COMMISSION IMPLEMENTING REGULATION (EU) 2021/1354

13.8.2021 | EN | Official Journal of the European Union | L 291/24 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2021/1354 of 6 August 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2021 until 29 September 2021 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 July 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2021 market data. That information was published on 5 July 2021 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2021 until 29 September 2021. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 30 June 2021. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 6 August 2021. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | –0,605 % | 1,015 % | –0,615 % | 0,917 % | –0,120 % | –0,171 % 2 | –0,555 % | 1,489 % | –0,565 % | 1,279 % | –0,027 % | –0,072 % 3 | –0,495 % | 1,720 % | –0,505 % | 1,546 % | 0,068 % | –0,007 % 4 | –0,426 % | 1,816 % | –0,436 % | 1,772 % | 0,178 % | 0,050 % 5 | –0,346 % | 1,842 % | –0,356 % | 1,967 % | 0,284 % | 0,120 % 6 | –0,276 % | 1,827 % | –0,286 % | 2,136 % | 0,352 % | 0,214 % 7 | –0,206 % | 1,796 % | –0,216 % | 2,285 % | 0,408 % | 0,337 % 8 | –0,126 % | 1,768 % | –0,136 % | 2,413 % | 0,472 % | 0,488 % 9 | –0,064 % | 1,749 % | –0,074 % | 2,527 % | 0,557 % | 0,666 % 10 | 0,003 % | 1,744 % | –0,007 % | 2,628 % | 0,675 % | 0,832 % 11 | 0,067 % | 1,754 % | 0,057 % | 2,718 % | 0,831 % | 0,979 % 12 | 0,126 % | 1,776 % | 0,116 % | 2,803 % | 1,000 % | 1,111 % 13 | 0,183 % | 1,805 % | 0,172 % | 2,879 % | 1,164 % | 1,230 % 14 | 0,232 % | 1,840 % | 0,221 % | 2,952 % | 1,318 % | 1,338 % 15 | 0,268 % | 1,878 % | 0,257 % | 3,024 % | 1,458 % | 1,438 % 16 | 0,290 % | 1,920 % | 0,280 % | 3,091 % | 1,584 % | 1,529 % 17 | 0,306 % | 1,963 % | 0,296 % | 3,151 % | 1,698 % | 1,614 % 18 | 0,325 % | 2,007 % | 0,314 % | 3,207 % | 1,801 % | 1,692 % 19 | 0,350 % | 2,051 % | 0,340 % | 3,258 % | 1,894 % | 1,765 % 20 | 0,387 % | 2,094 % | 0,376 % | 3,305 % | 1,978 % | 1,833 % 21 | 0,435 % | 2,136 % | 0,425 % | 3,349 % | 2,054 % | 1,897 % 22 | 0,494 % | 2,178 % | 0,484 % | 3,390 % | 2,124 % | 1,957 % 23 | 0,558 % | 2,218 % | 0,548 % | 3,428 % | 2,187 % | 2,013 % 24 | 0,626 % | 2,257 % | 0,616 % | 3,464 % | 2,246 % | 2,065 % 25 | 0,695 % | 2,294 % | 0,686 % | 3,498 % | 2,300 % | 2,115 % 26 | 0,766 % | 2,331 % | 0,757 % | 3,530 % | 2,349 % | 2,162 % 27 | 0,836 % | 2,366 % | 0,828 % | 3,559 % | 2,395 % | 2,206 % 28 | 0,906 % | 2,399 % | 0,897 % | 3,588 % | 2,438 % | 2,248 % 29 | 0,974 % | 2,431 % | 0,966 % | 3,614 % | 2,478 % | 2,287 % 30 | 1,041 % | 2,462 % | 1,033 % | 3,639 % | 2,515 % | 2,325 % 31 | 1,106 % | 2,492 % | 1,098 % | 3,663 % | 2,550 % | 2,361 % 32 | 1,169 % | 2,520 % | 1,161 % | 3,686 % | 2,583 % | 2,395 % 33 | 1,230 % | 2,548 % | 1,223 % | 3,708 % | 2,613 % | 2,427 % 34 | 1,289 % | 2,574 % | 1,282 % | 3,728 % | 2,642 % | 2,458 % 35 | 1,346 % | 2,599 % | 1,339 % | 3,748 % | 2,669 % | 2,487 % 36 | 1,400 % | 2,623 % | 1,393 % | 3,766 % | 2,695 % | 2,515 % 37 | 1,453 % | 2,647 % | 1,446 % | 3,784 % | 2,719 % | 2,542 % 38 | 1,504 % | 2,669 % | 1,497 % | 3,801 % | 2,743 % | 2,567 % 39 | 1,552 % | 2,690 % | 1,546 % | 3,818 % | 2,764 % | 2,592 % 40 | 1,599 % | 2,711 % | 1,593 % | 3,833 % | 2,785 % | 2,615 % 41 | 1,644 % | 2,731 % | 1,638 % | 3,848 % | 2,805 % | 2,637 % 42 | 1,688 % | 2,750 % | 1,682 % | 3,863 % | 2,824 % | 2,659 % 43 | 1,729 % | 2,768 % | 1,723 % | 3,876 % | 2,842 % | 2,679 % 44 | 1,769 % | 2,785 % | 1,764 % | 3,890 % | 2,859 % | 2,699 % 45 | 1,808 % | 2,802 % | 1,802 % | 3,902 % | 2,875 % | 2,718 % 46 | 1,845 % | 2,819 % | 1,840 % | 3,915 % | 2,891 % | 2,736 % 47 | 1,881 % | 2,834 % | 1,875 % | 3,926 % | 2,906 % | 2,754 % 48 | 1,915 % | 2,849 % | 1,910 % | 3,938 % | 2,921 % | 2,771 % 49 | 1,948 % | 2,864 % | 1,943 % | 3,948 % | 2,934 % | 2,787 % 50 | 1,980 % | 2,878 % | 1,975 % | 3,959 % | 2,948 % | 2,803 % 51 | 2,011 % | 2,892 % | 2,006 % | 3,969 % | 2,960 % | 2,818 % 52 | 2,041 % | 2,905 % | 2,036 % | 3,979 % | 2,973 % | 2,832 % 53 | 2,069 % | 2,917 % | 2,065 % | 3,988 % | 2,985 % | 2,846 % 54 | 2,097 % | 2,930 % | 2,092 % | 3,997 % | 2,996 % | 2,860 % 55 | 2,124 % | 2,941 % | 2,119 % | 4,006 % | 3,007 % | 2,873 % 56 | 2,150 % | 2,953 % | 2,145 % | 4,015 % | 3,017 % | 2,886 % 57 | 2,175 % | 2,964 % | 2,170 % | 4,023 % | 3,028 % | 2,898 % 58 | 2,199 % | 2,975 % | 2,195 % | 4,031 % | 3,037 % | 2,910 % 59 | 2,222 % | 2,985 % | 2,218 % | 4,039 % | 3,047 % | 2,921 % 60 | 2,245 % | 2,995 % | 2,241 % | 4,046 % | 3,056 % | 2,932 % 61 | 2,267 % | 3,005 % | 2,263 % | 4,054 % | 3,065 % | 2,943 % 62 | 2,288 % | 3,014 % | 2,284 % | 4,061 % | 3,074 % | 2,953 % 63 | 2,309 % | 3,023 % | 2,305 % | 4,067 % | 3,082 % | 2,963 % 64 | 2,329 % | 3,032 % | 2,325 % | 4,074 % | 3,090 % | 2,973 % 65 | 2,348 % | 3,041 % | 2,344 % | 4,080 % | 3,098 % | 2,983 % 66 | 2,367 % | 3,049 % | 2,363 % | 4,087 % | 3,105 % | 2,992 % 67 | 2,385 % | 3,057 % | 2,381 % | 4,093 % | 3,113 % | 3,001 % 68 | 2,403 % | 3,065 % | 2,399 % | 4,099 % | 3,120 % | 3,010 % 69 | 2,420 % | 3,073 % | 2,416 % | 4,104 % | 3,127 % | 3,018 % 70 | 2,437 % | 3,080 % | 2,433 % | 4,110 % | 3,134 % | 3,026 % 71 | 2,453 % | 3,088 % | 2,449 % | 4,115 % | 3,140 % | 3,034 % 72 | 2,469 % | 3,095 % | 2,465 % | 4,121 % | 3,147 % | 3,042 % 73 | 2,484 % | 3,102 % | 2,481 % | 4,126 % | 3,153 % | 3,050 % 74 | 2,499 % | 3,108 % | 2,496 % | 4,131 % | 3,159 % | 3,057 % 75 | 2,514 % | 3,115 % | 2,510 % | 4,136 % | 3,165 % | 3,064 % 76 | 2,528 % | 3,121 % | 2,524 % | 4,140 % | 3,170 % | 3,071 % 77 | 2,542 % | 3,127 % | 2,538 % | 4,145 % | 3,176 % | 3,078 % 78 | 2,555 % | 3,133 % | 2,552 % | 4,150 % | 3,181 % | 3,085 % 79 | 2,568 % | 3,139 % | 2,565 % | 4,154 % | 3,187 % | 3,091 % 80 | 2,581 % | 3,145 % | 2,578 % | 4,158 % | 3,192 % | 3,098 % 81 | 2,594 % | 3,150 % | 2,590 % | 4,162 % | 3,197 % | 3,104 % 82 | 2,606 % | 3,156 % | 2,603 % | 4,167 % | 3,202 % | 3,110 % 83 | 2,618 % | 3,161 % | 2,615 % | 4,171 % | 3,207 % | 3,116 % 84 | 2,629 % | 3,166 % | 2,626 % | 4,174 % | 3,211 % | 3,121 % 85 | 2,641 % | 3,172 % | 2,638 % | 4,178 % | 3,216 % | 3,127 % 86 | 2,652 % | 3,176 % | 2,649 % | 4,182 % | 3,220 % | 3,132 % 87 | 2,663 % | 3,181 % | 2,660 % | 4,186 % | 3,225 % | 3,138 % 88 | 2,673 % | 3,186 % | 2,670 % | 4,189 % | 3,229 % | 3,143 % 89 | 2,684 % | 3,191 % | 2,681 % | 4,193 % | 3,233 % | 3,148 % 90 | 2,694 % | 3,195 % | 2,691 % | 4,196 % | 3,237 % | 3,153 % 91 | 2,704 % | 3,200 % | 2,701 % | 4,199 % | 3,241 % | 3,158 % 92 | 2,713 % | 3,204 % | 2,711 % | 4,203 % | 3,245 % | 3,163 % 93 | 2,723 % | 3,208 % | 2,720 % | 4,206 % | 3,249 % | 3,168 % 94 | 2,732 % | 3,212 % | 2,729 % | 4,209 % | 3,253 % | 3,172 % 95 | 2,741 % | 3,217 % | 2,739 % | 4,212 % | 3,256 % | 3,177 % 96 | 2,750 % | 3,220 % | 2,748 % | 4,215 % | 3,260 % | 3,181 % 97 | 2,759 % | 3,224 % | 2,756 % | 4,218 % | 3,263 % | 3,185 % 98 | 2,767 % | 3,228 % | 2,765 % | 4,221 % | 3,267 % | 3,190 % 99 | 2,776 % | 3,232 % | 2,773 % | 4,224 % | 3,270 % | 3,194 % 100 | 2,784 % | 3,236 % | 2,781 % | 4,226 % | 3,273 % | 3,198 % 101 | 2,792 % | 3,239 % | 2,790 % | 4,229 % | 3,277 % | 3,202 % 102 | 2,800 % | 3,243 % | 2,797 % | 4,232 % | 3,280 % | 3,206 % 103 | 2,808 % | 3,246 % | 2,805 % | 4,234 % | 3,283 % | 3,209 % 104 | 2,815 % | 3,250 % | 2,813 % | 4,237 % | 3,286 % | 3,213 % 105 | 2,823 % | 3,253 % | 2,820 % | 4,239 % | 3,289 % | 3,217 % 106 | 2,830 % | 3,256 % | 2,828 % | 4,242 % | 3,292 % | 3,220 % 107 | 2,837 % | 3,259 % | 2,835 % | 4,244 % | 3,295 % | 3,224 % 108 | 2,844 % | 3,263 % | 2,842 % | 4,247 % | 3,297 % | 3,227 % 109 | 2,851 % | 3,266 % | 2,849 % | 4,249 % | 3,300 % | 3,231 % 110 | 2,858 % | 3,269 % | 2,856 % | 4,251 % | 3,303 % | 3,234 % 111 | 2,865 % | 3,272 % | 2,862 % | 4,253 % | 3,306 % | 3,237 % 112 | 2,871 % | 3,275 % | 2,869 % | 4,256 % | 3,308 % | 3,241 % 113 | 2,878 % | 3,277 % | 2,875 % | 4,258 % | 3,311 % | 3,244 % 114 | 2,884 % | 3,280 % | 2,882 % | 4,260 % | 3,313 % | 3,247 % 115 | 2,890 % | 3,283 % | 2,888 % | 4,262 % | 3,316 % | 3,250 % 116 | 2,896 % | 3,286 % | 2,894 % | 4,264 % | 3,318 % | 3,253 % 117 | 2,902 % | 3,288 % | 2,900 % | 4,266 % | 3,321 % | 3,256 % 118 | 2,908 % | 3,291 % | 2,906 % | 4,268 % | 3,323 % | 3,259 % 119 | 2,914 % | 3,294 % | 2,912 % | 4,270 % | 3,325 % | 3,262 % 120 | 2,920 % | 3,296 % | 2,917 % | 4,272 % | 3,328 % | 3,265 % 121 | 2,925 % | 3,299 % | 2,923 % | 4,274 % | 3,330 % | 3,267 % 122 | 2,931 % | 3,301 % | 2,929 % | 4,276 % | 3,332 % | 3,270 % 123 | 2,936 % | 3,304 % | 2,934 % | 4,277 % | 3,334 % | 3,273 % 124 | 2,941 % | 3,306 % | 2,939 % | 4,279 % | 3,336 % | 3,275 % 125 | 2,947 % | 3,308 % | 2,945 % | 4,281 % | 3,339 % | 3,278 % 126 | 2,952 % | 3,311 % | 2,950 % | 4,283 % | 3,341 % | 3,281 % 127 | 2,957 % | 3,313 % | 2,955 % | 4,284 % | 3,343 % | 3,283 % 128 | 2,962 % | 3,315 % | 2,960 % | 4,286 % | 3,345 % | 3,286 % 129 | 2,967 % | 3,317 % | 2,965 % | 4,288 % | 3,347 % | 3,288 % 130 | 2,972 % | 3,320 % | 2,970 % | 4,289 % | 3,349 % | 3,290 % 131 | 2,977 % | 3,322 % | 2,975 % | 4,291 % | 3,351 % | 3,293 % 132 | 2,981 % | 3,324 % | 2,979 % | 4,293 % | 3,352 % | 3,295 % 133 | 2,986 % | 3,326 % | 2,984 % | 4,294 % | 3,354 % | 3,297 % 134 | 2,990 % | 3,328 % | 2,989 % | 4,296 % | 3,356 % | 3,300 % 135 | 2,995 % | 3,330 % | 2,993 % | 4,297 % | 3,358 % | 3,302 % 136 | 2,999 % | 3,332 % | 2,998 % | 4,299 % | 3,360 % | 3,304 % 137 | 3,004 % | 3,334 % | 3,002 % | 4,300 % | 3,361 % | 3,306 % 138 | 3,008 % | 3,336 % | 3,006 % | 4,302 % | 3,363 % | 3,308 % 139 | 3,012 % | 3,338 % | 3,010 % | 4,303 % | 3,365 % | 3,310 % 140 | 3,016 % | 3,340 % | 3,015 % | 4,304 % | 3,367 % | 3,312 % 141 | 3,021 % | 3,341 % | 3,019 % | 4,306 % | 3,368 % | 3,315 % 142 | 3,025 % | 3,343 % | 3,023 % | 4,307 % | 3,370 % | 3,317 % 143 | 3,029 % | 3,345 % | 3,027 % | 4,308 % | 3,371 % | 3,318 % 144 | 3,033 % | 3,347 % | 3,031 % | 4,310 % | 3,373 % | 3,320 % 145 | 3,037 % | 3,349 % | 3,035 % | 4,311 % | 3,375 % | 3,322 % 146 | 3,040 % | 3,350 % | 3,039 % | 4,312 % | 3,376 % | 3,324 % 147 | 3,044 % | 3,352 % | 3,042 % | 4,314 % | 3,378 % | 3,326 % 148 | 3,048 % | 3,354 % | 3,046 % | 4,315 % | 3,379 % | 3,328 % 149 | 3,052 % | 3,355 % | 3,050 % | 4,316 % | 3,381 % | 3,330 % 150 | 3,055 % | 3,357 % | 3,054 % | 4,317 % | 3,382 % | 3,332 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | –0,655 % | 0,056 % | 1,834 % | –0,093 % | 2,124 % | 0,533 % 2 | –0,605 % | 0,271 % | 2,100 % | 0,248 % | 2,400 % | 0,937 % 3 | –0,545 % | 0,410 % | 2,319 % | 0,579 % | 2,624 % | 1,164 % 4 | –0,476 % | 0,522 % | 2,512 % | 0,864 % | 2,805 % | 1,293 % 5 | –0,396 % | 0,606 % | 2,689 % | 1,088 % | 2,965 % | 1,372 % 6 | –0,326 % | 0,679 % | 2,856 % | 1,257 % | 3,111 % | 1,422 % 7 | –0,256 % | 0,732 % | 3,014 % | 1,382 % | 3,237 % | 1,460 % 8 | –0,176 % | 0,785 % | 3,166 % | 1,479 % | 3,340 % | 1,496 % 9 | –0,114 % | 0,831 % | 3,314 % | 1,566 % | 3,418 % | 1,534 % 10 | –0,048 % | 0,872 % | 3,459 % | 1,652 % | 3,478 % | 1,579 % 11 | 0,016 % | 0,907 % | 3,576 % | 1,733 % | 3,524 % | 1,630 % 12 | 0,075 % | 0,936 % | 3,666 % | 1,809 % | 3,561 % | 1,685 % 13 | 0,132 % | 0,960 % | 3,735 % | 1,880 % | 3,590 % | 1,742 % 14 | 0,181 % | 0,979 % | 3,788 % | 1,947 % | 3,613 % | 1,799 % 15 | 0,217 % | 0,992 % | 3,830 % | 2,010 % | 3,631 % | 1,856 % 16 | 0,238 % | 1,002 % | 3,861 % | 2,069 % | 3,646 % | 1,911 % 17 | 0,255 % | 1,008 % | 3,886 % | 2,125 % | 3,658 % | 1,965 % 18 | 0,273 % | 1,014 % | 3,904 % | 2,177 % | 3,668 % | 2,018 % 19 | 0,299 % | 1,019 % | 3,917 % | 2,227 % | 3,676 % | 2,068 % 20 | 0,335 % | 1,026 % | 3,927 % | 2,273 % | 3,683 % | 2,116 % 21 | 0,385 % | 1,034 % | 3,934 % | 2,317 % | 3,688 % | 2,162 % 22 | 0,444 % | 1,042 % | 3,938 % | 2,359 % | 3,692 % | 2,207 % 23 | 0,509 % | 1,048 % | 3,940 % | 2,399 % | 3,695 % | 2,249 % 24 | 0,578 % | 1,053 % | 3,941 % | 2,436 % | 3,697 % | 2,290 % 25 | 0,649 % | 1,055 % | 3,940 % | 2,472 % | 3,699 % | 2,328 % 26 | 0,721 % | 1,053 % | 3,938 % | 2,505 % | 3,700 % | 2,365 % 27 | 0,793 % | 1,046 % | 3,935 % | 2,538 % | 3,701 % | 2,401 % 28 | 0,863 % | 1,036 % | 3,932 % | 2,568 % | 3,702 % | 2,434 % 29 | 0,933 % | 1,020 % | 3,928 % | 2,597 % | 3,702 % | 2,467 % 30 | 1,001 % | 1,000 % | 3,924 % | 2,625 % | 3,702 % | 2,497 % 31 | 1,067 % | 0,974 % | 3,919 % | 2,651 % | 3,701 % | 2,527 % 32 | 1,131 % | 0,945 % | 3,914 % | 2,676 % | 3,701 % | 2,555 % 33 | 1,193 % | 0,916 % | 3,909 % | 2,700 % | 3,700 % | 2,582 % 34 | 1,253 % | 0,888 % | 3,904 % | 2,723 % | 3,699 % | 2,608 % 35 | 1,310 % | 0,861 % | 3,899 % | 2,745 % | 3,698 % | 2,632 % 36 | 1,366 % | 0,837 % | 3,894 % | 2,766 % | 3,698 % | 2,656 % 37 | 1,419 % | 0,816 % | 3,889 % | 2,786 % | 3,696 % | 2,679 % 38 | 1,471 % | 0,798 % | 3,883 % | 2,805 % | 3,695 % | 2,700 % 39 | 1,520 % | 0,784 % | 3,878 % | 2,824 % | 3,694 % | 2,721 % 40 | 1,568 % | 0,774 % | 3,873 % | 2,841 % | 3,693 % | 2,741 % 41 | 1,614 % | 0,766 % | 3,868 % | 2,858 % | 3,692 % | 2,760 % 42 | 1,658 % | 0,763 % | 3,863 % | 2,874 % | 3,691 % | 2,779 % 43 | 1,700 % | 0,763 % | 3,858 % | 2,890 % | 3,689 % | 2,796 % 44 | 1,741 % | 0,766 % | 3,854 % | 2,905 % | 3,688 % | 2,813 % 45 | 1,780 % | 0,772 % | 3,849 % | 2,920 % | 3,687 % | 2,830 % 46 | 1,818 % | 0,782 % | 3,845 % | 2,933 % | 3,686 % | 2,846 % 47 | 1,854 % | 0,794 % | 3,840 % | 2,947 % | 3,684 % | 2,861 % 48 | 1,889 % | 0,810 % | 3,836 % | 2,960 % | 3,683 % | 2,875 % 49 | 1,923 % | 0,829 % | 3,832 % | 2,972 % | 3,682 % | 2,889 % 50 | 1,955 % | 0,851 % | 3,828 % | 2,984 % | 3,681 % | 2,903 % 51 | 1,986 % | 0,876 % | 3,824 % | 2,996 % | 3,680 % | 2,916 % 52 | 2,017 % | 0,904 % | 3,820 % | 3,007 % | 3,679 % | 2,929 % 53 | 2,046 % | 0,934 % | 3,816 % | 3,018 % | 3,677 % | 2,941 % 54 | 2,074 % | 0,965 % | 3,813 % | 3,028 % | 3,676 % | 2,953 % 55 | 2,101 % | 0,997 % | 3,809 % | 3,038 % | 3,675 % | 2,964 % 56 | 2,127 % | 1,030 % | 3,806 % | 3,048 % | 3,674 % | 2,975 % 57 | 2,153 % | 1,063 % | 3,802 % | 3,057 % | 3,673 % | 2,986 % 58 | 2,177 % | 1,097 % | 3,799 % | 3,066 % | 3,672 % | 2,996 % 59 | 2,201 % | 1,130 % | 3,796 % | 3,075 % | 3,671 % | 3,006 % 60 | 2,224 % | 1,163 % | 3,793 % | 3,084 % | 3,670 % | 3,016 % 61 | 2,246 % | 1,196 % | 3,790 % | 3,092 % | 3,669 % | 3,025 % 62 | 2,268 % | 1,229 % | 3,787 % | 3,100 % | 3,668 % | 3,034 % 63 | 2,289 % | 1,262 % | 3,784 % | 3,108 % | 3,667 % | 3,043 % 64 | 2,309 % | 1,294 % | 3,781 % | 3,115 % | 3,666 % | 3,052 % 65 | 2,328 % | 1,325 % | 3,778 % | 3,123 % | 3,665 % | 3,060 % 66 | 2,348 % | 1,356 % | 3,776 % | 3,130 % | 3,664 % | 3,068 % 67 | 2,366 % | 1,386 % | 3,773 % | 3,137 % | 3,663 % | 3,076 % 68 | 2,384 % | 1,416 % | 3,771 % | 3,143 % | 3,663 % | 3,084 % 69 | 2,402 % | 1,446 % | 3,768 % | 3,150 % | 3,662 % | 3,091 % 70 | 2,419 % | 1,474 % | 3,766 % | 3,156 % | 3,661 % | 3,098 % 71 | 2,435 % | 1,502 % | 3,764 % | 3,163 % | 3,660 % | 3,105 % 72 | 2,451 % | 1,530 % | 3,762 % | 3,169 % | 3,659 % | 3,112 % 73 | 2,467 % | 1,557 % | 3,759 % | 3,174 % | 3,659 % | 3,119 % 74 | 2,482 % | 1,583 % | 3,757 % | 3,180 % | 3,658 % | 3,125 % 75 | 2,497 % | 1,609 % | 3,755 % | 3,186 % | 3,657 % | 3,131 % 76 | 2,511 % | 1,634 % | 3,753 % | 3,191 % | 3,656 % | 3,138 % 77 | 2,525 % | 1,658 % | 3,751 % | 3,196 % | 3,656 % | 3,144 % 78 | 2,539 % | 1,682 % | 3,749 % | 3,201 % | 3,655 % | 3,149 % 79 | 2,552 % | 1,706 % | 3,747 % | 3,206 % | 3,654 % | 3,155 % 80 | 2,565 % | 1,729 % | 3,746 % | 3,211 % | 3,654 % | 3,161 % 81 | 2,578 % | 1,751 % | 3,744 % | 3,216 % | 3,653 % | 3,166 % 82 | 2,590 % | 1,773 % | 3,742 % | 3,221 % | 3,653 % | 3,171 % 83 | 2,602 % | 1,795 % | 3,740 % | 3,225 % | 3,652 % | 3,176 % 84 | 2,614 % | 1,816 % | 3,739 % | 3,230 % | 3,651 % | 3,181 % 85 | 2,626 % | 1,837 % | 3,737 % | 3,234 % | 3,651 % | 3,186 % 86 | 2,637 % | 1,857 % | 3,736 % | 3,238 % | 3,650 % | 3,191 % 87 | 2,648 % | 1,876 % | 3,734 % | 3,242 % | 3,650 % | 3,196 % 88 | 2,659 % | 1,896 % | 3,732 % | 3,247 % | 3,649 % | 3,200 % 89 | 2,669 % | 1,915 % | 3,731 % | 3,250 % | 3,649 % | 3,205 % 90 | 2,680 % | 1,933 % | 3,730 % | 3,254 % | 3,648 % | 3,209 % 91 | 2,690 % | 1,951 % | 3,728 % | 3,258 % | 3,647 % | 3,213 % 92 | 2,700 % | 1,969 % | 3,727 % | 3,262 % | 3,647 % | 3,218 % 93 | 2,709 % | 1,986 % | 3,725 % | 3,265 % | 3,646 % | 3,222 % 94 | 2,719 % | 2,003 % | 3,724 % | 3,269 % | 3,646 % | 3,226 % 95 | 2,728 % | 2,020 % | 3,723 % | 3,273 % | 3,646 % | 3,230 % 96 | 2,737 % | 2,036 % | 3,721 % | 3,276 % | 3,645 % | 3,234 % 97 | 2,746 % | 2,052 % | 3,720 % | 3,279 % | 3,645 % | 3,237 % 98 | 2,754 % | 2,068 % | 3,719 % | 3,283 % | 3,644 % | 3,241 % 99 | 2,763 % | 2,083 % | 3,718 % | 3,286 % | 3,644 % | 3,245 % 100 | 2,771 % | 2,098 % | 3,717 % | 3,289 % | 3,643 % | 3,248 % 101 | 2,780 % | 2,113 % | 3,715 % | 3,292 % | 3,643 % | 3,252 % 102 | 2,788 % | 2,127 % | 3,714 % | 3,295 % | 3,642 % | 3,255 % 103 | 2,795 % | 2,141 % | 3,713 % | 3,298 % | 3,642 % | 3,258 % 104 | 2,803 % | 2,155 % | 3,712 % | 3,301 % | 3,642 % | 3,262 % 105 | 2,811 % | 2,169 % | 3,711 % | 3,304 % | 3,641 % | 3,265 % 106 | 2,818 % | 2,182 % | 3,710 % | 3,306 % | 3,641 % | 3,268 % 107 | 2,825 % | 2,195 % | 3,709 % | 3,309 % | 3,640 % | 3,271 % 108 | 2,832 % | 2,208 % | 3,708 % | 3,312 % | 3,640 % | 3,274 % 109 | 2,840 % | 2,221 % | 3,707 % | 3,314 % | 3,640 % | 3,277 % 110 | 2,846 % | 2,233 % | 3,706 % | 3,317 % | 3,639 % | 3,280 % 111 | 2,853 % | 2,246 % | 3,705 % | 3,320 % | 3,639 % | 3,283 % 112 | 2,860 % | 2,258 % | 3,704 % | 3,322 % | 3,639 % | 3,286 % 113 | 2,866 % | 2,269 % | 3,703 % | 3,325 % | 3,638 % | 3,289 % 114 | 2,873 % | 2,281 % | 3,702 % | 3,327 % | 3,638 % | 3,291 % 115 | 2,879 % | 2,292 % | 3,701 % | 3,329 % | 3,638 % | 3,294 % 116 | 2,885 % | 2,304 % | 3,701 % | 3,332 % | 3,637 % | 3,297 % 117 | 2,891 % | 2,315 % | 3,700 % | 3,334 % | 3,637 % | 3,299 % 118 | 2,897 % | 2,325 % | 3,699 % | 3,336 % | 3,637 % | 3,302 % 119 | 2,903 % | 2,336 % | 3,698 % | 3,338 % | 3,636 % | 3,304 % 120 | 2,909 % | 2,347 % | 3,697 % | 3,341 % | 3,636 % | 3,307 % 121 | 2,915 % | 2,357 % | 3,696 % | 3,343 % | 3,636 % | 3,309 % 122 | 2,920 % | 2,367 % | 3,696 % | 3,345 % | 3,636 % | 3,311 % 123 | 2,926 % | 2,377 % | 3,695 % | 3,347 % | 3,635 % | 3,314 % 124 | 2,931 % | 2,387 % | 3,694 % | 3,349 % | 3,635 % | 3,316 % 125 | 2,937 % | 2,396 % | 3,693 % | 3,351 % | 3,635 % | 3,318 % 126 | 2,942 % | 2,406 % | 3,693 % | 3,353 % | 3,634 % | 3,321 % 127 | 2,947 % | 2,415 % | 3,692 % | 3,355 % | 3,634 % | 3,323 % 128 | 2,952 % | 2,424 % | 3,691 % | 3,357 % | 3,634 % | 3,325 % 129 | 2,957 % | 2,433 % | 3,690 % | 3,359 % | 3,634 % | 3,327 % 130 | 2,962 % | 2,442 % | 3,690 % | 3,361 % | 3,633 % | 3,329 % 131 | 2,967 % | 2,451 % | 3,689 % | 3,362 % | 3,633 % | 3,331 % 132 | 2,972 % | 2,460 % | 3,688 % | 3,364 % | 3,633 % | 3,333 % 133 | 2,976 % | 2,468 % | 3,688 % | 3,366 % | 3,633 % | 3,335 % 134 | 2,981 % | 2,477 % | 3,687 % | 3,368 % | 3,632 % | 3,337 % 135 | 2,986 % | 2,485 % | 3,686 % | 3,369 % | 3,632 % | 3,339 % 136 | 2,990 % | 2,493 % | 3,686 % | 3,371 % | 3,632 % | 3,341 % 137 | 2,994 % | 2,501 % | 3,685 % | 3,373 % | 3,632 % | 3,343 % 138 | 2,999 % | 2,509 % | 3,685 % | 3,374 % | 3,631 % | 3,345 % 139 | 3,003 % | 2,517 % | 3,684 % | 3,376 % | 3,631 % | 3,347 % 140 | 3,007 % | 2,525 % | 3,683 % | 3,378 % | 3,631 % | 3,349 % 141 | 3,012 % | 2,532 % | 3,683 % | 3,379 % | 3,631 % | 3,350 % 142 | 3,016 % | 2,540 % | 3,682 % | 3,381 % | 3,631 % | 3,352 % 143 | 3,020 % | 2,547 % | 3,682 % | 3,382 % | 3,630 % | 3,354 % 144 | 3,024 % | 2,554 % | 3,681 % | 3,384 % | 3,630 % | 3,356 % 145 | 3,028 % | 2,562 % | 3,680 % | 3,385 % | 3,630 % | 3,357 % 146 | 3,032 % | 2,569 % | 3,680 % | 3,387 % | 3,630 % | 3,359 % 147 | 3,036 % | 2,576 % | 3,679 % | 3,388 % | 3,629 % | 3,360 % 148 | 3,039 % | 2,582 % | 3,679 % | 3,390 % | 3,629 % | 3,362 % 149 | 3,043 % | 2,589 % | 3,678 % | 3,391 % | 3,629 % | 3,364 % 150 | 3,047 % | 2,596 % | 3,678 % | 3,392 % | 3,629 % | 3,365 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | –0,800 % | 0,008 % | 0,371 % | 0,487 % | 1,120 % | 2,767 % 2 | –0,733 % | 0,198 % | 0,472 % | 0,694 % | 2,023 % | 3,850 % 3 | –0,660 % | 0,409 % | 0,644 % | 0,962 % | 2,631 % | 4,690 % 4 | –0,575 % | 0,623 % | 0,833 % | 1,179 % | 3,091 % | 5,366 % 5 | –0,477 % | 0,824 % | 1,020 % | 1,322 % | 3,454 % | 5,876 % 6 | –0,368 % | 1,008 % | 1,199 % | 1,431 % | 3,755 % | 6,277 % 7 | –0,265 % | 1,172 % | 1,368 % | 1,524 % | 4,019 % | 6,600 % 8 | –0,176 % | 1,313 % | 1,520 % | 1,604 % | 4,257 % | 6,864 % 9 | –0,106 % | 1,430 % | 1,659 % | 1,673 % | 4,463 % | 7,082 % 10 | –0,056 % | 1,526 % | 1,785 % | 1,728 % | 4,631 % | 7,272 % 11 | –0,026 % | 1,613 % | 1,903 % | 1,772 % | 4,758 % | 7,404 % 12 | –0,008 % | 1,691 % | 2,018 % | 1,806 % | 4,854 % | 7,483 % 13 | 0,002 % | 1,757 % | 2,136 % | 1,834 % | 4,925 % | 7,523 % 14 | 0,008 % | 1,812 % | 2,249 % | 1,858 % | 4,978 % | 7,534 % 15 | 0,014 % | 1,856 % | 2,353 % | 1,880 % | 5,017 % | 7,523 % 16 | 0,020 % | 1,891 % | 2,444 % | 1,900 % | 5,046 % | 7,496 % 17 | 0,029 % | 1,917 % | 2,524 % | 1,918 % | 5,065 % | 7,456 % 18 | 0,039 % | 1,937 % | 2,594 % | 1,936 % | 5,078 % | 7,408 % 19 | 0,053 % | 1,952 % | 2,657 % | 1,954 % | 5,086 % | 7,353 % 20 | 0,070 % | 1,962 % | 2,712 % | 1,972 % | 5,090 % | 7,294 % 21 | 0,091 % | 1,968 % | 2,762 % | 1,991 % | 5,090 % | 7,231 % 22 | 0,116 % | 1,970 % | 2,806 % | 2,009 % | 5,088 % | 7,167 % 23 | 0,144 % | 1,968 % | 2,847 % | 2,028 % | 5,084 % | 7,102 % 24 | 0,176 % | 1,962 % | 2,883 % | 2,048 % | 5,078 % | 7,037 % 25 | 0,213 % | 1,953 % | 2,917 % | 2,068 % | 5,071 % | 6,972 % 26 | 0,254 % | 1,939 % | 2,947 % | 2,089 % | 5,063 % | 6,908 % 27 | 0,297 % | 1,926 % | 2,975 % | 2,110 % | 5,054 % | 6,846 % 28 | 0,343 % | 1,914 % | 3,001 % | 2,132 % | 5,045 % | 6,784 % 29 | 0,390 % | 1,907 % | 3,025 % | 2,155 % | 5,036 % | 6,725 % 30 | 0,437 % | 1,906 % | 3,047 % | 2,179 % | 5,026 % | 6,667 % 31 | 0,484 % | 1,912 % | 3,067 % | 2,204 % | 5,016 % | 6,611 % 32 | 0,531 % | 1,923 % | 3,086 % | 2,229 % | 5,006 % | 6,557 % 33 | 0,577 % | 1,939 % | 3,104 % | 2,255 % | 4,996 % | 6,505 % 34 | 0,622 % | 1,958 % | 3,120 % | 2,280 % | 4,986 % | 6,455 % 35 | 0,666 % | 1,980 % | 3,135 % | 2,306 % | 4,976 % | 6,406 % 36 | 0,709 % | 2,003 % | 3,150 % | 2,331 % | 4,967 % | 6,359 % 37 | 0,751 % | 2,027 % | 3,163 % | 2,356 % | 4,957 % | 6,315 % 38 | 0,792 % | 2,053 % | 3,176 % | 2,380 % | 4,948 % | 6,271 % 39 | 0,831 % | 2,079 % | 3,188 % | 2,405 % | 4,939 % | 6,230 % 40 | 0,870 % | 2,105 % | 3,200 % | 2,428 % | 4,930 % | 6,190 % 41 | 0,907 % | 2,132 % | 3,210 % | 2,451 % | 4,922 % | 6,151 % 42 | 0,942 % | 2,158 % | 3,220 % | 2,474 % | 4,913 % | 6,115 % 43 | 0,977 % | 2,184 % | 3,230 % | 2,495 % | 4,905 % | 6,079 % 44 | 1,011 % | 2,210 % | 3,239 % | 2,517 % | 4,897 % | 6,045 % 45 | 1,043 % | 2,235 % | 3,248 % | 2,537 % | 4,890 % | 6,012 % 46 | 1,074 % | 2,260 % | 3,256 % | 2,558 % | 4,882 % | 5,980 % 47 | 1,104 % | 2,284 % | 3,264 % | 2,577 % | 4,875 % | 5,950 % 48 | 1,134 % | 2,308 % | 3,271 % | 2,596 % | 4,868 % | 5,921 % 49 | 1,162 % | 2,331 % | 3,279 % | 2,615 % | 4,861 % | 5,892 % 50 | 1,189 % | 2,354 % | 3,285 % | 2,632 % | 4,854 % | 5,865 % 51 | 1,215 % | 2,376 % | 3,292 % | 2,650 % | 4,848 % | 5,839 % 52 | 1,241 % | 2,397 % | 3,298 % | 2,667 % | 4,842 % | 5,814 % 53 | 1,265 % | 2,418 % | 3,304 % | 2,683 % | 4,836 % | 5,789 % 54 | 1,289 % | 2,438 % | 3,310 % | 2,699 % | 4,830 % | 5,766 % 55 | 1,312 % | 2,458 % | 3,316 % | 2,714 % | 4,824 % | 5,743 % 56 | 1,335 % | 2,477 % | 3,321 % | 2,729 % | 4,819 % | 5,721 % 57 | 1,356 % | 2,496 % | 3,326 % | 2,744 % | 4,813 % | 5,700 % 58 | 1,377 % | 2,514 % | 3,331 % | 2,758 % | 4,808 % | 5,679 % 59 | 1,397 % | 2,532 % | 3,336 % | 2,771 % | 4,803 % | 5,659 % 60 | 1,417 % | 2,549 % | 3,340 % | 2,785 % | 4,798 % | 5,640 % 61 | 1,436 % | 2,565 % | 3,345 % | 2,797 % | 4,794 % | 5,621 % 62 | 1,454 % | 2,581 % | 3,349 % | 2,810 % | 4,789 % | 5,603 % 63 | 1,472 % | 2,597 % | 3,353 % | 2,822 % | 4,785 % | 5,586 % 64 | 1,490 % | 2,612 % | 3,357 % | 2,834 % | 4,780 % | 5,569 % 65 | 1,506 % | 2,627 % | 3,361 % | 2,845 % | 4,776 % | 5,552 % 66 | 1,523 % | 2,641 % | 3,365 % | 2,856 % | 4,772 % | 5,537 % 67 | 1,539 % | 2,655 % | 3,368 % | 2,867 % | 4,768 % | 5,521 % 68 | 1,554 % | 2,669 % | 3,372 % | 2,878 % | 4,764 % | 5,506 % 69 | 1,569 % | 2,682 % | 3,375 % | 2,888 % | 4,760 % | 5,491 % 70 | 1,584 % | 2,695 % | 3,378 % | 2,898 % | 4,757 % | 5,477 % 71 | 1,598 % | 2,708 % | 3,382 % | 2,908 % | 4,753 % | 5,463 % 72 | 1,611 % | 2,720 % | 3,385 % | 2,917 % | 4,750 % | 5,450 % 73 | 1,625 % | 2,732 % | 3,388 % | 2,926 % | 4,746 % | 5,437 % 74 | 1,638 % | 2,744 % | 3,391 % | 2,935 % | 4,743 % | 5,424 % 75 | 1,651 % | 2,755 % | 3,393 % | 2,944 % | 4,740 % | 5,412 % 76 | 1,663 % | 2,766 % | 3,396 % | 2,953 % | 4,737 % | 5,400 % 77 | 1,675 % | 2,777 % | 3,399 % | 2,961 % | 4,734 % | 5,388 % 78 | 1,687 % | 2,787 % | 3,402 % | 2,969 % | 4,731 % | 5,377 % 79 | 1,698 % | 2,797 % | 3,404 % | 2,977 % | 4,728 % | 5,366 % 80 | 1,710 % | 2,807 % | 3,407 % | 2,985 % | 4,725 % | 5,355 % 81 | 1,721 % | 2,817 % | 3,409 % | 2,992 % | 4,722 % | 5,344 % 82 | 1,731 % | 2,826 % | 3,411 % | 3,000 % | 4,719 % | 5,334 % 83 | 1,742 % | 2,836 % | 3,414 % | 3,007 % | 4,717 % | 5,324 % 84 | 1,752 % | 2,845 % | 3,416 % | 3,014 % | 4,714 % | 5,314 % 85 | 1,762 % | 2,854 % | 3,418 % | 3,021 % | 4,712 % | 5,304 % 86 | 1,771 % | 2,862 % | 3,420 % | 3,027 % | 4,709 % | 5,295 % 87 | 1,781 % | 2,871 % | 3,422 % | 3,034 % | 4,707 % | 5,286 % 88 | 1,790 % | 2,879 % | 3,424 % | 3,040 % | 4,704 % | 5,277 % 89 | 1,799 % | 2,887 % | 3,426 % | 3,047 % | 4,702 % | 5,268 % 90 | 1,808 % | 2,895 % | 3,428 % | 3,053 % | 4,700 % | 5,260 % 91 | 1,817 % | 2,902 % | 3,430 % | 3,059 % | 4,698 % | 5,251 % 92 | 1,825 % | 2,910 % | 3,432 % | 3,065 % | 4,696 % | 5,243 % 93 | 1,834 % | 2,917 % | 3,434 % | 3,070 % | 4,693 % | 5,235 % 94 | 1,842 % | 2,925 % | 3,436 % | 3,076 % | 4,691 % | 5,227 % 95 | 1,850 % | 2,932 % | 3,437 % | 3,081 % | 4,689 % | 5,219 % 96 | 1,857 % | 2,939 % | 3,439 % | 3,087 % | 4,687 % | 5,212 % 97 | 1,865 % | 2,945 % | 3,441 % | 3,092 % | 4,685 % | 5,205 % 98 | 1,872 % | 2,952 % | 3,442 % | 3,097 % | 4,684 % | 5,197 % 99 | 1,880 % | 2,959 % | 3,444 % | 3,102 % | 4,682 % | 5,190 % 100 | 1,887 % | 2,965 % | 3,446 % | 3,107 % | 4,680 % | 5,183 % 101 | 1,894 % | 2,971 % | 3,447 % | 3,112 % | 4,678 % | 5,177 % 102 | 1,901 % | 2,977 % | 3,449 % | 3,117 % | 4,676 % | 5,170 % 103 | 1,908 % | 2,983 % | 3,450 % | 3,122 % | 4,675 % | 5,163 % 104 | 1,914 % | 2,989 % | 3,451 % | 3,126 % | 4,673 % | 5,157 % 105 | 1,921 % | 2,995 % | 3,453 % | 3,131 % | 4,671 % | 5,151 % 106 | 1,927 % | 3,001 % | 3,454 % | 3,135 % | 4,670 % | 5,145 % 107 | 1,933 % | 3,006 % | 3,456 % | 3,139 % | 4,668 % | 5,138 % 108 | 1,940 % | 3,012 % | 3,457 % | 3,144 % | 4,667 % | 5,133 % 109 | 1,946 % | 3,017 % | 3,458 % | 3,148 % | 4,665 % | 5,127 % 110 | 1,952 % | 3,023 % | 3,460 % | 3,152 % | 4,664 % | 5,121 % 111 | 1,957 % | 3,028 % | 3,461 % | 3,156 % | 4,662 % | 5,115 % 112 | 1,963 % | 3,033 % | 3,462 % | 3,160 % | 4,661 % | 5,110 % 113 | 1,969 % | 3,038 % | 3,463 % | 3,164 % | 4,659 % | 5,104 % 114 | 1,974 % | 3,043 % | 3,465 % | 3,168 % | 4,658 % | 5,099 % 115 | 1,980 % | 3,048 % | 3,466 % | 3,171 % | 4,656 % | 5,094 % 116 | 1,985 % | 3,052 % | 3,467 % | 3,175 % | 4,655 % | 5,089 % 117 | 1,990 % | 3,057 % | 3,468 % | 3,179 % | 4,654 % | 5,084 % 118 | 1,995 % | 3,062 % | 3,469 % | 3,182 % | 4,652 % | 5,079 % 119 | 2,000 % | 3,066 % | 3,470 % | 3,186 % | 4,651 % | 5,074 % 120 | 2,005 % | 3,071 % | 3,471 % | 3,189 % | 4,650 % | 5,069 % 121 | 2,010 % | 3,075 % | 3,472 % | 3,193 % | 4,649 % | 5,064 % 122 | 2,015 % | 3,079 % | 3,473 % | 3,196 % | 4,647 % | 5,060 % 123 | 2,020 % | 3,083 % | 3,474 % | 3,199 % | 4,646 % | 5,055 % 124 | 2,025 % | 3,088 % | 3,475 % | 3,202 % | 4,645 % | 5,051 % 125 | 2,029 % | 3,092 % | 3,476 % | 3,206 % | 4,644 % | 5,046 % 126 | 2,034 % | 3,096 % | 3,477 % | 3,209 % | 4,643 % | 5,042 % 127 | 2,038 % | 3,100 % | 3,478 % | 3,212 % | 4,642 % | 5,038 % 128 | 2,042 % | 3,104 % | 3,479 % | 3,215 % | 4,641 % | 5,033 % 129 | 2,047 % | 3,107 % | 3,480 % | 3,218 % | 4,639 % | 5,029 % 130 | 2,051 % | 3,111 % | 3,481 % | 3,221 % | 4,638 % | 5,025 % 131 | 2,055 % | 3,115 % | 3,482 % | 3,224 % | 4,637 % | 5,021 % 132 | 2,059 % | 3,119 % | 3,483 % | 3,226 % | 4,636 % | 5,017 % 133 | 2,063 % | 3,122 % | 3,484 % | 3,229 % | 4,635 % | 5,013 % 134 | 2,067 % | 3,126 % | 3,485 % | 3,232 % | 4,634 % | 5,010 % 135 | 2,071 % | 3,129 % | 3,486 % | 3,235 % | 4,633 % | 5,006 % 136 | 2,075 % | 3,133 % | 3,486 % | 3,237 % | 4,632 % | 5,002 % 137 | 2,079 % | 3,136 % | 3,487 % | 3,240 % | 4,631 % | 4,998 % 138 | 2,083 % | 3,139 % | 3,488 % | 3,243 % | 4,630 % | 4,995 % 139 | 2,087 % | 3,143 % | 3,489 % | 3,245 % | 4,629 % | 4,991 % 140 | 2,090 % | 3,146 % | 3,490 % | 3,248 % | 4,628 % | 4,988 % 141 | 2,094 % | 3,149 % | 3,490 % | 3,250 % | 4,628 % | 4,984 % 142 | 2,097 % | 3,152 % | 3,491 % | 3,253 % | 4,627 % | 4,981 % 143 | 2,101 % | 3,156 % | 3,492 % | 3,255 % | 4,626 % | 4,977 % 144 | 2,104 % | 3,159 % | 3,493 % | 3,258 % | 4,625 % | 4,974 % 145 | 2,108 % | 3,162 % | 3,493 % | 3,260 % | 4,624 % | 4,971 % 146 | 2,111 % | 3,165 % | 3,494 % | 3,262 % | 4,623 % | 4,968 % 147 | 2,114 % | 3,168 % | 3,495 % | 3,264 % | 4,622 % | 4,964 % 148 | 2,118 % | 3,171 % | 3,496 % | 3,267 % | 4,622 % | 4,961 % 149 | 2,121 % | 3,173 % | 3,496 % | 3,269 % | 4,621 % | 4,958 % 150 | 2,124 % | 3,176 % | 3,497 % | 3,271 % | 4,620 % | 4,955 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 0,090 % | 3,762 % | 5,336 % | –0,002 % | 0,406 % | 3,815 % 2 | 0,200 % | 4,417 % | 5,904 % | 0,050 % | 0,692 % | 4,280 % 3 | 0,402 % | 4,922 % | 6,145 % | 0,097 % | 0,920 % | 4,985 % 4 | 0,599 % | 5,345 % | 6,330 % | 0,140 % | 1,117 % | 5,482 % 5 | 0,768 % | 5,673 % | 6,474 % | 0,178 % | 1,276 % | 5,879 % 6 | 0,906 % | 5,914 % | 6,588 % | 0,213 % | 1,422 % | 6,265 % 7 | 1,021 % | 6,094 % | 6,689 % | 0,244 % | 1,545 % | 6,637 % 8 | 1,115 % | 6,221 % | 6,785 % | 0,271 % | 1,653 % | 6,988 % 9 | 1,193 % | 6,325 % | 6,883 % | 0,296 % | 1,746 % | 7,314 % 10 | 1,256 % | 6,418 % | 6,986 % | 0,319 % | 1,821 % | 7,613 % 11 | 1,307 % | 6,485 % | 7,097 % | 0,366 % | 1,892 % | 7,885 % 12 | 1,351 % | 6,529 % | 7,210 % | 0,434 % | 1,961 % | 8,126 % 13 | 1,393 % | 6,556 % | 7,320 % | 0,514 % | 2,027 % | 8,333 % 14 | 1,436 % | 6,570 % | 7,423 % | 0,600 % | 2,090 % | 8,503 % 15 | 1,482 % | 6,575 % | 7,517 % | 0,689 % | 2,150 % | 8,631 % 16 | 1,532 % | 6,573 % | 7,599 % | 0,779 % | 2,207 % | 8,716 % 17 | 1,584 % | 6,566 % | 7,668 % | 0,868 % | 2,261 % | 8,765 % 18 | 1,638 % | 6,554 % | 7,722 % | 0,956 % | 2,312 % | 8,785 % 19 | 1,692 % | 6,540 % | 7,758 % | 1,040 % | 2,359 % | 8,783 % 20 | 1,746 % | 6,523 % | 7,775 % | 1,122 % | 2,404 % | 8,763 % 21 | 1,799 % | 6,504 % | 7,773 % | 1,201 % | 2,446 % | 8,729 % 22 | 1,850 % | 6,485 % | 7,755 % | 1,277 % | 2,485 % | 8,685 % 23 | 1,901 % | 6,465 % | 7,724 % | 1,350 % | 2,522 % | 8,633 % 24 | 1,949 % | 6,444 % | 7,683 % | 1,419 % | 2,557 % | 8,576 % 25 | 1,996 % | 6,424 % | 7,634 % | 1,485 % | 2,590 % | 8,514 % 26 | 2,041 % | 6,403 % | 7,580 % | 1,549 % | 2,621 % | 8,450 % 27 | 2,085 % | 6,382 % | 7,523 % | 1,609 % | 2,650 % | 8,384 % 28 | 2,127 % | 6,362 % | 7,462 % | 1,667 % | 2,678 % | 8,318 % 29 | 2,167 % | 6,342 % | 7,401 % | 1,722 % | 2,704 % | 8,252 % 30 | 2,205 % | 6,322 % | 7,338 % | 1,774 % | 2,729 % | 8,186 % 31 | 2,242 % | 6,303 % | 7,276 % | 1,824 % | 2,753 % | 8,121 % 32 | 2,277 % | 6,285 % | 7,214 % | 1,872 % | 2,776 % | 8,058 % 33 | 2,311 % | 6,266 % | 7,153 % | 1,918 % | 2,797 % | 7,995 % 34 | 2,344 % | 6,249 % | 7,093 % | 1,961 % | 2,818 % | 7,935 % 35 | 2,375 % | 6,232 % | 7,034 % | 2,003 % | 2,838 % | 7,876 % 36 | 2,405 % | 6,215 % | 6,977 % | 2,043 % | 2,856 % | 7,819 % 37 | 2,434 % | 6,199 % | 6,922 % | 2,081 % | 2,874 % | 7,764 % 38 | 2,461 % | 6,184 % | 6,868 % | 2,118 % | 2,891 % | 7,711 % 39 | 2,488 % | 6,169 % | 6,816 % | 2,153 % | 2,908 % | 7,660 % 40 | 2,513 % | 6,154 % | 6,766 % | 2,186 % | 2,924 % | 7,610 % 41 | 2,537 % | 6,140 % | 6,717 % | 2,219 % | 2,939 % | 7,563 % 42 | 2,561 % | 6,127 % | 6,670 % | 2,249 % | 2,953 % | 7,517 % 43 | 2,583 % | 6,114 % | 6,625 % | 2,279 % | 2,967 % | 7,472 % 44 | 2,605 % | 6,101 % | 6,581 % | 2,307 % | 2,981 % | 7,430 % 45 | 2,626 % | 6,089 % | 6,539 % | 2,335 % | 2,993 % | 7,389 % 46 | 2,646 % | 6,077 % | 6,499 % | 2,361 % | 3,006 % | 7,349 % 47 | 2,665 % | 6,066 % | 6,460 % | 2,386 % | 3,018 % | 7,311 % 48 | 2,684 % | 6,055 % | 6,422 % | 2,411 % | 3,029 % | 7,274 % 49 | 2,702 % | 6,044 % | 6,386 % | 2,434 % | 3,040 % | 7,239 % 50 | 2,719 % | 6,034 % | 6,351 % | 2,457 % | 3,051 % | 7,205 % 51 | 2,736 % | 6,024 % | 6,317 % | 2,478 % | 3,061 % | 7,172 % 52 | 2,752 % | 6,014 % | 6,284 % | 2,499 % | 3,071 % | 7,140 % 53 | 2,767 % | 6,005 % | 6,253 % | 2,519 % | 3,081 % | 7,110 % 54 | 2,782 % | 5,996 % | 6,223 % | 2,539 % | 3,090 % | 7,080 % 55 | 2,797 % | 5,987 % | 6,193 % | 2,558 % | 3,099 % | 7,052 % 56 | 2,811 % | 5,979 % | 6,165 % | 2,576 % | 3,108 % | 7,024 % 57 | 2,824 % | 5,971 % | 6,138 % | 2,594 % | 3,116 % | 6,997 % 58 | 2,837 % | 5,963 % | 6,111 % | 2,611 % | 3,124 % | 6,972 % 59 | 2,850 % | 5,955 % | 6,086 % | 2,627 % | 3,132 % | 6,947 % 60 | 2,862 % | 5,948 % | 6,061 % | 2,643 % | 3,139 % | 6,923 % 61 | 2,874 % | 5,941 % | 6,037 % | 2,659 % | 3,147 % | 6,899 % 62 | 2,886 % | 5,934 % | 6,014 % | 2,674 % | 3,154 % | 6,877 % 63 | 2,897 % | 5,927 % | 5,991 % | 2,688 % | 3,161 % | 6,855 % 64 | 2,908 % | 5,920 % | 5,970 % | 2,702 % | 3,168 % | 6,834 % 65 | 2,918 % | 5,914 % | 5,948 % | 2,716 % | 3,174 % | 6,813 % 66 | 2,928 % | 5,908 % | 5,928 % | 2,729 % | 3,181 % | 6,793 % 67 | 2,938 % | 5,902 % | 5,908 % | 2,742 % | 3,187 % | 6,774 % 68 | 2,948 % | 5,896 % | 5,889 % | 2,754 % | 3,193 % | 6,755 % 69 | 2,957 % | 5,890 % | 5,870 % | 2,767 % | 3,198 % | 6,737 % 70 | 2,966 % | 5,885 % | 5,852 % | 2,778 % | 3,204 % | 6,719 % 71 | 2,975 % | 5,879 % | 5,834 % | 2,790 % | 3,210 % | 6,702 % 72 | 2,984 % | 5,874 % | 5,817 % | 2,801 % | 3,215 % | 6,685 % 73 | 2,992 % | 5,869 % | 5,800 % | 2,812 % | 3,220 % | 6,669 % 74 | 3,000 % | 5,864 % | 5,784 % | 2,822 % | 3,225 % | 6,653 % 75 | 3,008 % | 5,859 % | 5,768 % | 2,833 % | 3,230 % | 6,637 % 76 | 3,016 % | 5,854 % | 5,753 % | 2,843 % | 3,235 % | 6,622 % 77 | 3,024 % | 5,850 % | 5,738 % | 2,853 % | 3,240 % | 6,608 % 78 | 3,031 % | 5,845 % | 5,723 % | 2,862 % | 3,244 % | 6,594 % 79 | 3,038 % | 5,841 % | 5,709 % | 2,871 % | 3,249 % | 6,580 % 80 | 3,045 % | 5,837 % | 5,695 % | 2,880 % | 3,253 % | 6,566 % 81 | 3,052 % | 5,833 % | 5,681 % | 2,889 % | 3,257 % | 6,553 % 82 | 3,059 % | 5,829 % | 5,668 % | 2,898 % | 3,262 % | 6,540 % 83 | 3,065 % | 5,825 % | 5,655 % | 2,906 % | 3,266 % | 6,527 % 84 | 3,071 % | 5,821 % | 5,642 % | 2,915 % | 3,270 % | 6,515 % 85 | 3,078 % | 5,817 % | 5,630 % | 2,923 % | 3,273 % | 6,503 % 86 | 3,084 % | 5,813 % | 5,618 % | 2,930 % | 3,277 % | 6,491 % 87 | 3,090 % | 5,810 % | 5,606 % | 2,938 % | 3,281 % | 6,480 % 88 | 3,095 % | 5,806 % | 5,595 % | 2,946 % | 3,285 % | 6,469 % 89 | 3,101 % | 5,803 % | 5,584 % | 2,953 % | 3,288 % | 6,458 % 90 | 3,106 % | 5,799 % | 5,573 % | 2,960 % | 3,292 % | 6,447 % 91 | 3,112 % | 5,796 % | 5,562 % | 2,967 % | 3,295 % | 6,437 % 92 | 3,117 % | 5,793 % | 5,551 % | 2,974 % | 3,298 % | 6,426 % 93 | 3,122 % | 5,790 % | 5,541 % | 2,981 % | 3,301 % | 6,416 % 94 | 3,127 % | 5,787 % | 5,531 % | 2,987 % | 3,305 % | 6,407 % 95 | 3,132 % | 5,784 % | 5,521 % | 2,994 % | 3,308 % | 6,397 % 96 | 3,137 % | 5,781 % | 5,511 % | 3,000 % | 3,311 % | 6,388 % 97 | 3,142 % | 5,778 % | 5,502 % | 3,006 % | 3,314 % | 6,379 % 98 | 3,147 % | 5,775 % | 5,493 % | 3,012 % | 3,317 % | 6,370 % 99 | 3,151 % | 5,772 % | 5,484 % | 3,018 % | 3,319 % | 6,361 % 100 | 3,156 % | 5,769 % | 5,475 % | 3,024 % | 3,322 % | 6,352 % 101 | 3,160 % | 5,767 % | 5,466 % | 3,030 % | 3,325 % | 6,344 % 102 | 3,164 % | 5,764 % | 5,458 % | 3,035 % | 3,328 % | 6,335 % 103 | 3,169 % | 5,762 % | 5,449 % | 3,041 % | 3,330 % | 6,327 % 104 | 3,173 % | 5,759 % | 5,441 % | 3,046 % | 3,333 % | 6,319 % 105 | 3,177 % | 5,757 % | 5,433 % | 3,051 % | 3,335 % | 6,311 % 106 | 3,181 % | 5,754 % | 5,425 % | 3,056 % | 3,338 % | 6,304 % 107 | 3,185 % | 5,752 % | 5,417 % | 3,061 % | 3,340 % | 6,296 % 108 | 3,189 % | 5,749 % | 5,410 % | 3,066 % | 3,343 % | 6,289 % 109 | 3,192 % | 5,747 % | 5,402 % | 3,071 % | 3,345 % | 6,281 % 110 | 3,196 % | 5,745 % | 5,395 % | 3,076 % | 3,347 % | 6,274 % 111 | 3,200 % | 5,743 % | 5,388 % | 3,081 % | 3,350 % | 6,267 % 112 | 3,203 % | 5,740 % | 5,381 % | 3,085 % | 3,352 % | 6,260 % 113 | 3,207 % | 5,738 % | 5,374 % | 3,090 % | 3,354 % | 6,254 % 114 | 3,210 % | 5,736 % | 5,367 % | 3,094 % | 3,356 % | 6,247 % 115 | 3,214 % | 5,734 % | 5,360 % | 3,099 % | 3,358 % | 6,241 % 116 | 3,217 % | 5,732 % | 5,354 % | 3,103 % | 3,361 % | 6,234 % 117 | 3,220 % | 5,730 % | 5,347 % | 3,107 % | 3,363 % | 6,228 % 118 | 3,223 % | 5,728 % | 5,341 % | 3,112 % | 3,365 % | 6,222 % 119 | 3,226 % | 5,726 % | 5,335 % | 3,116 % | 3,367 % | 6,216 % 120 | 3,230 % | 5,724 % | 5,329 % | 3,120 % | 3,368 % | 6,210 % 121 | 3,233 % | 5,723 % | 5,323 % | 3,124 % | 3,370 % | 6,204 % 122 | 3,236 % | 5,721 % | 5,317 % | 3,128 % | 3,372 % | 6,198 % 123 | 3,239 % | 5,719 % | 5,311 % | 3,131 % | 3,374 % | 6,192 % 124 | 3,242 % | 5,717 % | 5,305 % | 3,135 % | 3,376 % | 6,187 % 125 | 3,244 % | 5,715 % | 5,299 % | 3,139 % | 3,378 % | 6,181 % 126 | 3,247 % | 5,714 % | 5,294 % | 3,142 % | 3,379 % | 6,176 % 127 | 3,250 % | 5,712 % | 5,288 % | 3,146 % | 3,381 % | 6,170 % 128 | 3,253 % | 5,710 % | 5,283 % | 3,150 % | 3,383 % | 6,165 % 129 | 3,255 % | 5,709 % | 5,278 % | 3,153 % | 3,385 % | 6,160 % 130 | 3,258 % | 5,707 % | 5,272 % | 3,157 % | 3,386 % | 6,155 % 131 | 3,261 % | 5,706 % | 5,267 % | 3,160 % | 3,388 % | 6,150 % 132 | 3,263 % | 5,704 % | 5,262 % | 3,163 % | 3,389 % | 6,145 % 133 | 3,266 % | 5,702 % | 5,257 % | 3,167 % | 3,391 % | 6,140 % 134 | 3,268 % | 5,701 % | 5,252 % | 3,170 % | 3,393 % | 6,135 % 135 | 3,271 % | 5,699 % | 5,247 % | 3,173 % | 3,394 % | 6,130 % 136 | 3,273 % | 5,698 % | 5,243 % | 3,176 % | 3,396 % | 6,126 % 137 | 3,275 % | 5,697 % | 5,238 % | 3,179 % | 3,397 % | 6,121 % 138 | 3,278 % | 5,695 % | 5,233 % | 3,182 % | 3,399 % | 6,117 % 139 | 3,280 % | 5,694 % | 5,229 % | 3,185 % | 3,400 % | 6,112 % 140 | 3,282 % | 5,692 % | 5,224 % | 3,188 % | 3,402 % | 6,108 % 141 | 3,285 % | 5,691 % | 5,220 % | 3,191 % | 3,403 % | 6,104 % 142 | 3,287 % | 5,690 % | 5,215 % | 3,194 % | 3,404 % | 6,099 % 143 | 3,289 % | 5,688 % | 5,211 % | 3,197 % | 3,406 % | 6,095 % 144 | 3,291 % | 5,687 % | 5,207 % | 3,200 % | 3,407 % | 6,091 % 145 | 3,293 % | 5,686 % | 5,203 % | 3,202 % | 3,408 % | 6,087 % 146 | 3,295 % | 5,684 % | 5,198 % | 3,205 % | 3,410 % | 6,083 % 147 | 3,298 % | 5,683 % | 5,194 % | 3,208 % | 3,411 % | 6,079 % 148 | 3,300 % | 5,682 % | 5,190 % | 3,210 % | 3,412 % | 6,075 % 149 | 3,302 % | 5,681 % | 5,186 % | 3,213 % | 3,413 % | 6,071 % 150 | 3,304 % | 5,680 % | 5,182 % | 3,216 % | 3,415 % | 6,067 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 6,222 % | 2,229 % | 1,579 % | 5,931 % | 0,200 % | 0,896 % 2 | 7,045 % | 2,352 % | 1,818 % | 6,369 % | 0,401 % | 1,177 % 3 | 7,477 % | 2,464 % | 2,092 % | 6,562 % | 0,667 % | 1,343 % 4 | 7,843 % | 2,561 % | 2,330 % | 6,667 % | 0,847 % | 1,453 % 5 | 8,139 % | 2,646 % | 2,534 % | 6,716 % | 0,984 % | 1,515 % 6 | 8,395 % | 2,720 % | 2,718 % | 6,751 % | 1,111 % | 1,553 % 7 | 8,620 % | 2,786 % | 2,895 % | 6,780 % | 1,223 % | 1,584 % 8 | 8,816 % | 2,848 % | 3,062 % | 6,805 % | 1,315 % | 1,614 % 9 | 8,993 % | 2,907 % | 3,228 % | 6,832 % | 1,386 % | 1,637 % 10 | 9,167 % | 2,964 % | 3,391 % | 6,864 % | 1,434 % | 1,649 % 11 | 9,285 % | 3,018 % | 3,550 % | 6,896 % | 1,461 % | 1,649 % 12 | 9,348 % | 3,071 % | 3,700 % | 6,922 % | 1,476 % | 1,643 % 13 | 9,370 % | 3,122 % | 3,838 % | 6,942 % | 1,484 % | 1,635 % 14 | 9,362 % | 3,170 % | 3,963 % | 6,953 % | 1,489 % | 1,628 % 15 | 9,330 % | 3,217 % | 4,076 % | 6,952 % | 1,496 % | 1,625 % 16 | 9,282 % | 3,261 % | 4,178 % | 6,939 % | 1,505 % | 1,625 % 17 | 9,221 % | 3,302 % | 4,267 % | 6,917 % | 1,518 % | 1,631 % 18 | 9,150 % | 3,342 % | 4,344 % | 6,887 % | 1,535 % | 1,643 % 19 | 9,074 % | 3,380 % | 4,408 % | 6,851 % | 1,558 % | 1,661 % 20 | 8,993 % | 3,416 % | 4,458 % | 6,812 % | 1,586 % | 1,684 % 21 | 8,909 % | 3,450 % | 4,495 % | 6,770 % | 1,620 % | 1,714 % 22 | 8,824 % | 3,483 % | 4,521 % | 6,727 % | 1,658 % | 1,748 % 23 | 8,739 % | 3,514 % | 4,537 % | 6,682 % | 1,699 % | 1,786 % 24 | 8,654 % | 3,543 % | 4,545 % | 6,638 % | 1,741 % | 1,825 % 25 | 8,570 % | 3,572 % | 4,548 % | 6,593 % | 1,784 % | 1,865 % 26 | 8,488 % | 3,598 % | 4,546 % | 6,549 % | 1,828 % | 1,905 % 27 | 8,408 % | 3,624 % | 4,541 % | 6,505 % | 1,871 % | 1,945 % 28 | 8,330 % | 3,648 % | 4,532 % | 6,462 % | 1,913 % | 1,985 % 29 | 8,254 % | 3,672 % | 4,521 % | 6,420 % | 1,955 % | 2,025 % 30 | 8,181 % | 3,694 % | 4,509 % | 6,380 % | 1,996 % | 2,063 % 31 | 8,110 % | 3,715 % | 4,495 % | 6,340 % | 2,035 % | 2,101 % 32 | 8,042 % | 3,735 % | 4,480 % | 6,302 % | 2,074 % | 2,138 % 33 | 7,976 % | 3,755 % | 4,465 % | 6,265 % | 2,111 % | 2,173 % 34 | 7,913 % | 3,773 % | 4,449 % | 6,229 % | 2,147 % | 2,207 % 35 | 7,852 % | 3,791 % | 4,433 % | 6,194 % | 2,182 % | 2,241 % 36 | 7,794 % | 3,808 % | 4,417 % | 6,161 % | 2,216 % | 2,273 % 37 | 7,738 % | 3,825 % | 4,400 % | 6,129 % | 2,248 % | 2,304 % 38 | 7,684 % | 3,840 % | 4,384 % | 6,098 % | 2,280 % | 2,334 % 39 | 7,632 % | 3,855 % | 4,369 % | 6,068 % | 2,310 % | 2,362 % 40 | 7,582 % | 3,870 % | 4,353 % | 6,039 % | 2,339 % | 2,390 % 41 | 7,534 % | 3,884 % | 4,338 % | 6,012 % | 2,367 % | 2,417 % 42 | 7,488 % | 3,897 % | 4,323 % | 5,985 % | 2,394 % | 2,443 % 43 | 7,444 % | 3,910 % | 4,309 % | 5,959 % | 2,420 % | 2,467 % 44 | 7,402 % | 3,922 % | 4,295 % | 5,935 % | 2,445 % | 2,491 % 45 | 7,361 % | 3,934 % | 4,281 % | 5,911 % | 2,469 % | 2,514 % 46 | 7,322 % | 3,945 % | 4,268 % | 5,888 % | 2,492 % | 2,537 % 47 | 7,284 % | 3,957 % | 4,255 % | 5,866 % | 2,514 % | 2,558 % 48 | 7,248 % | 3,967 % | 4,242 % | 5,844 % | 2,536 % | 2,579 % 49 | 7,213 % | 3,977 % | 4,230 % | 5,824 % | 2,557 % | 2,599 % 50 | 7,179 % | 3,987 % | 4,218 % | 5,804 % | 2,577 % | 2,618 % 51 | 7,147 % | 3,997 % | 4,207 % | 5,785 % | 2,596 % | 2,636 % 52 | 7,115 % | 4,006 % | 4,196 % | 5,766 % | 2,615 % | 2,654 % 53 | 7,085 % | 4,015 % | 4,185 % | 5,749 % | 2,633 % | 2,671 % 54 | 7,056 % | 4,024 % | 4,174 % | 5,731 % | 2,650 % | 2,688 % 55 | 7,028 % | 4,032 % | 4,164 % | 5,715 % | 2,667 % | 2,704 % 56 | 7,001 % | 4,040 % | 4,155 % | 5,699 % | 2,683 % | 2,720 % 57 | 6,975 % | 4,048 % | 4,145 % | 5,683 % | 2,699 % | 2,735 % 58 | 6,949 % | 4,055 % | 4,136 % | 5,668 % | 2,714 % | 2,750 % 59 | 6,925 % | 4,063 % | 4,127 % | 5,653 % | 2,729 % | 2,764 % 60 | 6,901 % | 4,070 % | 4,118 % | 5,639 % | 2,743 % | 2,778 % 61 | 6,878 % | 4,077 % | 4,110 % | 5,626 % | 2,757 % | 2,791 % 62 | 6,856 % | 4,083 % | 4,102 % | 5,613 % | 2,770 % | 2,804 % 63 | 6,834 % | 4,090 % | 4,094 % | 5,600 % | 2,783 % | 2,816 % 64 | 6,813 % | 4,096 % | 4,086 % | 5,587 % | 2,796 % | 2,828 % 65 | 6,793 % | 4,102 % | 4,079 % | 5,575 % | 2,808 % | 2,840 % 66 | 6,774 % | 4,108 % | 4,072 % | 5,563 % | 2,820 % | 2,851 % 67 | 6,755 % | 4,114 % | 4,065 % | 5,552 % | 2,832 % | 2,862 % 68 | 6,736 % | 4,119 % | 4,058 % | 5,541 % | 2,843 % | 2,873 % 69 | 6,718 % | 4,125 % | 4,051 % | 5,530 % | 2,854 % | 2,884 % 70 | 6,701 % | 4,130 % | 4,045 % | 5,520 % | 2,864 % | 2,894 % 71 | 6,684 % | 4,135 % | 4,039 % | 5,510 % | 2,875 % | 2,904 % 72 | 6,667 % | 4,140 % | 4,033 % | 5,500 % | 2,885 % | 2,913 % 73 | 6,651 % | 4,145 % | 4,027 % | 5,490 % | 2,894 % | 2,923 % 74 | 6,635 % | 4,150 % | 4,021 % | 5,481 % | 2,904 % | 2,932 % 75 | 6,620 % | 4,155 % | 4,015 % | 5,472 % | 2,913 % | 2,941 % 76 | 6,605 % | 4,159 % | 4,010 % | 5,463 % | 2,922 % | 2,949 % 77 | 6,591 % | 4,163 % | 4,005 % | 5,454 % | 2,931 % | 2,958 % 78 | 6,577 % | 4,168 % | 3,999 % | 5,446 % | 2,939 % | 2,966 % 79 | 6,563 % | 4,172 % | 3,994 % | 5,438 % | 2,948 % | 2,974 % 80 | 6,550 % | 4,176 % | 3,989 % | 5,430 % | 2,956 % | 2,982 % 81 | 6,537 % | 4,180 % | 3,985 % | 5,422 % | 2,964 % | 2,989 % 82 | 6,524 % | 4,184 % | 3,980 % | 5,415 % | 2,971 % | 2,997 % 83 | 6,512 % | 4,188 % | 3,975 % | 5,407 % | 2,979 % | 3,004 % 84 | 6,500 % | 4,191 % | 3,971 % | 5,400 % | 2,986 % | 3,011 % 85 | 6,488 % | 4,195 % | 3,967 % | 5,393 % | 2,994 % | 3,018 % 86 | 6,476 % | 4,198 % | 3,962 % | 5,386 % | 3,001 % | 3,025 % 87 | 6,465 % | 4,202 % | 3,958 % | 5,379 % | 3,007 % | 3,031 % 88 | 6,454 % | 4,205 % | 3,954 % | 5,373 % | 3,014 % | 3,038 % 89 | 6,443 % | 4,209 % | 3,950 % | 5,366 % | 3,021 % | 3,044 % 90 | 6,433 % | 4,212 % | 3,946 % | 5,360 % | 3,027 % | 3,050 % 91 | 6,423 % | 4,215 % | 3,942 % | 5,354 % | 3,033 % | 3,056 % 92 | 6,412 % | 4,218 % | 3,939 % | 5,348 % | 3,039 % | 3,062 % 93 | 6,403 % | 4,221 % | 3,935 % | 5,342 % | 3,046 % | 3,068 % 94 | 6,393 % | 4,224 % | 3,931 % | 5,336 % | 3,051 % | 3,073 % 95 | 6,384 % | 4,227 % | 3,928 % | 5,330 % | 3,057 % | 3,079 % 96 | 6,374 % | 4,230 % | 3,925 % | 5,325 % | 3,063 % | 3,084 % 97 | 6,365 % | 4,233 % | 3,921 % | 5,319 % | 3,068 % | 3,090 % 98 | 6,356 % | 4,235 % | 3,918 % | 5,314 % | 3,074 % | 3,095 % 99 | 6,348 % | 4,238 % | 3,915 % | 5,309 % | 3,079 % | 3,100 % 100 | 6,339 % | 4,241 % | 3,912 % | 5,304 % | 3,084 % | 3,105 % 101 | 6,331 % | 4,243 % | 3,908 % | 5,299 % | 3,089 % | 3,110 % 102 | 6,323 % | 4,246 % | 3,905 % | 5,294 % | 3,094 % | 3,115 % 103 | 6,315 % | 4,248 % | 3,902 % | 5,289 % | 3,099 % | 3,119 % 104 | 6,307 % | 4,250 % | 3,900 % | 5,284 % | 3,104 % | 3,124 % 105 | 6,299 % | 4,253 % | 3,897 % | 5,280 % | 3,109 % | 3,128 % 106 | 6,292 % | 4,255 % | 3,894 % | 5,275 % | 3,113 % | 3,133 % 107 | 6,284 % | 4,257 % | 3,891 % | 5,271 % | 3,118 % | 3,137 % 108 | 6,277 % | 4,260 % | 3,888 % | 5,266 % | 3,122 % | 3,141 % 109 | 6,270 % | 4,262 % | 3,886 % | 5,262 % | 3,127 % | 3,146 % 110 | 6,263 % | 4,264 % | 3,883 % | 5,258 % | 3,131 % | 3,150 % 111 | 6,256 % | 4,266 % | 3,881 % | 5,254 % | 3,135 % | 3,154 % 112 | 6,249 % | 4,268 % | 3,878 % | 5,250 % | 3,139 % | 3,158 % 113 | 6,242 % | 4,270 % | 3,876 % | 5,246 % | 3,143 % | 3,162 % 114 | 6,236 % | 4,272 % | 3,873 % | 5,242 % | 3,147 % | 3,166 % 115 | 6,229 % | 4,274 % | 3,871 % | 5,238 % | 3,151 % | 3,169 % 116 | 6,223 % | 4,276 % | 3,868 % | 5,234 % | 3,155 % | 3,173 % 117 | 6,217 % | 4,278 % | 3,866 % | 5,230 % | 3,159 % | 3,177 % 118 | 6,211 % | 4,280 % | 3,864 % | 5,227 % | 3,163 % | 3,180 % 119 | 6,205 % | 4,282 % | 3,862 % | 5,223 % | 3,166 % | 3,184 % 120 | 6,199 % | 4,284 % | 3,860 % | 5,220 % | 3,170 % | 3,187 % 121 | 6,193 % | 4,285 % | 3,857 % | 5,216 % | 3,174 % | 3,191 % 122 | 6,187 % | 4,287 % | 3,855 % | 5,213 % | 3,177 % | 3,194 % 123 | 6,182 % | 4,289 % | 3,853 % | 5,209 % | 3,180 % | 3,197 % 124 | 6,176 % | 4,291 % | 3,851 % | 5,206 % | 3,184 % | 3,201 % 125 | 6,171 % | 4,292 % | 3,849 % | 5,203 % | 3,187 % | 3,204 % 126 | 6,165 % | 4,294 % | 3,847 % | 5,200 % | 3,190 % | 3,207 % 127 | 6,160 % | 4,296 % | 3,845 % | 5,196 % | 3,194 % | 3,210 % 128 | 6,155 % | 4,297 % | 3,843 % | 5,193 % | 3,197 % | 3,213 % 129 | 6,150 % | 4,299 % | 3,841 % | 5,190 % | 3,200 % | 3,216 % 130 | 6,145 % | 4,300 % | 3,840 % | 5,187 % | 3,203 % | 3,219 % 131 | 6,140 % | 4,302 % | 3,838 % | 5,184 % | 3,206 % | 3,222 % 132 | 6,135 % | 4,303 % | 3,836 % | 5,181 % | 3,209 % | 3,225 % 133 | 6,130 % | 4,305 % | 3,834 % | 5,179 % | 3,212 % | 3,227 % 134 | 6,126 % | 4,306 % | 3,832 % | 5,176 % | 3,215 % | 3,230 % 135 | 6,121 % | 4,308 % | 3,831 % | 5,173 % | 3,218 % | 3,233 % 136 | 6,116 % | 4,309 % | 3,829 % | 5,170 % | 3,220 % | 3,236 % 137 | 6,112 % | 4,311 % | 3,827 % | 5,167 % | 3,223 % | 3,238 % 138 | 6,107 % | 4,312 % | 3,826 % | 5,165 % | 3,226 % | 3,241 % 139 | 6,103 % | 4,313 % | 3,824 % | 5,162 % | 3,229 % | 3,244 % 140 | 6,099 % | 4,315 % | 3,822 % | 5,160 % | 3,231 % | 3,246 % 141 | 6,094 % | 4,316 % | 3,821 % | 5,157 % | 3,234 % | 3,249 % 142 | 6,090 % | 4,317 % | 3,819 % | 5,154 % | 3,236 % | 3,251 % 143 | 6,086 % | 4,318 % | 3,818 % | 5,152 % | 3,239 % | 3,254 % 144 | 6,082 % | 4,320 % | 3,816 % | 5,150 % | 3,242 % | 3,256 % 145 | 6,078 % | 4,321 % | 3,815 % |

5,147 % | 3,244 % | 3,258 % 146 | 6,074 % | 4,322 % | 3,813 % | 5,145 % | 3,246 % | 3,261 % 147 | 6,070 % | 4,323 % | 3,812 % | 5,142 % | 3,249 % | 3,263 % 148 | 6,066 % | 4,325 % | 3,810 % | 5,140 % | 3,251 % | 3,265 % 149 | 6,062 % | 4,326 % | 3,809 % | 5,138 % | 3,254 % | 3,267 % 150 | 6,059 % | 4,327 % | 3,808 % | 5,136 % | 3,256 % | 3,270 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 17,835 % | 0,083 % | –0,156 % 2 | 18,093 % | 0,227 % | –0,132 % 3 | 18,166 % | 0,474 % | –0,126 % 4 | 18,102 % | 0,694 % | –0,122 % 5 | 17,923 % | 0,874 % | –0,114 % 6 | 17,688 % | 1,017 % | –0,101 % 7 | 17,408 % | 1,134 % | –0,084 % 8 | 17,091 % | 1,229 % | –0,064 % 9 | 16,772 % | 1,305 % | –0,043 % 10 | 16,456 % | 1,371 % | –0,018 % 11 | 16,143 % | 1,429 % | 0,007 % 12 | 15,832 % | 1,479 % | 0,033 % 13 | 15,524 % | 1,520 % | 0,061 % 14 | 15,219 % | 1,555 % | 0,090 % 15 | 14,919 % | 1,586 % | 0,117 % 16 | 14,624 % | 1,614 % | 0,143 % 17 | 14,335 % | 1,638 % | 0,168 % 18 | 14,053 % | 1,658 % | 0,193 % 19 | 13,779 % | 1,674 % | 0,217 % 20 | 13,513 % | 1,685 % | 0,242 % 21 | 13,255 % | 1,693 % | 0,266 % 22 | 13,007 % | 1,697 % | 0,289 % 23 | 12,767 % | 1,701 % | 0,310 % 24 | 12,537 % | 1,706 % | 0,328 % 25 | 12,316 % | 1,711 % | 0,341 % 26 | 12,105 % | 1,718 % | 0,350 % 27 | 11,902 % | 1,724 % | 0,358 % 28 | 11,708 % | 1,727 % | 0,369 % 29 | 11,523 % | 1,724 % | 0,386 % 30 | 11,347 % | 1,715 % | 0,411 % 31 | 11,178 % | 1,699 % | 0,444 % 32 | 11,017 % | 1,678 % | 0,483 % 33 | 10,863 % | 1,654 % | 0,528 % 34 | 10,716 % | 1,628 % | 0,576 % 35 | 10,576 % | 1,603 % | 0,626 % 36 | 10,442 % | 1,579 % | 0,677 % 37 | 10,315 % | 1,557 % | 0,729 % 38 | 10,193 % | 1,537 % | 0,782 % 39 | 10,076 % | 1,520 % | 0,834 % 40 | 9,965 % | 1,505 % | 0,885 % 41 | 9,858 % | 1,493 % | 0,936 % 42 | 9,756 % | 1,483 % | 0,986 % 43 | 9,658 % | 1,477 % | 1,035 % 44 | 9,565 % | 1,474 % | 1,083 % 45 | 9,475 % | 1,473 % | 1,130 % 46 | 9,389 % | 1,475 % | 1,175 % 47 | 9,306 % | 1,481 % | 1,219 % 48 | 9,227 % | 1,488 % | 1,262 % 49 | 9,151 % | 1,499 % | 1,304 % 50 | 9,078 % | 1,513 % | 1,345 % 51 | 9,007 % | 1,529 % | 1,384 % 52 | 8,939 % | 1,548 % | 1,422 % 53 | 8,874 % | 1,568 % | 1,459 % 54 | 8,811 % | 1,590 % | 1,495 % 55 | 8,750 % | 1,612 % | 1,529 % 56 | 8,692 % | 1,636 % | 1,563 % 57 | 8,635 % | 1,660 % | 1,596 % 58 | 8,581 % | 1,684 % | 1,627 % 59 | 8,528 % | 1,709 % | 1,658 % 60 | 8,477 % | 1,734 % | 1,688 % 61 | 8,428 % | 1,758 % | 1,717 % 62 | 8,380 % | 1,783 % | 1,745 % 63 | 8,334 % | 1,807 % | 1,772 % 64 | 8,289 % | 1,831 % | 1,798 % 65 | 8,246 % | 1,854 % | 1,824 % 66 | 8,204 % | 1,878 % | 1,849 % 67 | 8,163 % | 1,901 % | 1,873 % 68 | 8,123 % | 1,923 % | 1,896 % 69 | 8,085 % | 1,945 % | 1,919 % 70 | 8,048 % | 1,967 % | 1,942 % 71 | 8,011 % | 1,989 % | 1,963 % 72 | 7,976 % | 2,009 % | 1,984 % 73 | 7,942 % | 2,030 % | 2,005 % 74 | 7,908 % | 2,050 % | 2,025 % 75 | 7,876 % | 2,070 % | 2,044 % 76 | 7,844 % | 2,089 % | 2,063 % 77 | 7,814 % | 2,108 % | 2,082 % 78 | 7,784 % | 2,126 % | 2,100 % 79 | 7,754 % | 2,144 % | 2,117 % 80 | 7,726 % | 2,162 % | 2,134 % 81 | 7,698 % | 2,179 % | 2,151 % 82 | 7,671 % | 2,196 % | 2,167 % 83 | 7,645 % | 2,212 % | 2,183 % 84 | 7,619 % | 2,228 % | 2,199 % 85 | 7,594 % | 2,244 % | 2,214 % 86 | 7,569 % | 2,260 % | 2,229 % 87 | 7,545 % | 2,275 % | 2,243 % 88 | 7,522 % | 2,290 % | 2,258 % 89 | 7,499 % | 2,304 % | 2,271 % 90 | 7,476 % | 2,318 % | 2,285 % 91 | 7,454 % | 2,332 % | 2,298 % 92 | 7,433 % | 2,346 % | 2,311 % 93 | 7,412 % | 2,359 % | 2,324 % 94 | 7,391 % | 2,372 % | 2,336 % 95 | 7,371 % | 2,385 % | 2,349 % 96 | 7,352 % | 2,398 % | 2,361 % 97 | 7,332 % | 2,410 % | 2,372 % 98 | 7,314 % | 2,422 % | 2,384 % 99 | 7,295 % | 2,434 % | 2,395 % 100 | 7,277 % | 2,445 % | 2,406 % 101 | 7,259 % | 2,457 % | 2,417 % 102 | 7,242 % | 2,468 % | 2,427 % 103 | 7,225 % | 2,479 % | 2,438 % 104 | 7,208 % | 2,489 % | 2,448 % 105 | 7,192 % | 2,500 % | 2,458 % 106 | 7,176 % | 2,510 % | 2,467 % 107 | 7,160 % | 2,520 % | 2,477 % 108 | 7,144 % | 2,530 % | 2,487 % 109 | 7,129 % | 2,540 % | 2,496 % 110 | 7,114 % | 2,549 % | 2,505 % 111 | 7,100 % | 2,559 % | 2,514 % 112 | 7,085 % | 2,568 % | 2,523 % 113 | 7,071 % | 2,577 % | 2,531 % 114 | 7,057 % | 2,586 % | 2,540 % 115 | 7,044 % | 2,595 % | 2,548 % 116 | 7,030 % | 2,604 % | 2,556 % 117 | 7,017 % | 2,612 % | 2,564 % 118 | 7,004 % | 2,620 % | 2,572 % 119 | 6,991 % | 2,629 % | 2,580 % 120 | 6,979 % | 2,637 % | 2,587 % 121 | 6,967 % | 2,645 % | 2,595 % 122 | 6,954 % | 2,652 % | 2,602 % 123 | 6,942 % | 2,660 % | 2,610 % 124 | 6,931 % | 2,668 % | 2,617 % 125 | 6,919 % | 2,675 % | 2,624 % 126 | 6,908 % | 2,682 % | 2,631 % 127 | 6,897 % | 2,689 % | 2,637 % 128 | 6,886 % | 2,697 % | 2,644 % 129 | 6,875 % | 2,703 % | 2,651 % 130 | 6,864 % | 2,710 % | 2,657 % 131 | 6,854 % | 2,717 % | 2,664 % 132 | 6,844 % | 2,724 % | 2,670 % 133 | 6,833 % | 2,730 % | 2,676 % 134 | 6,823 % | 2,737 % | 2,682 % 135 | 6,813 % | 2,743 % | 2,688 % 136 | 6,804 % | 2,749 % | 2,694 % 137 | 6,794 % | 2,756 % | 2,700 % 138 | 6,785 % | 2,762 % | 2,706 % 139 | 6,775 % | 2,768 % | 2,712 % 140 | 6,766 % | 2,774 % | 2,717 % 141 | 6,757 % | 2,779 % | 2,723 % 142 | 6,748 % | 2,785 % | 2,728 % 143 | 6,740 % | 2,791 % | 2,734 % 144 | 6,731 % | 2,797 % | 2,739 % 145 | 6,722 % | 2,802 % | 2,744 % 146 | 6,714 % | 2,807 % | 2,749 % 147 | 6,706 % | 2,813 % | 2,754 % 148 | 6,697 % | 2,818 % | 2,759 % 149 | 6,689 % | 2,823 % | 2,764 % 150 | 6,681 % | 2,829 % | 2,769 % * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 30 | 5 | 0 | 24 | 1 2 | 0 | 0 | 38 | 5 | 0 | 39 | 0 3 | 0 | 1 | 43 | 5 | 1 | 45 | 0 4 | 0 | 2 | 45 | 5 | 2 | 46 | 0 5 | 0 | 3 | 50 | 5 | 4 | 49 | 0 6 | 1 | 4 | 52 | 5 | 6 | 51 | 0 7 | 2 | 5 | 55 | 5 | 8 | 52 | 0 8 | 2 | 6 | 57 | 5 | 11 | 52 | 0 9 | 3 | 7 | 59 | 5 | 12 | 49 | 0 10 | 3 | 8 | 60 | 5 | 13 | 49 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 375 | 4 | 15 2 | 0 | 0 | 0 | 0 | 233 | 4 | 21 3 | 1 | 0 | 0 | 0 | 207 | 4 | 24 4 | 2 | 0 | 0 | 0 | 181 | 4 | 25 5 | 3 | 0 | 0 | 0 | 166 | 4 | 26 6 | 4 | 0 | 0 | 0 | 163 | 4 | 27 7 | 5 | 0 | 0 | 0 | 161 | 4 | 28 8 | 6 | 0 | 1 | 0 | 165 | 2 | 29 9 | 7 | 0 | 2 | 0 | 167 | 1 | 29 10 | 8 | 0 | 3 | 0 | 169 | 4 | 30 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 4 | 5 | 0 | 15 | 0 | 4 2 | 14 | 10 | 11 | 0 | 21 | 0 | 4 3 | 19 | 13 | 14 | 0 | 24 | 0 | 4 4 | 21 | 15 | 16 | 0 | 25 | 0 | 4 5 | 24 | 17 | 18 | 0 | 26 | 0 | 4 6 | 25 | 18 | 20 | 0 | 27 | 0 | 4 7 | 27 | 20 | 21 | 0 | 28 | 0 | 4 8 | 28 | 21 | 23 | 1 | 29 | 0 | 4 9 | 30 | 22 | 24 | 2 | 29 | 0 | 4 10 | 31 | 23 | 25 | 2 | 30 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 24 | 9 | 12 | 17 | 5 | 0 | 0 2 | 39 | 16 | 15 | 20 | 11 | 0 | 0 3 | 45 | 18 | 17 | 25 | 14 | 0 | 0 4 | 46 | 19 | 18 | 29 | 16 | 0 | 0 5 | 49 | 21 | 20 | 32 | 18 | 0 | 0 6 | 51 | 22 | 21 | 35 | 20 | 0 | 0 7 | 52 | 23 | 22 | 37 | 21 | 0 | 0 8 | 52 | 25 | 24 | 38 | 23 | 0 | 0 9 | 49 | 26 | 24 | 39 | 24 | 0 | 0 10 | 49 | 24 | 24 | 39 | 25 | 0 | 0 Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 2 | 0 | 0 | 0 | 0 | 12 | 0 | 18 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 9 | 0 | 0 | 0 | 0 | 12 | 0 | 15 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 0 | 10 | 0 | 0 | 9 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 3 | 2 | 28 | 0 | 10 | 0 | 0 | 10 4 | 3 | 35 | 0 | 10 | 0 | 0 | 10 5 | 3 | 37 | 0 | 10 | 0 | 0 | 10 6 | 3 | 40 | 0 | 10 | 0 | 0 | 10 7 | 4 | 42 | 0 | 10 | 0 | 0 | 10 8 | 8 | 40 | 0 | 10 | 0 | 0 | 10 9 | 5 | 37 | 0 | 10 | 0 | 0 | 10 10 | 5 | 40 | 0 | 10 | 1 | 0 | 10 Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 7 | 9 | 1 | 4 2 | 0 | 0 | 0 | 9 | 12 | 0 | 4 3 | 0 | 0 | 0 | 10 | 12 | 0 | 4 4 | 0 | 0 | 0 | 10 | 14 | 0 | 4 5 | 0 | 1 | 0 | 10 | 15 | 0 | 4 6 | 0 | 5 | 0 | 11 | 15 | 0 | 4 7 | 0 | 7 | 0 | 13 | 16 | 0 | 4 8 | 0 | 11 | 0 | 15 | 16 | 0 | 4 9 | 0 | 17 | 0 | 15 | 16 | 0 | 4 10 | 0 | 17 | 0 | 17 | 16 | 0 | 4 Duration (in years) | United States ---|--- 1 | 0 2 | 0 3 | 0 4 | 0 5 | 0 6 | 0 7 | 0 8 | 0 9 | 0 10 | 0 2\.

Exposures to financial institutions 2.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 20 | 44 | 115 | 228 | 534 | 1205 2 | 7 | 20 | 44 | 115 | 228 | 534 | 969 3 | 8 | 22 | 45 | 109 | 224 | 530 | 790 4 | 9 | 24 | 47 | 111 | 223 | 529 | 654 5 | 10 | 27 | 52 | 114 | 223 | 529 | 550 6 | 11 | 29 | 56 | 119 | 223 | 529 | 529 7 | 13 | 31 | 58 | 121 | 223 | 529 | 529 8 | 13 | 32 | 57 | 120 | 223 | 529 | 529 9 | 13 | 33 | 57 | 120 | 223 | 529 | 529 10 | 13 | 34 | 58 | 120 | 223 | 529 | 529 11 | 14 | 35 | 58 | 120 | 223 | 529 | 529 12 | 14 | 36 | 58 | 120 | 223 | 529 | 529 13 | 15 | 37 | 58 | 120 | 223 | 529 | 529 14 | 15 | 37 | 58 | 120 | 223 | 529 | 529 15 | 15 | 37 | 58 | 120 | 223 | 529 | 529 16 | 15 | 37 | 58 | 120 | 223 | 529 | 529 17 | 15 | 37 | 58 | 120 | 223 | 529 | 529 18 | 15 | 37 | 58 | 120 | 223 | 529 | 529 19 | 15 | 37 | 58 | 120 | 223 | 529 | 529 20 | 15 | 37 | 58 | 120 | 223 | 529 | 529 21 | 15 | 37 | 58 | 120 | 223 | 529 | 529 22 | 17 | 37 | 58 | 120 | 223 | 529 | 529 23 | 17 | 37 | 58 | 120 | 223 | 529 | 529 24 | 18 | 37 | 58 | 120 | 223 | 529 | 529 25 | 18 | 37 | 58 | 120 | 223 | 529 | 529 26 | 19 | 37 | 58 | 120 | 223 | 529 | 529 27 | 19 | 37 | 58 | 120 | 223 | 529 | 529 28 | 21 | 37 | 58 | 120 | 223 | 529 | 529 29 | 21 | 37 | 58 | 120 | 223 | 529 | 529 30 | 22 | 37 | 58 | 120 | 223 | 529 | 529 2.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 14 | 27 | 51 | 123 | 235 | 542 | 1235 2 | 16 | 29 | 53 | 125 | 237 | 544 | 999 3 | 18 | 32 | 55 | 119 | 234 | 540 | 816 4 | 19 | 34 | 57 | 121 | 233 | 539 | 676 5 | 20 | 36 | 62 | 124 | 232 | 539 | 568 6 | 20 | 38 | 65 | 128 | 232 | 538 | 538 7 | 21 | 39 | 66 | 129 | 231 | 537 | 537 8 | 20 | 39 | 65 | 128 | 230 | 537 | 537 9 | 20 | 40 | 64 | 127 | 230 | 536 | 536 10 | 20 | 40 | 64 | 126 | 229 | 536 | 536 11 | 20 | 41 | 64 | 126 | 229 | 535 | 535 12 | 20 | 41 | 63 | 125 | 228 | 535 | 535 13 | 19 | 41 | 63 | 125 | 228 | 534 | 534 14 | 19 | 41 | 62 | 124 | 227 | 534 | 534 15 | 19 | 41 | 62 | 124 | 227 | 533 | 533 16 | 18 | 40 | 61 | 123 | 226 | 533 | 533 17 | 18 | 40 | 61 | 123 | 226 | 533 | 533 18 | 18 | 40 | 61 | 123 | 226 | 532 | 532 19 | 18 | 40 | 61 | 123 | 226 | 533 | 533 20 | 18 | 40 | 62 | 123 | 226 | 533 | 533 21 | 19 | 41 | 62 | 124 | 227 | 533 | 533 22 | 19 | 41 | 62 | 124 | 227 | 533 | 533 23 | 19 | 41 | 62 | 124 | 227 | 534 | 534 24 | 19 | 41 | 62 | 124 | 227 | 534 | 534 25 | 19 | 41 | 62 | 124 | 227 | 534 | 534 26 | 19 | 41 | 62 | 124 | 227 | 534 | 534 27 | 21 | 41 | 62 | 124 | 227 | 534 | 534 28 | 21 | 41 | 62 | 124 | 227 | 533 | 533 29 | 22 | 41 | 62 | 124 | 227 | 533 | 533 30 | 22 | 41 | 62 | 124 | 227 | 533 | 533 2.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 20 | 43 | 115 | 227 | 534 | 1205 2 | 6 | 20 | 43 | 115 | 227 | 534 | 969 3 | 7 | 22 | 45 | 109 | 224 | 530 | 790 4 | 9 | 24 | 47 | 111 | 223 | 529 | 654 5 | 10 | 27 | 52 | 114 | 223 | 529 | 550 6 | 11 | 29 | 56 | 119 | 223 | 529 | 529 7 | 12 | 31 | 57 | 121 | 223 | 529 | 529 8 | 12 | 32 | 57 | 120 | 223 | 529 | 529 9 | 13 | 33 | 57 | 120 | 223 | 529 | 529 10 | 13 | 34 | 58 | 120 | 223 | 529 | 529 11 | 14 | 35 | 58 | 120 | 223 | 529 | 529 12 | 14 | 36 | 58 | 120 | 223 | 529 | 529 13 | 14 | 36 | 58 | 120 | 223 | 529 | 529 14 | 15 | 37 | 58 | 120 | 223 | 529 | 529 15 | 15 | 37 | 58 | 120 | 223 | 529 | 529 16 | 15 | 37 | 58 | 120 | 223 | 529 | 529 17 | 15 | 37 | 58 | 120 | 223 | 529 | 529 18 | 15 | 37 | 58 | 120 | 223 | 529 | 529 19 | 15 | 37 | 58 | 120 | 223 | 529 | 529 20 | 15 | 37 | 58 | 120 | 223 | 529 | 529 21 | 15 | 37 | 58 | 120 | 223 | 529 | 529 22 | 17 | 37 | 58 | 120 | 223 | 529 | 529 23 | 17 | 37 | 58 | 120 | 223 | 529 | 529 24 | 18 | 37 | 58 | 120 | 223 | 529 | 529 25 | 18 | 37 | 58 | 120 | 223 | 529 | 529 26 | 19 | 37 | 58 | 120 | 223 | 529 | 529 27 | 19 | 37 | 58 | 120 | 223 | 529 | 529 28 | 21 | 37 | 58 | 120 | 223 | 529 | 529 29 | 21 | 37 | 58 | 120 | 223 | 529 | 529 30 | 22 | 37 | 58 | 120 | 223 | 529 | 529 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 | 78 | 91 | 115 | 186 | 299 | 605 | 1234 2 | 74 | 88 | 111 | 183 | 295 | 602 | 996 3 | 78 | 93 | 115 | 179 | 295 | 601 | 814 4 | 78 | 93 | 116 | 180 | 292 | 598 | 675 5 | 77 | 94 | 119 | 181 | 290 | 596 | 596 6 | 76 | 94 | 121 | 184 | 288 | 594 | 594 7 | 76 | 95 | 121 | 185 | 286 | 593 | 593 8 | 75 | 94 | 120 | 183 | 285 | 592 | 592 9 | 74 | 94 | 119 | 181 | 284 | 591 | 591 10 | 71 | 92 | 116 | 178 | 281 | 587 | 587 11 | 69 | 91 | 114 | 175 | 278 | 585 | 585 12 | 69 | 90 | 112 | 174 | 277 | 584 | 584 13 | 68 | 90 | 112 | 174 | 277 | 583 | 583 14 | 68 | 90 | 111 | 173 | 276 | 583 | 583 15 | 68 | 90 | 111 | 173 | 276 | 582 | 582 16 | 67 | 89 | 110 | 172 | 275 | 582 | 582 17 | 67 | 89 | 110 | 172 | 275 | 581 | 581 18 | 66 | 88 | 110 | 171 | 274 | 581 | 581 19 | 66 | 88 | 109 | 171 | 274 | 580 | 580 20 | 65 | 87 | 108 | 170 | 273 | 580 | 580 21 | 64 | 86 | 108 | 170 | 273 | 579 | 579 22 | 64 | 86 | 107 | 169 | 272 | 578 | 578 23 | 63 | 85 | 106 | 168 | 271 | 577 | 577 24 | 62 | 84 | 105 | 167 | 270 | 576 | 576 25 | 61 | 83 | 104 | 166 | 269 | 575 | 575 26 | 60 | 82 | 103 | 165 | 268 | 574 | 574 27 | 59 | 81 | 102 | 164 | 267 | 573 | 573 28 | 58 | 80 | 101 | 163 | 266 | 572 | 572 29 | 57 | 79 | 100 | 162 | 265 | 571 | 571 30 | 56 | 78 | 99 | 161 | 264 | 570 | 570 2.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 24 | 47 | 119 | 231 | 538 | 1214 2 | 12 | 25 | 49 | 120 | 233 | 539 | 977 3 | 14 | 29 | 51 | 115 | 231 | 537 | 797 4 | 16 | 31 | 55 | 118 | 230 | 536 | 660 5 | 18 | 34 | 60 | 121 | 230 | 537 | 555 6 | 19 | 36 | 63 | 126 | 230 | 537 | 537 7 | 19 | 38 | 65 | 128 | 230 | 536 | 536 8 | 19 | 39 | 64 | 127 | 229 | 536 | 536 9 | 19 | 39 | 64 | 126 | 229 | 536 | 536 10 | 19 | 40 | 64 | 125 | 229 | 535 | 535 11 | 19 | 41 | 64 | 125 | 228 | 535 | 535 12 | 20 | 41 | 64 | 125 | 228 | 535 | 535 13 | 20 | 42 | 63 | 125 | 228 | 535 | 535 14 | 20 | 42 | 63 | 125 | 228 | 535 | 535 15 | 20 | 42 | 63 | 125 | 228 | 535 | 535 16 | 20 | 42 | 63 | 125 | 228 | 534 | 534 17 | 20 | 42 | 63 | 125 | 228 | 535 | 535 18 | 20 | 42 | 63 | 125 | 228 | 535 | 535 19 | 20 | 42 | 64 | 126 | 229 | 535 | 535 20 | 21 | 43 | 64 | 126 | 229 | 535 | 535 21 | 21 | 43 | 65 | 126 | 229 | 536 | 536 22 | 21 | 43 | 65 | 127 | 230 | 536 | 536 23 | 22 | 44 | 65 | 127 | 230 | 536 | 536 24 | 22 | 44 | 65 | 127 | 230 | 536 | 536 25 | 22 | 44 | 65 | 127 | 230 | 536 | 536 26 | 22 | 44 | 65 | 127 | 230 | 536 | 536 27 | 22 | 44 | 65 | 127 | 230 | 536 | 536 28 | 21 | 44 | 65 | 127 | 230 | 536 | 536 29 | 22 | 43 | 65 | 127 | 230 | 536 | 536 30 | 22 | 43 | 65 | 126 | 229 | 536 | 536 2.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 61 | 85 | 156 | 269 | 575 | 1213 2 | 52 | 65 | 89 | 160 | 273 | 579 | 976 3 | 57 | 71 | 94 | 158 | 273 | 579 | 796 4 | 60 | 76 | 99 | 162 | 274 | 581 | 659 5 | 62 | 79 | 105 | 166 | 275 | 582 | 582 6 | 64 | 81 | 108 | 171 | 275 | 582 | 582 7 | 64 | 83 | 109 | 173 | 275 | 581 | 581 8 | 63 | 83 | 108 | 171 | 274 | 580 | 580 9 | 62 | 83 | 107 | 169 | 273 | 579 | 579 10 | 62 | 82 | 106 | 168 | 271 | 578 | 578 11 | 61 | 82 | 105 | 167 | 270 | 576 | 576 12 | 60 | 82 | 104 | 166 | 269 | 575 | 575 13 | 59 | 81 | 103 | 164 | 267 | 574 | 574 14 | 58 | 80 | 101 | 163 | 266 | 573 | 573 15 | 57 | 79 | 100 | 162 | 265 | 572 | 572 16 | 56 | 78 | 99 | 161 | 264 | 571 | 571 17 | 55 | 77 | 99 | 161 | 264 | 570 | 570 18 | 55 | 77 | 98 | 160 | 263 | 569 | 569 19 | 54 | 76 | 98 | 159 | 262 | 569 | 569 20 | 54 | 76 | 97 | 159 | 262 | 568 | 568 21 | 53 | 75 | 96 | 158 | 261 | 568 | 568 22 | 52 | 74 | 96 | 158 | 261 | 567 | 567 23 | 52 | 74 | 95 | 157 | 260 | 566 | 566 24 | 51 | 73 | 94 | 156 | 259 | 565 | 565 25 | 50 | 72 | 93 | 155 | 258 | 565 | 565 26 | 49 | 71 | 93 | 154 | 257 | 564 | 564 27 | 48 | 70 | 92 | 154 | 257 | 563 | 563 28 | 48 | 70 | 91 | 153 | 256 | 562 | 562 29 | 47 | 69 | 90 | 152 | 255 | 561 | 561 30 | 46 | 68 | 89 | 151 | 254 | 561 | 561 2.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 43 | 114 | 227 | 533 | 1204 2 | 6 | 19 | 43 | 114 | 227 | 533 | 968 3 | 7 | 21 | 44 | 108 | 223 | 529 | 789 4 | 8 | 24 | 47 | 110 | 222 | 529 | 653 5 | 9 | 26 | 52 | 113 | 222 | 528 | 549 6 | 10 | 28 | 55 | 118 | 222 | 528 | 528 7 | 12 | 30 | 57 | 121 | 222 | 528 | 528 8 | 12 | 31 | 57 | 119 | 222 | 528 | 528 9 | 12 | 32 | 57 | 119 | 222 | 528 | 528 10 | 12 | 33 | 57 | 119 | 222 | 528 | 528 11 | 13 | 34 | 57 | 119 | 222 | 528 | 528 12 | 13 | 35 | 57 | 119 | 222 | 528 | 528 13 | 14 | 36 | 57 | 119 | 222 | 528 | 528 14 | 14 | 36 | 57 | 119 | 222 | 528 | 528 15 | 14 | 36 | 57 | 119 | 222 | 528 | 528 16 | 14 | 36 | 57 | 119 | 222 | 528 | 528 17 | 14 | 36 | 57 | 119 | 222 | 528 | 528 18 | 14 | 36 | 57 | 119 | 222 | 528 | 528 19 | 14 | 36 | 57 | 119 | 222 | 528 | 528 20 | 15 | 36 | 57 | 119 | 222 | 528 | 528 21 | 15 | 36 | 57 | 119 | 222 | 528 | 528 22 | 17 | 36 | 57 | 119 | 222 | 528 | 528 23 | 17 | 36 | 57 | 119 | 222 | 528 | 528 24 | 18 | 36 | 57 | 119 | 222 | 529 | 529 25 | 18 | 36 | 57 | 119 | 222 | 529 | 529 26 | 19 | 36 | 57 | 119 | 222 | 529 | 529 27 | 19 | 36 | 57 | 119 | 222 | 529 | 529 28 | 21 | 36 | 57 | 119 | 222 | 529 | 529 29 | 21 | 36 | 57 | 119 | 222 | 529 | 529 30 | 22 | 36 | 57 | 119 | 222 | 529 | 529 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 24 | 54 | 146 | 245 | 552 | 1217 2 | 8 | 24 | 54 | 146 | 245 | 552 | 981 3 | 9 | 26 | 54 | 132 | 242 | 548 | 801 4 | 10 | 29 | 56 | 123 | 240 | 546 | 663 5 | 12 | 30 | 57 | 112 | 239 | 545 | 558 6 | 14 | 34 | 60 | 106 | 238 | 544 | 544 7 | 16 | 37 | 61 | 99 | 237 | 543 | 543 8 | 17 | 38 | 60 | 92 | 236 | 542 | 542 9 | 20 | 45 | 63 | 87 | 235 | 541 | 541 10 | 19 | 44 | 61 | 84 | 234 | 540 | 540 11 | 18 | 43 | 60 | 84 | 233 | 539 | 539 12 | 18 | 43 | 60 | 86 | 232 | 539 | 539 13 | 18 | 43 | 61 | 86 | 232 | 538 | 538 14 | 18 | 43 | 61 | 86 | 231 | 537 | 537 15 | 18 | 43 | 61 | 86 | 230 | 536 | 536 16 | 18 | 44 | 61 | 86 | 229 | 535 | 535 17 | 18 | 44 | 61 | 86 | 228 | 534 | 534 18 | 18 | 44 | 61 | 86 | 227 | 534 | 534 19 | 18 | 44 | 61 | 86 | 227 | 534 | 534 20 | 18 | 44 | 61 | 86 | 228 | 534 | 534 21 | 18 | 44 | 61 | 86 | 228 | 534 | 534 22 | 18 | 44 | 61 | 86 | 227 | 534 | 534 23 | 18 | 44 | 61 | 86 | 227 | 533 | 533 24 | 18 | 44 | 61 | 86 | 226 | 533 | 533 25 | 18 | 44 | 61 | 86 | 226 | 532 | 532 26 | 19 | 44 | 61 | 86 | 225 | 532 | 532 27 | 19 | 44 | 61 | 86 | 225 | 531 | 531 28 | 21 | 44 | 61 | 86 | 224 | 531 | 531 29 | 21 | 44 | 61 | 86 | 224 | 530 | 530 30 | 22 | 44 | 61 | 86 | 223 | 530 | 530 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 | 85 | 98 | 122 | 193 | 306 | 612 | 1251 2 | 83 | 96 | 120 | 191 | 304 | 610 | 1009 3 | 83 | 97 | 120 | 184 | 299 | 605 | 825 4 | 82 | 98 | 121 | 184 | 296 | 603 | 684 5 | 81 | 98 | 123 | 185 | 294 | 600 | 600 6 | 80 | 98 | 125 | 188 | 292 | 598 | 598 7 | 79 | 98 | 124 | 188 | 289 | 596 | 596 8 | 77 | 96 | 122 | 184 | 287 | 594 | 594 9 | 75 | 95 | 120 | 182 | 285 | 591 | 591 10 | 74 | 95 | 118 | 180 | 283 | 590 | 590 11 | 73 | 94 | 117 | 179 | 282 | 588 | 588 12 | 72 | 94 | 116 | 177 | 280 | 587 | 587 13 | 71 | 93 | 114 | 176 | 279 | 585 | 585 14 | 69 | 91 | 113 | 175 | 278 | 584 | 584 15 | 68 | 90 | 111 | 173 | 276 | 583 | 583 16 | 67 | 89 | 110 | 172 | 275 | 582 | 582 17 | 66 | 88 | 109 | 171 | 274 | 581 | 581 18 | 65 | 87 | 108 | 170 | 273 | 580 | 580 19 | 64 | 86 | 108 | 169 | 272 | 579 | 579 20 | 63 | 85 | 107 | 169 | 272 | 578 | 578 21 | 63 | 85 | 106 | 168 | 271 | 577 | 577 22 | 62 | 84 | 105 | 167 | 270 | 576 | 576 23 | 61 | 83 | 104 | 166 | 269 | 575 | 575 24 | 60 | 82 | 103 | 165 | 268 | 574 | 574 25 | 58 | 80 | 102 | 164 | 267 | 573 | 573 26 | 57 | 79 | 101 | 162 | 266 | 572 | 572 27 | 56 | 78 | 100 | 161 | 264 | 571 | 571 28 | 55 | 77 | 99 | 160 | 263 | 570 | 570 29 | 54 | 76 | 98 | 159 | 262 | 569 | 569 30 | 53 | 75 | 97 | 158 | 261 | 568 | 568 2.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 57 | 70 | 94 | 165 | 278 | 584 | 1214 2 | 56 | 69 | 93 | 164 | 277 | 583 | 980 3 | 56 | 71 | 94 | 158 | 273 | 579 | 802 4 | 57 | 72 | 95 | 159 | 271 | 577 | 665 5 | 57 | 73 | 99 | 161 | 269 | 576 | 576 6 | 56 | 74 | 101 | 164 | 268 | 574 | 574 7 | 56 | 75 | 101 | 165 | 266 | 573 | 573 8 | 55 | 74 | 99 | 162 | 265 | 571 | 571 9 | 53 | 73 | 98 | 160 | 263 | 570 | 570 10 | 53 | 73 | 97 | 159 | 262 | 569 | 569 11 | 52 | 74 | 97 | 158 | 261 | 568 | 568 12 | 52 | 74 | 96 | 158 | 261 | 567 | 567 13 | 52 | 74 | 95 | 157 | 260 | 566 | 566 14 | 51 | 73 | 95 | 156 | 259 | 566 | 566 15 | 51 | 73 | 94 | 156 | 259 | 565 | 565 16 | 50 | 72 | 93 | 155 | 258 | 564 | 564 17 | 49 | 71 | 93 | 154 | 257 | 564 | 564 18 | 49 | 71 | 92 | 154 | 257 | 563 | 563 19 | 48 | 70 | 92 | 153 | 256 | 563 | 563 20 | 48 | 70 | 91 | 153 | 256 | 563 | 563 21 | 48 | 70 | 91 | 153 | 256 | 562 | 562 22 | 47 | 69 | 91 | 153 | 256 | 562 | 562 23 | 47 | 69 | 90 | 152 | 255 | 561 | 561 24 | 46 | 68 | 90 | 151 | 254 | 561 | 561 25 | 46 | 68 | 89 | 151 | 254 | 560 | 560 26 | 45 | 67 | 88 | 150 | 253 | 560 | 560 27 | 44 | 66 | 88 | 149 | 252 | 559 | 559 28 | 44 | 66 | 87 | 149 | 252 | 558 | 558 29 | 43 | 65 | 86 | 148 | 251 | 557 | 557 30 | 42 | 64 | 86 | 147 | 250 | 557 | 557 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 | 45 | 68 | 140 | 252 | 559 | 1226 2 | 32 | 45 | 69 | 140 | 253 | 559 | 991 3 | 32 | 47 | 69 | 133 | 249 | 555 | 809 4 | 33 | 48 | 71 | 135 | 247 | 553 | 671 5 | 33 | 50 | 76 | 137 | 246 | 552 | 564 6 | 34 | 51 | 78 | 141 | 245 | 552 | 552 7 | 34 | 53 | 79 | 143 | 244 | 551 | 551 8 | 33 | 53 | 78 | 141 | 244 | 550 | 550 9 | 33 | 53 | 77 | 140 | 243 | 549 | 549 10 | 33 | 53 | 77 | 139 | 242 | 549 | 549 11 | 33 | 54 | 77 | 139 | 242 | 548 | 548 12 | 32 | 54 | 76 | 138 | 241 | 547 | 547 13 | 32 | 54 | 75 | 137 | 240 | 547 | 547 14 | 31 | 53 | 75 | 136 | 239 | 546 | 546 15 | 31 | 53 | 74 | 136 | 239 | 545 | 545 16 | 30 | 52 | 73 | 135 | 238 | 545 | 545 17 | 30 | 52 | 73 | 135 | 238 | 544 | 544 18 | 29 | 51 | 73 | 134 | 237 | 544 | 544 19 | 29 | 51 | 72 | 134 | 237 | 544 | 544 20 | 29 | 51 | 73 | 134 | 237 | 544 | 544 21 | 29 | 51 | 73 | 134 | 237 | 544 | 544 22 | 29 | 51 | 73 | 134 | 237 | 544 | 544 23 | 29 | 51 | 72 | 134 | 237 | 544 | 544 24 | 29 | 51 | 72 | 134 | 237 | 543 | 543 25 | 29 | 51 | 72 | 134 | 237 | 543 | 543 26 | 28 | 50 | 72 | 133 | 236 | 543 | 543 27 | 28 | 50 | 71 | 133 | 236 | 543 | 543 28 | 28 | 50 | 71 | 133 | 236 | 542 | 542 29 | 27 | 49 | 71 | 133 | 236 | 542 | 542 30 | 27 | 49 | 70 | 132 | 235 | 542 | 542 2.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 25 | 96 | 209 | 515 | 1201 2 | 1 | 5 | 26 | 97 | 210 | 516 | 966 3 | 2 | 5 | 27 | 91 | 206 | 513 | 788 4 | 2 | 7 | 30 | 93 | 205 | 512 | 652 5 | 4 | 9 | 35 | 97 | 205 | 512 | 548 6 | 4 | 12 | 38 | 101 | 205 | 512 | 512 7 | 5 | 14 | 40 | 104 | 205 | 512 | 512 8 | 6 | 14 | 40 | 103 | 205 | 512 | 512 9 | 7 | 15 | 40 | 102 | 205 | 512 | 512 10 | 8 | 16 | 40 | 102 | 205 | 512 | 512 11 | 8 | 18 | 41 | 103 | 206 | 513 | 513 12 | 9 | 18 | 40 | 102 | 205 | 511 | 511 13 | 10 | 19 | 41 | 103 | 206 | 512 | 512 14 | 10 | 19 | 41 | 103 | 206 | 512 | 512 15 | 12 | 18 | 40 | 101 | 204 | 511 | 511 16 | 12 | 17 | 39 | 100 | 203 | 510 | 510 17 | 13 | 17 | 39 | 100 | 203 | 510 | 510 18 | 14 | 17 | 39 | 101 | 204 | 510 | 510 19 | 14 | 18 | 39 | 101 | 204 | 510 | 510 20 | 15 | 18 | 40 | 101 | 204 | 511 | 511 21 | 15 | 20 | 40 | 102 | 205 | 511 | 511 22 | 17 | 20 | 40 | 102 | 205 | 511 | 511 23 | 17 | 21 | 40 | 102 | 205 | 511 | 511 24 | 18 | 21 | 40 | 101 | 204 | 511 | 511 25 | 18 | 22 | 39 | 101 | 204 | 511 | 511 26 | 19 | 23 | 39 | 101 | 204 | 511 | 511 27 | 19 | 24 | 41 | 101 | 204 | 511 | 511 28 | 21 | 24 | 42 | 101 | 204 | 510 | 510 29 | 21 | 25 | 43 | 101 | 204 | 510 | 510 30 | 22 | 26 | 44 | 101 | 204 | 510 | 510 2.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 46 | 59 | 83 | 154 | 267 | 573 | 1216 2 | 46 | 59 | 83 | 154 | 267 | 573 | 980 3 | 46 | 61 | 84 | 148 | 263 | 569 | 800 4 | 47 | 62 | 86 | 149 | 261 | 567 | 664 5 | 47 | 64 | 90 | 151 | 260 | 566 | 566 6 | 47 | 65 | 92 | 155 | 259 | 566 | 566 7 | 48 | 67 | 93 | 157 | 258 | 565 | 565 8 | 47 | 66 | 92 | 155 | 257 | 564 | 564 9 | 46 | 66 | 91 | 153 | 256 | 563 | 563 10 | 46 | 67 | 90 | 152 | 256 | 562 | 562 11 | 46 | 67 | 90 | 152 | 255 | 561 | 561 12 | 45 | 67 | 89 | 151 | 254 | 560 | 560 13 | 45 | 67 | 88 | 150 | 253 | 560 | 560 14 | 45 | 67 | 88 | 150 | 253 | 559 | 559 15 | 44 | 66 | 87 | 149 | 252 | 559 | 559 16 | 43 | 65 | 86 | 148 | 251 | 558 | 558 17 | 43 | 65 | 86 | 148 | 251 | 557 | 557 18 | 42 | 64 | 85 | 147 | 250 | 557 | 557 19 | 42 | 64 | 85 | 147 | 250 | 556 | 556 20 | 41 | 63 | 85 | 147 | 250 | 556 | 556 21 | 41 | 63 | 85 | 146 | 249 | 556 | 556 22 | 41 | 63 | 84 | 146 | 249 | 555 | 555 23 | 40 | 62 | 84 | 145 | 248 | 555 | 555 24 | 40 | 62 | 83 | 145 | 248 | 554 | 554 25 | 39 | 61 | 82 | 144 | 247 | 554 | 554 26 | 38 | 60 | 82 | 143 | 246 | 553 | 553 27 | 38 | 60 | 81 | 143 | 246 | 552 | 552 28 | 37 | 59 | 80 | 142 | 245 | 551 | 551 29 | 36 | 58 | 79 | 141 | 244 | 551 | 551 30 | 36 | 58 | 79 | 141 | 244 | 550 | 550 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 | 17 | 31 | 54 | 126 | 239 | 545 | 1223 2 | 21 | 35 | 58 | 130 | 242 | 549 | 985 3 | 25 | 40 | 62 | 126 | 242 | 548 | 804 4 | 29 | 44 | 67 | 131 | 243 | 549 | 666 5 | 31 | 48 | 74 | 135 | 244 | 551 | 561 6 | 31 | 48 | 75 | 138 | 242 | 549 | 549 7 | 35 | 54 | 80 | 144 | 246 | 552 | 552 8 | 34 | 53 | 79 | 142 | 244 | 551 | 551 9 | 35 | 55 | 80 | 142 | 245 | 552 | 552 10 | 37 | 58 | 81 | 143 | 246 | 553 | 553 11 | 38 | 60 | 83 | 144 | 247 | 554 | 554 12 | 39 | 61 | 83 | 145 | 248 | 554 | 554 13 | 40 | 62 | 84 | 145 | 248 | 555 | 555 14 | 41 | 63 | 84 | 146 | 249 | 555 | 555 15 | 41 | 63 | 84 | 146 | 249 | 555 | 555 16 | 40 | 62 | 84 | 145 | 248 | 555 | 555 17 | 40 | 62 | 84 | 145 | 248 | 555 | 555 18 | 40 | 62 | 83 | 145 | 248 | 554 | 554 19 | 39 | 61 | 83 | 145 | 248 | 554 | 554 20 | 39 | 61 | 83 | 145 | 248 | 554 | 554 21 | 39 | 61 | 83 | 144 | 247 | 554 | 554 22 | 39 | 61 | 82 | 144 | 247 | 554 | 554 23 | 39 | 61 | 82 | 144 | 247 | 553 | 553 24 | 38 | 60 | 82 | 144 | 247 | 553 | 553 25 | 38 | 60 | 81 | 143 | 246 | 552 | 552 26 | 37 | 59 | 81 | 143 | 246 | 552 | 552 27 | 37 | 59 | 80 | 142 | 245 | 551 | 551 28 | 36 | 58 | 80 | 142 | 245 | 551 | 551 29 | 36 | 58 | 79 | 141 | 244 | 550 | 550 30 | 35 | 57 | 79 | 140 | 243 | 550 | 550 2.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 17 | 30 | 54 | 125 | 238 | 544 | 1225 2 | 18 | 32 | 55 | 127 | 239 | 546 | 988 3 | 20 | 35 | 57 | 121 | 237 | 543 | 807 4 | 22 | 37 | 61 | 124 | 236 | 542 | 669 5 | 23 | 40 | 66 | 127 | 236 | 542 | 563 6 | 24 | 42 | 69 | 132 | 236 | 542 | 542 7 | 26 | 44 | 71 | 134 | 236 | 542 | 542 8 | 25 | 45 | 70 | 133 | 236 | 542 | 542 9 | 26 | 46 | 70 | 133 | 236 | 542 | 542 10 | 26 | 47 | 71 | 133 | 236 | 542 | 542 11 | 27 | 48 | 71 | 133 | 236 | 543 | 543 12 | 28 | 49 | 71 | 133 | 236 | 543 | 543 13 | 28 | 50 | 71 | 133 | 236 | 543 | 543 14 | 28 | 50 | 71 | 133 | 236 | 543 | 543 15 | 28 | 50 | 72 | 133 | 236 | 543 | 543 16 | 28 | 50 | 71 | 133 | 236 | 543 | 543 17 | 28 | 50 | 71 | 133 | 236 | 543 | 543 18 | 28 | 50 | 71 | 133 | 236 | 543 | 543 19 | 28 | 50 | 71 | 133 | 236 | 542 | 542 20 | 28 | 50 | 71 | 133 | 236 | 543 | 543 21 | 28 | 50 | 71 | 133 | 236 | 543 | 543 22 | 28 | 50 | 71 | 133 | 236 | 542 | 542 23 | 27 | 49 | 71 | 132 | 235 | 542 | 542 24 | 27 | 49 | 70 | 132 | 235 | 541 | 541 25 | 26 | 48 | 70 | 131 | 234 | 541 | 541 26 | 26 | 48 | 69 | 131 | 234 | 540 | 540 27 | 25 | 47 | 69 | 131 | 234 | 540 | 540 28 | 25 | 47 | 68 | 130 | 233 | 540 | 540 29 | 25 | 47 | 68 | 130 | 233 | 539 | 539 30 | 24 | 46 | 68 | 129 | 232 | 539 | 539 2.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 49 | 63 | 86 | 158 | 270 | 577 | 1237 2 | 52 | 66 | 89 | 161 | 273 | 580 | 1006 3 | 56 | 71 | 94 | 158 | 273 | 579 | 826 4 | 59 | 74 | 98 | 161 | 273 | 579 | 687 5 | 61 | 78 | 103 | 165 | 274 | 580 | 580 6 | 63 | 80 | 107 | 170 | 274 | 581 | 581 7 | 64 | 83 | 109 | 173 | 274 | 581 | 581 8 | 64 | 83 | 109 | 171 | 274 | 580 | 580 9 | 64 | 84 | 108 | 171 | 274 | 580 | 580 10 | 64 | 85 | 109 | 171 | 274 | 580 | 580 11 | 65 | 86 | 109 | 171 | 274 | 580 | 580 12 | 64 | 86 | 108 | 170 | 273 | 580 | 580 13 | 64 | 86 | 108 | 169 | 272 | 579 | 579 14 | 64 | 85 | 107 | 169 | 272 | 578 | 578 15 | 63 | 85 | 106 | 168 | 271 | 577 | 577 16 | 62 | 84 | 105 | 167 | 270 | 577 | 577 17 | 61 | 83 | 105 | 166 | 269 | 576 | 576 18 | 61 | 83 | 104 | 166 | 269 | 575 | 575 19 | 60 | 82 | 103 | 165 | 268 | 575 | 575 20 | 59 | 81 | 103 | 165 | 268 | 574 | 574 21 | 59 | 81 | 102 | 164 | 267 | 573 | 573 22 | 58 | 80 | 101 | 163 | 266 | 573 | 573 23 | 57 | 79 | 100 | 162 | 265 | 572 | 572 24 | 56 | 78 | 99 | 161 | 264 | 571 | 571 25 | 55 | 77 | 99 | 160 | 263 | 570 | 570 26 | 54 | 76 | 98 | 159 | 262 | 569 | 569 27 | 53 | 75 | 97 | 159 | 262 | 568 | 568 28 | 53 | 75 | 96 | 158 | 261 | 567 | 567 29 | 52 | 74 | 95 | 157 | 260 | 566 | 566 30 | 51 | 73 | 94 | 156 | 259 | 565 | 565 2.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 94 | 118 | 189 | 302 | 608 | 1269 2 | 86 | 99 | 123 | 194 | 307 | 613 | 1034 3 | 88 | 102 | 125 | 189 | 304 | 610 | 851 4 | 89 | 104 | 127 | 191 | 303 | 609 | 709 5 | 92 | 109 | 134 | 196 | 305 | 611 | 611 6 | 94 | 112 | 139 | 202 | 306 | 612 | 612 7 | 96 | 115 | 141 | 205 | 306 | 613 | 613 8 | 97 | 117 | 142 | 205 | 307 | 614 | 614 9 | 98 | 118 | 143 | 205 | 308 | 615 | 615 10 | 99 | 120 | 143 | 205 | 309 | 615 | 615 11 | 99 | 121 | 143 | 205 | 308 | 615 | 615 12 | 99 | 121 | 143 | 204 | 307 | 614 | 614 13 | 98 | 120 | 141 | 203 | 306 | 613 | 613 14 | 97 | 119 | 140 | 202 | 305 | 611 | 611 15 | 96 | 117 | 139 | 201 | 304 | 610 | 610 16 | 94 | 116 | 137 | 199 | 302 | 609 | 609 17 | 93 | 115 | 136 | 198 | 301 | 607 | 607 18 | 91 | 113 | 135 | 197 | 300 | 606 | 606 19 | 90 | 112 | 133 | 195 | 298 | 605 | 605 20 | 89 | 111 | 132 | 194 | 297 | 603 | 603 21 | 87 | 109 | 131 | 193 | 296 | 602 | 602 22 | 86 | 108 | 129 | 191 | 294 | 601 | 601 23 | 84 | 106 | 128 | 189 | 292 | 599 | 599 24 | 83 | 105 | 126 | 188 | 291 | 597 | 597 25 | 81 | 103 | 124 | 186 | 289 | 596 | 596 26 | 79 | 101 | 123 | 185 | 288 | 594 | 594 27 | 78 | 100 | 121 | 183 | 286 | 592 | 592 28 | 76 | 98 | 120 | 181 | 284 | 591 | 591 29 | 75 | 97 | 118 | 180 | 283 | 589 | 589 30 | 73 | 95 | 116 | 178 | 281 | 588 | 588 2.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 11 | 24 | 48 | 119 | 232 | 538 | 1218 2 | 14 | 27 | 51 | 122 | 235 | 541 | 980 3 | 17 | 32 | 54 | 118 | 234 | 540 | 801 4 | 20 | 36 | 59 | 122 | 234 | 541 | 664 5 | 23 | 39 | 65 | 126 | 235 | 542 | 559 6 | 24 | 42 | 69 | 132 | 236 | 542 | 542 7 | 25 | 44 | 71 | 134 | 236 | 542 | 542 8 | 26 | 45 | 70 | 133 | 236 | 542 | 542 9 | 26 | 46 | 70 | 133 | 236 | 542 | 542 10 | 26 | 47 | 71 | 133 | 236 | 542 | 542 11 | 27 | 48 | 71 | 133 | 236 | 542 | 542 12 | 27 | 49 | 71 | 132 | 235 | 542 | 542 13 | 27 | 48 | 70 | 132 | 235 | 541 | 541 14 | 26 | 48 | 69 | 131 | 234 | 541 | 541 15 | 25 | 47 | 69 | 131 | 234 | 540 | 540 16 | 25 | 47 | 68 | 130 | 233 | 539 | 539 17 | 24 | 46 | 68 | 129 | 232 | 539 | 539 18 | 24 | 46 | 67 | 129 | 232 | 539 | 539 19 | 24 | 46 | 67 | 129 | 232 | 538 | 538 20 | 24 | 46 | 67 | 129 | 232 | 539 | 539 21 | 24 | 46 | 68 | 129 | 232 | 539 | 539 22 | 24 | 46 | 68 | 129 | 232 | 539 | 539 23 | 24 | 46 | 67 | 129 | 232 | 539 | 539 24 | 24 | 46 | 67 | 129 | 232 | 539 | 539 25 | 24 | 46 | 67 | 129 | 232 | 538 | 538 26 | 24 | 46 | 67 | 129 | 232 | 538 | 538 27 | 23 | 46 | 67 | 129 | 232 | 538 | 538 28 | 23 | 45 | 67 | 128 | 231 | 538 | 538 29 | 23 | 45 | 66 | 128 | 231 | 538 | 538 30 | 23 | 45 | 66 | 128 | 231 | 537 | 537 2.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 95 | 108 | 132 | 203 | 316 | 622 | 1288 2 | 96 | 109 | 133 | 204 | 317 | 623 | 1044 3 | 97 | 112 | 134 | 198 | 314 | 620 | 856 4 | 99 | 114 | 137 | 201 | 313 | 619 | 712 5 | 100 | 116 | 142 | 204 | 312 | 619 | 619 6 | 100 | 118 | 145 | 208 | 312 | 618 | 618 7 | 101 | 120 | 146 | 210 | 312 | 618 | 618 8 | 101 | 120 | 146 | 209 | 311 | 618 | 618 9 | 100 | 120 | 145 | 207 | 311 | 617 | 617 10 | 99 | 120 | 144 | 206 | 309 | 616 | 616 11 | 98 | 120 | 143 | 204 | 307 | 614 | 614 12 | 97 | 119 | 141 | 203 | 306 | 612 | 612 13 | 96 | 117 | 139 | 201 | 304 | 610 | 610 14 | 94 | 116 | 137 | 199 | 302 | 609 | 609 15 | 92 | 114 | 136 | 197 | 300 | 607 | 607 16 | 90 | 112 | 134 | 195 | 298 | 605 | 605 17 | 89 | 111 | 132 | 194 | 297 | 603 | 603 18 | 87 | 109 | 131 | 192 | 295 | 602 | 602 19 | 86 | 108 | 129 | 191 | 294 | 600 | 600 20 | 85 | 107 | 128 | 190 | 293 | 599 | 599 21 | 84 | 106 | 127 | 189 | 292 | 598 | 598 22 | 83 | 105 | 126 | 188 | 291 | 597 | 597 23 | 81 | 103 | 125 | 187 | 290 | 596 | 596 24 | 80 | 102 | 124 | 185 | 288 | 595 | 595 25 | 79 | 101 | 122 | 184 | 287 | 594 | 594 26 | 78 | 100 | 121 | 183 | 286 | 592 | 592 27 | 77 | 99 | 120 | 182 | 285 | 591 | 591 28 | 75 | 97 | 119 | 181 | 284 | 590 | 590 29 | 74 | 96 | 118 | 179 | 282 | 589 | 589 30 | 73 | 95 | 117 | 178 | 281 | 588 | 588 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 | 321 | 335 | 358 | 430 | 542 | 849 | 1319 2 | 84 | 98 | 121 | 193 | 305 | 612 | 1068 3 | 88 | 102 | 125 | 189 | 304 | 610 | 873 4 | 91 | 107 | 130 | 193 | 305 | 612 | 724 5 | 94 | 110 | 136 | 198 | 306 | 613 | 613 6 | 95 | 113 | 140 | 203 | 307 | 613 | 613 7 | 97 | 116 | 142 | 206 | 307 | 614 | 614 8 | 98 | 117 | 143 | 206 | 308 | 615 | 615 9 | 98 | 118 | 143 | 205 | 308 | 615 | 615 10 | 99 | 119 | 143 | 205 | 308 | 615 | 615 11 | 99 | 120 | 143 | 205 | 308 | 615 | 615 12 | 100 | 121 | 144 | 205 | 308 | 615 | 615 13 | 100 | 122 | 144 | 206 | 309 | 615 | 615 14 | 101 | 123 | 144 | 206 | 309 | 616 | 616 15 | 102 | 124 | 145 | 207 | 310 | 616 | 616 16 | 103 | 125 | 146 | 208 | 311 | 617 | 617 17 | 104 | 126 | 147 | 209 | 312 | 618 | 618 18 | 105 | 127 | 148 | 210 | 313 | 619 | 619 19 | 106 | 128 | 149 | 211 | 314 | 620 | 620 20 | 106 | 128 | 149 | 211 | 314 | 621 | 621 21 | 106 | 128 | 150 | 211 | 314 | 621 | 621 22 | 106 | 128 | 149 | 211 | 314 | 620 | 620 23 | 105 | 127 | 149 | 210 | 313 | 620 | 620 24 | 104 | 126 | 148 | 209 | 312 | 619 | 619 25 | 103 | 125 | 147 | 208 | 311 | 618 | 618 26 | 102 | 124 | 145 | 207 | 310 | 617 | 617 27 | 101 | 123 | 144 | 206 | 309 | 615 | 615 28 | 99 | 121 | 143 | 204 | 307 | 614 | 614 29 | 98 | 120 | 141 | 203 | 306 | 612 | 612 30 | 96 | 118 | 140 | 202 | 305 | 611 | 611 2.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 36 | 107 | 220 | 526 | 1216 2 | 1 | 12 | 36 | 107 | 220 | 526 | 978 3 | 2 | 14 | 37 | 101 | 216 | 522 | 797 4 | 2 | 15 | 39 | 102 | 214 | 520 | 660 5 | 4 | 17 | 43 | 104 | 213 | 520 | 554 6 | 4 | 18 | 45 | 108 | 212 | 519 | 519 7 | 5 | 20 | 46 | 110 | 212 | 518 | 518 8 | 6 | 20 | 45 | 108 | 211 | 517 | 517 9 | 7 | 20 | 44 | 107 | 210 | 516 | 516 10 | 8 | 21 | 44 | 106 | 209 | 516 | 516 11 | 8 | 22 | 44 | 106 | 209 | 516 | 516 12 | 9 | 22 | 44 | 106 | 209 | 516 | 516 13 | 10 | 23 | 44 | 106 | 209 | 516 | 516 14 | 10 | 23 | 45 | 107 | 210 | 516 | 516 15 | 12 | 24 | 45 | 107 | 210 | 516 | 516 16 | 12 | 24 | 45 | 107 | 210 | 516 | 516 17 | 13 | 24 | 46 | 107 | 210 | 517 | 517 18 | 14 | 25 | 46 | 108 | 211 | 517 | 517 19 | 14 | 25 | 47 | 109 | 212 | 518 | 518 20 | 15 | 26 | 48 | 109 | 212 | 519 | 519 21 | 16 | 27 | 48 | 110 | 213 | 520 | 520 22 | 17 | 28 | 49 | 111 | 214 | 520 | 520 23 | 17 | 28 | 50 | 111 | 214 | 521 | 521 24 | 18 | 29 | 50 | 112 | 215 | 521 | 521 25 | 18 | 29 | 50 | 112 | 215 | 522 | 522 26 | 19 | 30 | 51 | 113 | 216 | 522 | 522 27 | 19 | 30 | 51 | 113 | 216 | 522 | 522 28 | 21 | 30 | 51 | 113 | 216 | 523 | 523 29 | 21 | 30 | 52 | 113 | 216 | 523 | 523 30 | 22 | 31 | 52 | 114 | 217 | 523 | 523 2.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 51 | 65 | 88 | 160 | 273 | 579 | 1224 2 | 52 | 66 | 89 | 161 | 273 | 580 | 987 3 | 53 | 68 | 90 | 154 | 270 | 576 | 807 4 | 54 | 69 | 93 | 156 | 268 | 574 | 669 5 | 54 | 71 | 97 | 158 | 267 | 574 | 574 6 | 55 | 73 | 100 | 163 | 267 | 573 | 573 7 | 55 | 74 | 100 | 164 | 265 | 572 | 572 8 | 55 | 74 | 100 | 162 | 265 | 571 | 571 9 | 54 | 74 | 99 | 161 | 264 | 571 | 571 10 | 53 | 74 | 98 | 160 | 263 | 570 | 570 11 | 53 | 74 | 97 | 159 | 262 | 568 | 568 12 | 52 | 73 | 95 | 157 | 260 | 567 | 567 13 | 51 | 72 | 94 | 156 | 259 | 565 | 565 14 | 49 | 71 | 93 | 154 | 257 | 564 | 564 15 | 48 | 70 | 91 | 153 | 256 | 563 | 563 16 | 47 | 69 | 90 | 152 | 255 | 561 | 561 17 | 46 | 68 | 89 | 151 | 254 | 560 | 560 18 | 45 | 67 | 88 | 150 | 253 | 559 | 559 19 | 44 | 66 | 87 | 149 | 252 | 558 | 558 20 | 43 | 65 | 87 | 148 | 251 | 558 | 558 21 | 43 | 65 | 86 | 148 | 251 | 557 | 557 22 | 42 | 64 | 85 | 147 | 250 | 557 | 557 23 | 41 | 63 | 85 | 147 | 250 | 556 | 556 24 | 41 | 63 | 84 | 146 | 249 | 555 | 555 25 | 40 | 62 | 83 | 145 | 248 | 555 | 555 26 | 39 | 61 | 83 | 145 | 248 | 554 | 554 27 | 39 | 61 | 82 | 144 | 247 | 553 | 553 28 | 38 | 60 | 81 | 143 | 246 | 553 | 553 29 | 37 | 59 | 81 | 143 | 246 | 552 | 552 30 | 37 | 59 | 80 | 142 | 245 | 551 | 551 2.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 115 | 128 | 152 | 223 | 336 | 642 | 1289 2 | 116 | 130 | 153 | 225 | 337 | 644 | 1043 3 | 119 | 133 | 156 | 220 | 335 | 642 | 857 4 | 121 | 137 | 160 | 223 | 335 | 642 | 713 5 | 123 | 140 | 165 | 227 | 336 | 642 | 642 6 | 124 | 142 | 169 | 232 | 336 | 642 | 642 7 | 125 | 144 | 170 | 234 | 336 | 642 | 642 8 | 125 | 144 | 170 | 233 | 335 | 642 | 642 9 | 125 | 145 | 169 | 232 | 335 | 641 | 641 10 | 125 | 145 | 169 | 231 | 334 | 641 | 641 11 | 124 | 145 | 168 | 230 | 333 | 640 | 640 12 | 123 | 145 | 167 | 229 | 332 | 638 | 638 13 | 122 | 144 | 165 | 227 | 330 | 636 | 636 14 | 120 | 142 | 163 | 225 | 328 | 635 | 635 15 | 118 | 140 | 161 | 223 | 326 | 633 | 633 16 | 116 | 138 | 159 | 221 | 324 | 630 | 630 17 | 114 | 136 | 157 | 219 | 322 | 628 | 628 18 | 112 | 134 | 155 | 217 | 320 | 626 | 626 19 | 110 | 132 | 153 | 215 | 318 | 624 | 624 20 | 108 | 130 | 151 | 213 | 316 | 623 | 623 21 | 106 | 128 | 150 | 212 | 315 | 621 | 621 22 | 105 | 127 | 148 | 210 | 313 | 619 | 619 23 | 103 | 125 | 146 | 208 | 311 | 617 | 617 24 | 101 | 123 | 144 | 206 | 309 | 615 | 615 25 | 99 | 121 | 142 | 204 | 307 | 614 | 614 26 | 97 | 119 | 140 | 202 | 305 | 612 | 612 27 | 95 | 117 | 139 | 201 | 304 | 610 | 610 28 | 94 | 116 | 137 | 199 | 302 | 608 | 608 29 | 92 | 114 | 135 | 197 | 300 | 607 | 607 30 | 90 | 112 | 134 | 195 | 298 | 605 | 605 2.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 166 | 179 | 203 | 274 | 387 | 693 | 1336 2 | 176 | 189 | 213 | 284 | 397 | 703 | 1086 3 | 182 | 196 | 219 | 283 | 398 | 705 | 889 4 | 185 | 200 | 223 | 287 | 399 | 705 | 739 5 | 186 | 203 | 229 | 290 | 399 | 706 | 706 6 | 187 | 204 | 231 | 294 | 398 | 705 | 705 7 | 187 | 205 | 232 | 296 | 397 | 704 | 704 8 | 185 | 205 | 230 | 293 | 396 | 702 | 702 9 | 184 | 205 | 229 | 291 | 395 | 701 | 701 10 | 184 | 205 | 228 | 290 | 393 | 700 | 700 11 | 183 | 204 | 227 | 289 | 392 | 698 | 698 12 | 181 | 202 | 224 | 286 | 389 | 696 | 696 13 | 178 | 200 | 222 | 284 | 387 | 693 | 693 14 | 176 | 197 | 219 | 281 | 384 | 690 | 690 15 | 172 | 194 | 216 | 278 | 381 | 687 | 687 16 | 169 | 191 | 213 | 275 | 378 | 684 | 684 17 | 166 | 188 | 210 | 272 | 375 | 681 | 681 18 | 163 | 185 | 207 | 269 | 372 | 678 | 678 19 | 160 | 182 | 204 | 266 | 369 | 675 | 675 20 | 158 | 180 | 201 | 263 | 366 | 672 | 672 21 | 155 | 177 | 198 | 260 | 363 | 669 | 669 22 | 152 | 174 | 195 | 257 | 360 | 666 | 666 23 | 148 | 170 | 192 | 254 | 357 | 663 | 663 24 | 145 | 167 | 189 | 251 | 354 | 660 | 660 25 | 142 | 164 | 186 | 247 | 351 | 657 | 657 26 | 139 | 161 | 183 | 245 | 348 | 654 | 654 27 | 136 | 159 | 180 | 242 | 345 | 651 | 651 28 | 134 | 156 | 177 | 239 | 342 | 648 | 648 29 | 131 | 153 | 174 | 236 | 339 | 645 | 645 30 | 128 | 150 | 172 | 233 | 336 | 643 | 643 2.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 32 | 45 | 69 | 140 | 253 | 559 | 1259 2 | 33 | 46 | 70 | 141 | 254 | 560 | 1014 3 | 34 | 48 | 71 | 135 | 250 | 557 | 827 4 | 35 | 50 | 74 | 137 | 249 | 555 | 685 5 | 36 | 53 | 78 | 140 | 249 | 555 | 576 6 | 36 | 54 | 81 | 144 | 248 | 554 | 554 7 | 37 | 55 | 82 | 146 | 247 | 554 | 554 8 | 36 | 55 | 81 | 143 | 246 | 552 | 552 9 | 35 | 55 | 80 | 142 | 245 | 552 | 552 10 | 35 | 56 | 79 | 141 | 244 | 551 | 551 11 | 35 | 56 | 79 | 141 | 244 | 550 | 550 12 | 35 | 56 | 78 | 140 | 243 | 550 | 550 13 | 34 | 56 | 78 | 140 | 243 | 549 | 549 14 | 34 | 56 | 77 | 139 | 242 | 549 | 549 15 | 34 | 56 | 77 | 139 | 242 | 548 | 548 16 | 34 | 56 | 77 | 139 | 242 | 548 | 548 17 | 34 | 56 | 77 | 139 | 242 | 548 | 548 18 | 34 | 56 | 77 | 139 | 242 | 548 | 548 19 | 34 | 56 | 77 | 139 | 242 | 548 | 548 20 | 34 | 56 | 77 | 139 | 242 | 548 | 548 21 | 34 | 56 | 77 | 139 | 242 | 548 | 548 22 | 34 | 56 | 77 | 139 | 242 | 548 | 548 23 | 34 | 56 | 77 | 139 | 242 | 548 | 548 24 | 33 | 55 | 77 | 138 | 241 | 548 | 548 25 | 33 | 55 | 76 | 138 | 241 | 548 | 548 26 | 33 | 55 | 76 | 138 | 241 | 547 | 547 27 | 32 | 54 | 76 | 137 | 240 | 547 | 547 28 | 32 | 54 | 75 | 137 | 240 | 547 | 547 29 | 32 | 54 | 75 | 137 | 240 | 546 | 546 30 | 31 | 53 | 75 | 136 | 239 | 546 | 546 2.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 29 | 42 | 66 | 137 | 250 | 556 | 1246 2 | 30 | 44 | 67 | 139 | 252 | 558 | 1005 3 | 33 | 48 | 70 | 134 | 250 | 556 | 821 4 | 35 | 51 | 74 | 138 | 250 | 556 | 681 5 | 38 | 54 | 80 | 142 | 250 | 557 | 574 6 | 39 | 57 | 83 | 146 | 250 | 557 | 557 7 | 41 | 59 | 86 | 149 | 251 | 557 | 557 8 | 41 | 60 | 86 | 148 | 251 | 557 | 557 9 | 41 | 61 | 86 | 148 | 251 | 558 | 558 10 | 42 | 63 | 86 | 148 | 252 | 558 | 558 11 | 43 | 64 | 87 | 149 | 252 | 558 | 558 12 | 43 | 65 | 87 | 149 | 252 | 558 | 558 13 | 44 | 66 | 87 | 149 | 252 | 558 | 558 14 | 44 | 66 | 87 | 149 | 252 | 558 | 558 15 | 44 | 66 | 87 | 149 | 252 | 558 | 558 16 | 43 | 65 | 87 | 148 | 251 | 558 | 558 17 | 43 | 65 | 87 | 149 | 252 | 558 | 558 18 | 43 | 65 | 87 | 149 | 252 | 558 | 558 19 | 43 | 65 | 87 | 149 | 252 | 558 | 558 20 | 44 | 66 | 87 | 149 | 252 | 558 | 558 21 | 44 | 66 | 87 | 149 | 252 | 559 | 559 22 | 44 | 66 | 87 | 149 | 252 | 558 | 558 23 | 44 | 66 | 87 | 149 | 252 | 558 | 558 24 | 43 | 65 | 87 | 148 | 251 | 558 | 558 25 | 43 | 65 | 86 | 148 | 251 | 557 | 557 26 | 42 | 64 | 86 | 147 | 250 | 557 | 557 27 | 42 | 64 | 85 | 147 | 250 | 556 | 556 28 | 41 | 63 | 84 | 146 | 249 | 556 | 556 29 | 41 | 63 | 84 | 146 | 249 | 555 | 555 30 | 40 | 62 | 83 | 145 | 248 | 555 | 555 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 | 125 | 139 | 162 | 234 | 346 | 653 | 1331 2 | 124 | 138 | 161 | 233 | 345 | 652 | 1076 3 | 125 | 139 | 162 | 226 | 341 | 647 | 879 4 | 125 | 141 | 164 | 227 | 339 | 646 | 728 5 | 126 | 142 | 168 | 230 | 338 | 645 | 645 6 | 125 | 143 | 170 | 233 | 337 | 643 | 643 7 | 126 | 144 | 171 | 235 | 336 | 643 | 643 8 | 125 | 144 | 170 | 233 | 335 | 642 | 642 9 | 124 | 144 | 169 | 231 | 334 | 641 | 641 10 | 124 | 145 | 168 | 230 | 334 | 640 | 640 11 | 124 | 145 | 168 | 230 | 333 | 639 | 639 12 | 123 | 145 | 167 | 229 | 332 | 638 | 638 13 | 122 | 144 | 166 | 227 | 330 | 637 | 637 14 | 121 | 143 | 164 | 226 | 329 | 636 | 636 15 | 119 | 141 | 162 | 224 | 327 | 634 | 634 16 | 117 | 139 | 160 | 222 | 325 | 632 | 632 17 | 114 | 136 | 158 | 220 | 323 | 629 | 629 18 | 112 | 134 | 156 | 217 | 320 | 627 | 627 19 | 110 | 132 | 154 | 215 | 318 | 625 | 625 20 | 108 | 130 | 151 | 213 | 316 | 623 | 623 21 | 106 | 128 | 149 | 211 | 314 | 620 | 620 22 | 104 | 126 | 147 | 209 | 312 | 618 | 618 23 | 101 | 123 | 145 | 207 | 310 | 616 | 616 24 | 99 | 121 | 143 | 204 | 307 | 614 | 614 25 | 97 | 119 | 140 | 202 | 305 | 612 | 612 26 | 95 | 117 | 138 | 200 | 303 | 610 | 610 27 | 93 | 115 | 136 | 198 | 301 | 607 | 607 28 | 91 | 113 | 134 | 196 | 299 | 605 | 605 29 | 89 | 111 | 132 | 194 | 297 | 603 | 603 30 | 87 | 109 | 130 | 192 | 295 | 602 | 602 2.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 13 | 37 | 108 | 221 | 527 | 1220 2 | 1 | 15 | 39 | 110 | 223 | 529 | 983 3 | 4 | 18 | 41 | 105 | 220 | 527 | 803 4 | 6 | 22 | 45 | 108 | 220 | 527 | 666 5 | 8 | 25 | 51 | 112 | 221 | 528 | 560 6 | 10 | 28 | 54 | 118 | 222 | 528 | 528 7 | 11 | 30 | 57 | 120 | 222 | 528 | 528 8 | 11 | 31 | 56 | 119 | 222 | 528 | 528 9 | 12 | 32 | 56 | 119 | 222 | 528 | 528 10 | 12 | 33 | 56 | 118 | 222 | 528 | 528 11 | 12 | 34 | 56 | 118 | 221 | 528 | 528 12 | 12 | 34 | 56 | 118 | 221 | 528 | 528 13 | 13 | 34 | 56 | 118 | 221 | 527 | 527 14 | 12 | 34 | 56 | 118 | 221 | 527 | 527 15 | 12 | 34 | 56 | 117 | 220 | 527 | 527 16 | 13 | 34 | 55 | 117 | 220 | 526 | 526 17 | 13 | 34 | 55 | 117 | 220 | 526 | 526 18 | 14 | 34 | 55 | 117 | 220 | 527 | 527 19 | 14 | 34 | 55 | 117 | 220 | 527 | 527 20 | 15 | 35 | 56 | 118 | 221 | 527 | 527 21 | 16 | 35 | 56 | 118 | 221 | 528 | 528 22 | 17 | 35 | 57 | 118 | 221 | 528 | 528 23 | 17 | 36 | 57 | 119 | 222 | 528 | 528 24 | 18 | 36 | 57 | 119 | 222 | 528 | 528 25 | 19 | 36 | 57 | 119 | 222 | 528 | 528 26 | 19 | 36 | 57 | 119 | 222 | 529 | 529 27 | 21 | 36 | 57 | 119 | 222 | 529 | 529 28 | 21 | 36 | 57 | 119 | 222 | 529 | 529 29 | 22 | 36 | 58 | 119 | 222 | 529 | 529 30 | 22 | 36 | 58 | 119 | 222 | 529 | 529 2.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 36 | 49 | 73 | 144 | 257 | 563 | 1233 2 | 36 | 49 | 73 | 144 | 257 | 563 | 995 3 | 36 | 51 | 73 | 137 | 253 | 559 | 812 4 | 36 | 52 | 75 | 138 | 251 | 557 | 673 5 | 37 | 53 | 79 | 141 | 249 | 556 | 566 6 | 39 | 57 | 83 | 146 | 250 | 557 | 557 7 | 37 | 55 | 82 | 146 | 247 | 553 | 553 8 | 40 | 59 | 85 | 148 | 250 | 557 | 557 9 | 39 | 59 | 84 | 146 | 249 | 556 | 556 10 | 34 | 55 | 79 | 141 | 244 | 550 | 550 11 | 31 | 52 | 75 | 137 | 240 | 546 | 546 12 | 28 | 49 | 71 | 133 | 236 | 543 | 543 13 | 26 | 48 | 69 | 131 | 234 | 540 | 540 14 | 24 | 46 | 67 | 129 | 232 | 538 | 538 15 | 22 | 44 | 66 | 128 | 231 | 537 | 537 16 | 21 | 43 | 64 | 126 | 229 | 536 | 536 17 | 20 | 42 | 63 | 125 | 228 | 535 | 535 18 | 19 | 41 | 63 | 125 | 228 | 534 | 534 19 | 19 | 41 | 62 | 124 | 227 | 534 | 534 20 | 19 | 41 | 62 | 124 | 227 | 534 | 534 21 | 19 | 41 | 62 | 124 | 227 | 534 | 534 22 | 19 | 41 | 62 | 124 | 227 | 534 | 534 23 | 19 | 41 | 62 | 124 | 227 | 534 | 534 24 | 19 | 41 | 62 | 124 | 227 | 533 | 533 25 | 19 | 41 | 62 | 124 | 227 | 533 | 533 26 | 19 | 41 | 62 | 124 | 227 | 533 | 533 27 | 21 | 41 | 62 | 124 | 227 | 533 | 533 28 | 21 | 40 | 62 | 124 | 227 | 533 | 533 29 | 22 | 40 | 62 | 123 | 226 | 533 | 533 30 | 22 | 40 | 61 | 123 | 226 | 533 | 533 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 | 204 | 217 | 241 | 312 | 425 | 731 | 1572 2 | 200 | 214 | 237 | 309 | 421 | 728 | 1270 3 | 197 | 211 | 234 | 298 | 413 | 719 | 1037 4 | 193 | 209 | 232 | 295 | 407 | 714 | 858 5 | 189 | 206 | 232 | 293 | 402 | 709 | 720 6 | 186 | 203 | 230 | 293 | 397 | 704 | 704 7 | 182 | 201 | 228 | 291 | 393 | 699 | 699 8 | 178 | 198 | 223 | 286 | 389 | 695 | 695 9 | 174 | 194 | 219 | 281 | 384 | 691 | 691 10 | 170 | 191 | 215 | 277 | 380 | 687 | 687 11 | 167 | 188 | 211 | 273 | 376 | 682 | 682 12 | 163 | 185 | 207 | 269 | 372 | 678 | 678 13 | 160 | 182 | 203 | 265 | 368 | 674 | 674 14 | 156 | 178 | 199 | 261 | 364 | 671 | 671 15 | 152 | 174 | 196 | 258 | 361 | 667 | 667 16 | 149 | 171 | 192 | 254 | 357 | 664 | 664 17 | 146 | 168 | 189 | 251 | 354 | 660 | 660 18 | 143 | 165 | 186 | 248 | 351 | 657 | 657 19 | 140 | 162 | 183 | 245 | 348 | 654 | 654 20 | 137 | 159 | 180 | 242 | 345 | 652 | 652 21 | 134 | 156 | 177 | 239 | 342 | 649 | 649 22 | 131 | 153 | 175 | 237 | 340 | 646 | 646 23 | 129 | 151 | 172 | 234 | 337 | 643 | 643 24 | 126 | 148 | 169 | 231 | 334 | 641 | 641 25 | 123 | 145 | 167 | 228 | 331 | 638 | 638 26 | 121 | 143 | 164 | 226 | 329 | 635 | 635 27 | 118 | 140 | 162 | 223 | 326 | 633 | 633 28 | 116 | 138 | 159 | 221 | 324 | 630 | 630 29 | 114 | 136 | 157 | 219 | 322 | 628 | 628 30 | 111 | 133 | 155 | 217 | 320 | 626 | 626 2.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 9 | 25 | 49 | 103 | 237 | 543 | 1218 2 | 9 | 25 | 49 | 103 | 237 | 543 | 981 3 | 10 | 29 | 51 | 99 | 235 | 541 | 801 4 | 13 | 33 | 55 | 97 | 235 | 542 | 664 5 | 17 | 39 | 60 | 100 | 236 | 543 | 559 6 | 19 | 42 | 64 | 96 | 237 | 543 | 543 7 | 20 | 45 | 63 | 91 | 237 | 544 | 544 8 | 18 | 43 | 63 | 90 | 237 | 544 | 544 9 | 19 | 45 | 65 | 94 | 237 | 544 | 544 10 | 21 | 48 | 67 | 97 | 237 | 544 | 544 11 | 22 | 50 | 69 | 100 | 237 | 544 | 544 12 | 24 | 53 | 70 | 101 | 237 | 544 | 544 13 | 25 | 54 | 71 | 101 | 237 | 544 | 544 14 | 26 | 55 | 71 | 102 | 237 | 544 | 544 15 | 26 | 55 | 71 | 102 | 237 | 544 | 544 16 | 26 | 55 | 71 | 102 | 237 | 543 | 543 17 | 26 | 55 | 71 | 102 | 237 | 544 | 544 18 | 26 | 55 | 71 | 102 | 237 | 543 | 543 19 | 26 | 55 | 71 | 102 | 237 | 544 | 544 20 | 26 | 55 | 71 | 102 | 237 | 544 | 544 21 | 26 | 55 | 71 | 102 | 238 | 544 | 544 22 | 26 | 55 | 71 | 102 | 238 | 544 | 544 23 | 26 | 55 | 71 | 102 | 238 | 544 | 544 24 | 26 | 55 | 71 | 102 | 238 | 544 | 544 25 | 26 | 55 | 71 | 102 | 237 | 544 | 544 26 | 26 | 55 | 71 | 102 | 237 | 544 | 544 27 | 26 | 55 | 71 | 102 | 237 | 543 | 543 28 | 26 | 55 | 71 | 102 | 237 | 543 | 543 29 | 26 | 55 | 71 | 102 | 236 | 543 | 543 30 | 26 | 55 | 71 | 102 | 236 | 542 | 542 2.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 15 | 86 | 199 | 505 | 1213 2 | 1 | 5 | 14 | 85 | 198 | 504 | 976 3 | 2 | 5 | 13 | 77 | 193 | 499 | 795 4 | 2 | 6 | 15 | 79 | 191 | 497 | 657 5 | 4 | 7 | 19 | 81 | 190 | 496 | 552 6 | 4 | 7 | 22 | 85 | 189 | 496 | 496 7 | 5 | 9 | 24 | 87 | 189 | 495 | 495 8 | 6 | 9 | 23 | 86 | 189 | 495 | 495 9 | 7 | 10 | 23 | 86 | 189 | 495 | 495 10 | 8 | 11 | 24 | 86 | 189 | 495 | 495 11 | 8 | 11 | 24 | 86 | 189 | 495 | 495 12 | 9 | 13 | 24 | 86 | 189 | 496 | 496 13 | 10 | 13 | 24 | 86 | 189 | 496 | 496 14 | 10 | 14 | 25 | 86 | 189 | 496 | 496 15 | 12 | 14 | 26 | 87 | 190 | 496 | 496 16 | 12 | 16 | 27 | 87 | 190 | 496 | 496 17 | 13 | 16 | 29 | 87 | 190 | 497 | 497 18 | 14 | 17 | 30 | 88 | 191 | 497 | 497 19 | 14 | 18 | 31 | 88 | 191 | 498 | 498 20 | 15 | 18 | 32 | 89 | 192 | 498 | 498 21 | 15 | 20 | 34 | 89 | 192 | 499 | 499 22 | 17 | 20 | 35 | 90 | 193 | 499 | 499 23 | 17 | 21 | 36 | 90 | 193 | 499 | 499 24 | 18 | 21 | 37 | 90 | 193 | 499 | 499 25 | 18 | 22 | 38 | 90 | 193 | 500 | 500 26 | 19 | 23 | 39 | 90 | 193 | 500 | 500

27 | 19 | 24 | 41 | 90 | 193 | 499 | 499 28 | 21 | 25 | 42 | 90 | 193 | 499 | 499 29 | 21 | 25 | 43 | 90 | 193 | 499 | 499 30 | 22 | 26 | 44 | 90 | 193 | 499 | 499 3\.

Other exposures 3.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 15 | 21 | 43 | 161 | 300 | 3173 2 | 2 | 15 | 21 | 43 | 161 | 344 | 2355 3 | 2 | 15 | 23 | 47 | 156 | 360 | 1771 4 | 2 | 16 | 26 | 51 | 153 | 361 | 1364 5 | 2 | 18 | 29 | 53 | 153 | 353 | 1078 6 | 4 | 20 | 32 | 56 | 153 | 339 | 872 7 | 5 | 23 | 34 | 58 | 153 | 323 | 720 8 | 6 | 24 | 35 | 61 | 153 | 306 | 604 9 | 6 | 25 | 36 | 64 | 153 | 289 | 513 10 | 6 | 25 | 38 | 66 | 153 | 271 | 441 11 | 7 | 26 | 38 | 67 | 153 | 255 | 383 12 | 7 | 26 | 39 | 67 | 153 | 248 | 334 13 | 7 | 26 | 39 | 67 | 153 | 248 | 294 14 | 7 | 26 | 39 | 67 | 153 | 248 | 260 15 | 7 | 26 | 39 | 67 | 153 | 248 | 248 16 | 7 | 26 | 41 | 67 | 153 | 248 | 248 17 | 7 | 26 | 43 | 67 | 153 | 248 | 248 18 | 7 | 26 | 46 | 67 | 153 | 248 | 248 19 | 7 | 26 | 48 | 67 | 153 | 248 | 248 20 | 7 | 26 | 50 | 67 | 153 | 248 | 248 21 | 7 | 26 | 53 | 67 | 153 | 248 | 248 22 | 8 | 26 | 55 | 67 | 153 | 248 | 248 23 | 8 | 26 | 57 | 67 | 153 | 248 | 248 24 | 8 | 26 | 59 | 67 | 153 | 248 | 248 25 | 9 | 26 | 62 | 67 | 153 | 248 | 248 26 | 9 | 26 | 64 | 68 | 153 | 248 | 248 27 | 10 | 26 | 67 | 70 | 153 | 248 | 248 28 | 10 | 26 | 69 | 72 | 153 | 248 | 248 29 | 10 | 26 | 72 | 74 | 153 | 248 | 248 30 | 11 | 26 | 74 | 75 | 153 | 248 | 248 3.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 22 | 29 | 50 | 169 | 308 | 3259 2 | 12 | 24 | 31 | 52 | 171 | 355 | 2433 3 | 11 | 25 | 33 | 57 | 166 | 372 | 1834 4 | 11 | 26 | 36 | 61 | 163 | 373 | 1413 5 | 12 | 27 | 39 | 63 | 163 | 365 | 1116 6 | 13 | 29 | 40 | 65 | 162 | 350 | 902 7 | 13 | 31 | 42 | 66 | 161 | 334 | 743 8 | 13 | 31 | 42 | 68 | 161 | 316 | 623 9 | 13 | 31 | 43 | 71 | 160 | 297 | 529 10 | 13 | 32 | 44 | 72 | 160 | 279 | 454 11 | 12 | 32 | 44 | 73 | 159 | 262 | 394 12 | 12 | 31 | 44 | 72 | 159 | 253 | 344 13 | 11 | 31 | 43 | 72 | 158 | 252 | 302 14 | 11 | 30 | 43 | 71 | 158 | 252 | 268 15 | 10 | 30 | 42 | 71 | 157 | 251 | 251 16 | 10 | 29 | 42 | 70 | 157 | 251 | 251 17 | 10 | 29 | 44 | 70 | 157 | 251 | 251 18 | 10 | 29 | 47 | 70 | 157 | 251 | 251 19 | 10 | 29 | 49 | 70 | 157 | 251 | 251 20 | 10 | 29 | 51 | 70 | 157 | 251 | 251 21 | 11 | 30 | 54 | 71 | 157 | 252 | 252 22 | 11 | 30 | 57 | 71 | 158 | 252 | 252 23 | 11 | 30 | 58 | 71 | 158 | 252 | 252 24 | 11 | 30 | 61 | 71 | 158 | 252 | 252 25 | 11 | 30 | 63 | 71 | 158 | 252 | 252 26 | 11 | 30 | 66 | 71 | 158 | 252 | 252 27 | 11 | 30 | 68 | 72 | 158 | 252 | 252 28 | 11 | 30 | 71 | 74 | 158 | 252 | 252 29 | 11 | 30 | 73 | 75 | 157 | 252 | 252 30 | 11 | 30 | 76 | 77 | 157 | 252 | 252 3.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 21 | 42 | 161 | 300 | 3172 2 | 2 | 14 | 21 | 42 | 161 | 344 | 2355 3 | 1 | 15 | 23 | 47 | 156 | 360 | 1771 4 | 1 | 16 | 26 | 51 | 153 | 361 | 1364 5 | 2 | 18 | 29 | 53 | 153 | 353 | 1078 6 | 4 | 20 | 32 | 56 | 153 | 339 | 872 7 | 5 | 23 | 33 | 58 | 153 | 323 | 720 8 | 5 | 23 | 35 | 61 | 153 | 306 | 604 9 | 6 | 24 | 36 | 64 | 153 | 289 | 513 10 | 6 | 25 | 38 | 66 | 153 | 271 | 441 11 | 6 | 26 | 38 | 67 | 153 | 255 | 383 12 | 6 | 26 | 38 | 67 | 153 | 247 | 334 13 | 6 | 26 | 38 | 67 | 153 | 247 | 294 14 | 6 | 26 | 38 | 67 | 153 | 247 | 260 15 | 6 | 26 | 38 | 67 | 153 | 247 | 247 16 | 6 | 26 | 41 | 67 | 153 | 247 | 247 17 | 6 | 26 | 43 | 67 | 153 | 247 | 247 18 | 6 | 26 | 46 | 67 | 153 | 247 | 247 19 | 7 | 26 | 48 | 67 | 153 | 247 | 247 20 | 7 | 26 | 50 | 67 | 153 | 247 | 247 21 | 7 | 26 | 53 | 67 | 153 | 247 | 247 22 | 8 | 26 | 55 | 67 | 153 | 247 | 247 23 | 8 | 26 | 57 | 67 | 153 | 247 | 247 24 | 8 | 26 | 59 | 67 | 153 | 247 | 247 25 | 9 | 26 | 62 | 67 | 153 | 247 | 247 26 | 9 | 26 | 64 | 68 | 153 | 248 | 248 27 | 10 | 26 | 67 | 70 | 153 | 248 | 248 28 | 10 | 26 | 69 | 72 | 153 | 248 | 248 29 | 10 | 26 | 72 | 74 | 153 | 248 | 248 30 | 11 | 26 | 74 | 75 | 153 | 248 | 248 3.4 Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 73 | 86 | 92 | 114 | 232 | 328 | 3254 2 | 70 | 82 | 89 | 110 | 229 | 354 | 2426 3 | 72 | 85 | 94 | 118 | 226 | 371 | 1829 4 | 70 | 84 | 95 | 120 | 222 | 373 | 1411 5 | 69 | 85 | 96 | 120 | 220 | 365 | 1117 6 | 69 | 85 | 97 | 121 | 219 | 352 | 904 7 | 69 | 86 | 97 | 122 | 217 | 335 | 747 8 | 68 | 86 | 97 | 123 | 216 | 318 | 627 9 | 67 | 86 | 98 | 125 | 215 | 309 | 533 10 | 64 | 83 | 96 | 124 | 211 | 306 | 458 11 | 62 | 81 | 94 | 122 | 209 | 303 | 398 12 | 61 | 80 | 93 | 121 | 208 | 302 | 348 13 | 60 | 79 | 92 | 121 | 207 | 301 | 306 14 | 60 | 79 | 92 | 120 | 207 | 301 | 301 15 | 60 | 79 | 91 | 120 | 206 | 301 | 301 16 | 59 | 78 | 91 | 119 | 206 | 300 | 300 17 | 59 | 78 | 91 | 119 | 205 | 300 | 300 18 | 58 | 77 | 90 | 118 | 205 | 299 | 299 19 | 57 | 77 | 89 | 118 | 204 | 298 | 298 20 | 57 | 76 | 89 | 117 | 204 | 298 | 298 21 | 56 | 75 | 88 | 117 | 203 | 297 | 297 22 | 55 | 75 | 87 | 116 | 202 | 296 | 296 23 | 55 | 74 | 86 | 115 | 201 | 296 | 296 24 | 54 | 73 | 85 | 114 | 200 | 295 | 295 25 | 53 | 72 | 84 | 113 | 199 | 294 | 294 26 | 52 | 71 | 83 | 112 | 198 | 293 | 293 27 | 51 | 70 | 82 | 111 | 197 | 292 | 292 28 | 49 | 69 | 81 | 110 | 196 | 290 | 290 29 | 48 | 68 | 80 | 109 | 195 | 289 | 289 30 | 47 | 67 | 79 | 108 | 194 | 288 | 288 3.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 18 | 25 | 46 | 165 | 302 | 3198 2 | 8 | 20 | 26 | 48 | 167 | 347 | 2376 3 | 8 | 21 | 30 | 54 | 162 | 363 | 1788 4 | 9 | 23 | 33 | 58 | 161 | 364 | 1377 5 | 10 | 25 | 37 | 60 | 161 | 356 | 1089 6 | 11 | 28 | 39 | 63 | 161 | 342 | 881 7 | 12 | 30 | 41 | 65 | 160 | 326 | 727 8 | 12 | 30 | 41 | 67 | 160 | 309 | 609 9 | 12 | 31 | 42 | 70 | 160 | 291 | 518 10 | 12 | 31 | 44 | 72 | 159 | 274 | 446 11 | 12 | 31 | 44 | 72 | 159 | 258 | 387 12 | 12 | 31 | 44 | 72 | 159 | 253 | 339 13 | 12 | 31 | 44 | 72 | 159 | 253 | 298 14 | 12 | 31 | 44 | 72 | 159 | 253 | 264 15 | 12 | 31 | 44 | 72 | 159 | 253 | 253 16 | 12 | 31 | 44 | 72 | 159 | 253 | 253 17 | 12 | 31 | 44 | 72 | 159 | 253 | 253 18 | 12 | 31 | 46 | 72 | 159 | 253 | 253 19 | 12 | 32 | 49 | 73 | 159 | 253 | 253 20 | 13 | 32 | 51 | 73 | 160 | 254 | 254 21 | 13 | 32 | 54 | 73 | 160 | 254 | 254 22 | 13 | 33 | 56 | 74 | 160 | 254 | 254 23 | 13 | 33 | 58 | 74 | 160 | 254 | 254 24 | 14 | 33 | 61 | 74 | 160 | 255 | 255 25 | 14 | 33 | 63 | 74 | 160 | 255 | 255 26 | 13 | 33 | 66 | 74 | 160 | 255 | 255 27 | 13 | 33 | 68 | 74 | 160 | 254 | 254 28 | 13 | 33 | 71 | 74 | 160 | 254 | 254 29 | 13 | 32 | 73 | 75 | 160 | 254 | 254 30 | 13 | 32 | 76 | 77 | 160 | 254 | 254 3.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 43 | 56 | 62 | 84 | 202 | 302 | 3196 2 | 47 | 60 | 66 | 88 | 206 | 347 | 2374 3 | 51 | 64 | 72 | 97 | 205 | 363 | 1786 4 | 53 | 67 | 77 | 103 | 205 | 364 | 1375 5 | 55 | 70 | 82 | 105 | 206 | 355 | 1087 6 | 56 | 73 | 84 | 108 | 206 | 342 | 879 7 | 57 | 75 | 85 | 110 | 205 | 326 | 726 8 | 56 | 74 | 86 | 112 | 204 | 309 | 609 9 | 56 | 74 | 86 | 113 | 203 | 297 | 519 10 | 55 | 74 | 86 | 114 | 202 | 296 | 446 11 | 54 | 73 | 85 | 114 | 200 | 295 | 387 12 | 52 | 72 | 84 | 113 | 199 | 293 | 339 13 | 51 | 70 | 83 | 111 | 198 | 292 | 298 14 | 50 | 69 | 82 | 110 | 197 | 291 | 291 15 | 49 | 68 | 81 | 109 | 196 | 290 | 290 16 | 48 | 67 | 80 | 108 | 195 | 289 | 289 17 | 47 | 67 | 79 | 108 | 194 | 288 | 288 18 | 47 | 66 | 79 | 107 | 193 | 288 | 288 19 | 46 | 65 | 78 | 106 | 193 | 287 | 287 20 | 46 | 65 | 78 | 106 | 192 | 287 | 287 21 | 45 | 64 | 77 | 105 | 192 | 286 | 286 22 | 44 | 64 | 76 | 105 | 191 | 285 | 285 23 | 44 | 63 | 75 | 104 | 190 | 285 | 285 24 | 43 | 62 | 75 | 103 | 190 | 284 | 284 25 | 42 | 61 | 74 | 102 | 189 | 283 | 283 26 | 41 | 60 | 73 | 101 | 188 | 282 | 282 27 | 40 | 60 | 72 | 101 | 187 | 281 | 281 28 | 39 | 59 | 71 | 100 | 186 | 281 | 281 29 | 39 | 58 | 73 | 99 | 185 | 280 | 280 30 | 38 | 57 | 76 | 98 | 185 | 279 | 279 3.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 14 | 20 | 42 | 160 | 300 | 3170 2 | 1 | 14 | 20 | 42 | 160 | 344 | 2353 3 | 1 | 14 | 22 | 47 | 155 | 360 | 1770 4 | 1 | 15 | 25 | 50 | 153 | 361 | 1363 5 | 2 | 17 | 29 | 52 | 153 | 352 | 1077 6 | 3 | 19 | 31 | 55 | 153 | 339 | 871 7 | 5 | 22 | 33 | 57 | 153 | 323 | 719 8 | 5 | 23 | 34 | 60 | 153 | 306 | 603 9 | 5 | 24 | 35 | 63 | 153 | 288 | 513 10 | 5 | 24 | 37 | 65 | 153 | 271 | 441 11 | 6 | 25 | 38 | 66 | 153 | 255 | 382 12 | 6 | 25 | 38 | 66 | 153 | 247 | 334 13 | 6 | 25 | 38 | 66 | 153 | 247 | 294 14 | 6 | 25 | 38 | 66 | 153 | 247 | 260 15 | 6 | 25 | 38 | 66 | 153 | 247 | 247 16 | 6 | 25 | 41 | 66 | 153 | 247 | 247 17 | 6 | 25 | 43 | 66 | 153 | 247 | 247 18 | 6 | 25 | 46 | 66 | 153 | 247 | 247 19 | 7 | 25 | 48 | 66 | 153 | 247 | 247 20 | 7 | 25 | 50 | 66 | 153 | 247 | 247 21 | 7 | 25 | 53 | 66 | 153 | 247 | 247 22 | 8 | 25 | 55 | 66 | 153 | 247 | 247 23 | 8 | 25 | 57 | 66 | 153 | 247 | 247 24 | 8 | 25 | 59 | 66 | 153 | 247 | 247 25 | 9 | 25 | 62 | 66 | 153 | 247 | 247 26 | 9 | 25 | 64 | 68 | 153 | 247 | 247 27 | 10 | 25 | 67 | 70 | 153 | 247 | 247 28 | 10 | 25 | 69 | 72 | 153 | 247 | 247 29 | 10 | 25 | 72 | 73 | 153 | 247 | 247 30 | 11 | 25 | 74 | 75 | 153 | 247 | 247 3.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 22 | 45 | 179 | 303 | 3208 2 | 0 | 11 | 22 | 45 | 179 | 348 | 2387 3 | 1 | 11 | 23 | 50 | 174 | 365 | 1797 4 | 1 | 13 | 26 | 55 | 170 | 366 | 1385 5 | 1 | 16 | 28 | 59 | 169 | 358 | 1094 6 | 2 | 18 | 33 | 60 | 168 | 344 | 885 7 | 3 | 21 | 36 | 60 | 167 | 328 | 730 8 | 5 | 24 | 37 | 59 | 166 | 311 | 612 9 | 8 | 30 | 42 | 58 | 165 | 293 | 520 10 | 11 | 34 | 42 | 57 | 164 | 275 | 447 11 | 10 | 33 | 41 | 57 | 164 | 258 | 388 12 | 9 | 32 | 41 | 57 | 163 | 257 | 339 13 | 8 | 31 | 42 | 57 | 162 | 256 | 298 14 | 8 | 31 | 42 | 57 | 161 | 256 | 264 15 | 8 | 31 | 43 | 57 | 161 | 255 | 255 16 | 8 | 31 | 43 | 57 | 159 | 253 | 253 17 | 8 | 31 | 44 | 57 | 158 | 253 | 253 18 | 8 | 31 | 46 | 57 | 158 | 252 | 252 19 | 8 | 31 | 48 | 57 | 158 | 252 | 252 20 | 8 | 31 | 51 | 57 | 158 | 252 | 252 21 | 8 | 31 | 53 | 59 | 158 | 252 | 252 22 | 8 | 31 | 55 | 61 | 158 | 252 | 252 23 | 8 | 31 | 58 | 63 | 157 | 252 | 252 24 | 9 | 31 | 61 | 65 | 157 | 251 | 251 25 | 9 | 31 | 62 | 66 | 156 | 250 | 250 26 | 9 | 31 | 65 | 68 | 156 | 250 | 250 27 | 10 | 31 | 67 | 70 | 155 | 249 | 249 28 | 10 | 31 | 70 | 72 | 155 | 249 | 249 29 | 10 | 31 | 72 | 74 | 154 | 248 | 248 30 | 11 | 31 | 74 | 76 | 154 | 248 | 248 3.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 80 | 93 | 99 | 121 | 239 | 335 | 3303 2 | 79 | 91 | 97 | 119 | 238 | 358 | 2460 3 | 77 | 90 | 98 | 122 | 231 | 376 | 1854 4 | 75 | 89 | 99 | 124 | 227 | 377 | 1430 5 | 73 | 88 | 100 | 124 | 224 | 369 | 1131 6 | 73 | 89 | 100 | 125 | 222 | 356 | 916 7 | 72 | 89 | 100 | 125 | 220 | 339 | 756 8 | 70 | 88 | 99 | 125 | 218 | 322 | 635 9 | 68 | 87 | 98 | 126 | 216 | 310 | 540 10 | 67 | 86 | 98 | 126 | 214 | 308 | 464 11 | 66 | 85 | 98 | 126 | 213 | 307 | 403 12 | 64 | 83 | 96 | 124 | 211 | 305 | 352 13 | 63 | 82 | 95 | 123 | 210 | 304 | 310 14 | 61 | 81 | 93 | 122 | 208 | 302 | 302 15 | 60 | 79 | 92 | 120 | 207 | 301 | 301 16 | 59 | 78 | 91 | 119 | 206 | 300 | 300 17 | 58 | 77 | 90 | 118 | 205 | 299 | 299 18 | 57 | 76 | 89 | 117 | 204 | 298 | 298 19 | 56 | 75 | 88 | 116 | 203 | 297 | 297 20 | 55 | 75 | 87 | 116 | 202 | 296 | 296 21 | 54 | 74 | 86 | 115 | 201 | 295 | 295 22 | 53 | 73 | 85 | 114 | 200 | 294 | 294 23 | 52 | 72 | 84 | 113 | 199 | 293 | 293 24 | 51 | 71 | 83 | 112 | 198 | 292 | 292 25 | 50 | 70 | 82 | 111 | 197 | 291 | 291 26 | 49 | 68 | 81 | 110 | 196 | 290 | 290 27 | 48 | 67 | 80 | 108 | 195 | 289 | 289 28 | 47 | 66 | 79 | 107 | 194 | 288 | 288 29 | 46 | 65 | 78 | 106 | 193 | 287 | 287 30 | 45 | 64 | 77 | 105 | 192 | 286 | 286 3.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 52 | 65 | 71 | 93 | 211 | 308 | 3200 2 | 52 | 64 | 71 | 92 | 211 | 348 | 2384 3 | 50 | 64 | 72 | 96 | 205 | 366 | 1799 4 | 49 | 64 | 74 | 99 | 201 | 368 | 1389 5 | 49 | 64 | 76 | 99 | 200 | 360 | 1100 6 | 49 | 65 | 76 | 101 | 198 | 347 | 890 7 | 49 | 66 | 77 | 102 | 197 | 331 | 735 8 | 48 | 66 | 77 | 103 | 195 | 313 | 617 9 | 46 | 65 | 77 | 104 | 194 | 296 | 525 10 | 46 | 65 | 77 | 105 | 193 | 287 | 451 11 | 45 | 64 | 77 | 105 | 192 | 286 | 391 12 | 44 | 64 | 76 | 105 | 191 | 285 | 342 13 | 44 | 63 | 76 | 104 | 191 | 285 | 301 14 | 43 | 62 | 75 | 103 | 190 | 284 | 284 15 | 43 | 62 | 74 | 103 | 189 | 284 | 284 16 | 42 | 61 | 74 | 102 | 188 | 283 | 283 17 | 41 | 60 | 73 | 101 | 188 | 282 | 282 18 | 41 | 60 | 73 | 101 | 187 | 282 | 282 19 | 40 | 59 | 72 | 100 | 187 | 281 | 281 20 | 40 | 59 | 72 | 100 | 187 | 281 | 281 21 | 40 | 59 | 72 | 100 | 187 | 281 | 281 22 | 39 | 59 | 71 | 100 | 186 | 280 | 280 23 | 39 | 58 | 71 | 99 | 186 | 280 | 280 24 | 38 | 57 | 70 | 98 | 185 | 279 | 279 25 | 38 | 57 | 69 | 98 | 184 | 279 | 279 26 | 37 | 56 | 69 | 97 | 184 | 278 | 278 27 | 36 | 55 | 69 | 96 | 183 | 277 | 277 28 | 35 | 55 | 71 | 96 | 182 | 276 | 276 29 | 35 | 54 | 73 | 95 | 182 | 276 | 276 30 | 34 | 53 | 76 | 94 | 181 | 275 | 275 3.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 39 | 46 | 67 | 186 | 305 | 3233 2 | 28 | 40 | 47 | 68 | 187 | 352 | 2411 3 | 26 | 40 | 48 | 72 | 181 | 369 | 1818 4 | 25 | 40 | 50 | 75 | 177 | 370 | 1401 5 | 26 | 41 | 53 | 76 | 177 | 362 | 1107 6 | 26 | 43 | 54 | 79 | 176 | 348 | 895 7 | 27 | 44 | 55 | 80 | 175 | 332 | 739 8 | 26 | 44 | 55 | 82 | 174 | 314 | 619 9 | 26 | 45 | 56 | 84 | 173 | 296 | 526 10 | 26 | 45 | 57 | 85 | 173 | 278 | 452 11 | 25 | 44 | 57 | 85 | 172 | 266 | 392 12 | 25 | 44 | 56 | 85 | 171 | 266 | 343 13 | 24 | 43 | 56 | 84 | 171 | 265 | 301 14 | 23 | 42 | 55 | 84 | 170 | 264 | 267 15 | 23 | 42 | 55 | 83 | 169 | 264 | 264 16 | 22 | 41 | 54 | 82 | 169 | 263 | 263 17 | 22 | 41 | 53 | 82 | 168 | 263 | 263 18 | 21 | 40 | 53 | 82 | 168 | 262 | 262 19 | 21 | 40 | 53 | 81 | 168 | 262 | 262 20 | 21 | 40 | 53 | 81 | 168 | 262 | 262 21 | 21 | 40 | 54 | 81 | 168 | 262 | 262 22 | 21 | 40 | 57 | 81 | 168 | 262 | 262 23 | 21 | 40 | 58 | 81 | 168 | 262 | 262 24 | 21 | 40 | 61 | 81 | 168 | 262 | 262 25 | 20 | 40 | 63 | 81 | 167 | 261 | 261 26 | 20 | 39 | 66 | 80 | 167 | 261 | 261 27 | 20 | 39 | 68 | 80 | 167 | 261 | 261 28 | 20 | 39 | 71 | 80 | 166 | 261 | 261 29 | 19 | 39 | 73 | 80 | 166 | 260 | 260 30 | 19 | 38 | 76 | 79 | 166 | 260 | 260 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 24 | 142 | 299 | 3162 2 | 0 | 1 | 6 | 25 | 143 | 343 | 2348 3 | 1 | 1 | 8 | 30 | 138 | 359 | 1766 4 | 1 | 3 | 11 | 34 | 136 | 360 | 1360 5 | 1 | 4 | 14 | 36 | 136 | 352 | 1075 6 | 2 | 4 | 16 | 39 | 136 | 339 | 870 7 | 2 | 6 | 19 | 41 | 136 | 323 | 718 8 | 2 | 6 | 22 | 43 | 136 | 306 | 603 9 | 3 | 7 | 23 | 46 | 136 | 288 | 512 10 | 4 | 8 | 26 | 48 | 136 | 271 | 440 11 | 4 | 9 | 29 | 50 | 137 | 254 | 382 12 | 4 | 10 | 31 | 49 | 135 | 238 | 334 13 | 4 | 10 | 34 | 50 | 136 | 231 | 293 14 | 4 | 12 | 35 | 50 | 136 | 230 | 259 15 | 5 | 12 | 38 | 48 | 135 | 229 | 231 16 | 6 | 13 | 41 | 48 | 134 | 228 | 228 17 | 6 | 14 | 43 | 50 | 134 | 228 | 228 18 | 6 | 15 | 45 | 52 | 134 | 228 | 228 19 | 7 | 15 | 47 | 54 | 134 | 229 | 229 20 | 7 | 17 | 50 | 56 | 135 | 229 | 229 21 | 7 | 17 | 53 | 58 | 135 | 229 | 229 22 | 8 | 18 | 54 | 60 | 135 | 229 | 229 23 | 8 | 18 | 57 | 61 | 135 | 229 | 229 24 | 8 | 20 | 59 | 64 | 135 | 229 | 229 25 | 9 | 20 | 62 | 66 | 135 | 229 | 229 26 | 9 | 21 | 64 | 68 | 135 | 229 | 229 27 | 10 | 23 | 67 | 70 | 137 | 229 | 229 28 | 10 | 23 | 68 | 71 | 138 | 229 | 229 29 | 10 | 24 | 71 | 73 | 139 | 229 | 229 30 | 11 | 25 | 74 | 75 | 141 | 229 | 229 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 41 | 54 | 60 | 82 | 200 | 303 | 3205 2 | 41 | 54 | 60 | 82 | 200 | 348 | 2384 3 | 40 | 54 | 62 | 86 | 195 | 365 | 1796 4 | 40 | 54 | 64 | 89 | 192 | 366 | 1386 5 | 40 | 55 | 67 | 90 | 191 | 359 | 1096 6 | 40 | 57 | 68 | 92 | 190 | 346 | 888 7 | 41 | 58 | 69 | 94 | 189 | 330 | 734 8 | 40 | 58 | 69 | 95 | 188 | 312 | 616 9 | 39 | 58 | 70 | 97 | 187 | 295 | 524 10 | 39 | 58 | 70 | 98 | 186 | 280 | 450 11 | 38 | 58 | 70 | 99 | 185 | 279 | 391 12 | 38 | 57 | 70 | 98 | 184 | 279 | 342 13 | 37 | 56 | 69 | 97 | 184 | 278 | 301 14 | 36 | 56 | 68 | 97 | 183 | 277 | 277 15 | 36 | 55 | 68 | 96 | 183 | 277 | 277 16 | 35 | 54 | 67 | 95 | 182 | 276 | 276 17 | 35 | 54 | 66 | 95 | 181 | 276 | 276 18 | 34 | 53 | 66 | 94 | 181 | 275 | 275 19 | 34 | 53 | 65 | 94 | 180 | 275 | 275 20 | 33 | 53 | 65 | 94 | 180 | 274 | 274 21 | 33 | 52 | 65 | 93 | 180 | 274 | 274 22 | 33 | 52 | 65 | 93 | 179 | 274 | 274 23 | 32 | 51 | 64 | 92 | 179 | 273 | 273 24 | 32 | 51 | 63 | 92 | 178 | 273 | 273 25 | 31 | 50 | 63 | 91 | 178 | 272 | 272 26 | 30 | 49 | 66 | 90 | 177 | 271 | 271 27 | 29 | 49 | 68 | 90 | 176 | 270 | 270 28 | 29 | 48 | 71 | 89 | 176 | 270 | 270 29 | 28 | 47 | 73 | 88 | 175 | 269 | 269 30 | 27 | 47 | 76 | 88 | 174 | 268 | 268 3.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 25 | 32 | 54 | 172 | 305 | 3224 2 | 17 | 29 | 36 | 57 | 176 | 350 | 2396 3 | 19 | 33 | 41 | 65 | 173 | 367 | 1804 4 | 21 | 36 | 46 | 71 | 173 | 368 | 1391 5 | 24 | 39 | 51 | 74 | 175 | 360 | 1101 6 | 23 | 40 | 51 | 76 | 173 | 347 | 892 7 | 28 | 46 | 56 | 81 | 176 | 331 | 736 8 | 27 | 45 | 56 | 82 | 175 | 314 | 618 9 | 28 | 47 | 59 | 86 | 176 | 296 | 526 10 | 30 | 49 | 61 | 89 | 177 | 279 | 452 11 | 31 | 50 | 63 | 91 | 178 | 272 | 393 12 | 32 | 51 | 64 | 92 | 179 | 273 | 343 13 | 32 | 51 | 64 | 92 | 179 | 273 | 302 14 | 32 | 52 | 64 | 93 | 179 | 273 | 273 15 | 33 | 52 | 64 | 93 | 179 | 274 | 274 16 | 32 | 51 | 64 | 92 | 179 | 273 | 273 17 | 32 | 51 | 64 | 92 | 179 | 273 | 273 18 | 32 | 51 | 63 | 92 | 178 | 273 | 273 19 | 31 | 50 | 63 | 92 | 178 | 272 | 272 20 | 31 | 51 | 63 | 92 | 178 | 272 | 272 21 | 31 | 50 | 63 | 91 | 178 | 272 | 272 22 | 31 | 50 | 63 | 91 | 178 | 272 | 272 23 | 31 | 50 | 63 | 91 | 177 | 272 | 272 24 | 30 | 49 | 62 | 91 | 177 | 271 | 271 25 | 30 | 49 | 64 | 90 | 177 | 271 | 271 26 | 29 | 49 | 66 | 90 | 176 | 270 | 270 27 | 29 | 48 | 69 | 89 | 176 | 270 | 270 28 | 28 | 47 | 71 | 89 | 175 | 269 | 269 29 | 28 | 47 | 74 | 88 | 175 | 269 | 269 30 | 27 | 46 | 76 | 87 | 174 | 268 | 268 3.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 25 | 31 | 53 | 172 | 305 | 3231 2 | 14 | 26 | 33 | 54 | 173 | 351 | 2404 3 | 14 | 28 | 36 | 60 | 169 | 368 | 1812 4 | 15 | 29 | 39 | 64 | 167 | 370 | 1398 5 | 16 | 31 | 42 | 66 | 167 | 361 | 1106 6 | 17 | 33 | 45 | 69 | 167 | 348 | 895 7 | 18 | 36 | 47 | 71 | 166 | 332 | 738 8 | 19 | 37 | 48 | 74 | 166 | 314 | 619 9 | 19 | 38 | 49 | 77 | 166 | 296 | 527 10 | 19 | 38 | 51 | 79 | 167 | 279 | 453 11 | 20 | 39 | 52 | 80 | 167 | 261 | 392 12 | 20 | 39 | 52 | 80 | 167 | 261 | 343 13 | 20 | 39 | 52 | 80 | 167 | 261 | 302 14 | 20 | 39 | 52 | 80 | 167 | 261 | 267 15 | 20 | 39 | 52 | 80 | 167 | 261 | 261 16 | 20 | 39 | 52 | 80 | 167 | 261 | 261 17 | 20 | 39 | 52 | 80 | 167 | 261 | 261 18 | 20 | 39 | 52 | 80 | 167 | 261 | 261 19 | 20 | 39 | 52 | 80 | 167 | 261 | 261 20 | 20 | 39 | 52 | 80 | 167 | 261 | 261 21 | 20 | 39 | 54 | 80 | 167 | 261 | 261 22 | 20 | 39 | 56 | 80 | 166 | 261 | 261 23 | 19 | 38 | 58 | 79 | 166 | 260 | 260 24 | 19 | 38 | 61 | 79 | 165 | 260 | 260 25 | 18 | 37 | 63 | 78 | 165 | 259 | 259 26 | 18 | 37 | 66 | 78 | 165 | 259 | 259 27 | 17 | 37 | 68 | 78 | 164 | 258 | 258 28 | 17 | 36 | 71 | 77 | 164 | 258 | 258 29 | 17 | 36 | 73 | 77 | 163 | 258 | 258 30 | 16 | 35 | 76 | 77 | 163 | 257 | 257 3.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 57 | 64 | 85 | 204 | 308 | 3264 2 | 48 | 60 | 67 | 88 | 207 | 357 | 2450 3 | 50 | 64 | 72 | 96 | 205 | 377 | 1855 4 | 52 | 66 | 76 | 101 | 203 | 379 | 1435 5 | 53 | 69 | 80 | 104 | 204 | 372 | 1138 6 | 55 | 72 | 83 | 108 | 205 | 359 | 923 7 | 57 | 74 | 85 | 110 | 205 | 343 | 763 8 | 57 | 75 | 86 | 112 | 205 | 326 | 641 9 | 57 | 76 | 87 | 115 | 204 | 308 | 546 10 | 57 | 76 | 89 | 117 | 204 | 299 | 470 11 | 57 | 77 | 89 | 117 | 204 | 298 | 408 12 | 57 | 76 | 89 | 117 | 204 | 298 | 356 13 | 56 | 75 | 88 | 116 | 203 | 297 | 314 14 | 55 | 75 | 87 | 116 | 202 | 296 | 296 15 | 55 | 74 | 86 | 115 | 201 | 296 | 296 16 | 54 | 73 | 86 | 114 | 201 | 295 | 295 17 | 53 | 72 | 85 | 113 | 200 | 294 | 294 18 | 53 | 72 | 84 | 113 | 199 | 294 | 294 19 | 52 | 71 | 84 | 112 | 199 | 293 | 293 20 | 51 | 71 | 83 | 112 | 198 | 292 | 292 21 | 51 | 70 | 83 | 111 | 197 | 292 | 292 22 | 50 | 69 | 82 | 110 | 197 | 291 | 291 23 | 49 | 68 | 81 | 109 | 196 | 290 | 290 24 | 48 | 67 | 80 | 108 | 195 | 289 | 289 25 | 47 | 66 | 79 | 107 | 194 | 288 | 288 26 | 46 | 65 | 78 | 106 | 193 | 287 | 287 27 | 45 | 65 | 77 | 106 | 192 | 286 | 286 28 | 44 | 64 | 76 | 105 | 191 | 285 | 285 29 | 43 | 63 | 76 | 104 | 190 | 284 | 284 30 | 43 | 62 | 79 | 103 | 189 | 284 | 284 3.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 76 | 89 | 95 | 117 | 235 | 332 | 3353 2 | 81 | 94 | 100 | 122 | 240 | 367 | 2523 3 | 82 | 95 | 103 | 127 | 236 | 388 | 1915 4 | 81 | 96 | 106 | 131 | 233 | 392 | 1485 5 | 84 | 100 | 111 | 135 | 235 | 385 | 1179 6 | 87 | 103 | 114 | 139 | 236 | 372 | 957 7 | 89 | 106 | 117 | 142 | 237 | 356 | 792 8 | 90 | 108 | 119 | 145 | 238 | 338 | 665 9 | 91 | 110 | 122 | 149 | 239 | 333 | 566 10 | 92 | 111 | 124 | 151 | 239 | 333 | 487 11 | 92 | 111 | 124 | 152 | 239 | 333 | 423 12 | 91 | 110 | 123 | 151 | 238 | 332 | 370 13 | 90 | 109 | 122 | 150 | 237 | 331 | 331 14 | 89 | 108 | 121 | 149 | 236 | 330 | 330 15 | 87 | 107 | 119 | 148 | 234 | 328 | 328 16 | 86 | 105 | 118 | 146 | 233 | 327 | 327 17 | 85 | 104 | 117 | 145 | 231 | 326 | 326 18 | 83 | 103 | 115 | 144 | 230 | 324 | 324 19 | 82 | 101 | 114 | 142 | 229 | 323 | 323 20 | 81 | 100 | 113 | 141 | 228 | 322 | 322 21 | 79 | 99 | 111 | 140 | 226 | 320 | 320 22 | 78 | 97 | 110 | 138 | 225 | 319 | 319 23 | 76 | 95 | 108 | 136 | 223 | 317 | 317 24 | 75 | 94 | 106 | 135 | 221 | 316 | 316 25 | 73 | 92 | 105 | 133 | 220 | 314 | 314 26 | 71 | 91 | 103 | 132 | 218 | 312 | 312 27 | 70 | 89 | 102 | 130 | 216 | 311 | 311 28 | 68 | 87 | 100 | 128 | 215 | 309 | 309 29 | 67 | 86 | 98 | 127 | 213 | 308 | 308 30 | 65 | 84 | 97 | 125 | 212 | 306 | 306 3.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 25 | 47 | 165 | 303 | 3209 2 | 9 | 22 | 28 | 50 | 168 | 348 | 2385 3 | 11 | 24 | 33 | 57 | 165 | 365 | 1797 4 | 13 | 27 | 37 | 62 | 165 | 366 | 1386 5 | 15 | 30 | 42 | 65 | 166 | 358 | 1096 6 | 17 | 33 | 44 | 69 | 166 | 345 | 887 7 | 18 | 36 | 47 | 71 | 166 | 329 | 733 8 | 19 | 37 | 48 | 74 | 166 | 312 | 615 9 | 19 | 38 | 49 | 77 | 166 | 294 | 523 10 | 19 | 38 | 51 | 79 | 166 | 277 | 449 11 | 19 | 39 | 51 | 80 | 166 | 261 | 390 12 | 19 | 38 | 51 | 79 | 166 | 260 | 340 13 | 19 | 38 | 51 | 79 | 165 | 260 | 299 14 | 18 | 37 | 50 | 78 | 165 | 259 | 265 15 | 17 | 37 | 49 | 78 | 164 | 258 | 258 16 | 17 | 36 | 48 | 77 | 163 | 258 | 258 17 | 16 | 35 | 48 | 76 | 163 | 257 | 257 18 | 16 | 35 | 48 | 76 | 163 | 257 | 257 19 | 16 | 35 | 49 | 76 | 163 | 257 | 257 20 | 16 | 35 | 51 | 76 | 163 | 257 | 257 21 | 16 | 35 | 54 | 76 | 163 | 257 | 257 22 | 16 | 35 | 56 | 76 | 163 | 257 | 257 23 | 16 | 35 | 58 | 76 | 163 | 257 | 257 24 | 16 | 35 | 61 | 76 | 163 | 257 | 257 25 | 16 | 35 | 63 | 76 | 163 | 257 | 257 26 | 16 | 35 | 66 | 76 | 162 | 257 | 257 27 | 15 | 35 | 68 | 76 | 162 | 256 | 256 28 | 15 | 34 | 71 | 75 | 162 | 256 | 256 29 | 15 | 34 | 73 | 75 | 162 | 256 | 256 30 | 15 | 34 | 76 | 77 | 162 | 256 | 256 3.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 90 | 103 | 109 | 131 | 249 | 346 | 3408 2 | 91 | 104 | 110 | 132 | 250 | 370 | 2551 3 | 91 | 104 | 113 | 137 | 245 | 390 | 1929 4 | 91 | 106 | 116 | 141 | 243 | 393 | 1492 5 | 92 | 107 | 119 | 143 | 243 | 385 | 1182 6 | 93 | 109 | 121 | 145 | 242 | 371 | 957 7 | 94 | 112 | 122 | 147 | 242 | 355 | 791 8 | 94 | 112 | 123 | 149 | 242 | 336 | 663 9 | 94 | 112 | 124 | 151 | 241 | 335 | 564 10 | 93 | 112 | 124 | 152 | 240 | 334 | 485 11 | 91 | 110 | 123 | 151 | 238 | 332 | 420 12 | 89 | 109 | 121 | 150 | 236 | 330 | 367 13 | 88 | 107 | 120 | 148 | 234 | 329 | 329 14 | 86 | 105 | 118 | 146 | 233 | 327 | 327 15 | 84 | 103 | 116 | 144 | 231 | 325 | 325 16 | 82 | 101 | 114 | 142 | 229 | 323 | 323 17 | 81 | 100 | 112 | 141 | 227 | 322 | 322 18 | 79 | 98 | 111 | 139 | 226 | 320 | 320 19 | 78 | 97 | 110 | 138 | 225 | 319 | 319 20 | 77 | 96 | 109 | 137 | 224 | 318 | 318 21 | 76 | 95 | 108 | 136 | 222 | 317 | 317 22 | 75 | 94 | 106 | 135 | 221 | 316 | 316 23 | 73 | 93 | 105 | 134 | 220 | 314 | 314 24 | 72 | 91 | 104 | 132 | 219 | 313 | 313 25 | 71 | 90 | 103 | 131 | 218 | 312 | 312 26 | 70 | 89 | 102 | 130 | 216 | 311 | 311 27 | 68 | 88 | 100 | 129 | 215 | 309 | 309 28 | 67 | 87 | 99 | 128 | 214 | 308 | 308 29 | 66 | 85 | 98 | 126 | 213 | 307 | 307 30 | 65 | 84 | 97 | 125 | 212 | 306 | 306 3.20 Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 317 | 329 | 336 | 357 | 476 | 572 | 3494 2 | 80 | 92 | 99 | 120 | 239 | 378 | 2615 3 | 82 | 95 | 103 | 128 | 236 | 398 | 1972 4 | 84 | 98 | 108 | 133 | 236 | 399 | 1520 5 | 86 | 101 | 113 | 137 | 237 | 390 | 1202 6 | 88 | 104 | 116 | 140 | 238 | 376 | 972 7 | 90 | 107 | 118 | 143 | 238 | 359 | 802 8 | 91 | 109 | 120 | 146 | 239 | 340 | 672 9 | 91 | 110 | 122 | 149 | 239 | 333 | 572 10 | 92 | 111 | 123 | 151 | 239 | 333 | 491 11 | 92 | 111 | 124 | 152 | 239 | 333 | 426 12 | 92 | 111 | 124 | 152 | 239 | 333 | 372 13 | 92 | 112 | 124 | 153 | 239 | 333 | 333 14 | 93 | 112 | 125 | 153 | 240 | 334 | 334 15 | 94 | 113 | 126 | 154 | 241 | 335 | 335 16 | 95 | 114 | 127 | 155 | 241 | 336 | 336 17 | 96 | 115 | 128 | 156 | 242 | 337 | 337 18 | 97 | 116 | 129 | 157 | 243 | 338 | 338 19 | 97 | 117 | 129 | 158 | 244 | 338 | 338 20 | 98 | 117 | 130 | 158 | 245 | 339 | 339 21 | 98 | 117 | 130 | 158 | 245 | 339 | 339 22 | 98 | 117 | 130 | 158 | 245 | 339 | 339 23 | 97 | 116 | 129 | 157 | 244 | 338 | 338 24 | 96 | 115 | 128 | 156 | 243 | 337 | 337 25 | 95 | 114 | 127 | 155 | 242 | 336 | 336 26 | 94 | 113 | 126 | 154 | 241 | 335 | 335 27 | 93 | 112 | 124 | 153 | 239 | 334 | 334 28 | 91 | 110 | 123 | 151 | 238 | 332 | 332 29 | 90 | 109 | 122 | 150 | 236 | 331 | 331 30 | 88 | 108 | 120 | 149 | 235 | 329 | 329 3.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 7 | 13 | 35 | 153 | 303 | 3205 2 | 0 | 7 | 13 | 35 | 153 | 347 | 2379 3 | 1 | 7 | 15 | 39 | 148 | 364 | 1789 4 | 1 | 7 | 17 | 42 | 145 | 364 | 1378 5 | 1 | 8 | 20 | 43 | 144 | 356 | 1088 6 | 2 | 10 | 21 | 46 | 143 | 342 | 880 7 | 2 | 12 | 22 | 47 | 142 | 326 | 726 8 | 2 | 12 | 23 | 49 | 141 | 308 | 608 9 | 3 | 12 | 25 | 51 | 140 | 291 | 517 10 | 4 | 12 | 26 | 52 | 140 | 273 | 444 11 | 4 | 12 | 29 | 53 | 140 | 256 | 385 12 | 4 | 12 | 31 | 53 | 140 | 240 | 337 13 | 4 | 12 | 34 | 53 | 140 | 234 | 296 14 | 4 | 12 | 37 | 54 | 140 | 234 | 262 15 | 6 | 13 | 38 | 54 | 140 | 235 | 235 16 | 6 | 13 | 41 | 54 | 140 | 235 | 235 17 | 6 | 14 | 44 | 54 | 141 | 235 | 235 18 | 6 | 15 | 46 | 55 | 141 | 236 | 236 19 | 7 | 15 | 48 | 56 | 142 | 236 | 236 20 | 7 | 17 | 51 | 57 | 143 | 237 | 237 21 | 7 | 17 | 53 | 59 | 144 | 238 | 238 22 | 8 | 18 | 55 | 61 | 144 | 239 | 239 23 | 8 | 19 | 58 | 63 | 145 | 239 | 239 24 | 9 | 20 | 61 | 65 | 145 | 240 | 240 25 | 9 | 21 | 62 | 66 | 146 | 240 | 240 26 | 9 | 21 | 65 | 68 | 146 | 240 | 240 27 | 10 | 23 | 67 | 70 | 146 | 241 | 241 28 | 10 | 23 | 70 | 72 | 147 | 241 | 241 29 | 11 | 24 | 72 | 75 | 147 | 241 | 241 30 | 11 | 25 | 74 | 77 | 147 | 241 | 241 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 59 | 66 | 88 | 206 | 305 | 3226 2 | 48 | 60 | 67 | 88 | 207 | 351 | 2403 3 | 47 | 61 | 69 | 93 | 201 | 368 | 1811 4 | 47 | 61 | 71 | 96 | 198 | 369 | 1397 5 | 47 | 62 | 74 | 97 | 198 | 361 | 1105 6 | 48 | 64 | 76 | 100 | 197 | 348 | 894 7 | 48 | 65 | 76 | 101 | 196 | 332 | 738 8 | 48 | 66 | 77 | 103 | 196 | 314 | 620 9 | 47 | 66 | 78 | 105 | 195 | 297 | 527 10 | 46 | 66 | 78 | 106 | 194 | 288 | 453 11 | 45 | 65 | 77 | 105 | 192 | 286 | 393 12 | 44 | 63 | 76 | 104 | 191 | 285 | 343 13 | 43 | 62 | 74 | 103 | 189 | 284 | 302 14 | 41 | 60 | 73 | 101 | 188 | 282 | 282 15 | 40 | 59 | 72 | 100 | 187 | 281 | 281 16 | 38 | 58 | 70 | 99 | 185 | 279 | 279 17 | 37 | 57 | 69 | 98 | 184 | 278 | 278 18 | 36 | 56 | 68 | 97 | 183 | 277 | 277 19 | 36 | 55 | 68 | 96 | 182 | 277 | 277 20 | 35 | 54 | 67 | 95 | 182 | 276 | 276 21 | 35 | 54 | 67 | 95 | 181 | 276 | 276 22 | 34 | 53 | 66 | 94 | 181 | 275 | 275 23 | 33 | 53 | 65 | 94 | 180 | 274 | 274 24 | 33 | 52 | 65 | 93 | 179 | 274 | 274 25 | 32 | 51 | 64 | 92 | 179 | 273 | 273 26 | 31 | 51 | 66 | 92 | 178 | 272 | 272 27 | 31 | 50 | 69 | 91 | 177 | 272 | 272 28 | 30 | 49 | 71 | 90 | 177 | 271 | 271 29 | 29 | 49 | 73 | 90 | 176 | 270 | 270 30 | 29 | 48 | 76 | 89 | 175 | 270 | 270 3.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 110 | 123 | 129 | 151 | 269 | 366 | 3410 2 | 112 | 124 | 131 | 152 | 271 | 370 | 2548 3 | 113 | 126 | 134 | 159 | 267 | 390 | 1931 4 | 114 | 128 | 138 | 163 | 266 | 393 | 1494 5 | 115 | 131 | 142 | 166 | 266 | 386 | 1184 6 | 117 | 133 | 145 | 169 | 266 | 373 | 961 7 | 118 | 136 | 146 | 171 | 266 | 360 | 795 8 | 118 | 136 | 147 | 173 | 266 | 360 | 668 9 | 118 | 137 | 148 | 176 | 265 | 360 | 570 10 | 118 | 137 | 149 | 177 | 265 | 359 | 491 11 | 117 | 136 | 149 | 177 | 264 | 358 | 426 12 | 115 | 135 | 147 | 176 | 262 | 356 | 373 13 | 114 | 133 | 146 | 174 | 260 | 355 | 355 14 | 112 | 131 | 144 | 172 | 259 | 353 | 353 15 | 110 | 129 | 142 | 170 | 257 | 351 | 351 16 | 108 | 127 | 139 | 168 | 254 | 349 | 349 17 | 106 | 125 | 137 | 166 | 252 | 347 | 347 18 | 104 | 123 | 135 | 164 | 250 | 345 | 345 19 | 102 | 121 | 134 | 162 | 248 | 343 | 343 20 | 100 | 119 | 132 | 160 | 247 | 341 | 341 21 | 98 | 117 | 130 | 159 | 245 | 339 | 339 22 | 96 | 116 | 128 | 157 | 243 | 337 | 337 23 | 95 | 114 | 126 | 155 | 241 | 336 | 336 24 | 93 | 112 | 125 | 153 | 239 | 334 | 334 25 | 91 | 110 | 123 | 151 | 238 | 332 | 332 26 | 89 | 108 | 121 | 149 | 236 | 330 | 330 27 | 87 | 106 | 119 | 148 | 234 | 328 | 328 28 | 86 | 105 | 117 | 146 | 232 | 327 | 327 29 | 84 | 103 | 116 | 144 | 231 | 325 | 325 30 | 82 | 101 | 114 | 143 | 229 | 323 | 323 3.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 161 | 174 | 180 | 202 | 320 | 417 | 3543 2 | 171 | 184 | 190 | 212 | 330 | 426 | 2660 3 | 176 | 189 | 197 | 222 | 330 | 426 | 2010 4 | 178 | 192 | 202 | 227 | 329 | 424 | 1553 5 | 179 | 194 | 206 | 229 | 330 | 424 | 1230 6 | 179 | 196 | 207 | 232 | 329 | 423 | 996 7 | 180 | 197 | 208 | 233 | 328 | 422 | 823 8 | 179 | 197 | 208 | 234 | 326 | 421 | 690 9 | 178 | 196 | 208 | 235 | 325 | 419 | 587 10 | 177 | 196 | 208 | 236 | 324 | 418 | 505 11 | 175 | 194 | 207 | 235 | 322 | 416 | 438 12 | 173 | 192 | 205 | 233 | 320 | 414 | 414 13 | 170 | 190 | 202 | 231 | 317 | 411 | 411 14 | 167 | 187 | 199 | 228 | 314 | 408 | 408 15 | 164 | 184 | 196 | 225 | 311 | 405 | 405 16 | 161 | 181 | 193 | 222 | 308 | 402 | 402 17 | 158 | 178 | 190 | 219 | 305 | 399 | 399 18 | 155 | 175 | 187 | 216 | 302 | 396 | 396 19 | 152 | 172 | 184 | 213 | 299 | 393 | 393 20 | 149 | 169 | 181 | 210 | 296 | 391 | 391 21 | 147 | 166 | 178 | 207 | 293 | 388 | 388 22 | 143 | 163 | 175 | 204 | 290 | 384 | 384 23 | 140 | 160 | 172 | 201 | 287 | 381 | 381 24 | 137 | 157 | 169 | 198 | 284 | 378 | 378 25 | 134 | 153 | 166 | 195 | 281 | 375 | 375 26 | 131 | 151 | 163 | 192 | 278 | 372 | 372 27 | 128 | 148 | 160 | 189 | 275 | 369 | 369 28 | 126 | 145 | 157 | 186 | 272 | 367 | 367 29 | 123 | 142 | 155 | 183 | 270 | 364 | 364 30 | 120 | 139 | 152 | 180 | 267 | 361 | 361 3.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 40 | 46 | 68 | 186 | 313 | 3324 2 | 28 | 41 | 47 | 69 | 187 | 360 | 2472 3 | 28 | 41 | 50 | 74 | 182 | 377 | 1861 4 | 28 | 42 | 52 | 77 | 180 | 378 | 1433 5 | 28 | 43 | 55 | 79 | 179 | 369 | 1133 6 | 29 | 45 | 57 | 81 | 178 | 355 | 916 7 | 30 | 47 | 58 | 83 | 178 | 339 | 756 8 | 29 | 47 | 58 | 84 | 177 | 321 | 634 9 | 28 | 47 | 59 | 86 | 176 | 302 | 538 10 | 28 | 47 | 59 | 87 | 175 | 284 | 463 11 | 27 | 47 | 59 | 88 | 174 | 269 | 401 12 | 27 | 46 | 59 | 87 | 174 | 268 | 351 13 | 26 | 46 | 58 | 87 | 173 | 267 | 308 14 | 26 | 45 | 58 | 86 | 173 | 267 | 273 15 | 26 | 45 | 58 | 86 | 172 | 267 | 267 16 | 25 | 45 | 57 | 86 | 172 | 267 | 267 17 | 25 | 45 | 57 | 86 | 172 | 266 | 266 18 | 25 | 45 | 57 | 86 | 172 | 267 | 267 19 | 26 | 45 | 57 | 86 | 172 | 267 | 267 20 | 26 | 45 | 58 | 86 | 172 | 267 | 267 21 | 26 | 45 | 58 | 86 | 173 | 267 | 267 22 | 26 | 45 | 57 | 86 | 172 | 267 | 267 23 | 25 | 45 | 60 | 86 | 172 | 266 | 266 24 | 25 | 44 | 62 | 85 | 172 | 266 | 266 25 | 25 | 44 | 65 | 85 | 172 | 266 | 266 26 | 25 | 44 | 67 | 85 | 171 | 266 | 266 27 | 24 | 43 | 70 | 85 | 171 | 265 | 265 28 | 24 | 43 | 72 | 84 | 171 | 265 | 265 29 | 24 | 43 | 75 | 84 | 170 | 265 | 265 30 | 23 | 42 | 77 | 83 | 170 | 264 | 264 3.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 24 | 37 | 43 | 65 | 183 | 310 | 3289 2 | 26 | 38 | 45 | 67 | 185 | 357 | 2449 3 | 27 | 40 | 49 | 73 | 181 | 375 | 1847 4 | 28 | 42 | 53 | 78 | 180 | 376 | 1425 5 | 30 | 45 | 57 | 80 | 181 | 368 | 1127 6 | 31 | 48 | 59 | 84 | 181 | 355 | 913 7 | 34 | 51 | 62 | 86 | 181 | 338 | 754 8 | 34 | 52 | 63 | 89 | 182 | 321 | 633 9 | 34 | 53 | 65 | 92 | 182 | 303 | 539 10 | 35 | 54 | 67 | 94 | 182 | 285 | 463 11 | 36 | 55 | 67 | 96 | 182 | 277 | 402 12 | 36 | 55 | 68 | 96 | 183 | 277 | 352 13 | 36 | 55 | 68 | 96 | 183 | 277 | 310 14 | 36 | 55 | 68 | 96 | 182 | 277 | 277 15 | 36 | 55 | 67 | 96 | 182 | 277 | 277 16 | 35 | 54 | 67 | 95 | 182 | 276 | 276 17 | 35 | 55 | 67 | 96 | 182 | 276 | 276 18 | 35 | 55 | 67 | 96 | 182 | 276 | 276 19 | 35 | 55 | 67 | 96 | 182 | 276 | 276 20 | 36 | 55 | 68 | 96 | 183 | 277 | 277 21 | 36 | 55 | 68 | 96 | 183 | 277 | 277 22 | 36 | 55 | 68 | 96 | 183 | 277 | 277 23 | 35 | 55 | 67 | 96 | 182 | 276 | 276 24 | 35 | 54 | 67 | 95 | 182 | 276 | 276 25 | 35 | 54 | 67 | 95 | 181 | 276 | 276 26 | 34 | 53 | 68 | 94 | 181 | 275 | 275 27 | 34 | 53 | 70 | 94 | 180 | 275 | 275 28 | 33 | 52 | 73 | 93 | 180 | 274 | 274 29 | 32 | 52 | 75 | 93 | 179 | 273 | 273 30 | 32 | 51 | 78 | 92 | 179 | 273 | 273 3.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 121 | 133 | 140 | 162 | 280 | 376 | 3527 2 | 120 | 132 | 139 | 160 | 279 | 381 | 2636 3 | 119 | 132 | 140 | 164 | 273 | 400 | 1987 4 | 118 | 132 | 142 | 167 | 270 | 401 | 1530 5 | 118 | 133 | 145 | 169 | 269 | 392 | 1208 6 | 118 | 134 | 146 | 170 | 268 | 377 | 977 7 | 119 | 136 | 147 | 172 | 267 | 361 | 805 8 | 118 | 136 | 147 | 173 | 266 | 360 | 674 9 | 117 | 136 | 148 | 175 | 265 | 359 | 573 10 | 117 | 136 | 149 | 177 | 264 | 358 | 492 11 | 116 | 136 | 148 | 177 | 263 | 358 | 426 12 | 115 | 135 | 147 | 176 | 262 | 356 | 372 13 | 114 | 133 | 146 | 175 | 261 | 355 | 355 14 | 113 | 132 | 145 | 173 | 260 | 354 | 354 15 | 111 | 130 | 143 | 171 | 258 | 352 | 352 16 | 109 | 128 | 141 | 169 | 256 | 350 | 350 17 | 106 | 126 | 138 | 167 | 253 | 347 | 347 18 | 104 | 123 | 136 | 164 | 251 | 345 | 345 19 | 102 | 121 | 134 | 162 | 249 | 343 | 343 20 | 100 | 119 | 132 | 160 | 247 | 341 | 341 21 | 98 | 117 | 130 | 158 | 245 | 339 | 339 22 | 96 | 115 | 127 | 156 | 242 | 337 | 337 23 | 93 | 113 | 125 | 154 | 240 | 334 | 334 24 | 91 | 110 | 123 | 151 | 238 | 332 | 332 25 | 89 | 108 | 121 | 149 | 236 | 330 | 330 26 | 87 | 106 | 119 | 147 | 234 | 328 | 328 27 | 85 | 104 | 117 | 145 | 232 | 326 | 326 28 | 83 | 102 | 115 | 143 | 230 | 324 | 324 29 | 81 | 100 | 113 | 141 | 228 | 322 | 322 30 | 79 | 98 | 111 | 139 | 226 | 320 | 320 3.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 8 | 14 | 36 | 154 | 304 | 3215 2 | 0 | 9 | 16 | 38 | 156 | 349 | 2392 3 | 1 | 11 | 20 | 44 | 152 | 367 | 1803 4 | 1 | 13 | 24 | 49 | 151 | 368 | 1391 5 | 1 | 16 | 28 | 51 | 152 | 360 | 1100 6 | 3 | 19 | 30 | 55 | 152 | 346 | 890 7 | 4 | 22 | 32 | 57 | 152 | 330 | 735 8 | 5 | 23 | 34 | 60 | 152 | 313 | 617 9 | 5 | 23 | 35 | 63 | 152 | 295 | 524 10 | 5 | 24 | 37 | 65 | 152 | 277 | 450 11 | 5 | 24 | 37 | 65 | 152 | 260 | 391 12 | 5 | 24 | 37 | 65 | 152 | 246 | 341 13 | 5 | 24 | 36 | 65 | 151 | 246 | 300 14 | 4 | 24 | 37 | 65 | 151 | 245 | 265 15 | 6 | 23 | 39 | 64 | 151 | 245 | 245 16 | 6 | 23 | 41 | 64 | 151 | 245 | 245 17 | 6 | 23 | 44 | 64 | 151 | 245 | 245 18 | 6 | 23 | 46 | 64 | 151 | 245 | 245 19 | 7 | 23 | 49 | 64 | 151 | 245 | 245 20 | 7 | 24 | 51 | 65 | 151 | 245 | 245 21 | 7 | 24 | 54 | 65 | 152 | 246 | 246 22 | 8 | 24 | 56 | 65 | 152 | 246 | 246 23 | 8 | 25 | 58 | 66 | 152 | 246 | 246 24 | 9 | 25 | 61 | 66 | 152 | 247 | 247 25 | 9 | 25 | 63 | 68 | 153 | 247 | 247 26 | 9 | 25 | 66 | 69 | 153 | 247 | 247 27 | 10 | 25 | 68 | 71 | 153 | 247 | 247 28 | 10 | 25 | 71 | 73 | 153 | 247 | 247 29 | 11 | 25 | 73 | 75 | 153 | 247 | 247 30 | 11 | 25 | 76 | 77 | 153 | 247 | 247 3.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 44 | 50 | 72 | 190 | 307 | 3252 2 | 31 | 44 | 50 | 72 | 190 | 353 | 2422 3 | 30 | 43 | 52 | 76 | 184 | 370 | 1825 4 | 29 | 43 | 54 | 79 | 181 | 371 | 1406 5 | 29 | 44 | 56 | 80 | 180 | 363 | 1111 6 | 31 | 48 | 59 | 84 | 181 | 349 | 898 7 | 30 | 47 | 58 | 82 | 178 | 332 | 741 8 | 33 | 51 | 62 | 88 | 181 | 315 | 621 9 | 32 | 51 | 63 | 90 | 180 | 297 | 528 10 | 27 | 46 | 59 | 87 | 175 | 279 | 453 11 | 23 | 42 | 55 | 83 | 170 | 264 | 393 12 | 20 | 39 | 52 | 80 | 167 | 261 | 343 13 | 18 | 37 | 50 | 78 | 164 | 259 | 302 14 | 16 | 35 | 48 | 76 | 163 | 257 | 267 15 | 14 | 34 | 46 | 75 | 161 | 255 | 255 16 | 13 | 32 | 45 | 73 | 160 | 254 | 254 17 | 12 | 31 | 44 | 72 | 159 | 253 | 253 18 | 11 | 31 | 47 | 72 | 158 | 252 | 252 19 | 11 | 30 | 49 | 71 | 158 | 252 | 252 20 | 11 | 30 | 51 | 71 | 158 | 252 | 252 21 | 11 | 30 | 54 | 71 | 158 | 252 | 252 22 | 11 | 30 | 56 | 71 | 158 | 252 | 252 23 | 11 | 30 | 58 | 71 | 158 | 252 | 252 24 | 11 | 30 | 61 | 71 | 158 | 252 | 252 25 | 11 | 30 | 63 | 71 | 157 | 252 | 252 26 | 11 | 30 | 66 | 71 | 157 | 252 | 252 27 | 10 | 30 | 68 | 71 | 157 | 251 | 251 28 | 10 | 29 | 71 | 73 | 157 | 251 | 251 29 | 11 | 29 | 73 | 75 | 157 | 251 | 251 30 | 11 | 29 | 76 | 77 | 157 | 251 | 251 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 | 199 | 212 | 218 | 240 | 358 | 454 | 4215 2 | 196 | 208 | 215 | 236 | 355 | 451 | 3154 3 | 190 | 204 | 212 | 236 | 345 | 469 | 2377 4 | 186 | 200 | 210 | 235 | 338 | 470 | 1827 5 | 182 | 197 | 209 | 232 | 333 | 459 | 1438 6 | 178 | 195 | 206 | 231 | 328 | 441 | 1158 7 | 175 | 193 | 203 | 228 | 323 | 419 | 950 8 | 171 | 189 | 200 | 226 | 319 | 413 | 793 9 | 167 | 186 | 198 | 225 | 315 | 409 | 670 10 | 164 | 183 | 195 | 223 | 311 | 405 | 573 11 | 160 | 179 | 192 | 220 | 307 | 401 | 495 12 | 156 | 175 | 188 | 216 | 302 | 397 | 430 13 | 152 | 171 | 184 | 212 | 298 | 393 | 393 14 | 148 | 167 | 180 | 208 | 295 | 389 | 389 15 | 144 | 164 | 176 | 205 | 291 | 385 | 385 16 | 141 | 160 | 173 | 201 | 288 | 382 | 382 17 | 138 | 157 | 169 | 198 | 284 | 379 | 379 18 | 135 | 154 | 166 | 195 | 281 | 376 | 376 19 | 132 | 151 | 163 | 192 | 278 | 373 | 373 20 | 129 | 148 | 161 | 189 | 276 | 370 | 370 21 | 126 | 145 | 158 | 186 | 273 | 367 | 367 22 | 123 | 142 | 155 | 184 | 270 | 364 | 364 23 | 120 | 140 | 152 | 181 | 267 | 362 | 362 24 | 118 | 137 | 150 | 178 | 265 | 359 | 359 25 | 115 | 134 | 147 | 175 | 262 | 356 | 356 26 | 113 | 132 | 145 | 173 | 259 | 354 | 354 27 | 110 | 129 | 142 | 170 | 257 | 351 | 351 28 | 108 | 127 | 140 | 168 | 255 | 349 | 349 29 | 105 | 125 | 137 | 166 | 252 | 346 | 346 30 | 103 | 122 | 135 | 164 | 250 | 344 | 344 3.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 26 | 52 | 170 | 303 | 3209 2 | 0 | 14 | 26 | 52 | 170 | 348 | 2386 3 | 1 | 17 | 28 | 56 | 167 | 366 | 1798 4 | 1 | 20 | 32 | 61 | 166 | 367 | 1387 5 | 3 | 23 | 36 | 67 | 167 | 359 | 1097 6 | 5 | 27 | 39 | 68 | 167 | 346 | 888 7 | 8 | 31 | 42 | 71 | 168 | 330 | 734 8 | 10 | 34 | 46 | 74 | 168 | 312 | 615 9 | 12 | 37 | 49 | 76 | 168 | 295 | 523 10 | 13 | 39 | 51 | 77 | 168 | 277 | 450 11 | 14 | 40 | 52 | 78 | 168 | 262 | 390 12 | 15 | 42 | 54 | 79 | 168 | 262 | 341 13 | 15 | 43 | 55 | 80 | 168 | 262 | 300 14 | 16 | 44 | 55 | 80 | 168 | 262 | 265 15 | 16 | 44 | 55 | 80 | 168 | 262 | 262 16 | 16 | 44 | 55 | 80 | 168 | 262 | 262 17 | 16 | 44 | 55 | 80 | 168 | 262 | 262 18 | 16 | 44 | 55 | 80 | 168 | 262 | 262 19 | 16 | 44 | 55 | 80 | 168 | 262 | 262 20 | 16 | 44 | 55 | 80 | 168 | 262 | 262 21 | 16 | 44 | 55 | 80 | 168 | 262 | 262 22 | 16 | 44 | 56 | 80 | 168 | 262 | 262 23 | 16 | 44 | 58 | 80 | 168 | 262 | 262 24 | 16 | 44 | 61 | 80 | 168 | 262 | 262 25 | 16 | 44 | 63 | 80 | 168 | 262 | 262 26 | 16 | 44 | 66 | 80 | 168 | 262 | 262 27 | 16 | 44 | 68 | 80 | 167 | 262 | 262 28 | 16 | 44 | 71 | 80 | 167 | 261 | 261 29 | 16 | 44 | 73 | 80 | 167 | 261 | 261 30 | 16 | 44 | 75 | 80 | 167 | 261 | 261 3.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 14 | 132 | 302 | 3196 2 | 0 | 1 | 6 | 14 | 131 | 346 | 2372 3 | 1 | 1 | 9 | 17 | 124 | 363 | 1783 4 | 1 | 3 | 11 | 20 | 121 | 363 | 1372 5 | 1 | 4 | 14 | 22 | 120 | 354 | 1084 6 | 2 | 4 | 16 | 25 | 120 | 340 | 876 7 | 2 | 6 | 19 | 27 | 119 | 324 | 722 8 | 2 | 6 | 22 | 30 | 119 | 307 | 606 9 | 3 | 7 | 24 | 33 | 119 | 289 | 515 10 | 4 | 8 | 26 | 34 | 119 | 272 | 442 11 | 4 | 9 | 29 | 37 | 119 | 255 | 383 12 | 4 | 10 | 31 | 39 | 120 | 239 | 335 13 | 4 | 10 | 34 | 41 | 120 | 223 | 294 14 | 4 | 12 | 36 | 43 | 120 | 214 | 260 15 | 6 | 12 | 38 | 45 | 120 | 215 | 231 16 | 6 | 13 | 41 | 48 | 120 | 215 | 215 17 | 6 | 14 | 43 | 50 | 121 | 215 | 215 18 | 6 | 15 | 45 | 52 | 122 | 215 | 215 19 | 7 | 15 | 48 | 54 | 125 | 216 | 216 20 | 7 | 17 | 50 | 56 | 127 | 217 | 217 21 | 7 | 17 | 53 | 58 | 128 | 217 | 217 22 | 8 | 18 | 55 | 60 | 130 | 217 | 217 23 | 8 | 18 | 57 | 62 | 132 | 218 | 218 24 | 8 | 20 | 59 | 64 | 133 | 218 | 218 25 | 9 | 20 | 62 | 66 | 134 | 218 | 218 26 | 9 | 21 | 64 | 68 | 137 | 218 | 218 27 | 10 | 23 | 67 | 70 | 138 | 218 | 218 28 | 10 | 23 | 69 | 71 | 138 | 218 | 218 29 | 10 | 24 | 72 | 73 | 139 | 218 | 218 30 | 11 | 25 | 74 | 75 | 141 | 218 | 218 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 5 Euro | Belgium | 5 Euro | Cyprus | 5 Euro | Estonia | 5 Euro | Finland | 5 Euro | France | 5 Euro | Germany | 5 Euro | Greece | 5 Euro | Ireland | 5 Euro | Italy | 5 Euro | Latvia | 5 Euro | Lithuania | 5 Euro | Luxembourg | 5 Euro | Malta | 5 Euro | Netherlands | 5 Euro | Portugal | 5 Euro | Slovakia | 5 Euro | Slovenia | 5 Euro | Spain | 5 Czech koruna | Czech Republic | 10 Danish krone | Denmark | 48 Forint |

Hungary | 3 Krona | Sweden | 11 Kuna | Croatia | 0 Lev | Bulgaria | -5 Pound sterling | United Kingdom | 7 Romanian leu | Romania | -1 Zloty | Poland | 4 Króna | Iceland | -4 Norwegian krone | Norway | 31 Swiss franc | Liechtenstein | 8 Swiss franc | Switzerland | 8 Australian dollar | Australia | 9 Canadian dollar | Canada | 39 Renminbi-yuan | China | 41 Hong Kong dollar | Hong Kong | 2 US dollar | United States | 22 Yen | Japan | 7 * * *