COMMISSION IMPLEMENTING REGULATION (EU) 2023/266

10.2.2023 | EN | Official Journal of the European Union | L 41/77 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2023/266 of 9 February 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2022 until 30 March 2023 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 January 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2022 market data. That information was published on 5 January 2023 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 2022 until 30 March 2023. 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 2022. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 9 February 2023. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | 3,176 % | 6,512 % | 3,166 % | 13,655 % | 3,474 % | 2,494 % 2 | 3,295 % | 6,226 % | 3,285 % | 12,506 % | 3,414 % | 2,829 % 3 | 3,203 % | 5,777 % | 3,193 % | 11,342 % | 3,323 % | 3,038 % 4 | 3,152 % | 5,361 % | 3,142 % | 10,379 % | 3,236 % | 3,195 % 5 | 3,131 % | 5,054 % | 3,121 % | 9,665 % | 3,163 % | 3,348 % 6 | 3,110 % | 4,866 % | 3,100 % | 9,171 % | 3,104 % | 3,512 % 7 | 3,091 % | 4,754 % | 3,081 % | 8,857 % | 3,060 % | 3,684 % 8 | 3,086 % | 4,682 % | 3,076 % | 8,686 % | 3,030 % | 3,867 % 9 | 3,088 % | 4,635 % | 3,078 % | 8,622 % | 3,013 % | 4,030 % 10 | 3,092 % | 4,602 % | 3,082 % | 8,609 % | 3,010 % | 4,151 % 11 | 3,100 % | 4,576 % | 3,090 % | 8,625 % | 3,019 % | 4,236 % 12 | 3,085 % | 4,553 % | 3,075 % | 8,635 % | 3,035 % | 4,295 % 13 | 3,071 % | 4,532 % | 3,061 % | 8,624 % | 3,055 % | 4,335 % 14 | 3,053 % | 4,512 % | 3,043 % | 8,585 % | 3,075 % | 4,360 % 15 | 3,022 % | 4,491 % | 3,012 % | 8,510 % | 3,095 % | 4,375 % 16 | 2,974 % | 4,469 % | 2,964 % | 8,422 % | 3,114 % | 4,381 % 17 | 2,916 % | 4,446 % | 2,906 % | 8,328 % | 3,131 % | 4,382 % 18 | 2,859 % | 4,423 % | 2,849 % | 8,231 % | 3,147 % | 4,377 % 19 | 2,807 % | 4,399 % | 2,797 % | 8,133 % | 3,162 % | 4,368 % 20 | 2,765 % | 4,376 % | 2,755 % | 8,035 % | 3,176 % | 4,357 % 21 | 2,735 % | 4,352 % | 2,725 % | 7,937 % | 3,189 % | 4,344 % 22 | 2,715 % | 4,330 % | 2,705 % | 7,840 % | 3,200 % | 4,329 % 23 | 2,703 % | 4,307 % | 2,693 % | 7,746 % | 3,211 % | 4,313 % 24 | 2,697 % | 4,285 % | 2,688 % | 7,654 % | 3,221 % | 4,297 % 25 | 2,695 % | 4,264 % | 2,687 % | 7,564 % | 3,230 % | 4,280 % 26 | 2,698 % | 4,243 % | 2,689 % | 7,477 % | 3,238 % | 4,262 % 27 | 2,703 % | 4,223 % | 2,695 % | 7,393 % | 3,246 % | 4,245 % 28 | 2,711 % | 4,203 % | 2,703 % | 7,312 % | 3,253 % | 4,228 % 29 | 2,720 % | 4,184 % | 2,712 % | 7,234 % | 3,260 % | 4,210 % 30 | 2,730 % | 4,166 % | 2,723 % | 7,159 % | 3,266 % | 4,193 % 31 | 2,742 % | 4,149 % | 2,734 % | 7,087 % | 3,272 % | 4,177 % 32 | 2,753 % | 4,132 % | 2,746 % | 7,018 % | 3,278 % | 4,160 % 33 | 2,766 % | 4,115 % | 2,759 % | 6,952 % | 3,283 % | 4,145 % 34 | 2,778 % | 4,100 % | 2,772 % | 6,888 % | 3,288 % | 4,129 % 35 | 2,791 % | 4,084 % | 2,784 % | 6,827 % | 3,293 % | 4,114 % 36 | 2,804 % | 4,070 % | 2,797 % | 6,768 % | 3,297 % | 4,099 % 37 | 2,816 % | 4,055 % | 2,810 % | 6,712 % | 3,301 % | 4,085 % 38 | 2,829 % | 4,042 % | 2,823 % | 6,659 % | 3,305 % | 4,071 % 39 | 2,841 % | 4,029 % | 2,835 % | 6,607 % | 3,309 % | 4,058 % 40 | 2,853 % | 4,016 % | 2,848 % | 6,557 % | 3,312 % | 4,045 % 41 | 2,865 % | 4,004 % | 2,860 % | 6,510 % | 3,316 % | 4,032 % 42 | 2,877 % | 3,992 % | 2,871 % | 6,464 % | 3,319 % | 4,020 % 43 | 2,888 % | 3,981 % | 2,883 % | 6,421 % | 3,322 % | 4,008 % 44 | 2,899 % | 3,970 % | 2,894 % | 6,378 % | 3,325 % | 3,997 % 45 | 2,910 % | 3,959 % | 2,905 % | 6,338 % | 3,328 % | 3,986 % 46 | 2,920 % | 3,949 % | 2,915 % | 6,299 % | 3,330 % | 3,975 % 47 | 2,931 % | 3,939 % | 2,925 % | 6,262 % | 3,333 % | 3,965 % 48 | 2,940 % | 3,930 % | 2,935 % | 6,226 % | 3,335 % | 3,955 % 49 | 2,950 % | 3,921 % | 2,945 % | 6,191 % | 3,338 % | 3,945 % 50 | 2,959 % | 3,912 % | 2,954 % | 6,158 % | 3,340 % | 3,936 % 51 | 2,968 % | 3,903 % | 2,963 % | 6,126 % | 3,342 % | 3,927 % 52 | 2,977 % | 3,895 % | 2,972 % | 6,095 % | 3,344 % | 3,918 % 53 | 2,985 % | 3,887 % | 2,981 % | 6,065 % | 3,346 % | 3,910 % 54 | 2,993 % | 3,879 % | 2,989 % | 6,037 % | 3,348 % | 3,902 % 55 | 3,001 % | 3,872 % | 2,997 % | 6,009 % | 3,350 % | 3,894 % 56 | 3,009 % | 3,864 % | 3,005 % | 5,982 % | 3,352 % | 3,886 % 57 | 3,016 % | 3,857 % | 3,012 % | 5,956 % | 3,353 % | 3,879 % 58 | 3,024 % | 3,850 % | 3,020 % | 5,931 % | 3,355 % | 3,872 % 59 | 3,031 % | 3,844 % | 3,027 % | 5,907 % | 3,357 % | 3,865 % 60 | 3,037 % | 3,837 % | 3,033 % | 5,884 % | 3,358 % | 3,858 % 61 | 3,044 % | 3,831 % | 3,040 % | 5,861 % | 3,360 % | 3,851 % 62 | 3,050 % | 3,825 % | 3,047 % | 5,839 % | 3,361 % | 3,845 % 63 | 3,057 % | 3,819 % | 3,053 % | 5,818 % | 3,363 % | 3,839 % 64 | 3,063 % | 3,814 % | 3,059 % | 5,797 % | 3,364 % | 3,833 % 65 | 3,069 % | 3,808 % | 3,065 % | 5,777 % | 3,365 % | 3,827 % 66 | 3,074 % | 3,803 % | 3,071 % | 5,758 % | 3,367 % | 3,821 % 67 | 3,080 % | 3,798 % | 3,076 % | 5,739 % | 3,368 % | 3,816 % 68 | 3,085 % | 3,793 % | 3,082 % | 5,721 % | 3,369 % | 3,811 % 69 | 3,090 % | 3,788 % | 3,087 % | 5,703 % | 3,370 % | 3,805 % 70 | 3,095 % | 3,783 % | 3,092 % | 5,686 % | 3,371 % | 3,800 % 71 | 3,100 % | 3,778 % | 3,097 % | 5,669 % | 3,372 % | 3,795 % 72 | 3,105 % | 3,774 % | 3,102 % | 5,653 % | 3,373 % | 3,791 % 73 | 3,110 % | 3,769 % | 3,107 % | 5,637 % | 3,375 % | 3,786 % 74 | 3,114 % | 3,765 % | 3,111 % | 5,621 % | 3,376 % | 3,782 % 75 | 3,119 % | 3,761 % | 3,116 % | 5,606 % | 3,377 % | 3,777 % 76 | 3,123 % | 3,757 % | 3,120 % | 5,592 % | 3,377 % | 3,773 % 77 | 3,127 % | 3,753 % | 3,124 % | 5,578 % | 3,378 % | 3,769 % 78 | 3,132 % | 3,749 % | 3,128 % | 5,564 % | 3,379 % | 3,765 % 79 | 3,136 % | 3,745 % | 3,133 % | 5,550 % | 3,380 % | 3,761 % 80 | 3,139 % | 3,742 % | 3,136 % | 5,537 % | 3,381 % | 3,757 % 81 | 3,143 % | 3,738 % | 3,140 % | 5,524 % | 3,382 % | 3,753 % 82 | 3,147 % | 3,735 % | 3,144 % | 5,512 % | 3,383 % | 3,749 % 83 | 3,151 % | 3,731 % | 3,148 % | 5,499 % | 3,384 % | 3,746 % 84 | 3,154 % | 3,728 % | 3,151 % | 5,487 % | 3,384 % | 3,742 % 85 | 3,158 % | 3,725 % | 3,155 % | 5,476 % | 3,385 % | 3,739 % 86 | 3,161 % | 3,721 % | 3,158 % | 5,464 % | 3,386 % | 3,735 % 87 | 3,164 % | 3,718 % | 3,162 % | 5,453 % | 3,387 % | 3,732 % 88 | 3,168 % | 3,715 % | 3,165 % | 5,442 % | 3,387 % | 3,729 % 89 | 3,171 % | 3,712 % | 3,168 % | 5,432 % | 3,388 % | 3,726 % 90 | 3,174 % | 3,709 % | 3,171 % | 5,421 % | 3,389 % | 3,723 % 91 | 3,177 % | 3,706 % | 3,174 % | 5,411 % | 3,389 % | 3,720 % 92 | 3,180 % | 3,704 % | 3,177 % | 5,401 % | 3,390 % | 3,717 % 93 | 3,183 % | 3,701 % | 3,180 % | 5,391 % | 3,391 % | 3,714 % 94 | 3,186 % | 3,698 % | 3,183 % | 5,382 % | 3,391 % | 3,711 % 95 | 3,188 % | 3,696 % | 3,186 % | 5,373 % | 3,392 % | 3,708 % 96 | 3,191 % | 3,693 % | 3,189 % | 5,363 % | 3,393 % | 3,706 % 97 | 3,194 % | 3,691 % | 3,191 % | 5,355 % | 3,393 % | 3,703 % 98 | 3,196 % | 3,688 % | 3,194 % | 5,346 % | 3,394 % | 3,700 % 99 | 3,199 % | 3,686 % | 3,197 % | 5,337 % | 3,394 % | 3,698 % 100 | 3,201 % | 3,683 % | 3,199 % | 5,329 % | 3,395 % | 3,695 % 101 | 3,204 % | 3,681 % | 3,202 % | 5,321 % | 3,395 % | 3,693 % 102 | 3,206 % | 3,679 % | 3,204 % | 5,312 % | 3,396 % | 3,691 % 103 | 3,209 % | 3,677 % | 3,206 % | 5,305 % | 3,396 % | 3,688 % 104 | 3,211 % | 3,674 % | 3,209 % | 5,297 % | 3,397 % | 3,686 % 105 | 3,213 % | 3,672 % | 3,211 % | 5,289 % | 3,398 % | 3,684 % 106 | 3,215 % | 3,670 % | 3,213 % | 5,282 % | 3,398 % | 3,682 % 107 | 3,218 % | 3,668 % | 3,215 % | 5,274 % | 3,398 % | 3,679 % 108 | 3,220 % | 3,666 % | 3,218 % | 5,267 % | 3,399 % | 3,677 % 109 | 3,222 % | 3,664 % | 3,220 % | 5,260 % | 3,399 % | 3,675 % 110 | 3,224 % | 3,662 % | 3,222 % | 5,253 % | 3,400 % | 3,673 % 111 | 3,226 % | 3,660 % | 3,224 % | 5,246 % | 3,400 % | 3,671 % 112 | 3,228 % | 3,658 % | 3,226 % | 5,240 % | 3,401 % | 3,669 % 113 | 3,230 % | 3,657 % | 3,228 % | 5,233 % | 3,401 % | 3,667 % 114 | 3,232 % | 3,655 % | 3,230 % | 5,227 % | 3,402 % | 3,665 % 115 | 3,234 % | 3,653 % | 3,232 % | 5,220 % | 3,402 % | 3,663 % 116 | 3,236 % | 3,651 % | 3,234 % | 5,214 % | 3,402 % | 3,662 % 117 | 3,237 % | 3,649 % | 3,235 % | 5,208 % | 3,403 % | 3,660 % 118 | 3,239 % | 3,648 % | 3,237 % | 5,202 % | 3,403 % | 3,658 % 119 | 3,241 % | 3,646 % | 3,239 % | 5,196 % | 3,404 % | 3,656 % 120 | 3,243 % | 3,644 % | 3,241 % | 5,190 % | 3,404 % | 3,655 % 121 | 3,245 % | 3,643 % | 3,243 % | 5,184 % | 3,404 % | 3,653 % 122 | 3,246 % | 3,641 % | 3,244 % | 5,179 % | 3,405 % | 3,651 % 123 | 3,248 % | 3,640 % | 3,246 % | 5,173 % | 3,405 % | 3,650 % 124 | 3,249 % | 3,638 % | 3,248 % | 5,168 % | 3,406 % | 3,648 % 125 | 3,251 % | 3,637 % | 3,249 % | 5,163 % | 3,406 % | 3,646 % 126 | 3,253 % | 3,635 % | 3,251 % | 5,157 % | 3,406 % | 3,645 % 127 | 3,254 % | 3,634 % | 3,252 % | 5,152 % | 3,407 % | 3,643 % 128 | 3,256 % | 3,632 % | 3,254 % | 5,147 % | 3,407 % | 3,642 % 129 | 3,257 % | 3,631 % | 3,255 % | 5,142 % | 3,407 % | 3,640 % 130 | 3,259 % | 3,629 % | 3,257 % | 5,137 % | 3,408 % | 3,639 % 131 | 3,260 % | 3,628 % | 3,258 % | 5,132 % | 3,408 % | 3,637 % 132 | 3,262 % | 3,627 % | 3,260 % | 5,127 % | 3,408 % | 3,636 % 133 | 3,263 % | 3,625 % | 3,261 % | 5,123 % | 3,409 % | 3,635 % 134 | 3,264 % | 3,624 % | 3,263 % | 5,118 % | 3,409 % | 3,633 % 135 | 3,266 % | 3,623 % | 3,264 % | 5,113 % | 3,409 % | 3,632 % 136 | 3,267 % | 3,622 % | 3,265 % | 5,109 % | 3,409 % | 3,630 % 137 | 3,268 % | 3,620 % | 3,267 % | 5,104 % | 3,410 % | 3,629 % 138 | 3,270 % | 3,619 % | 3,268 % | 5,100 % | 3,410 % | 3,628 % 139 | 3,271 % | 3,618 % | 3,269 % | 5,096 % | 3,410 % | 3,627 % 140 | 3,272 % | 3,617 % | 3,271 % | 5,091 % | 3,411 % | 3,625 % 141 | 3,274 % | 3,615 % | 3,272 % | 5,087 % | 3,411 % | 3,624 % 142 | 3,275 % | 3,614 % | 3,273 % | 5,083 % | 3,411 % | 3,623 % 143 | 3,276 % | 3,613 % | 3,274 % | 5,079 % | 3,411 % | 3,622 % 144 | 3,277 % | 3,612 % | 3,276 % | 5,075 % | 3,412 % | 3,620 % 145 | 3,278 % | 3,611 % | 3,277 % | 5,071 % | 3,412 % | 3,619 % 146 | 3,280 % | 3,610 % | 3,278 % | 5,067 % | 3,412 % | 3,618 % 147 | 3,281 % | 3,609 % | 3,279 % | 5,063 % | 3,413 % | 3,617 % 148 | 3,282 % | 3,608 % | 3,280 % | 5,059 % | 3,413 % | 3,616 % 149 | 3,283 % | 3,607 % | 3,281 % | 5,056 % | 3,413 % | 3,615 % 150 | 3,284 % | 3,606 % | 3,283 % | 5,052 % | 3,413 % | 3,614 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | 3,126 % | 4,460 % | 6,975 % | 6,401 % | 6,849 % | 3,456 % 2 | 3,245 % | 4,470 % | 7,091 % | 6,602 % | 6,785 % | 3,384 % 3 | 3,153 % | 4,326 % | 7,246 % | 6,719 % | 6,685 % | 3,281 % 4 | 3,103 % | 4,177 % | 7,437 % | 6,751 % | 6,580 % | 3,195 % 5 | 3,081 % | 4,062 % | 7,638 % | 6,744 % | 6,479 % | 3,146 % 6 | 3,060 % | 3,952 % | 7,835 % | 6,722 % | 6,381 % | 3,134 % 7 | 3,041 % | 3,859 % | 8,024 % | 6,693 % | 6,286 % | 3,142 % 8 | 3,036 % | 3,795 % | 8,225 % | 6,669 % | 6,193 % | 3,158 % 9 | 3,038 % | 3,748 % | 8,413 % | 6,658 % | 6,102 % | 3,178 % 10 | 3,042 % | 3,710 % | 8,556 % | 6,648 % | 6,012 % | 3,196 % 11 | 3,050 % | 3,683 % | 8,635 % | 6,621 % | 5,925 % | 3,212 % 12 | 3,035 % | 3,663 % | 8,660 % | 6,576 % | 5,841 % | 3,226 % 13 | 3,021 % | 3,647 % | 8,644 % | 6,519 % | 5,759 % | 3,238 % 14 | 3,003 % | 3,633 % | 8,598 % | 6,454 % | 5,681 % | 3,248 % 15 | 2,972 % | 3,619 % | 8,529 % | 6,385 % | 5,606 % | 3,257 % 16 | 2,924 % | 3,604 % | 8,443 % | 6,311 % | 5,534 % | 3,266 % 17 | 2,867 % | 3,589 % | 8,345 % | 6,237 % | 5,465 % | 3,273 % 18 | 2,809 % | 3,572 % | 8,238 % | 6,161 % | 5,399 % | 3,280 % 19 | 2,758 % | 3,554 % | 8,126 % | 6,086 % | 5,336 % | 3,286 % 20 | 2,716 % | 3,535 % | 8,010 % | 6,012 % | 5,275 % | 3,292 % 21 | 2,687 % | 3,514 % | 7,892 % | 5,939 % | 5,218 % | 3,297 % 22 | 2,668 % | 3,493 % | 7,774 % | 5,868 % | 5,162 % | 3,302 % 23 | 2,657 % | 3,471 % | 7,657 % | 5,799 % | 5,110 % | 3,307 % 24 | 2,652 % | 3,451 % | 7,541 % | 5,731 % | 5,059 % | 3,311 % 25 | 2,652 % | 3,431 % | 7,428 % | 5,666 % | 5,011 % | 3,315 % 26 | 2,655 % | 3,412 % | 7,317 % | 5,604 % | 4,966 % | 3,319 % 27 | 2,662 % | 3,395 % | 7,210 % | 5,543 % | 4,922 % | 3,322 % 28 | 2,670 % | 3,380 % | 7,105 % | 5,485 % | 4,880 % | 3,326 % 29 | 2,681 % | 3,366 % | 7,004 % | 5,429 % | 4,840 % | 3,329 % 30 | 2,692 % | 3,355 % | 6,907 % | 5,375 % | 4,802 % | 3,332 % 31 | 2,704 % | 3,345 % | 6,813 % | 5,323 % | 4,765 % | 3,335 % 32 | 2,717 % | 3,337 % | 6,723 % | 5,274 % | 4,730 % | 3,338 % 33 | 2,731 % | 3,331 % | 6,637 % | 5,226 % | 4,697 % | 3,340 % 34 | 2,744 % | 3,326 % | 6,554 % | 5,181 % | 4,665 % | 3,343 % 35 | 2,758 % | 3,321 % | 6,474 % | 5,137 % | 4,634 % | 3,345 % 36 | 2,771 % | 3,318 % | 6,397 % | 5,095 % | 4,605 % | 3,347 % 37 | 2,785 % | 3,316 % | 6,324 % | 5,055 % | 4,577 % | 3,350 % 38 | 2,798 % | 3,314 % | 6,253 % | 5,016 % | 4,550 % | 3,352 % 39 | 2,811 % | 3,313 % | 6,186 % | 4,979 % | 4,524 % | 3,354 % 40 | 2,824 % | 3,312 % | 6,121 % | 4,944 % | 4,499 % | 3,356 % 41 | 2,836 % | 3,311 % | 6,059 % | 4,910 % | 4,475 % | 3,358 % 42 | 2,849 % | 3,311 % | 5,999 % | 4,877 % | 4,453 % | 3,359 % 43 | 2,861 % | 3,312 % | 5,942 % | 4,845 % | 4,431 % | 3,361 % 44 | 2,872 % | 3,312 % | 5,887 % | 4,815 % | 4,410 % | 3,363 % 45 | 2,884 % | 3,313 % | 5,834 % | 4,786 % | 4,389 % | 3,365 % 46 | 2,895 % | 3,314 % | 5,784 % | 4,758 % | 4,370 % | 3,366 % 47 | 2,905 % | 3,315 % | 5,735 % | 4,731 % | 4,351 % | 3,368 % 48 | 2,916 % | 3,316 % | 5,688 % | 4,705 % | 4,333 % | 3,369 % 49 | 2,926 % | 3,317 % | 5,643 % | 4,680 % | 4,316 % | 3,370 % 50 | 2,935 % | 3,318 % | 5,599 % | 4,656 % | 4,299 % | 3,372 % 51 | 2,945 % | 3,320 % | 5,558 % | 4,633 % | 4,283 % | 3,373 % 52 | 2,954 % | 3,321 % | 5,517 % | 4,611 % | 4,267 % | 3,374 % 53 | 2,963 % | 3,323 % | 5,479 % | 4,589 % | 4,252 % | 3,376 % 54 | 2,971 % | 3,324 % | 5,441 % | 4,569 % | 4,238 % | 3,377 % 55 | 2,980 % | 3,326 % | 5,405 % | 4,548 % | 4,224 % | 3,378 % 56 | 2,988 % | 3,327 % | 5,370 % | 4,529 % | 4,210 % | 3,379 % 57 | 2,996 % | 3,329 % | 5,336 % | 4,510 % | 4,197 % | 3,380 % 58 | 3,003 % | 3,330 % | 5,304 % | 4,492 % | 4,184 % | 3,381 % 59 | 3,010 % | 3,332 % | 5,272 % | 4,475 % | 4,172 % | 3,382 % 60 | 3,018 % | 3,333 % | 5,242 % | 4,458 % | 4,160 % | 3,383 % 61 | 3,024 % | 3,335 % | 5,212 % | 4,441 % | 4,149 % | 3,384 % 62 | 3,031 % | 3,336 % | 5,184 % | 4,425 % | 4,137 % | 3,385 % 63 | 3,038 % | 3,338 % | 5,156 % | 4,410 % | 4,127 % | 3,386 % 64 | 3,044 % | 3,339 % | 5,130 % | 4,395 % | 4,116 % | 3,387 % 65 | 3,050 % | 3,341 % | 5,104 % | 4,380 % | 4,106 % | 3,388 % 66 | 3,056 % | 3,342 % | 5,078 % | 4,366 % | 4,096 % | 3,389 % 67 | 3,062 % | 3,343 % | 5,054 % | 4,353 % | 4,086 % | 3,390 % 68 | 3,068 % | 3,345 % | 5,030 % | 4,339 % | 4,077 % | 3,391 % 69 | 3,073 % | 3,346 % | 5,007 % | 4,326 % | 4,068 % | 3,391 % 70 | 3,078 % | 3,347 % | 4,985 % | 4,314 % | 4,059 % | 3,392 % 71 | 3,084 % | 3,349 % | 4,963 % | 4,302 % | 4,051 % | 3,393 % 72 | 3,089 % | 3,350 % | 4,942 % | 4,290 % | 4,042 % | 3,394 % 73 | 3,094 % | 3,351 % | 4,921 % | 4,278 % | 4,034 % | 3,394 % 74 | 3,098 % | 3,353 % | 4,901 % | 4,267 % | 4,026 % | 3,395 % 75 | 3,103 % | 3,354 % | 4,882 % | 4,256 % | 4,019 % | 3,396 % 76 | 3,108 % | 3,355 % | 4,863 % | 4,246 % | 4,011 % | 3,397 % 77 | 3,112 % | 3,356 % | 4,845 % | 4,235 % | 4,004 % | 3,397 % 78 | 3,116 % | 3,357 % | 4,827 % | 4,225 % | 3,997 % | 3,398 % 79 | 3,120 % | 3,358 % | 4,809 % | 4,215 % | 3,990 % | 3,398 % 80 | 3,125 % | 3,359 % | 4,792 % | 4,206 % | 3,983 % | 3,399 % 81 | 3,129 % | 3,361 % | 4,775 % | 4,196 % | 3,977 % | 3,400 % 82 | 3,132 % | 3,362 % | 4,759 % | 4,187 % | 3,970 % | 3,400 % 83 | 3,136 % | 3,363 % | 4,743 % | 4,178 % | 3,964 % | 3,401 % 84 | 3,140 % | 3,364 % | 4,728 % | 4,170 % | 3,958 % | 3,401 % 85 | 3,144 % | 3,365 % | 4,713 % | 4,161 % | 3,952 % | 3,402 % 86 | 3,147 % | 3,366 % | 4,698 % | 4,153 % | 3,946 % | 3,402 % 87 | 3,151 % | 3,366 % | 4,683 % | 4,145 % | 3,940 % | 3,403 % 88 | 3,154 % | 3,367 % | 4,669 % | 4,137 % | 3,935 % | 3,404 % 89 | 3,157 % | 3,368 % | 4,655 % | 4,129 % | 3,929 % | 3,404 % 90 | 3,161 % | 3,369 % | 4,642 % | 4,122 % | 3,924 % | 3,405 % 91 | 3,164 % | 3,370 % | 4,629 % | 4,114 % | 3,919 % | 3,405 % 92 | 3,167 % | 3,371 % | 4,616 % | 4,107 % | 3,914 % | 3,405 % 93 | 3,170 % | 3,372 % | 4,603 % | 4,100 % | 3,909 % | 3,406 % 94 | 3,173 % | 3,373 % | 4,591 % | 4,093 % | 3,904 % | 3,406 % 95 | 3,176 % | 3,373 % | 4,579 % | 4,086 % | 3,899 % | 3,407 % 96 | 3,179 % | 3,374 % | 4,567 % | 4,080 % | 3,894 % | 3,407 % 97 | 3,181 % | 3,375 % | 4,556 % | 4,073 % | 3,890 % | 3,408 % 98 | 3,184 % | 3,376 % | 4,544 % | 4,067 % | 3,885 % | 3,408 % 99 | 3,187 % | 3,376 % | 4,533 % | 4,060 % | 3,881 % | 3,409 % 100 | 3,189 % | 3,377 % | 4,522 % | 4,054 % | 3,876 % | 3,409 % 101 | 3,192 % | 3,378 % | 4,512 % | 4,048 % | 3,872 % | 3,409 % 102 | 3,195 % | 3,379 % | 4,501 % | 4,042 % | 3,868 % | 3,410 % 103 | 3,197 % | 3,379 % | 4,491 % | 4,037 % | 3,864 % | 3,410 % 104 | 3,199 % | 3,380 % | 4,481 % | 4,031 % | 3,860 % | 3,411 % 105 | 3,202 % | 3,381 % | 4,471 % | 4,025 % | 3,856 % | 3,411 % 106 | 3,204 % | 3,381 % | 4,461 % | 4,020 % | 3,852 % | 3,411 % 107 | 3,206 % | 3,382 % | 4,452 % | 4,015 % | 3,849 % | 3,412 % 108 | 3,209 % | 3,383 % | 4,442 % | 4,009 % | 3,845 % | 3,412 % 109 | 3,211 % | 3,383 % | 4,433 % | 4,004 % | 3,841 % | 3,412 % 110 | 3,213 % | 3,384 % | 4,424 % | 3,999 % | 3,838 % | 3,413 % 111 | 3,215 % | 3,384 % | 4,415 % | 3,994 % | 3,834 % | 3,413 % 112 | 3,217 % | 3,385 % | 4,407 % | 3,989 % | 3,831 % | 3,413 % 113 | 3,219 % | 3,386 % | 4,398 % | 3,985 % | 3,827 % | 3,414 % 114 | 3,221 % | 3,386 % | 4,390 % | 3,980 % | 3,824 % | 3,414 % 115 | 3,223 % | 3,387 % | 4,382 % | 3,975 % | 3,821 % | 3,414 % 116 | 3,225 % | 3,387 % | 4,374 % | 3,971 % | 3,818 % | 3,415 % 117 | 3,227 % | 3,388 % | 4,366 % | 3,966 % | 3,814 % | 3,415 % 118 | 3,229 % | 3,388 % | 4,358 % | 3,962 % | 3,811 % | 3,415 % 119 | 3,231 % | 3,389 % | 4,350 % | 3,958 % | 3,808 % | 3,415 % 120 | 3,233 % | 3,389 % | 4,343 % | 3,953 % | 3,805 % | 3,416 % 121 | 3,235 % | 3,390 % | 4,335 % | 3,949 % | 3,802 % | 3,416 % 122 | 3,236 % | 3,390 % | 4,328 % | 3,945 % | 3,799 % | 3,416 % 123 | 3,238 % | 3,391 % | 4,321 % | 3,941 % | 3,797 % | 3,417 % 124 | 3,240 % | 3,391 % | 4,314 % | 3,937 % | 3,794 % | 3,417 % 125 | 3,242 % | 3,392 % | 4,307 % | 3,933 % | 3,791 % | 3,417 % 126 | 3,243 % | 3,392 % | 4,300 % | 3,929 % | 3,788 % | 3,417 % 127 | 3,245 % | 3,393 % | 4,293 % | 3,926 % | 3,786 % | 3,418 % 128 | 3,246 % | 3,393 % | 4,287 % | 3,922 % | 3,783 % | 3,418 % 129 | 3,248 % | 3,393 % | 4,280 % | 3,918 % | 3,780 % | 3,418 % 130 | 3,250 % | 3,394 % | 4,274 % | 3,915 % | 3,778 % | 3,418 % 131 | 3,251 % | 3,394 % | 4,267 % | 3,911 % | 3,775 % | 3,419 % 132 | 3,253 % | 3,395 % | 4,261 % | 3,907 % | 3,773 % | 3,419 % 133 | 3,254 % | 3,395 % | 4,255 % | 3,904 % | 3,770 % | 3,419 % 134 | 3,256 % | 3,396 % | 4,249 % | 3,901 % | 3,768 % | 3,419 % 135 | 3,257 % | 3,396 % | 4,243 % | 3,897 % | 3,766 % | 3,419 % 136 | 3,258 % | 3,396 % | 4,237 % | 3,894 % | 3,763 % | 3,420 % 137 | 3,260 % | 3,397 % | 4,232 % | 3,891 % | 3,761 % | 3,420 % 138 | 3,261 % | 3,397 % | 4,226 % | 3,888 % | 3,759 % | 3,420 % 139 | 3,263 % | 3,398 % | 4,220 % | 3,884 % | 3,757 % | 3,420 % 140 | 3,264 % | 3,398 % | 4,215 % | 3,881 % | 3,754 % | 3,421 % 141 | 3,265 % | 3,398 % | 4,209 % | 3,878 % | 3,752 % | 3,421 % 142 | 3,266 % | 3,399 % | 4,204 % | 3,875 % | 3,750 % | 3,421 % 143 | 3,268 % | 3,399 % | 4,199 % | 3,872 % | 3,748 % | 3,421 % 144 | 3,269 % | 3,399 % | 4,193 % | 3,869 % | 3,746 % | 3,421 % 145 | 3,270 % | 3,400 % | 4,188 % | 3,866 % | 3,744 % | 3,422 % 146 | 3,271 % | 3,400 % | 4,183 % | 3,864 % | 3,742 % | 3,422 % 147 | 3,273 % | 3,400 % | 4,178 % | 3,861 % | 3,740 % | 3,422 % 148 | 3,274 % | 3,401 % | 4,173 % | 3,858 % | 3,738 % | 3,422 % 149 | 3,275 % | 3,401 % | 4,168 % | 3,855 % | 3,736 % | 3,422 % 150 | 3,276 % | 3,401 % | 4,164 % | 3,852 % | 3,734 % | 3,423 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | 1,055 % | 3,984 % | 1,185 % | 4,610 % | 8,944 % | 11,268 % 2 | 1,154 % | 4,138 % | 1,454 % | 4,314 % | 7,171 % | 11,852 % 3 | 1,226 % | 4,096 % | 1,632 % | 3,917 % | 6,257 % | 12,229 % 4 | 1,286 % | 4,097 % | 1,766 % | 3,661 % | 5,804 % | 12,491 % 5 | 1,336 % | 4,166 % | 1,889 % | 3,520 % | 5,552 % | 12,656 % 6 | 1,378 % | 4,262 % | 2,019 % | 3,467 % | 5,400 % | 12,759 % 7 | 1,413 % | 4,338 % | 2,161 % | 3,463 % | 5,301 % | 12,824 % 8 | 1,444 % | 4,406 % | 2,313 % | 3,482 % | 5,233 % | 12,867 % 9 | 1,468 % | 4,464 % | 2,466 % | 3,508 % | 5,185 % | 12,893 % 10 | 1,489 % | 4,506 % | 2,616 % | 3,530 % | 5,151 % | 12,887 % 11 | 1,505 % | 4,543 % | 2,759 % | 3,543 % | 5,122 % | 12,832 % 12 | 1,516 % | 4,571 % | 2,891 % | 3,548 % | 5,097 % | 12,736 % 13 | 1,523 % | 4,588 % | 3,011 % | 3,547 % | 5,073 % | 12,610 % 14 | 1,523 % | 4,595 % | 3,116 % | 3,543 % | 5,052 % | 12,460 % 15 | 1,524 % | 4,595 % | 3,206 % | 3,537 % | 5,032 % | 12,293 % 16 | 1,529 % | 4,586 % | 3,280 % | 3,529 % | 5,014 % | 12,114 % 17 | 1,539 % | 4,570 % | 3,340 % | 3,519 % | 4,996 % | 11,926 % 18 | 1,551 % | 4,543 % | 3,389 % | 3,509 % | 4,980 % | 11,733 % 19 | 1,566 % | 4,506 % | 3,429 % | 3,499 % | 4,965 % | 11,538 % 20 | 1,583 % | 4,457 % | 3,462 % | 3,489 % | 4,951 % | 11,342 % 21 | 1,600 % | 4,397 % | 3,489 % | 3,479 % | 4,938 % | 11,147 % 22 | 1,618 % | 4,329 % | 3,511 % | 3,469 % | 4,925 % | 10,955 % 23 | 1,636 % | 4,257 % | 3,529 % | 3,459 % | 4,913 % | 10,767 % 24 | 1,655 % | 4,183 % | 3,544 % | 3,450 % | 4,901 % | 10,583 % 25 | 1,673 % | 4,110 % | 3,556 % | 3,442 % | 4,890 % | 10,404 % 26 | 1,691 % | 4,038 % | 3,565 % | 3,434 % | 4,880 % | 10,231 % 27 | 1,709 % | 3,971 % | 3,573 % | 3,427 % | 4,870 % | 10,064 % 28 | 1,727 % | 3,908 % | 3,579 % | 3,421 % | 4,860 % | 9,903 % 29 | 1,744 % | 3,852 % | 3,583 % | 3,415 % | 4,851 % | 9,748 % 30 | 1,761 % | 3,802 % | 3,587 % | 3,411 % | 4,842 % | 9,599 % 31 | 1,777 % | 3,759 % | 3,589 % | 3,406 % | 4,834 % | 9,456 % 32 | 1,793 % | 3,723 % | 3,591 % | 3,403 % | 4,826 % | 9,319 % 33 | 1,808 % | 3,691 % | 3,592 % | 3,400 % | 4,818 % | 9,187 % 34 | 1,823 % | 3,664 % | 3,592 % | 3,397 % | 4,811 % | 9,062 % 35 | 1,837 % | 3,641 % | 3,592 % | 3,395 % | 4,804 % | 8,941 % 36 | 1,851 % | 3,621 % | 3,592 % | 3,393 % | 4,797 % | 8,826 % 37 | 1,864 % | 3,604 % | 3,591 % | 3,392 % | 4,791 % | 8,716 % 38 | 1,877 % | 3,588 % | 3,590 % | 3,391 % | 4,784 % | 8,610 % 39 | 1,890 % | 3,575 % | 3,589 % | 3,390 % | 4,778 % | 8,509 % 40 | 1,902 % | 3,564 % | 3,588 % | 3,389 % | 4,772 % | 8,413 % 41 | 1,914 % | 3,554 % | 3,586 % | 3,389 % | 4,767 % | 8,320 % 42 | 1,925 % | 3,545 % | 3,585 % | 3,388 % | 4,761 % | 8,231 % 43 | 1,936 % | 3,537 % | 3,583 % | 3,388 % | 4,756 % | 8,146 % 44 | 1,946 % | 3,531 % | 3,581 % | 3,388 % | 4,751 % | 8,065 % 45 | 1,956 % | 3,525 % | 3,580 % | 3,388 % | 4,746 % | 7,987 % 46 | 1,966 % | 3,519 % | 3,578 % | 3,388 % | 4,741 % | 7,912 % 47 | 1,976 % | 3,515 % | 3,576 % | 3,388 % | 4,737 % | 7,839 % 48 | 1,985 % | 3,511 % | 3,574 % | 3,388 % | 4,732 % | 7,770 % 49 | 1,994 % | 3,507 % | 3,572 % | 3,389 % | 4,728 % | 7,704 % 50 | 2,002 % | 3,504 % | 3,570 % | 3,389 % | 4,724 % | 7,640 % 51 | 2,010 % | 3,501 % | 3,569 % | 3,389 % | 4,720 % | 7,578 % 52 | 2,018 % | 3,498 % | 3,567 % | 3,390 % | 4,716 % | 7,519 % 53 | 2,026 % | 3,496 % | 3,565 % | 3,390 % | 4,712 % | 7,462 % 54 | 2,034 % | 3,494 % | 3,563 % | 3,391 % | 4,709 % | 7,406 % 55 | 2,041 % | 3,492 % | 3,562 % | 3,391 % | 4,705 % | 7,353 % 56 | 2,048 % | 3,490 % | 3,560 % | 3,392 % | 4,702 % | 7,302 % 57 | 2,055 % | 3,489 % | 3,558 % | 3,392 % | 4,699 % | 7,253 % 58 | 2,061 % | 3,487 % | 3,557 % | 3,393 % | 4,695 % | 7,205 % 59 | 2,068 % | 3,486 % | 3,555 % | 3,393 % | 4,692 % | 7,159 % 60 | 2,074 % | 3,485 % | 3,553 % | 3,394 % | 4,689 % | 7,114 % 61 | 2,080 % | 3,484 % | 3,552 % | 3,395 % | 4,686 % | 7,071 % 62 | 2,086 % | 3,483 % | 3,550 % | 3,395 % | 4,683 % | 7,029 % 63 | 2,091 % | 3,482 % | 3,549 % | 3,396 % | 4,681 % | 6,988 % 64 | 2,097 % | 3,481 % | 3,547 % | 3,396 % | 4,678 % | 6,949 % 65 | 2,102 % | 3,480 % | 3,546 % | 3,397 % | 4,675 % | 6,911 % 66 | 2,107 % | 3,480 % | 3,545 % | 3,398 % | 4,673 % | 6,874 % 67 | 2,112 % | 3,479 % | 3,543 % | 3,398 % | 4,670 % | 6,838 % 68 | 2,117 % | 3,478 % | 3,542 % | 3,399 % | 4,668 % | 6,804 % 69 | 2,122 % | 3,478 % | 3,541 % | 3,399 % | 4,666 % | 6,770 % 70 | 2,126 % | 3,477 % | 3,540 % | 3,400 % | 4,663 % | 6,737 % 71 | 2,131 % | 3,477 % | 3,538 % | 3,400 % | 4,661 % | 6,706 % 72 | 2,135 % | 3,476 % | 3,537 % | 3,401 % | 4,659 % | 6,675 % 73 | 2,140 % | 3,476 % | 3,536 % | 3,402 % | 4,657 % | 6,645 % 74 | 2,144 % | 3,475 % | 3,535 % | 3,402 % | 4,655 % | 6,615 % 75 | 2,148 % | 3,475 % | 3,534 % | 3,403 % | 4,653 % | 6,587 % 76 | 2,152 % | 3,474 % | 3,533 % | 3,403 % | 4,651 % | 6,559 % 77 | 2,156 % | 3,474 % | 3,532 % | 3,404 % | 4,649 % | 6,532 % 78 | 2,159 % | 3,474 % | 3,531 % | 3,404 % | 4,647 % | 6,506 % 79 | 2,163 % | 3,473 % | 3,530 % | 3,405 % | 4,645 % | 6,480 % 80 | 2,167 % | 3,473 % | 3,529 % | 3,405 % | 4,643 % | 6,455 % 81 | 2,170 % | 3,473 % | 3,528 % | 3,406 % | 4,642 % | 6,431 % 82 | 2,173 % | 3,472 % | 3,527 % | 3,406 % | 4,640 % | 6,407 % 83 | 2,177 % | 3,472 % | 3,526 % | 3,407 % | 4,638 % | 6,384 % 84 | 2,180 % | 3,472 % | 3,525 % | 3,407 % | 4,637 % | 6,361 % 85 | 2,183 % | 3,471 % | 3,524 % | 3,408 % | 4,635 % | 6,339 % 86 | 2,186 % | 3,471 % | 3,523 % | 3,408 % | 4,633 % | 6,318 % 87 | 2,189 % | 3,471 % | 3,522 % | 3,408 % | 4,632 % | 6,297 % 88 | 2,192 % | 3,471 % | 3,522 % | 3,409 % | 4,630 % | 6,276 % 89 | 2,195 % | 3,470 % | 3,521 % | 3,409 % | 4,629 % | 6,256 % 90 | 2,198 % | 3,470 % | 3,520 % | 3,410 % | 4,628 % | 6,236 % 91 | 2,201 % | 3,470 % | 3,519 % | 3,410 % | 4,626 % | 6,217 % 92 | 2,203 % | 3,470 % | 3,518 % | 3,411 % | 4,625 % | 6,198 % 93 | 2,206 % | 3,470 % | 3,518 % | 3,411 % | 4,623 % | 6,180 % 94 | 2,209 % | 3,469 % | 3,517 % | 3,411 % | 4,622 % | 6,162 % 95 | 2,211 % | 3,469 % | 3,516 % | 3,412 % | 4,621 % | 6,144 % 96 | 2,214 % | 3,469 % | 3,516 % | 3,412 % | 4,620 % | 6,127 % 97 | 2,216 % | 3,469 % | 3,515 % | 3,413 % | 4,618 % | 6,110 % 98 | 2,218 % | 3,468 % | 3,514 % | 3,413 % | 4,617 % | 6,093 % 99 | 2,221 % | 3,468 % | 3,514 % | 3,413 % | 4,616 % | 6,077 % 100 | 2,223 % | 3,468 % | 3,513 % | 3,414 % | 4,615 % | 6,061 % 101 | 2,225 % | 3,468 % | 3,512 % | 3,414 % | 4,614 % | 6,046 % 102 | 2,227 % | 3,468 % | 3,512 % | 3,414 % | 4,613 % | 6,030 % 103 | 2,230 % | 3,468 % | 3,511 % | 3,415 % | 4,612 % | 6,016 % 104 | 2,232 % | 3,467 % | 3,511 % | 3,415 % | 4,610 % | 6,001 % 105 | 2,234 % | 3,467 % | 3,510 % | 3,415 % | 4,609 % | 5,986 % 106 | 2,236 % | 3,467 % | 3,509 % | 3,416 % | 4,608 % | 5,972 % 107 | 2,238 % | 3,467 % | 3,509 % | 3,416 % | 4,607 % | 5,958 % 108 | 2,240 % | 3,467 % | 3,508 % | 3,416 % | 4,606 % | 5,945 % 109 | 2,242 % | 3,467 % | 3,508 % | 3,417 % | 4,605 % | 5,932 % 110 | 2,244 % | 3,466 % | 3,507 % | 3,417 % | 4,604 % | 5,918 % 111 | 2,246 % | 3,466 % | 3,507 % | 3,417 % | 4,604 % | 5,906 % 112 | 2,247 % | 3,466 % | 3,506 % | 3,417 % | 4,603 % | 5,893 % 113 | 2,249 % | 3,466 % | 3,506 % | 3,418 % | 4,602 % | 5,881 % 114 | 2,251 % | 3,466 % | 3,505 % | 3,418 % | 4,601 % | 5,868 % 115 | 2,253 % | 3,466 % | 3,505 % | 3,418 % | 4,600 % | 5,856 % 116 | 2,254 % | 3,466 % | 3,504 % | 3,419 % | 4,599 % | 5,845 % 117 | 2,256 % | 3,465 % | 3,504 % | 3,419 % | 4,598 % | 5,833 % 118 | 2,258 % | 3,465 % | 3,503 % | 3,419 % | 4,597 % | 5,822 % 119 | 2,259 % | 3,465 % | 3,503 % | 3,419 % | 4,597 % | 5,810 % 120 | 2,261 % | 3,465 % | 3,503 % | 3,420 % | 4,596 % | 5,799 % 121 | 2,262 % | 3,465 % | 3,502 % | 3,420 % | 4,595 % | 5,789 % 122 | 2,264 % | 3,465 % | 3,502 % | 3,420 % | 4,594 % | 5,778 % 123 | 2,265 % | 3,465 % | 3,501 % | 3,420 % | 4,593 % | 5,768 % 124 | 2,267 % | 3,465 % | 3,501 % | 3,421 % | 4,593 % | 5,757 % 125 | 2,268 % | 3,464 % | 3,500 % | 3,421 % | 4,592 % | 5,747 % 126 | 2,270 % | 3,464 % | 3,500 % | 3,421 % | 4,591 % | 5,737 % 127 | 2,271 % | 3,464 % | 3,500 % | 3,421 % | 4,590 % | 5,727 % 128 | 2,273 % | 3,464 % | 3,499 % | 3,421 % | 4,590 % | 5,718 % 129 | 2,274 % | 3,464 % | 3,499 % | 3,422 % | 4,589 % | 5,708 % 130 | 2,275 % | 3,464 % | 3,498 % | 3,422 % | 4,588 % | 5,699 % 131 | 2,277 % | 3,464 % | 3,498 % | 3,422 % | 4,588 % | 5,690 % 132 | 2,278 % | 3,464 % | 3,498 % | 3,422 % | 4,587 % | 5,681 % 133 | 2,279 % | 3,464 % | 3,497 % | 3,423 % | 4,586 % | 5,672 % 134 | 2,281 % | 3,463 % | 3,497 % | 3,423 % | 4,586 % | 5,663 % 135 | 2,282 % | 3,463 % | 3,497 % | 3,423 % | 4,585 % | 5,654 % 136 | 2,283 % | 3,463 % | 3,496 % | 3,423 % | 4,585 % | 5,646 % 137 | 2,284 % | 3,463 % | 3,496 % | 3,423 % | 4,584 % | 5,637 % 138 | 2,285 % | 3,463 % | 3,496 % | 3,424 % | 4,583 % | 5,629 % 139 | 2,287 % | 3,463 % | 3,495 % | 3,424 % | 4,583 % | 5,621 % 140 | 2,288 % | 3,463 % | 3,495 % | 3,424 % | 4,582 % | 5,613 % 141 | 2,289 % | 3,463 % | 3,495 % | 3,424 % | 4,582 % | 5,605 % 142 | 2,290 % | 3,463 % | 3,494 % | 3,424 % | 4,581 % | 5,597 % 143 | 2,291 % | 3,463 % | 3,494 % | 3,424 % | 4,580 % | 5,589 % 144 | 2,292 % | 3,463 % | 3,494 % | 3,425 % | 4,580 % | 5,582 % 145 | 2,293 % | 3,462 % | 3,493 % | 3,425 % | 4,579 % | 5,574 % 146 | 2,294 % | 3,462 % | 3,493 % | 3,425 % | 4,579 % | 5,567 % 147 | 2,296 % | 3,462 % | 3,493 % | 3,425 % | 4,578 % | 5,560 % 148 | 2,297 % | 3,462 % | 3,493 % | 3,425 % | 4,578 % | 5,552 % 149 | 2,298 % | 3,462 % | 3,492 % | 3,425 % | 4,577 % | 5,545 % 150 | 2,299 % | 3,462 % | 3,492 % | 3,426 % | 4,577 % | 5,538 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 4,854 % | 6,813 % | 11,265 % | 0,896 % | 5,488 % | 7,756 % 2 | 4,505 % | 7,015 % | 10,052 % | 0,971 % | 5,340 % | 7,834 % 3 | 4,207 % | 7,128 % | 9,256 % | 1,030 % | 5,082 % | 7,982 % 4 | 4,026 % | 7,212 % | 8,955 % | 1,080 % | 4,894 % | 8,159 % 5 | 3,964 % | 7,257 % | 8,872 % | 1,122 % | 4,787 % | 8,418 % 6 | 3,915 % | 7,291 % | 8,853 % | 1,156 % | 4,752 % | 8,701 % 7 | 3,867 % | 7,322 % | 8,853 % | 1,183 % | 4,735 % | 9,025 % 8 | 3,827 % | 7,349 % | 8,851 % | 1,206 % | 4,728 % | 9,288 % 9 | 3,799 % | 7,374 % | 8,837 % | 1,223 % | 4,729 % | 9,486 % 10 | 3,784 % | 7,401 % | 8,802 % | 1,236 % | 4,738 % | 9,639 % 11 | 3,783 % | 7,410 % | 8,744 % | 1,265 % | 4,751 % | 9,759 % 12 | 3,789 % | 7,404 % | 8,668 % | 1,306 % | 4,767 % | 9,849 % 13 | 3,800 % | 7,385 % | 8,580 % | 1,355 % | 4,783 % | 9,911 % 14 | 3,811 % | 7,359 % | 8,484 % | 1,409 % | 4,798 % | 9,945 % 15 | 3,820 % | 7,327 % | 8,382 % | 1,465 % | 4,811 % | 9,951 % 16 | 3,826 % | 7,290 % | 8,278 % | 1,522 % | 4,820 % | 9,929 % 17 | 3,829 % | 7,251 % | 8,172 % | 1,579 % | 4,826 % | 9,886 % 18 | 3,829 % | 7,211 % | 8,066 % | 1,635 % | 4,828 % | 9,826 % 19 | 3,828 % | 7,169 % | 7,962 % | 1,690 % | 4,825 % | 9,753 % 20 | 3,826 % | 7,127 % | 7,859 % | 1,743 % | 4,817 % | 9,672 % 21 | 3,823 % | 7,085 % | 7,758 % | 1,795 % | 4,804 % | 9,584 % 22 | 3,818 % | 7,044 % | 7,660 % | 1,845 % | 4,787 % | 9,491 % 23 | 3,814 % | 7,003 % | 7,565 % | 1,893 % | 4,766 % | 9,397 % 24 | 3,808 % | 6,964 % | 7,474 % | 1,939 % | 4,744 % | 9,300 % 25 | 3,803 % | 6,925 % | 7,385 % | 1,983 % | 4,720 % | 9,204 % 26 | 3,797 % | 6,887 % | 7,300 % | 2,025 % | 4,695 % | 9,109 % 27 | 3,791 % | 6,850 % | 7,218 % | 2,065 % | 4,670 % | 9,015 % 28 | 3,785 % | 6,815 % | 7,139 % | 2,104 % | 4,644 % | 8,923 % 29 | 3,779 % | 6,781 % | 7,063 % | 2,141 % | 4,618 % | 8,832 % 30 | 3,772 % | 6,748 % | 6,990 % | 2,177 % | 4,592 % | 8,745 % 31 | 3,766 % | 6,716 % | 6,921 % | 2,211 % | 4,566 % | 8,660 % 32 | 3,760 % | 6,685 % | 6,854 % | 2,243 % | 4,541 % | 8,578 % 33 | 3,754 % | 6,655 % | 6,790 % | 2,274 % | 4,516 % | 8,499 % 34 | 3,748 % | 6,627 % | 6,729 % | 2,304 % | 4,492 % | 8,422 % 35 | 3,742 % | 6,599 % | 6,671 % | 2,333 % | 4,468 % | 8,348 % 36 | 3,736 % | 6,573 % | 6,615 % | 2,360 % | 4,445 % | 8,278 % 37 | 3,731 % | 6,547 % | 6,561 % | 2,386 % | 4,423 % | 8,209 % 38 | 3,725 % | 6,523 % | 6,509 % | 2,412 % | 4,401 % | 8,144 % 39 | 3,720 % | 6,500 % | 6,460 % | 2,436 % | 4,380 % | 8,081 % 40 | 3,715 % | 6,477 % | 6,413 % | 2,459 % | 4,360 % | 8,020 % 41 | 3,710 % | 6,455 % | 6,367 % | 2,481 % | 4,340 % | 7,962 % 42 | 3,705 % | 6,434 % | 6,324 % | 2,502 % | 4,321 % | 7,906 % 43 | 3,700 % | 6,414 % | 6,282 % | 2,523 % | 4,303 % | 7,853 % 44 | 3,695 % | 6,395 % | 6,242 % | 2,543 % | 4,285 % | 7,801 % 45 | 3,691 % | 6,376 % | 6,203 % | 2,562 % | 4,268 % | 7,752 % 46 | 3,686 % | 6,358 % | 6,166 % | 2,580 % | 4,251 % | 7,704 % 47 | 3,682 % | 6,341 % | 6,131 % | 2,597 % | 4,235 % | 7,658 % 48 | 3,678 % | 6,324 % | 6,097 % | 2,614 % | 4,220 % | 7,614 % 49 | 3,673 % | 6,308 % | 6,064 % | 2,631 % | 4,205 % | 7,571 % 50 | 3,670 % | 6,292 % | 6,032 % | 2,646 % | 4,191 % | 7,531 % 51 | 3,666 % | 6,277 % | 6,001 % | 2,661 % | 4,177 % | 7,491 % 52 | 3,662 % | 6,263 % | 5,972 % | 2,676 % | 4,163 % | 7,453 % 53 | 3,658 % | 6,249 % | 5,943 % | 2,690 % | 4,150 % | 7,417 % 54 | 3,655 % | 6,235 % | 5,916 % | 2,704 % | 4,138 % | 7,381 % 55 | 3,651 % | 6,222 % | 5,890 % | 2,717 % | 4,125 % | 7,347 % 56 | 3,648 % | 6,210 % | 5,864 % | 2,730 % | 4,114 % | 7,314 % 57 | 3,645 % | 6,197 % | 5,839 % | 2,742 % | 4,102 % | 7,283 % 58 | 3,642 % | 6,186 % | 5,815 % | 2,754 % | 4,091 % | 7,252 % 59 | 3,639 % | 6,174 % | 5,792 % | 2,766 % | 4,080 % | 7,222 % 60 | 3,636 % | 6,163 % | 5,770 % | 2,777 % | 4,070 % | 7,193 % 61 | 3,633 % | 6,152 % | 5,748 % | 2,788 % | 4,060 % | 7,166 % 62 | 3,630 % | 6,142 % | 5,728 % | 2,798 % | 4,050 % | 7,139 % 63 | 3,627 % | 6,132 % | 5,707 % | 2,808 % | 4,041 % | 7,113 % 64 | 3,625 % | 6,122 % | 5,688 % | 2,818 % | 4,032 % | 7,087 % 65 | 3,622 % | 6,113 % | 5,669 % | 2,828 % | 4,023 % | 7,063 % 66 | 3,619 % | 6,103 % | 5,650 % | 2,837 % | 4,014 % | 7,039 % 67 | 3,617 % | 6,094 % | 5,632 % | 2,846 % | 4,006 % | 7,016 % 68 | 3,615 % | 6,086 % | 5,615 % | 2,855 % | 3,998 % | 6,994 % 69 | 3,612 % | 6,077 % | 5,598 % | 2,864 % | 3,990 % | 6,972 % 70 | 3,610 % | 6,069 % | 5,581 % | 2,872 % | 3,982 % | 6,951 % 71 | 3,608 % | 6,061 % | 5,565 % | 2,880 % | 3,975 % | 6,930 % 72 | 3,606 % | 6,053 % | 5,550 % | 2,888 % | 3,967 % | 6,910 % 73 | 3,604 % | 6,046 % | 5,535 % | 2,895 % | 3,960 % | 6,891 % 74 | 3,602 % | 6,038 % | 5,520 % | 2,903 % | 3,953 % | 6,872 % 75 | 3,600 % | 6,031 % | 5,506 % | 2,910 % | 3,947 % | 6,853 % 76 | 3,598 % | 6,024 % | 5,492 % | 2,917 % | 3,940 % | 6,836 % 77 | 3,596 % | 6,017 % | 5,478 % | 2,924 % | 3,934 % | 6,818 % 78 | 3,594 % | 6,011 % | 5,465 % | 2,931 % | 3,928 % | 6,801 % 79 | 3,592 % | 6,004 % | 5,452 % | 2,937 % | 3,922 % | 6,785 % 80 | 3,590 % | 5,998 % | 5,439 % | 2,944 % | 3,916 % | 6,768 % 81 | 3,589 % | 5,992 % | 5,427 % | 2,950 % | 3,910 % | 6,753 % 82 | 3,587 % | 5,986 % | 5,415 % | 2,956 % | 3,904 % | 6,737 % 83 | 3,585 % | 5,980 % | 5,404 % | 2,962 % | 3,899 % | 6,722 % 84 | 3,584 % | 5,974 % | 5,392 % | 2,968 % | 3,894 % | 6,708 % 85 | 3,582 % | 5,969 % | 5,381 % | 2,973 % | 3,888 % | 6,693 % 86 | 3,581 % | 5,963 % | 5,370 % | 2,979 % | 3,883 % | 6,679 % 87 | 3,579 % | 5,958 % | 5,360 % | 2,984 % | 3,878 % | 6,666 % 88 | 3,578 % | 5,953 % | 5,349 % | 2,989 % | 3,873 % | 6,653 % 89 | 3,576 % | 5,948 % | 5,339 % | 2,995 % | 3,869 % | 6,639 % 90 | 3,575 % | 5,943 % | 5,329 % | 3,000 % | 3,864 % | 6,627 % 91 | 3,574 % | 5,938 % | 5,319 % | 3,005 % | 3,859 % | 6,614 % 92 | 3,572 % | 5,933 % | 5,310 % | 3,009 % | 3,855 % | 6,602 % 93 | 3,571 % | 5,928 % | 5,301 % | 3,014 % | 3,851 % | 6,590 % 94 | 3,570 % | 5,924 % | 5,292 % | 3,019 % | 3,846 % | 6,579 % 95 | 3,568 % | 5,919 % | 5,283 % | 3,023 % | 3,842 % | 6,567 % 96 | 3,567 % | 5,915 % | 5,274 % | 3,028 % | 3,838 % | 6,556 % 97 | 3,566 % | 5,911 % | 5,265 % | 3,032 % | 3,834 % | 6,545 % 98 | 3,565 % | 5,906 % | 5,257 % | 3,036 % | 3,830 % | 6,534 % 99 | 3,564 % | 5,902 % | 5,249 % | 3,040 % | 3,826 % | 6,524 % 100 | 3,562 % | 5,898 % | 5,241 % | 3,045 % | 3,822 % | 6,514 % 101 | 3,561 % | 5,894 % | 5,233 % | 3,049 % | 3,819 % | 6,503 % 102 | 3,560 % | 5,890 % | 5,225 % | 3,053 % | 3,815 % | 6,494 % 103 | 3,559 % | 5,887 % | 5,218 % | 3,056 % | 3,812 % | 6,484 % 104 | 3,558 % | 5,883 % | 5,210 % | 3,060 % | 3,808 % | 6,474 % 105 | 3,557 % | 5,879 % | 5,203 % | 3,064 % | 3,805 % | 6,465 % 106 | 3,556 % | 5,876 % | 5,196 % | 3,067 % | 3,801 % | 6,456 % 107 | 3,555 % | 5,872 % | 5,189 % | 3,071 % | 3,798 % | 6,447 % 108 | 3,554 % | 5,869 % | 5,182 % | 3,075 % | 3,795 % | 6,438 % 109 | 3,553 % | 5,865 % | 5,175 % | 3,078 % | 3,792 % | 6,429 % 110 | 3,552 % | 5,862 % | 5,169 % | 3,081 % | 3,789 % | 6,421 % 111 | 3,551 % | 5,859 % | 5,162 % | 3,085 % | 3,786 % | 6,413 % 112 | 3,550 % | 5,856 % | 5,156 % | 3,088 % | 3,783 % | 6,404 % 113 | 3,550 % | 5,852 % | 5,150 % | 3,091 % | 3,780 % | 6,396 % 114 | 3,549 % | 5,849 % | 5,143 % | 3,094 % | 3,777 % | 6,389 % 115 | 3,548 % | 5,846 % | 5,137 % | 3,097 % | 3,774 % | 6,381 % 116 | 3,547 % | 5,843 % | 5,131 % | 3,100 % | 3,771 % | 6,373 % 117 | 3,546 % | 5,840 % | 5,126 % | 3,103 % | 3,768 % | 6,366 % 118 | 3,545 % | 5,837 % | 5,120 % | 3,106 % | 3,766 % | 6,358 % 119 | 3,545 % | 5,835 % | 5,114 % | 3,109 % | 3,763 % | 6,351 % 120 | 3,544 % | 5,832 % | 5,109 % | 3,112 % | 3,760 % | 6,344 % 121 | 3,543 % | 5,829 % | 5,103 % | 3,115 % | 3,758 % | 6,337 % 122 | 3,542 % | 5,826 % | 5,098 % | 3,118 % | 3,755 % | 6,330 % 123 | 3,541 % | 5,824 % | 5,093 % | 3,120 % | 3,753 % | 6,323 % 124 | 3,541 % | 5,821 % | 5,087 % | 3,123 % | 3,750 % | 6,317 % 125 | 3,540 % | 5,819 % | 5,082 % | 3,126 % | 3,748 % | 6,310 % 126 | 3,539 % | 5,816 % | 5,077 % | 3,128 % | 3,746 % | 6,304 % 127 | 3,539 % | 5,814 % | 5,072 % | 3,131 % | 3,743 % | 6,297 % 128 | 3,538 % | 5,811 % | 5,067 % | 3,133 % | 3,741 % | 6,291 % 129 | 3,537 % | 5,809 % | 5,063 % | 3,136 % | 3,739 % | 6,285 % 130 | 3,537 % | 5,806 % | 5,058 % | 3,138 % | 3,736 % | 6,279 % 131 | 3,536 % | 5,804 % | 5,053 % | 3,140 % | 3,734 % | 6,273 % 132 | 3,535 % | 5,802 % | 5,049 % | 3,143 % | 3,732 % | 6,267 % 133 | 3,535 % | 5,799 % | 5,044 % | 3,145 % | 3,730 % | 6,261 % 134 | 3,534 % | 5,797 % | 5,040 % | 3,147 % | 3,728 % | 6,255 % 135 | 3,533 % | 5,795 % | 5,035 % | 3,150 % | 3,726 % | 6,250 % 136 | 3,533 % | 5,793 % | 5,031 % | 3,152 % | 3,724 % | 6,244 % 137 | 3,532 % | 5,791 % | 5,027 % | 3,154 % | 3,722 % | 6,239 % 138 | 3,532 % | 5,788 % | 5,023 % | 3,156 % | 3,720 % | 6,233 % 139 | 3,531 % | 5,786 % | 5,018 % | 3,158 % | 3,718 % | 6,228 % 140 | 3,530 % | 5,784 % | 5,014 % | 3,160 % | 3,716 % | 6,223 % 141 | 3,530 % | 5,782 % | 5,010 % | 3,162 % | 3,714 % | 6,218 % 142 | 3,529 % | 5,780 % | 5,006 % | 3,164 % | 3,712 % | 6,213 % 143 | 3,529 % | 5,778 % | 5,002 % | 3,166 % | 3,710 % | 6,208 % 144 | 3,528 % | 5,776 % | 4,999 % | 3,168 % | 3,709 % | 6,203 % 145 | 3,528 % | 5,775 % | 4,995 % | 3,170 % | 3,707 % | 6,198 % 146 | 3,527 % | 5,773 % | 4,991 % | 3,172 % | 3,705 % | 6,193 % 147 | 3,527 % | 5,771 % | 4,987 % | 3,174 % | 3,703 % | 6,188 % 148 | 3,526 % | 5,769 % | 4,984 % | 3,176 % | 3,702 % | 6,184 % 149 | 3,526 % | 5,767 % | 4,980 % | 3,178 % | 3,700 % | 6,179 % 150 | 3,525 % | 5,765 % | 4,977 % | 3,180 % | 3,698 % | 6,175 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 13,115 % | 2,097 % | 3,367 % | 10,194 % | 4,156 % | 3,921 % 2 | 12,615 % | 2,292 % | 3,595 % | 8,858 % | 3,717 % | 3,769 % 3 | 12,526 % | 2,458 % | 3,705 % | 8,718 % | 3,537 % | 3,647 % 4 | 12,550 % | 2,595 % | 3,791 % | 8,990 % | 3,448 % | 3,584 % 5 | 12,607 % | 2,701 % | 3,864 % | 9,351 % | 3,391 % | 3,525 % 6 | 12,655 % | 2,784 % | 3,924 % | 9,696 % | 3,352 % | 3,482 % 7 | 12,690 % | 2,854 % | 3,972 % | 9,994 % | 3,324 % | 3,456 % 8 | 12,722 % | 2,916 % | 4,016 % | 10,248 % | 3,305 % | 3,444 % 9 | 12,733 % | 2,974 % | 4,052 % | 10,433 % | 3,291 % | 3,434 % 10 | 12,746 % | 3,028 % | 4,090 % | 10,564 % | 3,283 % | 3,419 % 11 | 12,719 % | 3,081 % | 4,131 % | 10,645 % | 3,280 % | 3,394 % 12 | 12,649 % | 3,131 % | 4,175 % | 10,683 % | 3,280 % | 3,364 % 13 | 12,547 % | 3,180 % | 4,221 % | 10,683 % | 3,281 % | 3,330 % 14 | 12,421 % | 3,226 % | 4,270 % | 10,651 % | 3,284 % | 3,297 % 15 | 12,278 % | 3,270 % | 4,322 % | 10,591 % | 3,289 % | 3,265 % 16 | 12,122 % | 3,312 % | 4,378 % | 10,508 % | 3,293 % | 3,235 % 17 | 11,959 % | 3,352 % | 4,434 % | 10,410 % | 3,298 % | 3,208 % 18 | 11,789 % | 3,390 % | 4,486 % | 10,300 % | 3,303 % | 3,185 % 19 | 11,617 % | 3,426 % | 4,531 % | 10,181 % | 3,308 % | 3,165 % 20 | 11,445 % | 3,461 % | 4,567 % | 10,057 % | 3,312 % | 3,150 % 21 | 11,273 % | 3,493 % | 4,590 % | 9,930 % | 3,317 % | 3,139 % 22 | 11,103 % | 3,524 % | 4,603 % | 9,801 % | 3,321 % | 3,131 % 23 | 10,937 % | 3,554 % | 4,608 % | 9,673 % | 3,324 % | 3,126 % 24 | 10,774 % | 3,582 % | 4,607 % | 9,545 % | 3,328 % | 3,123 % 25 | 10,616 % | 3,609 % | 4,601 % | 9,419 % | 3,331 % | 3,122 % 26 | 10,463 % | 3,635 % | 4,591 % | 9,296 % | 3,334 % | 3,122 % 27 | 10,315 % | 3,659 % | 4,577 % | 9,176 % | 3,337 % | 3,124 % 28 | 10,172 % | 3,682 % | 4,562 % | 9,059 % | 3,340 % | 3,126 % 29 | 10,035 % | 3,705 % | 4,544 % | 8,946 % | 3,343 % | 3,129 % 30 | 9,902 % | 3,726 % | 4,526 % | 8,837 % | 3,345 % | 3,133 % 31 | 9,776 % | 3,746 % | 4,506 % | 8,732 % | 3,348 % | 3,137 % 32 | 9,654 % | 3,766 % | 4,486 % | 8,631 % | 3,350 % | 3,141 % 33 | 9,538 % | 3,784 % | 4,466 % | 8,533 % | 3,352 % | 3,146 % 34 | 9,426 % | 3,802 % | 4,446 % | 8,440 % | 3,355 % | 3,150 % 35 | 9,319 % | 3,819 % | 4,425 % | 8,350 % | 3,357 % | 3,155 % 36 | 9,217 % | 3,835 % | 4,405 % | 8,263 % | 3,359 % | 3,160 % 37 | 9,119 % | 3,851 % | 4,385 % | 8,181 % | 3,361 % | 3,165 % 38 | 9,025 % | 3,866 % | 4,366 % | 8,101 % | 3,362 % | 3,170 % 39 | 8,935 % | 3,881 % | 4,346 % | 8,025 % | 3,364 % | 3,175 % 40 | 8,849 % | 3,894 % | 4,328 % | 7,952 % | 3,366 % | 3,180 % 41 | 8,767 % | 3,908 % | 4,309 % | 7,882 % | 3,367 % | 3,185 % 42 | 8,688 % | 3,921 % | 4,292 % | 7,815 % | 3,369 % | 3,190 % 43 | 8,612 % | 3,933 % | 4,274 % | 7,750 % | 3,371 % | 3,194 % 44 | 8,539 % | 3,945 % | 4,258 % | 7,688 % | 3,372 % | 3,199 % 45 | 8,470 % | 3,956 % | 4,241 % | 7,629 % | 3,373 % | 3,203 % 46 | 8,403 % | 3,967 % | 4,226 % | 7,572 % | 3,375 % | 3,208 % 47 | 8,338 % | 3,978 % | 4,210 % | 7,517 % | 3,376 % | 3,212 % 48 | 8,277 % | 3,988 % | 4,195 % | 7,464 % | 3,377 % | 3,216 % 49 | 8,217 % | 3,998 % | 4,181 % | 7,413 % | 3,379 % | 3,220 % 50 | 8,160 % | 4,007 % | 4,167 % | 7,365 % | 3,380 % | 3,224 % 51 | 8,105 % | 4,016 % | 4,154 % | 7,317 % | 3,381 % | 3,228 % 52 | 8,052 % | 4,025 % | 4,141 % | 7,272 % | 3,382 % | 3,232 % 53 | 8,001 % | 4,034 % | 4,128 % | 7,228 % | 3,383 % | 3,236 % 54 | 7,952 % | 4,042 % | 4,116 % | 7,186 % | 3,384 % | 3,239 % 55 | 7,904 % | 4,050 % | 4,104 % | 7,146 % | 3,385 % | 3,243 % 56 | 7,859 % | 4,058 % | 4,093 % | 7,106 % | 3,386 % | 3,246 % 57 | 7,814 % | 4,065 % | 4,082 % | 7,068 % | 3,387 % | 3,250 % 58 | 7,772 % | 4,073 % | 4,071 % | 7,032 % | 3,388 % | 3,253 % 59 | 7,730 % | 4,080 % | 4,061 % | 6,996 % | 3,389 % | 3,256 % 60 | 7,691 % | 4,086 % | 4,051 % | 6,962 % | 3,390 % | 3,259 % 61 | 7,652 % | 4,093 % | 4,041 % | 6,929 % | 3,391 % | 3,262 % 62 | 7,615 % | 4,099 % | 4,032 % | 6,897 % | 3,392 % | 3,265 % 63 | 7,578 % | 4,106 % | 4,023 % | 6,866 % | 3,393 % | 3,268 % 64 | 7,543 % | 4,112 % | 4,014 % | 6,836 % | 3,393 % | 3,270 % 65 | 7,509 % | 4,117 % | 4,005 % | 6,807 % | 3,394 % | 3,273 % 66 | 7,476 % | 4,123 % | 3,997 % | 6,778 % | 3,395 % | 3,276 % 67 | 7,444 % | 4,129 % | 3,989 % | 6,751 % | 3,396 % | 3,278 % 68 | 7,413 % | 4,134 % | 3,981 % | 6,724 % | 3,397 % | 3,281 % 69 | 7,383 % | 4,139 % | 3,973 % | 6,698 % | 3,397 % | 3,283 % 70 | 7,354 % | 4,144 % | 3,966 % | 6,673 % | 3,398 % | 3,285 % 71 | 7,325 % | 4,149 % | 3,959 % | 6,649 % | 3,399 % | 3,288 % 72 | 7,298 % | 4,154 % | 3,951 % | 6,625 % | 3,399 % | 3,290 % 73 | 7,271 % | 4,159 % | 3,945 % | 6,602 % | 3,400 % | 3,292 % 74 | 7,245 % | 4,163 % | 3,938 % | 6,579 % | 3,401 % | 3,294 % 75 | 7,219 % | 4,168 % | 3,931 % | 6,558 % | 3,401 % | 3,296 % 76 | 7,194 % | 4,172 % | 3,925 % | 6,536 % | 3,402 % | 3,298 % 77 | 7,170 % | 4,176 % | 3,919 % | 6,516 % | 3,402 % | 3,300 % 78 | 7,147 % | 4,180 % | 3,913 % | 6,495 % | 3,403 % | 3,302 % 79 | 7,124 % | 4,184 % | 3,907 % | 6,476 % | 3,403 % | 3,304 % 80 | 7,101 % | 4,188 % | 3,901 % | 6,456 % | 3,404 % | 3,306 % 81 | 7,080 % | 4,192 % | 3,896 % | 6,438 % | 3,405 % | 3,307 % 82 | 7,058 % | 4,196 % | 3,890 % | 6,419 % | 3,405 % | 3,309 % 83 | 7,038 % | 4,200 % | 3,885 % | 6,402 % | 3,406 % | 3,311 % 84 | 7,017 % | 4,203 % | 3,880 % | 6,384 % | 3,406 % | 3,312 % 85 | 6,998 % | 4,207 % | 3,875 % | 6,367 % | 3,407 % | 3,314 % 86 | 6,978 % | 4,210 % | 3,870 % | 6,351 % | 3,407 % | 3,316 % 87 | 6,960 % | 4,213 % | 3,865 % | 6,334 % | 3,408 % | 3,317 % 88 | 6,941 % | 4,217 % | 3,860 % | 6,319 % | 3,408 % | 3,319 % 89 | 6,923 % | 4,220 % | 3,856 % | 6,303 % | 3,408 % | 3,320 % 90 | 6,905 % | 4,223 % | 3,851 % | 6,288 % | 3,409 % | 3,322 % 91 | 6,888 % | 4,226 % | 3,847 % | 6,273 % | 3,409 % | 3,323 % 92 | 6,871 % | 4,229 % | 3,842 % | 6,259 % | 3,410 % | 3,324 % 93 | 6,855 % | 4,232 % | 3,838 % | 6,245 % | 3,410 % | 3,326 % 94 | 6,839 % | 4,235 % | 3,834 % | 6,231 % | 3,411 % | 3,327 % 95 | 6,823 % | 4,237 % | 3,830 % | 6,217 % | 3,411 % | 3,328 % 96 | 6,808 % | 4,240 % | 3,826 % | 6,204 % | 3,411 % | 3,330 % 97 | 6,792 % | 4,243 % | 3,822 % | 6,191 % | 3,412 % | 3,331 % 98 | 6,778 % | 4,245 % | 3,818 % | 6,178 % | 3,412 % | 3,332 % 99 | 6,763 % | 4,248 % | 3,815 % | 6,166 % | 3,413 % | 3,333 % 100 | 6,749 % | 4,250 % | 3,811 % | 6,153 % | 3,413 % | 3,334 % 101 | 6,735 % | 4,253 % | 3,807 % | 6,142 % | 3,413 % | 3,335 % 102 | 6,721 % | 4,255 % | 3,804 % | 6,130 % | 3,414 % | 3,337 % 103 | 6,708 % | 4,258 % | 3,800 % | 6,118 % | 3,414 % | 3,338 % 104 | 6,695 % | 4,260 % | 3,797 % | 6,107 % | 3,414 % | 3,339 % 105 | 6,682 % | 4,262 % | 3,794 % | 6,096 % | 3,415 % | 3,340 % 106 | 6,669 % | 4,265 % | 3,791 % | 6,085 % | 3,415 % | 3,341 % 107 | 6,657 % | 4,267 % | 3,787 % | 6,074 % | 3,415 % | 3,342 % 108 | 6,645 % | 4,269 % | 3,784 % | 6,064 % | 3,416 % | 3,343 % 109 | 6,633 % | 4,271 % | 3,781 % | 6,054 % | 3,416 % | 3,344 % 110 | 6,621 % | 4,273 % | 3,778 % | 6,044 % | 3,416 % | 3,345 % 111 | 6,609 % | 4,275 % | 3,775 % | 6,034 % | 3,417 % | 3,346 % 112 | 6,598 % | 4,277 % | 3,772 % | 6,024 % | 3,417 % | 3,347 % 113 | 6,587 % | 4,279 % | 3,769 % | 6,014 % | 3,417 % | 3,348 % 114 | 6,576 % | 4,281 % | 3,767 % | 6,005 % | 3,417 % | 3,349 % 115 | 6,565 % | 4,283 % | 3,764 % | 5,996 % | 3,418 % | 3,349 % 116 | 6,555 % | 4,285 % | 3,761 % | 5,987 % | 3,418 % | 3,350 % 117 | 6,545 % | 4,287 % | 3,758 % | 5,978 % | 3,418 % | 3,351 % 118 | 6,534 % | 4,288 % | 3,756 % | 5,969 % | 3,418 % | 3,352 % 119 | 6,524 % | 4,290 % | 3,753 % | 5,960 % | 3,419 % | 3,353 % 120 | 6,514 % | 4,292 % | 3,751 % | 5,952 % | 3,419 % | 3,354 % 121 | 6,505 % | 4,294 % | 3,748 % | 5,944 % | 3,419 % | 3,354 % 122 | 6,495 % | 4,295 % | 3,746 % | 5,935 % | 3,420 % | 3,355 % 123 | 6,486 % | 4,297 % | 3,743 % | 5,927 % | 3,420 % | 3,356 % 124 | 6,477 % | 4,299 % | 3,741 % | 5,919 % | 3,420 % | 3,357 % 125 | 6,468 % | 4,300 % | 3,739 % | 5,912 % | 3,420 % | 3,357 % 126 | 6,459 % | 4,302 % | 3,736 % | 5,904 % | 3,420 % | 3,358 % 127 | 6,450 % | 4,303 % | 3,734 % | 5,896 % | 3,421 % | 3,359 % 128 | 6,441 % | 4,305 % | 3,732 % | 5,889 % | 3,421 % | 3,360 % 129 | 6,433 % | 4,306 % | 3,730 % | 5,882 % | 3,421 % | 3,360 % 130 | 6,424 % | 4,308 % | 3,728 % | 5,875 % | 3,421 % | 3,361 % 131 | 6,416 % | 4,309 % | 3,725 % | 5,867 % | 3,422 % | 3,362 % 132 | 6,408 % | 4,311 % | 3,723 % | 5,860 % | 3,422 % | 3,362 % 133 | 6,400 % | 4,312 % | 3,721 % | 5,854 % | 3,422 % | 3,363 % 134 | 6,392 % | 4,314 % | 3,719 % | 5,847 % | 3,422 % | 3,364 % 135 | 6,384 % | 4,315 % | 3,717 % | 5,840 % | 3,422 % | 3,364 % 136 | 6,377 % | 4,316 % | 3,715 % | 5,834 % | 3,423 % | 3,365 % 137 | 6,369 % | 4,318 % | 3,713 % | 5,827 % | 3,423 % | 3,366 % 138 | 6,362 % | 4,319 % | 3,711 % | 5,821 % | 3,423 % | 3,366 % 139 | 6,355 % | 4,320 % | 3,710 % | 5,814 % | 3,423 % | 3,367 % 140 | 6,347 % | 4,322 % | 3,708 % | 5,808 % | 3,423 % | 3,367 % 141 | 6,340 % | 4,323 % | 3,706 % | 5,802 % | 3,424 % | 3,368 % 142 | 6,333 % | 4,324 % | 3,704 % | 5,796 % | 3,424 % | 3,369 % 143 | 6,326 % | 4,325 % | 3,702 % | 5,790 % | 3,424 % | 3,369 % 144 | 6,320 % | 4,327 % | 3,701 % | 5,784 % | 3,424 % | 3,370 % 145 |

6,313 % | 4,328 % | 3,699 % | 5,779 % | 3,424 % | 3,370 % 146 | 6,306 % | 4,329 % | 3,697 % | 5,773 % | 3,424 % | 3,371 % 147 | 6,300 % | 4,330 % | 3,695 % | 5,767 % | 3,425 % | 3,371 % 148 | 6,293 % | 4,331 % | 3,694 % | 5,762 % | 3,425 % | 3,372 % 149 | 6,287 % | 4,332 % | 3,692 % | 5,756 % | 3,425 % | 3,372 % 150 | 6,281 % | 4,334 % | 3,691 % | 5,751 % | 3,425 % | 3,373 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 12,324 % | 5,074 % | -0,102 % 2 | 9,703 % | 4,658 % | -0,068 % 3 | 8,788 % | 4,259 % | -0,025 % 4 | 8,474 % | 4,048 % | 0,061 % 5 | 8,461 % | 3,949 % | 0,162 % 6 | 8,630 % | 3,878 % | 0,254 % 7 | 8,952 % | 3,822 % | 0,325 % 8 | 9,362 % | 3,783 % | 0,377 % 9 | 9,840 % | 3,742 % | 0,426 % 10 | 10,213 % | 3,749 % | 0,491 % 11 | 10,466 % | 3,744 % | 0,578 % 12 | 10,630 % | 3,728 % | 0,679 % 13 | 10,724 % | 3,717 % | 0,784 % 14 | 10,766 % | 3,711 % | 0,882 % 15 | 10,767 % | 3,706 % | 0,971 % 16 | 10,736 % | 3,699 % | 1,048 % 17 | 10,680 % | 3,689 % | 1,115 % 18 | 10,606 % | 3,674 % | 1,172 % 19 | 10,517 % | 3,654 % | 1,221 % 20 | 10,419 % | 3,627 % | 1,263 % 21 | 10,313 % | 3,593 % | 1,302 % 22 | 10,202 % | 3,556 % | 1,338 % 23 | 10,089 % | 3,517 % | 1,371 % 24 | 9,974 % | 3,480 % | 1,402 % 25 | 9,859 % | 3,444 % | 1,430 % 26 | 9,745 % | 3,411 % | 1,456 % 27 | 9,633 % | 3,379 % | 1,480 % 28 | 9,523 % | 3,346 % | 1,504 % 29 | 9,416 % | 3,310 % | 1,529 % 30 | 9,312 % | 3,270 % | 1,556 % 31 | 9,211 % | 3,225 % | 1,585 % 32 | 9,114 % | 3,177 % | 1,617 % 33 | 9,020 % | 3,127 % | 1,649 % 34 | 8,929 % | 3,077 % | 1,682 % 35 | 8,842 % | 3,028 % | 1,716 % 36 | 8,758 % | 2,981 % | 1,750 % 37 | 8,677 % | 2,936 % | 1,783 % 38 | 8,600 % | 2,893 % | 1,817 % 39 | 8,525 % | 2,854 % | 1,850 % 40 | 8,454 % | 2,817 % | 1,882 % 41 | 8,385 % | 2,784 % | 1,914 % 42 | 8,319 % | 2,754 % | 1,945 % 43 | 8,256 % | 2,727 % | 1,975 % 44 | 8,195 % | 2,703 % | 2,004 % 45 | 8,137 % | 2,683 % | 2,033 % 46 | 8,081 % | 2,665 % | 2,061 % 47 | 8,027 % | 2,650 % | 2,088 % 48 | 7,975 % | 2,638 % | 2,115 % 49 | 7,925 % | 2,630 % | 2,140 % 50 | 7,877 % | 2,623 % | 2,165 % 51 | 7,831 % | 2,620 % | 2,189 % 52 | 7,786 % | 2,619 % | 2,213 % 53 | 7,743 % | 2,620 % | 2,235 % 54 | 7,702 % | 2,623 % | 2,257 % 55 | 7,662 % | 2,626 % | 2,279 % 56 | 7,623 % | 2,631 % | 2,299 % 57 | 7,586 % | 2,637 % | 2,319 % 58 | 7,550 % | 2,644 % | 2,339 % 59 | 7,515 % | 2,651 % | 2,358 % 60 | 7,481 % | 2,658 % | 2,376 % 61 | 7,449 % | 2,666 % | 2,394 % 62 | 7,417 % | 2,675 % | 2,411 % 63 | 7,387 % | 2,683 % | 2,428 % 64 | 7,357 % | 2,692 % | 2,444 % 65 | 7,328 % | 2,701 % | 2,460 % 66 | 7,300 % | 2,709 % | 2,476 % 67 | 7,273 % | 2,718 % | 2,491 % 68 | 7,247 % | 2,727 % | 2,505 % 69 | 7,222 % | 2,736 % | 2,519 % 70 | 7,197 % | 2,744 % | 2,533 % 71 | 7,173 % | 2,753 % | 2,547 % 72 | 7,149 % | 2,761 % | 2,560 % 73 | 7,127 % | 2,770 % | 2,572 % 74 | 7,104 % | 2,778 % | 2,585 % 75 | 7,083 % | 2,786 % | 2,597 % 76 | 7,062 % | 2,794 % | 2,609 % 77 | 7,042 % | 2,802 % | 2,620 % 78 | 7,022 % | 2,810 % | 2,631 % 79 | 7,002 % | 2,817 % | 2,642 % 80 | 6,983 % | 2,825 % | 2,653 % 81 | 6,965 % | 2,832 % | 2,663 % 82 | 6,947 % | 2,839 % | 2,673 % 83 | 6,929 % | 2,846 % | 2,683 % 84 | 6,912 % | 2,853 % | 2,693 % 85 | 6,896 % | 2,860 % | 2,702 % 86 | 6,879 % | 2,867 % | 2,712 % 87 | 6,863 % | 2,873 % | 2,721 % 88 | 6,848 % | 2,879 % | 2,729 % 89 | 6,832 % | 2,886 % | 2,738 % 90 | 6,818 % | 2,892 % | 2,746 % 91 | 6,803 % | 2,898 % | 2,755 % 92 | 6,789 % | 2,904 % | 2,763 % 93 | 6,775 % | 2,909 % | 2,771 % 94 | 6,761 % | 2,915 % | 2,778 % 95 | 6,748 % | 2,921 % | 2,786 % 96 | 6,735 % | 2,926 % | 2,793 % 97 | 6,722 % | 2,931 % | 2,801 % 98 | 6,709 % | 2,937 % | 2,808 % 99 | 6,697 % | 2,942 % | 2,815 % 100 | 6,685 % | 2,947 % | 2,821 % 101 | 6,673 % | 2,952 % | 2,828 % 102 | 6,662 % | 2,957 % | 2,835 % 103 | 6,650 % | 2,961 % | 2,841 % 104 | 6,639 % | 2,966 % | 2,847 % 105 | 6,628 % | 2,971 % | 2,854 % 106 | 6,618 % | 2,975 % | 2,860 % 107 | 6,607 % | 2,980 % | 2,866 % 108 | 6,597 % | 2,984 % | 2,872 % 109 | 6,587 % | 2,988 % | 2,877 % 110 | 6,577 % | 2,992 % | 2,883 % 111 | 6,567 % | 2,996 % | 2,888 % 112 | 6,557 % | 3,000 % | 2,894 % 113 | 6,548 % | 3,004 % | 2,899 % 114 | 6,539 % | 3,008 % | 2,905 % 115 | 6,530 % | 3,012 % | 2,910 % 116 | 6,521 % | 3,016 % | 2,915 % 117 | 6,512 % | 3,020 % | 2,920 % 118 | 6,503 % | 3,023 % | 2,925 % 119 | 6,495 % | 3,027 % | 2,929 % 120 | 6,487 % | 3,030 % | 2,934 % 121 | 6,478 % | 3,034 % | 2,939 % 122 | 6,470 % | 3,037 % | 2,943 % 123 | 6,462 % | 3,041 % | 2,948 % 124 | 6,455 % | 3,044 % | 2,952 % 125 | 6,447 % | 3,047 % | 2,957 % 126 | 6,439 % | 3,050 % | 2,961 % 127 | 6,432 % | 3,053 % | 2,965 % 128 | 6,425 % | 3,056 % | 2,970 % 129 | 6,418 % | 3,060 % | 2,974 % 130 | 6,410 % | 3,063 % | 2,978 % 131 | 6,403 % | 3,065 % | 2,982 % 132 | 6,397 % | 3,068 % | 2,986 % 133 | 6,390 % | 3,071 % | 2,989 % 134 | 6,383 % | 3,074 % | 2,993 % 135 | 6,377 % | 3,077 % | 2,997 % 136 | 6,370 % | 3,080 % | 3,001 % 137 | 6,364 % | 3,082 % | 3,004 % 138 | 6,357 % | 3,085 % | 3,008 % 139 | 6,351 % | 3,088 % | 3,011 % 140 | 6,345 % | 3,090 % | 3,015 % 141 | 6,339 % | 3,093 % | 3,018 % 142 | 6,333 % | 3,095 % | 3,022 % 143 | 6,327 % | 3,098 % | 3,025 % 144 | 6,322 % | 3,100 % | 3,028 % 145 | 6,316 % | 3,103 % | 3,032 % 146 | 6,310 % | 3,105 % | 3,035 % 147 | 6,305 % | 3,107 % | 3,038 % 148 | 6,299 % | 3,110 % | 3,041 % 149 | 6,294 % | 3,112 % | 3,044 % 150 | 6,289 % | 3,114 % | 3,047 % * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 28 | 5 | 0 | 22 | 0 2 | 0 | 0 | 36 | 5 | 0 | 36 | 0 3 | 0 | 0 | 41 | 5 | 0 | 41 | 0 4 | 0 | 1 | 44 | 5 | 2 | 43 | 0 5 | 0 | 3 | 48 | 5 | 3 | 46 | 0 6 | 0 | 4 | 50 | 5 | 5 | 48 | 0 7 | 1 | 4 | 53 | 5 | 8 | 50 | 0 8 | 2 | 6 | 55 | 4 | 10 | 50 | 0 9 | 2 | 7 | 56 | 5 | 11 | 47 | 0 10 | 3 | 7 | 58 | 5 | 12 | 47 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 354 | 4 | 14 2 | 0 | 0 | 0 | 0 | 221 | 4 | 19 3 | 0 | 0 | 0 | 0 | 197 | 4 | 22 4 | 1 | 0 | 0 | 0 | 173 | 4 | 23 5 | 3 | 0 | 0 | 0 | 159 | 4 | 24 6 | 4 | 0 | 0 | 0 | 156 | 4 | 25 7 | 4 | 0 | 0 | 0 | 154 | 4 | 26 8 | 6 | 0 | 1 | 0 | 158 | 3 | 27 9 | 7 | 0 | 2 | 0 | 160 | 1 | 27 10 | 7 | 0 | 3 | 0 | 162 | 4 | 28 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 4 | 4 | 0 | 14 | 0 | 4 2 | 14 | 9 | 10 | 0 | 19 | 0 | 4 3 | 18 | 12 | 13 | 0 | 22 | 0 | 4 4 | 21 | 14 | 15 | 0 | 23 | 0 | 4 5 | 23 | 16 | 17 | 0 | 24 | 0 | 4 6 | 25 | 17 | 19 | 0 | 25 | 0 | 4 7 | 27 | 18 | 21 | 0 | 26 | 0 | 4 8 | 28 | 20 | 22 | 0 | 27 | 0 | 4 9 | 30 | 21 | 23 | 1 | 27 | 0 | 4 10 | 32 | 21 | 24 | 2 | 28 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 22 | 8 | 11 | 15 | 4 | 0 | 0 2 | 36 | 15 | 13 | 18 | 10 | 0 | 0 3 | 41 | 17 | 16 | 22 | 13 | 0 | 0 4 | 43 | 18 | 17 | 27 | 15 | 0 | 0 5 | 46 | 20 | 18 | 30 | 17 | 0 | 0 6 | 48 | 21 | 20 | 33 | 19 | 0 | 0 7 | 50 | 22 | 21 | 35 | 21 | 0 | 0 8 | 50 | 24 | 22 | 36 | 22 | 0 | 0 9 | 47 | 25 | 23 | 37 | 23 | 0 | 0 10 | 47 | 23 | 23 | 37 | 24 | 0 | 0 Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 12 | 0 | 16 2 | 0 | 0 | 0 | 0 | 12 | 0 | 18 3 | 0 | 0 | 0 | 0 | 12 | 0 | 17 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 5 | 0 | 0 | 0 | 0 | 12 | 0 | 15 6 | 0 | 0 | 0 | 0 | 12 | 0 | 14 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 8 | 0 | 0 | 0 | 0 | 12 | 0 | 14 9 | 0 | 0 | 0 | 0 | 12 | 0 | 15 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 0 | 10 | 0 | 0 | 8 2 | 1 | 18 | 0 | 10 | 0 | 0 | 9 3 | 2 | 27 | 0 | 10 | 0 | 0 | 10 4 | 3 | 34 | 0 | 10 | 0 | 0 | 10 5 | 3 | 36 | 0 | 10 | 0 | 0 | 10 6 | 4 | 38 | 0 | 10 | 0 | 0 | 10 7 | 4 | 40 | 0 | 10 | 0 | 0 | 10 8 | 7 | 38 | 0 | 10 | 0 | 0 | 10 9 | 5 | 36 | 0 | 10 | 1 | 0 | 10 10 | 5 | 38 | 0 | 10 | 1 | 0 | 10 Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 7 | 9 | 1 | 4 2 | 0 | 0 | 0 | 10 | 11 | 0 | 4 3 | 0 | 0 | 0 | 11 | 12 | 0 | 4 4 | 0 | 0 | 0 | 12 | 13 | 0 | 4 5 | 0 | 2 | 0 | 13 | 15 | 0 | 4 6 | 0 | 5 | 0 | 14 | 15 | 0 | 4 7 | 0 | 7 | 0 | 16 | 15 | 0 | 4 8 | 0 | 11 | 0 | 18 | 15 | 0 | 4 9 | 0 | 16 | 0 | 19 | 15 | 0 | 4 10 | 0 | 16 | 0 | 21 | 15 | 0 | 4 Duration (in years) | United States ---|--- 1 | 0 2 | 0 3 | 0 4 | 0 5 | 0 6 | 0 7 | 0 8 | 0 9 | 0 10 | 0 2\.

Exposures to financial institutions 2.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 42 | 111 | 224 | 514 | 1 288 2 | 6 | 19 | 42 | 111 | 224 | 514 | 1 034 3 | 8 | 21 | 44 | 105 | 221 | 511 | 839 4 | 9 | 24 | 46 | 108 | 220 | 510 | 692 5 | 10 | 26 | 51 | 111 | 220 | 510 | 580 6 | 11 | 28 | 55 | 115 | 220 | 510 | 510 7 | 12 | 31 | 57 | 118 | 220 | 510 | 510 8 | 12 | 31 | 56 | 117 | 220 | 510 | 510 9 | 13 | 32 | 56 | 116 | 220 | 510 | 510 10 | 13 | 33 | 57 | 116 | 220 | 510 | 510 11 | 14 | 34 | 57 | 117 | 220 | 510 | 510 12 | 14 | 35 | 57 | 117 | 220 | 510 | 510 13 | 15 | 36 | 57 | 117 | 220 | 510 | 510 14 | 15 | 36 | 57 | 117 | 220 | 510 | 510 15 | 15 | 36 | 57 | 117 | 220 | 510 | 510 16 | 15 | 36 | 57 | 117 | 220 | 510 | 510 17 | 15 | 36 | 57 | 117 | 220 | 510 | 510 18 | 15 | 36 | 57 | 117 | 220 | 510 | 510 19 | 15 | 36 | 57 | 117 | 220 | 510 | 510 20 | 15 | 36 | 57 | 117 | 220 | 510 | 510 21 | 17 | 36 | 57 | 117 | 220 | 510 | 510 22 | 18 | 36 | 57 | 117 | 220 | 510 | 510 23 | 18 | 36 | 57 | 117 | 220 | 510 | 510 24 | 19 | 36 | 57 | 117 | 220 | 510 | 510 25 | 19 | 36 | 57 | 117 | 220 | 510 | 510 26 | 20 | 36 | 57 | 117 | 220 | 510 | 510 27 | 20 | 36 | 57 | 117 | 220 | 510 | 510 28 | 21 | 36 | 57 | 117 | 220 | 510 | 510 29 | 22 | 36 | 57 | 117 | 220 | 510 | 510 30 | 23 | 36 | 57 | 117 | 220 | 510 | 510 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 | 18 | 31 | 53 | 122 | 235 | 526 | 1 354 2 | 19 | 32 | 55 | 123 | 237 | 527 | 1 082 3 | 20 | 34 | 56 | 118 | 233 | 523 | 875 4 | 21 | 36 | 59 | 120 | 232 | 522 | 719 5 | 22 | 38 | 63 | 123 | 231 | 521 | 601 6 | 22 | 39 | 66 | 126 | 230 | 521 | 521 7 | 23 | 41 | 67 | 128 | 230 | 520 | 520 8 | 22 | 41 | 66 | 126 | 229 | 519 | 519 9 | 21 | 41 | 65 | 125 | 228 | 519 | 519 10 | 21 | 42 | 65 | 125 | 228 | 518 | 518 11 | 21 | 42 | 65 | 124 | 227 | 517 | 517 12 | 21 | 42 | 64 | 124 | 227 | 517 | 517 13 | 21 | 42 | 64 | 123 | 226 | 516 | 516 14 | 21 | 42 | 63 | 123 | 226 | 516 | 516 15 | 20 | 42 | 63 | 122 | 225 | 515 | 515 16 | 20 | 41 | 62 | 122 | 225 | 515 | 515 17 | 20 | 41 | 62 | 122 | 225 | 515 | 515 18 | 20 | 41 | 62 | 122 | 225 | 515 | 515 19 | 20 | 41 | 62 | 122 | 225 | 515 | 515 20 | 20 | 41 | 62 | 122 | 225 | 515 | 515 21 | 20 | 42 | 63 | 122 | 225 | 515 | 515 22 | 21 | 42 | 63 | 122 | 225 | 516 | 516 23 | 21 | 42 | 63 | 123 | 226 | 516 | 516 24 | 21 | 42 | 63 | 123 | 226 | 516 | 516 25 | 21 | 42 | 63 | 122 | 225 | 516 | 516 26 | 21 | 42 | 63 | 122 | 225 | 516 | 516 27 | 22 | 42 | 63 | 122 | 225 | 515 | 515 28 | 22 | 42 | 63 | 122 | 225 | 515 | 515 29 | 23 | 42 | 63 | 122 | 225 | 515 | 515 30 | 23 | 41 | 63 | 122 | 225 | 515 | 515 2.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 42 | 110 | 224 | 514 | 1 288 2 | 6 | 19 | 42 | 110 | 224 | 514 | 1 033 3 | 7 | 21 | 43 | 105 | 220 | 510 | 839 4 | 9 | 24 | 46 | 107 | 219 | 510 | 692 5 | 10 | 26 | 51 | 111 | 219 | 510 | 580 6 | 11 | 28 | 54 | 115 | 219 | 510 | 510 7 | 12 | 30 | 56 | 118 | 219 | 510 | 510 8 | 12 | 31 | 56 | 117 | 219 | 510 | 510 9 | 12 | 32 | 56 | 116 | 219 | 510 | 510 10 | 13 | 33 | 57 | 116 | 219 | 510 | 510 11 | 14 | 34 | 57 | 116 | 219 | 510 | 510 12 | 14 | 35 | 57 | 116 | 219 | 510 | 510 13 | 14 | 35 | 57 | 116 | 219 | 510 | 510 14 | 15 | 36 | 57 | 116 | 219 | 510 | 510 15 | 15 | 36 | 57 | 116 | 219 | 510 | 510 16 | 15 | 36 | 57 | 116 | 219 | 510 | 510 17 | 14 | 36 | 57 | 116 | 219 | 510 | 510 18 | 15 | 36 | 57 | 116 | 219 | 510 | 510 19 | 15 | 36 | 57 | 116 | 219 | 510 | 510 20 | 15 | 36 | 57 | 116 | 219 | 510 | 510 21 | 17 | 36 | 57 | 116 | 219 | 510 | 510 22 | 18 | 36 | 57 | 116 | 219 | 510 | 510 23 | 18 | 36 | 57 | 116 | 219 | 510 | 510 24 | 19 | 36 | 57 | 116 | 219 | 510 | 510 25 | 19 | 36 | 57 | 116 | 219 | 510 | 510 26 | 20 | 36 | 57 | 116 | 219 | 510 | 510 27 | 20 | 36 | 57 | 116 | 219 | 510 | 510 28 | 21 | 36 | 57 | 116 | 219 | 510 | 510 29 | 22 | 36 | 57 | 116 | 219 | 510 | 510 30 | 23 | 36 | 57 | 116 | 219 | 510 | 510 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 | 114 | 183 | 296 | 586 | 1 499 2 | 75 | 88 | 111 | 179 | 293 | 583 | 1 188 3 | 79 | 93 | 115 | 177 | 292 | 582 | 954 4 | 78 | 93 | 116 | 177 | 289 | 579 | 779 5 | 78 | 94 | 119 | 178 | 287 | 577 | 648 6 | 77 | 95 | 121 | 182 | 286 | 576 | 576 7 | 77 | 95 | 121 | 182 | 284 | 574 | 574 8 | 76 | 95 | 120 | 180 | 283 | 573 | 573 9 | 75 | 94 | 119 | 179 | 282 | 572 | 572 10 | 72 | 92 | 116 | 175 | 279 | 569 | 569 11 | 71 | 91 | 114 | 173 | 276 | 567 | 567 12 | 70 | 91 | 113 | 172 | 275 | 565 | 565 13 | 69 | 91 | 112 | 171 | 274 | 565 | 565 14 | 69 | 90 | 112 | 171 | 274 | 564 | 564 15 | 69 | 90 | 111 | 171 | 274 | 564 | 564 16 | 68 | 90 | 111 | 170 | 273 | 563 | 563 17 | 68 | 89 | 110 | 170 | 273 | 563 | 563 18 | 68 | 89 | 110 | 169 | 272 | 563 | 563 19 | 67 | 88 | 109 | 169 | 272 | 562 | 562 20 | 66 | 88 | 109 | 168 | 271 | 561 | 561 21 | 66 | 87 | 108 | 168 | 271 | 561 | 561 22 | 65 | 86 | 107 | 167 | 270 | 560 | 560 23 | 64 | 85 | 106 | 166 | 269 | 559 | 559 24 | 63 | 84 | 105 | 165 | 268 | 558 | 558 25 | 62 | 83 | 104 | 164 | 267 | 557 | 557 26 | 61 | 82 | 103 | 163 | 266 | 556 | 556 27 | 60 | 81 | 102 | 162 | 265 | 555 | 555 28 | 59 | 80 | 101 | 161 | 264 | 554 | 554 29 | 58 | 79 | 100 | 160 | 263 | 553 | 553 30 | 57 | 78 | 99 | 159 | 262 | 552 | 552 2.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 11 | 24 | 46 | 115 | 228 | 518 | 1 294 2 | 12 | 25 | 48 | 116 | 230 | 520 | 1 036 3 | 14 | 28 | 50 | 112 | 227 | 517 | 841 4 | 16 | 31 | 54 | 115 | 227 | 517 | 694 5 | 18 | 34 | 59 | 118 | 227 | 517 | 581 6 | 19 | 36 | 62 | 123 | 227 | 517 | 517 7 | 20 | 38 | 64 | 125 | 227 | 517 | 517 8 | 19 | 38 | 63 | 124 | 226 | 516 | 516 9 | 19 | 38 | 63 | 123 | 226 | 516 | 516 10 | 19 | 39 | 63 | 122 | 225 | 516 | 516 11 | 20 | 40 | 63 | 122 | 225 | 516 | 516 12 | 20 | 41 | 63 | 122 | 225 | 515 | 515 13 | 20 | 41 | 63 | 122 | 225 | 515 | 515 14 | 21 | 42 | 63 | 122 | 225 | 516 | 516 15 | 21 | 42 | 63 | 122 | 226 | 516 | 516 16 | 21 | 42 | 63 | 122 | 225 | 516 | 516 17 | 21 | 42 | 63 | 123 | 226 | 516 | 516 18 | 21 | 42 | 63 | 123 | 226 | 516 | 516 19 | 21 | 42 | 64 | 123 | 226 | 516 | 516 20 | 22 | 43 | 64 | 124 | 227 | 517 | 517 21 | 22 | 43 | 64 | 124 | 227 | 517 | 517 22 | 22 | 44 | 65 | 124 | 227 | 517 | 517 23 | 23 | 44 | 65 | 124 | 227 | 518 | 518 24 | 23 | 44 | 65 | 124 | 227 | 518 | 518 25 | 23 | 44 | 65 | 124 | 227 | 518 | 518 26 | 23 | 44 | 65 | 124 | 227 | 517 | 517 27 | 22 | 44 | 65 | 124 | 227 | 517 | 517 28 | 22 | 44 | 65 | 124 | 227 | 517 | 517 29 | 22 | 44 | 65 | 124 | 227 | 517 | 517 30 | 23 | 43 | 64 | 124 | 227 | 517 | 517 2.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 58 | 81 | 149 | 263 | 553 | 1 275 2 | 49 | 62 | 85 | 153 | 267 | 557 | 1 025 3 | 54 | 68 | 90 | 152 | 267 | 557 | 835 4 | 58 | 73 | 95 | 156 | 268 | 558 | 691 5 | 60 | 76 | 101 | 160 | 269 | 559 | 580 6 | 61 | 78 | 105 | 165 | 269 | 560 | 560 7 | 62 | 80 | 106 | 168 | 269 | 559 | 559 8 | 61 | 80 | 105 | 166 | 268 | 559 | 559 9 | 61 | 80 | 104 | 164 | 268 | 558 | 558 10 | 60 | 80 | 104 | 163 | 266 | 557 | 557 11 | 59 | 80 | 103 | 162 | 265 | 555 | 555 12 | 59 | 80 | 102 | 161 | 264 | 554 | 554 13 | 58 | 79 | 100 | 160 | 263 | 553 | 553 14 | 57 | 78 | 99 | 159 | 262 | 552 | 552 15 | 56 | 77 | 99 | 158 | 261 | 551 | 551 16 | 55 | 77 | 98 | 157 | 260 | 550 | 550 17 | 55 | 76 | 97 | 157 | 260 | 550 | 550 18 | 54 | 76 | 97 | 156 | 259 | 549 | 549 19 | 54 | 75 | 96 | 156 | 259 | 549 | 549 20 | 53 | 75 | 96 | 155 | 258 | 548 | 548 21 | 53 | 74 | 95 | 155 | 258 | 548 | 548 22 | 52 | 73 | 94 | 154 | 257 | 547 | 547 23 | 51 | 73 | 94 | 153 | 256 | 546 | 546 24 | 51 | 72 | 93 | 153 | 256 | 546 | 546 25 | 50 | 71 | 92 | 152 | 255 | 545 | 545 26 | 49 | 70 | 91 | 151 | 254 | 544 | 544 27 | 48 | 70 | 91 | 150 | 253 | 543 | 543 28 | 47 | 69 | 90 | 149 | 252 | 542 | 542 29 | 47 | 68 | 89 | 148 | 251 | 542 | 542 30 | 46 | 67 | 88 | 148 | 251 | 541 | 541 2.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 18 | 41 | 110 | 223 | 513 | 1 287 2 | 6 | 18 | 41 | 110 | 223 | 513 | 1 033 3 | 7 | 21 | 43 | 104 | 220 | 510 | 838 4 | 8 | 23 | 46 | 107 | 219 | 509 | 692 5 | 9 | 25 | 50 | 110 | 219 | 509 | 580 6 | 10 | 28 | 54 | 115 | 219 | 509 | 509 7 | 12 | 30 | 56 | 117 | 219 | 509 | 509 8 | 12 | 30 | 56 | 116 | 219 | 509 | 509 9 | 12 | 31 | 56 | 116 | 219 | 509 | 509 10 | 12 | 32 | 56 | 116 | 219 | 509 | 509 11 | 13 | 33 | 56 | 116 | 219 | 509 | 509 12 | 13 | 34 | 56 | 116 | 219 | 509 | 509 13 | 14 | 35 | 56 | 116 | 219 | 509 | 509 14 | 14 | 35 | 56 | 116 | 219 | 509 | 509 15 | 14 | 35 | 56 | 116 | 219 | 509 | 509 16 | 14 | 35 | 56 | 116 | 219 | 509 | 509 17 | 14 | 35 | 56 | 116 | 219 | 509 | 509 18 | 14 | 35 | 56 | 116 | 219 | 509 | 509 19 | 15 | 35 | 56 | 116 | 219 | 509 | 509 20 | 15 | 35 | 56 | 116 | 219 | 509 | 509 21 | 17 | 35 | 56 | 116 | 219 | 509 | 509 22 | 18 | 35 | 56 | 116 | 219 | 509 | 509 23 | 18 | 35 | 56 | 116 | 219 | 509 | 509 24 | 19 | 35 | 56 | 116 | 219 | 509 | 509 25 | 19 | 35 | 56 | 116 | 219 | 509 | 509 26 | 20 | 35 | 56 | 116 | 219 | 509 | 509 27 | 20 | 35 | 56 | 116 | 219 | 509 | 509 28 | 21 | 35 | 56 | 116 | 219 | 509 | 509 29 | 22 | 35 | 56 | 116 | 219 | 509 | 509 30 | 23 | 35 | 56 | 116 | 219 | 509 | 509 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 24 | 52 | 140 | 242 | 532 | 1 313 2 | 8 | 24 | 52 | 140 | 242 | 532 | 1 053 3 | 9 | 26 | 52 | 128 | 239 | 529 | 854 4 | 10 | 28 | 54 | 119 | 237 | 527 | 704 5 | 12 | 30 | 56 | 110 | 236 | 526 | 590 6 | 14 | 34 | 59 | 104 | 235 | 525 | 525 7 | 16 | 36 | 60 | 98 | 234 | 524 | 524 8 | 18 | 38 | 59 | 92 | 232 | 523 | 523 9 | 20 | 44 | 62 | 87 | 231 | 522 | 522 10 | 20 | 44 | 61 | 84 | 231 | 521 | 521 11 | 19 | 43 | 60 | 85 | 230 | 520 | 520 12 | 19 | 43 | 60 | 87 | 229 | 519 | 519 13 | 19 | 43 | 61 | 87 | 228 | 518 | 518 14 | 19 | 43 | 61 | 87 | 228 | 518 | 518 15 | 19 | 43 | 61 | 87 | 227 | 517 | 517 16 | 19 | 43 | 61 | 87 | 226 | 516 | 516 17 | 19 | 44 | 61 | 87 | 225 | 515 | 515 18 | 19 | 44 | 61 | 87 | 224 | 514 | 514 19 | 19 | 44 | 61 | 87 | 224 | 514 | 514 20 | 19 | 44 | 61 | 87 | 224 | 515 | 515 21 | 19 | 44 | 61 | 87 | 225 | 515 | 515 22 | 19 | 44 | 61 | 87 | 224 | 514 | 514 23 | 19 | 44 | 61 | 87 | 224 | 514 | 514 24 | 19 | 44 | 61 | 87 | 223 | 513 | 513 25 | 19 | 44 | 61 | 87 | 222 | 513 | 513 26 | 20 | 44 | 61 | 87 | 222 | 512 | 512 27 | 20 | 44 | 61 | 87 | 221 | 511 | 511 28 | 22 | 44 | 61 | 87 | 221 | 511 | 511 29 | 23 | 44 | 61 | 87 | 220 | 510 | 510 30 | 23 | 44 | 61 | 87 | 220 | 510 | 510 2.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 84 | 97 | 120 | 189 | 302 | 592 | 1 363 2 | 83 | 96 | 119 | 187 | 301 | 591 | 1 094 3 | 83 | 97 | 119 | 181 | 296 | 586 | 891 4 | 83 | 98 | 120 | 181 | 293 | 584 | 737 5 | 82 | 98 | 123 | 182 | 291 | 581 | 619 6 | 81 | 98 | 124 | 185 | 289 | 580 | 580 7 | 80 | 98 | 124 | 186 | 287 | 577 | 577 8 | 78 | 97 | 122 | 183 | 285 | 575 | 575 9 | 76 | 96 | 120 | 180 | 283 | 573 | 573 10 | 75 | 95 | 119 | 179 | 282 | 572 | 572 11 | 75 | 95 | 118 | 177 | 280 | 570 | 570 12 | 73 | 94 | 116 | 176 | 279 | 569 | 569 13 | 72 | 93 | 115 | 174 | 277 | 568 | 568 14 | 71 | 92 | 113 | 173 | 276 | 566 | 566 15 | 70 | 91 | 112 | 172 | 275 | 565 | 565 16 | 69 | 90 | 111 | 171 | 274 | 564 | 564 17 | 68 | 89 | 110 | 170 | 273 | 563 | 563 18 | 67 | 88 | 109 | 169 | 272 | 562 | 562 19 | 66 | 87 | 108 | 168 | 271 | 561 | 561 20 | 65 | 86 | 108 | 167 | 270 | 560 | 560 21 | 64 | 86 | 107 | 166 | 269 | 559 | 559 22 | 63 | 85 | 106 | 165 | 268 | 558 | 558 23 | 62 | 83 | 105 | 164 | 267 | 557 | 557 24 | 61 | 82 | 103 | 163 | 266 | 556 | 556 25 | 60 | 81 | 102 | 162 | 265 | 555 | 555 26 | 59 | 80 | 101 | 161 | 264 | 554 | 554 27 | 58 | 79 | 100 | 160 | 263 | 553 | 553 28 | 57 | 78 | 99 | 159 | 262 | 552 | 552 29 | 56 | 77 | 98 | 157 | 261 | 551 | 551 30 | 55 | 76 | 97 | 156 | 259 | 550 | 550 2.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 57 | 70 | 93 | 161 | 275 | 565 | 1 352 2 | 57 | 69 | 92 | 161 | 274 | 564 | 1 086 3 | 57 | 71 | 93 | 155 | 270 | 560 | 884 4 | 58 | 73 | 95 | 156 | 268 | 558 | 730 5 | 57 | 74 | 98 | 158 | 267 | 557 | 612 6 | 57 | 74 | 100 | 161 | 265 | 555 | 555 7 | 57 | 75 | 101 | 162 | 264 | 554 | 554 8 | 55 | 74 | 99 | 160 | 263 | 553 | 553 9 | 54 | 74 | 98 | 158 | 261 | 551 | 551 10 | 54 | 74 | 97 | 157 | 260 | 550 | 550 11 | 53 | 74 | 97 | 156 | 259 | 549 | 549 12 | 53 | 74 | 96 | 155 | 258 | 549 | 549 13 | 53 | 74 | 95 | 155 | 258 | 548 | 548 14 | 52 | 74 | 95 | 154 | 257 | 547 | 547 15 | 52 | 73 | 94 | 154 | 257 | 547 | 547 16 | 51 | 72 | 93 | 153 | 256 | 546 | 546 17 | 50 | 72 | 93 | 152 | 255 | 545 | 545 18 | 50 | 71 | 92 | 152 | 255 | 545 | 545 19 | 49 | 71 | 92 | 151 | 254 | 544 | 544 20 | 49 | 71 | 92 | 151 | 254 | 544 | 544 21 | 49 | 70 | 91 | 151 | 254 | 544 | 544 22 | 49 | 70 | 91 | 150 | 253 | 544 | 544 23 | 48 | 69 | 90 | 150 | 253 | 543 | 543 24 | 47 | 69 | 90 | 149 | 252 | 542 | 542 25 | 47 | 68 | 89 | 149 | 252 | 542 | 542 26 | 46 | 67 | 88 | 148 | 251 | 541 | 541 27 | 45 | 67 | 88 | 147 | 250 | 540 | 540 28 | 45 | 66 | 87 | 146 | 249 | 540 | 540 29 | 44 | 65 | 86 | 146 | 249 | 539 | 539 30 | 43 | 64 | 85 | 145 | 248 | 538 | 538 2.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 44 | 67 | 136 | 249 | 539 | 1 294 2 | 32 | 45 | 68 | 136 | 250 | 540 | 1 036 3 | 32 | 46 | 68 | 130 | 245 | 535 | 840 4 | 33 | 48 | 70 | 132 | 244 | 534 | 693 5 | 34 | 50 | 75 | 134 | 243 | 533 | 581 6 | 34 | 51 | 77 | 138 | 242 | 532 | 532 7 | 34 | 52 | 78 | 140 | 241 | 531 | 531 8 | 33 | 52 | 77 | 138 | 240 | 531 | 531 9 | 33 | 52 | 77 | 137 | 240 | 530 | 530 10 | 33 | 53 | 76 | 136 | 239 | 529 | 529 11 | 33 | 53 | 76 | 135 | 238 | 529 | 529 12 | 32 | 53 | 75 | 135 | 238 | 528 | 528 13 | 32 | 53 | 75 | 134 | 237 | 527 | 527 14 | 32 | 53 | 74 | 133 | 236 | 527 | 527 15 | 31 | 52 | 73 | 133 | 236 | 526 | 526 16 | 30 | 52 | 73 | 132 | 235 | 525 | 525 17 | 30 | 51 | 72 | 132 | 235 | 525 | 525 18 | 30 | 51 | 72 | 132 | 235 | 525 | 525 19 | 30 | 51 | 72 | 132 | 235 | 525 | 525 20 | 30 | 51 | 72 | 132 | 235 | 525 | 525 21 | 30 | 51 | 72 | 132 | 235 | 525 | 525 22 | 30 | 51 | 72 | 132 | 235 | 525 | 525 23 | 30 | 51 | 72 | 131 | 234 | 525 | 525 24 | 29 | 51 | 72 | 131 | 234 | 524 | 524 25 | 29 | 50 | 71 | 131 | 234 | 524 | 524 26 | 29 | 50 | 71 | 131 | 234 | 524 | 524 27 | 29 | 50 | 71 | 130 | 233 | 524 | 524 28 | 28 | 50 | 71 | 130 | 233 | 523 | 523 29 | 28 | 49 | 70 | 130 | 233 | 523 | 523 30 | 28 | 49 | 70 | 129 | 232 | 523 | 523 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 | 24 | 92 | 206 | 496 | 1 247 2 | 1 | 5 | 25 | 93 | 207 | 497 | 1 000 3 | 2 | 5 | 26 | 88 | 203 | 493 | 813 4 | 2 | 6 | 29 | 90 | 202 | 492 | 672 5 | 4 | 9 | 34 | 93 | 202 | 492 | 564 6 | 4 | 11 | 37 | 98 | 202 | 492 | 492 7 | 5 | 13 | 39 | 101 | 202 | 492 | 492 8 | 7 | 14 | 39 | 100 | 202 | 492 | 492 9 | 7 | 15 | 39 | 99 | 202 | 492 | 492 10 | 8 | 16 | 39 | 99 | 202 | 492 | 492 11 | 9 | 18 | 41 | 100 | 203 | 493 | 493 12 | 9 | 17 | 39 | 99 | 202 | 492 | 492 13 | 11 | 19 | 40 | 100 | 203 | 493 | 493 14 | 12 | 19 | 40 | 99 | 202 | 493 | 493 15 | 12 | 18 | 39 | 98 | 201 | 491 | 491 16 | 13 | 17 | 38 | 97 | 200 | 491 | 491 17 | 13 | 17 | 38 | 97 | 200 | 491 | 491 18 | 14 | 17 | 38 | 98 | 201 | 491 | 491 19 | 15 | 18 | 38 | 98 | 201 | 491 | 491 20 | 15 | 18 | 39 | 98 | 201 | 492 | 492 21 | 17 | 19 | 39 | 99 | 202 | 492 | 492 22 | 17 | 20 | 39 | 99 | 202 | 492 | 492 23 | 18 | 21 | 39 | 99 | 202 | 492 | 492 24 | 18 | 22 | 39 | 99 | 202 | 492 | 492 25 | 19 | 22 | 39 | 98 | 201 | 492 | 492 26 | 20 | 23 | 39 | 98 | 201 | 491 | 491 27 | 20 | 23 | 39 | 98 | 201 | 491 | 491 28 | 21 | 25 | 40 | 98 | 201 | 491 | 491 29 | 22 | 25 | 41 | 98 | 201 | 491 | 491 30 | 23 | 26 | 42 | 98 | 201 | 491 | 491 2.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 58 | 80 | 149 | 262 | 553 | 1 304 2 | 45 | 58 | 81 | 149 | 263 | 553 | 1 047 3 | 46 | 60 | 82 | 143 | 259 | 549 | 850 4 | 46 | 61 | 84 | 145 | 257 | 547 | 702 5 | 47 | 63 | 88 | 147 | 256 | 546 | 589 6 | 47 | 64 | 90 | 151 | 255 | 545 | 545 7 | 47 | 65 | 91 | 153 | 254 | 545 | 545 8 | 46 | 65 | 90 | 151 | 254 | 544 | 544 9 | 46 | 65 | 90 | 150 | 253 | 543 | 543 10 | 46 | 66 | 89 | 149 | 252 | 542 | 542 11 | 45 | 66 | 89 | 148 | 251 | 541 | 541 12 | 45 | 66 | 88 | 147 | 251 | 541 | 541 13 | 45 | 66 | 87 | 147 | 250 | 540 | 540 14 | 44 | 66 | 87 | 146 | 249 | 539 | 539 15 | 44 | 65 | 86 | 146 | 249 | 539 | 539 16 | 43 | 64 | 85 | 145 | 248 | 538 | 538 17 | 43 | 64 | 85 | 145 | 248 | 538 | 538 18 | 42 | 63 | 85 | 144 | 247 | 537 | 537 19 | 42 | 63 | 84 | 144 | 247 | 537 | 537 20 | 42 | 63 | 84 | 143 | 246 | 537 | 537 21 | 41 | 63 | 84 | 143 | 246 | 536 | 536 22 | 41 | 62 | 83 | 143 | 246 | 536 | 536 23 | 40 | 62 | 83 | 142 | 245 | 535 | 535 24 | 40 | 61 | 82 | 141 | 244 | 535 | 535 25 | 39 | 60 | 81 | 141 | 244 | 534 | 534 26 | 38 | 59 | 81 | 140 | 243 | 533 | 533 27 | 37 | 59 | 80 | 139 | 242 | 532 | 532 28 | 37 | 58 | 79 | 139 | 242 | 532 | 532 29 | 36 | 57 | 78 | 138 | 241 | 531 | 531 30 | 35 | 57 | 78 | 137 | 240 | 530 | 530 2.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 17 | 30 | 53 | 121 | 235 | 525 | 1 250 2 | 21 | 34 | 56 | 125 | 238 | 529 | 1 004 3 | 25 | 39 | 61 | 122 | 238 | 528 | 817 4 | 28 | 43 | 66 | 127 | 239 | 529 | 676 5 | 31 | 47 | 72 | 132 | 240 | 531 | 568 6 | 30 | 48 | 74 | 135 | 239 | 529 | 529 7 | 35 | 53 | 79 | 140 | 242 | 532 | 532 8 | 34 | 53 | 78 | 138 | 241 | 531 | 531 9 | 35 | 54 | 79 | 139 | 242 | 532 | 532 10 | 37 | 57 | 80 | 140 | 243 | 533 | 533 11 | 38 | 59 | 81 | 141 | 244 | 534 | 534 12 | 39 | 60 | 82 | 142 | 245 | 535 | 535 13 | 40 | 61 | 82 | 142 | 245 | 535 | 535 14 | 41 | 62 | 83 | 142 | 245 | 535 | 535 15 | 41 | 62 | 83 | 143 | 246 | 536 | 536 16 | 40 | 62 | 83 | 142 | 245 | 535 | 535 17 | 40 | 62 | 83 | 142 | 245 | 535 | 535 18 | 40 | 61 | 82 | 142 | 245 | 535 | 535 19 | 40 | 61 | 82 | 142 | 245 | 535 | 535 20 | 40 | 61 | 82 | 142 | 245 | 535 | 535 21 | 40 | 61 | 82 | 142 | 245 | 535 | 535 22 | 40 | 61 | 82 | 141 | 244 | 535 | 535 23 | 39 | 60 | 82 | 141 | 244 | 534 | 534 24 | 39 | 60 | 81 | 141 | 244 | 534 | 534 25 | 38 | 60 | 81 | 140 | 243 | 533 | 533 26 | 38 | 59 | 80 | 140 | 243 | 533 | 533 27 | 37 | 59 | 80 | 139 | 242 | 532 | 532 28 | 37 | 58 | 79 | 139 | 242 | 532 | 532 29 | 36 | 58 | 79 | 138 | 241 | 531 | 531 30 | 36 | 57 | 78 | 138 | 241 | 531 | 531 2.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 18 | 31 | 54 | 122 | 236 | 526 | 1 316 2 | 19 | 32 | 55 | 123 | 237 | 527 | 1 051 3 | 21 | 35 | 57 | 119 | 234 | 524 | 850 4 | 23 | 38 | 60 | 122 | 234 | 524 | 700 5 | 24 | 40 | 65 | 125 | 233 | 524 | 586 6 | 25 | 42 | 69 | 129 | 233 | 524 | 524 7 | 26 | 44 | 70 | 132 | 233 | 523 | 523 8 | 26 | 45 | 70 | 131 | 233 | 523 | 523 9 | 26 | 46 | 70 | 130 | 233 | 523 | 523 10 | 27 | 47 | 71 | 130 | 233 | 524 | 524 11 | 28 | 48 | 71 | 130 | 233 | 524 | 524 12 | 28 | 49 | 71 | 131 | 234 | 524 | 524 13 | 29 | 50 | 71 | 131 | 234 | 524 | 524 14 | 29 | 50 | 71 | 131 | 234 | 524 | 524 15 | 29 | 50 | 71 | 131 | 234 | 524 | 524 16 | 29 | 50 | 71 | 130 | 233 | 524 | 524 17 | 29 | 50 | 71 | 130 | 233 | 524 | 524 18 | 29 | 50 | 71 | 130 | 233 | 524 | 524 19 | 28 | 50 | 71 | 130 | 233 | 523 | 523 20 | 29 | 50 | 71 | 130 | 233 | 524 | 524 21 | 28 | 50 | 71 | 130 | 233 | 523 | 523 22 | 28 | 49 | 71 | 130 | 233 | 523 | 523 23 | 28 | 49 | 70 | 130 | 233 | 523 | 523 24 | 27 | 49 | 70 | 129 | 232 | 522 | 522 25 | 27 | 48 | 69 | 129 | 232 | 522 | 522 26 | 26 | 48 | 69 | 128 | 231 | 521 | 521 27 | 26 | 47 | 68 | 128 | 231 | 521 | 521 28 | 26 | 47 | 68 | 127 | 230 | 520 | 520 29 | 25 | 46 | 67 | 127 | 230 | 520 | 520 30 | 25 | 46 | 67 | 127 | 230 | 520 | 520 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 | 53 | 65 | 88 | 157 | 270 | 560 | 1 402 2 | 55 | 68 | 91 | 159 | 273 | 563 | 1 102 3 | 58 | 72 | 94 | 156 | 271 | 561 | 886 4 | 61 | 76 | 98 | 159 | 272 | 562 | 727 5 | 63 | 79 | 104 | 163 | 272 | 562 | 608 6 | 64 | 81 | 108 | 168 | 273 | 563 | 563 7 | 65 | 84 | 110 | 171 | 273 | 563 | 563 8 | 65 | 84 | 109 | 170 | 272 | 562 | 562 9 | 65 | 85 | 109 | 169 | 272 | 562 | 562 10 | 66 | 86 | 109 | 169 | 272 | 562 | 562 11 | 66 | 87 | 109 | 169 | 272 | 562 | 562 12 | 66 | 87 | 109 | 168 | 271 | 561 | 561 13 | 66 | 87 | 108 | 168 | 271 | 561 | 561 14 | 65 | 86 | 107 | 167 | 270 | 560 | 560 15 | 64 | 86 | 107 | 166 | 269 | 559 | 559 16 | 64 | 85 | 106 | 165 | 268 | 559 | 559 17 | 63 | 84 | 105 | 165 | 268 | 558 | 558 18 | 62 | 84 | 105 | 164 | 267 | 557 | 557 19 | 62 | 83 | 104 | 164 | 267 | 557 | 557 20 | 61 | 82 | 104 | 163 | 266 | 556 | 556 21 | 60 | 82 | 103 | 162 | 265 | 555 | 555 22 | 60 | 81 | 102 | 161 | 265 | 555 | 555 23 | 59 | 80 | 101 | 161 | 264 | 554 | 554 24 | 58 | 79 | 100 | 160 | 263 | 553 | 553 25 | 57 | 78 | 99 | 159 | 262 | 552 | 552 26 | 56 | 77 | 98 | 158 | 261 | 551 | 551 27 | 55 | 76 | 97 | 157 | 260 | 550 | 550 28 | 54 | 75 | 96 | 156 | 259 | 549 | 549 29 | 53 | 75 | 96 | 155 | 258 | 548 | 548 30 | 52 | 74 | 95 | 154 | 257 | 547 | 547 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 | 83 | 96 | 119 | 187 | 301 | 591 | 1 450 2 | 88 | 101 | 124 | 192 | 306 | 596 | 1 170 3 | 91 | 105 | 127 | 188 | 304 | 594 | 955 4 | 92 | 107 | 130 | 191 | 303 | 593 | 791 5 | 96 | 112 | 137 | 196 | 305 | 595 | 665 6 | 98 | 115 | 141 | 202 | 306 | 596 | 596 7 | 100 | 118 | 144 | 205 | 307 | 597 | 597 8 | 101 | 119 | 145 | 205 | 308 | 598 | 598 9 | 102 | 121 | 146 | 206 | 309 | 599 | 599 10 | 103 | 123 | 146 | 206 | 309 | 599 | 599 11 | 103 | 123 | 146 | 206 | 309 | 599 | 599 12 | 102 | 123 | 145 | 205 | 308 | 598 | 598 13 | 102 | 123 | 144 | 204 | 307 | 597 | 597 14 | 100 | 122 | 143 | 202 | 305 | 595 | 595 15 | 99 | 120 | 141 | 201 | 304 | 594 | 594 16 | 98 | 119 | 140 | 200 | 303 | 593 | 593 17 | 96 | 118 | 139 | 198 | 301 | 591 | 591 18 | 95 | 116 | 137 | 197 | 300 | 590 | 590 19 | 94 | 115 | 136 | 196 | 299 | 589 | 589 20 | 92 | 114 | 135 | 194 | 297 | 587 | 587 21 | 91 | 112 | 133 | 193 | 296 | 586 | 586 22 | 89 | 111 | 132 | 191 | 294 | 584 | 584 23 | 88 | 109 | 130 | 189 | 292 | 583 | 583 24 | 86 | 107 | 128 | 188 | 291 | 581 | 581 25 | 84 | 105 | 127 | 186 | 289 | 579 | 579 26 | 83 | 104 | 125 | 184 | 287 | 578 | 578 27 | 81 | 102 | 123 | 183 | 286 | 576 | 576 28 | 79 | 100 | 122 | 181 | 284 | 574 | 574 29 | 78 | 99 | 120 | 179 | 282 | 573 | 573 30 | 76 | 97 | 118 | 178 | 281 | 571 | 571 2.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 12 | 25 | 48 | 116 | 230 | 520 | 1 321 2 | 15 | 28 | 51 | 119 | 233 | 523 | 1 054 3 | 18 | 32 | 54 | 116 | 231 | 521 | 854 4 | 21 | 36 | 58 | 120 | 232 | 522 | 703 5 | 23 | 39 | 64 | 124 | 233 | 523 | 589 6 | 25 | 42 | 68 | 129 | 233 | 523 | 523 7 | 26 | 44 | 70 | 132 | 233 | 523 | 523 8 | 26 | 45 | 70 | 131 | 233 | 523 | 523 9 | 26 | 46 | 70 | 130 | 233 | 523 | 523 10 | 27 | 47 | 70 | 130 | 233 | 523 | 523 11 | 27 | 48 | 70 | 130 | 233 | 523 | 523 12 | 27 | 48 | 70 | 130 | 233 | 523 | 523 13 | 27 | 48 | 70 | 129 | 232 | 522 | 522 14 | 27 | 48 | 69 | 128 | 231 | 522 | 522 15 | 26 | 47 | 68 | 128 | 231 | 521 | 521 16 | 25 | 47 | 68 | 127 | 230 | 520 | 520 17 | 25 | 46 | 67 | 127 | 230 | 520 | 520 18 | 25 | 46 | 67 | 127 | 230 | 520 | 520 19 | 25 | 46 | 67 | 127 | 230 | 520 | 520 20 | 25 | 46 | 67 | 127 | 230 | 520 | 520 21 | 25 | 46 | 67 | 127 | 230 | 520 | 520 22 | 25 | 46 | 67 | 127 | 230 | 520 | 520 23 | 25 | 46 | 67 | 127 | 230 | 520 | 520 24 | 25 | 46 | 67 | 127 | 230 | 520 | 520 25 | 25 | 46 | 67 | 127 | 230 | 520 | 520 26 | 25 | 46 | 67 | 126 | 229 | 520 | 520 27 | 24 | 46 | 67 | 126 | 229 | 519 | 519 28 | 24 | 45 | 66 | 126 | 229 | 519 | 519 29 | 24 | 45 | 66 | 126 | 229 | 519 | 519 30 | 24 | 45 | 66 | 125 | 228 | 519 | 519 2.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 95 | 108 | 130 | 199 | 312 | 602 | 1 360 2 | 96 | 109 | 131 | 200 | 313 | 604 | 1 093 3 | 97 | 111 | 133 | 195 | 310 | 600 | 889 4 | 99 | 114 | 137 | 198 | 310 | 600 | 735 5 | 100 | 117 | 141 | 201 | 310 | 600 | 617 6 | 101 | 118 | 144 | 205 | 309 | 600 | 600 7 | 102 | 120 | 146 | 208 | 309 | 599 | 599 8 | 102 | 121 | 146 | 206 | 309 | 599 | 599 9 | 101 | 121 | 145 | 205 | 308 | 598 | 598 10 | 101 | 121 | 144 | 204 | 307 | 597 | 597 11 | 100 | 120 | 143 | 202 | 305 | 596 | 596 12 | 98 | 119 | 141 | 201 | 304 | 594 | 594 13 | 97 | 118 | 139 | 199 | 302 | 592 | 592 14 | 95 | 117 | 138 | 197 | 300 | 590 | 590 15 | 94 | 115 | 136 | 196 | 299 | 589 | 589 16 | 92 | 113 | 134 | 194 | 297 | 587 | 587 17 | 90 | 112 | 133 | 192 | 295 | 585 | 585 18 | 89 | 110 | 131 | 191 | 294 | 584 | 584 19 | 88 | 109 | 130 | 190 | 293 | 583 | 583 20 | 87 | 108 | 129 | 189 | 292 | 582 | 582 21 | 86 | 107 | 128 | 187 | 290 | 581 | 581 22 | 84 | 106 | 127 | 186 | 289 | 579 | 579 23 | 83 | 105 | 126 | 185 | 288 | 578 | 578 24 | 82 | 103 | 124 | 184 | 287 | 577 | 577 25 | 81 | 102 | 123 | 183 | 286 | 576 | 576 26 | 80 | 101 | 122 | 181 | 284 | 575 | 575 27 | 78 | 100 | 121 | 180 | 283 | 573 | 573 28 | 77 | 98 | 120 | 179 | 282 | 572 | 572 29 | 76 | 97 | 118 | 178 | 281 | 571 | 571 30 | 75 | 96 | 117 | 177 | 280 | 570 | 570 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 | 310 | 323 | 346 | 414 | 528 | 818 | 1 450 2 | 87 | 100 | 123 | 191 | 305 | 595 | 1 147 3 | 91 | 104 | 126 | 188 | 304 | 594 | 924 4 | 94 | 109 | 131 | 192 | 305 | 595 | 760 5 | 96 | 112 | 137 | 197 | 305 | 596 | 637 6 | 98 | 115 | 141 | 202 | 306 | 596 | 596 7 | 99 | 117 | 143 | 205 | 306 | 596 | 596 8 | 100 | 119 | 144 | 205 | 307 | 597 | 597 9 | 100 | 120 | 144 | 204 | 307 | 597 | 597 10 | 101 | 121 | 144 | 204 | 307 | 597 | 597 11 | 101 | 122 | 144 | 204 | 307 | 597 | 597 12 | 102 | 123 | 145 | 204 | 307 | 597 | 597 13 | 102 | 123 | 145 | 204 | 307 | 598 | 598 14 | 103 | 124 | 145 | 205 | 308 | 598 | 598 15 | 104 | 125 | 146 | 206 | 309 | 599 | 599 16 | 105 | 126 | 147 | 206 | 309 | 600 | 600 17 | 105 | 127 | 148 | 207 | 310 | 600 | 600 18 | 106 | 128 | 149 | 208 | 311 | 601 | 601 19 | 107 | 128 | 149 | 209 | 312 | 602 | 602 20 | 108 | 129 | 150 | 209 | 312 | 603 | 603 21 | 108 | 129 | 150 | 209 | 312 | 603 | 603 22 | 107 | 128 | 149 | 209 | 312 | 602 | 602 23 | 106 | 128 | 149 | 208 | 311 | 601 | 601 24 | 105 | 127 | 148 | 207 | 310 | 600 | 600 25 | 104 | 126 | 147 | 206 | 309 | 599 | 599 26 | 103 | 124 | 145 | 205 | 308 | 598 | 598 27 | 102 | 123 | 144 | 203 | 306 | 597 | 597 28 | 100 | 121 | 143 | 202 | 305 | 595 | 595 29 | 99 | 120 | 141 | 201 | 304 | 594 | 594 30 | 97 | 119 | 140 | 199 | 302 | 592 | 592 2.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 35 | 103 | 217 | 507 | 1 244 2 | 1 | 12 | 35 | 103 | 217 | 507 | 997 3 | 2 | 14 | 36 | 97 | 213 | 503 | 811 4 | 2 | 15 | 38 | 99 | 211 | 501 | 670 5 | 4 | 17 | 42 | 101 | 210 | 500 | 562 6 | 4 | 18 | 45 | 105 | 209 | 500 | 500 7 | 5 | 20 | 46 | 107 | 209 | 499 | 499 8 | 7 | 20 | 45 | 106 | 208 | 498 | 498 9 | 7 | 20 | 44 | 104 | 207 | 497 | 497 10 | 8 | 20 | 44 | 103 | 207 | 497 | 497 11 | 9 | 21 | 44 | 103 | 206 | 497 | 497 12 | 9 | 22 | 44 | 103 | 206 | 497 | 497 13 | 10 | 23 | 44 | 104 | 207 | 497 | 497 14 | 11 | 23 | 44 | 104 | 207 | 497 | 497 15 | 12 | 24 | 45 | 104 | 207 | 497 | 497 16 | 13 | 24 | 45 | 104 | 207 | 497 | 497 17 | 13 | 24 | 45 | 105 | 208 | 498 | 498 18 | 14 | 25 | 46 | 106 | 209 | 499 | 499 19 | 15 | 26 | 47 | 106 | 209 | 499 | 499 20 | 15 | 26 | 48 | 107 | 210 | 500 | 500 21 | 17 | 27 | 48 | 108 | 211 | 501 | 501 22 | 17 | 28 | 49 | 109 | 212 | 502 | 502 23 | 18 | 28 | 50 | 109 | 212 | 502 | 502 24 | 18 | 29 | 50 | 110 | 213 | 503 | 503 25 | 19 | 29 | 50 | 110 | 213 | 503 | 503 26 | 20 | 30 | 51 | 110 | 213 | 503 | 503 27 | 20 | 30 | 51 | 110 | 213 | 504 | 504 28 | 21 | 30 | 51 | 111 | 214 | 504 | 504 29 | 22 | 30 | 51 | 111 | 214 | 504 | 504 30 | 23 | 31 | 52 | 111 | 214 | 504 | 504 2.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 51 | 64 | 87 | 155 | 269 | 559 | 1 334 2 | 52 | 65 | 88 | 156 | 270 | 560 | 1 067 3 | 53 | 67 | 89 | 150 | 266 | 556 | 865 4 | 53 | 68 | 91 | 152 | 264 | 554 | 712 5 | 54 | 70 | 95 | 155 | 263 | 554 | 597 6 | 55 | 72 | 98 | 159 | 263 | 553 | 553 7 | 55 | 73 | 99 | 160 | 262 | 552 | 552 8 | 54 | 73 | 98 | 159 | 261 | 551 | 551 9 | 54 | 73 | 98 | 157 | 261 | 551 | 551 10 | 53 | 73 | 97 | 156 | 259 | 550 | 550 11 | 52 | 73 | 96 | 155 | 258 | 548 | 548 12 | 51 | 72 | 94 | 154 | 257 | 547 | 547 13 | 50 | 71 | 93 | 152 | 255 | 546 | 546 14 | 49 | 70 | 92 | 151 | 254 | 544 | 544 15 | 48 | 69 | 90 | 150 | 253 | 543 | 543 16 | 47 | 68 | 89 | 149 | 252 | 542 | 542 17 | 46 | 67 | 88 | 148 | 251 | 541 | 541 18 | 45 | 66 | 87 | 147 | 250 | 540 | 540 19 | 44 | 65 | 86 | 146 | 249 | 539 | 539 20 | 44 | 65 | 86 | 146 | 249 | 539 | 539 21 | 43 | 64 | 86 | 145 | 248 | 538 | 538 22 | 43 | 64 | 85 | 144 | 247 | 538 | 538 23 | 42 | 63 | 84 | 144 | 247 | 537 | 537 24 | 41 | 63 | 84 | 143 | 246 | 536 | 536 25 | 41 | 62 | 83 | 142 | 245 | 536 | 536 26 | 40 | 61 | 82 | 142 | 245 | 535 | 535 27 | 39 | 60 | 82 | 141 | 244 | 534 | 534 28 | 39 | 60 | 81 | 140 | 243 | 534 | 534 29 | 38 | 59 | 80 | 140 | 243 | 533 | 533 30 | 37 | 59 | 80 | 139 | 242 | 532 | 532 2.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 114 | 127 | 150 | 218 | 332 | 622 | 1 379 2 | 115 | 128 | 151 | 220 | 333 | 623 | 1 106 3 | 118 | 132 | 154 | 216 | 331 | 621 | 901 4 | 121 | 136 | 158 | 220 | 332 | 622 | 745 5 | 123 | 139 | 164 | 224 | 332 | 622 | 627 6 | 125 | 142 | 168 | 229 | 333 | 623 | 623 7 | 126 | 144 | 170 | 231 | 333 | 623 | 623 8 | 126 | 144 | 170 | 230 | 333 | 623 | 623 9 | 126 | 145 | 169 | 229 | 332 | 623 | 623 10 | 126 | 146 | 169 | 229 | 332 | 622 | 622 11 | 125 | 146 | 169 | 228 | 331 | 621 | 621 12 | 124 | 145 | 167 | 227 | 330 | 620 | 620 13 | 123 | 144 | 166 | 225 | 328 | 618 | 618 14 | 122 | 143 | 164 | 224 | 327 | 617 | 617 15 | 120 | 141 | 162 | 222 | 325 | 615 | 615 16 | 118 | 139 | 160 | 220 | 323 | 613 | 613 17 | 116 | 137 | 158 | 218 | 321 | 611 | 611 18 | 114 | 135 | 156 | 216 | 319 | 609 | 609 19 | 112 | 133 | 155 | 214 | 317 | 607 | 607 20 | 111 | 132 | 153 | 212 | 315 | 606 | 606 21 | 109 | 130 | 151 | 211 | 314 | 604 | 604 22 | 107 | 128 | 149 | 209 | 312 | 602 | 602 23 | 105 | 126 | 148 | 207 | 310 | 600 | 600 24 | 103 | 125 | 146 | 205 | 308 | 598 | 598 25 | 101 | 123 | 144 | 203 | 306 | 596 | 596 26 | 100 | 121 | 142 | 201 | 304 | 595 | 595 27 | 98 | 119 | 140 | 200 | 303 | 593 | 593 28 | 96 | 117 | 138 | 198 | 301 | 591 | 591 29 | 94 | 116 | 137 | 196 | 299 | 589 | 589 30 | 93 | 114 | 135 | 195 | 298 | 588 | 588 2.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 167 | 180 | 203 | 271 | 385 | 675 | 1 487 2 | 176 | 189 | 212 | 280 | 394 | 684 | 1 187 3 | 182 | 196 | 218 | 279 | 395 | 685 | 964 4 | 185 | 200 | 222 | 283 | 395 | 685 | 796 5 | 186 | 202 | 227 | 287 | 396 | 686 | 686 6 | 187 | 204 | 230 | 291 | 395 | 685 | 685 7 | 187 | 205 | 231 | 292 | 394 | 684 | 684 8 | 186 | 204 | 230 | 290 | 393 | 683 | 683 9 | 185 | 204 | 229 | 289 | 392 | 682 | 682 10 | 184 | 204 | 228 | 287 | 391 | 681 | 681 11 | 183 | 204 | 226 | 286 | 389 | 679 | 679 12 | 181 | 202 | 224 | 284 | 387 | 677 | 677 13 | 179 | 200 | 222 | 281 | 384 | 674 | 674 14 | 176 | 198 | 219 | 278 | 381 | 671 | 671 15 | 173 | 195 | 216 | 275 | 378 | 668 | 668 16 | 171 | 192 | 213 | 272 | 375 | 666 | 666 17 | 168 | 189 | 210 | 269 | 372 | 663 | 663 18 | 165 | 186 | 207 | 267 | 370 | 660 | 660 19 | 162 | 183 | 204 | 264 | 367 | 657 | 657 20 | 159 | 180 | 201 | 261 | 364 | 654 | 654 21 | 156 | 177 | 198 | 258 | 361 | 651 | 651 22 | 153 | 174 | 195 | 255 | 358 | 648 | 648 23 | 150 | 171 | 192 | 252 | 355 | 645 | 645 24 | 147 | 168 | 189 | 249 | 352 | 642 | 642 25 | 144 | 165 | 186 | 245 | 349 | 639 | 639 26 | 141 | 162 | 183 | 243 | 346 | 636 | 636 27 | 138 | 159 | 180 | 240 | 343 | 633 | 633 28 | 135 | 156 | 177 | 237 | 340 | 630 | 630 29 | 132 | 153 | 175 | 234 | 337 | 627 | 627 30 | 130 | 151 | 172 | 231 | 334 | 625 | 625 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 | 32 | 45 | 68 | 136 | 250 | 540 | 1 267 2 | 33 | 46 | 69 | 137 | 250 | 541 | 1 017 3 | 34 | 48 | 70 | 132 | 247 | 537 | 828 4 | 35 | 50 | 73 | 134 | 246 | 536 | 685 5 | 36 | 52 | 77 | 137 | 246 | 536 | 575 6 | 37 | 54 | 80 | 141 | 245 | 535 | 535 7 | 37 | 55 | 81 | 143 | 244 | 534 | 534 8 | 36 | 55 | 80 | 141 | 243 | 533 | 533 9 | 35 | 55 | 79 | 139 | 242 | 533 | 533 10 | 35 | 55 | 79 | 139 | 242 | 532 | 532 11 | 35 | 56 | 79 | 138 | 241 | 531 | 531 12 | 35 | 56 | 78 | 138 | 241 | 531 | 531 13 | 35 | 56 | 78 | 137 | 240 | 530 | 530 14 | 35 | 56 | 77 | 137 | 240 | 530 | 530 15 | 35 | 56 | 77 | 136 | 239 | 530 | 530 16 | 35 | 56 | 77 | 136 | 239 | 529 | 529 17 | 35 | 56 | 77 | 136 | 239 | 530 | 530 18 | 35 | 56 | 77 | 136 | 239 | 530 | 530 19 | 35 | 56 | 77 | 137 | 240 | 530 | 530 20 | 35 | 56 | 77 | 137 | 240 | 530 | 530 21 | 35 | 56 | 77 | 137 | 240 | 530 | 530 22 | 35 | 56 | 77 | 137 | 240 | 530 | 530 23 | 35 | 56 | 77 | 136 | 239 | 530 | 530 24 | 34 | 56 | 77 | 136 | 239 | 529 | 529 25 | 34 | 55 | 76 | 136 | 239 | 529 | 529 26 | 34 | 55 | 76 | 136 | 239 | 529 | 529 27 | 33 | 55 | 76 | 135 | 238 | 528 | 528 28 | 33 | 54 | 75 | 135 | 238 | 528 | 528 29 | 33 | 54 | 75 | 135 | 238 | 528 | 528 30 | 32 | 54 | 75 | 134 | 237 | 527 | 527 2.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 30 | 42 | 65 | 134 | 247 | 537 | 1 292 2 | 31 | 44 | 67 | 135 | 249 | 539 | 1 038 3 | 34 | 48 | 70 | 132 | 247 | 537 | 844 4 | 37 | 52 | 74 | 135 | 247 | 537 | 698 5 | 39 | 55 | 80 | 139 | 248 | 538 | 586 6 | 40 | 57 | 83 | 144 | 248 | 538 | 538 7 | 42 | 60 | 86 | 147 | 249 | 539 | 539 8 | 42 | 61 | 86 | 146 | 249 | 539 | 539 9 | 42 | 62 | 86 | 146 | 249 | 539 | 539 10 | 43 | 63 | 87 | 146 | 249 | 540 | 540 11 | 44 | 65 | 87 | 147 | 250 | 540 | 540 12 | 45 | 66 | 88 | 147 | 250 | 540 | 540 13 | 45 | 66 | 88 | 147 | 250 | 540 | 540 14 | 45 | 66 | 87 | 147 | 250 | 540 | 540 15 | 45 | 66 | 87 | 147 | 250 | 540 | 540 16 | 45 | 66 | 87 | 147 | 250 | 540 | 540 17 | 45 | 66 | 87 | 147 | 250 | 540 | 540 18 | 45 | 66 | 87 | 147 | 250 | 540 | 540 19 | 45 | 66 | 88 | 147 | 250 | 540 | 540 20 | 46 | 67 | 88 | 147 | 250 | 541 | 541 21 | 46 | 67 | 88 | 148 | 251 | 541 | 541 22 | 46 | 67 | 88 | 147 | 250 | 541 | 541 23 | 45 | 67 | 88 | 147 | 250 | 540 | 540 24 | 45 | 66 | 87 | 147 | 250 | 540 | 540 25 | 44 | 66 | 87 | 146 | 249 | 539 | 539 26 | 44 | 65 | 86 | 146 | 249 | 539 | 539 27 | 43 | 65 | 86 | 145 | 248 | 538 | 538 28 | 43 | 64 | 85 | 145 | 248 | 538 | 538 29 | 42 | 63 | 84 | 144 | 247 | 537 | 537 30 | 42 | 63 | 84 | 143 | 246 | 537 | 537 2.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 127 | 140 | 163 | 231 | 345 | 635 | 1 428 2 | 126 | 139 | 162 | 230 | 344 | 634 | 1 128 3 | 126 | 140 | 162 | 224 | 339 | 629 | 915 4 | 127 | 142 | 164 | 225 | 337 | 628 | 757 5 | 127 | 143 | 168 | 228 | 337 | 627 | 637 6 | 127 | 144 | 170 | 231 | 335 | 625 | 625 7 | 127 | 145 | 171 | 233 | 334 | 624 | 624 8 | 126 | 145 | 170 | 231 | 334 | 624 | 624 9 | 125 | 145 | 169 | 229 | 332 | 623 | 623 10 | 125 | 146 | 169 | 229 | 332 | 622 | 622 11 | 125 | 146 | 169 | 228 | 331 | 621 | 621 12 | 125 | 146 | 167 | 227 | 330 | 620 | 620 13 | 124 | 145 | 166 | 226 | 329 | 619 | 619 14 | 123 | 144 | 165 | 225 | 328 | 618 | 618 15 | 121 | 142 | 163 | 223 | 326 | 616 | 616 16 | 119 | 140 | 161 | 221 | 324 | 614 | 614 17 | 116 | 138 | 159 | 218 | 321 | 611 | 611 18 | 114 | 136 | 157 | 216 | 319 | 609 | 609 19 | 112 | 134 | 155 | 214 | 317 | 607 | 607 20 | 110 | 131 | 153 | 212 | 315 | 605 | 605 21 | 108 | 129 | 150 | 210 | 313 | 603 | 603 22 | 106 | 127 | 148 | 208 | 311 | 601 | 601 23 | 104 | 125 | 146 | 205 | 308 | 599 | 599 24 | 101 | 123 | 144 | 203 | 306 | 596 | 596 25 | 99 | 120 | 142 | 201 | 304 | 594 | 594 26 | 97 | 118 | 139 | 199 | 302 | 592 | 592 27 | 95 | 116 | 137 | 197 | 300 | 590 | 590 28 | 93 | 114 | 135 | 195 | 298 | 588 | 588 29 | 91 | 112 | 133 | 193 | 296 | 586 | 586 30 | 89 | 110 | 131 | 191 | 294 | 584 | 584 2.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 14 | 37 | 105 | 219 | 509 | 1 307 2 | 3 | 16 | 39 | 107 | 221 | 511 | 1 042 3 | 6 | 19 | 41 | 103 | 219 | 509 | 845 4 | 8 | 23 | 45 | 107 | 219 | 509 | 697 5 | 10 | 26 | 51 | 111 | 219 | 509 | 584 6 | 11 | 29 | 55 | 116 | 220 | 510 | 510 7 | 13 | 31 | 57 | 118 | 220 | 510 | 510 8 | 13 | 32 | 57 | 117 | 220 | 510 | 510 9 | 13 | 32 | 57 | 117 | 220 | 510 | 510 10 | 13 | 33 | 57 | 116 | 220 | 510 | 510 11 | 14 | 34 | 57 | 116 | 219 | 510 | 510 12 | 14 | 35 | 57 | 116 | 219 | 509 | 509 13 | 14 | 35 | 56 | 116 | 219 | 509 | 509 14 | 14 | 35 | 56 | 116 | 219 | 509 | 509 15 | 14 | 35 | 56 | 115 | 218 | 509 | 509 16 | 13 | 34 | 56 | 115 | 218 | 508 | 508 17 | 14 | 34 | 56 | 115 | 218 | 508 | 508 18 | 14 | 35 | 56 | 115 | 218 | 508 | 508 19 | 15 | 35 | 56 | 115 | 218 | 508 | 508 20 | 16 | 35 | 56 | 116 | 219 | 509 | 509 21 | 17 | 36 | 57 | 116 | 219 | 509 | 509 22 | 18 | 36 | 57 | 117 | 220 | 510 | 510 23 | 18 | 36 | 57 | 117 | 220 | 510 | 510 24 | 19 | 36 | 57 | 117 | 220 | 510 | 510 25 | 19 | 36 | 57 | 117 | 220 | 510 | 510 26 | 20 | 36 | 58 | 117 | 220 | 510 | 510 27 | 20 | 37 | 58 | 117 | 220 | 510 | 510 28 | 22 | 37 | 58 | 117 | 220 | 510 | 510 29 | 22 | 37 | 58 | 117 | 220 | 510 | 510 30 | 23 | 37 | 58 | 117 | 220 | 510 | 510 2.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 36 | 48 | 71 | 140 | 253 | 543 | 1 303 2 | 36 | 49 | 72 | 140 | 254 | 544 | 1 042 3 | 36 | 50 | 72 | 134 | 249 | 539 | 845 4 | 36 | 51 | 74 | 135 | 247 | 537 | 697 5 | 37 | 53 | 78 | 137 | 246 | 536 | 584 6 | 39 | 56 | 82 | 143 | 247 | 537 | 537 7 | 37 | 55 | 81 | 142 | 244 | 534 | 534 8 | 40 | 59 | 84 | 144 | 247 | 537 | 537 9 | 39 | 58 | 83 | 143 | 246 | 536 | 536 10 | 34 | 54 | 78 | 138 | 241 | 531 | 531 11 | 31 | 51 | 74 | 133 | 236 | 527 | 527 12 | 28 | 49 | 71 | 130 | 233 | 524 | 524 13 | 26 | 47 | 69 | 128 | 231 | 521 | 521 14 | 24 | 46 | 67 | 126 | 229 | 519 | 519 15 | 23 | 44 | 65 | 125 | 228 | 518 | 518 16 | 22 | 43 | 64 | 123 | 226 | 517 | 517 17 | 21 | 42 | 63 | 123 | 226 | 516 | 516 18 | 20 | 41 | 62 | 122 | 225 | 515 | 515 19 | 20 | 41 | 62 | 122 | 225 | 515 | 515 20 | 20 | 41 | 62 | 122 | 225 | 515 | 515 21 | 20 | 41 | 62 | 122 | 225 | 515 | 515 22 | 20 | 41 | 62 | 122 | 225 | 515 | 515 23 | 20 | 41 | 62 | 121 | 224 | 515 | 515 24 | 20 | 41 | 62 | 121 | 224 | 515 | 515 25 | 19 | 41 | 62 | 121 | 224 | 514 | 514 26 | 20 | 41 | 62 | 121 | 224 | 514 | 514 27 | 20 | 40 | 61 | 121 | 224 | 514 | 514 28 | 22 | 40 | 61 | 121 | 224 | 514 | 514 29 | 22 | 40 | 61 | 121 | 224 | 514 | 514 30 | 23 | 40 | 61 | 120 | 223 | 514 | 514 2.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 211 | 224 | 246 | 315 | 428 | 719 | 1 471 2 | 207 | 220 | 243 | 312 | 425 | 715 | 1 146 3 | 204 | 218 | 240 | 301 | 417 | 707 | 922 4 | 201 | 216 | 238 | 299 | 411 | 702 | 758 5 | 197 | 213 | 238 | 298 | 406 | 696 | 696 6 | 193 | 210 | 237 | 297 | 401 | 692 | 692 7 | 190 | 208 | 234 | 295 | 397 | 687 | 687 8 | 185 | 204 | 230 | 290 | 393 | 683 | 683 9 | 181 | 201 | 225 | 285 | 388 | 678 | 678 10 | 178 | 198 | 221 | 281 | 384 | 674 | 674 11 | 174 | 195 | 217 | 277 | 380 | 670 | 670 12 | 170 | 191 | 213 | 273 | 376 | 666 | 666 13 | 167 | 188 | 209 | 269 | 372 | 662 | 662 14 | 163 | 184 | 205 | 265 | 368 | 658 | 658 15 | 159 | 181 | 202 | 261 | 364 | 654 | 654 16 | 156 | 177 | 198 | 258 | 361 | 651 | 651 17 | 153 | 174 | 195 | 254 | 357 | 648 | 648 18 | 149 | 171 | 192 | 251 | 354 | 644 | 644 19 | 146 | 168 | 189 | 248 | 351 | 641 | 641 20 | 143 | 165 | 186 | 245 | 348 | 638 | 638 21 | 141 | 162 | 183 | 242 | 345 | 636 | 636 22 | 138 | 159 | 180 | 239 | 342 | 633 | 633 23 | 135 | 156 | 177 | 237 | 340 | 630 | 630 24 | 132 | 153 | 174 | 234 | 337 | 627 | 627 25 | 129 | 150 | 171 | 231 | 334 | 624 | 624 26 | 126 | 148 | 169 | 228 | 331 | 621 | 621 27 | 124 | 145 | 166 | 226 | 329 | 619 | 619 28 | 121 | 143 | 164 | 223 | 326 | 616 | 616 29 | 119 | 140 | 161 | 221 | 324 | 614 | 614 30 | 117 | 138 | 159 | 218 | 321 | 612 | 612 2.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 25 | 48 | 100 | 235 | 525 | 1 325 2 | 8 | 25 | 48 | 100 | 235 | 525 | 1 057 3 | 10 | 28 | 50 | 97 | 233 | 523 | 855 4 | 12 | 32 | 54 | 95 | 233 | 523 | 704 5 | 16 | 38 | 59 | 98 | 234 | 524 | 590 6 | 18 | 42 | 63 | 95 | 234 | 524 | 524 7 | 19 | 44 | 63 | 90 | 234 | 525 | 525 8 | 18 | 43 | 62 | 89 | 234 | 525 | 525 9 | 19 | 45 | 64 | 92 | 234 | 525 | 525 10 | 21 | 48 | 67 | 96 | 234 | 525 | 525 11 | 23 | 50 | 68 | 99 | 234 | 525 | 525 12 | 24 | 52 | 69 | 100 | 234 | 525 | 525 13 | 26 | 54 | 70 | 100 | 234 | 525 | 525 14 | 26 | 54 | 71 | 100 | 234 | 524 | 524 15 | 26 | 55 | 71 | 100 | 234 | 524 | 524 16 | 26 | 55 | 71 | 100 | 234 | 524 | 524 17 | 26 | 55 | 71 | 100 | 234 | 524 | 524 18 | 26 | 55 | 71 | 100 | 234 | 524 | 524 19 | 26 | 55 | 71 | 100 | 234 | 524 | 524 20 | 26 | 55 | 71 | 100 | 234 | 525 | 525 21 | 26 | 55 | 71 | 100 | 235 | 525 | 525 22 | 26 | 55 | 71 | 100 | 235 | 525 | 525 23 | 26 | 55 | 71 | 100 | 235 | 525 | 525 24 | 26 | 55 | 71 | 100 | 234 | 525 | 525 25 | 26 | 55 | 71 | 100 | 234 | 524 | 524 26 | 26 | 55 | 71 | 100 | 234 | 524 | 524 27 | 26 | 55 | 71 | 100 | 234 | 524 | 524 28 | 26 | 55 | 71 | 100 | 233 | 523 | 523 29 | 26 | 55 | 71 | 100 | 233 | 523 | 523 30 | 26 | 55 | 71 | 100 | 233 | 523 | 523 2.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 15 | 83 | 197 | 487 | 1 225 2 | 1 | 5 | 13 | 82 | 195 | 485 | 981 3 | 2 | 5 | 13 | 75 | 190 | 480 | 797 4 | 2 | 6 | 15 | 76 | 188 | 478 | 659 5 | 4 | 6 | 19 | 79 | 187 | 478 | 553 6 | 4 | 7 | 22 | 83 | 187 | 477 | 477 7 | 5 | 9 | 24 | 85 | 187 | 477 | 477 8 | 7 | 9 | 23 | 84 | 187 | 477 | 477 9 | 7 | 10 | 23 | 83 | 186 | 477 | 477 10 | 8 | 10 | 24 | 83 | 187 | 477 | 477 11 | 9 | 11 | 24 | 84 | 187 | 477 | 477 12 | 9 | 13 | 24 | 84 | 187 | 477 | 477 13 | 10 | 13 | 24 | 84 | 187 | 477 | 477 14 | 11 | 14 | 25 | 84 | 187 | 477 | 477 15 | 12 | 14 | 25 | 85 | 188 | 478 | 478 16 | 13 | 15 | 26 | 85 | 188 | 478 | 478 17 | 13 | 16 | 27 | 85 | 188 | 478 | 478 18 | 14 | 17 | 28 | 86 | 189 | 479 | 479 19 | 14 | 18 | 30 | 86 | 189 | 479 | 479 20 | 15 | 18 | 31 | 87 | 190 | 480 | 480 21 | 16 | 19 | 32 | 87 | 190 | 480 | 480 22 | 17 | 20 | 33 | 87 | 190 | 481 | 481 23 | 18 | 21 | 34 | 88 | 191 | 481 | 481 24 | 18 | 21 | 36 | 88 | 191 | 481 | 481 25 | 19

| 22 | 37 | 88 | 191 | 481 | 481 26 | 19 | 23 | 38 | 88 | 191 | 481 | 481 27 | 20 | 23 | 39 | 88 | 191 | 481 | 481 28 | 20 | 25 | 40 | 88 | 191 | 481 | 481 29 | 21 | 25 | 41 | 88 | 191 | 481 | 481 30 | 22 | 26 | 42 | 88 | 191 | 481 | 481 3\.

Other exposures 3.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 20 | 42 | 159 | 307 | 3 179 2 | 2 | 14 | 20 | 42 | 159 | 350 | 2 377 3 | 2 | 14 | 23 | 46 | 154 | 365 | 1 795 4 | 2 | 15 | 26 | 50 | 151 | 365 | 1 388 5 | 3 | 17 | 29 | 52 | 151 | 356 | 1 100 6 | 4 | 20 | 31 | 55 | 151 | 343 | 892 7 | 6 | 22 | 33 | 57 | 151 | 326 | 737 8 | 6 | 23 | 34 | 60 | 151 | 309 | 620 9 | 6 | 24 | 36 | 63 | 151 | 291 | 528 10 | 6 | 25 | 37 | 64 | 151 | 274 | 454 11 | 7 | 25 | 38 | 65 | 151 | 257 | 394 12 | 7 | 25 | 38 | 66 | 151 | 245 | 345 13 | 7 | 26 | 38 | 66 | 151 | 245 | 304 14 | 7 | 26 | 38 | 66 | 151 | 245 | 269 15 | 7 | 26 | 40 | 66 | 151 | 245 | 245 16 | 7 | 26 | 43 | 66 | 151 | 245 | 245 17 | 7 | 26 | 45 | 66 | 151 | 245 | 245 18 | 7 | 26 | 47 | 66 | 151 | 245 | 245 19 | 7 | 26 | 50 | 66 | 151 | 245 | 245 20 | 7 | 26 | 52 | 66 | 151 | 245 | 245 21 | 7 | 26 | 55 | 66 | 151 | 245 | 245 22 | 9 | 26 | 57 | 66 | 151 | 245 | 245 23 | 9 | 26 | 59 | 66 | 151 | 245 | 245 24 | 10 | 26 | 62 | 66 | 151 | 245 | 245 25 | 10 | 26 | 64 | 67 | 151 | 245 | 245 26 | 10 | 26 | 67 | 68 | 151 | 245 | 245 27 | 11 | 26 | 69 | 70 | 151 | 245 | 245 28 | 11 | 26 | 72 | 72 | 151 | 245 | 245 29 | 11 | 26 | 74 | 74 | 151 | 245 | 245 30 | 12 | 26 | 77 | 76 | 151 | 245 | 245 3.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 25 | 32 | 53 | 170 | 323 | 3 351 2 | 15 | 27 | 33 | 54 | 172 | 366 | 2 496 3 | 14 | 27 | 36 | 59 | 167 | 380 | 1 878 4 | 14 | 28 | 38 | 63 | 164 | 378 | 1 446 5 | 14 | 29 | 40 | 64 | 163 | 368 | 1 143 6 | 15 | 31 | 42 | 66 | 162 | 353 | 924 7 | 16 | 32 | 43 | 67 | 161 | 336 | 763 8 | 15 | 32 | 44 | 69 | 161 | 318 | 640 9 | 15 | 33 | 44 | 71 | 160 | 299 | 545 10 | 15 | 33 | 46 | 73 | 160 | 281 | 468 11 | 14 | 33 | 45 | 73 | 159 | 264 | 406 12 | 14 | 33 | 45 | 73 | 158 | 252 | 355 13 | 13 | 32 | 45 | 72 | 158 | 251 | 313 14 | 13 | 32 | 44 | 71 | 157 | 251 | 277 15 | 13 | 31 | 44 | 71 | 157 | 250 | 250 16 | 12 | 31 | 44 | 71 | 156 | 250 | 250 17 | 12 | 31 | 46 | 71 | 156 | 250 | 250 18 | 12 | 31 | 48 | 71 | 156 | 250 | 250 19 | 12 | 31 | 51 | 71 | 156 | 250 | 250 20 | 12 | 31 | 54 | 71 | 157 | 250 | 250 21 | 13 | 31 | 57 | 71 | 157 | 250 | 250 22 | 13 | 31 | 58 | 71 | 157 | 251 | 251 23 | 13 | 32 | 61 | 71 | 157 | 251 | 251 24 | 13 | 32 | 63 | 71 | 157 | 251 | 251 25 | 13 | 32 | 66 | 71 | 157 | 251 | 251 26 | 13 | 31 | 68 | 71 | 157 | 251 | 251 27 | 13 | 31 | 71 | 72 | 157 | 250 | 250 28 | 13 | 31 | 73 | 73 | 157 | 250 | 250 29 | 13 | 31 | 76 | 75 | 157 | 250 | 250 30 | 12 | 31 | 79 | 78 | 157 | 250 | 250 3.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 20 | 41 | 159 | 307 | 3 179 2 | 2 | 14 | 20 | 41 | 159 | 350 | 2 376 3 | 1 | 14 | 23 | 46 | 153 | 365 | 1 795 4 | 1 | 15 | 25 | 50 | 151 | 365 | 1 388 5 | 2 | 17 | 29 | 52 | 151 | 356 | 1 100 6 | 4 | 20 | 31 | 55 | 151 | 343 | 892 7 | 5 | 22 | 33 | 57 | 151 | 326 | 737 8 | 6 | 23 | 34 | 60 | 151 | 309 | 620 9 | 6 | 24 | 35 | 62 | 151 | 291 | 527 10 | 6 | 25 | 37 | 64 | 151 | 274 | 454 11 | 7 | 25 | 38 | 65 | 151 | 257 | 394 12 | 7 | 25 | 38 | 65 | 151 | 244 | 345 13 | 7 | 25 | 38 | 65 | 151 | 244 | 304 14 | 7 | 25 | 38 | 65 | 151 | 244 | 269 15 | 7 | 25 | 40 | 65 | 151 | 244 | 244 16 | 7 | 25 | 43 | 65 | 151 | 244 | 244 17 | 7 | 25 | 45 | 65 | 151 | 244 | 244 18 | 7 | 25 | 47 | 65 | 151 | 244 | 244 19 | 7 | 25 | 50 | 65 | 151 | 244 | 244 20 | 7 | 25 | 52 | 65 | 151 | 244 | 244 21 | 7 | 25 | 55 | 65 | 151 | 244 | 244 22 | 9 | 25 | 57 | 65 | 151 | 244 | 244 23 | 9 | 25 | 59 | 65 | 151 | 244 | 244 24 | 10 | 25 | 62 | 65 | 151 | 244 | 244 25 | 10 | 25 | 64 | 67 | 151 | 244 | 244 26 | 10 | 25 | 67 | 68 | 151 | 245 | 245 27 | 11 | 25 | 69 | 70 | 151 | 245 | 245 28 | 11 | 25 | 72 | 72 | 151 | 245 | 245 29 | 11 | 25 | 74 | 74 | 151 | 245 | 245 30 | 12 | 26 | 77 | 76 | 151 | 245 | 245 3.4 Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 74 | 86 | 92 | 114 | 231 | 356 | 3 733 2 | 71 | 83 | 89 | 110 | 228 | 400 | 2 761 3 | 73 | 86 | 94 | 118 | 225 | 413 | 2 063 4 | 71 | 85 | 95 | 120 | 221 | 408 | 1 579 5 | 70 | 85 | 96 | 120 | 219 | 395 | 1 242 6 | 70 | 86 | 97 | 121 | 218 | 378 | 1 001 7 | 70 | 87 | 97 | 122 | 216 | 359 | 824 8 | 69 | 86 | 97 | 123 | 215 | 339 | 690 9 | 68 | 86 | 98 | 125 | 214 | 319 | 586 10 | 66 | 84 | 96 | 124 | 210 | 304 | 504 11 | 64 | 82 | 95 | 122 | 208 | 301 | 437 12 | 62 | 81 | 94 | 121 | 207 | 300 | 382 13 | 62 | 80 | 93 | 120 | 206 | 300 | 336 14 | 61 | 80 | 93 | 120 | 206 | 299 | 299 15 | 61 | 80 | 92 | 120 | 206 | 299 | 299 16 | 61 | 79 | 92 | 119 | 205 | 298 | 298 17 | 60 | 79 | 91 | 119 | 205 | 298 | 298 18 | 60 | 78 | 91 | 118 | 204 | 298 | 298 19 | 59 | 78 | 90 | 118 | 204 | 297 | 297 20 | 59 | 77 | 90 | 117 | 203 | 296 | 296 21 | 58 | 77 | 89 | 117 | 202 | 296 | 296 22 | 57 | 76 | 88 | 116 | 202 | 295 | 295 23 | 56 | 75 | 87 | 115 | 201 | 294 | 294 24 | 55 | 74 | 86 | 114 | 200 | 293 | 293 25 | 54 | 73 | 85 | 113 | 199 | 292 | 292 26 | 53 | 72 | 84 | 112 | 198 | 291 | 291 27 | 52 | 71 | 83 | 111 | 197 | 290 | 290 28 | 51 | 70 | 82 | 110 | 196 | 289 | 289 29 | 50 | 69 | 81 | 109 | 195 | 288 | 288 30 | 49 | 68 | 83 | 108 | 194 | 287 | 287 3.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 18 | 25 | 46 | 163 | 309 | 3 195 2 | 8 | 20 | 26 | 47 | 165 | 351 | 2 383 3 | 8 | 21 | 29 | 53 | 160 | 366 | 1 800 4 | 9 | 23 | 33 | 57 | 159 | 366 | 1 391 5 | 10 | 25 | 36 | 60 | 159 | 357 | 1 102 6 | 11 | 27 | 38 | 63 | 159 | 343 | 893 7 | 13 | 29 | 40 | 64 | 158 | 326 | 738 8 | 12 | 30 | 41 | 66 | 158 | 309 | 620 9 | 12 | 30 | 42 | 69 | 158 | 291 | 528 10 | 12 | 31 | 43 | 70 | 157 | 274 | 454 11 | 13 | 31 | 44 | 71 | 157 | 257 | 394 12 | 13 | 31 | 44 | 71 | 157 | 250 | 345 13 | 13 | 31 | 44 | 71 | 157 | 250 | 304 14 | 13 | 31 | 44 | 71 | 157 | 251 | 269 15 | 13 | 32 | 44 | 71 | 157 | 251 | 251 16 | 13 | 31 | 44 | 71 | 157 | 250 | 250 17 | 13 | 32 | 45 | 72 | 157 | 251 | 251 18 | 13 | 32 | 47 | 72 | 158 | 251 | 251 19 | 13 | 32 | 50 | 72 | 158 | 251 | 251 20 | 14 | 33 | 53 | 73 | 158 | 252 | 252 21 | 14 | 33 | 55 | 73 | 159 | 252 | 252 22 | 15 | 33 | 58 | 73 | 159 | 252 | 252 23 | 15 | 33 | 59 | 73 | 159 | 252 | 252 24 | 15 | 33 | 62 | 73 | 159 | 253 | 253 25 | 15 | 33 | 65 | 73 | 159 | 253 | 253 26 | 15 | 33 | 67 | 73 | 159 | 252 | 252 27 | 15 | 33 | 70 | 73 | 159 | 252 | 252 28 | 15 | 33 | 72 | 73 | 159 | 252 | 252 29 | 14 | 33 | 74 | 75 | 159 | 252 | 252 30 | 14 | 33 | 78 | 77 | 159 | 252 | 252 3.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 41 | 53 | 59 | 80 | 198 | 304 | 3 145 2 | 44 | 56 | 63 | 84 | 201 | 348 | 2 357 3 | 48 | 61 | 69 | 93 | 200 | 364 | 1 786 4 | 50 | 64 | 74 | 99 | 200 | 365 | 1 384 5 | 52 | 67 | 78 | 102 | 201 | 357 | 1 099 6 | 54 | 70 | 81 | 105 | 201 | 344 | 893 7 | 55 | 72 | 82 | 107 | 201 | 328 | 740 8 | 55 | 72 | 83 | 109 | 200 | 312 | 623 9 | 54 | 72 | 84 | 110 | 199 | 294 | 531 10 | 53 | 72 | 84 | 111 | 198 | 292 | 458 11 | 52 | 71 | 84 | 111 | 197 | 290 | 398 12 | 51 | 70 | 83 | 110 | 196 | 289 | 349 13 | 50 | 69 | 81 | 109 | 195 | 288 | 307 14 | 49 | 68 | 80 | 108 | 194 | 287 | 287 15 | 48 | 67 | 79 | 107 | 193 | 286 | 286 16 | 48 | 66 | 79 | 106 | 192 | 285 | 285 17 | 47 | 66 | 78 | 106 | 192 | 285 | 285 18 | 47 | 65 | 78 | 105 | 191 | 284 | 284 19 | 46 | 65 | 77 | 105 | 191 | 284 | 284 20 | 46 | 64 | 77 | 104 | 190 | 283 | 283 21 | 45 | 64 | 76 | 104 | 190 | 283 | 283 22 | 44 | 63 | 75 | 103 | 189 | 282 | 282 23 | 44 | 62 | 75 | 102 | 188 | 281 | 281 24 | 43 | 62 | 74 | 101 | 187 | 281 | 281 25 | 42 | 61 | 73 | 101 | 187 | 280 | 280 26 | 41 | 60 | 72 | 100 | 186 | 279 | 279 27 | 40 | 59 | 72 | 99 | 185 | 278 | 278 28 | 40 | 58 | 73 | 98 | 184 | 277 | 277 29 | 39 | 58 | 76 | 97 | 183 | 277 | 277 30 | 38 | 57 | 78 | 97 | 183 | 276 | 276 3.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 20 | 41 | 158 | 307 | 3 177 2 | 1 | 13 | 20 | 41 | 158 | 350 | 2 375 3 | 1 | 13 | 22 | 45 | 153 | 365 | 1 794 4 | 1 | 15 | 25 | 49 | 150 | 365 | 1 387 5 | 2 | 16 | 28 | 51 | 150 | 356 | 1 099 6 | 3 | 19 | 30 | 54 | 150 | 342 | 891 7 | 5 | 21 | 32 | 56 | 150 | 326 | 737 8 | 5 | 22 | 33 | 59 | 150 | 309 | 619 9 | 5 | 23 | 35 | 62 | 150 | 291 | 527 10 | 6 | 24 | 36 | 64 | 150 | 274 | 454 11 | 6 | 24 | 37 | 64 | 150 | 257 | 394 12 | 6 | 25 | 37 | 65 | 150 | 244 | 345 13 | 6 | 25 | 37 | 65 | 150 | 244 | 303 14 | 6 | 25 | 38 | 65 | 150 | 244 | 269 15 | 6 | 25 | 40 | 65 | 150 | 244 | 244 16 | 6 | 25 | 43 | 65 | 150 | 244 | 244 17 | 6 | 25 | 45 | 65 | 150 | 244 | 244 18 | 6 | 25 | 47 | 65 | 150 | 244 | 244 19 | 7 | 25 | 50 | 65 | 150 | 244 | 244 20 | 7 | 25 | 52 | 65 | 150 | 244 | 244 21 | 7 | 25 | 55 | 65 | 150 | 244 | 244 22 | 9 | 25 | 57 | 65 | 150 | 244 | 244 23 | 9 | 25 | 59 | 65 | 151 | 244 | 244 24 | 9 | 25 | 62 | 65 | 151 | 244 | 244 25 | 10 | 25 | 64 | 67 | 151 | 244 | 244 26 | 10 | 25 | 67 | 68 | 151 | 244 | 244 27 | 11 | 25 | 69 | 70 | 151 | 244 | 244 28 | 11 | 25 | 72 | 72 | 151 | 244 | 244 29 | 11 | 25 | 74 | 73 | 151 | 244 | 244 30 | 12 | 26 | 77 | 76 | 151 | 244 | 244 3.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 10 | 22 | 44 | 177 | 313 | 3 245 2 | 0 | 10 | 22 | 44 | 177 | 356 | 2 424 3 | 1 | 10 | 23 | 49 | 172 | 372 | 1 830 4 | 1 | 13 | 26 | 54 | 169 | 371 | 1 413 5 | 1 | 16 | 28 | 58 | 168 | 362 | 1 119 6 | 2 | 18 | 32 | 59 | 166 | 347 | 906 7 | 4 | 21 | 36 | 60 | 165 | 331 | 749 8 | 6 | 24 | 37 | 59 | 164 | 313 | 628 9 | 9 | 30 | 42 | 58 | 163 | 295 | 535 10 | 11 | 34 | 42 | 57 | 162 | 277 | 460 11 | 10 | 33 | 42 | 57 | 162 | 260 | 399 12 | 9 | 32 | 42 | 57 | 161 | 254 | 349 13 | 8 | 31 | 42 | 58 | 160 | 253 | 307 14 | 8 | 31 | 43 | 58 | 159 | 253 | 272 15 | 8 | 31 | 43 | 58 | 159 | 252 | 252 16 | 8 | 31 | 43 | 58 | 157 | 251 | 251 17 | 9 | 31 | 46 | 58 | 157 | 250 | 250 18 | 9 | 31 | 48 | 58 | 156 | 249 | 249 19 | 9 | 31 | 50 | 58 | 156 | 249 | 249 20 | 9 | 31 | 53 | 58 | 156 | 250 | 250 21 | 9 | 31 | 55 | 59 | 156 | 250 | 250 22 | 9 | 31 | 58 | 61 | 156 | 249 | 249 23 | 9 | 31 | 61 | 63 | 156 | 249 | 249 24 | 10 | 32 | 63 | 65 | 155 | 248 | 248 25 | 10 | 32 | 66 | 67 | 154 | 248 | 248 26 | 10 | 32 | 67 | 69 | 154 | 247 | 247 27 | 11 | 32 | 71 | 71 | 153 | 246 | 246 28 | 11 | 32 | 73 | 73 | 153 | 246 | 246 29 | 11 | 32 | 75 | 75 | 152 | 245 | 245 30 | 12 | 32 | 78 | 77 | 152 | 245 | 245 3.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 80 | 92 | 99 | 120 | 237 | 332 | 3 376 2 | 79 | 91 | 97 | 118 | 236 | 370 | 2 526 3 | 77 | 90 | 98 | 122 | 229 | 387 | 1 914 4 | 75 | 89 | 99 | 124 | 225 | 388 | 1 483 5 | 74 | 89 | 100 | 124 | 223 | 380 | 1 178 6 | 74 | 90 | 101 | 125 | 221 | 366 | 957 7 | 73 | 90 | 100 | 125 | 219 | 350 | 793 8 | 71 | 89 | 100 | 125 | 217 | 332 | 667 9 | 70 | 88 | 99 | 126 | 215 | 314 | 569 10 | 69 | 87 | 99 | 127 | 214 | 307 | 490 11 | 68 | 86 | 99 | 126 | 212 | 305 | 426 12 | 66 | 85 | 97 | 125 | 211 | 304 | 373 13 | 65 | 83 | 96 | 123 | 209 | 302 | 328 14 | 63 | 82 | 94 | 122 | 208 | 301 | 301 15 | 62 | 81 | 93 | 121 | 207 | 300 | 300 16 | 61 | 80 | 92 | 120 | 205 | 299 | 299 17 | 60 | 79 | 91 | 119 | 204 | 298 | 298 18 | 59 | 78 | 90 | 118 | 204 | 297 | 297 19 | 58 | 77 | 89 | 117 | 203 | 296 | 296 20 | 57 | 76 | 89 | 116 | 202 | 295 | 295 21 | 57 | 75 | 88 | 115 | 201 | 294 | 294 22 | 56 | 74 | 87 | 114 | 200 | 293 | 293 23 | 54 | 73 | 86 | 113 | 199 | 292 | 292 24 | 53 | 72 | 84 | 112 | 198 | 291 | 291 25 | 52 | 71 | 83 | 111 | 197 | 290 | 290 26 | 51 | 70 | 82 | 110 | 196 | 289 | 289 27 | 50 | 69 | 81 | 109 | 194 | 288 | 288 28 | 49 | 68 | 80 | 108 | 193 | 287 | 287 29 | 48 | 67 | 80 | 106 | 192 | 286 | 286 30 | 47 | 66 | 82 | 105 | 191 | 285 | 285 3.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 53 | 65 | 71 | 92 | 210 | 322 | 3 346 2 | 52 | 64 | 71 | 92 | 209 | 368 | 2 506 3 | 51 | 64 | 72 | 96 | 203 | 384 | 1 898 4 | 50 | 64 | 74 | 99 | 200 | 385 | 1 468 5 | 50 | 65 | 76 | 99 | 199 | 376 | 1 164 6 | 50 | 65 | 77 | 101 | 197 | 361 | 944 7 | 50 | 67 | 77 | 102 | 196 | 344 | 780 8 | 49 | 66 | 77 | 103 | 194 | 326 | 655 9 | 48 | 66 | 77 | 104 | 193 | 307 | 557 10 | 47 | 65 | 78 | 105 | 192 | 289 | 479 11 | 46 | 65 | 77 | 105 | 191 | 284 | 416 12 | 46 | 64 | 77 | 104 | 190 | 284 | 364 13 | 45 | 64 | 76 | 104 | 190 | 283 | 320 14 | 45 | 63 | 76 | 103 | 189 | 282 | 283 15 | 44 | 63 | 75 | 103 | 188 | 282 | 282 16 | 43 | 62 | 74 | 102 | 188 | 281 | 281 17 | 43 | 61 | 74 | 101 | 187 | 280 | 280 18 | 42 | 61 | 73 | 101 | 187 | 280 | 280 19 | 42 | 60 | 73 | 100 | 186 | 279 | 279 20 | 42 | 60 | 73 | 100 | 186 | 279 | 279 21 | 41 | 60 | 72 | 100 | 186 | 279 | 279 22 | 41 | 59 | 72 | 99 | 185 | 279 | 279 23 | 40 | 59 | 71 | 99 | 185 | 278 | 278 24 | 40 | 58 | 71 | 98 | 184 | 277 | 277 25 | 39 | 58 | 70 | 97 | 183 | 277 | 277 26 | 38 | 57 | 70 | 97 | 183 | 276 | 276 27 | 38 | 56 | 72 | 96 | 182 | 275 | 275 28 | 37 | 55 | 75 | 95 | 181 | 274 | 274 29 | 36 | 55 | 78 | 95 | 180 | 274 | 274 30 | 35 | 54 | 80 | 94 | 180 | 273 | 273 3.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 39 | 45 | 67 | 184 | 309 | 3 194 2 | 28 | 40 | 46 | 67 | 184 | 351 | 2 382 3 | 26 | 39 | 48 | 71 | 179 | 366 | 1 799 4 | 26 | 39 | 50 | 74 | 175 | 366 | 1 390 5 | 26 | 41 | 52 | 75 | 175 | 357 | 1 102 6 | 27 | 42 | 54 | 78 | 174 | 343 | 893 7 | 27 | 44 | 55 | 79 | 173 | 327 | 739 8 | 27 | 44 | 55 | 81 | 172 | 309 | 621 9 | 26 | 44 | 56 | 83 | 172 | 292 | 528 10 | 26 | 44 | 57 | 84 | 171 | 274 | 455 11 | 26 | 44 | 57 | 84 | 170 | 264 | 395 12 | 25 | 44 | 56 | 84 | 170 | 263 | 346 13 | 24 | 43 | 56 | 83 | 169 | 262 | 304 14 | 24 | 42 | 55 | 82 | 168 | 262 | 270 15 | 23 | 42 | 54 | 82 | 168 | 261 | 261 16 | 23 | 41 | 54 | 81 | 167 | 260 | 260 17 | 22 | 41 | 53 | 81 | 167 | 260 | 260 18 | 22 | 41 | 53 | 81 | 167 | 260 | 260 19 | 22 | 41 | 53 | 81 | 166 | 260 | 260 20 | 22 | 41 | 53 | 81 | 167 | 260 | 260 21 | 22 | 41 | 55 | 81 | 167 | 260 | 260 22 | 22 | 41 | 58 | 81 | 166 | 260 | 260 23 | 22 | 41 | 59 | 80 | 166 | 260 | 260 24 | 22 | 40 | 62 | 80 | 166 | 259 | 259 25 | 21 | 40 | 65 | 80 | 166 | 259 | 259 26 | 21 | 40 | 67 | 80 | 166 | 259 | 259 27 | 21 | 39 | 70 | 79 | 165 | 259 | 259 28 | 21 | 39 | 72 | 79 | 165 | 258 | 258 29 | 20 | 39 | 74 | 79 | 165 | 258 | 258 30 | 20 | 39 | 78 | 78 | 164 | 258 | 258 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 4 | 23 | 140 | 298 | 3 072 2 | 0 | 1 | 6 | 24 | 141 | 339 | 2 295 3 | 1 | 1 | 9 | 29 | 136 | 354 | 1 736 4 | 1 | 3 | 12 | 33 | 134 | 355 | 1 344 5 | 1 | 4 | 15 | 35 | 134 | 346 | 1 066 6 | 2 | 4 | 17 | 38 | 134 | 333 | 865 7 | 2 | 6 | 20 | 40 | 134 | 318 | 716 8 | 2 | 6 | 22 | 42 | 134 | 301 | 602 9 | 4 | 7 | 24 | 45 | 134 | 284 | 513 10 | 4 | 9 | 27 | 47 | 134 | 267 | 441 11 | 4 | 9 | 30 | 49 | 135 | 251 | 383 12 | 4 | 9 | 32 | 48 | 134 | 235 | 336 13 | 4 | 11 | 34 | 49 | 134 | 228 | 296 14 | 5 | 11 | 37 | 48 | 134 | 228 | 262 15 | 6 | 13 | 40 | 47 | 133 | 226 | 233 16 | 6 | 13 | 41 | 48 | 132 | 226 | 226 17 | 6 | 14 | 44 | 49 | 132 | 226 | 226 18 | 6 | 15 | 47 | 51 | 132 | 226 | 226 19 | 7 | 16 | 49 | 54 | 133 | 226 | 226 20 | 7 | 16 | 51 | 55 | 133 | 227 | 227 21 | 7 | 18 | 54 | 57 | 134 | 227 | 227 22 | 8 | 19 | 56 | 60 | 134 | 227 | 227 23 | 8 | 19 | 58 | 61 | 134 | 227 | 227 24 | 8 | 21 | 61 | 63 | 133 | 227 | 227 25 | 9 | 21 | 63 | 65 | 134 | 226 | 226 26 | 9 | 22 | 66 | 67 | 135 | 226 | 226 27 | 10 | 23 | 68 | 69 | 136 | 226 | 226 28 | 10 | 24 | 70 | 71 | 138 | 226 | 226 29 | 10 | 25 | 73 | 73 | 139 | 226 | 226 30 | 11 | 26 | 75 | 75 | 140 | 226 | 226 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 40 | 52 | 59 | 80 | 197 | 311 | 3 221 2 | 40 | 52 | 59 | 80 | 197 | 355 | 2 409 3 | 40 | 52 | 61 | 84 | 192 | 370 | 1 821 4 | 39 | 53 | 63 | 88 | 189 | 370 | 1 409 5 | 39 | 54 | 65 | 89 | 188 | 362 | 1 117 6 | 40 | 56 | 67 | 91 | 187 | 348 | 907 7 | 40 | 57 | 68 | 92 | 186 | 332 | 751 8 | 40 | 57 | 68 | 94 | 185 | 315 | 631 9 | 39 | 57 | 69 | 96 | 185 | 297 | 538 10 | 39 | 57 | 70 | 97 | 184 | 280 | 463 11 | 38 | 57 | 69 | 97 | 183 | 276 | 402 12 | 38 | 56 | 69 | 96 | 182 | 276 | 352 13 | 37 | 56 | 68 | 96 | 182 | 275 | 310 14 | 37 | 55 | 68 | 95 | 181 | 274 | 274 15 | 36 | 55 | 67 | 95 | 181 | 274 | 274 16 | 35 | 54 | 66 | 94 | 180 | 273 | 273 17 | 35 | 54 | 66 | 93 | 179 | 273 | 273 18 | 34 | 53 | 66 | 93 | 179 | 272 | 272 19 | 34 | 53 | 65 | 93 | 178 | 272 | 272 20 | 34 | 52 | 65 | 92 | 178 | 272 | 272 21 | 34 | 52 | 65 | 92 | 178 | 271 | 271 22 | 33 | 52 | 64 | 92 | 178 | 271 | 271 23 | 33 | 51 | 64 | 91 | 177 | 270 | 270 24 | 32 | 51 | 63 | 90 | 176 | 270 | 270 25 | 31 | 50 | 66 | 90 | 176 | 269 | 269 26 | 30 | 49 | 68 | 89 | 175 | 268 | 268 27 | 30 | 48 | 71 | 88 | 174 | 267 | 267 28 | 29 | 48 | 73 | 87 | 173 | 267 | 267 29 | 28 | 47 | 76 | 87 | 173 | 266 | 266 30 | 27 | 46 | 78 | 86 | 172 | 265 | 265 3.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 13 | 25 | 31 | 52 | 170 | 299 | 3 079 2 | 16 | 28 | 35 | 56 | 173 | 341 | 2 304 3 | 19 | 32 | 40 | 64 | 171 | 356 | 1 746 4 | 21 | 35 | 45 | 70 | 171 | 357 | 1 352 5 | 23 | 38 | 50 | 73 | 172 | 349 | 1 074 6 | 23 | 39 | 50 | 74 | 170 | 336 | 872 7 | 28 | 45 | 55 | 80 | 174 | 321 | 723 8 | 27 | 44 | 55 | 81 | 173 | 304 | 608 9 | 28 | 46 | 58 | 85 | 174 | 288 | 519 10 | 30 | 48 | 61 | 88 | 175 | 271 | 447 11 | 31 | 50 | 62 | 90 | 176 | 269 | 389 12 | 32 | 50 | 63 | 91 | 176 | 270 | 341 13 | 32 | 51 | 63 | 91 | 177 | 270 | 301 14 | 33 | 51 | 64 | 91 | 177 | 270 | 270 15 | 33 | 52 | 64 | 91 | 177 | 271 | 271 16 | 33 | 51 | 64 | 91 | 177 | 270 | 270 17 | 33 | 51 | 64 | 91 | 177 | 270 | 270 18 | 32 | 51 | 63 | 91 | 177 | 270 | 270 19 | 32 | 51 | 63 | 91 | 176 | 270 | 270 20 | 32 | 51 | 63 | 91 | 176 | 270 | 270 21 | 32 | 51 | 63 | 91 | 176 | 270 | 270 22 | 32 | 50 | 63 | 90 | 176 | 269 | 269 23 | 31 | 50 | 63 | 90 | 176 | 269 | 269 24 | 31 | 50 | 62 | 90 | 175 | 269 | 269 25 | 31 | 49 | 65 | 89 | 175 | 268 | 268 26 | 30 | 49 | 67 | 89 | 175 | 268 | 268 27 | 30 | 48 | 70 | 88 | 174 | 267 | 267 28 | 29 | 48 | 72 | 88 | 173 | 267 | 267 29 | 29 | 47 | 74 | 87 | 173 | 266 | 266 30 | 28 | 47 | 77 | 87 | 172 | 266 | 266 3.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 14 | 26 | 32 | 53 | 171 | 314 | 3 253 2 | 15 | 27 | 33 | 54 | 172 | 356 | 2 421 3 | 15 | 28 | 36 | 60 | 167 | 370 | 1 822 4 | 16 | 29 | 39 | 64 | 165 | 369 | 1 405 5 | 16 | 31 | 43 | 66 | 165 | 359 | 1 112 6 | 18 | 34 | 45 | 69 | 165 | 345 | 901 7 | 19 | 36 | 47 | 71 | 165 | 329 | 745 8 | 19 | 37 | 48 | 73 | 165 | 311 | 626 9 | 20 | 38 | 49 | 76 | 165 | 294 | 533 10 | 20 | 39 | 51 | 78 | 165 | 276 | 459 11 | 21 | 39 | 52 | 79 | 165 | 259 | 398 12 | 21 | 39 | 52 | 79 | 165 | 259 | 348 13 | 21 | 40 | 52 | 80 | 165 | 259 | 307 14 | 21 | 40 | 52 | 80 | 165 | 259 | 272 15 | 21 | 40 | 52 | 80 | 165 | 259 | 259 16 | 21 | 39 | 52 | 79 | 165 | 258 | 258 17 | 21 | 39 | 52 | 79 | 165 | 259 | 259 18 | 21 | 39 | 52 | 79 | 165 | 259 | 259 19 | 21 | 39 | 52 | 79 | 165 | 258 | 258 20 | 21 | 39 | 53 | 79 | 165 | 259 | 259 21 | 21 | 39 | 55 | 79 | 165 | 258 | 258 22 | 20 | 39 | 58 | 79 | 165 | 258 | 258 23 | 20 | 39 | 61 | 79 | 164 | 258 | 258 24 | 20 | 38 | 63 | 78 | 164 | 257 | 257 25 | 19 | 38 | 65 | 78 | 164 | 257 | 257 26 | 19 | 37 | 67 | 77 | 163 | 256 | 256 27 | 18 | 37 | 70 | 77 | 163 | 256 | 256 28 | 18 | 36 | 73 | 76 | 162 | 255 | 255 29 | 17 | 36 | 75 | 76 | 162 | 255 | 255 30 | 17 | 36 | 78 | 77 | 161 | 255 | 255 3.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 60 | 67 | 88 | 205 | 334 | 3 479 2 | 50 | 62 | 69 | 90 | 207 | 372 | 2 550 3 | 52 | 65 | 74 | 97 | 205 | 384 | 1 908 4 | 54 | 67 | 77 | 102 | 203 | 382 | 1 467 5 | 55 | 70 | 81 | 105 | 204 | 371 | 1 159 6 | 57 | 73 | 84 | 108 | 204 | 356 | 938 7 | 59 | 75 | 86 | 110 | 204 | 339 | 774 8 | 58 | 76 | 87 | 112 | 204 | 321 | 649 9 | 59 | 77 | 88 | 115 | 204 | 302 | 552 10 | 59 | 77 | 90 | 117 | 204 | 297 | 475 11 | 59 | 78 | 90 | 118 | 204 | 297 | 412 12 | 59 | 77 | 90 | 117 | 203 | 296 | 360 13 | 58 | 77 | 89 | 117 | 202 | 296 | 317 14 | 57 | 76 | 88 | 116 | 202 | 295 | 295 15 | 57 | 75 | 88 | 115 | 201 | 294 | 294 16 | 56 | 75 | 87 | 114 | 200 | 294 | 294 17 | 55 | 74 | 86 | 114 | 200 | 293 | 293 18 | 55 | 73 | 86 | 113 | 199 | 292 | 292 19 | 54 | 73 | 85 | 113 | 198 | 292 | 292 20 | 53 | 72 | 84 | 112 | 198 | 291 | 291 21 | 53 | 71 | 84 | 111 | 197 | 290 | 290 22 | 52 | 71 | 83 | 110 | 196 | 290 | 290 23 | 51 | 70 | 82 | 110 | 195 | 289 | 289 24 | 50 | 69 | 81 | 109 | 195 | 288 | 288 25 | 49 | 68 | 80 | 108 | 194 | 287 | 287 26 | 48 | 67 | 79 | 107 | 193 | 286 | 286 27 | 47 | 66 | 78 | 106 | 192 | 285 | 285 28 | 46 | 65 | 77 | 105 | 191 | 284 | 284 29 | 45 | 64 | 77 | 104 | 190 | 283 | 283 30 | 45 | 63 | 79 | 103 | 189 | 282 | 282 3.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 79 | 91 | 97 | 118 | 235 | 345 | 3 603 2 | 84 | 96 | 102 | 123 | 240 | 395 | 2 714 3 | 85 | 97 | 106 | 129 | 237 | 415 | 2 062 4 | 85 | 99 | 109 | 133 | 235 | 416 | 1 599 5 | 88 | 103 | 114 | 138 | 237 | 408 | 1 270 6 | 90 | 106 | 117 | 142 | 238 | 393 | 1 030 7 | 93 | 109 | 120 | 144 | 238 | 375 | 852 8 | 94 | 111 | 122 | 148 | 240 | 355 | 716 9 | 95 | 113 | 125 | 152 | 240 | 335 | 609 10 | 96 | 114 | 127 | 154 | 241 | 334 | 524 11 | 96 | 114 | 127 | 154 | 240 | 334 | 454 12 | 95 | 114 | 126 | 154 | 240 | 333 | 397 13 | 94 | 113 | 125 | 153 | 238 | 332 | 349 14 | 93 | 111 | 124 | 151 | 237 | 330 | 330 15 | 91 | 110 | 122 | 150 | 236 | 329 | 329 16 | 90 | 109 | 121 | 149 | 234 | 328 | 328 17 | 89 | 107 | 120 | 147 | 233 | 326 | 326 18 | 87 | 106 | 118 | 146 | 232 | 325 | 325 19 | 86 | 105 | 117 | 145 | 230 | 324 | 324 20 | 85 | 103 | 116 | 143 | 229 | 322 | 322 21 | 83 | 102 | 114 | 142 | 228 | 321 | 321 22 | 82 | 100 | 113 | 140 | 226 | 319 | 319 23 | 80 | 98 | 111 | 138 | 224 | 318 | 318 24 | 78 | 97 | 109 | 137 | 223 | 316 | 316 25 | 76 | 95 | 108 | 135 | 221 | 314 | 314 26 | 75 | 93 | 106 | 133 | 219 | 312 | 312 27 | 73 | 92 | 104 | 132 | 218 | 311 | 311 28 | 71 | 90 | 103 | 130 | 216 | 309 | 309 29 | 70 | 88 | 101 | 128 | 214 | 308 | 308 30 | 68 | 87 | 99 | 127 | 213 | 306 | 306 3.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 20 | 26 | 47 | 165 | 315 | 3 265 2 | 10 | 22 | 29 | 50 | 167 | 357 | 2 429 3 | 12 | 25 | 33 | 57 | 164 | 371 | 1 830 4 | 14 | 27 | 38 | 62 | 163 | 370 | 1 413 5 | 16 | 30 | 42 | 65 | 164 | 361 | 1 119 6 | 18 | 33 | 44 | 69 | 165 | 347 | 907 7 | 19 | 36 | 46 | 71 | 165 | 331 | 749 8 | 19 | 37 | 48 | 73 | 165 | 313 | 629 9 | 20 | 38 | 49 | 76 | 165 | 295 | 535 10 | 20 | 38 | 51 | 78 | 165 | 277 | 461 11 | 20 | 39 | 51 | 79 | 165 | 260 | 400 12 | 20 | 39 | 51 | 79 | 164 | 258 | 350 13 | 20 | 38 | 51 | 78 | 164 | 257 | 308 14 | 19 | 38 | 50 | 77 | 163 | 257 | 273 15 | 18 | 37 | 49 | 77 | 163 | 256 | 256 16 | 18 | 36 | 49 | 76 | 162 | 255 | 255 17 | 17 | 36 | 48 | 76 | 162 | 255 | 255 18 | 17 | 36 | 48 | 76 | 162 | 255 | 255 19 | 17 | 36 | 51 | 76 | 161 | 255 | 255 20 | 17 | 36 | 53 | 76 | 162 | 255 | 255 21 | 17 | 36 | 55 | 76 | 162 | 255 | 255 22 | 17 | 36 | 58 | 76 | 162 | 255 | 255 23 | 17 | 36 | 61 | 76 | 162 | 255 | 255 24 | 17 | 36 | 63 | 76 | 162 | 255 | 255 25 | 17 | 36 | 66 | 76 | 161 | 255 | 255 26 | 17 | 35 | 68 | 75 | 161 | 254 | 254 27 | 17 | 35 | 71 | 75 | 161 | 254 | 254 28 | 16 | 35 | 73 | 75 | 161 | 254 | 254 29 | 16 | 35 | 76 | 75 | 161 | 254 | 254 30 | 16 | 35 | 78 | 77 | 160 | 254 | 254 3.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 90 | 102 | 109 | 130 | 247 | 342 | 3 367 2 | 91 | 103 | 110 | 131 | 248 | 370 | 2 522 3 | 91 | 104 | 113 | 136 | 243 | 387 | 1 910 4 | 92 | 106 | 116 | 140 | 242 | 387 | 1 479 5 | 93 | 108 | 119 | 142 | 242 | 378 | 1 173 6 | 94 | 110 | 121 | 145 | 241 | 364 | 951 7 | 95 | 112 | 122 | 147 | 241 | 347 | 787 8 | 95 | 113 | 124 | 149 | 241 | 334 | 661 9 | 95 | 113 | 124 | 151 | 240 | 333 | 563 10 | 94 | 112 | 125 | 152 | 239 | 332 | 484 11 | 93 | 111 | 124 | 151 | 237 | 330 | 420 12 | 91 | 110 | 122 | 150 | 236 | 329 | 368 13 | 89 | 108 | 120 | 148 | 234 | 327 | 327 14 | 88 | 106 | 119 | 146 | 232 | 325 | 325 15 | 86 | 105 | 117 | 145 | 230 | 324 | 324 16 | 84 | 103 | 115 | 143 | 229 | 322 | 322 17 | 83 | 101 | 114 | 141 | 227 | 320 | 320 18 | 81 | 100 | 112 | 140 | 226 | 319 | 319 19 | 80 | 99 | 111 | 138 | 224 | 318 | 318 20 | 79 | 98 | 110 | 137 | 223 | 317 | 317 21 | 78 | 97 | 109 | 136 | 222 | 316 | 316 22 | 77 | 95 | 108 | 135 | 221 | 314 | 314 23 | 75 | 94 | 107 | 134 | 220 | 313 | 313 24 | 74 | 93 | 105 | 133 | 219 | 312 | 312 25 | 73 | 92 | 104 | 132 | 217 | 311 | 311 26 | 72 | 90 | 103 | 130 | 216 | 310 | 310 27 | 71 | 89 | 102 | 129 | 215 | 308 | 308 28 | 69 | 88 | 101 | 128 | 214 | 307 | 307 29 | 68 | 87 | 99 | 127 | 213 | 306 | 306 30 | 67 | 86 | 98 | 126 | 212 | 305 | 305 3.20 Mexican peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 306 | 318 | 324 | 345 | 462 | 557 | 3 603 2 | 83 | 95 | 101 | 122 | 240 | 387 | 2 660 3 | 84 | 97 | 106 | 129 | 237 | 400 | 1 995 4 | 86 | 100 | 110 | 135 | 236 | 399 | 1 537 5 | 88 | 103 | 115 | 138 | 237 | 389 | 1 216 6 | 90 | 106 | 117 | 142 | 238 | 374 | 985 7 | 92 | 109 | 120 | 144 | 238 | 356 | 814 8 | 93 | 111 | 122 | 147 | 239 | 337 | 683 9 | 94 | 112 | 123 | 150 | 239 | 332 | 581 10 | 94 | 112 | 125 | 152 | 239 | 332 | 499 11 | 94 | 113 | 125 | 153 | 239 | 332 | 433 12 | 94 | 113 | 126 | 153 | 239 | 332 | 378 13 | 95 | 113 | 126 | 153 | 239 | 333 | 333 14 | 95 | 114 | 126 | 154 | 240 | 333 | 333 15 | 96 | 115 | 127 | 155 | 240 | 334 | 334 16 | 97 | 115 | 128 | 155 | 241 | 335 | 335 17 | 98 | 116 | 129 | 156 | 242 | 335 | 335 18 | 99 | 117 | 130 | 157 | 243 | 336 | 336 19 | 99 | 118 | 130 | 158 | 244 | 337 | 337 20 | 100 | 118 | 131 | 158 | 244 | 337 | 337 21 | 100 | 118 | 131 | 158 | 244 | 337 | 337 22 | 99 | 118 | 130 | 158 | 244 | 337 | 337 23 | 99 | 117 | 130 | 157 | 243 | 336 | 336 24 | 98 | 116 | 129 | 156 | 242 | 335 | 335 25 | 97 | 115 | 128 | 155 | 241 | 334 | 334 26 | 95 | 114 | 126 | 154 | 240 | 333 | 333 27 | 94 | 112 | 125 | 152 | 238 | 332 | 332 28 | 92 | 111 | 123 | 151 | 237 | 330 | 330 29 | 91 | 110 | 122 | 150 | 235 | 329 | 329 30 | 89 | 108 | 121 | 148 | 234 | 327 | 327 3.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 7 | 13 | 34 | 152 | 297 | 3 064 2 | 0 | 6 | 13 | 34 | 151 | 338 | 2 288 3 | 1 | 7 | 15 | 39 | 146 | 353 | 1 731 4 | 1 | 7 | 17 | 42 | 143 | 354 | 1 339 5 | 1 | 8 | 19 | 43 | 142 | 345 | 1 063 6 | 2 | 10 | 21 | 45 | 141 | 332 | 862 7 | 2 | 12 | 22 | 47 | 141 | 317 | 713 8 | 2 | 12 | 23 | 48 | 140 | 300 | 600 9 | 4 | 12 | 24 | 50 | 139 | 283 | 511 10 | 4 | 12 | 27 | 52 | 138 | 266 | 440 11 | 4 | 12 | 30 | 52 | 138 | 250 | 382 12 | 4 | 12 | 31 | 52 | 138 | 234 | 334 13 | 4 | 13 | 34 | 53 | 138 | 232 | 295 14 | 5 | 13 | 37 | 53 | 139 | 232 | 261 15 | 6 | 13 | 40 | 53 | 139 | 232 | 233 16 | 6 | 13 | 41 | 53 | 139 | 232 | 232 17 | 6 | 14 | 44 | 54 | 140 | 233 | 233 18 | 6 | 15 | 47 | 54 | 140 | 234 | 234 19 | 7 | 16 | 49 | 55 | 141 | 234 | 234 20 | 7 | 17 | 51 | 56 | 142 | 235 | 235 21 | 7 | 18 | 54 | 57 | 143 | 236 | 236 22 | 8 | 19 | 56 | 60 | 143 | 237 | 237 23 | 8 | 19 | 58 | 61 | 144 | 237 | 237 24 | 8 | 21 | 61 | 63 | 144 | 238 | 238 25 | 9 | 21 | 63 | 65 | 145 | 238 | 238 26 | 9 | 22 | 66 | 67 | 145 | 238 | 238 27 | 11 | 23 | 68 | 69 | 145 | 239 | 239 28 | 11 | 24 | 71 | 71 | 146 | 239 | 239 29 | 10 | 25 | 73 | 73 | 146 | 239 | 239 30 | 11 | 26 | 75 | 75 | 146 | 239 | 239 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 | 46 | 59 | 65 | 86 | 203 | 318 | 3 298 2 | 47 | 59 | 66 | 87 | 204 | 361 | 2 460 3 | 47 | 60 | 68 | 92 | 199 | 376 | 1 855 4 | 46 | 60 | 70 | 95 | 196 | 375 | 1 431 5 | 46 | 61 | 73 | 96 | 195 | 366 | 1 133 6 | 47 | 63 | 74 | 99 | 195 | 352 | 919 7 | 48 | 64 | 75 | 99 | 194 | 335 | 759 8 | 47 | 65 | 76 | 101 | 193 | 317 | 638 9 | 47 | 65 | 77 | 104 | 192 | 299 | 543 10 | 46 | 65 | 77 | 104 | 191 | 285 | 467 11 | 45 | 64 | 76 | 104 | 190 | 283 | 405 12 | 44 | 63 | 75 | 103 | 189 | 282 | 355 13 | 43 | 61 | 74 | 101 | 187 | 280 | 312 14 | 41 | 60 | 73 | 100 | 186 | 279 | 279 15 | 40 | 59 | 71 | 99 | 185 | 278 | 278 16 | 39 | 58 | 70 | 97 | 183 | 277 | 277 17 | 38 | 57 | 69 | 97 | 182 | 276 | 276 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 19 | 36 | 55 | 67 | 95 | 181 | 274 | 274 20 | 36 | 55 | 67 | 94 | 180 | 274 | 274 21 | 35 | 54 | 66 | 94 | 180 | 273 | 273 22 | 35 | 53 | 66 | 93 | 179 | 273 | 273 23 | 34 | 53 | 65 | 93 | 179 | 272 | 272 24 | 33 | 52 | 65 | 92 | 178 | 271 | 271 25 | 33 | 51 | 66 | 91 | 177 | 271 | 271 26 | 32 | 51 | 68 | 91 | 177 | 270 | 270 27 | 31 | 50 | 71 | 90 | 176 | 269 | 269 28 | 31 | 49 | 73 | 89 | 175 | 268 | 268 29 | 30 | 49 | 77 | 89 | 175 | 268 | 268 30 | 29 | 48 | 79 | 88 | 174 | 267 | 267 3.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 109 | 121 | 128 | 149 | 266 | 361 | 3 417 2 | 111 | 123 | 129 | 151 | 268 | 374 | 2 556 3 | 112 | 125 | 133 | 157 | 264 | 391 | 1 937 4 | 114 | 127 | 137 | 162 | 263 | 392 | 1 500 5 | 115 | 130 | 141 | 165 | 264 | 384 | 1 192 6 | 117 | 133 | 144 | 169 | 265 | 371 | 969 7 | 119 | 136 | 146 | 171 | 265 | 358 | 804 8 | 119 | 136 | 147 | 173 | 265 | 358 | 677 9 | 119 | 137 | 149 | 175 | 264 | 358 | 577 10 | 119 | 137 | 150 | 177 | 264 | 357 | 497 11 | 118 | 137 | 149 | 177 | 263 | 356 | 432 12 | 117 | 136 | 148 | 176 | 262 | 355 | 379 13 | 116 | 134 | 147 | 174 | 260 | 353 | 353 14 | 114 | 133 | 145 | 173 | 258 | 352 | 352 15 | 112 | 131 | 143 | 171 | 257 | 350 | 350 16 | 110 | 129 | 141 | 169 | 255 | 348 | 348 17 | 108 | 127 | 139 | 167 | 253 | 346 | 346 18 | 106 | 125 | 137 | 165 | 251 | 344 | 344 19 | 104 | 123 | 136 | 163 | 249 | 342 | 342 20 | 103 | 121 | 134 | 161 | 247 | 341 | 341 21 | 101 | 120 | 132 | 160 | 246 | 339 | 339 22 | 99 | 118 | 130 | 158 | 244 | 337 | 337 23 | 97 | 116 | 129 | 156 | 242 | 335 | 335 24 | 96 | 114 | 127 | 154 | 240 | 333 | 333 25 | 94 | 112 | 125 | 152 | 238 | 331 | 331 26 | 92 | 111 | 123 | 150 | 236 | 330 | 330 27 | 90 | 109 | 121 | 149 | 234 | 328 | 328 28 | 88 | 107 | 119 | 147 | 233 | 326 | 326 29 | 87 | 105 | 118 | 145 | 231 | 324 | 324 30 | 85 | 104 | 116 | 144 | 229 | 323 | 323 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 | 163 | 175 | 181 | 202 | 320 | 415 | 3 703 2 | 171 | 184 | 190 | 211 | 328 | 423 | 2 758 3 | 176 | 188 | 197 | 220 | 328 | 423 | 2 084 4 | 177 | 191 | 201 | 226 | 327 | 421 | 1 612 5 | 179 | 193 | 205 | 228 | 327 | 421 | 1 278 6 | 179 | 195 | 206 | 231 | 327 | 420 | 1 036 7 | 180 | 197 | 207 | 232 | 326 | 419 | 856 8 | 179 | 196 | 207 | 233 | 325 | 418 | 719 9 | 178 | 196 | 208 | 235 | 324 | 417 | 611 10 | 178 | 196 | 208 | 236 | 322 | 416 | 526 11 | 176 | 195 | 207 | 235 | 321 | 414 | 456 12 | 174 | 193 | 205 | 233 | 319 | 412 | 412 13 | 171 | 190 | 203 | 230 | 316 | 409 | 409 14 | 169 | 187 | 200 | 227 | 313 | 406 | 406 15 | 166 | 184 | 197 | 224 | 310 | 403 | 403 16 | 163 | 181 | 194 | 221 | 307 | 400 | 400 17 | 160 | 178 | 191 | 218 | 304 | 398 | 398 18 | 157 | 176 | 188 | 215 | 301 | 395 | 395 19 | 154 | 173 | 185 | 213 | 298 | 392 | 392 20 | 151 | 170 | 182 | 210 | 296 | 389 | 389 21 | 148 | 167 | 179 | 207 | 293 | 386 | 386 22 | 145 | 164 | 176 | 204 | 290 | 383 | 383 23 | 142 | 161 | 173 | 201 | 286 | 380 | 380 24 | 139 | 158 | 170 | 198 | 283 | 377 | 377 25 | 136 | 155 | 167 | 194 | 280 | 374 | 374 26 | 133 | 152 | 164 | 191 | 277 | 371 | 371 27 | 130 | 149 | 161 | 189 | 274 | 368 | 368 28 | 127 | 146 | 158 | 186 | 272 | 365 | 365 29 | 124 | 143 | 155 | 183 | 269 | 362 | 362 30 | 122 | 140 | 153 | 180 | 266 | 359 | 359 3.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 28 | 40 | 46 | 67 | 184 | 303 | 3 125 2 | 28 | 40 | 47 | 68 | 185 | 345 | 2 337 3 | 28 | 41 | 49 | 73 | 180 | 361 | 1 770 4 | 28 | 42 | 52 | 77 | 178 | 362 | 1 371 5 | 29 | 43 | 55 | 78 | 177 | 353 | 1 089 6 | 29 | 45 | 56 | 81 | 177 | 340 | 884 7 | 30 | 47 | 57 | 82 | 176 | 325 | 732 8 | 29 | 47 | 58 | 83 | 175 | 308 | 615 9 | 29 | 47 | 58 | 85 | 174 | 290 | 524 10 | 29 | 47 | 59 | 87 | 174 | 273 | 451 11 | 28 | 47 | 59 | 87 | 173 | 266 | 392 12 | 28 | 46 | 59 | 86 | 172 | 266 | 343 13 | 27 | 46 | 59 | 86 | 172 | 265 | 303 14 | 27 | 46 | 58 | 86 | 171 | 265 | 268 15 | 27 | 45 | 58 | 85 | 171 | 265 | 265 16 | 27 | 45 | 58 | 85 | 171 | 264 | 264 17 | 27 | 45 | 58 | 85 | 171 | 264 | 264 18 | 27 | 46 | 58 | 85 | 171 | 265 | 265 19 | 27 | 46 | 58 | 86 | 171 | 265 | 265 20 | 27 | 46 | 58 | 86 | 172 | 265 | 265 21 | 27 | 46 | 58 | 86 | 172 | 265 | 265 22 | 27 | 46 | 58 | 86 | 171 | 265 | 265 23 | 27 | 46 | 60 | 85 | 171 | 265 | 265 24 | 27 | 45 | 62 | 85 | 171 | 264 | 264 25 | 26 | 45 | 65 | 85 | 171 | 264 | 264 26 | 26 | 45 | 67 | 85 | 170 | 264 | 264 27 | 26 | 44 | 70 | 84 | 170 | 263 | 263 28 | 25 | 44 | 72 | 84 | 170 | 263 | 263 29 | 25 | 44 | 74 | 84 | 169 | 263 | 263 30 | 25 | 43 | 78 | 83 | 169 | 262 | 262 3.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 25 | 37 | 44 | 65 | 182 | 308 | 3 189 2 | 27 | 39 | 45 | 66 | 184 | 352 | 2 387 3 | 28 | 41 | 49 | 73 | 180 | 368 | 1 807 4 | 29 | 43 | 53 | 78 | 179 | 368 | 1 399 5 | 31 | 46 | 57 | 81 | 180 | 360 | 1 110 6 | 33 | 49 | 60 | 84 | 180 | 346 | 901 7 | 35 | 52 | 62 | 87 | 181 | 330 | 746 8 | 35 | 52 | 63 | 89 | 181 | 313 | 627 9 | 36 | 54 | 65 | 92 | 181 | 295 | 534 10 | 36 | 55 | 67 | 94 | 181 | 278 | 460 11 | 37 | 56 | 68 | 96 | 182 | 275 | 399 12 | 37 | 56 | 68 | 96 | 182 | 275 | 349 13 | 37 | 56 | 69 | 96 | 182 | 275 | 308 14 | 37 | 56 | 68 | 96 | 182 | 275 | 275 15 | 37 | 56 | 68 | 96 | 182 | 275 | 275 16 | 37 | 56 | 68 | 96 | 182 | 275 | 275 17 | 37 | 56 | 68 | 96 | 182 | 275 | 275 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 19 | 37 | 56 | 69 | 96 | 182 | 275 | 275 20 | 38 | 56 | 69 | 96 | 182 | 276 | 276 21 | 38 | 57 | 69 | 96 | 182 | 276 | 276 22 | 38 | 56 | 69 | 96 | 182 | 276 | 276 23 | 38 | 56 | 69 | 96 | 182 | 275 | 275 24 | 37 | 56 | 68 | 96 | 182 | 275 | 275 25 | 37 | 55 | 68 | 95 | 181 | 274 | 274 26 | 36 | 55 | 68 | 95 | 181 | 274 | 274 27 | 36 | 54 | 71 | 94 | 180 | 273 | 273 28 | 35 | 54 | 73 | 94 | 179 | 273 | 273 29 | 34 | 53 | 76 | 93 | 179 | 272 | 272 30 | 34 | 52 | 78 | 92 | 178 | 271 | 271 3.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 123 | 135 | 141 | 163 | 280 | 375 | 3 546 2 | 121 | 133 | 140 | 161 | 278 | 381 | 2 613 3 | 120 | 133 | 141 | 165 | 272 | 397 | 1 972 4 | 119 | 133 | 143 | 168 | 269 | 398 | 1 528 5 | 120 | 134 | 146 | 169 | 268 | 390 | 1 215 6 | 120 | 136 | 147 | 171 | 267 | 376 | 988 7 | 120 | 137 | 148 | 172 | 266 | 360 | 819 8 | 120 | 137 | 148 | 174 | 265 | 359 | 689 9 | 119 | 137 | 148 | 175 | 264 | 358 | 588 10 | 119 | 137 | 150 | 177 | 264 | 357 | 506 11 | 118 | 137 | 149 | 177 | 263 | 356 | 440 12 | 117 | 136 | 148 | 176 | 262 | 355 | 385 13 | 116 | 135 | 147 | 175 | 261 | 354 | 354 14 | 115 | 134 | 146 | 174 | 259 | 353 | 353 15 | 113 | 132 | 144 | 172 | 257 | 351 | 351 16 | 111 | 130 | 142 | 170 | 255 | 349 | 349 17 | 109 | 127 | 140 | 167 | 253 | 346 | 346 18 | 107 | 125 | 138 | 165 | 251 | 344 | 344 19 | 105 | 123 | 136 | 163 | 249 | 342 | 342 20 | 102 | 121 | 134 | 161 | 247 | 340 | 340 21 | 100 | 119 | 131 | 159 | 245 | 338 | 338 22 | 98 | 117 | 129 | 157 | 242 | 336 | 336 23 | 96 | 114 | 127 | 154 | 240 | 334 | 334 24 | 94 | 112 | 125 | 152 | 238 | 331 | 331 25 | 91 | 110 | 122 | 150 | 236 | 329 | 329 26 | 89 | 108 | 120 | 148 | 234 | 327 | 327 27 | 87 | 106 | 118 | 146 | 232 | 325 | 325 28 | 85 | 104 | 116 | 144 | 230 | 323 | 323 29 | 83 | 102 | 114 | 142 | 228 | 321 | 321 30 | 81 | 100 | 112 | 140 | 226 | 319 | 319 3.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 9 | 15 | 36 | 154 | 312 | 3 230 2 | 0 | 11 | 17 | 38 | 155 | 353 | 2 399 3 | 1 | 12 | 21 | 44 | 152 | 368 | 1 810 4 | 1 | 14 | 25 | 49 | 150 | 367 | 1 398 5 | 2 | 17 | 28 | 52 | 151 | 358 | 1 108 6 | 4 | 20 | 31 | 55 | 151 | 344 | 898 7 | 6 | 23 | 33 | 58 | 152 | 328 | 742 8 | 6 | 23 | 35 | 60 | 152 | 310 | 623 9 | 6 | 24 | 36 | 63 | 152 | 293 | 530 10 | 7 | 25 | 37 | 65 | 151 | 275 | 456 11 | 7 | 25 | 38 | 65 | 151 | 258 | 396 12 | 6 | 25 | 37 | 65 | 151 | 244 | 347 13 | 6 | 25 | 37 | 65 | 151 | 244 | 305 14 | 6 | 25 | 38 | 65 | 150 | 244 | 270 15 | 6 | 24 | 40 | 64 | 150 | 244 | 244 16 | 6 | 24 | 43 | 64 | 150 | 243 | 243 17 | 6 | 24 | 46 | 64 | 150 | 243 | 243 18 | 7 | 24 | 48 | 64 | 150 | 243 | 243 19 | 7 | 24 | 50 | 64 | 150 | 243 | 243 20 | 7 | 25 | 53 | 65 | 151 | 244 | 244 21 | 7 | 25 | 55 | 65 | 151 | 244 | 244 22 | 9 | 26 | 58 | 65 | 151 | 245 | 245 23 | 9 | 26 | 60 | 66 | 152 | 245 | 245 24 | 10 | 26 | 62 | 66 | 152 | 245 | 245 25 | 10 | 26 | 65 | 67 | 152 | 245 | 245 26 | 10 | 26 | 67 | 69 | 152 | 245 | 245 27 | 11 | 26 | 70 | 71 | 152 | 245 | 245 28 | 11 | 26 | 72 | 73 | 152 | 245 | 245 29 | 11 | 26 | 75 | 75 | 152 | 245 | 245 30 | 12 | 26 | 78 | 77 | 152 | 245 | 245 3.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 43 | 50 | 71 | 188 | 311 | 3 217 2 | 31 | 43 | 50 | 71 | 188 | 353 | 2 398 3 | 30 | 43 | 51 | 75 | 182 | 368 | 1 811 4 | 29 | 43 | 53 | 78 | 179 | 368 | 1 399 5 | 29 | 44 | 55 | 79 | 178 | 359 | 1 109 6 | 32 | 47 | 58 | 83 | 179 | 345 | 899 7 | 30 | 47 | 57 | 82 | 176 | 328 | 743 8 | 33 | 50 | 61 | 87 | 179 | 311 | 624 9 | 32 | 50 | 62 | 89 | 178 | 293 | 531 10 | 28 | 46 | 58 | 86 | 173 | 276 | 457 11 | 24 | 42 | 55 | 82 | 168 | 262 | 397 12 | 21 | 39 | 52 | 79 | 165 | 259 | 347 13 | 18 | 37 | 49 | 77 | 163 | 256 | 305 14 | 17 | 35 | 48 | 75 | 161 | 254 | 270 15 | 15 | 34 | 46 | 74 | 160 | 253 | 253 16 | 14 | 32 | 45 | 72 | 158 | 251 | 251 17 | 13 | 32 | 45 | 72 | 157 | 251 | 251 18 | 12 | 31 | 48 | 71 | 157 | 250 | 250 19 | 12 | 31 | 50 | 71 | 156 | 250 | 250 20 | 12 | 31 | 53 | 71 | 156 | 250 | 250 21 | 12 | 31 | 55 | 71 | 156 | 250 | 250 22 | 12 | 31 | 58 | 71 | 156 | 250 | 250 23 | 12 | 31 | 59 | 70 | 156 | 250 | 250 24 | 12 | 30 | 62 | 70 | 156 | 249 | 249 25 | 12 | 30 | 65 | 70 | 156 | 249 | 249 26 | 11 | 30 | 67 | 70 | 156 | 249 | 249 27 | 11 | 30 | 69 | 71 | 156 | 249 | 249 28 | 11 | 30 | 72 | 73 | 156 | 249 | 249 29 | 11 | 30 | 74 | 75 | 155 | 249 | 249 30 | 12 | 30 | 78 | 76 | 155 | 249 | 249 3.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 206 | 218 | 225 | 246 | 363 | 458 | 3 660 2 | 203 | 215 | 222 | 243 | 360 | 455 | 2 661 3 | 198 | 211 | 219 | 243 | 350 | 445 | 1 991 4 | 193 | 207 | 217 | 242 | 343 | 437 | 1 533 5 | 189 | 204 | 215 | 239 | 338 | 431 | 1 214 6 | 186 | 202 | 213 | 237 | 333 | 427 | 985 7 | 183 | 200 | 210 | 235 | 329 | 422 | 816 8 | 179 | 196 | 207 | 233 | 324 | 418 | 687 9 | 175 | 193 | 204 | 231 | 320 | 413 | 587 10 | 171 | 189 | 202 | 229 | 316 | 409 | 507 11 | 167 | 186 | 198 | 226 | 312 | 405 | 441 12 | 163 | 182 | 194 | 222 | 308 | 401 | 401 13 | 159 | 178 | 190 | 218 | 304 | 397 | 397 14 | 155 | 174 | 186 | 214 | 300 | 393 | 393 15 | 152 | 170 | 183 | 210 | 296 | 389 | 389 16 | 148 | 167 | 179 | 207 | 293 | 386 | 386 17 | 145 | 163 | 176 | 203 | 289 | 382 | 382 18 | 142 | 160 | 173 | 200 | 286 | 379 | 379 19 | 139 | 157 | 170 | 197 | 283 | 376 | 376 20 | 136 | 154 | 167 | 194 | 280 | 373 | 373 21 | 133 | 151 | 164 | 191 | 277 | 370 | 370 22 | 130 | 148 | 161 | 188 | 274 | 368 | 368 23 | 127 | 146 | 158 | 186 | 271 | 365 | 365 24 | 124 | 143 | 155 | 183 | 269 | 362 | 362 25 | 121 | 140 | 152 | 180 | 266 | 359 | 359 26 | 119 | 137 | 150 | 177 | 263 | 356 | 356 27 | 116 | 135 | 147 | 175 | 260 | 354 | 354 28 | 114 | 132 | 145 | 172 | 258 | 351 | 351 29 | 111 | 130 | 142 | 170 | 256 | 349 | 349 30 | 109 | 127 | 140 | 167 | 253 | 346 | 346 3.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 25 | 50 | 169 | 316 | 3 277 2 | 0 | 14 | 25 | 50 | 169 | 358 | 2 436 3 | 1 | 16 | 28 | 55 | 166 | 372 | 1 833 4 | 1 | 20 | 31 | 60 | 165 | 371 | 1 414 5 | 3 | 23 | 36 | 66 | 165 | 361 | 1 120 6 | 5 | 27 | 39 | 68 | 166 | 347 | 907 7 | 8 | 30 | 42 | 70 | 166 | 331 | 750 8 | 11 | 34 | 45 | 74 | 166 | 313 | 629 9 | 12 | 37 | 49 | 76 | 166 | 295 | 535 10 | 14 | 39 | 51 | 77 | 166 | 277 | 461 11 | 15 | 41 | 52 | 78 | 166 | 260 | 400 12 | 15 | 42 | 54 | 79 | 166 | 260 | 350 13 | 16 | 43 | 54 | 80 | 166 | 260 | 308 14 | 17 | 44 | 55 | 80 | 166 | 259 | 273 15 | 17 | 44 | 55 | 80 | 166 | 259 | 259 16 | 17 | 44 | 55 | 80 | 166 | 259 | 259 17 | 17 | 44 | 55 | 80 | 166 | 259 | 259 18 | 17 | 44 | 55 | 80 | 166 | 259 | 259 19 | 17 | 44 | 55 | 80 | 166 | 259 | 259 20 | 17 | 44 | 55 | 80 | 166 | 260 | 260 21 | 17 | 44 | 55 | 80 | 166 | 260 | 260 22 | 17 | 44 | 58 | 80 | 166 | 260 | 260 23 | 17 | 44 | 61 | 80 | 166 | 260 | 260 24 | 17 | 44 | 63 | 80 | 166 | 259 | 259 25 | 17 | 44 | 66 | 80 | 166 | 259 | 259 26 | 17 | 44 | 68 | 80 | 166 | 259 | 259 27 | 17 | 44 | 71 | 80 | 165 | 259 | 259 28 | 17 | 44 | 73 | 80 | 165 | 258 | 258 29 | 17 | 44 | 75 | 80 | 165 | 258 | 258 30 | 17 | 44 | 78 | 80 | 164 | 258 | 258 3.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 14 | 131 | 293 | 3 014 2 | 0 | 1 | 6 | 13 | 130 | 333 | 2 249 3 | 1 | 1 | 8 | 16 | 123 | 348 | 1 701 4 | 1 | 3 | 11 | 19 | 120 | 348 | 1 317 5 | 1 | 4 | 15 | 21 | 119 | 340 | 1 045 6 | 2 | 4 | 16 | 24 | 119 | 327 | 849 7 | 2 | 6 | 19 | 27 | 119 | 312 | 703 8 | 2 | 6 | 21 | 29 | 118 | 296 | 591 9 | 4 | 7 | 24 | 31 | 118 | 279 | 504 10 | 4 | 8 | 27 | 33 | 118 | 263 | 434 11 | 4 | 9 | 30 | 36 | 118 | 247 | 377 12 | 4 | 9 | 31 | 38 | 119 | 232 | 330 13 | 4 | 11 | 34 | 40 | 119 | 217 | 291 14 | 5 | 11 | 37 | 42 | 119 | 212 | 258 15 | 6 | 13 | 39 | 44 | 119 | 213 | 230 16 | 6 | 13 | 41 | 46 | 120 | 213 | 213 17 | 6 | 14 | 44 | 49 | 120 | 213 | 213 18 | 6 | 15 | 46 | 51 | 120 | 214 | 214 19 | 7 | 16 | 48 | 53 | 123 | 214 | 214 20 | 7 | 16 | 51 | 55 | 125 | 215 | 215 21 | 7 | 18 | 53 | 57 | 126 | 215 | 215 22 | 8 | 19 | 55 | 58 | 129 | 216 | 216 23 | 8 | 19 | 58 | 61 | 130 | 216 | 216 24 | 8 | 21 | 60 | 63 | 132 | 216 | 216 25 | 9 | 21 | 63 | 65 | 133 | 216 | 216 26 | 9 | 22 | 65 | 67 | 135 | 216 | 216 27 | 10 | 23 | 68 | 68 | 136 | 216 | 216 28 | 10 | 24 | 70 | 70 | 137 | 216 | 216 29 | 10 | 24 | 73 | 72 | 138 | 216 | 216 30 | 11 | 26 | 75 | 75 | 140 | 216 | 216 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 19 Euro | Belgium | 19 Euro | Cyprus | 19 Euro | Estonia | 19 Euro | Finland | 19 Euro | France | 19 Euro | Germany | 19 Euro | Greece | 19 Euro | Ireland | 19 Euro | Italy | 19 Euro | Latvia | 19 Euro | Lithuania | 19 Euro |

Luxembourg | 19 Euro | Malta | 19 Euro | Netherlands | 19 Euro | Portugal | 19 Euro | Slovakia | 19 Euro | Slovenia | 19 Euro | Spain | 19 Czech koruna | Czech Republic | 24 Danish krone | Denmark | 15 Forint | Hungary | 20 Krona | Sweden | -3 Kuna | Croatia | -1 Lev | Bulgaria | 35 Pound sterling | United Kingdom | 24 Romanian leu | Romania | 5 Zloty | Poland | 17 Króna | Iceland | -6 Norwegian krone | Norway | 5 Swiss franc | Liechtenstein | -3 Swiss franc | Switzerland | -3 Australian dollar | Australia | 5 Canadian dollar | Canada | 10 Renminbi-yuan | China | 6 Hong Kong dollar | Hong Kong | 3 US dollar | United States | 52 Yen | Japan | 2 * * *