COMMISSION IMPLEMENTING REGULATION (EU) 2025/1794

| Official Journal of the European Union | EN L series ---|---|--- * * * | 2025/1794 | 9.9.2025 ---|---|--- COMMISSION IMPLEMENTING REGULATION (EU) 2025/1794 of 8 September 2025 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2025 until 29 September 2025 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 Article 77e(2), third subparagraph, 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 4 July 2025, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2025 market data. That information was published on 4 July 2025 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 2025 until 29 September 2025. 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 interest 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 2025. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 8 September 2025. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1, ELI: http://data.europa.eu/eli/dir/2009/138/oj. (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, ELI:http://data.europa.eu/eli/reg/2011/182/oj). * * * 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 | Lev ---|---|---|---|---|---|--- 1 | 1,902 % | 3,390 % | 1,892 % | 6,007 % | 1,726 % | 1,852 % 2 | 1,903 % | 3,421 % | 1,893 % | 6,117 % | 1,790 % | 1,853 % 3 | 1,995 % | 3,462 % | 1,985 % | 6,245 % | 1,879 % | 1,945 % 4 | 2,091 % | 3,499 % | 2,081 % | 6,359 % | 1,974 % | 2,041 % 5 | 2,170 % | 3,541 % | 2,160 % | 6,477 % | 2,068 % | 2,120 % 6 | 2,253 % | 3,591 % | 2,243 % | 6,589 % | 2,160 % | 2,202 % 7 | 2,331 % | 3,645 % | 2,321 % | 6,697 % | 2,246 % | 2,281 % 8 | 2,403 % | 3,698 % | 2,393 % | 6,803 % | 2,325 % | 2,353 % 9 | 2,469 % | 3,746 % | 2,459 % | 6,894 % | 2,396 % | 2,419 % 10 | 2,520 % | 3,789 % | 2,510 % | 6,977 % | 2,461 % | 2,470 % 11 | 2,571 % | 3,826 % | 2,561 % | 7,054 % | 2,520 % | 2,521 % 12 | 2,629 % | 3,857 % | 2,618 % | 7,122 % | 2,573 % | 2,578 % 13 | 2,667 % | 3,882 % | 2,657 % | 7,181 % | 2,621 % | 2,616 % 14 | 2,696 % | 3,901 % | 2,686 % | 7,233 % | 2,664 % | 2,645 % 15 | 2,717 % | 3,914 % | 2,707 % | 7,270 % | 2,702 % | 2,666 % 16 | 2,730 % | 3,922 % | 2,720 % | 7,283 % | 2,737 % | 2,679 % 17 | 2,737 % | 3,925 % | 2,727 % | 7,275 % | 2,768 % | 2,686 % 18 | 2,741 % | 3,924 % | 2,731 % | 7,250 % | 2,796 % | 2,690 % 19 | 2,745 % | 3,920 % | 2,735 % | 7,214 % | 2,822 % | 2,694 % 20 | 2,749 % | 3,915 % | 2,739 % | 7,168 % | 2,845 % | 2,698 % 21 | 2,755 % | 3,907 % | 2,744 % | 7,115 % | 2,866 % | 2,704 % 22 | 2,761 % | 3,899 % | 2,751 % | 7,058 % | 2,886 % | 2,712 % 23 | 2,769 % | 3,890 % | 2,759 % | 6,997 % | 2,904 % | 2,720 % 24 | 2,778 % | 3,880 % | 2,768 % | 6,934 % | 2,920 % | 2,730 % 25 | 2,787 % | 3,869 % | 2,778 % | 6,871 % | 2,935 % | 2,740 % 26 | 2,796 % | 3,858 % | 2,787 % | 6,806 % | 2,949 % | 2,750 % 27 | 2,806 % | 3,847 % | 2,797 % | 6,742 % | 2,962 % | 2,761 % 28 | 2,816 % | 3,836 % | 2,807 % | 6,679 % | 2,974 % | 2,772 % 29 | 2,825 % | 3,825 % | 2,817 % | 6,617 % | 2,985 % | 2,783 % 30 | 2,835 % | 3,814 % | 2,827 % | 6,556 % | 2,996 % | 2,793 % 31 | 2,845 % | 3,804 % | 2,837 % | 6,497 % | 3,005 % | 2,804 % 32 | 2,854 % | 3,793 % | 2,846 % | 6,440 % | 3,015 % | 2,814 % 33 | 2,864 % | 3,782 % | 2,856 % | 6,384 % | 3,023 % | 2,825 % 34 | 2,873 % | 3,772 % | 2,865 % | 6,330 % | 3,031 % | 2,835 % 35 | 2,882 % | 3,762 % | 2,874 % | 6,278 % | 3,039 % | 2,845 % 36 | 2,890 % | 3,752 % | 2,883 % | 6,227 % | 3,046 % | 2,854 % 37 | 2,899 % | 3,743 % | 2,892 % | 6,179 % | 3,053 % | 2,864 % 38 | 2,907 % | 3,734 % | 2,900 % | 6,132 % | 3,060 % | 2,873 % 39 | 2,915 % | 3,725 % | 2,909 % | 6,087 % | 3,066 % | 2,881 % 40 | 2,923 % | 3,716 % | 2,917 % | 6,043 % | 3,072 % | 2,890 % 41 | 2,931 % | 3,707 % | 2,924 % | 6,001 % | 3,077 % | 2,898 % 42 | 2,938 % | 3,699 % | 2,932 % | 5,961 % | 3,082 % | 2,907 % 43 | 2,945 % | 3,691 % | 2,939 % | 5,922 % | 3,087 % | 2,914 % 44 | 2,952 % | 3,683 % | 2,946 % | 5,885 % | 3,092 % | 2,922 % 45 | 2,959 % | 3,676 % | 2,953 % | 5,849 % | 3,097 % | 2,929 % 46 | 2,966 % | 3,669 % | 2,960 % | 5,815 % | 3,101 % | 2,936 % 47 | 2,972 % | 3,662 % | 2,966 % | 5,782 % | 3,106 % | 2,943 % 48 | 2,978 % | 3,655 % | 2,972 % | 5,750 % | 3,110 % | 2,950 % 49 | 2,984 % | 3,648 % | 2,978 % | 5,719 % | 3,113 % | 2,957 % 50 | 2,990 % | 3,642 % | 2,984 % | 5,689 % | 3,117 % | 2,963 % 51 | 2,995 % | 3,636 % | 2,990 % | 5,660 % | 3,121 % | 2,969 % 52 | 3,001 % | 3,630 % | 2,996 % | 5,633 % | 3,124 % | 2,975 % 53 | 3,006 % | 3,624 % | 3,001 % | 5,606 % | 3,128 % | 2,981 % 54 | 3,011 % | 3,618 % | 3,006 % | 5,580 % | 3,131 % | 2,986 % 55 | 3,016 % | 3,613 % | 3,011 % | 5,555 % | 3,134 % | 2,992 % 56 | 3,021 % | 3,607 % | 3,016 % | 5,531 % | 3,137 % | 2,997 % 57 | 3,025 % | 3,602 % | 3,021 % | 5,508 % | 3,140 % | 3,002 % 58 | 3,030 % | 3,597 % | 3,025 % | 5,486 % | 3,142 % | 3,007 % 59 | 3,034 % | 3,592 % | 3,030 % | 5,464 % | 3,145 % | 3,011 % 60 | 3,038 % | 3,588 % | 3,034 % | 5,443 % | 3,148 % | 3,016 % 61 | 3,043 % | 3,583 % | 3,038 % | 5,423 % | 3,150 % | 3,021 % 62 | 3,047 % | 3,579 % | 3,042 % | 5,403 % | 3,153 % | 3,025 % 63 | 3,051 % | 3,574 % | 3,046 % | 5,384 % | 3,155 % | 3,029 % 64 | 3,054 % | 3,570 % | 3,050 % | 5,365 % | 3,157 % | 3,033 % 65 | 3,058 % | 3,566 % | 3,054 % | 5,348 % | 3,159 % | 3,037 % 66 | 3,062 % | 3,562 % | 3,057 % | 5,330 % | 3,161 % | 3,041 % 67 | 3,065 % | 3,558 % | 3,061 % | 5,313 % | 3,164 % | 3,045 % 68 | 3,068 % | 3,555 % | 3,064 % | 5,297 % | 3,166 % | 3,049 % 69 | 3,072 % | 3,551 % | 3,068 % | 5,281 % | 3,168 % | 3,052 % 70 | 3,075 % | 3,547 % | 3,071 % | 5,265 % | 3,169 % | 3,056 % 71 | 3,078 % | 3,544 % | 3,074 % | 5,250 % | 3,171 % | 3,059 % 72 | 3,081 % | 3,541 % | 3,077 % | 5,236 % | 3,173 % | 3,062 % 73 | 3,084 % | 3,537 % | 3,080 % | 5,222 % | 3,175 % | 3,066 % 74 | 3,087 % | 3,534 % | 3,083 % | 5,208 % | 3,176 % | 3,069 % 75 | 3,090 % | 3,531 % | 3,086 % | 5,194 % | 3,178 % | 3,072 % 76 | 3,092 % | 3,528 % | 3,089 % | 5,181 % | 3,180 % | 3,075 % 77 | 3,095 % | 3,525 % | 3,092 % | 5,168 % | 3,181 % | 3,078 % 78 | 3,098 % | 3,522 % | 3,094 % | 5,156 % | 3,183 % | 3,080 % 79 | 3,100 % | 3,520 % | 3,097 % | 5,144 % | 3,184 % | 3,083 % 80 | 3,103 % | 3,517 % | 3,099 % | 5,132 % | 3,186 % | 3,086 % 81 | 3,105 % | 3,514 % | 3,102 % | 5,120 % | 3,187 % | 3,088 % 82 | 3,107 % | 3,512 % | 3,104 % | 5,109 % | 3,188 % | 3,091 % 83 | 3,110 % | 3,509 % | 3,106 % | 5,098 % | 3,190 % | 3,094 % 84 | 3,112 % | 3,507 % | 3,109 % | 5,087 % | 3,191 % | 3,096 % 85 | 3,114 % | 3,504 % | 3,111 % | 5,077 % | 3,192 % | 3,098 % 86 | 3,116 % | 3,502 % | 3,113 % | 5,067 % | 3,194 % | 3,101 % 87 | 3,118 % | 3,499 % | 3,115 % | 5,057 % | 3,195 % | 3,103 % 88 | 3,120 % | 3,497 % | 3,117 % | 5,047 % | 3,196 % | 3,105 % 89 | 3,122 % | 3,495 % | 3,119 % | 5,037 % | 3,197 % | 3,107 % 90 | 3,124 % | 3,493 % | 3,121 % | 5,028 % | 3,198 % | 3,110 % 91 | 3,126 % | 3,491 % | 3,123 % | 5,019 % | 3,200 % | 3,112 % 92 | 3,128 % | 3,489 % | 3,125 % | 5,010 % | 3,201 % | 3,114 % 93 | 3,130 % | 3,487 % | 3,127 % | 5,001 % | 3,202 % | 3,116 % 94 | 3,132 % | 3,485 % | 3,129 % | 4,993 % | 3,203 % | 3,118 % 95 | 3,134 % | 3,483 % | 3,131 % | 4,984 % | 3,204 % | 3,120 % 96 | 3,135 % | 3,481 % | 3,133 % | 4,976 % | 3,205 % | 3,121 % 97 | 3,137 % | 3,479 % | 3,134 % | 4,968 % | 3,206 % | 3,123 % 98 | 3,139 % | 3,477 % | 3,136 % | 4,960 % | 3,207 % | 3,125 % 99 | 3,140 % | 3,475 % | 3,138 % | 4,952 % | 3,208 % | 3,127 % 100 | 3,142 % | 3,474 % | 3,139 % | 4,945 % | 3,209 % | 3,129 % 101 | 3,144 % | 3,472 % | 3,141 % | 4,937 % | 3,209 % | 3,130 % 102 | 3,145 % | 3,470 % | 3,142 % | 4,930 % | 3,210 % | 3,132 % 103 | 3,147 % | 3,469 % | 3,144 % | 4,923 % | 3,211 % | 3,134 % 104 | 3,148 % | 3,467 % | 3,145 % | 4,916 % | 3,212 % | 3,135 % 105 | 3,149 % | 3,465 % | 3,147 % | 4,909 % | 3,213 % | 3,137 % 106 | 3,151 % | 3,464 % | 3,148 % | 4,903 % | 3,214 % | 3,138 % 107 | 3,152 % | 3,462 % | 3,150 % | 4,896 % | 3,215 % | 3,140 % 108 | 3,154 % | 3,461 % | 3,151 % | 4,889 % | 3,215 % | 3,141 % 109 | 3,155 % | 3,459 % | 3,153 % | 4,883 % | 3,216 % | 3,143 % 110 | 3,156 % | 3,458 % | 3,154 % | 4,877 % | 3,217 % | 3,144 % 111 | 3,158 % | 3,456 % | 3,155 % | 4,871 % | 3,218 % | 3,145 % 112 | 3,159 % | 3,455 % | 3,156 % | 4,865 % | 3,218 % | 3,147 % 113 | 3,160 % | 3,454 % | 3,158 % | 4,859 % | 3,219 % | 3,148 % 114 | 3,161 % | 3,452 % | 3,159 % | 4,853 % | 3,220 % | 3,150 % 115 | 3,163 % | 3,451 % | 3,160 % | 4,847 % | 3,220 % | 3,151 % 116 | 3,164 % | 3,450 % | 3,161 % | 4,842 % | 3,221 % | 3,152 % 117 | 3,165 % | 3,448 % | 3,163 % | 4,836 % | 3,222 % | 3,153 % 118 | 3,166 % | 3,447 % | 3,164 % | 4,831 % | 3,223 % | 3,155 % 119 | 3,167 % | 3,446 % | 3,165 % | 4,826 % | 3,223 % | 3,156 % 120 | 3,168 % | 3,445 % | 3,166 % | 4,820 % | 3,224 % | 3,157 % 121 | 3,169 % | 3,443 % | 3,167 % | 4,815 % | 3,224 % | 3,158 % 122 | 3,170 % | 3,442 % | 3,168 % | 4,810 % | 3,225 % | 3,159 % 123 | 3,171 % | 3,441 % | 3,169 % | 4,805 % | 3,226 % | 3,161 % 124 | 3,172 % | 3,440 % | 3,170 % | 4,800 % | 3,226 % | 3,162 % 125 | 3,174 % | 3,439 % | 3,171 % | 4,795 % | 3,227 % | 3,163 % 126 | 3,175 % | 3,438 % | 3,172 % | 4,791 % | 3,227 % | 3,164 % 127 | 3,176 % | 3,437 % | 3,173 % | 4,786 % | 3,228 % | 3,165 % 128 | 3,176 % | 3,436 % | 3,174 % | 4,781 % | 3,229 % | 3,166 % 129 | 3,177 % | 3,435 % | 3,175 % | 4,777 % | 3,229 % | 3,167 % 130 | 3,178 % | 3,434 % | 3,176 % | 4,772 % | 3,230 % | 3,168 % 131 | 3,179 % | 3,432 % | 3,177 % | 4,768 % | 3,230 % | 3,169 % 132 | 3,180 % | 3,431 % | 3,178 % | 4,764 % | 3,231 % | 3,170 % 133 | 3,181 % | 3,430 % | 3,179 % | 4,760 % | 3,231 % | 3,171 % 134 | 3,182 % | 3,430 % | 3,180 % | 4,755 % | 3,232 % | 3,172 % 135 | 3,183 % | 3,429 % | 3,181 % | 4,751 % | 3,232 % | 3,173 % 136 | 3,184 % | 3,428 % | 3,182 % | 4,747 % | 3,233 % | 3,174 % 137 | 3,185 % | 3,427 % | 3,183 % | 4,743 % | 3,233 % | 3,175 % 138 | 3,185 % | 3,426 % | 3,183 % | 4,739 % | 3,234 % | 3,176 % 139 | 3,186 % | 3,425 % | 3,184 % | 4,735 % | 3,234 % | 3,177 % 140 | 3,187 % | 3,424 % | 3,185 % | 4,731 % | 3,235 % | 3,177 % 141 | 3,188 % | 3,423 % | 3,186 % | 4,728 % | 3,235 % | 3,178 % 142 | 3,189 % | 3,422 % | 3,187 % | 4,724 % | 3,236 % | 3,179 % 143 | 3,189 % | 3,421 % | 3,188 % | 4,720 % | 3,236 % | 3,180 % 144 | 3,190 % | 3,421 % | 3,188 % | 4,717 % | 3,236 % | 3,181 % 145 | 3,191 % | 3,420 % | 3,189 % | 4,713 % | 3,237 % | 3,182 % 146 | 3,192 % | 3,419 % | 3,190 % | 4,710 % | 3,237 % | 3,183 % 147 | 3,192 % | 3,418 % | 3,191 % | 4,706 % | 3,238 % | 3,183 % 148 | 3,193 % | 3,417 % | 3,191 % | 4,703 % | 3,238 % | 3,184 % 149 | 3,194 % | 3,416 % | 3,192 % | 4,699 % | 3,239 % | 3,185 % 150 | 3,195 % | 3,416 % | 3,193 % | 4,696 % | 3,239 % | 3,186 % Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc ---|---|---|---|---|---|--- 1 | 3,798 % | 7,024 % | 4,287 % | 7,650 % | 3,809 % | –0,148 % 2 | 3,617 % | 7,184 % | 4,432 % | 7,494 % | 3,764 % | –0,131 % 3 | 3,592 % | 7,300 % | 4,549 % | 7,370 % | 3,700 % | –0,050 % 4 | 3,616 % | 7,361 % | 4,680 % | 7,254 % | 3,649 % | 0,049 % 5 | 3,663 % | 7,396 % | 4,833 % | 7,158 % | 3,623 % | 0,145 % 6 | 3,727 % | 7,404 % | 4,990 % | 7,080 % | 3,623 % | 0,234 % 7 | 3,801 % | 7,388 % | 5,141 % | 7,015 % | 3,636 % | 0,316 % 8 | 3,880 % | 7,359 % | 5,281 % | 6,959 % | 3,652 % | 0,393 % 9 | 3,959 % | 7,306 % | 5,395 % | 6,899 % | 3,668 % | 0,466 % 10 | 4,036 % | 7,243 % | 5,487 % | 6,827 % | 3,680 % | 0,536 % 11 | 4,112 % | 7,167 % | 5,544 % | 6,744 % | 3,688 % | 0,602 % 12 | 4,185 % | 7,080 % | 5,570 % | 6,656 % | 3,691 % | 0,666 % 13 | 4,252 % | 6,986 % | 5,575 % | 6,565 % | 3,691 % | 0,727 % 14 | 4,312 % | 6,889 % | 5,563 % | 6,472 % | 3,690 % | 0,785 % 15 | 4,365 % | 6,789 % | 5,539 % | 6,379 % | 3,687 % | 0,839 % 16 | 4,411 % | 6,690 % | 5,507 % | 6,286 % | 3,682 % | 0,891 % 17 | 4,451 % | 6,590 % | 5,469 % | 6,196 % | 3,677 % | 0,941 % 18 | 4,485 % | 6,492 % | 5,426 % | 6,107 % | 3,671 % | 0,987 % 19 | 4,514 % | 6,396 % | 5,380 % | 6,021 % | 3,665 % | 1,031 % 20 | 4,538 % | 6,303 % | 5,333 % | 5,937 % | 3,659 % | 1,073 % 21 | 4,558 % | 6,212 % | 5,284 % | 5,857 % | 3,652 % | 1,113 % 22 | 4,573 % | 6,124 % | 5,235 % | 5,779 % | 3,645 % | 1,151 % 23 | 4,585 % | 6,040 % | 5,186 % | 5,704 % | 3,638 % | 1,187 % 24 | 4,592 % | 5,958 % | 5,138 % | 5,632 % | 3,631 % | 1,221 % 25 | 4,596 % | 5,879 % | 5,090 % | 5,563 % | 3,625 % | 1,253 % 26 | 4,597 % | 5,804 % | 5,043 % | 5,496 % | 3,618 % | 1,284 % 27 | 4,594 % | 5,731 % | 4,998 % | 5,433 % | 3,611 % | 1,313 % 28 | 4,588 % | 5,662 % | 4,953 % | 5,372 % | 3,605 % | 1,341 % 29 | 4,580 % | 5,595 % | 4,911 % | 5,313 % | 3,598 % | 1,368 % 30 | 4,569 % | 5,531 % | 4,869 % | 5,258 % | 3,592 % | 1,393 % 31 | 4,556 % | 5,470 % | 4,829 % | 5,204 % | 3,586 % | 1,417 % 32 | 4,541 % | 5,412 % | 4,790 % | 5,153 % | 3,580 % | 1,441 % 33 | 4,524 % | 5,356 % | 4,752 % | 5,104 % | 3,574 % | 1,463 % 34 | 4,505 % | 5,302 % | 4,716 % | 5,057 % | 3,568 % | 1,484 % 35 | 4,484 % | 5,251 % | 4,682 % | 5,012 % | 3,563 % | 1,504 % 36 | 4,462 % | 5,202 % | 4,648 % | 4,969 % | 3,557 % | 1,523 % 37 | 4,438 % | 5,155 % | 4,616 % | 4,928 % | 3,552 % | 1,542 % 38 | 4,413 % | 5,109 % | 4,585 % | 4,889 % | 3,547 % | 1,560 % 39 | 4,387 % | 5,066 % | 4,555 % | 4,851 % | 3,542 % | 1,577 % 40 | 4,359 % | 5,025 % | 4,527 % | 4,815 % | 3,537 % | 1,593 % 41 | 4,329 % | 4,985 % | 4,499 % | 4,780 % | 3,533 % | 1,609 % 42 | 4,300 % | 4,947 % | 4,473 % | 4,747 % | 3,528 % | 1,624 % 43 | 4,269 % | 4,910 % | 4,447 % | 4,715 % | 3,524 % | 1,639 % 44 | 4,239 % | 4,875 % | 4,423 % | 4,684 % | 3,519 % | 1,652 % 45 | 4,210 % | 4,841 % | 4,399 % | 4,654 % | 3,515 % | 1,666 % 46 | 4,181 % | 4,809 % | 4,376 % | 4,626 % | 3,511 % | 1,679 % 47 | 4,153 % | 4,778 % | 4,354 % | 4,599 % | 3,508 % | 1,691 % 48 | 4,126 % | 4,748 % | 4,333 % | 4,572 % | 3,504 % | 1,703 % 49 | 4,101 % | 4,719 % | 4,313 % | 4,547 % | 3,500 % | 1,715 % 50 | 4,077 % | 4,691 % | 4,293 % | 4,523 % | 3,497 % | 1,726 % 51 | 4,054 % | 4,664 % | 4,274 % | 4,499 % | 3,493 % | 1,737 % 52 | 4,034 % | 4,638 % | 4,256 % | 4,477 % | 3,490 % | 1,747 % 53 | 4,014 % | 4,613 % | 4,238 % | 4,455 % | 3,487 % | 1,757 % 54 | 3,996 % | 4,589 % | 4,221 % | 4,434 % | 3,483 % | 1,767 % 55 | 3,979 % | 4,566 % | 4,205 % | 4,413 % | 3,480 % | 1,776 % 56 | 3,962 % | 4,544 % | 4,189 % | 4,394 % | 3,477 % | 1,785 % 57 | 3,947 % | 4,522 % | 4,173 % | 4,375 % | 3,475 % | 1,794 % 58 | 3,933 % | 4,501 % | 4,159 % | 4,356 % | 3,472 % | 1,802 % 59 | 3,919 % | 4,481 % | 4,144 % | 4,338 % | 3,469 % | 1,811 % 60 | 3,906 % | 4,461 % | 4,130 % | 4,321 % | 3,466 % | 1,819 % 61 | 3,894 % | 4,442 % | 4,117 % | 4,305 % | 3,464 % | 1,826 % 62 | 3,882 % | 4,424 % | 4,104 % | 4,288 % | 3,461 % | 1,834 % 63 | 3,871 % | 4,406 % | 4,091 % | 4,273 % | 3,459 % | 1,841 % 64 | 3,860 % | 4,389 % | 4,079 % | 4,258 % | 3,457 % | 1,848 % 65 | 3,850 % | 4,372 % | 4,067 % | 4,243 % | 3,454 % | 1,855 % 66 | 3,840 % | 4,356 % | 4,055 % | 4,229 % | 3,452 % | 1,862 % 67 | 3,831 % | 4,340 % | 4,044 % | 4,215 % | 3,450 % | 1,868 % 68 | 3,822 % | 4,325 % | 4,033 % | 4,201 % | 3,448 % | 1,874 % 69 | 3,813 % | 4,310 % | 4,022 % | 4,188 % | 3,446 % | 1,880 % 70 | 3,805 % | 4,295 % | 4,012 % | 4,176 % | 3,444 % | 1,886 % 71 | 3,797 % | 4,281 % | 4,002 % | 4,163 % | 3,442 % | 1,892 % 72 | 3,789 % | 4,268 % | 3,992 % | 4,151 % | 3,440 % | 1,898 % 73 | 3,782 % | 4,254 % | 3,983 % | 4,140 % | 3,438 % | 1,903 % 74 | 3,775 % | 4,242 % | 3,974 % | 4,128 % | 3,436 % | 1,908 % 75 | 3,768 % | 4,229 % | 3,965 % | 4,117 % | 3,434 % | 1,914 % 76 | 3,761 % | 4,217 % | 3,956 % | 4,106 % | 3,433 % | 1,919 % 77 | 3,755 % | 4,205 % | 3,947 % | 4,096 % | 3,431 % | 1,924 % 78 | 3,749 % | 4,193 % | 3,939 % | 4,086 % | 3,429 % | 1,928 % 79 | 3,743 % | 4,182 % | 3,931 % | 4,076 % | 3,428 % | 1,933 % 80 | 3,737 % | 4,171 % | 3,923 % | 4,066 % | 3,426 % | 1,938 % 81 | 3,731 % | 4,160 % | 3,915 % | 4,056 % | 3,425 % | 1,942 % 82 | 3,726 % | 4,149 % | 3,908 % | 4,047 % | 3,423 % | 1,946 % 83 | 3,720 % | 4,139 % | 3,900 % | 4,038 % | 3,422 % | 1,951 % 84 | 3,715 % | 4,129 % | 3,893 % | 4,029 % | 3,420 % | 1,955 % 85 | 3,710 % | 4,119 % | 3,886 % | 4,021 % | 3,419 % | 1,959 % 86 | 3,705 % | 4,110 % | 3,880 % | 4,012 % | 3,417 % | 1,963 % 87 | 3,700 % | 4,100 % | 3,873 % | 4,004 % | 3,416 % | 1,967 % 88 | 3,695 % | 4,091 % | 3,866 % | 3,996 % | 3,415 % | 1,970 % 89 | 3,691 % | 4,082 % | 3,860 % | 3,988 % | 3,413 % | 1,974 % 90 | 3,686 % | 4,074 % | 3,854 % | 3,981 % | 3,412 % | 1,978 % 91 | 3,682 % | 4,065 % | 3,848 % | 3,973 % | 3,411 % | 1,981 % 92 | 3,678 % | 4,057 % | 3,842 % | 3,966 % | 3,410 % | 1,985 % 93 | 3,674 % | 4,049 % | 3,836 % | 3,959 % | 3,409 % | 1,988 % 94 | 3,669 % | 4,041 % | 3,830 % | 3,952 % | 3,407 % | 1,991 % 95 | 3,665 % | 4,033 % | 3,824 % | 3,945 % | 3,406 % | 1,995 % 96 | 3,662 % | 4,025 % | 3,819 % | 3,938 % | 3,405 % | 1,998 % 97 | 3,658 % | 4,018 % | 3,814 % | 3,931 % | 3,404 % | 2,001 % 98 | 3,654 % | 4,010 % | 3,808 % | 3,925 % | 3,403 % | 2,004 % 99 | 3,650 % | 4,003 % | 3,803 % | 3,919 % | 3,402 % | 2,007 % 100 | 3,647 % | 3,996 % | 3,798 % | 3,912 % | 3,401 % | 2,010 % 101 | 3,643 % | 3,989 % | 3,793 % | 3,906 % | 3,400 % | 2,013 % 102 | 3,640 % | 3,982 % | 3,788 % | 3,900 % | 3,399 % | 2,015 % 103 | 3,637 % | 3,976 % | 3,784 % | 3,895 % | 3,398 % | 2,018 % 104 | 3,633 % | 3,969 % | 3,779 % | 3,889 % | 3,397 % | 2,021 % 105 | 3,630 % | 3,963 % | 3,774 % | 3,883 % | 3,396 % | 2,024 % 106 | 3,627 % | 3,957 % | 3,770 % | 3,878 % | 3,395 % | 2,026 % 107 | 3,624 % | 3,950 % | 3,766 % | 3,872 % | 3,394 % | 2,029 % 108 | 3,621 % | 3,944 % | 3,761 % | 3,867 % | 3,394 % | 2,031 % 109 | 3,618 % | 3,938 % | 3,757 % | 3,862 % | 3,393 % | 2,034 % 110 | 3,615 % | 3,933 % | 3,753 % | 3,857 % | 3,392 % | 2,036 % 111 | 3,612 % | 3,927 % | 3,749 % | 3,852 % | 3,391 % | 2,038 % 112 | 3,609 % | 3,921 % | 3,745 % | 3,847 % | 3,390 % | 2,041 % 113 | 3,607 % | 3,916 % | 3,741 % | 3,842 % | 3,389 % | 2,043 % 114 | 3,604 % | 3,910 % | 3,737 % | 3,837 % | 3,389 % | 2,045 % 115 | 3,601 % | 3,905 % | 3,733 % | 3,832 % | 3,388 % | 2,048 % 116 | 3,599 % | 3,900 % | 3,729 % | 3,828 % | 3,387 % | 2,050 % 117 | 3,596 % | 3,895 % | 3,726 % | 3,823 % | 3,386 % | 2,052 % 118 | 3,594 % | 3,890 % | 3,722 % | 3,819 % | 3,386 % | 2,054 % 119 | 3,591 % | 3,885 % | 3,719 % | 3,814 % | 3,385 % | 2,056 % 120 | 3,589 % | 3,880 % | 3,715 % | 3,810 % | 3,384 % | 2,058 % 121 | 3,586 % | 3,875 % | 3,712 % | 3,806 % | 3,384 % | 2,060 % 122 | 3,584 % | 3,870 % | 3,708 % | 3,802 % | 3,383 % | 2,062 % 123 | 3,582 % | 3,866 % | 3,705 % | 3,798 % | 3,382 % | 2,064 % 124 | 3,579 % | 3,861 % | 3,702 % | 3,794 % | 3,382 % | 2,066 % 125 | 3,577 % | 3,856 % | 3,698 % | 3,790 % | 3,381 % | 2,068 % 126 | 3,575 % | 3,852 % | 3,695 % | 3,786 % | 3,380 % | 2,070 % 127 | 3,573 % | 3,848 % | 3,692 % | 3,782 % | 3,380 % | 2,071 % 128 | 3,571 % | 3,843 % | 3,689 % | 3,778 % | 3,379 % | 2,073 % 129 | 3,568 % | 3,839 % | 3,686 % | 3,774 % | 3,378 % | 2,075 % 130 | 3,566 % | 3,835 % | 3,683 % | 3,771 % | 3,378 % | 2,077 % 131 | 3,564 % | 3,831 % | 3,680 % | 3,767 % | 3,377 % | 2,078 % 132 | 3,562 % | 3,827 % | 3,677 % | 3,764 % | 3,377 % | 2,080 % 133 | 3,560 % | 3,823 % | 3,674 % | 3,760 % | 3,376 % | 2,082 % 134 | 3,558 % | 3,819 % | 3,672 % | 3,757 % | 3,375 % | 2,083 % 135 | 3,557 % | 3,815 % | 3,669 % | 3,753 % | 3,375 % | 2,085 % 136 | 3,555 % | 3,811 % | 3,666 % | 3,750 % | 3,374 % | 2,087 % 137 | 3,553 % | 3,808 % | 3,663 % | 3,747 % | 3,374 % | 2,088 % 138 | 3,551 % | 3,804 % | 3,661 % | 3,743 % | 3,373 % | 2,090 % 139 | 3,549 % | 3,800 % | 3,658 % | 3,740 % | 3,373 % | 2,091 % 140 | 3,547 % | 3,797 % | 3,656 % | 3,737 % | 3,372 % | 2,093 % 141 | 3,546 % | 3,793 % | 3,653 % | 3,734 % | 3,372 % | 2,094 % 142 | 3,544 % | 3,790 % | 3,651 % | 3,731 % | 3,371 % | 2,096 % 143 | 3,542 % | 3,786 % | 3,648 % | 3,728 % | 3,371 % | 2,097 % 144 | 3,540 % | 3,783 % | 3,646 % | 3,725 % | 3,370 % | 2,098 % 145 | 3,539 % | 3,780 % | 3,643 % | 3,722 % | 3,370 % | 2,100 % 146 | 3,537 % | 3,776 % | 3,641 % | 3,719 % | 3,369 % | 2,101 % 147 | 3,536 % | 3,773 % | 3,639 % | 3,716 % | 3,369 % | 2,102 % 148 | 3,534 % | 3,770 % | 3,636 % | 3,713 % | 3,368 % | 2,104 % 149 | 3,532 % | 3,767 % | 3,634 % | 3,711 % | 3,368 % | 2,105 % 150 | 3,531 % | 3,764 % | 3,632 % | 3,708 % | 3,367 % | 2,106 % Term to maturity (in years) | Australian dollar | Canadian dollar | Colombian peso | Hong Kong dollar | New Taiwan dollar | Renminbi-yuan ---|---|---|---|---|---|--- 1 | 3,371 % | 2,518 % | 7,904 % | 2,218 % | 0,905 % | 1,195 % 2 | 3,243 % | 2,482 % | 9,124 % | 2,239 % | 0,941 % | 1,139 % 3 | 3,278 % | 2,525 % | 10,041 % | 2,254 % | 0,976 % | 1,135 % 4 | 3,364 % | 2,576 % | 10,695 % | 2,277 % | 1,003 % | 1,140 % 5 | 3,469 % | 2,639 % | 11,160 % | 2,318 % | 1,028 % | 1,150 % 6 | 3,580 % | 2,722 % | 11,501 % | 2,376 % | 1,050 % | 1,145 % 7 | 3,699 % | 2,811 % | 11,795 % | 2,441 % | 1,070 % | 1,140 % 8 | 3,808 % | 2,896 % | 12,029 % | 2,507 % | 1,088 % | 1,147 % 9 | 3,906 % | 2,972 % | 12,239 % | 2,569 % | 1,106 % | 1,171 % 10 | 3,991 % | 3,034 % | 12,433 % | 2,624 % | 1,121 % | 1,214 % 11 | 4,063 % | 3,082 % | 12,550 % | 2,674 % | 1,150 % | 1,276 % 12 | 4,126 % | 3,119 % | 12,593 % | 2,717 % | 1,191 % | 1,350 % 13 | 4,179 % | 3,148 % | 12,578 % | 2,755 % | 1,240 % | 1,431 % 14 | 4,224 % | 3,170 % | 12,518 % | 2,789 % | 1,293 % | 1,514 % 15 | 4,263 % | 3,188 % | 12,423 % | 2,818 % | 1,349 % | 1,599 % 16 | 4,297 % | 3,201 % | 12,299 % | 2,845 % | 1,405 % | 1,682 % 17 | 4,324 % | 3,211 % | 12,155 % | 2,868 % | 1,461 % | 1,764 % 18 | 4,346 % | 3,219 % | 11,994 % | 2,889 % | 1,516 % | 1,843 % 19 | 4,360 % | 3,226 % | 11,821 % | 2,908 % | 1,570 % | 1,920 % 20 | 4,367 % | 3,230 % | 11,640 % | 2,925 % | 1,623 % | 1,994 % 21 | 4,367 % | 3,234 % | 11,455 % | 2,941 % | 1,673 % | 2,065 % 22 | 4,360 % | 3,237 % | 11,266 % | 2,955 % | 1,722 % | 2,132 % 23 | 4,350 % | 3,239 % | 11,077 % | 2,968 % | 1,769 % | 2,197 % 24 | 4,336 % | 3,240 % | 10,890 % | 2,981 % | 1,814 % | 2,259 % 25 | 4,321 % | 3,241 % | 10,704 % | 2,992 % | 1,858 % | 2,318 % 26 | 4,304 % | 3,242 % | 10,523 % | 3,002 % | 1,899 % | 2,374 % 27 | 4,287 % | 3,242 % | 10,346 % | 3,012 % | 1,939 % | 2,428 % 28 | 4,269 % | 3,243 % | 10,173 % | 3,021 % | 1,977 % | 2,479 % 29 | 4,250 % | 3,243 % | 10,006 % | 3,030 % | 2,014 % | 2,528 % 30 | 4,232 % | 3,243 % | 9,845 % | 3,038 % | 2,048 % | 2,574 % 31 | 4,214 % | 3,244 % | 9,690 % | 3,045 % | 2,082 % | 2,619 % 32 | 4,196 % | 3,244 % | 9,540 % | 3,052 % | 2,114 % | 2,661 % 33 | 4,178 % | 3,245 % | 9,396 % | 3,059 % | 2,144 % | 2,702 % 34 | 4,160 % | 3,245 % | 9,258 % | 3,066 % | 2,174 % | 2,741 % 35 | 4,143 % | 3,246 % | 9,125 % | 3,072 % | 2,202 % | 2,778 % 36 | 4,126 % | 3,246 % | 8,998 % | 3,077 % | 2,229 % | 2,813 % 37 | 4,109 % | 3,247 % | 8,876 % | 3,083 % | 2,254 % | 2,847 % 38 | 4,093 % | 3,247 % | 8,759 % | 3,088 % | 2,279 % | 2,879 % 39 | 4,078 % | 3,248 % | 8,648 % | 3,093 % | 2,303 % | 2,911 % 40 | 4,062 % | 3,249 % | 8,540 % | 3,098 % | 2,325 % | 2,940 % 41 | 4,047 % | 3,249 % | 8,438 % | 3,102 % | 2,347 % | 2,969 % 42 | 4,033 % | 3,250 % | 8,339 % | 3,107 % | 2,368 % | 2,996 % 43 | 4,019 % | 3,250 % | 8,245 % | 3,111 % | 2,388 % | 3,023 % 44 | 4,005 % | 3,251 % | 8,154 % | 3,115 % | 2,408 % | 3,048 % 45 | 3,991 % | 3,252 % | 8,067 % | 3,118 % | 2,426 % | 3,072 % 46 | 3,978 % | 3,252 % | 7,984 % | 3,122 % | 2,444 % | 3,095 % 47 | 3,966 % | 3,253 % | 7,904 % | 3,126 % | 2,462 % | 3,118 % 48 | 3,954 % | 3,253 % | 7,827 % | 3,129 % | 2,478 % | 3,140 % 49 | 3,942 % | 3,254 % | 7,753 % | 3,132 % | 2,494 % | 3,160 % 50 | 3,930 % | 3,254 % | 7,682 % | 3,135 % | 2,510 % | 3,180 % 51 | 3,919 % | 3,255 % | 7,613 % | 3,138 % | 2,525 % | 3,200 % 52 | 3,908 % | 3,256 % | 7,547 % | 3,141 % | 2,539 % | 3,218 % 53 | 3,898 % | 3,256 % | 7,484 % | 3,144 % | 2,553 % | 3,236 % 54 | 3,887 % | 3,257 % | 7,423 % | 3,147 % | 2,566 % | 3,254 % 55 | 3,877 % | 3,257 % | 7,364 % | 3,150 % | 2,579 % | 3,271 % 56 | 3,868 % | 3,258 % | 7,307 % | 3,152 % | 2,592 % | 3,287 % 57 | 3,858 % | 3,258 % | 7,252 % | 3,155 % | 2,604 % | 3,303 % 58 | 3,849 % | 3,259 % | 7,199 % | 3,157 % | 2,616 % | 3,318 % 59 | 3,840 % | 3,259 % | 7,147 % | 3,159 % | 2,627 % | 3,332 % 60 | 3,832 % | 3,260 % | 7,098 % | 3,161 % | 2,638 % | 3,347 % 61 | 3,824 % | 3,260 % | 7,050 % | 3,164 % | 2,649 % | 3,360 % 62 | 3,815 % | 3,261 % | 7,003 % | 3,166 % | 2,659 % | 3,374 % 63 | 3,808 % | 3,261 % | 6,958 % | 3,168 % | 2,669 % | 3,387 % 64 | 3,800 % | 3,262 % | 6,915 % | 3,170 % | 2,679 % | 3,399 % 65 | 3,792 % | 3,262 % | 6,873 % | 3,172 % | 2,688 % | 3,411 % 66 | 3,785 % | 3,263 % | 6,832 % | 3,174 % | 2,697 % | 3,423 % 67 | 3,778 % | 3,263 % | 6,792 % | 3,175 % | 2,706 % | 3,435 % 68 | 3,771 % | 3,264 % | 6,753 % | 3,177 % | 2,715 % | 3,446 % 69 | 3,765 % | 3,264 % | 6,716 % | 3,179 % | 2,723 % | 3,457 % 70 | 3,758 % | 3,264 % | 6,680 % | 3,181 % | 2,731 % | 3,467 % 71 | 3,752 % | 3,265 % | 6,644 % | 3,182 % | 2,739 % | 3,477 % 72 | 3,746 % | 3,265 % | 6,610 % | 3,184 % | 2,747 % | 3,487 % 73 | 3,740 % | 3,266 % | 6,577 % | 3,185 % | 2,755 % | 3,497 % 74 | 3,734 % | 3,266 % | 6,544 % | 3,187 % | 2,762 % | 3,507 % 75 | 3,728 % | 3,266 % | 6,513 % | 3,188 % | 2,769 % | 3,516 % 76 | 3,723 % | 3,267 % | 6,482 % | 3,190 % | 2,776 % | 3,525 % 77 | 3,717 % | 3,267 % | 6,452 % | 3,191 % | 2,783 % | 3,533 % 78 | 3,712 % | 3,268 % | 6,423 % | 3,192 % | 2,789 % | 3,542 % 79 | 3,707 % | 3,268 % | 6,394 % | 3,194 % | 2,796 % | 3,550 % 80 | 3,702 % | 3,268 % | 6,367 % | 3,195 % | 2,802 % | 3,558 % 81 | 3,697 % | 3,269 % | 6,340 % | 3,196 % | 2,808 % | 3,566 % 82 | 3,692 % | 3,269 % | 6,313 % | 3,198 % | 2,814 % | 3,574 % 83 | 3,687 % | 3,269 % | 6,288 % | 3,199 % | 2,820 % | 3,581 % 84 | 3,683 % | 3,270 % | 6,262 % | 3,200 % | 2,826 % | 3,589 % 85 | 3,678 % | 3,270 % | 6,238 % | 3,201 % | 2,831 % | 3,596 % 86 | 3,674 % | 3,270 % | 6,214 % | 3,202 % | 2,837 % | 3,603 % 87 | 3,670 % | 3,271 % | 6,191 % | 3,203 % | 2,842 % | 3,610 % 88 | 3,665 % | 3,271 % | 6,168 % | 3,204 % | 2,847 % | 3,616 % 89 | 3,661 % | 3,271 % | 6,146 % | 3,205 % | 2,852 % | 3,623 % 90 | 3,657 % | 3,272 % | 6,124 % | 3,207 % | 2,857 % | 3,629 % 91 | 3,653 % | 3,272 % | 6,102 % | 3,208 % | 2,862 % | 3,636 % 92 | 3,649 % | 3,272 % | 6,082 % | 3,209 % | 2,867 % | 3,642 % 93 | 3,646 % | 3,272 % | 6,061 % | 3,209 % | 2,871 % | 3,648 % 94 | 3,642 % | 3,273 % | 6,041 % | 3,210 % | 2,876 % | 3,653 % 95 | 3,638 % | 3,273 % | 6,022 % | 3,211 % | 2,880 % | 3,659 % 96 | 3,635 % | 3,273 % | 6,002 % | 3,212 % | 2,885 % | 3,665 % 97 | 3,632 % | 3,273 % | 5,984 % | 3,213 % | 2,889 % | 3,670 % 98 | 3,628 % | 3,274 % | 5,965 % | 3,214 % | 2,893 % | 3,676 % 99 | 3,625 % | 3,274 % | 5,947 % | 3,215 % | 2,897 % | 3,681 % 100 | 3,622 % | 3,274 % | 5,930 % | 3,216 % | 2,901 % | 3,686 % 101 | 3,618 % | 3,274 % | 5,912 % | 3,217 % | 2,905 % | 3,691 % 102 | 3,615 % | 3,275 % | 5,896 % | 3,217 % | 2,909 % | 3,696 % 103 | 3,612 % | 3,275 % | 5,879 % | 3,218 % | 2,913 % | 3,701 % 104 | 3,609 % | 3,275 % | 5,863 % | 3,219 % | 2,917 % | 3,706 % 105 | 3,606 % | 3,275 % | 5,847 % | 3,220 % | 2,920 % | 3,711 % 106 | 3,603 % | 3,276 % | 5,831 % | 3,220 % | 2,924 % | 3,715 % 107 | 3,601 % | 3,276 % | 5,816 % | 3,221 % | 2,927 % | 3,720 % 108 | 3,598 % | 3,276 % | 5,801 % | 3,222 % | 2,931 % | 3,724 % 109 | 3,595 % | 3,276 % | 5,786 % | 3,223 % | 2,934 % | 3,728 % 110 | 3,592 % | 3,276 % | 5,771 % | 3,223 % | 2,937 % | 3,733 % 111 | 3,590 % | 3,277 % | 5,757 % | 3,224 % | 2,941 % | 3,737 % 112 | 3,587 % | 3,277 % | 5,743 % | 3,225 % | 2,944 % | 3,741 % 113 | 3,585 % | 3,277 % | 5,729 % | 3,225 % | 2,947 % | 3,745 % 114 | 3,582 % | 3,277 % | 5,716 % | 3,226 % | 2,950 % | 3,749 % 115 | 3,580 % | 3,277 % | 5,703 % | 3,227 % | 2,953 % | 3,753 % 116 | 3,577 % | 3,278 % | 5,689 % | 3,227 % | 2,956 % | 3,757 % 117 | 3,575 % | 3,278 % | 5,677 % | 3,228 % | 2,959 % | 3,761 % 118 | 3,572 % | 3,278 % | 5,664 % | 3,229 % | 2,962 % | 3,764 % 119 | 3,570 % | 3,278 % | 5,652 % | 3,229 % | 2,965 % | 3,768 % 120 | 3,568 % | 3,278 % | 5,639 % | 3,230 % | 2,968 % | 3,772 % 121 | 3,566 % | 3,279 % | 5,628 % | 3,230 % | 2,970 % | 3,775 % 122 | 3,564 % | 3,279 % | 5,616 % | 3,231 % | 2,973 % | 3,779 % 123 | 3,561 % | 3,279 % | 5,604 % | 3,231 % | 2,976 % | 3,782 % 124 | 3,559 % | 3,279 % | 5,593 % | 3,232 % | 2,978 % | 3,785 % 125 | 3,557 % | 3,279 % | 5,582 % | 3,232 % | 2,981 % | 3,789 % 126 | 3,555 % | 3,279 % | 5,570 % | 3,233 % | 2,983 % | 3,792 % 127 | 3,553 % | 3,280 % | 5,560 % | 3,234 % | 2,986 % | 3,795 % 128 | 3,551 % | 3,280 % | 5,549 % | 3,234 % | 2,988 % | 3,798 % 129 | 3,549 % | 3,280 % | 5,538 % | 3,235 % | 2,991 % | 3,801 % 130 | 3,547 % | 3,280 % | 5,528 % | 3,235 % | 2,993 % | 3,805 % 131 | 3,545 % | 3,280 % | 5,518 % | 3,236 % | 2,996 % | 3,808 % 132 | 3,544 % | 3,280 % | 5,508 % | 3,236 % | 2,998 % | 3,810 % 133 | 3,542 % | 3,280 % | 5,498 % | 3,237 % | 3,000 % | 3,813 % 134 | 3,540 % | 3,281 % | 5,488 % | 3,237 % | 3,002 % | 3,816 % 135 | 3,538 % | 3,281 % | 5,479 % | 3,237 % | 3,005 % | 3,819 % 136 | 3,536 % | 3,281 % | 5,469 % | 3,238 % | 3,007 % | 3,822 % 137 | 3,535 % | 3,281 % | 5,460 % | 3,238 % | 3,009 % | 3,825 % 138 | 3,533 % | 3,281 % | 5,451 % | 3,239 % | 3,011 % | 3,827 % 139 | 3,531 % | 3,281 % | 5,442 % | 3,239 % | 3,013 % | 3,830 % 140 | 3,530 % | 3,281 % | 5,433 % | 3,240 % | 3,015 % | 3,833 % 141 | 3,528 % | 3,282 % | 5,424 % | 3,240 % | 3,017 % | 3,835 % 142 | 3,526 % | 3,282 % | 5,415 % | 3,241 % | 3,019 % | 3,838 % 143 | 3,525 % | 3,282 % | 5,407 % | 3,241 % | 3,021 % | 3,840 % 144 | 3,523 % | 3,282 % | 5,398 % | 3,241 % | 3,023 % | 3,843 % 145 | 3,522 % | 3,282 % | 5,390 % | 3,242 % | 3,025 % | 3,845 % 146 | 3,520 % | 3,282 % | 5,382 % | 3,242 % | 3,027 % | 3,848 % 147 | 3,519 % | 3,282 % | 5,374 % | 3,243 % | 3,029 % | 3,850 % 148 | 3,517 % | 3,282 % | 5,366 % | 3,243 % | 3,030 % | 3,853 % 149 | 3,516 % | 3,283 % | 5,358 % | 3,243 % | 3,032 % | 3,855 % 150 | 3,514 % | 3,283 % | 5,350 % | 3,244 % | 3,034 % | 3,857 % Term to maturity (in years) | US dollar | Yen ---|---|--- 1 | 3,872 % | 0,609 % 2 | 3,490 % | 0,729 % 3 | 3,401 % | 0,802 % 4 | 3,396 % | 0,858 % 5 | 3,430 % | 0,908 % 6 | 3,485 % | 0,961 % 7 | 3,545 % | 1,021 % 8 | 3,605 % | 1,085 % 9 | 3,664 % | 1,154 % 10 | 3,722 % | 1,229 % 11 | 3,778 % | 1,307 % 12 | 3,831 % | 1,388 % 13 | 3,878 % | 1,471 % 14 | 3,920 % | 1,554 % 15 | 3,955 % | 1,638 % 16 | 3,985 % | 1,720 % 17 | 4,008 % | 1,799 % 18 | 4,025 % | 1,874 % 19 | 4,037 % | 1,943 % 20 | 4,044 % | 2,005 % 21 | 4,045 % | 2,061 % 22 | 4,042 % | 2,110 % 23 | 4,035 % | 2,153 % 24 | 4,024 % | 2,193 % 25 | 4,010 % | 2,229 % 26 | 3,994 % | 2,261 % 27 | 3,976 % | 2,291 % 28 | 3,958 % | 2,319 % 29 | 3,939 % | 2,345 % 30 | 3,921 % | 2,369 % 31 | 3,904 % | 2,392 % 32 | 3,887 % | 2,413 % 33 | 3,872 % | 2,434 % 34 | 3,857 % | 2,454 % 35 | 3,843 % | 2,472 % 36 | 3,830 % | 2,490 % 37 | 3,817 % | 2,507 % 38 | 3,805 % | 2,523 % 39 | 3,794 % | 2,538 % 40 | 3,783 % | 2,553 % 41 | 3,772 % | 2,567 % 42 | 3,762 % | 2,581 % 43 | 3,752 % | 2,594 % 44 | 3,743 % | 2,607 % 45 | 3,734 % | 2,619 % 46 | 3,725 % | 2,630 % 47 | 3,717 % | 2,641 % 48 | 3,709 % | 2,652 % 49 | 3,701 % | 2,663 % 50 | 3,694 % | 2,673 % 51 | 3,687 % | 2,682 % 52 | 3,680 % | 2,692 % 53 | 3,673 % | 2,701 % 54 | 3,667 % | 2,709 % 55 | 3,661 % | 2,718 % 56 | 3,655 % | 2,726 % 57 | 3,649 % | 2,734 % 58 | 3,643 % | 2,741 % 59 | 3,638 % | 2,749 % 60 | 3,632 % | 2,756 % 61 | 3,627 % | 2,763 % 62 | 3,622 % | 2,770 % 63 | 3,617 % | 2,776 % 64 | 3,612 % | 2,783 % 65 | 3,608 % | 2,789 % 66 | 3,603 % | 2,795 % 67 | 3,599 % | 2,801 % 68 | 3,595 % | 2,806 % 69 | 3,591 % | 2,812 % 70 | 3,587 % | 2,817 % 71 | 3,583 % | 2,822 % 72 | 3,579 % | 2,828 % 73 | 3,575 % | 2,833 % 74 | 3,572 % | 2,837 % 75 | 3,568 % | 2,842 % 76 | 3,565 % | 2,847 % 77 | 3,561 % | 2,851 % 78 | 3,558 % | 2,856 % 79 | 3,555 % | 2,860 % 80 | 3,552 % | 2,864 % 81 | 3,549 % | 2,868 % 82 | 3,546 % | 2,872 % 83 | 3,543 % | 2,876 % 84 | 3,540 % | 2,880 % 85 | 3,537 % | 2,883 % 86 | 3,535 % | 2,887 % 87 | 3,532 % | 2,891 % 88 | 3,529 % | 2,894 % 89 | 3,527 % | 2,897 % 90 | 3,524 % | 2,901 % 91 | 3,522 % | 2,904 % 92 | 3,519 % | 2,907 % 93 | 3,517 % | 2,910 % 94 | 3,515 % | 2,913 % 95 | 3,513 % | 2,916 % 96 | 3,510 % | 2,919 % 97 | 3,508 % | 2,922 % 98 | 3,506 % | 2,925 % 99 | 3,504 % | 2,928 % 100 | 3,502 % | 2,930 % 101 | 3,500 % | 2,933 % 102 | 3,498 % | 2,936 % 103 | 3,496 % | 2,938 % 104 | 3,494 % | 2,941 % 105 | 3,493 % | 2,943 % 106 | 3,491 % | 2,946 % 107 | 3,489 % | 2,948 % 108 | 3,487 % | 2,950 % 109 | 3,486 % | 2,953 % 110 | 3,484 % | 2,955 % 111 | 3,482 % | 2,957 % 112 | 3,481 % | 2,959 % 113 | 3,479 % | 2,961 % 114 | 3,477 % | 2,963 % 115 | 3,476 % | 2,965 % 116 | 3,474 % | 2,967 % 117 | 3,473 % | 2,969 % 118 | 3,471 % | 2,971 % 119 | 3,470 % | 2,973 % 120 | 3,469 % | 2,975 % 121 | 3,467 % | 2,977 % 122 | 3,466 % | 2,979 % 123 | 3,465 % | 2,981 % 124 | 3,463 % | 2,982 % 125 | 3,462 % | 2,984 % 126 | 3,461 % | 2,986 % 127 | 3,459 % | 2,988 % 128 | 3,458 % | 2,989 % 129 | 3,457 % | 2,991 % 130 | 3,456 % | 2,992 % 131 | 3,454 % | 2,994 % 132 | 3,453 % | 2,996 % 133 | 3,452 % | 2,997 % 134 | 3,451 % | 2,999 % 135 | 3,450 % | 3,000 % 136 | 3,449 % | 3,002 % 137 | 3,448 % | 3,003 % 138 | 3,447 % | 3,004 % 139 | 3,446 % | 3,006 % 140 | 3,445 % | 3,007 % 141 | 3,444 % | 3,009 % 142 | 3,443 % | 3,010 % 143 | 3,442 % | 3,011 % 144 | 3,441 % | 3,013 % 145 | 3,440 % | 3,014 % 146 | 3,439 % | 3,015 % 147 | 3,438 % | 3,016 % 148 | 3,437 % | 3,018 % 149 | 3,436 % | 3,019 % 150 | 3,435 % | 3,020 % * * * 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 | Czechia | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 25 | 5 | 0 | 19 | 0 2 | 0 | 0 | 33 | 5 | 0 | 32 | 0 3 | 0 | 0 | 38 | 5 | 0 | 37 | 0 4 | 0 | 1 | 41 | 6 | 2 | 39 | 0 5 | 0 | 2 | 45 | 6 | 3 | 42 | 0 6 | 0 | 3 | 48 | 6 | 5 | 45 | 0 7 | 1 | 4 | 52 | 6 | 8 | 47 | 0 8 | 2 | 6 | 53 | 6 | 10 | 47 | 0 9 | 3 | 7 | 55 | 6 | 11 | 45 | 0 10 | 3 | 7 | 57 | 7 | 12 | 45 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 318 | 4 | 11 2 | 0 | 0 | 0 | 0 | 200 | 4 | 16 3 | 0 | 0 | 0 | 0 | 179 | 4 | 19 4 | 1 | 0 | 0 | 0 | 158 | 4 | 20 5 | 2 | 0 | 0 | 0 | 146 | 4 | 21 6 | 3 | 0 | 0 | 0 | 144 | 4 | 22 7 | 4 | 0 | 0 | 0 | 142 | 4 | 23 8 | 6 | 0 | 1 | 0 | 146 | 3 | 24 9 | 7 | 1 | 2 | 0 | 148 | 1 | 25 10 | 7 | 1 | 3 | 0 | 150 | 4 | 25 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 2 | 3 | 0 | 12 | 0 | 4 2 | 13 | 7 | 9 | 0 | 17 | 0 | 4 3 | 17 | 10 | 12 | 0 | 19 | 0 | 4 4 | 21 | 12 | 14 | 0 | 20 | 0 | 4 5 | 23 | 14 | 16 | 0 | 22 | 0 | 4 6 | 25 | 15 | 18 | 0 | 23 | 0 | 4 7 | 27 | 17 | 20 | 0 | 24 | 0 | 4 8 | 29 | 18 | 21 | 0 | 25 | 0 | 4 9 | 31 | 19 | 22 | 1 | 26 | 0 | 4 10 | 32 | 20 | 24 | 1 | 27 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 19 | 8 | 9 | 13 | 3 | 0 | 0 2 | 32 | 14 | 12 | 16 | 9 | 0 | 0 3 | 37 | 16 | 14 | 20 | 12 | 0 | 0 4 | 38 | 17 | 16 | 24 | 14 | 0 | 0 5 | 41 | 18 | 17 | 27 | 16 | 0 | 0 6 | 44 | 19 | 19 | 31 | 18 | 0 | 0 7 | 46 | 20 | 20 | 32 | 20 | 0 | 0 8 | 46 | 22 | 22 | 34 | 21 | 0 | 0 9 | 44 | 23 | 22 | 35 | 22 | 0 | 0 10 | 44 | 21 | 23 | 35 | 24 | 0 | 0 Duration (in years) | Iceland | Liechtenstein | Norway | Switzerland | Australia | Canada | China ---|---|---|---|---|---|---|--- 1 | 5 | 0 | 0 | 0 | 0 | 0 | 0 2 | 5 | 0 | 0 | 0 | 0 | 0 | 1 3 | 5 | 0 | 0 | 0 | 0 | 0 | 2 4 | 5 | 0 | 0 | 0 | 0 | 0 | 3 5 | 5 | 0 | 0 | 0 | 0 | 0 | 3 6 | 5 | 0 | 0 | 0 | 0 | 0 | 4 7 | 5 | 0 | 0 | 0 | 0 | 0 | 4 8 | 5 | 0 | 0 | 0 | 0 | 0 | 7 9 | 5 | 0 | 0 | 0 | 0 | 0 | 5 10 | 5 | 0 | 0 | 0 | 0 | 0 | 5 Duration (in years) | Colombia | Hong Kong | Japan | Taiwan | United States ---|---|---|---|---|--- 1 | 12 | 0 | 0 | 4 | 0 2 | 17 | 0 | 0 | 4 | 0 3 | 26 | 0 | 0 | 4 | 0 4 | 32 | 0 | 0 | 4 | 0 5 | 33 | 0 | 0 | 4 | 0 6 | 36 | 0 | 0 | 4 | 0 7 | 37 | 0 | 0 | 4 | 0 8 | 36 | 0 | 0 | 4 | 0 9 | 33 | 0 | 0 | 4 | 0 10 | 35 | 0 | 1 | 4 | 0 2\. Exposures to financial institutions 2.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 40 | 104 | 217 | 485 | 1 182 2 | 6 | 19 | 40 | 104 | 217 | 485 | 961 3 | 7 | 21 | 42 | 100 | 214 | 481 | 790 4 | 9 | 24 | 45 | 102 | 213 | 481 | 658 5 | 10 | 26 | 50 | 106 | 213 | 481 | 555 6 | 11 | 28 | 53 | 110 | 213 | 481 | 481 7 | 13 | 30 | 55 | 112 | 213 | 481 | 481 8 | 13 | 31 | 55 | 112 | 213 | 481 | 481 9 | 13 | 32 | 55 | 111 | 213 | 481 | 481 10 | 13 | 33 | 56 | 111 | 213 | 481 | 481 11 | 14 | 34 | 56 | 111 | 213 | 481 | 481 12 | 14 | 35 | 56 | 111 | 213 | 481 | 481 13 | 15 | 35 | 56 | 111 | 213 | 481 | 481 14 | 15 | 35 | 56 | 111 | 213 | 481 | 481 15 | 15 | 35 | 56 | 111 | 213 | 481 | 481 16 | 16 | 35 | 56 | 111 | 213 | 481 | 481 17 | 17 | 35 | 56 | 111 | 213 | 481 | 481 18 | 18 | 35 | 56 | 111 | 213 | 481 | 481 19 | 19 | 35 | 56 | 111 | 213 | 481 | 481 20 | 19 | 35 | 56 | 111 | 213 | 481 | 481 21 | 21 | 35 | 56 | 111 | 213 | 481 | 481 22 | 22 | 35 | 56 | 111 | 213 | 481 | 481 23 | 23 | 35 | 56 | 111 | 213 | 481 | 481 24 | 24 | 35 | 56 | 111 | 213 | 481 | 481 25 | 24 | 35 | 56 | 111 | 213 | 481 | 481 26 | 25 | 35 | 56 | 111 | 213 | 481 | 481 27 | 26 | 35 | 56 | 111 | 213 | 481 | 481 28 | 27 | 36 | 56 | 111 | 213 | 481 | 481 29 | 27 | 36 | 56 | 111 | 213 | 481 | 481 30 | 28 | 36 | 56 | 111 | 213 | 481 | 481 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 | 19 | 32 | 54 | 117 | 231 | 498 | 1 209 2 | 20 | 33 | 55 | 118 | 232 | 499 | 983 3 | 22 | 35 | 56 | 114 | 228 | 496 | 808 4 | 22 | 37 | 59 | 116 | 227 | 494 | 672 5 | 23 | 39 | 63 | 118 | 226 | 494 | 567 6 | 23 | 40 | 65 | 122 | 225 | 493 | 493 7 | 24 | 42 | 67 | 124 | 224 | 492 | 492 8 | 23 | 42 | 66 | 122 | 224 | 491 | 491 9 | 23 | 42 | 66 | 121 | 223 | 491 | 491 10 | 23 | 43 | 65 | 121 | 223 | 490 | 490 11 | 23 | 43 | 65 | 120 | 222 | 490 | 490 12 | 23 | 43 | 64 | 120 | 221 | 489 | 489 13 | 22 | 43 | 64 | 119 | 221 | 489 | 489 14 | 22 | 43 | 63 | 119 | 220 | 488 | 488 15 | 22 | 43 | 63 | 118 | 220 | 488 | 488 16 | 21 | 42 | 63 | 118 | 220 | 487 | 487 17 | 21 | 42 | 63 | 118 | 220 | 487 | 487 18 | 21 | 42 | 63 | 118 | 220 | 487 | 487 19 | 22 | 42 | 63 | 118 | 220 | 487 | 487 20 | 22 | 43 | 63 | 118 | 220 | 488 | 488 21 | 22 | 43 | 63 | 119 | 220 | 488 | 488 22 | 22 | 43 | 64 | 119 | 221 | 488 | 488 23 | 23 | 43 | 64 | 119 | 221 | 488 | 488 24 | 24 | 43 | 64 | 119 | 221 | 488 | 488 25 | 25 | 43 | 64 | 119 | 220 | 488 | 488 26 | 25 | 43 | 63 | 119 | 220 | 488 | 488 27 | 26 | 43 | 63 | 118 | 220 | 488 | 488 28 | 27 | 43 | 63 | 118 | 220 | 488 | 488 29 | 28 | 43 | 63 | 118 | 220 | 488 | 488 30 | 29 | 42 | 63 | 118 | 220 | 488 | 488 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 | 40 | 104 | 217 | 485 | 1 182 2 | 6 | 19 | 40 | 104 | 217 | 485 | 961 3 | 7 | 21 | 42 | 99 | 214 | 481 | 790 4 | 9 | 24 | 45 | 102 | 213 | 481 | 658 5 | 10 | 26 | 50 | 105 | 213 | 480 | 554 6 | 11 | 28 | 53 | 110 | 213 | 480 | 480 7 | 12 | 30 | 55 | 112 | 213 | 480 | 480 8 | 12 | 31 | 55 | 112 | 213 | 480 | 480 9 | 13 | 32 | 55 | 111 | 213 | 480 | 480 10 | 13 | 33 | 56 | 111 | 213 | 480 | 480 11 | 14 | 34 | 56 | 111 | 213 | 480 | 480 12 | 14 | 34 | 56 | 111 | 213 | 480 | 480 13 | 14 | 35 | 56 | 111 | 213 | 480 | 480 14 | 15 | 35 | 56 | 111 | 213 | 480 | 480 15 | 15 | 35 | 56 | 111 | 213 | 480 | 480 16 | 16 | 35 | 56 | 111 | 213 | 480 | 480 17 | 17 | 35 | 56 | 111 | 213 | 480 | 480 18 | 18 | 35 | 56 | 111 | 213 | 480 | 480 19 | 19 | 35 | 56 | 111 | 213 | 480 | 480 20 | 19 | 35 | 56 | 111 | 213 | 480 | 480 21 | 21 | 35 | 56 | 111 | 213 | 480 | 480 22 | 22 | 35 | 56 | 111 | 213 | 480 | 480 23 | 23 | 35 | 56 | 111 | 213 | 480 | 480 24 | 24 | 35 | 56 | 111 | 213 | 480 | 480 25 | 24 | 35 | 56 | 111 | 213 | 480 | 480 26 | 25 | 35 | 56 | 111 | 213 | 480 | 480 27 | 26 | 35 | 56 | 111 | 213 | 480 | 480 28 | 27 | 35 | 56 | 111 | 213 | 480 | 480 29 | 27 | 35 | 56 | 111 | 213 | 480 | 480 30 | 28 | 35 | 56 | 111 | 213 | 480 | 480 2.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 78 | 91 | 113 | 176 | 289 | 557 | 1 257 2 | 75 | 88 | 110 | 173 | 287 | 554 | 1 024 3 | 79 | 93 | 114 | 171 | 285 | 553 | 842 4 | 78 | 93 | 115 | 172 | 283 | 550 | 702 5 | 78 | 94 | 118 | 173 | 281 | 548 | 592 6 | 78 | 95 | 120 | 176 | 279 | 547 | 547 7 | 77 | 95 | 120 | 177 | 278 | 545 | 545 8 | 76 | 95 | 119 | 175 | 277 | 544 | 544 9 | 76 | 95 | 118 | 174 | 276 | 544 | 544 10 | 73 | 93 | 116 | 171 | 273 | 541 | 541 11 | 72 | 92 | 114 | 169 | 271 | 539 | 539 12 | 71 | 92 | 113 | 168 | 270 | 538 | 538 13 | 71 | 91 | 112 | 167 | 269 | 537 | 537 14 | 71 | 91 | 112 | 167 | 269 | 537 | 537 15 | 71 | 91 | 112 | 167 | 269 | 536 | 536 16 | 70 | 91 | 111 | 166 | 268 | 536 | 536 17 | 70 | 91 | 111 | 166 | 268 | 536 | 536 18 | 69 | 90 | 111 | 166 | 268 | 535 | 535 19 | 69 | 89 | 110 | 165 | 267 | 535 | 535 20 | 68 | 89 | 110 | 165 | 266 | 534 | 534 21 | 68 | 88 | 109 | 164 | 266 | 534 | 534 22 | 67 | 88 | 108 | 163 | 265 | 533 | 533 23 | 66 | 87 | 107 | 162 | 264 | 532 | 532 24 | 65 | 86 | 106 | 161 | 263 | 531 | 531 25 | 64 | 85 | 105 | 160 | 262 | 530 | 530 26 | 63 | 84 | 104 | 159 | 261 | 529 | 529 27 | 62 | 83 | 103 | 158 | 260 | 528 | 528 28 | 61 | 82 | 102 | 157 | 259 | 527 | 527 29 | 60 | 81 | 101 | 156 | 258 | 526 | 526 30 | 59 | 80 | 100 | 155 | 257 | 525 | 525 2.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 23 | 44 | 108 | 221 | 488 | 1 179 2 | 11 | 24 | 46 | 109 | 222 | 490 | 959 3 | 14 | 27 | 48 | 106 | 220 | 488 | 788 4 | 15 | 30 | 52 | 109 | 220 | 487 | 656 5 | 17 | 33 | 57 | 112 | 220 | 487 | 554 6 | 18 | 35 | 60 | 117 | 220 | 487 | 487 7 | 19 | 37 | 62 | 119 | 219 | 487 | 487 8 | 19 | 37 | 62 | 118 | 219 | 487 | 487 9 | 19 | 38 | 61 | 117 | 219 | 486 | 486 10 | 19 | 38 | 61 | 117 | 218 | 486 | 486 11 | 19 | 39 | 61 | 117 | 218 | 486 | 486 12 | 20 | 40 | 61 | 117 | 218 | 486 | 486 13 | 20 | 41 | 62 | 117 | 219 | 486 | 486 14 | 20 | 41 | 62 | 117 | 219 | 486 | 486 15 | 21 | 41 | 62 | 117 | 219 | 487 | 487 16 | 21 | 41 | 62 | 117 | 219 | 487 | 487 17 | 21 | 42 | 62 | 117 | 219 | 487 | 487 18 | 21 | 42 | 63 | 118 | 219 | 487 | 487 19 | 22 | 42 | 63 | 118 | 220 | 488 | 488 20 | 22 | 43 | 63 | 118 | 220 | 488 | 488 21 | 23 | 43 | 64 | 119 | 221 | 488 | 488 22 | 23 | 44 | 64 | 119 | 221 | 489 | 489 23 | 23 | 44 | 64 | 119 | 221 | 489 | 489 24 | 24 | 44 | 64 | 119 | 221 | 489 | 489 25 | 24 | 44 | 64 | 119 | 221 | 489 | 489 26 | 25 | 44 | 64 | 119 | 221 | 489 | 489 27 | 26 | 44 | 64 | 119 | 221 | 489 | 489 28 | 27 | 44 | 64 | 119 | 221 | 489 | 489 29 | 27 | 43 | 64 | 119 | 221 | 489 | 489 30 | 28 | 43 | 64 | 119 | 221 | 488 | 488 2.6.

Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 18 | 39 | 103 | 216 | 484 | 1 181 2 | 5 | 18 | 39 | 103 | 216 | 484 | 960 3 | 6 | 20 | 41 | 99 | 213 | 481 | 789 4 | 8 | 23 | 44 | 101 | 212 | 480 | 657 5 | 9 | 25 | 49 | 105 | 212 | 480 | 554 6 | 10 | 27 | 52 | 109 | 212 | 480 | 480 7 | 12 | 29 | 54 | 112 | 212 | 480 | 480 8 | 12 | 30 | 55 | 111 | 212 | 480 | 480 9 | 12 | 31 | 55 | 110 | 212 | 480 | 480 10 | 12 | 32 | 55 | 110 | 212 | 480 | 480 11 | 13 | 33 | 55 | 110 | 212 | 480 | 480 12 | 13 | 34 | 55 | 110 | 212 | 480 | 480 13 | 14 | 34 | 55 | 110 | 212 | 480 | 480 14 | 14 | 35 | 55 | 110 | 212 | 480 | 480 15 | 15 | 35 | 55 | 110 | 212 | 480 | 480 16 | 16 | 35 | 55 | 110 | 212 | 480 | 480 17 | 17 | 35 | 55 | 110 | 212 | 480 | 480 18 | 18 | 35 | 55 | 110 | 212 | 480 | 480 19 | 18 | 35 | 55 | 110 | 212 | 480 | 480 20 | 19 | 35 | 55 | 110 | 212 | 480 | 480 21 | 21 | 35 | 55 | 110 | 212 | 480 | 480 22 | 22 | 35 | 55 | 110 | 212 | 480 | 480 23 | 23 | 35 | 55 | 110 | 212 | 480 | 480 24 | 24 | 35 | 55 | 110 | 212 | 480 | 480 25 | 24 | 35 | 55 | 110 | 212 | 480 | 480 26 | 25 | 35 | 55 | 110 | 212 | 480 | 480 27 | 26 | 35 | 55 | 110 | 212 | 480 | 480 28 | 27 | 35 | 55 | 110 | 212 | 480 | 480 29 | 27 | 35 | 55 | 110 | 212 | 480 | 480 30 | 28 | 35 | 55 | 110 | 212 | 480 | 480 2.7. Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 24 | 50 | 133 | 236 | 504 | 1 217 2 | 7 | 24 | 50 | 133 | 236 | 504 | 987 3 | 8 | 26 | 51 | 122 | 233 | 500 | 810 4 | 10 | 29 | 53 | 115 | 231 | 499 | 674 5 | 12 | 31 | 55 | 107 | 230 | 498 | 568 6 | 14 | 34 | 59 | 102 | 229 | 496 | 496 7 | 16 | 36 | 60 | 97 | 228 | 495 | 495 8 | 18 | 38 | 59 | 92 | 227 | 494 | 494 9 | 20 | 44 | 62 | 87 | 226 | 493 | 493 10 | 20 | 44 | 60 | 85 | 225 | 493 | 493 11 | 19 | 43 | 59 | 86 | 224 | 492 | 492 12 | 19 | 43 | 60 | 88 | 223 | 491 | 491 13 | 19 | 43 | 60 | 88 | 223 | 490 | 490 14 | 19 | 43 | 60 | 88 | 222 | 490 | 490 15 | 19 | 44 | 60 | 88 | 221 | 489 | 489 16 | 19 | 44 | 60 | 88 | 220 | 488 | 488 17 | 19 | 44 | 60 | 88 | 220 | 487 | 487 18 | 19 | 44 | 60 | 88 | 219 | 487 | 487 19 | 20 | 44 | 60 | 88 | 219 | 487 | 487 20 | 21 | 44 | 60 | 88 | 220 | 487 | 487 21 | 22 | 44 | 60 | 88 | 220 | 487 | 487 22 | 22 | 44 | 60 | 88 | 219 | 487 | 487 23 | 23 | 44 | 60 | 88 | 219 | 486 | 486 24 | 24 | 44 | 60 | 88 | 218 | 486 | 486 25 | 25 | 44 | 60 | 88 | 218 | 485 | 485 26 | 26 | 44 | 60 | 88 | 217 | 485 | 485 27 | 26 | 44 | 60 | 88 | 216 | 484 | 484 28 | 27 | 44 | 60 | 88 | 216 | 484 | 484 29 | 28 | 44 | 60 | 88 | 215 | 483 | 483 30 | 29 | 44 | 60 | 88 | 215 | 483 | 483 2.8. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 94 | 116 | 179 | 293 | 560 | 1 276 2 | 81 | 94 | 115 | 179 | 292 | 560 | 1 040 3 | 82 | 96 | 117 | 174 | 288 | 556 | 856 4 | 82 | 97 | 118 | 175 | 286 | 554 | 712 5 | 82 | 98 | 121 | 177 | 284 | 552 | 600 6 | 81 | 98 | 123 | 180 | 283 | 551 | 551 7 | 81 | 99 | 124 | 181 | 281 | 549 | 549 8 | 79 | 97 | 122 | 178 | 279 | 547 | 547 9 | 78 | 97 | 120 | 176 | 278 | 545 | 545 10 | 77 | 96 | 119 | 175 | 277 | 544 | 544 11 | 76 | 96 | 118 | 173 | 275 | 543 | 543 12 | 75 | 96 | 117 | 172 | 274 | 542 | 542 13 | 74 | 95 | 116 | 171 | 272 | 540 | 540 14 | 73 | 94 | 114 | 169 | 271 | 539 | 539 15 | 72 | 92 | 113 | 168 | 270 | 538 | 538 16 | 71 | 91 | 112 | 167 | 269 | 537 | 537 17 | 70 | 90 | 111 | 166 | 268 | 536 | 536 18 | 69 | 89 | 110 | 165 | 267 | 535 | 535 19 | 68 | 89 | 109 | 164 | 266 | 534 | 534 20 | 67 | 88 | 108 | 163 | 265 | 533 | 533 21 | 66 | 87 | 107 | 162 | 264 | 532 | 532 22 | 65 | 86 | 106 | 161 | 263 | 531 | 531 23 | 64 | 85 | 105 | 160 | 262 | 530 | 530 24 | 63 | 84 | 104 | 159 | 261 | 529 | 529 25 | 62 | 82 | 103 | 158 | 260 | 528 | 528 26 | 61 | 81 | 102 | 157 | 259 | 526 | 526 27 | 59 | 80 | 101 | 156 | 258 | 525 | 525 28 | 58 | 79 | 100 | 155 | 256 | 524 | 524 29 | 57 | 78 | 98 | 154 | 255 | 523 | 523 30 | 56 | 77 | 97 | 152 | 254 | 522 | 522 2.9. 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 | 55 | 68 | 89 | 153 | 266 | 534 | 1 225 2 | 55 | 68 | 89 | 153 | 266 | 534 | 998 3 | 56 | 70 | 91 | 148 | 263 | 530 | 821 4 | 57 | 72 | 93 | 150 | 261 | 529 | 684 5 | 57 | 73 | 97 | 153 | 260 | 528 | 577 6 | 57 | 74 | 99 | 156 | 259 | 526 | 526 7 | 57 | 75 | 100 | 157 | 258 | 525 | 525 8 | 56 | 75 | 99 | 155 | 257 | 524 | 524 9 | 55 | 74 | 98 | 154 | 255 | 523 | 523 10 | 55 | 74 | 97 | 152 | 254 | 522 | 522 11 | 55 | 75 | 97 | 152 | 254 | 521 | 521 12 | 54 | 75 | 96 | 151 | 253 | 521 | 521 13 | 54 | 74 | 95 | 150 | 252 | 520 | 520 14 | 53 | 74 | 95 | 150 | 252 | 519 | 519 15 | 53 | 74 | 94 | 149 | 251 | 519 | 519 16 | 52 | 73 | 93 | 148 | 250 | 518 | 518 17 | 52 | 72 | 93 | 148 | 250 | 518 | 518 18 | 51 | 72 | 92 | 148 | 249 | 517 | 517 19 | 51 | 71 | 92 | 147 | 249 | 517 | 517 20 | 51 | 71 | 92 | 147 | 249 | 516 | 516 21 | 50 | 71 | 91 | 147 | 248 | 516 | 516 22 | 50 | 70 | 91 | 146 | 248 | 516 | 516 23 | 49 | 70 | 90 | 146 | 247 | 515 | 515 24 | 48 | 69 | 90 | 145 | 247 | 514 | 514 25 | 48 | 69 | 89 | 144 | 246 | 514 | 514 26 | 47 | 68 | 88 | 143 | 245 | 513 | 513 27 | 46 | 67 | 88 | 143 | 244 | 512 | 512 28 | 46 | 66 | 87 | 142 | 244 | 511 | 511 29 | 45 | 66 | 86 | 141 | 243 | 511 | 511 30 | 44 | 65 | 85 | 140 | 242 | 510 | 510 2.10. Króna Duration (in years) | Credit quality step 0 | Credit 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 | 104 | 125 | 189 | 302 | 570 | 1 288 2 | 91 | 103 | 125 | 189 | 302 | 569 | 1 046 3 | 90 | 104 | 125 | 183 | 297 | 564 | 858 4 | 90 | 105 | 127 | 184 | 294 | 562 | 713 5 | 90 | 106 | 130 | 186 | 293 | 561 | 600 6 | 91 | 108 | 133 | 189 | 292 | 560 | 560 7 | 91 | 109 | 134 | 191 | 292 | 560 | 560 8 | 91 | 110 | 134 | 190 | 291 | 559 | 559 9 | 91 | 110 | 134 | 189 | 291 | 559 | 559 10 | 91 | 111 | 134 | 189 | 291 | 559 | 559 11 | 91 | 112 | 134 | 189 | 291 | 558 | 558 12 | 91 | 111 | 133 | 188 | 290 | 557 | 557 13 | 90 | 111 | 132 | 187 | 289 | 556 | 556 14 | 89 | 110 | 131 | 186 | 288 | 555 | 555 15 | 88 | 109 | 129 | 185 | 286 | 554 | 554 16 | 87 | 108 | 128 | 184 | 285 | 553 | 553 17 | 86 | 107 | 127 | 182 | 284 | 552 | 552 18 | 85 | 106 | 126 | 181 | 283 | 551 | 551 19 | 84 | 105 | 125 | 180 | 282 | 550 | 550 20 | 83 | 104 | 124 | 179 | 281 | 549 | 549 21 | 82 | 102 | 123 | 178 | 280 | 548 | 548 22 | 80 | 101 | 122 | 177 | 279 | 546 | 546 23 | 79 | 100 | 120 | 175 | 277 | 545 | 545 24 | 78 | 98 | 119 | 174 | 276 | 543 | 543 25 | 76 | 97 | 117 | 172 | 274 | 542 | 542 26 | 75 | 95 | 116 | 171 | 273 | 540 | 540 27 | 73 | 94 | 114 | 169 | 271 | 539 | 539 28 | 72 | 92 | 113 | 168 | 270 | 538 | 538 29 | 70 | 91 | 111 | 167 | 268 | 536 | 536 30 | 69 | 90 | 110 | 165 | 267 | 535 | 535 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 | 30 | 43 | 65 | 128 | 242 | 509 | 1 217 2 | 31 | 44 | 66 | 129 | 242 | 510 | 989 3 | 32 | 46 | 67 | 124 | 239 | 506 | 812 4 | 33 | 47 | 69 | 126 | 237 | 504 | 675 5 | 33 | 49 | 73 | 129 | 236 | 504 | 568 6 | 34 | 50 | 76 | 132 | 235 | 503 | 503 7 | 34 | 52 | 77 | 134 | 234 | 502 | 502 8 | 33 | 52 | 76 | 132 | 234 | 501 | 501 9 | 33 | 52 | 75 | 131 | 233 | 501 | 501 10 | 33 | 52 | 75 | 130 | 232 | 500 | 500 11 | 33 | 53 | 75 | 130 | 232 | 499 | 499 12 | 32 | 53 | 74 | 129 | 231 | 499 | 499 13 | 32 | 53 | 73 | 129 | 230 | 498 | 498 14 | 32 | 52 | 73 | 128 | 230 | 498 | 498 15 | 31 | 52 | 72 | 128 | 229 | 497 | 497 16 | 31 | 51 | 72 | 127 | 229 | 497 | 497 17 | 30 | 51 | 72 | 127 | 229 | 496 | 496 18 | 30 | 51 | 72 | 127 | 228 | 496 | 496 19 | 30 | 51 | 71 | 127 | 228 | 496 | 496 20 | 30 | 51 | 72 | 127 | 228 | 496 | 496 21 | 30 | 51 | 72 | 127 | 229 | 496 | 496 22 | 30 | 51 | 72 | 127 | 228 | 496 | 496 23 | 30 | 51 | 71 | 126 | 228 | 496 | 496 24 | 30 | 51 | 71 | 126 | 228 | 496 | 496 25 | 30 | 50 | 71 | 126 | 228 | 496 | 496 26 | 29 | 50 | 71 | 126 | 228 | 495 | 495 27 | 29 | 50 | 70 | 125 | 227 | 495 | 495 28 | 29 | 49 | 70 | 125 | 227 | 495 | 495 29 | 28 | 49 | 70 | 125 | 227 | 494 | 494 30 | 28 | 49 | 69 | 124 | 226 | 494 | 494 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 | 21 | 84 | 198 | 465 | 1 145 2 | 1 | 5 | 22 | 85 | 198 | 466 | 931 3 | 2 | 5 | 24 | 81 | 196 | 463 | 765 4 | 4 | 6 | 27 | 84 | 195 | 463 | 637 5 | 4 | 8 | 32 | 88 | 195 | 463 | 537 6 | 6 | 10 | 35 | 92 | 195 | 463 | 463 7 | 7 | 12 | 37 | 95 | 195 | 463 | 463 8 | 8 | 13 | 38 | 94 | 195 | 463 | 463 9 | 8 | 14 | 38 | 93 | 195 | 463 | 463 10 | 10 | 15 | 38 | 93 | 195 | 463 | 463 11 | 11 | 17 | 39 | 94 | 196 | 464 | 464 12 | 12 | 17 | 38 | 93 | 195 | 463 | 463 13 | 13 | 18 | 39 | 94 | 196 | 463 | 463 14 | 14 | 18 | 38 | 94 | 195 | 463 | 463 15 | 15 | 17 | 38 | 93 | 194 | 462 | 462 16 | 16 | 16 | 37 | 92 | 194 | 461 | 461 17 | 16 | 16 | 37 | 92 | 194 | 462 | 462 18 | 17 | 17 | 37 | 92 | 194 | 462 | 462 19 | 18 | 17 | 37 | 93 | 194 | 462 | 462 20 | 19 | 18 | 38 | 93 | 195 | 463 | 463 21 | 20 | 18 | 38 | 93 | 195 | 463 | 463 22 | 21 | 19 | 38 | 93 | 195 | 463 | 463 23 | 22 | 19 | 38 | 93 | 195 | 463 | 463 24 | 23 | 20 | 38 | 93 | 195 | 463 | 463 25 | 24 | 21 | 38 | 93 | 195 | 463 | 463 26 | 25 | 22 | 38 | 93 | 195 | 463 | 463 27 | 25 | 23 | 38 | 93 | 195 | 462 | 462 28 | 26 | 23 | 38 | 93 | 195 | 462 | 462 29 | 27 | 24 | 38 | 93 | 195 | 462 | 462 30 | 28 | 24 | 38 | 93 | 195 | 462 | 462 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 | 42 | 55 | 77 | 140 | 253 | 521 | 1 209 2 | 43 | 55 | 77 | 141 | 254 | 521 | 981 3 | 44 | 58 | 79 | 136 | 250 | 518 | 806 4 | 45 | 60 | 81 | 138 | 249 | 517 | 671 5 | 46 | 61 | 85 | 141 | 248 | 516 | 566 6 | 46 | 63 | 88 | 145 | 248 | 515 | 515 7 | 47 | 64 | 89 | 147 | 247 | 515 | 515 8 | 46 | 64 | 89 | 145 | 246 | 514 | 514 9 | 45 | 64 | 88 | 144 | 246 | 513 | 513 10 | 45 | 65 | 88 | 143 | 245 | 513 | 513 11 | 45 | 65 | 87 | 143 | 244 | 512 | 512 12 | 45 | 65 | 87 | 142 | 244 | 511 | 511 13 | 45 | 65 | 86 | 141 | 243 | 511 | 511 14 | 45 | 65 | 86 | 141 | 243 | 510 | 510 15 | 44 | 65 | 85 | 140 | 242 | 510 | 510 16 | 43 | 64 | 85 | 140 | 242 | 509 | 509 17 | 43 | 64 | 84 | 139 | 241 | 509 | 509 18 | 43 | 63 | 84 | 139 | 241 | 509 | 509 19 | 42 | 63 | 84 | 139 | 240 | 508 | 508 20 | 42 | 63 | 83 | 139 | 240 | 508 | 508 21 | 42 | 63 | 83 | 138 | 240 | 508 | 508 22 | 41 | 62 | 83 | 138 | 240 | 507 | 507 23 | 41 | 62 | 82 | 137 | 239 | 507 | 507 24 | 40 | 61 | 81 | 136 | 238 | 506 | 506 25 | 39 | 60 | 81 | 136 | 238 | 505 | 505 26 | 39 | 59 | 80 | 135 | 237 | 505 | 505 27 | 38 | 59 | 79 | 134 | 236 | 504 | 504 28 | 37 | 58 | 78 | 133 | 235 | 503 | 503 29 | 36 | 57 | 78 | 133 | 235 | 502 | 502 30 | 36 | 56 | 77 | 132 | 234 | 502 | 502 2.14. 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 | 19 | 32 | 53 | 117 | 230 | 497 | 1 193 2 | 19 | 32 | 54 | 117 | 231 | 498 | 970 3 | 21 | 35 | 56 | 114 | 228 | 496 | 797 4 | 23 | 38 | 59 | 116 | 227 | 495 | 663 5 | 24 | 40 | 64 | 120 | 227 | 495 | 559 6 | 25 | 42 | 67 | 124 | 227 | 495 | 495 7 | 26 | 44 | 69 | 126 | 227 | 495 | 495 8 | 26 | 45 | 69 | 126 | 227 | 495 | 495 9 | 27 | 46 | 69 | 125 | 227 | 495 | 495 10 | 27 | 47 | 70 | 125 | 227 | 495 | 495 11 | 28 | 48 | 70 | 125 | 227 | 495 | 495 12 | 28 | 49 | 70 | 125 | 227 | 495 | 495 13 | 29 | 49 | 70 | 125 | 227 | 495 | 495 14 | 29 | 49 | 70 | 125 | 227 | 495 | 495 15 | 29 | 50 | 70 | 125 | 227 | 495 | 495 16 | 29 | 49 | 70 | 125 | 227 | 495 | 495 17 | 29 | 49 | 70 | 125 | 227 | 495 | 495 18 | 29 | 49 | 70 | 125 | 227 | 495 | 495 19 | 29 | 49 | 70 | 125 | 227 | 495 | 495 20 | 29 | 49 | 70 | 125 | 227 | 495 | 495 21 | 29 | 49 | 70 | 125 | 227 | 495 | 495 22 | 28 | 49 | 70 | 125 | 227 | 494 | 494 23 | 28 | 49 | 69 | 124 | 226 | 494 | 494 24 | 28 | 48 | 69 | 124 | 226 | 493 | 493 25 | 27 | 48 | 68 | 123 | 225 | 493 | 493 26 | 27 | 47 | 68 | 123 | 225 | 492 | 492 27 | 26 | 47 | 67 | 122 | 224 | 492 | 492 28 | 27 | 46 | 67 | 122 | 224 | 492 | 492 29 | 28 | 46 | 67 | 122 | 223 | 491 | 491 30 | 28 | 46 | 66 | 121 | 223 | 491 | 491 2.15. 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 | 85 | 98 | 119 | 183 | 296 | 563 | 1 292 2 | 90 | 103 | 125 | 188 | 302 | 569 | 1 066 3 | 94 | 108 | 129 | 186 | 301 | 568 | 885 4 | 96 | 111 | 133 | 190 | 301 | 568 | 742 5 | 100 | 116 | 140 | 195 | 303 | 571 | 628 6 | 103 | 119 | 144 | 201 | 304 | 572 | 572 7 | 105 | 122 | 147 | 205 | 305 | 573 | 573 8 | 106 | 124 | 149 | 205 | 306 | 574 | 574 9 | 107 | 126 | 150 | 206 | 307 | 575 | 575 10 | 108 | 128 | 151 | 206 | 308 | 576 | 576 11 | 109 | 129 | 151 | 206 | 308 | 575 | 575 12 | 108 | 129 | 150 | 205 | 307 | 575 | 575 13 | 107 | 128 | 149 | 204 | 306 | 573 | 573 14 | 106 | 127 | 148 | 203 | 304 | 572 | 572 15 | 105 | 126 | 146 | 201 | 303 | 571 | 571 16 | 103 | 124 | 145 | 200 | 302 | 569 | 569 17 | 102 | 123 | 143 | 198 | 300 | 568 | 568 18 | 101 | 121 | 142 | 197 | 299 | 567 | 567 19 | 99 | 120 | 141 | 196 | 297 | 565 | 565 20 | 98 | 119 | 139 | 194 | 296 | 564 | 564 21 | 96 | 117 | 138 | 193 | 294 | 562 | 562 22 | 95 | 115 | 136 | 191 | 293 | 560 | 560 23 | 93 | 114 | 134 | 189 | 291 | 559 | 559 24 | 91 | 112 | 132 | 187 | 289 | 557 | 557 25 | 89 | 110 | 130 | 186 | 287 | 555 | 555 26 | 87 | 108 | 129 | 184 | 286 | 553 | 553 27 | 86 | 106 | 127 | 182 | 284 | 552 | 552 28 | 84 | 105 | 125 | 180 | 282 | 550 | 550 29 | 82 | 103 | 123 | 179 | 280 | 548 | 548 30 | 81 | 101 | 122 | 177 | 279 | 546 | 546 2.16. 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 | 13 | 26 | 47 | 111 | 224 | 492 | 1 188 2 | 15 | 28 | 50 | 113 | 227 | 494 | 966 3 | 19 | 33 | 53 | 111 | 225 | 493 | 793 4 | 21 | 36 | 58 | 115 | 226 | 493 | 660 5 | 24 | 40 | 63 | 119 | 226 | 494 | 556 6 | 25 | 42 | 67 | 124 | 227 | 495 | 495 7 | 27 | 44 | 69 | 126 | 227 | 495 | 495 8 | 27 | 45 | 69 | 126 | 227 | 495 | 495 9 | 27 | 46 | 69 | 125 | 227 | 495 | 495 10 | 27 | 47 | 70 | 125 | 227 | 495 | 495 11 | 28 | 48 | 70 | 125 | 227 | 494 | 494 12 | 28 | 48 | 69 | 125 | 226 | 494 | 494 13 | 27 | 48 | 69 | 124 | 226 | 494 | 494 14 | 27 | 48 | 68 | 123 | 225 | 493 | 493 15 | 27 | 47 | 68 | 123 | 225 | 493 | 493 16 | 26 | 47 | 67 | 122 | 224 | 492 | 492 17 | 26 | 47 | 67 | 122 | 224 | 492 | 492 18 | 26 | 46 | 67 | 122 | 224 | 492 | 492 19 | 26 | 46 | 67 | 122 | 224 | 492 | 492 20 | 26 | 47 | 67 | 122 | 224 | 492 | 492 21 | 26 | 47 | 67 | 122 | 224 | 492 | 492 22 | 26 | 47 | 67 | 122 | 224 | 492 | 492 23 | 26 | 47 | 67 | 122 | 224 | 492 | 492 24 | 26 | 47 | 67 | 122 | 224 | 492 | 492 25 | 26 | 46 | 67 | 122 | 224 | 492 | 492 26 | 25 | 46 | 67 | 122 | 224 | 491 | 491 27 | 26 | 46 | 66 | 122 | 223 | 491 | 491 28 | 27 | 46 | 66 | 121 | 223 | 491 | 491 29 | 27 | 45 | 66 | 121 | 223 | 491 | 491 30 | 28 | 45 | 66 | 121 | 223 | 490 | 490 2.17. 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 | 9 | 31 | 94 | 208 | 475 | 1 164 2 | 1 | 10 | 31 | 95 | 208 | 476 | 946 3 | 2 | 12 | 33 | 91 | 205 | 472 | 778 4 | 4 | 14 | 36 | 93 | 203 | 471 | 647 5 | 4 | 16 | 40 | 95 | 203 | 470 | 545 6 | 6 | 17 | 42 | 99 | 202 | 470 | 470 7 | 7 | 19 | 44 | 101 | 201 | 469 | 469 8 | 8 | 19 | 43 | 100 | 201 | 468 | 468 9 | 9 | 19 | 42 | 98 | 200 | 468 | 468 10 | 10 | 19 | 42 | 98 | 199 | 467 | 467 11 | 11 | 20 | 42 | 98 | 199 | 467 | 467 12 | 12 | 21 | 42 | 98 | 199 | 467 | 467 13 | 13 | 22 | 43 | 98 | 200 | 467 | 467 14 | 14 | 22 | 43 | 98 | 200 | 468 | 468 15 | 15 | 23 | 43 | 98 | 200 | 468 | 468 16 | 16 | 23 | 44 | 99 | 201 | 468 | 468 17 | 17 | 24 | 44 | 99 | 201 | 469 | 469 18 | 17 | 24 | 45 | 100 | 202 | 470 | 470 19 | 18 | 25 | 46 | 101 | 203 | 470 | 470 20 | 19 | 26 | 47 | 102 | 204 | 471 | 471 21 | 20 | 27 | 47 | 103 | 204 | 472 | 472 22 | 21 | 28 | 48 | 103 | 205 | 473 | 473 23 | 23 | 28 | 49 | 104 | 206 | 473 | 473 24 | 23 | 29 | 49 | 104 | 206 | 474 | 474 25 | 24 | 29 | 49 | 105 | 206 | 474 | 474 26 | 25 | 29 | 50 | 105 | 207 | 474 | 474 27 | 26 | 30 | 50 | 105 | 207 | 475 | 475 28 | 26 | 30 | 50 | 105 | 207 | 475 | 475 29 | 27 | 30 | 51 | 106 | 207 | 475 | 475 30 | 28 | 30 | 51 | 106 | 208 | 475 | 475 2.18. 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 | 41 | 62 | 126 | 239 | 507 | 1 169 2 | 29 | 42 | 63 | 127 | 240 | 508 | 950 3 | 31 | 45 | 66 | 123 | 237 | 505 | 780 4 | 32 | 47 | 69 | 126 | 237 | 504 | 649 5 | 34 | 50 | 73 | 129 | 236 | 504 | 546 6 | 34 | 51 | 76 | 133 | 236 | 504 | 504 7 | 35 | 53 | 78 | 135 | 235 | 503 | 503 8 | 34 | 53 | 77 | 133 | 234 | 502 | 502 9 | 34 | 53 | 76 | 132 | 234 | 501 | 501 10 | 34 | 53 | 76 | 131 | 233 | 501 | 501 11 | 34 | 54 | 76 | 131 | 233 | 500 | 500 12 | 34 | 54 | 75 | 130 | 232 | 500 | 500 13 | 34 | 54 | 75 | 130 | 232 | 500 | 500 14 | 33 | 54 | 75 | 130 | 232 | 499 | 499 15 | 33 | 54 | 75 | 130 | 232 | 499 | 499 16 | 33 | 54 | 75 | 130 | 232 | 499 | 499 17 | 33 | 54 | 75 | 130 | 232 | 499 | 499 18 | 34 | 54 | 75 | 130 | 232 | 500 | 500 19 | 34 | 55 | 75 | 130 | 232 | 500 | 500 20 | 34 | 55 | 75 | 131 | 232 | 500 | 500 21 | 34 | 55 | 76 | 131 | 232 | 500 | 500 22 | 34 | 55 | 76 | 131 | 232 | 500 | 500 23 | 34 | 55 | 75 | 131 | 232 | 500 | 500 24 | 34 | 55 | 75 | 130 | 232 | 500 | 500 25 | 34 | 54 | 75 | 130 | 232 | 500 | 500 26 | 34 | 54 | 75 | 130 | 232 | 499 | 499 27 | 33 | 54 | 74 | 130 | 231 | 499 | 499 28 | 33 | 54 | 74 | 129 | 231 | 499 | 499 29 | 33 | 53 | 74 | 129 | 231 | 499 | 499 30 | 32 | 53 | 74 | 129 | 231 | 498 | 498 2.19. 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 | 7 | 24 | 46 | 96 | 229 | 497 | 1 218 2 | 7 | 24 | 46 | 96 | 229 | 497 | 986 3 | 9 | 28 | 49 | 93 | 227 | 495 | 809 4 | 12 | 33 | 53 | 92 | 227 | 495 | 672 5 | 16 | 38 | 58 | 95 | 228 | 496 | 567 6 | 18 | 41 | 62 | 93 | 228 | 496 | 496 7 | 19 | 44 | 62 | 89 | 228 | 496 | 496 8 | 18 | 43 | 62 | 88 | 229 | 496 | 496 9 | 19 | 45 | 64 | 91 | 228 | 496 | 496 10 | 21 | 47 | 66 | 94 | 228 | 496 | 496 11 | 23 | 50 | 68 | 97 | 228 | 496 | 496 12 | 24 | 52 | 69 | 98 | 228 | 496 | 496 13 | 26 | 54 | 70 | 98 | 228 | 496 | 496 14 | 26 | 55 | 70 | 98 | 228 | 496 | 496 15 | 26 | 55 | 70 | 98 | 228 | 496 | 496 16 | 26 | 55 | 70 | 98 | 228 | 496 | 496 17 | 26 | 55 | 70 | 98 | 228 | 496 | 496 18 | 26 | 55 | 70 | 98 | 228 | 496 | 496 19 | 26 | 55 | 70 | 98 | 228 | 496 | 496 20 | 26 | 55 | 70 | 98 | 228 | 496 | 496 21 | 26 | 55 | 70 | 98 | 229 | 496 | 496 22 | 26 | 55 | 70 | 98 | 229 | 496 | 496 23 | 26 | 55 | 70 | 98 | 228 | 496 | 496 24 | 26 | 55 | 70 | 98 | 228 | 496 | 496 25 | 26 | 55 | 70 | 98 | 228 | 496 | 496 26 | 26 | 55 | 70 | 98 | 228 | 495 | 495 27 | 26 | 55 | 70 | 98 | 227 | 495 | 495 28 | 27 | 55 | 70 | 98 | 227 | 495 | 495 29 | 28 | 55 | 70 | 98 | 226 | 494 | 494 30 | 29 | 55 | 70 | 98 | 226 | 494 | 494 2.20. 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 | 4 | 12 | 75 | 189 | 456 | 1 159 2 | 1 | 5 | 11 | 74 | 188 | 455 | 943 3 | 2 | 5 | 12 | 69 | 184 | 451 | 775 4 | 4 | 6 | 14 | 71 | 182 | 450 | 645 5 | 4 | 7 | 18 | 74 | 181 | 449 | 544 6 | 6 | 7 | 21 | 78 | 181 | 449 | 464 7 | 7 | 8 | 23 | 80 | 181 | 448 | 448 8 | 8 | 8 | 23 | 79 | 181 | 448 | 448 9 | 9 | 9 | 23 | 79 | 181 | 448 | 448 10 | 10 | 11 | 24 | 79 | 181 | 449 | 449 11 | 11 | 11 | 24 | 79 | 181 | 449 | 449 12 | 12 | 12 | 24 | 79 | 181 | 449 | 449 13 | 13 | 13 | 24 | 80 | 181 | 449 | 449 14 | 14 | 13 | 25 | 80 | 182 | 449 | 449 15 | 15 | 14 | 25 | 80 | 182 | 450 | 450 16 | 16 | 14 | 25 | 80 | 182 | 450 | 450 17 | 17 | 16 | 26 | 81 | 183 | 450 | 450 18 | 17 | 16 | 26 | 81 | 183 | 451 | 451 19 | 18 | 17 | 27 | 82 | 184 | 452 | 452 20 | 19 | 18 | 29 | 83 | 184 | 452 | 452 21 | 20 | 18 | 29 | 83 | 185 | 453 | 453 22 | 22 | 19 | 30 | 83 | 185 | 453 | 453 23 | 23 | 19 | 31 | 84 | 185 | 453 | 453 24 | 23 | 21 | 32 | 84 | 186 | 453 | 453 25 | 24 | 22 | 33 | 84 | 186 | 453 | 453 26 | 25 | 22 | 34 | 84 | 186 | 453 | 453 27 | 26 | 23 | 35 | 84 | 185 | 453 | 453 28 | 26 | 23 | 37 | 83 | 185 | 453 | 453 29 | 27 | 24 | 38 | 83 | 185 | 453 | 453 30 | 28 | 25 | 39 | 83 | 185 | 453 | 453 3\. Other exposures 3.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 20 | 40 | 152 | 293 | 3 109 2 | 1 | 13 | 20 | 40 | 152 | 335 | 2 334 3 | 1 | 14 | 22 | 45 | 147 | 351 | 1 772 4 | 1 | 15 | 25 | 49 | 145 | 352 | 1 375 5 | 3 | 17 | 28 | 51 | 145 | 344 | 1 091 6 | 4 | 20 | 30 | 54 | 145 | 332 | 886 7 | 6 | 22 | 32 | 56 | 145 | 317 | 732 8 | 6 | 23 | 34 | 58 | 145 | 300 | 615 9 | 6 | 24 | 35 | 61 | 145 | 284 | 524 10 | 7 | 25 | 37 | 63 | 145 | 267 | 451 11 | 7 | 25 | 37 | 63 | 145 | 251 | 391 12 | 7 | 26 | 38 | 64 | 145 | 236 | 342 13 | 7 | 26 | 38 | 64 | 145 | 236 | 301 14 | 7 | 26 | 38 | 64 | 145 | 236 | 267 15 | 7 | 26 | 39 | 64 | 145 | 236 | 237 16 | 7 | 26 | 41 | 64 | 145 | 236 | 236 17 | 7 | 26 | 44 | 64 | 145 | 236 | 236 18 | 7 | 26 | 46 | 64 | 145 | 236 | 236 19 | 7 | 26 | 49 | 64 | 145 | 236 | 236 20 | 8 | 26 | 50 | 64 | 145 | 236 | 236 21 | 8 | 26 | 53 | 64 | 145 | 236 | 236 22 | 9 | 26 | 56 | 64 | 145 | 236 | 236 23 | 9 | 26 | 58 | 64 | 145 | 236 | 236 24 | 9 | 26 | 61 | 64 | 145 | 236 | 236 25 | 10 | 26 | 62 | 64 | 145 | 236 | 236 26 | 10 | 26 | 65 | 65 | 145 | 236 | 236 27 | 10 | 26 | 67 | 67 | 145 | 236 | 236 28 | 11 | 26 | 69 | 68 | 145 | 236 | 236 29 | 11 | 26 | 72 | 70 | 145 | 236 | 236 30 | 12 | 27 | 74 | 72 | 145 | 236 | 236 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 | 15 | 27 | 33 | 53 | 165 | 300 | 3 184 2 | 16 | 28 | 34 | 54 | 166 | 343 | 2 392 3 | 15 | 28 | 36 | 59 | 162 | 359 | 1 816 4 | 15 | 29 | 39 | 62 | 159 | 360 | 1 408 5 | 15 | 30 | 41 | 64 | 158 | 352 | 1 117 6 | 16 | 32 | 43 | 66 | 158 | 339 | 906 7 | 17 | 33 | 44 | 67 | 157 | 323 | 749 8 | 17 | 34 | 44 | 69 | 156 | 307 | 629 9 | 16 | 34 | 45 | 71 | 156 | 289 | 535 10 | 16 | 34 | 46 | 72 | 155 | 272 | 460 11 | 16 | 34 | 47 | 72 | 154 | 256 | 399 12 | 16 | 34 | 46 | 72 | 154 | 245 | 349 13 | 15 | 34 | 46 | 71 | 153 | 244 | 307 14 | 15 | 33 | 45 | 71 | 153 | 244 | 272 15 | 15 | 33 | 45 | 71 | 153 | 243 | 243 16 | 14 | 32 | 44 | 70 | 152 | 243 | 243 17 | 14 | 32 | 45 | 70 | 152 | 243 | 243 18 | 14 | 32 | 46 | 70 | 152 | 243 | 243 19 | 14 | 33 | 49 | 70 | 152 | 243 | 243 20 | 15 | 33 | 52 | 71 | 153 | 243 | 243 21 | 15 | 33 | 54 | 71 | 153 | 244 | 244 22 | 15 | 33 | 57 | 71 | 153 | 244 | 244 23 | 15 | 33 | 58 | 71 | 153 | 244 | 244 24 | 15 | 33 | 61 | 71 | 153 | 244 | 244 25 | 15 | 33 | 63 | 71 | 153 | 244 | 244 26 | 15 | 33 | 66 | 71 | 153 | 244 | 244 27 | 15 | 33 | 68 | 71 | 153 | 244 | 244 28 | 15 | 33 | 71 | 71 | 153 | 243 | 243 29 | 15 | 33 | 73 | 71 | 152 | 243 | 243 30 | 14 | 33 | 76 | 73 | 152 | 243 | 243 3.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 20 | 40 | 151 | 293 | 3 108 2 | 1 | 13 | 20 | 40 | 151 | 335 | 2 333 3 | 1 | 14 | 22 | 45 | 147 | 351 | 1 772 4 | 1 | 15 | 25 | 49 | 145 | 352 | 1 374 5 | 2 | 17 | 28 | 51 | 145 | 344 | 1 091 6 | 4 | 19 | 30 | 54 | 145 | 332 | 886 7 | 5 | 22 | 32 | 56 | 145 | 317 | 732 8 | 6 | 23 | 33 | 58 | 145 | 300 | 615 9 | 6 | 24 | 35 | 61 | 145 | 284 | 524 10 | 7 | 25 | 37 | 62 | 145 | 267 | 450 11 | 7 | 25 | 37 | 63 | 145 | 251 | 391 12 | 7 | 25 | 38 | 63 | 145 | 236 | 342 13 | 7 | 26 | 38 | 63 | 145 | 236 | 301 14 | 7 | 26 | 38 | 63 | 145 | 236 | 266 15 | 7 | 26 | 39 | 63 | 145 | 236 | 237 16 | 7 | 26 | 41 | 63 | 145 | 236 | 236 17 | 7 | 26 | 44 | 63 | 145 | 236 | 236 18 | 7 | 26 | 46 | 63 | 145 | 236 | 236 19 | 7 | 26 | 49 | 63 | 145 | 236 | 236 20 | 8 | 26 | 50 | 63 | 145 | 236 | 236 21 | 8 | 26 | 53 | 63 | 145 | 236 | 236 22 | 9 | 26 | 56 | 63 | 145 | 236 | 236 23 | 9 | 26 | 58 | 63 | 145 | 236 | 236 24 | 9 | 26 | 61 | 63 | 145 | 236 | 236 25 | 10 | 26 | 62 | 63 | 145 | 236 | 236 26 | 10 | 26 | 65 | 65 | 145 | 236 | 236 27 | 10 | 26 | 67 | 67 | 145 | 236 | 236 28 | 11 | 26 | 69 | 68 | 145 | 236 | 236 29 | 11 | 26 | 72 | 70 | 145 | 236 | 236 30 | 12 | 27 | 74 | 72 | 145 | 236 | 236 3.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 73 | 86 | 92 | 112 | 224 | 316 | 3 319 2 | 71 | 83 | 89 | 109 | 221 | 356 | 2 498 3 | 73 | 85 | 94 | 116 | 219 | 374 | 1 899 4 | 71 | 85 | 95 | 118 | 215 | 375 | 1 473 5 | 70 | 85 | 96 | 119 | 213 | 367 | 1 169 6 | 70 | 86 | 97 | 120 | 212 | 354 | 949 7 | 70 | 87 | 97 | 121 | 210 | 338 | 785 8 | 70 | 87 | 97 | 122 | 209 | 321 | 659 9 | 69 | 87 | 98 | 124 | 208 | 303 | 561 10 | 67 | 85 | 97 | 123 | 205 | 296 | 482 11 | 65 | 83 | 95 | 121 | 203 | 294 | 419 12 | 64 | 82 | 95 | 120 | 202 | 293 | 366 13 | 64 | 82 | 94 | 120 | 202 | 292 | 322 14 | 63 | 82 | 94 | 120 | 201 | 292 | 292 15 | 63 | 82 | 94 | 119 | 201 | 292 | 292 16 | 63 | 81 | 93 | 119 | 201 | 292 | 292 17 | 63 | 81 | 93 | 119 | 200 | 291 | 291 18 | 62 | 80 | 92 | 118 | 200 | 291 | 291 19 | 61 | 80 | 92 | 118 | 199 | 290 | 290 20 | 61 | 79 | 91 | 117 | 199 | 290 | 290 21 | 60 | 79 | 91 | 116 | 198 | 289 | 289 22 | 60 | 78 | 90 | 116 | 197 | 288 | 288 23 | 59 | 77 | 89 | 115 | 197 | 287 | 287 24 | 58 | 76 | 88 | 114 | 196 | 286 | 286 25 | 57 | 75 | 87 | 113 | 195 | 285 | 285 26 | 56 | 74 | 86 | 112 | 194 | 284 | 284 27 | 55 | 73 | 85 | 111 | 193 | 283 | 283 28 | 54 | 72 | 84 | 110 | 191 | 282 | 282 29 | 52 | 71 | 83 | 109 | 190 | 281 | 281 30 | 51 | 70 | 82 | 108 | 189 | 280 | 280 3.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 17 | 24 | 44 | 155 | 293 | 3 100 2 | 6 | 19 | 25 | 45 | 157 | 334 | 2 329 3 | 7 | 20 | 28 | 51 | 154 | 350 | 1 769 4 | 8 | 22 | 32 | 55 | 152 | 351 | 1 372 5 | 9 | 24 | 35 | 58 | 152 | 344 | 1 089 6 | 11 | 26 | 37 | 61 | 152 | 331 | 884 7 | 12 | 29 | 39 | 62 | 152 | 316 | 731 8 | 12 | 29 | 40 | 64 | 152 | 300 | 614 9 | 12 | 30 | 41 | 67 | 151 | 283 | 523 10 | 12 | 30 | 42 | 68 | 151 | 267 | 450 11 | 13 | 31 | 43 | 69 | 151 | 251 | 391 12 | 13 | 31 | 43 | 69 | 151 | 242 | 342 13 | 13 | 31 | 43 | 69 | 151 | 242 | 301 14 | 13 | 31 | 43 | 69 | 151 | 242 | 266 15 | 13 | 32 | 44 | 69 | 151 | 242 | 242 16 | 13 | 32 | 44 | 69 | 151 | 242 | 242 17 | 14 | 32 | 44 | 70 | 152 | 242 | 242 18 | 14 | 32 | 46 | 70 | 152 | 243 | 243 19 | 14 | 33 | 49 | 70 | 152 | 243 | 243 20 | 15 | 33 | 50 | 71 | 153 | 244 | 244 21 | 15 | 34 | 53 | 71 | 153 | 244 | 244 22 | 15 | 34 | 56 | 72 | 153 | 244 | 244 23 | 16 | 34 | 58 | 72 | 154 | 244 | 244 24 | 16 | 34 | 61 | 72 | 154 | 244 | 244 25 | 16 | 34 | 62 | 72 | 154 | 244 | 244 26 | 16 | 34 | 65 | 72 | 154 | 244 | 244 27 | 16 | 34 | 67 | 72 | 153 | 244 | 244 28 | 15 | 34 | 70 | 72 | 153 | 244 | 244 29 | 15 | 34 | 72 | 71 | 153 | 244 | 244 30 | 15 | 34 | 75 | 72 | 153 | 244 | 244 3.6. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 19 | 39 | 151 | 293 | 3 106 2 | 0 | 12 | 19 | 39 | 151 | 335 | 2 332 3 | 1 | 13 | 21 | 44 | 147 | 351 | 1 771 4 | 1 | 14 | 24 | 48 | 144 | 352 | 1 374 5 | 2 | 16 | 27 | 50 | 144 | 344 | 1 090 6 | 3 | 19 | 30 | 53 | 144 | 332 | 885 7 | 5 | 21 | 31 | 55 | 144 | 316 | 732 8 | 5 | 22 | 33 | 57 | 144 | 300 | 615 9 | 5 | 23 | 34 | 60 | 144 | 283 | 523 10 | 6 | 24 | 36 | 62 | 144 | 267 | 450 11 | 6 | 24 | 37 | 62 | 144 | 251 | 391 12 | 6 | 25 | 37 | 63 | 144 | 235 | 342 13 | 7 | 25 | 37 | 63 | 144 | 235 | 301 14 | 7 | 25 | 37 | 63 | 144 | 235 | 266 15 | 7 | 25 | 39 | 63 | 144 | 235 | 237 16 | 7 | 25 | 41 | 63 | 144 | 235 | 235 17 | 7 | 25 | 44 | 63 | 144 | 235 | 235 18 | 7 | 25 | 46 | 63 | 144 | 235 | 235 19 | 7 | 25 | 49 | 63 | 144 | 235 | 235 20 | 8 | 25 | 50 | 63 | 144 | 235 | 235 21 | 8 | 25 | 53 | 63 | 144 | 235 | 235 22 | 9 | 25 | 56 | 63 | 144 | 235 | 235 23 | 9 | 25 | 58 | 63 | 145 | 235 | 235 24 | 9 | 25 | 61 | 63 | 145 | 235 | 235 25 | 10 | 25 | 62 | 63 | 145 | 235 | 235 26 | 10 | 25 | 65 | 65 | 145 | 235 | 235 27 | 10 | 25 | 67 | 67 | 145 | 235 | 235 28 | 11 | 25 | 69 | 68 | 145 | 235 | 235 29 | 11 | 26 | 72 | 70 | 145 | 235 | 235 30 | 12 | 27 | 74 | 72 | 145 | 235 | 235 3.7. 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 | 10 | 21 | 44 | 171 | 302 | 3 205 2 | 0 | 10 | 21 | 44 | 171 | 344 | 2 402 3 | 1 | 11 | 23 | 48 | 166 | 360 | 1 822 4 | 1 | 13 | 26 | 54 | 163 | 360 | 1 412 5 | 1 | 16 | 29 | 57 | 162 | 352 | 1 120 6 | 2 | 19 | 33 | 59 | 161 | 340 | 909 7 | 4 | 22 | 37 | 60 | 160 | 324 | 751 8 | 6 | 25 | 38 | 60 | 159 | 307 | 631 9 | 9 | 31 | 42 | 59 | 158 | 290 | 537 10 | 11 | 34 | 43 | 59 | 157 | 273 | 462 11 | 11 | 33 | 43 | 59 | 157 | 257 | 401 12 | 10 | 33 | 43 | 59 | 156 | 247 | 351 13 | 9 | 32 | 43 | 59 | 155 | 246 | 309 14 | 9 | 32 | 44 | 60 | 155 | 245 | 273 15 | 9 | 32 | 44 | 60 | 154 | 245 | 245 16 | 9 | 32 | 45 | 60 | 153 | 244 | 244 17 | 9 | 32 | 45 | 60 | 152 | 243 | 243 18 | 9 | 32 | 48 | 60 | 152 | 243 | 243 19 | 9 | 32 | 49 | 60 | 152 | 242 | 242 20 | 9 | 32 | 52 | 60 | 152 | 243 | 243 21 | 9 | 32 | 54 | 60 | 152 | 243 | 243 22 | 9 | 32 | 57 | 60 | 152 | 242 | 242 23 | 9 | 32 | 60 | 60 | 151 | 242 | 242 24 | 9 | 32 | 62 | 62 | 151 | 241 | 241 25 | 10 | 32 | 65 | 64 | 150 | 241 | 241 26 | 10 | 32 | 67 | 66 | 149 | 240 | 240 27 | 11 | 32 | 70 | 68 | 149 | 240 | 240 28 | 11 | 32 | 72 | 70 | 148 | 239 | 239 29 | 11 | 32 | 74 | 72 | 148 | 239 | 239 30 | 12 | 32 | 77 | 74 | 147 | 238 | 238 3.8. 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 | 77 | 89 | 95 | 115 | 227 | 320 | 3 371 2 | 76 | 88 | 95 | 115 | 227 | 362 | 2 540 3 | 76 | 88 | 97 | 119 | 222 | 379 | 1 931 4 | 75 | 88 | 98 | 122 | 219 | 380 | 1 497 5 | 74 | 89 | 100 | 122 | 217 | 372 | 1 187 6 | 74 | 90 | 101 | 124 | 215 | 358 | 962 7 | 74 | 90 | 101 | 124 | 214 | 342 | 795 8 | 72 | 89 | 100 | 125 | 212 | 324 | 667 9 | 71 | 89 | 100 | 126 | 210 | 306 | 566 10 | 70 | 88 | 100 | 126 | 209 | 300 | 486 11 | 69 | 88 | 100 | 126 | 208 | 298 | 422 12 | 68 | 87 | 99 | 124 | 206 | 297 | 368 13 | 67 | 85 | 97 | 123 | 205 | 296 | 323 14 | 66 | 84 | 96 | 122 | 204 | 294 | 294 15 | 64 | 83 | 95 | 121 | 202 | 293 | 293 16 | 63 | 82 | 94 | 119 | 201 | 292 | 292 17 | 62 | 81 | 93 | 119 | 200 | 291 | 291 18 | 61 | 80 | 92 | 118 | 199 | 290 | 290 19 | 61 | 79 | 91 | 117 | 199 | 289 | 289 20 | 60 | 78 | 90 | 116 | 198 | 288 | 288 21 | 59 | 77 | 89 | 115 | 197 | 288 | 288 22 | 58 | 76 | 88 | 114 | 196 | 287 | 287 23 | 57 | 75 | 87 | 113 | 195 | 285 | 285 24 | 56 | 74 | 86 | 112 | 193 | 284 | 284 25 | 54 | 73 | 85 | 111 | 192 | 283 | 283 26 | 53 | 72 | 84 | 109 | 191 | 282 | 282 27 | 52 | 70 | 82 | 108 | 190 | 281 | 281 28 | 51 | 69 | 81 | 107 | 189 | 280 | 280 29 | 50 | 68 | 80 | 106 | 188 | 279 | 279 30 | 49 | 67 | 79 | 105 | 187 | 278 | 278 3.9. 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 | 50 | 62 | 69 | 89 | 201 | 304 | 3 230 2 | 50 | 62 | 69 | 89 | 201 | 348 | 2 431 3 | 50 | 63 | 71 | 94 | 196 | 364 | 1 847 4 | 50 | 63 | 73 | 97 | 194 | 366 | 1 433 5 | 50 | 64 | 75 | 98 | 192 | 358 | 1 138 6 | 50 | 65 | 76 | 100 | 191 | 346 | 924 7 | 50 | 67 | 77 | 101 | 190 | 330 | 765 8 | 50 | 67 | 77 | 102 | 189 | 313 | 643 9 | 49 | 66 | 78 | 103 | 188 | 296 | 547 10 | 48 | 66 | 78 | 104 | 187 | 279 | 471 11 | 48 | 66 | 78 | 104 | 186 | 277 | 409 12 | 47 | 66 | 78 | 104 | 185 | 276 | 357 13 | 47 | 65 | 77 | 103 | 185 | 275 | 314 14 | 46 | 64 | 76 | 102 | 184 | 275 | 278 15 | 46 | 64 | 76 | 102 | 184 | 274 | 274 16 | 45 | 63 | 75 | 101 | 183 | 274 | 274 17 | 44 | 63 | 75 | 100 | 182 | 273 | 273 18 | 44 | 62 | 74 | 100 | 182 | 273 | 273 19 | 43 | 62 | 74 | 100 | 181 | 272 | 272 20 | 43 | 62 | 74 | 99 | 181 | 272 | 272 21 | 43 | 61 | 73 | 99 | 181 | 272 | 272 22 | 42 | 61 | 73 | 99 | 180 | 271 | 271 23 | 42 | 60 | 72 | 98 | 180 | 271 | 271 24 | 41 | 59 | 71 | 97 | 179 | 270 | 270 25 | 40 | 59 | 71 | 97 | 178 | 269 | 269 26 | 40 | 58 | 70 | 96 | 178 | 268 | 268 27 | 39 | 57 | 70 | 95 | 177 | 268 | 268 28 | 38 | 57 | 72 | 94 | 176 | 267 | 267 29 | 38 | 56 | 75 | 94 | 175 | 266 | 266 30 | 37 | 55 | 77 | 93 | 175 | 266 | 266 3.10. Króna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 86 | 98 | 105 | 125 | 237 | 329 | 3 404 2 | 86 | 98 | 104 | 125 | 236 | 363 | 2 556 3 | 84 | 97 | 105 | 128 | 230 | 380 | 1 937 4 | 83 | 96 | 106 | 130 | 227 | 380 | 1 499 5 | 83 | 97 | 108 | 131 | 226 | 372 | 1 187 6 | 83 | 99 | 110 | 133 | 225 | 357 | 961 7 | 84 | 101 | 111 | 135 | 224 | 341 | 793 8 | 84 | 102 | 112 | 137 | 224 | 323 | 665 9 | 85 | 102 | 114 | 139 | 224 | 315 | 565 10 | 85 | 103 | 115 | 141 | 224 | 314 | 485 11 | 85 | 103 | 115 | 141 | 223 | 314 | 420 12 | 84 | 102 | 114 | 140 | 222 | 313 | 367 13 | 83 | 101 | 113 | 139 | 221 | 312 | 322 14 | 82 | 100 | 112 | 138 | 220 | 311 | 311 15 | 81 | 99 | 111 | 137 | 219 | 310 | 310 16 | 80 | 98 | 110 | 136 | 218 | 309 | 309 17 | 79 | 97 | 109 | 135 | 217 | 308 | 308 18 | 78 | 96 | 108 | 134 | 216 | 306 | 306 19 | 77 | 95 | 107 | 133 | 215 | 305 | 305 20 | 76 | 94 | 106 | 132 | 214 | 304 | 304 21 | 74 | 93 | 105 | 131 | 212 | 303 | 303 22 | 73 | 91 | 103 | 129 | 211 | 302 | 302 23 | 72 | 90 | 102 | 128 | 210 | 300 | 300 24 | 70 | 89 | 101 | 126 | 208 | 299 | 299 25 | 69 | 87 | 99 | 125 | 207 | 298 | 298 26 | 67 | 86 | 98 | 123 | 205 | 296 | 296 27 | 66 | 84 | 96 | 122 | 204 | 295 | 295 28 | 64 | 83 | 95 | 120 | 202 | 293 | 293 29 | 63 | 81 | 93 | 119 | 201 | 292 | 292 30 | 61 | 80 | 92 | 118 | 199 | 290 | 290 3.11. Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 26 | 38 | 44 | 64 | 176 | 302 | 3 205 2 | 27 | 39 | 45 | 65 | 177 | 344 | 2 407 3 | 26 | 39 | 47 | 69 | 172 | 360 | 1 825 4 | 25 | 39 | 49 | 73 | 169 | 361 | 1 413 5 | 26 | 40 | 51 | 74 | 168 | 352 | 1 120 6 | 26 | 42 | 53 | 76 | 168 | 339 | 908 7 | 27 | 44 | 54 | 77 | 167 | 324 | 750 8 | 27 | 44 | 54 | 79 | 166 | 307 | 630 9 | 26 | 44 | 55 | 81 | 165 | 289 | 536 10 | 26 | 44 | 56 | 82 | 165 | 272 | 461 11 | 26 | 44 | 56 | 82 | 164 | 256 | 400 12 | 25 | 44 | 56 | 82 | 163 | 254 | 349 13 | 25 | 43 | 55 | 81 | 163 | 254 | 307 14 | 24 | 43 | 55 | 80 | 162 | 253 | 272 15 | 24 | 42 | 54 | 80 | 162 | 253 | 253 16 | 23 | 42 | 54 | 79 | 161 | 252 | 252 17 | 23 | 41 | 53 | 79 | 161 | 252 | 252 18 | 23 | 41 | 53 | 79 | 161 | 252 | 252 19 | 23 | 41 | 53 | 79 | 161 | 252 | 252 20 | 23 | 41 | 53 | 79 | 161 | 252 | 252 21 | 23 | 41 | 54 | 79 | 161 | 252 | 252 22 | 23 | 41 | 57 | 79 | 161 | 252 | 252 23 | 23 | 41 | 58 | 79 | 161 | 252 | 252 24 | 23 | 41 | 61 | 79 | 161 | 251 | 251 25 | 22 | 41 | 63 | 78 | 160 | 251 | 251 26 | 22 | 40 | 66 | 78 | 160 | 251 | 251 27 | 22 | 40 | 68 | 78 | 160 | 250 | 250 28 | 21 | 40 | 71 | 78 | 159 | 250 | 250 29 | 21 | 39 | 73 | 77 | 159 | 250 | 250 30 | 21 | 39 | 75 | 77 | 159 | 250 | 250 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 | 20 | 132 | 284 | 3 006 2 | 0 | 1 | 6 | 21 | 133 | 325 | 2 256 3 | 1 | 1 | 8 | 27 | 129 | 340 | 1 713 4 | 1 | 3 | 11 | 31 | 127 | 341 | 1 328 5 | 1 | 4 | 13 | 33 | 127 | 334 | 1 055 6 | 2 | 4 | 16 | 36 | 127 | 322 | 856 7 | 2 | 5 | 19 | 38 | 128 | 307 | 708 8 | 2 | 7 | 21 | 40 | 128 | 291 | 595 9 | 3 | 7 | 24 | 43 | 128 | 275 | 507 10 | 4 | 9 | 26 | 45 | 127 | 259 | 436 11 | 4 | 9 | 28 | 46 | 128 | 243 | 379 12 | 4 | 10 | 31 | 45 | 127 | 228 | 331 13 | 4 | 11 | 33 | 46 | 128 | 219 | 292 14 | 5 | 12 | 35 | 46 | 128 | 219 | 258 15 | 6 | 13 | 38 | 45 | 127 | 218 | 230 16 | 6 | 14 | 40 | 44 | 126 | 217 | 217 17 | 6 | 15 | 42 | 46 | 126 | 217 | 217 18 | 6 | 15 | 45 | 49 | 126 | 217 | 217 19 | 7 | 17 | 47 | 50 | 127 | 218 | 218 20 | 7 | 17 | 49 | 52 | 127 | 218 | 218 21 | 7 | 19 | 52 | 54 | 128 | 218 | 218 22 | 9 | 19 | 54 | 56 | 128 | 219 | 219 23 | 9 | 20 | 57 | 57 | 128 | 218 | 218 24 | 9 | 21 | 58 | 60 | 128 | 218 | 218 25 | 10 | 22 | 61 | 62 | 128 | 218 | 218 26 | 10 | 23 | 63 | 63 | 128 | 218 | 218 27 | 10 | 24 | 66 | 65 | 130 | 218 | 218 28 | 11 | 24 | 68 | 67 | 131 | 218 | 218 29 | 11 | 25 | 70 | 69 | 132 | 218 | 218 30 | 11 | 26 | 73 | 70 | 134 | 218 | 218 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 | 38 | 50 | 56 | 76 | 188 | 300 | 3 183 2 | 38 | 50 | 56 | 77 | 188 | 342 | 2 387 3 | 38 | 50 | 59 | 81 | 184 | 358 | 1 812 4 | 37 | 51 | 61 | 85 | 181 | 359 | 1 405 5 | 38 | 52 | 63 | 86 | 181 | 351 | 1 116 6 | 39 | 54 | 65 | 89 | 180 | 339 | 905 7 | 40 | 56 | 66 | 90 | 179 | 323 | 749 8 | 39 | 56 | 67 | 91 | 179 | 307 | 629 9 | 39 | 57 | 68 | 93 | 178 | 290 | 536 10 | 39 | 57 | 69 | 95 | 177 | 273 | 461 11 | 39 | 57 | 69 | 95 | 177 | 268 | 400 12 | 38 | 56 | 69 | 94 | 176 | 267 | 350 13 | 38 | 56 | 68 | 94 | 176 | 266 | 308 14 | 37 | 56 | 68 | 93 | 175 | 266 | 273 15 | 37 | 55 | 67 | 93 | 175 | 265 | 265 16 | 36 | 54 | 66 | 92 | 174 | 265 | 265 17 | 36 | 54 | 66 | 92 | 174 | 264 | 264 18 | 35 | 54 | 66 | 91 | 173 | 264 | 264 19 | 35 | 53 | 65 | 91 | 173 | 264 | 264 20 | 35 | 53 | 65 | 91 | 173 | 264 | 264 21 | 35 | 53 | 65 | 91 | 172 | 263 | 263 22 | 34 | 52 | 64 | 90 | 172 | 263 | 263 23 | 33 | 52 | 64 | 90 | 171 | 262 | 262 24 | 33 | 51 | 63 | 89 | 171 | 262 | 262 25 | 32 | 50 | 64 | 88 | 170 | 261 | 261 26 | 31 | 50 | 66 | 87 | 169 | 260 | 260 27 | 31 | 49 | 68 | 87 | 168 | 259 | 259 28 | 30 | 48 | 71 | 86 | 168 | 259 | 259 29 | 29 | 47 | 74 | 85 | 167 | 258 | 258 30 | 28 | 47 | 77 | 84 | 166 | 257 | 257 3.14. 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 | 33 | 53 | 164 | 296 | 3 140 2 | 15 | 27 | 33 | 53 | 165 | 338 | 2 356 3 | 15 | 28 | 36 | 59 | 162 | 354 | 1 789 4 | 16 | 29 | 39 | 63 | 160 | 355 | 1 387 5 | 17 | 31 | 42 | 65 | 159 | 347 | 1 101 6 | 18 | 34 | 44 | 68 | 159 | 334 | 893 7 | 20 | 36 | 46 | 70 | 159 | 319 | 739 8 | 20 | 37 | 48 | 72 | 159 | 303 | 621 9 | 20 | 38 | 49 | 75 | 159 | 286 | 528 10 | 21 | 39 | 51 | 77 | 159 | 269 | 454 11 | 21 | 39 | 51 | 77 | 159 | 253 | 394 12 | 21 | 40 | 52 | 78 | 159 | 250 | 345 13 | 21 | 40 | 52 | 78 | 159 | 250 | 304 14 | 21 | 40 | 52 | 78 | 159 | 250 | 269 15 | 22 | 40 | 52 | 78 | 159 | 250 | 250 16 | 21 | 40 | 52 | 77 | 159 | 250 | 250 17 | 21 | 40 | 52 | 78 | 159 | 250 | 250 18 | 21 | 40 | 52 | 77 | 159 | 250 | 250 19 | 21 | 40 | 52 | 77 | 159 | 250 | 250 20 | 21 | 40 | 52 | 78 | 159 | 250 | 250 21 | 21 | 40 | 53 | 77 | 159 | 250 | 250 22 | 21 | 39 | 56 | 77 | 159 | 250 | 250 23 | 21 | 39 | 58 | 77 | 159 | 249 | 249 24 | 20 | 39 | 61 | 76 | 158 | 249 | 249 25 | 20 | 38 | 63 | 76 | 158 | 248 | 248 26 | 19 | 38 | 66 | 75 | 157 | 248 | 248 27 | 19 | 37 | 68 | 75 | 157 | 248 | 248 28 | 18 | 37 | 71 | 74 | 156 | 247 | 247 29 | 18 | 36 | 73 | 74 | 156 | 247 | 247 30 | 18 | 36 | 75 | 74 | 156 | 246 | 246 3.15. 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 | 80 | 92 | 99 | 119 | 230 | 323 | 3 418 2 | 86 | 98 | 104 | 124 | 236 | 371 | 2 607 3 | 88 | 101 | 109 | 132 | 234 | 393 | 1 999 4 | 89 | 103 | 113 | 136 | 233 | 397 | 1 560 5 | 92 | 107 | 118 | 141 | 235 | 390 | 1 243 6 | 95 | 111 | 122 | 145 | 237 | 378 | 1 011 7 | 98 | 114 | 124 | 148 | 238 | 362 | 838 8 | 99 | 116 | 127 | 152 | 239 | 344 | 705 9 | 101 | 118 | 130 | 155 | 240 | 331 | 600 10 | 102 | 120 | 132 | 157 | 240 | 331 | 517 11 | 102 | 120 | 132 | 158 | 240 | 331 | 449 12 | 101 | 120 | 132 | 158 | 239 | 330 | 392 13 | 100 | 119 | 131 | 156 | 238 | 329 | 345 14 | 99 | 117 | 129 | 155 | 237 | 328 | 328 15 | 98 | 116 | 128 | 154 | 236 | 326 | 326 16 | 96 | 114 | 126 | 152 | 234 | 325 | 325 17 | 95 | 113 | 125 | 151 | 233 | 324 | 324 18 | 93 | 112 | 124 | 150 | 231 | 322 | 322 19 | 92 | 110 | 122 | 148 | 230 | 321 | 321 20 | 91 | 109 | 121 | 147 | 228 | 319 | 319 21 | 89 | 107 | 119 | 145 | 227 | 318 | 318 22 | 87 | 106 | 118 | 143 | 225 | 316 | 316 23 | 85 | 104 | 116 | 142 | 223 | 314 | 314 24 | 84 | 102 | 114 | 140 | 222 | 312 | 312 25 | 82 | 100 | 112 | 138 | 220 | 311 | 311 26 | 80 | 98 | 110 | 136 | 218 | 309 | 309 27 | 78 | 97 | 109 | 134 | 216 | 307 | 307 28 | 77 | 95 | 107 | 133 | 215 | 305 | 305 29 | 75 | 93 | 105 | 131 | 213 | 304 | 304 30 | 73 | 92 | 104 | 129 | 211 | 302 | 302 3.16. 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 | 8 | 20 | 27 | 47 | 159 | 295 | 3 125 2 | 11 | 23 | 29 | 49 | 161 | 337 | 2 346 3 | 13 | 25 | 34 | 56 | 159 | 352 | 1 781 4 | 14 | 28 | 38 | 61 | 158 | 353 | 1 380 5 | 16 | 31 | 42 | 64 | 159 | 345 | 1 095 6 | 18 | 33 | 44 | 68 | 159 | 333 | 888 7 | 20 | 36 | 46 | 70 | 159 | 317 | 735 8 | 20 | 37 | 48 | 72 | 159 | 301 | 617 9 | 20 | 38 | 49 | 75 | 159 | 284 | 525 10 | 21 | 39 | 51 | 76 | 159 | 268 | 452 11 | 21 | 39 | 51 | 77 | 159 | 251 | 392 12 | 21 | 39 | 51 | 77 | 159 | 250 | 343 13 | 20 | 39 | 51 | 76 | 158 | 249 | 302 14 | 20 | 38 | 50 | 76 | 158 | 249 | 267 15 | 19 | 38 | 50 | 75 | 157 | 248 | 248 16 | 19 | 37 | 49 | 75 | 157 | 247 | 247 17 | 19 | 37 | 49 | 75 | 156 | 247 | 247 18 | 18 | 37 | 49 | 75 | 156 | 247 | 247 19 | 18 | 37 | 49 | 74 | 156 | 247 | 247 20 | 19 | 37 | 50 | 75 | 157 | 247 | 247 21 | 19 | 37 | 53 | 75 | 157 | 247 | 247 22 | 19 | 37 | 56 | 75 | 157 | 247 | 247 23 | 19 | 37 | 58 | 75 | 157 | 247 | 247 24 | 18 | 37 | 61 | 75 | 156 | 247 | 247 25 | 18 | 37 | 63 | 74 | 156 | 247 | 247 26 | 18 | 36 | 66 | 74 | 156 | 247 | 247 27 | 18 | 36 | 67 | 74 | 156 | 247 | 247 28 | 18 | 36 | 70 | 74 | 156 | 246 | 246 29 | 17 | 36 | 73 | 74 | 155 | 246 | 246 30 | 17 | 35 | 75 | 73 | 155 | 246 | 246 3.17. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 4 | 10 | 30 | 142 | 289 | 3 059 2 | 0 | 4 | 11 | 31 | 143 | 330 | 2 296 3 | 1 | 5 | 13 | 36 | 138 | 346 | 1 743 4 | 1 | 6 | 15 | 39 | 136 | 346 | 1 351 5 | 1 | 7 | 18 | 41 | 135 | 339 | 1 072 6 | 2 | 9 | 20 | 43 | 134 | 326 | 869 7 | 2 | 11 | 21 | 44 | 134 | 311 | 719 8 | 2 | 11 | 21 | 46 | 133 | 295 | 603 9 | 3 | 11 | 24 | 48 | 132 | 278 | 513 10 | 4 | 11 | 26 | 49 | 132 | 262 | 441 11 | 4 | 12 | 28 | 50 | 132 | 246 | 383 12 | 4 | 12 | 31 | 50 | 132 | 230 | 335 13 | 5 | 12 | 34 | 50 | 132 | 223 | 295 14 | 5 | 13 | 36 | 50 | 132 | 223 | 261 15 | 6 | 13 | 38 | 51 | 133 | 223 | 232 16 | 6 | 14 | 41 | 51 | 133 | 224 | 224 17 | 6 | 15 | 43 | 52 | 134 | 224 | 224 18 | 6 | 15 | 45 | 52 | 134 | 225 | 225 19 | 7 | 17 | 48 | 53 | 135 | 226 | 226 20 | 7 | 17 | 50 | 54 | 136 | 227 | 227 21 | 8 | 19 | 52 | 55 | 137 | 228 | 228 22 | 9 | 19 | 54 | 57 | 137 | 228 | 228 23 | 9 | 20 | 57 | 58 | 138 | 229 | 229 24 | 9 | 21 | 59 | 60 | 138 | 229 | 229 25 | 10 | 22 | 62 | 62 | 139 | 230 | 230 26 | 10 | 23 | 64 | 64 | 139 | 230 | 230 27 | 10 | 24 | 67 | 65 | 139 | 230 | 230 28 | 11 | 25 | 69 | 67 | 140 | 230 | 230 29 | 11 | 26 | 72 | 69 | 140 | 231 | 231 30 | 11 | 26 | 74 | 71 | 140 | 231 | 231 3.18.

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 | 23 | 35 | 42 | 62 | 174 | 290 | 3 073 2 | 24 | 36 | 43 | 63 | 175 | 331 | 2 305 3 | 25 | 38 | 46 | 68 | 171 | 347 | 1 748 4 | 25 | 39 | 49 | 72 | 169 | 347 | 1 355 5 | 26 | 40 | 52 | 74 | 169 | 339 | 1 075 6 | 27 | 42 | 53 | 77 | 168 | 327 | 871 7 | 28 | 44 | 55 | 78 | 168 | 311 | 720 8 | 27 | 45 | 55 | 80 | 167 | 295 | 605 9 | 27 | 45 | 56 | 82 | 166 | 278 | 514 10 | 27 | 45 | 57 | 83 | 166 | 262 | 442 11 | 27 | 45 | 57 | 83 | 165 | 256 | 384 12 | 27 | 45 | 57 | 83 | 165 | 255 | 336 13 | 26 | 45 | 57 | 83 | 164 | 255 | 296 14 | 26 | 44 | 56 | 82 | 164 | 255 | 262 15 | 26 | 44 | 56 | 82 | 164 | 255 | 255 16 | 26 | 44 | 56 | 82 | 164 | 255 | 255 17 | 26 | 45 | 56 | 82 | 164 | 255 | 255 18 | 26 | 45 | 57 | 83 | 164 | 255 | 255 19 | 27 | 45 | 57 | 83 | 165 | 255 | 255 20 | 27 | 45 | 57 | 83 | 165 | 256 | 256 21 | 27 | 45 | 57 | 83 | 165 | 256 | 256 22 | 27 | 45 | 57 | 83 | 165 | 256 | 256 23 | 27 | 45 | 57 | 83 | 165 | 256 | 256 24 | 27 | 45 | 60 | 83 | 165 | 255 | 255 25 | 26 | 45 | 62 | 83 | 164 | 255 | 255 26 | 26 | 44 | 64 | 82 | 164 | 255 | 255 27 | 26 | 44 | 67 | 82 | 164 | 255 | 255 28 | 26 | 44 | 69 | 82 | 164 | 254 | 254 29 | 25 | 44 | 72 | 81 | 163 | 254 | 254 30 | 25 | 43 | 74 | 81 | 163 | 254 | 254 3.19. 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 | 49 | 164 | 302 | 3 209 2 | 0 | 14 | 25 | 49 | 164 | 343 | 2 399 3 | 1 | 17 | 28 | 54 | 161 | 359 | 1 818 4 | 2 | 20 | 31 | 59 | 160 | 359 | 1 409 5 | 3 | 23 | 36 | 65 | 160 | 351 | 1 117 6 | 6 | 27 | 39 | 67 | 161 | 339 | 906 7 | 9 | 31 | 42 | 70 | 161 | 323 | 749 8 | 11 | 35 | 46 | 73 | 161 | 306 | 629 9 | 13 | 38 | 50 | 76 | 161 | 289 | 535 10 | 15 | 40 | 52 | 77 | 161 | 272 | 460 11 | 15 | 41 | 53 | 78 | 161 | 256 | 400 12 | 16 | 43 | 54 | 79 | 161 | 252 | 349 13 | 17 | 44 | 55 | 80 | 161 | 252 | 308 14 | 18 | 45 | 56 | 80 | 161 | 252 | 272 15 | 18 | 45 | 56 | 80 | 161 | 252 | 252 16 | 18 | 45 | 56 | 80 | 160 | 251 | 251 17 | 18 | 45 | 56 | 80 | 161 | 251 | 251 18 | 18 | 45 | 56 | 80 | 161 | 251 | 251 19 | 18 | 45 | 56 | 80 | 161 | 251 | 251 20 | 18 | 45 | 56 | 80 | 161 | 252 | 252 21 | 18 | 45 | 56 | 80 | 161 | 252 | 252 22 | 18 | 45 | 57 | 80 | 161 | 252 | 252 23 | 18 | 45 | 59 | 80 | 161 | 252 | 252 24 | 18 | 45 | 61 | 80 | 161 | 251 | 251 25 | 18 | 45 | 64 | 80 | 160 | 251 | 251 26 | 18 | 45 | 66 | 80 | 160 | 251 | 251 27 | 18 | 45 | 68 | 80 | 160 | 250 | 250 28 | 18 | 45 | 71 | 80 | 159 | 250 | 250 29 | 18 | 45 | 73 | 80 | 159 | 250 | 250 30 | 18 | 45 | 76 | 80 | 159 | 249 | 249 3.20. 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 | 4 | 11 | 123 | 288 | 3 044 2 | 0 | 1 | 6 | 13 | 122 | 329 | 2 287 3 | 1 | 1 | 8 | 15 | 117 | 345 | 1 737 4 | 1 | 3 | 11 | 18 | 114 | 345 | 1 347 5 | 1 | 4 | 13 | 20 | 114 | 338 | 1 069 6 | 2 | 4 | 16 | 23 | 113 | 325 | 867 7 | 2 | 6 | 19 | 26 | 113 | 311 | 717 8 | 2 | 7 | 21 | 27 | 113 | 294 | 603 9 | 3 | 7 | 24 | 30 | 113 | 278 | 513 10 | 4 | 9 | 26 | 32 | 113 | 262 | 441 11 | 4 | 9 | 29 | 34 | 113 | 246 | 383 12 | 4 | 10 | 31 | 37 | 114 | 231 | 335 13 | 5 | 11 | 34 | 39 | 114 | 216 | 295 14 | 5 | 12 | 36 | 41 | 114 | 205 | 262 15 | 6 | 13 | 38 | 43 | 114 | 205 | 233 16 | 6 | 14 | 41 | 45 | 115 | 205 | 208 17 | 6 | 15 | 43 | 46 | 115 | 206 | 206 18 | 6 | 15 | 45 | 49 | 117 | 207 | 207 19 | 7 | 17 | 48 | 51 | 119 | 207 | 207 20 | 7 | 17 | 50 | 53 | 121 | 208 | 208 21 | 8 | 19 | 53 | 54 | 123 | 208 | 208 22 | 9 | 19 | 54 | 57 | 125 | 208 | 208 23 | 9 | 20 | 57 | 58 | 126 | 209 | 209 24 | 9 | 21 | 60 | 60 | 127 | 209 | 209 25 | 10 | 22 | 62 | 62 | 129 | 209 | 209 26 | 10 | 23 | 64 | 64 | 130 | 209 | 209 27 | 10 | 24 | 67 | 66 | 132 | 209 | 209 28 | 11 | 25 | 69 | 67 | 133 | 209 | 209 29 | 11 | 26 | 72 | 69 | 134 | 208 | 208 30 | 11 | 27 | 74 | 71 | 135 | 208 | 208 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 20 Euro | Belgium | 20 Euro | Croatia | 20 Euro | Cyprus | 20 Euro | Estonia | 20 Euro | Finland | 20 Euro | France | 20 Euro | Germany | 20 Euro | Greece | 20 Euro | Ireland | 20 Euro | Italy | 20 Euro | Latvia | 20 Euro | Lithuania | 20 Euro | Luxembourg | 20 Euro | Malta | 20 Euro | Netherlands | 20 Euro | Portugal | 20 Euro | Slovakia | 20 Euro | Slovenia | 20 Euro | Spain | 20 Czech koruna | Czechia | 14 Danish krone | Denmark | 25 Forint | Hungary | 8 Krona | Sweden | 1 Lev | Bulgaria | 15 Pound sterling | United Kingdom | 37 Romanian leu | Romania | 5 Zloty | Poland | 11 Króna | Iceland | 49 Norwegian krone | Norway | 35 Swiss franc | Liechtenstein | –4 Swiss franc | Switzerland | –4 Australian dollar | Australia | 24 Canadian dollar | Canada | 22 Renminbi-yuan | China | –1 Hong Kong dollar | Hong Kong | 3 US dollar | United States | 48 Yen | Japan | 14 * * * ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj ISSN 1977-0677 (electronic edition) * * *