40 | 62 | 129 | 238 | 581 | 581 21 | 16 | 40 | 63 | 129 | 238 | 582 | 582 22 | 16 | 41 | 63 | 129 | 238 | 582 | 582 23 | 17 | 41 | 63 | 129 | 238 | 582 | 582 24 | 17 | 41 | 63 | 130 | 239 | 582 | 582 25 | 17 | 41 | 63 | 130 | 239 | 582 | 582 26 | 18 | 41 | 63 | 130 | 239 | 582 | 582 27 | 19 | 41 | 63 | 130 | 239 | 582 | 582 28 | 20 | 41 | 63 | 130 | 239 | 582 | 582 29 | 20 | 41 | 63 | 130 | 239 | 582 | 582 30 | 21 | 41 | 63 | 130 | 239 | 582 | 582 2.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 21 | 47 | 127 | 242 | 585 | 1 211 2 | 6 | 21 | 47 | 127 | 242 | 585 | 992 3 | 7 | 23 | 48 | 119 | 238 | 581 | 821 4 | 8 | 26 | 51 | 121 | 237 | 580 | 687 5 | 10 | 29 | 56 | 124 | 237 | 580 | 582 6 | 11 | 31 | 60 | 128 | 237 | 580 | 580 7 | 12 | 33 | 62 | 131 | 237 | 580 | 580 8 | 12 | 34 | 61 | 129 | 237 | 580 | 580 9 | 12 | 35 | 61 | 128 | 237 | 580 | 580 10 | 13 | 36 | 61 | 128 | 237 | 580 | 580 11 | 13 | 37 | 61 | 128 | 237 | 580 | 580 12 | 14 | 38 | 61 | 128 | 237 | 580 | 580 13 | 14 | 39 | 61 | 128 | 237 | 580 | 580 14 | 14 | 39 | 61 | 128 | 237 | 580 | 580 15 | 14 | 39 | 61 | 128 | 237 | 580 | 580 16 | 14 | 39 | 61 | 128 | 237 | 580 | 580 17 | 14 | 39 | 61 | 128 | 237 | 580 | 580 18 | 14 | 39 | 61 | 128 | 237 | 580 | 580 19 | 14 | 39 | 61 | 128 | 237 | 580 | 580 20 | 14 | 39 | 61 | 128 | 237 | 580 | 580 21 | 15 | 39 | 61 | 128 | 237 | 580 | 580 22 | 15 | 39 | 61 | 128 | 237 | 580 | 580 23 | 16 | 39 | 61 | 128 | 237 | 580 | 580 24 | 17 | 39 | 61 | 128 | 237 | 580 | 580 25 | 17 | 39 | 61 | 128 | 237 | 580 | 580 26 | 18 | 39 | 61 | 128 | 237 | 580 | 580 27 | 19 | 39 | 61 | 128 | 237 | 580 | 580 28 | 20 | 39 | 61 | 128 | 237 | 580 | 580 29 | 20 | 39 | 61 | 128 | 237 | 580 | 580 30 | 20 | 39 | 61 | 128 | 237 | 580 | 580 2.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 86 | 102 | 128 | 208 | 322 | 666 | 1 219 2 | 81 | 97 | 123 | 203 | 317 | 661 | 1 003 3 | 85 | 102 | 127 | 198 | 316 | 660 | 830 4 | 84 | 101 | 127 | 197 | 312 | 656 | 697 5 | 82 | 101 | 129 | 197 | 309 | 653 | 653 6 | 81 | 101 | 130 | 199 | 307 | 651 | 651 7 | 80 | 101 | 130 | 199 | 304 | 648 | 648 8 | 78 | 101 | 128 | 195 | 303 | 647 | 647 9 | 77 | 100 | 126 | 193 | 302 | 645 | 645 10 | 74 | 97 | 122 | 189 | 298 | 641 | 641 11 | 71 | 95 | 119 | 186 | 295 | 638 | 638 12 | 70 | 95 | 118 | 184 | 293 | 637 | 637 13 | 70 | 94 | 117 | 183 | 292 | 636 | 636 14 | 69 | 94 | 116 | 183 | 292 | 635 | 635 15 | 69 | 94 | 116 | 182 | 291 | 635 | 635 16 | 68 | 93 | 115 | 181 | 290 | 634 | 634 17 | 68 | 92 | 115 | 181 | 290 | 633 | 633 18 | 67 | 91 | 114 | 180 | 289 | 633 | 633 19 | 66 | 91 | 113 | 179 | 288 | 632 | 632 20 | 65 | 90 | 112 | 179 | 288 | 631 | 631 21 | 65 | 89 | 112 | 178 | 287 | 630 | 630 22 | 64 | 88 | 111 | 177 | 286 | 629 | 629 23 | 63 | 87 | 110 | 176 | 285 | 629 | 629 24 | 62 | 86 | 109 | 175 | 284 | 627 | 627 25 | 61 | 85 | 108 | 174 | 283 | 626 | 626 26 | 60 | 84 | 106 | 173 | 282 | 625 | 625 27 | 58 | 83 | 105 | 172 | 281 | 624 | 624 28 | 57 | 82 | 104 | 171 | 280 | 623 | 623 29 | 56 | 81 | 103 | 170 | 279 | 622 | 622 30 | 55 | 80 | 102 | 169 | 277 | 621 | 621 2.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 25 | 51 | 131 | 246 | 589 | 1 207 2 | 12 | 27 | 53 | 133 | 247 | 591 | 990 3 | 14 | 30 | 55 | 126 | 245 | 588 | 821 4 | 15 | 33 | 58 | 129 | 244 | 588 | 687 5 | 17 | 36 | 64 | 131 | 244 | 588 | 588 6 | 18 | 38 | 67 | 136 | 244 | 588 | 588 7 | 19 | 41 | 69 | 138 | 244 | 587 | 587 8 | 19 | 41 | 68 | 136 | 243 | 587 | 587 9 | 18 | 41 | 67 | 134 | 243 | 586 | 586 10 | 18 | 42 | 67 | 133 | 242 | 586 | 586 11 | 18 | 42 | 66 | 133 | 242 | 585 | 585 12 | 18 | 43 | 66 | 132 | 241 | 585 | 585 13 | 18 | 43 | 66 | 132 | 241 | 584 | 584 14 | 18 | 43 | 65 | 132 | 241 | 584 | 584 15 | 18 | 43 | 65 | 131 | 240 | 584 | 584 16 | 17 | 42 | 64 | 131 | 240 | 583 | 583 17 | 17 | 42 | 64 | 131 | 239 | 583 | 583 18 | 17 | 42 | 64 | 130 | 239 | 583 | 583 19 | 17 | 42 | 64 | 130 | 239 | 583 | 583 20 | 18 | 42 | 65 | 131 | 240 | 583 | 583 21 | 18 | 42 | 65 | 131 | 240 | 584 | 584 22 | 18 | 43 | 65 | 131 | 240 | 584 | 584 23 | 18 | 43 | 65 | 132 | 241 | 584 | 584 24 | 18 | 43 | 65 | 132 | 241 | 584 | 584 25 | 18 | 43 | 65 | 132 | 241 | 584 | 584 26 | 18 | 43 | 65 | 132 | 241 | 584 | 584 27 | 19 | 43 | 65 | 132 | 241 | 584 | 584 28 | 20 | 43 | 65 | 132 | 241 | 584 | 584 29 | 20 | 43 | 65 | 132 | 241 | 584 | 584 30 | 21 | 43 | 65 | 131 | 240 | 584 | 584 2.6. Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 53 | 68 | 94 | 174 | 288 | 632 | 1 223 2 | 56 | 72 | 98 | 178 | 292 | 636 | 1 008 3 | 62 | 78 | 103 | 174 | 293 | 636 | 838 4 | 65 | 83 | 108 | 178 | 294 | 637 | 705 5 | 68 | 87 | 114 | 182 | 295 | 638 | 638 6 | 69 | 89 | 118 | 186 | 294 | 638 | 638 7 | 69 | 90 | 119 | 188 | 294 | 637 | 637 8 | 68 | 90 | 117 | 185 | 292 | 636 | 636 9 | 66 | 89 | 115 | 182 | 291 | 634 | 634 10 | 65 | 89 | 114 | 180 | 289 | 633 | 633 11 | 64 | 88 | 112 | 179 | 288 | 631 | 631 12 | 63 | 87 | 111 | 177 | 286 | 629 | 629 13 | 62 | 86 | 109 | 175 | 284 | 628 | 628 14 | 61 | 85 | 108 | 174 | 283 | 626 | 626 15 | 59 | 84 | 106 | 173 | 282 | 625 | 625 16 | 58 | 83 | 105 | 171 | 280 | 624 | 624 17 | 57 | 82 | 104 | 171 | 280 | 623 | 623 18 | 56 | 81 | 103 | 170 | 279 | 622 | 622 19 | 56 | 80 | 103 | 169 | 278 | 621 | 621 20 | 55 | 80 | 102 | 168 | 277 | 621 | 621 21 | 54 | 79 | 101 | 168 | 277 | 620 | 620 22 | 53 | 78 | 100 | 167 | 276 | 619 | 619 23 | 53 | 77 | 100 | 166 | 275 | 618 | 618 24 | 52 | 76 | 99 | 165 | 274 | 618 | 618 25 | 51 | 76 | 98 | 164 | 273 | 617 | 617 26 | 50 | 75 | 97 | 163 | 272 | 616 | 616 27 | 49 | 74 | 96 | 162 | 271 | 615 | 615 28 | 48 | 73 | 95 | 162 | 271 | 614 | 614 29 | 48 | 72 | 94 | 161 | 270 | 613 | 613 30 | 47 | 71 | 94 | 160 | 269 | 612 | 612 2.7. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 20 | 47 | 127 | 241 | 584 | 1 210 2 | 5 | 20 | 47 | 127 | 241 | 584 | 992 3 | 6 | 23 | 48 | 119 | 237 | 580 | 821 4 | 7 | 25 | 50 | 120 | 236 | 579 | 687 5 | 9 | 28 | 56 | 123 | 236 | 579 | 581 6 | 10 | 30 | 59 | 128 | 236 | 579 | 579 7 | 11 | 33 | 61 | 130 | 236 | 579 | 579 8 | 11 | 33 | 60 | 128 | 236 | 579 | 579 9 | 11 | 34 | 60 | 127 | 236 | 579 | 579 10 | 12 | 35 | 60 | 127 | 236 | 579 | 579 11 | 13 | 36 | 60 | 127 | 236 | 579 | 579 12 | 13 | 37 | 60 | 127 | 236 | 579 | 579 13 | 13 | 38 | 60 | 127 | 236 | 579 | 579 14 | 14 | 38 | 60 | 127 | 236 | 579 | 579 15 | 14 | 38 | 60 | 127 | 236 | 579 | 579 16 | 13 | 38 | 60 | 127 | 236 | 579 | 579 17 | 13 | 38 | 60 | 127 | 236 | 579 | 579 18 | 13 | 38 | 60 | 127 | 236 | 579 | 579 19 | 14 | 38 | 60 | 127 | 236 | 579 | 579 20 | 14 | 38 | 60 | 127 | 236 | 579 | 579 21 | 15 | 38 | 60 | 127 | 236 | 579 | 579 22 | 15 | 38 | 60 | 127 | 236 | 579 | 579 23 | 16 | 38 | 61 | 127 | 236 | 579 | 579 24 | 17 | 38 | 61 | 127 | 236 | 579 | 579 25 | 17 | 38 | 61 | 127 | 236 | 579 | 579 26 | 18 | 38 | 61 | 127 | 236 | 579 | 579 27 | 19 | 38 | 61 | 127 | 236 | 579 | 579 28 | 20 | 38 | 61 | 127 | 236 | 579 | 579 29 | 20 | 38 | 61 | 127 | 236 | 579 | 579 30 | 20 | 38 | 61 | 127 | 236 | 579 | 579 2.8. Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 25 | 58 | 159 | 260 | 603 | 1 225 2 | 7 | 25 | 58 | 159 | 260 | 603 | 1 004 3 | 8 | 27 | 57 | 143 | 256 | 599 | 831 4 | 10 | 30 | 59 | 131 | 254 | 597 | 695 5 | 11 | 31 | 59 | 118 | 253 | 596 | 596 6 | 13 | 35 | 62 | 110 | 252 | 595 | 595 7 | 15 | 37 | 63 | 102 | 251 | 594 | 594 8 | 16 | 38 | 61 | 94 | 249 | 593 | 593 9 | 19 | 45 | 65 | 88 | 248 | 592 | 592 10 | 18 | 45 | 62 | 84 | 248 | 591 | 591 11 | 17 | 44 | 60 | 83 | 247 | 590 | 590 12 | 16 | 43 | 60 | 84 | 246 | 589 | 589 13 | 16 | 44 | 61 | 84 | 245 | 589 | 589 14 | 17 | 44 | 61 | 84 | 244 | 588 | 588 15 | 17 | 44 | 61 | 84 | 244 | 587 | 587 16 | 17 | 44 | 61 | 84 | 242 | 586 | 586 17 | 17 | 44 | 61 | 84 | 241 | 585 | 585 18 | 17 | 44 | 61 | 84 | 241 | 584 | 584 19 | 17 | 44 | 61 | 84 | 241 | 584 | 584 20 | 17 | 44 | 61 | 84 | 241 | 585 | 585 21 | 17 | 44 | 61 | 84 | 241 | 585 | 585 22 | 17 | 44 | 61 | 84 | 241 | 585 | 585 23 | 17 | 44 | 61 | 84 | 241 | 584 | 584 24 | 17 | 44 | 61 | 84 | 240 | 584 | 584 25 | 17 | 44 | 61 | 84 | 240 | 583 | 583 26 | 18 | 44 | 61 | 84 | 239 | 583 | 583 27 | 19 | 44 | 61 | 84 | 239 | 582 | 582 28 | 20 | 44 | 61 | 84 | 239 | 582 | 582 29 | 20 | 44 | 61 | 84 | 238 | 582 | 582 30 | 20 | 44 | 61 | 84 | 238 | 581 | 581 2.9. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 88 | 103 | 130 | 210 | 324 | 668 | 1 233 2 | 85 | 101 | 127 | 207 | 321 | 665 | 1 017 3 | 84 | 101 | 126 | 197 | 315 | 659 | 845 4 | 83 | 101 | 126 | 196 | 312 | 655 | 710 5 | 81 | 100 | 128 | 195 | 308 | 652 | 652 6 | 80 | 100 | 129 | 198 | 306 | 649 | 649 7 | 78 | 100 | 128 | 197 | 303 | 646 | 646 8 | 76 | 98 | 125 | 193 | 300 | 644 | 644 9 | 73 | 96 | 122 | 189 | 298 | 641 | 641 10 | 72 | 96 | 120 | 187 | 296 | 639 | 639 11 | 71 | 95 | 119 | 185 | 294 | 638 | 638 12 | 70 | 94 | 117 | 183 | 292 | 636 | 636 13 | 68 | 93 | 115 | 182 | 291 | 634 | 634 14 | 67 | 92 | 114 | 180 | 289 | 633 | 633 15 | 66 | 90 | 112 | 179 | 288 | 631 | 631 16 | 64 | 89 | 111 | 178 | 287 | 630 | 630 17 | 63 | 88 | 110 | 176 | 285 | 629 | 629 18 | 62 | 87 | 109 | 175 | 284 | 628 | 628 19 | 61 | 86 | 108 | 174 | 283 | 627 | 627 20 | 60 | 85 | 107 | 174 | 283 | 626 | 626 21 | 59 | 84 | 106 | 173 | 282 | 625 | 625 22 | 59 | 83 | 105 | 172 | 281 | 624 | 624 23 | 58 | 82 | 104 | 171 | 280 | 623 | 623 24 | 57 | 81 | 103 | 170 | 279 | 622 | 622 25 | 55 | 80 | 102 | 169 | 278 | 621 | 621 26 | 54 | 79 | 101 | 168 | 277 | 620 | 620 27 | 53 | 78 | 100 | 167 | 276 | 619 | 619 28 | 53 | 77 | 99 | 166 | 275 | 618 | 618 29 | 52 | 76 | 98 | 165 | 274 | 617 | 617 30 | 51 | 75 | 98 | 164 | 273 | 616 | 616 2.10. Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 61 | 76 | 103 | 183 | 297 | 640 | 1 245 2 | 59 | 75 | 101 | 181 | 295 | 639 | 1 023 3 | 59 | 76 | 101 | 172 | 290 | 634 | 848 4 | 59 | 77 | 102 | 172 | 288 | 631 | 711 5 | 58 | 77 | 105 | 173 | 285 | 629 | 629 6 | 57 | 78 | 106 | 175 | 283 | 627 | 627 7 | 57 | 78 | 106 | 176 | 281 | 625 | 625 8 | 55 | 77 | 104 | 172 | 280 | 623 | 623 9 | 54 | 76 | 102 | 169 | 278 | 621 | 621 10 | 53 | 76 | 101 | 168 | 277 | 620 | 620 11 | 52 | 76 | 100 | 167 | 276 | 619 | 619 12 | 52 | 76 | 99 | 166 | 275 | 618 | 618 13 | 52 | 76 | 99 | 165 | 274 | 618 | 618 14 | 51 | 76 | 98 | 164 | 273 | 617 | 617 15 | 50 | 75 | 97 | 164 | 273 | 616 | 616 16 | 49 | 74 | 96 | 163 | 272 | 615 | 615 17 | 49 | 73 | 96 | 162 | 271 | 614 | 614 18 | 48 | 72 | 95 | 161 | 270 | 614 | 614 19 | 47 | 72 | 94 | 161 | 270 | 613 | 613 20 | 47 | 72 | 94 | 160 | 269 | 613 | 613 21 | 47 | 71 | 94 | 160 | 269 | 613 | 613 22 | 46 | 71 | 93 | 160 | 269 | 612 | 612 23 | 46 | 71 | 93 | 159 | 268 | 612 | 612 24 | 45 | 70 | 92 | 159 | 268 | 611 | 611 25 | 45 | 69 | 92 | 158 | 267 | 611 | 611 26 | 44 | 69 | 91 | 157 | 266 | 610 | 610 27 | 43 | 68 | 90 | 157 | 266 | 609 | 609 28 | 43 | 67 | 90 | 156 | 265 | 609 | 609 29 | 42 | 67 | 89 | 155 | 264 | 608 | 608 30 | 41 | 66 | 88 | 155 | 264 | 607 | 607 2.11. Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 46 | 72 | 152 | 267 | 610 | 1 233 2 | 31 | 47 | 73 | 153 | 267 | 611 | 1 012 3 | 31 | 48 | 73 | 144 | 262 | 606 | 837 4 | 32 | 49 | 75 | 145 | 260 | 604 | 701 5 | 32 | 51 | 79 | 147 | 259 | 603 | 603 6 | 33 | 53 | 82 | 150 | 258 | 602 | 602 7 | 33 | 54 | 83 | 152 | 258 | 601 | 601 8 | 32 | 54 | 81 | 149 | 257 | 600 | 600 9 | 32 | 54 | 80 | 147 | 256 | 599 | 599 10 | 31 | 55 | 80 | 146 | 255 | 599 | 599 11 | 31 | 55 | 79 | 146 | 255 | 598 | 598 12 | 31 | 55 | 78 | 145 | 254 | 597 | 597 13 | 30 | 55 | 78 | 144 | 253 | 596 | 596 14 | 30 | 54 | 77 | 143 | 252 | 596 | 596 15 | 29 | 54 | 76 | 142 | 251 | 595 | 595 16 | 28 | 53 | 75 | 141 | 250 | 594 | 594 17 | 28 | 52 | 75 | 141 | 250 | 593 | 593 18 | 27 | 52 | 74 | 140 | 249 | 593 | 593 19 | 27 | 51 | 74 | 140 | 249 | 593 | 593 20 | 27 | 51 | 74 | 140 | 249 | 593 | 593 21 | 27 | 52 | 74 | 140 | 249 | 593 | 593 22 | 27 | 51 | 74 | 140 | 249 | 593 | 593 23 | 27 | 51 | 74 | 140 | 249 | 593 | 593 24 | 27 | 51 | 73 | 140 | 249 | 592 | 592 25 | 26 | 51 | 73 | 140 | 249 | 592 | 592 26 | 26 | 51 | 73 | 139 | 248 | 592 | 592 27 | 26 | 50 | 73 | 139 | 248 | 592 | 592 28 | 26 | 50 | 73 | 139 | 248 | 591 | 591 29 | 25 | 50 | 72 | 139 | 248 | 591 | 591 30 | 25 | 50 | 72 | 138 | 247 | 591 | 591 2.12. Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 27 | 107 | 221 | 565 | 1 203 2 | 1 | 5 | 28 | 108 | 222 | 566 | 986 3 | 2 | 5 | 29 | 100 | 219 | 562 | 816 4 | 2 | 7 | 32 | 102 | 217 | 561 | 682 5 | 3 | 9 | 37 | 105 | 217 | 561 | 578 6 | 4 | 12 | 40 | 109 | 217 | 561 | 561 7 | 5 | 14 | 42 | 111 | 217 | 561 | 561 8 | 5 | 15 | 42 | 110 | 217 | 561 | 561 9 | 7 | 16 | 41 | 108 | 217 | 561 | 561 10 | 7 | 17 | 42 | 108 | 217 | 561 | 561 11 | 8 | 19 | 43 | 109 | 218 | 562 | 562 12 | 8 | 18 | 42 | 108 | 217 | 560 | 560 13 | 10 | 20 | 43 | 109 | 218 | 562 | 562 14 | 10 | 20 | 43 | 109 | 218 | 561 | 561 15 | 11 | 19 | 41 | 108 | 217 | 560 | 560 16 | 11 | 18 | 40 | 106 | 215 | 559 | 559 17 | 12 | 18 | 40 | 106 | 215 | 559 | 559 18 | 13 | 18 | 40 | 107 | 216 | 559 | 559 19 | 14 | 19 | 41 | 107 | 216 | 559 | 559 20 | 14 | 19 | 41 | 108 | 217 | 560 | 560 21 | 15 | 20 | 42 | 108 | 217 | 561 | 561 22 | 15 | 21 | 42 | 108 | 217 | 561 | 561 23 | 16 | 22 | 42 | 108 | 217 | 561 | 561 24 | 17 | 22 | 42 | 108 | 217 | 561 | 561 25 | 17 | 23 | 43 | 108 | 217 | 561 | 561 26 | 18 | 24 | 45 | 108 | 217 | 561 | 561 27 | 18 | 25 | 46 | 108 | 217 | 561 | 561 28 | 19 | 25 | 47 | 108 | 217 | 561 | 561 29 | 20 | 26 | 48 | 108 | 217 | 561 | 561 30 | 20 | 28 | 49 | 108 | 217 | 561 | 561 2.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 63 | 89 | 169 | 283 | 627 | 1 250 2 | 47 | 63 | 89 | 169 | 283 | 627 | 1 026 3 | 48 | 64 | 89 | 160 | 279 | 622 | 849 4 | 48 | 66 | 91 | 161 | 277 | 620 | 711 5 | 49 | 68 | 95 | 163 | 276 | 619 | 619 6 | 49 | 69 | 98 | 166 | 274 | 618 | 618 7 | 49 | 70 | 98 | 168 | 273 | 617 | 617 8 | 48 | 70 | 97 | 165 | 272 | 616 | 616 9 | 47 | 70 | 96 | 163 | 271 | 615 | 615 10 | 47 | 70 | 95 | 161 | 270 | 614 | 614 11 | 46 | 70 | 94 | 160 | 269 | 613 | 613 12 | 46 | 70 | 93 | 160 | 269 | 612 | 612 13 | 45 | 70 | 93 | 159 | 268 | 611 | 611 14 | 45 | 70 | 92 | 158 | 267 | 611 | 611 15 | 44 | 69 | 91 | 158 | 267 | 610 | 610 16 | 43 | 68 | 90 | 157 | 266 | 609 | 609 17 | 43 | 67 | 90 | 156 | 265 | 609 | 609 18 | 42 | 67 | 89 | 155 | 264 | 608 | 608 19 | 42 | 66 | 89 | 155 | 264 | 607 | 607 20 | 41 | 66 | 88 | 155 | 264 | 607 | 607 21 | 41 | 66 | 88 | 155 | 264 | 607 | 607 22 | 41 | 66 | 88 | 154 | 263 | 607 | 607 23 | 40 | 65 | 87 | 154 | 263 | 606 | 606 24 | 40 | 65 | 87 | 153 | 262 | 606 | 606 25 | 39 | 64 | 86 | 153 | 262 | 605 | 605 26 | 39 | 63 | 86 | 152 | 261 | 605 | 605 27 | 38 | 63 | 85 | 151 | 260 | 604 | 604 28 | 38 | 62 | 85 | 151 | 260 | 603 | 603 29 | 37 | 62 | 84 | 150 | 259 | 603 | 603 30 | 36 | 61 | 83 | 150 | 259 | 602 | 602 2.14. Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 15 | 30 | 56 | 136 | 250 | 594 | 1 243 2 | 19 | 34 | 60 | 140 | 255 | 598 | 1 019 3 | 23 | 40 | 65 | 136 | 254 | 598 | 843 4 | 27 | 45 | 70 | 140 | 256 | 599 | 706 5 | 30 | 49 | 77 | 144 | 257 | 600 | 600 6 | 29 | 49 | 78 | 147 | 255 | 598 | 598 7 | 34 | 56 | 84 | 153 | 259 | 602 | 602 8 | 33 | 55 | 82 | 150 | 257 | 601 | 601 9 | 34 | 57 | 83 | 149 | 258 | 602 | 602 10 | 36 | 59 | 84 | 151 | 260 | 603 | 603 11 | 38 | 62 | 86 | 152 | 261 | 604 | 604 12 | 39 | 63 | 86 | 153 | 262 | 605 | 605 13 | 40 | 64 | 87 | 153 | 262 | 606 | 606 14 | 40 | 65 | 87 | 154 | 263 | 606 | 606 15 | 40 | 65 | 87 | 154 | 263 | 606 | 606 16 | 40 | 64 | 87 | 153 | 262 | 606 | 606 17 | 40 | 64 | 87 | 153 | 262 | 606 | 606 18 | 39 | 64 | 86 | 152 | 261 | 605 | 605 19 | 39 | 63 | 86 | 152 | 261 | 604 | 604 20 | 39 | 63 | 86 | 152 | 261 | 604 | 604 21 | 38 | 63 | 85 | 152 | 261 | 604 | 604 22 | 38 | 63 | 85 | 152 | 261 | 604 | 604 23 | 38 | 63 | 85 | 151 | 260 | 604 | 604 24 | 38 | 62 | 84 | 151 | 260 | 603 | 603 25 | 37 | 62 | 84 | 150 | 259 | 603 | 603 26 | 37 | 61 | 84 | 150 | 259 | 602 | 602 27 | 36 | 61 | 83 | 149 | 258 | 602 | 602 28 | 36 | 60 | 83 | 149 | 258 | 601 | 601 29 | 35 | 60 | 82 | 148 | 257 | 601 | 601 30 | 35 | 59 | 81 | 148 | 257 | 600 | 600 2.15. Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 28 | 55 | 135 | 249 | 593 | 1 237 2 | 14 | 30 | 56 | 136 | 250 | 594 | 1 015 3 | 17 | 33 | 58 | 129 | 248 | 591 | 840 4 | 18 | 36 | 61 | 131 | 247 | 591 | 703 5 | 20 | 39 | 67 | 134 | 247 | 591 | 595 6 | 21 | 42 | 70 | 139 | 247 | 591 | 591 7 | 23 | 44 | 72 | 141 | 247 | 591 | 591 8 | 23 | 45 | 72 | 140 | 247 | 591 | 591 9 | 23 | 46 | 72 | 139 | 247 | 591 | 591 10 | 24 | 47 | 72 | 139 | 248 | 591 | 591 11 | 25 | 48 | 73 | 139 | 248 | 591 | 591 12 | 25 | 49 | 73 | 139 | 248 | 592 | 592 13 | 26 | 50 | 73 | 139 | 248 | 592 | 592 14 | 26 | 51 | 73 | 139 | 248 | 592 | 592 15 | 26 | 51 | 73 | 139 | 248 | 592 | 592 16 | 26 | 50 | 73 | 139 | 248 | 592 | 592 17 | 26 | 50 | 73 | 139 | 248 | 592 | 592 18 | 26 | 50 | 73 | 139 | 248 | 592 | 592 19 | 26 | 50 | 73 | 139 | 248 | 592 | 592 20 | 26 | 51 | 73 | 139 | 248 | 592 | 592 21 | 26 | 51 | 73 | 139 | 248 | 592 | 592 22 | 26 | 51 | 73 | 139 | 248 | 592 | 592 23 | 26 | 50 | 73 | 139 | 248 | 592 | 592 24 | 25 | 50 | 72 | 139 | 248 | 591 | 591 25 | 25 | 50 | 72 | 138 | 247 | 591 | 591 26 | 25 | 49 | 72 | 138 | 247 | 590 | 590 27 | 24 | 49 | 71 | 138 | 247 | 590 | 590 28 | 24 | 49 | 71 | 137 | 246 | 590 | 590 29 | 24 | 48 | 71 | 137 | 246 | 590 | 590 30 | 23 | 48 | 70 | 137 | 246 | 589 | 589 2.16. Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 50 | 65 | 91 | 171 | 286 | 629 | 1 260 2 | 53 | 68 | 94 | 174 | 288 | 632 | 1 035 3 | 57 | 73 | 98 | 169 | 288 | 631 | 858 4 | 59 | 77 | 102 | 172 | 287 | 631 | 719 5 | 61 | 80 | 107 | 175 | 288 | 631 | 631 6 | 62 | 83 | 111 | 180 | 288 | 632 | 632 7 | 63 | 85 | 113 | 182 | 288 | 631 | 631 8 | 63 | 85 | 112 | 180 | 287 | 631 | 631 9 | 63 | 85 | 111 | 178 | 287 | 631 | 631 10 | 63 | 86 | 111 | 178 | 287 | 630 | 630 11 | 63 | 87 | 111 | 178 | 287 | 630 | 630 12 | 63 | 87 | 110 | 177 | 286 | 629 | 629 13 | 63 | 87 | 110 | 176 | 285 | 628 | 628 14 | 62 | 86 | 109 | 175 | 284 | 628 | 628 15 | 61 | 85 | 108 | 174 | 283 | 627 | 627 16 | 60 | 85 | 107 | 173 | 282 | 626 | 626 17 | 59 | 84 | 106 | 172 | 281 | 625 | 625 18 | 58 | 83 | 105 | 172 | 281 | 624 | 624 19 | 58 | 82 | 105 | 171 | 280 | 623 | 623 20 | 57 | 82 | 104 | 170 | 279 | 623 | 623 21 | 56 | 81 | 103 | 170 | 279 | 622 | 622 22 | 55 | 80 | 102 | 169 | 278 | 621 | 621 23 | 55 | 79 | 102 | 168 | 277 | 620 | 620 24 | 54 | 78 | 101 | 167 | 276 | 619 | 619 25 | 53 | 77 | 100 | 166 | 275 | 619 | 619 26 | 52 | 76 | 99 | 165 | 274 | 618 | 618 27 | 51 | 76 | 98 | 164 | 273 | 617 | 617 28 | 50 | 75 | 97 | 163 | 272 | 616 | 616 29 | 49 | 74 | 96 | 162 | 271 | 615 | 615 30 | 48 | 73 | 95 | 162 | 271 | 614 | 614 2.17. Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 96 | 122 | 202 | 317 | 660 | 1 300 2 | 85 | 100 | 127 | 207 | 321 | 664 | 1 070 3 | 86 | 103 | 128 | 199 | 317 | 661 | 888 4 | 87 | 104 | 130 | 200 | 315 | 659 | 744 5 | 90 | 109 | 136 | 204 | 317 | 660 | 660 6 | 91 | 112 | 141 | 209 | 317 | 661 | 661 7 | 93 | 114 | 143 | 212 | 317 | 661 | 661 8 | 94 | 116 | 143 | 211 | 318 | 662 | 662 9 | 95 | 117 | 143 | 210 | 319 | 663 | 663 10 | 95 | 119 | 144 | 210 | 319 | 663 | 663 11 | 95 | 119 | 143 | 209 | 318 | 662 | 662 12 | 95 | 119 | 142 | 209 | 318 | 661 | 661 13 | 94 | 118 | 141 | 207 | 316 | 660 | 660 14 | 93 | 117 | 139 | 206 | 315 | 658 | 658 15 | 91 | 116 | 138 | 204 | 313 | 657 | 657 16 | 90 | 114 | 137 | 203 | 312 | 655 | 655 17 | 88 | 113 | 135 | 201 | 310 | 654 | 654 18 | 87 | 111 | 134 | 200 | 309 | 653 | 653 19 | 85 | 110 | 132 | 199 | 308 | 651 | 651 20 | 84 | 109 | 131 | 197 | 306 | 650 | 650 21 | 83 | 107 | 130 | 196 | 305 | 649 | 649 22 | 81 | 106 | 128 | 195 | 304 | 647 | 647 23 | 80 | 104 | 127 | 193 | 302 | 645 | 645 24 | 78 | 103 | 125 | 191 | 300 | 644 | 644 25 | 77 | 101 | 123 | 190 | 299 | 642 | 642 26 | 75 | 100 | 122 | 188 | 297 | 641 | 641 27 | 73 | 98 | 120 | 187 | 296 | 639 | 639 28 | 72 | 97 | 119 | 185 | 294 | 638 | 638 29 | 70 | 95 | 117 | 184 | 293 | 636 | 636 30 | 69 | 94 | 116 | 182 | 291 | 635 | 635 2.18. Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 22 | 48 | 128 | 242 | 586 | 1 235 2 | 10 | 25 | 51 | 131 | 246 | 589 | 1 014 3 | 13 | 30 | 55 | 126 | 244 | 588 | 840 4 | 16 | 34 | 59 | 130 | 245 | 589 | 703 5 | 19 | 38 | 66 | 134 | 246 | 590 | 595 6 | 21 | 41 | 70 | 139 | 247 | 591 | 591 7 | 23 | 44 | 72 | 142 | 247 | 591 | 591 8 | 23 | 45 | 72 | 140 | 248 | 591 | 591 9 | 23 | 46 | 72 | 139 | 248 | 591 | 591 10 | 24 | 47 | 72 | 139 | 248 | 591 | 591 11 | 24 | 48 | 72 | 139 | 248 | 591 | 591 12 | 25 | 49 | 72 | 138 | 247 | 591 | 591 13 | 24 | 49 | 72 | 138 | 247 | 590 | 590 14 | 24 | 48 | 71 | 137 | 246 | 590 | 590 15 | 23 | 48 | 70 | 136 | 245 | 589 | 589 16 | 22 | 47 | 69 | 135 | 244 | 588 | 588 17 | 22 | 46 | 69 | 135 | 244 | 588 | 588 18 | 21 | 46 | 68 | 135 | 244 | 587 | 587 19 | 21 | 46 | 68 | 134 | 243 | 587 | 587 20 | 21 | 46 | 68 | 135 | 244 | 587 | 587 21 | 21 | 46 | 68 | 135 | 244 | 587 | 587 22 | 21 | 46 | 68 | 135 | 244 | 587 | 587 23 | 21 | 46 | 68 | 135 | 244 | 587 | 587 24 | 21 | 46 | 68 | 135 | 244 | 587 | 587 25 | 21 | 46 | 68 | 135 | 244 | 587 | 587 26 | 21 | 46 | 68 | 134 | 243 | 587 | 587 27 | 21 | 46 | 68 | 134 | 243 | 587 | 587 28 | 21 | 45 | 68 | 134 | 243 | 587 | 587 29 | 21 | 45 | 68 | 134 | 243 | 586 | 586 30 | 21 | 45 | 67 | 134 | 243 | 586 | 586 2.19. Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 92 | 107 | 134 | 214 | 328 | 671 | 1 333 2 | 92 | 108 | 134 | 214 | 328 | 672 | 1 093 3 | 93 | 110 | 135 | 206 | 324 | 668 | 904 4 | 94 | 112 | 137 | 207 | 323 | 666 | 757 5 | 95 | 114 | 142 | 209 | 322 | 666 | 666 6 | 96 | 116 | 145 | 213 | 321 | 665 | 665 7 | 96 | 118 | 146 | 215 | 321 | 664 | 664 8 | 96 | 118 | 145 | 213 | 321 | 664 | 664 9 | 95 | 118 | 144 | 211 | 320 | 663 | 663 10 | 94 | 118 | 142 | 209 | 318 | 661 | 661 11 | 93 | 117 | 141 | 207 | 316 | 660 | 660 12 | 91 | 116 | 139 | 205 | 314 | 658 | 658 13 | 90 | 114 | 137 | 203 | 312 | 656 | 656 14 | 88 | 113 | 135 | 201 | 310 | 654 | 654 15 | 86 | 111 | 133 | 200 | 309 | 652 | 652 16 | 84 | 109 | 131 | 197 | 306 | 650 | 650 17 | 82 | 107 | 129 | 196 | 305 | 648 | 648 18 | 81 | 105 | 128 | 194 | 303 | 647 | 647 19 | 79 | 104 | 126 | 193 | 302 | 645 | 645 20 | 78 | 103 | 125 | 192 | 301 | 644 | 644 21 | 77 | 102 | 124 | 191 | 300 | 643 | 643 22 | 76 | 101 | 123 | 190 | 299 | 642 | 642 23 | 75 | 100 | 122 | 189 | 298 | 641 | 641 24 | 74 | 99 | 121 | 187 | 296 | 640 | 640 25 | 73 | 98 | 120 | 186 | 295 | 639 | 639 26 | 72 | 97 | 119 | 185 | 294 | 638 | 638 27 | 71 | 95 | 118 | 184 | 293 | 637 | 637 28 | 70 | 94 | 117 | 183 | 292 | 636 | 636 29 | 69 | 93 | 116 | 182 | 291 | 635 | 635 30 | 68 | 92 | 115 | 181 | 290 | 634 | 634 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 | 352 | 367 | 394 | 474 | 588 | 932 | 1 354 2 | 77 | 92 | 118 | 198 | 312 | 656 | 1 105 3 | 81 | 97 | 122 | 193 | 312 | 655 | 912 4 | 85 | 102 | 128 | 198 | 313 | 657 | 762 5 | 87 | 107 | 134 | 202 | 314 | 658 | 658 6 | 89 | 110 | 138 | 207 | 315 | 659 | 659 7 | 91 | 112 | 141 | 210 | 316 | 659 | 659 8 | 92 | 114 | 141 | 209 | 316 | 660 | 660 9 | 92 | 115 | 141 | 208 | 317 | 660 | 660 10 | 93 | 116 | 141 | 207 | 316 | 660 | 660 11 | 93 | 117 | 141 | 207 | 316 | 660 | 660 12 | 94 | 118 | 141 | 207 | 316 | 660 | 660 13 | 94 | 119 | 141 | 208 | 317 | 660 | 660 14 | 95 | 120 | 142 | 208 | 317 | 661 | 661 15 | 96 | 120 | 143 | 209 | 318 | 662 | 662 16 | 97 | 121 | 144 | 210 | 319 | 663 | 663 17 | 98 | 122 | 145 | 211 | 320 | 664 | 664 18 | 99 | 124 | 146 | 212 | 321 | 665 | 665 19 | 100 | 124 | 147 | 213 | 322 | 666 | 666 20 | 101 | 125 | 148 | 214 | 323 | 666 | 666 21 | 101 | 125 | 148 | 214 | 323 | 667 | 667 22 | 101 | 125 | 148 | 214 | 323 | 666 | 666 23 | 100 | 125 | 147 | 213 | 322 | 666 | 666 24 | 99 | 124 | 146 | 213 | 322 | 665 | 665 25 | 98 | 123 | 145 | 212 | 321 | 664 | 664 26 | 97 | 122 | 144 | 211 | 320 | 663 | 663 27 | 96 | 121 | 143 | 209 | 318 | 662 | 662 28 | 95 | 120 | 142 | 208 | 317 | 661 | 661 29 | 94 | 118 | 141 | 207 | 316 | 659 | 659 30 | 92 | 117 | 139 | 206 | 315 | 658 | 658 2.21. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 10 | 36 | 116 | 231 | 574 | 1 225 2 | 1 | 10 | 36 | 116 | 230 | 574 | 1 004 3 | 2 | 12 | 37 | 108 | 227 | 570 | 830 4 | 2 | 14 | 39 | 109 | 225 | 568 | 694 5 | 4 | 16 | 43 | 111 | 224 | 567 | 588 6 | 4 | 17 | 46 | 115 | 223 | 566 | 566 7 | 5 | 19 | 47 | 117 | 222 | 566 | 566 8 | 5 | 19 | 46 | 114 | 221 | 565 | 565 9 | 7 | 19 | 45 | 112 | 220 | 564 | 564 10 | 7 | 20 | 45 | 111 | 220 | 564 | 564 11 | 8 | 21 | 45 | 111 | 220 | 563 | 563 12 | 8 | 21 | 45 | 111 | 220 | 563 | 563 13 | 10 | 22 | 45 | 111 | 220 | 563 | 563 14 | 10 | 22 | 45 | 111 | 220 | 564 | 564 15 | 11 | 23 | 45 | 111 | 220 | 564 | 564 16 | 11 | 22 | 45 | 111 | 220 | 564 | 564 17 | 12 | 23 | 45 | 112 | 221 | 564 | 564 18 | 13 | 23 | 46 | 112 | 221 | 565 | 565 19 | 14 | 24 | 46 | 113 | 222 | 565 | 565 20 | 14 | 25 | 47 | 114 | 223 | 566 | 566 21 | 15 | 26 | 48 | 114 | 223 | 567 | 567 22 | 16 | 26 | 49 | 115 | 224 | 568 | 568 23 | 17 | 27 | 49 | 116 | 225 | 568 | 568 24 | 17 | 28 | 50 | 116 | 225 | 569 | 569 25 | 17 | 28 | 50 | 117 | 226 | 569 | 569 26 | 18 | 28 | 51 | 117 | 226 | 570 | 570 27 | 19 | 29 | 51 | 117 | 226 | 570 | 570 28 | 20 | 29 | 51 | 118 | 227 | 570 | 570 29 | 20 | 30 | 52 | 118 | 227 | 571 | 571 30 | 21 | 30 | 52 | 118 | 227 | 571 | 571 2.22. New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 54 | 69 | 95 | 175 | 289 | 633 | 1 253 2 | 54 | 70 | 96 | 176 | 290 | 634 | 1 029 3 | 55 | 72 | 97 | 168 | 287 | 630 | 853 4 | 56 | 74 | 99 | 169 | 285 | 628 | 714 5 | 56 | 75 | 103 | 171 | 283 | 627 | 627 6 | 57 | 77 | 106 | 175 | 283 | 626 | 626 7 | 57 | 78 | 106 | 175 | 281 | 625 | 625 8 | 56 | 78 | 105 | 173 | 281 | 624 | 624 9 | 56 | 78 | 104 | 171 | 280 | 623 | 623 10 | 55 | 78 | 103 | 170 | 279 | 622 | 622 11 | 54 | 78 | 102 | 168 | 277 | 620 | 620 12 | 52 | 77 | 100 | 166 | 275 | 619 | 619 13 | 51 | 76 | 98 | 165 | 274 | 617 | 617 14 | 50 | 74 | 97 | 163 | 272 | 616 | 616 15 | 48 | 73 | 95 | 162 | 271 | 614 | 614 16 | 46 | 71 | 93 | 160 | 269 | 612 | 612 17 | 45 | 70 | 92 | 159 | 268 | 611 | 611 18 | 44 | 69 | 91 | 157 | 266 | 610 | 610 19 | 43 | 68 | 90 | 156 | 265 | 609 | 609 20 | 43 | 67 | 90 | 156 | 265 | 608 | 608 21 | 42 | 67 | 89 | 155 | 264 | 608 | 608 22 | 41 | 66 | 88 | 155 | 264 | 607 | 607 23 | 41 | 65 | 88 | 154 | 263 | 606 | 606 24 | 40 | 65 | 87 | 153 | 262 | 606 | 606 25 | 39 | 64 | 86 | 152 | 261 | 605 | 605 26 | 39 | 63 | 85 | 152 | 261 | 604 | 604 27 | 38 | 62 | 85 | 151 | 260 | 604 | 604 28 | 37 | 62 | 84 | 150 | 259 | 603 | 603 29 | 37 | 61 | 83 | 150 | 259 | 602 | 602 30 | 36 | 61 | 83 | 149 | 258 | 602 | 602 2.23. Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 114 | 130 | 156 | 236 | 350 | 694 | 1 353 2 | 115 | 131 | 157 | 237 | 351 | 695 | 1 108 3 | 118 | 134 | 159 | 230 | 349 | 692 | 917 4 | 120 | 138 | 163 | 233 | 348 | 692 | 768 5 | 121 | 140 | 168 | 236 | 348 | 692 | 692 6 | 122 | 142 | 171 | 240 | 348 | 692 | 692 7 | 123 | 144 | 172 | 242 | 347 | 691 | 691 8 | 122 | 144 | 171 | 239 | 346 | 690 | 690 9 | 121 | 144 | 170 | 237 | 345 | 689 | 689 10 | 120 | 144 | 169 | 235 | 344 | 688 | 688 11 | 119 | 143 | 167 | 234 | 343 | 686 | 686 12 | 118 | 142 | 165 | 232 | 341 | 684 | 684 13 | 116 | 141 | 163 | 230 | 339 | 682 | 682 14 | 114 | 139 | 161 | 227 | 336 | 680 | 680 15 | 112 | 136 | 159 | 225 | 334 | 678 | 678 16 | 109 | 134 | 156 | 222 | 331 | 675 | 675 17 | 107 | 131 | 154 | 220 | 329 | 673 | 673 18 | 104 | 129 | 151 | 218 | 327 | 670 | 670 19 | 102 | 127 | 149 | 216 | 325 | 668 | 668 20 | 101 | 125 | 148 | 214 | 323 | 666 | 666 21 | 99 | 123 | 146 | 212 | 321 | 665 | 665 22 | 97 | 122 | 144 | 210 | 319 | 663 | 663 23 | 95 | 120 | 142 | 209 | 318 | 661 | 661 24 | 93 | 118 | 140 | 207 | 316 | 659 | 659 25 | 92 | 116 | 139 | 205 | 314 | 658 | 658 26 | 90 | 115 | 137 | 203 | 312 | 656 | 656 27 | 88 | 113 | 135 | 202 | 311 | 654 | 654 28 | 87 | 111 | 134 | 200 | 309 | 652 | 652 29 | 85 | 110 | 132 | 198 | 307 | 651 | 651 30 | 84 | 108 | 131 | 197 | 306 | 649 | 649 2.24. Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 174 | 190 | 216 | 296 | 410 | 754 | 1 372 2 | 183 | 199 | 225 | 305 | 419 | 763 | 1 131 3 | 188 | 205 | 230 | 301 | 420 | 763 | 941 4 | 190 | 208 | 233 | 303 | 419 | 762 | 789 5 | 191 | 211 | 238 | 306 | 418 | 762 | 762 6 | 191 | 211 | 240 | 309 | 417 | 760 | 760 7 | 191 | 212 | 240 | 309 | 415 | 759 | 759 8 | 189 | 211 | 238 | 306 | 414 | 757 | 757 9 | 188 | 210 | 236 | 303 | 412 | 756 | 756 10 | 187 | 210 | 235 | 302 | 411 | 754 | 754 11 | 185 | 209 | 233 | 300 | 409 | 752 | 752 12 | 183 | 207 | 231 | 297 | 406 | 750 | 750 13 | 181 | 205 | 228 | 294 | 403 | 747 | 747 14 | 178 | 202 | 225 | 291 | 400 | 743 | 743 15 | 174 | 199 | 221 | 288 | 397 | 740 | 740 16 | 171 | 196 | 218 | 284 | 393 | 737 | 737 17 | 168 | 192 | 215 | 281 | 390 | 734 | 734 18 | 165 | 189 | 212 | 278 | 387 | 730 | 730 19 | 161 | 186 | 208 | 275 | 384 | 727 | 727 20 | 158 | 183 | 205 | 272 | 381 | 724 | 724 21 | 155 | 180 | 202 | 269 | 378 | 721 | 721 22 | 152 | 177 | 199 | 265 | 374 | 718 | 718 23 | 149 | 174 | 196 | 262 | 371 | 715 | 715 24 | 146 | 170 | 193 | 259 | 368 | 712 | 712 25 | 143 | 167 | 190 | 256 | 365 | 709 | 709 26 | 140 | 164 | 187 | 253 | 362 | 705 | 705 27 | 137 | 161 | 184 | 250 | 359 | 702 | 702 28 | 134 | 158 | 181 | 247 | 356 | 700 | 700 29 | 131 | 156 | 178 | 244 | 353 | 697 | 697 30 | 128 | 153 | 175 | 242 | 351 | 694 | 694 2.25. Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 42 | 68 | 148 | 263 | 606 | 1 279 2 | 28 | 43 | 69 | 149 | 263 | 607 | 1 048 3 | 29 | 45 | 70 | 141 | 260 | 603 | 867 4 | 30 | 48 | 73 | 143 | 258 | 602 | 726 5 | 31 | 50 | 78 | 145 | 258 | 601 | 614 6 | 31 | 51 | 80 | 149 | 257 | 601 | 601 7 | 32 | 53 | 81 | 150 | 256 | 600 | 600 8 | 31 | 53 | 80 | 148 | 255 | 599 | 599 9 | 30 | 53 | 79 | 146 | 254 | 598 | 598 10 | 30 | 53 | 78 | 144 | 253 | 597 | 597 11 | 30 | 53 | 77 | 144 | 253 | 596 | 596 12 | 29 | 54 | 77 | 143 | 252 | 596 | 596 13 | 29 | 54 | 76 | 143 | 252 | 595 | 595 14 | 29 | 53 | 76 | 142 | 251 | 595 | 595 15 | 29 | 53 | 75 | 142 | 251 | 594 | 594 16 | 28 | 53 | 75 | 142 | 251 | 594 | 594 17 | 28 | 53 | 75 | 142 | 251 | 594 | 594 18 | 28 | 53 | 75 | 142 | 251 | 594 | 594 19 | 28 | 53 | 75 | 142 | 251 | 594 | 594 20 | 29 | 53 | 76 | 142 | 251 | 594 | 594 21 | 29 | 53 | 76 | 142 | 251 | 594 | 594 22 | 29 | 53 | 76 | 142 | 251 | 594 | 594 23 | 28 | 53 | 75 | 142 | 251 | 594 | 594 24 | 28 | 53 | 75 | 142 | 251 | 594 | 594 25 | 28 | 53 | 75 | 141 | 250 | 594 | 594 26 | 28 | 53 | 75 | 141 | 250 | 594 | 594 27 | 28 | 52 | 75 | 141 | 250 | 593 | 593 28 | 27 | 52 | 74 | 141 | 250 | 593 | 593 29 | 27 | 52 | 74 | 140 | 249 | 593 | 593 30 | 27 | 52 | 74 | 140 | 249 | 593 | 593 2.26. Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 23 | 38 | 64 | 144 | 258 | 602 | 1 281 2 | 24 | 40 | 66 | 146 | 260 | 604 | 1 050 3 | 27 | 44 | 69 | 140 | 258 | 602 | 869 4 | 30 | 48 | 73 | 143 | 259 | 602 | 726 5 | 32 | 51 | 79 | 147 | 259 | 603 | 614 6 | 34 | 54 | 83 | 152 | 260 | 603 | 603 7 | 36 | 57 | 85 | 154 | 260 | 604 | 604 8 | 36 | 58 | 85 | 153 | 260 | 604 | 604 9 | 36 | 59 | 85 | 152 | 260 | 604 | 604 10 | 37 | 60 | 85 | 152 | 261 | 604 | 604 11 | 38 | 62 | 86 | 152 | 261 | 605 | 605 12 | 39 | 63 | 86 | 153 | 262 | 605 | 605 13 | 39 | 63 | 86 | 152 | 261 | 605 | 605 14 | 39 | 64 | 86 | 152 | 261 | 605 | 605 15 | 39 | 63 | 86 | 152 | 261 | 605 | 605 16 | 38 | 63 | 85 | 152 | 261 | 604 | 604 17 | 38 | 63 | 85 | 152 | 261 | 604 | 604 18 | 38 | 63 | 85 | 152 | 261 | 604 | 604 19 | 38 | 63 | 85 | 152 | 261 | 604 | 604 20 | 39 | 63 | 86 | 152 | 261 | 604 | 604 21 | 39 | 63 | 86 | 152 | 261 | 605 | 605 22 | 39 | 63 | 86 | 152 | 261 | 605 | 605 23 | 39 | 63 | 86 | 152 | 261 | 604 | 604 24 | 38 | 63 | 85 | 152 | 261 | 604 | 604 25 | 38 | 63 | 85 | 151 | 260 | 604 | 604 26 | 38 | 62 | 85 | 151 | 260 | 603 | 603 27 | 37 | 62 | 84 | 150 | 259 | 603 | 603 28 | 37 | 61 | 84 | 150 | 259 | 603 | 603 29 | 36 | 61 | 83 | 150 | 259 | 602 | 602 30 | 36 | 60 | 83 | 149 | 258 | 602 | 602 2.27. Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 124 | 139 | 165 | 245 | 360 | 703 | 1 385 2 | 122 | 138 | 164 | 244 | 358 | 702 | 1 129 3 | 123 | 139 | 164 | 235 | 354 | 697 | 931 4 | 123 | 141 | 166 | 236 | 352 | 695 | 777 5 | 124 | 143 | 170 | 238 | 351 | 694 | 694 6 | 123 | 144 | 172 | 241 | 349 | 693 | 693 7 | 124 | 145 | 173 | 242 | 348 | 692 | 692 8 | 123 | 145 | 172 | 240 | 347 | 691 | 691 9 | 122 | 144 | 170 | 237 | 346 | 690 | 690 10 | 122 | 145 | 170 | 237 | 346 | 689 | 689 11 | 121 | 145 | 169 | 236 | 345 | 688 | 688 12 | 121 | 145 | 168 | 235 | 344 | 687 | 687 13 | 120 | 144 | 167 | 233 | 342 | 686 | 686 14 | 119 | 144 | 166 | 232 | 341 | 685 | 685 15 | 117 | 141 | 164 | 230 | 339 | 682 | 682 16 | 115 | 139 | 161 | 228 | 337 | 680 | 680 17 | 112 | 136 | 159 | 225 | 334 | 678 | 678 18 | 109 | 134 | 156 | 223 | 332 | 675 | 675 19 | 107 | 132 | 154 | 221 | 330 | 673 | 673 20 | 105 | 130 | 152 | 218 | 327 | 671 | 671 21 | 103 | 127 | 150 | 216 | 325 | 669 | 669 22 | 101 | 125 | 148 | 214 | 323 | 666 | 666 23 | 98 | 123 | 145 | 212 | 321 | 664 | 664 24 | 96 | 121 | 143 | 210 | 319 | 662 | 662 25 | 94 | 119 | 141 | 207 | 316 | 660 | 660 26 | 92 | 117 | 139 | 205 | 314 | 658 | 658 27 | 90 | 115 | 137 | 203 | 312 | 656 | 656 28 | 88 | 113 | 135 | 201 | 310 | 654 | 654 29 | 86 | 111 | 133 | 199 | 308 | 652 | 652 30 | 84 | 109 | 131 | 197 | 306 | 650 | 650 2.28. Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 9 | 35 | 115 | 229 | 573 | 1 234 2 | 1 | 11 | 37 | 117 | 231 | 575 | 1 014 3 | 2 | 15 | 40 | 111 | 229 | 573 | 840 4 | 2 | 19 | 44 | 114 | 229 | 573 | 703 5 | 4 | 22 | 50 | 117 | 230 | 574 | 595 6 | 5 | 25 | 54 | 123 | 231 | 574 | 574 7 | 7 | 28 | 56 | 125 | 231 | 575 | 575 8 | 7 | 29 | 56 | 124 | 231 | 575 | 575 9 | 7 | 29 | 55 | 122 | 231 | 575 | 575 10 | 7 | 31 | 56 | 122 | 231 | 575 | 575 11 | 8 | 31 | 55 | 122 | 231 | 574 | 574 12 | 8 | 32 | 55 | 122 | 231 | 574 | 574 13 | 10 | 32 | 55 | 121 | 230 | 574 | 574 14 | 10 | 33 | 55 | 121 | 230 | 574 | 574 15 | 11 | 32 | 55 | 121 | 230 | 574 | 574 16 | 11 | 32 | 54 | 121 | 230 | 573 | 573 17 | 13 | 32 | 54 | 121 | 230 | 573 | 573 18 | 13 | 32 | 54 | 121 | 230 | 573 | 573 19 | 14 | 32 | 55 | 121 | 230 | 573 | 573 20 | 14 | 33 | 55 | 122 | 231 | 574 | 574 21 | 15 | 33 | 56 | 122 | 231 | 575 | 575 22 | 16 | 34 | 56 | 123 | 232 | 575 | 575 23 | 17 | 34 | 57 | 123 | 232 | 575 | 575 24 | 17 | 34 | 57 | 123 | 232 | 576 | 576 25 | 18 | 35 | 57 | 123 | 232 | 576 | 576 26 | 18 | 35 | 57 | 124 | 233 | 576 | 576 27 | 19 | 35 | 57 | 124 | 233 | 576 | 576 28 | 20 | 35 | 58 | 124 | 233 | 576 | 576 29 | 20 | 35 | 58 | 124 | 233 | 577 | 577 30 | 21 | 36 | 58 | 124 | 233 | 577 | 577 2.29. South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 35 | 50 | 77 | 156 | 271 | 614 | 1 243 2 | 35 | 51 | 77 | 157 | 271 | 615 | 1 019 3 | 35 | 52 | 77 | 148 | 267 | 610 | 843 4 | 36 | 53 | 79 | 149 | 264 | 608 | 705 5 | 36 | 55 | 83 | 150 | 263 | 607 | 607 6 | 39 | 59 | 88 | 156 | 265 | 608 | 608 7 | 36 | 58 | 86 | 155 | 261 | 604 | 604 8 | 40 | 62 | 89 | 157 | 265 | 608 | 608 9 | 40 | 62 | 88 | 155 | 264 | 607 | 607 10 | 34 | 57 | 82 | 149 | 258 | 601 | 601 11 | 30 | 53 | 77 | 144 | 253 | 596 | 596 12 | 26 | 51 | 74 | 140 | 249 | 593 | 593 13 | 24 | 49 | 71 | 138 | 247 | 590 | 590 14 | 22 | 47 | 69 | 136 | 245 | 588 | 588 15 | 21 | 45 | 68 | 134 | 243 | 587 | 587 16 | 19 | 44 | 66 | 133 | 242 | 585 | 585 17 | 18 | 43 | 65 | 132 | 241 | 584 | 584 18 | 18 | 42 | 65 | 131 | 240 | 583 | 583 19 | 17 | 42 | 64 | 131 | 240 | 583 | 583 20 | 17 | 42 | 64 | 131 | 240 | 583 | 583 21 | 17 | 42 | 64 | 131 | 240 | 583 | 583 22 | 17 | 42 | 64 | 131 | 240 | 583 | 583 23 | 17 | 42 | 64 | 131 | 240 | 583 | 583 24 | 17 | 42 | 64 | 131 | 240 | 583 | 583 25 | 17 | 42 | 64 | 131 | 240 | 583 | 583 26 | 18 | 42 | 64 | 130 | 239 | 583 | 583 27 | 19 | 42 | 64 | 130 | 239 | 583 | 583 28 | 20 | 42 | 64 | 130 | 239 | 583 | 583 29 | 20 | 42 | 64 | 130 | 239 | 583 | 583 30 | 21 | 41 | 64 | 130 | 239 | 583 | 583 2.30. Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 186 | 202 | 228 | 308 | 422 | 766 | 1 453 2 | 184 | 199 | 226 | 306 | 420 | 764 | 1 187 3 | 181 | 198 | 223 | 294 | 412 | 756 | 980 4 | 179 | 197 | 222 | 292 | 407 | 751 | 818 5 | 176 | 195 | 222 | 290 | 403 | 746 | 746 6 | 173 | 193 | 222 | 290 | 398 | 742 | 742 7 | 170 | 191 | 219 | 288 | 394 | 738 | 738 8 | 166 | 188 | 215 | 283 | 390 | 734 | 734 9 | 162 | 185 | 211 | 277 | 386 | 730 | 730 10 | 158 | 182 | 207 | 273 | 382 | 726 | 726 11 | 155 | 179 | 203 | 269 | 378 | 722 | 722 12 | 152 | 176 | 199 | 265 | 374 | 718 | 718 13 | 148 | 173 | 195 | 262 | 371 | 714 | 714 14 | 145 | 169 | 192 | 258 | 367 | 710 | 710 15 | 141 | 166 | 188 | 254 | 363 | 707 | 707 16 | 138 | 162 | 185 | 251 | 360 | 704 | 704 17 | 135 | 159 | 182 | 248 | 357 | 701 | 701 18 | 132 | 156 | 179 | 245 | 354 | 698 | 698 19 | 129 | 154 | 176 | 242 | 351 | 695 | 695 20 | 127 | 151 | 174 | 240 | 349 | 692 | 692 21 | 124 | 149 | 171 | 237 | 346 | 690 | 690 22 | 121 | 146 | 168 | 235 | 344 | 687 | 687 23 | 119 | 144 | 166 | 232 | 341 | 685 | 685 24 | 116 | 141 | 163 | 230 | 339 | 682 | 682 25 | 114 | 139 | 161 | 227 | 336 | 680 | 680 26 | 112 | 136 | 159 | 225 | 334 | 678 | 678 27 | 109 | 134 | 156 | 223 | 332 | 675 | 675 28 | 107 | 132 | 154 | 221 | 330 | 673 | 673 29 | 105 | 130 | 152 | 218 | 327 | 671 | 671 30 | 103 | 128 | 150 | 216 | 325 | 669 | 669 2.31. US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 9 | 26 | 52 | 111 | 246 | 590 | 1 242 2 | 9 | 26 | 52 | 111 | 246 | 590 | 1 019 3 | 10 | 29 | 54 | 105 | 245 | 588 | 843 4 | 12 | 34 | 57 | 102 | 245 | 588 | 706 5 | 17 | 41 | 62 | 105 | 246 | 590 | 597 6 | 19 | 44 | 67 | 101 | 247 | 590 | 590 7 | 19 | 46 | 65 | 93 | 247 | 591 | 591 8 | 17 | 44 | 64 | 92 | 248 | 591 | 591 9 | 17 | 45 | 66 | 96 | 248 | 591 | 591 10 | 19 | 48 | 69 | 100 | 248 | 592 | 592 11 | 21 | 50 | 71 | 103 | 248 | 592 | 592 12 | 23 | 53 | 72 | 104 | 248 | 592 | 592 13 | 24 | 55 | 72 | 104 | 248 | 592 | 592 14 | 24 | 55 | 73 | 104 | 249 | 592 | 592 15 | 24 | 55 | 73 | 104 | 249 | 592 | 592 16 | 24 | 55 | 73 | 104 | 248 | 592 | 592 17 | 24 | 55 | 73 | 104 | 248 | 592 | 592 18 | 24 | 55 | 73 | 104 | 248 | 592 | 592 19 | 24 | 55 | 73 | 104 | 248 | 592 | 592 20 | 24 | 55 | 73 | 104 | 249 | 593 | 593 21 | 24 | 55 | 73 | 104 | 249 | 593 | 593 22 | 24 | 55 | 73 | 104 | 250 | 593 | 593 23 | 24 | 55 | 73 | 104 | 250 | 593 | 593 24 | 24 | 55 | 73 | 104 | 250 | 593 | 593 25 | 24 | 55 | 73 | 104 | 250 | 593 | 593 26 | 24 | 55 | 73 | 104 | 250 | 594 | 594 27 | 24 | 55 | 73 | 104 | 250 | 594 | 594 28 | 24 | 55 | 73 | 104 | 250 | 593 | 593 29 | 24 | 55 | 73 | 104 | 250 | 593 | 593 30 | 24 | 55 | 73 | 104 | 250 | 593 | 593 2.32.

Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 13 | 93 | 207 | 551 | 1 216 2 | 1 | 5 | 12 | 92 | 206 | 550 | 996 3 | 2 | 5 | 11 | 82 | 201 | 544 | 823 4 | 2 | 6 | 13 | 83 | 199 | 542 | 687 5 | 3 | 7 | 18 | 85 | 198 | 542 | 581 6 | 4 | 8 | 21 | 90 | 198 | 541 | 541 7 | 5 | 9 | 22 | 92 | 197 | 541 | 541 8 | 5 | 9 | 22 | 90 | 197 | 541 | 541 9 | 7 | 11 | 22 | 89 | 198 | 541 | 541 10 | 7 | 11 | 22 | 89 | 198 | 541 | 541 11 | 8 | 12 | 23 | 89 | 198 | 542 | 542 12 | 8 | 13 | 25 | 89 | 198 | 542 | 542 13 | 10 | 14 | 26 | 90 | 199 | 542 | 542 14 | 10 | 14 | 29 | 90 | 199 | 542 | 542 15 | 11 | 16 | 30 | 90 | 199 | 543 | 543 16 | 11 | 16 | 31 | 90 | 199 | 543 | 543 17 | 12 | 17 | 33 | 91 | 200 | 543 | 543 18 | 13 | 18 | 34 | 91 | 200 | 544 | 544 19 | 14 | 19 | 35 | 92 | 201 | 544 | 544 20 | 14 | 19 | 37 | 93 | 202 | 545 | 545 21 | 15 | 20 | 38 | 93 | 202 | 546 | 546 22 | 15 | 21 | 39 | 94 | 203 | 546 | 546 23 | 16 | 22 | 40 | 94 | 203 | 547 | 547 24 | 17 | 22 | 42 | 95 | 204 | 547 | 547 25 | 17 | 23 | 43 | 95 | 204 | 547 | 547 26 | 18 | 24 | 45 | 95 | 204 | 548 | 548 27 | 18 | 25 | 46 | 95 | 204 | 548 | 548 28 | 19 | 25 | 47 | 95 | 204 | 548 | 548 29 | 20 | 26 | 48 | 95 | 204 | 548 | 548 30 | 20 | 28 | 49 | 95 | 204 | 548 | 548 3\. Other exposures 3.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 22 | 45 | 168 | 306 | 3 077 2 | 1 | 15 | 22 | 45 | 168 | 343 | 2 294 3 | 1 | 16 | 24 | 50 | 162 | 356 | 1 732 4 | 1 | 17 | 27 | 54 | 160 | 354 | 1 338 5 | 2 | 19 | 31 | 56 | 160 | 345 | 1 060 6 | 3 | 21 | 33 | 59 | 160 | 332 | 860 7 | 4 | 24 | 35 | 61 | 160 | 316 | 711 8 | 4 | 25 | 37 | 64 | 160 | 300 | 597 9 | 5 | 26 | 38 | 67 | 160 | 283 | 508 10 | 5 | 27 | 40 | 69 | 160 | 266 | 438 11 | 5 | 27 | 40 | 70 | 160 | 253 | 380 12 | 6 | 27 | 40 | 70 | 160 | 253 | 333 13 | 6 | 27 | 40 | 70 | 160 | 253 | 293 14 | 6 | 27 | 40 | 70 | 160 | 253 | 259 15 | 6 | 27 | 42 | 70 | 160 | 253 | 253 16 | 7 | 27 | 44 | 70 | 160 | 253 | 253 17 | 8 | 27 | 47 | 70 | 160 | 253 | 253 18 | 8 | 27 | 49 | 70 | 160 | 253 | 253 19 | 9 | 27 | 52 | 70 | 160 | 253 | 253 20 | 9 | 27 | 54 | 70 | 160 | 253 | 253 21 | 9 | 27 | 57 | 70 | 160 | 253 | 253 22 | 10 | 27 | 59 | 70 | 160 | 253 | 253 23 | 10 | 27 | 62 | 70 | 160 | 253 | 253 24 | 11 | 27 | 64 | 70 | 160 | 253 | 253 25 | 11 | 27 | 67 | 72 | 160 | 253 | 253 26 | 11 | 27 | 70 | 75 | 160 | 253 | 253 27 | 12 | 27 | 72 | 77 | 160 | 253 | 253 28 | 12 | 27 | 75 | 78 | 160 | 253 | 253 29 | 13 | 27 | 78 | 81 | 160 | 253 | 253 30 | 13 | 27 | 80 | 83 | 160 | 253 | 253 3.2. Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 19 | 26 | 50 | 172 | 309 | 3 112 2 | 7 | 22 | 28 | 52 | 174 | 347 | 2 324 3 | 7 | 22 | 31 | 57 | 169 | 360 | 1 755 4 | 7 | 23 | 34 | 61 | 167 | 359 | 1 355 5 | 8 | 25 | 37 | 62 | 166 | 349 | 1 073 6 | 9 | 27 | 39 | 65 | 166 | 335 | 869 7 | 10 | 30 | 41 | 67 | 165 | 319 | 718 8 | 9 | 30 | 41 | 69 | 165 | 302 | 603 9 | 9 | 30 | 43 | 72 | 164 | 285 | 513 10 | 9 | 31 | 44 | 73 | 164 | 268 | 441 11 | 9 | 31 | 44 | 74 | 163 | 257 | 383 12 | 9 | 30 | 43 | 73 | 163 | 256 | 335 13 | 8 | 29 | 43 | 73 | 162 | 256 | 295 14 | 7 | 29 | 42 | 72 | 162 | 255 | 261 15 | 7 | 29 | 42 | 72 | 161 | 255 | 255 16 | 7 | 28 | 44 | 71 | 161 | 254 | 254 17 | 8 | 28 | 47 | 71 | 161 | 254 | 254 18 | 8 | 28 | 50 | 71 | 160 | 254 | 254 19 | 9 | 28 | 52 | 71 | 160 | 254 | 254 20 | 9 | 28 | 55 | 71 | 161 | 254 | 254 21 | 9 | 28 | 58 | 72 | 161 | 254 | 254 22 | 10 | 29 | 59 | 72 | 161 | 255 | 255 23 | 10 | 29 | 62 | 72 | 162 | 255 | 255 24 | 11 | 29 | 65 | 72 | 162 | 255 | 255 25 | 11 | 29 | 68 | 73 | 162 | 255 | 255 26 | 11 | 29 | 71 | 75 | 162 | 255 | 255 27 | 12 | 29 | 73 | 77 | 162 | 255 | 255 28 | 12 | 29 | 76 | 80 | 162 | 255 | 255 29 | 13 | 29 | 78 | 81 | 162 | 255 | 255 30 | 14 | 29 | 81 | 83 | 162 | 255 | 255 3.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 22 | 45 | 168 | 306 | 3 077 2 | 1 | 15 | 22 | 45 | 168 | 343 | 2 294 3 | 1 | 15 | 24 | 50 | 162 | 356 | 1 732 4 | 1 | 16 | 27 | 54 | 160 | 354 | 1 338 5 | 2 | 19 | 31 | 56 | 160 | 345 | 1 060 6 | 3 | 21 | 33 | 59 | 160 | 332 | 859 7 | 4 | 24 | 35 | 61 | 160 | 316 | 711 8 | 4 | 25 | 36 | 64 | 160 | 299 | 597 9 | 5 | 26 | 38 | 67 | 160 | 283 | 508 10 | 5 | 26 | 40 | 69 | 160 | 266 | 438 11 | 5 | 27 | 40 | 70 | 160 | 253 | 380 12 | 6 | 27 | 40 | 70 | 160 | 253 | 333 13 | 6 | 27 | 40 | 70 | 160 | 253 | 293 14 | 6 | 27 | 40 | 70 | 160 | 253 | 259 15 | 6 | 27 | 42 | 70 | 160 | 253 | 253 16 | 7 | 27 | 44 | 70 | 160 | 253 | 253 17 | 8 | 27 | 47 | 70 | 160 | 253 | 253 18 | 8 | 27 | 49 | 70 | 160 | 253 | 253 19 | 9 | 27 | 52 | 70 | 160 | 253 | 253 20 | 9 | 27 | 54 | 70 | 160 | 253 | 253 21 | 9 | 27 | 57 | 70 | 160 | 253 | 253 22 | 10 | 27 | 59 | 70 | 160 | 253 | 253 23 | 10 | 27 | 62 | 70 | 160 | 253 | 253 24 | 11 | 27 | 64 | 70 | 160 | 253 | 253 25 | 11 | 27 | 67 | 72 | 160 | 253 | 253 26 | 11 | 27 | 70 | 75 | 160 | 253 | 253 27 | 12 | 27 | 72 | 77 | 160 | 253 | 253 28 | 12 | 27 | 75 | 78 | 160 | 253 | 253 29 | 13 | 27 | 78 | 81 | 160 | 253 | 253 30 | 13 | 27 | 80 | 83 | 160 | 253 | 253 3.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 96 | 102 | 126 | 248 | 344 | 3 099 2 | 76 | 91 | 97 | 121 | 243 | 346 | 2 319 3 | 78 | 94 | 103 | 129 | 240 | 359 | 1 751 4 | 76 | 92 | 103 | 129 | 235 | 360 | 1 359 5 | 74 | 91 | 104 | 129 | 232 | 352 | 1 080 6 | 73 | 92 | 104 | 129 | 230 | 339 | 878 7 | 72 | 92 | 103 | 129 | 228 | 324 | 728 8 | 71 | 91 | 103 | 130 | 226 | 319 | 612 9 | 70 | 91 | 103 | 132 | 225 | 318 | 522 10 | 66 | 88 | 101 | 130 | 221 | 314 | 450 11 | 63 | 85 | 98 | 128 | 218 | 311 | 391 12 | 62 | 83 | 97 | 127 | 216 | 309 | 342 13 | 61 | 82 | 96 | 126 | 215 | 309 | 309 14 | 60 | 82 | 95 | 125 | 215 | 308 | 308 15 | 60 | 81 | 95 | 125 | 214 | 308 | 308 16 | 59 | 81 | 94 | 124 | 213 | 307 | 307 17 | 59 | 80 | 93 | 123 | 213 | 306 | 306 18 | 58 | 79 | 93 | 123 | 212 | 305 | 305 19 | 57 | 78 | 92 | 122 | 211 | 305 | 305 20 | 56 | 78 | 91 | 121 | 211 | 304 | 304 21 | 56 | 77 | 90 | 120 | 210 | 303 | 303 22 | 55 | 76 | 89 | 119 | 209 | 302 | 302 23 | 54 | 75 | 88 | 118 | 208 | 301 | 301 24 | 53 | 74 | 87 | 117 | 207 | 300 | 300 25 | 52 | 73 | 86 | 116 | 206 | 299 | 299 26 | 50 | 72 | 85 | 115 | 205 | 298 | 298 27 | 49 | 71 | 84 | 114 | 204 | 297 | 297 28 | 48 | 70 | 83 | 113 | 203 | 296 | 296 29 | 47 | 69 | 82 | 112 | 202 | 295 | 295 30 | 46 | 68 | 83 | 111 | 201 | 294 | 294 3.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 4 | 19 | 26 | 49 | 172 | 305 | 3 066 2 | 6 | 21 | 28 | 51 | 173 | 342 | 2 289 3 | 7 | 22 | 31 | 57 | 169 | 355 | 1 730 4 | 8 | 24 | 35 | 61 | 167 | 355 | 1 338 5 | 9 | 26 | 38 | 63 | 167 | 346 | 1 061 6 | 10 | 29 | 41 | 66 | 167 | 333 | 861 7 | 11 | 31 | 42 | 68 | 167 | 317 | 712 8 | 11 | 31 | 43 | 70 | 166 | 301 | 599 9 | 11 | 32 | 44 | 73 | 166 | 284 | 510 10 | 11 | 32 | 45 | 75 | 165 | 267 | 439 11 | 10 | 32 | 45 | 75 | 165 | 258 | 381 12 | 10 | 31 | 45 | 75 | 164 | 258 | 334 13 | 10 | 31 | 44 | 74 | 164 | 257 | 295 14 | 9 | 31 | 44 | 74 | 164 | 257 | 261 15 | 9 | 30 | 44 | 74 | 163 | 257 | 257 16 | 8 | 30 | 45 | 73 | 163 | 256 | 256 17 | 8 | 30 | 47 | 73 | 163 | 256 | 256 18 | 8 | 30 | 50 | 73 | 162 | 256 | 256 19 | 9 | 30 | 52 | 73 | 162 | 256 | 256 20 | 9 | 30 | 55 | 73 | 163 | 256 | 256 21 | 10 | 30 | 58 | 74 | 163 | 256 | 256 22 | 10 | 31 | 61 | 74 | 163 | 257 | 257 23 | 10 | 31 | 63 | 74 | 164 | 257 | 257 24 | 11 | 31 | 66 | 74 | 164 | 257 | 257 25 | 11 | 31 | 68 | 74 | 164 | 257 | 257 26 | 12 | 31 | 71 | 75 | 164 | 257 | 257 27 | 12 | 31 | 73 | 77 | 164 | 257 | 257 28 | 12 | 31 | 76 | 80 | 164 | 257 | 257 29 | 13 | 31 | 79 | 82 | 164 | 257 | 257 30 | 14 | 31 | 82 | 84 | 164 | 257 | 257 3.6. Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 62 | 69 | 92 | 214 | 310 | 3 109 2 | 51 | 66 | 72 | 96 | 218 | 348 | 2 331 3 | 55 | 70 | 79 | 105 | 217 | 363 | 1 769 4 | 57 | 74 | 85 | 111 | 217 | 364 | 1 372 5 | 59 | 77 | 89 | 114 | 218 | 355 | 1 089 6 | 60 | 79 | 91 | 117 | 217 | 342 | 883 7 | 61 | 81 | 92 | 118 | 217 | 326 | 730 8 | 60 | 80 | 92 | 119 | 215 | 309 | 614 9 | 59 | 80 | 92 | 121 | 214 | 307 | 523 10 | 58 | 79 | 92 | 122 | 212 | 306 | 450 11 | 56 | 78 | 91 | 121 | 211 | 304 | 391 12 | 55 | 76 | 89 | 119 | 209 | 302 | 342 13 | 53 | 75 | 88 | 118 | 207 | 301 | 301 14 | 52 | 73 | 86 | 116 | 206 | 299 | 299 15 | 50 | 72 | 85 | 115 | 205 | 298 | 298 16 | 49 | 71 | 84 | 114 | 204 | 297 | 297 17 | 48 | 70 | 83 | 113 | 203 | 296 | 296 18 | 47 | 69 | 82 | 112 | 202 | 295 | 295 19 | 47 | 68 | 81 | 111 | 201 | 294 | 294 20 | 46 | 67 | 81 | 111 | 200 | 294 | 294 21 | 45 | 67 | 80 | 110 | 200 | 293 | 293 22 | 44 | 66 | 79 | 109 | 199 | 292 | 292 23 | 44 | 65 | 78 | 108 | 198 | 291 | 291 24 | 43 | 64 | 77 | 108 | 197 | 290 | 290 25 | 42 | 63 | 77 | 107 | 196 | 290 | 290 26 | 41 | 63 | 76 | 106 | 195 | 289 | 289 27 | 40 | 62 | 75 | 105 | 195 | 288 | 288 28 | 39 | 61 | 77 | 104 | 194 | 287 | 287 29 | 38 | 60 | 79 | 103 | 193 | 286 | 286 30 | 38 | 59 | 83 | 102 | 192 | 285 | 285 3.7. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 21 | 44 | 167 | 306 | 3 075 2 | 0 | 14 | 21 | 44 | 167 | 343 | 2 292 3 | 1 | 15 | 23 | 49 | 161 | 355 | 1 731 4 | 1 | 16 | 26 | 53 | 159 | 354 | 1 337 5 | 2 | 18 | 30 | 55 | 159 | 345 | 1 059 6 | 2 | 21 | 32 | 58 | 159 | 332 | 859 7 | 4 | 23 | 34 | 60 | 159 | 316 | 710 8 | 4 | 24 | 36 | 63 | 159 | 299 | 597 9 | 4 | 25 | 37 | 66 | 159 | 282 | 508 10 | 4 | 26 | 39 | 68 | 159 | 266 | 437 11 | 4 | 26 | 39 | 69 | 159 | 252 | 380 12 | 6 | 26 | 39 | 69 | 159 | 252 | 332 13 | 6 | 26 | 39 | 69 | 159 | 252 | 293 14 | 6 | 26 | 39 | 69 | 159 | 252 | 259 15 | 6 | 26 | 42 | 69 | 159 | 252 | 252 16 | 7 | 26 | 44 | 69 | 159 | 252 | 252 17 | 7 | 26 | 47 | 69 | 159 | 252 | 252 18 | 8 | 26 | 49 | 69 | 159 | 252 | 252 19 | 9 | 26 | 52 | 69 | 159 | 252 | 252 20 | 9 | 26 | 54 | 69 | 159 | 252 | 252 21 | 9 | 26 | 57 | 69 | 159 | 252 | 252 22 | 10 | 26 | 59 | 69 | 159 | 252 | 252 23 | 10 | 26 | 62 | 69 | 159 | 252 | 252 24 | 11 | 26 | 64 | 70 | 159 | 252 | 252 25 | 11 | 26 | 67 | 72 | 159 | 252 | 252 26 | 11 | 26 | 70 | 75 | 159 | 252 | 252 27 | 12 | 26 | 72 | 77 | 159 | 252 | 252 28 | 12 | 26 | 75 | 78 | 159 | 252 | 252 29 | 13 | 26 | 78 | 81 | 159 | 252 | 252 30 | 13 | 26 | 80 | 83 | 159 | 252 | 252 3.8. Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 23 | 46 | 186 | 309 | 3 115 2 | 0 | 11 | 23 | 46 | 186 | 347 | 2 323 3 | 1 | 11 | 24 | 51 | 180 | 360 | 1 754 4 | 1 | 13 | 27 | 57 | 177 | 358 | 1 355 5 | 2 | 16 | 29 | 60 | 176 | 349 | 1 073 6 | 2 | 18 | 33 | 61 | 175 | 335 | 869 7 | 3 | 21 | 36 | 60 | 174 | 319 | 718 8 | 4 | 23 | 37 | 60 | 172 | 302 | 603 9 | 6 | 31 | 41 | 58 | 172 | 285 | 513 10 | 9 | 34 | 41 | 57 | 171 | 268 | 441 11 | 8 | 33 | 41 | 56 | 170 | 263 | 383 12 | 6 | 32 | 40 | 56 | 169 | 262 | 335 13 | 6 | 30 | 40 | 56 | 168 | 262 | 295 14 | 6 | 30 | 41 | 56 | 168 | 261 | 261 15 | 6 | 30 | 42 | 56 | 167 | 260 | 260 16 | 7 | 30 | 44 | 56 | 165 | 258 | 258 17 | 8 | 30 | 47 | 56 | 164 | 257 | 257 18 | 8 | 30 | 50 | 57 | 164 | 257 | 257 19 | 9 | 30 | 52 | 60 | 164 | 257 | 257 20 | 9 | 30 | 55 | 61 | 164 | 257 | 257 21 | 9 | 30 | 57 | 63 | 164 | 258 | 258 22 | 10 | 30 | 59 | 66 | 164 | 257 | 257 23 | 10 | 30 | 62 | 68 | 164 | 257 | 257 24 | 11 | 30 | 64 | 70 | 163 | 257 | 257 25 | 11 | 30 | 67 | 73 | 163 | 256 | 256 26 | 11 | 30 | 69 | 75 | 162 | 256 | 256 27 | 12 | 30 | 72 | 76 | 162 | 255 | 255 28 | 12 | 30 | 75 | 78 | 162 | 255 | 255 29 | 13 | 30 | 78 | 81 | 161 | 254 | 254 30 | 13 | 30 | 80 | 83 | 161 | 254 | 254 3.9. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 83 | 97 | 104 | 127 | 250 | 346 | 3 138 2 | 80 | 95 | 101 | 125 | 247 | 351 | 2 353 3 | 77 | 93 | 101 | 127 | 239 | 366 | 1 784 4 | 75 | 91 | 102 | 129 | 234 | 366 | 1 383 5 | 73 | 90 | 102 | 127 | 231 | 358 | 1 099 6 | 72 | 91 | 102 | 128 | 229 | 345 | 893 7 | 71 | 90 | 101 | 127 | 226 | 329 | 739 8 | 68 | 88 | 100 | 127 | 223 | 317 | 622 9 | 66 | 87 | 99 | 128 | 221 | 314 | 530 10 | 64 | 86 | 99 | 128 | 219 | 312 | 456 11 | 63 | 84 | 98 | 127 | 217 | 311 | 397 12 | 61 | 83 | 96 | 126 | 216 | 309 | 347 13 | 59 | 81 | 94 | 124 | 214 | 307 | 307 14 | 58 | 79 | 93 | 123 | 212 | 306 | 306 15 | 56 | 78 | 91 | 121 | 211 | 304 | 304 16 | 55 | 77 | 90 | 120 | 210 | 303 | 303 17 | 54 | 76 | 89 | 119 | 208 | 302 | 302 18 | 53 | 75 | 88 | 118 | 207 | 301 | 301 19 | 52 | 74 | 87 | 117 | 207 | 300 | 300 20 | 51 | 73 | 86 | 116 | 206 | 299 | 299 21 | 50 | 72 | 85 | 115 | 205 | 298 | 298 22 | 50 | 71 | 84 | 114 | 204 | 297 | 297 23 | 49 | 70 | 83 | 113 | 203 | 296 | 296 24 | 47 | 69 | 82 | 112 | 202 | 295 | 295 25 | 46 | 68 | 81 | 111 | 201 | 294 | 294 26 | 45 | 67 | 80 | 110 | 200 | 293 | 293 27 | 44 | 66 | 79 | 109 | 199 | 292 | 292 28 | 43 | 65 | 78 | 108 | 198 | 291 | 291 29 | 42 | 64 | 81 | 107 | 197 | 290 | 290 30 | 42 | 63 | 84 | 106 | 196 | 289 | 289 3.10. Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 56 | 70 | 77 | 100 | 223 | 318 | 3 170 2 | 54 | 69 | 75 | 99 | 221 | 353 | 2 370 3 | 52 | 68 | 76 | 102 | 214 | 367 | 1 793 4 | 51 | 67 | 78 | 105 | 211 | 367 | 1 388 5 | 50 | 67 | 79 | 104 | 208 | 358 | 1 100 6 | 49 | 68 | 80 | 106 | 206 | 344 | 892 7 | 49 | 69 | 80 | 106 | 204 | 328 | 738 8 | 47 | 68 | 79 | 107 | 203 | 311 | 620 9 | 46 | 67 | 79 | 108 | 201 | 294 | 527 10 | 45 | 67 | 80 | 109 | 200 | 293 | 454 11 | 44 | 66 | 79 | 109 | 199 | 292 | 394 12 | 43 | 65 | 78 | 108 | 198 | 291 | 345 13 | 43 | 64 | 77 | 107 | 197 | 290 | 304 14 | 42 | 63 | 77 | 107 | 196 | 290 | 290 15 | 41 | 63 | 76 | 106 | 196 | 289 | 289 16 | 40 | 62 | 75 | 105 | 195 | 288 | 288 17 | 40 | 61 | 74 | 104 | 194 | 287 | 287 18 | 39 | 60 | 74 | 104 | 193 | 287 | 287 19 | 38 | 60 | 73 | 103 | 193 | 286 | 286 20 | 38 | 60 | 73 | 103 | 193 | 286 | 286 21 | 38 | 59 | 73 | 103 | 192 | 286 | 286 22 | 37 | 59 | 72 | 102 | 192 | 285 | 285 23 | 37 | 58 | 72 | 102 | 191 | 285 | 285 24 | 36 | 58 | 71 | 101 | 191 | 284 | 284 25 | 36 | 57 | 70 | 100 | 190 | 283 | 283 26 | 35 | 57 | 72 | 100 | 189 | 283 | 283 27 | 34 | 56 | 75 | 99 | 189 | 282 | 282 28 | 34 | 55 | 77 | 98 | 188 | 281 | 281 29 | 33 | 54 | 81 | 98 | 187 | 281 | 281 30 | 32 | 54 | 83 | 97 | 187 | 280 | 280 3.11. Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 26 | 40 | 47 | 70 | 193 | 311 | 3 137 2 | 26 | 40 | 47 | 71 | 193 | 349 | 2 342 3 | 25 | 40 | 49 | 75 | 187 | 362 | 1 768 4 | 24 | 40 | 51 | 77 | 183 | 361 | 1 366 5 | 24 | 41 | 53 | 78 | 182 | 352 | 1 082 6 | 24 | 43 | 55 | 81 | 181 | 338 | 877 7 | 25 | 45 | 56 | 82 | 181 | 322 | 725 8 | 24 | 45 | 56 | 84 | 180 | 305 | 609 9 | 24 | 45 | 57 | 86 | 179 | 288 | 518 10 | 24 | 45 | 58 | 88 | 178 | 272 | 446 11 | 23 | 45 | 58 | 88 | 178 | 271 | 387 12 | 22 | 44 | 57 | 87 | 177 | 270 | 338 13 | 22 | 43 | 56 | 86 | 176 | 269 | 298 14 | 21 | 42 | 55 | 86 | 175 | 268 | 268 15 | 20 | 42 | 55 | 85 | 174 | 268 | 268 16 | 19 | 41 | 54 | 84 | 173 | 267 | 267 17 | 19 | 40 | 53 | 83 | 173 | 266 | 266 18 | 18 | 40 | 53 | 83 | 172 | 266 | 266 19 | 18 | 39 | 53 | 83 | 172 | 265 | 265 20 | 18 | 39 | 55 | 83 | 172 | 265 | 265 21 | 18 | 39 | 58 | 83 | 172 | 266 | 266 22 | 18 | 39 | 61 | 83 | 172 | 265 | 265 23 | 18 | 39 | 63 | 82 | 172 | 265 | 265 24 | 17 | 39 | 66 | 82 | 172 | 265 | 265 25 | 17 | 39 | 68 | 82 | 172 | 265 | 265 26 | 17 | 39 | 71 | 82 | 171 | 265 | 265 27 | 17 | 38 | 73 | 82 | 171 | 264 | 264 28 | 17 | 38 | 77 | 81 | 171 | 264 | 264 29 | 16 | 38 | 79 | 82 | 171 | 264 | 264 30 | 16 | 38 | 82 | 84 | 170 | 264 | 264 3.12. Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 25 | 147 | 304 | 3 057 2 | 0 | 1 | 6 | 26 | 148 | 341 | 2 278 3 | 1 | 1 | 9 | 31 | 143 | 353 | 1 719 4 | 1 | 3 | 12 | 35 | 140 | 352 | 1 328 5 | 2 | 4 | 15 | 36 | 140 | 343 | 1 052 6 | 2 | 4 | 18 | 40 | 140 | 329 | 853 7 | 3 | 6 | 20 | 42 | 140 | 314 | 705 8 | 4 | 6 | 23 | 44 | 140 | 297 | 592 9 | 4 | 8 | 26 | 47 | 140 | 280 | 504 10 | 4 | 8 | 28 | 50 | 140 | 263 | 433 11 | 4 | 9 | 31 | 52 | 141 | 247 | 376 12 | 6 | 10 | 33 | 50 | 140 | 233 | 329 13 | 6 | 11 | 36 | 52 | 141 | 234 | 290 14 | 6 | 12 | 39 | 51 | 141 | 234 | 257 15 | 6 | 13 | 41 | 50 | 140 | 233 | 233 16 | 7 | 13 | 44 | 51 | 139 | 232 | 232 17 | 7 | 14 | 46 | 54 | 138 | 232 | 232 18 | 8 | 16 | 48 | 57 | 139 | 232 | 232 19 | 9 | 16 | 51 | 58 | 139 | 232 | 232 20 | 9 | 17 | 54 | 60 | 140 | 233 | 233 21 | 9 | 18 | 56 | 63 | 140 | 233 | 233 22 | 10 | 19 | 59 | 65 | 140 | 234 | 234 23 | 10 | 19 | 62 | 67 | 140 | 234 | 234 24 | 11 | 20 | 64 | 69 | 140 | 234 | 234 25 | 11 | 22 | 67 | 71 | 140 | 233 | 233 26 | 11 | 22 | 69 | 73 | 140 | 233 | 233 27 | 12 | 23 | 72 | 75 | 141 | 233 | 233 28 | 12 | 24 | 74 | 78 | 141 | 233 | 233 29 | 12 | 25 | 76 | 79 | 142 | 233 | 233 30 | 13 | 25 | 79 | 81 | 144 | 233 | 233 3.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 57 | 63 | 87 | 209 | 315 | 3 183 2 | 42 | 57 | 63 | 87 | 209 | 354 | 2 376 3 | 41 | 56 | 65 | 91 | 203 | 367 | 1 795 4 | 40 | 57 | 67 | 94 | 200 | 366 | 1 387 5 | 40 | 58 | 70 | 95 | 199 | 357 | 1 098 6 | 40 | 59 | 71 | 97 | 198 | 343 | 890 7 | 41 | 61 | 72 | 98 | 196 | 327 | 735 8 | 40 | 60 | 72 | 99 | 195 | 309 | 617 9 | 39 | 60 | 73 | 102 | 194 | 292 | 525 10 | 39 | 60 | 73 | 103 | 193 | 287 | 452 11 | 38 | 60 | 73 | 103 | 193 | 286 | 392 12 | 37 | 59 | 72 | 102 | 192 | 285 | 343 13 | 37 | 58 | 71 | 101 | 191 | 284 | 302 14 | 36 | 57 | 71 | 101 | 190 | 283 | 283 15 | 35 | 57 | 70 | 100 | 190 | 283 | 283 16 | 34 | 56 | 69 | 99 | 189 | 282 | 282 17 | 34 | 55 | 68 | 98 | 188 | 281 | 281 18 | 33 | 55 | 68 | 98 | 187 | 281 | 281 19 | 33 | 54 | 67 | 97 | 187 | 280 | 280 20 | 32 | 54 | 67 | 97 | 187 | 280 | 280 21 | 32 | 54 | 67 | 97 | 187 | 280 | 280 22 | 32 | 53 | 67 | 97 | 186 | 280 | 280 23 | 31 | 53 | 66 | 96 | 186 | 279 | 279 24 | 31 | 52 | 66 | 96 | 185 | 279 | 279 25 | 30 | 52 | 69 | 95 | 185 | 278 | 278 26 | 30 | 51 | 72 | 95 | 184 | 277 | 277 27 | 29 | 51 | 74 | 94 | 184 | 277 | 277 28 | 29 | 50 | 77 | 93 | 183 | 276 | 276 29 | 28 | 49 | 79 | 93 | 182 | 276 | 276 30 | 27 | 49 | 83 | 92 | 182 | 275 | 275 3.14. Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 9 | 24 | 31 | 54 | 177 | 314 | 3 164 2 | 14 | 28 | 35 | 58 | 181 | 352 | 2 360 3 | 16 | 32 | 40 | 66 | 178 | 365 | 1 782 4 | 19 | 35 | 46 | 73 | 179 | 364 | 1 377 5 | 21 | 39 | 51 | 76 | 180 | 355 | 1 091 6 | 21 | 39 | 51 | 77 | 178 | 341 | 884 7 | 26 | 46 | 57 | 83 | 182 | 325 | 731 8 | 25 | 45 | 57 | 84 | 180 | 307 | 613 9 | 26 | 47 | 60 | 88 | 181 | 290 | 522 10 | 28 | 50 | 63 | 92 | 183 | 276 | 449 11 | 30 | 51 | 64 | 94 | 184 | 277 | 390 12 | 30 | 52 | 65 | 95 | 185 | 278 | 341 13 | 31 | 52 | 66 | 96 | 185 | 278 | 300 14 | 31 | 53 | 66 | 96 | 186 | 279 | 279 15 | 31 | 53 | 66 | 96 | 186 | 279 | 279 16 | 31 | 52 | 65 | 96 | 185 | 278 | 278 17 | 31 | 52 | 65 | 96 | 185 | 278 | 278 18 | 30 | 51 | 65 | 95 | 184 | 278 | 278 19 | 30 | 51 | 64 | 94 | 184 | 277 | 277 20 | 30 | 51 | 64 | 94 | 184 | 277 | 277 21 | 29 | 51 | 64 | 94 | 184 | 277 | 277 22 | 29 | 51 | 64 | 94 | 184 | 277 | 277 23 | 29 | 50 | 64 | 94 | 183 | 277 | 277 24 | 28 | 50 | 66 | 93 | 183 | 276 | 276 25 | 28 | 50 | 68 | 93 | 182 | 276 | 276 26 | 28 | 49 | 71 | 92 | 182 | 275 | 275 27 | 27 | 49 | 73 | 92 | 181 | 275 | 275 28 | 27 | 48 | 77 | 91 | 181 | 274 | 274 29 | 26 | 48 | 79 | 91 | 180 | 274 | 274 30 | 25 | 47 | 82 | 90 | 180 | 273 | 273 3.15. Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 22 | 29 | 53 | 175 | 312 | 3 149 2 | 9 | 24 | 30 | 54 | 176 | 350 | 2 350 3 | 10 | 25 | 34 | 60 | 172 | 364 | 1 775 4 | 10 | 27 | 38 | 64 | 170 | 362 | 1 371 5 | 11 | 29 | 41 | 66 | 170 | 353 | 1 085 6 | 13 | 32 | 44 | 70 | 170 | 339 | 879 7 | 15 | 35 | 46 | 72 | 170 | 323 | 726 8 | 15 | 35 | 47 | 74 | 170 | 305 | 610 9 | 15 | 37 | 49 | 78 | 170 | 288 | 519 10 | 16 | 38 | 51 | 80 | 171 | 271 | 446 11 | 17 | 38 | 51 | 81 | 171 | 264 | 387 12 | 17 | 38 | 51 | 82 | 171 | 264 | 339 13 | 17 | 38 | 52 | 82 | 171 | 265 | 298 14 | 17 | 39 | 52 | 82 | 171 | 265 | 265 15 | 17 | 39 | 52 | 82 | 172 | 265 | 265 16 | 17 | 38 | 52 | 82 | 171 | 264 | 264 17 | 17 | 38 | 52 | 82 | 171 | 265 | 265 18 | 17 | 38 | 52 | 82 | 171 | 264 | 264 19 | 17 | 38 | 52 | 82 | 171 | 264 | 264 20 | 17 | 39 | 55 | 82 | 171 | 265 | 265 21 | 17 | 39 | 58 | 82 | 171 | 265 | 265 22 | 17 | 38 | 61 | 82 | 171 | 265 | 265 23 | 17 | 38 | 63 | 81 | 171 | 264 | 264 24 | 16 | 38 | 66 | 81 | 171 | 264 | 264 25 | 16 | 37 | 68 | 81 | 170 | 264 | 264 26 | 16 | 37 | 71 | 80 | 170 | 263 | 263 27 | 15 | 37 | 73 | 80 | 170 | 263 | 263 28 | 15 | 37 | 76 | 80 | 169 | 263 | 263 29 | 15 | 36 | 78 | 81 | 169 | 262 | 262 30 | 14 | 36 | 81 | 84 | 169 | 262 | 262 3.16. Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 59 | 66 | 89 | 212 | 318 | 3 209 2 | 47 | 62 | 69 | 92 | 215 | 357 | 2 399 3 | 50 | 65 | 74 | 100 | 212 | 371 | 1 815 4 | 51 | 67 | 78 | 105 | 210 | 371 | 1 404 5 | 52 | 70 | 82 | 107 | 211 | 362 | 1 113 6 | 54 | 73 | 85 | 111 | 211 | 348 | 903 7 | 56 | 75 | 86 | 112 | 211 | 332 | 747 8 | 55 | 75 | 87 | 114 | 210 | 314 | 628 9 | 55 | 76 | 88 | 117 | 210 | 303 | 534 10 | 55 | 77 | 90 | 119 | 210 | 303 | 459 11 | 55 | 77 | 90 | 120 | 210 | 303 | 399 12 | 54 | 76 | 89 | 119 | 209 | 302 | 349 13 | 54 | 75 | 88 | 118 | 208 | 301 | 307 14 | 53 | 74 | 87 | 118 | 207 | 300 | 300 15 | 52 | 73 | 87 | 117 | 206 | 299 | 299 16 | 51 | 72 | 86 | 116 | 205 | 299 | 299 17 | 50 | 72 | 85 | 115 | 204 | 298 | 298 18 | 49 | 71 | 84 | 114 | 204 | 297 | 297 19 | 49 | 70 | 83 | 113 | 203 | 296 | 296 20 | 48 | 69 | 83 | 113 | 202 | 296 | 296 21 | 47 | 69 | 82 | 112 | 202 | 295 | 295 22 | 46 | 68 | 81 | 111 | 201 | 294 | 294 23 | 46 | 67 | 80 | 110 | 200 | 293 | 293 24 | 45 | 66 | 79 | 109 | 199 | 292 | 292 25 | 44 | 65 | 78 | 108 | 198 | 291 | 291 26 | 43 | 64 | 77 | 108 | 197 | 290 | 290 27 | 42 | 63 | 77 | 107 | 196 | 289 | 289 28 | 41 | 62 | 78 | 106 | 195 | 289 | 289 29 | 40 | 62 | 81 | 105 | 194 | 288 | 288 30 | 39 | 61 | 83 | 104 | 194 | 287 | 287 3.17. Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 76 | 90 | 97 | 120 | 243 | 338 | 3 318 2 | 80 | 94 | 101 | 124 | 247 | 369 | 2 486 3 | 79 | 95 | 103 | 129 | 241 | 384 | 1 882 4 | 79 | 95 | 106 | 132 | 238 | 383 | 1 456 5 | 81 | 99 | 111 | 136 | 240 | 374 | 1 153 6 | 83 | 102 | 114 | 140 | 240 | 359 | 935 7 | 85 | 105 | 116 | 142 | 241 | 342 | 772 8 | 86 | 107 | 118 | 146 | 241 | 335 | 649 9 | 87 | 108 | 120 | 149 | 242 | 335 | 552 10 | 87 | 109 | 122 | 151 | 242 | 335 | 475 11 | 87 | 109 | 122 | 152 | 242 | 335 | 412 12 | 86 | 108 | 121 | 151 | 241 | 334 | 361 13 | 85 | 106 | 120 | 150 | 239 | 333 | 333 14 | 83 | 105 | 118 | 148 | 238 | 331 | 331 15 | 82 | 103 | 117 | 147 | 236 | 330 | 330 16 | 81 | 102 | 115 | 145 | 235 | 328 | 328 17 | 79 | 101 | 114 | 144 | 233 | 327 | 327 18 | 78 | 99 | 112 | 143 | 232 | 325 | 325 19 | 76 | 98 | 111 | 141 | 231 | 324 | 324 20 | 75 | 97 | 110 | 140 | 229 | 323 | 323 21 | 74 | 95 | 108 | 138 | 228 | 321 | 321 22 | 72 | 94 | 107 | 137 | 227 | 320 | 320 23 | 71 | 92 | 105 | 135 | 225 | 318 | 318 24 | 69 | 91 | 104 | 134 | 223 | 317 | 317 25 | 68 | 89 | 102 | 132 | 222 | 315 | 315 26 | 66 | 87 | 101 | 131 | 220 | 314 | 314 27 | 64 | 86 | 99 | 129 | 219 | 312 | 312 28 | 63 | 84 | 98 | 128 | 217 | 310 | 310 29 | 61 | 83 | 96 | 126 | 216 | 309 | 309 30 | 60 | 81 | 95 | 125 | 214 | 308 | 308 3.18. Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 22 | 46 | 168 | 312 | 3 143 2 | 4 | 19 | 26 | 49 | 172 | 350 | 2 347 3 | 7 | 22 | 31 | 57 | 169 | 363 | 1 774 4 | 8 | 25 | 36 | 62 | 168 | 362 | 1 370 5 | 11 | 28 | 40 | 65 | 169 | 353 | 1 085 6 | 13 | 32 | 44 | 69 | 170 | 339 | 879 7 | 15 | 35 | 46 | 72 | 170 | 323 | 726 8 | 15 | 36 | 47 | 75 | 171 | 306 | 610 9 | 16 | 37 | 49 | 78 | 171 | 288 | 519 10 | 16 | 38 | 51 | 80 | 171 | 271 | 446 11 | 16 | 38 | 51 | 81 | 171 | 264 | 387 12 | 16 | 38 | 51 | 81 | 170 | 264 | 339 13 | 16 | 37 | 50 | 80 | 170 | 263 | 298 14 | 15 | 36 | 50 | 80 | 169 | 262 | 264 15 | 14 | 36 | 49 | 79 | 168 | 262 | 262 16 | 13 | 35 | 48 | 78 | 168 | 261 | 261 17 | 13 | 34 | 48 | 78 | 167 | 260 | 260 18 | 12 | 34 | 50 | 77 | 167 | 260 | 260 19 | 12 | 34 | 52 | 77 | 166 | 260 | 260 20 | 12 | 34 | 55 | 77 | 167 | 260 | 260 21 | 12 | 34 | 58 | 77 | 167 | 260 | 260 22 | 12 | 34 | 61 | 77 | 167 | 260 | 260 23 | 12 | 34 | 63 | 77 | 167 | 260 | 260 24 | 12 | 34 | 66 | 77 | 167 | 260 | 260 25 | 12 | 34 | 68 | 77 | 167 | 260 | 260 26 | 12 | 34 | 71 | 77 | 166 | 260 | 260 27 | 12 | 33 | 73 | 78 | 166 | 260 | 260 28 | 12 | 33 | 76 | 80 | 166 | 259 | 259 29 | 14 | 33 | 79 | 82 | 166 | 259 | 259 30 | 14 | 33 | 81 | 84 | 166 | 259 | 259 3.19. Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 87 | 101 | 108 | 131 | 254 | 349 | 3 408 2 | 87 | 102 | 108 | 132 | 254 | 376 | 2 544 3 | 86 | 102 | 110 | 136 | 248 | 390 | 1 921 4 | 86 | 103 | 113 | 140 | 246 | 389 | 1 483 5 | 87 | 104 | 116 | 141 | 245 | 379 | 1 173 6 | 87 | 106 | 118 | 144 | 244 | 364 | 950 7 | 88 | 108 | 119 | 145 | 244 | 347 | 784 8 | 88 | 109 | 120 | 148 | 244 | 337 | 658 9 | 88 | 109 | 121 | 150 | 243 | 336 | 559 10 | 86 | 108 | 121 | 150 | 241 | 334 | 481 11 | 85 | 106 | 120 | 149 | 239 | 332 | 417 12 | 83 | 104 | 118 | 148 | 237 | 331 | 364 13 | 81 | 103 | 116 | 146 | 235 | 329 | 329 14 | 79 | 101 | 114 | 144 | 233 | 327 | 327 15 | 77 | 99 | 112 | 142 | 232 | 325 | 325 16 | 75 | 97 | 110 | 140 | 229 | 323 | 323 17 | 73 | 95 | 108 | 138 | 228 | 321 | 321 18 | 72 | 93 | 107 | 137 | 226 | 319 | 319 19 | 70 | 92 | 105 | 135 | 225 | 318 | 318 20 | 69 | 91 | 104 | 134 | 224 | 317 | 317 21 | 68 | 90 | 103 | 133 | 223 | 316 | 316 22 | 67 | 89 | 102 | 132 | 222 | 315 | 315 23 | 66 | 88 | 101 | 131 | 221 | 314 | 314 24 | 65 | 87 | 100 | 130 | 220 | 313 | 313 25 | 64 | 86 | 99 | 129 | 218 | 312 | 312 26 | 63 | 84 | 98 | 128 | 217 | 311 | 311 27 | 62 | 83 | 97 | 127 | 216 | 309 | 309 28 | 61 | 82 | 95 | 126 | 215 | 308 | 308 29 | 60 | 81 | 94 | 125 | 214 | 307 | 307 30 | 59 | 80 | 93 | 124 | 213 | 306 | 306 3.20. Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 347 | 361 | 368 | 391 | 514 | 610 | 3 465 2 | 71 | 86 | 93 | 116 | 239 | 380 | 2 575 3 | 74 | 89 | 98 | 124 | 236 | 393 | 1 939 4 | 77 | 93 | 104 | 130 | 236 | 392 | 1 496 5 | 79 | 96 | 109 | 134 | 237 | 381 | 1 183 6 | 81 | 100 | 112 | 138 | 238 | 366 | 958 7 | 83 | 103 | 114 | 140 | 239 | 349 | 791 8 | 84 | 105 | 116 | 144 | 239 | 333 | 664 9 | 85 | 106 | 118 | 147 | 240 | 333 | 565 10 | 85 | 106 | 119 | 149 | 239 | 333 | 485 11 | 85 | 106 | 120 | 150 | 239 | 333 | 421 12 | 85 | 107 | 120 | 150 | 239 | 333 | 368 13 | 85 | 107 | 120 | 150 | 240 | 333 | 333 14 | 86 | 108 | 121 | 151 | 240 | 334 | 334 15 | 87 | 108 | 121 | 152 | 241 | 334 | 334 16 | 88 | 109 | 122 | 153 | 242 | 335 | 335 17 | 89 | 110 | 124 | 154 | 243 | 336 | 336 18 | 90 | 111 | 125 | 155 | 244 | 338 | 338 19 | 91 | 112 | 126 | 156 | 245 | 338 | 338 20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 21 | 92 | 113 | 126 | 157 | 246 | 339 | 339 22 | 92 | 113 | 126 | 156 | 246 | 339 | 339 23 | 91 | 113 | 126 | 156 | 245 | 339 | 339 24 | 90 | 112 | 125 | 155 | 245 | 338 | 338 25 | 89 | 111 | 124 | 154 | 244 | 337 | 337 26 | 88 | 110 | 123 | 153 | 243 | 336 | 336 27 | 87 | 109 | 122 | 152 | 242 | 335 | 335 28 | 86 | 107 | 121 | 151 | 240 | 333 | 333 29 | 85 | 106 | 119 | 149 | 239 | 332 | 332 30 | 83 | 105 | 118 | 148 | 238 | 331 | 331 3.21. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 4 | 11 | 34 | 157 | 309 | 3 115 2 | 0 | 4 | 11 | 34 | 157 | 347 | 2 322 3 | 1 | 4 | 13 | 39 | 151 | 359 | 1 753 4 | 1 | 4 | 15 | 42 | 148 | 358 | 1 353 5 | 2 | 6 | 18 | 43 | 147 | 349 | 1 071 6 | 2 | 8 | 19 | 45 | 146 | 335 | 868 7 | 3 | 10 | 21 | 47 | 145 | 319 | 717 8 | 4 | 10 | 23 | 49 | 145 | 302 | 602 9 | 4 | 10 | 26 | 51 | 143 | 284 | 512 10 | 4 | 10 | 29 | 52 | 143 | 267 | 441 11 | 4 | 10 | 31 | 53 | 143 | 251 | 382 12 | 6 | 10 | 34 | 53 | 143 | 236 | 335 13 | 6 | 11 | 36 | 53 | 143 | 236 | 295 14 | 6 | 12 | 39 | 54 | 143 | 236 | 261 15 | 6 | 13 | 42 | 54 | 143 | 237 | 237 16 | 7 | 13 | 44 | 54 | 143 | 236 | 236 17 | 8 | 15 | 47 | 55 | 144 | 237 | 237 18 | 8 | 16 | 50 | 57 | 144 | 237 | 237 19 | 9 | 16 | 52 | 60 | 145 | 238 | 238 20 | 9 | 17 | 55 | 61 | 146 | 239 | 239 21 | 9 | 19 | 58 | 64 | 146 | 240 | 240 22 | 10 | 19 | 60 | 66 | 147 | 240 | 240 23 | 10 | 20 | 62 | 68 | 148 | 241 | 241 24 | 11 | 21 | 65 | 71 | 148 | 242 | 242 25 | 11 | 22 | 68 | 73 | 149 | 242 | 242 26 | 11 | 22 | 71 | 75 | 149 | 242 | 242 27 | 12 | 24 | 73 | 77 | 150 | 243 | 243 28 | 12 | 25 | 76 | 80 | 150 | 243 | 243 29 | 13 | 25 | 78 | 81 | 150 | 243 | 243 30 | 14 | 27 | 81 | 83 | 150 | 244 | 244 3.22. New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 63 | 70 | 93 | 216 | 316 | 3 192 2 | 49 | 64 | 70 | 94 | 216 | 355 | 2 385 3 | 49 | 64 | 73 | 99 | 211 | 369 | 1 803 4 | 48 | 64 | 75 | 102 | 207 | 368 | 1 394 5 | 48 | 65 | 78 | 103 | 206 | 359 | 1 104 6 | 49 | 68 | 79 | 105 | 206 | 345 | 895 7 | 49 | 69 | 80 | 106 | 204 | 329 | 740 8 | 48 | 69 | 81 | 108 | 204 | 311 | 621 9 | 48 | 69 | 81 | 110 | 203 | 296 | 529 10 | 47 | 68 | 82 | 111 | 202 | 295 | 455 11 | 46 | 67 | 80 | 110 | 200 | 293 | 395 12 | 44 | 65 | 79 | 109 | 198 | 292 | 345 13 | 42 | 64 | 77 | 107 | 197 | 290 | 304 14 | 41 | 62 | 75 | 106 | 195 | 288 | 288 15 | 39 | 61 | 74 | 104 | 194 | 287 | 287 16 | 37 | 59 | 72 | 102 | 192 | 285 | 285 17 | 36 | 58 | 71 | 101 | 191 | 284 | 284 18 | 35 | 57 | 70 | 100 | 189 | 283 | 283 19 | 34 | 56 | 69 | 99 | 188 | 282 | 282 20 | 34 | 55 | 68 | 98 | 188 | 281 | 281 21 | 33 | 54 | 68 | 98 | 187 | 281 | 281 22 | 32 | 54 | 67 | 97 | 187 | 280 | 280 23 | 32 | 53 | 66 | 96 | 186 | 279 | 279 24 | 31 | 52 | 67 | 96 | 185 | 279 | 279 25 | 30 | 52 | 70 | 95 | 185 | 278 | 278 26 | 29 | 51 | 72 | 94 | 184 | 277 | 277 27 | 29 | 50 | 75 | 94 | 183 | 276 | 276 28 | 28 | 50 | 77 | 93 | 182 | 276 | 276 29 | 27 | 49 | 81 | 92 | 182 | 275 | 275 30 | 27 | 48 | 83 | 92 | 181 | 274 | 274 3.23. Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 109 | 124 | 130 | 154 | 276 | 372 | 3 463 2 | 110 | 125 | 131 | 155 | 277 | 381 | 2 582 3 | 111 | 126 | 135 | 161 | 273 | 396 | 1 950 4 | 112 | 128 | 139 | 166 | 271 | 395 | 1 506 5 | 113 | 130 | 143 | 168 | 271 | 385 | 1 193 6 | 114 | 133 | 145 | 170 | 271 | 370 | 966 7 | 115 | 135 | 146 | 172 | 270 | 364 | 798 8 | 114 | 135 | 146 | 174 | 270 | 363 | 670 9 | 114 | 135 | 147 | 176 | 269 | 362 | 570 10 | 113 | 134 | 147 | 177 | 267 | 361 | 491 11 | 111 | 133 | 146 | 176 | 266 | 359 | 426 12 | 109 | 131 | 144 | 174 | 264 | 357 | 372 13 | 107 | 129 | 142 | 172 | 262 | 355 | 355 14 | 105 | 127 | 140 | 170 | 259 | 353 | 353 15 | 103 | 124 | 137 | 167 | 257 | 350 | 350 16 | 100 | 121 | 135 | 165 | 254 | 348 | 348 17 | 98 | 119 | 132 | 162 | 252 | 345 | 345 18 | 95 | 117 | 130 | 160 | 250 | 343 | 343 19 | 93 | 115 | 128 | 158 | 248 | 341 | 341 20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 21 | 90 | 111 | 125 | 155 | 244 | 337 | 337 22 | 88 | 110 | 123 | 153 | 242 | 336 | 336 23 | 86 | 108 | 121 | 151 | 241 | 334 | 334 24 | 84 | 106 | 119 | 149 | 239 | 332 | 332 25 | 83 | 104 | 117 | 147 | 237 | 330 | 330 26 | 81 | 102 | 116 | 146 | 235 | 329 | 329 27 | 79 | 101 | 114 | 144 | 234 | 327 | 327 28 | 78 | 99 | 112 | 142 | 232 | 325 | 325 29 | 76 | 98 | 111 | 141 | 230 | 324 | 324 30 | 75 | 96 | 109 | 139 | 229 | 322 | 322 3.24. Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 169 | 184 | 190 | 214 | 336 | 432 | 3 515 2 | 178 | 193 | 199 | 223 | 345 | 441 | 2 638 3 | 182 | 197 | 206 | 232 | 344 | 439 | 2 002 4 | 182 | 199 | 210 | 236 | 342 | 436 | 1 549 5 | 183 | 200 | 213 | 238 | 341 | 435 | 1 227 6 | 183 | 202 | 213 | 239 | 340 | 433 | 994 7 | 183 | 203 | 214 | 240 | 338 | 432 | 821 8 | 181 | 202 | 213 | 241 | 337 | 430 | 688 9 | 180 | 201 | 213 | 242 | 335 | 428 | 585 10 | 179 | 200 | 214 | 243 | 334 | 427 | 503 11 | 177 | 199 | 212 | 242 | 332 | 425 | 436 12 | 175 | 196 | 209 | 239 | 329 | 422 | 422 13 | 172 | 193 | 206 | 236 | 326 | 419 | 419 14 | 169 | 190 | 203 | 233 | 323 | 416 | 416 15 | 165 | 187 | 200 | 230 | 320 | 413 | 413 16 | 162 | 184 | 197 | 227 | 316 | 410 | 410 17 | 159 | 180 | 194 | 224 | 313 | 406 | 406 18 | 156 | 177 | 190 | 220 | 310 | 403 | 403 19 | 152 | 174 | 187 | 217 | 307 | 400 | 400 20 | 149 | 171 | 184 | 214 | 304 | 397 | 397 21 | 146 | 168 | 181 | 211 | 301 | 394 | 394 22 | 143 | 165 | 178 | 208 | 298 | 391 | 391 23 | 140 | 161 | 175 | 205 | 294 | 388 | 388 24 | 137 | 158 | 172 | 202 | 291 | 384 | 384 25 | 134 | 155 | 168 | 198 | 288 | 381 | 381 26 | 131 | 152 | 165 | 195 | 285 | 378 | 378 27 | 128 | 149 | 162 | 192 | 282 | 375 | 375 28 | 125 | 146 | 159 | 190 | 279 | 372 | 372 29 | 122 | 143 | 157 | 187 | 276 | 370 | 370 30 | 119 | 141 | 154 | 184 | 274 | 367 | 367 3.25. Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 22 | 36 | 43 | 66 | 189 | 323 | 3 261 2 | 22 | 37 | 44 | 67 | 190 | 362 | 2 432 3 | 22 | 37 | 46 | 72 | 184 | 375 | 1 836 4 | 22 | 38 | 49 | 76 | 181 | 374 | 1 418 5 | 22 | 40 | 52 | 77 | 181 | 364 | 1 122 6 | 23 | 42 | 54 | 79 | 180 | 350 | 910 7 | 24 | 44 | 55 | 81 | 179 | 333 | 752 8 | 23 | 43 | 55 | 82 | 178 | 316 | 631 9 | 22 | 43 | 56 | 85 | 177 | 297 | 537 10 | 22 | 43 | 57 | 86 | 177 | 280 | 461 11 | 21 | 43 | 56 | 86 | 176 | 269 | 400 12 | 21 | 42 | 56 | 86 | 175 | 268 | 350 13 | 20 | 42 | 55 | 85 | 175 | 268 | 308 14 | 20 | 41 | 54 | 85 | 174 | 267 | 272 15 | 19 | 41 | 54 | 84 | 174 | 267 | 267 16 | 19 | 41 | 54 | 84 | 174 | 267 | 267 17 | 19 | 41 | 54 | 84 | 174 | 267 | 267 18 | 19 | 41 | 54 | 84 | 174 | 267 | 267 19 | 19 | 41 | 54 | 84 | 174 | 267 | 267 20 | 20 | 41 | 57 | 84 | 174 | 267 | 267 21 | 20 | 41 | 59 | 84 | 174 | 267 | 267 22 | 20 | 41 | 62 | 84 | 174 | 267 | 267 23 | 19 | 41 | 65 | 84 | 174 | 267 | 267 24 | 19 | 41 | 67 | 84 | 174 | 267 | 267 25 | 19 | 41 | 70 | 84 | 173 | 267 | 267 26 | 19 | 40 | 72 | 84 | 173 | 266 | 266 27 | 19 | 40 | 75 | 83 | 173 | 266 | 266 28 | 18 | 40 | 78 | 83 | 173 | 266 | 266 29 | 18 | 40 | 81 | 83 | 172 | 266 | 266 30 | 18 | 39 | 83 | 86 | 172 | 265 | 265 3.26. Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 17 | 32 | 39 | 62 | 185 | 323 | 3 266 2 | 19 | 34 | 40 | 64 | 186 | 362 | 2 436 3 | 21 | 36 | 45 | 71 | 183 | 375 | 1 839 4 | 22 | 38 | 49 | 76 | 181 | 374 | 1 419 5 | 24 | 41 | 54 | 79 | 182 | 364 | 1 123 6 | 26 | 44 | 56 | 82 | 183 | 350 | 909 7 | 28 | 48 | 59 | 85 | 183 | 333 | 751 8 | 28 | 48 | 60 | 87 | 183 | 315 | 630 9 | 29 | 50 | 62 | 91 | 184 | 297 | 536 10 | 29 | 51 | 64 | 93 | 184 | 279 | 461 11 | 30 | 52 | 65 | 95 | 184 | 278 | 400 12 | 30 | 52 | 65 | 95 | 185 | 278 | 350 13 | 30 | 52 | 65 | 95 | 185 | 278 | 308 14 | 30 | 51 | 65 | 95 | 184 | 278 | 278 15 | 30 | 51 | 64 | 95 | 184 | 277 | 277 16 | 29 | 51 | 64 | 94 | 184 | 277 | 277 17 | 29 | 51 | 64 | 94 | 184 | 277 | 277 18 | 29 | 51 | 64 | 94 | 184 | 277 | 277 19 | 29 | 51 | 64 | 94 | 184 | 277 | 277 20 | 30 | 51 | 64 | 94 | 184 | 277 | 277 21 | 30 | 51 | 65 | 95 | 184 | 277 | 277 22 | 30 | 51 | 65 | 95 | 184 | 277 | 277 23 | 30 | 51 | 65 | 94 | 184 | 277 | 277 24 | 29 | 51 | 67 | 94 | 184 | 277 | 277 25 | 29 | 51 | 70 | 94 | 183 | 277 | 277 26 | 29 | 50 | 72 | 93 | 183 | 276 | 276 27 | 28 | 50 | 76 | 93 | 183 | 276 | 276 28 | 28 | 49 | 78 | 92 | 182 | 275 | 275 29 | 27 | 49 | 81 | 92 | 182 | 275 | 275 30 | 27 | 48 | 84 | 92 | 181 | 274 | 274 3.27. Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 119 | 133 | 140 | 163 | 286 | 381 | 3 549 2 | 117 | 132 | 138 | 162 | 284 | 388 | 2 636 3 | 116 | 131 | 140 | 166 | 278 | 401 | 1 984 4 | 115 | 131 | 142 | 169 | 275 | 399 | 1 528 5 | 115 | 133 | 145 | 170 | 274 | 388 | 1 206 6 | 115 | 134 | 146 | 172 | 272 | 372 | 975 7 | 116 | 136 | 147 | 173 | 271 | 364 | 803 8 | 115 | 135 | 147 | 174 | 270 | 364 | 673 9 | 114 | 135 | 147 | 176 | 269 | 362 | 572 10 | 114 | 135 | 149 | 178 | 269 | 362 | 491 11 | 113 | 135 | 148 | 178 | 268 | 361 | 425 12 | 112 | 134 | 147 | 177 | 267 | 360 | 371 13 | 111 | 133 | 146 | 176 | 265 | 359 | 359 14 | 110 | 131 | 145 | 175 | 264 | 357 | 357 15 | 108 | 129 | 142 | 172 | 262 | 355 | 355 16 | 105 | 127 | 140 | 170 | 260 | 353 | 353 17 | 103 | 124 | 137 | 167 | 257 | 350 | 350 18 | 100 | 122 | 135 | 165 | 255 | 348 | 348 19 | 98 | 120 | 133 | 163 | 253 | 346 | 346 20 | 96 | 118 | 131 | 161 | 250 | 344 | 344 21 | 94 | 115 | 129 | 159 | 248 | 341 | 341 22 | 92 | 113 | 126 | 156 | 246 | 339 | 339 23 | 89 | 111 | 124 | 154 | 244 | 337 | 337 24 | 87 | 109 | 122 | 152 | 242 | 335 | 335 25 | 85 | 107 | 120 | 150 | 239 | 333 | 333 26 | 83 | 104 | 118 | 148 | 237 | 331 | 331 27 | 81 | 102 | 116 | 146 | 235 | 328 | 328 28 | 79 | 100 | 114 | 144 | 233 | 326 | 326 29 | 77 | 98 | 112 | 142 | 231 | 324 | 324 30 | 75 | 96 | 110 | 140 | 229 | 323 | 323 3.28. Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 9 | 33 | 155 | 312 | 3 141 2 | 0 | 5 | 12 | 35 | 158 | 350 | 2 346 3 | 1 | 7 | 16 | 42 | 153 | 363 | 1 773 4 | 1 | 9 | 20 | 47 | 152 | 362 | 1 371 5 | 2 | 12 | 24 | 49 | 153 | 353 | 1 086 6 | 2 | 15 | 27 | 53 | 154 | 339 | 880 7 | 3 | 19 | 30 | 56 | 154 | 323 | 727 8 | 4 | 19 | 31 | 58 | 154 | 306 | 611 9 | 4 | 20 | 33 | 61 | 154 | 289 | 520 10 | 4 | 21 | 34 | 63 | 154 | 272 | 447 11 | 4 | 21 | 34 | 64 | 154 | 255 | 388 12 | 6 | 21 | 35 | 64 | 154 | 247 | 340 13 | 6 | 21 | 37 | 64 | 153 | 247 | 299 14 | 6 | 20 | 39 | 64 | 153 | 246 | 265 15 | 6 | 20 | 42 | 64 | 153 | 246 | 246 16 | 7 | 20 | 45 | 63 | 153 | 246 | 246 17 | 8 | 20 | 48 | 63 | 153 | 246 | 246 18 | 8 | 20 | 50 | 63 | 153 | 246 | 246 19 | 9 | 20 | 53 | 63 | 153 | 246 | 246 20 | 9 | 21 | 55 | 64 | 154 | 247 | 247 21 | 10 | 21 | 58 | 65 | 154 | 247 | 247 22 | 10 | 22 | 61 | 67 | 155 | 248 | 248 23 | 10 | 22 | 63 | 69 | 155 | 248 | 248 24 | 11 | 22 | 66 | 71 | 155 | 248 | 248 25 | 11 | 23 | 68 | 73 | 155 | 249 | 249 26 | 11 | 23 | 71 | 75 | 156 | 249 | 249 27 | 12 | 24 | 73 | 78 | 156 | 249 | 249 28 | 12 | 25 | 76 | 80 | 156 | 249 | 249 29 | 14 | 25 | 79 | 82 | 156 | 249 | 249 30 | 14 | 27 | 81 | 84 | 156 | 250 | 250 3.29. South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 30 | 44 | 51 | 74 | 197 | 314 | 3 165 2 | 30 | 45 | 51 | 75 | 197 | 352 | 2 360 3 | 29 | 44 | 53 | 79 | 191 | 365 | 1 781 4 | 28 | 44 | 55 | 81 | 187 | 363 | 1 375 5 | 28 | 45 | 57 | 82 | 186 | 354 | 1 088 6 | 31 | 49 | 61 | 87 | 188 | 339 | 881 7 | 28 | 48 | 59 | 85 | 184 | 323 | 727 8 | 33 | 53 | 65 | 92 | 188 | 306 | 610 9 | 32 | 53 | 65 | 94 | 187 | 288 | 519 10 | 26 | 48 | 61 | 90 | 181 | 274 | 446 11 | 22 | 43 | 56 | 86 | 176 | 269 | 387 12 | 18 | 39 | 53 | 83 | 172 | 266 | 338 13 | 15 | 37 | 50 | 80 | 170 | 263 | 298 14 | 13 | 35 | 48 | 78 | 168 | 261 | 264 15 | 12 | 33 | 46 | 77 | 166 | 259 | 259 16 | 10 | 32 | 45 | 75 | 165 | 258 | 258 17 | 9 | 31 | 47 | 74 | 164 | 257 | 257 18 | 9 | 30 | 50 | 73 | 163 | 256 | 256 19 | 9 | 30 | 52 | 73 | 163 | 256 | 256 20 | 9 | 30 | 55 | 73 | 163 | 256 | 256 21 | 9 | 30 | 58 | 73 | 163 | 256 | 256 22 | 10 | 30 | 60 | 73 | 163 | 256 | 256 23 | 10 | 30 | 63 | 73 | 163 | 256 | 256 24 | 11 | 30 | 66 | 73 | 163 | 256 | 256 25 | 11 | 30 | 68 | 73 | 163 | 256 | 256 26 | 11 | 30 | 71 | 75 | 162 | 256 | 256 27 | 12 | 30 | 73 | 77 | 162 | 256 | 256 28 | 12 | 29 | 76 | 80 | 162 | 256 | 256 29 | 13 | 29 | 78 | 81 | 162 | 255 | 255 30 | 14 | 29 | 81 | 84 | 162 | 255 | 255 3.30. Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 181 | 196 | 202 | 226 | 348 | 444 | 3 736 2 | 179 | 193 | 200 | 224 | 346 | 442 | 2 780 3 | 175 | 190 | 199 | 225 | 337 | 432 | 2 096 4 | 171 | 187 | 198 | 225 | 330 | 424 | 1 614 5 | 167 | 185 | 197 | 222 | 326 | 419 | 1 274 6 | 164 | 183 | 195 | 221 | 321 | 415 | 1 029 7 | 162 | 182 | 193 | 219 | 317 | 411 | 847 8 | 158 | 178 | 190 | 217 | 313 | 406 | 709 9 | 154 | 175 | 188 | 216 | 309 | 402 | 601 10 | 151 | 172 | 185 | 215 | 305 | 399 | 516 11 | 147 | 168 | 182 | 212 | 301 | 395 | 446 12 | 143 | 165 | 178 | 208 | 297 | 391 | 391 13 | 139 | 161 | 174 | 204 | 294 | 387 | 387 14 | 136 | 157 | 170 | 200 | 290 | 383 | 383 15 | 132 | 154 | 167 | 197 | 286 | 380 | 380 16 | 129 | 150 | 164 | 194 | 283 | 376 | 376 17 | 126 | 147 | 160 | 191 | 280 | 373 | 373 18 | 123 | 144 | 158 | 188 | 277 | 370 | 370 19 | 120 | 142 | 155 | 185 | 274 | 368 | 368 20 | 118 | 139 | 152 | 182 | 272 | 365 | 365 21 | 115 | 136 | 150 | 180 | 269 | 363 | 363 22 | 112 | 134 | 147 | 177 | 267 | 360 | 360 23 | 110 | 131 | 145 | 175 | 264 | 358 | 358 24 | 107 | 129 | 142 | 172 | 262 | 355 | 355 25 | 105 | 127 | 140 | 170 | 259 | 353 | 353 26 | 103 | 124 | 137 | 167 | 257 | 350 | 350 27 | 100 | 122 | 135 | 165 | 255 | 348 | 348 28 | 98 | 120 | 133 | 163 | 253 | 346 | 346 29 | 96 | 118 | 131 | 161 | 251 | 344 | 344 30 | 94 | 116 | 129 | 159 | 248 | 342 | 342 3.31. US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 15 | 26 | 54 | 172 | 313 | 3 162 2 | 0 | 15 | 26 | 54 | 172 | 352 | 2 360 3 | 1 | 17 | 29 | 58 | 169 | 365 | 1 782 4 | 1 | 20 | 32 | 63 | 168 | 364 | 1 377 5 | 2 | 23 | 37 | 69 | 169 | 354 | 1 090 6 | 4 | 26 | 40 | 70 | 170 | 340 | 883 7 | 6 | 31 | 42 | 72 | 170 | 324 | 730 8 | 8 | 34 | 46 | 74 | 171 | 307 | 612 9 | 10 | 37 | 49 | 76 | 171 | 289 | 521 10 | 11 | 38 | 51 | 76 | 171 | 272 | 448 11 | 12 | 40 | 52 | 78 | 171 | 265 | 389 12 | 12 | 41 | 54 | 79 | 171 | 265 | 340 13 | 13 | 42 | 54 | 80 | 172 | 265 | 299 14 | 13 | 43 | 55 | 80 | 172 | 265 | 265 15 | 14 | 43 | 55 | 80 | 172 | 265 | 265 16 | 14 | 43 | 55 | 80 | 171 | 265 | 265 17 | 14 | 43 | 55 | 80 | 171 | 265 | 265 18 | 14 | 43 | 55 | 80 | 171 | 265 | 265 19 | 14 | 43 | 55 | 80 | 172 | 265 | 265 20 | 14 | 43 | 55 | 80 | 172 | 265 | 265 21 | 14 | 43 | 58 | 80 | 172 | 266 | 266 22 | 14 | 43 | 61 | 80 | 173 | 266 | 266 23 | 14 | 43 | 63 | 80 | 173 | 266 | 266 24 | 14 | 43 | 66 | 80 | 173 | 266 | 266 25 | 14 | 43 | 68 | 80 | 173 | 266 | 266 26 | 14 | 43 | 71 | 80 | 173 | 266 | 266 27 | 14 | 43 | 73 | 80 | 173 | 266 | 266 28 | 14 | 43 | 76 | 80 | 173 | 266 | 266 29 | 14 | 43 | 79 | 82 | 173 | 266 | 266 30 | 14 | 43 | 81 | 84 | 173 | 266 | 266 3.32.

Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 12 | 134 | 307 | 3 091 2 | 0 | 1 | 6 | 15 | 132 | 344 | 2 302 3 | 1 | 1 | 9 | 18 | 125 | 356 | 1 736 4 | 1 | 3 | 12 | 21 | 122 | 354 | 1 339 5 | 2 | 4 | 15 | 24 | 121 | 345 | 1 060 6 | 2 | 4 | 18 | 27 | 121 | 331 | 858 7 | 3 | 6 | 20 | 30 | 120 | 315 | 709 8 | 4 | 6 | 23 | 32 | 120 | 298 | 595 9 | 4 | 8 | 26 | 35 | 121 | 281 | 506 10 | 4 | 8 | 28 | 37 | 121 | 264 | 435 11 | 4 | 9 | 31 | 40 | 121 | 248 | 377 12 | 6 | 10 | 33 | 42 | 121 | 232 | 330 13 | 6 | 11 | 36 | 44 | 122 | 218 | 291 14 | 6 | 12 | 39 | 47 | 122 | 215 | 257 15 | 6 | 13 | 41 | 49 | 122 | 216 | 229 16 | 7 | 13 | 44 | 51 | 122 | 216 | 216 17 | 7 | 14 | 46 | 54 | 123 | 216 | 216 18 | 8 | 16 | 49 | 57 | 125 | 217 | 217 19 | 9 | 16 | 51 | 58 | 128 | 217 | 217 20 | 9 | 17 | 54 | 61 | 130 | 218 | 218 21 | 9 | 18 | 56 | 63 | 132 | 219 | 219 22 | 10 | 19 | 59 | 65 | 133 | 219 | 219 23 | 10 | 20 | 62 | 67 | 135 | 220 | 220 24 | 11 | 20 | 64 | 69 | 136 | 220 | 220 25 | 11 | 22 | 67 | 71 | 138 | 220 | 220 26 | 11 | 22 | 69 | 73 | 139 | 220 | 220 27 | 12 | 23 | 72 | 76 | 141 | 220 | 220 28 | 12 | 24 | 74 | 78 | 142 | 221 | 221 29 | 12 | 25 | 76 | 79 | 142 | 221 | 221 30 | 13 | 25 | 79 | 81 | 144 | 221 | 221 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 9 Euro | Belgium | 9 Euro | Cyprus | 9 Euro | Estonia | 9 Euro | Finland | 9 Euro | France | 9 Euro | Germany | 9 Euro | Greece | 9 Euro | Ireland | 9 Euro | Italy | 9 Euro | Latvia | 9 Euro | Lithuania | 9 Euro | Luxembourg | 9 Euro | Malta | 9 Euro | Netherlands | 9 Euro | Portugal | 9 Euro | Slovakia | 9 Euro | Slovenia | 9 Euro | Spain | 9 Czech koruna | Czech Republic | 2 Danish krone | Denmark | 40 Forint | Hungary | 5 Krona | Sweden | 4 Kuna | Croatia | 7 Lev | Bulgaria | – 1 Pound sterling | United Kingdom | 21 Romanian leu | Romania | – 3 Zloty | Poland | 13 Króna | Iceland | 11 Norwegian krone | Norway | 21 Swiss franc | Liechtenstein | 1 Swiss franc | Switzerland | 1 Australian dollar | Australia | 10 Canadian dollar | Canada | 7 US dollar | United States | 40 Yen | Japan | 2 * * *