COMMISSION IMPLEMENTING REGULATION (EU) 2016/869

3.6.2016 | EN | Official Journal of the European Union | L 147/1 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2016/869 of 27 May 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 2016 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 7 April 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end March 2016 market data. That information was published on 7 April 2016 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 March until 29 June 2016. 2\. For each relevant currency, the technical information to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 March 2016. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 27 May 2016. For the Commission The President Jean-Claude JUNCKER * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | – 0,248 % | 0,042 % | – 0,258 % | 1,008 % | – 0,553 % | 1,358 % 2 | – 0,249 % | 0,105 % | – 0,259 % | 1,188 % | – 0,442 % | 1,707 % 3 | – 0,216 % | 0,130 % | – 0,226 % | 1,370 % | – 0,264 % | 1,965 % 4 | – 0,151 % | 0,165 % | – 0,161 % | 1,589 % | – 0,046 % | 2,193 % 5 | – 0,071 % | 0,205 % | – 0,081 % | 1,862 % | 0,182 % | 2,496 % 6 | 0,029 % | 0,244 % | 0,019 % | 2,091 % | 0,406 % | 2,827 % 7 | 0,140 % | 0,292 % | 0,130 % | 2,259 % | 0,606 % | 3,148 % 8 | 0,255 % | 0,339 % | 0,245 % | 2,430 % | 0,780 % | 3,441 % 9 | 0,353 % | 0,387 % | 0,343 % | 2,604 % | 0,934 % | 3,696 % 10 | 0,464 % | 0,442 % | 0,454 % | 2,782 % | 1,067 % | 3,905 % 11 | 0,549 % | 0,499 % | 0,539 % | 2,936 % | 1,232 % | 4,067 % 12 | 0,622 % | 0,556 % | 0,612 % | 3,064 % | 1,413 % | 4,192 % 13 | 0,700 % | 0,614 % | 0,690 % | 3,172 % | 1,589 % | 4,289 % 14 | 0,771 % | 0,677 % | 0,761 % | 3,265 % | 1,754 % | 4,364 % 15 | 0,823 % | 0,749 % | 0,813 % | 3,344 % | 1,904 % | 4,422 % 16 | 0,851 % | 0,830 % | 0,840 % | 3,412 % | 2,040 % | 4,467 % 17 | 0,866 % | 0,917 % | 0,855 % | 3,472 % | 2,162 % | 4,502 % 18 | 0,879 % | 1,008 % | 0,869 % | 3,524 % | 2,272 % | 4,529 % 19 | 0,899 % | 1,099 % | 0,889 % | 3,570 % | 2,371 % | 4,549 % 20 | 0,931 % | 1,190 % | 0,920 % | 3,610 % | 2,461 % | 4,564 % 21 | 0,976 % | 1,279 % | 0,966 % | 3,646 % | 2,543 % | 4,574 % 22 | 1,032 % | 1,367 % | 1,022 % | 3,679 % | 2,618 % | 4,581 % 23 | 1,095 % | 1,451 % | 1,085 % | 3,708 % | 2,686 % | 4,586 % 24 | 1,162 % | 1,533 % | 1,153 % | 3,734 % | 2,748 % | 4,588 % 25 | 1,232 % | 1,612 % | 1,223 % | 3,758 % | 2,806 % | 4,588 % 26 | 1,303 % | 1,687 % | 1,294 % | 3,779 % | 2,859 % | 4,587 % 27 | 1,374 % | 1,760 % | 1,365 % | 3,799 % | 2,909 % | 4,584 % 28 | 1,445 % | 1,830 % | 1,436 % | 3,817 % | 2,954 % | 4,581 % 29 | 1,514 % | 1,896 % | 1,506 % | 3,834 % | 2,997 % | 4,577 % 30 | 1,582 % | 1,960 % | 1,574 % | 3,849 % | 3,037 % | 4,572 % 31 | 1,648 % | 2,021 % | 1,640 % | 3,863 % | 3,074 % | 4,567 % 32 | 1,712 % | 2,080 % | 1,705 % | 3,876 % | 3,109 % | 4,562 % 33 | 1,774 % | 2,135 % | 1,767 % | 3,888 % | 3,142 % | 4,556 % 34 | 1,834 % | 2,189 % | 1,827 % | 3,899 % | 3,173 % | 4,551 % 35 | 1,892 % | 2,240 % | 1,885 % | 3,910 % | 3,202 % | 4,545 % 36 | 1,948 % | 2,289 % | 1,941 % | 3,919 % | 3,230 % | 4,539 % 37 | 2,002 % | 2,336 % | 1,995 % | 3,928 % | 3,256 % | 4,533 % 38 | 2,054 % | 2,381 % | 2,047 % | 3,937 % | 3,281 % | 4,527 % 39 | 2,104 % | 2,424 % | 2,097 % | 3,945 % | 3,304 % | 4,521 % 40 | 2,152 % | 2,465 % | 2,145 % | 3,952 % | 3,327 % | 4,515 % 41 | 2,198 % | 2,505 % | 2,192 % | 3,959 % | 3,348 % | 4,509 % 42 | 2,242 % | 2,543 % | 2,236 % | 3,966 % | 3,368 % | 4,503 % 43 | 2,285 % | 2,579 % | 2,279 % | 3,972 % | 3,387 % | 4,498 % 44 | 2,326 % | 2,614 % | 2,320 % | 3,978 % | 3,406 % | 4,492 % 45 | 2,365 % | 2,648 % | 2,360 % | 3,984 % | 3,423 % | 4,487 % 46 | 2,403 % | 2,680 % | 2,398 % | 3,989 % | 3,440 % | 4,482 % 47 | 2,440 % | 2,711 % | 2,434 % | 3,994 % | 3,456 % | 4,477 % 48 | 2,475 % | 2,741 % | 2,470 % | 3,999 % | 3,472 % | 4,472 % 49 | 2,509 % | 2,770 % | 2,504 % | 4,004 % | 3,486 % | 4,467 % 50 | 2,542 % | 2,797 % | 2,537 % | 4,008 % | 3,501 % | 4,462 % 51 | 2,573 % | 2,824 % | 2,568 % | 4,012 % | 3,514 % | 4,457 % 52 | 2,604 % | 2,850 % | 2,599 % | 4,016 % | 3,527 % | 4,453 % 53 | 2,633 % | 2,875 % | 2,628 % | 4,020 % | 3,540 % | 4,449 % 54 | 2,661 % | 2,899 % | 2,657 % | 4,024 % | 3,552 % | 4,444 % 55 | 2,689 % | 2,922 % | 2,684 % | 4,027 % | 3,564 % | 4,440 % 56 | 2,715 % | 2,944 % | 2,711 % | 4,030 % | 3,575 % | 4,436 % 57 | 2,741 % | 2,966 % | 2,736 % | 4,034 % | 3,586 % | 4,432 % 58 | 2,766 % | 2,987 % | 2,761 % | 4,037 % | 3,597 % | 4,429 % 59 | 2,789 % | 3,007 % | 2,785 % | 4,040 % | 3,607 % | 4,425 % 60 | 2,813 % | 3,026 % | 2,808 % | 4,042 % | 3,617 % | 4,421 % 61 | 2,835 % | 3,045 % | 2,831 % | 4,045 % | 3,626 % | 4,418 % 62 | 2,857 % | 3,064 % | 2,853 % | 4,048 % | 3,636 % | 4,415 % 63 | 2,878 % | 3,082 % | 2,874 % | 4,050 % | 3,645 % | 4,411 % 64 | 2,898 % | 3,099 % | 2,894 % | 4,053 % | 3,653 % | 4,408 % 65 | 2,918 % | 3,116 % | 2,914 % | 4,055 % | 3,662 % | 4,405 % 66 | 2,937 % | 3,132 % | 2,934 % | 4,058 % | 3,670 % | 4,402 % 67 | 2,956 % | 3,148 % | 2,952 % | 4,060 % | 3,678 % | 4,399 % 68 | 2,974 % | 3,163 % | 2,970 % | 4,062 % | 3,685 % | 4,396 % 69 | 2,992 % | 3,178 % | 2,988 % | 4,064 % | 3,693 % | 4,393 % 70 | 3,009 % | 3,192 % | 3,005 % | 4,066 % | 3,700 % | 4,391 % 71 | 3,026 % | 3,207 % | 3,022 % | 4,068 % | 3,707 % | 4,388 % 72 | 3,042 % | 3,220 % | 3,038 % | 4,070 % | 3,714 % | 4,385 % 73 | 3,057 % | 3,234 % | 3,054 % | 4,072 % | 3,720 % | 4,383 % 74 | 3,073 % | 3,247 % | 3,069 % | 4,074 % | 3,727 % | 4,380 % 75 | 3,088 % | 3,259 % | 3,084 % | 4,075 % | 3,733 % | 4,378 % 76 | 3,102 % | 3,271 % | 3,099 % | 4,077 % | 3,739 % | 4,376 % 77 | 3,116 % | 3,283 % | 3,113 % | 4,079 % | 3,745 % | 4,374 % 78 | 3,130 % | 3,295 % | 3,127 % | 4,080 % | 3,751 % | 4,371 % 79 | 3,144 % | 3,306 % | 3,141 % | 4,082 % | 3,757 % | 4,369 % 80 | 3,157 % | 3,318 % | 3,154 % | 4,083 % | 3,762 % | 4,367 % 81 | 3,170 % | 3,328 % | 3,167 % | 4,085 % | 3,768 % | 4,365 % 82 | 3,182 % | 3,339 % | 3,179 % | 4,086 % | 3,773 % | 4,363 % 83 | 3,194 % | 3,349 % | 3,191 % | 4,088 % | 3,778 % | 4,361 % 84 | 3,206 % | 3,359 % | 3,203 % | 4,089 % | 3,783 % | 4,359 % 85 | 3,218 % | 3,369 % | 3,215 % | 4,090 % | 3,788 % | 4,357 % 86 | 3,229 % | 3,379 % | 3,226 % | 4,092 % | 3,793 % | 4,355 % 87 | 3,240 % | 3,388 % | 3,237 % | 4,093 % | 3,797 % | 4,354 % 88 | 3,251 % | 3,397 % | 3,248 % | 4,094 % | 3,802 % | 4,352 % 89 | 3,262 % | 3,406 % | 3,259 % | 4,095 % | 3,807 % | 4,350 % 90 | 3,272 % | 3,415 % | 3,269 % | 4,096 % | 3,811 % | 4,349 % 91 | 3,282 % | 3,424 % | 3,280 % | 4,098 % | 3,815 % | 4,347 % 92 | 3,292 % | 3,432 % | 3,290 % | 4,099 % | 3,819 % | 4,345 % 93 | 3,302 % | 3,440 % | 3,299 % | 4,100 % | 3,823 % | 4,344 % 94 | 3,311 % | 3,448 % | 3,309 % | 4,101 % | 3,827 % | 4,342 % 95 | 3,321 % | 3,456 % | 3,318 % | 4,102 % | 3,831 % | 4,341 % 96 | 3,330 % | 3,464 % | 3,327 % | 4,103 % | 3,835 % | 4,339 % 97 | 3,339 % | 3,472 % | 3,336 % | 4,104 % | 3,839 % | 4,338 % 98 | 3,348 % | 3,479 % | 3,345 % | 4,105 % | 3,843 % | 4,336 % 99 | 3,356 % | 3,486 % | 3,354 % | 4,106 % | 3,846 % | 4,335 % 100 | 3,365 % | 3,493 % | 3,362 % | 4,107 % | 3,850 % | 4,334 % 101 | 3,373 % | 3,500 % | 3,370 % | 4,108 % | 3,853 % | 4,332 % 102 | 3,381 % | 3,507 % | 3,378 % | 4,109 % | 3,857 % | 4,331 % 103 | 3,389 % | 3,514 % | 3,386 % | 4,110 % | 3,860 % | 4,330 % 104 | 3,397 % | 3,520 % | 3,394 % | 4,110 % | 3,863 % | 4,329 % 105 | 3,404 % | 3,527 % | 3,402 % | 4,111 % | 3,866 % | 4,327 % 106 | 3,412 % | 3,533 % | 3,409 % | 4,112 % | 3,870 % | 4,326 % 107 | 3,419 % | 3,539 % | 3,417 % | 4,113 % | 3,873 % | 4,325 % 108 | 3,426 % | 3,546 % | 3,424 % | 4,114 % | 3,876 % | 4,324 % 109 | 3,433 % | 3,552 % | 3,431 % | 4,115 % | 3,879 % | 4,323 % 110 | 3,440 % | 3,557 % | 3,438 % | 4,115 % | 3,882 % | 4,322 % 111 | 3,447 % | 3,563 % | 3,445 % | 4,116 % | 3,884 % | 4,320 % 112 | 3,454 % | 3,569 % | 3,451 % | 4,117 % | 3,887 % | 4,319 % 113 | 3,460 % | 3,574 % | 3,458 % | 4,118 % | 3,890 % | 4,318 % 114 | 3,467 % | 3,580 % | 3,465 % | 4,118 % | 3,893 % | 4,317 % 115 | 3,473 % | 3,585 % | 3,471 % | 4,119 % | 3,895 % | 4,316 % 116 | 3,479 % | 3,591 % | 3,477 % | 4,120 % | 3,898 % | 4,315 % 117 | 3,486 % | 3,596 % | 3,483 % | 4,120 % | 3,901 % | 4,314 % 118 | 3,492 % | 3,601 % | 3,489 % | 4,121 % | 3,903 % | 4,313 % 119 | 3,498 % | 3,606 % | 3,495 % | 4,122 % | 3,906 % | 4,312 % 120 | 3,503 % | 3,611 % | 3,501 % | 4,122 % | 3,908 % | 4,311 % 121 | 3,509 % | 3,616 % | 3,507 % | 4,123 % | 3,910 % | 4,311 % 122 | 3,515 % | 3,620 % | 3,513 % | 4,124 % | 3,913 % | 4,310 % 123 | 3,520 % | 3,625 % | 3,518 % | 4,124 % | 3,915 % | 4,309 % 124 | 3,526 % | 3,630 % | 3,524 % | 4,125 % | 3,917 % | 4,308 % 125 | 3,531 % | 3,634 % | 3,529 % | 4,126 % | 3,920 % | 4,307 % 126 | 3,536 % | 3,639 % | 3,534 % | 4,126 % | 3,922 % | 4,306 % 127 | 3,542 % | 3,643 % | 3,540 % | 4,127 % | 3,924 % | 4,305 % 128 | 3,547 % | 3,648 % | 3,545 % | 4,127 % | 3,926 % | 4,304 % 129 | 3,552 % | 3,652 % | 3,550 % | 4,128 % | 3,928 % | 4,304 % 130 | 3,557 % | 3,656 % | 3,555 % | 4,128 % | 3,930 % | 4,303 % 131 | 3,562 % | 3,660 % | 3,560 % | 4,129 % | 3,933 % | 4,302 % 132 | 3,566 % | 3,664 % | 3,565 % | 4,129 % | 3,935 % | 4,301 % 133 | 3,571 % | 3,668 % | 3,569 % | 4,130 % | 3,937 % | 4,301 % 134 | 3,576 % | 3,672 % | 3,574 % | 4,131 % | 3,938 % | 4,300 % 135 | 3,581 % | 3,676 % | 3,579 % | 4,131 % | 3,940 % | 4,299 % 136 | 3,585 % | 3,680 % | 3,583 % | 4,132 % | 3,942 % | 4,298 % 137 | 3,590 % | 3,684 % | 3,588 % | 4,132 % | 3,944 % | 4,298 % 138 | 3,594 % | 3,687 % | 3,592 % | 4,133 % | 3,946 % | 4,297 % 139 | 3,598 % | 3,691 % | 3,596 % | 4,133 % | 3,948 % | 4,296 % 140 | 3,603 % | 3,695 % | 3,601 % | 4,134 % | 3,950 % | 4,296 % 141 | 3,607 % | 3,698 % | 3,605 % | 4,134 % | 3,951 % | 4,295 % 142 | 3,611 % | 3,702 % | 3,609 % | 4,134 % | 3,953 % | 4,294 % 143 | 3,615 % | 3,705 % | 3,613 % | 4,135 % | 3,955 % | 4,294 % 144 | 3,619 % | 3,709 % | 3,617 % | 4,135 % | 3,957 % | 4,293 % 145 | 3,623 % | 3,712 % | 3,621 % | 4,136 % | 3,958 % | 4,292 % 146 | 3,627 % | 3,716 % | 3,625 % | 4,136 % | 3,960 % | 4,292 % 147 | 3,631 % | 3,719 % | 3,629 % | 4,137 % | 3,962 % | 4,291 % 148 | 3,635 % | 3,722 % | 3,633 % | 4,137 % | 3,963 % | 4,290 % 149 | 3,639 % | 3,725 % | 3,637 % | 4,138 % | 3,965 % | 4,290 % 150 | 3,642 % | 3,728 % | 3,641 % | 4,138 % | 3,966 % | 4,289 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | – 0,299 % | 0,618 % | 0,750 % | 1,259 % | 5,518 % | 0,677 % 2 | – 0,299 % | 0,667 % | 1,225 % | 1,341 % | 5,670 % | 0,690 % 3 | – 0,266 % | 0,725 % | 1,698 % | 1,493 % | 5,855 % | 0,690 % 4 | – 0,201 % | 0,795 % | 2,126 % | 1,787 % | 5,858 % | 0,746 % 5 | – 0,121 % | 0,878 % | 2,461 % | 2,086 % | 5,691 % | 0,847 % 6 | – 0,021 % | 0,971 % | 2,736 % | 2,176 % | 5,641 % | 0,955 % 7 | 0,089 % | 1,066 % | 2,960 % | 2,360 % | 5,664 % | 1,068 % 8 | 0,204 % | 1,165 % | 3,141 % | 2,523 % | 5,684 % | 1,161 % 9 | 0,302 % | 1,245 % | 3,312 % | 2,644 % | 5,665 % | 1,250 % 10 | 0,413 % | 1,316 % | 3,487 % | 2,775 % | 5,626 % | 1,329 % 11 | 0,498 % | 1,381 % | 3,633 % | 2,891 % | 5,584 % | 1,413 % 12 | 0,571 % | 1,434 % | 3,748 % | 2,989 % | 5,542 % | 1,500 % 13 | 0,649 % | 1,470 % | 3,841 % | 3,072 % | 5,501 % | 1,589 % 14 | 0,720 % | 1,505 % | 3,916 % | 3,144 % | 5,461 % | 1,677 % 15 | 0,771 % | 1,539 % | 3,978 % | 3,207 % | 5,422 % | 1,763 % 16 | 0,799 % | 1,551 % | 4,028 % | 3,262 % | 5,385 % | 1,846 % 17 | 0,814 % | 1,565 % | 4,070 % | 3,311 % | 5,349 % | 1,927 % 18 | 0,827 % | 1,578 % | 4,104 % | 3,355 % | 5,314 % | 2,004 % 19 | 0,847 % | 1,581 % | 4,133 % | 3,394 % | 5,280 % | 2,078 % 20 | 0,879 % | 1,599 % | 4,157 % | 3,430 % | 5,248 % | 2,148 % 21 | 0,925 % | 1,607 % | 4,177 % | 3,463 % | 5,217 % | 2,215 % 22 | 0,982 % | 1,602 % | 4,194 % | 3,493 % | 5,188 % | 2,280 % 23 | 1,046 % | 1,591 % | 4,208 % | 3,520 % | 5,159 % | 2,341 % 24 | 1,114 % | 1,579 % | 4,220 % | 3,546 % | 5,132 % | 2,399 % 25 | 1,186 % | 1,569 % | 4,230 % | 3,569 % | 5,106 % | 2,454 % 26 | 1,258 % | 1,564 % | 4,238 % | 3,591 % | 5,081 % | 2,506 % 27 | 1,330 % | 1,561 % | 4,245 % | 3,611 % | 5,056 % | 2,557 % 28 | 1,402 % | 1,558 % | 4,250 % | 3,630 % | 5,033 % | 2,604 % 29 | 1,472 % | 1,553 % | 4,255 % | 3,648 % | 5,011 % | 2,650 % 30 | 1,541 % | 1,545 % | 4,259 % | 3,665 % | 4,990 % | 2,693 % 31 | 1,609 % | 1,532 % | 4,262 % | 3,680 % | 4,970 % | 2,734 % 32 | 1,674 % | 1,517 % | 4,264 % | 3,695 % | 4,950 % | 2,774 % 33 | 1,737 % | 1,501 % | 4,266 % | 3,709 % | 4,932 % | 2,811 % 34 | 1,798 % | 1,487 % | 4,268 % | 3,722 % | 4,914 % | 2,847 % 35 | 1,857 % | 1,475 % | 4,269 % | 3,735 % | 4,896 % | 2,882 % 36 | 1,914 % | 1,465 % | 4,270 % | 3,747 % | 4,880 % | 2,915 % 37 | 1,968 % | 1,457 % | 4,270 % | 3,758 % | 4,864 % | 2,946 % 38 | 2,021 % | 1,450 % | 4,271 % | 3,769 % | 4,849 % | 2,976 % 39 | 2,072 % | 1,442 % | 4,271 % | 3,779 % | 4,834 % | 3,005 % 40 | 2,120 % | 1,434 % | 4,271 % | 3,789 % | 4,820 % | 3,032 % 41 | 2,167 % | 1,424 % | 4,270 % | 3,798 % | 4,806 % | 3,059 % 42 | 2,212 % | 1,413 % | 4,270 % | 3,807 % | 4,793 % | 3,084 % 43 | 2,256 % | 1,402 % | 4,270 % | 3,815 % | 4,780 % | 3,109 % 44 | 2,297 % | 1,391 % | 4,269 % | 3,824 % | 4,768 % | 3,132 % 45 | 2,337 % | 1,380 % | 4,269 % | 3,831 % | 4,757 % | 3,154 % 46 | 2,376 % | 1,370 % | 4,268 % | 3,839 % | 4,745 % | 3,176 % 47 | 2,413 % | 1,362 % | 4,267 % | 3,846 % | 4,735 % | 3,197 % 48 | 2,449 % | 1,357 % | 4,267 % | 3,853 % | 4,724 % | 3,217 % 49 | 2,483 % | 1,358 % | 4,266 % | 3,860 % | 4,714 % | 3,236 % 50 | 2,517 % | 1,364 % | 4,265 % | 3,866 % | 4,704 % | 3,255 % 51 | 2,549 % | 1,377 % | 4,264 % | 3,872 % | 4,695 % | 3,273 % 52 | 2,579 % | 1,395 % | 4,263 % | 3,878 % | 4,686 % | 3,290 % 53 | 2,609 % | 1,417 % | 4,263 % | 3,884 % | 4,677 % | 3,307 % 54 | 2,638 % | 1,442 % | 4,262 % | 3,890 % | 4,668 % | 3,323 % 55 | 2,666 % | 1,470 % | 4,261 % | 3,895 % | 4,660 % | 3,338 % 56 | 2,693 % | 1,500 % | 4,260 % | 3,900 % | 4,652 % | 3,353 % 57 | 2,719 % | 1,531 % | 4,259 % | 3,905 % | 4,645 % | 3,368 % 58 | 2,744 % | 1,563 % | 4,259 % | 3,910 % | 4,637 % | 3,382 % 59 | 2,768 % | 1,596 % | 4,258 % | 3,915 % | 4,630 % | 3,396 % 60 | 2,792 % | 1,629 % | 4,257 % | 3,919 % | 4,623 % | 3,409 % 61 | 2,814 % | 1,662 % | 4,256 % | 3,924 % | 4,616 % | 3,421 % 62 | 2,836 % | 1,695 % | 4,256 % | 3,928 % | 4,610 % | 3,434 % 63 | 2,858 % | 1,728 % | 4,255 % | 3,932 % | 4,603 % | 3,446 % 64 | 2,879 % | 1,761 % | 4,254 % | 3,936 % | 4,597 % | 3,457 % 65 | 2,899 % | 1,793 % | 4,253 % | 3,940 % | 4,591 % | 3,469 % 66 | 2,918 % | 1,825 % | 4,253 % | 3,944 % | 4,585 % | 3,480 % 67 | 2,937 % | 1,857 % | 4,252 % | 3,948 % | 4,579 % | 3,490 % 68 | 2,956 % | 1,888 % | 4,251 % | 3,951 % | 4,574 % | 3,501 % 69 | 2,973 % | 1,919 % | 4,251 % | 3,955 % | 4,569 % | 3,511 % 70 | 2,991 % | 1,949 % | 4,250 % | 3,958 % | 4,563 % | 3,520 % 71 | 3,008 % | 1,978 % | 4,249 % | 3,962 % | 4,558 % | 3,530 % 72 | 3,024 % | 2,007 % | 4,249 % | 3,965 % | 4,553 % | 3,539 % 73 | 3,040 % | 2,035 % | 4,248 % | 3,968 % | 4,549 % | 3,548 % 74 | 3,056 % | 2,063 % | 4,247 % | 3,971 % | 4,544 % | 3,557 % 75 | 3,071 % | 2,090 % | 4,247 % | 3,974 % | 4,539 % | 3,565 % 76 | 3,086 % | 2,117 % | 4,246 % | 3,977 % | 4,535 % | 3,574 % 77 | 3,100 % | 2,143 % | 4,246 % | 3,980 % | 4,531 % | 3,582 % 78 | 3,114 % | 2,168 % | 4,245 % | 3,983 % | 4,526 % | 3,590 % 79 | 3,128 % | 2,193 % | 4,245 % | 3,985 % | 4,522 % | 3,597 % 80 | 3,141 % | 2,218 % | 4,244 % | 3,988 % | 4,518 % | 3,605 % 81 | 3,154 % | 2,241 % | 4,243 % | 3,990 % | 4,514 % | 3,612 % 82 | 3,167 % | 2,265 % | 4,243 % | 3,993 % | 4,510 % | 3,619 % 83 | 3,179 % | 2,287 % | 4,242 % | 3,995 % | 4,507 % | 3,626 % 84 | 3,191 % | 2,310 % | 4,242 % | 3,998 % | 4,503 % | 3,633 % 85 | 3,203 % | 2,331 % | 4,241 % | 4,000 % | 4,500 % | 3,640 % 86 | 3,215 % | 2,353 % | 4,241 % | 4,002 % | 4,496 % | 3,646 % 87 | 3,226 % | 2,374 % | 4,241 % | 4,005 % | 4,493 % | 3,653 % 88 | 3,237 % | 2,394 % | 4,240 % | 4,007 % | 4,489 % | 3,659 % 89 | 3,248 % | 2,414 % | 4,240 % | 4,009 % | 4,486 % | 3,665 % 90 | 3,258 % | 2,434 % | 4,239 % | 4,011 % | 4,483 % | 3,671 % 91 | 3,268 % | 2,453 % | 4,239 % | 4,013 % | 4,480 % | 3,677 % 92 | 3,278 % | 2,471 % | 4,238 % | 4,015 % | 4,477 % | 3,682 % 93 | 3,288 % | 2,490 % | 4,238 % | 4,017 % | 4,474 % | 3,688 % 94 | 3,298 % | 2,508 % | 4,238 % | 4,019 % | 4,471 % | 3,693 % 95 | 3,307 % | 2,525 % | 4,237 % | 4,021 % | 4,468 % | 3,699 % 96 | 3,317 % | 2,543 % | 4,237 % | 4,023 % | 4,465 % | 3,704 % 97 | 3,326 % | 2,560 % | 4,236 % | 4,025 % | 4,463 % | 3,709 % 98 | 3,335 % | 2,576 % | 4,236 % | 4,026 % | 4,460 % | 3,714 % 99 | 3,343 % | 2,592 % | 4,236 % | 4,028 % | 4,457 % | 3,719 % 100 | 3,352 % | 2,608 % | 4,235 % | 4,030 % | 4,455 % | 3,724 % 101 | 3,360 % | 2,624 % | 4,235 % | 4,032 % | 4,452 % | 3,728 % 102 | 3,368 % | 2,639 % | 4,235 % | 4,033 % | 4,450 % | 3,733 % 103 | 3,377 % | 2,654 % | 4,234 % | 4,035 % | 4,447 % | 3,737 % 104 | 3,384 % | 2,669 % | 4,234 % | 4,036 % | 4,445 % | 3,742 % 105 | 3,392 % | 2,683 % | 4,234 % | 4,038 % | 4,443 % | 3,746 % 106 | 3,400 % | 2,698 % | 4,233 % | 4,039 % | 4,440 % | 3,750 % 107 | 3,407 % | 2,712 % | 4,233 % | 4,041 % | 4,438 % | 3,755 % 108 | 3,414 % | 2,725 % | 4,233 % | 4,042 % | 4,436 % | 3,759 % 109 | 3,422 % | 2,739 % | 4,232 % | 4,044 % | 4,434 % | 3,763 % 110 | 3,429 % | 2,752 % | 4,232 % | 4,045 % | 4,431 % | 3,767 % 111 | 3,436 % | 2,765 % | 4,232 % | 4,047 % | 4,429 % | 3,771 % 112 | 3,442 % | 2,778 % | 4,232 % | 4,048 % | 4,427 % | 3,774 % 113 | 3,449 % | 2,790 % | 4,231 % | 4,049 % | 4,425 % | 3,778 % 114 | 3,456 % | 2,802 % | 4,231 % | 4,051 % | 4,423 % | 3,782 % 115 | 3,462 % | 2,814 % | 4,231 % | 4,052 % | 4,421 % | 3,786 % 116 | 3,468 % | 2,826 % | 4,230 % | 4,053 % | 4,420 % | 3,789 % 117 | 3,475 % | 2,838 % | 4,230 % | 4,054 % | 4,418 % | 3,793 % 118 | 3,481 % | 2,849 % | 4,230 % | 4,056 % | 4,416 % | 3,796 % 119 | 3,487 % | 2,861 % | 4,230 % | 4,057 % | 4,414 % | 3,799 % 120 | 3,493 % | 2,872 % | 4,229 % | 4,058 % | 4,412 % | 3,803 % 121 | 3,499 % | 2,883 % | 4,229 % | 4,059 % | 4,410 % | 3,806 % 122 | 3,504 % | 2,893 % | 4,229 % | 4,060 % | 4,409 % | 3,809 % 123 | 3,510 % | 2,904 % | 4,229 % | 4,061 % | 4,407 % | 3,812 % 124 | 3,516 % | 2,914 % | 4,229 % | 4,063 % | 4,405 % | 3,816 % 125 | 3,521 % | 2,925 % | 4,228 % | 4,064 % | 4,404 % | 3,819 % 126 | 3,526 % | 2,935 % | 4,228 % | 4,065 % | 4,402 % | 3,822 % 127 | 3,532 % | 2,944 % | 4,228 % | 4,066 % | 4,400 % | 3,825 % 128 | 3,537 % | 2,954 % | 4,228 % | 4,067 % | 4,399 % | 3,828 % 129 | 3,542 % | 2,964 % | 4,227 % | 4,068 % | 4,397 % | 3,830 % 130 | 3,547 % | 2,973 % | 4,227 % | 4,069 % | 4,396 % | 3,833 % 131 | 3,552 % | 2,983 % | 4,227 % | 4,070 % | 4,394 % | 3,836 % 132 | 3,557 % | 2,992 % | 4,227 % | 4,071 % | 4,393 % | 3,839 % 133 | 3,562 % | 3,001 % | 4,227 % | 4,072 % | 4,391 % | 3,842 % 134 | 3,566 % | 3,010 % | 4,226 % | 4,073 % | 4,390 % | 3,844 % 135 | 3,571 % | 3,018 % | 4,226 % | 4,074 % | 4,389 % | 3,847 % 136 | 3,576 % | 3,027 % | 4,226 % | 4,075 % | 4,387 % | 3,849 % 137 | 3,580 % | 3,036 % | 4,226 % | 4,076 % | 4,386 % | 3,852 % 138 | 3,585 % | 3,044 % | 4,226 % | 4,077 % | 4,384 % | 3,854 % 139 | 3,589 % | 3,052 % | 4,225 % | 4,077 % | 4,383 % | 3,857 % 140 | 3,594 % | 3,060 % | 4,225 % | 4,078 % | 4,382 % | 3,859 % 141 | 3,598 % | 3,068 % | 4,225 % | 4,079 % | 4,381 % | 3,862 % 142 | 3,602 % | 3,076 % | 4,225 % | 4,080 % | 4,379 % | 3,864 % 143 | 3,606 % | 3,084 % | 4,225 % | 4,081 % | 4,378 % | 3,867 % 144 | 3,610 % | 3,092 % | 4,225 % | 4,082 % | 4,377 % | 3,869 % 145 | 3,614 % | 3,100 % | 4,224 % | 4,082 % | 4,376 % | 3,871 % 146 | 3,618 % | 3,107 % | 4,224 % | 4,083 % | 4,374 % | 3,873 % 147 | 3,622 % | 3,114 % | 4,224 % | 4,084 % | 4,373 % | 3,876 % 148 | 3,626 % | 3,122 % | 4,224 % | 4,085 % | 4,372 % | 3,878 % 149 | 3,630 % | 3,129 % | 4,224 % | 4,086 % | 4,371 % | 3,880 % 150 | 3,634 % | 3,136 % | 4,224 % | 4,086 % | 4,370 % | 3,882 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | – 0,820 % | 2,003 % | 1,237 % | 0,722 % | 3,470 % | 4,216 % 2 | – 0,828 % | 1,921 % | 1,237 % | 0,710 % | 3,522 % | 4,322 % 3 | – 0,808 % | 1,916 % | 1,346 % | 0,735 % | 3,627 % | 4,429 % 4 | – 0,746 % | 1,963 % | 1,443 % | 0,760 % | 3,766 % | 4,594 % 5 | – 0,661 % | 2,015 % | 1,479 % | 0,817 % | 3,896 % | 4,647 % 6 | – 0,575 % | 2,080 % | 1,573 % | 0,905 % | 3,995 % | 4,788 % 7 | – 0,483 % | 2,149 % | 1,625 % | 1,012 % | 4,119 % | 4,938 % 8 | – 0,396 % | 2,212 % | 1,727 % | 1,131 % | 4,198 % | 5,056 % 9 | – 0,316 % | 2,270 % | 1,790 % | 1,250 % | 4,266 % | 5,270 % 10 | – 0,242 % | 2,325 % | 1,783 % | 1,363 % | 4,337 % | 5,506 % 11 | – 0,183 % | 2,376 % | 1,884 % | 1,469 % | 4,393 % | 5,687 % 12 | – 0,119 % | 2,427 % | 2,023 % | 1,565 % | 4,435 % | 5,814 % 13 | – 0,079 % | 2,477 % | 2,122 % | 1,652 % | 4,466 % | 5,901 % 14 | – 0,026 % | 2,524 % | 2,187 % | 1,728 % | 4,489 % | 5,956 % 15 | 0,014 % | 2,568 % | 2,239 % | 1,793 % | 4,506 % | 5,989 % 16 | 0,050 % | 2,607 % | 2,291 % | 1,846 % | 4,518 % | 6,004 % 17 | 0,083 % | 2,641 % | 2,344 % | 1,888 % | 4,526 % | 6,005 % 18 | 0,112 % | 2,671 % | 2,397 % | 1,919 % | 4,532 % | 5,996 % 19 | 0,137 % | 2,699 % | 2,449 % | 1,940 % | 4,535 % | 5,979 % 20 | 0,155 % | 2,724 % | 2,500 % | 1,950 % | 4,536 % | 5,956 % 21 | 0,168 % | 2,746 % | 2,550 % | 1,951 % | 4,535 % | 5,929 % 22 | 0,179 % | 2,766 % | 2,598 % | 1,949 % | 4,534 % | 5,898 % 23 | 0,193 % | 2,781 % | 2,645 % | 1,947 % | 4,531 % | 5,865 % 24 | 0,213 % | 2,792 % | 2,690 % | 1,951 % | 4,528 % | 5,831 % 25 | 0,241 % | 2,798 % | 2,734 % | 1,962 % | 4,524 % | 5,796 % 26 | 0,279 % | 2,798 % | 2,775 % | 1,981 % | 4,520 % | 5,760 % 27 | 0,323 % | 2,797 % | 2,815 % | 2,008 % | 4,515 % | 5,724 % 28 | 0,373 % | 2,795 % | 2,854 % | 2,039 % | 4,511 % | 5,688 % 29 | 0,425 % | 2,796 % | 2,890 % | 2,074 % | 4,506 % | 5,653 % 30 | 0,480 % | 2,800 % | 2,926 % | 2,112 % | 4,500 % | 5,618 % 31 | 0,536 % | 2,808 % | 2,959 % | 2,151 % | 4,495 % | 5,584 % 32 | 0,592 % | 2,820 % | 2,992 % | 2,191 % | 4,490 % | 5,551 % 33 | 0,649 % | 2,835 % | 3,023 % | 2,231 % | 4,485 % | 5,519 % 34 | 0,704 % | 2,852 % | 3,053 % | 2,272 % | 4,479 % | 5,488 % 35 | 0,759 % | 2,871 % | 3,081 % | 2,312 % | 4,474 % | 5,457 % 36 | 0,812 % | 2,890 % | 3,108 % | 2,351 % | 4,469 % | 5,428 % 37 | 0,865 % | 2,911 % | 3,134 % | 2,391 % | 4,464 % | 5,400 % 38 | 0,916 % | 2,932 % | 3,160 % | 2,429 % | 4,459 % | 5,372 % 39 | 0,966 % | 2,954 % | 3,184 % | 2,466 % | 4,454 % | 5,346 % 40 | 1,014 % | 2,975 % | 3,207 % | 2,503 % | 4,449 % | 5,320 % 41 | 1,061 % | 2,997 % | 3,229 % | 2,538 % | 4,445 % | 5,295 % 42 | 1,106 % | 3,019 % | 3,250 % | 2,572 % | 4,440 % | 5,271 % 43 | 1,150 % | 3,040 % | 3,271 % | 2,606 % | 4,436 % | 5,248 % 44 | 1,192 % | 3,061 % | 3,291 % | 2,638 % | 4,431 % | 5,226 % 45 | 1,233 % | 3,081 % | 3,310 % | 2,670 % | 4,427 % | 5,205 % 46 | 1,272 % | 3,102 % | 3,328 % | 2,700 % | 4,423 % | 5,184 % 47 | 1,311 % | 3,121 % | 3,345 % | 2,729 % | 4,419 % | 5,164 % 48 | 1,348 % | 3,141 % | 3,362 % | 2,758 % | 4,415 % | 5,145 % 49 | 1,383 % | 3,160 % | 3,379 % | 2,785 % | 4,411 % | 5,127 % 50 | 1,418 % | 3,178 % | 3,394 % | 2,812 % | 4,408 % | 5,109 % 51 | 1,451 % | 3,196 % | 3,410 % | 2,838 % | 4,404 % | 5,092 % 52 | 1,483 % | 3,213 % | 3,424 % | 2,863 % | 4,400 % | 5,075 % 53 | 1,514 % | 3,230 % | 3,438 % | 2,887 % | 4,397 % | 5,059 % 54 | 1,545 % | 3,247 % | 3,452 % | 2,910 % | 4,394 % | 5,043 % 55 | 1,574 % | 3,263 % | 3,465 % | 2,933 % | 4,390 % | 5,028 % 56 | 1,602 % | 3,279 % | 3,478 % | 2,955 % | 4,387 % | 5,014 % 57 | 1,629 % | 3,294 % | 3,491 % | 2,976 % | 4,384 % | 5,000 % 58 | 1,656 % | 3,309 % | 3,502 % | 2,996 % | 4,381 % | 4,986 % 59 | 1,681 % | 3,323 % | 3,514 % | 3,016 % | 4,378 % | 4,973 % 60 | 1,706 % | 3,337 % | 3,525 % | 3,035 % | 4,376 % | 4,960 % 61 | 1,730 % | 3,351 % | 3,536 % | 3,054 % | 4,373 % | 4,948 % 62 | 1,753 % | 3,364 % | 3,547 % | 3,072 % | 4,370 % | 4,936 % 63 | 1,776 % | 3,377 % | 3,557 % | 3,090 % | 4,368 % | 4,924 % 64 | 1,798 % | 3,389 % | 3,567 % | 3,107 % | 4,365 % | 4,913 % 65 | 1,819 % | 3,401 % | 3,576 % | 3,123 % | 4,363 % | 4,902 % 66 | 1,840 % | 3,413 % | 3,586 % | 3,140 % | 4,360 % | 4,892 % 67 | 1,860 % | 3,425 % | 3,595 % | 3,155 % | 4,358 % | 4,881 % 68 | 1,879 % | 3,436 % | 3,604 % | 3,170 % | 4,356 % | 4,871 % 69 | 1,898 % | 3,447 % | 3,612 % | 3,185 % | 4,354 % | 4,862 % 70 | 1,917 % | 3,457 % | 3,620 % | 3,199 % | 4,352 % | 4,852 % 71 | 1,934 % | 3,467 % | 3,629 % | 3,213 % | 4,349 % | 4,843 % 72 | 1,952 % | 3,477 % | 3,636 % | 3,227 % | 4,347 % | 4,834 % 73 | 1,969 % | 3,487 % | 3,644 % | 3,240 % | 4,345 % | 4,825 % 74 | 1,985 % | 3,497 % | 3,652 % | 3,253 % | 4,344 % | 4,817 % 75 | 2,001 % | 3,506 % | 3,659 % | 3,266 % | 4,342 % | 4,809 % 76 | 2,017 % | 3,515 % | 3,666 % | 3,278 % | 4,340 % | 4,801 % 77 | 2,032 % | 3,524 % | 3,673 % | 3,290 % | 4,338 % | 4,793 % 78 | 2,047 % | 3,532 % | 3,680 % | 3,301 % | 4,336 % | 4,785 % 79 | 2,062 % | 3,541 % | 3,686 % | 3,313 % | 4,335 % | 4,778 % 80 | 2,076 % | 3,549 % | 3,692 % | 3,324 % | 4,333 % | 4,771 % 81 | 2,089 % | 3,557 % | 3,699 % | 3,334 % | 4,331 % | 4,764 % 82 | 2,103 % | 3,565 % | 3,705 % | 3,345 % | 4,330 % | 4,757 % 83 | 2,116 % | 3,572 % | 3,711 % | 3,355 % | 4,328 % | 4,750 % 84 | 2,129 % | 3,580 % | 3,717 % | 3,365 % | 4,327 % | 4,743 % 85 | 2,141 % | 3,587 % | 3,722 % | 3,375 % | 4,325 % | 4,737 % 86 | 2,154 % | 3,594 % | 3,728 % | 3,384 % | 4,324 % | 4,731 % 87 | 2,166 % | 3,601 % | 3,733 % | 3,394 % | 4,322 % | 4,725 % 88 | 2,177 % | 3,608 % | 3,738 % | 3,403 % | 4,321 % | 4,719 % 89 | 2,189 % | 3,614 % | 3,744 % | 3,412 % | 4,320 % | 4,713 % 90 | 2,200 % | 3,621 % | 3,749 % | 3,421 % | 4,318 % | 4,707 % 91 | 2,211 % | 3,627 % | 3,754 % | 3,429 % | 4,317 % | 4,702 % 92 | 2,222 % | 3,633 % | 3,758 % | 3,437 % | 4,316 % | 4,696 % 93 | 2,232 % | 3,639 % | 3,763 % | 3,446 % | 4,315 % | 4,691 % 94 | 2,242 % | 3,645 % | 3,768 % | 3,454 % | 4,313 % | 4,686 % 95 | 2,252 % | 3,651 % | 3,772 % | 3,461 % | 4,312 % | 4,680 % 96 | 2,262 % | 3,657 % | 3,777 % | 3,469 % | 4,311 % | 4,675 % 97 | 2,272 % | 3,663 % | 3,781 % | 3,477 % | 4,310 % | 4,670 % 98 | 2,281 % | 3,668 % | 3,785 % | 3,484 % | 4,309 % | 4,666 % 99 | 2,290 % | 3,673 % | 3,790 % | 3,491 % | 4,308 % | 4,661 % 100 | 2,299 % | 3,679 % | 3,794 % | 3,498 % | 4,307 % | 4,656 % 101 | 2,308 % | 3,684 % | 3,798 % | 3,505 % | 4,305 % | 4,652 % 102 | 2,317 % | 3,689 % | 3,802 % | 3,512 % | 4,304 % | 4,647 % 103 | 2,326 % | 3,694 % | 3,805 % | 3,519 % | 4,303 % | 4,643 % 104 | 2,334 % | 3,699 % | 3,809 % | 3,525 % | 4,302 % | 4,639 % 105 | 2,342 % | 3,703 % | 3,813 % | 3,531 % | 4,301 % | 4,635 % 106 | 2,350 % | 3,708 % | 3,817 % | 3,538 % | 4,301 % | 4,630 % 107 | 2,358 % | 3,713 % | 3,820 % | 3,544 % | 4,300 % | 4,626 % 108 | 2,366 % | 3,717 % | 3,824 % | 3,550 % | 4,299 % | 4,622 % 109 | 2,374 % | 3,722 % | 3,827 % | 3,556 % | 4,298 % | 4,619 % 110 | 2,381 % | 3,726 % | 3,831 % | 3,562 % | 4,297 % | 4,615 % 111 | 2,388 % | 3,730 % | 3,834 % | 3,568 % | 4,296 % | 4,611 % 112 | 2,396 % | 3,734 % | 3,837 % | 3,573 % | 4,295 % | 4,607 % 113 | 2,403 % | 3,738 % | 3,840 % | 3,579 % | 4,294 % | 4,604 % 114 | 2,410 % | 3,742 % | 3,843 % | 3,584 % | 4,293 % | 4,600 % 115 | 2,416 % | 3,746 % | 3,847 % | 3,589 % | 4,293 % | 4,597 % 116 | 2,423 % | 3,750 % | 3,850 % | 3,595 % | 4,292 % | 4,593 % 117 | 2,430 % | 3,754 % | 3,853 % | 3,600 % | 4,291 % | 4,590 % 118 | 2,436 % | 3,758 % | 3,856 % | 3,605 % | 4,290 % | 4,587 % 119 | 2,443 % | 3,762 % | 3,858 % | 3,610 % | 4,290 % | 4,583 % 120 | 2,449 % | 3,765 % | 3,861 % | 3,615 % | 4,289 % | 4,580 % 121 | 2,455 % | 3,769 % | 3,864 % | 3,620 % | 4,288 % | 4,577 % 122 | 2,461 % | 3,772 % | 3,867 % | 3,624 % | 4,287 % | 4,574 % 123 | 2,467 % | 3,776 % | 3,870 % | 3,629 % | 4,287 % | 4,571 % 124 | 2,473 % | 3,779 % | 3,872 % | 3,634 % | 4,286 % | 4,568 % 125 | 2,479 % | 3,783 % | 3,875 % | 3,638 % | 4,285 % | 4,565 % 126 | 2,485 % | 3,786 % | 3,877 % | 3,643 % | 4,285 % | 4,562 % 127 | 2,490 % | 3,789 % | 3,880 % | 3,647 % | 4,284 % | 4,559 % 128 | 2,496 % | 3,792 % | 3,882 % | 3,651 % | 4,283 % | 4,556 % 129 | 2,501 % | 3,796 % | 3,885 % | 3,656 % | 4,283 % | 4,554 % 130 | 2,507 % | 3,799 % | 3,887 % | 3,660 % | 4,282 % | 4,551 % 131 | 2,512 % | 3,802 % | 3,890 % | 3,664 % | 4,281 % | 4,548 % 132 | 2,517 % | 3,805 % | 3,892 % | 3,668 % | 4,281 % | 4,546 % 133 | 2,522 % | 3,808 % | 3,894 % | 3,672 % | 4,280 % | 4,543 % 134 | 2,527 % | 3,811 % | 3,897 % | 3,676 % | 4,280 % | 4,540 % 135 | 2,532 % | 3,813 % | 3,899 % | 3,680 % | 4,279 % | 4,538 % 136 | 2,537 % | 3,816 % | 3,901 % | 3,683 % | 4,278 % | 4,535 % 137 | 2,542 % | 3,819 % | 3,903 % | 3,687 % | 4,278 % | 4,533 % 138 | 2,547 % | 3,822 % | 3,905 % | 3,691 % | 4,277 % | 4,530 % 139 | 2,551 % | 3,825 % | 3,907 % | 3,695 % | 4,277 % | 4,528 % 140 | 2,556 % | 3,827 % | 3,910 % | 3,698 % | 4,276 % | 4,526 % 141 | 2,561 % | 3,830 % | 3,912 % | 3,702 % | 4,276 % | 4,523 % 142 | 2,565 % | 3,833 % | 3,914 % | 3,705 % | 4,275 % | 4,521 % 143 | 2,569 % | 3,835 % | 3,916 % | 3,709 % | 4,275 % | 4,519 % 144 | 2,574 % | 3,838 % | 3,918 % | 3,712 % | 4,274 % | 4,517 % 145 | 2,578 % | 3,840 % | 3,920 % | 3,715 % | 4,273 % | 4,515 % 146 | 2,582 % | 3,843 % | 3,921 % | 3,719 % | 4,273 % | 4,512 % 147 | 2,587 % | 3,845 % | 3,923 % | 3,722 % | 4,272 % | 4,510 % 148 | 2,591 % | 3,847 % | 3,925 % | 3,725 % | 4,272 % | 4,508 % 149 | 2,595 % | 3,850 % | 3,927 % | 3,728 % | 4,272 % | 4,506 % 150 | 2,599 % | 3,852 % | 3,929 % | 3,732 % | 4,271 % | 4,504 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 0,451 % | 6,882 % | 3,728 % | 0,086 % | 1,856 % | 7,361 % 2 | 0,652 % | 7,031 % | 4,012 % | 0,150 % | 1,859 % | 7,673 % 3 | 0,784 % | 7,169 % | 4,586 % | 0,218 % | 1,934 % | 7,904 % 4 | 0,886 % | 7,295 % | 4,853 % | 0,287 % | 2,048 % | 8,085 % 5 | 0,999 % | 7,402 % | 5,128 % | 0,355 % | 2,176 % | 8,253 % 6 | 1,073 % | 7,472 % | 5,374 % | 0,417 % | 2,298 % | 8,398 % 7 | 1,122 % | 7,545 % | 5,534 % | 0,479 % | 2,411 % | 8,521 % 8 | 1,160 % | 7,587 % | 5,663 % | 0,536 % | 2,517 % | 8,594 % 9 | 1,197 % | 7,620 % | 5,759 % | 0,591 % | 2,610 % | 8,668 % 10 | 1,236 % | 7,651 % | 5,862 % | 0,646 % | 2,694 % | 8,720 % 11 | 1,281 % | 7,660 % | 5,981 % | 0,720 % | 2,777 % | 8,752 % 12 | 1,333 % | 7,649 % | 6,107 % | 0,810 % | 2,859 % | 8,757 % 13 | 1,390 % | 7,623 % | 6,233 % | 0,908 % | 2,937 % | 8,727 % 14 | 1,453 % | 7,586 % | 6,353 % | 1,010 % | 3,010 % | 8,671 % 15 | 1,520 % | 7,543 % | 6,462 % | 1,113 % | 3,075 % | 8,601 % 16 | 1,591 % | 7,494 % | 6,557 % | 1,214 % | 3,131 % | 8,524 % 17 | 1,664 % | 7,443 % | 6,637 % | 1,314 % | 3,180 % | 8,444 % 18 | 1,738 % | 7,389 % | 6,703 % | 1,410 % | 3,223 % | 8,361 % 19 | 1,811 % | 7,334 % | 6,754 % | 1,503 % | 3,261 % | 8,277 % 20 | 1,883 % | 7,279 % | 6,791 % | 1,592 % | 3,297 % | 8,193 % 21 | 1,952 % | 7,224 % | 6,813 % | 1,677 % | 3,330 % | 8,110 % 22 | 2,020 % | 7,170 % | 6,822 % | 1,758 % | 3,360 % | 8,029 % 23 | 2,085 % | 7,116 % | 6,822 % | 1,836 % | 3,389 % | 7,949 % 24 | 2,148 % | 7,064 % | 6,813 % | 1,910 % | 3,416 % | 7,871 % 25 | 2,209 % | 7,013 % | 6,799 % | 1,981 % | 3,441 % | 7,796 % 26 | 2,266 % | 6,964 % | 6,780 % | 2,048 % | 3,464 % | 7,723 % 27 | 2,322 % | 6,916 % | 6,757 % | 2,112 % | 3,487 % | 7,652 % 28 | 2,375 % | 6,870 % | 6,732 % | 2,173 % | 3,508 % | 7,584 % 29 | 2,426 % | 6,826 % | 6,705 % | 2,232 % | 3,527 % | 7,518 % 30 | 2,475 % | 6,783 % | 6,677 % | 2,287 % | 3,546 % | 7,455 % 31 | 2,522 % | 6,742 % | 6,648 % | 2,340 % | 3,564 % | 7,395 % 32 | 2,566 % | 6,702 % | 6,618 % | 2,391 % | 3,581 % | 7,337 % 33 | 2,609 % | 6,664 % | 6,589 % | 2,439 % | 3,597 % | 7,281 % 34 | 2,650 % | 6,627 % | 6,559 % | 2,485 % | 3,613 % | 7,227 % 35 | 2,689 % | 6,591 % | 6,530 % | 2,529 % | 3,627 % | 7,176 % 36 | 2,726 % | 6,557 % | 6,501 % | 2,571 % | 3,641 % | 7,126 % 37 | 2,762 % | 6,525 % | 6,473 % | 2,611 % | 3,655 % | 7,079 % 38 | 2,797 % | 6,493 % | 6,445 % | 2,649 % | 3,668 % | 7,034 % 39 | 2,830 % | 6,463 % | 6,418 % | 2,686 % | 3,680 % | 6,990 % 40 | 2,861 % | 6,434 % | 6,392 % | 2,721 % | 3,692 % | 6,948 % 41 | 2,891 % | 6,407 % | 6,366 % | 2,755 % | 3,703 % | 6,908 % 42 | 2,921 % | 6,380 % | 6,341 % | 2,787 % | 3,714 % | 6,870 % 43 | 2,948 % | 6,354 % | 6,318 % | 2,818 % | 3,724 % | 6,833 % 44 | 2,975 % | 6,329 % | 6,294 % | 2,848 % | 3,734 % | 6,797 % 45 | 3,001 % | 6,305 % | 6,272 % | 2,877 % | 3,744 % | 6,763 % 46 | 3,026 % | 6,283 % | 6,250 % | 2,904 % | 3,753 % | 6,730 % 47 | 3,050 % | 6,260 % | 6,229 % | 2,930 % | 3,762 % | 6,699 % 48 | 3,073 % | 6,239 % | 6,209 % | 2,956 % | 3,770 % | 6,668 % 49 | 3,095 % | 6,219 % | 6,189 % | 2,980 % | 3,779 % | 6,639 % 50 | 3,116 % | 6,199 % | 6,170 % | 3,004 % | 3,786 % | 6,611 % 51 | 3,137 % | 6,180 % | 6,152 % | 3,027 % | 3,794 % | 6,584 % 52 | 3,157 % | 6,162 % | 6,134 % | 3,049 % | 3,802 % | 6,557 % 53 | 3,176 % | 6,144 % | 6,117 % | 3,070 % | 3,809 % | 6,532 % 54 | 3,194 % | 6,127 % | 6,100 % | 3,090 % | 3,816 % | 6,508 % 55 | 3,212 % | 6,110 % | 6,084 % | 3,110 % | 3,822 % | 6,484 % 56 | 3,229 % | 6,094 % | 6,069 % | 3,129 % | 3,829 % | 6,462 % 57 | 3,246 % | 6,079 % | 6,054 % | 3,148 % | 3,835 % | 6,440 % 58 | 3,262 % | 6,064 % | 6,039 % | 3,165 % | 3,841 % | 6,418 % 59 | 3,278 % | 6,049 % | 6,025 % | 3,183 % | 3,847 % | 6,398 % 60 | 3,293 % | 6,035 % | 6,012 % | 3,199 % | 3,853 % | 6,378 % 61 | 3,308 % | 6,022 % | 5,998 % | 3,215 % | 3,858 % | 6,359 % 62 | 3,322 % | 6,008 % | 5,986 % | 3,231 % | 3,864 % | 6,340 % 63 | 3,336 % | 5,996 % | 5,973 % | 3,246 % | 3,869 % | 6,322 % 64 | 3,349 % | 5,983 % | 5,961 % | 3,261 % | 3,874 % | 6,304 % 65 | 3,362 % | 5,971 % | 5,950 % | 3,275 % | 3,879 % | 6,287 % 66 | 3,374 % | 5,960 % | 5,938 % | 3,289 % | 3,883 % | 6,271 % 67 | 3,387 % | 5,948 % | 5,927 % | 3,303 % | 3,888 % | 6,255 % 68 | 3,398 % | 5,937 % | 5,917 % | 3,316 % | 3,893 % | 6,239 % 69 | 3,410 % | 5,927 % | 5,906 % | 3,328 % | 3,897 % | 6,224 % 70 | 3,421 % | 5,916 % | 5,896 % | 3,341 % | 3,901 % | 6,210 % 71 | 3,432 % | 5,906 % | 5,886 % | 3,353 % | 3,905 % | 6,195 % 72 | 3,443 % | 5,896 % | 5,877 % | 3,364 % | 3,909 % | 6,182 % 73 | 3,453 % | 5,887 % | 5,867 % | 3,376 % | 3,913 % | 6,168 % 74 | 3,463 % | 5,878 % | 5,858 % | 3,387 % | 3,917 % | 6,155 % 75 | 3,473 % | 5,869 % | 5,850 % | 3,398 % | 3,921 % | 6,142 % 76 | 3,482 % | 5,860 % | 5,841 % | 3,408 % | 3,924 % | 6,130 % 77 | 3,492 % | 5,851 % | 5,833 % | 3,418 % | 3,928 % | 6,118 % 78 | 3,501 % | 5,843 % | 5,825 % | 3,428 % | 3,931 % | 6,106 % 79 | 3,509 % | 5,835 % | 5,817 % | 3,438 % | 3,935 % | 6,094 % 80 | 3,518 % | 5,827 % | 5,809 % | 3,448 % | 3,938 % | 6,083 % 81 | 3,526 % | 5,819 % | 5,801 % | 3,457 % | 3,941 % | 6,072 % 82 | 3,534 % | 5,811 % | 5,794 % | 3,466 % | 3,944 % | 6,062 % 83 | 3,542 % | 5,804 % | 5,787 % | 3,475 % | 3,947 % | 6,051 % 84 | 3,550 % | 5,797 % | 5,780 % | 3,483 % | 3,950 % | 6,041 % 85 | 3,558 % | 5,790 % | 5,773 % | 3,492 % | 3,953 % | 6,031 % 86 | 3,565 % | 5,783 % | 5,766 % | 3,500 % | 3,956 % | 6,021 % 87 | 3,573 % | 5,776 % | 5,760 % | 3,508 % | 3,959 % | 6,012 % 88 | 3,580 % | 5,770 % | 5,754 % | 3,516 % | 3,962 % | 6,003 % 89 | 3,587 % | 5,763 % | 5,747 % | 3,523 % | 3,964 % | 5,994 % 90 | 3,593 % | 5,757 % | 5,741 % | 3,531 % | 3,967 % | 5,985 % 91 | 3,600 % | 5,751 % | 5,735 % | 3,538 % | 3,970 % | 5,976 % 92 | 3,607 % | 5,745 % | 5,729 % | 3,545 % | 3,972 % | 5,968 % 93 | 3,613 % | 5,739 % | 5,724 % | 3,552 % | 3,974 % | 5,959 % 94 | 3,619 % | 5,733 % | 5,718 % | 3,559 % | 3,977 % | 5,951 % 95 | 3,625 % | 5,728 % | 5,713 % | 3,566 % | 3,979 % | 5,943 % 96 | 3,631 % | 5,722 % | 5,707 % | 3,572 % | 3,981 % | 5,936 % 97 | 3,637 % | 5,717 % | 5,702 % | 3,579 % | 3,984 % | 5,928 % 98 | 3,643 % | 5,711 % | 5,697 % | 3,585 % | 3,986 % | 5,920 % 99 | 3,648 % | 5,706 % | 5,692 % | 3,591 % | 3,988 % | 5,913 % 100 | 3,654 % | 5,701 % | 5,687 % | 3,597 % | 3,990 % | 5,906 % 101 | 3,659 % | 5,696 % | 5,682 % | 3,603 % | 3,992 % | 5,899 % 102 | 3,665 % | 5,691 % | 5,677 % | 3,609 % | 3,994 % | 5,892 % 103 | 3,670 % | 5,687 % | 5,673 % | 3,615 % | 3,996 % | 5,885 % 104 | 3,675 % | 5,682 % | 5,668 % | 3,621 % | 3,998 % | 5,879 % 105 | 3,680 % | 5,677 % | 5,664 % | 3,626 % | 4,000 % | 5,872 % 106 | 3,685 % | 5,673 % | 5,659 % | 3,631 % | 4,002 % | 5,866 % 107 | 3,690 % | 5,668 % | 5,655 % | 3,637 % | 4,004 % | 5,860 % 108 | 3,694 % | 5,664 % | 5,651 % | 3,642 % | 4,006 % | 5,854 % 109 | 3,699 % | 5,660 % | 5,647 % | 3,647 % | 4,007 % | 5,848 % 110 | 3,703 % | 5,656 % | 5,643 % | 3,652 % | 4,009 % | 5,842 % 111 | 3,708 % | 5,651 % | 5,639 % | 3,657 % | 4,011 % | 5,836 % 112 | 3,712 % | 5,647 % | 5,635 % | 3,662 % | 4,013 % | 5,830 % 113 | 3,717 % | 5,643 % | 5,631 % | 3,667 % | 4,014 % | 5,825 % 114 | 3,721 % | 5,640 % | 5,627 % | 3,671 % | 4,016 % | 5,819 % 115 | 3,725 % | 5,636 % | 5,623 % | 3,676 % | 4,017 % | 5,814 % 116 | 3,729 % | 5,632 % | 5,620 % | 3,680 % | 4,019 % | 5,808 % 117 | 3,733 % | 5,628 % | 5,616 % | 3,685 % | 4,021 % | 5,803 % 118 | 3,737 % | 5,625 % | 5,613 % | 3,689 % | 4,022 % | 5,798 % 119 | 3,741 % | 5,621 % | 5,609 % | 3,693 % | 4,024 % | 5,793 % 120 | 3,745 % | 5,617 % | 5,606 % | 3,698 % | 4,025 % | 5,788 % 121 | 3,748 % | 5,614 % | 5,602 % | 3,702 % | 4,027 % | 5,783 % 122 | 3,752 % | 5,611 % | 5,599 % | 3,706 % | 4,028 % | 5,778 % 123 | 3,756 % | 5,607 % | 5,596 % | 3,710 % | 4,029 % | 5,774 % 124 | 3,759 % | 5,604 % | 5,593 % | 3,714 % | 4,031 % | 5,769 % 125 | 3,763 % | 5,601 % | 5,589 % | 3,718 % | 4,032 % | 5,764 % 126 | 3,766 % | 5,598 % | 5,586 % | 3,722 % | 4,033 % | 5,760 % 127 | 3,770 % | 5,594 % | 5,583 % | 3,725 % | 4,035 % | 5,756 % 128 | 3,773 % | 5,591 % | 5,580 % | 3,729 % | 4,036 % | 5,751 % 129 | 3,776 % | 5,588 % | 5,577 % | 3,733 % | 4,037 % | 5,747 % 130 | 3,780 % | 5,585 % | 5,574 % | 3,736 % | 4,039 % | 5,743 % 131 | 3,783 % | 5,582 % | 5,572 % | 3,740 % | 4,040 % | 5,739 % 132 | 3,786 % | 5,579 % | 5,569 % | 3,743 % | 4,041 % | 5,734 % 133 | 3,789 % | 5,577 % | 5,566 % | 3,747 % | 4,042 % | 5,730 % 134 | 3,792 % | 5,574 % | 5,563 % | 3,750 % | 4,043 % | 5,726 % 135 | 3,795 % | 5,571 % | 5,561 % | 3,753 % | 4,044 % | 5,723 % 136 | 3,798 % | 5,568 % | 5,558 % | 3,757 % | 4,046 % | 5,719 % 137 | 3,801 % | 5,566 % | 5,555 % | 3,760 % | 4,047 % | 5,715 % 138 | 3,804 % | 5,563 % | 5,553 % | 3,763 % | 4,048 % | 5,711 % 139 | 3,807 % | 5,560 % | 5,550 % | 3,766 % | 4,049 % | 5,707 % 140 | 3,810 % | 5,558 % | 5,548 % | 3,769 % | 4,050 % | 5,704 % 141 | 3,812 % | 5,555 % | 5,545 % | 3,772 % | 4,051 % | 5,700 % 142 | 3,815 % | 5,553 % | 5,543 % | 3,775 % | 4,052 % | 5,697 % 143 | 3,818 % | 5,550 % | 5,540 % | 3,778 % | 4,053 % | 5,693 % 144 | 3,820 % | 5,548 % | 5,538 % | 3,781 % | 4,054 % | 5,690 % 145 | 3,823 % | 5,545 % | 5,536 % | 3,784 % | 4,055 % | 5,686 % 146 | 3,826 % | 5,543 % | 5,533 % | 3,787 % | 4,056 % | 5,683 % 147 | 3,828 % | 5,541 % | 5,531 % | 3,790 % | 4,057 % | 5,680 % 148 | 3,831 % | 5,538 % | 5,529 % | 3,793 % | 4,058 % | 5,677 % 149 | 3,833 % | 5,536 % | 5,527 % | 3,795 % | 4,059 % | 5,673 % 150 | 3,836 % | 5,534 % | 5,524 % | 3,798 % | 4,060 % | 5,670 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 13,359 % | 1,974 % | 3,379 % | 10,945 % | 0,962 % | 1,117 % 2 | 13,375 % | 1,969 % | 3,356 % | 10,340 % | 1,124 % | 1,074 % 3 | 13,473 % | 2,052 % | 3,377 % | 10,009 % | 1,269 % | 1,072 % 4 | 13,588 % | 2,178 % | 3,410 % | 9,809 % | 1,405 % | 1,092 % 5 | 13,829 % | 2,297 % | 3,453 % | 9,665 % | 1,519 % | 1,120 % 6 | 14,084 % | 2,352 % | 3,526 % | 9,527 % | 1,639 % | 1,145 % 7 | 14,290 % | 2,367 % | 3,599 % | 9,432 % | 1,755 % | 1,170 % 8 | 14,301 % | 2,444 % | 3,673 % | 9,311 % | 1,836 % | 1,195 % 9 | 14,313 % | 2,498 % | 3,749 % | 9,283 % | 1,914 % | 1,222 % 10 | 14,306 % | 2,618 % | 3,826 % | 9,258 % | 1,987 % | 1,248 % 11 | 14,248 % | 2,736 % | 3,878 % | 9,204 % | 2,049 % | 1,273 % 12 | 14,148 % | 2,837 % | 3,920 % | 9,125 % | 2,099 % | 1,293 % 13 | 14,014 % | 2,923 % | 3,965 % | 9,031 % | 2,135 % | 1,307 % 14 | 13,855 % | 2,998 % | 4,015 % | 8,924 % | 2,160 % | 1,313 % 15 | 13,678 % | 3,064 % | 4,071 % | 8,811 % | 2,173 % | 1,314 % 16 | 13,487 % | 3,123 % | 4,131 % | 8,692 % | 2,177 % | 1,309 % 17 | 13,286 % | 3,175 % | 4,192 % | 8,571 % | 2,177 % | 1,306 % 18 | 13,079 % | 3,223 % | 4,250 % | 8,450 % | 2,179 % | 1,309 % 19 | 12,868 % | 3,266 % | 4,302 % | 8,329 % | 2,185 % | 1,322 % 20 | 12,657 % | 3,305 % | 4,347 % | 8,209 % | 2,200 % | 1,347 % 21 | 12,446 % | 3,341 % | 4,384 % | 8,092 % | 2,222 % | 1,384 % 22 | 12,238 % | 3,374 % | 4,413 % | 7,977 % | 2,252 % | 1,430 % 23 | 12,034 % | 3,404 % | 4,436 % | 7,865 % | 2,286 % | 1,483 % 24 | 11,834 % | 3,433 % | 4,454 % | 7,757 % | 2,323 % | 1,540 % 25 | 11,639 % | 3,459 % | 4,467 % | 7,653 % | 2,362 % | 1,600 % 26 | 11,450 % | 3,484 % | 4,477 % | 7,552 % | 2,403 % | 1,661 % 27 | 11,268 % | 3,507 % | 4,485 % | 7,455 % | 2,444 % | 1,722 % 28 | 11,092 % | 3,528 % | 4,490 % | 7,362 % | 2,485 % | 1,783 % 29 | 10,923 % | 3,549 % | 4,493 % | 7,273 % | 2,526 % | 1,842 % 30 | 10,760 % | 3,568 % | 4,495 % | 7,187 % | 2,566 % | 1,901 % 31 | 10,604 % | 3,586 % | 4,495 % | 7,104 % | 2,605 % | 1,958 % 32 | 10,454 % | 3,603 % | 4,494 % | 7,026 % | 2,643 % | 2,014 % 33 | 10,310 % | 3,619 % | 4,493 % | 6,950 % | 2,681 % | 2,068 % 34 | 10,173 % | 3,634 % | 4,490 % | 6,878 % | 2,717 % | 2,120 % 35 | 10,041 % | 3,649 % | 4,488 % | 6,809 % | 2,752 % | 2,171 % 36 | 9,915 % | 3,663 % | 4,484 % | 6,742 % | 2,786 % | 2,220 % 37 | 9,795 % | 3,676 % | 4,481 % | 6,679 % | 2,819 % | 2,267 % 38 | 9,680 % | 3,688 % | 4,477 % | 6,618 % | 2,850 % | 2,312 % 39 | 9,569 % | 3,700 % | 4,473 % | 6,560 % | 2,881 % | 2,355 % 40 | 9,464 % | 3,712 % | 4,469 % | 6,504 % | 2,910 % | 2,397 % 41 | 9,362 % | 3,723 % | 4,465 % | 6,450 % | 2,939 % | 2,438 % 42 | 9,266 % | 3,733 % | 4,461 % | 6,399 % | 2,966 % | 2,477 % 43 | 9,173 % | 3,743 % | 4,456 % | 6,350 % | 2,993 % | 2,514 % 44 | 9,084 % | 3,753 % | 4,452 % | 6,302 % | 3,018 % | 2,550 % 45 | 8,998 % | 3,762 % | 4,448 % | 6,257 % | 3,043 % | 2,585 % 46 | 8,916 % | 3,771 % | 4,444 % | 6,213 % | 3,066 % | 2,618 % 47 | 8,838 % | 3,780 % | 4,440 % | 6,171 % | 3,089 % | 2,650 % 48 | 8,762 % | 3,788 % | 4,436 % | 6,131 % | 3,111 % | 2,681 % 49 | 8,689 % | 3,796 % | 4,432 % | 6,092 % | 3,132 % | 2,711 % 50 | 8,619 % | 3,804 % | 4,428 % | 6,055 % | 3,153 % | 2,740 % 51 | 8,552 % | 3,811 % | 4,424 % | 6,019 % | 3,173 % | 2,767 % 52 | 8,487 % | 3,818 % | 4,420 % | 5,984 % | 3,192 % | 2,794 % 53 | 8,425 % | 3,825 % | 4,416 % | 5,951 % | 3,210 % | 2,820 % 54 | 8,365 % | 3,832 % | 4,413 % | 5,918 % | 3,228 % | 2,845 % 55 | 8,307 % | 3,838 % | 4,409 % | 5,887 % | 3,245 % | 2,869 % 56 | 8,251 % | 3,844 % | 4,406 % | 5,857 % | 3,262 % | 2,892 % 57 | 8,197 % | 3,850 % | 4,402 % | 5,828 % | 3,278 % | 2,915 % 58 | 8,145 % | 3,856 % | 4,399 % | 5,800 % | 3,294 % | 2,937 % 59 | 8,095 % | 3,862 % | 4,396 % | 5,773 % | 3,309 % | 2,958 % 60 | 8,046 % | 3,867 % | 4,393 % | 5,747 % | 3,323 % | 2,978 % 61 | 7,999 % | 3,872 % | 4,390 % | 5,722 % | 3,338 % | 2,998 % 62 | 7,953 % | 3,878 % | 4,387 % | 5,697 % | 3,351 % | 3,017 % 63 | 7,909 % | 3,883 % | 4,384 % | 5,673 % | 3,365 % | 3,036 % 64 | 7,866 % | 3,887 % | 4,381 % | 5,650 % | 3,377 % | 3,054 % 65 | 7,825 % | 3,892 % | 4,379 % | 5,628 % | 3,390 % | 3,071 % 66 | 7,785 % | 3,897 % | 4,376 % | 5,606 % | 3,402 % | 3,088 % 67 | 7,746 % | 3,901 % | 4,373 % | 5,585 % | 3,414 % | 3,104 % 68 | 7,708 % | 3,905 % | 4,371 % | 5,565 % | 3,425 % | 3,120 % 69 | 7,671 % | 3,910 % | 4,369 % | 5,545 % | 3,436 % | 3,136 % 70 | 7,636 % | 3,914 % | 4,366 % | 5,525 % | 3,447 % | 3,151 % 71 | 7,601 % | 3,918 % | 4,364 % | 5,507 % | 3,458 % | 3,166 % 72 | 7,567 % | 3,921 % | 4,362 % | 5,488 % | 3,468 % | 3,180 % 73 | 7,534 % | 3,925 % | 4,359 % | 5,471 % | 3,478 % | 3,194 % 74 | 7,503 % | 3,929 % | 4,357 % | 5,453 % | 3,488 % | 3,207 % 75 | 7,472 % | 3,932 % | 4,355 % | 5,437 % | 3,497 % | 3,220 % 76 | 7,441 % | 3,936 % | 4,353 % | 5,420 % | 3,506 % | 3,233 % 77 | 7,412 % | 3,939 % | 4,351 % | 5,404 % | 3,515 % | 3,246 % 78 | 7,383 % | 3,942 % | 4,349 % | 5,389 % | 3,524 % | 3,258 % 79 | 7,355 % | 3,946 % | 4,347 % | 5,374 % | 3,533 % | 3,270 % 80 | 7,328 % | 3,949 % | 4,346 % | 5,359 % | 3,541 % | 3,281 % 81 | 7,302 % | 3,952 % | 4,344 % | 5,345 % | 3,549 % | 3,293 % 82 | 7,276 % | 3,955 % | 4,342 % | 5,331 % | 3,557 % | 3,304 % 83 | 7,251 % | 3,958 % | 4,340 % | 5,317 % | 3,565 % | 3,314 % 84 | 7,226 % | 3,961 % | 4,339 % | 5,304 % | 3,572 % | 3,325 % 85 | 7,202 % | 3,963 % | 4,337 % | 5,291 % | 3,579 % | 3,335 % 86 | 7,178 % | 3,966 % | 4,336 % | 5,278 % | 3,587 % | 3,345 % 87 | 7,155 % | 3,969 % | 4,334 % | 5,265 % | 3,594 % | 3,355 % 88 | 7,133 % | 3,971 % | 4,332 % | 5,253 % | 3,601 % | 3,364 % 89 | 7,111 % | 3,974 % | 4,331 % | 5,241 % | 3,607 % | 3,374 % 90 | 7,090 % | 3,976 % | 4,330 % | 5,230 % | 3,614 % | 3,383 % 91 | 7,069 % | 3,979 % | 4,328 % | 5,218 % | 3,620 % | 3,392 % 92 | 7,048 % | 3,981 % | 4,327 % | 5,207 % | 3,627 % | 3,401 % 93 | 7,028 % | 3,984 % | 4,325 % | 5,196 % | 3,633 % | 3,409 % 94 | 7,009 % | 3,986 % | 4,324 % | 5,186 % | 3,639 % | 3,418 % 95 | 6,989 % | 3,988 % | 4,323 % | 5,175 % | 3,645 % | 3,426 % 96 | 6,971 % | 3,990 % | 4,321 % | 5,165 % | 3,650 % | 3,434 % 97 | 6,952 % | 3,993 % | 4,320 % | 5,155 % | 3,656 % | 3,442 % 98 | 6,934 % | 3,995 % | 4,319 % | 5,145 % | 3,662 % | 3,449 % 99 | 6,917 % | 3,997 % | 4,318 % | 5,136 % | 3,667 % | 3,457 % 100 | 6,899 % | 3,999 % | 4,317 % | 5,126 % | 3,672 % | 3,464 % 101 | 6,882 % | 4,001 % | 4,315 % | 5,117 % | 3,677 % | 3,472 % 102 | 6,866 % | 4,003 % | 4,314 % | 5,108 % | 3,683 % | 3,479 % 103 | 6,849 % | 4,005 % | 4,313 % | 5,099 % | 3,688 % | 3,486 % 104 | 6,833 % | 4,006 % | 4,312 % | 5,090 % | 3,693 % | 3,493 % 105 | 6,818 % | 4,008 % | 4,311 % | 5,082 % | 3,697 % | 3,499 % 106 | 6,802 % | 4,010 % | 4,310 % | 5,074 % | 3,702 % | 3,506 % 107 | 6,787 % | 4,012 % | 4,309 % | 5,065 % | 3,707 % | 3,512 % 108 | 6,772 % | 4,014 % | 4,308 % | 5,057 % | 3,711 % | 3,519 % 109 | 6,758 % | 4,015 % | 4,307 % | 5,049 % | 3,716 % | 3,525 % 110 | 6,744 % | 4,017 % | 4,306 % | 5,042 % | 3,720 % | 3,531 % 111 | 6,730 % | 4,019 % | 4,305 % | 5,034 % | 3,724 % | 3,537 % 112 | 6,716 % | 4,020 % | 4,304 % | 5,027 % | 3,729 % | 3,543 % 113 | 6,702 % | 4,022 % | 4,303 % | 5,019 % | 3,733 % | 3,549 % 114 | 6,689 % | 4,023 % | 4,302 % | 5,012 % | 3,737 % | 3,554 % 115 | 6,676 % | 4,025 % | 4,301 % | 5,005 % | 3,741 % | 3,560 % 116 | 6,663 % | 4,026 % | 4,301 % | 4,998 % | 3,745 % | 3,565 % 117 | 6,651 % | 4,028 % | 4,300 % | 4,991 % | 3,749 % | 3,571 % 118 | 6,638 % | 4,029 % | 4,299 % | 4,984 % | 3,753 % | 3,576 % 119 | 6,626 % | 4,031 % | 4,298 % | 4,978 % | 3,756 % | 3,581 % 120 | 6,614 % | 4,032 % | 4,297 % | 4,971 % | 3,760 % | 3,587 % 121 | 6,602 % | 4,034 % | 4,296 % | 4,965 % | 3,764 % | 3,592 % 122 | 6,591 % | 4,035 % | 4,296 % | 4,959 % | 3,767 % | 3,597 % 123 | 6,579 % | 4,036 % | 4,295 % | 4,952 % | 3,771 % | 3,601 % 124 | 6,568 % | 4,038 % | 4,294 % | 4,946 % | 3,774 % | 3,606 % 125 | 6,557 % | 4,039 % | 4,293 % | 4,940 % | 3,778 % | 3,611 % 126 | 6,546 % | 4,040 % | 4,293 % | 4,934 % | 3,781 % | 3,616 % 127 | 6,536 % | 4,041 % | 4,292 % | 4,929 % | 3,784 % | 3,620 % 128 | 6,525 % | 4,043 % | 4,291 % | 4,923 % | 3,787 % | 3,625 % 129 | 6,515 % | 4,044 % | 4,290 % | 4,917 % | 3,791 % | 3,629 % 130 | 6,505 % | 4,045 % | 4,290 % | 4,912 % | 3,794 % | 3,634 % 131 | 6,495 % | 4,046 % | 4,289 % | 4,906 % | 3,797 % | 3,638 % 132 | 6,485 % | 4,047 % | 4,288 % | 4,901 % | 3,800 % | 3,642 % 133 | 6,475 % | 4,049 % | 4,288 % | 4,896 % | 3,803 % | 3,646 % 134 | 6,465 % | 4,050 % | 4,287 % | 4,890 % | 3,806 % | 3,650 % 135 | 6,456 % | 4,051 % | 4,286 % | 4,885 % | 3,809 % | 3,655 % 136 | 6,447 % | 4,052 % | 4,286 % | 4,880 % | 3,812 % | 3,659 % 137 | 6,438 % | 4,053 % | 4,285 % | 4,875 % | 3,815 % | 3,662 % 138 | 6,429 % | 4,054 % | 4,284 % | 4,870 % | 3,817 % | 3,666 % 139 | 6,420 % | 4,055 % | 4,284 % | 4,866 % | 3,820 % | 3,670 % 140 | 6,411 % | 4,056 % | 4,283 % | 4,861 % | 3,823 % | 3,674 % 141 | 6,402 % | 4,057 % | 4,283 % | 4,856 % | 3,825 % | 3,678 % 142 | 6,394 % | 4,058 % | 4,282 % | 4,851 % | 3,828 % | 3,681 % 143 | 6,385 % | 4,059 % | 4,282 % | 4,847 % | 3,831 % | 3,685 % 144 | 6,377 % | 4,060 % | 4,281 % | 4,842

% | 3,833 % | 3,689 % 145 | 6,369 % | 4,061 % | 4,280 % | 4,838 % | 3,836 % | 3,692 % 146 | 6,361 % | 4,062 % | 4,280 % | 4,834 % | 3,838 % | 3,696 % 147 | 6,353 % | 4,063 % | 4,279 % | 4,829 % | 3,841 % | 3,699 % 148 | 6,345 % | 4,064 % | 4,279 % | 4,825 % | 3,843 % | 3,702 % 149 | 6,337 % | 4,065 % | 4,278 % | 4,821 % | 3,846 % | 3,706 % 150 | 6,330 % | 4,066 % | 4,278 % | 4,817 % | 3,848 % | 3,709 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 10,950 % | 0,641 % | – 0,146 % 2 | 10,723 % | 0,743 % | – 0,215 % 3 | 10,666 % | 0,851 % | – 0,227 % 4 | 10,646 % | 0,965 % | – 0,209 % 5 | 10,640 % | 1,080 % | – 0,174 % 6 | 10,600 % | 1,196 % | – 0,131 % 7 | 10,541 % | 1,306 % | – 0,088 % 8 | 10,477 % | 1,404 % | – 0,044 % 9 | 10,406 % | 1,489 % | 0,000 % 10 | 10,320 % | 1,569 % | 0,044 % 11 | 10,217 % | 1,637 % | 0,087 % 12 | 10,102 % | 1,705 % | 0,130 % 13 | 9,979 % | 1,765 % | 0,172 % 14 | 9,851 % | 1,812 % | 0,213 % 15 | 9,720 % | 1,851 % | 0,251 % 16 | 9,589 % | 1,887 % | 0,288 % 17 | 9,459 % | 1,920 % | 0,320 % 18 | 9,331 % | 1,951 % | 0,351 % 19 | 9,205 % | 1,977 % | 0,378 % 20 | 9,083 % | 2,000 % | 0,403 % 21 | 8,964 % | 2,019 % | 0,426 % 22 | 8,849 % | 2,035 % | 0,445 % 23 | 8,738 % | 2,049 % | 0,460 % 24 | 8,631 % | 2,061 % | 0,471 % 25 | 8,528 % | 2,073 % | 0,478 % 26 | 8,429 % | 2,085 % | 0,480 % 27 | 8,334 % | 2,095 % | 0,481 % 28 | 8,243 % | 2,105 % | 0,485 % 29 | 8,156 % | 2,112 % | 0,494 % 30 | 8,073 % | 2,116 % | 0,510 % 31 | 7,993 % | 2,118 % | 0,534 % 32 | 7,917 % | 2,119 % | 0,565 % 33 | 7,844 % | 2,119 % | 0,601 % 34 | 7,774 % | 2,120 % | 0,640 % 35 | 7,707 % | 2,121 % | 0,682 % 36 | 7,643 % | 2,124 % | 0,725 % 37 | 7,582 % | 2,127 % | 0,769 % 38 | 7,524 % | 2,128 % | 0,814 % 39 | 7,467 % | 2,128 % | 0,858 % 40 | 7,414 % | 2,124 % | 0,903 % 41 | 7,362 % | 2,118 % | 0,947 % 42 | 7,313 % | 2,109 % | 0,990 % 43 | 7,266 % | 2,100 % | 1,032 % 44 | 7,220 % | 2,092 % | 1,074 % 45 | 7,177 % | 2,085 % | 1,114 % 46 | 7,135 % | 2,080 % | 1,154 % 47 | 7,094 % | 2,078 % | 1,193 % 48 | 7,056 % | 2,079 % | 1,230 % 49 | 7,018 % | 2,084 % | 1,266 % 50 | 6,982 % | 2,092 % | 1,302 % 51 | 6,948 % | 2,104 % | 1,336 % 52 | 6,915 % | 2,119 % | 1,370 % 53 | 6,883 % | 2,137 % | 1,402 % 54 | 6,852 % | 2,156 % | 1,433 % 55 | 6,822 % | 2,177 % | 1,464 % 56 | 6,793 % | 2,200 % | 1,493 % 57 | 6,765 % | 2,223 % | 1,522 % 58 | 6,738 % | 2,246 % | 1,550 % 59 | 6,712 % | 2,270 % | 1,577 % 60 | 6,687 % | 2,295 % | 1,603 % 61 | 6,663 % | 2,319 % | 1,629 % 62 | 6,639 % | 2,344 % | 1,653 % 63 | 6,616 % | 2,368 % | 1,677 % 64 | 6,594 % | 2,392 % | 1,700 % 65 | 6,572 % | 2,416 % | 1,723 % 66 | 6,552 % | 2,439 % | 1,745 % 67 | 6,531 % | 2,463 % | 1,766 % 68 | 6,512 % | 2,486 % | 1,787 % 69 | 6,493 % | 2,508 % | 1,807 % 70 | 6,474 % | 2,530 % | 1,827 % 71 | 6,456 % | 2,552 % | 1,846 % 72 | 6,439 % | 2,573 % | 1,864 % 73 | 6,422 % | 2,594 % | 1,882 % 74 | 6,405 % | 2,615 % | 1,900 % 75 | 6,389 % | 2,635 % | 1,917 % 76 | 6,373 % | 2,654 % | 1,934 % 77 | 6,358 % | 2,673 % | 1,950 % 78 | 6,343 % | 2,692 % | 1,966 % 79 | 6,328 % | 2,711 % | 1,982 % 80 | 6,314 % | 2,729 % | 1,997 % 81 | 6,300 % | 2,746 % | 2,011 % 82 | 6,287 % | 2,764 % | 2,026 % 83 | 6,274 % | 2,780 % | 2,040 % 84 | 6,261 % | 2,797 % | 2,054 % 85 | 6,248 % | 2,813 % | 2,067 % 86 | 6,236 % | 2,829 % | 2,080 % 87 | 6,224 % | 2,844 % | 2,093 % 88 | 6,212 % | 2,860 % | 2,105 % 89 | 6,201 % | 2,874 % | 2,118 % 90 | 6,190 % | 2,889 % | 2,130 % 91 | 6,179 % | 2,903 % | 2,141 % 92 | 6,168 % | 2,917 % | 2,153 % 93 | 6,158 % | 2,931 % | 2,164 % 94 | 6,148 % | 2,944 % | 2,175 % 95 | 6,138 % | 2,957 % | 2,186 % 96 | 6,128 % | 2,970 % | 2,196 % 97 | 6,118 % | 2,982 % | 2,206 % 98 | 6,109 % | 2,995 % | 2,216 % 99 | 6,100 % | 3,007 % | 2,226 % 100 | 6,090 % | 3,019 % | 2,236 % 101 | 6,082 % | 3,030 % | 2,246 % 102 | 6,073 % | 3,042 % | 2,255 % 103 | 6,064 % | 3,053 % | 2,264 % 104 | 6,056 % | 3,064 % | 2,273 % 105 | 6,048 % | 3,075 % | 2,282 % 106 | 6,040 % | 3,085 % | 2,290 % 107 | 6,032 % | 3,095 % | 2,299 % 108 | 6,024 % | 3,106 % | 2,307 % 109 | 6,017 % | 3,116 % | 2,315 % 110 | 6,009 % | 3,125 % | 2,323 % 111 | 6,002 % | 3,135 % | 2,331 % 112 | 5,995 % | 3,144 % | 2,339 % 113 | 5,988 % | 3,154 % | 2,346 % 114 | 5,981 % | 3,163 % | 2,354 % 115 | 5,974 % | 3,172 % | 2,361 % 116 | 5,967 % | 3,181 % | 2,368 % 117 | 5,961 % | 3,189 % | 2,376 % 118 | 5,954 % | 3,198 % | 2,382 % 119 | 5,948 % | 3,206 % | 2,389 % 120 | 5,942 % | 3,214 % | 2,396 % 121 | 5,935 % | 3,223 % | 2,403 % 122 | 5,929 % | 3,231 % | 2,409 % 123 | 5,923 % | 3,238 % | 2,416 % 124 | 5,918 % | 3,246 % | 2,422 % 125 | 5,912 % | 3,254 % | 2,428 % 126 | 5,906 % | 3,261 % | 2,434 % 127 | 5,901 % | 3,269 % | 2,440 % 128 | 5,895 % | 3,276 % | 2,446 % 129 | 5,890 % | 3,283 % | 2,452 % 130 | 5,884 % | 3,290 % | 2,458 % 131 | 5,879 % | 3,297 % | 2,463 % 132 | 5,874 % | 3,304 % | 2,469 % 133 | 5,869 % | 3,310 % | 2,474 % 134 | 5,864 % | 3,317 % | 2,480 % 135 | 5,859 % | 3,323 % | 2,485 % 136 | 5,854 % | 3,330 % | 2,490 % 137 | 5,849 % | 3,336 % | 2,495 % 138 | 5,845 % | 3,342 % | 2,501 % 139 | 5,840 % | 3,349 % | 2,506 % 140 | 5,835 % | 3,355 % | 2,511 % 141 | 5,831 % | 3,361 % | 2,515 % 142 | 5,826 % | 3,367 % | 2,520 % 143 | 5,822 % | 3,372 % | 2,525 % 144 | 5,818 % | 3,378 % | 2,530 % 145 | 5,813 % | 3,384 % | 2,534 % 146 | 5,809 % | 3,389 % | 2,539 % 147 | 5,805 % | 3,395 % | 2,543 % 148 | 5,801 % | 3,400 % | 2,548 % 149 | 5,797 % | 3,406 % | 2,552 % 150 | 5,793 % | 3,411 % | 2,556 % * * * 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 | 35 | 5 | 2 | 437 | 2 2 | 0 | 0 | 43 | 5 | 2 | 261 | 1 3 | 0 | 2 | 49 | 5 | 4 | 225 | 1 4 | 0 | 4 | 52 | 5 | 5 | 197 | 1 5 | 1 | 5 | 56 | 5 | 7 | 178 | 0 6 | 2 | 6 | 59 | 5 | 9 | 175 | 0 7 | 3 | 7 | 62 | 6 | 11 | 171 | 0 8 | 4 | 8 | 64 | 5 | 13 | 177 | 0 9 | 4 | 9 | 65 | 5 | 15 | 179 | 0 10 | 4 | 9 | 68 | 6 | 16 | 181 | 1 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 437 | 4 | 19 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 3 | 2 | 0 | 0 | 0 | 229 | 4 | 29 4 | 4 | 0 | 0 | 0 | 197 | 4 | 30 5 | 5 | 0 | 0 | 0 | 178 | 4 | 31 6 | 6 | 0 | 0 | 0 | 175 | 4 | 33 7 | 7 | 0 | 0 | 0 | 171 | 4 | 33 8 | 8 | 1 | 2 | 0 | 177 | 2 | 34 9 | 9 | 1 | 3 | 0 | 179 | 0 | 34 10 | 9 | 1 | 3 | 0 | 181 | 4 | 35 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal ---|---|---|---|---|---|---|--- 1 | 6 | 6 | 6 | 0 | 19 | 0 | 28 2 | 14 | 13 | 13 | 0 | 26 | 0 | 46 3 | 18 | 16 | 16 | 0 | 29 | 0 | 51 4 | 20 | 18 | 18 | 0 | 30 | 0 | 51 5 | 22 | 20 | 20 | 0 | 31 | 0 | 54 6 | 23 | 22 | 22 | 0 | 33 | 0 | 56 7 | 24 | 23 | 23 | 0 | 33 | 0 | 56 8 | 26 | 24 | 24 | 2 | 34 | 0 | 55 9 | 27 | 25 | 25 | 3 | 34 | 1 | 52 10 | 28 | 26 | 26 | 3 | 35 | 1 | 50 Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein ---|---|---|---|---|---|---|--- 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 2 | 19 | 18 | 25 | 13 | 0 | 0 | 0 3 | 22 | 21 | 30 | 16 | 0 | 0 | 0 4 | 23 | 23 | 34 | 18 | 0 | 0 | 0 5 | 24 | 24 | 38 | 20 | 0 | 0 | 0 6 | 26 | 26 | 42 | 22 | 0 | 0 | 0 7 | 28 | 27 | 43 | 23 | 0 | 0 | 0 8 | 30 | 28 | 44 | 24 | 0 | 0 | 0 9 | 31 | 28 | 45 | 25 | 0 | 0 | 0 10 | 28 | 28 | 44 | 26 | 0 | 0 | 0 Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 12 | 0 | 17 | 0 | 9 2 | 0 | 0 | 12 | 0 | 19 | 0 | 17 3 | 0 | 0 | 12 | 0 | 18 | 1 | 29 4 | 0 | 0 | 12 | 0 | 17 | 2 | 38 5 | 0 | 0 | 12 | 0 | 16 | 3 | 40 6 | 0 | 0 | 12 | 0 | 15 | 3 | 44 7 | 0 | 0 | 12 | 0 | 14 | 4 | 46 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 9 | 0 | 0 | 12 | 0 | 16 | 6 | 41 10 | 0 | 0 | 12 | 0 | 13 | 5 | 44 Duration (in years) | Hong Kong | India | Japan | Malaysia | Mexico | New Zealand | Russia ---|---|---|---|---|---|---|--- 1 | 0 | 9 | 0 | 0 | 10 | 0 | 0 2 | 0 | 9 | 0 | 0 | 10 | 0 | 0 3 | 0 | 9 | 0 | 0 | 10 | 0 | 0 4 | 0 | 9 | 0 | 0 | 10 | 0 | 1 5 | 0 | 9 | 0 | 0 | 10 | 0 | 3 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 7 | 0 | 9 | 0 | 0 | 10 | 0 | 9 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 9 | 0 | 9 | 1 | 0 | 10 | 0 | 20 10 | 0 | 9 | 1 | 0 | 10 | 0 | 20 Duration (in years) | Singapore | South Africa | South Korea | Thailand | Taiwan | United States ---|---|---|---|---|---|--- 1 | 0 | 3 | 10 | 0 | 4 | 0 2 | 0 | 6 | 13 | 0 | 4 | 0 3 | 0 | 6 | 13 | 0 | 4 | 0 4 | 0 | 5 | 15 | 0 | 4 | 0 5 | 0 | 4 | 16 | 0 | 4 | 0 6 | 0 | 4 | 16 | 0 | 4 | 0 7 | 0 | 6 | 16 | 0 | 4 | 0 8 | 0 | 7 | 16 | 0 | 4 | 0 9 | 0 | 7 | 16 | 0 | 4 | 0 10 | 0 | 8 | 16 | 0 | 4 | 0 2\.

Exposures to financial institutions 2.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 22 | 49 | 132 | 245 | 601 | 1 505 2 | 6 | 22 | 49 | 132 | 245 | 601 | 1 200 3 | 7 | 24 | 50 | 123 | 241 | 597 | 966 4 | 8 | 27 | 52 | 124 | 240 | 595 | 789 5 | 10 | 29 | 58 | 127 | 240 | 595 | 654 6 | 11 | 32 | 61 | 131 | 240 | 595 | 595 7 | 12 | 34 | 63 | 133 | 240 | 595 | 595 8 | 12 | 35 | 62 | 131 | 240 | 595 | 595 9 | 12 | 36 | 62 | 129 | 240 | 595 | 595 10 | 13 | 37 | 62 | 129 | 240 | 595 | 595 11 | 13 | 38 | 62 | 129 | 240 | 595 | 595 12 | 14 | 39 | 62 | 129 | 240 | 595 | 595 13 | 14 | 39 | 62 | 129 | 240 | 595 | 595 14 | 14 | 40 | 62 | 129 | 240 | 595 | 595 15 | 14 | 40 | 62 | 129 | 240 | 595 | 595 16 | 14 | 40 | 62 | 129 | 240 | 595 | 595 17 | 14 | 39 | 62 | 129 | 240 | 595 | 595 18 | 14 | 40 | 62 | 129 | 240 | 595 | 595 19 | 14 | 40 | 62 | 129 | 240 | 595 | 595 20 | 14 | 40 | 62 | 129 | 240 | 595 | 595 21 | 15 | 40 | 62 | 129 | 240 | 595 | 595 22 | 15 | 40 | 62 | 129 | 240 | 595 | 595 23 | 16 | 40 | 62 | 129 | 240 | 595 | 595 24 | 16 | 40 | 62 | 129 | 240 | 595 | 595 25 | 17 | 40 | 62 | 129 | 240 | 595 | 595 26 | 18 | 40 | 62 | 129 | 240 | 595 | 595 27 | 19 | 40 | 62 | 129 | 240 | 595 | 595 28 | 19 | 40 | 62 | 129 | 240 | 595 | 595 29 | 19 | 40 | 62 | 129 | 240 | 595 | 595 30 | 20 | 40 | 62 | 129 | 240 | 595 | 595 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 | 10 | 26 | 53 | 136 | 249 | 605 | 1 512 2 | 12 | 28 | 55 | 138 | 251 | 607 | 1 206 3 | 14 | 31 | 56 | 130 | 248 | 603 | 971 4 | 15 | 33 | 59 | 131 | 247 | 602 | 793 5 | 16 | 36 | 64 | 133 | 246 | 602 | 657 6 | 17 | 38 | 67 | 137 | 246 | 601 | 601 7 | 17 | 40 | 68 | 138 | 245 | 601 | 601 8 | 17 | 40 | 67 | 135 | 245 | 600 | 600 9 | 17 | 40 | 67 | 134 | 245 | 600 | 600 10 | 17 | 41 | 66 | 133 | 244 | 600 | 600 11 | 17 | 41 | 66 | 133 | 244 | 599 | 599 12 | 17 | 42 | 65 | 132 | 243 | 599 | 599 13 | 17 | 42 | 65 | 131 | 243 | 598 | 598 14 | 16 | 42 | 64 | 131 | 242 | 597 | 597 15 | 16 | 41 | 64 | 131 | 242 | 597 | 597 16 | 15 | 40 | 63 | 130 | 241 | 596 | 596 17 | 15 | 40 | 63 | 130 | 241 | 596 | 596 18 | 15 | 40 | 63 | 129 | 240 | 596 | 596 19 | 15 | 40 | 63 | 129 | 240 | 596 | 596 20 | 15 | 40 | 63 | 130 | 241 | 596 | 596 21 | 15 | 41 | 63 | 130 | 241 | 596 | 596 22 | 16 | 41 | 64 | 130 | 241 | 597 | 597 23 | 16 | 41 | 64 | 130 | 241 | 597 | 597 24 | 16 | 41 | 64 | 130 | 242 | 597 | 597 25 | 17 | 41 | 64 | 131 | 242 | 597 | 597 26 | 18 | 41 | 64 | 131 | 242 | 597 | 597 27 | 19 | 41 | 64 | 131 | 242 | 597 | 597 28 | 19 | 41 | 64 | 131 | 242 | 597 | 597 29 | 20 | 41 | 64 | 131 | 242 | 597 | 597 30 | 20 | 41 | 64 | 131 | 242 | 597 | 597 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 | 21 | 49 | 131 | 245 | 600 | 1 505 2 | 6 | 21 | 49 | 131 | 245 | 600 | 1 200 3 | 7 | 24 | 49 | 123 | 241 | 596 | 966 4 | 8 | 26 | 52 | 124 | 240 | 595 | 789 5 | 9 | 29 | 57 | 127 | 240 | 595 | 654 6 | 11 | 32 | 61 | 131 | 240 | 595 | 595 7 | 12 | 34 | 63 | 133 | 240 | 595 | 595 8 | 12 | 35 | 62 | 130 | 240 | 595 | 595 9 | 12 | 35 | 62 | 129 | 240 | 595 | 595 10 | 12 | 37 | 62 | 129 | 240 | 595 | 595 11 | 13 | 38 | 62 | 129 | 240 | 595 | 595 12 | 13 | 38 | 62 | 129 | 240 | 595 | 595 13 | 14 | 39 | 62 | 129 | 240 | 595 | 595 14 | 14 | 39 | 62 | 129 | 240 | 595 | 595 15 | 14 | 39 | 62 | 129 | 240 | 595 | 595 16 | 14 | 39 | 62 | 129 | 240 | 595 | 595 17 | 14 | 39 | 62 | 129 | 240 | 595 | 595 18 | 14 | 39 | 62 | 129 | 240 | 595 | 595 19 | 14 | 39 | 62 | 129 | 240 | 595 | 595 20 | 14 | 39 | 62 | 129 | 240 | 595 | 595 21 | 15 | 39 | 62 | 129 | 240 | 595 | 595 22 | 15 | 39 | 62 | 129 | 240 | 595 | 595 23 | 16 | 39 | 62 | 129 | 240 | 595 | 595 24 | 16 | 39 | 62 | 129 | 240 | 595 | 595 25 | 17 | 39 | 62 | 129 | 240 | 595 | 595 26 | 18 | 39 | 62 | 129 | 240 | 595 | 595 27 | 19 | 39 | 62 | 129 | 240 | 595 | 595 28 | 19 | 39 | 62 | 129 | 240 | 595 | 595 29 | 19 | 39 | 62 | 129 | 240 | 595 | 595 30 | 20 | 39 | 62 | 129 | 240 | 595 | 595 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 | 89 | 105 | 132 | 215 | 329 | 684 | 1 535 2 | 84 | 100 | 127 | 210 | 323 | 679 | 1 227 3 | 87 | 105 | 130 | 203 | 322 | 677 | 990 4 | 85 | 104 | 130 | 202 | 318 | 673 | 810 5 | 84 | 104 | 132 | 201 | 314 | 670 | 673 6 | 83 | 103 | 133 | 203 | 312 | 667 | 667 7 | 81 | 103 | 132 | 202 | 309 | 664 | 664 8 | 79 | 102 | 130 | 198 | 307 | 663 | 663 9 | 78 | 102 | 128 | 195 | 306 | 661 | 661 10 | 74 | 98 | 124 | 191 | 302 | 657 | 657 11 | 72 | 96 | 121 | 188 | 299 | 654 | 654 12 | 71 | 96 | 119 | 186 | 297 | 652 | 652 13 | 70 | 95 | 118 | 185 | 296 | 651 | 651 14 | 70 | 95 | 118 | 184 | 295 | 651 | 651 15 | 69 | 94 | 117 | 184 | 295 | 650 | 650 16 | 68 | 93 | 116 | 183 | 294 | 649 | 649 17 | 68 | 93 | 116 | 182 | 293 | 649 | 649 18 | 67 | 92 | 115 | 181 | 293 | 648 | 648 19 | 66 | 91 | 114 | 181 | 292 | 647 | 647 20 | 65 | 90 | 113 | 180 | 291 | 646 | 646 21 | 64 | 90 | 112 | 179 | 290 | 646 | 646 22 | 63 | 89 | 112 | 178 | 289 | 645 | 645 23 | 62 | 88 | 111 | 177 | 288 | 644 | 644 24 | 61 | 87 | 110 | 176 | 287 | 643 | 643 25 | 60 | 86 | 108 | 175 | 286 | 642 | 642 26 | 59 | 85 | 107 | 174 | 285 | 640 | 640 27 | 58 | 84 | 106 | 173 | 284 | 639 | 639 28 | 57 | 82 | 105 | 172 | 283 | 638 | 638 29 | 56 | 81 | 104 | 171 | 282 | 637 | 637 30 | 55 | 80 | 103 | 170 | 281 | 636 | 636 2.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 26 | 53 | 136 | 249 | 605 | 1 498 2 | 12 | 28 | 55 | 138 | 251 | 607 | 1 196 3 | 14 | 31 | 57 | 130 | 249 | 604 | 964 4 | 16 | 34 | 60 | 132 | 248 | 603 | 789 5 | 17 | 37 | 65 | 134 | 248 | 603 | 655 6 | 18 | 39 | 69 | 139 | 247 | 603 | 603 7 | 19 | 41 | 70 | 140 | 247 | 602 | 602 8 | 19 | 41 | 69 | 137 | 246 | 602 | 602 9 | 18 | 42 | 68 | 135 | 246 | 601 | 601 10 | 18 | 42 | 68 | 134 | 245 | 601 | 601 11 | 18 | 43 | 67 | 134 | 245 | 600 | 600 12 | 18 | 43 | 67 | 133 | 244 | 600 | 600 13 | 18 | 43 | 66 | 133 | 244 | 599 | 599 14 | 18 | 43 | 66 | 132 | 243 | 599 | 599 15 | 17 | 43 | 65 | 132 | 243 | 598 | 598 16 | 16 | 42 | 65 | 131 | 242 | 598 | 598 17 | 16 | 42 | 64 | 131 | 242 | 597 | 597 18 | 16 | 41 | 64 | 131 | 242 | 597 | 597 19 | 16 | 41 | 64 | 131 | 242 | 597 | 597 20 | 16 | 42 | 65 | 131 | 242 | 598 | 598 21 | 17 | 42 | 65 | 131 | 243 | 598 | 598 22 | 17 | 42 | 65 | 132 | 243 | 598 | 598 23 | 17 | 42 | 65 | 132 | 243 | 598 | 598 24 | 17 | 43 | 65 | 132 | 243 | 598 | 598 25 | 18 | 43 | 65 | 132 | 243 | 598 | 598 26 | 18 | 43 | 65 | 132 | 243 | 598 | 598 27 | 19 | 43 | 65 | 132 | 243 | 598 | 598 28 | 19 | 43 | 65 | 132 | 243 | 598 | 598 29 | 20 | 43 | 65 | 132 | 243 | 598 | 598 30 | 21 | 43 | 65 | 132 | 243 | 598 | 598 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 | 54 | 70 | 97 | 179 | 293 | 648 | 1 543 2 | 57 | 73 | 100 | 183 | 297 | 652 | 1 236 3 | 63 | 80 | 105 | 179 | 297 | 652 | 998 4 | 66 | 85 | 110 | 182 | 298 | 653 | 817 5 | 68 | 88 | 116 | 185 | 298 | 654 | 679 6 | 69 | 90 | 119 | 189 | 298 | 654 | 654 7 | 69 | 91 | 120 | 190 | 297 | 653 | 653 8 | 68 | 91 | 118 | 187 | 296 | 651 | 651 9 | 67 | 90 | 116 | 184 | 294 | 650 | 650 10 | 65 | 89 | 115 | 182 | 293 | 648 | 648 11 | 64 | 89 | 113 | 180 | 291 | 646 | 646 12 | 63 | 88 | 112 | 178 | 289 | 645 | 645 13 | 62 | 87 | 110 | 177 | 288 | 643 | 643 14 | 60 | 86 | 108 | 175 | 286 | 641 | 641 15 | 59 | 84 | 107 | 174 | 285 | 640 | 640 16 | 58 | 83 | 106 | 173 | 284 | 639 | 639 17 | 57 | 82 | 105 | 171 | 283 | 638 | 638 18 | 56 | 81 | 104 | 171 | 282 | 637 | 637 19 | 55 | 80 | 103 | 170 | 281 | 636 | 636 20 | 54 | 80 | 103 | 169 | 280 | 636 | 636 21 | 54 | 79 | 102 | 168 | 280 | 635 | 635 22 | 53 | 78 | 101 | 168 | 279 | 634 | 634 23 | 52 | 77 | 100 | 167 | 278 | 633 | 633 24 | 51 | 77 | 99 | 166 | 277 | 632 | 632 25 | 50 | 76 | 99 | 165 | 276 | 632 | 632 26 | 50 | 75 | 98 | 164 | 275 | 631 | 631 27 | 49 | 74 | 97 | 163 | 274 | 630 | 630 28 | 48 | 73 | 96 | 163 | 274 | 629 | 629 29 | 47 | 72 | 95 | 162 | 273 | 628 | 628 30 | 46 | 72 | 94 | 161 | 272 | 627 | 627 2.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 21 | 48 | 131 | 244 | 600 | 1 504 2 | 5 | 21 | 48 | 131 | 244 | 600 | 1 199 3 | 6 | 23 | 49 | 122 | 240 | 596 | 965 4 | 7 | 26 | 51 | 123 | 239 | 595 | 788 5 | 9 | 29 | 57 | 126 | 239 | 595 | 653 6 | 10 | 31 | 60 | 130 | 239 | 595 | 595 7 | 11 | 33 | 62 | 132 | 239 | 595 | 595 8 | 11 | 34 | 61 | 130 | 239 | 595 | 595 9 | 11 | 35 | 61 | 128 | 239 | 594 | 594 10 | 12 | 36 | 61 | 128 | 239 | 594 | 594 11 | 12 | 37 | 61 | 128 | 239 | 594 | 594 12 | 13 | 38 | 61 | 128 | 239 | 594 | 594 13 | 13 | 38 | 61 | 128 | 239 | 594 | 594 14 | 13 | 39 | 61 | 128 | 239 | 594 | 594 15 | 13 | 39 | 61 | 128 | 239 | 594 | 594 16 | 13 | 39 | 61 | 128 | 239 | 594 | 594 17 | 13 | 39 | 61 | 128 | 239 | 594 | 594 18 | 13 | 39 | 61 | 128 | 239 | 594 | 594 19 | 13 | 39 | 61 | 128 | 239 | 594 | 594 20 | 14 | 39 | 61 | 128 | 239 | 594 | 594 21 | 15 | 39 | 61 | 128 | 239 | 594 | 594 22 | 15 | 39 | 61 | 128 | 239 | 594 | 594 23 | 16 | 39 | 61 | 128 | 239 | 595 | 595 24 | 16 | 39 | 61 | 128 | 239 | 595 | 595 25 | 17 | 39 | 62 | 128 | 239 | 595 | 595 26 | 18 | 39 | 62 | 128 | 239 | 595 | 595 27 | 19 | 39 | 62 | 128 | 239 | 595 | 595 28 | 19 | 39 | 62 | 128 | 239 | 595 | 595 29 | 19 | 39 | 62 | 128 | 239 | 595 | 595 30 | 20 | 39 | 62 | 128 | 239 | 595 | 595 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 25 | 59 | 163 | 263 | 619 | 1 526 2 | 7 | 25 | 59 | 163 | 263 | 619 | 1 217 3 | 8 | 27 | 58 | 146 | 259 | 615 | 981 4 | 9 | 30 | 60 | 133 | 257 | 613 | 801 5 | 10 | 31 | 60 | 119 | 256 | 612 | 664 6 | 13 | 35 | 63 | 110 | 255 | 610 | 610 7 | 15 | 37 | 63 | 101 | 254 | 609 | 609 8 | 15 | 38 | 61 | 93 | 253 | 608 | 608 9 | 18 | 45 | 64 | 87 | 252 | 607 | 607 10 | 17 | 44 | 62 | 83 | 251 | 606 | 606 11 | 16 | 43 | 60 | 82 | 250 | 605 | 605 12 | 15 | 43 | 60 | 82 | 249 | 605 | 605 13 | 15 | 43 | 60 | 82 | 249 | 604 | 604 14 | 16 | 43 | 60 | 82 | 248 | 603 | 603 15 | 16 | 43 | 60 | 82 | 247 | 602 | 602 16 | 16 | 43 | 60 | 82 | 245 | 601 | 601 17 | 16 | 43 | 60 | 82 | 244 | 600 | 600 18 | 16 | 43 | 60 | 82 | 244 | 599 | 599 19 | 16 | 43 | 60 | 82 | 244 | 599 | 599 20 | 16 | 43 | 60 | 82 | 244 | 600 | 600 21 | 16 | 43 | 60 | 82 | 245 | 600 | 600 22 | 16 | 43 | 60 | 82 | 244 | 600 | 600 23 | 16 | 43 | 60 | 82 | 244 | 600 | 600 24 | 16 | 43 | 60 | 82 | 244 | 599 | 599 25 | 17 | 43 | 60 | 82 | 243 | 599 | 599 26 | 18 | 43 | 60 | 82 | 243 | 598 | 598 27 | 19 | 43 | 60 | 82 | 242 | 598 | 598 28 | 19 | 43 | 60 | 82 | 242 | 597 | 597 29 | 20 | 43 | 60 | 82 | 242 | 597 | 597 30 | 20 | 43 | 60 | 82 | 241 | 597 | 597 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 | 91 | 107 | 134 | 217 | 330 | 685 | 1 529 2 | 87 | 103 | 131 | 213 | 327 | 682 | 1 226 3 | 86 | 103 | 129 | 202 | 320 | 676 | 993 4 | 84 | 103 | 128 | 200 | 316 | 672 | 814 5 | 82 | 102 | 130 | 199 | 313 | 668 | 677 6 | 81 | 102 | 131 | 201 | 310 | 665 | 665 7 | 79 | 101 | 130 | 200 | 307 | 662 | 662 8 | 76 | 99 | 126 | 195 | 304 | 659 | 659 9 | 74 | 97 | 123 | 191 | 301 | 657 | 657 10 | 72 | 96 | 122 | 188 | 299 | 655 | 655 11 | 71 | 95 | 120 | 187 | 298 | 653 | 653 12 | 69 | 94 | 118 | 185 | 296 | 651 | 651 13 | 68 | 93 | 116 | 183 | 294 | 649 | 649 14 | 67 | 92 | 115 | 181 | 292 | 648 | 648 15 | 65 | 90 | 113 | 180 | 291 | 646 | 646 16 | 64 | 89 | 112 | 178 | 290 | 645 | 645 17 | 63 | 88 | 111 | 177 | 288 | 644 | 644 18 | 61 | 87 | 110 | 176 | 287 | 643 | 643 19 | 61 | 86 | 109 | 175 | 286 | 642 | 642 20 | 60 | 85 | 108 | 174 | 286 | 641 | 641 21 | 59 | 84 | 107 | 174 | 285 | 640 | 640 22 | 58 | 83 | 106 | 173 | 284 | 639 | 639 23 | 57 | 82 | 105 | 172 | 283 | 638 | 638 24 | 56 | 81 | 104 | 171 | 282 | 637 | 637 25 | 55 | 80 | 103 | 170 | 281 | 636 | 636 26 | 54 | 79 | 102 | 169 | 280 | 635 | 635 27 | 53 | 78 | 101 | 168 | 279 | 634 | 634 28 | 52 | 77 | 100 | 167 | 278 | 633 | 633 29 | 51 | 76 | 99 | 166 | 277 | 632 | 632 30 | 50 | 75 | 98 | 165 | 276 | 631 | 631 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 | 62 | 78 | 105 | 188 | 301 | 657 | 1 541 2 | 60 | 76 | 103 | 186 | 299 | 655 | 1 230 3 | 60 | 77 | 102 | 176 | 294 | 649 | 992 4 | 59 | 78 | 103 | 175 | 291 | 647 | 812 5 | 58 | 78 | 106 | 175 | 289 | 644 | 675 6 | 57 | 78 | 108 | 177 | 286 | 642 | 642 7 | 57 | 79 | 107 | 177 | 284 | 640 | 640 8 | 55 | 78 | 105 | 173 | 283 | 638 | 638 9 | 53 | 77 | 103 | 170 | 281 | 636 | 636 10 | 52 | 76 | 102 | 169 | 280 | 635 | 635 11 | 52 | 76 | 101 | 168 | 279 | 634 | 634 12 | 51 | 76 | 100 | 167 | 278 | 633 | 633 13 | 51 | 76 | 99 | 166 | 277 | 632 | 632 14 | 50 | 76 | 99 | 165 | 276 | 632 | 632 15 | 50 | 75 | 98 | 164 | 276 | 631 | 631 16 | 49 | 74 | 97 | 163 | 274 | 630 | 630 17 | 48 | 73 | 96 | 163 | 274 | 629 | 629 18 | 47 | 72 | 95 | 162 | 273 | 628 | 628 19 | 47 | 72 | 95 | 161 | 272 | 628 | 628 20 | 46 | 72 | 95 | 161 | 272 | 628 | 628 21 | 46 | 71 | 94 | 161 | 272 | 627 | 627 22 | 46 | 71 | 94 | 160 | 272 | 627 | 627 23 | 45 | 71 | 93 | 160 | 271 | 626 | 626 24 | 45 | 70 | 93 | 159 | 270 | 626 | 626 25 | 44 | 69 | 92 | 159 | 270 | 625 | 625 26 | 43 | 69 | 91 | 158 | 269 | 625 | 625 27 | 43 | 68 | 91 | 157 | 268 | 624 | 624 28 | 42 | 67 | 90 | 157 | 268 | 623 | 623 29 | 41 | 67 | 89 | 156 | 267 | 623 | 623 30 | 41 | 66 | 89 | 155 | 266 | 622 | 622 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 | 47 | 74 | 157 | 270 | 626 | 1 527 2 | 31 | 47 | 74 | 157 | 271 | 626 | 1 218 3 | 31 | 48 | 74 | 147 | 266 | 621 | 980 4 | 31 | 50 | 76 | 148 | 264 | 619 | 801 5 | 32 | 52 | 80 | 149 | 263 | 618 | 664 6 | 32 | 53 | 83 | 153 | 262 | 617 | 617 7 | 33 | 55 | 84 | 154 | 261 | 616 | 616 8 | 32 | 55 | 82 | 150 | 260 | 615 | 615 9 | 31 | 55 | 81 | 148 | 259 | 615 | 615 10 | 31 | 55 | 81 | 147 | 258 | 614 | 614 11 | 31 | 56 | 80 | 147 | 258 | 613 | 613 12 | 31 | 56 | 79 | 146 | 257 | 612 | 612 13 | 30 | 55 | 78 | 145 | 256 | 611 | 611 14 | 29 | 55 | 78 | 144 | 255 | 611 | 611 15 | 29 | 54 | 77 | 143 | 254 | 610 | 610 16 | 28 | 53 | 76 | 142 | 253 | 609 | 609 17 | 27 | 52 | 75 | 142 | 253 | 608 | 608 18 | 26 | 52 | 75 | 141 | 252 | 608 | 608 19 | 26 | 51 | 74 | 141 | 252 | 607 | 607 20 | 26 | 52 | 74 | 141 | 252 | 607 | 607 21 | 26 | 52 | 74 | 141 | 252 | 607 | 607 22 | 26 | 51 | 74 | 141 | 252 | 607 | 607 23 | 26 | 51 | 74 | 141 | 252 | 607 | 607 24 | 26 | 51 | 74 | 141 | 252 | 607 | 607 25 | 26 | 51 | 74 | 140 | 251 | 607 | 607 26 | 25 | 51 | 74 | 140 | 251 | 607 | 607 27 | 25 | 51 | 73 | 140 | 251 | 606 | 606 28 | 25 | 50 | 73 | 140 | 251 | 606 | 606 29 | 25 | 50 | 73 | 139 | 250 | 606 | 606 30 | 24 | 50 | 73 | 139 | 250 | 606 | 606 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 | 5 | 28 | 110 | 224 | 579 | 1 491 2 | 1 | 6 | 29 | 111 | 225 | 580 | 1 189 3 | 2 | 6 | 30 | 103 | 221 | 577 | 957 4 | 2 | 8 | 32 | 104 | 220 | 575 | 782 5 | 3 | 9 | 38 | 107 | 220 | 575 | 648 6 | 4 | 12 | 41 | 111 | 220 | 575 | 575 7 | 5 | 14 | 43 | 113 | 220 | 575 | 575 8 | 6 | 15 | 42 | 111 | 220 | 575 | 575 9 | 6 | 16 | 42 | 109 | 220 | 575 | 575 10 | 7 | 17 | 42 | 109 | 220 | 575 | 575 11 | 8 | 19 | 44 | 110 | 221 | 577 | 577 12 | 9 | 19 | 42 | 109 | 220 | 575 | 575 13 | 9 | 20 | 43 | 110 | 221 | 577 | 577 14 | 10 | 21 | 43 | 110 | 221 | 576 | 576 15 | 10 | 19 | 42 | 108 | 220 | 575 | 575 16 | 12 | 18 | 41 | 107 | 218 | 574 | 574 17 | 12 | 19 | 41 | 107 | 218 | 574 | 574 18 | 13 | 19 | 41 | 107 | 218 | 574 | 574 19 | 13 | 20 | 41 | 108 | 219 | 574 | 574 20 | 14 | 21 | 42 | 109 | 220 | 575 | 575 21 | 15 | 22 | 43 | 109 | 220 | 576 | 576 22 | 15 | 22 | 43 | 109 | 220 | 576 | 576 23 | 16 | 23 | 43 | 109 | 220 | 576 | 576 24 | 16 | 25 | 43 | 109 | 220 | 576 | 576 25 | 17 | 25 | 44 | 109 | 220 | 576 | 576 26 | 18 | 26 | 46 | 109 | 220 | 576 | 576 27 | 18 | 26 | 47 | 109 | 220 | 576 | 576 28 | 19 | 28 | 49 | 109 | 220 | 576 | 576 29 | 19 | 29 | 50 | 109 | 220 | 576 | 576 30 | 20 | 29 | 51 | 109 | 220 | 576 | 576 2.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 47 | 63 | 90 | 173 | 287 | 642 | 1 559 2 | 47 | 63 | 91 | 173 | 287 | 642 | 1 242 3 | 48 | 65 | 91 | 164 | 282 | 638 | 1 000 4 | 48 | 67 | 93 | 164 | 280 | 636 | 816 5 | 49 | 68 | 97 | 166 | 279 | 634 | 676 6 | 49 | 70 | 99 | 169 | 278 | 633 | 633 7 | 49 | 71 | 100 | 170 | 277 | 632 | 632 8 | 48 | 70 | 98 | 166 | 275 | 631 | 631 9 | 47 | 70 | 97 | 164 | 274 | 630 | 630 10 | 46 | 70 | 96 | 163 | 274 | 629 | 629 11 | 46 | 71 | 95 | 162 | 273 | 628 | 628 12 | 46 | 70 | 94 | 161 | 272 | 627 | 627 13 | 45 | 70 | 93 | 160 | 271 | 626 | 626 14 | 45 | 70 | 93 | 159 | 270 | 626 | 626 15 | 44 | 69 | 92 | 159 | 270 | 625 | 625 16 | 43 | 68 | 91 | 158 | 269 | 624 | 624 17 | 42 | 68 | 90 | 157 | 268 | 624 | 624 18 | 42 | 67 | 90 | 156 | 267 | 623 | 623 19 | 41 | 67 | 89 | 156 | 267 | 622 | 622 20 | 41 | 66 | 89 | 156 | 267 | 622 | 622 21 | 41 | 66 | 89 | 156 | 267 | 622 | 622 22 | 41 | 66 | 89 | 155 | 266 | 622 | 622 23 | 40 | 65 | 88 | 155 | 266 | 621 | 621 24 | 40 | 65 | 88 | 154 | 265 | 621 | 621 25 | 39 | 64 | 87 | 154 | 265 | 620 | 620 26 | 39 | 64 | 87 | 153 | 264 | 620 | 620 27 | 38 | 63 | 86 | 153 | 264 | 619 | 619 28 | 37 | 63 | 85 | 152 | 263 | 619 | 619 29 | 37 | 62 | 85 | 151 | 263 | 618 | 618 30 | 36 | 62 | 84 | 151 | 262 | 617 | 617 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 | 14 | 29 | 57 | 139 | 253 | 608 | 1 540 2 | 18 | 34 | 61 | 144 | 257 | 613 | 1 228 3 | 22 | 40 | 65 | 138 | 257 | 612 | 990 4 | 26 | 45 | 71 | 142 | 258 | 614 | 809 5 | 29 | 49 | 77 | 146 | 260 | 615 | 670 6 | 28 | 49 | 78 | 148 | 257 | 613 | 613 7 | 34 | 56 | 84 | 154 | 261 | 617 | 617 8 | 32 | 55 | 82 | 151 | 260 | 615 | 615 9 | 33 | 57 | 83 | 150 | 261 | 616 | 616 10 | 35 | 59 | 85 | 152 | 263 | 618 | 618 11 | 37 | 62 | 86 | 153 | 264 | 619 | 619 12 | 38 | 63 | 87 | 154 | 265 | 620 | 620 13 | 39 | 65 | 88 | 154 | 265 | 621 | 621 14 | 40 | 65 | 88 | 155 | 266 | 621 | 621 15 | 40 | 65 | 88 | 155 | 266 | 621 | 621 16 | 39 | 65 | 88 | 154 | 265 | 621 | 621 17 | 39 | 65 | 88 | 154 | 265 | 621 | 621 18 | 38 | 64 | 87 | 153 | 264 | 620 | 620 19 | 38 | 63 | 86 | 153 | 264 | 619 | 619 20 | 38 | 63 | 86 | 153 | 264 | 619 | 619 21 | 38 | 63 | 86 | 153 | 264 | 619 | 619 22 | 38 | 63 | 86 | 152 | 264 | 619 | 619 23 | 37 | 63 | 86 | 152 | 263 | 619 | 619 24 | 37 | 62 | 85 | 152 | 263 | 618 | 618 25 | 37 | 62 | 85 | 151 | 262 | 618 | 618 26 | 36 | 61 | 84 | 151 | 262 | 617 | 617 27 | 36 | 61 | 84 | 150 | 261 | 617 | 617 28 | 35 | 61 | 83 | 150 | 261 | 616 | 616 29 | 35 | 60 | 83 | 149 | 260 | 616 | 616 30 | 34 | 59 | 82 | 149 | 260 | 615 | 615 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 | 13 | 28 | 56 | 138 | 252 | 607 | 1 528 2 | 14 | 30 | 57 | 140 | 253 | 609 | 1 218 3 | 16 | 33 | 59 | 132 | 251 | 606 | 981 4 | 18 | 36 | 62 | 134 | 250 | 605 | 801 5 | 20 | 39 | 68 | 137 | 250 | 605 | 664 6 | 21 | 42 | 71 | 141 | 250 | 606 | 606 7 | 22 | 44 | 73 | 143 | 250 | 606 | 606 8 | 22 | 45 | 72 | 141 | 250 | 606 | 606 9 | 23 | 46 | 72 | 140 | 250 | 606 | 606 10 | 23 | 47 | 73 | 140 | 251 | 606 | 606 11 | 24 | 49 | 73 | 140 | 251 | 606 | 606 12 | 25 | 50 | 73 | 140 | 251 | 606 | 606 13 | 25 | 51 | 74 | 140 | 251 | 607 | 607 14 | 26 | 51 | 74 | 140 | 251 | 607 | 607 15 | 26 | 51 | 74 | 140 | 251 | 607 | 607 16 | 25 | 51 | 74 | 140 | 251 | 607 | 607 17 | 25 | 51 | 74 | 140 | 251 | 607 | 607 18 | 25 | 51 | 74 | 140 | 251 | 607 | 607 19 | 25 | 51 | 74 | 140 | 251 | 607 | 607 20 | 26 | 51 | 74 | 140 | 251 | 607 | 607 21 | 26 | 51 | 74 | 140 | 252 | 607 | 607 22 | 26 | 51 | 74 | 140 | 251 | 607 | 607 23 | 25 | 51 | 74 | 140 | 251 | 607 | 607 24 | 25 | 50 | 73 | 140 | 251 | 606 | 606 25 | 25 | 50 | 73 | 140 | 251 | 606 | 606 26 | 25 | 50 | 73 | 139 | 250 | 606 | 606 27 | 24 | 50 | 72 | 139 | 250 | 605 | 605 28 | 24 | 49 | 72 | 139 | 250 | 605 | 605 29 | 24 | 49 | 72 | 138 | 249 | 605 | 605 30 | 23 | 49 | 71 | 138 | 249 | 605 | 605 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 | 49 | 65 | 92 | 175 | 288 | 644 | 1 594 2 | 52 | 68 | 95 | 178 | 291 | 647 | 1 273 3 | 56 | 73 | 99 | 172 | 291 | 646 | 1 026 4 | 58 | 77 | 103 | 174 | 290 | 646 | 839 5 | 60 | 80 | 108 | 177 | 291 | 646 | 696 6 | 62 | 83 | 112 | 182 | 291 | 646 | 646 7 | 63 | 85 | 114 | 183 | 291 | 646 | 646 8 | 62 | 85 | 112 | 181 | 290 | 645 | 645 9 | 62 | 85 | 112 | 179 | 290 | 645 | 645 10 | 62 | 86 | 112 | 179 | 290 | 645 | 645 11 | 62 | 87 | 112 | 178 | 289 | 645 | 645 12 | 62 | 87 | 111 | 178 | 289 | 644 | 644 13 | 62 | 87 | 110 | 177 | 288 | 643 | 643 14 | 61 | 86 | 109 | 176 | 287 | 642 | 642 15 | 60 | 85 | 108 | 175 | 286 | 641 | 641 16 | 59 | 85 | 107 | 174 | 285 | 640 | 640 17 | 58 | 84 | 107 | 173 | 284 | 640 | 640 18 | 58 | 83 | 106 | 172 | 283 | 639 | 639 19 | 57 | 82 | 105 | 172 | 283 | 638 | 638 20 | 56 | 81 | 104 | 171 | 282 | 637 | 637 21 | 55 | 81 | 104 | 170 | 281 | 637 | 637 22 | 55 | 80 | 103 | 169 | 280 | 636 | 636 23 | 54 | 79 | 102 | 168 | 279 | 635 | 635 24 | 53 | 78 | 101 | 168 | 279 | 634 | 634 25 | 52 | 77 | 100 | 167 | 278 | 633 | 633 26 | 51 | 76 | 99 | 166 | 277 | 632 | 632 27 | 50 | 76 | 98 | 165 | 276 | 631 | 631 28 | 49 | 75 | 97 | 164 | 275 | 630 | 630 29 | 48 | 74 | 97 | 163 | 274 | 630 | 630 30 | 48 | 73 | 96 | 162 | 273 | 629 | 629 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 | 80 | 96 | 123 | 206 | 320 | 675 | 1 612 2 | 84 | 100 | 128 | 210 | 324 | 679 | 1 288 3 | 86 | 103 | 128 | 202 | 320 | 675 | 1 039 4 | 86 | 104 | 130 | 202 | 318 | 673 | 849 5 | 89 | 109 | 137 | 206 | 320 | 675 | 704 6 | 91 | 112 | 141 | 211 | 320 | 675 | 675 7 | 92 | 114 | 143 | 213 | 320 | 676 | 676 8 | 93 | 116 | 143 | 212 | 321 | 677 | 677 9 | 94 | 117 | 144 | 211 | 322 | 677 | 677 10 | 94 | 119 | 144 | 211 | 322 | 677 | 677 11 | 94 | 119 | 144 | 210 | 321 | 677 | 677 12 | 94 | 119 | 143 | 209 | 320 | 676 | 676 13 | 93 | 118 | 141 | 208 | 319 | 674 | 674 14 | 92 | 117 | 140 | 206 | 317 | 673 | 673 15 | 90 | 116 | 138 | 205 | 316 | 671 | 671 16 | 89 | 114 | 137 | 203 | 314 | 670 | 670 17 | 87 | 113 | 135 | 202 | 313 | 668 | 668 18 | 86 | 111 | 134 | 201 | 312 | 667 | 667 19 | 84 | 110 | 133 | 199 | 310 | 666 | 666 20 | 83 | 109 | 131 | 198 | 309 | 664 | 664 21 | 82 | 107 | 130 | 197 | 308 | 663 | 663 22 | 80 | 106 | 128 | 195 | 306 | 662 | 662 23 | 79 | 104 | 127 | 194 | 305 | 660 | 660 24 | 77 | 103 | 125 | 192 | 303 | 658 | 658 25 | 76 | 101 | 124 | 190 | 301 | 657 | 657 26 | 74 | 100 | 122 | 189 | 300 | 655 | 655 27 | 73 | 98 | 121 | 187 | 298 | 654 | 654 28 | 71 | 96 | 119 | 186 | 297 | 652 | 652 29 | 70 | 95 | 118 | 184 | 295 | 651 | 651 30 | 68 | 94 | 116 | 183 | 294 | 649 | 649 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 | 5 | 21 | 48 | 131 | 245 | 600 | 1 522 2 | 9 | 25 | 52 | 135 | 248 | 604 | 1 216 3 | 12 | 30 | 55 | 128 | 247 | 602 | 981 4 | 16 | 34 | 60 | 132 | 248 | 603 | 801 5 | 18 | 38 | 67 | 136 | 249 | 604 | 664 6 | 20 | 41 | 71 | 141 | 250 | 605 | 605 7 | 22 | 44 | 73 | 143 | 250 | 605 | 605 8 | 22 | 45 | 72 | 141 | 250 | 606 | 606 9 | 23 | 46 | 72 | 140 | 250 | 606 | 606 10 | 23 | 47 | 73 | 139 | 250 | 606 | 606 11 | 24 | 48 | 73 | 139 | 250 | 606 | 606 12 | 24 | 49 | 73 | 139 | 250 | 606 | 606 13 | 24 | 49 | 72 | 139 | 250 | 605 | 605 14 | 23 | 49 | 71 | 138 | 249 | 604 | 604 15 | 22 | 48 | 71 | 137 | 248 | 604 | 604 16 | 21 | 47 | 70 | 136 | 247 | 603 | 603 17 | 21 | 46 | 69 | 136 | 247 | 602 | 602 18 | 20 | 46 | 69 | 135 | 246 | 602 | 602 19 | 20 | 46 | 68 | 135 | 246 | 601 | 601 20 | 20 | 46 | 69 | 135 | 246 | 602 | 602 21 | 21 | 46 | 69 | 135 | 246 | 602 | 602 22 | 21 | 46 | 69 | 135 | 246 | 602 | 602 23 | 21 | 46 | 69 | 135 | 246 | 602 | 602 24 | 21 | 46 | 69 | 135 | 246 | 602 | 602 25 | 20 | 46 | 69 | 135 | 246 | 602 | 602 26 | 20 | 46 | 68 | 135 | 246 | 601 | 601 27 | 20 | 46 | 68 | 135 | 246 | 601 | 601 28 | 20 | 45 | 68 | 135 | 246 | 601 | 601 29 | 20 | 45 | 68 | 135 | 246 | 601 | 601 30 | 21 | 45 | 68 | 134 | 246 | 601 | 601 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 | 91 | 107 | 134 | 217 | 330 | 685 | 1 678 2 | 91 | 107 | 134 | 217 | 330 | 686 | 1 342 3 | 92 | 109 | 134 | 208 | 326 | 681 | 1 083 4 | 93 | 111 | 137 | 209 | 325 | 680 | 885 5 | 94 | 113 | 142 | 211 | 324 | 679 | 734 6 | 94 | 115 | 144 | 214 | 323 | 679 | 679 7 | 95 | 117 | 146 | 216 | 323 | 678 | 678 8 | 94 | 117 | 145 | 213 | 322 | 678 | 678 9 | 94 | 117 | 143 | 211 | 321 | 677 | 677 10 | 93 | 117 | 142 | 209 | 320 | 675 | 675 11 | 91 | 116 | 140 | 207 | 318 | 673 | 673 12 | 90 | 115 | 138 | 205 | 316 | 672 | 672 13 | 88 | 113 | 137 | 203 | 314 | 670 | 670 14 | 87 | 112 | 135 | 201 | 312 | 668 | 668 15 | 85 | 110 | 133 | 199 | 310 | 666 | 666 16 | 82 | 108 | 131 | 197 | 308 | 664 | 664 17 | 81 | 106 | 129 | 195 | 306 | 662 | 662 18 | 79 | 104 | 127 | 194 | 305 | 660 | 660 19 | 78 | 103 | 126 | 192 | 303 | 659 | 659 20 | 77 | 102 | 125 | 191 | 303 | 658 | 658 21 | 76 | 101 | 124 | 190 | 302 | 657 | 657 22 | 75 | 100 | 123 | 189 | 300 | 656 | 656 23 | 74 | 99 | 122 | 188 | 299 | 655 | 655 24 | 73 | 98 | 121 | 187 | 298 | 654 | 654 25 | 71 | 97 | 120 | 186 | 297 | 653 | 653 26 | 70 | 96 | 118 | 185 | 296 | 652 | 652 27 | 69 | 95 | 117 | 184 | 295 | 650 | 650 28 | 68 | 94 | 116 | 183 | 294 | 649 | 649 29 | 67 | 93 | 115 | 182 | 293 | 648 | 648 30 | 66 | 92 | 114 | 181 | 292 | 647 | 647 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 | 363 | 379 | 406 | 489 | 602 | 958 | 1 601 2 | 75 | 91 | 118 | 201 | 314 | 670 | 1 281 3 | 79 | 96 | 122 | 195 | 314 | 669 | 1 039 4 | 83 | 101 | 127 | 199 | 315 | 670 | 850 5 | 86 | 106 | 134 | 203 | 316 | 672 | 706 6 | 88 | 109 | 138 | 208 | 317 | 672 | 672 7 | 90 | 112 | 140 | 210 | 317 | 673 | 673 8 | 90 | 113 | 141 | 209 | 318 | 674 | 674 9 | 91 | 114 | 141 | 208 | 319 | 674 | 674 10 | 91 | 115 | 141 | 207 | 318 | 674 | 674 11 | 92 | 116 | 141 | 207 | 318 | 674 | 674 12 | 92 | 117 | 141 | 207 | 318 | 674 | 674 13 | 93 | 118 | 141 | 208 | 319 | 674 | 674 14 | 94 | 119 | 142 | 208 | 319 | 675 | 675 15 | 94 | 120 | 143 | 209 | 320 | 676 | 676 16 | 95 | 121 | 144 | 210 | 321 | 677 | 677 17 | 96 | 122 | 145 | 211 | 322 | 678 | 678 18 | 98 | 123 | 146 | 212 | 323 | 679 | 679 19 | 99 | 124 | 147 | 213 | 324 | 680 | 680 20 | 99 | 125 | 147 | 214 | 325 | 681 | 681 21 | 100 | 125 | 148 | 214 | 325 | 681 | 681 22 | 99 | 125 | 148 | 214 | 325 | 681 | 681 23 | 99 | 124 | 147 | 214 | 325 | 680 | 680 24 | 98 | 124 | 146 | 213 | 324 | 679 | 679 25 | 97 | 123 | 146 | 212 | 323 | 679 | 679 26 | 96 | 122 | 144 | 211 | 322 | 678 | 678 27 | 95 | 121 | 143 | 210 | 321 | 676 | 676 28 | 94 | 119 | 142 | 209 | 320 | 675 | 675 29 | 93 | 118 | 141 | 207 | 318 | 674 | 674 30 | 91 | 117 | 139 | 206 | 317 | 673 | 673 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 | 9 | 37 | 119 | 233 | 588 | 1 513 2 | 1 | 9 | 37 | 119 | 233 | 588 | 1 207 3 | 2 | 11 | 37 | 110 | 229 | 584 | 973 4 | 2 | 13 | 39 | 111 | 227 | 582 | 794 5 | 3 | 15 | 43 | 112 | 226 | 581 | 658 6 | 4 | 17 | 46 | 116 | 225 | 580 | 580 7 | 5 | 19 | 47 | 117 | 224 | 580 | 580 8 | 6 | 18 | 46 | 114 | 224 | 579 | 579 9 | 6 | 18 | 45 | 112 | 223 | 578 | 578 10 | 7 | 19 | 44 | 111 | 222 | 578 | 578 11 | 8 | 20 | 44 | 111 | 222 | 578 | 578 12 | 9 | 21 | 44 | 111 | 222 | 577 | 577 13 | 9 | 21 | 44 | 111 | 222 | 578 | 578 14 | 10 | 22 | 45 | 111 | 222 | 578 | 578 15 | 10 | 22 | 45 | 111 | 222 | 578 | 578 16 | 12 | 22 | 45 | 111 | 222 | 578 | 578 17 | 12 | 22 | 45 | 112 | 223 | 578 | 578 18 | 13 | 23 | 45 | 112 | 223 | 578 | 578 19 | 13 | 23 | 46 | 113 | 224 | 579 | 579 20 | 14 | 24 | 47 | 113 | 225 | 580 | 580 21 | 15 | 25 | 48 | 114 | 225 | 581 | 581 22 | 16 | 26 | 49 | 115 | 226 | 582 | 582 23 | 16 | 26 | 49 | 116 | 227 | 582 | 582 24 | 16 | 27 | 50 | 116 | 227 | 583 | 583 25 | 17 | 27 | 50 | 117 | 228 | 583 | 583 26 | 18 | 28 | 51 | 117 | 228 | 584 | 584 27 | 19 | 28 | 51 | 118 | 229 | 584 | 584 28 | 19 | 29 | 51 | 118 | 229 | 584 | 584 29 | 20 | 29 | 52 | 118 | 229 | 585 | 585 30 | 20 | 30 | 52 | 119 | 230 | 585 | 585 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 | 54 | 70 | 97 | 180 | 293 | 649 | 1 555 2 | 55 | 71 | 98 | 181 | 294 | 650 | 1 240 3 | 56 | 73 | 98 | 172 | 290 | 645 | 1 000 4 | 56 | 74 | 100 | 172 | 288 | 643 | 817 5 | 56 | 76 | 104 | 174 | 287 | 642 | 677 6 | 57 | 78 | 107 | 177 | 286 | 642 | 642 7 | 57 | 79 | 107 | 177 | 285 | 640 | 640 8 | 56 | 79 | 106 | 175 | 284 | 639 | 639 9 | 55 | 79 | 105 | 173 | 283 | 639 | 639 10 | 54 | 79 | 104 | 171 | 282 | 637 | 637 11 | 53 | 78 | 102 | 169 | 280 | 636 | 636 12 | 52 | 77 | 101 | 167 | 278 | 634 | 634 13 | 51 | 76 | 99 | 166 | 277 | 632 | 632 14 | 49 | 75 | 97 | 164 | 275 | 631 | 631 15 | 48 | 73 | 96 | 162 | 274 | 629 | 629 16 | 46 | 71 | 94 | 161 | 272 | 627 | 627 17 | 45 | 70 | 93 | 159 | 270 | 626 | 626 18 | 43 | 69 | 91 | 158 | 269 | 625 | 625 19 | 42 | 68 | 90 | 157 | 268 | 624 | 624 20 | 42 | 67 | 90 | 156 | 267 | 623 | 623 21 | 41 | 66 | 89 | 156 | 267 | 622 | 622 22 | 40 | 66 | 89 | 155 | 266 | 622 | 622 23 | 40 | 65 | 88 | 155 | 266 | 621 | 621 24 | 39 | 64 | 87 | 154 | 265 | 620 | 620 25 | 38 | 64 | 87 | 153 | 264 | 620 | 620 26 | 38 | 63 | 86 | 152 | 263 | 619 | 619 27 | 37 | 62 | 85 | 152 | 263 | 618 | 618 28 | 36 | 62 | 84 | 151 | 262 | 618 | 618 29 | 36 | 61 | 84 | 150 | 261 | 617 | 617 30 | 35 | 61 | 83 | 150 | 261 | 616 | 616 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 | 113 | 129 | 156 | 239 | 352 | 708 | 1 690 2 | 114 | 130 | 157 | 240 | 354 | 709 | 1 354 3 | 117 | 134 | 159 | 233 | 351 | 706 | 1 094 4 | 119 | 137 | 163 | 235 | 351 | 706 | 895 5 | 120 | 140 | 168 | 237 | 351 | 706 | 742 6 | 121 | 142 | 171 | 241 | 350 | 706 | 706 7 | 122 | 144 | 172 | 242 | 349 | 705 | 705 8 | 121 | 143 | 171 | 239 | 349 | 704 | 704 9 | 120 | 143 | 170 | 237 | 347 | 703 | 703 10 | 119 | 143 | 169 | 235 | 346 | 702 | 702 11 | 118 | 143 | 167 | 234 | 345 | 700 | 700 12 | 116 | 141 | 165 | 232 | 343 | 698 | 698 13 | 115 | 140 | 163 | 229 | 340 | 696 | 696 14 | 112 | 138 | 161 | 227 | 338 | 694 | 694 15 | 110 | 135 | 158 | 225 | 336 | 691 | 691 16 | 107 | 132 | 155 | 222 | 333 | 688 | 688 17 | 105 | 130 | 153 | 220 | 331 | 686 | 686 18 | 102 | 128 | 151 | 217 | 328 | 684 | 684 19 | 100 | 126 | 149 | 215 | 326 | 682 | 682 20 | 99 | 124 | 147 | 213 | 324 | 680 | 680 21 | 97 | 122 | 145 | 212 | 323 | 678 | 678 22 | 95 | 121 | 143 | 210 | 321 | 676 | 676 23 | 93 | 119 | 142 | 208 | 319 | 675 | 675 24 | 92 | 117 | 140 | 206 | 317 | 673 | 673 25 | 90 | 115 | 138 | 205 | 316 | 671 | 671 26 | 88 | 114 | 136 | 203 | 314 | 669 | 669 27 | 87 | 112 | 135 | 201 | 312 | 668 | 668 28 | 85 | 110 | 133 | 200 | 311 | 666 | 666 29 | 83 | 109 | 132 | 198 | 309 | 665 | 665 30 | 82 | 107 | 130 | 197 | 308 | 663 | 663 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 | 173 | 189 | 216 | 299 | 412 | 768 | 1 841 2 | 183 | 199 | 226 | 309 | 422 | 778 | 1 472 3 | 188 | 205 | 231 | 304 | 422 | 778 | 1 188 4 | 190 | 208 | 234 | 306 | 422 | 777 | 971 5 | 191 | 211 | 239 | 308 | 421 | 777 | 806 6 | 191 | 211 | 241 | 311 | 420 | 775 | 775 7 | 190 | 212 | 241 | 311 | 418 | 774 | 774 8 | 189 | 211 | 239 | 307 | 416 | 772 | 772 9 | 187 | 211 | 237 | 304 | 415 | 770 | 770 10 | 186 | 210 | 236 | 302 | 413 | 769 | 769 11 | 185 | 209 | 234 | 300 | 411 | 767 | 767 12 | 183 | 208 | 231 | 298 | 409 | 764 | 764 13 | 180 | 205 | 228 | 295 | 406 | 761 | 761 14 | 177 | 202 | 225 | 292 | 403 | 758 | 758 15 | 174 | 199 | 222 | 288 | 399 | 755 | 755 16 | 170 | 196 | 219 | 285 | 396 | 752 | 752 17 | 167 | 192 | 215 | 282 | 393 | 748 | 748 18 | 164 | 189 | 212 | 279 | 390 | 745 | 745 19 | 161 | 186 | 209 | 275 | 387 | 742 | 742 20 | 158 | 183 | 206 | 272 | 383 | 739 | 739 21 | 155 | 180 | 203 | 269 | 380 | 736 | 736 22 | 151 | 177 | 200 | 266 | 377 | 733 | 733 23 | 148 | 174 | 196 | 263 | 374 | 729 | 729 24 | 145 | 170 | 193 | 260 | 371 | 726 | 726 25 | 142 | 167 | 190 | 257 | 368 | 723 | 723 26 | 139 | 164 | 187 | 254 | 365 | 720 | 720 27 | 136 | 161 | 184 | 251 | 362 | 717 | 717 28 | 133 | 159 | 181 | 248 | 359 | 714 | 714 29 | 130 | 156 | 178 | 245 | 356 | 712 | 712 30 | 128 | 153 | 176 | 242 | 353 | 709 | 709 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 | 25 | 41 | 68 | 151 | 265 | 620 | 1 558 2 | 26 | 42 | 69 | 152 | 266 | 621 | 1 243 3 | 27 | 45 | 70 | 143 | 262 | 617 | 1 001 4 | 28 | 47 | 73 | 144 | 260 | 616 | 818 5 | 29 | 49 | 77 | 146 | 260 | 615 | 679 6 | 30 | 51 | 80 | 150 | 259 | 614 | 614 7 | 30 | 52 | 81 | 151 | 258 | 614 | 614 8 | 29 | 52 | 79 | 148 | 257 | 612 | 612 9 | 28 | 52 | 78 | 145 | 256 | 612 | 612 10 | 28 | 52 | 78 | 144 | 255 | 611 | 611 11 | 28 | 52 | 77 | 144 | 255 | 610 | 610 12 | 28 | 53 | 76 | 143 | 254 | 609 | 609 13 | 28 | 53 | 76 | 142 | 253 | 609 | 609 14 | 27 | 53 | 75 | 142 | 253 | 608 | 608 15 | 27 | 52 | 75 | 142 | 253 | 608 | 608 16 | 27 | 52 | 75 | 141 | 253 | 608 | 608 17 | 27 | 52 | 75 | 141 | 252 | 608 | 608 18 | 27 | 52 | 75 | 141 | 252 | 608 | 608 19 | 27 | 52 | 75 | 142 | 253 | 608 | 608 20 | 27 | 52 | 75 | 142 | 253 | 608 | 608 21 | 27 | 52 | 75 | 142 | 253 | 608 | 608 22 | 27 | 52 | 75 | 142 | 253 | 608 | 608 23 | 27 | 52 | 75 | 142 | 253 | 608 | 608 24 | 27 | 52 | 75 | 142 | 253 | 608 | 608 25 | 27 | 52 | 75 | 141 | 252 | 608 | 608 26 | 27 | 52 | 75 | 141 | 252 | 608 | 608 27 | 26 | 52 | 74 | 141 | 252 | 608 | 608 28 | 26 | 51 | 74 | 141 | 252 | 607 | 607 29 | 26 | 51 | 74 | 141 | 252 | 607 | 607 30 | 26 | 51 | 74 | 140 | 251 | 607 | 607 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 | 20 | 36 | 64 | 146 | 260 | 615 | 1 592 2 | 22 | 38 | 66 | 148 | 262 | 617 | 1 270 3 | 25 | 43 | 68 | 141 | 260 | 615 | 1 023 4 | 28 | 47 | 72 | 144 | 260 | 615 | 835 5 | 31 | 50 | 79 | 148 | 261 | 616 | 692 6 | 32 | 53 | 82 | 152 | 261 | 617 | 617 7 | 34 | 56 | 85 | 155 | 262 | 617 | 617 8 | 34 | 57 | 84 | 153 | 262 | 617 | 617 9 | 34 | 58 | 84 | 151 | 262 | 618 | 618 10 | 35 | 60 | 85 | 152 | 263 | 618 | 618 11 | 36 | 61 | 86 | 152 | 263 | 619 | 619 12 | 37 | 62 | 86 | 152 | 263 | 619 | 619 13 | 37 | 63 | 86 | 152 | 263 | 619 | 619 14 | 38 | 63 | 86 | 152 | 263 | 619 | 619 15 | 37 | 63 | 85 | 152 | 263 | 618 | 618 16 | 37 | 62 | 85 | 151 | 263 | 618 | 618 17 | 37 | 62 | 85 | 151 | 262 | 618 | 618 18 | 37 | 62 | 85 | 151 | 262 | 618 | 618 19 | 37 | 62 | 85 | 151 | 262 | 618 | 618 20 | 37 | 62 | 85 | 152 | 263 | 618 | 618 21 | 37 | 63 | 85 | 152 | 263 | 618 | 618 22 | 37 | 63 | 85 | 152 | 263 | 618 | 618 23 | 37 | 62 | 85 | 152 | 263 | 618 | 618 24 | 37 | 62 | 85 | 152 | 263 | 618 | 618 25 | 37 | 62 | 85 | 151 | 262 | 618 | 618 26 | 36 | 62 | 84 | 151 | 262 | 617 | 617 27 | 36 | 61 | 84 | 150 | 262 | 617 | 617 28 | 35 | 61 | 83 | 150 | 261 | 617 | 617 29 | 35 | 60 | 83 | 150 | 261 | 616 | 616 30 | 34 | 60 | 83 | 149 | 260 | 616 | 616 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 | 121 | 137 | 164 | 247 | 360 | 716 | 1 780 2 | 120 | 136 | 163 | 246 | 359 | 715 | 1 412 3 | 120 | 138 | 163 | 236 | 355 | 710 | 1 134 4 | 121 | 140 | 165 | 237 | 353 | 708 | 923 5 | 122 | 142 | 170 | 239 | 352 | 708 | 763 6 | 122 | 143 | 172 | 242 | 351 | 706 | 706 7 | 122 | 144 | 173 | 243 | 350 | 705 | 705 8 | 121 | 144 | 172 | 240 | 349 | 705 | 705 9 | 120 | 144 | 170 | 237 | 348 | 704 | 704 10 | 120 | 145 | 170 | 237 | 348 | 703 | 703 11 | 120 | 145 | 169 | 236 | 347 | 703 | 703 12 | 120 | 145 | 168 | 235 | 346 | 701 | 701 13 | 119 | 144 | 167 | 234 | 345 | 700 | 700 14 | 118 | 143 | 166 | 233 | 344 | 699 | 699 15 | 116 | 141 | 164 | 231 | 342 | 697 | 697 16 | 114 | 139 | 162 | 228 | 339 | 695 | 695 17 | 111 | 136 | 159 | 226 | 337 | 692 | 692 18 | 109 | 134 | 157 | 223 | 334 | 690 | 690 19 | 106 | 132 | 155 | 221 | 332 | 688 | 688 20 | 104 | 130 | 152 | 219 | 330 | 685 | 685 21 | 102 | 127 | 150 | 217 | 328 | 683 | 683 22 | 100 | 125 | 148 | 214 | 326 | 681 | 681 23 | 98 | 123 | 146 | 212 | 323 | 679 | 679 24 | 95 | 121 | 144 | 210 | 321 | 677 | 677 25 | 93 | 119 | 141 | 208 | 319 | 674 | 674 26 | 91 | 117 | 139 | 206 | 317 | 672 | 672 27 | 89 | 114 | 137 | 204 | 315 | 670 | 670 28 | 87 | 112 | 135 | 202 | 313 | 668 | 668 29 | 85 | 111 | 133 | 200 | 311 | 666 | 666 30 | 83 | 109 | 131 | 198 | 309 | 664 | 664 2.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 8 | 35 | 118 | 231 | 587 | 1 534 2 | 1 | 10 | 37 | 120 | 233 | 589 | 1 225 3 | 2 | 14 | 39 | 112 | 231 | 586 | 988 4 | 2 | 17 | 43 | 115 | 231 | 586 | 808 5 | 3 | 21 | 49 | 118 | 232 | 587 | 670 6 | 4 | 24 | 53 | 123 | 232 | 588 | 588 7 | 5 | 27 | 56 | 126 | 233 | 588 | 588 8 | 6 | 28 | 55 | 123 | 233 | 588 | 588 9 | 6 | 28 | 55 | 122 | 233 | 588 | 588 10 | 8 | 30 | 55 | 122 | 233 | 588 | 588 11 | 8 | 30 | 55 | 121 | 233 | 588 | 588 12 | 9 | 31 | 55 | 121 | 232 | 588 | 588 13 | 9 | 31 | 54 | 121 | 232 | 588 | 588 14 | 10 | 32 | 54 | 121 | 232 | 587 | 587 15 | 11 | 31 | 54 | 121 | 232 | 587 | 587 16 | 12 | 31 | 54 | 120 | 231 | 587 | 587 17 | 12 | 31 | 54 | 120 | 231 | 587 | 587 18 | 13 | 31 | 54 | 120 | 231 | 587 | 587 19 | 13 | 31 | 54 | 121 | 232 | 587 | 587 20 | 15 | 32 | 55 | 121 | 232 | 588 | 588 21 | 15 | 33 | 55 | 122 | 233 | 588 | 588 22 | 16 | 33 | 56 | 122 | 233 | 589 | 589 23 | 16 | 33 | 56 | 123 | 234 | 589 | 589 24 | 17 | 34 | 57 | 123 | 234 | 590 | 590 25 | 18 | 34 | 57 | 123 | 234 | 590 | 590 26 | 18 | 34 | 57 | 124 | 235 | 590 | 590 27 | 19 | 35 | 57 | 124 | 235 | 590 | 590 28 | 19 | 35 | 57 | 124 | 235 | 591 | 591 29 | 20 | 35 | 58 | 124 | 235 | 591 | 591 30 | 21 | 35 | 58 | 124 | 235 | 591 | 591 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 | 35 | 51 | 78 | 161 | 274 | 630 | 1 537 2 | 35 | 51 | 78 | 161 | 275 | 630 | 1 225 3 | 35 | 53 | 78 | 151 | 270 | 625 | 987 4 | 35 | 54 | 80 | 152 | 268 | 623 | 805 5 | 36 | 56 | 84 | 153 | 266 | 622 | 667 6 | 39 | 60 | 89 | 159 | 268 | 623 | 623 7 | 36 | 58 | 87 | 157 | 264 | 620 | 620 8 | 41 | 63 | 91 | 159 | 268 | 624 | 624 9 | 40 | 63 | 90 | 157 | 267 | 623 | 623 10 | 34 | 58 | 83 | 150 | 261 | 617 | 617 11 | 29 | 54 | 78 | 145 | 256 | 611 | 611 12 | 26 | 51 | 75 | 141 | 252 | 608 | 608 13 | 24 | 49 | 72 | 139 | 250 | 605 | 605 14 | 22 | 47 | 70 | 137 | 248 | 603 | 603 15 | 20 | 46 | 68 | 135 | 246 | 602 | 602 16 | 19 | 44 | 67 | 133 | 244 | 600 | 600 17 | 18 | 43 | 66 | 133 | 244 | 599 | 599 18 | 17 | 42 | 65 | 132 | 243 | 598 | 598 19 | 17 | 42 | 65 | 131 | 243 | 598 | 598 20 | 17 | 42 | 65 | 132 | 243 | 598 | 598 21 | 17 | 42 | 65 | 132 | 243 | 598 | 598 22 | 17 | 42 | 65 | 132 | 243 | 598 | 598 23 | 17 | 42 | 65 | 132 | 243 | 598 | 598 24 | 17 | 42 | 65 | 132 | 243 | 598 | 598 25 | 17 | 42 | 65 | 132 | 243 | 598 | 598 26 | 18 | 42 | 65 | 131 | 243 | 598 | 598 27 | 19 | 42 | 65 | 131 | 242 | 598 | 598 28 | 19 | 42 | 65 | 131 | 242 | 598 | 598 29 | 20 | 42 | 65 | 131 | 242 | 598 | 598 30 | 20 | 42 | 65 | 131 | 242 | 598 | 598 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 | 186 | 202 | 229 | 312 | 425 | 781 | 1 780 2 | 183 | 199 | 226 | 309 | 423 | 778 | 1 418 3 | 180 | 198 | 223 | 296 | 415 | 770 | 1 142 4 | 178 | 196 | 222 | 294 | 410 | 765 | 932 5 | 175 | 194 | 223 | 292 | 405 | 760 | 772 6 | 171 | 192 | 222 | 292 | 401 | 756 | 756 7 | 169 | 191 | 219 | 289 | 396 | 752 | 752 8 | 164 | 187 | 214 | 283 | 392 | 748 | 748 9 | 160 | 184 | 210 | 277 | 388 | 744 | 744 10 | 157 | 181 | 206 | 273 | 384 | 740 | 740 11 | 153 | 178 | 203 | 269 | 380 | 736 | 736 12 | 150 | 175 | 199 | 265 | 376 | 732 | 732 13 | 147 | 172 | 195 | 261 | 372 | 728 | 728 14 | 143 | 168 | 191 | 258 | 369 | 724 | 724 15 | 140 | 165 | 188 | 254 | 365 | 721 | 721 16 | 136 | 162 | 184 | 251 | 362 | 717 | 717 17 | 133 | 158 | 181 | 248 | 359 | 714 | 714 18 | 130 | 156 | 178 | 245 | 356 | 711 | 711 19 | 127 | 153 | 176 | 242 | 353 | 709 | 709 20 | 125 | 150 | 173 | 240 | 351 | 706 | 706 21 | 122 | 148 | 171 | 237 | 348 | 704 | 704 22 | 120 | 145 | 168 | 235 | 346 | 701 | 701 23 | 117 | 143 | 166 | 232 | 343 | 699 | 699 24 | 115 | 140 | 163 | 230 | 341 | 696 | 696 25 | 113 | 138 | 161 | 227 | 338 | 694 | 694 26 | 110 | 136 | 158 | 225 | 336 | 691 | 691 27 | 108 | 133 | 156 | 223 | 334 | 689 | 689 28 | 106 | 131 | 154 | 221 | 332 | 687 | 687 29 | 104 | 129 | 152 | 219 | 330 | 685 | 685 30 | 102 | 127 | 150 | 217 | 328 | 683 | 683 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 | 27 | 53 | 113 | 250 | 605 | 1 526 2 | 8 | 27 | 53 | 113 | 250 | 605 | 1 218 3 | 9 | 30 | 54 | 107 | 248 | 603 | 982 4 | 12 | 34 | 58 | 104 | 249 | 604 | 803 5 | 16 | 41 | 63 | 106 | 250 | 605 | 665 6 | 18 | 44 | 67 | 101 | 251 | 606 | 606 7 | 19 | 46 | 66 | 94 | 251 | 607 | 607 8 | 16 | 44 | 64 | 92 | 251 | 607 | 607 9 | 17 | 45 | 66 | 96 | 252 | 607 | 607 10 | 19 | 48 | 69 | 100 | 252 | 607 | 607 11 | 20 | 50 | 71 | 103 | 252 | 607 | 607 12 | 22 | 52 | 72 | 104 | 252 | 608 | 608 13 | 23 | 54 | 72 | 104 | 252 | 608 | 608 14 | 23 | 54 | 72 | 104 | 252 | 608 | 608 15 | 23 | 54 | 72 | 104 | 252 | 608 | 608 16 | 23 | 54 | 72 | 104 | 252 | 607 | 607 17 | 23 | 54 | 72 | 104 | 252 | 608 | 608 18 | 23 | 54 | 72 | 104 | 252 | 608 | 608 19 | 23 | 54 | 72 | 104 | 252 | 608 | 608 20 | 23 | 54 | 72 | 104 | 253 | 608 | 608 21 | 23 | 54 | 72 | 104 | 253 | 609 | 609 22 | 23 | 54 | 72 | 104 | 253 | 609 | 609 23 | 23 | 54 | 72 | 104 | 254 | 609 | 609 24 | 23 | 54 | 72 | 104 | 254 | 609 | 609 25 | 23 | 54 | 72 | 104 | 254 | 609 | 609 26 | 23 | 54 | 72 | 104 | 254 | 609 | 609 27 | 23 | 54 | 72 | 104 | 254 | 609 | 609 28 | 23 | 54 | 72 | 104 | 254 | 609 | 609 29 | 23 | 54 | 72 | 104 | 254 | 609 | 609 30 | 23 | 54 | 72 | 104 | 253 | 609 | 609 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 | 5 | 13 | 96 | 209 | 565 | 1 507 2 | 1 | 6 | 12 | 94 | 208 | 563 | 1 201 3 | 2 | 6 | 11 | 84 | 203 | 558 | 966 4 | 2 | 8 | 13 | 84 | 200 | 556 | 789 5 | 3 | 9 | 17 | 86 | 200 | 555 | 653 6 | 4 | 9 | 20 | 90 | 199 | 555 | 555 7 | 5 | 10 | 22 | 92 | 199 | 555 | 555 8 | 6 | 12 | 21 | 90 | 199 | 555 | 555 9 | 6 | 12 | 22 | 89 | 199 | 555 | 555 10 | 7 | 13 | 23 | 89 | 200 | 555 | 555 11 | 8 | 13 | 24 | 89 | 200 | 555 | 555 12 | 9 | 15 | 26 | 89 | 200 | 556 | 556 13 | 9 | 16 | 28 | 90 | 201 | 556 | 556 14 | 10 | 16 | 29 | 90 | 201 | 556 | 556 15 | 10 | 17 | 31 | 90 | 201 | 557 | 557 16 | 12 | 18 | 32 | 90 | 202 | 557 | 557 17 | 12 | 19 | 33 | 91 | 202 | 557 | 557 18 | 13 | 19 | 35 | 91 | 202 | 558 | 558 19 | 13 | 20 | 36 | 92 | 203 | 558 | 558 20 | 14 | 21 | 38 | 93 | 204 | 559 | 559 21 | 15 | 22 | 40 | 93 | 205 | 560 | 560 22 | 15 | 23 | 41 | 94 | 205 | 561 | 561 23 | 16 | 23 | 42 | 95 | 206 | 561 | 561 24

| 16 | 25 | 43 | 95 | 206 | 561 | 561 25 | 17 | 25 | 44 | 95 | 206 | 562 | 562 26 | 18 | 26 | 46 | 95 | 207 | 562 | 562 27 | 19 | 26 | 48 | 96 | 207 | 562 | 562 28 | 19 | 28 | 49 | 96 | 207 | 562 | 562 29 | 19 | 29 | 50 | 96 | 207 | 562 | 562 30 | 20 | 29 | 51 | 96 | 207 | 563 | 563 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 | 0 | 15 | 22 | 46 | 170 | 308 | 2 979 2 | 0 | 15 | 22 | 46 | 170 | 343 | 2 237 3 | 1 | 16 | 25 | 51 | 164 | 354 | 1 700 4 | 1 | 17 | 28 | 55 | 162 | 353 | 1 319 5 | 2 | 19 | 31 | 57 | 162 | 344 | 1 048 6 | 2 | 22 | 34 | 60 | 162 | 330 | 852 7 | 4 | 25 | 36 | 62 | 162 | 315 | 705 8 | 4 | 25 | 37 | 65 | 162 | 298 | 593 9 | 4 | 26 | 39 | 68 | 162 | 282 | 505 10 | 5 | 27 | 40 | 70 | 162 | 265 | 435 11 | 5 | 27 | 41 | 71 | 162 | 255 | 378 12 | 5 | 27 | 41 | 71 | 162 | 255 | 331 13 | 5 | 27 | 41 | 71 | 162 | 255 | 292 14 | 6 | 27 | 41 | 71 | 162 | 255 | 259 15 | 7 | 27 | 44 | 71 | 162 | 255 | 255 16 | 7 | 27 | 47 | 71 | 162 | 255 | 255 17 | 7 | 27 | 50 | 71 | 162 | 255 | 255 18 | 8 | 27 | 51 | 71 | 162 | 255 | 255 19 | 8 | 27 | 54 | 71 | 162 | 255 | 255 20 | 9 | 27 | 57 | 71 | 162 | 255 | 255 21 | 9 | 27 | 60 | 71 | 162 | 255 | 255 22 | 9 | 27 | 62 | 71 | 162 | 255 | 255 23 | 10 | 27 | 65 | 73 | 162 | 255 | 255 24 | 10 | 27 | 68 | 76 | 162 | 255 | 255 25 | 11 | 27 | 71 | 78 | 162 | 255 | 255 26 | 11 | 27 | 74 | 80 | 162 | 255 | 255 27 | 12 | 27 | 76 | 83 | 162 | 255 | 255 28 | 12 | 27 | 79 | 85 | 162 | 255 | 255 29 | 13 | 28 | 82 | 88 | 162 | 255 | 255 30 | 13 | 28 | 84 | 90 | 162 | 255 | 255 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 | 5 | 20 | 26 | 50 | 174 | 309 | 2 993 2 | 7 | 22 | 29 | 53 | 176 | 344 | 2 250 3 | 7 | 23 | 31 | 58 | 171 | 356 | 1 709 4 | 7 | 24 | 35 | 62 | 168 | 355 | 1 326 5 | 7 | 25 | 38 | 63 | 168 | 345 | 1 053 6 | 8 | 28 | 40 | 66 | 168 | 332 | 855 7 | 9 | 30 | 41 | 67 | 167 | 316 | 708 8 | 9 | 30 | 42 | 70 | 167 | 299 | 595 9 | 9 | 31 | 43 | 72 | 166 | 282 | 506 10 | 9 | 31 | 44 | 74 | 166 | 265 | 436 11 | 9 | 31 | 44 | 75 | 165 | 259 | 379 12 | 8 | 30 | 44 | 74 | 165 | 258 | 332 13 | 8 | 30 | 43 | 74 | 164 | 258 | 292 14 | 7 | 29 | 43 | 73 | 164 | 257 | 259 15 | 7 | 29 | 44 | 73 | 163 | 257 | 257 16 | 7 | 28 | 47 | 72 | 163 | 256 | 256 17 | 7 | 28 | 50 | 72 | 162 | 256 | 256 18 | 8 | 28 | 52 | 72 | 162 | 255 | 255 19 | 8 | 28 | 54 | 72 | 162 | 255 | 255 20 | 9 | 28 | 57 | 72 | 163 | 256 | 256 21 | 9 | 28 | 60 | 72 | 163 | 256 | 256 22 | 9 | 29 | 62 | 72 | 163 | 256 | 256 23 | 10 | 29 | 65 | 74 | 163 | 256 | 256 24 | 10 | 29 | 69 | 77 | 163 | 257 | 257 25 | 11 | 29 | 71 | 79 | 163 | 257 | 257 26 | 11 | 29 | 74 | 82 | 163 | 257 | 257 27 | 12 | 29 | 76 | 83 | 163 | 257 | 257 28 | 12 | 29 | 80 | 86 | 163 | 257 | 257 29 | 13 | 29 | 82 | 88 | 163 | 257 | 257 30 | 13 | 29 | 85 | 90 | 163 | 257 | 257 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 | 0 | 15 | 22 | 46 | 170 | 308 | 2 978 2 | 0 | 15 | 22 | 46 | 170 | 343 | 2 237 3 | 1 | 16 | 24 | 51 | 164 | 354 | 1 699 4 | 1 | 17 | 28 | 55 | 162 | 353 | 1 319 5 | 2 | 19 | 31 | 57 | 162 | 344 | 1 048 6 | 2 | 22 | 34 | 60 | 162 | 330 | 851 7 | 4 | 24 | 36 | 62 | 162 | 315 | 705 8 | 4 | 25 | 37 | 65 | 162 | 298 | 593 9 | 4 | 26 | 38 | 68 | 162 | 282 | 505 10 | 5 | 27 | 40 | 70 | 162 | 265 | 435 11 | 5 | 27 | 40 | 71 | 162 | 255 | 378 12 | 5 | 27 | 40 | 71 | 162 | 255 | 331 13 | 5 | 27 | 40 | 71 | 162 | 255 | 292 14 | 6 | 27 | 41 | 71 | 162 | 255 | 259 15 | 7 | 27 | 44 | 71 | 162 | 255 | 255 16 | 7 | 27 | 47 | 71 | 162 | 255 | 255 17 | 7 | 27 | 50 | 71 | 162 | 255 | 255 18 | 8 | 27 | 51 | 71 | 162 | 255 | 255 19 | 8 | 27 | 54 | 71 | 162 | 255 | 255 20 | 9 | 27 | 57 | 71 | 162 | 255 | 255 21 | 9 | 27 | 60 | 71 | 162 | 255 | 255 22 | 9 | 27 | 62 | 71 | 162 | 255 | 255 23 | 10 | 27 | 65 | 73 | 162 | 255 | 255 24 | 10 | 27 | 68 | 76 | 162 | 255 | 255 25 | 11 | 27 | 71 | 78 | 162 | 255 | 255 26 | 11 | 27 | 74 | 80 | 162 | 255 | 255 27 | 12 | 27 | 76 | 83 | 162 | 255 | 255 28 | 12 | 27 | 79 | 85 | 162 | 255 | 255 29 | 12 | 28 | 82 | 88 | 162 | 255 | 255 30 | 13 | 28 | 84 | 90 | 162 | 255 | 255 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 | 84 | 99 | 106 | 130 | 253 | 349 | 3 041 2 | 78 | 93 | 100 | 124 | 248 | 350 | 2 290 3 | 80 | 96 | 105 | 132 | 245 | 363 | 1 743 4 | 77 | 94 | 105 | 132 | 239 | 362 | 1 355 5 | 75 | 93 | 106 | 131 | 236 | 353 | 1 079 6 | 74 | 94 | 106 | 132 | 234 | 340 | 878 7 | 73 | 94 | 105 | 131 | 231 | 325 | 727 8 | 71 | 93 | 104 | 132 | 229 | 322 | 612 9 | 70 | 92 | 105 | 134 | 228 | 321 | 522 10 | 66 | 89 | 102 | 132 | 223 | 317 | 450 11 | 64 | 86 | 99 | 129 | 220 | 314 | 391 12 | 62 | 84 | 97 | 128 | 219 | 312 | 343 13 | 61 | 83 | 96 | 127 | 218 | 311 | 311 14 | 60 | 83 | 96 | 126 | 217 | 310 | 310 15 | 60 | 82 | 95 | 126 | 217 | 310 | 310 16 | 59 | 81 | 95 | 125 | 216 | 309 | 309 17 | 58 | 81 | 94 | 124 | 215 | 308 | 308 18 | 58 | 80 | 93 | 124 | 214 | 307 | 307 19 | 57 | 79 | 92 | 123 | 213 | 307 | 307 20 | 56 | 78 | 91 | 122 | 213 | 306 | 306 21 | 55 | 77 | 91 | 121 | 212 | 305 | 305 22 | 54 | 76 | 90 | 120 | 211 | 304 | 304 23 | 53 | 75 | 89 | 119 | 210 | 303 | 303 24 | 52 | 74 | 88 | 118 | 209 | 302 | 302 25 | 51 | 73 | 87 | 117 | 208 | 301 | 301 26 | 50 | 72 | 86 | 116 | 207 | 300 | 300 27 | 49 | 71 | 85 | 115 | 206 | 299 | 299 28 | 48 | 70 | 83 | 114 | 205 | 298 | 298 29 | 47 | 69 | 85 | 113 | 204 | 297 | 297 30 | 46 | 68 | 87 | 112 | 202 | 296 | 296 3.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 20 | 26 | 50 | 174 | 306 | 2 964 2 | 6 | 21 | 28 | 52 | 176 | 341 | 2 229 3 | 7 | 23 | 32 | 58 | 171 | 354 | 1 696 4 | 7 | 24 | 35 | 63 | 169 | 353 | 1 319 5 | 8 | 27 | 39 | 65 | 169 | 344 | 1 050 6 | 10 | 29 | 41 | 68 | 169 | 332 | 854 7 | 11 | 32 | 43 | 69 | 169 | 316 | 708 8 | 11 | 32 | 43 | 71 | 168 | 300 | 596 9 | 10 | 32 | 45 | 74 | 168 | 284 | 508 10 | 10 | 32 | 46 | 75 | 167 | 267 | 438 11 | 10 | 32 | 45 | 76 | 167 | 260 | 381 12 | 9 | 32 | 45 | 75 | 166 | 259 | 334 13 | 9 | 31 | 44 | 75 | 166 | 259 | 294 14 | 8 | 31 | 44 | 75 | 165 | 258 | 261 15 | 8 | 30 | 44 | 74 | 165 | 258 | 258 16 | 7 | 29 | 47 | 73 | 164 | 257 | 257 17 | 8 | 29 | 50 | 73 | 164 | 257 | 257 18 | 8 | 29 | 53 | 73 | 164 | 257 | 257 19 | 8 | 29 | 56 | 73 | 164 | 257 | 257 20 | 9 | 29 | 58 | 73 | 164 | 257 | 257 21 | 9 | 30 | 61 | 74 | 164 | 258 | 258 22 | 10 | 30 | 64 | 74 | 165 | 258 | 258 23 | 10 | 30 | 67 | 75 | 165 | 258 | 258 24 | 10 | 30 | 69 | 77 | 165 | 258 | 258 25 | 11 | 30 | 72 | 79 | 165 | 258 | 258 26 | 11 | 30 | 75 | 82 | 165 | 258 | 258 27 | 12 | 30 | 78 | 85 | 165 | 258 | 258 28 | 12 | 30 | 80 | 87 | 165 | 258 | 258 29 | 13 | 30 | 84 | 89 | 165 | 258 | 258 30 | 13 | 30 | 86 | 91 | 165 | 258 | 258 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 | 48 | 63 | 70 | 94 | 218 | 315 | 3 058 2 | 52 | 67 | 74 | 98 | 221 | 353 | 2 308 3 | 56 | 72 | 81 | 107 | 220 | 366 | 1 758 4 | 58 | 75 | 86 | 113 | 220 | 365 | 1 367 5 | 59 | 77 | 90 | 115 | 220 | 357 | 1 089 6 | 61 | 80 | 92 | 118 | 220 | 344 | 887 7 | 61 | 82 | 93 | 119 | 219 | 329 | 736 8 | 60 | 81 | 93 | 121 | 218 | 312 | 620 9 | 59 | 81 | 93 | 122 | 216 | 309 | 529 10 | 57 | 80 | 93 | 123 | 214 | 308 | 456 11 | 56 | 78 | 92 | 122 | 213 | 306 | 397 12 | 54 | 76 | 90 | 120 | 211 | 304 | 348 13 | 53 | 75 | 88 | 119 | 209 | 303 | 306 14 | 51 | 73 | 87 | 117 | 208 | 301 | 301 15 | 50 | 72 | 85 | 116 | 207 | 300 | 300 16 | 49 | 71 | 84 | 115 | 205 | 299 | 299 17 | 48 | 70 | 83 | 114 | 204 | 298 | 298 18 | 47 | 69 | 82 | 113 | 203 | 297 | 297 19 | 46 | 68 | 82 | 112 | 203 | 296 | 296 20 | 45 | 67 | 81 | 111 | 202 | 295 | 295 21 | 45 | 67 | 80 | 111 | 201 | 294 | 294 22 | 44 | 66 | 79 | 110 | 201 | 294 | 294 23 | 43 | 65 | 79 | 109 | 200 | 293 | 293 24 | 42 | 64 | 78 | 108 | 199 | 292 | 292 25 | 41 | 63 | 77 | 107 | 198 | 291 | 291 26 | 40 | 63 | 77 | 106 | 197 | 290 | 290 27 | 40 | 62 | 80 | 106 | 196 | 289 | 289 28 | 39 | 61 | 83 | 105 | 195 | 289 | 289 29 | 38 | 60 | 86 | 104 | 195 | 288 | 288 30 | 37 | 59 | 89 | 103 | 194 | 287 | 287 3.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 15 | 21 | 45 | 169 | 307 | 2 976 2 | 0 | 15 | 21 | 45 | 169 | 342 | 2 235 3 | 1 | 15 | 24 | 50 | 163 | 354 | 1 698 4 | 1 | 16 | 27 | 54 | 161 | 353 | 1 318 5 | 2 | 18 | 30 | 56 | 161 | 343 | 1 047 6 | 2 | 21 | 33 | 59 | 161 | 330 | 851 7 | 3 | 24 | 35 | 61 | 161 | 315 | 705 8 | 3 | 24 | 36 | 64 | 161 | 298 | 593 9 | 4 | 25 | 38 | 67 | 161 | 281 | 505 10 | 4 | 26 | 39 | 69 | 161 | 265 | 435 11 | 5 | 26 | 40 | 70 | 161 | 254 | 378 12 | 5 | 26 | 40 | 70 | 161 | 254 | 331 13 | 5 | 26 | 40 | 70 | 161 | 254 | 292 14 | 6 | 26 | 41 | 70 | 161 | 254 | 258 15 | 7 | 26 | 44 | 70 | 161 | 254 | 254 16 | 7 | 26 | 47 | 70 | 161 | 254 | 254 17 | 7 | 26 | 50 | 70 | 161 | 254 | 254 18 | 8 | 26 | 51 | 70 | 161 | 254 | 254 19 | 8 | 26 | 54 | 70 | 161 | 254 | 254 20 | 9 | 26 | 57 | 70 | 161 | 254 | 254 21 | 9 | 26 | 60 | 70 | 161 | 254 | 254 22 | 9 | 26 | 62 | 71 | 161 | 254 | 254 23 | 10 | 26 | 65 | 73 | 161 | 254 | 254 24 | 10 | 26 | 68 | 76 | 161 | 254 | 254 25 | 11 | 26 | 71 | 78 | 161 | 254 | 254 26 | 11 | 26 | 74 | 80 | 161 | 254 | 254 27 | 12 | 26 | 76 | 83 | 161 | 254 | 254 28 | 12 | 27 | 79 | 85 | 161 | 254 | 254 29 | 12 | 28 | 82 | 88 | 161 | 254 | 254 30 | 13 | 28 | 84 | 90 | 161 | 254 | 254 3.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 23 | 46 | 188 | 312 | 3 021 2 | 0 | 11 | 23 | 46 | 188 | 347 | 2 271 3 | 1 | 10 | 24 | 51 | 182 | 359 | 1 726 4 | 1 | 13 | 27 | 57 | 179 | 358 | 1 340 5 | 2 | 15 | 29 | 59 | 178 | 349 | 1 065 6 | 2 | 18 | 33 | 60 | 177 | 335 | 865 7 | 3 | 21 | 36 | 60 | 176 | 319 | 716 8 | 3 | 23 | 37 | 59 | 175 | 303 | 602 9 | 6 | 31 | 41 | 58 | 174 | 286 | 513 10 | 8 | 34 | 41 | 56 | 173 | 269 | 442 11 | 7 | 32 | 40 | 55 | 172 | 265 | 384 12 | 5 | 31 | 40 | 55 | 171 | 264 | 336 13 | 5 | 30 | 40 | 55 | 170 | 263 | 296 14 | 6 | 30 | 42 | 55 | 170 | 263 | 263 15 | 7 | 30 | 44 | 55 | 169 | 262 | 262 16 | 7 | 30 | 47 | 57 | 167 | 260 | 260 17 | 8 | 30 | 50 | 60 | 166 | 259 | 259 18 | 8 | 30 | 53 | 62 | 166 | 259 | 259 19 | 8 | 30 | 55 | 65 | 166 | 259 | 259 20 | 9 | 30 | 58 | 67 | 166 | 259 | 259 21 | 9 | 30 | 61 | 70 | 166 | 260 | 260 22 | 9 | 30 | 64 | 72 | 166 | 259 | 259 23 | 10 | 30 | 66 | 75 | 166 | 259 | 259 24 | 10 | 30 | 69 | 77 | 165 | 259 | 259 25 | 11 | 30 | 71 | 79 | 165 | 258 | 258 26 | 11 | 30 | 74 | 82 | 165 | 258 | 258 27 | 12 | 30 | 76 | 83 | 164 | 257 | 257 28 | 12 | 30 | 80 | 86 | 164 | 257 | 257 29 | 13 | 30 | 82 | 88 | 164 | 257 | 257 30 | 13 | 30 | 85 | 90 | 163 | 256 | 256 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 | 85 | 100 | 107 | 131 | 255 | 350 | 3 028 2 | 82 | 97 | 104 | 128 | 252 | 350 | 2 288 3 | 79 | 95 | 104 | 130 | 243 | 364 | 1 748 4 | 76 | 93 | 104 | 131 | 238 | 364 | 1 362 5 | 73 | 92 | 104 | 129 | 234 | 356 | 1 086 6 | 72 | 92 | 104 | 130 | 232 | 343 | 884 7 | 71 | 91 | 103 | 129 | 229 | 328 | 732 8 | 68 | 89 | 101 | 129 | 226 | 319 | 617 9 | 66 | 88 | 100 | 129 | 223 | 316 | 526 10 | 64 | 86 | 100 | 130 | 221 | 314 | 453 11 | 63 | 85 | 98 | 129 | 219 | 313 | 394 12 | 61 | 83 | 96 | 127 | 218 | 311 | 345 13 | 59 | 81 | 95 | 125 | 216 | 309 | 309 14 | 57 | 80 | 93 | 124 | 214 | 307 | 307 15 | 56 | 78 | 91 | 122 | 213 | 306 | 306 16 | 55 | 77 | 90 | 121 | 211 | 305 | 305 17 | 53 | 76 | 89 | 120 | 210 | 303 | 303 18 | 52 | 75 | 88 | 118 | 209 | 302 | 302 19 | 51 | 74 | 87 | 118 | 208 | 301 | 301 20 | 51 | 73 | 86 | 117 | 207 | 300 | 300 21 | 50 | 72 | 85 | 116 | 206 | 300 | 300 22 | 49 | 71 | 84 | 115 | 205 | 299 | 299 23 | 48 | 70 | 83 | 114 | 204 | 298 | 298 24 | 47 | 69 | 82 | 113 | 203 | 297 | 297 25 | 46 | 68 | 81 | 112 | 202 | 296 | 296 26 | 45 | 67 | 80 | 111 | 201 | 295 | 295 27 | 44 | 66 | 79 | 110 | 200 | 294 | 294 28 | 43 | 65 | 83 | 109 | 199 | 293 | 293 29 | 42 | 64 | 85 | 108 | 198 | 292 | 292 30 | 41 | 63 | 88 | 107 | 198 | 291 | 291 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 | 57 | 71 | 78 | 102 | 226 | 322 | 3 053 2 | 55 | 70 | 77 | 101 | 224 | 351 | 2 297 3 | 53 | 69 | 77 | 104 | 217 | 363 | 1 747 4 | 51 | 68 | 79 | 106 | 213 | 363 | 1 360 5 | 49 | 68 | 80 | 106 | 210 | 355 | 1 083 6 | 49 | 68 | 80 | 106 | 208 | 341 | 880 7 | 49 | 69 | 80 | 107 | 206 | 325 | 729 8 | 47 | 68 | 80 | 107 | 205 | 308 | 613 9 | 45 | 67 | 80 | 109 | 203 | 296 | 523 10 | 44 | 67 | 80 | 110 | 201 | 295 | 450 11 | 44 | 66 | 79 | 110 | 200 | 294 | 391 12 | 43 | 65 | 78 | 109 | 199 | 293 | 343 13 | 42 | 64 | 78 | 108 | 199 | 292 | 302 14 | 41 | 63 | 77 | 107 | 198 | 291 | 291 15 | 41 | 63 | 76 | 107 | 197 | 290 | 290 16 | 39 | 62 | 75 | 106 | 196 | 289 | 289 17 | 39 | 61 | 74 | 105 | 195 | 289 | 289 18 | 38 | 60 | 74 | 104 | 195 | 288 | 288 19 | 37 | 60 | 73 | 104 | 194 | 287 | 287 20 | 37 | 59 | 73 | 103 | 194 | 287 | 287 21 | 37 | 59 | 73 | 103 | 194 | 287 | 287 22 | 37 | 59 | 72 | 103 | 193 | 286 | 286 23 | 36 | 58 | 72 | 102 | 193 | 286 | 286 24 | 35 | 58 | 71 | 102 | 192 | 285 | 285 25 | 35 | 57 | 73 | 101 | 192 | 285 | 285 26 | 34 | 56 | 76 | 100 | 191 | 284 | 284 27 | 34 | 56 | 79 | 100 | 190 | 283 | 283 28 | 33 | 55 | 81 | 99 | 190 | 283 | 283 29 | 32 | 54 | 85 | 98 | 189 | 282 | 282 30 | 32 | 54 | 87 | 98 | 188 | 281 | 281 3.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 25 | 40 | 47 | 71 | 195 | 312 | 3 024 2 | 26 | 41 | 48 | 72 | 195 | 348 | 2 273 3 | 24 | 40 | 49 | 76 | 189 | 359 | 1 726 4 | 23 | 40 | 51 | 78 | 185 | 358 | 1 339 5 | 23 | 42 | 54 | 79 | 184 | 349 | 1 065 6 | 24 | 43 | 55 | 82 | 183 | 335 | 865 7 | 25 | 45 | 56 | 83 | 183 | 319 | 716 8 | 24 | 45 | 57 | 85 | 182 | 303 | 602 9 | 24 | 45 | 58 | 87 | 181 | 286 | 513 10 | 23 | 45 | 59 | 89 | 180 | 273 | 442 11 | 23 | 45 | 58 | 89 | 179 | 273 | 384 12 | 22 | 44 | 57 | 88 | 179 | 272 | 336 13 | 21 | 43 | 57 | 87 | 178 | 271 | 296 14 | 20 | 42 | 56 | 86 | 177 | 270 | 270 15 | 19 | 42 | 55 | 86 | 176 | 269 | 269 16 | 18 | 41 | 54 | 85 | 175 | 268 | 268 17 | 18 | 40 | 53 | 84 | 175 | 268 | 268 18 | 17 | 40 | 53 | 83 | 174 | 267 | 267 19 | 17 | 39 | 56 | 83 | 174 | 267 | 267 20 | 17 | 39 | 58 | 83 | 174 | 267 | 267 21 | 17 | 39 | 61 | 83 | 174 | 267 | 267 22 | 17 | 39 | 64 | 83 | 174 | 267 | 267 23 | 17 | 39 | 66 | 83 | 174 | 267 | 267 24 | 17 | 39 | 69 | 83 | 173 | 267 | 267 25 | 16 | 39 | 72 | 83 | 173 | 266 | 266 26 | 16 | 38 | 75 | 82 | 173 | 266 | 266 27 | 16 | 38 | 78 | 85 | 173 | 266 | 266 28 | 16 | 38 | 80 | 87 | 172 | 266 | 266 29 | 15 | 38 | 83 | 89 | 172 | 265 | 265 30 | 15 | 37 | 86 | 92 | 172 | 265 | 265 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 25 | 149 | 305 | 2 951 2 | 0 | 1 | 6 | 26 | 150 | 340 | 2 216 3 | 1 | 2 | 10 | 31 | 144 | 351 | 1 683 4 | 1 | 3 | 13 | 35 | 142 | 350 | 1 306 5 | 2 | 4 | 16 | 37 | 142 | 341 | 1 038 6 | 2 | 5 | 19 | 40 | 142 | 327 | 843 7 | 3 | 6 | 22 | 42 | 142 | 312 | 698 8 | 3 | 7 | 24 | 45 | 142 | 295 | 587 9 | 4 | 8 | 27 | 48 | 142 | 279 | 500 10 | 4 | 9 | 30 | 50 | 142 | 262 | 431 11 | 5 | 10 | 33 | 52 | 143 | 246 | 374 12 | 5 | 11 | 36 | 51 | 142 | 235 | 328 13 | 5 | 12 | 38 | 52 | 143 | 236 | 289 14 | 6 | 13 | 41 | 52 | 143 | 236 | 256 15 | 7 | 14 | 44 | 53 | 141 | 234 | 234 16 | 7 | 15 | 46 | 56 | 140 | 233 | 233 17 | 7 | 16 | 48 | 59 | 140 | 233 | 233 18 | 8 | 17 | 51 | 62 | 140 | 233 | 233 19 | 8 | 17 | 54 | 63 | 141 | 234 | 234 20 | 9 | 19 | 57 | 65 | 141 | 235 | 235 21 | 9 | 20 | 59 | 68 | 142 | 235 | 235 22 | 9 | 20 | 62 | 71 | 142 | 235 | 235 23 | 10 | 22 | 65 | 73 | 142 | 235 | 235 24 | 10 | 23 | 67 | 75 | 142 | 235 | 235 25 | 11 | 23 | 70 | 77 | 142 | 235 | 235 26 | 11 | 25 | 72 | 80 | 142 | 235 | 235 27 | 11 | 25 | 75 | 82 | 144 | 235 | 235 28 | 12 | 26 | 78 | 84 | 145 | 235 | 235 29 | 12 | 27 | 81 | 86 | 146 | 235 | 235 30 | 13 | 28 | 84 | 89 | 148 | 235 | 235 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 57 | 64 | 88 | 212 | 318 | 3 090 2 | 42 | 57 | 64 | 88 | 212 | 354 | 2 321 3 | 41 | 57 | 66 | 92 | 205 | 366 | 1 762 4 | 40 | 57 | 68 | 95 | 202 | 364 | 1 368 5 | 40 | 58 | 70 | 96 | 201 | 355 | 1 086 6 | 40 | 60 | 72 | 98 | 200 | 341 | 882 7 | 41 | 61 | 72 | 99 | 198 | 325 | 730 8 | 40 | 61 | 73 | 100 | 197 | 308 | 613 9 | 39 | 61 | 73 | 102 | 196 | 290 | 522 10 | 38 | 61 | 74 | 104 | 195 | 289 | 449 11 | 38 | 60 | 73 | 104 | 194 | 288 | 390 12 | 37 | 59 | 72 | 103 | 194 | 287 | 342 13 | 36 | 58 | 72 | 102 | 193 | 286 | 301 14 | 35 | 58 | 71 | 102 | 192 | 285 | 285 15 | 35 | 57 | 70 | 101 | 191 | 285 | 285 16 | 34 | 56 | 69 | 100 | 190 | 284 | 284 17 | 33 | 55 | 69 | 99 | 190 | 283 | 283 18 | 33 | 55 | 68 | 99 | 189 | 282 | 282 19 | 32 | 54 | 68 | 98 | 189 | 282 | 282 20 | 32 | 54 | 67 | 98 | 189 | 282 | 282 21 | 32 | 54 | 67 | 98 | 188 | 282 | 282 22 | 31 | 54 | 67 | 98 | 188 | 281 | 281 23 | 31 | 53 | 67 | 97 | 188 | 281 | 281 24 | 30 | 53 | 70 | 97 | 187 | 280 | 280 25 | 30 | 52 | 73 | 96 | 187 | 280 | 280 26 | 29 | 52 | 75 | 95 | 186 | 279 | 279 27 | 29 | 51 | 78 | 95 | 185 | 279 | 279 28 | 28 | 50 | 81 | 94 | 185 | 278 | 278 29 | 28 | 50 | 84 | 94 | 184 | 277 | 277 30 | 27 | 49 | 87 | 93 | 184 | 277 | 277 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 | 8 | 23 | 30 | 54 | 178 | 315 | 3 052 2 | 13 | 28 | 34 | 58 | 182 | 350 | 2 294 3 | 15 | 31 | 40 | 67 | 180 | 363 | 1 744 4 | 18 | 35 | 46 | 73 | 180 | 361 | 1 354 5 | 20 | 39 | 51 | 77 | 181 | 352 | 1 076 6 | 20 | 39 | 51 | 77 | 179 | 338 | 874 7 | 26 | 46 | 57 | 84 | 183 | 322 | 723 8 | 24 | 45 | 57 | 85 | 182 | 305 | 608 9 | 25 | 47 | 60 | 89 | 183 | 288 | 518 10 | 28 | 50 | 63 | 93 | 184 | 278 | 445 11 | 29 | 51 | 65 | 95 | 186 | 279 | 387 12 | 30 | 52 | 65 | 96 | 187 | 280 | 339 13 | 30 | 53 | 66 | 96 | 187 | 280 | 299 14 | 31 | 53 | 66 | 97 | 187 | 281 | 281 15 | 31 | 53 | 66 | 97 | 188 | 281 | 281 16 | 30 | 52 | 66 | 96 | 187 | 280 | 280 17 | 30 | 52 | 66 | 96 | 187 | 280 | 280 18 | 29 | 52 | 65 | 95 | 186 | 279 | 279 19 | 29 | 51 | 64 | 95 | 186 | 279 | 279 20 | 29 | 51 | 64 | 95 | 186 | 279 | 279 21 | 29 | 51 | 64 | 95 | 186 | 279 | 279 22 | 29 | 51 | 64 | 95 | 185 | 279 | 279 23 | 28 | 50 | 67 | 94 | 185 | 278 | 278 24 | 28 | 50 | 69 | 94 | 185 | 278 | 278 25 | 27 | 50 | 73 | 94 | 184 | 277 | 277 26 | 27 | 49 | 75 | 93 | 184 | 277 | 277 27 | 26 | 49 | 78 | 93 | 183 | 276 | 276 28 | 26 | 48 | 81 | 92 | 183 | 276 | 276 29 | 25 | 48 | 84 | 92 | 182 | 275 | 275 30 | 25 | 47 | 87 | 92 | 182 | 275 | 275 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 | 7 | 22 | 29 | 53 | 177 | 312 | 3 027 2 | 9 | 24 | 30 | 54 | 178 | 348 | 2 274 3 | 9 | 25 | 34 | 61 | 174 | 360 | 1 727 4 | 10 | 27 | 38 | 65 | 172 | 358 | 1 340 5 | 11 | 29 | 41 | 67 | 172 | 349 | 1 064 6 | 13 | 32 | 44 | 70 | 172 | 335 | 865 7 | 14 | 35 | 46 | 72 | 172 | 319 | 716 8 | 14 | 35 | 47 | 75 | 172 | 303 | 602 9 | 15 | 37 | 49 | 78 | 172 | 286 | 513 10 | 15 | 38 | 51 | 81 | 172 | 269 | 442 11 | 16 | 38 | 51 | 82 | 173 | 266 | 384 12 | 16 | 38 | 52 | 82 | 173 | 266 | 336 13 | 16 | 39 | 52 | 82 | 173 | 266 | 296 14 | 16 | 39 | 52 | 83 | 173 | 266 | 266 15 | 17 | 39 | 52 | 83 | 173 | 266 | 266 16 | 16 | 38 | 52 | 82 | 173 | 266 | 266 17 | 16 | 38 | 52 | 82 | 173 | 266 | 266 18 | 16 | 38 | 53 | 82 | 173 | 266 | 266 19 | 16 | 38 | 56 | 82 | 173 | 266 | 266 20 | 16 | 39 | 58 | 83 | 173 | 266 | 266 21 | 17 | 39 | 61 | 83 | 173 | 266 | 266 22 | 16 | 39 | 64 | 83 | 173 | 266 | 266 23 | 16 | 38 | 66 | 82 | 173 | 266 | 266 24 | 16 | 38 | 69 | 82 | 173 | 266 | 266 25 | 16 | 38 | 71 | 82 | 172 | 266 | 266 26 | 15 | 38 | 74 | 82 | 172 | 265 | 265 27 | 15 | 37 | 77 | 84 | 172 | 265 | 265 28 | 15 | 37 | 80 | 86 | 171 | 265 | 265 29 | 14 | 37 | 83 | 89 | 171 | 264 | 264 30 | 14 | 36 | 86 | 91 | 171 | 264 | 264 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 | 44 | 59 | 66 | 90 | 213 | 325 | 3 164 2 | 47 | 62 | 69 | 93 | 216 | 363 | 2 381 3 | 49 | 65 | 74 | 100 | 213 | 375 | 1 811 4 | 50 | 67 | 78 | 105 | 212 | 374 | 1 407 5 | 51 | 70 | 82 | 107 | 212 | 365 | 1 118 6 | 53 | 73 | 85 | 111 | 213 | 351 | 908 7 | 55 | 75 | 86 | 113 | 212 | 334 | 752 8 | 54 | 75 | 87 | 115 | 212 | 317 | 632 9 | 54 | 76 | 88 | 118 | 212 | 305 | 538 10 | 55 | 77 | 90 | 120 | 211 | 305 | 463 11 | 54 | 77 | 90 | 120 | 211 | 304 | 402 12 | 54 | 76 | 89 | 120 | 210 | 304 | 352 13 | 53 | 75 | 88 | 119 | 210 | 303 | 310 14 | 52 | 74 | 87 | 118 | 209 | 302 | 302 15 | 51 | 73 | 86 | 117 | 208 | 301 | 301 16 | 50 | 72 | 86 | 116 | 207 | 300 | 300 17 | 49 | 71 | 85 | 115 | 206 | 299 | 299 18 | 48 | 71 | 84 | 115 | 205 | 298 | 298 19 | 48 | 70 | 83 | 114 | 204 | 298 | 298 20 | 47 | 69 | 83 | 113 | 204 | 297 | 297 21 | 46 | 68 | 82 | 112 | 203 | 296 | 296 22 | 45 | 68 | 81 | 112 | 202 | 295 | 295 23 | 45 | 67 | 80 | 111 | 201 | 294 | 294 24 | 44 | 66 | 79 | 110 | 200 | 294 | 294 25 | 43 | 65 | 78 | 109 | 199 | 293 | 293 26 | 42 | 64 | 77 | 108 | 199 | 292 | 292 27 | 41 | 63 | 80 | 107 | 198 | 291 | 291 28 | 40 | 62 | 83 | 106 | 197 | 290 | 290 29 | 39 | 61 | 86 | 105 | 196 | 289 | 289 30 | 38 | 61 | 89 | 104 | 195 | 288 | 288 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 | 75 | 90 | 97 | 121 | 244 | 340 | 3 202 2 | 79 | 94 | 101 | 125 | 249 | 367 | 2 411 3 | 79 | 95 | 104 | 130 | 243 | 380 | 1 834 4 | 78 | 95 | 106 | 133 | 240 | 379 | 1 425 5 | 80 | 99 | 111 | 136 | 241 | 369 | 1 132 6 | 82 | 102 | 114 | 140 | 242 | 355 | 919 7 | 84 | 105 | 116 | 142 | 242 | 339 | 761 8 | 85 | 106 | 118 | 146 | 243 | 336 | 640 9 | 86 | 108 | 120 | 150 | 244 | 337 | 546 10 | 87 | 109 | 122 | 152 | 244 | 337 | 471 11 | 86 | 108 | 122 | 152 | 243 | 336 | 409 12 | 85 | 108 | 121 | 151 | 242 | 335 | 358 13 | 84 | 106 | 120 | 150 | 241 | 334 | 334 14 | 83 | 105 | 118 | 149 | 239 | 332 | 332 15 | 81 | 103 | 117 | 147 | 238 | 331 | 331 16 | 80 | 102 | 115 | 146 | 236 | 329 | 329 17 | 78 | 100 | 114 | 144 | 235 | 328 | 328 18 | 77 | 99 | 112 | 143 | 233 | 327 | 327 19 | 75 | 98 | 111 | 141 | 232 | 325 | 325 20 | 74 | 96 | 110 | 140 | 231 | 324 | 324 21 | 73 | 95 | 108 | 139 | 229 | 323 | 323 22 | 71 | 93 | 107 | 137 | 228 | 321 | 321 23 | 70 | 92 | 105 | 136 | 226 | 320 | 320 24 | 68 | 90 | 104 | 134 | 225 | 318 | 318 25 | 67 | 89 | 102 | 133 | 223 | 316 | 316 26 | 65 | 87 | 101 | 131 | 222 | 315 | 315 27 | 63 | 86 | 99 | 130 | 220 | 313 | 313 28 | 62 | 84 | 97 | 128 | 219 | 312 | 312 29 | 60 | 83 | 96 | 127 | 217 | 310 | 310 30 | 59 | 81 | 95 | 125 | 216 | 309 | 309 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 | 0 | 15 | 22 | 46 | 170 | 311 | 3 013 2 | 3 | 18 | 25 | 49 | 173 | 347 | 2 269 3 | 5 | 21 | 30 | 57 | 170 | 360 | 1 726 4 | 7 | 24 | 35 | 63 | 169 | 358 | 1 340 5 | 10 | 28 | 40 | 66 | 171 | 349 | 1 066 6 | 12 | 31 | 43 | 70 | 171 | 336 | 865 7 | 14 | 35 | 46 | 72 | 172 | 320 | 716 8 | 14 | 35 | 47 | 75 | 172 | 303 | 602 9 | 15 | 37 | 49 | 78 | 172 | 286 | 512 10 | 15 | 37 | 51 | 81 | 172 | 269 | 441 11 | 16 | 38 | 51 | 81 | 172 | 265 | 383 12 | 15 | 37 | 51 | 81 | 172 | 265 | 335 13 | 15 | 37 | 50 | 81 | 171 | 265 | 295 14 | 14 | 36 | 50 | 80 | 171 | 264 | 264 15 | 13 | 35 | 49 | 79 | 170 | 263 | 263 16 | 12 | 34 | 48 | 78 | 169 | 262 | 262 17 | 12 | 34 | 50 | 78 | 169 | 262 | 262 18 | 11 | 34 | 53 | 77 | 168 | 261 | 261 19 | 11 | 33 | 55 | 77 | 168 | 261 | 261 20 | 11 | 33 | 58 | 77 | 168 | 261 | 261 21 | 11 | 34 | 61 | 78 | 168 | 261 | 261 22 | 11 | 34 | 64 | 78 | 168 | 261 | 261 23 | 11 | 34 | 66 | 78 | 168 | 261 | 261 24 | 11 | 34 | 69 | 77 | 168 | 261 | 261 25 | 11 | 33 | 72 | 79 | 168 | 261 | 261 26 | 11 | 33 | 75 | 82 | 168 | 261 | 261 27 | 12 | 33 | 78 | 84 | 168 | 261 | 261 28 | 12 | 33 | 80 | 86 | 168 | 261 | 261 29 | 13 | 33 | 83 | 89 | 167 | 261 | 261 30 | 13 | 33 | 86 | 91 | 167 | 260 | 260 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 | 85 | 100 | 107 | 131 | 255 | 350 | 3 339 2 | 86 | 101 | 107 | 131 | 255 | 381 | 2 518 3 | 85 | 101 | 110 | 136 | 249 | 395 | 1 916 4 | 84 | 101 | 112 | 140 | 246 | 394 | 1 488 5 | 85 | 103 | 115 | 141 | 246 | 384 | 1 182 6 | 86 | 105 | 117 | 143 | 245 | 369 | 960 7 | 87 | 107 | 118 | 145 | 244 | 352 | 794 8 | 86 | 108 | 119 | 147 | 244 | 337 | 667 9 | 86 | 108 | 120 | 149 | 243 | 336 | 567 10 | 85 | 107 | 120 | 150 | 242 | 335 | 488 11 | 83 | 105 | 119 | 149 | 240 | 333 | 423 12 | 81 | 103 | 117 | 147 | 238 | 331 | 370 13 | 79 | 101 | 115 | 145 | 236 | 329 | 329 14 | 77 | 99 | 113 | 143 | 234 | 327 | 327 15 | 75 | 98 | 111 | 142 | 232 | 325 | 325 16 | 73 | 95 | 109 | 139 | 230 | 323 | 323 17 | 72 | 94 | 107 | 138 | 228 | 321 | 321 18 | 70 | 92 | 106 | 136 | 227 | 320 | 320 19 | 69 | 91 | 104 | 135 | 225 | 318 | 318 20 | 68 | 90 | 103 | 134 | 224 | 317 | 317 21 | 67 | 89 | 102 | 133 | 223 | 317 | 317 22 | 66 | 88 | 101 | 132 | 222 | 315 | 315 23 | 64 | 87 | 100 | 131 | 221 | 314 | 314 24 | 63 | 86 | 99 | 129 | 220 | 313 | 313 25 | 62 | 84 | 98 | 128 | 219 | 312 | 312 26 | 61 | 83 | 97 | 127 | 218 | 311 | 311 27 | 60 | 82 | 96 | 126 | 217 | 310 | 310 28 | 59 | 81 | 95 | 125 | 216 | 309 | 309 29 | 58 | 80 | 94 | 124 | 215 | 308 | 308 30 | 57 | 79 | 93 | 123 | 214 | 307 | 307 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 | 357 | 372 | 379 | 403 | 527 | 622 | 3 177 2 | 70 | 85 | 91 | 115 | 239 | 365 | 2 398 3 | 72 | 88 | 97 | 123 | 236 | 380 | 1 833 4 | 75 | 92 | 103 | 130 | 237 | 380 | 1 426 5 | 77 | 95 | 108 | 133 | 238 | 371 | 1 135 6 | 79 | 99 | 111 | 137 | 239 | 357 | 924 7 | 82 | 102 | 113 | 140 | 239 | 341 | 765 8 | 82 | 104 | 115 | 143 | 240 | 333 | 643 9 | 83 | 105 | 117 | 147 | 240 | 334 | 548 10 | 83 | 105 | 119 | 148 | 240 | 333 | 472 11 | 83 | 106 | 119 | 149 | 240 | 333 | 410 12 | 83 | 106 | 119 | 150 | 240 | 333 | 359 13 | 84 | 106 | 119 | 150 | 241 | 334 | 334 14 | 84 | 107 | 120 | 151 | 241 | 334 | 334 15 | 85 | 107 | 121 | 151 | 242 | 335 | 335 16 | 86 | 108 | 122 | 152 | 243 | 336 | 336 17 | 87 | 110 | 123 | 153 | 244 | 337 | 337 18 | 88 | 111 | 124 | 155 | 245 | 338 | 338 19 | 89 | 112 | 125 | 156 | 246 | 339 | 339 20 | 90 | 112 | 126 | 156 | 247 | 340 | 340 21 | 90 | 113 | 126 | 157 | 247 | 340 | 340 22 | 90 | 112 | 126 | 156 | 247 | 340 | 340 23 | 90 | 112 | 125 | 156 | 247 | 340 | 340 24 | 89 | 111 | 125 | 155 | 246 | 339 | 339 25 | 88 | 110 | 124 | 154 | 245 | 338 | 338 26 | 87 | 109 | 123 | 153 | 244 | 337 | 337 27 | 86 | 108 | 122 | 152 | 243 | 336 | 336 28 | 85 | 107 | 120 | 151 | 241 | 335 | 335 29 | 83 | 106 | 119 | 150 | 240 | 333 | 333 30 | 82 | 104 | 118 | 148 | 239 | 332 | 332 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 | 3 | 10 | 34 | 158 | 309 | 2 995 2 | 0 | 3 | 10 | 34 | 158 | 345 | 2 252 3 | 1 | 3 | 12 | 39 | 152 | 357 | 1 711 4 | 1 | 4 | 14 | 42 | 148 | 355 | 1 328 5 | 2 | 5 | 17 | 43 | 148 | 346 | 1 055 6 | 2 | 7 | 19 | 45 | 147 | 332 | 857 7 | 3 | 9 | 22 | 47 | 146 | 317 | 709 8 | 3 | 9 | 25 | 48 | 145 | 300 | 596 9 | 4 | 9 | 28 | 51 | 144 | 283 | 508 10 | 4 | 9 | 30 | 52 | 144 | 266 | 437 11 | 5 | 11 | 33 | 53 | 144 | 250 | 380 12 | 5 | 11 | 36 | 53 | 144 | 237 | 333 13 | 5 | 13 | 39 | 53 | 144 | 237 | 293 14 | 6 | 13 | 41 | 53 | 144 | 237 | 260 15 | 7 | 14 | 44 | 55 | 144 | 237 | 237 16 | 7 | 16 | 47 | 57 | 144 | 237 | 237 17 | 7 | 16 | 50 | 60 | 144 | 238 | 238 18 | 8 | 17 | 53 | 62 | 145 | 238 | 238 19 | 8 | 19 | 55 | 65 | 145 | 239 | 239 20 | 9 | 19 | 58 | 67 | 146 | 240 | 240 21 | 9 | 20 | 61 | 70 | 147 | 240 | 240 22 | 9 | 21 | 64 | 72 | 148 | 241 | 241 23 | 10 | 22 | 66 | 74 | 149 | 242 | 242 24 | 10 | 23 | 69 | 77 | 149 | 242 | 242 25 | 11 | 24 | 71 | 79 | 150 | 243 | 243 26 | 11 | 25 | 74 | 82 | 150 | 243 | 243 27 | 12 | 26 | 77 | 84 | 150 | 244 | 244 28 | 12 | 27 | 80 | 86 | 151 | 244 | 244 29 | 13 | 28 | 82 | 88 | 151 | 244 | 244 30 | 13 | 29 | 86 | 91 | 152 | 245 | 245 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 63 | 70 | 94 | 218 | 318 | 3 083 2 | 49 | 64 | 71 | 95 | 219 | 354 | 2 317 3 | 49 | 65 | 73 | 100 | 213 | 366 | 1 762 4 | 48 | 65 | 76 | 103 | 210 | 365 | 1 368 5 | 48 | 66 | 78 | 104 | 209 | 356 | 1 087 6 | 49 | 68 | 80 | 106 | 208 | 342 | 883 7 | 49 | 69 | 80 | 107 | 206 | 326 | 731 8 | 48 | 69 | 81 | 109 | 206 | 309 | 615 9 | 48 | 69 | 82 | 111 | 205 | 298 | 524 10 | 47 | 69 | 82 | 112 | 204 | 297 | 451 11 | 45 | 67 | 81 | 111 | 202 | 295 | 392 12 | 43 | 66 | 79 | 110 | 200 | 293 | 343 13 | 42 | 64 | 77 | 108 | 199 | 292 | 302 14 | 40 | 62 | 76 | 106 | 197 | 290 | 290 15 | 39 | 61 | 74 | 105 | 195 | 288 | 288 16 | 37 | 59 | 72 | 103 | 193 | 287 | 287 17 | 35 | 58 | 71 | 102 | 192 | 285 | 285 18 | 34 | 56 | 70 | 100 | 191 | 284 | 284 19 | 33 | 55 | 69 | 99 | 190 | 283 | 283 20 | 33 | 55 | 68 | 99 | 189 | 282 | 282 21 | 32 | 54 | 68 | 98 | 189 | 282 | 282 22 | 31 | 54 | 67 | 97 | 188 | 281 | 281 23 | 31 | 53 | 68 | 97 | 187 | 281 | 281 24 | 30 | 52 | 70 | 96 | 187 | 280 | 280 25 | 29 | 51 | 73 | 95 | 186 | 279 | 279 26 | 29 | 51 | 76 | 95 | 185 | 278 | 278 27 | 28 | 50 | 79 | 94 | 185 | 278 | 278 28 | 27 | 49 | 81 | 93 | 184 | 277 | 277 29 | 27 | 49 | 85 | 93 | 183 | 276 | 276 30 | 26 | 48 | 87 | 93 | 183 | 276 | 276 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 | 108 | 123 | 130 | 154 | 277 | 373 | 3 363 2 | 109 | 124 | 131 | 155 | 278 | 385 | 2 542 3 | 110 | 126 | 135 | 161 | 274 | 399 | 1 937 4 | 110 | 127 | 138 | 165 | 272 | 398 | 1 505 5 | 111 | 130 | 142 | 167 | 272 | 389 | 1 196 6 | 113 | 132 | 144 | 170 | 272 | 374 | 972 7 | 114 | 134 | 145 | 172 | 271 | 364 | 804 8 | 113 | 134 | 146 | 173 | 270 | 363 | 676 9 | 112 | 134 | 146 | 175 | 269 | 362 | 575 10 | 111 | 133 | 147 | 176 | 268 | 361 | 495 11 | 110 | 132 | 145 | 176 | 266 | 360 | 429 12 | 108 | 130 | 143 | 174 | 264 | 358 | 376 13 | 106 | 128 | 141 | 172 | 262 | 355 | 355 14 | 103 | 125 | 139 | 169 | 260 | 353 | 353 15 | 101 | 123 | 136 | 167 | 258 | 351 | 351 16 | 98 | 120 | 134 | 164 | 255 | 348 | 348 17 | 96 | 118 | 131 | 162 | 252 | 346 | 346 18 | 93 | 116 | 129 | 159 | 250 | 343 | 343 19 | 91 | 113 | 127 | 157 | 248 | 341 | 341 20 | 90 | 112 | 125 | 156 | 246 | 339 | 339 21 | 88 | 110 | 123 | 154 | 245 | 338 | 338 22 | 86 | 108 | 122 | 152 | 243 | 336 | 336 23 | 84 | 106 | 120 | 150 | 241 | 334 | 334 24 | 82 | 105 | 118 | 149 | 239 | 332 | 332 25 | 81 | 103 | 116 | 147 | 237 | 331 | 331 26 | 79 | 101 | 115 | 145 | 236 | 329 | 329 27 | 77 | 100 | 113 | 143 | 234 | 327 | 327 28 | 76 | 98 | 111 | 142 | 233 | 326 | 326 29 | 74 | 96 | 110 | 140 | 231 | 324 | 324 30 | 73 | 95 | 108 | 139 | 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 | 168 | 183 | 190 | 214 | 337 | 433 | 3 681 2 | 177 | 192 | 199 | 223 | 347 | 443 | 2 777 3 | 181 | 197 | 206 | 232 | 345 | 441 | 2 114 4 | 182 | 199 | 210 | 237 | 344 | 438 | 1 641 5 | 182 | 200 | 213 | 238 | 343 | 436 | 1 305 6 | 182 | 202 | 214 | 240 | 342 | 435 | 1 060 7 | 182 | 203 | 214 | 240 | 340 | 433 | 877 8 | 181 | 202 | 213 | 241 | 338 | 431 | 736 9 | 179 | 201 | 214 | 243 | 337 | 430 | 626 10 | 178 | 200 | 214 | 244 | 335 | 428 | 538 11 | 177 | 199 | 212 | 242 | 333 | 426 | 466 12 | 174 | 196 | 209 | 240 | 331 | 424 | 424 13 | 171 | 193 | 206 | 237 | 328 | 421 | 421 14 | 168 | 190 | 203 | 234 | 324 | 418 | 418 15 | 165 | 187 | 200 | 231 | 321 | 414 | 414 16 | 161 | 183 | 197 | 227 | 318 | 411 | 411 17 | 158 | 180 | 194 | 224 | 315 | 408 | 408 18 | 155 | 177 | 190 | 221 | 311 | 405 | 405 19 | 152 | 174 | 187 | 218 | 308 | 402 | 402 20 | 149 | 171 | 184 | 215 | 305 | 398 | 398 21 | 145 | 168 | 181 | 212 | 302 | 395 | 395 22 | 142 | 164 | 178 | 208 | 299 | 392 | 392 23 | 139 | 161 | 175 | 205 | 296 | 389 | 389 24 | 136 | 158 | 172 | 202 | 293 | 386 | 386 25 | 133 | 155 | 168 | 199 | 290 | 383 | 383 26 | 130 | 152 | 165 | 196 | 287 | 380 | 380 27 | 127 | 149 | 162 | 193 | 284 | 377 | 377 28 | 124 | 146 | 159 | 190 | 281 | 374 | 374 29 | 121 | 143 | 157 | 187 | 278 | 371 | 371 30 | 118 | 141 | 154 | 185 | 275 | 368 | 368 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 | 20 | 35 | 42 | 66 | 190 | 318 | 3 089 2 | 21 | 36 | 43 | 67 | 190 | 354 | 2 322 3 | 20 | 36 | 45 | 72 | 185 | 367 | 1 765 4 | 20 | 37 | 48 | 75 | 182 | 365 | 1 371 5 | 21 | 39 | 51 | 77 | 182 | 356 | 1 090 6 | 21 | 41 | 53 | 79 | 181 | 342 | 885 7 | 22 | 43 | 54 | 80 | 180 | 326 | 732 8 | 21 | 42 | 54 | 82 | 179 | 309 | 615 9 | 21 | 42 | 55 | 84 | 178 | 291 | 524 10 | 20 | 42 | 56 | 85 | 177 | 274 | 451 11 | 20 | 42 | 55 | 86 | 176 | 270 | 392 12 | 19 | 41 | 55 | 85 | 176 | 269 | 343 13 | 19 | 41 | 54 | 85 | 175 | 268 | 302 14 | 18 | 40 | 54 | 84 | 175 | 268 | 268 15 | 18 | 40 | 53 | 84 | 174 | 268 | 268 16 | 18 | 40 | 53 | 84 | 174 | 267 | 267 17 | 18 | 40 | 53 | 84 | 174 | 267 | 267 18 | 18 | 40 | 54 | 84 | 174 | 267 | 267 19 | 18 | 40 | 57 | 84 | 174 | 268 | 268 20 | 18 | 40 | 60 | 84 | 175 | 268 | 268 21 | 18 | 40 | 62 | 84 | 175 | 268 | 268 22 | 18 | 40 | 65 | 84 | 175 | 268 | 268 23 | 18 | 40 | 68 | 84 | 175 | 268 | 268 24 | 18 | 40 | 70 | 84 | 174 | 268 | 268 25 | 18 | 40 | 73 | 84 | 174 | 267 | 267 26 | 17 | 40 | 77 | 84 | 174 | 267 | 267 27 | 17 | 39 | 79 | 86 | 174 | 267 | 267 28 | 17 | 39 | 81 | 88 | 174 | 267 | 267 29 | 17 | 39 | 85 | 91 | 173 | 267 | 267 30 | 16 | 39 | 87 | 93 | 173 | 266 | 266 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 | 15 | 30 | 37 | 61 | 185 | 325 | 3 160 2 | 17 | 32 | 39 | 63 | 187 | 362 | 2 375 3 | 18 | 34 | 43 | 70 | 183 | 374 | 1 805 4 | 20 | 37 | 48 | 75 | 182 | 372 | 1 400 5 | 22 | 40 | 52 | 78 | 183 | 363 | 1 112 6 | 24 | 43 | 55 | 81 | 183 | 349 | 903 7 | 26 | 46 | 58 | 84 | 184 | 332 | 747 8 | 26 | 47 | 59 | 87 | 184 | 315 | 628 9 | 27 | 48 | 61 | 90 | 184 | 297 | 535 10 | 28 | 50 | 63 | 93 | 185 | 280 | 460 11 | 28 | 50 | 64 | 94 | 185 | 278 | 400 12 | 28 | 51 | 64 | 95 | 185 | 278 | 350 13 | 28 | 51 | 64 | 95 | 185 | 278 | 308 14 | 28 | 50 | 64 | 94 | 185 | 278 | 278 15 | 28 | 50 | 64 | 94 | 185 | 278 | 278 16 | 28 | 50 | 63 | 94 | 184 | 277 | 277 17 | 28 | 50 | 63 | 94 | 184 | 277 | 277 18 | 28 | 50 | 63 | 94 | 184 | 277 | 277 19 | 28 | 50 | 63 | 94 | 184 | 277 | 277 20 | 28 | 50 | 63 | 94 | 185 | 278 | 278 21 | 28 | 50 | 64 | 94 | 185 | 278 | 278 22 | 28 | 50 | 66 | 94 | 185 | 278 | 278 23 | 28 | 50 | 69 | 94 | 185 | 278 | 278 24 | 28 | 50 | 72 | 94 | 184 | 278 | 278 25 | 27 | 50 | 74 | 94 | 184 | 277 | 277 26 | 27 | 49 | 77 | 93 | 184 | 277 | 277 27 | 27 | 49 | 80 | 93 | 183 | 277 | 277 28 | 26 | 48 | 83 | 92 | 183 | 276 | 276 29 | 26 | 48 | 86 | 92 | 182 | 276 | 276 30 | 25 | 47 | 89 | 94 | 182 | 275 | 275 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 | 116 | 131 | 137 | 161 | 285 | 381 | 3 552 2 | 115 | 130 | 137 | 161 | 284 | 400 | 2 659 3 | 113 | 129 | 138 | 165 | 278 | 412 | 2 014 4 | 113 | 130 | 141 | 168 | 275 | 410 | 1 558 5 | 113 | 131 | 144 | 169 | 274 | 398 | 1 234 6 | 113 | 133 | 145 | 171 | 273 | 382 | 999 7 | 114 | 135 | 146 | 172 | 272 | 365 | 824 8 | 113 | 135 | 146 | 174 | 271 | 364 | 691 9 | 113 | 134 | 147 | 176 | 270 | 363 | 587 10 | 113 | 135 | 148 | 178 | 270 | 363 | 505 11 | 112 | 134 | 148 | 178 | 269 | 362 | 437 12 | 111 | 133 | 147 | 177 | 268 | 361 | 382 13 | 110 | 132 | 146 | 176 | 267 | 360 | 360 14 | 109 | 131 | 144 | 175 | 266 | 359 | 359 15 | 107 | 129 | 142 | 173 | 263 | 357 | 357 16 | 104 | 127 | 140 | 171 | 261 | 354 | 354 17 | 102 | 124 | 137 | 168 | 258 | 352 | 352 18 | 99 | 122 | 135 | 166 | 256 | 349 | 349 19 | 97 | 119 | 133 | 163 | 254 | 347 | 347 20 | 95 | 117 | 131 | 161 | 252 | 345 | 345 21 | 93 | 115 | 128 | 159 | 250 | 343 | 343 22 | 91 | 113 | 126 | 157 | 247 | 341 | 341 23 | 88 | 111 | 124 | 155 | 245 | 338 | 338 24 | 86 | 108 | 122 | 152 | 243 | 336 | 336 25 | 84 | 106 | 120 | 150 | 241 | 334 | 334 26 | 82 | 104 | 118 | 148 | 239 | 332 | 332 27 | 80 | 102 | 115 | 146 | 237 | 330 | 330 28 | 78 | 100 | 113 | 144 | 235 | 328 | 328 29 | 76 | 98 | 112 | 142 | 233 | 326 | 326 30 | 74 | 96 | 110 | 140 | 231 | 324 | 324 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 | 1 | 8 | 32 | 156 | 313 | 3 039 2 | 0 | 3 | 10 | 34 | 158 | 350 | 2 288 3 | 1 | 5 | 14 | 41 | 154 | 362 | 1 741 4 | 1 | 8 | 19 | 46 | 153 | 361 | 1 352 5 | 2 | 11 | 23 | 49 | 154 | 352 | 1 075 6 | 2 | 14 | 26 | 52 | 154 | 338 | 873 7 | 3 | 17 | 28 | 55 | 154 | 323 | 723 8 | 3 | 18 | 30 | 58 | 155 | 306 | 608 9 | 4 | 19 | 31 | 61 | 155 | 288 | 518 10 | 4 | 20 | 33 | 63 | 154 | 271 | 446 11 | 5 | 20 | 33 | 63 | 154 | 255 | 387 12 | 5 | 20 | 36 | 63 | 154 | 247 | 339 13 | 6 | 19 | 39 | 63 | 154 | 247 | 299 14 | 6 | 19 | 42 | 63 | 154 | 247 | 264 15 | 7 | 19 | 45 | 63 | 154 | 247 | 247 16 | 7 | 19 | 47 | 63 | 153 | 246 | 246 17 | 8 | 19 | 50 | 63 | 153 | 246 | 246 18 | 8 | 19 | 53 | 63 | 153 | 246 | 246 19 | 8 | 19 | 56 | 65 | 154 | 247 | 247 20 | 9 | 20 | 58 | 68 | 154 | 247 | 247 21 | 9 | 20 | 61 | 70 | 155 | 248 | 248 22 | 10 | 22 | 64 | 73 | 155 | 248 | 248 23 | 10 | 22 | 66 | 75 | 156 | 249 | 249 24 | 10 | 23 | 69 | 77 | 156 | 249 | 249 25 | 11 | 25 | 73 | 80 | 156 | 249 | 249 26 | 11 | 25 | 75 | 82 | 156 | 250 | 250 27 | 12 | 26 | 78 | 85 | 157 | 250 | 250 28 | 12 | 27 | 80 | 87 | 157 | 250 | 250 29 | 13 | 28 | 83 | 89 | 157 | 250 | 250 30 | 13 | 29 | 86 | 92 | 157 | 250 | 250 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 | 29 | 44 | 51 | 75 | 199 | 314 | 3 046 2 | 30 | 45 | 52 | 76 | 199 | 350 | 2 288 3 | 28 | 44 | 53 | 80 | 193 | 361 | 1 738 4 | 27 | 44 | 55 | 82 | 189 | 360 | 1 348 5 | 27 | 45 | 58 | 83 | 188 | 350 | 1 070 6 | 30 | 50 | 62 | 88 | 190 | 336 | 869 7 | 28 | 49 | 60 | 86 | 186 | 320 | 719 8 | 32 | 54 | 65 | 93 | 190 | 303 | 604 9 | 32 | 54 | 66 | 95 | 189 | 286 | 514 10 | 26 | 48 | 62 | 91 | 183 | 276 | 442 11 | 21 | 43 | 57 | 87 | 178 | 271 | 384 12 | 17 | 40 | 53 | 84 | 174 | 267 | 336 13 | 15 | 37 | 50 | 81 | 172 | 265 | 296 14 | 13 | 35 | 48 | 79 | 169 | 263 | 263 15 | 11 | 33 | 47 | 77 | 168 | 261 | 261 16 | 10 | 32 | 47 | 76 | 166 | 259 | 259 17 | 9 | 31 | 50 | 75 | 165 | 259 | 259 18 | 8 | 30 | 53 | 74 | 165 | 258 | 258 19 | 8 | 30 | 55 | 74 | 164 | 258 | 258 20 | 9 | 30 | 58 | 74 | 164 | 258 | 258 21 | 9 | 30 | 61 | 74 | 165 | 258 | 258 22 | 9 | 30 | 64 | 74 | 165 | 258 | 258 23 | 10 | 30 | 66 | 75 | 165 | 258 | 258 24 | 10 | 30 | 69 | 77 | 164 | 258 | 258 25 | 11 | 30 | 71 | 79 | 164 | 258 | 258 26 | 11 | 30 | 74 | 82 | 164 | 257 | 257 27 | 12 | 30 | 77 | 83 | 164 | 257 | 257 28 | 12 | 30 | 80 | 86 | 164 | 257 | 257 29 | 13 | 29 | 82 | 88 | 164 | 257 | 257 30 | 13 | 29 | 85 | 91 | 164 | 257 | 257 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 | 180 | 195 | 202 | 226 | 350 | 446 | 3 552 2 | 178 | 193 | 200 | 224 | 348 | 443 | 2 671 3 | 173 | 189 | 198 | 225 | 338 | 433 | 2 029 4 | 169 | 186 | 197 | 225 | 331 | 425 | 1 573 5 | 166 | 184 | 196 | 222 | 327 | 420 | 1 248 6 | 163 | 182 | 194 | 221 | 322 | 416 | 1 011 7 | 160 | 181 | 192 | 218 | 318 | 411 | 835 8 | 156 | 177 | 189 | 217 | 314 | 407 | 700 9 | 153 | 174 | 187 | 216 | 310 | 403 | 595 10 | 149 | 171 | 185 | 214 | 306 | 399 | 511 11 | 145 | 168 | 181 | 211 | 302 | 395 | 443 12 | 141 | 164 | 177 | 207 | 298 | 391 | 391 13 | 138 | 160 | 173 | 204 | 294 | 387 | 387 14 | 134 | 156 | 169 | 200 | 291 | 384 | 384 15 | 130 | 153 | 166 | 196 | 287 | 380 | 380 16 | 127 | 149 | 163 | 193 | 284 | 377 | 377 17 | 124 | 146 | 160 | 190 | 281 | 374 | 374 18 | 121 | 143 | 157 | 187 | 278 | 371 | 371 19 | 118 | 141 | 154 | 184 | 275 | 368 | 368 20 | 116 | 138 | 151 | 182 | 272 | 366 | 366 21 | 113 | 135 | 149 | 179 | 270 | 363 | 363 22 | 111 | 133 | 146 | 177 | 267 | 361 | 361 23 | 108 | 130 | 144 | 174 | 265 | 358 | 358 24 | 106 | 128 | 141 | 172 | 262 | 356 | 356 25 | 103 | 126 | 139 | 169 | 260 | 353 | 353 26 | 101 | 123 | 137 | 167 | 258 | 351 | 351 27 | 99 | 121 | 134 | 165 | 256 | 349 | 349 28 | 97 | 119 | 132 | 163 | 253 | 347 | 347 29 | 95 | 117 | 130 | 161 | 251 | 345 | 345 30 | 93 | 115 | 128 | 159 | 249 | 343 | 343 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 | 15 | 27 | 55 | 175 | 312 | 3 023 2 | 0 | 15 | 27 | 55 | 175 | 348 | 2 274 3 | 1 | 17 | 29 | 58 | 171 | 360 | 1 729 4 | 1 | 19 | 32 | 63 | 170 | 359 | 1 343 5 | 2 | 22 | 37 | 69 | 172 | 350 | 1 067 6 | 3 | 26 | 40 | 70 | 172 | 336 | 867 7 | 6 | 30 | 42 | 72 | 173 | 320 | 718 8 | 8 | 34 | 46 | 74 | 173 | 304 | 604 9 | 9 | 36 | 49 | 75 | 173 | 287 | 514 10 | 10 | 37 | 51 | 76 | 174 | 270 | 443 11 | 10 | 39 | 52 | 77 | 174 | 267 | 385 12 | 11 | 40 | 53 | 78 | 174 | 267 | 337 13 | 12 | 41 | 54 | 79 | 174 | 267 | 297 14 | 12 | 42 | 54 | 79 | 174 | 267 | 267 15 | 12 | 42 | 54 | 79 | 174 | 267 | 267 16 | 12 | 42 | 54 | 79 | 174 | 267 | 267 17 | 12 | 42 | 54 | 79 | 174 | 267 | 267 18 | 12 | 42 | 54 | 79 | 174 | 267 | 267 19 | 12 | 42 | 56 | 79 | 174 | 267 | 267 20 | 12 | 42 | 58 | 79 | 175 | 268 | 268 21 | 12 | 42 | 61 | 79 | 175 | 268 | 268 22 | 12 | 42 | 64 | 79 | 175 | 268 | 268 23 | 12 | 42 | 66 | 79 | 175 | 269 | 269 24 | 12 | 42 | 69 | 79 | 176 | 269 | 269 25 | 12 | 42 | 72 | 79 | 176 | 269 | 269 26 | 12 | 42 | 75 | 82 | 176 | 269 | 269 27 | 12 | 42 | 77 | 84 | 176 | 269 | 269 28 | 12 | 42 | 80 | 86 | 176 | 269 | 269 29 | 13 | 42 | 83 | 89 | 175 | 269 | 269 30 | 13 | 42 | 86 | 91 | 175 | 268 | 268 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 | 13 | 134 | 308 | 2 984 2 | 0 | 1 | 6 | 17 | 133 | 343 | 2 239 3 | 1 | 2 | 10 | 20 | 125 | 354 | 1 700 4 | 1 | 3 | 13 | 23 | 122 | 353 | 1 319 5 | 2 | 4 | 16 | 26 | 121 | 343 | 1 048 6 | 2 | 5 | 19 | 29 | 121 | 330 | 850 7 | 3 | 6 | 22 | 32 | 121 | 314 | 704 8 | 3 | 7 | 25 | 35 | 121 | 297 | 591 9 | 4 | 8 | 27 | 38 | 121 | 280 | 504 10 | 4 | 9 | 30 | 41 | 122 | 264 | 433 11 | 5 | 11 | 33 | 44 | 122 | 248 | 377 12 | 5 | 11 | 36 | 46 | 122 | 232 | 330 13 | 5 | 13 | 38 | 49 | 122 | 218 | 290 14 | 6 | 13 | 41 | 52 | 123 | 216 | 257 15 | 7 | 14 | 44 | 54 | 123 | 216 | 229 16 | 7 | 16 | 47 | 56 | 123 | 217 | 217 17 | 7 | 16 | 48 | 59 | 126 | 217 | 217 18 | 8 | 17 | 51 | 62 | 129 | 217 | 217 19 | 8 | 18 | 54 | 64 | 131 | 218 | 218 20 | 9 | 19 | 57 | 67 | 133 | 219 | 219 21 | 9 | 20 | 60 | 69 | 135 | 220 | 220 22 | 9 | 20 | 62 | 71 | 136 | 220 | 220 23 | 10 | 22 | 65 | 73 | 138 | 221 | 221 24 | 10 | 23 | 67 | 75 | 140 | 221 | 221 25 | 11 | 23 | 70 | 78 | 142 | 221 | 221 26 | 11 | 25 | 72 | 80 | 143 | 222 | 222 27 | 12 | 25 | 76 | 83 | 145 | 222 | 222 28 | 12 | 26 | 78 | 84 | 146 | 222 | 222 29 | 12 | 27 | 81 | 87 | 147 | 222 | 222 30 | 13 | 28 | 84 | 89 | 148 | 222 | 222 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 22 Euro | Belgium | 22 Euro | Cyprus | 22 Euro | Estonia | 22 Euro | Finland | 22 Euro | France | 22 Euro | Germany | 22 Euro | Greece | 67 Euro | Ireland | 22 Euro | Italy | 22 Euro | Latvia | 22 Euro | Lithuania | 22 Euro | Luxembourg | 22 Euro | Malta | 22

Euro | Netherlands | 22 Euro | Portugal | 22 Euro | Slovakia | 22 Euro | Slovenia | 22 Euro | Spain | 22 Czech koruna | Czech Republic | 7 Danish krone | Denmark | 62 Forint | Hungary | 19 Krona | Sweden | 4 Kuna | Croatia | 11 Lev | Bulgaria | 33 Pound sterling | United Kingdom | 37 Romanian leu | Romania | 2 Zloty | Poland | 7 Króna | Iceland | 11 Norwegian krone | Norway | 16 Swiss franc | Liechtenstein | 8 Swiss franc | Switzerland | 8 Australian dollar | Australia | 14 Canadian dollar | Canada | 7 US dollar | United States | 78 Yen | Japan | 3 * * *