COMMISSION IMPLEMENTING REGULATION (EU) 2020/641

13.5.2020 | EN | Official Journal of the European Union | L 150/34 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2020/641 of 12 May 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2020 until 29 June 2020 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 3 April 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2020 market data. That information was published on 3 April 2020 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2020 until 29 June 2020. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 March 2020. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 12 May 2020. 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 | -0,405 % | 0,665 % | -0,415 % | 0,740 % | 0,062 % | 0,141 % 2 | -0,415 % | 0,605 % | -0,425 % | 0,891 % | 0,036 % | 0,256 % 3 | -0,395 % | 0,601 % | -0,405 % | 1,050 % | 0,046 % | 0,372 % 4 | -0,365 % | 0,616 % | -0,375 % | 1,226 % | 0,066 % | 0,486 % 5 | -0,325 % | 0,630 % | -0,335 % | 1,413 % | 0,096 % | 0,600 % 6 | -0,286 % | 0,640 % | -0,296 % | 1,605 % | 0,131 % | 0,713 % 7 | -0,246 % | 0,645 % | -0,256 % | 1,795 % | 0,169 % | 0,826 % 8 | -0,206 % | 0,648 % | -0,216 % | 1,980 % | 0,179 % | 0,939 % 9 | -0,156 % | 0,648 % | -0,166 % | 2,156 % | 0,206 % | 1,052 % 10 | -0,116 % | 0,645 % | -0,126 % | 2,322 % | 0,291 % | 1,161 % 11 | -0,074 % | 0,642 % | -0,084 % | 2,481 % | 0,450 % | 1,266 % 12 | -0,040 % | 0,644 % | -0,050 % | 2,631 % | 0,642 % | 1,365 % 13 | 0,005 % | 0,656 % | -0,005 % | 2,771 % | 0,834 % | 1,459 % 14 | 0,040 % | 0,680 % | 0,029 % | 2,897 % | 1,016 % | 1,549 % 15 | 0,056 % | 0,719 % | 0,046 % | 3,011 % | 1,184 % | 1,633 % 16 | 0,060 % | 0,771 % | 0,050 % | 3,110 % | 1,335 % | 1,712 % 17 | 0,062 % | 0,834 % | 0,052 % | 3,198 % | 1,472 % | 1,787 % 18 | 0,070 % | 0,903 % | 0,060 % | 3,275 % | 1,595 % | 1,858 % 19 | 0,089 % | 0,975 % | 0,079 % | 3,344 % | 1,706 % | 1,925 % 20 | 0,124 % | 1,049 % | 0,114 % | 3,406 % | 1,806 % | 1,988 % 21 | 0,175 % | 1,123 % | 0,165 % | 3,462 % | 1,898 % | 2,048 % 22 | 0,238 % | 1,196 % | 0,228 % | 3,513 % | 1,981 % | 2,104 % 23 | 0,308 % | 1,268 % | 0,299 % | 3,559 % | 2,057 % | 2,158 % 24 | 0,384 % | 1,339 % | 0,375 % | 3,601 % | 2,127 % | 2,208 % 25 | 0,462 % | 1,407 % | 0,453 % | 3,640 % | 2,191 % | 2,256 % 26 | 0,542 % | 1,473 % | 0,533 % | 3,675 % | 2,251 % | 2,302 % 27 | 0,622 % | 1,537 % | 0,613 % | 3,708 % | 2,306 % | 2,345 % 28 | 0,700 % | 1,599 % | 0,692 % | 3,738 % | 2,357 % | 2,386 % 29 | 0,778 % | 1,658 % | 0,770 % | 3,766 % | 2,405 % | 2,425 % 30 | 0,854 % | 1,714 % | 0,846 % | 3,792 % | 2,450 % | 2,462 % 31 | 0,927 % | 1,769 % | 0,920 % | 3,817 % | 2,491 % | 2,498 % 32 | 0,999 % | 1,821 % | 0,991 % | 3,839 % | 2,530 % | 2,532 % 33 | 1,068 % | 1,871 % | 1,061 % | 3,861 % | 2,567 % | 2,564 % 34 | 1,135 % | 1,919 % | 1,128 % | 3,881 % | 2,602 % | 2,594 % 35 | 1,199 % | 1,965 % | 1,192 % | 3,900 % | 2,634 % | 2,624 % 36 | 1,261 % | 2,010 % | 1,255 % | 3,917 % | 2,665 % | 2,652 % 37 | 1,321 % | 2,052 % | 1,315 % | 3,934 % | 2,694 % | 2,679 % 38 | 1,379 % | 2,092 % | 1,372 % | 3,950 % | 2,722 % | 2,704 % 39 | 1,434 % | 2,131 % | 1,428 % | 3,965 % | 2,748 % | 2,729 % 40 | 1,487 % | 2,169 % | 1,481 % | 3,979 % | 2,773 % | 2,752 % 41 | 1,538 % | 2,205 % | 1,532 % | 3,992 % | 2,797 % | 2,775 % 42 | 1,587 % | 2,239 % | 1,581 % | 4,005 % | 2,819 % | 2,796 % 43 | 1,634 % | 2,272 % | 1,629 % | 4,017 % | 2,841 % | 2,817 % 44 | 1,680 % | 2,304 % | 1,674 % | 4,029 % | 2,862 % | 2,837 % 45 | 1,724 % | 2,334 % | 1,718 % | 4,040 % | 2,881 % | 2,856 % 46 | 1,766 % | 2,364 % | 1,760 % | 4,050 % | 2,900 % | 2,875 % 47 | 1,806 % | 2,392 % | 1,801 % | 4,060 % | 2,918 % | 2,892 % 48 | 1,845 % | 2,419 % | 1,840 % | 4,070 % | 2,935 % | 2,910 % 49 | 1,883 % | 2,445 % | 1,878 % | 4,079 % | 2,952 % | 2,926 % 50 | 1,919 % | 2,470 % | 1,914 % | 4,088 % | 2,968 % | 2,942 % 51 | 1,954 % | 2,495 % | 1,949 % | 4,096 % | 2,983 % | 2,957 % 52 | 1,987 % | 2,518 % | 1,983 % | 4,104 % | 2,998 % | 2,972 % 53 | 2,020 % | 2,541 % | 2,015 % | 4,112 % | 3,012 % | 2,986 % 54 | 2,051 % | 2,563 % | 2,046 % | 4,119 % | 3,025 % | 3,000 % 55 | 2,081 % | 2,584 % | 2,077 % | 4,126 % | 3,039 % | 3,013 % 56 | 2,111 % | 2,604 % | 2,106 % | 4,133 % | 3,051 % | 3,026 % 57 | 2,139 % | 2,624 % | 2,134 % | 4,140 % | 3,063 % | 3,038 % 58 | 2,166 % | 2,643 % | 2,162 % | 4,146 % | 3,075 % | 3,050 % 59 | 2,193 % | 2,661 % | 2,188 % | 4,153 % | 3,087 % | 3,062 % 60 | 2,218 % | 2,679 % | 2,214 % | 4,159 % | 3,098 % | 3,073 % 61 | 2,243 % | 2,697 % | 2,239 % | 4,164 % | 3,108 % | 3,084 % 62 | 2,267 % | 2,713 % | 2,263 % | 4,170 % | 3,119 % | 3,095 % 63 | 2,290 % | 2,730 % | 2,286 % | 4,175 % | 3,129 % | 3,105 % 64 | 2,313 % | 2,745 % | 2,309 % | 4,180 % | 3,138 % | 3,115 % 65 | 2,335 % | 2,761 % | 2,331 % | 4,185 % | 3,148 % | 3,124 % 66 | 2,356 % | 2,776 % | 2,352 % | 4,190 % | 3,157 % | 3,134 % 67 | 2,376 % | 2,790 % | 2,373 % | 4,195 % | 3,166 % | 3,143 % 68 | 2,396 % | 2,804 % | 2,393 % | 4,200 % | 3,174 % | 3,152 % 69 | 2,416 % | 2,818 % | 2,412 % | 4,204 % | 3,183 % | 3,160 % 70 | 2,435 % | 2,831 % | 2,431 % | 4,208 % | 3,191 % | 3,169 % 71 | 2,453 % | 2,844 % | 2,450 % | 4,213 % | 3,199 % | 3,177 % 72 | 2,471 % | 2,856 % | 2,468 % | 4,217 % | 3,206 % | 3,185 % 73 | 2,488 % | 2,868 % | 2,485 % | 4,221 % | 3,214 % | 3,192 % 74 | 2,505 % | 2,880 % | 2,502 % | 4,224 % | 3,221 % | 3,200 % 75 | 2,522 % | 2,892 % | 2,518 % | 4,228 % | 3,228 % | 3,207 % 76 | 2,538 % | 2,903 % | 2,535 % | 4,232 % | 3,235 % | 3,214 % 77 | 2,553 % | 2,914 % | 2,550 % | 4,235 % | 3,241 % | 3,221 % 78 | 2,569 % | 2,924 % | 2,566 % | 4,239 % | 3,248 % | 3,228 % 79 | 2,584 % | 2,935 % | 2,580 % | 4,242 % | 3,254 % | 3,234 % 80 | 2,598 % | 2,945 % | 2,595 % | 4,245 % | 3,260 % | 3,241 % 81 | 2,612 % | 2,955 % | 2,609 % | 4,249 % | 3,266 % | 3,247 % 82 | 2,626 % | 2,965 % | 2,623 % | 4,252 % | 3,272 % | 3,253 % 83 | 2,639 % | 2,974 % | 2,636 % | 4,255 % | 3,278 % | 3,259 % 84 | 2,653 % | 2,983 % | 2,650 % | 4,258 % | 3,284 % | 3,265 % 85 | 2,665 % | 2,992 % | 2,662 % | 4,261 % | 3,289 % | 3,271 % 86 | 2,678 % | 3,001 % | 2,675 % | 4,263 % | 3,294 % | 3,276 % 87 | 2,690 % | 3,009 % | 2,687 % | 4,266 % | 3,300 % | 3,282 % 88 | 2,702 % | 3,018 % | 2,699 % | 4,269 % | 3,305 % | 3,287 % 89 | 2,714 % | 3,026 % | 2,711 % | 4,271 % | 3,310 % | 3,292 % 90 | 2,725 % | 3,034 % | 2,723 % | 4,274 % | 3,315 % | 3,297 % 91 | 2,737 % | 3,042 % | 2,734 % | 4,276 % | 3,319 % | 3,302 % 92 | 2,748 % | 3,050 % | 2,745 % | 4,279 % | 3,324 % | 3,307 % 93 | 2,758 % | 3,057 % | 2,756 % | 4,281 % | 3,329 % | 3,312 % 94 | 2,769 % | 3,064 % | 2,766 % | 4,284 % | 3,333 % | 3,316 % 95 | 2,779 % | 3,072 % | 2,776 % | 4,286 % | 3,338 % | 3,321 % 96 | 2,789 % | 3,079 % | 2,787 % | 4,288 % | 3,342 % | 3,325 % 97 | 2,799 % | 3,086 % | 2,796 % | 4,290 % | 3,346 % | 3,330 % 98 | 2,809 % | 3,092 % | 2,806 % | 4,293 % | 3,350 % | 3,334 % 99 | 2,818 % | 3,099 % | 2,816 % | 4,295 % | 3,354 % | 3,338 % 100 | 2,827 % | 3,105 % | 2,825 % | 4,297 % | 3,358 % | 3,342 % 101 | 2,836 % | 3,112 % | 2,834 % | 4,299 % | 3,362 % | 3,346 % 102 | 2,845 % | 3,118 % | 2,843 % | 4,301 % | 3,366 % | 3,350 % 103 | 2,854 % | 3,124 % | 2,852 % | 4,303 % | 3,370 % | 3,354 % 104 | 2,863 % | 3,130 % | 2,860 % | 4,305 % | 3,373 % | 3,358 % 105 | 2,871 % | 3,136 % | 2,869 % | 4,306 % | 3,377 % | 3,362 % 106 | 2,879 % | 3,142 % | 2,877 % | 4,308 % | 3,380 % | 3,365 % 107 | 2,887 % | 3,147 % | 2,885 % | 4,310 % | 3,384 % | 3,369 % 108 | 2,895 % | 3,153 % | 2,893 % | 4,312 % | 3,387 % | 3,372 % 109 | 2,903 % | 3,158 % | 2,901 % | 4,314 % | 3,390 % | 3,376 % 110 | 2,911 % | 3,164 % | 2,909 % | 4,315 % | 3,394 % | 3,379 % 111 | 2,918 % | 3,169 % | 2,916 % | 4,317 % | 3,397 % | 3,383 % 112 | 2,926 % | 3,174 % | 2,924 % | 4,319 % | 3,400 % | 3,386 % 113 | 2,933 % | 3,179 % | 2,931 % | 4,320 % | 3,403 % | 3,389 % 114 | 2,940 % | 3,184 % | 2,938 % | 4,322 % | 3,406 % | 3,392 % 115 | 2,947 % | 3,189 % | 2,945 % | 4,323 % | 3,409 % | 3,395 % 116 | 2,954 % | 3,194 % | 2,952 % | 4,325 % | 3,412 % | 3,398 % 117 | 2,961 % | 3,199 % | 2,959 % | 4,326 % | 3,415 % | 3,401 % 118 | 2,968 % | 3,203 % | 2,965 % | 4,328 % | 3,418 % | 3,404 % 119 | 2,974 % | 3,208 % | 2,972 % | 4,329 % | 3,421 % | 3,407 % 120 | 2,981 % | 3,213 % | 2,978 % | 4,331 % | 3,423 % | 3,410 % 121 | 2,987 % | 3,217 % | 2,985 % | 4,332 % | 3,426 % | 3,413 % 122 | 2,993 % | 3,221 % | 2,991 % | 4,333 % | 3,429 % | 3,416 % 123 | 2,999 % | 3,226 % | 2,997 % | 4,335 % | 3,431 % | 3,418 % 124 | 3,005 % | 3,230 % | 3,003 % | 4,336 % | 3,434 % | 3,421 % 125 | 3,011 % | 3,234 % | 3,009 % | 4,337 % | 3,436 % | 3,424 % 126 | 3,017 % | 3,238 % | 3,015 % | 4,339 % | 3,439 % | 3,426 % 127 | 3,023 % | 3,242 % | 3,021 % | 4,340 % | 3,441 % | 3,429 % 128 | 3,028 % | 3,246 % | 3,027 % | 4,341 % | 3,444 % | 3,431 % 129 | 3,034 % | 3,250 % | 3,032 % | 4,342 % | 3,446 % | 3,434 % 130 | 3,040 % | 3,254 % | 3,038 % | 4,344 % | 3,448 % | 3,436 % 131 | 3,045 % | 3,258 % | 3,043 % | 4,345 % | 3,451 % | 3,439 % 132 | 3,050 % | 3,261 % | 3,048 % | 4,346 % | 3,453 % | 3,441 % 133 | 3,056 % | 3,265 % | 3,054 % | 4,347 % | 3,455 % | 3,443 % 134 | 3,061 % | 3,269 % | 3,059 % | 4,348 % | 3,457 % | 3,446 % 135 | 3,066 % | 3,272 % | 3,064 % | 4,350 % | 3,460 % | 3,448 % 136 | 3,071 % | 3,276 % | 3,069 % | 4,351 % | 3,462 % | 3,450 % 137 | 3,076 % | 3,279 % | 3,074 % | 4,352 % | 3,464 % | 3,452 % 138 | 3,081 % | 3,282 % | 3,079 % | 4,353 % | 3,466 % | 3,454 % 139 | 3,085 % | 3,286 % | 3,084 % | 4,354 % | 3,468 % | 3,457 % 140 | 3,090 % | 3,289 % | 3,088 % | 4,355 % | 3,470 % | 3,459 % 141 | 3,095 % | 3,292 % | 3,093 % | 4,356 % | 3,472 % | 3,461 % 142 | 3,099 % | 3,296 % | 3,098 % | 4,357 % | 3,474 % | 3,463 % 143 | 3,104 % | 3,299 % | 3,102 % | 4,358 % | 3,476 % | 3,465 % 144 | 3,108 % | 3,302 % | 3,107 % | 4,359 % | 3,478 % | 3,467 % 145 | 3,113 % | 3,305 % | 3,111 % | 4,360 % | 3,480 % | 3,469 % 146 | 3,117 % | 3,308 % | 3,115 % | 4,361 % | 3,481 % | 3,471 % 147 | 3,121 % | 3,311 % | 3,120 % | 4,362 % | 3,483 % | 3,472 % 148 | 3,126 % | 3,314 % | 3,124 % | 4,363 % | 3,485 % | 3,474 % 149 | 3,130 % | 3,317 % | 3,128 % | 4,364 % | 3,487 % | 3,476 % 150 | 3,134 % | 3,320 % | 3,132 % | 4,365 % | 3,489 % | 3,478 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | -0,455 % | 0,472 % | 3,126 % | 0,651 % | 1,725 % | 0,632 % 2 | -0,465 % | 0,391 % | 3,410 % | 0,764 % | 1,823 % | 0,630 % 3 | -0,445 % | 0,386 % | 3,699 % | 0,858 % | 1,955 % | 0,628 % 4 | -0,415 % | 0,399 % | 3,986 % | 0,980 % | 2,084 % | 0,658 % 5 | -0,375 % | 0,415 % | 4,264 % | 1,122 % | 2,205 % | 0,699 % 6 | -0,336 % | 0,431 % | 4,528 % | 1,271 % | 2,322 % | 0,735 % 7 | -0,296 % | 0,446 % | 4,784 % | 1,417 % | 2,434 % | 0,774 % 8 | -0,256 % | 0,459 % | 5,034 % | 1,560 % | 2,534 % | 0,820 % 9 | -0,206 % | 0,471 % | 5,275 % | 1,701 % | 2,617 % | 0,875 % 10 | -0,166 % | 0,483 % | 5,519 % | 1,842 % | 2,687 % | 0,941 % 11 | -0,124 % | 0,493 % | 5,705 % | 1,966 % | 2,747 % | 1,016 % 12 | -0,091 % | 0,503 % | 5,832 % | 2,073 % | 2,800 % | 1,098 % 13 | -0,046 % | 0,511 % | 5,916 % | 2,167 % | 2,846 % | 1,182 % 14 | -0,011 % | 0,518 % | 5,966 % | 2,250 % | 2,888 % | 1,266 % 15 | 0,005 % | 0,524 % | 5,992 % | 2,324 % | 2,926 % | 1,349 % 16 | 0,009 % | 0,528 % | 5,998 % | 2,391 % | 2,960 % | 1,430 % 17 | 0,011 % | 0,530 % | 5,990 % | 2,451 % | 2,992 % | 1,508 % 18 | 0,019 % | 0,532 % | 5,970 % | 2,506 % | 3,021 % | 1,583 % 19 | 0,038 % | 0,532 % | 5,943 % | 2,557 % | 3,048 % | 1,655 % 20 | 0,073 % | 0,531 % | 5,909 % | 2,604 % | 3,072 % | 1,724 % 21 | 0,125 % | 0,528 % | 5,870 % | 2,647 % | 3,096 % | 1,790 % 22 | 0,188 % | 0,525 % | 5,829 % | 2,687 % | 3,118 % | 1,852 % 23 | 0,260 % | 0,522 % | 5,785 % | 2,724 % | 3,138 % | 1,912 % 24 | 0,337 % | 0,518 % | 5,740 % | 2,759 % | 3,157 % | 1,969 % 25 | 0,417 % | 0,513 % | 5,694 % | 2,792 % | 3,175 % | 2,024 % 26 | 0,497 % | 0,508 % | 5,648 % | 2,823 % | 3,192 % | 2,076 % 27 | 0,578 % | 0,503 % | 5,602 % | 2,851 % | 3,208 % | 2,125 % 28 | 0,658 % | 0,499 % | 5,557 % | 2,879 % | 3,224 % | 2,172 % 29 | 0,737 % | 0,496 % | 5,513 % | 2,904 % | 3,238 % | 2,217 % 30 | 0,814 % | 0,493 % | 5,469 % | 2,929 % | 3,252 % | 2,260 % 31 | 0,889 % | 0,491 % | 5,427 % | 2,952 % | 3,265 % | 2,300 % 32 | 0,961 % | 0,489 % | 5,386 % | 2,973 % | 3,278 % | 2,339 % 33 | 1,031 % | 0,488 % | 5,346 % | 2,994 % | 3,290 % | 2,376 % 34 | 1,099 % | 0,485 % | 5,307 % | 3,014 % | 3,301 % | 2,412 % 35 | 1,164 % | 0,481 % | 5,270 % | 3,033 % | 3,312 % | 2,446 % 36 | 1,227 % | 0,476 % | 5,233 % | 3,050 % | 3,322 % | 2,478 % 37 | 1,288 % | 0,469 % | 5,198 % | 3,068 % | 3,332 % | 2,509 % 38 | 1,346 % | 0,460 % | 5,165 % | 3,084 % | 3,342 % | 2,539 % 39 | 1,402 % | 0,448 % | 5,132 % | 3,099 % | 3,351 % | 2,567 % 40 | 1,456 % | 0,433 % | 5,101 % | 3,114 % | 3,360 % | 2,595 % 41 | 1,508 % | 0,416 % | 5,071 % | 3,129 % | 3,368 % | 2,621 % 42 | 1,558 % | 0,399 % | 5,042 % | 3,142 % | 3,377 % | 2,646 % 43 | 1,606 % | 0,382 % | 5,014 % | 3,155 % | 3,384 % | 2,670 % 44 | 1,652 % | 0,369 % | 4,987 % | 3,168 % | 3,392 % | 2,693 % 45 | 1,696 % | 0,359 % | 4,961 % | 3,180 % | 3,399 % | 2,715 % 46 | 1,739 % | 0,353 % | 4,935 % | 3,192 % | 3,406 % | 2,737 % 47 | 1,780 % | 0,353 % | 4,911 % | 3,203 % | 3,413 % | 2,757 % 48 | 1,819 % | 0,358 % | 4,888 % | 3,214 % | 3,419 % | 2,777 % 49 | 1,857 % | 0,368 % | 4,866 % | 3,224 % | 3,426 % | 2,796 % 50 | 1,894 % | 0,385 % | 4,844 % | 3,234 % | 3,432 % | 2,815 % 51 | 1,929 % | 0,408 % | 4,823 % | 3,244 % | 3,437 % | 2,832 % 52 | 1,963 % | 0,435 % | 4,803 % | 3,253 % | 3,443 % | 2,849 % 53 | 1,996 % | 0,467 % | 4,783 % | 3,262 % | 3,448 % | 2,866 % 54 | 2,028 % | 0,501 % | 4,765 % | 3,271 % | 3,454 % | 2,882 % 55 | 2,059 % | 0,538 % | 4,747 % | 3,279 % | 3,459 % | 2,897 % 56 | 2,088 % | 0,576 % | 4,729 % | 3,287 % | 3,464 % | 2,912 % 57 | 2,117 % | 0,615 % | 4,712 % | 3,295 % | 3,469 % | 2,927 % 58 | 2,145 % | 0,655 % | 4,696 % | 3,303 % | 3,473 % | 2,940 % 59 | 2,171 % | 0,695 % | 4,680 % | 3,310 % | 3,478 % | 2,954 % 60 | 2,197 % | 0,735 % | 4,664 % | 3,317 % | 3,482 % | 2,967 % 61 | 2,222 % | 0,776 % | 4,649 % | 3,324 % | 3,486 % | 2,980 % 62 | 2,247 % | 0,816 % | 4,635 % | 3,331 % | 3,490 % | 2,992 % 63 | 2,270 % | 0,855 % | 4,621 % | 3,338 % | 3,494 % | 3,004 % 64 | 2,293 % | 0,895 % | 4,607 % | 3,344 % | 3,498 % | 3,015 % 65 | 2,315 % | 0,933 % | 4,594 % | 3,350 % | 3,502 % | 3,026 % 66 | 2,337 % | 0,971 % | 4,582 % | 3,356 % | 3,506 % | 3,037 % 67 | 2,358 % | 1,009 % | 4,569 % | 3,362 % | 3,509 % | 3,048 % 68 | 2,378 % | 1,046 % | 4,557 % | 3,367 % | 3,513 % | 3,058 % 69 | 2,398 % | 1,082 % | 4,545 % | 3,373 % | 3,516 % | 3,068 % 70 | 2,417 % | 1,117 % | 4,534 % | 3,378 % | 3,519 % | 3,078 % 71 | 2,436 % | 1,152 % | 4,523 % | 3,383 % | 3,522 % | 3,087 % 72 | 2,454 % | 1,186 % | 4,512 % | 3,388 % | 3,525 % | 3,096 % 73 | 2,471 % | 1,219 % | 4,502 % | 3,393 % | 3,529 % | 3,105 % 74 | 2,488 % | 1,252 % | 4,492 % | 3,398 % | 3,531 % | 3,114 % 75 | 2,505 % | 1,284 % | 4,482 % | 3,403 % | 3,534 % | 3,122 % 76 | 2,521 % | 1,315 % | 4,472 % | 3,407 % | 3,537 % | 3,130 % 77 | 2,537 % | 1,345 % | 4,463 % | 3,412 % | 3,540 % | 3,138 % 78 | 2,553 % | 1,375 % | 4,454 % | 3,416 % | 3,542 % | 3,146 % 79 | 2,568 % | 1,404 % | 4,445 % | 3,420 % | 3,545 % | 3,154 % 80 | 2,582 % | 1,433 % | 4,436 % | 3,424 % | 3,548 % | 3,161 % 81 | 2,597 % | 1,461 % | 4,427 % | 3,428 % | 3,550 % | 3,168 % 82 | 2,611 % | 1,488 % | 4,419 % | 3,432 % | 3,552 % | 3,175 % 83 | 2,624 % | 1,515 % | 4,411 % | 3,436 % | 3,555 % | 3,182 % 84 | 2,638 % | 1,541 % | 4,403 % | 3,440 % | 3,557 % | 3,189 % 85 | 2,651 % | 1,566 % | 4,396 % | 3,443 % | 3,559 % | 3,196 % 86 | 2,663 % | 1,591 % | 4,388 % | 3,447 % | 3,562 % | 3,202 % 87 | 2,676 % | 1,615 % | 4,381 % | 3,450 % | 3,564 % | 3,208 % 88 | 2,688 % | 1,639 % | 4,373 % | 3,454 % | 3,566 % | 3,214 % 89 | 2,700 % | 1,663 % | 4,366 % | 3,457 % | 3,568 % | 3,220 % 90 | 2,711 % | 1,685 % | 4,360 % | 3,460 % | 3,570 % | 3,226 % 91 | 2,723 % | 1,708 % | 4,353 % | 3,463 % | 3,572 % | 3,232 % 92 | 2,734 % | 1,730 % | 4,346 % | 3,466 % | 3,574 % | 3,238 % 93 | 2,745 % | 1,751 % | 4,340 % | 3,469 % | 3,576 % | 3,243 % 94 | 2,755 % | 1,772 % | 4,334 % | 3,472 % | 3,577 % | 3,248 % 95 | 2,766 % | 1,793 % | 4,327 % | 3,475 % | 3,579 % | 3,254 % 96 | 2,776 % | 1,813 % | 4,321 % | 3,478 % | 3,581 % | 3,259 % 97 | 2,786 % | 1,833 % | 4,315 % | 3,481 % | 3,583 % | 3,264 % 98 | 2,796 % | 1,852 % | 4,310 % | 3,484 % | 3,584 % | 3,269 % 99 | 2,805 % | 1,871 % | 4,304 % | 3,486 % | 3,586 % | 3,274 % 100 | 2,815 % | 1,889 % | 4,298 % | 3,489 % | 3,588 % | 3,278 % 101 | 2,824 % | 1,908 % | 4,293 % | 3,492 % | 3,589 % | 3,283 % 102 | 2,833 % | 1,926 % | 4,288 % | 3,494 % | 3,591 % | 3,288 % 103 | 2,842 % | 1,943 % | 4,282 % | 3,497 % | 3,592 % | 3,292 % 104 | 2,851 % | 1,960 % | 4,277 % | 3,499 % | 3,594 % | 3,297 % 105 | 2,859 % | 1,977 % | 4,272 % | 3,501 % | 3,595 % | 3,301 % 106 | 2,868 % | 1,994 % | 4,267 % | 3,504 % | 3,597 % | 3,305 % 107 | 2,876 % | 2,010 % | 4,262 % | 3,506 % | 3,598 % | 3,309 % 108 | 2,884 % | 2,026 % | 4,258 % | 3,508 % | 3,600 % | 3,313 % 109 | 2,892 % | 2,042 % | 4,253 % | 3,510 % | 3,601 % | 3,317 % 110 | 2,900 % | 2,057 % | 4,248 % | 3,513 % | 3,602 % | 3,321 % 111 | 2,907 % | 2,072 % | 4,244 % | 3,515 % | 3,604 % | 3,325 % 112 | 2,915 % | 2,087 % | 4,240 % | 3,517 % | 3,605 % | 3,329 % 113 | 2,922 % | 2,102 % | 4,235 % | 3,519 % | 3,606 % | 3,333 % 114 | 2,929 % | 2,116 % | 4,231 % | 3,521 % | 3,608 % | 3,336 % 115 | 2,936 % | 2,130 % | 4,227 % | 3,523 % | 3,609 % | 3,340 % 116 | 2,943 % | 2,144 % | 4,223 % | 3,525 % | 3,610 % | 3,343 % 117 | 2,950 % | 2,158 % | 4,219 % | 3,527 % | 3,611 % | 3,347 % 118 | 2,957 % | 2,171 % | 4,215 % | 3,529 % | 3,612 % | 3,350 % 119 | 2,964 % | 2,184 % | 4,211 % | 3,531 % | 3,614 % | 3,354 % 120 | 2,970 % | 2,197 % | 4,207 % | 3,532 % | 3,615 % | 3,357 % 121 | 2,977 % | 2,210 % | 4,203 % | 3,534 % | 3,616 % | 3,360 % 122 | 2,983 % | 2,222 % | 4,199 % | 3,536 % | 3,617 % | 3,363 % 123 | 2,989 % | 2,235 % | 4,196 % | 3,538 % | 3,618 % | 3,366 % 124 | 2,995 % | 2,247 % | 4,192 % | 3,539 % | 3,619 % | 3,370 % 125 | 3,001 % | 2,259 % | 4,189 % | 3,541 % | 3,620 % | 3,373 % 126 | 3,007 % | 2,270 % | 4,185 % | 3,543 % | 3,621 % | 3,376 % 127 | 3,013 % | 2,282 % | 4,182 % | 3,544 % | 3,622 % | 3,379 % 128 | 3,019 % | 2,293 % | 4,178 % | 3,546 % | 3,623 % | 3,381 % 129 | 3,024 % | 2,305 % | 4,175 % | 3,548 % | 3,624 % | 3,384 % 130 | 3,030 % | 2,316 % | 4,172 % | 3,549 % | 3,625 % | 3,387 % 131 | 3,035 % | 2,327 % | 4,168 % | 3,551 % | 3,626 % | 3,390 % 132 | 3,041 % | 2,337 % | 4,165 % | 3,552 % | 3,627 % | 3,393 % 133 | 3,046 % | 2,348 % | 4,162 % | 3,554 % | 3,628 % | 3,395 % 134 | 3,051 % | 2,358 % | 4,159 % | 3,555 % | 3,629 % | 3,398 % 135 | 3,056 % | 2,368 % | 4,156 % | 3,557 % | 3,630 % | 3,400 % 136 | 3,062 % | 2,378 % | 4,153 % | 3,558 % | 3,631 % | 3,403 % 137 | 3,067 % | 2,388 % | 4,150 % | 3,559 % | 3,632 % | 3,406 % 138 | 3,072 % | 2,398 % | 4,147 % | 3,561 % | 3,632 % | 3,408 % 139 | 3,076 % | 2,408 % | 4,144 % | 3,562 % | 3,633 % | 3,411 % 140 | 3,081 % | 2,417 % | 4,141 % | 3,563 % | 3,634 % | 3,413 % 141 | 3,086 % | 2,427 % | 4,139 % | 3,565 % | 3,635 % | 3,415 % 142 | 3,091 % | 2,436 % | 4,136 % | 3,566 % | 3,636 % | 3,418 % 143 | 3,095 % | 2,445 % | 4,133 % | 3,567 % | 3,636 % | 3,420 % 144 | 3,100 % | 2,454 % | 4,131 % | 3,569 % | 3,637 % | 3,422 % 145 | 3,104 % | 2,463 % | 4,128 % | 3,570 % | 3,638 % | 3,425 % 146 | 3,109 % | 2,472 % | 4,125 % | 3,571 % | 3,639 % | 3,427 % 147 | 3,113 % | 2,480 % | 4,123 % | 3,572 % | 3,640 % | 3,429 % 148 | 3,117 % | 2,489 % | 4,120 % | 3,574 % | 3,640 % | 3,431 % 149 | 3,121 % | 2,497 % | 4,118 % | 3,575 % | 3,641 % | 3,433 % 150 | 3,126 % | 2,506 % | 4,115 % | 3,576 % | 3,642 % | 3,435 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | -0,705 % | 0,270 % | 0,519 % | 0,524 % | 0,546 % | 4,014 % 2 | -0,745 % | 0,254 % | 0,610 % | 0,585 % | 0,897 % | 4,713 % 3 | -0,706 % | 0,273 % | 0,688 % | 0,660 % | 1,318 % | 5,297 % 4 | -0,631 % | 0,325 % | 0,768 % | 0,748 % | 1,730 % | 5,759 % 5 | -0,544 % | 0,398 % | 0,855 % | 0,793 % | 2,119 % | 6,179 % 6 | -0,454 % | 0,475 % | 0,945 % | 0,838 % | 2,465 % | 6,505 % 7 | -0,373 % | 0,549 % | 1,037 % | 0,885 % | 2,770 % | 6,774 % 8 | -0,311 % | 0,618 % | 1,129 % | 0,923 % | 3,040 % | 6,997 % 9 | -0,269 % | 0,681 % | 1,216 % | 0,953 % | 3,274 % | 7,179 % 10 | -0,250 % | 0,737 % | 1,299 % | 0,973 % | 3,468 % | 7,352 % 11 | -0,251 % | 0,786 % | 1,376 % | 0,983 % | 3,624 % | 7,474 % 12 | -0,264 % | 0,822 % | 1,443 % | 0,989 % | 3,750 % | 7,545 % 13 | -0,281 % | 0,844 % | 1,499 % | 0,993 % | 3,853 % | 7,578 % 14 | -0,299 % | 0,855 % | 1,548 % | 0,997 % | 3,938 % | 7,584 % 15 | -0,315 % | 0,861 % | 1,597 % | 1,002 % | 4,009 % | 7,568 % 16 | -0,326 % | 0,863 % | 1,649 % | 1,010 % | 4,069 % | 7,537 % 17 | -0,333 % | 0,863 % | 1,704 % | 1,020 % | 4,119 % | 7,494 % 18 | -0,333 % | 0,863 % | 1,760 % | 1,032 % | 4,162 % | 7,443 % 19 | -0,328 % | 0,863 % | 1,816 % | 1,047 % | 4,199 % | 7,385 % 20 | -0,317 % | 0,862 % | 1,871 % | 1,065 % | 4,231 % | 7,324 % 21 | -0,299 % | 0,862 % | 1,925 % | 1,085 % | 4,258 % | 7,259 % 22 | -0,275 % | 0,858 % | 1,978 % | 1,107 % | 4,282 % | 7,193 % 23 | -0,246 % | 0,848 % | 2,029 % | 1,132 % | 4,303 % | 7,127 % 24 | -0,210 % | 0,830 % | 2,078 % | 1,159 % | 4,321 % | 7,060 % 25 | -0,168 % | 0,803 % | 2,126 % | 1,188 % | 4,337 % | 6,994 % 26 | -0,120 % | 0,767 % | 2,172 % | 1,219 % | 4,351 % | 6,929 % 27 | -0,067 % | 0,730 % | 2,216 % | 1,252 % | 4,363 % | 6,866 % 28 | -0,012 % | 0,699 % | 2,259 % | 1,287 % | 4,374 % | 6,804 % 29 | 0,045 % | 0,678 % | 2,299 % | 1,324 % | 4,384 % | 6,744 % 30 | 0,103 % | 0,672 % | 2,338 % | 1,364 % | 4,393 % | 6,685 % 31 | 0,161 % | 0,680 % | 2,376 % | 1,405 % | 4,400 % | 6,628 % 32 | 0,218 % | 0,701 % | 2,412 % | 1,448 % | 4,407 % | 6,574 % 33 | 0,275 % | 0,732 % | 2,446 % | 1,491 % | 4,413 % | 6,521 % 34 | 0,330 % | 0,769 % | 2,479 % | 1,535 % | 4,419 % | 6,470 % 35 | 0,385 % | 0,811 % | 2,511 % | 1,579 % | 4,424 % | 6,421 % 36 | 0,438 % | 0,856 % | 2,541 % | 1,623 % | 4,428 % | 6,374 % 37 | 0,490 % | 0,904 % | 2,570 % | 1,666 % | 4,432 % | 6,329 % 38 | 0,540 % | 0,953 % | 2,598 % | 1,708 % | 4,436 % | 6,285 % 39 | 0,589 % | 1,003 % | 2,625 % | 1,749 % | 4,440 % | 6,243 % 40 | 0,636 % | 1,053 % | 2,651 % | 1,790 % | 4,443 % | 6,203 % 41 | 0,681 % | 1,103 % | 2,675 % | 1,829 % | 4,445 % | 6,164 % 42 | 0,725 % | 1,153 % | 2,699 % | 1,868 % | 4,448 % | 6,127 % 43 | 0,768 % | 1,202 % | 2,722 % | 1,905 % | 4,450 % | 6,091 % 44 | 0,809 % | 1,250 % | 2,744 % | 1,942 % | 4,452 % | 6,057 % 45 | 0,849 % | 1,297 % | 2,765 % | 1,977 % | 4,454 % | 6,024 % 46 | 0,887 % | 1,343 % | 2,785 % | 2,012 % | 4,456 % | 5,992 % 47 | 0,924 % | 1,388 % | 2,804 % | 2,045 % | 4,458 % | 5,961 % 48 | 0,960 % | 1,432 % | 2,823 % | 2,077 % | 4,459 % | 5,931 % 49 | 0,995 % | 1,475 % | 2,841 % | 2,109 % | 4,461 % | 5,903 % 50 | 1,028 % | 1,516 % | 2,859 % | 2,139 % | 4,462 % | 5,875 % 51 | 1,060 % | 1,557 % | 2,876 % | 2,168 % | 4,463 % | 5,849 % 52 | 1,092 % | 1,596 % | 2,892 % | 2,197 % | 4,464 % | 5,824 % 53 | 1,122 % | 1,634 % | 2,908 % | 2,225 % | 4,465 % | 5,799 % 54 | 1,151 % | 1,671 % | 2,923 % | 2,251 % | 4,466 % | 5,775 % 55 | 1,179 % | 1,707 % | 2,937 % | 2,277 % | 4,467 % | 5,752 % 56 | 1,206 % | 1,742 % | 2,952 % | 2,302 % | 4,468 % | 5,730 % 57 | 1,233 % | 1,775 % | 2,965 % | 2,327 % | 4,469 % | 5,709 % 58 | 1,258 % | 1,808 % | 2,979 % | 2,350 % | 4,470 % | 5,688 % 59 | 1,283 % | 1,840 % | 2,991 % | 2,373 % | 4,470 % | 5,668 % 60 | 1,307 % | 1,871 % | 3,004 % | 2,395 % | 4,471 % | 5,649 % 61 | 1,330 % | 1,901 % | 3,016 % | 2,417 % | 4,472 % | 5,630 % 62 | 1,352 % | 1,930 % | 3,027 % | 2,438 % | 4,472 % | 5,612 % 63 | 1,374 % | 1,958 % | 3,039 % | 2,458 % | 4,473 % | 5,594 % 64 | 1,395 % | 1,985 % | 3,050 % | 2,478 % | 4,473 % | 5,577 % 65 | 1,416 % | 2,012 % | 3,060 % | 2,497 % | 4,474 % | 5,560 % 66 | 1,436 % | 2,038 % | 3,071 % | 2,516 % | 4,474 % | 5,544 % 67 | 1,455 % | 2,063 % | 3,081 % | 2,534 % | 4,475 % | 5,529 % 68 | 1,474 % | 2,087 % | 3,090 % | 2,551 % | 4,475 % | 5,514 % 69 | 1,492 % | 2,111 % | 3,100 % | 2,568 % | 4,476 % | 5,499 % 70 | 1,510 % | 2,134 % | 3,109 % | 2,585 % | 4,476 % | 5,485 % 71 | 1,527 % | 2,156 % | 3,118 % | 2,601 % | 4,477 % | 5,471 % 72 | 1,544 % | 2,178 % | 3,127 % | 2,617 % | 4,477 % | 5,457 % 73 | 1,561 % | 2,200 % | 3,135 % | 2,632 % | 4,477 % | 5,444 % 74 | 1,576 % | 2,220 % | 3,144 % | 2,647 % | 4,478 % | 5,431 % 75 | 1,592 % | 2,240 % | 3,152 % | 2,662 % | 4,478 % | 5,419 % 76 | 1,607 % | 2,260 % | 3,159 % | 2,676 % | 4,478 % | 5,407 % 77 | 1,622 % | 2,279 % | 3,167 % | 2,690 % | 4,479 % | 5,395 % 78 | 1,636 % | 2,298 % | 3,174 % | 2,703 % | 4,479 % | 5,383 % 79 | 1,650 % | 2,316 % | 3,182 % | 2,716 % | 4,479 % | 5,372 % 80 | 1,664 % | 2,334 % | 3,189 % | 2,729 % | 4,480 % | 5,361 % 81 | 1,677 % | 2,351 % | 3,196 % | 2,742 % | 4,480 % | 5,351 % 82 | 1,690 % | 2,368 % | 3,202 % | 2,754 % | 4,480 % | 5,340 % 83 | 1,703 % | 2,385 % | 3,209 % | 2,766 % | 4,480 % | 5,330 % 84 | 1,715 % | 2,401 % | 3,215 % | 2,778 % | 4,481 % | 5,320 % 85 | 1,727 % | 2,417 % | 3,222 % | 2,789 % | 4,481 % | 5,310 % 86 | 1,739 % | 2,432 % | 3,228 % | 2,800 % | 4,481 % | 5,301 % 87 | 1,751 % | 2,447 % | 3,234 % | 2,811 % | 4,481 % | 5,292 % 88 | 1,762 % | 2,462 % | 3,240 % | 2,821 % | 4,481 % | 5,283 % 89 | 1,773 % | 2,476 % | 3,245 % | 2,832 % | 4,482 % | 5,274 % 90 | 1,784 % | 2,490 % | 3,251 % | 2,842 % | 4,482 % | 5,265 % 91 | 1,794 % | 2,504 % | 3,256 % | 2,852 % | 4,482 % | 5,257 % 92 | 1,805 % | 2,517 % | 3,262 % | 2,862 % | 4,482 % | 5,249 % 93 | 1,815 % | 2,531 % | 3,267 % | 2,871 % | 4,483 % | 5,240 % 94 | 1,825 % | 2,543 % | 3,272 % | 2,880 % | 4,483 % | 5,233 % 95 | 1,834 % | 2,556 % | 3,277 % | 2,890 % | 4,483 % | 5,225 % 96 | 1,844 % | 2,568 % | 3,282 % | 2,898 % | 4,483 % | 5,217 % 97 | 1,853 % | 2,581 % | 3,287 % | 2,907 % | 4,483 % | 5,210 % 98 | 1,862 % | 2,592 % | 3,292 % | 2,916 % | 4,483 % | 5,203 % 99 | 1,871 % | 2,604 % | 3,296 % | 2,924 % | 4,484 % | 5,195 % 100 | 1,880 % | 2,615 % | 3,301 % | 2,932 % | 4,484 % | 5,188 % 101 | 1,889 % | 2,627 % | 3,305 % | 2,940 % | 4,484 % | 5,182 % 102 | 1,897 % | 2,638 % | 3,309 % | 2,948 % | 4,484 % | 5,175 % 103 | 1,905 % | 2,648 % | 3,314 % | 2,956 % | 4,484 % | 5,168 % 104 | 1,913 % | 2,659 % | 3,318 % | 2,964 % | 4,484 % | 5,162 % 105 | 1,921 % | 2,669 % | 3,322 % | 2,971 % | 4,485 % | 5,156 % 106 | 1,929 % | 2,679 % | 3,326 % | 2,978 % | 4,485 % | 5,149 % 107 | 1,937 % | 2,689 % | 3,330 % | 2,986 % | 4,485 % | 5,143 % 108 | 1,944 % | 2,699 % | 3,334 % | 2,993 % | 4,485 % | 5,137 % 109 | 1,952 % | 2,709 % | 3,338 % | 3,000 % | 4,485 % | 5,131 % 110 | 1,959 % | 2,718 % | 3,341 % | 3,006 % | 4,485 % | 5,126 % 111 | 1,966 % | 2,727 % | 3,345 % | 3,013 % | 4,485 % | 5,120 % 112 | 1,973 % | 2,736 % | 3,349 % | 3,020 % | 4,486 % | 5,114 % 113 | 1,980 % | 2,745 % | 3,352 % | 3,026 % | 4,486 % | 5,109 % 114 | 1,986 % | 2,754 % | 3,356 % | 3,032 % | 4,486 % | 5,104 % 115 | 1,993 % | 2,763 % | 3,359 % | 3,039 % | 4,486 % | 5,098 % 116 | 2,000 % | 2,771 % | 3,363 % | 3,045 % | 4,486 % | 5,093 % 117 | 2,006 % | 2,779 % | 3,366 % | 3,051 % | 4,486 % | 5,088 % 118 | 2,012 % | 2,788 % | 3,369 % | 3,057 % | 4,486 % | 5,083 % 119 | 2,018 % | 2,796 % | 3,372 % | 3,062 % | 4,486 % | 5,078 % 120 | 2,025 % | 2,804 % | 3,375 % | 3,068 % | 4,487 % | 5,073 % 121 | 2,031 % | 2,811 % | 3,378 % | 3,074 % | 4,487 % | 5,069 % 122 | 2,036 % | 2,819 % | 3,382 % | 3,079 % | 4,487 % | 5,064 % 123 | 2,042 % | 2,827 % | 3,385 % | 3,085 % | 4,487 % | 5,059 % 124 | 2,048 % | 2,834 % | 3,387 % | 3,090 % | 4,487 % | 5,055 % 125 | 2,053 % | 2,841 % | 3,390 % | 3,095 % | 4,487 % | 5,050 % 126 | 2,059 % | 2,848 % | 3,393 % | 3,101 % | 4,487 % | 5,046 % 127 | 2,064 % | 2,856 % | 3,396 % | 3,106 % | 4,487 % | 5,042 % 128 | 2,070 % | 2,863 % | 3,399 % | 3,111 % | 4,487 % | 5,037 % 129 | 2,075 % | 2,869 % | 3,401 % | 3,116 % | 4,487 % | 5,033 % 130 | 2,080 % | 2,876 % | 3,404 % | 3,120 % | 4,488 % | 5,029 % 131 | 2,085 % | 2,883 % | 3,407 % | 3,125 % | 4,488 % | 5,025 % 132 | 2,090 % | 2,889 % | 3,409 % | 3,130 % | 4,488 % | 5,021 % 133 | 2,095 % | 2,896 % | 3,412 % | 3,135 % | 4,488 % | 5,017 % 134 | 2,100 % | 2,902 % | 3,414 % | 3,139 % | 4,488 % | 5,013 % 135 | 2,105 % | 2,908 % | 3,417 % | 3,144 % | 4,488 % | 5,010 % 136 | 2,110 % | 2,915 % | 3,419 % | 3,148 % | 4,488 % | 5,006 % 137 | 2,114 % | 2,921 % | 3,422 % | 3,153 % | 4,488 % | 5,002 % 138 | 2,119 % | 2,927 % | 3,424 % | 3,157 % | 4,488 % | 4,998 % 139 | 2,123 % | 2,932 % | 3,427 % | 3,161 % | 4,488 % | 4,995 % 140 | 2,128 % | 2,938 % | 3,429 % | 3,165 % | 4,488 % | 4,991 % 141 | 2,132 % | 2,944 % | 3,431 % | 3,169 % | 4,489 % | 4,988 % 142 | 2,137 % | 2,950 % | 3,433 % | 3,173 % | 4,489 % | 4,984 % 143 | 2,141 % | 2,955 % | 3,436 % | 3,178 % | 4,489 % | 4,981 % 144 | 2,145 % | 2,961 % | 3,438 % | 3,181 % | 4,489 % | 4,978 % 145 | 2,149 % | 2,966 % | 3,440 % | 3,185 % | 4,489 % | 4,974 % 146 | 2,153 % | 2,972 % | 3,442 % | 3,189 % | 4,489 % | 4,971 % 147 | 2,157 % | 2,977 % | 3,444 % | 3,193 % | 4,489 % | 4,968 % 148 | 2,161 % | 2,982 % | 3,446 % | 3,197 % | 4,489 % | 4,965 % 149 | 2,165 % | 2,987 % | 3,448 % | 3,201 % | 4,489 % | 4,962 % 150 | 2,169 % | 2,992 % | 3,450 % | 3,204 % | 4,489 % | 4,958 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 0,883 % | 4,505 % | 5,589 % | 0,213 % | 0,343 % | 4,722 % 2 | 0,711 % | 4,794 % | 5,535 % | 0,213 % | 0,363 % | 5,000 % 3 | 0,711 % | 5,115 % | 5,665 % | 0,218 % | 0,380 % | 5,449 % 4 | 0,723 % | 5,456 % | 5,964 % | 0,230 % | 0,411 % | 6,041 % 5 | 0,737 % | 5,767 % | 6,258 % | 0,245 % | 0,456 % | 6,676 % 6 | 0,761 % | 6,034 % | 6,493 % | 0,264 % | 0,481 % | 7,304 % 7 | 0,786 % | 6,228 % | 6,677 % | 0,286 % | 0,581 % | 7,890 % 8 | 0,803 % | 6,368 % | 6,822 % | 0,310 % | 0,612 % | 8,415 % 9 | 0,809 % | 6,469 % | 6,944 % | 0,336 % | 0,669 % | 8,864 % 10 | 0,803 % | 6,537 % | 7,054 % | 0,362 % | 0,770 % | 9,223 % 11 | 0,787 % | 6,580 % | 7,158 % | 0,413 % | 0,882 % | 9,483 % 12 | 0,771 % | 6,605 % | 7,257 % | 0,485 % | 0,997 % | 9,664 % 13 | 0,764 % | 6,617 % | 7,347 % | 0,569 % | 1,111 % | 9,781 % 14 | 0,770 % | 6,619 % | 7,427 % | 0,659 % | 1,222 % | 9,850 % 15 | 0,793 % | 6,614 % | 7,497 % | 0,752 % | 1,328 % | 9,878 % 16 | 0,834 % | 6,604 % | 7,554 % | 0,846 % | 1,430 % | 9,874 % 17 | 0,887 % | 6,590 % | 7,600 % | 0,939 % | 1,526 % | 9,845 % 18 | 0,948 % | 6,574 % | 7,631 % | 1,029 % | 1,617 % | 9,797 % 19 | 1,014 % | 6,555 % | 7,649 % | 1,117 % | 1,702 % | 9,734 % 20 | 1,083 % | 6,534 % | 7,651 % | 1,202 % | 1,781 % | 9,660 % 21 | 1,153 % | 6,513 % | 7,638 % | 1,283 % | 1,855 % | 9,579 % 22 | 1,223 % | 6,491 % | 7,612 % | 1,362 % | 1,924 % | 9,491 % 23 | 1,292 % | 6,469 % | 7,576 % | 1,437 % | 1,988 % | 9,401 % 24 | 1,360 % | 6,447 % | 7,534 % | 1,508 % | 2,048 % | 9,308 % 25 | 1,427 % | 6,425 % | 7,486 % | 1,577 % | 2,105 % | 9,214 % 26 | 1,491 % | 6,403 % | 7,434 % | 1,642 % | 2,158 % | 9,120 % 27 | 1,554 % | 6,382 % | 7,379 % | 1,704 % | 2,208 % | 9,028 % 28 | 1,614 % | 6,361 % | 7,323 % | 1,764 % | 2,256 % | 8,937 % 29 | 1,672 % | 6,340 % | 7,266 % | 1,820 % | 2,300 % | 8,848 % 30 | 1,728 % | 6,320 % | 7,208 % | 1,874 % | 2,342 % | 8,761 % 31 | 1,782 % | 6,300 % | 7,151 % | 1,926 % | 2,383 % | 8,676 % 32 | 1,833 % | 6,282 % | 7,095 % | 1,975 % | 2,421 % | 8,594 % 33 | 1,883 % | 6,263 % | 7,040 % | 2,022 % | 2,457 % | 8,515 % 34 | 1,930 % | 6,245 % | 6,986 % | 2,067 % | 2,491 % | 8,438 % 35 | 1,976 % | 6,228 % | 6,933 % | 2,110 % | 2,524 % | 8,365 % 36 | 2,020 % | 6,212 % | 6,882 % | 2,151 % | 2,555 % | 8,294 % 37 | 2,062 % | 6,195 % | 6,832 % | 2,190 % | 2,584 % | 8,225 % 38 | 2,102 % | 6,180 % | 6,784 % | 2,228 % | 2,613 % | 8,159 % 39 | 2,140 % | 6,165 % | 6,737 % | 2,264 % | 2,640 % | 8,096 % 40 | 2,177 % | 6,150 % | 6,692 % | 2,298 % | 2,666 % | 8,036 % 41 | 2,213 % | 6,136 % | 6,649 % | 2,332 % | 2,691 % | 7,977 % 42 | 2,247 % | 6,123 % | 6,607 % | 2,363 % | 2,714 % | 7,921 % 43 | 2,280 % | 6,110 % | 6,566 % | 2,394 % | 2,737 % | 7,867 % 44 | 2,312 % | 6,097 % | 6,527 % | 2,423 % | 2,759 % | 7,815 % 45 | 2,342 % | 6,085 % | 6,490 % | 2,451 % | 2,780 % | 7,765 % 46 | 2,371 % | 6,073 % | 6,453 % | 2,478 % | 2,800 % | 7,717 % 47 | 2,399 % | 6,062 % | 6,418 % | 2,504 % | 2,819 % | 7,671 % 48 | 2,426 % | 6,051 % | 6,385 % | 2,529 % | 2,838 % | 7,627 % 49 | 2,452 % | 6,041 % | 6,352 % | 2,553 % | 2,856 % | 7,584 % 50 | 2,477 % | 6,030 % | 6,321 % | 2,576 % | 2,873 % | 7,543 % 51 | 2,501 % | 6,020 % | 6,291 % | 2,598 % | 2,890 % | 7,504 % 52 | 2,525 % | 6,011 % | 6,262 % | 2,620 % | 2,906 % | 7,465 % 53 | 2,547 % | 6,002 % | 6,233 % | 2,641 % | 2,921 % | 7,428 % 54 | 2,569 % | 5,993 % | 6,206 % | 2,661 % | 2,936 % | 7,393 % 55 | 2,590 % | 5,984 % | 6,180 % | 2,680 % | 2,951 % | 7,359 % 56 | 2,610 % | 5,976 % | 6,155 % | 2,699 % | 2,965 % | 7,326 % 57 | 2,630 % | 5,968 % | 6,130 % | 2,717 % | 2,978 % | 7,294 % 58 | 2,649 % | 5,960 % | 6,106 % | 2,734 % | 2,991 % | 7,263 % 59 | 2,667 % | 5,952 % | 6,084 % | 2,751 % | 3,004 % | 7,233 % 60 | 2,685 % | 5,945 % | 6,061 % | 2,768 % | 3,016 % | 7,204 % 61 | 2,702 % | 5,938 % | 6,040 % | 2,784 % | 3,028 % | 7,176 % 62 | 2,719 % | 5,931 % | 6,019 % | 2,799 % | 3,039 % | 7,149 % 63 | 2,735 % | 5,924 % | 5,999 % | 2,814 % | 3,050 % | 7,122 % 64 | 2,751 % | 5,918 % | 5,979 % | 2,828 % | 3,061 % | 7,097 % 65 | 2,766 % | 5,911 % | 5,961 % | 2,842 % | 3,072 % | 7,072 % 66 | 2,781 % | 5,905 % | 5,942 % | 2,856 % | 3,082 % | 7,048 % 67 | 2,795 % | 5,899 % | 5,924 % | 2,869 % | 3,092 % | 7,025 % 68 | 2,809 % | 5,893 % | 5,907 % | 2,882 % | 3,101 % | 7,003 % 69 | 2,823 % | 5,888 % | 5,890 % | 2,894 % | 3,111 % | 6,981 % 70 | 2,836 % | 5,882 % | 5,874 % | 2,907 % | 3,120 % | 6,960 % 71 | 2,848 % | 5,877 % | 5,858 % | 2,918 % | 3,128 % | 6,939 % 72 | 2,861 % | 5,872 % | 5,843 % | 2,930 % | 3,137 % | 6,919 % 73 | 2,873 % | 5,867 % | 5,827 % | 2,941 % | 3,145 % | 6,899 % 74 | 2,885 % | 5,862 % | 5,813 % | 2,952 % | 3,153 % | 6,880 % 75 | 2,896 % | 5,857 % | 5,799 % | 2,962 % | 3,161 % | 6,862 % 76 | 2,907 % | 5,852 % | 5,785 % | 2,973 % | 3,169 % | 6,844 % 77 | 2,918 % | 5,848 % | 5,771 % | 2,983 % | 3,177 % | 6,826 % 78 | 2,929 % | 5,843 % | 5,758 % | 2,992 % | 3,184 % | 6,809 % 79 | 2,939 % | 5,839 % | 5,745 % | 3,002 % | 3,191 % | 6,792 % 80 | 2,949 % | 5,835 % | 5,733 % | 3,011 % | 3,198 % | 6,776 % 81 | 2,959 % | 5,830 % | 5,721 % | 3,020 % | 3,205 % | 6,760 % 82 | 2,969 % | 5,826 % | 5,709 % | 3,029 % | 3,211 % | 6,745 % 83 | 2,978 % | 5,823 % | 5,697 % | 3,038 % | 3,218 % | 6,730 % 84 | 2,987 % | 5,819 % | 5,686 % | 3,046 % | 3,224 % | 6,715 % 85 | 2,996 % | 5,815 % | 5,675 % | 3,055 % | 3,230 % | 6,701 % 86 | 3,005 % | 5,811 % | 5,664 % | 3,063 % | 3,236 % | 6,687 % 87 | 3,013 % | 5,808 % | 5,653 % | 3,070 % | 3,242 % | 6,673 % 88 | 3,022 % | 5,804 % | 5,643 % | 3,078 % | 3,248 % | 6,660 % 89 | 3,030 % | 5,801 % | 5,633 % | 3,086 % | 3,253 % | 6,646 % 90 | 3,038 % | 5,797 % | 5,623 % | 3,093 % | 3,259 % | 6,634 % 91 | 3,046 % | 5,794 % | 5,614 % | 3,100 % | 3,264 % | 6,621 % 92 | 3,053 % | 5,791 % | 5,604 % | 3,107 % | 3,270 % | 6,609 % 93 | 3,061 % | 5,788 % | 5,595 % | 3,114 % | 3,275 % | 6,597 % 94 | 3,068 % | 5,785 % | 5,586 % | 3,121 % | 3,280 % | 6,585 % 95 | 3,075 % | 5,782 % | 5,577 % | 3,128 % | 3,285 % | 6,574 % 96 | 3,082 % | 5,779 % | 5,568 % | 3,134 % | 3,290 % | 6,562 % 97 | 3,089 % | 5,776 % | 5,560 % | 3,140 % | 3,294 % | 6,551 % 98 | 3,096 % | 5,773 % | 5,552 % | 3,147 % | 3,299 % | 6,541 % 99 | 3,102 % | 5,770 % | 5,544 % | 3,153 % | 3,303 % | 6,530 % 100 | 3,109 % | 5,768 % | 5,536 % | 3,159 % | 3,308 % | 6,520 % 101 | 3,115 % | 5,765 % | 5,528 % | 3,164 % | 3,312 % | 6,510 % 102 | 3,121 % | 5,762 % | 5,520 % | 3,170 % | 3,317 % | 6,500 % 103 | 3,127 % | 5,760 % | 5,513 % | 3,176 % | 3,321 % | 6,490 % 104 | 3,133 % | 5,757 % | 5,505 % | 3,181 % | 3,325 % | 6,480 % 105 | 3,139 % | 5,755 % | 5,498 % | 3,187 % | 3,329 % | 6,471 % 106 | 3,145 % | 5,753 % | 5,491 % | 3,192 % | 3,333 % | 6,462 % 107 | 3,151 % | 5,750 % | 5,484 % | 3,197 % | 3,337 % | 6,453 % 108 | 3,156 % | 5,748 % | 5,477 % | 3,202 % | 3,341 % | 6,444 % 109 | 3,162 % | 5,746 % | 5,471 % | 3,207 % | 3,344 % | 6,435 % 110 | 3,167 % | 5,743 % | 5,464 % | 3,212 % | 3,348 % | 6,427 % 111 | 3,172 % | 5,741 % | 5,457 % | 3,217 % | 3,352 % | 6,418 % 112 | 3,177 % | 5,739 % | 5,451 % | 3,222 % | 3,355 % | 6,410 % 113 | 3,182 % | 5,737 % | 5,445 % | 3,226 % | 3,359 % | 6,402 % 114 | 3,187 % | 5,735 % | 5,439 % | 3,231 % | 3,362 % | 6,394 % 115 | 3,192 % | 5,733 % | 5,433 % | 3,235 % | 3,365 % | 6,386 % 116 | 3,197 % | 5,731 % | 5,427 % | 3,240 % | 3,369 % | 6,379 % 117 | 3,202 % | 5,729 % | 5,421 % | 3,244 % | 3,372 % | 6,371 % 118 | 3,206 % | 5,727 % | 5,415 % | 3,249 % | 3,375 % | 6,364 % 119 | 3,211 % | 5,725 % | 5,410 % | 3,253 % | 3,378 % | 6,356 % 120 | 3,215 % | 5,723 % | 5,404 % | 3,257 % | 3,381 % | 6,349 % 121 | 3,220 % | 5,721 % | 5,399 % | 3,261 % | 3,384 % | 6,342 % 122 | 3,224 % | 5,719 % | 5,393 % | 3,265 % | 3,387 % | 6,335 % 123 | 3,228 % | 5,718 % | 5,388 % | 3,269 % | 3,390 % | 6,328 % 124 | 3,233 % | 5,716 % | 5,383 % | 3,273 % | 3,393 % | 6,322 % 125 | 3,237 % | 5,714 % | 5,378 % | 3,277 % | 3,396 % | 6,315 % 126 | 3,241 % | 5,712 % | 5,373 % | 3,280 % | 3,399 % | 6,309 % 127 | 3,245 % | 5,711 % | 5,368 % | 3,284 % | 3,402 % | 6,302 % 128 | 3,249 % | 5,709 % | 5,363 % | 3,288 % | 3,404 % | 6,296 % 129 | 3,253 % | 5,707 % | 5,358 % | 3,291 % | 3,407 % | 6,290 % 130 | 3,256 % | 5,706 % | 5,354 % | 3,295 % | 3,410 % | 6,284 % 131 | 3,260 % | 5,704 % | 5,349 % | 3,298 % | 3,412 % | 6,278 % 132 | 3,264 % | 5,703 % | 5,345 % | 3,302 % | 3,415 % | 6,272 % 133 | 3,268 % | 5,701 % | 5,340 % | 3,305 % | 3,417 % | 6,266 % 134 | 3,271 % | 5,700 % | 5,336 % | 3,308 % | 3,420 % | 6,260 % 135 | 3,275 % | 5,698 % | 5,331 % | 3,312 % | 3,422 % | 6,254 % 136 | 3,278 % | 5,697 % | 5,327 % | 3,315 % | 3,425 % | 6,249 % 137 | 3,282 % | 5,695 % | 5,323 % | 3,318 % | 3,427 % | 6,243 % 138 | 3,285 % | 5,694 % | 5,319 % | 3,321 % | 3,429 % | 6,238 % 139 | 3,288 % | 5,693 % | 5,315 % | 3,324 % | 3,432 % | 6,233 % 140 | 3,292 % | 5,691 % | 5,311 % | 3,327 % | 3,434 % | 6,227 % 141 | 3,295 % | 5,690 % | 5,307 % | 3,330 % | 3,436 % | 6,222 % 142 | 3,298 % | 5,688 % | 5,303 % | 3,333 % | 3,438 % | 6,217 % 143 | 3,301 % | 5,687 % | 5,299 % | 3,336 % | 3,441 % | 6,212 % 144 | 3,304 % | 5,686 % | 5,295 % | 3,339 % | 3,443 % | 6,207 % 145 | 3,307 % | 5,685 % | 5,291 % | 3,342 % | 3,445 % | 6,202 % 146 | 3,310 % | 5,683 % | 5,287 % | 3,345 % | 3,447 % | 6,197 % 147 | 3,313 % | 5,682 % | 5,284 % | 3,347 % | 3,449 % | 6,193 % 148 | 3,316 % | 5,681 % | 5,280 % | 3,350 % | 3,451 % | 6,188 % 149 | 3,319 % | 5,680 % | 5,277 % | 3,353 % | 3,453 % | 6,183 % 150 | 3,322 % | 5,678 % | 5,273 % | 3,355 % | 3,455 % | 6,179 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 3,067 % | 1,559 % | 2,196 % | 5,638 % | 0,340 % | 0,682 % 2 | 4,144 % | 1,631 % | 2,359 % | 5,946 % | 0,486 % | 0,707 % 3 | 5,176 % | 1,761 % | 2,545 % | 6,108 % | 0,615 % | 0,732 % 4 | 5,965 % | 1,887 % | 2,691 % | 6,187 % | 0,705 % | 0,763 % 5 | 6,586 % | 1,983 % | 2,819 % | 6,252 % | 0,774 % | 0,773 % 6 | 7,035 % | 2,048 % | 2,929 % | 6,294 % | 0,832 % | 0,767 % 7 | 7,375 % | 2,099 % | 3,028 % | 6,326 % | 0,879 % | 0,773 % 8 | 7,636 % | 2,146 % | 3,126 % | 6,361 % | 0,914 % | 0,800 % 9 | 7,834 % | 2,196 % | 3,219 % | 6,400 % | 0,937 % | 0,820 % 10 | 8,001 % | 2,250 % | 3,312 % | 6,450 % | 0,948 % | 0,814 % 11 | 8,116 % | 2,312 % | 3,407 % | 6,538 % | 0,949 % | 0,774 % 12 | 8,184 % | 2,376 % | 3,502 % | 6,651 % | 0,945 % | 0,718 % 13 | 8,218 % | 2,443 % | 3,593 % | 6,771 % | 0,942 % | 0,658 % 14 | 8,226 % | 2,509 % | 3,679 % | 6,881 % | 0,943 % | 0,604 % 15 | 8,214 % | 2,574 % | 3,757 % | 6,971 % | 0,949 % | 0,559 % 16 | 8,189 % | 2,637 % | 3,826 % | 7,030 % | 0,962 % | 0,528 % 17 | 8,153 % | 2,698 % | 3,886 % | 7,062 % | 0,981 % | 0,511 % 18 | 8,109 % | 2,757 % | 3,937 % | 7,074 % | 1,007 % | 0,509 % 19 | 8,059 % | 2,813 % | 3,980 % | 7,071 % | 1,041 % | 0,523 % 20 | 8,006 % | 2,868 % | 4,015 % | 7,054 % | 1,083 % | 0,551 % 21 | 7,950 % | 2,919 % | 4,043 % | 7,029 % | 1,132 % | 0,595 % 22 | 7,892 % | 2,969 % | 4,064 % | 6,996 % | 1,186 % | 0,648 % 23 | 7,834 % | 3,016 % | 4,080 % | 6,957 % | 1,243 % | 0,709 % 24 | 7,776 % | 3,061 % | 4,092 % | 6,915 % | 1,302 % | 0,775 % 25 | 7,718 % | 3,104 % | 4,101 % | 6,870 % | 1,361 % | 0,842 % 26 | 7,661 % | 3,145 % | 4,106 % | 6,824 % | 1,421 % | 0,912 % 27 | 7,605 % | 3,185 % | 4,110 % | 6,776 % | 1,480 % | 0,981 % 28 | 7,551 % | 3,222 % | 4,111 % | 6,728 % | 1,538 % | 1,050 % 29 | 7,498 % | 3,258 % | 4,111 % | 6,680 % | 1,594 % | 1,117 % 30 | 7,446 % | 3,292 % | 4,109 % | 6,632 % | 1,649 % | 1,184 % 31 | 7,396 % | 3,324 % | 4,107 % | 6,585 % | 1,703 % | 1,248 % 32 | 7,348 % | 3,355 % | 4,104 % | 6,539 % | 1,754 % | 1,311 % 33 | 7,302 % | 3,385 % | 4,100 % | 6,494 % | 1,804 % | 1,372 % 34 | 7,257 % | 3,414 % | 4,096 % | 6,450 % | 1,852 % | 1,431 % 35 | 7,213 % | 3,441 % | 4,091 % | 6,407 % | 1,899 % | 1,488 % 36 | 7,172 % | 3,467 % | 4,086 % | 6,366 % | 1,944 % | 1,542 % 37 | 7,131 % | 3,492 % | 4,081 % | 6,326 % | 1,987 % | 1,595 % 38 | 7,093 % | 3,516 % | 4,076 % | 6,287 % | 2,028 % | 1,646 % 39 | 7,056 % | 3,538 % | 4,071 % | 6,250 % | 2,068 % | 1,694 % 40 | 7,020 % | 3,560 % | 4,065 % | 6,214 % | 2,106 % | 1,741 % 41 | 6,986 % | 3,581 % | 4,060 % | 6,179 % | 2,143 % | 1,787 % 42 | 6,953 % | 3,602 % | 4,054 % | 6,145 % | 2,179 % | 1,830 % 43 | 6,921 % | 3,621 % | 4,049 % | 6,113 % | 2,213 % | 1,872 % 44 | 6,890 % | 3,640 % | 4,044 % | 6,081 % | 2,246 % | 1,912 % 45 | 6,861 % | 3,658 % | 4,039 % | 6,051 % | 2,277 % | 1,951 % 46 | 6,832 % | 3,675 % | 4,034 % | 6,022 % | 2,308 % | 1,988 % 47 | 6,805 % | 3,692 % | 4,028 % | 5,994 % | 2,337 % | 2,024 % 48 | 6,779 % | 3,708 % | 4,024 % | 5,967 % | 2,365 % | 2,058 % 49 | 6,753 % | 3,723 % | 4,019 % | 5,941 % | 2,392 % | 2,092 % 50 | 6,729 % | 3,738 % | 4,014 % | 5,916 % | 2,419 % | 2,124 % 51 | 6,705 % | 3,752 % | 4,009 % | 5,892 % | 2,444 % | 2,155 % 52 | 6,683 % | 3,766 % | 4,005 % | 5,869 % | 2,468 % | 2,185 % 53 | 6,661 % | 3,780 % | 4,001 % | 5,846 % | 2,492 % | 2,213 % 54 | 6,640 % | 3,793 % | 3,996 % | 5,824 % | 2,515 % | 2,241 % 55 | 6,619 % | 3,805 % | 3,992 % | 5,803 % | 2,537 % | 2,268 % 56 | 6,599 % | 3,817 % | 3,988 % | 5,783 % | 2,558 % | 2,294 % 57 | 6,580 % | 3,829 % | 3,984 % | 5,763 % | 2,578 % | 2,319 % 58 | 6,562 % | 3,840 % | 3,981 % | 5,744 % | 2,598 % | 2,343 % 59 | 6,544 % | 3,851 % | 3,977 % | 5,726 % | 2,617 % | 2,367 % 60 | 6,527 % | 3,862 % | 3,973 % | 5,708 % | 2,636 % | 2,389 % 61 | 6,510 % | 3,872 % | 3,970 % | 5,691 % | 2,654 % | 2,411 % 62 | 6,494 % | 3,882 % | 3,966 % | 5,674 % | 2,671 % | 2,433 % 63 | 6,478 % | 3,892 % | 3,963 % | 5,658 % | 2,688 % | 2,453 % 64 | 6,463 % | 3,901 % | 3,960 % | 5,642 % | 2,705 % | 2,473 % 65 | 6,448 % | 3,910 % | 3,957 % | 5,627 % | 2,721 % | 2,493 % 66 | 6,434 % | 3,919 % | 3,954 % | 5,612 % | 2,736 % | 2,512 % 67 | 6,420 % | 3,927 % | 3,951 % | 5,597 % | 2,751 % | 2,530 % 68 | 6,406 % | 3,936 % | 3,948 % | 5,584 % | 2,766 % | 2,548 % 69 | 6,393 % | 3,944 % | 3,945 % | 5,570 % | 2,780 % | 2,565 % 70 | 6,380 % | 3,952 % | 3,942 % | 5,557 % | 2,794 % | 2,582 % 71 | 6,368 % | 3,959 % | 3,940 % | 5,544 % | 2,807 % | 2,598 % 72 | 6,356 % | 3,967 % | 3,937 % | 5,532 % | 2,820 % | 2,614 % 73 | 6,344 % | 3,974 % | 3,934 % | 5,520 % | 2,833 % | 2,630 % 74 | 6,333 % | 3,981 % | 3,932 % | 5,508 % | 2,845 % | 2,645 % 75 | 6,322 % | 3,988 % | 3,930 % | 5,496 % | 2,857 % | 2,659 % 76 | 6,311 % | 3,995 % | 3,927 % | 5,485 % | 2,869 % | 2,673 % 77 | 6,300 % | 4,001 % | 3,925 % | 5,474 % | 2,880 % | 2,687 % 78 | 6,290 % | 4,008 % | 3,923 % | 5,464 % | 2,891 % | 2,701 % 79 | 6,280 % | 4,014 % | 3,921 % | 5,453 % | 2,902 % | 2,714 % 80 | 6,270 % | 4,020 % | 3,918 % | 5,443 % | 2,912 % | 2,727 % 81 | 6,261 % | 4,026 % | 3,916 % | 5,433 % | 2,923 % | 2,740 % 82 | 6,251 % | 4,031 % | 3,914 % | 5,424 % | 2,933 % | 2,752 % 83 | 6,242 % | 4,037 % | 3,912 % | 5,414 % | 2,943 % | 2,764 % 84 | 6,233 % | 4,043 % | 3,910 % | 5,405 % | 2,952 % | 2,775 % 85 | 6,225 % | 4,048 % | 3,909 % | 5,396 % | 2,961 % | 2,787 % 86 | 6,216 % | 4,053 % | 3,907 % | 5,388 % | 2,971 % | 2,798 % 87 | 6,208 % | 4,058 % | 3,905 % | 5,379 % | 2,980 % | 2,809 % 88 | 6,200 % | 4,063 % | 3,903 % | 5,371 % | 2,988 % | 2,820 % 89 | 6,192 % | 4,068 % | 3,901 % | 5,363 % | 2,997 % | 2,830 % 90 | 6,184 % | 4,073 % | 3,900 % | 5,355 % | 3,005 % | 2,840 % 91 | 6,177 % | 4,078 % | 3,898 % | 5,347 % | 3,013 % | 2,850 % 92 | 6,169 % | 4,082 % | 3,896 % | 5,339 % | 3,021 % | 2,860 % 93 | 6,162 % | 4,087 % | 3,895 % | 5,332 % | 3,029 % | 2,869 % 94 | 6,155 % | 4,091 % | 3,893 % | 5,325 % | 3,037 % | 2,879 % 95 | 6,148 % | 4,095 % | 3,892 % | 5,318 % | 3,044 % | 2,888 % 96 | 6,141 % | 4,100 % | 3,890 % | 5,311 % | 3,051 % | 2,897 % 97 | 6,135 % | 4,104 % | 3,889 % | 5,304 % | 3,059 % | 2,906 % 98 | 6,128 % | 4,108 % | 3,888 % | 5,297 % | 3,066 % | 2,914 % 99 | 6,122 % | 4,112 % | 3,886 % | 5,291 % | 3,073 % | 2,922 % 100 | 6,116 % | 4,116 % | 3,885 % | 5,284 % | 3,079 % | 2,931 % 101 | 6,110 % | 4,119 % | 3,883 % | 5,278 % | 3,086 % | 2,939 % 102 | 6,104 % | 4,123 % | 3,882 % | 5,272 % | 3,092 % | 2,947 % 103 | 6,098 % | 4,127 % | 3,881 % | 5,266 % | 3,099 % | 2,955 % 104 | 6,092 % | 4,130 % | 3,880 % | 5,260 % | 3,105 % | 2,962 % 105 | 6,086 % | 4,134 % | 3,878 % | 5,254 % | 3,111 % | 2,970 % 106 | 6,081 % | 4,137 % | 3,877 % | 5,248 % | 3,117 % | 2,977 % 107 | 6,075 % | 4,141 % | 3,876 % | 5,243 % | 3,123 % | 2,984 % 108 | 6,070 % | 4,144 % | 3,875 % | 5,237 % | 3,129 % | 2,991 % 109 | 6,065 % | 4,147 % | 3,874 % | 5,232 % | 3,135 % | 2,998 % 110 | 6,060 % | 4,150 % | 3,873 % | 5,226 % | 3,140 % | 3,005 % 111 | 6,055 % | 4,154 % | 3,871 % | 5,221 % | 3,146 % | 3,012 % 112 | 6,050 % | 4,157 % | 3,870 % | 5,216 % | 3,151 % | 3,018 % 113 | 6,045 % | 4,160 % | 3,869 % | 5,211 % | 3,156 % | 3,025 % 114 | 6,040 % | 4,163 % | 3,868 % | 5,206 % | 3,161 % | 3,031 % 115 | 6,035 % | 4,166 % | 3,867 % | 5,201 % | 3,167 % | 3,037 % 116 | 6,031 % | 4,168 % | 3,866 % | 5,196 % | 3,172 % | 3,043 % 117 | 6,026 % | 4,171 % | 3,865 % | 5,192 % | 3,176 % | 3,049 % 118 | 6,022 % | 4,174 % | 3,864 % | 5,187 % | 3,181 % | 3,055 % 119 | 6,017 % | 4,177 % | 3,863 % | 5,183 % | 3,186 % | 3,061 % 120 | 6,013 % | 4,180 % | 3,862 % | 5,178 % | 3,191 % | 3,067 % 121 | 6,009 % | 4,182 % | 3,861 % | 5,174 % | 3,195 % | 3,072 % 122 | 6,004 % | 4,185 % | 3,860 % | 5,170 % | 3,200 % | 3,078 % 123 | 6,000 % | 4,187 % | 3,860 % | 5,165 % | 3,204 % | 3,083 % 124 | 5,996 % | 4,190 % | 3,859 % | 5,161 % | 3,209 % | 3,089 % 125 | 5,992 % | 4,192 % | 3,858 % | 5,157 % | 3,213 % | 3,094 % 126 | 5,988 % | 4,195 % | 3,857 % | 5,153 % | 3,217 % | 3,099 % 127 | 5,985 % | 4,197 % | 3,856 % | 5,149 % | 3,222 % | 3,104 % 128 | 5,981 % | 4,200 % | 3,855 % | 5,145 % | 3,226 % | 3,109 % 129 | 5,977 % | 4,202 % | 3,854 % | 5,141 % | 3,230 % | 3,114 % 130 | 5,973 % | 4,204 % | 3,854 % | 5,137 % | 3,234 % | 3,119 % 131 | 5,970 % | 4,206 % | 3,853 % | 5,134 % | 3,238 % | 3,124 % 132 | 5,966 % | 4,209 % | 3,852 % | 5,130 % | 3,242 % | 3,129 % 133 | 5,963 % | 4,211 % | 3,851 % | 5,126 % | 3,245 % | 3,133 % 134 | 5,959 % | 4,213 % | 3,851 % | 5,123 % | 3,249 % | 3,138 % 135 | 5,956 % | 4,215 % | 3,850 % | 5,119 % | 3,253 % | 3,143 % 136 | 5,952 % | 4,217 % | 3,849 % | 5,116 % | 3,256 % | 3,147 % 137 | 5,949 % | 4,219 % | 3,848 % | 5,113 % | 3,260 % | 3,151 % 138 | 5,946 % | 4,221 % | 3,848 % | 5,109 % | 3,264 % | 3,156 % 139 | 5,943 % | 4,223 % | 3,847 % | 5,106 % | 3,267 % | 3,160 % 140 | 5,939 % | 4,225 % | 3,846 % | 5,103 % | 3,270 % | 3,164 % 141 | 5,936 % | 4,227 % | 3,846 % | 5,099 % | 3,274 % | 3,168 % 142 | 5,933 % | 4,229 % | 3,845 % | 5,096 % | 3,277 % | 3,172 % 143 | 5,930 % | 4,231 % | 3,844 % | 5,093 % | 3,281 % | 3,176 % 144 | 5,927 % | 4,233 % | 3,844 % | 5,090 % | 3,284 % | 3,180 % 145 | 5,924 % |

4,235 % | 3,843 % | 5,087 % | 3,287 % | 3,184 % 146 | 5,921 % | 4,237 % | 3,842 % | 5,084 % | 3,290 % | 3,188 % 147 | 5,918 % | 4,238 % | 3,842 % | 5,081 % | 3,293 % | 3,192 % 148 | 5,916 % | 4,240 % | 3,841 % | 5,078 % | 3,296 % | 3,196 % 149 | 5,913 % | 4,242 % | 3,840 % | 5,075 % | 3,299 % | 3,199 % 150 | 5,910 % | 4,244 % | 3,840 % | 5,072 % | 3,302 % | 3,203 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 10,448 % | 0,509 % | -0,125 % 2 | 11,830 % | 0,355 % | -0,140 % 3 | 12,604 % | 0,328 % | -0,150 % 4 | 13,054 % | 0,335 % | -0,166 % 5 | 13,313 % | 0,365 % | -0,164 % 6 | 13,430 % | 0,384 % | -0,156 % 7 | 13,444 % | 0,456 % | -0,144 % 8 | 13,378 % | 0,510 % | -0,125 % 9 | 13,261 % | 0,545 % | -0,105 % 10 | 13,114 % | 0,569 % | -0,085 % 11 | 12,948 % | 0,590 % | -0,065 % 12 | 12,768 % | 0,609 % | -0,048 % 13 | 12,579 % | 0,630 % | -0,033 % 14 | 12,386 % | 0,650 % | -0,020 % 15 | 12,190 % | 0,668 % | -0,006 % 16 | 11,993 % | 0,684 % | 0,009 % 17 | 11,798 % | 0,697 % | 0,024 % 18 | 11,606 % | 0,707 % | 0,034 % 19 | 11,418 % | 0,714 % | 0,040 % 20 | 11,234 % | 0,718 % | 0,038 % 21 | 11,056 % | 0,719 % | 0,029 % 22 | 10,883 % | 0,719 % | 0,018 % 23 | 10,716 % | 0,721 % | 0,007 % 24 | 10,555 % | 0,725 % | 0,000 % 25 | 10,400 % | 0,731 % | -0,002 % 26 | 10,252 % | 0,741 % | 0,002 % 27 | 10,109 % | 0,750 % | 0,013 % 28 | 9,973 % | 0,756 % | 0,031 % 29 | 9,843 % | 0,754 % | 0,057 % 30 | 9,718 % | 0,744 % | 0,091 % 31 | 9,598 % | 0,724 % | 0,134 % 32 | 9,484 % | 0,699 % | 0,182 % 33 | 9,375 % | 0,670 % | 0,235 % 34 | 9,271 % | 0,641 % | 0,291 % 35 | 9,171 % | 0,612 % | 0,349 % 36 | 9,076 % | 0,586 % | 0,408 % 37 | 8,985 % | 0,563 % | 0,467 % 38 | 8,898 % | 0,543 % | 0,526 % 39 | 8,815 % | 0,528 % | 0,584 % 40 | 8,735 % | 0,516 % | 0,642 % 41 | 8,659 % | 0,508 % | 0,699 % 42 | 8,586 % | 0,504 % | 0,754 % 43 | 8,516 % | 0,504 % | 0,808 % 44 | 8,449 % | 0,507 % | 0,861 % 45 | 8,384 % | 0,515 % | 0,913 % 46 | 8,323 % | 0,526 % | 0,963 % 47 | 8,263 % | 0,541 % | 1,011 % 48 | 8,206 % | 0,560 % | 1,059 % 49 | 8,151 % | 0,582 % | 1,104 % 50 | 8,098 % | 0,607 % | 1,149 % 51 | 8,048 % | 0,637 % | 1,192 % 52 | 7,999 % | 0,669 % | 1,233 % 53 | 7,952 % | 0,704 % | 1,274 % 54 | 7,906 % | 0,740 % | 1,313 % 55 | 7,862 % | 0,777 % | 1,351 % 56 | 7,820 % | 0,815 % | 1,388 % 57 | 7,779 % | 0,853 % | 1,423 % 58 | 7,740 % | 0,892 % | 1,458 % 59 | 7,702 % | 0,930 % | 1,491 % 60 | 7,665 % | 0,969 % | 1,524 % 61 | 7,629 % | 1,007 % | 1,555 % 62 | 7,595 % | 1,044 % | 1,586 % 63 | 7,561 % | 1,082 % | 1,616 % 64 | 7,529 % | 1,118 % | 1,644 % 65 | 7,497 % | 1,154 % | 1,672 % 66 | 7,467 % | 1,190 % | 1,699 % 67 | 7,437 % | 1,225 % | 1,726 % 68 | 7,409 % | 1,259 % | 1,752 % 69 | 7,381 % | 1,292 % | 1,777 % 70 | 7,354 % | 1,325 % | 1,801 % 71 | 7,327 % | 1,357 % | 1,824 % 72 | 7,302 % | 1,389 % | 1,847 % 73 | 7,277 % | 1,419 % | 1,870 % 74 | 7,253 % | 1,450 % | 1,891 % 75 | 7,229 % | 1,479 % | 1,913 % 76 | 7,206 % | 1,508 % | 1,933 % 77 | 7,184 % | 1,536 % | 1,953 % 78 | 7,162 % | 1,563 % | 1,973 % 79 | 7,141 % | 1,590 % | 1,992 % 80 | 7,120 % | 1,616 % | 2,011 % 81 | 7,100 % | 1,642 % | 2,029 % 82 | 7,081 % | 1,667 % | 2,047 % 83 | 7,061 % | 1,692 % | 2,064 % 84 | 7,043 % | 1,716 % | 2,081 % 85 | 7,024 % | 1,739 % | 2,098 % 86 | 7,007 % | 1,762 % | 2,114 % 87 | 6,989 % | 1,784 % | 2,130 % 88 | 6,972 % | 1,806 % | 2,145 % 89 | 6,955 % | 1,828 % | 2,160 % 90 | 6,939 % | 1,849 % | 2,175 % 91 | 6,923 % | 1,869 % | 2,190 % 92 | 6,908 % | 1,890 % | 2,204 % 93 | 6,892 % | 1,909 % | 2,218 % 94 | 6,878 % | 1,929 % | 2,231 % 95 | 6,863 % | 1,948 % | 2,244 % 96 | 6,849 % | 1,966 % | 2,257 % 97 | 6,835 % | 1,984 % | 2,270 % 98 | 6,821 % | 2,002 % | 2,283 % 99 | 6,808 % | 2,020 % | 2,295 % 100 | 6,794 % | 2,037 % | 2,307 % 101 | 6,782 % | 2,054 % | 2,319 % 102 | 6,769 % | 2,070 % | 2,330 % 103 | 6,756 % | 2,086 % | 2,341 % 104 | 6,744 % | 2,102 % | 2,352 % 105 | 6,732 % | 2,118 % | 2,363 % 106 | 6,721 % | 2,133 % | 2,374 % 107 | 6,709 % | 2,148 % | 2,384 % 108 | 6,698 % | 2,163 % | 2,395 % 109 | 6,687 % | 2,177 % | 2,405 % 110 | 6,676 % | 2,191 % | 2,415 % 111 | 6,665 % | 2,205 % | 2,424 % 112 | 6,655 % | 2,219 % | 2,434 % 113 | 6,645 % | 2,232 % | 2,443 % 114 | 6,635 % | 2,246 % | 2,453 % 115 | 6,625 % | 2,259 % | 2,462 % 116 | 6,615 % | 2,271 % | 2,471 % 117 | 6,605 % | 2,284 % | 2,479 % 118 | 6,596 % | 2,296 % | 2,488 % 119 | 6,587 % | 2,308 % | 2,496 % 120 | 6,578 % | 2,320 % | 2,505 % 121 | 6,569 % | 2,332 % | 2,513 % 122 | 6,560 % | 2,343 % | 2,521 % 123 | 6,551 % | 2,355 % | 2,529 % 124 | 6,543 % | 2,366 % | 2,537 % 125 | 6,534 % | 2,377 % | 2,544 % 126 | 6,526 % | 2,388 % | 2,552 % 127 | 6,518 % | 2,399 % | 2,559 % 128 | 6,510 % | 2,409 % | 2,567 % 129 | 6,502 % | 2,419 % | 2,574 % 130 | 6,494 % | 2,429 % | 2,581 % 131 | 6,487 % | 2,440 % | 2,588 % 132 | 6,479 % | 2,449 % | 2,595 % 133 | 6,472 % | 2,459 % | 2,602 % 134 | 6,464 % | 2,469 % | 2,608 % 135 | 6,457 % | 2,478 % | 2,615 % 136 | 6,450 % | 2,487 % | 2,621 % 137 | 6,443 % | 2,497 % | 2,628 % 138 | 6,436 % | 2,506 % | 2,634 % 139 | 6,430 % | 2,514 % | 2,640 % 140 | 6,423 % | 2,523 % | 2,646 % 141 | 6,416 % | 2,532 % | 2,652 % 142 | 6,410 % | 2,540 % | 2,658 % 143 | 6,404 % | 2,549 % | 2,664 % 144 | 6,397 % | 2,557 % | 2,670 % 145 | 6,391 % | 2,565 % | 2,676 % 146 | 6,385 % | 2,573 % | 2,681 % 147 | 6,379 % | 2,581 % | 2,687 % 148 | 6,373 % | 2,589 % | 2,692 % 149 | 6,367 % | 2,597 % | 2,698 % 150 | 6,361 % | 2,605 % | 2,703 % * * * 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 | 31 | 5 | 0 | 25 | 1 2 | 0 | 0 | 39 | 5 | 0 | 41 | 0 3 | 0 | 1 | 44 | 5 | 1 | 46 | 0 4 | 0 | 2 | 47 | 5 | 3 | 47 | 0 5 | 0 | 4 | 51 | 5 | 4 | 51 | 0 6 | 1 | 5 | 54 | 5 | 6 | 53 | 0 7 | 2 | 5 | 57 | 5 | 9 | 54 | 0 8 | 2 | 7 | 58 | 5 | 11 | 54 | 0 9 | 3 | 7 | 60 | 5 | 12 | 51 | 0 10 | 3 | 8 | 62 | 5 | 13 | 50 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 391 | 4 | 16 2 | 0 | 0 | 0 | 0 | 242 | 4 | 22 3 | 1 | 0 | 0 | 0 | 215 | 4 | 25 4 | 2 | 0 | 0 | 0 | 188 | 4 | 26 5 | 4 | 0 | 0 | 0 | 172 | 4 | 27 6 | 5 | 0 | 0 | 0 | 169 | 4 | 28 7 | 5 | 0 | 0 | 0 | 166 | 4 | 29 8 | 7 | 0 | 1 | 0 | 170 | 2 | 30 9 | 7 | 0 | 2 | 0 | 172 | 1 | 31 10 | 8 | 0 | 3 | 0 | 174 | 4 | 31 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 5 | 5 | 0 | 16 | 0 | 4 2 | 14 | 11 | 11 | 0 | 22 | 0 | 4 3 | 19 | 14 | 15 | 0 | 25 | 0 | 4 4 | 21 | 16 | 17 | 0 | 26 | 0 | 4 5 | 24 | 18 | 19 | 0 | 27 | 0 | 4 6 | 25 | 19 | 20 | 0 | 28 | 0 | 4 7 | 27 | 21 | 22 | 0 | 29 | 0 | 4 8 | 28 | 22 | 23 | 1 | 30 | 0 | 4 9 | 30 | 23 | 24 | 2 | 31 | 0 | 4 10 | 31 | 24 | 25 | 3 | 31 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 25 | 9 | 12 | 18 | 5 | 0 | 0 2 | 41 | 17 | 15 | 21 | 11 | 0 | 0 3 | 46 | 19 | 18 | 26 | 15 | 0 | 0 4 | 47 | 20 | 19 | 30 | 17 | 0 | 0 5 | 51 | 22 | 21 | 33 | 19 | 0 | 0 6 | 53 | 23 | 22 | 37 | 20 | 0 | 0 7 | 54 | 24 | 23 | 38 | 22 | 0 | 0 8 | 54 | 26 | 25 | 39 | 23 | 0 | 0 9 | 51 | 27 | 25 | 40 | 24 | 0 | 0 10 | 50 | 25 | 25 | 40 | 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 | 19 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 | 16 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 0 | 10 | 0 | 0 | 9 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 3 | 1 | 29 | 0 | 10 | 0 | 0 | 10 4 | 2 | 36 | 0 | 10 | 0 | 0 | 10 5 | 2 | 38 | 0 | 10 | 0 | 0 | 10 6 | 3 | 41 | 0 | 10 | 0 | 0 | 10 7 | 4 | 43 | 0 | 10 | 0 | 0 | 10 8 | 7 | 41 | 0 | 10 | 0 | 0 | 10 9 | 5 | 38 | 0 | 10 | 0 | 0 | 10 10 | 5 | 41 | 0 | 10 | 1 | 0 | 10 Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 6 | 9 | 1 | 4 2 | 0 | 0 | 0 | 8 | 12 | 0 | 4 3 | 0 | 0 | 0 | 8 | 12 | 0 | 4 4 | 0 | 0 | 0 | 8 | 14 | 0 | 4 5 | 0 | 1 | 0 | 7 | 15 | 0 | 4 6 | 0 | 5 | 0 | 8 | 15 | 0 | 4 7 | 0 | 7 | 0 | 10 | 15 | 0 | 4 8 | 0 | 11 | 0 | 11 | 15 | 0 | 4 9 | 0 | 17 | 0 | 11 | 15 | 0 | 4 10 | 0 | 17 | 0 | 13 | 15 | 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 | 6 | 20 | 45 | 119 | 232 | 551 | 1187 2 | 6 | 20 | 45 | 119 | 232 | 551 | 955 3 | 7 | 22 | 46 | 112 | 228 | 547 | 779 4 | 8 | 25 | 48 | 114 | 227 | 546 | 645 5 | 10 | 27 | 54 | 117 | 227 | 546 | 546 6 | 11 | 30 | 57 | 122 | 227 | 546 | 546 7 | 12 | 32 | 59 | 125 | 227 | 546 | 546 8 | 12 | 33 | 58 | 123 | 227 | 546 | 546 9 | 12 | 33 | 58 | 122 | 227 | 546 | 546 10 | 13 | 35 | 59 | 122 | 227 | 546 | 546 11 | 14 | 36 | 59 | 122 | 227 | 546 | 546 12 | 14 | 37 | 59 | 122 | 227 | 546 | 546 13 | 14 | 37 | 59 | 122 | 227 | 546 | 546 14 | 15 | 37 | 59 | 122 | 227 | 546 | 546 15 | 14 | 37 | 59 | 122 | 227 | 546 | 546 16 | 14 | 37 | 59 | 122 | 227 | 546 | 546 17 | 14 | 37 | 59 | 122 | 227 | 546 | 546 18 | 14 | 37 | 59 | 122 | 227 | 546 | 546 19 | 14 | 37 | 59 | 122 | 227 | 546 | 546 20 | 16 | 37 | 59 | 122 | 227 | 546 | 546 21 | 16 | 37 | 59 | 122 | 227 | 546 | 546 22 | 17 | 37 | 59 | 122 | 227 | 546 | 546 23 | 17 | 37 | 59 | 122 | 227 | 546 | 546 24 | 18 | 37 | 59 | 122 | 227 | 546 | 546 25 | 19 | 37 | 59 | 122 | 227 | 546 | 546 26 | 20 | 37 | 59 | 122 | 227 | 546 | 546 27 | 21 | 37 | 59 | 122 | 227 | 546 | 546 28 | 21 | 37 | 59 | 122 | 227 | 546 | 546 29 | 22 | 37 | 59 | 122 | 227 | 546 | 546 30 | 22 | 37 | 59 | 122 | 227 | 546 | 546 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 | 13 | 27 | 52 | 126 | 239 | 558 | 1207 2 | 15 | 29 | 54 | 128 | 241 | 560 | 970 3 | 17 | 32 | 55 | 121 | 238 | 556 | 791 4 | 18 | 34 | 58 | 123 | 236 | 555 | 655 5 | 19 | 36 | 62 | 126 | 236 | 554 | 554 6 | 19 | 38 | 65 | 130 | 235 | 554 | 554 7 | 20 | 39 | 66 | 132 | 234 | 553 | 553 8 | 19 | 39 | 65 | 130 | 234 | 552 | 552 9 | 19 | 40 | 65 | 129 | 233 | 552 | 552 10 | 19 | 40 | 64 | 128 | 233 | 551 | 551 11 | 19 | 41 | 64 | 127 | 232 | 551 | 551 12 | 18 | 41 | 63 | 127 | 232 | 550 | 550 13 | 18 | 41 | 63 | 126 | 231 | 550 | 550 14 | 18 | 41 | 62 | 126 | 230 | 549 | 549 15 | 17 | 40 | 62 | 125 | 230 | 549 | 549 16 | 17 | 40 | 61 | 125 | 229 | 548 | 548 17 | 17 | 40 | 61 | 125 | 229 | 548 | 548 18 | 17 | 39 | 61 | 124 | 229 | 548 | 548 19 | 17 | 39 | 61 | 125 | 229 | 548 | 548 20 | 17 | 40 | 61 | 125 | 230 | 548 | 548 21 | 17 | 40 | 62 | 125 | 230 | 549 | 549 22 | 17 | 40 | 62 | 125 | 230 | 549 | 549 23 | 18 | 41 | 62 | 126 | 230 | 549 | 549 24 | 18 | 41 | 62 | 126 | 230 | 549 | 549 25 | 20 | 41 | 62 | 126 | 230 | 549 | 549 26 | 20 | 41 | 62 | 126 | 230 | 549 | 549 27 | 21 | 41 | 62 | 126 | 230 | 549 | 549 28 | 21 | 41 | 62 | 126 | 230 | 549 | 549 29 | 22 | 41 | 62 | 126 | 230 | 549 | 549 30 | 22 | 41 | 62 | 125 | 230 | 549 | 549 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 | 44 | 118 | 232 | 550 | 1186 2 | 6 | 20 | 44 | 118 | 232 | 550 | 955 3 | 7 | 22 | 46 | 112 | 228 | 547 | 779 4 | 8 | 25 | 48 | 114 | 227 | 546 | 645 5 | 10 | 27 | 53 | 117 | 227 | 546 | 546 6 | 11 | 29 | 57 | 122 | 227 | 546 | 546 7 | 12 | 32 | 59 | 124 | 227 | 546 | 546 8 | 12 | 32 | 58 | 123 | 227 | 546 | 546 9 | 12 | 33 | 58 | 122 | 227 | 546 | 546 10 | 13 | 34 | 58 | 122 | 227 | 546 | 546 11 | 13 | 36 | 59 | 122 | 227 | 546 | 546 12 | 14 | 36 | 59 | 122 | 227 | 546 | 546 13 | 14 | 37 | 59 | 122 | 227 | 546 | 546 14 | 14 | 37 | 59 | 122 | 227 | 546 | 546 15 | 14 | 37 | 59 | 122 | 227 | 546 | 546 16 | 14 | 37 | 59 | 122 | 227 | 546 | 546 17 | 14 | 37 | 59 | 122 | 227 | 546 | 546 18 | 14 | 37 | 59 | 122 | 227 | 546 | 546 19 | 14 | 37 | 59 | 122 | 227 | 546 | 546 20 | 16 | 37 | 59 | 122 | 227 | 546 | 546 21 | 16 | 37 | 59 | 122 | 227 | 546 | 546 22 | 17 | 37 | 59 | 122 | 227 | 546 | 546 23 | 17 | 37 | 59 | 122 | 227 | 546 | 546 24 | 18 | 37 | 59 | 122 | 227 | 546 | 546 25 | 19 | 37 | 59 | 122 | 227 | 546 | 546 26 | 20 | 37 | 59 | 122 | 227 | 546 | 546 27 | 21 | 37 | 59 | 122 | 227 | 546 | 546 28 | 21 | 37 | 59 | 122 | 227 | 546 | 546 29 | 22 | 37 | 59 | 122 | 227 | 546 | 546 30 | 22 | 37 | 59 | 122 | 227 | 546 | 546 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 | 80 | 94 | 118 | 192 | 306 | 624 | 1208 2 | 76 | 90 | 115 | 189 | 302 | 621 | 974 3 | 80 | 95 | 118 | 185 | 301 | 620 | 796 4 | 79 | 95 | 119 | 185 | 298 | 616 | 660 5 | 78 | 96 | 122 | 186 | 296 | 614 | 614 6 | 78 | 96 | 124 | 189 | 294 | 612 | 612 7 | 77 | 96 | 123 | 189 | 292 | 610 | 610 8 | 76 | 96 | 122 | 187 | 291 | 609 | 609 9 | 75 | 96 | 121 | 185 | 289 | 608 | 608 10 | 72 | 93 | 117 | 181 | 286 | 605 | 605 11 | 70 | 92 | 115 | 179 | 283 | 602 | 602 12 | 69 | 91 | 114 | 177 | 282 | 601 | 601 13 | 68 | 91 | 113 | 176 | 281 | 600 | 600 14 | 68 | 91 | 113 | 176 | 281 | 599 | 599 15 | 68 | 91 | 112 | 176 | 280 | 599 | 599 16 | 67 | 90 | 112 | 175 | 280 | 598 | 598 17 | 67 | 90 | 111 | 175 | 279 | 598 | 598 18 | 66 | 89 | 111 | 174 | 279 | 597 | 597 19 | 65 | 88 | 110 | 173 | 278 | 597 | 597 20 | 65 | 88 | 109 | 173 | 277 | 596 | 596 21 | 64 | 87 | 108 | 172 | 277 | 595 | 595 22 | 63 | 86 | 108 | 171 | 276 | 595 | 595 23 | 62 | 85 | 107 | 170 | 275 | 594 | 594 24 | 61 | 84 | 106 | 169 | 274 | 593 | 593 25 | 60 | 83 | 105 | 168 | 273 | 592 | 592 26 | 59 | 82 | 104 | 167 | 272 | 591 | 591 27 | 58 | 81 | 103 | 166 | 271 | 589 | 589 28 | 57 | 80 | 102 | 165 | 270 | 588 | 588 29 | 56 | 79 | 101 | 164 | 269 | 587 | 587 30 | 55 | 78 | 99 | 163 | 268 | 586 | 586 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 | 48 | 122 | 236 | 554 | 1195 2 | 12 | 26 | 50 | 124 | 237 | 556 | 962 3 | 14 | 29 | 52 | 118 | 235 | 553 | 784 4 | 16 | 32 | 55 | 121 | 234 | 553 | 650 5 | 17 | 35 | 61 | 124 | 234 | 553 | 553 6 | 18 | 37 | 64 | 129 | 234 | 553 | 553 7 | 19 | 39 | 66 | 131 | 234 | 553 | 553 8 | 19 | 39 | 65 | 130 | 234 | 552 | 552 9 | 18 | 39 | 64 | 128 | 233 | 552 | 552 10 | 18 | 40 | 64 | 128 | 233 | 551 | 551 11 | 19 | 41 | 64 | 128 | 232 | 551 | 551 12 | 19 | 42 | 64 | 127 | 232 | 551 | 551 13 | 19 | 42 | 64 | 127 | 232 | 551 | 551 14 | 19 | 42 | 64 | 127 | 232 | 550 | 550 15 | 19 | 42 | 63 | 127 | 232 | 550 | 550 16 | 19 | 42 | 63 | 127 | 231 | 550 | 550 17 | 19 | 42 | 63 | 127 | 231 | 550 | 550 18 | 19 | 42 | 63 | 127 | 231 | 550 | 550 19 | 19 | 42 | 63 | 127 | 232 | 550 | 550 20 | 19 | 42 | 64 | 127 | 232 | 551 | 551 21 | 20 | 43 | 64 | 128 | 232 | 551 | 551 22 | 20 | 43 | 64 | 128 | 233 | 551 | 551 23 | 20 | 43 | 65 | 128 | 233 | 551 | 551 24 | 20 | 43 | 65 | 128 | 233 | 551 | 551 25 | 20 | 43 | 65 | 128 | 233 | 551 | 551 26 | 20 | 43 | 65 | 128 | 233 | 551 | 551 27 | 21 | 43 | 65 | 128 | 233 | 551 | 551 28 | 21 | 43 | 64 | 128 | 233 | 551 | 551 29 | 22 | 43 | 64 | 128 | 233 | 551 | 551 30 | 22 | 43 | 64 | 128 | 233 | 551 | 551 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 | 49 | 63 | 88 | 162 | 275 | 594 | 1197 2 | 53 | 67 | 91 | 165 | 279 | 597 | 964 3 | 58 | 73 | 97 | 163 | 279 | 598 | 788 4 | 62 | 78 | 102 | 167 | 280 | 599 | 653 5 | 64 | 81 | 108 | 171 | 281 | 600 | 600 6 | 65 | 84 | 111 | 176 | 281 | 600 | 600 7 | 66 | 85 | 112 | 178 | 281 | 599 | 599 8 | 65 | 85 | 111 | 176 | 280 | 598 | 598 9 | 64 | 85 | 110 | 174 | 278 | 597 | 597 10 | 63 | 84 | 108 | 172 | 277 | 596 | 596 11 | 62 | 84 | 107 | 171 | 275 | 594 | 594 12 | 61 | 83 | 106 | 169 | 274 | 593 | 593 13 | 60 | 83 | 104 | 168 | 273 | 591 | 591 14 | 59 | 82 | 103 | 167 | 271 | 590 | 590 15 | 58 | 80 | 102 | 165 | 270 | 589 | 589 16 | 57 | 79 | 101 | 164 | 269 | 588 | 588 17 | 56 | 79 | 100 | 164 | 268 | 587 | 587 18 | 55 | 78 | 99 | 163 | 268 | 586 | 586 19 | 54 | 77 | 99 | 162 | 267 | 586 | 586 20 | 54 | 77 | 98 | 162 | 267 | 585 | 585 21 | 53 | 76 | 98 | 161 | 266 | 585 | 585 22 | 52 | 75 | 97 | 160 | 265 | 584 | 584 23 | 52 | 75 | 96 | 160 | 264 | 583 | 583 24 | 51 | 74 | 95 | 159 | 264 | 582 | 582 25 | 50 | 73 | 94 | 158 | 263 | 581 | 581 26 | 49 | 72 | 94 | 157 | 262 | 581 | 581 27 | 48 | 71 | 93 | 156 | 261 | 580 | 580 28 | 48 | 71 | 92 | 155 | 260 | 579 | 579 29 | 47 | 70 | 91 | 155 | 259 | 578 | 578 30 | 46 | 69 | 90 | 154 | 259 | 577 | 577 2.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 19 | 44 | 118 | 231 | 550 | 1186 2 | 5 | 19 | 44 | 118 | 231 | 550 | 954 3 | 6 | 22 | 45 | 111 | 227 | 546 | 778 4 | 8 | 24 | 48 | 113 | 226 | 545 | 645 5 | 9 | 27 | 53 | 116 | 226 | 545 | 545 6 | 10 | 29 | 56 | 121 | 226 | 545 | 545 7 | 11 | 31 | 58 | 124 | 226 | 545 | 545 8 | 11 | 32 | 58 | 122 | 226 | 545 | 545 9 | 12 | 33 | 58 | 122 | 226 | 545 | 545 10 | 12 | 34 | 58 | 121 | 226 | 545 | 545 11 | 13 | 35 | 58 | 121 | 226 | 545 | 545 12 | 13 | 36 | 58 | 121 | 226 | 545 | 545 13 | 13 | 36 | 58 | 121 | 226 | 545 | 545 14 | 14 | 37 | 58 | 121 | 226 | 545 | 545 15 | 14 | 36 | 58 | 121 | 226 | 545 | 545 16 | 14 | 36 | 58 | 121 | 226 | 545 | 545 17 | 14 | 36 | 58 | 121 | 226 | 545 | 545 18 | 14 | 36 | 58 | 121 | 226 | 545 | 545 19 | 14 | 36 | 58 | 121 | 226 | 545 | 545 20 | 16 | 36 | 58 | 121 | 226 | 545 | 545 21 | 16 | 36 | 58 | 121 | 226 | 545 | 545 22 | 17 | 36 | 58 | 121 | 226 | 545 | 545 23 | 17 | 37 | 58 | 122 | 226 | 545 | 545 24 | 18 | 37 | 58 | 122 | 226 | 545 | 545 25 | 19 | 37 | 58 | 122 | 226 | 545 | 545 26 | 20 | 37 | 58 | 122 | 226 | 545 | 545 27 | 21 | 37 | 58 | 122 | 226 | 545 | 545 28 | 21 | 37 | 58 | 122 | 226 | 545 | 545 29 | 22 | 37 | 58 | 122 | 226 | 545 | 545 30 | 22 | 37 | 58 | 122 | 226 | 545 | 545 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 24 | 55 | 150 | 250 | 569 | 1203 2 | 7 | 24 | 55 | 150 | 250 | 569 | 967 3 | 8 | 26 | 55 | 136 | 246 | 565 | 789 4 | 10 | 29 | 57 | 126 | 244 | 563 | 653 5 | 11 | 31 | 58 | 114 | 243 | 562 | 562 6 | 14 | 34 | 61 | 107 | 242 | 561 | 561 7 | 16 | 37 | 62 | 100 | 241 | 560 | 560 8 | 17 | 38 | 60 | 93 | 240 | 559 | 559 9 | 20 | 45 | 64 | 87 | 239 | 558 | 558 10 | 19 | 45 | 62 | 84 | 238 | 557 | 557 11 | 18 | 44 | 60 | 84 | 237 | 556 | 556 12 | 18 | 43 | 61 | 85 | 236 | 555 | 555 13 | 18 | 44 | 61 | 85 | 236 | 554 | 554 14 | 18 | 44 | 61 | 85 | 235 | 554 | 554 15 | 18 | 44 | 61 | 85 | 234 | 553 | 553 16 | 18 | 44 | 61 | 85 | 233 | 551 | 551 17 | 18 | 44 | 61 | 85 | 232 | 550 | 550 18 | 18 | 44 | 61 | 85 | 231 | 550 | 550 19 | 18 | 44 | 61 | 85 | 231 | 550 | 550 20 | 18 | 44 | 61 | 85 | 232 | 550 | 550 21 | 18 | 44 | 61 | 85 | 232 | 550 | 550 22 | 18 | 44 | 61 | 85 | 231 | 550 | 550 23 | 18 | 44 | 61 | 85 | 231 | 550 | 550 24 | 18 | 44 | 61 | 85 | 230 | 549 | 549 25 | 19 | 44 | 61 | 85 | 230 | 548 | 548 26 | 20 | 44 | 61 | 85 | 229 | 548 | 548 27 | 21 | 44 | 61 | 85 | 229 | 547 | 547 28 | 21 | 44 | 61 | 85 | 228 | 547 | 547 29 | 22 | 44 | 61 | 85 | 228 | 547 | 547 30 | 22 | 44 | 61 | 85 | 228 | 546 | 546 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 | 86 | 100 | 124 | 198 | 312 | 630 | 1253 2 | 84 | 98 | 122 | 196 | 310 | 628 | 1012 3 | 83 | 98 | 122 | 188 | 304 | 623 | 828 4 | 82 | 99 | 122 | 188 | 301 | 620 | 688 5 | 81 | 99 | 125 | 188 | 298 | 617 | 617 6 | 80 | 99 | 126 | 191 | 296 | 615 | 615 7 | 79 | 98 | 125 | 191 | 294 | 612 | 612 8 | 76 | 97 | 123 | 187 | 291 | 610 | 610 9 | 74 | 95 | 120 | 184 | 289 | 608 | 608 10 | 73 | 95 | 119 | 183 | 287 | 606 | 606 11 | 72 | 94 | 118 | 181 | 286 | 604 | 604 12 | 71 | 94 | 116 | 179 | 284 | 603 | 603 13 | 70 | 93 | 114 | 178 | 283 | 601 | 601 14 | 69 | 91 | 113 | 176 | 281 | 600 | 600 15 | 67 | 90 | 112 | 175 | 280 | 598 | 598 16 | 66 | 89 | 110 | 174 | 279 | 597 | 597 17 | 65 | 88 | 109 | 173 | 278 | 596 | 596 18 | 64 | 87 | 108 | 172 | 277 | 595 | 595 19 | 63 | 86 | 108 | 171 | 276 | 594 | 594 20 | 62 | 85 | 107 | 170 | 275 | 594 | 594 21 | 61 | 84 | 106 | 169 | 274 | 593 | 593 22 | 60 | 83 | 105 | 168 | 273 | 592 | 592 23 | 59 | 82 | 104 | 167 | 272 | 591 | 591 24 | 58 | 81 | 103 | 166 | 271 | 590 | 590 25 | 57 | 80 | 102 | 165 | 270 | 589 | 589 26 | 56 | 79 | 101 | 164 | 269 | 588 | 588 27 | 55 | 78 | 100 | 163 | 268 | 586 | 586 28 | 54 | 77 | 99 | 162 | 267 | 585 | 585 29 | 53 | 76 | 98 | 161 | 266 | 584 | 584 30 | 52 | 75 | 97 | 160 | 265 | 583 | 583 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 | 59 | 73 | 97 | 171 | 284 | 603 | 1206 2 | 58 | 72 | 96 | 170 | 283 | 602 | 972 3 | 58 | 73 | 96 | 162 | 279 | 597 | 794 4 | 58 | 74 | 98 | 163 | 277 | 595 | 658 5 | 57 | 75 | 101 | 165 | 275 | 593 | 593 6 | 57 | 75 | 103 | 168 | 273 | 592 | 592 7 | 57 | 76 | 103 | 169 | 271 | 590 | 590 8 | 55 | 75 | 101 | 166 | 270 | 589 | 589 9 | 54 | 75 | 100 | 164 | 268 | 587 | 587 10 | 53 | 75 | 99 | 162 | 267 | 586 | 586 11 | 52 | 75 | 98 | 161 | 266 | 585 | 585 12 | 52 | 75 | 97 | 160 | 265 | 584 | 584 13 | 52 | 74 | 96 | 160 | 264 | 583 | 583 14 | 51 | 74 | 96 | 159 | 264 | 582 | 582 15 | 51 | 73 | 95 | 158 | 263 | 582 | 582 16 | 50 | 72 | 94 | 157 | 262 | 581 | 581 17 | 49 | 72 | 93 | 157 | 262 | 580 | 580 18 | 48 | 71 | 93 | 156 | 261 | 580 | 580 19 | 48 | 71 | 92 | 156 | 261 | 579 | 579 20 | 48 | 71 | 92 | 156 | 260 | 579 | 579 21 | 47 | 70 | 92 | 155 | 260 | 579 | 579 22 | 47 | 70 | 91 | 155 | 260 | 578 | 578 23 | 46 | 69 | 91 | 154 | 259 | 578 | 578 24 | 46 | 69 | 90 | 154 | 258 | 577 | 577 25 | 45 | 68 | 90 | 153 | 258 | 576 | 576 26 | 44 | 67 | 89 | 152 | 257 | 576 | 576 27 | 44 | 67 | 88 | 152 | 256 | 575 | 575 28 | 43 | 66 | 88 | 151 | 256 | 574 | 574 29 | 42 | 65 | 87 | 150 | 255 | 574 | 574 30 | 42 | 65 | 86 | 150 | 254 | 573 | 573 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 | 70 | 144 | 257 | 576 | 1206 2 | 32 | 46 | 70 | 144 | 258 | 576 | 970 3 | 32 | 47 | 71 | 137 | 253 | 572 | 792 4 | 32 | 49 | 72 | 138 | 251 | 570 | 656 5 | 33 | 51 | 77 | 140 | 250 | 569 | 569 6 | 33 | 52 | 79 | 144 | 249 | 568 | 568 7 | 34 | 53 | 80 | 146 | 249 | 567 | 567 8 | 33 | 53 | 79 | 144 | 248 | 566 | 566 9 | 32 | 53 | 78 | 142 | 247 | 566 | 566 10 | 32 | 54 | 78 | 141 | 246 | 565 | 565 11 | 32 | 54 | 77 | 141 | 246 | 564 | 564 12 | 32 | 54 | 76 | 140 | 245 | 563 | 563 13 | 31 | 54 | 76 | 139 | 244 | 563 | 563 14 | 31 | 54 | 75 | 139 | 243 | 562 | 562 15 | 30 | 53 | 74 | 138 | 243 | 561 | 561 16 | 29 | 52 | 74 | 137 | 242 | 560 | 560 17 | 29 | 52 | 73 | 137 | 241 | 560 | 560 18 | 28 | 51 | 73 | 136 | 241 | 560 | 560 19 | 28 | 51 | 73 | 136 | 241 | 559 | 559 20 | 28 | 51 | 73 | 136 | 241 | 559 | 559 21 | 28 | 51 | 73 | 136 | 241 | 559 | 559 22 | 28 | 51 | 73 | 136 | 241 | 559 | 559 23 | 28 | 51 | 72 | 136 | 241 | 559 | 559 24 | 28 | 51 | 72 | 136 | 240 | 559 | 559 25 | 27 | 50 | 72 | 135 | 240 | 559 | 559 26 | 27 | 50 | 72 | 135 | 240 | 559 | 559 27 | 27 | 50 | 71 | 135 | 240 | 558 | 558 28 | 27 | 50 | 71 | 135 | 239 | 558 | 558 29 | 26 | 49 | 71 | 134 | 239 | 558 | 558 30 | 26 | 49 | 71 | 134 | 239 | 557 | 557 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 | 99 | 213 | 531 | 1181 2 | 1 | 5 | 26 | 100 | 214 | 532 | 950 3 | 2 | 5 | 27 | 94 | 210 | 529 | 775 4 | 3 | 7 | 30 | 96 | 209 | 528 | 642 5 | 4 | 9 | 35 | 99 | 209 | 527 | 541 6 | 5 | 11 | 39 | 104 | 209 | 527 | 527 7 | 5 | 14 | 40 | 106 | 209 | 527 | 527 8 | 6 | 14 | 40 | 105 | 209 | 527 | 527 9 | 7 | 15 | 40 | 104 | 209 | 527 | 527 10 | 8 | 16 | 40 | 104 | 209 | 527 | 527 11 | 9 | 18 | 41 | 105 | 210 | 528 | 528 12 | 9 | 18 | 40 | 104 | 208 | 527 | 527 13 | 10 | 19 | 41 | 105 | 209 | 528 | 528 14 | 11 | 19 | 41 | 104 | 209 | 528 | 528 15 | 12 | 18 | 40 | 103 | 208 | 527 | 527 16 | 13 | 17 | 39 | 102 | 207 | 526 | 526 17 | 13 | 17 | 39 | 102 | 207 | 526 | 526 18 | 14 | 17 | 39 | 102 | 207 | 526 | 526 19 | 14 | 18 | 39 | 103 | 207 | 526 | 526 20 | 16 | 19 | 40 | 103 | 208 | 527 | 527 21 | 16 | 19 | 40 | 104 | 208 | 527 | 527 22 | 17 | 20 | 40 | 104 | 208 | 527 | 527 23 | 17 | 20 | 40 | 104 | 208 | 527 | 527 24 | 18 | 22 | 40 | 103 | 208 | 527 | 527 25 | 18 | 22 | 40 | 103 | 208 | 527 | 527 26 | 20 | 23 | 40 | 103 | 208 | 527 | 527 27 | 20 | 23 | 41 | 103 | 208 | 527 | 527 28 | 21 | 24 | 43 | 103 | 208 | 526 | 526 29 | 21 | 26 | 44 | 103 | 208 | 526 | 526 30 | 22 | 26 | 45 | 103 | 208 | 526 | 526 2.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 61 | 85 | 159 | 273 | 591 | 1199 2 | 47 | 61 | 85 | 159 | 273 | 591 | 965 3 | 47 | 62 | 86 | 152 | 268 | 587 | 787 4 | 48 | 64 | 88 | 153 | 266 | 585 | 652 5 | 48 | 66 | 92 | 155 | 265 | 584 | 584 6 | 48 | 67 | 94 | 159 | 264 | 583 | 583 7 | 48 | 68 | 95 | 161 | 263 | 582 | 582 8 | 47 | 68 | 93 | 158 | 262 | 581 | 581 9 | 46 | 67 | 92 | 156 | 261 | 580 | 580 10 | 46 | 68 | 92 | 155 | 260 | 579 | 579 11 | 46 | 68 | 91 | 155 | 259 | 578 | 578 12 | 45 | 68 | 90 | 154 | 259 | 577 | 577 13 | 45 | 68 | 90 | 153 | 258 | 576 | 576 14 | 45 | 67 | 89 | 152 | 257 | 576 | 576 15 | 44 | 67 | 88 | 152 | 257 | 575 | 575 16 | 43 | 66 | 87 | 151 | 256 | 574 | 574 17 | 42 | 65 | 87 | 150 | 255 | 574 | 574 18 | 42 | 65 | 86 | 150 | 255 | 573 | 573 19 | 41 | 64 | 86 | 149 | 254 | 573 | 573 20 | 41 | 64 | 86 | 149 | 254 | 573 | 573 21 | 41 | 64 | 85 | 149 | 254 | 572 | 572 22 | 41 | 64 | 85 | 149 | 253 | 572 | 572 23 | 40 | 63 | 85 | 148 | 253 | 571 | 571 24 | 40 | 62 | 84 | 147 | 252 | 571 | 571 25 | 39 | 62 | 83 | 147 | 252 | 570 | 570 26 | 38 | 61 | 83 | 146 | 251 | 570 | 570 27 | 38 | 61 | 82 | 146 | 250 | 569 | 569 28 | 37 | 60 | 81 | 145 | 250 | 568 | 568 29 | 36 | 59 | 81 | 144 | 249 | 568 | 568 30 | 36 | 59 | 80 | 144 | 248 | 567 | 567 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 | 55 | 129 | 243 | 561 | 1204 2 | 21 | 35 | 59 | 133 | 247 | 565 | 970 3 | 25 | 40 | 63 | 129 | 246 | 564 | 792 4 | 28 | 45 | 68 | 134 | 247 | 566 | 656 5 | 31 | 49 | 75 | 138 | 248 | 567 | 567 6 | 30 | 49 | 76 | 141 | 246 | 565 | 565 7 | 35 | 55 | 81 | 147 | 250 | 568 | 568 8 | 34 | 54 | 80 | 145 | 248 | 567 | 567 9 | 34 | 56 | 80 | 145 | 249 | 568 | 568 10 | 36 | 58 | 82 | 146 | 251 | 569 | 569 11 | 38 | 60 | 83 | 147 | 252 | 570 | 570 12 | 39 | 62 | 84 | 147 | 252 | 571 | 571 13 | 40 | 63 | 84 | 148 | 253 | 571 | 571 14 | 40 | 63 | 85 | 148 | 253 | 571 | 571 15 | 40 | 63 | 85 | 148 | 253 | 572 | 572 16 | 40 | 63 | 84 | 148 | 252 | 571 | 571 17 | 40 | 63 | 84 | 148 | 252 | 571 | 571 18 | 39 | 62 | 83 | 147 | 252 | 570 | 570 19 | 39 | 62 | 83 | 147 | 251 | 570 | 570 20 | 39 | 62 | 83 | 147 | 251 | 570 | 570 21 | 39 | 62 | 83 | 147 | 251 | 570 | 570 22 | 38 | 61 | 83 | 146 | 251 | 570 | 570 23 | 38 | 61 | 83 | 146 | 251 | 569 | 569 24 | 38 | 61 | 82 | 146 | 250 | 569 | 569 25 | 37 | 60 | 82 | 145 | 250 | 569 | 569 26 | 37 | 60 | 81 | 145 | 249 | 568 | 568 27 | 36 | 59 | 81 | 144 | 249 | 568 | 568 28 | 36 | 59 | 80 | 144 | 248 | 567 | 567 29 | 35 | 58 | 80 | 143 | 248 | 566 | 566 30 | 35 | 58 | 79 | 143 | 247 | 566 | 566 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 | 16 | 30 | 55 | 129 | 242 | 561 | 1204 2 | 18 | 32 | 56 | 130 | 243 | 562 | 970 3 | 20 | 35 | 58 | 124 | 241 | 559 | 792 4 | 21 | 37 | 61 | 127 | 240 | 558 | 656 5 | 23 | 40 | 66 | 130 | 240 | 558 | 558 6 | 24 | 42 | 70 | 135 | 240 | 558 | 558 7 | 25 | 44 | 71 | 137 | 240 | 558 | 558 8 | 25 | 45 | 71 | 136 | 240 | 558 | 558 9 | 25 | 46 | 71 | 135 | 240 | 558 | 558 10 | 25 | 47 | 71 | 135 | 240 | 558 | 558 11 | 26 | 48 | 72 | 135 | 240 | 558 | 558 12 | 27 | 49 | 72 | 135 | 240 | 559 | 559 13 | 27 | 50 | 72 | 135 | 240 | 559 | 559 14 | 27 | 50 | 72 | 135 | 240 | 559 | 559 15 | 27 | 50 | 72 | 135 | 240 | 559 | 559 16 | 27 | 50 | 72 | 135 | 240 | 558 | 558 17 | 27 | 50 | 72 | 135 | 240 | 558 | 558 18 | 27 | 50 | 72 | 135 | 240 | 558 | 558 19 | 27 | 50 | 71 | 135 | 240 | 558 | 558 20 | 27 | 50 | 72 | 135 | 240 | 558 | 558 21 | 27 | 50 | 72 | 135 | 240 | 558 | 558 22 | 27 | 50 | 71 | 135 | 240 | 558 | 558 23 | 26 | 49 | 71 | 134 | 239 | 558 | 558 24 | 26 | 49 | 71 | 134 | 239 | 557 | 557 25 | 26 | 49 | 70 | 134 | 238 | 557 | 557 26 | 25 | 48 | 70 | 133 | 238 | 557 | 557 27 | 25 | 48 | 69 | 133 | 237 | 556 | 556 28 | 24 | 47 | 69 | 132 | 237 | 556 | 556 29 | 24 | 47 | 68 | 132 | 237 | 555 | 555 30 | 24 | 47 | 68 | 132 | 236 | 555 | 555 2.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 51 | 64 | 89 | 163 | 276 | 595 | 1204 2 | 53 | 67 | 92 | 166 | 279 | 598 | 973 3 | 57 | 72 | 96 | 162 | 278 | 597 | 798 4 | 59 | 76 | 99 | 165 | 278 | 597 | 664 5 | 61 | 79 | 105 | 169 | 279 | 597 | 597 6 | 63 | 82 | 109 | 174 | 279 | 598 | 598 7 | 64 | 84 | 110 | 176 | 279 | 597 | 597 8 | 63 | 84 | 110 | 174 | 278 | 597 | 597 9 | 63 | 84 | 109 | 173 | 278 | 597 | 597 10 | 64 | 86 | 110 | 173 | 278 | 597 | 597 11 | 64 | 86 | 109 | 173 | 278 | 596 | 596 12 | 64 | 86 | 109 | 172 | 277 | 596 | 596 13 | 63 | 86 | 108 | 171 | 276 | 595 | 595 14 | 63 | 86 | 107 | 171 | 275 | 594 | 594 15 | 62 | 85 | 106 | 170 | 274 | 593 | 593 16 | 61 | 84 | 105 | 169 | 274 | 592 | 592 17 | 60 | 83 | 105 | 168 | 273 | 592 | 592 18 | 59 | 82 | 104 | 167 | 272 | 591 | 591 19 | 59 | 82 | 103 | 167 | 272 | 590 | 590 20 | 58 | 81 | 103 | 166 | 271 | 589 | 589 21 | 57 | 80 | 102 | 165 | 270 | 589 | 589 22 | 57 | 80 | 101 | 165 | 269 | 588 | 588 23 | 56 | 79 | 100 | 164 | 268 | 587 | 587 24 | 55 | 78 | 99 | 163 | 268 | 586 | 586 25 | 54 | 77 | 98 | 162 | 267 | 585 | 585 26 | 53 | 76 | 97 | 161 | 266 | 584 | 584 27 | 52 | 75 | 97 | 160 | 265 | 583 | 583 28 | 51 | 74 | 96 | 159 | 264 | 582 | 582 29 | 50 | 73 | 95 | 158 | 263 | 582 | 582 30 | 49 | 72 | 94 | 157 | 262 | 581 | 581 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 | 82 | 96 | 120 | 194 | 308 | 626 | 1270 2 | 86 | 100 | 125 | 199 | 312 | 631 | 1031 3 | 88 | 103 | 126 | 192 | 309 | 627 | 847 4 | 88 | 105 | 128 | 194 | 307 | 626 | 705 5 | 92 | 109 | 135 | 199 | 309 | 627 | 627 6 | 93 | 112 | 139 | 204 | 309 | 628 | 628 7 | 95 | 115 | 141 | 207 | 310 | 628 | 628 8 | 96 | 116 | 142 | 207 | 311 | 629 | 629 9 | 97 | 118 | 143 | 207 | 311 | 630 | 630 10 | 97 | 119 | 143 | 207 | 311 | 630 | 630 11 | 97 | 120 | 143 | 206 | 311 | 630 | 630 12 | 97 | 119 | 142 | 205 | 310 | 629 | 629 13 | 96 | 119 | 141 | 204 | 309 | 627 | 627 14 | 95 | 118 | 139 | 203 | 307 | 626 | 626 15 | 93 | 116 | 138 | 201 | 306 | 625 | 625 16 | 92 | 115 | 136 | 200 | 304 | 623 | 623 17 | 90 | 113 | 135 | 198 | 303 | 622 | 622 18 | 89 | 112 | 134 | 197 | 302 | 620 | 620 19 | 88 | 111 | 132 | 196 | 300 | 619 | 619 20 | 86 | 109 | 131 | 194 | 299 | 618 | 618 21 | 85 | 108 | 129 | 193 | 298 | 616 | 616 22 | 83 | 106 | 128 | 191 | 296 | 615 | 615 23 | 82 | 105 | 126 | 190 | 295 | 613 | 613 24 | 80 | 103 | 125 | 188 | 293 | 612 | 612 25 | 79 | 102 | 123 | 187 | 291 | 610 | 610 26 | 77 | 100 | 122 | 185 | 290 | 608 | 608 27 | 76 | 98 | 120 | 183 | 288 | 607 | 607 28 | 74 | 97 | 118 | 182 | 287 | 605 | 605 29 | 72 | 95 | 117 | 180 | 285 | 604 | 604 30 | 71 | 94 | 115 | 179 | 284 | 602 | 602 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 | 10 | 24 | 48 | 122 | 236 | 554 | 1211 2 | 13 | 27 | 52 | 125 | 239 | 557 | 972 3 | 17 | 32 | 55 | 121 | 238 | 556 | 793 4 | 19 | 36 | 59 | 125 | 238 | 557 | 657 5 | 22 | 39 | 65 | 129 | 239 | 558 | 558 6 | 23 | 42 | 69 | 134 | 240 | 558 | 558 7 | 25 | 45 | 71 | 137 | 240 | 558 | 558 8 | 25 | 45 | 71 | 136 | 240 | 558 | 558 9 | 25 | 46 | 71 | 135 | 240 | 558 | 558 10 | 26 | 47 | 71 | 135 | 240 | 558 | 558 11 | 26 | 48 | 71 | 135 | 240 | 558 | 558 12 | 26 | 49 | 71 | 135 | 239 | 558 | 558 13 | 26 | 49 | 70 | 134 | 239 | 557 | 557 14 | 25 | 48 | 70 | 133 | 238 | 557 | 557 15 | 25 | 48 | 69 | 133 | 237 | 556 | 556 16 | 24 | 47 | 68 | 132 | 236 | 555 | 555 17 | 23 | 46 | 68 | 131 | 236 | 555 | 555 18 | 23 | 46 | 68 | 131 | 236 | 554 | 554 19 | 23 | 46 | 67 | 131 | 236 | 554 | 554 20 | 23 | 46 | 67 | 131 | 236 | 554 | 554 21 | 23 | 46 | 68 | 131 | 236 | 554 | 554 22 | 23 | 46 | 68 | 131 | 236 | 554 | 554 23 | 23 | 46 | 68 | 131 | 236 | 554 | 554 24 | 23 | 46 | 67 | 131 | 236 | 554 | 554 25 | 23 | 46 | 67 | 131 | 236 | 554 | 554 26 | 23 | 46 | 67 | 131 | 235 | 554 | 554 27 | 23 | 45 | 67 | 130 | 235 | 554 | 554 28 | 22 | 45 | 67 | 130 | 235 | 554 | 554 29 | 22 | 45 | 67 | 130 | 235 | 553 | 553 30 | 22 | 45 | 66 | 130 | 235 | 553 | 553 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 | 109 | 134 | 208 | 321 | 640 | 1279 2 | 96 | 110 | 134 | 208 | 321 | 640 | 1034 3 | 97 | 112 | 135 | 201 | 318 | 636 | 846 4 | 98 | 114 | 138 | 203 | 316 | 635 | 704 5 | 99 | 116 | 142 | 206 | 316 | 635 | 635 6 | 99 | 118 | 145 | 210 | 315 | 634 | 634 7 | 100 | 119 | 146 | 212 | 315 | 633 | 633 8 | 100 | 120 | 146 | 211 | 314 | 633 | 633 9 | 99 | 120 | 145 | 209 | 313 | 632 | 632 10 | 98 | 119 | 143 | 207 | 312 | 631 | 631 11 | 97 | 119 | 142 | 205 | 310 | 629 | 629 12 | 95 | 118 | 140 | 204 | 308 | 627 | 627 13 | 94 | 116 | 138 | 202 | 306 | 625 | 625 14 | 92 | 115 | 136 | 200 | 305 | 623 | 623 15 | 90 | 113 | 135 | 198 | 303 | 621 | 621 16 | 88 | 111 | 133 | 196 | 301 | 619 | 619 17 | 86 | 109 | 131 | 194 | 299 | 618 | 618 18 | 85 | 108 | 129 | 193 | 298 | 616 | 616 19 | 84 | 106 | 128 | 191 | 296 | 615 | 615 20 | 83 | 105 | 127 | 190 | 295 | 614 | 614 21 | 81 | 104 | 126 | 189 | 294 | 613 | 613 22 | 80 | 103 | 125 | 188 | 293 | 612 | 612 23 | 79 | 102 | 124 | 187 | 292 | 610 | 610 24 | 78 | 101 | 122 | 186 | 291 | 609 | 609 25 | 77 | 100 | 121 | 185 | 289 | 608 | 608 26 | 76 | 99 | 120 | 183 | 288 | 607 | 607 27 | 74 | 97 | 119 | 182 | 287 | 606 | 606 28 | 73 | 96 | 118 | 181 | 286 | 605 | 605 29 | 72 | 95 | 117 | 180 | 285 | 603 | 603 30 | 71 | 94 | 116 | 179 | 284 | 602 | 602 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 | 333 | 346 | 371 | 445 | 558 | 877 | 1300 2 | 83 | 97 | 122 | 196 | 309 | 628 | 1046 3 | 87 | 102 | 125 | 191 | 308 | 626 | 855 4 | 90 | 106 | 130 | 196 | 309 | 627 | 710 5 | 92 | 110 | 136 | 200 | 310 | 628 | 628 6 | 94 | 113 | 140 | 205 | 310 | 629 | 629 7 | 96 | 115 | 142 | 208 | 311 | 629 | 629 8 | 96 | 117 | 143 | 207 | 311 | 630 | 630 9 | 97 | 118 | 143 | 207 | 311 | 630 | 630 10 | 97 | 119 | 143 | 206 | 311 | 630 | 630 11 | 97 | 120 | 143 | 206 | 311 | 630 | 630 12 | 98 | 121 | 143 | 206 | 311 | 630 | 630 13 | 99 | 121 | 143 | 207 | 311 | 630 | 630 14 | 99 | 122 | 144 | 207 | 312 | 631 | 631 15 | 100 | 123 | 144 | 208 | 313 | 631 | 631 16 | 101 | 124 | 145 | 209 | 314 | 632 | 632 17 | 102 | 125 | 146 | 210 | 315 | 633 | 633 18 | 103 | 126 | 147 | 211 | 316 | 634 | 634 19 | 104 | 127 | 148 | 212 | 316 | 635 | 635 20 | 104 | 127 | 149 | 212 | 317 | 636 | 636 21 | 104 | 127 | 149 | 212 | 317 | 636 | 636 22 | 104 | 127 | 149 | 212 | 317 | 635 | 635 23 | 104 | 126 | 148 | 211 | 316 | 635 | 635 24 | 103 | 126 | 147 | 211 | 315 | 634 | 634 25 | 102 | 125 | 146 | 210 | 314 | 633 | 633 26 | 100 | 123 | 145 | 208 | 313 | 632 | 632 27 | 99 | 122 | 144 | 207 | 312 | 630 | 630 28 | 98 | 121 | 142 | 206 | 310 | 629 | 629 29 | 96 | 119 | 141 | 204 | 309 | 628 | 628 30 | 95 | 118 | 139 | 203 | 308 | 626 | 626 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 | 11 | 36 | 110 | 223 | 542 | 1198 2 | 1 | 11 | 36 | 110 | 223 | 542 | 964 3 | 2 | 13 | 37 | 103 | 219 | 538 | 786 4 | 3 | 15 | 39 | 104 | 217 | 536 | 651 5 | 4 | 17 | 43 | 106 | 216 | 535 | 548 6 | 5 | 18 | 45 | 110 | 215 | 534 | 534 7 | 5 | 20 | 47 | 112 | 215 | 533 | 533 8 | 7 | 20 | 45 | 110 | 214 | 533 | 533 9 | 7 | 19 | 44 | 108 | 213 | 532 | 532 10 | 8 | 20 | 44 | 108 | 213 | 531 | 531 11 | 9 | 21 | 44 | 108 | 212 | 531 | 531 12 | 9 | 22 | 44 | 108 | 212 | 531 | 531 13 | 11 | 22 | 44 | 108 | 212 | 531 | 531 14 | 11 | 23 | 44 | 108 | 213 | 531 | 531 15 | 12 | 23 | 45 | 108 | 213 | 531 | 531 16 | 13 | 23 | 45 | 108 | 213 | 531 | 531 17 | 13 | 24 | 45 | 109 | 213 | 532 | 532 18 | 14 | 24 | 46 | 109 | 214 | 532 | 532 19 | 15 | 25 | 46 | 110 | 214 | 533 | 533 20 | 16 | 26 | 47 | 111 | 215 | 534 | 534 21 | 17 | 26 | 48 | 111 | 216 | 535 | 535 22 | 17 | 27 | 49 | 112 | 217 | 535 | 535 23 | 18 | 28 | 49 | 113 | 217 | 536 | 536 24 | 18 | 28 | 50 | 113 | 218 | 536 | 536 25 | 20 | 29 | 50 | 114 | 218 | 537 | 537 26 | 20 | 29 | 50 | 114 | 219 | 537 | 537 27 | 21 | 29 | 51 | 114 | 219 | 538 | 538 28 | 21 | 30 | 51 | 114 | 219 | 538 | 538 29 | 22 | 30 | 51 | 115 | 220 | 538 | 538 30 | 22 | 30 | 52 | 115 | 220 | 538 | 538 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 | 53 | 67 | 91 | 165 | 278 | 597 | 1201 2 | 54 | 67 | 92 | 166 | 279 | 598 | 966 3 | 54 | 70 | 93 | 159 | 275 | 594 | 788 4 | 55 | 71 | 95 | 160 | 274 | 592 | 653 5 | 55 | 73 | 99 | 163 | 273 | 591 | 591 6 | 56 | 75 | 102 | 167 | 272 | 591 | 591 7 | 56 | 75 | 102 | 168 | 271 | 589 | 589 8 | 55 | 76 | 102 | 166 | 270 | 589 | 589 9 | 55 | 76 | 101 | 165 | 269 | 588 | 588 10 | 54 | 76 | 100 | 163 | 268 | 587 | 587 11 | 53 | 75 | 98 | 162 | 267 | 585 | 585 12 | 52 | 75 | 97 | 160 | 265 | 584 | 584 13 | 51 | 74 | 95 | 159 | 264 | 582 | 582 14 | 50 | 73 | 94 | 157 | 262 | 581 | 581 15 | 48 | 71 | 93 | 156 | 261 | 580 | 580 16 | 47 | 70 | 91 | 155 | 259 | 578 | 578 17 | 45 | 68 | 90 | 153 | 258 | 577 | 577 18 | 44 | 67 | 89 | 152 | 257 | 576 | 576 19 | 44 | 66 | 88 | 151 | 256 | 575 | 575 20 | 43 | 66 | 87 | 151 | 256 | 574 | 574 21 | 42 | 65 | 87 | 150 | 255 | 574 | 574 22 | 42 | 65 | 86 | 150 | 255 | 573 | 573 23 | 41 | 64 | 86 | 149 | 254 | 572 | 572 24 | 40 | 63 | 85 | 148 | 253 | 572 | 572 25 | 40 | 63 | 84 | 148 | 252 | 571 | 571 26 | 39 | 62 | 84 | 147 | 252 | 570 | 570 27 | 38 | 61 | 83 | 146 | 251 | 570 | 570 28 | 38 | 61 | 82 | 146 | 250 | 569 | 569 29 | 37 | 60 | 82 | 145 | 250 | 568 | 568 30 | 36 | 59 | 81 | 144 | 249 | 568 | 568 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 | 116 | 130 | 155 | 229 | 342 | 661 | 1283 2 | 117 | 131 | 156 | 230 | 343 | 662 | 1037 3 | 120 | 135 | 158 | 224 | 341 | 659 | 850 4 | 121 | 138 | 161 | 227 | 340 | 659 | 709 5 | 123 | 141 | 167 | 230 | 340 | 659 | 659 6 | 124 | 143 | 170 | 235 | 340 | 659 | 659 7 | 125 | 144 | 171 | 237 | 340 | 658 | 658 8 | 124 | 144 | 170 | 235 | 339 | 658 | 658 9 | 123 | 144 | 169 | 233 | 338 | 657 | 657 10 | 123 | 145 | 169 | 232 | 337 | 656 | 656 11 | 122 | 144 | 168 | 231 | 336 | 654 | 654 12 | 121 | 143 | 166 | 229 | 334 | 653 | 653 13 | 119 | 142 | 164 | 227 | 332 | 651 | 651 14 | 117 | 140 | 162 | 225 | 330 | 649 | 649 15 | 115 | 138 | 160 | 223 | 328 | 647 | 647 16 | 113 | 136 | 157 | 221 | 325 | 644 | 644 17 | 111 | 134 | 155 | 219 | 323 | 642 | 642 18 | 108 | 131 | 153 | 216 | 321 | 640 | 640 19 | 106 | 129 | 151 | 214 | 319 | 638 | 638 20 | 105 | 128 | 149 | 213 | 317 | 636 | 636 21 | 103 | 126 | 148 | 211 | 316 | 634 | 634 22 | 101 | 124 | 146 | 209 | 314 | 633 | 633 23 | 99 | 122 | 144 | 207 | 312 | 631 | 631 24 | 98 | 121 | 142 | 206 | 310 | 629 | 629 25 | 96 | 119 | 140 | 204 | 308 | 627 | 627 26 | 94 | 117 | 138 | 202 | 307 | 625 | 625 27 | 92 | 115 | 137 | 200 | 305 | 624 | 624 28 | 91 | 114 | 135 | 198 | 303 | 622 | 622 29 | 89 | 112 | 133 | 197 | 302 | 620 | 620 30 | 87 | 110 | 132 | 195 | 300 | 619 | 619 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 | 170 | 184 | 208 | 282 | 396 | 714 | 1252 2 | 179 | 193 | 217 | 291 | 405 | 723 | 1021 3 | 185 | 200 | 223 | 289 | 406 | 724 | 843 4 | 187 | 203 | 227 | 293 | 406 | 724 | 724 5 | 188 | 206 | 232 | 296 | 406 | 724 | 724 6 | 188 | 207 | 234 | 299 | 404 | 723 | 723 7 | 188 | 208 | 235 | 301 | 403 | 722 | 722 8 | 187 | 207 | 233 | 298 | 402 | 720 | 720 9 | 185 | 207 | 231 | 296 | 400 | 719 | 719 10 | 185 | 206 | 230 | 294 | 399 | 717 | 717 11 | 183 | 206 | 229 | 292 | 397 | 716 | 716 12 | 181 | 204 | 226 | 290 | 394 | 713 | 713 13 | 179 | 202 | 223 | 287 | 392 | 710 | 710 14 | 176 | 199 | 220 | 284 | 389 | 707 | 707 15 | 173 | 196 | 217 | 281 | 385 | 704 | 704 16 | 170 | 193 | 214 | 278 | 382 | 701 | 701 17 | 166 | 189 | 211 | 274 | 379 | 698 | 698 18 | 163 | 186 | 208 | 271 | 376 | 695 | 695 19 | 160 | 183 | 205 | 268 | 373 | 692 | 692 20 | 157 | 180 | 202 | 265 | 370 | 689 | 689 21 | 154 | 177 | 199 | 262 | 367 | 686 | 686 22 | 151 | 174 | 196 | 259 | 364 | 683 | 683 23 | 148 | 171 | 193 | 256 | 361 | 680 | 680 24 | 145 | 168 | 190 | 253 | 358 | 676 | 676 25 | 142 | 165 | 186 | 250 | 355 | 673 | 673 26 | 139 | 162 | 183 | 247 | 352 | 670 | 670 27 | 136 | 159 | 181 | 244 | 349 | 667 | 667 28 | 133 | 156 | 178 | 241 | 346 | 665 | 665 29 | 131 | 153 | 175 | 238 | 343 | 662 | 662 30 | 128 | 151 | 172 | 236 | 340 | 659 | 659 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 | 30 | 44 | 69 | 143 | 256 | 575 | 1223 2 | 31 | 45 | 70 | 144 | 257 | 576 | 985 3 | 32 | 48 | 71 | 137 | 254 | 572 | 805 4 | 33 | 50 | 73 | 139 | 252 | 571 | 668 5 | 34 | 52 | 78 | 142 | 251 | 570 | 570 6 | 35 | 53 | 81 | 146 | 251 | 569 | 569 7 | 35 | 55 | 82 | 147 | 250 | 569 | 569 8 | 34 | 54 | 80 | 145 | 249 | 567 | 567 9 | 33 | 54 | 79 | 143 | 248 | 567 | 567 10 | 33 | 55 | 79 | 142 | 247 | 566 | 566 11 | 33 | 55 | 78 | 142 | 246 | 565 | 565 12 | 33 | 55 | 77 | 141 | 246 | 564 | 564 13 | 32 | 55 | 77 | 140 | 245 | 564 | 564 14 | 32 | 55 | 76 | 140 | 245 | 563 | 563 15 | 32 | 55 | 76 | 140 | 244 | 563 | 563 16 | 32 | 54 | 76 | 139 | 244 | 563 | 563 17 | 31 | 54 | 76 | 139 | 244 | 563 | 563 18 | 31 | 54 | 76 | 139 | 244 | 563 | 563 19 | 32 | 54 | 76 | 139 | 244 | 563 | 563 20 | 32 | 55 | 76 | 140 | 244 | 563 | 563 21 | 32 | 55 | 76 | 140 | 244 | 563 | 563 22 | 32 | 55 | 76 | 140 | 244 | 563 | 563 23 | 31 | 54 | 76 | 139 | 244 | 563 | 563 24 | 31 | 54 | 76 | 139 | 244 | 563 | 563 25 | 31 | 54 | 75 | 139 | 244 | 562 | 562 26 | 31 | 54 | 75 | 139 | 243 | 562 | 562 27 | 30 | 53 | 75 | 138 | 243 | 562 | 562 28 | 30 | 53 | 74 | 138 | 243 | 561 | 561 29 | 30 | 53 | 74 | 138 | 242 | 561 | 561 30 | 29 | 52 | 74 | 137 | 242 | 561 | 561 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 | 28 | 41 | 66 | 140 | 253 | 572 | 1235 2 | 29 | 43 | 68 | 142 | 255 | 574 | 996 3 | 32 | 47 | 70 | 136 | 253 | 571 | 814 4 | 34 | 50 | 74 | 140 | 253 | 571 | 676 5 | 36 | 54 | 80 | 144 | 253 | 572 | 572 6 | 38 | 56 | 83 | 148 | 254 | 572 | 572 7 | 39 | 59 | 86 | 151 | 254 | 573 | 573 8 | 39 | 59 | 85 | 150 | 254 | 573 | 573 9 | 39 | 60 | 85 | 149 | 254 | 573 | 573 10 | 40 | 62 | 86 | 150 | 254 | 573 | 573 11 | 41 | 63 | 86 | 150 | 255 | 573 | 573 12 | 42 | 64 | 87 | 150 | 255 | 574 | 574 13 | 42 | 65 | 87 | 150 | 255 | 573 | 573 14 | 42 | 65 | 86 | 150 | 255 | 573 | 573 15 | 42 | 65 | 86 | 150 | 254 | 573 | 573 16 | 41 | 64 | 86 | 149 | 254 | 573 | 573 17 | 41 | 64 | 86 | 149 | 254 | 573 | 573 18 | 41 | 64 | 86 | 149 | 254 | 573 | 573 19 | 41 | 64 | 86 | 149 | 254 | 573 | 573 20 | 42 | 65 | 86 | 150 | 254 | 573 | 573 21 | 42 | 65 | 86 | 150 | 255 | 573 | 573 22 | 42 | 65 | 86 | 150 | 254 | 573 | 573 23 | 42 | 64 | 86 | 149 | 254 | 573 | 573 24 | 41 | 64 | 86 | 149 | 254 | 572 | 572 25 | 41 | 64 | 85 | 149 | 253 | 572 | 572 26 | 40 | 63 | 85 | 148 | 253 | 572 | 572 27 | 40 | 63 | 84 | 148 | 252 | 571 | 571 28 | 39 | 62 | 84 | 147 | 252 | 571 | 571 29 | 39 | 62 | 83 | 147 | 251 | 570 | 570 30 | 38 | 61 | 83 | 146 | 251 | 569 | 569 2.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 126 | 140 | 165 | 239 | 352 | 671 | 1301 2 | 125 | 139 | 163 | 237 | 351 | 669 | 1051 3 | 125 | 140 | 163 | 230 | 346 | 664 | 860 4 | 125 | 142 | 165 | 231 | 344 | 663 | 713 5 | 126 | 143 | 169 | 233 | 343 | 662 | 662 6 | 125 | 144 | 171 | 236 | 341 | 660 | 660 7 | 126 | 145 | 172 | 238 | 340 | 659 | 659 8 | 125 | 145 | 171 | 236 | 340 | 658 | 658 9 | 123 | 145 | 169 | 234 | 338 | 657 | 657 10 | 123 | 145 | 169 | 233 | 338 | 656 | 656 11 | 123 | 145 | 169 | 232 | 337 | 655 | 655 12 | 122 | 145 | 167 | 231 | 336 | 654 | 654 13 | 122 | 144 | 166 | 230 | 334 | 653 | 653 14 | 120 | 143 | 165 | 228 | 333 | 652 | 652 15 | 118 | 141 | 163 | 226 | 331 | 649 | 649 16 | 116 | 139 | 160 | 224 | 329 | 647 | 647 17 | 113 | 136 | 158 | 221 | 326 | 645 | 645 18 | 111 | 134 | 156 | 219 | 324 | 642 | 642 19 | 109 | 132 | 153 | 217 | 322 | 640 | 640 20 | 107 | 130 | 151 | 215 | 320 | 638 | 638 21 | 105 | 127 | 149 | 212 | 317 | 636 | 636 22 | 102 | 125 | 147 | 210 | 315 | 634 | 634 23 | 100 | 123 | 145 | 208 | 313 | 631 | 631 24 | 98 | 121 | 142 | 206 | 311 | 629 | 629 25 | 96 | 119 | 140 | 204 | 308 | 627 | 627 26 | 94 | 117 | 138 | 201 | 306 | 625 | 625 27 | 92 | 114 | 136 | 199 | 304 | 623 | 623 28 | 89 | 112 | 134 | 197 | 302 | 621 | 621 29 | 87 | 110 | 132 | 195 | 300 | 619 | 619 30 | 86 | 109 | 130 | 193 | 298 | 617 | 617 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 | 12 | 37 | 111 | 224 | 543 | 1201 2 | 1 | 14 | 39 | 112 | 226 | 545 | 968 3 | 3 | 18 | 41 | 107 | 224 | 542 | 791 4 | 5 | 21 | 45 | 110 | 224 | 542 | 655 5 | 7 | 25 | 51 | 114 | 224 | 543 | 552 6 | 9 | 27 | 55 | 120 | 225 | 543 | 543 7 | 10 | 30 | 57 | 122 | 225 | 544 | 544 8 | 10 | 30 | 56 | 121 | 225 | 544 | 544 9 | 10 | 31 | 56 | 120 | 225 | 543 | 543 10 | 11 | 32 | 56 | 120 | 225 | 543 | 543 11 | 11 | 33 | 56 | 120 | 224 | 543 | 543 12 | 11 | 34 | 56 | 119 | 224 | 543 | 543 13 | 11 | 34 | 56 | 119 | 224 | 543 | 543 14 | 11 | 34 | 55 | 119 | 224 | 542 | 542 15 | 12 | 34 | 55 | 119 | 224 | 542 | 542 16 | 13 | 33 | 55 | 118 | 223 | 542 | 542 17 | 13 | 33 | 55 | 118 | 223 | 542 | 542 18 | 14 | 33 | 55 | 118 | 223 | 542 | 542 19 | 15 | 34 | 55 | 119 | 223 | 542 | 542 20 | 16 | 34 | 56 | 119 | 224 | 543 | 543 21 | 17 | 35 | 56 | 120 | 224 | 543 | 543 22 | 17 | 35 | 56 | 120 | 225 | 543 | 543 23 | 18 | 35 | 57 | 120 | 225 | 544 | 544 24 | 18 | 35 | 57 | 120 | 225 | 544 | 544 25 | 20 | 36 | 57 | 121 | 225 | 544 | 544 26 | 20 | 36 | 57 | 121 | 225 | 544 | 544 27 | 21 | 36 | 57 | 121 | 226 | 544 | 544 28 | 21 | 36 | 57 | 121 | 226 | 544 | 544 29 | 22 | 36 | 57 | 121 | 226 | 544 | 544 30 | 22 | 36 | 58 | 121 | 226 | 544 | 544 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 | 50 | 74 | 148 | 261 | 580 | 1207 2 | 36 | 50 | 74 | 148 | 262 | 580 | 972 3 | 36 | 51 | 75 | 141 | 257 | 576 | 793 4 | 36 | 52 | 76 | 142 | 255 | 574 | 657 5 | 37 | 54 | 80 | 144 | 254 | 572 | 572 6 | 39 | 57 | 85 | 150 | 255 | 574 | 574 7 | 37 | 56 | 83 | 149 | 251 | 570 | 570 8 | 40 | 60 | 86 | 151 | 255 | 574 | 574 9 | 39 | 60 | 85 | 149 | 254 | 573 | 573 10 | 34 | 56 | 80 | 143 | 248 | 567 | 567 11 | 30 | 52 | 75 | 139 | 244 | 562 | 562 12 | 27 | 50 | 72 | 136 | 240 | 559 | 559 13 | 25 | 48 | 70 | 133 | 238 | 556 | 556 14 | 23 | 46 | 68 | 131 | 236 | 555 | 555 15 | 22 | 45 | 66 | 130 | 234 | 553 | 553 16 | 20 | 43 | 65 | 128 | 233 | 552 | 552 17 | 19 | 42 | 64 | 127 | 232 | 551 | 551 18 | 19 | 42 | 63 | 127 | 231 | 550 | 550 19 | 18 | 41 | 63 | 126 | 231 | 550 | 550 20 | 18 | 41 | 63 | 126 | 231 | 550 | 550 21 | 18 | 41 | 63 | 126 | 231 | 550 | 550 22 | 18 | 41 | 63 | 126 | 231 | 550 | 550 23 | 18 | 41 | 63 | 126 | 231 | 550 | 550 24 | 18 | 41 | 63 | 126 | 231 | 549 | 549 25 | 20 | 41 | 62 | 126 | 231 | 549 | 549 26 | 20 | 41 | 62 | 126 | 231 | 549 | 549 27 | 21 | 41 | 62 | 126 | 230 | 549 | 549 28 | 21 | 41 | 62 | 126 | 230 | 549 | 549 29 | 22 | 41 | 62 | 125 | 230 | 549 | 549 30 | 22 | 40 | 62 | 125 | 230 | 549 | 549 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 | 201 | 215 | 239 | 313 | 426 | 745 | 1395 2 | 197 | 211 | 235 | 309 | 422 | 741 | 1141 3 | 193 | 208 | 231 | 297 | 414 | 732 | 940 4 | 189 | 205 | 229 | 295 | 408 | 726 | 783 5 | 185 | 203 | 229 | 293 | 403 | 721 | 721 6 | 182 | 200 | 228 | 293 | 398 | 716 | 716 7 | 178 | 198 | 225 | 290 | 393 | 712 | 712 8 | 174 | 194 | 220 | 285 | 389 | 707 | 707 9 | 170 | 191 | 216 | 280 | 384 | 703 | 703 10 | 166 | 188 | 211 | 275 | 380 | 699 | 699 11 | 162 | 184 | 208 | 271 | 376 | 694 | 694 12 | 159 | 181 | 203 | 267 | 372 | 690 | 690 13 | 155 | 178 | 199 | 263 | 368 | 686 | 686 14 | 151 | 174 | 196 | 259 | 364 | 682 | 682 15 | 148 | 171 | 192 | 256 | 360 | 679 | 679 16 | 144 | 167 | 189 | 252 | 357 | 675 | 675 17 | 141 | 164 | 185 | 249 | 354 | 672 | 672 18 | 138 | 161 | 182 | 246 | 351 | 669 | 669 19 | 135 | 158 | 179 | 243 | 348 | 666 | 666 20 | 132 | 155 | 177 | 240 | 345 | 664 | 664 21 | 130 | 153 | 174 | 238 | 342 | 661 | 661 22 | 127 | 150 | 171 | 235 | 340 | 658 | 658 23 | 124 | 147 | 169 | 232 | 337 | 656 | 656 24 | 122 | 145 | 166 | 230 | 334 | 653 | 653 25 | 119 | 142 | 164 | 227 | 332 | 650 | 650 26 | 117 | 140 | 161 | 225 | 329 | 648 | 648 27 | 114 | 137 | 159 | 222 | 327 | 646 | 646 28 | 112 | 135 | 156 | 220 | 325 | 643 | 643 29 | 110 | 133 | 154 | 218 | 322 | 641 | 641 30 | 108 | 131 | 152 | 216 | 320 | 639 | 639 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 | 8 | 26 | 50 | 105 | 241 | 560 | 1204 2 | 8 | 26 | 50 | 105 | 241 | 560 | 967 3 | 10 | 29 | 52 | 101 | 239 | 558 | 788 4 | 12 | 33 | 55 | 98 | 239 | 558 | 653 5 | 16 | 40 | 61 | 101 | 240 | 559 | 559 6 | 18 | 43 | 65 | 97 | 241 | 559 | 559 7 | 19 | 45 | 64 | 91 | 241 | 560 | 560 8 | 17 | 44 | 63 | 91 | 241 | 560 | 560 9 | 18 | 45 | 65 | 94 | 241 | 560 | 560 10 | 20 | 48 | 68 | 98 | 241 | 560 | 560 11 | 22 | 50 | 70 | 101 | 241 | 560 | 560 12 | 23 | 53 | 71 | 102 | 241 | 560 | 560 13 | 25 | 54 | 71 | 102 | 241 | 560 | 560 14 | 25 | 55 | 72 | 102 | 241 | 560 | 560 15 | 25 | 55 | 72 | 102 | 241 | 560 | 560 16 | 25 | 55 | 72 | 102 | 241 | 560 | 560 17 | 25 | 55 | 72 | 102 | 241 | 560 | 560 18 | 25 | 55 | 72 | 102 | 241 | 560 | 560 19 | 25 | 55 | 72 | 102 | 241 | 560 | 560 20 | 25 | 55 | 72 | 102 | 241 | 560 | 560 21 | 25 | 55 | 72 | 102 | 242 | 560 | 560 22 | 25 | 55 | 72 | 102 | 242 | 560 | 560 23 | 25 | 55 | 72 | 102 | 242 | 560 | 560 24 | 25 | 55 | 72 | 102 | 242 | 560 | 560 25 | 25 | 55 | 72 | 102 | 242 | 560 | 560 26 | 25 | 55 | 72 | 102 | 241 | 560 | 560 27 | 25 | 55 | 72 | 102 | 241 | 560 | 560 28 | 25 | 55 | 72 | 102 | 241 | 560 | 560 29 | 25 | 55 | 72 | 102 | 241 | 559 | 559 30 | 25 | 55 | 72 | 102 | 241 | 559 | 559 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 | 14 | 88 | 202 | 520 | 1192 2 | 1 | 5 | 13 | 87 | 200 | 519 | 959 3 | 2 | 5 | 12 | 79 | 195 | 514 | 782 4 | 3 | 6 | 14 | 80 | 193 | 511 | 647 5 | 4 | 6 | 18 | 82 | 192 | 511 | 544 6 | 5 | 8 | 21 | 86 | 192 | 510 | 510 7 | 5 | 9 | 23 | 89 | 191 | 510 | 510 8 | 6 | 9 | 22 | 87 | 191 | 510 | 510 9 | 7 | 10 | 22 | 86 | 191 | 510 | 510 10 | 8 | 10 | 23 | 86 | 191 | 510 | 510 11 | 9 | 12 | 23 | 87 | 191 | 510 | 510 12 | 9 | 12 | 23 | 87 | 192 | 510 | 510 13 | 10 | 13 | 24 | 87 | 192 | 510 | 510 14 | 11 | 13 | 26 | 87 | 192 | 511 | 511 15 | 12 | 15 | 27 | 88 | 192 | 511 | 511 16 | 13 | 16 | 28 | 88 | 192 | 511 | 511 17 | 13 | 16 | 30 | 88 | 193 | 511 | 511 18 | 14 | 17 | 31 | 89 | 193 | 512 | 512 19 | 14 | 18 | 32 | 89 | 194 | 512 | 512 20 | 16 | 19 | 33 | 90 | 194 | 513 | 513 21 | 16 | 19 | 34 | 90 | 195 | 514 | 514 22 | 17 | 20 | 36 | 91 | 195 | 514 | 514 23 | 17 | 21 | 37 | 91 | 196 | 514 | 514 24 | 18 | 22 | 38 | 91 | 196 | 515 | 515 25 | 18 | 22 | 39 | 91 | 196 | 515 | 515 26 | 20 | 23 | 40 | 91 | 196 | 515 | 515 27

| 20 | 23 | 41 | 91 | 196 | 515 | 515 28 | 21 | 24 | 43 | 91 | 196 | 515 | 515 29 | 22 | 26 | 44 | 91 | 196 | 515 | 515 30 | 22 | 26 | 45 | 91 | 196 | 515 | 515 3\.

Other exposures 3.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 21 | 43 | 163 | 294 | 3032 2 | 1 | 15 | 21 | 43 | 163 | 333 | 2257 3 | 1 | 15 | 23 | 48 | 158 | 347 | 1703 4 | 1 | 16 | 26 | 52 | 155 | 346 | 1315 5 | 2 | 18 | 30 | 54 | 155 | 338 | 1042 6 | 3 | 21 | 32 | 57 | 155 | 325 | 845 7 | 5 | 23 | 34 | 59 | 155 | 309 | 698 8 | 5 | 24 | 35 | 62 | 155 | 293 | 587 9 | 5 | 25 | 37 | 65 | 155 | 276 | 500 10 | 6 | 26 | 38 | 67 | 155 | 260 | 430 11 | 6 | 26 | 39 | 68 | 155 | 249 | 373 12 | 6 | 26 | 39 | 68 | 155 | 249 | 327 13 | 6 | 26 | 39 | 68 | 155 | 249 | 288 14 | 6 | 26 | 39 | 68 | 155 | 249 | 255 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 16 | 6 | 26 | 40 | 68 | 155 | 249 | 249 17 | 6 | 26 | 43 | 68 | 155 | 249 | 249 18 | 6 | 26 | 45 | 68 | 155 | 249 | 249 19 | 7 | 26 | 47 | 68 | 155 | 249 | 249 20 | 7 | 26 | 50 | 68 | 155 | 249 | 249 21 | 7 | 26 | 52 | 68 | 155 | 249 | 249 22 | 7 | 26 | 54 | 68 | 155 | 249 | 249 23 | 8 | 26 | 57 | 68 | 155 | 249 | 249 24 | 8 | 26 | 59 | 68 | 155 | 249 | 249 25 | 9 | 26 | 61 | 68 | 155 | 249 | 249 26 | 9 | 26 | 63 | 68 | 155 | 249 | 249 27 | 9 | 26 | 66 | 68 | 155 | 249 | 249 28 | 10 | 26 | 68 | 70 | 155 | 249 | 249 29 | 10 | 26 | 71 | 72 | 155 | 249 | 249 30 | 10 | 26 | 73 | 74 | 155 | 249 | 249 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 | 9 | 22 | 28 | 50 | 170 | 299 | 3086 2 | 10 | 24 | 30 | 52 | 172 | 338 | 2296 3 | 10 | 24 | 33 | 57 | 167 | 352 | 1732 4 | 10 | 25 | 35 | 61 | 164 | 351 | 1338 5 | 10 | 27 | 38 | 62 | 164 | 343 | 1059 6 | 11 | 28 | 40 | 65 | 163 | 329 | 859 7 | 12 | 30 | 41 | 66 | 162 | 314 | 709 8 | 12 | 31 | 42 | 68 | 162 | 297 | 596 9 | 11 | 31 | 43 | 71 | 161 | 280 | 507 10 | 11 | 31 | 44 | 73 | 161 | 263 | 436 11 | 11 | 31 | 44 | 73 | 160 | 254 | 378 12 | 10 | 30 | 43 | 72 | 160 | 254 | 331 13 | 10 | 30 | 43 | 72 | 159 | 253 | 292 14 | 9 | 29 | 42 | 71 | 159 | 253 | 258 15 | 9 | 29 | 42 | 71 | 158 | 252 | 252 16 | 8 | 28 | 41 | 70 | 158 | 252 | 252 17 | 8 | 28 | 43 | 70 | 157 | 251 | 251 18 | 8 | 28 | 46 | 70 | 157 | 251 | 251 19 | 8 | 28 | 48 | 70 | 157 | 251 | 251 20 | 8 | 29 | 50 | 70 | 158 | 252 | 252 21 | 9 | 29 | 53 | 71 | 158 | 252 | 252 22 | 9 | 29 | 55 | 71 | 158 | 252 | 252 23 | 9 | 29 | 57 | 71 | 158 | 252 | 252 24 | 9 | 29 | 60 | 71 | 158 | 252 | 252 25 | 9 | 29 | 62 | 71 | 158 | 253 | 253 26 | 9 | 29 | 65 | 71 | 158 | 253 | 253 27 | 9 | 29 | 67 | 71 | 158 | 252 | 252 28 | 10 | 29 | 69 | 71 | 158 | 252 | 252 29 | 10 | 29 | 72 | 73 | 158 | 252 | 252 30 | 10 | 29 | 74 | 74 | 158 | 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 | 1 | 14 | 21 | 43 | 163 | 294 | 3032 2 | 1 | 14 | 21 | 43 | 163 | 333 | 2256 3 | 1 | 15 | 23 | 48 | 157 | 347 | 1702 4 | 1 | 16 | 26 | 52 | 155 | 346 | 1315 5 | 2 | 18 | 30 | 54 | 155 | 338 | 1042 6 | 3 | 20 | 32 | 57 | 155 | 324 | 845 7 | 5 | 23 | 34 | 59 | 155 | 309 | 698 8 | 5 | 24 | 35 | 62 | 155 | 293 | 587 9 | 5 | 25 | 37 | 65 | 155 | 276 | 500 10 | 6 | 25 | 38 | 67 | 155 | 260 | 430 11 | 6 | 26 | 39 | 68 | 155 | 249 | 373 12 | 6 | 26 | 39 | 68 | 155 | 249 | 327 13 | 6 | 26 | 39 | 68 | 155 | 249 | 288 14 | 6 | 26 | 39 | 68 | 155 | 249 | 255 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 16 | 6 | 26 | 40 | 68 | 155 | 249 | 249 17 | 6 | 26 | 43 | 68 | 155 | 249 | 249 18 | 6 | 26 | 45 | 68 | 155 | 249 | 249 19 | 7 | 26 | 47 | 68 | 155 | 249 | 249 20 | 7 | 26 | 50 | 68 | 155 | 249 | 249 21 | 7 | 26 | 52 | 68 | 155 | 249 | 249 22 | 7 | 26 | 54 | 68 | 155 | 249 | 249 23 | 8 | 26 | 57 | 68 | 155 | 249 | 249 24 | 8 | 26 | 59 | 68 | 155 | 249 | 249 25 | 9 | 26 | 61 | 68 | 155 | 249 | 249 26 | 9 | 26 | 63 | 68 | 155 | 249 | 249 27 | 9 | 26 | 66 | 68 | 155 | 249 | 249 28 | 10 | 26 | 68 | 70 | 155 | 249 | 249 29 | 10 | 26 | 71 | 72 | 155 | 249 | 249 30 | 10 | 26 | 73 | 74 | 155 | 249 | 249 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 | 75 | 88 | 95 | 117 | 237 | 333 | 3090 2 | 72 | 85 | 91 | 113 | 233 | 340 | 2305 3 | 74 | 88 | 96 | 121 | 230 | 354 | 1742 4 | 72 | 86 | 97 | 122 | 226 | 354 | 1348 5 | 70 | 86 | 98 | 122 | 224 | 346 | 1070 6 | 70 | 87 | 99 | 124 | 222 | 334 | 869 7 | 70 | 88 | 99 | 124 | 220 | 318 | 719 8 | 68 | 87 | 99 | 125 | 219 | 313 | 605 9 | 68 | 87 | 99 | 127 | 218 | 312 | 516 10 | 64 | 84 | 97 | 126 | 214 | 308 | 445 11 | 62 | 82 | 95 | 124 | 211 | 305 | 387 12 | 61 | 81 | 94 | 123 | 210 | 304 | 339 13 | 60 | 80 | 93 | 122 | 209 | 303 | 303 14 | 60 | 80 | 92 | 122 | 209 | 303 | 303 15 | 59 | 79 | 92 | 121 | 208 | 303 | 303 16 | 59 | 79 | 92 | 121 | 208 | 302 | 302 17 | 58 | 78 | 91 | 120 | 207 | 302 | 302 18 | 58 | 78 | 90 | 120 | 207 | 301 | 301 19 | 57 | 77 | 90 | 119 | 206 | 300 | 300 20 | 56 | 76 | 89 | 118 | 205 | 300 | 300 21 | 56 | 76 | 88 | 118 | 205 | 299 | 299 22 | 55 | 75 | 88 | 117 | 204 | 298 | 298 23 | 54 | 74 | 87 | 116 | 203 | 297 | 297 24 | 53 | 73 | 86 | 115 | 202 | 296 | 296 25 | 52 | 72 | 85 | 114 | 201 | 295 | 295 26 | 51 | 71 | 84 | 113 | 200 | 294 | 294 27 | 50 | 70 | 83 | 112 | 199 | 293 | 293 28 | 49 | 69 | 82 | 111 | 198 | 292 | 292 29 | 48 | 68 | 80 | 110 | 197 | 291 | 291 30 | 47 | 67 | 79 | 109 | 196 | 290 | 290 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 | 5 | 18 | 25 | 47 | 167 | 297 | 3056 2 | 7 | 20 | 26 | 48 | 169 | 335 | 2274 3 | 7 | 21 | 30 | 55 | 164 | 349 | 1716 4 | 8 | 23 | 33 | 59 | 162 | 348 | 1325 5 | 9 | 25 | 37 | 61 | 162 | 340 | 1050 6 | 10 | 28 | 39 | 64 | 162 | 327 | 851 7 | 12 | 30 | 41 | 66 | 162 | 311 | 703 8 | 11 | 30 | 42 | 68 | 162 | 295 | 591 9 | 11 | 31 | 43 | 71 | 161 | 278 | 503 10 | 11 | 31 | 44 | 72 | 161 | 261 | 433 11 | 11 | 31 | 44 | 73 | 160 | 254 | 376 12 | 11 | 31 | 44 | 73 | 160 | 254 | 330 13 | 11 | 31 | 44 | 73 | 160 | 254 | 291 14 | 11 | 31 | 44 | 73 | 160 | 254 | 258 15 | 11 | 31 | 43 | 72 | 160 | 254 | 254 16 | 10 | 30 | 43 | 72 | 159 | 253 | 253 17 | 10 | 30 | 43 | 72 | 159 | 254 | 254 18 | 10 | 30 | 46 | 72 | 159 | 254 | 254 19 | 10 | 30 | 49 | 72 | 160 | 254 | 254 20 | 11 | 31 | 50 | 73 | 160 | 254 | 254 21 | 11 | 31 | 53 | 73 | 160 | 255 | 255 22 | 11 | 31 | 56 | 73 | 161 | 255 | 255 23 | 12 | 32 | 58 | 74 | 161 | 255 | 255 24 | 12 | 32 | 60 | 74 | 161 | 255 | 255 25 | 12 | 32 | 62 | 74 | 161 | 255 | 255 26 | 12 | 32 | 65 | 74 | 161 | 255 | 255 27 | 12 | 32 | 67 | 74 | 161 | 255 | 255 28 | 12 | 32 | 70 | 73 | 161 | 255 | 255 29 | 11 | 31 | 72 | 74 | 161 | 255 | 255 30 | 11 | 31 | 74 | 76 | 161 | 255 | 255 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 | 44 | 58 | 64 | 86 | 206 | 302 | 3060 2 | 48 | 61 | 68 | 90 | 210 | 336 | 2281 3 | 52 | 66 | 74 | 99 | 209 | 351 | 1723 4 | 54 | 69 | 79 | 105 | 208 | 350 | 1332 5 | 56 | 72 | 84 | 108 | 209 | 342 | 1056 6 | 57 | 75 | 86 | 111 | 209 | 329 | 857 7 | 58 | 77 | 87 | 113 | 209 | 314 | 709 8 | 57 | 76 | 88 | 114 | 208 | 302 | 596 9 | 56 | 76 | 88 | 116 | 206 | 300 | 508 10 | 55 | 75 | 88 | 117 | 205 | 299 | 438 11 | 54 | 74 | 87 | 116 | 203 | 298 | 380 12 | 53 | 73 | 86 | 115 | 202 | 296 | 333 13 | 51 | 71 | 84 | 113 | 201 | 295 | 295 14 | 50 | 70 | 83 | 112 | 199 | 293 | 293 15 | 49 | 69 | 82 | 111 | 198 | 292 | 292 16 | 48 | 68 | 81 | 110 | 197 | 291 | 291 17 | 47 | 67 | 80 | 109 | 196 | 291 | 291 18 | 47 | 67 | 79 | 109 | 196 | 290 | 290 19 | 46 | 66 | 79 | 108 | 195 | 289 | 289 20 | 45 | 65 | 78 | 107 | 195 | 289 | 289 21 | 45 | 65 | 78 | 107 | 194 | 288 | 288 22 | 44 | 64 | 77 | 106 | 193 | 287 | 287 23 | 43 | 63 | 76 | 105 | 192 | 286 | 286 24 | 42 | 62 | 75 | 104 | 192 | 286 | 286 25 | 42 | 62 | 74 | 104 | 191 | 285 | 285 26 | 41 | 61 | 74 | 103 | 190 | 284 | 284 27 | 40 | 60 | 73 | 102 | 189 | 283 | 283 28 | 39 | 59 | 72 | 101 | 188 | 282 | 282 29 | 38 | 58 | 72 | 100 | 187 | 282 | 282 30 | 37 | 57 | 75 | 99 | 187 | 281 | 281 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 | 162 | 294 | 3030 2 | 1 | 14 | 20 | 42 | 162 | 333 | 2255 3 | 1 | 14 | 22 | 47 | 157 | 346 | 1701 4 | 1 | 15 | 25 | 51 | 154 | 346 | 1314 5 | 1 | 17 | 29 | 53 | 154 | 337 | 1041 6 | 2 | 20 | 31 | 56 | 154 | 324 | 844 7 | 4 | 22 | 33 | 58 | 154 | 309 | 698 8 | 4 | 23 | 34 | 61 | 154 | 293 | 586 9 | 4 | 24 | 36 | 64 | 154 | 276 | 499 10 | 5 | 25 | 37 | 66 | 154 | 260 | 430 11 | 5 | 25 | 38 | 67 | 154 | 248 | 373 12 | 5 | 25 | 38 | 67 | 154 | 248 | 327 13 | 5 | 25 | 38 | 67 | 154 | 248 | 288 14 | 5 | 25 | 38 | 67 | 154 | 248 | 255 15 | 5 | 25 | 38 | 67 | 154 | 248 | 248 16 | 6 | 25 | 40 | 67 | 154 | 248 | 248 17 | 6 | 25 | 43 | 67 | 154 | 248 | 248 18 | 6 | 25 | 45 | 67 | 154 | 248 | 248 19 | 7 | 25 | 47 | 67 | 154 | 248 | 248 20 | 7 | 25 | 50 | 67 | 154 | 248 | 248 21 | 7 | 25 | 52 | 67 | 154 | 248 | 248 22 | 7 | 25 | 54 | 67 | 154 | 248 | 248 23 | 8 | 25 | 57 | 67 | 154 | 248 | 248 24 | 8 | 25 | 59 | 67 | 154 | 248 | 248 25 | 9 | 25 | 61 | 67 | 154 | 248 | 248 26 | 9 | 25 | 63 | 67 | 154 | 248 | 248 27 | 9 | 25 | 66 | 68 | 154 | 248 | 248 28 | 10 | 25 | 68 | 70 | 154 | 248 | 248 29 | 10 | 25 | 70 | 72 | 154 | 248 | 248 30 | 10 | 25 | 73 | 74 | 154 | 249 | 249 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 | 181 | 298 | 3076 2 | 0 | 11 | 22 | 45 | 181 | 337 | 2288 3 | 1 | 11 | 24 | 50 | 176 | 351 | 1726 4 | 1 | 13 | 26 | 56 | 172 | 350 | 1333 5 | 1 | 16 | 28 | 59 | 171 | 342 | 1056 6 | 2 | 18 | 33 | 60 | 170 | 328 | 856 7 | 3 | 21 | 36 | 60 | 169 | 313 | 707 8 | 5 | 24 | 37 | 60 | 168 | 296 | 594 9 | 8 | 31 | 42 | 59 | 167 | 279 | 505 10 | 10 | 34 | 42 | 57 | 166 | 262 | 435 11 | 9 | 33 | 41 | 57 | 165 | 259 | 377 12 | 8 | 32 | 41 | 56 | 164 | 258 | 330 13 | 7 | 31 | 42 | 57 | 164 | 258 | 291 14 | 7 | 31 | 42 | 57 | 163 | 257 | 257 15 | 7 | 31 | 42 | 57 | 162 | 256 | 256 16 | 7 | 31 | 43 | 57 | 161 | 255 | 255 17 | 7 | 31 | 43 | 57 | 160 | 254 | 254 18 | 7 | 31 | 46 | 57 | 159 | 253 | 253 19 | 7 | 31 | 47 | 57 | 159 | 253 | 253 20 | 7 | 31 | 50 | 57 | 160 | 254 | 254 21 | 7 | 31 | 53 | 57 | 160 | 254 | 254 22 | 8 | 31 | 54 | 59 | 160 | 254 | 254 23 | 8 | 31 | 57 | 61 | 159 | 253 | 253 24 | 8 | 31 | 59 | 62 | 158 | 253 | 253 25 | 9 | 31 | 62 | 64 | 158 | 252 | 252 26 | 9 | 31 | 64 | 66 | 157 | 251 | 251 27 | 9 | 31 | 66 | 68 | 157 | 251 | 251 28 | 10 | 31 | 68 | 70 | 156 | 251 | 251 29 | 10 | 31 | 70 | 72 | 156 | 250 | 250 30 | 10 | 31 | 73 | 74 | 156 | 250 | 250 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 | 81 | 94 | 101 | 123 | 243 | 339 | 3212 2 | 79 | 92 | 99 | 121 | 241 | 352 | 2402 3 | 77 | 91 | 99 | 124 | 234 | 368 | 1818 4 | 75 | 90 | 100 | 126 | 229 | 369 | 1408 5 | 73 | 89 | 101 | 125 | 226 | 361 | 1118 6 | 72 | 90 | 101 | 126 | 224 | 348 | 909 7 | 71 | 90 | 101 | 126 | 222 | 333 | 753 8 | 69 | 88 | 99 | 126 | 219 | 316 | 633 9 | 67 | 87 | 99 | 127 | 217 | 311 | 540 10 | 66 | 86 | 99 | 127 | 215 | 310 | 466 11 | 65 | 85 | 98 | 126 | 214 | 308 | 405 12 | 63 | 83 | 96 | 125 | 212 | 306 | 355 13 | 61 | 82 | 94 | 123 | 211 | 305 | 313 14 | 60 | 80 | 93 | 122 | 209 | 303 | 303 15 | 59 | 79 | 92 | 121 | 208 | 302 | 302 16 | 57 | 78 | 90 | 119 | 207 | 301 | 301 17 | 56 | 76 | 89 | 118 | 206 | 300 | 300 18 | 55 | 75 | 88 | 117 | 205 | 299 | 299 19 | 55 | 75 | 87 | 117 | 204 | 298 | 298 20 | 54 | 74 | 87 | 116 | 203 | 297 | 297 21 | 53 | 73 | 86 | 115 | 202 | 296 | 296 22 | 52 | 72 | 85 | 114 | 201 | 295 | 295 23 | 51 | 71 | 84 | 113 | 200 | 294 | 294 24 | 50 | 70 | 83 | 112 | 199 | 293 | 293 25 | 49 | 69 | 82 | 111 | 198 | 292 | 292 26 | 48 | 68 | 81 | 110 | 197 | 291 | 291 27 | 47 | 67 | 80 | 109 | 196 | 290 | 290 28 | 46 | 66 | 79 | 108 | 195 | 289 | 289 29 | 45 | 65 | 78 | 107 | 194 | 288 | 288 30 | 44 | 64 | 78 | 106 | 193 | 287 | 287 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 | 54 | 67 | 73 | 96 | 216 | 312 | 3086 2 | 53 | 66 | 72 | 94 | 214 | 339 | 2301 3 | 51 | 65 | 74 | 98 | 208 | 353 | 1738 4 | 50 | 65 | 76 | 101 | 205 | 353 | 1344 5 | 49 | 65 | 77 | 101 | 203 | 345 | 1066 6 | 49 | 66 | 78 | 103 | 201 | 332 | 865 7 | 49 | 67 | 78 | 103 | 199 | 317 | 716 8 | 48 | 67 | 78 | 104 | 198 | 300 | 602 9 | 47 | 66 | 78 | 106 | 196 | 290 | 513 10 | 46 | 66 | 78 | 107 | 195 | 289 | 442 11 | 45 | 65 | 78 | 107 | 194 | 288 | 384 12 | 44 | 64 | 77 | 106 | 193 | 287 | 336 13 | 43 | 63 | 76 | 105 | 193 | 287 | 296 14 | 43 | 63 | 76 | 105 | 192 | 286 | 286 15 | 42 | 62 | 75 | 104 | 191 | 285 | 285 16 | 41 | 61 | 74 | 103 | 190 | 284 | 284 17 | 40 | 60 | 73 | 102 | 190 | 284 | 284 18 | 40 | 60 | 73 | 102 | 189 | 283 | 283 19 | 39 | 59 | 72 | 101 | 189 | 283 | 283 20 | 39 | 59 | 72 | 101 | 188 | 282 | 282 21 | 39 | 59 | 72 | 101 | 188 | 282 | 282 22 | 38 | 58 | 71 | 100 | 188 | 282 | 282 23 | 38 | 58 | 71 | 100 | 187 | 281 | 281 24 | 37 | 57 | 70 | 99 | 187 | 281 | 281 25 | 37 | 57 | 70 | 99 | 186 | 280 | 280 26 | 36 | 56 | 69 | 98 | 185 | 279 | 279 27 | 35 | 55 | 68 | 97 | 184 | 279 | 279 28 | 35 | 55 | 71 | 97 | 184 | 278 | 278 29 | 34 | 54 | 73 | 96 | 183 | 277 | 277 30 | 33 | 53 | 76 | 95 | 182 | 276 | 276 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 | 40 | 46 | 68 | 188 | 299 | 3085 2 | 27 | 40 | 47 | 69 | 189 | 338 | 2297 3 | 26 | 40 | 48 | 73 | 183 | 352 | 1733 4 | 25 | 40 | 50 | 76 | 179 | 352 | 1338 5 | 25 | 41 | 53 | 77 | 178 | 343 | 1060 6 | 26 | 43 | 54 | 79 | 177 | 330 | 859 7 | 26 | 45 | 55 | 81 | 177 | 314 | 710 8 | 26 | 44 | 56 | 82 | 176 | 297 | 597 9 | 25 | 45 | 57 | 85 | 175 | 281 | 508 10 | 25 | 45 | 57 | 86 | 174 | 268 | 437 11 | 24 | 44 | 57 | 86 | 174 | 268 | 380 12 | 24 | 44 | 56 | 86 | 173 | 267 | 333 13 | 23 | 43 | 56 | 85 | 172 | 266 | 293 14 | 22 | 42 | 55 | 84 | 171 | 265 | 265 15 | 21 | 41 | 54 | 83 | 171 | 265 | 265 16 | 21 | 41 | 54 | 83 | 170 | 264 | 264 17 | 20 | 40 | 53 | 82 | 169 | 263 | 263 18 | 20 | 40 | 53 | 82 | 169 | 263 | 263 19 | 20 | 40 | 52 | 82 | 169 | 263 | 263 20 | 20 | 40 | 53 | 82 | 169 | 263 | 263 21 | 20 | 40 | 53 | 82 | 169 | 263 | 263 22 | 20 | 40 | 56 | 82 | 169 | 263 | 263 23 | 19 | 39 | 58 | 81 | 169 | 263 | 263 24 | 19 | 39 | 61 | 81 | 168 | 263 | 263 25 | 19 | 39 | 62 | 81 | 168 | 262 | 262 26 | 19 | 39 | 65 | 81 | 168 | 262 | 262 27 | 18 | 38 | 67 | 80 | 168 | 262 | 262 28 | 18 | 38 | 70 | 80 | 167 | 261 | 261 29 | 18 | 38 | 72 | 80 | 167 | 261 | 261 30 | 18 | 38 | 74 | 80 | 167 | 261 | 261 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 | 144 | 293 | 3017 2 | 0 | 1 | 6 | 25 | 145 | 331 | 2245 3 | 1 | 1 | 8 | 30 | 139 | 345 | 1694 4 | 1 | 3 | 11 | 34 | 137 | 345 | 1309 5 | 1 | 4 | 14 | 36 | 137 | 336 | 1038 6 | 2 | 4 | 16 | 39 | 137 | 323 | 842 7 | 2 | 6 | 19 | 41 | 137 | 308 | 696 8 | 2 | 6 | 22 | 43 | 137 | 292 | 585 9 | 2 | 7 | 23 | 46 | 137 | 275 | 498 10 | 4 | 8 | 26 | 48 | 137 | 259 | 429 11 | 4 | 9 | 29 | 50 | 138 | 243 | 372 12 | 4 | 9 | 30 | 49 | 136 | 231 | 326 13 | 4 | 10 | 33 | 50 | 137 | 232 | 287 14 | 4 | 11 | 36 | 50 | 137 | 231 | 254 15 | 5 | 12 | 38 | 49 | 136 | 230 | 230 16 | 6 | 12 | 40 | 48 | 135 | 229 | 229 17 | 6 | 14 | 43 | 49 | 135 | 229 | 229 18 | 6 | 14 | 45 | 50 | 135 | 229 | 229 19 | 7 | 15 | 47 | 53 | 135 | 230 | 230 20 | 7 | 16 | 49 | 54 | 136 | 230 | 230 21 | 7 | 17 | 52 | 57 | 136 | 230 | 230 22 | 7 | 17 | 54 | 59 | 136 | 231 | 231 23 | 8 | 19 | 57 | 60 | 136 | 230 | 230 24 | 8 | 19 | 58 | 62 | 136 | 230 | 230 25 | 8 | 20 | 61 | 64 | 136 | 230 | 230 26 | 9 | 21 | 63 | 66 | 136 | 230 | 230 27 | 9 | 22 | 66 | 68 | 136 | 230 | 230 28 | 10 | 22 | 68 | 70 | 136 | 230 | 230 29 | 10 | 24 | 70 | 72 | 136 | 230 | 230 30 | 10 | 24 | 73 | 74 | 136 | 230 | 230 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 55 | 62 | 84 | 204 | 300 | 3066 2 | 42 | 55 | 62 | 84 | 204 | 336 | 2282 3 | 41 | 55 | 63 | 88 | 198 | 350 | 1722 4 | 40 | 55 | 65 | 91 | 194 | 350 | 1331 5 | 40 | 56 | 68 | 92 | 193 | 341 | 1055 6 | 40 | 58 | 69 | 94 | 192 | 328 | 855 7 | 41 | 59 | 70 | 95 | 191 | 313 | 707 8 | 40 | 59 | 70 | 97 | 190 | 296 | 594 9 | 39 | 59 | 71 | 99 | 189 | 283 | 506 10 | 39 | 59 | 71 | 100 | 188 | 282 | 436 11 | 38 | 58 | 71 | 100 | 187 | 281 | 378 12 | 37 | 57 | 70 | 99 | 187 | 281 | 331 13 | 37 | 57 | 70 | 99 | 186 | 280 | 292 14 | 36 | 56 | 69 | 98 | 185 | 279 | 279 15 | 35 | 55 | 68 | 97 | 185 | 279 | 279 16 | 34 | 55 | 67 | 96 | 184 | 278 | 278 17 | 34 | 54 | 67 | 96 | 183 | 277 | 277 18 | 33 | 53 | 66 | 95 | 183 | 277 | 277 19 | 33 | 53 | 66 | 95 | 182 | 276 | 276 20 | 33 | 53 | 66 | 95 | 182 | 276 | 276 21 | 33 | 53 | 65 | 95 | 182 | 276 | 276 22 | 32 | 52 | 65 | 94 | 181 | 275 | 275 23 | 32 | 52 | 65 | 94 | 181 | 275 | 275 24 | 31 | 51 | 64 | 93 | 180 | 274 | 274 25 | 30 | 50 | 63 | 92 | 180 | 274 | 274 26 | 30 | 50 | 64 | 92 | 179 | 273 | 273 27 | 29 | 49 | 67 | 91 | 178 | 272 | 272 28 | 28 | 48 | 68 | 90 | 178 | 272 | 272 29 | 28 | 48 | 71 | 90 | 177 | 271 | 271 30 | 27 | 47 | 74 | 89 | 176 | 270 | 270 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 | 12 | 25 | 32 | 54 | 174 | 299 | 3079 2 | 16 | 29 | 36 | 58 | 178 | 338 | 2295 3 | 19 | 33 | 41 | 66 | 175 | 352 | 1733 4 | 21 | 36 | 46 | 72 | 175 | 352 | 1339 5 | 23 | 39 | 51 | 75 | 176 | 344 | 1062 6 | 22 | 40 | 51 | 76 | 174 | 331 | 861 7 | 28 | 46 | 57 | 82 | 178 | 315 | 712 8 | 26 | 45 | 57 | 83 | 177 | 299 | 599 9 | 27 | 47 | 59 | 87 | 177 | 282 | 510 10 | 29 | 49 | 62 | 90 | 179 | 273 | 439 11 | 30 | 50 | 63 | 92 | 180 | 274 | 381 12 | 31 | 51 | 64 | 93 | 180 | 274 | 334 13 | 31 | 51 | 64 | 93 | 181 | 275 | 294 14 | 32 | 52 | 65 | 94 | 181 | 275 | 275 15 | 32 | 52 | 65 | 94 | 181 | 275 | 275 16 | 31 | 51 | 64 | 93 | 180 | 275 | 275 17 | 31 | 51 | 64 | 93 | 180 | 275 | 275 18 | 31 | 51 | 63 | 93 | 180 | 274 | 274 19 | 30 | 50 | 63 | 92 | 179 | 273 | 273 20 | 30 | 50 | 63 | 92 | 179 | 274 | 274 21 | 30 | 50 | 63 | 92 | 179 | 273 | 273 22 | 30 | 50 | 63 | 92 | 179 | 273 | 273 23 | 30 | 50 | 62 | 92 | 179 | 273 | 273 24 | 29 | 49 | 62 | 91 | 178 | 272 | 272 25 | 29 | 49 | 62 | 91 | 178 | 272 | 272 26 | 28 | 48 | 65 | 90 | 177 | 272 | 272 27 | 28 | 48 | 67 | 90 | 177 | 271 | 271 28 | 27 | 47 | 70 | 89 | 176 | 270 | 270 29 | 27 | 47 | 72 | 89 | 176 | 270 | 270 30 | 26 | 46 | 75 | 88 | 175 | 269 | 269 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 | 12 | 25 | 31 | 53 | 173 | 299 | 3079 2 | 13 | 26 | 32 | 54 | 174 | 338 | 2294 3 | 13 | 27 | 36 | 60 | 170 | 352 | 1732 4 | 14 | 28 | 39 | 64 | 168 | 352 | 1339 5 | 14 | 30 | 42 | 66 | 168 | 343 | 1061 6 | 16 | 33 | 45 | 70 | 168 | 330 | 860 7 | 17 | 36 | 46 | 72 | 168 | 315 | 711 8 | 17 | 36 | 48 | 74 | 168 | 298 | 597 9 | 18 | 37 | 49 | 77 | 168 | 281 | 508 10 | 18 | 38 | 51 | 79 | 168 | 264 | 437 11 | 19 | 39 | 51 | 80 | 168 | 262 | 380 12 | 19 | 39 | 52 | 81 | 168 | 262 | 332 13 | 19 | 39 | 52 | 81 | 168 | 262 | 293 14 | 19 | 39 | 52 | 81 | 168 | 262 | 262 15 | 19 | 39 | 52 | 81 | 168 | 262 | 262 16 | 19 | 39 | 52 | 81 | 168 | 262 | 262 17 | 19 | 39 | 52 | 81 | 168 | 262 | 262 18 | 19 | 39 | 52 | 81 | 168 | 262 | 262 19 | 19 | 39 | 51 | 81 | 168 | 262 | 262 20 | 19 | 39 | 52 | 81 | 168 | 262 | 262 21 | 19 | 39 | 53 | 81 | 168 | 262 | 262 22 | 18 | 38 | 55 | 80 | 168 | 262 | 262 23 | 18 | 38 | 57 | 80 | 167 | 261 | 261 24 | 18 | 38 | 60 | 80 | 167 | 261 | 261 25 | 17 | 37 | 62 | 79 | 166 | 260 | 260 26 | 17 | 37 | 64 | 79 | 166 | 260 | 260 27 | 16 | 36 | 67 | 78 | 166 | 260 | 260 28 | 16 | 36 | 69 | 78 | 165 | 259 | 259 29 | 16 | 36 | 72 | 77 | 165 | 259 | 259 30 | 15 | 35 | 74 | 77 | 164 | 258 | 258 3.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 46 | 59 | 65 | 87 | 207 | 303 | 3080 2 | 49 | 62 | 68 | 90 | 210 | 339 | 2303 3 | 51 | 65 | 73 | 98 | 208 | 355 | 1746 4 | 52 | 67 | 77 | 103 | 206 | 356 | 1355 5 | 53 | 69 | 81 | 105 | 207 | 349 | 1077 6 | 55 | 72 | 84 | 109 | 207 | 337 | 876 7 | 57 | 75 | 86 | 111 | 207 | 322 | 726 8 | 56 | 75 | 86 | 113 | 206 | 306 | 612 9 | 56 | 76 | 88 | 116 | 206 | 300 | 522 10 | 57 | 76 | 89 | 118 | 206 | 300 | 450 11 | 56 | 76 | 89 | 118 | 206 | 300 | 391 12 | 56 | 76 | 89 | 118 | 205 | 299 | 343 13 | 55 | 75 | 88 | 117 | 204 | 298 | 302 14 | 54 | 74 | 87 | 116 | 203 | 297 | 297 15 | 53 | 73 | 86 | 115 | 202 | 297 | 297 16 | 52 | 72 | 85 | 114 | 202 | 296 | 296 17 | 52 | 72 | 85 | 114 | 201 | 295 | 295 18 | 51 | 71 | 84 | 113 | 200 | 294 | 294 19 | 50 | 70 | 83 | 112 | 200 | 294 | 294 20 | 50 | 70 | 83 | 112 | 199 | 293 | 293 21 | 49 | 69 | 82 | 111 | 198 | 292 | 292 22 | 48 | 68 | 81 | 110 | 197 | 291 | 291 23 | 47 | 67 | 80 | 109 | 196 | 291 | 291 24 | 46 | 66 | 79 | 108 | 196 | 290 | 290 25 | 45 | 65 | 78 | 107 | 195 | 289 | 289 26 | 45 | 65 | 77 | 106 | 194 | 288 | 288 27 | 44 | 64 | 76 | 106 | 193 | 287 | 287 28 | 43 | 63 | 76 | 105 | 192 | 286 | 286 29 | 42 | 62 | 75 | 104 | 191 | 285 | 285 30 | 41 | 61 | 77 | 103 | 190 | 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 | 77 | 90 | 97 | 119 | 239 | 335 | 3258 2 | 81 | 95 | 101 | 123 | 243 | 359 | 2449 3 | 81 | 95 | 104 | 129 | 238 | 377 | 1860 4 | 81 | 96 | 106 | 132 | 235 | 378 | 1444 5 | 83 | 100 | 111 | 135 | 237 | 371 | 1148 6 | 86 | 103 | 114 | 139 | 237 | 358 | 933 7 | 88 | 106 | 117 | 142 | 238 | 342 | 773 8 | 89 | 108 | 119 | 145 | 239 | 333 | 651 9 | 90 | 109 | 121 | 149 | 239 | 333 | 555 10 | 90 | 110 | 123 | 151 | 239 | 334 | 478 11 | 90 | 110 | 123 | 151 | 239 | 333 | 415 12 | 89 | 109 | 122 | 151 | 238 | 332 | 364 13 | 88 | 108 | 120 | 150 | 237 | 331 | 331 14 | 86 | 106 | 119 | 148 | 235 | 329 | 329 15 | 85 | 105 | 118 | 147 | 234 | 328 | 328 16 | 83 | 103 | 116 | 145 | 233 | 327 | 327 17 | 82 | 102 | 115 | 144 | 231 | 325 | 325 18 | 81 | 101 | 113 | 143 | 230 | 324 | 324 19 | 79 | 99 | 112 | 141 | 228 | 323 | 323 20 | 78 | 98 | 111 | 140 | 227 | 321 | 321 21 | 77 | 97 | 109 | 138 | 226 | 320 | 320 22 | 75 | 95 | 108 | 137 | 224 | 318 | 318 23 | 73 | 93 | 106 | 135 | 223 | 317 | 317 24 | 72 | 92 | 105 | 134 | 221 | 315 | 315 25 | 70 | 90 | 103 | 132 | 219 | 314 | 314 26 | 69 | 89 | 102 | 131 | 218 | 312 | 312 27 | 67 | 87 | 100 | 129 | 216 | 310 | 310 28 | 65 | 85 | 98 | 127 | 215 | 309 | 309 29 | 64 | 84 | 97 | 126 | 213 | 307 | 307 30 | 62 | 83 | 95 | 124 | 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 | 5 | 18 | 25 | 47 | 167 | 300 | 3097 2 | 8 | 21 | 28 | 50 | 170 | 339 | 2302 3 | 10 | 24 | 33 | 57 | 167 | 353 | 1736 4 | 12 | 27 | 37 | 63 | 166 | 352 | 1341 5 | 14 | 30 | 42 | 66 | 167 | 343 | 1062 6 | 16 | 33 | 45 | 69 | 168 | 330 | 860 7 | 18 | 36 | 47 | 72 | 168 | 314 | 711 8 | 18 | 37 | 48 | 74 | 168 | 298 | 597 9 | 18 | 37 | 49 | 77 | 168 | 281 | 508 10 | 18 | 38 | 51 | 79 | 168 | 264 | 437 11 | 18 | 38 | 51 | 80 | 168 | 262 | 379 12 | 18 | 38 | 51 | 80 | 167 | 261 | 332 13 | 18 | 38 | 50 | 80 | 167 | 261 | 292 14 | 17 | 37 | 50 | 79 | 166 | 260 | 260 15 | 16 | 36 | 49 | 78 | 165 | 259 | 259 16 | 15 | 35 | 48 | 77 | 165 | 259 | 259 17 | 15 | 35 | 48 | 77 | 164 | 258 | 258 18 | 15 | 35 | 47 | 77 | 164 | 258 | 258 19 | 14 | 34 | 48 | 76 | 164 | 258 | 258 20 | 15 | 35 | 50 | 77 | 164 | 258 | 258 21 | 15 | 35 | 53 | 77 | 164 | 258 | 258 22 | 15 | 35 | 55 | 77 | 164 | 258 | 258 23 | 15 | 35 | 57 | 77 | 164 | 258 | 258 24 | 14 | 35 | 60 | 76 | 164 | 258 | 258 25 | 14 | 34 | 62 | 76 | 164 | 258 | 258 26 | 14 | 34 | 65 | 76 | 163 | 257 | 257 27 | 14 | 34 | 67 | 76 | 163 | 257 | 257 28 | 14 | 34 | 69 | 76 | 163 | 257 | 257 29 | 14 | 34 | 72 | 76 | 163 | 257 | 257 30 | 13 | 33 | 74 | 75 | 163 | 257 | 257 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 | 104 | 110 | 132 | 252 | 348 | 3284 2 | 91 | 104 | 111 | 133 | 253 | 360 | 2456 3 | 90 | 104 | 113 | 137 | 247 | 376 | 1860 4 | 90 | 105 | 116 | 141 | 244 | 377 | 1442 5 | 91 | 107 | 118 | 143 | 244 | 369 | 1145 6 | 91 | 109 | 120 | 145 | 243 | 356 | 930 7 | 93 | 111 | 122 | 147 | 243 | 340 | 770 8 | 92 | 111 | 122 | 149 | 242 | 337 | 647 9 | 92 | 111 | 123 | 151 | 241 | 336 | 551 10 | 91 | 110 | 123 | 152 | 240 | 334 | 474 11 | 89 | 109 | 122 | 151 | 238 | 332 | 412 12 | 87 | 107 | 120 | 149 | 236 | 330 | 360 13 | 85 | 105 | 118 | 147 | 235 | 329 | 329 14 | 83 | 103 | 116 | 145 | 233 | 327 | 327 15 | 82 | 102 | 115 | 144 | 231 | 325 | 325 16 | 80 | 100 | 112 | 142 | 229 | 323 | 323 17 | 78 | 98 | 111 | 140 | 227 | 321 | 321 18 | 76 | 96 | 109 | 138 | 226 | 320 | 320 19 | 75 | 95 | 108 | 137 | 224 | 318 | 318 20 | 74 | 94 | 107 | 136 | 223 | 317 | 317 21 | 73 | 93 | 106 | 135 | 222 | 316 | 316 22 | 72 | 92 | 105 | 134 | 221 | 315 | 315 23 | 71 | 91 | 104 | 133 | 220 | 314 | 314 24 | 69 | 89 | 102 | 131 | 219 | 313 | 313 25 | 68 | 88 | 101 | 130 | 217 | 312 | 312 26 | 67 | 87 | 100 | 129 | 216 | 310 | 310 27 | 66 | 86 | 99 | 128 | 215 | 309 | 309 28 | 65 | 85 | 98 | 127 | 214 | 308 | 308 29 | 64 | 84 | 97 | 126 | 213 | 307 | 307 30 | 63 | 83 | 96 | 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 | 328 | 341 | 347 | 369 | 489 | 585 | 3340 2 | 78 | 91 | 98 | 120 | 240 | 364 | 2489 3 | 80 | 94 | 103 | 127 | 237 | 379 | 1881 4 | 82 | 97 | 108 | 133 | 237 | 380 | 1457 5 | 84 | 100 | 112 | 136 | 238 | 372 | 1157 6 | 86 | 104 | 115 | 140 | 238 | 359 | 939 7 | 88 | 107 | 117 | 143 | 239 | 342 | 777 8 | 89 | 108 | 119 | 146 | 239 | 333 | 653 9 | 90 | 109 | 121 | 149 | 240 | 334 | 556 10 | 90 | 110 | 122 | 151 | 239 | 333 | 479 11 | 90 | 110 | 123 | 152 | 239 | 333 | 416 12 | 90 | 110 | 123 | 152 | 239 | 333 | 364 13 | 90 | 110 | 123 | 152 | 240 | 334 | 334 14 | 91 | 111 | 124 | 153 | 240 | 334 | 334 15 | 92 | 112 | 124 | 153 | 241 | 335 | 335 16 | 92 | 112 | 125 | 154 | 242 | 336 | 336 17 | 93 | 113 | 126 | 155 | 243 | 337 | 337 18 | 94 | 114 | 127 | 156 | 244 | 338 | 338 19 | 95 | 115 | 128 | 157 | 244 | 339 | 339 20 | 96 | 116 | 129 | 158 | 245 | 339 | 339 21 | 96 | 116 | 129 | 158 | 245 | 339 | 339 22 | 96 | 116 | 129 | 158 | 245 | 339 | 339 23 | 95 | 115 | 128 | 157 | 244 | 338 | 338 24 | 94 | 114 | 127 | 156 | 243 | 337 | 337 25 | 93 | 113 | 126 | 155 | 242 | 336 | 336 26 | 92 | 112 | 125 | 154 | 241 | 335 | 335 27 | 91 | 111 | 124 | 153 | 240 | 334 | 334 28 | 89 | 109 | 122 | 151 | 239 | 333 | 333 29 | 88 | 108 | 121 | 150 | 237 | 331 | 331 30 | 86 | 106 | 119 | 148 | 236 | 330 | 330 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 | 6 | 12 | 34 | 154 | 297 | 3063 2 | 0 | 6 | 12 | 34 | 154 | 336 | 2281 3 | 1 | 6 | 14 | 39 | 149 | 350 | 1721 4 | 1 | 6 | 16 | 42 | 145 | 349 | 1329 5 | 1 | 7 | 19 | 43 | 144 | 341 | 1052 6 | 2 | 9 | 20 | 45 | 144 | 327 | 853 7 | 2 | 11 | 22 | 47 | 143 | 312 | 705 8 | 2 | 11 | 22 | 49 | 142 | 295 | 592 9 | 2 | 11 | 24 | 51 | 141 | 278 | 504 10 | 4 | 11 | 26 | 52 | 141 | 262 | 434 11 | 4 | 11 | 29 | 53 | 140 | 246 | 377 12 | 4 | 11 | 32 | 53 | 140 | 234 | 330 13 | 4 | 11 | 33 | 53 | 140 | 235 | 291 14 | 4 | 11 | 36 | 53 | 141 | 235 | 257 15 | 5 | 12 | 39 | 54 | 141 | 235 | 235 16 | 6 | 13 | 40 | 54 | 141 | 235 | 235 17 | 6 | 14 | 43 | 54 | 141 | 235 | 235 18 | 6 | 14 | 46 | 55 | 142 | 236 | 236 19 | 7 | 15 | 48 | 55 | 142 | 237 | 237 20 | 7 | 16 | 50 | 56 | 143 | 237 | 237 21 | 7 | 17 | 53 | 57 | 144 | 238 | 238 22 | 8 | 17 | 55 | 60 | 145 | 239 | 239 23 | 8 | 19 | 57 | 62 | 145 | 239 | 239 24 | 8 | 20 | 60 | 64 | 146 | 240 | 240 25 | 9 | 20 | 62 | 65 | 146 | 240 | 240 26 | 9 | 22 | 65 | 67 | 147 | 241 | 241 27 | 9 | 22 | 67 | 69 | 147 | 241 | 241 28 | 10 | 23 | 69 | 71 | 147 | 241 | 241 29 | 10 | 24 | 72 | 73 | 148 | 242 | 242 30 | 10 | 24 | 74 | 74 | 148 | 242 | 242 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 61 | 67 | 90 | 210 | 306 | 3070 2 | 49 | 62 | 68 | 90 | 210 | 337 | 2286 3 | 48 | 62 | 70 | 95 | 205 | 351 | 1725 4 | 47 | 62 | 73 | 98 | 202 | 350 | 1333 5 | 47 | 63 | 75 | 99 | 201 | 342 | 1056 6 | 48 | 66 | 77 | 102 | 200 | 328 | 856 7 | 49 | 67 | 78 | 103 | 199 | 313 | 708 8 | 48 | 67 | 78 | 105 | 198 | 296 | 595 9 | 48 | 67 | 79 | 107 | 198 | 292 | 506 10 | 47 | 67 | 79 | 108 | 196 | 290 | 436 11 | 45 | 65 | 78 | 107 | 195 | 289 | 379 12 | 44 | 64 | 77 | 106 | 193 | 287 | 332 13 | 43 | 63 | 75 | 104 | 192 | 286 | 292 14 | 41 | 61 | 74 | 103 | 190 | 284 | 284 15 | 40 | 60 | 73 | 102 | 189 | 283 | 283 16 | 38 | 58 | 71 | 100 | 187 | 281 | 281 17 | 37 | 57 | 70 | 99 | 186 | 280 | 280 18 | 36 | 56 | 69 | 98 | 185 | 279 | 279 19 | 35 | 55 | 68 | 97 | 184 | 278 | 278 20 | 35 | 55 | 67 | 97 | 184 | 278 | 278 21 | 34 | 54 | 67 | 96 | 183 | 277 | 277 22 | 33 | 53 | 66 | 95 | 183 | 277 | 277 23 | 33 | 53 | 66 | 95 | 182 | 276 | 276 24 | 32 | 52 | 65 | 94 | 181 | 275 | 275 25 | 31 | 51 | 64 | 93 | 181 | 275 | 275 26 | 31 | 51 | 65 | 93 | 180 | 274 | 274 27 | 30 | 50 | 67 | 92 | 179 | 273 | 273 28 | 29 | 49 | 70 | 91 | 178 | 273 | 273 29 | 29 | 49 | 72 | 91 | 178 | 272 | 272 30 | 28 | 48 | 74 | 90 | 177 | 271 | 271 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 | 111 | 125 | 131 | 153 | 273 | 369 | 3295 2 | 113 | 126 | 132 | 154 | 274 | 370 | 2464 3 | 113 | 127 | 136 | 160 | 270 | 378 | 1869 4 | 114 | 129 | 139 | 165 | 268 | 380 | 1452 5 | 115 | 131 | 143 | 167 | 268 | 373 | 1157 6 | 116 | 134 | 145 | 170 | 268 | 362 | 943 7 | 117 | 136 | 146 | 172 | 268 | 362 | 784 8 | 117 | 136 | 147 | 174 | 267 | 361 | 662 9 | 116 | 136 | 148 | 176 | 266 | 360 | 565 10 | 116 | 136 | 148 | 177 | 265 | 359 | 488 11 | 115 | 135 | 147 | 176 | 264 | 358 | 425 12 | 113 | 133 | 146 | 175 | 262 | 356 | 372 13 | 111 | 131 | 144 | 173 | 260 | 354 | 354 14 | 109 | 129 | 142 | 171 | 258 | 352 | 352 15 | 107 | 127 | 140 | 169 | 256 | 350 | 350 16 | 104 | 124 | 137 | 166 | 254 | 348 | 348 17 | 102 | 122 | 135 | 164 | 251 | 345 | 345 18 | 100 | 120 | 133 | 162 | 249 | 343 | 343 19 | 98 | 118 | 131 | 160 | 247 | 341 | 341 20 | 96 | 116 | 129 | 158 | 246 | 340 | 340 21 | 95 | 115 | 127 | 157 | 244 | 338 | 338 22 | 93 | 113 | 126 | 155 | 242 | 336 | 336 23 | 91 | 111 | 124 | 153 | 240 | 334 | 334 24 | 89 | 109 | 122 | 151 | 238 | 332 | 332 25 | 87 | 107 | 120 | 149 | 236 | 331 | 331 26 | 85 | 106 | 118 | 147 | 235 | 329 | 329 27 | 84 | 104 | 117 | 146 | 233 | 327 | 327 28 | 82 | 102 | 115 | 144 | 231 | 325 | 325 29 | 80 | 100 | 113 | 142 | 230 | 324 | 324 30 | 79 | 99 | 112 | 141 | 228 | 322 | 322 3.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 165 | 178 | 185 | 207 | 327 | 423 | 3209 2 | 174 | 187 | 194 | 216 | 336 | 432 | 2422 3 | 178 | 192 | 201 | 225 | 335 | 431 | 1849 4 | 180 | 194 | 205 | 230 | 334 | 429 | 1441 5 | 180 | 196 | 208 | 232 | 334 | 428 | 1148 6 | 181 | 198 | 209 | 234 | 332 | 427 | 935 7 | 181 | 199 | 210 | 235 | 331 | 425 | 775 8 | 179 | 198 | 210 | 236 | 330 | 424 | 653 9 | 178 | 198 | 210 | 238 | 328 | 422 | 557 10 | 177 | 197 | 210 | 239 | 327 | 421 | 480 11 | 176 | 196 | 209 | 237 | 325 | 419 | 419 12 | 173 | 193 | 206 | 235 | 322 | 417 | 417 13 | 170 | 190 | 203 | 232 | 320 | 414 | 414 14 | 167 | 187 | 200 | 229 | 317 | 411 | 411 15 | 164 | 184 | 197 | 226 | 313 | 408 | 408 16 | 161 | 181 | 194 | 223 | 310 | 404 | 404 17 | 158 | 178 | 191 | 220 | 307 | 401 | 401 18 | 155 | 175 | 188 | 217 | 304 | 398 | 398 19 | 152 | 172 | 185 | 214 | 301 | 395 | 395 20 | 149 | 169 | 182 | 211 | 298 | 392 | 392 21 | 146 | 166 | 179 | 208 | 295 | 389 | 389 22 | 143 | 163 | 176 | 205 | 292 | 386 | 386 23 | 140 | 160 | 173 | 202 | 289 | 383 | 383 24 | 137 | 157 | 169 | 199 | 286 | 380 | 380 25 | 134 | 154 | 166 | 195 | 283 | 377 | 377 26 | 131 | 151 | 163 | 192 | 280 | 374 | 374 27 | 128 | 148 | 160 | 190 | 277 | 371 | 371 28 | 125 | 145 | 158 | 187 | 274 | 368 | 368 29 | 122 | 142 | 155 | 184 | 271 | 365 | 365 30 | 119 | 139 | 152 | 181 | 269 | 363 | 363 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 | 26 | 39 | 45 | 67 | 187 | 303 | 3132 2 | 26 | 40 | 46 | 68 | 188 | 343 | 2335 3 | 26 | 40 | 49 | 73 | 183 | 358 | 1764 4 | 26 | 41 | 51 | 77 | 180 | 358 | 1364 5 | 26 | 42 | 54 | 78 | 180 | 350 | 1081 6 | 27 | 44 | 56 | 81 | 179 | 336 | 877 7 | 28 | 46 | 57 | 82 | 178 | 320 | 725 8 | 27 | 46 | 57 | 83 | 177 | 303 | 609 9 | 26 | 46 | 58 | 85 | 176 | 286 | 518 10 | 26 | 46 | 58 | 87 | 175 | 269 | 446 11 | 25 | 45 | 58 | 87 | 174 | 269 | 387 12 | 25 | 45 | 57 | 87 | 174 | 268 | 339 13 | 24 | 44 | 57 | 86 | 173 | 267 | 299 14 | 24 | 44 | 56 | 85 | 173 | 267 | 267 15 | 23 | 43 | 56 | 85 | 172 | 266 | 266 16 | 23 | 43 | 56 | 85 | 172 | 266 | 266 17 | 23 | 43 | 56 | 85 | 172 | 266 | 266 18 | 23 | 43 | 56 | 85 | 172 | 266 | 266 19 | 23 | 43 | 56 | 85 | 172 | 266 | 266 20 | 23 | 43 | 56 | 85 | 172 | 266 | 266 21 | 23 | 43 | 56 | 85 | 172 | 266 | 266 22 | 23 | 43 | 57 | 85 | 172 | 266 | 266 23 | 23 | 43 | 58 | 85 | 172 | 266 | 266 24 | 23 | 43 | 61 | 85 | 172 | 266 | 266 25 | 22 | 42 | 64 | 84 | 172 | 266 | 266 26 | 22 | 42 | 66 | 84 | 171 | 265 | 265 27 | 22 | 42 | 68 | 84 | 171 | 265 | 265 28 | 22 | 42 | 71 | 84 | 171 | 265 | 265 29 | 21 | 41 | 73 | 83 | 170 | 265 | 265 30 | 21 | 41 | 76 | 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 | 23 | 36 | 42 | 64 | 184 | 306 | 3164 2 | 24 | 38 | 44 | 66 | 186 | 347 | 2362 3 | 25 | 39 | 48 | 72 | 182 | 362 | 1786 4 | 26 | 41 | 52 | 77 | 181 | 362 | 1381 5 | 28 | 44 | 56 | 80 | 182 | 354 | 1095 6 | 30 | 47 | 59 | 83 | 182 | 341 | 888 7 | 32 | 50 | 61 | 86 | 182 | 325 | 735 8 | 32 | 51 | 62 | 89 | 182 | 308 | 618 9 | 32 | 52 | 64 | 92 | 182 | 290 | 526 10 | 33 | 53 | 66 | 94 | 183 | 277 | 453 11 | 34 | 54 | 66 | 95 | 183 | 277 | 393 12 | 34 | 54 | 67 | 96 | 183 | 277 | 344 13 | 34 | 54 | 67 | 96 | 183 | 277 | 304 14 | 33 | 53 | 66 | 95 | 183 | 277 | 277 15 | 33 | 53 | 66 | 95 | 182 | 277 | 277 16 | 33 | 53 | 66 | 95 | 182 | 276 | 276 17 | 33 | 53 | 66 | 95 | 182 | 276 | 276 18 | 33 | 53 | 66 | 95 | 182 | 276 | 276 19 | 33 | 53 | 66 | 95 | 182 | 276 | 276 20 | 33 | 53 | 66 | 95 | 182 | 277 | 277 21 | 33 | 53 | 66 | 95 | 183 | 277 | 277 22 | 33 | 53 | 66 | 95 | 182 | 277 | 277 23 | 33 | 53 | 66 | 95 | 182 | 276 | 276 24 | 33 | 53 | 66 | 95 | 182 | 276 | 276 25 | 32 | 52 | 65 | 94 | 181 | 276 | 276 26 | 32 | 52 | 67 | 94 | 181 | 275 | 275 27 | 31 | 51 | 70 | 93 | 181 | 275 | 275 28 | 31 | 51 | 72 | 93 | 180 | 274 | 274 29 | 30 | 50 | 75 | 92 | 179 | 274 | 274 30 | 30 | 50 | 77 | 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 | 122 | 135 | 141 | 163 | 283 | 379 | 3343 2 | 120 | 133 | 140 | 162 | 282 | 378 | 2502 3 | 119 | 133 | 141 | 166 | 275 | 382 | 1892 4 | 118 | 133 | 143 | 169 | 272 | 382 | 1462 5 | 118 | 134 | 146 | 170 | 271 | 373 | 1158 6 | 118 | 135 | 146 | 171 | 269 | 364 | 938 7 | 118 | 136 | 147 | 172 | 268 | 362 | 775 8 | 117 | 136 | 148 | 174 | 268 | 362 | 651 9 | 116 | 136 | 148 | 176 | 266 | 360 | 554 10 | 116 | 136 | 149 | 177 | 266 | 360 | 477 11 | 116 | 136 | 148 | 177 | 265 | 359 | 414 12 | 114 | 134 | 147 | 176 | 264 | 358 | 362 13 | 113 | 133 | 146 | 175 | 262 | 356 | 356 14 | 112 | 132 | 145 | 174 | 261 | 355 | 355 15 | 110 | 130 | 143 | 172 | 259 | 353 | 353 16 | 108 | 128 | 140 | 169 | 257 | 351 | 351 17 | 105 | 125 | 138 | 167 | 254 | 348 | 348 18 | 103 | 123 | 136 | 165 | 252 | 346 | 346 19 | 100 | 121 | 133 | 162 | 250 | 344 | 344 20 | 98 | 118 | 131 | 160 | 248 | 342 | 342 21 | 96 | 116 | 129 | 158 | 245 | 339 | 339 22 | 94 | 114 | 127 | 156 | 243 | 337 | 337 23 | 92 | 112 | 125 | 154 | 241 | 335 | 335 24 | 89 | 109 | 122 | 151 | 239 | 333 | 333 25 | 87 | 107 | 120 | 149 | 236 | 331 | 331 26 | 85 | 105 | 118 | 147 | 234 | 328 | 328 27 | 83 | 103 | 116 | 145 | 232 | 326 | 326 28 | 81 | 101 | 114 | 143 | 230 | 324 | 324 29 | 79 | 99 | 112 | 141 | 228 | 322 | 322 30 | 77 | 97 | 110 | 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 | 7 | 13 | 35 | 155 | 298 | 3070 2 | 0 | 8 | 15 | 37 | 157 | 337 | 2290 3 | 1 | 10 | 19 | 43 | 153 | 352 | 1730 4 | 1 | 12 | 23 | 48 | 152 | 352 | 1337 5 | 1 | 15 | 27 | 51 | 152 | 343 | 1060 6 | 2 | 18 | 30 | 55 | 153 | 330 | 859 7 | 3 | 21 | 32 | 57 | 153 | 314 | 710 8 | 3 | 22 | 33 | 60 | 153 | 298 | 597 9 | 3 | 23 | 35 | 62 | 153 | 281 | 508 10 | 4 | 23 | 36 | 64 | 153 | 264 | 437 11 | 4 | 23 | 36 | 65 | 153 | 248 | 379 12 | 4 | 23 | 36 | 65 | 152 | 246 | 332 13 | 4 | 23 | 36 | 65 | 152 | 246 | 292 14 | 4 | 23 | 36 | 65 | 152 | 246 | 259 15 | 5 | 22 | 39 | 64 | 152 | 246 | 246 16 | 6 | 22 | 41 | 64 | 151 | 245 | 245 17 | 6 | 22 | 43 | 64 | 151 | 245 | 245 18 | 6 | 22 | 46 | 64 | 151 | 245 | 245 19 | 7 | 22 | 48 | 64 | 151 | 246 | 246 20 | 7 | 23 | 50 | 65 | 152 | 246 | 246 21 | 7 | 23 | 53 | 65 | 152 | 246 | 246 22 | 8 | 24 | 55 | 65 | 153 | 247 | 247 23 | 8 | 24 | 57 | 66 | 153 | 247 | 247 24 | 8 | 24 | 60 | 66 | 153 | 247 | 247 25 | 9 | 24 | 62 | 66 | 153 | 247 | 247 26 | 9 | 24 | 65 | 67 | 154 | 248 | 248 27 | 9 | 24 | 67 | 69 | 154 | 248 | 248 28 | 10 | 25 | 69 | 71 | 154 | 248 | 248 29 | 10 | 25 | 72 | 73 | 154 | 248 | 248 30 | 10 | 25 | 74 | 74 | 154 | 248 | 248 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 | 73 | 193 | 299 | 3087 2 | 31 | 44 | 51 | 73 | 193 | 339 | 2299 3 | 30 | 44 | 52 | 77 | 186 | 353 | 1735 4 | 29 | 44 | 54 | 80 | 183 | 352 | 1340 5 | 28 | 45 | 56 | 80 | 182 | 343 | 1062 6 | 31 | 48 | 60 | 85 | 183 | 330 | 860 7 | 29 | 47 | 58 | 83 | 179 | 314 | 711 8 | 33 | 52 | 63 | 90 | 183 | 298 | 597 9 | 32 | 52 | 64 | 91 | 182 | 281 | 508 10 | 27 | 47 | 59 | 88 | 176 | 270 | 437 11 | 22 | 42 | 55 | 84 | 172 | 266 | 379 12 | 19 | 39 | 52 | 81 | 168 | 262 | 331 13 | 17 | 37 | 50 | 79 | 166 | 260 | 292 14 | 15 | 35 | 48 | 77 | 164 | 258 | 258 15 | 13 | 33 | 46 | 75 | 162 | 257 | 257 16 | 12 | 32 | 45 | 74 | 161 | 255 | 255 17 | 11 | 31 | 44 | 73 | 160 | 254 | 254 18 | 10 | 30 | 46 | 72 | 159 | 254 | 254 19 | 10 | 30 | 47 | 72 | 159 | 253 | 253 20 | 10 | 30 | 50 | 72 | 159 | 253 | 253 21 | 10 | 30 | 53 | 72 | 159 | 253 | 253 22 | 10 | 30 | 54 | 72 | 159 | 253 | 253 23 | 10 | 30 | 57 | 72 | 159 | 253 | 253 24 | 10 | 30 | 59 | 72 | 159 | 253 | 253 25 | 10 | 30 | 62 | 72 | 159 | 253 | 253 26 | 9 | 29 | 64 | 71 | 159 | 253 | 253 27 | 9 | 29 | 67 | 71 | 159 | 253 | 253 28 | 10 | 29 | 69 | 71 | 158 | 252 | 252 29 | 10 | 29 | 72 | 72 | 158 | 252 | 252 30 | 10 | 29 | 74 | 74 | 158 | 252 | 252 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 | 196 | 209 | 215 | 237 | 357 | 454 | 3599 2 | 192 | 205 | 212 | 234 | 354 | 450 | 2730 3 | 186 | 200 | 209 | 233 | 343 | 439 | 2079 4 | 182 | 197 | 207 | 233 | 336 | 431 | 1613 5 | 177 | 193 | 205 | 229 | 331 | 425 | 1280 6 | 174 | 191 | 203 | 228 | 326 | 420 | 1038 7 | 171 | 189 | 200 | 225 | 321 | 415 | 857 8 | 166 | 185 | 197 | 223 | 317 | 411 | 719 9 | 162 | 182 | 194 | 222 | 312 | 406 | 611 10 | 159 | 178 | 191 | 220 | 308 | 402 | 524 11 | 155 | 175 | 187 | 216 | 304 | 398 | 454 12 | 150 | 171 | 183 | 212 | 300 | 394 | 396 13 | 146 | 167 | 179 | 208 | 296 | 390 | 390 14 | 143 | 163 | 176 | 205 | 292 | 386 | 386 15 | 139 | 159 | 172 | 201 | 288 | 382 | 382 16 | 136 | 156 | 169 | 198 | 285 | 379 | 379 17 | 132 | 152 | 165 | 194 | 282 | 376 | 376 18 | 129 | 149 | 162 | 191 | 279 | 373 | 373 19 | 127 | 147 | 159 | 189 | 276 | 370 | 370 20 | 124 | 144 | 157 | 186 | 273 | 367 | 367 21 | 121 | 141 | 154 | 183 | 270 | 364 | 364 22 | 118 | 138 | 151 | 180 | 268 | 362 | 362 23 | 116 | 136 | 149 | 178 | 265 | 359 | 359 24 | 113 | 133 | 146 | 175 | 262 | 356 | 356 25 | 111 | 131 | 143 | 173 | 260 | 354 | 354 26 | 108 | 128 | 141 | 170 | 257 | 351 | 351 27 | 106 | 126 | 139 | 168 | 255 | 349 | 349 28 | 103 | 123 | 136 | 165 | 253 | 347 | 347 29 | 101 | 121 | 134 | 163 | 250 | 345 | 345 30 | 99 | 119 | 132 | 161 | 248 | 342 | 342 3.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 26 | 52 | 172 | 299 | 3078 2 | 0 | 14 | 26 | 52 | 172 | 337 | 2288 3 | 1 | 17 | 28 | 56 | 169 | 351 | 1725 4 | 1 | 20 | 32 | 61 | 167 | 350 | 1332 5 | 2 | 23 | 36 | 67 | 168 | 341 | 1055 6 | 4 | 27 | 39 | 69 | 169 | 328 | 855 7 | 7 | 31 | 42 | 71 | 169 | 313 | 707 8 | 9 | 34 | 46 | 74 | 169 | 296 | 594 9 | 11 | 37 | 50 | 76 | 169 | 279 | 506 10 | 12 | 38 | 51 | 77 | 169 | 263 | 435 11 | 13 | 40 | 52 | 78 | 169 | 263 | 378 12 | 14 | 41 | 54 | 79 | 169 | 263 | 331 13 | 14 | 43 | 54 | 80 | 169 | 263 | 291 14 | 15 | 43 | 55 | 80 | 169 | 263 | 263 15 | 15 | 43 | 55 | 80 | 169 | 263 | 263 16 | 15 | 43 | 55 | 80 | 169 | 263 | 263 17 | 15 | 43 | 55 | 80 | 169 | 263 | 263 18 | 15 | 43 | 55 | 80 | 169 | 263 | 263 19 | 15 | 43 | 55 | 80 | 169 | 263 | 263 20 | 15 | 43 | 55 | 80 | 169 | 264 | 264 21 | 15 | 43 | 55 | 80 | 170 | 264 | 264 22 | 15 | 43 | 55 | 80 | 170 | 264 | 264 23 | 15 | 43 | 57 | 80 | 170 | 264 | 264 24 | 15 | 43 | 59 | 80 | 170 | 264 | 264 25 | 15 | 43 | 62 | 80 | 170 | 264 | 264 26 | 15 | 43 | 64 | 80 | 169 | 264 | 264 27 | 15 | 43 | 67 | 80 | 169 | 263 | 263 28 | 15 | 43 | 69 | 80 | 169 | 263 | 263 29 | 15 | 43 | 71 | 80 | 169 | 263 | 263 30 | 15 | 43 | 74 | 80 | 169 | 263 | 263 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 | 13 | 133 | 296 | 3046 2 | 0 | 1 | 6 | 14 | 131 | 334 | 2267 3 | 1 | 1 | 9 | 16 | 124 | 348 | 1710 4 | 1 | 3 | 11 | 19 | 121 | 347 | 1320 5 | 1 | 4 | 14 | 22 | 120 | 339 | 1046 6 | 2 | 4 | 16 | 25 | 120 | 325 | 847 7 | 2 | 6 | 19 | 27 | 119 | 310 | 700 8 | 2 | 6 | 22 | 30 | 119 | 293 | 588 9 | 2 | 7 | 24 | 31 | 119 | 277 | 501 10 | 4 | 8 | 26 | 34 | 119 | 260 | 431 11 | 4 | 9 | 29 | 36 | 119 | 244 | 374 12 | 4 | 9 | 31 | 38 | 120 | 229 | 327 13 | 4 | 10 | 33 | 41 | 120 | 214 | 288 14 | 4 | 11 | 36 | 43 | 120 | 214 | 255 15 | 5 | 12 | 38 | 44 | 120 | 214 | 227 16 | 6 | 12 | 40 | 47 | 120 | 215 | 215 17 | 6 | 14 | 43 | 49 | 121 | 215 | 215 18 | 6 | 14 | 45 | 50 | 121 | 215 | 215 19 | 7 | 15 | 47 | 53 | 122 | 216 | 216 20 | 7 | 16 | 50 | 54 | 122 | 217 | 217 21 | 7 | 17 | 52 | 57 | 123 | 217 | 217 22 | 7 | 17 | 54 | 59 | 124 | 218 | 218 23 | 8 | 19 | 57 | 60 | 126 | 218 | 218 24 | 8 | 19 | 59 | 62 | 128 | 218 | 218 25 | 8 | 20 | 61 | 64 | 129 | 218 | 218 26 | 9 | 21 | 63 | 66 | 129 | 218 | 218 27 | 9 | 22 | 66 | 68 | 131 | 218 | 218 28 | 10 | 22 | 68 | 70 | 132 | 218 | 218 29 | 10 | 24 | 70 | 72 | 133 | 218 | 218 30 | 10 | 24 | 73 | 74 | 133 | 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 | 46 Euro | Belgium | 46 Euro | Cyprus | 46 Euro | Estonia | 46 Euro | Finland | 46 Euro | France | 46 Euro | Germany | 46 Euro | Greece | 46 Euro | Ireland | 46 Euro | Italy | 46 Euro | Latvia | 46 Euro | Lithuania | 46 Euro | Luxembourg | 46 Euro | Malta | 46 Euro | Netherlands | 46 Euro | Portugal | 46 Euro | Slovakia | 46 Euro | Slovenia | 46 Euro | Spain | 46 Czech koruna | Czech Republic | 37 Danish krone | Denmark | 54 Forint | Hungary | 12

Krona | Sweden | 36 Kuna | Croatia | 11 Lev | Bulgaria | 0 Pound sterling | United Kingdom | 50 Romanian leu | Romania | 13 Zloty | Poland | 24 Króna | Iceland | 31 Norwegian krone | Norway | 71 Swiss franc | Liechtenstein | 32 Swiss franc | Switzerland | 32 Australian dollar | Australia | 23 Canadian dollar | Canada | 51 Renminbi-yuan | China | 79 Hong Kong dollar | Hong Kong | 16 US dollar | United States | 100 Yen | Japan | 20 * * *