COMMISSION IMPLEMENTING REGULATION (EU) 2022/1384

9.8.2022 | EN | Official Journal of the European Union | L 207/24 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2022/1384 of 8 August 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 July 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2022 market data. That information was published on 5 July 2022 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 30 June 2022. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 8 August 2022. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | 0,736 % | 6,898 % | 0,726 % | 7,171 % | 2,361 % | 0,728 % 2 | 1,266 % | 6,595 % | 1,256 % | 7,702 % | 2,421 % | 1,426 % 3 | 1,449 % | 6,113 % | 1,439 % | 8,015 % | 2,504 % | 1,924 % 4 | 1,610 % | 5,661 % | 1,600 % | 8,220 % | 2,574 % | 2,325 % 5 | 1,687 % | 5,324 % | 1,677 % | 8,313 % | 2,619 % | 2,675 % 6 | 1,782 % | 5,112 % | 1,771 % | 8,337 % | 2,639 % | 3,005 % 7 | 1,863 % | 4,982 % | 1,853 % | 8,309 % | 2,650 % | 3,328 % 8 | 1,942 % | 4,899 % | 1,932 % | 8,240 % | 2,660 % | 3,664 % 9 | 2,017 % | 4,844 % | 2,007 % | 8,143 % | 2,676 % | 3,964 % 10 | 2,089 % | 4,808 % | 2,079 % | 8,036 % | 2,700 % | 4,189 % 11 | 2,178 % | 4,783 % | 2,168 % | 7,926 % | 2,733 % | 4,352 % 12 | 2,207 % | 4,764 % | 2,197 % | 7,831 % | 2,771 % | 4,470 % 13 | 2,238 % | 4,748 % | 2,227 % | 7,756 % | 2,810 % | 4,553 % 14 | 2,269 % | 4,732 % | 2,259 % | 7,704 % | 2,847 % | 4,611 % 15 | 2,285 % | 4,713 % | 2,274 % | 7,678 % | 2,881 % | 4,649 % 16 | 2,275 % | 4,692 % | 2,264 % | 7,646 % | 2,913 % | 4,672 % 17 | 2,249 % | 4,668 % | 2,239 % | 7,602 % | 2,942 % | 4,683 % 18 | 2,218 % | 4,643 % | 2,208 % | 7,549 % | 2,969 % | 4,686 % 19 | 2,190 % | 4,617 % | 2,180 % | 7,489 % | 2,993 % | 4,681 % 20 | 2,170 % | 4,590 % | 2,160 % | 7,425 % | 3,015 % | 4,671 % 21 | 2,161 % | 4,563 % | 2,151 % | 7,358 % | 3,036 % | 4,657 % 22 | 2,161 % | 4,535 % | 2,151 % | 7,290 % | 3,054 % | 4,640 % 23 | 2,168 % | 4,509 % | 2,159 % | 7,221 % | 3,071 % | 4,621 % 24 | 2,181 % | 4,482 % | 2,172 % | 7,152 % | 3,087 % | 4,600 % 25 | 2,197 % | 4,456 % | 2,188 % | 7,083 % | 3,101 % | 4,578 % 26 | 2,216 % | 4,431 % | 2,207 % | 7,016 % | 3,115 % | 4,555 % 27 | 2,237 % | 4,406 % | 2,229 % | 6,950 % | 3,127 % | 4,532 % 28 | 2,260 % | 4,382 % | 2,251 % | 6,886 % | 3,139 % | 4,509 % 29 | 2,283 % | 4,359 % | 2,275 % | 6,823 % | 3,149 % | 4,485 % 30 | 2,307 % | 4,336 % | 2,299 % | 6,762 % | 3,159 % | 4,462 % 31 | 2,330 % | 4,314 % | 2,323 % | 6,704 % | 3,169 % | 4,439 % 32 | 2,354 % | 4,293 % | 2,347 % | 6,647 % | 3,177 % | 4,417 % 33 | 2,378 % | 4,273 % | 2,371 % | 6,592 % | 3,186 % | 4,395 % 34 | 2,401 % | 4,253 % | 2,394 % | 6,540 % | 3,193 % | 4,374 % 35 | 2,424 % | 4,234 % | 2,418 % | 6,489 % | 3,201 % | 4,353 % 36 | 2,447 % | 4,216 % | 2,440 % | 6,440 % | 3,208 % | 4,332 % 37 | 2,469 % | 4,198 % | 2,462 % | 6,393 % | 3,214 % | 4,313 % 38 | 2,490 % | 4,181 % | 2,484 % | 6,348 % | 3,220 % | 4,294 % 39 | 2,511 % | 4,165 % | 2,505 % | 6,304 % | 3,226 % | 4,275 % 40 | 2,531 % | 4,149 % | 2,525 % | 6,262 % | 3,232 % | 4,257 % 41 | 2,551 % | 4,134 % | 2,545 % | 6,222 % | 3,237 % | 4,240 % 42 | 2,570 % | 4,119 % | 2,564 % | 6,184 % | 3,242 % | 4,223 % 43 | 2,588 % | 4,105 % | 2,582 % | 6,147 % | 3,247 % | 4,207 % 44 | 2,606 % | 4,091 % | 2,600 % | 6,111 % | 3,252 % | 4,191 % 45 | 2,623 % | 4,078 % | 2,617 % | 6,077 % | 3,256 % | 4,176 % 46 | 2,639 % | 4,065 % | 2,634 % | 6,043 % | 3,260 % | 4,161 % 47 | 2,655 % | 4,053 % | 2,650 % | 6,012 % | 3,264 % | 4,147 % 48 | 2,671 % | 4,041 % | 2,666 % | 5,981 % | 3,268 % | 4,134 % 49 | 2,686 % | 4,030 % | 2,681 % | 5,952 % | 3,272 % | 4,120 % 50 | 2,700 % | 4,019 % | 2,695 % | 5,923 % | 3,275 % | 4,108 % 51 | 2,714 % | 4,008 % | 2,710 % | 5,896 % | 3,279 % | 4,095 % 52 | 2,728 % | 3,998 % | 2,723 % | 5,869 % | 3,282 % | 4,083 % 53 | 2,741 % | 3,988 % | 2,736 % | 5,844 % | 3,285 % | 4,072 % 54 | 2,754 % | 3,978 % | 2,749 % | 5,819 % | 3,288 % | 4,061 % 55 | 2,766 % | 3,969 % | 2,761 % | 5,796 % | 3,291 % | 4,050 % 56 | 2,778 % | 3,960 % | 2,773 % | 5,773 % | 3,294 % | 4,040 % 57 | 2,789 % | 3,951 % | 2,785 % | 5,750 % | 3,297 % | 4,029 % 58 | 2,800 % | 3,943 % | 2,796 % | 5,729 % | 3,299 % | 4,020 % 59 | 2,811 % | 3,935 % | 2,807 % | 5,708 % | 3,302 % | 4,010 % 60 | 2,822 % | 3,927 % | 2,817 % | 5,688 % | 3,304 % | 4,001 % 61 | 2,832 % | 3,919 % | 2,828 % | 5,669 % | 3,307 % | 3,992 % 62 | 2,842 % | 3,912 % | 2,838 % | 5,650 % | 3,309 % | 3,984 % 63 | 2,851 % | 3,905 % | 2,847 % | 5,632 % | 3,311 % | 3,975 % 64 | 2,860 % | 3,898 % | 2,856 % | 5,614 % | 3,314 % | 3,967 % 65 | 2,869 % | 3,891 % | 2,865 % | 5,597 % | 3,316 % | 3,959 % 66 | 2,878 % | 3,884 % | 2,874 % | 5,580 % | 3,318 % | 3,951 % 67 | 2,886 % | 3,878 % | 2,883 % | 5,564 % | 3,320 % | 3,944 % 68 | 2,895 % | 3,871 % | 2,891 % | 5,549 % | 3,322 % | 3,937 % 69 | 2,903 % | 3,865 % | 2,899 % | 5,533 % | 3,323 % | 3,930 % 70 | 2,910 % | 3,860 % | 2,907 % | 5,519 % | 3,325 % | 3,923 % 71 | 2,918 % | 3,854 % | 2,914 % | 5,504 % | 3,327 % | 3,916 % 72 | 2,925 % | 3,848 % | 2,922 % | 5,490 % | 3,329 % | 3,910 % 73 | 2,932 % | 3,843 % | 2,929 % | 5,477 % | 3,330 % | 3,904 % 74 | 2,939 % | 3,838 % | 2,936 % | 5,463 % | 3,332 % | 3,898 % 75 | 2,946 % | 3,832 % | 2,943 % | 5,450 % | 3,334 % | 3,892 % 76 | 2,953 % | 3,827 % | 2,949 % | 5,438 % | 3,335 % | 3,886 % 77 | 2,959 % | 3,822 % | 2,956 % | 5,426 % | 3,337 % | 3,880 % 78 | 2,965 % | 3,818 % | 2,962 % | 5,414 % | 3,338 % | 3,875 % 79 | 2,971 % | 3,813 % | 2,968 % | 5,402 % | 3,339 % | 3,869 % 80 | 2,977 % | 3,809 % | 2,974 % | 5,391 % | 3,341 % | 3,864 % 81 | 2,983 % | 3,804 % | 2,980 % | 5,380 % | 3,342 % | 3,859 % 82 | 2,989 % | 3,800 % | 2,986 % | 5,369 % | 3,344 % | 3,854 % 83 | 2,994 % | 3,796 % | 2,991 % | 5,359 % | 3,345 % | 3,849 % 84 | 3,000 % | 3,792 % | 2,997 % | 5,348 % | 3,346 % | 3,844 % 85 | 3,005 % | 3,787 % | 3,002 % | 5,338 % | 3,347 % | 3,840 % 86 | 3,010 % | 3,784 % | 3,007 % | 5,329 % | 3,348 % | 3,835 % 87 | 3,015 % | 3,780 % | 3,012 % | 5,319 % | 3,350 % | 3,831 % 88 | 3,020 % | 3,776 % | 3,017 % | 5,310 % | 3,351 % | 3,826 % 89 | 3,025 % | 3,772 % | 3,022 % | 5,300 % | 3,352 % | 3,822 % 90 | 3,030 % | 3,769 % | 3,027 % | 5,292 % | 3,353 % | 3,818 % 91 | 3,034 % | 3,765 % | 3,032 % | 5,283 % | 3,354 % | 3,814 % 92 | 3,039 % | 3,762 % | 3,036 % | 5,274 % | 3,355 % | 3,810 % 93 | 3,043 % | 3,758 % | 3,041 % | 5,266 % | 3,356 % | 3,806 % 94 | 3,048 % | 3,755 % | 3,045 % | 5,258 % | 3,357 % | 3,802 % 95 | 3,052 % | 3,752 % | 3,049 % | 5,250 % | 3,358 % | 3,799 % 96 | 3,056 % | 3,749 % | 3,053 % | 5,242 % | 3,359 % | 3,795 % 97 | 3,060 % | 3,746 % | 3,057 % | 5,234 % | 3,360 % | 3,791 % 98 | 3,064 % | 3,743 % | 3,061 % | 5,227 % | 3,361 % | 3,788 % 99 | 3,068 % | 3,740 % | 3,065 % | 5,219 % | 3,362 % | 3,785 % 100 | 3,072 % | 3,737 % | 3,069 % | 5,212 % | 3,363 % | 3,781 % 101 | 3,075 % | 3,734 % | 3,073 % | 5,205 % | 3,364 % | 3,778 % 102 | 3,079 % | 3,731 % | 3,077 % | 5,198 % | 3,364 % | 3,775 % 103 | 3,083 % | 3,728 % | 3,080 % | 5,191 % | 3,365 % | 3,771 % 104 | 3,086 % | 3,726 % | 3,084 % | 5,185 % | 3,366 % | 3,768 % 105 | 3,090 % | 3,723 % | 3,087 % | 5,178 % | 3,367 % | 3,765 % 106 | 3,093 % | 3,721 % | 3,091 % | 5,172 % | 3,368 % | 3,762 % 107 | 3,096 % | 3,718 % | 3,094 % | 5,165 % | 3,368 % | 3,759 % 108 | 3,100 % | 3,716 % | 3,097 % | 5,159 % | 3,369 % | 3,757 % 109 | 3,103 % | 3,713 % | 3,101 % | 5,153 % | 3,370 % | 3,754 % 110 | 3,106 % | 3,711 % | 3,104 % | 5,147 % | 3,371 % | 3,751 % 111 | 3,109 % | 3,708 % | 3,107 % | 5,141 % | 3,371 % | 3,748 % 112 | 3,112 % | 3,706 % | 3,110 % | 5,136 % | 3,372 % | 3,746 % 113 | 3,115 % | 3,704 % | 3,113 % | 5,130 % | 3,373 % | 3,743 % 114 | 3,118 % | 3,702 % | 3,116 % | 5,124 % | 3,373 % | 3,740 % 115 | 3,121 % | 3,699 % | 3,119 % | 5,119 % | 3,374 % | 3,738 % 116 | 3,124 % | 3,697 % | 3,122 % | 5,114 % | 3,375 % | 3,735 % 117 | 3,127 % | 3,695 % | 3,124 % | 5,108 % | 3,375 % | 3,733 % 118 | 3,129 % | 3,693 % | 3,127 % | 5,103 % | 3,376 % | 3,731 % 119 | 3,132 % | 3,691 % | 3,130 % | 5,098 % | 3,377 % | 3,728 % 120 | 3,135 % | 3,689 % | 3,133 % | 5,093 % | 3,377 % | 3,726 % 121 | 3,137 % | 3,687 % | 3,135 % | 5,088 % | 3,378 % | 3,724 % 122 | 3,140 % | 3,685 % | 3,138 % | 5,083 % | 3,378 % | 3,721 % 123 | 3,142 % | 3,683 % | 3,140 % | 5,079 % | 3,379 % | 3,719 % 124 | 3,145 % | 3,681 % | 3,143 % | 5,074 % | 3,380 % | 3,717 % 125 | 3,147 % | 3,679 % | 3,145 % | 5,069 % | 3,380 % | 3,715 % 126 | 3,150 % | 3,678 % | 3,148 % | 5,065 % | 3,381 % | 3,713 % 127 | 3,152 % | 3,676 % | 3,150 % | 5,060 % | 3,381 % | 3,711 % 128 | 3,154 % | 3,674 % | 3,152 % | 5,056 % | 3,382 % | 3,709 % 129 | 3,157 % | 3,672 % | 3,155 % | 5,052 % | 3,382 % | 3,707 % 130 | 3,159 % | 3,671 % | 3,157 % | 5,047 % | 3,383 % | 3,705 % 131 | 3,161 % | 3,669 % | 3,159 % | 5,043 % | 3,383 % | 3,703 % 132 | 3,163 % | 3,667 % | 3,161 % | 5,039 % | 3,384 % | 3,701 % 133 | 3,165 % | 3,666 % | 3,164 % | 5,035 % | 3,384 % | 3,699 % 134 | 3,168 % | 3,664 % | 3,166 % | 5,031 % | 3,385 % | 3,697 % 135 | 3,170 % | 3,662 % | 3,168 % | 5,027 % | 3,385 % | 3,695 % 136 | 3,172 % | 3,661 % | 3,170 % | 5,023 % | 3,386 % | 3,693 % 137 | 3,174 % | 3,659 % | 3,172 % | 5,019 % | 3,386 % | 3,692 % 138 | 3,176 % | 3,658 % | 3,174 % | 5,016 % | 3,387 % | 3,690 % 139 | 3,178 % | 3,656 % | 3,176 % | 5,012 % | 3,387 % | 3,688 % 140 | 3,180 % | 3,655 % | 3,178 % | 5,008 % | 3,388 % | 3,686 % 141 | 3,182 % | 3,653 % | 3,180 % | 5,005 % | 3,388 % | 3,685 % 142 | 3,183 % | 3,652 % | 3,182 % | 5,001 % | 3,388 % | 3,683 % 143 | 3,185 % | 3,651 % | 3,184 % | 4,997 % | 3,389 % | 3,681 % 144 | 3,187 % | 3,649 % | 3,185 % | 4,994 % | 3,389 % | 3,680 % 145 | 3,189 % | 3,648 % | 3,187 % | 4,991 % | 3,390 % | 3,678 % 146 | 3,191 % | 3,646 % | 3,189 % | 4,987 % | 3,390 % | 3,677 % 147 | 3,192 % | 3,645 % | 3,191 % | 4,984 % | 3,391 % | 3,675 % 148 | 3,194 % | 3,644 % | 3,193 % | 4,981 % | 3,391 % | 3,674 % 149 | 3,196 % | 3,642 % | 3,194 % | 4,977 % | 3,391 % | 3,672 % 150 | 3,198 % | 3,641 % | 3,196 % | 4,974 % | 3,392 % | 3,671 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | 0,686 % | 2,491 % | 8,115 % | 7,005 % | 6,143 % | 3,092 % 2 | 1,216 % | 2,663 % | 8,980 % | 7,388 % | 6,308 % | 3,106 % 3 | 1,399 % | 2,626 % | 8,975 % | 7,360 % | 6,326 % | 3,126 % 4 | 1,560 % | 2,564 % | 8,745 % | 7,241 % | 6,231 % | 3,144 % 5 | 1,637 % | 2,518 % | 8,529 % | 7,085 % | 6,057 % | 3,157 % 6 | 1,731 % | 2,463 % | 8,414 % | 6,941 % | 5,856 % | 3,164 % 7 | 1,812 % | 2,414 % | 8,406 % | 6,825 % | 5,660 % | 3,168 % 8 | 1,891 % | 2,382 % | 8,508 % | 6,739 % | 5,486 % | 3,171 % 9 | 1,967 % | 2,365 % | 8,657 % | 6,686 % | 5,341 % | 3,174 % 10 | 2,039 % | 2,360 % | 8,787 % | 6,660 % | 5,220 % | 3,178 % 11 | 2,127 % | 2,355 % | 8,857 % | 6,624 % | 5,116 % | 3,182 % 12 | 2,156 % | 2,348 % | 8,874 % | 6,573 % | 5,026 % | 3,186 % 13 | 2,187 % | 2,340 % | 8,851 % | 6,512 % | 4,946 % | 3,191 % 14 | 2,219 % | 2,332 % | 8,797 % | 6,444 % | 4,874 % | 3,196 % 15 | 2,234 % | 2,324 % | 8,722 % | 6,371 % | 4,810 % | 3,201 % 16 | 2,223 % | 2,316 % | 8,629 % | 6,296 % | 4,751 % | 3,207 % 17 | 2,198 % | 2,308 % | 8,525 % | 6,220 % | 4,698 % | 3,212 % 18 | 2,167 % | 2,298 % | 8,412 % | 6,144 % | 4,648 % | 3,217 % 19 | 2,139 % | 2,286 % | 8,294 % | 6,068 % | 4,603 % | 3,222 % 20 | 2,120 % | 2,272 % | 8,172 % | 5,993 % | 4,560 % | 3,227 % 21 | 2,111 % | 2,256 % | 8,049 % | 5,920 % | 4,521 % | 3,232 % 22 | 2,113 % | 2,239 % | 7,926 % | 5,849 % | 4,484 % | 3,236 % 23 | 2,121 % | 2,222 % | 7,804 % | 5,779 % | 4,449 % | 3,241 % 24 | 2,135 % | 2,207 % | 7,683 % | 5,712 % | 4,417 % | 3,246 % 25 | 2,152 % | 2,194 % | 7,565 % | 5,647 % | 4,386 % | 3,250 % 26 | 2,172 % | 2,184 % | 7,450 % | 5,585 % | 4,357 % | 3,254 % 27 | 2,194 % | 2,177 % | 7,338 % | 5,525 % | 4,330 % | 3,259 % 28 | 2,218 % | 2,173 % | 7,230 % | 5,467 % | 4,304 % | 3,263 % 29 | 2,242 % | 2,174 % | 7,125 % | 5,411 % | 4,279 % | 3,267 % 30 | 2,267 % | 2,178 % | 7,024 % | 5,358 % | 4,256 % | 3,270 % 31 | 2,292 % | 2,186 % | 6,927 % | 5,306 % | 4,234 % | 3,274 % 32 | 2,317 % | 2,197 % | 6,834 % | 5,257 % | 4,213 % | 3,278 % 33 | 2,342 % | 2,211 % | 6,744 % | 5,210 % | 4,193 % | 3,281 % 34 | 2,366 % | 2,227 % | 6,658 % | 5,165 % | 4,174 % | 3,285 % 35 | 2,390 % | 2,244 % | 6,575 % | 5,121 % | 4,156 % | 3,288 % 36 | 2,413 % | 2,262 % | 6,496 % | 5,080 % | 4,138 % | 3,291 % 37 | 2,436 % | 2,280 % | 6,420 % | 5,040 % | 4,122 % | 3,294 % 38 | 2,458 % | 2,300 % | 6,347 % | 5,002 % | 4,106 % | 3,297 % 39 | 2,480 % | 2,319 % | 6,277 % | 4,965 % | 4,091 % | 3,300 % 40 | 2,501 % | 2,339 % | 6,210 % | 4,930 % | 4,076 % | 3,303 % 41 | 2,521 % | 2,358 % | 6,145 % | 4,896 % | 4,062 % | 3,306 % 42 | 2,540 % | 2,377 % | 6,084 % | 4,863 % | 4,049 % | 3,308 % 43 | 2,559 % | 2,397 % | 6,025 % | 4,832 % | 4,036 % | 3,311 % 44 | 2,578 % | 2,416 % | 5,968 % | 4,802 % | 4,023 % | 3,313 % 45 | 2,596 % | 2,434 % | 5,913 % | 4,774 % | 4,011 % | 3,316 % 46 | 2,613 % | 2,452 % | 5,861 % | 4,746 % | 4,000 % | 3,318 % 47 | 2,629 % | 2,470 % | 5,810 % | 4,719 % | 3,989 % | 3,320 % 48 | 2,645 % | 2,488 % | 5,762 % | 4,694 % | 3,978 % | 3,323 % 49 | 2,661 % | 2,505 % | 5,715 % | 4,669 % | 3,968 % | 3,325 % 50 | 2,676 % | 2,522 % | 5,670 % | 4,645 % | 3,958 % | 3,327 % 51 | 2,690 % | 2,538 % | 5,627 % | 4,622 % | 3,949 % | 3,329 % 52 | 2,704 % | 2,554 % | 5,585 % | 4,600 % | 3,939 % | 3,331 % 53 | 2,718 % | 2,569 % | 5,545 % | 4,579 % | 3,931 % | 3,333 % 54 | 2,731 % | 2,584 % | 5,507 % | 4,558 % | 3,922 % | 3,335 % 55 | 2,744 % | 2,599 % | 5,469 % | 4,538 % | 3,914 % | 3,337 % 56 | 2,756 % | 2,613 % | 5,433 % | 4,519 % | 3,906 % | 3,338 % 57 | 2,768 % | 2,627 % | 5,398 % | 4,500 % | 3,898 % | 3,340 % 58 | 2,779 % | 2,640 % | 5,365 % | 4,482 % | 3,890 % | 3,342 % 59 | 2,790 % | 2,653 % | 5,332 % | 4,465 % | 3,883 % | 3,343 % 60 | 2,801 % | 2,666 % | 5,301 % | 4,448 % | 3,876 % | 3,345 % 61 | 2,812 % | 2,678 % | 5,270 % | 4,432 % | 3,869 % | 3,347 % 62 | 2,822 % | 2,690 % | 5,241 % | 4,416 % | 3,863 % | 3,348 % 63 | 2,831 % | 2,702 % | 5,212 % | 4,401 % | 3,856 % | 3,350 % 64 | 2,841 % | 2,713 % | 5,185 % | 4,386 % | 3,850 % | 3,351 % 65 | 2,850 % | 2,724 % | 5,158 % | 4,372 % | 3,844 % | 3,352 % 66 | 2,859 % | 2,735 % | 5,132 % | 4,358 % | 3,838 % | 3,354 % 67 | 2,868 % | 2,745 % | 5,107 % | 4,344 % | 3,832 % | 3,355 % 68 | 2,876 % | 2,755 % | 5,082 % | 4,331 % | 3,827 % | 3,356 % 69 | 2,885 % | 2,765 % | 5,058 % | 4,318 % | 3,821 % | 3,358 % 70 | 2,893 % | 2,775 % | 5,035 % | 4,306 % | 3,816 % | 3,359 % 71 | 2,900 % | 2,784 % | 5,013 % | 4,294 % | 3,811 % | 3,360 % 72 | 2,908 % | 2,793 % | 4,991 % | 4,282 % | 3,806 % | 3,361 % 73 | 2,915 % | 2,802 % | 4,970 % | 4,271 % | 3,801 % | 3,362 % 74 | 2,923 % | 2,811 % | 4,949 % | 4,260 % | 3,796 % | 3,364 % 75 | 2,930 % | 2,819 % | 4,929 % | 4,249 % | 3,792 % | 3,365 % 76 | 2,936 % | 2,827 % | 4,909 % | 4,238 % | 3,787 % | 3,366 % 77 | 2,943 % | 2,835 % | 4,890 % | 4,228 % | 3,783 % | 3,367 % 78 | 2,949 % | 2,843 % | 4,872 % | 4,218 % | 3,779 % | 3,368 % 79 | 2,956 % | 2,851 % | 4,854 % | 4,208 % | 3,775 % | 3,369 % 80 | 2,962 % | 2,858 % | 4,836 % | 4,199 % | 3,771 % | 3,370 % 81 | 2,968 % | 2,865 % | 4,819 % | 4,190 % | 3,767 % | 3,371 % 82 | 2,974 % | 2,872 % | 4,802 % | 4,181 % | 3,763 % | 3,372 % 83 | 2,980 % | 2,879 % | 4,785 % | 4,172 % | 3,759 % | 3,373 % 84 | 2,985 % | 2,886 % | 4,769 % | 4,163 % | 3,755 % | 3,373 % 85 | 2,991 % | 2,893 % | 4,754 % | 4,155 % | 3,752 % | 3,374 % 86 | 2,996 % | 2,899 % | 4,739 % | 4,146 % | 3,748 % | 3,375 % 87 | 3,001 % | 2,905 % | 4,724 % | 4,138 % | 3,745 % | 3,376 % 88 | 3,006 % | 2,911 % | 4,709 % | 4,131 % | 3,742 % | 3,377 % 89 | 3,011 % | 2,918 % | 4,695 % | 4,123 % | 3,738 % | 3,378 % 90 | 3,016 % | 2,923 % | 4,681 % | 4,115 % | 3,735 % | 3,378 % 91 | 3,021 % | 2,929 % | 4,667 % | 4,108 % | 3,732 % | 3,379 % 92 | 3,025 % | 2,935 % | 4,654 % | 4,101 % | 3,729 % | 3,380 % 93 | 3,030 % | 2,940 % | 4,641 % | 4,094 % | 3,726 % | 3,381 % 94 | 3,034 % | 2,946 % | 4,628 % | 4,087 % | 3,723 % | 3,381 % 95 | 3,039 % | 2,951 % | 4,616 % | 4,080 % | 3,720 % | 3,382 % 96 | 3,043 % | 2,956 % | 4,604 % | 4,074 % | 3,717 % | 3,383 % 97 | 3,047 % | 2,961 % | 4,592 % | 4,067 % | 3,715 % | 3,384 % 98 | 3,051 % | 2,966 % | 4,580 % | 4,061 % | 3,712 % | 3,384 % 99 | 3,055 % | 2,971 % | 4,569 % | 4,055 % | 3,709 % | 3,385 % 100 | 3,059 % | 2,976 % | 4,557 % | 4,049 % | 3,707 % | 3,385 % 101 | 3,063 % | 2,981 % | 4,546 % | 4,043 % | 3,704 % | 3,386 % 102 | 3,067 % | 2,985 % | 4,535 % | 4,037 % | 3,702 % | 3,387 % 103 | 3,071 % | 2,990 % | 4,525 % | 4,031 % | 3,699 % | 3,387 % 104 | 3,074 % | 2,994 % | 4,514 % | 4,026 % | 3,697 % | 3,388 % 105 | 3,078 % | 2,998 % | 4,504 % | 4,020 % | 3,694 % | 3,389 % 106 | 3,081 % | 3,003 % | 4,494 % | 4,015 % | 3,692 % | 3,389 % 107 | 3,085 % | 3,007 % | 4,484 % | 4,009 % | 3,690 % | 3,390 % 108 | 3,088 % | 3,011 % | 4,475 % | 4,004 % | 3,688 % | 3,390 % 109 | 3,092 % | 3,015 % | 4,465 % | 3,999 % | 3,685 % | 3,391 % 110 | 3,095 % | 3,019 % | 4,456 % | 3,994 % | 3,683 % | 3,391 % 111 | 3,098 % | 3,023 % | 4,447 % | 3,989 % | 3,681 % | 3,392 % 112 | 3,101 % | 3,027 % | 4,438 % | 3,984 % | 3,679 % | 3,392 % 113 | 3,104 % | 3,030 % | 4,429 % | 3,980 % | 3,677 % | 3,393 % 114 | 3,107 % | 3,034 % | 4,421 % | 3,975 % | 3,675 % | 3,393 % 115 | 3,110 % | 3,038 % | 4,412 % | 3,970 % | 3,673 % | 3,394 % 116 | 3,113 % | 3,041 % | 4,404 % | 3,966 % | 3,671 % | 3,394 % 117 | 3,116 % | 3,045 % | 4,396 % | 3,961 % | 3,669 % | 3,395 % 118 | 3,119 % | 3,048 % | 4,388 % | 3,957 % | 3,667 % | 3,395 % 119 | 3,122 % | 3,051 % | 4,380 % | 3,953 % | 3,666 % | 3,396 % 120 | 3,124 % | 3,055 % | 4,372 % | 3,949 % | 3,664 % | 3,396 % 121 | 3,127 % | 3,058 % | 4,364 % | 3,945 % | 3,662 % | 3,397 % 122 | 3,130 % | 3,061 % | 4,357 % | 3,940 % | 3,660 % | 3,397 % 123 | 3,132 % | 3,064 % | 4,349 % | 3,936 % | 3,659 % | 3,397 % 124 | 3,135 % | 3,067 % | 4,342 % | 3,933 % | 3,657 % | 3,398 % 125 | 3,137 % | 3,070 % | 4,335 % | 3,929 % | 3,655 % | 3,398 % 126 | 3,140 % | 3,074 % | 4,328 % | 3,925 % | 3,654 % | 3,399 % 127 | 3,142 % | 3,076 % | 4,321 % | 3,921 % | 3,652 % | 3,399 % 128 | 3,145 % | 3,079 % | 4,314 % | 3,917 % | 3,650 % | 3,400 % 129 | 3,147 % | 3,082 % | 4,307 % | 3,914 % | 3,649 % | 3,400 % 130 | 3,149 % | 3,085 % | 4,301 % | 3,910 % | 3,647 % | 3,400 % 131 | 3,152 % | 3,088 % | 4,294 % | 3,907 % | 3,646 % | 3,401 % 132 | 3,154 % | 3,091 % | 4,288 % | 3,903 % | 3,644 % | 3,401 % 133 | 3,156 % | 3,093 % | 4,281 % | 3,900 % | 3,643 % | 3,401 % 134 | 3,158 % | 3,096 % | 4,275 % | 3,896 % | 3,641 % | 3,402 % 135 | 3,160 % | 3,099 % | 4,269 % | 3,893 % | 3,640 % | 3,402 % 136 | 3,163 % | 3,101 % | 4,263 % | 3,890 % | 3,639 % | 3,402 % 137 | 3,165 % | 3,104 % | 4,257 % | 3,887 % | 3,637 % | 3,403 % 138 | 3,167 % | 3,106 % | 4,251 % | 3,883 % | 3,636 % | 3,403 % 139 | 3,169 % | 3,109 % | 4,245 % | 3,880 % | 3,635 % | 3,403 % 140 | 3,171 % | 3,111 % | 4,240 % | 3,877 % | 3,633 % | 3,404 % 141 | 3,173 % | 3,113 % | 4,234 % | 3,874 % | 3,632 % | 3,404 % 142 | 3,175 % | 3,116 % | 4,229 % | 3,871 % | 3,631 % | 3,404 % 143 | 3,177 % | 3,118 % | 4,223 % | 3,868 % | 3,629 % | 3,405 % 144 | 3,179 % | 3,120 % | 4,218 % | 3,865 % | 3,628 % | 3,405 % 145 | 3,180 % | 3,123 % | 4,212 % | 3,863 % | 3,627 % | 3,405 % 146 | 3,182 % | 3,125 % | 4,207 % | 3,860 % | 3,626 % | 3,406 % 147 | 3,184 % | 3,127 % | 4,202 % | 3,857 % | 3,625 % | 3,406 % 148 | 3,186 % | 3,129 % | 4,197 % | 3,854 % | 3,623 % | 3,406 % 149 | 3,188 % | 3,132 % | 4,192 % | 3,851 % | 3,622 % | 3,407 % 150 | 3,189 % | 3,134 % | 4,187 % | 3,849 % | 3,621 % | 3,407 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | -0,288 % | 3,251 % | 1,048 % | 3,391 % | 8,742 % | 9,360 % 2 | -0,068 % | 3,638 % | 1,636 % | 3,398 % | 7,278 % | 9,902 % 3 | 0,119 % | 3,756 % | 2,008 % | 3,393 % | 6,626 % | 10,380 % 4 | 0,280 % | 3,839 % | 2,265 % | 3,357 % | 6,350 % | 10,718 % 5 | 0,423 % | 3,781 % | 2,438 % | 3,349 % | 6,259 % | 10,970 % 6 | 0,550 % | 3,997 % | 2,561 % | 3,376 % | 6,261 % | 11,159 % 7 | 0,666 % | 4,056 % | 2,659 % | 3,422 % | 6,304 % | 11,295 % 8 | 0,769 % | 4,104 % | 2,749 % | 3,475 % | 6,364 % | 11,405 % 9 | 0,860 % | 4,136 % | 2,844 % | 3,523 % | 6,434 % | 11,502 % 10 | 0,939 % | 4,065 % | 2,951 % | 3,559 % | 6,505 % | 11,565 % 11 | 1,004 % | 4,064 % | 3,073 % | 3,579 % | 6,549 % | 11,571 % 12 | 1,055 % | 4,100 % | 3,202 % | 3,586 % | 6,568 % | 11,529 % 13 | 1,094 % | 4,113 % | 3,327 % | 3,585 % | 6,567 % | 11,451 % 14 | 1,120 % | 4,107 % | 3,442 % | 3,578 % | 6,553 % | 11,346 % 15 | 1,142 % | 4,101 % | 3,540 % | 3,567 % | 6,529 % | 11,220 % 16 | 1,167 % | 4,103 % | 3,619 % | 3,553 % | 6,498 % | 11,080 % 17 | 1,194 % | 4,107 % | 3,681 % | 3,538 % | 6,462 % | 10,929 % 18 | 1,222 % | 4,107 % | 3,730 % | 3,521 % | 6,422 % | 10,772 % 19 | 1,252 % | 4,096 % | 3,767 % | 3,504 % | 6,380 % | 10,610 % 20 | 1,282 % | 4,071 % | 3,797 % | 3,488 % | 6,336 % | 10,446 % 21 | 1,312 % | 4,029 % | 3,819 % | 3,472 % | 6,292 % | 10,283 % 22 | 1,341 % | 3,976 % | 3,835 % | 3,456 % | 6,248 % | 10,120 % 23 | 1,370 % | 3,916 % | 3,847 % | 3,441 % | 6,203 % | 9,960 % 24 | 1,399 % | 3,853 % | 3,855 % | 3,427 % | 6,160 % | 9,804 % 25 | 1,427 % | 3,789 % | 3,860 % | 3,414 % | 6,117 % | 9,651 % 26 | 1,453 % | 3,727 % | 3,863 % | 3,403 % | 6,075 % | 9,502 % 27 | 1,479 % | 3,669 % | 3,864 % | 3,392 % | 6,034 % | 9,359 % 28 | 1,505 % | 3,616 % | 3,863 % | 3,383 % | 5,994 % | 9,220 % 29 | 1,529 % | 3,569 % | 3,860 % | 3,374 % | 5,955 % | 9,087 % 30 | 1,552 % | 3,527 % | 3,857 % | 3,367 % | 5,918 % | 8,958 % 31 | 1,575 % | 3,493 % | 3,853 % | 3,361 % | 5,882 % | 8,834 % 32 | 1,597 % | 3,464 % | 3,848 % | 3,357 % | 5,847 % | 8,716 % 33 | 1,618 % | 3,440 % | 3,843 % | 3,353 % | 5,813 % | 8,602 % 34 | 1,638 % | 3,420 % | 3,837 % | 3,349 % | 5,781 % | 8,493 % 35 | 1,657 % | 3,403 % | 3,831 % | 3,347 % | 5,750 % | 8,389 % 36 | 1,676 % | 3,390 % | 3,825 % | 3,345 % | 5,719 % | 8,289 % 37 | 1,694 % | 3,378 % | 3,818 % | 3,343 % | 5,691 % | 8,193 % 38 | 1,711 % | 3,369 % | 3,812 % | 3,342 % | 5,663 % | 8,101 % 39 | 1,728 % | 3,361 % | 3,806 % | 3,342 % | 5,636 % | 8,013 % 40 | 1,744 % | 3,355 % | 3,799 % | 3,341 % | 5,610 % | 7,929 % 41 | 1,760 % | 3,350 % | 3,793 % | 3,341 % | 5,585 % | 7,848 % 42 | 1,774 % | 3,346 % | 3,787 % | 3,341 % | 5,561 % | 7,771 % 43 | 1,789 % | 3,343 % | 3,781 % | 3,341 % | 5,538 % | 7,697 % 44 | 1,803 % | 3,340 % | 3,775 % | 3,342 % | 5,516 % | 7,626 % 45 | 1,816 % | 3,339 % | 3,769 % | 3,342 % | 5,495 % | 7,557 % 46 | 1,829 % | 3,337 % | 3,763 % | 3,343 % | 5,475 % | 7,492 % 47 | 1,841 % | 3,337 % | 3,757 % | 3,344 % | 5,455 % | 7,429 % 48 | 1,853 % | 3,336 % | 3,752 % | 3,345 % | 5,436 % | 7,368 % 49 | 1,864 % | 3,336 % | 3,746 % | 3,346 % | 5,417 % | 7,310 % 50 | 1,876 % | 3,336 % | 3,741 % | 3,347 % | 5,400 % | 7,254 % 51 | 1,886 % | 3,336 % | 3,736 % | 3,348 % | 5,382 % | 7,200 % 52 | 1,897 % | 3,337 % | 3,731 % | 3,349 % | 5,366 % | 7,149 % 53 | 1,907 % | 3,338 % | 3,726 % | 3,350 % | 5,350 % | 7,099 % 54 | 1,916 % | 3,339 % | 3,721 % | 3,351 % | 5,335 % | 7,050 % 55 | 1,926 % | 3,339 % | 3,717 % | 3,352 % | 5,320 % | 7,004 % 56 | 1,935 % | 3,341 % | 3,712 % | 3,353 % | 5,305 % | 6,959 % 57 | 1,943 % | 3,342 % | 3,708 % | 3,354 % | 5,291 % | 6,916 % 58 | 1,952 % | 3,343 % | 3,704 % | 3,355 % | 5,278 % | 6,874 % 59 | 1,960 % | 3,344 % | 3,700 % | 3,357 % | 5,265 % | 6,833 % 60 | 1,968 % | 3,345 % | 3,696 % | 3,358 % | 5,252 % | 6,794 % 61 | 1,976 % | 3,346 % | 3,692 % | 3,359 % | 5,240 % | 6,756 % 62 | 1,983 % | 3,348 % | 3,688 % | 3,360 % | 5,228 % | 6,720 % 63 | 1,991 % | 3,349 % | 3,684 % | 3,361 % | 5,217 % | 6,684 % 64 | 1,998 % | 3,350 % | 3,681 % | 3,362 % | 5,206 % | 6,650 % 65 | 2,004 % | 3,351 % | 3,677 % | 3,363 % | 5,195 % | 6,617 % 66 | 2,011 % | 3,352 % | 3,674 % | 3,364 % | 5,184 % | 6,584 % 67 | 2,018 % | 3,354 % | 3,671 % | 3,366 % | 5,174 % | 6,553 % 68 | 2,024 % | 3,355 % | 3,668 % | 3,367 % | 5,164 % | 6,522 % 69 | 2,030 % | 3,356 % | 3,665 % | 3,368 % | 5,155 % | 6,493 % 70 | 2,036 % | 3,357 % | 3,661 % | 3,369 % | 5,145 % | 6,464 % 71 | 2,042 % | 3,358 % | 3,659 % | 3,370 % | 5,136 % | 6,436 % 72 | 2,047 % | 3,360 % | 3,656 % | 3,371 % | 5,128 % | 6,409 % 73 | 2,053 % | 3,361 % | 3,653 % | 3,372 % | 5,119 % | 6,383 % 74 | 2,058 % | 3,362 % | 3,650 % | 3,373 % | 5,111 % | 6,357 % 75 | 2,063 % | 3,363 % | 3,648 % | 3,373 % | 5,102 % | 6,332 % 76 | 2,068 % | 3,364 % | 3,645 % | 3,374 % | 5,095 % | 6,308 % 77 | 2,073 % | 3,365 % | 3,642 % | 3,375 % | 5,087 % | 6,284 % 78 | 2,078 % | 3,366 % | 3,640 % | 3,376 % | 5,079 % | 6,261 % 79 | 2,083 % | 3,367 % | 3,638 % | 3,377 % | 5,072 % | 6,239 % 80 | 2,087 % | 3,368 % | 3,635 % | 3,378 % | 5,065 % | 6,217 % 81 | 2,092 % | 3,369 % | 3,633 % | 3,379 % | 5,058 % | 6,196 % 82 | 2,096 % | 3,370 % | 3,631 % | 3,380 % | 5,051 % | 6,175 % 83 | 2,100 % | 3,371 % | 3,629 % | 3,380 % | 5,044 % | 6,154 % 84 | 2,104 % | 3,372 % | 3,627 % | 3,381 % | 5,038 % | 6,134 % 85 | 2,109 % | 3,373 % | 3,624 % | 3,382 % | 5,032 % | 6,115 % 86 | 2,112 % | 3,374 % | 3,622 % | 3,383 % | 5,025 % | 6,096 % 87 | 2,116 % | 3,375 % | 3,620 % | 3,383 % | 5,019 % | 6,078 % 88 | 2,120 % | 3,375 % | 3,618 % | 3,384 % | 5,013 % | 6,060 % 89 | 2,124 % | 3,376 % | 3,617 % | 3,385 % | 5,008 % | 6,042 % 90 | 2,127 % | 3,377 % | 3,615 % | 3,386 % | 5,002 % | 6,025 % 91 | 2,131 % | 3,378 % | 3,613 % | 3,386 % | 4,996 % | 6,008 % 92 | 2,134 % | 3,379 % | 3,611 % | 3,387 % | 4,991 % | 5,991 % 93 | 2,138 % | 3,379 % | 3,609 % | 3,388 % | 4,986 % | 5,975 % 94 | 2,141 % | 3,380 % | 3,608 % | 3,388 % | 4,981 % | 5,959 % 95 | 2,144 % | 3,381 % | 3,606 % | 3,389 % | 4,976 % | 5,944 % 96 | 2,148 % | 3,382 % | 3,604 % | 3,390 % | 4,971 % | 5,929 % 97 | 2,151 % | 3,382 % | 3,603 % | 3,390 % | 4,966 % | 5,914 % 98 | 2,154 % | 3,383 % | 3,601 % | 3,391 % | 4,961 % | 5,899 % 99 | 2,157 % | 3,384 % | 3,600 % | 3,391 % | 4,956 % | 5,885 % 100 | 2,160 % | 3,384 % | 3,598 % | 3,392 % | 4,952 % | 5,871 % 101 | 2,162 % | 3,385 % | 3,597 % | 3,392 % | 4,947 % | 5,858 % 102 | 2,165 % | 3,386 % | 3,595 % | 3,393 % | 4,943 % | 5,844 % 103 | 2,168 % | 3,386 % | 3,594 % | 3,394 % | 4,939 % | 5,831 % 104 | 2,171 % | 3,387 % | 3,593 % | 3,394 % | 4,934 % | 5,818 % 105 | 2,173 % | 3,387 % | 3,591 % | 3,395 % | 4,930 % | 5,806 % 106 | 2,176 % | 3,388 % | 3,590 % | 3,395 % | 4,926 % | 5,793 % 107 | 2,179 % | 3,389 % | 3,589 % | 3,396 % | 4,922 % | 5,781 % 108 | 2,181 % | 3,389 % | 3,587 % | 3,396 % | 4,918 % | 5,769 % 109 | 2,184 % | 3,390 % | 3,586 % | 3,397 % | 4,914 % | 5,757 % 110 | 2,186 % | 3,390 % | 3,585 % | 3,397 % | 4,911 % | 5,746 % 111 | 2,188 % | 3,391 % | 3,584 % | 3,398 % | 4,907 % | 5,735 % 112 | 2,191 % | 3,391 % | 3,582 % | 3,398 % | 4,903 % | 5,724 % 113 | 2,193 % | 3,392 % | 3,581 % | 3,399 % | 4,900 % | 5,713 % 114 | 2,195 % | 3,392 % | 3,580 % | 3,399 % | 4,896 % | 5,702 % 115 | 2,197 % | 3,393 % | 3,579 % | 3,399 % | 4,893 % | 5,691 % 116 | 2,200 % | 3,393 % | 3,578 % | 3,400 % | 4,889 % | 5,681 % 117 | 2,202 % | 3,394 % | 3,577 % | 3,400 % | 4,886 % | 5,671 % 118 | 2,204 % | 3,394 % | 3,576 % | 3,401 % | 4,883 % | 5,661 % 119 | 2,206 % | 3,395 % | 3,575 % | 3,401 % | 4,879 % | 5,651 % 120 | 2,208 % | 3,395 % | 3,574 % | 3,401 % | 4,876 % | 5,642 % 121 | 2,210 % | 3,396 % | 3,573 % | 3,402 % | 4,873 % | 5,632 % 122 | 2,212 % | 3,396 % | 3,572 % | 3,402 % | 4,870 % | 5,623 % 123 | 2,214 % | 3,397 % | 3,571 % | 3,403 % | 4,867 % | 5,614 % 124 | 2,216 % | 3,397 % | 3,570 % | 3,403 % | 4,864 % | 5,604 % 125 | 2,218 % | 3,397 % | 3,569 % | 3,403 % | 4,861 % | 5,596 % 126 | 2,219 % | 3,398 % | 3,568 % | 3,404 % | 4,858 % | 5,587 % 127 | 2,221 % | 3,398 % | 3,567 % | 3,404 % | 4,856 % | 5,578 % 128 | 2,223 % | 3,399 % | 3,566 % | 3,405 % | 4,853 % | 5,570 % 129 | 2,225 % | 3,399 % | 3,565 % | 3,405 % | 4,850 % | 5,561 % 130 | 2,227 % | 3,399 % | 3,564 % | 3,405 % | 4,847 % | 5,553 % 131 | 2,228 % | 3,400 % | 3,563 % | 3,406 % | 4,845 % | 5,545 % 132 | 2,230 % | 3,400 % | 3,562 % | 3,406 % | 4,842 % | 5,537 % 133 | 2,232 % | 3,401 % | 3,561 % | 3,406 % | 4,839 % | 5,529 % 134 | 2,233 % | 3,401 % | 3,561 % | 3,407 % | 4,837 % | 5,522 % 135 | 2,235 % | 3,401 % | 3,560 % | 3,407 % | 4,834 % | 5,514 % 136 | 2,236 % | 3,402 % | 3,559 % | 3,407 % | 4,832 % | 5,507 % 137 | 2,238 % | 3,402 % | 3,558 % | 3,407 % | 4,830 % | 5,499 % 138 | 2,239 % | 3,402 % | 3,557 % | 3,408 % | 4,827 % | 5,492 % 139 | 2,241 % | 3,403 % | 3,557 % | 3,408 % | 4,825 % | 5,485 % 140 | 2,242 % | 3,403 % | 3,556 % | 3,408 % | 4,822 % | 5,478 % 141 | 2,244 % | 3,403 % | 3,555 % | 3,409 % | 4,820 % | 5,471 % 142 | 2,245 % | 3,404 % | 3,554 % | 3,409 % | 4,818 % | 5,464 % 143 | 2,247 % | 3,404 % | 3,554 % | 3,409 % | 4,816 % | 5,457 % 144 | 2,248 % | 3,404 % | 3,553 % | 3,410 % | 4,813 % | 5,450 % 145 | 2,250 % | 3,405 % | 3,552 % | 3,410 % | 4,811 % | 5,444 % 146 | 2,251 % | 3,405 % | 3,552 % | 3,410 % | 4,809 % | 5,437 % 147 | 2,252 % | 3,405 % | 3,551 % | 3,410 % | 4,807 % | 5,431 % 148 | 2,254 % | 3,406 % | 3,550 % | 3,411 % | 4,805 % | 5,425 % 149 | 2,255 % | 3,406 % | 3,550 % | 3,411 % | 4,803 % | 5,418 % 150 | 2,256 % | 3,406 % | 3,549 % | 3,411 % | 4,801 % | 5,412 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 2,810 % | 6,255 % | 9,825 % | 0,718 % | 3,830 % | 6,478 % 2 | 3,048 % | 6,703 % | 9,731 % | 0,775 % | 4,014 % | 7,351 % 3 | 3,047 % | 6,973 % | 9,475 % | 0,830 % | 4,041 % | 7,790 % 4 | 3,057 % | 7,149 % | 9,245 % | 0,884 % | 4,025 % | 8,094 % 5 | 3,100 % | 7,273 % | 9,139 % | 0,933 % | 3,995 % | 8,375 % 6 | 3,134 % | 7,374 % | 9,103 % | 0,981 % | 4,002 % | 8,664 % 7 | 3,158 % | 7,445 % | 9,092 % | 1,028 % | 4,016 % | 8,947 % 8 | 3,177 % | 7,506 % | 9,084 % | 1,074 % | 4,036 % | 9,192 % 9 | 3,194 % | 7,564 % | 9,065 % | 1,119 % | 4,057 % | 9,396 % 10 | 3,209 % | 7,614 % | 9,027 % | 1,165 % | 4,073 % | 9,563 % 11 | 3,225 % | 7,641 % | 8,965 % | 1,218 % | 4,082 % | 9,693 % 12 | 3,240 % | 7,645 % | 8,884 % | 1,278 % | 4,085 % | 9,790 % 13 | 3,254 % | 7,633 % | 8,790 % | 1,341 % | 4,084 % | 9,856 % 14 | 3,267 % | 7,610 % | 8,688 % | 1,406 % | 4,080 % | 9,894 % 15 | 3,279 % | 7,578 % | 8,581 % | 1,470 % | 4,074 % | 9,902 % 16 | 3,289 % | 7,541 % | 8,470 % | 1,532 % | 4,067 % | 9,883 % 17 | 3,298 % | 7,499 % | 8,359 % | 1,594 % | 4,058 % | 9,842 % 18 | 3,306 % | 7,455 % | 8,248 % | 1,653 % | 4,048 % | 9,784 % 19 | 3,314 % | 7,410 % | 8,137 % | 1,711 % | 4,037 % | 9,714 % 20 | 3,320 % | 7,363 % | 8,029 % | 1,766 % | 4,026 % | 9,634 % 21 | 3,326 % | 7,316 % | 7,923 % | 1,819 % | 4,014 % | 9,547 % 22 | 3,332 % | 7,270 % | 7,820 % | 1,870 % | 4,003 % | 9,456 % 23 | 3,337 % | 7,223 % | 7,720 % | 1,918 % | 3,991 % | 9,363 % 24 | 3,341 % | 7,178 % | 7,623 % | 1,964 % | 3,979 % | 9,268 % 25 | 3,345 % | 7,134 % | 7,530 % | 2,009 % | 3,967 % | 9,173 % 26 | 3,349 % | 7,090 % | 7,440 % | 2,051 % | 3,956 % | 9,079 % 27 | 3,353 % | 7,048 % | 7,354 % | 2,091 % | 3,945 % | 8,986 % 28 | 3,356 % | 7,008 % | 7,271 % | 2,130 % | 3,933 % | 8,894 % 29 | 3,359 % | 6,968 % | 7,191 % | 2,167 % | 3,922 % | 8,805 % 30 | 3,362 % | 6,930 % | 7,115 % | 2,202 % | 3,912 % | 8,719 % 31 | 3,365 % | 6,893 % | 7,041 % | 2,235 % | 3,901 % | 8,635 % 32 | 3,368 % | 6,858 % | 6,971 % | 2,267 % | 3,891 % | 8,553 % 33 | 3,370 % | 6,824 % | 6,904 % | 2,298 % | 3,882 % | 8,475 % 34 | 3,372 % | 6,791 % | 6,840 % | 2,327 % | 3,872 % | 8,399 % 35 | 3,374 % | 6,759 % | 6,778 % | 2,356 % | 3,863 % | 8,326 % 36 | 3,377 % | 6,729 % | 6,719 % | 2,382 % | 3,854 % | 8,256 % 37 | 3,378 % | 6,700 % | 6,663 % | 2,408 % | 3,845 % | 8,188 % 38 | 3,380 % | 6,672 % | 6,609 % | 2,433 % | 3,837 % | 8,123 % 39 | 3,382 % | 6,645 % | 6,557 % | 2,457 % | 3,829 % | 8,061 % 40 | 3,384 % | 6,619 % | 6,507 % | 2,479 % | 3,821 % | 8,001 % 41 | 3,385 % | 6,593 % | 6,460 % | 2,501 % | 3,813 % | 7,943 % 42 | 3,387 % | 6,569 % | 6,414 % | 2,522 % | 3,806 % | 7,888 % 43 | 3,388 % | 6,546 % | 6,370 % | 2,542 % | 3,798 % | 7,834 % 44 | 3,390 % | 6,524 % | 6,328 % | 2,561 % | 3,792 % | 7,783 % 45 | 3,391 % | 6,502 % | 6,288 % | 2,580 % | 3,785 % | 7,734 % 46 | 3,392 % | 6,482 % | 6,249 % | 2,598 % | 3,778 % | 7,687 % 47 | 3,393 % | 6,462 % | 6,211 % | 2,615 % | 3,772 % | 7,641 % 48 | 3,394 % | 6,443 % | 6,175 % | 2,632 % | 3,766 % | 7,598 % 49 | 3,396 % | 6,424 % | 6,141 % | 2,648 % | 3,760 % | 7,555 % 50 | 3,397 % | 6,406 % | 6,108 % | 2,663 % | 3,755 % | 7,515 % 51 | 3,398 % | 6,389 % | 6,075 % | 2,678 % | 3,749 % | 7,476 % 52 | 3,399 % | 6,372 % | 6,045 % | 2,692 % | 3,744 % | 7,438 % 53 | 3,400 % | 6,356 % | 6,015 % | 2,706 % | 3,739 % | 7,402 % 54 | 3,401 % | 6,341 % | 5,986 % | 2,719 % | 3,734 % | 7,367 % 55 | 3,401 % | 6,326 % | 5,958 % | 2,732 % | 3,729 % | 7,333 % 56 | 3,402 % | 6,311 % | 5,931 % | 2,745 % | 3,724 % | 7,300 % 57 | 3,403 % | 6,297 % | 5,906 % | 2,757 % | 3,719 % | 7,269 % 58 | 3,404 % | 6,284 % | 5,881 % | 2,769 % | 3,715 % | 7,238 % 59 | 3,405 % | 6,271 % | 5,856 % | 2,780 % | 3,711 % | 7,209 % 60 | 3,405 % | 6,258 % | 5,833 % | 2,791 % | 3,706 % | 7,180 % 61 | 3,406 % | 6,246 % | 5,810 % | 2,801 % | 3,702 % | 7,153 % 62 | 3,407 % | 6,234 % | 5,788 % | 2,812 % | 3,699 % | 7,126 % 63 | 3,408 % | 6,222 % | 5,767 % | 2,822 % | 3,695 % | 7,100 % 64 | 3,408 % | 6,211 % | 5,747 % | 2,831 % | 3,691 % | 7,075 % 65 | 3,409 % | 6,200 % | 5,727 % | 2,841 % | 3,687 % | 7,051 % 66 | 3,409 % | 6,189 % | 5,707 % | 2,850 % | 3,684 % | 7,027 % 67 | 3,410 % | 6,179 % | 5,688 % | 2,859 % | 3,680 % | 7,004 % 68 | 3,411 % | 6,169 % | 5,670 % | 2,867 % | 3,677 % | 6,982 % 69 | 3,411 % | 6,160 % | 5,652 % | 2,876 % | 3,674 % | 6,960 % 70 | 3,412 % | 6,150 % | 5,635 % | 2,884 % | 3,671 % | 6,939 % 71 | 3,412 % | 6,141 % | 5,618 % | 2,892 % | 3,668 % | 6,919 % 72 | 3,413 % | 6,132 % | 5,602 % | 2,899 % | 3,665 % | 6,899 % 73 | 3,413 % | 6,124 % | 5,586 % | 2,907 % | 3,662 % | 6,880 % 74 | 3,414 % | 6,115 % | 5,571 % | 2,914 % | 3,659 % | 6,861 % 75 | 3,414 % | 6,107 % | 5,556 % | 2,921 % | 3,656 % | 6,843 % 76 | 3,415 % | 6,099 % | 5,541 % | 2,928 % | 3,654 % | 6,825 % 77 | 3,415 % | 6,091 % | 5,527 % | 2,935 % | 3,651 % | 6,808 % 78 | 3,416 % | 6,084 % | 5,513 % | 2,942 % | 3,648 % | 6,791 % 79 | 3,416 % | 6,076 % | 5,500 % | 2,948 % | 3,646 % | 6,775 % 80 | 3,416 % | 6,069 % | 5,486 % | 2,954 % | 3,644 % | 6,759 % 81 | 3,417 % | 6,062 % | 5,474 % | 2,960 % | 3,641 % | 6,743 % 82 | 3,417 % | 6,055 % | 5,461 % | 2,966 % | 3,639 % | 6,728 % 83 | 3,418 % | 6,048 % | 5,449 % | 2,972 % | 3,637 % | 6,713 % 84 | 3,418 % | 6,042 % | 5,437 % | 2,978 % | 3,634 % | 6,698 % 85 | 3,418 % | 6,035 % | 5,425 % | 2,983 % | 3,632 % | 6,684 % 86 | 3,419 % | 6,029 % | 5,414 % | 2,989 % | 3,630 % | 6,670 % 87 | 3,419 % | 6,023 % | 5,403 % | 2,994 % | 3,628 % | 6,657 % 88 | 3,419 % | 6,017 % | 5,392 % | 2,999 % | 3,626 % | 6,644 % 89 | 3,420 % | 6,011 % | 5,381 % | 3,004 % | 3,624 % | 6,631 % 90 | 3,420 % | 6,006 % | 5,371 % | 3,009 % | 3,622 % | 6,618 % 91 | 3,420 % | 6,000 % | 5,361 % | 3,014 % | 3,620 % | 6,606 % 92 | 3,421 % | 5,995 % | 5,351 % | 3,019 % | 3,618 % | 6,594 % 93 | 3,421 % | 5,989 % | 5,341 % | 3,023 % | 3,617 % | 6,582 % 94 | 3,421 % | 5,984 % | 5,332 % | 3,028 % | 3,615 % | 6,570 % 95 | 3,422 % | 5,979 % | 5,322 % | 3,032 % | 3,613 % | 6,559 % 96 | 3,422 % | 5,974 % | 5,313 % | 3,037 % | 3,611 % | 6,548 % 97 | 3,422 % | 5,969 % | 5,304 % | 3,041 % | 3,610 % | 6,537 % 98 | 3,423 % | 5,964 % | 5,295 % | 3,045 % | 3,608 % | 6,526 % 99 | 3,423 % | 5,960 % | 5,287 % | 3,049 % | 3,607 % | 6,516 % 100 | 3,423 % | 5,955 % | 5,278 % | 3,053 % | 3,605 % | 6,506 % 101 | 3,423 % | 5,951 % | 5,270 % | 3,057 % | 3,603 % | 6,496 % 102 | 3,424 % | 5,946 % | 5,262 % | 3,061 % | 3,602 % | 6,486 % 103 | 3,424 % | 5,942 % | 5,254 % | 3,065 % | 3,600 % | 6,476 % 104 | 3,424 % | 5,937 % | 5,246 % | 3,068 % | 3,599 % | 6,467 % 105 | 3,424 % | 5,933 % | 5,239 % | 3,072 % | 3,598 % | 6,458 % 106 | 3,425 % | 5,929 % | 5,231 % | 3,075 % | 3,596 % | 6,449 % 107 | 3,425 % | 5,925 % | 5,224 % | 3,079 % | 3,595 % | 6,440 % 108 | 3,425 % | 5,921 % | 5,217 % | 3,082 % | 3,593 % | 6,431 % 109 | 3,425 % | 5,917 % | 5,210 % | 3,086 % | 3,592 % | 6,422 % 110 | 3,426 % | 5,914 % | 5,203 % | 3,089 % | 3,591 % | 6,414 % 111 | 3,426 % | 5,910 % | 5,196 % | 3,092 % | 3,590 % | 6,406 % 112 | 3,426 % | 5,906 % | 5,189 % | 3,095 % | 3,588 % | 6,398 % 113 | 3,426 % | 5,903 % | 5,183 % | 3,099 % | 3,587 % | 6,390 % 114 | 3,426 % | 5,899 % | 5,176 % | 3,102 % | 3,586 % | 6,382 % 115 | 3,427 % | 5,896 % | 5,170 % | 3,105 % | 3,585 % | 6,374 % 116 | 3,427 % | 5,892 % | 5,164 % | 3,108 % | 3,584 % | 6,366 % 117 | 3,427 % | 5,889 % | 5,158 % | 3,111 % | 3,582 % | 6,359 % 118 | 3,427 % | 5,885 % | 5,152 % | 3,113 % | 3,581 % | 6,352 % 119 | 3,427 % | 5,882 % | 5,146 % | 3,116 % | 3,580 % | 6,345 % 120 | 3,428 % | 5,879 % | 5,140 % | 3,119 % | 3,579 % | 6,337 % 121 | 3,428 % | 5,876 % | 5,134 % | 3,122 % | 3,578 % | 6,331 % 122 | 3,428 % | 5,873 % | 5,129 % | 3,124 % | 3,577 % | 6,324 % 123 | 3,428 % | 5,870 % | 5,123 % | 3,127 % | 3,576 % | 6,317 % 124 | 3,428 % | 5,867 % | 5,118 % | 3,130 % | 3,575 % | 6,310 % 125 | 3,429 % | 5,864 % | 5,112 % | 3,132 % | 3,574 % | 6,304 % 126 | 3,429 % | 5,861 % | 5,107 % | 3,135 % | 3,573 % | 6,297 % 127 | 3,429 % | 5,858 % | 5,102 % | 3,137 % | 3,572 % | 6,291 % 128 | 3,429 % | 5,855 % | 5,097 % | 3,140 % | 3,571 % | 6,285 % 129 | 3,429 % | 5,853 % | 5,092 % | 3,142 % | 3,570 % | 6,279 % 130 | 3,429 % | 5,850 % | 5,087 % | 3,144 % | 3,569 % | 6,273 % 131 | 3,429 % | 5,847 % | 5,082 % | 3,147 % | 3,568 % | 6,267 % 132 | 3,430 % | 5,845 % | 5,077 % | 3,149 % | 3,567 % | 6,261 % 133 | 3,430 % | 5,842 % | 5,072 % | 3,151 % | 3,567 % | 6,255 % 134 | 3,430 % | 5,839 % | 5,068 % | 3,154 % | 3,566 % | 6,250 % 135 | 3,430 % | 5,837 % | 5,063 % | 3,156 % | 3,565 % | 6,244 % 136 | 3,430 % | 5,834 % | 5,059 % | 3,158 % | 3,564 % | 6,239 % 137 | 3,430 % | 5,832 % | 5,054 % | 3,160 % | 3,563 % | 6,233 % 138 | 3,431 % | 5,830 % | 5,050 % | 3,162 % | 3,562 % | 6,228 % 139 | 3,431 % | 5,827 % | 5,045 % | 3,164 % | 3,561 % | 6,223 % 140 | 3,431 % | 5,825 % | 5,041 % | 3,166 % | 3,561 % | 6,217 % 141 | 3,431 % | 5,823 % | 5,037 % | 3,168 % | 3,560 % | 6,212 % 142 | 3,431 % | 5,820 % | 5,033 % | 3,170 % | 3,559 % | 6,207 % 143 | 3,431 % | 5,818 % | 5,029 % | 3,172 % | 3,558 % | 6,202 % 144 | 3,431 % | 5,816 % | 5,025 % | 3,174 % | 3,558 % | 6,197 % 145 | 3,431 % | 5,814 % | 5,021 % | 3,176 % | 3,557 % | 6,193 % 146 | 3,432 % | 5,811 % | 5,017 % | 3,178 % | 3,556 % | 6,188 % 147 | 3,432 % | 5,809 % | 5,013 % | 3,180 % | 3,555 % | 6,183 % 148 | 3,432 % | 5,807 % | 5,009 % | 3,182 % | 3,555 % | 6,179 % 149 | 3,432 % | 5,805 % | 5,005 % | 3,183 % | 3,554 % | 6,174 % 150 | 3,432 % | 5,803 % | 5,002 % | 3,185 % | 3,553 % | 6,169 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 13,438 % | 2,076 % | 2,973 % | 11,291 % | 2,594 % | 3,122 % 2 | 12,559 % | 2,220 % | 3,292 % | 9,760 % | 2,746 % | 3,421 % 3 | 12,404 % | 2,355 % | 3,594 % | 9,077 % | 2,844 % | 3,480 % 4 | 12,426 % | 2,470 % | 3,859 % | 8,791 % | 2,891 % | 3,457 % 5 | 12,521 % | 2,566 % | 4,039 % | 8,686 % | 2,917 % | 3,412 % 6 | 12,633 % | 2,643 % | 4,160 % | 8,667 % | 2,935 % | 3,355 % 7 | 12,736 % | 2,709 % | 4,250 % | 8,689 % | 2,951 % | 3,309 % 8 | 12,830 % | 2,769 % | 4,324 % | 8,732 % | 2,966 % | 3,285 % 9 | 12,933 % | 2,826 % | 4,398 % | 8,791 % | 2,981 % | 3,261 % 10 | 13,024 % | 2,882 % | 4,477 % | 8,839 % | 2,997 % | 3,222 % 11 | 13,056 % | 2,937 % | 4,558 % | 8,876 % | 3,013 % | 3,161 % 12 | 13,032 % | 2,990 % | 4,637 % | 8,898 % | 3,030 % | 3,086 % 13 | 12,966 % | 3,042 % | 4,711 % | 8,903 % | 3,046 % | 3,007 % 14 | 12,866 % | 3,092 % | 4,781 % | 8,888 % | 3,063 % | 2,930 % 15 | 12,742 % | 3,140 % | 4,846 % | 8,852 % | 3,078 % | 2,857 % 16 | 12,599 % | 3,186 % | 4,904 % | 8,800 % | 3,093 % | 2,791 % 17 | 12,443 % | 3,230 % | 4,955 % | 8,735 % | 3,107 % | 2,734 % 18 | 12,277 % | 3,272 % | 4,998 % | 8,662 % | 3,121 % | 2,687 % 19 | 12,105 % | 3,312 % | 5,031 % | 8,582 % | 3,133 % | 2,649 % 20 | 11,930 % | 3,350 % | 5,053 % | 8,498 % | 3,145 % | 2,622 % 21 | 11,753 % | 3,386 % | 5,063 % | 8,412 % | 3,155 % | 2,605 % 22 | 11,576 % | 3,421 % | 5,062 % | 8,325 % | 3,165 % | 2,596 % 23 | 11,402 % | 3,454 % | 5,054 % | 8,238 % | 3,175 % | 2,593 % 24 | 11,230 % | 3,485 % | 5,040 % | 8,151 % | 3,183 % | 2,595 % 25 | 11,062 % | 3,515 % | 5,021 % | 8,065 % | 3,191 % | 2,601 % 26 | 10,899 % | 3,543 % | 4,998 % | 7,982 % | 3,199 % | 2,609 % 27 | 10,740 % | 3,571 % | 4,973 % | 7,900 % | 3,206 % | 2,619 % 28 | 10,587 % | 3,596 % | 4,946 % | 7,820 % | 3,213 % | 2,631 % 29 | 10,439 % | 3,621 % | 4,917 % | 7,743 % | 3,219 % | 2,644 % 30 | 10,297 % | 3,645 % | 4,888 % | 7,669 % | 3,225 % | 2,658 % 31 | 10,159 % | 3,667 % | 4,858 % | 7,597 % | 3,231 % | 2,673 % 32 | 10,028 % | 3,689 % | 4,828 % | 7,527 % | 3,236 % | 2,687 % 33 | 9,901 % | 3,710 % | 4,798 % | 7,460 % | 3,241 % | 2,702 % 34 | 9,780 % | 3,729 % | 4,769 % | 7,396 % | 3,246 % | 2,717 % 35 | 9,664 % | 3,748 % | 4,740 % | 7,334 % | 3,251 % | 2,732 % 36 | 9,553 % | 3,766 % | 4,712 % | 7,275 % | 3,256 % | 2,747 % 37 | 9,446 % | 3,784 % | 4,684 % | 7,218 % | 3,260 % | 2,761 % 38 | 9,344 % | 3,801 % | 4,657 % | 7,163 % | 3,264 % | 2,775 % 39 | 9,247 % | 3,817 % | 4,630 % | 7,111 % | 3,268 % | 2,789 % 40 | 9,153 % | 3,832 % | 4,605 % | 7,060 % | 3,272 % | 2,803 % 41 | 9,063 % | 3,847 % | 4,580 % | 7,011 % | 3,275 % | 2,816 % 42 | 8,977 % | 3,861 % | 4,556 % | 6,965 % | 3,279 % | 2,829 % 43 | 8,895 % | 3,874 % | 4,532 % | 6,920 % | 3,282 % | 2,841 % 44 | 8,816 % | 3,888 % | 4,510 % | 6,877 % | 3,286 % | 2,854 % 45 | 8,740 % | 3,900 % | 4,488 % | 6,836 % | 3,289 % | 2,865 % 46 | 8,667 % | 3,912 % | 4,467 % | 6,796 % | 3,292 % | 2,877 % 47 | 8,597 % | 3,924 % | 4,446 % | 6,758 % | 3,295 % | 2,888 % 48 | 8,530 % | 3,935 % | 4,427 % | 6,721 % | 3,298 % | 2,899 % 49 | 8,465 % | 3,946 % | 4,408 % | 6,685 % | 3,300 % | 2,909 % 50 | 8,403 % | 3,957 % | 4,389 % | 6,651 % | 3,303 % | 2,919 % 51 | 8,343 % | 3,967 % | 4,372 % | 6,618 % | 3,305 % | 2,929 % 52 | 8,286 % | 3,977 % | 4,354 % | 6,587 % | 3,308 % | 2,938 % 53 | 8,230 % | 3,986 % | 4,338 % | 6,556 % | 3,310 % | 2,948 % 54 | 8,177 % | 3,995 % | 4,322 % | 6,527 % | 3,313 % | 2,956 % 55 | 8,125 % | 4,004 % | 4,306 % | 6,498 % | 3,315 % | 2,965 % 56 | 8,075 % | 4,013 % | 4,291 % | 6,471 % | 3,317 % | 2,973 % 57 | 8,027 % | 4,021 % | 4,277 % | 6,444 % | 3,319 % | 2,981 % 58 | 7,981 % | 4,029 % | 4,263 % | 6,418 % | 3,321 % | 2,989 % 59 | 7,936 % | 4,037 % | 4,249 % | 6,394 % | 3,323 % | 2,997 % 60 | 7,892 % | 4,044 % | 4,236 % | 6,370 % | 3,325 % | 3,004 % 61 | 7,850 % | 4,052 % | 4,223 % | 6,346 % | 3,327 % | 3,011 % 62 | 7,810 % | 4,059 % | 4,211 % | 6,324 % | 3,329 % | 3,018 % 63 | 7,770 % | 4,066 % | 4,199 % | 6,302 % | 3,331 % | 3,025 % 64 | 7,732 % | 4,072 % | 4,187 % | 6,281 % | 3,332 % | 3,031 % 65 | 7,695 % | 4,079 % | 4,176 % | 6,260 % | 3,334 % | 3,038 % 66 | 7,659 % | 4,085 % | 4,165 % | 6,240 % | 3,336 % | 3,044 % 67 | 7,624 % | 4,091 % | 4,154 % | 6,221 % | 3,337 % | 3,050 % 68 | 7,591 % | 4,097 % | 4,144 % | 6,202 % | 3,339 % | 3,056 % 69 | 7,558 % | 4,103 % | 4,134 % | 6,184 % | 3,340 % | 3,061 % 70 | 7,526 % | 4,108 % | 4,124 % | 6,166 % | 3,342 % | 3,067 % 71 | 7,495 % | 4,114 % | 4,115 % | 6,149 % | 3,343 % | 3,072 % 72 | 7,465 % | 4,119 % | 4,105 % | 6,133 % | 3,345 % | 3,077 % 73 | 7,436 % | 4,124 % | 4,096 % | 6,116 % | 3,346 % | 3,082 % 74 | 7,407 % | 4,129 % | 4,088 % | 6,100 % | 3,347 % | 3,087 % 75 | 7,380 % | 4,134 % | 4,079 % | 6,085 % | 3,349 % | 3,092 % 76 | 7,353 % | 4,139 % | 4,071 % | 6,070 % | 3,350 % | 3,097 % 77 | 7,327 % | 4,144 % | 4,063 % | 6,055 % | 3,351 % | 3,101 % 78 | 7,301 % | 4,148 % | 4,055 % | 6,041 % | 3,352 % | 3,106 % 79 | 7,276 % | 4,153 % | 4,047 % | 6,027 % | 3,354 % | 3,110 % 80 | 7,252 % | 4,157 % | 4,040 % | 6,014 % | 3,355 % | 3,114 % 81 | 7,228 % | 4,161 % | 4,032 % | 6,001 % | 3,356 % | 3,119 % 82 | 7,205 % | 4,165 % | 4,025 % | 5,988 % | 3,357 % | 3,123 % 83 | 7,183 % | 4,169 % | 4,018 % | 5,975 % | 3,358 % | 3,127 % 84 | 7,161 % | 4,173 % | 4,012 % | 5,963 % | 3,359 % | 3,130 % 85 | 7,139 % | 4,177 % | 4,005 % | 5,951 % | 3,360 % | 3,134 % 86 | 7,118 % | 4,181 % | 3,999 % | 5,939 % | 3,361 % | 3,138 % 87 | 7,098 % | 4,184 % | 3,992 % | 5,928 % | 3,362 % | 3,141 % 88 | 7,078 % | 4,188 % | 3,986 % | 5,917 % | 3,363 % | 3,145 % 89 | 7,058 % | 4,191 % | 3,980 % | 5,906 % | 3,364 % | 3,148 % 90 | 7,039 % | 4,195 % | 3,974 % | 5,895 % | 3,365 % | 3,152 % 91 | 7,020 % | 4,198 % | 3,968 % | 5,885 % | 3,366 % | 3,155 % 92 | 7,002 % | 4,201 % | 3,963 % | 5,874 % | 3,367 % | 3,158 % 93 | 6,984 % | 4,205 % | 3,957 % | 5,864 % | 3,368 % | 3,161 % 94 | 6,966 % | 4,208 % | 3,952 % | 5,855 % | 3,369 % | 3,164 % 95 | 6,949 % | 4,211 % | 3,946 % | 5,845 % | 3,369 % | 3,167 % 96 | 6,933 % | 4,214 % | 3,941 % | 5,836 % | 3,370 % | 3,170 % 97 | 6,916 % | 4,217 % | 3,936 % | 5,827 % | 3,371 % | 3,173 % 98 | 6,900 % | 4,220 % | 3,931 % | 5,818 % | 3,372 % | 3,176 % 99 | 6,884 % | 4,222 % | 3,926 % | 5,809 % | 3,373 % | 3,179 % 100 | 6,869 % | 4,225 % | 3,922 % | 5,800 % | 3,373 % | 3,181 % 101 | 6,854 % | 4,228 % | 3,917 % | 5,792 % | 3,374 % | 3,184 % 102 | 6,839 % | 4,231 % | 3,912 % | 5,783 % | 3,375 % | 3,187 % 103 | 6,824 % | 4,233 % | 3,908 % | 5,775 % | 3,376 % | 3,189 % 104 | 6,810 % | 4,236 % | 3,903 % | 5,767 % | 3,376 % | 3,192 % 105 | 6,796 % | 4,238 % | 3,899 % | 5,760 % | 3,377 % | 3,194 % 106 | 6,782 % | 4,241 % | 3,895 % | 5,752 % | 3,378 % | 3,197 % 107 | 6,769 % | 4,243 % | 3,891 % | 5,744 % | 3,378 % | 3,199 % 108 | 6,756 % | 4,246 % | 3,887 % | 5,737 % | 3,379 % | 3,201 % 109 | 6,743 % | 4,248 % | 3,883 % | 5,730 % | 3,380 % | 3,204 % 110 | 6,730 % | 4,250 % | 3,879 % | 5,723 % | 3,380 % | 3,206 % 111 | 6,717 % | 4,252 % | 3,875 % | 5,716 % | 3,381 % | 3,208 % 112 | 6,705 % | 4,255 % | 3,871 % | 5,709 % | 3,381 % | 3,210 % 113 | 6,693 % | 4,257 % | 3,867 % | 5,702 % | 3,382 % | 3,212 % 114 | 6,681 % | 4,259 % | 3,864 % | 5,695 % | 3,383 % | 3,214 % 115 | 6,669 % | 4,261 % | 3,860 % | 5,689 % | 3,383 % | 3,216 % 116 | 6,658 % | 4,263 % | 3,856 % | 5,683 % | 3,384 % | 3,218 % 117 | 6,647 % | 4,265 % | 3,853 % | 5,676 % | 3,384 % | 3,220 % 118 | 6,636 % | 4,267 % | 3,850 % | 5,670 % | 3,385 % | 3,222 % 119 | 6,625 % | 4,269 % | 3,846 % | 5,664 % | 3,385 % | 3,224 % 120 | 6,614 % | 4,271 % | 3,843 % | 5,658 % | 3,386 % | 3,226 % 121 | 6,604 % | 4,273 % | 3,840 % | 5,652 % | 3,386 % | 3,228 % 122 | 6,593 % | 4,275 % | 3,836 % | 5,646 % | 3,387 % | 3,230 % 123 | 6,583 % | 4,277 % | 3,833 % | 5,641 % | 3,388 % | 3,232 % 124 | 6,573 % | 4,278 % | 3,830 % | 5,635 % | 3,388 % | 3,233 % 125 | 6,563 % | 4,280 % | 3,827 % | 5,630 % | 3,389 % | 3,235 % 126 | 6,554 % | 4,282 % | 3,824 % | 5,624 % | 3,389 % | 3,237 % 127 | 6,544 % | 4,284 % | 3,821 % | 5,619 % | 3,389 % | 3,238 % 128 | 6,535 % | 4,285 % | 3,818 % | 5,614 % | 3,390 % | 3,240 % 129 | 6,525 % | 4,287 % | 3,815 % | 5,608 % | 3,390 % | 3,242 % 130 | 6,516 % | 4,289 % | 3,813 % | 5,603 % | 3,391 % | 3,243 % 131 | 6,507 % | 4,290 % | 3,810 % | 5,598 % | 3,391 % | 3,245 % 132 | 6,499 % | 4,292 % | 3,807 % | 5,593 % | 3,392 % | 3,246 % 133 | 6,490 % | 4,293 % | 3,804 % | 5,589 % | 3,392 % | 3,248 % 134 | 6,481 % | 4,295 % | 3,802 % | 5,584 % | 3,393 % | 3,249 % 135 | 6,473 % | 4,296 % | 3,799 % | 5,579 % | 3,393 % | 3,251 % 136 | 6,465 % | 4,298 % | 3,797 % | 5,575 % | 3,393 % | 3,252 % 137 | 6,456 % | 4,299 % | 3,794 % | 5,570 % | 3,394 % | 3,254 % 138 | 6,448 % | 4,301 % | 3,792 % | 5,565 % | 3,394 % | 3,255 % 139 | 6,440 % | 4,302 % | 3,789 % | 5,561 % | 3,395 % | 3,257 % 140 | 6,433 % | 4,304 % | 3,787 % | 5,557 % | 3,395 % | 3,258 % 141 | 6,425 % | 4,305 % | 3,784 % | 5,552 % | 3,395 % | 3,259 % 142 | 6,417 % | 4,306 % | 3,782 % | 5,548 % | 3,396 % | 3,261 % 143 | 6,410 % | 4,308 % | 3,780 % | 5,544 % | 3,396 % | 3,262 % 144 | 6,402 % | 4,309 % | 3,777 % | 5,540 % | 3,397 % | 3,263 % 145 | 6,395 % | 4,310 % |

3,775 % | 5,536 % | 3,397 % | 3,265 % 146 | 6,388 % | 4,312 % | 3,773 % | 5,532 % | 3,397 % | 3,266 % 147 | 6,381 % | 4,313 % | 3,771 % | 5,528 % | 3,398 % | 3,267 % 148 | 6,374 % | 4,314 % | 3,768 % | 5,524 % | 3,398 % | 3,268 % 149 | 6,367 % | 4,315 % | 3,766 % | 5,520 % | 3,398 % | 3,270 % 150 | 6,360 % | 4,317 % | 3,764 % | 5,516 % | 3,399 % | 3,271 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 23,252 % | 3,218 % | -0,208 % 2 | 25,455 % | 3,208 % | -0,182 % 3 | 26,574 % | 3,058 % | -0,164 % 4 | 26,628 % | 3,015 % | -0,125 % 5 | 25,815 % | 2,984 % | -0,064 % 6 | 24,269 % | 2,984 % | 0,005 % 7 | 22,133 % | 2,983 % | 0,068 % 8 | 19,564 % | 2,983 % | 0,123 % 9 | 16,695 % | 2,992 % | 0,175 % 10 | 14,486 % | 3,014 % | 0,232 % 11 | 12,882 % | 3,034 % | 0,296 % 12 | 11,681 % | 3,052 % | 0,365 % 13 | 10,760 % | 3,072 % | 0,435 % 14 | 10,039 % | 3,092 % | 0,504 % 15 | 9,465 % | 3,109 % | 0,570 % 16 | 9,001 % | 3,121 % | 0,634 % 17 | 8,622 % | 3,126 % | 0,694 % 18 | 8,308 % | 3,124 % | 0,751 % 19 | 8,045 % | 3,113 % | 0,803 % 20 | 7,824 % | 3,093 % | 0,851 % 21 | 7,635 % | 3,063 % | 0,896 % 22 | 7,473 % | 3,028 % | 0,939 % 23 | 7,334 % | 2,992 % | 0,979 % 24 | 7,212 % | 2,958 % | 1,015 % 25 | 7,106 % | 2,927 % | 1,047 % 26 | 7,012 % | 2,902 % | 1,074 % 27 | 6,929 % | 2,879 % | 1,100 % 28 | 6,856 % | 2,854 % | 1,125 % 29 | 6,790 % | 2,825 % | 1,152 % 30 | 6,730 % | 2,789 % | 1,181 % 31 | 6,677 % | 2,746 % | 1,214 % 32 | 6,628 % | 2,697 % | 1,250 % 33 | 6,584 % | 2,646 % | 1,288 % 34 | 6,543 % | 2,594 % | 1,327 % 35 | 6,506 % | 2,543 % | 1,366 % 36 | 6,471 % | 2,494 % | 1,407 % 37 | 6,440 % | 2,447 % | 1,447 % 38 | 6,410 % | 2,403 % | 1,486 % 39 | 6,383 % | 2,363 % | 1,526 % 40 | 6,357 % | 2,326 % | 1,565 % 41 | 6,333 % | 2,293 % | 1,603 % 42 | 6,311 % | 2,264 % | 1,640 % 43 | 6,290 % | 2,238 % | 1,676 % 44 | 6,270 % | 2,216 % | 1,712 % 45 | 6,251 % | 2,198 % | 1,746 % 46 | 6,233 % | 2,183 % | 1,780 % 47 | 6,216 % | 2,171 % | 1,812 % 48 | 6,200 % | 2,163 % | 1,844 % 49 | 6,185 % | 2,159 % | 1,875 % 50 | 6,171 % | 2,157 % | 1,905 % 51 | 6,157 % | 2,159 % | 1,934 % 52 | 6,144 % | 2,164 % | 1,962 % 53 | 6,131 % | 2,170 % | 1,989 % 54 | 6,119 % | 2,179 % | 2,015 % 55 | 6,107 % | 2,189 % | 2,041 % 56 | 6,096 % | 2,200 % | 2,066 % 57 | 6,085 % | 2,212 % | 2,090 % 58 | 6,075 % | 2,225 % | 2,113 % 59 | 6,065 % | 2,238 % | 2,136 % 60 | 6,055 % | 2,251 % | 2,158 % 61 | 6,046 % | 2,265 % | 2,179 % 62 | 6,037 % | 2,280 % | 2,200 % 63 | 6,028 % | 2,294 % | 2,220 % 64 | 6,020 % | 2,308 % | 2,240 % 65 | 6,012 % | 2,322 % | 2,259 % 66 | 6,004 % | 2,336 % | 2,277 % 67 | 5,996 % | 2,350 % | 2,295 % 68 | 5,989 % | 2,364 % | 2,312 % 69 | 5,982 % | 2,378 % | 2,329 % 70 | 5,975 % | 2,392 % | 2,346 % 71 | 5,968 % | 2,405 % | 2,362 % 72 | 5,961 % | 2,418 % | 2,377 % 73 | 5,955 % | 2,431 % | 2,393 % 74 | 5,949 % | 2,444 % | 2,407 % 75 | 5,943 % | 2,456 % | 2,422 % 76 | 5,937 % | 2,469 % | 2,436 % 77 | 5,931 % | 2,481 % | 2,449 % 78 | 5,926 % | 2,492 % | 2,463 % 79 | 5,920 % | 2,504 % | 2,476 % 80 | 5,915 % | 2,515 % | 2,489 % 81 | 5,910 % | 2,526 % | 2,501 % 82 | 5,905 % | 2,537 % | 2,513 % 83 | 5,900 % | 2,548 % | 2,525 % 84 | 5,895 % | 2,558 % | 2,536 % 85 | 5,891 % | 2,569 % | 2,548 % 86 | 5,886 % | 2,579 % | 2,559 % 87 | 5,882 % | 2,588 % | 2,569 % 88 | 5,877 % | 2,598 % | 2,580 % 89 | 5,873 % | 2,607 % | 2,590 % 90 | 5,869 % | 2,617 % | 2,600 % 91 | 5,865 % | 2,626 % | 2,610 % 92 | 5,861 % | 2,634 % | 2,620 % 93 | 5,857 % | 2,643 % | 2,629 % 94 | 5,853 % | 2,652 % | 2,638 % 95 | 5,849 % | 2,660 % | 2,647 % 96 | 5,846 % | 2,668 % | 2,656 % 97 | 5,842 % | 2,676 % | 2,665 % 98 | 5,839 % | 2,684 % | 2,673 % 99 | 5,835 % | 2,691 % | 2,682 % 100 | 5,832 % | 2,699 % | 2,690 % 101 | 5,829 % | 2,706 % | 2,698 % 102 | 5,825 % | 2,714 % | 2,706 % 103 | 5,822 % | 2,721 % | 2,713 % 104 | 5,819 % | 2,728 % | 2,721 % 105 | 5,816 % | 2,735 % | 2,728 % 106 | 5,813 % | 2,741 % | 2,735 % 107 | 5,810 % | 2,748 % | 2,743 % 108 | 5,807 % | 2,754 % | 2,750 % 109 | 5,804 % | 2,761 % | 2,756 % 110 | 5,802 % | 2,767 % | 2,763 % 111 | 5,799 % | 2,773 % | 2,770 % 112 | 5,796 % | 2,779 % | 2,776 % 113 | 5,794 % | 2,785 % | 2,783 % 114 | 5,791 % | 2,791 % | 2,789 % 115 | 5,788 % | 2,796 % | 2,795 % 116 | 5,786 % | 2,802 % | 2,801 % 117 | 5,784 % | 2,808 % | 2,807 % 118 | 5,781 % | 2,813 % | 2,813 % 119 | 5,779 % | 2,818 % | 2,819 % 120 | 5,776 % | 2,824 % | 2,824 % 121 | 5,774 % | 2,829 % | 2,830 % 122 | 5,772 % | 2,834 % | 2,835 % 123 | 5,770 % | 2,839 % | 2,841 % 124 | 5,768 % | 2,844 % | 2,846 % 125 | 5,765 % | 2,849 % | 2,851 % 126 | 5,763 % | 2,853 % | 2,856 % 127 | 5,761 % | 2,858 % | 2,861 % 128 | 5,759 % | 2,863 % | 2,866 % 129 | 5,757 % | 2,867 % | 2,871 % 130 | 5,755 % | 2,872 % | 2,876 % 131 | 5,753 % | 2,876 % | 2,881 % 132 | 5,751 % | 2,880 % | 2,886 % 133 | 5,749 % | 2,885 % | 2,890 % 134 | 5,748 % | 2,889 % | 2,895 % 135 | 5,746 % | 2,893 % | 2,899 % 136 | 5,744 % | 2,897 % | 2,904 % 137 | 5,742 % | 2,901 % | 2,908 % 138 | 5,740 % | 2,905 % | 2,912 % 139 | 5,739 % | 2,909 % | 2,916 % 140 | 5,737 % | 2,913 % | 2,921 % 141 | 5,735 % | 2,917 % | 2,925 % 142 | 5,734 % | 2,920 % | 2,929 % 143 | 5,732 % | 2,924 % | 2,933 % 144 | 5,730 % | 2,928 % | 2,937 % 145 | 5,729 % | 2,931 % | 2,941 % 146 | 5,727 % | 2,935 % | 2,944 % 147 | 5,726 % | 2,938 % | 2,948 % 148 | 5,724 % | 2,942 % | 2,952 % 149 | 5,723 % | 2,945 % | 2,956 % 150 | 5,721 % | 2,949 % | 2,959 % * * * 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 | 29 | 5 | 0 | 23 | 0 2 | 0 | 0 | 36 | 5 | 0 | 38 | 0 3 | 0 | 0 | 41 | 5 | 0 | 43 | 0 4 | 0 | 2 | 44 | 5 | 2 | 44 | 0 5 | 0 | 3 | 48 | 5 | 3 | 47 | 0 6 | 0 | 4 | 51 | 5 | 6 | 49 | 0 7 | 1 | 5 | 53 | 5 | 8 | 51 | 0 8 | 2 | 6 | 55 | 5 | 10 | 50 | 0 9 | 3 | 7 | 57 | 5 | 11 | 48 | 0 10 | 3 | 7 | 58 | 5 | 12 | 47 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 361 | 4 | 14 2 | 0 | 0 | 0 | 0 | 225 | 4 | 20 3 | 0 | 0 | 0 | 0 | 200 | 4 | 22 4 | 2 | 0 | 0 | 0 | 175 | 4 | 23 5 | 3 | 0 | 0 | 0 | 161 | 4 | 25 6 | 4 | 0 | 0 | 0 | 159 | 4 | 26 7 | 5 | 0 | 0 | 0 | 156 | 4 | 27 8 | 6 | 0 | 1 | 0 | 160 | 3 | 28 9 | 7 | 0 | 2 | 0 | 162 | 1 | 28 10 | 7 | 0 | 3 | 0 | 164 | 4 | 28 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 4 | 5 | 0 | 14 | 0 | 4 2 | 14 | 10 | 10 | 0 | 20 | 0 | 4 3 | 18 | 13 | 14 | 0 | 22 | 0 | 4 4 | 21 | 14 | 16 | 0 | 23 | 0 | 4 5 | 23 | 16 | 18 | 0 | 25 | 0 | 4 6 | 25 | 18 | 19 | 0 | 26 | 0 | 4 7 | 27 | 19 | 21 | 0 | 27 | 0 | 4 8 | 28 | 20 | 22 | 0 | 28 | 0 | 4 9 | 30 | 21 | 23 | 1 | 28 | 0 | 4 10 | 31 | 22 | 24 | 2 | 28 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 23 | 9 | 11 | 16 | 5 | 0 | 0 2 | 38 | 16 | 14 | 19 | 10 | 0 | 0 3 | 43 | 18 | 16 | 23 | 14 | 0 | 0 4 | 44 | 19 | 17 | 27 | 16 | 0 | 0 5 | 47 | 20 | 19 | 31 | 18 | 0 | 0 6 | 49 | 21 | 20 | 34 | 19 | 0 | 0 7 | 51 | 23 | 21 | 35 | 21 | 0 | 0 8 | 50 | 24 | 23 | 37 | 22 | 0 | 0 9 | 48 | 25 | 23 | 37 | 23 | 0 | 0 10 | 47 | 23 | 23 | 37 | 24 | 0 | 0 Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 2 | 0 | 0 | 0 | 0 | 12 | 0 | 18 3 | 0 | 0 | 0 | 0 | 12 | 0 | 17 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 5 | 0 | 0 | 0 | 0 | 12 | 0 | 15 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 8 | 0 | 0 | 0 | 0 | 12 | 0 | 14 9 | 0 | 0 | 0 | 0 | 12 | 0 | 15 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 0 | 10 | 0 | 0 | 9 2 | 1 | 18 | 0 | 10 | 0 | 0 | 9 3 | 2 | 27 | 0 | 10 | 0 | 0 | 10 4 | 3 | 34 | 0 | 10 | 0 | 0 | 10 5 | 3 | 36 | 0 | 10 | 0 | 0 | 10 6 | 4 | 39 | 0 | 10 | 0 | 0 | 10 7 | 4 | 41 | 0 | 10 | 0 | 0 | 10 8 | 7 | 39 | 0 | 10 | 0 | 0 | 10 9 | 5 | 36 | 0 | 10 | 1 | 0 | 10 10 | 5 | 39 | 0 | 10 | 1 | 0 | 10 Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 7 | 9 | 1 | 4 2 | 0 | 0 | 0 | 10 | 11 | 0 | 4 3 | 0 | 0 | 0 | 11 | 12 | 0 | 4 4 | 0 | 0 | 0 | 11 | 14 | 0 | 4 5 | 0 | 2 | 0 | 12 | 15 | 0 | 4 6 | 0 | 5 | 0 | 13 | 15 | 0 | 4 7 | 0 | 7 | 0 | 15 | 16 | 0 | 4 8 | 0 | 11 | 0 | 17 | 16 | 0 | 4 9 | 0 | 17 | 0 | 18 | 16 | 0 | 4 10 | 0 | 17 | 0 | 20 | 16 | 0 | 4 Duration (in years) | United States ---|--- 1 | 0 2 | 0 3 | 0 4 | 0 5 | 0 6 | 0 7 | 0 8 | 0 9 | 0 10 | 0 2\. Exposures to financial institutions 2.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 19 | 42 | 112 | 224 | 520 | 1 241 2 | 7 | 19 | 42 | 112 | 224 | 520 | 1 000 3 | 8 | 22 | 44 | 106 | 220 | 516 | 815 4 | 9 | 24 | 47 | 108 | 219 | 515 | 674 5 | 10 | 26 | 51 | 111 | 219 | 515 | 566 6 | 11 | 29 | 55 | 116 | 219 | 515 | 515 7 | 13 | 31 | 57 | 119 | 219 | 515 | 515 8 | 13 | 31 | 57 | 118 | 219 | 515 | 515 9 | 13 | 32 | 57 | 117 | 219 | 515 | 515 10 | 13 | 33 | 57 | 117 | 219 | 515 | 515 11 | 14 | 35 | 57 | 117 | 219 | 515 | 515 12 | 14 | 35 | 57 | 117 | 219 | 515 | 515 13 | 15 | 36 | 57 | 117 | 219 | 515 | 515 14 | 15 | 36 | 57 | 117 | 219 | 515 | 515 15 | 15 | 36 | 57 | 117 | 219 | 515 | 515 16 | 15 | 36 | 57 | 117 | 219 | 515 | 515 17 | 15 | 36 | 57 | 117 | 219 | 515 | 515 18 | 15 | 36 | 57 | 117 | 219 | 515 | 515 19 | 15 | 36 | 57 | 117 | 219 | 515 | 515 20 | 15 | 36 | 57 | 117 | 219 | 515 | 515 21 | 17 | 36 | 57 | 117 | 219 | 515 | 515 22 | 17 | 36 | 57 | 117 | 219 | 515 | 515 23 | 18 | 36 | 57 | 117 | 219 | 515 | 515 24 | 19 | 36 | 57 | 117 | 219 | 515 | 515 25 | 19 | 36 | 57 | 117 | 219 | 515 | 515 26 | 20 | 36 | 57 | 117 | 219 | 515 | 515 27 | 20 | 36 | 57 | 117 | 219 | 515 | 515 28 | 21 | 36 | 57 | 117 | 219 | 515 | 515 29 | 22 | 36 | 57 | 117 | 219 | 515 | 515 30 | 23 | 36 | 57 | 117 | 219 | 515 | 515 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 | 17 | 29 | 52 | 122 | 234 | 530 | 1 361 2 | 18 | 31 | 54 | 123 | 236 | 531 | 1 088 3 | 20 | 34 | 56 | 118 | 232 | 528 | 879 4 | 20 | 36 | 58 | 120 | 231 | 527 | 722 5 | 21 | 37 | 62 | 122 | 230 | 526 | 603 6 | 22 | 39 | 65 | 126 | 230 | 525 | 525 7 | 22 | 40 | 66 | 128 | 229 | 524 | 524 8 | 21 | 40 | 65 | 127 | 228 | 524 | 524 9 | 21 | 41 | 65 | 125 | 228 | 523 | 523 10 | 21 | 41 | 65 | 125 | 227 | 523 | 523 11 | 21 | 42 | 64 | 125 | 227 | 522 | 522 12 | 21 | 42 | 64 | 124 | 226 | 522 | 522 13 | 21 | 42 | 63 | 123 | 225 | 521 | 521 14 | 20 | 42 | 63 | 123 | 225 | 520 | 520 15 | 20 | 41 | 62 | 122 | 224 | 520 | 520 16 | 19 | 41 | 62 | 122 | 224 | 520 | 520 17 | 19 | 41 | 62 | 122 | 224 | 519 | 519 18 | 19 | 41 | 62 | 122 | 224 | 519 | 519 19 | 19 | 41 | 62 | 122 | 224 | 519 | 519 20 | 20 | 41 | 62 | 122 | 224 | 520 | 520 21 | 20 | 41 | 62 | 123 | 225 | 520 | 520 22 | 20 | 42 | 63 | 123 | 225 | 520 | 520 23 | 20 | 42 | 63 | 123 | 225 | 520 | 520 24 | 20 | 42 | 63 | 123 | 225 | 520 | 520 25 | 20 | 42 | 63 | 123 | 225 | 520 | 520 26 | 20 | 42 | 63 | 123 | 225 | 520 | 520 27 | 22 | 42 | 62 | 123 | 225 | 520 | 520 28 | 22 | 41 | 62 | 123 | 225 | 520 | 520 29 | 23 | 41 | 62 | 122 | 224 | 520 | 520 30 | 23 | 41 | 62 | 122 | 224 | 520 | 520 2.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 42 | 111 | 224 | 519 | 1 241 2 | 6 | 19 | 42 | 111 | 224 | 519 | 1 000 3 | 7 | 21 | 44 | 106 | 220 | 516 | 814 4 | 9 | 24 | 46 | 108 | 219 | 515 | 674 5 | 10 | 26 | 51 | 111 | 219 | 515 | 566 6 | 11 | 28 | 55 | 116 | 219 | 515 | 515 7 | 12 | 31 | 56 | 119 | 219 | 515 | 515 8 | 12 | 31 | 56 | 118 | 219 | 515 | 515 9 | 13 | 32 | 56 | 117 | 219 | 515 | 515 10 | 13 | 33 | 57 | 117 | 219 | 515 | 515 11 | 14 | 34 | 57 | 117 | 219 | 515 | 515 12 | 14 | 35 | 57 | 117 | 219 | 515 | 515 13 | 14 | 36 | 57 | 117 | 219 | 515 | 515 14 | 15 | 36 | 57 | 117 | 219 | 515 | 515 15 | 15 | 36 | 57 | 117 | 219 | 515 | 515 16 | 15 | 36 | 57 | 117 | 219 | 515 | 515 17 | 15 | 36 | 57 | 117 | 219 | 515 | 515 18 | 15 | 36 | 57 | 117 | 219 | 515 | 515 19 | 15 | 36 | 57 | 117 | 219 | 515 | 515 20 | 15 | 36 | 57 | 117 | 219 | 515 | 515 21 | 17 | 36 | 57 | 117 | 219 | 515 | 515 22 | 17 | 36 | 57 | 117 | 219 | 515 | 515 23 | 18 | 36 | 57 | 117 | 219 | 515 | 515 24 | 18 | 36 | 57 | 117 | 219 | 515 | 515 25 | 19 | 36 | 57 | 117 | 219 | 515 | 515 26 | 20 | 36 | 57 | 117 | 219 | 515 | 515 27 | 20 | 36 | 57 | 117 | 219 | 515 | 515 28 | 21 | 36 | 57 | 117 | 219 | 515 | 515 29 | 22 | 36 | 57 | 117 | 219 | 515 | 515 30 | 23 | 36 | 57 | 117 | 219 | 515 | 515 2.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 77 | 90 | 113 | 182 | 295 | 590 | 1 367 2 | 74 | 87 | 110 | 179 | 292 | 587 | 1103 3 | 78 | 92 | 114 | 176 | 291 | 586 | 899 4 | 77 | 92 | 115 | 177 | 288 | 584 | 744 5 | 77 | 93 | 118 | 178 | 286 | 582 | 625 6 | 77 | 94 | 120 | 181 | 285 | 580 | 580 7 | 76 | 94 | 120 | 182 | 283 | 578 | 578 8 | 75 | 94 | 119 | 180 | 282 | 577 | 577 9 | 74 | 94 | 118 | 179 | 281 | 577 | 577 10 | 72 | 92 | 115 | 175 | 278 | 573 | 573 11 | 70 | 91 | 113 | 173 | 275 | 571 | 571 12 | 69 | 90 | 112 | 172 | 274 | 570 | 570 13 | 69 | 90 | 111 | 171 | 273 | 569 | 569 14 | 69 | 90 | 111 | 171 | 273 | 569 | 569 15 | 68 | 90 | 111 | 171 | 273 | 568 | 568 16 | 68 | 89 | 110 | 170 | 272 | 568 | 568 17 | 67 | 89 | 110 | 170 | 272 | 568 | 568 18 | 67 | 88 | 109 | 169 | 271 | 567 | 567 19 | 66 | 88 | 109 | 169 | 271 | 566 | 566 20 | 66 | 87 | 108 | 168 | 270 | 566 | 566 21 | 65 | 86 | 107 | 168 | 270 | 565 | 565 22 | 64 | 86 | 107 | 167 | 269 | 564 | 564 23 | 63 | 85 | 106 | 166 | 268 | 564 | 564 24 | 62 | 84 | 105 | 165 | 267 | 563 | 563 25 | 61 | 83 | 104 | 164 | 266 | 562 | 562 26 | 60 | 82 | 103 | 163 | 265 | 561 | 561 27 | 59 | 81 | 102 | 162 | 264 | 560 | 560 28 | 58 | 80 | 101 | 161 | 263 | 558 | 558 29 | 57 | 79 | 100 | 160 | 262 | 557 | 557 30 | 56 | 78 | 99 | 159 | 261 | 556 | 556 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 | 11 | 23 | 47 | 116 | 228 | 524 | 1 272 2 | 12 | 25 | 48 | 117 | 230 | 525 | 1 020 3 | 14 | 28 | 50 | 113 | 227 | 523 | 829 4 | 16 | 31 | 54 | 115 | 227 | 522 | 685 5 | 18 | 34 | 59 | 119 | 227 | 522 | 575 6 | 19 | 36 | 62 | 124 | 227 | 522 | 522 7 | 20 | 38 | 64 | 126 | 226 | 522 | 522 8 | 19 | 38 | 63 | 124 | 226 | 522 | 522 9 | 19 | 39 | 63 | 123 | 226 | 521 | 521 10 | 19 | 39 | 63 | 123 | 225 | 521 | 521 11 | 20 | 40 | 63 | 123 | 225 | 521 | 521 12 | 20 | 41 | 63 | 123 | 225 | 521 | 521 13 | 20 | 42 | 63 | 123 | 225 | 521 | 521 14 | 21 | 42 | 63 | 123 | 225 | 521 | 521 15 | 21 | 42 | 63 | 123 | 225 | 521 | 521 16 | 21 | 42 | 63 | 123 | 225 | 521 | 521 17 | 21 | 42 | 63 | 123 | 225 | 521 | 521 18 | 21 | 42 | 63 | 123 | 225 | 521 | 521 19 | 21 | 43 | 64 | 124 | 226 | 521 | 521 20 | 22 | 43 | 64 | 124 | 226 | 522 | 522 21 | 22 | 43 | 64 | 125 | 227 | 522 | 522 22 | 22 | 44 | 65 | 125 | 227 | 522 | 522 23 | 22 | 44 | 65 | 125 | 227 | 523 | 523 24 | 22 | 44 | 65 | 125 | 227 | 523 | 523 25 | 22 | 44 | 65 | 125 | 227 | 523 | 523 26 | 22 | 44 | 65 | 125 | 227 | 523 | 523 27 | 22 | 44 | 65 | 125 | 227 | 523 | 523 28 | 22 | 44 | 65 | 125 | 227 | 522 | 522 29 | 22 | 44 | 65 | 125 | 227 | 522 | 522 30 | 23 | 43 | 64 | 125 | 227 | 522 | 522 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 | 46 | 59 | 82 | 151 | 264 | 559 | 1 241 2 | 50 | 63 | 86 | 155 | 267 | 563 | 1002 3 | 55 | 69 | 91 | 153 | 268 | 563 | 819 4 | 58 | 74 | 96 | 158 | 269 | 565 | 679 5 | 61 | 77 | 102 | 162 | 270 | 565 | 572 6 | 62 | 79 | 105 | 167 | 270 | 566 | 566 7 | 63 | 81 | 107 | 169 | 270 | 565 | 565 8 | 62 | 81 | 106 | 167 | 269 | 564 | 564 9 | 61 | 81 | 105 | 166 | 268 | 563 | 563 10 | 61 | 81 | 104 | 164 | 267 | 562 | 562 11 | 60 | 81 | 103 | 163 | 265 | 561 | 561 12 | 59 | 80 | 102 | 162 | 264 | 560 | 560 13 | 58 | 80 | 101 | 161 | 263 | 559 | 559 14 | 57 | 79 | 100 | 160 | 262 | 558 | 558 15 | 56 | 78 | 99 | 159 | 261 | 557 | 557 16 | 56 | 77 | 98 | 158 | 260 | 556 | 556 17 | 55 | 76 | 97 | 158 | 260 | 555 | 555 18 | 54 | 76 | 97 | 157 | 259 | 555 | 555 19 | 54 | 75 | 96 | 157 | 259 | 554 | 554 20 | 54 | 75 | 96 | 156 | 258 | 554 | 554 21 | 53 | 74 | 95 | 155 | 258 | 553 | 553 22 | 52 | 74 | 95 | 155 | 257 | 552 | 552 23 | 52 | 73 | 94 | 154 | 256 | 552 | 552 24 | 51 | 72 | 93 | 153 | 255 | 551 | 551 25 | 50 | 71 | 92 | 152 | 255 | 550 | 550 26 | 49 | 71 | 92 | 152 | 254 | 549 | 549 27 | 48 | 70 | 91 | 151 | 253 | 549 | 549 28 | 48 | 69 | 90 | 150 | 252 | 548 | 548 29 | 47 | 68 | 89 | 149 | 251 | 547 | 547 30 | 46 | 67 | 88 | 148 | 251 | 546 | 546 2.7. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 42 | 111 | 223 | 519 | 1 240 2 | 6 | 19 | 42 | 111 | 223 | 519 | 999 3 | 7 | 21 | 43 | 105 | 220 | 515 | 814 4 | 8 | 23 | 46 | 107 | 219 | 514 | 673 5 | 9 | 26 | 51 | 111 | 218 | 514 | 565 6 | 10 | 28 | 54 | 115 | 218 | 514 | 514 7 | 12 | 30 | 56 | 118 | 218 | 514 | 514 8 | 12 | 31 | 56 | 117 | 218 | 514 | 514 9 | 12 | 31 | 56 | 116 | 218 | 514 | 514 10 | 12 | 33 | 56 | 116 | 218 | 514 | 514 11 | 13 | 34 | 56 | 116 | 218 | 514 | 514 12 | 13 | 34 | 56 | 116 | 218 | 514 | 514 13 | 14 | 35 | 56 | 116 | 218 | 514 | 514 14 | 14 | 35 | 56 | 116 | 218 | 514 | 514 15 | 14 | 35 | 56 | 116 | 218 | 514 | 514 16 | 14 | 35 | 56 | 116 | 218 | 514 | 514 17 | 14 | 35 | 56 | 116 | 218 | 514 | 514 18 | 14 | 35 | 56 | 116 | 218 | 514 | 514 19 | 15 | 35 | 56 | 116 | 218 | 514 | 514 20 | 15 | 35 | 56 | 116 | 218 | 514 | 514 21 | 17 | 35 | 56 | 116 | 218 | 514 | 514 22 | 17 | 35 | 56 | 116 | 218 | 514 | 514 23 | 18 | 35 | 56 | 116 | 218 | 514 | 514 24 | 18 | 35 | 56 | 116 | 219 | 514 | 514 25 | 19 | 35 | 56 | 116 | 219 | 514 | 514 26 | 20 | 35 | 56 | 117 | 219 | 514 | 514 27 | 20 | 35 | 56 | 117 | 219 | 514 | 514 28 | 21 | 35 | 56 | 117 | 219 | 514 | 514 29 | 22 | 35 | 56 | 117 | 219 | 514 | 514 30 | 23 | 35 | 56 | 117 | 219 | 514 | 514 2.8. Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 24 | 52 | 141 | 242 | 538 | 1 275 2 | 8 | 24 | 52 | 141 | 242 | 538 | 1 023 3 | 9 | 26 | 52 | 129 | 238 | 534 | 831 4 | 10 | 28 | 54 | 120 | 237 | 532 | 686 5 | 12 | 30 | 56 | 110 | 235 | 531 | 575 6 | 14 | 33 | 59 | 104 | 234 | 530 | 530 7 | 16 | 36 | 60 | 98 | 233 | 529 | 529 8 | 18 | 38 | 59 | 91 | 232 | 528 | 528 9 | 20 | 44 | 62 | 86 | 231 | 527 | 527 10 | 20 | 44 | 60 | 84 | 230 | 526 | 526 11 | 19 | 43 | 59 | 84 | 230 | 525 | 525 12 | 18 | 43 | 60 | 86 | 229 | 524 | 524 13 | 18 | 43 | 60 | 86 | 228 | 524 | 524 14 | 19 | 43 | 60 | 86 | 227 | 523 | 523 15 | 19 | 43 | 60 | 86 | 227 | 522 | 522 16 | 19 | 43 | 60 | 86 | 225 | 521 | 521 17 | 19 | 43 | 60 | 86 | 224 | 520 | 520 18 | 19 | 43 | 60 | 86 | 224 | 520 | 520 19 | 19 | 43 | 60 | 86 | 224 | 519 | 519 20 | 19 | 43 | 60 | 86 | 224 | 520 | 520 21 | 19 | 43 | 60 | 86 | 224 | 520 | 520 22 | 19 | 43 | 60 | 86 | 224 | 520 | 520 23 | 19 | 43 | 60 | 86 | 223 | 519 | 519 24 | 19 | 43 | 60 | 86 | 223 | 518 | 518 25 | 19 | 43 | 60 | 86 | 222 | 518 | 518 26 | 20 | 43 | 60 | 86 | 222 | 517 | 517 27 | 20 | 43 | 60 | 86 | 221 | 517 | 517 28 | 21 | 43 | 60 | 86 | 220 | 516 | 516 29 | 22 | 43 | 60 | 86 | 220 | 516 | 516 30 | 23 | 43 | 60 | 86 | 219 | 515 | 515 2.9. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 84 | 97 | 120 | 189 | 302 | 597 | 1 386 2 | 83 | 96 | 119 | 188 | 300 | 596 | 1 122 3 | 83 | 97 | 119 | 181 | 296 | 591 | 913 4 | 82 | 97 | 120 | 182 | 293 | 588 | 752 5 | 81 | 97 | 122 | 182 | 290 | 586 | 629 6 | 81 | 98 | 124 | 185 | 289 | 584 | 584 7 | 80 | 98 | 124 | 186 | 286 | 582 | 582 8 | 77 | 96 | 121 | 183 | 284 | 580 | 580 9 | 76 | 95 | 119 | 180 | 282 | 578 | 578 10 | 75 | 95 | 118 | 179 | 281 | 576 | 576 11 | 74 | 95 | 117 | 177 | 279 | 575 | 575 12 | 73 | 94 | 116 | 176 | 278 | 574 | 574 13 | 72 | 93 | 114 | 174 | 276 | 572 | 572 14 | 71 | 92 | 113 | 173 | 275 | 571 | 571 15 | 69 | 91 | 112 | 172 | 274 | 569 | 569 16 | 68 | 90 | 111 | 171 | 273 | 568 | 568 17 | 67 | 89 | 110 | 170 | 272 | 567 | 567 18 | 66 | 88 | 109 | 169 | 271 | 566 | 566 19 | 65 | 87 | 108 | 168 | 270 | 566 | 566 20 | 65 | 86 | 107 | 167 | 269 | 565 | 565 21 | 64 | 85 | 106 | 166 | 268 | 564 | 564 22 | 63 | 84 | 105 | 165 | 267 | 563 | 563 23 | 62 | 83 | 104 | 164 | 266 | 562 | 562 24 | 61 | 82 | 103 | 163 | 265 | 561 | 561 25 | 59 | 81 | 102 | 162 | 264 | 560 | 560 26 | 58 | 80 | 101 | 161 | 263 | 559 | 559 27 | 57 | 79 | 100 | 160 | 262 | 557 | 557 28 | 56 | 78 | 99 | 159 | 261 | 556 | 556 29 | 55 | 77 | 98 | 158 | 260 | 555 | 555 30 | 54 | 76 | 97 | 157 | 259 | 554 | 554 2.10. Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 57 | 70 | 93 | 162 | 274 | 570 | 1 364 2 | 56 | 69 | 92 | 161 | 274 | 569 | 1 098 3 | 57 | 71 | 93 | 155 | 269 | 565 | 892 4 | 57 | 72 | 95 | 156 | 268 | 563 | 736 5 | 57 | 73 | 98 | 158 | 266 | 562 | 616 6 | 57 | 74 | 100 | 161 | 264 | 560 | 560 7 | 56 | 74 | 100 | 162 | 263 | 559 | 559 8 | 55 | 74 | 99 | 160 | 262 | 557 | 557 9 | 54 | 73 | 98 | 158 | 260 | 556 | 556 10 | 53 | 73 | 97 | 157 | 259 | 555 | 555 11 | 53 | 74 | 96 | 156 | 258 | 554 | 554 12 | 53 | 74 | 96 | 156 | 258 | 553 | 553 13 | 52 | 74 | 95 | 155 | 257 | 553 | 553 14 | 52 | 73 | 94 | 154 | 256 | 552 | 552 15 | 51 | 73 | 94 | 154 | 256 | 552 | 552 16 | 50 | 72 | 93 | 153 | 255 | 551 | 551 17 | 50 | 71 | 92 | 153 | 255 | 550 | 550 18 | 49 | 71 | 92 | 152 | 254 | 550 | 550 19 | 49 | 70 | 91 | 152 | 254 | 549 | 549 20 | 49 | 70 | 91 | 151 | 253 | 549 | 549 21 | 49 | 70 | 91 | 151 | 253 | 549 | 549 22 | 48 | 70 | 91 | 151 | 253 | 548 | 548 23 | 48 | 69 | 90 | 150 | 252 | 548 | 548 24 | 47 | 68 | 89 | 150 | 252 | 547 | 547 25 | 46 | 68 | 89 | 149 | 251 | 546 | 546 26 | 46 | 67 | 88 | 148 | 250 | 546 | 546 27 | 45 | 66 | 87 | 147 | 249 | 545 | 545 28 | 44 | 66 | 87 | 147 | 249 | 544 | 544 29 | 44 | 65 | 86 | 146 | 248 | 544 | 544 30 | 43 | 64 | 85 | 145 | 247 | 543 | 543 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 | 32 | 44 | 67 | 137 | 249 | 545 | 1 287 2 | 32 | 45 | 68 | 137 | 250 | 545 | 1 031 3 | 33 | 47 | 69 | 131 | 245 | 541 | 838 4 | 33 | 48 | 71 | 132 | 244 | 539 | 692 5 | 34 | 50 | 75 | 135 | 243 | 538 | 580 6 | 34 | 51 | 77 | 139 | 242 | 538 | 538 7 | 34 | 52 | 78 | 140 | 241 | 537 | 537 8 | 33 | 52 | 78 | 139 | 240 | 536 | 536 9 | 33 | 52 | 77 | 137 | 240 | 535 | 535 10 | 33 | 53 | 76 | 137 | 239 | 535 | 535 11 | 33 | 53 | 76 | 136 | 238 | 534 | 534 12 | 32 | 54 | 75 | 136 | 238 | 533 | 533 13 | 32 | 53 | 75 | 135 | 237 | 533 | 533 14 | 32 | 53 | 74 | 134 | 236 | 532 | 532 15 | 31 | 53 | 74 | 134 | 236 | 531 | 531 16 | 30 | 52 | 73 | 133 | 235 | 531 | 531 17 | 30 | 52 | 73 | 133 | 235 | 530 | 530 18 | 30 | 51 | 72 | 132 | 234 | 530 | 530 19 | 30 | 51 | 72 | 132 | 234 | 530 | 530 20 | 30 | 51 | 72 | 132 | 234 | 530 | 530 21 | 30 | 51 | 72 | 132 | 234 | 530 | 530 22 | 30 | 51 | 72 | 132 | 234 | 530 | 530 23 | 30 | 51 | 72 | 132 | 234 | 530 | 530 24 | 29 | 51 | 72 | 132 | 234 | 530 | 530 25 | 29 | 51 | 72 | 132 | 234 | 529 | 529 26 | 29 | 50 | 71 | 131 | 233 | 529 | 529 27 | 29 | 50 | 71 | 131 | 233 | 529 | 529 28 | 28 | 50 | 71 | 131 | 233 | 528 | 528 29 | 28 | 49 | 70 | 130 | 233 | 528 | 528 30 | 28 | 49 | 70 | 130 | 232 | 528 | 528 2.12. Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 24 | 93 | 206 | 501 | 1 221 2 | 1 | 5 | 25 | 94 | 207 | 502 | 981 3 | 2 | 5 | 27 | 89 | 203 | 499 | 798 4 | 2 | 7 | 29 | 91 | 202 | 498 | 660 5 | 4 | 9 | 34 | 94 | 202 | 498 | 555 6 | 4 | 11 | 38 | 99 | 202 | 498 | 498 7 | 5 | 14 | 39 | 102 | 202 | 498 | 498 8 | 7 | 14 | 39 | 100 | 202 | 498 | 498 9 | 7 | 15 | 39 | 100 | 202 | 498 | 498 10 | 8 | 16 | 40 | 100 | 202 | 498 | 498 11 | 9 | 18 | 41 | 101 | 203 | 499 | 499 12 | 9 | 18 | 40 | 100 | 202 | 497 | 497 13 | 10 | 19 | 40 | 101 | 203 | 498 | 498 14 | 11 | 19 | 40 | 100 | 202 | 498 | 498 15 | 12 | 18 | 39 | 99 | 201 | 497 | 497 16 | 13 | 17 | 38 | 98 | 200 | 496 | 496 17 | 13 | 17 | 38 | 98 | 200 | 496 | 496 18 | 14 | 17 | 38 | 98 | 200 | 496 | 496 19 | 14 | 18 | 39 | 99 | 201 | 496 | 496 20 | 15 | 18 | 39 | 99 | 201 | 497 | 497 21 | 16 | 19 | 39 | 100 | 202 | 497 | 497 22 | 17 | 20 | 39 | 100 | 202 | 497 | 497 23 | 18 | 21 | 39 | 99 | 202 | 497 | 497 24 | 18 | 21 | 39 | 99 | 201 | 497 | 497 25 | 19 | 22 | 39 | 99 | 201 | 497 | 497 26 | 19 | 23 | 39 | 99 | 201 | 497 | 497 27 | 20 | 23 | 39 | 99 | 201 | 496 | 496 28 | 20 | 25 | 40 | 99 | 201 | 496 | 496 29 | 21 | 25 | 41 | 99 | 201 | 496 | 496 30 | 23 | 26 | 42 | 99 | 201 | 496 | 496 2.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 58 | 81 | 150 | 263 | 558 | 1 290 2 | 45 | 58 | 81 | 150 | 263 | 558 | 1 038 3 | 46 | 60 | 82 | 144 | 259 | 554 | 845 4 | 47 | 62 | 84 | 146 | 257 | 553 | 698 5 | 47 | 63 | 88 | 148 | 256 | 552 | 585 6 | 47 | 64 | 91 | 152 | 255 | 551 | 551 7 | 48 | 66 | 92 | 154 | 254 | 550 | 550 8 | 47 | 65 | 91 | 152 | 253 | 549 | 549 9 | 46 | 65 | 90 | 150 | 253 | 548 | 548 10 | 46 | 66 | 89 | 150 | 252 | 547 | 547 11 | 46 | 66 | 89 | 149 | 251 | 547 | 547 12 | 45 | 66 | 88 | 148 | 250 | 546 | 546 13 | 45 | 66 | 88 | 148 | 250 | 545 | 545 14 | 45 | 66 | 87 | 147 | 249 | 545 | 545 15 | 44 | 65 | 86 | 147 | 249 | 544 | 544 16 | 43 | 65 | 86 | 146 | 248 | 543 | 543 17 | 43 | 64 | 85 | 145 | 247 | 543 | 543 18 | 42 | 64 | 85 | 145 | 247 | 542 | 542 19 | 42 | 63 | 84 | 144 | 246 | 542 | 542 20 | 42 | 63 | 84 | 144 | 246 | 542 | 542 21 | 41 | 63 | 84 | 144 | 246 | 542 | 542 22 | 41 | 62 | 83 | 143 | 245 | 541 | 541 23 | 40 | 62 | 83 | 143 | 245 | 541 | 541 24 | 40 | 61 | 82 | 142 | 244 | 540 | 540 25 | 39 | 60 | 81 | 142 | 244 | 539 | 539 26 | 38 | 60 | 81 | 141 | 243 | 538 | 538 27 | 38 | 59 | 80 | 140 | 242 | 538 | 538 28 | 37 | 58 | 79 | 139 | 241 | 537 | 537 29 | 36 | 57 | 78 | 139 | 241 | 536 | 536 30 | 35 | 57 | 78 | 138 | 240 | 536 | 536 2.14. Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 18 | 31 | 54 | 123 | 235 | 531 | 1 247 2 | 21 | 34 | 57 | 126 | 239 | 534 | 1006 3 | 25 | 39 | 61 | 123 | 238 | 533 | 821 4 | 29 | 44 | 66 | 128 | 239 | 535 | 680 5 | 31 | 48 | 73 | 133 | 241 | 536 | 571 6 | 31 | 48 | 74 | 136 | 239 | 534 | 534 7 | 35 | 53 | 79 | 141 | 242 | 538 | 538 8 | 34 | 53 | 78 | 139 | 241 | 537 | 537 9 | 35 | 55 | 79 | 140 | 242 | 537 | 537 10 | 37 | 57 | 81 | 141 | 243 | 539 | 539 11 | 38 | 59 | 82 | 142 | 244 | 540 | 540 12 | 40 | 61 | 82 | 143 | 245 | 540 | 540 13 | 40 | 62 | 83 | 143 | 245 | 541 | 541 14 | 41 | 62 | 83 | 143 | 245 | 541 | 541 15 | 41 | 62 | 83 | 143 | 246 | 541 | 541 16 | 41 | 62 | 83 | 143 | 245 | 541 | 541 17 | 41 | 62 | 83 | 143 | 245 | 541 | 541 18 | 40 | 61 | 82 | 143 | 245 | 540 | 540 19 | 40 | 61 | 82 | 142 | 244 | 540 | 540 20 | 40 | 61 | 82 | 142 | 244 | 540 | 540 21 | 40 | 61 | 82 | 142 | 244 | 540 | 540 22 | 40 | 61 | 82 | 142 | 244 | 540 | 540 23 | 39 | 61 | 82 | 142 | 244 | 539 | 539 24 | 39 | 60 | 81 | 141 | 243 | 539 | 539 25 | 38 | 60 | 81 | 141 | 243 | 539 | 539 26 | 38 | 59 | 80 | 140 | 242 | 538 | 538 27 | 37 | 59 | 80 | 140 | 242 | 538 | 538 28 | 37 | 58 | 79 | 139 | 241 | 537 | 537 29 | 36 | 58 | 79 | 139 | 241 | 536 | 536 30 | 36 | 57 | 78 | 138 | 240 | 536 | 536 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 | 18 | 31 | 54 | 123 | 235 | 531 | 1 292 2 | 19 | 32 | 55 | 124 | 237 | 532 | 1 036 3 | 21 | 35 | 57 | 119 | 234 | 529 | 841 4 | 23 | 38 | 60 | 122 | 233 | 529 | 694 5 | 24 | 40 | 65 | 125 | 233 | 529 | 582 6 | 25 | 42 | 69 | 130 | 233 | 529 | 529 7 | 26 | 44 | 70 | 132 | 233 | 529 | 529 8 | 26 | 45 | 70 | 131 | 233 | 529 | 529 9 | 26 | 46 | 70 | 131 | 233 | 529 | 529 10 | 27 | 47 | 71 | 131 | 233 | 529 | 529 11 | 28 | 48 | 71 | 131 | 233 | 529 | 529 12 | 28 | 49 | 71 | 131 | 233 | 529 | 529 13 | 29 | 50 | 71 | 131 | 233 | 529 | 529 14 | 29 | 50 | 71 | 131 | 233 | 529 | 529 15 | 29 | 50 | 71 | 131 | 233 | 529 | 529 16 | 29 | 50 | 71 | 131 | 233 | 529 | 529 17 | 29 | 50 | 71 | 131 | 233 | 529 | 529 18 | 29 | 50 | 71 | 131 | 233 | 529 | 529 19 | 28 | 50 | 71 | 131 | 233 | 529 | 529 20 | 29 | 50 | 71 | 131 | 233 | 529 | 529 21 | 28 | 50 | 71 | 131 | 233 | 529 | 529 22 | 28 | 50 | 71 | 131 | 233 | 528 | 528 23 | 28 | 49 | 70 | 130 | 232 | 528 | 528 24 | 27 | 49 | 70 | 130 | 232 | 527 | 527 25 | 27 | 48 | 69 | 129 | 231 | 527 | 527 26 | 26 | 48 | 69 | 129 | 231 | 527 | 527 27 | 26 | 47 | 68 | 128 | 230 | 526 | 526 28 | 26 | 47 | 68 | 128 | 230 | 526 | 526 29 | 25 | 47 | 67 | 128 | 230 | 525 | 525 30 | 25 | 46 | 67 | 127 | 229 | 525 | 525 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 | 87 | 156 | 269 | 564 | 1 398 2 | 54 | 67 | 90 | 159 | 272 | 567 | 1103 3 | 58 | 72 | 94 | 156 | 271 | 566 | 889 4 | 60 | 75 | 98 | 160 | 271 | 566 | 732 5 | 62 | 79 | 104 | 164 | 271 | 567 | 613 6 | 64 | 81 | 108 | 169 | 272 | 568 | 568 7 | 65 | 83 | 109 | 171 | 272 | 568 | 568 8 | 65 | 84 | 109 | 170 | 272 | 567 | 567 9 | 65 | 85 | 109 | 170 | 272 | 567 | 567 10 | 66 | 86 | 109 | 170 | 272 | 567 | 567 11 | 66 | 87 | 109 | 169 | 271 | 567 | 567 12 | 66 | 87 | 109 | 169 | 271 | 567 | 567 13 | 65 | 87 | 108 | 168 | 270 | 566 | 566 14 | 65 | 86 | 107 | 167 | 269 | 565 | 565 15 | 64 | 86 | 106 | 167 | 269 | 564 | 564 16 | 63 | 85 | 106 | 166 | 268 | 564 | 564 17 | 63 | 84 | 105 | 165 | 267 | 563 | 563 18 | 62 | 84 | 105 | 165 | 267 | 562 | 562 19 | 62 | 83 | 104 | 164 | 266 | 562 | 562 20 | 61 | 82 | 103 | 163 | 266 | 561 | 561 21 | 60 | 82 | 103 | 163 | 265 | 560 | 560 22 | 59 | 81 | 102 | 162 | 264 | 560 | 560 23 | 59 | 80 | 101 | 161 | 263 | 559 | 559 24 | 58 | 79 | 100 | 160 | 262 | 558 | 558 25 | 57 | 78 | 99 | 159 | 261 | 557 | 557 26 | 56 | 77 | 98 | 158 | 260 | 556 | 556 27 | 55 | 76 | 97 | 157 | 259 | 555 | 555 28 | 54 | 75 | 96 | 156 | 258 | 554 | 554 29 | 53 | 74 | 95 | 155 | 257 | 553 | 553 30 | 52 | 73 | 94 | 155 | 257 | 552 | 552 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 | 95 | 118 | 187 | 299 | 595 | 1 411 2 | 87 | 100 | 123 | 192 | 304 | 600 | 1 138 3 | 89 | 103 | 125 | 187 | 302 | 597 | 930 4 | 90 | 106 | 128 | 190 | 301 | 597 | 771 5 | 94 | 110 | 135 | 195 | 303 | 599 | 649 6 | 96 | 113 | 139 | 201 | 304 | 600 | 600 7 | 98 | 116 | 142 | 204 | 305 | 600 | 600 8 | 99 | 118 | 143 | 204 | 306 | 602 | 602 9 | 100 | 120 | 144 | 205 | 307 | 602 | 602 10 | 101 | 121 | 145 | 205 | 307 | 603 | 603 11 | 101 | 122 | 145 | 205 | 307 | 602 | 602 12 | 101 | 122 | 144 | 204 | 306 | 602 | 602 13 | 100 | 121 | 143 | 203 | 305 | 600 | 600 14 | 99 | 120 | 141 | 202 | 304 | 599 | 599 15 | 98 | 119 | 140 | 200 | 302 | 598 | 598 16 | 96 | 118 | 139 | 199 | 301 | 596 | 596 17 | 95 | 116 | 137 | 197 | 300 | 595 | 595 18 | 94 | 115 | 136 | 196 | 298 | 594 | 594 19 | 92 | 114 | 135 | 195 | 297 | 592 | 592 20 | 91 | 112 | 133 | 193 | 296 | 591 | 591 21 | 89 | 111 | 132 | 192 | 294 | 590 | 590 22 | 88 | 109 | 130 | 190 | 293 | 588 | 588 23 | 86 | 108 | 129 | 189 | 291 | 586 | 586 24 | 85 | 106 | 127 | 187 | 289 | 585 | 585 25 | 83 | 104 | 125 | 186 | 288 | 583 | 583 26 | 81 | 103 | 124 | 184 | 286 | 581 | 581 27 | 80 | 101 | 122 | 182 | 284 | 580 | 580 28 | 78 | 99 | 120 | 181 | 283 | 578 | 578 29 | 77 | 98 | 119 | 179 | 281 | 577 | 577 30 | 75 | 96 | 117 | 177 | 279 | 575 | 575 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 | 12 | 25 | 48 | 117 | 229 | 525 | 1 281 2 | 15 | 27 | 51 | 120 | 232 | 528 | 1 029 3 | 18 | 32 | 54 | 116 | 231 | 526 | 836 4 | 21 | 36 | 58 | 120 | 231 | 527 | 691 5 | 23 | 39 | 64 | 124 | 232 | 528 | 579 6 | 25 | 42 | 68 | 129 | 233 | 528 | 528 7 | 26 | 44 | 70 | 132 | 233 | 528 | 528 8 | 26 | 45 | 70 | 131 | 233 | 528 | 528 9 | 26 | 46 | 70 | 131 | 233 | 528 | 528 10 | 27 | 47 | 70 | 131 | 233 | 528 | 528 11 | 27 | 48 | 70 | 131 | 233 | 528 | 528 12 | 27 | 48 | 70 | 130 | 232 | 528 | 528 13 | 27 | 48 | 70 | 130 | 232 | 527 | 527 14 | 27 | 48 | 69 | 129 | 231 | 527 | 527 15 | 26 | 47 | 68 | 128 | 231 | 526 | 526 16 | 25 | 47 | 68 | 128 | 230 | 525 | 525 17 | 25 | 46 | 67 | 127 | 230 | 525 | 525 18 | 25 | 46 | 67 | 127 | 229 | 525 | 525 19 | 25 | 46 | 67 | 127 | 229 | 525 | 525 20 | 25 | 46 | 67 | 127 | 229 | 525 | 525 21 | 25 | 46 | 67 | 127 | 229 | 525 | 525 22 | 25 | 46 | 67 | 127 | 229 | 525 | 525 23 | 25 | 46 | 67 | 127 | 229 | 525 | 525 24 | 25 | 46 | 67 | 127 | 229 | 525 | 525 25 | 25 | 46 | 67 | 127 | 229 | 525 | 525 26 | 24 | 46 | 67 | 127 | 229 | 524 | 524 27 | 24 | 46 | 66 | 127 | 229 | 524 | 524 28 | 24 | 45 | 66 | 126 | 228 | 524 | 524 29 | 24 | 45 | 66 | 126 | 228 | 524 | 524 30 | 23 | 45 | 66 | 126 | 228 | 524 | 524 2.19. Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 95 | 108 | 131 | 200 | 312 | 608 | 1 349 2 | 96 | 109 | 132 | 201 | 313 | 609 | 1 087 3 | 97 | 111 | 134 | 196 | 310 | 606 | 886 4 | 99 | 114 | 137 | 198 | 310 | 605 | 733 5 | 100 | 117 | 142 | 202 | 310 | 605 | 616 6 | 101 | 118 | 145 | 206 | 309 | 605 | 605 7 | 102 | 120 | 146 | 208 | 309 | 604 | 604 8 | 102 | 121 | 146 | 207 | 309 | 604 | 604 9 | 101 | 121 | 145 | 206 | 308 | 604 | 604 10 | 100 | 121 | 144 | 204 | 307 | 602 | 602 11 | 99 | 120 | 143 | 203 | 305 | 601 | 601 12 | 98 | 119 | 141 | 201 | 303 | 599 | 599 13 | 97 | 118 | 139 | 200 | 302 | 597 | 597 14 | 95 | 117 | 138 | 198 | 300 | 595 | 595 15 | 94 | 115 | 136 | 196 | 298 | 594 | 594 16 | 92 | 113 | 134 | 194 | 296 | 592 | 592 17 | 90 | 112 | 133 | 193 | 295 | 590 | 590 18 | 89 | 110 | 131 | 191 | 293 | 589 | 589 19 | 87 | 109 | 130 | 190 | 292 | 588 | 588 20 | 86 | 108 | 129 | 189 | 291 | 587 | 587 21 | 85 | 107 | 128 | 188 | 290 | 585 | 585 22 | 84 | 106 | 127 | 187 | 289 | 584 | 584 23 | 83 | 104 | 125 | 185 | 288 | 583 | 583 24 | 82 | 103 | 124 | 184 | 286 | 582 | 582 25 | 80 | 102 | 123 | 183 | 285 | 581 | 581 26 | 79 | 101 | 122 | 182 | 284 | 579 | 579 27 | 78 | 99 | 120 | 181 | 283 | 578 | 578 28 | 77 | 98 | 119 | 179 | 281 | 577 | 577 29 | 76 | 97 | 118 | 178 | 280 | 576 | 576 30 | 75 | 96 | 117 | 177 | 279 | 575 | 575 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 | 314 | 327 | 350 | 419 | 531 | 827 | 1 420 2 | 86 | 99 | 122 | 191 | 304 | 599 | 1 138 3 | 90 | 104 | 126 | 188 | 303 | 598 | 922 4 | 93 | 108 | 131 | 192 | 304 | 599 | 760 5 | 95 | 112 | 137 | 197 | 305 | 600 | 637 6 | 97 | 114 | 141 | 202 | 305 | 601 | 601 7 | 99 | 117 | 143 | 205 | 306 | 601 | 601 8 | 99 | 118 | 143 | 205 | 306 | 602 | 602 9 | 100 | 119 | 144 | 204 | 307 | 602 | 602 10 | 100 | 120 | 144 | 204 | 306 | 602 | 602 11 | 101 | 121 | 144 | 204 | 306 | 602 | 602 12 | 101 | 122 | 144 | 204 | 306 | 602 | 602 13 | 102 | 123 | 145 | 205 | 307 | 602 | 602 14 | 103 | 124 | 145 | 205 | 307 | 603 | 603 15 | 103 | 125 | 146 | 206 | 308 | 604 | 604 16 | 104 | 126 | 147 | 207 | 309 | 604 | 604 17 | 105 | 127 | 148 | 208 | 310 | 605 | 605 18 | 106 | 128 | 149 | 209 | 311 | 606 | 606 19 | 107 | 128 | 149 | 209 | 311 | 607 | 607 20 | 107 | 129 | 150 | 210 | 312 | 608 | 608 21 | 107 | 129 | 150 | 210 | 312 | 608 | 608 22 | 107 | 128 | 149 | 210 | 312 | 607 | 607 23 | 106 | 128 | 149 | 209 | 311 | 606 | 606 24 | 105 | 127 | 148 | 208 | 310 | 606 | 606 25 | 104 | 126 | 147 | 207 | 309 | 604 | 604 26 | 103 | 124 | 145 | 205 | 308 | 603 | 603 27 | 102 | 123 | 144 | 204 | 306 | 602 | 602 28 | 100 | 122 | 143 | 203 | 305 | 600 | 600 29 | 99 | 120 | 141 | 201 | 303 | 599 | 599 30 | 97 | 119 | 140 | 200 | 302 | 597 | 597 2.21. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 35 | 104 | 217 | 512 | 1 241 2 | 1 | 12 | 35 | 104 | 217 | 512 | 994 3 | 2 | 14 | 36 | 98 | 213 | 508 | 808 4 | 2 | 16 | 38 | 100 | 211 | 507 | 668 5 | 4 | 17 | 42 | 102 | 210 | 506 | 560 6 | 4 | 19 | 45 | 106 | 209 | 505 | 505 7 | 5 | 20 | 46 | 108 | 209 | 504 | 504 8 | 7 | 20 | 45 | 106 | 208 | 504 | 504 9 | 7 | 20 | 44 | 105 | 207 | 503 | 503 10 | 8 | 21 | 44 | 104 | 206 | 502 | 502 11 | 9 | 21 | 44 | 104 | 206 | 502 | 502 12 | 9 | 22 | 44 | 104 | 206 | 502 | 502 13 | 10 | 23 | 44 | 104 | 206 | 502 | 502 14 | 11 | 23 | 44 | 105 | 207 | 502 | 502 15 | 12 | 24 | 45 | 105 | 207 | 503 | 503 16 | 13 | 24 | 45 | 105 | 207 | 503 | 503 17 | 13 | 24 | 45 | 106 | 208 | 503 | 503 18 | 14 | 25 | 46 | 106 | 208 | 504 | 504 19 | 15 | 26 | 47 | 107 | 209 | 504 | 504 20 | 15 | 27 | 48 | 108 | 210 | 505 | 505 21 | 17 | 27 | 48 | 109 | 211 | 506 | 506 22 | 17 | 28 | 49 | 109 | 211 | 507 | 507 23 | 18 | 29 | 50 | 110 | 212 | 507 | 507 24 | 18 | 29 | 50 | 110 | 212 | 508 | 508 25 | 19 | 29 | 50 | 111 | 213 | 508 | 508 26 | 20 | 30 | 51 | 111 | 213 | 508 | 508 27 | 20 | 30 | 51 | 111 | 213 | 509 | 509 28 | 21 | 30 | 51 | 111 | 213 | 509 | 509 29 | 22 | 31 | 51 | 112 | 214 | 509 | 509 30 | 23 | 31 | 52 | 112 | 214 | 509 | 509 2.22. New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 51 | 64 | 87 | 156 | 269 | 564 | 1301 2 | 52 | 65 | 88 | 157 | 270 | 565 | 1 045 3 | 53 | 67 | 89 | 151 | 266 | 561 | 849 4 | 54 | 69 | 91 | 153 | 264 | 560 | 701 5 | 54 | 71 | 95 | 156 | 263 | 559 | 588 6 | 55 | 72 | 98 | 160 | 263 | 559 | 559 7 | 55 | 73 | 99 | 161 | 262 | 557 | 557 8 | 54 | 73 | 99 | 160 | 261 | 557 | 557 9 | 54 | 74 | 98 | 158 | 261 | 556 | 556 10 | 53 | 73 | 97 | 157 | 259 | 555 | 555 11 | 53 | 73 | 96 | 156 | 258 | 554 | 554 12 | 52 | 73 | 94 | 155 | 257 | 552 | 552 13 | 51 | 72 | 93 | 153 | 255 | 551 | 551 14 | 49 | 71 | 92 | 152 | 254 | 550 | 550 15 | 48 | 70 | 91 | 151 | 253 | 548 | 548 16 | 47 | 68 | 89 | 149 | 251 | 547 | 547 17 | 46 | 67 | 88 | 148 | 250 | 546 | 546 18 | 45 | 66 | 87 | 147 | 249 | 545 | 545 19 | 44 | 66 | 87 | 147 | 249 | 544 | 544 20 | 44 | 65 | 86 | 146 | 248 | 544 | 544 21 | 43 | 65 | 86 | 146 | 248 | 543 | 543 22 | 43 | 64 | 85 | 145 | 247 | 543 | 543 23 | 42 | 63 | 84 | 144 | 246 | 542 | 542 24 | 41 | 63 | 84 | 144 | 246 | 541 | 541 25 | 41 | 62 | 83 | 143 | 245 | 541 | 541 26 | 40 | 61 | 82 | 142 | 244 | 540 | 540 27 | 39 | 61 | 82 | 142 | 244 | 539 | 539 28 | 38 | 60 | 81 | 141 | 243 | 539 | 539 29 | 38 | 59 | 80 | 140 | 242 | 538 | 538 30 | 37 | 59 | 80 | 140 | 242 | 537 | 537 2.23. Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 114 | 127 | 150 | 219 | 332 | 627 | 1 353 2 | 116 | 129 | 152 | 221 | 333 | 629 | 1 096 3 | 119 | 133 | 155 | 217 | 331 | 627 | 895 4 | 121 | 136 | 159 | 220 | 332 | 627 | 742 5 | 123 | 139 | 164 | 224 | 332 | 628 | 628 6 | 125 | 142 | 168 | 229 | 333 | 628 | 628 7 | 126 | 144 | 170 | 232 | 333 | 628 | 628 8 | 126 | 144 | 170 | 231 | 332 | 628 | 628 9 | 125 | 145 | 169 | 230 | 332 | 628 | 628 10 | 125 | 146 | 169 | 229 | 331 | 627 | 627 11 | 125 | 146 | 168 | 229 | 331 | 626 | 626 12 | 124 | 145 | 167 | 227 | 329 | 625 | 625 13 | 123 | 144 | 165 | 226 | 328 | 623 | 623 14 | 121 | 143 | 164 | 224 | 326 | 622 | 622 15 | 120 | 141 | 162 | 222 | 324 | 620 | 620 16 | 117 | 139 | 160 | 220 | 322 | 617 | 617 17 | 115 | 137 | 158 | 218 | 320 | 616 | 616 18 | 113 | 135 | 156 | 216 | 318 | 614 | 614 19 | 112 | 133 | 154 | 214 | 316 | 612 | 612 20 | 110 | 131 | 152 | 212 | 314 | 610 | 610 21 | 108 | 130 | 151 | 211 | 313 | 608 | 608 22 | 106 | 128 | 149 | 209 | 311 | 607 | 607 23 | 105 | 126 | 147 | 207 | 309 | 605 | 605 24 | 103 | 124 | 145 | 205 | 307 | 603 | 603 25 | 101 | 122 | 143 | 203 | 305 | 601 | 601 26 | 99 | 120 | 141 | 201 | 304 | 599 | 599 27 | 97 | 119 | 140 | 200 | 302 | 597 | 597 28 | 95 | 117 | 138 | 198 | 300 | 596 | 596 29 | 94 | 115 | 136 | 196 | 298 | 594 | 594 30 | 92 | 114 | 134 | 195 | 297 | 592 | 592 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 | 167 | 180 | 203 | 272 | 384 | 680 | 1 494 2 | 176 | 189 | 212 | 281 | 394 | 689 | 1 187 3 | 182 | 196 | 218 | 280 | 395 | 690 | 963 4 | 185 | 200 | 222 | 284 | 395 | 691 | 795 5 | 187 | 203 | 228 | 288 | 396 | 691 | 691 6 | 187 | 204 | 230 | 292 | 395 | 690 | 690 7 | 187 | 205 | 231 | 293 | 394 | 689 | 689 8 | 186 | 205 | 230 | 291 | 393 | 688 | 688 9 | 185 | 204 | 229 | 289 | 391 | 687 | 687 10 | 184 | 204 | 228 | 288 | 390 | 686 | 686 11 | 183 | 204 | 226 | 287 | 389 | 684 | 684 12 | 181 | 202 | 224 | 284 | 386 | 682 | 682 13 | 179 | 200 | 222 | 282 | 384 | 679 | 679 14 | 176 | 198 | 219 | 279 | 381 | 676 | 676 15 | 173 | 195 | 216 | 276 | 378 | 673 | 673 16 | 170 | 192 | 213 | 273 | 375 | 671 | 671 17 | 167 | 189 | 210 | 270 | 372 | 668 | 668 18 | 164 | 186 | 207 | 267 | 369 | 665 | 665 19 | 162 | 183 | 204 | 264 | 366 | 662 | 662 20 | 159 | 180 | 201 | 261 | 363 | 659 | 659 21 | 156 | 177 | 198 | 258 | 360 | 656 | 656 22 | 153 | 174 | 195 | 255 | 357 | 653 | 653 23 | 150 | 171 | 192 | 252 | 354 | 650 | 650 24 | 146 | 168 | 189 | 249 | 351 | 647 | 647 25 | 143 | 165 | 186 | 246 | 348 | 644 | 644 26 | 140 | 162 | 183 | 243 | 345 | 641 | 641 27 | 138 | 159 | 180 | 240 | 342 | 638 | 638 28 | 135 | 156 | 177 | 237 | 339 | 635 | 635 29 | 132 | 153 | 174 | 234 | 336 | 632 | 632 30 | 129 | 151 | 172 | 232 | 334 | 629 | 629 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 | 33 | 45 | 68 | 138 | 250 | 546 | 1 267 2 | 33 | 46 | 69 | 138 | 251 | 546 | 1 017 3 | 35 | 49 | 71 | 133 | 247 | 543 | 827 4 | 36 | 51 | 73 | 135 | 246 | 542 | 684 5 | 37 | 53 | 78 | 138 | 246 | 541 | 574 6 | 37 | 54 | 80 | 142 | 245 | 541 | 541 7 | 37 | 56 | 82 | 144 | 244 | 540 | 540 8 | 36 | 55 | 80 | 142 | 243 | 539 | 539 9 | 36 | 55 | 80 | 140 | 242 | 538 | 538 10 | 36 | 56 | 79 | 139 | 242 | 537 | 537 11 | 36 | 56 | 79 | 139 | 241 | 537 | 537 12 | 35 | 56 | 78 | 138 | 240 | 536 | 536 13 | 35 | 56 | 78 | 138 | 240 | 536 | 536 14 | 35 | 56 | 77 | 137 | 240 | 535 | 535 15 | 35 | 56 | 77 | 137 | 239 | 535 | 535 16 | 35 | 56 | 77 | 137 | 239 | 535 | 535 17 | 35 | 56 | 77 | 137 | 239 | 535 | 535 18 | 35 | 56 | 77 | 137 | 239 | 535 | 535 19 | 35 | 56 | 77 | 137 | 239 | 535 | 535 20 | 35 | 56 | 77 | 137 | 239 | 535 | 535 21 | 35 | 56 | 77 | 137 | 239 | 535 | 535 22 | 35 | 56 | 77 | 137 | 239 | 535 | 535 23 | 35 | 56 | 77 | 137 | 239 | 535 | 535 24 | 34 | 56 | 77 | 137 | 239 | 535 | 535 25 | 34 | 55 | 76 | 137 | 239 | 534 | 534 26 | 34 | 55 | 76 | 136 | 238 | 534 | 534 27 | 33 | 55 | 76 | 136 | 238 | 534 | 534 28 | 33 | 54 | 75 | 136 | 238 | 533 | 533 29 | 33 | 54 | 75 | 135 | 237 | 533 | 533 30 | 32 | 54 | 75 | 135 | 237 | 532 | 532 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 | 30 | 43 | 66 | 135 | 247 | 543 | 1 284 2 | 31 | 44 | 67 | 136 | 249 | 544 | 1 033 3 | 34 | 48 | 70 | 132 | 247 | 542 | 842 4 | 36 | 51 | 74 | 136 | 247 | 543 | 697 5 | 39 | 55 | 80 | 140 | 248 | 543 | 586 6 | 40 | 57 | 83 | 145 | 248 | 544 | 544 7 | 42 | 60 | 86 | 148 | 248 | 544 | 544 8 | 42 | 61 | 86 | 147 | 249 | 544 | 544 9 | 42 | 62 | 86 | 146 | 249 | 544 | 544 10 | 43 | 63 | 87 | 147 | 249 | 545 | 545 11 | 44 | 65 | 87 | 147 | 250 | 545 | 545 12 | 45 | 66 | 87 | 148 | 250 | 545 | 545 13 | 45 | 66 | 87 | 148 | 250 | 545 | 545 14 | 45 | 66 | 87 | 148 | 250 | 545 | 545 15 | 45 | 66 | 87 | 147 | 250 | 545 | 545 16 | 45 | 66 | 87 | 147 | 249 | 545 | 545 17 | 45 | 66 | 87 | 147 | 249 | 545 | 545 18 | 45 | 66 | 87 | 147 | 249 | 545 | 545 19 | 45 | 66 | 87 | 148 | 250 | 545 | 545 20 | 45 | 67 | 88 | 148 | 250 | 545 | 545 21 | 45 | 67 | 88 | 148 | 250 | 546 | 546 22 | 45 | 67 | 88 | 148 | 250 | 545 | 545 23 | 45 | 66 | 87 | 148 | 250 | 545 | 545 24 | 45 | 66 | 87 | 147 | 249 | 545 | 545 25 | 44 | 66 | 87 | 147 | 249 | 544 | 544 26 | 44 | 65 | 86 | 146 | 248 | 544 | 544 27 | 43 | 65 | 85 | 146 | 248 | 543 | 543 28 | 43 | 64 | 85 | 145 | 247 | 543 | 543 29 | 42 | 63 | 84 | 144 | 246 | 542 | 542 30 | 41 | 63 | 84 | 144 | 246 | 541 | 541 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 | 127 | 140 | 163 | 232 | 345 | 640 | 1 450 2 | 126 | 139 | 162 | 231 | 343 | 639 | 1 143 3 | 126 | 140 | 162 | 224 | 339 | 634 | 922 4 | 127 | 142 | 164 | 226 | 337 | 633 | 759 5 | 127 | 143 | 168 | 228 | 336 | 632 | 635 6 | 127 | 144 | 170 | 232 | 335 | 630 | 630 7 | 127 | 145 | 171 | 233 | 334 | 629 | 629 8 | 126 | 145 | 170 | 231 | 333 | 629 | 629 9 | 125 | 145 | 169 | 230 | 332 | 627 | 627 10 | 125 | 145 | 169 | 229 | 331 | 627 | 627 11 | 125 | 146 | 168 | 229 | 331 | 626 | 626 12 | 124 | 145 | 167 | 227 | 329 | 625 | 625 13 | 123 | 145 | 166 | 226 | 328 | 624 | 624 14 | 122 | 144 | 165 | 225 | 327 | 623 | 623 15 | 120 | 142 | 163 | 223 | 325 | 621 | 621 16 | 118 | 140 | 161 | 221 | 323 | 619 | 619 17 | 116 | 137 | 158 | 218 | 320 | 616 | 616 18 | 114 | 135 | 156 | 216 | 318 | 614 | 614 19 | 112 | 133 | 154 | 214 | 316 | 612 | 612 20 | 110 | 131 | 152 | 212 | 314 | 610 | 610 21 | 107 | 129 | 150 | 210 | 312 | 608 | 608 22 | 105 | 127 | 148 | 208 | 310 | 605 | 605 23 | 103 | 124 | 145 | 206 | 308 | 603 | 603 24 | 101 | 122 | 143 | 203 | 305 | 601 | 601 25 | 99 | 120 | 141 | 201 | 303 | 599 | 599 26 | 96 | 118 | 139 | 199 | 301 | 597 | 597 27 | 94 | 116 | 137 | 197 | 299 | 595 | 595 28 | 92 | 114 | 135 | 195 | 297 | 592 | 592 29 | 90 | 112 | 133 | 193 | 295 | 590 | 590 30 | 88 | 110 | 131 | 191 | 293 | 589 | 589 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 | 1 | 14 | 37 | 106 | 218 | 514 | 1 277 2 | 3 | 15 | 39 | 108 | 220 | 516 | 1 025 3 | 5 | 19 | 41 | 103 | 218 | 513 | 834 4 | 7 | 22 | 45 | 107 | 218 | 514 | 689 5 | 10 | 26 | 51 | 111 | 219 | 514 | 578 6 | 11 | 28 | 54 | 116 | 219 | 515 | 515 7 | 13 | 31 | 57 | 119 | 219 | 515 | 515 8 | 13 | 31 | 57 | 118 | 219 | 515 | 515 9 | 13 | 32 | 56 | 117 | 219 | 515 | 515 10 | 13 | 33 | 57 | 117 | 219 | 515 | 515 11 | 13 | 34 | 57 | 117 | 219 | 514 | 514 12 | 13 | 34 | 56 | 116 | 219 | 514 | 514 13 | 13 | 35 | 56 | 116 | 218 | 514 | 514 14 | 13 | 35 | 56 | 116 | 218 | 514 | 514 15 | 13 | 35 | 56 | 116 | 218 | 513 | 513 16 | 13 | 34 | 55 | 115 | 217 | 513 | 513 17 | 14 | 34 | 55 | 115 | 218 | 513 | 513 18 | 14 | 34 | 55 | 116 | 218 | 513 | 513 19 | 15 | 35 | 56 | 116 | 218 | 513 | 513 20 | 16 | 35 | 56 | 116 | 218 | 514 | 514 21 | 17 | 35 | 56 | 117 | 219 | 514 | 514 22 | 18 | 36 | 57 | 117 | 219 | 515 | 515 23 | 18 | 36 | 57 | 117 | 219 | 515 | 515 24 | 19 | 36 | 57 | 117 | 219 | 515 | 515 25 | 19 | 36 | 57 | 117 | 219 | 515 | 515 26 | 20 | 36 | 57 | 117 | 219 | 515 | 515 27 | 20 | 36 | 57 | 118 | 220 | 515 | 515 28 | 22 | 36 | 57 | 118 | 220 | 515 | 515 29 | 22 | 36 | 57 | 118 | 220 | 515 | 515 30 | 23 | 37 | 57 | 118 | 220 | 515 | 515 2.29. South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 36 | 49 | 72 | 141 | 253 | 549 | 1 287 2 | 36 | 49 | 72 | 141 | 254 | 549 | 1 035 3 | 36 | 50 | 72 | 135 | 249 | 545 | 842 4 | 37 | 52 | 74 | 136 | 247 | 543 | 695 5 | 37 | 53 | 78 | 138 | 246 | 542 | 582 6 | 39 | 56 | 82 | 144 | 247 | 543 | 543 7 | 37 | 55 | 81 | 143 | 244 | 539 | 539 8 | 40 | 59 | 84 | 145 | 247 | 542 | 542 9 | 39 | 59 | 83 | 144 | 246 | 541 | 541 10 | 35 | 55 | 78 | 138 | 241 | 536 | 536 11 | 31 | 52 | 74 | 134 | 236 | 532 | 532 12 | 28 | 49 | 71 | 131 | 233 | 529 | 529 13 | 26 | 47 | 69 | 129 | 231 | 526 | 526 14 | 24 | 46 | 67 | 127 | 229 | 525 | 525 15 | 23 | 44 | 65 | 125 | 228 | 523 | 523 16 | 22 | 43 | 64 | 124 | 226 | 522 | 522 17 | 21 | 42 | 63 | 123 | 225 | 521 | 521 18 | 20 | 41 | 62 | 123 | 225 | 520 | 520 19 | 20 | 41 | 62 | 122 | 224 | 520 | 520 20 | 20 | 41 | 62 | 122 | 224 | 520 | 520 21 | 20 | 41 | 62 | 122 | 224 | 520 | 520 22 | 20 | 41 | 62 | 122 | 224 | 520 | 520 23 | 20 | 41 | 62 | 122 | 224 | 520 | 520 24 | 19 | 41 | 62 | 122 | 224 | 520 | 520 25 | 19 | 41 | 62 | 122 | 224 | 519 | 519 26 | 20 | 41 | 62 | 122 | 224 | 519 | 519 27 | 20 | 40 | 61 | 122 | 224 | 519 | 519 28 | 21 | 40 | 61 | 121 | 223 | 519 | 519 29 | 22 | 40 | 61 | 121 | 223 | 519 | 519 30 | 23 | 40 | 61 | 121 | 223 | 519 | 519 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 | 210 | 223 | 246 | 315 | 427 | 723 | 1702 2 | 207 | 220 | 243 | 312 | 424 | 720 | 1 397 3 | 204 | 218 | 240 | 302 | 416 | 712 | 1 150 4 | 200 | 215 | 238 | 300 | 411 | 706 | 952 5 | 197 | 213 | 238 | 298 | 406 | 701 | 794 6 | 193 | 210 | 236 | 298 | 401 | 697 | 697 7 | 190 | 208 | 234 | 296 | 396 | 692 | 692 8 | 185 | 204 | 229 | 290 | 392 | 688 | 688 9 | 181 | 200 | 225 | 285 | 388 | 683 | 683 10 | 177 | 197 | 221 | 281 | 383 | 679 | 679 11 | 173 | 194 | 217 | 277 | 379 | 675 | 675 12 | 170 | 191 | 213 | 273 | 375 | 670 | 670 13 | 166 | 187 | 208 | 269 | 371 | 666 | 666 14 | 162 | 183 | 204 | 265 | 367 | 662 | 662 15 | 158 | 180 | 201 | 261 | 363 | 659 | 659 16 | 155 | 176 | 197 | 257 | 359 | 655 | 655 17 | 151 | 173 | 194 | 254 | 356 | 652 | 652 18 | 148 | 170 | 191 | 251 | 353 | 648 | 648 19 | 145 | 167 | 188 | 248 | 350 | 645 | 645 20 | 142 | 164 | 185 | 245 | 347 | 643 | 643 21 | 139 | 161 | 182 | 242 | 344 | 640 | 640 22 | 137 | 158 | 179 | 239 | 341 | 637 | 637 23 | 134 | 155 | 176 | 236 | 338 | 634 | 634 24 | 131 | 152 | 173 | 233 | 335 | 631 | 631 25 | 128 | 149 | 170 | 231 | 333 | 628 | 628 26 | 125 | 147 | 168 | 228 | 330 | 626 | 626 27 | 123 | 144 | 165 | 225 | 327 | 623 | 623 28 | 120 | 142 | 163 | 223 | 325 | 620 | 620 29 | 118 | 139 | 160 | 220 | 322 | 618 | 618 30 | 116 | 137 | 158 | 218 | 320 | 616 | 616 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 | 25 | 48 | 101 | 234 | 530 | 1 289 2 | 8 | 25 | 48 | 101 | 234 | 530 | 1 033 3 | 10 | 28 | 50 | 97 | 232 | 528 | 838 4 | 12 | 32 | 54 | 95 | 232 | 528 | 691 5 | 16 | 38 | 59 | 98 | 233 | 529 | 579 6 | 18 | 42 | 63 | 95 | 234 | 529 | 529 7 | 19 | 44 | 63 | 89 | 234 | 530 | 530 8 | 18 | 43 | 62 | 89 | 234 | 530 | 530 9 | 19 | 45 | 64 | 93 | 234 | 530 | 530 10 | 21 | 48 | 67 | 96 | 234 | 530 | 530 11 | 23 | 50 | 68 | 99 | 234 | 530 | 530 12 | 24 | 52 | 69 | 100 | 234 | 530 | 530 13 | 26 | 54 | 70 | 100 | 234 | 530 | 530 14 | 26 | 54 | 71 | 100 | 234 | 530 | 530 15 | 26 | 55 | 71 | 100 | 234 | 530 | 530 16 | 26 | 55 | 71 | 100 | 234 | 529 | 529 17 | 26 | 55 | 71 | 100 | 234 | 529 | 529 18 | 26 | 55 | 71 | 100 | 234 | 529 | 529 19 | 26 | 55 | 71 | 100 | 234 | 530 | 530 20 | 26 | 55 | 71 | 100 | 234 | 530 | 530 21 | 26 | 55 | 71 | 100 | 234 | 530 | 530 22 | 26 | 55 | 71 | 100 | 234 | 530 | 530 23 | 26 | 55 | 71 | 100 | 234 | 530 | 530 24 | 26 | 55 | 71 | 100 | 234 | 530 | 530 25 | 26 | 55 | 71 | 100 | 234 | 530 | 530 26 | 26 | 55 | 71 | 100 | 234 | 529 | 529 27 | 26 | 55 | 71 | 100 | 233 | 529 | 529 28 | 26 | 55 | 71 | 100 | 233 | 529 | 529 29 | 26 | 55 | 71 | 100 | 233 | 528 | 528 30 | 26 | 55 | 71 | 100 | 232 | 528 | 528 2.32. Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 15 | 84 | 197 | 492 | 1 223 2 | 1 | 5 | 14 | 83 | 195 | 491 | 980 3 | 2 | 5 | 14 | 76 | 190 | 486 | 796 4 | 2 | 6 | 15 | 77 | 188 | 484 | 657 5 | 4 | 6 | 19 | 79 | 187 | 483 | 551 6 | 4 | 7 | 22 | 84 | 187 | 482 | 482 7 | 5 | 9 | 24 | 86 | 186 | 482 | 482 8 | 7 | 9 | 24 | 85 | 186 | 482 | 482 9 | 7 | 10 | 23 | 84 | 186 | 482 | 482 10 | 8 | 10 | 24 | 84 | 186 | 482 | 482 11 | 8 | 11 | 24 | 84 | 186 | 482 | 482 12 | 9 | 13 | 24 | 85 | 187 | 482 | 482 13 | 10 | 13 | 24 | 85 | 187 | 482 | 482 14 | 11 | 14 | 25 | 85 | 187 | 483 | 483 15 | 12 | 14 | 25 | 85 | 187 | 483 | 483 16 | 13 | 15 | 26 | 85 | 187 | 483 | 483 17 | 13 | 16 | 27 | 86 | 188 | 483 | 483 18 | 14 | 17 | 28 | 86 | 188 | 484 | 484 19 | 14 | 18 | 30 | 87 | 189 | 484 | 484 20 | 15 | 18 | 31 | 87 | 189 | 485 | 485 21 | 16 | 19 | 32 | 88 | 190 | 485 | 485 22 | 17 | 20 | 33 | 88 | 190 | 486 | 486 23 | 18 | 21 | 34 | 88 | 190 | 486 | 486 24 | 18 | 21 | 36 | 88 | 190 | 486 | 486 25 | 19 | 22 | 37 | 88 | 190 | 486 | 486 26 | 19 | 22 | 38 | 88 | 190 | 486 | 486 27 | 20 | 23 | 39 | 88 | 190 | 486 | 486 28 | 20 | 25 | 40 | 88 | 190 | 486 | 486 29 | 21 | 25 | 41 | 88 | 190 | 486 | 486 30 | 22 | 26 | 42 | 88 | 190 | 486 | 486 3\. Other exposures 3.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 21 | 42 | 159 | 297 | 3 056 2 | 2 | 14 | 21 | 42 | 159 | 340 | 2 295 3 | 2 | 15 | 23 | 47 | 154 | 355 | 1 739 4 | 2 | 16 | 26 | 50 | 152 | 356 | 1 347 5 | 3 | 18 | 29 | 52 | 152 | 348 | 1 070 6 | 4 | 20 | 31 | 55 | 152 | 335 | 869 7 | 6 | 22 | 33 | 57 | 152 | 320 | 719 8 | 6 | 23 | 34 | 60 | 152 | 303 | 605 9 | 6 | 24 | 36 | 63 | 152 | 286 | 516 10 | 6 | 25 | 37 | 65 | 152 | 269 | 444 11 | 7 | 25 | 38 | 66 | 152 | 253 | 386 12 | 7 | 26 | 38 | 66 | 152 | 245 | 338 13 | 7 | 26 | 38 | 66 | 152 | 245 | 298 14 | 7 | 26 | 38 | 66 | 152 | 245 | 264 15 | 7 | 26 | 40 | 66 | 152 | 245 | 245 16 | 7 | 26 | 42 | 66 | 152 | 245 | 245 17 | 7 | 26 | 44 | 66 | 152 | 245 | 245 18 | 7 | 26 | 47 | 66 | 152 | 245 | 245 19 | 7 | 26 | 50 | 66 | 152 | 245 | 245 20 | 7 | 26 | 51 | 66 | 152 | 245 | 245 21 | 7 | 26 | 54 | 66 | 152 | 245 | 245 22 | 8 | 26 | 57 | 66 | 152 | 245 | 245 23 | 8 | 26 | 59 | 66 | 152 | 245 | 245 24 | 9 | 26 | 62 | 66 | 152 | 245 | 245 25 | 10 | 26 | 63 | 66 | 152 | 245 | 245 26 | 10 | 26 | 66 | 67 | 152 | 245 | 245 27 | 11 | 26 | 68 | 69 | 152 | 245 | 245 28 | 11 | 26 | 71 | 71 | 152 | 245 | 245 29 | 11 | 26 | 73 | 73 | 152 | 245 | 245 30 | 12 | 26 | 76 | 75 | 152 | 245 | 245 3.2. Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 12 | 24 | 31 | 52 | 169 | 324 | 3 372 2 | 14 | 26 | 32 | 54 | 171 | 368 | 2511 3 | 14 | 27 | 35 | 58 | 166 | 382 | 1 889 4 | 13 | 27 | 37 | 62 | 163 | 380 | 1 454 5 | 14 | 29 | 40 | 63 | 163 | 369 | 1 148 6 | 14 | 30 | 41 | 66 | 162 | 354 | 929 7 | 15 | 32 | 43 | 67 | 161 | 337 | 766 8 | 15 | 32 | 43 | 69 | 160 | 319 | 643 9 | 14 | 32 | 44 | 71 | 160 | 300 | 547 10 | 14 | 33 | 45 | 73 | 159 | 282 | 470 11 | 14 | 33 | 45 | 73 | 159 | 265 | 408 12 | 13 | 32 | 45 | 72 | 158 | 252 | 357 13 | 13 | 32 | 44 | 72 | 158 | 251 | 314 14 | 12 | 31 | 44 | 71 | 157 | 251 | 278 15 | 12 | 31 | 43 | 71 | 157 | 250 | 250 16 | 12 | 30 | 44 | 70 | 156 | 250 | 250 17 | 11 | 30 | 47 | 70 | 156 | 250 | 250 18 | 11 | 30 | 49 | 70 | 156 | 249 | 249 19 | 11 | 30 | 51 | 70 | 156 | 250 | 250 20 | 12 | 31 | 54 | 71 | 157 | 250 | 250 21 | 12 | 31 | 57 | 71 | 157 | 250 | 250 22 | 12 | 31 | 59 | 71 | 157 | 250 | 250 23 | 12 | 31 | 61 | 71 | 157 | 250 | 250 24 | 12 | 31 | 63 | 71 | 157 | 250 | 250 25 | 12 | 31 | 66 | 71 | 157 | 250 | 250 26 | 12 | 31 | 68 | 71 | 157 | 250 | 250 27 | 12 | 31 | 71 | 72 | 157 | 250 | 250 28 | 12 | 31 | 73 | 74 | 157 | 250 | 250 29 | 12 | 31 | 77 | 76 | 157 | 250 | 250 30 | 12 | 31 | 79 | 78 | 157 | 250 | 250 3.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 20 | 42 | 159 | 296 | 3 056 2 | 2 | 14 | 20 | 42 | 159 | 340 | 2 294 3 | 2 | 14 | 23 | 46 | 154 | 355 | 1 738 4 | 2 | 15 | 26 | 50 | 151 | 356 | 1 347 5 | 3 | 17 | 29 | 52 | 151 | 348 | 1 069 6 | 4 | 20 | 31 | 55 | 151 | 335 | 869 7 | 5 | 22 | 33 | 57 | 151 | 319 | 719 8 | 6 | 23 | 34 | 60 | 151 | 303 | 605 9 | 6 | 24 | 36 | 63 | 151 | 286 | 515 10 | 6 | 25 | 37 | 65 | 151 | 269 | 444 11 | 7 | 25 | 38 | 65 | 151 | 253 | 386 12 | 7 | 25 | 38 | 66 | 151 | 245 | 338 13 | 7 | 26 | 38 | 66 | 151 | 245 | 298 14 | 7 | 26 | 38 | 66 | 151 | 245 | 264 15 | 7 | 26 | 40 | 66 | 151 | 245 | 245 16 | 7 | 26 | 42 | 66 | 151 | 245 | 245 17 | 7 | 26 | 44 | 66 | 151 | 245 | 245 18 | 7 | 26 | 47 | 66 | 151 | 245 | 245 19 | 7 | 26 | 50 | 66 | 151 | 245 | 245 20 | 7 | 26 | 51 | 66 | 151 | 245 | 245 21 | 7 | 26 | 54 | 66 | 151 | 245 | 245 22 | 8 | 26 | 57 | 66 | 151 | 245 | 245 23 | 8 | 26 | 59 | 66 | 151 | 245 | 245 24 | 8 | 26 | 62 | 66 | 151 | 245 | 245 25 | 10 | 26 | 63 | 66 | 151 | 245 | 245 26 | 10 | 26 | 66 | 67 | 151 | 245 | 245 27 | 11 | 26 | 68 | 69 | 151 | 245 | 245 28 | 11 | 26 | 71 | 71 | 151 | 245 | 245 29 | 11 | 26 | 73 | 73 | 151 | 245 | 245 30 | 12 | 26 | 76 | 75 | 151 | 245 | 245 3.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 73 | 85 | 91 | 112 | 230 | 326 | 3 386 2 | 70 | 82 | 88 | 109 | 227 | 373 | 2 546 3 | 72 | 85 | 93 | 117 | 224 | 391 | 1 933 4 | 70 | 84 | 94 | 119 | 220 | 392 | 1 498 5 | 69 | 84 | 96 | 119 | 218 | 384 | 1 189 6 | 69 | 85 | 96 | 121 | 217 | 369 | 964 7 | 69 | 86 | 96 | 121 | 215 | 352 | 797 8 | 68 | 86 | 97 | 122 | 214 | 333 | 669 9 | 68 | 86 | 97 | 124 | 213 | 314 | 569 10 | 65 | 83 | 96 | 123 | 210 | 303 | 489 11 | 63 | 81 | 94 | 122 | 208 | 301 | 424 12 | 62 | 80 | 93 | 121 | 206 | 300 | 371 13 | 61 | 80 | 92 | 120 | 206 | 299 | 326 14 | 61 | 79 | 92 | 120 | 205 | 299 | 299 15 | 60 | 79 | 92 | 119 | 205 | 299 | 299 16 | 60 | 79 | 91 | 119 | 205 | 298 | 298 17 | 60 | 78 | 91 | 118 | 204 | 298 | 298 18 | 59 | 78 | 90 | 118 | 204 | 297 | 297 19 | 58 | 77 | 90 | 117 | 203 | 297 | 297 20 | 58 | 77 | 89 | 117 | 203 | 296 | 296 21 | 57 | 76 | 88 | 116 | 202 | 295 | 295 22 | 56 | 75 | 88 | 115 | 201 | 295 | 295 23 | 56 | 74 | 87 | 114 | 200 | 294 | 294 24 | 55 | 73 | 86 | 113 | 199 | 293 | 293 25 | 54 | 72 | 85 | 112 | 198 | 292 | 292 26 | 53 | 71 | 84 | 111 | 197 | 291 | 291 27 | 52 | 70 | 83 | 110 | 196 | 290 | 290 28 | 50 | 69 | 82 | 109 | 195 | 289 | 289 29 | 49 | 68 | 81 | 108 | 194 | 288 | 288 30 | 48 | 67 | 82 | 107 | 193 | 287 | 287 3.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 18 | 25 | 46 | 163 | 304 | 3 138 2 | 8 | 20 | 26 | 47 | 165 | 346 | 2 344 3 | 8 | 21 | 30 | 53 | 161 | 361 | 1 773 4 | 9 | 23 | 33 | 57 | 159 | 362 | 1 373 5 | 10 | 25 | 36 | 60 | 159 | 353 | 1 089 6 | 12 | 27 | 39 | 63 | 159 | 340 | 884 7 | 13 | 30 | 40 | 65 | 159 | 324 | 731 8 | 12 | 30 | 41 | 67 | 158 | 307 | 614 9 | 12 | 30 | 42 | 69 | 158 | 289 | 523 10 | 12 | 31 | 43 | 71 | 158 | 272 | 450 11 | 13 | 31 | 44 | 71 | 157 | 256 | 391 12 | 13 | 31 | 44 | 72 | 157 | 251 | 342 13 | 13 | 31 | 44 | 72 | 157 | 251 | 302 14 | 13 | 32 | 44 | 72 | 157 | 251 | 267 15 | 13 | 32 | 44 | 72 | 158 | 251 | 251 16 | 13 | 31 | 44 | 72 | 157 | 251 | 251 17 | 13 | 32 | 45 | 72 | 158 | 251 | 251 18 | 13 | 32 | 47 | 72 | 158 | 251 | 251 19 | 13 | 32 | 50 | 72 | 158 | 251 | 251 20 | 14 | 33 | 53 | 73 | 159 | 252 | 252 21 | 14 | 33 | 55 | 73 | 159 | 252 | 252 22 | 14 | 33 | 57 | 73 | 159 | 253 | 253 23 | 15 | 33 | 59 | 73 | 159 | 253 | 253 24 | 15 | 33 | 62 | 74 | 159 | 253 | 253 25 | 15 | 33 | 65 | 74 | 159 | 253 | 253 26 | 15 | 33 | 67 | 73 | 159 | 253 | 253 27 | 14 | 33 | 69 | 73 | 159 | 253 | 253 28 | 14 | 33 | 72 | 73 | 159 | 252 | 252 29 | 14 | 33 | 74 | 75 | 159 | 252 | 252 30 | 14 | 33 | 77 | 76 | 159 | 252 | 252 3.6. Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 54 | 60 | 82 | 199 | 296 | 3 056 2 | 46 | 58 | 64 | 85 | 203 | 340 | 2 299 3 | 49 | 62 | 70 | 94 | 201 | 357 | 1 748 4 | 51 | 65 | 75 | 100 | 201 | 359 | 1 359 5 | 53 | 68 | 79 | 103 | 202 | 352 | 1 082 6 | 55 | 71 | 82 | 106 | 202 | 340 | 881 7 | 56 | 73 | 83 | 108 | 202 | 325 | 731 8 | 55 | 73 | 84 | 109 | 201 | 309 | 617 9 | 55 | 73 | 84 | 111 | 200 | 294 | 527 10 | 54 | 72 | 85 | 112 | 199 | 292 | 455 11 | 53 | 72 | 84 | 112 | 198 | 291 | 396 12 | 52 | 70 | 83 | 111 | 196 | 290 | 347 13 | 51 | 69 | 82 | 110 | 195 | 289 | 306 14 | 50 | 68 | 81 | 108 | 194 | 288 | 288 15 | 49 | 67 | 80 | 108 | 193 | 287 | 287 16 | 48 | 67 | 79 | 107 | 193 | 286 | 286 17 | 47 | 66 | 78 | 106 | 192 | 285 | 285 18 | 47 | 65 | 78 | 106 | 191 | 285 | 285 19 | 46 | 65 | 77 | 105 | 191 | 284 | 284 20 | 46 | 64 | 77 | 105 | 190 | 284 | 284 21 | 45 | 64 | 76 | 104 | 190 | 283 | 283 22 | 44 | 63 | 76 | 103 | 189 | 283 | 283 23 | 44 | 62 | 75 | 103 | 188 | 282 | 282 24 | 43 | 62 | 74 | 102 | 188 | 281 | 281 25 | 42 | 61 | 73 | 101 | 187 | 280 | 280 26 | 41 | 60 | 72 | 100 | 186 | 279 | 279 27 | 40 | 59 | 72 | 99 | 185 | 279 | 279 28 | 40 | 58 | 73 | 99 | 184 | 278 | 278 29 | 39 | 58 | 76 | 98 | 184 | 277 | 277 30 | 38 | 57 | 78 | 97 | 183 | 276 | 276 3.7. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 20 | 41 | 158 | 296 | 3 054 2 | 1 | 13 | 20 | 41 | 158 | 339 | 2 293 3 | 1 | 14 | 22 | 46 | 153 | 355 | 1 737 4 | 1 | 15 | 25 | 49 | 151 | 356 | 1 346 5 | 2 | 17 | 28 | 51 | 151 | 348 | 1 069 6 | 3 | 19 | 30 | 54 | 151 | 335 | 868 7 | 5 | 22 | 32 | 57 | 151 | 319 | 719 8 | 5 | 22 | 33 | 59 | 151 | 303 | 604 9 | 5 | 23 | 35 | 62 | 151 | 286 | 515 10 | 6 | 24 | 36 | 64 | 151 | 269 | 444 11 | 6 | 25 | 37 | 65 | 151 | 253 | 386 12 | 6 | 25 | 37 | 65 | 151 | 244 | 338 13 | 6 | 25 | 37 | 65 | 151 | 244 | 298 14 | 6 | 25 | 37 | 65 | 151 | 244 | 264 15 | 6 | 25 | 40 | 65 | 151 | 244 | 244 16 | 6 | 25 | 42 | 65 | 151 | 244 | 244 17 | 6 | 25 | 44 | 65 | 151 | 244 | 244 18 | 6 | 25 | 47 | 65 | 151 | 244 | 244 19 | 7 | 25 | 50 | 65 | 151 | 244 | 244 20 | 7 | 25 | 51 | 65 | 151 | 244 | 244 21 | 7 | 25 | 54 | 65 | 151 | 244 | 244 22 | 8 | 25 | 57 | 65 | 151 | 244 | 244 23 | 8 | 25 | 59 | 65 | 151 | 244 | 244 24 | 8 | 25 | 61 | 65 | 151 | 244 | 244 25 | 10 | 25 | 63 | 65 | 151 | 244 | 244 26 | 10 | 25 | 66 | 67 | 151 | 244 | 244 27 | 11 | 25 | 68 | 69 | 151 | 244 | 244 28 | 11 | 25 | 71 | 71 | 151 | 244 | 244 29 | 11 | 25 | 73 | 73 | 151 | 244 | 244 30 | 12 | 26 | 76 | 75 | 151 | 244 | 244 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 | 44 | 177 | 304 | 3 145 2 | 0 | 11 | 22 | 44 | 177 | 347 | 2 352 3 | 1 | 11 | 23 | 49 | 172 | 362 | 1 777 4 | 1 | 13 | 26 | 54 | 169 | 362 | 1 374 5 | 1 | 16 | 28 | 58 | 168 | 353 | 1 089 6 | 2 | 18 | 32 | 59 | 167 | 339 | 883 7 | 3 | 21 | 36 | 59 | 166 | 323 | 730 8 | 6 | 24 | 37 | 59 | 164 | 306 | 613 9 | 8 | 30 | 41 | 58 | 164 | 288 | 522 10 | 11 | 34 | 42 | 57 | 163 | 271 | 449 11 | 10 | 33 | 41 | 57 | 162 | 255 | 390 12 | 9 | 32 | 41 | 57 | 161 | 254 | 341 13 | 8 | 31 | 42 | 57 | 160 | 254 | 300 14 | 8 | 31 | 42 | 58 | 160 | 253 | 266 15 | 8 | 31 | 43 | 58 | 159 | 252 | 252 16 | 8 | 31 | 43 | 58 | 158 | 251 | 251 17 | 8 | 31 | 44 | 58 | 157 | 250 | 250 18 | 8 | 31 | 47 | 58 | 156 | 250 | 250 19 | 8 | 31 | 50 | 58 | 156 | 250 | 250 20 | 8 | 31 | 51 | 58 | 156 | 250 | 250 21 | 8 | 31 | 54 | 58 | 156 | 250 | 250 22 | 8 | 31 | 57 | 60 | 156 | 250 | 250 23 | 9 | 31 | 59 | 62 | 156 | 249 | 249 24 | 9 | 31 | 62 | 63 | 155 | 248 | 248 25 | 10 | 31 | 64 | 65 | 154 | 248 | 248 26 | 10 | 31 | 67 | 67 | 154 | 247 | 247 27 | 11 | 31 | 69 | 69 | 153 | 247 | 247 28 | 11 | 31 | 72 | 71 | 153 | 246 | 246 29 | 11 | 31 | 74 | 73 | 152 | 246 | 246 30 | 12 | 31 | 76 | 75 | 152 | 245 | 245 3.9. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 80 | 92 | 98 | 120 | 237 | 332 | 3 435 2 | 79 | 91 | 97 | 118 | 236 | 380 | 2 594 3 | 77 | 90 | 98 | 122 | 229 | 397 | 1 963 4 | 75 | 89 | 99 | 124 | 225 | 396 | 1515 5 | 74 | 89 | 100 | 123 | 223 | 386 | 1 199 6 | 73 | 89 | 100 | 125 | 221 | 371 | 971 7 | 73 | 90 | 100 | 125 | 219 | 353 | 802 8 | 71 | 88 | 99 | 125 | 217 | 335 | 674 9 | 69 | 87 | 99 | 126 | 215 | 316 | 575 10 | 68 | 86 | 99 | 126 | 213 | 307 | 495 11 | 67 | 85 | 98 | 126 | 212 | 305 | 430 12 | 65 | 84 | 97 | 124 | 210 | 304 | 376 13 | 64 | 83 | 95 | 123 | 209 | 302 | 331 14 | 63 | 81 | 94 | 122 | 207 | 301 | 301 15 | 61 | 80 | 93 | 120 | 206 | 299 | 299 16 | 60 | 79 | 91 | 119 | 205 | 298 | 298 17 | 59 | 78 | 90 | 118 | 204 | 297 | 297 18 | 58 | 77 | 90 | 117 | 203 | 297 | 297 19 | 58 | 76 | 89 | 116 | 202 | 296 | 296 20 | 57 | 75 | 88 | 116 | 201 | 295 | 295 21 | 56 | 75 | 87 | 115 | 201 | 294 | 294 22 | 55 | 74 | 86 | 114 | 200 | 293 | 293 23 | 54 | 73 | 85 | 113 | 198 | 292 | 292 24 | 53 | 71 | 84 | 112 | 197 | 291 | 291 25 | 52 | 70 | 83 | 111 | 196 | 290 | 290 26 | 51 | 69 | 82 | 109 | 195 | 289 | 289 27 | 49 | 68 | 81 | 108 | 194 | 288 | 288 28 | 48 | 67 | 80 | 107 | 193 | 286 | 286 29 | 47 | 66 | 80 | 106 | 192 | 285 | 285 30 | 46 | 65 | 82 | 105 | 191 | 284 | 284 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 | 53 | 65 | 71 | 92 | 210 | 325 | 3 377 2 | 52 | 64 | 70 | 91 | 209 | 372 | 2 535 3 | 51 | 64 | 72 | 96 | 203 | 388 | 1 917 4 | 50 | 64 | 74 | 98 | 200 | 388 | 1 481 5 | 49 | 64 | 76 | 99 | 198 | 378 | 1 172 6 | 49 | 65 | 76 | 101 | 197 | 363 | 949 7 | 49 | 66 | 77 | 101 | 195 | 346 | 784 8 | 48 | 66 | 77 | 102 | 194 | 327 | 658 9 | 47 | 65 | 77 | 104 | 193 | 308 | 559 10 | 46 | 65 | 77 | 105 | 192 | 290 | 481 11 | 46 | 65 | 77 | 105 | 191 | 284 | 417 12 | 45 | 64 | 76 | 104 | 190 | 283 | 365 13 | 45 | 63 | 76 | 104 | 189 | 283 | 321 14 | 44 | 63 | 75 | 103 | 189 | 282 | 284 15 | 43 | 62 | 75 | 102 | 188 | 282 | 282 16 | 43 | 61 | 74 | 102 | 187 | 281 | 281 17 | 42 | 61 | 73 | 101 | 187 | 280 | 280 18 | 42 | 60 | 73 | 101 | 186 | 280 | 280 19 | 41 | 60 | 72 | 100 | 186 | 279 | 279 20 | 41 | 60 | 72 | 100 | 186 | 279 | 279 21 | 41 | 59 | 72 | 100 | 185 | 279 | 279 22 | 40 | 59 | 71 | 99 | 185 | 278 | 278 23 | 40 | 58 | 71 | 99 | 184 | 278 | 278 24 | 39 | 58 | 70 | 98 | 184 | 277 | 277 25 | 38 | 57 | 70 | 97 | 183 | 277 | 277 26 | 38 | 57 | 70 | 97 | 182 | 276 | 276 27 | 37 | 56 | 72 | 96 | 182 | 275 | 275 28 | 36 | 55 | 75 | 95 | 181 | 274 | 274 29 | 36 | 54 | 78 | 95 | 180 | 274 | 274 30 | 35 | 54 | 80 | 94 | 180 | 273 | 273 3.11. Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 39 | 46 | 67 | 184 | 307 | 3 175 2 | 28 | 40 | 46 | 67 | 185 | 349 | 2 371 3 | 27 | 40 | 48 | 71 | 179 | 365 | 1 793 4 | 26 | 40 | 50 | 74 | 176 | 365 | 1 387 5 | 26 | 41 | 52 | 76 | 175 | 356 | 1 100 6 | 27 | 43 | 54 | 78 | 174 | 343 | 892 7 | 27 | 44 | 55 | 79 | 173 | 327 | 738 8 | 27 | 44 | 55 | 81 | 173 | 309 | 620 9 | 26 | 44 | 56 | 83 | 172 | 292 | 528 10 | 26 | 45 | 57 | 84 | 171 | 274 | 454 11 | 26 | 44 | 57 | 85 | 171 | 264 | 394 12 | 25 | 44 | 56 | 84 | 170 | 263 | 345 13 | 24 | 43 | 56 | 83 | 169 | 263 | 304 14 | 24 | 43 | 55 | 83 | 169 | 262 | 269 15 | 23 | 42 | 55 | 82 | 168 | 261 | 261 16 | 23 | 41 | 54 | 82 | 167 | 261 | 261 17 | 22 | 41 | 54 | 81 | 167 | 260 | 260 18 | 22 | 41 | 53 | 81 | 167 | 260 | 260 19 | 22 | 41 | 53 | 81 | 167 | 260 | 260 20 | 22 | 41 | 53 | 81 | 167 | 260 | 260 21 | 22 | 41 | 55 | 81 | 167 | 260 | 260 22 | 22 | 41 | 58 | 81 | 167 | 260 | 260 23 | 22 | 41 | 59 | 81 | 166 | 260 | 260 24 | 22 | 40 | 62 | 80 | 166 | 260 | 260 25 | 21 | 40 | 65 | 80 | 166 | 259 | 259 26 | 21 | 40 | 67 | 80 | 166 | 259 | 259 27 | 21 | 39 | 70 | 80 | 165 | 259 | 259 28 | 20 | 39 | 72 | 79 | 165 | 259 | 259 29 | 20 | 39 | 74 | 79 | 165 | 258 | 258 30 | 20 | 39 | 78 | 79 | 164 | 258 | 258 3.12. Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 24 | 141 | 292 | 3005 2 | 0 | 1 | 6 | 24 | 142 | 333 | 2 247 3 | 1 | 1 | 8 | 29 | 137 | 348 | 1702 4 | 1 | 3 | 11 | 33 | 134 | 349 | 1 319 5 | 1 | 4 | 15 | 35 | 134 | 341 | 1 048 6 | 2 | 4 | 17 | 38 | 134 | 329 | 851 7 | 2 | 6 | 19 | 40 | 134 | 314 | 705 8 | 2 | 6 | 21 | 43 | 134 | 297 | 593 9 | 4 | 7 | 24 | 46 | 134 | 281 | 506 10 | 4 | 8 | 27 | 47 | 134 | 264 | 436 11 | 4 | 9 | 30 | 49 | 135 | 248 | 379 12 | 4 | 9 | 31 | 48 | 134 | 233 | 332 13 | 4 | 11 | 34 | 49 | 135 | 228 | 292 14 | 5 | 11 | 37 | 49 | 135 | 228 | 259 15 | 6 | 13 | 39 | 48 | 134 | 227 | 231 16 | 6 | 13 | 41 | 47 | 133 | 226 | 226 17 | 6 | 14 | 44 | 49 | 133 | 226 | 226 18 | 6 | 15 | 46 | 51 | 133 | 226 | 226 19 | 7 | 16 | 48 | 53 | 133 | 226 | 226 20 | 7 | 16 | 51 | 55 | 134 | 227 | 227 21 | 7 | 18 | 53 | 57 | 134 | 227 | 227 22 | 8 | 19 | 55 | 59 | 134 | 227 | 227 23 | 8 | 19 | 58 | 61 | 134 | 227 | 227 24 | 8 | 21 | 60 | 63 | 134 | 227 | 227 25 | 9 | 21 | 63 | 65 | 133 | 227 | 227 26 | 9 | 22 | 66 | 67 | 135 | 227 | 227 27 | 10 | 23 | 68 | 69 | 136 | 227 | 227 28 | 10 | 24 | 70 | 70 | 138 | 226 | 226 29 | 10 | 24 | 73 | 73 | 138 | 226 | 226 30 | 11 | 26 | 75 | 75 | 140 | 226 | 226 3.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 41 | 53 | 59 | 80 | 198 | 308 | 3 183 2 | 41 | 53 | 59 | 80 | 198 | 352 | 2 387 3 | 40 | 53 | 61 | 85 | 192 | 368 | 1 808 4 | 39 | 53 | 63 | 88 | 189 | 368 | 1 400 5 | 39 | 54 | 66 | 89 | 188 | 359 | 1109 6 | 40 | 56 | 67 | 91 | 187 | 347 | 902 7 | 41 | 58 | 68 | 93 | 187 | 331 | 746 8 | 40 | 57 | 68 | 94 | 186 | 313 | 627 9 | 39 | 57 | 69 | 96 | 185 | 296 | 534 10 | 39 | 57 | 70 | 97 | 184 | 278 | 459 11 | 39 | 57 | 70 | 97 | 183 | 277 | 399 12 | 38 | 57 | 69 | 97 | 183 | 276 | 349 13 | 37 | 56 | 68 | 96 | 182 | 275 | 308 14 | 37 | 55 | 68 | 96 | 181 | 275 | 275 15 | 36 | 55 | 67 | 95 | 181 | 274 | 274 16 | 35 | 54 | 67 | 94 | 180 | 273 | 273 17 | 35 | 54 | 66 | 94 | 180 | 273 | 273 18 | 34 | 53 | 66 | 93 | 179 | 272 | 272 19 | 34 | 53 | 65 | 93 | 179 | 272 | 272 20 | 34 | 53 | 65 | 93 | 178 | 272 | 272 21 | 34 | 52 | 65 | 92 | 178 | 272 | 272 22 | 33 | 52 | 64 | 92 | 178 | 271 | 271 23 | 32 | 51 | 64 | 91 | 177 | 271 | 271 24 | 32 | 51 | 63 | 91 | 177 | 270 | 270 25 | 31 | 50 | 66 | 90 | 176 | 269 | 269 26 | 30 | 49 | 68 | 89 | 175 | 269 | 269 27 | 30 | 48 | 71 | 89 | 174 | 268 | 268 28 | 29 | 48 | 73 | 88 | 174 | 267 | 267 29 | 28 | 47 | 75 | 87 | 173 | 266 | 266 30 | 28 | 46 | 78 | 86 | 172 | 266 | 266 3.14. Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 25 | 32 | 53 | 170 | 298 | 3 072 2 | 17 | 29 | 35 | 57 | 174 | 341 | 2308 3 | 19 | 32 | 40 | 64 | 172 | 358 | 1 753 4 | 22 | 35 | 46 | 70 | 171 | 359 | 1 360 5 | 24 | 39 | 50 | 73 | 173 | 352 | 1 081 6 | 24 | 39 | 51 | 75 | 171 | 339 | 878 7 | 28 | 45 | 56 | 80 | 174 | 323 | 727 8 | 27 | 45 | 56 | 82 | 173 | 306 | 612 9 | 29 | 47 | 58 | 85 | 174 | 289 | 521 10 | 30 | 49 | 61 | 88 | 175 | 272 | 449 11 | 31 | 50 | 63 | 90 | 176 | 270 | 391 12 | 32 | 51 | 63 | 91 | 177 | 270 | 342 13 | 33 | 51 | 64 | 92 | 177 | 271 | 302 14 | 33 | 52 | 64 | 92 | 178 | 271 | 271 15 | 33 | 52 | 64 | 92 | 178 | 271 | 271 16 | 33 | 51 | 64 | 92 | 177 | 271 | 271 17 | 33 | 52 | 64 | 92 | 177 | 271 | 271 18 | 32 | 51 | 63 | 91 | 177 | 270 | 270 19 | 32 | 51 | 63 | 91 | 177 | 270 | 270 20 | 32 | 51 | 63 | 91 | 177 | 270 | 270 21 | 32 | 51 | 63 | 91 | 177 | 270 | 270 22 | 32 | 50 | 63 | 91 | 176 | 270 | 270 23 | 31 | 50 | 63 | 90 | 176 | 270 | 270 24 | 31 | 50 | 62 | 90 | 176 | 269 | 269 25 | 31 | 49 | 65 | 89 | 175 | 269 | 269 26 | 30 | 49 | 67 | 89 | 175 | 268 | 268 27 | 30 | 48 | 70 | 88 | 174 | 268 | 268 28 | 29 | 48 | 72 | 88 | 174 | 267 | 267 29 | 28 | 47 | 75 | 87 | 173 | 267 | 267 30 | 28 | 47 | 78 | 87 | 173 | 266 | 266 3.15. Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 14 | 26 | 32 | 53 | 171 | 308 | 3 190 2 | 15 | 27 | 33 | 54 | 172 | 351 | 2 382 3 | 15 | 28 | 36 | 60 | 167 | 366 | 1801 4 | 16 | 29 | 39 | 64 | 165 | 366 | 1 392 5 | 16 | 31 | 43 | 66 | 165 | 357 | 1104 6 | 18 | 34 | 45 | 69 | 165 | 344 | 895 7 | 19 | 36 | 47 | 71 | 165 | 328 | 741 8 | 19 | 37 | 48 | 74 | 165 | 311 | 623 9 | 20 | 38 | 49 | 76 | 165 | 293 | 530 10 | 20 | 39 | 51 | 79 | 165 | 276 | 457 11 | 21 | 39 | 52 | 79 | 165 | 259 | 397 12 | 21 | 39 | 52 | 80 | 166 | 259 | 347 13 | 21 | 40 | 52 | 80 | 166 | 259 | 306 14 | 21 | 40 | 52 | 80 | 166 | 259 | 271 15 | 21 | 40 | 52 | 80 | 166 | 259 | 259 16 | 21 | 39 | 52 | 80 | 165 | 259 | 259 17 | 21 | 39 | 52 | 80 | 165 | 259 | 259 18 | 21 | 39 | 52 | 80 | 165 | 259 | 259 19 | 21 | 39 | 52 | 80 | 165 | 259 | 259 20 | 21 | 39 | 53 | 80 | 165 | 259 | 259 21 | 21 | 39 | 55 | 80 | 165 | 259 | 259 22 | 20 | 39 | 58 | 79 | 165 | 258 | 258 23 | 20 | 39 | 61 | 79 | 165 | 258 | 258 24 | 19 | 38 | 62 | 78 | 164 | 258 | 258 25 | 19 | 38 | 65 | 78 | 164 | 257 | 257 26 | 19 | 37 | 67 | 77 | 163 | 257 | 257 27 | 18 | 37 | 70 | 77 | 163 | 256 | 256 28 | 18 | 36 | 72 | 77 | 162 | 256 | 256 29 | 17 | 36 | 75 | 76 | 162 | 255 | 255 30 | 17 | 36 | 78 | 77 | 162 | 255 | 255 3.16. Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 59 | 65 | 86 | 204 | 333 | 3 469 2 | 50 | 62 | 68 | 89 | 207 | 372 | 2 551 3 | 52 | 65 | 73 | 97 | 204 | 386 | 1 914 4 | 53 | 67 | 77 | 102 | 203 | 384 | 1 475 5 | 55 | 70 | 81 | 104 | 204 | 374 | 1 167 6 | 57 | 73 | 84 | 108 | 204 | 360 | 946 7 | 58 | 75 | 86 | 110 | 204 | 343 | 782 8 | 58 | 76 | 87 | 112 | 204 | 325 | 657 9 | 58 | 77 | 88 | 115 | 204 | 307 | 559 10 | 59 | 77 | 90 | 117 | 204 | 297 | 481 11 | 59 | 78 | 90 | 118 | 204 | 297 | 418 12 | 58 | 77 | 90 | 117 | 203 | 297 | 366 13 | 58 | 77 | 89 | 117 | 202 | 296 | 322 14 | 57 | 76 | 88 | 116 | 202 | 295 | 295 15 | 56 | 75 | 87 | 115 | 201 | 294 | 294 16 | 56 | 74 | 87 | 114 | 200 | 294 | 294 17 | 55 | 74 | 86 | 114 | 200 | 293 | 293 18 | 54 | 73 | 85 | 113 | 199 | 292 | 292 19 | 54 | 72 | 85 | 113 | 198 | 292 | 292 20 | 53 | 72 | 84 | 112 | 198 | 291 | 291 21 | 52 | 71 | 84 | 111 | 197 | 290 | 290 22 | 52 | 70 | 83 | 110 | 196 | 290 | 290 23 | 51 | 69 | 82 | 110 | 195 | 289 | 289 24 | 50 | 68 | 81 | 109 | 194 | 288 | 288 25 | 49 | 68 | 80 | 108 | 193 | 287 | 287 26 | 48 | 67 | 79 | 107 | 193 | 286 | 286 27 | 47 | 66 | 78 | 106 | 192 | 285 | 285 28 | 46 | 65 | 77 | 105 | 191 | 284 | 284 29 | 45 | 64 | 78 | 104 | 190 | 283 | 283 30 | 44 | 63 | 81 | 103 | 189 | 282 | 282 3.17. Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 77 | 89 | 96 | 117 | 234 | 336 | 3501 2 | 82 | 94 | 101 | 122 | 239 | 385 | 2 635 3 | 83 | 96 | 104 | 128 | 235 | 404 | 2004 4 | 83 | 97 | 107 | 132 | 233 | 406 | 1 555 5 | 86 | 101 | 113 | 136 | 235 | 398 | 1 236 6 | 89 | 105 | 116 | 140 | 236 | 384 | 1004 7 | 91 | 108 | 118 | 143 | 237 | 367 | 831 8 | 92 | 110 | 121 | 147 | 238 | 348 | 699 9 | 94 | 112 | 123 | 150 | 239 | 332 | 595 10 | 94 | 113 | 125 | 152 | 239 | 333 | 512 11 | 94 | 113 | 125 | 153 | 239 | 332 | 445 12 | 94 | 112 | 125 | 152 | 238 | 332 | 389 13 | 92 | 111 | 124 | 151 | 237 | 331 | 342 14 | 91 | 110 | 122 | 150 | 236 | 329 | 329 15 | 90 | 109 | 121 | 149 | 234 | 328 | 328 16 | 88 | 107 | 120 | 147 | 233 | 327 | 327 17 | 87 | 106 | 118 | 146 | 232 | 325 | 325 18 | 86 | 105 | 117 | 145 | 230 | 324 | 324 19 | 84 | 103 | 116 | 143 | 229 | 323 | 323 20 | 83 | 102 | 114 | 142 | 228 | 321 | 321 21 | 82 | 100 | 113 | 141 | 226 | 320 | 320 22 | 80 | 99 | 111 | 139 | 225 | 318 | 318 23 | 78 | 97 | 110 | 137 | 223 | 317 | 317 24 | 77 | 96 | 108 | 136 | 221 | 315 | 315 25 | 75 | 94 | 106 | 134 | 220 | 313 | 313 26 | 73 | 92 | 105 | 132 | 218 | 312 | 312 27 | 72 | 91 | 103 | 131 | 216 | 310 | 310 28 | 70 | 89 | 101 | 129 | 215 | 308 | 308 29 | 69 | 87 | 100 | 128 | 213 | 307 | 307 30 | 67 | 86 | 98 | 126 | 212 | 305 | 305 3.18. Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 19 | 26 | 47 | 164 | 306 | 3 161 2 | 10 | 22 | 29 | 50 | 167 | 349 | 2 366 3 | 12 | 25 | 33 | 57 | 164 | 364 | 1 789 4 | 13 | 27 | 37 | 62 | 163 | 364 | 1 384 5 | 15 | 30 | 42 | 65 | 164 | 356 | 1 098 6 | 17 | 33 | 44 | 69 | 165 | 342 | 891 7 | 19 | 36 | 46 | 71 | 165 | 326 | 737 8 | 19 | 37 | 48 | 73 | 165 | 309 | 619 9 | 20 | 38 | 49 | 76 | 165 | 292 | 527 10 | 20 | 38 | 51 | 78 | 165 | 274 | 454 11 | 20 | 39 | 51 | 79 | 165 | 258 | 394 12 | 20 | 39 | 51 | 79 | 165 | 258 | 345 13 | 19 | 38 | 51 | 78 | 164 | 257 | 304 14 | 19 | 37 | 50 | 78 | 163 | 257 | 269 15 | 18 | 37 | 49 | 77 | 163 | 256 | 256 16 | 17 | 36 | 49 | 76 | 162 | 255 | 255 17 | 17 | 36 | 48 | 76 | 162 | 255 | 255 18 | 17 | 36 | 48 | 76 | 162 | 255 | 255 19 | 17 | 35 | 50 | 76 | 161 | 255 | 255 20 | 17 | 36 | 53 | 76 | 162 | 255 | 255 21 | 17 | 36 | 55 | 76 | 162 | 255 | 255 22 | 17 | 36 | 58 | 76 | 162 | 255 | 255 23 | 17 | 36 | 59 | 76 | 162 | 255 | 255 24 | 17 | 36 | 62 | 76 | 161 | 255 | 255 25 | 17 | 35 | 65 | 76 | 161 | 255 | 255 26 | 16 | 35 | 67 | 75 | 161 | 255 | 255 27 | 16 | 35 | 70 | 75 | 161 | 254 | 254 28 | 16 | 35 | 72 | 75 | 161 | 254 | 254 29 | 16 | 35 | 74 | 75 | 160 | 254 | 254 30 | 16 | 34 | 78 | 77 | 160 | 254 | 254 3.19. Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 91 | 103 | 109 | 130 | 247 | 343 | 3 338 2 | 92 | 104 | 110 | 131 | 249 | 368 | 2507 3 | 92 | 104 | 113 | 136 | 244 | 385 | 1902 4 | 92 | 106 | 116 | 140 | 242 | 386 | 1 474 5 | 93 | 108 | 119 | 142 | 242 | 378 | 1 170 6 | 94 | 110 | 121 | 145 | 241 | 364 | 950 7 | 95 | 112 | 122 | 147 | 241 | 347 | 786 8 | 95 | 113 | 124 | 149 | 241 | 334 | 661 9 | 95 | 113 | 124 | 151 | 240 | 334 | 563 10 | 94 | 112 | 125 | 152 | 239 | 332 | 484 11 | 92 | 111 | 124 | 151 | 237 | 331 | 421 12 | 91 | 110 | 122 | 150 | 236 | 329 | 368 13 | 89 | 108 | 120 | 148 | 234 | 327 | 327 14 | 87 | 106 | 119 | 146 | 232 | 325 | 325 15 | 86 | 104 | 117 | 145 | 230 | 324 | 324 16 | 84 | 103 | 115 | 143 | 228 | 322 | 322 17 | 82 | 101 | 114 | 141 | 227 | 320 | 320 18 | 81 | 100 | 112 | 140 | 226 | 319 | 319 19 | 80 | 98 | 111 | 138 | 224 | 318 | 318 20 | 79 | 97 | 110 | 137 | 223 | 317 | 317 21 | 77 | 96 | 109 | 136 | 222 | 316 | 316 22 | 76 | 95 | 107 | 135 | 221 | 314 | 314 23 | 75 | 94 | 106 | 134 | 220 | 313 | 313 24 | 74 | 93 | 105 | 133 | 219 | 312 | 312 25 | 73 | 91 | 104 | 132 | 217 | 311 | 311 26 | 71 | 90 | 103 | 130 | 216 | 309 | 309 27 | 70 | 89 | 101 | 129 | 215 | 308 | 308 28 | 69 | 88 | 100 | 128 | 214 | 307 | 307 29 | 68 | 87 | 99 | 127 | 213 | 306 | 306 30 | 67 | 86 | 98 | 126 | 211 | 305 | 305 3.20. Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 309 | 321 | 328 | 349 | 466 | 561 | 3 526 2 | 82 | 94 | 100 | 122 | 239 | 384 | 2 635 3 | 84 | 97 | 105 | 129 | 236 | 400 | 1 988 4 | 86 | 100 | 110 | 134 | 236 | 400 | 1 534 5 | 88 | 103 | 114 | 137 | 237 | 390 | 1214 6 | 90 | 106 | 117 | 141 | 237 | 375 | 984 7 | 92 | 109 | 119 | 144 | 238 | 357 | 813 8 | 93 | 110 | 121 | 147 | 239 | 338 | 682 9 | 93 | 111 | 123 | 150 | 239 | 332 | 580 10 | 93 | 112 | 124 | 152 | 239 | 332 | 499 11 | 94 | 112 | 125 | 153 | 239 | 332 | 433 12 | 94 | 113 | 125 | 153 | 239 | 332 | 378 13 | 94 | 113 | 125 | 153 | 239 | 332 | 333 14 | 95 | 114 | 126 | 154 | 240 | 333 | 333 15 | 96 | 114 | 127 | 154 | 240 | 334 | 334 16 | 96 | 115 | 128 | 155 | 241 | 335 | 335 17 | 97 | 116 | 129 | 156 | 242 | 335 | 335 18 | 98 | 117 | 129 | 157 | 243 | 336 | 336 19 | 99 | 118 | 130 | 158 | 244 | 337 | 337 20 | 100 | 118 | 131 | 158 | 244 | 338 | 338 21 | 100 | 118 | 131 | 158 | 244 | 338 | 338 22 | 99 | 118 | 130 | 158 | 244 | 337 | 337 23 | 98 | 117 | 130 | 157 | 243 | 337 | 337 24 | 98 | 116 | 129 | 156 | 242 | 336 | 336 25 | 96 | 115 | 128 | 155 | 241 | 334 | 334 26 | 95 | 114 | 126 | 154 | 240 | 333 | 333 27 | 94 | 112 | 125 | 153 | 238 | 332 | 332 28 | 92 | 111 | 123 | 151 | 237 | 330 | 330 29 | 91 | 110 | 122 | 150 | 236 | 329 | 329 30 | 89 | 108 | 121 | 148 | 234 | 327 | 327 3.21. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 7 | 14 | 35 | 152 | 296 | 3 055 2 | 0 | 7 | 13 | 34 | 152 | 337 | 2 281 3 | 1 | 7 | 15 | 39 | 146 | 352 | 1 725 4 | 1 | 7 | 17 | 42 | 143 | 353 | 1 335 5 | 1 | 8 | 20 | 43 | 142 | 344 | 1 059 6 | 2 | 10 | 21 | 45 | 142 | 331 | 860 7 | 2 | 12 | 22 | 47 | 141 | 316 | 712 8 | 2 | 12 | 23 | 49 | 140 | 299 | 598 9 | 4 | 12 | 24 | 50 | 139 | 282 | 510 10 | 4 | 12 | 27 | 52 | 139 | 266 | 439 11 | 4 | 12 | 30 | 53 | 139 | 249 | 381 12 | 4 | 13 | 31 | 53 | 139 | 234 | 334 13 | 4 | 13 | 34 | 53 | 139 | 232 | 294 14 | 5 | 13 | 37 | 53 | 139 | 232 | 261 15 | 6 | 13 | 40 | 53 | 139 | 233 | 233 16 | 6 | 13 | 41 | 54 | 139 | 233 | 233 17 | 6 | 14 | 44 | 54 | 140 | 233 | 233 18 | 6 | 15 | 47 | 55 | 140 | 234 | 234 19 | 7 | 16 | 49 | 55 | 141 | 235 | 235 20 | 7 | 17 | 51 | 56 | 142 | 235 | 235 21 | 7 | 18 | 54 | 57 | 143 | 236 | 236 22 | 8 | 19 | 56 | 60 | 143 | 237 | 237 23 | 8 | 19 | 58 | 61 | 144 | 237 | 237 24 | 8 | 21 | 61 | 63 | 144 | 238 | 238 25 | 9 | 21 | 63 | 65 | 145 | 238 | 238 26 | 9 | 22 | 66 | 67 | 145 | 239 | 239 27 | 10 | 23 | 68 | 69 | 145 | 239 | 239 28 | 10 | 24 | 71 | 71 | 146 | 239 | 239 29 | 10 | 25 | 73 | 73 | 146 | 239 | 239 30 | 11 | 26 | 75 | 75 | 146 | 240 | 240 3.22. New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 59 | 65 | 86 | 204 | 310 | 3213 2 | 48 | 60 | 66 | 87 | 205 | 354 | 2 404 3 | 47 | 60 | 68 | 92 | 199 | 370 | 1 818 4 | 47 | 60 | 71 | 95 | 196 | 370 | 1 406 5 | 47 | 62 | 73 | 96 | 196 | 361 | 1 115 6 | 48 | 64 | 75 | 99 | 195 | 347 | 904 7 | 48 | 65 | 75 | 100 | 194 | 331 | 748 8 | 48 | 65 | 76 | 102 | 194 | 313 | 628 9 | 47 | 65 | 77 | 104 | 193 | 296 | 535 10 | 47 | 65 | 77 | 105 | 192 | 285 | 460 11 | 45 | 64 | 77 | 104 | 190 | 284 | 400 12 | 44 | 63 | 75 | 103 | 189 | 282 | 350 13 | 43 | 62 | 74 | 102 | 188 | 281 | 308 14 | 42 | 60 | 73 | 100 | 186 | 280 | 280 15 | 40 | 59 | 72 | 99 | 185 | 278 | 278 16 | 39 | 58 | 70 | 98 | 184 | 277 | 277 17 | 38 | 57 | 69 | 97 | 183 | 276 | 276 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 19 | 36 | 55 | 67 | 95 | 181 | 274 | 274 20 | 36 | 55 | 67 | 95 | 180 | 274 | 274 21 | 35 | 54 | 66 | 94 | 180 | 273 | 273 22 | 35 | 53 | 66 | 94 | 179 | 273 | 273 23 | 34 | 53 | 65 | 93 | 179 | 272 | 272 24 | 33 | 52 | 65 | 92 | 178 | 271 | 271 25 | 33 | 51 | 66 | 92 | 177 | 271 | 271 26 | 32 | 51 | 68 | 91 | 177 | 270 | 270 27 | 31 | 50 | 71 | 90 | 176 | 269 | 269 28 | 31 | 49 | 73 | 89 | 175 | 269 | 269 29 | 30 | 49 | 76 | 89 | 175 | 268 | 268 30 | 29 | 48 | 78 | 88 | 174 | 267 | 267 3.23. Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 110 | 122 | 128 | 150 | 267 | 362 | 3 350 2 | 111 | 123 | 130 | 151 | 268 | 371 | 2529 3 | 113 | 126 | 134 | 157 | 265 | 390 | 1 922 4 | 114 | 128 | 138 | 162 | 264 | 391 | 1 492 5 | 116 | 130 | 142 | 165 | 264 | 383 | 1 186 6 | 117 | 133 | 144 | 169 | 265 | 370 | 965 7 | 119 | 136 | 146 | 171 | 265 | 358 | 800 8 | 119 | 136 | 147 | 173 | 265 | 358 | 674 9 | 119 | 137 | 148 | 175 | 264 | 358 | 574 10 | 119 | 137 | 149 | 177 | 264 | 357 | 495 11 | 118 | 137 | 149 | 177 | 263 | 356 | 430 12 | 117 | 135 | 148 | 176 | 261 | 355 | 377 13 | 115 | 134 | 146 | 174 | 260 | 353 | 353 14 | 114 | 132 | 145 | 172 | 258 | 352 | 352 15 | 112 | 130 | 143 | 171 | 256 | 350 | 350 16 | 109 | 128 | 141 | 168 | 254 | 348 | 348 17 | 108 | 126 | 139 | 166 | 252 | 346 | 346 18 | 106 | 124 | 137 | 164 | 250 | 344 | 344 19 | 104 | 122 | 135 | 163 | 248 | 342 | 342 20 | 102 | 121 | 133 | 161 | 247 | 340 | 340 21 | 100 | 119 | 132 | 159 | 245 | 338 | 338 22 | 99 | 117 | 130 | 157 | 243 | 337 | 337 23 | 97 | 115 | 128 | 156 | 241 | 335 | 335 24 | 95 | 114 | 126 | 154 | 239 | 333 | 333 25 | 93 | 112 | 124 | 152 | 238 | 331 | 331 26 | 91 | 110 | 122 | 150 | 236 | 329 | 329 27 | 89 | 108 | 120 | 148 | 234 | 327 | 327 28 | 88 | 106 | 119 | 146 | 232 | 326 | 326 29 | 86 | 105 | 117 | 145 | 231 | 324 | 324 30 | 84 | 103 | 115 | 143 | 229 | 322 | 322 3.24. Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 162 | 175 | 181 | 202 | 319 | 415 | 3 721 2 | 172 | 184 | 190 | 211 | 329 | 424 | 2 760 3 | 176 | 189 | 197 | 221 | 328 | 423 | 2 084 4 | 178 | 192 | 202 | 226 | 328 | 422 | 1 611 5 | 179 | 194 | 205 | 229 | 328 | 421 | 1 277 6 | 180 | 195 | 207 | 231 | 327 | 420 | 1 036 7 | 180 | 197 | 207 | 232 | 326 | 419 | 857 8 | 179 | 196 | 208 | 233 | 325 | 418 | 720 9 | 178 | 196 | 208 | 235 | 324 | 417 | 613 10 | 178 | 196 | 208 | 236 | 323 | 416 | 527 11 | 176 | 195 | 207 | 235 | 321 | 414 | 458 12 | 174 | 193 | 205 | 233 | 319 | 412 | 412 13 | 171 | 190 | 202 | 230 | 316 | 409 | 409 14 | 168 | 187 | 200 | 227 | 313 | 407 | 407 15 | 165 | 184 | 197 | 224 | 310 | 404 | 404 16 | 163 | 181 | 194 | 221 | 307 | 401 | 401 17 | 160 | 178 | 191 | 218 | 304 | 398 | 398 18 | 157 | 175 | 188 | 216 | 301 | 395 | 395 19 | 154 | 172 | 185 | 213 | 298 | 392 | 392 20 | 151 | 170 | 182 | 210 | 295 | 389 | 389 21 | 148 | 167 | 179 | 207 | 293 | 386 | 386 22 | 145 | 164 | 176 | 204 | 289 | 383 | 383 23 | 142 | 160 | 173 | 201 | 286 | 380 | 380 24 | 139 | 157 | 170 | 197 | 283 | 377 | 377 25 | 136 | 154 | 167 | 194 | 280 | 374 | 374 26 | 133 | 151 | 164 | 191 | 277 | 371 | 371 27 | 130 | 148 | 161 | 189 | 274 | 368 | 368 28 | 127 | 146 | 158 | 186 | 271 | 365 | 365 29 | 124 | 143 | 155 | 183 | 269 | 362 | 362 30 | 121 | 140 | 153 | 180 | 266 | 360 | 360 3.25. Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 28 | 40 | 47 | 68 | 185 | 303 | 3 124 2 | 29 | 41 | 47 | 69 | 186 | 345 | 2 335 3 | 29 | 41 | 50 | 73 | 181 | 360 | 1 768 4 | 28 | 42 | 52 | 77 | 178 | 361 | 1 369 5 | 29 | 44 | 55 | 79 | 178 | 353 | 1 087 6 | 30 | 46 | 57 | 81 | 177 | 340 | 882 7 | 30 | 47 | 58 | 82 | 176 | 324 | 730 8 | 30 | 47 | 58 | 84 | 175 | 307 | 614 9 | 29 | 47 | 59 | 86 | 175 | 290 | 523 10 | 29 | 47 | 60 | 87 | 174 | 273 | 451 11 | 28 | 47 | 60 | 87 | 173 | 267 | 392 12 | 28 | 47 | 59 | 87 | 173 | 266 | 343 13 | 28 | 46 | 59 | 86 | 172 | 266 | 302 14 | 27 | 46 | 58 | 86 | 172 | 265 | 268 15 | 27 | 46 | 58 | 86 | 172 | 265 | 265 16 | 27 | 45 | 58 | 86 | 171 | 265 | 265 17 | 27 | 45 | 58 | 86 | 171 | 265 | 265 18 | 27 | 46 | 58 | 86 | 171 | 265 | 265 19 | 27 | 46 | 58 | 86 | 172 | 265 | 265 20 | 27 | 46 | 58 | 86 | 172 | 265 | 265 21 | 27 | 46 | 58 | 86 | 172 | 265 | 265 22 | 27 | 46 | 58 | 86 | 172 | 265 | 265 23 | 27 | 45 | 59 | 86 | 171 | 265 | 265 24 | 27 | 45 | 62 | 85 | 171 | 265 | 265 25 | 26 | 45 | 65 | 85 | 171 | 264 | 264 26 | 26 | 45 | 67 | 85 | 171 | 264 | 264 27 | 26 | 44 | 70 | 84 | 170 | 264 | 264 28 | 25 | 44 | 72 | 84 | 170 | 263 | 263 29 | 25 | 44 | 74 | 84 | 169 | 263 | 263 30 | 24 | 43 | 78 | 83 | 169 | 263 | 263 3.26.

Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 25 | 37 | 44 | 65 | 182 | 307 | 3 169 2 | 27 | 39 | 45 | 67 | 184 | 350 | 2 375 3 | 28 | 41 | 49 | 73 | 180 | 367 | 1802 4 | 29 | 43 | 53 | 78 | 179 | 368 | 1 398 5 | 31 | 46 | 57 | 81 | 180 | 360 | 1 110 6 | 33 | 49 | 60 | 84 | 180 | 347 | 902 7 | 35 | 52 | 62 | 87 | 181 | 331 | 747 8 | 35 | 52 | 63 | 89 | 181 | 314 | 628 9 | 35 | 54 | 65 | 92 | 181 | 296 | 535 10 | 36 | 55 | 67 | 95 | 181 | 279 | 461 11 | 37 | 56 | 68 | 96 | 182 | 275 | 401 12 | 37 | 56 | 68 | 96 | 182 | 275 | 351 13 | 37 | 56 | 68 | 96 | 182 | 275 | 309 14 | 37 | 56 | 68 | 96 | 182 | 275 | 275 15 | 37 | 56 | 68 | 96 | 182 | 275 | 275 16 | 37 | 56 | 68 | 96 | 182 | 275 | 275 17 | 37 | 56 | 68 | 96 | 182 | 275 | 275 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 19 | 37 | 56 | 68 | 96 | 182 | 275 | 275 20 | 37 | 56 | 69 | 96 | 182 | 276 | 276 21 | 38 | 56 | 69 | 96 | 182 | 276 | 276 22 | 37 | 56 | 69 | 96 | 182 | 276 | 276 23 | 37 | 56 | 68 | 96 | 182 | 275 | 275 24 | 37 | 56 | 68 | 96 | 181 | 275 | 275 25 | 36 | 55 | 67 | 95 | 181 | 274 | 274 26 | 36 | 55 | 69 | 95 | 180 | 274 | 274 27 | 35 | 54 | 71 | 94 | 180 | 273 | 273 28 | 35 | 53 | 73 | 94 | 179 | 273 | 273 29 | 34 | 53 | 77 | 93 | 179 | 272 | 272 30 | 33 | 52 | 79 | 92 | 178 | 272 | 272 3.27. Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 123 | 135 | 141 | 162 | 280 | 375 | 3605 2 | 122 | 134 | 140 | 161 | 279 | 386 | 2 652 3 | 120 | 133 | 141 | 165 | 272 | 399 | 1 990 4 | 119 | 133 | 143 | 168 | 269 | 398 | 1 533 5 | 120 | 134 | 146 | 169 | 269 | 388 | 1213 6 | 120 | 136 | 147 | 171 | 267 | 373 | 983 7 | 120 | 137 | 148 | 172 | 266 | 360 | 812 8 | 119 | 137 | 148 | 174 | 265 | 359 | 682 9 | 119 | 137 | 148 | 175 | 264 | 358 | 580 10 | 118 | 137 | 149 | 177 | 264 | 357 | 499 11 | 118 | 137 | 149 | 177 | 263 | 356 | 433 12 | 117 | 136 | 148 | 176 | 262 | 355 | 379 13 | 116 | 135 | 147 | 175 | 260 | 354 | 354 14 | 115 | 133 | 146 | 173 | 259 | 353 | 353 15 | 113 | 131 | 144 | 171 | 257 | 351 | 351 16 | 111 | 129 | 142 | 169 | 255 | 349 | 349 17 | 108 | 127 | 139 | 167 | 253 | 346 | 346 18 | 106 | 125 | 137 | 165 | 251 | 344 | 344 19 | 104 | 123 | 135 | 163 | 249 | 342 | 342 20 | 102 | 121 | 133 | 161 | 246 | 340 | 340 21 | 100 | 118 | 131 | 158 | 244 | 338 | 338 22 | 97 | 116 | 129 | 156 | 242 | 335 | 335 23 | 95 | 114 | 126 | 154 | 240 | 333 | 333 24 | 93 | 112 | 124 | 152 | 238 | 331 | 331 25 | 91 | 110 | 122 | 150 | 235 | 329 | 329 26 | 89 | 107 | 120 | 148 | 233 | 327 | 327 27 | 87 | 105 | 118 | 145 | 231 | 325 | 325 28 | 84 | 103 | 116 | 143 | 229 | 323 | 323 29 | 82 | 101 | 114 | 141 | 227 | 321 | 321 30 | 81 | 99 | 112 | 139 | 225 | 319 | 319 3.28. Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 8 | 15 | 36 | 153 | 305 | 3 150 2 | 0 | 10 | 17 | 38 | 155 | 347 | 2 355 3 | 1 | 12 | 20 | 44 | 151 | 363 | 1 783 4 | 1 | 14 | 24 | 49 | 150 | 363 | 1 380 5 | 2 | 17 | 28 | 52 | 151 | 355 | 1 094 6 | 4 | 20 | 31 | 55 | 151 | 341 | 888 7 | 6 | 23 | 33 | 57 | 152 | 325 | 734 8 | 6 | 23 | 34 | 60 | 152 | 308 | 617 9 | 6 | 24 | 36 | 63 | 152 | 291 | 525 10 | 6 | 25 | 37 | 64 | 151 | 273 | 452 11 | 6 | 25 | 37 | 65 | 151 | 257 | 393 12 | 6 | 25 | 37 | 65 | 151 | 244 | 344 13 | 6 | 25 | 37 | 65 | 151 | 244 | 303 14 | 6 | 24 | 37 | 64 | 150 | 244 | 268 15 | 6 | 24 | 40 | 64 | 150 | 244 | 244 16 | 6 | 24 | 43 | 64 | 150 | 243 | 243 17 | 6 | 24 | 45 | 64 | 150 | 243 | 243 18 | 6 | 24 | 47 | 64 | 150 | 243 | 243 19 | 7 | 24 | 50 | 64 | 150 | 243 | 243 20 | 7 | 25 | 53 | 65 | 150 | 244 | 244 21 | 7 | 25 | 55 | 65 | 151 | 244 | 244 22 | 9 | 25 | 57 | 65 | 151 | 245 | 245 23 | 9 | 25 | 59 | 66 | 151 | 245 | 245 24 | 10 | 26 | 62 | 66 | 152 | 245 | 245 25 | 10 | 26 | 65 | 67 | 152 | 245 | 245 26 | 10 | 26 | 67 | 69 | 152 | 245 | 245 27 | 11 | 26 | 70 | 71 | 152 | 245 | 245 28 | 11 | 26 | 72 | 73 | 152 | 245 | 245 29 | 11 | 26 | 74 | 75 | 152 | 245 | 245 30 | 12 | 26 | 77 | 76 | 152 | 245 | 245 3.29. South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 43 | 50 | 71 | 188 | 307 | 3 177 2 | 32 | 44 | 50 | 71 | 189 | 351 | 2 380 3 | 30 | 43 | 52 | 75 | 183 | 367 | 1801 4 | 29 | 43 | 53 | 78 | 179 | 367 | 1 393 5 | 29 | 44 | 56 | 79 | 178 | 358 | 1104 6 | 32 | 48 | 59 | 83 | 179 | 344 | 895 7 | 30 | 47 | 57 | 82 | 176 | 327 | 740 8 | 33 | 51 | 62 | 87 | 179 | 310 | 621 9 | 33 | 51 | 62 | 89 | 178 | 292 | 529 10 | 28 | 46 | 59 | 86 | 173 | 275 | 455 11 | 24 | 42 | 55 | 83 | 169 | 262 | 395 12 | 21 | 39 | 52 | 80 | 165 | 259 | 345 13 | 18 | 37 | 50 | 77 | 163 | 256 | 304 14 | 17 | 35 | 48 | 75 | 161 | 255 | 269 15 | 15 | 34 | 46 | 74 | 160 | 253 | 253 16 | 14 | 32 | 45 | 73 | 158 | 252 | 252 17 | 13 | 32 | 45 | 72 | 158 | 251 | 251 18 | 12 | 31 | 47 | 71 | 157 | 250 | 250 19 | 12 | 31 | 50 | 71 | 157 | 250 | 250 20 | 12 | 31 | 52 | 71 | 157 | 250 | 250 21 | 12 | 31 | 55 | 71 | 157 | 250 | 250 22 | 12 | 31 | 57 | 71 | 157 | 250 | 250 23 | 12 | 30 | 59 | 71 | 156 | 250 | 250 24 | 12 | 30 | 62 | 71 | 156 | 250 | 250 25 | 11 | 30 | 64 | 70 | 156 | 250 | 250 26 | 11 | 30 | 67 | 70 | 156 | 249 | 249 27 | 11 | 30 | 69 | 70 | 156 | 249 | 249 28 | 11 | 30 | 72 | 72 | 156 | 249 | 249 29 | 11 | 30 | 74 | 74 | 156 | 249 | 249 30 | 12 | 29 | 77 | 76 | 155 | 249 | 249 3.30. Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 205 | 218 | 224 | 245 | 362 | 458 | 4 274 2 | 203 | 215 | 221 | 242 | 360 | 470 | 3 282 3 | 198 | 211 | 219 | 242 | 350 | 497 | 2514 4 | 193 | 207 | 217 | 242 | 343 | 499 | 1 947 5 | 189 | 204 | 215 | 239 | 338 | 485 | 1 532 6 | 186 | 202 | 213 | 237 | 333 | 461 | 1 225 7 | 183 | 200 | 210 | 235 | 329 | 431 | 993 8 | 178 | 196 | 207 | 233 | 324 | 418 | 814 9 | 174 | 192 | 204 | 231 | 320 | 413 | 675 10 | 170 | 189 | 201 | 229 | 315 | 409 | 568 11 | 166 | 185 | 197 | 225 | 311 | 405 | 485 12 | 162 | 181 | 193 | 221 | 307 | 400 | 418 13 | 158 | 177 | 189 | 217 | 303 | 396 | 396 14 | 154 | 173 | 185 | 213 | 299 | 392 | 392 15 | 151 | 169 | 182 | 209 | 295 | 389 | 389 16 | 147 | 166 | 178 | 206 | 292 | 385 | 385 17 | 144 | 162 | 175 | 203 | 288 | 382 | 382 18 | 140 | 159 | 172 | 199 | 285 | 379 | 379 19 | 137 | 156 | 169 | 196 | 282 | 376 | 376 20 | 135 | 153 | 166 | 193 | 279 | 373 | 373 21 | 132 | 150 | 163 | 190 | 276 | 370 | 370 22 | 129 | 147 | 160 | 188 | 273 | 367 | 367 23 | 126 | 145 | 157 | 185 | 270 | 364 | 364 24 | 123 | 142 | 154 | 182 | 268 | 361 | 361 25 | 120 | 139 | 151 | 179 | 265 | 358 | 358 26 | 118 | 136 | 149 | 176 | 262 | 356 | 356 27 | 115 | 134 | 146 | 174 | 260 | 353 | 353 28 | 112 | 131 | 144 | 171 | 257 | 351 | 351 29 | 110 | 129 | 141 | 169 | 255 | 348 | 348 30 | 108 | 126 | 139 | 167 | 252 | 346 | 346 3.31. US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 25 | 51 | 169 | 308 | 3 182 2 | 0 | 14 | 25 | 51 | 169 | 350 | 2 375 3 | 1 | 17 | 28 | 55 | 166 | 365 | 1 792 4 | 1 | 20 | 31 | 60 | 164 | 364 | 1 386 5 | 3 | 23 | 36 | 66 | 165 | 356 | 1 098 6 | 5 | 26 | 39 | 68 | 166 | 342 | 891 7 | 8 | 30 | 42 | 70 | 166 | 326 | 736 8 | 10 | 34 | 45 | 74 | 166 | 309 | 619 9 | 12 | 37 | 49 | 76 | 166 | 291 | 527 10 | 13 | 39 | 51 | 77 | 166 | 274 | 453 11 | 14 | 40 | 52 | 78 | 166 | 260 | 394 12 | 15 | 42 | 54 | 79 | 166 | 260 | 345 13 | 16 | 43 | 54 | 80 | 166 | 260 | 304 14 | 16 | 44 | 55 | 80 | 166 | 260 | 269 15 | 17 | 44 | 55 | 80 | 166 | 260 | 260 16 | 17 | 44 | 55 | 80 | 166 | 259 | 259 17 | 17 | 44 | 55 | 80 | 166 | 260 | 260 18 | 17 | 44 | 55 | 80 | 166 | 260 | 260 19 | 17 | 44 | 55 | 80 | 166 | 260 | 260 20 | 17 | 44 | 55 | 80 | 166 | 260 | 260 21 | 17 | 44 | 55 | 80 | 167 | 260 | 260 22 | 17 | 44 | 57 | 80 | 167 | 260 | 260 23 | 17 | 44 | 59 | 80 | 167 | 260 | 260 24 | 17 | 44 | 62 | 80 | 166 | 260 | 260 25 | 17 | 44 | 64 | 80 | 166 | 260 | 260 26 | 17 | 44 | 67 | 80 | 166 | 259 | 259 27 | 17 | 44 | 69 | 80 | 166 | 259 | 259 28 | 17 | 44 | 72 | 80 | 165 | 259 | 259 29 | 17 | 44 | 74 | 80 | 165 | 258 | 258 30 | 17 | 44 | 77 | 80 | 165 | 258 | 258 3.32. Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 14 | 132 | 292 | 3 009 2 | 0 | 1 | 6 | 13 | 130 | 333 | 2 245 3 | 1 | 1 | 8 | 16 | 124 | 347 | 1 697 4 | 1 | 3 | 11 | 19 | 120 | 347 | 1 313 5 | 1 | 4 | 13 | 21 | 120 | 339 | 1 042 6 | 2 | 4 | 16 | 24 | 119 | 326 | 846 7 | 2 | 6 | 19 | 26 | 119 | 311 | 700 8 | 2 | 6 | 21 | 29 | 119 | 295 | 589 9 | 4 | 7 | 24 | 31 | 119 | 278 | 502 10 | 4 | 8 | 27 | 33 | 119 | 262 | 432 11 | 4 | 9 | 28 | 36 | 119 | 246 | 376 12 | 4 | 9 | 31 | 38 | 119 | 231 | 329 13 | 4 | 11 | 34 | 40 | 119 | 216 | 290 14 | 5 | 11 | 36 | 42 | 119 | 213 | 257 15 | 6 | 13 | 38 | 44 | 119 | 213 | 229 16 | 6 | 13 | 41 | 46 | 120 | 213 | 213 17 | 6 | 14 | 43 | 49 | 120 | 213 | 213 18 | 6 | 15 | 46 | 51 | 120 | 214 | 214 19 | 7 | 16 | 48 | 52 | 122 | 214 | 214 20 | 7 | 16 | 51 | 55 | 124 | 215 | 215 21 | 7 | 18 | 53 | 57 | 126 | 215 | 215 22 | 8 | 18 | 55 | 58 | 128 | 216 | 216 23 | 8 | 19 | 58 | 61 | 129 | 216 | 216 24 | 8 | 21 | 60 | 63 | 131 | 216 | 216 25 | 9 | 21 | 63 | 65 | 133 | 216 | 216 26 | 9 | 22 | 64 | 66 | 134 | 216 | 216 27 | 10 | 23 | 67 | 68 | 135 | 216 | 216 28 | 10 | 24 | 69 | 70 | 136 | 216 | 216 29 | 10 | 24 | 72 | 72 | 138 | 216 | 216 30 | 11 | 26 | 74 | 73 | 138 | 216 | 216 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 25 Euro | Belgium | 25 Euro | Cyprus | 25 Euro | Estonia | 25 Euro | Finland | 25 Euro | France | 25 Euro | Germany | 25 Euro | Greece | 25 Euro | Ireland | 25 Euro | Italy | 25 Euro | Latvia | 25 Euro | Lithuania | 25 Euro | Luxembourg | 25 Euro | Malta | 25 Euro | Netherlands | 25 Euro | Portugal | 25 Euro | Slovakia | 25 Euro | Slovenia | 25 Euro | Spain | 25 Czech koruna | Czech Republic | 32 Danish krone | Denmark | 33 Forint | Hungary | 18 Krona | Sweden | 19 Kuna | Croatia | 5 Lev | Bulgaria | -0 Pound sterling | United Kingdom | 26 Romanian leu | Romania | 13 Zloty | Poland | 32 Króna | Iceland | 12 Norwegian krone | Norway | 52 Swiss franc | Liechtenstein | -2 Swiss franc | Switzerland | -2 Australian dollar | Australia | 35 Canadian dollar | Canada | 54 Renminbi-yuan | China | 28 Hong Kong dollar | Hong Kong | 8 US dollar | United States | 61 Yen | Japan | 6 * * *