COMMISSION IMPLEMENTING REGULATION (EU) 2020/1145

3.8.2020 | EN | Official Journal of the European Union | L 250/1 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2020/1145 of 31 July 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2020 until 29 September 2020 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 3 July 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2020 market data. That information was published on 3 July 2020 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2020 until 29 September 2020. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 30 June 2020. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 31 July 2020. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna ---|---|---|---|---|---|--- 1 | -0,445 % | 0,205 % | -0,455 % | 0,245 % | -0,108 % | -0,190 % 2 | -0,475 % | 0,245 % | -0,485 % | 0,515 % | -0,117 % | 0,193 % 3 | -0,485 % | 0,289 % | -0,495 % | 0,766 % | -0,108 % | 0,524 % 4 | -0,465 % | 0,336 % | -0,475 % | 0,999 % | -0,077 % | 0,773 % 5 | -0,445 % | 0,386 % | -0,455 % | 1,217 % | -0,042 % | 0,962 % 6 | -0,415 % | 0,435 % | -0,426 % | 1,418 % | -0,000 % | 1,107 % 7 | -0,386 % | 0,481 % | -0,396 % | 1,602 % | 0,045 % | 1,213 % 8 | -0,346 % | 0,521 % | -0,356 % | 1,773 % | 0,060 % | 1,285 % 9 | -0,306 % | 0,554 % | -0,316 % | 1,927 % | 0,091 % | 1,334 % 10 | -0,267 % | 0,578 % | -0,277 % | 2,069 % | 0,181 % | 1,390 % 11 | -0,234 % | 0,597 % | -0,244 % | 2,199 % | 0,348 % | 1,454 % 12 | -0,187 % | 0,617 % | -0,197 % | 2,317 % | 0,545 % | 1,522 % 13 | -0,158 % | 0,642 % | -0,168 % | 2,426 % | 0,745 % | 1,592 % 14 | -0,125 % | 0,677 % | -0,135 % | 2,525 % | 0,933 % | 1,661 % 15 | -0,094 % | 0,724 % | -0,104 % | 2,615 % | 1,105 % | 1,730 % 16 | -0,082 % | 0,782 % | -0,092 % | 2,698 % | 1,261 % | 1,796 % 17 | -0,080 % | 0,849 % | -0,090 % | 2,774 % | 1,402 % | 1,861 % 18 | -0,075 % | 0,921 % | -0,085 % | 2,843 % | 1,529 % | 1,923 % 19 | -0,059 % | 0,996 % | -0,069 % | 2,908 % | 1,643 % | 1,983 % 20 | -0,027 % | 1,071 % | 0,038 % | 2,968 % | 1,747 % | 2,040 % 21 | 0,022 % | 1,146 % | 0,012 % | 3,024 % | 1,841 % | 2,094 % 22 | 0,086 % | 1,220 % | 0,076 % | 3,076 % | 1,927 % | 2,146 % 23 | 0,158 % | 1,293 % | 0,148 % | 3,125 % | 2,006 % | 2,196 % 24 | 0,236 % | 1,363 % | 0,226 % | 3,171 % | 2,078 % | 2,244 % 25 | 0,317 % | 1,431 % | 0,308 % | 3,214 % | 2,144 % | 2,289 % 26 | 0,399 % | 1,497 % | 0,390 % | 3,255 % | 2,205 % | 2,332 % 27 | 0,482 % | 1,561 % | 0,474 % | 3,294 % | 2,262 % | 2,373 % 28 | 0,564 % | 1,622 % | 0,556 % | 3,330 % | 2,315 % | 2,413 % 29 | 0,645 % | 1,681 % | 0,637 % | 3,364 % | 2,364 % | 2,450 % 30 | 0,724 % | 1,737 % | 0,716 % | 3,397 % | 2,410 % | 2,486 % 31 | 0,801 % | 1,791 % | 0,793 % | 3,428 % | 2,453 % | 2,520 % 32 | 0,876 % | 1,843 % | 0,868 % | 3,457 % | 2,493 % | 2,553 % 33 | 0,948 % | 1,893 % | 0,941 % | 3,485 % | 2,531 % | 2,584 % 34 | 1,018 % | 1,940 % | 1,011 % | 3,511 % | 2,567 % | 2,614 % 35 | 1,085 % | 1,986 % | 1,078 % | 3,537 % | 2,600 % | 2,642 % 36 | 1,150 % | 2,030 % | 1,143 % | 3,561 % | 2,632 % | 2,670 % 37 | 1,213 % | 2,072 % | 1,206 % | 3,584 % | 2,662 % | 2,696 % 38 | 1,273 % | 2,112 % | 1,266 % | 3,606 % | 2,690 % | 2,721 % 39 | 1,330 % | 2,150 % | 1,324 % | 3,627 % | 2,718 % | 2,745 % 40 | 1,386 % | 2,187 % | 1,380 % | 3,647 % | 2,743 % | 2,768 % 41 | 1,439 % | 2,223 % | 1,433 % | 3,666 % | 2,768 % | 2,790 % 42 | 1,491 % | 2,257 % | 1,485 % | 3,685 % | 2,791 % | 2,811 % 43 | 1,540 % | 2,289 % | 1,534 % | 3,703 % | 2,813 % | 2,832 % 44 | 1,588 % | 2,321 % | 1,582 % | 3,720 % | 2,834 % | 2,851 % 45 | 1,633 % | 2,351 % | 1,628 % | 3,736 % | 2,855 % | 2,870 % 46 | 1,677 % | 2,380 % | 1,672 % | 3,752 % | 2,874 % | 2,888 % 47 | 1,719 % | 2,408 % | 1,714 % | 3,767 % | 2,893 % | 2,905 % 48 | 1,760 % | 2,435 % | 1,755 % | 3,781 % | 2,910 % | 2,922 % 49 | 1,799 % | 2,460 % | 1,794 % | 3,795 % | 2,927 % | 2,938 % 50 | 1,837 % | 2,485 % | 1,832 % | 3,809 % | 2,944 % | 2,954 % 51 | 1,874 % | 2,509 % | 1,869 % | 3,822 % | 2,960 % | 2,969 % 52 | 1,909 % | 2,533 % | 1,904 % | 3,835 % | 2,975 % | 2,983 % 53 | 1,943 % | 2,555 % | 1,938 % | 3,847 % | 2,989 % | 2,997 % 54 | 1,975 % | 2,577 % | 1,971 % | 3,858 % | 3,003 % | 3,011 % 55 | 2,007 % | 2,597 % | 2,002 % | 3,870 % | 3,017 % | 3,024 % 56 | 2,038 % | 2,618 % | 2,033 % | 3,881 % | 3,030 % | 3,037 % 57 | 2,067 % | 2,637 % | 2,063 % | 3,891 % | 3,042 % | 3,049 % 58 | 2,096 % | 2,656 % | 2,091 % | 3,902 % | 3,055 % | 3,061 % 59 | 2,123 % | 2,674 % | 2,119 % | 3,911 % | 3,066 % | 3,072 % 60 | 2,150 % | 2,692 % | 2,146 % | 3,921 % | 3,078 % | 3,083 % 61 | 2,176 % | 2,709 % | 2,172 % | 3,930 % | 3,089 % | 3,094 % 62 | 2,201 % | 2,726 % | 2,197 % | 3,939 % | 3,099 % | 3,104 % 63 | 2,225 % | 2,742 % | 2,221 % | 3,948 % | 3,110 % | 3,114 % 64 | 2,249 % | 2,757 % | 2,245 % | 3,957 % | 3,120 % | 3,124 % 65 | 2,272 % | 2,772 % | 2,268 % | 3,965 % | 3,129 % | 3,134 % 66 | 2,294 % | 2,787 % | 2,290 % | 3,973 % | 3,139 % | 3,143 % 67 | 2,315 % | 2,801 % | 2,312 % | 3,981 % | 3,148 % | 3,152 % 68 | 2,336 % | 2,815 % | 2,332 % | 3,988 % | 3,157 % | 3,161 % 69 | 2,356 % | 2,828 % | 2,353 % | 3,995 % | 3,165 % | 3,169 % 70 | 2,376 % | 2,841 % | 2,373 % | 4,003 % | 3,173 % | 3,177 % 71 | 2,395 % | 2,854 % | 2,392 % | 4,010 % | 3,182 % | 3,185 % 72 | 2,414 % | 2,867 % | 2,411 % | 4,016 % | 3,189 % | 3,193 % 73 | 2,432 % | 2,879 % | 2,429 % | 4,023 % | 3,197 % | 3,201 % 74 | 2,450 % | 2,890 % | 2,446 % | 4,029 % | 3,205 % | 3,208 % 75 | 2,467 % | 2,902 % | 2,464 % | 4,035 % | 3,212 % | 3,215 % 76 | 2,484 % | 2,913 % | 2,481 % | 4,042 % | 3,219 % | 3,222 % 77 | 2,500 % | 2,924 % | 2,497 % | 4,047 % | 3,226 % | 3,229 % 78 | 2,516 % | 2,934 % | 2,513 % | 4,053 % | 3,232 % | 3,236 % 79 | 2,532 % | 2,944 % | 2,528 % | 4,059 % | 3,239 % | 3,242 % 80 | 2,547 % | 2,954 % | 2,544 % | 4,064 % | 3,245 % | 3,248 % 81 | 2,561 % | 2,964 % | 2,558 % | 4,070 % | 3,252 % | 3,255 % 82 | 2,576 % | 2,974 % | 2,573 % | 4,075 % | 3,258 % | 3,261 % 83 | 2,590 % | 2,983 % | 2,587 % | 4,080 % | 3,264 % | 3,266 % 84 | 2,604 % | 2,992 % | 2,601 % | 4,085 % | 3,269 % | 3,272 % 85 | 2,617 % | 3,001 % | 2,614 % | 4,090 % | 3,275 % | 3,278 % 86 | 2,630 % | 3,010 % | 2,627 % | 4,095 % | 3,281 % | 3,283 % 87 | 2,643 % | 3,018 % | 2,640 % | 4,099 % | 3,286 % | 3,289 % 88 | 2,655 % | 3,026 % | 2,653 % | 4,104 % | 3,291 % | 3,294 % 89 | 2,668 % | 3,034 % | 2,665 % | 4,108 % | 3,296 % | 3,299 % 90 | 2,680 % | 3,042 % | 2,677 % | 4,112 % | 3,301 % | 3,304 % 91 | 2,691 % | 3,050 % | 2,689 % | 4,117 % | 3,306 % | 3,309 % 92 | 2,703 % | 3,058 % | 2,700 % | 4,121 % | 3,311 % | 3,314 % 93 | 2,714 % | 3,065 % | 2,711 % | 4,125 % | 3,316 % | 3,318 % 94 | 2,725 % | 3,072 % | 2,722 % | 4,129 % | 3,320 % | 3,323 % 95 | 2,736 % | 3,080 % | 2,733 % | 4,133 % | 3,325 % | 3,327 % 96 | 2,746 % | 3,086 % | 2,744 % | 4,137 % | 3,329 % | 3,332 % 97 | 2,757 % | 3,093 % | 2,754 % | 4,140 % | 3,334 % | 3,336 % 98 | 2,767 % | 3,100 % | 2,764 % | 4,144 % | 3,338 % | 3,340 % 99 | 2,777 % | 3,107 % | 2,774 % | 4,148 % | 3,342 % | 3,344 % 100 | 2,786 % | 3,113 % | 2,784 % | 4,151 % | 3,346 % | 3,348 % 101 | 2,796 % | 3,119 % | 2,793 % | 4,155 % | 3,350 % | 3,352 % 102 | 2,805 % | 3,125 % | 2,803 % | 4,158 % | 3,354 % | 3,356 % 103 | 2,814 % | 3,131 % | 2,812 % | 4,161 % | 3,358 % | 3,360 % 104 | 2,823 % | 3,137 % | 2,821 % | 4,164 % | 3,362 % | 3,364 % 105 | 2,832 % | 3,143 % | 2,830 % | 4,168 % | 3,365 % | 3,367 % 106 | 2,841 % | 3,149 % | 2,838 % | 4,171 % | 3,369 % | 3,371 % 107 | 2,849 % | 3,154 % | 2,847 % | 4,174 % | 3,372 % | 3,375 % 108 | 2,857 % | 3,160 % | 2,855 % | 4,177 % | 3,376 % | 3,378 % 109 | 2,865 % | 3,165 % | 2,863 % | 4,180 % | 3,379 % | 3,382 % 110 | 2,873 % | 3,171 % | 2,871 % | 4,183 % | 3,383 % | 3,385 % 111 | 2,881 % | 3,176 % | 2,879 % | 4,186 % | 3,386 % | 3,388 % 112 | 2,889 % | 3,181 % | 2,887 % | 4,188 % | 3,389 % | 3,391 % 113 | 2,897 % | 3,186 % | 2,894 % | 4,191 % | 3,392 % | 3,395 % 114 | 2,904 % | 3,191 % | 2,902 % | 4,194 % | 3,396 % | 3,398 % 115 | 2,911 % | 3,196 % | 2,909 % | 4,197 % | 3,399 % | 3,401 % 116 | 2,919 % | 3,201 % | 2,916 % | 4,199 % | 3,402 % | 3,404 % 117 | 2,926 % | 3,205 % | 2,924 % | 4,202 % | 3,405 % | 3,407 % 118 | 2,933 % | 3,210 % | 2,931 % | 4,204 % | 3,408 % | 3,410 % 119 | 2,939 % | 3,214 % | 2,937 % | 4,207 % | 3,410 % | 3,412 % 120 | 2,946 % | 3,219 % | 2,944 % | 4,209 % | 3,413 % | 3,415 % 121 | 2,953 % | 3,223 % | 2,951 % | 4,212 % | 3,416 % | 3,418 % 122 | 2,959 % | 3,228 % | 2,957 % | 4,214 % | 3,419 % | 3,421 % 123 | 2,966 % | 3,232 % | 2,964 % | 4,216 % | 3,422 % | 3,423 % 124 | 2,972 % | 3,236 % | 2,970 % | 4,219 % | 3,424 % | 3,426 % 125 | 2,978 % | 3,240 % | 2,976 % | 4,221 % | 3,427 % | 3,429 % 126 | 2,984 % | 3,244 % | 2,982 % | 4,223 % | 3,429 % | 3,431 % 127 | 2,990 % | 3,248 % | 2,988 % | 4,225 % | 3,432 % | 3,434 % 128 | 2,996 % | 3,252 % | 2,994 % | 4,227 % | 3,434 % | 3,436 % 129 | 3,002 % | 3,256 % | 3,000 % | 4,229 % | 3,437 % | 3,439 % 130 | 3,008 % | 3,260 % | 3,006 % | 4,231 % | 3,439 % | 3,441 % 131 | 3,013 % | 3,263 % | 3,012 % | 4,234 % | 3,442 % | 3,443 % 132 | 3,019 % | 3,267 % | 3,017 % | 4,236 % | 3,444 % | 3,446 % 133 | 3,024 % | 3,271 % | 3,023 % | 4,238 % | 3,446 % | 3,448 % 134 | 3,030 % | 3,274 % | 3,028 % | 4,239 % | 3,448 % | 3,450 % 135 | 3,035 % | 3,278 % | 3,033 % | 4,241 % | 3,451 % | 3,452 % 136 | 3,040 % | 3,281 % | 3,039 % | 4,243 % | 3,453 % | 3,455 % 137 | 3,046 % | 3,285 % | 3,044 % | 4,245 % | 3,455 % | 3,457 % 138 | 3,051 % | 3,288 % | 3,049 % | 4,247 % | 3,457 % | 3,459 % 139 | 3,056 % | 3,291 % | 3,054 % | 4,249 % | 3,459 % | 3,461 % 140 | 3,061 % | 3,295 % | 3,059 % | 4,251 % | 3,461 % | 3,463 % 141 | 3,066 % | 3,298 % | 3,064 % | 4,252 % | 3,463 % | 3,465 % 142 | 3,070 % | 3,301 % | 3,069 % | 4,254 % | 3,465 % | 3,467 % 143 | 3,075 % | 3,304 % | 3,073 % | 4,256 % | 3,467 % | 3,469 % 144 | 3,080 % | 3,307 % | 3,078 % | 4,258 % | 3,469 % | 3,471 % 145 | 3,084 % | 3,310 % | 3,083 % | 4,259 % | 3,471 % | 3,473 % 146 | 3,089 % | 3,313 % | 3,087 % | 4,261 % | 3,473 % | 3,475 % 147 | 3,093 % | 3,316 % | 3,092 % | 4,263 % | 3,475 % | 3,477 % 148 | 3,098 % | 3,319 % | 3,096 % | 4,264 % | 3,477 % | 3,478 % 149 | 3,102 % | 3,322 % | 3,100 % | 4,266 % | 3,479 % | 3,480 % 150 | 3,106 % | 3,325 % | 3,105 % | 4,267 % | 3,481 % | 3,482 % Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone ---|---|---|---|---|---|--- 1 | -0,495 % | 0,097 % | 2,908 % | -0,155 % | 1,083 % | 0,252 % 2 | -0,525 % | 0,047 % | 3,186 % | -0,021 % | 1,258 % | 0,365 % 3 | -0,535 % | 0,048 % | 3,352 % | 0,171 % | 1,490 % | 0,415 % 4 | -0,515 % | 0,070 % | 3,477 % | 0,397 % | 1,700 % | 0,486 % 5 | -0,495 % | 0,100 % | 3,580 % | 0,626 % | 1,895 % | 0,549 % 6 | -0,466 % | 0,126 % | 3,664 % | 0,836 % | 2,086 % | 0,594 % 7 | -0,436 % | 0,153 % | 3,736 % | 1,012 % | 2,273 % | 0,633 % 8 | -0,396 % | 0,180 % | 3,800 % | 1,150 % | 2,438 % | 0,678 % 9 | -0,357 % | 0,206 % | 3,856 % | 1,252 % | 2,570 % | 0,731 % 10 | -0,317 % | 0,230 % | 3,911 % | 1,327 % | 2,677 % | 0,797 % 11 | -0,285 % | 0,250 % | 3,955 % | 1,400 % | 2,765 % | 0,875 % 12 | -0,237 % | 0,266 % | 3,987 % | 1,476 % | 2,839 % | 0,959 % 13 | -0,208 % | 0,279 % | 4,011 % | 1,552 % | 2,902 % | 1,046 % 14 | -0,176 % | 0,290 % | 4,029 % | 1,626 % | 2,956 % | 1,135 % 15 | -0,145 % | 0,298 % | 4,041 % | 1,699 % | 3,003 % | 1,221 % 16 | -0,133 % | 0,304 % | 4,050 % | 1,769 % | 3,045 % | 1,306 % 17 | -0,131 % | 0,308 % | 4,056 % | 1,836 % | 3,082 % | 1,389 % 18 | -0,126 % | 0,311 % | 4,059 % | 1,900 % | 3,115 % | 1,468 % 19 | -0,110 % | 0,313 % | 4,061 % | 1,962 % | 3,144 % | 1,544 % 20 | -0,078 % | 0,314 % | 4,061 % | 2,021 % | 3,171 % | 1,617 % 21 | -0,028 % | 0,314 % | 4,060 % | 2,077 % | 3,196 % | 1,686 % 22 | 0,037 % | 0,314 % | 4,058 % | 2,130 % | 3,218 % | 1,753 % 23 | 0,110 % | 0,313 % | 4,055 % | 2,181 % | 3,239 % | 1,816 % 24 | 0,189 % | 0,311 % | 4,052 % | 2,229 % | 3,258 % | 1,876 % 25 | 0,271 % | 0,308 % | 4,048 % | 2,276 % | 3,276 % | 1,933 % 26 | 0,355 % | 0,305 % | 4,044 % | 2,320 % | 3,292 % | 1,988 % 27 | 0,439 % | 0,301 % | 4,039 % | 2,361 % | 3,307 % | 2,040 % 28 | 0,522 % | 0,298 % | 4,035 % | 2,401 % | 3,322 % | 2,090 % 29 | 0,604 % | 0,296 % | 4,030 % | 2,439 % | 3,335 % | 2,137 % 30 | 0,685 % | 0,295 % | 4,025 % | 2,476 % | 3,348 % | 2,182 % 31 | 0,763 % | 0,294 % | 4,020 % | 2,510 % | 3,359 % | 2,225 % 32 | 0,838 % | 0,294 % | 4,015 % | 2,543 % | 3,370 % | 2,266 % 33 | 0,912 % | 0,294 % | 4,011 % | 2,575 % | 3,381 % | 2,305 % 34 | 0,982 % | 0,293 % | 4,006 % | 2,605 % | 3,391 % | 2,343 % 35 | 1,051 % | 0,290 % | 4,001 % | 2,634 % | 3,400 % | 2,379 % 36 | 1,116 % | 0,287 % | 3,996 % | 2,661 % | 3,409 % | 2,413 % 37 | 1,180 % | 0,281 % | 3,992 % | 2,688 % | 3,418 % | 2,445 % 38 | 1,241 % | 0,273 % | 3,987 % | 2,713 % | 3,426 % | 2,477 % 39 | 1,299 % | 0,263 % | 3,983 % | 2,737 % | 3,433 % | 2,507 % 40 | 1,355 % | 0,250 % | 3,978 % | 2,760 % | 3,441 % | 2,535 % 41 | 1,410 % | 0,234 % | 3,974 % | 2,783 % | 3,448 % | 2,563 % 42 | 1,462 % | 0,218 % | 3,970 % | 2,804 % | 3,454 % | 2,589 % 43 | 1,512 % | 0,203 % | 3,966 % | 2,825 % | 3,461 % | 2,615 % 44 | 1,560 % | 0,190 % | 3,962 % | 2,844 % | 3,467 % | 2,639 % 45 | 1,606 % | 0,182 % | 3,958 % | 2,863 % | 3,473 % | 2,663 % 46 | 1,650 % | 0,178 % | 3,954 % | 2,882 % | 3,478 % | 2,685 % 47 | 1,693 % | 0,179 % | 3,951 % | 2,899 % | 3,484 % | 2,707 % 48 | 1,735 % | 0,186 % | 3,947 % | 2,916 % | 3,489 % | 2,728 % 49 | 1,774 % | 0,198 % | 3,944 % | 2,932 % | 3,494 % | 2,748 % 50 | 1,813 % | 0,217 % | 3,940 % | 2,948 % | 3,499 % | 2,767 % 51 | 1,849 % | 0,242 % | 3,937 % | 2,963 % | 3,503 % | 2,786 % 52 | 1,885 % | 0,272 % | 3,934 % | 2,978 % | 3,508 % | 2,804 % 53 | 1,919 % | 0,306 % | 3,931 % | 2,992 % | 3,512 % | 2,821 % 54 | 1,953 % | 0,342 % | 3,928 % | 3,006 % | 3,516 % | 2,838 % 55 | 1,985 % | 0,381 % | 3,925 % | 3,019 % | 3,520 % | 2,854 % 56 | 2,015 % | 0,422 % | 3,922 % | 3,031 % | 3,524 % | 2,869 % 57 | 2,045 % | 0,463 % | 3,919 % | 3,044 % | 3,528 % | 2,885 % 58 | 2,074 % | 0,505 % | 3,916 % | 3,056 % | 3,532 % | 2,899 % 59 | 2,102 % | 0,548 % | 3,914 % | 3,067 % | 3,535 % | 2,913 % 60 | 2,129 % | 0,590 % | 3,911 % | 3,078 % | 3,539 % | 2,927 % 61 | 2,155 % | 0,633 % | 3,909 % | 3,089 % | 3,542 % | 2,940 % 62 | 2,181 % | 0,675 % | 3,906 % | 3,100 % | 3,545 % | 2,953 % 63 | 2,205 % | 0,717 % | 3,904 % | 3,110 % | 3,548 % | 2,966 % 64 | 2,229 % | 0,758 % | 3,902 % | 3,120 % | 3,551 % | 2,978 % 65 | 2,252 % | 0,799 % | 3,900 % | 3,129 % | 3,554 % | 2,990 % 66 | 2,275 % | 0,839 % | 3,897 % | 3,138 % | 3,557 % | 3,001 % 67 | 2,297 % | 0,878 % | 3,895 % | 3,148 % | 3,560 % | 3,012 % 68 | 2,318 % | 0,917 % | 3,893 % | 3,156 % | 3,563 % | 3,023 % 69 | 2,338 % | 0,955 % | 3,891 % | 3,165 % | 3,565 % | 3,033 % 70 | 2,358 % | 0,992 % | 3,889 % | 3,173 % | 3,568 % | 3,043 % 71 | 2,378 % | 1,028 % | 3,887 % | 3,181 % | 3,570 % | 3,053 % 72 | 2,397 % | 1,064 % | 3,885 % | 3,189 % | 3,573 % | 3,063 % 73 | 2,415 % | 1,099 % | 3,884 % | 3,197 % | 3,575 % | 3,072 % 74 | 2,433 % | 1,133 % | 3,882 % | 3,204 % | 3,578 % | 3,081 % 75 | 2,451 % | 1,166 % | 3,880 % | 3,211 % | 3,580 % | 3,090 % 76 | 2,467 % | 1,199 % | 3,879 % | 3,218 % | 3,582 % | 3,099 % 77 | 2,484 % | 1,231 % | 3,877 % | 3,225 % | 3,584 % | 3,107 % 78 | 2,500 % | 1,262 % | 3,875 % | 3,232 % | 3,586 % | 3,115 % 79 | 2,516 % | 1,293 % | 3,874 % | 3,238 % | 3,588 % | 3,123 % 80 | 2,531 % | 1,323 % | 3,872 % | 3,245 % | 3,590 % | 3,131 % 81 | 2,546 % | 1,352 % | 3,871 % | 3,251 % | 3,592 % | 3,139 % 82 | 2,561 % | 1,380 % | 3,869 % | 3,257 % | 3,594 % | 3,146 % 83 | 2,575 % | 1,408 % | 3,868 % | 3,263 % | 3,596 % | 3,153 % 84 | 2,589 % | 1,436 % | 3,866 % | 3,269 % | 3,598 % | 3,160 % 85 | 2,602 % | 1,462 % | 3,865 % | 3,274 % | 3,599 % | 3,167 % 86 | 2,616 % | 1,488 % | 3,864 % | 3,280 % | 3,601 % | 3,174 % 87 | 2,629 % | 1,514 % | 3,862 % | 3,285 % | 3,603 % | 3,181 % 88 | 2,641 % | 1,539 % | 3,861 % | 3,290 % | 3,604 % | 3,187 % 89 | 2,654 % | 1,563 % | 3,860 % | 3,296 % | 3,606 % | 3,193 % 90 | 2,666 % | 1,587 % | 3,859 % | 3,301 % | 3,608 % | 3,200 % 91 | 2,678 % | 1,611 % | 3,858 % | 3,306 % | 3,609 % | 3,206 % 92 | 2,689 % | 1,634 % | 3,856 % | 3,310 % | 3,611 % | 3,212 % 93 | 2,701 % | 1,656 % | 3,855 % | 3,315 % | 3,612 % | 3,217 % 94 | 2,712 % | 1,678 % | 3,854 % | 3,320 % | 3,614 % | 3,223 % 95 | 2,723 % | 1,699 % | 3,853 % | 3,324 % | 3,615 % | 3,229 % 96 | 2,733 % | 1,721 % | 3,852 % | 3,329 % | 3,616 % | 3,234 % 97 | 2,744 % | 1,741 % | 3,851 % | 3,333 % | 3,618 % | 3,239 % 98 | 2,754 % | 1,762 % | 3,850 % | 3,337 % | 3,619 % | 3,244 % 99 | 2,764 % | 1,781 % | 3,849 % | 3,341 % | 3,620 % | 3,250 % 100 | 2,774 % | 1,801 % | 3,848 % | 3,345 % | 3,622 % | 3,255 % 101 | 2,783 % | 1,820 % | 3,847 % | 3,349 % | 3,623 % | 3,259 % 102 | 2,793 % | 1,839 % | 3,846 % | 3,353 % | 3,624 % | 3,264 % 103 | 2,802 % | 1,857 % | 3,845 % | 3,357 % | 3,625 % | 3,269 % 104 | 2,811 % | 1,875 % | 3,844 % | 3,361 % | 3,627 % | 3,274 % 105 | 2,820 % | 1,893 % | 3,843 % | 3,365 % | 3,628 % | 3,278 % 106 | 2,829 % | 1,910 % | 3,842 % | 3,368 % | 3,629 % | 3,282 % 107 | 2,837 % | 1,927 % | 3,842 % | 3,372 % | 3,630 % | 3,287 % 108 | 2,846 % | 1,944 % | 3,841 % | 3,375 % | 3,631 % | 3,291 % 109 | 2,854 % | 1,960 % | 3,840 % | 3,379 % | 3,632 % | 3,295 % 110 | 2,862 % | 1,976 % | 3,839 % | 3,382 % | 3,633 % | 3,299 % 111 | 2,870 % | 1,992 % | 3,838 % | 3,385 % | 3,634 % | 3,303 % 112 | 2,878 % | 2,008 % | 3,837 % | 3,389 % | 3,635 % | 3,307 % 113 | 2,886 % | 2,023 % | 3,837 % | 3,392 % | 3,636 % | 3,311 % 114 | 2,893 % | 2,038 % | 3,836 % | 3,395 % | 3,637 % | 3,315 % 115 | 2,901 % | 2,053 % | 3,835 % | 3,398 % | 3,638 % | 3,319 % 116 | 2,908 % | 2,067 % | 3,834 % | 3,401 % | 3,639 % | 3,323 % 117 | 2,915 % | 2,082 % | 3,834 % | 3,404 % | 3,640 % | 3,326 % 118 | 2,922 % | 2,096 % | 3,833 % | 3,407 % | 3,641 % | 3,330 % 119 | 2,929 % | 2,109 % | 3,832 % | 3,410 % | 3,642 % | 3,333 % 120 | 2,936 % | 2,123 % | 3,832 % | 3,413 % | 3,643 % | 3,337 % 121 | 2,943 % | 2,136 % | 3,831 % | 3,416 % | 3,644 % | 3,340 % 122 | 2,949 % | 2,149 % | 3,830 % | 3,418 % | 3,645 % | 3,344 % 123 | 2,956 % | 2,162 % | 3,830 % | 3,421 % | 3,646 % | 3,347 % 124 | 2,962 % | 2,175 % | 3,829 % | 3,424 % | 3,646 % | 3,350 % 125 | 2,968 % | 2,188 % | 3,828 % | 3,426 % | 3,647 % | 3,353 % 126 | 2,974 % | 2,200 % | 3,828 % | 3,429 % | 3,648 % | 3,357 % 127 | 2,981 % | 2,212 % | 3,827 % | 3,431 % | 3,649 % | 3,360 % 128 | 2,987 % | 2,224 % | 3,827 % | 3,434 % | 3,650 % | 3,363 % 129 | 2,992 % | 2,236 % | 3,826 % | 3,436 % | 3,650 % | 3,366 % 130 | 2,998 % | 2,247 % | 3,825 % | 3,439 % | 3,651 % | 3,369 % 131 | 3,004 % | 2,259 % | 3,825 % | 3,441 % | 3,652 % | 3,372 % 132 | 3,010 % | 2,270 % | 3,824 % | 3,443 % | 3,653 % | 3,374 % 133 | 3,015 % | 2,281 % | 3,824 % | 3,446 % | 3,653 % | 3,377 % 134 | 3,021 % | 2,292 % | 3,823 % | 3,448 % | 3,654 % | 3,380 % 135 | 3,026 % | 2,302 % | 3,823 % | 3,450 % | 3,655 % | 3,383 % 136 | 3,031 % | 2,313 % | 3,822 % | 3,452 % | 3,656 % | 3,385 % 137 | 3,036 % | 2,323 % | 3,821 % | 3,455 % | 3,656 % | 3,388 % 138 | 3,042 % | 2,334 % | 3,821 % | 3,457 % | 3,657 % | 3,391 % 139 | 3,047 % | 2,344 % | 3,820 % | 3,459 % | 3,658 % | 3,393 % 140 | 3,052 % | 2,354 % | 3,820 % | 3,461 % | 3,658 % | 3,396 % 141 | 3,057 % | 2,364 % | 3,819 % | 3,463 % | 3,659 % | 3,398 % 142 | 3,062 % | 2,373 % | 3,819 % | 3,465 % | 3,660 % | 3,401 % 143 | 3,066 % | 2,383 % | 3,818 % | 3,467 % | 3,660 % | 3,403 % 144 | 3,071 % | 2,392 % | 3,818 % | 3,469 % | 3,661 % | 3,406 % 145 | 3,076 % | 2,402 % | 3,818 % | 3,471 % | 3,661 % | 3,408 % 146 | 3,080 % | 2,411 % | 3,817 % | 3,473 % | 3,662 % | 3,410 % 147 | 3,085 % | 2,420 % | 3,817 % | 3,475 % | 3,663 % | 3,413 % 148 | 3,089 % | 2,429 % | 3,816 % | 3,476 % | 3,663 % | 3,415 % 149 | 3,094 % | 2,438 % | 3,816 % | 3,478 % | 3,664 % | 3,417 % 150 | 3,098 % | 2,446 % | 3,815 % | 3,480 % | 3,664 % | 3,419 % Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso ---|---|---|---|---|---|--- 1 | -0,737 % | 0,052 % | 0,101 % | 0,334 % | 0,011 % | 1,787 % 2 | -0,736 % | 0,096 % | 0,112 % | 0,392 % | -0,050 % | 2,643 % 3 | -0,724 % | 0,138 % | 0,211 % | 0,454 % | 0,007 % | 3,237 % 4 | -0,693 % | 0,202 % | 0,345 % | 0,525 % | 0,250 % | 3,683 % 5 | -0,642 % | 0,280 % | 0,482 % | 0,586 % | 0,576 % | 4,124 % 6 | -0,577 % | 0,368 % | 0,610 % | 0,640 % | 0,923 % | 4,612 % 7 | -0,513 % | 0,466 % | 0,727 % | 0,695 % | 1,277 % | 5,164 % 8 | -0,461 % | 0,571 % | 0,834 % | 0,756 % | 1,634 % | 5,766 % 9 | -0,425 % | 0,671 % | 0,930 % | 0,809 % | 1,969 % | 6,385 % 10 | -0,408 % | 0,758 % | 1,017 % | 0,849 % | 2,261 % | 6,990 % 11 | -0,407 % | 0,828 % | 1,096 % | 0,872 % | 2,501 % | 7,466 % 12 | -0,417 % | 0,884 % | 1,166 % | 0,884 % | 2,700 % | 7,817 % 13 | -0,430 % | 0,927 % | 1,226 % | 0,891 % | 2,866 % | 8,070 % 14 | -0,443 % | 0,960 % | 1,282 % | 0,895 % | 3,006 % | 8,248 % 15 | -0,452 % | 0,986 % | 1,339 % | 0,899 % | 3,127 % | 8,366 % 16 | -0,458 % | 1,006 % | 1,400 % | 0,905 % | 3,231 % | 8,437 % 17 | -0,459 % | 1,022 % | 1,463 % | 0,912 % | 3,321 % | 8,471 % 18 | -0,454 % | 1,037 % | 1,526 % | 0,922 % | 3,401 % | 8,475 % 19 | -0,443 % | 1,050 % | 1,590 % | 0,934 % | 3,471 % | 8,456 % 20 | -0,427 % | 1,062 % | 1,653 % | 0,949 % | 3,534 % | 8,418 % 21 | -0,405 % | 1,074 % | 1,715 % | 0,967 % | 3,589 % | 8,367 % 22 | -0,377 % | 1,084 % | 1,775 % | 0,988 % | 3,639 % | 8,306 % 23 | -0,343 % | 1,091 % | 1,833 % | 1,011 % | 3,684 % | 8,237 % 24 | -0,303 % | 1,092 % | 1,889 % | 1,037 % | 3,725 % | 8,162 % 25 | -0,258 % | 1,087 % | 1,942 % | 1,065 % | 3,762 % | 8,084 % 26 | -0,207 % | 1,077 % | 1,994 % | 1,096 % | 3,796 % | 8,003 % 27 | -0,151 % | 1,065 % | 2,044 % | 1,129 % | 3,827 % | 7,921 % 28 | -0,093 % | 1,057 % | 2,092 % | 1,165 % | 3,855 % | 7,839 % 29 | -0,033 % | 1,055 % | 2,138 % | 1,203 % | 3,881 % | 7,758 % 30 | 0,027 % | 1,062 % | 2,181 % | 1,243 % | 3,906 % | 7,677 % 31 | 0,087 % | 1,079 % | 2,223 % | 1,286 % | 3,928 % | 7,598 % 32 | 0,147 % | 1,105 % | 2,264 % | 1,330 % | 3,948 % | 7,521 % 33 | 0,206 % | 1,136 % | 2,302 % | 1,375 % | 3,968 % | 7,446 % 34 | 0,263 % | 1,172 % | 2,339 % | 1,421 % | 3,986 % | 7,373 % 35 | 0,320 % | 1,211 % | 2,374 % | 1,467 % | 4,002 % | 7,303 % 36 | 0,375 % | 1,253 % | 2,408 % | 1,513 % | 4,018 % | 7,234 % 37 | 0,428 % | 1,295 % | 2,441 % | 1,558 % | 4,033 % | 7,168 % 38 | 0,480 % | 1,339 % | 2,472 % | 1,602 % | 4,047 % | 7,105 % 39 | 0,530 % | 1,383 % | 2,502 % | 1,646 % | 4,060 % | 7,044 % 40 | 0,579 % | 1,427 % | 2,530 % | 1,689 % | 4,072 % | 6,985 % 41 | 0,625 % | 1,470 % | 2,558 % | 1,730 % | 4,083 % | 6,928 % 42 | 0,671 % | 1,513 % | 2,584 % | 1,771 % | 4,094 % | 6,873 % 43 | 0,715 % | 1,556 % | 2,610 % | 1,810 % | 4,105 % | 6,821 % 44 | 0,757 % | 1,597 % | 2,634 % | 1,849 % | 4,114 % | 6,770 % 45 | 0,798 % | 1,638 % | 2,658 % | 1,886 % | 4,124 % | 6,721 % 46 | 0,837 % | 1,678 % | 2,680 % | 1,922 % | 4,133 % | 6,675 % 47 | 0,875 % | 1,717 % | 2,702 % | 1,957 % | 4,141 % | 6,629 % 48 | 0,912 % | 1,754 % | 2,723 % | 1,991 % | 4,149 % | 6,586 % 49 | 0,948 % | 1,791 % | 2,743 % | 2,024 % | 4,157 % | 6,544 % 50 | 0,982 % | 1,827 % | 2,762 % | 2,056 % | 4,164 % | 6,504 % 51 | 1,015 % | 1,862 % | 2,781 % | 2,087 % | 4,171 % | 6,465 % 52 | 1,047 % | 1,895 % | 2,799 % | 2,117 % | 4,178 % | 6,428 % 53 | 1,078 % | 1,928 % | 2,816 % | 2,146 % | 4,184 % | 6,392 % 54 | 1,108 % | 1,960 % | 2,833 % | 2,174 % | 4,190 % | 6,357 % 55 | 1,137 % | 1,991 % | 2,849 % | 2,201 % | 4,196 % | 6,323 % 56 | 1,165 % | 2,021 % | 2,865 % | 2,228 % | 4,202 % | 6,291 % 57 | 1,192 % | 2,050 % | 2,880 % | 2,253 % | 4,207 % | 6,259 % 58 | 1,218 % | 2,078 % | 2,895 % | 2,278 % | 4,213 % | 6,229 % 59 | 1,244 % | 2,105 % | 2,909 % | 2,302 % | 4,218 % | 6,200 % 60 | 1,268 % | 2,132 % | 2,923 % | 2,326 % | 4,222 % | 6,171 % 61 | 1,292 % | 2,157 % | 2,936 % | 2,348 % | 4,227 % | 6,144 % 62 | 1,315 % | 2,182 % | 2,949 % | 2,370 % | 4,232 % | 6,117 % 63 | 1,338 % | 2,207 % | 2,962 % | 2,392 % | 4,236 % | 6,092 % 64 | 1,359 % | 2,230 % | 2,974 % | 2,413 % | 4,240 % | 6,067 % 65 | 1,380 % | 2,253 % | 2,986 % | 2,433 % | 4,244 % | 6,042 % 66 | 1,401 % | 2,275 % | 2,997 % | 2,452 % | 4,248 % | 6,019 % 67 | 1,421 % | 2,297 % | 3,008 % | 2,471 % | 4,252 % | 5,996 % 68 | 1,440 % | 2,318 % | 3,019 % | 2,490 % | 4,256 % | 5,974 % 69 | 1,459 % | 2,338 % | 3,030 % | 2,508 % | 4,260 % | 5,953 % 70 | 1,477 % | 2,358 % | 3,040 % | 2,525 % | 4,263 % | 5,932 % 71 | 1,495 % | 2,378 % | 3,050 % | 2,542 % | 4,267 % | 5,911 % 72 | 1,512 % | 2,396 % | 3,059 % | 2,559 % | 4,270 % | 5,892 % 73 | 1,529 % | 2,415 % | 3,069 % | 2,575 % | 4,273 % | 5,873 % 74 | 1,545 % | 2,433 % | 3,078 % | 2,591 % | 4,276 % | 5,854 % 75 | 1,561 % | 2,450 % | 3,087 % | 2,606 % | 4,279 % | 5,836 % 76 | 1,577 % | 2,467 % | 3,096 % | 2,621 % | 4,282 % | 5,818 % 77 | 1,592 % | 2,483 % | 3,104 % | 2,635 % | 4,285 % | 5,801 % 78 | 1,607 % | 2,500 % | 3,112 % | 2,650 % | 4,288 % | 5,784 % 79 | 1,621 % | 2,515 % | 3,120 % | 2,663 % | 4,290 % | 5,768 % 80 | 1,635 % | 2,531 % | 3,128 % | 2,677 % | 4,293 % | 5,752 % 81 | 1,649 % | 2,545 % | 3,136 % | 2,690 % | 4,296 % | 5,736 % 82 | 1,662 % | 2,560 % | 3,143 % | 2,703 % | 4,298 % | 5,721 % 83 | 1,675 % | 2,574 % | 3,151 % | 2,715 % | 4,301 % | 5,706 % 84 | 1,688 % | 2,588 % | 3,158 % | 2,728 % | 4,303 % | 5,692 % 85 | 1,700 % | 2,602 % | 3,165 % | 2,739 % | 4,305 % | 5,678 % 86 | 1,712 % | 2,615 % | 3,171 % | 2,751 % | 4,308 % | 5,664 % 87 | 1,724 % | 2,628 % | 3,178 % | 2,763 % | 4,310 % | 5,651 % 88 | 1,736 % | 2,641 % | 3,184 % | 2,774 % | 4,312 % | 5,637 % 89 | 1,747 % | 2,653 % | 3,191 % | 2,785 % | 4,314 % | 5,625 % 90 | 1,758 % | 2,665 % | 3,197 % | 2,795 % | 4,316 % | 5,612 % 91 | 1,769 % | 2,677 % | 3,203 % | 2,806 % | 4,318 % | 5,600 % 92 | 1,780 % | 2,689 % | 3,209 % | 2,816 % | 4,320 % | 5,588 % 93 | 1,790 % | 2,700 % | 3,215 % | 2,826 % | 4,322 % | 5,576 % 94 | 1,800 % | 2,711 % | 3,220 % | 2,836 % | 4,324 % | 5,565 % 95 | 1,810 % | 2,722 % | 3,226 % | 2,845 % | 4,326 % | 5,553 % 96 | 1,820 % | 2,733 % | 3,231 % | 2,855 % | 4,328 % | 5,542 % 97 | 1,829 % | 2,743 % | 3,237 % | 2,864 % | 4,330 % | 5,531 % 98 | 1,839 % | 2,753 % | 3,242 % | 2,873 % | 4,331 % | 5,521 % 99 | 1,848 % | 2,763 % | 3,247 % | 2,882 % | 4,333 % | 5,510 % 100 | 1,857 % | 2,773 % | 3,252 % | 2,890 % | 4,335 % | 5,500 % 101 | 1,866 % | 2,783 % | 3,257 % | 2,899 % | 4,336 % | 5,490 % 102 | 1,874 % | 2,792 % | 3,262 % | 2,907 % | 4,338 % | 5,481 % 103 | 1,883 % | 2,801 % | 3,267 % | 2,915 % | 4,340 % | 5,471 % 104 | 1,891 % | 2,810 % | 3,271 % | 2,923 % | 4,341 % | 5,462 % 105 | 1,899 % | 2,819 % | 3,276 % | 2,931 % | 4,343 % | 5,452 % 106 | 1,907 % | 2,828 % | 3,280 % | 2,939 % | 4,344 % | 5,443 % 107 | 1,915 % | 2,837 % | 3,285 % | 2,946 % | 4,346 % | 5,435 % 108 | 1,923 % | 2,845 % | 3,289 % | 2,954 % | 4,347 % | 5,426 % 109 | 1,930 % | 2,853 % | 3,293 % | 2,961 % | 4,348 % | 5,417 % 110 | 1,938 % | 2,861 % | 3,297 % | 2,968 % | 4,350 % | 5,409 % 111 | 1,945 % | 2,869 % | 3,301 % | 2,975 % | 4,351 % | 5,401 % 112 | 1,952 % | 2,877 % | 3,305 % | 2,982 % | 4,352 % | 5,393 % 113 | 1,959 % | 2,885 % | 3,309 % | 2,989 % | 4,354 % | 5,385 % 114 | 1,966 % | 2,893 % | 3,313 % | 2,995 % | 4,355 % | 5,377 % 115 | 1,973 % | 2,900 % | 3,317 % | 3,002 % | 4,356 % | 5,369 % 116 | 1,980 % | 2,907 % | 3,321 % | 3,008 % | 4,358 % | 5,362 % 117 | 1,986 % | 2,914 % | 3,324 % | 3,015 % | 4,359 % | 5,354 % 118 | 1,993 % | 2,921 % | 3,328 % | 3,021 % | 4,360 % | 5,347 % 119 | 1,999 % | 2,928 % | 3,331 % | 3,027 % | 4,361 % | 5,340 % 120 | 2,005 % | 2,935 % | 3,335 % | 3,033 % | 4,362 % | 5,333 % 121 | 2,011 % | 2,942 % | 3,338 % | 3,039 % | 4,363 % | 5,326 % 122 | 2,017 % | 2,949 % | 3,342 % | 3,045 % | 4,365 % | 5,319 % 123 | 2,023 % | 2,955 % | 3,345 % | 3,051 % | 4,366 % | 5,313 % 124 | 2,029 % | 2,961 % | 3,348 % | 3,056 % | 4,367 % | 5,306 % 125 | 2,035 % | 2,968 % | 3,351 % | 3,062 % | 4,368 % | 5,300 % 126 | 2,041 % | 2,974 % | 3,355 % | 3,067 % | 4,369 % | 5,293 % 127 | 2,046 % | 2,980 % | 3,358 % | 3,072 % | 4,370 % | 5,287 % 128 | 2,052 % | 2,986 % | 3,361 % | 3,078 % | 4,371 % | 5,281 % 129 | 2,057 % | 2,992 % | 3,364 % | 3,083 % | 4,372 % | 5,275 % 130 | 2,062 % | 2,998 % | 3,367 % | 3,088 % | 4,373 % | 5,269 % 131 | 2,067 % | 3,003 % | 3,370 % | 3,093 % | 4,374 % | 5,263 % 132 | 2,073 % | 3,009 % | 3,373 % | 3,098 % | 4,375 % | 5,257 % 133 | 2,078 % | 3,015 % | 3,375 % | 3,103 % | 4,376 % | 5,251 % 134 | 2,083 % | 3,020 % | 3,378 % | 3,108 % | 4,377 % | 5,246 % 135 | 2,088 % | 3,025 % | 3,381 % | 3,112 % | 4,378 % | 5,240 % 136 | 2,093 % | 3,031 % | 3,384 % | 3,117 % | 4,378 % | 5,235 % 137 | 2,097 % | 3,036 % | 3,386 % | 3,122 % | 4,379 % | 5,229 % 138 | 2,102 % | 3,041 % | 3,389 % | 3,126 % | 4,380 % | 5,224 % 139 | 2,107 % | 3,046 % | 3,392 % | 3,131 % | 4,381 % | 5,219 % 140 | 2,111 % | 3,051 % | 3,394 % | 3,135 % | 4,382 % | 5,214 % 141 | 2,116 % | 3,056 % | 3,397 % | 3,140 % | 4,383 % | 5,208 % 142 | 2,120 % | 3,061 % | 3,399 % | 3,144 % | 4,384 % | 5,203 % 143 | 2,125 % | 3,066 % | 3,402 % | 3,148 % | 4,384 % | 5,199 % 144 | 2,129 % | 3,071 % | 3,404 % | 3,152 % | 4,385 % | 5,194 % 145 | 2,133 % | 3,075 % | 3,406 % | 3,156 % | 4,386 % | 5,189 % 146 | 2,137 % | 3,080 % | 3,409 % | 3,160 % | 4,387 % | 5,184 % 147 | 2,142 % | 3,084 % | 3,411 % | 3,164 % | 4,388 % | 5,179 % 148 | 2,146 % | 3,089 % | 3,413 % | 3,168 % | 4,388 % | 5,175 % 149 | 2,150 % | 3,093 % | 3,416 % | 3,172 % | 4,389 % | 5,170 % 150 | 2,154 % | 3,098 % | 3,418 % | 3,176 % | 4,390 % | 5,166 % Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand ---|---|---|---|---|---|--- 1 | 0,411 % | 3,377 % | 4,173 % | 0,040 % | 0,035 % | 3,280 % 2 | 0,370 % | 3,878 % | 4,126 % | 0,067 % | -0,002 % | 3,447 % 3 | 0,370 % | 4,354 % | 4,235 % | 0,093 % | 0,018 % | 3,821 % 4 | 0,396 % | 4,769 % | 4,423 % | 0,118 % | 0,068 % | 4,383 % 5 | 0,441 % | 5,132 % | 4,598 % | 0,142 % | 0,135 % | 4,983 % 6 | 0,501 % | 5,425 % | 4,833 % | 0,166 % | 0,213 % | 5,553 % 7 | 0,561 % | 5,656 % | 5,075 % | 0,190 % | 0,297 % | 6,078 % 8 | 0,614 % | 5,841 % | 5,279 % | 0,213 % | 0,378 % | 6,552 % 9 | 0,657 % | 5,979 % | 5,455 % | 0,236 % | 0,455 % | 6,977 % 10 | 0,687 % | 6,090 % | 5,617 % | 0,258 % | 0,527 % | 7,349 % 11 | 0,705 % | 6,170 % | 5,771 % | 0,307 % | 0,583 % | 7,670 % 12 | 0,721 % | 6,227 % | 5,917 % | 0,379 % | 0,626 % | 7,943 % 13 | 0,741 % | 6,267 % | 6,052 % | 0,465 % | 0,664 % | 8,171 % 14 | 0,771 % | 6,292 % | 6,175 % | 0,557 % | 0,699 % | 8,354 % 15 | 0,812 % | 6,308 % | 6,285 % | 0,653 % | 0,735 % | 8,491 % 16 | 0,866 % | 6,316 % | 6,381 % | 0,749 % | 0,773 % | 8,584 % 17 | 0,928 % | 6,318 % | 6,464 % | 0,845 % | 0,814 % | 8,640 % 18 | 0,996 % | 6,316 % | 6,531 % | 0,938 % | 0,859 % | 8,667 % 19 | 1,067 % | 6,310 % | 6,583 % | 1,029 % | 0,908 % | 8,670 % 20 | 1,139 % | 6,301 % | 6,619 % | 1,117 % | 0,963 % | 8,655 % 21 | 1,211 % | 6,291 % | 6,638 % | 1,201 % | 1,022 % | 8,627 % 22 | 1,282 % | 6,279 % | 6,644 % | 1,282 % | 1,085 % | 8,587 % 23 | 1,352 % | 6,265 % | 6,639 % | 1,360 % | 1,150 % | 8,539 % 24 | 1,420 % | 6,251 % | 6,626 % | 1,434 % | 1,215 % | 8,486 % 25 | 1,486 % | 6,237 % | 6,606 % | 1,504 % | 1,280 % | 8,428 % 26 | 1,550 % | 6,222 % | 6,582 % | 1,572 % | 1,345 % | 8,367 % 27 | 1,612 % | 6,207 % | 6,553 % | 1,636 % | 1,408 % | 8,304 % 28 | 1,671 % | 6,192 % | 6,522 % | 1,698 % | 1,469 % | 8,241 % 29 | 1,729 % | 6,178 % | 6,490 % | 1,757 % | 1,529 % | 8,177 % 30 | 1,783 % | 6,163 % | 6,455 % | 1,813 % | 1,587 % | 8,114 % 31 | 1,836 % | 6,148 % | 6,420 % | 1,866 % | 1,643 % | 8,051 % 32 | 1,886 % | 6,134 % | 6,385 % | 1,917 % | 1,697 % | 7,990 % 33 | 1,935 % | 6,120 % | 6,350 % | 1,965 % | 1,749 % | 7,930 % 34 | 1,981 % | 6,107 % | 6,315 % | 2,012 % | 1,800 % | 7,871 % 35 | 2,026 % | 6,093 % | 6,281 % | 2,056 % | 1,848 % | 7,814 % 36 | 2,068 % | 6,080 % | 6,247 % | 2,099 % | 1,894 % | 7,759 % 37 | 2,109 % | 6,068 % | 6,214 % | 2,139 % | 1,939 % | 7,706 % 38 | 2,148 % | 6,056 % | 6,181 % | 2,178 % | 1,982 % | 7,654 % 39 | 2,186 % | 6,044 % | 6,150 % | 2,215 % | 2,023 % | 7,604 % 40 | 2,222 % | 6,032 % | 6,119 % | 2,251 % | 2,062 % | 7,556 % 41 | 2,257 % | 6,021 % | 6,090 % | 2,285 % | 2,101 % | 7,510 % 42 | 2,290 % | 6,010 % | 6,061 % | 2,318 % | 2,137 % | 7,465 % 43 | 2,322 % | 6,000 % | 6,033 % | 2,349 % | 2,172 % | 7,422 % 44 | 2,352 % | 5,990 % | 6,006 % | 2,380 % | 2,206 % | 7,380 % 45 | 2,382 % | 5,980 % | 5,980 % | 2,409 % | 2,238 % | 7,340 % 46 | 2,410 % | 5,971 % | 5,955 % | 2,437 % | 2,270 % | 7,302 % 47 | 2,437 % | 5,962 % | 5,931 % | 2,463 % | 2,300 % | 7,265 % 48 | 2,464 % | 5,953 % | 5,907 % | 2,489 % | 2,329 % | 7,229 % 49 | 2,489 % | 5,944 % | 5,885 % | 2,514 % | 2,357 % | 7,195 % 50 | 2,513 % | 5,936 % | 5,863 % | 2,538 % | 2,384 % | 7,162 % 51 | 2,537 % | 5,928 % | 5,842 % | 2,561 % | 2,410 % | 7,130 % 52 | 2,560 % | 5,920 % | 5,821 % | 2,583 % | 2,435 % | 7,099 % 53 | 2,581 % | 5,913 % | 5,801 % | 2,605 % | 2,459 % | 7,069 % 54 | 2,603 % | 5,905 % | 5,782 % | 2,625 % | 2,482 % | 7,040 % 55 | 2,623 % | 5,898 % | 5,764 % | 2,645 % | 2,505 % | 7,012 % 56 | 2,643 % | 5,891 % | 5,746 % | 2,665 % | 2,527 % | 6,985 % 57 | 2,662 % | 5,885 % | 5,729 % | 2,683 % | 2,548 % | 6,960 % 58 | 2,680 % | 5,878 % | 5,712 % | 2,701 % | 2,568 % | 6,934 % 59 | 2,698 % | 5,872 % | 5,696 % | 2,719 % | 2,588 % | 6,910 % 60 | 2,715 % | 5,866 % | 5,680 % | 2,736 % | 2,607 % | 6,887 % 61 | 2,732 % | 5,860 % | 5,665 % | 2,752 % | 2,625 % | 6,864 % 62 | 2,748 % | 5,855 % | 5,650 % | 2,768 % | 2,643 % | 6,842 % 63 | 2,764 % | 5,849 % | 5,636 % | 2,783 % | 2,661 % | 6,821 % 64 | 2,779 % | 5,844 % | 5,622 % | 2,798 % | 2,677 % | 6,800 % 65 | 2,794 % | 5,839 % | 5,609 % | 2,813 % | 2,694 % | 6,780 % 66 | 2,808 % | 5,834 % | 5,596 % | 2,827 % | 2,710 % | 6,761 % 67 | 2,822 % | 5,829 % | 5,583 % | 2,841 % | 2,725 % | 6,742 % 68 | 2,836 % | 5,824 % | 5,571 % | 2,854 % | 2,740 % | 6,723 % 69 | 2,849 % | 5,819 % | 5,559 % | 2,867 % | 2,754 % | 6,706 % 70 | 2,862 % | 5,815 % | 5,548 % | 2,879 % | 2,769 % | 6,688 % 71 | 2,874 % | 5,810 % | 5,536 % | 2,891 % | 2,782 % | 6,672 % 72 | 2,886 % | 5,806 % | 5,525 % | 2,903 % | 2,796 % | 6,655 % 73 | 2,898 % | 5,802 % | 5,515 % | 2,915 % | 2,809 % | 6,639 % 74 | 2,909 % | 5,798 % | 5,505 % | 2,926 % | 2,821 % | 6,624 % 75 | 2,920 % | 5,794 % | 5,494 % | 2,937 % | 2,834 % | 6,609 % 76 | 2,931 % | 5,790 % | 5,485 % | 2,947 % | 2,845 % | 6,594 % 77 | 2,942 % | 5,786 % | 5,475 % | 2,958 % | 2,857 % | 6,580 % 78 | 2,952 % | 5,783 % | 5,466 % | 2,968 % | 2,869 % | 6,566 % 79 | 2,962 % | 5,779 % | 5,457 % | 2,978 % | 2,880 % | 6,552 % 80 | 2,972 % | 5,776 % | 5,448 % | 2,987 % | 2,890 % | 6,539 % 81 | 2,982 % | 5,772 % | 5,439 % | 2,997 % | 2,901 % | 6,526 % 82 | 2,991 % | 5,769 % | 5,431 % | 3,006 % | 2,911 % | 6,514 % 83 | 3,000 % | 5,766 % | 5,423 % | 3,015 % | 2,921 % | 6,502 % 84 | 3,009 % | 5,763 % | 5,414 % | 3,024 % | 2,931 % | 6,490 % 85 | 3,018 % | 5,759 % | 5,407 % | 3,032 % | 2,941 % | 6,478 % 86 | 3,026 % | 5,756 % | 5,399 % | 3,040 % | 2,950 % | 6,466 % 87 | 3,034 % | 5,754 % | 5,392 % | 3,048 % | 2,959 % | 6,455 % 88 | 3,042 % | 5,751 % | 5,384 % | 3,056 % | 2,968 % | 6,444 % 89 | 3,050 % | 5,748 % | 5,377 % | 3,064 % | 2,977 % | 6,434 % 90 | 3,058 % | 5,745 % | 5,370 % | 3,072 % | 2,986 % | 6,423 % 91 | 3,066 % | 5,742 % | 5,363 % | 3,079 % | 2,994 % | 6,413 % 92 | 3,073 % | 5,740 % | 5,357 % | 3,086 % | 3,002 % | 6,403 % 93 | 3,080 % | 5,737 % | 5,350 % | 3,094 % | 3,010 % | 6,393 % 94 | 3,087 % | 5,735 % | 5,344 % | 3,101 % | 3,018 % | 6,384 % 95 | 3,094 % | 5,732 % | 5,337 % | 3,107 % | 3,026 % | 6,375 % 96 | 3,101 % | 5,730 % | 5,331 % | 3,114 % | 3,033 % | 6,365 % 97 | 3,108 % | 5,727 % | 5,325 % | 3,121 % | 3,041 % | 6,356 % 98 | 3,114 % | 5,725 % | 5,319 % | 3,127 % | 3,048 % | 6,348 % 99 | 3,121 % | 5,723 % | 5,314 % | 3,133 % | 3,055 % | 6,339 % 100 | 3,127 % | 5,721 % | 5,308 % | 3,139 % | 3,062 % | 6,331 % 101 | 3,133 % | 5,718 % | 5,302 % | 3,145 % | 3,069 % | 6,322 % 102 | 3,139 % | 5,716 % | 5,297 % | 3,151 % | 3,075 % | 6,314 % 103 | 3,145 % | 5,714 % | 5,292 % | 3,157 % | 3,082 % | 6,306 % 104 | 3,151 % | 5,712 % | 5,286 % | 3,163 % | 3,088 % | 6,299 % 105 | 3,157 % | 5,710 % | 5,281 % | 3,168 % | 3,094 % | 6,291 % 106 | 3,162 % | 5,708 % | 5,276 % | 3,174 % | 3,101 % | 6,283 % 107 | 3,168 % | 5,706 % | 5,271 % | 3,179 % | 3,107 % | 6,276 % 108 | 3,173 % | 5,704 % | 5,266 % | 3,184 % | 3,113 % | 6,269 % 109 | 3,178 % | 5,702 % | 5,262 % | 3,190 % | 3,118 % | 6,262 % 110 | 3,183 % | 5,701 % | 5,257 % | 3,195 % | 3,124 % | 6,255 % 111 | 3,189 % | 5,699 % | 5,252 % | 3,200 % | 3,130 % | 6,248 % 112 | 3,194 % | 5,697 % | 5,248 % | 3,205 % | 3,135 % | 6,241 % 113 | 3,198 % | 5,695 % | 5,244 % | 3,209 % | 3,141 % | 6,235 % 114 | 3,203 % | 5,693 % | 5,239 % | 3,214 % | 3,146 % | 6,228 % 115 | 3,208 % | 5,692 % | 5,235 % | 3,219 % | 3,151 % | 6,222 % 116 | 3,213 % | 5,690 % | 5,231 % | 3,223 % | 3,156 % | 6,216 % 117 | 3,217 % | 5,689 % | 5,227 % | 3,228 % | 3,161 % | 6,210 % 118 | 3,222 % | 5,687 % | 5,223 % | 3,232 % | 3,166 % | 6,203 % 119 | 3,226 % | 5,685 % | 5,219 % | 3,237 % | 3,171 % | 6,198 % 120 | 3,231 % | 5,684 % | 5,215 % | 3,241 % | 3,176 % | 6,192 % 121 | 3,235 % | 5,682 % | 5,211 % | 3,245 % | 3,181 % | 6,186 % 122 | 3,239 % | 5,681 % | 5,207 % | 3,249 % | 3,186 % | 6,180 % 123 | 3,243 % | 5,679 % | 5,203 % | 3,253 % | 3,190 % | 6,175 % 124 | 3,247 % | 5,678 % | 5,200 % | 3,257 % | 3,195 % | 6,169 % 125 | 3,251 % | 5,676 % | 5,196 % | 3,261 % | 3,199 % | 6,164 % 126 | 3,255 % | 5,675 % | 5,193 % | 3,265 % | 3,203 % | 6,159 % 127 | 3,259 % | 5,674 % | 5,189 % | 3,269 % | 3,208 % | 6,153 % 128 | 3,263 % | 5,672 % | 5,186 % | 3,273 % | 3,212 % | 6,148 % 129 | 3,267 % | 5,671 % | 5,182 % | 3,276 % | 3,216 % | 6,143 % 130 | 3,270 % | 5,670 % | 5,179 % | 3,280 % | 3,220 % | 6,138 % 131 | 3,274 % | 5,668 % | 5,176 % | 3,284 % | 3,224 % | 6,133 % 132 | 3,278 % | 5,667 % | 5,172 % | 3,287 % | 3,228 % | 6,129 % 133 | 3,281 % | 5,666 % | 5,169 % | 3,291 % | 3,232 % | 6,124 % 134 | 3,285 % | 5,665 % | 5,166 % | 3,294 % | 3,236 % | 6,119 % 135 | 3,288 % | 5,663 % | 5,163 % | 3,297 % | 3,240 % | 6,115 % 136 | 3,292 % | 5,662 % | 5,160 % | 3,301 % | 3,243 % | 6,110 % 137 | 3,295 % | 5,661 % | 5,157 % | 3,304 % | 3,247 % | 6,106 % 138 | 3,298 % | 5,660 % | 5,154 % | 3,307 % | 3,251 % | 6,101 % 139 | 3,301 % | 5,659 % | 5,151 % | 3,310 % | 3,254 % | 6,097 % 140 | 3,305 % | 5,658 % | 5,148 % | 3,313 % | 3,258 % | 6,093 % 141 | 3,308 % | 5,656 % | 5,145 % | 3,317 % | 3,261 % | 6,088 % 142 | 3,311 % | 5,655 % | 5,143 % | 3,320 % | 3,265 % | 6,084 % 143 | 3,314 % | 5,654 % | 5,140 % | 3,323 % | 3,268 % | 6,080 % 144 | 3,317 % | 5,653 % | 5,137 % | 3,326 % | 3,272 % | 6,076 % 145 | 3,320 % | 5,652 % | 5,134 % | 3,328 % | 3,275 % | 6,072 % 146 | 3,323 % | 5,651 % | 5,132 % | 3,331 % | 3,278 % | 6,068 % 147 | 3,326 % | 5,650 % | 5,129 % | 3,334 % | 3,281 % | 6,064 % 148 | 3,329 % | 5,649 % | 5,127 % | 3,337 % | 3,284 % | 6,061 % 149 | 3,331 % | 5,648 % | 5,124 % | 3,340 % | 3,288 % | 6,057 % 150 | 3,334 % | 5,647 % | 5,122 % | 3,343 % | 3,291 % | 6,053 % Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won ---|---|---|---|---|---|--- 1 | 2,140 % | 1,792 % | 1,645 % | 3,942 % | -0,025 % | 0,421 % 2 | 3,251 % | 1,843 % | 1,832 % | 4,203 % | 0,025 % | 0,451 % 3 | 4,244 % | 1,914 % | 1,966 % | 4,464 % | 0,088 % | 0,481 % 4 | 5,006 % | 1,996 % | 2,103 % | 4,701 % | 0,163 % | 0,504 % 5 | 5,606 % | 2,083 % | 2,255 % | 4,934 % | 0,248 % | 0,516 % 6 | 6,062 % | 2,174 % | 2,403 % | 5,138 % | 0,339 % | 0,525 % 7 | 6,421 % | 2,264 % | 2,534 % | 5,318 % | 0,422 % | 0,544 % 8 | 6,710 % | 2,352 % | 2,650 % | 5,477 % | 0,489 % | 0,576 % 9 | 6,947 % | 2,437 % | 2,750 % | 5,616 % | 0,537 % | 0,598 % 10 | 7,152 % | 2,518 % | 2,845 % | 5,737 % | 0,564 % | 0,595 % 11 | 7,302 % | 2,595 % | 2,939 % | 5,844 % | 0,571 % | 0,563 % 12 | 7,403 % | 2,669 % | 3,032 % | 5,939 % | 0,569 % | 0,516 % 13 | 7,467 % | 2,739 % | 3,122 % | 6,019 % | 0,566 % | 0,466 % 14 | 7,504 % | 2,805 % | 3,211 % | 6,083 % | 0,564 % | 0,423 % 15 | 7,520 % | 2,868 % | 3,301 % | 6,129 % | 0,568 % | 0,389 % 16 | 7,521 % | 2,927 % | 3,393 % | 6,158 % | 0,580 % | 0,368 % 17 | 7,509 % | 2,983 % | 3,484 % | 6,173 % | 0,599 % | 0,361 % 18 | 7,489 % | 3,036 % | 3,569 % | 6,176 % | 0,627 % | 0,368 % 19 | 7,462 % | 3,086 % | 3,647 % | 6,170 % | 0,664 % | 0,389 % 20 | 7,430 % | 3,133 % | 3,715 % | 6,157 % | 0,710 % | 0,424 % 21 | 7,394 % | 3,178 % | 3,770 % | 6,139 % | 0,766 % | 0,474 % 22 | 7,356 % | 3,221 % | 3,816 % | 6,118 % | 0,827 % | 0,533 % 23 | 7,316 % | 3,261 % | 3,852 % | 6,094 % | 0,893 % | 0,599 % 24 | 7,275 % | 3,299 % | 3,882 % | 6,067 % | 0,960 % | 0,669 % 25 | 7,234 % | 3,336 % | 3,905 % | 6,039 % | 1,029 % | 0,742 % 26 | 7,193 % | 3,371 % | 3,924 % | 6,011 % | 1,097 % | 0,815 % 27 | 7,152 % | 3,403 % | 3,939 % | 5,981 % | 1,165 % | 0,888 % 28 | 7,112 % | 3,435 % | 3,951 % | 5,952 % | 1,231 % | 0,960 % 29 | 7,073 % | 3,465 % | 3,959 % | 5,923 % | 1,296 % | 1,030 % 30 | 7,034 % | 3,493 % | 3,966 % | 5,894 % | 1,359 % | 1,100 % 31 | 6,996 % | 3,520 % | 3,971 % | 5,865 % | 1,420 % | 1,167 % 32 | 6,960 % | 3,546 % | 3,974 % | 5,837 % | 1,480 % | 1,232 % 33 | 6,924 % | 3,571 % | 3,976 % | 5,810 % | 1,537 % | 1,295 % 34 | 6,890 % | 3,595 % | 3,976 % | 5,783 % | 1,592 % | 1,356 % 35 | 6,856 % | 3,617 % | 3,976 % | 5,757 % | 1,645 % | 1,415 % 36 | 6,824 % | 3,639 % | 3,976 % | 5,732 % | 1,697 % | 1,472 % 37 | 6,793 % | 3,659 % | 3,974 % | 5,707 % | 1,746 % | 1,527 % 38 | 6,763 % | 3,679 % | 3,973 % | 5,683 % | 1,793 % | 1,579 % 39 | 6,734 % | 3,698 % | 3,970 % | 5,660 % | 1,839 % | 1,630 % 40 | 6,707 % | 3,717 % | 3,968 % | 5,638 % | 1,882 % | 1,678 % 41 | 6,680 % | 3,734 % | 3,965 % | 5,616 % | 1,925 % | 1,725 % 42 | 6,654 % | 3,751 % | 3,962 % | 5,596 % | 1,965 % | 1,770 % 43 | 6,629 % | 3,767 % | 3,960 % | 5,576 % | 2,004 % | 1,813 % 44 | 6,605 % | 3,782 % | 3,957 % | 5,556 % | 2,041 % | 1,854 % 45 | 6,582 % | 3,797 % | 3,953 % | 5,538 % | 2,077 % | 1,894 % 46 | 6,560 % | 3,812 % | 3,950 % | 5,519 % | 2,112 % | 1,933 % 47 | 6,538 % | 3,826 % | 3,947 % | 5,502 % | 2,145 % | 1,970 % 48 | 6,517 % | 3,839 % | 3,944 % | 5,485 % | 2,177 % | 2,005 % 49 | 6,497 % | 3,852 % | 3,941 % | 5,469 % | 2,208 % | 2,040 % 50 | 6,478 % | 3,864 % | 3,938 % | 5,453 % | 2,238 % | 2,073 % 51 | 6,460 % | 3,876 % | 3,935 % | 5,438 % | 2,267 % | 2,105 % 52 | 6,442 % | 3,888 % | 3,932 % | 5,423 % | 2,295 % | 2,136 % 53 | 6,424 % | 3,899 % | 3,929 % | 5,409 % | 2,321 % | 2,165 % 54 | 6,408 % | 3,909 % | 3,926 % | 5,396 % | 2,347 % | 2,194 % 55 | 6,391 % | 3,920 % | 3,923 % | 5,382 % | 2,372 % | 2,222 % 56 | 6,376 % | 3,930 % | 3,920 % | 5,370 % | 2,396 % | 2,248 % 57 | 6,361 % | 3,940 % | 3,918 % | 5,357 % | 2,420 % | 2,274 % 58 | 6,346 % | 3,949 % | 3,915 % | 5,345 % | 2,442 % | 2,299 % 59 | 6,332 % | 3,958 % | 3,912 % | 5,334 % | 2,464 % | 2,324 % 60 | 6,318 % | 3,967 % | 3,910 % | 5,322 % | 2,485 % | 2,347 % 61 | 6,305 % | 3,976 % | 3,907 % | 5,311 % | 2,506 % | 2,370 % 62 | 6,292 % | 3,984 % | 3,905 % | 5,301 % | 2,525 % | 2,392 % 63 | 6,279 % | 3,992 % | 3,903 % | 5,291 % | 2,545 % | 2,413 % 64 | 6,267 % | 4,000 % | 3,900 % | 5,281 % | 2,563 % | 2,434 % 65 | 6,255 % | 4,007 % | 3,898 % | 5,271 % | 2,581 % | 2,454 % 66 | 6,244 % | 4,015 % | 3,896 % | 5,262 % | 2,599 % | 2,473 % 67 | 6,233 % | 4,022 % | 3,894 % | 5,253 % | 2,616 % | 2,492 % 68 | 6,222 % | 4,029 % | 3,892 % | 5,244 % | 2,632 % | 2,510 % 69 | 6,212 % | 4,035 % | 3,890 % | 5,235 % | 2,648 % | 2,528 % 70 | 6,202 % | 4,042 % | 3,888 % | 5,227 % | 2,664 % | 2,545 % 71 | 6,192 % | 4,048 % | 3,886 % | 5,219 % | 2,679 % | 2,562 % 72 | 6,182 % | 4,055 % | 3,884 % | 5,211 % | 2,694 % | 2,579 % 73 | 6,173 % | 4,061 % | 3,882 % | 5,203 % | 2,708 % | 2,595 % 74 | 6,164 % | 4,066 % | 3,881 % | 5,196 % | 2,722 % | 2,610 % 75 | 6,155 % | 4,072 % | 3,879 % | 5,189 % | 2,736 % | 2,625 % 76 | 6,146 % | 4,078 % | 3,877 % | 5,181 % | 2,749 % | 2,640 % 77 | 6,138 % | 4,083 % | 3,876 % | 5,175 % | 2,762 % | 2,654 % 78 | 6,130 % | 4,089 % | 3,874 % | 5,168 % | 2,775 % | 2,668 % 79 | 6,122 % | 4,094 % | 3,872 % | 5,161 % | 2,787 % | 2,682 % 80 | 6,114 % | 4,099 % | 3,871 % | 5,155 % | 2,799 % | 2,695 % 81 | 6,106 % | 4,104 % | 3,869 % | 5,149 % | 2,811 % | 2,708 % 82 | 6,099 % | 4,109 % | 3,868 % | 5,143 % | 2,822 % | 2,721 % 83 | 6,092 % | 4,113 % | 3,867 % | 5,137 % | 2,833 % | 2,733 % 84 | 6,085 % | 4,118 % | 3,865 % | 5,131 % | 2,844 % | 2,745 % 85 | 6,078 % | 4,122 % | 3,864 % | 5,125 % | 2,855 % | 2,757 % 86 | 6,071 % | 4,127 % | 3,862 % | 5,120 % | 2,865 % | 2,768 % 87 | 6,064 % | 4,131 % | 3,861 % | 5,114 % | 2,875 % | 2,779 % 88 | 6,058 % | 4,135 % | 3,860 % | 5,109 % | 2,885 % | 2,790 % 89 | 6,052 % | 4,139 % | 3,859 % | 5,104 % | 2,895 % | 2,801 % 90 | 6,046 % | 4,143 % | 3,857 % | 5,099 % | 2,904 % | 2,812 % 91 | 6,040 % | 4,147 % | 3,856 % | 5,094 % | 2,913 % | 2,822 % 92 | 6,034 % | 4,151 % | 3,855 % | 5,089 % | 2,922 % | 2,832 % 93 | 6,028 % | 4,155 % | 3,854 % | 5,084 % | 2,931 % | 2,842 % 94 | 6,022 % | 4,158 % | 3,853 % | 5,080 % | 2,940 % | 2,851 % 95 | 6,017 % | 4,162 % | 3,852 % | 5,075 % | 2,948 % | 2,861 % 96 | 6,011 % | 4,165 % | 3,851 % | 5,071 % | 2,957 % | 2,870 % 97 | 6,006 % | 4,169 % | 3,850 % | 5,066 % | 2,965 % | 2,879 % 98 | 6,001 % | 4,172 % | 3,849 % | 5,062 % | 2,973 % | 2,888 % 99 | 5,996 % | 4,176 % | 3,848 % | 5,058 % | 2,981 % | 2,897 % 100 | 5,991 % | 4,179 % | 3,847 % | 5,054 % | 2,988 % | 2,905 % 101 | 5,986 % | 4,182 % | 3,846 % | 5,050 % | 2,996 % | 2,913 % 102 | 5,981 % | 4,185 % | 3,845 % | 5,046 % | 3,003 % | 2,922 % 103 | 5,977 % | 4,188 % | 3,844 % | 5,042 % | 3,011 % | 2,930 % 104 | 5,972 % | 4,191 % | 3,843 % | 5,038 % | 3,018 % | 2,937 % 105 | 5,967 % | 4,194 % | 3,842 % | 5,035 % | 3,025 % | 2,945 % 106 | 5,963 % | 4,197 % | 3,841 % | 5,031 % | 3,031 % | 2,953 % 107 | 5,959 % | 4,200 % | 3,840 % | 5,027 % | 3,038 % | 2,960 % 108 | 5,954 % | 4,203 % | 3,840 % | 5,024 % | 3,045 % | 2,967 % 109 | 5,950 % | 4,205 % | 3,839 % | 5,020 % | 3,051 % | 2,975 % 110 | 5,946 % | 4,208 % | 3,838 % | 5,017 % | 3,057 % | 2,982 % 111 | 5,942 % | 4,211 % | 3,837 % | 5,014 % | 3,064 % | 2,989 % 112 | 5,938 % | 4,213 % | 3,836 % | 5,010 % | 3,070 % | 2,995 % 113 | 5,934 % | 4,216 % | 3,836 % | 5,007 % | 3,076 % | 3,002 % 114 | 5,931 % | 4,218 % | 3,835 % | 5,004 % | 3,082 % | 3,009 % 115 | 5,927 % | 4,221 % | 3,834 % | 5,001 % | 3,087 % | 3,015 % 116 | 5,923 % | 4,223 % | 3,833 % | 4,998 % | 3,093 % | 3,021 % 117 | 5,919 % | 4,225 % | 3,833 % | 4,995 % | 3,099 % | 3,027 % 118 | 5,916 % | 4,228 % | 3,832 % | 4,992 % | 3,104 % | 3,034 % 119 | 5,912 % | 4,230 % | 3,831 % | 4,989 % | 3,110 % | 3,040 % 120 | 5,909 % | 4,232 % | 3,831 % | 4,986 % | 3,115 % | 3,045 % 121 | 5,906 % | 4,234 % | 3,830 % | 4,984 % | 3,120 % | 3,051 % 122 | 5,902 % | 4,237 % | 3,829 % | 4,981 % | 3,125 % | 3,057 % 123 | 5,899 % | 4,239 % | 3,829 % | 4,978 % | 3,130 % | 3,063 % 124 | 5,896 % | 4,241 % | 3,828 % | 4,975 % | 3,135 % | 3,068 % 125 | 5,893 % | 4,243 % | 3,827 % | 4,973 % | 3,140 % | 3,074 % 126 | 5,889 % | 4,245 % | 3,827 % | 4,970 % | 3,145 % | 3,079 % 127 | 5,886 % | 4,247 % | 3,826 % | 4,968 % | 3,150 % | 3,084 % 128 | 5,883 % | 4,249 % | 3,826 % | 4,965 % | 3,155 % | 3,089 % 129 | 5,880 % | 4,251 % | 3,825 % | 4,963 % | 3,159 % | 3,094 % 130 | 5,877 % | 4,253 % | 3,824 % | 4,960 % | 3,164 % | 3,099 % 131 | 5,875 % | 4,255 % | 3,824 % | 4,958 % | 3,168 % | 3,104 % 132 | 5,872 % | 4,257 % | 3,823 % | 4,956 % | 3,173 % | 3,109 % 133 | 5,869 % | 4,258 % | 3,823 % | 4,953 % | 3,177 % | 3,114 % 134 | 5,866 % | 4,260 % | 3,822 % | 4,951 % | 3,181 % | 3,119 % 135 | 5,863 % | 4,262 % | 3,822 % | 4,949 % | 3,185 % | 3,124 % 136 | 5,861 % | 4,264 % | 3,821 % | 4,947 % | 3,189 % | 3,128 % 137 | 5,858 % | 4,265 % | 3,821 % | 4,945 % | 3,194 % | 3,133 % 138 | 5,856 % | 4,267 % | 3,820 % | 4,942 % | 3,198 % | 3,137 % 139 | 5,853 % | 4,269 % | 3,820 % | 4,940 % | 3,202 % | 3,141 % 140 | 5,850 % | 4,270 % | 3,819 % | 4,938 % | 3,205 % | 3,146 % 141 | 5,848 % | 4,272 % | 3,819 % | 4,936 % | 3,209 % | 3,150 % 142 | 5,845 % | 4,274 % | 3,818 % | 4,934 % | 3,213 % | 3,154 % 143 | 5,843 % | 4,275 % | 3,818 % | 4,932 % | 3,217 % | 3,158 % 144 | 5,841 % | 4,277 % | 3,817 % | 4,930 % |

3,221 % | 3,163 % 145 | 5,838 % | 4,278 % | 3,817 % | 4,928 % | 3,224 % | 3,167 % 146 | 5,836 % | 4,280 % | 3,816 % | 4,926 % | 3,228 % | 3,171 % 147 | 5,834 % | 4,281 % | 3,816 % | 4,925 % | 3,231 % | 3,175 % 148 | 5,831 % | 4,283 % | 3,815 % | 4,923 % | 3,235 % | 3,178 % 149 | 5,829 % | 4,284 % | 3,815 % | 4,921 % | 3,238 % | 3,182 % 150 | 5,827 % | 4,286 % | 3,814 % | 4,919 % | 3,242 % | 3,186 % Term to maturity (in years) | Turkish lira | US dollar | Yen ---|---|---|--- 1 | 8,466 % | 0,062 % | -0,116 % 2 | 9,188 % | 0,024 % | -0,122 % 3 | 9,694 % | 0,032 % | -0,127 % 4 | 10,213 % | 0,067 % | -0,125 % 5 | 10,732 % | 0,126 % | -0,119 % 6 | 11,234 % | 0,196 % | -0,108 % 7 | 11,754 % | 0,262 % | -0,093 % 8 | 12,303 % | 0,332 % | -0,074 % 9 | 12,798 % | 0,391 % | -0,053 % 10 | 13,156 % | 0,443 % | -0,030 % 11 | 13,389 % | 0,489 % | -0,007 % 12 | 13,528 % | 0,528 % | 0,015 % 13 | 13,592 % | 0,560 % | 0,037 % 14 | 13,598 % | 0,588 % | 0,059 % 15 | 13,557 % | 0,612 % | 0,083 % 16 | 13,479 % | 0,635 % | 0,108 % 17 | 13,372 % | 0,656 % | 0,131 % 18 | 13,243 % | 0,674 % | 0,150 % 19 | 13,095 % | 0,688 % | 0,163 % 20 | 12,935 % | 0,697 % | 0,168 % 21 | 12,766 % | 0,703 % | 0,167 % 22 | 12,591 % | 0,707 % | 0,162 % 23 | 12,413 % | 0,710 % | 0,157 % 24 | 12,234 % | 0,715 % | 0,155 % 25 | 12,055 % | 0,723 % | 0,156 % 26 | 11,878 % | 0,732 % | 0,163 % 27 | 11,705 % | 0,740 % | 0,176 % 28 | 11,535 % | 0,745 % | 0,195 % 29 | 11,370 % | 0,743 % | 0,221 % 30 | 11,209 % | 0,732 % | 0,255 % 31 | 11,054 % | 0,713 % | 0,296 % 32 | 10,904 % | 0,689 % | 0,343 % 33 | 10,760 % | 0,661 % | 0,394 % 34 | 10,622 % | 0,633 % | 0,447 % 35 | 10,488 % | 0,607 % | 0,503 % 36 | 10,360 % | 0,582 % | 0,558 % 37 | 10,237 % | 0,561 % | 0,615 % 38 | 10,120 % | 0,543 % | 0,671 % 39 | 10,007 % | 0,528 % | 0,726 % 40 | 9,898 % | 0,517 % | 0,781 % 41 | 9,794 % | 0,511 % | 0,835 % 42 | 9,695 % | 0,508 % | 0,888 % 43 | 9,599 % | 0,509 % | 0,939 % 44 | 9,508 % | 0,513 % | 0,989 % 45 | 9,420 % | 0,522 % | 1,038 % 46 | 9,335 % | 0,534 % | 1,086 % 47 | 9,254 % | 0,549 % | 1,132 % 48 | 9,176 % | 0,568 % | 1,177 % 49 | 9,101 % | 0,590 % | 1,220 % 50 | 9,029 % | 0,616 % | 1,263 % 51 | 8,960 % | 0,646 % | 1,303 % 52 | 8,893 % | 0,679 % | 1,343 % 53 | 8,829 % | 0,713 % | 1,382 % 54 | 8,767 % | 0,749 % | 1,419 % 55 | 8,707 % | 0,786 % | 1,455 % 56 | 8,649 % | 0,824 % | 1,490 % 57 | 8,593 % | 0,863 % | 1,524 % 58 | 8,539 % | 0,901 % | 1,557 % 59 | 8,487 % | 0,940 % | 1,588 % 60 | 8,437 % | 0,978 % | 1,619 % 61 | 8,389 % | 1,016 % | 1,649 % 62 | 8,341 % | 1,053 % | 1,678 % 63 | 8,296 % | 1,091 % | 1,707 % 64 | 8,252 % | 1,127 % | 1,734 % 65 | 8,209 % | 1,163 % | 1,761 % 66 | 8,167 % | 1,199 % | 1,787 % 67 | 8,127 % | 1,233 % | 1,812 % 68 | 8,088 % | 1,267 % | 1,836 % 69 | 8,050 % | 1,301 % | 1,860 % 70 | 8,013 % | 1,333 % | 1,883 % 71 | 7,978 % | 1,365 % | 1,905 % 72 | 7,943 % | 1,397 % | 1,927 % 73 | 7,909 % | 1,427 % | 1,949 % 74 | 7,876 % | 1,457 % | 1,969 % 75 | 7,844 % | 1,487 % | 1,989 % 76 | 7,813 % | 1,515 % | 2,009 % 77 | 7,783 % | 1,543 % | 2,028 % 78 | 7,753 % | 1,571 % | 2,047 % 79 | 7,724 % | 1,597 % | 2,065 % 80 | 7,696 % | 1,624 % | 2,083 % 81 | 7,669 % | 1,649 % | 2,100 % 82 | 7,642 % | 1,674 % | 2,117 % 83 | 7,616 % | 1,699 % | 2,134 % 84 | 7,591 % | 1,722 % | 2,150 % 85 | 7,566 % | 1,746 % | 2,166 % 86 | 7,541 % | 1,769 % | 2,181 % 87 | 7,518 % | 1,791 % | 2,196 % 88 | 7,495 % | 1,813 % | 2,211 % 89 | 7,472 % | 1,834 % | 2,225 % 90 | 7,450 % | 1,855 % | 2,239 % 91 | 7,428 % | 1,876 % | 2,253 % 92 | 7,407 % | 1,896 % | 2,266 % 93 | 7,386 % | 1,916 % | 2,280 % 94 | 7,366 % | 1,935 % | 2,293 % 95 | 7,346 % | 1,954 % | 2,305 % 96 | 7,327 % | 1,972 % | 2,318 % 97 | 7,308 % | 1,990 % | 2,330 % 98 | 7,289 % | 2,008 % | 2,342 % 99 | 7,271 % | 2,026 % | 2,353 % 100 | 7,253 % | 2,043 % | 2,365 % 101 | 7,236 % | 2,059 % | 2,376 % 102 | 7,219 % | 2,076 % | 2,387 % 103 | 7,202 % | 2,092 % | 2,397 % 104 | 7,185 % | 2,108 % | 2,408 % 105 | 7,169 % | 2,123 % | 2,418 % 106 | 7,153 % | 2,138 % | 2,429 % 107 | 7,138 % | 2,153 % | 2,438 % 108 | 7,122 % | 2,168 % | 2,448 % 109 | 7,107 % | 2,182 % | 2,458 % 110 | 7,093 % | 2,197 % | 2,467 % 111 | 7,078 % | 2,210 % | 2,477 % 112 | 7,064 % | 2,224 % | 2,486 % 113 | 7,050 % | 2,237 % | 2,495 % 114 | 7,036 % | 2,251 % | 2,503 % 115 | 7,023 % | 2,264 % | 2,512 % 116 | 7,010 % | 2,276 % | 2,520 % 117 | 6,997 % | 2,289 % | 2,529 % 118 | 6,984 % | 2,301 % | 2,537 % 119 | 6,971 % | 2,313 % | 2,545 % 120 | 6,959 % | 2,325 % | 2,553 % 121 | 6,947 % | 2,337 % | 2,561 % 122 | 6,935 % | 2,348 % | 2,568 % 123 | 6,923 % | 2,360 % | 2,576 % 124 | 6,912 % | 2,371 % | 2,583 % 125 | 6,900 % | 2,382 % | 2,591 % 126 | 6,889 % | 2,392 % | 2,598 % 127 | 6,878 % | 2,403 % | 2,605 % 128 | 6,867 % | 2,414 % | 2,612 % 129 | 6,857 % | 2,424 % | 2,619 % 130 | 6,846 % | 2,434 % | 2,625 % 131 | 6,836 % | 2,444 % | 2,632 % 132 | 6,826 % | 2,454 % | 2,639 % 133 | 6,816 % | 2,463 % | 2,645 % 134 | 6,806 % | 2,473 % | 2,651 % 135 | 6,796 % | 2,482 % | 2,658 % 136 | 6,786 % | 2,492 % | 2,664 % 137 | 6,777 % | 2,501 % | 2,670 % 138 | 6,768 % | 2,510 % | 2,676 % 139 | 6,758 % | 2,519 % | 2,682 % 140 | 6,749 % | 2,527 % | 2,688 % 141 | 6,740 % | 2,536 % | 2,693 % 142 | 6,732 % | 2,545 % | 2,699 % 143 | 6,723 % | 2,553 % | 2,705 % 144 | 6,715 % | 2,561 % | 2,710 % 145 | 6,706 % | 2,569 % | 2,716 % 146 | 6,698 % | 2,577 % | 2,721 % 147 | 6,690 % | 2,585 % | 2,726 % 148 | 6,681 % | 2,593 % | 2,731 % 149 | 6,674 % | 2,601 % | 2,737 % 150 | 6,666 % | 2,608 % | 2,742 % * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 31 | 5 | 0 | 25 | 1 2 | 0 | 0 | 39 | 5 | 0 | 41 | 0 3 | 0 | 1 | 44 | 5 | 1 | 46 | 0 4 | 0 | 2 | 47 | 5 | 3 | 47 | 0 5 | 0 | 4 | 51 | 5 | 4 | 50 | 0 6 | 1 | 5 | 54 | 5 | 6 | 53 | 0 7 | 2 | 5 | 57 | 5 | 9 | 54 | 0 8 | 2 | 6 | 58 | 5 | 11 | 53 | 0 9 | 3 | 7 | 60 | 5 | 12 | 51 | 0 10 | 3 | 8 | 62 | 5 | 13 | 50 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 388 | 4 | 16 2 | 0 | 0 | 0 | 0 | 241 | 4 | 22 3 | 1 | 0 | 0 | 0 | 214 | 4 | 25 4 | 2 | 0 | 0 | 0 | 186 | 4 | 26 5 | 4 | 0 | 0 | 0 | 171 | 4 | 27 6 | 5 | 0 | 0 | 0 | 168 | 4 | 28 7 | 5 | 0 | 0 | 0 | 165 | 4 | 29 8 | 6 | 0 | 1 | 0 | 169 | 2 | 30 9 | 7 | 0 | 2 | 0 | 171 | 1 | 30 10 | 8 | 0 | 3 | 0 | 173 | 4 | 31 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 5 | 5 | 0 | 16 | 0 | 4 2 | 14 | 11 | 11 | 0 | 22 | 0 | 4 3 | 19 | 14 | 15 | 0 | 25 | 0 | 4 4 | 22 | 16 | 17 | 0 | 26 | 0 | 4 5 | 24 | 18 | 19 | 0 | 27 | 0 | 4 6 | 25 | 19 | 20 | 0 | 28 | 0 | 4 7 | 27 | 21 | 22 | 0 | 29 | 0 | 4 8 | 28 | 22 | 23 | 1 | 30 | 0 | 4 9 | 30 | 23 | 24 | 2 | 30 | 0 | 4 10 | 31 | 23 | 25 | 2 | 31 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 25 | 9 | 12 | 18 | 5 | 0 | 0 2 | 41 | 17 | 15 | 21 | 11 | 0 | 0 3 | 46 | 19 | 18 | 25 | 15 | 0 | 0 4 | 47 | 20 | 19 | 30 | 17 | 0 | 0 5 | 50 | 21 | 20 | 33 | 19 | 0 | 0 6 | 53 | 23 | 22 | 36 | 20 | 0 | 0 7 | 54 | 24 | 23 | 38 | 22 | 0 | 0 8 | 53 | 26 | 24 | 39 | 23 | 0 | 0 9 | 51 | 27 | 25 | 40 | 24 | 0 | 0 10 | 50 | 25 | 25 | 40 | 25 | 0 | 0 Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 0 | 10 | 0 | 0 | 9 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 3 | 2 | 29 | 0 | 10 | 0 | 0 | 10 4 | 2 | 36 | 0 | 10 | 0 | 0 | 10 5 | 3 | 38 | 0 | 10 | 0 | 0 | 10 6 | 3 | 41 | 0 | 10 | 0 | 0 | 10 7 | 4 | 43 | 0 | 10 | 0 | 0 | 10 8 | 7 | 41 | 0 | 10 | 0 | 0 | 10 9 | 5 | 38 | 0 | 10 | 0 | 0 | 10 10 | 5 | 41 | 0 | 10 | 1 | 0 | 10 Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 6 | 9 | 1 | 4 2 | 0 | 0 | 0 | 8 | 12 | 0 | 4 3 | 0 | 0 | 0 | 9 | 12 | 0 | 4 4 | 0 | 0 | 0 | 8 | 14 | 0 | 4 5 | 0 | 1 | 0 | 8 | 15 | 0 | 4 6 | 0 | 5 | 0 | 9 | 15 | 0 | 4 7 | 0 | 7 | 0 | 10 | 15 | 0 | 4 8 | 0 | 11 | 0 | 12 | 15 | 0 | 4 9 | 0 | 17 | 0 | 12 | 15 | 0 | 4 10 | 0 | 17 | 0 | 13 | 15 | 0 | 4 Duration (in years) | United States ---|--- 1 | 0 2 | 0 3 | 0 4 | 0 5 | 0 6 | 0 7 | 0 8 | 0 9 | 0 10 | 0 2\.

Exposures to financial institutions 2.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 20 | 45 | 118 | 232 | 548 | 1186 2 | 6 | 20 | 45 | 118 | 232 | 548 | 954 3 | 7 | 22 | 46 | 112 | 228 | 545 | 778 4 | 9 | 25 | 48 | 114 | 227 | 544 | 644 5 | 10 | 27 | 53 | 117 | 227 | 544 | 544 6 | 11 | 30 | 57 | 122 | 227 | 544 | 544 7 | 12 | 32 | 59 | 124 | 227 | 544 | 544 8 | 12 | 33 | 58 | 123 | 227 | 544 | 544 9 | 13 | 33 | 58 | 122 | 227 | 544 | 544 10 | 13 | 35 | 59 | 122 | 227 | 544 | 544 11 | 14 | 36 | 59 | 122 | 227 | 544 | 544 12 | 14 | 37 | 59 | 122 | 227 | 544 | 544 13 | 14 | 37 | 59 | 122 | 227 | 544 | 544 14 | 15 | 37 | 59 | 122 | 227 | 544 | 544 15 | 15 | 37 | 59 | 122 | 227 | 544 | 544 16 | 15 | 37 | 59 | 122 | 227 | 544 | 544 17 | 15 | 37 | 59 | 122 | 227 | 544 | 544 18 | 15 | 37 | 59 | 122 | 227 | 544 | 544 19 | 15 | 37 | 59 | 122 | 227 | 544 | 544 20 | 16 | 37 | 59 | 122 | 227 | 544 | 544 21 | 16 | 37 | 59 | 122 | 227 | 544 | 544 22 | 17 | 37 | 59 | 122 | 227 | 544 | 544 23 | 17 | 37 | 59 | 122 | 227 | 544 | 544 24 | 18 | 37 | 59 | 122 | 227 | 544 | 544 25 | 18 | 37 | 59 | 122 | 227 | 544 | 544 26 | 20 | 37 | 59 | 122 | 227 | 544 | 544 27 | 21 | 37 | 59 | 122 | 227 | 544 | 544 28 | 21 | 37 | 59 | 122 | 227 | 544 | 544 29 | 22 | 37 | 59 | 122 | 227 | 544 | 544 30 | 22 | 37 | 59 | 122 | 227 | 544 | 544 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 | 14 | 27 | 52 | 125 | 239 | 556 | 1198 2 | 15 | 29 | 54 | 127 | 241 | 557 | 965 3 | 17 | 32 | 55 | 121 | 237 | 554 | 787 4 | 18 | 34 | 58 | 123 | 236 | 553 | 652 5 | 19 | 36 | 62 | 126 | 236 | 552 | 552 6 | 19 | 38 | 65 | 130 | 235 | 552 | 552 7 | 20 | 39 | 66 | 132 | 234 | 551 | 551 8 | 19 | 39 | 65 | 130 | 234 | 550 | 550 9 | 19 | 40 | 65 | 128 | 233 | 550 | 550 10 | 19 | 40 | 64 | 128 | 233 | 549 | 549 11 | 19 | 41 | 64 | 127 | 232 | 549 | 549 12 | 19 | 41 | 63 | 127 | 231 | 548 | 548 13 | 18 | 41 | 63 | 126 | 231 | 548 | 548 14 | 18 | 41 | 62 | 126 | 230 | 547 | 547 15 | 18 | 40 | 62 | 125 | 230 | 547 | 547 16 | 17 | 40 | 61 | 125 | 229 | 546 | 546 17 | 17 | 40 | 61 | 124 | 229 | 546 | 546 18 | 17 | 40 | 61 | 124 | 229 | 546 | 546 19 | 17 | 40 | 61 | 124 | 229 | 546 | 546 20 | 17 | 40 | 62 | 125 | 230 | 546 | 546 21 | 18 | 40 | 62 | 125 | 230 | 547 | 547 22 | 18 | 41 | 62 | 125 | 230 | 547 | 547 23 | 18 | 41 | 62 | 125 | 230 | 547 | 547 24 | 18 | 41 | 62 | 126 | 230 | 547 | 547 25 | 20 | 41 | 62 | 126 | 230 | 547 | 547 26 | 20 | 41 | 62 | 126 | 230 | 547 | 547 27 | 21 | 41 | 62 | 126 | 230 | 547 | 547 28 | 21 | 41 | 62 | 125 | 230 | 547 | 547 29 | 22 | 41 | 62 | 125 | 230 | 547 | 547 30 | 22 | 41 | 62 | 125 | 230 | 547 | 547 2.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 20 | 44 | 118 | 231 | 548 | 1186 2 | 6 | 20 | 44 | 118 | 231 | 548 | 954 3 | 7 | 22 | 45 | 111 | 228 | 544 | 778 4 | 8 | 25 | 48 | 114 | 227 | 543 | 644 5 | 10 | 27 | 53 | 117 | 227 | 543 | 543 6 | 11 | 29 | 57 | 121 | 227 | 543 | 543 7 | 12 | 32 | 59 | 124 | 227 | 543 | 543 8 | 12 | 32 | 58 | 123 | 227 | 543 | 543 9 | 12 | 33 | 58 | 122 | 227 | 543 | 543 10 | 13 | 34 | 58 | 122 | 227 | 543 | 543 11 | 14 | 36 | 59 | 122 | 227 | 543 | 543 12 | 14 | 36 | 59 | 122 | 227 | 543 | 543 13 | 14 | 37 | 59 | 122 | 227 | 543 | 543 14 | 14 | 37 | 59 | 122 | 227 | 543 | 543 15 | 14 | 37 | 59 | 122 | 227 | 543 | 543 16 | 14 | 37 | 59 | 122 | 227 | 543 | 543 17 | 14 | 37 | 59 | 122 | 227 | 543 | 543 18 | 14 | 37 | 59 | 122 | 227 | 543 | 543 19 | 14 | 37 | 59 | 122 | 227 | 543 | 543 20 | 16 | 37 | 59 | 122 | 227 | 543 | 543 21 | 16 | 37 | 59 | 122 | 227 | 543 | 543 22 | 17 | 37 | 59 | 122 | 227 | 543 | 543 23 | 17 | 37 | 59 | 122 | 227 | 543 | 543 24 | 18 | 37 | 59 | 122 | 227 | 543 | 543 25 | 18 | 37 | 59 | 122 | 227 | 543 | 543 26 | 20 | 37 | 59 | 122 | 227 | 543 | 543 27 | 21 | 37 | 59 | 122 | 227 | 543 | 543 28 | 21 | 37 | 59 | 122 | 227 | 543 | 543 29 | 22 | 37 | 59 | 122 | 227 | 543 | 543 30 | 22 | 37 | 59 | 122 | 227 | 543 | 543 2.4 Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 80 | 93 | 118 | 191 | 305 | 622 | 1199 2 | 76 | 90 | 114 | 188 | 301 | 618 | 968 3 | 80 | 95 | 118 | 184 | 300 | 617 | 792 4 | 79 | 95 | 119 | 184 | 297 | 614 | 658 5 | 78 | 95 | 122 | 185 | 295 | 612 | 612 6 | 77 | 96 | 123 | 188 | 293 | 610 | 610 7 | 77 | 96 | 123 | 189 | 291 | 608 | 608 8 | 76 | 96 | 122 | 186 | 290 | 607 | 607 9 | 75 | 96 | 121 | 184 | 289 | 606 | 606 10 | 72 | 93 | 117 | 181 | 285 | 602 | 602 11 | 70 | 92 | 115 | 178 | 283 | 600 | 600 12 | 69 | 91 | 114 | 177 | 282 | 598 | 598 13 | 68 | 91 | 113 | 176 | 281 | 598 | 598 14 | 68 | 91 | 112 | 176 | 280 | 597 | 597 15 | 68 | 91 | 112 | 175 | 280 | 597 | 597 16 | 67 | 90 | 112 | 175 | 279 | 596 | 596 17 | 67 | 90 | 111 | 174 | 279 | 596 | 596 18 | 66 | 89 | 111 | 174 | 278 | 595 | 595 19 | 65 | 88 | 110 | 173 | 278 | 594 | 594 20 | 65 | 88 | 109 | 172 | 277 | 594 | 594 21 | 64 | 87 | 109 | 172 | 276 | 593 | 593 22 | 63 | 86 | 108 | 171 | 276 | 592 | 592 23 | 62 | 85 | 107 | 170 | 275 | 591 | 591 24 | 61 | 84 | 106 | 169 | 274 | 590 | 590 25 | 60 | 83 | 105 | 168 | 273 | 589 | 589 26 | 59 | 82 | 104 | 167 | 272 | 588 | 588 27 | 58 | 81 | 103 | 166 | 271 | 587 | 587 28 | 57 | 80 | 102 | 165 | 270 | 586 | 586 29 | 56 | 79 | 101 | 164 | 268 | 585 | 585 30 | 55 | 78 | 100 | 163 | 267 | 584 | 584 2.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 24 | 48 | 122 | 235 | 552 | 1192 2 | 12 | 26 | 50 | 124 | 237 | 554 | 959 3 | 14 | 29 | 52 | 118 | 235 | 551 | 782 4 | 16 | 32 | 55 | 121 | 234 | 551 | 648 5 | 17 | 35 | 61 | 124 | 234 | 551 | 551 6 | 18 | 37 | 64 | 129 | 234 | 551 | 551 7 | 19 | 39 | 66 | 131 | 234 | 550 | 550 8 | 19 | 39 | 65 | 129 | 233 | 550 | 550 9 | 19 | 39 | 64 | 128 | 233 | 550 | 550 10 | 19 | 40 | 64 | 128 | 232 | 549 | 549 11 | 19 | 41 | 64 | 127 | 232 | 549 | 549 12 | 19 | 42 | 64 | 127 | 232 | 549 | 549 13 | 19 | 42 | 64 | 127 | 232 | 549 | 549 14 | 19 | 42 | 64 | 127 | 232 | 548 | 548 15 | 19 | 42 | 64 | 127 | 232 | 548 | 548 16 | 19 | 42 | 63 | 126 | 231 | 548 | 548 17 | 19 | 42 | 63 | 127 | 231 | 548 | 548 18 | 19 | 42 | 63 | 127 | 231 | 548 | 548 19 | 19 | 42 | 64 | 127 | 232 | 548 | 548 20 | 20 | 42 | 64 | 127 | 232 | 549 | 549 21 | 20 | 43 | 64 | 128 | 232 | 549 | 549 22 | 20 | 43 | 65 | 128 | 233 | 549 | 549 23 | 20 | 43 | 65 | 128 | 233 | 549 | 549 24 | 21 | 43 | 65 | 128 | 233 | 550 | 550 25 | 21 | 43 | 65 | 128 | 233 | 550 | 550 26 | 21 | 43 | 65 | 128 | 233 | 550 | 550 27 | 21 | 43 | 65 | 128 | 233 | 549 | 549 28 | 21 | 43 | 65 | 128 | 233 | 549 | 549 29 | 22 | 43 | 65 | 128 | 233 | 549 | 549 30 | 22 | 43 | 65 | 128 | 232 | 549 | 549 2.6 Kuna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 49 | 63 | 87 | 161 | 274 | 591 | 1191 2 | 53 | 67 | 91 | 165 | 278 | 595 | 963 3 | 58 | 73 | 96 | 162 | 279 | 595 | 788 4 | 62 | 78 | 101 | 167 | 280 | 597 | 655 5 | 64 | 81 | 107 | 171 | 281 | 597 | 597 6 | 65 | 83 | 111 | 175 | 281 | 597 | 597 7 | 66 | 85 | 112 | 177 | 280 | 597 | 597 8 | 65 | 85 | 111 | 175 | 279 | 596 | 596 9 | 63 | 84 | 109 | 173 | 278 | 595 | 595 10 | 63 | 84 | 108 | 172 | 276 | 593 | 593 11 | 62 | 84 | 107 | 170 | 275 | 592 | 592 12 | 61 | 83 | 106 | 169 | 273 | 590 | 590 13 | 60 | 82 | 104 | 167 | 272 | 589 | 589 14 | 59 | 81 | 103 | 166 | 271 | 588 | 588 15 | 58 | 80 | 102 | 165 | 270 | 587 | 587 16 | 57 | 79 | 101 | 164 | 269 | 586 | 586 17 | 56 | 79 | 100 | 163 | 268 | 585 | 585 18 | 55 | 78 | 99 | 163 | 267 | 584 | 584 19 | 54 | 77 | 99 | 162 | 267 | 584 | 584 20 | 54 | 77 | 98 | 161 | 266 | 583 | 583 21 | 53 | 76 | 98 | 161 | 266 | 582 | 582 22 | 53 | 75 | 97 | 160 | 265 | 582 | 582 23 | 52 | 75 | 96 | 159 | 264 | 581 | 581 24 | 51 | 74 | 95 | 159 | 263 | 580 | 580 25 | 50 | 73 | 95 | 158 | 262 | 579 | 579 26 | 49 | 72 | 94 | 157 | 262 | 578 | 578 27 | 49 | 71 | 93 | 156 | 261 | 578 | 578 28 | 48 | 70 | 92 | 155 | 260 | 577 | 577 29 | 47 | 70 | 91 | 154 | 259 | 576 | 576 30 | 46 | 69 | 90 | 154 | 258 | 575 | 575 2.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 44 | 117 | 231 | 548 | 1185 2 | 6 | 19 | 44 | 117 | 231 | 548 | 953 3 | 7 | 22 | 45 | 111 | 227 | 544 | 777 4 | 8 | 24 | 48 | 113 | 226 | 543 | 644 5 | 9 | 27 | 53 | 116 | 226 | 543 | 543 6 | 10 | 29 | 56 | 121 | 226 | 543 | 543 7 | 12 | 31 | 58 | 123 | 226 | 543 | 543 8 | 11 | 32 | 58 | 122 | 226 | 543 | 543 9 | 12 | 33 | 58 | 121 | 226 | 543 | 543 10 | 12 | 34 | 58 | 121 | 226 | 543 | 543 11 | 13 | 35 | 58 | 121 | 226 | 543 | 543 12 | 13 | 36 | 58 | 121 | 226 | 543 | 543 13 | 14 | 36 | 58 | 121 | 226 | 543 | 543 14 | 14 | 37 | 58 | 121 | 226 | 543 | 543 15 | 14 | 36 | 58 | 121 | 226 | 543 | 543 16 | 14 | 36 | 58 | 121 | 226 | 543 | 543 17 | 14 | 36 | 58 | 121 | 226 | 543 | 543 18 | 14 | 36 | 58 | 121 | 226 | 543 | 543 19 | 14 | 36 | 58 | 121 | 226 | 543 | 543 20 | 16 | 36 | 58 | 121 | 226 | 543 | 543 21 | 16 | 36 | 58 | 121 | 226 | 543 | 543 22 | 17 | 36 | 58 | 121 | 226 | 543 | 543 23 | 17 | 36 | 58 | 121 | 226 | 543 | 543 24 | 18 | 37 | 58 | 121 | 226 | 543 | 543 25 | 18 | 37 | 58 | 121 | 226 | 543 | 543 26 | 20 | 37 | 58 | 121 | 226 | 543 | 543 27 | 21 | 37 | 58 | 121 | 226 | 543 | 543 28 | 21 | 37 | 58 | 121 | 226 | 543 | 543 29 | 22 | 37 | 58 | 121 | 226 | 543 | 543 30 | 22 | 37 | 58 | 121 | 226 | 543 | 543 2.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 25 | 55 | 149 | 250 | 566 | 1196 2 | 8 | 25 | 55 | 149 | 250 | 566 | 962 3 | 9 | 27 | 55 | 135 | 246 | 563 | 784 4 | 10 | 29 | 57 | 125 | 244 | 561 | 650 5 | 11 | 31 | 58 | 114 | 243 | 560 | 560 6 | 14 | 34 | 61 | 107 | 242 | 559 | 559 7 | 16 | 37 | 62 | 100 | 241 | 557 | 557 8 | 17 | 38 | 60 | 93 | 240 | 556 | 556 9 | 20 | 45 | 64 | 87 | 239 | 555 | 555 10 | 19 | 45 | 62 | 84 | 238 | 555 | 555 11 | 18 | 44 | 61 | 84 | 237 | 554 | 554 12 | 18 | 43 | 61 | 86 | 236 | 553 | 553 13 | 18 | 44 | 62 | 86 | 235 | 552 | 552 14 | 18 | 44 | 62 | 86 | 235 | 551 | 551 15 | 18 | 44 | 62 | 86 | 234 | 551 | 551 16 | 18 | 44 | 62 | 86 | 232 | 549 | 549 17 | 18 | 44 | 62 | 86 | 232 | 548 | 548 18 | 18 | 44 | 62 | 86 | 231 | 548 | 548 19 | 18 | 44 | 62 | 86 | 231 | 548 | 548 20 | 18 | 44 | 62 | 86 | 231 | 548 | 548 21 | 18 | 44 | 62 | 86 | 231 | 548 | 548 22 | 18 | 44 | 62 | 86 | 231 | 548 | 548 23 | 18 | 44 | 62 | 86 | 231 | 547 | 547 24 | 18 | 44 | 62 | 86 | 230 | 547 | 547 25 | 19 | 44 | 62 | 86 | 230 | 546 | 546 26 | 20 | 44 | 62 | 86 | 229 | 546 | 546 27 | 21 | 44 | 62 | 86 | 229 | 545 | 545 28 | 21 | 44 | 62 | 86 | 228 | 545 | 545 29 | 22 | 44 | 62 | 86 | 228 | 544 | 544 30 | 22 | 44 | 62 | 86 | 227 | 544 | 544 2.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 86 | 100 | 124 | 197 | 311 | 628 | 1249 2 | 84 | 98 | 122 | 196 | 309 | 626 | 1009 3 | 83 | 98 | 121 | 187 | 304 | 620 | 824 4 | 82 | 99 | 122 | 187 | 301 | 617 | 684 5 | 81 | 99 | 125 | 188 | 298 | 615 | 615 6 | 80 | 99 | 126 | 191 | 296 | 613 | 613 7 | 79 | 98 | 125 | 191 | 293 | 610 | 610 8 | 77 | 97 | 123 | 187 | 291 | 608 | 608 9 | 75 | 96 | 120 | 184 | 289 | 606 | 606 10 | 74 | 95 | 119 | 183 | 287 | 604 | 604 11 | 73 | 95 | 118 | 181 | 286 | 603 | 603 12 | 71 | 94 | 116 | 179 | 284 | 601 | 601 13 | 70 | 93 | 115 | 178 | 283 | 599 | 599 14 | 69 | 92 | 113 | 176 | 281 | 598 | 598 15 | 68 | 90 | 112 | 175 | 280 | 597 | 597 16 | 66 | 89 | 111 | 174 | 279 | 595 | 595 17 | 65 | 88 | 110 | 173 | 278 | 594 | 594 18 | 64 | 87 | 109 | 172 | 277 | 593 | 593 19 | 64 | 86 | 108 | 171 | 276 | 593 | 593 20 | 63 | 85 | 107 | 170 | 275 | 592 | 592 21 | 62 | 85 | 106 | 169 | 274 | 591 | 591 22 | 61 | 84 | 105 | 168 | 273 | 590 | 590 23 | 60 | 83 | 104 | 167 | 272 | 589 | 589 24 | 59 | 82 | 103 | 166 | 271 | 588 | 588 25 | 58 | 80 | 102 | 165 | 270 | 587 | 587 26 | 57 | 79 | 101 | 164 | 269 | 586 | 586 27 | 56 | 78 | 100 | 163 | 268 | 585 | 585 28 | 55 | 77 | 99 | 162 | 267 | 584 | 584 29 | 54 | 76 | 98 | 161 | 266 | 583 | 583 30 | 53 | 75 | 97 | 160 | 265 | 582 | 582 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 | 58 | 72 | 97 | 170 | 284 | 600 | 1191 2 | 57 | 71 | 96 | 169 | 283 | 599 | 960 3 | 58 | 73 | 96 | 162 | 278 | 595 | 785 4 | 58 | 74 | 98 | 163 | 276 | 593 | 652 5 | 57 | 75 | 101 | 164 | 274 | 591 | 591 6 | 57 | 75 | 102 | 167 | 272 | 589 | 589 7 | 56 | 76 | 103 | 168 | 271 | 588 | 588 8 | 55 | 75 | 101 | 166 | 269 | 586 | 586 9 | 54 | 74 | 99 | 163 | 268 | 585 | 585 10 | 53 | 74 | 98 | 162 | 267 | 583 | 583 11 | 53 | 75 | 98 | 161 | 266 | 582 | 582 12 | 52 | 75 | 97 | 160 | 265 | 582 | 582 13 | 52 | 74 | 96 | 159 | 264 | 581 | 581 14 | 51 | 74 | 96 | 159 | 263 | 580 | 580 15 | 51 | 73 | 95 | 158 | 263 | 580 | 580 16 | 50 | 72 | 94 | 157 | 262 | 579 | 579 17 | 49 | 72 | 93 | 157 | 261 | 578 | 578 18 | 48 | 71 | 93 | 156 | 261 | 578 | 578 19 | 48 | 71 | 92 | 156 | 260 | 577 | 577 20 | 48 | 71 | 92 | 155 | 260 | 577 | 577 21 | 48 | 70 | 92 | 155 | 260 | 577 | 577 22 | 47 | 70 | 91 | 155 | 259 | 576 | 576 23 | 47 | 69 | 91 | 154 | 259 | 576 | 576 24 | 46 | 69 | 90 | 153 | 258 | 575 | 575 25 | 45 | 68 | 90 | 153 | 258 | 574 | 574 26 | 45 | 67 | 89 | 152 | 257 | 574 | 574 27 | 44 | 67 | 88 | 151 | 256 | 573 | 573 28 | 43 | 66 | 88 | 151 | 255 | 572 | 572 29 | 43 | 65 | 87 | 150 | 255 | 572 | 572 30 | 42 | 65 | 86 | 149 | 254 | 571 | 571 2.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 45 | 70 | 143 | 257 | 573 | 1199 2 | 32 | 46 | 70 | 144 | 257 | 574 | 966 3 | 32 | 47 | 70 | 136 | 253 | 569 | 788 4 | 33 | 49 | 72 | 138 | 251 | 568 | 653 5 | 33 | 50 | 77 | 140 | 250 | 567 | 567 6 | 33 | 52 | 79 | 144 | 249 | 566 | 566 7 | 34 | 53 | 80 | 146 | 248 | 565 | 565 8 | 33 | 53 | 79 | 143 | 247 | 564 | 564 9 | 32 | 53 | 78 | 142 | 247 | 563 | 563 10 | 32 | 54 | 78 | 141 | 246 | 563 | 563 11 | 32 | 54 | 77 | 141 | 245 | 562 | 562 12 | 32 | 54 | 77 | 140 | 244 | 561 | 561 13 | 31 | 54 | 76 | 139 | 244 | 560 | 560 14 | 31 | 54 | 75 | 138 | 243 | 560 | 560 15 | 30 | 53 | 74 | 138 | 242 | 559 | 559 16 | 29 | 52 | 74 | 137 | 242 | 558 | 558 17 | 29 | 52 | 73 | 136 | 241 | 558 | 558 18 | 29 | 51 | 73 | 136 | 241 | 558 | 558 19 | 28 | 51 | 73 | 136 | 241 | 557 | 557 20 | 28 | 51 | 73 | 136 | 241 | 557 | 557 21 | 28 | 51 | 73 | 136 | 241 | 557 | 557 22 | 28 | 51 | 73 | 136 | 241 | 557 | 557 23 | 28 | 51 | 73 | 136 | 240 | 557 | 557 24 | 28 | 51 | 72 | 136 | 240 | 557 | 557 25 | 28 | 51 | 72 | 135 | 240 | 557 | 557 26 | 28 | 50 | 72 | 135 | 240 | 557 | 557 27 | 27 | 50 | 72 | 135 | 239 | 556 | 556 28 | 27 | 50 | 71 | 134 | 239 | 556 | 556 29 | 27 | 49 | 71 | 134 | 239 | 556 | 556 30 | 26 | 49 | 71 | 134 | 239 | 555 | 555 2.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 25 | 99 | 212 | 529 | 1180 2 | 1 | 5 | 26 | 100 | 213 | 530 | 950 3 | 2 | 5 | 28 | 93 | 210 | 526 | 775 4 | 3 | 7 | 30 | 96 | 209 | 526 | 642 5 | 4 | 9 | 35 | 99 | 209 | 525 | 540 6 | 5 | 11 | 39 | 103 | 209 | 525 | 525 7 | 5 | 14 | 41 | 106 | 209 | 525 | 525 8 | 6 | 14 | 40 | 105 | 209 | 525 | 525 9 | 7 | 15 | 40 | 104 | 209 | 525 | 525 10 | 8 | 16 | 40 | 104 | 209 | 525 | 525 11 | 9 | 19 | 42 | 105 | 210 | 526 | 526 12 | 9 | 18 | 40 | 104 | 208 | 525 | 525 13 | 10 | 19 | 41 | 105 | 209 | 526 | 526 14 | 11 | 20 | 41 | 104 | 209 | 526 | 526 15 | 12 | 18 | 40 | 103 | 208 | 525 | 525 16 | 13 | 17 | 39 | 102 | 207 | 524 | 524 17 | 13 | 17 | 39 | 102 | 207 | 524 | 524 18 | 14 | 17 | 39 | 102 | 207 | 524 | 524 19 | 14 | 18 | 39 | 103 | 207 | 524 | 524 20 | 16 | 19 | 40 | 103 | 208 | 525 | 525 21 | 16 | 19 | 40 | 103 | 208 | 525 | 525 22 | 17 | 20 | 40 | 104 | 208 | 525 | 525 23 | 17 | 20 | 40 | 103 | 208 | 525 | 525 24 | 18 | 22 | 40 | 103 | 208 | 525 | 525 25 | 18 | 22 | 40 | 103 | 208 | 525 | 525 26 | 20 | 23 | 40 | 103 | 208 | 525 | 525 27 | 20 | 23 | 41 | 103 | 208 | 524 | 524 28 | 21 | 24 | 43 | 103 | 208 | 524 | 524 29 | 21 | 26 | 44 | 103 | 208 | 524 | 524 30 | 22 | 26 | 45 | 103 | 207 | 524 | 524 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 | 60 | 85 | 158 | 272 | 589 | 1195 2 | 47 | 60 | 85 | 158 | 272 | 589 | 962 3 | 47 | 62 | 85 | 151 | 268 | 584 | 785 4 | 48 | 64 | 87 | 153 | 266 | 583 | 651 5 | 48 | 65 | 91 | 155 | 265 | 582 | 582 6 | 48 | 66 | 94 | 158 | 264 | 580 | 580 7 | 48 | 68 | 95 | 160 | 263 | 579 | 579 8 | 47 | 67 | 93 | 158 | 262 | 578 | 578 9 | 46 | 67 | 92 | 156 | 261 | 577 | 577 10 | 46 | 68 | 92 | 155 | 260 | 577 | 577 11 | 46 | 68 | 91 | 154 | 259 | 576 | 576 12 | 45 | 68 | 90 | 153 | 258 | 575 | 575 13 | 45 | 68 | 90 | 153 | 257 | 574 | 574 14 | 45 | 67 | 89 | 152 | 257 | 574 | 574 15 | 44 | 67 | 88 | 151 | 256 | 573 | 573 16 | 43 | 66 | 87 | 151 | 255 | 572 | 572 17 | 42 | 65 | 87 | 150 | 255 | 572 | 572 18 | 42 | 65 | 86 | 149 | 254 | 571 | 571 19 | 42 | 64 | 86 | 149 | 254 | 571 | 571 20 | 41 | 64 | 86 | 149 | 254 | 570 | 570 21 | 41 | 64 | 85 | 149 | 253 | 570 | 570 22 | 41 | 63 | 85 | 148 | 253 | 570 | 570 23 | 40 | 63 | 85 | 148 | 252 | 569 | 569 24 | 40 | 62 | 84 | 147 | 252 | 569 | 569 25 | 39 | 62 | 83 | 146 | 251 | 568 | 568 26 | 38 | 61 | 83 | 146 | 251 | 567 | 567 27 | 38 | 60 | 82 | 145 | 250 | 567 | 567 28 | 37 | 60 | 81 | 144 | 249 | 566 | 566 29 | 36 | 59 | 81 | 144 | 248 | 565 | 565 30 | 36 | 58 | 80 | 143 | 248 | 565 | 565 2.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 17 | 31 | 55 | 129 | 242 | 559 | 1196 2 | 21 | 35 | 59 | 133 | 246 | 563 | 963 3 | 25 | 40 | 63 | 129 | 246 | 562 | 786 4 | 29 | 45 | 68 | 134 | 247 | 564 | 652 5 | 31 | 49 | 75 | 138 | 248 | 565 | 565 6 | 30 | 49 | 76 | 141 | 246 | 563 | 563 7 | 35 | 55 | 81 | 147 | 249 | 566 | 566 8 | 34 | 54 | 80 | 144 | 248 | 565 | 565 9 | 35 | 56 | 80 | 144 | 249 | 566 | 566 10 | 37 | 58 | 82 | 145 | 250 | 567 | 567 11 | 38 | 60 | 83 | 146 | 251 | 568 | 568 12 | 39 | 62 | 84 | 147 | 252 | 569 | 569 13 | 40 | 62 | 84 | 147 | 252 | 569 | 569 14 | 40 | 63 | 85 | 148 | 253 | 569 | 569 15 | 40 | 63 | 85 | 148 | 253 | 569 | 569 16 | 40 | 63 | 84 | 147 | 252 | 569 | 569 17 | 40 | 63 | 84 | 147 | 252 | 569 | 569 18 | 39 | 62 | 84 | 147 | 251 | 568 | 568 19 | 39 | 62 | 83 | 146 | 251 | 568 | 568 20 | 39 | 62 | 83 | 146 | 251 | 568 | 568 21 | 39 | 62 | 83 | 146 | 251 | 568 | 568 22 | 39 | 61 | 83 | 146 | 251 | 568 | 568 23 | 38 | 61 | 83 | 146 | 251 | 567 | 567 24 | 38 | 61 | 82 | 145 | 250 | 567 | 567 25 | 37 | 60 | 82 | 145 | 250 | 566 | 566 26 | 37 | 60 | 81 | 144 | 249 | 566 | 566 27 | 36 | 59 | 81 | 144 | 249 | 565 | 565 28 | 36 | 59 | 80 | 143 | 248 | 565 | 565 29 | 35 | 58 | 80 | 143 | 248 | 564 | 564 30 | 35 | 58 | 79 | 142 | 247 | 564 | 564 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 | 17 | 30 | 55 | 128 | 242 | 559 | 1200 2 | 18 | 32 | 56 | 130 | 243 | 560 | 967 3 | 20 | 35 | 58 | 124 | 240 | 557 | 789 4 | 21 | 37 | 61 | 126 | 240 | 556 | 654 5 | 23 | 40 | 66 | 130 | 239 | 556 | 556 6 | 24 | 42 | 70 | 134 | 239 | 556 | 556 7 | 25 | 44 | 71 | 137 | 239 | 556 | 556 8 | 25 | 45 | 71 | 135 | 239 | 556 | 556 9 | 25 | 46 | 71 | 135 | 239 | 556 | 556 10 | 26 | 47 | 71 | 135 | 239 | 556 | 556 11 | 26 | 48 | 72 | 135 | 240 | 556 | 556 12 | 27 | 49 | 72 | 135 | 240 | 556 | 556 13 | 27 | 50 | 72 | 135 | 240 | 556 | 556 14 | 28 | 50 | 72 | 135 | 240 | 557 | 557 15 | 28 | 50 | 72 | 135 | 240 | 557 | 557 16 | 27 | 50 | 72 | 135 | 240 | 556 | 556 17 | 27 | 50 | 72 | 135 | 240 | 556 | 556 18 | 27 | 50 | 72 | 135 | 240 | 556 | 556 19 | 27 | 50 | 72 | 135 | 239 | 556 | 556 20 | 27 | 50 | 72 | 135 | 240 | 556 | 556 21 | 27 | 50 | 72 | 135 | 240 | 556 | 556 22 | 27 | 50 | 71 | 135 | 239 | 556 | 556 23 | 27 | 49 | 71 | 134 | 239 | 556 | 556 24 | 26 | 49 | 71 | 134 | 238 | 555 | 555 25 | 26 | 49 | 70 | 133 | 238 | 555 | 555 26 | 25 | 48 | 70 | 133 | 238 | 554 | 554 27 | 25 | 48 | 69 | 132 | 237 | 554 | 554 28 | 25 | 47 | 69 | 132 | 237 | 554 | 554 29 | 24 | 47 | 69 | 132 | 236 | 553 | 553 30 | 24 | 47 | 68 | 131 | 236 | 553 | 553 2.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 50 | 64 | 89 | 162 | 276 | 592 | 1194 2 | 53 | 67 | 91 | 165 | 279 | 595 | 960 3 | 57 | 72 | 95 | 161 | 278 | 594 | 784 4 | 59 | 76 | 99 | 164 | 278 | 594 | 651 5 | 61 | 79 | 105 | 168 | 278 | 595 | 595 6 | 63 | 81 | 109 | 173 | 279 | 595 | 595 7 | 64 | 83 | 110 | 176 | 278 | 595 | 595 8 | 64 | 84 | 110 | 174 | 278 | 595 | 595 9 | 63 | 84 | 109 | 173 | 278 | 595 | 595 10 | 64 | 85 | 110 | 173 | 278 | 594 | 594 11 | 64 | 86 | 109 | 173 | 277 | 594 | 594 12 | 64 | 86 | 109 | 172 | 277 | 593 | 593 13 | 64 | 86 | 108 | 171 | 276 | 593 | 593 14 | 63 | 86 | 107 | 170 | 275 | 592 | 592 15 | 62 | 85 | 106 | 169 | 274 | 591 | 591 16 | 61 | 84 | 106 | 169 | 273 | 590 | 590 17 | 60 | 83 | 105 | 168 | 273 | 589 | 589 18 | 60 | 83 | 104 | 167 | 272 | 589 | 589 19 | 59 | 82 | 103 | 167 | 271 | 588 | 588 20 | 58 | 81 | 103 | 166 | 271 | 587 | 587 21 | 58 | 80 | 102 | 165 | 270 | 587 | 587 22 | 57 | 80 | 101 | 164 | 269 | 586 | 586 23 | 56 | 79 | 100 | 164 | 268 | 585 | 585 24 | 55 | 78 | 99 | 163 | 267 | 584 | 584 25 | 54 | 77 | 99 | 162 | 266 | 583 | 583 26 | 53 | 76 | 98 | 161 | 266 | 582 | 582 27 | 52 | 75 | 97 | 160 | 265 | 581 | 581 28 | 52 | 74 | 96 | 159 | 264 | 580 | 580 29 | 51 | 73 | 95 | 158 | 263 | 580 | 580 30 | 50 | 73 | 94 | 157 | 262 | 579 | 579 2.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 82 | 96 | 120 | 194 | 307 | 624 | 1228 2 | 86 | 100 | 124 | 198 | 312 | 628 | 998 3 | 88 | 103 | 126 | 192 | 309 | 625 | 820 4 | 89 | 105 | 128 | 194 | 307 | 624 | 683 5 | 92 | 109 | 135 | 199 | 309 | 625 | 625 6 | 94 | 112 | 139 | 204 | 309 | 626 | 626 7 | 95 | 115 | 142 | 207 | 310 | 626 | 626 8 | 96 | 116 | 142 | 207 | 311 | 627 | 627 9 | 97 | 118 | 143 | 207 | 311 | 628 | 628 10 | 98 | 119 | 143 | 207 | 311 | 628 | 628 11 | 98 | 120 | 143 | 206 | 311 | 628 | 628 12 | 97 | 120 | 142 | 205 | 310 | 627 | 627 13 | 97 | 119 | 141 | 204 | 309 | 626 | 626 14 | 95 | 118 | 140 | 203 | 308 | 624 | 624 15 | 94 | 117 | 138 | 201 | 306 | 623 | 623 16 | 93 | 115 | 137 | 200 | 305 | 622 | 622 17 | 91 | 114 | 135 | 199 | 303 | 620 | 620 18 | 90 | 113 | 134 | 197 | 302 | 619 | 619 19 | 88 | 111 | 133 | 196 | 301 | 617 | 617 20 | 87 | 110 | 131 | 195 | 299 | 616 | 616 21 | 86 | 108 | 130 | 193 | 298 | 615 | 615 22 | 84 | 107 | 129 | 192 | 296 | 613 | 613 23 | 83 | 105 | 127 | 190 | 295 | 612 | 612 24 | 81 | 104 | 125 | 189 | 293 | 610 | 610 25 | 79 | 102 | 124 | 187 | 292 | 608 | 608 26 | 78 | 101 | 122 | 185 | 290 | 607 | 607 27 | 76 | 99 | 120 | 184 | 288 | 605 | 605 28 | 75 | 97 | 119 | 182 | 287 | 604 | 604 29 | 73 | 96 | 117 | 181 | 285 | 602 | 602 30 | 72 | 94 | 116 | 179 | 284 | 601 | 601 2.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 24 | 48 | 122 | 236 | 552 | 1202 2 | 13 | 27 | 52 | 125 | 239 | 555 | 967 3 | 17 | 32 | 55 | 121 | 237 | 554 | 788 4 | 20 | 36 | 59 | 125 | 238 | 555 | 653 5 | 22 | 39 | 65 | 129 | 239 | 556 | 556 6 | 24 | 42 | 69 | 134 | 239 | 556 | 556 7 | 25 | 45 | 71 | 137 | 240 | 556 | 556 8 | 25 | 45 | 71 | 136 | 240 | 556 | 556 9 | 25 | 46 | 71 | 135 | 240 | 556 | 556 10 | 26 | 47 | 71 | 135 | 240 | 556 | 556 11 | 26 | 48 | 71 | 135 | 239 | 556 | 556 12 | 26 | 49 | 71 | 134 | 239 | 556 | 556 13 | 26 | 49 | 71 | 134 | 238 | 555 | 555 14 | 26 | 48 | 70 | 133 | 238 | 555 | 555 15 | 25 | 48 | 69 | 132 | 237 | 554 | 554 16 | 24 | 47 | 68 | 132 | 236 | 553 | 553 17 | 24 | 46 | 68 | 131 | 236 | 553 | 553 18 | 23 | 46 | 68 | 131 | 236 | 552 | 552 19 | 23 | 46 | 67 | 131 | 235 | 552 | 552 20 | 23 | 46 | 68 | 131 | 236 | 552 | 552 21 | 23 | 46 | 68 | 131 | 236 | 552 | 552 22 | 23 | 46 | 68 | 131 | 236 | 552 | 552 23 | 23 | 46 | 68 | 131 | 236 | 552 | 552 24 | 23 | 46 | 68 | 131 | 235 | 552 | 552 25 | 23 | 46 | 67 | 131 | 235 | 552 | 552 26 | 23 | 46 | 67 | 130 | 235 | 552 | 552 27 | 23 | 46 | 67 | 130 | 235 | 552 | 552 28 | 23 | 45 | 67 | 130 | 235 | 552 | 552 29 | 22 | 45 | 67 | 130 | 235 | 551 | 551 30 | 22 | 45 | 66 | 130 | 234 | 551 | 551 2.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 95 | 109 | 133 | 207 | 321 | 637 | 1258 2 | 96 | 110 | 134 | 208 | 321 | 638 | 1019 3 | 97 | 112 | 135 | 201 | 317 | 634 | 836 4 | 98 | 114 | 138 | 203 | 316 | 633 | 695 5 | 99 | 116 | 142 | 206 | 316 | 633 | 633 6 | 99 | 118 | 145 | 210 | 315 | 632 | 632 7 | 100 | 120 | 147 | 212 | 315 | 631 | 631 8 | 100 | 120 | 146 | 210 | 314 | 631 | 631 9 | 99 | 120 | 145 | 209 | 313 | 630 | 630 10 | 98 | 120 | 144 | 207 | 312 | 629 | 629 11 | 97 | 119 | 142 | 206 | 310 | 627 | 627 12 | 96 | 118 | 140 | 204 | 308 | 625 | 625 13 | 94 | 117 | 139 | 202 | 307 | 623 | 623 14 | 92 | 115 | 137 | 200 | 305 | 621 | 621 15 | 91 | 113 | 135 | 198 | 303 | 620 | 620 16 | 89 | 111 | 133 | 196 | 301 | 618 | 618 17 | 87 | 110 | 131 | 195 | 299 | 616 | 616 18 | 85 | 108 | 130 | 193 | 298 | 615 | 615 19 | 84 | 107 | 128 | 192 | 296 | 613 | 613 20 | 83 | 106 | 127 | 191 | 295 | 612 | 612 21 | 82 | 105 | 126 | 190 | 294 | 611 | 611 22 | 81 | 104 | 125 | 188 | 293 | 610 | 610 23 | 80 | 102 | 124 | 187 | 292 | 609 | 609 24 | 79 | 101 | 123 | 186 | 291 | 607 | 607 25 | 77 | 100 | 122 | 185 | 290 | 606 | 606 26 | 76 | 99 | 120 | 184 | 288 | 605 | 605 27 | 75 | 98 | 119 | 182 | 287 | 604 | 604 28 | 74 | 97 | 118 | 181 | 286 | 603 | 603 29 | 73 | 96 | 117 | 180 | 285 | 602 | 602 30 | 72 | 94 | 116 | 179 | 284 | 601 | 601 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 | 330 | 344 | 369 | 442 | 556 | 872 | 1273 2 | 83 | 97 | 122 | 195 | 309 | 625 | 1024 3 | 87 | 102 | 125 | 191 | 308 | 624 | 837 4 | 90 | 106 | 130 | 195 | 309 | 625 | 694 5 | 93 | 110 | 136 | 200 | 310 | 626 | 626 6 | 94 | 113 | 140 | 205 | 310 | 627 | 627 7 | 96 | 116 | 142 | 208 | 310 | 627 | 627 8 | 97 | 117 | 143 | 207 | 311 | 628 | 628 9 | 97 | 118 | 143 | 207 | 311 | 628 | 628 10 | 97 | 119 | 143 | 206 | 311 | 628 | 628 11 | 98 | 120 | 143 | 206 | 311 | 628 | 628 12 | 98 | 121 | 143 | 206 | 311 | 628 | 628 13 | 99 | 122 | 144 | 207 | 311 | 628 | 628 14 | 100 | 123 | 144 | 207 | 312 | 629 | 629 15 | 101 | 123 | 145 | 208 | 313 | 629 | 629 16 | 101 | 124 | 146 | 209 | 314 | 630 | 630 17 | 102 | 125 | 147 | 210 | 315 | 631 | 631 18 | 103 | 126 | 148 | 211 | 316 | 632 | 632 19 | 104 | 127 | 149 | 212 | 316 | 633 | 633 20 | 105 | 128 | 149 | 212 | 317 | 634 | 634 21 | 105 | 128 | 149 | 212 | 317 | 634 | 634 22 | 105 | 127 | 149 | 212 | 317 | 634 | 634 23 | 104 | 127 | 148 | 211 | 316 | 633 | 633 24 | 103 | 126 | 147 | 211 | 315 | 632 | 632 25 | 102 | 125 | 146 | 210 | 314 | 631 | 631 26 | 101 | 124 | 145 | 208 | 313 | 630 | 630 27 | 100 | 122 | 144 | 207 | 312 | 629 | 629 28 | 98 | 121 | 142 | 206 | 310 | 627 | 627 29 | 97 | 120 | 141 | 204 | 309 | 626 | 626 30 | 95 | 118 | 140 | 203 | 308 | 624 | 624 2.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 36 | 109 | 223 | 540 | 1195 2 | 1 | 11 | 36 | 109 | 223 | 540 | 962 3 | 2 | 13 | 37 | 103 | 219 | 536 | 785 4 | 3 | 15 | 39 | 104 | 217 | 534 | 650 5 | 4 | 17 | 43 | 106 | 216 | 533 | 547 6 | 5 | 18 | 45 | 110 | 215 | 532 | 532 7 | 5 | 20 | 47 | 112 | 215 | 532 | 532 8 | 6 | 20 | 46 | 110 | 214 | 531 | 531 9 | 7 | 20 | 44 | 108 | 213 | 530 | 530 10 | 8 | 20 | 44 | 108 | 212 | 529 | 529 11 | 9 | 21 | 44 | 108 | 212 | 529 | 529 12 | 9 | 22 | 44 | 108 | 212 | 529 | 529 13 | 10 | 23 | 44 | 108 | 212 | 529 | 529 14 | 11 | 23 | 45 | 108 | 213 | 529 | 529 15 | 12 | 23 | 45 | 108 | 213 | 530 | 530 16 | 13 | 23 | 45 | 108 | 213 | 530 | 530 17 | 13 | 24 | 45 | 109 | 213 | 530 | 530 18 | 14 | 24 | 46 | 109 | 214 | 531 | 531 19 | 15 | 25 | 47 | 110 | 214 | 531 | 531 20 | 16 | 26 | 47 | 111 | 215 | 532 | 532 21 | 17 | 27 | 48 | 111 | 216 | 533 | 533 22 | 17 | 27 | 49 | 112 | 217 | 534 | 534 23 | 18 | 28 | 49 | 113 | 217 | 534 | 534 24 | 18 | 28 | 50 | 113 | 218 | 535 | 535 25 | 20 | 29 | 50 | 114 | 218 | 535 | 535 26 | 20 | 29 | 51 | 114 | 219 | 535 | 535 27 | 21 | 29 | 51 | 114 | 219 | 536 | 536 28 | 21 | 30 | 51 | 114 | 219 | 536 | 536 29 | 22 | 30 | 52 | 115 | 219 | 536 | 536 30 | 22 | 30 | 52 | 115 | 220 | 536 | 536 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 | 52 | 66 | 91 | 164 | 278 | 594 | 1195 2 | 53 | 67 | 92 | 165 | 279 | 595 | 961 3 | 54 | 69 | 92 | 158 | 275 | 591 | 784 4 | 55 | 71 | 95 | 160 | 273 | 590 | 650 5 | 55 | 73 | 99 | 162 | 272 | 589 | 589 6 | 56 | 74 | 102 | 166 | 272 | 588 | 588 7 | 56 | 75 | 102 | 168 | 270 | 587 | 587 8 | 55 | 75 | 101 | 166 | 270 | 586 | 586 9 | 55 | 76 | 100 | 164 | 269 | 586 | 586 10 | 54 | 75 | 99 | 163 | 268 | 584 | 584 11 | 53 | 75 | 98 | 161 | 266 | 583 | 583 12 | 52 | 74 | 97 | 160 | 265 | 581 | 581 13 | 51 | 73 | 95 | 158 | 263 | 580 | 580 14 | 50 | 72 | 94 | 157 | 262 | 579 | 579 15 | 48 | 71 | 93 | 156 | 260 | 577 | 577 16 | 47 | 69 | 91 | 154 | 259 | 576 | 576 17 | 46 | 68 | 90 | 153 | 258 | 575 | 575 18 | 44 | 67 | 89 | 152 | 257 | 574 | 574 19 | 44 | 66 | 88 | 151 | 256 | 573 | 573 20 | 43 | 66 | 87 | 151 | 255 | 572 | 572 21 | 43 | 65 | 87 | 150 | 255 | 572 | 572 22 | 42 | 65 | 86 | 149 | 254 | 571 | 571 23 | 41 | 64 | 86 | 149 | 254 | 570 | 570 24 | 41 | 63 | 85 | 148 | 253 | 570 | 570 25 | 40 | 63 | 84 | 147 | 252 | 569 | 569 26 | 39 | 62 | 84 | 147 | 251 | 568 | 568 27 | 39 | 61 | 83 | 146 | 251 | 568 | 568 28 | 38 | 61 | 82 | 145 | 250 | 567 | 567 29 | 37 | 60 | 82 | 145 | 249 | 566 | 566 30 | 37 | 59 | 81 | 144 | 249 | 566 | 566 2.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 116 | 130 | 154 | 228 | 341 | 658 | 1256 2 | 117 | 131 | 155 | 229 | 342 | 659 | 1013 3 | 120 | 135 | 158 | 224 | 340 | 657 | 830 4 | 122 | 138 | 161 | 227 | 340 | 657 | 692 5 | 123 | 141 | 167 | 230 | 340 | 657 | 657 6 | 124 | 143 | 170 | 235 | 340 | 657 | 657 7 | 125 | 145 | 171 | 237 | 339 | 656 | 656 8 | 124 | 145 | 170 | 235 | 339 | 656 | 656 9 | 124 | 145 | 170 | 233 | 338 | 655 | 655 10 | 123 | 145 | 169 | 232 | 337 | 654 | 654 11 | 123 | 145 | 168 | 231 | 336 | 653 | 653 12 | 122 | 144 | 166 | 229 | 334 | 651 | 651 13 | 120 | 143 | 164 | 228 | 332 | 649 | 649 14 | 118 | 141 | 162 | 226 | 330 | 647 | 647 15 | 116 | 139 | 160 | 223 | 328 | 645 | 645 16 | 113 | 136 | 158 | 221 | 326 | 643 | 643 17 | 111 | 134 | 156 | 219 | 324 | 640 | 640 18 | 109 | 132 | 154 | 217 | 322 | 638 | 638 19 | 107 | 130 | 152 | 215 | 320 | 636 | 636 20 | 106 | 128 | 150 | 213 | 318 | 635 | 635 21 | 104 | 127 | 148 | 211 | 316 | 633 | 633 22 | 102 | 125 | 146 | 210 | 314 | 631 | 631 23 | 100 | 123 | 145 | 208 | 312 | 629 | 629 24 | 98 | 121 | 143 | 206 | 311 | 627 | 627 25 | 97 | 119 | 141 | 204 | 309 | 626 | 626 26 | 95 | 118 | 139 | 202 | 307 | 624 | 624 27 | 93 | 116 | 137 | 200 | 305 | 622 | 622 28 | 91 | 114 | 136 | 199 | 304 | 620 | 620 29 | 90 | 112 | 134 | 197 | 302 | 619 | 619 30 | 88 | 111 | 132 | 196 | 300 | 617 | 617 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 | 169 | 183 | 207 | 281 | 394 | 711 | 1234 2 | 178 | 192 | 217 | 290 | 404 | 720 | 1007 3 | 184 | 199 | 222 | 288 | 405 | 721 | 831 4 | 187 | 203 | 226 | 292 | 405 | 722 | 722 5 | 188 | 205 | 231 | 295 | 405 | 722 | 722 6 | 188 | 206 | 234 | 298 | 404 | 720 | 720 7 | 188 | 207 | 234 | 300 | 402 | 719 | 719 8 | 187 | 207 | 233 | 297 | 401 | 718 | 718 9 | 185 | 206 | 231 | 295 | 400 | 716 | 716 10 | 185 | 206 | 230 | 293 | 398 | 715 | 715 11 | 183 | 205 | 228 | 292 | 396 | 713 | 713 12 | 181 | 204 | 226 | 289 | 394 | 711 | 711 13 | 179 | 201 | 223 | 286 | 391 | 708 | 708 14 | 176 | 199 | 220 | 283 | 388 | 705 | 705 15 | 173 | 196 | 217 | 280 | 385 | 702 | 702 16 | 170 | 192 | 214 | 277 | 382 | 699 | 699 17 | 167 | 189 | 211 | 274 | 379 | 696 | 696 18 | 164 | 186 | 208 | 271 | 376 | 693 | 693 19 | 161 | 183 | 205 | 268 | 373 | 690 | 690 20 | 158 | 180 | 202 | 265 | 370 | 687 | 687 21 | 155 | 177 | 199 | 262 | 367 | 684 | 684 22 | 151 | 174 | 196 | 259 | 364 | 680 | 680 23 | 148 | 171 | 193 | 256 | 361 | 677 | 677 24 | 145 | 168 | 190 | 253 | 357 | 674 | 674 25 | 142 | 165 | 187 | 250 | 354 | 671 | 671 26 | 139 | 162 | 184 | 247 | 351 | 668 | 668 27 | 136 | 159 | 181 | 244 | 348 | 665 | 665 28 | 133 | 156 | 178 | 241 | 346 | 662 | 662 29 | 131 | 153 | 175 | 238 | 343 | 660 | 660 30 | 128 | 151 | 172 | 236 | 340 | 657 | 657 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 | 31 | 44 | 69 | 142 | 256 | 573 | 1228 2 | 31 | 45 | 70 | 143 | 257 | 573 | 989 3 | 33 | 48 | 71 | 137 | 253 | 570 | 807 4 | 34 | 50 | 73 | 139 | 252 | 569 | 669 5 | 35 | 52 | 78 | 141 | 251 | 568 | 568 6 | 35 | 53 | 81 | 145 | 251 | 567 | 567 7 | 35 | 55 | 82 | 147 | 250 | 567 | 567 8 | 34 | 54 | 80 | 145 | 249 | 565 | 565 9 | 33 | 54 | 79 | 143 | 248 | 565 | 565 10 | 33 | 55 | 79 | 142 | 247 | 564 | 564 11 | 33 | 55 | 78 | 142 | 246 | 563 | 563 12 | 33 | 55 | 78 | 141 | 246 | 562 | 562 13 | 33 | 55 | 77 | 140 | 245 | 562 | 562 14 | 32 | 55 | 77 | 140 | 245 | 561 | 561 15 | 32 | 55 | 76 | 140 | 244 | 561 | 561 16 | 32 | 55 | 76 | 139 | 244 | 561 | 561 17 | 32 | 55 | 76 | 139 | 244 | 561 | 561 18 | 32 | 55 | 76 | 139 | 244 | 561 | 561 19 | 32 | 55 | 76 | 140 | 244 | 561 | 561 20 | 32 | 55 | 76 | 140 | 244 | 561 | 561 21 | 32 | 55 | 76 | 140 | 244 | 561 | 561 22 | 32 | 55 | 76 | 140 | 244 | 561 | 561 23 | 32 | 55 | 76 | 139 | 244 | 561 | 561 24 | 32 | 54 | 76 | 139 | 244 | 561 | 561 25 | 31 | 54 | 76 | 139 | 244 | 560 | 560 26 | 31 | 54 | 75 | 139 | 243 | 560 | 560 27 | 31 | 54 | 75 | 138 | 243 | 560 | 560 28 | 31 | 53 | 75 | 138 | 243 | 559 | 559 29 | 30 | 53 | 74 | 138 | 242 | 559 | 559 30 | 30 | 53 | 74 | 137 | 242 | 559 | 559 2.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 28 | 42 | 66 | 140 | 253 | 570 | 1225 2 | 30 | 43 | 68 | 141 | 255 | 572 | 988 3 | 32 | 47 | 70 | 136 | 253 | 569 | 807 4 | 34 | 51 | 74 | 139 | 253 | 569 | 670 5 | 37 | 54 | 80 | 143 | 253 | 570 | 570 6 | 38 | 56 | 84 | 148 | 254 | 570 | 570 7 | 40 | 59 | 86 | 151 | 254 | 571 | 571 8 | 40 | 60 | 86 | 150 | 254 | 571 | 571 9 | 40 | 61 | 86 | 149 | 254 | 571 | 571 10 | 41 | 62 | 86 | 150 | 254 | 571 | 571 11 | 42 | 64 | 87 | 150 | 255 | 572 | 572 12 | 42 | 65 | 87 | 150 | 255 | 572 | 572 13 | 42 | 65 | 87 | 150 | 255 | 572 | 572 14 | 42 | 65 | 87 | 150 | 255 | 571 | 571 15 | 42 | 65 | 87 | 150 | 254 | 571 | 571 16 | 42 | 65 | 86 | 149 | 254 | 571 | 571 17 | 42 | 65 | 86 | 149 | 254 | 571 | 571 18 | 42 | 65 | 86 | 149 | 254 | 571 | 571 19 | 42 | 65 | 86 | 149 | 254 | 571 | 571 20 | 42 | 65 | 87 | 150 | 254 | 571 | 571 21 | 42 | 65 | 87 | 150 | 255 | 571 | 571 22 | 42 | 65 | 87 | 150 | 254 | 571 | 571 23 | 42 | 65 | 86 | 150 | 254 | 571 | 571 24 | 42 | 64 | 86 | 149 | 254 | 571 | 571 25 | 41 | 64 | 86 | 149 | 253 | 570 | 570 26 | 41 | 64 | 85 | 148 | 253 | 570 | 570 27 | 40 | 63 | 85 | 148 | 252 | 569 | 569 28 | 40 | 63 | 84 | 147 | 252 | 569 | 569 29 | 39 | 62 | 83 | 147 | 251 | 568 | 568 30 | 39 | 61 | 83 | 146 | 251 | 568 | 568 2.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 126 | 140 | 164 | 238 | 352 | 668 | 1268 2 | 125 | 139 | 163 | 237 | 350 | 667 | 1024 3 | 125 | 140 | 163 | 229 | 346 | 662 | 838 4 | 125 | 141 | 165 | 230 | 344 | 660 | 696 5 | 126 | 143 | 169 | 233 | 343 | 659 | 659 6 | 125 | 144 | 171 | 236 | 341 | 658 | 658 7 | 126 | 145 | 172 | 237 | 340 | 657 | 657 8 | 125 | 145 | 171 | 235 | 339 | 656 | 656 9 | 124 | 144 | 169 | 233 | 338 | 655 | 655 10 | 124 | 145 | 169 | 233 | 337 | 654 | 654 11 | 123 | 145 | 169 | 232 | 337 | 653 | 653 12 | 123 | 145 | 167 | 231 | 335 | 652 | 652 13 | 122 | 144 | 166 | 229 | 334 | 651 | 651 14 | 121 | 143 | 165 | 228 | 333 | 650 | 650 15 | 118 | 141 | 163 | 226 | 331 | 647 | 647 16 | 116 | 139 | 161 | 224 | 328 | 645 | 645 17 | 114 | 136 | 158 | 221 | 326 | 643 | 643 18 | 111 | 134 | 156 | 219 | 324 | 640 | 640 19 | 109 | 132 | 154 | 217 | 322 | 638 | 638 20 | 107 | 130 | 151 | 215 | 319 | 636 | 636 21 | 105 | 128 | 149 | 212 | 317 | 634 | 634 22 | 103 | 125 | 147 | 210 | 315 | 632 | 632 23 | 100 | 123 | 145 | 208 | 313 | 629 | 629 24 | 98 | 121 | 143 | 206 | 310 | 627 | 627 25 | 96 | 119 | 140 | 204 | 308 | 625 | 625 26 | 94 | 117 | 138 | 201 | 306 | 623 | 623 27 | 92 | 115 | 136 | 199 | 304 | 621 | 621 28 | 90 | 113 | 134 | 197 | 302 | 619 | 619 29 | 88 | 111 | 132 | 195 | 300 | 617 | 617 30 | 86 | 109 | 130 | 193 | 298 | 615 | 615 2.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 37 | 110 | 224 | 541 | 1194 2 | 1 | 14 | 39 | 112 | 226 | 542 | 961 3 | 3 | 18 | 41 | 107 | 224 | 540 | 784 4 | 5 | 21 | 45 | 110 | 224 | 540 | 650 5 | 7 | 25 | 51 | 114 | 224 | 541 | 547 6 | 9 | 27 | 55 | 119 | 225 | 541 | 541 7 | 10 | 30 | 57 | 122 | 225 | 542 | 542 8 | 10 | 31 | 56 | 121 | 225 | 542 | 542 9 | 10 | 31 | 56 | 120 | 225 | 542 | 542 10 | 11 | 32 | 56 | 120 | 225 | 541 | 541 11 | 11 | 33 | 56 | 120 | 224 | 541 | 541 12 | 11 | 34 | 56 | 119 | 224 | 541 | 541 13 | 11 | 34 | 56 | 119 | 224 | 541 | 541 14 | 11 | 34 | 56 | 119 | 224 | 540 | 540 15 | 12 | 34 | 56 | 119 | 223 | 540 | 540 16 | 13 | 34 | 55 | 118 | 223 | 540 | 540 17 | 13 | 34 | 55 | 118 | 223 | 540 | 540 18 | 14 | 34 | 55 | 118 | 223 | 540 | 540 19 | 15 | 34 | 55 | 119 | 223 | 540 | 540 20 | 16 | 34 | 56 | 119 | 224 | 541 | 541 21 | 16 | 35 | 56 | 120 | 224 | 541 | 541 22 | 17 | 35 | 57 | 120 | 225 | 541 | 541 23 | 18 | 35 | 57 | 120 | 225 | 542 | 542 24 | 18 | 36 | 57 | 120 | 225 | 542 | 542 25 | 20 | 36 | 57 | 120 | 225 | 542 | 542 26 | 20 | 36 | 57 | 121 | 225 | 542 | 542 27 | 21 | 36 | 58 | 121 | 225 | 542 | 542 28 | 21 | 36 | 58 | 121 | 226 | 542 | 542 29 | 22 | 36 | 58 | 121 | 226 | 542 | 542 30 | 22 | 36 | 58 | 121 | 226 | 542 | 542 2.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 36 | 50 | 74 | 147 | 261 | 578 | 1202 2 | 36 | 50 | 74 | 148 | 261 | 578 | 968 3 | 36 | 51 | 74 | 140 | 257 | 573 | 790 4 | 36 | 52 | 76 | 141 | 255 | 571 | 654 5 | 37 | 54 | 80 | 143 | 253 | 570 | 570 6 | 39 | 57 | 85 | 149 | 255 | 571 | 571 7 | 37 | 56 | 83 | 148 | 251 | 568 | 568 8 | 40 | 60 | 86 | 151 | 254 | 571 | 571 9 | 39 | 60 | 85 | 149 | 253 | 570 | 570 10 | 34 | 56 | 80 | 143 | 248 | 565 | 565 11 | 30 | 52 | 75 | 139 | 243 | 560 | 560 12 | 27 | 50 | 72 | 135 | 240 | 557 | 557 13 | 25 | 48 | 70 | 133 | 238 | 554 | 554 14 | 23 | 46 | 68 | 131 | 236 | 552 | 552 15 | 22 | 45 | 66 | 129 | 234 | 551 | 551 16 | 20 | 43 | 65 | 128 | 233 | 549 | 549 17 | 20 | 42 | 64 | 127 | 232 | 549 | 549 18 | 19 | 42 | 63 | 126 | 231 | 548 | 548 19 | 18 | 41 | 63 | 126 | 231 | 548 | 548 20 | 19 | 41 | 63 | 126 | 231 | 548 | 548 21 | 19 | 41 | 63 | 126 | 231 | 548 | 548 22 | 19 | 41 | 63 | 126 | 231 | 548 | 548 23 | 18 | 41 | 63 | 126 | 231 | 547 | 547 24 | 18 | 41 | 63 | 126 | 231 | 547 | 547 25 | 20 | 41 | 63 | 126 | 230 | 547 | 547 26 | 20 | 41 | 62 | 126 | 230 | 547 | 547 27 | 21 | 41 | 62 | 125 | 230 | 547 | 547 28 | 21 | 41 | 62 | 125 | 230 | 547 | 547 29 | 22 | 41 | 62 | 125 | 230 | 547 | 547 30 | 22 | 40 | 62 | 125 | 230 | 547 | 547 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 | 201 | 214 | 239 | 312 | 426 | 743 | 1356 2 | 197 | 211 | 235 | 309 | 422 | 739 | 1101 3 | 193 | 208 | 231 | 297 | 414 | 730 | 904 4 | 190 | 206 | 229 | 295 | 408 | 725 | 753 5 | 186 | 203 | 229 | 293 | 403 | 720 | 720 6 | 182 | 201 | 228 | 293 | 398 | 715 | 715 7 | 179 | 198 | 225 | 291 | 393 | 710 | 710 8 | 174 | 195 | 221 | 285 | 389 | 706 | 706 9 | 170 | 191 | 216 | 280 | 385 | 701 | 701 10 | 167 | 188 | 212 | 276 | 380 | 697 | 697 11 | 163 | 185 | 208 | 272 | 376 | 693 | 693 12 | 159 | 182 | 204 | 267 | 372 | 689 | 689 13 | 156 | 178 | 200 | 263 | 368 | 685 | 685 14 | 152 | 175 | 196 | 260 | 364 | 681 | 681 15 | 149 | 171 | 193 | 256 | 361 | 678 | 678 16 | 145 | 168 | 189 | 253 | 357 | 674 | 674 17 | 142 | 165 | 186 | 249 | 354 | 671 | 671 18 | 139 | 162 | 183 | 246 | 351 | 668 | 668 19 | 136 | 159 | 180 | 244 | 348 | 665 | 665 20 | 133 | 156 | 178 | 241 | 346 | 662 | 662 21 | 131 | 153 | 175 | 238 | 343 | 660 | 660 22 | 128 | 151 | 172 | 235 | 340 | 657 | 657 23 | 125 | 148 | 169 | 233 | 337 | 654 | 654 24 | 123 | 145 | 167 | 230 | 335 | 652 | 652 25 | 120 | 143 | 164 | 227 | 332 | 649 | 649 26 | 118 | 140 | 162 | 225 | 330 | 647 | 647 27 | 115 | 138 | 159 | 223 | 327 | 644 | 644 28 | 113 | 136 | 157 | 220 | 325 | 642 | 642 29 | 111 | 133 | 155 | 218 | 323 | 640 | 640 30 | 108 | 131 | 153 | 216 | 321 | 637 | 637 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 | 9 | 26 | 50 | 105 | 241 | 557 | 1195 2 | 9 | 26 | 50 | 105 | 241 | 557 | 961 3 | 10 | 29 | 52 | 101 | 239 | 555 | 784 4 | 13 | 34 | 56 | 98 | 239 | 556 | 650 5 | 17 | 40 | 61 | 101 | 240 | 557 | 557 6 | 19 | 43 | 65 | 98 | 241 | 557 | 557 7 | 20 | 45 | 64 | 92 | 241 | 558 | 558 8 | 18 | 44 | 63 | 91 | 241 | 558 | 558 9 | 18 | 45 | 65 | 95 | 241 | 558 | 558 10 | 20 | 48 | 68 | 98 | 241 | 558 | 558 11 | 22 | 50 | 70 | 101 | 241 | 558 | 558 12 | 24 | 53 | 71 | 102 | 241 | 558 | 558 13 | 25 | 55 | 71 | 102 | 241 | 558 | 558 14 | 25 | 55 | 72 | 102 | 241 | 558 | 558 15 | 25 | 55 | 72 | 102 | 241 | 558 | 558 16 | 25 | 55 | 72 | 102 | 241 | 557 | 557 17 | 25 | 55 | 72 | 102 | 241 | 557 | 557 18 | 25 | 55 | 72 | 102 | 241 | 557 | 557 19 | 25 | 55 | 72 | 102 | 241 | 558 | 558 20 | 25 | 55 | 72 | 102 | 241 | 558 | 558 21 | 25 | 55 | 72 | 102 | 241 | 558 | 558 22 | 25 | 55 | 72 | 102 | 241 | 558 | 558 23 | 25 | 55 | 72 | 102 | 241 | 558 | 558 24 | 25 | 55 | 72 | 102 | 241 | 558 | 558 25 | 25 | 55 | 72 | 102 | 241 | 558 | 558 26 | 25 | 55 | 72 | 102 | 241 | 558 | 558 27 | 25 | 55 | 72 | 102 | 241 | 558 | 558 28 | 25 | 55 | 72 | 102 | 241 | 557 | 557 29 | 25 | 55 | 72 | 102 | 240 | 557 | 557 30 | 25 | 55 | 72 | 102 | 240 | 557 | 557 2.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 3 | 14 | 88 | 202 | 518 | 1192 2 | 1 | 5 | 13 | 87 | 200 | 517 | 959 3 | 2 | 5 | 13 | 79 | 195 | 512 | 782 4 | 3 | 6 | 14 | 80 | 193 | 510 | 648 5 | 4 | 6 | 19 | 82 | 192 | 509 | 545 6 | 5 | 8 | 22 | 86 | 192 | 508 | 508 7 | 5 | 9 | 23 | 89 | 191 | 508 | 508 8 | 6 | 9 | 23 | 87 | 191 | 508 | 508 9 | 7 | 10 | 23 | 87 | 191 | 508 | 508 10 | 8 | 10 | 23 | 87 | 191 | 508 | 508 11 | 9 | 12 | 23 | 87 | 191 | 508 | 508 12 | 9 | 12 | 24 | 87 | 192 | 508 | 508 13 | 10 | 13 | 24 | 87 | 192 | 509 | 509 14 | 11 | 13 | 26 | 87 | 192 | 509 | 509 15 | 12 | 15 | 27 | 88 | 192 | 509 | 509 16 | 13 | 16 | 28 | 88 | 192 | 509 | 509 17 | 13 | 16 | 30 | 88 | 193 | 510 | 510 18 | 14 | 17 | 31 | 89 | 193 | 510 | 510 19 | 14 | 18 | 32 | 89 | 194 | 511 | 511 20 | 16 | 19 | 33 | 90 | 194 | 511 | 511 21 | 16 | 19 | 34 | 90 | 195 | 512 | 512 22 | 17 | 20 | 36 | 91 | 195 | 512 | 512 23 | 17 | 21 | 37 | 91 | 196 | 512 | 512 24 | 18 | 22 | 38 | 91 | 196 | 513 | 513 25 | 18 | 22 | 39 | 91 | 196 | 513 | 513 26 | 20 | 23 | 40 | 91 | 196 | 513 | 513

27 | 21 | 23 | 41 | 91 | 196 | 513 | 513 28 | 21 | 25 | 43 | 91 | 196 | 513 | 513 29 | 22 | 26 | 44 | 91 | 196 | 513 | 513 30 | 22 | 26 | 45 | 91 | 196 | 513 | 513 3\.

Other exposures 3.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 15 | 21 | 43 | 163 | 294 | 3030 2 | 2 | 15 | 21 | 43 | 163 | 333 | 2255 3 | 1 | 15 | 23 | 48 | 158 | 346 | 1701 4 | 1 | 16 | 26 | 52 | 155 | 346 | 1313 5 | 2 | 18 | 30 | 54 | 155 | 337 | 1040 6 | 4 | 21 | 32 | 57 | 155 | 324 | 843 7 | 5 | 23 | 34 | 59 | 155 | 309 | 697 8 | 5 | 24 | 35 | 62 | 155 | 292 | 586 9 | 6 | 25 | 37 | 65 | 155 | 276 | 499 10 | 6 | 26 | 38 | 67 | 155 | 259 | 429 11 | 6 | 26 | 39 | 68 | 155 | 250 | 373 12 | 6 | 26 | 39 | 68 | 155 | 250 | 326 13 | 6 | 26 | 39 | 68 | 155 | 250 | 287 14 | 6 | 26 | 39 | 68 | 155 | 250 | 254 15 | 6 | 26 | 39 | 68 | 155 | 250 | 250 16 | 6 | 26 | 40 | 68 | 155 | 250 | 250 17 | 6 | 26 | 43 | 68 | 155 | 250 | 250 18 | 6 | 26 | 45 | 68 | 155 | 250 | 250 19 | 7 | 26 | 47 | 68 | 155 | 250 | 250 20 | 7 | 26 | 50 | 68 | 155 | 250 | 250 21 | 7 | 26 | 52 | 68 | 155 | 250 | 250 22 | 7 | 26 | 54 | 68 | 155 | 250 | 250 23 | 8 | 26 | 57 | 68 | 155 | 250 | 250 24 | 8 | 26 | 59 | 68 | 155 | 250 | 250 25 | 9 | 26 | 61 | 68 | 155 | 250 | 250 26 | 9 | 26 | 63 | 68 | 155 | 250 | 250 27 | 9 | 26 | 66 | 68 | 155 | 250 | 250 28 | 10 | 26 | 68 | 70 | 155 | 250 | 250 29 | 10 | 26 | 70 | 72 | 155 | 250 | 250 30 | 10 | 26 | 73 | 74 | 155 | 250 | 250 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 | 9 | 22 | 28 | 50 | 170 | 297 | 3063 2 | 11 | 24 | 30 | 52 | 172 | 336 | 2281 3 | 10 | 24 | 33 | 57 | 167 | 350 | 1722 4 | 10 | 25 | 36 | 61 | 164 | 350 | 1330 5 | 11 | 27 | 38 | 63 | 164 | 341 | 1054 6 | 12 | 29 | 40 | 65 | 163 | 328 | 855 7 | 12 | 31 | 41 | 67 | 163 | 313 | 707 8 | 12 | 31 | 42 | 68 | 162 | 296 | 594 9 | 12 | 31 | 43 | 71 | 161 | 279 | 505 10 | 12 | 31 | 44 | 73 | 161 | 263 | 435 11 | 11 | 31 | 44 | 73 | 160 | 255 | 378 12 | 11 | 31 | 43 | 72 | 160 | 254 | 330 13 | 10 | 30 | 43 | 72 | 159 | 254 | 291 14 | 10 | 30 | 42 | 71 | 159 | 253 | 258 15 | 9 | 29 | 42 | 71 | 158 | 253 | 253 16 | 9 | 28 | 41 | 70 | 158 | 252 | 252 17 | 8 | 28 | 43 | 70 | 158 | 252 | 252 18 | 8 | 28 | 46 | 70 | 157 | 252 | 252 19 | 8 | 28 | 48 | 70 | 157 | 252 | 252 20 | 9 | 29 | 50 | 71 | 158 | 252 | 252 21 | 9 | 29 | 53 | 71 | 158 | 253 | 253 22 | 9 | 29 | 55 | 71 | 158 | 253 | 253 23 | 9 | 29 | 57 | 71 | 159 | 253 | 253 24 | 10 | 29 | 60 | 71 | 159 | 253 | 253 25 | 10 | 29 | 62 | 71 | 159 | 253 | 253 26 | 10 | 29 | 65 | 71 | 159 | 253 | 253 27 | 10 | 29 | 67 | 71 | 159 | 253 | 253 28 | 10 | 29 | 69 | 71 | 159 | 253 | 253 29 | 10 | 29 | 72 | 73 | 158 | 253 | 253 30 | 10 | 29 | 74 | 74 | 158 | 253 | 253 3.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 14 | 21 | 43 | 163 | 294 | 3030 2 | 1 | 14 | 21 | 43 | 163 | 333 | 2254 3 | 1 | 15 | 23 | 48 | 157 | 346 | 1700 4 | 1 | 16 | 26 | 52 | 155 | 346 | 1313 5 | 2 | 18 | 30 | 54 | 155 | 337 | 1040 6 | 3 | 20 | 32 | 57 | 155 | 324 | 843 7 | 5 | 23 | 34 | 59 | 155 | 308 | 697 8 | 5 | 24 | 35 | 62 | 155 | 292 | 586 9 | 5 | 25 | 37 | 65 | 155 | 275 | 499 10 | 6 | 25 | 38 | 67 | 155 | 259 | 429 11 | 6 | 26 | 39 | 68 | 155 | 249 | 373 12 | 6 | 26 | 39 | 68 | 155 | 249 | 326 13 | 6 | 26 | 39 | 68 | 155 | 249 | 287 14 | 6 | 26 | 39 | 68 | 155 | 249 | 254 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 16 | 6 | 26 | 40 | 68 | 155 | 249 | 249 17 | 6 | 26 | 43 | 68 | 155 | 249 | 249 18 | 6 | 26 | 45 | 68 | 155 | 249 | 249 19 | 7 | 26 | 47 | 68 | 155 | 249 | 249 20 | 7 | 26 | 50 | 68 | 155 | 249 | 249 21 | 7 | 26 | 52 | 68 | 155 | 249 | 249 22 | 7 | 26 | 54 | 68 | 155 | 249 | 249 23 | 8 | 26 | 57 | 68 | 155 | 249 | 249 24 | 8 | 26 | 59 | 68 | 155 | 249 | 249 25 | 9 | 26 | 61 | 68 | 155 | 249 | 249 26 | 9 | 26 | 63 | 68 | 155 | 249 | 249 27 | 9 | 26 | 66 | 68 | 155 | 249 | 249 28 | 10 | 26 | 68 | 70 | 155 | 249 | 249 29 | 10 | 26 | 70 | 72 | 155 | 249 | 249 30 | 10 | 26 | 73 | 74 | 155 | 249 | 249 3.4 Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 75 | 88 | 94 | 116 | 236 | 333 | 3065 2 | 71 | 84 | 91 | 113 | 233 | 338 | 2289 3 | 73 | 87 | 96 | 120 | 230 | 352 | 1732 4 | 71 | 86 | 97 | 122 | 225 | 353 | 1341 5 | 70 | 86 | 98 | 122 | 223 | 345 | 1065 6 | 70 | 87 | 98 | 123 | 221 | 332 | 865 7 | 69 | 87 | 98 | 123 | 220 | 317 | 716 8 | 68 | 87 | 98 | 125 | 218 | 313 | 602 9 | 68 | 87 | 99 | 127 | 217 | 312 | 513 10 | 64 | 84 | 97 | 125 | 214 | 308 | 442 11 | 62 | 82 | 95 | 124 | 211 | 306 | 385 12 | 61 | 81 | 94 | 123 | 210 | 304 | 337 13 | 60 | 80 | 93 | 122 | 209 | 304 | 304 14 | 60 | 80 | 92 | 121 | 209 | 303 | 303 15 | 59 | 79 | 92 | 121 | 208 | 303 | 303 16 | 59 | 79 | 92 | 121 | 208 | 302 | 302 17 | 58 | 78 | 91 | 120 | 207 | 302 | 302 18 | 58 | 78 | 91 | 119 | 207 | 301 | 301 19 | 57 | 77 | 90 | 119 | 206 | 300 | 300 20 | 56 | 76 | 89 | 118 | 205 | 300 | 300 21 | 56 | 76 | 89 | 117 | 205 | 299 | 299 22 | 55 | 75 | 88 | 117 | 204 | 298 | 298 23 | 54 | 74 | 87 | 116 | 203 | 297 | 297 24 | 53 | 73 | 86 | 115 | 202 | 296 | 296 25 | 52 | 72 | 85 | 114 | 201 | 295 | 295 26 | 51 | 71 | 84 | 113 | 200 | 294 | 294 27 | 50 | 70 | 83 | 112 | 199 | 293 | 293 28 | 49 | 69 | 82 | 111 | 198 | 292 | 292 29 | 48 | 68 | 81 | 110 | 197 | 291 | 291 30 | 47 | 67 | 80 | 109 | 196 | 290 | 290 3.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 18 | 25 | 47 | 167 | 296 | 3047 2 | 7 | 20 | 27 | 49 | 168 | 335 | 2268 3 | 8 | 21 | 30 | 55 | 164 | 348 | 1711 4 | 8 | 23 | 33 | 59 | 162 | 348 | 1322 5 | 9 | 25 | 37 | 61 | 162 | 339 | 1047 6 | 11 | 28 | 39 | 64 | 162 | 326 | 849 7 | 12 | 30 | 41 | 66 | 162 | 311 | 702 8 | 12 | 30 | 42 | 68 | 162 | 294 | 589 9 | 12 | 31 | 43 | 71 | 161 | 277 | 502 10 | 11 | 31 | 44 | 72 | 161 | 261 | 432 11 | 11 | 31 | 44 | 73 | 160 | 255 | 376 12 | 11 | 31 | 44 | 73 | 160 | 255 | 329 13 | 11 | 31 | 44 | 73 | 160 | 255 | 291 14 | 11 | 31 | 44 | 73 | 160 | 254 | 258 15 | 11 | 31 | 44 | 73 | 160 | 254 | 254 16 | 11 | 30 | 43 | 72 | 160 | 254 | 254 17 | 11 | 31 | 43 | 72 | 160 | 254 | 254 18 | 11 | 31 | 46 | 72 | 160 | 254 | 254 19 | 11 | 31 | 48 | 73 | 160 | 254 | 254 20 | 11 | 31 | 50 | 73 | 160 | 255 | 255 21 | 12 | 32 | 53 | 73 | 161 | 255 | 255 22 | 12 | 32 | 56 | 74 | 161 | 255 | 255 23 | 12 | 32 | 58 | 74 | 161 | 256 | 256 24 | 12 | 32 | 60 | 74 | 161 | 256 | 256 25 | 12 | 32 | 62 | 74 | 161 | 256 | 256 26 | 12 | 32 | 65 | 74 | 161 | 256 | 256 27 | 12 | 32 | 67 | 74 | 161 | 256 | 256 28 | 12 | 32 | 70 | 74 | 161 | 255 | 255 29 | 12 | 32 | 72 | 74 | 161 | 255 | 255 30 | 12 | 32 | 74 | 76 | 161 | 255 | 255 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 | 44 | 57 | 64 | 86 | 206 | 302 | 3043 2 | 48 | 61 | 68 | 90 | 209 | 336 | 2276 3 | 52 | 66 | 74 | 99 | 208 | 351 | 1724 4 | 54 | 69 | 79 | 105 | 208 | 352 | 1335 5 | 56 | 72 | 83 | 108 | 209 | 344 | 1060 6 | 57 | 74 | 86 | 111 | 209 | 331 | 860 7 | 58 | 76 | 87 | 112 | 208 | 315 | 712 8 | 57 | 76 | 87 | 114 | 207 | 302 | 598 9 | 56 | 76 | 88 | 116 | 206 | 301 | 509 10 | 55 | 75 | 88 | 116 | 205 | 299 | 438 11 | 54 | 74 | 87 | 116 | 203 | 298 | 381 12 | 53 | 73 | 86 | 115 | 202 | 296 | 333 13 | 51 | 71 | 84 | 113 | 200 | 295 | 295 14 | 50 | 70 | 83 | 112 | 199 | 294 | 294 15 | 49 | 69 | 82 | 111 | 198 | 293 | 293 16 | 48 | 68 | 81 | 110 | 197 | 292 | 292 17 | 47 | 67 | 80 | 109 | 196 | 291 | 291 18 | 47 | 67 | 79 | 108 | 196 | 290 | 290 19 | 46 | 66 | 79 | 108 | 195 | 290 | 290 20 | 46 | 65 | 78 | 107 | 195 | 289 | 289 21 | 45 | 65 | 78 | 107 | 194 | 288 | 288 22 | 44 | 64 | 77 | 106 | 193 | 288 | 288 23 | 43 | 63 | 76 | 105 | 192 | 287 | 287 24 | 43 | 62 | 75 | 104 | 192 | 286 | 286 25 | 42 | 62 | 75 | 103 | 191 | 285 | 285 26 | 41 | 61 | 74 | 103 | 190 | 284 | 284 27 | 40 | 60 | 73 | 102 | 189 | 284 | 284 28 | 39 | 59 | 72 | 101 | 188 | 283 | 283 29 | 38 | 58 | 72 | 100 | 187 | 282 | 282 30 | 38 | 58 | 75 | 99 | 187 | 281 | 281 3.7 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 14 | 20 | 42 | 162 | 294 | 3028 2 | 1 | 14 | 20 | 42 | 162 | 332 | 2253 3 | 1 | 14 | 23 | 47 | 157 | 346 | 1699 4 | 1 | 15 | 26 | 51 | 154 | 345 | 1312 5 | 1 | 17 | 29 | 53 | 154 | 337 | 1040 6 | 3 | 20 | 31 | 56 | 154 | 324 | 843 7 | 4 | 22 | 33 | 58 | 154 | 308 | 697 8 | 4 | 23 | 34 | 61 | 154 | 292 | 585 9 | 5 | 24 | 36 | 64 | 154 | 275 | 498 10 | 5 | 25 | 38 | 66 | 154 | 259 | 429 11 | 5 | 25 | 38 | 67 | 154 | 249 | 372 12 | 5 | 25 | 38 | 67 | 154 | 249 | 326 13 | 5 | 25 | 38 | 67 | 154 | 249 | 287 14 | 5 | 25 | 38 | 67 | 154 | 249 | 254 15 | 5 | 25 | 38 | 67 | 154 | 249 | 249 16 | 6 | 25 | 40 | 67 | 154 | 249 | 249 17 | 6 | 25 | 43 | 67 | 154 | 249 | 249 18 | 6 | 25 | 45 | 67 | 154 | 249 | 249 19 | 7 | 25 | 47 | 67 | 154 | 249 | 249 20 | 7 | 25 | 50 | 67 | 154 | 249 | 249 21 | 7 | 25 | 52 | 67 | 154 | 249 | 249 22 | 7 | 25 | 54 | 67 | 154 | 249 | 249 23 | 8 | 25 | 57 | 67 | 154 | 249 | 249 24 | 8 | 25 | 59 | 67 | 154 | 249 | 249 25 | 9 | 25 | 61 | 67 | 154 | 249 | 249 26 | 9 | 25 | 63 | 67 | 154 | 249 | 249 27 | 9 | 25 | 66 | 68 | 154 | 249 | 249 28 | 10 | 25 | 68 | 70 | 154 | 249 | 249 29 | 10 | 25 | 70 | 72 | 154 | 249 | 249 30 | 10 | 25 | 73 | 74 | 154 | 249 | 249 3.8 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 11 | 22 | 45 | 181 | 297 | 3058 2 | 0 | 11 | 22 | 45 | 181 | 335 | 2275 3 | 1 | 11 | 24 | 50 | 176 | 349 | 1716 4 | 1 | 13 | 26 | 56 | 172 | 349 | 1325 5 | 1 | 16 | 29 | 59 | 171 | 340 | 1050 6 | 2 | 18 | 33 | 60 | 170 | 327 | 851 7 | 3 | 21 | 36 | 60 | 169 | 311 | 703 8 | 5 | 24 | 37 | 60 | 168 | 295 | 591 9 | 8 | 31 | 42 | 59 | 167 | 278 | 503 10 | 10 | 34 | 42 | 57 | 166 | 261 | 433 11 | 9 | 33 | 41 | 57 | 165 | 260 | 376 12 | 8 | 32 | 41 | 57 | 164 | 259 | 329 13 | 7 | 31 | 42 | 57 | 164 | 258 | 289 14 | 7 | 31 | 42 | 57 | 163 | 257 | 257 15 | 7 | 31 | 43 | 57 | 162 | 257 | 257 16 | 7 | 31 | 43 | 57 | 161 | 255 | 255 17 | 7 | 31 | 43 | 57 | 160 | 254 | 254 18 | 7 | 31 | 45 | 57 | 159 | 254 | 254 19 | 7 | 31 | 47 | 57 | 159 | 254 | 254 20 | 7 | 31 | 50 | 57 | 160 | 254 | 254 21 | 7 | 31 | 52 | 57 | 160 | 254 | 254 22 | 7 | 31 | 54 | 59 | 160 | 254 | 254 23 | 8 | 31 | 57 | 60 | 159 | 253 | 253 24 | 8 | 31 | 59 | 62 | 158 | 253 | 253 25 | 9 | 31 | 62 | 64 | 158 | 252 | 252 26 | 9 | 31 | 63 | 66 | 157 | 252 | 252 27 | 9 | 31 | 66 | 68 | 157 | 251 | 251 28 | 10 | 31 | 68 | 70 | 156 | 251 | 251 29 | 10 | 31 | 70 | 72 | 156 | 250 | 250 30 | 10 | 31 | 73 | 74 | 156 | 250 | 250 3.9 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 81 | 94 | 100 | 123 | 242 | 339 | 3201 2 | 79 | 92 | 99 | 121 | 241 | 351 | 2393 3 | 77 | 91 | 99 | 124 | 233 | 367 | 1809 4 | 75 | 90 | 100 | 126 | 229 | 367 | 1399 5 | 73 | 89 | 101 | 125 | 226 | 358 | 1109 6 | 73 | 90 | 101 | 126 | 224 | 344 | 899 7 | 72 | 90 | 101 | 126 | 222 | 328 | 743 8 | 69 | 88 | 100 | 126 | 219 | 314 | 625 9 | 68 | 87 | 99 | 127 | 217 | 312 | 532 10 | 66 | 86 | 99 | 127 | 216 | 310 | 458 11 | 65 | 85 | 98 | 127 | 214 | 309 | 397 12 | 63 | 83 | 96 | 125 | 213 | 307 | 348 13 | 62 | 82 | 95 | 124 | 211 | 305 | 306 14 | 60 | 80 | 93 | 122 | 210 | 304 | 304 15 | 59 | 79 | 92 | 121 | 208 | 303 | 303 16 | 58 | 78 | 91 | 120 | 207 | 301 | 301 17 | 57 | 77 | 90 | 119 | 206 | 300 | 300 18 | 56 | 76 | 89 | 118 | 205 | 299 | 299 19 | 55 | 75 | 88 | 117 | 204 | 299 | 299 20 | 54 | 74 | 87 | 116 | 203 | 298 | 298 21 | 53 | 73 | 86 | 115 | 202 | 297 | 297 22 | 52 | 72 | 85 | 114 | 201 | 296 | 296 23 | 51 | 71 | 84 | 113 | 200 | 295 | 295 24 | 50 | 70 | 83 | 112 | 199 | 294 | 294 25 | 49 | 69 | 82 | 111 | 198 | 293 | 293 26 | 48 | 68 | 81 | 110 | 197 | 292 | 292 27 | 47 | 67 | 80 | 109 | 196 | 291 | 291 28 | 46 | 66 | 79 | 108 | 195 | 290 | 290 29 | 45 | 65 | 78 | 107 | 194 | 289 | 289 30 | 44 | 64 | 77 | 106 | 193 | 288 | 288 3.10 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 54 | 67 | 73 | 95 | 215 | 311 | 3045 2 | 53 | 66 | 72 | 94 | 214 | 335 | 2270 3 | 51 | 65 | 74 | 98 | 208 | 349 | 1717 4 | 50 | 65 | 76 | 101 | 204 | 350 | 1329 5 | 49 | 65 | 77 | 101 | 203 | 342 | 1055 6 | 49 | 66 | 78 | 103 | 201 | 329 | 857 7 | 49 | 67 | 78 | 103 | 199 | 314 | 709 8 | 48 | 67 | 78 | 104 | 198 | 298 | 597 9 | 47 | 66 | 78 | 106 | 196 | 291 | 508 10 | 46 | 65 | 78 | 107 | 195 | 289 | 438 11 | 45 | 65 | 78 | 107 | 194 | 288 | 380 12 | 44 | 64 | 77 | 106 | 193 | 288 | 333 13 | 43 | 63 | 76 | 105 | 192 | 287 | 293 14 | 43 | 63 | 76 | 105 | 192 | 286 | 286 15 | 42 | 62 | 75 | 104 | 191 | 286 | 286 16 | 41 | 61 | 74 | 103 | 190 | 285 | 285 17 | 41 | 61 | 73 | 102 | 190 | 284 | 284 18 | 40 | 60 | 73 | 102 | 189 | 284 | 284 19 | 40 | 59 | 72 | 101 | 189 | 283 | 283 20 | 39 | 59 | 72 | 101 | 188 | 283 | 283 21 | 39 | 59 | 72 | 101 | 188 | 283 | 283 22 | 39 | 59 | 71 | 100 | 188 | 282 | 282 23 | 38 | 58 | 71 | 100 | 187 | 282 | 282 24 | 38 | 57 | 70 | 99 | 187 | 281 | 281 25 | 37 | 57 | 70 | 99 | 186 | 280 | 280 26 | 36 | 56 | 69 | 98 | 185 | 280 | 280 27 | 36 | 55 | 68 | 97 | 185 | 279 | 279 28 | 35 | 55 | 70 | 97 | 184 | 278 | 278 29 | 34 | 54 | 72 | 96 | 183 | 278 | 278 30 | 33 | 53 | 75 | 95 | 182 | 277 | 277 3.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 40 | 46 | 68 | 188 | 297 | 3065 2 | 27 | 40 | 47 | 69 | 189 | 337 | 2285 3 | 26 | 40 | 48 | 73 | 182 | 351 | 1725 4 | 25 | 40 | 50 | 76 | 179 | 351 | 1333 5 | 25 | 41 | 53 | 77 | 178 | 342 | 1057 6 | 26 | 43 | 54 | 79 | 177 | 329 | 857 7 | 26 | 45 | 55 | 81 | 177 | 313 | 708 8 | 26 | 44 | 56 | 82 | 176 | 297 | 595 9 | 25 | 45 | 57 | 85 | 175 | 280 | 507 10 | 25 | 45 | 58 | 86 | 174 | 269 | 436 11 | 25 | 44 | 57 | 86 | 174 | 268 | 379 12 | 24 | 44 | 57 | 86 | 173 | 267 | 332 13 | 23 | 43 | 56 | 85 | 172 | 267 | 292 14 | 22 | 42 | 55 | 84 | 171 | 266 | 266 15 | 22 | 42 | 54 | 83 | 171 | 265 | 265 16 | 21 | 41 | 54 | 83 | 170 | 264 | 264 17 | 20 | 40 | 53 | 82 | 170 | 264 | 264 18 | 20 | 40 | 53 | 82 | 169 | 264 | 264 19 | 20 | 40 | 53 | 82 | 169 | 263 | 263 20 | 20 | 40 | 53 | 82 | 169 | 263 | 263 21 | 20 | 40 | 53 | 82 | 169 | 263 | 263 22 | 20 | 40 | 56 | 82 | 169 | 263 | 263 23 | 20 | 40 | 58 | 82 | 169 | 263 | 263 24 | 20 | 39 | 60 | 81 | 169 | 263 | 263 25 | 19 | 39 | 62 | 81 | 168 | 263 | 263 26 | 19 | 39 | 65 | 81 | 168 | 263 | 263 27 | 19 | 39 | 67 | 81 | 168 | 262 | 262 28 | 19 | 38 | 70 | 80 | 168 | 262 | 262 29 | 18 | 38 | 72 | 80 | 167 | 262 | 262 30 | 18 | 38 | 74 | 80 | 167 | 261 | 261 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 24 | 144 | 293 | 3016 2 | 0 | 1 | 6 | 25 | 145 | 331 | 2244 3 | 1 | 1 | 8 | 30 | 140 | 345 | 1693 4 | 1 | 3 | 11 | 34 | 137 | 344 | 1308 5 | 1 | 4 | 14 | 36 | 137 | 336 | 1036 6 | 2 | 4 | 16 | 39 | 137 | 323 | 840 7 | 2 | 5 | 19 | 41 | 137 | 308 | 695 8 | 2 | 6 | 22 | 43 | 137 | 291 | 584 9 | 2 | 7 | 23 | 46 | 137 | 275 | 497 10 | 4 | 8 | 26 | 48 | 137 | 259 | 428 11 | 4 | 9 | 29 | 50 | 138 | 243 | 371 12 | 4 | 9 | 30 | 49 | 137 | 231 | 325 13 | 4 | 10 | 33 | 50 | 138 | 232 | 286 14 | 4 | 11 | 36 | 50 | 137 | 232 | 253 15 | 5 | 12 | 38 | 49 | 136 | 231 | 231 16 | 6 | 12 | 40 | 48 | 135 | 230 | 230 17 | 6 | 14 | 42 | 49 | 135 | 230 | 230 18 | 6 | 14 | 45 | 50 | 135 | 230 | 230 19 | 7 | 15 | 47 | 53 | 136 | 230 | 230 20 | 7 | 16 | 49 | 54 | 136 | 231 | 231 21 | 7 | 17 | 51 | 56 | 137 | 231 | 231 22 | 7 | 17 | 54 | 59 | 137 | 231 | 231 23 | 8 | 19 | 57 | 60 | 137 | 231 | 231 24 | 8 | 19 | 58 | 62 | 136 | 231 | 231 25 | 8 | 20 | 61 | 64 | 136 | 231 | 231 26 | 9 | 21 | 63 | 66 | 136 | 231 | 231 27 | 9 | 22 | 66 | 68 | 136 | 230 | 230 28 | 10 | 22 | 68 | 70 | 136 | 230 | 230 29 | 10 | 24 | 70 | 72 | 136 | 230 | 230 30 | 10 | 24 | 73 | 74 | 136 | 230 | 230 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 42 | 55 | 61 | 83 | 203 | 300 | 3055 2 | 42 | 55 | 61 | 83 | 203 | 336 | 2276 3 | 41 | 55 | 63 | 88 | 197 | 349 | 1718 4 | 40 | 55 | 65 | 91 | 194 | 349 | 1327 5 | 40 | 56 | 68 | 92 | 193 | 341 | 1052 6 | 40 | 57 | 69 | 94 | 192 | 328 | 853 7 | 41 | 59 | 70 | 95 | 191 | 312 | 706 8 | 40 | 59 | 70 | 96 | 190 | 296 | 593 9 | 39 | 59 | 71 | 99 | 189 | 283 | 505 10 | 39 | 59 | 71 | 100 | 188 | 283 | 435 11 | 38 | 58 | 71 | 100 | 187 | 282 | 378 12 | 37 | 57 | 70 | 99 | 186 | 281 | 331 13 | 37 | 57 | 70 | 98 | 186 | 280 | 292 14 | 36 | 56 | 69 | 98 | 185 | 280 | 280 15 | 35 | 55 | 68 | 97 | 185 | 279 | 279 16 | 35 | 54 | 67 | 96 | 184 | 278 | 278 17 | 34 | 54 | 67 | 96 | 183 | 278 | 278 18 | 34 | 53 | 66 | 95 | 183 | 277 | 277 19 | 33 | 53 | 66 | 95 | 182 | 277 | 277 20 | 33 | 53 | 66 | 95 | 182 | 276 | 276 21 | 33 | 53 | 65 | 94 | 182 | 276 | 276 22 | 32 | 52 | 65 | 94 | 181 | 276 | 276 23 | 32 | 52 | 65 | 93 | 181 | 275 | 275 24 | 31 | 51 | 64 | 93 | 180 | 275 | 275 25 | 31 | 50 | 63 | 92 | 180 | 274 | 274 26 | 30 | 50 | 64 | 92 | 179 | 273 | 273 27 | 29 | 49 | 67 | 91 | 178 | 273 | 273 28 | 28 | 48 | 69 | 90 | 178 | 272 | 272 29 | 28 | 48 | 72 | 90 | 177 | 271 | 271 30 | 27 | 47 | 74 | 89 | 176 | 271 | 271 3.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 12 | 25 | 32 | 54 | 174 | 297 | 3058 2 | 16 | 29 | 36 | 58 | 178 | 336 | 2277 3 | 19 | 33 | 41 | 66 | 175 | 350 | 1719 4 | 21 | 36 | 46 | 72 | 175 | 350 | 1330 5 | 23 | 39 | 51 | 75 | 176 | 342 | 1055 6 | 23 | 40 | 51 | 76 | 174 | 329 | 856 7 | 28 | 46 | 57 | 82 | 178 | 313 | 708 8 | 27 | 45 | 57 | 83 | 177 | 297 | 595 9 | 28 | 47 | 59 | 87 | 177 | 280 | 507 10 | 29 | 49 | 62 | 90 | 179 | 273 | 437 11 | 31 | 50 | 63 | 92 | 180 | 274 | 379 12 | 31 | 51 | 64 | 93 | 180 | 275 | 332 13 | 32 | 51 | 64 | 93 | 181 | 275 | 293 14 | 32 | 52 | 65 | 94 | 181 | 275 | 275 15 | 32 | 52 | 65 | 94 | 181 | 275 | 275 16 | 31 | 51 | 64 | 93 | 180 | 275 | 275 17 | 31 | 51 | 64 | 93 | 180 | 275 | 275 18 | 31 | 51 | 64 | 93 | 180 | 274 | 274 19 | 30 | 50 | 63 | 92 | 179 | 274 | 274 20 | 30 | 50 | 63 | 92 | 179 | 274 | 274 21 | 30 | 50 | 63 | 92 | 179 | 274 | 274 22 | 30 | 50 | 63 | 92 | 179 | 274 | 274 23 | 30 | 50 | 63 | 92 | 179 | 273 | 273 24 | 29 | 49 | 62 | 91 | 178 | 273 | 273 25 | 29 | 49 | 62 | 91 | 178 | 272 | 272 26 | 28 | 48 | 65 | 90 | 178 | 272 | 272 27 | 28 | 48 | 67 | 90 | 177 | 271 | 271 28 | 27 | 47 | 70 | 89 | 176 | 271 | 271 29 | 27 | 47 | 72 | 89 | 176 | 270 | 270 30 | 26 | 46 | 74 | 88 | 175 | 270 | 270 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 | 12 | 25 | 31 | 53 | 173 | 298 | 3069 2 | 13 | 26 | 33 | 55 | 174 | 337 | 2287 3 | 13 | 27 | 36 | 60 | 170 | 351 | 1727 4 | 14 | 29 | 39 | 65 | 168 | 351 | 1334 5 | 15 | 31 | 42 | 67 | 168 | 342 | 1057 6 | 16 | 33 | 45 | 70 | 168 | 329 | 857 7 | 18 | 36 | 47 | 72 | 168 | 314 | 709 8 | 18 | 36 | 48 | 74 | 168 | 297 | 596 9 | 18 | 37 | 49 | 77 | 168 | 280 | 507 10 | 19 | 38 | 51 | 79 | 168 | 264 | 436 11 | 19 | 39 | 52 | 80 | 168 | 262 | 379 12 | 19 | 39 | 52 | 81 | 168 | 262 | 332 13 | 19 | 39 | 52 | 81 | 168 | 263 | 292 14 | 19 | 39 | 52 | 81 | 168 | 263 | 263 15 | 19 | 39 | 52 | 81 | 168 | 263 | 263 16 | 19 | 39 | 52 | 81 | 168 | 262 | 262 17 | 19 | 39 | 52 | 81 | 168 | 262 | 262 18 | 19 | 39 | 52 | 81 | 168 | 262 | 262 19 | 19 | 39 | 52 | 81 | 168 | 262 | 262 20 | 19 | 39 | 52 | 81 | 168 | 262 | 262 21 | 19 | 39 | 53 | 81 | 168 | 262 | 262 22 | 19 | 39 | 55 | 80 | 168 | 262 | 262 23 | 18 | 38 | 57 | 80 | 167 | 262 | 262 24 | 18 | 38 | 59 | 80 | 167 | 261 | 261 25 | 17 | 37 | 62 | 79 | 166 | 261 | 261 26 | 17 | 37 | 64 | 79 | 166 | 260 | 260 27 | 17 | 36 | 67 | 78 | 166 | 260 | 260 28 | 16 | 36 | 69 | 78 | 165 | 260 | 260 29 | 16 | 36 | 72 | 77 | 165 | 259 | 259 30 | 15 | 35 | 74 | 77 | 164 | 259 | 259 3.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 46 | 59 | 65 | 87 | 207 | 303 | 3053 2 | 49 | 61 | 68 | 90 | 210 | 335 | 2271 3 | 51 | 65 | 73 | 98 | 207 | 349 | 1714 4 | 52 | 67 | 77 | 103 | 206 | 349 | 1327 5 | 53 | 69 | 81 | 105 | 207 | 342 | 1055 6 | 55 | 72 | 84 | 109 | 207 | 330 | 858 7 | 57 | 75 | 86 | 111 | 207 | 315 | 712 8 | 56 | 75 | 86 | 113 | 206 | 301 | 600 9 | 56 | 76 | 88 | 116 | 206 | 301 | 512 10 | 57 | 76 | 89 | 118 | 206 | 300 | 442 11 | 57 | 76 | 89 | 118 | 206 | 300 | 385 12 | 56 | 76 | 89 | 118 | 205 | 299 | 337 13 | 55 | 75 | 88 | 117 | 204 | 299 | 299 14 | 54 | 74 | 87 | 116 | 203 | 298 | 298 15 | 54 | 73 | 86 | 115 | 203 | 297 | 297 16 | 53 | 73 | 86 | 114 | 202 | 296 | 296 17 | 52 | 72 | 85 | 114 | 201 | 295 | 295 18 | 51 | 71 | 84 | 113 | 200 | 295 | 295 19 | 51 | 71 | 83 | 112 | 200 | 294 | 294 20 | 50 | 70 | 83 | 112 | 199 | 294 | 294 21 | 49 | 69 | 82 | 111 | 198 | 293 | 293 22 | 48 | 68 | 81 | 110 | 198 | 292 | 292 23 | 48 | 68 | 80 | 109 | 197 | 291 | 291 24 | 47 | 67 | 79 | 108 | 196 | 290 | 290 25 | 46 | 66 | 79 | 108 | 195 | 289 | 289 26 | 45 | 65 | 78 | 107 | 194 | 288 | 288 27 | 44 | 64 | 77 | 106 | 193 | 287 | 287 28 | 43 | 63 | 76 | 105 | 192 | 287 | 287 29 | 42 | 62 | 75 | 104 | 191 | 286 | 286 30 | 41 | 61 | 76 | 103 | 190 | 285 | 285 3.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 77 | 90 | 97 | 119 | 239 | 335 | 3143 2 | 82 | 95 | 101 | 123 | 243 | 348 | 2366 3 | 82 | 95 | 104 | 129 | 238 | 365 | 1798 4 | 81 | 96 | 106 | 132 | 235 | 367 | 1395 5 | 84 | 100 | 112 | 136 | 237 | 360 | 1110 6 | 86 | 103 | 115 | 140 | 238 | 348 | 904 7 | 88 | 106 | 117 | 142 | 238 | 333 | 751 8 | 89 | 108 | 119 | 146 | 239 | 334 | 635 9 | 90 | 109 | 121 | 149 | 240 | 334 | 544 10 | 91 | 110 | 123 | 151 | 240 | 334 | 470 11 | 90 | 110 | 123 | 152 | 239 | 334 | 410 12 | 89 | 109 | 122 | 151 | 239 | 333 | 360 13 | 88 | 108 | 121 | 150 | 237 | 332 | 332 14 | 87 | 107 | 120 | 149 | 236 | 330 | 330 15 | 85 | 105 | 118 | 147 | 234 | 329 | 329 16 | 84 | 104 | 117 | 146 | 233 | 328 | 328 17 | 83 | 103 | 115 | 144 | 232 | 326 | 326 18 | 81 | 101 | 114 | 143 | 230 | 325 | 325 19 | 80 | 100 | 113 | 142 | 229 | 323 | 323 20 | 79 | 99 | 111 | 140 | 228 | 322 | 322 21 | 77 | 97 | 110 | 139 | 226 | 321 | 321 22 | 76 | 96 | 109 | 137 | 225 | 319 | 319 23 | 74 | 94 | 107 | 136 | 223 | 318 | 318 24 | 73 | 92 | 105 | 134 | 222 | 316 | 316 25 | 71 | 91 | 104 | 133 | 220 | 314 | 314 26 | 69 | 89 | 102 | 131 | 218 | 313 | 313 27 | 68 | 88 | 100 | 129 | 217 | 311 | 311 28 | 66 | 86 | 99 | 128 | 215 | 310 | 310 29 | 65 | 85 | 97 | 126 | 214 | 308 | 308 30 | 63 | 83 | 96 | 125 | 212 | 307 | 307 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 | 6 | 19 | 25 | 47 | 167 | 298 | 3073 2 | 9 | 22 | 28 | 50 | 170 | 337 | 2287 3 | 10 | 24 | 33 | 57 | 167 | 351 | 1725 4 | 12 | 27 | 37 | 63 | 166 | 350 | 1333 5 | 14 | 30 | 42 | 66 | 167 | 342 | 1056 6 | 16 | 33 | 45 | 70 | 168 | 329 | 856 7 | 18 | 36 | 47 | 72 | 168 | 313 | 708 8 | 18 | 37 | 48 | 74 | 168 | 296 | 595 9 | 18 | 38 | 50 | 77 | 168 | 280 | 506 10 | 19 | 38 | 51 | 79 | 168 | 263 | 436 11 | 19 | 39 | 51 | 80 | 168 | 262 | 378 12 | 18 | 38 | 51 | 80 | 167 | 262 | 331 13 | 18 | 38 | 51 | 80 | 167 | 261 | 291 14 | 17 | 37 | 50 | 79 | 166 | 261 | 261 15 | 16 | 36 | 49 | 78 | 165 | 260 | 260 16 | 16 | 35 | 48 | 77 | 165 | 259 | 259 17 | 15 | 35 | 48 | 77 | 164 | 259 | 259 18 | 15 | 35 | 48 | 77 | 164 | 258 | 258 19 | 15 | 35 | 48 | 76 | 164 | 258 | 258 20 | 15 | 35 | 50 | 77 | 164 | 258 | 258 21 | 15 | 35 | 53 | 77 | 164 | 258 | 258 22 | 15 | 35 | 55 | 77 | 164 | 258 | 258 23 | 15 | 35 | 57 | 77 | 164 | 258 | 258 24 | 15 | 35 | 60 | 77 | 164 | 258 | 258 25 | 15 | 35 | 62 | 76 | 164 | 258 | 258 26 | 14 | 34 | 65 | 76 | 164 | 258 | 258 27 | 14 | 34 | 67 | 76 | 163 | 258 | 258 28 | 14 | 34 | 69 | 76 | 163 | 258 | 258 29 | 14 | 34 | 72 | 76 | 163 | 257 | 257 30 | 14 | 34 | 74 | 75 | 163 | 257 | 257 3.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 91 | 104 | 110 | 132 | 252 | 348 | 3225 2 | 91 | 104 | 111 | 133 | 253 | 355 | 2418 3 | 91 | 104 | 113 | 138 | 247 | 372 | 1834 4 | 90 | 105 | 116 | 141 | 245 | 373 | 1423 5 | 91 | 107 | 119 | 143 | 244 | 365 | 1131 6 | 92 | 109 | 120 | 145 | 243 | 352 | 919 7 | 93 | 111 | 122 | 147 | 243 | 337 | 761 8 | 93 | 111 | 123 | 149 | 243 | 337 | 640 9 | 92 | 111 | 123 | 151 | 242 | 336 | 546 10 | 91 | 111 | 123 | 152 | 240 | 335 | 470 11 | 90 | 109 | 122 | 151 | 239 | 333 | 408 12 | 88 | 108 | 120 | 149 | 237 | 331 | 357 13 | 86 | 106 | 119 | 148 | 235 | 329 | 329 14 | 84 | 104 | 117 | 146 | 233 | 327 | 327 15 | 82 | 102 | 115 | 144 | 231 | 326 | 326 16 | 80 | 100 | 113 | 142 | 229 | 324 | 324 17 | 79 | 98 | 111 | 140 | 228 | 322 | 322 18 | 77 | 97 | 110 | 139 | 226 | 321 | 321 19 | 76 | 96 | 108 | 137 | 225 | 319 | 319 20 | 75 | 95 | 107 | 136 | 224 | 318 | 318 21 | 74 | 93 | 106 | 135 | 223 | 317 | 317 22 | 72 | 92 | 105 | 134 | 221 | 316 | 316 23 | 71 | 91 | 104 | 133 | 220 | 315 | 315 24 | 70 | 90 | 103 | 132 | 219 | 314 | 314 25 | 69 | 89 | 102 | 131 | 218 | 312 | 312 26 | 68 | 88 | 100 | 129 | 217 | 311 | 311 27 | 66 | 86 | 99 | 128 | 216 | 310 | 310 28 | 65 | 85 | 98 | 127 | 214 | 309 | 309 29 | 64 | 84 | 97 | 126 | 213 | 308 | 308 30 | 63 | 83 | 96 | 125 | 212 | 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 | 326 | 339 | 345 | 367 | 487 | 583 | 3266 2 | 79 | 92 | 98 | 120 | 240 | 356 | 2433 3 | 81 | 94 | 103 | 128 | 237 | 372 | 1838 4 | 83 | 98 | 108 | 134 | 237 | 372 | 1422 5 | 85 | 101 | 112 | 137 | 238 | 363 | 1128 6 | 87 | 104 | 115 | 140 | 239 | 350 | 916 7 | 89 | 107 | 118 | 143 | 239 | 335 | 758 8 | 90 | 108 | 120 | 146 | 240 | 334 | 638 9 | 90 | 109 | 121 | 149 | 240 | 334 | 544 10 | 90 | 110 | 123 | 151 | 240 | 334 | 468 11 | 90 | 110 | 123 | 152 | 239 | 334 | 407 12 | 90 | 110 | 123 | 152 | 240 | 334 | 357 13 | 91 | 111 | 124 | 153 | 240 | 334 | 334 14 | 91 | 111 | 124 | 153 | 240 | 335 | 335 15 | 92 | 112 | 125 | 154 | 241 | 336 | 336 16 | 93 | 113 | 126 | 155 | 242 | 336 | 336 17 | 94 | 114 | 127 | 156 | 243 | 337 | 337 18 | 95 | 115 | 128 | 157 | 244 | 338 | 338 19 | 96 | 116 | 129 | 158 | 245 | 339 | 339 20 | 96 | 116 | 129 | 158 | 245 | 340 | 340 21 | 96 | 116 | 129 | 158 | 245 | 340 | 340 22 | 96 | 116 | 129 | 158 | 245 | 340 | 340 23 | 95 | 115 | 128 | 157 | 245 | 339 | 339 24 | 95 | 115 | 127 | 156 | 244 | 338 | 338 25 | 94 | 113 | 126 | 155 | 243 | 337 | 337 26 | 92 | 112 | 125 | 154 | 241 | 336 | 336 27 | 91 | 111 | 124 | 153 | 240 | 335 | 335 28 | 90 | 110 | 122 | 151 | 239 | 333 | 333 29 | 88 | 108 | 121 | 150 | 237 | 332 | 332 30 | 87 | 107 | 120 | 149 | 236 | 330 | 330 3.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 6 | 12 | 35 | 154 | 296 | 3055 2 | 0 | 6 | 12 | 34 | 154 | 335 | 2275 3 | 1 | 6 | 14 | 39 | 149 | 349 | 1717 4 | 1 | 6 | 17 | 42 | 145 | 349 | 1326 5 | 1 | 7 | 19 | 43 | 145 | 340 | 1050 6 | 2 | 9 | 21 | 46 | 144 | 327 | 851 7 | 2 | 11 | 22 | 47 | 143 | 311 | 704 8 | 2 | 11 | 22 | 49 | 142 | 295 | 591 9 | 2 | 11 | 24 | 51 | 141 | 278 | 503 10 | 4 | 11 | 26 | 52 | 141 | 261 | 433 11 | 4 | 11 | 29 | 53 | 141 | 245 | 376 12 | 4 | 11 | 32 | 53 | 141 | 235 | 329 13 | 4 | 12 | 33 | 53 | 141 | 235 | 290 14 | 4 | 12 | 36 | 54 | 141 | 235 | 257 15 | 5 | 12 | 39 | 54 | 141 | 236 | 236 16 | 6 | 12 | 40 | 54 | 141 | 236 | 236 17 | 6 | 14 | 43 | 54 | 142 | 236 | 236 18 | 6 | 14 | 46 | 55 | 142 | 237 | 237 19 | 7 | 15 | 48 | 55 | 143 | 237 | 237 20 | 7 | 16 | 50 | 56 | 144 | 238 | 238 21 | 7 | 17 | 53 | 57 | 144 | 239 | 239 22 | 8 | 17 | 55 | 60 | 145 | 240 | 240 23 | 8 | 19 | 57 | 62 | 146 | 240 | 240 24 | 8 | 20 | 60 | 64 | 146 | 241 | 241 25 | 9 | 20 | 62 | 65 | 147 | 241 | 241 26 | 9 | 22 | 65 | 67 | 147 | 241 | 241 27 | 9 | 22 | 67 | 69 | 147 | 242 | 242 28 | 10 | 23 | 69 | 71 | 148 | 242 | 242 29 | 10 | 24 | 72 | 73 | 148 | 242 | 242 30 | 10 | 24 | 74 | 74 | 148 | 243 | 243 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 61 | 67 | 89 | 209 | 306 | 3054 2 | 49 | 62 | 68 | 90 | 210 | 335 | 2273 3 | 48 | 62 | 70 | 95 | 204 | 349 | 1715 4 | 47 | 62 | 72 | 98 | 201 | 348 | 1325 5 | 47 | 63 | 75 | 99 | 200 | 340 | 1050 6 | 48 | 65 | 77 | 102 | 200 | 327 | 852 7 | 48 | 67 | 77 | 102 | 199 | 312 | 704 8 | 48 | 67 | 78 | 105 | 198 | 295 | 592 9 | 48 | 67 | 79 | 107 | 197 | 292 | 504 10 | 47 | 66 | 79 | 108 | 196 | 290 | 434 11 | 45 | 65 | 78 | 107 | 195 | 289 | 377 12 | 44 | 64 | 77 | 106 | 193 | 287 | 330 13 | 43 | 62 | 75 | 104 | 192 | 286 | 291 14 | 41 | 61 | 74 | 103 | 190 | 285 | 285 15 | 40 | 60 | 73 | 101 | 189 | 283 | 283 16 | 38 | 58 | 71 | 100 | 187 | 282 | 282 17 | 37 | 57 | 70 | 99 | 186 | 281 | 281 18 | 36 | 56 | 69 | 98 | 185 | 280 | 280 19 | 35 | 55 | 68 | 97 | 184 | 279 | 279 20 | 35 | 55 | 67 | 96 | 184 | 278 | 278 21 | 34 | 54 | 67 | 96 | 183 | 278 | 278 22 | 34 | 53 | 66 | 95 | 183 | 277 | 277 23 | 33 | 53 | 66 | 95 | 182 | 276 | 276 24 | 32 | 52 | 65 | 94 | 181 | 276 | 276 25 | 31 | 51 | 64 | 93 | 180 | 275 | 275 26 | 31 | 51 | 65 | 92 | 180 | 274 | 274 27 | 30 | 50 | 67 | 92 | 179 | 274 | 274 28 | 29 | 49 | 69 | 91 | 178 | 273 | 273 29 | 29 | 49 | 72 | 90 | 178 | 272 | 272 30 | 28 | 48 | 74 | 90 | 177 | 272 | 272 3.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 111 | 124 | 131 | 153 | 273 | 369 | 3220 2 | 112 | 125 | 132 | 154 | 274 | 370 | 2404 3 | 113 | 127 | 136 | 160 | 270 | 369 | 1822 4 | 114 | 129 | 139 | 165 | 268 | 371 | 1415 5 | 115 | 131 | 143 | 167 | 268 | 364 | 1127 6 | 117 | 134 | 145 | 170 | 268 | 363 | 919 7 | 118 | 136 | 147 | 172 | 268 | 362 | 763 8 | 117 | 136 | 147 | 174 | 267 | 362 | 644 9 | 117 | 136 | 148 | 176 | 266 | 361 | 550 10 | 116 | 136 | 149 | 177 | 266 | 360 | 475 11 | 115 | 135 | 148 | 177 | 264 | 359 | 414 12 | 114 | 133 | 146 | 175 | 263 | 357 | 363 13 | 112 | 132 | 144 | 173 | 261 | 355 | 355 14 | 110 | 130 | 142 | 171 | 259 | 353 | 353 15 | 108 | 127 | 140 | 169 | 257 | 351 | 351 16 | 105 | 125 | 138 | 167 | 254 | 349 | 349 17 | 103 | 123 | 136 | 165 | 252 | 346 | 346 18 | 101 | 121 | 134 | 163 | 250 | 344 | 344 19 | 99 | 119 | 132 | 161 | 248 | 342 | 342 20 | 97 | 117 | 130 | 159 | 246 | 341 | 341 21 | 95 | 115 | 128 | 157 | 244 | 339 | 339 22 | 94 | 113 | 126 | 155 | 243 | 337 | 337 23 | 92 | 112 | 125 | 153 | 241 | 335 | 335 24 | 90 | 110 | 123 | 152 | 239 | 333 | 333 25 | 88 | 108 | 121 | 150 | 237 | 332 | 332 26 | 86 | 106 | 119 | 148 | 235 | 330 | 330 27 | 85 | 104 | 117 | 146 | 234 | 328 | 328 28 | 83 | 103 | 116 | 145 | 232 | 326 | 326 29 | 81 | 101 | 114 | 143 | 230 | 325 | 325 30 | 80 | 99 | 112 | 141 | 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 | 164 | 177 | 184 | 206 | 326 | 422 | 3161 2 | 174 | 187 | 193 | 215 | 335 | 431 | 2387 3 | 178 | 192 | 200 | 225 | 334 | 431 | 1822 4 | 179 | 194 | 204 | 230 | 333 | 428 | 1419 5 | 180 | 196 | 208 | 232 | 333 | 428 | 1131 6 | 180 | 197 | 209 | 234 | 332 | 426 | 921 7 | 181 | 199 | 210 | 235 | 331 | 425 | 764 8 | 179 | 198 | 209 | 236 | 329 | 424 | 643 9 | 178 | 198 | 210 | 237 | 328 | 422 | 549 10 | 177 | 197 | 210 | 238 | 327 | 421 | 473 11 | 176 | 196 | 208 | 237 | 325 | 419 | 419 12 | 173 | 193 | 206 | 235 | 322 | 417 | 417 13 | 170 | 190 | 203 | 232 | 319 | 414 | 414 14 | 167 | 187 | 200 | 229 | 316 | 411 | 411 15 | 164 | 184 | 197 | 226 | 313 | 408 | 408 16 | 161 | 181 | 194 | 223 | 310 | 405 | 405 17 | 158 | 178 | 191 | 220 | 307 | 402 | 402 18 | 155 | 175 | 188 | 217 | 304 | 399 | 399 19 | 152 | 172 | 185 | 214 | 301 | 396 | 396 20 | 149 | 169 | 182 | 211 | 298 | 393 | 393 21 | 146 | 166 | 179 | 208 | 295 | 390 | 390 22 | 143 | 163 | 176 | 205 | 292 | 387 | 387 23 | 140 | 160 | 173 | 202 | 289 | 383 | 383 24 | 137 | 157 | 170 | 199 | 286 | 380 | 380 25 | 134 | 154 | 167 | 195 | 283 | 377 | 377 26 | 131 | 151 | 164 | 192 | 280 | 374 | 374 27 | 128 | 148 | 161 | 190 | 277 | 371 | 371 28 | 125 | 145 | 158 | 187 | 274 | 368 | 368 29 | 122 | 142 | 155 | 184 | 271 | 366 | 366 30 | 120 | 139 | 152 | 181 | 269 | 363 | 363 3.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 26 | 39 | 45 | 67 | 187 | 304 | 3144 2 | 27 | 40 | 46 | 68 | 188 | 345 | 2343 3 | 26 | 40 | 49 | 73 | 183 | 359 | 1769 4 | 26 | 41 | 51 | 77 | 180 | 359 | 1367 5 | 27 | 42 | 54 | 78 | 180 | 350 | 1084 6 | 27 | 44 | 56 | 81 | 179 | 337 | 879 7 | 28 | 46 | 57 | 82 | 178 | 321 | 727 8 | 27 | 46 | 57 | 84 | 177 | 304 | 611 9 | 26 | 46 | 58 | 86 | 176 | 287 | 520 10 | 26 | 46 | 59 | 87 | 175 | 270 | 448 11 | 26 | 45 | 58 | 87 | 175 | 269 | 389 12 | 25 | 45 | 58 | 87 | 174 | 268 | 340 13 | 24 | 44 | 57 | 86 | 173 | 268 | 300 14 | 24 | 44 | 57 | 86 | 173 | 267 | 267 15 | 24 | 44 | 56 | 85 | 173 | 267 | 267 16 | 24 | 43 | 56 | 85 | 173 | 267 | 267 17 | 23 | 43 | 56 | 85 | 172 | 267 | 267 18 | 23 | 43 | 56 | 85 | 173 | 267 | 267 19 | 24 | 43 | 56 | 85 | 173 | 267 | 267 20 | 24 | 44 | 56 | 85 | 173 | 267 | 267 21 | 24 | 44 | 56 | 85 | 173 | 267 | 267 22 | 24 | 44 | 57 | 85 | 173 | 267 | 267 23 | 23 | 43 | 59 | 85 | 172 | 267 | 267 24 | 23 | 43 | 61 | 85 | 172 | 267 | 267 25 | 23 | 43 | 64 | 85 | 172 | 266 | 266 26 | 23 | 43 | 66 | 84 | 172 | 266 | 266 27 | 22 | 42 | 69 | 84 | 171 | 266 | 266 28 | 22 | 42 | 71 | 84 | 171 | 266 | 266 29 | 22 | 42 | 73 | 83 | 171 | 265 | 265 30 | 21 | 41 | 77 | 83 | 170 | 265 | 265 3.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 23 | 36 | 43 | 65 | 185 | 304 | 3136 2 | 25 | 38 | 44 | 66 | 186 | 344 | 2341 3 | 26 | 40 | 48 | 73 | 182 | 359 | 1769 4 | 27 | 42 | 52 | 78 | 181 | 359 | 1368 5 | 29 | 45 | 56 | 80 | 182 | 351 | 1085 6 | 30 | 47 | 59 | 84 | 182 | 338 | 881 7 | 32 | 50 | 61 | 86 | 182 | 322 | 729 8 | 32 | 51 | 62 | 89 | 182 | 305 | 613 9 | 33 | 52 | 64 | 92 | 182 | 288 | 522 10 | 33 | 53 | 66 | 94 | 183 | 277 | 449 11 | 34 | 54 | 67 | 96 | 183 | 278 | 390 12 | 34 | 54 | 67 | 96 | 183 | 278 | 342 13 | 34 | 54 | 67 | 96 | 183 | 278 | 301 14 | 34 | 54 | 67 | 96 | 183 | 277 | 277 15 | 34 | 54 | 67 | 95 | 183 | 277 | 277 16 | 33 | 53 | 66 | 95 | 182 | 277 | 277 17 | 33 | 53 | 66 | 95 | 182 | 277 | 277 18 | 33 | 53 | 66 | 95 | 182 | 277 | 277 19 | 33 | 53 | 66 | 95 | 182 | 277 | 277 20 | 34 | 54 | 67 | 95 | 183 | 277 | 277 21 | 34 | 54 | 67 | 96 | 183 | 277 | 277 22 | 34 | 54 | 67 | 96 | 183 | 277 | 277 23 | 34 | 53 | 66 | 95 | 183 | 277 | 277 24 | 33 | 53 | 66 | 95 | 182 | 277 | 277 25 | 33 | 53 | 66 | 95 | 182 | 276 | 276 26 | 32 | 52 | 67 | 94 | 181 | 276 | 276 27 | 32 | 52 | 70 | 94 | 181 | 275 | 275 28 | 31 | 51 | 72 | 93 | 180 | 275 | 275 29 | 31 | 51 | 75 | 92 | 180 | 274 | 274 30 | 30 | 50 | 77 | 92 | 179 | 274 | 274 3.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 122 | 134 | 141 | 163 | 283 | 379 | 3254 2 | 120 | 133 | 140 | 162 | 282 | 378 | 2433 3 | 119 | 132 | 141 | 166 | 275 | 373 | 1842 4 | 118 | 133 | 143 | 169 | 272 | 373 | 1426 5 | 118 | 134 | 146 | 170 | 271 | 365 | 1131 6 | 118 | 135 | 146 | 171 | 269 | 364 | 919 7 | 118 | 136 | 147 | 172 | 268 | 363 | 760 8 | 118 | 136 | 148 | 174 | 268 | 362 | 639 9 | 117 | 136 | 148 | 176 | 266 | 361 | 545 10 | 116 | 136 | 149 | 177 | 266 | 360 | 469 11 | 116 | 136 | 149 | 177 | 265 | 359 | 407 12 | 115 | 135 | 147 | 176 | 264 | 358 | 358 13 | 113 | 133 | 146 | 175 | 262 | 357 | 357 14 | 112 | 132 | 145 | 174 | 261 | 356 | 356 15 | 110 | 130 | 143 | 172 | 259 | 353 | 353 16 | 108 | 128 | 141 | 170 | 257 | 351 | 351 17 | 105 | 125 | 138 | 167 | 254 | 349 | 349 18 | 103 | 123 | 136 | 165 | 252 | 346 | 346 19 | 101 | 121 | 134 | 163 | 250 | 344 | 344 20 | 99 | 119 | 131 | 160 | 248 | 342 | 342 21 | 96 | 116 | 129 | 158 | 245 | 340 | 340 22 | 94 | 114 | 127 | 156 | 243 | 338 | 338 23 | 92 | 112 | 125 | 154 | 241 | 335 | 335 24 | 90 | 110 | 123 | 152 | 239 | 333 | 333 25 | 88 | 108 | 120 | 149 | 237 | 331 | 331 26 | 85 | 105 | 118 | 147 | 235 | 329 | 329 27 | 83 | 103 | 116 | 145 | 232 | 327 | 327 28 | 81 | 101 | 114 | 143 | 230 | 325 | 325 29 | 79 | 99 | 112 | 141 | 228 | 323 | 323 30 | 77 | 97 | 110 | 139 | 226 | 321 | 321 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 | 7 | 13 | 35 | 155 | 296 | 3051 2 | 0 | 9 | 15 | 37 | 157 | 335 | 2273 3 | 1 | 10 | 19 | 44 | 153 | 349 | 1716 4 | 1 | 13 | 23 | 48 | 152 | 349 | 1326 5 | 1 | 15 | 27 | 51 | 153 | 340 | 1051 6 | 2 | 18 | 30 | 55 | 153 | 327 | 853 7 | 3 | 21 | 32 | 57 | 153 | 312 | 705 8 | 3 | 22 | 33 | 60 | 153 | 296 | 593 9 | 3 | 23 | 35 | 63 | 153 | 279 | 505 10 | 4 | 23 | 36 | 65 | 153 | 262 | 434 11 | 4 | 24 | 36 | 65 | 153 | 247 | 377 12 | 4 | 23 | 36 | 65 | 152 | 247 | 330 13 | 4 | 23 | 36 | 65 | 152 | 247 | 290 14 | 4 | 23 | 36 | 65 | 152 | 246 | 257 15 | 5 | 23 | 39 | 65 | 152 | 246 | 246 16 | 6 | 22 | 40 | 64 | 151 | 246 | 246 17 | 6 | 22 | 43 | 64 | 151 | 246 | 246 18 | 6 | 22 | 46 | 64 | 151 | 246 | 246 19 | 7 | 22 | 48 | 64 | 152 | 246 | 246 20 | 7 | 23 | 50 | 65 | 152 | 247 | 247 21 | 7 | 23 | 53 | 65 | 153 | 247 | 247 22 | 8 | 24 | 54 | 66 | 153 | 247 | 247 23 | 8 | 24 | 57 | 66 | 153 | 248 | 248 24 | 8 | 24 | 59 | 66 | 153 | 248 | 248 25 | 9 | 24 | 62 | 66 | 154 | 248 | 248 26 | 9 | 25 | 64 | 67 | 154 | 248 | 248 27 | 9 | 25 | 67 | 69 | 154 | 248 | 248 28 | 10 | 25 | 69 | 71 | 154 | 248 | 248 29 | 10 | 25 | 72 | 72 | 154 | 248 | 248 30 | 10 | 25 | 74 | 74 | 154 | 248 | 248 3.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 44 | 50 | 73 | 192 | 298 | 3074 2 | 31 | 44 | 51 | 73 | 193 | 337 | 2289 3 | 30 | 44 | 52 | 77 | 186 | 351 | 1728 4 | 29 | 44 | 54 | 80 | 183 | 351 | 1335 5 | 29 | 44 | 56 | 80 | 182 | 342 | 1057 6 | 31 | 48 | 60 | 85 | 183 | 329 | 857 7 | 29 | 47 | 58 | 83 | 179 | 313 | 708 8 | 33 | 52 | 63 | 89 | 183 | 296 | 595 9 | 32 | 51 | 63 | 91 | 182 | 280 | 506 10 | 27 | 47 | 59 | 88 | 176 | 271 | 435 11 | 23 | 42 | 55 | 84 | 172 | 266 | 378 12 | 19 | 39 | 52 | 81 | 168 | 263 | 330 13 | 17 | 37 | 50 | 79 | 166 | 260 | 291 14 | 15 | 35 | 48 | 77 | 164 | 258 | 258 15 | 13 | 33 | 46 | 75 | 162 | 257 | 257 16 | 12 | 32 | 45 | 74 | 161 | 255 | 255 17 | 11 | 31 | 44 | 73 | 160 | 255 | 255 18 | 10 | 30 | 46 | 72 | 159 | 254 | 254 19 | 10 | 30 | 47 | 72 | 159 | 254 | 254 20 | 10 | 30 | 50 | 72 | 159 | 254 | 254 21 | 10 | 30 | 53 | 72 | 159 | 254 | 254 22 | 10 | 30 | 54 | 72 | 159 | 254 | 254 23 | 10 | 30 | 57 | 72 | 159 | 253 | 253 24 | 10 | 30 | 59 | 72 | 159 | 253 | 253 25 | 10 | 30 | 62 | 72 | 159 | 253 | 253 26 | 10 | 30 | 64 | 71 | 159 | 253 | 253 27 | 10 | 29 | 67 | 71 | 159 | 253 | 253 28 | 10 | 29 | 69 | 71 | 158 | 253 | 253 29 | 10 | 29 | 72 | 72 | 158 | 253 | 253 30 | 10 | 29 | 74 | 74 | 158 | 253 | 253 3.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 196 | 209 | 215 | 237 | 357 | 454 | 3493 2 | 192 | 205 | 212 | 234 | 354 | 450 | 2628 3 | 187 | 201 | 209 | 234 | 343 | 440 | 1996 4 | 182 | 197 | 207 | 233 | 336 | 431 | 1549 5 | 178 | 194 | 206 | 230 | 331 | 426 | 1232 6 | 175 | 192 | 203 | 228 | 326 | 421 | 1003 7 | 172 | 190 | 201 | 226 | 322 | 416 | 832 8 | 167 | 186 | 197 | 224 | 317 | 412 | 702 9 | 163 | 183 | 195 | 223 | 313 | 407 | 600 10 | 159 | 179 | 192 | 220 | 309 | 403 | 518 11 | 156 | 175 | 188 | 217 | 305 | 399 | 450 12 | 151 | 171 | 184 | 213 | 301 | 395 | 395 13 | 148 | 167 | 180 | 209 | 297 | 391 | 391 14 | 144 | 164 | 176 | 205 | 293 | 387 | 387 15 | 140 | 160 | 173 | 202 | 289 | 384 | 384 16 | 137 | 157 | 169 | 198 | 286 | 380 | 380 17 | 133 | 153 | 166 | 195 | 283 | 377 | 377 18 | 130 | 150 | 163 | 192 | 279 | 374 | 374 19 | 128 | 147 | 160 | 189 | 277 | 371 | 371 20 | 125 | 145 | 158 | 187 | 274 | 368 | 368 21 | 122 | 142 | 155 | 184 | 271 | 366 | 366 22 | 119 | 139 | 152 | 181 | 268 | 363 | 363 23 | 117 | 137 | 149 | 178 | 266 | 360 | 360 24 | 114 | 134 | 147 | 176 | 263 | 358 | 358 25 | 112 | 131 | 144 | 173 | 261 | 355 | 355 26 | 109 | 129 | 142 | 171 | 258 | 353 | 353 27 | 107 | 127 | 139 | 168 | 256 | 350 | 350 28 | 104 | 124 | 137 | 166 | 253 | 348 | 348 29 | 102 | 122 | 135 | 164 | 251 | 346 | 346 30 | 100 | 120 | 133 | 162 | 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 | 26 | 52 | 172 | 297 | 3056 2 | 0 | 15 | 26 | 52 | 172 | 335 | 2274 3 | 1 | 17 | 28 | 57 | 169 | 349 | 1715 4 | 1 | 20 | 32 | 62 | 167 | 348 | 1325 5 | 2 | 23 | 37 | 67 | 168 | 340 | 1050 6 | 5 | 27 | 39 | 69 | 169 | 327 | 851 7 | 7 | 31 | 42 | 72 | 169 | 312 | 704 8 | 10 | 34 | 46 | 74 | 169 | 295 | 592 9 | 11 | 37 | 50 | 76 | 169 | 278 | 504 10 | 12 | 39 | 51 | 77 | 169 | 264 | 434 11 | 13 | 40 | 53 | 78 | 169 | 264 | 377 12 | 14 | 41 | 54 | 80 | 169 | 264 | 330 13 | 15 | 43 | 55 | 80 | 169 | 264 | 290 14 | 15 | 44 | 55 | 80 | 169 | 264 | 264 15 | 15 | 44 | 55 | 80 | 169 | 264 | 264 16 | 15 | 44 | 55 | 80 | 169 | 263 | 263 17 | 15 | 44 | 55 | 80 | 169 | 263 | 263 18 | 15 | 44 | 55 | 80 | 169 | 263 | 263 19 | 15 | 44 | 55 | 80 | 169 | 264 | 264 20 | 15 | 44 | 55 | 80 | 169 | 264 | 264 21 | 15 | 44 | 55 | 80 | 170 | 264 | 264 22 | 15 | 44 | 55 | 80 | 170 | 264 | 264 23 | 15 | 44 | 57 | 80 | 170 | 264 | 264 24 | 15 | 44 | 59 | 80 | 170 | 264 | 264 25 | 15 | 44 | 62 | 80 | 170 | 264 | 264 26 | 15 | 44 | 64 | 80 | 169 | 264 | 264 27 | 15 | 44 | 66 | 80 | 169 | 264 | 264 28 | 15 | 44 | 68 | 80 | 169 | 263 | 263 29 | 15 | 44 | 71 | 80 | 169 | 263 | 263 30 | 15 | 44 | 73 | 80 | 168 | 263 | 263 3.32 Yen Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 3 | 13 | 133 | 296 | 3047 2 | 0 | 1 | 6 | 14 | 132 | 334 | 2268 3 | 1 | 1 | 9 | 17 | 125 | 348 | 1711 4 | 1 | 3 | 11 | 19 | 121 | 347 | 1321 5 | 1 | 4 | 14 | 22 | 120 | 339 | 1046 6 | 2 | 4 | 16 | 25 | 120 | 326 | 848 7 | 2 | 6 | 19 | 27 | 120 | 310 | 701 8 | 2 | 6 | 22 | 30 | 120 | 293 | 589 9 | 2 | 7 | 24 | 31 | 120 | 277 | 501 10 | 4 | 8 | 26 | 34 | 120 | 260 | 431 11 | 4 | 9 | 29 | 36 | 120 | 244 | 374 12 | 4 | 9 | 31 | 38 | 120 | 229 | 327 13 | 4 | 10 | 33 | 41 | 120 | 215 | 288 14 | 4 | 11 | 36 | 43 | 120 | 215 | 255 15 | 5 | 12 | 38 | 44 | 121 | 215 | 227 16 | 6 | 12 | 40 | 47 | 121 | 215 | 215 17 | 6 | 14 | 43 | 49 | 121 | 216 | 216 18 | 6 | 14 | 45 | 51 | 122 | 216 | 216 19 | 7 | 15 | 47 | 53 | 122 | 217 | 217 20 | 7 | 16 | 50 | 54 | 123 | 217 | 217 21 | 7 | 17 | 52 | 57 | 123 | 218 | 218 22 | 7 | 17 | 54 | 59 | 124 | 218 | 218 23 | 8 | 19 | 57 | 60 | 126 | 218 | 218 24 | 8 | 19 | 59 | 62 | 128 | 219 | 219 25 | 8 | 20 | 61 | 64 | 129 | 219 | 219 26 | 9 | 21 | 63 | 66 | 130 | 219 | 219 27 | 9 | 22 | 66 | 68 | 131 | 219 | 219 28 | 10 | 22 | 68 | 70 | 132 | 219 | 219 29 | 10 | 24 | 70 | 72 | 133 | 219 | 219 30 | 10 | 24 | 73 | 74 | 135 | 219 | 219 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 19 Euro | Belgium | 19 Euro | Cyprus | 19 Euro | Estonia | 19 Euro | Finland | 19 Euro | France | 19 Euro | Germany | 19 Euro | Greece | 19 Euro | Ireland | 19 Euro | Italy | 19 Euro | Latvia | 19 Euro | Lithuania | 19 Euro | Luxembourg | 19 Euro | Malta | 19 Euro | Netherlands | 19 Euro | Portugal | 19 Euro | Slovakia | 19 Euro | Slovenia | 19 Euro | Spain | 19 Czech koruna | Czech Republic | 13 Danish krone | Denmark | 31 Forint |

Hungary | 5 Krona | Sweden | 17 Kuna | Croatia | 6 Lev | Bulgaria | 11 Pound sterling | United Kingdom | 27 Romanian leu | Romania | 6 Zloty | Poland | 9 Króna | Iceland | 14 Norwegian krone | Norway | 36 Swiss franc | Liechtenstein | 15 Swiss franc | Switzerland | 15 Australian dollar | Australia | 10 Canadian dollar | Canada | 29 Renminbi-yuan | China | 54 Hong Kong dollar | Hong Kong | 8 US dollar | United States | 53 Yen | Japan | 12 * * *