COMMISSION IMPLEMENTING REGULATION (EU) 2023/967

17.5.2023 | EN | Official Journal of the European Union | L 133/125 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2023/967 of 16 May 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2023 until 29 June 2023 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. ---|--- (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 April 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2023 market data. That information was published on 5 April 2023 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2023 until 29 June 2023. 2\. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) | the relevant risk-free interest rate term structures set out in Annex I; ---|--- (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; ---|--- (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. ---|--- Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 March 2023. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 16 May 2023. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEXES I-III ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Lev ---|---|---|---|---|---|--- 1 | 3,472 % | 6,925 % | 3,462 % | 14,358 % | 3,582 % | 3,422 % 2 | 3,315 % | 5,947 % | 3,305 % | 12,571 % | 3,405 % | 3,265 % 3 | 3,140 % | 5,341 % | 3,130 % | 11,125 % | 3,164 % | 3,090 % 4 | 3,009 % | 4,965 % | 2,999 % | 9,982 % | 3,011 % | 2,959 % 5 | 2,930 % | 4,715 % | 2,920 % | 9,153 % | 2,914 % | 2,880 % 6 | 2,886 % | 4,550 % | 2,876 % | 8,584 % | 2,843 % | 2,836 % 7 | 2,860 % | 4,439 % | 2,850 % | 8,223 % | 2,793 % | 2,810 % 8 | 2,847 % | 4,363 % | 2,837 % | 8,023 % | 2,762 % | 2,798 % 9 | 2,845 % | 4,311 % | 2,835 % | 7,942 % | 2,748 % | 2,796 % 10 | 2,850 % | 4,276 % | 2,840 % | 7,927 % | 2,753 % | 2,800 % 11 | 2,837 % | 4,255 % | 2,827 % | 7,943 % | 2,775 % | 2,787 % 12 | 2,870 % | 4,242 % | 2,860 % | 7,960 % | 2,805 % | 2,820 % 13 | 2,889 % | 4,233 % | 2,879 % | 7,960 % | 2,839 % | 2,839 % 14 | 2,884 % | 4,225 % | 2,874 % | 7,941 % | 2,873 % | 2,834 % 15 | 2,860 % | 4,217 % | 2,850 % | 7,888 % | 2,905 % | 2,811 % 16 | 2,824 % | 4,206 % | 2,814 % | 7,821 % | 2,935 % | 2,774 % 17 | 2,781 % | 4,194 % | 2,771 % | 7,748 % | 2,963 % | 2,731 % 18 | 2,740 % | 4,180 % | 2,730 % | 7,671 % | 2,988 % | 2,690 % 19 | 2,703 % | 4,166 % | 2,693 % | 7,592 % | 3,011 % | 2,653 % 20 | 2,674 % | 4,151 % | 2,664 % | 7,512 % | 3,033 % | 2,625 % 21 | 2,655 % | 4,136 % | 2,646 % | 7,432 % | 3,052 % | 2,607 % 22 | 2,644 % | 4,121 % | 2,635 % | 7,353 % | 3,070 % | 2,597 % 23 | 2,640 % | 4,106 % | 2,631 % | 7,275 % | 3,086 % | 2,593 % 24 | 2,640 % | 4,091 % | 2,631 % | 7,198 % | 3,101 % | 2,595 % 25 | 2,644 % | 4,076 % | 2,635 % | 7,123 % | 3,115 % | 2,600 % 26 | 2,651 % | 4,061 % | 2,643 % | 7,051 % | 3,128 % | 2,608 % 27 | 2,660 % | 4,047 % | 2,652 % | 6,980 % | 3,140 % | 2,618 % 28 | 2,671 % | 4,033 % | 2,663 % | 6,912 % | 3,151 % | 2,630 % 29 | 2,683 % | 4,019 % | 2,675 % | 6,847 % | 3,161 % | 2,643 % 30 | 2,696 % | 4,006 % | 2,688 % | 6,783 % | 3,171 % | 2,657 % 31 | 2,709 % | 3,993 % | 2,701 % | 6,722 % | 3,180 % | 2,671 % 32 | 2,723 % | 3,980 % | 2,715 % | 6,664 % | 3,188 % | 2,686 % 33 | 2,736 % | 3,968 % | 2,729 % | 6,608 % | 3,196 % | 2,701 % 34 | 2,750 % | 3,956 % | 2,743 % | 6,554 % | 3,204 % | 2,715 % 35 | 2,764 % | 3,945 % | 2,758 % | 6,502 % | 3,211 % | 2,730 % 36 | 2,778 % | 3,934 % | 2,772 % | 6,452 % | 3,217 % | 2,745 % 37 | 2,792 % | 3,923 % | 2,785 % | 6,404 % | 3,223 % | 2,759 % 38 | 2,805 % | 3,913 % | 2,799 % | 6,358 % | 3,229 % | 2,774 % 39 | 2,818 % | 3,903 % | 2,812 % | 6,314 % | 3,235 % | 2,788 % 40 | 2,831 % | 3,893 % | 2,825 % | 6,272 % | 3,240 % | 2,801 % 41 | 2,844 % | 3,884 % | 2,838 % | 6,231 % | 3,246 % | 2,814 % 42 | 2,856 % | 3,875 % | 2,850 % | 6,192 % | 3,250 % | 2,827 % 43 | 2,868 % | 3,866 % | 2,862 % | 6,155 % | 3,255 % | 2,840 % 44 | 2,879 % | 3,858 % | 2,874 % | 6,119 % | 3,259 % | 2,852 % 45 | 2,891 % | 3,850 % | 2,885 % | 6,084 % | 3,264 % | 2,864 % 46 | 2,902 % | 3,842 % | 2,896 % | 6,051 % | 3,268 % | 2,875 % 47 | 2,912 % | 3,835 % | 2,907 % | 6,019 % | 3,272 % | 2,886 % 48 | 2,922 % | 3,827 % | 2,917 % | 5,988 % | 3,275 % | 2,897 % 49 | 2,932 % | 3,820 % | 2,927 % | 5,958 % | 3,279 % | 2,908 % 50 | 2,942 % | 3,813 % | 2,937 % | 5,930 % | 3,282 % | 2,918 % 51 | 2,951 % | 3,807 % | 2,946 % | 5,902 % | 3,286 % | 2,927 % 52 | 2,960 % | 3,800 % | 2,956 % | 5,876 % | 3,289 % | 2,937 % 53 | 2,969 % | 3,794 % | 2,964 % | 5,850 % | 3,292 % | 2,946 % 54 | 2,978 % | 3,788 % | 2,973 % | 5,825 % | 3,295 % | 2,955 % 55 | 2,986 % | 3,782 % | 2,981 % | 5,802 % | 3,298 % | 2,964 % 56 | 2,994 % | 3,776 % | 2,989 % | 5,778 % | 3,300 % | 2,972 % 57 | 3,001 % | 3,771 % | 2,997 % | 5,756 % | 3,303 % | 2,980 % 58 | 3,009 % | 3,766 % | 3,005 % | 5,735 % | 3,305 % | 2,988 % 59 | 3,016 % | 3,760 % | 3,012 % | 5,714 % | 3,308 % | 2,996 % 60 | 3,023 % | 3,755 % | 3,019 % | 5,694 % | 3,310 % | 3,003 % 61 | 3,030 % | 3,751 % | 3,026 % | 5,674 % | 3,313 % | 3,010 % 62 | 3,037 % | 3,746 % | 3,033 % | 5,655 % | 3,315 % | 3,017 % 63 | 3,043 % | 3,741 % | 3,039 % | 5,637 % | 3,317 % | 3,024 % 64 | 3,049 % | 3,737 % | 3,045 % | 5,619 % | 3,319 % | 3,030 % 65 | 3,055 % | 3,733 % | 3,052 % | 5,602 % | 3,321 % | 3,037 % 66 | 3,061 % | 3,728 % | 3,058 % | 5,585 % | 3,323 % | 3,043 % 67 | 3,067 % | 3,724 % | 3,063 % | 5,569 % | 3,325 % | 3,049 % 68 | 3,073 % | 3,720 % | 3,069 % | 5,553 % | 3,327 % | 3,055 % 69 | 3,078 % | 3,716 % | 3,074 % | 5,538 % | 3,328 % | 3,060 % 70 | 3,083 % | 3,713 % | 3,080 % | 5,523 % | 3,330 % | 3,066 % 71 | 3,088 % | 3,709 % | 3,085 % | 5,509 % | 3,332 % | 3,071 % 72 | 3,093 % | 3,706 % | 3,090 % | 5,495 % | 3,334 % | 3,076 % 73 | 3,098 % | 3,702 % | 3,095 % | 5,481 % | 3,335 % | 3,081 % 74 | 3,103 % | 3,699 % | 3,100 % | 5,468 % | 3,337 % | 3,086 % 75 | 3,107 % | 3,695 % | 3,104 % | 5,455 % | 3,338 % | 3,091 % 76 | 3,112 % | 3,692 % | 3,109 % | 5,442 % | 3,340 % | 3,096 % 77 | 3,116 % | 3,689 % | 3,113 % | 5,430 % | 3,341 % | 3,100 % 78 | 3,121 % | 3,686 % | 3,117 % | 5,418 % | 3,342 % | 3,105 % 79 | 3,125 % | 3,683 % | 3,122 % | 5,406 % | 3,344 % | 3,109 % 80 | 3,129 % | 3,680 % | 3,126 % | 5,395 % | 3,345 % | 3,113 % 81 | 3,133 % | 3,677 % | 3,130 % | 5,384 % | 3,346 % | 3,118 % 82 | 3,137 % | 3,675 % | 3,134 % | 5,373 % | 3,348 % | 3,122 % 83 | 3,140 % | 3,672 % | 3,137 % | 5,363 % | 3,349 % | 3,126 % 84 | 3,144 % | 3,669 % | 3,141 % | 5,352 % | 3,350 % | 3,129 % 85 | 3,148 % | 3,667 % | 3,145 % | 5,342 % | 3,351 % | 3,133 % 86 | 3,151 % | 3,664 % | 3,148 % | 5,332 % | 3,352 % | 3,137 % 87 | 3,154 % | 3,662 % | 3,152 % | 5,323 % | 3,354 % | 3,140 % 88 | 3,158 % | 3,659 % | 3,155 % | 5,313 % | 3,355 % | 3,144 % 89 | 3,161 % | 3,657 % | 3,158 % | 5,304 % | 3,356 % | 3,147 % 90 | 3,164 % | 3,655 % | 3,162 % | 5,295 % | 3,357 % | 3,151 % 91 | 3,167 % | 3,652 % | 3,165 % | 5,286 % | 3,358 % | 3,154 % 92 | 3,170 % | 3,650 % | 3,168 % | 5,278 % | 3,359 % | 3,157 % 93 | 3,173 % | 3,648 % | 3,171 % | 5,269 % | 3,360 % | 3,160 % 94 | 3,176 % | 3,646 % | 3,174 % | 5,261 % | 3,361 % | 3,163 % 95 | 3,179 % | 3,644 % | 3,177 % | 5,253 % | 3,362 % | 3,166 % 96 | 3,182 % | 3,642 % | 3,180 % | 5,245 % | 3,363 % | 3,169 % 97 | 3,185 % | 3,640 % | 3,182 % | 5,238 % | 3,364 % | 3,172 % 98 | 3,188 % | 3,638 % | 3,185 % | 5,230 % | 3,364 % | 3,175 % 99 | 3,190 % | 3,636 % | 3,188 % | 5,223 % | 3,365 % | 3,178 % 100 | 3,193 % | 3,634 % | 3,190 % | 5,215 % | 3,366 % | 3,181 % 101 | 3,195 % | 3,632 % | 3,193 % | 5,208 % | 3,367 % | 3,183 % 102 | 3,198 % | 3,631 % | 3,195 % | 5,201 % | 3,368 % | 3,186 % 103 | 3,200 % | 3,629 % | 3,198 % | 5,195 % | 3,369 % | 3,188 % 104 | 3,203 % | 3,627 % | 3,200 % | 5,188 % | 3,369 % | 3,191 % 105 | 3,205 % | 3,625 % | 3,203 % | 5,181 % | 3,370 % | 3,193 % 106 | 3,207 % | 3,624 % | 3,205 % | 5,175 % | 3,371 % | 3,196 % 107 | 3,210 % | 3,622 % | 3,207 % | 5,168 % | 3,372 % | 3,198 % 108 | 3,212 % | 3,621 % | 3,210 % | 5,162 % | 3,372 % | 3,201 % 109 | 3,214 % | 3,619 % | 3,212 % | 5,156 % | 3,373 % | 3,203 % 110 | 3,216 % | 3,617 % | 3,214 % | 5,150 % | 3,374 % | 3,205 % 111 | 3,218 % | 3,616 % | 3,216 % | 5,144 % | 3,374 % | 3,207 % 112 | 3,220 % | 3,615 % | 3,218 % | 5,139 % | 3,375 % | 3,209 % 113 | 3,222 % | 3,613 % | 3,220 % | 5,133 % | 3,376 % | 3,212 % 114 | 3,224 % | 3,612 % | 3,222 % | 5,127 % | 3,376 % | 3,214 % 115 | 3,226 % | 3,610 % | 3,224 % | 5,122 % | 3,377 % | 3,216 % 116 | 3,228 % | 3,609 % | 3,226 % | 5,116 % | 3,378 % | 3,218 % 117 | 3,230 % | 3,607 % | 3,228 % | 5,111 % | 3,378 % | 3,220 % 118 | 3,232 % | 3,606 % | 3,230 % | 5,106 % | 3,379 % | 3,222 % 119 | 3,234 % | 3,605 % | 3,232 % | 5,101 % | 3,380 % | 3,224 % 120 | 3,236 % | 3,604 % | 3,234 % | 5,096 % | 3,380 % | 3,225 % 121 | 3,237 % | 3,602 % | 3,235 % | 5,091 % | 3,381 % | 3,227 % 122 | 3,239 % | 3,601 % | 3,237 % | 5,086 % | 3,381 % | 3,229 % 123 | 3,241 % | 3,600 % | 3,239 % | 5,081 % | 3,382 % | 3,231 % 124 | 3,243 % | 3,599 % | 3,241 % | 5,077 % | 3,382 % | 3,233 % 125 | 3,244 % | 3,597 % | 3,242 % | 5,072 % | 3,383 % | 3,234 % 126 | 3,246 % | 3,596 % | 3,244 % | 5,067 % | 3,383 % | 3,236 % 127 | 3,247 % | 3,595 % | 3,246 % | 5,063 % | 3,384 % | 3,238 % 128 | 3,249 % | 3,594 % | 3,247 % | 5,059 % | 3,384 % | 3,239 % 129 | 3,251 % | 3,593 % | 3,249 % | 5,054 % | 3,385 % | 3,241 % 130 | 3,252 % | 3,592 % | 3,250 % | 5,050 % | 3,385 % | 3,243 % 131 | 3,254 % | 3,591 % | 3,252 % | 5,046 % | 3,386 % | 3,244 % 132 | 3,255 % | 3,590 % | 3,253 % | 5,042 % | 3,386 % | 3,246 % 133 | 3,257 % | 3,589 % | 3,255 % | 5,037 % | 3,387 % | 3,247 % 134 | 3,258 % | 3,587 % | 3,256 % | 5,033 % | 3,387 % | 3,249 % 135 | 3,259 % | 3,586 % | 3,258 % | 5,029 % | 3,388 % | 3,250 % 136 | 3,261 % | 3,585 % | 3,259 % | 5,026 % | 3,388 % | 3,252 % 137 | 3,262 % | 3,584 % | 3,260 % | 5,022 % | 3,389 % | 3,253 % 138 | 3,264 % | 3,583 % | 3,262 % | 5,018 % | 3,389 % | 3,255 % 139 | 3,265 % | 3,583 % | 3,263 % | 5,014 % | 3,390 % | 3,256 % 140 | 3,266 % | 3,582 % | 3,264 % | 5,011 % | 3,390 % | 3,258 % 141 | 3,268 % | 3,581 % | 3,266 % | 5,007 % | 3,391 % | 3,259 % 142 | 3,269 % | 3,580 % | 3,267 % | 5,003 % | 3,391 % | 3,260 % 143 | 3,270 % | 3,579 % | 3,268 % | 5,000 % | 3,391 % | 3,262 % 144 | 3,271 % | 3,578 % | 3,270 % | 4,996 % | 3,392 % | 3,263 % 145 | 3,273 % | 3,577 % | 3,271 % | 4,993 % | 3,392 % | 3,264 % 146 | 3,274 % | 3,576 % | 3,272 % | 4,989 % | 3,393 % | 3,265 % 147 | 3,275 % | 3,575 % | 3,273 % | 4,986 % | 3,393 % | 3,267 % 148 | 3,276 % | 3,574 % | 3,275 % | 4,983 % | 3,393 % | 3,268 % 149 | 3,277 % | 3,574 % | 3,276 % | 4,980 % | 3,394 % | 3,269 % 150 | 3,278 % | 3,573 % | 3,277 % | 4,976 % | 3,394 % | 3,270 % Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc ---|---|---|---|---|---|--- 1 | 4,550 % | 6,633 % | 5,949 % | 8,226 % | 3,598 % | 1,936 % 2 | 4,290 % | 6,913 % | 5,901 % | 8,018 % | 3,493 % | 1,925 % 3 | 4,081 % | 7,083 % | 5,892 % | 7,762 % | 3,341 % | 1,908 % 4 | 3,919 % | 7,158 % | 5,871 % | 7,444 % | 3,205 % | 1,895 % 5 | 3,778 % | 7,204 % | 5,866 % | 7,081 % | 3,109 % | 1,889 % 6 | 3,658 % | 7,239 % | 5,869 % | 6,715 % | 3,055 % | 1,890 % 7 | 3,561 % | 7,265 % | 5,877 % | 6,371 % | 3,027 % | 1,895 % 8 | 3,493 % | 7,284 % | 5,888 % | 6,064 % | 3,014 % | 1,903 % 9 | 3,448 % | 7,301 % | 5,905 % | 5,803 % | 3,009 % | 1,913 % 10 | 3,421 % | 7,311 % | 5,920 % | 5,590 % | 3,010 % | 1,924 % 11 | 3,404 % | 7,293 % | 5,916 % | 5,414 % | 3,013 % | 1,936 % 12 | 3,393 % | 7,251 % | 5,895 % | 5,267 % | 3,019 % | 1,949 % 13 | 3,384 % | 7,192 % | 5,862 % | 5,142 % | 3,025 % | 1,961 % 14 | 3,375 % | 7,120 % | 5,820 % | 5,034 % | 3,033 % | 1,973 % 15 | 3,366 % | 7,041 % | 5,772 % | 4,939 % | 3,041 % | 1,986 % 16 | 3,356 % | 6,956 % | 5,720 % | 4,856 % | 3,049 % | 1,998 % 17 | 3,345 % | 6,868 % | 5,666 % | 4,782 % | 3,058 % | 2,010 % 18 | 3,333 % | 6,778 % | 5,610 % | 4,716 % | 3,067 % | 2,021 % 19 | 3,321 % | 6,687 % | 5,554 % | 4,656 % | 3,075 % | 2,032 % 20 | 3,310 % | 6,597 % | 5,498 % | 4,602 % | 3,084 % | 2,043 % 21 | 3,298 % | 6,509 % | 5,442 % | 4,553 % | 3,092 % | 2,054 % 22 | 3,287 % | 6,422 % | 5,388 % | 4,508 % | 3,101 % | 2,064 % 23 | 3,275 % | 6,337 % | 5,334 % | 4,466 % | 3,109 % | 2,074 % 24 | 3,262 % | 6,254 % | 5,282 % | 4,428 % | 3,117 % | 2,083 % 25 | 3,248 % | 6,174 % | 5,232 % | 4,393 % | 3,124 % | 2,092 % 26 | 3,232 % | 6,096 % | 5,183 % | 4,360 % | 3,132 % | 2,101 % 27 | 3,215 % | 6,021 % | 5,136 % | 4,329 % | 3,139 % | 2,110 % 28 | 3,196 % | 5,949 % | 5,090 % | 4,300 % | 3,146 % | 2,118 % 29 | 3,174 % | 5,880 % | 5,046 % | 4,274 % | 3,153 % | 2,126 % 30 | 3,151 % | 5,814 % | 5,004 % | 4,248 % | 3,160 % | 2,133 % 31 | 3,125 % | 5,750 % | 4,963 % | 4,225 % | 3,166 % | 2,141 % 32 | 3,098 % | 5,688 % | 4,924 % | 4,202 % | 3,173 % | 2,148 % 33 | 3,070 % | 5,629 % | 4,886 % | 4,181 % | 3,179 % | 2,155 % 34 | 3,043 % | 5,573 % | 4,850 % | 4,161 % | 3,184 % | 2,161 % 35 | 3,016 % | 5,519 % | 4,815 % | 4,142 % | 3,190 % | 2,168 % 36 | 2,989 % | 5,467 % | 4,782 % | 4,124 % | 3,196 % | 2,174 % 37 | 2,965 % | 5,417 % | 4,750 % | 4,107 % | 3,201 % | 2,180 % 38 | 2,941 % | 5,370 % | 4,719 % | 4,091 % | 3,206 % | 2,185 % 39 | 2,919 % | 5,324 % | 4,689 % | 4,076 % | 3,211 % | 2,191 % 40 | 2,899 % | 5,280 % | 4,661 % | 4,061 % | 3,216 % | 2,196 % 41 | 2,881 % | 5,238 % | 4,633 % | 4,047 % | 3,221 % | 2,201 % 42 | 2,864 % | 5,197 % | 4,607 % | 4,033 % | 3,225 % | 2,206 % 43 | 2,849 % | 5,159 % | 4,582 % | 4,020 % | 3,229 % | 2,211 % 44 | 2,836 % | 5,121 % | 4,558 % | 4,008 % | 3,234 % | 2,216 % 45 | 2,825 % | 5,085 % | 4,534 % | 3,996 % | 3,238 % | 2,220 % 46 | 2,816 % | 5,051 % | 4,512 % | 3,985 % | 3,242 % | 2,225 % 47 | 2,808 % | 5,018 % | 4,490 % | 3,974 % | 3,246 % | 2,229 % 48 | 2,802 % | 4,986 % | 4,469 % | 3,964 % | 3,249 % | 2,233 % 49 | 2,798 % | 4,955 % | 4,449 % | 3,953 % | 3,253 % | 2,237 % 50 | 2,795 % | 4,926 % | 4,430 % | 3,944 % | 3,256 % | 2,241 % 51 | 2,794 % | 4,897 % | 4,411 % | 3,934 % | 3,260 % | 2,244 % 52 | 2,795 % | 4,870 % | 4,393 % | 3,925 % | 3,263 % | 2,248 % 53 | 2,797 % | 4,843 % | 4,376 % | 3,917 % | 3,266 % | 2,251 % 54 | 2,800 % | 4,818 % | 4,359 % | 3,908 % | 3,269 % | 2,255 % 55 | 2,803 % | 4,793 % | 4,343 % | 3,900 % | 3,272 % | 2,258 % 56 | 2,808 % | 4,769 % | 4,327 % | 3,893 % | 3,275 % | 2,261 % 57 | 2,812 % | 4,746 % | 4,312 % | 3,885 % | 3,278 % | 2,264 % 58 | 2,818 % | 4,724 % | 4,297 % | 3,878 % | 3,281 % | 2,267 % 59 | 2,824 % | 4,703 % | 4,283 % | 3,871 % | 3,283 % | 2,270 % 60 | 2,830 % | 4,682 % | 4,269 % | 3,864 % | 3,286 % | 2,273 % 61 | 2,836 % | 4,662 % | 4,256 % | 3,857 % | 3,289 % | 2,276 % 62 | 2,843 % | 4,642 % | 4,243 % | 3,851 % | 3,291 % | 2,278 % 63 | 2,849 % | 4,623 % | 4,230 % | 3,844 % | 3,293 % | 2,281 % 64 | 2,856 % | 4,605 % | 4,218 % | 3,838 % | 3,296 % | 2,284 % 65 | 2,863 % | 4,587 % | 4,206 % | 3,833 % | 3,298 % | 2,286 % 66 | 2,869 % | 4,570 % | 4,195 % | 3,827 % | 3,300 % | 2,288 % 67 | 2,876 % | 4,553 % | 4,184 % | 3,821 % | 3,302 % | 2,291 % 68 | 2,883 % | 4,537 % | 4,173 % | 3,816 % | 3,304 % | 2,293 % 69 | 2,890 % | 4,521 % | 4,163 % | 3,811 % | 3,306 % | 2,295 % 70 | 2,896 % | 4,506 % | 4,153 % | 3,806 % | 3,308 % | 2,297 % 71 | 2,903 % | 4,491 % | 4,143 % | 3,801 % | 3,310 % | 2,299 % 72 | 2,910 % | 4,476 % | 4,133 % | 3,796 % | 3,312 % | 2,301 % 73 | 2,916 % | 4,462 % | 4,124 % | 3,791 % | 3,314 % | 2,303 % 74 | 2,923 % | 4,449 % | 4,115 % | 3,787 % | 3,316 % | 2,305 % 75 | 2,929 % | 4,435 % | 4,106 % | 3,782 % | 3,318 % | 2,307 % 76 | 2,935 % | 4,422 % | 4,097 % | 3,778 % | 3,319 % | 2,309 % 77 | 2,941 % | 4,410 % | 4,089 % | 3,774 % | 3,321 % | 2,311 % 78 | 2,947 % | 4,397 % | 4,080 % | 3,770 % | 3,323 % | 2,313 % 79 | 2,953 % | 4,385 % | 4,072 % | 3,766 % | 3,324 % | 2,314 % 80 | 2,959 % | 4,374 % | 4,065 % | 3,762 % | 3,326 % | 2,316 % 81 | 2,965 % | 4,362 % | 4,057 % | 3,758 % | 3,327 % | 2,318 % 82 | 2,970 % | 4,351 % | 4,050 % | 3,754 % | 3,329 % | 2,319 % 83 | 2,976 % | 4,340 % | 4,042 % | 3,750 % | 3,330 % | 2,321 % 84 | 2,981 % | 4,329 % | 4,035 % | 3,747 % | 3,331 % | 2,322 % 85 | 2,986 % | 4,319 % | 4,028 % | 3,743 % | 3,333 % | 2,324 % 86 | 2,992 % | 4,309 % | 4,022 % | 3,740 % | 3,334 % | 2,325 % 87 | 2,997 % | 4,299 % | 4,015 % | 3,737 % | 3,335 % | 2,327 % 88 | 3,002 % | 4,289 % | 4,009 % | 3,733 % | 3,337 % | 2,328 % 89 | 3,007 % | 4,280 % | 4,002 % | 3,730 % | 3,338 % | 2,329 % 90 | 3,011 % | 4,271 % | 3,996 % | 3,727 % | 3,339 % | 2,331 % 91 | 3,016 % | 4,261 % | 3,990 % | 3,724 % | 3,340 % | 2,332 % 92 | 3,021 % | 4,253 % | 3,984 % | 3,721 % | 3,342 % | 2,333 % 93 | 3,025 % | 4,244 % | 3,979 % | 3,718 % | 3,343 % | 2,334 % 94 | 3,030 % | 4,236 % | 3,973 % | 3,715 % | 3,344 % | 2,336 % 95 | 3,034 % | 4,227 % | 3,967 % | 3,713 % | 3,345 % | 2,337 % 96 | 3,038 % | 4,219 % | 3,962 % | 3,710 % | 3,346 % | 2,338 % 97 | 3,042 % | 4,211 % | 3,957 % | 3,707 % | 3,347 % | 2,339 % 98 | 3,047 % | 4,203 % | 3,952 % | 3,705 % | 3,348 % | 2,340 % 99 | 3,051 % | 4,196 % | 3,947 % | 3,702 % | 3,349 % | 2,341 % 100 | 3,055 % | 4,188 % | 3,942 % | 3,700 % | 3,350 % | 2,342 % 101 | 3,058 % | 4,181 % | 3,937 % | 3,697 % | 3,351 % | 2,344 % 102 | 3,062 % | 4,174 % | 3,932 % | 3,695 % | 3,352 % | 2,345 % 103 | 3,066 % | 4,167 % | 3,927 % | 3,692 % | 3,353 % | 2,346 % 104 | 3,070 % | 4,160 % | 3,923 % | 3,690 % | 3,354 % | 2,347 % 105 | 3,073 % | 4,153 % | 3,918 % | 3,688 % | 3,355 % | 2,348 % 106 | 3,077 % | 4,146 % | 3,914 % | 3,685 % | 3,356 % | 2,349 % 107 | 3,080 % | 4,140 % | 3,909 % | 3,683 % | 3,357 % | 2,349 % 108 | 3,084 % | 4,133 % | 3,905 % | 3,681 % | 3,358 % | 2,350 % 109 | 3,087 % | 4,127 % | 3,901 % | 3,679 % | 3,358 % | 2,351 % 110 | 3,090 % | 4,121 % | 3,897 % | 3,677 % | 3,359 % | 2,352 % 111 | 3,093 % | 4,115 % | 3,893 % | 3,675 % | 3,360 % | 2,353 % 112 | 3,097 % | 4,109 % | 3,889 % | 3,673 % | 3,361 % | 2,354 % 113 | 3,100 % | 4,103 % | 3,885 % | 3,671 % | 3,362 % | 2,355 % 114 | 3,103 % | 4,097 % | 3,881 % | 3,669 % | 3,362 % | 2,356 % 115 | 3,106 % | 4,092 % | 3,877 % | 3,667 % | 3,363 % | 2,356 % 116 | 3,109 % | 4,086 % | 3,874 % | 3,665 % | 3,364 % | 2,357 % 117 | 3,112 % | 4,081 % | 3,870 % | 3,663 % | 3,365 % | 2,358 % 118 | 3,114 % | 4,075 % | 3,866 % | 3,662 % | 3,365 % | 2,359 % 119 | 3,117 % | 4,070 % | 3,863 % | 3,660 % | 3,366 % | 2,360 % 120 | 3,120 % | 4,065 % | 3,859 % | 3,658 % | 3,367 % | 2,360 % 121 | 3,123 % | 4,060 % | 3,856 % | 3,656 % | 3,368 % | 2,361 % 122 | 3,125 % | 4,055 % | 3,853 % | 3,655 % | 3,368 % | 2,362 % 123 | 3,128 % | 4,050 % | 3,849 % | 3,653 % | 3,369 % | 2,362 % 124 | 3,131 % | 4,045 % | 3,846 % | 3,651 % | 3,370 % | 2,363 % 125 | 3,133 % | 4,040 % | 3,843 % | 3,650 % | 3,370 % | 2,364 % 126 | 3,136 % | 4,035 % | 3,840 % | 3,648 % | 3,371 % | 2,365 % 127 | 3,138 % | 4,031 % | 3,837 % | 3,647 % | 3,371 % | 2,365 % 128 | 3,141 % | 4,026 % | 3,834 % | 3,645 % | 3,372 % | 2,366 % 129 | 3,143 % | 4,022 % | 3,831 % | 3,643 % | 3,373 % | 2,367 % 130 | 3,145 % | 4,017 % | 3,828 % | 3,642 % | 3,373 % | 2,367 % 131 | 3,148 % | 4,013 % | 3,825 % | 3,641 % | 3,374 % | 2,368 % 132 | 3,150 % | 4,009 % | 3,822 % | 3,639 % | 3,374 % | 2,368 % 133 | 3,152 % | 4,005 % | 3,819 % | 3,638 % | 3,375 % | 2,369 % 134 | 3,154 % | 4,000 % | 3,817 % | 3,636 % | 3,376 % | 2,370 % 135 | 3,157 % | 3,996 % | 3,814 % | 3,635 % | 3,376 % | 2,370 % 136 | 3,159 % | 3,992 % | 3,811 % | 3,634 % | 3,377 % | 2,371 % 137 | 3,161 % | 3,988 % | 3,809 % | 3,632 % | 3,377 % | 2,371 % 138 | 3,163 % | 3,984 % | 3,806 % | 3,631 % | 3,378 % | 2,372 % 139 | 3,165 % | 3,981 % | 3,803 % | 3,630 % | 3,378 % | 2,373 % 140 | 3,167 % | 3,977 % | 3,801 % | 3,628 % | 3,379 % | 2,373 % 141 | 3,169 % | 3,973 % | 3,798 % | 3,627 % | 3,379 % | 2,374 % 142 | 3,171 % | 3,969 % | 3,796 % | 3,626 % | 3,380 % | 2,374 % 143 | 3,173 % | 3,966 % | 3,794 % | 3,625 % | 3,380 % | 2,375 % 144 | 3,175 % | 3,962 % | 3,791 % | 3,623 % | 3,381 % | 2,375 % 145 | 3,177 % | 3,959 % | 3,789 % | 3,622 % | 3,381 % | 2,376 % 146 | 3,179 % | 3,955 % | 3,786 % | 3,621 % | 3,382 % | 2,376 % 147 | 3,181 % | 3,952 % | 3,784 % | 3,620 % | 3,382 % | 2,377 % 148 | 3,182 % | 3,948 % | 3,782 % | 3,619 % | 3,383 % | 2,377 % 149 | 3,184 % | 3,945 % | 3,780 % | 3,618 % | 3,383 % | 2,378 % 150 | 3,186 % | 3,942 % | 3,777 % | 3,616 % | 3,383 % | 2,378 % Term to maturity (in years) | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso | Hong Kong dollar ---|---|---|---|---|---|--- 1 | 3,653 % | 1,887 % | 4,277 % | 7,538 % | 10,381 % | 4,049 % 2 | 3,559 % | 1,834 % | 3,976 % | 6,721 % | 10,732 % | 3,724 % 3 | 3,462 % | 1,839 % | 3,564 % | 6,208 % | 10,922 % | 3,599 % 4 | 3,362 % | 1,872 % | 3,273 % | 5,841 % | 11,082 % | 3,525 % 5 | 3,415 % | 1,933 % | 3,105 % | 5,577 % | 11,219 % | 3,440 % 6 | 3,497 % | 2,011 % | 3,037 % | 5,385 % | 11,320 % | 3,432 % 7 | 3,576 % | 2,099 % | 3,023 % | 5,246 % | 11,431 % | 3,456 % 8 | 3,651 % | 2,191 % | 3,030 % | 5,149 % | 11,537 % | 3,468 % 9 | 3,713 % | 2,281 % | 3,045 % | 5,083 % | 11,621 % | 3,470 % 10 | 3,762 % | 2,366 % | 3,060 % | 5,036 % | 11,697 % | 3,469 % 11 | 3,808 % | 2,446 % | 3,071 % | 4,997 % | 11,720 % | 3,469 % 12 | 3,850 % | 2,521 % | 3,079 % | 4,965 % | 11,690 % | 3,469 % 13 | 3,881 % | 2,590 % | 3,084 % | 4,937 % | 11,622 % | 3,470 % 14 | 3,901 % | 2,653 % | 3,087 % | 4,913 % | 11,523 % | 3,471 % 15 | 3,909 % | 2,709 % | 3,090 % | 4,892 % | 11,402 % | 3,471 % 16 | 3,908 % | 2,758 % | 3,092 % | 4,873 % | 11,264 % | 3,472 % 17 | 3,897 % | 2,801 % | 3,093 % | 4,856 % | 11,115 % | 3,472 % 18 | 3,878 % | 2,840 % | 3,094 % | 4,841 % | 10,957 % | 3,472 % 19 | 3,853 % | 2,874 % | 3,095 % | 4,827 % | 10,794 % | 3,472 % 20 | 3,820 % | 2,904 % | 3,096 % | 4,814 % | 10,629 % | 3,472 % 21 | 3,783 % | 2,932 % | 3,097 % | 4,802 % | 10,462 % | 3,472 % 22 | 3,741 % | 2,957 % | 3,098 % | 4,792 % | 10,297 % | 3,472 % 23 | 3,698 % | 2,980 % | 3,099 % | 4,782 % | 10,133 % | 3,472 % 24 | 3,654 % | 3,001 % | 3,101 % | 4,773 % | 9,973 % | 3,472 % 25 | 3,610 % | 3,020 % | 3,103 % | 4,764 % | 9,816 % | 3,472 % 26 | 3,568 % | 3,038 % | 3,105 % | 4,756 % | 9,664 % | 3,472 % 27 | 3,528 % | 3,054 % | 3,108 % | 4,748 % | 9,516 % | 3,471 % 28 | 3,492 % | 3,069 % | 3,110 % | 4,741 % | 9,373 % | 3,471 % 29 | 3,459 % | 3,083 % | 3,113 % | 4,735 % | 9,236 % | 3,471 % 30 | 3,430 % | 3,096 % | 3,117 % | 4,728 % | 9,103 % | 3,471 % 31 | 3,406 % | 3,108 % | 3,121 % | 4,722 % | 8,976 % | 3,470 % 32 | 3,387 % | 3,119 % | 3,125 % | 4,717 % | 8,853 % | 3,470 % 33 | 3,370 % | 3,130 % | 3,129 % | 4,711 % | 8,736 % | 3,470 % 34 | 3,357 % | 3,140 % | 3,133 % | 4,706 % | 8,623 % | 3,470 % 35 | 3,346 % | 3,149 % | 3,138 % | 4,701 % | 8,515 % | 3,469 % 36 | 3,337 % | 3,158 % | 3,143 % | 4,697 % | 8,412 % | 3,469 % 37 | 3,329 % | 3,166 % | 3,147 % | 4,692 % | 8,313 % | 3,469 % 38 | 3,323 % | 3,174 % | 3,152 % | 4,688 % | 8,218 % | 3,469 % 39 | 3,319 % | 3,182 % | 3,157 % | 4,684 % | 8,128 % | 3,468 % 40 | 3,315 % | 3,189 % | 3,161 % | 4,680 % | 8,041 % | 3,468 % 41 | 3,312 % | 3,195 % | 3,166 % | 4,676 % | 7,957 % | 3,468 % 42 | 3,310 % | 3,202 % | 3,170 % | 4,672 % | 7,877 % | 3,468 % 43 | 3,309 % | 3,208 % | 3,175 % | 4,669 % | 7,801 % | 3,467 % 44 | 3,308 % | 3,214 % | 3,179 % | 4,666 % | 7,727 % | 3,467 % 45 | 3,308 % | 3,219 % | 3,184 % | 4,662 % | 7,657 % | 3,467 % 46 | 3,308 % | 3,224 % | 3,188 % | 4,659 % | 7,589 % | 3,467 % 47 | 3,308 % | 3,229 % | 3,192 % | 4,656 % | 7,524 % | 3,467 % 48 | 3,308 % | 3,234 % | 3,196 % | 4,653 % | 7,461 % | 3,466 % 49 | 3,309 % | 3,239 % | 3,201 % | 4,651 % | 7,401 % | 3,466 % 50 | 3,310 % | 3,243 % | 3,205 % | 4,648 % | 7,343 % | 3,466 % 51 | 3,311 % | 3,247 % | 3,208 % | 4,645 % | 7,288 % | 3,466 % 52 | 3,312 % | 3,251 % | 3,212 % | 4,643 % | 7,234 % | 3,465 % 53 | 3,314 % | 3,255 % | 3,216 % | 4,640 % | 7,183 % | 3,465 % 54 | 3,315 % | 3,259 % | 3,220 % | 4,638 % | 7,133 % | 3,465 % 55 | 3,317 % | 3,263 % | 3,223 % | 4,636 % | 7,085 % | 3,465 % 56 | 3,318 % | 3,266 % | 3,227 % | 4,634 % | 7,038 % | 3,465 % 57 | 3,320 % | 3,269 % | 3,230 % | 4,632 % | 6,994 % | 3,464 % 58 | 3,321 % | 3,273 % | 3,233 % | 4,629 % | 6,950 % | 3,464 % 59 | 3,323 % | 3,276 % | 3,237 % | 4,627 % | 6,909 % | 3,464 % 60 | 3,324 % | 3,279 % | 3,240 % | 4,625 % | 6,868 % | 3,464 % 61 | 3,326 % | 3,282 % | 3,243 % | 4,624 % | 6,829 % | 3,464 % 62 | 3,328 % | 3,284 % | 3,246 % | 4,622 % | 6,791 % | 3,464 % 63 | 3,329 % | 3,287 % | 3,249 % | 4,620 % | 6,755 % | 3,463 % 64 | 3,331 % | 3,290 % | 3,252 % | 4,618 % | 6,719 % | 3,463 % 65 | 3,332 % | 3,292 % | 3,255 % | 4,616 % | 6,685 % | 3,463 % 66 | 3,334 % | 3,295 % | 3,257 % | 4,615 % | 6,651 % | 3,463 % 67 | 3,335 % | 3,297 % | 3,260 % | 4,613 % | 6,619 % | 3,463 % 68 | 3,337 % | 3,299 % | 3,263 % | 4,612 % | 6,588 % | 3,463 % 69 | 3,338 % | 3,302 % | 3,265 % | 4,610 % | 6,557 % | 3,462 % 70 | 3,340 % | 3,304 % | 3,268 % | 4,609 % | 6,527 % | 3,462 % 71 | 3,341 % | 3,306 % | 3,270 % | 4,607 % | 6,499 % | 3,462 % 72 | 3,342 % | 3,308 % | 3,272 % | 4,606 % | 6,471 % | 3,462 % 73 | 3,344 % | 3,310 % | 3,275 % | 4,604 % | 6,443 % | 3,462 % 74 | 3,345 % | 3,312 % | 3,277 % | 4,603 % | 6,417 % | 3,462 % 75 | 3,346 % | 3,314 % | 3,279 % | 4,602 % | 6,391 % | 3,462 % 76 | 3,348 % | 3,316 % | 3,281 % | 4,600 % | 6,366 % | 3,461 % 77 | 3,349 % | 3,317 % | 3,283 % | 4,599 % | 6,342 % | 3,461 % 78 | 3,350 % | 3,319 % | 3,286 % | 4,598 % | 6,318 % | 3,461 % 79 | 3,351 % | 3,321 % | 3,288 % | 4,597 % | 6,295 % | 3,461 % 80 | 3,353 % | 3,322 % | 3,290 % | 4,596 % | 6,272 % | 3,461 % 81 | 3,354 % | 3,324 % | 3,291 % | 4,595 % | 6,250 % | 3,461 % 82 | 3,355 % | 3,325 % | 3,293 % | 4,593 % | 6,229 % | 3,461 % 83 | 3,356 % | 3,327 % | 3,295 % | 4,592 % | 6,208 % | 3,461 % 84 | 3,357 % | 3,328 % | 3,297 % | 4,591 % | 6,187 % | 3,460 % 85 | 3,358 % | 3,330 % | 3,299 % | 4,590 % | 6,167 % | 3,460 % 86 | 3,359 % | 3,331 % | 3,300 % | 4,589 % | 6,147 % | 3,460 % 87 | 3,360 % | 3,333 % | 3,302 % | 4,588 % | 6,128 % | 3,460 % 88 | 3,361 % | 3,334 % | 3,304 % | 4,587 % | 6,110 % | 3,460 % 89 | 3,362 % | 3,335 % | 3,305 % | 4,586 % | 6,092 % | 3,460 % 90 | 3,363 % | 3,337 % | 3,307 % | 4,585 % | 6,074 % | 3,460 % 91 | 3,364 % | 3,338 % | 3,309 % | 4,584 % | 6,056 % | 3,460 % 92 | 3,365 % | 3,339 % | 3,310 % | 4,584 % | 6,039 % | 3,460 % 93 | 3,366 % | 3,340 % | 3,312 % | 4,583 % | 6,023 % | 3,459 % 94 | 3,367 % | 3,342 % | 3,313 % | 4,582 % | 6,006 % | 3,459 % 95 | 3,368 % | 3,343 % | 3,314 % | 4,581 % | 5,990 % | 3,459 % 96 | 3,369 % | 3,344 % | 3,316 % | 4,580 % | 5,975 % | 3,459 % 97 | 3,369 % | 3,345 % | 3,317 % | 4,579 % | 5,959 % | 3,459 % 98 | 3,370 % | 3,346 % | 3,318 % | 4,579 % | 5,944 % | 3,459 % 99 | 3,371 % | 3,347 % | 3,320 % | 4,578 % | 5,930 % | 3,459 % 100 | 3,372 % | 3,348 % | 3,321 % | 4,577 % | 5,915 % | 3,459 % 101 | 3,373 % | 3,349 % | 3,322 % | 4,576 % | 5,901 % | 3,459 % 102 | 3,373 % | 3,350 % | 3,324 % | 4,575 % | 5,887 % | 3,459 % 103 | 3,374 % | 3,351 % | 3,325 % | 4,575 % | 5,874 % | 3,459 % 104 | 3,375 % | 3,352 % | 3,326 % | 4,574 % | 5,861 % | 3,459 % 105 | 3,376 % | 3,353 % | 3,327 % | 4,573 % | 5,847 % | 3,458 % 106 | 3,376 % | 3,354 % | 3,328 % | 4,573 % | 5,835 % | 3,458 % 107 | 3,377 % | 3,355 % | 3,329 % | 4,572 % | 5,822 % | 3,458 % 108 | 3,378 % | 3,356 % | 3,331 % | 4,571 % | 5,810 % | 3,458 % 109 | 3,378 % | 3,357 % | 3,332 % | 4,571 % | 5,798 % | 3,458 % 110 | 3,379 % | 3,357 % | 3,333 % | 4,570 % | 5,786 % | 3,458 % 111 | 3,380 % | 3,358 % | 3,334 % | 4,569 % | 5,774 % | 3,458 % 112 | 3,380 % | 3,359 % | 3,335 % | 4,569 % | 5,763 % | 3,458 % 113 | 3,381 % | 3,360 % | 3,336 % | 4,568 % | 5,752 % | 3,458 % 114 | 3,381 % | 3,361 % | 3,337 % | 4,568 % | 5,740 % | 3,458 % 115 | 3,382 % | 3,361 % | 3,338 % | 4,567 % | 5,730 % | 3,458 % 116 | 3,383 % | 3,362 % | 3,339 % | 4,566 % | 5,719 % | 3,458 % 117 | 3,383 % | 3,363 % | 3,340 % | 4,566 % | 5,708 % | 3,458 % 118 | 3,384 % | 3,364 % | 3,341 % | 4,565 % | 5,698 % | 3,458 % 119 | 3,384 % | 3,364 % | 3,342 % | 4,565 % | 5,688 % | 3,457 % 120 | 3,385 % | 3,365 % | 3,342 % | 4,564 % | 5,678 % | 3,457 % 121 | 3,385 % | 3,366 % | 3,343 % | 4,564 % | 5,668 % | 3,457 % 122 | 3,386 % | 3,367 % | 3,344 % | 4,563 % | 5,659 % | 3,457 % 123 | 3,386 % | 3,367 % | 3,345 % | 4,563 % | 5,649 % | 3,457 % 124 | 3,387 % | 3,368 % | 3,346 % | 4,562 % | 5,640 % | 3,457 % 125 | 3,387 % | 3,369 % | 3,347 % | 4,562 % | 5,631 % | 3,457 % 126 | 3,388 % | 3,369 % | 3,348 % | 4,561 % | 5,622 % | 3,457 % 127 | 3,388 % | 3,370 % | 3,348 % | 4,561 % | 5,613 % | 3,457 % 128 | 3,389 % | 3,370 % | 3,349 % | 4,560 % | 5,604 % | 3,457 % 129 | 3,389 % | 3,371 % | 3,350 % | 4,560 % | 5,595 % | 3,457 % 130 | 3,390 % | 3,372 % | 3,351 % | 4,559 % | 5,587 % | 3,457 % 131 | 3,390 % | 3,372 % | 3,351 % | 4,559 % | 5,579 % | 3,457 % 132 | 3,391 % | 3,373 % | 3,352 % | 4,558 % | 5,570 % | 3,457 % 133 | 3,391 % | 3,373 % | 3,353 % | 4,558 % | 5,562 % | 3,457 % 134 | 3,392 % | 3,374 % | 3,354 % | 4,558 % | 5,554 % | 3,457 % 135 | 3,392 % | 3,375 % | 3,354 % | 4,557 % | 5,547 % | 3,457 % 136 | 3,392 % | 3,375 % | 3,355 % | 4,557 % | 5,539 % | 3,457 % 137 | 3,393 % | 3,376 % | 3,356 % | 4,556 % | 5,531 % | 3,457 % 138 | 3,393 % | 3,376 % | 3,356 % | 4,556 % | 5,524 % | 3,456 % 139 | 3,394 % | 3,377 % | 3,357 % | 4,556 % | 5,516 % | 3,456 % 140 | 3,394 % | 3,377 % | 3,358 % | 4,555 % | 5,509 % | 3,456 % 141 | 3,395 % | 3,378 % | 3,358 % | 4,555 % | 5,502 % | 3,456 % 142 | 3,395 % | 3,378 % | 3,359 % | 4,554 % | 5,495 % | 3,456 % 143 | 3,395 % | 3,379 % | 3,360 % | 4,554 % | 5,488 % | 3,456 % 144 | 3,396 % | 3,379 % | 3,360 % | 4,554 % | 5,481 % | 3,456 % 145 | 3,396 % | 3,380 % | 3,361 % | 4,553 % | 5,474 % | 3,456 % 146 | 3,396 % | 3,380 % | 3,362 % | 4,553 % | 5,467 % | 3,456 % 147 | 3,397 % | 3,381 % | 3,362 % | 4,553 % | 5,461 % | 3,456 % 148 | 3,397 % | 3,381 % | 3,363 % | 4,552 % | 5,454 % | 3,456 % 149 | 3,397 % | 3,382 % | 3,363 % | 4,552 % | 5,448 % | 3,456 % 150 | 3,398 % | 3,382 % | 3,364 % | 4,551 % | 5,441 % | 3,456 % Term to maturity (in years) | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand | Real ---|---|---|---|---|---|--- 1 | 7,130 % | 11,813 % | 0,979 % | 5,316 % | 8,251 % | 12,504 % 2 | 7,142 % | 10,294 % | 0,985 % | 4,970 % | 7,998 % | 11,739 % 3 | 7,177 % | 9,338 % | 0,997 % | 4,649 % | 7,969 % | 11,763 % 4 | 7,199 % | 8,848 % | 1,013 % | 4,448 % | 8,091 % | 11,999 % 5 | 7,230 % | 8,623 % | 1,031 % | 4,327 % | 8,304 % | 12,269 % 6 | 7,267 % | 8,536 % | 1,052 % | 4,270 % | 8,603 % | 12,506 % 7 | 7,303 % | 8,512 % | 1,075 % | 4,240 % | 8,899 % | 12,723 % 8 | 7,336 % | 8,510 % | 1,097 % | 4,219 % | 9,168 % | 12,912 % 9 | 7,369 % | 8,506 % | 1,121 % | 4,207 % | 9,406 % | 13,056 % 10 | 7,393 % | 8,486 % | 1,145 % | 4,206 % | 9,610 % | 13,175 % 11 | 7,399 % | 8,441 % | 1,182 % | 4,216 % | 9,778 % | 13,229 % 12 | 7,389 % | 8,378 % | 1,231 % | 4,234 % | 9,912 % | 13,222 % 13 | 7,369 % | 8,301 % | 1,287 % | 4,255 % | 10,013 % | 13,168 % 14 | 7,341 % | 8,216 % | 1,346 % | 4,277 % | 10,081 % | 13,077 % 15 | 7,307 % | 8,125 % | 1,407 % | 4,299 % | 10,115 % | 12,957 % 16 | 7,270 % | 8,030 % | 1,468 % | 4,318 % | 10,116 % | 12,817 % 17 | 7,231 % | 7,934 % | 1,528 % | 4,335 % | 10,089 % | 12,661 % 18 | 7,190 % | 7,837 % | 1,587 % | 4,348 % | 10,042 % | 12,493 % 19 | 7,148 % | 7,741 % | 1,645 % | 4,357 % | 9,978 % | 12,317 % 20 | 7,106 % | 7,646 % | 1,701 % | 4,361 % | 9,902 % | 12,137 % 21 | 7,065 % | 7,553 % | 1,754 % | 4,360 % | 9,817 % | 11,954 % 22 | 7,024 % | 7,462 % | 1,806 % | 4,355 % | 9,726 % | 11,771 % 23 | 6,983 % | 7,374 % | 1,856 % | 4,347 % | 9,630 % | 11,589 % 24 | 6,944 % | 7,289 % | 1,903 % | 4,336 % | 9,533 % | 11,410 % 25 | 6,905 % | 7,206 % | 1,949 % | 4,324 % | 9,434 % | 11,234 % 26 | 6,868 % | 7,127 % | 1,993 % | 4,310 % | 9,335 % | 11,062 % 27 | 6,832 % | 7,050 % | 2,034 % | 4,296 % | 9,237 % | 10,896 % 28 | 6,797 % | 6,977 % | 2,074 % | 4,280 % | 9,141 % | 10,734 % 29 | 6,763 % | 6,906 % | 2,112 % | 4,264 % | 9,046 % | 10,578 % 30 | 6,730 % | 6,838 % | 2,149 % | 4,248 % | 8,954 % | 10,428 % 31 | 6,699 % | 6,773 % | 2,184 % | 4,232 % | 8,865 % | 10,283 % 32 | 6,668 % | 6,711 % | 2,217 % | 4,216 % | 8,778 % | 10,144 % 33 | 6,639 % | 6,651 % | 2,249 % | 4,200 % | 8,694 % | 10,010 % 34 | 6,611 % | 6,594 % | 2,280 % | 4,184 % | 8,613 % | 9,882 % 35 | 6,584 % | 6,539 % | 2,309 % | 4,168 % | 8,534 % | 9,759 % 36 | 6,558 % | 6,487 % | 2,337 % | 4,153 % | 8,459 % | 9,642 % 37 | 6,533 % | 6,436 % | 2,364 % | 4,138 % | 8,386 % | 9,529 % 38 | 6,509 % | 6,388 % | 2,389 % | 4,124 % | 8,317 % | 9,421 % 39 | 6,486 % | 6,342 % | 2,414 % | 4,109 % | 8,250 % | 9,318 % 40 | 6,463 % | 6,297 % | 2,438 % | 4,096 % | 8,185 % | 9,218 % 41 | 6,442 % | 6,255 % | 2,461 % | 4,082 % | 8,123 % | 9,124 % 42 | 6,421 % | 6,214 % | 2,482 % | 4,069 % | 8,064 % | 9,033 % 43 | 6,401 % | 6,175 % | 2,503 % | 4,056 % | 8,006 % | 8,945 % 44 | 6,382 % | 6,137 % | 2,523 % | 4,044 % | 7,951 % | 8,862 % 45 | 6,364 % | 6,101 % | 2,543 % | 4,032 % | 7,899 % | 8,781 % 46 | 6,346 % | 6,066 % | 2,562 % | 4,021 % | 7,848 % | 8,704 % 47 | 6,329 % | 6,033 % | 2,579 % | 4,010 % | 7,799 % | 8,630 % 48 | 6,313 % | 6,000 % | 2,597 % | 3,999 % | 7,752 % | 8,559 % 49 | 6,297 % | 5,969 % | 2,613 % | 3,988 % | 7,706 % | 8,491 % 50 | 6,281 % | 5,940 % | 2,629 % | 3,978 % | 7,663 % | 8,425 % 51 | 6,267 % | 5,911 % | 2,645 % | 3,969 % | 7,621 % | 8,362 % 52 | 6,252 % | 5,883 % | 2,660 % | 3,959 % | 7,580 % | 8,301 % 53 | 6,238 % | 5,856 % | 2,674 % | 3,950 % | 7,541 % | 8,242 % 54 | 6,225 % | 5,831 % | 2,688 % | 3,941 % | 7,504 % | 8,185 % 55 | 6,212 % | 5,806 % | 2,702 % | 3,932 % | 7,467 % | 8,131 % 56 | 6,200 % | 5,782 % | 2,715 % | 3,924 % | 7,432 % | 8,078 % 57 | 6,188 % | 5,759 % | 2,727 % | 3,916 % | 7,398 % | 8,027 % 58 | 6,176 % | 5,736 % | 2,740 % | 3,908 % | 7,366 % | 7,978 % 59 | 6,165 % | 5,714 % | 2,751 % | 3,901 % | 7,334 % | 7,931 % 60 | 6,154 % | 5,693 % | 2,763 % | 3,893 % | 7,303 % | 7,885 % 61 | 6,143 % | 5,673 % | 2,774 % | 3,886 % | 7,274 % | 7,840 % 62 | 6,133 % | 5,653 % | 2,785 % | 3,879 % | 7,245 % | 7,797 % 63 | 6,123 % | 5,634 % | 2,795 % | 3,873 % | 7,217 % | 7,756 % 64 | 6,113 % | 5,616 % | 2,805 % | 3,866 % | 7,190 % | 7,716 % 65 | 6,104 % | 5,598 % | 2,815 % | 3,860 % | 7,164 % | 7,676 % 66 | 6,095 % | 5,580 % | 2,824 % | 3,854 % | 7,139 % | 7,639 % 67 | 6,086 % | 5,564 % | 2,834 % | 3,848 % | 7,114 % | 7,602 % 68 | 6,078 % | 5,547 % | 2,843 % | 3,842 % | 7,090 % | 7,566 % 69 | 6,069 % | 5,531 % | 2,851 % | 3,836 % | 7,067 % | 7,532 % 70 | 6,061 % | 5,516 % | 2,860 % | 3,831 % | 7,045 % | 7,498 % 71 | 6,053 % | 5,501 % | 2,868 % | 3,825 % | 7,023 % | 7,465 % 72 | 6,046 % | 5,486 % | 2,876 % | 3,820 % | 7,002 % | 7,433 % 73 | 6,038 % | 5,472 % | 2,884 % | 3,815 % | 6,981 % | 7,403 % 74 | 6,031 % | 5,458 % | 2,891 % | 3,810 % | 6,961 % | 7,373 % 75 | 6,024 % | 5,444 % | 2,899 % | 3,805 % | 6,941 % | 7,343 % 76 | 6,017 % | 5,431 % | 2,906 % | 3,801 % | 6,922 % | 7,315 % 77 | 6,010 % | 5,419 % | 2,913 % | 3,796 % | 6,903 % | 7,287 % 78 | 6,004 % | 5,406 % | 2,920 % | 3,792 % | 6,885 % | 7,260 % 79 | 5,997 % | 5,394 % | 2,927 % | 3,788 % | 6,868 % | 7,234 % 80 | 5,991 % | 5,382 % | 2,933 % | 3,783 % | 6,851 % | 7,208 % 81 | 5,985 % | 5,371 % | 2,939 % | 3,779 % | 6,834 % | 7,183 % 82 | 5,979 % | 5,359 % | 2,946 % | 3,775 % | 6,817 % | 7,159 % 83 | 5,973 % | 5,348 % | 2,952 % | 3,771 % | 6,801 % | 7,135 % 84 | 5,968 % | 5,338 % | 2,958 % | 3,767 % | 6,786 % | 7,112 % 85 | 5,962 % | 5,327 % | 2,963 % | 3,764 % | 6,771 % | 7,089 % 86 | 5,957 % | 5,317 % | 2,969 % | 3,760 % | 6,756 % | 7,067 % 87 | 5,952 % | 5,307 % | 2,975 % | 3,757 % | 6,741 % | 7,045 % 88 | 5,946 % | 5,297 % | 2,980 % | 3,753 % | 6,727 % | 7,024 % 89 | 5,941 % | 5,288 % | 2,985 % | 3,750 % | 6,713 % | 7,003 % 90 | 5,937 % | 5,278 % | 2,990 % | 3,746 % | 6,700 % | 6,983 % 91 | 5,932 % | 5,269 % | 2,995 % | 3,743 % | 6,686 % | 6,963 % 92 | 5,927 % | 5,260 % | 3,000 % | 3,740 % | 6,673 % | 6,944 % 93 | 5,922 % | 5,251 % | 3,005 % | 3,737 % | 6,661 % | 6,925 % 94 | 5,918 % | 5,243 % | 3,010 % | 3,734 % | 6,648 % | 6,907 % 95 | 5,914 % | 5,234 % | 3,014 % | 3,731 % | 6,636 % | 6,889 % 96 | 5,909 % | 5,226 % | 3,019 % | 3,728 % | 6,624 % | 6,871 % 97 | 5,905 % | 5,218 % | 3,023 % | 3,725 % | 6,613 % | 6,853 % 98 | 5,901 % | 5,210 % | 3,028 % | 3,722 % | 6,601 % | 6,836 % 99 | 5,897 % | 5,203 % | 3,032 % | 3,719 % | 6,590 % | 6,820 % 100 | 5,893 % | 5,195 % | 3,036 % | 3,717 % | 6,579 % | 6,803 % 101 | 5,889 % | 5,188 % | 3,040 % | 3,714 % | 6,568 % | 6,787 % 102 | 5,885 % | 5,180 % | 3,044 % | 3,711 % | 6,558 % | 6,772 % 103 | 5,881 % | 5,173 % | 3,048 % | 3,709 % | 6,547 % | 6,756 % 104 | 5,878 % | 5,166 % | 3,052 % | 3,706 % | 6,537 % | 6,741 % 105 | 5,874 % | 5,160 % | 3,056 % | 3,704 % | 6,527 % | 6,727 % 106 | 5,871 % | 5,153 % | 3,060 % | 3,702 % | 6,518 % | 6,712 % 107 | 5,867 % | 5,146 % | 3,063 % | 3,699 % | 6,508 % | 6,698 % 108 | 5,864 % | 5,140 % | 3,067 % | 3,697 % | 6,499 % | 6,684 % 109 | 5,860 % | 5,133 % | 3,070 % | 3,695 % | 6,490 % | 6,670 % 110 | 5,857 % | 5,127 % | 3,074 % | 3,692 % | 6,481 % | 6,657 % 111 | 5,854 % | 5,121 % | 3,077 % | 3,690 % | 6,472 % | 6,643 % 112 | 5,851 % | 5,115 % | 3,080 % | 3,688 % | 6,463 % | 6,631 % 113 | 5,848 % | 5,109 % | 3,084 % | 3,686 % | 6,454 % | 6,618 % 114 | 5,845 % | 5,103 % | 3,087 % | 3,684 % | 6,446 % | 6,605 % 115 | 5,842 % | 5,098 % | 3,090 % | 3,682 % | 6,438 % | 6,593 % 116 | 5,839 % | 5,092 % | 3,093 % | 3,680 % | 6,430 % | 6,581 % 117 | 5,836 % | 5,087 % | 3,096 % | 3,678 % | 6,422 % | 6,569 % 118 | 5,833 % | 5,081 % | 3,099 % | 3,676 % | 6,414 % | 6,557 % 119 | 5,830 % | 5,076 % | 3,102 % | 3,674 % | 6,406 % | 6,546 % 120 | 5,827 % | 5,071 % | 3,105 % | 3,672 % | 6,398 % | 6,535 % 121 | 5,825 % | 5,065 % | 3,108 % | 3,670 % | 6,391 % | 6,523 % 122 | 5,822 % | 5,060 % | 3,111 % | 3,669 % | 6,384 % | 6,513 % 123 | 5,819 % | 5,055 % | 3,113 % | 3,667 % | 6,376 % | 6,502 % 124 | 5,817 % | 5,050 % | 3,116 % | 3,665 % | 6,369 % | 6,491 % 125 | 5,814 % | 5,046 % | 3,119 % | 3,663 % | 6,362 % | 6,481 % 126 | 5,812 % | 5,041 % | 3,121 % | 3,662 % | 6,356 % | 6,471 % 127 | 5,809 % | 5,036 % | 3,124 % | 3,660 % | 6,349 % | 6,461 % 128 | 5,807 % | 5,032 % | 3,127 % | 3,658 % | 6,342 % | 6,451 % 129 | 5,804 % | 5,027 % | 3,129 % | 3,657 % | 6,336 % | 6,441 % 130 | 5,802 % | 5,023 % | 3,131 % | 3,655 % | 6,329 % | 6,431 % 131 | 5,800 % | 5,018 % | 3,134 % | 3,654 % | 6,323 % | 6,422 % 132 | 5,797 % | 5,014 % | 3,136 % | 3,652 % | 6,316 % | 6,413 % 133 | 5,795 % | 5,010 % | 3,139 % | 3,650 % | 6,310 % | 6,403 % 134 | 5,793 % | 5,006 % | 3,141 % | 3,649 % | 6,304 % | 6,394 % 135 | 5,791 % | 5,001 % | 3,143 % | 3,647 % | 6,298 % | 6,385 % 136 | 5,789 % | 4,997 % | 3,146 % | 3,646 % | 6,292 % | 6,377 % 137 | 5,787 % | 4,993 % | 3,148 % | 3,645 % | 6,287 % | 6,368 % 138 | 5,785 % | 4,989 % | 3,150 % | 3,643 % | 6,281 % | 6,360 % 139 | 5,782 % | 4,986 % | 3,152 % | 3,642 % | 6,275 % | 6,351 % 140 | 5,780 % | 4,982 % | 3,154 % | 3,640 % | 6,270 % | 6,343 % 141 | 5,778 % | 4,978 % | 3,156 % | 3,639 % | 6,264 % | 6,335 % 142 | 5,776 % | 4,974 % | 3,158 % | 3,638 % | 6,259 % | 6,327 % 143 | 5,775 % | 4,970 % | 3,160 % | 3,636 % | 6,253 % | 6,319 % 144 | 5,773 % | 4,967 % | 3,162 % | 3,635 % | 6,248 % | 6,311 % 145 | 5,771 % | 4,963 % | 3,164 % | 3,634 % | 6,243 % | 6,303 % 146 | 5,769 % | 4,960 % | 3,166 % | 3,633 % | 6,238 % | 6,296 % 147 | 5,767 % | 4,956 % | 3,168 % | 3,631 % | 6,233 % | 6,288 % 148 | 5,765 % | 4,953 % | 3,170 % | 3,630 % | 6,228 % | 6,281 % 149 | 5,763 % | 4,949 % | 3,172 % | 3,629 % | 6,223 % | 6,273 % 150 | 5,762 % | 4,946 % | 3,174 % | 3,628 % | 6,218 % | 6,266 % Term to maturity (in years) | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won | Turkish lira ---|---|---|---|---|---|--- 1 | 2,249 % | 2,767 % | 9,937 % | 3,388 % | 3,520 % | 12,900 % 2 | 2,393 % | 3,123 % | 9,849 % | 3,181 % | 3,298 % | 11,911 % 3 | 2,539 % | 3,306 % | 9,888 % | 3,083 % | 3,181 % | 11,448 % 4 | 2,655 % | 3,448 % | 9,987 % | 3,011 % | 3,126 % | 11,140 % 5 | 2,750 % | 3,578 % | 10,104 % | 2,958 % | 3,079 % | 10,916 % 6 | 2,832 % | 3,692 % | 10,221 % | 2,928 % | 3,058 % | 10,730 % 7 | 2,905 % | 3,787 % | 10,339 % | 2,912 % | 3,054 % | 10,575 % 8 | 2,971 % | 3,866 % | 10,467 % | 2,906 % | 3,054 % | 10,438 % 9 | 3,033 % | 3,934 % | 10,582 % | 2,905 % | 3,049 % | 10,307 % 10 | 3,090 % | 3,993 % | 10,687 % | 2,909 % | 3,036 % | 10,173 % 11 | 3,145 % | 4,047 % | 10,791 % | 2,915 % | 3,013 % | 10,035 % 12 | 3,196 % | 4,097 % | 10,898 % | 2,924 % | 2,983 % | 9,897 % 13 | 3,244 % | 4,141 % | 11,007 % | 2,934 % | 2,951 % | 9,759 % 14 | 3,290 % | 4,181 % | 11,093 % | 2,944 % | 2,920 % | 9,623 % 15 | 3,333 % | 4,220 % | 11,133 % | 2,955 % | 2,891 % | 9,490 % 16 | 3,374 % | 4,258 % | 11,130 % | 2,966 % | 2,864 % | 9,361 % 17 | 3,412 % | 4,294 % | 11,093 % | 2,978 % | 2,842 % | 9,236 % 18 | 3,449 % | 4,326 % | 11,030 % | 2,989 % | 2,824 % | 9,114 % 19 | 3,484 % | 4,352 % | 10,946 % | 3,000 % | 2,810 % | 8,997 % 20 | 3,517 % | 4,372 % | 10,846 % | 3,011 % | 2,802 % | 8,884 % 21 | 3,548 % | 4,383 % | 10,734 % | 3,022 % | 2,798 % | 8,776 % 22 | 3,577 % | 4,388 % | 10,615 % | 3,032 % | 2,798 % | 8,672 % 23 | 3,606 % | 4,388 % | 10,490 % | 3,042 % | 2,801 % | 8,573 % 24 | 3,632 % | 4,384 % | 10,361 % | 3,052 % | 2,806 % | 8,478 % 25 | 3,658 % | 4,376 % | 10,231 % | 3,062 % | 2,813 % | 8,387 % 26 | 3,682 % | 4,366 % | 10,101 % | 3,071 % | 2,822 % | 8,300 % 27 | 3,705 % | 4,353 % | 9,971 % | 3,080 % | 2,831 % | 8,216 % 28 | 3,727 % | 4,340 % | 9,844 % | 3,089 % | 2,841 % | 8,137 % 29 | 3,748 % | 4,325 % | 9,719 % | 3,098 % | 2,852 % | 8,061 % 30 | 3,768 % | 4,310 % | 9,597 % | 3,106 % | 2,863 % | 7,988 % 31 | 3,788 % | 4,294 % | 9,479 % | 3,114 % | 2,874 % | 7,919 % 32 | 3,806 % | 4,278 % | 9,364 % | 3,121 % | 2,885 % | 7,853 % 33 | 3,824 % | 4,261 % | 9,253 % | 3,129 % | 2,896 % | 7,790 % 34 | 3,840 % | 4,245 % | 9,146 % | 3,136 % | 2,907 % | 7,729 % 35 | 3,856 % | 4,229 % | 9,043 % | 3,143 % | 2,918 % | 7,671 % 36 | 3,872 % | 4,213 % | 8,944 % | 3,150 % | 2,929 % | 7,616 % 37 | 3,887 % | 4,197 % | 8,849 % | 3,156 % | 2,940 % | 7,563 % 38 | 3,901 % | 4,181 % | 8,757 % | 3,162 % | 2,950 % | 7,513 % 39 | 3,914 % | 4,166 % | 8,669 % | 3,168 % | 2,960 % | 7,464 % 40 | 3,927 % | 4,151 % | 8,584 % | 3,174 % | 2,970 % | 7,418 % 41 | 3,940 % | 4,137 % | 8,503 % | 3,180 % | 2,980 % | 7,373 % 42 | 3,952 % | 4,123 % | 8,425 % | 3,185 % | 2,989 % | 7,331 % 43 | 3,964 % | 4,109 % | 8,350 % | 3,190 % | 2,999 % | 7,290 % 44 | 3,975 % | 4,096 % | 8,278 % | 3,195 % | 3,007 % | 7,251 % 45 | 3,986 % | 4,083 % | 8,209 % | 3,200 % | 3,016 % | 7,213 % 46 | 3,996 % | 4,070 % | 8,142 % | 3,205 % | 3,024 % | 7,177 % 47 | 4,006 % | 4,058 % | 8,079 % | 3,210 % | 3,033 % | 7,142 % 48 | 4,016 % | 4,047 % | 8,017 % | 3,214 % | 3,040 % | 7,109 % 49 | 4,025 % | 4,035 % | 7,958 % | 3,218 % | 3,048 % | 7,076 % 50 | 4,034 % | 4,024 % | 7,901 % | 3,223 % | 3,055 % | 7,045 % 51 | 4,043 % | 4,014 % | 7,846 % | 3,227 % | 3,063 % | 7,015 % 52 | 4,051 % | 4,003 % | 7,794 % | 3,230 % | 3,070 % | 6,987 % 53 | 4,059 % | 3,993 % | 7,743 % | 3,234 % | 3,076 % | 6,959 % 54 | 4,067 % | 3,984 % | 7,694 % | 3,238 % | 3,083 % | 6,932 % 55 | 4,074 % | 3,974 % | 7,647 % | 3,242 % | 3,089 % | 6,906 % 56 | 4,082 % | 3,965 % | 7,601 % | 3,245 % | 3,095 % | 6,881 % 57 | 4,089 % | 3,956 % | 7,557 % | 3,248 % | 3,101 % | 6,857 % 58 | 4,096 % | 3,948 % | 7,514 % | 3,252 % | 3,107 % | 6,834 % 59 | 4,102 % | 3,940 % | 7,473 % | 3,255 % | 3,113 % | 6,811 % 60 | 4,109 % | 3,932 % | 7,433 % | 3,258 % | 3,118 % | 6,790 % 61 | 4,115 % | 3,924 % | 7,395 % | 3,261 % | 3,123 % | 6,769 % 62 | 4,121 % | 3,916 % | 7,358 % | 3,264 % | 3,128 % | 6,748 % 63 | 4,127 % | 3,909 % | 7,322 % | 3,267 % | 3,133 % | 6,728 % 64 | 4,133 % | 3,902 % | 7,287 % | 3,269 % | 3,138 % | 6,709 % 65 | 4,138 % | 3,895 % | 7,253 % | 3,272 % | 3,143 % | 6,691 % 66 | 4,143 % | 3,888 % | 7,220 % | 3,275 % | 3,147 % | 6,672 % 67 | 4,149 % | 3,882 % | 7,188 % | 3,277 % | 3,152 % | 6,655 % 68 | 4,154 % | 3,876 % | 7,157 % | 3,280 % | 3,156 % | 6,638 % 69 | 4,159 % | 3,870 % | 7,127 % | 3,282 % | 3,160 % | 6,621 % 70 | 4,163 % | 3,864 % | 7,098 % | 3,284 % | 3,164 % | 6,605 % 71 | 4,168 % | 3,858 % | 7,069 % | 3,287 % | 3,168 % | 6,590 % 72 | 4,173 % | 3,852 % | 7,042 % | 3,289 % | 3,172 % | 6,575 % 73 | 4,177 % | 3,847 % | 7,015 % | 3,291 % | 3,176 % | 6,560 % 74 | 4,181 % | 3,841 % | 6,989 % | 3,293 % | 3,180 % | 6,545 % 75 | 4,186 % | 3,836 % | 6,963 % | 3,295 % | 3,183 % | 6,531 % 76 | 4,190 % | 3,831 % | 6,939 % | 3,297 % | 3,187 % | 6,518 % 77 | 4,194 % | 3,826 % | 6,915 % | 3,299 % | 3,190 % | 6,505 % 78 | 4,198 % | 3,821 % | 6,891 % | 3,301 % | 3,193 % | 6,492 % 79 | 4,201 % | 3,817 % | 6,868 % | 3,303 % | 3,197 % | 6,479 % 80 | 4,205 % | 3,812 % | 6,846 % | 3,305 % | 3,200 % | 6,467 % 81 | 4,209 % | 3,808 % | 6,824 % | 3,306 % | 3,203 % | 6,455 % 82 | 4,212 % | 3,803 % | 6,803 % | 3,308 % | 3,206 % | 6,443 % 83 | 4,216 % | 3,799 % | 6,782 % | 3,310 % | 3,209 % | 6,432 % 84 | 4,219 % | 3,795 % | 6,762 % | 3,311 % | 3,212 % | 6,421 % 85 | 4,222 % | 3,791 % | 6,743 % | 3,313 % | 3,214 % | 6,410 % 86 | 4,226 % | 3,787 % | 6,723 % | 3,315 % | 3,217 % | 6,399 % 87 | 4,229 % | 3,783 % | 6,705 % | 3,316 % | 3,220 % | 6,389 % 88 | 4,232 % | 3,779 % | 6,686 % | 3,318 % | 3,222 % | 6,379 % 89 | 4,235 % | 3,775 % | 6,668 % | 3,319 % | 3,225 % | 6,369 % 90 | 4,238 % | 3,772 % | 6,651 % | 3,320 % | 3,228 % | 6,359 % 91 | 4,241 % | 3,768 % | 6,634 % | 3,322 % | 3,230 % | 6,350 % 92 | 4,243 % | 3,765 % | 6,617 % | 3,323 % | 3,232 % | 6,340 % 93 | 4,246 % | 3,761 % | 6,600 % | 3,325 % | 3,235 % | 6,331 % 94 | 4,249 % | 3,758 % | 6,584 % | 3,326 % | 3,237 % | 6,322 % 95 | 4,251 % | 3,755 % | 6,568 % | 3,327 % | 3,239 % | 6,314 % 96 | 4,254 % | 3,752 % | 6,553 % | 3,329 % | 3,241 % | 6,305 % 97 | 4,257 % | 3,749 % | 6,538 % | 3,330 % | 3,244 % | 6,297 % 98 | 4,259 % | 3,746 % | 6,523 % | 3,331 % | 3,246 % | 6,289 % 99 | 4,261 % | 3,743 % | 6,509 % | 3,332 % | 3,248 % | 6,281 % 100 | 4,264 % | 3,740 % | 6,495 % | 3,333 % | 3,250 % | 6,273 % 101 | 4,266 % | 3,737 % | 6,481 % | 3,335 % | 3,252 % | 6,265 % 102 | 4,268 % | 3,734 % | 6,467 % | 3,336 % | 3,254 % | 6,258 % 103 | 4,271 % | 3,731 % | 6,454 % | 3,337 % | 3,256 % | 6,250 % 104 | 4,273 % | 3,728 % | 6,441 % | 3,338 % | 3,257 % | 6,243 % 105 | 4,275 % | 3,726 % | 6,428 % | 3,339 % | 3,259 % | 6,236 % 106 | 4,277 % | 3,723 % | 6,415 % | 3,340 % | 3,261 % | 6,229 % 107 | 4,279 % | 3,721 % | 6,403 % | 3,341 % | 3,263 % | 6,222 % 108 | 4,281 % | 3,718 % | 6,391 % | 3,342 % | 3,265 % | 6,215 % 109 | 4,283 % | 3,716 % | 6,379 % | 3,343 % | 3,266 % | 6,209 % 110 | 4,285 % | 3,713 % | 6,367 % | 3,344 % | 3,268 % | 6,202 % 111 | 4,287 % | 3,711 % | 6,356 % | 3,345 % | 3,270 % | 6,196 % 112 | 4,289 % | 3,709 % | 6,344 % | 3,346 % | 3,271 % | 6,190 % 113 | 4,291 % | 3,706 % | 6,333 % | 3,347 % | 3,273 % | 6,184 % 114 | 4,293 % | 3,704 % | 6,322 % | 3,348 % | 3,274 % | 6,178 % 115 | 4,295 % | 3,702 % | 6,312 % | 3,349 % | 3,276 % | 6,172 % 116 | 4,296 % | 3,700 % | 6,301 % | 3,349 % | 3,277 % | 6,166 % 117 | 4,298 % | 3,697 % | 6,291 % | 3,350 % | 3,279 % | 6,160 % 118 | 4,300 % | 3,695 % | 6,281 % | 3,351 % | 3,280 % | 6,155 % 119 | 4,301 % | 3,693 % | 6,271 % | 3,352 % | 3,282 % | 6,149 % 120 | 4,303 % | 3,691 % | 6,261 % | 3,353 % | 3,283 % | 6,144 % 121 | 4,305 % | 3,689 % | 6,251 % | 3,354 % | 3,284 % | 6,138 % 122 | 4,306 % | 3,687 % | 6,242 % | 3,354 % | 3,286 % | 6,133 % 123 | 4,308 % | 3,685 % | 6,232 % | 3,355 % | 3,287 % | 6,128 % 124 | 4,309 % | 3,683 % | 6,223 % | 3,356 % | 3,288 % | 6,123 % 125 | 4,311 % | 3,682 % | 6,214 % | 3,357 % | 3,290 % | 6,118 % 126 | 4,313 % | 3,680 % | 6,205 % | 3,357 % | 3,291 % | 6,113 % 127 | 4,314 % | 3,678 % | 6,197 % | 3,358 % | 3,292 % | 6,108 % 128 | 4,315 % | 3,676 % | 6,188 % | 3,359 % | 3,293 % | 6,103 % 129 | 4,317 % | 3,674 % | 6,179 % | 3,360 % | 3,295 % | 6,099 % 130 | 4,318 % | 3,673 % | 6,171 % | 3,360 % | 3,296 % | 6,094 % 131 | 4,320 % | 3,671 % | 6,163 % | 3,361 % | 3,297 % | 6,089 % 132 | 4,321 % | 3,669 % | 6,155 % | 3,362 % | 3,298 % | 6,085 % 133 | 4,322 % | 3,668 % | 6,147 % | 3,362 % | 3,299 % | 6,081 % 134 | 4,324 % | 3,666 % | 6,139 % | 3,363 % | 3,301 % | 6,076 % 135 | 4,325 % | 3,664 % | 6,131 % | 3,364 % | 3,302 % | 6,072 % 136 | 4,326 % | 3,663 % | 6,124 % | 3,364 % | 3,303 % | 6,068 % 137 | 4,328 % | 3,661 % | 6,116 % | 3,365 % | 3,304 % | 6,064 % 138 | 4,329 % | 3,660 % | 6,109 % | 3,365 % | 3,305 % | 6,059 % 139 | 4,330 % | 3,658 % | 6,101 % | 3,366 % | 3,306 % | 6,055 % 140 | 4,331 % | 3,657 % | 6,094 % | 3,367 % | 3,307 % | 6,051 % 141 | 4,332 % | 3,655 % | 6,087 % | 3,367 % | 3,308 % | 6,047 % 142 | 4,334 % | 3,654 % | 6,080 % | 3,368 % | 3,309 % | 6,044 % 143 | 4,335 % | 3,652 % | 6,073 % | 3,368 % | 3,310 % | 6,040 % 144 | 4,336 % | 3,651 % |

6,067 % | 3,369 % | 3,311 % | 6,036 % 145 | 4,337 % | 3,650 % | 6,060 % | 3,370 % | 3,312 % | 6,032 % 146 | 4,338 % | 3,648 % | 6,053 % | 3,370 % | 3,313 % | 6,029 % 147 | 4,339 % | 3,647 % | 6,047 % | 3,371 % | 3,314 % | 6,025 % 148 | 4,340 % | 3,646 % | 6,040 % | 3,371 % | 3,315 % | 6,022 % 149 | 4,341 % | 3,644 % | 6,034 % | 3,372 % | 3,316 % | 6,018 % 150 | 4,342 % | 3,643 % | 6,028 % | 3,372 % | 3,316 % | 6,015 % Term to maturity (in years) | US dollar | Yen ---|---|--- 1 | 4,719 % | 0,058 % 2 | 4,064 % | 0,134 % 3 | 3,671 % | 0,173 % 4 | 3,454 % | 0,218 % 5 | 3,332 % | 0,276 % 6 | 3,255 % | 0,344 % 7 | 3,206 % | 0,415 % 8 | 3,177 % | 0,478 % 9 | 3,163 % | 0,537 % 10 | 3,160 % | 0,596 % 11 | 3,160 % | 0,644 % 12 | 3,162 % | 0,686 % 13 | 3,163 % | 0,730 % 14 | 3,164 % | 0,774 % 15 | 3,164 % | 0,817 % 16 | 3,162 % | 0,858 % 17 | 3,157 % | 0,895 % 18 | 3,148 % | 0,929 % 19 | 3,132 % | 0,959 % 20 | 3,111 % | 0,985 % 21 | 3,083 % | 1,006 % 22 | 3,050 % | 1,022 % 23 | 3,016 % | 1,034 % 24 | 2,982 % | 1,040 % 25 | 2,950 % | 1,042 % 26 | 2,920 % | 1,038 % 27 | 2,893 % | 1,034 % 28 | 2,870 % | 1,032 % 29 | 2,851 % | 1,035 % 30 | 2,837 % | 1,046 % 31 | 2,827 % | 1,065 % 32 | 2,821 % | 1,090 % 33 | 2,818 % | 1,120 % 34 | 2,817 % | 1,154 % 35 | 2,819 % | 1,191 % 36 | 2,823 % | 1,229 % 37 | 2,827 % | 1,268 % 38 | 2,833 % | 1,308 % 39 | 2,840 % | 1,348 % 40 | 2,847 % | 1,388 % 41 | 2,855 % | 1,427 % 42 | 2,863 % | 1,467 % 43 | 2,871 % | 1,505 % 44 | 2,880 % | 1,543 % 45 | 2,888 % | 1,580 % 46 | 2,897 % | 1,616 % 47 | 2,905 % | 1,651 % 48 | 2,914 % | 1,686 % 49 | 2,923 % | 1,719 % 50 | 2,931 % | 1,751 % 51 | 2,940 % | 1,783 % 52 | 2,948 % | 1,814 % 53 | 2,956 % | 1,843 % 54 | 2,964 % | 1,872 % 55 | 2,971 % | 1,900 % 56 | 2,979 % | 1,927 % 57 | 2,986 % | 1,954 % 58 | 2,994 % | 1,979 % 59 | 3,001 % | 2,004 % 60 | 3,008 % | 2,028 % 61 | 3,014 % | 2,052 % 62 | 3,021 % | 2,074 % 63 | 3,027 % | 2,096 % 64 | 3,034 % | 2,118 % 65 | 3,040 % | 2,139 % 66 | 3,046 % | 2,159 % 67 | 3,052 % | 2,178 % 68 | 3,057 % | 2,198 % 69 | 3,063 % | 2,216 % 70 | 3,068 % | 2,234 % 71 | 3,073 % | 2,252 % 72 | 3,078 % | 2,269 % 73 | 3,083 % | 2,286 % 74 | 3,088 % | 2,302 % 75 | 3,093 % | 2,318 % 76 | 3,098 % | 2,333 % 77 | 3,102 % | 2,348 % 78 | 3,106 % | 2,363 % 79 | 3,111 % | 2,377 % 80 | 3,115 % | 2,391 % 81 | 3,119 % | 2,404 % 82 | 3,123 % | 2,418 % 83 | 3,127 % | 2,431 % 84 | 3,131 % | 2,443 % 85 | 3,135 % | 2,456 % 86 | 3,138 % | 2,468 % 87 | 3,142 % | 2,480 % 88 | 3,145 % | 2,491 % 89 | 3,149 % | 2,502 % 90 | 3,152 % | 2,513 % 91 | 3,155 % | 2,524 % 92 | 3,158 % | 2,535 % 93 | 3,161 % | 2,545 % 94 | 3,165 % | 2,555 % 95 | 3,168 % | 2,565 % 96 | 3,170 % | 2,575 % 97 | 3,173 % | 2,584 % 98 | 3,176 % | 2,593 % 99 | 3,179 % | 2,603 % 100 | 3,182 % | 2,612 % 101 | 3,184 % | 2,620 % 102 | 3,187 % | 2,629 % 103 | 3,189 % | 2,637 % 104 | 3,192 % | 2,646 % 105 | 3,194 % | 2,654 % 106 | 3,197 % | 2,662 % 107 | 3,199 % | 2,669 % 108 | 3,201 % | 2,677 % 109 | 3,204 % | 2,685 % 110 | 3,206 % | 2,692 % 111 | 3,208 % | 2,699 % 112 | 3,210 % | 2,706 % 113 | 3,212 % | 2,713 % 114 | 3,215 % | 2,720 % 115 | 3,217 % | 2,727 % 116 | 3,219 % | 2,734 % 117 | 3,221 % | 2,740 % 118 | 3,222 % | 2,747 % 119 | 3,224 % | 2,753 % 120 | 3,226 % | 2,759 % 121 | 3,228 % | 2,765 % 122 | 3,230 % | 2,771 % 123 | 3,232 % | 2,777 % 124 | 3,233 % | 2,783 % 125 | 3,235 % | 2,789 % 126 | 3,237 % | 2,794 % 127 | 3,239 % | 2,800 % 128 | 3,240 % | 2,805 % 129 | 3,242 % | 2,811 % 130 | 3,243 % | 2,816 % 131 | 3,245 % | 2,821 % 132 | 3,247 % | 2,826 % 133 | 3,248 % | 2,831 % 134 | 3,250 % | 2,836 % 135 | 3,251 % | 2,841 % 136 | 3,253 % | 2,846 % 137 | 3,254 % | 2,851 % 138 | 3,255 % | 2,855 % 139 | 3,257 % | 2,860 % 140 | 3,258 % | 2,865 % 141 | 3,260 % | 2,869 % 142 | 3,261 % | 2,874 % 143 | 3,262 % | 2,878 % 144 | 3,264 % | 2,882 % 145 | 3,265 % | 2,886 % 146 | 3,266 % | 2,891 % 147 | 3,267 % | 2,895 % 148 | 3,269 % | 2,899 % 149 | 3,270 % | 2,903 % 150 | 3,271 % | 2,907 % ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 28 | 5 | 0 | 21 | 0 2 | 0 | 0 | 35 | 5 | 0 | 36 | 0 3 | 0 | 0 | 40 | 5 | 0 | 41 | 0 4 | 0 | 1 | 43 | 5 | 2 | 42 | 0 5 | 0 | 2 | 47 | 5 | 3 | 45 | 0 6 | 0 | 3 | 50 | 5 | 5 | 48 | 0 7 | 1 | 4 | 53 | 5 | 8 | 49 | 0 8 | 2 | 5 | 55 | 5 | 10 | 49 | 0 9 | 2 | 6 | 56 | 5 | 11 | 47 | 0 10 | 3 | 7 | 58 | 5 | 12 | 46 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 350 | 4 | 13 2 | 0 | 0 | 0 | 0 | 219 | 4 | 19 3 | 0 | 0 | 0 | 0 | 195 | 4 | 21 4 | 1 | 0 | 0 | 0 | 171 | 4 | 22 5 | 2 | 0 | 0 | 0 | 158 | 4 | 23 6 | 3 | 0 | 0 | 0 | 155 | 4 | 25 7 | 4 | 0 | 0 | 0 | 153 | 4 | 26 8 | 5 | 0 | 1 | 0 | 157 | 3 | 27 9 | 6 | 0 | 2 | 0 | 159 | 1 | 27 10 | 7 | 0 | 3 | 0 | 161 | 4 | 27 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 4 | 4 | 0 | 13 | 0 | 4 2 | 14 | 9 | 10 | 0 | 19 | 0 | 4 3 | 18 | 12 | 13 | 0 | 21 | 0 | 4 4 | 21 | 13 | 15 | 0 | 22 | 0 | 4 5 | 23 | 15 | 17 | 0 | 23 | 0 | 4 6 | 25 | 17 | 19 | 0 | 25 | 0 | 4 7 | 27 | 18 | 20 | 0 | 26 | 0 | 4 8 | 29 | 19 | 22 | 0 | 27 | 0 | 4 9 | 30 | 20 | 23 | 1 | 27 | 0 | 4 10 | 32 | 21 | 24 | 1 | 28 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 21 | 8 | 10 | 15 | 4 | 0 | 0 2 | 36 | 15 | 13 | 18 | 10 | 0 | 0 3 | 41 | 17 | 15 | 22 | 13 | 0 | 0 4 | 42 | 18 | 17 | 26 | 15 | 0 | 0 5 | 45 | 20 | 18 | 30 | 17 | 0 | 0 6 | 48 | 21 | 19 | 33 | 19 | 0 | 0 7 | 49 | 22 | 21 | 34 | 20 | 0 | 0 8 | 49 | 23 | 22 | 36 | 22 | 0 | 0 9 | 47 | 25 | 22 | 37 | 23 | 0 | 0 10 | 46 | 23 | 23 | 37 | 24 | 0 | 0 Duration (in years) | Iceland | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada ---|---|---|---|---|---|---|--- 1 | 5 | 0 | 0 | 0 | 0 | 12 | 0 2 | 5 | 0 | 0 | 0 | 0 | 12 | 0 3 | 5 | 0 | 0 | 0 | 0 | 12 | 0 4 | 5 | 0 | 0 | 0 | 0 | 12 | 0 5 | 5 | 0 | 0 | 0 | 0 | 12 | 0 6 | 5 | 0 | 0 | 0 | 0 | 12 | 0 7 | 5 | 0 | 0 | 0 | 0 | 12 | 0 8 | 5 | 0 | 0 | 0 | 0 | 12 | 0 9 | 5 | 0 | 0 | 0 | 0 | 12 | 0 10 | 5 | 0 | 0 | 0 | 0 | 12 | 0 Duration (in years) | Chile | China | Colombia | Hong Kong | India | Japan | Malaysia ---|---|---|---|---|---|---|--- 1 | 16 | 0 | 11 | 0 | 10 | 0 | 0 2 | 18 | 1 | 18 | 0 | 10 | 0 | 0 3 | 17 | 2 | 27 | 0 | 10 | 0 | 0 4 | 17 | 3 | 34 | 0 | 10 | 0 | 0 5 | 15 | 3 | 35 | 0 | 10 | 0 | 0 6 | 14 | 3 | 38 | 0 | 10 | 0 | 0 7 | 13 | 4 | 40 | 0 | 10 | 0 | 0 8 | 14 | 7 | 38 | 0 | 10 | 0 | 0 9 | 15 | 5 | 36 | 0 | 10 | 0 | 0 10 | 13 | 5 | 38 | 0 | 10 | 1 | 0 Duration (in years) | Mexico | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand ---|---|---|---|---|---|---|--- 1 | 8 | 0 | 0 | 0 | 7 | 9 | 1 2 | 9 | 0 | 0 | 0 | 10 | 11 | 0 3 | 10 | 0 | 0 | 0 | 11 | 11 | 0 4 | 10 | 0 | 0 | 0 | 12 | 13 | 0 5 | 10 | 0 | 2 | 0 | 13 | 15 | 0 6 | 10 | 0 | 5 | 0 | 14 | 15 | 0 7 | 10 | 0 | 7 | 0 | 17 | 15 | 0 8 | 10 | 0 | 11 | 0 | 19 | 15 | 0 9 | 10 | 0 | 16 | 0 | 20 | 15 | 0 10 | 10 | 0 | 16 | 0 | 21 | 15 | 0 Duration (in years) | Taiwan | Turkey | United States ---|---|---|--- 1 | 4 | 0 | 0 2 | 4 | 0 | 0 3 | 4 | 0 | 0 4 | 4 | 0 | 0 5 | 4 | 0 | 0 6 | 4 | 0 | 0 7 | 4 | 0 | 0 8 | 4 | 0 | 0 9 | 4 | 0 | 0 10 | 4 | 0 | 0 2\.

Exposures to financial institutions 2.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 42 | 110 | 224 | 511 | 1 242 2 | 6 | 19 | 42 | 110 | 224 | 511 | 1 000 3 | 8 | 21 | 43 | 105 | 220 | 508 | 815 4 | 9 | 24 | 46 | 107 | 220 | 507 | 674 5 | 10 | 26 | 51 | 110 | 219 | 507 | 567 6 | 11 | 28 | 55 | 115 | 219 | 507 | 507 7 | 12 | 30 | 56 | 118 | 219 | 507 | 507 8 | 12 | 31 | 56 | 117 | 219 | 507 | 507 9 | 13 | 32 | 56 | 116 | 219 | 507 | 507 10 | 13 | 33 | 57 | 116 | 219 | 507 | 507 11 | 14 | 34 | 57 | 116 | 219 | 507 | 507 12 | 14 | 35 | 57 | 116 | 219 | 507 | 507 13 | 14 | 36 | 57 | 116 | 219 | 507 | 507 14 | 15 | 36 | 57 | 116 | 219 | 507 | 507 15 | 15 | 36 | 57 | 116 | 219 | 507 | 507 16 | 15 | 36 | 57 | 116 | 219 | 507 | 507 17 | 15 | 36 | 57 | 116 | 219 | 507 | 507 18 | 15 | 36 | 57 | 116 | 219 | 507 | 507 19 | 15 | 36 | 57 | 116 | 219 | 507 | 507 20 | 16 | 36 | 57 | 116 | 219 | 507 | 507 21 | 16 | 36 | 57 | 116 | 219 | 507 | 507 22 | 18 | 36 | 57 | 116 | 219 | 507 | 507 23 | 18 | 36 | 57 | 116 | 219 | 507 | 507 24 | 19 | 36 | 57 | 116 | 219 | 507 | 507 25 | 19 | 36 | 57 | 116 | 219 | 507 | 507 26 | 20 | 36 | 57 | 116 | 219 | 507 | 507 27 | 21 | 36 | 57 | 116 | 219 | 507 | 507 28 | 21 | 36 | 57 | 116 | 219 | 507 | 507 29 | 22 | 36 | 57 | 116 | 219 | 507 | 507 30 | 23 | 36 | 57 | 116 | 219 | 507 | 507 2.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 18 | 31 | 54 | 122 | 236 | 523 | 1 307 2 | 20 | 32 | 55 | 123 | 237 | 524 | 1 043 3 | 21 | 35 | 56 | 118 | 234 | 521 | 846 4 | 21 | 36 | 59 | 120 | 232 | 519 | 698 5 | 22 | 38 | 63 | 122 | 231 | 519 | 585 6 | 22 | 39 | 66 | 126 | 231 | 518 | 518 7 | 23 | 41 | 67 | 128 | 230 | 517 | 517 8 | 22 | 41 | 66 | 126 | 229 | 516 | 516 9 | 22 | 41 | 65 | 125 | 228 | 516 | 516 10 | 22 | 42 | 65 | 124 | 228 | 515 | 515 11 | 22 | 42 | 65 | 124 | 227 | 515 | 515 12 | 21 | 42 | 64 | 123 | 227 | 514 | 514 13 | 21 | 42 | 64 | 123 | 226 | 513 | 513 14 | 21 | 42 | 63 | 122 | 226 | 513 | 513 15 | 20 | 42 | 63 | 122 | 225 | 513 | 513 16 | 20 | 41 | 62 | 121 | 225 | 512 | 512 17 | 20 | 41 | 62 | 121 | 225 | 512 | 512 18 | 20 | 41 | 62 | 121 | 225 | 512 | 512 19 | 20 | 41 | 62 | 121 | 225 | 512 | 512 20 | 20 | 42 | 63 | 122 | 225 | 512 | 512 21 | 21 | 42 | 63 | 122 | 225 | 513 | 513 22 | 21 | 42 | 63 | 122 | 225 | 513 | 513 23 | 21 | 42 | 63 | 122 | 226 | 513 | 513 24 | 21 | 42 | 63 | 122 | 226 | 513 | 513 25 | 21 | 42 | 63 | 122 | 226 | 513 | 513 26 | 21 | 42 | 63 | 122 | 225 | 513 | 513 27 | 21 | 42 | 63 | 122 | 225 | 513 | 513 28 | 21 | 42 | 63 | 122 | 225 | 513 | 513 29 | 23 | 42 | 63 | 122 | 225 | 513 | 513 30 | 24 | 42 | 63 | 122 | 225 | 512 | 512 2.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 42 | 110 | 224 | 511 | 1 242 2 | 6 | 19 | 42 | 110 | 224 | 511 | 1 000 3 | 7 | 21 | 43 | 105 | 220 | 507 | 815 4 | 9 | 24 | 46 | 107 | 219 | 507 | 674 5 | 10 | 26 | 51 | 110 | 219 | 507 | 567 6 | 11 | 28 | 54 | 115 | 219 | 507 | 507 7 | 12 | 30 | 56 | 117 | 219 | 507 | 507 8 | 12 | 31 | 56 | 116 | 219 | 507 | 507 9 | 12 | 32 | 56 | 116 | 219 | 507 | 507 10 | 13 | 33 | 56 | 116 | 219 | 507 | 507 11 | 14 | 34 | 57 | 116 | 219 | 507 | 507 12 | 14 | 35 | 57 | 116 | 219 | 507 | 507 13 | 14 | 35 | 57 | 116 | 219 | 507 | 507 14 | 15 | 36 | 57 | 116 | 219 | 507 | 507 15 | 15 | 36 | 57 | 116 | 219 | 507 | 507 16 | 14 | 36 | 57 | 116 | 219 | 507 | 507 17 | 14 | 36 | 57 | 116 | 219 | 507 | 507 18 | 14 | 36 | 57 | 116 | 219 | 507 | 507 19 | 15 | 36 | 57 | 116 | 219 | 507 | 507 20 | 16 | 36 | 57 | 116 | 219 | 507 | 507 21 | 16 | 36 | 57 | 116 | 219 | 507 | 507 22 | 18 | 36 | 57 | 116 | 219 | 507 | 507 23 | 18 | 36 | 57 | 116 | 219 | 507 | 507 24 | 19 | 36 | 57 | 116 | 219 | 507 | 507 25 | 19 | 36 | 57 | 116 | 219 | 507 | 507 26 | 20 | 36 | 57 | 116 | 219 | 507 | 507 27 | 21 | 36 | 57 | 116 | 219 | 507 | 507 28 | 21 | 36 | 57 | 116 | 219 | 507 | 507 29 | 22 | 36 | 57 | 116 | 219 | 507 | 507 30 | 23 | 36 | 57 | 116 | 219 | 507 | 507 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 | 79 | 92 | 115 | 183 | 297 | 584 | 1 452 2 | 76 | 89 | 111 | 179 | 293 | 581 | 1 150 3 | 79 | 93 | 115 | 177 | 292 | 579 | 925 4 | 79 | 94 | 116 | 177 | 289 | 577 | 758 5 | 78 | 94 | 119 | 178 | 287 | 575 | 631 6 | 78 | 95 | 121 | 181 | 286 | 573 | 573 7 | 77 | 95 | 121 | 182 | 284 | 571 | 571 8 | 76 | 95 | 120 | 180 | 283 | 570 | 570 9 | 75 | 95 | 119 | 178 | 282 | 569 | 569 10 | 72 | 92 | 116 | 175 | 279 | 566 | 566 11 | 71 | 91 | 114 | 173 | 276 | 564 | 564 12 | 70 | 91 | 113 | 172 | 275 | 563 | 563 13 | 70 | 91 | 112 | 171 | 275 | 562 | 562 14 | 69 | 91 | 112 | 171 | 274 | 562 | 562 15 | 69 | 90 | 111 | 171 | 274 | 561 | 561 16 | 69 | 90 | 111 | 170 | 273 | 561 | 561 17 | 68 | 90 | 111 | 170 | 273 | 560 | 560 18 | 68 | 89 | 110 | 169 | 273 | 560 | 560 19 | 67 | 88 | 109 | 169 | 272 | 559 | 559 20 | 67 | 88 | 109 | 168 | 271 | 559 | 559 21 | 66 | 87 | 108 | 167 | 271 | 558 | 558 22 | 65 | 86 | 107 | 167 | 270 | 557 | 557 23 | 64 | 85 | 107 | 166 | 269 | 556 | 556 24 | 63 | 85 | 106 | 165 | 268 | 555 | 555 25 | 62 | 84 | 105 | 164 | 267 | 554 | 554 26 | 61 | 82 | 104 | 163 | 266 | 553 | 553 27 | 60 | 81 | 102 | 162 | 265 | 552 | 552 28 | 59 | 80 | 101 | 161 | 264 | 551 | 551 29 | 58 | 79 | 100 | 159 | 263 | 550 | 550 30 | 57 | 78 | 99 | 158 | 262 | 549 | 549 2.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 11 | 23 | 46 | 114 | 228 | 515 | 1 244 2 | 12 | 25 | 48 | 116 | 230 | 517 | 1001 3 | 14 | 28 | 50 | 111 | 227 | 514 | 815 4 | 16 | 31 | 53 | 114 | 227 | 514 | 675 5 | 18 | 34 | 58 | 118 | 227 | 514 | 567 6 | 19 | 36 | 62 | 122 | 227 | 514 | 514 7 | 19 | 37 | 63 | 125 | 226 | 514 | 514 8 | 19 | 38 | 63 | 123 | 226 | 513 | 513 9 | 19 | 38 | 63 | 122 | 226 | 513 | 513 10 | 19 | 39 | 63 | 122 | 225 | 513 | 513 11 | 19 | 40 | 63 | 122 | 225 | 513 | 513 12 | 20 | 41 | 63 | 122 | 225 | 512 | 512 13 | 20 | 41 | 63 | 122 | 225 | 513 | 513 14 | 21 | 42 | 63 | 122 | 225 | 513 | 513 15 | 21 | 42 | 63 | 122 | 225 | 513 | 513 16 | 21 | 42 | 63 | 122 | 225 | 513 | 513 17 | 21 | 42 | 63 | 122 | 225 | 513 | 513 18 | 21 | 42 | 63 | 122 | 226 | 513 | 513 19 | 21 | 42 | 64 | 123 | 226 | 513 | 513 20 | 22 | 43 | 64 | 123 | 226 | 514 | 514 21 | 22 | 43 | 64 | 124 | 227 | 514 | 514 22 | 22 | 44 | 65 | 124 | 227 | 514 | 514 23 | 23 | 44 | 65 | 124 | 227 | 515 | 515 24 | 23 | 44 | 65 | 124 | 227 | 515 | 515 25 | 23 | 44 | 65 | 124 | 227 | 515 | 515 26 | 23 | 44 | 65 | 124 | 227 | 515 | 515 27 | 22 | 44 | 65 | 124 | 227 | 515 | 515 28 | 22 | 44 | 65 | 124 | 227 | 514 | 514 29 | 22 | 43 | 64 | 124 | 227 | 514 | 514 30 | 23 | 43 | 64 | 123 | 227 | 514 | 514 2.6 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 18 | 41 | 109 | 223 | 510 | 1 241 2 | 5 | 18 | 41 | 109 | 223 | 510 | 999 3 | 7 | 21 | 43 | 104 | 220 | 507 | 814 4 | 8 | 23 | 45 | 106 | 219 | 506 | 674 5 | 9 | 25 | 50 | 110 | 219 | 506 | 566 6 | 10 | 27 | 54 | 114 | 219 | 506 | 506 7 | 12 | 30 | 56 | 117 | 219 | 506 | 506 8 | 12 | 30 | 56 | 116 | 219 | 506 | 506 9 | 12 | 31 | 55 | 115 | 219 | 506 | 506 10 | 12 | 32 | 56 | 115 | 219 | 506 | 506 11 | 13 | 33 | 56 | 115 | 219 | 506 | 506 12 | 13 | 34 | 56 | 115 | 219 | 506 | 506 13 | 14 | 35 | 56 | 115 | 218 | 506 | 506 14 | 14 | 35 | 56 | 115 | 218 | 506 | 506 15 | 14 | 35 | 56 | 115 | 218 | 506 | 506 16 | 14 | 35 | 56 | 115 | 218 | 506 | 506 17 | 14 | 35 | 56 | 115 | 218 | 506 | 506 18 | 14 | 35 | 56 | 115 | 218 | 506 | 506 19 | 15 | 35 | 56 | 115 | 218 | 506 | 506 20 | 16 | 35 | 56 | 115 | 218 | 506 | 506 21 | 16 | 35 | 56 | 115 | 219 | 506 | 506 22 | 18 | 35 | 56 | 115 | 219 | 506 | 506 23 | 18 | 35 | 56 | 115 | 219 | 506 | 506 24 | 19 | 35 | 56 | 115 | 219 | 506 | 506 25 | 19 | 35 | 56 | 115 | 219 | 506 | 506 26 | 20 | 35 | 56 | 115 | 219 | 506 | 506 27 | 21 | 35 | 56 | 115 | 219 | 506 | 506 28 | 21 | 35 | 56 | 115 | 219 | 506 | 506 29 | 22 | 35 | 56 | 115 | 219 | 506 | 506 30 | 23 | 35 | 56 | 115 | 219 | 506 | 506 2.7 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 7 | 24 | 52 | 140 | 242 | 529 | 1 262 2 | 7 | 24 | 52 | 140 | 242 | 529 | 1 015 3 | 8 | 26 | 52 | 128 | 238 | 526 | 827 4 | 10 | 28 | 54 | 119 | 237 | 524 | 684 5 | 12 | 30 | 56 | 110 | 236 | 523 | 574 6 | 14 | 34 | 59 | 104 | 234 | 522 | 522 7 | 16 | 36 | 60 | 98 | 233 | 521 | 521 8 | 18 | 38 | 59 | 92 | 232 | 520 | 520 9 | 20 | 44 | 62 | 87 | 231 | 519 | 519 10 | 20 | 44 | 61 | 84 | 230 | 518 | 518 11 | 19 | 43 | 60 | 85 | 230 | 517 | 517 12 | 19 | 43 | 60 | 87 | 229 | 516 | 516 13 | 19 | 43 | 61 | 87 | 228 | 515 | 515 14 | 19 | 43 | 61 | 87 | 227 | 515 | 515 15 | 19 | 43 | 61 | 87 | 227 | 514 | 514 16 | 19 | 43 | 61 | 87 | 225 | 513 | 513 17 | 19 | 44 | 61 | 87 | 225 | 512 | 512 18 | 19 | 44 | 61 | 87 | 224 | 512 | 512 19 | 19 | 44 | 61 | 87 | 224 | 511 | 511 20 | 19 | 44 | 61 | 87 | 224 | 512 | 512 21 | 19 | 44 | 61 | 87 | 224 | 512 | 512 22 | 19 | 44 | 61 | 87 | 224 | 512 | 512 23 | 19 | 44 | 61 | 87 | 224 | 511 | 511 24 | 19 | 44 | 61 | 87 | 223 | 510 | 510 25 | 20 | 44 | 61 | 87 | 222 | 510 | 510 26 | 20 | 44 | 61 | 87 | 222 | 509 | 509 27 | 21 | 44 | 61 | 87 | 221 | 509 | 509 28 | 21 | 44 | 61 | 87 | 221 | 508 | 508 29 | 22 | 44 | 61 | 87 | 220 | 508 | 508 30 | 23 | 44 | 61 | 87 | 220 | 507 | 507 2.8 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 84 | 97 | 120 | 188 | 302 | 589 | 1302 2 | 83 | 96 | 119 | 187 | 301 | 588 | 1 054 3 | 83 | 97 | 119 | 180 | 296 | 583 | 862 4 | 83 | 98 | 120 | 181 | 293 | 581 | 716 5 | 82 | 98 | 123 | 182 | 291 | 578 | 602 6 | 81 | 98 | 124 | 185 | 289 | 577 | 577 7 | 80 | 98 | 124 | 185 | 287 | 574 | 574 8 | 78 | 97 | 122 | 182 | 285 | 572 | 572 9 | 76 | 96 | 120 | 180 | 283 | 571 | 571 10 | 76 | 96 | 119 | 178 | 282 | 569 | 569 11 | 75 | 95 | 118 | 177 | 280 | 568 | 568 12 | 74 | 95 | 116 | 176 | 279 | 566 | 566 13 | 73 | 94 | 115 | 174 | 277 | 565 | 565 14 | 71 | 93 | 114 | 173 | 276 | 563 | 563 15 | 70 | 91 | 112 | 171 | 275 | 562 | 562 16 | 69 | 90 | 111 | 170 | 274 | 561 | 561 17 | 68 | 89 | 110 | 169 | 273 | 560 | 560 18 | 67 | 88 | 109 | 168 | 272 | 559 | 559 19 | 66 | 87 | 109 | 168 | 271 | 558 | 558 20 | 65 | 87 | 108 | 167 | 270 | 558 | 558 21 | 65 | 86 | 107 | 166 | 269 | 557 | 557 22 | 63 | 85 | 106 | 165 | 268 | 556 | 556 23 | 62 | 84 | 105 | 164 | 267 | 555 | 555 24 | 61 | 83 | 104 | 163 | 266 | 553 | 553 25 | 60 | 81 | 102 | 162 | 265 | 552 | 552 26 | 59 | 80 | 101 | 160 | 264 | 551 | 551 27 | 58 | 79 | 100 | 159 | 263 | 550 | 550 28 | 57 | 78 | 99 | 158 | 262 | 549 | 549 29 | 56 | 77 | 98 | 157 | 261 | 548 | 548 30 | 55 | 76 | 97 | 156 | 260 | 547 | 547 2.9 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 57 | 70 | 93 | 161 | 275 | 562 | 1 289 2 | 56 | 69 | 92 | 160 | 274 | 561 | 1 039 3 | 57 | 71 | 93 | 154 | 270 | 557 | 849 4 | 58 | 73 | 95 | 156 | 268 | 556 | 703 5 | 57 | 74 | 98 | 158 | 267 | 554 | 592 6 | 57 | 74 | 100 | 161 | 265 | 552 | 552 7 | 57 | 75 | 101 | 162 | 264 | 551 | 551 8 | 56 | 74 | 100 | 160 | 263 | 550 | 550 9 | 54 | 74 | 98 | 158 | 261 | 548 | 548 10 | 54 | 74 | 97 | 157 | 260 | 547 | 547 11 | 54 | 74 | 97 | 156 | 259 | 547 | 547 12 | 53 | 74 | 96 | 155 | 258 | 546 | 546 13 | 53 | 74 | 95 | 154 | 258 | 545 | 545 14 | 52 | 74 | 95 | 154 | 257 | 545 | 545 15 | 52 | 73 | 94 | 153 | 257 | 544 | 544 16 | 51 | 72 | 93 | 152 | 256 | 543 | 543 17 | 51 | 72 | 93 | 152 | 255 | 543 | 543 18 | 50 | 71 | 92 | 151 | 255 | 542 | 542 19 | 50 | 71 | 92 | 151 | 254 | 542 | 542 20 | 49 | 71 | 92 | 151 | 254 | 542 | 542 21 | 49 | 70 | 91 | 151 | 254 | 541 | 541 22 | 49 | 70 | 91 | 150 | 253 | 541 | 541 23 | 48 | 69 | 90 | 149 | 253 | 540 | 540 24 | 47 | 69 | 90 | 149 | 252 | 540 | 540 25 | 47 | 68 | 89 | 148 | 252 | 539 | 539 26 | 46 | 67 | 88 | 147 | 251 | 538 | 538 27 | 45 | 67 | 88 | 147 | 250 | 537 | 537 28 | 45 | 66 | 87 | 146 | 249 | 537 | 537 29 | 44 | 65 | 86 | 145 | 249 | 536 | 536 30 | 43 | 64 | 85 | 145 | 248 | 535 | 535 2.10 Króna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 91 | 104 | 126 | 194 | 308 | 596 | 1 332 2 | 91 | 103 | 126 | 194 | 308 | 595 | 1 072 3 | 90 | 104 | 126 | 187 | 303 | 590 | 874 4 | 90 | 105 | 128 | 189 | 301 | 588 | 722 5 | 91 | 107 | 132 | 191 | 300 | 587 | 605 6 | 91 | 108 | 134 | 195 | 299 | 587 | 587 7 | 92 | 110 | 136 | 197 | 299 | 586 | 586 8 | 92 | 111 | 136 | 196 | 299 | 586 | 586 9 | 92 | 112 | 136 | 196 | 299 | 587 | 587 10 | 93 | 113 | 137 | 196 | 299 | 587 | 587 11 | 93 | 114 | 136 | 196 | 299 | 586 | 586 12 | 93 | 114 | 136 | 195 | 298 | 586 | 586 13 | 92 | 113 | 135 | 194 | 297 | 585 | 585 14 | 92 | 113 | 134 | 193 | 296 | 584 | 584 15 | 90 | 112 | 133 | 192 | 295 | 583 | 583 16 | 89 | 111 | 132 | 191 | 294 | 581 | 581 17 | 88 | 110 | 131 | 190 | 293 | 580 | 580 18 | 87 | 108 | 130 | 189 | 292 | 579 | 579 19 | 86 | 107 | 128 | 188 | 291 | 578 | 578 20 | 85 | 106 | 127 | 187 | 290 | 577 | 577 21 | 84 | 105 | 126 | 185 | 289 | 576 | 576 22 | 83 | 104 | 125 | 184 | 287 | 575 | 575 23 | 81 | 102 | 123 | 182 | 286 | 573 | 573 24 | 80 | 101 | 122 | 181 | 284 | 572 | 572 25 | 78 | 99 | 120 | 179 | 283 | 570 | 570 26 | 77 | 98 | 119 | 178 | 281 | 569 | 569 27 | 75 | 96 | 117 | 176 | 280 | 567 | 567 28 | 73 | 95 | 116 | 175 | 278 | 566 | 566 29 | 72 | 93 | 114 | 173 | 277 | 564 | 564 30 | 71 | 92 | 113 | 172 | 275 | 563 | 563 2.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 44 | 67 | 135 | 249 | 536 | 1 244 2 | 32 | 45 | 67 | 135 | 249 | 537 | 1002 3 | 32 | 46 | 68 | 129 | 245 | 532 | 817 4 | 33 | 48 | 70 | 131 | 243 | 531 | 676 5 | 33 | 49 | 74 | 134 | 242 | 530 | 568 6 | 34 | 51 | 77 | 137 | 242 | 529 | 529 7 | 34 | 52 | 78 | 139 | 241 | 528 | 528 8 | 33 | 52 | 77 | 137 | 240 | 527 | 527 9 | 33 | 52 | 76 | 136 | 239 | 527 | 527 10 | 33 | 53 | 76 | 135 | 239 | 526 | 526 11 | 32 | 53 | 76 | 135 | 238 | 525 | 525 12 | 32 | 53 | 75 | 134 | 237 | 525 | 525 13 | 32 | 53 | 74 | 133 | 237 | 524 | 524 14 | 31 | 53 | 74 | 133 | 236 | 524 | 524 15 | 31 | 52 | 73 | 132 | 236 | 523 | 523 16 | 30 | 52 | 73 | 132 | 235 | 522 | 522 17 | 30 | 51 | 72 | 131 | 235 | 522 | 522 18 | 30 | 51 | 72 | 131 | 235 | 522 | 522 19 | 30 | 51 | 72 | 131 | 234 | 522 | 522 20 | 30 | 51 | 72 | 131 | 235 | 522 | 522 21 | 30 | 51 | 72 | 131 | 235 | 522 | 522 22 | 30 | 51 | 72 | 131 | 234 | 522 | 522 23 | 30 | 51 | 72 | 131 | 234 | 522 | 522 24 | 29 | 51 | 72 | 131 | 234 | 521 | 521 25 | 29 | 50 | 71 | 130 | 234 | 521 | 521 26 | 29 | 50 | 71 | 130 | 234 | 521 | 521 27 | 29 | 50 | 71 | 130 | 233 | 521 | 521 28 | 28 | 49 | 70 | 130 | 233 | 520 | 520 29 | 28 | 49 | 70 | 129 | 233 | 520 | 520 30 | 28 | 49 | 70 | 129 | 232 | 520 | 520 2.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 4 | 24 | 92 | 206 | 493 | 1213 2 | 1 | 5 | 24 | 92 | 206 | 494 | 978 3 | 2 | 5 | 26 | 87 | 203 | 490 | 799 4 | 3 | 6 | 29 | 90 | 202 | 489 | 662 5 | 4 | 9 | 34 | 93 | 202 | 489 | 557 6 | 5 | 11 | 37 | 98 | 202 | 489 | 489 7 | 5 | 13 | 39 | 100 | 202 | 489 | 489 8 | 7 | 14 | 39 | 99 | 202 | 489 | 489 9 | 7 | 15 | 39 | 99 | 202 | 489 | 489 10 | 8 | 16 | 39 | 99 | 202 | 489 | 489 11 | 9 | 18 | 40 | 100 | 203 | 490 | 490 12 | 9 | 17 | 39 | 98 | 202 | 489 | 489 13 | 10 | 19 | 40 | 99 | 203 | 490 | 490 14 | 12 | 19 | 40 | 99 | 202 | 490 | 490 15 | 12 | 18 | 39 | 98 | 201 | 489 | 489 16 | 13 | 17 | 38 | 97 | 200 | 488 | 488 17 | 14 | 17 | 38 | 97 | 200 | 488 | 488 18 | 14 | 17 | 38 | 97 | 201 | 488 | 488 19 | 15 | 18 | 38 | 98 | 201 | 488 | 488 20 | 15 | 18 | 39 | 98 | 201 | 489 | 489 21 | 16 | 19 | 39 | 98 | 202 | 489 | 489 22 | 18 | 19 | 39 | 98 | 202 | 489 | 489 23 | 18 | 21 | 39 | 98 | 202 | 489 | 489 24 | 19 | 21 | 39 | 98 | 201 | 489 | 489 25 | 19 | 22 | 39 | 98 | 201 | 489 | 489 26 | 20 | 22 | 39 | 98 | 201 | 489 | 489 27 | 20 | 23 | 39 | 98 | 201 | 488 | 488 28 | 21 | 24 | 40 | 98 | 201 | 488 | 488 29 | 22 | 24 | 41 | 98 | 201 | 488 | 488 30 | 22 | 26 | 42 | 97 | 201 | 488 | 488 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 | 44 | 57 | 80 | 148 | 262 | 549 | 1 245 2 | 44 | 57 | 80 | 148 | 262 | 549 | 1003 3 | 45 | 59 | 81 | 142 | 258 | 545 | 818 4 | 46 | 61 | 83 | 144 | 257 | 544 | 678 5 | 47 | 63 | 88 | 147 | 256 | 543 | 570 6 | 47 | 64 | 90 | 151 | 255 | 542 | 542 7 | 47 | 65 | 91 | 152 | 254 | 542 | 542 8 | 46 | 65 | 90 | 150 | 253 | 541 | 541 9 | 46 | 65 | 89 | 149 | 252 | 540 | 540 10 | 45 | 65 | 89 | 148 | 252 | 539 | 539 11 | 45 | 66 | 89 | 148 | 251 | 538 | 538 12 | 45 | 66 | 88 | 147 | 250 | 538 | 538 13 | 45 | 66 | 87 | 146 | 250 | 537 | 537 14 | 44 | 66 | 87 | 146 | 249 | 536 | 536 15 | 44 | 65 | 86 | 145 | 249 | 536 | 536 16 | 43 | 64 | 85 | 144 | 248 | 535 | 535 17 | 43 | 64 | 85 | 144 | 247 | 535 | 535 18 | 42 | 63 | 84 | 144 | 247 | 534 | 534 19 | 42 | 63 | 84 | 143 | 246 | 534 | 534 20 | 42 | 63 | 84 | 143 | 246 | 534 | 534 21 | 41 | 62 | 84 | 143 | 246 | 533 | 533 22 | 41 | 62 | 83 | 142 | 246 | 533 | 533 23 | 40 | 61 | 83 | 142 | 245 | 532 | 532 24 | 40 | 61 | 82 | 141 | 244 | 532 | 532 25 | 39 | 60 | 81 | 140 | 244 | 531 | 531 26 | 38 | 59 | 80 | 140 | 243 | 530 | 530 27 | 37 | 59 | 80 | 139 | 242 | 529 | 529 28 | 37 | 58 | 79 | 138 | 241 | 529 | 529 29 | 36 | 57 | 78 | 137 | 241 | 528 | 528 30 | 35 | 56 | 77 | 137 | 240 | 527 | 527 2.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 17 | 30 | 52 | 120 | 234 | 522 | 1212 2 | 20 | 33 | 56 | 124 | 238 | 525 | 977 3 | 24 | 38 | 60 | 122 | 237 | 525 | 798 4 | 28 | 43 | 65 | 126 | 239 | 526 | 661 5 | 31 | 47 | 72 | 131 | 240 | 527 | 557 6 | 30 | 47 | 73 | 134 | 238 | 526 | 526 7 | 35 | 53 | 79 | 140 | 242 | 529 | 529 8 | 34 | 52 | 78 | 138 | 241 | 528 | 528 9 | 35 | 54 | 78 | 138 | 241 | 529 | 529 10 | 36 | 56 | 80 | 139 | 243 | 530 | 530 11 | 38 | 58 | 81 | 140 | 244 | 531 | 531 12 | 39 | 60 | 82 | 141 | 244 | 532 | 532 13 | 40 | 61 | 82 | 141 | 245 | 532 | 532 14 | 40 | 61 | 83 | 142 | 245 | 532 | 532 15 | 40 | 62 | 83 | 142 | 245 | 533 | 533 16 | 40 | 61 | 82 | 141 | 245 | 532 | 532 17 | 40 | 61 | 83 | 142 | 245 | 532 | 532 18 | 40 | 61 | 82 | 141 | 244 | 532 | 532 19 | 40 | 61 | 82 | 141 | 244 | 532 | 532 20 | 40 | 61 | 82 | 141 | 244 | 532 | 532 21 | 40 | 61 | 82 | 141 | 244 | 532 | 532 22 | 39 | 61 | 82 | 141 | 244 | 531 | 531 23 | 39 | 60 | 81 | 140 | 244 | 531 | 531 24 | 39 | 60 | 81 | 140 | 243 | 531 | 531 25 | 38 | 59 | 80 | 140 | 243 | 530 | 530 26 | 38 | 59 | 80 | 139 | 242 | 530 | 530 27 | 37 | 58 | 79 | 139 | 242 | 529 | 529 28 | 37 | 58 | 79 | 138 | 241 | 529 | 529 29 | 36 | 57 | 78 | 138 | 241 | 528 | 528 30 | 36 | 57 | 78 | 137 | 240 | 528 | 528 2.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 18 | 31 | 54 | 122 | 236 | 523 | 1 257 2 | 19 | 32 | 55 | 123 | 237 | 524 | 1 010 3 | 21 | 35 | 57 | 118 | 234 | 521 | 821 4 | 23 | 38 | 60 | 121 | 233 | 521 | 678 5 | 24 | 40 | 65 | 124 | 233 | 521 | 569 6 | 25 | 42 | 68 | 129 | 233 | 521 | 521 7 | 26 | 44 | 70 | 131 | 233 | 521 | 521 8 | 26 | 45 | 70 | 130 | 233 | 520 | 520 9 | 26 | 46 | 70 | 130 | 233 | 520 | 520 10 | 27 | 47 | 70 | 130 | 233 | 521 | 521 11 | 28 | 48 | 71 | 130 | 233 | 521 | 521 12 | 28 | 49 | 71 | 130 | 233 | 521 | 521 13 | 28 | 50 | 71 | 130 | 233 | 521 | 521 14 | 29 | 50 | 71 | 130 | 233 | 521 | 521 15 | 29 | 50 | 71 | 130 | 233 | 521 | 521 16 | 28 | 50 | 71 | 130 | 233 | 521 | 521 17 | 29 | 50 | 71 | 130 | 233 | 521 | 521 18 | 28 | 50 | 71 | 130 | 233 | 521 | 521 19 | 28 | 50 | 71 | 130 | 233 | 521 | 521 20 | 29 | 50 | 71 | 130 | 233 | 521 | 521 21 | 28 | 50 | 71 | 130 | 233 | 521 | 521 22 | 28 | 49 | 70 | 130 | 233 | 520 | 520 23 | 28 | 49 | 70 | 129 | 232 | 520 | 520 24 | 27 | 49 | 70 | 129 | 232 | 519 | 519 25 | 27 | 48 | 69 | 128 | 232 | 519 | 519 26 | 26 | 48 | 69 | 128 | 231 | 518 | 518 27 | 26 | 47 | 68 | 127 | 231 | 518 | 518 28 | 26 | 47 | 68 | 127 | 230 | 518 | 518 29 | 25 | 46 | 67 | 126 | 230 | 517 | 517 30 | 25 | 46 | 67 | 126 | 229 | 517 | 517 2.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 53 | 66 | 89 | 156 | 270 | 558 | 1 319 2 | 55 | 68 | 90 | 158 | 272 | 560 | 1 054 3 | 58 | 72 | 94 | 156 | 271 | 559 | 856 4 | 61 | 76 | 98 | 159 | 271 | 559 | 707 5 | 63 | 79 | 104 | 163 | 272 | 559 | 593 6 | 64 | 81 | 108 | 168 | 272 | 560 | 560 7 | 65 | 83 | 109 | 170 | 272 | 560 | 560 8 | 65 | 84 | 109 | 169 | 272 | 559 | 559 9 | 65 | 85 | 109 | 169 | 272 | 559 | 559 10 | 66 | 86 | 109 | 169 | 272 | 559 | 559 11 | 66 | 87 | 109 | 168 | 272 | 559 | 559 12 | 66 | 87 | 109 | 168 | 271 | 559 | 559 13 | 66 | 87 | 108 | 167 | 270 | 558 | 558 14 | 65 | 86 | 107 | 166 | 270 | 557 | 557 15 | 64 | 85 | 107 | 166 | 269 | 556 | 556 16 | 64 | 85 | 106 | 165 | 268 | 556 | 556 17 | 63 | 84 | 105 | 164 | 268 | 555 | 555 18 | 62 | 84 | 105 | 164 | 267 | 554 | 554 19 | 62 | 83 | 104 | 163 | 266 | 554 | 554 20 | 61 | 82 | 103 | 163 | 266 | 553 | 553 21 | 60 | 82 | 103 | 162 | 265 | 553 | 553 22 | 60 | 81 | 102 | 161 | 264 | 552 | 552 23 | 59 | 80 | 101 | 160 | 264 | 551 | 551 24 | 58 | 79 | 100 | 159 | 263 | 550 | 550 25 | 57 | 78 | 99 | 158 | 262 | 549 | 549 26 | 56 | 77 | 98 | 157 | 261 | 548 | 548 27 | 55 | 76 | 97 | 156 | 260 | 547 | 547 28 | 54 | 75 | 96 | 156 | 259 | 546 | 546 29 | 53 | 74 | 95 | 155 | 258 | 545 | 545 30 | 52 | 74 | 95 | 154 | 257 | 544 | 544 2.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 84 | 96 | 119 | 187 | 301 | 588 | 1 374 2 | 88 | 101 | 124 | 192 | 306 | 593 | 1 113 3 | 91 | 105 | 127 | 188 | 304 | 591 | 912 4 | 93 | 108 | 130 | 191 | 303 | 591 | 757 5 | 96 | 112 | 137 | 196 | 305 | 593 | 638 6 | 98 | 115 | 142 | 202 | 306 | 594 | 594 7 | 100 | 118 | 144 | 205 | 307 | 595 | 595 8 | 101 | 120 | 145 | 206 | 308 | 596 | 596 9 | 102 | 122 | 146 | 206 | 309 | 597 | 597 10 | 103 | 123 | 147 | 206 | 309 | 597 | 597 11 | 103 | 124 | 147 | 206 | 309 | 597 | 597 12 | 103 | 124 | 146 | 205 | 308 | 596 | 596 13 | 102 | 123 | 145 | 204 | 307 | 595 | 595 14 | 101 | 122 | 143 | 203 | 306 | 593 | 593 15 | 100 | 121 | 142 | 201 | 304 | 592 | 592 16 | 98 | 120 | 141 | 200 | 303 | 591 | 591 17 | 97 | 118 | 139 | 198 | 302 | 589 | 589 18 | 96 | 117 | 138 | 197 | 300 | 588 | 588 19 | 94 | 116 | 137 | 196 | 299 | 586 | 586 20 | 93 | 114 | 135 | 194 | 298 | 585 | 585 21 | 91 | 113 | 134 | 193 | 296 | 584 | 584 22 | 90 | 111 | 132 | 191 | 295 | 582 | 582 23 | 88 | 109 | 130 | 190 | 293 | 580 | 580 24 | 87 | 108 | 129 | 188 | 291 | 579 | 579 25 | 85 | 106 | 127 | 186 | 290 | 577 | 577 26 | 83 | 104 | 125 | 184 | 288 | 575 | 575 27 | 81 | 103 | 124 | 183 | 286 | 573 | 573 28 | 80 | 101 | 122 | 181 | 284 | 572 | 572 29 | 78 | 99 | 120 | 179 | 283 | 570 | 570 30 | 77 | 98 | 119 | 178 | 281 | 569 | 569 2.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 12 | 25 | 48 | 116 | 230 | 517 | 1 253 2 | 15 | 28 | 51 | 119 | 233 | 520 | 1006 3 | 18 | 32 | 54 | 115 | 231 | 518 | 821 4 | 21 | 36 | 58 | 119 | 232 | 519 | 680 5 | 23 | 39 | 64 | 123 | 232 | 520 | 571 6 | 25 | 42 | 68 | 129 | 233 | 520 | 520 7 | 26 | 44 | 70 | 131 | 233 | 520 | 520 8 | 26 | 45 | 70 | 130 | 233 | 520 | 520 9 | 26 | 46 | 70 | 130 | 233 | 520 | 520 10 | 27 | 47 | 70 | 129 | 233 | 520 | 520 11 | 27 | 48 | 70 | 129 | 233 | 520 | 520 12 | 27 | 48 | 70 | 129 | 233 | 520 | 520 13 | 27 | 48 | 70 | 129 | 232 | 519 | 519 14 | 27 | 48 | 69 | 128 | 231 | 519 | 519 15 | 26 | 47 | 68 | 127 | 231 | 518 | 518 16 | 25 | 47 | 68 | 127 | 230 | 517 | 517 17 | 25 | 46 | 67 | 127 | 230 | 517 | 517 18 | 25 | 46 | 67 | 126 | 230 | 517 | 517 19 | 25 | 46 | 67 | 126 | 230 | 517 | 517 20 | 25 | 46 | 67 | 126 | 230 | 517 | 517 21 | 25 | 46 | 67 | 127 | 230 | 517 | 517 22 | 25 | 46 | 67 | 127 | 230 | 517 | 517 23 | 25 | 46 | 67 | 126 | 230 | 517 | 517 24 | 25 | 46 | 67 | 126 | 230 | 517 | 517 25 | 25 | 46 | 67 | 126 | 230 | 517 | 517 26 | 25 | 46 | 67 | 126 | 229 | 517 | 517 27 | 24 | 46 | 67 | 126 | 229 | 516 | 516 28 | 24 | 45 | 66 | 126 | 229 | 516 | 516 29 | 24 | 45 | 66 | 125 | 229 | 516 | 516 30 | 24 | 45 | 66 | 125 | 228 | 516 | 516 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 | 94 | 107 | 130 | 198 | 312 | 599 | 1 311 2 | 95 | 108 | 131 | 199 | 313 | 600 | 1 058 3 | 97 | 111 | 133 | 194 | 310 | 597 | 865 4 | 99 | 114 | 136 | 197 | 310 | 597 | 717 5 | 100 | 116 | 141 | 201 | 310 | 597 | 603 6 | 101 | 118 | 144 | 205 | 309 | 597 | 597 7 | 102 | 120 | 146 | 207 | 309 | 596 | 596 8 | 102 | 121 | 146 | 206 | 309 | 596 | 596 9 | 101 | 121 | 145 | 205 | 308 | 595 | 595 10 | 101 | 121 | 144 | 203 | 307 | 594 | 594 11 | 100 | 120 | 143 | 202 | 305 | 593 | 593 12 | 98 | 119 | 141 | 200 | 304 | 591 | 591 13 | 97 | 118 | 139 | 199 | 302 | 589 | 589 14 | 95 | 117 | 138 | 197 | 300 | 587 | 587 15 | 94 | 115 | 136 | 195 | 298 | 586 | 586 16 | 92 | 113 | 134 | 193 | 297 | 584 | 584 17 | 90 | 112 | 133 | 192 | 295 | 583 | 583 18 | 89 | 110 | 131 | 190 | 294 | 581 | 581 19 | 88 | 109 | 130 | 189 | 293 | 580 | 580 20 | 87 | 108 | 129 | 188 | 292 | 579 | 579 21 | 86 | 107 | 128 | 187 | 290 | 578 | 578 22 | 85 | 106 | 127 | 186 | 289 | 577 | 577 23 | 83 | 105 | 126 | 185 | 288 | 575 | 575 24 | 82 | 103 | 124 | 184 | 287 | 574 | 574 25 | 81 | 102 | 123 | 182 | 286 | 573 | 573 26 | 80 | 101 | 122 | 181 | 284 | 572 | 572 27 | 79 | 100 | 121 | 180 | 283 | 571 | 571 28 | 77 | 99 | 120 | 179 | 282 | 569 | 569 29 | 76 | 97 | 118 | 178 | 281 | 568 | 568 30 | 75 | 96 | 117 | 176 | 280 | 567 | 567 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 | 308 | 321 | 344 | 412 | 526 | 813 | 1 402 2 | 88 | 100 | 123 | 191 | 305 | 592 | 1 113 3 | 91 | 105 | 127 | 188 | 304 | 591 | 900 4 | 94 | 109 | 131 | 192 | 305 | 592 | 741 5 | 96 | 112 | 137 | 196 | 305 | 593 | 622 6 | 98 | 115 | 141 | 202 | 306 | 593 | 593 7 | 99 | 117 | 143 | 205 | 306 | 594 | 594 8 | 100 | 119 | 144 | 204 | 307 | 594 | 594 9 | 101 | 120 | 144 | 204 | 307 | 595 | 595 10 | 101 | 121 | 144 | 204 | 307 | 594 | 594 11 | 101 | 122 | 145 | 204 | 307 | 594 | 594 12 | 102 | 123 | 145 | 204 | 307 | 594 | 594 13 | 103 | 124 | 145 | 204 | 307 | 595 | 595 14 | 103 | 124 | 145 | 205 | 308 | 595 | 595 15 | 104 | 125 | 146 | 205 | 309 | 596 | 596 16 | 105 | 126 | 147 | 206 | 309 | 597 | 597 17 | 106 | 127 | 148 | 207 | 310 | 598 | 598 18 | 106 | 128 | 149 | 208 | 311 | 599 | 599 19 | 107 | 128 | 149 | 209 | 312 | 599 | 599 20 | 108 | 129 | 150 | 209 | 312 | 600 | 600 21 | 108 | 129 | 150 | 209 | 312 | 600 | 600 22 | 107 | 128 | 149 | 208 | 312 | 599 | 599 23 | 106 | 128 | 149 | 208 | 311 | 598 | 598 24 | 105 | 127 | 148 | 207 | 310 | 597 | 597 25 | 104 | 125 | 146 | 206 | 309 | 596 | 596 26 | 103 | 124 | 145 | 204 | 308 | 595 | 595 27 | 102 | 123 | 144 | 203 | 306 | 594 | 594 28 | 100 | 121 | 142 | 202 | 305 | 592 | 592 29 | 99 | 120 | 141 | 200 | 303 | 591 | 591 30 | 97 | 118 | 139 | 199 | 302 | 589 | 589 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 | 34 | 102 | 216 | 504 | 1 196 2 | 1 | 11 | 34 | 102 | 216 | 503 | 964 3 | 2 | 13 | 35 | 97 | 213 | 500 | 787 4 | 3 | 15 | 38 | 99 | 211 | 498 | 653 5 | 4 | 17 | 42 | 101 | 210 | 497 | 549 6 | 5 | 18 | 44 | 105 | 209 | 497 | 497 7 | 5 | 20 | 46 | 107 | 209 | 496 | 496 8 | 7 | 20 | 45 | 105 | 208 | 495 | 495 9 | 7 | 19 | 44 | 103 | 207 | 494 | 494 10 | 8 | 20 | 44 | 103 | 206 | 494 | 494 11 | 9 | 21 | 44 | 103 | 206 | 494 | 494 12 | 9 | 22 | 44 | 103 | 206 | 494 | 494 13 | 10 | 23 | 44 | 103 | 206 | 494 | 494 14 | 12 | 23 | 44 | 103 | 207 | 494 | 494 15 | 12 | 23 | 45 | 104 | 207 | 494 | 494 16 | 13 | 24 | 45 | 104 | 207 | 495 | 495 17 | 14 | 24 | 45 | 104 | 208 | 495 | 495 18 | 14 | 25 | 46 | 105 | 208 | 496 | 496 19 | 15 | 25 | 47 | 106 | 209 | 496 | 496 20 | 15 | 26 | 47 | 107 | 210 | 497 | 497 21 | 16 | 27 | 48 | 107 | 211 | 498 | 498 22 | 17 | 28 | 49 | 108 | 211 | 499 | 499 23 | 18 | 28 | 49 | 109 | 212 | 499 | 499 24 | 19 | 29 | 50 | 109 | 212 | 500 | 500 25 | 19 | 29 | 50 | 109 | 213 | 500 | 500 26 | 20 | 30 | 51 | 110 | 213 | 500 | 500 27 | 20 | 30 | 51 | 110 | 213 | 501 | 501 28 | 21 | 30 | 51 | 110 | 214 | 501 | 501 29 | 21 | 30 | 51 | 110 | 214 | 501 | 501 30 | 22 | 31 | 52 | 111 | 214 | 501 | 501 2.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 51 | 64 | 86 | 154 | 268 | 556 | 1 277 2 | 52 | 64 | 87 | 155 | 269 | 556 | 1 026 3 | 53 | 67 | 88 | 150 | 266 | 553 | 835 4 | 53 | 68 | 91 | 152 | 264 | 551 | 690 5 | 54 | 70 | 95 | 154 | 263 | 550 | 580 6 | 55 | 72 | 98 | 158 | 263 | 550 | 550 7 | 54 | 72 | 98 | 160 | 261 | 549 | 549 8 | 54 | 73 | 98 | 158 | 261 | 548 | 548 9 | 54 | 73 | 97 | 157 | 260 | 548 | 548 10 | 53 | 73 | 96 | 156 | 259 | 546 | 546 11 | 52 | 73 | 95 | 154 | 258 | 545 | 545 12 | 51 | 72 | 94 | 153 | 256 | 544 | 544 13 | 50 | 71 | 93 | 152 | 255 | 542 | 542 14 | 49 | 70 | 91 | 151 | 254 | 541 | 541 15 | 48 | 69 | 90 | 149 | 253 | 540 | 540 16 | 47 | 68 | 89 | 148 | 251 | 539 | 539 17 | 46 | 67 | 88 | 147 | 250 | 538 | 538 18 | 45 | 66 | 87 | 146 | 250 | 537 | 537 19 | 44 | 65 | 86 | 146 | 249 | 536 | 536 20 | 44 | 65 | 86 | 145 | 248 | 536 | 536 21 | 43 | 64 | 85 | 145 | 248 | 535 | 535 22 | 43 | 64 | 85 | 144 | 247 | 535 | 535 23 | 42 | 63 | 84 | 143 | 247 | 534 | 534 24 | 41 | 63 | 84 | 143 | 246 | 533 | 533 25 | 41 | 62 | 83 | 142 | 245 | 533 | 533 26 | 40 | 61 | 82 | 141 | 245 | 532 | 532 27 | 39 | 60 | 81 | 141 | 244 | 531 | 531 28 | 39 | 60 | 81 | 140 | 243 | 531 | 531 29 | 38 | 59 | 80 | 139 | 243 | 530 | 530 30 | 37 | 59 | 80 | 139 | 242 | 529 | 529 2.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 114 | 126 | 149 | 217 | 331 | 618 | 1 333 2 | 115 | 128 | 151 | 219 | 333 | 620 | 1 072 3 | 118 | 132 | 154 | 215 | 331 | 618 | 876 4 | 121 | 136 | 158 | 219 | 331 | 619 | 727 5 | 123 | 139 | 164 | 223 | 332 | 619 | 619 6 | 124 | 141 | 168 | 228 | 332 | 620 | 620 7 | 126 | 144 | 170 | 231 | 333 | 620 | 620 8 | 126 | 144 | 170 | 230 | 333 | 620 | 620 9 | 126 | 145 | 169 | 229 | 332 | 620 | 620 10 | 126 | 146 | 169 | 228 | 332 | 619 | 619 11 | 125 | 146 | 169 | 228 | 331 | 618 | 618 12 | 125 | 145 | 167 | 227 | 330 | 617 | 617 13 | 123 | 145 | 166 | 225 | 328 | 616 | 616 14 | 122 | 143 | 164 | 223 | 327 | 614 | 614 15 | 120 | 141 | 162 | 222 | 325 | 612 | 612 16 | 118 | 139 | 160 | 219 | 323 | 610 | 610 17 | 116 | 137 | 159 | 218 | 321 | 608 | 608 18 | 114 | 136 | 157 | 216 | 319 | 606 | 606 19 | 112 | 134 | 155 | 214 | 317 | 605 | 605 20 | 111 | 132 | 153 | 212 | 316 | 603 | 603 21 | 109 | 130 | 151 | 211 | 314 | 601 | 601 22 | 107 | 129 | 150 | 209 | 312 | 599 | 599 23 | 106 | 127 | 148 | 207 | 310 | 598 | 598 24 | 104 | 125 | 146 | 205 | 308 | 596 | 596 25 | 102 | 123 | 144 | 203 | 306 | 594 | 594 26 | 100 | 121 | 142 | 201 | 305 | 592 | 592 27 | 98 | 119 | 140 | 199 | 303 | 590 | 590 28 | 96 | 118 | 139 | 198 | 301 | 588 | 588 29 | 95 | 116 | 137 | 196 | 299 | 587 | 587 30 | 93 | 114 | 135 | 194 | 298 | 585 | 585 2.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 167 | 180 | 203 | 271 | 385 | 672 | 1 415 2 | 176 | 189 | 211 | 279 | 393 | 681 | 1 133 3 | 181 | 195 | 217 | 279 | 394 | 682 | 926 4 | 184 | 199 | 222 | 283 | 395 | 682 | 769 5 | 186 | 202 | 227 | 286 | 395 | 683 | 683 6 | 187 | 204 | 230 | 290 | 395 | 682 | 682 7 | 187 | 205 | 231 | 292 | 394 | 681 | 681 8 | 186 | 204 | 230 | 290 | 393 | 680 | 680 9 | 185 | 204 | 229 | 288 | 392 | 679 | 679 10 | 184 | 204 | 228 | 287 | 391 | 678 | 678 11 | 183 | 204 | 226 | 286 | 389 | 676 | 676 12 | 181 | 202 | 224 | 283 | 387 | 674 | 674 13 | 179 | 200 | 222 | 281 | 384 | 671 | 671 14 | 177 | 198 | 219 | 278 | 381 | 669 | 669 15 | 174 | 195 | 216 | 275 | 378 | 666 | 666 16 | 171 | 192 | 213 | 272 | 375 | 663 | 663 17 | 168 | 189 | 210 | 269 | 373 | 660 | 660 18 | 165 | 186 | 207 | 266 | 370 | 657 | 657 19 | 162 | 183 | 204 | 263 | 367 | 654 | 654 20 | 159 | 180 | 201 | 260 | 364 | 651 | 651 21 | 156 | 177 | 198 | 258 | 361 | 648 | 648 22 | 153 | 174 | 195 | 254 | 358 | 645 | 645 23 | 150 | 171 | 192 | 251 | 355 | 642 | 642 24 | 147 | 168 | 189 | 248 | 352 | 639 | 639 25 | 144 | 165 | 186 | 245 | 349 | 636 | 636 26 | 141 | 162 | 183 | 242 | 346 | 633 | 633 27 | 138 | 159 | 180 | 239 | 343 | 630 | 630 28 | 135 | 156 | 177 | 237 | 340 | 627 | 627 29 | 132 | 154 | 175 | 234 | 337 | 624 | 624 30 | 130 | 151 | 172 | 231 | 334 | 622 | 622 2.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 32 | 44 | 67 | 135 | 249 | 536 | 1 219 2 | 32 | 45 | 68 | 136 | 250 | 537 | 985 3 | 34 | 48 | 70 | 131 | 247 | 534 | 806 4 | 35 | 50 | 72 | 133 | 246 | 533 | 669 5 | 36 | 52 | 77 | 136 | 245 | 533 | 563 6 | 36 | 54 | 80 | 140 | 245 | 532 | 532 7 | 37 | 55 | 81 | 142 | 244 | 531 | 531 8 | 36 | 55 | 80 | 140 | 243 | 530 | 530 9 | 35 | 55 | 79 | 139 | 242 | 530 | 530 10 | 35 | 55 | 79 | 138 | 242 | 529 | 529 11 | 35 | 56 | 78 | 138 | 241 | 528 | 528 12 | 35 | 56 | 78 | 137 | 240 | 528 | 528 13 | 35 | 56 | 77 | 136 | 240 | 527 | 527 14 | 35 | 56 | 77 | 136 | 239 | 527 | 527 15 | 35 | 56 | 77 | 136 | 239 | 527 | 527 16 | 34 | 56 | 77 | 136 | 239 | 527 | 527 17 | 34 | 56 | 77 | 136 | 239 | 527 | 527 18 | 35 | 56 | 77 | 136 | 239 | 527 | 527 19 | 35 | 56 | 77 | 136 | 239 | 527 | 527 20 | 35 | 56 | 77 | 136 | 240 | 527 | 527 21 | 35 | 56 | 77 | 136 | 240 | 527 | 527 22 | 35 | 56 | 77 | 136 | 240 | 527 | 527 23 | 35 | 56 | 77 | 136 | 239 | 527 | 527 24 | 34 | 56 | 77 | 136 | 239 | 526 | 526 25 | 34 | 55 | 76 | 136 | 239 | 526 | 526 26 | 34 | 55 | 76 | 135 | 239 | 526 | 526 27 | 34 | 55 | 76 | 135 | 238 | 526 | 526 28 | 33 | 54 | 75 | 135 | 238 | 525 | 525 29 | 33 | 54 | 75 | 134 | 238 | 525 | 525 30 | 32 | 54 | 75 | 134 | 237 | 525 | 525 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 | 29 | 42 | 65 | 133 | 247 | 534 | 1 229 2 | 31 | 44 | 67 | 135 | 249 | 536 | 995 3 | 34 | 48 | 70 | 131 | 247 | 534 | 815 4 | 36 | 51 | 74 | 135 | 247 | 534 | 676 5 | 39 | 55 | 80 | 139 | 248 | 535 | 570 6 | 40 | 57 | 83 | 144 | 248 | 535 | 535 7 | 42 | 60 | 86 | 147 | 249 | 536 | 536 8 | 42 | 60 | 86 | 146 | 249 | 536 | 536 9 | 42 | 61 | 86 | 145 | 249 | 536 | 536 10 | 43 | 63 | 87 | 146 | 249 | 537 | 537 11 | 44 | 65 | 87 | 146 | 250 | 537 | 537 12 | 45 | 66 | 87 | 147 | 250 | 537 | 537 13 | 45 | 66 | 87 | 147 | 250 | 537 | 537 14 | 45 | 66 | 87 | 146 | 250 | 537 | 537 15 | 45 | 66 | 87 | 146 | 250 | 537 | 537 16 | 45 | 66 | 87 | 146 | 250 | 537 | 537 17 | 45 | 66 | 87 | 146 | 250 | 537 | 537 18 | 45 | 66 | 87 | 147 | 250 | 537 | 537 19 | 45 | 66 | 88 | 147 | 250 | 537 | 537 20 | 46 | 67 | 88 | 147 | 250 | 538 | 538 21 | 46 | 67 | 88 | 147 | 250 | 538 | 538 22 | 46 | 67 | 88 | 147 | 250 | 538 | 538 23 | 45 | 67 | 88 | 147 | 250 | 537 | 537 24 | 45 | 66 | 87 | 146 | 250 | 537 | 537 25 | 44 | 66 | 87 | 146 | 249 | 537 | 537 26 | 44 | 65 | 86 | 145 | 249 | 536 | 536 27 | 43 | 65 | 86 | 145 | 248 | 535 | 535 28 | 43 | 64 | 85 | 144 | 248 | 535 | 535 29 | 42 | 63 | 84 | 144 | 247 | 534 | 534 30 | 42 | 63 | 84 | 143 | 246 | 534 | 534 2.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 127 | 140 | 163 | 231 | 345 | 632 | 1 365 2 | 126 | 139 | 161 | 229 | 343 | 631 | 1101 3 | 126 | 140 | 162 | 223 | 339 | 626 | 900 4 | 127 | 142 | 164 | 225 | 337 | 625 | 747 5 | 127 | 143 | 168 | 228 | 337 | 624 | 629 6 | 127 | 144 | 170 | 231 | 335 | 623 | 623 7 | 127 | 145 | 171 | 233 | 334 | 622 | 622 8 | 127 | 145 | 171 | 231 | 334 | 621 | 621 9 | 126 | 145 | 169 | 229 | 333 | 620 | 620 10 | 126 | 146 | 169 | 229 | 332 | 619 | 619 11 | 126 | 146 | 169 | 228 | 331 | 619 | 619 12 | 125 | 146 | 168 | 227 | 330 | 618 | 618 13 | 124 | 145 | 167 | 226 | 329 | 616 | 616 14 | 123 | 144 | 165 | 224 | 328 | 615 | 615 15 | 121 | 142 | 163 | 222 | 326 | 613 | 613 16 | 119 | 140 | 161 | 221 | 324 | 611 | 611 17 | 117 | 138 | 159 | 218 | 321 | 609 | 609 18 | 115 | 136 | 157 | 216 | 319 | 607 | 607 19 | 113 | 134 | 155 | 214 | 317 | 605 | 605 20 | 111 | 132 | 153 | 212 | 315 | 603 | 603 21 | 108 | 130 | 151 | 210 | 313 | 600 | 600 22 | 106 | 127 | 148 | 208 | 311 | 598 | 598 23 | 104 | 125 | 146 | 205 | 309 | 596 | 596 24 | 102 | 123 | 144 | 203 | 306 | 594 | 594 25 | 100 | 121 | 142 | 201 | 304 | 592 | 592 26 | 97 | 119 | 140 | 199 | 302 | 589 | 589 27 | 95 | 117 | 138 | 197 | 300 | 587 | 587 28 | 93 | 114 | 135 | 195 | 298 | 585 | 585 29 | 91 | 112 | 133 | 193 | 296 | 583 | 583 30 | 89 | 111 | 132 | 191 | 294 | 581 | 581 2.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 14 | 37 | 105 | 219 | 506 | 1 240 2 | 3 | 16 | 39 | 107 | 221 | 508 | 998 3 | 6 | 19 | 41 | 103 | 219 | 506 | 814 4 | 8 | 23 | 45 | 106 | 219 | 506 | 674 5 | 10 | 26 | 51 | 110 | 219 | 507 | 567 6 | 11 | 29 | 55 | 115 | 220 | 507 | 507 7 | 13 | 31 | 57 | 118 | 220 | 507 | 507 8 | 13 | 32 | 57 | 117 | 220 | 507 | 507 9 | 13 | 32 | 57 | 116 | 220 | 507 | 507 10 | 13 | 33 | 57 | 116 | 220 | 507 | 507 11 | 14 | 34 | 57 | 116 | 219 | 507 | 507 12 | 14 | 35 | 57 | 116 | 219 | 506 | 506 13 | 14 | 35 | 56 | 115 | 219 | 506 | 506 14 | 14 | 35 | 56 | 115 | 218 | 506 | 506 15 | 14 | 35 | 56 | 115 | 218 | 506 | 506 16 | 13 | 34 | 56 | 115 | 218 | 505 | 505 17 | 14 | 35 | 56 | 115 | 218 | 505 | 505 18 | 14 | 35 | 56 | 115 | 218 | 505 | 505 19 | 15 | 35 | 56 | 115 | 218 | 506 | 506 20 | 16 | 35 | 56 | 115 | 219 | 506 | 506 21 | 16 | 36 | 57 | 116 | 219 | 507 | 507 22 | 18 | 36 | 57 | 116 | 219 | 507 | 507 23 | 18 | 36 | 57 | 116 | 220 | 507 | 507 24 | 19 | 36 | 57 | 116 | 220 | 507 | 507 25 | 20 | 36 | 57 | 117 | 220 | 507 | 507 26 | 20 | 37 | 58 | 117 | 220 | 507 | 507 27 | 21 | 37 | 58 | 117 | 220 | 507 | 507 28 | 21 | 37 | 58 | 117 | 220 | 507 | 507 29 | 22 | 37 | 58 | 117 | 220 | 507 | 507 30 | 23 | 37 | 58 | 117 | 220 | 507 | 507 2.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 35 | 48 | 71 | 139 | 253 | 540 | 1 243 2 | 36 | 48 | 71 | 139 | 253 | 540 | 1 000 3 | 36 | 50 | 72 | 133 | 249 | 536 | 815 4 | 36 | 51 | 74 | 135 | 247 | 534 | 675 5 | 37 | 53 | 78 | 137 | 246 | 533 | 568 6 | 39 | 56 | 82 | 142 | 247 | 534 | 534 7 | 36 | 55 | 80 | 142 | 243 | 531 | 531 8 | 40 | 58 | 84 | 144 | 247 | 534 | 534 9 | 39 | 58 | 82 | 142 | 246 | 533 | 533 10 | 34 | 54 | 78 | 137 | 240 | 528 | 528 11 | 31 | 51 | 74 | 133 | 236 | 524 | 524 12 | 28 | 49 | 71 | 130 | 233 | 521 | 521 13 | 26 | 47 | 68 | 127 | 231 | 518 | 518 14 | 24 | 45 | 67 | 126 | 229 | 516 | 516 15 | 23 | 44 | 65 | 124 | 228 | 515 | 515 16 | 21 | 43 | 64 | 123 | 226 | 514 | 514 17 | 21 | 42 | 63 | 122 | 225 | 513 | 513 18 | 20 | 41 | 62 | 121 | 225 | 512 | 512 19 | 20 | 41 | 62 | 121 | 224 | 512 | 512 20 | 20 | 41 | 62 | 121 | 224 | 512 | 512 21 | 20 | 41 | 62 | 121 | 225 | 512 | 512 22 | 20 | 41 | 62 | 121 | 224 | 512 | 512 23 | 20 | 41 | 62 | 121 | 224 | 512 | 512 24 | 20 | 41 | 62 | 121 | 224 | 512 | 512 25 | 20 | 41 | 62 | 121 | 224 | 511 | 511 26 | 20 | 40 | 61 | 121 | 224 | 511 | 511 27 | 21 | 40 | 61 | 120 | 224 | 511 | 511 28 | 21 | 40 | 61 | 120 | 224 | 511 | 511 29 | 22 | 40 | 61 | 120 | 223 | 511 | 511 30 | 23 | 40 | 61 | 120 | 223 | 511 | 511 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 | 210 | 223 | 246 | 314 | 428 | 715 | 1 423 2 | 207 | 220 | 243 | 311 | 425 | 712 | 1 137 3 | 203 | 217 | 239 | 301 | 416 | 704 | 924 4 | 200 | 215 | 238 | 299 | 411 | 698 | 764 5 | 197 | 213 | 237 | 297 | 406 | 693 | 693 6 | 193 | 210 | 236 | 297 | 401 | 688 | 688 7 | 190 | 208 | 234 | 295 | 397 | 684 | 684 8 | 185 | 204 | 229 | 289 | 392 | 680 | 680 9 | 181 | 201 | 225 | 285 | 388 | 675 | 675 10 | 178 | 198 | 221 | 280 | 384 | 671 | 671 11 | 174 | 195 | 217 | 276 | 380 | 667 | 667 12 | 170 | 191 | 213 | 272 | 376 | 663 | 663 13 | 167 | 188 | 209 | 268 | 372 | 659 | 659 14 | 163 | 184 | 205 | 265 | 368 | 655 | 655 15 | 160 | 181 | 202 | 261 | 364 | 652 | 652 16 | 156 | 177 | 198 | 257 | 361 | 648 | 648 17 | 153 | 174 | 195 | 254 | 357 | 645 | 645 18 | 150 | 171 | 192 | 251 | 354 | 642 | 642 19 | 147 | 168 | 189 | 248 | 351 | 639 | 639 20 | 144 | 165 | 186 | 245 | 348 | 636 | 636 21 | 141 | 162 | 183 | 242 | 346 | 633 | 633 22 | 138 | 159 | 180 | 239 | 343 | 630 | 630 23 | 135 | 156 | 177 | 236 | 340 | 627 | 627 24 | 132 | 153 | 174 | 234 | 337 | 624 | 624 25 | 129 | 151 | 172 | 231 | 334 | 621 | 621 26 | 127 | 148 | 169 | 228 | 331 | 619 | 619 27 | 124 | 145 | 166 | 225 | 329 | 616 | 616 28 | 122 | 143 | 164 | 223 | 326 | 614 | 614 29 | 119 | 140 | 161 | 221 | 324 | 611 | 611 30 | 117 | 138 | 159 | 218 | 322 | 609 | 609 2.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 25 | 47 | 100 | 235 | 522 | 1 265 2 | 8 | 25 | 47 | 100 | 235 | 522 | 1 013 3 | 10 | 28 | 50 | 96 | 233 | 520 | 823 4 | 12 | 32 | 54 | 95 | 233 | 520 | 681 5 | 16 | 38 | 59 | 97 | 233 | 521 | 571 6 | 18 | 42 | 63 | 95 | 234 | 521 | 521 7 | 19 | 44 | 63 | 90 | 234 | 522 | 522 8 | 18 | 43 | 62 | 89 | 234 | 522 | 522 9 | 19 | 45 | 64 | 92 | 234 | 522 | 522 10 | 21 | 48 | 67 | 96 | 234 | 522 | 522 11 | 23 | 50 | 68 | 99 | 234 | 522 | 522 12 | 24 | 52 | 69 | 100 | 234 | 522 | 522 13 | 26 | 54 | 70 | 100 | 234 | 522 | 522 14 | 26 | 55 | 71 | 100 | 234 | 522 | 522 15 | 26 | 55 | 71 | 100 | 234 | 522 | 522 16 | 26 | 55 | 71 | 100 | 234 | 521 | 521 17 | 26 | 55 | 71 | 100 | 234 | 521 | 521 18 | 26 | 55 | 71 | 100 | 234 | 521 | 521 19 | 26 | 55 | 71 | 100 | 234 | 521 | 521 20 | 26 | 55 | 71 | 100 | 234 | 522 | 522 21 | 26 | 55 | 71 | 100 | 234 | 522 | 522 22 | 26 | 55 | 71 | 100 | 234 | 522 | 522 23 | 26 | 55 | 71 | 100 | 234 | 522 | 522 24 | 26 | 55 | 71 | 100 | 234 | 522 | 522 25 | 26 | 55 | 71 | 100 | 234 | 521 | 521 26 | 26 | 55 | 71 | 100 | 234 | 521 | 521 27 | 26 | 55 | 71 | 100 | 233 | 521 | 521 28 | 26 | 55 | 71 | 100 | 233 | 520 | 520 29 | 26 | 55 | 71 | 100 | 233 | 520 | 520 30 | 26 | 55 | 71 | 100 | 232 | 520 | 520 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 | 4 | 14 | 82 | 196 | 484 | 1 179 2 | 1 | 5 | 13 | 81 | 195 | 482 | 951 3 | 2 | 5 | 13 | 74 | 190 | 477 | 777 4 | 2 | 6 | 15 | 76 | 188 | 475 | 644 5 | 4 | 6 | 19 | 78 | 187 | 475 | 542 6 | 5 | 7 | 22 | 82 | 187 | 474 | 474 7 | 5 | 9 | 24 | 85 | 187 | 474 | 474 8 | 7 | 9 | 23 | 84 | 186 | 474 | 474 9 | 7 | 10 | 23 | 83 | 186 | 474 | 474 10 | 8 | 10 | 24 | 83 | 186 | 474 | 474 11 | 9 | 11 | 24 | 83 | 187 | 474 | 474 12 | 9 | 11 | 24 | 83 | 187 | 474 | 474 13 | 10 | 13 | 24 | 83 | 187 | 474 | 474 14 | 11 | 14 | 25 | 84 | 187 | 474 | 474 15 | 12 | 14 | 25 | 84 | 187 | 475 | 475 16 | 13 | 15 | 26 | 84 | 188 | 475 | 475 17 | 13 | 15 | 27 | 85 | 188 | 475 | 475 18 | 14 | 17 | 28 | 85 | 189 | 476 | 476 19 | 15 | 17 | 29 | 86 | 189 | 476 | 476 20 | 15 | 18 | 30 | 86 | 190 | 477 | 477 21 | 16 | 18 | 32 | 87 | 190 | 477 | 477 22 | 16 | 19 | 33 | 87 | 190 | 478 | 478 23 | 18 | 20 | 34 | 87 | 191 | 478 | 478 24 | 19 | 21 | 35 |

87 | 191 | 478 | 478 25 | 19 | 22 | 36 | 87 | 191 | 478 | 478 26 | 20 | 22 | 37 | 87 | 191 | 478 | 478 27 | 20 | 23 | 38 | 87 | 191 | 478 | 478 28 | 21 | 23 | 40 | 87 | 191 | 478 | 478 29 | 21 | 24 | 41 | 87 | 190 | 478 | 478 30 | 22 | 24 | 42 | 87 | 190 | 478 | 478 3\.

Other exposures 3.1 Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 20 | 41 | 158 | 303 | 3 123 2 | 2 | 14 | 20 | 41 | 158 | 344 | 2 340 3 | 1 | 14 | 23 | 46 | 153 | 359 | 1 774 4 | 2 | 15 | 25 | 50 | 151 | 359 | 1 374 5 | 3 | 17 | 29 | 52 | 151 | 350 | 1 091 6 | 4 | 20 | 31 | 55 | 151 | 337 | 885 7 | 6 | 22 | 33 | 57 | 151 | 321 | 733 8 | 6 | 23 | 34 | 60 | 151 | 305 | 616 9 | 6 | 24 | 36 | 62 | 151 | 287 | 525 10 | 6 | 25 | 37 | 64 | 151 | 271 | 452 11 | 7 | 25 | 38 | 65 | 151 | 254 | 392 12 | 7 | 25 | 38 | 65 | 151 | 244 | 343 13 | 7 | 26 | 38 | 65 | 151 | 244 | 303 14 | 7 | 26 | 38 | 65 | 151 | 244 | 268 15 | 7 | 26 | 40 | 65 | 151 | 244 | 244 16 | 7 | 26 | 42 | 65 | 151 | 244 | 244 17 | 7 | 26 | 44 | 65 | 151 | 244 | 244 18 | 7 | 26 | 47 | 65 | 151 | 244 | 244 19 | 7 | 26 | 49 | 65 | 151 | 244 | 244 20 | 8 | 26 | 52 | 65 | 151 | 244 | 244 21 | 8 | 26 | 54 | 65 | 151 | 244 | 244 22 | 9 | 26 | 56 | 65 | 151 | 244 | 244 23 | 9 | 26 | 59 | 65 | 151 | 244 | 244 24 | 9 | 26 | 61 | 65 | 151 | 244 | 244 25 | 10 | 26 | 64 | 65 | 151 | 244 | 244 26 | 10 | 26 | 66 | 67 | 151 | 244 | 244 27 | 11 | 26 | 69 | 68 | 151 | 244 | 244 28 | 11 | 26 | 71 | 70 | 151 | 244 | 244 29 | 11 | 26 | 74 | 72 | 151 | 244 | 244 30 | 12 | 26 | 76 | 73 | 151 | 244 | 244 3.2 Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 14 | 26 | 32 | 53 | 170 | 319 | 3 297 2 | 15 | 27 | 34 | 55 | 171 | 358 | 2 450 3 | 15 | 27 | 36 | 59 | 166 | 372 | 1 848 4 | 14 | 28 | 38 | 63 | 164 | 371 | 1 427 5 | 14 | 29 | 41 | 64 | 163 | 361 | 1 130 6 | 15 | 31 | 42 | 66 | 162 | 347 | 916 7 | 16 | 33 | 43 | 67 | 161 | 330 | 757 8 | 15 | 33 | 44 | 69 | 160 | 313 | 636 9 | 15 | 33 | 45 | 71 | 160 | 295 | 541 10 | 15 | 33 | 46 | 73 | 159 | 277 | 465 11 | 15 | 33 | 46 | 73 | 159 | 260 | 404 12 | 14 | 33 | 45 | 73 | 158 | 251 | 353 13 | 14 | 32 | 45 | 72 | 158 | 251 | 311 14 | 13 | 32 | 44 | 71 | 157 | 250 | 275 15 | 13 | 31 | 44 | 71 | 157 | 250 | 250 16 | 12 | 31 | 44 | 71 | 156 | 249 | 249 17 | 12 | 31 | 45 | 71 | 156 | 249 | 249 18 | 12 | 31 | 48 | 71 | 156 | 249 | 249 19 | 12 | 31 | 51 | 71 | 156 | 249 | 249 20 | 13 | 31 | 53 | 71 | 157 | 250 | 250 21 | 13 | 31 | 55 | 71 | 157 | 250 | 250 22 | 13 | 32 | 58 | 71 | 157 | 250 | 250 23 | 13 | 32 | 60 | 71 | 157 | 250 | 250 24 | 13 | 32 | 63 | 71 | 157 | 250 | 250 25 | 13 | 32 | 65 | 71 | 157 | 250 | 250 26 | 13 | 32 | 68 | 71 | 157 | 250 | 250 27 | 13 | 32 | 70 | 71 | 157 | 250 | 250 28 | 13 | 31 | 73 | 71 | 157 | 250 | 250 29 | 13 | 31 | 75 | 73 | 157 | 250 | 250 30 | 13 | 31 | 77 | 75 | 157 | 250 | 250 3.3 Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 2 | 14 | 20 | 41 | 158 | 303 | 3 122 2 | 2 | 14 | 20 | 41 | 158 | 344 | 2 340 3 | 1 | 14 | 22 | 46 | 153 | 359 | 1 773 4 | 1 | 15 | 25 | 50 | 151 | 359 | 1 374 5 | 2 | 17 | 28 | 52 | 151 | 350 | 1 091 6 | 4 | 20 | 31 | 55 | 151 | 337 | 885 7 | 5 | 22 | 33 | 57 | 151 | 321 | 733 8 | 5 | 23 | 34 | 59 | 151 | 305 | 616 9 | 6 | 24 | 35 | 62 | 151 | 287 | 525 10 | 6 | 25 | 37 | 64 | 151 | 270 | 452 11 | 7 | 25 | 38 | 65 | 151 | 254 | 392 12 | 7 | 25 | 38 | 65 | 151 | 244 | 343 13 | 7 | 25 | 38 | 65 | 151 | 244 | 303 14 | 7 | 25 | 38 | 65 | 151 | 244 | 268 15 | 7 | 25 | 40 | 65 | 151 | 244 | 244 16 | 7 | 25 | 42 | 65 | 151 | 244 | 244 17 | 7 | 25 | 44 | 65 | 151 | 244 | 244 18 | 7 | 25 | 47 | 65 | 151 | 244 | 244 19 | 7 | 25 | 49 | 65 | 151 | 244 | 244 20 | 8 | 25 | 52 | 65 | 151 | 244 | 244 21 | 8 | 25 | 54 | 65 | 151 | 244 | 244 22 | 9 | 25 | 56 | 65 | 151 | 244 | 244 23 | 9 | 25 | 59 | 65 | 151 | 244 | 244 24 | 9 | 25 | 61 | 65 | 151 | 244 | 244 25 | 10 | 25 | 64 | 65 | 151 | 244 | 244 26 | 10 | 25 | 66 | 67 | 151 | 244 | 244 27 | 11 | 25 | 69 | 68 | 151 | 244 | 244 28 | 11 | 25 | 71 | 70 | 151 | 244 | 244 29 | 11 | 25 | 74 | 72 | 151 | 244 | 244 30 | 12 | 26 | 76 | 73 | 151 | 244 | 244 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 | 87 | 93 | 114 | 231 | 353 | 3 686 2 | 71 | 83 | 90 | 111 | 228 | 394 | 2 722 3 | 73 | 86 | 94 | 118 | 225 | 405 | 2 037 4 | 71 | 85 | 95 | 120 | 221 | 400 | 1 561 5 | 70 | 85 | 97 | 120 | 219 | 387 | 1 229 6 | 70 | 86 | 97 | 121 | 217 | 371 | 991 7 | 70 | 87 | 97 | 122 | 215 | 352 | 816 8 | 69 | 87 | 97 | 123 | 214 | 332 | 683 9 | 69 | 87 | 98 | 125 | 213 | 313 | 581 10 | 66 | 84 | 96 | 124 | 210 | 303 | 499 11 | 64 | 82 | 95 | 122 | 208 | 301 | 433 12 | 63 | 81 | 94 | 121 | 207 | 300 | 379 13 | 62 | 81 | 93 | 120 | 206 | 299 | 333 14 | 62 | 80 | 93 | 120 | 206 | 299 | 299 15 | 61 | 80 | 92 | 120 | 205 | 299 | 299 16 | 61 | 80 | 92 | 119 | 205 | 298 | 298 17 | 61 | 79 | 92 | 119 | 205 | 298 | 298 18 | 60 | 79 | 91 | 118 | 204 | 297 | 297 19 | 59 | 78 | 90 | 118 | 203 | 297 | 297 20 | 59 | 78 | 90 | 117 | 203 | 296 | 296 21 | 58 | 77 | 89 | 117 | 202 | 295 | 295 22 | 57 | 76 | 88 | 116 | 201 | 295 | 295 23 | 57 | 75 | 88 | 115 | 200 | 294 | 294 24 | 56 | 74 | 87 | 114 | 200 | 293 | 293 25 | 55 | 73 | 86 | 113 | 198 | 292 | 292 26 | 54 | 72 | 85 | 112 | 197 | 291 | 291 27 | 52 | 71 | 83 | 111 | 196 | 290 | 290 28 | 51 | 70 | 82 | 110 | 195 | 288 | 288 29 | 50 | 69 | 81 | 109 | 194 | 287 | 287 30 | 49 | 68 | 81 | 108 | 193 | 286 | 286 3.5 Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 18 | 25 | 46 | 162 | 304 | 3 128 2 | 7 | 19 | 26 | 47 | 164 | 345 | 2 344 3 | 8 | 21 | 29 | 53 | 160 | 359 | 1 775 4 | 9 | 22 | 33 | 57 | 158 | 359 | 1 375 5 | 10 | 25 | 36 | 59 | 158 | 350 | 1 091 6 | 11 | 27 | 38 | 62 | 158 | 337 | 886 7 | 13 | 29 | 40 | 64 | 158 | 321 | 733 8 | 12 | 30 | 41 | 66 | 158 | 304 | 616 9 | 12 | 30 | 42 | 69 | 157 | 287 | 524 10 | 12 | 31 | 43 | 70 | 157 | 270 | 451 11 | 13 | 31 | 43 | 71 | 157 | 254 | 392 12 | 13 | 31 | 44 | 71 | 157 | 250 | 343 13 | 13 | 31 | 44 | 71 | 157 | 250 | 303 14 | 13 | 31 | 44 | 71 | 157 | 250 | 268 15 | 13 | 31 | 44 | 71 | 157 | 250 | 250 16 | 13 | 31 | 44 | 71 | 157 | 250 | 250 17 | 13 | 32 | 45 | 71 | 157 | 250 | 250 18 | 13 | 32 | 47 | 72 | 157 | 250 | 250 19 | 14 | 32 | 49 | 72 | 157 | 251 | 251 20 | 14 | 33 | 52 | 72 | 158 | 251 | 251 21 | 14 | 33 | 55 | 73 | 158 | 252 | 252 22 | 15 | 33 | 56 | 73 | 159 | 252 | 252 23 | 15 | 33 | 59 | 73 | 159 | 252 | 252 24 | 15 | 33 | 61 | 73 | 159 | 252 | 252 25 | 15 | 33 | 64 | 73 | 159 | 252 | 252 26 | 15 | 33 | 66 | 73 | 159 | 252 | 252 27 | 15 | 33 | 69 | 73 | 159 | 252 | 252 28 | 15 | 33 | 71 | 73 | 159 | 252 | 252 29 | 15 | 33 | 74 | 73 | 158 | 252 | 252 30 | 14 | 33 | 76 | 75 | 158 | 251 | 251 3.6 Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 19 | 40 | 157 | 303 | 3 120 2 | 1 | 13 | 19 | 40 | 157 | 344 | 2 338 3 | 1 | 13 | 22 | 45 | 152 | 359 | 1 772 4 | 1 | 14 | 25 | 49 | 150 | 359 | 1 373 5 | 2 | 16 | 28 | 51 | 150 | 350 | 1 090 6 | 3 | 19 | 30 | 54 | 150 | 337 | 885 7 | 5 | 21 | 32 | 56 | 150 | 321 | 732 8 | 5 | 22 | 33 | 59 | 150 | 304 | 615 9 | 5 | 23 | 35 | 61 | 150 | 287 | 524 10 | 6 | 24 | 36 | 63 | 150 | 270 | 451 11 | 6 | 24 | 37 | 64 | 150 | 254 | 392 12 | 6 | 25 | 37 | 64 | 150 | 243 | 343 13 | 6 | 25 | 37 | 64 | 150 | 243 | 302 14 | 6 | 25 | 37 | 64 | 150 | 243 | 268 15 | 6 | 25 | 40 | 64 | 150 | 243 | 243 16 | 6 | 25 | 42 | 64 | 150 | 243 | 243 17 | 6 | 25 | 44 | 64 | 150 | 243 | 243 18 | 6 | 25 | 47 | 64 | 150 | 243 | 243 19 | 7 | 25 | 49 | 64 | 150 | 243 | 243 20 | 8 | 25 | 52 | 64 | 150 | 243 | 243 21 | 8 | 25 | 54 | 64 | 150 | 243 | 243 22 | 9 | 25 | 56 | 64 | 150 | 243 | 243 23 | 9 | 25 | 59 | 64 | 150 | 243 | 243 24 | 9 | 25 | 61 | 64 | 150 | 243 | 243 25 | 10 | 25 | 64 | 65 | 150 | 243 | 243 26 | 10 | 25 | 66 | 67 | 150 | 243 | 243 27 | 11 | 25 | 69 | 68 | 150 | 243 | 243 28 | 11 | 25 | 71 | 70 | 150 | 243 | 243 29 | 11 | 25 | 74 | 72 | 150 | 243 | 243 30 | 12 | 26 | 76 | 73 | 150 | 243 | 243 3.7 Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 10 | 22 | 44 | 176 | 308 | 3 177 2 | 0 | 10 | 22 | 44 | 176 | 349 | 2 378 3 | 1 | 10 | 23 | 49 | 171 | 364 | 1802 4 | 1 | 13 | 26 | 54 | 168 | 364 | 1 396 5 | 2 | 16 | 28 | 58 | 167 | 355 | 1107 6 | 2 | 18 | 32 | 59 | 166 | 341 | 898 7 | 4 | 21 | 36 | 60 | 165 | 325 | 742 8 | 6 | 24 | 37 | 59 | 164 | 308 | 624 9 | 9 | 30 | 42 | 58 | 163 | 290 | 531 10 | 11 | 34 | 42 | 58 | 162 | 273 | 457 11 | 10 | 33 | 42 | 57 | 161 | 257 | 397 12 | 9 | 32 | 42 | 57 | 160 | 253 | 347 13 | 8 | 31 | 42 | 58 | 160 | 253 | 306 14 | 8 | 31 | 43 | 58 | 159 | 252 | 271 15 | 9 | 31 | 43 | 58 | 158 | 251 | 251 16 | 9 | 31 | 44 | 58 | 157 | 250 | 250 17 | 9 | 31 | 45 | 58 | 156 | 249 | 249 18 | 9 | 31 | 48 | 58 | 156 | 249 | 249 19 | 9 | 31 | 49 | 58 | 156 | 249 | 249 20 | 9 | 31 | 52 | 58 | 156 | 249 | 249 21 | 9 | 32 | 55 | 58 | 156 | 249 | 249 22 | 9 | 32 | 57 | 60 | 156 | 249 | 249 23 | 9 | 32 | 59 | 61 | 155 | 248 | 248 24 | 9 | 32 | 61 | 63 | 154 | 248 | 248 25 | 10 | 32 | 64 | 65 | 154 | 247 | 247 26 | 10 | 32 | 66 | 67 | 153 | 246 | 246 27 | 11 | 32 | 69 | 69 | 153 | 246 | 246 28 | 11 | 32 | 71 | 71 | 152 | 245 | 245 29 | 11 | 32 | 74 | 73 | 152 | 245 | 245 30 | 12 | 32 | 76 | 75 | 151 | 244 | 244 3.8 Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 80 | 92 | 98 | 119 | 236 | 331 | 3 282 2 | 78 | 90 | 97 | 118 | 235 | 363 | 2 474 3 | 77 | 90 | 98 | 122 | 229 | 380 | 1 883 4 | 75 | 89 | 99 | 124 | 225 | 381 | 1 463 5 | 74 | 89 | 100 | 124 | 222 | 372 | 1 163 6 | 74 | 90 | 101 | 125 | 221 | 359 | 944 7 | 73 | 90 | 100 | 125 | 219 | 343 | 782 8 | 71 | 89 | 100 | 125 | 217 | 325 | 657 9 | 70 | 88 | 99 | 126 | 215 | 308 | 560 10 | 69 | 87 | 99 | 127 | 213 | 306 | 482 11 | 68 | 86 | 99 | 126 | 212 | 305 | 419 12 | 66 | 85 | 97 | 125 | 210 | 304 | 366 13 | 65 | 84 | 96 | 123 | 209 | 302 | 322 14 | 64 | 82 | 95 | 122 | 208 | 301 | 301 15 | 62 | 81 | 93 | 121 | 206 | 299 | 299 16 | 61 | 80 | 92 | 120 | 205 | 298 | 298 17 | 60 | 79 | 91 | 119 | 204 | 297 | 297 18 | 59 | 78 | 90 | 118 | 203 | 296 | 296 19 | 59 | 77 | 90 | 117 | 202 | 296 | 296 20 | 58 | 76 | 89 | 116 | 202 | 295 | 295 21 | 57 | 75 | 88 | 115 | 201 | 294 | 294 22 | 56 | 74 | 87 | 114 | 200 | 293 | 293 23 | 55 | 73 | 86 | 113 | 199 | 292 | 292 24 | 54 | 72 | 85 | 112 | 198 | 291 | 291 25 | 52 | 71 | 83 | 111 | 196 | 290 | 290 26 | 51 | 70 | 82 | 110 | 195 | 288 | 288 27 | 50 | 69 | 81 | 109 | 194 | 287 | 287 28 | 49 | 68 | 80 | 108 | 193 | 286 | 286 29 | 48 | 67 | 79 | 106 | 192 | 285 | 285 30 | 47 | 66 | 80 | 105 | 191 | 284 | 284 3.9 Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 52 | 65 | 71 | 92 | 209 | 314 | 3 247 2 | 52 | 64 | 70 | 91 | 208 | 358 | 2 438 3 | 51 | 64 | 72 | 96 | 203 | 374 | 1 852 4 | 50 | 64 | 74 | 99 | 200 | 374 | 1 437 5 | 50 | 65 | 76 | 99 | 198 | 366 | 1 141 6 | 50 | 65 | 77 | 101 | 197 | 352 | 927 7 | 50 | 67 | 77 | 102 | 195 | 336 | 767 8 | 49 | 66 | 77 | 103 | 194 | 319 | 645 9 | 48 | 66 | 77 | 104 | 193 | 301 | 549 10 | 47 | 65 | 78 | 105 | 192 | 285 | 473 11 | 47 | 65 | 77 | 105 | 191 | 284 | 411 12 | 46 | 64 | 77 | 104 | 190 | 283 | 359 13 | 45 | 64 | 76 | 104 | 189 | 282 | 316 14 | 45 | 63 | 76 | 103 | 189 | 282 | 282 15 | 44 | 63 | 75 | 103 | 188 | 281 | 281 16 | 43 | 62 | 74 | 102 | 187 | 280 | 280 17 | 43 | 61 | 74 | 101 | 187 | 280 | 280 18 | 42 | 61 | 73 | 101 | 186 | 279 | 279 19 | 42 | 60 | 73 | 100 | 186 | 279 | 279 20 | 42 | 60 | 73 | 100 | 186 | 279 | 279 21 | 41 | 60 | 72 | 100 | 185 | 278 | 278 22 | 41 | 60 | 72 | 99 | 185 | 278 | 278 23 | 40 | 59 | 71 | 99 | 184 | 277 | 277 24 | 40 | 58 | 71 | 98 | 184 | 277 | 277 25 | 39 | 58 | 70 | 97 | 183 | 276 | 276 26 | 38 | 57 | 69 | 97 | 182 | 275 | 275 27 | 38 | 56 | 72 | 96 | 182 | 275 | 275 28 | 37 | 56 | 74 | 95 | 181 | 274 | 274 29 | 36 | 55 | 76 | 95 | 180 | 273 | 273 30 | 35 | 54 | 79 | 94 | 179 | 273 | 273 3.10 Króna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 86 | 98 | 105 | 126 | 243 | 337 | 3 364 2 | 86 | 98 | 105 | 126 | 242 | 369 | 2523 3 | 84 | 97 | 105 | 129 | 236 | 384 | 1 911 4 | 83 | 97 | 107 | 131 | 232 | 383 | 1 478 5 | 83 | 98 | 109 | 133 | 231 | 373 | 1 170 6 | 84 | 100 | 111 | 135 | 231 | 358 | 946 7 | 85 | 102 | 112 | 137 | 231 | 340 | 780 8 | 85 | 103 | 114 | 139 | 231 | 324 | 653 9 | 86 | 104 | 115 | 142 | 231 | 324 | 555 10 | 86 | 105 | 117 | 144 | 231 | 324 | 476 11 | 86 | 105 | 117 | 145 | 230 | 324 | 413 12 | 86 | 104 | 117 | 144 | 230 | 323 | 361 13 | 85 | 103 | 116 | 143 | 229 | 322 | 322 14 | 84 | 102 | 115 | 142 | 228 | 321 | 321 15 | 83 | 101 | 114 | 141 | 227 | 320 | 320 16 | 82 | 100 | 113 | 140 | 226 | 319 | 319 17 | 81 | 99 | 112 | 139 | 225 | 318 | 318 18 | 80 | 98 | 111 | 138 | 223 | 317 | 317 19 | 78 | 97 | 109 | 137 | 222 | 316 | 316 20 | 77 | 96 | 108 | 136 | 221 | 314 | 314 21 | 76 | 95 | 107 | 135 | 220 | 313 | 313 22 | 75 | 93 | 106 | 133 | 219 | 312 | 312 23 | 73 | 92 | 104 | 132 | 217 | 310 | 310 24 | 72 | 90 | 103 | 130 | 216 | 309 | 309 25 | 70 | 89 | 101 | 129 | 214 | 307 | 307 26 | 69 | 87 | 100 | 127 | 213 | 306 | 306 27 | 67 | 86 | 98 | 126 | 211 | 304 | 304 28 | 66 | 84 | 97 | 124 | 210 | 303 | 303 29 | 64 | 83 | 95 | 123 | 208 | 301 | 301 30 | 63 | 81 | 94 | 121 | 207 | 300 | 300 3.11 Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 39 | 45 | 66 | 183 | 304 | 3 129 2 | 27 | 39 | 46 | 67 | 184 | 345 | 2 346 3 | 26 | 39 | 47 | 71 | 178 | 360 | 1 779 4 | 25 | 39 | 49 | 74 | 175 | 360 | 1 378 5 | 26 | 40 | 52 | 75 | 174 | 351 | 1 094 6 | 26 | 42 | 53 | 78 | 173 | 338 | 888 7 | 27 | 44 | 54 | 79 | 172 | 322 | 735 8 | 26 | 44 | 55 | 80 | 172 | 305 | 618 9 | 26 | 44 | 56 | 82 | 171 | 288 | 526 10 | 26 | 44 | 57 | 84 | 170 | 271 | 453 11 | 25 | 44 | 56 | 84 | 170 | 263 | 393 12 | 25 | 43 | 56 | 83 | 169 | 262 | 344 13 | 24 | 43 | 55 | 83 | 168 | 261 | 303 14 | 24 | 42 | 55 | 82 | 168 | 261 | 269 15 | 23 | 42 | 54 | 82 | 167 | 260 | 260 16 | 23 | 41 | 54 | 81 | 167 | 260 | 260 17 | 22 | 41 | 53 | 81 | 166 | 259 | 259 18 | 22 | 41 | 53 | 80 | 166 | 259 | 259 19 | 22 | 41 | 53 | 80 | 166 | 259 | 259 20 | 22 | 41 | 53 | 80 | 166 | 259 | 259 21 | 22 | 41 | 55 | 80 | 166 | 259 | 259 22 | 22 | 41 | 56 | 80 | 166 | 259 | 259 23 | 22 | 40 | 59 | 80 | 166 | 259 | 259 24 | 22 | 40 | 61 | 80 | 166 | 259 | 259 25 | 21 | 40 | 64 | 80 | 165 | 258 | 258 26 | 21 | 40 | 66 | 79 | 165 | 258 | 258 27 | 21 | 39 | 69 | 79 | 165 | 258 | 258 28 | 21 | 39 | 71 | 79 | 164 | 258 | 258 29 | 20 | 39 | 74 | 79 | 164 | 257 | 257 30 | 20 | 38 | 76 | 78 | 164 | 257 | 257 3.12 Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 4 | 23 | 140 | 297 | 3 047 2 | 0 | 1 | 6 | 24 | 140 | 337 | 2 286 3 | 1 | 1 | 9 | 29 | 136 | 352 | 1 735 4 | 1 | 3 | 12 | 33 | 133 | 353 | 1 346 5 | 1 | 4 | 15 | 35 | 134 | 345 | 1 070 6 | 2 | 4 | 17 | 38 | 134 | 332 | 869 7 | 2 | 6 | 20 | 40 | 134 | 316 | 719 8 | 2 | 7 | 22 | 42 | 134 | 300 | 605 9 | 4 | 7 | 24 | 45 | 134 | 283 | 516 10 | 4 | 9 | 27 | 47 | 134 | 266 | 444 11 | 4 | 9 | 30 | 49 | 134 | 250 | 386 12 | 4 | 10 | 32 | 48 | 133 | 235 | 338 13 | 5 | 11 | 34 | 48 | 134 | 227 | 298 14 | 5 | 11 | 37 | 48 | 134 | 227 | 264 15 | 6 | 13 | 39 | 47 | 133 | 226 | 235 16 | 6 | 13 | 41 | 46 | 132 | 225 | 225 17 | 6 | 15 | 44 | 49 | 132 | 225 | 225 18 | 6 | 15 | 47 | 50 | 132 | 225 | 225 19 | 7 | 16 | 48 | 52 | 132 | 225 | 225 20 | 7 | 17 | 51 | 54 | 133 | 226 | 226 21 | 8 | 18 | 53 | 57 | 133 | 226 | 226 22 | 9 | 19 | 56 | 58 | 133 | 226 | 226 23 | 9 | 20 | 59 | 60 | 133 | 226 | 226 24 | 9 | 20 | 60 | 62 | 133 | 226 | 226 25 | 10 | 22 | 63 | 63 | 134 | 226 | 226 26 | 10 | 22 | 65 | 65 | 134 | 226 | 226 27 | 10 | 23 | 68 | 67 | 135 | 226 | 226 28 | 11 | 24 | 70 | 69 | 137 | 226 | 226 29 | 11 | 25 | 72 | 71 | 138 | 225 | 225 30 | 12 | 26 | 75 | 73 | 139 | 225 | 225 3.13 Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 40 | 52 | 58 | 79 | 196 | 304 | 3 132 2 | 40 | 52 | 59 | 80 | 196 | 346 | 2 349 3 | 39 | 52 | 60 | 84 | 191 | 361 | 1 782 4 | 39 | 53 | 63 | 87 | 188 | 361 | 1 381 5 | 39 | 54 | 65 | 88 | 187 | 353 | 1 098 6 | 40 | 55 | 66 | 91 | 186 | 340 | 892 7 | 40 | 57 | 68 | 92 | 186 | 324 | 739 8 | 40 | 57 | 68 | 93 | 185 | 308 | 622 9 | 39 | 57 | 69 | 95 | 184 | 291 | 530 10 | 39 | 57 | 69 | 97 | 183 | 276 | 457 11 | 38 | 57 | 69 | 97 | 182 | 276 | 397 12 | 38 | 56 | 69 | 96 | 182 | 275 | 347 13 | 37 | 56 | 68 | 96 | 181 | 274 | 306 14 | 37 | 55 | 68 | 95 | 181 | 274 | 274 15 | 36 | 55 | 67 | 94 | 180 | 273 | 273 16 | 35 | 54 | 66 | 94 | 179 | 272 | 272 17 | 35 | 54 | 66 | 93 | 179 | 272 | 272 18 | 34 | 53 | 65 | 93 | 178 | 272 | 272 19 | 34 | 53 | 65 | 92 | 178 | 271 | 271 20 | 34 | 52 | 65 | 92 | 178 | 271 | 271 21 | 34 | 52 | 65 | 92 | 177 | 271 | 271 22 | 33 | 52 | 64 | 91 | 177 | 270 | 270 23 | 33 | 51 | 64 | 91 | 176 | 270 | 270 24 | 32 | 50 | 63 | 90 | 176 | 269 | 269 25 | 31 | 50 | 64 | 90 | 175 | 268 | 268 26 | 30 | 49 | 67 | 89 | 174 | 267 | 267 27 | 30 | 48 | 69 | 88 | 174 | 267 | 267 28 | 29 | 47 | 71 | 87 | 173 | 266 | 266 29 | 28 | 47 | 74 | 87 | 172 | 265 | 265 30 | 27 | 46 | 77 | 86 | 171 | 265 | 265 3.14 Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 12 | 24 | 31 | 52 | 169 | 296 | 3 044 2 | 16 | 28 | 34 | 55 | 172 | 337 | 2 283 3 | 18 | 31 | 39 | 63 | 170 | 352 | 1 733 4 | 21 | 35 | 45 | 69 | 170 | 352 | 1 346 5 | 23 | 38 | 49 | 73 | 171 | 345 | 1 070 6 | 23 | 39 | 50 | 74 | 170 | 332 | 870 7 | 28 | 44 | 55 | 79 | 173 | 317 | 721 8 | 27 | 44 | 55 | 81 | 172 | 301 | 607 9 | 28 | 46 | 57 | 84 | 173 | 284 | 517 10 | 30 | 48 | 60 | 87 | 174 | 268 | 446 11 | 31 | 49 | 62 | 89 | 175 | 268 | 388 12 | 32 | 50 | 63 | 90 | 176 | 269 | 340 13 | 32 | 51 | 63 | 91 | 176 | 269 | 299 14 | 33 | 51 | 64 | 91 | 176 | 270 | 270 15 | 33 | 51 | 64 | 91 | 177 | 270 | 270 16 | 32 | 51 | 63 | 91 | 176 | 269 | 269 17 | 33 | 51 | 64 | 91 | 176 | 270 | 270 18 | 32 | 51 | 63 | 90 | 176 | 269 | 269 19 | 32 | 50 | 63 | 90 | 176 | 269 | 269 20 | 32 | 50 | 63 | 90 | 176 | 269 | 269 21 | 32 | 50 | 63 | 90 | 176 | 269 | 269 22 | 32 | 50 | 63 | 90 | 176 | 269 | 269 23 | 31 | 50 | 62 | 90 | 175 | 268 | 268 24 | 31 | 50 | 62 | 89 | 175 | 268 | 268 25 | 30 | 49 | 64 | 89 | 174 | 268 | 268 26 | 30 | 49 | 66 | 88 | 174 | 267 | 267 27 | 29 | 48 | 69 | 88 | 173 | 267 | 267 28 | 29 | 48 | 71 | 87 | 173 | 266 | 266 29 | 28 | 47 | 74 | 87 | 172 | 265 | 265 30 | 28 | 47 | 76 | 86 | 172 | 265 | 265 3.15 Canadian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 14 | 26 | 32 | 53 | 170 | 307 | 3 163 2 | 15 | 27 | 33 | 54 | 171 | 348 | 2 367 3 | 15 | 28 | 36 | 60 | 167 | 362 | 1 789 4 | 16 | 29 | 39 | 64 | 165 | 361 | 1 384 5 | 16 | 31 | 42 | 66 | 165 | 352 | 1 097 6 | 18 | 34 | 45 | 69 | 165 | 338 | 890 7 | 19 | 36 | 46 | 71 | 165 | 323 | 737 8 | 19 | 37 | 48 | 73 | 165 | 306 | 619 9 | 20 | 38 | 49 | 76 | 165 | 289 | 527 10 | 20 | 39 | 51 | 78 | 165 | 272 | 454 11 | 21 | 39 | 52 | 79 | 165 | 258 | 395 12 | 21 | 39 | 52 | 79 | 165 | 258 | 345 13 | 21 | 40 | 52 | 79 | 165 | 258 | 304 14 | 21 | 40 | 52 | 79 | 165 | 258 | 269 15 | 21 | 40 | 52 | 79 | 165 | 258 | 258 16 | 21 | 39 | 52 | 79 | 165 | 258 | 258 17 | 21 | 39 | 52 | 79 | 165 | 258 | 258 18 | 21 | 39 | 52 | 79 | 165 | 258 | 258 19 | 21 | 39 | 52 | 79 | 165 | 258 | 258 20 | 21 | 39 | 52 | 79 | 165 | 258 | 258 21 | 21 | 39 | 55 | 79 | 165 | 258 | 258 22 | 20 | 39 | 56 | 79 | 164 | 258 | 258 23 | 20 | 39 | 59 | 78 | 164 | 257 | 257 24 | 20 | 38 | 61 | 78 | 164 | 257 | 257 25 | 19 | 38 | 64 | 77 | 163 | 256 | 256 26 | 19 | 37 | 66 | 77 | 163 | 256 | 256 27 | 18 | 37 | 69 | 77 | 162 | 255 | 255 28 | 18 | 36 | 71 | 76 | 162 | 255 | 255 29 | 17 | 36 | 74 | 76 | 161 | 254 | 254 30 | 17 | 36 | 76 | 75 | 161 | 254 | 254 3.16 Chilean peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 48 | 60 | 67 | 88 | 205 | 322 | 3 328 2 | 50 | 62 | 69 | 90 | 207 | 362 | 2 478 3 | 52 | 65 | 74 | 97 | 204 | 376 | 1 872 4 | 53 | 67 | 77 | 102 | 203 | 375 | 1 446 5 | 55 | 70 | 81 | 105 | 203 | 365 | 1 145 6 | 57 | 73 | 84 | 108 | 204 | 351 | 928 7 | 58 | 75 | 86 | 110 | 204 | 334 | 766 8 | 58 | 76 | 87 | 112 | 204 | 316 | 643 9 | 59 | 77 | 88 | 115 | 204 | 298 | 547 10 | 59 | 77 | 90 | 117 | 203 | 297 | 471 11 | 59 | 78 | 90 | 117 | 203 | 296 | 409 12 | 59 | 77 | 90 | 117 | 203 | 296 | 357 13 | 58 | 77 | 89 | 116 | 202 | 295 | 315 14 | 57 | 76 | 88 | 116 | 201 | 294 | 294 15 | 57 | 75 | 88 | 115 | 200 | 294 | 294 16 | 56 | 74 | 87 | 114 | 200 | 293 | 293 17 | 55 | 74 | 86 | 114 | 199 | 292 | 292 18 | 55 | 73 | 86 | 113 | 199 | 292 | 292 19 | 54 | 73 | 85 | 112 | 198 | 291 | 291 20 | 53 | 72 | 84 | 112 | 197 | 291 | 291 21 | 53 | 71 | 84 | 111 | 197 | 290 | 290 22 | 52 | 71 | 83 | 110 | 196 | 289 | 289 23 | 51 | 70 | 82 | 109 | 195 | 288 | 288 24 | 50 | 69 | 81 | 109 | 194 | 287 | 287 25 | 49 | 68 | 80 | 108 | 193 | 286 | 286 26 | 48 | 67 | 79 | 107 | 192 | 285 | 285 27 | 47 | 66 | 78 | 106 | 191 | 284 | 284 28 | 46 | 65 | 77 | 105 | 190 | 283 | 283 29 | 46 | 64 | 77 | 104 | 189 | 283 | 283 30 | 45 | 63 | 79 | 103 | 189 | 282 | 282 3.17 Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 79 | 91 | 98 | 119 | 235 | 335 | 3 475 2 | 84 | 96 | 103 | 124 | 240 | 382 | 2 625 3 | 85 | 98 | 106 | 130 | 237 | 401 | 1 999 4 | 85 | 99 | 109 | 134 | 235 | 402 | 1 554 5 | 89 | 103 | 115 | 138 | 237 | 394 | 1 236 6 | 91 | 107 | 118 | 142 | 238 | 380 | 1004 7 | 93 | 110 | 120 | 145 | 239 | 363 | 832 8 | 95 | 112 | 123 | 149 | 240 | 345 | 700 9 | 96 | 114 | 125 | 152 | 241 | 334 | 596 10 | 97 | 115 | 127 | 154 | 241 | 334 | 513 11 | 97 | 115 | 127 | 155 | 241 | 334 | 446 12 | 96 | 114 | 127 | 154 | 240 | 333 | 390 13 | 95 | 113 | 126 | 153 | 239 | 332 | 343 14 | 93 | 112 | 124 | 152 | 237 | 330 | 330 15 | 92 | 111 | 123 | 150 | 236 | 329 | 329 16 | 91 | 109 | 122 | 149 | 235 | 328 | 328 17 | 89 | 108 | 120 | 148 | 233 | 326 | 326 18 | 88 | 107 | 119 | 146 | 232 | 325 | 325 19 | 87 | 105 | 118 | 145 | 231 | 324 | 324 20 | 85 | 104 | 116 | 144 | 229 | 322 | 322 21 | 84 | 102 | 115 | 142 | 228 | 321 | 321 22 | 82 | 101 | 113 | 141 | 226 | 319 | 319 23 | 80 | 99 | 112 | 139 | 224 | 318 | 318 24 | 79 | 97 | 110 | 137 | 223 | 316 | 316 25 | 77 | 96 | 108 | 135 | 221 | 314 | 314 26 | 75 | 94 | 106 | 134 | 219 | 312 | 312 27 | 74 | 92 | 105 | 132 | 218 | 311 | 311 28 | 72 | 91 | 103 | 130 | 216 | 309 | 309 29 | 70 | 89 | 101 | 129 | 214 | 307 | 307 30 | 69 | 87 | 100 | 127 | 213 | 306 | 306 3.18 Hong Kong dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 8 | 20 | 26 | 47 | 164 | 306 | 3 152 2 | 10 | 22 | 29 | 50 | 167 | 347 | 2 357 3 | 12 | 25 | 33 | 57 | 164 | 362 | 1 787 4 | 14 | 27 | 38 | 62 | 163 | 362 | 1 386 5 | 16 | 30 | 42 | 65 | 164 | 353 | 1 100 6 | 17 | 33 | 44 | 69 | 164 | 340 | 893 7 | 19 | 36 | 46 | 71 | 165 | 324 | 739 8 | 19 | 37 | 48 | 73 | 165 | 307 | 622 9 | 20 | 38 | 49 | 76 | 165 | 290 | 530 10 | 20 | 38 | 51 | 78 | 164 | 273 | 456 11 | 20 | 39 | 51 | 79 | 164 | 257 | 396 12 | 20 | 39 | 51 | 78 | 164 | 257 | 347 13 | 20 | 38 | 51 | 78 | 163 | 257 | 305 14 | 19 | 38 | 50 | 77 | 163 | 256 | 270 15 | 18 | 37 | 49 | 77 | 162 | 255 | 255 16 | 18 | 36 | 49 | 76 | 162 | 255 | 255 17 | 17 | 36 | 48 | 76 | 161 | 254 | 254 18 | 17 | 36 | 48 | 76 | 161 | 254 | 254 19 | 17 | 36 | 50 | 75 | 161 | 254 | 254 20 | 17 | 36 | 52 | 76 | 161 | 254 | 254 21 | 17 | 36 | 55 | 76 | 161 | 255 | 255 22 | 17 | 36 | 57 | 76 | 161 | 255 | 255 23 | 17 | 36 | 59 | 76 | 161 | 254 | 254 24 | 17 | 36 | 62 | 76 | 161 | 254 | 254 25 | 17 | 36 | 64 | 75 | 161 | 254 | 254 26 | 17 | 35 | 67 | 75 | 161 | 254 | 254 27 | 17 | 35 | 69 | 75 | 161 | 254 | 254 28 | 16 | 35 | 71 | 75 | 160 | 253 | 253 29 | 16 | 35 | 74 | 75 | 160 | 253 | 253 30 | 16 | 35 | 77 | 75 | 160 | 253 | 253 3.19 Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 90 | 102 | 108 | 129 | 246 | 341 | 3 308 2 | 91 | 103 | 110 | 131 | 247 | 364 | 2 486 3 | 91 | 104 | 112 | 136 | 243 | 381 | 1 889 4 | 92 | 105 | 116 | 140 | 241 | 381 | 1 466 5 | 93 | 107 | 119 | 142 | 241 | 373 | 1 165 6 | 94 | 110 | 121 | 145 | 241 | 359 | 946 7 | 95 | 112 | 122 | 147 | 240 | 343 | 783 8 | 95 | 112 | 123 | 149 | 240 | 333 | 659 9 | 95 | 113 | 124 | 151 | 240 | 333 | 561 10 | 94 | 112 | 124 | 152 | 238 | 331 | 483 11 | 93 | 111 | 124 | 151 | 237 | 330 | 420 12 | 91 | 110 | 122 | 149 | 235 | 328 | 367 13 | 89 | 108 | 120 | 148 | 233 | 326 | 326 14 | 88 | 106 | 119 | 146 | 232 | 325 | 325 15 | 86 | 105 | 117 | 144 | 230 | 323 | 323 16 | 84 | 103 | 115 | 143 | 228 | 321 | 321 17 | 83 | 101 | 114 | 141 | 227 | 320 | 320 18 | 81 | 100 | 112 | 140 | 225 | 318 | 318 19 | 80 | 99 | 111 | 138 | 224 | 317 | 317 20 | 79 | 98 | 110 | 137 | 223 | 316 | 316 21 | 78 | 97 | 109 | 136 | 222 | 315 | 315 22 | 77 | 95 | 108 | 135 | 221 | 314 | 314 23 | 76 | 94 | 107 | 134 | 220 | 313 | 313 24 | 74 | 93 | 105 | 133 | 218 | 311 | 311 25 | 73 | 92 | 104 | 132 | 217 | 310 | 310 26 | 72 | 91 | 103 | 130 | 216 | 309 | 309 27 | 71 | 89 | 102 | 129 | 215 | 308 | 308 28 | 70 | 88 | 101 | 128 | 214 | 307 | 307 29 | 68 | 87 | 99 | 127 | 212 | 306 | 306 30 | 67 | 86 | 98 | 126 | 211 | 304 | 304 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 | 304 | 316 | 322 | 343 | 460 | 555 | 3 550 2 | 83 | 95 | 102 | 123 | 239 | 382 | 2 627 3 | 85 | 98 | 106 | 129 | 236 | 394 | 1 975 4 | 87 | 100 | 111 | 135 | 236 | 393 | 1 524 5 | 89 | 103 | 115 | 138 | 237 | 383 | 1207 6 | 91 | 106 | 118 | 142 | 238 | 368 | 978 7 | 93 | 109 | 120 | 144 | 238 | 351 | 808 8 | 93 | 111 | 122 | 147 | 239 | 332 | 679 9 | 94 | 112 | 123 | 150 | 239 | 332 | 578 10 | 94 | 113 | 125 | 152 | 239 | 332 | 497 11 | 94 | 113 | 125 | 153 | 239 | 332 | 431 12 | 95 | 113 | 126 | 153 | 239 | 332 | 377 13 | 95 | 114 | 126 | 153 | 239 | 332 | 332 14 | 95 | 114 | 126 | 154 | 239 | 332 | 332 15 | 96 | 115 | 127 | 154 | 240 | 333 | 333 16 | 97 | 116 | 128 | 155 | 241 | 334 | 334 17 | 98 | 116 | 129 | 156 | 242 | 335 | 335 18 | 99 | 117 | 130 | 157 | 243 | 336 | 336 19 | 99 | 118 | 130 | 158 | 243 | 336 | 336 20 | 100 | 118 | 131 | 158 | 244 | 337 | 337 21 | 100 | 118 | 131 | 158 | 244 | 337 | 337 22 | 99 | 118 | 130 | 158 | 243 | 336 | 336 23 | 99 | 117 | 130 | 157 | 243 | 336 | 336 24 | 98 | 116 | 129 | 156 | 242 | 335 | 335 25 | 96 | 115 | 128 | 155 | 240 | 334 | 334 26 | 95 | 114 | 126 | 154 | 239 | 332 | 332 27 | 94 | 112 | 125 | 152 | 238 | 331 | 331 28 | 92 | 111 | 123 | 151 | 236 | 329 | 329 29 | 91 | 110 | 122 | 149 | 235 | 328 | 328 30 | 89 | 108 | 120 | 148 | 233 | 327 | 327 3.21 New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 6 | 13 | 34 | 151 | 292 | 3 000 2 | 0 | 6 | 13 | 34 | 150 | 332 | 2 250 3 | 1 | 6 | 15 | 38 | 145 | 347 | 1 709 4 | 1 | 7 | 17 | 41 | 142 | 348 | 1 326 5 | 1 | 8 | 19 | 43 | 141 | 340 | 1 054 6 | 2 | 10 | 21 | 45 | 141 | 327 | 857 7 | 2 | 11 | 22 | 46 | 140 | 312 | 709 8 | 2 | 11 | 22 | 48 | 139 | 296 | 597 9 | 4 | 11 | 24 | 50 | 138 | 279 | 509 10 | 4 | 12 | 27 | 51 | 138 | 263 | 438 11 | 4 | 12 | 29 | 52 | 138 | 247 | 381 12 | 4 | 12 | 31 | 52 | 138 | 232 | 333 13 | 5 | 13 | 34 | 52 | 138 | 231 | 294 14 | 5 | 13 | 37 | 53 | 138 | 231 | 261 15 | 6 | 13 | 38 | 53 | 138 | 232 | 232 16 | 6 | 13 | 41 | 53 | 139 | 232 | 232 17 | 6 | 15 | 44 | 54 | 139 | 232 | 232 18 | 6 | 15 | 45 | 54 | 140 | 233 | 233 19 | 7 | 16 | 48 | 55 | 141 | 234 | 234 20 | 7 | 17 | 51 | 56 | 141 | 235 | 235 21 | 8 | 18 | 53 | 57 | 142 | 235 | 235 22 | 9 | 18 | 55 | 58 | 143 | 236 | 236 23 | 9 | 20 | 58 | 60 | 143 | 237 | 237 24 | 9 | 20 | 60 | 61 | 144 | 237 | 237 25 | 10 | 22 | 63 | 63 | 144 | 237 | 237 26 | 10 | 22 | 65 | 65 | 145 | 238 | 238 27 | 10 | 23 | 68 | 67 | 145 | 238 | 238 28 | 11 | 24 | 70 | 69 | 145 | 238 | 238 29 | 11 | 25 | 72 | 71 | 145 | 238 | 238 30 | 12 | 26 | 75 | 73 | 146 | 239 | 239 3.22 New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 46 | 58 | 65 | 86 | 203 | 312 | 3215 2 | 47 | 59 | 66 | 87 | 203 | 353 | 2 405 3 | 46 | 59 | 68 | 91 | 198 | 367 | 1 820 4 | 46 | 60 | 70 | 94 | 195 | 367 | 1 409 5 | 46 | 61 | 72 | 96 | 195 | 358 | 1 118 6 | 47 | 63 | 74 | 98 | 194 | 345 | 907 7 | 48 | 64 | 75 | 99 | 193 | 328 | 750 8 | 47 | 65 | 76 | 101 | 192 | 311 | 631 9 | 47 | 65 | 76 | 103 | 192 | 294 | 537 10 | 46 | 65 | 77 | 104 | 191 | 284 | 462 11 | 45 | 64 | 76 | 104 | 189 | 282 | 402 12 | 44 | 62 | 75 | 102 | 188 | 281 | 351 13 | 43 | 61 | 74 | 101 | 187 | 280 | 310 14 | 41 | 60 | 72 | 100 | 185 | 278 | 278 15 | 40 | 59 | 71 | 99 | 184 | 277 | 277 16 | 39 | 58 | 70 | 97 | 183 | 276 | 276 17 | 38 | 57 | 69 | 96 | 182 | 275 | 275 18 | 37 | 56 | 68 | 95 | 181 | 274 | 274 19 | 36 | 55 | 67 | 95 | 180 | 273 | 273 20 | 36 | 55 | 67 | 94 | 180 | 273 | 273 21 | 35 | 54 | 66 | 94 | 179 | 273 | 273 22 | 35 | 53 | 66 | 93 | 179 | 272 | 272 23 | 34 | 53 | 65 | 93 | 178 | 271 | 271 24 | 34 | 52 | 65 | 92 | 177 | 271 | 271 25 | 33 | 51 | 65 | 91 | 177 | 270 | 270 26 | 32 | 51 | 68 | 91 | 176 | 269 | 269 27 | 31 | 50 | 70 | 90 | 175 | 269 | 269 28 | 31 | 49 | 73 | 89 | 175 | 268 | 268 29 | 30 | 49 | 75 | 89 | 174 | 267 | 267 30 | 30 | 48 | 77 | 88 | 173 | 267 | 267 3.23 Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 109 | 121 | 128 | 149 | 265 | 360 | 3 365 2 | 110 | 123 | 129 | 150 | 267 | 369 | 2523 3 | 112 | 125 | 133 | 157 | 264 | 385 | 1 916 4 | 113 | 127 | 137 | 162 | 263 | 386 | 1 488 5 | 115 | 130 | 141 | 165 | 263 | 378 | 1 184 6 | 117 | 133 | 144 | 168 | 264 | 366 | 964 7 | 119 | 136 | 146 | 170 | 264 | 357 | 800 8 | 119 | 136 | 147 | 173 | 264 | 357 | 674 9 | 119 | 137 | 149 | 175 | 264 | 357 | 575 10 | 119 | 137 | 150 | 177 | 263 | 357 | 496 11 | 118 | 137 | 149 | 177 | 263 | 356 | 432 12 | 117 | 136 | 148 | 176 | 261 | 354 | 378 13 | 116 | 135 | 147 | 174 | 260 | 353 | 353 14 | 114 | 133 | 145 | 173 | 258 | 351 | 351 15 | 113 | 131 | 144 | 171 | 256 | 350 | 350 16 | 110 | 129 | 141 | 169 | 254 | 347 | 347 17 | 109 | 127 | 140 | 167 | 252 | 346 | 346 18 | 107 | 125 | 138 | 165 | 251 | 344 | 344 19 | 105 | 123 | 136 | 163 | 249 | 342 | 342 20 | 103 | 122 | 134 | 162 | 247 | 340 | 340 21 | 101 | 120 | 132 | 160 | 245 | 339 | 339 22 | 100 | 118 | 131 | 158 | 244 | 337 | 337 23 | 98 | 116 | 129 | 156 | 242 | 335 | 335 24 | 96 | 115 | 127 | 154 | 240 | 333 | 333 25 | 94 | 113 | 125 | 152 | 238 | 331 | 331 26 | 92 | 111 | 123 | 151 | 236 | 329 | 329 27 | 90 | 109 | 121 | 149 | 234 | 327 | 327 28 | 89 | 107 | 120 | 147 | 233 | 326 | 326 29 | 87 | 106 | 118 | 145 | 231 | 324 | 324 30 | 85 | 104 | 116 | 144 | 229 | 322 | 322 3.24 Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 163 | 175 | 181 | 202 | 319 | 414 | 3 587 2 | 171 | 183 | 190 | 211 | 328 | 422 | 2 678 3 | 175 | 188 | 197 | 220 | 327 | 422 | 2 035 4 | 177 | 191 | 201 | 226 | 327 | 420 | 1 582 5 | 179 | 193 | 205 | 228 | 327 | 420 | 1 259 6 | 179 | 195 | 206 | 230 | 326 | 419 | 1 024 7 | 180 | 197 | 207 | 232 | 325 | 418 | 849 8 | 179 | 196 | 207 | 233 | 324 | 417 | 714 9 | 178 | 196 | 208 | 235 | 323 | 416 | 609 10 | 178 | 196 | 208 | 235 | 322 | 415 | 525 11 | 176 | 195 | 207 | 235 | 320 | 414 | 456 12 | 174 | 193 | 205 | 233 | 318 | 411 | 411 13 | 172 | 190 | 203 | 230 | 316 | 409 | 409 14 | 169 | 187 | 200 | 227 | 313 | 406 | 406 15 | 166 | 185 | 197 | 224 | 310 | 403 | 403 16 | 163 | 182 | 194 | 221 | 307 | 400 | 400 17 | 160 | 179 | 191 | 218 | 304 | 397 | 397 18 | 157 | 176 | 188 | 216 | 301 | 394 | 394 19 | 154 | 173 | 185 | 213 | 298 | 391 | 391 20 | 151 | 170 | 182 | 210 | 295 | 388 | 388 21 | 148 | 167 | 179 | 207 | 292 | 385 | 385 22 | 145 | 164 | 176 | 204 | 289 | 382 | 382 23 | 142 | 161 | 173 | 201 | 286 | 379 | 379 24 | 139 | 158 | 170 | 198 | 283 | 376 | 376 25 | 136 | 155 | 167 | 195 | 280 | 373 | 373 26 | 133 | 152 | 164 | 192 | 277 | 370 | 370 27 | 130 | 149 | 161 | 189 | 274 | 367 | 367 28 | 127 | 146 | 158 | 186 | 271 | 364 | 364 29 | 125 | 143 | 156 | 183 | 269 | 362 | 362 30 | 122 | 141 | 153 | 180 | 266 | 359 | 359 3.25 Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 27 | 39 | 46 | 67 | 183 | 298 | 3 062 2 | 28 | 40 | 46 | 67 | 184 | 339 | 2302 3 | 28 | 41 | 49 | 72 | 179 | 355 | 1 751 4 | 28 | 41 | 52 | 76 | 177 | 356 | 1 361 5 | 28 | 43 | 54 | 78 | 177 | 349 | 1 082 6 | 29 | 45 | 56 | 80 | 176 | 336 | 880 7 | 30 | 47 | 57 | 82 | 175 | 321 | 729 8 | 29 | 47 | 58 | 83 | 174 | 304 | 614 9 | 29 | 47 | 58 | 85 | 174 | 287 | 523 10 | 29 | 47 | 59 | 86 | 173 | 271 | 451 11 | 28 | 47 | 59 | 87 | 172 | 266 | 392 12 | 28 | 46 | 59 | 86 | 172 | 265 | 343 13 | 27 | 46 | 58 | 86 | 171 | 264 | 302 14 | 27 | 46 | 58 | 85 | 171 | 264 | 268 15 | 27 | 45 | 58 | 85 | 171 | 264 | 264 16 | 27 | 45 | 58 | 85 | 171 | 264 | 264 17 | 27 | 45 | 58 | 85 | 171 | 264 | 264 18 | 27 | 45 | 58 | 85 | 171 | 264 | 264 19 | 27 | 46 | 58 | 85 | 171 | 264 | 264 20 | 27 | 46 | 58 | 86 | 171 | 264 | 264 21 | 27 | 46 | 58 | 86 | 171 | 264 | 264 22 | 27 | 46 | 58 | 85 | 171 | 264 | 264 23 | 27 | 46 | 59 | 85 | 171 | 264 | 264 24 | 27 | 45 | 62 | 85 | 171 | 264 | 264 25 | 26 | 45 | 64 | 85 | 170 | 263 | 263 26 | 26 | 45 | 67 | 84 | 170 | 263 | 263 27 | 26 | 44 | 69 | 84 | 170 | 263 | 263 28 | 25 | 44 | 71 | 84 | 169 | 262 | 262 29 | 25 | 44 | 74 | 83 | 169 | 262 | 262 30 | 25 | 43 | 76 | 83 | 169 | 262 | 262 3.26 Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 25 | 37 | 43 | 64 | 181 | 300 | 3 088 2 | 27 | 39 | 45 | 66 | 183 | 343 | 2 328 3 | 28 | 41 | 49 | 73 | 180 | 359 | 1 772 4 | 29 | 43 | 53 | 78 | 178 | 360 | 1 377 5 | 31 | 46 | 57 | 81 | 179 | 353 | 1 096 6 | 33 | 49 | 60 | 84 | 180 | 340 | 891 7 | 35 | 51 | 62 | 86 | 180 | 325 | 738 8 | 35 | 52 | 63 | 89 | 180 | 308 | 622 9 | 36 | 53 | 65 | 92 | 180 | 291 | 530 10 | 36 | 55 | 67 | 94 | 181 | 274 | 457 11 | 37 | 56 | 68 | 95 | 181 | 274 | 397 12 | 37 | 56 | 68 | 96 | 181 | 274 | 348 13 | 37 | 56 | 68 | 96 | 181 | 275 | 306 14 | 37 | 56 | 68 | 96 | 181 | 274 | 274 15 | 37 | 56 | 68 | 96 | 181 | 274 | 274 16 | 37 | 56 | 68 | 95 | 181 | 274 | 274 17 | 37 | 56 | 68 | 96 | 181 | 274 | 274 18 | 37 | 56 | 68 | 96 | 181 | 274 | 274 19 | 38 | 56 | 69 | 96 | 181 | 275 | 275 20 | 38 | 56 | 69 | 96 | 182 | 275 | 275 21 | 38 | 57 | 69 | 96 | 182 | 275 | 275 22 | 38 | 56 | 69 | 96 | 182 | 275 | 275 23 | 38 | 56 | 69 | 96 | 182 | 275 | 275 24 | 37 | 56 | 68 | 96 | 181 | 274 | 274 25 | 37 | 55 | 68 | 95 | 181 | 274 | 274 26 | 36 | 55 | 68 | 95 | 180 | 273 | 273 27 | 36 | 54 | 70 | 94 | 180 | 273 | 273 28 | 35 | 54 | 73 | 93 | 179 | 272 | 272 29 | 34 | 53 | 75 | 93 | 178 | 272 | 272 30 | 34 | 52 | 77 | 92 | 178 | 271 | 271 3.27 Russian rouble Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 123 | 135 | 141 | 162 | 279 | 374 | 3 452 2 | 121 | 133 | 140 | 161 | 278 | 378 | 2 594 3 | 120 | 133 | 141 | 165 | 272 | 396 | 1 972 4 | 119 | 133 | 143 | 168 | 269 | 397 | 1 531 5 | 120 | 134 | 146 | 169 | 268 | 388 | 1 218 6 | 120 | 136 | 147 | 171 | 267 | 375 | 990 7 | 120 | 137 | 148 | 172 | 266 | 359 | 820 8 | 120 | 137 | 148 | 174 | 265 | 358 | 690 9 | 119 | 137 | 149 | 175 | 264 | 357 | 588 10 | 119 | 137 | 150 | 177 | 263 | 357 | 506 11 | 119 | 137 | 150 | 177 | 263 | 356 | 440 12 | 118 | 136 | 149 | 176 | 262 | 355 | 385 13 | 117 | 135 | 148 | 175 | 261 | 354 | 354 14 | 115 | 134 | 146 | 174 | 259 | 352 | 352 15 | 113 | 132 | 144 | 172 | 257 | 350 | 350 16 | 111 | 130 | 142 | 170 | 255 | 349 | 349 17 | 109 | 128 | 140 | 167 | 253 | 346 | 346 18 | 107 | 126 | 138 | 165 | 251 | 344 | 344 19 | 105 | 124 | 136 | 163 | 249 | 342 | 342 20 | 103 | 121 | 134 | 161 | 247 | 340 | 340 21 | 101 | 119 | 132 | 159 | 245 | 338 | 338 22 | 98 | 117 | 129 | 157 | 242 | 336 | 336 23 | 96 | 115 | 127 | 155 | 240 | 333 | 333 24 | 94 | 113 | 125 | 152 | 238 | 331 | 331 25 | 92 | 110 | 123 | 150 | 236 | 329 | 329 26 | 90 | 108 | 121 | 148 | 234 | 327 | 327 27 | 88 | 106 | 119 | 146 | 231 | 325 | 325 28 | 85 | 104 | 117 | 144 | 229 | 323 | 323 29 | 83 | 102 | 115 | 142 | 227 | 321 | 321 30 | 82 | 100 | 113 | 140 | 225 | 319 | 319 3.28 Singapore dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 9 | 15 | 36 | 153 | 303 | 3 119 2 | 0 | 11 | 17 | 38 | 155 | 344 | 2 335 3 | 1 | 12 | 21 | 44 | 151 | 359 | 1 771 4 | 1 | 14 | 25 | 49 | 150 | 359 | 1 373 5 | 2 | 17 | 28 | 52 | 151 | 350 | 1 091 6 | 4 | 20 | 31 | 55 | 151 | 337 | 885 7 | 6 | 23 | 33 | 58 | 151 | 322 | 733 8 | 6 | 24 | 35 | 60 | 151 | 305 | 616 9 | 6 | 24 | 36 | 63 | 151 | 288 | 525 10 | 7 | 25 | 37 | 64 | 151 | 271 | 452 11 | 7 | 25 | 38 | 65 | 151 | 254 | 392 12 | 6 | 25 | 38 | 65 | 150 | 244 | 344 13 | 6 | 25 | 37 | 65 | 150 | 243 | 303 14 | 6 | 25 | 37 | 64 | 150 | 243 | 268 15 | 6 | 24 | 40 | 64 | 150 | 243 | 243 16 | 6 | 24 | 42 | 64 | 149 | 243 | 243 17 | 6 | 24 | 45 | 64 | 150 | 243 | 243 18 | 6 | 24 | 47 | 64 | 150 | 243 | 243 19 | 7 | 24 | 49 | 64 | 150 | 243 | 243 20 | 8 | 25 | 52 | 65 | 150 | 243 | 243 21 | 8 | 25 | 55 | 65 | 151 | 244 | 244 22 | 9 | 26 | 56 | 65 | 151 | 244 | 244 23 | 9 | 26 | 59 | 66 | 151 | 244 | 244 24 | 9 | 26 | 61 | 66 | 151 | 244 | 244 25 | 10 | 26 | 64 | 66 | 151 | 245 | 245 26 | 10 | 26 | 66 | 67 | 152 | 245 | 245 27 | 11 | 26 | 69 | 69 | 152 | 245 | 245 28 | 11 | 26 | 71 | 70 | 152 | 245 | 245 29 | 11 | 26 | 74 | 72 | 152 | 245 | 245 30 | 12 | 27 | 76 | 75 | 152 | 245 | 245 3.29 South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 31 | 43 | 49 | 70 | 187 | 304 | 3 125 2 | 31 | 43 | 50 | 71 | 187 | 344 | 2 340 3 | 30 | 43 | 51 | 75 | 182 | 359 | 1 775 4 | 29 | 43 | 53 | 77 | 178 | 359 | 1 376 5 | 29 | 44 | 55 | 78 | 177 | 351 | 1 093 6 | 31 | 47 | 58 | 82 | 178 | 338 | 887 7 | 30 | 46 | 57 | 81 | 175 | 322 | 734 8 | 33 | 50 | 61 | 87 | 178 | 305 | 617 9 | 32 | 50 | 62 | 88 | 177 | 288 | 526 10 | 28 | 46 | 58 | 85 | 172 | 271 | 453 11 | 24 | 42 | 55 | 82 | 168 | 261 | 393 12 | 21 | 39 | 52 | 79 | 165 | 258 | 344 13 | 18 | 37 | 49 | 77 | 162 | 255 | 303 14 | 17 | 35 | 48 | 75 | 160 | 254 | 268 15 | 15 | 34 | 46 | 74 | 159 | 252 | 252 16 | 14 | 32 | 45 | 72 | 158 | 251 | 251 17 | 13 | 32 | 45 | 71 | 157 | 250 | 250 18 | 12 | 31 | 47 | 71 | 156 | 249 | 249 19 | 12 | 31 | 49 | 70 | 156 | 249 | 249 20 | 12 | 31 | 52 | 70 | 156 | 249 | 249 21 | 12 | 31 | 54 | 70 | 156 | 249 | 249 22 | 12 | 31 | 56 | 70 | 156 | 249 | 249 23 | 12 | 31 | 59 | 70 | 156 | 249 | 249 24 | 12 | 30 | 61 | 70 | 156 | 249 | 249 25 | 12 | 30 | 64 | 70 | 156 | 249 | 249 26 | 11 | 30 | 66 | 70 | 155 | 249 | 249 27 | 11 | 30 | 69 | 70 | 155 | 248 | 248 28 | 11 | 30 | 71 | 70 | 155 | 248 | 248 29 | 11 | 30 | 74 | 72 | 155 | 248 | 248 30 | 12 | 30 | 76 | 73 | 155 | 248 | 248 3.30 Turkish lira Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 206 | 218 | 225 | 245 | 362 | 457 | 3 608 2 | 202 | 214 | 221 | 242 | 359 | 454 | 2 687 3 | 197 | 210 | 219 | 242 | 349 | 444 | 2 032 4 | 193 | 207 | 217 | 241 | 342 | 436 | 1 571 5 | 189 | 204 | 215 | 238 | 337 | 430 | 1 244 6 | 186 | 201 | 212 | 237 | 332 | 426 | 1008 7 | 183 | 199 | 210 | 234 | 328 | 421 | 832 8 | 179 | 196 | 207 | 232 | 324 | 417 | 698 9 | 175 | 193 | 204 | 231 | 320 | 413 | 593 10 | 171 | 189 | 202 | 229 | 315 | 409 | 510 11 | 167 | 186 | 198 | 226 | 311 | 404 | 442 12 | 163 | 182 | 194 | 222 | 307 | 400 | 400 13 | 159 | 178 | 190 | 218 | 303 | 396 | 396 14 | 155 | 174 | 186 | 214 | 299 | 393 | 393 15 | 152 | 170 | 183 | 210 | 296 | 389 | 389 16 | 148 | 167 | 179 | 207 | 292 | 385 | 385 17 | 145 | 164 | 176 | 203 | 289 | 382 | 382 18 | 142 | 160 | 173 | 200 | 286 | 379 | 379 19 | 139 | 157 | 170 | 197 | 283 | 376 | 376 20 | 136 | 155 | 167 | 194 | 280 | 373 | 373 21 | 133 | 152 | 164 | 191 | 277 | 370 | 370 22 | 130 | 149 | 161 | 189 | 274 | 367 | 367 23 | 127 | 146 | 158 | 186 | 271 | 364 | 364 24 | 124 | 143 | 155 | 183 | 268 | 362 | 362 25 | 122 | 140 | 153 | 180 | 266 | 359 | 359 26 | 119 | 138 | 150 | 177 | 263 | 356 | 356 27 | 116 | 135 | 147 | 175 | 260 | 353 | 353 28 | 114 | 132 | 145 | 172 | 258 | 351 | 351 29 | 111 | 130 | 142 | 170 | 255 | 348 | 348 30 | 109 | 128 | 140 | 167 | 253 | 346 | 346 3.31 US dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 14 | 25 | 50 | 169 | 309 | 3 185 2 | 0 | 14 | 25 | 50 | 169 | 349 | 2 374 3 | 1 | 17 | 28 | 55 | 165 | 362 | 1 794 4 | 1 | 20 | 31 | 60 | 164 | 362 | 1 389 5 | 3 | 23 | 36 | 66 | 165 | 353 | 1102 6 | 6 | 27 | 39 | 68 | 165 | 339 | 894 7 | 8 | 31 | 42 | 70 | 166 | 324 | 739 8 | 11 | 34 | 45 | 74 | 166 | 306 | 621 9 | 13 | 37 | 49 | 76 | 166 | 289 | 529 10 | 14 | 39 | 51 | 77 | 166 | 272 | 455 11 | 15 | 41 | 52 | 78 | 166 | 259 | 395 12 | 15 | 42 | 54 | 79 | 166 | 259 | 346 13 | 16 | 43 | 55 | 80 | 166 | 259 | 305 14 | 17 | 44 | 55 | 80 | 166 | 259 | 270 15 | 17 | 44 | 55 | 80 | 166 | 259 | 259 16 | 17 | 44 | 55 | 80 | 165 | 258 | 258 17 | 17 | 44 | 55 | 80 | 165 | 259 | 259 18 | 17 | 44 | 55 | 80 | 165 | 259 | 259 19 | 17 | 44 | 55 | 80 | 166 | 259 | 259 20 | 17 | 44 | 55 | 80 | 166 | 259 | 259 21 | 17 | 44 | 55 | 80 | 166 | 259 | 259 22 | 17 | 44 | 56 | 80 | 166 | 259 | 259 23 | 17 | 44 | 59 | 80 | 166 | 259 | 259 24 | 17 | 44 | 61 | 80 | 166 | 259 | 259 25 | 17 | 44 | 64 | 80 | 165 | 259 | 259 26 | 17 | 44 | 66 | 80 | 165 | 258 | 258 27 | 17 | 44 | 69 | 80 | 165 | 258 | 258 28 | 17 | 44 | 71 | 80 | 165 | 258 | 258 29 | 17 | 44 | 74 | 80 | 164 | 257 | 257 30 | 17 | 44 | 76 | 80 | 164 | 257 | 257 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 | 4 | 14 | 131 | 288 | 2 955 2 | 0 | 1 | 6 | 13 | 129 | 328 | 2 218 3 | 1 | 1 | 8 | 16 | 123 | 343 | 1 685 4 | 1 | 3 | 11 | 19 | 120 | 344 | 1 308 5 | 1 | 4 | 13 | 21 | 119 | 336 | 1 040 6 | 2 | 4 | 16 | 23 | 118 | 324 | 846 7 | 2 | 6 | 19 | 26 | 118 | 309 | 701 8 | 2 | 6 | 21 | 29 | 118 | 293 | 590 9 | 4 | 7 | 24 | 30 | 118 | 277 | 503 10 | 4 | 9 | 27 | 33 | 118 | 261 | 433 11 | 4 | 9 | 28 | 35 | 118 | 245 | 377 12 | 4 | 9 | 31 | 37 | 118 | 230 | 330 13 | 4 | 11 | 34 | 39 | 118 | 216 | 291 14 | 5 | 11 | 36 | 42 | 119 | 212 | 258 15 | 6 | 13 | 38 | 43 | 119 | 212 | 230 16 | 6 | 13 | 41 | 45 | 119 | 212 | 212 17 | 6 | 15 | 43 | 47 | 120 | 213 | 213 18 | 6 | 15 | 45 | 50 | 120 | 213 | 213 19 | 7 | 16 | 48 | 51 | 121 | 214 | 214 20 | 7 | 17 | 51 | 54 | 123 | 214 | 214 21 | 7 | 18 | 52 | 55 | 125 | 215 | 215 22 | 9 | 18 | 55 | 57 | 126 | 215 | 215 23 | 9 | 20 | 57 | 59 | 128 | 215 | 215 24 | 9 | 20 | 60 | 61 | 129 | 215 | 215 25 | 10 | 21 | 61 | 63 | 130 | 215 | 215 26 | 10 | 22 | 64 | 65 | 132 | 215 | 215 27 | 10 | 23 | 66 | 66 | 133 | 215 | 215 28 | 11 | 24 | 69 | 68 | 134 | 215 | 215 29 | 11 | 25 | 71 | 70 | 135 | 215 | 215 30 | 12 | 25 | 73 | 71 | 137 | 215 | 215 ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 20 Euro | Belgium | 20 Euro | Cyprus | 20 Euro | Estonia | 20 Euro | Finland | 20 Euro | France | 20 Euro | Germany | 20 Euro | Greece | 20 Euro | Ireland | 20 Euro | Italy | 20 Euro | Latvia | 20

Euro | Lithuania | 20 Euro | Luxembourg | 20 Euro | Malta | 20 Euro | Netherlands | 20 Euro | Portugal | 20 Euro | Slovakia | 20 Euro | Slovenia | 20 Euro | Spain | 20 Czech koruna | Czech Republic | 16 Danish krone | Denmark | 26 Forint | Hungary | 17 Krona | Sweden | -1 Euro | Croatia | 20 Lev | Bulgaria | 17 Pound sterling | United Kingdom | 21 Romanian leu | Romania | 17 Zloty | Poland | 16 Króna | Iceland | 54 Norwegian krone | Norway | 10 Swiss franc | Liechtenstein | -3 Swiss franc | Switzerland | -3 Australian dollar | Australia | -2 Canadian dollar | Canada | 9 Renminbi-yuan | China | 8 Hong Kong dollar | Hong Kong | 2 US dollar | United States | 57 Yen | Japan | -0 * * *