COMMISSION IMPLEMENTING REGULATION (EU) 2024/2147

| Official Journal of the European Union | EN L series ---|---|--- * * * | 2024/2147 | 7.8.2024 ---|---|--- COMMISSION IMPLEMENTING REGULATION (EU) 2024/2147 of 6 August 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2024 until 29 September 2024 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 July 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2024 market data. That information was published on 3 July 2024 in accordance with Article 77e(1) of Directive 2009/138/EC. ---|--- (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. ---|--- (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. ---|--- (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), ---|--- HAS ADOPTED THIS REGULATION: Article 1 1\. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2024 until 29 September 2024. 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 30 June 2024. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 6 August 2024. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

* * * ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Lev ---|---|---|---|---|---|--- 1 | 3,434 % | 4,295 % | 3,424 % | 6,265 % | 2,981 % | 3,384 % 2 | 3,107 % | 3,989 % | 3,097 % | 6,399 % | 2,828 % | 3,057 % 3 | 2,933 % | 3,846 % | 2,923 % | 6,518 % | 2,626 % | 2,883 % 4 | 2,825 % | 3,776 % | 2,815 % | 6,611 % | 2,522 % | 2,775 % 5 | 2,768 % | 3,744 % | 2,758 % | 6,666 % | 2,474 % | 2,718 % 6 | 2,736 % | 3,739 % | 2,726 % | 6,703 % | 2,451 % | 2,687 % 7 | 2,722 % | 3,746 % | 2,712 % | 6,721 % | 2,444 % | 2,672 % 8 | 2,713 % | 3,759 % | 2,703 % | 6,726 % | 2,449 % | 2,664 % 9 | 2,721 % | 3,773 % | 2,711 % | 6,727 % | 2,464 % | 2,671 % 10 | 2,725 % | 3,784 % | 2,716 % | 6,718 % | 2,490 % | 2,676 % 11 | 2,739 % | 3,792 % | 2,729 % | 6,710 % | 2,527 % | 2,689 % 12 | 2,747 % | 3,797 % | 2,737 % | 6,705 % | 2,569 % | 2,697 % 13 | 2,756 % | 3,799 % | 2,746 % | 6,702 % | 2,610 % | 2,706 % 14 | 2,762 % | 3,798 % | 2,752 % | 6,702 % | 2,650 % | 2,712 % 15 | 2,758 % | 3,796 % | 2,748 % | 6,706 % | 2,688 % | 2,708 % 16 | 2,744 % | 3,792 % | 2,734 % | 6,699 % | 2,722 % | 2,693 % 17 | 2,722 % | 3,786 % | 2,712 % | 6,679 % | 2,754 % | 2,672 % 18 | 2,699 % | 3,779 % | 2,689 % | 6,651 % | 2,783 % | 2,649 % 19 | 2,678 % | 3,771 % | 2,668 % | 6,615 % | 2,809 % | 2,628 % 20 | 2,661 % | 3,763 % | 2,651 % | 6,574 % | 2,833 % | 2,611 % 21 | 2,651 % | 3,755 % | 2,641 % | 6,530 % | 2,855 % | 2,602 % 22 | 2,646 % | 3,746 % | 2,636 % | 6,484 % | 2,874 % | 2,597 % 23 | 2,645 % | 3,737 % | 2,635 % | 6,436 % | 2,893 % | 2,597 % 24 | 2,647 % | 3,728 % | 2,637 % | 6,387 % | 2,910 % | 2,601 % 25 | 2,651 % | 3,719 % | 2,642 % | 6,338 % | 2,925 % | 2,606 % 26 | 2,658 % | 3,710 % | 2,649 % | 6,289 % | 2,939 % | 2,614 % 27 | 2,666 % | 3,701 % | 2,657 % | 6,241 % | 2,953 % | 2,623 % 28 | 2,675 % | 3,693 % | 2,666 % | 6,194 % | 2,965 % | 2,633 % 29 | 2,685 % | 3,684 % | 2,676 % | 6,147 % | 2,977 % | 2,644 % 30 | 2,695 % | 3,676 % | 2,687 % | 6,102 % | 2,987 % | 2,655 % 31 | 2,706 % | 3,668 % | 2,698 % | 6,059 % | 2,997 % | 2,667 % 32 | 2,717 % | 3,660 % | 2,709 % | 6,016 % | 3,007 % | 2,679 % 33 | 2,728 % | 3,652 % | 2,720 % | 5,975 % | 3,016 % | 2,691 % 34 | 2,739 % | 3,645 % | 2,732 % | 5,935 % | 3,024 % | 2,703 % 35 | 2,750 % | 3,637 % | 2,743 % | 5,896 % | 3,032 % | 2,715 % 36 | 2,761 % | 3,630 % | 2,754 % | 5,859 % | 3,039 % | 2,727 % 37 | 2,772 % | 3,623 % | 2,765 % | 5,823 % | 3,046 % | 2,738 % 38 | 2,782 % | 3,617 % | 2,776 % | 5,789 % | 3,053 % | 2,750 % 39 | 2,793 % | 3,610 % | 2,786 % | 5,756 % | 3,059 % | 2,761 % 40 | 2,803 % | 3,604 % | 2,797 % | 5,724 % | 3,065 % | 2,772 % 41 | 2,813 % | 3,598 % | 2,807 % | 5,693 % | 3,071 % | 2,782 % 42 | 2,822 % | 3,592 % | 2,816 % | 5,663 % | 3,077 % | 2,793 % 43 | 2,832 % | 3,586 % | 2,826 % | 5,635 % | 3,082 % | 2,803 % 44 | 2,841 % | 3,580 % | 2,835 % | 5,607 % | 3,087 % | 2,813 % 45 | 2,850 % | 3,575 % | 2,844 % | 5,581 % | 3,091 % | 2,822 % 46 | 2,859 % | 3,570 % | 2,853 % | 5,555 % | 3,096 % | 2,831 % 47 | 2,867 % | 3,565 % | 2,862 % | 5,531 % | 3,100 % | 2,840 % 48 | 2,875 % | 3,560 % | 2,870 % | 5,507 % | 3,104 % | 2,849 % 49 | 2,883 % | 3,555 % | 2,878 % | 5,484 % | 3,108 % | 2,858 % 50 | 2,891 % | 3,551 % | 2,886 % | 5,462 % | 3,112 % | 2,866 % 51 | 2,898 % | 3,546 % | 2,893 % | 5,441 % | 3,116 % | 2,874 % 52 | 2,905 % | 3,542 % | 2,901 % | 5,420 % | 3,120 % | 2,881 % 53 | 2,912 % | 3,538 % | 2,908 % | 5,401 % | 3,123 % | 2,889 % 54 | 2,919 % | 3,533 % | 2,914 % | 5,381 % | 3,126 % | 2,896 % 55 | 2,926 % | 3,529 % | 2,921 % | 5,363 % | 3,129 % | 2,903 % 56 | 2,932 % | 3,526 % | 2,928 % | 5,345 % | 3,132 % | 2,910 % 57 | 2,938 % | 3,522 % | 2,934 % | 5,328 % | 3,135 % | 2,916 % 58 | 2,944 % | 3,518 % | 2,940 % | 5,311 % | 3,138 % | 2,923 % 59 | 2,950 % | 3,515 % | 2,946 % | 5,295 % | 3,141 % | 2,929 % 60 | 2,956 % | 3,511 % | 2,951 % | 5,279 % | 3,144 % | 2,935 % 61 | 2,961 % | 3,508 % | 2,957 % | 5,264 % | 3,146 % | 2,941 % 62 | 2,966 % | 3,505 % | 2,962 % | 5,250 % | 3,149 % | 2,946 % 63 | 2,972 % | 3,502 % | 2,968 % | 5,235 % | 3,151 % | 2,952 % 64 | 2,977 % | 3,499 % | 2,973 % | 5,222 % | 3,153 % | 2,957 % 65 | 2,982 % | 3,496 % | 2,978 % | 5,208 % | 3,156 % | 2,962 % 66 | 2,986 % | 3,493 % | 2,982 % | 5,195 % | 3,158 % | 2,967 % 67 | 2,991 % | 3,490 % | 2,987 % | 5,183 % | 3,160 % | 2,972 % 68 | 2,995 % | 3,487 % | 2,992 % | 5,170 % | 3,162 % | 2,977 % 69 | 3,000 % | 3,485 % | 2,996 % | 5,159 % | 3,164 % | 2,982 % 70 | 3,004 % | 3,482 % | 3,000 % | 5,147 % | 3,166 % | 2,986 % 71 | 3,008 % | 3,480 % | 3,004 % | 5,136 % | 3,168 % | 2,990 % 72 | 3,012 % | 3,477 % | 3,009 % | 5,125 % | 3,170 % | 2,995 % 73 | 3,016 % | 3,475 % | 3,012 % | 5,114 % | 3,171 % | 2,999 % 74 | 3,020 % | 3,473 % | 3,016 % | 5,104 % | 3,173 % | 3,003 % 75 | 3,023 % | 3,470 % | 3,020 % | 5,094 % | 3,175 % | 3,007 % 76 | 3,027 % | 3,468 % | 3,024 % | 5,084 % | 3,176 % | 3,011 % 77 | 3,031 % | 3,466 % | 3,027 % | 5,074 % | 3,178 % | 3,014 % 78 | 3,034 % | 3,464 % | 3,031 % | 5,065 % | 3,180 % | 3,018 % 79 | 3,037 % | 3,462 % | 3,034 % | 5,056 % | 3,181 % | 3,021 % 80 | 3,041 % | 3,460 % | 3,037 % | 5,047 % | 3,183 % | 3,025 % 81 | 3,044 % | 3,458 % | 3,041 % | 5,039 % | 3,184 % | 3,028 % 82 | 3,047 % | 3,456 % | 3,044 % | 5,030 % | 3,186 % | 3,032 % 83 | 3,050 % | 3,454 % | 3,047 % | 5,022 % | 3,187 % | 3,035 % 84 | 3,053 % | 3,452 % | 3,050 % | 5,014 % | 3,188 % | 3,038 % 85 | 3,056 % | 3,450 % | 3,053 % | 5,006 % | 3,190 % | 3,041 % 86 | 3,059 % | 3,449 % | 3,056 % | 4,998 % | 3,191 % | 3,044 % 87 | 3,061 % | 3,447 % | 3,059 % | 4,991 % | 3,192 % | 3,047 % 88 | 3,064 % | 3,445 % | 3,061 % | 4,984 % | 3,193 % | 3,050 % 89 | 3,067 % | 3,444 % | 3,064 % | 4,977 % | 3,195 % | 3,053 % 90 | 3,069 % | 3,442 % | 3,067 % | 4,970 % | 3,196 % | 3,055 % 91 | 3,072 % | 3,441 % | 3,069 % | 4,963 % | 3,197 % | 3,058 % 92 | 3,074 % | 3,439 % | 3,072 % | 4,956 % | 3,198 % | 3,061 % 93 | 3,077 % | 3,438 % | 3,074 % | 4,950 % | 3,199 % | 3,063 % 94 | 3,079 % | 3,436 % | 3,076 % | 4,943 % | 3,200 % | 3,066 % 95 | 3,081 % | 3,435 % | 3,079 % | 4,937 % | 3,201 % | 3,068 % 96 | 3,084 % | 3,433 % | 3,081 % | 4,931 % | 3,202 % | 3,071 % 97 | 3,086 % | 3,432 % | 3,083 % | 4,925 % | 3,203 % | 3,073 % 98 | 3,088 % | 3,431 % | 3,086 % | 4,919 % | 3,204 % | 3,075 % 99 | 3,090 % | 3,429 % | 3,088 % | 4,913 % | 3,205 % | 3,078 % 100 | 3,092 % | 3,428 % | 3,090 % | 4,907 % | 3,206 % | 3,080 % 101 | 3,094 % | 3,427 % | 3,092 % | 4,902 % | 3,207 % | 3,082 % 102 | 3,096 % | 3,425 % | 3,094 % | 4,897 % | 3,208 % | 3,084 % 103 | 3,098 % | 3,424 % | 3,096 % | 4,891 % | 3,209 % | 3,086 % 104 | 3,100 % | 3,423 % | 3,098 % | 4,886 % | 3,210 % | 3,088 % 105 | 3,102 % | 3,422 % | 3,100 % | 4,881 % | 3,211 % | 3,090 % 106 | 3,104 % | 3,421 % | 3,102 % | 4,876 % | 3,211 % | 3,092 % 107 | 3,106 % | 3,420 % | 3,104 % | 4,871 % | 3,212 % | 3,094 % 108 | 3,108 % | 3,419 % | 3,105 % | 4,866 % | 3,213 % | 3,096 % 109 | 3,109 % | 3,417 % | 3,107 % | 4,861 % | 3,214 % | 3,098 % 110 | 3,111 % | 3,416 % | 3,109 % | 4,857 % | 3,215 % | 3,100 % 111 | 3,113 % | 3,415 % | 3,111 % | 4,852 % | 3,215 % | 3,102 % 112 | 3,115 % | 3,414 % | 3,112 % | 4,848 % | 3,216 % | 3,103 % 113 | 3,116 % | 3,413 % | 3,114 % | 4,843 % | 3,217 % | 3,105 % 114 | 3,118 % | 3,412 % | 3,116 % | 4,839 % | 3,218 % | 3,107 % 115 | 3,119 % | 3,411 % | 3,117 % | 4,835 % | 3,218 % | 3,108 % 116 | 3,121 % | 3,410 % | 3,119 % | 4,830 % | 3,219 % | 3,110 % 117 | 3,122 % | 3,409 % | 3,120 % | 4,826 % | 3,220 % | 3,112 % 118 | 3,124 % | 3,408 % | 3,122 % | 4,822 % | 3,220 % | 3,113 % 119 | 3,125 % | 3,408 % | 3,123 % | 4,818 % | 3,221 % | 3,115 % 120 | 3,127 % | 3,407 % | 3,125 % | 4,814 % | 3,222 % | 3,116 % 121 | 3,128 % | 3,406 % | 3,126 % | 4,811 % | 3,222 % | 3,118 % 122 | 3,130 % | 3,405 % | 3,128 % | 4,807 % | 3,223 % | 3,119 % 123 | 3,131 % | 3,404 % | 3,129 % | 4,803 % | 3,224 % | 3,121 % 124 | 3,132 % | 3,403 % | 3,130 % | 4,799 % | 3,224 % | 3,122 % 125 | 3,134 % | 3,402 % | 3,132 % | 4,796 % | 3,225 % | 3,124 % 126 | 3,135 % | 3,402 % | 3,133 % | 4,792 % | 3,225 % | 3,125 % 127 | 3,136 % | 3,401 % | 3,134 % | 4,789 % | 3,226 % | 3,127 % 128 | 3,138 % | 3,400 % | 3,136 % | 4,785 % | 3,227 % | 3,128 % 129 | 3,139 % | 3,399 % | 3,137 % | 4,782 % | 3,227 % | 3,129 % 130 | 3,140 % | 3,398 % | 3,138 % | 4,779 % | 3,228 % | 3,131 % 131 | 3,141 % | 3,398 % | 3,140 % | 4,775 % | 3,228 % | 3,132 % 132 | 3,143 % | 3,397 % | 3,141 % | 4,772 % | 3,229 % | 3,133 % 133 | 3,144 % | 3,396 % | 3,142 % | 4,769 % | 3,229 % | 3,134 % 134 | 3,145 % | 3,396 % | 3,143 % | 4,766 % | 3,230 % | 3,136 % 135 | 3,146 % | 3,395 % | 3,144 % | 4,763 % | 3,230 % | 3,137 % 136 | 3,147 % | 3,394 % | 3,145 % | 4,760 % | 3,231 % | 3,138 % 137 | 3,148 % | 3,393 % | 3,147 % | 4,757 % | 3,231 % | 3,139 % 138 | 3,149 % | 3,393 % | 3,148 % | 4,754 % | 3,232 % | 3,140 % 139 | 3,151 % | 3,392 % | 3,149 % | 4,751 % | 3,232 % | 3,142 % 140 | 3,152 % | 3,391 % | 3,150 % | 4,748 % | 3,233 % | 3,143 % 141 | 3,153 % | 3,391 % | 3,151 % | 4,745 % | 3,233 % | 3,144 % 142 | 3,154 % | 3,390 % | 3,152 % | 4,742 % | 3,234 % | 3,145 % 143 | 3,155 % | 3,390 % | 3,153 % | 4,740 % | 3,234 % | 3,146 % 144 | 3,156 % | 3,389 % | 3,154 % | 4,737 % | 3,235 % | 3,147 % 145 | 3,157 % | 3,388 % | 3,155 % | 4,734 % | 3,235 % | 3,148 % 146 | 3,158 % | 3,388 % | 3,156 % | 4,732 % | 3,236 % | 3,149 % 147 | 3,159 % | 3,387 % | 3,157 % | 4,729 % | 3,236 % | 3,150 % 148 | 3,160 % | 3,386 % | 3,158 % | 4,726 % | 3,237 % | 3,151 % 149 | 3,161 % | 3,386 % | 3,159 % | 4,724 % | 3,237 % | 3,152 % 150 | 3,162 % | 3,385 % | 3,160 % | 4,721 % | 3,237 % | 3,153 % Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc ---|---|---|---|---|---|--- 1 | 4,893 % | 5,972 % | 4,786 % | 8,983 % | 4,465 % | 1,000 % 2 | 4,512 % | 6,025 % | 5,010 % | 8,454 % | 4,335 % | 0,892 % 3 | 4,254 % | 6,126 % | 5,185 % | 8,023 % | 4,140 % | 0,857 % 4 | 4,074 % | 6,251 % | 5,318 % | 7,663 % | 3,964 % | 0,855 % 5 | 3,961 % | 6,370 % | 5,406 % | 7,338 % | 3,837 % | 0,865 % 6 | 3,888 % | 6,492 % | 5,474 % | 7,040 % | 3,763 % | 0,880 % 7 | 3,849 % | 6,610 % | 5,525 % | 6,762 % | 3,722 % | 0,899 % 8 | 3,831 % | 6,726 % | 5,566 % | 6,494 % | 3,697 % | 0,922 % 9 | 3,836 % | 6,844 % | 5,604 % | 6,236 % | 3,681 % | 0,948 % 10 | 3,861 % | 6,955 % | 5,630 % | 6,016 % | 3,669 % | 0,978 % 11 | 3,883 % | 7,019 % | 5,633 % | 5,831 % | 3,658 % | 1,012 % 12 | 3,901 % | 7,041 % | 5,619 % | 5,672 % | 3,648 % | 1,047 % 13 | 3,920 % | 7,032 % | 5,591 % | 5,535 % | 3,638 % | 1,083 % 14 | 3,939 % | 7,000 % | 5,555 % | 5,413 % | 3,629 % | 1,119 % 15 | 3,955 % | 6,952 % | 5,512 % | 5,305 % | 3,619 % | 1,154 % 16 | 3,968 % | 6,890 % | 5,465 % | 5,208 % | 3,611 % | 1,189 % 17 | 3,978 % | 6,820 % | 5,415 % | 5,121 % | 3,603 % | 1,223 % 18 | 3,985 % | 6,744 % | 5,364 % | 5,041 % | 3,595 % | 1,256 % 19 | 3,990 % | 6,664 % | 5,311 % | 4,968 % | 3,587 % | 1,287 % 20 | 3,992 % | 6,581 % | 5,259 % | 4,901 % | 3,580 % | 1,317 % 21 | 3,992 % | 6,498 % | 5,207 % | 4,839 % | 3,573 % | 1,347 % 22 | 3,990 % | 6,414 % | 5,155 % | 4,781 % | 3,566 % | 1,375 % 23 | 3,987 % | 6,331 % | 5,105 % | 4,728 % | 3,559 % | 1,402 % 24 | 3,981 % | 6,249 % | 5,056 % | 4,678 % | 3,553 % | 1,427 % 25 | 3,975 % | 6,168 % | 5,008 % | 4,632 % | 3,547 % | 1,452 % 26 | 3,967 % | 6,090 % | 4,961 % | 4,588 % | 3,541 % | 1,476 % 27 | 3,957 % | 6,014 % | 4,917 % | 4,547 % | 3,536 % | 1,498 % 28 | 3,946 % | 5,940 % | 4,873 % | 4,508 % | 3,530 % | 1,520 % 29 | 3,932 % | 5,868 % | 4,831 % | 4,472 % | 3,525 % | 1,541 % 30 | 3,917 % | 5,799 % | 4,791 % | 4,437 % | 3,520 % | 1,561 % 31 | 3,899 % | 5,733 % | 4,752 % | 4,405 % | 3,515 % | 1,580 % 32 | 3,880 % | 5,669 % | 4,714 % | 4,374 % | 3,510 % | 1,598 % 33 | 3,859 % | 5,607 % | 4,679 % | 4,344 % | 3,506 % | 1,616 % 34 | 3,838 % | 5,548 % | 4,644 % | 4,317 % | 3,502 % | 1,632 % 35 | 3,816 % | 5,491 % | 4,611 % | 4,290 % | 3,497 % | 1,649 % 36 | 3,794 % | 5,437 % | 4,579 % | 4,265 % | 3,493 % | 1,664 % 37 | 3,772 % | 5,384 % | 4,548 % | 4,241 % | 3,489 % | 1,679 % 38 | 3,751 % | 5,334 % | 4,519 % | 4,218 % | 3,485 % | 1,693 % 39 | 3,730 % | 5,285 % | 4,490 % | 4,196 % | 3,482 % | 1,707 % 40 | 3,709 % | 5,239 % | 4,463 % | 4,175 % | 3,478 % | 1,720 % 41 | 3,689 % | 5,195 % | 4,437 % | 4,155 % | 3,475 % | 1,733 % 42 | 3,670 % | 5,152 % | 4,412 % | 4,136 % | 3,471 % | 1,745 % 43 | 3,652 % | 5,111 % | 4,387 % | 4,117 % | 3,468 % | 1,757 % 44 | 3,634 % | 5,071 % | 4,364 % | 4,100 % | 3,465 % | 1,768 % 45 | 3,618 % | 5,033 % | 4,342 % | 4,083 % | 3,462 % | 1,779 % 46 | 3,602 % | 4,997 % | 4,320 % | 4,066 % | 3,459 % | 1,789 % 47 | 3,588 % | 4,962 % | 4,299 % | 4,051 % | 3,456 % | 1,799 % 48 | 3,574 % | 4,928 % | 4,279 % | 4,036 % | 3,453 % | 1,809 % 49 | 3,562 % | 4,895 % | 4,260 % | 4,021 % | 3,451 % | 1,819 % 50 | 3,550 % | 4,864 % | 4,241 % | 4,007 % | 3,448 % | 1,828 % 51 | 3,539 % | 4,834 % | 4,224 % | 3,994 % | 3,446 % | 1,836 % 52 | 3,529 % | 4,805 % | 4,206 % | 3,981 % | 3,443 % | 1,845 % 53 | 3,520 % | 4,777 % | 4,189 % | 3,968 % | 3,441 % | 1,853 % 54 | 3,512 % | 4,749 % | 4,173 % | 3,956 % | 3,438 % | 1,861 % 55 | 3,504 % | 4,723 % | 4,158 % | 3,945 % | 3,436 % | 1,869 % 56 | 3,497 % | 4,698 % | 4,143 % | 3,933 % | 3,434 % | 1,876 % 57 | 3,491 % | 4,674 % | 4,128 % | 3,922 % | 3,432 % | 1,883 % 58 | 3,485 % | 4,650 % | 4,114 % | 3,912 % | 3,430 % | 1,890 % 59 | 3,479 % | 4,627 % | 4,100 % | 3,902 % | 3,428 % | 1,897 % 60 | 3,474 % | 4,605 % | 4,087 % | 3,892 % | 3,426 % | 1,903 % 61 | 3,469 % | 4,584 % | 4,074 % | 3,882 % | 3,424 % | 1,910 % 62 | 3,464 % | 4,563 % | 4,062 % | 3,873 % | 3,422 % | 1,916 % 63 | 3,460 % | 4,543 % | 4,050 % | 3,864 % | 3,420 % | 1,922 % 64 | 3,456 % | 4,524 % | 4,038 % | 3,855 % | 3,419 % | 1,928 % 65 | 3,452 % | 4,505 % | 4,027 % | 3,847 % | 3,417 % | 1,933 % 66 | 3,449 % | 4,487 % | 4,016 % | 3,839 % | 3,415 % | 1,939 % 67 | 3,445 % | 4,469 % | 4,005 % | 3,831 % | 3,414 % | 1,944 % 68 | 3,442 % | 4,452 % | 3,995 % | 3,823 % | 3,412 % | 1,949 % 69 | 3,439 % | 4,435 % | 3,985 % | 3,815 % | 3,410 % | 1,954 % 70 | 3,436 % | 4,419 % | 3,975 % | 3,808 % | 3,409 % | 1,959 % 71 | 3,434 % | 4,403 % | 3,966 % | 3,801 % | 3,407 % | 1,964 % 72 | 3,431 % | 4,387 % | 3,957 % | 3,794 % | 3,406 % | 1,968 % 73 | 3,429 % | 4,372 % | 3,948 % | 3,787 % | 3,405 % | 1,973 % 74 | 3,426 % | 4,358 % | 3,939 % | 3,781 % | 3,403 % | 1,977 % 75 | 3,424 % | 4,344 % | 3,930 % | 3,774 % | 3,402 % | 1,982 % 76 | 3,422 % | 4,330 % | 3,922 % | 3,768 % | 3,401 % | 1,986 % 77 | 3,420 % | 4,317 % | 3,914 % | 3,762 % | 3,399 % | 1,990 % 78 | 3,418 % | 4,303 % | 3,906 % | 3,756 % | 3,398 % | 1,994 % 79 | 3,416 % | 4,291 % | 3,898 % | 3,750 % | 3,397 % | 1,997 % 80 | 3,415 % | 4,278 % | 3,891 % | 3,745 % | 3,396 % | 2,001 % 81 | 3,413 % | 4,266 % | 3,884 % | 3,739 % | 3,395 % | 2,005 % 82 | 3,411 % | 4,254 % | 3,876 % | 3,734 % | 3,394 % | 2,008 % 83 | 3,410 % | 4,243 % | 3,869 % | 3,729 % | 3,392 % | 2,012 % 84 | 3,408 % | 4,232 % | 3,863 % | 3,724 % | 3,391 % | 2,015 % 85 | 3,407 % | 4,221 % | 3,856 % | 3,719 % | 3,390 % | 2,019 % 86 | 3,405 % | 4,210 % | 3,850 % | 3,714 % | 3,389 % | 2,022 % 87 | 3,404 % | 4,199 % | 3,843 % | 3,709 % | 3,388 % | 2,025 % 88 | 3,403 % | 4,189 % | 3,837 % | 3,704 % | 3,387 % | 2,028 % 89 | 3,401 % | 4,179 % | 3,831 % | 3,700 % | 3,386 % | 2,031 % 90 | 3,400 % | 4,169 % | 3,825 % | 3,695 % | 3,385 % | 2,034 % 91 | 3,399 % | 4,160 % | 3,819 % | 3,691 % | 3,384 % | 2,037 % 92 | 3,398 % | 4,150 % | 3,814 % | 3,687 % | 3,384 % | 2,040 % 93 | 3,396 % | 4,141 % | 3,808 % | 3,683 % | 3,383 % | 2,043 % 94 | 3,395 % | 4,132 % | 3,803 % | 3,679 % | 3,382 % | 2,046 % 95 | 3,394 % | 4,123 % | 3,797 % | 3,675 % | 3,381 % | 2,048 % 96 | 3,393 % | 4,115 % | 3,792 % | 3,671 % | 3,380 % | 2,051 % 97 | 3,392 % | 4,106 % | 3,787 % | 3,667 % | 3,379 % | 2,053 % 98 | 3,391 % | 4,098 % | 3,782 % | 3,663 % | 3,378 % | 2,056 % 99 | 3,390 % | 4,090 % | 3,777 % | 3,659 % | 3,378 % | 2,058 % 100 | 3,389 % | 4,082 % | 3,772 % | 3,656 % | 3,377 % | 2,061 % 101 | 3,388 % | 4,074 % | 3,768 % | 3,652 % | 3,376 % | 2,063 % 102 | 3,387 % | 4,067 % | 3,763 % | 3,649 % | 3,375 % | 2,065 % 103 | 3,387 % | 4,059 % | 3,759 % | 3,645 % | 3,375 % | 2,068 % 104 | 3,386 % | 4,052 % | 3,754 % | 3,642 % | 3,374 % | 2,070 % 105 | 3,385 % | 4,045 % | 3,750 % | 3,639 % | 3,373 % | 2,072 % 106 | 3,384 % | 4,038 % | 3,746 % | 3,636 % | 3,373 % | 2,074 % 107 | 3,383 % | 4,031 % | 3,742 % | 3,633 % | 3,372 % | 2,076 % 108 | 3,382 % | 4,024 % | 3,737 % | 3,629 % | 3,371 % | 2,078 % 109 | 3,382 % | 4,017 % | 3,733 % | 3,626 % | 3,371 % | 2,080 % 110 | 3,381 % | 4,011 % | 3,729 % | 3,623 % | 3,370 % | 2,082 % 111 | 3,380 % | 4,004 % | 3,726 % | 3,621 % | 3,369 % | 2,084 % 112 | 3,379 % | 3,998 % | 3,722 % | 3,618 % | 3,369 % | 2,086 % 113 | 3,379 % | 3,992 % | 3,718 % | 3,615 % | 3,368 % | 2,088 % 114 | 3,378 % | 3,986 % | 3,714 % | 3,612 % | 3,368 % | 2,090 % 115 | 3,377 % | 3,980 % | 3,711 % | 3,609 % | 3,367 % | 2,092 % 116 | 3,377 % | 3,974 % | 3,707 % | 3,607 % | 3,366 % | 2,094 % 117 | 3,376 % | 3,968 % | 3,704 % | 3,604 % | 3,366 % | 2,095 % 118 | 3,375 % | 3,962 % | 3,700 % | 3,601 % | 3,365 % | 2,097 % 119 | 3,375 % | 3,957 % | 3,697 % | 3,599 % | 3,365 % | 2,099 % 120 | 3,374 % | 3,951 % | 3,694 % | 3,596 % | 3,364 % | 2,101 % 121 | 3,373 % | 3,946 % | 3,690 % | 3,594 % | 3,364 % | 2,102 % 122 | 3,373 % | 3,941 % | 3,687 % | 3,592 % | 3,363 % | 2,104 % 123 | 3,372 % | 3,935 % | 3,684 % | 3,589 % | 3,363 % | 2,105 % 124 | 3,372 % | 3,930 % | 3,681 % | 3,587 % | 3,362 % | 2,107 % 125 | 3,371 % | 3,925 % | 3,678 % | 3,585 % | 3,362 % | 2,109 % 126 | 3,371 % | 3,920 % | 3,675 % | 3,582 % | 3,361 % | 2,110 % 127 | 3,370 % | 3,915 % | 3,672 % | 3,580 % | 3,361 % | 2,112 % 128 | 3,369 % | 3,910 % | 3,669 % | 3,578 % | 3,360 % | 2,113 % 129 | 3,369 % | 3,906 % | 3,666 % | 3,576 % | 3,360 % | 2,114 % 130 | 3,368 % | 3,901 % | 3,663 % | 3,574 % | 3,359 % | 2,116 % 131 | 3,368 % | 3,896 % | 3,660 % | 3,572 % | 3,359 % | 2,117 % 132 | 3,367 % | 3,892 % | 3,658 % | 3,569 % | 3,358 % | 2,119 % 133 | 3,367 % | 3,887 % | 3,655 % | 3,567 % | 3,358 % | 2,120 % 134 | 3,366 % | 3,883 % | 3,652 % | 3,565 % | 3,357 % | 2,121 % 135 | 3,366 % | 3,879 % | 3,650 % | 3,563 % | 3,357 % | 2,123 % 136 | 3,365 % | 3,874 % | 3,647 % | 3,562 % | 3,357 % | 2,124 % 137 | 3,365 % | 3,870 % | 3,645 % | 3,560 % | 3,356 % | 2,125 % 138 | 3,364 % | 3,866 % | 3,642 % | 3,558 % | 3,356 % | 2,127 % 139 | 3,364 % | 3,862 % | 3,640 % | 3,556 % | 3,355 % | 2,128 % 140 | 3,363 % | 3,858 % | 3,637 % | 3,554 % | 3,355 % | 2,129 % 141 | 3,363 % | 3,854 % | 3,635 % | 3,552 % | 3,355 % | 2,130 % 142 | 3,363 % | 3,850 % | 3,633 % | 3,550 % | 3,354 % | 2,131 % 143 | 3,362 % | 3,846 % | 3,630 % | 3,549 % | 3,354 % | 2,133 % 144 | 3,362 % | 3,842 % | 3,628 % | 3,547 % | 3,354 % | 2,134 % 145 | 3,361 % | 3,839 % | 3,626 % | 3,545 % | 3,353 % | 2,135 % 146 | 3,361 % | 3,835 % | 3,623 % | 3,544 % | 3,353 % | 2,136 % 147 | 3,360 % | 3,831 % | 3,621 % | 3,542 % | 3,352 % | 2,137 % 148 | 3,360 % | 3,828 % | 3,619 % | 3,540 % | 3,352 % | 2,138 % 149 | 3,360 % | 3,824 % | 3,617 % | 3,539 % | 3,352 % | 2,139 % 150 | 3,359 % | 3,821 % | 3,615 % | 3,537 % | 3,351 % | 2,140 % Term to maturity (in years) | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso | Hong Kong dollar ---|---|---|---|---|---|--- 1 | 4,646 % | 2,406 % | 4,440 % | 4,441 % | 7,516 % | 4,306 % 2 | 4,488 % | 2,311 % | 3,966 % | 4,859 % | 8,690 % | 3,912 % 3 | 4,369 % | 2,310 % | 3,717 % | 5,215 % | 9,395 % | 3,686 % 4 | 4,337 % | 2,362 % | 3,537 % | 5,499 % | 9,825 % | 3,544 % 5 | 4,323 % | 2,442 % | 3,438 % | 5,724 % | 10,093 % | 3,454 % 6 | 4,365 % | 2,530 % | 3,394 % | 5,893 % | 10,283 % | 3,405 % 7 | 4,401 % | 2,616 % | 3,386 % | 6,007 % | 10,427 % | 3,381 % 8 | 4,443 % | 2,696 % | 3,402 % | 6,067 % | 10,561 % | 3,372 % 9 | 4,483 % | 2,766 % | 3,426 % | 6,090 % | 10,661 % | 3,372 % 10 | 4,521 % | 2,826 % | 3,449 % | 6,091 % | 10,749 % | 3,377 % 11 | 4,559 % | 2,876 % | 3,463 % | 6,078 % | 10,785 % | 3,386 % 12 | 4,593 % | 2,916 % | 3,471 % | 6,055 % | 10,769 % | 3,397 % 13 | 4,620 % | 2,951 % | 3,474 % | 6,026 % | 10,714 % | 3,408 % 14 | 4,641 % | 2,980 % | 3,474 % | 5,993 % | 10,631 % | 3,417 % 15 | 4,655 % | 3,005 % | 3,471 % | 5,957 % | 10,526 % | 3,426 % 16 | 4,662 % | 3,027 % | 3,466 % | 5,919 % | 10,406 % | 3,432 % 17 | 4,663 % | 3,046 % | 3,460 % | 5,880 % | 10,274 % | 3,437 % 18 | 4,658 % | 3,063 % | 3,453 % | 5,841 % | 10,134 % | 3,440 % 19 | 4,647 % | 3,078 % | 3,445 % | 5,802 % | 9,989 % | 3,442 % 20 | 4,630 % | 3,091 % | 3,437 % | 5,763 % | 9,842 % | 3,444 % 21 | 4,608 % | 3,103 % | 3,429 % | 5,725 % | 9,694 % | 3,445 % 22 | 4,582 % | 3,114 % | 3,421 % | 5,688 % | 9,547 % | 3,445 % 23 | 4,552 % | 3,124 % | 3,414 % | 5,651 % | 9,401 % | 3,445 % 24 | 4,520 % | 3,133 % | 3,406 % | 5,616 % | 9,258 % | 3,444 % 25 | 4,486 % | 3,141 % | 3,398 % | 5,582 % | 9,118 % | 3,443 % 26 | 4,451 % | 3,148 % | 3,391 % | 5,549 % | 8,983 % | 3,442 % 27 | 4,415 % | 3,155 % | 3,385 % | 5,517 % | 8,851 % | 3,441 % 28 | 4,380 % | 3,161 % | 3,379 % | 5,486 % | 8,724 % | 3,440 % 29 | 4,346 % | 3,167 % | 3,373 % | 5,456 % | 8,601 % | 3,438 % 30 | 4,314 % | 3,172 % | 3,367 % | 5,427 % | 8,483 % | 3,436 % 31 | 4,283 % | 3,177 % | 3,363 % | 5,400 % | 8,369 % | 3,434 % 32 | 4,254 % | 3,182 % | 3,358 % | 5,373 % | 8,260 % | 3,433 % 33 | 4,227 % | 3,186 % | 3,354 % | 5,347 % | 8,155 % | 3,431 % 34 | 4,202 % | 3,190 % | 3,351 % | 5,323 % | 8,054 % | 3,429 % 35 | 4,177 % | 3,194 % | 3,347 % | 5,299 % | 7,958 % | 3,427 % 36 | 4,155 % | 3,197 % | 3,344 % | 5,276 % | 7,866 % | 3,425 % 37 | 4,133 % | 3,201 % | 3,341 % | 5,255 % | 7,777 % | 3,423 % 38 | 4,112 % | 3,204 % | 3,339 % | 5,234 % | 7,692 % | 3,421 % 39 | 4,092 % | 3,207 % | 3,336 % | 5,213 % | 7,611 % | 3,419 % 40 | 4,074 % | 3,209 % | 3,334 % | 5,194 % | 7,533 % | 3,417 % 41 | 4,056 % | 3,212 % | 3,332 % | 5,175 % | 7,458 % | 3,415 % 42 | 4,039 % | 3,215 % | 3,330 % | 5,157 % | 7,387 % | 3,414 % 43 | 4,022 % | 3,217 % | 3,329 % | 5,140 % | 7,318 % | 3,412 % 44 | 4,007 % | 3,219 % | 3,327 % | 5,123 % | 7,252 % | 3,410 % 45 | 3,992 % | 3,221 % | 3,325 % | 5,107 % | 7,189 % | 3,408 % 46 | 3,977 % | 3,223 % | 3,324 % | 5,092 % | 7,128 % | 3,406 % 47 | 3,964 % | 3,225 % | 3,323 % | 5,077 % | 7,070 % | 3,405 % 48 | 3,950 % | 3,227 % | 3,322 % | 5,062 % | 7,014 % | 3,403 % 49 | 3,938 % | 3,228 % | 3,321 % | 5,048 % | 6,960 % | 3,401 % 50 | 3,925 % | 3,230 % | 3,320 % | 5,035 % | 6,908 % | 3,400 % 51 | 3,914 % | 3,232 % | 3,319 % | 5,022 % | 6,858 % | 3,398 % 52 | 3,902 % | 3,233 % | 3,318 % | 5,010 % | 6,810 % | 3,397 % 53 | 3,891 % | 3,235 % | 3,317 % | 4,998 % | 6,764 % | 3,395 % 54 | 3,881 % | 3,236 % | 3,316 % | 4,986 % | 6,719 % | 3,394 % 55 | 3,870 % | 3,237 % | 3,315 % | 4,975 % | 6,676 % | 3,392 % 56 | 3,861 % | 3,239 % | 3,315 % | 4,964 % | 6,634 % | 3,391 % 57 | 3,851 % | 3,240 % | 3,314 % | 4,953 % | 6,594 % | 3,390 % 58 | 3,842 % | 3,241 % | 3,314 % | 4,943 % | 6,555 % | 3,388 % 59 | 3,833 % | 3,242 % | 3,313 % | 4,933 % | 6,518 % | 3,387 % 60 | 3,824 % | 3,243 % | 3,312 % | 4,924 % | 6,481 % | 3,386 % 61 | 3,816 % | 3,244 % | 3,312 % | 4,914 % | 6,446 % | 3,384 % 62 | 3,808 % | 3,245 % | 3,312 % | 4,905 % | 6,412 % | 3,383 % 63 | 3,800 % | 3,246 % | 3,311 % | 4,897 % | 6,379 % | 3,382 % 64 | 3,792 % | 3,247 % | 3,311 % | 4,888 % | 6,348 % | 3,381 % 65 | 3,785 % | 3,248 % | 3,310 % | 4,880 % | 6,317 % | 3,380 % 66 | 3,778 % | 3,249 % | 3,310 % | 4,872 % | 6,287 % | 3,379 % 67 | 3,771 % | 3,250 % | 3,310 % | 4,864 % | 6,257 % | 3,378 % 68 | 3,764 % | 3,250 % | 3,309 % | 4,857 % | 6,229 % | 3,377 % 69 | 3,757 % | 3,251 % | 3,309 % | 4,850 % | 6,202 % | 3,375 % 70 | 3,751 % | 3,252 % | 3,309 % | 4,842 % | 6,175 % | 3,374 % 71 | 3,745 % | 3,253 % | 3,308 % | 4,836 % | 6,149 % | 3,374 % 72 | 3,739 % | 3,253 % | 3,308 % | 4,829 % | 6,124 % | 3,373 % 73 | 3,733 % | 3,254 % | 3,308 % | 4,822 % | 6,100 % | 3,372 % 74 | 3,727 % | 3,255 % | 3,308 % | 4,816 % | 6,076 % | 3,371 % 75 | 3,722 % | 3,255 % | 3,308 % | 4,810 % | 6,053 % | 3,370 % 76 | 3,716 % | 3,256 % | 3,307 % | 4,804 % | 6,030 % | 3,369 % 77 | 3,711 % | 3,257 % | 3,307 % | 4,798 % | 6,008 % | 3,368 % 78 | 3,706 % | 3,257 % | 3,307 % | 4,792 % | 5,987 % | 3,367 % 79 | 3,701 % | 3,258 % | 3,307 % | 4,787 % | 5,966 % | 3,366 % 80 | 3,696 % | 3,258 % | 3,307 % | 4,781 % | 5,945 % | 3,366 % 81 | 3,691 % | 3,259 % | 3,306 % | 4,776 % | 5,926 % | 3,365 % 82 | 3,686 % | 3,259 % | 3,306 % | 4,771 % | 5,906 % | 3,364 % 83 | 3,681 % | 3,260 % | 3,306 % | 4,765 % | 5,887 % | 3,363 % 84 | 3,677 % | 3,260 % | 3,306 % | 4,761 % | 5,869 % | 3,363 % 85 | 3,673 % | 3,261 % | 3,306 % | 4,756 % | 5,851 % | 3,362 % 86 | 3,668 % | 3,261 % | 3,306 % | 4,751 % | 5,833 % | 3,361 % 87 | 3,664 % | 3,262 % | 3,306 % | 4,746 % | 5,816 % | 3,361 % 88 | 3,660 % | 3,262 % | 3,306 % | 4,742 % | 5,799 % | 3,360 % 89 | 3,656 % | 3,263 % | 3,305 % | 4,737 % | 5,783 % | 3,359 % 90 | 3,652 % | 3,263 % | 3,305 % | 4,733 % | 5,767 % | 3,359 % 91 | 3,648 % | 3,263 % | 3,305 % | 4,729 % | 5,751 % | 3,358 % 92 | 3,644 % | 3,264 % | 3,305 % | 4,725 % | 5,736 % | 3,357 % 93 | 3,641 % | 3,264 % | 3,305 % | 4,721 % | 5,721 % | 3,357 % 94 | 3,637 % | 3,265 % | 3,305 % | 4,717 % | 5,706 % | 3,356 % 95 | 3,634 % | 3,265 % | 3,305 % | 4,713 % | 5,692 % | 3,356 % 96 | 3,630 % | 3,265 % | 3,305 % | 4,709 % | 5,678 % | 3,355 % 97 | 3,627 % | 3,266 % | 3,305 % | 4,705 % | 5,664 % | 3,354 % 98 | 3,624 % | 3,266 % | 3,305 % | 4,702 % | 5,651 % | 3,354 % 99 | 3,620 % | 3,267 % | 3,305 % | 4,698 % | 5,637 % | 3,353 % 100 | 3,617 % | 3,267 % | 3,305 % | 4,695 % | 5,624 % | 3,353 % 101 | 3,614 % | 3,267 % | 3,304 % | 4,691 % | 5,612 % | 3,352 % 102 | 3,611 % | 3,268 % | 3,304 % | 4,688 % | 5,599 % | 3,352 % 103 | 3,608 % | 3,268 % | 3,304 % | 4,685 % | 5,587 % | 3,351 % 104 | 3,605 % | 3,268 % | 3,304 % | 4,682 % | 5,575 % | 3,351 % 105 | 3,602 % | 3,268 % | 3,304 % | 4,678 % | 5,563 % | 3,350 % 106 | 3,599 % | 3,269 % | 3,304 % | 4,675 % | 5,552 % | 3,350 % 107 | 3,596 % | 3,269 % | 3,304 % | 4,672 % | 5,541 % | 3,349 % 108 | 3,594 % | 3,269 % | 3,304 % | 4,669 % | 5,530 % | 3,349 % 109 | 3,591 % | 3,270 % | 3,304 % | 4,666 % | 5,519 % | 3,348 % 110 | 3,588 % | 3,270 % | 3,304 % | 4,663 % | 5,508 % | 3,348 % 111 | 3,586 % | 3,270 % | 3,304 % | 4,661 % | 5,497 % | 3,348 % 112 | 3,583 % | 3,270 % | 3,304 % | 4,658 % | 5,487 % | 3,347 % 113 | 3,581 % | 3,271 % | 3,304 % | 4,655 % | 5,477 % | 3,347 % 114 | 3,578 % | 3,271 % | 3,304 % | 4,652 % | 5,467 % | 3,346 % 115 | 3,576 % | 3,271 % | 3,304 % | 4,650 % | 5,457 % | 3,346 % 116 | 3,573 % | 3,272 % | 3,304 % | 4,647 % | 5,448 % | 3,346 % 117 | 3,571 % | 3,272 % | 3,304 % | 4,645 % | 5,438 % | 3,345 % 118 | 3,569 % | 3,272 % | 3,304 % | 4,642 % | 5,429 % | 3,345 % 119 | 3,567 % | 3,272 % | 3,304 % | 4,640 % | 5,420 % | 3,344 % 120 | 3,564 % | 3,272 % | 3,304 % | 4,637 % | 5,411 % | 3,344 % 121 | 3,562 % | 3,273 % | 3,304 % | 4,635 % | 5,402 % | 3,344 % 122 | 3,560 % | 3,273 % | 3,304 % | 4,633 % | 5,393 % | 3,343 % 123 | 3,558 % | 3,273 % | 3,303 % | 4,630 % | 5,385 % | 3,343 % 124 | 3,556 % | 3,273 % | 3,303 % | 4,628 % | 5,377 % | 3,343 % 125 | 3,554 % | 3,274 % | 3,303 % | 4,626 % | 5,368 % | 3,342 % 126 | 3,552 % | 3,274 % | 3,303 % | 4,624 % | 5,360 % | 3,342 % 127 | 3,550 % | 3,274 % | 3,303 % | 4,621 % | 5,352 % | 3,342 % 128 | 3,548 % | 3,274 % | 3,303 % | 4,619 % | 5,344 % | 3,341 % 129 | 3,546 % | 3,274 % | 3,303 % | 4,617 % | 5,337 % | 3,341 % 130 | 3,544 % | 3,275 % | 3,303 % | 4,615 % | 5,329 % | 3,341 % 131 | 3,542 % | 3,275 % | 3,303 % | 4,613 % | 5,321 % | 3,340 % 132 | 3,540 % | 3,275 % | 3,303 % | 4,611 % | 5,314 % | 3,340 % 133 | 3,539 % | 3,275 % | 3,303 % | 4,609 % | 5,307 % | 3,340 % 134 | 3,537 % | 3,275 % | 3,303 % | 4,607 % | 5,300 % | 3,339 % 135 | 3,535 % | 3,276 % | 3,303 % | 4,605 % | 5,293 % | 3,339 % 136 | 3,533 % | 3,276 % | 3,303 % | 4,603 % | 5,286 % | 3,339 % 137 | 3,532 % | 3,276 % | 3,303 % | 4,602 % | 5,279 % | 3,339 % 138 | 3,530 % | 3,276 % | 3,303 % | 4,600 % | 5,272 % | 3,338 % 139 | 3,528 % | 3,276 % | 3,303 % | 4,598 % | 5,265 % | 3,338 % 140 | 3,527 % | 3,276 % | 3,303 % | 4,596 % | 5,259 % | 3,338 % 141 | 3,525 % | 3,277 % | 3,303 % | 4,594 % | 5,252 % | 3,337 % 142 | 3,523 % | 3,277 % | 3,303 % | 4,593 % | 5,246 % | 3,337 % 143 | 3,522 % | 3,277 % | 3,303 % | 4,591 % | 5,240 % | 3,337 % 144 | 3,520 % | 3,277 % | 3,303 % | 4,589 % | 5,233 % | 3,337 % 145 | 3,519 % | 3,277 % | 3,303 % | 4,588 % | 5,227 % | 3,336 % 146 | 3,517 % | 3,277 % | 3,303 % | 4,586 % | 5,221 % | 3,336 % 147 | 3,516 % | 3,278 % | 3,303 % | 4,584 % | 5,215 % | 3,336 % 148 | 3,514 % | 3,278 % | 3,303 % | 4,583 % | 5,209 % | 3,336 % 149 | 3,513 % | 3,278 % | 3,303 % | 4,581 % | 5,204 % | 3,335 % 150 | 3,512 % | 3,278 % | 3,303 % | 4,580 % | 5,198 % | 3,335 % Term to maturity (in years) | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand | Real ---|---|---|---|---|---|--- 1 | 6,815 % | 10,964 % | 1,127 % | 5,368 % | 7,902 % | 10,790 % 2 | 6,552 % | 10,373 % | 1,230 % | 4,906 % | 7,694 % | 11,295 % 3 | 6,477 % | 9,915 % | 1,315 % | 4,605 % | 7,698 % | 11,604 % 4 | 6,436 % | 9,650 % | 1,387 % | 4,445 % | 7,902 % | 11,787 % 5 | 6,424 % | 9,465 % | 1,442 % | 4,375 % | 8,124 % | 11,881 % 6 | 6,410 % | 9,399 % | 1,486 % | 4,354 % | 8,420 % | 11,931 % 7 | 6,389 % | 9,387 % | 1,520 % | 4,358 % | 8,728 % | 11,970 % 8 | 6,365 % | 9,375 % | 1,545 % | 4,379 % | 9,067 % | 11,979 % 9 | 6,339 % | 9,347 % | 1,565 % | 4,409 % | 9,344 % | 11,975 % 10 | 6,313 % | 9,297 % | 1,579 % | 4,446 % | 9,570 % | 11,962 % 11 | 6,286 % | 9,223 % | 1,601 % | 4,488 % | 9,775 % | 11,911 % 12 | 6,260 % | 9,131 % | 1,633 % | 4,532 % | 9,956 % | 11,824 % 13 | 6,233 % | 9,025 % | 1,670 % | 4,574 % | 10,110 % | 11,712 % 14 | 6,208 % | 8,912 % | 1,710 % | 4,613 % | 10,231 % | 11,581 % 15 | 6,183 % | 8,793 % | 1,753 % | 4,648 % | 10,311 % | 11,437 % 16 | 6,159 % | 8,671 % | 1,795 % | 4,678 % | 10,349 % | 11,283 % 17 | 6,136 % | 8,548 % | 1,838 % | 4,702 % | 10,350 % | 11,124 % 18 | 6,113 % | 8,426 % | 1,881 % | 4,719 % | 10,322 % | 10,962 % 19 | 6,091 % | 8,305 % | 1,922 % | 4,730 % | 10,272 % | 10,798 % 20 | 6,070 % | 8,186 % | 1,963 % | 4,733 % | 10,205 % | 10,636 % 21 | 6,050 % | 8,070 % | 2,002 % | 4,728 % | 10,124 % | 10,475 % 22 | 6,031 % | 7,957 % | 2,040 % | 4,718 % | 10,034 % | 10,316 % 23 | 6,012 % | 7,848 % | 2,076 % | 4,702 % | 9,937 % | 10,162 % 24 | 5,994 % | 7,742 % | 2,111 % | 4,683 % | 9,836 % | 10,011 % 25 | 5,977 % | 7,640 % | 2,145 % | 4,662 % | 9,732 % | 9,865 % 26 | 5,960 % | 7,542 % | 2,178 % | 4,638 % | 9,626 % | 9,724 % 27 | 5,944 % | 7,448 % | 2,209 % | 4,613 % | 9,520 % | 9,588 % 28 | 5,929 % | 7,357 % | 2,239 % | 4,587 % | 9,415 % | 9,457 % 29 | 5,914 % | 7,271 % | 2,267 % | 4,560 % | 9,312 % | 9,331 % 30 | 5,900 % | 7,187 % | 2,295 % | 4,534 % | 9,210 % | 9,211 % 31 | 5,886 % | 7,108 % | 2,321 % | 4,507 % | 9,111 % | 9,095 % 32 | 5,873 % | 7,031 % | 2,346 % | 4,481 % | 9,015 % | 8,984 % 33 | 5,861 % | 6,958 % | 2,370 % | 4,454 % | 8,921 % | 8,877 % 34 | 5,849 % | 6,888 % | 2,394 % | 4,429 % | 8,831 % | 8,775 % 35 | 5,837 % | 6,821 % | 2,416 % | 4,403 % | 8,744 % | 8,678 % 36 | 5,826 % | 6,757 % | 2,437 % | 4,379 % | 8,660 % | 8,584 % 37 | 5,815 % | 6,696 % | 2,458 % | 4,355 % | 8,578 % | 8,495 % 38 | 5,805 % | 6,637 % | 2,477 % | 4,332 % | 8,500 % | 8,409 % 39 | 5,795 % | 6,581 % | 2,496 % | 4,309 % | 8,425 % | 8,328 % 40 | 5,785 % | 6,527 % | 2,514 % | 4,287 % | 8,353 % | 8,249 % 41 | 5,776 % | 6,475 % | 2,532 % | 4,266 % | 8,284 % | 8,174 % 42 | 5,767 % | 6,425 % | 2,548 % | 4,245 % | 8,217 % | 8,102 % 43 | 5,758 % | 6,378 % | 2,564 % | 4,225 % | 8,153 % | 8,033 % 44 | 5,750 % | 6,332 % | 2,580 % | 4,206 % | 8,091 % | 7,966 % 45 | 5,742 % | 6,288 % | 2,595 % | 4,187 % | 8,032 % | 7,903 % 46 | 5,734 % | 6,246 % | 2,609 % | 4,169 % | 7,975 % | 7,842 % 47 | 5,727 % | 6,205 % | 2,623 % | 4,152 % | 7,920 % | 7,783 % 48 | 5,719 % | 6,166 % | 2,636 % | 4,135 % | 7,867 % | 7,727 % 49 | 5,712 % | 6,129 % | 2,649 % | 4,119 % | 7,817 % | 7,673 % 50 | 5,706 % | 6,093 % | 2,662 % | 4,103 % | 7,768 % | 7,620 % 51 | 5,699 % | 6,058 % | 2,674 % | 4,088 % | 7,721 % | 7,570 % 52 | 5,693 % | 6,025 % | 2,685 % | 4,074 % | 7,675 % | 7,522 % 53 | 5,687 % | 5,992 % | 2,696 % | 4,059 % | 7,632 % | 7,475 % 54 | 5,681 % | 5,961 % | 2,707 % | 4,046 % | 7,590 % | 7,430 % 55 | 5,675 % | 5,931 % | 2,718 % | 4,033 % | 7,549 % | 7,387 % 56 | 5,670 % | 5,902 % | 2,728 % | 4,020 % | 7,510 % | 7,345 % 57 | 5,664 % | 5,874 % | 2,737 % | 4,007 % | 7,472 % | 7,305 % 58 | 5,659 % | 5,847 % | 2,747 % | 3,995 % | 7,435 % | 7,266 % 59 | 5,654 % | 5,821 % | 2,756 % | 3,984 % | 7,399 % | 7,228 % 60 | 5,649 % | 5,796 % | 2,765 % | 3,973 % | 7,365 % | 7,192 % 61 | 5,644 % | 5,771 % | 2,773 % | 3,962 % | 7,332 % | 7,156 % 62 | 5,640 % | 5,747 % | 2,782 % | 3,951 % | 7,300 % | 7,122 % 63 | 5,635 % | 5,724 % | 2,790 % | 3,941 % | 7,269 % | 7,089 % 64 | 5,631 % | 5,702 % | 2,798 % | 3,931 % | 7,239 % | 7,057 % 65 | 5,627 % | 5,680 % | 2,805 % | 3,921 % | 7,209 % | 7,026 % 66 | 5,623 % | 5,659 % | 2,813 % | 3,912 % | 7,181 % | 6,996 % 67 | 5,619 % | 5,639 % | 2,820 % | 3,903 % | 7,154 % | 6,966 % 68 | 5,615 % | 5,619 % | 2,827 % | 3,894 % | 7,127 % | 6,938 % 69 | 5,611 % | 5,600 % | 2,834 % | 3,885 % | 7,101 % | 6,911 % 70 | 5,607 % | 5,581 % | 2,840 % | 3,877 % | 7,076 % | 6,884 % 71 | 5,604 % | 5,563 % | 2,847 % | 3,869 % | 7,051 % | 6,858 % 72 | 5,600 % | 5,546 % | 2,853 % | 3,861 % | 7,028 % | 6,832 % 73 | 5,597 % | 5,529 % | 2,859 % | 3,853 % | 7,004 % | 6,808 % 74 | 5,594 % | 5,512 % | 2,865 % | 3,846 % | 6,982 % | 6,784 % 75 | 5,590 % | 5,496 % | 2,871 % | 3,839 % | 6,960 % | 6,761 % 76 | 5,587 % | 5,480 % | 2,876 % | 3,832 % | 6,939 % | 6,738 % 77 | 5,584 % | 5,464 % | 2,882 % | 3,825 % | 6,918 % | 6,716 % 78 | 5,581 % | 5,449 % | 2,887 % | 3,818 % | 6,898 % | 6,694 % 79 | 5,578 % | 5,435 % | 2,892 % | 3,811 % | 6,878 % | 6,673 % 80 | 5,576 % | 5,421 % | 2,897 % | 3,805 % | 6,859 % | 6,653 % 81 | 5,573 % | 5,407 % | 2,902 % | 3,799 % | 6,840 % | 6,633 % 82 | 5,570 % | 5,393 % | 2,907 % | 3,793 % | 6,822 % | 6,614 % 83 | 5,567 % | 5,380 % | 2,912 % | 3,787 % | 6,804 % | 6,595 % 84 | 5,565 % | 5,367 % | 2,916 % | 3,781 % | 6,786 % | 6,576 % 85 | 5,562 % | 5,354 % | 2,921 % | 3,775 % | 6,769 % | 6,558 % 86 | 5,560 % | 5,342 % | 2,925 % | 3,770 % | 6,753 % | 6,540 % 87 | 5,558 % | 5,330 % | 2,929 % | 3,764 % | 6,737 % | 6,523 % 88 | 5,555 % | 5,318 % | 2,934 % | 3,759 % | 6,721 % | 6,506 % 89 | 5,553 % | 5,307 % | 2,938 % | 3,754 % | 6,705 % | 6,490 % 90 | 5,551 % | 5,296 % | 2,942 % | 3,749 % | 6,690 % | 6,474 % 91 | 5,548 % | 5,285 % | 2,946 % | 3,744 % | 6,675 % | 6,458 % 92 | 5,546 % | 5,274 % | 2,950 % | 3,739 % | 6,661 % | 6,443 % 93 | 5,544 % | 5,263 % | 2,953 % | 3,734 % | 6,647 % | 6,428 % 94 | 5,542 % | 5,253 % | 2,957 % | 3,730 % | 6,633 % | 6,413 % 95 | 5,540 % | 5,243 % | 2,961 % | 3,725 % | 6,619 % | 6,398 % 96 | 5,538 % | 5,233 % | 2,964 % | 3,721 % | 6,606 % | 6,384 % 97 | 5,536 % | 5,223 % | 2,968 % | 3,716 % | 6,593 % | 6,370 % 98 | 5,534 % | 5,214 % | 2,971 % | 3,712 % | 6,580 % | 6,357 % 99 | 5,532 % | 5,205 % | 2,974 % | 3,708 % | 6,567 % | 6,344 % 100 | 5,531 % | 5,196 % | 2,978 % | 3,704 % | 6,555 % | 6,330 % 101 | 5,529 % | 5,187 % | 2,981 % | 3,700 % | 6,543 % | 6,318 % 102 | 5,527 % | 5,178 % | 2,984 % | 3,696 % | 6,531 % | 6,305 % 103 | 5,525 % | 5,169 % | 2,987 % | 3,692 % | 6,520 % | 6,293 % 104 | 5,524 % | 5,161 % | 2,990 % | 3,688 % | 6,509 % | 6,281 % 105 | 5,522 % | 5,153 % | 2,993 % | 3,685 % | 6,498 % | 6,269 % 106 | 5,520 % | 5,145 % | 2,996 % | 3,681 % | 6,487 % | 6,258 % 107 | 5,519 % | 5,137 % | 2,999 % | 3,677 % | 6,476 % | 6,246 % 108 | 5,517 % | 5,129 % | 3,001 % | 3,674 % | 6,466 % | 6,235 % 109 | 5,516 % | 5,121 % | 3,004 % | 3,670 % | 6,455 % | 6,224 % 110 | 5,514 % | 5,114 % | 3,007 % | 3,667 % | 6,445 % | 6,213 % 111 | 5,513 % | 5,107 % | 3,009 % | 3,664 % | 6,435 % | 6,203 % 112 | 5,511 % | 5,099 % | 3,012 % | 3,660 % | 6,425 % | 6,193 % 113 | 5,510 % | 5,092 % | 3,015 % | 3,657 % | 6,416 % | 6,182 % 114 | 5,508 % | 5,085 % | 3,017 % | 3,654 % | 6,406 % | 6,172 % 115 | 5,507 % | 5,078 % | 3,020 % | 3,651 % | 6,397 % | 6,163 % 116 | 5,506 % | 5,072 % | 3,022 % | 3,648 % | 6,388 % | 6,153 % 117 | 5,504 % | 5,065 % | 3,024 % | 3,645 % | 6,379 % | 6,143 % 118 | 5,503 % | 5,058 % | 3,027 % | 3,642 % | 6,371 % | 6,134 % 119 | 5,502 % | 5,052 % | 3,029 % | 3,639 % | 6,362 % | 6,125 % 120 | 5,500 % | 5,046 % | 3,031 % | 3,636 % | 6,353 % | 6,116 % 121 | 5,499 % | 5,040 % | 3,033 % | 3,634 % | 6,345 % | 6,107 % 122 | 5,498 % | 5,034 % | 3,036 % | 3,631 % | 6,337 % | 6,098 % 123 | 5,497 % | 5,028 % | 3,038 % | 3,628 % | 6,329 % | 6,090 % 124 | 5,496 % | 5,022 % | 3,040 % | 3,626 % | 6,321 % | 6,081 % 125 | 5,494 % | 5,016 % | 3,042 % | 3,623 % | 6,313 % | 6,073 % 126 | 5,493 % | 5,010 % | 3,044 % | 3,620 % | 6,305 % | 6,065 % 127 | 5,492 % | 5,005 % | 3,046 % | 3,618 % | 6,298 % | 6,057 % 128 | 5,491 % | 4,999 % | 3,048 % | 3,615 % | 6,290 % | 6,049 % 129 | 5,490 % | 4,994 % | 3,050 % | 3,613 % | 6,283 % | 6,041 % 130 | 5,489 % | 4,988 % | 3,052 % | 3,610 % | 6,276 % | 6,034 % 131 | 5,488 % | 4,983 % | 3,054 % | 3,608 % | 6,269 % | 6,026 % 132 | 5,487 % | 4,978 % | 3,056 % | 3,606 % | 6,262 % | 6,019 % 133 | 5,486 % | 4,973 % | 3,057 % | 3,603 % | 6,255 % | 6,011 % 134 | 5,485 % | 4,968 % | 3,059 % | 3,601 % | 6,248 % | 6,004 % 135 | 5,484 % | 4,963 % | 3,061 % | 3,599 % | 6,241 % | 5,997 % 136 | 5,483 % | 4,958 % | 3,063 % | 3,597 % | 6,235 % | 5,990 % 137 | 5,482 % | 4,953 % | 3,064 % | 3,595 % | 6,228 % | 5,983 % 138 | 5,481 % | 4,948 % | 3,066 % | 3,592 % | 6,222 % | 5,976 % 139 | 5,480 % | 4,944 % | 3,068 % | 3,590 % | 6,216 % | 5,970 % 140 | 5,479 % | 4,939 % | 3,070 % | 3,588 % | 6,209 % | 5,963 % 141 | 5,478 % | 4,934 % | 3,071 % | 3,586 % | 6,203 % | 5,957 % 142 | 5,477 % | 4,930 % | 3,073 % | 3,584 % | 6,197 % | 5,950 % 143 | 5,476 % | 4,925 % | 3,074 % | 3,582 % | 6,191 % | 5,944 % 144 | 5,475 % | 4,921 % | 3,076 % | 3,580 % | 6,186 % | 5,938 % 145 | 5,475 % | 4,917 % | 3,077 % | 3,578 % | 6,180 % | 5,931 % 146 | 5,474 % | 4,913 % | 3,079 % | 3,576 % | 6,174 % | 5,925 % 147 | 5,473 % | 4,908 % | 3,081 % | 3,575 % | 6,168 % | 5,919 % 148 | 5,472 % | 4,904 % | 3,082 % | 3,573 % | 6,163 % | 5,914 % 149 | 5,471 % | 4,900 % | 3,083 % | 3,571 % | 6,157 % | 5,908 % 150 | 5,470 % | 4,896 % | 3,085 % | 3,569 % | 6,152 % | 5,902 % Term to maturity (in years) | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won | Turkish lira ---|---|---|---|---|---|--- 1 | 1,660 % | 2,969 % | 18,289 % | 3,422 % | 3,133 % | 45,648 % 2 | 1,650 % | 3,094 % | 17,373 % | 3,181 % | 2,977 % | 37,720 % 3 | 1,681 % | 3,204 % | 16,644 % | 3,065 % | 2,905 % | 33,054 % 4 | 1,743 % | 3,299 % | 16,060 % | 3,013 % | 2,876 % | 29,841 % 5 | 1,806 % | 3,374 % | 15,588 % | 2,987 % | 2,861 % | 27,566 % 6 | 1,857 % | 3,441 % | 15,214 % | 2,976 % | 2,853 % | 26,015 % 7 | 1,904 % | 3,496 % | 14,936 % | 2,972 % | 2,854 % | 24,965 % 8 | 1,952 % | 3,544 % | 14,708 % | 2,973 % | 2,863 % | 24,303 % 9 | 2,005 % | 3,589 % | 14,551 % | 2,977 % | 2,870 % | 23,900 % 10 | 2,063 % | 3,627 % | 14,440 % | 2,981 % | 2,869 % | 23,553 % 11 | 2,128 % | 3,665 % | 14,363 % | 2,987 % | 2,858 % | 23,210 % 12 | 2,195 % | 3,703 % | 14,316 % | 2,993 % | 2,841 % | 22,865 % 13 | 2,263 % | 3,741 % | 14,277 % | 2,999 % | 2,820 % | 22,515 % 14 | 2,331 % | 3,779 % | 14,250 % | 3,006 % | 2,798 % | 22,157 % 15 | 2,398 % | 3,817 % | 14,192 % | 3,012 % | 2,778 % | 21,790 % 16 | 2,462 % | 3,854 % | 14,096 % | 3,018 % | 2,759 % | 21,415 % 17 | 2,525 % | 3,889 % | 13,971 % | 3,025 % | 2,743 % | 21,033 % 18 | 2,585 % | 3,920 % | 13,822 % | 3,031 % | 2,730 % | 20,644 % 19 | 2,643 % | 3,947 % | 13,656 % | 3,037 % | 2,721 % | 20,251 % 20 | 2,698 % | 3,969 % | 13,476 % | 3,043 % | 2,715 % | 19,856 % 21 | 2,751 % | 3,986 % | 13,287 % | 3,049 % | 2,713 % | 19,460 % 22 | 2,801 % | 3,998 % | 13,092 % | 3,055 % | 2,714 % | 19,065 % 23 | 2,849 % | 4,006 % | 12,893 % | 3,060 % | 2,718 % | 18,675 % 24 | 2,895 % | 4,012 % | 12,693 % | 3,066 % | 2,723 % | 18,291 % 25 | 2,938 % | 4,014 % | 12,494 % | 3,071 % | 2,730 % | 17,914 % 26 | 2,980 % | 4,015 % | 12,297 % | 3,076 % | 2,738 % | 17,546 % 27 | 3,020 % | 4,014 % | 12,104 % | 3,081 % | 2,747 % | 17,188 % 28 | 3,058 % | 4,011 % | 11,916 % | 3,086 % | 2,756 % | 16,841 % 29 | 3,094 % | 4,008 % | 11,732 % | 3,091 % | 2,765 % | 16,506 % 30 | 3,128 % | 4,004 % | 11,554 % | 3,095 % | 2,775 % | 16,183 % 31 | 3,161 % | 3,999 % | 11,381 % | 3,100 % | 2,785 % | 15,872 % 32 | 3,193 % | 3,993 % | 11,215 % | 3,104 % | 2,795 % | 15,573 % 33 | 3,223 % | 3,988 % | 11,055 % | 3,108 % | 2,805 % | 15,287 % 34 | 3,252 % | 3,982 % | 10,901 % | 3,112 % | 2,815 % | 15,013 % 35 | 3,279 % | 3,975 % | 10,753 % | 3,116 % | 2,825 % | 14,750 % 36 | 3,306 % | 3,969 % | 10,611 % | 3,119 % | 2,834 % | 14,499 % 37 | 3,331 % | 3,963 % | 10,475 % | 3,123 % | 2,844 % | 14,259 % 38 | 3,355 % | 3,956 % | 10,345 % | 3,127 % | 2,853 % | 14,029 % 39 | 3,378 % | 3,950 % | 10,219 % | 3,130 % | 2,862 % | 13,809 % 40 | 3,400 % | 3,944 % | 10,099 % | 3,133 % | 2,871 % | 13,599 % 41 | 3,422 % | 3,937 % | 9,984 % | 3,136 % | 2,879 % | 13,399 % 42 | 3,442 % | 3,931 % | 9,874 % | 3,139 % | 2,888 % | 13,206 % 43 | 3,462 % | 3,925 % | 9,768 % | 3,142 % | 2,896 % | 13,023 % 44 | 3,481 % | 3,919 % | 9,667 % | 3,145 % | 2,904 % | 12,847 % 45 | 3,499 % | 3,913 % | 9,570 % | 3,148 % | 2,911 % | 12,678 % 46 | 3,516 % | 3,907 % | 9,476 % | 3,151 % | 2,919 % | 12,516 % 47 | 3,533 % | 3,902 % | 9,387 % | 3,154 % | 2,926 % | 12,361 % 48 | 3,549 % | 3,896 % | 9,301 % | 3,156 % | 2,933 % | 12,213 % 49 | 3,565 % | 3,891 % | 9,218 % | 3,159 % | 2,940 % | 12,070 % 50 | 3,580 % | 3,886 % | 9,138 % | 3,161 % | 2,946 % | 11,933 % 51 | 3,595 % | 3,881 % | 9,061 % | 3,163 % | 2,953 % | 11,801 % 52 | 3,609 % | 3,876 % | 8,988 % | 3,166 % | 2,959 % | 11,674 % 53 | 3,622 % | 3,871 % | 8,917 % | 3,168 % | 2,965 % | 11,552 % 54 | 3,635 % | 3,867 % | 8,848 % | 3,170 % | 2,971 % | 11,435 % 55 | 3,648 % | 3,862 % | 8,782 % | 3,172 % | 2,976 % | 11,321 % 56 | 3,660 % | 3,858 % | 8,718 % | 3,174 % | 2,982 % | 11,212 % 57 | 3,672 % | 3,853 % | 8,657 % | 3,176 % | 2,987 % | 11,107 % 58 | 3,683 % | 3,849 % | 8,598 % | 3,178 % | 2,992 % | 11,005 % 59 | 3,694 % | 3,845 % | 8,540 % | 3,180 % | 2,997 % | 10,907 % 60 | 3,705 % | 3,841 % | 8,485 % | 3,182 % | 3,002 % | 10,813 % 61 | 3,715 % | 3,838 % | 8,431 % | 3,184 % | 3,007 % | 10,721 % 62 | 3,726 % | 3,834 % | 8,379 % | 3,185 % | 3,012 % | 10,632 % 63 | 3,735 % | 3,830 % | 8,329 % | 3,187 % | 3,016 % | 10,547 % 64 | 3,745 % | 3,827 % | 8,280 % | 3,189 % | 3,020 % | 10,464 % 65 | 3,754 % | 3,823 % | 8,233 % | 3,190 % | 3,025 % | 10,383 % 66 | 3,763 % | 3,820 % | 8,187 % | 3,192 % | 3,029 % | 10,305 % 67 | 3,771 % | 3,817 % | 8,143 % | 3,193 % | 3,033 % | 10,230 % 68 | 3,780 % | 3,814 % | 8,100 % | 3,195 % | 3,036 % | 10,156 % 69 | 3,788 % | 3,811 % | 8,058 % | 3,196 % | 3,040 % | 10,085 % 70 | 3,796 % | 3,808 % | 8,017 % | 3,198 % | 3,044 % | 10,016 % 71 | 3,804 % | 3,805 % | 7,978 % | 3,199 % | 3,047 % | 9,949 % 72 | 3,811 % | 3,802 % | 7,940 % | 3,200 % | 3,051 % | 9,884 % 73 | 3,819 % | 3,799 % | 7,902 % | 3,202 % | 3,054 % | 9,820 % 74 | 3,826 % | 3,797 % | 7,866 % | 3,203 % | 3,058 % | 9,759 % 75 | 3,833 % | 3,794 % | 7,831 % | 3,204 % | 3,061 % | 9,699 % 76 | 3,839 % | 3,791 % | 7,796 % | 3,205 % | 3,064 % | 9,640 % 77 | 3,846 % | 3,789 % | 7,763 % | 3,206 % | 3,067 % | 9,583 % 78 | 3,852 % | 3,787 % | 7,730 % | 3,208 % | 3,070 % | 9,528 % 79 | 3,859 % | 3,784 % | 7,699 % | 3,209 % | 3,073 % | 9,474 % 80 | 3,865 % | 3,782 % | 7,668 % | 3,210 % | 3,076 % | 9,422 % 81 | 3,871 % | 3,780 % | 7,637 % | 3,211 % | 3,078 % | 9,370 % 82 | 3,877 % | 3,778 % | 7,608 % | 3,212 % | 3,081 % | 9,321 % 83 | 3,882 % | 3,775 % | 7,579 % | 3,213 % | 3,084 % | 9,272 % 84 | 3,888 % | 3,773 % | 7,551 % | 3,214 % | 3,086 % | 9,224 % 85 | 3,893 % | 3,771 % | 7,524 % | 3,215 % | 3,089 % | 9,178 % 86 | 3,898 % | 3,769 % | 7,497 % | 3,216 % | 3,091 % | 9,133 % 87 | 3,904 % | 3,767 % | 7,471 % | 3,217 % | 3,094 % | 9,088 % 88 | 3,909 % | 3,765 % | 7,446 % | 3,218 % | 3,096 % | 9,045 % 89 | 3,914 % | 3,764 % | 7,421 % | 3,219 % | 3,098 % | 9,003 % 90 | 3,918 % | 3,762 % | 7,396 % | 3,220 % | 3,100 % | 8,962 % 91 | 3,923 % | 3,760 % | 7,372 % | 3,220 % | 3,103 % | 8,921 % 92 | 3,928 % | 3,758 % | 7,349 % | 3,221 % | 3,105 % | 8,882 % 93 | 3,932 % | 3,757 % | 7,326 % | 3,222 % | 3,107 % | 8,843 % 94 | 3,937 % | 3,755 % | 7,304 % | 3,223 % | 3,109 % | 8,805 % 95 | 3,941 % | 3,753 % | 7,282 % | 3,224 % | 3,111 % | 8,769 % 96 | 3,945 % | 3,752 % | 7,261 % | 3,225 % | 3,113 % | 8,732 % 97 | 3,950 % | 3,750 % | 7,240 % | 3,225 % | 3,115 % | 8,697 % 98 | 3,954 % | 3,749 % | 7,219 % | 3,226 % | 3,117 % | 8,662 % 99 | 3,958 % | 3,747 % | 7,199 % | 3,227 % | 3,118 % | 8,628 % 100 | 3,962 % | 3,746 % | 7,180 % | 3,228 % | 3,120 % | 8,595 % 101 | 3,965 % | 3,744 % | 7,160 % | 3,228 % | 3,122 % | 8,562 % 102 | 3,969 % | 3,743 % | 7,142 % | 3,229 % | 3,124 % | 8,530 % 103 | 3,973 % | 3,741 % | 7,123 % | 3,230 % | 3,126 % | 8,499 % 104 | 3,976 % | 3,740 % | 7,105 % | 3,230 % | 3,127 % | 8,468 % 105 | 3,980 % | 3,739 % | 7,087 % | 3,231 % | 3,129 % | 8,438 % 106 | 3,983 % | 3,737 % | 7,070 % | 3,232 % | 3,130 % | 8,409 % 107 | 3,987 % | 3,736 % | 7,052 % | 3,232 % | 3,132 % | 8,380 % 108 | 3,990 % | 3,735 % | 7,036 % | 3,233 % | 3,134 % | 8,351 % 109 | 3,994 % | 3,734 % | 7,019 % | 3,233 % | 3,135 % | 8,323 % 110 | 3,997 % | 3,732 % | 7,003 % | 3,234 % | 3,137 % | 8,296 % 111 | 4,000 % | 3,731 % | 6,987 % | 3,235 % | 3,138 % | 8,269 % 112 | 4,003 % | 3,730 % | 6,971 % | 3,235 % | 3,140 % | 8,243 % 113 | 4,006 % | 3,729 % | 6,956 % | 3,236 % | 3,141 % | 8,217 % 114 | 4,009 % | 3,728 % | 6,941 % | 3,236 % | 3,142 % | 8,191 % 115 | 4,012 % | 3,727 % | 6,926 % | 3,237 % | 3,144 % | 8,166 % 116 | 4,015 % | 3,726 % | 6,911 % | 3,237 % | 3,145 % | 8,142 % 117 | 4,018 % | 3,724 % | 6,897 % | 3,238 % | 3,146 % | 8,117 % 118 | 4,021 % | 3,723 % | 6,883 % | 3,239 % | 3,148 % | 8,094 % 119 | 4,023 % | 3,722 % | 6,869 % | 3,239 % | 3,149 % | 8,070 % 120 | 4,026 % | 3,721 % | 6,856 % | 3,240 % | 3,150 % | 8,047 % 121 | 4,029 % | 3,720 % | 6,842 % | 3,240 % | 3,151 % | 8,025 % 122 | 4,031 % | 3,719 % | 6,829 % | 3,241 % | 3,153 % | 8,003 % 123 | 4,034 % | 3,718 % | 6,816 % | 3,241 % | 3,154 % | 7,981 % 124 | 4,037 % | 3,717 % | 6,803 % | 3,241 % | 3,155 % | 7,959 % 125 | 4,039 % | 3,717 % | 6,791 % | 3,242 % | 3,156 % | 7,938 % 126 | 4,042 % | 3,716 % | 6,779 % | 3,242 % | 3,157 % | 7,917 % 127 | 4,044 % | 3,715 % | 6,767 % | 3,243 % | 3,158 % | 7,897 % 128 | 4,046 % | 3,714 % | 6,755 % | 3,243 % | 3,160 % | 7,877 % 129 | 4,049 % | 3,713 % | 6,743 % | 3,244 % | 3,161 % | 7,857 % 130 | 4,051 % | 3,712 % | 6,731 % | 3,244 % | 3,162 % | 7,837 % 131 | 4,053 % | 3,711 % | 6,720 % | 3,245 % | 3,163 % | 7,818 % 132 | 4,056 % | 3,710 % | 6,709 % | 3,245 % | 3,164 % | 7,799 % 133 | 4,058 % | 3,710 % | 6,698 % | 3,245 % | 3,165 % | 7,781 % 134 | 4,060 % | 3,709 % | 6,687 % | 3,246 % | 3,166 % | 7,762 % 135 | 4,062 % | 3,708 % | 6,676 % | 3,246 % | 3,167 % | 7,744 % 136 | 4,064 % | 3,707 % | 6,665 % | 3,247 % | 3,168 % | 7,726 % 137 | 4,066 % | 3,706 % | 6,655 % | 3,247 % | 3,169 % | 7,709 % 138 | 4,068 % | 3,706 % | 6,645 % | 3,247 % | 3,170 % | 7,692 % 139 | 4,070 % | 3,705 % | 6,635 % | 3,248 % | 3,171 % | 7,675 % 140 | 4,072 % | 3,704 % | 6,625 % | 3,248 % | 3,172 % | 7,658 % 141 | 4,074 % | 3,703 % | 6,615 % | 3,249 % | 3,172 % | 7,641 % 142 | 4,076 % | 3,703 % | 6,605 % | 3,249 % | 3,173 % | 7,625 % 143 | 4,078 % | 3,702 % | 6,596 % | 3,249 %

| 3,174 % | 7,609 % 144 | 4,080 % | 3,701 % | 6,586 % | 3,250 % | 3,175 % | 7,593 % 145 | 4,082 % | 3,700 % | 6,577 % | 3,250 % | 3,176 % | 7,577 % 146 | 4,084 % | 3,700 % | 6,568 % | 3,250 % | 3,177 % | 7,562 % 147 | 4,086 % | 3,699 % | 6,559 % | 3,251 % | 3,178 % | 7,547 % 148 | 4,087 % | 3,698 % | 6,550 % | 3,251 % | 3,179 % | 7,532 % 149 | 4,089 % | 3,698 % | 6,541 % | 3,251 % | 3,179 % | 7,517 % 150 | 4,091 % | 3,697 % | 6,533 % | 3,252 % | 3,180 % | 7,502 % Term to maturity (in years) | US dollar | Yen ---|---|--- 1 | 5,046 % | 0,274 % 2 | 4,583 % | 0,419 % 3 | 4,316 % | 0,523 % 4 | 4,155 % | 0,601 % 5 | 4,060 % | 0,674 % 6 | 4,007 % | 0,747 % 7 | 3,974 % | 0,828 % 8 | 3,955 % | 0,906 % 9 | 3,946 % | 0,981 % 10 | 3,941 % | 1,057 % 11 | 3,941 % | 1,125 % 12 | 3,944 % | 1,188 % 13 | 3,947 % | 1,249 % 14 | 3,950 % | 1,310 % 15 | 3,951 % | 1,370 % 16 | 3,950 % | 1,429 % 17 | 3,945 % | 1,486 % 18 | 3,937 % | 1,537 % 19 | 3,925 % | 1,582 % 20 | 3,908 % | 1,620 % 21 | 3,887 % | 1,650 % 22 | 3,862 % | 1,674 % 23 | 3,835 % | 1,694 % 24 | 3,806 % | 1,712 % 25 | 3,776 % | 1,729 % 26 | 3,745 % | 1,745 % 27 | 3,715 % | 1,761 % 28 | 3,685 % | 1,778 % 29 | 3,658 % | 1,796 % 30 | 3,633 % | 1,817 % 31 | 3,611 % | 1,839 % 32 | 3,590 % | 1,862 % 33 | 3,573 % | 1,887 % 34 | 3,556 % | 1,913 % 35 | 3,542 % | 1,938 % 36 | 3,529 % | 1,964 % 37 | 3,517 % | 1,990 % 38 | 3,506 % | 2,016 % 39 | 3,496 % | 2,041 % 40 | 3,488 % | 2,066 % 41 | 3,479 % | 2,091 % 42 | 3,472 % | 2,115 % 43 | 3,465 % | 2,139 % 44 | 3,459 % | 2,162 % 45 | 3,453 % | 2,184 % 46 | 3,448 % | 2,206 % 47 | 3,443 % | 2,227 % 48 | 3,438 % | 2,248 % 49 | 3,434 % | 2,268 % 50 | 3,430 % | 2,288 % 51 | 3,426 % | 2,307 % 52 | 3,423 % | 2,325 % 53 | 3,420 % | 2,343 % 54 | 3,417 % | 2,361 % 55 | 3,414 % | 2,378 % 56 | 3,411 % | 2,394 % 57 | 3,408 % | 2,410 % 58 | 3,406 % | 2,425 % 59 | 3,404 % | 2,440 % 60 | 3,402 % | 2,455 % 61 | 3,400 % | 2,469 % 62 | 3,398 % | 2,483 % 63 | 3,396 % | 2,496 % 64 | 3,394 % | 2,509 % 65 | 3,392 % | 2,522 % 66 | 3,391 % | 2,534 % 67 | 3,389 % | 2,546 % 68 | 3,387 % | 2,557 % 69 | 3,386 % | 2,569 % 70 | 3,385 % | 2,580 % 71 | 3,383 % | 2,590 % 72 | 3,382 % | 2,601 % 73 | 3,381 % | 2,611 % 74 | 3,380 % | 2,621 % 75 | 3,378 % | 2,630 % 76 | 3,377 % | 2,640 % 77 | 3,376 % | 2,649 % 78 | 3,375 % | 2,658 % 79 | 3,374 % | 2,666 % 80 | 3,373 % | 2,675 % 81 | 3,372 % | 2,683 % 82 | 3,371 % | 2,691 % 83 | 3,370 % | 2,699 % 84 | 3,370 % | 2,707 % 85 | 3,369 % | 2,714 % 86 | 3,368 % | 2,722 % 87 | 3,367 % | 2,729 % 88 | 3,366 % | 2,736 % 89 | 3,366 % | 2,743 % 90 | 3,365 % | 2,749 % 91 | 3,364 % | 2,756 % 92 | 3,363 % | 2,762 % 93 | 3,363 % | 2,769 % 94 | 3,362 % | 2,775 % 95 | 3,361 % | 2,781 % 96 | 3,361 % | 2,787 % 97 | 3,360 % | 2,792 % 98 | 3,359 % | 2,798 % 99 | 3,359 % | 2,804 % 100 | 3,358 % | 2,809 % 101 | 3,358 % | 2,815 % 102 | 3,357 % | 2,820 % 103 | 3,356 % | 2,825 % 104 | 3,356 % | 2,830 % 105 | 3,355 % | 2,835 % 106 | 3,355 % | 2,840 % 107 | 3,354 % | 2,844 % 108 | 3,354 % | 2,849 % 109 | 3,353 % | 2,854 % 110 | 3,353 % | 2,858 % 111 | 3,352 % | 2,863 % 112 | 3,352 % | 2,867 % 113 | 3,351 % | 2,871 % 114 | 3,351 % | 2,875 % 115 | 3,351 % | 2,880 % 116 | 3,350 % | 2,884 % 117 | 3,350 % | 2,888 % 118 | 3,349 % | 2,891 % 119 | 3,349 % | 2,895 % 120 | 3,348 % | 2,899 % 121 | 3,348 % | 2,903 % 122 | 3,348 % | 2,906 % 123 | 3,347 % | 2,910 % 124 | 3,347 % | 2,914 % 125 | 3,346 % | 2,917 % 126 | 3,346 % | 2,921 % 127 | 3,346 % | 2,924 % 128 | 3,345 % | 2,927 % 129 | 3,345 % | 2,930 % 130 | 3,345 % | 2,934 % 131 | 3,344 % | 2,937 % 132 | 3,344 % | 2,940 % 133 | 3,344 % | 2,943 % 134 | 3,343 % | 2,946 % 135 | 3,343 % | 2,949 % 136 | 3,343 % | 2,952 % 137 | 3,342 % | 2,955 % 138 | 3,342 % | 2,958 % 139 | 3,342 % | 2,961 % 140 | 3,341 % | 2,963 % 141 | 3,341 % | 2,966 % 142 | 3,341 % | 2,969 % 143 | 3,341 % | 2,971 % 144 | 3,340 % | 2,974 % 145 | 3,340 % | 2,977 % 146 | 3,340 % | 2,979 % 147 | 3,340 % | 2,982 % 148 | 3,339 % | 2,984 % 149 | 3,339 % | 2,987 % 150 | 3,339 % | 2,989 % * * * ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1\. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czechia | Cyprus | Denmark ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 26 | 5 | 0 | 20 | 0 2 | 0 | 0 | 33 | 5 | 0 | 34 | 0 3 | 0 | 0 | 39 | 5 | 0 | 39 | 0 4 | 0 | 1 | 42 | 5 | 1 | 40 | 0 5 | 0 | 2 | 46 | 5 | 3 | 43 | 0 6 | 0 | 3 | 49 | 6 | 5 | 46 | 0 7 | 1 | 4 | 52 | 6 | 8 | 47 | 0 8 | 2 | 5 | 54 | 5 | 10 | 48 | 0 9 | 3 | 6 | 56 | 6 | 11 | 46 | 0 10 | 3 | 7 | 57 | 6 | 12 | 45 | 0 Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 0 | 0 | 332 | 4 | 12 2 | 0 | 0 | 0 | 0 | 208 | 4 | 17 3 | 0 | 0 | 0 | 0 | 186 | 4 | 20 4 | 1 | 0 | 0 | 0 | 164 | 4 | 21 5 | 2 | 0 | 0 | 0 | 151 | 4 | 22 6 | 3 | 0 | 0 | 0 | 149 | 4 | 23 7 | 4 | 0 | 0 | 0 | 147 | 4 | 24 8 | 5 | 0 | 1 | 0 | 151 | 3 | 25 9 | 6 | 0 | 2 | 0 | 153 | 1 | 26 10 | 7 | 0 | 3 | 0 | 155 | 4 | 26 Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland ---|---|---|---|---|---|---|--- 1 | 6 | 3 | 4 | 0 | 12 | 0 | 4 2 | 13 | 8 | 9 | 0 | 18 | 0 | 4 3 | 18 | 11 | 12 | 0 | 20 | 0 | 4 4 | 21 | 12 | 14 | 0 | 21 | 0 | 4 5 | 23 | 14 | 17 | 0 | 22 | 0 | 4 6 | 25 | 16 | 18 | 0 | 24 | 0 | 4 7 | 27 | 17 | 20 | 0 | 25 | 0 | 4 8 | 29 | 18 | 21 | 0 | 26 | 0 | 4 9 | 31 | 19 | 23 | 1 | 26 | 0 | 4 10 | 32 | 20 | 24 | 1 | 27 | 0 | 4 Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom ---|---|---|---|---|---|---|--- 1 | 20 | 8 | 10 | 14 | 4 | 0 | 0 2 | 34 | 15 | 13 | 16 | 9 | 0 | 0 3 | 38 | 17 | 15 | 21 | 12 | 0 | 0 4 | 40 | 18 | 16 | 25 | 14 | 0 | 0 5 | 43 | 19 | 17 | 28 | 17 | 0 | 0 6 | 46 | 20 | 19 | 32 | 18 | 0 | 0 7 | 47 | 21 | 20 | 33 | 20 | 0 | 0 8 | 47 | 22 | 22 | 35 | 21 | 0 | 0 9 | 45 | 24 | 22 | 36 | 23 | 0 | 0 10 | 45 | 22 | 23 | 36 | 24 | 0 | 0 Duration (in years) | Iceland | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada ---|---|---|---|---|---|---|--- 1 | 5 | 0 | 0 | 0 | 0 | 12 | 0 2 | 5 | 0 | 0 | 0 | 0 | 12 | 0 3 | 5 | 0 | 0 | 0 | 0 | 12 | 0 4 | 5 | 0 | 0 | 0 | 0 | 12 | 0 5 | 5 | 0 | 0 | 0 | 0 | 12 | 0 6 | 5 | 0 | 0 | 0 | 0 | 12 | 0 7 | 5 | 0 | 0 | 0 | 0 | 12 | 0 8 | 5 | 0 | 0 | 0 | 0 | 12 | 0 9 | 5 | 0 | 0 | 0 | 0 | 12 | 0 10 | 5 | 0 | 0 | 0 | 0 | 12 | 0 Duration (in years) | Chile | China | Colombia | Hong Kong | India | Japan | Malaysia ---|---|---|---|---|---|---|--- 1 | 16 | 0 | 11 | 0 | 10 | 0 | 0 2 | 17 | 1 | 17 | 0 | 10 | 0 | 0 3 | 17 | 2 | 26 | 0 | 10 | 0 | 0 4 | 16 | 3 | 33 | 0 | 10 | 0 | 0 5 | 15 | 3 | 34 | 0 | 10 | 0 | 0 6 | 14 | 4 | 37 | 0 | 10 | 0 | 0 7 | 13 | 4 | 38 | 0 | 10 | 0 | 0 8 | 14 | 7 | 37 | 0 | 10 | 0 | 0 9 | 15 | 5 | 34 | 0 | 10 | 0 | 0 10 | 13 | 5 | 36 | 0 | 10 | 0 | 0 Duration (in years) | Mexico | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand ---|---|---|---|---|---|---|--- 1 | 8 | 0 | 0 | 0 | 7 | 8 | 1 2 | 9 | 0 | 0 | 0 | 10 | 11 | 0 3 | 10 | 0 | 0 | 0 | 13 | 11 | 0 4 | 11 | 0 | 0 | 0 | 14 | 13 | 0 5 | 11 | 0 | 2 | 0 | 15 | 14 | 0 6 | 11 | 0 | 5 | 0 | 17 | 15 | 0 7 | 11 | 0 | 7 | 0 | 19 | 15 | 0 8 | 11 | 0 | 11 | 0 | 21 | 15 | 0 9 | 11 | 0 | 16 | 0 | 23 | 15 | 0 10 | 11 | 0 | 16 | 0 | 25 | 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 | 41 | 107 | 222 | 498 | 1 158 2 | 6 | 19 | 41 | 107 | 222 | 498 | 938 3 | 7 | 21 | 43 | 102 | 219 | 495 | 771 4 | 9 | 24 | 46 | 105 | 218 | 494 | 642 5 | 10 | 26 | 51 | 108 | 217 | 494 | 542 6 | 11 | 28 | 54 | 112 | 217 | 494 | 494 7 | 12 | 30 | 56 | 115 | 217 | 494 | 494 8 | 12 | 31 | 56 | 114 | 217 | 494 | 494 9 | 13 | 32 | 56 | 113 | 217 | 494 | 494 10 | 13 | 33 | 56 | 113 | 217 | 494 | 494 11 | 14 | 34 | 56 | 113 | 217 | 494 | 494 12 | 14 | 35 | 56 | 113 | 217 | 494 | 494 13 | 14 | 35 | 56 | 113 | 217 | 494 | 494 14 | 15 | 36 | 56 | 113 | 217 | 494 | 494 15 | 15 | 36 | 56 | 113 | 217 | 494 | 494 16 | 15 | 36 | 56 | 113 | 217 | 494 | 494 17 | 16 | 36 | 56 | 113 | 217 | 494 | 494 18 | 17 | 36 | 56 | 113 | 217 | 494 | 494 19 | 18 | 36 | 56 | 113 | 217 | 494 | 494 20 | 19 | 36 | 56 | 113 | 217 | 494 | 494 21 | 20 | 36 | 56 | 113 | 217 | 494 | 494 22 | 21 | 36 | 56 | 113 | 217 | 494 | 494 23 | 22 | 36 | 56 | 113 | 217 | 494 | 494 24 | 23 | 36 | 56 | 113 | 217 | 494 | 494 25 | 24 | 36 | 56 | 113 | 217 | 494 | 494 26 | 24 | 36 | 56 | 113 | 217 | 494 | 494 27 | 25 | 36 | 56 | 113 | 217 | 494 | 494 28 | 26 | 36 | 56 | 113 | 217 | 494 | 494 29 | 26 | 36 | 56 | 113 | 217 | 494 | 494 30 | 27 | 36 | 56 | 113 | 217 | 494 | 494 2.2. Czech koruna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 19 | 32 | 54 | 120 | 235 | 511 | 1 173 2 | 20 | 33 | 55 | 121 | 236 | 512 | 951 3 | 21 | 35 | 57 | 116 | 232 | 509 | 781 4 | 22 | 37 | 59 | 118 | 231 | 507 | 651 5 | 23 | 39 | 63 | 120 | 230 | 506 | 550 6 | 23 | 40 | 66 | 124 | 229 | 506 | 506 7 | 23 | 41 | 67 | 126 | 228 | 505 | 505 8 | 23 | 41 | 66 | 124 | 228 | 504 | 504 9 | 22 | 41 | 66 | 123 | 227 | 504 | 504 10 | 22 | 42 | 65 | 122 | 227 | 503 | 503 11 | 22 | 43 | 65 | 122 | 226 | 502 | 502 12 | 22 | 43 | 64 | 121 | 225 | 502 | 502 13 | 22 | 43 | 64 | 121 | 225 | 501 | 501 14 | 21 | 42 | 63 | 120 | 224 | 501 | 501 15 | 21 | 42 | 63 | 120 | 224 | 500 | 500 16 | 21 | 42 | 62 | 119 | 224 | 500 | 500 17 | 21 | 42 | 62 | 119 | 224 | 500 | 500 18 | 21 | 42 | 62 | 119 | 224 | 500 | 500 19 | 21 | 42 | 63 | 120 | 224 | 500 | 500 20 | 21 | 42 | 63 | 120 | 224 | 500 | 500 21 | 21 | 42 | 63 | 120 | 224 | 501 | 501 22 | 21 | 42 | 63 | 120 | 224 | 501 | 501 23 | 22 | 43 | 63 | 120 | 224 | 501 | 501 24 | 23 | 43 | 63 | 120 | 224 | 501 | 501 25 | 24 | 42 | 63 | 120 | 224 | 501 | 501 26 | 25 | 42 | 63 | 120 | 224 | 501 | 501 27 | 25 | 42 | 63 | 120 | 224 | 501 | 501 28 | 26 | 42 | 63 | 120 | 224 | 501 | 501 29 | 27 | 42 | 63 | 120 | 224 | 500 | 500 30 | 27 | 42 | 63 | 120 | 224 | 500 | 500 2.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 6 | 19 | 41 | 107 | 222 | 498 | 1 158 2 | 6 | 19 | 41 | 107 | 222 | 498 | 938 3 | 7 | 21 | 43 | 102 | 218 | 495 | 771 4 | 9 | 24 | 46 | 105 | 217 | 494 | 642 5 | 10 | 26 | 50 | 108 | 217 | 494 | 542 6 | 11 | 28 | 54 | 112 | 217 | 494 | 494 7 | 12 | 30 | 56 | 115 | 217 | 494 | 494 8 | 12 | 31 | 56 | 114 | 217 | 494 | 494 9 | 12 | 32 | 56 | 113 | 217 | 494 | 494 10 | 13 | 33 | 56 | 113 | 217 | 494 | 494 11 | 14 | 34 | 56 | 113 | 217 | 494 | 494 12 | 14 | 35 | 56 | 113 | 217 | 494 | 494 13 | 14 | 35 | 56 | 113 | 217 | 494 | 494 14 | 14 | 35 | 56 | 113 | 217 | 494 | 494 15 | 15 | 35 | 56 | 113 | 217 | 494 | 494 16 | 15 | 35 | 56 | 113 | 217 | 494 | 494 17 | 16 | 35 | 56 | 113 | 217 | 494 | 494 18 | 17 | 35 | 56 | 113 | 217 | 494 | 494 19 | 18 | 35 | 56 | 113 | 217 | 494 | 494 20 | 19 | 35 | 56 | 113 | 217 | 494 | 494 21 | 20 | 35 | 56 | 113 | 217 | 494 | 494 22 | 21 | 35 | 56 | 113 | 217 | 494 | 494 23 | 22 | 35 | 56 | 113 | 217 | 494 | 494 24 | 23 | 35 | 56 | 113 | 217 | 494 | 494 25 | 24 | 35 | 56 | 113 | 217 | 494 | 494 26 | 24 | 35 | 56 | 113 | 217 | 494 | 494 27 | 25 | 35 | 56 | 113 | 217 | 494 | 494 28 | 26 | 35 | 56 | 113 | 217 | 494 | 494 29 | 26 | 35 | 56 | 113 | 217 | 494 | 494 30 | 27 | 35 | 56 | 113 | 217 | 494 | 494 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 | 114 | 180 | 295 | 571 | 1 207 2 | 76 | 89 | 111 | 177 | 292 | 568 | 984 3 | 79 | 93 | 115 | 174 | 290 | 567 | 811 4 | 79 | 94 | 116 | 175 | 287 | 564 | 677 5 | 78 | 94 | 118 | 176 | 285 | 562 | 573 6 | 78 | 95 | 120 | 179 | 284 | 560 | 560 7 | 77 | 95 | 120 | 180 | 282 | 558 | 558 8 | 76 | 95 | 119 | 178 | 281 | 557 | 557 9 | 75 | 94 | 119 | 176 | 280 | 557 | 557 10 | 73 | 93 | 116 | 173 | 277 | 553 | 553 11 | 71 | 91 | 114 | 171 | 275 | 551 | 551 12 | 70 | 91 | 113 | 170 | 274 | 550 | 550 13 | 70 | 91 | 112 | 169 | 273 | 550 | 550 14 | 70 | 91 | 112 | 169 | 273 | 549 | 549 15 | 70 | 91 | 112 | 168 | 273 | 549 | 549 16 | 69 | 90 | 111 | 168 | 272 | 549 | 549 17 | 69 | 90 | 111 | 168 | 272 | 548 | 548 18 | 68 | 89 | 110 | 167 | 271 | 548 | 548 19 | 68 | 89 | 110 | 167 | 271 | 547 | 547 20 | 67 | 88 | 109 | 166 | 270 | 547 | 547 21 | 67 | 88 | 109 | 165 | 270 | 546 | 546 22 | 66 | 87 | 108 | 165 | 269 | 545 | 545 23 | 65 | 86 | 107 | 164 | 268 | 544 | 544 24 | 64 | 85 | 106 | 163 | 267 | 543 | 543 25 | 63 | 84 | 105 | 162 | 266 | 542 | 542 26 | 62 | 83 | 104 | 161 | 265 | 541 | 541 27 | 61 | 82 | 103 | 160 | 264 | 540 | 540 28 | 60 | 81 | 102 | 159 | 263 | 539 | 539 29 | 59 | 80 | 101 | 158 | 262 | 538 | 538 30 | 58 | 79 | 100 | 157 | 261 | 537 | 537 2.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 23 | 45 | 111 | 226 | 502 | 1 150 2 | 11 | 24 | 47 | 112 | 227 | 504 | 934 3 | 14 | 28 | 49 | 109 | 225 | 501 | 767 4 | 16 | 31 | 53 | 112 | 225 | 501 | 639 5 | 17 | 33 | 58 | 115 | 225 | 501 | 539 6 | 18 | 35 | 61 | 119 | 224 | 501 | 501 7 | 19 | 37 | 63 | 122 | 224 | 501 | 501 8 | 19 | 37 | 62 | 120 | 224 | 500 | 500 9 | 19 | 38 | 62 | 119 | 223 | 500 | 500 10 | 19 | 39 | 62 | 119 | 223 | 500 | 500 11 | 19 | 40 | 62 | 119 | 223 | 499 | 499 12 | 20 | 40 | 62 | 119 | 223 | 499 | 499 13 | 20 | 41 | 62 | 119 | 223 | 500 | 500 14 | 20 | 41 | 62 | 119 | 223 | 500 | 500 15 | 21 | 41 | 62 | 119 | 223 | 500 | 500 16 | 20 | 41 | 62 | 119 | 223 | 500 | 500 17 | 21 | 42 | 63 | 120 | 224 | 500 | 500 18 | 21 | 42 | 63 | 120 | 224 | 500 | 500 19 | 21 | 42 | 63 | 120 | 224 | 501 | 501 20 | 22 | 43 | 64 | 121 | 225 | 501 | 501 21 | 22 | 43 | 64 | 121 | 225 | 502 | 502 22 | 22 | 43 | 64 | 121 | 225 | 502 | 502 23 | 23 | 44 | 64 | 121 | 226 | 502 | 502 24 | 23 | 44 | 65 | 121 | 226 | 502 | 502 25 | 24 | 44 | 65 | 121 | 226 | 502 | 502 26 | 24 | 44 | 64 | 121 | 226 | 502 | 502 27 | 25 | 44 | 64 | 121 | 225 | 502 | 502 28 | 26 | 43 | 64 | 121 | 225 | 502 | 502 29 | 26 | 43 | 64 | 121 | 225 | 502 | 502 30 | 27 | 43 | 64 | 121 | 225 | 502 | 502 2.6. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 18 | 40 | 106 | 221 | 497 | 1 157 2 | 5 | 18 | 40 | 106 | 221 | 497 | 938 3 | 6 | 20 | 42 | 101 | 218 | 494 | 770 4 | 8 | 23 | 45 | 104 | 217 | 493 | 641 5 | 9 | 25 | 50 | 107 | 217 | 493 | 541 6 | 10 | 27 | 53 | 112 | 217 | 493 | 493 7 | 12 | 29 | 55 | 114 | 217 | 493 | 493 8 | 12 | 30 | 55 | 113 | 217 | 493 | 493 9 | 12 | 31 | 55 | 113 | 217 | 493 | 493 10 | 12 | 32 | 55 | 112 | 217 | 493 | 493 11 | 13 | 33 | 56 | 113 | 217 | 493 | 493 12 | 13 | 34 | 56 | 113 | 217 | 493 | 493 13 | 14 | 34 | 56 | 113 | 217 | 493 | 493 14 | 14 | 35 | 56 | 113 | 217 | 493 | 493 15 | 15 | 35 | 56 | 113 | 217 | 493 | 493 16 | 15 | 35 | 56 | 112 | 217 | 493 | 493 17 | 16 | 35 | 56 | 112 | 217 | 493 | 493 18 | 17 | 35 | 56 | 112 | 217 | 493 | 493 19 | 18 | 35 | 56 | 112 | 217 | 493 | 493 20 | 19 | 35 | 56 | 112 | 217 | 493 | 493 21 | 20 | 35 | 56 | 113 | 217 | 493 | 493 22 | 21 | 35 | 56 | 113 | 217 | 493 | 493 23 | 22 | 35 | 56 | 113 | 217 | 493 | 493 24 | 23 | 35 | 56 | 113 | 217 | 493 | 493 25 | 24 | 35 | 56 | 113 | 217 | 493 | 493 26 | 24 | 35 | 56 | 113 | 217 | 493 | 493 27 | 25 | 35 | 56 | 113 | 217 | 493 | 493 28 | 26 | 35 | 56 | 113 | 217 | 493 | 493 29 | 26 | 35 | 56 | 113 | 217 | 493 | 493 30 | 27 | 35 | 56 | 113 | 217 | 493 | 493 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 | 51 | 136 | 240 | 517 | 1 183 2 | 7 | 24 | 51 | 136 | 240 | 517 | 959 3 | 8 | 26 | 51 | 125 | 237 | 513 | 787 4 | 10 | 28 | 54 | 117 | 235 | 511 | 655 5 | 12 | 30 | 56 | 109 | 234 | 510 | 552 6 | 14 | 34 | 59 | 103 | 233 | 509 | 509 7 | 16 | 36 | 60 | 98 | 232 | 508 | 508 8 | 18 | 38 | 59 | 92 | 231 | 507 | 507 9 | 20 | 44 | 62 | 87 | 230 | 506 | 506 10 | 20 | 44 | 60 | 85 | 229 | 505 | 505 11 | 19 | 43 | 59 | 86 | 228 | 505 | 505 12 | 19 | 43 | 60 | 87 | 227 | 504 | 504 13 | 19 | 43 | 60 | 88 | 227 | 503 | 503 14 | 19 | 43 | 60 | 88 | 226 | 502 | 502 15 | 19 | 43 | 60 | 88 | 225 | 502 | 502 16 | 19 | 43 | 60 | 88 | 224 | 501 | 501 17 | 19 | 44 | 60 | 88 | 223 | 500 | 500 18 | 19 | 44 | 60 | 88 | 223 | 499 | 499 19 | 19 | 44 | 60 | 88 | 223 | 499 | 499 20 | 20 | 44 | 60 | 88 | 223 | 500 | 500 21 | 21 | 44 | 60 | 88 | 223 | 500 | 500 22 | 22 | 44 | 60 | 88 | 223 | 499 | 499 23 | 22 | 44 | 60 | 88 | 222 | 499 | 499 24 | 23 | 44 | 60 | 88 | 222 | 498 | 498 25 | 24 | 44 | 60 | 88 | 221 | 498 | 498 26 | 25 | 44 | 60 | 88 | 221 | 497 | 497 27 | 25 | 44 | 60 | 88 | 220 | 496 | 496 28 | 26 | 44 | 60 | 88 | 220 | 496 | 496 29 | 27 | 44 | 60 | 88 | 219 | 495 | 495 30 | 28 | 44 | 60 | 88 | 218 | 495 | 495 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 | 82 | 95 | 117 | 183 | 298 | 574 | 1 202 2 | 81 | 94 | 116 | 182 | 297 | 573 | 979 3 | 82 | 96 | 117 | 177 | 293 | 569 | 807 4 | 82 | 97 | 119 | 178 | 291 | 567 | 674 5 | 81 | 97 | 122 | 179 | 289 | 565 | 570 6 | 81 | 98 | 124 | 182 | 287 | 564 | 564 7 | 80 | 98 | 124 | 183 | 285 | 562 | 562 8 | 78 | 97 | 122 | 180 | 283 | 560 | 560 9 | 77 | 96 | 120 | 178 | 282 | 558 | 558 10 | 76 | 96 | 119 | 176 | 280 | 557 | 557 11 | 75 | 95 | 118 | 175 | 279 | 555 | 555 12 | 74 | 95 | 116 | 173 | 278 | 554 | 554 13 | 73 | 94 | 115 | 172 | 276 | 553 | 553 14 | 72 | 93 | 114 | 171 | 275 | 551 | 551 15 | 71 | 92 | 113 | 169 | 274 | 550 | 550 16 | 70 | 91 | 111 | 168 | 273 | 549 | 549 17 | 69 | 90 | 111 | 167 | 272 | 548 | 548 18 | 68 | 89 | 110 | 167 | 271 | 547 | 547 19 | 67 | 88 | 109 | 166 | 270 | 546 | 546 20 | 66 | 87 | 108 | 165 | 269 | 545 | 545 21 | 65 | 86 | 107 | 164 | 268 | 544 | 544 22 | 64 | 85 | 106 | 163 | 267 | 543 | 543 23 | 63 | 84 | 105 | 162 | 266 | 542 | 542 24 | 62 | 83 | 104 | 161 | 265 | 541 | 541 25 | 61 | 82 | 103 | 160 | 264 | 540 | 540 26 | 60 | 81 | 102 | 158 | 263 | 539 | 539 27 | 59 | 80 | 100 | 157 | 261 | 538 | 538 28 | 57 | 78 | 99 | 156 | 260 | 537 | 537 29 | 56 | 77 | 98 | 155 | 259 | 536 | 536 30 | 55 | 76 | 97 | 154 | 258 | 535 | 535 2.9. Zloty Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 55 | 68 | 91 | 156 | 271 | 548 | 1 181 2 | 55 | 68 | 90 | 156 | 271 | 547 | 964 3 | 56 | 70 | 92 | 151 | 267 | 544 | 795 4 | 57 | 72 | 94 | 153 | 266 | 542 | 664 5 | 57 | 73 | 98 | 155 | 264 | 541 | 562 6 | 57 | 74 | 100 | 158 | 263 | 540 | 540 7 | 57 | 75 | 100 | 159 | 262 | 538 | 538 8 | 56 | 74 | 99 | 157 | 261 | 537 | 537 9 | 55 | 74 | 98 | 155 | 259 | 536 | 536 10 | 54 | 74 | 97 | 154 | 258 | 535 | 535 11 | 54 | 74 | 97 | 154 | 258 | 534 | 534 12 | 54 | 74 | 96 | 153 | 257 | 533 | 533 13 | 53 | 74 | 95 | 152 | 256 | 533 | 533 14 | 53 | 74 | 95 | 152 | 256 | 532 | 532 15 | 52 | 73 | 94 | 151 | 255 | 532 | 532 16 | 51 | 72 | 93 | 150 | 254 | 531 | 531 17 | 51 | 72 | 93 | 150 | 254 | 530 | 530 18 | 50 | 71 | 92 | 149 | 253 | 530 | 530 19 | 50 | 71 | 92 | 149 | 253 | 529 | 529 20 | 50 | 71 | 92 | 149 | 253 | 529 | 529 21 | 50 | 70 | 91 | 148 | 252 | 529 | 529 22 | 49 | 70 | 91 | 148 | 252 | 528 | 528 23 | 48 | 69 | 90 | 147 | 251 | 528 | 528 24 | 48 | 69 | 90 | 147 | 251 | 527 | 527 25 | 47 | 68 | 89 | 146 | 250 | 526 | 526 26 | 46 | 67 | 88 | 145 | 249 | 526 | 526 27 | 46 | 67 | 88 | 145 | 249 | 525 | 525 28 | 45 | 66 | 87 | 144 | 248 | 524 | 524 29 | 44 | 65 | 86 | 143 | 247 | 524 | 524 30 | 44 | 65 | 85 | 142 | 246 | 523 | 523 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 | 192 | 307 | 583 | 1 256 2 | 90 | 103 | 125 | 191 | 306 | 582 | 1 017 3 | 90 | 104 | 126 | 185 | 301 | 578 | 833 4 | 90 | 105 | 127 | 186 | 299 | 575 | 692 5 | 90 | 106 | 131 | 188 | 298 | 574 | 583 6 | 91 | 108 | 133 | 192 | 297 | 573 | 573 7 | 91 | 109 | 135 | 194 | 297 | 573 | 573 8 | 91 | 110 | 135 | 193 | 296 | 573 | 573 9 | 91 | 111 | 135 | 192 | 296 | 573 | 573 10 | 92 | 112 | 135 | 192 | 296 | 573 | 573 11 | 92 | 112 | 135 | 192 | 296 | 572 | 572 12 | 92 | 112 | 134 | 191 | 295 | 571 | 571 13 | 91 | 112 | 133 | 190 | 294 | 570 | 570 14 | 90 | 111 | 132 | 189 | 293 | 569 | 569 15 | 89 | 110 | 131 | 188 | 292 | 568 | 568 16 | 88 | 109 | 130 | 187 | 291 | 567 | 567 17 | 87 | 108 | 129 | 186 | 290 | 566 | 566 18 | 86 | 107 | 128 | 185 | 289 | 565 | 565 19 | 85 | 106 | 127 | 184 | 288 | 564 | 564 20 | 84 | 105 | 126 | 182 | 287 | 563 | 563 21 | 82 | 103 | 124 | 181 | 285 | 562 | 562 22 | 81 | 102 | 123 | 180 | 284 | 560 | 560 23 | 80 | 101 | 122 | 178 | 283 | 559 | 559 24 | 78 | 99 | 120 | 177 | 281 | 558 | 558 25 | 77 | 98 | 119 | 176 | 280 | 556 | 556 26 | 75 | 96 | 117 | 174 | 278 | 555 | 555 27 | 74 | 95 | 116 | 172 | 277 | 553 | 553 28 | 72 | 93 | 114 | 171 | 275 | 552 | 552 29 | 71 | 92 | 113 | 170 | 274 | 550 | 550 30 | 69 | 90 | 111 | 168 | 272 | 549 | 549 2.11. Norwegian krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 30 | 43 | 65 | 131 | 246 | 523 | 1 176 2 | 31 | 44 | 66 | 132 | 247 | 523 | 955 3 | 32 | 46 | 67 | 127 | 243 | 519 | 785 4 | 32 | 47 | 69 | 128 | 241 | 518 | 653 5 | 33 | 49 | 73 | 131 | 240 | 517 | 551 6 | 33 | 50 | 76 | 135 | 240 | 516 | 516 7 | 34 | 52 | 77 | 136 | 239 | 515 | 515 8 | 33 | 52 | 76 | 135 | 238 | 514 | 514 9 | 32 | 52 | 76 | 133 | 237 | 514 | 514 10 | 32 | 52 | 75 | 133 | 237 | 513 | 513 11 | 32 | 53 | 75 | 132 | 236 | 512 | 512 12 | 32 | 53 | 74 | 131 | 235 | 512 | 512 13 | 32 | 53 | 74 | 131 | 235 | 511 | 511 14 | 31 | 52 | 73 | 130 | 234 | 511 | 511 15 | 31 | 52 | 73 | 130 | 234 | 510 | 510 16 | 30 | 51 | 72 | 129 | 233 | 510 | 510 17 | 30 | 51 | 72 | 129 | 233 | 509 | 509 18 | 30 | 51 | 72 | 129 | 233 | 509 | 509 19 | 30 | 51 | 72 | 129 | 233 | 509 | 509 20 | 30 | 51 | 72 | 129 | 233 | 509 | 509 21 | 30 | 51 | 72 | 129 | 233 | 509 | 509 22 | 30 | 51 | 72 | 129 | 233 | 509 | 509 23 | 30 | 51 | 71 | 128 | 233 | 509 | 509 24 | 29 | 50 | 71 | 128 | 232 | 509 | 509 25 | 29 | 50 | 71 | 128 | 232 | 508 | 508 26 | 29 | 50 | 71 | 128 | 232 | 508 | 508 27 | 29 | 50 | 70 | 127 | 231 | 508 | 508 28 | 28 | 49 | 70 | 127 | 231 | 508 | 508 29 | 28 | 49 | 70 | 127 | 231 | 507 | 507 30 | 28 | 49 | 70 | 126 | 231 | 507 | 507 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 | 22 | 88 | 203 | 479 | 1 116 2 | 1 | 5 | 23 | 89 | 204 | 480 | 906 3 | 2 | 5 | 25 | 84 | 201 | 477 | 745 4 | 4 | 6 | 28 | 87 | 200 | 476 | 621 5 | 4 | 9 | 33 | 90 | 200 | 476 | 525 6 | 6 | 11 | 36 | 95 | 200 | 476 | 476 7 | 7 | 13 | 38 | 98 | 200 | 476 | 476 8 | 8 | 14 | 38 | 97 | 200 | 476 | 476 9 | 8 | 14 | 38 | 96 | 200 | 476 | 476 10 | 9 | 15 | 39 | 96 | 200 | 476 | 476 11 | 11 | 17 | 40 | 97 | 201 | 477 | 477 12 | 12 | 17 | 39 | 96 | 200 | 476 | 476 13 | 13 | 18 | 39 | 96 | 200 | 477 | 477 14 | 14 | 18 | 39 | 96 | 200 | 477 | 477 15 | 14 | 17 | 38 | 95 | 199 | 476 | 476 16 | 15 | 17 | 37 | 94 | 199 | 475 | 475 17 | 16 | 17 | 38 | 94 | 199 | 475 | 475 18 | 17 | 17 | 38 | 95 | 199 | 475 | 475 19 | 18 | 17 | 38 | 95 | 199 | 476 | 476 20 | 18 | 18 | 39 | 96 | 200 | 476 | 476 21 | 19 | 19 | 39 | 96 | 200 | 476 | 476 22 | 20 | 19 | 39 | 96 | 200 | 476 | 476 23 | 22 | 21 | 39 | 96 | 200 | 476 | 476 24 | 22 | 21 | 39 | 96 | 200 | 476 | 476 25 | 23 | 22 | 39 | 95 | 200 | 476 | 476 26 | 24 | 23 | 38 | 95 | 199 | 476 | 476 27 | 25 | 23 | 38 | 95 | 199 | 476 | 476 28 | 25 | 24 | 38 | 95 | 199 | 476 | 476 29 | 26 | 24 | 38 | 95 | 199 | 476 | 476 30 | 27 | 25 | 39 | 95 | 199 | 476 | 476 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 | 43 | 56 | 78 | 144 | 259 | 535 | 1 179 2 | 43 | 56 | 78 | 144 | 259 | 535 | 958 3 | 44 | 58 | 80 | 139 | 255 | 532 | 787 4 | 45 | 60 | 82 | 141 | 254 | 530 | 656 5 | 46 | 62 | 86 | 144 | 253 | 530 | 554 6 | 46 | 63 | 89 | 147 | 252 | 529 | 529 7 | 47 | 65 | 90 | 149 | 252 | 528 | 528 8 | 46 | 64 | 89 | 148 | 251 | 527 | 527 9 | 45 | 65 | 89 | 146 | 250 | 527 | 527 10 | 45 | 65 | 88 | 145 | 250 | 526 | 526 11 | 45 | 65 | 88 | 145 | 249 | 525 | 525 12 | 45 | 66 | 87 | 144 | 248 | 525 | 525 13 | 45 | 65 | 87 | 144 | 248 | 524 | 524 14 | 44 | 65 | 86 | 143 | 247 | 524 | 524 15 | 44 | 65 | 86 | 143 | 247 | 523 | 523 16 | 43 | 64 | 85 | 142 | 246 | 522 | 522 17 | 43 | 64 | 85 | 141 | 246 | 522 | 522 18 | 42 | 63 | 84 | 141 | 245 | 522 | 522 19 | 42 | 63 | 84 | 141 | 245 | 521 | 521 20 | 42 | 63 | 84 | 140 | 245 | 521 | 521 21 | 41 | 62 | 83 | 140 | 244 | 521 | 521 22 | 41 | 62 | 83 | 140 | 244 | 520 | 520 23 | 40 | 61 | 82 | 139 | 243 | 520 | 520 24 | 40 | 61 | 82 | 138 | 243 | 519 | 519 25 | 39 | 60 | 81 | 138 | 242 | 518 | 518 26 | 38 | 59 | 80 | 137 | 241 | 518 | 518 27 | 37 | 58 | 79 | 136 | 240 | 517 | 517 28 | 37 | 58 | 78 | 135 | 240 | 516 | 516 29 | 36 | 57 | 78 | 135 | 239 | 515 | 515 30 | 35 | 56 | 77 | 134 | 238 | 515 | 515 2.14. Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 15 | 28 | 50 | 116 | 231 | 507 | 1 140 2 | 19 | 32 | 54 | 120 | 235 | 511 | 926 3 | 23 | 37 | 58 | 118 | 234 | 510 | 762 4 | 27 | 42 | 64 | 123 | 236 | 512 | 636 5 | 30 | 46 | 70 | 127 | 237 | 513 | 538 6 | 29 | 46 | 72 | 130 | 235 | 512 | 512 7 | 33 | 51 | 77 | 136 | 239 | 515 | 515 8 | 33 | 51 | 76 | 134 | 238 | 514 | 514 9 | 34 | 53 | 77 | 134 | 238 | 515 | 515 10 | 35 | 55 | 78 | 136 | 240 | 516 | 516 11 | 37 | 57 | 80 | 137 | 241 | 517 | 517 12 | 38 | 59 | 80 | 137 | 241 | 518 | 518 13 | 39 | 59 | 81 | 138 | 242 | 518 | 518 14 | 39 | 60 | 81 | 138 | 242 | 519 | 519 15 | 39 | 60 | 81 | 138 | 242 | 519 | 519 16 | 39 | 60 | 81 | 138 | 242 | 518 | 518 17 | 39 | 60 | 81 | 138 | 242 | 519 | 519 18 | 39 | 60 | 81 | 138 | 242 | 518 | 518 19 | 39 | 60 | 81 | 138 | 242 | 518 | 518 20 | 39 | 60 | 81 | 138 | 242 | 518 | 518 21 | 39 | 60 | 81 | 138 | 242 | 518 | 518 22 | 39 | 60 | 81 | 137 | 242 | 518 | 518 23 | 38 | 59 | 80 | 137 | 241 | 518 | 518 24 | 38 | 59 | 80 | 137 | 241 | 517 | 517 25 | 38 | 59 | 79 | 136 | 240 | 517 | 517 26 | 37 | 58 | 79 | 136 | 240 | 516 | 516 27 | 37 | 58 | 78 | 135 | 240 | 516 | 516 28 | 36 | 57 | 78 | 135 | 239 | 515 | 515 29 | 36 | 57 | 77 | 134 | 238 | 515 | 515 30 | 35 | 56 | 77 | 134 | 238 | 514 | 514 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 | 120 | 234 | 511 | 1 175 2 | 19 | 32 | 54 | 120 | 235 | 512 | 951 3 | 21 | 35 | 57 | 116 | 233 | 509 | 780 4 | 23 | 38 | 60 | 119 | 232 | 508 | 649 5 | 24 | 40 | 65 | 122 | 232 | 508 | 548 6 | 25 | 42 | 68 | 127 | 232 | 508 | 508 7 | 26 | 44 | 70 | 129 | 231 | 508 | 508 8 | 26 | 45 | 70 | 128 | 231 | 508 | 508 9 | 27 | 46 | 70 | 127 | 231 | 508 | 508 10 | 27 | 47 | 70 | 127 | 231 | 508 | 508 11 | 28 | 48 | 70 | 127 | 232 | 508 | 508 12 | 28 | 49 | 70 | 127 | 232 | 508 | 508 13 | 28 | 49 | 70 | 127 | 232 | 508 | 508 14 | 29 | 50 | 71 | 127 | 232 | 508 | 508 15 | 29 | 50 | 71 | 127 | 232 | 508 | 508 16 | 28 | 49 | 70 | 127 | 231 | 508 | 508 17 | 29 | 49 | 70 | 127 | 231 | 508 | 508 18 | 29 | 49 | 70 | 127 | 231 | 508 | 508 19 | 28 | 49 | 70 | 127 | 231 | 508 | 508 20 | 29 | 50 | 70 | 127 | 231 | 508 | 508 21 | 28 | 49 | 70 | 127 | 231 | 508 | 508 22 | 28 | 49 | 70 | 127 | 231 | 508 | 508 23 | 28 | 49 | 70 | 127 | 231 | 507 | 507 24 | 27 | 48 | 69 | 126 | 230 | 507 | 507 25 | 27 | 48 | 69 | 126 | 230 | 506 | 506 26 | 26 | 47 | 68 | 125 | 229 | 506 | 506 27 | 26 | 47 | 68 | 125 | 229 | 505 | 505 28 | 26 | 47 | 67 | 124 | 228 | 505 | 505 29 | 27 | 46 | 67 | 124 | 228 | 504 | 504 30 | 27 | 46 | 67 | 124 | 228 | 504 | 504 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 | 88 | 154 | 269 | 545 | 1 175 2 | 54 | 67 | 90 | 155 | 270 | 547 | 961 3 | 58 | 72 | 94 | 153 | 269 | 545 | 794 4 | 60 | 75 | 97 | 156 | 269 | 546 | 665 5 | 62 | 79 | 103 | 160 | 270 | 546 | 563 6 | 64 | 81 | 107 | 165 | 270 | 547 | 547 7 | 65 | 83 | 109 | 168 | 270 | 547 | 547 8 | 65 | 84 | 109 | 167 | 270 | 547 | 547 9 | 65 | 84 | 108 | 166 | 270 | 546 | 546 10 | 66 | 86 | 109 | 166 | 270 | 546 | 546 11 | 66 | 86 | 109 | 166 | 270 | 546 | 546 12 | 66 | 86 | 108 | 165 | 269 | 546 | 546 13 | 65 | 86 | 107 | 164 | 269 | 545 | 545 14 | 65 | 86 | 107 | 164 | 268 | 544 | 544 15 | 64 | 85 | 106 | 163 | 267 | 543 | 543 16 | 64 | 85 | 105 | 162 | 266 | 543 | 543 17 | 63 | 84 | 105 | 162 | 266 | 542 | 542 18 | 62 | 83 | 104 | 161 | 265 | 542 | 542 19 | 62 | 83 | 104 | 161 | 265 | 541 | 541 20 | 61 | 82 | 103 | 160 | 264 | 541 | 541 21 | 61 | 82 | 102 | 159 | 263 | 540 | 540 22 | 60 | 81 | 102 | 159 | 263 | 539 | 539 23 | 59 | 80 | 101 | 158 | 262 | 538 | 538 24 | 58 | 79 | 100 | 157 | 261 | 537 | 537 25 | 57 | 78 | 99 | 156 | 260 | 536 | 536 26 | 56 | 77 | 98 | 155 | 259 | 536 | 536 27 | 55 | 76 | 97 | 154 | 258 | 535 | 535 28 | 54 | 75 | 96 | 153 | 257 | 534 | 534 29 | 54 | 75 | 95 | 152 | 256 | 533 | 533 30 | 53 | 74 | 94 | 151 | 256 | 532 | 532 2.17. Colombian peso Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 84 | 97 | 119 | 185 | 300 | 576 | 1 230 2 | 89 | 102 | 124 | 190 | 305 | 582 | 1 015 3 | 93 | 107 | 128 | 187 | 304 | 580 | 842 4 | 94 | 109 | 131 | 191 | 303 | 580 | 706 5 | 98 | 114 | 138 | 196 | 305 | 582 | 599 6 | 100 | 117 | 143 | 202 | 307 | 583 | 583 7 | 102 | 120 | 146 | 205 | 307 | 584 | 584 8 | 104 | 122 | 147 | 205 | 309 | 585 | 585 9 | 105 | 124 | 148 | 205 | 310 | 586 | 586 10 | 106 | 125 | 149 | 206 | 310 | 586 | 586 11 | 106 | 126 | 149 | 206 | 310 | 586 | 586 12 | 105 | 126 | 148 | 205 | 309 | 585 | 585 13 | 105 | 125 | 147 | 204 | 308 | 584 | 584 14 | 103 | 124 | 145 | 202 | 306 | 583 | 583 15 | 102 | 123 | 144 | 201 | 305 | 581 | 581 16 | 101 | 122 | 143 | 200 | 304 | 580 | 580 17 | 99 | 120 | 141 | 198 | 302 | 579 | 579 18 | 98 | 119 | 140 | 197 | 301 | 577 | 577 19 | 97 | 118 | 138 | 195 | 299 | 576 | 576 20 | 95 | 116 | 137 | 194 | 298 | 574 | 574 21 | 94 | 115 | 135 | 192 | 297 | 573 | 573 22 | 92 | 113 | 134 | 191 | 295 | 571 | 571 23 | 90 | 111 | 132 | 189 | 293 | 570 | 570 24 | 89 | 110 | 130 | 187 | 291 | 568 | 568 25 | 87 | 108 | 129 | 186 | 290 | 566 | 566 26 | 85 | 106 | 127 | 184 | 288 | 564 | 564 27 | 83 | 104 | 125 | 182 | 286 | 563 | 563 28 | 82 | 103 | 123 | 180 | 285 | 561 | 561 29 | 80 | 101 | 122 | 179 | 283 | 559 | 559 30 | 78 | 99 | 120 | 177 | 281 | 558 | 558 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 | 113 | 228 | 505 | 1 173 2 | 15 | 28 | 50 | 116 | 231 | 507 | 950 3 | 18 | 32 | 54 | 113 | 230 | 506 | 780 4 | 21 | 36 | 58 | 117 | 230 | 506 | 649 5 | 23 | 40 | 64 | 121 | 231 | 507 | 548 6 | 25 | 42 | 68 | 126 | 231 | 508 | 508 7 | 26 | 44 | 70 | 129 | 231 | 508 | 508 8 | 26 | 45 | 70 | 128 | 231 | 508 | 508 9 | 26 | 46 | 70 | 127 | 231 | 508 | 508 10 | 27 | 47 | 70 | 127 | 231 | 508 | 508 11 | 27 | 48 | 70 | 127 | 231 | 508 | 508 12 | 27 | 48 | 70 | 127 | 231 | 507 | 507 13 | 27 | 48 | 69 | 126 | 230 | 507 | 507 14 | 27 | 48 | 69 | 126 | 230 | 506 | 506 15 | 26 | 47 | 68 | 125 | 229 | 506 | 506 16 | 26 | 47 | 68 | 125 | 229 | 505 | 505 17 | 25 | 46 | 67 | 124 | 228 | 505 | 505 18 | 25 | 46 | 67 | 124 | 228 | 505 | 505 19 | 25 | 46 | 67 | 124 | 228 | 505 | 505 20 | 25 | 46 | 67 | 124 | 228 | 505 | 505 21 | 26 | 47 | 67 | 124 | 228 | 505 | 505 22 | 26 | 47 | 67 | 124 | 228 | 505 | 505 23 | 26 | 46 | 67 | 124 | 228 | 505 | 505 24 | 25 | 46 | 67 | 124 | 228 | 505 | 505 25 | 25 | 46 | 67 | 124 | 228 | 505 | 505 26 | 25 | 46 | 67 | 124 | 228 | 504 | 504 27 | 25 | 46 | 67 | 124 | 228 | 504 | 504 28 | 26 | 46 | 66 | 123 | 227 | 504 | 504 29 | 27 | 45 | 66 | 123 | 227 | 504 | 504 30 | 27 | 45 | 66 | 123 | 227 | 503 | 503 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 | 93 | 106 | 128 | 194 | 309 | 585 | 1 217 2 | 94 | 107 | 129 | 195 | 310 | 586 | 988 3 | 96 | 110 | 132 | 191 | 307 | 584 | 812 4 | 98 | 113 | 135 | 194 | 307 | 583 | 677 5 | 100 | 116 | 140 | 198 | 307 | 583 | 583 6 | 101 | 118 | 143 | 202 | 307 | 583 | 583 7 | 101 | 119 | 145 | 204 | 307 | 583 | 583 8 | 101 | 120 | 145 | 203 | 306 | 583 | 583 9 | 101 | 120 | 144 | 202 | 306 | 582 | 582 10 | 100 | 120 | 143 | 200 | 305 | 581 | 581 11 | 99 | 120 | 142 | 199 | 303 | 579 | 579 12 | 98 | 119 | 140 | 197 | 301 | 578 | 578 13 | 97 | 118 | 139 | 196 | 300 | 576 | 576 14 | 95 | 116 | 137 | 194 | 298 | 575 | 575 15 | 94 | 115 | 135 | 192 | 297 | 573 | 573 16 | 92 | 113 | 134 | 191 | 295 | 571 | 571 17 | 90 | 111 | 132 | 189 | 293 | 570 | 570 18 | 89 | 110 | 131 | 188 | 292 | 568 | 568 19 | 88 | 109 | 130 | 187 | 291 | 567 | 567 20 | 87 | 108 | 129 | 186 | 290 | 566 | 566 21 | 86 | 107 | 128 | 185 | 289 | 565 | 565 22 | 85 | 106 | 127 | 184 | 288 | 564 | 564 23 | 84 | 105 | 125 | 182 | 287 | 563 | 563 24 | 82 | 103 | 124 | 181 | 285 | 562 | 562 25 | 81 | 102 | 123 | 180 | 284 | 561 | 561 26 | 80 | 101 | 122 | 179 | 283 | 559 | 559 27 | 79 | 100 | 121 | 178 | 282 | 558 | 558 28 | 78 | 99 | 120 | 176 | 281 | 557 | 557 29 | 77 | 98 | 118 | 175 | 279 | 556 | 556 30 | 76 | 96 | 117 | 174 | 278 | 555 | 555 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 | 298 | 311 | 333 | 399 | 514 | 791 | 1 292 2 | 89 | 102 | 125 | 190 | 305 | 582 | 1 045 3 | 92 | 106 | 128 | 187 | 303 | 580 | 856 4 | 95 | 110 | 132 | 191 | 304 | 580 | 712 5 | 97 | 114 | 138 | 195 | 305 | 581 | 600 6 | 99 | 116 | 142 | 200 | 305 | 582 | 582 7 | 101 | 119 | 144 | 203 | 306 | 582 | 582 8 | 101 | 120 | 145 | 203 | 306 | 583 | 583 9 | 102 | 121 | 145 | 203 | 307 | 583 | 583 10 | 102 | 122 | 145 | 202 | 306 | 583 | 583 11 | 102 | 123 | 145 | 202 | 306 | 583 | 583 12 | 103 | 124 | 145 | 202 | 306 | 583 | 583 13 | 103 | 124 | 145 | 202 | 307 | 583 | 583 14 | 104 | 125 | 146 | 203 | 307 | 583 | 583 15 | 105 | 126 | 146 | 203 | 307 | 584 | 584 16 | 105 | 126 | 147 | 204 | 308 | 585 | 585 17 | 106 | 127 | 148 | 205 | 309 | 585 | 585 18 | 107 | 128 | 149 | 206 | 310 | 586 | 586 19 | 107 | 128 | 149 | 206 | 310 | 587 | 587 20 | 108 | 129 | 150 | 207 | 311 | 587 | 587 21 | 108 | 129 | 150 | 206 | 311 | 587 | 587 22 | 107 | 128 | 149 | 206 | 310 | 586 | 586 23 | 106 | 127 | 148 | 205 | 309 | 586 | 586 24 | 105 | 126 | 147 | 204 | 308 | 585 | 585 25 | 104 | 125 | 146 | 203 | 307 | 583 | 583 26 | 103 | 124 | 145 | 202 | 306 | 582 | 582 27 | 101 | 122 | 143 | 200 | 304 | 581 | 581 28 | 100 | 121 | 142 | 199 | 303 | 579 | 579 29 | 99 | 120 | 140 | 197 | 301 | 578 | 578 30 | 97 | 118 | 139 | 196 | 300 | 576 | 576 2.21. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 10 | 32 | 98 | 213 | 489 | 1 118 2 | 1 | 10 | 32 | 98 | 213 | 489 | 910 3 | 2 | 12 | 34 | 93 | 210 | 486 | 750 4 | 4 | 14 | 36 | 95 | 208 | 484 | 626 5 | 4 | 16 | 40 | 98 | 207 | 484 | 529 6 | 6 | 17 | 43 | 102 | 207 | 483 | 483 7 | 7 | 19 | 44 | 104 | 206 | 483 | 483 8 | 8 | 19 | 44 | 102 | 205 | 482 | 482 9 | 8 | 19 | 43 | 100 | 204 | 481 | 481 10 | 9 | 19 | 43 | 100 | 204 | 480 | 480 11 | 11 | 20 | 43 | 100 | 204 | 480 | 480 12 | 12 | 21 | 43 | 100 | 204 | 480 | 480 13 | 13 | 22 | 43 | 100 | 204 | 481 | 481 14 | 14 | 22 | 43 | 100 | 204 | 481 | 481 15 | 14 | 23 | 44 | 101 | 205 | 481 | 481 16 | 15 | 23 | 44 | 101 | 205 | 481 | 481 17 | 16 | 24 | 45 | 102 | 206 | 482 | 482 18 | 17 | 24 | 45 | 102 | 206 | 483 | 483 19 | 18 | 25 | 46 | 103 | 207 | 483 | 483 20 | 19 | 26 | 47 | 104 | 208 | 484 | 484 21 | 19 | 27 | 48 | 105 | 209 | 485 | 485 22 | 21 | 27 | 48 | 105 | 209 | 486 | 486 23 | 22 | 28 | 49 | 106 | 210 | 486 | 486 24 | 23 | 28 | 49 | 106 | 210 | 487 | 487 25 | 23 | 29 | 50 | 107 | 211 | 487 | 487 26 | 24 | 29 | 50 | 107 | 211 | 488 | 488 27 | 25 | 30 | 50 | 107 | 211 | 488 | 488 28 | 25 | 30 | 51 | 108 | 212 | 488 | 488 29 | 26 | 30 | 51 | 108 | 212 | 488 | 488 30 | 27 | 30 | 51 | 108 | 212 | 489 | 489 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 | 50 | 63 | 85 | 151 | 266 | 542 | 1 192 2 | 50 | 63 | 86 | 152 | 266 | 543 | 965 3 | 52 | 66 | 87 | 147 | 263 | 539 | 791 4 | 52 | 67 | 89 | 148 | 261 | 538 | 658 5 | 53 | 69 | 93 | 151 | 260 | 537 | 556 6 | 54 | 71 | 96 | 155 | 260 | 536 | 536 7 | 54 | 72 | 97 | 156 | 259 | 535 | 535 8 | 53 | 72 | 97 | 155 | 258 | 535 | 535 9 | 53 | 72 | 96 | 154 | 258 | 534 | 534 10 | 52 | 72 | 95 | 153 | 257 | 533 | 533 11 | 52 | 72 | 94 | 151 | 256 | 532 | 532 12 | 51 | 72 | 93 | 150 | 254 | 531 | 531 13 | 50 | 71 | 92 | 149 | 253 | 529 | 529 14 | 49 | 70 | 91 | 148 | 252 | 528 | 528 15 | 48 | 69 | 90 | 147 | 251 | 527 | 527 16 | 47 | 68 | 88 | 145 | 250 | 526 | 526 17 | 46 | 67 | 88 | 145 | 249 | 525 | 525 18 | 45 | 66 | 87 | 144 | 248 | 524 | 524 19 | 44 | 65 | 86 | 143 | 247 | 524 | 524 20 | 44 | 65 | 86 | 143 | 247 | 523 | 523 21 | 43 | 64 | 85 | 142 | 246 | 523 | 523 22 | 43 | 64 | 85 | 142 | 246 | 522 | 522 23 | 42 | 63 | 84 | 141 | 245 | 522 | 522 24 | 42 | 63 | 83 | 140 | 245 | 521 | 521 25 | 41 | 62 | 83 | 140 | 244 | 520 | 520 26 | 40 | 61 | 82 | 139 | 243 | 520 | 520 27 | 40 | 61 | 81 | 138 | 243 | 519 | 519 28 | 39 | 60 | 81 | 138 | 242 | 518 | 518 29 | 38 | 59 | 80 | 137 | 241 | 518 | 518 30 | 38 | 59 | 80 | 136 | 241 | 517 | 517 2.23. Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 112 | 125 | 147 | 213 | 328 | 604 | 1 237 2 | 114 | 127 | 149 | 215 | 330 | 606 | 1 004 3 | 117 | 131 | 152 | 212 | 328 | 604 | 827 4 | 120 | 135 | 157 | 216 | 329 | 605 | 691 5 | 122 | 138 | 163 | 220 | 330 | 606 | 606 6 | 124 | 141 | 167 | 225 | 330 | 607 | 607 7 | 126 | 144 | 169 | 228 | 331 | 607 | 607 8 | 126 | 145 | 170 | 228 | 331 | 608 | 608 9 | 126 | 145 | 170 | 227 | 331 | 608 | 608 10 | 127 | 146 | 170 | 227 | 331 | 607 | 607 11 | 127 | 147 | 169 | 226 | 330 | 607 | 607 12 | 126 | 147 | 168 | 225 | 329 | 606 | 606 13 | 125 | 146 | 167 | 224 | 328 | 604 | 604 14 | 124 | 145 | 165 | 222 | 327 | 603 | 603 15 | 122 | 143 | 164 | 221 | 325 | 601 | 601 16 | 120 | 141 | 162 | 219 | 323 | 599 | 599 17 | 118 | 139 | 160 | 217 | 321 | 598 | 598 18 | 116 | 137 | 158 | 215 | 319 | 596 | 596 19 | 115 | 136 | 157 | 213 | 318 | 594 | 594 20 | 113 | 134 | 155 | 212 | 316 | 592 | 592 21 | 111 | 132 | 153 | 210 | 314 | 591 | 591 22 | 110 | 131 | 151 | 208 | 313 | 589 | 589 23 | 108 | 129 | 150 | 207 | 311 | 587 | 587 24 | 106 | 127 | 148 | 205 | 309 | 585 | 585 25 | 104 | 125 | 146 | 203 | 307 | 583 | 583 26 | 102 | 123 | 144 | 201 | 305 | 581 | 581 27 | 100 | 121 | 142 | 199 | 303 | 580 | 580 28 | 99 | 120 | 140 | 197 | 301 | 578 | 578 29 | 97 | 118 | 139 | 196 | 300 | 576 | 576 30 | 95 | 116 | 137 | 194 | 298 | 574 | 574 2.24. Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 165 | 178 | 200 | 266 | 381 | 657 | 1 288 2 | 173 | 186 | 208 | 274 | 389 | 665 | 1 055 3 | 179 | 193 | 215 | 274 | 390 | 666 | 872 4 | 182 | 197 | 219 | 278 | 391 | 668 | 729 5 | 184 | 200 | 225 | 282 | 392 | 668 | 668 6 | 185 | 202 | 228 | 286 | 391 | 668 | 668 7 | 185 | 203 | 229 | 288 | 391 | 667 | 667 8 | 185 | 203 | 228 | 286 | 390 | 666 | 666 9 | 184 | 203 | 227 | 285 | 389 | 665 | 665 10 | 183 | 203 | 226 | 284 | 388 | 664 | 664 11 | 182 | 203 | 225 | 282 | 386 | 663 | 663 12 | 181 | 201 | 223 | 280 | 384 | 660 | 660 13 | 178 | 199 | 220 | 277 | 382 | 658 | 658 14 | 176 | 197 | 218 | 275 | 379 | 655 | 655 15 | 173 | 194 | 215 | 272 | 376 | 652 | 652 16 | 170 | 191 | 212 | 269 | 373 | 649 | 649 17 | 167 | 188 | 209 | 266 | 370 | 647 | 647 18 | 164 | 185 | 206 | 263 | 367 | 644 | 644 19 | 162 | 183 | 203 | 260 | 364 | 641 | 641 20 | 159 | 180 | 201 | 258 | 362 | 638 | 638 21 | 156 | 177 | 198 | 255 | 359 | 635 | 635 22 | 153 | 174 | 195 | 252 | 356 | 632 | 632 23 | 150 | 171 | 192 | 249 | 353 | 629 | 629 24 | 147 | 168 | 189 | 245 | 350 | 626 | 626 25 | 144 | 165 | 185 | 242 | 347 | 623 | 623 26 | 141 | 162 | 183 | 239 | 344 | 620 | 620 27 | 138 | 159 | 180 | 237 | 341 | 617 | 617 28 | 135 | 156 | 177 | 234 | 338 | 614 | 614 29 | 132 | 153 | 174 | 231 | 335 | 612 | 612 30 | 130 | 151 | 171 | 228 | 333 | 609 | 609 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 | 29 | 42 | 64 | 130 | 245 | 521 | 1 127 2 | 30 | 43 | 65 | 131 | 246 | 522 | 917 3 | 32 | 46 | 67 | 127 | 243 | 519 | 755 4 | 33 | 48 | 70 | 129 | 242 | 519 | 630 5 | 35 | 51 | 75 | 133 | 242 | 518 | 532 6 | 35 | 52 | 78 | 137 | 242 | 518 | 518 7 | 36 | 54 | 79 | 138 | 241 | 517 | 517 8 | 35 | 54 | 79 | 137 | 240 | 516 | 516 9 | 34 | 54 | 78 | 135 | 239 | 516 | 516 10 | 34 | 54 | 77 | 135 | 239 | 515 | 515 11 | 34 | 55 | 77 | 134 | 238 | 515 | 515 12 | 34 | 55 | 77 | 134 | 238 | 514 | 514 13 | 34 | 55 | 76 | 133 | 237 | 514 | 514 14 | 34 | 55 | 76 | 133 | 237 | 513 | 513 15 | 34 | 55 | 76 | 133 | 237 | 513 | 513 16 | 34 | 55 | 76 | 133 | 237 | 513 | 513 17 | 34 | 55 | 76 | 133 | 237 | 513 | 513 18 | 34 | 55 | 76 | 133 | 237 | 513 | 513 19 | 34 | 55 | 76 | 133 | 237 | 514 | 514 20 | 35 | 55 | 76 | 133 | 237 | 514 | 514 21 | 35 | 56 | 76 | 133 | 237 | 514 | 514 22 | 35 | 55 | 76 | 133 | 237 | 514 | 514 23 | 34 | 55 | 76 | 133 | 237 | 514 | 514 24 | 34 | 55 | 76 | 133 | 237 | 514 | 514 25 | 34 | 55 | 76 | 133 | 237 | 513 | 513 26 | 34 | 55 | 75 | 132 | 237 | 513 | 513 27 | 33 | 54 | 75 | 132 | 236 | 513 | 513 28 | 33 | 54 | 75 | 132 | 236 | 512 | 512 29 | 33 | 54 | 75 | 131 | 236 | 512 | 512 30 | 32 | 53 | 74 | 131 | 235 | 512 | 512 2.26. Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 28 | 41 | 63 | 129 | 244 | 520 | 1 150 2 | 30 | 43 | 65 | 131 | 246 | 522 | 937 3 | 33 | 47 | 69 | 128 | 244 | 521 | 772 4 | 36 | 51 | 73 | 132 | 245 | 521 | 644 5 | 38 | 54 | 79 | 136 | 246 | 522 | 545 6 | 40 | 57 | 82 | 141 | 246 | 522 | 522 7 | 41 | 59 | 85 | 144 | 246 | 523 | 523 8 | 42 | 60 | 85 | 143 | 247 | 523 | 523 9 | 42 | 61 | 85 | 143 | 247 | 523 | 523 10 | 43 | 63 | 86 | 143 | 247 | 524 | 524 11 | 44 | 64 | 86 | 143 | 248 | 524 | 524 12 | 44 | 65 | 87 | 144 | 248 | 524 | 524 13 | 45 | 66 | 87 | 144 | 248 | 524 | 524 14 | 45 | 66 | 87 | 144 | 248 | 524 | 524 15 | 45 | 66 | 87 | 144 | 248 | 524 | 524 16 | 45 | 66 | 87 | 144 | 248 | 524 | 524 17 | 45 | 66 | 87 | 144 | 248 | 524 | 524 18 | 45 | 66 | 87 | 144 | 248 | 524 | 524 19 | 45 | 66 | 87 | 144 | 248 | 525 | 525 20 | 46 | 67 | 87 | 144 | 249 | 525 | 525 21 | 46 | 67 | 88 | 145 | 249 | 525 | 525 22 | 46 | 67 | 87 | 144 | 249 | 525 | 525 23 | 45 | 66 | 87 | 144 | 248 | 525 | 525 24 | 45 | 66 | 87 | 144 | 248 | 524 | 524 25 | 45 | 66 | 86 | 143 | 247 | 524 | 524 26 | 44 | 65 | 86 | 143 | 247 | 523 | 523 27 | 43 | 64 | 85 | 142 | 246 | 523 | 523 28 | 43 | 64 | 85 | 142 | 246 | 522 | 522 29 | 42 | 63 | 84 | 141 | 245 | 522 | 522 30 | 42 | 63 | 84 | 140 | 245 | 521 | 521 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 | 129 | 142 | 164 | 230 | 345 | 621 | 1 427 2 | 127 | 140 | 162 | 228 | 343 | 620 | 1 152 3 | 128 | 142 | 163 | 223 | 339 | 615 | 942 4 | 129 | 144 | 166 | 225 | 337 | 614 | 781 5 | 129 | 145 | 170 | 227 | 337 | 613 | 657 6 | 129 | 146 | 172 | 230 | 335 | 612 | 612 7 | 130 | 148 | 173 | 232 | 335 | 611 | 611 8 | 129 | 148 | 173 | 231 | 334 | 610 | 610 9 | 128 | 147 | 171 | 229 | 333 | 609 | 609 10 | 128 | 148 | 171 | 228 | 333 | 609 | 609 11 | 128 | 148 | 171 | 228 | 332 | 608 | 608 12 | 127 | 148 | 170 | 227 | 331 | 607 | 607 13 | 127 | 148 | 169 | 226 | 330 | 606 | 606 14 | 126 | 147 | 168 | 224 | 329 | 605 | 605 15 | 124 | 145 | 166 | 223 | 327 | 603 | 603 16 | 122 | 143 | 164 | 221 | 325 | 601 | 601 17 | 119 | 140 | 161 | 218 | 322 | 599 | 599 18 | 118 | 138 | 159 | 216 | 320 | 597 | 597 19 | 116 | 136 | 157 | 214 | 318 | 595 | 595 20 | 113 | 134 | 155 | 212 | 316 | 593 | 593 21 | 111 | 132 | 153 | 210 | 314 | 591 | 591 22 | 109 | 130 | 151 | 208 | 312 | 588 | 588 23 | 107 | 128 | 149 | 206 | 310 | 586 | 586 24 | 105 | 126 | 146 | 203 | 307 | 584 | 584 25 | 102 | 123 | 144 | 201 | 305 | 582 | 582 26 | 100 | 121 | 142 | 199 | 303 | 579 | 579 27 | 98 | 119 | 140 | 197 | 301 | 577 | 577 28 | 96 | 117 | 138 | 195 | 299 | 575 | 575 29 | 94 | 115 | 136 | 193 | 297 | 573 | 573 30 | 92 | 113 | 134 | 191 | 295 | 571 | 571 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 | 102 | 217 | 494 | 1 158 2 | 3 | 16 | 38 | 104 | 219 | 495 | 939 3 | 6 | 20 | 41 | 101 | 217 | 493 | 772 4 | 8 | 23 | 45 | 104 | 217 | 494 | 643 5 | 10 | 27 | 51 | 108 | 218 | 494 | 543 6 | 12 | 29 | 55 | 113 | 218 | 495 | 495 7 | 13 | 31 | 57 | 116 | 218 | 495 | 495 8 | 13 | 32 | 57 | 115 | 218 | 495 | 495 9 | 13 | 33 | 57 | 114 | 218 | 495 | 495 10 | 14 | 34 | 57 | 114 | 218 | 495 | 495 11 | 14 | 34 | 57 | 114 | 218 | 494 | 494 12 | 14 | 35 | 57 | 113 | 218 | 494 | 494 13 | 14 | 35 | 56 | 113 | 217 | 494 | 494 14 | 14 | 35 | 56 | 113 | 217 | 494 | 494 15 | 15 | 35 | 56 | 113 | 217 | 493 | 493 16 | 16 | 35 | 56 | 113 | 217 | 493 | 493 17 | 16 | 35 | 56 | 113 | 217 | 493 | 493 18 | 17 | 35 | 56 | 113 | 217 | 493 | 493 19 | 18 | 35 | 56 | 113 | 217 | 493 | 493 20 | 19 | 36 | 56 | 113 | 218 | 494 | 494 21 | 21 | 36 | 57 | 114 | 218 | 494 | 494 22 | 21 | 36 | 57 | 114 | 218 | 495 | 495 23 | 22 | 36 | 57 | 114 | 218 | 495 | 495 24 | 23 | 37 | 57 | 114 | 219 | 495 | 495 25 | 24 | 37 | 58 | 115 | 219 | 495 | 495 26 | 24 | 37 | 58 | 115 | 219 | 495 | 495 27 | 25 | 37 | 58 | 115 | 219 | 495 | 495 28 | 26 | 37 | 58 | 115 | 219 | 495 | 495 29 | 27 | 37 | 58 | 115 | 219 | 495 | 495 30 | 27 | 37 | 58 | 115 | 219 | 495 | 495 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 | 34 | 47 | 69 | 135 | 250 | 526 | 1 153 2 | 34 | 47 | 69 | 135 | 250 | 526 | 936 3 | 35 | 49 | 70 | 130 | 246 | 522 | 770 4 | 35 | 50 | 72 | 131 | 244 | 520 | 642 5 | 36 | 52 | 76 | 134 | 243 | 519 | 542 6 | 38 | 55 | 80 | 139 | 244 | 520 | 520 7 | 36 | 54 | 79 | 138 | 241 | 517 | 517 8 | 39 | 57 | 82 | 140 | 244 | 520 | 520 9 | 38 | 57 | 81 | 139 | 243 | 519 | 519 10 | 34 | 53 | 77 | 134 | 238 | 514 | 514 11 | 30 | 50 | 73 | 130 | 234 | 510 | 510 12 | 28 | 48 | 70 | 127 | 231 | 507 | 507 13 | 26 | 47 | 68 | 125 | 229 | 505 | 505 14 | 24 | 45 | 66 | 123 | 227 | 503 | 503 15 | 23 | 44 | 65 | 122 | 226 | 502 | 502 16 | 21 | 42 | 63 | 120 | 224 | 501 | 501 17 | 21 | 42 | 63 | 120 | 224 | 500 | 500 18 | 20 | 41 | 62 | 119 | 223 | 500 | 500 19 | 20 | 41 | 62 | 119 | 223 | 499 | 499 20 | 20 | 41 | 62 | 119 | 223 | 499 | 499 21 | 20 | 41 | 62 | 119 | 223 | 499 | 499 22 | 21 | 41 | 62 | 119 | 223 | 499 | 499 23 | 22 | 41 | 62 | 119 | 223 | 499 | 499 24 | 23 | 41 | 61 | 118 | 223 | 499 | 499 25 | 24 | 40 | 61 | 118 | 222 | 499 | 499 26 | 24 | 40 | 61 | 118 | 222 | 499 | 499 27 | 25 | 40 | 61 | 118 | 222 | 499 | 499 28 | 26 | 40 | 61 | 118 | 222 | 498 | 498 29 | 26 | 40 | 61 | 118 | 222 | 498 | 498 30 | 27 | 40 | 61 | 118 | 222 | 498 | 498 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 | 223 | 236 | 258 | 324 | 439 | 715 | 1 976 2 | 218 | 231 | 253 | 319 | 434 | 710 | 1 509 3 | 213 | 227 | 249 | 308 | 425 | 701 | 1 192 4 | 209 | 224 | 246 | 305 | 418 | 694 | 965 5 | 205 | 221 | 245 | 302 | 412 | 688 | 798 6 | 200 | 217 | 243 | 302 | 407 | 683 | 683 7 | 197 | 215 | 240 | 299 | 402 | 678 | 678 8 | 192 | 211 | 236 | 294 | 397 | 674 | 674 9 | 188 | 207 | 231 | 289 | 393 | 669 | 669 10 | 184 | 204 | 227 | 284 | 388 | 665 | 665 11 | 180 | 201 | 223 | 280 | 384 | 661 | 661 12 | 176 | 197 | 219 | 276 | 380 | 656 | 656 13 | 173 | 193 | 215 | 272 | 376 | 652 | 652 14 | 169 | 190 | 211 | 268 | 372 | 648 | 648 15 | 165 | 186 | 207 | 264 | 368 | 644 | 644 16 | 162 | 182 | 203 | 260 | 364 | 641 | 641 17 | 158 | 179 | 200 | 257 | 361 | 637 | 637 18 | 155 | 176 | 197 | 254 | 358 | 634 | 634 19 | 152 | 173 | 194 | 251 | 355 | 631 | 631 20 | 149 | 170 | 191 | 248 | 352 | 628 | 628 21 | 146 | 167 | 188 | 244 | 349 | 625 | 625 22 | 143 | 164 | 185 | 241 | 346 | 622 | 622 23 | 140 | 161 | 182 | 238 | 343 | 619 | 619 24 | 137 | 158 | 179 | 236 | 340 | 616 | 616 25 | 134 | 155 | 176 | 233 | 337 | 613 | 613 26 | 131 | 152 | 173 | 230 | 334 | 610 | 610 27 | 128 | 149 | 170 | 227 | 331 | 608 | 608 28 | 126 | 147 | 168 | 224 | 329 | 605 | 605 29 | 123 | 144 | 165 | 222 | 326 | 602 | 602 30 | 121 | 142 | 163 | 220 | 324 | 600 | 600 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 | 98 | 233 | 509 | 1 186 2 | 8 | 25 | 47 | 98 | 233 | 509 | 960 3 | 9 | 28 | 50 | 95 | 231 | 507 | 788 4 | 12 | 33 | 54 | 93 | 231 | 508 | 656 5 | 16 | 38 | 59 | 96 | 232 | 508 | 553 6 | 18 | 42 | 63 | 94 | 232 | 509 | 509 7 | 19 | 44 | 63 | 89 | 233 | 509 | 509 8 | 18 | 43 | 62 | 89 | 233 | 509 | 509 9 | 19 | 44 | 64 | 92 | 233 | 509 | 509 10 | 21 | 47 | 67 | 95 | 233 | 509 | 509 11 | 23 | 50 | 68 | 98 | 233 | 509 | 509 12 | 24 | 52 | 69 | 99 | 233 | 509 | 509 13 | 26 | 54 | 70 | 99 | 232 | 509 | 509 14 | 26 | 54 | 70 | 99 | 232 | 509 | 509 15 | 26 | 55 | 71 | 99 | 232 | 509 | 509 16 | 26 | 55 | 71 | 99 | 232 | 509 | 509 17 | 26 | 55 | 71 | 99 | 232 | 509 | 509 18 | 26 | 55 | 71 | 99 | 232 | 509 | 509 19 | 26 | 55 | 71 | 99 | 232 | 509 | 509 20 | 26 | 55 | 71 | 99 | 233 | 509 | 509 21 | 26 | 55 | 71 | 99 | 233 | 509 | 509 22 | 26 | 55 | 71 | 99 | 233 | 509 | 509 23 | 26 | 55 | 71 | 99 | 233 | 509 | 509 24 | 26 | 55 | 71 | 99 | 232 | 509 | 509 25 | 26 | 55 | 71 | 99 | 232 | 509 | 509 26 | 26 | 55 | 71 | 99 | 232 | 508 | 508 27 | 26 | 55 | 71 | 99 | 232 | 508 | 508 28 | 26 | 55 | 71 | 99 | 231 | 508 | 508 29 | 27 | 55 | 71 | 99 | 231 | 507 | 507 30 | 27 | 55 | 71 | 99 | 230 | 507 | 507 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 | 12 | 78 | 193 | 469 | 1 103 2 | 1 | 5 | 11 | 77 | 192 | 468 | 899 3 | 2 | 5 | 12 | 71 | 188 | 464 | 741 4 | 4 | 6 | 14 | 73 | 186 | 462 | 618 5 | 4 | 7 | 18 | 76 | 185 | 462 | 523 6 | 6 | 7 | 21 | 80 | 185 | 461 | 461 7 | 7 | 8 | 23 | 82 | 185 | 461 | 461 8 | 8 | 9 | 23 | 81 | 185 | 461 | 461 9 | 8 | 10 | 23 | 81 | 185 | 461 | 461 10 | 9 | 11 | 23 | 81 | 185 | 461 | 461 11 | 11 | 11 | 24 | 81 | 185 | 461 | 461 12 | 12 | 12 | 24 | 81 | 185 | 461 | 461 13 | 13 | 13 | 24 | 81 | 185 | 462 | 462 14 | 14 | 13 | 24 | 81 | 186 | 462 | 462 15 | 14 | 14 | 25 | 82 | 186 | 462 | 462 16 | 15 | 16 | 25 | 82 | 186 | 463 | 463 17 | 16 | 16 | 26 | 83 | 187 | 463 | 463 18 | 17 | 17 | 26 | 83 | 187 | 464 | 464 19 | 18 | 17 | 28 | 84 | 188 | 464 | 464 20 | 18 | 18 | 29 | 84 | 188 | 465 | 465 21 | 19 | 19 | 30 | 85 | 189 | 465 | 465 22 | 21 | 20 | 31 | 85 | 189 | 465 | 465 23 | 22 | 21 | 32 | 85 | 189 | 466 | 466 24 | 22 | 21 | 33 | 85 | 189 | 466 | 466 25 | 23 | 22 | 35 | 85 | 189 | 466 | 466 26 | 24 | 23 | 36 | 85 | 189 | 466 | 466 27 | 25 | 23 | 37 | 85 | 189 | 466 | 466 28 | 25 | 24 | 38 | 85 | 189 | 466 | 466 29 | 26 | 25 | 39 | 85 | 189 | 465 | 465 30 | 27 | 26 | 39 | 85 | 189 | 465 | 465 3\. Other exposures 3.1. Euro Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 20 | 40 | 154 | 298 | 3 177 2 | 1 | 13 | 20 | 40 | 154 | 339 | 2 378 3 | 1 | 14 | 22 | 45 | 150 | 355 | 1 801 4 | 1 | 15 | 25 | 49 | 148 | 355 | 1 394 5 | 2 | 17 | 28 | 51 | 148 | 347 | 1 105 6 | 4 | 20 | 31 | 54 | 148 | 334 | 896 7 | 5 | 22 | 32 | 56 | 148 | 319 | 740 8 | 6 | 23 | 34 | 59 | 148 | 302 | 621 9 | 6 | 24 | 35 | 61 | 148 | 285 | 528 10 | 6 | 25 | 37 | 63 | 148 | 269 | 454 11 | 7 | 25 | 37 | 64 | 148 | 252 | 394 12 | 7 | 25 | 38 | 64 | 148 | 240 | 345 13 | 7 | 25 | 38 | 64 | 148 | 240 | 303 14 | 7 | 25 | 38 | 64 | 148 | 240 | 268 15 | 7 | 25 | 39 | 64 | 148 | 240 | 240 16 | 7 | 25 | 41 | 64 | 148 | 240 | 240 17 | 7 | 25 | 44 | 64 | 148 | 240 | 240 18 | 7 | 25 | 46 | 64 | 148 | 240 | 240 19 | 7 | 25 | 49 | 64 | 148 | 240 | 240 20 | 8 | 25 | 51 | 64 | 148 | 240 | 240 21 | 8 | 25 | 53 | 64 | 148 | 240 | 240 22 | 9 | 25 | 56 | 64 | 148 | 240 | 240 23 | 9 | 25 | 58 | 64 | 148 | 240 | 240 24 | 9 | 25 | 60 | 64 | 148 | 240 | 240 25 | 10 | 25 | 62 | 64 | 148 | 240 | 240 26 | 10 | 25 | 65 | 66 | 148 | 240 | 240 27 | 10 | 25 | 67 | 68 | 148 | 240 | 240 28 | 11 | 25 | 70 | 70 | 148 | 240 | 240 29 | 11 | 26 | 72 | 72 | 148 | 240 | 240 30 | 12 | 26 | 74 | 74 | 148 | 240 | 240 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 | 33 | 54 | 168 | 301 | 3 221 2 | 15 | 27 | 34 | 54 | 168 | 344 | 2 412 3 | 15 | 28 | 36 | 59 | 164 | 359 | 1 828 4 | 15 | 28 | 38 | 62 | 161 | 360 | 1 415 5 | 15 | 30 | 41 | 64 | 160 | 352 | 1 122 6 | 16 | 31 | 42 | 66 | 160 | 339 | 910 7 | 16 | 33 | 43 | 67 | 159 | 324 | 752 8 | 16 | 33 | 44 | 69 | 158 | 307 | 631 9 | 16 | 33 | 45 | 71 | 157 | 290 | 537 10 | 16 | 34 | 46 | 72 | 157 | 273 | 462 11 | 15 | 34 | 46 | 73 | 156 | 256 | 400 12 | 15 | 33 | 46 | 72 | 156 | 248 | 350 13 | 14 | 33 | 45 | 72 | 155 | 247 | 308 14 | 14 | 32 | 45 | 71 | 155 | 247 | 273 15 | 14 | 32 | 44 | 71 | 154 | 246 | 246 16 | 13 | 32 | 44 | 70 | 154 | 246 | 246 17 | 13 | 31 | 45 | 70 | 154 | 246 | 246 18 | 13 | 31 | 47 | 70 | 154 | 246 | 246 19 | 13 | 32 | 49 | 70 | 154 | 246 | 246 20 | 13 | 32 | 52 | 71 | 154 | 246 | 246 21 | 14 | 32 | 54 | 71 | 155 | 247 | 247 22 | 14 | 32 | 56 | 71 | 155 | 247 | 247 23 | 14 | 32 | 59 | 71 | 155 | 247 | 247 24 | 14 | 32 | 61 | 71 | 155 | 247 | 247 25 | 14 | 32 | 64 | 71 | 155 | 247 | 247 26 | 14 | 32 | 66 | 71 | 155 | 247 | 247 27 | 14 | 32 | 69 | 71 | 155 | 247 | 247 28 | 14 | 32 | 71 | 71 | 154 | 246 | 246 29 | 13 | 32 | 73 | 72 | 154 | 246 | 246 30 | 13 | 32 | 76 | 74 | 154 | 246 | 246 3.3. Danish krone Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 1 | 13 | 20 | 40 | 154 | 298 | 3 177 2 | 1 | 13 | 20 | 40 | 154 | 339 | 2 378 3 | 1 | 14 | 22 | 45 | 150 | 355 | 1 801 4 | 1 | 15 | 25 | 49 | 148 | 355 | 1 394 5 | 2 | 17 | 28 | 51 | 148 | 347 | 1 105 6 | 4 | 19 | 30 | 54 | 148 | 334 | 896 7 | 5 | 22 | 32 | 56 | 148 | 319 | 740 8 | 5 | 23 | 33 | 59 | 148 | 302 | 621 9 | 6 | 24 | 35 | 61 | 148 | 285 | 528 10 | 6 | 24 | 37 | 63 | 148 | 269 | 454 11 | 7 | 25 | 37 | 64 | 148 | 252 | 394 12 | 7 | 25 | 37 | 64 | 148 | 240 | 345 13 | 7 | 25 | 37 | 64 | 148 | 240 | 303 14 | 7 | 25 | 37 | 64 | 148 | 240 | 268 15 | 7 | 25 | 39 | 64 | 148 | 240 | 240 16 | 7 | 25 | 41 | 64 | 148 | 240 | 240 17 | 7 | 25 | 44 | 64 | 148 | 240 | 240 18 | 7 | 25 | 46 | 64 | 148 | 240 | 240 19 | 7 | 25 | 49 | 64 | 148 | 240 | 240 20 | 8 | 25 | 51 | 64 | 148 | 240 | 240 21 | 8 | 25 | 53 | 64 | 148 | 240 | 240 22 | 9 | 25 | 56 | 64 | 148 | 240 | 240 23 | 9 | 25 | 58 | 64 | 148 | 240 | 240 24 | 9 | 25 | 60 | 64 | 148 | 240 | 240 25 | 10 | 25 | 62 | 64 | 148 | 240 | 240 26 | 10 | 25 | 65 | 66 | 148 | 240 | 240 27 | 10 | 25 | 67 | 68 | 148 | 240 | 240 28 | 11 | 25 | 70 | 70 | 148 | 240 | 240 29 | 11 | 26 | 72 | 72 | 148 | 240 | 240 30 | 12 | 26 | 74 | 74 | 148 | 240 | 240 3.4. Forint Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 74 | 86 | 93 | 113 | 227 | 321 | 3 323 2 | 71 | 83 | 90 | 110 | 224 | 355 | 2 503 3 | 73 | 86 | 94 | 117 | 222 | 373 | 1 903 4 | 71 | 85 | 95 | 119 | 218 | 375 | 1 476 5 | 70 | 85 | 96 | 119 | 216 | 367 | 1 172 6 | 70 | 86 | 97 | 121 | 214 | 354 | 950 7 | 70 | 87 | 97 | 121 | 212 | 338 | 785 8 | 69 | 86 | 97 | 122 | 211 | 320 | 659 9 | 69 | 86 | 98 | 124 | 210 | 303 | 560 10 | 66 | 84 | 96 | 123 | 207 | 299 | 482 11 | 64 | 83 | 95 | 122 | 205 | 297 | 418 12 | 63 | 82 | 94 | 121 | 204 | 296 | 365 13 | 63 | 81 | 93 | 120 | 204 | 296 | 321 14 | 62 | 81 | 93 | 120 | 203 | 295 | 295 15 | 62 | 81 | 93 | 119 | 203 | 295 | 295 16 | 62 | 80 | 92 | 119 | 202 | 294 | 294 17 | 61 | 80 | 92 | 119 | 202 | 294 | 294 18 | 61 | 79 | 92 | 118 | 202 | 294 | 294 19 | 60 | 79 | 91 | 117 | 201 | 293 | 293 20 | 60 | 78 | 90 | 117 | 201 | 293 | 293 21 | 59 | 78 | 90 | 116 | 200 | 292 | 292 22 | 58 | 77 | 89 | 116 | 199 | 291 | 291 23 | 57 | 76 | 88 | 115 | 198 | 290 | 290 24 | 56 | 75 | 87 | 114 | 197 | 289 | 289 25 | 55 | 74 | 86 | 113 | 196 | 288 | 288 26 | 54 | 73 | 85 | 112 | 195 | 287 | 287 27 | 53 | 72 | 84 | 111 | 194 | 286 | 286 28 | 52 | 71 | 83 | 110 | 193 | 285 | 285 29 | 51 | 70 | 82 | 108 | 192 | 284 | 284 30 | 50 | 69 | 81 | 107 | 191 | 283 | 283 3.5. Krona Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 5 | 17 | 24 | 44 | 158 | 296 | 3 154 2 | 7 | 19 | 25 | 46 | 160 | 338 | 2 366 3 | 8 | 20 | 29 | 52 | 156 | 353 | 1 791 4 | 8 | 22 | 32 | 56 | 155 | 354 | 1 387 5 | 9 | 24 | 35 | 59 | 155 | 346 | 1 099 6 | 11 | 27 | 38 | 61 | 155 | 333 | 891 7 | 12 | 29 | 39 | 63 | 155 | 318 | 736 8 | 12 | 29 | 40 | 65 | 154 | 301 | 618 9 | 12 | 30 | 41 | 67 | 154 | 284 | 526 10 | 12 | 30 | 42 | 69 | 154 | 268 | 452 11 | 12 | 31 | 43 | 70 | 153 | 251 | 393 12 | 12 | 31 | 43 | 70 | 153 | 245 | 343 13 | 13 | 31 | 43 | 70 | 153 | 245 | 302 14 | 13 | 31 | 43 | 70 | 154 | 246 | 268 15 | 13 | 31 | 44 | 70 | 154 | 246 | 246 16 | 13 | 31 | 43 | 70 | 154 | 246 | 246 17 | 13 | 32 | 44 | 70 | 154 | 246 | 246 18 | 13 | 32 | 46 | 71 | 154 | 246 | 246 19 | 14 | 32 | 49 | 71 | 155 | 247 | 247 20 | 14 | 33 | 51 | 71 | 155 | 247 | 247 21 | 15 | 33 | 53 | 72 | 155 | 247 | 247 22 | 15 | 33 | 56 | 72 | 156 | 248 | 248 23 | 15 | 33 | 58 | 72 | 156 | 248 | 248 24 | 15 | 34 | 60 | 72 | 156 | 248 | 248 25 | 15 | 34 | 62 | 72 | 156 | 248 | 248 26 | 15 | 33 | 65 | 72 | 156 | 248 | 248 27 | 15 | 33 | 67 | 72 | 156 | 248 | 248 28 | 15 | 33 | 70 | 72 | 156 | 248 | 248 29 | 15 | 33 | 72 | 72 | 156 | 248 | 248 30 | 15 | 33 | 75 | 74 | 155 | 247 | 247 3.6. Lev Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 12 | 19 | 40 | 154 | 298 | 3 175 2 | 0 | 12 | 19 | 40 | 154 | 339 | 2 376 3 | 1 | 13 | 21 | 45 | 149 | 354 | 1 800 4 | 1 | 14 | 24 | 48 | 147 | 355 | 1 393 5 | 1 | 16 | 27 | 51 | 147 | 347 | 1 104 6 | 3 | 19 | 30 | 54 | 147 | 334 | 895 7 | 5 | 21 | 31 | 56 | 147 | 319 | 739 8 | 5 | 22 | 33 | 58 | 147 | 302 | 621 9 | 5 | 23 | 34 | 60 | 147 | 285 | 528 10 | 6 | 24 | 36 | 62 | 147 | 268 | 454 11 | 6 | 24 | 36 | 63 | 147 | 252 | 394 12 | 6 | 24 | 37 | 63 | 147 | 239 | 344 13 | 6 | 25 | 37 | 63 | 147 | 239 | 303 14 | 6 | 25 | 37 | 63 | 147 | 239 | 268 15 | 6 | 25 | 39 | 63 | 147 | 239 | 239 16 | 6 | 25 | 41 | 63 | 147 | 239 | 239 17 | 6 | 25 | 44 | 63 | 147 | 239 | 239 18 | 6 | 25 | 46 | 63 | 147 | 239 | 239 19 | 7 | 25 | 48 | 63 | 147 | 239 | 239 20 | 8 | 25 | 51 | 63 | 147 | 239 | 239 21 | 8 | 25 | 53 | 63 | 147 | 239 | 239 22 | 9 | 25 | 56 | 63 | 147 | 239 | 239 23 | 9 | 25 | 58 | 63 | 147 | 239 | 239 24 | 9 | 25 | 60 | 63 | 147 | 239 | 239 25 | 10 | 25 | 62 | 64 | 147 | 239 | 239 26 | 10 | 25 | 65 | 66 | 147 | 239 | 239 27 | 10 | 25 | 67 | 68 | 147 | 239 | 239 28 | 11 | 25 | 70 | 70 | 147 | 239 | 239 29 | 11 | 26 | 72 | 72 | 147 | 239 | 239 30 | 12 | 26 | 74 | 74 | 147 | 239 | 239 3.7. Pound sterling Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 10 | 21 | 44 | 173 | 304 | 3 252 2 | 0 | 10 | 21 | 44 | 173 | 346 | 2 434 3 | 1 | 10 | 23 | 49 | 168 | 362 | 1 842 4 | 1 | 13 | 26 | 54 | 165 | 362 | 1 424 5 | 1 | 16 | 28 | 58 | 164 | 354 | 1 128 6 | 2 | 19 | 33 | 59 | 163 | 340 | 914 7 | 4 | 21 | 36 | 60 | 162 | 325 | 755 8 | 6 | 24 | 38 | 59 | 161 | 308 | 633 9 | 9 | 31 | 42 | 59 | 160 | 290 | 539 10 | 11 | 34 | 42 | 58 | 159 | 273 | 463 11 | 10 | 33 | 42 | 58 | 158 | 257 | 402 12 | 10 | 32 | 42 | 58 | 158 | 250 | 351 13 | 9 | 31 | 43 | 59 | 157 | 249 | 309 14 | 9 | 31 | 43 | 59 | 156 | 248 | 274 15 | 9 | 32 | 44 | 59 | 156 | 248 | 248 16 | 9 | 32 | 44 | 59 | 154 | 246 | 246 17 | 9 | 32 | 45 | 59 | 154 | 246 | 246 18 | 9 | 32 | 47 | 59 | 153 | 245 | 245 19 | 9 | 32 | 49 | 59 | 153 | 245 | 245 20 | 9 | 32 | 52 | 59 | 154 | 246 | 246 21 | 9 | 32 | 55 | 59 | 154 | 246 | 246 22 | 9 | 32 | 57 | 59 | 153 | 245 | 245 23 | 9 | 32 | 59 | 62 | 153 | 245 | 245 24 | 9 | 32 | 61 | 64 | 152 | 244 | 244 25 | 10 | 32 | 64 | 66 | 152 | 244 | 244 26 | 10 | 32 | 66 | 68 | 151 | 243 | 243 27 | 10 | 32 | 69 | 69 | 150 | 242 | 242 28 | 11 | 32 | 71 | 71 | 150 | 242 | 242 29 | 11 | 32 | 73 | 73 | 149 | 241 | 241 30 | 12 | 32 | 76 | 74 | 149 | 241 | 241 3.8. Romanian leu Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 77 | 89 | 96 | 116 | 230 | 324 | 3 307 2 | 76 | 89 | 95 | 116 | 230 | 354 | 2 489 3 | 75 | 88 | 97 | 120 | 224 | 371 | 1 892 4 | 74 | 88 | 98 | 122 | 221 | 373 | 1 468 5 | 73 | 88 | 99 | 123 | 219 | 365 | 1 166 6 | 74 | 89 | 100 | 124 | 218 | 353 | 946 7 | 73 | 90 | 100 | 124 | 216 | 337 | 783 8 | 71 | 89 | 99 | 125 | 214 | 320 | 658 9 | 70 | 88 | 99 | 125 | 212 | 304 | 560 10 | 69 | 87 | 100 | 126 | 211 | 303 | 482 11 | 68 | 87 | 99 | 126 | 209 | 301 | 418 12 | 67 | 85 | 98 | 124 | 208 | 300 | 366 13 | 66 | 84 | 96 | 123 | 207 | 299 | 322 14 | 64 | 83 | 95 | 122 | 205 | 297 | 297 15 | 63 | 82 | 94 | 120 | 204 | 296 | 296 16 | 62 | 80 | 93 | 119 | 203 | 295 | 295 17 | 61 | 80 | 92 | 118 | 202 | 294 | 294 18 | 60 | 79 | 91 | 117 | 201 | 293 | 293 19 | 59 | 78 | 90 | 117 | 200 | 292 | 292 20 | 58 | 77 | 89 | 116 | 199 | 291 | 291 21 | 58 | 76 | 88 | 115 | 198 | 290 | 290 22 | 57 | 75 | 87 | 114 | 197 | 289 | 289 23 | 55 | 74 | 86 | 113 | 196 | 288 | 288 24 | 54 | 73 | 85 | 112 | 195 | 287 | 287 25 | 53 | 72 | 84 | 110 | 194 | 286 | 286 26 | 52 | 71 | 83 | 109 | 193 | 285 | 285 27 | 51 | 69 | 82 | 108 | 192 | 284 | 284 28 | 50 | 68 | 81 | 107 | 191 | 283 | 283 29 | 49 | 67 | 79 | 106 | 190 | 282 | 282 30 | 48 | 66 | 78 | 105 | 189 | 281 | 281 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 | 51 | 63 | 69 | 90 | 204 | 304 | 3 246 2 | 50 | 63 | 69 | 90 | 204 | 348 | 2 447 3 | 50 | 63 | 71 | 94 | 199 | 366 | 1 861 4 | 50 | 63 | 73 | 98 | 196 | 368 | 1 445 5 | 49 | 64 | 75 | 98 | 195 | 360 | 1 147 6 | 49 | 65 | 76 | 100 | 193 | 347 | 931 7 | 50 | 66 | 77 | 101 | 192 | 332 | 769 8 | 49 | 66 | 77 | 102 | 191 | 315 | 646 9 | 48 | 66 | 77 | 103 | 190 | 297 | 550 10 | 47 | 66 | 78 | 104 | 189 | 281 | 473 11 | 47 | 65 | 78 | 104 | 188 | 280 | 410 12 | 46 | 65 | 77 | 104 | 187 | 279 | 359 13 | 46 | 64 | 76 | 103 | 187 | 279 | 315 14 | 45 | 64 | 76 | 102 | 186 | 278 | 279 15 | 45 | 63 | 75 | 102 | 185 | 277 | 277 16 | 44 | 62 | 74 | 101 | 185 | 277 | 277 17 | 43 | 62 | 74 | 101 | 184 | 276 | 276 18 | 43 | 61 | 74 | 100 | 184 | 276 | 276 19 | 42 | 61 | 73 | 100 | 183 | 275 | 275 20 | 42 | 61 | 73 | 100 | 183 | 275 | 275 21 | 42 | 60 | 73 | 99 | 183 | 275 | 275 22 | 41 | 60 | 72 | 99 | 182 | 274 | 274 23 | 41 | 59 | 72 | 98 | 182 | 274 | 274 24 | 40 | 59 | 71 | 98 | 181 | 273 | 273 25 | 40 | 58 | 70 | 97 | 180 | 272 | 272 26 | 39 | 57 | 69 | 96 | 180 | 272 | 272 27 | 38 | 57 | 70 | 95 | 179 | 271 | 271 28 | 37 | 56 | 72 | 95 | 178 | 270 | 270 29 | 37 | 55 | 75 | 94 | 177 | 269 | 269 30 | 36 | 54 | 77 | 93 | 177 | 269 | 269 3.10. Króna Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 86 | 98 | 105 | 125 | 239 | 333 | 3 465 2 | 85 | 98 | 104 | 125 | 239 | 367 | 2 592 3 | 84 | 97 | 105 | 128 | 233 | 382 | 1 959 4 | 83 | 96 | 106 | 131 | 229 | 382 | 1 512 5 | 83 | 97 | 108 | 132 | 228 | 372 | 1 195 6 | 83 | 99 | 110 | 134 | 227 | 358 | 965 7 | 85 | 101 | 111 | 136 | 227 | 340 | 795 8 | 85 | 102 | 113 | 138 | 227 | 321 | 665 9 | 85 | 103 | 114 | 140 | 227 | 319 | 564 10 | 85 | 103 | 116 | 142 | 227 | 319 | 484 11 | 85 | 103 | 116 | 142 | 226 | 318 | 418 12 | 84 | 103 | 115 | 142 | 225 | 317 | 365 13 | 84 | 102 | 114 | 141 | 224 | 316 | 321 14 | 82 | 101 | 113 | 140 | 223 | 315 | 315 15 | 81 | 100 | 112 | 139 | 222 | 314 | 314 16 | 80 | 99 | 111 | 138 | 221 | 313 | 313 17 | 79 | 98 | 110 | 136 | 220 | 312 | 312 18 | 78 | 97 | 109 | 135 | 219 | 311 | 311 19 | 77 | 96 | 108 | 134 | 218 | 310 | 310 20 | 76 | 95 | 107 | 133 | 217 | 309 | 309 21 | 75 | 93 | 106 | 132 | 216 | 308 | 308 22 | 74 | 92 | 104 | 131 | 214 | 306 | 306 23 | 72 | 91 | 103 | 129 | 213 | 305 | 305 24 | 71 | 89 | 101 | 128 | 211 | 303 | 303 25 | 69 | 88 | 100 | 126 | 210 | 302 | 302 26 | 68 | 86 | 98 | 125 | 208 | 300 | 300 27 | 66 | 85 | 97 | 123 | 207 | 299 | 299 28 | 65 | 83 | 95 | 122 | 205 | 297 | 297 29 | 63 | 82 | 94 | 120 | 204 | 296 | 296 30 | 62 | 80 | 92 | 119 | 203 | 295 | 295 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 | 26 | 38 | 44 | 65 | 179 | 302 | 3 230 2 | 26 | 38 | 45 | 66 | 180 | 345 | 2 424 3 | 26 | 38 | 47 | 70 | 174 | 361 | 1 836 4 | 25 | 39 | 49 | 73 | 171 | 361 | 1 420 5 | 25 | 40 | 51 | 74 | 171 | 353 | 1 125 6 | 26 | 42 | 53 | 77 | 170 | 340 | 911 7 | 27 | 43 | 54 | 78 | 169 | 324 | 753 8 | 26 | 43 | 54 | 79 | 168 | 307 | 632 9 | 26 | 44 | 55 | 81 | 168 | 290 | 537 10 | 26 | 44 | 56 | 82 | 167 | 273 | 462 11 | 25 | 44 | 56 | 83 | 166 | 258 | 400 12 | 25 | 43 | 56 | 82 | 166 | 258 | 350 13 | 24 | 43 | 55 | 82 | 165 | 257 | 308 14 | 24 | 42 | 54 | 81 | 165 | 257 | 272 15 | 23 | 42 | 54 | 81 | 164 | 256 | 256 16 | 23 | 41 | 53 | 80 | 163 | 255 | 255 17 | 22 | 41 | 53 | 80 | 163 | 255 | 255 18 | 22 | 41 | 53 | 79 | 163 | 255 | 255 19 | 22 | 41 | 53 | 79 | 163 | 255 | 255 20 | 22 | 41 | 53 | 80 | 163 | 255 | 255 21 | 22 | 41 | 54 | 80 | 163 | 255 | 255 22 | 22 | 41 | 56 | 79 | 163 | 255 | 255 23 | 22 | 41 | 59 | 79 | 163 | 255 | 255 24 | 22 | 40 | 61 | 79 | 163 | 255 | 255 25 | 22 | 40 | 64 | 79 | 162 | 254 | 254 26 | 21 | 40 | 66 | 79 | 162 | 254 | 254 27 | 21 | 39 | 69 | 78 | 162 | 254 | 254 28 | 21 | 39 | 71 | 78 | 162 | 254 | 254 29 | 20 | 39 | 73 | 78 | 161 | 253 | 253 30 | 20 | 39 | 76 | 77 | 161 | 253 | 253 3.12. Swiss franc Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 0 | 4 | 21 | 135 | 287 | 3 055 2 | 0 | 1 | 6 | 22 | 136 | 328 | 2 291 3 | 1 | 1 | 8 | 28 | 132 | 343 | 1 737 4 | 1 | 3 | 11 | 32 | 130 | 344 | 1 347 5 | 1 | 4 | 13 | 34 | 130 | 337 | 1 068 6 | 2 | 4 | 16 | 37 | 130 | 325 | 867 7 | 2 | 5 | 19 | 39 | 130 | 310 | 716 8 | 2 | 7 | 21 | 41 | 130 | 294 | 602 9 | 4 | 7 | 24 | 44 | 130 | 277 | 512 10 | 4 | 9 | 27 | 46 | 130 | 261 | 441 11 | 4 | 9 | 28 | 47 | 131 | 245 | 382 12 | 4 | 10 | 31 | 46 | 130 | 230 | 334 13 | 4 | 11 | 34 | 47 | 131 | 223 | 294 14 | 5 | 12 | 35 | 47 | 131 | 223 | 261 15 | 6 | 13 | 38 | 46 | 130 | 222 | 232 16 | 6 | 13 | 41 | 46 | 129 | 221 | 221 17 | 6 | 15 | 42 | 48 | 129 | 221 | 221 18 | 6 | 15 | 45 | 49 | 129 | 221 | 221 19 | 7 | 17 | 48 | 52 | 129 | 221 | 221 20 | 7 | 17 | 49 | 53 | 130 | 222 | 222 21 | 8 | 18 | 52 | 56 | 130 | 222 | 222 22 | 9 | 19 | 54 | 57 | 130 | 222 | 222 23 | 9 | 20 | 57 | 59 | 130 | 222 | 222 24 | 9 | 20 | 59 | 61 | 130 | 222 | 222 25 | 10 | 22 | 61 | 62 | 130 | 222 | 222 26 | 10 | 22 | 63 | 64 | 131 | 222 | 222 27 | 10 | 24 | 66 | 66 | 132 | 222 | 222 28 | 11 | 24 | 68 | 68 | 133 | 222 | 222 29 | 11 | 25 | 71 | 70 | 134 | 222 | 222 30 | 11 | 26 | 73 | 72 | 135 | 221 | 221 3.13. Australian dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 38 | 50 | 57 | 77 | 191 | 303 | 3 239 2 | 38 | 50 | 57 | 78 | 192 | 346 | 2 430 3 | 38 | 51 | 59 | 82 | 187 | 362 | 1 842 4 | 38 | 51 | 61 | 86 | 184 | 363 | 1 427 5 | 38 | 53 | 64 | 87 | 184 | 355 | 1 132 6 | 39 | 54 | 65 | 89 | 183 | 342 | 918 7 | 40 | 56 | 67 | 91 | 182 | 327 | 759 8 | 39 | 56 | 67 | 92 | 181 | 310 | 637 9 | 39 | 57 | 68 | 94 | 181 | 293 | 542 10 | 39 | 57 | 69 | 95 | 180 | 276 | 466 11 | 38 | 57 | 69 | 95 | 179 | 271 | 405 12 | 38 | 56 | 68 | 95 | 179 | 271 | 354 13 | 37 | 56 | 68 | 94 | 178 | 270 | 311 14 | 37 | 55 | 67 | 94 | 178 | 270 | 276 15 | 36 | 55 | 67 | 93 | 177 | 269 | 269 16 | 35 | 54 | 66 | 93 | 176 | 268 | 268 17 | 35 | 54 | 66 | 92 | 176 | 268 | 268 18 | 35 | 53 | 65 | 92 | 175 | 268 | 268 19 | 34 | 53 | 65 | 92 | 175 | 267 | 267 20 | 34 | 53 | 65 | 91 | 175 | 267 | 267 21 | 34 | 52 | 64 | 91 | 175 | 267 | 267 22 | 33 | 52 | 64 | 91 | 174 | 266 | 266 23 | 33 | 51 | 63 | 90 | 174 | 266 | 266 24 | 32 | 51 | 63 | 89 | 173 | 265 | 265 25 | 31 | 50 | 64 | 89 | 172 | 264 | 264 26 | 31 | 49 | 66 | 88 | 171 | 263 | 263 27 | 30 | 48 | 69 | 87 | 171 | 263 | 263 28 | 29 | 48 | 71 | 86 | 170 | 262 | 262 29 | 28 | 47 | 74 | 86 | 169 | 261 | 261 30 | 28 | 46 | 77 | 85 | 168 | 260 | 260 3.14. Baht Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 10 | 22 | 29 | 50 | 164 | 293 | 3 125 2 | 14 | 26 | 33 | 53 | 167 | 335 | 2 345 3 | 17 | 30 | 38 | 61 | 166 | 351 | 1 780 4 | 19 | 33 | 43 | 67 | 166 | 352 | 1 380 5 | 22 | 36 | 48 | 71 | 167 | 345 | 1 096 6 | 22 | 37 | 48 | 72 | 166 | 333 | 889 7 | 26 | 43 | 53 | 78 | 169 | 318 | 736 8 | 26 | 43 | 54 | 79 | 168 | 302 | 618 9 | 27 | 45 | 56 | 82 | 169 | 285 | 526 10 | 29 | 47 | 59 | 85 | 170 | 268 | 453 11 | 30 | 48 | 61 | 87 | 171 | 263 | 393 12 | 31 | 49 | 61 | 88 | 172 | 264 | 344 13 | 31 | 50 | 62 | 88 | 172 | 264 | 303 14 | 32 | 50 | 62 | 89 | 172 | 264 | 268 15 | 32 | 50 | 62 | 89 | 173 | 265 | 265 16 | 32 | 50 | 62 | 89 | 172 | 264 | 264 17 | 32 | 50 | 62 | 89 | 173 | 265 | 265 18 | 31 | 50 | 62 | 89 | 172 | 264 | 264 19 | 31 | 50 | 62 | 88 | 172 | 264 | 264 20 | 31 | 50 | 62 | 89 | 172 | 264 | 264 21 | 31 | 50 | 62 | 89 | 172 | 264 | 264 22 | 31 | 50 | 62 | 88 | 172 | 264 | 264 23 | 31 | 49 | 61 | 88 | 172 | 264 | 264 24 | 30 | 49 | 61 | 88 | 171 | 263 | 263 25 | 30 | 48 | 62 | 87 | 171 | 263 | 263 26 | 30 | 48 | 65 | 87 | 170 | 262 | 262 27 | 29 | 47 | 67 | 86 | 170 | 262 | 262 28 | 29 | 47 | 70 | 86 | 169 | 261 | 261 29 | 28 | 46 | 72 | 85 | 169 | 261 | 261 30 | 27 | 46 | 75 | 85 | 168 | 260 | 260 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 | 167 | 302 | 3 229 2 | 15 | 27 | 33 | 54 | 168 | 344 | 2 413 3 | 15 | 28 | 36 | 59 | 164 | 359 | 1 826 4 | 16 | 29 | 39 | 63 | 162 | 359 | 1 412 5 | 16 | 31 | 42 | 66 | 162 | 351 | 1 119 6 | 18 | 34 | 45 | 69 | 162 | 338 | 907 7 | 19 | 36 | 46 | 70 | 162 | 322 | 749 8 | 20 | 37 | 48 | 73 | 162 | 306 | 629 9 | 20 | 38 | 49 | 75 | 162 | 289 | 535 10 | 20 | 39 | 51 | 77 | 162 | 272 | 460 11 | 21 | 39 | 51 | 78 | 162 | 255 | 399 12 | 21 | 39 | 52 | 78 | 162 | 254 | 349 13 | 21 | 40 | 52 | 78 | 162 | 254 | 307 14 | 21 | 40 | 52 | 78 | 162 | 254 | 272 15 | 21 | 40 | 52 | 78 | 162 | 254 | 254 16 | 21 | 39 | 52 | 78 | 162 | 254 | 254 17 | 21 | 39 | 52 | 78 | 162 | 254 | 254 18 | 21 | 39 | 52 | 78 | 162 | 254 | 254 19 | 21 | 39 | 52 | 78 | 162 | 254 | 254 20 | 21 | 39 | 52 | 78 | 162 | 254 | 254 21 | 21 | 39 | 53 | 78 | 162 | 254 | 254 22 | 21 | 39 | 56 | 78 | 161 | 253 | 253 23 | 20 | 39 | 59 | 77 | 161 | 253 | 253 24 | 20 | 38 | 61 | 77 | 161 | 253 | 253 25 | 19 | 38 | 64 | 77 | 160 | 252 | 252 26 | 19 | 37 | 66 | 76 | 160 | 252 | 252 27 | 18 | 37 | 68 | 76 | 159 | 251 | 251 28 | 18 | 36 | 71 | 75 | 159 | 251 | 251 29 | 17 | 36 | 73 | 75 | 158 | 250 | 250 30 | 17 | 36 | 76 | 74 | 158 | 250 | 250 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 | 87 | 201 | 302 | 3 229 2 | 50 | 62 | 68 | 89 | 203 | 347 | 2 439 3 | 52 | 65 | 73 | 96 | 201 | 366 | 1 859 4 | 53 | 67 | 77 | 101 | 200 | 368 | 1 445 5 | 55 | 69 | 81 | 104 | 200 | 361 | 1 149 6 | 57 | 72 | 83 | 107 | 201 | 349 | 934 7 | 58 | 75 | 85 | 109 | 201 | 334 | 772 8 | 58 | 76 | 86 | 111 | 201 | 317 | 649 9 | 59 | 76 | 88 | 114 | 200 | 299 | 552 10 | 59 | 77 | 89 | 116 | 200 | 292 | 475 11 | 59 | 77 | 90 | 116 | 200 | 292 | 412 12 | 59 | 77 | 89 | 116 | 200 | 292 | 360 13 | 58 | 76 | 89 | 115 | 199 | 291 | 317 14 | 57 | 76 | 88 | 115 | 198 | 290 | 290 15 | 57 | 75 | 87 | 114 | 197 | 289 | 289 16 | 56 | 74 | 87 | 113 | 197 | 289 | 289 17 | 55 | 74 | 86 | 113 | 196 | 288 | 288 18 | 55 | 73 | 85 | 112 | 196 | 288 | 288 19 | 54 | 73 | 85 | 112 | 195 | 287 | 287 20 | 54 | 72 | 84 | 111 | 195 | 287 | 287 21 | 53 | 71 | 84 | 110 | 194 | 286 | 286 22 | 52 | 71 | 83 | 109 | 193 | 285 | 285 23 | 51 | 70 | 82 | 109 | 192 | 284 | 284 24 | 50 | 69 | 81 | 108 | 191 | 283 | 283 25 | 50 | 68 | 80 | 107 | 190 | 282 | 282 26 | 49 | 67 | 79 | 106 | 189 | 281 | 281 27 | 48 | 66 | 78 | 105 | 189 | 281 | 281 28 | 47 | 65 | 77 | 104 | 188 | 280 | 280 29 | 46 | 64 | 77 | 103 | 187 | 279 | 279 30 | 45 | 63 | 78 | 102 | 186 | 278 | 278 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 | 233 | 326 | 3 388 2 | 85 | 97 | 103 | 124 | 238 | 366 | 2 583 3 | 86 | 99 | 107 | 131 | 235 | 388 | 1 978 4 | 87 | 101 | 111 | 135 | 234 | 391 | 1 540 5 | 90 | 105 | 116 | 139 | 236 | 384 | 1 225 6 | 93 | 109 | 120 | 144 | 237 | 371 | 995 7 | 95 | 112 | 122 | 146 | 238 | 355 | 823 8 | 97 | 114 | 125 | 150 | 239 | 337 | 692 9 | 98 | 116 | 127 | 153 | 240 | 332 | 589 10 | 99 | 117 | 129 | 156 | 240 | 332 | 507 11 | 99 | 117 | 129 | 156 | 240 | 332 | 440 12 | 98 | 117 | 129 | 156 | 239 | 331 | 384 13 | 97 | 116 | 128 | 154 | 238 | 330 | 338 14 | 96 | 114 | 127 | 153 | 237 | 329 | 329 15 | 94 | 113 | 125 | 152 | 235 | 327 | 327 16 | 93 | 112 | 124 | 150 | 234 | 326 | 326 17 | 92 | 110 | 122 | 149 | 233 | 325 | 325 18 | 90 | 109 | 121 | 148 | 231 | 323 | 323 19 | 89 | 107 | 120 | 146 | 230 | 322 | 322 20 | 88 | 106 | 118 | 145 | 228 | 320 | 320 21 | 86 | 104 | 117 | 143 | 227 | 319 | 319 22 | 84 | 103 | 115 | 142 | 225 | 317 | 317 23 | 83 | 101 | 113 | 140 | 224 | 316 | 316 24 | 81 | 99 | 112 | 138 | 222 | 314 | 314 25 | 79 | 98 | 110 | 136 | 220 | 312 | 312 26 | 77 | 96 | 108 | 135 | 218 | 310 | 310 27 | 76 | 94 | 106 | 133 | 217 | 309 | 309 28 | 74 | 92 | 105 | 131 | 215 | 307 | 307 29 | 72 | 91 | 103 | 130 | 213 | 305 | 305 30 | 71 | 89 | 101 | 128 | 212 | 304 | 304 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 | 161 | 302 | 3 222 2 | 10 | 22 | 29 | 50 | 164 | 343 | 2 410 3 | 12 | 25 | 33 | 56 | 161 | 359 | 1 825 4 | 14 | 28 | 37 | 62 | 160 | 359 | 1 412 5 | 16 | 30 | 42 | 65 | 161 | 351 | 1 119 6 | 18 | 33 | 44 | 68 | 162 | 338 | 906 7 | 19 | 36 | 46 | 70 | 162 | 322 | 749 8 | 20 | 37 | 48 | 73 | 162 | 305 | 628 9 | 20 | 38 | 49 | 75 | 162 | 288 | 534 10 | 20 | 38 | 51 | 77 | 162 | 271 | 459 11 | 20 | 39 | 51 | 78 | 162 | 255 | 399 12 | 20 | 39 | 51 | 78 | 161 | 253 | 348 13 | 20 | 38 | 50 | 77 | 161 | 253 | 307 14 | 19 | 38 | 50 | 77 | 160 | 252 | 271 15 | 19 | 37 | 49 | 76 | 160 | 252 | 252 16 | 18 | 37 | 49 | 75 | 159 | 251 | 251 17 | 18 | 36 | 49 | 75 | 159 | 251 | 251 18 | 18 | 36 | 48 | 75 | 159 | 251 | 251 19 | 18 | 36 | 49 | 75 | 159 | 251 | 251 20 | 18 | 36 | 52 | 75 | 159 | 251 | 251 21 | 18 | 36 | 53 | 75 | 159 | 251 | 251 22 | 18 | 36 | 56 | 75 | 159 | 251 | 251 23 | 18 | 36 | 59 | 75 | 159 | 251 | 251 24 | 18 | 36 | 61 | 75 | 159 | 251 | 251 25 | 18 | 36 | 64 | 75 | 158 | 250 | 250 26 | 17 | 36 | 66 | 75 | 158 | 250 | 250 27 | 17 | 36 | 69 | 74 | 158 | 250 | 250 28 | 17 | 35 | 71 | 74 | 158 | 250 | 250 29 | 17 | 35 | 73 | 74 | 158 | 250 | 250 30 | 16 | 35 | 76 | 74 | 157 | 249 | 249 3.19. Indian rupee Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 88 | 100 | 107 | 127 | 241 | 335 | 3 351 2 | 89 | 102 | 108 | 129 | 243 | 357 | 2 513 3 | 90 | 103 | 111 | 134 | 239 | 373 | 1 906 4 | 91 | 105 | 114 | 139 | 237 | 374 | 1 477 5 | 92 | 107 | 118 | 141 | 237 | 366 | 1 171 6 | 93 | 109 | 120 | 144 | 237 | 353 | 949 7 | 94 | 111 | 121 | 146 | 237 | 337 | 784 8 | 95 | 112 | 123 | 148 | 237 | 329 | 658 9 | 94 | 112 | 123 | 150 | 236 | 328 | 559 10 | 93 | 112 | 124 | 150 | 235 | 327 | 480 11 | 92 | 111 | 123 | 150 | 233 | 325 | 416 12 | 91 | 109 | 122 | 148 | 232 | 324 | 364 13 | 89 | 108 | 120 | 147 | 230 | 322 | 322 14 | 88 | 106 | 118 | 145 | 228 | 320 | 320 15 | 86 | 104 | 117 | 143 | 227 | 319 | 319 16 | 84 | 103 | 115 | 142 | 225 | 317 | 317 17 | 83 | 101 | 114 | 140 | 224 | 316 | 316 18 | 82 | 100 | 112 | 139 | 222 | 314 | 314 19 | 80 | 99 | 111 | 138 | 221 | 313 | 313 20 | 79 | 98 | 110 | 137 | 220 | 312 | 312 21 | 78 | 97 | 109 | 136 | 219 | 311 | 311 22 | 77 | 96 | 108 | 134 | 218 | 310 | 310 23 | 76 | 94 | 107 | 133 | 217 | 309 | 309 24 | 75 | 93 | 105 | 132 | 216 | 308 | 308 25 | 74 | 92 | 104 | 131 | 214 | 306 | 306 26 | 72 | 91 | 103 | 130 | 213 | 305 | 305 27 | 71 | 90 | 102 | 128 | 212 | 304 | 304 28 | 70 | 89 | 101 | 127 | 211 | 303 | 303 29 | 69 | 87 | 100 | 126 | 210 | 302 | 302 30 | 68 | 86 | 99 | 125 | 209 | 301 | 301 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 | 294 | 306 | 312 | 333 | 447 | 541 | 3 570 2 | 85 | 97 | 103 | 124 | 238 | 376 | 2 671 3 | 86 | 99 | 107 | 130 | 235 | 393 | 2 019 4 | 88 | 102 | 112 | 136 | 234 | 393 | 1 560 5 | 90 | 104 | 116 | 139 | 235 | 384 | 1 234 6 | 92 | 107 | 118 | 142 | 236 | 369 | 999 7 | 94 | 110 | 121 | 145 | 236 | 352 | 825 8 | 95 | 112 | 123 | 148 | 237 | 334 | 692 9 | 95 | 113 | 124 | 151 | 237 | 329 | 588 10 | 95 | 114 | 126 | 152 | 237 | 329 | 505 11 | 96 | 114 | 126 | 153 | 237 | 329 | 437 12 | 96 | 114 | 126 | 153 | 237 | 329 | 382 13 | 96 | 114 | 127 | 153 | 237 | 329 | 335 14 | 96 | 115 | 127 | 154 | 237 | 329 | 329 15 | 97 | 115 | 128 | 154 | 238 | 330 | 330 16 | 98 | 116 | 128 | 155 | 239 | 331 | 331 17 | 98 | 117 | 129 | 156 | 239 | 331 | 331 18 | 99 | 118 | 130 | 157 | 240 | 332 | 332 19 | 100 | 118 | 130 | 157 | 241 | 333 | 333 20 | 100 | 119 | 131 | 157 | 241 | 333 | 333 21 | 100 | 119 | 131 | 157 | 241 | 333 | 333 22 | 100 | 118 | 130 | 157 | 240 | 332 | 332 23 | 99 | 117 | 129 | 156 | 240 | 332 | 332 24 | 98 | 116 | 128 | 155 | 239 | 331 | 331 25 | 97 | 115 | 127 | 154 | 237 | 329 | 329 26 | 95 | 114 | 126 | 153 | 236 | 328 | 328 27 | 94 | 112 | 125 | 151 | 235 | 327 | 327 28 | 92 | 111 | 123 | 150 | 233 | 325 | 325 29 | 91 | 109 | 122 | 148 | 232 | 324 | 324 30 | 89 | 108 | 120 | 147 | 230 | 322 | 322 3.21. New Taiwan dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 0 | 4 | 11 | 31 | 145 | 288 | 3 061 2 | 0 | 4 | 11 | 32 | 146 | 329 | 2 301 3 | 1 | 5 | 13 | 36 | 141 | 346 | 1 748 4 | 1 | 6 | 16 | 40 | 138 | 347 | 1 356 5 | 1 | 7 | 18 | 41 | 138 | 340 | 1 077 6 | 2 | 9 | 20 | 44 | 137 | 327 | 874 7 | 2 | 11 | 21 | 45 | 136 | 312 | 722 8 | 2 | 11 | 22 | 47 | 136 | 296 | 607 9 | 4 | 11 | 24 | 48 | 135 | 280 | 516 10 | 4 | 11 | 27 | 50 | 134 | 263 | 444 11 | 4 | 12 | 29 | 50 | 134 | 247 | 385 12 | 4 | 12 | 31 | 51 | 134 | 232 | 337 13 | 5 | 12 | 34 | 51 | 134 | 226 | 297 14 | 5 | 12 | 36 | 51 | 135 | 227 | 263 15 | 6 | 13 | 38 | 52 | 135 | 227 | 234 16 | 6 | 13 | 41 | 52 | 135 | 227 | 227 17 | 6 | 15 | 43 | 52 | 136 | 228 | 228 18 | 6 | 15 | 45 | 53 | 137 | 229 | 229 19 | 7 | 17 | 48 | 54 | 137 | 229 | 229 20 | 7 | 17 | 50 | 55 | 138 | 230 | 230 21 | 8 | 18 | 52 | 56 | 139 | 231 | 231 22 | 9 | 19 | 55 | 57 | 140 | 232 | 232 23 | 9 | 20 | 57 | 59 | 140 | 232 | 232 24 | 9 | 21 | 60 | 62 | 141 | 233 | 233 25 | 10 | 22 | 62 | 64 | 141 | 233 | 233 26 | 10 | 22 | 65 | 66 | 141 | 233 | 233 27 | 10 | 24 | 67 | 67 | 142 | 234 | 234 28 | 11 | 24 | 70 | 69 | 142 | 234 | 234 29 | 11 | 26 | 72 | 71 | 142 | 234 | 234 30 | 11 | 26 | 74 | 72 | 142 | 234 | 234 3.22. New Zealand dollar Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 45 | 57 | 64 | 84 | 198 | 306 | 3 276 2 | 46 | 58 | 64 | 85 | 199 | 348 | 2 450 3 | 45 | 58 | 67 | 90 | 194 | 364 | 1 853 4 | 45 | 59 | 69 | 93 | 192 | 364 | 1 434 5 | 45 | 60 | 71 | 94 | 191 | 356 | 1 136 6 | 46 | 62 | 73 | 97 | 190 | 343 | 921 7 | 47 | 63 | 74 | 98 | 189 | 327 | 761 8 | 47 | 64 | 75 | 100 | 189 | 310 | 638 9 | 46 | 64 | 76 | 102 | 188 | 293 | 543 10 | 46 | 64 | 76 | 102 | 187 | 279 | 467 11 | 45 | 63 | 75 | 102 | 186 | 278 | 405 12 | 44 | 62 | 74 | 101 | 185 | 277 | 354 13 | 43 | 61 | 73 | 100 | 183 | 275 | 312 14 | 41 | 60 | 72 | 99 | 182 | 274 | 276 15 | 40 | 59 | 71 | 98 | 181 | 273 | 273 16 | 39 | 57 | 70 | 96 | 180 | 272 | 272 17 | 38 | 57 | 69 | 95 | 179 | 271 | 271 18 | 37 | 56 | 68 | 95 | 178 | 270 | 270 19 | 37 | 55 | 67 | 94 | 178 | 270 | 270 20 | 36 | 55 | 67 | 94 | 177 | 269 | 269 21 | 36 | 54 | 67 | 93 | 177 | 269 | 269 22 | 35 | 54 | 66 | 93 | 176 | 268 | 268 23 | 35 | 53 | 65 | 92 | 176 | 268 | 268 24 | 34 | 52 | 65 | 91 | 175 | 267 | 267 25 | 33 | 52 | 65 | 91 | 174 | 266 | 266 26 | 33 | 51 | 66 | 90 | 174 | 266 | 266 27 | 32 | 50 | 69 | 89 | 173 | 265 | 265 28 | 31 | 50 | 72 | 89 | 172 | 264 | 264 29 | 31 | 49 | 75 | 88 | 172 | 264 | 264 30 | 30 | 49 | 77 | 87 | 171 | 263 | 263 3.23. Rand Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 107 | 120 | 126 | 147 | 261 | 354 | 3 408 2 | 109 | 121 | 128 | 148 | 262 | 362 | 2 558 3 | 111 | 124 | 132 | 155 | 260 | 380 | 1 943 4 | 112 | 126 | 136 | 160 | 259 | 382 | 1 508 5 | 115 | 129 | 140 | 164 | 260 | 375 | 1 199 6 | 117 | 132 | 143 | 167 | 261 | 362 | 974 7 | 119 | 135 | 146 | 170 | 261 | 353 | 807 8 | 119 | 137 | 147 | 172 | 262 | 354 | 680 9 | 120 | 137 | 149 | 175 | 262 | 354 | 579 10 | 120 | 138 | 150 | 177 | 261 | 353 | 499 11 | 120 | 138 | 150 | 177 | 261 | 353 | 434 12 | 119 | 137 | 149 | 176 | 260 | 352 | 380 13 | 117 | 136 | 148 | 175 | 258 | 350 | 350 14 | 116 | 134 | 147 | 173 | 257 | 349 | 349 15 | 114 | 133 | 145 | 172 | 255 | 347 | 347 16 | 112 | 131 | 143 | 170 | 253 | 345 | 345 17 | 111 | 129 | 141 | 168 | 252 | 344 | 344 18 | 109 | 127 | 140 | 166 | 250 | 342 | 342 19 | 107 | 126 | 138 | 164 | 248 | 340 | 340 20 | 106 | 124 | 136 | 163 | 246 | 338 | 338 21 | 104 | 122 | 134 | 161 | 245 | 337 | 337 22 | 102 | 120 | 133 | 159 | 243 | 335 | 335 23 | 100 | 119 | 131 | 157 | 241 | 333 | 333 24 | 98 | 117 | 129 | 156 | 239 | 331 | 331 25 | 96 | 115 | 127 | 154 | 237 | 329 | 329 26 | 95 | 113 | 125 | 152 | 235 | 327 | 327 27 | 93 | 111 | 123 | 150 | 234 | 326 | 326 28 | 91 | 109 | 122 | 148 | 232 | 324 | 324 29 | 89 | 108 | 120 | 146 | 230 | 322 | 322 30 | 88 | 106 | 118 | 145 | 228 | 320 | 320 3.24. Real Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 160 | 172 | 179 | 199 | 313 | 407 | 3 561 2 | 168 | 180 | 187 | 208 | 322 | 415 | 2 697 3 | 173 | 186 | 194 | 217 | 322 | 415 | 2 056 4 | 175 | 189 | 199 | 223 | 322 | 414 | 1 596 5 | 177 | 191 | 202 | 226 | 322 | 414 | 1 267 6 | 178 | 193 | 204 | 228 | 322 | 414 | 1 027 7 | 178 | 195 | 205 | 229 | 321 | 413 | 849 8 | 178 | 195 | 206 | 231 | 320 | 412 | 712 9 | 177 | 195 | 206 | 233 | 319 | 411 | 605 10 | 177 | 195 | 207 | 234 | 318 | 410 | 520 11 | 175 | 194 | 206 | 233 | 317 | 409 | 451 12 | 173 | 192 | 204 | 231 | 314 | 406 | 406 13 | 171 | 189 | 202 | 228 | 312 | 404 | 404 14 | 168 | 187 | 199 | 226 | 309 | 401 | 401 15 | 165 | 184 | 196 | 223 | 306 | 398 | 398 16 | 163 | 181 | 193 | 220 | 303 | 395 | 395 17 | 160 | 178 | 190 | 217 | 301 | 393 | 393 18 | 157 | 175 | 187 | 214 | 298 | 390 | 390 19 | 154 | 172 | 185 | 211 | 295 | 387 | 387 20 | 151 | 170 | 182 | 208 | 292 | 384 | 384 21 | 148 | 167 | 179 | 205 | 289 | 381 | 381 22 | 145 | 164 | 176 | 202 | 286 | 378 | 378 23 | 142 | 161 | 173 | 199 | 283 | 375 | 375 24 | 139 | 158 | 170 | 196 | 280 | 372 | 372 25 | 136 | 155 | 167 | 193 | 277 | 369 | 369 26 | 133 | 152 | 164 | 190 | 274 | 366 | 366 27 | 130 | 149 | 161 | 187 | 271 | 363 | 363 28 | 127 | 146 | 158 | 185 | 268 | 360 | 360 29 | 125 | 143 | 155 | 182 | 266 | 358 | 358 30 | 122 | 140 | 153 | 179 | 263 | 355 | 355 3.25. Renminbi-yuan Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 24 | 36 | 43 | 64 | 178 | 290 | 3 088 2 | 25 | 38 | 44 | 65 | 179 | 332 | 2 319 3 | 26 | 39 | 47 | 70 | 175 | 348 | 1 760 4 | 26 | 40 | 50 | 74 | 173 | 349 | 1 365 5 | 27 | 42 | 53 | 76 | 172 | 342 | 1 084 6 | 28 | 44 | 55 | 79 | 172 | 329 | 879 7 | 29 | 45 | 56 | 80 | 171 | 314 | 727 8 | 28 | 45 | 56 | 81 | 170 | 298 | 611 9 | 28 | 46 | 57 | 83 | 170 | 282 | 520 10 | 28 | 46 | 58 | 85 | 169 | 265 | 447 11 | 27 | 46 | 58 | 85 | 169 | 261 | 389 12 | 27 | 46 | 58 | 84 | 168 | 260 | 340 13 | 27 | 45 | 57 | 84 | 168 | 260 | 299 14 | 26 | 45 | 57 | 84 | 167 | 259 | 265 15 | 26 | 45 | 57 | 84 | 167 | 259 | 259 16 | 26 | 45 | 57 | 84 | 167 | 259 | 259 17 | 26 | 45 | 57 | 84 | 167 | 259 | 259 18 | 27 | 45 | 57 | 84 | 167 | 259 | 259 19 | 27 | 45 | 57 | 84 | 168 | 260 | 260 20 | 27 | 45 | 58 | 84 | 168 | 260 | 260 21 | 27 | 45 | 58 | 84 | 168 | 260 | 260 22 | 27 | 45 | 58 | 84 | 168 | 260 | 260 23 | 27 | 45 | 57 | 84 | 168 | 260 | 260 24 | 27 | 45 | 60 | 84 | 167 | 259 | 259 25 | 26 | 45 | 62 | 84 | 167 | 259 | 259 26 | 26 | 45 | 65 | 83 | 167 | 259 | 259 27 | 26 | 44 | 67 | 83 | 167 | 259 | 259 28 | 25 | 44 | 70 | 83 | 166 | 258 | 258 29 | 25 | 44 | 72 | 82 | 166 | 258 | 258 30 | 25 | 43 | 75 | 82 | 166 | 258 | 258 3.26. Ringgit Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 23 | 35 | 42 | 62 | 176 | 296 | 3 154 2 | 25 | 37 | 44 | 64 | 178 | 339 | 2 373 3 | 27 | 40 | 48 | 71 | 176 | 356 | 1 804 4 | 28 | 42 | 52 | 76 | 175 | 357 | 1 399 5 | 30 | 45 | 56 | 79 | 176 | 350 | 1 111 6 | 32 | 48 | 59 | 83 | 176 | 337 | 902 7 | 34 | 51 | 61 | 85 | 177 | 322 | 745 8 | 35 | 52 | 63 | 88 | 177 | 305 | 626 9 | 35 | 53 | 64 | 91 | 177 | 289 | 533 10 | 36 | 54 | 66 | 93 | 178 | 272 | 458 11 | 37 | 55 | 67 | 94 | 178 | 270 | 398 12 | 37 | 56 | 68 | 95 | 178 | 270 | 348 13 | 37 | 56 | 68 | 95 | 178 | 270 | 306 14 | 37 | 56 | 68 | 95 | 178 | 270 | 271 15 | 37 | 56 | 68 | 95 | 178 | 270 | 270 16 | 37 | 56 | 68 | 94 | 178 | 270 | 270 17 | 37 | 56 | 68 | 95 | 178 | 270 | 270 18 | 37 | 56 | 68 | 95 | 178 | 270 | 270 19 | 38 | 56 | 68 | 95 | 179 | 271 | 271 20 | 38 | 56 | 69 | 95 | 179 | 271 | 271 21 | 38 | 57 | 69 | 95 | 179 | 271 | 271 22 | 38 | 56 | 69 | 95 | 179 | 271 | 271 23 | 38 | 56 | 68 | 95 | 179 | 271 | 271 24 | 37 | 56 | 68 | 95 | 178 | 270 | 270 25 | 37 | 55 | 68 | 94 | 178 | 270 | 270 26 | 36 | 55 | 67 | 94 | 177 | 269 | 269 27 | 36 | 54 | 69 | 93 | 177 | 269 | 269 28 | 35 | 54 | 71 | 93 | 176 | 268 | 268 29 | 35 | 53 | 73 | 92 | 176 | 268 | 268 30 | 34 | 53 | 76 | 91 | 175 | 267 | 267 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 | 124 | 137 | 143 | 164 | 278 | 371 | 3 971 2 | 123 | 135 | 141 | 162 | 276 | 414 | 2 969 3 | 122 | 134 | 143 | 166 | 270 | 431 | 2 240 4 | 121 | 135 | 145 | 169 | 268 | 430 | 1 725 5 | 122 | 136 | 147 | 171 | 267 | 419 | 1 360 6 | 122 | 138 | 148 | 172 | 266 | 402 | 1 097 7 | 123 | 139 | 150 | 174 | 265 | 382 | 903 8 | 122 | 139 | 150 | 175 | 264 | 362 | 755 9 | 122 | 139 | 151 | 177 | 263 | 355 | 640 10 | 122 | 140 | 152 | 178 | 263 | 355 | 549 11 | 121 | 139 | 152 | 178 | 262 | 354 | 476 12 | 120 | 139 | 151 | 178 | 261 | 353 | 415 13 | 119 | 138 | 150 | 177 | 260 | 352 | 365 14 | 118 | 137 | 149 | 175 | 259 | 351 | 351 15 | 116 | 135 | 147 | 173 | 257 | 349 | 349 16 | 114 | 133 | 145 | 172 | 255 | 347 | 347 17 | 112 | 130 | 143 | 169 | 253 | 345 | 345 18 | 110 | 128 | 141 | 167 | 251 | 343 | 343 19 | 108 | 126 | 139 | 165 | 249 | 341 | 341 20 | 106 | 124 | 137 | 163 | 247 | 339 | 339 21 | 104 | 122 | 134 | 161 | 244 | 336 | 336 22 | 101 | 120 | 132 | 159 | 242 | 334 | 334 23 | 99 | 118 | 130 | 156 | 240 | 332 | 332 24 | 97 | 115 | 128 | 154 | 238 | 330 | 330 25 | 95 | 113 | 125 | 152 | 236 | 328 | 328 26 | 93 | 111 | 123 | 150 | 233 | 325 | 325 27 | 90 | 109 | 121 | 148 | 231 | 323 | 323 28 | 88 | 107 | 119 | 146 | 229 | 321 | 321 29 | 86 | 105 | 117 | 144 | 227 | 319 | 319 30 | 84 | 103 | 115 | 142 | 225 | 317 | 317 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 | 150 | 298 | 3 177 2 | 0 | 11 | 17 | 38 | 152 | 339 | 2 380 3 | 1 | 13 | 21 | 44 | 149 | 355 | 1 804 4 | 1 | 15 | 25 | 49 | 147 | 356 | 1 397 5 | 3 | 17 | 29 | 52 | 148 | 348 | 1 108 6 | 5 | 20 | 31 | 55 | 149 | 335 | 898 7 | 6 | 23 | 33 | 57 | 149 | 320 | 742 8 | 7 | 24 | 35 | 60 | 149 | 303 | 623 9 | 7 | 25 | 36 | 62 | 149 | 286 | 530 10 | 7 | 25 | 37 | 64 | 148 | 270 | 456 11 | 7 | 26 | 38 | 64 | 148 | 253 | 395 12 | 7 | 25 | 38 | 64 | 148 | 240 | 346 13 | 7 | 25 | 37 | 64 | 148 | 240 | 304 14 | 7 | 25 | 37 | 64 | 147 | 239 | 269 15 | 6 | 25 | 39 | 64 | 147 | 239 | 239 16 | 6 | 25 | 42 | 63 | 147 | 239 | 239 17 | 6 | 25 | 44 | 64 | 147 | 239 | 239 18 | 6 | 25 | 46 | 64 | 147 | 239 | 239 19 | 7 | 25 | 49 | 64 | 147 | 239 | 239 20 | 8 | 25 | 51 | 64 | 148 | 240 | 240 21 | 8 | 26 | 53 | 65 | 148 | 240 | 240 22 | 9 | 26 | 56 | 65 | 149 | 241 | 241 23 | 9 | 26 | 58 | 65 | 149 | 241 | 241 24 | 9 | 26 | 61 | 65 | 149 | 241 | 241 25 | 10 | 27 | 62 | 65 | 149 | 241 | 241 26 | 10 | 27 | 65 | 66 | 149 | 241 | 241 27 | 10 | 27 | 67 | 68 | 149 | 241 | 241 28 | 11 | 27 | 70 | 70 | 149 | 241 | 241 29 | 11 | 27 | 72 | 72 | 149 | 241 | 241 30 | 12 | 27 | 75 | 74 | 149 | 241 | 241 3.29. South Korean won Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 ---|---|---|---|---|---|---|--- 1 | 29 | 41 | 48 | 68 | 182 | 296 | 3 162 2 | 29 | 41 | 48 | 69 | 183 | 338 | 2 371 3 | 28 | 41 | 50 | 73 | 177 | 354 | 1 798 4 | 28 | 42 | 52 | 76 | 174 | 355 | 1 393 5 | 28 | 43 | 54 | 77 | 173 | 347 | 1 105 6 | 30 | 46 | 57 | 81 | 174 | 335 | 896 7 | 29 | 45 | 56 | 80 | 171 | 319 | 740 8 | 32 | 49 | 60 | 85 | 174 | 303 | 622 9 | 31 | 49 | 61 | 87 | 173 | 286 | 529 10 | 27 | 45 | 57 | 84 | 168 | 269 | 455 11 | 23 | 42 | 54 | 81 | 164 | 256 | 394 12 | 20 | 39 | 51 | 78 | 161 | 253 | 345 13 | 18 | 37 | 49 | 76 | 159 | 251 | 303 14 | 17 | 35 | 47 | 74 | 157 | 249 | 268 15 | 15 | 34 | 46 | 72 | 156 | 248 | 248 16 | 14 | 32 | 45 | 71 | 155 | 247 | 247 17 | 13 | 32 | 44 | 70 | 154 | 246 | 246 18 | 13 | 31 | 46 | 70 | 153 | 245 | 245 19 | 12 | 31 | 49 | 70 | 153 | 245 | 245 20 | 12 | 31 | 51 | 70 | 153 | 245 | 245 21 | 12 | 31 | 53 | 70 | 153 | 245 | 245 22 | 12 | 31 | 56 | 70 | 153 | 245 | 245 23 | 12 | 31 | 58 | 69 | 153 | 245 | 245 24 | 12 | 30 | 60 | 69 | 153 | 245 | 245 25 | 12 | 30 | 62 | 69 | 153 | 245 | 245 26 | 12 | 30 | 65 | 69 | 153 | 245 | 245 27 | 12 | 30 | 67 | 69 | 152 | 244 | 244 28 | 11 | 30 | 70 | 70 | 152 | 244 | 244 29 | 11 | 30 | 72 | 72 | 152 | 244 | 244 30 | 12 | 30 | 74 | 74 | 152 | 244 | 244 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 | 219 | 231 | 237 | 258 | 372 | 500 | 5 632 2 | 213 | 225 | 232 | 253 | 367 | 534 | 3 999 3 | 207 | 220 | 228 | 251 | 356 | 536 | 2 920 4 | 202 | 215 | 225 | 250 | 348 | 522 | 2 194 5 | 197 | 212 | 223 | 246 | 342 | 499 | 1 698 6 | 193 | 209 | 220 | 244 | 337 | 473 | 1 351 7 | 190 | 206 | 217 | 241 | 332 | 446 | 1 101 8 | 185 | 202 | 213 | 238 | 327 | 420 | 914 9 | 181 | 199 | 210 | 237 | 323 | 415 | 771 10 | 177 | 196 | 208 | 234 | 319 | 411 | 658 11 | 173 | 192 | 204 | 231 | 314 | 406 | 567 12 | 169 | 188 | 200 | 227 | 310 | 402 | 492 13 | 165 | 184 | 196 | 222 | 306 | 398 | 430 14 | 161 | 180 | 192 | 219 | 302 | 394 | 394 15 | 158 | 176 | 188 | 215 | 298 | 390 | 390 16 | 154 | 172 | 185 | 211 | 295 | 387 | 387 17 | 151 | 169 | 181 | 208 | 291 | 383 | 383 18 | 147 | 166 | 178 | 205 | 288 | 380 | 380 19 | 144 | 163 | 175 | 201 | 285 | 377 | 377 20 | 141 | 160 | 172 | 198 | 282 | 374 | 374 21 | 138 | 157 | 169 | 195 | 279 | 371 | 371 22 | 135 | 154 | 166 | 192 | 276 | 368 | 368 23 | 132 | 151 | 163 | 189 | 273 | 365 | 365 24 | 129 | 148 | 160 | 186 | 270 | 362 | 362 25 | 126 | 145 | 157 | 183 | 267 | 359 | 359 26 | 123 | 142 | 154 | 181 | 264 | 356 | 356 27 | 121 | 139 | 151 | 178 | 262 | 354 | 354 28 | 118 | 137 | 149 | 175 | 259 | 351 | 351 29 | 116 | 134 | 146 | 173 | 256 | 348 | 348 30 | 113 | 132 | 144 | 170 | 254 | 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 | 166 | 305 | 3 260 2 | 0 | 14 | 25 | 50 | 166 | 347 | 2 437 3 | 1 | 17 | 28 | 54 | 163 | 362 | 1 844 4 | 1 | 20 | 31 | 60 | 161 | 363 | 1 427 5 | 3 | 23 | 36 | 65 | 162 | 354 | 1 130 6 | 6 | 27 | 39 | 67 | 163 | 341 | 916 7 | 8 | 31 | 42 | 70 | 163 | 325 | 756 8 | 11 | 34 | 46 | 74 | 163 | 308 | 635 9 | 13 | 37 | 50 | 76 | 163 | 291 | 540 10 | 14 | 40 | 51 | 77 | 163 | 274 | 464 11 | 15 | 41 | 53 | 78 | 163 | 257 | 402 12 | 16 | 42 | 54 | 79 | 163 | 255 | 352 13 | 17 | 44 | 55 | 80 | 163 | 255 | 309 14 | 17 | 44 | 55 | 80 | 163 | 255 | 274 15 | 17 | 45 | 56 | 81 | 163 | 255 | 255 16 | 17 | 45 | 56 | 81 | 163 | 255 | 255 17 | 17 | 45 | 56 | 81 | 163 | 255 | 255 18 | 17 | 45 | 56 | 81 | 163 | 255 | 255 19 | 17 | 45 | 56 | 81 | 163 | 255 | 255 20 | 17 | 45 | 56 | 81 | 163 | 255 | 255 21 | 17 | 45 | 56 | 81 | 163 | 255 | 255 22 | 17 | 45 | 56 | 81 | 163 | 255 | 255 23 | 17 | 45 | 59 | 81 | 163 | 255 | 255 24 | 17 | 45 | 61 | 81 | 163 | 255 | 255 25 | 17 | 45 | 64 | 81 | 162 | 254 | 254 26 | 17 | 45 | 66 | 81 | 162 | 254 | 254 27 | 17 | 45 | 69 | 81 | 162 | 254 | 254 28 | 17 | 45 | 71 | 81 | 162 | 254 | 254 29 | 17 | 45 | 73 | 81 | 161 | 253 | 253 30 | 17 | 45 | 76 | 81 | 161 | 253 | 253 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 | 12 | 126 | 284 | 3 019 2 | 0 | 1 | 6 | 12 | 125 | 325 | 2 270 3 | 1 | 1 | 8 | 15 | 119 | 341 | 1 725 4 | 1 | 3 | 11 | 18 | 116 | 343 | 1 338 5 | 1 | 4 | 13 | 20 | 116 | 336 | 1 063 6 | 2 | 4 | 16 | 23 | 115 | 324 | 863 7 | 2 | 5 | 19 | 26 | 115 | 309 | 714 8 | 2 | 7 | 21 | 28 | 115 | 293 | 600 9 | 4 | 7 | 24 | 30 | 115 | 277 | 511 10 | 4 | 9 | 27 | 32 | 115 | 261 | 440 11 | 4 | 9 | 28 | 35 | 115 | 245 | 382 12 | 4 | 10 | 31 | 37 | 115 | 230 | 334 13 | 4 | 11 | 34 | 39 | 116 | 216 | 294 14 | 5 | 12 | 35 | 41 | 116 | 208 | 261 15 | 6 | 13 | 38 | 43 | 116 | 208 | 232 16 | 6 | 13 | 41 | 46 | 116 | 208 | 208 17 | 6 | 15 | 42 | 48 | 117 | 209 | 209 18 | 6 | 15 | 45 | 49 | 117 | 209 | 209 19 | 7 | 17 | 48 | 52 | 119 | 210 | 210 20 | 7 | 17 | 49 | 53 | 122 | 211 | 211 21 | 8 | 18 | 52 | 56 | 123 | 211 | 211 22 | 9 | 19 | 55 | 57 | 125 | 211 | 211 23 | 9 | 20 | 57 | 59 | 127 | 212 | 212 24 | 9 | 20 | 60 | 61 | 128 | 212 | 212 25 | 10 | 22 | 61 | 63 | 130 | 212 | 212 26 | 10 | 22 | 64 | 65 | 131 | 212 | 212 27 | 10 | 24 | 66 | 67 | 133 | 212 | 212 28 | 11 | 24 | 68 | 68 | 134 | 211 | 211 29 | 11 | 25 | 71 | 70 | 135 | 211 | 211 30 | 11 | 26 | 73 | 72 | 135 | 211 | 211 * * * ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency | National insurance market | Volatility adjustment (in bps) ---|---|--- Euro | Austria | 16 Euro | Belgium | 16 Euro | Croatia | 16 Euro | Cyprus | 16 Euro | Estonia | 16 Euro | Finland | 16 Euro | France | 16 Euro | Germany | 16 Euro | Greece | 16 Euro | Ireland | 16 Euro | Italy | 16 Euro | Latvia | 16 Euro | Lithuania | 16 Euro | Luxembourg | 16 Euro | Malta | 16 Euro | Netherlands | 16 Euro | Portugal | 16 Euro | Slovakia | 16 Euro | Slovenia | 16 Euro | Spain | 16 Czech koruna | Czechia | 12 Danish krone | Denmark | 17 Forint | Hungary | 7 Krona | Sweden | –4 Lev | Bulgaria | 6 Pound sterling | United Kingdom | 15 Romanian leu | Romania | 1 Zloty | Poland | 9 Króna | Iceland | 42 Norwegian krone | Norway | 24 Swiss franc | Liechtenstein | –3 Swiss franc | Switzerland | –3 Australian dollar | Australia | 12 Canadian dollar | Canada | 19 Renminbi-yuan | China | –2 Hong Kong dollar | Hong Kong | 2 US dollar | United States | 38 Yen | Japan | 4 * * * ELI: http://data.europa.eu/eli/reg_impl/2024/2147/oj ISSN 1977-0677 (electronic edition) * * *