COMMISSION IMPLEMENTING REGULATION (EU) 2025/216

| Official Journal of the European Union | EN L series ---|---|--- * * * | 2025/216 | 7.2.2025 ---|---|--- COMMISSION IMPLEMENTING REGULATION (EU) 2025/216 of 6 February 2025 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2024 until 30 March 2025 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular Article 77e(2), third subparagraph, thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 8 January 2025, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2024 market data. That information was published on 8 January 2025 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2024 until 30 March 2025. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free interest rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2024. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 6 February 2025. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1, ELI: http://data.europa.eu/eli/dir/2009/138/oj. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13, ELI: http://data.europa.eu/eli/reg/2011/182/oj).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Lev ---|---|---|---|---|---|--- 1 | 2,236 % | 3,674 % | 2,226 % | 5,682 % | 2,247 % | 2,186 % 2 | 2,093 % | 3,538 % | 2,083 % | 5,973 % | 2,272 % | 2,043 % 3 | 2,093 % | 3,528 % | 2,083 % | 6,150 % | 2,310 % | 2,043 % 4 | 2,120 % | 3,542 % | 2,110 % | 6,274 % | 2,359 % | 2,070 % 5 | 2,142 % | 3,563 % | 2,132 % | 6,358 % | 2,409 % | 2,092 % 6 | 2,170 % | 3,593 % | 2,160 % | 6,409 % | 2,459 % | 2,120 % 7 | 2,198 % | 3,627 % | 2,188 % | 6,439 % | 2,506 % | 2,148 % 8 | 2,222 % | 3,661 % | 2,212 % | 6,463 % | 2,551 % | 2,172 % 9 | 2,243 % | 3,694 % | 2,232 % | 6,484 % | 2,593 % | 2,192 % 10 | 2,267 % | 3,725 % | 2,257 % | 6,519 % | 2,634 % | 2,217 % 11 | 2,286 % | 3,754 % | 2,276 % | 6,567 % | 2,674 % | 2,236 % 12 | 2,308 % | 3,778 % | 2,298 % | 6,630 % | 2,713 % | 2,258 % 13 | 2,325 % | 3,799 % | 2,315 % | 6,710 % | 2,749 % | 2,275 % 14 | 2,334 % | 3,815 % | 2,324 % | 6,796 % | 2,783 % | 2,284 % 15 | 2,332 % | 3,826 % | 2,322 % | 6,891 % | 2,813 % | 2,281 % 16 | 2,319 % | 3,832 % | 2,309 % | 6,960 % | 2,841 % | 2,269 % 17 | 2,301 % | 3,835 % | 2,291 % | 6,999 % | 2,866 % | 2,251 % 18 | 2,283 % | 3,834 % | 2,273 % | 7,015 % | 2,889 % | 2,233 % 19 | 2,268 % | 3,832 % | 2,258 % | 7,013 % | 2,909 % | 2,218 % 20 | 2,259 % | 3,827 % | 2,249 % | 6,997 % | 2,928 % | 2,209 % 21 | 2,257 % | 3,821 % | 2,247 % | 6,969 % | 2,946 % | 2,208 % 22 | 2,261 % | 3,814 % | 2,251 % | 6,934 % | 2,961 % | 2,213 % 23 | 2,270 % | 3,806 % | 2,260 % | 6,892 % | 2,976 % | 2,222 % 24 | 2,281 % | 3,798 % | 2,272 % | 6,846 % | 2,989 % | 2,235 % 25 | 2,296 % | 3,789 % | 2,287 % | 6,797 % | 3,001 % | 2,250 % 26 | 2,312 % | 3,780 % | 2,303 % | 6,745 % | 3,013 % | 2,268 % 27 | 2,329 % | 3,771 % | 2,321 % | 6,693 % | 3,023 % | 2,286 % 28 | 2,347 % | 3,762 % | 2,339 % | 6,640 % | 3,033 % | 2,305 % 29 | 2,366 % | 3,753 % | 2,358 % | 6,587 % | 3,042 % | 2,325 % 30 | 2,385 % | 3,744 % | 2,377 % | 6,534 % | 3,051 % | 2,345 % 31 | 2,404 % | 3,735 % | 2,397 % | 6,482 % | 3,059 % | 2,365 % 32 | 2,423 % | 3,726 % | 2,416 % | 6,431 % | 3,067 % | 2,385 % 33 | 2,442 % | 3,717 % | 2,435 % | 6,381 % | 3,074 % | 2,405 % 34 | 2,461 % | 3,708 % | 2,453 % | 6,332 % | 3,080 % | 2,425 % 35 | 2,479 % | 3,700 % | 2,472 % | 6,285 % | 3,087 % | 2,444 % 36 | 2,497 % | 3,691 % | 2,490 % | 6,239 % | 3,092 % | 2,463 % 37 | 2,514 % | 3,683 % | 2,507 % | 6,195 % | 3,098 % | 2,481 % 38 | 2,531 % | 3,675 % | 2,524 % | 6,152 % | 3,103 % | 2,498 % 39 | 2,547 % | 3,668 % | 2,541 % | 6,111 % | 3,108 % | 2,516 % 40 | 2,563 % | 3,660 % | 2,557 % | 6,071 % | 3,113 % | 2,532 % 41 | 2,579 % | 3,653 % | 2,573 % | 6,032 % | 3,118 % | 2,549 % 42 | 2,594 % | 3,646 % | 2,588 % | 5,995 % | 3,122 % | 2,564 % 43 | 2,608 % | 3,639 % | 2,603 % | 5,959 % | 3,126 % | 2,580 % 44 | 2,623 % | 3,633 % | 2,617 % | 5,925 % | 3,130 % | 2,594 % 45 | 2,636 % | 3,626 % | 2,631 % | 5,891 % | 3,134 % | 2,609 % 46 | 2,649 % | 3,620 % | 2,644 % | 5,859 % | 3,138 % | 2,622 % 47 | 2,662 % | 3,614 % | 2,657 % | 5,828 % | 3,141 % | 2,636 % 48 | 2,674 % | 3,608 % | 2,669 % | 5,799 % | 3,144 % | 2,648 % 49 | 2,686 % | 3,602 % | 2,681 % | 5,770 % | 3,147 % | 2,661 % 50 | 2,698 % | 3,597 % | 2,693 % | 5,742 % | 3,151 % | 2,673 % 51 | 2,709 % | 3,591 % | 2,704 % | 5,715 % | 3,153 % | 2,685 % 52 | 2,720 % | 3,586 % | 2,715 % | 5,690 % | 3,156 % | 2,696 % 53 | 2,730 % | 3,581 % | 2,726 % | 5,665 % | 3,159 % | 2,707 % 54 | 2,740 % | 3,576 % | 2,736 % | 5,641 % | 3,162 % | 2,717 % 55 | 2,750 % | 3,572 % | 2,746 % | 5,618 % | 3,164 % | 2,728 % 56 | 2,760 % | 3,567 % | 2,755 % | 5,595 % | 3,167 % | 2,737 % 57 | 2,769 % | 3,563 % | 2,765 % | 5,573 % | 3,169 % | 2,747 % 58 | 2,778 % | 3,558 % | 2,774 % | 5,553 % | 3,171 % | 2,756 % 59 | 2,786 % | 3,554 % | 2,782 % | 5,532 % | 3,173 % | 2,765 % 60 | 2,795 % | 3,550 % | 2,791 % | 5,513 % | 3,175 % | 2,774 % 61 | 2,803 % | 3,546 % | 2,799 % | 5,494 % | 3,177 % | 2,782 % 62 | 2,811 % | 3,542 % | 2,807 % | 5,475 % | 3,179 % | 2,791 % 63 | 2,818 % | 3,539 % | 2,814 % | 5,457 % | 3,181 % | 2,799 % 64 | 2,826 % | 3,535 % | 2,822 % | 5,440 % | 3,183 % | 2,806 % 65 | 2,833 % | 3,532 % | 2,829 % | 5,423 % | 3,185 % | 2,814 % 66 | 2,840 % | 3,528 % | 2,836 % | 5,407 % | 3,187 % | 2,821 % 67 | 2,847 % | 3,525 % | 2,843 % | 5,391 % | 3,188 % | 2,828 % 68 | 2,853 % | 3,522 % | 2,850 % | 5,376 % | 3,190 % | 2,835 % 69 | 2,860 % | 3,518 % | 2,856 % | 5,361 % | 3,192 % | 2,842 % 70 | 2,866 % | 3,515 % | 2,862 % | 5,347 % | 3,193 % | 2,848 % 71 | 2,872 % | 3,512 % | 2,868 % | 5,332 % | 3,195 % | 2,854 % 72 | 2,878 % | 3,509 % | 2,874 % | 5,319 % | 3,196 % | 2,861 % 73 | 2,884 % | 3,507 % | 2,880 % | 5,306 % | 3,198 % | 2,867 % 74 | 2,889 % | 3,504 % | 2,886 % | 5,293 % | 3,199 % | 2,872 % 75 | 2,895 % | 3,501 % | 2,891 % | 5,280 % | 3,200 % | 2,878 % 76 | 2,900 % | 3,499 % | 2,897 % | 5,268 % | 3,202 % | 2,884 % 77 | 2,905 % | 3,496 % | 2,902 % | 5,256 % | 3,203 % | 2,889 % 78 | 2,910 % | 3,494 % | 2,907 % | 5,244 % | 3,204 % | 2,894 % 79 | 2,915 % | 3,491 % | 2,912 % | 5,233 % | 3,205 % | 2,899 % 80 | 2,920 % | 3,489 % | 2,917 % | 5,222 % | 3,207 % | 2,904 % 81 | 2,925 % | 3,486 % | 2,921 % | 5,211 % | 3,208 % | 2,909 % 82 | 2,929 % | 3,484 % | 2,926 % | 5,200 % | 3,209 % | 2,914 % 83 | 2,934 % | 3,482 % | 2,931 % | 5,190 % | 3,210 % | 2,918 % 84 | 2,938 % | 3,480 % | 2,935 % | 5,180 % | 3,211 % | 2,923 % 85 | 2,942 % | 3,478 % | 2,939 % | 5,170 % | 3,212 % | 2,927 % 86 | 2,946 % | 3,476 % | 2,943 % | 5,161 % | 3,213 % | 2,932 % 87 | 2,950 % | 3,474 % | 2,947 % | 5,151 % | 3,214 % | 2,936 % 88 | 2,954 % | 3,472 % | 2,951 % | 5,142 % | 3,215 % | 2,940 % 89 | 2,958 % | 3,470 % | 2,955 % | 5,133 % | 3,216 % | 2,944 % 90 | 2,962 % | 3,468 % | 2,959 % | 5,124 % | 3,217 % | 2,948 % 91 | 2,966 % | 3,466 % | 2,963 % | 5,116 % | 3,218 % | 2,952 % 92 | 2,969 % | 3,464 % | 2,967 % | 5,108 % | 3,219 % | 2,956 % 93 | 2,973 % | 3,462 % | 2,970 % | 5,099 % | 3,220 % | 2,959 % 94 | 2,976 % | 3,461 % | 2,974 % | 5,091 % | 3,220 % | 2,963 % 95 | 2,980 % | 3,459 % | 2,977 % | 5,084 % | 3,221 % | 2,967 % 96 | 2,983 % | 3,457 % | 2,980 % | 5,076 % | 3,222 % | 2,970 % 97 | 2,986 % | 3,456 % | 2,984 % | 5,068 % | 3,223 % | 2,973 % 98 | 2,990 % | 3,454 % | 2,987 % | 5,061 % | 3,224 % | 2,977 % 99 | 2,993 % | 3,453 % | 2,990 % | 5,054 % | 3,224 % | 2,980 % 100 | 2,996 % | 3,451 % | 2,993 % | 5,047 % | 3,225 % | 2,983 % 101 | 2,999 % | 3,450 % | 2,996 % | 5,040 % | 3,226 % | 2,986 % 102 | 3,002 % | 3,448 % | 2,999 % | 5,033 % | 3,227 % | 2,989 % 103 | 3,005 % | 3,447 % | 3,002 % | 5,026 % | 3,227 % | 2,992 % 104 | 3,007 % | 3,445 % | 3,005 % | 5,020 % | 3,228 % | 2,995 % 105 | 3,010 % | 3,444 % | 3,008 % | 5,014 % | 3,229 % | 2,998 % 106 | 3,013 % | 3,443 % | 3,011 % | 5,007 % | 3,229 % | 3,001 % 107 | 3,016 % | 3,441 % | 3,013 % | 5,001 % | 3,230 % | 3,004 % 108 | 3,018 % | 3,440 % | 3,016 % | 4,995 % | 3,231 % | 3,007 % 109 | 3,021 % | 3,439 % | 3,018 % | 4,989 % | 3,231 % | 3,009 % 110 | 3,023 % | 3,437 % | 3,021 % | 4,983 % | 3,232 % | 3,012 % 111 | 3,026 % | 3,436 % | 3,024 % | 4,978 % | 3,233 % | 3,015 % 112 | 3,028 % | 3,435 % | 3,026 % | 4,972 % | 3,233 % | 3,017 % 113 | 3,031 % | 3,434 % | 3,028 % | 4,966 % | 3,234 % | 3,020 % 114 | 3,033 % | 3,433 % | 3,031 % | 4,961 % | 3,234 % | 3,022 % 115 | 3,035 % | 3,431 % | 3,033 % | 4,956 % | 3,235 % | 3,024 % 116 | 3,038 % | 3,430 % | 3,035 % | 4,950 % | 3,236 % | 3,027 % 117 | 3,040 % | 3,429 % | 3,038 % | 4,945 % | 3,236 % | 3,029 % 118 | 3,042 % | 3,428 % | 3,040 % | 4,940 % | 3,237 % | 3,031 % 119 | 3,044 % | 3,427 % | 3,042 % | 4,935 % | 3,237 % | 3,034 % 120 | 3,046 % | 3,426 % | 3,044 % | 4,930 % | 3,238 % | 3,036 % 121 | 3,048 % | 3,425 % | 3,046 % | 4,926 % | 3,238 % | 3,038 % 122 | 3,051 % | 3,424 % | 3,048 % | 4,921 % | 3,239 % | 3,040 % 123 | 3,053 % | 3,423 % | 3,050 % | 4,916 % | 3,239 % | 3,042 % 124 | 3,055 % | 3,422 % | 3,053 % | 4,912 % | 3,240 % | 3,044 % 125 | 3,056 % | 3,421 % | 3,054 % | 4,907 % | 3,240 % | 3,046 % 126 | 3,058 % | 3,420 % | 3,056 % | 4,903 % | 3,241 % | 3,048 % 127 | 3,060 % | 3,419 % | 3,058 % | 4,898 % | 3,241 % | 3,050 % 128 | 3,062 % | 3,418 % | 3,060 % | 4,894 % | 3,242 % | 3,052 % 129 | 3,064 % | 3,417 % | 3,062 % | 4,890 % | 3,242 % | 3,054 % 130 | 3,066 % | 3,416 % | 3,064 % | 4,886 % | 3,242 % | 3,056 % 131 | 3,068 % | 3,415 % | 3,066 % | 4,881 % | 3,243 % | 3,058 % 132 | 3,069 % | 3,414 % | 3,067 % | 4,877 % | 3,243 % | 3,060 % 133 | 3,071 % | 3,414 % | 3,069 % | 4,873 % | 3,244 % | 3,062 % 134 | 3,073 % | 3,413 % | 3,071 % | 4,870 % | 3,244 % | 3,063 % 135 | 3,075 % | 3,412 % | 3,073 % | 4,866 % | 3,245 % | 3,065 % 136 | 3,076 % | 3,411 % | 3,074 % | 4,862 % | 3,245 % | 3,067 % 137 | 3,078 % | 3,410 % | 3,076 % | 4,858 % | 3,245 % | 3,069 % 138 | 3,079 % | 3,409 % | 3,078 % | 4,854 % | 3,246 % | 3,070 % 139 | 3,081 % | 3,409 % | 3,079 % | 4,851 % | 3,246 % | 3,072 % 140 | 3,083 % | 3,408 % | 3,081 % | 4,847 % | 3,247 % | 3,074 % 141 | 3,084 % | 3,407 % | 3,082 % | 4,844 % | 3,247 % | 3,075 % 142 | 3,086 % | 3,406 % | 3,084 % | 4,840 % | 3,247 % | 3,077 % 143 | 3,087 % | 3,406 % | 3,085 % | 4,837 % | 3,248 % | 3,078 % 144 | 3,089 % | 3,405 % | 3,087 % | 4,833 % | 3,248 % | 3,080 % 145 | 3,090 % | 3,404 % | 3,088 % | 4,830 % | 3,248 % | 3,081 % 146 | 3,091 % | 3,403 % | 3,090 % | 4,827 % | 3,249 % | 3,083 % 147 | 3,093 % | 3,403 % | 3,091 % | 4,824 % | 3,249 % | 3,084 % 148 | 3,094 % | 3,402 % | 3,093 % | 4,820 % | 3,249 % | 3,086 % 149 | 3,096 % | 3,401 % | 3,094 % | 4,817 % | 3,250 % | 3,087 % 150 | 3,097 % | 3,401 % | 3,095 % | 4,814 % | 3,250 % | 3,089 % Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc ---|---|---|---|---|---|--- 1 | 4,457 % | 6,671 % | 4,970 % | 8,197 % | 4,299 % | 0,050 % 2 | 4,263 % | 6,902 % | 5,074 % | 7,810 % | 4,235 % | 0,020 % 3 | 4,153 % | 7,074 % | 5,224 % | 7,479 % | 4,139 % | 0,060 % 4 | 4,080 % | 7,198 % | 5,369 % | 7,196 % | 4,053 % | 0,118 % 5 | 4,038 % | 7,275 % | 5,495 % | 6,938 % | 3,995 % | 0,170 % 6 | 4,016 % | 7,313 % | 5,596 % | 6,702 % | 3,964 % | 0,213 % 7 | 4,013 % | 7,328 % | 5,674 % | 6,481 % | 3,949 % | 0,251 % 8 | 4,024 % | 7,310 % | 5,731 % | 6,264 % | 3,941 % | 0,291 % 9 | 4,045 % | 7,284 % | 5,763 % | 6,051 % | 3,936 % | 0,333 % 10 | 4,072 % | 7,252 % | 5,780 % | 5,866 % | 3,929 % | 0,380 % 11 | 4,106 % | 7,201 % | 5,775 % | 5,709 % | 3,920 % | 0,432 % 12 | 4,141 % | 7,134 % | 5,753 % | 5,572 % | 3,910 % | 0,487 % 13 | 4,174 % | 7,054 % | 5,719 % | 5,451 % | 3,898 % | 0,543 % 14 | 4,204 % | 6,967 % | 5,677 % | 5,344 % | 3,885 % | 0,598 % 15 | 4,230 % | 6,876 % | 5,628 % | 5,247 % | 3,872 % | 0,653 % 16 | 4,252 % | 6,781 % | 5,576 % | 5,160 % | 3,859 % | 0,706 % 17 | 4,271 % | 6,686 % | 5,521 % | 5,080 % | 3,846 % | 0,758 % 18 | 4,285 % | 6,590 % | 5,466 % | 5,006 % | 3,833 % | 0,807 % 19 | 4,296 % | 6,495 % | 5,409 % | 4,938 % | 3,820 % | 0,855 % 20 | 4,304 % | 6,402 % | 5,353 % | 4,876 % | 3,807 % | 0,901 % 21 | 4,308 % | 6,311 % | 5,297 % | 4,818 % | 3,795 % | 0,944 % 22 | 4,308 % | 6,223 % | 5,242 % | 4,763 % | 3,783 % | 0,986 % 23 | 4,307 % | 6,137 % | 5,189 % | 4,712 % | 3,771 % | 1,026 % 24 | 4,302 % | 6,054 % | 5,137 % | 4,665 % | 3,759 % | 1,064 % 25 | 4,296 % | 5,973 % | 5,086 % | 4,620 % | 3,748 % | 1,101 % 26 | 4,288 % | 5,896 % | 5,037 % | 4,578 % | 3,737 % | 1,136 % 27 | 4,277 % | 5,822 % | 4,990 % | 4,538 % | 3,727 % | 1,169 % 28 | 4,265 % | 5,750 % | 4,944 % | 4,501 % | 3,716 % | 1,201 % 29 | 4,250 % | 5,682 % | 4,900 % | 4,465 % | 3,706 % | 1,231 % 30 | 4,232 % | 5,616 % | 4,857 % | 4,432 % | 3,697 % | 1,260 % 31 | 4,212 % | 5,553 % | 4,816 % | 4,400 % | 3,688 % | 1,288 % 32 | 4,190 % | 5,492 % | 4,777 % | 4,370 % | 3,679 % | 1,314 % 33 | 4,167 % | 5,434 % | 4,739 % | 4,341 % | 3,670 % | 1,340 % 34 | 4,143 % | 5,379 % | 4,703 % | 4,313 % | 3,662 % | 1,364 % 35 | 4,118 % | 5,326 % | 4,668 % | 4,287 % | 3,654 % | 1,387 % 36 | 4,092 % | 5,275 % | 4,635 % | 4,262 % | 3,646 % | 1,409 % 37 | 4,067 % | 5,226 % | 4,602 % | 4,239 % | 3,638 % | 1,431 % 38 | 4,041 % | 5,179 % | 4,571 % | 4,216 % | 3,631 % | 1,451 % 39 | 4,017 % | 5,134 % | 4,542 % | 4,194 % | 3,624 % | 1,471 % 40 | 3,992 % | 5,091 % | 4,513 % | 4,173 % | 3,617 % | 1,490 % 41 | 3,968 % | 5,050 % | 4,486 % | 4,154 % | 3,611 % | 1,508 % 42 | 3,945 % | 5,010 % | 4,460 % | 4,134 % | 3,605 % | 1,525 % 43 | 3,923 % | 4,972 % | 4,434 % | 4,116 % | 3,598 % | 1,542 % 44 | 3,902 % | 4,936 % | 4,410 % | 4,099 % | 3,593 % | 1,558 % 45 | 3,881 % | 4,901 % | 4,386 % | 4,082 % | 3,587 % | 1,573 % 46 | 3,862 % | 4,867 % | 4,364 % | 4,066 % | 3,581 % | 1,588 % 47 | 3,843 % | 4,835 % | 4,342 % | 4,050 % | 3,576 % | 1,602 % 48 | 3,825 % | 4,803 % | 4,321 % | 4,035 % | 3,571 % | 1,616 % 49 | 3,809 % | 4,773 % | 4,301 % | 4,020 % | 3,566 % | 1,629 % 50 | 3,793 % | 4,744 % | 4,282 % | 4,007 % | 3,561 % | 1,642 % 51 | 3,779 % | 4,717 % | 4,263 % | 3,993 % | 3,556 % | 1,655 % 52 | 3,765 % | 4,690 % | 4,245 % | 3,980 % | 3,552 % | 1,666 % 53 | 3,752 % | 4,664 % | 4,227 % | 3,968 % | 3,547 % | 1,678 % 54 | 3,740 % | 4,639 % | 4,211 % | 3,956 % | 3,543 % | 1,689 % 55 | 3,729 % | 4,615 % | 4,194 % | 3,944 % | 3,539 % | 1,700 % 56 | 3,719 % | 4,591 % | 4,179 % | 3,933 % | 3,535 % | 1,710 % 57 | 3,708 % | 4,569 % | 4,163 % | 3,922 % | 3,531 % | 1,720 % 58 | 3,699 % | 4,547 % | 4,149 % | 3,911 % | 3,527 % | 1,730 % 59 | 3,690 % | 4,526 % | 4,134 % | 3,901 % | 3,524 % | 1,740 % 60 | 3,682 % | 4,506 % | 4,121 % | 3,891 % | 3,520 % | 1,749 % 61 | 3,674 % | 4,486 % | 4,107 % | 3,882 % | 3,517 % | 1,757 % 62 | 3,666 % | 4,467 % | 4,094 % | 3,872 % | 3,513 % | 1,766 % 63 | 3,659 % | 4,448 % | 4,082 % | 3,863 % | 3,510 % | 1,774 % 64 | 3,652 % | 4,430 % | 4,070 % | 3,855 % | 3,507 % | 1,782 % 65 | 3,645 % | 4,413 % | 4,058 % | 3,846 % | 3,504 % | 1,790 % 66 | 3,639 % | 4,396 % | 4,047 % | 3,838 % | 3,501 % | 1,798 % 67 | 3,633 % | 4,380 % | 4,035 % | 3,830 % | 3,498 % | 1,805 % 68 | 3,627 % | 4,364 % | 4,025 % | 3,822 % | 3,495 % | 1,813 % 69 | 3,621 % | 4,348 % | 4,014 % | 3,815 % | 3,492 % | 1,819 % 70 | 3,616 % | 4,333 % | 4,004 % | 3,808 % | 3,490 % | 1,826 % 71 | 3,611 % | 4,319 % | 3,994 % | 3,800 % | 3,487 % | 1,833 % 72 | 3,606 % | 4,305 % | 3,984 % | 3,794 % | 3,485 % | 1,839 % 73 | 3,601 % | 4,291 % | 3,975 % | 3,787 % | 3,482 % | 1,846 % 74 | 3,596 % | 4,277 % | 3,966 % | 3,780 % | 3,480 % | 1,852 % 75 | 3,592 % | 4,264 % | 3,957 % | 3,774 % | 3,477 % | 1,858 % 76 | 3,588 % | 4,252 % | 3,948 % | 3,768 % | 3,475 % | 1,863 % 77 | 3,583 % | 4,239 % | 3,940 % | 3,762 % | 3,473 % | 1,869 % 78 | 3,579 % | 4,227 % | 3,932 % | 3,756 % | 3,471 % | 1,874 % 79 | 3,576 % | 4,215 % | 3,924 % | 3,750 % | 3,468 % | 1,880 % 80 | 3,572 % | 4,204 % | 3,916 % | 3,744 % | 3,466 % | 1,885 % 81 | 3,568 % | 4,193 % | 3,908 % | 3,739 % | 3,464 % | 1,890 % 82 | 3,565 % | 4,182 % | 3,901 % | 3,734 % | 3,462 % | 1,895 % 83 | 3,561 % | 4,171 % | 3,894 % | 3,728 % | 3,460 % | 1,900 % 84 | 3,558 % | 4,161 % | 3,887 % | 3,723 % | 3,458 % | 1,905 % 85 | 3,555 % | 4,151 % | 3,880 % | 3,718 % | 3,457 % | 1,909 % 86 | 3,552 % | 4,141 % | 3,873 % | 3,713 % | 3,455 % | 1,914 % 87 | 3,549 % | 4,131 % | 3,866 % | 3,709 % | 3,453 % | 1,918 % 88 | 3,546 % | 4,121 % | 3,860 % | 3,704 % | 3,451 % | 1,923 % 89 | 3,543 % | 4,112 % | 3,854 % | 3,699 % | 3,450 % | 1,927 % 90 | 3,540 % | 4,103 % | 3,847 % | 3,695 % | 3,448 % | 1,931 % 91 | 3,537 % | 4,094 % | 3,841 % | 3,691 % | 3,446 % | 1,935 % 92 | 3,534 % | 4,086 % | 3,835 % | 3,686 % | 3,445 % | 1,939 % 93 | 3,532 % | 4,077 % | 3,830 % | 3,682 % | 3,443 % | 1,943 % 94 | 3,529 % | 4,069 % | 3,824 % | 3,678 % | 3,442 % | 1,947 % 95 | 3,527 % | 4,061 % | 3,819 % | 3,674 % | 3,440 % | 1,950 % 96 | 3,524 % | 4,053 % | 3,813 % | 3,670 % | 3,439 % | 1,954 % 97 | 3,522 % | 4,045 % | 3,808 % | 3,666 % | 3,437 % | 1,958 % 98 | 3,520 % | 4,037 % | 3,803 % | 3,663 % | 3,436 % | 1,961 % 99 | 3,517 % | 4,030 % | 3,798 % | 3,659 % | 3,435 % | 1,964 % 100 | 3,515 % | 4,023 % | 3,793 % | 3,655 % | 3,433 % | 1,968 % 101 | 3,513 % | 4,015 % | 3,788 % | 3,652 % | 3,432 % | 1,971 % 102 | 3,511 % | 4,008 % | 3,783 % | 3,649 % | 3,431 % | 1,974 % 103 | 3,509 % | 4,001 % | 3,778 % | 3,645 % | 3,429 % | 1,977 % 104 | 3,507 % | 3,995 % | 3,774 % | 3,642 % | 3,428 % | 1,981 % 105 | 3,505 % | 3,988 % | 3,769 % | 3,639 % | 3,427 % | 1,984 % 106 | 3,503 % | 3,982 % | 3,765 % | 3,635 % | 3,426 % | 1,987 % 107 | 3,501 % | 3,975 % | 3,760 % | 3,632 % | 3,425 % | 1,989 % 108 | 3,499 % | 3,969 % | 3,756 % | 3,629 % | 3,423 % | 1,992 % 109 | 3,497 % | 3,963 % | 3,752 % | 3,626 % | 3,422 % | 1,995 % 110 | 3,495 % | 3,957 % | 3,748 % | 3,623 % | 3,421 % | 1,998 % 111 | 3,493 % | 3,951 % | 3,744 % | 3,620 % | 3,420 % | 2,001 % 112 | 3,492 % | 3,945 % | 3,740 % | 3,617 % | 3,419 % | 2,003 % 113 | 3,490 % | 3,939 % | 3,736 % | 3,615 % | 3,418 % | 2,006 % 114 | 3,488 % | 3,934 % | 3,732 % | 3,612 % | 3,417 % | 2,009 % 115 | 3,487 % | 3,928 % | 3,728 % | 3,609 % | 3,416 % | 2,011 % 116 | 3,485 % | 3,923 % | 3,724 % | 3,606 % | 3,415 % | 2,014 % 117 | 3,483 % | 3,917 % | 3,721 % | 3,604 % | 3,414 % | 2,016 % 118 | 3,482 % | 3,912 % | 3,717 % | 3,601 % | 3,413 % | 2,018 % 119 | 3,480 % | 3,907 % | 3,714 % | 3,599 % | 3,412 % | 2,021 % 120 | 3,479 % | 3,902 % | 3,710 % | 3,596 % | 3,411 % | 2,023 % 121 | 3,477 % | 3,897 % | 3,707 % | 3,594 % | 3,410 % | 2,025 % 122 | 3,476 % | 3,892 % | 3,704 % | 3,591 % | 3,409 % | 2,028 % 123 | 3,474 % | 3,887 % | 3,700 % | 3,589 % | 3,408 % | 2,030 % 124 | 3,473 % | 3,882 % | 3,697 % | 3,587 % | 3,407 % | 2,032 % 125 | 3,472 % | 3,878 % | 3,694 % | 3,584 % | 3,407 % | 2,034 % 126 | 3,470 % | 3,873 % | 3,691 % | 3,582 % | 3,406 % | 2,036 % 127 | 3,469 % | 3,869 % | 3,688 % | 3,580 % | 3,405 % | 2,038 % 128 | 3,468 % | 3,864 % | 3,685 % | 3,578 % | 3,404 % | 2,040 % 129 | 3,466 % | 3,860 % | 3,682 % | 3,575 % | 3,403 % | 2,042 % 130 | 3,465 % | 3,855 % | 3,679 % | 3,573 % | 3,403 % | 2,044 % 131 | 3,464 % | 3,851 % | 3,676 % | 3,571 % | 3,402 % | 2,046 % 132 | 3,463 % | 3,847 % | 3,673 % | 3,569 % | 3,401 % | 2,048 % 133 | 3,461 % | 3,843 % | 3,670 % | 3,567 % | 3,400 % | 2,050 % 134 | 3,460 % | 3,839 % | 3,667 % | 3,565 % | 3,399 % | 2,052 % 135 | 3,459 % | 3,835 % | 3,665 % | 3,563 % | 3,399 % | 2,054 % 136 | 3,458 % | 3,831 % | 3,662 % | 3,561 % | 3,398 % | 2,056 % 137 | 3,457 % | 3,827 % | 3,659 % | 3,559 % | 3,397 % | 2,057 % 138 | 3,455 % | 3,823 % | 3,657 % | 3,557 % | 3,397 % | 2,059 % 139 | 3,454 % | 3,819 % | 3,654 % | 3,556 % | 3,396 % | 2,061 % 140 | 3,453 % | 3,816 % | 3,652 % | 3,554 % | 3,395 % | 2,063 % 141 | 3,452 % | 3,812 % | 3,649 % | 3,552 % | 3,395 % | 2,064 % 142 | 3,451 % | 3,808 % | 3,647 % | 3,550 % | 3,394 % | 2,066 % 143 | 3,450 % | 3,805 % | 3,644 % | 3,548 % | 3,393 % | 2,068 % 144 | 3,449 % | 3,801 % | 3,642 % | 3,547 % | 3,393 % | 2,069 % 145 | 3,448 % | 3,798 % | 3,639 % | 3,545 % | 3,392 % | 2,071 % 146 | 3,447 % | 3,794 % | 3,637 % | 3,543 % | 3,391 % | 2,072 % 147 | 3,446 % | 3,791 % | 3,635 % | 3,542 % | 3,391 % | 2,074 % 148 | 3,445 % | 3,788 % | 3,633 % | 3,540 % | 3,390 % | 2,075 % 149 | 3,444 % | 3,784 % | 3,630 % | 3,538 % | 3,389 % | 2,077 % 150 | 3,443 % | 3,781 % | 3,628 % | 3,537 % | 3,389 % | 2,078 % Term to maturity (in years) | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso | Hong Kong dollar ---|---|---|---|---|---|--- 1 | 4,152 % | 2,040 % | 2,881 % | 4,685 % | 8,468 % | 3,628 % 2 | 3,956 % | 1,938 % | 2,756 % | 5,124 % | 9,312 % | 3,492 % 3 | 3,890 % | 1,928 % | 2,719 % | 5,387 % | 9,924 % | 3,419 % 4 | 3,902 % | 1,970 % | 2,708 % | 5,525 % | 10,367 % | 3,371 % 5 | 3,948 % | 2,037 % | 2,733 % | 5,604 % | 10,759 % | 3,345 % 6 | 4,018 % | 2,112 % | 2,778 % | 5,651 % | 11,076 % | 3,341 % 7 | 4,096 % | 2,187 % | 2,834 % | 5,675 % | 11,353 % | 3,349 % 8 | 4,166 % | 2,258 % | 2,895 % | 5,684 % | 11,597 % | 3,362 % 9 | 4,232 % | 2,323 % | 2,951 % | 5,683 % | 11,811 % | 3,378 % 10 | 4,288 % | 2,380 % | 2,996 % | 5,673 % | 12,007 % | 3,395 % 11 | 4,338 % | 2,430 % | 3,028 % | 5,655 % | 12,127 % | 3,410 % 12 | 4,381 % | 2,474 % | 3,049 % | 5,633 % | 12,174 % | 3,424 % 13 | 4,418 % | 2,512 % | 3,062 % | 5,608 % | 12,164 % | 3,437 % 14 | 4,449 % | 2,547 % | 3,070 % | 5,580 % | 12,110 % | 3,447 % 15 | 4,474 % | 2,579 % | 3,074 % | 5,551 % | 12,022 % | 3,455 % 16 | 4,492 % | 2,608 % | 3,075 % | 5,521 % | 11,907 % | 3,462 % 17 | 4,504 % | 2,635 % | 3,074 % | 5,492 % | 11,772 % | 3,466 % 18 | 4,509 % | 2,660 % | 3,072 % | 5,462 % | 11,621 % | 3,469 % 19 | 4,507 % | 2,682 % | 3,068 % | 5,432 % | 11,460 % | 3,471 % 20 | 4,499 % | 2,704 % | 3,065 % | 5,403 % | 11,291 % | 3,472 % 21 | 4,483 % | 2,724 % | 3,061 % | 5,375 % | 11,117 % | 3,472 % 22 | 4,462 % | 2,742 % | 3,057 % | 5,348 % | 10,941 % | 3,472 % 23 | 4,437 % | 2,760 % | 3,054 % | 5,321 % | 10,765 % | 3,471 % 24 | 4,410 % | 2,776 % | 3,050 % | 5,295 % | 10,590 % | 3,470 % 25 | 4,380 % | 2,792 % | 3,047 % | 5,269 % | 10,417 % | 3,469 % 26 | 4,350 % | 2,807 % | 3,045 % | 5,245 % | 10,248 % | 3,467 % 27 | 4,320 % | 2,821 % | 3,043 % | 5,222 % | 10,083 % | 3,465 % 28 | 4,290 % | 2,834 % | 3,042 % | 5,199 % | 9,923 % | 3,463 % 29 | 4,261 % | 2,847 % | 3,041 % | 5,177 % | 9,767 % | 3,461 % 30 | 4,234 % | 2,859 % | 3,041 % | 5,156 % | 9,617 % | 3,459 % 31 | 4,207 % | 2,870 % | 3,041 % | 5,136 % | 9,473 % | 3,456 % 32 | 4,182 % | 2,881 % | 3,042 % | 5,116 % | 9,333 % | 3,454 % 33 | 4,159 % | 2,892 % | 3,044 % | 5,097 % | 9,199 % | 3,452 % 34 | 4,136 % | 2,902 % | 3,046 % | 5,079 % | 9,071 % | 3,449 % 35 | 4,115 % | 2,911 % | 3,048 % | 5,062 % | 8,947 % | 3,447 % 36 | 4,095 % | 2,920 % | 3,051 % | 5,045 % | 8,829 % | 3,445 % 37 | 4,076 % | 2,929 % | 3,053 % | 5,029 % | 8,716 % | 3,442 % 38 | 4,057 % | 2,937 % | 3,056 % | 5,014 % | 8,607 % | 3,440 % 39 | 4,040 % | 2,945 % | 3,059 % | 4,999 % | 8,503 % | 3,438 % 40 | 4,023 % | 2,953 % | 3,062 % | 4,984 % | 8,403 % | 3,435 % 41 | 4,007 % | 2,961 % | 3,066 % | 4,971 % | 8,307 % | 3,433 % 42 | 3,991 % | 2,968 % | 3,069 % | 4,957 % | 8,216 % | 3,431 % 43 | 3,977 % | 2,975 % | 3,072 % | 4,944 % | 8,128 % | 3,429 % 44 | 3,962 % | 2,981 % | 3,075 % | 4,932 % | 8,043 % | 3,426 % 45 | 3,949 % | 2,988 % | 3,078 % | 4,920 % | 7,962 % | 3,424 % 46 | 3,936 % | 2,994 % | 3,082 % | 4,909 % | 7,885 % | 3,422 % 47 | 3,923 % | 3,000 % | 3,085 % | 4,898 % | 7,810 % | 3,420 % 48 | 3,911 % | 3,005 % | 3,088 % | 4,887 % | 7,738 % | 3,418 % 49 | 3,899 % | 3,011 % | 3,091 % | 4,876 % | 7,669 % | 3,416 % 50 | 3,888 % | 3,016 % | 3,094 % | 4,867 % | 7,603 % | 3,414 % 51 | 3,877 % | 3,021 % | 3,097 % | 4,857 % | 7,539 % | 3,413 % 52 | 3,867 % | 3,026 % | 3,101 % | 4,848 % | 7,477 % | 3,411 % 53 | 3,857 % | 3,031 % | 3,104 % | 4,839 % | 7,418 % | 3,409 % 54 | 3,847 % | 3,036 % | 3,106 % | 4,830 % | 7,361 % | 3,407 % 55 | 3,837 % | 3,040 % | 3,109 % | 4,821 % | 7,306 % | 3,406 % 56 | 3,828 % | 3,045 % | 3,112 % | 4,813 % | 7,253 % | 3,404 % 57 | 3,819 % | 3,049 % | 3,115 % | 4,805 % | 7,202 % | 3,402 % 58 | 3,811 % | 3,053 % | 3,118 % | 4,798 % | 7,152 % | 3,401 % 59 | 3,802 % | 3,057 % | 3,120 % | 4,790 % | 7,104 % | 3,399 % 60 | 3,794 % | 3,061 % | 3,123 % | 4,783 % | 7,058 % | 3,398 % 61 | 3,786 % | 3,065 % | 3,125 % | 4,776 % | 7,013 % | 3,396 % 62 | 3,779 % | 3,068 % | 3,128 % | 4,769 % | 6,970 % | 3,395 % 63 | 3,772 % | 3,072 % | 3,130 % | 4,763 % | 6,928 % | 3,394 % 64 | 3,764 % | 3,075 % | 3,133 % | 4,757 % | 6,887 % | 3,392 % 65 | 3,757 % | 3,079 % | 3,135 % | 4,750 % | 6,848 % | 3,391 % 66 | 3,751 % | 3,082 % | 3,137 % | 4,744 % | 6,809 % | 3,390 % 67 | 3,744 % | 3,085 % | 3,140 % | 4,739 % | 6,772 % | 3,389 % 68 | 3,738 % | 3,088 % | 3,142 % | 4,733 % | 6,736 % | 3,387 % 69 | 3,732 % | 3,091 % | 3,144 % | 4,727 % | 6,701 % | 3,386 % 70 | 3,726 % | 3,094 % | 3,146 % | 4,722 % | 6,668 % | 3,385 % 71 | 3,720 % | 3,097 % | 3,148 % | 4,717 % | 6,635 % | 3,384 % 72 | 3,714 % | 3,100 % | 3,150 % | 4,712 % | 6,603 % | 3,383 % 73 | 3,708 % | 3,102 % | 3,152 % | 4,707 % | 6,571 % | 3,382 % 74 | 3,703 % | 3,105 % | 3,154 % | 4,702 % | 6,541 % | 3,381 % 75 | 3,698 % | 3,107 % | 3,156 % | 4,698 % | 6,512 % | 3,380 % 76 | 3,693 % | 3,110 % | 3,157 % | 4,693 % | 6,483 % | 3,379 % 77 | 3,688 % | 3,112 % | 3,159 % | 4,689 % | 6,455 % | 3,378 % 78 | 3,683 % | 3,115 % | 3,161 % | 4,684 % | 6,428 % | 3,377 % 79 | 3,678 % | 3,117 % | 3,163 % | 4,680 % | 6,401 % | 3,376 % 80 | 3,673 % | 3,119 % | 3,164 % | 4,676 % | 6,375 % | 3,375 % 81 | 3,669 % | 3,122 % | 3,166 % | 4,672 % | 6,350 % | 3,374 % 82 | 3,664 % | 3,124 % | 3,167 % | 4,668 % | 6,325 % | 3,373 % 83 | 3,660 % | 3,126 % | 3,169 % | 4,664 % | 6,301 % | 3,372 % 84 | 3,656 % | 3,128 % | 3,171 % | 4,660 % | 6,278 % | 3,371 % 85 | 3,652 % | 3,130 % | 3,172 % | 4,657 % | 6,255 % | 3,370 % 86 | 3,647 % | 3,132 % | 3,173 % | 4,653 % | 6,233 % | 3,370 % 87 | 3,644 % | 3,134 % | 3,175 % | 4,650 % | 6,211 % | 3,369 % 88 | 3,640 % | 3,136 % | 3,176 % | 4,646 % | 6,190 % | 3,368 % 89 | 3,636 % | 3,137 % | 3,178 % | 4,643 % | 6,169 % | 3,367 % 90 | 3,632 % | 3,139 % | 3,179 % | 4,640 % | 6,148 % | 3,367 % 91 | 3,629 % | 3,141 % | 3,180 % | 4,637 % | 6,128 % | 3,366 % 92 | 3,625 % | 3,143 % | 3,182 % | 4,633 % | 6,109 % | 3,365 % 93 | 3,622 % | 3,144 % | 3,183 % | 4,630 % | 6,090 % | 3,365 % 94 | 3,618 % | 3,146 % | 3,184 % | 4,627 % | 6,071 % | 3,364 % 95 | 3,615 % | 3,148 % | 3,185 % | 4,624 % | 6,053 % | 3,363 % 96 | 3,612 % | 3,149 % | 3,186 % | 4,622 % | 6,035 % | 3,363 % 97 | 3,608 % | 3,151 % | 3,188 % | 4,619 % | 6,017 % | 3,362 % 98 | 3,605 % | 3,152 % | 3,189 % | 4,616 % | 6,000 % | 3,361 % 99 | 3,602 % | 3,154 % | 3,190 % | 4,613 % | 5,984 % | 3,361 % 100 | 3,599 % | 3,155 % | 3,191 % | 4,611 % | 5,967 % | 3,360 % 101 | 3,596 % | 3,157 % | 3,192 % | 4,608 % | 5,951 % | 3,359 % 102 | 3,593 % | 3,158 % | 3,193 % | 4,606 % | 5,935 % | 3,359 % 103 | 3,590 % | 3,159 % | 3,194 % | 4,603 % | 5,920 % | 3,358 % 104 | 3,588 % | 3,161 % | 3,195 % | 4,601 % | 5,904 % | 3,358 % 105 | 3,585 % | 3,162 % | 3,196 % | 4,598 % | 5,890 % | 3,357 % 106 | 3,582 % | 3,163 % | 3,197 % | 4,596 % | 5,875 % | 3,357 % 107 | 3,580 % | 3,165 % | 3,198 % | 4,594 % | 5,861 % | 3,356 % 108 | 3,577 % | 3,166 % | 3,199 % | 4,591 % | 5,846 % | 3,356 % 109 | 3,574 % | 3,167 % | 3,200 % | 4,589 % | 5,833 % | 3,355 % 110 | 3,572 % | 3,168 % | 3,201 % | 4,587 % | 5,819 % | 3,355 % 111 | 3,570 % | 3,169 % | 3,202 % | 4,585 % | 5,806 % | 3,354 % 112 | 3,567 % | 3,171 % | 3,203 % | 4,583 % | 5,793 % | 3,354 % 113 | 3,565 % | 3,172 % | 3,203 % | 4,581 % | 5,780 % | 3,353 % 114 | 3,562 % | 3,173 % | 3,204 % | 4,579 % | 5,767 % | 3,353 % 115 | 3,560 % | 3,174 % | 3,205 % | 4,577 % | 5,755 % | 3,352 % 116 | 3,558 % | 3,175 % | 3,206 % | 4,575 % | 5,743 % | 3,352 % 117 | 3,556 % | 3,176 % | 3,207 % | 4,573 % | 5,731 % | 3,351 % 118 | 3,554 % | 3,177 % | 3,207 % | 4,571 % | 5,719 % | 3,351 % 119 | 3,551 % | 3,178 % | 3,208 % | 4,569 % | 5,707 % | 3,351 % 120 | 3,549 % | 3,179 % | 3,209 % | 4,567 % | 5,696 % | 3,350 % 121 | 3,547 % | 3,180 % | 3,210 % | 4,565 % | 5,685 % | 3,350 % 122 | 3,545 % | 3,181 % | 3,210 % | 4,564 % | 5,674 % | 3,349 % 123 | 3,543 % | 3,182 % | 3,211 % | 4,562 % | 5,663 % | 3,349 % 124 | 3,541 % | 3,183 % | 3,212 % | 4,560 % | 5,652 % | 3,348 % 125 | 3,539 % | 3,184 % | 3,213 % | 4,559 % | 5,642 % | 3,348 % 126 | 3,537 % | 3,185 % | 3,213 % | 4,557 % | 5,631 % | 3,348 % 127 | 3,536 % | 3,186 % | 3,214 % | 4,555 % | 5,621 % | 3,347 % 128 | 3,534 % | 3,187 % | 3,215 % | 4,554 % | 5,611 % | 3,347 % 129 | 3,532 % | 3,188 % | 3,215 % | 4,552 % | 5,601 % | 3,347 % 130 | 3,530 % | 3,189 % | 3,216 % | 4,551 % | 5,592 % | 3,346 % 131 | 3,528 % | 3,189 % | 3,217 % | 4,549 % | 5,582 % | 3,346 % 132 | 3,527 % | 3,190 % | 3,217 % | 4,547 % | 5,573 % | 3,346 % 133 | 3,525 % | 3,191 % | 3,218 % | 4,546 % | 5,564 % | 3,345 % 134 | 3,523 % | 3,192 % | 3,219 % | 4,545 % | 5,554 % | 3,345 % 135 | 3,522 % | 3,193 % | 3,219 % | 4,543 % | 5,545 % | 3,345 % 136 | 3,520 % | 3,193 % | 3,220 % | 4,542 % | 5,537 % | 3,344 % 137 | 3,518 % | 3,194 % | 3,220 % | 4,540 % | 5,528 % | 3,344 % 138 | 3,517 % | 3,195 % | 3,221 % | 4,539 % | 5,519 % | 3,344 % 139 | 3,515 % | 3,196 % | 3,221 % | 4,538 % | 5,511 % | 3,343 % 140 | 3,514 % | 3,196 % | 3,222 % | 4,536 % | 5,503 % | 3,343 % 141 | 3,512 % | 3,197 % | 3,223 % | 4,535 % | 5,494 % | 3,343 % 142 | 3,511 % | 3,198 % | 3,223 % | 4,534 % | 5,486 % | 3,342 % 143 | 3,509 % | 3,199 % | 3,224 % | 4,532 % | 5,478 % | 3,342 % 144 | 3,508 % | 3,199 % | 3,224 % | 4,531 % | 5,470 % | 3,342 % 145 | 3,506 % | 3,200 % | 3,225 % | 4,530 % | 5,463 % | 3,341 % 146 | 3,505 % | 3,201 % | 3,225 % | 4,529 % | 5,455 % | 3,341 % 147 | 3,504 % | 3,201 % | 3,226 % | 4,527 % | 5,447 % | 3,341 % 148 | 3,502 % | 3,202 % | 3,226 % | 4,526 % | 5,440 % | 3,341 % 149 | 3,501 % | 3,203 % | 3,227 % | 4,525 % | 5,433 % | 3,340 % 150 | 3,499 % | 3,203 % | 3,227 % | 4,524 % | 5,425 % | 3,340 % Term to maturity (in years) | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand | Real ---|---|---|---|---|---|--- 1 | 6,514 % | 9,723 % | 1,144 % | 3,499 % | 7,280 % | 15,022 % 2 | 6,256 % | 9,430 % | 1,217 % | 3,298 % | 7,193 % | 15,608 % 3 | 6,215 % | 9,380 % | 1,282 % | 3,292 % | 7,251 % | 15,562 % 4 | 6,204 % | 9,440 % | 1,337 % | 3,354 % | 7,405 % | 15,442 % 5 | 6,204 % | 9,488 % | 1,381 % | 3,449 % | 7,649 % | 15,243 % 6 | 6,198 % | 9,541 % | 1,417 % | 3,551 % | 7,939 % | 15,059 % 7 | 6,185 % | 9,604 % | 1,446 % | 3,650 % | 8,242 % | 14,889 % 8 | 6,168 % | 9,673 % | 1,466 % | 3,745 % | 8,545 % | 14,725 % 9 | 6,150 % | 9,728 % | 1,482 % | 3,834 % | 8,812 % | 14,567 % 10 | 6,130 % | 9,750 % | 1,494 % | 3,916 % | 9,056 % | 14,425 % 11 | 6,110 % | 9,729 % | 1,517 % | 3,992 % | 9,292 % | 14,263 % 12 | 6,090 % | 9,675 % | 1,550 % | 4,062 % | 9,515 % | 14,078 % 13 | 6,070 % | 9,596 % | 1,588 % | 4,124 % | 9,714 % | 13,877 % 14 | 6,050 % | 9,500 % | 1,631 % | 4,179 % | 9,879 % | 13,664 % 15 | 6,031 % | 9,391 % | 1,675 % | 4,228 % | 10,001 % | 13,442 % 16 | 6,012 % | 9,273 % | 1,721 % | 4,269 % | 10,074 % | 13,216 % 17 | 5,994 % | 9,150 % | 1,766 % | 4,303 % | 10,105 % | 12,988 % 18 | 5,976 % | 9,023 % | 1,810 % | 4,330 % | 10,104 % | 12,760 % 19 | 5,959 % | 8,895 % | 1,854 % | 4,349 % | 10,076 % | 12,533 % 20 | 5,942 % | 8,768 % | 1,897 % | 4,361 % | 10,028 % | 12,310 % 21 | 5,926 % | 8,641 % | 1,938 % | 4,365 % | 9,963 % | 12,091 % 22 | 5,911 % | 8,516 % | 1,978 % | 4,364 % | 9,887 % | 11,877 % 23 | 5,896 % | 8,395 % | 2,017 % | 4,358 % | 9,802 % | 11,669 % 24 | 5,882 % | 8,276 % | 2,054 % | 4,348 % | 9,711 % | 11,468 % 25 | 5,868 % | 8,161 % | 2,089 % | 4,336 % | 9,615 % | 11,274 % 26 | 5,855 % | 8,049 % | 2,123 % | 4,321 % | 9,518 % | 11,086 % 27 | 5,842 % | 7,942 % | 2,156 % | 4,305 % | 9,418 % | 10,906 % 28 | 5,829 % | 7,838 % | 2,188 % | 4,288 % | 9,319 % | 10,733 % 29 | 5,818 % | 7,738 % | 2,218 % | 4,270 % | 9,221 % | 10,567 % 30 | 5,806 % | 7,643 % | 2,247 % | 4,251 % | 9,124 % | 10,408 % 31 | 5,795 % | 7,551 % | 2,274 % | 4,232 % | 9,029 % | 10,256 % 32 | 5,785 % | 7,463 % | 2,301 % | 4,213 % | 8,936 % | 10,110 % 33 | 5,774 % | 7,378 % | 2,326 % | 4,194 % | 8,846 % | 9,971 % 34 | 5,764 % | 7,297 % | 2,350 % | 4,175 % | 8,759 % | 9,838 % 35 | 5,755 % | 7,219 % | 2,374 % | 4,156 % | 8,674 % | 9,711 % 36 | 5,746 % | 7,145 % | 2,396 % | 4,138 % | 8,592 % | 9,589 % 37 | 5,737 % | 7,074 % | 2,418 % | 4,120 % | 8,513 % | 9,473 % 38 | 5,729 % | 7,006 % | 2,438 % | 4,103 % | 8,437 % | 9,361 % 39 | 5,720 % | 6,940 % | 2,458 % | 4,086 % | 8,364 % | 9,255 % 40 | 5,713 % | 6,877 % | 2,477 % | 4,069 % | 8,294 % | 9,153 % 41 | 5,705 % | 6,817 % | 2,495 % | 4,053 % | 8,226 % | 9,056 % 42 | 5,698 % | 6,760 % | 2,513 % | 4,037 % | 8,161 % | 8,962 % 43 | 5,691 % | 6,705 % | 2,530 % | 4,022 % | 8,098 % | 8,873 % 44 | 5,684 % | 6,651 % | 2,546 % | 4,008 % | 8,038 % | 8,787 % 45 | 5,677 % | 6,601 % | 2,562 % | 3,993 % | 7,980 % | 8,705 % 46 | 5,671 % | 6,552 % | 2,577 % | 3,979 % | 7,924 % | 8,626 % 47 | 5,665 % | 6,505 % | 2,591 % | 3,966 % | 7,870 % | 8,550 % 48 | 5,659 % | 6,459 % | 2,605 % | 3,953 % | 7,819 % | 8,478 % 49 | 5,653 % | 6,416 % | 2,619 % | 3,941 % | 7,769 % | 8,408 % 50 | 5,647 % | 6,374 % | 2,632 % | 3,929 % | 7,721 % | 8,341 % 51 | 5,642 % | 6,334 % | 2,644 % | 3,917 % | 7,675 % | 8,276 % 52 | 5,637 % | 6,295 % | 2,656 % | 3,906 % | 7,630 % | 8,214 % 53 | 5,632 % | 6,257 % | 2,668 % | 3,895 % | 7,588 % | 8,154 % 54 | 5,627 % | 6,221 % | 2,679 % | 3,884 % | 7,546 % | 8,096 % 55 | 5,622 % | 6,186 % | 2,690 % | 3,874 % | 7,506 % | 8,040 % 56 | 5,617 % | 6,153 % | 2,701 % | 3,864 % | 7,468 % | 7,986 % 57 | 5,613 % | 6,120 % | 2,711 % | 3,854 % | 7,431 % | 7,935 % 58 | 5,609 % | 6,089 % | 2,721 % | 3,845 % | 7,395 % | 7,884 % 59 | 5,604 % | 6,059 % | 2,731 % | 3,836 % | 7,360 % | 7,836 % 60 | 5,600 % | 6,029 % | 2,740 % | 3,827 % | 7,326 % | 7,789 % 61 | 5,596 % | 6,001 % | 2,749 % | 3,818 % | 7,294 % | 7,744 % 62 | 5,593 % | 5,973 % | 2,758 % | 3,810 % | 7,262 % | 7,700 % 63 | 5,589 % | 5,947 % | 2,766 % | 3,802 % | 7,232 % | 7,658 % 64 | 5,585 % | 5,921 % | 2,774 % | 3,794 % | 7,202 % | 7,616 % 65 | 5,582 % | 5,896 % | 2,782 % | 3,787 % | 7,174 % | 7,577 % 66 | 5,578 % | 5,871 % | 2,790 % | 3,780 % | 7,146 % | 7,538 % 67 | 5,575 % | 5,848 % | 2,798 % | 3,772 % | 7,119 % | 7,500 % 68 | 5,572 % | 5,825 % | 2,805 % | 3,766 % | 7,093 % | 7,464 % 69 | 5,569 % | 5,803 % | 2,812 % | 3,759 % | 7,067 % | 7,429 % 70 | 5,566 % | 5,781 % | 2,819 % | 3,752 % | 7,043 % | 7,394 % 71 | 5,563 % | 5,760 % | 2,826 % | 3,746 % | 7,019 % | 7,361 % 72 | 5,560 % | 5,740 % | 2,832 % | 3,740 % | 6,995 % | 7,329 % 73 | 5,557 % | 5,720 % | 2,838 % | 3,734 % | 6,973 % | 7,297 % 74 | 5,554 % | 5,701 % | 2,845 % | 3,728 % | 6,950 % | 7,266 % 75 | 5,552 % | 5,682 % | 2,851 % | 3,722 % | 6,929 % | 7,237 % 76 | 5,549 % | 5,664 % | 2,856 % | 3,717 % | 6,908 % | 7,207 % 77 | 5,546 % | 5,646 % | 2,862 % | 3,711 % | 6,888 % | 7,179 % 78 | 5,544 % | 5,629 % | 2,868 % | 3,706 % | 6,868 % | 7,152 % 79 | 5,541 % | 5,612 % | 2,873 % | 3,701 % | 6,849 % | 7,125 % 80 | 5,539 % | 5,595 % | 2,879 % | 3,696 % | 6,830 % | 7,099 % 81 | 5,537 % | 5,579 % | 2,884 % | 3,691 % | 6,811 % | 7,073 % 82 | 5,534 % | 5,563 % | 2,889 % | 3,686 % | 6,793 % | 7,048 % 83 | 5,532 % | 5,548 % | 2,894 % | 3,682 % | 6,776 % | 7,024 % 84 | 5,530 % | 5,533 % | 2,898 % | 3,677 % | 6,759 % | 7,000 % 85 | 5,528 % | 5,519 % | 2,903 % | 3,673 % | 6,742 % | 6,977 % 86 | 5,526 % | 5,504 % | 2,908 % | 3,668 % | 6,726 % | 6,954 % 87 | 5,524 % | 5,490 % | 2,912 % | 3,664 % | 6,710 % | 6,932 % 88 | 5,522 % | 5,477 % | 2,917 % | 3,660 % | 6,694 % | 6,911 % 89 | 5,520 % | 5,464 % | 2,921 % | 3,656 % | 6,679 % | 6,890 % 90 | 5,518 % | 5,451 % | 2,925 % | 3,652 % | 6,664 % | 6,869 % 91 | 5,516 % | 5,438 % | 2,929 % | 3,648 % | 6,650 % | 6,849 % 92 | 5,515 % | 5,425 % | 2,933 % | 3,644 % | 6,636 % | 6,829 % 93 | 5,513 % | 5,413 % | 2,937 % | 3,641 % | 6,622 % | 6,810 % 94 | 5,511 % | 5,401 % | 2,941 % | 3,637 % | 6,608 % | 6,791 % 95 | 5,509 % | 5,390 % | 2,945 % | 3,633 % | 6,595 % | 6,773 % 96 | 5,508 % | 5,378 % | 2,949 % | 3,630 % | 6,582 % | 6,754 % 97 | 5,506 % | 5,367 % | 2,952 % | 3,626 % | 6,569 % | 6,737 % 98 | 5,505 % | 5,356 % | 2,956 % | 3,623 % | 6,556 % | 6,719 % 99 | 5,503 % | 5,345 % | 2,959 % | 3,620 % | 6,544 % | 6,702 % 100 | 5,501 % | 5,335 % | 2,963 % | 3,617 % | 6,532 % | 6,686 % 101 | 5,500 % | 5,325 % | 2,966 % | 3,614 % | 6,520 % | 6,669 % 102 | 5,498 % | 5,315 % | 2,969 % | 3,610 % | 6,509 % | 6,653 % 103 | 5,497 % | 5,305 % | 2,972 % | 3,607 % | 6,497 % | 6,638 % 104 | 5,496 % | 5,295 % | 2,976 % | 3,604 % | 6,486 % | 6,622 % 105 | 5,494 % | 5,285 % | 2,979 % | 3,602 % | 6,476 % | 6,607 % 106 | 5,493 % | 5,276 % | 2,982 % | 3,599 % | 6,465 % | 6,592 % 107 | 5,492 % | 5,267 % | 2,985 % | 3,596 % | 6,454 % | 6,578 % 108 | 5,490 % | 5,258 % | 2,988 % | 3,593 % | 6,444 % | 6,564 % 109 | 5,489 % | 5,249 % | 2,990 % | 3,590 % | 6,434 % | 6,550 % 110 | 5,488 % | 5,240 % | 2,993 % | 3,588 % | 6,424 % | 6,536 % 111 | 5,486 % | 5,232 % | 2,996 % | 3,585 % | 6,414 % | 6,523 % 112 | 5,485 % | 5,224 % | 2,999 % | 3,583 % | 6,405 % | 6,509 % 113 | 5,484 % | 5,215 % | 3,001 % | 3,580 % | 6,395 % | 6,496 % 114 | 5,483 % | 5,207 % | 3,004 % | 3,578 % | 6,386 % | 6,484 % 115 | 5,482 % | 5,199 % | 3,006 % | 3,575 % | 6,377 % | 6,471 % 116 | 5,481 % | 5,192 % | 3,009 % | 3,573 % | 6,368 % | 6,459 % 117 | 5,479 % | 5,184 % | 3,012 % | 3,571 % | 6,360 % | 6,447 % 118 | 5,478 % | 5,176 % | 3,014 % | 3,568 % | 6,351 % | 6,435 % 119 | 5,477 % | 5,169 % | 3,016 % | 3,566 % | 6,342 % | 6,423 % 120 | 5,476 % | 5,162 % | 3,019 % | 3,564 % | 6,334 % | 6,411 % 121 | 5,475 % | 5,155 % | 3,021 % | 3,562 % | 6,326 % | 6,400 % 122 | 5,474 % | 5,148 % | 3,023 % | 3,559 % | 6,318 % | 6,389 % 123 | 5,473 % | 5,141 % | 3,026 % | 3,557 % | 6,310 % | 6,378 % 124 | 5,472 % | 5,134 % | 3,028 % | 3,555 % | 6,302 % | 6,367 % 125 | 5,471 % | 5,127 % | 3,030 % | 3,553 % | 6,295 % | 6,357 % 126 | 5,470 % | 5,121 % | 3,032 % | 3,551 % | 6,287 % | 6,346 % 127 | 5,469 % | 5,114 % | 3,034 % | 3,549 % | 6,280 % | 6,336 % 128 | 5,468 % | 5,108 % | 3,036 % | 3,547 % | 6,272 % | 6,326 % 129 | 5,467 % | 5,101 % | 3,038 % | 3,545 % | 6,265 % | 6,316 % 130 | 5,466 % | 5,095 % | 3,040 % | 3,544 % | 6,258 % | 6,306 % 131 | 5,466 % | 5,089 % | 3,042 % | 3,542 % | 6,251 % | 6,296 % 132 | 5,465 % | 5,083 % | 3,044 % | 3,540 % | 6,244 % | 6,287 % 133 | 5,464 % | 5,077 % | 3,046 % | 3,538 % | 6,238 % | 6,278 % 134 | 5,463 % | 5,071 % | 3,048 % | 3,536 % | 6,231 % | 6,268 % 135 | 5,462 % | 5,066 % | 3,050 % | 3,534 % | 6,224 % | 6,259 % 136 | 5,461 % | 5,060 % | 3,052 % | 3,533 % | 6,218 % | 6,250 % 137 | 5,461 % | 5,054 % | 3,054 % | 3,531 % | 6,212 % | 6,241 % 138 | 5,460 % | 5,049 % | 3,055 % | 3,529 % | 6,205 % | 6,233 % 139 | 5,459 % | 5,043 % | 3,057 % | 3,528 % | 6,199 % | 6,224 % 140 | 5,458 % | 5,038 % | 3,059 % | 3,526 % | 6,193 % | 6,216 % 141 | 5,457 % | 5,033 % | 3,061 % | 3,524 % | 6,187 % | 6,208 % 142 | 5,457 % | 5,028 % | 3,062 % | 3,523 % | 6,181 % | 6,199 % 143 | 5,456 % | 5,023 % | 3,064 % | 3,521 % | 6,175 % | 6,191 % 144 | 5,455 % | 5,018 % | 3,066 % | 3,520 % | 6,170 % | 6,183 % 145 | 5,454 % | 5,013 % | 3,067 % | 3,518 % | 6,164 % | 6,175 % 146 | 5,454 % | 5,008 % | 3,069 % | 3,517 % | 6,158 % | 6,168 % 147 | 5,453 % | 5,003 % | 3,070 % | 3,515 % | 6,153 % | 6,160 % 148 | 5,452 % | 4,998 % | 3,072 % | 3,514 % | 6,147 % | 6,152 % 149 | 5,452 % | 4,993 % | 3,073 % | 3,512 % | 6,142 % | 6,145 % 150 | 5,451 % | 4,989 % | 3,075 % | 3,511 % | 6,137 % | 6,138 % Term to maturity (in years) | Renminbi-yuan | Ringgit | Singapore dollar | South Korean won | Turkish lira | US dollar ---|---|---|---|---|---|--- 1 | 1,306 % | 3,011 % | 2,657 % | 2,584 % | 41,715 % | 4,180 % 2 | 1,245 % | 3,111 % | 2,621 % | 2,450 % | 38,131 % | 4,086 % 3 | 1,235 % | 3,211 % | 2,633 % | 2,430 % | 34,939 % | 4,063 % 4 | 1,256 % | 3,300 % | 2,661 % | 2,439 % | 32,230 % | 4,041 % 5 | 1,287 % | 3,373 % | 2,690 % | 2,447 % | 30,073 % | 4,017 % 6 | 1,318 % | 3,433 % | 2,715 % | 2,455 % | 28,299 % | 4,055 % 7 | 1,354 % | 3,485 % | 2,737 % | 2,469 % | 26,818 % | 4,051 % 8 | 1,399 % | 3,521 % | 2,757 % | 2,488 % | 25,612 % | 4,076 % 9 | 1,454 % | 3,556 % | 2,776 % | 2,502 % | 24,589 % | 4,056 % 10 | 1,520 % | 3,590 % | 2,793 % | 2,501 % | 23,703 % | 4,067 % 11 | 1,596 % | 3,623 % | 2,810 % | 2,484 % | 22,918 % | 4,082 % 12 | 1,679 % | 3,657 % | 2,825 % | 2,455 % | 22,208 % | 4,095 % 13 | 1,763 % | 3,690 % | 2,840 % | 2,422 % | 21,553 % | 4,110 % 14 | 1,848 % | 3,721 % | 2,854 % | 2,388 % | 20,944 % | 4,124 % 15 | 1,931 % | 3,752 % | 2,867 % | 2,357 % | 20,370 % | 4,134 % 16 | 2,013 % | 3,782 % | 2,880 % | 2,329 % | 19,826 % | 4,138 % 17 | 2,091 % | 3,810 % | 2,892 % | 2,306 % | 19,309 % | 4,136 % 18 | 2,167 % | 3,836 % | 2,904 % | 2,288 % | 18,816 % | 4,129 % 19 | 2,240 % | 3,858 % | 2,915 % | 2,277 % | 18,344 % | 4,118 % 20 | 2,309 % | 3,877 % | 2,926 % | 2,272 % | 17,893 % | 4,103 % 21 | 2,375 % | 3,891 % | 2,936 % | 2,273 % | 17,462 % | 4,084 % 22 | 2,439 % | 3,901 % | 2,946 % | 2,280 % | 17,050 % | 4,063 % 23 | 2,499 % | 3,909 % | 2,955 % | 2,290 % | 16,656 % | 4,038 % 24 | 2,556 % | 3,914 % | 2,964 % | 2,304 % | 16,279 % | 4,012 % 25 | 2,611 % | 3,917 % | 2,973 % | 2,319 % | 15,920 % | 3,983 % 26 | 2,663 % | 3,918 % | 2,981 % | 2,336 % | 15,577 % | 3,953 % 27 | 2,713 % | 3,918 % | 2,989 % | 2,353 % | 15,251 % | 3,922 % 28 | 2,760 % | 3,917 % | 2,996 % | 2,372 % | 14,940 % | 3,892 % 29 | 2,806 % | 3,915 % | 3,004 % | 2,390 % | 14,643 % | 3,863 % 30 | 2,849 % | 3,912 % | 3,011 % | 2,409 % | 14,361 % | 3,835 % 31 | 2,890 % | 3,909 % | 3,017 % | 2,428 % | 14,093 % | 3,810 % 32 | 2,929 % | 3,905 % | 3,024 % | 2,447 % | 13,837 % | 3,788 % 33 | 2,966 % | 3,901 % | 3,030 % | 2,466 % | 13,594 % | 3,767 % 34 | 3,002 % | 3,897 % | 3,036 % | 2,484 % | 13,362 % | 3,747 % 35 | 3,036 % | 3,892 % | 3,042 % | 2,502 % | 13,141 % | 3,730 % 36 | 3,069 % | 3,888 % | 3,048 % | 2,519 % | 12,931 % | 3,713 % 37 | 3,100 % | 3,883 % | 3,053 % | 2,536 % | 12,730 % | 3,698 % 38 | 3,130 % | 3,879 % | 3,058 % | 2,552 % | 12,539 % | 3,684 % 39 | 3,159 % | 3,874 % | 3,063 % | 2,568 % | 12,357 % | 3,671 % 40 | 3,186 % | 3,869 % | 3,068 % | 2,584 % | 12,183 % | 3,659 % 41 | 3,213 % | 3,864 % | 3,073 % | 2,599 % | 12,017 % | 3,648 % 42 | 3,238 % | 3,860 % | 3,077 % | 2,614 % | 11,858 % | 3,637 % 43 | 3,262 % | 3,855 % | 3,082 % | 2,628 % | 11,706 % | 3,627 % 44 | 3,285 % | 3,851 % | 3,086 % | 2,642 % | 11,560 % | 3,618 % 45 | 3,308 % | 3,846 % | 3,090 % | 2,655 % | 11,421 % | 3,609 % 46 | 3,329 % | 3,842 % | 3,094 % | 2,668 % | 11,288 % | 3,601 % 47 | 3,350 % | 3,838 % | 3,098 % | 2,680 % | 11,160 % | 3,593 % 48 | 3,370 % | 3,833 % | 3,101 % | 2,692 % | 11,037 % | 3,585 % 49 | 3,389 % | 3,829 % | 3,105 % | 2,704 % | 10,920 % | 3,578 % 50 | 3,408 % | 3,825 % | 3,108 % | 2,715 % | 10,807 % | 3,572 % 51 | 3,426 % | 3,821 % | 3,112 % | 2,726 % | 10,698 % | 3,565 % 52 | 3,443 % | 3,818 % | 3,115 % | 2,736 % | 10,593 % | 3,559 % 53 | 3,460 % | 3,814 % | 3,118 % | 2,746 % | 10,493 % | 3,554 % 54 | 3,476 % | 3,810 % | 3,121 % | 2,756 % | 10,396 % | 3,548 % 55 | 3,491 % | 3,807 % | 3,124 % | 2,766 % | 10,302 % | 3,543 % 56 | 3,506 % | 3,803 % | 3,127 % | 2,775 % | 10,212 % | 3,538 % 57 | 3,521 % | 3,800 % | 3,130 % | 2,784 % | 10,125 % | 3,534 % 58 | 3,535 % | 3,797 % | 3,133 % | 2,792 % | 10,042 % | 3,529 % 59 | 3,548 % | 3,794 % | 3,135 % | 2,801 % | 9,961 % | 3,525 % 60 | 3,561 % | 3,791 % | 3,138 % | 2,809 % | 9,882 % | 3,521 % 61 | 3,574 % | 3,788 % | 3,140 % | 2,817 % | 9,807 % | 3,517 % 62 | 3,586 % | 3,785 % | 3,143 % | 2,824 % | 9,733 % | 3,513 % 63 | 3,598 % | 3,782 % | 3,145 % | 2,832 % | 9,663 % | 3,509 % 64 | 3,610 % | 3,779 % | 3,147 % | 2,839 % | 9,594 % | 3,506 % 65 | 3,621 % | 3,777 % | 3,150 % | 2,846 % | 9,527 % | 3,502 % 66 | 3,632 % | 3,774 % | 3,152 % | 2,853 % | 9,463 % | 3,499 % 67 | 3,643 % | 3,772 % | 3,154 % | 2,859 % | 9,400 % | 3,496 % 68 | 3,653 % | 3,769 % | 3,156 % | 2,866 % | 9,340 % | 3,493 % 69 | 3,663 % | 3,767 % | 3,158 % | 2,872 % | 9,281 % | 3,490 % 70 | 3,673 % | 3,764 % | 3,160 % | 2,878 % | 9,224 % | 3,487 % 71 | 3,682 % | 3,762 % | 3,162 % | 2,884 % | 9,168 % | 3,484 % 72 | 3,691 % | 3,760 % | 3,164 % | 2,890 % | 9,114 % | 3,481 % 73 | 3,700 % | 3,758 % | 3,166 % | 2,895 % | 9,062 % | 3,479 % 74 | 3,709 % | 3,756 % | 3,167 % | 2,901 % | 9,011 % | 3,476 % 75 | 3,717 % | 3,754 % | 3,169 % | 2,906 % | 8,961 % | 3,474 % 76 | 3,726 % | 3,752 % | 3,171 % | 2,911 % | 8,913 % | 3,471 % 77 | 3,734 % | 3,750 % | 3,172 % | 2,916 % | 8,866 % | 3,469 % 78 | 3,742 % | 3,748 % | 3,174 % | 2,921 % | 8,820 % | 3,467 % 79 | 3,749 % | 3,746 % | 3,175 % | 2,926 % | 8,776 % | 3,465 % 80 | 3,757 % | 3,744 % | 3,177 % | 2,930 % | 8,732 % | 3,463 % 81 | 3,764 % | 3,742 % | 3,178 % | 2,935 % | 8,690 % | 3,461 % 82 | 3,771 % | 3,741 % | 3,180 % | 2,939 % | 8,648 % | 3,458 % 83 | 3,778 % | 3,739 % | 3,181 % | 2,944 % | 8,608 % | 3,457 % 84 | 3,785 % | 3,737 % | 3,183 % | 2,948 % | 8,569 % | 3,455 % 85 | 3,792 % | 3,736 % | 3,184 % | 2,952 % | 8,530 % | 3,453 % 86 | 3,798 % | 3,734 % | 3,185 % | 2,956 % | 8,493 % | 3,451 % 87 | 3,804 % | 3,733 % | 3,187 % | 2,960 % | 8,456 % | 3,449 % 88 | 3,810 % | 3,731 % | 3,188 % | 2,964 % | 8,420 % | 3,447 % 89 | 3,817 % | 3,730 % | 3,189 % | 2,968 % | 8,385 % | 3,446 % 90 | 3,822 % | 3,728 % | 3,190 % | 2,971 % | 8,351 % | 3,444 % 91 | 3,828 % | 3,727 % | 3,192 % | 2,975 % | 8,318 % | 3,443 % 92 | 3,834 % | 3,725 % | 3,193 % | 2,979 % | 8,285 % | 3,441 % 93 | 3,839 % | 3,724 % | 3,194 % | 2,982 % | 8,253 % | 3,439 % 94 | 3,845 % | 3,723 % | 3,195 % | 2,985 % | 8,222 % | 3,438 % 95 | 3,850 % | 3,721 % | 3,196 % | 2,989 % | 8,191 % | 3,436 % 96 | 3,855 % | 3,720 % | 3,197 % | 2,992 % | 8,161 % | 3,435 % 97 | 3,860 % | 3,719 % | 3,198 % | 2,995 % | 8,132 % | 3,434 % 98 | 3,865 % | 3,718 % | 3,199 % | 2,998 % | 8,103 % | 3,432 % 99 | 3,870 % | 3,717 % | 3,200 % | 3,001 % | 8,075 % | 3,431 % 100 | 3,875 % | 3,715 % | 3,201 % | 3,004 % | 8,047 % | 3,430 % 101 | 3,880 % | 3,714 % | 3,202 % | 3,007 % | 8,020 % | 3,428 % 102 | 3,884 % | 3,713 % | 3,203 % | 3,010 % | 7,994 % | 3,427 % 103 | 3,889 % | 3,712 % | 3,204 % | 3,013 % | 7,968 % | 3,426 % 104 | 3,893 % | 3,711 % | 3,205 % | 3,016 % | 7,942 % | 3,425 % 105 | 3,898 % | 3,710 % | 3,206 % | 3,018 % | 7,917 % | 3,423 % 106 | 3,902 % | 3,709 % | 3,207 % | 3,021 % | 7,893 % | 3,422 % 107 | 3,906 % | 3,708 % | 3,208 % | 3,024 % | 7,869 % | 3,421 % 108 | 3,910 % | 3,707 % | 3,209 % | 3,026 % | 7,845 % | 3,420 % 109 | 3,914 % | 3,706 % | 3,209 % | 3,029 % | 7,822 % | 3,419 % 110 | 3,918 % | 3,705 % | 3,210 % | 3,031 % | 7,799 % | 3,418 % 111 | 3,922 % | 3,704 % | 3,211 % | 3,033 % | 7,777 % | 3,417 % 112 | 3,926 % | 3,703 % | 3,212 % | 3,036 % | 7,755 % | 3,416 % 113 | 3,930 % | 3,702 % | 3,213 % | 3,038 % | 7,733 % | 3,415 % 114 | 3,933 % | 3,701 % | 3,213 % | 3,040 % | 7,712 % | 3,414 % 115 | 3,937 % | 3,700 % | 3,214 % | 3,043 % | 7,691 % | 3,413 % 116 | 3,940 % | 3,699 % | 3,215 % | 3,045 % | 7,671 % | 3,412 % 117 | 3,944 % | 3,699 % | 3,216 % | 3,047 % | 7,651 % | 3,411 % 118 | 3,947 % | 3,698 % | 3,216 % | 3,049 % | 7,631 % | 3,410 % 119 | 3,951 % | 3,697 % | 3,217 % | 3,051 % | 7,612 % | 3,409 % 120 | 3,954 % | 3,696 % | 3,218 % | 3,053 % | 7,593 % | 3,408 % 121 | 3,957 % | 3,695 % | 3,218 % | 3,055 % | 7,574 % | 3,407 % 122 | 3,961 % | 3,695 % | 3,219 % | 3,057 % | 7,556 % | 3,406 % 123 | 3,964 % | 3,694 % | 3,220 % | 3,059 % | 7,538 % | 3,405 % 124 | 3,967 % | 3,693 % | 3,220 % | 3,061 % | 7,520 % | 3,404 % 125 | 3,970 % | 3,692 % | 3,221 % | 3,063 % | 7,502 % | 3,404 % 126 | 3,973 % | 3,692 % | 3,222 % | 3,065 % | 7,485 % | 3,403 % 127 | 3,976 % | 3,691 % | 3,222 % | 3,067 % | 7,468 % | 3,402 % 128 | 3,979 % | 3,690 % | 3,223 % | 3,069 % | 7,451 % | 3,401 % 129 | 3,982 % | 3,689 % | 3,223 % | 3,071 % | 7,435 % | 3,400 % 130 | 3,984 % | 3,689 % | 3,224 % | 3,072 % | 7,419 % | 3,400 % 131 | 3,987 % | 3,688 % | 3,225 % | 3,074 % | 7,403 % | 3,399 % 132 | 3,990 % | 3,687 % | 3,225 % | 3,076 % | 7,387 % | 3,398 % 133 | 3,993 % | 3,687 % | 3,226 % | 3,078 % | 7,372 % | 3,397 % 134 | 3,995 % | 3,686 % | 3,226 % | 3,079 % | 7,356 % | 3,397 % 135 | 3,998 % | 3,685 % | 3,227 % | 3,081 % | 7,341 % | 3,396 % 136 | 4,001 % | 3,685 % | 3,227 % | 3,082 % | 7,327 % | 3,395 % 137 | 4,003 % | 3,684 % | 3,228 % | 3,084 % | 7,312 % | 3,394 % 138 | 4,006 % | 3,684 % | 3,228 % | 3,086 % | 7,298 % | 3,394 % 139 | 4,008 % | 3,683 % | 3,229 % | 3,087 % | 7,283 % | 3,393 % 140 | 4,011 % | 3,682 % | 3,229 % | 3,089 % | 7,270 % | 3,392 % 141 | 4,013 % | 3,682 % | 3,230 % | 3,090 % | 7,256 % | 3,392 % 142 | 4,015 % | 3,681 % | 3,230 % | 3,092 % | 7,242 % | 3,391 % 143 | 4,018 % | 3,681 % | 3,231 % | 3,093 % | 7,229 % | 3,390 % 144 | 4,020 % | 3,680 %

| 3,231 % | 3,094 % | 7,216 % | 3,390 % 145 | 4,022 % | 3,680 % | 3,232 % | 3,096 % | 7,203 % | 3,389 % 146 | 4,024 % | 3,679 % | 3,232 % | 3,097 % | 7,190 % | 3,389 % 147 | 4,027 % | 3,678 % | 3,233 % | 3,099 % | 7,177 % | 3,388 % 148 | 4,029 % | 3,678 % | 3,233 % | 3,100 % | 7,165 % | 3,387 % 149 | 4,031 % | 3,677 % | 3,234 % | 3,101 % | 7,153 % | 3,387 % 150 | 4,033 % | 3,677 % | 3,234 % | 3,103 % | 7,141 % | 3,386 % Term to maturity (in years) | Yen ---|--- 1 | 0,516 % 2 | 0,639 % 3 | 0,688 % 4 | 0,731 % 5 | 0,770 % 6 | 0,816 % 7 | 0,868 % 8 | 0,924 % 9 | 0,983 % 10 | 1,048 % 11 | 1,115 % 12 | 1,182 % 13 | 1,250 % 14 | 1,320 % 15 | 1,389 % 16 | 1,459 % 17 | 1,525 % 18 | 1,588 % 19 | 1,644 % 20 | 1,693 % 21 | 1,735 % 22 | 1,771 % 23 | 1,803 % 24 | 1,831 % 25 | 1,857 % 26 | 1,881 % 27 | 1,905 % 28 | 1,928 % 29 | 1,951 % 30 | 1,975 % 31 | 1,999 % 32 | 2,024 % 33 | 2,049 % 34 | 2,074 % 35 | 2,099 % 36 | 2,123 % 37 | 2,148 % 38 | 2,171 % 39 | 2,195 % 40 | 2,218 % 41 | 2,240 % 42 | 2,262 % 43 | 2,283 % 44 | 2,303 % 45 | 2,323 % 46 | 2,343 % 47 | 2,362 % 48 | 2,380 % 49 | 2,398 % 50 | 2,415 % 51 | 2,432 % 52 | 2,448 % 53 | 2,464 % 54 | 2,479 % 55 | 2,494 % 56 | 2,509 % 57 | 2,523 % 58 | 2,536 % 59 | 2,549 % 60 | 2,562 % 61 | 2,575 % 62 | 2,587 % 63 | 2,598 % 64 | 2,610 % 65 | 2,621 % 66 | 2,632 % 67 | 2,642 % 68 | 2,652 % 69 | 2,662 % 70 | 2,672 % 71 | 2,681 % 72 | 2,690 % 73 | 2,699 % 74 | 2,708 % 75 | 2,716 % 76 | 2,724 % 77 | 2,733 % 78 | 2,740 % 79 | 2,748 % 80 | 2,755 % 81 | 2,763 % 82 | 2,770 % 83 | 2,777 % 84 | 2,784 % 85 | 2,790 % 86 | 2,797 % 87 | 2,803 % 88 | 2,809 % 89 | 2,815 % 90 | 2,821 % 91 | 2,827 % 92 | 2,833 % 93 | 2,838 % 94 | 2,843 % 95 | 2,849 % 96 | 2,854 % 97 | 2,859 % 98 | 2,864 % 99 | 2,869 % 100 | 2,874 % 101 | 2,878 % 102 | 2,883 % 103 | 2,888 % 104 | 2,892 % 105 | 2,896 % 106 | 2,901 % 107 | 2,905 % 108 | 2,909 % 109 | 2,913 % 110 | 2,917 % 111 | 2,921 % 112 | 2,925 % 113 | 2,928 % 114 | 2,932 % 115 | 2,936 % 116 | 2,939 % 117 | 2,943 % 118 | 2,946 % 119 | 2,950 % 120 | 2,953 % 121 | 2,956 % 122 | 2,959 % 123 | 2,963 % 124 | 2,966 % 125 | 2,969 % 126 | 2,972 % 127 | 2,975 % 128 | 2,978 % 129 | 2,981 % 130 | 2,983 % 131 | 2,986 % 132 | 2,989 % 133 | 2,992 % 134 | 2,994 % 135 | 2,997 % 136 | 3,000 % 137 | 3,002 % 138 | 3,005 % 139 | 3,007 % 140 | 3,010 % 141 | 3,012 % 142 | 3,014 % 143 | 3,017 % 144 | 3,019 % 145 | 3,021 % 146 | 3,024 % 147 | 3,026 % 148 | 3,028 % 149 | 3,030 % 150 | 3,032 % * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czechia | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 26 | 5 | 0 | 19 | 0 2 | 0 | 0 | 33 | 5 | 0 | 33 | 0 3 | 0 | 0 | 38 | 5 | 0 | 38 | 0 4 | 0 | 1 | 41 | 5 | 2 | 40 | 0 5 | 0 | 2 | 46 | 6 | 3 | 43 | 0 6 | 0 | 3 | 49 | 6 | 5 | 45 | 0 7 | 1 | 4 | 52 | 6 | 8 | 47 | 0 8 | 2 | 5 | 54 | 6 | 10 | 47 | 0 9 | 3 | 6 | 56 | 6 | 11 | 45 | 0 10 | 3 | 7 | 57 | 6 | 12 | 45 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 325 | 4 | 12 2 | 0 | 0 | 0 | 0 | 204 | 4 | 17 3 | 0 | 0 | 0 | 0 | 182 | 4 | 19 4 | 1 | 0 | 0 | 0 | 161 | 4 | 20 5 | 2 | 0 | 0 | 0 | 148 | 4 | 21 6 | 3 | 0 | 0 | 0 | 146 | 4 | 23 7 | 4 | 0 | 0 | 0 | 145 | 4 | 24 8 | 5 | 0 | 1 | 0 | 149 | 3 | 25 9 | 6 | 0 | 2 | 0 | 150 | 1 | 25 10 | 7 | 1 | 3 | 0 | 152 | 4 | 26 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 3 | 3 | 0 | 12 | 0 | 4 2 | 13 | 7 | 9 | 0 | 17 | 0 | 4 3 | 18 | 10 | 12 | 0 | 20 | 0 | 4 4 | 21 | 12 | 14 | 0 | 21 | 0 | 4 5 | 23 | 14 | 16 | 0 | 22 | 0 | 4 6 | 25 | 15 | 18 | 0 | 23 | 0 | 4 7 | 27 | 17 | 20 | 0 | 24 | 0 | 4 8 | 29 | 18 | 21 | 0 | 26 | 0 | 4 9 | 31 | 19 | 23 | 1 | 26 | 0 | 4 10 | 32 | 20 | 24 | 1 | 27 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 19 | 8 | 9 | 13 | 3 | 0 | 0 2 | 33 | 14 | 12 | 16 | 9 | 0 | 0 3 | 38 | 16 | 14 | 20 | 12 | 0 | 0 4 | 39 | 17 | 16 | 24 | 14 | 0 | 0 5 | 42 | 18 | 17 | 28 | 16 | 0 | 0 6 | 45 | 19 | 19 | 31 | 18 | 0 | 0 7 | 46 | 21 | 20 | 33 | 20 | 0 | 0 8 | 46 | 22 | 22 | 34 | 21 | 0 | 0 9 | 45 | 23 | 22 | 35 | 23 | 0 | 0 10 | 44 | 21 | 23 | 35 | 24 | 0 | 0 Duration (in years) | Iceland | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada ---|---|---|---|---|---|---|--- 1 | 5 | 0 | 0 | 0 | 0 | 12 | 0 2 | 5 | 0 | 0 | 0 | 0 | 12 | 0 3 | 5 | 0 | 0 | 0 | 0 | 12 | 0 4 | 5 | 0 | 0 | 0 | 0 | 12 | 0 5 | 5 | 0 | 0 | 0 | 0 | 12 | 0 6 | 5 | 0 | 0 | 0 | 0 | 12 | 0 7 | 5 | 0 | 0 | 0 | 0 | 12 | 0 8 | 5 | 0 | 0 | 0 | 0 | 12 | 0 9 | 5 | 0 | 0 | 0 | 0 | 12 | 0 10 | 5 | 0 | 0 | 0 | 0 | 12 | 0 Duration (in years) | Chile | China | Colombia | Hong Kong | India | Japan | Malaysia ---|---|---|---|---|---|---|--- 1 | 16 | 0 | 11 | 0 | 10 | 0 | 0 2 | 17 | 1 | 17 | 0 | 10 | 0 | 0 3 | 17 | 2 | 26 | 0 | 10 | 0 | 0 4 | 16 | 3 | 32 | 0 | 10 | 0 | 0 5 | 15 | 3 | 34 | 0 | 10 | 0 | 0 6 | 14 | 4 | 36 | 0 | 10 | 0 | 0 7 | 13 | 4 | 38 | 0 | 10 | 0 | 0 8 | 14 | 7 | 36 | 0 | 10 | 0 | 0 9 | 15 | 5 | 34 | 0 | 10 | 0 | 0 10 | 13 | 5 | 36 | 0 | 10 | 0 | 0 Duration (in years) | Mexico | New Zealand | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 8 | 0 | 0 | 8 | 8 | 2 | 4 2 | 9 | 0 | 0 | 10 | 11 | 0 | 4 3 | 11 | 0 | 0 | 13 | 11 | 0 | 4 4 | 11 | 0 | 0 | 15 | 13 | 0 | 4 5 | 11 | 0 | 0 | 16 | 14 | 0 | 4 6 | 11 | 0 | 0 | 18 | 15 | 0 | 4 7 | 11 | 0 | 0 | 21 | 15 | 0 | 4 8 | 11 | 0 | 0 | 23 | 15 | 0 | 4 9 | 11 | 0 | 0 | 24 | 15 | 0 | 4 10 | 11 | 0 | 0 | 26 | 15 | 0 | 4 Duration (in years) | Turkey | United States ---|---|--- 1 | 0 | 0 2 | 0 | 0 3 | 0 | 0 4 | 0 | 0 5 | 0 | 0 6 | 0 | 0 7 | 0 | 0 8 | 0 | 0 9 | 0 | 0 10 | 0 | 0 2\. Exposures to financial institutions 2.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 41 | 105 | 220 | 491 | 1 137 2 | 6 | 19 | 41 | 105 | 220 | 491 | 923 3 | 7 | 21 | 42 | 101 | 216 | 488 | 760 4 | 9 | 24 | 45 | 104 | 215 | 487 | 634 5 | 10 | 26 | 50 | 107 | 215 | 487 | 536 6 | 11 | 28 | 54 | 111 | 215 | 487 | 487 7 | 12 | 30 | 56 | 114 | 215 | 487 | 487 8 | 13 | 31 | 56 | 113 | 215 | 487 | 487 9 | 13 | 32 | 56 | 112 | 215 | 487 | 487 10 | 13 | 33 | 56 | 112 | 215 | 487 | 487 11 | 14 | 34 | 56 | 112 | 215 | 487 | 487 12 | 14 | 35 | 56 | 112 | 215 | 487 | 487 13 | 14 | 35 | 56 | 112 | 215 | 487 | 487 14 | 15 | 35 | 56 | 112 | 215 | 487 | 487 15 | 15 | 36 | 56 | 112 | 215 | 487 | 487 16 | 15 | 35 | 56 | 112 | 215 | 487 | 487 17 | 16 | 35 | 56 | 112 | 215 | 487 | 487 18 | 17 | 35 | 56 | 112 | 215 | 487 | 487 19 | 18 | 35 | 56 | 112 | 215 | 487 | 487 20 | 19 | 35 | 56 | 112 | 215 | 487 | 487 21 | 19 | 35 | 56 | 112 | 215 | 487 | 487 22 | 21 | 35 | 56 | 112 | 215 | 487 | 487 23 | 22 | 35 | 56 | 112 | 215 | 487 | 487 24 | 23 | 36 | 56 | 112 | 215 | 487 | 487 25 | 23 | 36 | 56 | 112 | 215 | 487 | 487 26 | 24 | 36 | 56 | 112 | 215 | 487 | 487 27 | 25 | 36 | 56 | 112 | 215 | 487 | 487 28 | 26 | 36 | 56 | 112 | 215 | 487 | 487 29 | 26 | 36 | 56 | 112 | 215 | 487 | 487 30 | 27 | 36 | 56 | 112 | 215 | 487 | 487 2.2. Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 19 | 32 | 54 | 119 | 233 | 505 | 1 162 2 | 20 | 33 | 55 | 120 | 234 | 506 | 944 3 | 21 | 35 | 56 | 115 | 230 | 502 | 777 4 | 22 | 37 | 59 | 117 | 229 | 501 | 648 5 | 23 | 39 | 63 | 119 | 228 | 500 | 547 6 | 23 | 40 | 65 | 123 | 227 | 499 | 499 7 | 24 | 41 | 67 | 125 | 226 | 498 | 498 8 | 23 | 41 | 66 | 123 | 226 | 498 | 498 9 | 23 | 42 | 66 | 122 | 225 | 497 | 497 10 | 23 | 42 | 65 | 121 | 225 | 497 | 497 11 | 23 | 43 | 65 | 121 | 224 | 496 | 496 12 | 22 | 43 | 64 | 120 | 223 | 496 | 496 13 | 22 | 43 | 64 | 120 | 223 | 495 | 495 14 | 22 | 43 | 63 | 119 | 222 | 495 | 495 15 | 21 | 42 | 63 | 119 | 222 | 494 | 494 16 | 21 | 42 | 63 | 119 | 222 | 494 | 494 17 | 21 | 42 | 63 | 119 | 222 | 494 | 494 18 | 21 | 42 | 63 | 119 | 222 | 494 | 494 19 | 21 | 42 | 63 | 119 | 222 | 494 | 494 20 | 21 | 42 | 63 | 119 | 222 | 494 | 494 21 | 22 | 43 | 63 | 119 | 222 | 494 | 494 22 | 22 | 43 | 63 | 119 | 222 | 495 | 495 23 | 22 | 43 | 63 | 120 | 223 | 495 | 495 24 | 23 | 43 | 63 | 119 | 223 | 495 | 495 25 | 24 | 43 | 63 | 119 | 222 | 495 | 495 26 | 25 | 43 | 63 | 119 | 222 | 494 | 494 27 | 25 | 43 | 63 | 119 | 222 | 494 | 494 28 | 26 | 42 | 63 | 119 | 222 | 494 | 494 29 | 27 | 42 | 63 | 119 | 222 | 494 | 494 30 | 27 | 42 | 63 | 119 | 222 | 494 | 494 2.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 41 | 105 | 219 | 491 | 1 137 2 | 6 | 19 | 41 | 105 | 219 | 491 | 923 3 | 7 | 21 | 42 | 101 | 216 | 488 | 760 4 | 9 | 24 | 45 | 103 | 215 | 487 | 634 5 | 10 | 26 | 50 | 107 | 215 | 487 | 536 6 | 11 | 28 | 53 | 111 | 215 | 487 | 487 7 | 12 | 30 | 55 | 114 | 215 | 487 | 487 8 | 12 | 31 | 55 | 113 | 215 | 487 | 487 9 | 13 | 32 | 55 | 112 | 215 | 487 | 487 10 | 13 | 33 | 56 | 112 | 215 | 487 | 487 11 | 14 | 34 | 56 | 112 | 215 | 487 | 487 12 | 14 | 35 | 56 | 112 | 215 | 487 | 487 13 | 14 | 35 | 56 | 112 | 215 | 487 | 487 14 | 14 | 35 | 56 | 112 | 215 | 487 | 487 15 | 15 | 35 | 56 | 112 | 215 | 487 | 487 16 | 15 | 35 | 56 | 112 | 215 | 487 | 487 17 | 16 | 35 | 56 | 112 | 215 | 487 | 487 18 | 17 | 35 | 56 | 112 | 215 | 487 | 487 19 | 18 | 35 | 56 | 112 | 215 | 487 | 487 20 | 19 | 35 | 56 | 112 | 215 | 487 | 487 21 | 19 | 35 | 56 | 112 | 215 | 487 | 487 22 | 21 | 35 | 56 | 112 | 215 | 487 | 487 23 | 22 | 35 | 56 | 112 | 215 | 487 | 487 24 | 23 | 35 | 56 | 112 | 215 | 487 | 487 25 | 23 | 35 | 56 | 112 | 215 | 487 | 487 26 | 24 | 35 | 56 | 112 | 215 | 487 | 487 27 | 25 | 35 | 56 | 112 | 215 | 487 | 487 28 | 26 | 35 | 56 | 112 | 215 | 487 | 487 29 | 26 | 35 | 56 | 112 | 215 | 487 | 487 30 | 27 | 35 | 56 | 112 | 215 | 487 | 487 2.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 78 | 91 | 113 | 178 | 292 | 564 | 1 197 2 | 75 | 88 | 110 | 175 | 289 | 561 | 978 3 | 79 | 93 | 114 | 173 | 288 | 560 | 807 4 | 78 | 93 | 115 | 173 | 285 | 557 | 674 5 | 78 | 94 | 118 | 175 | 283 | 555 | 570 6 | 78 | 95 | 120 | 177 | 282 | 554 | 554 7 | 77 | 95 | 120 | 178 | 280 | 552 | 552 8 | 76 | 95 | 119 | 176 | 279 | 551 | 551 9 | 75 | 95 | 118 | 175 | 278 | 550 | 550 10 | 73 | 93 | 116 | 172 | 275 | 547 | 547 11 | 71 | 92 | 114 | 170 | 273 | 545 | 545 12 | 71 | 91 | 113 | 169 | 272 | 544 | 544 13 | 70 | 91 | 112 | 168 | 271 | 543 | 543 14 | 70 | 91 | 112 | 168 | 271 | 543 | 543 15 | 70 | 91 | 112 | 168 | 271 | 543 | 543 16 | 70 | 90 | 111 | 167 | 270 | 542 | 542 17 | 69 | 90 | 111 | 167 | 270 | 542 | 542 18 | 69 | 90 | 110 | 166 | 269 | 542 | 542 19 | 68 | 89 | 110 | 166 | 269 | 541 | 541 20 | 68 | 89 | 109 | 165 | 268 | 540 | 540 21 | 67 | 88 | 109 | 165 | 268 | 540 | 540 22 | 66 | 87 | 108 | 164 | 267 | 539 | 539 23 | 65 | 86 | 107 | 163 | 266 | 538 | 538 24 | 64 | 85 | 106 | 162 | 265 | 537 | 537 25 | 63 | 84 | 105 | 161 | 264 | 536 | 536 26 | 62 | 83 | 104 | 160 | 263 | 535 | 535 27 | 61 | 82 | 103 | 159 | 262 | 534 | 534 28 | 60 | 81 | 102 | 158 | 261 | 533 | 533 29 | 59 | 80 | 101 | 157 | 260 | 532 | 532 30 | 58 | 79 | 100 | 156 | 259 | 531 | 531 2.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 23 | 44 | 109 | 223 | 495 | 1 137 2 | 11 | 24 | 46 | 111 | 225 | 497 | 925 3 | 14 | 28 | 49 | 107 | 223 | 494 | 762 4 | 15 | 30 | 52 | 110 | 222 | 494 | 636 5 | 17 | 33 | 57 | 114 | 222 | 494 | 537 6 | 18 | 35 | 60 | 118 | 222 | 494 | 494 7 | 19 | 37 | 62 | 120 | 222 | 494 | 494 8 | 19 | 37 | 62 | 119 | 221 | 494 | 494 9 | 19 | 38 | 62 | 118 | 221 | 493 | 493 10 | 19 | 38 | 61 | 118 | 221 | 493 | 493 11 | 19 | 39 | 62 | 118 | 221 | 493 | 493 12 | 20 | 40 | 62 | 118 | 221 | 493 | 493 13 | 20 | 41 | 62 | 118 | 221 | 493 | 493 14 | 20 | 41 | 62 | 118 | 221 | 493 | 493 15 | 21 | 41 | 62 | 118 | 221 | 493 | 493 16 | 21 | 41 | 62 | 118 | 221 | 493 | 493 17 | 21 | 42 | 62 | 118 | 221 | 494 | 494 18 | 21 | 42 | 63 | 119 | 222 | 494 | 494 19 | 21 | 42 | 63 | 119 | 222 | 494 | 494 20 | 22 | 43 | 64 | 120 | 223 | 495 | 495 21 | 22 | 43 | 64 | 120 | 223 | 495 | 495 22 | 23 | 43 | 64 | 120 | 223 | 495 | 495 23 | 23 | 44 | 64 | 120 | 223 | 495 | 495 24 | 23 | 44 | 64 | 120 | 223 | 496 | 496 25 | 24 | 44 | 64 | 120 | 223 | 496 | 496 26 | 24 | 44 | 64 | 120 | 223 | 495 | 495 27 | 25 | 44 | 64 | 120 | 223 | 495 | 495 28 | 26 | 43 | 64 | 120 | 223 | 495 | 495 29 | 26 | 43 | 64 | 120 | 223 | 495 | 495 30 | 27 | 43 | 64 | 120 | 223 | 495 | 495 2.6. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 18 | 40 | 105 | 219 | 491 | 1 136 2 | 5 | 18 | 40 | 105 | 219 | 491 | 923 3 | 6 | 20 | 42 | 100 | 215 | 487 | 759 4 | 8 | 23 | 45 | 103 | 214 | 487 | 633 5 | 9 | 25 | 49 | 106 | 214 | 486 | 535 6 | 10 | 27 | 53 | 110 | 214 | 486 | 486 7 | 12 | 29 | 55 | 113 | 214 | 486 | 486 8 | 12 | 30 | 55 | 112 | 214 | 486 | 486 9 | 12 | 31 | 55 | 111 | 214 | 486 | 486 10 | 12 | 32 | 55 | 111 | 214 | 486 | 486 11 | 13 | 33 | 55 | 111 | 214 | 486 | 486 12 | 13 | 34 | 55 | 111 | 214 | 486 | 486 13 | 14 | 34 | 55 | 111 | 214 | 486 | 486 14 | 14 | 35 | 55 | 111 | 214 | 486 | 486 15 | 15 | 35 | 55 | 111 | 214 | 486 | 486 16 | 15 | 35 | 55 | 111 | 214 | 486 | 486 17 | 16 | 35 | 55 | 111 | 214 | 486 | 486 18 | 17 | 35 | 55 | 111 | 214 | 486 | 486 19 | 18 | 35 | 55 | 111 | 214 | 486 | 486 20 | 19 | 35 | 55 | 111 | 214 | 486 | 486 21 | 19 | 35 | 55 | 111 | 214 | 486 | 486 22 | 21 | 35 | 55 | 111 | 214 | 486 | 486 23 | 22 | 35 | 55 | 111 | 214 | 486 | 486 24 | 23 | 35 | 55 | 111 | 214 | 487 | 487 25 | 23 | 35 | 55 | 111 | 214 | 487 | 487 26 | 24 | 35 | 55 | 111 | 214 | 487 | 487 27 | 25 | 35 | 55 | 111 | 214 | 487 | 487 28 | 26 | 35 | 55 | 111 | 214 | 487 | 487 29 | 26 | 35 | 55 | 111 | 214 | 487 | 487 30 | 27 | 35 | 55 | 111 | 215 | 487 | 487 2.7. Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 24 | 50 | 135 | 238 | 510 | 1 176 2 | 7 | 24 | 50 | 135 | 238 | 510 | 955 3 | 8 | 26 | 51 | 124 | 235 | 507 | 785 4 | 10 | 29 | 54 | 116 | 233 | 505 | 654 5 | 12 | 31 | 55 | 108 | 232 | 504 | 552 6 | 14 | 34 | 59 | 103 | 231 | 503 | 503 7 | 16 | 36 | 60 | 97 | 230 | 502 | 502 8 | 18 | 38 | 59 | 92 | 229 | 501 | 501 9 | 20 | 44 | 62 | 87 | 228 | 500 | 500 10 | 20 | 44 | 60 | 85 | 227 | 499 | 499 11 | 19 | 43 | 59 | 86 | 226 | 498 | 498 12 | 19 | 43 | 60 | 87 | 225 | 497 | 497 13 | 19 | 43 | 60 | 88 | 225 | 497 | 497 14 | 19 | 43 | 60 | 88 | 224 | 496 | 496 15 | 19 | 43 | 60 | 88 | 223 | 495 | 495 16 | 19 | 44 | 60 | 88 | 222 | 494 | 494 17 | 19 | 44 | 60 | 88 | 222 | 494 | 494 18 | 19 | 44 | 60 | 88 | 221 | 493 | 493 19 | 19 | 44 | 60 | 88 | 221 | 493 | 493 20 | 20 | 44 | 60 | 88 | 221 | 493 | 493 21 | 21 | 44 | 60 | 88 | 221 | 493 | 493 22 | 22 | 44 | 60 | 88 | 221 | 493 | 493 23 | 22 | 44 | 60 | 88 | 221 | 493 | 493 24 | 23 | 44 | 60 | 88 | 220 | 492 | 492 25 | 24 | 44 | 60 | 88 | 219 | 491 | 491 26 | 25 | 44 | 60 | 88 | 219 | 491 | 491 27 | 25 | 44 | 60 | 88 | 218 | 490 | 490 28 | 26 | 44 | 60 | 88 | 218 | 490 | 490 29 | 27 | 44 | 60 | 88 | 217 | 489 | 489 30 | 28 | 44 | 60 | 88 | 217 | 489 | 489 2.8. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 94 | 116 | 181 | 295 | 567 | 1 215 2 | 81 | 94 | 116 | 180 | 294 | 566 | 991 3 | 82 | 95 | 117 | 175 | 290 | 562 | 818 4 | 82 | 97 | 118 | 176 | 288 | 560 | 683 5 | 81 | 97 | 121 | 178 | 286 | 558 | 578 6 | 81 | 98 | 123 | 181 | 285 | 557 | 557 7 | 80 | 98 | 123 | 182 | 283 | 555 | 555 8 | 79 | 97 | 122 | 179 | 281 | 553 | 553 9 | 77 | 96 | 120 | 177 | 280 | 552 | 552 10 | 76 | 96 | 119 | 175 | 278 | 550 | 550 11 | 76 | 96 | 118 | 174 | 277 | 549 | 549 12 | 75 | 95 | 117 | 173 | 276 | 548 | 548 13 | 74 | 94 | 115 | 171 | 274 | 546 | 546 14 | 72 | 93 | 114 | 170 | 273 | 545 | 545 15 | 71 | 92 | 113 | 169 | 272 | 544 | 544 16 | 70 | 91 | 112 | 168 | 271 | 543 | 543 17 | 69 | 90 | 111 | 167 | 270 | 542 | 542 18 | 68 | 89 | 110 | 166 | 269 | 541 | 541 19 | 67 | 88 | 109 | 165 | 268 | 540 | 540 20 | 67 | 87 | 108 | 164 | 267 | 539 | 539 21 | 66 | 86 | 107 | 163 | 266 | 538 | 538 22 | 65 | 85 | 106 | 162 | 265 | 537 | 537 23 | 64 | 84 | 105 | 161 | 264 | 536 | 536 24 | 62 | 83 | 104 | 160 | 263 | 535 | 535 25 | 61 | 82 | 103 | 159 | 262 | 534 | 534 26 | 60 | 81 | 102 | 158 | 261 | 533 | 533 27 | 59 | 80 | 101 | 157 | 260 | 532 | 532 28 | 58 | 79 | 99 | 155 | 258 | 531 | 531 29 | 57 | 78 | 98 | 154 | 257 | 529 | 529 30 | 56 | 77 | 97 | 153 | 256 | 528 | 528 2.9. Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 55 | 68 | 90 | 154 | 269 | 541 | 1 185 2 | 55 | 68 | 90 | 154 | 268 | 540 | 965 3 | 56 | 70 | 91 | 150 | 265 | 537 | 796 4 | 57 | 72 | 94 | 152 | 264 | 536 | 665 5 | 57 | 73 | 97 | 154 | 262 | 534 | 563 6 | 57 | 74 | 99 | 157 | 261 | 533 | 533 7 | 57 | 75 | 100 | 158 | 260 | 532 | 532 8 | 56 | 74 | 99 | 156 | 259 | 531 | 531 9 | 55 | 74 | 98 | 154 | 257 | 530 | 530 10 | 54 | 74 | 97 | 153 | 256 | 529 | 529 11 | 54 | 74 | 97 | 153 | 256 | 528 | 528 12 | 54 | 74 | 96 | 152 | 255 | 527 | 527 13 | 54 | 74 | 95 | 151 | 254 | 526 | 526 14 | 53 | 74 | 95 | 151 | 254 | 526 | 526 15 | 53 | 73 | 94 | 150 | 253 | 525 | 525 16 | 52 | 73 | 93 | 149 | 252 | 524 | 524 17 | 51 | 72 | 93 | 149 | 252 | 524 | 524 18 | 51 | 72 | 92 | 148 | 251 | 524 | 524 19 | 50 | 71 | 92 | 148 | 251 | 523 | 523 20 | 50 | 71 | 92 | 148 | 251 | 523 | 523 21 | 50 | 71 | 91 | 147 | 250 | 523 | 523 22 | 49 | 70 | 91 | 147 | 250 | 522 | 522 23 | 49 | 70 | 90 | 146 | 249 | 521 | 521 24 | 48 | 69 | 90 | 146 | 249 | 521 | 521 25 | 47 | 68 | 89 | 145 | 248 | 520 | 520 26 | 47 | 68 | 88 | 144 | 247 | 519 | 519 27 | 46 | 67 | 88 | 144 | 247 | 519 | 519 28 | 45 | 66 | 87 | 143 | 246 | 518 | 518 29 | 45 | 65 | 86 | 142 | 245 | 517 | 517 30 | 44 | 65 | 85 | 141 | 244 | 516 | 516 2.10. Króna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 91 | 104 | 126 | 190 | 304 | 576 | 1 242 2 | 90 | 103 | 125 | 190 | 304 | 576 | 1 007 3 | 90 | 104 | 125 | 184 | 299 | 571 | 826 4 | 90 | 105 | 127 | 185 | 297 | 569 | 686 5 | 90 | 106 | 130 | 187 | 295 | 568 | 578 6 | 91 | 108 | 133 | 191 | 295 | 567 | 567 7 | 91 | 109 | 135 | 193 | 294 | 566 | 566 8 | 91 | 110 | 134 | 192 | 294 | 566 | 566 9 | 91 | 110 | 134 | 191 | 294 | 566 | 566 10 | 92 | 111 | 134 | 191 | 294 | 566 | 566 11 | 92 | 112 | 134 | 190 | 293 | 565 | 565 12 | 91 | 112 | 133 | 189 | 292 | 564 | 564 13 | 91 | 111 | 132 | 188 | 291 | 563 | 563 14 | 90 | 110 | 131 | 187 | 290 | 562 | 562 15 | 88 | 109 | 130 | 186 | 289 | 561 | 561 16 | 87 | 108 | 129 | 185 | 288 | 560 | 560 17 | 86 | 107 | 128 | 184 | 287 | 559 | 559 18 | 85 | 106 | 127 | 183 | 286 | 558 | 558 19 | 84 | 105 | 126 | 182 | 285 | 557 | 557 20 | 83 | 104 | 125 | 181 | 284 | 556 | 556 21 | 82 | 103 | 124 | 180 | 283 | 555 | 555 22 | 81 | 102 | 122 | 178 | 281 | 553 | 553 23 | 79 | 100 | 121 | 177 | 280 | 552 | 552 24 | 78 | 99 | 119 | 175 | 278 | 551 | 551 25 | 76 | 97 | 118 | 174 | 277 | 549 | 549 26 | 75 | 96 | 116 | 172 | 275 | 548 | 548 27 | 73 | 94 | 115 | 171 | 274 | 546 | 546 28 | 72 | 93 | 113 | 169 | 272 | 545 | 545 29 | 70 | 91 | 112 | 168 | 271 | 543 | 543 30 | 69 | 90 | 111 | 167 | 270 | 542 | 542 2.11. Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 30 | 43 | 65 | 130 | 244 | 516 | 1 173 2 | 31 | 44 | 66 | 131 | 245 | 517 | 954 3 | 32 | 46 | 67 | 125 | 241 | 513 | 784 4 | 32 | 47 | 69 | 127 | 239 | 511 | 653 5 | 33 | 49 | 73 | 130 | 238 | 510 | 552 6 | 33 | 50 | 76 | 133 | 237 | 510 | 510 7 | 34 | 52 | 77 | 135 | 237 | 509 | 509 8 | 33 | 52 | 76 | 133 | 236 | 508 | 508 9 | 33 | 52 | 76 | 132 | 235 | 507 | 507 10 | 32 | 52 | 75 | 131 | 235 | 507 | 507 11 | 32 | 53 | 75 | 131 | 234 | 506 | 506 12 | 32 | 53 | 74 | 130 | 233 | 505 | 505 13 | 32 | 53 | 74 | 130 | 233 | 505 | 505 14 | 31 | 52 | 73 | 129 | 232 | 504 | 504 15 | 31 | 52 | 73 | 129 | 232 | 504 | 504 16 | 30 | 51 | 72 | 128 | 231 | 503 | 503 17 | 30 | 51 | 72 | 128 | 231 | 503 | 503 18 | 30 | 51 | 72 | 128 | 231 | 503 | 503 19 | 30 | 51 | 71 | 127 | 231 | 503 | 503 20 | 30 | 51 | 72 | 128 | 231 | 503 | 503 21 | 30 | 51 | 72 | 128 | 231 | 503 | 503 22 | 30 | 51 | 72 | 128 | 231 | 503 | 503 23 | 30 | 51 | 71 | 127 | 230 | 503 | 503 24 | 30 | 50 | 71 | 127 | 230 | 502 | 502 25 | 29 | 50 | 71 | 127 | 230 | 502 | 502 26 | 29 | 50 | 71 | 127 | 230 | 502 | 502 27 | 29 | 50 | 70 | 126 | 229 | 501 | 501 28 | 29 | 49 | 70 | 126 | 229 | 501 | 501 29 | 28 | 49 | 70 | 126 | 229 | 501 | 501 30 | 28 | 49 | 69 | 125 | 228 | 501 | 501 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 | 4 | 21 | 86 | 200 | 472 | 1 099 2 | 1 | 5 | 22 | 87 | 201 | 473 | 894 3 | 2 | 5 | 24 | 83 | 198 | 470 | 736 4 | 4 | 6 | 28 | 86 | 198 | 470 | 614 5 | 4 | 8 | 32 | 89 | 197 | 470 | 519 6 | 6 | 11 | 36 | 94 | 198 | 470 | 470 7 | 7 | 13 | 38 | 96 | 198 | 470 | 470 8 | 8 | 13 | 38 | 95 | 198 | 470 | 470 9 | 8 | 14 | 38 | 95 | 198 | 470 | 470 10 | 9 | 15 | 38 | 94 | 198 | 470 | 470 11 | 11 | 17 | 39 | 95 | 198 | 471 | 471 12 | 12 | 17 | 38 | 94 | 197 | 469 | 469 13 | 13 | 18 | 39 | 95 | 198 | 470 | 470 14 | 13 | 18 | 39 | 95 | 198 | 470 | 470 15 | 14 | 17 | 38 | 94 | 197 | 469 | 469 16 | 15 | 16 | 37 | 93 | 196 | 468 | 468 17 | 16 | 16 | 37 | 93 | 196 | 468 | 468 18 | 17 | 17 | 37 | 93 | 196 | 469 | 469 19 | 18 | 17 | 38 | 94 | 197 | 469 | 469 20 | 18 | 18 | 38 | 94 | 197 | 469 | 469 21 | 19 | 19 | 39 | 95 | 198 | 470 | 470 22 | 20 | 19 | 39 | 95 | 198 | 470 | 470 23 | 22 | 21 | 39 | 95 | 198 | 470 | 470 24 | 22 | 21 | 38 | 94 | 197 | 470 | 470 25 | 23 | 22 | 38 | 94 | 197 | 469 | 469 26 | 24 | 23 | 38 | 94 | 197 | 469 | 469 27 | 24 | 23 | 38 | 94 | 197 | 469 | 469 28 | 25 | 24 | 38 | 94 | 197 | 469 | 469 29 | 26 | 24 | 38 | 94 | 197 | 469 | 469 30 | 27 | 25 | 39 | 94 | 197 | 469 | 469 2.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 55 | 77 | 142 | 256 | 528 | 1 170 2 | 43 | 56 | 78 | 142 | 256 | 528 | 950 3 | 44 | 58 | 79 | 138 | 253 | 525 | 781 4 | 45 | 60 | 82 | 140 | 252 | 524 | 652 5 | 46 | 62 | 86 | 142 | 251 | 523 | 551 6 | 46 | 63 | 88 | 146 | 250 | 522 | 522 7 | 47 | 65 | 90 | 148 | 249 | 522 | 522 8 | 46 | 64 | 89 | 146 | 249 | 521 | 521 9 | 45 | 65 | 88 | 145 | 248 | 520 | 520 10 | 45 | 65 | 88 | 144 | 247 | 519 | 519 11 | 45 | 65 | 88 | 144 | 247 | 519 | 519 12 | 45 | 66 | 87 | 143 | 246 | 518 | 518 13 | 45 | 65 | 86 | 142 | 246 | 518 | 518 14 | 44 | 65 | 86 | 142 | 245 | 517 | 517 15 | 44 | 65 | 85 | 141 | 245 | 517 | 517 16 | 43 | 64 | 85 | 141 | 244 | 516 | 516 17 | 43 | 64 | 84 | 140 | 243 | 516 | 516 18 | 42 | 63 | 84 | 140 | 243 | 515 | 515 19 | 42 | 63 | 84 | 140 | 243 | 515 | 515 20 | 42 | 63 | 83 | 139 | 243 | 515 | 515 21 | 42 | 62 | 83 | 139 | 242 | 514 | 514 22 | 41 | 62 | 83 | 139 | 242 | 514 | 514 23 | 41 | 61 | 82 | 138 | 241 | 513 | 513 24 | 40 | 61 | 81 | 137 | 240 | 513 | 513 25 | 39 | 60 | 81 | 137 | 240 | 512 | 512 26 | 38 | 59 | 80 | 136 | 239 | 511 | 511 27 | 38 | 58 | 79 | 135 | 238 | 510 | 510 28 | 37 | 58 | 78 | 134 | 237 | 510 | 510 29 | 36 | 57 | 78 | 134 | 237 | 509 | 509 30 | 35 | 56 | 77 | 133 | 236 | 508 | 508 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 | 15 | 28 | 49 | 114 | 228 | 500 | 1 134 2 | 18 | 31 | 53 | 118 | 232 | 504 | 921 3 | 23 | 37 | 58 | 116 | 232 | 503 | 758 4 | 26 | 41 | 63 | 121 | 233 | 505 | 632 5 | 29 | 45 | 69 | 126 | 234 | 506 | 535 6 | 29 | 46 | 71 | 129 | 233 | 505 | 505 7 | 33 | 51 | 76 | 134 | 236 | 508 | 508 8 | 32 | 51 | 75 | 133 | 235 | 507 | 507 9 | 33 | 52 | 76 | 133 | 236 | 508 | 508 10 | 35 | 55 | 78 | 134 | 237 | 509 | 509 11 | 37 | 57 | 79 | 135 | 238 | 510 | 510 12 | 38 | 58 | 80 | 136 | 239 | 511 | 511 13 | 38 | 59 | 80 | 136 | 239 | 511 | 511 14 | 39 | 60 | 80 | 136 | 239 | 512 | 512 15 | 39 | 60 | 81 | 137 | 240 | 512 | 512 16 | 39 | 60 | 80 | 136 | 239 | 512 | 512 17 | 39 | 60 | 81 | 137 | 240 | 512 | 512 18 | 39 | 59 | 80 | 136 | 239 | 511 | 511 19 | 39 | 59 | 80 | 136 | 239 | 511 | 511 20 | 39 | 59 | 80 | 136 | 239 | 511 | 511 21 | 39 | 59 | 80 | 136 | 239 | 511 | 511 22 | 38 | 59 | 80 | 136 | 239 | 511 | 511 23 | 38 | 59 | 80 | 136 | 239 | 511 | 511 24 | 38 | 59 | 79 | 135 | 238 | 511 | 511 25 | 37 | 58 | 79 | 135 | 238 | 510 | 510 26 | 37 | 58 | 78 | 134 | 238 | 510 | 510 27 | 36 | 57 | 78 | 134 | 237 | 509 | 509 28 | 36 | 57 | 77 | 134 | 237 | 509 | 509 29 | 35 | 56 | 77 | 133 | 236 | 508 | 508 30 | 35 | 56 | 76 | 133 | 236 | 508 | 508 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 | 19 | 32 | 53 | 118 | 232 | 504 | 1 148 2 | 19 | 32 | 54 | 119 | 233 | 505 | 933 3 | 21 | 35 | 57 | 115 | 230 | 502 | 767 4 | 23 | 38 | 60 | 118 | 230 | 502 | 640 5 | 24 | 40 | 64 | 121 | 229 | 501 | 541 6 | 25 | 42 | 68 | 125 | 229 | 501 | 501 7 | 26 | 44 | 70 | 128 | 229 | 501 | 501 8 | 26 | 45 | 70 | 127 | 229 | 501 | 501 9 | 27 | 46 | 70 | 126 | 229 | 501 | 501 10 | 27 | 47 | 70 | 126 | 229 | 501 | 501 11 | 28 | 48 | 70 | 126 | 229 | 501 | 501 12 | 28 | 49 | 70 | 126 | 229 | 501 | 501 13 | 29 | 49 | 70 | 126 | 229 | 501 | 501 14 | 29 | 50 | 70 | 126 | 229 | 501 | 501 15 | 29 | 50 | 70 | 126 | 229 | 501 | 501 16 | 29 | 49 | 70 | 126 | 229 | 501 | 501 17 | 29 | 49 | 70 | 126 | 229 | 501 | 501 18 | 29 | 49 | 70 | 126 | 229 | 501 | 501 19 | 29 | 49 | 70 | 126 | 229 | 501 | 501 20 | 29 | 50 | 70 | 126 | 229 | 501 | 501 21 | 29 | 49 | 70 | 126 | 229 | 501 | 501 22 | 28 | 49 | 70 | 126 | 229 | 501 | 501 23 | 28 | 49 | 69 | 125 | 228 | 501 | 501 24 | 27 | 48 | 69 | 125 | 228 | 500 | 500 25 | 27 | 48 | 68 | 125 | 228 | 500 | 500 26 | 27 | 47 | 68 | 124 | 227 | 499 | 499 27 | 26 | 47 | 68 | 124 | 227 | 499 | 499 28 | 26 | 46 | 67 | 123 | 226 | 498 | 498 29 | 26 | 46 | 67 | 123 | 226 | 498 | 498 30 | 27 | 46 | 66 | 122 | 225 | 498 | 498 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 | 52 | 65 | 87 | 152 | 266 | 538 | 1 180 2 | 54 | 67 | 89 | 154 | 268 | 540 | 965 3 | 58 | 72 | 93 | 152 | 267 | 539 | 797 4 | 60 | 75 | 97 | 155 | 267 | 539 | 666 5 | 63 | 79 | 103 | 159 | 268 | 540 | 563 6 | 64 | 81 | 107 | 164 | 268 | 540 | 540 7 | 65 | 83 | 109 | 167 | 268 | 540 | 540 8 | 65 | 84 | 108 | 166 | 268 | 540 | 540 9 | 65 | 85 | 108 | 165 | 268 | 540 | 540 10 | 66 | 86 | 109 | 165 | 268 | 540 | 540 11 | 66 | 86 | 109 | 165 | 268 | 540 | 540 12 | 66 | 86 | 108 | 164 | 267 | 539 | 539 13 | 66 | 86 | 107 | 163 | 266 | 538 | 538 14 | 65 | 86 | 107 | 163 | 266 | 538 | 538 15 | 64 | 85 | 106 | 162 | 265 | 537 | 537 16 | 64 | 85 | 105 | 161 | 264 | 536 | 536 17 | 63 | 84 | 105 | 161 | 264 | 536 | 536 18 | 63 | 83 | 104 | 160 | 263 | 535 | 535 19 | 62 | 83 | 104 | 160 | 263 | 535 | 535 20 | 61 | 82 | 103 | 159 | 262 | 534 | 534 21 | 61 | 82 | 102 | 158 | 261 | 533 | 533 22 | 60 | 81 | 102 | 158 | 261 | 533 | 533 23 | 59 | 80 | 101 | 157 | 260 | 532 | 532 24 | 58 | 79 | 100 | 156 | 259 | 531 | 531 25 | 57 | 78 | 99 | 155 | 258 | 530 | 530 26 | 56 | 77 | 98 | 154 | 257 | 529 | 529 27 | 56 | 76 | 97 | 153 | 256 | 528 | 528 28 | 55 | 76 | 96 | 152 | 255 | 527 | 527 29 | 54 | 75 | 95 | 151 | 254 | 526 | 526 30 | 53 | 74 | 94 | 150 | 253 | 526 | 526 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 | 84 | 97 | 119 | 184 | 298 | 570 | 1 247 2 | 90 | 103 | 124 | 189 | 303 | 575 | 1 025 3 | 93 | 107 | 128 | 187 | 302 | 574 | 850 4 | 95 | 110 | 132 | 190 | 302 | 574 | 712 5 | 99 | 115 | 139 | 196 | 304 | 576 | 605 6 | 101 | 118 | 144 | 201 | 305 | 577 | 577 7 | 103 | 121 | 146 | 205 | 306 | 578 | 578 8 | 105 | 123 | 148 | 205 | 307 | 580 | 580 9 | 106 | 125 | 149 | 205 | 308 | 580 | 580 10 | 107 | 126 | 149 | 206 | 309 | 581 | 581 11 | 107 | 127 | 149 | 205 | 308 | 581 | 581 12 | 107 | 127 | 149 | 205 | 308 | 580 | 580 13 | 106 | 126 | 148 | 204 | 307 | 579 | 579 14 | 105 | 125 | 146 | 202 | 305 | 577 | 577 15 | 103 | 124 | 145 | 201 | 304 | 576 | 576 16 | 102 | 123 | 143 | 199 | 302 | 575 | 575 17 | 100 | 121 | 142 | 198 | 301 | 573 | 573 18 | 99 | 120 | 141 | 197 | 300 | 572 | 572 19 | 98 | 119 | 139 | 195 | 298 | 570 | 570 20 | 96 | 117 | 138 | 194 | 297 | 569 | 569 21 | 95 | 116 | 136 | 192 | 295 | 567 | 567 22 | 93 | 114 | 135 | 191 | 294 | 566 | 566 23 | 91 | 112 | 133 | 189 | 292 | 564 | 564 24 | 90 | 110 | 131 | 187 | 290 | 562 | 562 25 | 88 | 109 | 129 | 185 | 288 | 561 | 561 26 | 86 | 107 | 128 | 184 | 287 | 559 | 559 27 | 84 | 105 | 126 | 182 | 285 | 557 | 557 28 | 83 | 103 | 124 | 180 | 283 | 555 | 555 29 | 81 | 102 | 122 | 179 | 282 | 554 | 554 30 | 79 | 100 | 121 | 177 | 280 | 552 | 552 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 | 13 | 26 | 47 | 112 | 226 | 498 | 1 161 2 | 15 | 28 | 50 | 115 | 229 | 501 | 943 3 | 19 | 32 | 54 | 112 | 227 | 499 | 776 4 | 21 | 36 | 58 | 116 | 228 | 500 | 646 5 | 24 | 40 | 64 | 120 | 229 | 501 | 546 6 | 25 | 42 | 67 | 125 | 229 | 501 | 501 7 | 26 | 44 | 70 | 128 | 229 | 501 | 501 8 | 26 | 45 | 70 | 127 | 229 | 501 | 501 9 | 27 | 46 | 70 | 126 | 229 | 501 | 501 10 | 27 | 47 | 70 | 126 | 229 | 501 | 501 11 | 27 | 48 | 70 | 126 | 229 | 501 | 501 12 | 28 | 48 | 70 | 126 | 229 | 501 | 501 13 | 27 | 48 | 69 | 125 | 228 | 500 | 500 14 | 27 | 48 | 69 | 125 | 228 | 500 | 500 15 | 26 | 47 | 68 | 124 | 227 | 499 | 499 16 | 26 | 47 | 67 | 123 | 226 | 499 | 499 17 | 26 | 46 | 67 | 123 | 226 | 498 | 498 18 | 25 | 46 | 67 | 123 | 226 | 498 | 498 19 | 25 | 46 | 67 | 123 | 226 | 498 | 498 20 | 26 | 46 | 67 | 123 | 226 | 498 | 498 21 | 26 | 47 | 67 | 123 | 226 | 498 | 498 22 | 26 | 47 | 67 | 123 | 226 | 498 | 498 23 | 26 | 47 | 67 | 123 | 226 | 498 | 498 24 | 26 | 46 | 67 | 123 | 226 | 498 | 498 25 | 25 | 46 | 67 | 123 | 226 | 498 | 498 26 | 25 | 46 | 67 | 123 | 226 | 498 | 498 27 | 25 | 46 | 67 | 123 | 226 | 498 | 498 28 | 26 | 46 | 66 | 122 | 225 | 497 | 497 29 | 27 | 45 | 66 | 122 | 225 | 497 | 497 30 | 27 | 45 | 66 | 122 | 225 | 497 | 497 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 | 92 | 105 | 127 | 192 | 306 | 578 | 1 212 2 | 94 | 107 | 129 | 193 | 307 | 579 | 984 3 | 96 | 110 | 131 | 190 | 305 | 577 | 809 4 | 98 | 113 | 135 | 193 | 305 | 577 | 675 5 | 99 | 115 | 139 | 196 | 305 | 577 | 577 6 | 100 | 117 | 143 | 200 | 304 | 576 | 576 7 | 101 | 119 | 144 | 203 | 304 | 576 | 576 8 | 101 | 120 | 144 | 202 | 304 | 576 | 576 9 | 101 | 120 | 144 | 200 | 303 | 575 | 575 10 | 100 | 120 | 143 | 199 | 302 | 574 | 574 11 | 99 | 119 | 142 | 198 | 301 | 573 | 573 12 | 98 | 118 | 140 | 196 | 299 | 571 | 571 13 | 97 | 117 | 138 | 194 | 297 | 569 | 569 14 | 95 | 116 | 137 | 193 | 296 | 568 | 568 15 | 94 | 114 | 135 | 191 | 294 | 566 | 566 16 | 92 | 113 | 133 | 189 | 292 | 565 | 565 17 | 90 | 111 | 132 | 188 | 291 | 563 | 563 18 | 89 | 110 | 131 | 187 | 290 | 562 | 562 19 | 88 | 109 | 130 | 186 | 289 | 561 | 561 20 | 87 | 108 | 129 | 185 | 288 | 560 | 560 21 | 86 | 107 | 128 | 184 | 287 | 559 | 559 22 | 85 | 106 | 126 | 182 | 285 | 558 | 558 23 | 84 | 105 | 125 | 181 | 284 | 556 | 556 24 | 83 | 103 | 124 | 180 | 283 | 555 | 555 25 | 81 | 102 | 123 | 179 | 282 | 554 | 554 26 | 80 | 101 | 122 | 178 | 281 | 553 | 553 27 | 79 | 100 | 121 | 177 | 280 | 552 | 552 28 | 78 | 99 | 119 | 175 | 278 | 551 | 551 29 | 77 | 98 | 118 | 174 | 277 | 549 | 549 30 | 76 | 97 | 117 | 173 | 276 | 548 | 548 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 | 294 | 307 | 329 | 394 | 508 | 780 | 1 269 2 | 90 | 103 | 125 | 190 | 304 | 576 | 1 030 3 | 93 | 107 | 128 | 187 | 302 | 574 | 848 4 | 96 | 111 | 133 | 191 | 303 | 575 | 707 5 | 98 | 114 | 138 | 195 | 303 | 575 | 598 6 | 100 | 117 | 142 | 200 | 304 | 576 | 576 7 | 101 | 119 | 144 | 203 | 304 | 576 | 576 8 | 102 | 121 | 145 | 202 | 305 | 577 | 577 9 | 103 | 122 | 145 | 202 | 305 | 577 | 577 10 | 103 | 123 | 145 | 202 | 305 | 577 | 577 11 | 103 | 123 | 146 | 202 | 305 | 577 | 577 12 | 104 | 124 | 146 | 202 | 305 | 577 | 577 13 | 104 | 125 | 146 | 202 | 305 | 577 | 577 14 | 105 | 125 | 146 | 202 | 305 | 577 | 577 15 | 105 | 126 | 147 | 203 | 306 | 578 | 578 16 | 106 | 127 | 147 | 203 | 306 | 579 | 579 17 | 107 | 127 | 148 | 204 | 307 | 579 | 579 18 | 107 | 128 | 149 | 205 | 308 | 580 | 580 19 | 108 | 129 | 149 | 205 | 308 | 581 | 581 20 | 108 | 129 | 150 | 206 | 309 | 581 | 581 21 | 108 | 129 | 150 | 206 | 309 | 581 | 581 22 | 107 | 128 | 149 | 205 | 308 | 580 | 580 23 | 107 | 127 | 148 | 204 | 307 | 579 | 579 24 | 106 | 126 | 147 | 203 | 306 | 578 | 578 25 | 104 | 125 | 146 | 202 | 305 | 577 | 577 26 | 103 | 124 | 145 | 201 | 304 | 576 | 576 27 | 102 | 123 | 143 | 199 | 302 | 574 | 574 28 | 100 | 121 | 142 | 198 | 301 | 573 | 573 29 | 99 | 120 | 140 | 196 | 299 | 571 | 571 30 | 97 | 118 | 139 | 195 | 298 | 570 | 570 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 | 10 | 31 | 96 | 210 | 482 | 1 118 2 | 1 | 10 | 32 | 96 | 210 | 482 | 910 3 | 2 | 12 | 33 | 92 | 207 | 479 | 750 4 | 4 | 14 | 36 | 94 | 206 | 478 | 625 5 | 4 | 16 | 40 | 97 | 205 | 477 | 529 6 | 6 | 17 | 43 | 100 | 204 | 476 | 476 7 | 7 | 19 | 44 | 102 | 204 | 476 | 476 8 | 8 | 19 | 44 | 101 | 203 | 475 | 475 9 | 8 | 19 | 43 | 99 | 202 | 474 | 474 10 | 9 | 19 | 42 | 99 | 202 | 474 | 474 11 | 11 | 20 | 43 | 99 | 202 | 474 | 474 12 | 12 | 21 | 43 | 99 | 202 | 474 | 474 13 | 13 | 22 | 43 | 99 | 202 | 474 | 474 14 | 14 | 22 | 43 | 99 | 202 | 474 | 474 15 | 14 | 23 | 44 | 100 | 203 | 475 | 475 16 | 15 | 23 | 44 | 100 | 203 | 475 | 475 17 | 16 | 24 | 44 | 100 | 204 | 476 | 476 18 | 17 | 24 | 45 | 101 | 204 | 476 | 476 19 | 18 | 25 | 46 | 102 | 205 | 477 | 477 20 | 18 | 26 | 47 | 103 | 206 | 478 | 478 21 | 19 | 27 | 48 | 104 | 207 | 479 | 479 22 | 21 | 28 | 48 | 104 | 207 | 479 | 479 23 | 22 | 28 | 49 | 105 | 208 | 480 | 480 24 | 23 | 29 | 49 | 105 | 208 | 480 | 480 25 | 23 | 29 | 50 | 106 | 209 | 481 | 481 26 | 24 | 29 | 50 | 106 | 209 | 481 | 481 27 | 25 | 30 | 50 | 106 | 209 | 481 | 481 28 | 25 | 30 | 50 | 106 | 210 | 482 | 482 29 | 26 | 30 | 51 | 107 | 210 | 482 | 482 30 | 27 | 30 | 51 | 107 | 210 | 482 | 482 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 | 49 | 62 | 84 | 149 | 263 | 535 | 1 159 2 | 50 | 63 | 85 | 150 | 264 | 536 | 941 3 | 51 | 65 | 86 | 145 | 260 | 532 | 774 4 | 52 | 67 | 89 | 147 | 259 | 531 | 646 5 | 53 | 69 | 93 | 149 | 258 | 530 | 546 6 | 54 | 70 | 96 | 153 | 257 | 530 | 530 7 | 54 | 71 | 97 | 155 | 256 | 528 | 528 8 | 53 | 72 | 96 | 154 | 256 | 528 | 528 9 | 53 | 72 | 96 | 152 | 255 | 527 | 527 10 | 52 | 72 | 95 | 151 | 254 | 526 | 526 11 | 52 | 72 | 94 | 150 | 253 | 525 | 525 12 | 51 | 71 | 93 | 149 | 252 | 524 | 524 13 | 50 | 71 | 92 | 148 | 251 | 523 | 523 14 | 49 | 70 | 90 | 147 | 250 | 522 | 522 15 | 48 | 69 | 89 | 145 | 249 | 521 | 521 16 | 47 | 68 | 88 | 144 | 247 | 519 | 519 17 | 46 | 67 | 87 | 144 | 247 | 519 | 519 18 | 45 | 66 | 87 | 143 | 246 | 518 | 518 19 | 45 | 65 | 86 | 142 | 245 | 517 | 517 20 | 44 | 65 | 86 | 142 | 245 | 517 | 517 21 | 44 | 65 | 85 | 141 | 244 | 516 | 516 22 | 43 | 64 | 85 | 141 | 244 | 516 | 516 23 | 43 | 63 | 84 | 140 | 243 | 515 | 515 24 | 42 | 63 | 83 | 139 | 242 | 515 | 515 25 | 41 | 62 | 83 | 139 | 242 | 514 | 514 26 | 41 | 61 | 82 | 138 | 241 | 513 | 513 27 | 40 | 61 | 81 | 137 | 240 | 513 | 513 28 | 39 | 60 | 81 | 137 | 240 | 512 | 512 29 | 39 | 59 | 80 | 136 | 239 | 511 | 511 30 | 38 | 59 | 79 | 135 | 239 | 511 | 511 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 | 112 | 125 | 146 | 211 | 325 | 597 | 1 225 2 | 113 | 126 | 148 | 213 | 327 | 599 | 997 3 | 117 | 131 | 152 | 210 | 326 | 597 | 821 4 | 119 | 134 | 156 | 214 | 326 | 598 | 686 5 | 122 | 138 | 162 | 219 | 327 | 599 | 599 6 | 124 | 141 | 166 | 224 | 328 | 600 | 600 7 | 126 | 144 | 169 | 227 | 329 | 601 | 601 8 | 126 | 145 | 169 | 227 | 329 | 601 | 601 9 | 126 | 146 | 169 | 226 | 329 | 601 | 601 10 | 127 | 147 | 170 | 226 | 329 | 601 | 601 11 | 127 | 147 | 169 | 225 | 328 | 600 | 600 12 | 126 | 147 | 168 | 224 | 327 | 599 | 599 13 | 125 | 146 | 167 | 223 | 326 | 598 | 598 14 | 124 | 145 | 166 | 222 | 325 | 597 | 597 15 | 123 | 143 | 164 | 220 | 323 | 595 | 595 16 | 121 | 142 | 162 | 218 | 321 | 593 | 593 17 | 119 | 140 | 161 | 217 | 320 | 592 | 592 18 | 117 | 138 | 159 | 215 | 318 | 590 | 590 19 | 115 | 136 | 157 | 213 | 316 | 588 | 588 20 | 114 | 135 | 155 | 211 | 314 | 587 | 587 21 | 112 | 133 | 154 | 210 | 313 | 585 | 585 22 | 110 | 131 | 152 | 208 | 311 | 583 | 583 23 | 109 | 129 | 150 | 206 | 309 | 581 | 581 24 | 107 | 128 | 148 | 204 | 307 | 579 | 579 25 | 105 | 126 | 146 | 202 | 305 | 577 | 577 26 | 103 | 124 | 144 | 200 | 304 | 576 | 576 27 | 101 | 122 | 143 | 199 | 302 | 574 | 574 28 | 99 | 120 | 141 | 197 | 300 | 572 | 572 29 | 98 | 118 | 139 | 195 | 298 | 570 | 570 30 | 96 | 117 | 137 | 193 | 296 | 569 | 569 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 | 165 | 178 | 200 | 264 | 378 | 650 | 1 366 2 | 173 | 186 | 208 | 273 | 387 | 659 | 1 120 3 | 179 | 193 | 214 | 273 | 388 | 660 | 923 4 | 182 | 197 | 219 | 277 | 389 | 661 | 769 5 | 184 | 200 | 224 | 281 | 389 | 662 | 662 6 | 185 | 202 | 227 | 285 | 389 | 661 | 661 7 | 185 | 203 | 229 | 287 | 388 | 660 | 660 8 | 185 | 203 | 228 | 285 | 387 | 659 | 659 9 | 184 | 203 | 227 | 283 | 386 | 658 | 658 10 | 183 | 203 | 226 | 282 | 385 | 658 | 658 11 | 182 | 203 | 225 | 281 | 384 | 656 | 656 12 | 181 | 201 | 223 | 279 | 382 | 654 | 654 13 | 178 | 199 | 220 | 276 | 379 | 651 | 651 14 | 176 | 197 | 217 | 273 | 377 | 649 | 649 15 | 173 | 194 | 215 | 271 | 374 | 646 | 646 16 | 170 | 191 | 212 | 268 | 371 | 643 | 643 17 | 167 | 188 | 209 | 265 | 368 | 640 | 640 18 | 165 | 185 | 206 | 262 | 365 | 637 | 637 19 | 162 | 182 | 203 | 259 | 362 | 634 | 634 20 | 159 | 180 | 200 | 256 | 359 | 632 | 632 21 | 156 | 177 | 197 | 253 | 356 | 629 | 629 22 | 153 | 174 | 194 | 250 | 353 | 626 | 626 23 | 150 | 171 | 191 | 247 | 350 | 623 | 623 24 | 147 | 168 | 188 | 244 | 347 | 619 | 619 25 | 144 | 165 | 185 | 241 | 344 | 616 | 616 26 | 141 | 162 | 182 | 238 | 341 | 614 | 614 27 | 138 | 159 | 179 | 235 | 339 | 611 | 611 28 | 135 | 156 | 177 | 233 | 336 | 608 | 608 29 | 132 | 153 | 174 | 230 | 333 | 605 | 605 30 | 130 | 151 | 171 | 227 | 330 | 602 | 602 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 | 28 | 41 | 63 | 128 | 242 | 514 | 1 121 2 | 29 | 42 | 64 | 129 | 243 | 515 | 911 3 | 31 | 45 | 67 | 125 | 240 | 512 | 750 4 | 33 | 48 | 70 | 128 | 240 | 512 | 625 5 | 34 | 50 | 74 | 131 | 239 | 511 | 528 6 | 35 | 52 | 77 | 135 | 239 | 511 | 511 7 | 35 | 53 | 79 | 137 | 238 | 510 | 510 8 | 35 | 53 | 78 | 135 | 237 | 509 | 509 9 | 34 | 53 | 77 | 134 | 237 | 509 | 509 10 | 34 | 54 | 77 | 133 | 236 | 508 | 508 11 | 34 | 54 | 76 | 133 | 236 | 508 | 508 12 | 34 | 55 | 76 | 132 | 235 | 507 | 507 13 | 34 | 55 | 76 | 132 | 235 | 507 | 507 14 | 34 | 55 | 75 | 131 | 234 | 507 | 507 15 | 34 | 55 | 75 | 131 | 234 | 506 | 506 16 | 34 | 55 | 75 | 131 | 234 | 506 | 506 17 | 34 | 55 | 75 | 131 | 234 | 507 | 507 18 | 34 | 55 | 76 | 132 | 235 | 507 | 507 19 | 34 | 55 | 76 | 132 | 235 | 507 | 507 20 | 34 | 55 | 76 | 132 | 235 | 507 | 507 21 | 34 | 55 | 76 | 132 | 235 | 507 | 507 22 | 34 | 55 | 76 | 132 | 235 | 507 | 507 23 | 34 | 55 | 76 | 132 | 235 | 507 | 507 24 | 34 | 55 | 76 | 132 | 235 | 507 | 507 25 | 34 | 55 | 75 | 131 | 235 | 507 | 507 26 | 34 | 54 | 75 | 131 | 234 | 506 | 506 27 | 33 | 54 | 75 | 131 | 234 | 506 | 506 28 | 33 | 54 | 75 | 131 | 234 | 506 | 506 29 | 33 | 54 | 74 | 130 | 233 | 505 | 505 30 | 32 | 53 | 74 | 130 | 233 | 505 | 505 2.26. Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 28 | 41 | 62 | 127 | 241 | 513 | 1 150 2 | 30 | 43 | 65 | 129 | 243 | 515 | 937 3 | 33 | 47 | 68 | 127 | 242 | 514 | 772 4 | 36 | 51 | 73 | 131 | 242 | 514 | 645 5 | 38 | 54 | 78 | 135 | 243 | 515 | 545 6 | 40 | 57 | 82 | 140 | 244 | 516 | 516 7 | 41 | 59 | 84 | 143 | 244 | 516 | 516 8 | 42 | 60 | 85 | 142 | 244 | 516 | 516 9 | 42 | 61 | 85 | 142 | 245 | 517 | 517 10 | 43 | 63 | 86 | 142 | 245 | 517 | 517 11 | 44 | 64 | 86 | 142 | 245 | 517 | 517 12 | 44 | 65 | 86 | 142 | 245 | 518 | 518 13 | 45 | 65 | 86 | 143 | 246 | 518 | 518 14 | 45 | 66 | 86 | 142 | 246 | 518 | 518 15 | 45 | 66 | 86 | 143 | 246 | 518 | 518 16 | 45 | 66 | 86 | 142 | 245 | 517 | 517 17 | 45 | 66 | 87 | 143 | 246 | 518 | 518 18 | 45 | 66 | 87 | 143 | 246 | 518 | 518 19 | 45 | 66 | 87 | 143 | 246 | 518 | 518 20 | 46 | 67 | 87 | 143 | 246 | 518 | 518 21 | 46 | 67 | 87 | 143 | 246 | 519 | 519 22 | 46 | 67 | 87 | 143 | 246 | 518 | 518 23 | 46 | 66 | 87 | 143 | 246 | 518 | 518 24 | 45 | 66 | 87 | 143 | 246 | 518 | 518 25 | 45 | 66 | 86 | 142 | 245 | 517 | 517 26 | 44 | 65 | 86 | 142 | 245 | 517 | 517 27 | 44 | 64 | 85 | 141 | 244 | 516 | 516 28 | 43 | 64 | 85 | 141 | 244 | 516 | 516 29 | 42 | 63 | 84 | 140 | 243 | 515 | 515 30 | 42 | 63 | 83 | 139 | 242 | 515 | 515 2.27. 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 | 2 | 15 | 36 | 101 | 215 | 487 | 1 144 2 | 3 | 16 | 38 | 103 | 217 | 489 | 931 3 | 6 | 20 | 41 | 100 | 215 | 487 | 766 4 | 9 | 24 | 45 | 103 | 215 | 487 | 639 5 | 11 | 27 | 51 | 107 | 216 | 488 | 540 6 | 12 | 29 | 55 | 112 | 216 | 488 | 488 7 | 14 | 32 | 57 | 115 | 216 | 489 | 489 8 | 14 | 32 | 57 | 114 | 216 | 489 | 489 9 | 14 | 33 | 57 | 113 | 216 | 488 | 488 10 | 14 | 34 | 57 | 113 | 216 | 488 | 488 11 | 14 | 35 | 57 | 113 | 216 | 488 | 488 12 | 14 | 35 | 56 | 113 | 216 | 488 | 488 13 | 15 | 35 | 56 | 112 | 215 | 487 | 487 14 | 14 | 35 | 56 | 112 | 215 | 487 | 487 15 | 15 | 35 | 56 | 112 | 215 | 487 | 487 16 | 15 | 35 | 56 | 112 | 215 | 487 | 487 17 | 16 | 35 | 56 | 112 | 215 | 487 | 487 18 | 17 | 35 | 56 | 112 | 215 | 487 | 487 19 | 18 | 35 | 56 | 112 | 215 | 487 | 487 20 | 19 | 36 | 56 | 112 | 216 | 488 | 488 21 | 21 | 36 | 57 | 113 | 216 | 488 | 488 22 | 21 | 36 | 57 | 113 | 216 | 488 | 488 23 | 22 | 37 | 57 | 113 | 216 | 488 | 488 24 | 23 | 37 | 57 | 113 | 217 | 489 | 489 25 | 24 | 37 | 58 | 114 | 217 | 489 | 489 26 | 24 | 37 | 58 | 114 | 217 | 489 | 489 27 | 25 | 37 | 58 | 114 | 217 | 489 | 489 28 | 26 | 37 | 58 | 114 | 217 | 489 | 489 29 | 26 | 37 | 58 | 114 | 217 | 489 | 489 30 | 27 | 37 | 58 | 114 | 217 | 489 | 489 2.28.

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 | 33 | 46 | 68 | 133 | 247 | 519 | 1 143 2 | 34 | 47 | 68 | 133 | 247 | 519 | 928 3 | 34 | 48 | 69 | 128 | 243 | 515 | 764 4 | 35 | 50 | 72 | 130 | 242 | 514 | 637 5 | 35 | 51 | 75 | 132 | 240 | 513 | 538 6 | 37 | 54 | 80 | 137 | 241 | 513 | 513 7 | 36 | 53 | 79 | 137 | 238 | 510 | 510 8 | 38 | 57 | 82 | 139 | 241 | 513 | 513 9 | 38 | 57 | 81 | 137 | 240 | 512 | 512 10 | 33 | 53 | 76 | 132 | 235 | 508 | 508 11 | 30 | 50 | 72 | 129 | 232 | 504 | 504 12 | 28 | 48 | 70 | 126 | 229 | 501 | 501 13 | 26 | 46 | 67 | 123 | 226 | 499 | 499 14 | 24 | 45 | 66 | 122 | 225 | 497 | 497 15 | 23 | 44 | 64 | 120 | 223 | 495 | 495 16 | 22 | 42 | 63 | 119 | 222 | 494 | 494 17 | 21 | 42 | 62 | 118 | 221 | 494 | 494 18 | 20 | 41 | 62 | 118 | 221 | 493 | 493 19 | 20 | 41 | 61 | 117 | 221 | 493 | 493 20 | 20 | 41 | 61 | 118 | 221 | 493 | 493 21 | 20 | 41 | 62 | 118 | 221 | 493 | 493 22 | 21 | 41 | 61 | 117 | 221 | 493 | 493 23 | 22 | 41 | 61 | 117 | 220 | 493 | 493 24 | 23 | 41 | 61 | 117 | 220 | 492 | 492 25 | 23 | 40 | 61 | 117 | 220 | 492 | 492 26 | 24 | 40 | 61 | 117 | 220 | 492 | 492 27 | 25 | 40 | 61 | 117 | 220 | 492 | 492 28 | 26 | 40 | 61 | 117 | 220 | 492 | 492 29 | 26 | 40 | 61 | 117 | 220 | 492 | 492 30 | 27 | 40 | 60 | 116 | 219 | 492 | 492 2.29. 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 | 233 | 246 | 267 | 332 | 446 | 718 | 1 893 2 | 226 | 239 | 261 | 325 | 439 | 711 | 1 500 3 | 220 | 234 | 255 | 314 | 429 | 701 | 1 203 4 | 215 | 230 | 252 | 310 | 421 | 693 | 980 5 | 210 | 226 | 250 | 306 | 415 | 687 | 812 6 | 205 | 222 | 247 | 305 | 409 | 681 | 683 7 | 201 | 219 | 244 | 302 | 404 | 676 | 676 8 | 196 | 215 | 239 | 297 | 399 | 671 | 671 9 | 192 | 211 | 235 | 291 | 394 | 667 | 667 10 | 188 | 208 | 231 | 287 | 390 | 662 | 662 11 | 184 | 204 | 226 | 283 | 386 | 658 | 658 12 | 180 | 201 | 222 | 278 | 381 | 653 | 653 13 | 176 | 197 | 218 | 274 | 377 | 649 | 649 14 | 172 | 193 | 214 | 270 | 373 | 645 | 645 15 | 168 | 189 | 210 | 266 | 369 | 641 | 641 16 | 165 | 186 | 206 | 262 | 365 | 638 | 638 17 | 161 | 182 | 203 | 259 | 362 | 634 | 634 18 | 158 | 179 | 200 | 256 | 359 | 631 | 631 19 | 155 | 176 | 196 | 252 | 355 | 627 | 627 20 | 152 | 173 | 193 | 249 | 352 | 624 | 624 21 | 149 | 169 | 190 | 246 | 349 | 621 | 621 22 | 145 | 166 | 187 | 243 | 346 | 618 | 618 23 | 142 | 163 | 184 | 240 | 343 | 615 | 615 24 | 139 | 160 | 181 | 237 | 340 | 612 | 612 25 | 136 | 157 | 178 | 234 | 337 | 609 | 609 26 | 134 | 154 | 175 | 231 | 334 | 606 | 606 27 | 131 | 152 | 172 | 228 | 331 | 603 | 603 28 | 128 | 149 | 170 | 226 | 329 | 601 | 601 29 | 126 | 146 | 167 | 223 | 326 | 598 | 598 30 | 123 | 144 | 165 | 221 | 324 | 596 | 596 2.30. US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 25 | 47 | 97 | 231 | 503 | 1 171 2 | 7 | 25 | 47 | 97 | 231 | 503 | 952 3 | 9 | 28 | 49 | 94 | 229 | 501 | 783 4 | 12 | 33 | 53 | 93 | 229 | 501 | 653 5 | 16 | 38 | 58 | 96 | 230 | 502 | 551 6 | 18 | 41 | 63 | 93 | 230 | 502 | 502 7 | 19 | 44 | 63 | 89 | 231 | 503 | 503 8 | 18 | 43 | 62 | 88 | 231 | 503 | 503 9 | 19 | 44 | 64 | 92 | 231 | 503 | 503 10 | 21 | 47 | 66 | 95 | 231 | 503 | 503 11 | 23 | 50 | 68 | 97 | 231 | 503 | 503 12 | 24 | 52 | 69 | 98 | 230 | 503 | 503 13 | 26 | 54 | 70 | 99 | 230 | 503 | 503 14 | 26 | 54 | 70 | 99 | 230 | 502 | 502 15 | 26 | 55 | 70 | 99 | 230 | 502 | 502 16 | 26 | 55 | 70 | 99 | 230 | 502 | 502 17 | 26 | 55 | 70 | 99 | 230 | 502 | 502 18 | 26 | 55 | 70 | 99 | 230 | 502 | 502 19 | 26 | 55 | 70 | 99 | 230 | 502 | 502 20 | 26 | 55 | 70 | 99 | 231 | 503 | 503 21 | 26 | 55 | 70 | 99 | 231 | 503 | 503 22 | 26 | 55 | 70 | 99 | 231 | 503 | 503 23 | 26 | 55 | 70 | 99 | 230 | 503 | 503 24 | 26 | 55 | 70 | 99 | 230 | 502 | 502 25 | 26 | 55 | 70 | 99 | 230 | 502 | 502 26 | 26 | 55 | 70 | 99 | 230 | 502 | 502 27 | 26 | 55 | 70 | 99 | 229 | 501 | 501 28 | 26 | 55 | 70 | 99 | 229 | 501 | 501 29 | 27 | 55 | 70 | 99 | 229 | 501 | 501 30 | 27 | 55 | 70 | 99 | 228 | 500 | 500 2.31. Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 4 | 12 | 77 | 191 | 463 | 1 107 2 | 1 | 5 | 11 | 76 | 190 | 462 | 902 3 | 2 | 5 | 12 | 70 | 186 | 458 | 743 4 | 4 | 6 | 14 | 72 | 184 | 456 | 620 5 | 4 | 7 | 18 | 75 | 183 | 455 | 524 6 | 6 | 7 | 21 | 79 | 183 | 455 | 455 7 | 7 | 8 | 23 | 81 | 183 | 455 | 455 8 | 8 | 10 | 23 | 80 | 183 | 455 | 455 9 | 8 | 10 | 23 | 80 | 183 | 455 | 455 10 | 9 | 11 | 23 | 80 | 183 | 455 | 455 11 | 11 | 11 | 24 | 80 | 183 | 455 | 455 12 | 12 | 12 | 24 | 80 | 183 | 455 | 455 13 | 13 | 13 | 24 | 80 | 183 | 455 | 455 14 | 14 | 13 | 25 | 81 | 184 | 456 | 456 15 | 14 | 15 | 25 | 81 | 184 | 456 | 456 16 | 15 | 16 | 25 | 81 | 184 | 456 | 456 17 | 16 | 16 | 26 | 82 | 185 | 457 | 457 18 | 17 | 17 | 26 | 82 | 185 | 457 | 457 19 | 18 | 17 | 28 | 83 | 186 | 458 | 458 20 | 18 | 18 | 29 | 83 | 186 | 458 | 458 21 | 19 | 19 | 30 | 84 | 187 | 459 | 459 22 | 21 | 20 | 31 | 84 | 187 | 459 | 459 23 | 22 | 21 | 32 | 84 | 187 | 459 | 459 24 | 22 | 21 | 33 | 84 | 187 | 460 | 460 25 | 23 | 22 | 35 | 84 | 187 | 460 | 460 26 | 24 | 23 | 36 | 84 | 187 | 460 | 460 27 | 25 | 23 | 37 | 84 | 187 | 459 | 459 28 | 25 | 24 | 38 | 84 | 187 | 459 | 459 29 | 26 | 25 | 39 | 84 | 187 | 459 | 459 30 | 27 | 26 | 40 | 84 | 187 | 459 | 459 3\. Other exposures 3.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 20 | 40 | 153 | 293 | 3 117 2 | 1 | 13 | 20 | 40 | 153 | 334 | 2 337 3 | 1 | 14 | 22 | 45 | 149 | 350 | 1 774 4 | 1 | 15 | 25 | 49 | 147 | 351 | 1 375 5 | 2 | 17 | 28 | 51 | 147 | 343 | 1 091 6 | 4 | 20 | 30 | 54 | 147 | 331 | 885 7 | 5 | 22 | 32 | 56 | 147 | 316 | 732 8 | 6 | 23 | 34 | 58 | 147 | 300 | 614 9 | 6 | 24 | 35 | 61 | 147 | 283 | 523 10 | 7 | 25 | 37 | 63 | 147 | 266 | 450 11 | 7 | 25 | 37 | 64 | 147 | 250 | 390 12 | 7 | 25 | 38 | 64 | 147 | 238 | 341 13 | 7 | 26 | 38 | 64 | 147 | 238 | 300 14 | 7 | 26 | 38 | 64 | 147 | 238 | 266 15 | 7 | 26 | 39 | 64 | 147 | 238 | 238 16 | 7 | 26 | 41 | 64 | 147 | 238 | 238 17 | 7 | 26 | 44 | 64 | 147 | 238 | 238 18 | 7 | 26 | 46 | 64 | 147 | 238 | 238 19 | 7 | 26 | 48 | 64 | 147 | 238 | 238 20 | 7 | 26 | 51 | 64 | 147 | 238 | 238 21 | 8 | 26 | 53 | 64 | 147 | 238 | 238 22 | 9 | 26 | 55 | 64 | 147 | 238 | 238 23 | 9 | 26 | 57 | 64 | 147 | 238 | 238 24 | 9 | 26 | 60 | 64 | 147 | 238 | 238 25 | 10 | 26 | 62 | 64 | 147 | 238 | 238 26 | 10 | 26 | 65 | 66 | 147 | 238 | 238 27 | 10 | 26 | 67 | 68 | 147 | 238 | 238 28 | 11 | 26 | 70 | 70 | 147 | 238 | 238 29 | 11 | 26 | 72 | 71 | 147 | 238 | 238 30 | 11 | 26 | 74 | 73 | 147 | 238 | 238 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 | 14 | 27 | 33 | 53 | 166 | 299 | 3 190 2 | 15 | 27 | 34 | 54 | 167 | 341 | 2 393 3 | 15 | 28 | 36 | 59 | 163 | 358 | 1 816 4 | 15 | 28 | 38 | 62 | 160 | 359 | 1 408 5 | 15 | 30 | 41 | 64 | 159 | 351 | 1 117 6 | 16 | 31 | 42 | 66 | 158 | 338 | 906 7 | 17 | 33 | 43 | 67 | 158 | 323 | 749 8 | 16 | 33 | 44 | 69 | 157 | 306 | 629 9 | 16 | 34 | 45 | 71 | 156 | 289 | 535 10 | 16 | 34 | 46 | 72 | 156 | 272 | 460 11 | 16 | 34 | 46 | 72 | 155 | 256 | 399 12 | 15 | 34 | 46 | 72 | 155 | 246 | 349 13 | 15 | 33 | 45 | 72 | 154 | 246 | 307 14 | 14 | 33 | 45 | 71 | 154 | 245 | 272 15 | 14 | 32 | 44 | 71 | 153 | 245 | 245 16 | 14 | 32 | 44 | 70 | 153 | 244 | 244 17 | 14 | 32 | 45 | 70 | 153 | 244 | 244 18 | 14 | 32 | 47 | 70 | 153 | 244 | 244 19 | 14 | 32 | 49 | 70 | 153 | 244 | 244 20 | 14 | 32 | 52 | 71 | 153 | 245 | 245 21 | 14 | 33 | 54 | 71 | 154 | 245 | 245 22 | 14 | 33 | 56 | 71 | 154 | 245 | 245 23 | 14 | 33 | 59 | 71 | 154 | 245 | 245 24 | 14 | 33 | 61 | 71 | 154 | 245 | 245 25 | 14 | 33 | 64 | 71 | 154 | 245 | 245 26 | 14 | 33 | 66 | 71 | 154 | 245 | 245 27 | 14 | 33 | 69 | 71 | 154 | 245 | 245 28 | 14 | 32 | 71 | 71 | 153 | 245 | 245 29 | 14 | 32 | 73 | 72 | 153 | 245 | 245 30 | 14 | 32 | 76 | 74 | 153 | 245 | 245 3.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 20 | 40 | 153 | 292 | 3 116 2 | 1 | 13 | 20 | 40 | 153 | 334 | 2 337 3 | 1 | 14 | 22 | 45 | 149 | 350 | 1 773 4 | 1 | 15 | 25 | 49 | 146 | 351 | 1 375 5 | 2 | 17 | 28 | 51 | 146 | 343 | 1 091 6 | 4 | 19 | 30 | 54 | 146 | 331 | 885 7 | 5 | 22 | 32 | 56 | 146 | 316 | 731 8 | 6 | 23 | 33 | 58 | 146 | 300 | 614 9 | 6 | 24 | 35 | 61 | 146 | 283 | 523 10 | 6 | 25 | 37 | 63 | 146 | 266 | 450 11 | 7 | 25 | 37 | 64 | 146 | 250 | 390 12 | 7 | 25 | 37 | 64 | 146 | 238 | 341 13 | 7 | 25 | 37 | 64 | 146 | 238 | 300 14 | 7 | 25 | 37 | 64 | 146 | 238 | 266 15 | 7 | 25 | 39 | 64 | 146 | 238 | 238 16 | 7 | 25 | 41 | 64 | 146 | 238 | 238 17 | 7 | 25 | 44 | 64 | 146 | 238 | 238 18 | 7 | 25 | 46 | 64 | 146 | 238 | 238 19 | 7 | 25 | 48 | 64 | 146 | 238 | 238 20 | 7 | 25 | 51 | 64 | 146 | 238 | 238 21 | 8 | 25 | 53 | 64 | 146 | 238 | 238 22 | 9 | 25 | 55 | 64 | 146 | 238 | 238 23 | 9 | 25 | 57 | 64 | 146 | 238 | 238 24 | 9 | 25 | 60 | 64 | 146 | 238 | 238 25 | 10 | 25 | 62 | 64 | 146 | 238 | 238 26 | 10 | 25 | 65 | 66 | 146 | 238 | 238 27 | 10 | 25 | 67 | 68 | 146 | 238 | 238 28 | 11 | 25 | 70 | 70 | 146 | 238 | 238 29 | 11 | 26 | 72 | 71 | 146 | 238 | 238 30 | 11 | 26 | 74 | 73 | 146 | 238 | 238 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 | 74 | 86 | 92 | 113 | 225 | 318 | 3 293 2 | 71 | 83 | 89 | 110 | 222 | 353 | 2 484 3 | 73 | 86 | 94 | 117 | 220 | 371 | 1 890 4 | 71 | 85 | 95 | 119 | 216 | 373 | 1 467 5 | 70 | 85 | 96 | 119 | 214 | 365 | 1 165 6 | 70 | 86 | 97 | 120 | 213 | 352 | 945 7 | 70 | 87 | 97 | 121 | 211 | 336 | 781 8 | 69 | 87 | 97 | 122 | 210 | 319 | 655 9 | 69 | 87 | 98 | 124 | 209 | 301 | 558 10 | 66 | 84 | 96 | 123 | 206 | 298 | 479 11 | 65 | 83 | 95 | 121 | 204 | 296 | 416 12 | 64 | 82 | 94 | 120 | 203 | 294 | 364 13 | 63 | 81 | 94 | 120 | 203 | 294 | 320 14 | 63 | 81 | 93 | 119 | 202 | 294 | 294 15 | 63 | 81 | 93 | 119 | 202 | 293 | 293 16 | 62 | 81 | 93 | 119 | 202 | 293 | 293 17 | 62 | 80 | 92 | 119 | 201 | 293 | 293 18 | 61 | 80 | 92 | 118 | 201 | 292 | 292 19 | 61 | 79 | 91 | 117 | 200 | 292 | 292 20 | 60 | 79 | 91 | 117 | 200 | 291 | 291 21 | 60 | 78 | 90 | 116 | 199 | 290 | 290 22 | 59 | 77 | 89 | 116 | 198 | 290 | 290 23 | 58 | 76 | 88 | 115 | 197 | 289 | 289 24 | 57 | 75 | 87 | 114 | 196 | 288 | 288 25 | 56 | 74 | 86 | 113 | 195 | 287 | 287 26 | 55 | 73 | 85 | 112 | 194 | 286 | 286 27 | 54 | 72 | 84 | 111 | 193 | 285 | 285 28 | 53 | 71 | 83 | 110 | 192 | 284 | 284 29 | 52 | 70 | 82 | 108 | 191 | 283 | 283 30 | 51 | 69 | 81 | 107 | 190 | 282 | 282 3.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 17 | 24 | 44 | 157 | 293 | 3 117 2 | 6 | 19 | 25 | 45 | 158 | 335 | 2 342 3 | 7 | 20 | 28 | 51 | 155 | 351 | 1 778 4 | 8 | 22 | 32 | 56 | 153 | 352 | 1 379 5 | 9 | 24 | 35 | 58 | 153 | 345 | 1 095 6 | 11 | 26 | 37 | 61 | 153 | 332 | 888 7 | 12 | 29 | 39 | 63 | 153 | 317 | 734 8 | 12 | 29 | 40 | 65 | 153 | 301 | 617 9 | 12 | 30 | 41 | 67 | 152 | 284 | 525 10 | 12 | 30 | 42 | 68 | 152 | 268 | 452 11 | 12 | 31 | 43 | 69 | 152 | 252 | 392 12 | 13 | 31 | 43 | 69 | 152 | 243 | 343 13 | 13 | 31 | 43 | 69 | 152 | 244 | 302 14 | 13 | 31 | 43 | 70 | 152 | 244 | 267 15 | 13 | 31 | 44 | 70 | 152 | 244 | 244 16 | 13 | 31 | 44 | 70 | 152 | 244 | 244 17 | 13 | 32 | 44 | 70 | 153 | 244 | 244 18 | 14 | 32 | 46 | 70 | 153 | 244 | 244 19 | 14 | 32 | 49 | 71 | 153 | 245 | 245 20 | 15 | 33 | 51 | 71 | 154 | 245 | 245 21 | 15 | 33 | 53 | 72 | 154 | 246 | 246 22 | 15 | 34 | 56 | 72 | 155 | 246 | 246 23 | 15 | 34 | 58 | 72 | 155 | 246 | 246 24 | 15 | 34 | 60 | 72 | 155 | 246 | 246 25 | 15 | 34 | 62 | 72 | 155 | 246 | 246 26 | 15 | 34 | 65 | 72 | 155 | 246 | 246 27 | 15 | 34 | 67 | 72 | 155 | 246 | 246 28 | 15 | 33 | 70 | 72 | 155 | 246 | 246 29 | 15 | 33 | 72 | 72 | 154 | 246 | 246 30 | 15 | 33 | 75 | 74 | 154 | 246 | 246 3.6. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 19 | 39 | 152 | 292 | 3 114 2 | 0 | 12 | 19 | 39 | 152 | 334 | 2 335 3 | 1 | 13 | 21 | 44 | 148 | 350 | 1 772 4 | 1 | 14 | 24 | 48 | 146 | 351 | 1 374 5 | 2 | 16 | 27 | 50 | 146 | 343 | 1 090 6 | 3 | 19 | 30 | 53 | 146 | 331 | 884 7 | 5 | 21 | 31 | 55 | 146 | 316 | 731 8 | 5 | 22 | 33 | 58 | 146 | 299 | 614 9 | 5 | 23 | 34 | 60 | 146 | 283 | 522 10 | 6 | 24 | 36 | 62 | 146 | 266 | 449 11 | 6 | 24 | 36 | 63 | 146 | 250 | 390 12 | 6 | 25 | 37 | 63 | 146 | 237 | 341 13 | 6 | 25 | 37 | 63 | 146 | 237 | 300 14 | 6 | 25 | 37 | 63 | 146 | 237 | 266 15 | 6 | 25 | 39 | 63 | 146 | 237 | 237 16 | 6 | 25 | 41 | 63 | 146 | 237 | 237 17 | 6 | 25 | 44 | 63 | 146 | 237 | 237 18 | 6 | 25 | 46 | 63 | 146 | 237 | 237 19 | 7 | 25 | 48 | 63 | 146 | 237 | 237 20 | 7 | 25 | 51 | 63 | 146 | 237 | 237 21 | 8 | 25 | 53 | 63 | 146 | 237 | 237 22 | 9 | 25 | 55 | 63 | 146 | 237 | 237 23 | 9 | 25 | 57 | 63 | 146 | 237 | 237 24 | 9 | 25 | 60 | 63 | 146 | 237 | 237 25 | 10 | 25 | 62 | 64 | 146 | 237 | 237 26 | 10 | 25 | 65 | 66 | 146 | 237 | 237 27 | 10 | 25 | 67 | 68 | 146 | 237 | 237 28 | 11 | 25 | 70 | 70 | 146 | 237 | 237 29 | 11 | 26 | 72 | 71 | 146 | 237 | 237 30 | 11 | 26 | 74 | 72 | 146 | 237 | 237 3.7. Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 10 | 21 | 44 | 172 | 302 | 3 230 2 | 0 | 10 | 21 | 44 | 172 | 345 | 2 422 3 | 1 | 11 | 23 | 49 | 167 | 361 | 1 836 4 | 1 | 13 | 26 | 54 | 164 | 362 | 1 422 5 | 1 | 16 | 28 | 58 | 163 | 354 | 1 127 6 | 2 | 19 | 33 | 59 | 162 | 341 | 914 7 | 4 | 22 | 37 | 60 | 161 | 325 | 755 8 | 6 | 25 | 38 | 60 | 160 | 308 | 634 9 | 9 | 31 | 42 | 59 | 159 | 291 | 539 10 | 11 | 34 | 43 | 58 | 158 | 274 | 464 11 | 11 | 33 | 42 | 58 | 157 | 257 | 402 12 | 10 | 32 | 43 | 59 | 157 | 248 | 352 13 | 9 | 32 | 43 | 59 | 156 | 247 | 310 14 | 9 | 32 | 44 | 59 | 155 | 247 | 274 15 | 9 | 32 | 44 | 60 | 155 | 246 | 246 16 | 9 | 32 | 44 | 60 | 154 | 245 | 245 17 | 9 | 32 | 45 | 60 | 153 | 244 | 244 18 | 9 | 32 | 48 | 60 | 152 | 244 | 244 19 | 9 | 32 | 49 | 60 | 152 | 244 | 244 20 | 9 | 32 | 52 | 60 | 153 | 244 | 244 21 | 9 | 32 | 55 | 60 | 153 | 244 | 244 22 | 9 | 32 | 57 | 60 | 152 | 244 | 244 23 | 9 | 32 | 59 | 62 | 152 | 243 | 243 24 | 9 | 32 | 61 | 64 | 151 | 243 | 243 25 | 10 | 32 | 64 | 66 | 151 | 242 | 242 26 | 10 | 32 | 66 | 68 | 150 | 241 | 241 27 | 11 | 32 | 69 | 70 | 150 | 241 | 241 28 | 11 | 32 | 71 | 72 | 149 | 240 | 240 29 | 11 | 32 | 74 | 74 | 148 | 240 | 240 30 | 12 | 32 | 76 | 75 | 148 | 239 | 239 3.8. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 77 | 89 | 95 | 116 | 229 | 322 | 3 344 2 | 76 | 88 | 95 | 115 | 228 | 358 | 2 522 3 | 75 | 88 | 96 | 119 | 223 | 376 | 1 919 4 | 74 | 88 | 98 | 122 | 220 | 378 | 1 489 5 | 74 | 88 | 99 | 122 | 218 | 370 | 1 182 6 | 74 | 89 | 100 | 124 | 216 | 357 | 959 7 | 73 | 90 | 100 | 124 | 214 | 341 | 792 8 | 72 | 89 | 100 | 124 | 213 | 323 | 665 9 | 71 | 88 | 100 | 125 | 211 | 305 | 565 10 | 70 | 88 | 100 | 126 | 210 | 301 | 486 11 | 69 | 87 | 99 | 126 | 208 | 300 | 421 12 | 68 | 86 | 98 | 124 | 207 | 298 | 368 13 | 66 | 85 | 97 | 123 | 206 | 297 | 323 14 | 65 | 83 | 95 | 122 | 204 | 296 | 296 15 | 64 | 82 | 94 | 120 | 203 | 294 | 294 16 | 63 | 81 | 93 | 119 | 202 | 293 | 293 17 | 62 | 80 | 92 | 118 | 201 | 292 | 292 18 | 61 | 79 | 91 | 117 | 200 | 292 | 292 19 | 60 | 78 | 90 | 117 | 199 | 291 | 291 20 | 59 | 77 | 90 | 116 | 198 | 290 | 290 21 | 58 | 77 | 89 | 115 | 198 | 289 | 289 22 | 57 | 75 | 88 | 114 | 197 | 288 | 288 23 | 56 | 74 | 86 | 113 | 195 | 287 | 287 24 | 55 | 73 | 85 | 112 | 194 | 286 | 286 25 | 54 | 72 | 84 | 110 | 193 | 285 | 285 26 | 53 | 71 | 83 | 109 | 192 | 283 | 283 27 | 52 | 70 | 82 | 108 | 191 | 282 | 282 28 | 50 | 69 | 81 | 107 | 190 | 281 | 281 29 | 49 | 68 | 80 | 106 | 189 | 280 | 280 30 | 48 | 67 | 79 | 105 | 188 | 279 | 279 3.9. Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 50 | 62 | 69 | 89 | 202 | 304 | 3 256 2 | 50 | 62 | 69 | 89 | 202 | 349 | 2 451 3 | 50 | 63 | 71 | 94 | 197 | 366 | 1 864 4 | 50 | 63 | 73 | 97 | 195 | 368 | 1 447 5 | 49 | 64 | 75 | 98 | 194 | 361 | 1 149 6 | 50 | 65 | 76 | 100 | 192 | 348 | 933 7 | 50 | 67 | 77 | 101 | 191 | 332 | 771 8 | 49 | 66 | 77 | 102 | 190 | 315 | 648 9 | 48 | 66 | 77 | 103 | 189 | 298 | 551 10 | 48 | 66 | 78 | 104 | 188 | 281 | 474 11 | 47 | 66 | 78 | 104 | 187 | 278 | 411 12 | 47 | 65 | 77 | 104 | 186 | 278 | 359 13 | 46 | 65 | 77 | 103 | 186 | 277 | 316 14 | 46 | 64 | 76 | 102 | 185 | 276 | 279 15 | 45 | 63 | 76 | 102 | 184 | 276 | 276 16 | 44 | 63 | 75 | 101 | 184 | 275 | 275 17 | 44 | 62 | 74 | 101 | 183 | 275 | 275 18 | 43 | 62 | 74 | 100 | 183 | 274 | 274 19 | 43 | 61 | 73 | 100 | 182 | 274 | 274 20 | 43 | 61 | 73 | 99 | 182 | 273 | 273 21 | 42 | 61 | 73 | 99 | 182 | 273 | 273 22 | 42 | 60 | 72 | 99 | 181 | 273 | 273 23 | 41 | 60 | 72 | 98 | 181 | 272 | 272 24 | 41 | 59 | 71 | 97 | 180 | 271 | 271 25 | 40 | 58 | 70 | 97 | 179 | 271 | 271 26 | 39 | 58 | 70 | 96 | 179 | 270 | 270 27 | 39 | 57 | 70 | 95 | 178 | 269 | 269 28 | 38 | 56 | 72 | 94 | 177 | 269 | 269 29 | 37 | 55 | 75 | 94 | 176 | 268 | 268 30 | 36 | 55 | 77 | 93 | 176 | 267 | 267 3.10. Króna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 86 | 98 | 105 | 125 | 238 | 331 | 3 423 2 | 86 | 98 | 104 | 125 | 238 | 363 | 2 565 3 | 84 | 97 | 105 | 128 | 232 | 379 | 1 941 4 | 83 | 96 | 106 | 130 | 228 | 379 | 1 499 5 | 83 | 97 | 108 | 131 | 227 | 370 | 1 186 6 | 83 | 99 | 110 | 134 | 226 | 355 | 958 7 | 84 | 101 | 111 | 135 | 226 | 338 | 790 8 | 84 | 102 | 112 | 137 | 225 | 320 | 661 9 | 85 | 102 | 114 | 140 | 225 | 317 | 561 10 | 85 | 103 | 115 | 141 | 225 | 316 | 481 11 | 85 | 103 | 115 | 142 | 224 | 316 | 417 12 | 84 | 102 | 115 | 141 | 224 | 315 | 363 13 | 83 | 102 | 114 | 140 | 223 | 314 | 319 14 | 82 | 100 | 113 | 139 | 221 | 313 | 313 15 | 81 | 99 | 111 | 138 | 220 | 312 | 312 16 | 80 | 98 | 110 | 137 | 219 | 311 | 311 17 | 79 | 97 | 109 | 136 | 218 | 310 | 310 18 | 78 | 96 | 108 | 135 | 217 | 309 | 309 19 | 77 | 95 | 107 | 134 | 216 | 308 | 308 20 | 76 | 94 | 106 | 132 | 215 | 307 | 307 21 | 75 | 93 | 105 | 131 | 214 | 305 | 305 22 | 73 | 92 | 104 | 130 | 213 | 304 | 304 23 | 72 | 90 | 102 | 129 | 211 | 303 | 303 24 | 70 | 89 | 101 | 127 | 210 | 301 | 301 25 | 69 | 87 | 99 | 126 | 208 | 300 | 300 26 | 67 | 86 | 98 | 124 | 207 | 298 | 298 27 | 66 | 84 | 96 | 123 | 205 | 297 | 297 28 | 64 | 83 | 95 | 121 | 204 | 295 | 295 29 | 63 | 81 | 93 | 120 | 202 | 294 | 294 30 | 62 | 80 | 92 | 118 | 201 | 292 | 292 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 | 25 | 38 | 44 | 65 | 177 | 301 | 3 222 2 | 26 | 38 | 45 | 65 | 178 | 345 | 2 419 3 | 26 | 38 | 47 | 70 | 173 | 361 | 1 835 4 | 25 | 39 | 49 | 73 | 170 | 362 | 1 421 5 | 25 | 40 | 51 | 74 | 169 | 353 | 1 126 6 | 26 | 42 | 53 | 76 | 169 | 340 | 913 7 | 27 | 43 | 54 | 78 | 168 | 325 | 754 8 | 26 | 43 | 54 | 79 | 167 | 308 | 633 9 | 26 | 44 | 55 | 81 | 166 | 291 | 538 10 | 26 | 44 | 56 | 82 | 166 | 274 | 463 11 | 26 | 44 | 56 | 82 | 165 | 257 | 401 12 | 25 | 43 | 56 | 82 | 165 | 256 | 351 13 | 25 | 43 | 55 | 81 | 164 | 255 | 309 14 | 24 | 42 | 54 | 81 | 163 | 255 | 273 15 | 24 | 42 | 54 | 80 | 163 | 254 | 254 16 | 23 | 41 | 53 | 80 | 162 | 254 | 254 17 | 23 | 41 | 53 | 79 | 162 | 253 | 253 18 | 23 | 41 | 53 | 79 | 162 | 253 | 253 19 | 22 | 41 | 53 | 79 | 162 | 253 | 253 20 | 23 | 41 | 53 | 79 | 162 | 253 | 253 21 | 23 | 41 | 54 | 79 | 162 | 253 | 253 22 | 23 | 41 | 56 | 79 | 162 | 253 | 253 23 | 22 | 41 | 59 | 79 | 162 | 253 | 253 24 | 22 | 41 | 61 | 79 | 162 | 253 | 253 25 | 22 | 40 | 64 | 79 | 161 | 253 | 253 26 | 22 | 40 | 66 | 78 | 161 | 252 | 252 27 | 21 | 40 | 69 | 78 | 161 | 252 | 252 28 | 21 | 39 | 71 | 78 | 160 | 252 | 252 29 | 21 | 39 | 73 | 77 | 160 | 251 | 251 30 | 20 | 39 | 76 | 77 | 160 | 251 | 251 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 | 4 | 21 | 134 | 283 | 3 008 2 | 0 | 1 | 6 | 22 | 135 | 324 | 2 257 3 | 1 | 1 | 8 | 27 | 131 | 339 | 1 713 4 | 1 | 3 | 11 | 31 | 129 | 340 | 1 329 5 | 1 | 4 | 13 | 33 | 129 | 333 | 1 055 6 | 2 | 4 | 16 | 37 | 129 | 321 | 856 7 | 2 | 5 | 19 | 39 | 129 | 306 | 708 8 | 2 | 7 | 21 | 41 | 129 | 291 | 595 9 | 3 | 7 | 24 | 43 | 129 | 274 | 506 10 | 4 | 9 | 26 | 45 | 129 | 258 | 436 11 | 4 | 9 | 28 | 47 | 130 | 243 | 378 12 | 4 | 10 | 31 | 46 | 129 | 228 | 331 13 | 4 | 11 | 33 | 47 | 129 | 221 | 291 14 | 5 | 11 | 35 | 47 | 129 | 221 | 258 15 | 6 | 13 | 38 | 46 | 128 | 220 | 230 16 | 6 | 13 | 40 | 45 | 128 | 219 | 219 17 | 6 | 15 | 42 | 47 | 128 | 219 | 219 18 | 6 | 15 | 45 | 49 | 128 | 219 | 219 19 | 7 | 16 | 47 | 51 | 128 | 219 | 219 20 | 7 | 17 | 49 | 53 | 129 | 220 | 220 21 | 7 | 18 | 52 | 54 | 129 | 220 | 220 22 | 9 | 19 | 54 | 57 | 129 | 220 | 220 23 | 9 | 20 | 56 | 59 | 129 | 220 | 220 24 | 9 | 20 | 58 | 60 | 129 | 220 | 220 25 | 10 | 22 | 61 | 62 | 129 | 220 | 220 26 | 10 | 22 | 63 | 64 | 129 | 220 | 220 27 | 10 | 24 | 66 | 66 | 131 | 220 | 220 28 | 11 | 24 | 68 | 68 | 132 | 220 | 220 29 | 11 | 24 | 71 | 70 | 133 | 220 | 220 30 | 11 | 26 | 73 | 72 | 135 | 220 | 220 3.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 38 | 50 | 56 | 77 | 190 | 301 | 3 214 2 | 38 | 50 | 57 | 77 | 190 | 343 | 2 410 3 | 38 | 51 | 59 | 82 | 185 | 360 | 1 828 4 | 38 | 51 | 61 | 85 | 183 | 361 | 1 417 5 | 38 | 53 | 64 | 87 | 182 | 353 | 1 124 6 | 39 | 54 | 65 | 89 | 181 | 340 | 912 7 | 40 | 56 | 67 | 90 | 181 | 325 | 754 8 | 39 | 56 | 67 | 92 | 180 | 308 | 634 9 | 39 | 57 | 68 | 94 | 179 | 291 | 539 10 | 39 | 57 | 69 | 95 | 179 | 274 | 464 11 | 38 | 57 | 69 | 95 | 178 | 269 | 403 12 | 38 | 56 | 68 | 95 | 177 | 269 | 352 13 | 37 | 56 | 68 | 94 | 177 | 268 | 310 14 | 37 | 55 | 67 | 94 | 176 | 268 | 274 15 | 36 | 55 | 67 | 93 | 176 | 267 | 267 16 | 36 | 54 | 66 | 92 | 175 | 267 | 267 17 | 35 | 54 | 66 | 92 | 175 | 266 | 266 18 | 35 | 53 | 65 | 92 | 174 | 266 | 266 19 | 35 | 53 | 65 | 91 | 174 | 265 | 265 20 | 34 | 53 | 65 | 91 | 174 | 265 | 265 21 | 34 | 53 | 65 | 91 | 174 | 265 | 265 22 | 34 | 52 | 64 | 90 | 173 | 264 | 264 23 | 33 | 51 | 64 | 90 | 172 | 264 | 264 24 | 32 | 51 | 63 | 89 | 172 | 263 | 263 25 | 32 | 50 | 64 | 88 | 171 | 262 | 262 26 | 31 | 49 | 66 | 88 | 170 | 262 | 262 27 | 30 | 49 | 69 | 87 | 170 | 261 | 261 28 | 29 | 48 | 71 | 86 | 169 | 260 | 260 29 | 29 | 47 | 74 | 85 | 168 | 259 | 259 30 | 28 | 46 | 76 | 85 | 167 | 259 | 259 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 | 10 | 22 | 29 | 49 | 162 | 292 | 3 107 2 | 14 | 26 | 32 | 53 | 165 | 333 | 2 331 3 | 16 | 29 | 38 | 60 | 164 | 349 | 1 769 4 | 19 | 33 | 43 | 67 | 164 | 350 | 1 371 5 | 21 | 36 | 47 | 70 | 166 | 343 | 1 089 6 | 21 | 37 | 48 | 72 | 164 | 331 | 884 7 | 26 | 43 | 53 | 77 | 167 | 316 | 731 8 | 26 | 43 | 53 | 78 | 166 | 300 | 614 9 | 27 | 44 | 56 | 82 | 167 | 283 | 523 10 | 28 | 47 | 59 | 85 | 168 | 267 | 450 11 | 30 | 48 | 60 | 86 | 169 | 261 | 390 12 | 31 | 49 | 61 | 87 | 170 | 261 | 342 13 | 31 | 49 | 62 | 88 | 170 | 262 | 301 14 | 31 | 50 | 62 | 88 | 171 | 262 | 266 15 | 32 | 50 | 62 | 88 | 171 | 262 | 262 16 | 31 | 50 | 62 | 88 | 171 | 262 | 262 17 | 32 | 50 | 62 | 88 | 171 | 262 | 262 18 | 31 | 50 | 62 | 88 | 171 | 262 | 262 19 | 31 | 49 | 62 | 88 | 170 | 262 | 262 20 | 31 | 50 | 62 | 88 | 171 | 262 | 262 21 | 31 | 50 | 62 | 88 | 171 | 262 | 262 22 | 31 | 49 | 61 | 88 | 170 | 262 | 262 23 | 31 | 49 | 61 | 87 | 170 | 261 | 261 24 | 30 | 49 | 61 | 87 | 170 | 261 | 261 25 | 30 | 48 | 62 | 87 | 169 | 261 | 261 26 | 29 | 48 | 65 | 86 | 169 | 260 | 260 27 | 29 | 47 | 67 | 86 | 168 | 260 | 260 28 | 28 | 47 | 70 | 85 | 168 | 259 | 259 29 | 28 | 46 | 72 | 85 | 167 | 259 | 259 30 | 27 | 46 | 74 | 84 | 167 | 258 | 258 3.15. Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 14 | 26 | 32 | 53 | 166 | 295 | 3 149 2 | 15 | 27 | 33 | 54 | 166 | 337 | 2 362 3 | 15 | 28 | 36 | 59 | 163 | 353 | 1 792 4 | 16 | 29 | 39 | 63 | 161 | 354 | 1 389 5 | 17 | 31 | 42 | 65 | 161 | 347 | 1 102 6 | 18 | 34 | 44 | 68 | 161 | 334 | 894 7 | 19 | 36 | 46 | 70 | 161 | 319 | 739 8 | 20 | 37 | 48 | 72 | 160 | 303 | 621 9 | 20 | 38 | 49 | 75 | 160 | 286 | 529 10 | 21 | 39 | 51 | 77 | 161 | 269 | 455 11 | 21 | 39 | 51 | 78 | 161 | 253 | 395 12 | 21 | 40 | 52 | 78 | 161 | 252 | 345 13 | 21 | 40 | 52 | 78 | 161 | 252 | 304 14 | 21 | 40 | 52 | 78 | 161 | 252 | 269 15 | 21 | 40 | 52 | 78 | 161 | 252 | 252 16 | 21 | 39 | 52 | 78 | 160 | 252 | 252 17 | 21 | 40 | 52 | 78 | 161 | 252 | 252 18 | 21 | 40 | 52 | 78 | 161 | 252 | 252 19 | 21 | 40 | 52 | 78 | 161 | 252 | 252 20 | 21 | 40 | 52 | 78 | 161 | 252 | 252 21 | 21 | 40 | 53 | 78 | 161 | 252 | 252 22 | 21 | 39 | 56 | 78 | 160 | 252 | 252 23 | 20 | 39 | 58 | 77 | 160 | 251 | 251 24 | 20 | 38 | 61 | 77 | 159 | 251 | 251 25 | 19 | 38 | 62 | 76 | 159 | 250 | 250 26 | 19 | 37 | 65 | 76 | 158 | 250 | 250 27 | 19 | 37 | 67 | 75 | 158 | 249 | 249 28 | 18 | 37 | 70 | 75 | 158 | 249 | 249 29 | 18 | 36 | 72 | 74 | 157 | 248 | 248 30 | 17 | 36 | 75 | 74 | 157 | 248 | 248 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 | 48 | 60 | 66 | 87 | 200 | 303 | 3 241 2 | 50 | 62 | 68 | 89 | 201 | 349 | 2 449 3 | 52 | 65 | 73 | 96 | 199 | 367 | 1 865 4 | 53 | 67 | 77 | 101 | 198 | 369 | 1 448 5 | 55 | 69 | 81 | 104 | 199 | 361 | 1 150 6 | 57 | 72 | 83 | 107 | 200 | 348 | 933 7 | 58 | 75 | 85 | 109 | 200 | 333 | 771 8 | 59 | 76 | 86 | 111 | 199 | 315 | 647 9 | 59 | 77 | 88 | 114 | 199 | 298 | 550 10 | 59 | 77 | 89 | 116 | 199 | 291 | 473 11 | 59 | 78 | 90 | 116 | 199 | 290 | 410 12 | 59 | 77 | 89 | 116 | 198 | 290 | 359 13 | 58 | 77 | 89 | 115 | 198 | 289 | 316 14 | 58 | 76 | 88 | 114 | 197 | 288 | 288 15 | 57 | 75 | 87 | 114 | 196 | 288 | 288 16 | 56 | 75 | 87 | 113 | 196 | 287 | 287 17 | 56 | 74 | 86 | 112 | 195 | 286 | 286 18 | 55 | 73 | 86 | 112 | 194 | 286 | 286 19 | 55 | 73 | 85 | 111 | 194 | 285 | 285 20 | 54 | 72 | 84 | 111 | 193 | 285 | 285 21 | 53 | 72 | 84 | 110 | 193 | 284 | 284 22 | 53 | 71 | 83 | 109 | 192 | 283 | 283 23 | 52 | 70 | 82 | 108 | 191 | 282 | 282 24 | 51 | 69 | 81 | 108 | 190 | 282 | 282 25 | 50 | 68 | 80 | 107 | 189 | 281 | 281 26 | 49 | 67 | 79 | 106 | 188 | 280 | 280 27 | 48 | 66 | 79 | 105 | 187 | 279 | 279 28 | 47 | 66 | 78 | 104 | 187 | 278 | 278 29 | 46 | 65 | 77 | 103 | 186 | 277 | 277 30 | 45 | 64 | 77 | 102 | 185 | 276 | 276 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 | 79 | 91 | 98 | 118 | 231 | 324 | 3 438 2 | 85 | 97 | 104 | 124 | 237 | 370 | 2 612 3 | 87 | 100 | 108 | 131 | 235 | 391 | 1 997 4 | 88 | 102 | 112 | 135 | 233 | 394 | 1 555 5 | 91 | 106 | 117 | 140 | 235 | 388 | 1 239 6 | 94 | 110 | 120 | 144 | 237 | 375 | 1 007 7 | 96 | 113 | 123 | 147 | 237 | 359 | 834 8 | 98 | 115 | 126 | 151 | 239 | 342 | 702 9 | 99 | 117 | 128 | 154 | 240 | 331 | 598 10 | 100 | 118 | 130 | 156 | 240 | 331 | 515 11 | 100 | 118 | 131 | 157 | 240 | 331 | 447 12 | 100 | 118 | 130 | 156 | 239 | 330 | 391 13 | 98 | 117 | 129 | 155 | 238 | 329 | 344 14 | 97 | 116 | 128 | 154 | 237 | 328 | 328 15 | 96 | 114 | 126 | 152 | 235 | 327 | 327 16 | 94 | 113 | 125 | 151 | 234 | 325 | 325 17 | 93 | 111 | 123 | 150 | 232 | 324 | 324 18 | 92 | 110 | 122 | 148 | 231 | 322 | 322 19 | 90 | 109 | 121 | 147 | 230 | 321 | 321 20 | 89 | 107 | 119 | 146 | 228 | 320 | 320 21 | 87 | 106 | 118 | 144 | 227 | 318 | 318 22 | 86 | 104 | 116 | 142 | 225 | 316 | 316 23 | 84 | 102 | 114 | 141 | 223 | 315 | 315 24 | 82 | 101 | 113 | 139 | 222 | 313 | 313 25 | 80 | 99 | 111 | 137 | 220 | 311 | 311 26 | 79 | 97 | 109 | 135 | 218 | 309 | 309 27 | 77 | 95 | 107 | 134 | 216 | 308 | 308 28 | 75 | 94 | 106 | 132 | 215 | 306 | 306 29 | 73 | 92 | 104 | 130 | 213 | 304 | 304 30 | 72 | 90 | 102 | 129 | 211 | 303 | 303 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 | 8 | 20 | 27 | 47 | 160 | 299 | 3 187 2 | 10 | 23 | 29 | 49 | 162 | 341 | 2 391 3 | 12 | 25 | 33 | 56 | 160 | 357 | 1 813 4 | 14 | 28 | 38 | 61 | 159 | 358 | 1 405 5 | 16 | 30 | 42 | 65 | 160 | 350 | 1 114 6 | 18 | 33 | 44 | 68 | 160 | 337 | 903 7 | 19 | 36 | 46 | 70 | 161 | 322 | 746 8 | 20 | 37 | 48 | 72 | 161 | 305 | 627 9 | 20 | 38 | 49 | 75 | 160 | 288 | 533 10 | 20 | 39 | 51 | 77 | 160 | 271 | 458 11 | 21 | 39 | 51 | 77 | 160 | 255 | 398 12 | 20 | 39 | 51 | 77 | 160 | 251 | 348 13 | 20 | 38 | 51 | 77 | 159 | 251 | 306 14 | 20 | 38 | 50 | 76 | 159 | 250 | 271 15 | 19 | 37 | 49 | 76 | 158 | 250 | 250 16 | 18 | 37 | 49 | 75 | 158 | 249 | 249 17 | 18 | 37 | 49 | 75 | 158 | 249 | 249 18 | 18 | 36 | 48 | 75 | 157 | 249 | 249 19 | 18 | 36 | 49 | 75 | 157 | 249 | 249 20 | 18 | 37 | 52 | 75 | 158 | 249 | 249 21 | 18 | 37 | 53 | 75 | 158 | 249 | 249 22 | 18 | 37 | 56 | 75 | 158 | 249 | 249 23 | 18 | 37 | 59 | 75 | 158 | 249 | 249 24 | 18 | 36 | 61 | 75 | 157 | 249 | 249 25 | 18 | 36 | 64 | 75 | 157 | 249 | 249 26 | 18 | 36 | 66 | 74 | 157 | 248 | 248 27 | 18 | 36 | 69 | 74 | 157 | 248 | 248 28 | 17 | 36 | 71 | 74 | 157 | 248 | 248 29 | 17 | 35 | 73 | 74 | 156 | 248 | 248 30 | 17 | 35 | 76 | 74 | 156 | 248 | 248 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 | 88 | 100 | 106 | 127 | 240 | 333 | 3 336 2 | 89 | 101 | 108 | 128 | 241 | 355 | 2 501 3 | 90 | 103 | 111 | 134 | 237 | 372 | 1 898 4 | 91 | 104 | 114 | 138 | 236 | 373 | 1 471 5 | 92 | 106 | 117 | 140 | 236 | 365 | 1 166 6 | 93 | 109 | 119 | 143 | 236 | 352 | 945 7 | 94 | 111 | 121 | 145 | 235 | 336 | 781 8 | 94 | 112 | 122 | 147 | 235 | 327 | 655 9 | 94 | 112 | 123 | 149 | 235 | 326 | 557 10 | 93 | 111 | 124 | 150 | 233 | 325 | 479 11 | 92 | 111 | 123 | 149 | 232 | 323 | 415 12 | 91 | 109 | 121 | 148 | 230 | 322 | 363 13 | 89 | 108 | 120 | 146 | 229 | 320 | 320 14 | 88 | 106 | 118 | 144 | 227 | 318 | 318 15 | 86 | 104 | 117 | 143 | 225 | 317 | 317 16 | 84 | 103 | 115 | 141 | 224 | 315 | 315 17 | 83 | 101 | 113 | 140 | 222 | 314 | 314 18 | 82 | 100 | 112 | 138 | 221 | 312 | 312 19 | 81 | 99 | 111 | 137 | 220 | 311 | 311 20 | 80 | 98 | 110 | 136 | 219 | 310 | 310 21 | 79 | 97 | 109 | 135 | 218 | 309 | 309 22 | 77 | 96 | 108 | 134 | 217 | 308 | 308 23 | 76 | 95 | 107 | 133 | 216 | 307 | 307 24 | 75 | 93 | 106 | 132 | 214 | 306 | 306 25 | 74 | 92 | 104 | 131 | 213 | 305 | 305 26 | 73 | 91 | 103 | 129 | 212 | 303 | 303 27 | 72 | 90 | 102 | 128 | 211 | 302 | 302 28 | 70 | 89 | 101 | 127 | 210 | 301 | 301 29 | 69 | 88 | 100 | 126 | 209 | 300 | 300 30 | 68 | 87 | 99 | 125 | 208 | 299 | 299 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 | 290 | 302 | 308 | 329 | 442 | 535 | 3 504 2 | 86 | 98 | 104 | 125 | 237 | 371 | 2 629 3 | 87 | 100 | 108 | 131 | 235 | 389 | 1 996 4 | 89 | 102 | 112 | 136 | 234 | 391 | 1 547 5 | 90 | 105 | 116 | 139 | 235 | 383 | 1 227 6 | 92 | 108 | 119 | 143 | 235 | 369 | 995 7 | 94 | 111 | 121 | 145 | 235 | 352 | 822 8 | 95 | 112 | 123 | 148 | 236 | 335 | 690 9 | 96 | 114 | 125 | 151 | 236 | 328 | 587 10 | 96 | 114 | 126 | 152 | 236 | 328 | 505 11 | 96 | 115 | 127 | 153 | 236 | 327 | 438 12 | 97 | 115 | 127 | 153 | 236 | 327 | 382 13 | 97 | 115 | 127 | 154 | 236 | 328 | 336 14 | 97 | 116 | 128 | 154 | 237 | 328 | 328 15 | 98 | 116 | 128 | 154 | 237 | 328 | 328 16 | 98 | 117 | 129 | 155 | 238 | 329 | 329 17 | 99 | 117 | 130 | 156 | 238 | 330 | 330 18 | 100 | 118 | 130 | 157 | 239 | 331 | 331 19 | 100 | 119 | 131 | 157 | 240 | 331 | 331 20 | 101 | 119 | 131 | 157 | 240 | 331 | 331 21 | 101 | 119 | 131 | 157 | 240 | 331 | 331 22 | 100 | 118 | 130 | 157 | 239 | 331 | 331 23 | 99 | 118 | 130 | 156 | 239 | 330 | 330 24 | 98 | 117 | 129 | 155 | 238 | 329 | 329 25 | 97 | 115 | 127 | 154 | 236 | 328 | 328 26 | 96 | 114 | 126 | 152 | 235 | 326 | 326 27 | 94 | 113 | 125 | 151 | 234 | 325 | 325 28 | 93 | 111 | 123 | 149 | 232 | 323 | 323 29 | 91 | 110 | 122 | 148 | 231 | 322 | 322 30 | 90 | 108 | 120 | 146 | 229 | 320 | 320 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 | 4 | 11 | 31 | 144 | 288 | 3 062 2 | 0 | 4 | 11 | 31 | 144 | 329 | 2 301 3 | 1 | 5 | 13 | 36 | 140 | 346 | 1 748 4 | 1 | 6 | 15 | 39 | 137 | 347 | 1 355 5 | 1 | 7 | 18 | 41 | 136 | 339 | 1 076 6 | 2 | 9 | 20 | 43 | 136 | 327 | 873 7 | 2 | 11 | 21 | 45 | 135 | 312 | 722 8 | 2 | 11 | 22 | 46 | 134 | 296 | 606 9 | 4 | 11 | 24 | 48 | 134 | 280 | 516 10 | 4 | 11 | 27 | 49 | 133 | 263 | 444 11 | 4 | 12 | 29 | 50 | 133 | 247 | 385 12 | 4 | 12 | 31 | 50 | 133 | 232 | 337 13 | 5 | 12 | 34 | 51 | 133 | 225 | 297 14 | 5 | 12 | 36 | 51 | 133 | 225 | 263 15 | 6 | 13 | 38 | 51 | 134 | 225 | 234 16 | 6 | 13 | 41 | 51 | 134 | 226 | 226 17 | 6 | 15 | 43 | 52 | 135 | 226 | 226 18 | 6 | 15 | 45 | 53 | 135 | 227 | 227 19 | 7 | 17 | 48 | 53 | 136 | 228 | 228 20 | 7 | 17 | 50 | 54 | 137 | 228 | 228 21 | 8 | 18 | 52 | 56 | 138 | 229 | 229 22 | 9 | 19 | 55 | 57 | 139 | 230 | 230 23 | 9 | 20 | 57 | 59 | 139 | 230 | 230 24 | 9 | 21 | 60 | 62 | 140 | 231 | 231 25 | 10 | 22 | 62 | 64 | 140 | 231 | 231 26 | 10 | 22 | 65 | 66 | 140 | 232 | 232 27 | 10 | 24 | 66 | 67 | 141 | 232 | 232 28 | 11 | 24 | 69 | 69 | 141 | 232 | 232 29 | 11 | 26 | 71 | 71 | 141 | 232 | 232 30 | 11 | 26 | 74 | 72 | 141 | 233 | 233 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 | 45 | 57 | 63 | 84 | 196 | 298 | 3 181 2 | 45 | 57 | 64 | 84 | 197 | 340 | 2 384 3 | 45 | 58 | 66 | 89 | 193 | 356 | 1 809 4 | 45 | 58 | 68 | 92 | 190 | 358 | 1 403 5 | 45 | 60 | 71 | 94 | 189 | 350 | 1 114 6 | 46 | 62 | 73 | 96 | 189 | 338 | 904 7 | 47 | 63 | 73 | 97 | 188 | 323 | 748 8 | 46 | 64 | 74 | 99 | 187 | 306 | 629 9 | 46 | 64 | 75 | 101 | 187 | 289 | 535 10 | 46 | 64 | 76 | 102 | 186 | 277 | 461 11 | 45 | 63 | 75 | 102 | 184 | 276 | 400 12 | 44 | 62 | 74 | 101 | 183 | 275 | 350 13 | 43 | 61 | 73 | 99 | 182 | 273 | 308 14 | 41 | 60 | 72 | 98 | 181 | 272 | 273 15 | 40 | 59 | 71 | 97 | 180 | 271 | 271 16 | 39 | 58 | 70 | 96 | 179 | 270 | 270 17 | 38 | 57 | 69 | 95 | 178 | 269 | 269 18 | 38 | 56 | 68 | 94 | 177 | 268 | 268 19 | 37 | 55 | 68 | 94 | 176 | 268 | 268 20 | 37 | 55 | 67 | 93 | 176 | 267 | 267 21 | 36 | 55 | 67 | 93 | 176 | 267 | 267 22 | 36 | 54 | 66 | 92 | 175 | 266 | 266 23 | 35 | 53 | 66 | 92 | 174 | 266 | 266 24 | 34 | 53 | 65 | 91 | 174 | 265 | 265 25 | 34 | 52 | 64 | 90 | 173 | 264 | 264 26 | 33 | 51 | 66 | 90 | 172 | 264 | 264 27 | 32 | 51 | 69 | 89 | 172 | 263 | 263 28 | 32 | 50 | 71 | 88 | 171 | 262 | 262 29 | 31 | 49 | 74 | 88 | 170 | 262 | 262 30 | 30 | 49 | 76 | 87 | 170 | 261 | 261 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 | 107 | 119 | 126 | 146 | 259 | 352 | 3 375 2 | 109 | 121 | 127 | 148 | 260 | 360 | 2 537 3 | 110 | 123 | 132 | 154 | 258 | 377 | 1 927 4 | 112 | 126 | 136 | 160 | 257 | 379 | 1 496 5 | 114 | 129 | 140 | 163 | 258 | 372 | 1 189 6 | 117 | 132 | 143 | 167 | 259 | 360 | 967 7 | 119 | 135 | 146 | 169 | 260 | 351 | 801 8 | 119 | 137 | 147 | 172 | 260 | 352 | 674 9 | 120 | 138 | 149 | 175 | 260 | 352 | 575 10 | 120 | 138 | 150 | 177 | 260 | 352 | 495 11 | 120 | 138 | 150 | 177 | 260 | 351 | 431 12 | 119 | 138 | 150 | 176 | 259 | 350 | 377 13 | 118 | 136 | 149 | 175 | 257 | 349 | 349 14 | 117 | 135 | 147 | 173 | 256 | 347 | 347 15 | 115 | 134 | 146 | 172 | 255 | 346 | 346 16 | 113 | 132 | 144 | 170 | 253 | 344 | 344 17 | 112 | 130 | 142 | 168 | 251 | 342 | 342 18 | 110 | 128 | 140 | 166 | 249 | 341 | 341 19 | 108 | 126 | 138 | 165 | 247 | 339 | 339 20 | 106 | 125 | 137 | 163 | 246 | 337 | 337 21 | 105 | 123 | 135 | 161 | 244 | 335 | 335 22 | 103 | 121 | 133 | 160 | 242 | 334 | 334 23 | 101 | 119 | 132 | 158 | 240 | 332 | 332 24 | 99 | 118 | 130 | 156 | 239 | 330 | 330 25 | 97 | 116 | 128 | 154 | 237 | 328 | 328 26 | 95 | 114 | 126 | 152 | 235 | 326 | 326 27 | 94 | 112 | 124 | 150 | 233 | 324 | 324 28 | 92 | 110 | 122 | 149 | 231 | 323 | 323 29 | 90 | 108 | 121 | 147 | 229 | 321 | 321 30 | 88 | 107 | 119 | 145 | 228 | 319 | 319 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 | 160 | 172 | 179 | 199 | 312 | 405 | 3 790 2 | 168 | 180 | 187 | 207 | 320 | 413 | 2 876 3 | 173 | 186 | 194 | 217 | 320 | 423 | 2 186 4 | 175 | 189 | 199 | 223 | 320 | 424 | 1 692 5 | 177 | 191 | 202 | 225 | 321 | 415 | 1 339 6 | 178 | 193 | 204 | 228 | 320 | 412 | 1 083 7 | 178 | 195 | 205 | 229 | 320 | 411 | 892 8 | 178 | 195 | 206 | 230 | 319 | 410 | 747 9 | 177 | 195 | 206 | 232 | 318 | 409 | 634 10 | 177 | 195 | 207 | 233 | 317 | 408 | 544 11 | 176 | 194 | 206 | 232 | 315 | 407 | 470 12 | 174 | 192 | 204 | 230 | 313 | 404 | 410 13 | 171 | 190 | 202 | 228 | 311 | 402 | 402 14 | 168 | 187 | 199 | 225 | 308 | 399 | 399 15 | 166 | 184 | 196 | 222 | 305 | 396 | 396 16 | 163 | 181 | 193 | 219 | 302 | 393 | 393 17 | 160 | 178 | 190 | 217 | 299 | 391 | 391 18 | 157 | 175 | 188 | 214 | 296 | 388 | 388 19 | 154 | 173 | 185 | 211 | 294 | 385 | 385 20 | 151 | 170 | 182 | 208 | 291 | 382 | 382 21 | 148 | 167 | 179 | 205 | 288 | 379 | 379 22 | 145 | 164 | 176 | 202 | 285 | 376 | 376 23 | 142 | 161 | 173 | 199 | 282 | 373 | 373 24 | 139 | 158 | 170 | 196 | 279 | 370 | 370 25 | 136 | 155 | 167 | 193 | 276 | 367 | 367 26 | 133 | 152 | 164 | 190 | 273 | 364 | 364 27 | 130 | 149 | 161 | 187 | 270 | 361 | 361 28 | 128 | 146 | 158 | 184 | 267 | 358 | 358 29 | 125 | 143 | 155 | 182 | 264 | 356 | 356 30 | 122 | 141 | 153 | 179 | 262 | 353 | 353 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 | 24 | 36 | 42 | 63 | 175 | 288 | 3 070 2 | 25 | 37 | 43 | 64 | 177 | 330 | 2 304 3 | 25 | 38 | 46 | 69 | 173 | 345 | 1 748 4 | 26 | 39 | 49 | 73 | 171 | 346 | 1 355 5 | 26 | 41 | 52 | 75 | 171 | 339 | 1 075 6 | 27 | 43 | 54 | 78 | 170 | 327 | 872 7 | 28 | 45 | 55 | 79 | 170 | 312 | 721 8 | 28 | 45 | 56 | 81 | 169 | 296 | 606 9 | 28 | 45 | 57 | 82 | 168 | 279 | 516 10 | 27 | 46 | 58 | 84 | 167 | 263 | 444 11 | 27 | 46 | 58 | 84 | 167 | 258 | 385 12 | 27 | 45 | 57 | 84 | 166 | 258 | 337 13 | 27 | 45 | 57 | 83 | 166 | 257 | 297 14 | 26 | 45 | 57 | 83 | 166 | 257 | 263 15 | 26 | 45 | 57 | 83 | 166 | 257 | 257 16 | 26 | 45 | 57 | 83 | 166 | 257 | 257 17 | 26 | 45 | 57 | 83 | 166 | 257 | 257 18 | 27 | 45 | 57 | 83 | 166 | 257 | 257 19 | 27 | 45 | 57 | 83 | 166 | 257 | 257 20 | 27 | 45 | 57 | 84 | 166 | 258 | 258 21 | 27 | 45 | 58 | 84 | 166 | 258 | 258 22 | 27 | 45 | 57 | 84 | 166 | 258 | 258 23 | 27 | 45 | 57 | 84 | 166 | 258 | 258 24 | 27 | 45 | 60 | 83 | 166 | 257 | 257 25 | 26 | 45 | 62 | 83 | 166 | 257 | 257 26 | 26 | 45 | 65 | 83 | 166 | 257 | 257 27 | 26 | 44 | 67 | 83 | 165 | 257 | 257 28 | 26 | 44 | 70 | 82 | 165 | 256 | 256 29 | 25 | 44 | 72 | 82 | 165 | 256 | 256 30 | 25 | 43 | 74 | 82 | 164 | 256 | 256 3.26. Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 23 | 35 | 42 | 62 | 175 | 296 | 3 156 2 | 25 | 37 | 44 | 64 | 177 | 339 | 2 374 3 | 27 | 40 | 48 | 71 | 174 | 356 | 1 804 4 | 28 | 42 | 52 | 76 | 174 | 357 | 1 400 5 | 30 | 45 | 56 | 79 | 175 | 350 | 1 111 6 | 32 | 48 | 59 | 83 | 175 | 337 | 902 7 | 34 | 51 | 61 | 85 | 175 | 322 | 746 8 | 35 | 52 | 63 | 87 | 176 | 305 | 626 9 | 35 | 53 | 64 | 90 | 176 | 288 | 533 10 | 36 | 54 | 66 | 93 | 176 | 272 | 458 11 | 37 | 55 | 67 | 94 | 177 | 268 | 398 12 | 37 | 56 | 68 | 94 | 177 | 268 | 348 13 | 37 | 56 | 68 | 94 | 177 | 268 | 306 14 | 37 | 56 | 68 | 94 | 177 | 268 | 271 15 | 37 | 56 | 68 | 94 | 177 | 268 | 268 16 | 37 | 56 | 68 | 94 | 177 | 268 | 268 17 | 38 | 56 | 68 | 94 | 177 | 268 | 268 18 | 38 | 56 | 68 | 94 | 177 | 268 | 268 19 | 38 | 56 | 68 | 95 | 177 | 269 | 269 20 | 38 | 57 | 69 | 95 | 178 | 269 | 269 21 | 38 | 57 | 69 | 95 | 178 | 269 | 269 22 | 38 | 57 | 69 | 95 | 178 | 269 | 269 23 | 38 | 56 | 69 | 95 | 177 | 269 | 269 24 | 38 | 56 | 68 | 94 | 177 | 268 | 268 25 | 37 | 56 | 68 | 94 | 177 | 268 | 268 26 | 37 | 55 | 67 | 93 | 176 | 267 | 267 27 | 36 | 55 | 69 | 93 | 176 | 267 | 267 28 | 36 | 54 | 71 | 92 | 175 | 266 | 266 29 | 35 | 53 | 73 | 92 | 174 | 266 | 266 30 | 34 | 53 | 76 | 91 | 174 | 265 | 265 3.27. 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 | 9 | 16 | 36 | 149 | 294 | 3 138 2 | 0 | 11 | 17 | 38 | 150 | 337 | 2 356 3 | 1 | 13 | 21 | 44 | 147 | 353 | 1 789 4 | 1 | 15 | 25 | 49 | 146 | 354 | 1 387 5 | 3 | 18 | 29 | 52 | 147 | 346 | 1 100 6 | 5 | 20 | 31 | 55 | 147 | 334 | 893 7 | 7 | 23 | 34 | 57 | 148 | 319 | 738 8 | 7 | 24 | 35 | 60 | 148 | 302 | 620 9 | 7 | 25 | 36 | 62 | 148 | 285 | 527 10 | 7 | 26 | 38 | 64 | 147 | 268 | 453 11 | 8 | 26 | 38 | 64 | 147 | 252 | 393 12 | 7 | 26 | 38 | 64 | 147 | 238 | 344 13 | 7 | 26 | 38 | 64 | 147 | 238 | 303 14 | 7 | 25 | 37 | 64 | 146 | 238 | 268 15 | 7 | 25 | 39 | 64 | 146 | 238 | 238 16 | 7 | 25 | 41 | 63 | 146 | 237 | 237 17 | 7 | 25 | 44 | 63 | 146 | 237 | 237 18 | 7 | 25 | 46 | 63 | 146 | 238 | 238 19 | 7 | 25 | 49 | 64 | 146 | 238 | 238 20 | 8 | 26 | 51 | 64 | 147 | 238 | 238 21 | 8 | 26 | 53 | 65 | 147 | 239 | 239 22 | 9 | 26 | 56 | 65 | 148 | 239 | 239 23 | 9 | 27 | 58 | 65 | 148 | 239 | 239 24 | 9 | 27 | 60 | 65 | 148 | 239 | 239 25 | 10 | 27 | 62 | 65 | 148 | 239 | 239 26 | 10 | 27 | 65 | 66 | 148 | 239 | 239 27 | 10 | 27 | 67 | 68 | 148 | 239 | 239 28 | 11 | 27 | 70 | 70 | 148 | 239 | 239 29 | 11 | 27 | 72 | 72 | 148 | 239 | 239 30 | 12 | 27 | 75 | 74 | 148 | 239 | 239 3.28. 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 | 28 | 40 | 47 | 67 | 180 | 294 | 3 134 2 | 29 | 41 | 48 | 68 | 181 | 336 | 2 351 3 | 28 | 41 | 49 | 72 | 176 | 352 | 1 784 4 | 28 | 41 | 51 | 75 | 173 | 353 | 1 382 5 | 28 | 42 | 53 | 76 | 172 | 345 | 1 097 6 | 30 | 46 | 57 | 80 | 173 | 333 | 889 7 | 29 | 45 | 55 | 79 | 170 | 317 | 735 8 | 32 | 49 | 59 | 84 | 172 | 301 | 617 9 | 31 | 49 | 60 | 86 | 171 | 284 | 525 10 | 27 | 45 | 57 | 83 | 167 | 267 | 452 11 | 23 | 42 | 54 | 80 | 163 | 254 | 392 12 | 20 | 39 | 51 | 77 | 160 | 251 | 342 13 | 18 | 37 | 49 | 75 | 158 | 249 | 301 14 | 17 | 35 | 47 | 73 | 156 | 247 | 266 15 | 15 | 34 | 46 | 72 | 155 | 246 | 246 16 | 14 | 32 | 45 | 71 | 153 | 245 | 245 17 | 13 | 32 | 44 | 70 | 153 | 244 | 244 18 | 13 | 31 | 46 | 69 | 152 | 244 | 244 19 | 12 | 31 | 48 | 69 | 152 | 243 | 243 20 | 12 | 31 | 51 | 69 | 152 | 243 | 243 21 | 12 | 31 | 53 | 69 | 152 | 243 | 243 22 | 12 | 31 | 56 | 69 | 152 | 243 | 243 23 | 12 | 31 | 57 | 69 | 152 | 243 | 243 24 | 12 | 31 | 60 | 69 | 152 | 243 | 243 25 | 12 | 30 | 62 | 69 | 151 | 243 | 243 26 | 12 | 30 | 65 | 69 | 151 | 243 | 243 27 | 12 | 30 | 67 | 68 | 151 | 243 | 243 28 | 12 | 30 | 70 | 70 | 151 | 242 | 242 29 | 11 | 30 | 72 | 72 | 151 | 242 | 242 30 | 11 | 30 | 74 | 74 | 151 | 242 | 242 3.29.

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 | 228 | 240 | 247 | 267 | 380 | 480 | 5 377 2 | 221 | 233 | 240 | 260 | 373 | 533 | 3 962 3 | 214 | 227 | 235 | 258 | 361 | 544 | 2 935 4 | 207 | 221 | 231 | 255 | 353 | 532 | 2 219 5 | 202 | 217 | 228 | 251 | 346 | 511 | 1 722 6 | 198 | 213 | 224 | 248 | 340 | 484 | 1 370 7 | 194 | 211 | 221 | 245 | 335 | 456 | 1 113 8 | 190 | 207 | 217 | 242 | 330 | 427 | 920 9 | 185 | 203 | 214 | 240 | 326 | 417 | 773 10 | 181 | 199 | 211 | 238 | 321 | 413 | 657 11 | 177 | 196 | 208 | 234 | 317 | 408 | 564 12 | 173 | 191 | 204 | 230 | 313 | 404 | 488 13 | 169 | 187 | 199 | 226 | 308 | 400 | 426 14 | 165 | 183 | 195 | 222 | 304 | 396 | 396 15 | 161 | 179 | 191 | 218 | 300 | 392 | 392 16 | 157 | 176 | 188 | 214 | 297 | 388 | 388 17 | 154 | 172 | 184 | 211 | 293 | 385 | 385 18 | 151 | 169 | 181 | 207 | 290 | 381 | 381 19 | 147 | 166 | 178 | 204 | 287 | 378 | 378 20 | 144 | 163 | 175 | 201 | 284 | 375 | 375 21 | 141 | 160 | 172 | 198 | 281 | 372 | 372 22 | 138 | 156 | 168 | 195 | 277 | 369 | 369 23 | 135 | 153 | 165 | 192 | 274 | 366 | 366 24 | 132 | 150 | 162 | 189 | 271 | 363 | 363 25 | 129 | 147 | 159 | 186 | 268 | 360 | 360 26 | 126 | 144 | 157 | 183 | 265 | 357 | 357 27 | 123 | 142 | 154 | 180 | 263 | 354 | 354 28 | 121 | 139 | 151 | 177 | 260 | 351 | 351 29 | 118 | 136 | 149 | 175 | 257 | 349 | 349 30 | 116 | 134 | 146 | 172 | 255 | 346 | 346 3.30. US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 25 | 49 | 165 | 301 | 3 215 2 | 0 | 14 | 25 | 49 | 165 | 344 | 2 414 3 | 1 | 17 | 28 | 54 | 162 | 360 | 1 832 4 | 2 | 20 | 31 | 59 | 160 | 361 | 1 419 5 | 3 | 23 | 36 | 65 | 161 | 353 | 1 126 6 | 6 | 27 | 39 | 67 | 162 | 341 | 913 7 | 8 | 31 | 42 | 70 | 162 | 325 | 754 8 | 11 | 35 | 46 | 74 | 162 | 308 | 633 9 | 13 | 38 | 50 | 76 | 162 | 291 | 539 10 | 14 | 40 | 51 | 77 | 162 | 274 | 463 11 | 15 | 41 | 53 | 78 | 162 | 257 | 402 12 | 16 | 42 | 54 | 79 | 162 | 253 | 351 13 | 17 | 44 | 55 | 80 | 162 | 253 | 309 14 | 17 | 44 | 55 | 80 | 162 | 253 | 274 15 | 18 | 45 | 56 | 80 | 162 | 253 | 253 16 | 18 | 45 | 56 | 80 | 161 | 253 | 253 17 | 18 | 45 | 56 | 80 | 162 | 253 | 253 18 | 18 | 45 | 56 | 80 | 162 | 253 | 253 19 | 18 | 45 | 56 | 80 | 162 | 253 | 253 20 | 18 | 45 | 56 | 80 | 162 | 253 | 253 21 | 18 | 45 | 56 | 80 | 162 | 253 | 253 22 | 18 | 45 | 57 | 80 | 162 | 253 | 253 23 | 18 | 45 | 59 | 80 | 162 | 253 | 253 24 | 18 | 45 | 61 | 80 | 162 | 253 | 253 25 | 18 | 45 | 64 | 80 | 161 | 253 | 253 26 | 18 | 45 | 66 | 80 | 161 | 252 | 252 27 | 18 | 45 | 69 | 80 | 161 | 252 | 252 28 | 18 | 45 | 71 | 80 | 160 | 252 | 252 29 | 18 | 45 | 73 | 80 | 160 | 251 | 251 30 | 18 | 45 | 76 | 80 | 160 | 251 | 251 3.31. Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 4 | 11 | 124 | 285 | 3 031 2 | 0 | 1 | 6 | 13 | 123 | 327 | 2 279 3 | 1 | 1 | 8 | 15 | 118 | 342 | 1 730 4 | 1 | 3 | 11 | 18 | 115 | 344 | 1 342 5 | 1 | 4 | 13 | 20 | 115 | 336 | 1 065 6 | 2 | 4 | 16 | 23 | 114 | 324 | 864 7 | 2 | 5 | 19 | 26 | 114 | 309 | 715 8 | 2 | 7 | 21 | 28 | 114 | 293 | 601 9 | 4 | 7 | 24 | 30 | 114 | 277 | 511 10 | 4 | 9 | 27 | 32 | 114 | 261 | 440 11 | 4 | 9 | 28 | 35 | 114 | 245 | 382 12 | 4 | 10 | 31 | 37 | 114 | 230 | 334 13 | 5 | 11 | 34 | 39 | 115 | 216 | 294 14 | 5 | 12 | 35 | 41 | 115 | 206 | 261 15 | 6 | 13 | 38 | 43 | 115 | 207 | 232 16 | 6 | 13 | 41 | 46 | 116 | 207 | 208 17 | 6 | 15 | 42 | 48 | 116 | 207 | 207 18 | 6 | 15 | 45 | 49 | 118 | 208 | 208 19 | 7 | 17 | 48 | 52 | 119 | 208 | 208 20 | 7 | 17 | 50 | 53 | 122 | 209 | 209 21 | 8 | 18 | 52 | 56 | 123 | 209 | 209 22 | 9 | 19 | 55 | 57 | 126 | 210 | 210 23 | 9 | 20 | 57 | 59 | 127 | 210 | 210 24 | 9 | 20 | 60 | 61 | 128 | 210 | 210 25 | 10 | 22 | 61 | 64 | 130 | 210 | 210 26 | 10 | 22 | 64 | 65 | 131 | 210 | 210 27 | 10 | 24 | 66 | 67 | 133 | 210 | 210 28 | 11 | 24 | 68 | 69 | 134 | 210 | 210 29 | 11 | 26 | 71 | 70 | 135 | 210 | 210 30 | 11 | 26 | 73 | 72 | 136 | 210 | 210 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 23 Euro | Belgium | 23 Euro | Croatia | 23 Euro | Cyprus | 23 Euro | Estonia | 23 Euro | Finland | 23 Euro | France | 23 Euro | Germany | 23 Euro | Greece | 23 Euro | Ireland | 23 Euro | Italy | 23 Euro | Latvia | 23 Euro | Lithuania | 23 Euro | Luxembourg | 23 Euro | Malta | 23 Euro | Netherlands | 23 Euro | Portugal | 23 Euro | Slovakia | 23 Euro | Slovenia | 23 Euro | Spain | 23 Czech koruna | Czechia | 16 Danish krone | Denmark | 17 Forint | Hungary | 8 Krona | Sweden | 6 Lev | Bulgaria | 16 Pound sterling | United Kingdom | 15 Romanian leu | Romania | 5 Zloty | Poland | 16 Króna | Iceland | 47 Norwegian krone | Norway | 46 Swiss franc | Liechtenstein | –3 Swiss franc | Switzerland | –3 Australian dollar | Australia | 25 Canadian dollar | Canada | 26 Renminbi-yuan | China | 3 Hong Kong dollar | Hong Kong | 5 US dollar | United States | 37 Yen | Japan | 6 * * * ELI: http://data.europa.eu/eli/reg_impl/2025/216/oj ISSN 1977-0677 (electronic edition) * * *