Contents
- THE EUROPEAN COMMISSION, Having regard to the Treaty on th…
- 1
- 2 This Regulation shall enter into force on the day followin…
- I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
- II Fundamental spreads for the calculation of the matching adjustment
- III Volatility adjustment to the relevant risk-free interest rate term structure
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)note, and in particular the third subparagraph of Article 77e(2) thereof,Whereas:
(1)In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.
(2)Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 7 January 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2020 market data. That information was published on 7 January 2021 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 Councilnote,
HAS ADOPTED THIS REGULATION:
Article 1#
1.Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2020 until 30 March 2021.
2.For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
(a)the relevant risk-free rate term structures set out in Annex I;
(b)the fundamental spreads for the calculation of the matching adjustment set out in Annex II;
(c)for each relevant national insurance market, the volatility adjustments set out in Annex III.
Article 2#
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.It shall apply from 31 December 2020.
Annex I · Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
|---|---|---|---|---|---|---|
| 1 | -0,623% | 0,385% | -0,633% | 0,286% | -0,144% | -0,258% |
| 2 | -0,624% | 0,606% | -0,634% | 0,530% | -0,117% | -0,078% |
| 3 | -0,608% | 0,790% | -0,618% | 0,771% | -0,071% | 0,065% |
| 4 | -0,587% | 0,927% | -0,597% | 0,996% | -0,020% | 0,164% |
| 5 | -0,558% | 1,020% | -0,568% | 1,198% | 0,033% | 0,249% |
| 6 | -0,527% | 1,076% | -0,537% | 1,381% | 0,085% | 0,337% |
| 7 | -0,486% | 1,113% | -0,496% | 1,545% | 0,139% | 0,435% |
| 8 | -0,445% | 1,141% | -0,455% | 1,690% | 0,162% | 0,546% |
| 9 | -0,404% | 1,167% | -0,415% | 1,819% | 0,199% | 0,668% |
| 10 | -0,367% | 1,193% | -0,377% | 1,928% | 0,291% | 0,790% |
| 11 | -0,320% | 1,223% | -0,330% | 2,015% | 0,453% | 0,909% |
| 12 | -0,275% | 1,256% | -0,285% | 2,087% | 0,646% | 1,022% |
| 13 | -0,263% | 1,294% | -0,273% | 2,150% | 0,839% | 1,130% |
| 14 | -0,205% | 1,337% | -0,215% | 2,209% | 1,021% | 1,232% |
| 15 | -0,174% | 1,386% | -0,185% | 2,269% | 1,188% | 1,329% |
| 16 | -0,166% | 1,440% | -0,176% | 2,330% | 1,339% | 1,420% |
| 17 | -0,161% | 1,499% | -0,171% | 2,392% | 1,476% | 1,507% |
| 18 | -0,151% | 1,558% | -0,162% | 2,453% | 1,598% | 1,589% |
| 19 | -0,130% | 1,619% | -0,140% | 2,514% | 1,709% | 1,666% |
| 20 | -0,093% | 1,679% | -0,103% | 2,573% | 1,810% | 1,738% |
| 21 | -0,038% | 1,738% | -0,048% | 2,631% | 1,901% | 1,807% |
| 22 | 0,029% | 1,796% | 0,019% | 2,687% | 1,984% | 1,872% |
| 23 | 0,105% | 1,852% | 0,095% | 2,741% | 2,060% | 1,934% |
| 24 | 0,186% | 1,907% | 0,176% | 2,792% | 2,130% | 1,992% |
| 25 | 0,270% | 1,960% | 0,260% | 2,842% | 2,194% | 2,047% |
| 26 | 0,354% | 2,010% | 0,346% | 2,890% | 2,254% | 2,100% |
| 27 | 0,439% | 2,059% | 0,431% | 2,936% | 2,309% | 2,150% |
| 28 | 0,523% | 2,106% | 0,515% | 2,980% | 2,360% | 2,197% |
| 29 | 0,606% | 2,151% | 0,598% | 3,022% | 2,407% | 2,242% |
| 30 | 0,686% | 2,194% | 0,678% | 3,062% | 2,452% | 2,284% |
| 31 | 0,765% | 2,236% | 0,757% | 3,100% | 2,493% | 2,325% |
| 32 | 0,841% | 2,275% | 0,833% | 3,137% | 2,532% | 2,364% |
| 33 | 0,914% | 2,314% | 0,907% | 3,173% | 2,569% | 2,400% |
| 34 | 0,985% | 2,350% | 0,978% | 3,206% | 2,604% | 2,436% |
| 35 | 1,053% | 2,385% | 1,046% | 3,239% | 2,636% | 2,469% |
| 36 | 1,119% | 2,418% | 1,112% | 3,270% | 2,667% | 2,501% |
| 37 | 1,182% | 2,451% | 1,176% | 3,299% | 2,696% | 2,532% |
| 38 | 1,243% | 2,481% | 1,237% | 3,328% | 2,724% | 2,561% |
| 39 | 1,302% | 2,511% | 1,296% | 3,355% | 2,750% | 2,589% |
| 40 | 1,358% | 2,539% | 1,352% | 3,381% | 2,775% | 2,616% |
| 41 | 1,412% | 2,567% | 1,406% | 3,407% | 2,798% | 2,642% |
| 42 | 1,464% | 2,593% | 1,458% | 3,431% | 2,821% | 2,667% |
| 43 | 1,514% | 2,618% | 1,508% | 3,454% | 2,843% | 2,690% |
| 44 | 1,562% | 2,642% | 1,557% | 3,476% | 2,863% | 2,713% |
| 45 | 1,608% | 2,665% | 1,603% | 3,498% | 2,883% | 2,735% |
| 46 | 1,653% | 2,688% | 1,648% | 3,518% | 2,901% | 2,756% |
| 47 | 1,696% | 2,709% | 1,690% | 3,538% | 2,919% | 2,776% |
| 48 | 1,737% | 2,730% | 1,732% | 3,557% | 2,937% | 2,796% |
| 49 | 1,777% | 2,750% | 1,772% | 3,576% | 2,953% | 2,814% |
| 50 | 1,815% | 2,769% | 1,810% | 3,594% | 2,969% | 2,832% |
| 51 | 1,852% | 2,788% | 1,847% | 3,611% | 2,984% | 2,850% |
| 52 | 1,887% | 2,806% | 1,882% | 3,627% | 2,999% | 2,867% |
| 53 | 1,922% | 2,823% | 1,917% | 3,643% | 3,013% | 2,883% |
| 54 | 1,955% | 2,840% | 1,950% | 3,659% | 3,027% | 2,898% |
| 55 | 1,987% | 2,856% | 1,982% | 3,674% | 3,040% | 2,913% |
| 56 | 2,018% | 2,871% | 2,013% | 3,688% | 3,053% | 2,928% |
| 57 | 2,047% | 2,887% | 2,043% | 3,702% | 3,065% | 2,942% |
| 58 | 2,076% | 2,901% | 2,072% | 3,715% | 3,076% | 2,956% |
| 59 | 2,104% | 2,915% | 2,100% | 3,728% | 3,088% | 2,969% |
| 60 | 2,131% | 2,929% | 2,127% | 3,741% | 3,099% | 2,982% |
| 61 | 2,157% | 2,942% | 2,153% | 3,753% | 3,109% | 2,994% |
| 62 | 2,183% | 2,955% | 2,179% | 3,765% | 3,120% | 3,006% |
| 63 | 2,207% | 2,967% | 2,203% | 3,777% | 3,130% | 3,018% |
| 64 | 2,231% | 2,980% | 2,227% | 3,788% | 3,139% | 3,029% |
| 65 | 2,254% | 2,991% | 2,250% | 3,799% | 3,149% | 3,040% |
| 66 | 2,277% | 3,003% | 2,273% | 3,809% | 3,158% | 3,051% |
| 67 | 2,298% | 3,014% | 2,295% | 3,819% | 3,167% | 3,061% |
| 68 | 2,320% | 3,024% | 2,316% | 3,829% | 3,175% | 3,071% |
| 69 | 2,340% | 3,035% | 2,337% | 3,839% | 3,184% | 3,081% |
| 70 | 2,360% | 3,045% | 2,357% | 3,848% | 3,192% | 3,090% |
| 71 | 2,380% | 3,055% | 2,376% | 3,857% | 3,199% | 3,099% |
| 72 | 2,398% | 3,064% | 2,395% | 3,866% | 3,207% | 3,108% |
| 73 | 2,417% | 3,074% | 2,413% | 3,875% | 3,215% | 3,117% |
| 74 | 2,435% | 3,083% | 2,431% | 3,883% | 3,222% | 3,126% |
| 75 | 2,452% | 3,092% | 2,449% | 3,891% | 3,229% | 3,134% |
| 76 | 2,469% | 3,100% | 2,466% | 3,899% | 3,236% | 3,142% |
| 77 | 2,486% | 3,109% | 2,482% | 3,907% | 3,242% | 3,150% |
| 78 | 2,502% | 3,117% | 2,498% | 3,915% | 3,249% | 3,157% |
| 79 | 2,517% | 3,125% | 2,514% | 3,922% | 3,255% | 3,165% |
| 80 | 2,533% | 3,133% | 2,530% | 3,929% | 3,261% | 3,172% |
| 81 | 2,548% | 3,140% | 2,545% | 3,936% | 3,267% | 3,179% |
| 82 | 2,562% | 3,148% | 2,559% | 3,943% | 3,273% | 3,186% |
| 83 | 2,576% | 3,155% | 2,573% | 3,950% | 3,279% | 3,193% |
| 84 | 2,590% | 3,162% | 2,587% | 3,956% | 3,284% | 3,200% |
| 85 | 2,604% | 3,169% | 2,601% | 3,963% | 3,290% | 3,206% |
| 86 | 2,617% | 3,175% | 2,614% | 3,969% | 3,295% | 3,212% |
| 87 | 2,630% | 3,182% | 2,627% | 3,975% | 3,300% | 3,218% |
| 88 | 2,643% | 3,188% | 2,640% | 3,981% | 3,306% | 3,224% |
| 89 | 2,655% | 3,195% | 2,652% | 3,987% | 3,311% | 3,230% |
| 90 | 2,667% | 3,201% | 2,664% | 3,992% | 3,315% | 3,236% |
| 91 | 2,679% | 3,207% | 2,676% | 3,998% | 3,320% | 3,242% |
| 92 | 2,691% | 3,213% | 2,688% | 4,003% | 3,325% | 3,247% |
| 93 | 2,702% | 3,219% | 2,699% | 4,009% | 3,329% | 3,253% |
| 94 | 2,713% | 3,224% | 2,710% | 4,014% | 3,334% | 3,258% |
| 95 | 2,724% | 3,230% | 2,721% | 4,019% | 3,338% | 3,263% |
| 96 | 2,735% | 3,235% | 2,732% | 4,024% | 3,343% | 3,268% |
| 97 | 2,745% | 3,240% | 2,742% | 4,029% | 3,347% | 3,273% |
| 98 | 2,755% | 3,246% | 2,753% | 4,034% | 3,351% | 3,278% |
| 99 | 2,765% | 3,251% | 2,763% | 4,038% | 3,355% | 3,283% |
| 100 | 2,775% | 3,256% | 2,772% | 4,043% | 3,359% | 3,287% |
| 101 | 2,785% | 3,261% | 2,782% | 4,048% | 3,363% | 3,292% |
| 102 | 2,794% | 3,265% | 2,792% | 4,052% | 3,366% | 3,296% |
| 103 | 2,803% | 3,270% | 2,801% | 4,056% | 3,370% | 3,301% |
| 104 | 2,812% | 3,275% | 2,810% | 4,061% | 3,374% | 3,305% |
| 105 | 2,821% | 3,279% | 2,819% | 4,065% | 3,377% | 3,309% |
| 106 | 2,830% | 3,284% | 2,828% | 4,069% | 3,381% | 3,313% |
| 107 | 2,838% | 3,288% | 2,836% | 4,073% | 3,384% | 3,318% |
| 108 | 2,847% | 3,292% | 2,845% | 4,077% | 3,388% | 3,322% |
| 109 | 2,855% | 3,296% | 2,853% | 4,081% | 3,391% | 3,325% |
| 110 | 2,863% | 3,300% | 2,861% | 4,084% | 3,394% | 3,329% |
| 111 | 2,871% | 3,305% | 2,869% | 4,088% | 3,398% | 3,333% |
| 112 | 2,879% | 3,309% | 2,877% | 4,092% | 3,401% | 3,337% |
| 113 | 2,887% | 3,312% | 2,884% | 4,095% | 3,404% | 3,340% |
| 114 | 2,894% | 3,316% | 2,892% | 4,099% | 3,407% | 3,344% |
| 115 | 2,902% | 3,320% | 2,899% | 4,103% | 3,410% | 3,348% |
| 116 | 2,909% | 3,324% | 2,907% | 4,106% | 3,413% | 3,351% |
| 117 | 2,916% | 3,327% | 2,914% | 4,109% | 3,416% | 3,354% |
| 118 | 2,923% | 3,331% | 2,921% | 4,113% | 3,418% | 3,358% |
| 119 | 2,930% | 3,334% | 2,928% | 4,116% | 3,421% | 3,361% |
| 120 | 2,937% | 3,338% | 2,935% | 4,119% | 3,424% | 3,364% |
| 121 | 2,943% | 3,341% | 2,941% | 4,122% | 3,427% | 3,367% |
| 122 | 2,950% | 3,345% | 2,948% | 4,125% | 3,429% | 3,371% |
| 123 | 2,957% | 3,348% | 2,955% | 4,128% | 3,432% | 3,374% |
| 124 | 2,963% | 3,351% | 2,961% | 4,131% | 3,434% | 3,377% |
| 125 | 2,969% | 3,354% | 2,967% | 4,134% | 3,437% | 3,380% |
| 126 | 2,975% | 3,357% | 2,973% | 4,137% | 3,439% | 3,383% |
| 127 | 2,981% | 3,361% | 2,979% | 4,140% | 3,442% | 3,386% |
| 128 | 2,987% | 3,364% | 2,985% | 4,143% | 3,444% | 3,388% |
| 129 | 2,993% | 3,367% | 2,991% | 4,146% | 3,447% | 3,391% |
| 130 | 2,999% | 3,370% | 2,997% | 4,148% | 3,449% | 3,394% |
| 131 | 3,005% | 3,372% | 3,003% | 4,151% | 3,451% | 3,397% |
| 132 | 3,010% | 3,375% | 3,009% | 4,154% | 3,454% | 3,399% |
| 133 | 3,016% | 3,378% | 3,014% | 4,156% | 3,456% | 3,402% |
| 134 | 3,021% | 3,381% | 3,020% | 4,159% | 3,458% | 3,405% |
| 135 | 3,027% | 3,384% | 3,025% | 4,161% | 3,460% | 3,407% |
| 136 | 3,032% | 3,386% | 3,030% | 4,164% | 3,462% | 3,410% |
| 137 | 3,037% | 3,389% | 3,036% | 4,166% | 3,464% | 3,412% |
| 138 | 3,043% | 3,392% | 3,041% | 4,169% | 3,466% | 3,415% |
| 139 | 3,048% | 3,394% | 3,046% | 4,171% | 3,468% | 3,417% |
| 140 | 3,053% | 3,397% | 3,051% | 4,173% | 3,470% | 3,419% |
| 141 | 3,058% | 3,399% | 3,056% | 4,176% | 3,472% | 3,422% |
| 142 | 3,062% | 3,402% | 3,061% | 4,178% | 3,474% | 3,424% |
| 143 | 3,067% | 3,404% | 3,065% | 4,180% | 3,476% | 3,426% |
| 144 | 3,072% | 3,406% | 3,070% | 4,182% | 3,478% | 3,428% |
| 145 | 3,077% | 3,409% | 3,075% | 4,185% | 3,480% | 3,431% |
| 146 | 3,081% | 3,411% | 3,079% | 4,187% | 3,482% | 3,433% |
| 147 | 3,086% | 3,413% | 3,084% | 4,189% | 3,484% | 3,435% |
| 148 | 3,090% | 3,416% | 3,088% | 4,191% | 3,486% | 3,437% |
| 149 | 3,095% | 3,418% | 3,093% | 4,193% | 3,487% | 3,439% |
| 150 | 3,099% | 3,420% | 3,097% | 4,195% | 3,489% | 3,441% |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
|---|---|---|---|---|---|---|
| 1 | -0,673% | -0,110% | 2,285% | -0,150% | 0,967% | 0,308% |
| 2 | -0,674% | -0,079% | 2,361% | -0,071% | 1,287% | 0,485% |
| 3 | -0,658% | -0,019% | 2,435% | 0,073% | 1,710% | 0,616% |
| 4 | -0,637% | 0,035% | 2,511% | 0,247% | 2,045% | 0,748% |
| 5 | -0,608% | 0,083% | 2,581% | 0,425% | 2,313% | 0,859% |
| 6 | -0,577% | 0,128% | 2,651% | 0,599% | 2,545% | 0,940% |
| 7 | -0,536% | 0,171% | 2,722% | 0,760% | 2,748% | 1,006% |
| 8 | -0,495% | 0,212% | 2,794% | 0,911% | 2,918% | 1,068% |
| 9 | -0,455% | 0,251% | 2,865% | 1,054% | 3,050% | 1,131% |
| 10 | -0,418% | 0,289% | 2,939% | 1,190% | 3,154% | 1,200% |
| 11 | -0,370% | 0,321% | 3,004% | 1,313% | 3,237% | 1,274% |
| 12 | -0,325% | 0,349% | 3,058% | 1,427% | 3,304% | 1,352% |
| 13 | -0,313% | 0,374% | 3,104% | 1,530% | 3,360% | 1,430% |
| 14 | -0,255% | 0,396% | 3,144% | 1,626% | 3,406% | 1,508% |
| 15 | -0,225% | 0,415% | 3,178% | 1,714% | 3,445% | 1,583% |
| 16 | -0,217% | 0,431% | 3,209% | 1,796% | 3,478% | 1,657% |
| 17 | -0,212% | 0,444% | 3,236% | 1,873% | 3,507% | 1,728% |
| 18 | -0,203% | 0,455% | 3,261% | 1,944% | 3,531% | 1,796% |
| 19 | -0,181% | 0,463% | 3,283% | 2,011% | 3,553% | 1,861% |
| 20 | -0,143% | 0,469% | 3,303% | 2,074% | 3,571% | 1,923% |
| 21 | -0,088% | 0,473% | 3,322% | 2,132% | 3,587% | 1,982% |
| 22 | -0,020% | 0,476% | 3,338% | 2,188% | 3,601% | 2,038% |
| 23 | 0,057% | 0,477% | 3,354% | 2,240% | 3,614% | 2,092% |
| 24 | 0,139% | 0,477% | 3,368% | 2,289% | 3,625% | 2,144% |
| 25 | 0,224% | 0,476% | 3,381% | 2,335% | 3,635% | 2,192% |
| 26 | 0,310% | 0,475% | 3,394% | 2,379% | 3,644% | 2,239% |
| 27 | 0,396% | 0,473% | 3,405% | 2,420% | 3,652% | 2,283% |
| 28 | 0,481% | 0,471% | 3,416% | 2,460% | 3,659% | 2,325% |
| 29 | 0,565% | 0,469% | 3,426% | 2,497% | 3,665% | 2,366% |
| 30 | 0,646% | 0,468% | 3,436% | 2,533% | 3,671% | 2,404% |
| 31 | 0,726% | 0,468% | 3,445% | 2,566% | 3,676% | 2,441% |
| 32 | 0,803% | 0,467% | 3,453% | 2,598% | 3,681% | 2,476% |
| 33 | 0,877% | 0,465% | 3,461% | 2,629% | 3,685% | 2,509% |
| 34 | 0,949% | 0,463% | 3,469% | 2,658% | 3,689% | 2,541% |
| 35 | 1,018% | 0,459% | 3,476% | 2,686% | 3,692% | 2,571% |
| 36 | 1,085% | 0,454% | 3,483% | 2,713% | 3,696% | 2,601% |
| 37 | 1,149% | 0,447% | 3,489% | 2,738% | 3,698% | 2,629% |
| 38 | 1,211% | 0,437% | 3,495% | 2,762% | 3,701% | 2,655% |
| 39 | 1,270% | 0,426% | 3,501% | 2,785% | 3,704% | 2,681% |
| 40 | 1,327% | 0,411% | 3,507% | 2,808% | 3,706% | 2,706% |
| 41 | 1,382% | 0,394% | 3,512% | 2,829% | 3,708% | 2,729% |
| 42 | 1,435% | 0,376% | 3,517% | 2,849% | 3,710% | 2,752% |
| 43 | 1,485% | 0,359% | 3,522% | 2,869% | 3,712% | 2,773% |
| 44 | 1,534% | 0,345% | 3,527% | 2,888% | 3,713% | 2,794% |
| 45 | 1,581% | 0,335% | 3,531% | 2,906% | 3,715% | 2,814% |
| 46 | 1,626% | 0,330% | 3,536% | 2,923% | 3,716% | 2,834% |
| 47 | 1,669% | 0,329% | 3,540% | 2,940% | 3,717% | 2,852% |
| 48 | 1,711% | 0,334% | 3,544% | 2,956% | 3,719% | 2,870% |
| 49 | 1,751% | 0,345% | 3,548% | 2,972% | 3,720% | 2,887% |
| 50 | 1,790% | 0,362% | 3,552% | 2,987% | 3,721% | 2,904% |
| 51 | 1,827% | 0,385% | 3,555% | 3,001% | 3,722% | 2,920% |
| 52 | 1,863% | 0,413% | 3,559% | 3,015% | 3,723% | 2,935% |
| 53 | 1,898% | 0,444% | 3,562% | 3,028% | 3,723% | 2,950% |
| 54 | 1,932% | 0,479% | 3,565% | 3,041% | 3,724% | 2,965% |
| 55 | 1,964% | 0,516% | 3,569% | 3,054% | 3,725% | 2,978% |
| 56 | 1,995% | 0,554% | 3,572% | 3,066% | 3,726% | 2,992% |
| 57 | 2,026% | 0,594% | 3,575% | 3,078% | 3,726% | 3,005% |
| 58 | 2,055% | 0,634% | 3,578% | 3,089% | 3,727% | 3,017% |
| 59 | 2,083% | 0,674% | 3,580% | 3,100% | 3,728% | 3,030% |
| 60 | 2,110% | 0,715% | 3,583% | 3,111% | 3,728% | 3,041% |
| 61 | 2,137% | 0,755% | 3,586% | 3,121% | 3,729% | 3,053% |
| 62 | 2,163% | 0,796% | 3,588% | 3,131% | 3,729% | 3,064% |
| 63 | 2,188% | 0,836% | 3,591% | 3,141% | 3,730% | 3,075% |
| 64 | 2,212% | 0,875% | 3,593% | 3,150% | 3,730% | 3,085% |
| 65 | 2,235% | 0,914% | 3,595% | 3,159% | 3,730% | 3,095% |
| 66 | 2,258% | 0,953% | 3,597% | 3,168% | 3,731% | 3,105% |
| 67 | 2,280% | 0,990% | 3,600% | 3,177% | 3,731% | 3,114% |
| 68 | 2,301% | 1,028% | 3,602% | 3,185% | 3,732% | 3,124% |
| 69 | 2,322% | 1,064% | 3,604% | 3,193% | 3,732% | 3,133% |
| 70 | 2,342% | 1,100% | 3,606% | 3,201% | 3,732% | 3,141% |
| 71 | 2,362% | 1,135% | 3,608% | 3,208% | 3,733% | 3,150% |
| 72 | 2,381% | 1,169% | 3,610% | 3,216% | 3,733% | 3,158% |
| 73 | 2,400% | 1,202% | 3,612% | 3,223% | 3,733% | 3,166% |
| 74 | 2,418% | 1,235% | 3,613% | 3,230% | 3,733% | 3,174% |
| 75 | 2,435% | 1,267% | 3,615% | 3,237% | 3,734% | 3,182% |
| 76 | 2,453% | 1,299% | 3,617% | 3,244% | 3,734% | 3,189% |
| 77 | 2,469% | 1,329% | 3,619% | 3,250% | 3,734% | 3,196% |
| 78 | 2,486% | 1,359% | 3,620% | 3,257% | 3,735% | 3,203% |
| 79 | 2,502% | 1,389% | 3,622% | 3,263% | 3,735% | 3,210% |
| 80 | 2,517% | 1,417% | 3,623% | 3,269% | 3,735% | 3,217% |
| 81 | 2,532% | 1,445% | 3,625% | 3,275% | 3,735% | 3,224% |
| 82 | 2,547% | 1,473% | 3,626% | 3,281% | 3,735% | 3,230% |
| 83 | 2,561% | 1,500% | 3,628% | 3,286% | 3,736% | 3,236% |
| 84 | 2,575% | 1,526% | 3,629% | 3,292% | 3,736% | 3,242% |
| 85 | 2,589% | 1,551% | 3,631% | 3,297% | 3,736% | 3,248% |
| 86 | 2,603% | 1,576% | 3,632% | 3,302% | 3,736% | 3,254% |
| 87 | 2,616% | 1,601% | 3,633% | 3,308% | 3,736% | 3,260% |
| 88 | 2,628% | 1,625% | 3,635% | 3,313% | 3,737% | 3,265% |
| 89 | 2,641% | 1,648% | 3,636% | 3,317% | 3,737% | 3,271% |
| 90 | 2,653% | 1,671% | 3,637% | 3,322% | 3,737% | 3,276% |
| 91 | 2,665% | 1,694% | 3,638% | 3,327% | 3,737% | 3,281% |
| 92 | 2,677% | 1,716% | 3,640% | 3,331% | 3,737% | 3,286% |
| 93 | 2,688% | 1,738% | 3,641% | 3,336% | 3,737% | 3,291% |
| 94 | 2,700% | 1,759% | 3,642% | 3,340% | 3,737% | 3,296% |
| 95 | 2,711% | 1,779% | 3,643% | 3,345% | 3,738% | 3,301% |
| 96 | 2,721% | 1,800% | 3,644% | 3,349% | 3,738% | 3,306% |
| 97 | 2,732% | 1,820% | 3,645% | 3,353% | 3,738% | 3,310% |
| 98 | 2,742% | 1,839% | 3,646% | 3,357% | 3,738% | 3,315% |
| 99 | 2,752% | 1,858% | 3,647% | 3,361% | 3,738% | 3,319% |
| 100 | 2,762% | 1,877% | 3,648% | 3,365% | 3,738% | 3,323% |
| 101 | 2,772% | 1,895% | 3,649% | 3,369% | 3,738% | 3,327% |
| 102 | 2,782% | 1,913% | 3,650% | 3,372% | 3,738% | 3,332% |
| 103 | 2,791% | 1,931% | 3,651% | 3,376% | 3,739% | 3,336% |
| 104 | 2,800% | 1,948% | 3,652% | 3,380% | 3,739% | 3,340% |
| 105 | 2,809% | 1,965% | 3,653% | 3,383% | 3,739% | 3,344% |
| 106 | 2,818% | 1,982% | 3,654% | 3,387% | 3,739% | 3,347% |
| 107 | 2,827% | 1,998% | 3,655% | 3,390% | 3,739% | 3,351% |
| 108 | 2,835% | 2,014% | 3,656% | 3,393% | 3,739% | 3,355% |
| 109 | 2,844% | 2,030% | 3,657% | 3,397% | 3,739% | 3,358% |
| 110 | 2,852% | 2,046% | 3,657% | 3,400% | 3,739% | 3,362% |
| 111 | 2,860% | 2,061% | 3,658% | 3,403% | 3,739% | 3,365% |
| 112 | 2,868% | 2,076% | 3,659% | 3,406% | 3,740% | 3,369% |
| 113 | 2,876% | 2,090% | 3,660% | 3,409% | 3,740% | 3,372% |
| 114 | 2,883% | 2,105% | 3,661% | 3,412% | 3,740% | 3,376% |
| 115 | 2,891% | 2,119% | 3,661% | 3,415% | 3,740% | 3,379% |
| 116 | 2,898% | 2,133% | 3,662% | 3,418% | 3,740% | 3,382% |
| 117 | 2,905% | 2,147% | 3,663% | 3,421% | 3,740% | 3,385% |
| 118 | 2,912% | 2,160% | 3,664% | 3,423% | 3,740% | 3,388% |
| 119 | 2,919% | 2,174% | 3,664% | 3,426% | 3,740% | 3,391% |
| 120 | 2,926% | 2,187% | 3,665% | 3,429% | 3,740% | 3,394% |
| 121 | 2,933% | 2,199% | 3,666% | 3,432% | 3,740% | 3,397% |
| 122 | 2,940% | 2,212% | 3,667% | 3,434% | 3,740% | 3,400% |
| 123 | 2,946% | 2,224% | 3,667% | 3,437% | 3,741% | 3,403% |
| 124 | 2,953% | 2,237% | 3,668% | 3,439% | 3,741% | 3,406% |
| 125 | 2,959% | 2,249% | 3,668% | 3,442% | 3,741% | 3,408% |
| 126 | 2,965% | 2,260% | 3,669% | 3,444% | 3,741% | 3,411% |
| 127 | 2,972% | 2,272% | 3,670% | 3,447% | 3,741% | 3,414% |
| 128 | 2,978% | 2,284% | 3,670% | 3,449% | 3,741% | 3,416% |
| 129 | 2,984% | 2,295% | 3,671% | 3,451% | 3,741% | 3,419% |
| 130 | 2,989% | 2,306% | 3,672% | 3,454% | 3,741% | 3,422% |
| 131 | 2,995% | 2,317% | 3,672% | 3,456% | 3,741% | 3,424% |
| 132 | 3,001% | 2,328% | 3,673% | 3,458% | 3,741% | 3,427% |
| 133 | 3,007% | 2,338% | 3,673% | 3,460% | 3,741% | 3,429% |
| 134 | 3,012% | 2,349% | 3,674% | 3,462% | 3,741% | 3,431% |
| 135 | 3,018% | 2,359% | 3,675% | 3,465% | 3,741% | 3,434% |
| 136 | 3,023% | 2,369% | 3,675% | 3,467% | 3,741% | 3,436% |
| 137 | 3,028% | 2,379% | 3,676% | 3,469% | 3,741% | 3,438% |
| 138 | 3,033% | 2,389% | 3,676% | 3,471% | 3,742% | 3,441% |
| 139 | 3,039% | 2,399% | 3,677% | 3,473% | 3,742% | 3,443% |
| 140 | 3,044% | 2,408% | 3,677% | 3,475% | 3,742% | 3,445% |
| 141 | 3,049% | 2,418% | 3,678% | 3,477% | 3,742% | 3,447% |
| 142 | 3,054% | 2,427% | 3,678% | 3,479% | 3,742% | 3,449% |
| 143 | 3,058% | 2,436% | 3,679% | 3,481% | 3,742% | 3,451% |
| 144 | 3,063% | 2,445% | 3,679% | 3,482% | 3,742% | 3,453% |
| 145 | 3,068% | 2,454% | 3,680% | 3,484% | 3,742% | 3,456% |
| 146 | 3,073% | 2,463% | 3,680% | 3,486% | 3,742% | 3,458% |
| 147 | 3,077% | 2,472% | 3,681% | 3,488% | 3,742% | 3,460% |
| 148 | 3,082% | 2,481% | 3,681% | 3,490% | 3,742% | 3,461% |
| 149 | 3,086% | 2,489% | 3,682% | 3,491% | 3,742% | 3,463% |
| 150 | 3,091% | 2,497% | 3,682% | 3,493% | 3,742% | 3,465% |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
|---|---|---|---|---|---|---|
| 1 | -0,830% | -0,061% | 0,050% | 0,236% | -0,111% | 1,560% |
| 2 | -0,810% | -0,011% | 0,119% | 0,310% | 0,185% | 2,282% |
| 3 | -0,777% | 0,065% | 0,216% | 0,400% | 0,520% | 2,887% |
| 4 | -0,728% | 0,165% | 0,331% | 0,513% | 0,864% | 3,408% |
| 5 | -0,662% | 0,287% | 0,457% | 0,621% | 1,190% | 3,846% |
| 6 | -0,586% | 0,420% | 0,587% | 0,716% | 1,492% | 4,231% |
| 7 | -0,513% | 0,551% | 0,715% | 0,807% | 1,784% | 4,580% |
| 8 | -0,453% | 0,677% | 0,834% | 0,894% | 2,070% | 4,896% |
| 9 | -0,410% | 0,795% | 0,941% | 0,971% | 2,335% | 5,201% |
| 10 | -0,386% | 0,902% | 1,033% | 1,031% | 2,565% | 5,484% |
| 11 | -0,380% | 1,000% | 1,114% | 1,074% | 2,756% | 5,701% |
| 12 | -0,384% | 1,085% | 1,185% | 1,104% | 2,914% | 5,857% |
| 13 | -0,392% | 1,157% | 1,246% | 1,126% | 3,048% | 5,968% |
| 14 | -0,400% | 1,218% | 1,303% | 1,144% | 3,162% | 6,044% |
| 15 | -0,406% | 1,268% | 1,361% | 1,160% | 3,260% | 6,095% |
| 16 | -0,409% | 1,309% | 1,423% | 1,176% | 3,346% | 6,125% |
| 17 | -0,407% | 1,344% | 1,486% | 1,192% | 3,421% | 6,139% |
| 18 | -0,400% | 1,374% | 1,550% | 1,209% | 3,487% | 6,141% |
| 19 | -0,387% | 1,400% | 1,614% | 1,227% | 3,546% | 6,134% |
| 20 | -0,370% | 1,424% | 1,676% | 1,246% | 3,599% | 6,120% |
| 21 | -0,347% | 1,446% | 1,737% | 1,267% | 3,647% | 6,100% |
| 22 | -0,318% | 1,464% | 1,797% | 1,290% | 3,690% | 6,077% |
| 23 | -0,284% | 1,478% | 1,854% | 1,314% | 3,729% | 6,050% |
| 24 | -0,245% | 1,486% | 1,910% | 1,340% | 3,764% | 6,021% |
| 25 | -0,200% | 1,488% | 1,963% | 1,368% | 3,797% | 5,991% |
| 26 | -0,149% | 1,484% | 2,015% | 1,397% | 3,827% | 5,960% |
| 27 | -0,094% | 1,478% | 2,064% | 1,428% | 3,854% | 5,928% |
| 28 | -0,037% | 1,473% | 2,111% | 1,461% | 3,880% | 5,896% |
| 29 | 0,022% | 1,473% | 2,157% | 1,496% | 3,903% | 5,864% |
| 30 | 0,081% | 1,480% | 2,200% | 1,532% | 3,925% | 5,833% |
| 31 | 0,140% | 1,495% | 2,242% | 1,571% | 3,946% | 5,802% |
| 32 | 0,198% | 1,516% | 2,281% | 1,610% | 3,965% | 5,772% |
| 33 | 0,256% | 1,542% | 2,319% | 1,651% | 3,982% | 5,742% |
| 34 | 0,313% | 1,572% | 2,356% | 1,691% | 3,999% | 5,713% |
| 35 | 0,368% | 1,605% | 2,391% | 1,732% | 4,015% | 5,685% |
| 36 | 0,422% | 1,639% | 2,424% | 1,772% | 4,029% | 5,658% |
| 37 | 0,474% | 1,675% | 2,456% | 1,812% | 4,043% | 5,631% |
| 38 | 0,525% | 1,711% | 2,487% | 1,851% | 4,056% | 5,606% |
| 39 | 0,574% | 1,748% | 2,517% | 1,890% | 4,068% | 5,581% |
| 40 | 0,621% | 1,784% | 2,545% | 1,927% | 4,080% | 5,557% |
| 41 | 0,667% | 1,821% | 2,572% | 1,964% | 4,091% | 5,534% |
| 42 | 0,712% | 1,857% | 2,598% | 1,999% | 4,101% | 5,512% |
| 43 | 0,755% | 1,892% | 2,623% | 2,034% | 4,111% | 5,490% |
| 44 | 0,796% | 1,927% | 2,647% | 2,068% | 4,121% | 5,469% |
| 45 | 0,836% | 1,961% | 2,670% | 2,101% | 4,130% | 5,449% |
| 46 | 0,875% | 1,995% | 2,693% | 2,133% | 4,138% | 5,430% |
| 47 | 0,912% | 2,027% | 2,714% | 2,164% | 4,147% | 5,411% |
| 48 | 0,948% | 2,059% | 2,735% | 2,194% | 4,154% | 5,393% |
| 49 | 0,983% | 2,090% | 2,755% | 2,223% | 4,162% | 5,376% |
| 50 | 1,017% | 2,120% | 2,774% | 2,251% | 4,169% | 5,359% |
| 51 | 1,049% | 2,149% | 2,792% | 2,278% | 4,176% | 5,343% |
| 52 | 1,081% | 2,178% | 2,810% | 2,305% | 4,182% | 5,327% |
| 53 | 1,111% | 2,205% | 2,827% | 2,330% | 4,189% | 5,312% |
| 54 | 1,140% | 2,232% | 2,844% | 2,355% | 4,195% | 5,297% |
| 55 | 1,169% | 2,258% | 2,860% | 2,379% | 4,200% | 5,283% |
| 56 | 1,196% | 2,284% | 2,876% | 2,403% | 4,206% | 5,269% |
| 57 | 1,223% | 2,308% | 2,891% | 2,425% | 4,211% | 5,256% |
| 58 | 1,248% | 2,332% | 2,905% | 2,447% | 4,217% | 5,243% |
| 59 | 1,273% | 2,355% | 2,919% | 2,469% | 4,222% | 5,231% |
| 60 | 1,297% | 2,377% | 2,933% | 2,489% | 4,226% | 5,219% |
| 61 | 1,321% | 2,399% | 2,946% | 2,509% | 4,231% | 5,207% |
| 62 | 1,343% | 2,420% | 2,959% | 2,529% | 4,236% | 5,196% |
| 63 | 1,365% | 2,441% | 2,971% | 2,548% | 4,240% | 5,185% |
| 64 | 1,387% | 2,461% | 2,983% | 2,566% | 4,244% | 5,174% |
| 65 | 1,407% | 2,480% | 2,995% | 2,584% | 4,248% | 5,164% |
| 66 | 1,427% | 2,499% | 3,006% | 2,601% | 4,252% | 5,154% |
| 67 | 1,447% | 2,517% | 3,017% | 2,618% | 4,256% | 5,144% |
| 68 | 1,466% | 2,535% | 3,028% | 2,634% | 4,260% | 5,135% |
| 69 | 1,484% | 2,553% | 3,038% | 2,650% | 4,263% | 5,125% |
| 70 | 1,502% | 2,569% | 3,048% | 2,666% | 4,267% | 5,117% |
| 71 | 1,519% | 2,586% | 3,058% | 2,681% | 4,270% | 5,108% |
| 72 | 1,536% | 2,602% | 3,068% | 2,695% | 4,273% | 5,099% |
| 73 | 1,553% | 2,617% | 3,077% | 2,710% | 4,276% | 5,091% |
| 74 | 1,569% | 2,632% | 3,086% | 2,724% | 4,279% | 5,083% |
| 75 | 1,584% | 2,647% | 3,095% | 2,737% | 4,282% | 5,075% |
| 76 | 1,600% | 2,662% | 3,103% | 2,750% | 4,285% | 5,068% |
| 77 | 1,614% | 2,676% | 3,112% | 2,763% | 4,288% | 5,061% |
| 78 | 1,629% | 2,689% | 3,120% | 2,776% | 4,291% | 5,053% |
| 79 | 1,643% | 2,703% | 3,128% | 2,788% | 4,294% | 5,046% |
| 80 | 1,657% | 2,716% | 3,135% | 2,800% | 4,296% | 5,039% |
| 81 | 1,670% | 2,728% | 3,143% | 2,811% | 4,299% | 5,033% |
| 82 | 1,683% | 2,741% | 3,150% | 2,823% | 4,301% | 5,026% |
| 83 | 1,696% | 2,753% | 3,158% | 2,834% | 4,304% | 5,020% |
| 84 | 1,708% | 2,764% | 3,165% | 2,845% | 4,306% | 5,014% |
| 85 | 1,721% | 2,776% | 3,171% | 2,855% | 4,308% | 5,008% |
| 86 | 1,733% | 2,787% | 3,178% | 2,866% | 4,311% | 5,002% |
| 87 | 1,744% | 2,798% | 3,185% | 2,876% | 4,313% | 4,996% |
| 88 | 1,756% | 2,809% | 3,191% | 2,886% | 4,315% | 4,990% |
| 89 | 1,767% | 2,819% | 3,197% | 2,895% | 4,317% | 4,985% |
| 90 | 1,778% | 2,830% | 3,203% | 2,905% | 4,319% | 4,979% |
| 91 | 1,788% | 2,840% | 3,209% | 2,914% | 4,321% | 4,974% |
| 92 | 1,799% | 2,850% | 3,215% | 2,923% | 4,323% | 4,969% |
| 93 | 1,809% | 2,859% | 3,221% | 2,932% | 4,325% | 4,964% |
| 94 | 1,819% | 2,869% | 3,227% | 2,941% | 4,327% | 4,959% |
| 95 | 1,828% | 2,878% | 3,232% | 2,949% | 4,329% | 4,954% |
| 96 | 1,838% | 2,887% | 3,238% | 2,957% | 4,331% | 4,949% |
| 97 | 1,847% | 2,896% | 3,243% | 2,965% | 4,332% | 4,945% |
| 98 | 1,857% | 2,905% | 3,248% | 2,973% | 4,334% | 4,940% |
| 99 | 1,866% | 2,913% | 3,253% | 2,981% | 4,336% | 4,936% |
| 100 | 1,874% | 2,921% | 3,258% | 2,989% | 4,337% | 4,931% |
| 101 | 1,883% | 2,930% | 3,263% | 2,996% | 4,339% | 4,927% |
| 102 | 1,891% | 2,938% | 3,268% | 3,004% | 4,341% | 4,923% |
| 103 | 1,900% | 2,945% | 3,272% | 3,011% | 4,342% | 4,919% |
| 104 | 1,908% | 2,953% | 3,277% | 3,018% | 4,344% | 4,915% |
| 105 | 1,916% | 2,961% | 3,281% | 3,025% | 4,345% | 4,911% |
| 106 | 1,924% | 2,968% | 3,286% | 3,032% | 4,347% | 4,907% |
| 107 | 1,931% | 2,975% | 3,290% | 3,038% | 4,348% | 4,903% |
| 108 | 1,939% | 2,983% | 3,294% | 3,045% | 4,349% | 4,899% |
| 109 | 1,946% | 2,990% | 3,299% | 3,051% | 4,351% | 4,896% |
| 110 | 1,954% | 2,996% | 3,303% | 3,058% | 4,352% | 4,892% |
| 111 | 1,961% | 3,003% | 3,307% | 3,064% | 4,354% | 4,889% |
| 112 | 1,968% | 3,010% | 3,311% | 3,070% | 4,355% | 4,885% |
| 113 | 1,975% | 3,016% | 3,314% | 3,076% | 4,356% | 4,882% |
| 114 | 1,981% | 3,023% | 3,318% | 3,082% | 4,357% | 4,878% |
| 115 | 1,988% | 3,029% | 3,322% | 3,088% | 4,359% | 4,875% |
| 116 | 1,995% | 3,035% | 3,326% | 3,094% | 4,360% | 4,872% |
| 117 | 2,001% | 3,041% | 3,329% | 3,099% | 4,361% | 4,869% |
| 118 | 2,007% | 3,047% | 3,333% | 3,105% | 4,362% | 4,866% |
| 119 | 2,014% | 3,053% | 3,336% | 3,110% | 4,363% | 4,862% |
| 120 | 2,020% | 3,059% | 3,340% | 3,115% | 4,365% | 4,859% |
| 121 | 2,026% | 3,065% | 3,343% | 3,121% | 4,366% | 4,856% |
| 122 | 2,032% | 3,070% | 3,347% | 3,126% | 4,367% | 4,854% |
| 123 | 2,038% | 3,076% | 3,350% | 3,131% | 4,368% | 4,851% |
| 124 | 2,043% | 3,081% | 3,353% | 3,136% | 4,369% | 4,848% |
| 125 | 2,049% | 3,087% | 3,356% | 3,141% | 4,370% | 4,845% |
| 126 | 2,054% | 3,092% | 3,359% | 3,145% | 4,371% | 4,842% |
| 127 | 2,060% | 3,097% | 3,362% | 3,150% | 4,372% | 4,840% |
| 128 | 2,065% | 3,102% | 3,365% | 3,155% | 4,373% | 4,837% |
| 129 | 2,071% | 3,107% | 3,368% | 3,159% | 4,374% | 4,834% |
| 130 | 2,076% | 3,112% | 3,371% | 3,164% | 4,375% | 4,832% |
| 131 | 2,081% | 3,117% | 3,374% | 3,168% | 4,376% | 4,829% |
| 132 | 2,086% | 3,122% | 3,377% | 3,173% | 4,377% | 4,827% |
| 133 | 2,091% | 3,126% | 3,380% | 3,177% | 4,378% | 4,824% |
| 134 | 2,096% | 3,131% | 3,383% | 3,181% | 4,379% | 4,822% |
| 135 | 2,101% | 3,136% | 3,385% | 3,186% | 4,380% | 4,819% |
| 136 | 2,105% | 3,140% | 3,388% | 3,190% | 4,381% | 4,817% |
| 137 | 2,110% | 3,145% | 3,391% | 3,194% | 4,381% | 4,815% |
| 138 | 2,115% | 3,149% | 3,393% | 3,198% | 4,382% | 4,812% |
| 139 | 2,119% | 3,153% | 3,396% | 3,202% | 4,383% | 4,810% |
| 140 | 2,124% | 3,157% | 3,398% | 3,206% | 4,384% | 4,808% |
| 141 | 2,128% | 3,162% | 3,401% | 3,210% | 4,385% | 4,806% |
| 142 | 2,133% | 3,166% | 3,403% | 3,213% | 4,386% | 4,804% |
| 143 | 2,137% | 3,170% | 3,406% | 3,217% | 4,386% | 4,802% |
| 144 | 2,141% | 3,174% | 3,408% | 3,221% | 4,387% | 4,799% |
| 145 | 2,145% | 3,178% | 3,410% | 3,224% | 4,388% | 4,797% |
| 146 | 2,149% | 3,182% | 3,413% | 3,228% | 4,389% | 4,795% |
| 147 | 2,154% | 3,186% | 3,415% | 3,232% | 4,389% | 4,793% |
| 148 | 2,158% | 3,189% | 3,417% | 3,235% | 4,390% | 4,791% |
| 149 | 2,161% | 3,193% | 3,420% | 3,239% | 4,391% | 4,789% |
| 150 | 2,165% | 3,197% | 3,422% | 3,242% | 4,392% | 4,787% |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
|---|---|---|---|---|---|---|
| 1 | 0,130% | 3,247% | 3,976% | 0,010% | 0,160% | 3,034% |
| 2 | 0,140% | 3,702% | 3,992% | 0,026% | 0,188% | 3,222% |
| 3 | 0,185% | 4,152% | 4,144% | 0,044% | 0,263% | 3,637% |
| 4 | 0,247% | 4,594% | 4,309% | 0,064% | 0,346% | 4,089% |
| 5 | 0,321% | 4,987% | 4,477% | 0,085% | 0,445% | 4,565% |
| 6 | 0,405% | 5,316% | 4,656% | 0,107% | 0,544% | 5,070% |
| 7 | 0,490% | 5,586% | 4,831% | 0,129% | 0,641% | 5,570% |
| 8 | 0,568% | 5,785% | 4,995% | 0,151% | 0,734% | 6,045% |
| 9 | 0,639% | 5,943% | 5,148% | 0,173% | 0,822% | 6,485% |
| 10 | 0,700% | 6,063% | 5,294% | 0,193% | 0,900% | 6,885% |
| 11 | 0,752% | 6,150% | 5,434% | 0,241% | 0,968% | 7,242% |
| 12 | 0,801% | 6,211% | 5,567% | 0,313% | 1,028% | 7,556% |
| 13 | 0,851% | 6,254% | 5,690% | 0,399% | 1,084% | 7,827% |
| 14 | 0,905% | 6,283% | 5,802% | 0,493% | 1,137% | 8,051% |
| 15 | 0,964% | 6,301% | 5,903% | 0,590% | 1,188% | 8,227% |
| 16 | 1,030% | 6,310% | 5,991% | 0,688% | 1,239% | 8,352% |
| 17 | 1,101% | 6,314% | 6,067% | 0,786% | 1,291% | 8,435% |
| 18 | 1,173% | 6,313% | 6,130% | 0,881% | 1,342% | 8,485% |
| 19 | 1,246% | 6,308% | 6,179% | 0,974% | 1,396% | 8,508% |
| 20 | 1,318% | 6,300% | 6,214% | 1,063% | 1,450% | 8,510% |
| 21 | 1,389% | 6,290% | 6,235% | 1,149% | 1,506% | 8,495% |
| 22 | 1,459% | 6,279% | 6,244% | 1,232% | 1,564% | 8,468% |
| 23 | 1,526% | 6,266% | 6,245% | 1,311% | 1,621% | 8,431% |
| 24 | 1,591% | 6,252% | 6,238% | 1,387% | 1,677% | 8,386% |
| 25 | 1,654% | 6,238% | 6,225% | 1,459% | 1,733% | 8,335% |
| 26 | 1,714% | 6,224% | 6,208% | 1,528% | 1,787% | 8,281% |
| 27 | 1,772% | 6,209% | 6,188% | 1,594% | 1,840% | 8,224% |
| 28 | 1,828% | 6,194% | 6,165% | 1,657% | 1,891% | 8,165% |
| 29 | 1,881% | 6,179% | 6,140% | 1,717% | 1,940% | 8,106% |
| 30 | 1,932% | 6,165% | 6,115% | 1,774% | 1,988% | 8,046% |
| 31 | 1,981% | 6,150% | 6,088% | 1,828% | 2,034% | 7,987% |
| 32 | 2,028% | 6,136% | 6,061% | 1,880% | 2,078% | 7,929% |
| 33 | 2,073% | 6,122% | 6,034% | 1,930% | 2,120% | 7,871% |
| 34 | 2,116% | 6,109% | 6,007% | 1,977% | 2,161% | 7,815% |
| 35 | 2,157% | 6,095% | 5,980% | 2,023% | 2,201% | 7,760% |
| 36 | 2,197% | 6,082% | 5,954% | 2,066% | 2,238% | 7,707% |
| 37 | 2,235% | 6,070% | 5,928% | 2,107% | 2,275% | 7,655% |
| 38 | 2,271% | 6,058% | 5,902% | 2,147% | 2,309% | 7,605% |
| 39 | 2,305% | 6,046% | 5,877% | 2,185% | 2,343% | 7,557% |
| 40 | 2,339% | 6,034% | 5,853% | 2,221% | 2,375% | 7,510% |
| 41 | 2,371% | 6,023% | 5,830% | 2,256% | 2,406% | 7,465% |
| 42 | 2,401% | 6,012% | 5,807% | 2,290% | 2,436% | 7,422% |
| 43 | 2,431% | 6,002% | 5,785% | 2,322% | 2,464% | 7,380% |
| 44 | 2,459% | 5,992% | 5,763% | 2,353% | 2,492% | 7,339% |
| 45 | 2,486% | 5,982% | 5,743% | 2,382% | 2,518% | 7,300% |
| 46 | 2,513% | 5,973% | 5,723% | 2,411% | 2,543% | 7,263% |
| 47 | 2,538% | 5,963% | 5,703% | 2,438% | 2,568% | 7,227% |
| 48 | 2,562% | 5,955% | 5,684% | 2,464% | 2,592% | 7,192% |
| 49 | 2,585% | 5,946% | 5,666% | 2,490% | 2,614% | 7,158% |
| 50 | 2,608% | 5,938% | 5,649% | 2,514% | 2,636% | 7,126% |
| 51 | 2,630% | 5,930% | 5,632% | 2,538% | 2,657% | 7,094% |
| 52 | 2,650% | 5,922% | 5,615% | 2,560% | 2,678% | 7,064% |
| 53 | 2,671% | 5,914% | 5,600% | 2,582% | 2,697% | 7,035% |
| 54 | 2,690% | 5,907% | 5,584% | 2,603% | 2,716% | 7,007% |
| 55 | 2,709% | 5,900% | 5,569% | 2,624% | 2,735% | 6,980% |
| 56 | 2,727% | 5,893% | 5,555% | 2,643% | 2,752% | 6,953% |
| 57 | 2,745% | 5,886% | 5,541% | 2,662% | 2,770% | 6,928% |
| 58 | 2,762% | 5,880% | 5,528% | 2,681% | 2,786% | 6,904% |
| 59 | 2,778% | 5,874% | 5,515% | 2,699% | 2,802% | 6,880% |
| 60 | 2,794% | 5,868% | 5,502% | 2,716% | 2,818% | 6,857% |
| 61 | 2,810% | 5,862% | 5,490% | 2,733% | 2,833% | 6,835% |
| 62 | 2,825% | 5,856% | 5,478% | 2,749% | 2,847% | 6,813% |
| 63 | 2,839% | 5,851% | 5,467% | 2,764% | 2,861% | 6,792% |
| 64 | 2,853% | 5,845% | 5,456% | 2,780% | 2,875% | 6,772% |
| 65 | 2,867% | 5,840% | 5,445% | 2,794% | 2,889% | 6,753% |
| 66 | 2,880% | 5,835% | 5,434% | 2,809% | 2,901% | 6,734% |
| 67 | 2,893% | 5,830% | 5,424% | 2,823% | 2,914% | 6,715% |
| 68 | 2,905% | 5,825% | 5,414% | 2,836% | 2,926% | 6,697% |
| 69 | 2,917% | 5,821% | 5,405% | 2,849% | 2,938% | 6,680% |
| 70 | 2,929% | 5,816% | 5,395% | 2,862% | 2,950% | 6,663% |
| 71 | 2,941% | 5,812% | 5,386% | 2,874% | 2,961% | 6,646% |
| 72 | 2,952% | 5,807% | 5,377% | 2,887% | 2,972% | 6,630% |
| 73 | 2,963% | 5,803% | 5,369% | 2,898% | 2,982% | 6,615% |
| 74 | 2,973% | 5,799% | 5,360% | 2,910% | 2,992% | 6,600% |
| 75 | 2,984% | 5,795% | 5,352% | 2,921% | 3,003% | 6,585% |
| 76 | 2,994% | 5,791% | 5,344% | 2,932% | 3,012% | 6,571% |
| 77 | 3,003% | 5,787% | 5,337% | 2,942% | 3,022% | 6,557% |
| 78 | 3,013% | 5,784% | 5,329% | 2,953% | 3,031% | 6,543% |
| 79 | 3,022% | 5,780% | 5,322% | 2,963% | 3,040% | 6,530% |
| 80 | 3,031% | 5,777% | 5,315% | 2,972% | 3,049% | 6,517% |
| 81 | 3,040% | 5,773% | 5,308% | 2,982% | 3,058% | 6,504% |
| 82 | 3,049% | 5,770% | 5,301% | 2,991% | 3,066% | 6,492% |
| 83 | 3,057% | 5,767% | 5,294% | 3,000% | 3,074% | 6,480% |
| 84 | 3,065% | 5,764% | 5,288% | 3,009% | 3,082% | 6,468% |
| 85 | 3,073% | 5,760% | 5,281% | 3,018% | 3,090% | 6,457% |
| 86 | 3,081% | 5,757% | 5,275% | 3,026% | 3,098% | 6,446% |
| 87 | 3,089% | 5,755% | 5,269% | 3,035% | 3,105% | 6,435% |
| 88 | 3,096% | 5,752% | 5,263% | 3,043% | 3,112% | 6,424% |
| 89 | 3,104% | 5,749% | 5,257% | 3,051% | 3,120% | 6,414% |
| 90 | 3,111% | 5,746% | 5,252% | 3,058% | 3,127% | 6,404% |
| 91 | 3,118% | 5,743% | 5,246% | 3,066% | 3,133% | 6,394% |
| 92 | 3,125% | 5,741% | 5,241% | 3,073% | 3,140% | 6,384% |
| 93 | 3,131% | 5,738% | 5,236% | 3,081% | 3,147% | 6,374% |
| 94 | 3,138% | 5,736% | 5,230% | 3,088% | 3,153% | 6,365% |
| 95 | 3,144% | 5,733% | 5,225% | 3,095% | 3,159% | 6,356% |
| 96 | 3,151% | 5,731% | 5,220% | 3,101% | 3,165% | 6,347% |
| 97 | 3,157% | 5,728% | 5,215% | 3,108% | 3,171% | 6,338% |
| 98 | 3,163% | 5,726% | 5,211% | 3,115% | 3,177% | 6,329% |
| 99 | 3,169% | 5,724% | 5,206% | 3,121% | 3,183% | 6,321% |
| 100 | 3,175% | 5,721% | 5,201% | 3,127% | 3,189% | 6,313% |
| 101 | 3,180% | 5,719% | 5,197% | 3,133% | 3,194% | 6,305% |
| 102 | 3,186% | 5,717% | 5,193% | 3,140% | 3,200% | 6,297% |
| 103 | 3,191% | 5,715% | 5,188% | 3,145% | 3,205% | 6,289% |
| 104 | 3,197% | 5,713% | 5,184% | 3,151% | 3,210% | 6,281% |
| 105 | 3,202% | 5,711% | 5,180% | 3,157% | 3,215% | 6,274% |
| 106 | 3,207% | 5,709% | 5,176% | 3,162% | 3,220% | 6,267% |
| 107 | 3,212% | 5,707% | 5,172% | 3,168% | 3,225% | 6,259% |
| 108 | 3,217% | 5,705% | 5,168% | 3,173% | 3,230% | 6,252% |
| 109 | 3,222% | 5,703% | 5,164% | 3,179% | 3,235% | 6,245% |
| 110 | 3,227% | 5,701% | 5,160% | 3,184% | 3,240% | 6,239% |
| 111 | 3,231% | 5,699% | 5,157% | 3,189% | 3,244% | 6,232% |
| 112 | 3,236% | 5,698% | 5,153% | 3,194% | 3,249% | 6,225% |
| 113 | 3,241% | 5,696% | 5,149% | 3,199% | 3,253% | 6,219% |
| 114 | 3,245% | 5,694% | 5,146% | 3,204% | 3,257% | 6,213% |
| 115 | 3,249% | 5,693% | 5,142% | 3,208% | 3,262% | 6,206% |
| 116 | 3,254% | 5,691% | 5,139% | 3,213% | 3,266% | 6,200% |
| 117 | 3,258% | 5,689% | 5,136% | 3,218% | 3,270% | 6,194% |
| 118 | 3,262% | 5,688% | 5,132% | 3,222% | 3,274% | 6,188% |
| 119 | 3,266% | 5,686% | 5,129% | 3,226% | 3,278% | 6,183% |
| 120 | 3,270% | 5,685% | 5,126% | 3,231% | 3,282% | 6,177% |
| 121 | 3,274% | 5,683% | 5,123% | 3,235% | 3,286% | 6,171% |
| 122 | 3,278% | 5,681% | 5,120% | 3,239% | 3,290% | 6,166% |
| 123 | 3,282% | 5,680% | 5,117% | 3,243% | 3,293% | 6,160% |
| 124 | 3,286% | 5,679% | 5,114% | 3,248% | 3,297% | 6,155% |
| 125 | 3,289% | 5,677% | 5,111% | 3,252% | 3,301% | 6,150% |
| 126 | 3,293% | 5,676% | 5,108% | 3,256% | 3,304% | 6,145% |
| 127 | 3,297% | 5,674% | 5,105% | 3,259% | 3,308% | 6,139% |
| 128 | 3,300% | 5,673% | 5,103% | 3,263% | 3,311% | 6,134% |
| 129 | 3,304% | 5,672% | 5,100% | 3,267% | 3,315% | 6,130% |
| 130 | 3,307% | 5,670% | 5,097% | 3,271% | 3,318% | 6,125% |
| 131 | 3,310% | 5,669% | 5,094% | 3,274% | 3,321% | 6,120% |
| 132 | 3,314% | 5,668% | 5,092% | 3,278% | 3,325% | 6,115% |
| 133 | 3,317% | 5,666% | 5,089% | 3,281% | 3,328% | 6,111% |
| 134 | 3,320% | 5,665% | 5,087% | 3,285% | 3,331% | 6,106% |
| 135 | 3,323% | 5,664% | 5,084% | 3,288% | 3,334% | 6,101% |
| 136 | 3,327% | 5,663% | 5,082% | 3,292% | 3,337% | 6,097% |
| 137 | 3,330% | 5,662% | 5,079% | 3,295% | 3,340% | 6,093% |
| 138 | 3,333% | 5,660% | 5,077% | 3,298% | 3,343% | 6,088% |
| 139 | 3,336% | 5,659% | 5,075% | 3,302% | 3,346% | 6,084% |
| 140 | 3,339% | 5,658% | 5,072% | 3,305% | 3,349% | 6,080% |
| 141 | 3,342% | 5,657% | 5,070% | 3,308% | 3,352% | 6,076% |
| 142 | 3,344% | 5,656% | 5,068% | 3,311% | 3,354% | 6,072% |
| 143 | 3,347% | 5,655% | 5,065% | 3,314% | 3,357% | 6,068% |
| 144 | 3,350% | 5,654% | 5,063% | 3,317% | 3,360% | 6,064% |
| 145 | 3,353% | 5,653% | 5,061% | 3,320% | 3,363% | 6,060% |
| 146 | 3,355% | 5,652% | 5,059% | 3,323% | 3,365% | 6,056% |
| 147 | 3,358% | 5,651% | 5,057% | 3,326% | 3,368% | 6,052% |
| 148 | 3,361% | 5,650% | 5,055% | 3,329% | 3,370% | 6,049% |
| 149 | 3,363% | 5,649% | 5,053% | 3,332% | 3,373% | 6,045% |
| 150 | 3,366% | 5,648% | 5,051% | 3,334% | 3,375% | 6,041% |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
|---|---|---|---|---|---|---|
| 1 | 2,604% | 2,147% | 1,413% | 3,491% | 0,000% | 0,383% |
| 2 | 3,922% | 2,250% | 1,519% | 4,070% | 0,038% | 0,504% |
| 3 | 4,786% | 2,339% | 1,630% | 4,487% | 0,095% | 0,602% |
| 4 | 5,328% | 2,424% | 1,754% | 4,827% | 0,180% | 0,699% |
| 5 | 5,732% | 2,512% | 1,877% | 5,098% | 0,286% | 0,770% |
| 6 | 6,053% | 2,605% | 2,004% | 5,318% | 0,404% | 0,811% |
| 7 | 6,327% | 2,697% | 2,139% | 5,499% | 0,516% | 0,846% |
| 8 | 6,581% | 2,784% | 2,284% | 5,648% | 0,611% | 0,888% |
| 9 | 6,800% | 2,866% | 2,437% | 5,777% | 0,683% | 0,921% |
| 10 | 7,010% | 2,942% | 2,597% | 5,902% | 0,731% | 0,934% |
| 11 | 7,168% | 3,011% | 2,752% | 6,035% | 0,756% | 0,923% |
| 12 | 7,276% | 3,074% | 2,897% | 6,171% | 0,768% | 0,901% |
| 13 | 7,346% | 3,132% | 3,030% | 6,298% | 0,775% | 0,875% |
| 14 | 7,389% | 3,187% | 3,151% | 6,410% | 0,782% | 0,853% |
| 15 | 7,410% | 3,237% | 3,262% | 6,498% | 0,792% | 0,836% |
| 16 | 7,416% | 3,285% | 3,363% | 6,558% | 0,806% | 0,829% |
| 17 | 7,409% | 3,329% | 3,453% | 6,595% | 0,827% | 0,831% |
| 18 | 7,392% | 3,370% | 3,533% | 6,613% | 0,856% | 0,843% |
| 19 | 7,369% | 3,410% | 3,602% | 6,616% | 0,891% | 0,866% |
| 20 | 7,341% | 3,446% | 3,662% | 6,609% | 0,935% | 0,900% |
| 21 | 7,308% | 3,481% | 3,711% | 6,592% | 0,987% | 0,944% |
| 22 | 7,274% | 3,514% | 3,751% | 6,569% | 1,044% | 0,996% |
| 23 | 7,237% | 3,545% | 3,784% | 6,541% | 1,105% | 1,053% |
| 24 | 7,199% | 3,574% | 3,811% | 6,510% | 1,167% | 1,113% |
| 25 | 7,160% | 3,602% | 3,833% | 6,475% | 1,230% | 1,175% |
| 26 | 7,122% | 3,629% | 3,851% | 6,439% | 1,293% | 1,237% |
| 27 | 7,083% | 3,654% | 3,865% | 6,402% | 1,356% | 1,299% |
| 28 | 7,045% | 3,678% | 3,877% | 6,364% | 1,417% | 1,361% |
| 29 | 7,008% | 3,701% | 3,886% | 6,326% | 1,477% | 1,421% |
| 30 | 6,971% | 3,722% | 3,893% | 6,288% | 1,535% | 1,480% |
| 31 | 6,936% | 3,743% | 3,898% | 6,250% | 1,592% | 1,537% |
| 32 | 6,901% | 3,763% | 3,902% | 6,213% | 1,646% | 1,592% |
| 33 | 6,867% | 3,782% | 3,905% | 6,177% | 1,699% | 1,646% |
| 34 | 6,834% | 3,800% | 3,907% | 6,141% | 1,750% | 1,698% |
| 35 | 6,803% | 3,817% | 3,908% | 6,107% | 1,799% | 1,748% |
| 36 | 6,772% | 3,834% | 3,909% | 6,073% | 1,847% | 1,796% |
| 37 | 6,742% | 3,849% | 3,909% | 6,040% | 1,892% | 1,843% |
| 38 | 6,714% | 3,865% | 3,908% | 6,009% | 1,936% | 1,888% |
| 39 | 6,686% | 3,879% | 3,907% | 5,978% | 1,978% | 1,931% |
| 40 | 6,659% | 3,893% | 3,906% | 5,948% | 2,018% | 1,972% |
| 41 | 6,634% | 3,906% | 3,905% | 5,920% | 2,057% | 2,012% |
| 42 | 6,609% | 3,919% | 3,903% | 5,892% | 2,095% | 2,051% |
| 43 | 6,585% | 3,932% | 3,902% | 5,866% | 2,131% | 2,088% |
| 44 | 6,562% | 3,944% | 3,900% | 5,840% | 2,165% | 2,123% |
| 45 | 6,540% | 3,955% | 3,898% | 5,815% | 2,199% | 2,157% |
| 46 | 6,519% | 3,966% | 3,896% | 5,791% | 2,231% | 2,190% |
| 47 | 6,498% | 3,977% | 3,894% | 5,768% | 2,262% | 2,222% |
| 48 | 6,478% | 3,987% | 3,892% | 5,746% | 2,292% | 2,252% |
| 49 | 6,459% | 3,997% | 3,890% | 5,724% | 2,320% | 2,282% |
| 50 | 6,440% | 4,006% | 3,888% | 5,703% | 2,348% | 2,310% |
| 51 | 6,422% | 4,016% | 3,885% | 5,683% | 2,374% | 2,338% |
| 52 | 6,405% | 4,024% | 3,883% | 5,664% | 2,400% | 2,364% |
| 53 | 6,389% | 4,033% | 3,881% | 5,645% | 2,425% | 2,389% |
| 54 | 6,372% | 4,041% | 3,879% | 5,627% | 2,449% | 2,414% |
| 55 | 6,357% | 4,049% | 3,877% | 5,610% | 2,472% | 2,438% |
| 56 | 6,342% | 4,057% | 3,875% | 5,593% | 2,494% | 2,461% |
| 57 | 6,327% | 4,065% | 3,873% | 5,577% | 2,516% | 2,483% |
| 58 | 6,313% | 4,072% | 3,872% | 5,561% | 2,537% | 2,504% |
| 59 | 6,300% | 4,079% | 3,870% | 5,546% | 2,557% | 2,525% |
| 60 | 6,286% | 4,086% | 3,868% | 5,531% | 2,577% | 2,545% |
| 61 | 6,274% | 4,092% | 3,866% | 5,516% | 2,596% | 2,565% |
| 62 | 6,261% | 4,099% | 3,864% | 5,502% | 2,614% | 2,584% |
| 63 | 6,249% | 4,105% | 3,863% | 5,489% | 2,632% | 2,602% |
| 64 | 6,238% | 4,111% | 3,861% | 5,476% | 2,649% | 2,620% |
| 65 | 6,226% | 4,117% | 3,859% | 5,463% | 2,666% | 2,637% |
| 66 | 6,215% | 4,123% | 3,858% | 5,451% | 2,682% | 2,654% |
| 67 | 6,205% | 4,128% | 3,856% | 5,439% | 2,698% | 2,670% |
| 68 | 6,194% | 4,133% | 3,855% | 5,427% | 2,713% | 2,686% |
| 69 | 6,184% | 4,139% | 3,853% | 5,416% | 2,728% | 2,701% |
| 70 | 6,175% | 4,144% | 3,852% | 5,405% | 2,743% | 2,716% |
| 71 | 6,165% | 4,149% | 3,850% | 5,395% | 2,757% | 2,730% |
| 72 | 6,156% | 4,154% | 3,849% | 5,384% | 2,770% | 2,744% |
| 73 | 6,147% | 4,158% | 3,848% | 5,374% | 2,784% | 2,758% |
| 74 | 6,138% | 4,163% | 3,847% | 5,364% | 2,797% | 2,771% |
| 75 | 6,130% | 4,167% | 3,845% | 5,355% | 2,809% | 2,784% |
| 76 | 6,121% | 4,172% | 3,844% | 5,346% | 2,822% | 2,797% |
| 77 | 6,113% | 4,176% | 3,843% | 5,337% | 2,834% | 2,809% |
| 78 | 6,105% | 4,180% | 3,842% | 5,328% | 2,845% | 2,821% |
| 79 | 6,098% | 4,184% | 3,841% | 5,319% | 2,857% | 2,833% |
| 80 | 6,090% | 4,188% | 3,839% | 5,311% | 2,868% | 2,844% |
| 81 | 6,083% | 4,192% | 3,838% | 5,303% | 2,879% | 2,855% |
| 82 | 6,076% | 4,195% | 3,837% | 5,295% | 2,889% | 2,866% |
| 83 | 6,069% | 4,199% | 3,836% | 5,287% | 2,900% | 2,877% |
| 84 | 6,062% | 4,203% | 3,835% | 5,279% | 2,910% | 2,887% |
| 85 | 6,056% | 4,206% | 3,834% | 5,272% | 2,920% | 2,897% |
| 86 | 6,049% | 4,210% | 3,833% | 5,265% | 2,929% | 2,907% |
| 87 | 6,043% | 4,213% | 3,832% | 5,257% | 2,939% | 2,917% |
| 88 | 6,037% | 4,216% | 3,831% | 5,251% | 2,948% | 2,926% |
| 89 | 6,031% | 4,219% | 3,830% | 5,244% | 2,957% | 2,935% |
| 90 | 6,025% | 4,222% | 3,830% | 5,237% | 2,965% | 2,944% |
| 91 | 6,019% | 4,225% | 3,829% | 5,231% | 2,974% | 2,953% |
| 92 | 6,013% | 4,228% | 3,828% | 5,224% | 2,982% | 2,962% |
| 93 | 6,008% | 4,231% | 3,827% | 5,218% | 2,991% | 2,970% |
| 94 | 6,002% | 4,234% | 3,826% | 5,212% | 2,999% | 2,979% |
| 95 | 5,997% | 4,237% | 3,825% | 5,206% | 3,007% | 2,987% |
| 96 | 5,992% | 4,240% | 3,825% | 5,200% | 3,014% | 2,995% |
| 97 | 5,987% | 4,242% | 3,824% | 5,195% | 3,022% | 3,002% |
| 98 | 5,982% | 4,245% | 3,823% | 5,189% | 3,029% | 3,010% |
| 99 | 5,977% | 4,248% | 3,822% | 5,184% | 3,037% | 3,017% |
| 100 | 5,972% | 4,250% | 3,822% | 5,178% | 3,044% | 3,025% |
| 101 | 5,967% | 4,253% | 3,821% | 5,173% | 3,051% | 3,032% |
| 102 | 5,963% | 4,255% | 3,820% | 5,168% | 3,057% | 3,039% |
| 103 | 5,958% | 4,257% | 3,819% | 5,163% | 3,064% | 3,046% |
| 104 | 5,954% | 4,260% | 3,819% | 5,158% | 3,071% | 3,052% |
| 105 | 5,950% | 4,262% | 3,818% | 5,153% | 3,077% | 3,059% |
| 106 | 5,945% | 4,264% | 3,818% | 5,148% | 3,083% | 3,066% |
| 107 | 5,941% | 4,266% | 3,817% | 5,144% | 3,090% | 3,072% |
| 108 | 5,937% | 4,269% | 3,816% | 5,139% | 3,096% | 3,078% |
| 109 | 5,933% | 4,271% | 3,816% | 5,135% | 3,102% | 3,084% |
| 110 | 5,929% | 4,273% | 3,815% | 5,130% | 3,108% | 3,090% |
| 111 | 5,925% | 4,275% | 3,814% | 5,126% | 3,113% | 3,096% |
| 112 | 5,921% | 4,277% | 3,814% | 5,122% | 3,119% | 3,102% |
| 113 | 5,918% | 4,279% | 3,813% | 5,117% | 3,125% | 3,108% |
| 114 | 5,914% | 4,281% | 3,813% | 5,113% | 3,130% | 3,113% |
| 115 | 5,910% | 4,283% | 3,812% | 5,109% | 3,135% | 3,119% |
| 116 | 5,907% | 4,284% | 3,812% | 5,105% | 3,141% | 3,124% |
| 117 | 5,903% | 4,286% | 3,811% | 5,101% | 3,146% | 3,130% |
| 118 | 5,900% | 4,288% | 3,811% | 5,098% | 3,151% | 3,135% |
| 119 | 5,897% | 4,290% | 3,810% | 5,094% | 3,156% | 3,140% |
| 120 | 5,893% | 4,292% | 3,810% | 5,090% | 3,161% | 3,145% |
| 121 | 5,890% | 4,293% | 3,809% | 5,086% | 3,166% | 3,150% |
| 122 | 5,887% | 4,295% | 3,809% | 5,083% | 3,171% | 3,155% |
| 123 | 5,884% | 4,297% | 3,808% | 5,079% | 3,175% | 3,160% |
| 124 | 5,881% | 4,298% | 3,808% | 5,076% | 3,180% | 3,165% |
| 125 | 5,877% | 4,300% | 3,807% | 5,072% | 3,185% | 3,169% |
| 126 | 5,874% | 4,302% | 3,807% | 5,069% | 3,189% | 3,174% |
| 127 | 5,872% | 4,303% | 3,806% | 5,066% | 3,193% | 3,178% |
| 128 | 5,869% | 4,305% | 3,806% | 5,063% | 3,198% | 3,183% |
| 129 | 5,866% | 4,306% | 3,805% | 5,059% | 3,202% | 3,187% |
| 130 | 5,863% | 4,308% | 3,805% | 5,056% | 3,206% | 3,192% |
| 131 | 5,860% | 4,309% | 3,805% | 5,053% | 3,210% | 3,196% |
| 132 | 5,857% | 4,311% | 3,804% | 5,050% | 3,214% | 3,200% |
| 133 | 5,855% | 4,312% | 3,804% | 5,047% | 3,218% | 3,204% |
| 134 | 5,852% | 4,313% | 3,803% | 5,044% | 3,222% | 3,208% |
| 135 | 5,849% | 4,315% | 3,803% | 5,041% | 3,226% | 3,212% |
| 136 | 5,847% | 4,316% | 3,803% | 5,038% | 3,230% | 3,216% |
| 137 | 5,844% | 4,317% | 3,802% | 5,035% | 3,234% | 3,220% |
| 138 | 5,842% | 4,319% | 3,802% | 5,033% | 3,238% | 3,224% |
| 139 | 5,839% | 4,320% | 3,801% | 5,030% | 3,241% | 3,228% |
| 140 | 5,837% | 4,321% | 3,801% | 5,027% | 3,245% | 3,231% |
| 141 | 5,835% | 4,323% | 3,801% | 5,024% | 3,249% | 3,235% |
| 142 | 5,832% | 4,324% | 3,800% | 5,022% | 3,252% | 3,239% |
| 143 | 5,830% | 4,325% | 3,800% | 5,019% | 3,256% | 3,242% |
| 144 | 5,828% | 4,326% | 3,800% | 5,017% | 3,259% | 3,246% |
| 145 | 5,825% | 4,328% | 3,799% | 5,014% | 3,262% | 3,249% |
| 146 | 5,823% | 4,329% | 3,799% | 5,012% | 3,266% | 3,253% |
| 147 | 5,821% | 4,330% | 3,799% | 5,009% | 3,269% | 3,256% |
| 148 | 5,819% | 4,331% | 3,798% | 5,007% | 3,272% | 3,259% |
| 149 | 5,817% | 4,332% | 3,798% | 5,004% | 3,275% | 3,263% |
| 150 | 5,814% | 4,333% | 3,798% | 5,002% | 3,279% | 3,266% |
| Term to maturity (in years) | Turkish lira | US dollar | Yen |
|---|---|---|---|
| 1 | 15,049% | 0,023% | -0,151% |
| 2 | 14,368% | 0,028% | -0,151% |
| 3 | 13,669% | 0,070% | -0,152% |
| 4 | 13,128% | 0,155% | -0,145% |
| 5 | 12,713% | 0,260% | -0,137% |
| 6 | 12,431% | 0,376% | -0,128% |
| 7 | 12,279% | 0,489% | -0,113% |
| 8 | 12,241% | 0,594% | -0,094% |
| 9 | 12,232% | 0,687% | -0,073% |
| 10 | 12,187% | 0,769% | -0,049% |
| 11 | 12,103% | 0,845% | -0,024% |
| 12 | 11,993% | 0,914% | 0,001% |
| 13 | 11,864% | 0,970% | 0,028% |
| 14 | 11,721% | 1,016% | 0,057% |
| 15 | 11,569% | 1,056% | 0,086% |
| 16 | 11,411% | 1,089% | 0,115% |
| 17 | 11,251% | 1,118% | 0,143% |
| 18 | 11,089% | 1,143% | 0,167% |
| 19 | 10,928% | 1,164% | 0,186% |
| 20 | 10,769% | 1,180% | 0,198% |
| 21 | 10,613% | 1,194% | 0,204% |
| 22 | 10,461% | 1,205% | 0,207% |
| 23 | 10,312% | 1,216% | 0,210% |
| 24 | 10,169% | 1,227% | 0,214% |
| 25 | 10,030% | 1,240% | 0,223% |
| 26 | 9,896% | 1,254% | 0,235% |
| 27 | 9,767% | 1,266% | 0,252% |
| 28 | 9,643% | 1,274% | 0,276% |
| 29 | 9,524% | 1,277% | 0,305% |
| 30 | 9,410% | 1,271% | 0,341% |
| 31 | 9,301% | 1,257% | 0,383% |
| 32 | 9,196% | 1,238% | 0,431% |
| 33 | 9,096% | 1,215% | 0,481% |
| 34 | 9,000% | 1,192% | 0,534% |
| 35 | 8,909% | 1,168% | 0,588% |
| 36 | 8,821% | 1,146% | 0,643% |
| 37 | 8,737% | 1,127% | 0,699% |
| 38 | 8,657% | 1,109% | 0,753% |
| 39 | 8,580% | 1,095% | 0,808% |
| 40 | 8,506% | 1,084% | 0,861% |
| 41 | 8,436% | 1,076% | 0,913% |
| 42 | 8,368% | 1,071% | 0,965% |
| 43 | 8,303% | 1,069% | 1,015% |
| 44 | 8,241% | 1,071% | 1,064% |
| 45 | 8,181% | 1,076% | 1,111% |
| 46 | 8,124% | 1,083% | 1,157% |
| 47 | 8,069% | 1,094% | 1,202% |
| 48 | 8,016% | 1,108% | 1,246% |
| 49 | 7,965% | 1,125% | 1,288% |
| 50 | 7,916% | 1,145% | 1,329% |
| 51 | 7,869% | 1,169% | 1,369% |
| 52 | 7,824% | 1,194% | 1,407% |
| 53 | 7,780% | 1,222% | 1,444% |
| 54 | 7,738% | 1,251% | 1,481% |
| 55 | 7,697% | 1,281% | 1,516% |
| 56 | 7,658% | 1,312% | 1,549% |
| 57 | 7,620% | 1,343% | 1,582% |
| 58 | 7,583% | 1,374% | 1,614% |
| 59 | 7,548% | 1,406% | 1,645% |
| 60 | 7,514% | 1,437% | 1,675% |
| 61 | 7,480% | 1,468% | 1,704% |
| 62 | 7,448% | 1,499% | 1,732% |
| 63 | 7,417% | 1,530% | 1,760% |
| 64 | 7,387% | 1,560% | 1,786% |
| 65 | 7,358% | 1,590% | 1,812% |
| 66 | 7,330% | 1,619% | 1,837% |
| 67 | 7,302% | 1,648% | 1,862% |
| 68 | 7,275% | 1,676% | 1,885% |
| 69 | 7,250% | 1,704% | 1,908% |
| 70 | 7,224% | 1,731% | 1,931% |
| 71 | 7,200% | 1,758% | 1,953% |
| 72 | 7,176% | 1,784% | 1,974% |
| 73 | 7,153% | 1,809% | 1,995% |
| 74 | 7,131% | 1,834% | 2,015% |
| 75 | 7,109% | 1,859% | 2,034% |
| 76 | 7,087% | 1,883% | 2,053% |
| 77 | 7,067% | 1,906% | 2,072% |
| 78 | 7,046% | 1,929% | 2,090% |
| 79 | 7,027% | 1,951% | 2,108% |
| 80 | 7,008% | 1,973% | 2,125% |
| 81 | 6,989% | 1,994% | 2,142% |
| 82 | 6,971% | 2,015% | 2,158% |
| 83 | 6,953% | 2,036% | 2,174% |
| 84 | 6,935% | 2,056% | 2,190% |
| 85 | 6,918% | 2,075% | 2,205% |
| 86 | 6,902% | 2,094% | 2,220% |
| 87 | 6,885% | 2,113% | 2,235% |
| 88 | 6,870% | 2,131% | 2,249% |
| 89 | 6,854% | 2,149% | 2,263% |
| 90 | 6,839% | 2,167% | 2,277% |
| 91 | 6,824% | 2,184% | 2,290% |
| 92 | 6,810% | 2,201% | 2,303% |
| 93 | 6,796% | 2,217% | 2,316% |
| 94 | 6,782% | 2,233% | 2,328% |
| 95 | 6,768% | 2,249% | 2,341% |
| 96 | 6,755% | 2,264% | 2,353% |
| 97 | 6,742% | 2,280% | 2,364% |
| 98 | 6,729% | 2,294% | 2,376% |
| 99 | 6,717% | 2,309% | 2,387% |
| 100 | 6,704% | 2,323% | 2,398% |
| 101 | 6,692% | 2,337% | 2,409% |
| 102 | 6,681% | 2,351% | 2,420% |
| 103 | 6,669% | 2,365% | 2,430% |
| 104 | 6,658% | 2,378% | 2,440% |
| 105 | 6,647% | 2,391% | 2,451% |
| 106 | 6,636% | 2,403% | 2,460% |
| 107 | 6,625% | 2,416% | 2,470% |
| 108 | 6,615% | 2,428% | 2,480% |
| 109 | 6,604% | 2,440% | 2,489% |
| 110 | 6,594% | 2,452% | 2,498% |
| 111 | 6,584% | 2,464% | 2,507% |
| 112 | 6,575% | 2,475% | 2,516% |
| 113 | 6,565% | 2,486% | 2,524% |
| 114 | 6,556% | 2,497% | 2,533% |
| 115 | 6,546% | 2,508% | 2,541% |
| 116 | 6,537% | 2,519% | 2,550% |
| 117 | 6,529% | 2,529% | 2,558% |
| 118 | 6,520% | 2,539% | 2,566% |
| 119 | 6,511% | 2,550% | 2,573% |
| 120 | 6,503% | 2,560% | 2,581% |
| 121 | 6,494% | 2,569% | 2,589% |
| 122 | 6,486% | 2,579% | 2,596% |
| 123 | 6,478% | 2,588% | 2,603% |
| 124 | 6,470% | 2,598% | 2,611% |
| 125 | 6,462% | 2,607% | 2,618% |
| 126 | 6,455% | 2,616% | 2,625% |
| 127 | 6,447% | 2,625% | 2,632% |
| 128 | 6,440% | 2,634% | 2,638% |
| 129 | 6,432% | 2,642% | 2,645% |
| 130 | 6,425% | 2,651% | 2,652% |
| 131 | 6,418% | 2,659% | 2,658% |
| 132 | 6,411% | 2,667% | 2,664% |
| 133 | 6,404% | 2,675% | 2,671% |
| 134 | 6,397% | 2,683% | 2,677% |
| 135 | 6,391% | 2,691% | 2,683% |
| 136 | 6,384% | 2,699% | 2,689% |
| 137 | 6,378% | 2,706% | 2,695% |
| 138 | 6,371% | 2,714% | 2,701% |
| 139 | 6,365% | 2,721% | 2,706% |
| 140 | 6,359% | 2,729% | 2,712% |
| 141 | 6,353% | 2,736% | 2,717% |
| 142 | 6,347% | 2,743% | 2,723% |
| 143 | 6,341% | 2,750% | 2,728% |
| 144 | 6,335% | 2,757% | 2,734% |
| 145 | 6,329% | 2,764% | 2,739% |
| 146 | 6,323% | 2,771% | 2,744% |
| 147 | 6,318% | 2,777% | 2,749% |
| 148 | 6,312% | 2,784% | 2,754% |
| 149 | 6,307% | 2,790% | 2,759% |
| 150 | 6,301% | 2,797% | 2,764% |
Annex II · Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 31 | 5 | 0 | 24 | 1 |
| 2 | 0 | 0 | 38 | 5 | 0 | 40 | 0 |
| 3 | 0 | 1 | 43 | 5 | 1 | 45 | 0 |
| 4 | 0 | 2 | 46 | 5 | 3 | 46 | 0 |
| 5 | 0 | 3 | 50 | 5 | 4 | 50 | 0 |
| 6 | 1 | 4 | 53 | 5 | 6 | 52 | 0 |
| 7 | 2 | 5 | 56 | 5 | 8 | 53 | 0 |
| 8 | 2 | 6 | 58 | 5 | 11 | 53 | 0 |
| 9 | 3 | 7 | 59 | 5 | 12 | 50 | 0 |
| 10 | 3 | 8 | 61 | 5 | 13 | 49 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 0 | 381 | 4 | 15 |
| 2 | 0 | 0 | 0 | 0 | 237 | 4 | 22 |
| 3 | 1 | 0 | 0 | 0 | 210 | 4 | 24 |
| 4 | 2 | 0 | 0 | 0 | 184 | 4 | 25 |
| 5 | 3 | 0 | 0 | 0 | 168 | 4 | 26 |
| 6 | 4 | 0 | 0 | 0 | 166 | 4 | 28 |
| 7 | 5 | 0 | 0 | 0 | 163 | 4 | 28 |
| 8 | 6 | 0 | 1 | 0 | 167 | 2 | 29 |
| 9 | 7 | 0 | 2 | 0 | 169 | 1 | 30 |
| 10 | 8 | 0 | 3 | 0 | 171 | 4 | 30 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 5 | 5 | 0 | 15 | 0 | 4 |
| 2 | 14 | 10 | 11 | 0 | 22 | 0 | 4 |
| 3 | 19 | 14 | 15 | 0 | 24 | 0 | 4 |
| 4 | 22 | 15 | 16 | 0 | 25 | 0 | 4 |
| 5 | 24 | 17 | 19 | 0 | 26 | 0 | 4 |
| 6 | 25 | 19 | 20 | 0 | 28 | 0 | 4 |
| 7 | 27 | 20 | 22 | 0 | 28 | 0 | 4 |
| 8 | 28 | 21 | 23 | 1 | 29 | 0 | 4 |
| 9 | 30 | 22 | 24 | 2 | 30 | 0 | 4 |
| 10 | 31 | 23 | 25 | 2 | 30 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
|---|---|---|---|---|---|---|---|
| 1 | 24 | 9 | 12 | 18 | 5 | 0 | 0 |
| 2 | 40 | 16 | 15 | 21 | 11 | 0 | 0 |
| 3 | 45 | 19 | 17 | 25 | 15 | 0 | 0 |
| 4 | 46 | 20 | 19 | 29 | 16 | 0 | 0 |
| 5 | 50 | 21 | 20 | 33 | 19 | 0 | 0 |
| 6 | 52 | 22 | 21 | 36 | 20 | 0 | 0 |
| 7 | 53 | 24 | 23 | 37 | 22 | 0 | 0 |
| 8 | 53 | 25 | 24 | 39 | 23 | 0 | 0 |
| 9 | 50 | 27 | 24 | 39 | 24 | 0 | 0 |
| 10 | 49 | 24 | 25 | 39 | 25 | 0 | 0 |
| Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 |
| 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 |
| 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |
| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 11 | 0 | 10 | 0 | 0 | 9 |
| 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 28 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 36 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 37 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 41 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 42 | 0 | 10 | 0 | 0 | 10 |
| 8 | 8 | 40 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 38 | 0 | 10 | 0 | 0 | 10 |
| 10 | 5 | 40 | 0 | 10 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 6 | 9 | 1 | 4 |
| 2 | 0 | 0 | 0 | 8 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 9 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 9 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 9 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 10 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 12 | 16 | 0 | 4 |
| 8 | 0 | 11 | 0 | 13 | 16 | 0 | 4 |
| 9 | 0 | 17 | 0 | 14 | 16 | 0 | 4 |
| 10 | 0 | 17 | 0 | 15 | 16 | 0 | 4 |
| Duration (in years) | United States |
|---|---|
| 1 | 0 |
| 2 | 0 |
| 3 | 0 |
| 4 | 0 |
| 5 | 0 |
| 6 | 0 |
| 7 | 0 |
| 8 | 0 |
| 9 | 0 |
| 10 | 0 |
2. Exposures to financial institutions
2.1 Euro
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 20 | 44 | 117 | 230 | 542 | 1183 |
| 2 | 6 | 20 | 44 | 117 | 230 | 542 | 952 |
| 3 | 8 | 22 | 45 | 110 | 226 | 538 | 776 |
| 4 | 9 | 25 | 48 | 112 | 225 | 537 | 643 |
| 5 | 10 | 27 | 53 | 116 | 225 | 537 | 541 |
| 6 | 11 | 29 | 56 | 120 | 225 | 537 | 537 |
| 7 | 12 | 32 | 58 | 123 | 225 | 537 | 537 |
| 8 | 12 | 32 | 58 | 122 | 225 | 537 | 537 |
| 9 | 13 | 33 | 58 | 121 | 225 | 537 | 537 |
| 10 | 13 | 34 | 58 | 121 | 225 | 537 | 537 |
| 11 | 14 | 36 | 59 | 121 | 225 | 537 | 537 |
| 12 | 14 | 36 | 59 | 121 | 225 | 537 | 537 |
| 13 | 15 | 37 | 59 | 121 | 225 | 537 | 537 |
| 14 | 15 | 37 | 59 | 121 | 225 | 537 | 537 |
| 15 | 15 | 37 | 59 | 121 | 225 | 537 | 537 |
| 16 | 15 | 37 | 59 | 121 | 225 | 537 | 537 |
| 17 | 15 | 37 | 59 | 121 | 225 | 537 | 537 |
| 18 | 15 | 37 | 59 | 121 | 225 | 537 | 537 |
| 19 | 15 | 37 | 59 | 121 | 225 | 537 | 537 |
| 20 | 16 | 37 | 59 | 121 | 225 | 537 | 537 |
| 21 | 16 | 37 | 59 | 121 | 225 | 537 | 537 |
| 22 | 17 | 37 | 59 | 121 | 225 | 537 | 537 |
| 23 | 17 | 37 | 59 | 121 | 225 | 537 | 537 |
| 24 | 18 | 37 | 59 | 121 | 225 | 537 | 537 |
| 25 | 18 | 37 | 59 | 121 | 225 | 537 | 537 |
| 26 | 20 | 37 | 59 | 121 | 225 | 537 | 537 |
| 27 | 21 | 37 | 59 | 121 | 225 | 537 | 537 |
| 28 | 21 | 37 | 59 | 121 | 225 | 537 | 537 |
| 29 | 22 | 37 | 59 | 121 | 225 | 537 | 537 |
| 30 | 22 | 37 | 59 | 121 | 225 | 537 | 537 |
2.2 Czech koruna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 14 | 27 | 51 | 124 | 237 | 549 | 1201 |
| 2 | 16 | 29 | 53 | 126 | 239 | 551 | 969 |
| 3 | 17 | 32 | 55 | 120 | 236 | 548 | 792 |
| 4 | 18 | 34 | 57 | 122 | 235 | 547 | 657 |
| 5 | 19 | 36 | 62 | 125 | 234 | 546 | 553 |
| 6 | 20 | 38 | 65 | 129 | 233 | 545 | 545 |
| 7 | 20 | 39 | 66 | 131 | 233 | 545 | 545 |
| 8 | 19 | 39 | 65 | 129 | 232 | 544 | 544 |
| 9 | 19 | 40 | 65 | 128 | 232 | 544 | 544 |
| 10 | 19 | 40 | 64 | 127 | 231 | 543 | 543 |
| 11 | 19 | 41 | 64 | 127 | 231 | 543 | 543 |
| 12 | 19 | 41 | 63 | 126 | 230 | 542 | 542 |
| 13 | 19 | 41 | 63 | 125 | 229 | 541 | 541 |
| 14 | 19 | 41 | 62 | 125 | 229 | 541 | 541 |
| 15 | 18 | 40 | 62 | 125 | 228 | 540 | 540 |
| 16 | 17 | 40 | 61 | 124 | 228 | 540 | 540 |
| 17 | 17 | 40 | 61 | 124 | 228 | 540 | 540 |
| 18 | 17 | 40 | 61 | 124 | 228 | 540 | 540 |
| 19 | 17 | 40 | 61 | 124 | 228 | 540 | 540 |
| 20 | 18 | 40 | 62 | 124 | 228 | 540 | 540 |
| 21 | 18 | 40 | 62 | 125 | 229 | 540 | 540 |
| 22 | 18 | 41 | 62 | 125 | 229 | 541 | 541 |
| 23 | 18 | 41 | 62 | 125 | 229 | 541 | 541 |
| 24 | 19 | 41 | 62 | 125 | 229 | 541 | 541 |
| 25 | 20 | 41 | 62 | 125 | 229 | 541 | 541 |
| 26 | 20 | 41 | 62 | 125 | 229 | 541 | 541 |
| 27 | 21 | 41 | 62 | 125 | 229 | 541 | 541 |
| 28 | 21 | 41 | 62 | 125 | 229 | 541 | 541 |
| 29 | 22 | 41 | 62 | 125 | 229 | 541 | 541 |
| 30 | 22 | 41 | 62 | 125 | 229 | 541 | 541 |
2.3 Danish krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 20 | 44 | 117 | 230 | 542 | 1182 |
| 2 | 6 | 20 | 44 | 117 | 230 | 542 | 951 |
| 3 | 7 | 22 | 45 | 110 | 226 | 538 | 776 |
| 4 | 9 | 24 | 48 | 112 | 225 | 537 | 643 |
| 5 | 10 | 27 | 53 | 115 | 225 | 537 | 541 |
| 6 | 11 | 29 | 56 | 120 | 225 | 537 | 537 |
| 7 | 12 | 31 | 58 | 123 | 225 | 537 | 537 |
| 8 | 12 | 32 | 58 | 122 | 225 | 537 | 537 |
| 9 | 12 | 33 | 58 | 121 | 225 | 537 | 537 |
| 10 | 13 | 34 | 58 | 121 | 225 | 537 | 537 |
| 11 | 14 | 35 | 58 | 121 | 225 | 537 | 537 |
| 12 | 14 | 36 | 58 | 121 | 225 | 537 | 537 |
| 13 | 14 | 37 | 58 | 121 | 225 | 537 | 537 |
| 14 | 15 | 37 | 58 | 121 | 225 | 537 | 537 |
| 15 | 15 | 37 | 58 | 121 | 225 | 537 | 537 |
| 16 | 15 | 37 | 58 | 121 | 225 | 537 | 537 |
| 17 | 15 | 37 | 58 | 121 | 225 | 537 | 537 |
| 18 | 15 | 37 | 58 | 121 | 225 | 537 | 537 |
| 19 | 15 | 37 | 58 | 121 | 225 | 537 | 537 |
| 20 | 16 | 37 | 58 | 121 | 225 | 537 | 537 |
| 21 | 16 | 37 | 58 | 121 | 225 | 537 | 537 |
| 22 | 17 | 37 | 58 | 121 | 225 | 537 | 537 |
| 23 | 17 | 37 | 58 | 121 | 225 | 537 | 537 |
| 24 | 18 | 37 | 58 | 121 | 225 | 537 | 537 |
| 25 | 18 | 37 | 58 | 121 | 225 | 537 | 537 |
| 26 | 20 | 37 | 58 | 121 | 225 | 537 | 537 |
| 27 | 21 | 37 | 58 | 121 | 225 | 537 | 537 |
| 28 | 21 | 37 | 58 | 121 | 225 | 537 | 537 |
| 29 | 22 | 37 | 58 | 121 | 225 | 537 | 537 |
| 30 | 22 | 37 | 58 | 121 | 225 | 537 | 537 |
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 | 116 | 189 | 302 | 614 | 1200 |
| 2 | 75 | 89 | 113 | 185 | 299 | 610 | 968 |
| 3 | 79 | 94 | 117 | 182 | 298 | 610 | 792 |
| 4 | 78 | 94 | 117 | 182 | 295 | 607 | 658 |
| 5 | 78 | 95 | 120 | 183 | 292 | 604 | 604 |
| 6 | 77 | 95 | 122 | 186 | 291 | 603 | 603 |
| 7 | 76 | 95 | 122 | 187 | 289 | 601 | 601 |
| 8 | 75 | 95 | 121 | 184 | 288 | 600 | 600 |
| 9 | 74 | 95 | 120 | 183 | 287 | 599 | 599 |
| 10 | 71 | 93 | 117 | 179 | 283 | 595 | 595 |
| 11 | 70 | 91 | 114 | 177 | 281 | 593 | 593 |
| 12 | 69 | 91 | 113 | 176 | 280 | 592 | 592 |
| 13 | 68 | 91 | 112 | 175 | 279 | 591 | 591 |
| 14 | 68 | 90 | 112 | 175 | 278 | 590 | 590 |
| 15 | 68 | 90 | 112 | 174 | 278 | 590 | 590 |
| 16 | 67 | 90 | 111 | 174 | 278 | 590 | 590 |
| 17 | 67 | 89 | 111 | 173 | 277 | 589 | 589 |
| 18 | 66 | 89 | 110 | 173 | 277 | 589 | 589 |
| 19 | 66 | 88 | 109 | 172 | 276 | 588 | 588 |
| 20 | 65 | 87 | 109 | 171 | 275 | 587 | 587 |
| 21 | 64 | 87 | 108 | 171 | 275 | 587 | 587 |
| 22 | 63 | 86 | 107 | 170 | 274 | 586 | 586 |
| 23 | 63 | 85 | 106 | 169 | 273 | 585 | 585 |
| 24 | 62 | 84 | 106 | 168 | 272 | 584 | 584 |
| 25 | 61 | 83 | 104 | 167 | 271 | 583 | 583 |
| 26 | 60 | 82 | 103 | 166 | 270 | 582 | 582 |
| 27 | 59 | 81 | 102 | 165 | 269 | 581 | 581 |
| 28 | 57 | 80 | 101 | 164 | 268 | 580 | 580 |
| 29 | 56 | 79 | 100 | 163 | 267 | 579 | 579 |
| 30 | 55 | 78 | 99 | 162 | 266 | 578 | 578 |
2.5 Krona
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 10 | 24 | 48 | 120 | 234 | 545 | 1192 |
| 2 | 12 | 25 | 50 | 122 | 235 | 547 | 959 |
| 3 | 14 | 29 | 52 | 117 | 233 | 545 | 783 |
| 4 | 16 | 32 | 55 | 119 | 232 | 544 | 648 |
| 5 | 17 | 34 | 60 | 123 | 232 | 544 | 546 |
| 6 | 18 | 37 | 64 | 128 | 232 | 544 | 544 |
| 7 | 19 | 38 | 65 | 130 | 232 | 544 | 544 |
| 8 | 19 | 39 | 65 | 128 | 232 | 544 | 544 |
| 9 | 19 | 39 | 64 | 127 | 231 | 543 | 543 |
| 10 | 19 | 40 | 64 | 127 | 231 | 543 | 543 |
| 11 | 19 | 41 | 64 | 127 | 231 | 542 | 542 |
| 12 | 20 | 42 | 64 | 126 | 230 | 542 | 542 |
| 13 | 20 | 42 | 64 | 126 | 230 | 542 | 542 |
| 14 | 20 | 42 | 64 | 126 | 230 | 542 | 542 |
| 15 | 20 | 42 | 64 | 126 | 230 | 542 | 542 |
| 16 | 19 | 42 | 63 | 126 | 230 | 542 | 542 |
| 17 | 20 | 42 | 64 | 126 | 230 | 542 | 542 |
| 18 | 20 | 42 | 64 | 126 | 230 | 542 | 542 |
| 19 | 20 | 42 | 64 | 126 | 230 | 542 | 542 |
| 20 | 20 | 43 | 64 | 127 | 231 | 543 | 543 |
| 21 | 21 | 43 | 65 | 127 | 231 | 543 | 543 |
| 22 | 21 | 43 | 65 | 127 | 231 | 543 | 543 |
| 23 | 21 | 43 | 65 | 128 | 232 | 543 | 543 |
| 24 | 21 | 44 | 65 | 128 | 232 | 544 | 544 |
| 25 | 21 | 44 | 65 | 128 | 232 | 544 | 544 |
| 26 | 21 | 44 | 65 | 128 | 232 | 544 | 544 |
| 27 | 21 | 43 | 65 | 128 | 231 | 543 | 543 |
| 28 | 21 | 43 | 65 | 127 | 231 | 543 | 543 |
| 29 | 22 | 43 | 65 | 127 | 231 | 543 | 543 |
| 30 | 22 | 43 | 65 | 127 | 231 | 543 | 543 |
2.6 Kuna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 48 | 62 | 86 | 159 | 272 | 584 | 1189 |
| 2 | 52 | 66 | 90 | 162 | 276 | 587 | 959 |
| 3 | 57 | 72 | 95 | 160 | 276 | 588 | 784 |
| 4 | 61 | 77 | 100 | 165 | 277 | 589 | 650 |
| 5 | 63 | 80 | 106 | 169 | 278 | 590 | 590 |
| 6 | 64 | 82 | 109 | 173 | 278 | 590 | 590 |
| 7 | 65 | 84 | 111 | 175 | 278 | 590 | 590 |
| 8 | 64 | 84 | 110 | 173 | 277 | 589 | 589 |
| 9 | 63 | 84 | 108 | 171 | 275 | 587 | 587 |
| 10 | 62 | 83 | 107 | 170 | 274 | 586 | 586 |
| 11 | 61 | 83 | 106 | 169 | 273 | 585 | 585 |
| 12 | 60 | 83 | 105 | 167 | 271 | 583 | 583 |
| 13 | 59 | 82 | 104 | 166 | 270 | 582 | 582 |
| 14 | 58 | 81 | 102 | 165 | 269 | 581 | 581 |
| 15 | 57 | 80 | 101 | 164 | 268 | 580 | 580 |
| 16 | 56 | 79 | 100 | 163 | 267 | 579 | 579 |
| 17 | 56 | 78 | 100 | 162 | 266 | 578 | 578 |
| 18 | 55 | 77 | 99 | 162 | 265 | 577 | 577 |
| 19 | 54 | 77 | 98 | 161 | 265 | 577 | 577 |
| 20 | 54 | 76 | 98 | 160 | 264 | 576 | 576 |
| 21 | 53 | 76 | 97 | 160 | 264 | 576 | 576 |
| 22 | 53 | 75 | 97 | 159 | 263 | 575 | 575 |
| 23 | 52 | 74 | 96 | 158 | 262 | 574 | 574 |
| 24 | 51 | 73 | 95 | 158 | 261 | 573 | 573 |
| 25 | 50 | 73 | 94 | 157 | 261 | 573 | 573 |
| 26 | 49 | 72 | 93 | 156 | 260 | 572 | 572 |
| 27 | 49 | 71 | 92 | 155 | 259 | 571 | 571 |
| 28 | 48 | 70 | 92 | 154 | 258 | 570 | 570 |
| 29 | 47 | 69 | 91 | 153 | 257 | 569 | 569 |
| 30 | 46 | 69 | 90 | 153 | 257 | 568 | 568 |
2.7 Lev
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 19 | 43 | 116 | 229 | 541 | 1182 |
| 2 | 6 | 19 | 43 | 116 | 229 | 541 | 951 |
| 3 | 7 | 21 | 44 | 109 | 225 | 537 | 776 |
| 4 | 8 | 24 | 47 | 112 | 224 | 536 | 642 |
| 5 | 9 | 26 | 52 | 115 | 224 | 536 | 540 |
| 6 | 10 | 28 | 56 | 120 | 224 | 536 | 536 |
| 7 | 12 | 31 | 57 | 122 | 224 | 536 | 536 |
| 8 | 12 | 31 | 57 | 121 | 224 | 536 | 536 |
| 9 | 12 | 32 | 57 | 120 | 224 | 536 | 536 |
| 10 | 12 | 33 | 57 | 120 | 224 | 536 | 536 |
| 11 | 13 | 35 | 58 | 120 | 224 | 536 | 536 |
| 12 | 13 | 35 | 58 | 120 | 224 | 536 | 536 |
| 13 | 14 | 36 | 58 | 120 | 224 | 536 | 536 |
| 14 | 14 | 36 | 58 | 120 | 224 | 536 | 536 |
| 15 | 14 | 36 | 58 | 120 | 224 | 536 | 536 |
| 16 | 14 | 36 | 58 | 120 | 224 | 536 | 536 |
| 17 | 14 | 36 | 58 | 120 | 224 | 536 | 536 |
| 18 | 14 | 36 | 58 | 120 | 224 | 536 | 536 |
| 19 | 14 | 36 | 58 | 120 | 224 | 536 | 536 |
| 20 | 16 | 36 | 58 | 120 | 224 | 536 | 536 |
| 21 | 16 | 36 | 58 | 120 | 224 | 536 | 536 |
| 22 | 17 | 36 | 58 | 120 | 224 | 536 | 536 |
| 23 | 17 | 36 | 58 | 120 | 224 | 536 | 536 |
| 24 | 18 | 36 | 58 | 120 | 224 | 536 | 536 |
| 25 | 18 | 36 | 58 | 120 | 224 | 536 | 536 |
| 26 | 20 | 36 | 58 | 120 | 224 | 536 | 536 |
| 27 | 21 | 36 | 58 | 120 | 224 | 536 | 536 |
| 28 | 21 | 36 | 58 | 120 | 224 | 536 | 536 |
| 29 | 22 | 36 | 58 | 120 | 224 | 536 | 536 |
| 30 | 22 | 36 | 58 | 120 | 224 | 536 | 536 |
2.8 Pound sterling
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 8 | 24 | 54 | 148 | 248 | 560 | 1192 |
| 2 | 8 | 24 | 54 | 148 | 248 | 560 | 960 |
| 3 | 9 | 26 | 54 | 134 | 244 | 556 | 783 |
| 4 | 10 | 29 | 56 | 124 | 242 | 554 | 649 |
| 5 | 12 | 31 | 57 | 113 | 241 | 553 | 553 |
| 6 | 14 | 34 | 61 | 107 | 240 | 552 | 552 |
| 7 | 16 | 37 | 62 | 100 | 239 | 551 | 551 |
| 8 | 17 | 38 | 60 | 93 | 238 | 550 | 550 |
| 9 | 20 | 45 | 63 | 88 | 237 | 549 | 549 |
| 10 | 19 | 44 | 61 | 84 | 236 | 548 | 548 |
| 11 | 18 | 43 | 60 | 85 | 235 | 547 | 547 |
| 12 | 18 | 43 | 61 | 86 | 234 | 546 | 546 |
| 13 | 18 | 43 | 61 | 86 | 234 | 546 | 546 |
| 14 | 18 | 44 | 61 | 86 | 233 | 545 | 545 |
| 15 | 18 | 44 | 61 | 86 | 232 | 544 | 544 |
| 16 | 18 | 44 | 61 | 86 | 231 | 543 | 543 |
| 17 | 18 | 44 | 61 | 86 | 230 | 542 | 542 |
| 18 | 18 | 44 | 61 | 86 | 229 | 541 | 541 |
| 19 | 18 | 44 | 61 | 86 | 229 | 541 | 541 |
| 20 | 18 | 44 | 61 | 86 | 230 | 542 | 542 |
| 21 | 18 | 44 | 61 | 86 | 230 | 542 | 542 |
| 22 | 18 | 44 | 61 | 86 | 229 | 541 | 541 |
| 23 | 18 | 44 | 61 | 86 | 229 | 541 | 541 |
| 24 | 18 | 44 | 61 | 86 | 228 | 540 | 540 |
| 25 | 19 | 44 | 61 | 86 | 228 | 540 | 540 |
| 26 | 20 | 44 | 61 | 86 | 227 | 539 | 539 |
| 27 | 21 | 44 | 61 | 86 | 227 | 539 | 539 |
| 28 | 21 | 44 | 61 | 86 | 226 | 538 | 538 |
| 29 | 22 | 44 | 61 | 86 | 226 | 538 | 538 |
| 30 | 22 | 44 | 61 | 86 | 225 | 537 | 537 |
2.9 Romanian leu
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 85 | 99 | 123 | 196 | 309 | 621 | 1237 |
| 2 | 84 | 97 | 121 | 194 | 307 | 619 | 997 |
| 3 | 83 | 98 | 121 | 186 | 302 | 614 | 814 |
| 4 | 82 | 98 | 122 | 186 | 299 | 611 | 675 |
| 5 | 81 | 98 | 124 | 187 | 296 | 608 | 608 |
| 6 | 80 | 98 | 125 | 189 | 294 | 606 | 606 |
| 7 | 79 | 98 | 125 | 190 | 292 | 604 | 604 |
| 8 | 77 | 97 | 122 | 186 | 289 | 601 | 601 |
| 9 | 75 | 95 | 120 | 183 | 287 | 599 | 599 |
| 10 | 74 | 95 | 119 | 182 | 286 | 598 | 598 |
| 11 | 73 | 95 | 118 | 180 | 284 | 596 | 596 |
| 12 | 72 | 94 | 116 | 179 | 283 | 595 | 595 |
| 13 | 71 | 93 | 115 | 177 | 281 | 593 | 593 |
| 14 | 69 | 92 | 113 | 176 | 280 | 592 | 592 |
| 15 | 68 | 90 | 112 | 174 | 278 | 590 | 590 |
| 16 | 67 | 89 | 111 | 173 | 277 | 589 | 589 |
| 17 | 66 | 88 | 110 | 172 | 276 | 588 | 588 |
| 18 | 65 | 87 | 109 | 171 | 275 | 587 | 587 |
| 19 | 64 | 86 | 108 | 171 | 274 | 586 | 586 |
| 20 | 63 | 86 | 107 | 170 | 274 | 586 | 586 |
| 21 | 62 | 85 | 106 | 169 | 273 | 585 | 585 |
| 22 | 61 | 84 | 105 | 168 | 272 | 584 | 584 |
| 23 | 60 | 83 | 104 | 167 | 271 | 583 | 583 |
| 24 | 59 | 82 | 103 | 166 | 270 | 582 | 582 |
| 25 | 58 | 81 | 102 | 165 | 269 | 581 | 581 |
| 26 | 57 | 80 | 101 | 164 | 268 | 579 | 579 |
| 27 | 56 | 78 | 100 | 163 | 266 | 578 | 578 |
| 28 | 55 | 77 | 99 | 162 | 265 | 577 | 577 |
| 29 | 54 | 76 | 98 | 160 | 264 | 576 | 576 |
| 30 | 53 | 75 | 97 | 159 | 263 | 575 | 575 |
2.10 Zloty
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 58 | 71 | 95 | 168 | 281 | 593 | 1191 |
| 2 | 57 | 70 | 94 | 167 | 280 | 592 | 960 |
| 3 | 57 | 72 | 95 | 160 | 276 | 587 | 784 |
| 4 | 57 | 73 | 97 | 161 | 274 | 586 | 650 |
| 5 | 57 | 74 | 100 | 162 | 272 | 584 | 584 |
| 6 | 56 | 74 | 102 | 166 | 270 | 582 | 582 |
| 7 | 56 | 75 | 102 | 167 | 269 | 581 | 581 |
| 8 | 55 | 75 | 100 | 164 | 267 | 579 | 579 |
| 9 | 53 | 74 | 99 | 162 | 266 | 578 | 578 |
| 10 | 53 | 74 | 98 | 161 | 265 | 577 | 577 |
| 11 | 53 | 74 | 97 | 160 | 264 | 576 | 576 |
| 12 | 52 | 74 | 96 | 159 | 263 | 575 | 575 |
| 13 | 52 | 74 | 96 | 158 | 262 | 574 | 574 |
| 14 | 51 | 74 | 95 | 158 | 262 | 574 | 574 |
| 15 | 51 | 73 | 95 | 157 | 261 | 573 | 573 |
| 16 | 50 | 72 | 94 | 156 | 260 | 572 | 572 |
| 17 | 49 | 72 | 93 | 156 | 260 | 572 | 572 |
| 18 | 49 | 71 | 93 | 155 | 259 | 571 | 571 |
| 19 | 48 | 71 | 92 | 155 | 259 | 571 | 571 |
| 20 | 48 | 70 | 92 | 155 | 258 | 570 | 570 |
| 21 | 48 | 70 | 92 | 154 | 258 | 570 | 570 |
| 22 | 47 | 70 | 91 | 154 | 258 | 570 | 570 |
| 23 | 47 | 69 | 91 | 153 | 257 | 569 | 569 |
| 24 | 46 | 69 | 90 | 153 | 257 | 569 | 569 |
| 25 | 46 | 68 | 89 | 152 | 256 | 568 | 568 |
| 26 | 45 | 67 | 89 | 151 | 255 | 567 | 567 |
| 27 | 44 | 67 | 88 | 151 | 255 | 567 | 567 |
| 28 | 43 | 66 | 87 | 150 | 254 | 566 | 566 |
| 29 | 43 | 65 | 87 | 149 | 253 | 565 | 565 |
| 30 | 42 | 65 | 86 | 149 | 252 | 564 | 564 |
2.11 Norwegian krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 31 | 45 | 69 | 142 | 255 | 567 | 1200 |
| 2 | 32 | 46 | 70 | 142 | 255 | 567 | 968 |
| 3 | 32 | 47 | 70 | 135 | 251 | 563 | 791 |
| 4 | 33 | 48 | 72 | 136 | 249 | 561 | 656 |
| 5 | 33 | 50 | 76 | 139 | 248 | 560 | 560 |
| 6 | 33 | 52 | 79 | 143 | 247 | 559 | 559 |
| 7 | 34 | 53 | 80 | 144 | 246 | 558 | 558 |
| 8 | 33 | 53 | 79 | 142 | 246 | 558 | 558 |
| 9 | 32 | 53 | 78 | 141 | 245 | 557 | 557 |
| 10 | 32 | 54 | 77 | 140 | 244 | 556 | 556 |
| 11 | 32 | 54 | 77 | 140 | 244 | 556 | 556 |
| 12 | 32 | 54 | 76 | 139 | 243 | 555 | 555 |
| 13 | 32 | 54 | 76 | 138 | 242 | 554 | 554 |
| 14 | 31 | 53 | 75 | 138 | 241 | 553 | 553 |
| 15 | 31 | 53 | 74 | 137 | 241 | 553 | 553 |
| 16 | 30 | 52 | 74 | 136 | 240 | 552 | 552 |
| 17 | 29 | 52 | 73 | 136 | 240 | 552 | 552 |
| 18 | 29 | 51 | 73 | 135 | 239 | 551 | 551 |
| 19 | 29 | 51 | 73 | 135 | 239 | 551 | 551 |
| 20 | 29 | 51 | 73 | 135 | 239 | 551 | 551 |
| 21 | 29 | 51 | 73 | 135 | 239 | 551 | 551 |
| 22 | 29 | 51 | 73 | 135 | 239 | 551 | 551 |
| 23 | 29 | 51 | 73 | 135 | 239 | 551 | 551 |
| 24 | 28 | 51 | 72 | 135 | 239 | 551 | 551 |
| 25 | 28 | 51 | 72 | 135 | 239 | 551 | 551 |
| 26 | 28 | 50 | 72 | 134 | 238 | 550 | 550 |
| 27 | 28 | 50 | 72 | 134 | 238 | 550 | 550 |
| 28 | 27 | 50 | 71 | 134 | 238 | 550 | 550 |
| 29 | 27 | 49 | 71 | 134 | 237 | 549 | 549 |
| 30 | 27 | 49 | 71 | 133 | 237 | 549 | 549 |
2.12 Swiss franc
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 3 | 25 | 98 | 211 | 523 | 1179 |
| 2 | 1 | 5 | 26 | 99 | 212 | 524 | 949 |
| 3 | 2 | 5 | 27 | 92 | 208 | 520 | 774 |
| 4 | 3 | 7 | 30 | 95 | 207 | 519 | 641 |
| 5 | 4 | 9 | 35 | 98 | 207 | 519 | 540 |
| 6 | 5 | 11 | 39 | 103 | 207 | 519 | 519 |
| 7 | 5 | 14 | 40 | 105 | 207 | 519 | 519 |
| 8 | 6 | 14 | 40 | 104 | 207 | 519 | 519 |
| 9 | 7 | 15 | 40 | 103 | 207 | 519 | 519 |
| 10 | 8 | 16 | 40 | 103 | 207 | 519 | 519 |
| 11 | 9 | 19 | 42 | 104 | 208 | 520 | 520 |
| 12 | 9 | 18 | 40 | 103 | 207 | 519 | 519 |
| 13 | 10 | 19 | 41 | 104 | 208 | 520 | 520 |
| 14 | 11 | 20 | 41 | 104 | 208 | 520 | 520 |
| 15 | 12 | 18 | 40 | 102 | 206 | 518 | 518 |
| 16 | 13 | 17 | 39 | 101 | 205 | 517 | 517 |
| 17 | 13 | 17 | 39 | 101 | 205 | 517 | 517 |
| 18 | 14 | 17 | 39 | 102 | 205 | 517 | 517 |
| 19 | 14 | 18 | 39 | 102 | 206 | 518 | 518 |
| 20 | 16 | 19 | 40 | 102 | 206 | 518 | 518 |
| 21 | 16 | 19 | 40 | 103 | 207 | 519 | 519 |
| 22 | 17 | 20 | 40 | 103 | 207 | 519 | 519 |
| 23 | 17 | 20 | 40 | 103 | 207 | 519 | 519 |
| 24 | 18 | 22 | 40 | 103 | 206 | 518 | 518 |
| 25 | 18 | 22 | 40 | 102 | 206 | 518 | 518 |
| 26 | 20 | 23 | 40 | 102 | 206 | 518 | 518 |
| 27 | 20 | 23 | 41 | 102 | 206 | 518 | 518 |
| 28 | 21 | 24 | 43 | 102 | 206 | 518 | 518 |
| 29 | 21 | 26 | 44 | 102 | 206 | 518 | 518 |
| 30 | 22 | 26 | 45 | 102 | 206 | 518 | 518 |
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 | 46 | 60 | 84 | 156 | 270 | 582 | 1193 |
| 2 | 46 | 60 | 84 | 156 | 270 | 582 | 961 |
| 3 | 47 | 62 | 84 | 150 | 266 | 577 | 784 |
| 4 | 47 | 63 | 86 | 151 | 264 | 576 | 650 |
| 5 | 48 | 65 | 90 | 153 | 263 | 575 | 575 |
| 6 | 48 | 66 | 93 | 157 | 262 | 574 | 574 |
| 7 | 48 | 67 | 94 | 158 | 261 | 573 | 573 |
| 8 | 47 | 67 | 92 | 156 | 260 | 572 | 572 |
| 9 | 46 | 67 | 92 | 155 | 259 | 571 | 571 |
| 10 | 46 | 67 | 91 | 154 | 258 | 570 | 570 |
| 11 | 46 | 67 | 90 | 153 | 257 | 569 | 569 |
| 12 | 45 | 67 | 90 | 152 | 256 | 568 | 568 |
| 13 | 45 | 67 | 89 | 152 | 256 | 567 | 567 |
| 14 | 45 | 67 | 88 | 151 | 255 | 567 | 567 |
| 15 | 44 | 66 | 88 | 150 | 254 | 566 | 566 |
| 16 | 43 | 65 | 87 | 150 | 253 | 565 | 565 |
| 17 | 42 | 65 | 86 | 149 | 253 | 565 | 565 |
| 18 | 42 | 64 | 86 | 148 | 252 | 564 | 564 |
| 19 | 42 | 64 | 85 | 148 | 252 | 564 | 564 |
| 20 | 41 | 64 | 85 | 148 | 252 | 564 | 564 |
| 21 | 41 | 63 | 85 | 148 | 252 | 564 | 564 |
| 22 | 41 | 63 | 85 | 147 | 251 | 563 | 563 |
| 23 | 40 | 63 | 84 | 147 | 251 | 563 | 563 |
| 24 | 40 | 62 | 84 | 146 | 250 | 562 | 562 |
| 25 | 39 | 61 | 83 | 145 | 249 | 561 | 561 |
| 26 | 38 | 61 | 82 | 145 | 249 | 561 | 561 |
| 27 | 38 | 60 | 81 | 144 | 248 | 560 | 560 |
| 28 | 37 | 59 | 81 | 143 | 247 | 559 | 559 |
| 29 | 36 | 59 | 80 | 143 | 247 | 559 | 559 |
| 30 | 36 | 58 | 79 | 142 | 246 | 558 | 558 |
2.14 Baht
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 17 | 31 | 55 | 127 | 241 | 553 | 1195 |
| 2 | 21 | 35 | 59 | 131 | 244 | 556 | 963 |
| 3 | 25 | 40 | 63 | 128 | 244 | 556 | 786 |
| 4 | 29 | 44 | 68 | 132 | 245 | 557 | 652 |
| 5 | 31 | 48 | 74 | 137 | 246 | 558 | 558 |
| 6 | 30 | 48 | 76 | 140 | 244 | 556 | 556 |
| 7 | 35 | 54 | 81 | 146 | 248 | 560 | 560 |
| 8 | 34 | 54 | 79 | 143 | 247 | 558 | 558 |
| 9 | 35 | 55 | 80 | 143 | 247 | 559 | 559 |
| 10 | 37 | 58 | 82 | 144 | 249 | 561 | 561 |
| 11 | 38 | 60 | 83 | 146 | 250 | 561 | 561 |
| 12 | 39 | 61 | 84 | 146 | 250 | 562 | 562 |
| 13 | 40 | 62 | 84 | 147 | 251 | 562 | 562 |
| 14 | 40 | 63 | 84 | 147 | 251 | 563 | 563 |
| 15 | 41 | 63 | 84 | 147 | 251 | 563 | 563 |
| 16 | 40 | 62 | 84 | 147 | 250 | 562 | 562 |
| 17 | 40 | 62 | 84 | 147 | 250 | 562 | 562 |
| 18 | 39 | 62 | 83 | 146 | 250 | 562 | 562 |
| 19 | 39 | 61 | 83 | 146 | 250 | 561 | 561 |
| 20 | 39 | 61 | 83 | 146 | 250 | 562 | 562 |
| 21 | 39 | 61 | 83 | 146 | 249 | 561 | 561 |
| 22 | 39 | 61 | 83 | 145 | 249 | 561 | 561 |
| 23 | 39 | 61 | 82 | 145 | 249 | 561 | 561 |
| 24 | 38 | 60 | 82 | 145 | 249 | 560 | 560 |
| 25 | 38 | 60 | 82 | 144 | 248 | 560 | 560 |
| 26 | 37 | 60 | 81 | 144 | 248 | 560 | 560 |
| 27 | 37 | 59 | 81 | 143 | 247 | 559 | 559 |
| 28 | 36 | 59 | 80 | 143 | 247 | 558 | 558 |
| 29 | 36 | 58 | 80 | 142 | 246 | 558 | 558 |
| 30 | 35 | 58 | 79 | 142 | 245 | 557 | 557 |
2.15 Canadian dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 17 | 30 | 54 | 127 | 240 | 552 | 1199 |
| 2 | 18 | 32 | 56 | 128 | 241 | 553 | 965 |
| 3 | 20 | 35 | 58 | 123 | 239 | 551 | 788 |
| 4 | 22 | 37 | 61 | 125 | 238 | 550 | 654 |
| 5 | 23 | 40 | 66 | 128 | 238 | 550 | 550 |
| 6 | 24 | 42 | 69 | 133 | 238 | 550 | 550 |
| 7 | 25 | 44 | 71 | 136 | 238 | 550 | 550 |
| 8 | 25 | 45 | 71 | 134 | 238 | 550 | 550 |
| 9 | 25 | 46 | 71 | 134 | 238 | 550 | 550 |
| 10 | 26 | 47 | 71 | 134 | 238 | 550 | 550 |
| 11 | 27 | 48 | 71 | 134 | 238 | 550 | 550 |
| 12 | 27 | 49 | 72 | 134 | 238 | 550 | 550 |
| 13 | 28 | 50 | 72 | 134 | 238 | 550 | 550 |
| 14 | 28 | 50 | 72 | 134 | 238 | 550 | 550 |
| 15 | 28 | 50 | 72 | 134 | 238 | 550 | 550 |
| 16 | 28 | 50 | 71 | 134 | 238 | 550 | 550 |
| 17 | 28 | 50 | 72 | 134 | 238 | 550 | 550 |
| 18 | 28 | 50 | 71 | 134 | 238 | 550 | 550 |
| 19 | 27 | 50 | 71 | 134 | 238 | 550 | 550 |
| 20 | 28 | 50 | 72 | 134 | 238 | 550 | 550 |
| 21 | 28 | 50 | 71 | 134 | 238 | 550 | 550 |
| 22 | 27 | 50 | 71 | 134 | 238 | 550 | 550 |
| 23 | 27 | 49 | 71 | 133 | 237 | 549 | 549 |
| 24 | 26 | 49 | 70 | 133 | 237 | 549 | 549 |
| 25 | 26 | 48 | 70 | 133 | 236 | 548 | 548 |
| 26 | 26 | 48 | 69 | 132 | 236 | 548 | 548 |
| 27 | 25 | 48 | 69 | 132 | 236 | 548 | 548 |
| 28 | 25 | 47 | 69 | 131 | 235 | 547 | 547 |
| 29 | 24 | 47 | 68 | 131 | 235 | 547 | 547 |
| 30 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
2.16 Chilean peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 50 | 63 | 87 | 160 | 273 | 585 | 1192 |
| 2 | 53 | 66 | 90 | 163 | 276 | 588 | 963 |
| 3 | 57 | 71 | 94 | 159 | 275 | 587 | 788 |
| 4 | 59 | 75 | 98 | 163 | 276 | 587 | 655 |
| 5 | 61 | 78 | 104 | 167 | 276 | 588 | 588 |
| 6 | 63 | 81 | 108 | 172 | 277 | 589 | 589 |
| 7 | 64 | 83 | 110 | 174 | 276 | 588 | 588 |
| 8 | 63 | 83 | 109 | 173 | 276 | 588 | 588 |
| 9 | 64 | 84 | 109 | 172 | 276 | 588 | 588 |
| 10 | 64 | 85 | 109 | 172 | 276 | 588 | 588 |
| 11 | 64 | 86 | 109 | 172 | 276 | 588 | 588 |
| 12 | 64 | 86 | 109 | 171 | 275 | 587 | 587 |
| 13 | 64 | 86 | 108 | 170 | 274 | 586 | 586 |
| 14 | 63 | 85 | 107 | 170 | 273 | 585 | 585 |
| 15 | 62 | 85 | 106 | 169 | 273 | 585 | 585 |
| 16 | 62 | 84 | 105 | 168 | 272 | 584 | 584 |
| 17 | 61 | 83 | 105 | 167 | 271 | 583 | 583 |
| 18 | 60 | 83 | 104 | 167 | 271 | 583 | 583 |
| 19 | 60 | 82 | 103 | 166 | 270 | 582 | 582 |
| 20 | 59 | 81 | 103 | 165 | 269 | 581 | 581 |
| 21 | 58 | 81 | 102 | 165 | 269 | 581 | 581 |
| 22 | 57 | 80 | 101 | 164 | 268 | 580 | 580 |
| 23 | 57 | 79 | 100 | 163 | 267 | 579 | 579 |
| 24 | 56 | 78 | 100 | 162 | 266 | 578 | 578 |
| 25 | 55 | 77 | 99 | 161 | 265 | 577 | 577 |
| 26 | 54 | 76 | 98 | 160 | 264 | 576 | 576 |
| 27 | 53 | 75 | 97 | 159 | 263 | 575 | 575 |
| 28 | 52 | 74 | 96 | 158 | 262 | 574 | 574 |
| 29 | 51 | 73 | 95 | 158 | 261 | 573 | 573 |
| 30 | 50 | 73 | 94 | 157 | 261 | 573 | 573 |
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 | 81 | 95 | 119 | 192 | 305 | 617 | 1223 |
| 2 | 86 | 99 | 124 | 196 | 309 | 621 | 993 |
| 3 | 88 | 102 | 125 | 190 | 306 | 618 | 816 |
| 4 | 89 | 104 | 128 | 192 | 305 | 617 | 680 |
| 5 | 92 | 109 | 135 | 197 | 307 | 619 | 619 |
| 6 | 94 | 112 | 139 | 203 | 308 | 620 | 620 |
| 7 | 95 | 115 | 141 | 206 | 308 | 620 | 620 |
| 8 | 97 | 116 | 142 | 206 | 309 | 621 | 621 |
| 9 | 98 | 118 | 143 | 206 | 310 | 622 | 622 |
| 10 | 98 | 119 | 143 | 206 | 310 | 622 | 622 |
| 11 | 98 | 120 | 143 | 206 | 310 | 622 | 622 |
| 12 | 98 | 120 | 142 | 205 | 309 | 621 | 621 |
| 13 | 97 | 120 | 141 | 204 | 308 | 620 | 620 |
| 14 | 96 | 118 | 140 | 203 | 306 | 618 | 618 |
| 15 | 95 | 117 | 139 | 201 | 305 | 617 | 617 |
| 16 | 93 | 116 | 137 | 200 | 304 | 616 | 616 |
| 17 | 92 | 114 | 136 | 198 | 302 | 614 | 614 |
| 18 | 91 | 113 | 135 | 197 | 301 | 613 | 613 |
| 19 | 89 | 112 | 133 | 196 | 300 | 612 | 612 |
| 20 | 88 | 110 | 132 | 194 | 298 | 610 | 610 |
| 21 | 87 | 109 | 130 | 193 | 297 | 609 | 609 |
| 22 | 85 | 107 | 129 | 192 | 295 | 607 | 607 |
| 23 | 83 | 106 | 127 | 190 | 294 | 606 | 606 |
| 24 | 82 | 104 | 126 | 188 | 292 | 604 | 604 |
| 25 | 80 | 103 | 124 | 187 | 291 | 603 | 603 |
| 26 | 79 | 101 | 123 | 185 | 289 | 601 | 601 |
| 27 | 77 | 99 | 121 | 183 | 287 | 599 | 599 |
| 28 | 75 | 98 | 119 | 182 | 286 | 598 | 598 |
| 29 | 74 | 96 | 118 | 180 | 284 | 596 | 596 |
| 30 | 72 | 95 | 116 | 179 | 283 | 595 | 595 |
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 | 11 | 24 | 48 | 121 | 234 | 546 | 1197 |
| 2 | 14 | 27 | 51 | 124 | 237 | 549 | 963 |
| 3 | 17 | 32 | 55 | 120 | 236 | 548 | 786 |
| 4 | 20 | 36 | 59 | 123 | 236 | 548 | 651 |
| 5 | 22 | 39 | 65 | 128 | 237 | 549 | 549 |
| 6 | 24 | 42 | 69 | 133 | 238 | 550 | 550 |
| 7 | 25 | 44 | 71 | 136 | 238 | 550 | 550 |
| 8 | 25 | 45 | 71 | 135 | 238 | 550 | 550 |
| 9 | 25 | 46 | 71 | 134 | 238 | 550 | 550 |
| 10 | 26 | 47 | 71 | 134 | 238 | 550 | 550 |
| 11 | 26 | 48 | 71 | 134 | 238 | 550 | 550 |
| 12 | 27 | 49 | 71 | 134 | 237 | 549 | 549 |
| 13 | 26 | 49 | 70 | 133 | 237 | 549 | 549 |
| 14 | 26 | 48 | 70 | 132 | 236 | 548 | 548 |
| 15 | 25 | 48 | 69 | 132 | 236 | 547 | 547 |
| 16 | 24 | 47 | 68 | 131 | 235 | 547 | 547 |
| 17 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
| 18 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
| 19 | 23 | 46 | 67 | 130 | 234 | 546 | 546 |
| 20 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
| 21 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
| 22 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
| 23 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
| 24 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
| 25 | 23 | 46 | 67 | 130 | 234 | 546 | 546 |
| 26 | 23 | 46 | 67 | 130 | 234 | 546 | 546 |
| 27 | 23 | 46 | 67 | 130 | 234 | 545 | 545 |
| 28 | 23 | 45 | 67 | 129 | 233 | 545 | 545 |
| 29 | 23 | 45 | 67 | 129 | 233 | 545 | 545 |
| 30 | 23 | 45 | 66 | 129 | 233 | 545 | 545 |
2.19 Indian rupee
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 95 | 109 | 133 | 205 | 318 | 630 | 1255 |
| 2 | 96 | 109 | 133 | 206 | 319 | 631 | 1016 |
| 3 | 97 | 112 | 135 | 200 | 316 | 627 | 833 |
| 4 | 98 | 114 | 137 | 202 | 315 | 627 | 694 |
| 5 | 99 | 116 | 142 | 205 | 314 | 626 | 626 |
| 6 | 100 | 118 | 145 | 209 | 314 | 626 | 626 |
| 7 | 101 | 120 | 146 | 211 | 313 | 625 | 625 |
| 8 | 100 | 120 | 146 | 210 | 313 | 625 | 625 |
| 9 | 100 | 120 | 145 | 208 | 312 | 624 | 624 |
| 10 | 99 | 120 | 144 | 207 | 311 | 623 | 623 |
| 11 | 98 | 119 | 143 | 205 | 309 | 621 | 621 |
| 12 | 96 | 118 | 141 | 203 | 307 | 619 | 619 |
| 13 | 95 | 117 | 139 | 202 | 305 | 617 | 617 |
| 14 | 93 | 116 | 137 | 200 | 304 | 616 | 616 |
| 15 | 92 | 114 | 135 | 198 | 302 | 614 | 614 |
| 16 | 89 | 112 | 133 | 196 | 300 | 612 | 612 |
| 17 | 88 | 110 | 132 | 194 | 298 | 610 | 610 |
| 18 | 86 | 109 | 130 | 193 | 297 | 609 | 609 |
| 19 | 85 | 107 | 129 | 192 | 295 | 607 | 607 |
| 20 | 84 | 106 | 128 | 191 | 294 | 606 | 606 |
| 21 | 83 | 105 | 127 | 189 | 293 | 605 | 605 |
| 22 | 82 | 104 | 126 | 188 | 292 | 604 | 604 |
| 23 | 81 | 103 | 125 | 187 | 291 | 603 | 603 |
| 24 | 79 | 102 | 123 | 186 | 290 | 602 | 602 |
| 25 | 78 | 101 | 122 | 185 | 289 | 601 | 601 |
| 26 | 77 | 99 | 121 | 183 | 287 | 599 | 599 |
| 27 | 76 | 98 | 120 | 182 | 286 | 598 | 598 |
| 28 | 75 | 97 | 119 | 181 | 285 | 597 | 597 |
| 29 | 74 | 96 | 117 | 180 | 284 | 596 | 596 |
| 30 | 73 | 95 | 116 | 179 | 283 | 595 | 595 |
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 | 326 | 339 | 363 | 436 | 549 | 861 | 1269 |
| 2 | 84 | 97 | 121 | 194 | 307 | 619 | 1022 |
| 3 | 87 | 102 | 125 | 190 | 306 | 618 | 835 |
| 4 | 91 | 107 | 130 | 194 | 307 | 619 | 693 |
| 5 | 93 | 110 | 136 | 199 | 308 | 620 | 620 |
| 6 | 95 | 113 | 140 | 204 | 309 | 621 | 621 |
| 7 | 96 | 116 | 142 | 207 | 309 | 621 | 621 |
| 8 | 97 | 117 | 143 | 207 | 310 | 622 | 622 |
| 9 | 98 | 118 | 143 | 206 | 310 | 622 | 622 |
| 10 | 98 | 119 | 143 | 206 | 310 | 622 | 622 |
| 11 | 99 | 120 | 143 | 206 | 310 | 622 | 622 |
| 12 | 99 | 121 | 143 | 206 | 310 | 622 | 622 |
| 13 | 100 | 122 | 144 | 206 | 310 | 622 | 622 |
| 14 | 100 | 123 | 144 | 207 | 311 | 623 | 623 |
| 15 | 101 | 124 | 145 | 208 | 312 | 623 | 623 |
| 16 | 102 | 124 | 146 | 209 | 312 | 624 | 624 |
| 17 | 103 | 125 | 147 | 210 | 313 | 625 | 625 |
| 18 | 104 | 126 | 148 | 211 | 314 | 626 | 626 |
| 19 | 105 | 127 | 149 | 211 | 315 | 627 | 627 |
| 20 | 105 | 128 | 149 | 212 | 316 | 628 | 628 |
| 21 | 105 | 128 | 149 | 212 | 316 | 628 | 628 |
| 22 | 105 | 128 | 149 | 212 | 316 | 628 | 628 |
| 23 | 105 | 127 | 148 | 211 | 315 | 627 | 627 |
| 24 | 104 | 126 | 148 | 210 | 314 | 626 | 626 |
| 25 | 103 | 125 | 146 | 209 | 313 | 625 | 625 |
| 26 | 101 | 124 | 145 | 208 | 312 | 624 | 624 |
| 27 | 100 | 122 | 144 | 207 | 310 | 622 | 622 |
| 28 | 99 | 121 | 143 | 205 | 309 | 621 | 621 |
| 29 | 97 | 120 | 141 | 204 | 308 | 620 | 620 |
| 30 | 96 | 118 | 140 | 202 | 306 | 618 | 618 |
2.21 New Taiwan dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 12 | 36 | 108 | 222 | 533 | 1194 |
| 2 | 1 | 12 | 36 | 108 | 222 | 533 | 961 |
| 3 | 2 | 14 | 37 | 102 | 218 | 530 | 784 |
| 4 | 3 | 15 | 39 | 103 | 216 | 528 | 650 |
| 5 | 4 | 17 | 43 | 105 | 215 | 527 | 546 |
| 6 | 5 | 18 | 45 | 109 | 214 | 526 | 526 |
| 7 | 5 | 20 | 47 | 111 | 214 | 525 | 525 |
| 8 | 6 | 20 | 46 | 109 | 213 | 525 | 525 |
| 9 | 7 | 20 | 45 | 108 | 212 | 524 | 524 |
| 10 | 8 | 20 | 44 | 107 | 211 | 523 | 523 |
| 11 | 9 | 21 | 45 | 107 | 211 | 523 | 523 |
| 12 | 9 | 22 | 45 | 107 | 211 | 523 | 523 |
| 13 | 10 | 23 | 45 | 107 | 211 | 523 | 523 |
| 14 | 11 | 23 | 45 | 107 | 211 | 523 | 523 |
| 15 | 12 | 24 | 45 | 108 | 212 | 524 | 524 |
| 16 | 13 | 24 | 45 | 108 | 212 | 524 | 524 |
| 17 | 13 | 24 | 46 | 108 | 212 | 524 | 524 |
| 18 | 14 | 25 | 46 | 109 | 213 | 525 | 525 |
| 19 | 15 | 25 | 47 | 109 | 213 | 525 | 525 |
| 20 | 16 | 26 | 48 | 110 | 214 | 526 | 526 |
| 21 | 16 | 27 | 49 | 111 | 215 | 527 | 527 |
| 22 | 17 | 28 | 49 | 112 | 216 | 528 | 528 |
| 23 | 18 | 28 | 50 | 112 | 216 | 528 | 528 |
| 24 | 18 | 29 | 50 | 113 | 217 | 529 | 529 |
| 25 | 20 | 29 | 51 | 113 | 217 | 529 | 529 |
| 26 | 20 | 29 | 51 | 114 | 217 | 529 | 529 |
| 27 | 21 | 30 | 51 | 114 | 218 | 530 | 530 |
| 28 | 21 | 30 | 52 | 114 | 218 | 530 | 530 |
| 29 | 22 | 30 | 52 | 114 | 218 | 530 | 530 |
| 30 | 22 | 31 | 52 | 115 | 219 | 530 | 530 |
2.22 New Zealand dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 52 | 66 | 90 | 162 | 275 | 587 | 1197 |
| 2 | 53 | 66 | 90 | 163 | 276 | 588 | 964 |
| 3 | 54 | 68 | 91 | 156 | 272 | 584 | 787 |
| 4 | 54 | 70 | 93 | 158 | 271 | 583 | 652 |
| 5 | 55 | 72 | 98 | 160 | 270 | 582 | 582 |
| 6 | 55 | 74 | 101 | 165 | 269 | 581 | 581 |
| 7 | 55 | 74 | 101 | 166 | 268 | 580 | 580 |
| 8 | 55 | 75 | 100 | 164 | 267 | 579 | 579 |
| 9 | 54 | 75 | 100 | 163 | 267 | 579 | 579 |
| 10 | 54 | 75 | 99 | 161 | 265 | 577 | 577 |
| 11 | 53 | 74 | 98 | 160 | 264 | 576 | 576 |
| 12 | 52 | 74 | 96 | 159 | 263 | 575 | 575 |
| 13 | 51 | 73 | 95 | 157 | 261 | 573 | 573 |
| 14 | 49 | 72 | 93 | 156 | 260 | 572 | 572 |
| 15 | 48 | 70 | 92 | 155 | 258 | 570 | 570 |
| 16 | 46 | 69 | 90 | 153 | 257 | 569 | 569 |
| 17 | 45 | 68 | 89 | 152 | 256 | 568 | 568 |
| 18 | 44 | 67 | 88 | 151 | 255 | 567 | 567 |
| 19 | 44 | 66 | 88 | 150 | 254 | 566 | 566 |
| 20 | 43 | 65 | 87 | 150 | 254 | 565 | 565 |
| 21 | 43 | 65 | 86 | 149 | 253 | 565 | 565 |
| 22 | 42 | 64 | 86 | 148 | 252 | 564 | 564 |
| 23 | 41 | 64 | 85 | 148 | 252 | 564 | 564 |
| 24 | 41 | 63 | 85 | 147 | 251 | 563 | 563 |
| 25 | 40 | 62 | 84 | 146 | 250 | 562 | 562 |
| 26 | 39 | 62 | 83 | 146 | 250 | 562 | 562 |
| 27 | 39 | 61 | 82 | 145 | 249 | 561 | 561 |
| 28 | 38 | 60 | 82 | 144 | 248 | 560 | 560 |
| 29 | 37 | 60 | 81 | 144 | 248 | 560 | 560 |
| 30 | 37 | 59 | 81 | 143 | 247 | 559 | 559 |
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 | 115 | 129 | 153 | 226 | 339 | 651 | 1251 |
| 2 | 117 | 130 | 154 | 227 | 340 | 652 | 1010 |
| 3 | 119 | 134 | 157 | 222 | 338 | 650 | 827 |
| 4 | 121 | 137 | 160 | 225 | 338 | 650 | 689 |
| 5 | 123 | 140 | 166 | 229 | 338 | 650 | 650 |
| 6 | 124 | 142 | 169 | 233 | 338 | 650 | 650 |
| 7 | 125 | 144 | 171 | 236 | 338 | 650 | 650 |
| 8 | 125 | 145 | 170 | 234 | 337 | 649 | 649 |
| 9 | 124 | 145 | 170 | 233 | 337 | 649 | 649 |
| 10 | 124 | 145 | 169 | 232 | 336 | 648 | 648 |
| 11 | 123 | 145 | 168 | 231 | 335 | 647 | 647 |
| 12 | 122 | 144 | 167 | 229 | 333 | 645 | 645 |
| 13 | 121 | 143 | 165 | 227 | 331 | 643 | 643 |
| 14 | 119 | 141 | 163 | 226 | 329 | 641 | 641 |
| 15 | 117 | 139 | 161 | 224 | 327 | 639 | 639 |
| 16 | 115 | 137 | 159 | 221 | 325 | 637 | 637 |
| 17 | 113 | 135 | 157 | 219 | 323 | 635 | 635 |
| 18 | 111 | 133 | 154 | 217 | 321 | 633 | 633 |
| 19 | 109 | 131 | 152 | 215 | 319 | 631 | 631 |
| 20 | 107 | 129 | 151 | 213 | 317 | 629 | 629 |
| 21 | 105 | 128 | 149 | 212 | 316 | 628 | 628 |
| 22 | 103 | 126 | 147 | 210 | 314 | 626 | 626 |
| 23 | 102 | 124 | 145 | 208 | 312 | 624 | 624 |
| 24 | 100 | 122 | 144 | 206 | 310 | 622 | 622 |
| 25 | 98 | 120 | 142 | 204 | 308 | 620 | 620 |
| 26 | 96 | 118 | 140 | 202 | 306 | 618 | 618 |
| 27 | 94 | 117 | 138 | 201 | 305 | 617 | 617 |
| 28 | 93 | 115 | 136 | 199 | 303 | 615 | 615 |
| 29 | 91 | 113 | 135 | 197 | 301 | 613 | 613 |
| 30 | 89 | 112 | 133 | 196 | 300 | 612 | 612 |
2.24 Real
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 167 | 181 | 205 | 277 | 391 | 702 | 1243 |
| 2 | 177 | 190 | 214 | 287 | 400 | 712 | 1016 |
| 3 | 183 | 197 | 220 | 285 | 401 | 713 | 838 |
| 4 | 185 | 201 | 225 | 289 | 402 | 714 | 714 |
| 5 | 187 | 204 | 230 | 293 | 402 | 714 | 714 |
| 6 | 187 | 205 | 232 | 296 | 401 | 713 | 713 |
| 7 | 187 | 206 | 233 | 298 | 400 | 712 | 712 |
| 8 | 186 | 206 | 231 | 295 | 398 | 710 | 710 |
| 9 | 185 | 205 | 230 | 293 | 397 | 709 | 709 |
| 10 | 184 | 205 | 229 | 292 | 396 | 708 | 708 |
| 11 | 183 | 204 | 228 | 290 | 394 | 706 | 706 |
| 12 | 181 | 203 | 225 | 288 | 392 | 704 | 704 |
| 13 | 178 | 201 | 222 | 285 | 389 | 701 | 701 |
| 14 | 176 | 198 | 219 | 282 | 386 | 698 | 698 |
| 15 | 173 | 195 | 216 | 279 | 383 | 695 | 695 |
| 16 | 169 | 192 | 213 | 276 | 380 | 692 | 692 |
| 17 | 166 | 189 | 210 | 273 | 377 | 689 | 689 |
| 18 | 163 | 186 | 207 | 270 | 374 | 686 | 686 |
| 19 | 160 | 183 | 204 | 267 | 371 | 683 | 683 |
| 20 | 158 | 180 | 201 | 264 | 368 | 680 | 680 |
| 21 | 155 | 177 | 198 | 261 | 365 | 677 | 677 |
| 22 | 151 | 174 | 195 | 258 | 362 | 674 | 674 |
| 23 | 148 | 171 | 192 | 255 | 359 | 671 | 671 |
| 24 | 145 | 168 | 189 | 252 | 356 | 668 | 668 |
| 25 | 142 | 165 | 186 | 249 | 353 | 665 | 665 |
| 26 | 139 | 162 | 183 | 246 | 350 | 662 | 662 |
| 27 | 136 | 159 | 180 | 243 | 347 | 659 | 659 |
| 28 | 134 | 156 | 177 | 240 | 344 | 656 | 656 |
| 29 | 131 | 153 | 175 | 237 | 341 | 653 | 653 |
| 30 | 128 | 151 | 172 | 235 | 339 | 650 | 650 |
2.25 Renminbi-yuan
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 31 | 45 | 69 | 141 | 255 | 566 | 1234 |
| 2 | 32 | 46 | 70 | 142 | 255 | 567 | 995 |
| 3 | 33 | 48 | 71 | 136 | 252 | 564 | 812 |
| 4 | 34 | 50 | 74 | 138 | 251 | 563 | 673 |
| 5 | 35 | 52 | 78 | 141 | 250 | 562 | 567 |
| 6 | 36 | 54 | 81 | 145 | 249 | 561 | 561 |
| 7 | 36 | 55 | 82 | 147 | 249 | 561 | 561 |
| 8 | 35 | 55 | 81 | 144 | 248 | 560 | 560 |
| 9 | 34 | 55 | 80 | 143 | 247 | 559 | 559 |
| 10 | 34 | 55 | 79 | 142 | 246 | 558 | 558 |
| 11 | 34 | 56 | 79 | 141 | 245 | 557 | 557 |
| 12 | 34 | 56 | 78 | 141 | 245 | 557 | 557 |
| 13 | 34 | 56 | 78 | 140 | 244 | 556 | 556 |
| 14 | 33 | 56 | 77 | 140 | 244 | 556 | 556 |
| 15 | 33 | 55 | 77 | 140 | 243 | 555 | 555 |
| 16 | 33 | 55 | 77 | 139 | 243 | 555 | 555 |
| 17 | 33 | 55 | 77 | 139 | 243 | 555 | 555 |
| 18 | 33 | 55 | 77 | 139 | 243 | 555 | 555 |
| 19 | 33 | 55 | 77 | 139 | 243 | 555 | 555 |
| 20 | 33 | 55 | 77 | 140 | 243 | 555 | 555 |
| 21 | 33 | 55 | 77 | 140 | 243 | 555 | 555 |
| 22 | 33 | 55 | 77 | 139 | 243 | 555 | 555 |
| 23 | 33 | 55 | 77 | 139 | 243 | 555 | 555 |
| 24 | 33 | 55 | 76 | 139 | 243 | 555 | 555 |
| 25 | 32 | 55 | 76 | 139 | 243 | 555 | 555 |
| 26 | 32 | 54 | 76 | 138 | 242 | 554 | 554 |
| 27 | 32 | 54 | 76 | 138 | 242 | 554 | 554 |
| 28 | 31 | 54 | 75 | 138 | 242 | 554 | 554 |
| 29 | 31 | 53 | 75 | 137 | 241 | 553 | 553 |
| 30 | 31 | 53 | 75 | 137 | 241 | 553 | 553 |
2.26 Ringgit
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 28 | 42 | 66 | 139 | 252 | 564 | 1221 |
| 2 | 30 | 44 | 68 | 140 | 253 | 565 | 984 |
| 3 | 33 | 47 | 70 | 135 | 251 | 563 | 803 |
| 4 | 35 | 51 | 74 | 139 | 251 | 563 | 666 |
| 5 | 37 | 54 | 80 | 143 | 252 | 564 | 564 |
| 6 | 38 | 56 | 84 | 148 | 252 | 564 | 564 |
| 7 | 40 | 59 | 86 | 150 | 253 | 565 | 565 |
| 8 | 40 | 60 | 86 | 149 | 253 | 565 | 565 |
| 9 | 40 | 61 | 86 | 149 | 253 | 565 | 565 |
| 10 | 41 | 62 | 86 | 149 | 253 | 565 | 565 |
| 11 | 42 | 64 | 87 | 150 | 254 | 565 | 565 |
| 12 | 43 | 65 | 87 | 150 | 254 | 566 | 566 |
| 13 | 43 | 65 | 87 | 150 | 254 | 566 | 566 |
| 14 | 43 | 65 | 87 | 150 | 253 | 565 | 565 |
| 15 | 43 | 65 | 87 | 149 | 253 | 565 | 565 |
| 16 | 43 | 65 | 86 | 149 | 253 | 565 | 565 |
| 17 | 43 | 65 | 86 | 149 | 253 | 565 | 565 |
| 18 | 43 | 65 | 87 | 149 | 253 | 565 | 565 |
| 19 | 43 | 65 | 87 | 149 | 253 | 565 | 565 |
| 20 | 43 | 65 | 87 | 150 | 253 | 565 | 565 |
| 21 | 43 | 65 | 87 | 150 | 254 | 566 | 566 |
| 22 | 43 | 65 | 87 | 150 | 253 | 565 | 565 |
| 23 | 43 | 65 | 87 | 149 | 253 | 565 | 565 |
| 24 | 42 | 65 | 86 | 149 | 253 | 565 | 565 |
| 25 | 42 | 64 | 86 | 149 | 252 | 564 | 564 |
| 26 | 42 | 64 | 85 | 148 | 252 | 564 | 564 |
| 27 | 41 | 63 | 85 | 148 | 251 | 563 | 563 |
| 28 | 40 | 63 | 84 | 147 | 251 | 563 | 563 |
| 29 | 40 | 62 | 84 | 146 | 250 | 562 | 562 |
| 30 | 39 | 62 | 83 | 146 | 250 | 562 | 562 |
2.27 Russian rouble
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 126 | 139 | 163 | 236 | 349 | 661 | 1260 |
| 2 | 125 | 138 | 162 | 235 | 348 | 660 | 1021 |
| 3 | 125 | 139 | 162 | 227 | 343 | 655 | 837 |
| 4 | 125 | 141 | 164 | 229 | 342 | 653 | 696 |
| 5 | 126 | 143 | 168 | 231 | 341 | 653 | 653 |
| 6 | 125 | 143 | 170 | 234 | 339 | 651 | 651 |
| 7 | 126 | 145 | 171 | 236 | 338 | 650 | 650 |
| 8 | 125 | 145 | 170 | 234 | 337 | 649 | 649 |
| 9 | 124 | 144 | 169 | 232 | 336 | 648 | 648 |
| 10 | 124 | 145 | 169 | 232 | 336 | 648 | 648 |
| 11 | 124 | 145 | 168 | 231 | 335 | 647 | 647 |
| 12 | 123 | 145 | 167 | 230 | 334 | 646 | 646 |
| 13 | 122 | 144 | 166 | 229 | 332 | 644 | 644 |
| 14 | 121 | 143 | 165 | 227 | 331 | 643 | 643 |
| 15 | 119 | 141 | 163 | 225 | 329 | 641 | 641 |
| 16 | 117 | 139 | 161 | 223 | 327 | 639 | 639 |
| 17 | 114 | 136 | 158 | 220 | 324 | 636 | 636 |
| 18 | 112 | 134 | 156 | 218 | 322 | 634 | 634 |
| 19 | 110 | 132 | 154 | 216 | 320 | 632 | 632 |
| 20 | 108 | 130 | 152 | 214 | 318 | 630 | 630 |
| 21 | 105 | 128 | 149 | 212 | 316 | 628 | 628 |
| 22 | 103 | 126 | 147 | 210 | 314 | 626 | 626 |
| 23 | 101 | 123 | 145 | 207 | 311 | 623 | 623 |
| 24 | 99 | 121 | 143 | 205 | 309 | 621 | 621 |
| 25 | 97 | 119 | 141 | 203 | 307 | 619 | 619 |
| 26 | 95 | 117 | 138 | 201 | 305 | 617 | 617 |
| 27 | 92 | 115 | 136 | 199 | 303 | 615 | 615 |
| 28 | 90 | 113 | 134 | 197 | 301 | 613 | 613 |
| 29 | 88 | 111 | 132 | 195 | 299 | 611 | 611 |
| 30 | 86 | 109 | 130 | 193 | 297 | 609 | 609 |
2.28 Singapore dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 13 | 37 | 109 | 222 | 534 | 1194 |
| 2 | 1 | 15 | 39 | 111 | 224 | 536 | 961 |
| 3 | 3 | 18 | 41 | 106 | 222 | 534 | 785 |
| 4 | 6 | 22 | 45 | 109 | 222 | 534 | 650 |
| 5 | 8 | 25 | 51 | 113 | 223 | 535 | 547 |
| 6 | 9 | 27 | 55 | 119 | 223 | 535 | 535 |
| 7 | 11 | 30 | 57 | 121 | 224 | 536 | 536 |
| 8 | 11 | 31 | 56 | 120 | 224 | 536 | 536 |
| 9 | 11 | 32 | 56 | 119 | 223 | 535 | 535 |
| 10 | 11 | 33 | 56 | 119 | 223 | 535 | 535 |
| 11 | 12 | 33 | 57 | 119 | 223 | 535 | 535 |
| 12 | 12 | 34 | 56 | 119 | 223 | 535 | 535 |
| 13 | 12 | 34 | 56 | 119 | 222 | 534 | 534 |
| 14 | 12 | 34 | 56 | 118 | 222 | 534 | 534 |
| 15 | 12 | 34 | 56 | 118 | 222 | 534 | 534 |
| 16 | 13 | 34 | 55 | 118 | 222 | 534 | 534 |
| 17 | 13 | 34 | 55 | 118 | 222 | 534 | 534 |
| 18 | 14 | 34 | 55 | 118 | 222 | 534 | 534 |
| 19 | 15 | 34 | 55 | 118 | 222 | 534 | 534 |
| 20 | 16 | 34 | 56 | 119 | 222 | 534 | 534 |
| 21 | 16 | 35 | 56 | 119 | 223 | 535 | 535 |
| 22 | 17 | 35 | 57 | 119 | 223 | 535 | 535 |
| 23 | 18 | 35 | 57 | 120 | 223 | 535 | 535 |
| 24 | 18 | 36 | 57 | 120 | 224 | 536 | 536 |
| 25 | 20 | 36 | 57 | 120 | 224 | 536 | 536 |
| 26 | 20 | 36 | 57 | 120 | 224 | 536 | 536 |
| 27 | 21 | 36 | 58 | 120 | 224 | 536 | 536 |
| 28 | 21 | 36 | 58 | 120 | 224 | 536 | 536 |
| 29 | 22 | 36 | 58 | 120 | 224 | 536 | 536 |
| 30 | 22 | 36 | 58 | 120 | 224 | 536 | 536 |
2.29 South Korean won
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 36 | 49 | 73 | 146 | 259 | 571 | 1201 |
| 2 | 36 | 50 | 74 | 146 | 259 | 571 | 968 |
| 3 | 36 | 51 | 74 | 139 | 255 | 567 | 791 |
| 4 | 36 | 52 | 75 | 140 | 253 | 565 | 655 |
| 5 | 37 | 54 | 79 | 142 | 252 | 564 | 564 |
| 6 | 39 | 57 | 84 | 148 | 253 | 565 | 565 |
| 7 | 37 | 56 | 82 | 147 | 249 | 561 | 561 |
| 8 | 40 | 60 | 86 | 149 | 253 | 565 | 565 |
| 9 | 39 | 60 | 84 | 148 | 252 | 564 | 564 |
| 10 | 34 | 55 | 79 | 142 | 246 | 558 | 558 |
| 11 | 30 | 52 | 75 | 138 | 242 | 554 | 554 |
| 12 | 27 | 50 | 72 | 134 | 238 | 550 | 550 |
| 13 | 25 | 48 | 69 | 132 | 236 | 548 | 548 |
| 14 | 24 | 46 | 68 | 130 | 234 | 546 | 546 |
| 15 | 22 | 45 | 66 | 129 | 233 | 544 | 544 |
| 16 | 21 | 43 | 65 | 127 | 231 | 543 | 543 |
| 17 | 20 | 42 | 64 | 126 | 230 | 542 | 542 |
| 18 | 19 | 42 | 63 | 126 | 230 | 542 | 542 |
| 19 | 19 | 41 | 63 | 125 | 229 | 541 | 541 |
| 20 | 19 | 41 | 63 | 125 | 229 | 541 | 541 |
| 21 | 19 | 41 | 63 | 125 | 229 | 541 | 541 |
| 22 | 19 | 41 | 63 | 125 | 229 | 541 | 541 |
| 23 | 19 | 41 | 63 | 125 | 229 | 541 | 541 |
| 24 | 19 | 41 | 63 | 125 | 229 | 541 | 541 |
| 25 | 20 | 41 | 62 | 125 | 229 | 541 | 541 |
| 26 | 20 | 41 | 62 | 125 | 229 | 541 | 541 |
| 27 | 21 | 41 | 62 | 125 | 229 | 541 | 541 |
| 28 | 21 | 41 | 62 | 125 | 229 | 540 | 540 |
| 29 | 22 | 40 | 62 | 124 | 228 | 540 | 540 |
| 30 | 22 | 40 | 62 | 124 | 228 | 540 | 540 |
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 | 202 | 215 | 239 | 312 | 425 | 737 | 1487 |
| 2 | 198 | 212 | 236 | 308 | 421 | 733 | 1190 |
| 3 | 194 | 209 | 232 | 297 | 413 | 725 | 965 |
| 4 | 191 | 207 | 230 | 295 | 407 | 719 | 795 |
| 5 | 187 | 204 | 230 | 293 | 402 | 714 | 714 |
| 6 | 184 | 202 | 229 | 293 | 397 | 709 | 709 |
| 7 | 180 | 199 | 226 | 291 | 393 | 705 | 705 |
| 8 | 176 | 196 | 222 | 285 | 389 | 701 | 701 |
| 9 | 172 | 192 | 217 | 280 | 384 | 696 | 696 |
| 10 | 168 | 189 | 213 | 276 | 380 | 692 | 692 |
| 11 | 165 | 186 | 210 | 272 | 376 | 688 | 688 |
| 12 | 161 | 183 | 206 | 268 | 372 | 684 | 684 |
| 13 | 158 | 180 | 202 | 264 | 368 | 680 | 680 |
| 14 | 154 | 176 | 198 | 260 | 364 | 676 | 676 |
| 15 | 150 | 173 | 194 | 257 | 361 | 673 | 673 |
| 16 | 147 | 169 | 191 | 253 | 357 | 669 | 669 |
| 17 | 144 | 166 | 188 | 250 | 354 | 666 | 666 |
| 18 | 141 | 163 | 185 | 247 | 351 | 663 | 663 |
| 19 | 138 | 160 | 182 | 244 | 348 | 660 | 660 |
| 20 | 135 | 157 | 179 | 241 | 345 | 657 | 657 |
| 21 | 132 | 155 | 176 | 239 | 343 | 655 | 655 |
| 22 | 129 | 152 | 173 | 236 | 340 | 652 | 652 |
| 23 | 127 | 149 | 171 | 233 | 337 | 649 | 649 |
| 24 | 124 | 147 | 168 | 231 | 335 | 646 | 646 |
| 25 | 122 | 144 | 165 | 228 | 332 | 644 | 644 |
| 26 | 119 | 141 | 163 | 226 | 329 | 641 | 641 |
| 27 | 117 | 139 | 160 | 223 | 327 | 639 | 639 |
| 28 | 114 | 137 | 158 | 221 | 325 | 637 | 637 |
| 29 | 112 | 134 | 156 | 218 | 322 | 634 | 634 |
| 30 | 110 | 132 | 154 | 216 | 320 | 632 | 632 |
2.31 US dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 9 | 26 | 50 | 105 | 239 | 551 | 1195 |
| 2 | 9 | 26 | 50 | 105 | 239 | 551 | 961 |
| 3 | 10 | 29 | 52 | 100 | 237 | 549 | 784 |
| 4 | 13 | 33 | 55 | 98 | 237 | 549 | 650 |
| 5 | 17 | 39 | 60 | 100 | 238 | 550 | 550 |
| 6 | 19 | 43 | 64 | 97 | 239 | 551 | 551 |
| 7 | 20 | 45 | 64 | 91 | 239 | 551 | 551 |
| 8 | 18 | 44 | 63 | 91 | 239 | 551 | 551 |
| 9 | 19 | 45 | 65 | 94 | 239 | 551 | 551 |
| 10 | 21 | 48 | 68 | 98 | 239 | 551 | 551 |
| 11 | 22 | 50 | 69 | 101 | 239 | 551 | 551 |
| 12 | 24 | 53 | 71 | 102 | 239 | 551 | 551 |
| 13 | 25 | 55 | 71 | 102 | 239 | 551 | 551 |
| 14 | 25 | 55 | 72 | 102 | 239 | 551 | 551 |
| 15 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 16 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 17 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 18 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 19 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 20 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 21 | 26 | 55 | 72 | 102 | 240 | 552 | 552 |
| 22 | 26 | 55 | 72 | 102 | 240 | 552 | 552 |
| 23 | 26 | 55 | 72 | 102 | 240 | 552 | 552 |
| 24 | 26 | 55 | 72 | 102 | 240 | 552 | 552 |
| 25 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 26 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 27 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 28 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 29 | 26 | 55 | 72 | 102 | 239 | 551 | 551 |
| 30 | 26 | 55 | 72 | 102 | 238 | 550 | 550 |
2.32 Yen
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 3 | 15 | 87 | 200 | 512 | 1191 |
| 2 | 1 | 5 | 13 | 86 | 199 | 511 | 959 |
| 3 | 2 | 5 | 13 | 78 | 194 | 506 | 782 |
| 4 | 3 | 6 | 15 | 79 | 192 | 504 | 647 |
| 5 | 4 | 6 | 19 | 82 | 191 | 503 | 544 |
| 6 | 5 | 8 | 22 | 86 | 191 | 503 | 503 |
| 7 | 5 | 9 | 24 | 88 | 190 | 502 | 502 |
| 8 | 6 | 9 | 23 | 87 | 190 | 502 | 502 |
| 9 | 7 | 10 | 23 | 86 | 190 | 502 | 502 |
| 10 | 8 | 10 | 24 | 86 | 190 | 502 | 502 |
| 11 | 9 | 12 | 24 | 87 | 190 | 502 | 502 |
| 12 | 9 | 12 | 24 | 87 | 191 | 503 | 503 |
| 13 | 10 | 13 | 24 | 87 | 191 | 503 | 503 |
| 14 | 11 | 13 | 26 | 87 | 191 | 503 | 503 |
| 15 | 12 | 15 | 27 | 87 | 191 | 503 | 503 |
| 16 | 13 | 16 | 28 | 88 | 191 | 503 | 503 |
| 17 | 13 | 16 | 30 | 88 | 192 | 504 | 504 |
| 18 | 14 | 17 | 31 | 88 | 192 | 504 | 504 |
| 19 | 14 | 18 | 32 | 89 | 193 | 505 | 505 |
| 20 | 16 | 19 | 33 | 89 | 193 | 505 | 505 |
| 21 | 16 | 19 | 34 | 90 | 194 | 506 | 506 |
| 22 | 17 | 20 | 36 | 90 | 194 | 506 | 506 |
| 23 | 17 | 21 | 37 | 91 | 195 | 507 | 507 |
| 24 | 18 | 22 | 38 | 91 | 195 | 507 | 507 |
| 25 | 19 | 22 | 39 | 91 | 195 | 507 | 507 |
| 26 | 20 | 23 | 40 | 91 | 195 | 507 | 507 |
| 27 | 21 | 23 | 41 | 91 | 195 | 507 | 507 |
| 28 | 21 | 25 | 43 | 91 | 195 | 507 | 507 |
| 29 | 22 | 26 | 44 | 91 | 195 | 507 | 507 |
| 30 | 22 | 26 | 45 | 91 | 195 | 507 | 507 |
3. Other exposures
3.1 Euro
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 2 | 15 | 21 | 43 | 162 | 293 | 3021 |
| 2 | 2 | 15 | 21 | 43 | 162 | 332 | 2249 |
| 3 | 1 | 15 | 23 | 48 | 157 | 346 | 1697 |
| 4 | 1 | 16 | 26 | 52 | 155 | 345 | 1310 |
| 5 | 2 | 18 | 30 | 54 | 155 | 336 | 1038 |
| 6 | 4 | 20 | 32 | 57 | 155 | 323 | 842 |
| 7 | 5 | 23 | 34 | 59 | 155 | 308 | 696 |
| 8 | 5 | 24 | 35 | 61 | 155 | 292 | 585 |
| 9 | 6 | 25 | 37 | 64 | 155 | 275 | 498 |
| 10 | 6 | 26 | 38 | 66 | 155 | 259 | 428 |
| 11 | 6 | 26 | 39 | 67 | 155 | 249 | 372 |
| 12 | 6 | 26 | 39 | 68 | 155 | 249 | 326 |
| 13 | 6 | 26 | 39 | 68 | 155 | 249 | 287 |
| 14 | 6 | 26 | 39 | 68 | 155 | 249 | 254 |
| 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 |
| 16 | 6 | 26 | 40 | 68 | 155 | 249 | 249 |
| 17 | 6 | 26 | 43 | 68 | 155 | 249 | 249 |
| 18 | 6 | 26 | 45 | 68 | 155 | 249 | 249 |
| 19 | 7 | 26 | 47 | 68 | 155 | 249 | 249 |
| 20 | 7 | 26 | 50 | 68 | 155 | 249 | 249 |
| 21 | 7 | 26 | 52 | 68 | 155 | 249 | 249 |
| 22 | 7 | 26 | 54 | 68 | 155 | 249 | 249 |
| 23 | 8 | 26 | 57 | 68 | 155 | 249 | 249 |
| 24 | 8 | 26 | 59 | 68 | 155 | 249 | 249 |
| 25 | 9 | 26 | 61 | 68 | 155 | 249 | 249 |
| 26 | 9 | 26 | 63 | 68 | 155 | 249 | 249 |
| 27 | 9 | 26 | 66 | 68 | 155 | 249 | 249 |
| 28 | 10 | 26 | 68 | 70 | 155 | 249 | 249 |
| 29 | 10 | 26 | 70 | 72 | 155 | 249 | 249 |
| 30 | 10 | 26 | 73 | 74 | 155 | 249 | 249 |
3.2 Czech koruna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 9 | 22 | 28 | 50 | 170 | 298 | 3072 |
| 2 | 11 | 24 | 30 | 52 | 172 | 338 | 2293 |
| 3 | 11 | 25 | 33 | 57 | 167 | 353 | 1734 |
| 4 | 11 | 25 | 36 | 61 | 164 | 353 | 1341 |
| 5 | 11 | 27 | 39 | 63 | 163 | 344 | 1063 |
| 6 | 12 | 29 | 40 | 65 | 163 | 331 | 862 |
| 7 | 13 | 31 | 41 | 66 | 162 | 315 | 713 |
| 8 | 12 | 31 | 42 | 68 | 162 | 299 | 599 |
| 9 | 12 | 31 | 43 | 71 | 161 | 282 | 510 |
| 10 | 12 | 32 | 44 | 72 | 161 | 265 | 439 |
| 11 | 12 | 31 | 44 | 73 | 160 | 255 | 381 |
| 12 | 11 | 31 | 44 | 72 | 159 | 254 | 333 |
| 13 | 11 | 30 | 43 | 72 | 159 | 253 | 293 |
| 14 | 10 | 30 | 43 | 71 | 158 | 253 | 260 |
| 15 | 10 | 29 | 42 | 71 | 158 | 252 | 252 |
| 16 | 9 | 29 | 42 | 70 | 157 | 252 | 252 |
| 17 | 9 | 29 | 43 | 70 | 157 | 252 | 252 |
| 18 | 9 | 29 | 46 | 70 | 157 | 252 | 252 |
| 19 | 9 | 29 | 49 | 70 | 157 | 252 | 252 |
| 20 | 10 | 29 | 50 | 71 | 158 | 252 | 252 |
| 21 | 10 | 29 | 53 | 71 | 158 | 252 | 252 |
| 22 | 10 | 30 | 56 | 71 | 158 | 253 | 253 |
| 23 | 10 | 30 | 58 | 71 | 158 | 253 | 253 |
| 24 | 10 | 30 | 61 | 71 | 158 | 253 | 253 |
| 25 | 10 | 30 | 62 | 71 | 158 | 253 | 253 |
| 26 | 10 | 30 | 65 | 71 | 158 | 253 | 253 |
| 27 | 10 | 30 | 67 | 71 | 158 | 253 | 253 |
| 28 | 10 | 30 | 70 | 72 | 158 | 253 | 253 |
| 29 | 10 | 30 | 72 | 74 | 158 | 253 | 253 |
| 30 | 10 | 30 | 74 | 76 | 158 | 253 | 253 |
3.3 Danish krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 2 | 14 | 21 | 43 | 162 | 293 | 3021 |
| 2 | 2 | 14 | 21 | 43 | 162 | 332 | 2248 |
| 3 | 1 | 15 | 23 | 48 | 157 | 345 | 1696 |
| 4 | 1 | 16 | 26 | 51 | 154 | 345 | 1310 |
| 5 | 2 | 18 | 29 | 53 | 154 | 336 | 1038 |
| 6 | 4 | 20 | 32 | 57 | 154 | 323 | 841 |
| 7 | 5 | 23 | 34 | 59 | 154 | 308 | 696 |
| 8 | 5 | 24 | 35 | 61 | 154 | 292 | 584 |
| 9 | 6 | 25 | 36 | 64 | 154 | 275 | 498 |
| 10 | 6 | 25 | 38 | 66 | 154 | 259 | 428 |
| 11 | 6 | 26 | 39 | 67 | 154 | 249 | 372 |
| 12 | 6 | 26 | 39 | 67 | 154 | 249 | 326 |
| 13 | 6 | 26 | 39 | 67 | 154 | 249 | 287 |
| 14 | 6 | 26 | 39 | 67 | 154 | 249 | 254 |
| 15 | 6 | 26 | 39 | 67 | 154 | 249 | 249 |
| 16 | 6 | 26 | 40 | 67 | 154 | 249 | 249 |
| 17 | 6 | 26 | 43 | 67 | 154 | 249 | 249 |
| 18 | 6 | 26 | 45 | 67 | 154 | 249 | 249 |
| 19 | 7 | 26 | 47 | 67 | 154 | 249 | 249 |
| 20 | 7 | 26 | 49 | 67 | 154 | 249 | 249 |
| 21 | 7 | 26 | 52 | 67 | 154 | 249 | 249 |
| 22 | 7 | 26 | 54 | 67 | 154 | 249 | 249 |
| 23 | 8 | 26 | 57 | 67 | 154 | 249 | 249 |
| 24 | 8 | 26 | 58 | 67 | 154 | 249 | 249 |
| 25 | 9 | 26 | 61 | 67 | 154 | 249 | 249 |
| 26 | 9 | 26 | 63 | 67 | 154 | 249 | 249 |
| 27 | 9 | 26 | 66 | 68 | 154 | 249 | 249 |
| 28 | 10 | 26 | 68 | 70 | 154 | 249 | 249 |
| 29 | 10 | 26 | 70 | 72 | 154 | 249 | 249 |
| 30 | 10 | 26 | 73 | 74 | 154 | 249 | 249 |
3.4 Forint
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 74 | 87 | 93 | 115 | 234 | 331 | 3067 |
| 2 | 71 | 83 | 90 | 112 | 231 | 338 | 2290 |
| 3 | 73 | 86 | 95 | 119 | 228 | 353 | 1733 |
| 4 | 71 | 85 | 96 | 121 | 224 | 353 | 1342 |
| 5 | 70 | 85 | 97 | 121 | 222 | 345 | 1065 |
| 6 | 69 | 86 | 98 | 122 | 220 | 332 | 864 |
| 7 | 69 | 87 | 98 | 123 | 218 | 317 | 716 |
| 8 | 68 | 86 | 98 | 124 | 217 | 312 | 602 |
| 9 | 67 | 86 | 98 | 126 | 216 | 311 | 513 |
| 10 | 64 | 84 | 96 | 125 | 213 | 307 | 442 |
| 11 | 62 | 82 | 95 | 123 | 210 | 305 | 384 |
| 12 | 61 | 80 | 93 | 122 | 209 | 304 | 336 |
| 13 | 60 | 80 | 93 | 121 | 208 | 303 | 303 |
| 14 | 60 | 79 | 92 | 121 | 208 | 302 | 302 |
| 15 | 60 | 79 | 92 | 121 | 208 | 302 | 302 |
| 16 | 59 | 79 | 91 | 120 | 207 | 302 | 302 |
| 17 | 59 | 78 | 91 | 120 | 207 | 301 | 301 |
| 18 | 58 | 78 | 90 | 119 | 206 | 301 | 301 |
| 19 | 57 | 77 | 90 | 118 | 205 | 300 | 300 |
| 20 | 57 | 76 | 89 | 118 | 205 | 299 | 299 |
| 21 | 56 | 76 | 88 | 117 | 204 | 299 | 299 |
| 22 | 55 | 75 | 88 | 116 | 203 | 298 | 298 |
| 23 | 54 | 74 | 87 | 115 | 202 | 297 | 297 |
| 24 | 53 | 73 | 86 | 114 | 201 | 296 | 296 |
| 25 | 52 | 72 | 85 | 113 | 200 | 295 | 295 |
| 26 | 51 | 71 | 84 | 112 | 199 | 294 | 294 |
| 27 | 50 | 70 | 83 | 111 | 198 | 293 | 293 |
| 28 | 49 | 69 | 82 | 110 | 197 | 292 | 292 |
| 29 | 48 | 68 | 81 | 109 | 196 | 291 | 291 |
| 30 | 47 | 67 | 79 | 108 | 195 | 290 | 290 |
3.5 Krona
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 18 | 25 | 47 | 166 | 296 | 3045 |
| 2 | 7 | 20 | 27 | 48 | 168 | 334 | 2268 |
| 3 | 8 | 21 | 30 | 54 | 164 | 348 | 1712 |
| 4 | 8 | 23 | 33 | 59 | 162 | 348 | 1323 |
| 5 | 9 | 25 | 37 | 61 | 162 | 339 | 1048 |
| 6 | 11 | 28 | 39 | 64 | 162 | 326 | 850 |
| 7 | 12 | 30 | 41 | 66 | 161 | 311 | 702 |
| 8 | 12 | 30 | 42 | 68 | 161 | 294 | 590 |
| 9 | 12 | 31 | 43 | 70 | 161 | 278 | 502 |
| 10 | 12 | 31 | 44 | 72 | 160 | 261 | 433 |
| 11 | 12 | 31 | 44 | 73 | 160 | 254 | 376 |
| 12 | 12 | 31 | 44 | 73 | 160 | 254 | 330 |
| 13 | 12 | 31 | 44 | 73 | 160 | 254 | 291 |
| 14 | 12 | 31 | 44 | 73 | 160 | 254 | 258 |
| 15 | 12 | 31 | 44 | 73 | 160 | 254 | 254 |
| 16 | 11 | 31 | 44 | 72 | 159 | 254 | 254 |
| 17 | 11 | 31 | 44 | 72 | 159 | 254 | 254 |
| 18 | 11 | 31 | 46 | 72 | 160 | 254 | 254 |
| 19 | 12 | 31 | 48 | 73 | 160 | 254 | 254 |
| 20 | 12 | 32 | 50 | 73 | 160 | 255 | 255 |
| 21 | 12 | 32 | 53 | 74 | 161 | 255 | 255 |
| 22 | 13 | 32 | 56 | 74 | 161 | 255 | 255 |
| 23 | 13 | 32 | 58 | 74 | 161 | 255 | 255 |
| 24 | 13 | 32 | 60 | 74 | 161 | 256 | 256 |
| 25 | 13 | 32 | 62 | 74 | 161 | 256 | 256 |
| 26 | 13 | 32 | 65 | 74 | 161 | 255 | 255 |
| 27 | 13 | 32 | 67 | 74 | 161 | 255 | 255 |
| 28 | 13 | 32 | 70 | 74 | 161 | 255 | 255 |
| 29 | 13 | 32 | 72 | 74 | 161 | 255 | 255 |
| 30 | 13 | 32 | 74 | 76 | 161 | 255 | 255 |
3.6 Kuna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 44 | 57 | 63 | 85 | 204 | 301 | 3040 |
| 2 | 48 | 60 | 67 | 89 | 208 | 335 | 2268 |
| 3 | 51 | 65 | 73 | 98 | 207 | 349 | 1714 |
| 4 | 53 | 68 | 78 | 104 | 207 | 349 | 1325 |
| 5 | 55 | 71 | 83 | 107 | 208 | 340 | 1050 |
| 6 | 57 | 74 | 85 | 110 | 208 | 327 | 852 |
| 7 | 58 | 76 | 86 | 111 | 207 | 312 | 705 |
| 8 | 57 | 75 | 87 | 113 | 206 | 301 | 592 |
| 9 | 56 | 75 | 87 | 115 | 205 | 299 | 505 |
| 10 | 55 | 75 | 87 | 115 | 204 | 298 | 435 |
| 11 | 54 | 74 | 86 | 115 | 202 | 297 | 378 |
| 12 | 53 | 72 | 85 | 114 | 201 | 295 | 331 |
| 13 | 51 | 71 | 84 | 112 | 199 | 294 | 294 |
| 14 | 50 | 70 | 82 | 111 | 198 | 293 | 293 |
| 15 | 49 | 69 | 81 | 110 | 197 | 292 | 292 |
| 16 | 48 | 68 | 81 | 109 | 196 | 291 | 291 |
| 17 | 47 | 67 | 80 | 109 | 196 | 290 | 290 |
| 18 | 47 | 66 | 79 | 108 | 195 | 289 | 289 |
| 19 | 46 | 66 | 79 | 107 | 194 | 289 | 289 |
| 20 | 46 | 65 | 78 | 107 | 194 | 288 | 288 |
| 21 | 45 | 65 | 77 | 106 | 193 | 288 | 288 |
| 22 | 44 | 64 | 77 | 105 | 192 | 287 | 287 |
| 23 | 44 | 63 | 76 | 105 | 192 | 286 | 286 |
| 24 | 43 | 62 | 75 | 104 | 191 | 285 | 285 |
| 25 | 42 | 62 | 74 | 103 | 190 | 285 | 285 |
| 26 | 41 | 61 | 73 | 102 | 189 | 284 | 284 |
| 27 | 40 | 60 | 73 | 101 | 188 | 283 | 283 |
| 28 | 39 | 59 | 72 | 101 | 188 | 282 | 282 |
| 29 | 39 | 58 | 72 | 100 | 187 | 281 | 281 |
| 30 | 38 | 57 | 74 | 99 | 186 | 280 | 280 |
3.7 Lev
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 1 | 14 | 20 | 42 | 161 | 293 | 3019 |
| 2 | 1 | 14 | 20 | 42 | 161 | 332 | 2247 |
| 3 | 1 | 14 | 23 | 47 | 156 | 345 | 1695 |
| 4 | 1 | 15 | 25 | 51 | 154 | 345 | 1309 |
| 5 | 1 | 17 | 29 | 53 | 154 | 336 | 1037 |
| 6 | 3 | 20 | 31 | 56 | 154 | 323 | 841 |
| 7 | 4 | 22 | 33 | 58 | 154 | 308 | 695 |
| 8 | 5 | 23 | 34 | 61 | 154 | 291 | 584 |
| 9 | 5 | 24 | 36 | 63 | 154 | 275 | 497 |
| 10 | 5 | 25 | 37 | 66 | 154 | 259 | 428 |
| 11 | 6 | 25 | 38 | 66 | 154 | 248 | 372 |
| 12 | 6 | 25 | 38 | 67 | 154 | 248 | 325 |
| 13 | 6 | 25 | 38 | 67 | 154 | 248 | 286 |
| 14 | 6 | 25 | 38 | 67 | 154 | 248 | 254 |
| 15 | 6 | 25 | 38 | 67 | 154 | 248 | 248 |
| 16 | 6 | 25 | 40 | 67 | 154 | 248 | 248 |
| 17 | 6 | 25 | 43 | 67 | 154 | 248 | 248 |
| 18 | 6 | 25 | 45 | 67 | 154 | 248 | 248 |
| 19 | 7 | 25 | 47 | 67 | 154 | 248 | 248 |
| 20 | 7 | 25 | 49 | 67 | 154 | 248 | 248 |
| 21 | 7 | 25 | 52 | 67 | 154 | 248 | 248 |
| 22 | 7 | 25 | 54 | 67 | 154 | 248 | 248 |
| 23 | 8 | 25 | 57 | 67 | 154 | 248 | 248 |
| 24 | 8 | 25 | 58 | 67 | 154 | 248 | 248 |
| 25 | 8 | 25 | 61 | 67 | 154 | 248 | 248 |
| 26 | 9 | 25 | 63 | 67 | 154 | 248 | 248 |
| 27 | 9 | 25 | 66 | 68 | 154 | 248 | 248 |
| 28 | 10 | 25 | 68 | 70 | 154 | 248 | 248 |
| 29 | 10 | 25 | 70 | 72 | 154 | 248 | 248 |
| 30 | 10 | 25 | 73 | 74 | 154 | 248 | 248 |
3.8 Pound sterling
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 11 | 22 | 45 | 180 | 296 | 3047 |
| 2 | 0 | 11 | 22 | 45 | 180 | 335 | 2269 |
| 3 | 1 | 11 | 24 | 50 | 175 | 349 | 1713 |
| 4 | 1 | 13 | 26 | 56 | 172 | 348 | 1324 |
| 5 | 1 | 16 | 28 | 59 | 171 | 340 | 1049 |
| 6 | 2 | 18 | 33 | 60 | 169 | 327 | 850 |
| 7 | 3 | 21 | 36 | 60 | 168 | 311 | 703 |
| 8 | 5 | 24 | 37 | 60 | 167 | 295 | 591 |
| 9 | 8 | 31 | 42 | 59 | 166 | 278 | 503 |
| 10 | 10 | 34 | 42 | 57 | 165 | 261 | 433 |
| 11 | 9 | 33 | 42 | 57 | 165 | 259 | 376 |
| 12 | 8 | 32 | 41 | 57 | 164 | 258 | 329 |
| 13 | 7 | 31 | 42 | 57 | 163 | 258 | 290 |
| 14 | 7 | 31 | 42 | 57 | 162 | 257 | 257 |
| 15 | 7 | 31 | 43 | 57 | 162 | 256 | 256 |
| 16 | 8 | 31 | 43 | 57 | 160 | 255 | 255 |
| 17 | 8 | 31 | 43 | 57 | 159 | 254 | 254 |
| 18 | 8 | 31 | 45 | 57 | 159 | 253 | 253 |
| 19 | 8 | 31 | 47 | 57 | 159 | 253 | 253 |
| 20 | 8 | 31 | 50 | 57 | 159 | 254 | 254 |
| 21 | 8 | 31 | 52 | 57 | 159 | 254 | 254 |
| 22 | 8 | 31 | 54 | 59 | 159 | 253 | 253 |
| 23 | 8 | 31 | 57 | 61 | 158 | 253 | 253 |
| 24 | 8 | 31 | 59 | 62 | 158 | 252 | 252 |
| 25 | 9 | 31 | 62 | 64 | 157 | 252 | 252 |
| 26 | 9 | 31 | 63 | 66 | 157 | 251 | 251 |
| 27 | 9 | 31 | 66 | 68 | 156 | 251 | 251 |
| 28 | 10 | 31 | 68 | 70 | 156 | 250 | 250 |
| 29 | 10 | 31 | 70 | 72 | 155 | 250 | 250 |
| 30 | 10 | 31 | 73 | 74 | 155 | 249 | 249 |
3.9 Romanian leu
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 81 | 93 | 100 | 122 | 241 | 337 | 3169 |
| 2 | 79 | 92 | 98 | 120 | 239 | 347 | 2363 |
| 3 | 77 | 90 | 99 | 123 | 232 | 362 | 1784 |
| 4 | 75 | 89 | 100 | 125 | 228 | 362 | 1379 |
| 5 | 73 | 89 | 101 | 125 | 226 | 353 | 1093 |
| 6 | 73 | 90 | 101 | 126 | 224 | 339 | 886 |
| 7 | 72 | 90 | 100 | 125 | 221 | 323 | 732 |
| 8 | 70 | 88 | 99 | 126 | 219 | 313 | 615 |
| 9 | 68 | 87 | 99 | 127 | 217 | 311 | 524 |
| 10 | 67 | 86 | 99 | 127 | 215 | 310 | 451 |
| 11 | 66 | 85 | 98 | 126 | 214 | 308 | 392 |
| 12 | 64 | 84 | 96 | 125 | 212 | 307 | 343 |
| 13 | 62 | 82 | 95 | 124 | 211 | 305 | 305 |
| 14 | 61 | 81 | 93 | 122 | 209 | 304 | 304 |
| 15 | 60 | 79 | 92 | 121 | 208 | 302 | 302 |
| 16 | 59 | 78 | 91 | 120 | 207 | 301 | 301 |
| 17 | 58 | 77 | 90 | 119 | 206 | 300 | 300 |
| 18 | 57 | 76 | 89 | 118 | 205 | 299 | 299 |
| 19 | 56 | 75 | 88 | 117 | 204 | 298 | 298 |
| 20 | 55 | 75 | 87 | 116 | 203 | 298 | 298 |
| 21 | 54 | 74 | 86 | 115 | 202 | 297 | 297 |
| 22 | 53 | 73 | 85 | 114 | 201 | 296 | 296 |
| 23 | 52 | 72 | 84 | 113 | 200 | 295 | 295 |
| 24 | 51 | 71 | 83 | 112 | 199 | 294 | 294 |
| 25 | 50 | 69 | 82 | 111 | 198 | 293 | 293 |
| 26 | 49 | 68 | 81 | 110 | 197 | 291 | 291 |
| 27 | 48 | 67 | 80 | 109 | 196 | 290 | 290 |
| 28 | 47 | 66 | 79 | 108 | 195 | 289 | 289 |
| 29 | 46 | 65 | 78 | 107 | 194 | 288 | 288 |
| 30 | 45 | 64 | 77 | 106 | 193 | 287 | 287 |
3.10 Zloty
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 53 | 66 | 72 | 94 | 213 | 310 | 3045 |
| 2 | 52 | 65 | 71 | 93 | 213 | 335 | 2269 |
| 3 | 51 | 64 | 73 | 97 | 206 | 349 | 1715 |
| 4 | 50 | 64 | 75 | 100 | 203 | 349 | 1327 |
| 5 | 49 | 65 | 76 | 100 | 201 | 341 | 1053 |
| 6 | 49 | 66 | 77 | 102 | 200 | 328 | 855 |
| 7 | 49 | 67 | 78 | 103 | 198 | 313 | 707 |
| 8 | 48 | 66 | 77 | 104 | 197 | 297 | 595 |
| 9 | 47 | 66 | 77 | 105 | 195 | 290 | 507 |
| 10 | 46 | 65 | 78 | 106 | 194 | 289 | 437 |
| 11 | 45 | 65 | 77 | 106 | 193 | 288 | 380 |
| 12 | 44 | 64 | 77 | 105 | 192 | 287 | 333 |
| 13 | 44 | 63 | 76 | 105 | 192 | 286 | 293 |
| 14 | 43 | 63 | 75 | 104 | 191 | 286 | 286 |
| 15 | 42 | 62 | 75 | 103 | 191 | 285 | 285 |
| 16 | 41 | 61 | 74 | 103 | 190 | 284 | 284 |
| 17 | 41 | 61 | 73 | 102 | 189 | 284 | 284 |
| 18 | 40 | 60 | 73 | 101 | 188 | 283 | 283 |
| 19 | 40 | 59 | 72 | 101 | 188 | 283 | 283 |
| 20 | 40 | 59 | 72 | 101 | 188 | 282 | 282 |
| 21 | 39 | 59 | 72 | 101 | 188 | 282 | 282 |
| 22 | 39 | 59 | 71 | 100 | 187 | 282 | 282 |
| 23 | 39 | 58 | 71 | 100 | 187 | 281 | 281 |
| 24 | 38 | 57 | 70 | 99 | 186 | 281 | 281 |
| 25 | 37 | 57 | 70 | 98 | 185 | 280 | 280 |
| 26 | 37 | 56 | 69 | 98 | 185 | 279 | 279 |
| 27 | 36 | 55 | 68 | 97 | 184 | 278 | 278 |
| 28 | 35 | 55 | 70 | 96 | 183 | 278 | 278 |
| 29 | 35 | 54 | 72 | 96 | 183 | 277 | 277 |
| 30 | 34 | 53 | 75 | 95 | 182 | 276 | 276 |
3.11 Norwegian krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 27 | 39 | 46 | 68 | 187 | 298 | 3068 |
| 2 | 27 | 40 | 47 | 69 | 188 | 337 | 2289 |
| 3 | 26 | 40 | 48 | 73 | 182 | 352 | 1730 |
| 4 | 25 | 40 | 50 | 75 | 178 | 352 | 1338 |
| 5 | 25 | 41 | 53 | 77 | 178 | 343 | 1061 |
| 6 | 26 | 43 | 54 | 79 | 177 | 330 | 860 |
| 7 | 27 | 44 | 55 | 80 | 176 | 315 | 711 |
| 8 | 26 | 44 | 56 | 82 | 175 | 298 | 598 |
| 9 | 26 | 45 | 56 | 84 | 174 | 281 | 509 |
| 10 | 25 | 45 | 57 | 86 | 174 | 268 | 438 |
| 11 | 25 | 44 | 57 | 86 | 173 | 268 | 381 |
| 12 | 24 | 44 | 57 | 85 | 172 | 267 | 333 |
| 13 | 23 | 43 | 56 | 85 | 172 | 266 | 294 |
| 14 | 23 | 42 | 55 | 84 | 171 | 265 | 265 |
| 15 | 22 | 42 | 55 | 83 | 170 | 265 | 265 |
| 16 | 21 | 41 | 54 | 82 | 170 | 264 | 264 |
| 17 | 21 | 41 | 53 | 82 | 169 | 264 | 264 |
| 18 | 21 | 40 | 53 | 82 | 169 | 263 | 263 |
| 19 | 21 | 40 | 53 | 82 | 169 | 263 | 263 |
| 20 | 21 | 40 | 53 | 82 | 169 | 263 | 263 |
| 21 | 21 | 40 | 53 | 82 | 169 | 263 | 263 |
| 22 | 21 | 40 | 56 | 82 | 169 | 263 | 263 |
| 23 | 20 | 40 | 58 | 81 | 169 | 263 | 263 |
| 24 | 20 | 40 | 61 | 81 | 168 | 263 | 263 |
| 25 | 20 | 40 | 62 | 81 | 168 | 263 | 263 |
| 26 | 20 | 39 | 65 | 81 | 168 | 262 | 262 |
| 27 | 19 | 39 | 67 | 80 | 167 | 262 | 262 |
| 28 | 19 | 39 | 70 | 80 | 167 | 262 | 262 |
| 29 | 19 | 38 | 72 | 80 | 167 | 261 | 261 |
| 30 | 19 | 38 | 75 | 80 | 167 | 261 | 261 |
3.12 Swiss franc
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 3 | 24 | 143 | 293 | 3011 |
| 2 | 0 | 1 | 6 | 25 | 144 | 331 | 2241 |
| 3 | 1 | 1 | 8 | 30 | 139 | 345 | 1691 |
| 4 | 1 | 3 | 11 | 34 | 137 | 344 | 1307 |
| 5 | 1 | 4 | 14 | 36 | 137 | 336 | 1036 |
| 6 | 2 | 4 | 16 | 39 | 137 | 323 | 840 |
| 7 | 2 | 5 | 19 | 41 | 137 | 308 | 695 |
| 8 | 2 | 6 | 22 | 43 | 137 | 291 | 584 |
| 9 | 2 | 7 | 23 | 46 | 137 | 275 | 497 |
| 10 | 4 | 8 | 26 | 48 | 137 | 259 | 428 |
| 11 | 4 | 9 | 29 | 50 | 138 | 243 | 371 |
| 12 | 4 | 9 | 30 | 49 | 136 | 231 | 325 |
| 13 | 4 | 10 | 33 | 50 | 137 | 232 | 286 |
| 14 | 4 | 11 | 36 | 50 | 137 | 231 | 253 |
| 15 | 5 | 12 | 38 | 49 | 136 | 230 | 230 |
| 16 | 6 | 12 | 40 | 48 | 135 | 229 | 229 |
| 17 | 6 | 14 | 42 | 49 | 135 | 229 | 229 |
| 18 | 6 | 14 | 45 | 50 | 135 | 229 | 229 |
| 19 | 7 | 15 | 47 | 53 | 135 | 230 | 230 |
| 20 | 7 | 16 | 49 | 54 | 136 | 230 | 230 |
| 21 | 7 | 17 | 51 | 57 | 136 | 231 | 231 |
| 22 | 7 | 17 | 54 | 59 | 136 | 231 | 231 |
| 23 | 8 | 19 | 57 | 60 | 136 | 231 | 231 |
| 24 | 8 | 19 | 58 | 62 | 136 | 230 | 230 |
| 25 | 8 | 20 | 61 | 64 | 136 | 230 | 230 |
| 26 | 9 | 21 | 63 | 66 | 136 | 230 | 230 |
| 27 | 9 | 22 | 66 | 68 | 136 | 230 | 230 |
| 28 | 10 | 22 | 68 | 70 | 135 | 230 | 230 |
| 29 | 10 | 24 | 70 | 72 | 135 | 230 | 230 |
| 30 | 10 | 24 | 73 | 74 | 135 | 230 | 230 |
3.13 Australian dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 42 | 54 | 61 | 83 | 202 | 298 | 3050 |
| 2 | 42 | 54 | 61 | 83 | 202 | 335 | 2272 |
| 3 | 41 | 54 | 63 | 87 | 196 | 349 | 1715 |
| 4 | 40 | 54 | 65 | 90 | 193 | 349 | 1326 |
| 5 | 40 | 55 | 67 | 91 | 192 | 341 | 1051 |
| 6 | 40 | 57 | 68 | 93 | 191 | 328 | 853 |
| 7 | 41 | 59 | 69 | 94 | 190 | 313 | 706 |
| 8 | 40 | 58 | 70 | 96 | 189 | 296 | 594 |
| 9 | 39 | 58 | 70 | 98 | 188 | 283 | 506 |
| 10 | 39 | 58 | 71 | 99 | 187 | 282 | 436 |
| 11 | 38 | 58 | 71 | 99 | 186 | 281 | 379 |
| 12 | 38 | 57 | 70 | 99 | 186 | 280 | 332 |
| 13 | 37 | 56 | 69 | 98 | 185 | 279 | 292 |
| 14 | 36 | 56 | 69 | 97 | 184 | 279 | 279 |
| 15 | 36 | 55 | 68 | 97 | 184 | 278 | 278 |
| 16 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 17 | 34 | 54 | 67 | 95 | 182 | 277 | 277 |
| 18 | 34 | 53 | 66 | 95 | 182 | 276 | 276 |
| 19 | 33 | 53 | 66 | 94 | 181 | 276 | 276 |
| 20 | 33 | 53 | 65 | 94 | 181 | 276 | 276 |
| 21 | 33 | 52 | 65 | 94 | 181 | 275 | 275 |
| 22 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 23 | 32 | 51 | 64 | 93 | 180 | 275 | 275 |
| 24 | 31 | 51 | 64 | 92 | 179 | 274 | 274 |
| 25 | 31 | 50 | 63 | 92 | 179 | 273 | 273 |
| 26 | 30 | 50 | 65 | 91 | 178 | 273 | 273 |
| 27 | 29 | 49 | 67 | 90 | 177 | 272 | 272 |
| 28 | 29 | 48 | 69 | 90 | 177 | 271 | 271 |
| 29 | 28 | 47 | 72 | 89 | 176 | 270 | 270 |
| 30 | 27 | 47 | 74 | 88 | 175 | 270 | 270 |
3.14 Baht
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 13 | 25 | 32 | 54 | 173 | 296 | 3055 |
| 2 | 16 | 29 | 36 | 58 | 177 | 336 | 2276 |
| 3 | 19 | 33 | 41 | 65 | 175 | 350 | 1719 |
| 4 | 21 | 36 | 46 | 71 | 174 | 350 | 1329 |
| 5 | 23 | 39 | 51 | 75 | 176 | 341 | 1054 |
| 6 | 23 | 40 | 51 | 76 | 174 | 329 | 855 |
| 7 | 28 | 46 | 56 | 81 | 177 | 313 | 708 |
| 8 | 27 | 45 | 56 | 83 | 176 | 297 | 595 |
| 9 | 28 | 47 | 59 | 86 | 177 | 280 | 507 |
| 10 | 30 | 49 | 62 | 90 | 178 | 272 | 437 |
| 11 | 31 | 50 | 63 | 92 | 179 | 273 | 379 |
| 12 | 31 | 51 | 64 | 93 | 180 | 274 | 332 |
| 13 | 32 | 51 | 64 | 93 | 180 | 274 | 293 |
| 14 | 32 | 52 | 64 | 93 | 180 | 275 | 275 |
| 15 | 32 | 52 | 65 | 93 | 180 | 275 | 275 |
| 16 | 32 | 51 | 64 | 93 | 180 | 274 | 274 |
| 17 | 32 | 51 | 64 | 93 | 180 | 274 | 274 |
| 18 | 31 | 51 | 63 | 92 | 179 | 274 | 274 |
| 19 | 31 | 50 | 63 | 92 | 179 | 273 | 273 |
| 20 | 31 | 50 | 63 | 92 | 179 | 273 | 273 |
| 21 | 31 | 50 | 63 | 92 | 179 | 273 | 273 |
| 22 | 31 | 50 | 63 | 92 | 179 | 273 | 273 |
| 23 | 30 | 50 | 63 | 91 | 178 | 273 | 273 |
| 24 | 30 | 49 | 62 | 91 | 178 | 272 | 272 |
| 25 | 29 | 49 | 62 | 90 | 177 | 272 | 272 |
| 26 | 29 | 48 | 65 | 90 | 177 | 271 | 271 |
| 27 | 28 | 48 | 67 | 89 | 176 | 271 | 271 |
| 28 | 28 | 47 | 70 | 89 | 176 | 270 | 270 |
| 29 | 27 | 47 | 72 | 88 | 175 | 270 | 270 |
| 30 | 27 | 46 | 74 | 88 | 175 | 269 | 269 |
3.15 Canadian dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 12 | 25 | 31 | 53 | 173 | 297 | 3065 |
| 2 | 13 | 26 | 33 | 55 | 174 | 337 | 2284 |
| 3 | 14 | 27 | 36 | 60 | 169 | 351 | 1725 |
| 4 | 14 | 29 | 39 | 64 | 167 | 351 | 1333 |
| 5 | 15 | 31 | 42 | 66 | 167 | 342 | 1057 |
| 6 | 17 | 33 | 45 | 70 | 167 | 329 | 858 |
| 7 | 18 | 36 | 47 | 72 | 167 | 314 | 709 |
| 8 | 18 | 36 | 48 | 74 | 167 | 297 | 596 |
| 9 | 18 | 37 | 49 | 77 | 167 | 281 | 508 |
| 10 | 19 | 38 | 51 | 79 | 167 | 264 | 437 |
| 11 | 19 | 39 | 52 | 80 | 167 | 262 | 380 |
| 12 | 19 | 39 | 52 | 80 | 168 | 262 | 332 |
| 13 | 20 | 39 | 52 | 81 | 168 | 262 | 293 |
| 14 | 20 | 39 | 52 | 81 | 168 | 262 | 262 |
| 15 | 20 | 39 | 52 | 81 | 168 | 262 | 262 |
| 16 | 19 | 39 | 52 | 80 | 167 | 262 | 262 |
| 17 | 19 | 39 | 52 | 80 | 167 | 262 | 262 |
| 18 | 19 | 39 | 52 | 80 | 167 | 262 | 262 |
| 19 | 19 | 39 | 52 | 80 | 167 | 262 | 262 |
| 20 | 19 | 39 | 52 | 80 | 167 | 262 | 262 |
| 21 | 19 | 39 | 53 | 80 | 167 | 262 | 262 |
| 22 | 19 | 39 | 55 | 80 | 167 | 262 | 262 |
| 23 | 19 | 38 | 57 | 80 | 167 | 261 | 261 |
| 24 | 18 | 38 | 60 | 79 | 166 | 261 | 261 |
| 25 | 18 | 37 | 62 | 79 | 166 | 260 | 260 |
| 26 | 17 | 37 | 65 | 78 | 165 | 260 | 260 |
| 27 | 17 | 36 | 67 | 78 | 165 | 259 | 259 |
| 28 | 16 | 36 | 69 | 78 | 165 | 259 | 259 |
| 29 | 16 | 36 | 72 | 77 | 164 | 259 | 259 |
| 30 | 16 | 35 | 74 | 77 | 164 | 258 | 258 |
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 | 45 | 58 | 64 | 86 | 206 | 302 | 3047 |
| 2 | 48 | 61 | 67 | 89 | 209 | 336 | 2277 |
| 3 | 50 | 64 | 73 | 97 | 206 | 351 | 1724 |
| 4 | 52 | 66 | 77 | 102 | 205 | 352 | 1337 |
| 5 | 53 | 69 | 81 | 105 | 205 | 344 | 1062 |
| 6 | 55 | 72 | 83 | 108 | 206 | 332 | 864 |
| 7 | 57 | 74 | 85 | 110 | 206 | 318 | 716 |
| 8 | 56 | 75 | 86 | 112 | 206 | 302 | 603 |
| 9 | 57 | 76 | 88 | 115 | 205 | 300 | 515 |
| 10 | 57 | 76 | 89 | 117 | 205 | 300 | 444 |
| 11 | 57 | 76 | 89 | 118 | 205 | 300 | 386 |
| 12 | 56 | 76 | 89 | 117 | 204 | 299 | 338 |
| 13 | 56 | 75 | 88 | 117 | 204 | 298 | 298 |
| 14 | 55 | 74 | 87 | 116 | 203 | 297 | 297 |
| 15 | 54 | 74 | 86 | 115 | 202 | 297 | 297 |
| 16 | 53 | 73 | 86 | 114 | 201 | 296 | 296 |
| 17 | 53 | 72 | 85 | 114 | 201 | 295 | 295 |
| 18 | 52 | 71 | 84 | 113 | 200 | 295 | 295 |
| 19 | 51 | 71 | 84 | 112 | 199 | 294 | 294 |
| 20 | 51 | 70 | 83 | 112 | 199 | 293 | 293 |
| 21 | 50 | 70 | 82 | 111 | 198 | 293 | 293 |
| 22 | 49 | 69 | 81 | 110 | 197 | 292 | 292 |
| 23 | 48 | 68 | 81 | 109 | 196 | 291 | 291 |
| 24 | 47 | 67 | 80 | 108 | 195 | 290 | 290 |
| 25 | 46 | 66 | 79 | 108 | 195 | 289 | 289 |
| 26 | 46 | 65 | 78 | 107 | 194 | 288 | 288 |
| 27 | 45 | 64 | 77 | 106 | 193 | 287 | 287 |
| 28 | 44 | 63 | 76 | 105 | 192 | 286 | 286 |
| 29 | 43 | 62 | 75 | 104 | 191 | 285 | 285 |
| 30 | 42 | 61 | 77 | 103 | 190 | 285 | 285 |
3.17 Colombian peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 77 | 90 | 96 | 118 | 237 | 334 | 3132 |
| 2 | 81 | 94 | 100 | 122 | 242 | 346 | 2353 |
| 3 | 81 | 95 | 104 | 128 | 237 | 363 | 1788 |
| 4 | 81 | 96 | 106 | 131 | 234 | 365 | 1389 |
| 5 | 84 | 100 | 111 | 135 | 236 | 358 | 1105 |
| 6 | 86 | 103 | 114 | 139 | 237 | 346 | 899 |
| 7 | 88 | 106 | 117 | 142 | 238 | 332 | 746 |
| 8 | 90 | 108 | 119 | 145 | 239 | 333 | 628 |
| 9 | 91 | 110 | 122 | 149 | 239 | 334 | 536 |
| 10 | 91 | 111 | 123 | 151 | 240 | 334 | 463 |
| 11 | 91 | 111 | 123 | 152 | 239 | 334 | 403 |
| 12 | 90 | 110 | 123 | 151 | 238 | 333 | 353 |
| 13 | 89 | 109 | 121 | 150 | 237 | 332 | 332 |
| 14 | 88 | 107 | 120 | 149 | 236 | 330 | 330 |
| 15 | 86 | 106 | 119 | 147 | 234 | 329 | 329 |
| 16 | 85 | 105 | 117 | 146 | 233 | 328 | 328 |
| 17 | 84 | 103 | 116 | 145 | 232 | 326 | 326 |
| 18 | 82 | 102 | 115 | 143 | 230 | 325 | 325 |
| 19 | 81 | 101 | 113 | 142 | 229 | 324 | 324 |
| 20 | 80 | 99 | 112 | 141 | 228 | 322 | 322 |
| 21 | 78 | 98 | 111 | 139 | 226 | 321 | 321 |
| 22 | 77 | 96 | 109 | 138 | 225 | 319 | 319 |
| 23 | 75 | 95 | 108 | 136 | 223 | 318 | 318 |
| 24 | 74 | 93 | 106 | 135 | 222 | 316 | 316 |
| 25 | 72 | 92 | 104 | 133 | 220 | 315 | 315 |
| 26 | 70 | 90 | 103 | 131 | 218 | 313 | 313 |
| 27 | 69 | 88 | 101 | 130 | 217 | 311 | 311 |
| 28 | 67 | 87 | 99 | 128 | 215 | 310 | 310 |
| 29 | 66 | 85 | 98 | 127 | 214 | 308 | 308 |
| 30 | 64 | 84 | 96 | 125 | 212 | 307 | 307 |
3.18 Hong Kong dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 19 | 25 | 47 | 166 | 297 | 3059 |
| 2 | 9 | 22 | 28 | 50 | 169 | 336 | 2278 |
| 3 | 11 | 24 | 33 | 57 | 166 | 350 | 1719 |
| 4 | 12 | 27 | 37 | 63 | 166 | 349 | 1328 |
| 5 | 14 | 30 | 42 | 66 | 167 | 341 | 1053 |
| 6 | 16 | 33 | 45 | 69 | 167 | 328 | 854 |
| 7 | 18 | 36 | 47 | 72 | 167 | 313 | 706 |
| 8 | 18 | 37 | 48 | 74 | 167 | 296 | 594 |
| 9 | 19 | 38 | 49 | 77 | 167 | 279 | 505 |
| 10 | 19 | 38 | 51 | 79 | 167 | 263 | 435 |
| 11 | 19 | 39 | 51 | 80 | 167 | 262 | 378 |
| 12 | 19 | 38 | 51 | 80 | 167 | 261 | 331 |
| 13 | 18 | 38 | 51 | 79 | 166 | 261 | 291 |
| 14 | 18 | 37 | 50 | 79 | 166 | 260 | 260 |
| 15 | 17 | 36 | 49 | 78 | 165 | 259 | 259 |
| 16 | 16 | 36 | 48 | 77 | 164 | 259 | 259 |
| 17 | 16 | 35 | 48 | 77 | 164 | 258 | 258 |
| 18 | 15 | 35 | 48 | 76 | 163 | 258 | 258 |
| 19 | 15 | 35 | 48 | 76 | 163 | 258 | 258 |
| 20 | 15 | 35 | 50 | 76 | 164 | 258 | 258 |
| 21 | 16 | 35 | 53 | 77 | 164 | 258 | 258 |
| 22 | 16 | 35 | 56 | 77 | 164 | 258 | 258 |
| 23 | 15 | 35 | 57 | 77 | 164 | 258 | 258 |
| 24 | 15 | 35 | 60 | 76 | 163 | 258 | 258 |
| 25 | 15 | 35 | 62 | 76 | 163 | 258 | 258 |
| 26 | 15 | 35 | 65 | 76 | 163 | 258 | 258 |
| 27 | 15 | 34 | 67 | 76 | 163 | 257 | 257 |
| 28 | 15 | 34 | 69 | 76 | 163 | 257 | 257 |
| 29 | 14 | 34 | 72 | 76 | 163 | 257 | 257 |
| 30 | 14 | 34 | 74 | 75 | 162 | 257 | 257 |
3.19 Indian rupee
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 90 | 103 | 110 | 132 | 251 | 347 | 3218 |
| 2 | 91 | 104 | 110 | 132 | 252 | 354 | 2411 |
| 3 | 91 | 104 | 113 | 137 | 246 | 371 | 1829 |
| 4 | 91 | 105 | 116 | 141 | 244 | 372 | 1419 |
| 5 | 91 | 107 | 119 | 143 | 244 | 364 | 1128 |
| 6 | 92 | 109 | 121 | 145 | 243 | 352 | 917 |
| 7 | 94 | 111 | 122 | 147 | 243 | 337 | 760 |
| 8 | 93 | 112 | 123 | 149 | 243 | 337 | 639 |
| 9 | 93 | 112 | 124 | 151 | 242 | 336 | 545 |
| 10 | 92 | 111 | 124 | 152 | 240 | 335 | 469 |
| 11 | 90 | 110 | 123 | 151 | 239 | 333 | 408 |
| 12 | 89 | 108 | 121 | 150 | 237 | 331 | 357 |
| 13 | 87 | 106 | 119 | 148 | 235 | 329 | 329 |
| 14 | 85 | 105 | 117 | 146 | 233 | 328 | 328 |
| 15 | 83 | 103 | 116 | 144 | 231 | 326 | 326 |
| 16 | 81 | 101 | 114 | 142 | 229 | 324 | 324 |
| 17 | 80 | 99 | 112 | 141 | 228 | 322 | 322 |
| 18 | 78 | 98 | 111 | 139 | 226 | 321 | 321 |
| 19 | 77 | 96 | 109 | 138 | 225 | 319 | 319 |
| 20 | 76 | 95 | 108 | 137 | 224 | 318 | 318 |
| 21 | 75 | 94 | 107 | 136 | 223 | 317 | 317 |
| 22 | 74 | 93 | 106 | 135 | 222 | 316 | 316 |
| 23 | 72 | 92 | 105 | 133 | 220 | 315 | 315 |
| 24 | 71 | 91 | 103 | 132 | 219 | 314 | 314 |
| 25 | 70 | 89 | 102 | 131 | 218 | 313 | 313 |
| 26 | 69 | 88 | 101 | 130 | 217 | 311 | 311 |
| 27 | 68 | 87 | 100 | 129 | 216 | 310 | 310 |
| 28 | 66 | 86 | 99 | 127 | 215 | 309 | 309 |
| 29 | 65 | 85 | 98 | 126 | 213 | 308 | 308 |
| 30 | 64 | 84 | 97 | 125 | 212 | 307 | 307 |
3.20 Mexican peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 321 | 334 | 340 | 362 | 482 | 578 | 3256 |
| 2 | 79 | 92 | 98 | 120 | 240 | 356 | 2427 |
| 3 | 81 | 95 | 103 | 128 | 237 | 371 | 1835 |
| 4 | 83 | 98 | 108 | 134 | 236 | 371 | 1419 |
| 5 | 85 | 101 | 113 | 137 | 238 | 363 | 1126 |
| 6 | 87 | 104 | 116 | 140 | 238 | 349 | 913 |
| 7 | 89 | 107 | 118 | 143 | 239 | 333 | 756 |
| 8 | 90 | 109 | 120 | 146 | 239 | 334 | 636 |
| 9 | 91 | 110 | 122 | 149 | 240 | 334 | 542 |
| 10 | 91 | 110 | 123 | 151 | 239 | 334 | 466 |
| 11 | 91 | 111 | 123 | 152 | 239 | 334 | 405 |
| 12 | 91 | 111 | 124 | 152 | 239 | 334 | 355 |
| 13 | 92 | 111 | 124 | 153 | 240 | 334 | 334 |
| 14 | 92 | 112 | 124 | 153 | 240 | 335 | 335 |
| 15 | 93 | 112 | 125 | 154 | 241 | 335 | 335 |
| 16 | 94 | 113 | 126 | 155 | 242 | 336 | 336 |
| 17 | 95 | 114 | 127 | 156 | 243 | 337 | 337 |
| 18 | 96 | 115 | 128 | 157 | 244 | 338 | 338 |
| 19 | 97 | 116 | 129 | 158 | 245 | 339 | 339 |
| 20 | 97 | 117 | 129 | 158 | 245 | 340 | 340 |
| 21 | 97 | 117 | 130 | 158 | 245 | 340 | 340 |
| 22 | 97 | 116 | 129 | 158 | 245 | 340 | 340 |
| 23 | 96 | 116 | 129 | 157 | 244 | 339 | 339 |
| 24 | 95 | 115 | 128 | 156 | 243 | 338 | 338 |
| 25 | 94 | 114 | 127 | 155 | 242 | 337 | 337 |
| 26 | 93 | 113 | 125 | 154 | 241 | 336 | 336 |
| 27 | 92 | 111 | 124 | 153 | 240 | 334 | 334 |
| 28 | 90 | 110 | 123 | 151 | 239 | 333 | 333 |
| 29 | 89 | 109 | 121 | 150 | 237 | 332 | 332 |
| 30 | 88 | 107 | 120 | 149 | 236 | 330 | 330 |
3.21 New Taiwan dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 6 | 13 | 35 | 154 | 296 | 3053 |
| 2 | 0 | 6 | 13 | 35 | 154 | 335 | 2273 |
| 3 | 1 | 6 | 15 | 39 | 148 | 349 | 1715 |
| 4 | 1 | 7 | 17 | 42 | 145 | 348 | 1325 |
| 5 | 1 | 8 | 19 | 43 | 144 | 340 | 1049 |
| 6 | 2 | 9 | 21 | 46 | 144 | 327 | 851 |
| 7 | 2 | 11 | 22 | 47 | 143 | 311 | 703 |
| 8 | 2 | 11 | 23 | 49 | 142 | 294 | 590 |
| 9 | 2 | 11 | 24 | 51 | 141 | 278 | 503 |
| 10 | 4 | 12 | 26 | 53 | 141 | 261 | 432 |
| 11 | 4 | 12 | 29 | 53 | 141 | 245 | 376 |
| 12 | 4 | 12 | 31 | 53 | 140 | 235 | 329 |
| 13 | 4 | 12 | 33 | 54 | 141 | 235 | 290 |
| 14 | 4 | 12 | 36 | 54 | 141 | 235 | 257 |
| 15 | 5 | 12 | 39 | 54 | 141 | 236 | 236 |
| 16 | 6 | 13 | 40 | 54 | 141 | 236 | 236 |
| 17 | 6 | 14 | 43 | 55 | 142 | 236 | 236 |
| 18 | 6 | 14 | 46 | 55 | 142 | 237 | 237 |
| 19 | 7 | 15 | 48 | 56 | 143 | 237 | 237 |
| 20 | 7 | 16 | 50 | 57 | 144 | 238 | 238 |
| 21 | 7 | 17 | 53 | 57 | 144 | 239 | 239 |
| 22 | 8 | 17 | 54 | 59 | 145 | 240 | 240 |
| 23 | 8 | 19 | 57 | 62 | 146 | 240 | 240 |
| 24 | 8 | 20 | 60 | 63 | 146 | 241 | 241 |
| 25 | 9 | 20 | 62 | 65 | 147 | 241 | 241 |
| 26 | 9 | 22 | 65 | 67 | 147 | 241 | 241 |
| 27 | 9 | 22 | 67 | 69 | 147 | 242 | 242 |
| 28 | 10 | 23 | 69 | 71 | 147 | 242 | 242 |
| 29 | 10 | 24 | 72 | 73 | 148 | 242 | 242 |
| 30 | 10 | 24 | 74 | 74 | 148 | 242 | 242 |
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 | 47 | 60 | 67 | 88 | 208 | 304 | 3061 |
| 2 | 48 | 61 | 67 | 89 | 209 | 336 | 2279 |
| 3 | 47 | 61 | 70 | 94 | 203 | 350 | 1721 |
| 4 | 47 | 61 | 72 | 97 | 200 | 350 | 1330 |
| 5 | 47 | 63 | 74 | 98 | 199 | 341 | 1055 |
| 6 | 48 | 65 | 76 | 101 | 199 | 328 | 855 |
| 7 | 48 | 66 | 77 | 102 | 197 | 313 | 708 |
| 8 | 48 | 66 | 77 | 104 | 197 | 297 | 595 |
| 9 | 47 | 66 | 78 | 106 | 196 | 291 | 507 |
| 10 | 46 | 66 | 79 | 107 | 195 | 289 | 436 |
| 11 | 45 | 65 | 78 | 106 | 193 | 288 | 379 |
| 12 | 44 | 63 | 76 | 105 | 192 | 287 | 332 |
| 13 | 42 | 62 | 75 | 104 | 191 | 285 | 292 |
| 14 | 41 | 61 | 73 | 102 | 189 | 284 | 284 |
| 15 | 40 | 59 | 72 | 101 | 188 | 282 | 282 |
| 16 | 38 | 58 | 71 | 99 | 186 | 281 | 281 |
| 17 | 37 | 57 | 70 | 98 | 185 | 280 | 280 |
| 18 | 36 | 56 | 69 | 97 | 184 | 279 | 279 |
| 19 | 35 | 55 | 68 | 96 | 183 | 278 | 278 |
| 20 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 21 | 34 | 54 | 67 | 95 | 182 | 277 | 277 |
| 22 | 34 | 53 | 66 | 95 | 182 | 276 | 276 |
| 23 | 33 | 53 | 65 | 94 | 181 | 276 | 276 |
| 24 | 32 | 52 | 65 | 93 | 180 | 275 | 275 |
| 25 | 32 | 51 | 64 | 93 | 180 | 274 | 274 |
| 26 | 31 | 51 | 65 | 92 | 179 | 274 | 274 |
| 27 | 30 | 50 | 67 | 91 | 178 | 273 | 273 |
| 28 | 30 | 49 | 69 | 91 | 178 | 272 | 272 |
| 29 | 29 | 49 | 72 | 90 | 177 | 272 | 272 |
| 30 | 28 | 48 | 74 | 89 | 176 | 271 | 271 |
3.23 Rand
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 111 | 124 | 130 | 152 | 271 | 368 | 3207 |
| 2 | 112 | 125 | 131 | 153 | 272 | 369 | 2395 |
| 3 | 113 | 127 | 135 | 159 | 269 | 368 | 1816 |
| 4 | 114 | 128 | 139 | 164 | 267 | 369 | 1409 |
| 5 | 115 | 131 | 143 | 167 | 267 | 362 | 1121 |
| 6 | 117 | 133 | 145 | 170 | 268 | 362 | 913 |
| 7 | 118 | 136 | 147 | 172 | 267 | 362 | 758 |
| 8 | 118 | 136 | 147 | 174 | 267 | 361 | 640 |
| 9 | 117 | 136 | 148 | 176 | 266 | 361 | 547 |
| 10 | 117 | 136 | 149 | 177 | 265 | 360 | 472 |
| 11 | 116 | 136 | 148 | 177 | 264 | 359 | 411 |
| 12 | 115 | 134 | 147 | 176 | 263 | 357 | 361 |
| 13 | 113 | 132 | 145 | 174 | 261 | 355 | 355 |
| 14 | 111 | 130 | 143 | 172 | 259 | 353 | 353 |
| 15 | 109 | 128 | 141 | 170 | 257 | 351 | 351 |
| 16 | 106 | 126 | 139 | 167 | 254 | 349 | 349 |
| 17 | 104 | 124 | 137 | 165 | 252 | 347 | 347 |
| 18 | 102 | 122 | 135 | 163 | 250 | 345 | 345 |
| 19 | 100 | 120 | 133 | 161 | 248 | 343 | 343 |
| 20 | 99 | 118 | 131 | 160 | 247 | 341 | 341 |
| 21 | 97 | 116 | 129 | 158 | 245 | 340 | 340 |
| 22 | 95 | 115 | 127 | 156 | 243 | 338 | 338 |
| 23 | 93 | 113 | 126 | 154 | 241 | 336 | 336 |
| 24 | 91 | 111 | 124 | 152 | 239 | 334 | 334 |
| 25 | 90 | 109 | 122 | 151 | 238 | 332 | 332 |
| 26 | 88 | 107 | 120 | 149 | 236 | 330 | 330 |
| 27 | 86 | 106 | 118 | 147 | 234 | 329 | 329 |
| 28 | 84 | 104 | 117 | 145 | 232 | 327 | 327 |
| 29 | 83 | 102 | 115 | 144 | 231 | 325 | 325 |
| 30 | 81 | 101 | 113 | 142 | 229 | 324 | 324 |
3.24 Real
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 163 | 175 | 182 | 204 | 323 | 419 | 3185 |
| 2 | 172 | 185 | 191 | 213 | 333 | 429 | 2411 |
| 3 | 176 | 190 | 198 | 223 | 332 | 429 | 1838 |
| 4 | 178 | 193 | 203 | 228 | 331 | 426 | 1428 |
| 5 | 179 | 195 | 206 | 230 | 331 | 426 | 1136 |
| 6 | 180 | 196 | 208 | 233 | 330 | 425 | 924 |
| 7 | 180 | 198 | 209 | 234 | 329 | 424 | 765 |
| 8 | 179 | 197 | 208 | 235 | 328 | 422 | 644 |
| 9 | 178 | 197 | 209 | 236 | 327 | 421 | 550 |
| 10 | 177 | 196 | 209 | 237 | 325 | 420 | 474 |
| 11 | 175 | 195 | 208 | 236 | 324 | 418 | 418 |
| 12 | 173 | 193 | 205 | 234 | 321 | 416 | 416 |
| 13 | 170 | 190 | 203 | 231 | 318 | 413 | 413 |
| 14 | 167 | 187 | 200 | 228 | 315 | 410 | 410 |
| 15 | 164 | 184 | 197 | 225 | 312 | 407 | 407 |
| 16 | 161 | 181 | 194 | 222 | 309 | 404 | 404 |
| 17 | 158 | 178 | 191 | 219 | 306 | 401 | 401 |
| 18 | 155 | 175 | 188 | 216 | 303 | 398 | 398 |
| 19 | 152 | 172 | 185 | 213 | 300 | 395 | 395 |
| 20 | 149 | 169 | 182 | 210 | 297 | 392 | 392 |
| 21 | 146 | 166 | 179 | 207 | 294 | 389 | 389 |
| 22 | 143 | 163 | 176 | 204 | 291 | 386 | 386 |
| 23 | 140 | 160 | 172 | 201 | 288 | 383 | 383 |
| 24 | 137 | 157 | 169 | 198 | 285 | 380 | 380 |
| 25 | 134 | 154 | 166 | 195 | 282 | 377 | 377 |
| 26 | 131 | 151 | 163 | 192 | 279 | 374 | 374 |
| 27 | 128 | 148 | 160 | 189 | 276 | 371 | 371 |
| 28 | 125 | 145 | 158 | 186 | 273 | 368 | 368 |
| 29 | 123 | 142 | 155 | 184 | 271 | 365 | 365 |
| 30 | 120 | 139 | 152 | 181 | 268 | 362 | 362 |
3.25 Renminbi-yuan
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 27 | 39 | 46 | 68 | 187 | 306 | 3162 |
| 2 | 27 | 40 | 47 | 69 | 188 | 347 | 2358 |
| 3 | 27 | 41 | 49 | 74 | 183 | 361 | 1781 |
| 4 | 27 | 41 | 52 | 77 | 180 | 361 | 1377 |
| 5 | 27 | 43 | 55 | 79 | 180 | 352 | 1091 |
| 6 | 28 | 45 | 56 | 81 | 179 | 339 | 885 |
| 7 | 29 | 47 | 57 | 82 | 178 | 323 | 732 |
| 8 | 28 | 46 | 58 | 84 | 177 | 306 | 615 |
| 9 | 27 | 46 | 58 | 86 | 176 | 289 | 524 |
| 10 | 27 | 46 | 59 | 87 | 175 | 272 | 451 |
| 11 | 27 | 46 | 59 | 88 | 175 | 269 | 392 |
| 12 | 26 | 46 | 58 | 87 | 174 | 269 | 343 |
| 13 | 25 | 45 | 58 | 87 | 174 | 268 | 302 |
| 14 | 25 | 45 | 57 | 86 | 173 | 268 | 268 |
| 15 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 16 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 17 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 18 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 19 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 20 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 21 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 22 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 23 | 25 | 44 | 60 | 86 | 173 | 267 | 267 |
| 24 | 24 | 44 | 62 | 85 | 172 | 267 | 267 |
| 25 | 24 | 44 | 65 | 85 | 172 | 267 | 267 |
| 26 | 24 | 43 | 66 | 85 | 172 | 266 | 266 |
| 27 | 23 | 43 | 69 | 84 | 171 | 266 | 266 |
| 28 | 23 | 43 | 72 | 84 | 171 | 266 | 266 |
| 29 | 23 | 42 | 74 | 84 | 171 | 265 | 265 |
| 30 | 22 | 42 | 77 | 83 | 170 | 265 | 265 |
3.26 Ringgit
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 24 | 36 | 43 | 65 | 184 | 303 | 3124 |
| 2 | 25 | 38 | 45 | 67 | 186 | 343 | 2330 |
| 3 | 26 | 40 | 48 | 73 | 182 | 357 | 1760 |
| 4 | 27 | 42 | 52 | 78 | 181 | 357 | 1361 |
| 5 | 29 | 45 | 57 | 81 | 181 | 349 | 1079 |
| 6 | 31 | 48 | 59 | 84 | 182 | 336 | 875 |
| 7 | 33 | 51 | 61 | 86 | 182 | 320 | 724 |
| 8 | 33 | 51 | 63 | 89 | 182 | 304 | 609 |
| 9 | 33 | 52 | 64 | 92 | 182 | 287 | 519 |
| 10 | 34 | 54 | 66 | 94 | 183 | 277 | 447 |
| 11 | 35 | 54 | 67 | 96 | 183 | 277 | 389 |
| 12 | 35 | 55 | 67 | 96 | 183 | 278 | 341 |
| 13 | 35 | 54 | 67 | 96 | 183 | 278 | 300 |
| 14 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 15 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 16 | 34 | 54 | 67 | 95 | 182 | 277 | 277 |
| 17 | 34 | 54 | 67 | 95 | 182 | 277 | 277 |
| 18 | 34 | 54 | 67 | 95 | 182 | 277 | 277 |
| 19 | 34 | 54 | 67 | 95 | 183 | 277 | 277 |
| 20 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 21 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 22 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 23 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 24 | 34 | 54 | 67 | 95 | 182 | 277 | 277 |
| 25 | 34 | 53 | 66 | 95 | 182 | 276 | 276 |
| 26 | 33 | 53 | 66 | 94 | 181 | 276 | 276 |
| 27 | 33 | 52 | 69 | 94 | 181 | 275 | 275 |
| 28 | 32 | 52 | 71 | 93 | 180 | 275 | 275 |
| 29 | 32 | 51 | 74 | 93 | 180 | 274 | 274 |
| 30 | 31 | 51 | 77 | 92 | 179 | 274 | 274 |
3.27 Russian rouble
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 121 | 134 | 140 | 162 | 282 | 378 | 3231 |
| 2 | 120 | 133 | 139 | 161 | 280 | 377 | 2425 |
| 3 | 118 | 132 | 140 | 165 | 274 | 372 | 1839 |
| 4 | 118 | 132 | 143 | 168 | 271 | 373 | 1425 |
| 5 | 118 | 133 | 145 | 169 | 270 | 365 | 1132 |
| 6 | 118 | 134 | 146 | 171 | 269 | 363 | 919 |
| 7 | 118 | 136 | 147 | 172 | 268 | 362 | 761 |
| 8 | 118 | 136 | 147 | 174 | 267 | 361 | 640 |
| 9 | 117 | 136 | 148 | 175 | 266 | 360 | 545 |
| 10 | 117 | 136 | 149 | 177 | 265 | 360 | 469 |
| 11 | 116 | 136 | 148 | 177 | 264 | 359 | 408 |
| 12 | 115 | 135 | 147 | 176 | 263 | 358 | 358 |
| 13 | 114 | 133 | 146 | 175 | 262 | 356 | 356 |
| 14 | 113 | 132 | 145 | 174 | 261 | 355 | 355 |
| 15 | 110 | 130 | 143 | 171 | 259 | 353 | 353 |
| 16 | 108 | 128 | 141 | 169 | 256 | 351 | 351 |
| 17 | 106 | 125 | 138 | 167 | 254 | 348 | 348 |
| 18 | 104 | 123 | 136 | 165 | 252 | 346 | 346 |
| 19 | 102 | 121 | 134 | 163 | 250 | 344 | 344 |
| 20 | 99 | 119 | 132 | 160 | 248 | 342 | 342 |
| 21 | 97 | 117 | 129 | 158 | 245 | 340 | 340 |
| 22 | 95 | 115 | 127 | 156 | 243 | 338 | 338 |
| 23 | 93 | 112 | 125 | 154 | 241 | 335 | 335 |
| 24 | 91 | 110 | 123 | 152 | 239 | 333 | 333 |
| 25 | 88 | 108 | 121 | 149 | 236 | 331 | 331 |
| 26 | 86 | 106 | 119 | 147 | 234 | 329 | 329 |
| 27 | 84 | 104 | 116 | 145 | 232 | 327 | 327 |
| 28 | 82 | 102 | 114 | 143 | 230 | 325 | 325 |
| 29 | 80 | 100 | 112 | 141 | 228 | 323 | 323 |
| 30 | 78 | 98 | 111 | 139 | 226 | 321 | 321 |
3.28 Singapore dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 7 | 14 | 36 | 155 | 296 | 3053 |
| 2 | 0 | 9 | 16 | 37 | 157 | 335 | 2274 |
| 3 | 1 | 11 | 19 | 44 | 153 | 349 | 1716 |
| 4 | 1 | 13 | 23 | 49 | 151 | 349 | 1327 |
| 5 | 1 | 16 | 27 | 51 | 152 | 341 | 1052 |
| 6 | 2 | 19 | 30 | 55 | 153 | 328 | 853 |
| 7 | 4 | 21 | 32 | 57 | 153 | 313 | 706 |
| 8 | 4 | 22 | 34 | 60 | 153 | 296 | 593 |
| 9 | 4 | 23 | 35 | 63 | 153 | 279 | 505 |
| 10 | 4 | 24 | 36 | 65 | 153 | 263 | 435 |
| 11 | 4 | 24 | 37 | 65 | 152 | 247 | 378 |
| 12 | 4 | 24 | 36 | 65 | 152 | 247 | 331 |
| 13 | 4 | 23 | 36 | 65 | 152 | 246 | 291 |
| 14 | 4 | 23 | 36 | 65 | 152 | 246 | 258 |
| 15 | 5 | 23 | 39 | 64 | 152 | 246 | 246 |
| 16 | 6 | 23 | 40 | 64 | 151 | 246 | 246 |
| 17 | 6 | 23 | 43 | 64 | 151 | 246 | 246 |
| 18 | 6 | 23 | 46 | 64 | 151 | 246 | 246 |
| 19 | 7 | 23 | 48 | 64 | 151 | 246 | 246 |
| 20 | 7 | 23 | 50 | 65 | 152 | 246 | 246 |
| 21 | 7 | 24 | 53 | 65 | 152 | 247 | 247 |
| 22 | 8 | 24 | 54 | 66 | 153 | 247 | 247 |
| 23 | 8 | 24 | 57 | 66 | 153 | 247 | 247 |
| 24 | 8 | 25 | 60 | 66 | 153 | 248 | 248 |
| 25 | 9 | 25 | 62 | 66 | 153 | 248 | 248 |
| 26 | 9 | 25 | 64 | 67 | 153 | 248 | 248 |
| 27 | 9 | 25 | 67 | 69 | 153 | 248 | 248 |
| 28 | 10 | 25 | 69 | 71 | 154 | 248 | 248 |
| 29 | 10 | 25 | 72 | 73 | 154 | 248 | 248 |
| 30 | 10 | 25 | 74 | 74 | 154 | 248 | 248 |
3.29 South Korean won
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 31 | 44 | 50 | 72 | 191 | 298 | 3072 |
| 2 | 31 | 44 | 51 | 72 | 192 | 338 | 2291 |
| 3 | 30 | 44 | 52 | 76 | 186 | 352 | 1730 |
| 4 | 29 | 43 | 54 | 79 | 182 | 352 | 1337 |
| 5 | 29 | 44 | 56 | 80 | 181 | 343 | 1060 |
| 6 | 31 | 48 | 59 | 84 | 182 | 330 | 859 |
| 7 | 29 | 47 | 58 | 83 | 179 | 314 | 710 |
| 8 | 33 | 51 | 63 | 89 | 182 | 298 | 597 |
| 9 | 32 | 51 | 63 | 91 | 181 | 281 | 508 |
| 10 | 27 | 47 | 59 | 87 | 176 | 270 | 437 |
| 11 | 23 | 42 | 55 | 84 | 171 | 266 | 379 |
| 12 | 20 | 39 | 52 | 81 | 168 | 262 | 332 |
| 13 | 17 | 37 | 50 | 78 | 165 | 260 | 292 |
| 14 | 15 | 35 | 48 | 76 | 163 | 258 | 258 |
| 15 | 14 | 33 | 46 | 75 | 162 | 256 | 256 |
| 16 | 12 | 32 | 45 | 73 | 160 | 255 | 255 |
| 17 | 12 | 31 | 44 | 73 | 160 | 254 | 254 |
| 18 | 11 | 30 | 46 | 72 | 159 | 254 | 254 |
| 19 | 11 | 30 | 48 | 72 | 159 | 253 | 253 |
| 20 | 11 | 30 | 50 | 72 | 159 | 253 | 253 |
| 21 | 11 | 30 | 53 | 72 | 159 | 253 | 253 |
| 22 | 11 | 30 | 55 | 72 | 159 | 253 | 253 |
| 23 | 10 | 30 | 57 | 71 | 159 | 253 | 253 |
| 24 | 10 | 30 | 60 | 71 | 158 | 253 | 253 |
| 25 | 10 | 30 | 62 | 71 | 158 | 253 | 253 |
| 26 | 10 | 30 | 64 | 71 | 158 | 253 | 253 |
| 27 | 10 | 30 | 67 | 71 | 158 | 253 | 253 |
| 28 | 10 | 29 | 69 | 71 | 158 | 252 | 252 |
| 29 | 10 | 29 | 72 | 72 | 158 | 252 | 252 |
| 30 | 10 | 29 | 74 | 74 | 158 | 252 | 252 |
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 | 197 | 210 | 216 | 238 | 357 | 454 | 3852 |
| 2 | 193 | 206 | 213 | 235 | 354 | 450 | 2860 |
| 3 | 188 | 202 | 210 | 235 | 344 | 440 | 2145 |
| 4 | 184 | 198 | 208 | 234 | 337 | 432 | 1646 |
| 5 | 179 | 195 | 207 | 231 | 332 | 426 | 1297 |
| 6 | 176 | 193 | 204 | 229 | 327 | 421 | 1046 |
| 7 | 173 | 191 | 202 | 227 | 322 | 417 | 862 |
| 8 | 169 | 187 | 199 | 225 | 318 | 413 | 722 |
| 9 | 165 | 184 | 196 | 224 | 314 | 408 | 613 |
| 10 | 161 | 181 | 193 | 222 | 310 | 404 | 527 |
| 11 | 157 | 177 | 190 | 218 | 306 | 400 | 456 |
| 12 | 153 | 173 | 186 | 214 | 301 | 396 | 398 |
| 13 | 149 | 169 | 182 | 210 | 297 | 392 | 392 |
| 14 | 146 | 165 | 178 | 207 | 294 | 388 | 388 |
| 15 | 142 | 162 | 174 | 203 | 290 | 385 | 385 |
| 16 | 139 | 158 | 171 | 200 | 287 | 381 | 381 |
| 17 | 135 | 155 | 168 | 196 | 283 | 378 | 378 |
| 18 | 132 | 152 | 165 | 193 | 280 | 375 | 375 |
| 19 | 129 | 149 | 162 | 191 | 278 | 372 | 372 |
| 20 | 127 | 146 | 159 | 188 | 275 | 369 | 369 |
| 21 | 124 | 144 | 156 | 185 | 272 | 367 | 367 |
| 22 | 121 | 141 | 154 | 182 | 269 | 364 | 364 |
| 23 | 119 | 138 | 151 | 180 | 267 | 361 | 361 |
| 24 | 116 | 135 | 148 | 177 | 264 | 358 | 358 |
| 25 | 113 | 133 | 146 | 174 | 261 | 356 | 356 |
| 26 | 111 | 130 | 143 | 172 | 259 | 353 | 353 |
| 27 | 108 | 128 | 141 | 169 | 256 | 351 | 351 |
| 28 | 106 | 126 | 138 | 167 | 254 | 349 | 349 |
| 29 | 104 | 123 | 136 | 165 | 252 | 346 | 346 |
| 30 | 102 | 121 | 134 | 163 | 250 | 344 | 344 |
3.31 US dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 15 | 26 | 52 | 171 | 296 | 3054 |
| 2 | 0 | 15 | 26 | 52 | 171 | 335 | 2274 |
| 3 | 1 | 17 | 28 | 56 | 168 | 349 | 1716 |
| 4 | 1 | 20 | 32 | 62 | 167 | 349 | 1326 |
| 5 | 3 | 23 | 36 | 67 | 168 | 340 | 1051 |
| 6 | 5 | 27 | 39 | 69 | 168 | 328 | 853 |
| 7 | 8 | 31 | 42 | 71 | 169 | 312 | 706 |
| 8 | 10 | 34 | 46 | 74 | 169 | 296 | 593 |
| 9 | 12 | 37 | 50 | 76 | 169 | 279 | 505 |
| 10 | 13 | 39 | 51 | 77 | 169 | 263 | 435 |
| 11 | 13 | 40 | 53 | 78 | 169 | 263 | 378 |
| 12 | 14 | 42 | 54 | 80 | 169 | 263 | 331 |
| 13 | 15 | 43 | 55 | 80 | 169 | 263 | 292 |
| 14 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 15 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 16 | 16 | 44 | 55 | 81 | 168 | 263 | 263 |
| 17 | 16 | 44 | 55 | 81 | 168 | 263 | 263 |
| 18 | 16 | 44 | 55 | 81 | 168 | 263 | 263 |
| 19 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 20 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 21 | 16 | 44 | 55 | 81 | 169 | 264 | 264 |
| 22 | 16 | 44 | 55 | 81 | 169 | 264 | 264 |
| 23 | 16 | 44 | 57 | 81 | 169 | 264 | 264 |
| 24 | 16 | 44 | 60 | 81 | 169 | 264 | 264 |
| 25 | 16 | 44 | 62 | 81 | 169 | 263 | 263 |
| 26 | 16 | 44 | 65 | 81 | 169 | 263 | 263 |
| 27 | 16 | 44 | 67 | 81 | 169 | 263 | 263 |
| 28 | 16 | 44 | 69 | 81 | 168 | 263 | 263 |
| 29 | 16 | 44 | 72 | 81 | 168 | 262 | 262 |
| 30 | 16 | 44 | 74 | 81 | 168 | 262 | 262 |
3.32 Yen
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 3 | 14 | 133 | 296 | 3045 |
| 2 | 0 | 1 | 6 | 14 | 132 | 334 | 2267 |
| 3 | 1 | 1 | 9 | 16 | 125 | 348 | 1710 |
| 4 | 1 | 3 | 11 | 19 | 121 | 347 | 1321 |
| 5 | 1 | 4 | 14 | 22 | 121 | 339 | 1046 |
| 6 | 2 | 4 | 16 | 25 | 120 | 325 | 848 |
| 7 | 2 | 6 | 19 | 27 | 120 | 310 | 700 |
| 8 | 2 | 6 | 22 | 30 | 120 | 293 | 588 |
| 9 | 2 | 7 | 24 | 31 | 120 | 277 | 501 |
| 10 | 4 | 8 | 26 | 34 | 120 | 260 | 431 |
| 11 | 4 | 9 | 29 | 36 | 120 | 244 | 374 |
| 12 | 4 | 9 | 31 | 38 | 120 | 229 | 327 |
| 13 | 4 | 10 | 33 | 41 | 120 | 215 | 288 |
| 14 | 4 | 11 | 36 | 43 | 120 | 215 | 255 |
| 15 | 5 | 12 | 38 | 44 | 121 | 215 | 227 |
| 16 | 6 | 12 | 40 | 47 | 121 | 215 | 215 |
| 17 | 6 | 14 | 43 | 49 | 121 | 216 | 216 |
| 18 | 6 | 14 | 45 | 51 | 122 | 216 | 216 |
| 19 | 7 | 15 | 47 | 53 | 122 | 217 | 217 |
| 20 | 7 | 16 | 50 | 54 | 123 | 217 | 217 |
| 21 | 7 | 17 | 52 | 57 | 123 | 218 | 218 |
| 22 | 7 | 17 | 54 | 59 | 124 | 218 | 218 |
| 23 | 8 | 19 | 57 | 60 | 126 | 219 | 219 |
| 24 | 8 | 19 | 59 | 62 | 128 | 219 | 219 |
| 25 | 9 | 20 | 61 | 64 | 129 | 219 | 219 |
| 26 | 9 | 21 | 63 | 66 | 131 | 219 | 219 |
| 27 | 9 | 22 | 66 | 68 | 131 | 219 | 219 |
| 28 | 10 | 22 | 68 | 70 | 132 | 219 | 219 |
| 29 | 10 | 24 | 70 | 72 | 133 | 219 | 219 |
| 30 | 10 | 24 | 73 | 74 | 135 | 219 | 219 |
III · Volatility adjustment to the relevant risk-free interest rate term structure
| Currency | National insurance market | Volatility adjustment (in bps) |
|---|---|---|
| Euro | Austria | 7 |
| Euro | Belgium | 7 |
| Euro | Cyprus | 7 |
| Euro | Estonia | 7 |
| Euro | Finland | 7 |
| Euro | France | 7 |
| Euro | Germany | 7 |
| Euro | Greece | 7 |
| Euro | Ireland | 7 |
| Euro | Italy | 7 |
| Euro | Latvia | 7 |
| Euro | Lithuania | 7 |
| Euro | Luxembourg | 7 |
| Euro | Malta | 7 |
| Euro | Netherlands | 7 |
| Euro | Portugal | 7 |
| Euro | Slovakia | 7 |
| Euro | Slovenia | 7 |
| Euro | Spain | 7 |
| Czech koruna | Czech Republic | 10 |
| Danish krone | Denmark | 21 |
| Forint | Hungary | 2 |
| Krona | Sweden | 13 |
| Kuna | Croatia | 2 |
| Lev | Bulgaria | 5 |
| Pound sterling | United Kingdom | 11 |
| Romanian leu | Romania | 1 |
| Zloty | Poland | 4 |
| Króna | Iceland | 1 |
| Norwegian krone | Norway | 30 |
| Swiss franc | Liechtenstein | 9 |
| Swiss franc | Switzerland | 9 |
| Australian dollar | Australia | 6 |
| Canadian dollar | Canada | 22 |
| Renminbi-yuan | China | 47 |
| Hong Kong dollar | Hong Kong | 5 |
| US dollar | United States | 27 |
| Yen | Japan | 9 |
Source: EUR-Lex, © European Union, 1998-2026. Reuse authorised under Decision 2011/833/EU.