COMMISSION IMPLEMENTING REGULATION (EU) 2020/193

13.2.2020 | EN | Official Journal of the European Union | L 40/18 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2020/193 of 12 February 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2019 until 30 March 2020 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2019 market data. That information was published on 9 January 2020 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2019 until 30 March 2020. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2019. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 12 February 2020. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | -0,421 % | 2,146 % | -0,431 % | 0,017 % | 0,087 % | -0,044 % 2 | -0,391 % | 2,163 % | -0,401 % | 0,153 % | 0,128 % | 0,034 % 3 | -0,338 % | 2,094 % | -0,348 % | 0,382 % | 0,170 % | 0,076 % 4 | -0,285 % | 2,041 % | -0,295 % | 0,740 % | 0,226 % | 0,105 % 5 | -0,229 % | 1,955 % | -0,240 % | 0,955 % | 0,291 % | 0,185 % 6 | -0,164 % | 1,868 % | -0,174 % | 1,121 % | 0,356 % | 0,285 % 7 | -0,084 % | 1,778 % | -0,094 % | 1,412 % | 0,420 % | 0,378 % 8 | -0,018 % | 1,705 % | -0,028 % | 1,631 % | 0,481 % | 0,453 % 9 | 0,047 % | 1,648 % | 0,037 % | 1,803 % | 0,540 % | 0,516 % 10 | 0,113 % | 1,611 % | 0,103 % | 1,939 % | 0,596 % | 0,594 % 11 | 0,164 % | 1,593 % | 0,154 % | 2,078 % | 0,728 % | 0,687 % 12 | 0,213 % | 1,595 % | 0,203 % | 2,222 % | 0,902 % | 0,786 % 13 | 0,268 % | 1,614 % | 0,258 % | 2,363 % | 1,084 % | 0,887 % 14 | 0,321 % | 1,647 % | 0,311 % | 2,495 % | 1,258 % | 0,989 % 15 | 0,362 % | 1,689 % | 0,352 % | 2,616 % | 1,418 % | 1,089 % 16 | 0,389 % | 1,737 % | 0,379 % | 2,723 % | 1,564 % | 1,186 % 17 | 0,409 % | 1,789 % | 0,398 % | 2,818 % | 1,696 % | 1,279 % 18 | 0,431 % | 1,844 % | 0,420 % | 2,903 % | 1,815 % | 1,369 % 19 | 0,460 % | 1,899 % | 0,449 % | 2,980 % | 1,923 % | 1,455 % 20 | 0,500 % | 1,954 % | 0,490 % | 3,049 % | 2,020 % | 1,537 % 21 | 0,553 % | 2,008 % | 0,543 % | 3,113 % | 2,108 % | 1,615 % 22 | 0,616 % | 2,062 % | 0,606 % | 3,170 % | 2,189 % | 1,690 % 23 | 0,685 % | 2,114 % | 0,675 % | 3,224 % | 2,262 % | 1,761 % 24 | 0,758 % | 2,164 % | 0,748 % | 3,273 % | 2,330 % | 1,828 % 25 | 0,833 % | 2,213 % | 0,823 % | 3,318 % | 2,392 % | 1,893 % 26 | 0,908 % | 2,261 % | 0,899 % | 3,360 % | 2,450 % | 1,954 % 27 | 0,983 % | 2,306 % | 0,974 % | 3,399 % | 2,503 % | 2,012 % 28 | 1,057 % | 2,350 % | 1,049 % | 3,435 % | 2,553 % | 2,067 % 29 | 1,130 % | 2,392 % | 1,121 % | 3,469 % | 2,599 % | 2,120 % 30 | 1,201 % | 2,432 % | 1,193 % | 3,501 % | 2,642 % | 2,170 % 31 | 1,270 % | 2,471 % | 1,262 % | 3,532 % | 2,682 % | 2,218 % 32 | 1,336 % | 2,508 % | 1,329 % | 3,560 % | 2,720 % | 2,264 % 33 | 1,401 % | 2,544 % | 1,393 % | 3,587 % | 2,756 % | 2,307 % 34 | 1,463 % | 2,578 % | 1,456 % | 3,612 % | 2,789 % | 2,349 % 35 | 1,523 % | 2,611 % | 1,516 % | 3,636 % | 2,821 % | 2,388 % 36 | 1,581 % | 2,643 % | 1,574 % | 3,658 % | 2,851 % | 2,426 % 37 | 1,637 % | 2,673 % | 1,630 % | 3,680 % | 2,879 % | 2,462 % 38 | 1,690 % | 2,702 % | 1,684 % | 3,700 % | 2,906 % | 2,497 % 39 | 1,742 % | 2,730 % | 1,735 % | 3,720 % | 2,931 % | 2,530 % 40 | 1,791 % | 2,756 % | 1,785 % | 3,738 % | 2,955 % | 2,562 % 41 | 1,839 % | 2,782 % | 1,833 % | 3,756 % | 2,978 % | 2,592 % 42 | 1,884 % | 2,807 % | 1,879 % | 3,773 % | 3,000 % | 2,622 % 43 | 1,928 % | 2,830 % | 1,923 % | 3,789 % | 3,021 % | 2,650 % 44 | 1,971 % | 2,853 % | 1,965 % | 3,804 % | 3,041 % | 2,677 % 45 | 2,011 % | 2,875 % | 2,006 % | 3,819 % | 3,060 % | 2,702 % 46 | 2,051 % | 2,896 % | 2,045 % | 3,833 % | 3,078 % | 2,727 % 47 | 2,088 % | 2,917 % | 2,083 % | 3,847 % | 3,095 % | 2,751 % 48 | 2,125 % | 2,936 % | 2,119 % | 3,860 % | 3,112 % | 2,774 % 49 | 2,160 % | 2,955 % | 2,154 % | 3,873 % | 3,128 % | 2,796 % 50 | 2,193 % | 2,973 % | 2,188 % | 3,885 % | 3,143 % | 2,818 % 51 | 2,226 % | 2,991 % | 2,221 % | 3,897 % | 3,158 % | 2,838 % 52 | 2,257 % | 3,008 % | 2,252 % | 3,908 % | 3,172 % | 2,858 % 53 | 2,287 % | 3,024 % | 2,283 % | 3,919 % | 3,186 % | 2,877 % 54 | 2,316 % | 3,040 % | 2,312 % | 3,929 % | 3,199 % | 2,896 % 55 | 2,345 % | 3,055 % | 2,340 % | 3,939 % | 3,212 % | 2,914 % 56 | 2,372 % | 3,070 % | 2,367 % | 3,949 % | 3,224 % | 2,931 % 57 | 2,398 % | 3,084 % | 2,394 % | 3,958 % | 3,236 % | 2,947 % 58 | 2,424 % | 3,098 % | 2,419 % | 3,967 % | 3,247 % | 2,964 % 59 | 2,448 % | 3,111 % | 2,444 % | 3,976 % | 3,258 % | 2,979 % 60 | 2,472 % | 3,124 % | 2,468 % | 3,985 % | 3,269 % | 2,994 % 61 | 2,495 % | 3,136 % | 2,491 % | 3,993 % | 3,279 % | 3,009 % 62 | 2,518 % | 3,149 % | 2,514 % | 4,001 % | 3,289 % | 3,023 % 63 | 2,539 % | 3,160 % | 2,535 % | 4,009 % | 3,299 % | 3,037 % 64 | 2,560 % | 3,172 % | 2,556 % | 4,016 % | 3,308 % | 3,050 % 65 | 2,581 % | 3,183 % | 2,577 % | 4,024 % | 3,318 % | 3,063 % 66 | 2,601 % | 3,194 % | 2,597 % | 4,031 % | 3,326 % | 3,076 % 67 | 2,620 % | 3,204 % | 2,616 % | 4,038 % | 3,335 % | 3,088 % 68 | 2,638 % | 3,214 % | 2,635 % | 4,044 % | 3,343 % | 3,100 % 69 | 2,657 % | 3,224 % | 2,653 % | 4,051 % | 3,351 % | 3,111 % 70 | 2,674 % | 3,234 % | 2,671 % | 4,057 % | 3,359 % | 3,122 % 71 | 2,691 % | 3,243 % | 2,688 % | 4,063 % | 3,367 % | 3,133 % 72 | 2,708 % | 3,252 % | 2,704 % | 4,069 % | 3,374 % | 3,144 % 73 | 2,724 % | 3,261 % | 2,721 % | 4,075 % | 3,381 % | 3,154 % 74 | 2,740 % | 3,269 % | 2,736 % | 4,081 % | 3,388 % | 3,164 % 75 | 2,755 % | 3,278 % | 2,752 % | 4,086 % | 3,395 % | 3,174 % 76 | 2,770 % | 3,286 % | 2,767 % | 4,092 % | 3,402 % | 3,183 % 77 | 2,785 % | 3,294 % | 2,782 % | 4,097 % | 3,408 % | 3,192 % 78 | 2,799 % | 3,301 % | 2,796 % | 4,102 % | 3,414 % | 3,201 % 79 | 2,813 % | 3,309 % | 2,810 % | 4,107 % | 3,421 % | 3,210 % 80 | 2,826 % | 3,316 % | 2,823 % | 4,112 % | 3,427 % | 3,219 % 81 | 2,840 % | 3,324 % | 2,836 % | 4,117 % | 3,432 % | 3,227 % 82 | 2,852 % | 3,331 % | 2,849 % | 4,121 % | 3,438 % | 3,235 % 83 | 2,865 % | 3,337 % | 2,862 % | 4,126 % | 3,444 % | 3,243 % 84 | 2,877 % | 3,344 % | 2,874 % | 4,130 % | 3,449 % | 3,251 % 85 | 2,889 % | 3,351 % | 2,886 % | 4,134 % | 3,454 % | 3,259 % 86 | 2,901 % | 3,357 % | 2,898 % | 4,139 % | 3,459 % | 3,266 % 87 | 2,912 % | 3,363 % | 2,909 % | 4,143 % | 3,465 % | 3,273 % 88 | 2,923 % | 3,369 % | 2,921 % | 4,147 % | 3,469 % | 3,281 % 89 | 2,934 % | 3,375 % | 2,932 % | 4,151 % | 3,474 % | 3,287 % 90 | 2,945 % | 3,381 % | 2,942 % | 4,155 % | 3,479 % | 3,294 % 91 | 2,956 % | 3,387 % | 2,953 % | 4,158 % | 3,484 % | 3,301 % 92 | 2,966 % | 3,392 % | 2,963 % | 4,162 % | 3,488 % | 3,307 % 93 | 2,976 % | 3,398 % | 2,973 % | 4,166 % | 3,493 % | 3,314 % 94 | 2,986 % | 3,403 % | 2,983 % | 4,169 % | 3,497 % | 3,320 % 95 | 2,995 % | 3,408 % | 2,992 % | 4,173 % | 3,501 % | 3,326 % 96 | 3,005 % | 3,413 % | 3,002 % | 4,176 % | 3,505 % | 3,332 % 97 | 3,014 % | 3,418 % | 3,011 % | 4,179 % | 3,509 % | 3,338 % 98 | 3,023 % | 3,423 % | 3,020 % | 4,183 % | 3,513 % | 3,344 % 99 | 3,032 % | 3,428 % | 3,029 % | 4,186 % | 3,517 % | 3,349 % 100 | 3,040 % | 3,433 % | 3,038 % | 4,189 % | 3,521 % | 3,355 % 101 | 3,049 % | 3,437 % | 3,046 % | 4,192 % | 3,525 % | 3,360 % 102 | 3,057 % | 3,442 % | 3,054 % | 4,195 % | 3,528 % | 3,365 % 103 | 3,065 % | 3,446 % | 3,063 % | 4,198 % | 3,532 % | 3,370 % 104 | 3,073 % | 3,451 % | 3,071 % | 4,201 % | 3,536 % | 3,376 % 105 | 3,081 % | 3,455 % | 3,079 % | 4,204 % | 3,539 % | 3,381 % 106 | 3,089 % | 3,459 % | 3,086 % | 4,207 % | 3,542 % | 3,385 % 107 | 3,096 % | 3,463 % | 3,094 % | 4,209 % | 3,546 % | 3,390 % 108 | 3,104 % | 3,467 % | 3,101 % | 4,212 % | 3,549 % | 3,395 % 109 | 3,111 % | 3,471 % | 3,109 % | 4,215 % | 3,552 % | 3,400 % 110 | 3,118 % | 3,475 % | 3,116 % | 4,217 % | 3,555 % | 3,404 % 111 | 3,125 % | 3,479 % | 3,123 % | 4,220 % | 3,559 % | 3,409 % 112 | 3,132 % | 3,483 % | 3,130 % | 4,222 % | 3,562 % | 3,413 % 113 | 3,139 % | 3,486 % | 3,136 % | 4,225 % | 3,565 % | 3,417 % 114 | 3,145 % | 3,490 % | 3,143 % | 4,227 % | 3,567 % | 3,421 % 115 | 3,152 % | 3,494 % | 3,150 % | 4,229 % | 3,570 % | 3,426 % 116 | 3,158 % | 3,497 % | 3,156 % | 4,232 % | 3,573 % | 3,430 % 117 | 3,165 % | 3,500 % | 3,162 % | 4,234 % | 3,576 % | 3,434 % 118 | 3,171 % | 3,504 % | 3,169 % | 4,236 % | 3,579 % | 3,438 % 119 | 3,177 % | 3,507 % | 3,175 % | 4,238 % | 3,581 % | 3,441 % 120 | 3,183 % | 3,510 % | 3,181 % | 4,241 % | 3,584 % | 3,445 % 121 | 3,189 % | 3,514 % | 3,187 % | 4,243 % | 3,587 % | 3,449 % 122 | 3,195 % | 3,517 % | 3,193 % | 4,245 % | 3,589 % | 3,453 % 123 | 3,200 % | 3,520 % | 3,198 % | 4,247 % | 3,592 % | 3,456 % 124 | 3,206 % | 3,523 % | 3,204 % | 4,249 % | 3,594 % | 3,460 % 125 | 3,212 % | 3,526 % | 3,210 % | 4,251 % | 3,597 % | 3,463 % 126 | 3,217 % | 3,529 % | 3,215 % | 4,253 % | 3,599 % | 3,467 % 127 | 3,222 % | 3,532 % | 3,220 % | 4,255 % | 3,601 % | 3,470 % 128 | 3,228 % | 3,535 % | 3,226 % | 4,257 % | 3,604 % | 3,474 % 129 | 3,233 % | 3,538 % | 3,231 % | 4,259 % | 3,606 % | 3,477 % 130 | 3,238 % | 3,540 % | 3,236 % | 4,261 % | 3,608 % | 3,480 % 131 | 3,243 % | 3,543 % | 3,241 % | 4,262 % | 3,611 % | 3,483 % 132 | 3,248 % | 3,546 % | 3,246 % | 4,264 % | 3,613 % | 3,487 % 133 | 3,253 % | 3,548 % | 3,251 % | 4,266 % | 3,615 % | 3,490 % 134 | 3,258 % | 3,551 % | 3,256 % | 4,268 % | 3,617 % | 3,493 % 135 | 3,262 % | 3,554 % | 3,261 % | 4,269 % | 3,619 % | 3,496 % 136 | 3,267 % | 3,556 % | 3,265 % | 4,271 % | 3,621 % | 3,499 % 137 | 3,272 % | 3,559 % | 3,270 % | 4,273 % | 3,623 % | 3,502 % 138 | 3,276 % | 3,561 % | 3,274 % | 4,274 % | 3,625 % | 3,505 % 139 | 3,281 % | 3,564 % | 3,279 % | 4,276 % | 3,627 % | 3,507 % 140 | 3,285 % | 3,566 % | 3,283 % | 4,278 % | 3,629 % | 3,510 % 141 | 3,289 % | 3,568 % | 3,288 % | 4,279 % | 3,631 % | 3,513 % 142 | 3,294 % | 3,571 % | 3,292 % | 4,281 % | 3,633 % | 3,516 % 143 | 3,298 % | 3,573 % | 3,296 % | 4,282 % | 3,635 % | 3,518 % 144 | 3,302 % | 3,575 % | 3,300 % | 4,284 % | 3,637 % | 3,521 % 145 | 3,306 % | 3,578 % | 3,304 % | 4,285 % | 3,638 % | 3,524 % 146 | 3,310 % | 3,580 % | 3,309 % | 4,287 % | 3,640 % | 3,526 % 147 | 3,314 % | 3,582 % | 3,313 % | 4,288 % | 3,642 % | 3,529 % 148 | 3,318 % | 3,584 % | 3,317 % | 4,290 % | 3,644 % | 3,531 % 149 | 3,322 % | 3,586 % | 3,320 % | 4,291 % | 3,646 % | 3,534 % 150 | 3,326 % | 3,588 % | 3,324 % | 4,292 % | 3,647 % | 3,536 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | -0,471 % | 0,716 % | 3,446 % | 1,022 % | 2,928 % | 1,783 % 2 | -0,441 % | 0,690 % | 3,550 % | 1,405 % | 3,040 % | 1,886 % 3 | -0,388 % | 0,715 % | 3,659 % | 1,553 % | 3,180 % | 1,888 % 4 | -0,336 % | 0,749 % | 3,764 % | 1,633 % | 3,245 % | 1,893 % 5 | -0,280 % | 0,778 % | 3,866 % | 1,733 % | 3,270 % | 1,906 % 6 | -0,214 % | 0,807 % | 3,975 % | 1,866 % | 3,285 % | 1,919 % 7 | -0,134 % | 0,836 % | 4,092 % | 1,923 % | 3,300 % | 1,932 % 8 | -0,068 % | 0,859 % | 4,217 % | 1,996 % | 3,315 % | 1,945 % 9 | -0,003 % | 0,886 % | 4,348 % | 2,026 % | 3,331 % | 1,961 % 10 | 0,062 % | 0,914 % | 4,487 % | 2,028 % | 3,347 % | 1,974 % 11 | 0,113 % | 0,936 % | 4,595 % | 2,041 % | 3,363 % | 1,999 % 12 | 0,162 % | 0,956 % | 4,672 % | 2,067 % | 3,378 % | 2,035 % 13 | 0,218 % | 0,972 % | 4,727 % | 2,102 % | 3,393 % | 2,077 % 14 | 0,270 % | 0,984 % | 4,764 % | 2,143 % | 3,407 % | 2,123 % 15 | 0,311 % | 0,996 % | 4,788 % | 2,187 % | 3,421 % | 2,171 % 16 | 0,337 % | 1,006 % | 4,802 % | 2,232 % | 3,435 % | 2,219 % 17 | 0,357 % | 1,013 % | 4,809 % | 2,278 % | 3,448 % | 2,268 % 18 | 0,379 % | 1,018 % | 4,809 % | 2,324 % | 3,461 % | 2,316 % 19 | 0,408 % | 1,020 % | 4,805 % | 2,369 % | 3,473 % | 2,363 % 20 | 0,449 % | 1,021 % | 4,797 % | 2,414 % | 3,484 % | 2,409 % 21 | 0,503 % | 1,021 % | 4,787 % | 2,457 % | 3,495 % | 2,453 % 22 | 0,566 % | 1,021 % | 4,774 % | 2,499 % | 3,506 % | 2,496 % 23 | 0,637 % | 1,020 % | 4,760 % | 2,539 % | 3,517 % | 2,537 % 24 | 0,710 % | 1,019 % | 4,745 % | 2,578 % | 3,526 % | 2,577 % 25 | 0,786 % | 1,018 % | 4,729 % | 2,616 % | 3,536 % | 2,615 % 26 | 0,863 % | 1,015 % | 4,713 % | 2,652 % | 3,545 % | 2,651 % 27 | 0,939 % | 1,013 % | 4,696 % | 2,686 % | 3,554 % | 2,686 % 28 | 1,014 % | 1,010 % | 4,680 % | 2,720 % | 3,562 % | 2,720 % 29 | 1,088 % | 1,007 % | 4,663 % | 2,752 % | 3,571 % | 2,752 % 30 | 1,160 % | 1,004 % | 4,646 % | 2,782 % | 3,578 % | 2,783 % 31 | 1,230 % | 1,001 % | 4,630 % | 2,811 % | 3,586 % | 2,812 % 32 | 1,298 % | 0,997 % | 4,614 % | 2,840 % | 3,593 % | 2,840 % 33 | 1,364 % | 0,995 % | 4,598 % | 2,867 % | 3,600 % | 2,867 % 34 | 1,427 % | 0,992 % | 4,583 % | 2,892 % | 3,607 % | 2,893 % 35 | 1,488 % | 0,990 % | 4,568 % | 2,917 % | 3,614 % | 2,918 % 36 | 1,547 % | 0,989 % | 4,553 % | 2,941 % | 3,620 % | 2,942 % 37 | 1,603 % | 0,987 % | 4,539 % | 2,964 % | 3,626 % | 2,965 % 38 | 1,657 % | 0,983 % | 4,525 % | 2,986 % | 3,632 % | 2,987 % 39 | 1,710 % | 0,977 % | 4,512 % | 3,007 % | 3,637 % | 3,008 % 40 | 1,760 % | 0,968 % | 4,499 % | 3,027 % | 3,643 % | 3,028 % 41 | 1,808 % | 0,955 % | 4,486 % | 3,046 % | 3,648 % | 3,048 % 42 | 1,855 % | 0,940 % | 4,474 % | 3,065 % | 3,653 % | 3,066 % 43 | 1,899 % | 0,926 % | 4,462 % | 3,083 % | 3,658 % | 3,084 % 44 | 1,942 % | 0,914 % | 4,451 % | 3,100 % | 3,663 % | 3,101 % 45 | 1,984 % | 0,905 % | 4,440 % | 3,117 % | 3,667 % | 3,118 % 46 | 2,023 % | 0,899 % | 4,429 % | 3,133 % | 3,672 % | 3,134 % 47 | 2,062 % | 0,898 % | 4,419 % | 3,148 % | 3,676 % | 3,149 % 48 | 2,098 % | 0,901 % | 4,409 % | 3,163 % | 3,680 % | 3,164 % 49 | 2,134 % | 0,909 % | 4,399 % | 3,177 % | 3,684 % | 3,178 % 50 | 2,168 % | 0,923 % | 4,390 % | 3,191 % | 3,688 % | 3,192 % 51 | 2,201 % | 0,942 % | 4,381 % | 3,205 % | 3,692 % | 3,206 % 52 | 2,233 % | 0,965 % | 4,372 % | 3,217 % | 3,695 % | 3,218 % 53 | 2,264 % | 0,992 % | 4,363 % | 3,230 % | 3,699 % | 3,231 % 54 | 2,293 % | 1,022 % | 4,355 % | 3,242 % | 3,702 % | 3,243 % 55 | 2,322 % | 1,054 % | 4,347 % | 3,254 % | 3,706 % | 3,254 % 56 | 2,349 % | 1,087 % | 4,339 % | 3,265 % | 3,709 % | 3,266 % 57 | 2,376 % | 1,121 % | 4,332 % | 3,276 % | 3,712 % | 3,276 % 58 | 2,402 % | 1,155 % | 4,325 % | 3,286 % | 3,715 % | 3,287 % 59 | 2,427 % | 1,191 % | 4,318 % | 3,296 % | 3,718 % | 3,297 % 60 | 2,451 % | 1,226 % | 4,311 % | 3,306 % | 3,721 % | 3,307 % 61 | 2,475 % | 1,261 % | 4,304 % | 3,316 % | 3,723 % | 3,316 % 62 | 2,497 % | 1,296 % | 4,298 % | 3,325 % | 3,726 % | 3,326 % 63 | 2,519 % | 1,331 % | 4,292 % | 3,334 % | 3,729 % | 3,335 % 64 | 2,541 % | 1,366 % | 4,286 % | 3,343 % | 3,731 % | 3,343 % 65 | 2,561 % | 1,400 % | 4,280 % | 3,351 % | 3,734 % | 3,352 % 66 | 2,581 % | 1,434 % | 4,274 % | 3,359 % | 3,736 % | 3,360 % 67 | 2,601 % | 1,467 % | 4,269 % | 3,367 % | 3,739 % | 3,368 % 68 | 2,620 % | 1,499 % | 4,263 % | 3,375 % | 3,741 % | 3,376 % 69 | 2,638 % | 1,531 % | 4,258 % | 3,382 % | 3,743 % | 3,383 % 70 | 2,656 % | 1,563 % | 4,253 % | 3,390 % | 3,745 % | 3,391 % 71 | 2,673 % | 1,593 % | 4,248 % | 3,397 % | 3,747 % | 3,398 % 72 | 2,690 % | 1,624 % | 4,243 % | 3,404 % | 3,749 % | 3,405 % 73 | 2,707 % | 1,653 % | 4,239 % | 3,411 % | 3,751 % | 3,411 % 74 | 2,723 % | 1,682 % | 4,234 % | 3,417 % | 3,753 % | 3,418 % 75 | 2,738 % | 1,710 % | 4,230 % | 3,424 % | 3,755 % | 3,424 % 76 | 2,754 % | 1,738 % | 4,225 % | 3,430 % | 3,757 % | 3,430 % 77 | 2,768 % | 1,765 % | 4,221 % | 3,436 % | 3,759 % | 3,436 % 78 | 2,783 % | 1,791 % | 4,217 % | 3,442 % | 3,761 % | 3,442 % 79 | 2,797 % | 1,817 % | 4,213 % | 3,448 % | 3,762 % | 3,448 % 80 | 2,811 % | 1,842 % | 4,209 % | 3,453 % | 3,764 % | 3,454 % 81 | 2,824 % | 1,867 % | 4,205 % | 3,459 % | 3,766 % | 3,459 % 82 | 2,837 % | 1,891 % | 4,202 % | 3,464 % | 3,767 % | 3,465 % 83 | 2,850 % | 1,915 % | 4,198 % | 3,469 % | 3,769 % | 3,470 % 84 | 2,862 % | 1,938 % | 4,194 % | 3,474 % | 3,770 % | 3,475 % 85 | 2,874 % | 1,961 % | 4,191 % | 3,479 % | 3,772 % | 3,480 % 86 | 2,886 % | 1,983 % | 4,188 % | 3,484 % | 3,773 % | 3,485 % 87 | 2,898 % | 2,004 % | 4,184 % | 3,489 % | 3,775 % | 3,490 % 88 | 2,909 % | 2,026 % | 4,181 % | 3,494 % | 3,776 % | 3,494 % 89 | 2,920 % | 2,046 % | 4,178 % | 3,498 % | 3,778 % | 3,499 % 90 | 2,931 % | 2,067 % | 4,175 % | 3,503 % | 3,779 % | 3,503 % 91 | 2,942 % | 2,087 % | 4,172 % | 3,507 % | 3,780 % | 3,507 % 92 | 2,952 % | 2,106 % | 4,169 % | 3,511 % | 3,782 % | 3,512 % 93 | 2,962 % | 2,125 % | 4,166 % | 3,515 % | 3,783 % | 3,516 % 94 | 2,972 % | 2,144 % | 4,163 % | 3,519 % | 3,784 % | 3,520 % 95 | 2,982 % | 2,162 % | 4,160 % | 3,523 % | 3,785 % | 3,524 % 96 | 2,991 % | 2,180 % | 4,158 % | 3,527 % | 3,786 % | 3,528 % 97 | 3,001 % | 2,197 % | 4,155 % | 3,531 % | 3,788 % | 3,532 % 98 | 3,010 % | 2,215 % | 4,152 % | 3,535 % | 3,789 % | 3,535 % 99 | 3,019 % | 2,231 % | 4,150 % | 3,539 % | 3,790 % | 3,539 % 100 | 3,027 % | 2,248 % | 4,147 % | 3,542 % | 3,791 % | 3,543 % 101 | 3,036 % | 2,264 % | 4,145 % | 3,546 % | 3,792 % | 3,546 % 102 | 3,045 % | 2,280 % | 4,142 % | 3,549 % | 3,793 % | 3,550 % 103 | 3,053 % | 2,296 % | 4,140 % | 3,553 % | 3,794 % | 3,553 % 104 | 3,061 % | 2,311 % | 4,138 % | 3,556 % | 3,795 % | 3,556 % 105 | 3,069 % | 2,326 % | 4,136 % | 3,559 % | 3,796 % | 3,560 % 106 | 3,077 % | 2,341 % | 4,133 % | 3,562 % | 3,797 % | 3,563 % 107 | 3,084 % | 2,355 % | 4,131 % | 3,566 % | 3,798 % | 3,566 % 108 | 3,092 % | 2,369 % | 4,129 % | 3,569 % | 3,799 % | 3,569 % 109 | 3,099 % | 2,383 % | 4,127 % | 3,572 % | 3,800 % | 3,572 % 110 | 3,106 % | 2,397 % | 4,125 % | 3,575 % | 3,801 % | 3,575 % 111 | 3,114 % | 2,410 % | 4,123 % | 3,578 % | 3,802 % | 3,578 % 112 | 3,121 % | 2,424 % | 4,121 % | 3,581 % | 3,803 % | 3,581 % 113 | 3,127 % | 2,437 % | 4,119 % | 3,583 % | 3,803 % | 3,584 % 114 | 3,134 % | 2,449 % | 4,117 % | 3,586 % | 3,804 % | 3,587 % 115 | 3,141 % | 2,462 % | 4,115 % | 3,589 % | 3,805 % | 3,589 % 116 | 3,147 % | 2,474 % | 4,113 % | 3,592 % | 3,806 % | 3,592 % 117 | 3,154 % | 2,486 % | 4,111 % | 3,594 % | 3,807 % | 3,595 % 118 | 3,160 % | 2,498 % | 4,110 % | 3,597 % | 3,808 % | 3,597 % 119 | 3,166 % | 2,510 % | 4,108 % | 3,599 % | 3,808 % | 3,600 % 120 | 3,172 % | 2,521 % | 4,106 % | 3,602 % | 3,809 % | 3,602 % 121 | 3,178 % | 2,533 % | 4,104 % | 3,604 % | 3,810 % | 3,605 % 122 | 3,184 % | 2,544 % | 4,103 % | 3,607 % | 3,811 % | 3,607 % 123 | 3,190 % | 2,555 % | 4,101 % | 3,609 % | 3,811 % | 3,609 % 124 | 3,196 % | 2,565 % | 4,099 % | 3,611 % | 3,812 % | 3,612 % 125 | 3,201 % | 2,576 % | 4,098 % | 3,614 % | 3,813 % | 3,614 % 126 | 3,207 % | 2,587 % | 4,096 % | 3,616 % | 3,813 % | 3,616 % 127 | 3,212 % | 2,597 % | 4,095 % | 3,618 % | 3,814 % | 3,619 % 128 | 3,218 % | 2,607 % | 4,093 % | 3,620 % | 3,815 % | 3,621 % 129 | 3,223 % | 2,617 % | 4,092 % | 3,623 % | 3,815 % | 3,623 % 130 | 3,228 % | 2,627 % | 4,090 % | 3,625 % | 3,816 % | 3,625 % 131 | 3,233 % | 2,636 % | 4,089 % | 3,627 % | 3,817 % | 3,627 % 132 | 3,238 % | 2,646 % | 4,087 % | 3,629 % | 3,817 % | 3,629 % 133 | 3,243 % | 2,655 % | 4,086 % | 3,631 % | 3,818 % | 3,631 % 134 | 3,248 % | 2,664 % | 4,085 % | 3,633 % | 3,819 % | 3,633 % 135 | 3,253 % | 2,674 % | 4,083 % | 3,635 % | 3,819 % | 3,635 % 136 | 3,258 % | 2,683 % | 4,082 % | 3,637 % | 3,820 % | 3,637 % 137 | 3,262 % | 2,691 % | 4,080 % | 3,639 % | 3,820 % | 3,639 % 138 | 3,267 % | 2,700 % | 4,079 % | 3,641 % | 3,821 % | 3,641 % 139 | 3,272 % | 2,709 % | 4,078 % | 3,642 % | 3,822 % | 3,643 % 140 | 3,276 % | 2,717 % | 4,077 % | 3,644 % | 3,822 % | 3,645 % 141 | 3,280 % | 2,725 % | 4,075 % | 3,646 % | 3,823 % | 3,646 % 142 | 3,285 % | 2,734 % | 4,074 % | 3,648 % | 3,823 % | 3,648 % 143 | 3,289 % | 2,742 % | 4,073 % | 3,650 % | 3,824 % | 3,650 % 144 | 3,293 % | 2,750 % | 4,072 % | 3,651 % | 3,824 % | 3,652 % 145 | 3,297 % | 2,758 % | 4,071 % | 3,653 % | 3,825 % | 3,653 % 146 | 3,302 % | 2,765 % | 4,069 % | 3,655 % | 3,825 % | 3,655 % 147 | 3,306 % | 2,773 % | 4,068 % | 3,656 % | 3,826 % | 3,657 % 148 | 3,310 % | 2,781 % | 4,067 % | 3,658 % | 3,826 % | 3,658 % 149 | 3,314 % | 2,788 % | 4,066 % | 3,660 % | 3,827 % | 3,660 % 150 | 3,318 % | 2,796 % | 4,065 % | 3,661 % | 3,827 % | 3,662 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | -0,733 % | 0,767 % | 1,053 % | 1,876 % | 1,546 % | 4,050 % 2 | -0,706 % | 0,783 % | 1,078 % | 1,866 % | 1,582 % | 4,532 % 3 | -0,650 % | 0,822 % | 1,103 % | 1,880 % | 1,725 % | 4,794 % 4 | -0,598 % | 0,916 % | 1,170 % | 1,896 % | 1,917 % | 4,962 % 5 | -0,524 % | 0,981 % | 1,211 % | 1,913 % | 2,111 % | 5,155 % 6 | -0,469 % | 1,054 % | 1,272 % | 1,932 % | 2,296 % | 5,389 % 7 | -0,407 % | 1,131 % | 1,330 % | 1,954 % | 2,464 % | 5,620 % 8 | -0,342 % | 1,203 % | 1,368 % | 1,979 % | 2,612 % | 5,809 % 9 | -0,281 % | 1,271 % | 1,396 % | 2,007 % | 2,742 % | 5,988 % 10 | -0,199 % | 1,334 % | 1,424 % | 2,035 % | 2,854 % | 6,143 % 11 | -0,172 % | 1,396 % | 1,454 % | 2,063 % | 2,951 % | 6,252 % 12 | -0,122 % | 1,453 % | 1,477 % | 2,091 % | 3,036 % | 6,322 % 13 | -0,081 % | 1,505 % | 1,489 % | 2,116 % | 3,111 % | 6,363 % 14 | -0,041 % | 1,551 % | 1,500 % | 2,140 % | 3,179 % | 6,382 % 15 | -0,006 % | 1,589 % | 1,519 % | 2,163 % | 3,239 % | 6,386 % 16 | 0,024 % | 1,620 % | 1,551 % | 2,185 % | 3,294 % | 6,377 % 17 | 0,050 % | 1,646 % | 1,592 % | 2,203 % | 3,345 % | 6,359 % 18 | 0,070 % | 1,668 % | 1,639 % | 2,215 % | 3,391 % | 6,334 % 19 | 0,082 % | 1,687 % | 1,691 % | 2,221 % | 3,434 % | 6,305 % 20 | 0,087 % | 1,706 % | 1,744 % | 2,218 % | 3,473 % | 6,272 % 21 | 0,084 % | 1,723 % | 1,799 % | 2,207 % | 3,510 % | 6,236 % 22 | 0,079 % | 1,737 % | 1,854 % | 2,191 % | 3,545 % | 6,199 % 23 | 0,077 % | 1,746 % | 1,909 % | 2,173 % | 3,577 % | 6,161 % 24 | 0,083 % | 1,750 % | 1,962 % | 2,155 % | 3,607 % | 6,122 % 25 | 0,098 % | 1,748 % | 2,015 % | 2,139 % | 3,636 % | 6,084 % 26 | 0,124 % | 1,739 % | 2,066 % | 2,127 % | 3,662 % | 6,045 % 27 | 0,160 % | 1,728 % | 2,116 % | 2,119 % | 3,688 % | 6,007 % 28 | 0,201 % | 1,718 % | 2,164 % | 2,115 % | 3,711 % | 5,970 % 29 | 0,247 % | 1,714 % | 2,210 % | 2,117 % | 3,734 % | 5,934 % 30 | 0,296 % | 1,717 % | 2,255 % | 2,124 % | 3,756 % | 5,898 % 31 | 0,346 % | 1,728 % | 2,298 % | 2,137 % | 3,776 % | 5,864 % 32 | 0,398 % | 1,746 % | 2,339 % | 2,155 % | 3,795 % | 5,830 % 33 | 0,450 % | 1,770 % | 2,379 % | 2,175 % | 3,814 % | 5,798 % 34 | 0,502 % | 1,797 % | 2,417 % | 2,199 % | 3,831 % | 5,766 % 35 | 0,553 % | 1,827 % | 2,454 % | 2,224 % | 3,848 % | 5,736 % 36 | 0,604 % | 1,859 % | 2,489 % | 2,251 % | 3,864 % | 5,707 % 37 | 0,653 % | 1,893 % | 2,523 % | 2,278 % | 3,879 % | 5,679 % 38 | 0,701 % | 1,927 % | 2,555 % | 2,306 % | 3,894 % | 5,651 % 39 | 0,749 % | 1,962 % | 2,586 % | 2,334 % | 3,908 % | 5,625 % 40 | 0,795 % | 1,997 % | 2,616 % | 2,362 % | 3,922 % | 5,600 % 41 | 0,839 % | 2,031 % | 2,645 % | 2,390 % | 3,934 % | 5,575 % 42 | 0,882 % | 2,066 % | 2,673 % | 2,418 % | 3,947 % | 5,552 % 43 | 0,924 % | 2,100 % | 2,700 % | 2,445 % | 3,959 % | 5,529 % 44 | 0,965 % | 2,133 % | 2,725 % | 2,472 % | 3,970 % | 5,507 % 45 | 1,004 % | 2,166 % | 2,750 % | 2,499 % | 3,981 % | 5,486 % 46 | 1,042 % | 2,198 % | 2,773 % | 2,525 % | 3,991 % | 5,466 % 47 | 1,079 % | 2,230 % | 2,796 % | 2,550 % | 4,002 % | 5,446 % 48 | 1,114 % | 2,261 % | 2,818 % | 2,574 % | 4,011 % | 5,428 % 49 | 1,149 % | 2,291 % | 2,839 % | 2,598 % | 4,021 % | 5,409 % 50 | 1,182 % | 2,320 % | 2,860 % | 2,622 % | 4,030 % | 5,392 % 51 | 1,214 % | 2,348 % | 2,880 % | 2,645 % | 4,039 % | 5,375 % 52 | 1,245 % | 2,375 % | 2,899 % | 2,667 % | 4,047 % | 5,359 % 53 | 1,275 % | 2,402 % | 2,917 % | 2,688 % | 4,055 % | 5,343 % 54 | 1,304 % | 2,428 % | 2,935 % | 2,709 % | 4,063 % | 5,328 % 55 | 1,332 % | 2,453 % | 2,952 % | 2,729 % | 4,071 % | 5,313 % 56 | 1,359 % | 2,478 % | 2,968 % | 2,749 % | 4,078 % | 5,299 % 57 | 1,385 % | 2,502 % | 2,984 % | 2,768 % | 4,085 % | 5,285 % 58 | 1,411 % | 2,525 % | 3,000 % | 2,787 % | 4,092 % | 5,271 % 59 | 1,435 % | 2,547 % | 3,015 % | 2,805 % | 4,099 % | 5,259 % 60 | 1,459 % | 2,569 % | 3,029 % | 2,822 % | 4,105 % | 5,246 % 61 | 1,482 % | 2,590 % | 3,043 % | 2,840 % | 4,112 % | 5,234 % 62 | 1,505 % | 2,610 % | 3,057 % | 2,856 % | 4,118 % | 5,222 % 63 | 1,527 % | 2,630 % | 3,070 % | 2,872 % | 4,124 % | 5,211 % 64 | 1,548 % | 2,650 % | 3,083 % | 2,888 % | 4,129 % | 5,200 % 65 | 1,568 % | 2,668 % | 3,095 % | 2,903 % | 4,135 % | 5,189 % 66 | 1,588 % | 2,687 % | 3,107 % | 2,918 % | 4,140 % | 5,179 % 67 | 1,608 % | 2,705 % | 3,119 % | 2,932 % | 4,146 % | 5,169 % 68 | 1,626 % | 2,722 % | 3,131 % | 2,946 % | 4,151 % | 5,159 % 69 | 1,645 % | 2,739 % | 3,142 % | 2,960 % | 4,156 % | 5,149 % 70 | 1,662 % | 2,755 % | 3,152 % | 2,973 % | 4,161 % | 5,140 % 71 | 1,680 % | 2,771 % | 3,163 % | 2,986 % | 4,165 % | 5,131 % 72 | 1,696 % | 2,786 % | 3,173 % | 2,998 % | 4,170 % | 5,122 % 73 | 1,713 % | 2,801 % | 3,183 % | 3,010 % | 4,174 % | 5,114 % 74 | 1,729 % | 2,816 % | 3,193 % | 3,022 % | 4,179 % | 5,105 % 75 | 1,744 % | 2,830 % | 3,202 % | 3,034 % | 4,183 % | 5,097 % 76 | 1,759 % | 2,844 % | 3,211 % | 3,045 % | 4,187 % | 5,090 % 77 | 1,774 % | 2,858 % | 3,220 % | 3,056 % | 4,191 % | 5,082 % 78 | 1,788 % | 2,871 % | 3,229 % | 3,067 % | 4,195 % | 5,074 % 79 | 1,802 % | 2,884 % | 3,237 % | 3,077 % | 4,199 % | 5,067 % 80 | 1,816 % | 2,897 % | 3,245 % | 3,088 % | 4,203 % | 5,060 % 81 | 1,829 % | 2,909 % | 3,253 % | 3,098 % | 4,206 % | 5,053 % 82 | 1,842 % | 2,921 % | 3,261 % | 3,107 % | 4,210 % | 5,046 % 83 | 1,855 % | 2,933 % | 3,269 % | 3,117 % | 4,213 % | 5,040 % 84 | 1,867 % | 2,944 % | 3,276 % | 3,126 % | 4,217 % | 5,033 % 85 | 1,879 % | 2,955 % | 3,284 % | 3,135 % | 4,220 % | 5,027 % 86 | 1,891 % | 2,966 % | 3,291 % | 3,144 % | 4,223 % | 5,021 % 87 | 1,903 % | 2,977 % | 3,298 % | 3,153 % | 4,226 % | 5,015 % 88 | 1,914 % | 2,987 % | 3,305 % | 3,161 % | 4,229 % | 5,009 % 89 | 1,925 % | 2,998 % | 3,311 % | 3,169 % | 4,233 % | 5,003 % 90 | 1,936 % | 3,007 % | 3,318 % | 3,177 % | 4,235 % | 4,998 % 91 | 1,946 % | 3,017 % | 3,324 % | 3,185 % | 4,238 % | 4,992 % 92 | 1,957 % | 3,027 % | 3,330 % | 3,193 % | 4,241 % | 4,987 % 93 | 1,967 % | 3,036 % | 3,336 % | 3,201 % | 4,244 % | 4,982 % 94 | 1,977 % | 3,045 % | 3,342 % | 3,208 % | 4,247 % | 4,977 % 95 | 1,986 % | 3,054 % | 3,348 % | 3,215 % | 4,249 % | 4,972 % 96 | 1,996 % | 3,063 % | 3,354 % | 3,222 % | 4,252 % | 4,967 % 97 | 2,005 % | 3,072 % | 3,360 % | 3,229 % | 4,254 % | 4,962 % 98 | 2,014 % | 3,080 % | 3,365 % | 3,236 % | 4,257 % | 4,957 % 99 | 2,023 % | 3,088 % | 3,371 % | 3,243 % | 4,259 % | 4,952 % 100 | 2,032 % | 3,096 % | 3,376 % | 3,249 % | 4,262 % | 4,948 % 101 | 2,040 % | 3,104 % | 3,381 % | 3,256 % | 4,264 % | 4,943 % 102 | 2,049 % | 3,112 % | 3,386 % | 3,262 % | 4,266 % | 4,939 % 103 | 2,057 % | 3,120 % | 3,391 % | 3,268 % | 4,269 % | 4,935 % 104 | 2,065 % | 3,127 % | 3,396 % | 3,274 % | 4,271 % | 4,931 % 105 | 2,073 % | 3,134 % | 3,401 % | 3,280 % | 4,273 % | 4,927 % 106 | 2,081 % | 3,142 % | 3,405 % | 3,286 % | 4,275 % | 4,922 % 107 | 2,088 % | 3,149 % | 3,410 % | 3,292 % | 4,277 % | 4,919 % 108 | 2,096 % | 3,156 % | 3,415 % | 3,297 % | 4,279 % | 4,915 % 109 | 2,103 % | 3,162 % | 3,419 % | 3,303 % | 4,281 % | 4,911 % 110 | 2,110 % | 3,169 % | 3,423 % | 3,308 % | 4,283 % | 4,907 % 111 | 2,117 % | 3,176 % | 3,428 % | 3,314 % | 4,285 % | 4,903 % 112 | 2,124 % | 3,182 % | 3,432 % | 3,319 % | 4,287 % | 4,900 % 113 | 2,131 % | 3,188 % | 3,436 % | 3,324 % | 4,289 % | 4,896 % 114 | 2,138 % | 3,195 % | 3,440 % | 3,329 % | 4,291 % | 4,893 % 115 | 2,145 % | 3,201 % | 3,444 % | 3,334 % | 4,293 % | 4,889 % 116 | 2,151 % | 3,207 % | 3,448 % | 3,339 % | 4,295 % | 4,886 % 117 | 2,157 % | 3,213 % | 3,452 % | 3,344 % | 4,296 % | 4,883 % 118 | 2,164 % | 3,219 % | 3,456 % | 3,348 % | 4,298 % | 4,879 % 119 | 2,170 % | 3,224 % | 3,459 % | 3,353 % | 4,300 % | 4,876 % 120 | 2,176 % | 3,230 % | 3,463 % | 3,357 % | 4,301 % | 4,873 % 121 | 2,182 % | 3,235 % | 3,467 % | 3,362 % | 4,303 % | 4,870 % 122 | 2,188 % | 3,241 % | 3,470 % | 3,366 % | 4,305 % | 4,867 % 123 | 2,193 % | 3,246 % | 3,474 % | 3,371 % | 4,306 % | 4,864 % 124 | 2,199 % | 3,251 % | 3,477 % | 3,375 % | 4,308 % | 4,861 % 125 | 2,205 % | 3,257 % | 3,480 % | 3,379 % | 4,309 % | 4,858 % 126 | 2,210 % | 3,262 % | 3,484 % | 3,383 % | 4,311 % | 4,855 % 127 | 2,216 % | 3,267 % | 3,487 % | 3,387 % | 4,312 % | 4,853 % 128 | 2,221 % | 3,272 % | 3,490 % | 3,391 % | 4,314 % | 4,850 % 129 | 2,226 % | 3,276 % | 3,493 % | 3,395 % | 4,315 % | 4,847 % 130 | 2,231 % | 3,281 % | 3,497 % | 3,399 % | 4,317 % | 4,844 % 131 | 2,236 % | 3,286 % | 3,500 % | 3,403 % | 4,318 % | 4,842 % 132 | 2,241 % | 3,291 % | 3,503 % | 3,407 % | 4,319 % | 4,839 % 133 | 2,246 % | 3,295 % | 3,506 % | 3,410 % | 4,321 % | 4,837 % 134 | 2,251 % | 3,300 % | 3,509 % | 3,414 % | 4,322 % | 4,834 % 135 | 2,256 % | 3,304 % | 3,511 % | 3,418 % | 4,323 % | 4,832 % 136 | 2,261 % | 3,308 % | 3,514 % | 3,421 % | 4,325 % | 4,829 % 137 | 2,265 % | 3,313 % | 3,517 % | 3,425 % | 4,326 % | 4,827 % 138 | 2,270 % | 3,317 % | 3,520 % | 3,428 % | 4,327 % | 4,824 % 139 | 2,275 % | 3,321 % | 3,523 % | 3,431 % | 4,329 % | 4,822 % 140 | 2,279 % | 3,325 % | 3,525 % | 3,435 % | 4,330 % | 4,820 % 141 | 2,283 % | 3,329 % | 3,528 % | 3,438 % | 4,331 % | 4,817 % 142 | 2,288 % | 3,333 % | 3,531 % | 3,441 % | 4,332 % | 4,815 % 143 | 2,292 % | 3,337 % | 3,533 % | 3,445 % | 4,333 % | 4,813 % 144 | 2,296 % | 3,341 % | 3,536 % | 3,448 % | 4,335 % | 4,811 % 145 | 2,300 % | 3,345 % | 3,538 % | 3,451 % | 4,336 % | 4,809 % 146 | 2,304 % | 3,349 % | 3,541 % | 3,454 % | 4,337 % | 4,807 % 147 | 2,308 % | 3,353 % | 3,543 % | 3,457 % | 4,338 % | 4,804 % 148 | 2,312 % | 3,356 % | 3,546 % | 3,460 % | 4,339 % | 4,802 % 149 | 2,316 % | 3,360 % | 3,548 % | 3,463 % | 4,340 % | 4,800 % 150 | 2,320 % | 3,364 % | 3,550 % | 3,466 % | 4,341 % | 4,798 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 2,000 % | 5,474 % | 6,846 % | 0,398 % | 1,132 % | 6,408 % 2 | 1,882 % | 5,793 % | 6,505 % | 0,405 % | 1,154 % | 6,380 % 3 | 1,845 % | 6,059 % | 6,397 % | 0,436 % | 1,206 % | 6,477 % 4 | 1,841 % | 6,271 % | 6,401 % | 0,464 % | 1,271 % | 6,615 % 5 | 1,831 % | 6,444 % | 6,440 % | 0,485 % | 1,344 % | 6,805 % 6 | 1,843 % | 6,593 % | 6,497 % | 0,513 % | 1,421 % | 7,016 % 7 | 1,863 % | 6,700 % | 6,554 % | 0,533 % | 1,499 % | 7,224 % 8 | 1,882 % | 6,777 % | 6,603 % | 0,555 % | 1,573 % | 7,382 % 9 | 1,898 % | 6,826 % | 6,650 % | 0,571 % | 1,641 % | 7,572 % 10 | 1,912 % | 6,862 % | 6,700 % | 0,584 % | 1,698 % | 7,755 % 11 | 1,924 % | 6,881 % | 6,758 % | 0,624 % | 1,762 % | 7,896 % 12 | 1,928 % | 6,886 % | 6,820 % | 0,687 % | 1,827 % | 8,015 % 13 | 1,925 % | 6,880 % | 6,881 % | 0,764 % | 1,885 % | 8,130 % 14 | 1,922 % | 6,866 % | 6,939 % | 0,849 % | 1,936 % | 8,233 % 15 | 1,928 % | 6,847 % | 6,993 % | 0,937 % | 1,980 % | 8,311 % 16 | 1,945 % | 6,825 % | 7,042 % | 1,027 % | 2,016 % | 8,358 % 17 | 1,973 % | 6,800 % | 7,082 % | 1,117 % | 2,049 % | 8,379 % 18 | 2,007 % | 6,773 % | 7,114 % | 1,205 % | 2,080 % | 8,379 % 19 | 2,045 % | 6,744 % | 7,134 % | 1,291 % | 2,112 % | 8,362 % 20 | 2,086 % | 6,716 % | 7,142 % | 1,374 % | 2,145 % | 8,333 % 21 | 2,129 % | 6,687 % | 7,137 % | 1,454 % | 2,181 % | 8,295 % 22 | 2,172 % | 6,658 % | 7,121 % | 1,531 % | 2,219 % | 8,250 % 23 | 2,216 % | 6,629 % | 7,098 % | 1,604 % | 2,258 % | 8,200 % 24 | 2,259 % | 6,601 % | 7,068 % | 1,675 % | 2,298 % | 8,146 % 25 | 2,302 % | 6,573 % | 7,033 % | 1,742 % | 2,337 % | 8,089 % 26 | 2,344 % | 6,546 % | 6,995 % | 1,807 % | 2,376 % | 8,032 % 27 | 2,384 % | 6,519 % | 6,955 % | 1,868 % | 2,415 % | 7,973 % 28 | 2,424 % | 6,494 % | 6,913 % | 1,927 % | 2,452 % | 7,915 % 29 | 2,462 % | 6,469 % | 6,870 % | 1,983 % | 2,489 % | 7,857 % 30 | 2,499 % | 6,445 % | 6,827 % | 2,037 % | 2,524 % | 7,800 % 31 | 2,535 % | 6,421 % | 6,784 % | 2,088 % | 2,559 % | 7,744 % 32 | 2,570 % | 6,399 % | 6,741 % | 2,137 % | 2,592 % | 7,689 % 33 | 2,603 % | 6,377 % | 6,699 % | 2,183 % | 2,624 % | 7,636 % 34 | 2,635 % | 6,356 % | 6,657 % | 2,228 % | 2,655 % | 7,584 % 35 | 2,666 % | 6,335 % | 6,617 % | 2,271 % | 2,685 % | 7,533 % 36 | 2,695 % | 6,316 % | 6,578 % | 2,311 % | 2,714 % | 7,485 % 37 | 2,724 % | 6,297 % | 6,539 % | 2,350 % | 2,742 % | 7,438 % 38 | 2,751 % | 6,279 % | 6,502 % | 2,388 % | 2,769 % | 7,392 % 39 | 2,778 % | 6,261 % | 6,466 % | 2,423 % | 2,794 % | 7,348 % 40 | 2,803 % | 6,244 % | 6,431 % | 2,457 % | 2,819 % | 7,306 % 41 | 2,827 % | 6,228 % | 6,397 % | 2,490 % | 2,843 % | 7,266 % 42 | 2,851 % | 6,213 % | 6,364 % | 2,522 % | 2,866 % | 7,226 % 43 | 2,874 % | 6,197 % | 6,333 % | 2,552 % | 2,888 % | 7,189 % 44 | 2,895 % | 6,183 % | 6,302 % | 2,581 % | 2,910 % | 7,152 % 45 | 2,916 % | 6,169 % | 6,273 % | 2,609 % | 2,930 % | 7,117 % 46 | 2,936 % | 6,155 % | 6,245 % | 2,636 % | 2,950 % | 7,083 % 47 | 2,956 % | 6,142 % | 6,217 % | 2,661 % | 2,969 % | 7,051 % 48 | 2,974 % | 6,130 % | 6,191 % | 2,686 % | 2,988 % | 7,020 % 49 | 2,993 % | 6,117 % | 6,166 % | 2,710 % | 3,005 % | 6,990 % 50 | 3,010 % | 6,106 % | 6,141 % | 2,733 % | 3,023 % | 6,960 % 51 | 3,027 % | 6,094 % | 6,117 % | 2,755 % | 3,039 % | 6,932 % 52 | 3,043 % | 6,083 % | 6,094 % | 2,777 % | 3,055 % | 6,905 % 53 | 3,059 % | 6,073 % | 6,072 % | 2,797 % | 3,070 % | 6,879 % 54 | 3,074 % | 6,062 % | 6,051 % | 2,817 % | 3,085 % | 6,854 % 55 | 3,088 % | 6,053 % | 6,030 % | 2,837 % | 3,100 % | 6,830 % 56 | 3,102 % | 6,043 % | 6,010 % | 2,855 % | 3,114 % | 6,806 % 57 | 3,116 % | 6,034 % | 5,991 % | 2,873 % | 3,127 % | 6,783 % 58 | 3,129 % | 6,025 % | 5,973 % | 2,891 % | 3,140 % | 6,761 % 59 | 3,142 % | 6,016 % | 5,954 % | 2,907 % | 3,153 % | 6,740 % 60 | 3,155 % | 6,008 % | 5,937 % | 2,924 % | 3,165 % | 6,719 % 61 | 3,167 % | 5,999 % | 5,920 % | 2,939 % | 3,177 % | 6,699 % 62 | 3,178 % | 5,991 % | 5,904 % | 2,955 % | 3,188 % | 6,680 % 63 | 3,190 % | 5,984 % | 5,888 % | 2,970 % | 3,199 % | 6,661 % 64 | 3,200 % | 5,976 % | 5,872 % | 2,984 % | 3,210 % | 6,643 % 65 | 3,211 % | 5,969 % | 5,857 % | 2,998 % | 3,221 % | 6,626 % 66 | 3,221 % | 5,962 % | 5,843 % | 3,011 % | 3,231 % | 6,609 % 67 | 3,231 % | 5,955 % | 5,829 % | 3,024 % | 3,241 % | 6,592 % 68 | 3,241 % | 5,949 % | 5,815 % | 3,037 % | 3,250 % | 6,576 % 69 | 3,251 % | 5,942 % | 5,802 % | 3,050 % | 3,260 % | 6,560 % 70 | 3,260 % | 5,936 % | 5,789 % | 3,062 % | 3,269 % | 6,545 % 71 | 3,269 % | 5,930 % | 5,777 % | 3,073 % | 3,278 % | 6,530 % 72 | 3,277 % | 5,924 % | 5,764 % | 3,085 % | 3,286 % | 6,516 % 73 | 3,286 % | 5,918 % | 5,752 % | 3,096 % | 3,295 % | 6,502 % 74 | 3,294 % | 5,912 % | 5,741 % | 3,107 % | 3,303 % | 6,489 % 75 | 3,302 % | 5,907 % | 5,730 % | 3,117 % | 3,311 % | 6,475 % 76 | 3,310 % | 5,902 % | 5,719 % | 3,127 % | 3,318 % | 6,462 % 77 | 3,318 % | 5,896 % | 5,708 % | 3,137 % | 3,326 % | 6,450 % 78 | 3,325 % | 5,891 % | 5,698 % | 3,147 % | 3,333 % | 6,438 % 79 | 3,332 % | 5,886 % | 5,688 % | 3,157 % | 3,340 % | 6,426 % 80 | 3,339 % | 5,882 % | 5,678 % | 3,166 % | 3,347 % | 6,414 % 81 | 3,346 % | 5,877 % | 5,668 % | 3,175 % | 3,354 % | 6,403 % 82 | 3,353 % | 5,872 % | 5,659 % | 3,184 % | 3,361 % | 6,392 % 83 | 3,360 % | 5,868 % | 5,650 % | 3,192 % | 3,367 % | 6,381 % 84 | 3,366 % | 5,863 % | 5,641 % | 3,201 % | 3,373 % | 6,370 % 85 | 3,372 % | 5,859 % | 5,632 % | 3,209 % | 3,380 % | 6,360 % 86 | 3,378 % | 5,855 % | 5,623 % | 3,217 % | 3,386 % | 6,350 % 87 | 3,384 % | 5,851 % | 5,615 % | 3,225 % | 3,392 % | 6,340 % 88 | 3,390 % | 5,847 % | 5,607 % | 3,232 % | 3,397 % | 6,331 % 89 | 3,396 % | 5,843 % | 5,599 % | 3,240 % | 3,403 % | 6,321 % 90 | 3,401 % | 5,839 % | 5,591 % | 3,247 % | 3,408 % | 6,312 % 91 | 3,407 % | 5,835 % | 5,583 % | 3,254 % | 3,414 % | 6,303 % 92 | 3,412 % | 5,832 % | 5,576 % | 3,261 % | 3,419 % | 6,295 % 93 | 3,417 % | 5,828 % | 5,569 % | 3,268 % | 3,424 % | 6,286 % 94 | 3,423 % | 5,825 % | 5,562 % | 3,275 % | 3,429 % | 6,278 % 95 | 3,428 % | 5,821 % | 5,555 % | 3,281 % | 3,434 % | 6,269 % 96 | 3,433 % | 5,818 % | 5,548 % | 3,288 % | 3,439 % | 6,261 % 97 | 3,437 % | 5,815 % | 5,541 % | 3,294 % | 3,444 % | 6,253 % 98 | 3,442 % | 5,811 % | 5,534 % | 3,300 % | 3,448 % | 6,246 % 99 | 3,447 % | 5,808 % | 5,528 % | 3,306 % | 3,453 % | 6,238 % 100 | 3,451 % | 5,805 % | 5,522 % | 3,312 % | 3,457 % | 6,231 % 101 | 3,456 % | 5,802 % | 5,516 % | 3,318 % | 3,462 % | 6,223 % 102 | 3,460 % | 5,799 % | 5,510 % | 3,324 % | 3,466 % | 6,216 % 103 | 3,464 % | 5,796 % | 5,504 % | 3,329 % | 3,470 % | 6,209 % 104 | 3,468 % | 5,794 % | 5,498 % | 3,335 % | 3,474 % | 6,203 % 105 | 3,473 % | 5,791 % | 5,492 % | 3,340 % | 3,479 % | 6,196 % 106 | 3,477 % | 5,788 % | 5,486 % | 3,345 % | 3,482 % | 6,189 % 107 | 3,480 % | 5,785 % | 5,481 % | 3,350 % | 3,486 % | 6,183 % 108 | 3,484 % | 5,783 % | 5,476 % | 3,356 % | 3,490 % | 6,176 % 109 | 3,488 % | 5,780 % | 5,470 % | 3,361 % | 3,494 % | 6,170 % 110 | 3,492 % | 5,777 % | 5,465 % | 3,365 % | 3,498 % | 6,164 % 111 | 3,496 % | 5,775 % | 5,460 % | 3,370 % | 3,501 % | 6,158 % 112 | 3,499 % | 5,773 % | 5,455 % | 3,375 % | 3,505 % | 6,152 % 113 | 3,503 % | 5,770 % | 5,450 % | 3,380 % | 3,508 % | 6,146 % 114 | 3,506 % | 5,768 % | 5,445 % | 3,384 % | 3,512 % | 6,141 % 115 | 3,510 % | 5,765 % | 5,440 % | 3,389 % | 3,515 % | 6,135 % 116 | 3,513 % | 5,763 % | 5,436 % | 3,393 % | 3,518 % | 6,130 % 117 | 3,516 % | 5,761 % | 5,431 % | 3,397 % | 3,522 % | 6,124 % 118 | 3,520 % | 5,759 % | 5,427 % | 3,402 % | 3,525 % | 6,119 % 119 | 3,523 % | 5,756 % | 5,422 % | 3,406 % | 3,528 % | 6,114 % 120 | 3,526 % | 5,754 % | 5,418 % | 3,410 % | 3,531 % | 6,109 % 121 | 3,529 % | 5,752 % | 5,414 % | 3,414 % | 3,534 % | 6,104 % 122 | 3,532 % | 5,750 % | 5,409 % | 3,418 % | 3,537 % | 6,099 % 123 | 3,535 % | 5,748 % | 5,405 % | 3,422 % | 3,540 % | 6,094 % 124 | 3,538 % | 5,746 % | 5,401 % | 3,426 % | 3,543 % | 6,089 % 125 | 3,541 % | 5,744 % | 5,397 % | 3,429 % | 3,546 % | 6,084 % 126 | 3,544 % | 5,742 % | 5,393 % | 3,433 % | 3,549 % | 6,080 % 127 | 3,546 % | 5,740 % | 5,389 % | 3,437 % | 3,551 % | 6,075 % 128 | 3,549 % | 5,738 % | 5,385 % | 3,440 % | 3,554 % | 6,070 % 129 | 3,552 % | 5,737 % | 5,382 % | 3,444 % | 3,557 % | 6,066 % 130 | 3,555 % | 5,735 % | 5,378 % | 3,448 % | 3,559 % | 6,062 % 131 | 3,557 % | 5,733 % | 5,374 % | 3,451 % | 3,562 % | 6,057 % 132 | 3,560 % | 5,731 % | 5,371 % | 3,454 % | 3,565 % | 6,053 % 133 | 3,562 % | 5,729 % | 5,367 % | 3,458 % | 3,567 % | 6,049 % 134 | 3,565 % | 5,728 % | 5,364 % | 3,461 % | 3,570 % | 6,045 % 135 | 3,567 % | 5,726 % | 5,360 % | 3,464 % | 3,572 % | 6,041 % 136 | 3,570 % | 5,724 % | 5,357 % | 3,467 % | 3,574 % | 6,037 % 137 | 3,572 % | 5,723 % | 5,353 % | 3,471 % | 3,577 % | 6,033 % 138 | 3,575 % | 5,721 % | 5,350 % | 3,474 % | 3,579 % | 6,029 % 139 | 3,577 % | 5,720 % | 5,347 % | 3,477 % | 3,581 % | 6,025 % 140 | 3,579 % | 5,718 % | 5,344 % | 3,480 % | 3,584 % | 6,021 % 141 | 3,581 % | 5,716 % | 5,341 % | 3,483 % | 3,586 % | 6,018 % 142 | 3,584 % | 5,715 % | 5,337 % | 3,486 % | 3,588 % | 6,014 % 143 | 3,586 % | 5,713 % | 5,334 % | 3,489 % | 3,590 % | 6,010 % 144 | 3,588 % | 5,712 % | 5,331 % | 3,491 % | 3,592 % | 6,007 % 145 | 3,590 % | 5,710 % | 5,328 % | 3,494 % | 3,595 % | 6,003 % 146 | 3,592 % | 5,709 % | 5,325 % | 3,497 % | 3,597 % | 6,000 % 147 | 3,594 % | 5,708 % | 5,323 % | 3,500 % | 3,599 % | 5,997 % 148 | 3,597 % | 5,706 % | 5,320 % | 3,502 % | 3,601 % | 5,993 % 149 | 3,599 % | 5,705 % | 5,317 % | 3,505 % | 3,603 % | 5,990 % 150 | 3,601 % | 5,703 % | 5,314 % | 3,508 % | 3,605 % | 5,987 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 4,224 % | 2,447 % | 3,159 % | 6,200 % | 1,323 % | 1,311 % 2 | 4,921 % | 2,520 % | 3,149 % | 6,097 % | 1,305 % | 1,235 % 3 | 5,460 % | 2,598 % | 3,167 % | 6,109 % | 1,317 % | 1,230 % 4 | 5,873 % | 2,709 % | 3,194 % | 6,197 % | 1,355 % | 1,241 % 5 | 6,121 % | 2,799 % | 3,227 % | 6,241 % | 1,394 % | 1,241 % 6 | 6,299 % | 2,874 % | 3,246 % | 6,392 % | 1,445 % | 1,243 % 7 | 6,427 % | 2,940 % | 3,253 % | 6,522 % | 1,496 % | 1,251 % 8 | 6,512 % | 2,999 % | 3,255 % | 6,646 % | 1,541 % | 1,265 % 9 | 6,579 % | 3,055 % | 3,267 % | 6,758 % | 1,580 % | 1,280 % 10 | 6,631 % | 3,107 % | 3,299 % | 6,842 % | 1,614 % | 1,293 % 11 | 6,664 % | 3,157 % | 3,355 % | 6,889 % | 1,642 % | 1,303 % 12 | 6,681 % | 3,205 % | 3,414 % | 6,907 % | 1,667 % | 1,309 % 13 | 6,686 % | 3,251 % | 3,463 % | 6,904 % | 1,687 % | 1,311 % 14 | 6,683 % | 3,295 % | 3,503 % | 6,886 % | 1,702 % | 1,305 % 15 | 6,673 % | 3,337 % | 3,537 % | 6,857 % | 1,712 % | 1,286 % 16 | 6,659 % | 3,377 % | 3,568 % | 6,819 % | 1,718 % | 1,257 % 17 | 6,641 % | 3,414 % | 3,596 % | 6,776 % | 1,723 % | 1,226 % 18 | 6,621 % | 3,450 % | 3,621 % | 6,728 % | 1,731 % | 1,201 % 19 | 6,599 % | 3,484 % | 3,644 % | 6,678 % | 1,745 % | 1,188 % 20 | 6,576 % | 3,517 % | 3,664 % | 6,627 % | 1,766 % | 1,190 % 21 | 6,553 % | 3,547 % | 3,682 % | 6,574 % | 1,795 % | 1,210 % 22 | 6,529 % | 3,577 % | 3,698 % | 6,522 % | 1,830 % | 1,242 % 23 | 6,505 % | 3,605 % | 3,712 % | 6,470 % | 1,870 % | 1,283 % 24 | 6,481 % | 3,631 % | 3,725 % | 6,418 % | 1,912 % | 1,331 % 25 | 6,458 % | 3,657 % | 3,736 % | 6,368 % | 1,956 % | 1,382 % 26 | 6,434 % | 3,681 % | 3,746 % | 6,318 % | 2,000 % | 1,436 % 27 | 6,412 % | 3,704 % | 3,755 % | 6,270 % | 2,045 % | 1,492 % 28 | 6,389 % | 3,726 % | 3,764 % | 6,224 % | 2,089 % | 1,548 % 29 | 6,368 % | 3,747 % | 3,771 % | 6,179 % | 2,133 % | 1,604 % 30 | 6,347 % | 3,767 % | 3,778 % | 6,135 % | 2,176 % | 1,659 % 31 | 6,326 % | 3,786 % | 3,784 % | 6,093 % | 2,219 % | 1,713 % 32 | 6,307 % | 3,804 % | 3,790 % | 6,052 % | 2,260 % | 1,766 % 33 | 6,287 % | 3,822 % | 3,795 % | 6,013 % | 2,299 % | 1,818 % 34 | 6,269 % | 3,839 % | 3,800 % | 5,975 % | 2,338 % | 1,868 % 35 | 6,251 % | 3,855 % | 3,805 % | 5,939 % | 2,375 % | 1,917 % 36 | 6,234 % | 3,870 % | 3,809 % | 5,904 % | 2,411 % | 1,964 % 37 | 6,217 % | 3,885 % | 3,812 % | 5,870 % | 2,446 % | 2,009 % 38 | 6,201 % | 3,899 % | 3,816 % | 5,838 % | 2,480 % | 2,053 % 39 | 6,185 % | 3,913 % | 3,819 % | 5,807 % | 2,512 % | 2,095 % 40 | 6,170 % | 3,926 % | 3,822 % | 5,777 % | 2,543 % | 2,136 % 41 | 6,156 % | 3,938 % | 3,825 % | 5,748 % | 2,573 % | 2,175 % 42 | 6,142 % | 3,950 % | 3,828 % | 5,720 % | 2,602 % | 2,213 % 43 | 6,128 % | 3,962 % | 3,830 % | 5,694 % | 2,630 % | 2,250 % 44 | 6,115 % | 3,973 % | 3,832 % | 5,668 % | 2,657 % | 2,285 % 45 | 6,103 % | 3,984 % | 3,835 % | 5,644 % | 2,683 % | 2,319 % 46 | 6,091 % | 3,994 % | 3,837 % | 5,620 % | 2,708 % | 2,351 % 47 | 6,079 % | 4,005 % | 3,838 % | 5,597 % | 2,732 % | 2,383 % 48 | 6,068 % | 4,014 % | 3,840 % | 5,575 % | 2,755 % | 2,413 % 49 | 6,057 % | 4,023 % | 3,842 % | 5,554 % | 2,778 % | 2,442 % 50 | 6,046 % | 4,032 % | 3,844 % | 5,533 % | 2,799 % | 2,470 % 51 | 6,036 % | 4,041 % | 3,845 % | 5,514 % | 2,820 % | 2,497 % 52 | 6,026 % | 4,050 % | 3,846 % | 5,495 % | 2,840 % | 2,523 % 53 | 6,017 % | 4,058 % | 3,848 % | 5,476 % | 2,860 % | 2,549 % 54 | 6,007 % | 4,065 % | 3,849 % | 5,458 % | 2,878 % | 2,573 % 55 | 5,999 % | 4,073 % | 3,850 % | 5,441 % | 2,896 % | 2,597 % 56 | 5,990 % | 4,080 % | 3,851 % | 5,425 % | 2,914 % | 2,619 % 57 | 5,982 % | 4,087 % | 3,852 % | 5,409 % | 2,931 % | 2,642 % 58 | 5,973 % | 4,094 % | 3,853 % | 5,393 % | 2,947 % | 2,663 % 59 | 5,966 % | 4,101 % | 3,854 % | 5,378 % | 2,963 % | 2,683 % 60 | 5,958 % | 4,107 % | 3,855 % | 5,364 % | 2,978 % | 2,703 % 61 | 5,951 % | 4,114 % | 3,856 % | 5,350 % | 2,993 % | 2,723 % 62 | 5,944 % | 4,120 % | 3,857 % | 5,336 % | 3,008 % | 2,742 % 63 | 5,937 % | 4,126 % | 3,858 % | 5,323 % | 3,022 % | 2,760 % 64 | 5,930 % | 4,131 % | 3,859 % | 5,310 % | 3,035 % | 2,777 % 65 | 5,923 % | 4,137 % | 3,859 % | 5,298 % | 3,048 % | 2,794 % 66 | 5,917 % | 4,142 % | 3,860 % | 5,286 % | 3,061 % | 2,811 % 67 | 5,911 % | 4,148 % | 3,861 % | 5,274 % | 3,074 % | 2,827 % 68 | 5,905 % | 4,153 % | 3,862 % | 5,263 % | 3,086 % | 2,843 % 69 | 5,899 % | 4,158 % | 3,862 % | 5,252 % | 3,097 % | 2,858 % 70 | 5,893 % | 4,162 % | 3,863 % | 5,241 % | 3,109 % | 2,873 % 71 | 5,888 % | 4,167 % | 3,863 % | 5,230 % | 3,120 % | 2,887 % 72 | 5,883 % | 4,172 % | 3,864 % | 5,220 % | 3,131 % | 2,901 % 73 | 5,877 % | 4,176 % | 3,865 % | 5,210 % | 3,141 % | 2,915 % 74 | 5,872 % | 4,180 % | 3,865 % | 5,201 % | 3,151 % | 2,928 % 75 | 5,867 % | 4,185 % | 3,866 % | 5,191 % | 3,161 % | 2,941 % 76 | 5,863 % | 4,189 % | 3,866 % | 5,182 % | 3,171 % | 2,953 % 77 | 5,858 % | 4,193 % | 3,867 % | 5,173 % | 3,180 % | 2,966 % 78 | 5,853 % | 4,197 % | 3,867 % | 5,165 % | 3,189 % | 2,977 % 79 | 5,849 % | 4,201 % | 3,868 % | 5,156 % | 3,198 % | 2,989 % 80 | 5,844 % | 4,204 % | 3,868 % | 5,148 % | 3,207 % | 3,000 % 81 | 5,840 % | 4,208 % | 3,868 % | 5,140 % | 3,216 % | 3,011 % 82 | 5,836 % | 4,211 % | 3,869 % | 5,132 % | 3,224 % | 3,022 % 83 | 5,832 % | 4,215 % | 3,869 % | 5,125 % | 3,232 % | 3,033 % 84 | 5,828 % | 4,218 % | 3,870 % | 5,117 % | 3,240 % | 3,043 % 85 | 5,824 % | 4,222 % | 3,870 % | 5,110 % | 3,248 % | 3,053 % 86 | 5,820 % | 4,225 % | 3,870 % | 5,103 % | 3,255 % | 3,063 % 87 | 5,817 % | 4,228 % | 3,871 % | 5,096 % | 3,263 % | 3,072 % 88 | 5,813 % | 4,231 % | 3,871 % | 5,089 % | 3,270 % | 3,082 % 89 | 5,810 % | 4,234 % | 3,871 % | 5,082 % | 3,277 % | 3,091 % 90 | 5,806 % | 4,237 % | 3,872 % | 5,076 % | 3,284 % | 3,100 % 91 | 5,803 % | 4,240 % | 3,872 % | 5,070 % | 3,291 % | 3,109 % 92 | 5,800 % | 4,243 % | 3,872 % | 5,063 % | 3,297 % | 3,117 % 93 | 5,796 % | 4,245 % | 3,873 % | 5,057 % | 3,304 % | 3,126 % 94 | 5,793 % | 4,248 % | 3,873 % | 5,051 % | 3,310 % | 3,134 % 95 | 5,790 % | 4,251 % | 3,873 % | 5,046 % | 3,316 % | 3,142 % 96 | 5,787 % | 4,253 % | 3,874 % | 5,040 % | 3,322 % | 3,150 % 97 | 5,784 % | 4,256 % | 3,874 % | 5,034 % | 3,328 % | 3,157 % 98 | 5,781 % | 4,258 % | 3,874 % | 5,029 % | 3,334 % | 3,165 % 99 | 5,778 % | 4,261 % | 3,874 % | 5,024 % | 3,340 % | 3,172 % 100 | 5,776 % | 4,263 % | 3,875 % | 5,018 % | 3,345 % | 3,180 % 101 | 5,773 % | 4,265 % | 3,875 % | 5,013 % | 3,351 % | 3,187 % 102 | 5,770 % | 4,268 % | 3,875 % | 5,008 % | 3,356 % | 3,194 % 103 | 5,768 % | 4,270 % | 3,875 % | 5,003 % | 3,361 % | 3,201 % 104 | 5,765 % | 4,272 % | 3,876 % | 4,998 % | 3,367 % | 3,207 % 105 | 5,762 % | 4,274 % | 3,876 % | 4,994 % | 3,372 % | 3,214 % 106 | 5,760 % | 4,277 % | 3,876 % | 4,989 % | 3,377 % | 3,220 % 107 | 5,758 % | 4,279 % | 3,876 % | 4,984 % | 3,381 % | 3,227 % 108 | 5,755 % | 4,281 % | 3,877 % | 4,980 % | 3,386 % | 3,233 % 109 | 5,753 % | 4,283 % | 3,877 % | 4,975 % | 3,391 % | 3,239 % 110 | 5,751 % | 4,285 % | 3,877 % | 4,971 % | 3,396 % | 3,245 % 111 | 5,748 % | 4,287 % | 3,877 % | 4,967 % | 3,400 % | 3,251 % 112 | 5,746 % | 4,288 % | 3,877 % | 4,963 % | 3,405 % | 3,257 % 113 | 5,744 % | 4,290 % | 3,878 % | 4,959 % | 3,409 % | 3,262 % 114 | 5,742 % | 4,292 % | 3,878 % | 4,954 % | 3,413 % | 3,268 % 115 | 5,740 % | 4,294 % | 3,878 % | 4,951 % | 3,417 % | 3,273 % 116 | 5,738 % | 4,296 % | 3,878 % | 4,947 % | 3,422 % | 3,279 % 117 | 5,736 % | 4,298 % | 3,878 % | 4,943 % | 3,426 % | 3,284 % 118 | 5,734 % | 4,299 % | 3,879 % | 4,939 % | 3,430 % | 3,289 % 119 | 5,732 % | 4,301 % | 3,879 % | 4,935 % | 3,434 % | 3,294 % 120 | 5,730 % | 4,303 % | 3,879 % | 4,932 % | 3,438 % | 3,299 % 121 | 5,728 % | 4,304 % | 3,879 % | 4,928 % | 3,441 % | 3,304 % 122 | 5,726 % | 4,306 % | 3,879 % | 4,925 % | 3,445 % | 3,309 % 123 | 5,724 % | 4,307 % | 3,879 % | 4,921 % | 3,449 % | 3,314 % 124 | 5,722 % | 4,309 % | 3,880 % | 4,918 % | 3,452 % | 3,319 % 125 | 5,720 % | 4,310 % | 3,880 % | 4,914 % | 3,456 % | 3,323 % 126 | 5,719 % | 4,312 % | 3,880 % | 4,911 % | 3,459 % | 3,328 % 127 | 5,717 % | 4,313 % | 3,880 % | 4,908 % | 3,463 % | 3,332 % 128 | 5,715 % | 4,315 % | 3,880 % | 4,905 % | 3,466 % | 3,337 % 129 | 5,714 % | 4,316 % | 3,880 % | 4,902 % | 3,470 % | 3,341 % 130 | 5,712 % | 4,318 % | 3,881 % | 4,898 % | 3,473 % | 3,345 % 131 | 5,710 % | 4,319 % | 3,881 % | 4,895 % | 3,476 % | 3,350 % 132 | 5,709 % | 4,320 % | 3,881 % | 4,892 % | 3,479 % | 3,354 % 133 | 5,707 % | 4,322 % | 3,881 % | 4,889 % | 3,483 % | 3,358 % 134 | 5,706 % | 4,323 % | 3,881 % | 4,887 % | 3,486 % | 3,362 % 135 | 5,704 % | 4,324 % | 3,881 % | 4,884 % | 3,489 % | 3,366 % 136 | 5,703 % | 4,326 % | 3,881 % | 4,881 % | 3,492 % | 3,370 % 137 | 5,701 % | 4,327 % | 3,882 % | 4,878 % | 3,495 % | 3,374 % 138 | 5,700 % | 4,328 % | 3,882 % | 4,875 % | 3,498 % | 3,378 % 139 | 5,698 % | 4,330 % | 3,882 % | 4,873 % | 3,501 % | 3,381 % 140 | 5,697 % | 4,331 % | 3,882 % | 4,870 % | 3,503 % | 3,385 % 141 | 5,695 % | 4,332 % | 3,882 % | 4,867 % | 3,506 % | 3,389 % 142 | 5,694 % | 4,333 % | 3,882 % | 4,865 % | 3,509 % | 3,392 % 143 | 5,693 % | 4,334 % | 3,882 % | 4,862 % | 3,512 % | 3,396 % 144 | 5,691 % | 4,335 % | 3,882 % | 4,860 % | 3,514 % | 3,399 % 145 | 5,690 % | 4,337 % | 3,883 % | 4,857

% | 3,517 % | 3,403 % 146 | 5,689 % | 4,338 % | 3,883 % | 4,855 % | 3,520 % | 3,406 % 147 | 5,687 % | 4,339 % | 3,883 % | 4,852 % | 3,522 % | 3,409 % 148 | 5,686 % | 4,340 % | 3,883 % | 4,850 % | 3,525 % | 3,413 % 149 | 5,685 % | 4,341 % | 3,883 % | 4,848 % | 3,527 % | 3,416 % 150 | 5,684 % | 4,342 % | 3,883 % | 4,845 % | 3,530 % | 3,419 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 12,485 % | 1,654 % | -0,085 % 2 | 12,590 % | 1,572 % | -0,085 % 3 | 12,482 % | 1,565 % | -0,090 % 4 | 12,525 % | 1,583 % | -0,079 % 5 | 12,204 % | 1,606 % | -0,069 % 6 | 11,978 % | 1,641 % | -0,068 % 7 | 11,788 % | 1,678 % | -0,051 % 8 | 11,515 % | 1,711 % | -0,031 % 9 | 11,199 % | 1,748 % | -0,009 % 10 | 10,887 % | 1,782 % | 0,014 % 11 | 10,606 % | 1,814 % | 0,041 % 12 | 10,355 % | 1,844 % | 0,069 % 13 | 10,128 % | 1,869 % | 0,094 % 14 | 9,921 % | 1,889 % | 0,116 % 15 | 9,730 % | 1,907 % | 0,137 % 16 | 9,554 % | 1,923 % | 0,158 % 17 | 9,390 % | 1,938 % | 0,177 % 18 | 9,238 % | 1,950 % | 0,196 % 19 | 9,095 % | 1,961 % | 0,213 % 20 | 8,962 % | 1,970 % | 0,229 % 21 | 8,837 % | 1,976 % | 0,244 % 22 | 8,719 % | 1,980 % | 0,257 % 23 | 8,608 % | 1,983 % | 0,268 % 24 | 8,503 % | 1,986 % | 0,276 % 25 | 8,405 % | 1,988 % | 0,281 % 26 | 8,311 % | 1,990 % | 0,284 % 27 | 8,223 % | 1,992 % | 0,288 % 28 | 8,139 % | 1,993 % | 0,296 % 29 | 8,060 % | 1,994 % | 0,310 % 30 | 7,985 % | 1,995 % | 0,333 % 31 | 7,913 % | 1,995 % | 0,365 % 32 | 7,845 % | 1,994 % | 0,405 % 33 | 7,781 % | 1,993 % | 0,450 % 34 | 7,719 % | 1,990 % | 0,498 % 35 | 7,661 % | 1,987 % | 0,549 % 36 | 7,605 % | 1,982 % | 0,602 % 37 | 7,551 % | 1,976 % | 0,655 % 38 | 7,501 % | 1,968 % | 0,708 % 39 | 7,452 % | 1,959 % | 0,762 % 40 | 7,405 % | 1,947 % | 0,815 % 41 | 7,361 % | 1,934 % | 0,867 % 42 | 7,318 % | 1,919 % | 0,918 % 43 | 7,277 % | 1,906 % | 0,969 % 44 | 7,238 % | 1,893 % | 1,018 % 45 | 7,201 % | 1,883 % | 1,066 % 46 | 7,165 % | 1,876 % | 1,112 % 47 | 7,130 % | 1,871 % | 1,158 % 48 | 7,097 % | 1,870 % | 1,202 % 49 | 7,065 % | 1,872 % | 1,245 % 50 | 7,034 % | 1,878 % | 1,286 % 51 | 7,004 % | 1,889 % | 1,326 % 52 | 6,976 % | 1,902 % | 1,366 % 53 | 6,948 % | 1,918 % | 1,403 % 54 | 6,921 % | 1,936 % | 1,440 % 55 | 6,896 % | 1,956 % | 1,476 % 56 | 6,871 % | 1,976 % | 1,510 % 57 | 6,847 % | 1,998 % | 1,544 % 58 | 6,824 % | 2,020 % | 1,576 % 59 | 6,802 % | 2,043 % | 1,608 % 60 | 6,780 % | 2,066 % | 1,639 % 61 | 6,759 % | 2,090 % | 1,668 % 62 | 6,739 % | 2,113 % | 1,697 % 63 | 6,719 % | 2,136 % | 1,725 % 64 | 6,700 % | 2,159 % | 1,752 % 65 | 6,682 % | 2,182 % | 1,778 % 66 | 6,664 % | 2,205 % | 1,804 % 67 | 6,646 % | 2,227 % | 1,829 % 68 | 6,629 % | 2,249 % | 1,853 % 69 | 6,613 % | 2,270 % | 1,877 % 70 | 6,597 % | 2,292 % | 1,899 % 71 | 6,582 % | 2,313 % | 1,922 % 72 | 6,567 % | 2,333 % | 1,943 % 73 | 6,552 % | 2,353 % | 1,964 % 74 | 6,538 % | 2,373 % | 1,985 % 75 | 6,524 % | 2,392 % | 2,005 % 76 | 6,510 % | 2,411 % | 2,024 % 77 | 6,497 % | 2,429 % | 2,043 % 78 | 6,484 % | 2,448 % | 2,062 % 79 | 6,472 % | 2,465 % | 2,080 % 80 | 6,460 % | 2,483 % | 2,097 % 81 | 6,448 % | 2,500 % | 2,115 % 82 | 6,436 % | 2,516 % | 2,131 % 83 | 6,425 % | 2,532 % | 2,148 % 84 | 6,414 % | 2,548 % | 2,164 % 85 | 6,403 % | 2,564 % | 2,179 % 86 | 6,392 % | 2,579 % | 2,195 % 87 | 6,382 % | 2,594 % | 2,209 % 88 | 6,372 % | 2,609 % | 2,224 % 89 | 6,362 % | 2,623 % | 2,238 % 90 | 6,353 % | 2,637 % | 2,252 % 91 | 6,343 % | 2,651 % | 2,266 % 92 | 6,334 % | 2,664 % | 2,279 % 93 | 6,325 % | 2,677 % | 2,292 % 94 | 6,316 % | 2,690 % | 2,305 % 95 | 6,308 % | 2,703 % | 2,317 % 96 | 6,299 % | 2,715 % | 2,330 % 97 | 6,291 % | 2,727 % | 2,342 % 98 | 6,283 % | 2,739 % | 2,353 % 99 | 6,275 % | 2,751 % | 2,365 % 100 | 6,267 % | 2,762 % | 2,376 % 101 | 6,259 % | 2,773 % | 2,387 % 102 | 6,252 % | 2,784 % | 2,398 % 103 | 6,245 % | 2,795 % | 2,409 % 104 | 6,237 % | 2,805 % | 2,419 % 105 | 6,230 % | 2,816 % | 2,429 % 106 | 6,224 % | 2,826 % | 2,439 % 107 | 6,217 % | 2,836 % | 2,449 % 108 | 6,210 % | 2,846 % | 2,459 % 109 | 6,204 % | 2,855 % | 2,469 % 110 | 6,197 % | 2,865 % | 2,478 % 111 | 6,191 % | 2,874 % | 2,487 % 112 | 6,185 % | 2,883 % | 2,496 % 113 | 6,179 % | 2,892 % | 2,505 % 114 | 6,173 % | 2,901 % | 2,514 % 115 | 6,167 % | 2,909 % | 2,522 % 116 | 6,161 % | 2,918 % | 2,530 % 117 | 6,155 % | 2,926 % | 2,539 % 118 | 6,150 % | 2,935 % | 2,547 % 119 | 6,144 % | 2,943 % | 2,555 % 120 | 6,139 % | 2,951 % | 2,563 % 121 | 6,134 % | 2,958 % | 2,570 % 122 | 6,128 % | 2,966 % | 2,578 % 123 | 6,123 % | 2,974 % | 2,585 % 124 | 6,118 % | 2,981 % | 2,593 % 125 | 6,113 % | 2,988 % | 2,600 % 126 | 6,108 % | 2,996 % | 2,607 % 127 | 6,104 % | 3,003 % | 2,614 % 128 | 6,099 % | 3,010 % | 2,621 % 129 | 6,094 % | 3,017 % | 2,628 % 130 | 6,090 % | 3,023 % | 2,634 % 131 | 6,085 % | 3,030 % | 2,641 % 132 | 6,081 % | 3,036 % | 2,647 % 133 | 6,076 % | 3,043 % | 2,654 % 134 | 6,072 % | 3,049 % | 2,660 % 135 | 6,068 % | 3,056 % | 2,666 % 136 | 6,063 % | 3,062 % | 2,672 % 137 | 6,059 % | 3,068 % | 2,678 % 138 | 6,055 % | 3,074 % | 2,684 % 139 | 6,051 % | 3,080 % | 2,690 % 140 | 6,047 % | 3,086 % | 2,696 % 141 | 6,043 % | 3,091 % | 2,702 % 142 | 6,040 % | 3,097 % | 2,707 % 143 | 6,036 % | 3,103 % | 2,713 % 144 | 6,032 % | 3,108 % | 2,718 % 145 | 6,028 % | 3,114 % | 2,724 % 146 | 6,025 % | 3,119 % | 2,729 % 147 | 6,021 % | 3,124 % | 2,734 % 148 | 6,018 % | 3,130 % | 2,739 % 149 | 6,014 % | 3,135 % | 2,744 % 150 | 6,011 % | 3,140 % | 2,749 % * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 31 | 5 | 0 | 25 | 1 2 | 0 | 0 | 39 | 5 | 0 | 41 | 0 3 | 0 | 1 | 44 | 5 | 1 | 47 | 0 4 | 0 | 2 | 47 | 5 | 3 | 48 | 0 5 | 0 | 4 | 51 | 5 | 4 | 51 | 0 6 | 1 | 5 | 54 | 5 | 6 | 53 | 0 7 | 2 | 5 | 57 | 5 | 9 | 54 | 0 8 | 2 | 7 | 59 | 5 | 11 | 54 | 0 9 | 3 | 8 | 61 | 5 | 12 | 51 | 0 10 | 3 | 8 | 62 | 5 | 13 | 50 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 395 | 4 | 16 2 | 0 | 0 | 0 | 0 | 244 | 4 | 23 3 | 1 | 0 | 0 | 0 | 217 | 4 | 25 4 | 2 | 0 | 0 | 0 | 189 | 4 | 26 5 | 4 | 0 | 0 | 0 | 173 | 4 | 27 6 | 5 | 0 | 0 | 0 | 170 | 4 | 29 7 | 5 | 0 | 0 | 0 | 167 | 4 | 29 8 | 7 | 0 | 1 | 0 | 171 | 2 | 30 9 | 8 | 0 | 2 | 0 | 173 | 1 | 31 10 | 8 | 0 | 3 | 0 | 175 | 4 | 31 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 5 | 5 | 0 | 16 | 0 | 4 2 | 14 | 11 | 11 | 0 | 23 | 0 | 4 3 | 19 | 14 | 15 | 0 | 25 | 0 | 4 4 | 21 | 16 | 17 | 0 | 26 | 0 | 4 5 | 23 | 18 | 19 | 0 | 27 | 0 | 4 6 | 25 | 19 | 20 | 0 | 29 | 0 | 4 7 | 26 | 21 | 22 | 0 | 29 | 0 | 4 8 | 28 | 22 | 23 | 1 | 30 | 0 | 4 9 | 29 | 23 | 24 | 2 | 31 | 0 | 4 10 | 31 | 24 | 25 | 3 | 31 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 25 | 9 | 12 | 18 | 5 | 0 | 0 2 | 41 | 17 | 16 | 22 | 11 | 0 | 0 3 | 47 | 19 | 18 | 26 | 15 | 0 | 0 4 | 48 | 20 | 19 | 30 | 17 | 0 | 0 5 | 51 | 22 | 21 | 34 | 19 | 0 | 0 6 | 53 | 23 | 22 | 37 | 20 | 0 | 0 7 | 54 | 25 | 24 | 38 | 22 | 0 | 0 8 | 54 | 26 | 25 | 40 | 23 | 0 | 0 9 | 51 | 28 | 25 | 40 | 24 | 0 | 0 10 | 50 | 25 | 25 | 40 | 25 | 0 | 0 Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 0 | 10 | 0 | 0 | 9 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 3 | 1 | 29 | 0 | 10 | 0 | 0 | 10 4 | 2 | 37 | 0 | 10 | 0 | 0 | 10 5 | 2 | 38 | 0 | 10 | 0 | 0 | 10 6 | 3 | 42 | 0 | 10 | 0 | 0 | 10 7 | 4 | 43 | 0 | 10 | 0 | 0 | 10 8 | 7 | 41 | 0 | 10 | 0 | 0 | 10 9 | 5 | 39 | 0 | 10 | 0 | 0 | 10 10 | 5 | 41 | 0 | 10 | 1 | 0 | 10 Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 6 | 10 | 1 | 4 2 | 0 | 0 | 0 | 8 | 12 | 0 | 4 3 | 0 | 0 | 0 | 8 | 12 | 0 | 4 4 | 0 | 0 | 0 | 8 | 14 | 0 | 4 5 | 0 | 1 | 0 | 7 | 15 | 0 | 4 6 | 0 | 5 | 0 | 8 | 15 | 0 | 4 7 | 0 | 7 | 0 | 9 | 15 | 0 | 4 8 | 0 | 11 | 0 | 10 | 15 | 0 | 4 9 | 0 | 17 | 0 | 11 | 15 | 0 | 4 10 | 0 | 17 | 0 | 12 | 15 | 0 | 4 Duration (in years) | United States ---|--- 1 | 0 2 | 0 3 | 0 4 | 0 5 | 0 6 | 0 7 | 0 8 | 0 9 | 0 10 | 0 2\.

Exposures to financial institutions 2.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 20 | 45 | 119 | 233 | 554 | 1242 2 | 6 | 20 | 45 | 119 | 233 | 554 | 1001 3 | 7 | 22 | 46 | 112 | 229 | 550 | 817 4 | 8 | 25 | 49 | 115 | 228 | 549 | 676 5 | 10 | 27 | 54 | 118 | 228 | 549 | 568 6 | 11 | 30 | 57 | 123 | 228 | 549 | 549 7 | 12 | 32 | 59 | 125 | 228 | 549 | 549 8 | 12 | 33 | 59 | 124 | 228 | 549 | 549 9 | 12 | 34 | 59 | 123 | 228 | 549 | 549 10 | 13 | 35 | 59 | 123 | 228 | 549 | 549 11 | 13 | 36 | 59 | 123 | 228 | 549 | 549 12 | 14 | 37 | 59 | 123 | 228 | 549 | 549 13 | 14 | 37 | 59 | 123 | 228 | 549 | 549 14 | 14 | 38 | 59 | 123 | 228 | 549 | 549 15 | 14 | 37 | 59 | 123 | 228 | 549 | 549 16 | 14 | 37 | 59 | 123 | 228 | 549 | 549 17 | 14 | 37 | 59 | 123 | 228 | 549 | 549 18 | 14 | 37 | 59 | 123 | 228 | 549 | 549 19 | 15 | 37 | 59 | 123 | 228 | 549 | 549 20 | 16 | 37 | 59 | 123 | 228 | 549 | 549 21 | 16 | 37 | 59 | 123 | 228 | 549 | 549 22 | 17 | 37 | 59 | 123 | 228 | 549 | 549 23 | 17 | 37 | 59 | 123 | 228 | 549 | 549 24 | 19 | 37 | 59 | 123 | 228 | 549 | 549 25 | 19 | 37 | 59 | 123 | 228 | 549 | 549 26 | 20 | 37 | 59 | 123 | 228 | 549 | 549 27 | 20 | 38 | 59 | 123 | 228 | 549 | 549 28 | 21 | 38 | 59 | 123 | 228 | 549 | 549 29 | 21 | 38 | 59 | 123 | 228 | 549 | 549 30 | 23 | 38 | 59 | 123 | 228 | 549 | 549 2.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 27 | 52 | 126 | 240 | 561 | 1293 2 | 15 | 29 | 54 | 128 | 241 | 563 | 1042 3 | 16 | 31 | 55 | 122 | 238 | 559 | 849 4 | 17 | 34 | 57 | 123 | 237 | 558 | 702 5 | 18 | 36 | 62 | 126 | 236 | 557 | 589 6 | 19 | 37 | 65 | 130 | 236 | 557 | 557 7 | 19 | 39 | 66 | 132 | 235 | 556 | 556 8 | 19 | 39 | 65 | 130 | 234 | 555 | 555 9 | 18 | 39 | 65 | 129 | 234 | 555 | 555 10 | 18 | 40 | 64 | 128 | 233 | 554 | 554 11 | 18 | 41 | 64 | 128 | 233 | 554 | 554 12 | 18 | 41 | 63 | 127 | 232 | 553 | 553 13 | 18 | 41 | 63 | 127 | 232 | 553 | 553 14 | 18 | 41 | 62 | 126 | 231 | 552 | 552 15 | 17 | 40 | 62 | 126 | 231 | 552 | 552 16 | 17 | 40 | 61 | 125 | 230 | 551 | 551 17 | 16 | 39 | 61 | 125 | 230 | 551 | 551 18 | 16 | 39 | 61 | 125 | 230 | 551 | 551 19 | 16 | 39 | 61 | 125 | 230 | 551 | 551 20 | 17 | 40 | 61 | 125 | 230 | 551 | 551 21 | 17 | 40 | 62 | 126 | 231 | 552 | 552 22 | 17 | 40 | 62 | 126 | 231 | 552 | 552 23 | 18 | 40 | 62 | 126 | 231 | 552 | 552 24 | 19 | 41 | 62 | 126 | 231 | 552 | 552 25 | 19 | 41 | 62 | 126 | 231 | 552 | 552 26 | 20 | 41 | 62 | 126 | 231 | 552 | 552 27 | 20 | 41 | 62 | 126 | 231 | 552 | 552 28 | 21 | 41 | 62 | 126 | 231 | 552 | 552 29 | 22 | 41 | 62 | 126 | 231 | 552 | 552 30 | 23 | 40 | 62 | 126 | 231 | 552 | 552 2.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 20 | 45 | 119 | 233 | 554 | 1242 2 | 6 | 20 | 45 | 119 | 233 | 554 | 1001 3 | 7 | 22 | 46 | 112 | 229 | 550 | 817 4 | 8 | 25 | 48 | 114 | 228 | 549 | 676 5 | 10 | 27 | 54 | 118 | 228 | 549 | 568 6 | 11 | 30 | 57 | 122 | 228 | 549 | 549 7 | 12 | 32 | 59 | 125 | 228 | 549 | 549 8 | 12 | 33 | 58 | 124 | 228 | 549 | 549 9 | 12 | 33 | 58 | 123 | 228 | 549 | 549 10 | 13 | 35 | 59 | 123 | 228 | 549 | 549 11 | 13 | 36 | 59 | 123 | 228 | 549 | 549 12 | 14 | 36 | 59 | 123 | 228 | 549 | 549 13 | 14 | 37 | 59 | 123 | 228 | 549 | 549 14 | 14 | 37 | 59 | 123 | 228 | 549 | 549 15 | 14 | 37 | 59 | 123 | 228 | 549 | 549 16 | 14 | 37 | 59 | 123 | 228 | 549 | 549 17 | 14 | 37 | 59 | 123 | 228 | 549 | 549 18 | 14 | 37 | 59 | 123 | 228 | 549 | 549 19 | 15 | 37 | 59 | 123 | 228 | 549 | 549 20 | 16 | 37 | 59 | 123 | 228 | 549 | 549 21 | 16 | 37 | 59 | 123 | 228 | 549 | 549 22 | 17 | 37 | 59 | 123 | 228 | 549 | 549 23 | 17 | 37 | 59 | 123 | 228 | 549 | 549 24 | 19 | 37 | 59 | 123 | 228 | 549 | 549 25 | 19 | 37 | 59 | 123 | 228 | 549 | 549 26 | 20 | 37 | 59 | 123 | 228 | 549 | 549 27 | 20 | 37 | 59 | 123 | 228 | 549 | 549 28 | 21 | 37 | 59 | 123 | 228 | 549 | 549 29 | 21 | 37 | 59 | 123 | 228 | 549 | 549 30 | 23 | 37 | 59 | 123 | 228 | 549 | 549 2.4 Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 80 | 95 | 119 | 194 | 307 | 628 | 1251 2 | 77 | 91 | 115 | 190 | 303 | 624 | 1009 3 | 80 | 96 | 119 | 186 | 302 | 623 | 825 4 | 79 | 96 | 120 | 186 | 299 | 620 | 686 5 | 79 | 96 | 123 | 187 | 297 | 618 | 618 6 | 78 | 97 | 124 | 190 | 295 | 616 | 616 7 | 77 | 97 | 124 | 190 | 293 | 614 | 614 8 | 76 | 96 | 122 | 187 | 292 | 613 | 613 9 | 75 | 96 | 121 | 186 | 290 | 612 | 612 10 | 72 | 94 | 118 | 182 | 287 | 608 | 608 11 | 70 | 92 | 115 | 179 | 284 | 605 | 605 12 | 69 | 92 | 114 | 178 | 283 | 604 | 604 13 | 68 | 91 | 113 | 177 | 282 | 603 | 603 14 | 68 | 91 | 113 | 177 | 282 | 603 | 603 15 | 68 | 91 | 112 | 176 | 281 | 602 | 602 16 | 67 | 90 | 112 | 176 | 281 | 602 | 602 17 | 67 | 90 | 111 | 175 | 280 | 601 | 601 18 | 66 | 89 | 111 | 175 | 280 | 601 | 601 19 | 65 | 88 | 110 | 174 | 279 | 600 | 600 20 | 65 | 88 | 109 | 173 | 278 | 599 | 599 21 | 64 | 87 | 109 | 172 | 277 | 598 | 598 22 | 63 | 86 | 108 | 172 | 277 | 598 | 598 23 | 62 | 85 | 107 | 171 | 276 | 597 | 597 24 | 61 | 84 | 106 | 170 | 275 | 596 | 596 25 | 60 | 83 | 105 | 169 | 274 | 595 | 595 26 | 59 | 82 | 104 | 168 | 273 | 594 | 594 27 | 58 | 81 | 103 | 167 | 272 | 593 | 593 28 | 57 | 80 | 102 | 165 | 270 | 592 | 592 29 | 56 | 79 | 101 | 164 | 269 | 590 | 590 30 | 55 | 78 | 100 | 163 | 268 | 589 | 589 2.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 24 | 48 | 123 | 236 | 557 | 1252 2 | 12 | 26 | 50 | 125 | 238 | 559 | 1009 3 | 14 | 29 | 52 | 119 | 236 | 556 | 824 4 | 15 | 32 | 56 | 122 | 235 | 556 | 682 5 | 17 | 35 | 61 | 125 | 235 | 556 | 573 6 | 18 | 37 | 64 | 130 | 235 | 556 | 556 7 | 19 | 39 | 66 | 132 | 235 | 556 | 556 8 | 19 | 39 | 65 | 130 | 234 | 555 | 555 9 | 18 | 39 | 65 | 129 | 234 | 555 | 555 10 | 18 | 40 | 64 | 128 | 233 | 554 | 554 11 | 19 | 41 | 64 | 128 | 233 | 554 | 554 12 | 19 | 42 | 64 | 128 | 233 | 554 | 554 13 | 19 | 42 | 64 | 128 | 233 | 554 | 554 14 | 19 | 42 | 64 | 127 | 232 | 553 | 553 15 | 19 | 42 | 63 | 127 | 232 | 553 | 553 16 | 18 | 41 | 63 | 127 | 232 | 553 | 553 17 | 18 | 41 | 63 | 127 | 232 | 553 | 553 18 | 18 | 42 | 63 | 127 | 232 | 553 | 553 19 | 19 | 42 | 63 | 127 | 232 | 553 | 553 20 | 19 | 42 | 64 | 128 | 233 | 554 | 554 21 | 19 | 42 | 64 | 128 | 233 | 554 | 554 22 | 20 | 43 | 64 | 128 | 233 | 554 | 554 23 | 20 | 43 | 64 | 128 | 233 | 554 | 554 24 | 20 | 43 | 65 | 128 | 233 | 554 | 554 25 | 20 | 43 | 65 | 128 | 233 | 554 | 554 26 | 20 | 43 | 65 | 128 | 233 | 554 | 554 27 | 20 | 43 | 64 | 128 | 233 | 554 | 554 28 | 21 | 43 | 64 | 128 | 233 | 554 | 554 29 | 22 | 43 | 64 | 128 | 233 | 554 | 554 30 | 23 | 43 | 64 | 128 | 233 | 554 | 554 2.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 49 | 63 | 88 | 163 | 276 | 597 | 1250 2 | 53 | 67 | 92 | 166 | 280 | 601 | 1008 3 | 58 | 74 | 97 | 164 | 280 | 601 | 822 4 | 62 | 78 | 102 | 168 | 282 | 603 | 681 5 | 64 | 82 | 108 | 172 | 282 | 603 | 603 6 | 65 | 84 | 112 | 177 | 282 | 603 | 603 7 | 66 | 86 | 113 | 179 | 282 | 603 | 603 8 | 65 | 85 | 111 | 177 | 281 | 602 | 602 9 | 64 | 85 | 110 | 174 | 279 | 600 | 600 10 | 63 | 85 | 109 | 173 | 278 | 599 | 599 11 | 62 | 84 | 108 | 171 | 276 | 597 | 597 12 | 61 | 84 | 106 | 170 | 275 | 596 | 596 13 | 60 | 83 | 105 | 169 | 274 | 595 | 595 14 | 59 | 82 | 103 | 167 | 272 | 593 | 593 15 | 58 | 81 | 102 | 166 | 271 | 592 | 592 16 | 57 | 80 | 101 | 165 | 270 | 591 | 591 17 | 56 | 79 | 101 | 164 | 269 | 590 | 590 18 | 55 | 78 | 100 | 164 | 269 | 590 | 590 19 | 54 | 78 | 99 | 163 | 268 | 589 | 589 20 | 54 | 77 | 99 | 162 | 267 | 588 | 588 21 | 53 | 76 | 98 | 162 | 267 | 588 | 588 22 | 52 | 76 | 97 | 161 | 266 | 587 | 587 23 | 52 | 75 | 96 | 160 | 265 | 586 | 586 24 | 51 | 74 | 96 | 159 | 264 | 585 | 585 25 | 50 | 73 | 95 | 159 | 264 | 585 | 585 26 | 49 | 72 | 94 | 158 | 263 | 584 | 584 27 | 48 | 71 | 93 | 157 | 262 | 583 | 583 28 | 48 | 71 | 92 | 156 | 261 | 582 | 582 29 | 47 | 70 | 91 | 155 | 260 | 581 | 581 30 | 46 | 69 | 91 | 154 | 259 | 580 | 580 2.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 19 | 44 | 118 | 232 | 553 | 1241 2 | 5 | 19 | 44 | 118 | 232 | 553 | 1000 3 | 6 | 22 | 45 | 112 | 228 | 549 | 816 4 | 8 | 24 | 48 | 114 | 227 | 548 | 676 5 | 9 | 27 | 53 | 117 | 227 | 548 | 568 6 | 10 | 29 | 56 | 122 | 227 | 548 | 548 7 | 11 | 31 | 58 | 124 | 227 | 548 | 548 8 | 11 | 32 | 58 | 123 | 227 | 548 | 548 9 | 11 | 33 | 58 | 122 | 227 | 548 | 548 10 | 12 | 34 | 58 | 122 | 227 | 548 | 548 11 | 13 | 35 | 58 | 122 | 227 | 548 | 548 12 | 13 | 36 | 58 | 122 | 227 | 548 | 548 13 | 13 | 36 | 58 | 122 | 227 | 548 | 548 14 | 14 | 37 | 58 | 122 | 227 | 548 | 548 15 | 13 | 37 | 58 | 122 | 227 | 548 | 548 16 | 13 | 37 | 58 | 122 | 227 | 548 | 548 17 | 13 | 37 | 58 | 122 | 227 | 548 | 548 18 | 13 | 37 | 58 | 122 | 227 | 548 | 548 19 | 15 | 37 | 58 | 122 | 227 | 548 | 548 20 | 16 | 37 | 58 | 122 | 227 | 548 | 548 21 | 16 | 37 | 58 | 122 | 227 | 548 | 548 22 | 17 | 37 | 58 | 122 | 227 | 548 | 548 23 | 17 | 37 | 58 | 122 | 227 | 548 | 548 24 | 19 | 37 | 58 | 122 | 227 | 548 | 548 25 | 19 | 37 | 58 | 122 | 227 | 548 | 548 26 | 20 | 37 | 58 | 122 | 227 | 548 | 548 27 | 20 | 37 | 58 | 122 | 227 | 548 | 548 28 | 21 | 37 | 58 | 122 | 227 | 548 | 548 29 | 21 | 37 | 58 | 122 | 227 | 548 | 548 30 | 23 | 37 | 58 | 122 | 227 | 548 | 548 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 24 | 55 | 151 | 251 | 572 | 1265 2 | 7 | 24 | 55 | 151 | 251 | 572 | 1019 3 | 8 | 26 | 55 | 136 | 247 | 568 | 831 4 | 10 | 29 | 57 | 126 | 245 | 566 | 688 5 | 11 | 31 | 58 | 115 | 244 | 565 | 578 6 | 14 | 34 | 61 | 107 | 243 | 564 | 564 7 | 16 | 37 | 62 | 100 | 242 | 563 | 563 8 | 17 | 38 | 60 | 93 | 241 | 562 | 562 9 | 20 | 45 | 64 | 87 | 240 | 561 | 561 10 | 19 | 45 | 62 | 84 | 239 | 560 | 560 11 | 18 | 44 | 60 | 84 | 238 | 559 | 559 12 | 18 | 43 | 61 | 85 | 237 | 558 | 558 13 | 18 | 44 | 61 | 85 | 236 | 557 | 557 14 | 18 | 44 | 61 | 85 | 236 | 557 | 557 15 | 18 | 44 | 61 | 85 | 235 | 556 | 556 16 | 18 | 44 | 61 | 85 | 233 | 554 | 554 17 | 18 | 44 | 61 | 85 | 232 | 554 | 554 18 | 18 | 44 | 61 | 85 | 232 | 553 | 553 19 | 18 | 44 | 61 | 85 | 232 | 553 | 553 20 | 18 | 44 | 61 | 85 | 232 | 553 | 553 21 | 18 | 44 | 61 | 85 | 232 | 553 | 553 22 | 18 | 44 | 61 | 85 | 232 | 553 | 553 23 | 18 | 44 | 61 | 85 | 232 | 553 | 553 24 | 19 | 44 | 61 | 85 | 231 | 552 | 552 25 | 19 | 44 | 61 | 85 | 231 | 552 | 552 26 | 20 | 44 | 61 | 85 | 230 | 551 | 551 27 | 20 | 44 | 61 | 85 | 230 | 551 | 551 28 | 21 | 44 | 61 | 85 | 229 | 550 | 550 29 | 21 | 44 | 61 | 85 | 229 | 550 | 550 30 | 23 | 44 | 61 | 85 | 228 | 549 | 549 2.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 86 | 100 | 124 | 199 | 312 | 633 | 1319 2 | 84 | 98 | 123 | 197 | 311 | 632 | 1064 3 | 83 | 98 | 122 | 188 | 305 | 626 | 869 4 | 82 | 99 | 122 | 188 | 302 | 623 | 720 5 | 81 | 99 | 125 | 189 | 299 | 620 | 620 6 | 80 | 99 | 126 | 192 | 297 | 618 | 618 7 | 79 | 98 | 125 | 192 | 294 | 615 | 615 8 | 76 | 97 | 123 | 188 | 292 | 613 | 613 9 | 74 | 95 | 120 | 185 | 290 | 611 | 611 10 | 73 | 95 | 119 | 183 | 288 | 609 | 609 11 | 72 | 94 | 118 | 181 | 286 | 607 | 607 12 | 71 | 94 | 116 | 180 | 285 | 606 | 606 13 | 70 | 93 | 114 | 178 | 283 | 604 | 604 14 | 68 | 91 | 113 | 177 | 282 | 603 | 603 15 | 67 | 90 | 112 | 175 | 280 | 601 | 601 16 | 66 | 89 | 110 | 174 | 279 | 600 | 600 17 | 65 | 88 | 109 | 173 | 278 | 599 | 599 18 | 64 | 87 | 108 | 172 | 277 | 598 | 598 19 | 63 | 86 | 107 | 171 | 276 | 597 | 597 20 | 62 | 85 | 107 | 170 | 275 | 596 | 596 21 | 61 | 84 | 106 | 170 | 274 | 596 | 596 22 | 60 | 83 | 105 | 169 | 274 | 595 | 595 23 | 59 | 82 | 104 | 168 | 273 | 594 | 594 24 | 58 | 81 | 103 | 166 | 271 | 593 | 593 25 | 57 | 80 | 102 | 165 | 270 | 591 | 591 26 | 56 | 79 | 101 | 164 | 269 | 590 | 590 27 | 55 | 78 | 100 | 163 | 268 | 589 | 589 28 | 54 | 77 | 98 | 162 | 267 | 588 | 588 29 | 53 | 76 | 97 | 161 | 266 | 587 | 587 30 | 52 | 75 | 97 | 160 | 265 | 586 | 586 2.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 59 | 73 | 97 | 172 | 285 | 606 | 1271 2 | 58 | 72 | 96 | 171 | 284 | 605 | 1029 3 | 58 | 73 | 96 | 163 | 280 | 601 | 841 4 | 58 | 74 | 98 | 164 | 278 | 598 | 696 5 | 58 | 75 | 101 | 165 | 276 | 597 | 597 6 | 57 | 76 | 103 | 168 | 274 | 595 | 595 7 | 56 | 76 | 103 | 169 | 272 | 593 | 593 8 | 55 | 75 | 101 | 167 | 271 | 592 | 592 9 | 53 | 75 | 100 | 164 | 269 | 590 | 590 10 | 53 | 75 | 99 | 163 | 268 | 589 | 589 11 | 52 | 75 | 98 | 162 | 267 | 588 | 588 12 | 52 | 75 | 97 | 161 | 266 | 587 | 587 13 | 52 | 75 | 96 | 160 | 265 | 586 | 586 14 | 51 | 74 | 96 | 160 | 265 | 586 | 586 15 | 50 | 73 | 95 | 159 | 264 | 585 | 585 16 | 49 | 72 | 94 | 158 | 263 | 584 | 584 17 | 49 | 72 | 93 | 157 | 262 | 583 | 583 18 | 48 | 71 | 93 | 157 | 262 | 583 | 583 19 | 48 | 71 | 92 | 156 | 261 | 582 | 582 20 | 47 | 71 | 92 | 156 | 261 | 582 | 582 21 | 47 | 70 | 92 | 156 | 261 | 582 | 582 22 | 47 | 70 | 91 | 155 | 260 | 581 | 581 23 | 46 | 69 | 91 | 155 | 260 | 581 | 581 24 | 46 | 69 | 90 | 154 | 259 | 580 | 580 25 | 45 | 68 | 90 | 153 | 258 | 579 | 579 26 | 44 | 67 | 89 | 153 | 258 | 579 | 579 27 | 44 | 67 | 88 | 152 | 257 | 578 | 578 28 | 43 | 66 | 88 | 151 | 256 | 577 | 577 29 | 42 | 65 | 87 | 151 | 256 | 577 | 577 30 | 42 | 65 | 86 | 150 | 255 | 576 | 576 2.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 45 | 70 | 144 | 258 | 579 | 1286 2 | 32 | 46 | 71 | 145 | 259 | 580 | 1037 3 | 32 | 47 | 71 | 137 | 254 | 575 | 846 4 | 32 | 49 | 73 | 138 | 252 | 573 | 700 5 | 33 | 51 | 77 | 141 | 251 | 572 | 588 6 | 33 | 52 | 79 | 145 | 250 | 571 | 571 7 | 34 | 53 | 80 | 146 | 249 | 570 | 570 8 | 33 | 53 | 79 | 144 | 248 | 569 | 569 9 | 32 | 53 | 78 | 143 | 248 | 569 | 569 10 | 32 | 54 | 78 | 142 | 247 | 568 | 568 11 | 32 | 54 | 77 | 141 | 246 | 567 | 567 12 | 31 | 54 | 77 | 140 | 245 | 566 | 566 13 | 31 | 54 | 76 | 140 | 245 | 566 | 566 14 | 30 | 54 | 75 | 139 | 244 | 565 | 565 15 | 30 | 53 | 74 | 138 | 243 | 564 | 564 16 | 29 | 52 | 74 | 137 | 242 | 563 | 563 17 | 28 | 51 | 73 | 137 | 242 | 563 | 563 18 | 28 | 51 | 73 | 137 | 242 | 563 | 563 19 | 28 | 51 | 72 | 136 | 241 | 562 | 562 20 | 28 | 51 | 73 | 136 | 241 | 562 | 562 21 | 28 | 51 | 73 | 136 | 241 | 562 | 562 22 | 28 | 51 | 73 | 136 | 241 | 562 | 562 23 | 28 | 51 | 72 | 136 | 241 | 562 | 562 24 | 27 | 51 | 72 | 136 | 241 | 562 | 562 25 | 27 | 50 | 72 | 136 | 241 | 562 | 562 26 | 27 | 50 | 72 | 135 | 240 | 562 | 562 27 | 27 | 50 | 71 | 135 | 240 | 561 | 561 28 | 26 | 50 | 71 | 135 | 240 | 561 | 561 29 | 26 | 49 | 71 | 135 | 240 | 561 | 561 30 | 26 | 49 | 71 | 134 | 239 | 560 | 560 2.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 25 | 100 | 213 | 534 | 1236 2 | 1 | 5 | 26 | 101 | 214 | 535 | 996 3 | 2 | 5 | 27 | 94 | 211 | 532 | 813 4 | 3 | 6 | 30 | 96 | 210 | 531 | 673 5 | 4 | 9 | 35 | 99 | 209 | 531 | 566 6 | 4 | 11 | 39 | 104 | 209 | 530 | 530 7 | 5 | 14 | 41 | 107 | 209 | 530 | 530 8 | 7 | 14 | 40 | 105 | 209 | 530 | 530 9 | 7 | 15 | 40 | 104 | 209 | 530 | 530 10 | 8 | 16 | 40 | 104 | 209 | 530 | 530 11 | 8 | 18 | 42 | 105 | 210 | 531 | 531 12 | 9 | 18 | 40 | 104 | 209 | 530 | 530 13 | 11 | 19 | 41 | 105 | 210 | 531 | 531 14 | 11 | 19 | 41 | 105 | 210 | 531 | 531 15 | 12 | 18 | 40 | 104 | 209 | 530 | 530 16 | 12 | 17 | 39 | 103 | 208 | 529 | 529 17 | 13 | 17 | 39 | 103 | 208 | 529 | 529 18 | 13 | 17 | 39 | 103 | 208 | 529 | 529 19 | 15 | 18 | 39 | 103 | 208 | 529 | 529 20 | 15 | 18 | 40 | 104 | 209 | 530 | 530 21 | 16 | 19 | 40 | 104 | 209 | 530 | 530 22 | 17 | 20 | 40 | 104 | 209 | 530 | 530 23 | 17 | 21 | 40 | 104 | 209 | 530 | 530 24 | 19 | 21 | 40 | 104 | 209 | 530 | 530 25 | 19 | 22 | 40 | 104 | 209 | 530 | 530 26 | 20 | 24 | 41 | 104 | 209 | 530 | 530 27 | 20 | 24 | 42 | 104 | 209 | 530 | 530 28 | 21 | 25 | 44 | 103 | 208 | 530 | 530 29 | 21 | 25 | 46 | 103 | 208 | 529 | 529 30 | 22 | 26 | 47 | 103 | 208 | 529 | 529 2.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 61 | 86 | 160 | 274 | 595 | 1266 2 | 47 | 61 | 86 | 160 | 274 | 595 | 1020 3 | 47 | 63 | 86 | 153 | 269 | 590 | 832 4 | 48 | 64 | 88 | 154 | 267 | 588 | 689 5 | 48 | 66 | 92 | 156 | 266 | 587 | 587 6 | 48 | 67 | 94 | 160 | 265 | 586 | 586 7 | 48 | 68 | 95 | 161 | 264 | 585 | 585 8 | 47 | 68 | 94 | 159 | 263 | 584 | 584 9 | 46 | 68 | 93 | 157 | 262 | 583 | 583 10 | 46 | 68 | 92 | 156 | 261 | 582 | 582 11 | 46 | 68 | 91 | 155 | 260 | 581 | 581 12 | 45 | 68 | 91 | 154 | 259 | 580 | 580 13 | 45 | 68 | 90 | 154 | 259 | 580 | 580 14 | 45 | 68 | 89 | 153 | 258 | 579 | 579 15 | 44 | 67 | 89 | 152 | 257 | 578 | 578 16 | 43 | 66 | 88 | 151 | 256 | 577 | 577 17 | 42 | 65 | 87 | 151 | 256 | 577 | 577 18 | 42 | 65 | 87 | 150 | 255 | 576 | 576 19 | 41 | 64 | 86 | 150 | 255 | 576 | 576 20 | 41 | 64 | 86 | 150 | 255 | 576 | 576 21 | 41 | 64 | 86 | 150 | 255 | 576 | 576 22 | 41 | 64 | 85 | 149 | 254 | 575 | 575 23 | 40 | 63 | 85 | 149 | 254 | 575 | 575 24 | 40 | 63 | 84 | 148 | 253 | 574 | 574 25 | 39 | 62 | 84 | 147 | 252 | 573 | 573 26 | 38 | 61 | 83 | 147 | 252 | 573 | 573 27 | 38 | 61 | 82 | 146 | 251 | 572 | 572 28 | 37 | 60 | 82 | 145 | 250 | 571 | 571 29 | 36 | 59 | 81 | 145 | 250 | 571 | 571 30 | 36 | 59 | 80 | 144 | 249 | 570 | 570 2.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 17 | 31 | 55 | 130 | 243 | 564 | 1271 2 | 21 | 35 | 59 | 134 | 247 | 568 | 1025 3 | 25 | 40 | 63 | 130 | 247 | 567 | 836 4 | 28 | 45 | 68 | 134 | 248 | 569 | 692 5 | 31 | 49 | 75 | 139 | 249 | 570 | 582 6 | 30 | 49 | 76 | 142 | 247 | 568 | 568 7 | 35 | 55 | 82 | 148 | 250 | 572 | 572 8 | 33 | 54 | 80 | 145 | 249 | 570 | 570 9 | 34 | 56 | 81 | 145 | 250 | 571 | 571 10 | 36 | 58 | 82 | 146 | 251 | 572 | 572 11 | 38 | 60 | 83 | 147 | 252 | 573 | 573 12 | 39 | 62 | 84 | 148 | 253 | 574 | 574 13 | 40 | 63 | 84 | 148 | 253 | 574 | 574 14 | 40 | 63 | 85 | 149 | 254 | 575 | 575 15 | 40 | 63 | 85 | 149 | 254 | 575 | 575 16 | 40 | 63 | 84 | 148 | 253 | 574 | 574 17 | 40 | 63 | 84 | 148 | 253 | 574 | 574 18 | 39 | 62 | 84 | 147 | 252 | 573 | 573 19 | 39 | 62 | 83 | 147 | 252 | 573 | 573 20 | 39 | 62 | 83 | 147 | 252 | 573 | 573 21 | 38 | 62 | 83 | 147 | 252 | 573 | 573 22 | 38 | 61 | 83 | 147 | 252 | 573 | 573 23 | 38 | 61 | 83 | 146 | 251 | 572 | 572 24 | 38 | 61 | 82 | 146 | 251 | 572 | 572 25 | 37 | 60 | 82 | 146 | 251 | 572 | 572 26 | 37 | 60 | 81 | 145 | 250 | 571 | 571 27 | 36 | 59 | 81 | 145 | 250 | 571 | 571 28 | 36 | 59 | 80 | 144 | 249 | 570 | 570 29 | 35 | 58 | 80 | 144 | 249 | 570 | 570 30 | 35 | 58 | 79 | 143 | 248 | 569 | 569 2.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 16 | 30 | 55 | 129 | 243 | 564 | 1287 2 | 17 | 31 | 56 | 130 | 244 | 565 | 1037 3 | 19 | 35 | 58 | 125 | 241 | 562 | 846 4 | 21 | 37 | 61 | 127 | 240 | 561 | 700 5 | 22 | 40 | 66 | 130 | 240 | 561 | 588 6 | 23 | 42 | 70 | 135 | 240 | 561 | 561 7 | 24 | 44 | 71 | 137 | 240 | 561 | 561 8 | 24 | 45 | 71 | 136 | 240 | 561 | 561 9 | 25 | 46 | 71 | 135 | 240 | 561 | 561 10 | 25 | 47 | 71 | 135 | 240 | 561 | 561 11 | 26 | 48 | 72 | 135 | 240 | 561 | 561 12 | 26 | 49 | 72 | 135 | 240 | 562 | 562 13 | 27 | 50 | 72 | 136 | 241 | 562 | 562 14 | 27 | 50 | 72 | 136 | 241 | 562 | 562 15 | 27 | 50 | 72 | 136 | 241 | 562 | 562 16 | 27 | 50 | 72 | 135 | 240 | 561 | 561 17 | 27 | 50 | 72 | 135 | 240 | 562 | 562 18 | 27 | 50 | 72 | 135 | 240 | 561 | 561 19 | 27 | 50 | 72 | 135 | 240 | 561 | 561 20 | 27 | 50 | 72 | 135 | 240 | 562 | 562 21 | 27 | 50 | 72 | 135 | 240 | 561 | 561 22 | 27 | 50 | 71 | 135 | 240 | 561 | 561 23 | 26 | 49 | 71 | 135 | 240 | 561 | 561 24 | 26 | 49 | 71 | 134 | 239 | 560 | 560 25 | 25 | 49 | 70 | 134 | 239 | 560 | 560 26 | 25 | 48 | 70 | 134 | 239 | 560 | 560 27 | 25 | 48 | 69 | 133 | 238 | 559 | 559 28 | 24 | 47 | 69 | 133 | 238 | 559 | 559 29 | 24 | 47 | 69 | 132 | 237 | 558 | 558 30 | 24 | 47 | 68 | 132 | 237 | 558 | 558 2.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 50 | 65 | 89 | 164 | 277 | 598 | 1281 2 | 53 | 67 | 92 | 166 | 280 | 601 | 1033 3 | 57 | 72 | 96 | 163 | 279 | 600 | 844 4 | 59 | 76 | 100 | 166 | 279 | 600 | 700 5 | 61 | 79 | 105 | 169 | 279 | 600 | 600 6 | 63 | 82 | 109 | 174 | 280 | 601 | 601 7 | 64 | 84 | 111 | 177 | 280 | 601 | 601 8 | 63 | 84 | 110 | 175 | 279 | 600 | 600 9 | 63 | 84 | 109 | 174 | 279 | 600 | 600 10 | 64 | 86 | 110 | 174 | 279 | 600 | 600 11 | 64 | 86 | 109 | 173 | 278 | 599 | 599 12 | 64 | 86 | 109 | 173 | 278 | 599 | 599 13 | 63 | 86 | 108 | 172 | 277 | 598 | 598 14 | 62 | 86 | 107 | 171 | 276 | 597 | 597 15 | 62 | 85 | 106 | 170 | 275 | 596 | 596 16 | 61 | 84 | 105 | 169 | 274 | 595 | 595 17 | 60 | 83 | 105 | 168 | 273 | 595 | 595 18 | 59 | 82 | 104 | 168 | 273 | 594 | 594 19 | 59 | 82 | 103 | 167 | 272 | 593 | 593 20 | 58 | 81 | 103 | 166 | 271 | 592 | 592 21 | 57 | 80 | 102 | 166 | 271 | 592 | 592 22 | 56 | 79 | 101 | 165 | 270 | 591 | 591 23 | 55 | 79 | 100 | 164 | 269 | 590 | 590 24 | 55 | 78 | 99 | 163 | 268 | 589 | 589 25 | 54 | 77 | 98 | 162 | 267 | 588 | 588 26 | 53 | 76 | 97 | 161 | 266 | 587 | 587 27 | 52 | 75 | 96 | 160 | 265 | 586 | 586 28 | 51 | 74 | 96 | 159 | 264 | 585 | 585 29 | 50 | 73 | 95 | 159 | 263 | 585 | 585 30 | 49 | 72 | 94 | 158 | 263 | 584 | 584 2.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 82 | 96 | 120 | 195 | 308 | 629 | 1331 2 | 86 | 100 | 125 | 199 | 313 | 634 | 1079 3 | 88 | 103 | 126 | 193 | 309 | 630 | 883 4 | 88 | 105 | 128 | 194 | 308 | 629 | 732 5 | 91 | 109 | 135 | 199 | 309 | 630 | 630 6 | 93 | 112 | 139 | 205 | 310 | 631 | 631 7 | 95 | 114 | 141 | 208 | 310 | 631 | 631 8 | 96 | 116 | 142 | 207 | 311 | 632 | 632 9 | 96 | 117 | 143 | 207 | 312 | 633 | 633 10 | 97 | 119 | 143 | 207 | 312 | 633 | 633 11 | 97 | 119 | 142 | 206 | 311 | 632 | 632 12 | 96 | 119 | 142 | 205 | 310 | 631 | 631 13 | 96 | 118 | 140 | 204 | 309 | 630 | 630 14 | 94 | 117 | 139 | 203 | 308 | 629 | 629 15 | 93 | 116 | 137 | 201 | 306 | 627 | 627 16 | 91 | 114 | 136 | 200 | 305 | 626 | 626 17 | 90 | 113 | 135 | 198 | 303 | 625 | 625 18 | 89 | 112 | 133 | 197 | 302 | 623 | 623 19 | 87 | 110 | 132 | 196 | 301 | 622 | 622 20 | 86 | 109 | 131 | 194 | 299 | 620 | 620 21 | 85 | 108 | 129 | 193 | 298 | 619 | 619 22 | 83 | 106 | 128 | 192 | 297 | 618 | 618 23 | 81 | 105 | 126 | 190 | 295 | 616 | 616 24 | 80 | 103 | 125 | 188 | 293 | 614 | 614 25 | 78 | 101 | 123 | 187 | 292 | 613 | 613 26 | 77 | 100 | 121 | 185 | 290 | 611 | 611 27 | 75 | 98 | 120 | 184 | 289 | 610 | 610 28 | 74 | 97 | 118 | 182 | 287 | 608 | 608 29 | 72 | 95 | 117 | 181 | 286 | 607 | 607 30 | 71 | 94 | 115 | 179 | 284 | 605 | 605 2.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 24 | 48 | 123 | 236 | 557 | 1290 2 | 13 | 27 | 51 | 126 | 239 | 560 | 1038 3 | 16 | 31 | 55 | 121 | 238 | 559 | 846 4 | 19 | 35 | 59 | 125 | 239 | 560 | 700 5 | 22 | 39 | 65 | 129 | 240 | 561 | 588 6 | 23 | 42 | 69 | 135 | 240 | 561 | 561 7 | 25 | 44 | 71 | 138 | 240 | 561 | 561 8 | 25 | 45 | 71 | 136 | 240 | 561 | 561 9 | 25 | 46 | 71 | 135 | 240 | 561 | 561 10 | 25 | 47 | 71 | 135 | 240 | 561 | 561 11 | 26 | 48 | 71 | 135 | 240 | 561 | 561 12 | 26 | 49 | 71 | 135 | 240 | 561 | 561 13 | 26 | 49 | 70 | 134 | 239 | 560 | 560 14 | 25 | 48 | 70 | 134 | 239 | 560 | 560 15 | 24 | 48 | 69 | 133 | 238 | 559 | 559 16 | 24 | 47 | 68 | 132 | 237 | 558 | 558 17 | 23 | 46 | 68 | 132 | 237 | 558 | 558 18 | 23 | 46 | 67 | 131 | 236 | 557 | 557 19 | 23 | 46 | 67 | 131 | 236 | 557 | 557 20 | 23 | 46 | 67 | 131 | 236 | 557 | 557 21 | 23 | 46 | 68 | 131 | 236 | 557 | 557 22 | 23 | 46 | 68 | 131 | 236 | 557 | 557 23 | 23 | 46 | 68 | 131 | 236 | 557 | 557 24 | 23 | 46 | 67 | 131 | 236 | 557 | 557 25 | 23 | 46 | 67 | 131 | 236 | 557 | 557 26 | 22 | 46 | 67 | 131 | 236 | 557 | 557 27 | 22 | 45 | 67 | 131 | 236 | 557 | 557 28 | 22 | 45 | 67 | 131 | 236 | 557 | 557 29 | 22 | 45 | 67 | 130 | 235 | 556 | 556 30 | 23 | 45 | 66 | 130 | 235 | 556 | 556 2.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 95 | 109 | 134 | 208 | 322 | 643 | 1359 2 | 95 | 110 | 134 | 209 | 322 | 643 | 1100 3 | 96 | 112 | 135 | 202 | 318 | 639 | 900 4 | 97 | 114 | 138 | 204 | 317 | 638 | 747 5 | 98 | 116 | 142 | 206 | 316 | 637 | 637 6 | 99 | 118 | 145 | 210 | 316 | 637 | 637 7 | 99 | 119 | 146 | 212 | 315 | 636 | 636 8 | 99 | 120 | 146 | 211 | 315 | 636 | 636 9 | 98 | 120 | 145 | 209 | 314 | 635 | 635 10 | 97 | 119 | 143 | 207 | 312 | 633 | 633 11 | 96 | 119 | 142 | 206 | 311 | 632 | 632 12 | 95 | 118 | 140 | 204 | 309 | 630 | 630 13 | 93 | 116 | 138 | 202 | 307 | 628 | 628 14 | 92 | 115 | 136 | 200 | 305 | 626 | 626 15 | 90 | 113 | 134 | 198 | 303 | 624 | 624 16 | 88 | 111 | 132 | 196 | 301 | 622 | 622 17 | 86 | 109 | 131 | 195 | 300 | 621 | 621 18 | 84 | 108 | 129 | 193 | 298 | 619 | 619 19 | 83 | 106 | 128 | 192 | 297 | 618 | 618 20 | 82 | 105 | 127 | 191 | 296 | 617 | 617 21 | 81 | 104 | 126 | 189 | 294 | 616 | 616 22 | 80 | 103 | 125 | 188 | 293 | 614 | 614 23 | 79 | 102 | 123 | 187 | 292 | 613 | 613 24 | 77 | 101 | 122 | 186 | 291 | 612 | 612 25 | 76 | 99 | 121 | 185 | 290 | 611 | 611 26 | 75 | 98 | 120 | 184 | 289 | 610 | 610 27 | 74 | 97 | 119 | 182 | 287 | 608 | 608 28 | 73 | 96 | 117 | 181 | 286 | 607 | 607 29 | 72 | 95 | 116 | 180 | 285 | 606 | 606 30 | 71 | 94 | 115 | 179 | 284 | 605 | 605 2.20 Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 334 | 348 | 373 | 448 | 561 | 882 | 1387 2 | 83 | 97 | 121 | 196 | 309 | 630 | 1114 3 | 86 | 101 | 125 | 191 | 308 | 629 | 908 4 | 90 | 106 | 130 | 196 | 309 | 630 | 751 5 | 92 | 110 | 136 | 200 | 310 | 631 | 631 6 | 94 | 112 | 140 | 205 | 311 | 632 | 632 7 | 95 | 115 | 142 | 208 | 311 | 632 | 632 8 | 96 | 116 | 142 | 208 | 312 | 633 | 633 9 | 96 | 118 | 143 | 207 | 312 | 633 | 633 10 | 97 | 118 | 143 | 207 | 312 | 633 | 633 11 | 97 | 119 | 143 | 206 | 311 | 632 | 632 12 | 98 | 120 | 143 | 207 | 312 | 633 | 633 13 | 98 | 121 | 143 | 207 | 312 | 633 | 633 14 | 99 | 122 | 144 | 207 | 312 | 633 | 633 15 | 100 | 123 | 144 | 208 | 313 | 634 | 634 16 | 100 | 124 | 145 | 209 | 314 | 635 | 635 17 | 101 | 125 | 146 | 210 | 315 | 636 | 636 18 | 102 | 126 | 147 | 211 | 316 | 637 | 637 19 | 103 | 126 | 148 | 212 | 317 | 638 | 638 20 | 104 | 127 | 149 | 212 | 317 | 638 | 638 21 | 104 | 127 | 149 | 213 | 318 | 639 | 639 22 | 104 | 127 | 148 | 212 | 317 | 638 | 638 23 | 103 | 126 | 148 | 212 | 317 | 638 | 638 24 | 102 | 125 | 147 | 211 | 316 | 637 | 637 25 | 101 | 124 | 146 | 210 | 315 | 636 | 636 26 | 100 | 123 | 145 | 209 | 314 | 635 | 635 27 | 99 | 122 | 143 | 207 | 312 | 633 | 633 28 | 97 | 121 | 142 | 206 | 311 | 632 | 632 29 | 96 | 119 | 141 | 205 | 310 | 631 | 631 30 | 95 | 118 | 139 | 203 | 308 | 629 | 629 2.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 36 | 110 | 224 | 545 | 1258 2 | 1 | 11 | 36 | 110 | 224 | 545 | 1014 3 | 2 | 13 | 36 | 103 | 220 | 541 | 827 4 | 3 | 15 | 38 | 104 | 218 | 539 | 685 5 | 4 | 16 | 43 | 107 | 217 | 538 | 575 6 | 5 | 18 | 45 | 111 | 216 | 537 | 537 7 | 5 | 19 | 46 | 113 | 215 | 536 | 536 8 | 7 | 19 | 45 | 110 | 215 | 536 | 536 9 | 7 | 19 | 44 | 109 | 213 | 535 | 535 10 | 8 | 20 | 44 | 108 | 213 | 534 | 534 11 | 8 | 21 | 44 | 108 | 213 | 534 | 534 12 | 9 | 22 | 44 | 108 | 213 | 534 | 534 13 | 11 | 22 | 44 | 108 | 213 | 534 | 534 14 | 11 | 23 | 44 | 108 | 213 | 534 | 534 15 | 12 | 23 | 44 | 108 | 213 | 534 | 534 16 | 12 | 23 | 44 | 108 | 213 | 534 | 534 17 | 13 | 23 | 45 | 109 | 214 | 535 | 535 18 | 15 | 24 | 45 | 109 | 214 | 535 | 535 19 | 15 | 24 | 46 | 110 | 215 | 536 | 536 20 | 16 | 25 | 47 | 111 | 216 | 537 | 537 21 | 16 | 26 | 48 | 112 | 217 | 538 | 538 22 | 17 | 27 | 48 | 112 | 217 | 538 | 538 23 | 17 | 27 | 49 | 113 | 218 | 539 | 539 24 | 19 | 28 | 49 | 113 | 218 | 539 | 539 25 | 19 | 28 | 50 | 114 | 219 | 540 | 540 26 | 20 | 29 | 50 | 114 | 219 | 540 | 540 27 | 20 | 29 | 51 | 114 | 219 | 540 | 540 28 | 21 | 29 | 51 | 115 | 220 | 541 | 541 29 | 22 | 30 | 51 | 115 | 220 | 541 | 541 30 | 23 | 30 | 51 | 115 | 220 | 541 | 541 2.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 53 | 67 | 91 | 166 | 279 | 600 | 1273 2 | 54 | 68 | 92 | 167 | 280 | 601 | 1026 3 | 55 | 70 | 93 | 160 | 276 | 597 | 837 4 | 55 | 71 | 95 | 161 | 275 | 596 | 693 5 | 56 | 73 | 99 | 163 | 274 | 595 | 595 6 | 56 | 75 | 102 | 168 | 273 | 594 | 594 7 | 56 | 76 | 103 | 169 | 272 | 593 | 593 8 | 55 | 76 | 102 | 167 | 271 | 592 | 592 9 | 55 | 76 | 101 | 165 | 270 | 591 | 591 10 | 54 | 76 | 100 | 164 | 269 | 590 | 590 11 | 53 | 75 | 99 | 163 | 268 | 589 | 589 12 | 52 | 75 | 97 | 161 | 266 | 587 | 587 13 | 51 | 74 | 96 | 160 | 264 | 586 | 586 14 | 50 | 73 | 94 | 158 | 263 | 584 | 584 15 | 48 | 71 | 93 | 157 | 262 | 583 | 583 16 | 47 | 70 | 91 | 155 | 260 | 581 | 581 17 | 45 | 69 | 90 | 154 | 259 | 580 | 580 18 | 44 | 67 | 89 | 153 | 258 | 579 | 579 19 | 43 | 67 | 88 | 152 | 257 | 578 | 578 20 | 43 | 66 | 88 | 151 | 256 | 578 | 578 21 | 42 | 65 | 87 | 151 | 256 | 577 | 577 22 | 42 | 65 | 86 | 150 | 255 | 576 | 576 23 | 41 | 64 | 86 | 150 | 255 | 576 | 576 24 | 40 | 63 | 85 | 149 | 254 | 575 | 575 25 | 40 | 63 | 84 | 148 | 253 | 574 | 574 26 | 39 | 62 | 84 | 147 | 252 | 574 | 574 27 | 38 | 61 | 83 | 147 | 252 | 573 | 573 28 | 38 | 61 | 82 | 146 | 251 | 572 | 572 29 | 37 | 60 | 82 | 145 | 250 | 572 | 572 30 | 36 | 59 | 81 | 145 | 250 | 571 | 571 2.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 116 | 130 | 155 | 229 | 343 | 664 | 1378 2 | 117 | 131 | 156 | 230 | 344 | 665 | 1111 3 | 119 | 135 | 158 | 225 | 341 | 662 | 907 4 | 121 | 138 | 162 | 228 | 341 | 662 | 752 5 | 123 | 141 | 167 | 231 | 341 | 662 | 662 6 | 124 | 143 | 170 | 235 | 341 | 662 | 662 7 | 125 | 144 | 171 | 237 | 340 | 661 | 661 8 | 124 | 144 | 170 | 235 | 339 | 660 | 660 9 | 123 | 144 | 169 | 234 | 339 | 660 | 660 10 | 123 | 144 | 169 | 233 | 338 | 659 | 659 11 | 122 | 144 | 167 | 231 | 336 | 657 | 657 12 | 120 | 143 | 166 | 229 | 334 | 655 | 655 13 | 119 | 142 | 164 | 227 | 332 | 654 | 654 14 | 117 | 140 | 162 | 225 | 330 | 651 | 651 15 | 115 | 138 | 159 | 223 | 328 | 649 | 649 16 | 112 | 135 | 157 | 221 | 326 | 647 | 647 17 | 110 | 133 | 155 | 219 | 324 | 645 | 645 18 | 108 | 131 | 153 | 216 | 321 | 642 | 642 19 | 106 | 129 | 151 | 214 | 319 | 640 | 640 20 | 104 | 127 | 149 | 213 | 318 | 639 | 639 21 | 102 | 126 | 147 | 211 | 316 | 637 | 637 22 | 101 | 124 | 145 | 209 | 314 | 635 | 635 23 | 99 | 122 | 143 | 207 | 312 | 633 | 633 24 | 97 | 120 | 142 | 205 | 310 | 632 | 632 25 | 95 | 118 | 140 | 204 | 309 | 630 | 630 26 | 93 | 116 | 138 | 202 | 307 | 628 | 628 27 | 92 | 115 | 136 | 200 | 305 | 626 | 626 28 | 90 | 113 | 135 | 198 | 303 | 625 | 625 29 | 88 | 111 | 133 | 197 | 302 | 623 | 623 30 | 87 | 110 | 131 | 195 | 300 | 621 | 621 2.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 170 | 184 | 209 | 284 | 397 | 718 | 1334 2 | 180 | 194 | 218 | 293 | 406 | 727 | 1084 3 | 185 | 200 | 224 | 290 | 407 | 728 | 890 4 | 188 | 204 | 228 | 294 | 407 | 728 | 740 5 | 189 | 207 | 233 | 297 | 407 | 728 | 728 6 | 189 | 207 | 235 | 300 | 406 | 727 | 727 7 | 189 | 208 | 235 | 302 | 404 | 725 | 725 8 | 187 | 208 | 234 | 299 | 403 | 724 | 724 9 | 186 | 207 | 232 | 296 | 401 | 722 | 722 10 | 185 | 207 | 231 | 295 | 400 | 721 | 721 11 | 184 | 206 | 229 | 293 | 398 | 719 | 719 12 | 182 | 204 | 227 | 290 | 395 | 717 | 717 13 | 179 | 202 | 224 | 288 | 393 | 714 | 714 14 | 176 | 199 | 221 | 285 | 390 | 711 | 711 15 | 173 | 196 | 218 | 281 | 386 | 707 | 707 16 | 170 | 193 | 214 | 278 | 383 | 704 | 704 17 | 167 | 190 | 211 | 275 | 380 | 701 | 701 18 | 164 | 187 | 208 | 272 | 377 | 698 | 698 19 | 160 | 184 | 205 | 269 | 374 | 695 | 695 20 | 158 | 181 | 202 | 266 | 371 | 692 | 692 21 | 154 | 178 | 199 | 263 | 368 | 689 | 689 22 | 151 | 174 | 196 | 260 | 365 | 686 | 686 23 | 148 | 171 | 193 | 257 | 362 | 683 | 683 24 | 145 | 168 | 190 | 254 | 359 | 680 | 680 25 | 142 | 165 | 187 | 251 | 356 | 677 | 677 26 | 139 | 162 | 184 | 248 | 353 | 674 | 674 27 | 136 | 159 | 181 | 245 | 350 | 671 | 671 28 | 133 | 156 | 178 | 242 | 347 | 668 | 668 29 | 131 | 154 | 175 | 239 | 344 | 665 | 665 30 | 128 | 151 | 172 | 236 | 341 | 662 | 662 2.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 30 | 44 | 69 | 143 | 257 | 578 | 1299 2 | 31 | 45 | 70 | 144 | 258 | 579 | 1048 3 | 32 | 47 | 71 | 137 | 254 | 575 | 855 4 | 33 | 49 | 73 | 139 | 253 | 574 | 709 5 | 34 | 52 | 78 | 142 | 252 | 573 | 596 6 | 34 | 53 | 80 | 146 | 251 | 572 | 572 7 | 35 | 54 | 81 | 148 | 250 | 571 | 571 8 | 34 | 54 | 80 | 145 | 249 | 570 | 570 9 | 33 | 54 | 79 | 143 | 248 | 569 | 569 10 | 33 | 54 | 78 | 143 | 248 | 569 | 569 11 | 32 | 55 | 78 | 142 | 247 | 568 | 568 12 | 32 | 55 | 77 | 141 | 246 | 567 | 567 13 | 32 | 55 | 77 | 141 | 246 | 567 | 567 14 | 32 | 55 | 76 | 140 | 245 | 566 | 566 15 | 31 | 54 | 76 | 140 | 245 | 566 | 566 16 | 31 | 54 | 76 | 140 | 245 | 566 | 566 17 | 31 | 54 | 76 | 140 | 245 | 566 | 566 18 | 31 | 54 | 76 | 140 | 245 | 566 | 566 19 | 31 | 54 | 76 | 140 | 245 | 566 | 566 20 | 31 | 54 | 76 | 140 | 245 | 566 | 566 21 | 31 | 54 | 76 | 140 | 245 | 566 | 566 22 | 31 | 54 | 76 | 140 | 245 | 566 | 566 23 | 31 | 54 | 76 | 140 | 245 | 566 | 566 24 | 31 | 54 | 75 | 139 | 244 | 565 | 565 25 | 31 | 54 | 75 | 139 | 244 | 565 | 565 26 | 30 | 53 | 75 | 139 | 244 | 565 | 565 27 | 30 | 53 | 75 | 138 | 243 | 565 | 565 28 | 30 | 53 | 74 | 138 | 243 | 564 | 564 29 | 29 | 52 | 74 | 138 | 243 | 564 | 564 30 | 29 | 52 | 74 | 138 | 243 | 564 | 564 2.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 41 | 66 | 140 | 254 | 575 | 1313 2 | 29 | 43 | 67 | 142 | 255 | 576 | 1058 3 | 31 | 47 | 70 | 137 | 253 | 574 | 863 4 | 34 | 50 | 74 | 140 | 253 | 574 | 715 5 | 36 | 54 | 80 | 144 | 254 | 575 | 600 6 | 37 | 56 | 83 | 149 | 254 | 575 | 575 7 | 39 | 59 | 86 | 152 | 254 | 576 | 576 8 | 39 | 59 | 85 | 150 | 254 | 576 | 576 9 | 39 | 60 | 85 | 150 | 255 | 576 | 576 10 | 40 | 62 | 86 | 150 | 255 | 576 | 576 11 | 41 | 63 | 86 | 150 | 255 | 576 | 576 12 | 41 | 64 | 87 | 150 | 255 | 576 | 576 13 | 42 | 65 | 86 | 150 | 255 | 576 | 576 14 | 42 | 65 | 86 | 150 | 255 | 576 | 576 15 | 41 | 64 | 86 | 150 | 255 | 576 | 576 16 | 41 | 64 | 86 | 149 | 254 | 575 | 575 17 | 41 | 64 | 86 | 149 | 254 | 576 | 576 18 | 41 | 64 | 86 | 149 | 254 | 575 | 575 19 | 41 | 64 | 86 | 150 | 255 | 576 | 576 20 | 41 | 64 | 86 | 150 | 255 | 576 | 576 21 | 41 | 65 | 86 | 150 | 255 | 576 | 576 22 | 41 | 64 | 86 | 150 | 255 | 576 | 576 23 | 41 | 64 | 86 | 150 | 255 | 576 | 576 24 | 41 | 64 | 85 | 149 | 254 | 575 | 575 25 | 40 | 64 | 85 | 149 | 254 | 575 | 575 26 | 40 | 63 | 85 | 148 | 253 | 574 | 574 27 | 39 | 63 | 84 | 148 | 253 | 574 | 574 28 | 39 | 62 | 84 | 147 | 252 | 573 | 573 29 | 38 | 62 | 83 | 147 | 252 | 573 | 573 30 | 38 | 61 | 83 | 146 | 251 | 572 | 572 2.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 126 | 140 | 165 | 239 | 353 | 674 | 1374 2 | 125 | 139 | 164 | 238 | 352 | 673 | 1107 3 | 125 | 140 | 164 | 230 | 347 | 668 | 903 4 | 125 | 142 | 165 | 231 | 345 | 666 | 748 5 | 126 | 143 | 170 | 234 | 344 | 665 | 665 6 | 125 | 144 | 171 | 237 | 342 | 663 | 663 7 | 125 | 145 | 172 | 238 | 341 | 662 | 662 8 | 125 | 145 | 171 | 236 | 340 | 661 | 661 9 | 123 | 145 | 170 | 234 | 339 | 660 | 660 10 | 123 | 145 | 169 | 233 | 338 | 659 | 659 11 | 123 | 145 | 169 | 232 | 337 | 659 | 659 12 | 122 | 145 | 167 | 231 | 336 | 657 | 657 13 | 121 | 144 | 166 | 230 | 335 | 656 | 656 14 | 120 | 143 | 165 | 229 | 334 | 655 | 655 15 | 118 | 141 | 163 | 226 | 331 | 652 | 652 16 | 116 | 139 | 160 | 224 | 329 | 650 | 650 17 | 113 | 136 | 158 | 222 | 327 | 648 | 648 18 | 111 | 134 | 156 | 219 | 324 | 645 | 645 19 | 109 | 132 | 153 | 217 | 322 | 643 | 643 20 | 107 | 130 | 151 | 215 | 320 | 641 | 641 21 | 104 | 127 | 149 | 213 | 318 | 639 | 639 22 | 102 | 125 | 147 | 211 | 316 | 637 | 637 23 | 100 | 123 | 144 | 208 | 313 | 634 | 634 24 | 98 | 121 | 142 | 206 | 311 | 632 | 632 25 | 95 | 119 | 140 | 204 | 309 | 630 | 630 26 | 93 | 116 | 138 | 202 | 307 | 628 | 628 27 | 91 | 114 | 136 | 200 | 305 | 626 | 626 28 | 89 | 112 | 134 | 198 | 303 | 624 | 624 29 | 87 | 110 | 132 | 196 | 301 | 622 | 622 30 | 85 | 108 | 130 | 194 | 299 | 620 | 620 2.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 36 | 111 | 224 | 545 | 1277 2 | 1 | 14 | 38 | 113 | 226 | 547 | 1028 3 | 2 | 17 | 41 | 107 | 224 | 545 | 839 4 | 4 | 21 | 45 | 111 | 224 | 545 | 694 5 | 7 | 24 | 51 | 115 | 225 | 546 | 583 6 | 8 | 27 | 54 | 120 | 225 | 546 | 546 7 | 10 | 30 | 57 | 123 | 225 | 546 | 546 8 | 10 | 30 | 56 | 121 | 225 | 546 | 546 9 | 10 | 31 | 56 | 120 | 225 | 546 | 546 10 | 10 | 32 | 56 | 120 | 225 | 546 | 546 11 | 10 | 33 | 56 | 120 | 225 | 546 | 546 12 | 11 | 33 | 56 | 120 | 225 | 546 | 546 13 | 11 | 34 | 56 | 119 | 224 | 545 | 545 14 | 11 | 34 | 55 | 119 | 224 | 545 | 545 15 | 12 | 34 | 55 | 119 | 224 | 545 | 545 16 | 13 | 33 | 55 | 119 | 224 | 545 | 545 17 | 13 | 33 | 55 | 119 | 224 | 545 | 545 18 | 15 | 33 | 55 | 119 | 224 | 545 | 545 19 | 15 | 33 | 55 | 119 | 224 | 545 | 545 20 | 16 | 34 | 56 | 119 | 224 | 545 | 545 21 | 16 | 34 | 56 | 120 | 225 | 546 | 546 22 | 17 | 35 | 56 | 120 | 225 | 546 | 546 23 | 18 | 35 | 57 | 120 | 225 | 546 | 546 24 | 19 | 35 | 57 | 121 | 226 | 547 | 547 25 | 19 | 35 | 57 | 121 | 226 | 547 | 547 26 | 20 | 36 | 57 | 121 | 226 | 547 | 547 27 | 20 | 36 | 57 | 121 | 226 | 547 | 547 28 | 21 | 36 | 57 | 121 | 226 | 547 | 547 29 | 22 | 36 | 57 | 121 | 226 | 547 | 547 30 | 23 | 36 | 58 | 121 | 226 | 547 | 547 2.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 36 | 50 | 74 | 149 | 262 | 583 | 1276 2 | 36 | 50 | 75 | 149 | 263 | 584 | 1027 3 | 36 | 51 | 75 | 141 | 258 | 579 | 838 4 | 36 | 53 | 76 | 142 | 256 | 577 | 693 5 | 36 | 54 | 80 | 144 | 254 | 576 | 582 6 | 39 | 57 | 85 | 150 | 256 | 577 | 577 7 | 36 | 56 | 83 | 149 | 252 | 573 | 573 8 | 40 | 60 | 86 | 152 | 256 | 577 | 577 9 | 39 | 60 | 85 | 150 | 255 | 576 | 576 10 | 34 | 56 | 80 | 144 | 249 | 570 | 570 11 | 30 | 52 | 75 | 139 | 244 | 565 | 565 12 | 27 | 50 | 72 | 136 | 241 | 562 | 562 13 | 25 | 48 | 70 | 133 | 238 | 560 | 560 14 | 23 | 46 | 68 | 132 | 237 | 558 | 558 15 | 22 | 45 | 66 | 130 | 235 | 556 | 556 16 | 20 | 43 | 65 | 129 | 234 | 555 | 555 17 | 19 | 42 | 64 | 128 | 233 | 554 | 554 18 | 19 | 42 | 63 | 127 | 232 | 553 | 553 19 | 18 | 41 | 63 | 127 | 232 | 553 | 553 20 | 18 | 41 | 63 | 127 | 232 | 553 | 553 21 | 18 | 41 | 63 | 127 | 232 | 553 | 553 22 | 18 | 41 | 63 | 127 | 232 | 553 | 553 23 | 18 | 41 | 63 | 127 | 232 | 553 | 553 24 | 19 | 41 | 63 | 126 | 231 | 553 | 553 25 | 19 | 41 | 63 | 126 | 231 | 552 | 552 26 | 20 | 41 | 62 | 126 | 231 | 552 | 552 27 | 20 | 41 | 62 | 126 | 231 | 552 | 552 28 | 21 | 41 | 62 | 126 | 231 | 552 | 552 29 | 22 | 41 | 62 | 126 | 231 | 552 | 552 30 | 23 | 40 | 62 | 126 | 231 | 552 | 552 2.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 200 | 214 | 239 | 314 | 427 | 748 | 1503 2 | 196 | 210 | 235 | 310 | 423 | 744 | 1215 3 | 192 | 208 | 231 | 298 | 414 | 735 | 991 4 | 189 | 205 | 229 | 295 | 408 | 729 | 821 5 | 185 | 203 | 229 | 293 | 403 | 724 | 724 6 | 181 | 200 | 227 | 293 | 398 | 719 | 719 7 | 178 | 197 | 224 | 291 | 393 | 714 | 714 8 | 173 | 194 | 220 | 285 | 389 | 710 | 710 9 | 169 | 190 | 215 | 280 | 384 | 706 | 706 10 | 165 | 187 | 211 | 275 | 380 | 701 | 701 11 | 162 | 184 | 207 | 271 | 376 | 697 | 697 12 | 158 | 181 | 203 | 267 | 372 | 693 | 693 13 | 154 | 177 | 199 | 263 | 368 | 689 | 689 14 | 151 | 174 | 195 | 259 | 364 | 685 | 685 15 | 147 | 170 | 192 | 255 | 360 | 682 | 682 16 | 144 | 167 | 188 | 252 | 357 | 678 | 678 17 | 140 | 163 | 185 | 249 | 354 | 675 | 675 18 | 137 | 160 | 182 | 246 | 351 | 672 | 672 19 | 134 | 158 | 179 | 243 | 348 | 669 | 669 20 | 132 | 155 | 176 | 240 | 345 | 666 | 666 21 | 129 | 152 | 174 | 238 | 342 | 664 | 664 22 | 126 | 149 | 171 | 235 | 340 | 661 | 661 23 | 124 | 147 | 168 | 232 | 337 | 658 | 658 24 | 121 | 144 | 166 | 230 | 335 | 656 | 656 25 | 119 | 142 | 163 | 227 | 332 | 653 | 653 26 | 116 | 139 | 161 | 225 | 330 | 651 | 651 27 | 114 | 137 | 158 | 222 | 327 | 648 | 648 28 | 111 | 135 | 156 | 220 | 325 | 646 | 646 29 | 109 | 132 | 154 | 218 | 323 | 644 | 644 30 | 107 | 130 | 152 | 216 | 321 | 642 | 642 2.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 26 | 50 | 106 | 242 | 563 | 1283 2 | 8 | 26 | 50 | 106 | 242 | 563 | 1033 3 | 10 | 29 | 52 | 101 | 240 | 561 | 842 4 | 12 | 33 | 56 | 98 | 240 | 561 | 697 5 | 16 | 40 | 61 | 101 | 241 | 562 | 586 6 | 18 | 43 | 65 | 98 | 241 | 563 | 563 7 | 19 | 45 | 64 | 91 | 242 | 563 | 563 8 | 17 | 44 | 63 | 91 | 242 | 563 | 563 9 | 18 | 45 | 65 | 94 | 242 | 563 | 563 10 | 20 | 48 | 68 | 98 | 242 | 563 | 563 11 | 21 | 50 | 70 | 101 | 242 | 563 | 563 12 | 23 | 53 | 71 | 102 | 242 | 563 | 563 13 | 25 | 54 | 71 | 102 | 242 | 563 | 563 14 | 25 | 55 | 72 | 102 | 242 | 563 | 563 15 | 25 | 55 | 72 | 102 | 242 | 563 | 563 16 | 25 | 55 | 72 | 102 | 242 | 563 | 563 17 | 25 | 55 | 72 | 102 | 242 | 563 | 563 18 | 25 | 55 | 72 | 102 | 242 | 563 | 563 19 | 25 | 55 | 72 | 102 | 242 | 563 | 563 20 | 25 | 55 | 72 | 102 | 242 | 563 | 563 21 | 25 | 55 | 72 | 102 | 242 | 563 | 563 22 | 25 | 55 | 72 | 102 | 242 | 563 | 563 23 | 25 | 55 | 72 | 102 | 242 | 563 | 563 24 | 25 | 55 | 72 | 102 | 242 | 563 | 563 25 | 25 | 55 | 72 | 102 | 242 | 563 | 563 26 | 25 | 55 | 72 | 102 | 242 | 563 | 563 27 | 25 | 55 | 72 | 102 | 242 | 563 | 563 28 | 25 | 55 | 72 | 102 | 242 | 563 | 563 29 | 25 | 55 | 72 | 102 | 242 | 563 | 563 30 | 25 | 55 | 72 | 102 | 241 | 562 | 562 2.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 14 | 88 | 202 | 523 | 1249 2 | 1 | 5 | 13 | 87 | 201 | 522 | 1006 3 | 2 | 5 | 12 | 79 | 195 | 516 | 820 4 | 3 | 6 | 14 | 80 | 193 | 514 | 679 5 | 4 | 6 | 18 | 82 | 192 | 513 | 570 6 | 5 | 8 | 21 | 87 | 192 | 513 | 513 7 | 5 | 9 | 23 | 89 | 192 | 513 | 513 8 | 7 | 9 | 22 | 87 | 191 | 513 | 513 9 | 7 | 10 | 22 | 87 | 191 | 513 | 513 10 | 8 | 11 | 23 | 87 | 192 | 513 | 513 11 | 8 | 12 | 23 | 87 | 192 | 513 | 513 12 | 9 | 12 | 24 | 87 | 192 | 513 | 513 13 | 11 | 13 | 25 | 87 | 192 | 513 | 513 14 | 11 | 14 | 26 | 87 | 192 | 513 | 513 15 | 12 | 15 | 28 | 88 | 193 | 514 | 514 16 | 12 | 15 | 29 | 88 | 193 | 514 | 514 17 | 13 | 16 | 30 | 88 | 193 | 514 | 514 18 | 13 | 17 | 32 | 89 | 194 | 515 | 515 19 | 15 | 18 | 33 | 89 | 194 | 515 | 515 20 | 16 | 18 | 34 | 90 | 195 | 516 | 516 21 | 16 | 20 | 35 | 90 | 195 | 516 | 516 22 | 17 | 20 | 37 | 91 | 196 | 517 | 517 23 | 17 | 21 | 38 | 91 | 196 | 517 | 517 24 | 19 | 21 | 39 | 91 | 196 | 517 | 517 25 | 19 | 22 | 40 | 92 | 197 | 518 | 518 26 | 20 | 24 | 41 |

92 | 197 | 518 | 518 27 | 20 | 24 | 42 | 92 | 197 | 518 | 518 28 | 21 | 25 | 45 | 92 | 197 | 518 | 518 29 | 21 | 25 | 46 | 92 | 197 | 518 | 518 30 | 23 | 26 | 47 | 92 | 197 | 518 | 518 3\.

Other exposures 3.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 15 | 21 | 43 | 163 | 297 | 3046 2 | 1 | 15 | 21 | 43 | 163 | 335 | 2260 3 | 1 | 15 | 23 | 48 | 158 | 348 | 1701 4 | 1 | 16 | 26 | 52 | 155 | 347 | 1313 5 | 2 | 18 | 30 | 54 | 155 | 338 | 1039 6 | 3 | 21 | 32 | 57 | 155 | 325 | 843 7 | 5 | 23 | 34 | 59 | 155 | 309 | 697 8 | 5 | 24 | 35 | 62 | 155 | 293 | 586 9 | 5 | 25 | 37 | 65 | 155 | 276 | 499 10 | 6 | 26 | 38 | 67 | 155 | 260 | 430 11 | 6 | 26 | 39 | 68 | 155 | 249 | 373 12 | 6 | 26 | 39 | 68 | 155 | 249 | 327 13 | 6 | 26 | 39 | 68 | 155 | 249 | 288 14 | 6 | 26 | 39 | 68 | 155 | 249 | 255 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 16 | 6 | 26 | 42 | 68 | 155 | 249 | 249 17 | 6 | 26 | 44 | 68 | 155 | 249 | 249 18 | 6 | 26 | 46 | 68 | 155 | 249 | 249 19 | 7 | 26 | 49 | 68 | 155 | 249 | 249 20 | 7 | 26 | 52 | 68 | 155 | 249 | 249 21 | 7 | 26 | 53 | 68 | 155 | 249 | 249 22 | 8 | 26 | 56 | 68 | 155 | 249 | 249 23 | 8 | 26 | 58 | 68 | 155 | 249 | 249 24 | 8 | 26 | 61 | 68 | 155 | 249 | 249 25 | 9 | 26 | 63 | 68 | 155 | 249 | 249 26 | 9 | 26 | 66 | 68 | 155 | 249 | 249 27 | 9 | 26 | 68 | 70 | 155 | 249 | 249 28 | 10 | 26 | 71 | 72 | 155 | 249 | 249 29 | 10 | 26 | 73 | 74 | 155 | 249 | 249 30 | 11 | 26 | 76 | 75 | 155 | 249 | 249 3.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 21 | 28 | 50 | 170 | 309 | 3177 2 | 10 | 23 | 30 | 52 | 172 | 348 | 2358 3 | 10 | 24 | 32 | 57 | 167 | 361 | 1774 4 | 10 | 25 | 35 | 61 | 164 | 360 | 1367 5 | 10 | 26 | 38 | 62 | 164 | 350 | 1080 6 | 11 | 28 | 40 | 65 | 163 | 336 | 874 7 | 12 | 30 | 41 | 66 | 162 | 319 | 722 8 | 11 | 30 | 42 | 68 | 162 | 302 | 605 9 | 11 | 31 | 43 | 71 | 161 | 284 | 515 10 | 11 | 31 | 44 | 72 | 161 | 267 | 443 11 | 11 | 31 | 44 | 73 | 160 | 254 | 384 12 | 10 | 30 | 43 | 72 | 160 | 254 | 336 13 | 10 | 30 | 43 | 72 | 159 | 253 | 296 14 | 9 | 29 | 42 | 71 | 159 | 252 | 262 15 | 9 | 29 | 42 | 71 | 158 | 252 | 252 16 | 8 | 28 | 43 | 70 | 158 | 251 | 251 17 | 8 | 28 | 45 | 70 | 157 | 251 | 251 18 | 8 | 28 | 48 | 70 | 157 | 251 | 251 19 | 8 | 28 | 50 | 70 | 157 | 251 | 251 20 | 8 | 28 | 53 | 70 | 158 | 252 | 252 21 | 8 | 29 | 55 | 71 | 158 | 252 | 252 22 | 9 | 29 | 57 | 71 | 158 | 252 | 252 23 | 9 | 29 | 60 | 71 | 158 | 252 | 252 24 | 9 | 29 | 62 | 71 | 158 | 252 | 252 25 | 9 | 29 | 65 | 71 | 158 | 252 | 252 26 | 9 | 29 | 67 | 71 | 158 | 252 | 252 27 | 10 | 29 | 70 | 72 | 158 | 252 | 252 28 | 10 | 29 | 72 | 74 | 158 | 252 | 252 29 | 10 | 29 | 75 | 75 | 158 | 252 | 252 30 | 11 | 29 | 77 | 77 | 158 | 252 | 252 3.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 14 | 21 | 43 | 163 | 297 | 3045 2 | 1 | 14 | 21 | 43 | 163 | 335 | 2259 3 | 1 | 15 | 23 | 48 | 158 | 348 | 1701 4 | 1 | 16 | 26 | 52 | 155 | 347 | 1312 5 | 2 | 18 | 30 | 54 | 155 | 338 | 1039 6 | 3 | 20 | 32 | 57 | 155 | 325 | 843 7 | 5 | 23 | 34 | 59 | 155 | 309 | 697 8 | 5 | 24 | 35 | 62 | 155 | 293 | 586 9 | 5 | 25 | 37 | 65 | 155 | 276 | 499 10 | 5 | 25 | 38 | 67 | 155 | 260 | 430 11 | 6 | 26 | 39 | 68 | 155 | 249 | 373 12 | 6 | 26 | 39 | 68 | 155 | 249 | 327 13 | 6 | 26 | 39 | 68 | 155 | 249 | 288 14 | 6 | 26 | 39 | 68 | 155 | 249 | 255 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 16 | 6 | 26 | 42 | 68 | 155 | 249 | 249 17 | 6 | 26 | 44 | 68 | 155 | 249 | 249 18 | 6 | 26 | 46 | 68 | 155 | 249 | 249 19 | 7 | 26 | 49 | 68 | 155 | 249 | 249 20 | 7 | 26 | 52 | 68 | 155 | 249 | 249 21 | 7 | 26 | 53 | 68 | 155 | 249 | 249 22 | 8 | 26 | 56 | 68 | 155 | 249 | 249 23 | 8 | 26 | 58 | 68 | 155 | 249 | 249 24 | 8 | 26 | 61 | 68 | 155 | 249 | 249 25 | 9 | 26 | 63 | 68 | 155 | 249 | 249 26 | 9 | 26 | 66 | 68 | 155 | 249 | 249 27 | 9 | 26 | 68 | 70 | 155 | 249 | 249 28 | 10 | 26 | 71 | 72 | 155 | 249 | 249 29 | 10 | 26 | 73 | 74 | 155 | 249 | 249 30 | 11 | 26 | 76 | 75 | 155 | 249 | 249 3.4 Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 76 | 89 | 95 | 118 | 238 | 334 | 3068 2 | 72 | 85 | 92 | 114 | 234 | 338 | 2279 3 | 74 | 88 | 97 | 121 | 231 | 352 | 1720 4 | 72 | 87 | 97 | 123 | 226 | 352 | 1331 5 | 71 | 87 | 99 | 123 | 224 | 344 | 1056 6 | 70 | 88 | 99 | 124 | 222 | 331 | 857 7 | 70 | 88 | 99 | 124 | 220 | 316 | 710 8 | 69 | 88 | 99 | 126 | 219 | 313 | 598 9 | 68 | 87 | 99 | 128 | 218 | 312 | 510 10 | 65 | 85 | 97 | 126 | 214 | 308 | 440 11 | 62 | 82 | 95 | 124 | 212 | 306 | 382 12 | 61 | 81 | 94 | 123 | 210 | 304 | 335 13 | 60 | 80 | 93 | 122 | 210 | 303 | 303 14 | 60 | 80 | 93 | 122 | 209 | 303 | 303 15 | 59 | 79 | 92 | 121 | 209 | 303 | 303 16 | 59 | 79 | 92 | 121 | 208 | 302 | 302 17 | 58 | 78 | 91 | 120 | 208 | 302 | 302 18 | 57 | 78 | 91 | 120 | 207 | 301 | 301 19 | 57 | 77 | 90 | 119 | 206 | 300 | 300 20 | 56 | 76 | 89 | 118 | 206 | 300 | 300 21 | 55 | 76 | 88 | 118 | 205 | 299 | 299 22 | 55 | 75 | 88 | 117 | 204 | 298 | 298 23 | 54 | 74 | 87 | 116 | 203 | 297 | 297 24 | 53 | 73 | 86 | 115 | 202 | 296 | 296 25 | 52 | 72 | 85 | 114 | 201 | 295 | 295 26 | 51 | 71 | 84 | 113 | 200 | 294 | 294 27 | 50 | 70 | 83 | 112 | 199 | 293 | 293 28 | 48 | 69 | 82 | 111 | 198 | 292 | 292 29 | 47 | 68 | 80 | 110 | 197 | 291 | 291 30 | 46 | 67 | 79 | 109 | 196 | 290 | 290 3.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 18 | 25 | 47 | 167 | 300 | 3071 2 | 7 | 20 | 26 | 49 | 169 | 338 | 2279 3 | 7 | 21 | 30 | 55 | 164 | 351 | 1716 4 | 8 | 23 | 33 | 59 | 162 | 350 | 1324 5 | 9 | 25 | 37 | 61 | 163 | 341 | 1049 6 | 10 | 28 | 39 | 64 | 163 | 328 | 850 7 | 12 | 30 | 41 | 66 | 162 | 312 | 703 8 | 11 | 30 | 42 | 68 | 162 | 295 | 591 9 | 11 | 31 | 43 | 71 | 161 | 278 | 503 10 | 11 | 31 | 44 | 73 | 161 | 262 | 433 11 | 11 | 31 | 44 | 73 | 161 | 254 | 377 12 | 11 | 31 | 44 | 73 | 160 | 254 | 330 13 | 11 | 31 | 44 | 73 | 160 | 254 | 291 14 | 10 | 31 | 43 | 73 | 160 | 254 | 258 15 | 10 | 30 | 43 | 72 | 160 | 254 | 254 16 | 10 | 30 | 43 | 72 | 159 | 253 | 253 17 | 10 | 30 | 45 | 72 | 159 | 253 | 253 18 | 10 | 30 | 48 | 72 | 159 | 253 | 253 19 | 10 | 30 | 49 | 72 | 160 | 254 | 254 20 | 11 | 31 | 52 | 73 | 160 | 254 | 254 21 | 11 | 31 | 55 | 73 | 160 | 254 | 254 22 | 11 | 31 | 57 | 73 | 161 | 255 | 255 23 | 11 | 31 | 60 | 73 | 161 | 255 | 255 24 | 11 | 31 | 62 | 74 | 161 | 255 | 255 25 | 11 | 31 | 65 | 74 | 161 | 255 | 255 26 | 11 | 31 | 67 | 74 | 161 | 255 | 255 27 | 11 | 31 | 70 | 73 | 161 | 255 | 255 28 | 11 | 31 | 72 | 74 | 161 | 255 | 255 29 | 11 | 31 | 75 | 75 | 161 | 255 | 255 30 | 11 | 31 | 77 | 77 | 161 | 254 | 254 3.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 58 | 64 | 86 | 207 | 303 | 3065 2 | 48 | 62 | 68 | 90 | 210 | 337 | 2275 3 | 52 | 66 | 75 | 99 | 209 | 350 | 1713 4 | 54 | 69 | 80 | 106 | 209 | 349 | 1321 5 | 56 | 72 | 84 | 108 | 210 | 340 | 1047 6 | 58 | 75 | 87 | 112 | 210 | 327 | 849 7 | 59 | 77 | 88 | 113 | 209 | 312 | 702 8 | 58 | 77 | 88 | 115 | 208 | 302 | 590 9 | 57 | 76 | 88 | 116 | 207 | 301 | 503 10 | 56 | 76 | 88 | 117 | 205 | 299 | 433 11 | 54 | 75 | 87 | 116 | 204 | 298 | 376 12 | 53 | 73 | 86 | 115 | 203 | 296 | 330 13 | 52 | 72 | 85 | 114 | 201 | 295 | 295 14 | 50 | 70 | 83 | 112 | 200 | 294 | 294 15 | 49 | 69 | 82 | 111 | 199 | 293 | 293 16 | 48 | 68 | 81 | 110 | 198 | 292 | 292 17 | 47 | 67 | 80 | 110 | 197 | 291 | 291 18 | 47 | 67 | 80 | 109 | 196 | 290 | 290 19 | 46 | 66 | 79 | 108 | 196 | 289 | 289 20 | 45 | 66 | 78 | 108 | 195 | 289 | 289 21 | 45 | 65 | 78 | 107 | 194 | 288 | 288 22 | 44 | 64 | 77 | 106 | 194 | 287 | 287 23 | 43 | 63 | 76 | 105 | 193 | 287 | 287 24 | 42 | 63 | 75 | 105 | 192 | 286 | 286 25 | 42 | 62 | 75 | 104 | 191 | 285 | 285 26 | 41 | 61 | 74 | 103 | 190 | 284 | 284 27 | 40 | 60 | 73 | 102 | 189 | 283 | 283 28 | 39 | 59 | 72 | 101 | 189 | 282 | 282 29 | 38 | 58 | 74 | 100 | 188 | 282 | 282 30 | 37 | 58 | 77 | 100 | 187 | 281 | 281 3.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 20 | 42 | 162 | 297 | 3043 2 | 0 | 14 | 20 | 42 | 162 | 335 | 2258 3 | 1 | 14 | 22 | 47 | 157 | 348 | 1700 4 | 1 | 15 | 25 | 51 | 155 | 347 | 1312 5 | 1 | 17 | 29 | 53 | 155 | 338 | 1039 6 | 2 | 20 | 31 | 56 | 155 | 325 | 842 7 | 4 | 22 | 33 | 58 | 155 | 309 | 696 8 | 4 | 23 | 34 | 61 | 155 | 293 | 585 9 | 4 | 24 | 36 | 64 | 155 | 276 | 499 10 | 5 | 25 | 38 | 66 | 155 | 260 | 429 11 | 5 | 25 | 38 | 67 | 155 | 248 | 373 12 | 5 | 25 | 38 | 67 | 155 | 248 | 327 13 | 5 | 25 | 38 | 67 | 155 | 248 | 288 14 | 5 | 25 | 38 | 67 | 155 | 248 | 255 15 | 5 | 25 | 39 | 67 | 155 | 248 | 248 16 | 5 | 25 | 42 | 67 | 155 | 248 | 248 17 | 6 | 25 | 44 | 67 | 155 | 248 | 248 18 | 6 | 25 | 46 | 67 | 154 | 248 | 248 19 | 7 | 25 | 49 | 67 | 154 | 248 | 248 20 | 7 | 25 | 52 | 67 | 155 | 248 | 248 21 | 7 | 25 | 53 | 67 | 155 | 248 | 248 22 | 8 | 25 | 56 | 67 | 155 | 248 | 248 23 | 8 | 25 | 58 | 67 | 155 | 248 | 248 24 | 8 | 25 | 61 | 67 | 155 | 248 | 248 25 | 9 | 25 | 63 | 67 | 155 | 248 | 248 26 | 9 | 25 | 66 | 68 | 155 | 248 | 248 27 | 9 | 25 | 68 | 70 | 155 | 248 | 248 28 | 10 | 25 | 71 | 72 | 155 | 249 | 249 29 | 10 | 25 | 73 | 74 | 155 | 249 | 249 30 | 11 | 25 | 75 | 75 | 155 | 249 | 249 3.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 22 | 45 | 181 | 302 | 3103 2 | 0 | 11 | 22 | 45 | 181 | 341 | 2302 3 | 1 | 11 | 23 | 50 | 176 | 354 | 1733 4 | 1 | 13 | 26 | 56 | 173 | 353 | 1336 5 | 1 | 16 | 28 | 59 | 172 | 344 | 1058 6 | 2 | 18 | 33 | 60 | 170 | 330 | 857 7 | 2 | 21 | 36 | 60 | 169 | 314 | 708 8 | 4 | 24 | 37 | 60 | 168 | 297 | 595 9 | 7 | 31 | 42 | 59 | 167 | 280 | 507 10 | 10 | 34 | 42 | 57 | 166 | 263 | 436 11 | 9 | 33 | 41 | 57 | 165 | 259 | 379 12 | 8 | 32 | 41 | 56 | 165 | 258 | 331 13 | 7 | 31 | 41 | 57 | 164 | 258 | 292 14 | 7 | 31 | 42 | 57 | 163 | 257 | 258 15 | 7 | 31 | 42 | 57 | 162 | 256 | 256 16 | 7 | 31 | 42 | 57 | 161 | 255 | 255 17 | 7 | 31 | 45 | 57 | 160 | 254 | 254 18 | 7 | 31 | 47 | 57 | 159 | 253 | 253 19 | 7 | 31 | 49 | 57 | 159 | 253 | 253 20 | 7 | 31 | 52 | 57 | 160 | 254 | 254 21 | 7 | 31 | 54 | 59 | 160 | 254 | 254 22 | 8 | 31 | 57 | 61 | 160 | 254 | 254 23 | 8 | 31 | 59 | 63 | 159 | 253 | 253 24 | 8 | 31 | 61 | 64 | 159 | 253 | 253 25 | 9 | 31 | 64 | 66 | 158 | 252 | 252 26 | 9 | 31 | 66 | 68 | 158 | 251 | 251 27 | 9 | 31 | 68 | 70 | 157 | 251 | 251 28 | 10 | 31 | 71 | 72 | 157 | 251 | 251 29 | 10 | 31 | 73 | 74 | 156 | 250 | 250 30 | 11 | 31 | 76 | 76 | 156 | 250 | 250 3.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 94 | 101 | 123 | 243 | 339 | 3244 2 | 79 | 92 | 99 | 121 | 241 | 356 | 2412 3 | 77 | 91 | 99 | 124 | 234 | 370 | 1817 4 | 75 | 90 | 100 | 126 | 229 | 369 | 1403 5 | 73 | 89 | 101 | 125 | 227 | 360 | 1111 6 | 72 | 90 | 101 | 126 | 224 | 346 | 901 7 | 71 | 90 | 100 | 126 | 222 | 330 | 745 8 | 69 | 88 | 99 | 126 | 219 | 313 | 626 9 | 67 | 87 | 99 | 127 | 217 | 311 | 534 10 | 66 | 86 | 99 | 127 | 216 | 309 | 460 11 | 64 | 85 | 97 | 126 | 214 | 308 | 400 12 | 63 | 83 | 96 | 125 | 212 | 306 | 350 13 | 61 | 81 | 94 | 123 | 211 | 305 | 308 14 | 60 | 80 | 93 | 122 | 209 | 303 | 303 15 | 58 | 78 | 91 | 121 | 208 | 302 | 302 16 | 57 | 77 | 90 | 119 | 207 | 301 | 301 17 | 56 | 76 | 89 | 118 | 206 | 299 | 299 18 | 55 | 75 | 88 | 117 | 205 | 299 | 299 19 | 54 | 74 | 87 | 116 | 204 | 298 | 298 20 | 53 | 74 | 86 | 116 | 203 | 297 | 297 21 | 52 | 73 | 86 | 115 | 202 | 296 | 296 22 | 52 | 72 | 85 | 114 | 201 | 295 | 295 23 | 50 | 71 | 84 | 113 | 200 | 294 | 294 24 | 49 | 70 | 83 | 112 | 199 | 293 | 293 25 | 48 | 69 | 81 | 111 | 198 | 292 | 292 26 | 47 | 68 | 80 | 110 | 197 | 291 | 291 27 | 46 | 66 | 79 | 109 | 196 | 290 | 290 28 | 45 | 65 | 78 | 108 | 195 | 289 | 289 29 | 44 | 64 | 77 | 107 | 194 | 288 | 288 30 | 43 | 63 | 80 | 106 | 193 | 287 | 287 3.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 54 | 67 | 74 | 96 | 216 | 312 | 3119 2 | 53 | 66 | 73 | 95 | 215 | 344 | 2325 3 | 51 | 66 | 74 | 99 | 209 | 358 | 1753 4 | 50 | 65 | 76 | 101 | 205 | 357 | 1353 5 | 49 | 66 | 77 | 102 | 203 | 348 | 1072 6 | 49 | 66 | 78 | 103 | 201 | 335 | 870 7 | 49 | 67 | 78 | 104 | 200 | 319 | 719 8 | 48 | 67 | 78 | 105 | 198 | 302 | 604 9 | 46 | 66 | 78 | 106 | 197 | 290 | 514 10 | 46 | 66 | 78 | 107 | 195 | 289 | 443 11 | 45 | 65 | 78 | 107 | 194 | 288 | 384 12 | 44 | 64 | 77 | 106 | 193 | 287 | 336 13 | 43 | 63 | 76 | 105 | 193 | 287 | 296 14 | 42 | 63 | 76 | 105 | 192 | 286 | 286 15 | 42 | 62 | 75 | 104 | 191 | 285 | 285 16 | 41 | 61 | 74 | 103 | 190 | 284 | 284 17 | 40 | 60 | 73 | 103 | 190 | 284 | 284 18 | 40 | 60 | 73 | 102 | 189 | 283 | 283 19 | 39 | 59 | 72 | 101 | 189 | 283 | 283 20 | 39 | 59 | 72 | 101 | 189 | 282 | 282 21 | 39 | 59 | 72 | 101 | 188 | 282 | 282 22 | 38 | 58 | 71 | 100 | 188 | 282 | 282 23 | 38 | 58 | 71 | 100 | 187 | 281 | 281 24 | 37 | 57 | 70 | 99 | 187 | 281 | 281 25 | 36 | 57 | 69 | 99 | 186 | 280 | 280 26 | 36 | 56 | 69 | 98 | 185 | 279 | 279 27 | 35 | 55 | 70 | 97 | 185 | 279 | 279 28 | 34 | 55 | 72 | 97 | 184 | 278 | 278 29 | 34 | 54 | 75 | 96 | 183 | 277 | 277 30 | 33 | 53 | 78 | 95 | 183 | 276 | 276 3.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 26 | 40 | 46 | 68 | 188 | 307 | 3158 2 | 27 | 40 | 47 | 69 | 189 | 347 | 2346 3 | 26 | 40 | 48 | 73 | 183 | 360 | 1766 4 | 25 | 40 | 50 | 76 | 179 | 359 | 1362 5 | 25 | 41 | 53 | 77 | 178 | 350 | 1078 6 | 25 | 43 | 54 | 79 | 178 | 336 | 873 7 | 26 | 45 | 55 | 81 | 177 | 320 | 721 8 | 25 | 44 | 56 | 82 | 176 | 302 | 606 9 | 25 | 45 | 57 | 85 | 175 | 285 | 516 10 | 25 | 45 | 57 | 86 | 174 | 268 | 444 11 | 24 | 44 | 57 | 86 | 174 | 268 | 385 12 | 23 | 43 | 56 | 86 | 173 | 267 | 337 13 | 23 | 43 | 56 | 85 | 172 | 266 | 297 14 | 22 | 42 | 55 | 84 | 171 | 265 | 265 15 | 21 | 41 | 54 | 83 | 171 | 265 | 265 16 | 20 | 40 | 53 | 83 | 170 | 264 | 264 17 | 20 | 40 | 53 | 82 | 169 | 263 | 263 18 | 20 | 40 | 53 | 82 | 169 | 263 | 263 19 | 19 | 39 | 52 | 82 | 169 | 263 | 263 20 | 19 | 40 | 53 | 82 | 169 | 263 | 263 21 | 19 | 40 | 56 | 82 | 169 | 263 | 263 22 | 19 | 39 | 57 | 82 | 169 | 263 | 263 23 | 19 | 39 | 60 | 81 | 169 | 263 | 263 24 | 19 | 39 | 62 | 81 | 169 | 262 | 262 25 | 19 | 39 | 65 | 81 | 168 | 262 | 262 26 | 18 | 39 | 67 | 81 | 168 | 262 | 262 27 | 18 | 38 | 70 | 80 | 168 | 262 | 262 28 | 18 | 38 | 72 | 80 | 167 | 261 | 261 29 | 18 | 38 | 75 | 80 | 167 | 261 | 261 30 | 17 | 38 | 78 | 80 | 167 | 261 | 261 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 24 | 144 | 296 | 3030 2 | 0 | 1 | 6 | 25 | 145 | 334 | 2248 3 | 1 | 1 | 9 | 30 | 140 | 346 | 1692 4 | 1 | 3 | 11 | 34 | 137 | 345 | 1306 5 | 1 | 4 | 14 | 36 | 137 | 337 | 1034 6 | 2 | 4 | 16 | 39 | 137 | 323 | 838 7 | 2 | 6 | 19 | 41 | 137 | 308 | 693 8 | 2 | 6 | 22 | 43 | 137 | 291 | 583 9 | 2 | 7 | 25 | 46 | 137 | 275 | 496 10 | 4 | 8 | 27 | 48 | 137 | 259 | 427 11 | 4 | 9 | 29 | 50 | 138 | 243 | 371 12 | 4 | 10 | 32 | 49 | 137 | 230 | 325 13 | 4 | 10 | 35 | 50 | 138 | 231 | 286 14 | 4 | 11 | 36 | 50 | 137 | 231 | 254 15 | 5 | 12 | 39 | 49 | 136 | 230 | 230 16 | 5 | 12 | 42 | 48 | 135 | 229 | 229 17 | 6 | 14 | 44 | 49 | 135 | 229 | 229 18 | 6 | 15 | 46 | 52 | 135 | 229 | 229 19 | 7 | 15 | 49 | 53 | 136 | 229 | 229 20 | 7 | 17 | 51 | 56 | 136 | 230 | 230 21 | 7 | 17 | 53 | 58 | 137 | 230 | 230 22 | 8 | 18 | 56 | 59 | 137 | 231 | 231 23 | 8 | 18 | 58 | 62 | 137 | 230 | 230 24 | 8 | 20 | 61 | 64 | 136 | 230 | 230 25 | 9 | 20 | 62 | 66 | 136 | 230 | 230 26 | 9 | 21 | 65 | 68 | 136 | 230 | 230 27 | 9 | 22 | 67 | 70 | 136 | 230 | 230 28 | 10 | 23 | 70 | 71 | 136 | 230 | 230 29 | 10 | 23 | 72 | 73 | 136 | 230 | 230 30 | 10 | 25 | 75 | 75 | 136 | 230 | 230 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 55 | 62 | 84 | 204 | 303 | 3106 2 | 42 | 55 | 62 | 84 | 204 | 341 | 2305 3 | 41 | 55 | 64 | 88 | 198 | 354 | 1735 4 | 40 | 55 | 66 | 91 | 195 | 354 | 1339 5 | 40 | 56 | 68 | 92 | 194 | 345 | 1061 6 | 40 | 58 | 69 | 94 | 193 | 331 | 860 7 | 41 | 59 | 70 | 95 | 192 | 315 | 711 8 | 40 | 59 | 70 | 97 | 190 | 299 | 598 9 | 39 | 59 | 71 | 99 | 189 | 283 | 509 10 | 39 | 59 | 72 | 100 | 189 | 282 | 438 11 | 38 | 58 | 71 | 100 | 188 | 282 | 381 12 | 37 | 58 | 70 | 100 | 187 | 281 | 333 13 | 37 | 57 | 70 | 99 | 186 | 280 | 294 14 | 36 | 56 | 69 | 98 | 186 | 279 | 279 15 | 35 | 56 | 68 | 98 | 185 | 279 | 279 16 | 34 | 55 | 67 | 97 | 184 | 278 | 278 17 | 34 | 54 | 67 | 96 | 183 | 277 | 277 18 | 33 | 54 | 66 | 96 | 183 | 277 | 277 19 | 33 | 53 | 66 | 95 | 182 | 276 | 276 20 | 33 | 53 | 66 | 95 | 182 | 276 | 276 21 | 32 | 53 | 66 | 95 | 182 | 276 | 276 22 | 32 | 52 | 65 | 94 | 182 | 276 | 276 23 | 32 | 52 | 65 | 94 | 181 | 275 | 275 24 | 31 | 51 | 64 | 93 | 181 | 274 | 274 25 | 30 | 51 | 65 | 93 | 180 | 274 | 274 26 | 30 | 50 | 67 | 92 | 179 | 273 | 273 27 | 29 | 49 | 70 | 91 | 179 | 273 | 273 28 | 28 | 49 | 72 | 91 | 178 | 272 | 272 29 | 28 | 48 | 74 | 90 | 177 | 271 | 271 30 | 27 | 47 | 77 | 89 | 177 | 271 | 271 3.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 12 | 25 | 32 | 54 | 174 | 304 | 3121 2 | 16 | 29 | 36 | 58 | 178 | 343 | 2316 3 | 18 | 32 | 41 | 66 | 175 | 356 | 1743 4 | 21 | 36 | 46 | 72 | 175 | 355 | 1345 5 | 23 | 39 | 51 | 75 | 177 | 346 | 1065 6 | 22 | 40 | 51 | 76 | 174 | 332 | 863 7 | 27 | 46 | 57 | 82 | 178 | 316 | 714 8 | 26 | 45 | 57 | 83 | 177 | 299 | 600 9 | 27 | 47 | 59 | 87 | 177 | 282 | 510 10 | 29 | 49 | 62 | 90 | 179 | 273 | 439 11 | 30 | 50 | 63 | 92 | 180 | 274 | 382 12 | 31 | 51 | 64 | 93 | 180 | 274 | 334 13 | 31 | 51 | 64 | 93 | 181 | 275 | 294 14 | 32 | 52 | 65 | 94 | 181 | 275 | 275 15 | 32 | 52 | 65 | 94 | 181 | 275 | 275 16 | 31 | 51 | 64 | 93 | 181 | 275 | 275 17 | 31 | 51 | 64 | 93 | 181 | 275 | 275 18 | 30 | 51 | 63 | 93 | 180 | 274 | 274 19 | 30 | 50 | 63 | 92 | 180 | 274 | 274 20 | 30 | 50 | 63 | 92 | 180 | 274 | 274 21 | 30 | 50 | 63 | 92 | 180 | 273 | 273 22 | 30 | 50 | 63 | 92 | 179 | 273 | 273 23 | 29 | 50 | 62 | 92 | 179 | 273 | 273 24 | 29 | 49 | 62 | 91 | 179 | 272 | 272 25 | 29 | 49 | 65 | 91 | 178 | 272 | 272 26 | 28 | 48 | 67 | 90 | 178 | 272 | 272 27 | 28 | 48 | 70 | 90 | 177 | 271 | 271 28 | 27 | 47 | 72 | 89 | 177 | 271 | 271 29 | 27 | 47 | 75 | 89 | 176 | 270 | 270 30 | 26 | 46 | 77 | 88 | 176 | 269 | 269 3.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 11 | 25 | 31 | 53 | 173 | 308 | 3163 2 | 13 | 26 | 32 | 54 | 175 | 347 | 2347 3 | 13 | 27 | 35 | 60 | 170 | 360 | 1767 4 | 13 | 28 | 39 | 64 | 168 | 359 | 1362 5 | 14 | 30 | 42 | 66 | 168 | 350 | 1078 6 | 16 | 33 | 45 | 70 | 168 | 336 | 873 7 | 17 | 36 | 46 | 72 | 168 | 320 | 722 8 | 17 | 36 | 48 | 74 | 168 | 302 | 606 9 | 17 | 37 | 49 | 77 | 168 | 285 | 516 10 | 18 | 38 | 51 | 79 | 168 | 268 | 444 11 | 18 | 38 | 51 | 80 | 168 | 262 | 386 12 | 18 | 39 | 52 | 81 | 168 | 262 | 337 13 | 19 | 39 | 52 | 81 | 168 | 262 | 297 14 | 19 | 39 | 52 | 81 | 168 | 262 | 263 15 | 19 | 39 | 52 | 81 | 168 | 262 | 262 16 | 18 | 39 | 51 | 81 | 168 | 262 | 262 17 | 18 | 39 | 52 | 81 | 168 | 262 | 262 18 | 18 | 39 | 51 | 81 | 168 | 262 | 262 19 | 18 | 38 | 51 | 81 | 168 | 262 | 262 20 | 18 | 39 | 53 | 81 | 168 | 262 | 262 21 | 18 | 39 | 55 | 81 | 168 | 262 | 262 22 | 18 | 38 | 57 | 80 | 168 | 262 | 262 23 | 18 | 38 | 60 | 80 | 167 | 261 | 261 24 | 17 | 38 | 62 | 80 | 167 | 261 | 261 25 | 17 | 37 | 65 | 79 | 167 | 260 | 260 26 | 17 | 37 | 67 | 79 | 166 | 260 | 260 27 | 16 | 36 | 70 | 78 | 166 | 260 | 260 28 | 16 | 36 | 72 | 78 | 165 | 259 | 259 29 | 15 | 36 | 75 | 78 | 165 | 259 | 259 30 | 15 | 35 | 77 | 77 | 165 | 258 | 258 3.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 46 | 59 | 65 | 88 | 208 | 306 | 3146 2 | 49 | 62 | 68 | 90 | 211 | 345 | 2335 3 | 51 | 65 | 73 | 98 | 208 | 359 | 1760 4 | 52 | 67 | 77 | 103 | 206 | 359 | 1360 5 | 53 | 69 | 81 | 105 | 207 | 350 | 1079 6 | 55 | 72 | 84 | 109 | 207 | 337 | 875 7 | 56 | 75 | 86 | 111 | 207 | 321 | 724 8 | 56 | 75 | 86 | 113 | 207 | 305 | 609 9 | 56 | 76 | 88 | 116 | 206 | 300 | 519 10 | 56 | 76 | 89 | 118 | 206 | 300 | 447 11 | 56 | 76 | 89 | 118 | 206 | 300 | 389 12 | 56 | 76 | 89 | 118 | 205 | 299 | 340 13 | 55 | 75 | 88 | 117 | 204 | 298 | 300 14 | 54 | 74 | 87 | 116 | 203 | 297 | 297 15 | 53 | 73 | 86 | 115 | 203 | 296 | 296 16 | 52 | 72 | 85 | 114 | 202 | 296 | 296 17 | 51 | 72 | 85 | 114 | 201 | 295 | 295 18 | 51 | 71 | 84 | 113 | 200 | 294 | 294 19 | 50 | 70 | 83 | 112 | 200 | 294 | 294 20 | 49 | 70 | 82 | 112 | 199 | 293 | 293 21 | 49 | 69 | 82 | 111 | 198 | 292 | 292 22 | 48 | 68 | 81 | 110 | 197 | 291 | 291 23 | 47 | 67 | 80 | 109 | 197 | 290 | 290 24 | 46 | 66 | 79 | 108 | 196 | 290 | 290 25 | 45 | 65 | 78 | 107 | 195 | 289 | 289 26 | 44 | 64 | 77 | 106 | 194 | 288 | 288 27 | 43 | 63 | 76 | 106 | 193 | 287 | 287 28 | 42 | 63 | 75 | 105 | 192 | 286 | 286 29 | 41 | 62 | 76 | 104 | 191 | 285 | 285 30 | 41 | 61 | 78 | 103 | 190 | 284 | 284 3.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 77 | 90 | 97 | 119 | 239 | 335 | 3275 2 | 81 | 94 | 101 | 123 | 243 | 360 | 2446 3 | 81 | 95 | 104 | 129 | 238 | 376 | 1847 4 | 81 | 96 | 106 | 132 | 235 | 375 | 1427 5 | 83 | 99 | 111 | 135 | 237 | 366 | 1131 6 | 85 | 103 | 114 | 139 | 238 | 353 | 918 7 | 87 | 106 | 116 | 142 | 238 | 337 | 760 8 | 88 | 107 | 119 | 145 | 239 | 333 | 640 9 | 89 | 109 | 121 | 149 | 239 | 333 | 545 10 | 90 | 110 | 122 | 151 | 239 | 333 | 470 11 | 89 | 109 | 122 | 151 | 239 | 333 | 408 12 | 88 | 109 | 121 | 151 | 238 | 332 | 357 13 | 87 | 107 | 120 | 149 | 237 | 331 | 331 14 | 86 | 106 | 119 | 148 | 235 | 329 | 329 15 | 84 | 104 | 117 | 146 | 234 | 328 | 328 16 | 83 | 103 | 116 | 145 | 232 | 326 | 326 17 | 81 | 102 | 115 | 144 | 231 | 325 | 325 18 | 80 | 100 | 113 | 142 | 230 | 324 | 324 19 | 79 | 99 | 112 | 141 | 228 | 322 | 322 20 | 77 | 98 | 110 | 140 | 227 | 321 | 321 21 | 76 | 96 | 109 | 138 | 226 | 319 | 319 22 | 74 | 95 | 108 | 137 | 224 | 318 | 318 23 | 73 | 93 | 106 | 135 | 222 | 316 | 316 24 | 71 | 92 | 104 | 134 | 221 | 315 | 315 25 | 70 | 90 | 103 | 132 | 219 | 313 | 313 26 | 68 | 88 | 101 | 130 | 218 | 312 | 312 27 | 67 | 87 | 100 | 129 | 216 | 310 | 310 28 | 65 | 85 | 98 | 127 | 215 | 308 | 308 29 | 63 | 84 | 97 | 126 | 213 | 307 | 307 30 | 62 | 82 | 95 | 124 | 212 | 305 | 305 3.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 18 | 25 | 47 | 167 | 308 | 3169 2 | 8 | 21 | 28 | 50 | 170 | 347 | 2349 3 | 10 | 24 | 32 | 57 | 167 | 360 | 1767 4 | 11 | 27 | 37 | 63 | 166 | 359 | 1362 5 | 13 | 30 | 42 | 66 | 167 | 349 | 1078 6 | 15 | 33 | 44 | 69 | 168 | 335 | 873 7 | 17 | 36 | 46 | 72 | 168 | 319 | 721 8 | 17 | 36 | 48 | 74 | 168 | 302 | 606 9 | 18 | 37 | 49 | 77 | 168 | 285 | 516 10 | 18 | 38 | 51 | 79 | 168 | 268 | 444 11 | 18 | 38 | 51 | 80 | 168 | 262 | 385 12 | 18 | 38 | 51 | 80 | 167 | 261 | 337 13 | 17 | 37 | 50 | 80 | 167 | 261 | 297 14 | 17 | 37 | 50 | 79 | 166 | 260 | 263 15 | 16 | 36 | 49 | 78 | 165 | 259 | 259 16 | 15 | 35 | 48 | 77 | 165 | 258 | 258 17 | 15 | 35 | 48 | 77 | 164 | 258 | 258 18 | 14 | 34 | 48 | 77 | 164 | 258 | 258 19 | 14 | 34 | 50 | 76 | 164 | 258 | 258 20 | 14 | 34 | 53 | 77 | 164 | 258 | 258 21 | 14 | 35 | 55 | 77 | 164 | 258 | 258 22 | 14 | 35 | 57 | 77 | 164 | 258 | 258 23 | 14 | 35 | 60 | 77 | 164 | 258 | 258 24 | 14 | 34 | 62 | 76 | 164 | 258 | 258 25 | 14 | 34 | 65 | 76 | 164 | 258 | 258 26 | 14 | 34 | 67 | 76 | 163 | 257 | 257 27 | 14 | 34 | 70 | 76 | 163 | 257 | 257 28 | 14 | 34 | 72 | 76 | 163 | 257 | 257 29 | 13 | 34 | 75 | 76 | 163 | 257 | 257 30 | 13 | 33 | 77 | 77 | 163 | 257 | 257 3.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 90 | 103 | 110 | 132 | 252 | 348 | 3350 2 | 91 | 104 | 110 | 133 | 253 | 367 | 2498 3 | 90 | 104 | 113 | 137 | 247 | 383 | 1886 4 | 90 | 105 | 115 | 141 | 244 | 383 | 1458 5 | 90 | 106 | 118 | 142 | 244 | 373 | 1155 6 | 91 | 108 | 120 | 145 | 243 | 359 | 937 7 | 92 | 110 | 121 | 147 | 243 | 342 | 775 8 | 92 | 111 | 122 | 149 | 242 | 336 | 651 9 | 91 | 111 | 123 | 151 | 241 | 335 | 554 10 | 90 | 110 | 123 | 151 | 240 | 334 | 477 11 | 89 | 109 | 122 | 151 | 238 | 332 | 414 12 | 87 | 107 | 120 | 149 | 236 | 330 | 362 13 | 85 | 105 | 118 | 147 | 234 | 328 | 328 14 | 83 | 103 | 116 | 145 | 233 | 326 | 326 15 | 81 | 101 | 114 | 143 | 231 | 325 | 325 16 | 79 | 99 | 112 | 141 | 229 | 323 | 323 17 | 77 | 98 | 111 | 140 | 227 | 321 | 321 18 | 76 | 96 | 109 | 138 | 225 | 319 | 319 19 | 75 | 95 | 108 | 137 | 224 | 318 | 318 20 | 74 | 94 | 107 | 136 | 223 | 317 | 317 21 | 72 | 93 | 106 | 135 | 222 | 316 | 316 22 | 71 | 91 | 104 | 134 | 221 | 315 | 315 23 | 70 | 90 | 103 | 132 | 220 | 314 | 314 24 | 69 | 89 | 102 | 131 | 218 | 312 | 312 25 | 68 | 88 | 101 | 130 | 217 | 311 | 311 26 | 67 | 87 | 100 | 129 | 216 | 310 | 310 27 | 65 | 86 | 98 | 128 | 215 | 309 | 309 28 | 64 | 84 | 97 | 127 | 214 | 308 | 308 29 | 63 | 83 | 96 | 125 | 213 | 307 | 307 30 | 62 | 82 | 95 | 124 | 212 | 306 | 306 3.20 Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 330 | 343 | 349 | 371 | 492 | 588 | 3423 2 | 78 | 91 | 98 | 120 | 240 | 371 | 2534 3 | 80 | 94 | 102 | 127 | 237 | 385 | 1905 4 | 82 | 97 | 107 | 133 | 237 | 384 | 1469 5 | 84 | 100 | 112 | 136 | 238 | 374 | 1162 6 | 86 | 103 | 115 | 140 | 238 | 360 | 941 7 | 88 | 106 | 117 | 142 | 238 | 343 | 778 8 | 89 | 108 | 119 | 146 | 239 | 333 | 653 9 | 89 | 109 | 121 | 149 | 239 | 333 | 556 10 | 89 | 109 | 122 | 151 | 239 | 333 | 478 11 | 89 | 110 | 122 | 151 | 239 | 333 | 415 12 | 89 | 110 | 123 | 152 | 239 | 333 | 363 13 | 90 | 110 | 123 | 152 | 239 | 333 | 333 14 | 90 | 110 | 123 | 153 | 240 | 334 | 334 15 | 91 | 111 | 124 | 153 | 241 | 334 | 334 16 | 92 | 112 | 125 | 154 | 242 | 335 | 335 17 | 93 | 113 | 126 | 155 | 243 | 336 | 336 18 | 94 | 114 | 127 | 156 | 244 | 337 | 337 19 | 95 | 115 | 128 | 157 | 244 | 338 | 338 20 | 95 | 116 | 128 | 158 | 245 | 339 | 339 21 | 96 | 116 | 129 | 158 | 245 | 339 | 339 22 | 95 | 115 | 128 | 157 | 245 | 339 | 339 23 | 95 | 115 | 128 | 157 | 244 | 338 | 338 24 | 94 | 114 | 127 | 156 | 243 | 337 | 337 25 | 93 | 113 | 126 | 155 | 242 | 336 | 336 26 | 92 | 112 | 125 | 154 | 241 | 335 | 335 27 | 90 | 110 | 123 | 152 | 240 | 334 | 334 28 | 89 | 109 | 122 | 151 | 238 | 332 | 332 29 | 88 | 108 | 121 | 150 | 237 | 331 | 331 30 | 86 | 106 | 119 | 148 | 236 | 330 | 330 3.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 5 | 12 | 34 | 154 | 301 | 3087 2 | 0 | 5 | 12 | 34 | 154 | 339 | 2290 3 | 1 | 6 | 14 | 39 | 149 | 352 | 1724 4 | 1 | 6 | 16 | 42 | 145 | 351 | 1330 5 | 1 | 7 | 19 | 43 | 144 | 342 | 1053 6 | 2 | 9 | 20 | 45 | 144 | 328 | 853 7 | 2 | 11 | 22 | 47 | 143 | 313 | 705 8 | 2 | 11 | 22 | 49 | 142 | 296 | 592 9 | 2 | 10 | 25 | 51 | 141 | 279 | 504 10 | 4 | 11 | 27 | 52 | 141 | 262 | 434 11 | 4 | 11 | 30 | 53 | 140 | 246 | 377 12 | 4 | 11 | 32 | 53 | 140 | 234 | 330 13 | 4 | 11 | 35 | 53 | 140 | 234 | 291 14 | 4 | 12 | 38 | 53 | 141 | 234 | 258 15 | 5 | 12 | 39 | 54 | 141 | 235 | 235 16 | 5 | 13 | 42 | 54 | 141 | 235 | 235 17 | 6 | 14 | 45 | 54 | 141 | 235 | 235 18 | 6 | 15 | 47 | 54 | 142 | 236 | 236 19 | 7 | 15 | 49 | 55 | 142 | 236 | 236 20 | 7 | 17 | 52 | 56 | 143 | 237 | 237 21 | 7 | 17 | 54 | 59 | 144 | 238 | 238 22 | 8 | 18 | 57 | 61 | 145 | 239 | 239 23 | 8 | 19 | 60 | 63 | 145 | 239 | 239 24 | 8 | 20 | 61 | 65 | 146 | 240 | 240 25 | 9 | 20 | 64 | 66 | 146 | 240 | 240 26 | 9 | 22 | 66 | 68 | 147 | 241 | 241 27 | 9 | 22 | 69 | 71 | 147 | 241 | 241 28 | 10 | 23 | 71 | 73 | 147 | 241 | 241 29 | 10 | 24 | 74 | 75 | 148 | 241 | 241 30 | 11 | 25 | 77 | 77 | 148 | 242 | 242 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 61 | 68 | 90 | 210 | 306 | 3125 2 | 49 | 62 | 69 | 91 | 211 | 343 | 2319 3 | 48 | 62 | 71 | 95 | 205 | 356 | 1746 4 | 47 | 63 | 73 | 99 | 202 | 356 | 1347 5 | 47 | 64 | 75 | 100 | 201 | 346 | 1067 6 | 48 | 66 | 77 | 102 | 201 | 333 | 865 7 | 49 | 67 | 78 | 103 | 199 | 317 | 715 8 | 48 | 67 | 79 | 105 | 199 | 300 | 601 9 | 48 | 67 | 79 | 107 | 198 | 292 | 512 10 | 47 | 67 | 80 | 108 | 197 | 290 | 441 11 | 45 | 66 | 79 | 108 | 195 | 289 | 383 12 | 44 | 64 | 77 | 106 | 194 | 287 | 335 13 | 42 | 63 | 76 | 105 | 192 | 286 | 295 14 | 41 | 61 | 74 | 103 | 191 | 284 | 284 15 | 40 | 60 | 73 | 102 | 189 | 283 | 283 16 | 38 | 58 | 71 | 100 | 188 | 282 | 282 17 | 37 | 57 | 70 | 99 | 187 | 280 | 280 18 | 36 | 56 | 69 | 98 | 185 | 279 | 279 19 | 35 | 55 | 68 | 97 | 185 | 278 | 278 20 | 34 | 55 | 68 | 97 | 184 | 278 | 278 21 | 34 | 54 | 67 | 96 | 183 | 277 | 277 22 | 33 | 53 | 66 | 95 | 183 | 277 | 277 23 | 33 | 53 | 66 | 95 | 182 | 276 | 276 24 | 32 | 52 | 65 | 94 | 181 | 275 | 275 25 | 31 | 51 | 65 | 93 | 181 | 275 | 275 26 | 30 | 51 | 67 | 93 | 180 | 274 | 274 27 | 30 | 50 | 70 | 92 | 179 | 273 | 273 28 | 29 | 49 | 72 | 91 | 179 | 273 | 273 29 | 28 | 49 | 75 | 91 | 178 | 272 | 272 30 | 28 | 48 | 77 | 90 | 177 | 271 | 271 3.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 111 | 125 | 131 | 153 | 273 | 369 | 3399 2 | 112 | 126 | 132 | 154 | 274 | 371 | 2525 3 | 113 | 127 | 136 | 160 | 270 | 385 | 1903 4 | 114 | 129 | 139 | 165 | 268 | 385 | 1469 5 | 115 | 131 | 143 | 167 | 269 | 376 | 1164 6 | 116 | 133 | 145 | 170 | 268 | 362 | 945 7 | 117 | 136 | 146 | 172 | 268 | 362 | 782 8 | 116 | 136 | 147 | 173 | 267 | 361 | 657 9 | 116 | 136 | 148 | 176 | 266 | 360 | 560 10 | 115 | 135 | 148 | 177 | 265 | 359 | 483 11 | 114 | 134 | 147 | 176 | 264 | 358 | 420 12 | 112 | 133 | 145 | 175 | 262 | 356 | 367 13 | 110 | 131 | 144 | 173 | 260 | 354 | 354 14 | 108 | 129 | 141 | 171 | 258 | 352 | 352 15 | 106 | 126 | 139 | 168 | 256 | 350 | 350 16 | 104 | 124 | 137 | 166 | 253 | 347 | 347 17 | 102 | 122 | 135 | 164 | 251 | 345 | 345 18 | 99 | 120 | 132 | 162 | 249 | 343 | 343 19 | 97 | 118 | 130 | 160 | 247 | 341 | 341 20 | 96 | 116 | 129 | 158 | 245 | 339 | 339 21 | 94 | 114 | 127 | 156 | 244 | 337 | 337 22 | 92 | 112 | 125 | 154 | 242 | 336 | 336 23 | 90 | 110 | 123 | 153 | 240 | 334 | 334 24 | 88 | 109 | 122 | 151 | 238 | 332 | 332 25 | 87 | 107 | 120 | 149 | 236 | 330 | 330 26 | 85 | 105 | 118 | 147 | 234 | 328 | 328 27 | 83 | 103 | 116 | 145 | 233 | 327 | 327 28 | 81 | 102 | 115 | 144 | 231 | 325 | 325 29 | 80 | 100 | 113 | 142 | 229 | 323 | 323 30 | 78 | 98 | 111 | 140 | 228 | 322 | 322 3.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 166 | 179 | 185 | 207 | 328 | 424 | 3284 2 | 175 | 188 | 195 | 217 | 337 | 433 | 2459 3 | 179 | 193 | 201 | 226 | 336 | 432 | 1863 4 | 180 | 195 | 206 | 231 | 335 | 429 | 1443 5 | 181 | 197 | 209 | 233 | 334 | 428 | 1145 6 | 181 | 198 | 210 | 235 | 333 | 427 | 929 7 | 181 | 200 | 210 | 236 | 332 | 426 | 768 8 | 180 | 199 | 210 | 237 | 330 | 424 | 646 9 | 179 | 198 | 210 | 238 | 329 | 423 | 550 10 | 178 | 198 | 211 | 239 | 327 | 421 | 473 11 | 176 | 196 | 209 | 238 | 326 | 419 | 419 12 | 173 | 194 | 207 | 236 | 323 | 417 | 417 13 | 171 | 191 | 204 | 233 | 320 | 414 | 414 14 | 168 | 188 | 201 | 230 | 317 | 411 | 411 15 | 164 | 185 | 197 | 227 | 314 | 408 | 408 16 | 161 | 181 | 194 | 223 | 311 | 405 | 405 17 | 158 | 178 | 191 | 220 | 308 | 402 | 402 18 | 155 | 175 | 188 | 217 | 305 | 398 | 398 19 | 152 | 172 | 185 | 214 | 302 | 395 | 395 20 | 149 | 169 | 182 | 211 | 299 | 392 | 392 21 | 146 | 166 | 179 | 208 | 296 | 389 | 389 22 | 143 | 163 | 176 | 205 | 292 | 386 | 386 23 | 140 | 160 | 173 | 202 | 289 | 383 | 383 24 | 137 | 157 | 170 | 199 | 286 | 380 | 380 25 | 133 | 154 | 167 | 196 | 283 | 377 | 377 26 | 130 | 151 | 164 | 193 | 280 | 374 | 374 27 | 128 | 148 | 161 | 190 | 277 | 371 | 371 28 | 125 | 145 | 158 | 187 | 274 | 368 | 368 29 | 122 | 142 | 155 | 184 | 271 | 365 | 365 30 | 119 | 139 | 152 | 181 | 269 | 363 | 363 3.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 25 | 38 | 45 | 67 | 187 | 310 | 3192 2 | 26 | 39 | 46 | 68 | 188 | 350 | 2371 3 | 26 | 40 | 48 | 73 | 183 | 364 | 1787 4 | 25 | 40 | 51 | 77 | 180 | 363 | 1379 5 | 26 | 42 | 54 | 78 | 180 | 354 | 1092 6 | 27 | 44 | 55 | 80 | 179 | 340 | 885 7 | 27 | 46 | 57 | 82 | 178 | 324 | 732 8 | 26 | 45 | 57 | 83 | 177 | 307 | 615 9 | 26 | 45 | 57 | 85 | 176 | 289 | 524 10 | 25 | 45 | 58 | 87 | 175 | 272 | 451 11 | 25 | 45 | 58 | 87 | 174 | 268 | 392 12 | 24 | 44 | 57 | 86 | 174 | 268 | 343 13 | 24 | 44 | 57 | 86 | 173 | 267 | 302 14 | 23 | 43 | 56 | 85 | 173 | 267 | 267 15 | 23 | 43 | 56 | 85 | 172 | 266 | 266 16 | 23 | 43 | 56 | 85 | 172 | 266 | 266 17 | 23 | 43 | 56 | 85 | 172 | 266 | 266 18 | 23 | 43 | 56 | 85 | 172 | 266 | 266 19 | 23 | 43 | 56 | 85 | 172 | 266 | 266 20 | 23 | 43 | 56 | 85 | 172 | 266 | 266 21 | 23 | 43 | 56 | 85 | 172 | 266 | 266 22 | 23 | 43 | 59 | 85 | 172 | 266 | 266 23 | 22 | 43 | 61 | 85 | 172 | 266 | 266 24 | 22 | 42 | 64 | 85 | 172 | 266 | 266 25 | 22 | 42 | 66 | 84 | 172 | 265 | 265 26 | 22 | 42 | 69 | 84 | 171 | 265 | 265 27 | 21 | 42 | 71 | 84 | 171 | 265 | 265 28 | 21 | 41 | 74 | 83 | 171 | 265 | 265 29 | 21 | 41 | 76 | 83 | 170 | 264 | 264 30 | 20 | 41 | 78 | 83 | 170 | 264 | 264 3.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 22 | 36 | 42 | 64 | 184 | 314 | 3229 2 | 24 | 37 | 44 | 66 | 186 | 354 | 2397 3 | 25 | 39 | 48 | 72 | 182 | 367 | 1805 4 | 26 | 41 | 52 | 77 | 181 | 366 | 1392 5 | 28 | 44 | 56 | 80 | 181 | 357 | 1101 6 | 29 | 47 | 58 | 83 | 182 | 343 | 892 7 | 31 | 50 | 61 | 86 | 182 | 326 | 737 8 | 31 | 51 | 62 | 88 | 182 | 308 | 619 9 | 32 | 52 | 64 | 92 | 182 | 291 | 527 10 | 33 | 53 | 65 | 94 | 182 | 276 | 453 11 | 33 | 53 | 66 | 95 | 183 | 277 | 394 12 | 33 | 53 | 66 | 96 | 183 | 277 | 345 13 | 33 | 53 | 66 | 95 | 183 | 277 | 303 14 | 33 | 53 | 66 | 95 | 183 | 276 | 276 15 | 33 | 53 | 66 | 95 | 182 | 276 | 276 16 | 32 | 53 | 65 | 95 | 182 | 276 | 276 17 | 32 | 53 | 66 | 95 | 182 | 276 | 276 18 | 32 | 53 | 65 | 95 | 182 | 276 | 276 19 | 32 | 53 | 66 | 95 | 182 | 276 | 276 20 | 33 | 53 | 66 | 95 | 182 | 276 | 276 21 | 33 | 53 | 66 | 95 | 182 | 276 | 276 22 | 33 | 53 | 66 | 95 | 182 | 276 | 276 23 | 33 | 53 | 66 | 95 | 182 | 276 | 276 24 | 32 | 52 | 65 | 95 | 182 | 276 | 276 25 | 32 | 52 | 66 | 94 | 181 | 275 | 275 26 | 31 | 52 | 69 | 94 | 181 | 275 | 275 27 | 31 | 51 | 71 | 93 | 180 | 274 | 274 28 | 30 | 51 | 74 | 93 | 180 | 274 | 274 29 | 30 | 50 | 76 | 92 | 179 | 273 | 273 30 | 29 | 50 | 79 | 92 | 179 | 273 | 273 3.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 122 | 135 | 141 | 163 | 284 | 379 | 3388 2 | 120 | 133 | 140 | 162 | 282 | 378 | 2515 3 | 119 | 133 | 141 | 166 | 276 | 383 | 1894 4 | 118 | 133 | 143 | 169 | 272 | 383 | 1461 5 | 118 | 134 | 146 | 170 | 271 | 373 | 1156 6 | 117 | 135 | 146 | 171 | 270 | 364 | 937 7 | 118 | 136 | 147 | 173 | 269 | 363 | 775 8 | 117 | 136 | 148 | 174 | 268 | 362 | 651 9 | 116 | 136 | 148 | 176 | 266 | 360 | 555 10 | 116 | 136 | 149 | 177 | 266 | 360 | 478 11 | 115 | 136 | 148 | 177 | 265 | 359 | 415 12 | 114 | 134 | 147 | 176 | 264 | 358 | 363 13 | 113 | 133 | 146 | 175 | 263 | 356 | 356 14 | 112 | 132 | 145 | 174 | 261 | 355 | 355 15 | 109 | 130 | 142 | 172 | 259 | 353 | 353 16 | 107 | 127 | 140 | 169 | 257 | 351 | 351 17 | 105 | 125 | 138 | 167 | 254 | 348 | 348 18 | 102 | 123 | 135 | 165 | 252 | 346 | 346 19 | 100 | 120 | 133 | 162 | 250 | 344 | 344 20 | 98 | 118 | 131 | 160 | 248 | 341 | 341 21 | 96 | 116 | 129 | 158 | 245 | 339 | 339 22 | 93 | 114 | 127 | 156 | 243 | 337 | 337 23 | 91 | 111 | 124 | 154 | 241 | 335 | 335 24 | 89 | 109 | 122 | 151 | 239 | 333 | 333 25 | 87 | 107 | 120 | 149 | 236 | 330 | 330 26 | 85 | 105 | 118 | 147 | 234 | 328 | 328 27 | 83 | 103 | 116 | 145 | 232 | 326 | 326 28 | 81 | 101 | 114 | 143 | 230 | 324 | 324 29 | 79 | 99 | 112 | 141 | 228 | 322 | 322 30 | 77 | 97 | 110 | 139 | 226 | 320 | 320 3.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 6 | 13 | 35 | 155 | 305 | 3134 2 | 0 | 8 | 15 | 37 | 157 | 344 | 2325 3 | 1 | 10 | 18 | 43 | 153 | 357 | 1750 4 | 1 | 12 | 22 | 48 | 151 | 356 | 1350 5 | 1 | 15 | 27 | 51 | 152 | 347 | 1069 6 | 2 | 18 | 29 | 54 | 153 | 333 | 866 7 | 2 | 21 | 32 | 57 | 153 | 317 | 716 8 | 2 | 22 | 33 | 59 | 153 | 300 | 602 9 | 3 | 22 | 34 | 62 | 153 | 283 | 512 10 | 4 | 23 | 36 | 64 | 153 | 266 | 441 11 | 4 | 23 | 36 | 65 | 152 | 250 | 383 12 | 4 | 23 | 36 | 65 | 152 | 246 | 335 13 | 4 | 23 | 35 | 65 | 152 | 246 | 295 14 | 4 | 22 | 38 | 64 | 152 | 246 | 261 15 | 5 | 22 | 40 | 64 | 152 | 245 | 245 16 | 6 | 22 | 42 | 64 | 151 | 245 | 245 17 | 6 | 22 | 45 | 64 | 151 | 245 | 245 18 | 6 | 22 | 48 | 64 | 151 | 245 | 245 19 | 7 | 22 | 50 | 64 | 151 | 245 | 245 20 | 7 | 23 | 52 | 65 | 152 | 246 | 246 21 | 7 | 23 | 55 | 65 | 152 | 246 | 246 22 | 8 | 23 | 57 | 65 | 153 | 247 | 247 23 | 8 | 24 | 60 | 66 | 153 | 247 | 247 24 | 8 | 24 | 62 | 66 | 153 | 247 | 247 25 | 9 | 24 | 65 | 68 | 153 | 247 | 247 26 | 9 | 24 | 67 | 70 | 154 | 247 | 247 27 | 9 | 24 | 70 | 72 | 154 | 248 | 248 28 | 10 | 24 | 72 | 73 | 154 | 248 | 248 29 | 10 | 24 | 75 | 75 | 154 | 248 | 248 30 | 11 | 25 | 77 | 77 | 154 | 248 | 248 3.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 44 | 50 | 73 | 193 | 305 | 3134 2 | 31 | 44 | 51 | 73 | 193 | 344 | 2323 3 | 30 | 44 | 52 | 77 | 187 | 357 | 1748 4 | 29 | 44 | 54 | 80 | 183 | 356 | 1348 5 | 28 | 45 | 56 | 81 | 182 | 346 | 1067 6 | 31 | 48 | 60 | 85 | 183 | 332 | 864 7 | 29 | 47 | 58 | 84 | 180 | 316 | 714 8 | 33 | 52 | 63 | 90 | 183 | 299 | 600 9 | 32 | 52 | 64 | 92 | 182 | 282 | 510 10 | 27 | 47 | 60 | 88 | 177 | 270 | 439 11 | 22 | 42 | 55 | 84 | 172 | 266 | 381 12 | 19 | 39 | 52 | 81 | 169 | 262 | 334 13 | 16 | 37 | 50 | 79 | 166 | 260 | 294 14 | 15 | 35 | 48 | 77 | 164 | 258 | 260 15 | 13 | 33 | 46 | 75 | 163 | 257 | 257 16 | 12 | 32 | 45 | 74 | 161 | 255 | 255 17 | 11 | 31 | 45 | 73 | 160 | 254 | 254 18 | 10 | 30 | 48 | 72 | 160 | 253 | 253 19 | 10 | 30 | 49 | 72 | 159 | 253 | 253 20 | 10 | 30 | 52 | 72 | 159 | 253 | 253 21 | 10 | 30 | 54 | 72 | 159 | 253 | 253 22 | 10 | 30 | 57 | 72 | 159 | 253 | 253 23 | 10 | 30 | 60 | 72 | 159 | 253 | 253 24 | 9 | 30 | 62 | 72 | 159 | 253 | 253 25 | 9 | 30 | 64 | 72 | 159 | 253 | 253 26 | 9 | 29 | 66 | 71 | 159 | 253 | 253 27 | 9 | 29 | 69 | 71 | 159 | 253 | 253 28 | 10 | 29 | 71 | 73 | 159 | 252 | 252 29 | 10 | 29 | 74 | 75 | 158 | 252 | 252 30 | 11 | 29 | 77 | 77 | 158 | 252 | 252 3.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 196 | 209 | 215 | 237 | 358 | 454 | 3728 2 | 192 | 205 | 211 | 233 | 354 | 450 | 2779 3 | 186 | 200 | 209 | 233 | 343 | 439 | 2091 4 | 181 | 196 | 207 | 232 | 336 | 430 | 1613 5 | 177 | 193 | 205 | 229 | 331 | 424 | 1271 6 | 173 | 191 | 202 | 227 | 326 | 419 | 1026 7 | 170 | 189 | 200 | 225 | 321 | 415 | 845 8 | 166 | 185 | 196 | 223 | 316 | 410 | 707 9 | 162 | 182 | 193 | 222 | 312 | 406 | 600 10 | 158 | 178 | 191 | 219 | 308 | 402 | 514 11 | 154 | 174 | 187 | 216 | 304 | 397 | 444 12 | 150 | 170 | 183 | 212 | 299 | 393 | 393 13 | 146 | 166 | 179 | 208 | 295 | 389 | 389 14 | 142 | 162 | 175 | 204 | 292 | 386 | 386 15 | 138 | 159 | 172 | 201 | 288 | 382 | 382 16 | 135 | 155 | 168 | 197 | 285 | 379 | 379 17 | 132 | 152 | 165 | 194 | 281 | 375 | 375 18 | 129 | 149 | 162 | 191 | 278 | 372 | 372 19 | 126 | 146 | 159 | 188 | 275 | 369 | 369 20 | 123 | 143 | 156 | 185 | 273 | 367 | 367 21 | 120 | 141 | 154 | 183 | 270 | 364 | 364 22 | 118 | 138 | 151 | 180 | 267 | 361 | 361 23 | 115 | 135 | 148 | 177 | 265 | 359 | 359 24 | 113 | 133 | 146 | 175 | 262 | 356 | 356 25 | 110 | 130 | 143 | 172 | 260 | 353 | 353 26 | 108 | 128 | 141 | 170 | 257 | 351 | 351 27 | 105 | 125 | 138 | 167 | 255 | 349 | 349 28 | 103 | 123 | 136 | 165 | 252 | 346 | 346 29 | 101 | 121 | 134 | 163 | 250 | 344 | 344 30 | 99 | 119 | 132 | 161 | 248 | 342 | 342 3.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 26 | 52 | 172 | 307 | 3151 2 | 0 | 14 | 26 | 52 | 172 | 345 | 2336 3 | 1 | 17 | 28 | 56 | 169 | 359 | 1758 4 | 1 | 20 | 32 | 61 | 167 | 357 | 1356 5 | 2 | 23 | 36 | 67 | 168 | 348 | 1073 6 | 4 | 26 | 39 | 69 | 169 | 334 | 869 7 | 7 | 30 | 42 | 71 | 169 | 318 | 719 8 | 9 | 34 | 46 | 74 | 169 | 301 | 604 9 | 11 | 37 | 49 | 76 | 169 | 284 | 514 10 | 12 | 38 | 51 | 77 | 170 | 267 | 442 11 | 13 | 40 | 52 | 78 | 170 | 263 | 384 12 | 13 | 41 | 54 | 79 | 170 | 263 | 336 13 | 14 | 43 | 54 | 80 | 170 | 263 | 296 14 | 15 | 43 | 55 | 80 | 169 | 263 | 263 15 | 15 | 43 | 55 | 80 | 169 | 263 | 263 16 | 15 | 43 | 55 | 80 | 169 | 263 | 263 17 | 15 | 43 | 55 | 80 | 169 | 263 | 263 18 | 15 | 43 | 55 | 80 | 169 | 263 | 263 19 | 15 | 43 | 55 | 80 | 169 | 263 | 263 20 | 15 | 43 | 55 | 80 | 170 | 263 | 263 21 | 15 | 43 | 55 | 80 | 170 | 264 | 264 22 | 15 | 43 | 57 | 80 | 170 | 264 | 264 23 | 15 | 43 | 60 | 80 | 170 | 264 | 264 24 | 15 | 43 | 62 | 80 | 170 | 264 | 264 25 | 15 | 43 | 65 | 80 | 170 | 264 | 264 26 | 15 | 43 | 67 | 80 | 170 | 264 | 264 27 | 15 | 43 | 70 | 80 | 170 | 263 | 263 28 | 15 | 43 | 72 | 80 | 169 | 263 | 263 29 | 15 | 43 | 74 | 80 | 169 | 263 | 263 30 | 15 | 43 | 77 | 80 | 169 | 263 | 263 3.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 12 | 133 | 299 | 3063 2 | 0 | 1 | 6 | 14 | 131 | 337 | 2272 3 | 1 | 1 | 9 | 17 | 124 | 350 | 1709 4 | 1 | 3 | 11 | 19 | 121 | 348 | 1318 5 | 1 | 4 | 15 | 22 | 120 | 339 | 1043 6 | 2 | 4 | 16 | 25 | 119 | 326 | 845 7 | 2 | 6 | 19 | 28 | 119 | 310 | 698 8 | 2 | 6 | 22 | 30 | 119 | 293 | 587 9 | 2 | 7 | 25 | 32 | 119 | 276 | 500 10 | 4 | 8 | 27 | 34 | 119 | 260 | 430 11 | 4 | 9 | 29 | 37 | 119 | 244 | 373 12 | 4 | 10 | 32 | 39 | 119 | 229 | 327 13 | 4 | 10 | 35 | 41 | 120 | 214 | 288 14 | 4 | 11 | 36 | 43 | 120 | 214 | 255 15 | 5 | 12 | 39 | 46 | 120 | 214 | 227 16 | 5 | 12 | 42 | 48 | 120 | 214 | 214 17 | 6 | 14 | 44 | 49 | 121 | 215 | 215 18 | 6 | 15 | 46 | 52 | 121 | 215 | 215 19 | 7 | 15 | 49 | 54 | 122 | 216 | 216 20 | 7 | 17 | 52 | 56 | 122 | 216 | 216 21 | 7 | 17 | 53 | 58 | 124 | 217 | 217 22 | 8 | 18 | 56 | 59 | 125 | 217 | 217 23 | 8 | 18 | 58 | 62 | 127 | 218 | 218 24 | 8 | 20 | 61 | 64 | 129 | 218 | 218 25 | 9 | 20 | 63 | 66 | 130 | 218 | 218 26 | 9 | 21 | 66 | 68 | 130 | 218 | 218 27 | 9 | 22 | 68 | 70 | 132 | 218 | 218 28 | 10 | 23 | 71 | 71 | 133 | 218 | 218 29 | 10 | 23 | 73 | 73 | 134 | 218 | 218 30 | 10 | 25 | 75 | 75 | 135 | 218 | 218 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 7 Euro | Belgium | 7 Euro | Cyprus | 7 Euro | Estonia | 7 Euro | Finland | 7 Euro | France | 7 Euro | Germany | 7 Euro | Greece | 7 Euro | Ireland | 7 Euro | Italy | 7 Euro | Latvia | 7 Euro | Lithuania | 7 Euro | Luxembourg | 7 Euro | Malta | 7 Euro | Netherlands | 7 Euro | Portugal | 7 Euro | Slovakia | 7 Euro | Slovenia | 7 Euro | Spain | 7 Czech koruna | Czech Republic | 13 Danish krone | Denmark | 20 Forint | Hungary | 1 Krona | Sweden | 10

Kuna | Croatia | 0 Lev | Bulgaria | -2 Pound sterling | United Kingdom | 15 Romanian leu | Romania | 3 Zloty | Poland | 8 Króna | Iceland | -1 Norwegian krone | Norway | 40 Swiss franc | Liechtenstein | 5 Swiss franc | Switzerland | 5 Australian dollar | Australia | 8 Canadian dollar | Canada | 33 US dollar | United States | 29 Yen | Japan | 2 * * *