Contents
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 5 October 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2021 market data. That information was published on 5 October 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 30 September 2021 until 30 December 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 30 September 2021.
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 | -0,595% | 2,325% | -0,605% | 1,411% | -0,092% | -0,194% |
| 2 | -0,525% | 2,609% | -0,535% | 1,804% | 0,017% | -0,115% |
| 3 | -0,445% | 2,671% | -0,455% | 2,108% | 0,148% | -0,071% |
| 4 | -0,366% | 2,637% | -0,376% | 2,360% | 0,283% | -0,028% |
| 5 | -0,286% | 2,573% | -0,296% | 2,560% | 0,409% | 0,037% |
| 6 | -0,206% | 2,503% | -0,216% | 2,723% | 0,488% | 0,135% |
| 7 | -0,145% | 2,438% | -0,155% | 2,856% | 0,549% | 0,269% |
| 8 | -0,069% | 2,387% | -0,079% | 2,963% | 0,614% | 0,437% |
| 9 | 0,001% | 2,350% | -0,009% | 3,050% | 0,697% | 0,635% |
| 10 | 0,066% | 2,330% | 0,056% | 3,124% | 0,810% | 0,816% |
| 11 | 0,118% | 2,326% | 0,108% | 3,185% | 0,959% | 0,975% |
| 12 | 0,180% | 2,333% | 0,170% | 3,245% | 1,120% | 1,115% |
| 13 | 0,237% | 2,349% | 0,226% | 3,306% | 1,277% | 1,240% |
| 14 | 0,281% | 2,369% | 0,271% | 3,373% | 1,423% | 1,353% |
| 15 | 0,311% | 2,393% | 0,301% | 3,448% | 1,556% | 1,456% |
| 16 | 0,328% | 2,419% | 0,317% | 3,517% | 1,677% | 1,550% |
| 17 | 0,339% | 2,447% | 0,328% | 3,578% | 1,786% | 1,637% |
| 18 | 0,352% | 2,476% | 0,342% | 3,632% | 1,884% | 1,716% |
| 19 | 0,374% | 2,504% | 0,364% | 3,681% | 1,972% | 1,790% |
| 20 | 0,407% | 2,533% | 0,397% | 3,724% | 2,052% | 1,859% |
| 21 | 0,453% | 2,561% | 0,443% | 3,763% | 2,125% | 1,923% |
| 22 | 0,509% | 2,589% | 0,499% | 3,798% | 2,191% | 1,982% |
| 23 | 0,571% | 2,616% | 0,562% | 3,831% | 2,252% | 2,038% |
| 24 | 0,638% | 2,642% | 0,628% | 3,860% | 2,308% | 2,091% |
| 25 | 0,706% | 2,668% | 0,697% | 3,887% | 2,359% | 2,140% |
| 26 | 0,776% | 2,692% | 0,767% | 3,912% | 2,407% | 2,187% |
| 27 | 0,846% | 2,716% | 0,837% | 3,935% | 2,451% | 2,231% |
| 28 | 0,915% | 2,739% | 0,906% | 3,957% | 2,491% | 2,272% |
| 29 | 0,982% | 2,761% | 0,974% | 3,976% | 2,529% | 2,311% |
| 30 | 1,049% | 2,783% | 1,041% | 3,995% | 2,565% | 2,348% |
| 31 | 1,113% | 2,803% | 1,105% | 4,012% | 2,598% | 2,384% |
| 32 | 1,176% | 2,823% | 1,168% | 4,028% | 2,629% | 2,417% |
| 33 | 1,236% | 2,842% | 1,229% | 4,043% | 2,659% | 2,449% |
| 34 | 1,295% | 2,861% | 1,288% | 4,057% | 2,686% | 2,479% |
| 35 | 1,351% | 2,878% | 1,344% | 4,071% | 2,712% | 2,508% |
| 36 | 1,406% | 2,895% | 1,399% | 4,083% | 2,737% | 2,535% |
| 37 | 1,458% | 2,912% | 1,452% | 4,095% | 2,760% | 2,562% |
| 38 | 1,509% | 2,927% | 1,502% | 4,106% | 2,782% | 2,587% |
| 39 | 1,557% | 2,942% | 1,551% | 4,117% | 2,803% | 2,611% |
| 40 | 1,604% | 2,957% | 1,598% | 4,127% | 2,823% | 2,634% |
| 41 | 1,649% | 2,971% | 1,643% | 4,136% | 2,842% | 2,656% |
| 42 | 1,692% | 2,985% | 1,686% | 4,145% | 2,860% | 2,677% |
| 43 | 1,734% | 2,998% | 1,728% | 4,154% | 2,877% | 2,697% |
| 44 | 1,774% | 3,010% | 1,768% | 4,162% | 2,893% | 2,716% |
| 45 | 1,812% | 3,022% | 1,807% | 4,170% | 2,909% | 2,735% |
| 46 | 1,849% | 3,034% | 1,844% | 4,178% | 2,924% | 2,753% |
| 47 | 1,885% | 3,045% | 1,879% | 4,185% | 2,938% | 2,770% |
| 48 | 1,919% | 3,056% | 1,914% | 4,191% | 2,952% | 2,787% |
| 49 | 1,952% | 3,066% | 1,947% | 4,198% | 2,965% | 2,803% |
| 50 | 1,984% | 3,076% | 1,979% | 4,204% | 2,978% | 2,818% |
| 51 | 2,015% | 3,086% | 2,010% | 4,210% | 2,990% | 2,833% |
| 52 | 2,044% | 3,095% | 2,040% | 4,216% | 3,002% | 2,847% |
| 53 | 2,073% | 3,105% | 2,068% | 4,222% | 3,013% | 2,861% |
| 54 | 2,101% | 3,113% | 2,096% | 4,227% | 3,024% | 2,874% |
| 55 | 2,127% | 3,122% | 2,123% | 4,232% | 3,034% | 2,887% |
| 56 | 2,153% | 3,130% | 2,149% | 4,237% | 3,044% | 2,899% |
| 57 | 2,178% | 3,138% | 2,174% | 4,242% | 3,054% | 2,911% |
| 58 | 2,202% | 3,146% | 2,198% | 4,246% | 3,063% | 2,923% |
| 59 | 2,225% | 3,153% | 2,221% | 4,251% | 3,072% | 2,934% |
| 60 | 2,248% | 3,160% | 2,244% | 4,255% | 3,081% | 2,945% |
| 61 | 2,270% | 3,168% | 2,266% | 4,259% | 3,090% | 2,956% |
| 62 | 2,291% | 3,174% | 2,287% | 4,263% | 3,098% | 2,966% |
| 63 | 2,312% | 3,181% | 2,308% | 4,267% | 3,106% | 2,976% |
| 64 | 2,332% | 3,187% | 2,328% | 4,271% | 3,114% | 2,985% |
| 65 | 2,351% | 3,194% | 2,347% | 4,274% | 3,121% | 2,995% |
| 66 | 2,370% | 3,200% | 2,366% | 4,278% | 3,128% | 3,004% |
| 67 | 2,388% | 3,206% | 2,384% | 4,281% | 3,135% | 3,013% |
| 68 | 2,405% | 3,211% | 2,402% | 4,284% | 3,142% | 3,021% |
| 69 | 2,423% | 3,217% | 2,419% | 4,288% | 3,149% | 3,029% |
| 70 | 2,439% | 3,222% | 2,436% | 4,291% | 3,155% | 3,037% |
| 71 | 2,456% | 3,227% | 2,452% | 4,294% | 3,161% | 3,045% |
| 72 | 2,471% | 3,233% | 2,468% | 4,297% | 3,167% | 3,053% |
| 73 | 2,487% | 3,238% | 2,483% | 4,299% | 3,173% | 3,060% |
| 74 | 2,502% | 3,242% | 2,498% | 4,302% | 3,179% | 3,068% |
| 75 | 2,516% | 3,247% | 2,513% | 4,305% | 3,185% | 3,075% |
| 76 | 2,530% | 3,252% | 2,527% | 4,307% | 3,190% | 3,081% |
| 77 | 2,544% | 3,256% | 2,541% | 4,310% | 3,195% | 3,088% |
| 78 | 2,558% | 3,261% | 2,554% | 4,312% | 3,201% | 3,095% |
| 79 | 2,571% | 3,265% | 2,567% | 4,315% | 3,206% | 3,101% |
| 80 | 2,583% | 3,269% | 2,580% | 4,317% | 3,211% | 3,107% |
| 81 | 2,596% | 3,273% | 2,593% | 4,320% | 3,215% | 3,113% |
| 82 | 2,608% | 3,277% | 2,605% | 4,322% | 3,220% | 3,119% |
| 83 | 2,620% | 3,281% | 2,617% | 4,324% | 3,225% | 3,125% |
| 84 | 2,632% | 3,285% | 2,629% | 4,326% | 3,229% | 3,131% |
| 85 | 2,643% | 3,288% | 2,640% | 4,328% | 3,233% | 3,136% |
| 86 | 2,654% | 3,292% | 2,651% | 4,330% | 3,238% | 3,141% |
| 87 | 2,665% | 3,296% | 2,662% | 4,332% | 3,242% | 3,147% |
| 88 | 2,675% | 3,299% | 2,673% | 4,334% | 3,246% | 3,152% |
| 89 | 2,686% | 3,302% | 2,683% | 4,336% | 3,250% | 3,157% |
| 90 | 2,696% | 3,306% | 2,693% | 4,338% | 3,254% | 3,162% |
| 91 | 2,706% | 3,309% | 2,703% | 4,340% | 3,258% | 3,167% |
| 92 | 2,715% | 3,312% | 2,713% | 4,341% | 3,261% | 3,171% |
| 93 | 2,725% | 3,315% | 2,722% | 4,343% | 3,265% | 3,176% |
| 94 | 2,734% | 3,318% | 2,732% | 4,345% | 3,269% | 3,180% |
| 95 | 2,743% | 3,321% | 2,741% | 4,346% | 3,272% | 3,185% |
| 96 | 2,752% | 3,324% | 2,750% | 4,348% | 3,275% | 3,189% |
| 97 | 2,761% | 3,327% | 2,758% | 4,350% | 3,279% | 3,193% |
| 98 | 2,769% | 3,330% | 2,767% | 4,351% | 3,282% | 3,197% |
| 99 | 2,778% | 3,332% | 2,775% | 4,353% | 3,285% | 3,201% |
| 100 | 2,786% | 3,335% | 2,783% | 4,354% | 3,288% | 3,205% |
| 101 | 2,794% | 3,338% | 2,791% | 4,356% | 3,291% | 3,209% |
| 102 | 2,802% | 3,340% | 2,799% | 4,357% | 3,294% | 3,213% |
| 103 | 2,810% | 3,343% | 2,807% | 4,358% | 3,297% | 3,217% |
| 104 | 2,817% | 3,345% | 2,815% | 4,360% | 3,300% | 3,221% |
| 105 | 2,825% | 3,348% | 2,822% | 4,361% | 3,303% | 3,224% |
| 106 | 2,832% | 3,350% | 2,829% | 4,362% | 3,306% | 3,228% |
| 107 | 2,839% | 3,352% | 2,837% | 4,364% | 3,309% | 3,231% |
| 108 | 2,846% | 3,355% | 2,844% | 4,365% | 3,311% | 3,235% |
| 109 | 2,853% | 3,357% | 2,851% | 4,366% | 3,314% | 3,238% |
| 110 | 2,860% | 3,359% | 2,857% | 4,367% | 3,317% | 3,241% |
| 111 | 2,866% | 3,361% | 2,864% | 4,369% | 3,319% | 3,244% |
| 112 | 2,873% | 3,363% | 2,871% | 4,370% | 3,322% | 3,248% |
| 113 | 2,879% | 3,365% | 2,877% | 4,371% | 3,324% | 3,251% |
| 114 | 2,886% | 3,368% | 2,883% | 4,372% | 3,327% | 3,254% |
| 115 | 2,892% | 3,370% | 2,890% | 4,373% | 3,329% | 3,257% |
| 116 | 2,898% | 3,372% | 2,896% | 4,374% | 3,331% | 3,260% |
| 117 | 2,904% | 3,373% | 2,902% | 4,375% | 3,334% | 3,263% |
| 118 | 2,910% | 3,375% | 2,908% | 4,376% | 3,336% | 3,266% |
| 119 | 2,915% | 3,377% | 2,913% | 4,377% | 3,338% | 3,268% |
| 120 | 2,921% | 3,379% | 2,919% | 4,378% | 3,340% | 3,271% |
| 121 | 2,927% | 3,381% | 2,925% | 4,379% | 3,342% | 3,274% |
| 122 | 2,932% | 3,383% | 2,930% | 4,380% | 3,345% | 3,276% |
| 123 | 2,938% | 3,384% | 2,936% | 4,381% | 3,347% | 3,279% |
| 124 | 2,943% | 3,386% | 2,941% | 4,382% | 3,349% | 3,282% |
| 125 | 2,948% | 3,388% | 2,946% | 4,383% | 3,351% | 3,284% |
| 126 | 2,953% | 3,390% | 2,951% | 4,384% | 3,353% | 3,287% |
| 127 | 2,958% | 3,391% | 2,956% | 4,385% | 3,355% | 3,289% |
| 128 | 2,963% | 3,393% | 2,961% | 4,386% | 3,356% | 3,292% |
| 129 | 2,968% | 3,395% | 2,966% | 4,387% | 3,358% | 3,294% |
| 130 | 2,973% | 3,396% | 2,971% | 4,388% | 3,360% | 3,296% |
| 131 | 2,978% | 3,398% | 2,976% | 4,389% | 3,362% | 3,299% |
| 132 | 2,983% | 3,399% | 2,981% | 4,390% | 3,364% | 3,301% |
| 133 | 2,987% | 3,401% | 2,985% | 4,390% | 3,366% | 3,303% |
| 134 | 2,992% | 3,402% | 2,990% | 4,391% | 3,367% | 3,305% |
| 135 | 2,996% | 3,404% | 2,994% | 4,392% | 3,369% | 3,308% |
| 136 | 3,001% | 3,405% | 2,999% | 4,393% | 3,371% | 3,310% |
| 137 | 3,005% | 3,406% | 3,003% | 4,394% | 3,372% | 3,312% |
| 138 | 3,009% | 3,408% | 3,008% | 4,394% | 3,374% | 3,314% |
| 139 | 3,014% | 3,409% | 3,012% | 4,395% | 3,376% | 3,316% |
| 140 | 3,018% | 3,411% | 3,016% | 4,396% | 3,377% | 3,318% |
| 141 | 3,022% | 3,412% | 3,020% | 4,397% | 3,379% | 3,320% |
| 142 | 3,026% | 3,413% | 3,024% | 4,397% | 3,380% | 3,322% |
| 143 | 3,030% | 3,415% | 3,028% | 4,398% | 3,382% | 3,324% |
| 144 | 3,034% | 3,416% | 3,032% | 4,399% | 3,384% | 3,326% |
| 145 | 3,038% | 3,417% | 3,036% | 4,399% | 3,385% | 3,328% |
| 146 | 3,042% | 3,418% | 3,040% | 4,400% | 3,386% | 3,330% |
| 147 | 3,046% | 3,420% | 3,044% | 4,401% | 3,388% | 3,331% |
| 148 | 3,049% | 3,421% | 3,048% | 4,401% | 3,389% | 3,333% |
| 149 | 3,053% | 3,422% | 3,051% | 4,402% | 3,391% | 3,335% |
| 150 | 3,057% | 3,423% | 3,055% | 4,403% | 3,392% | 3,337% |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
|---|---|---|---|---|---|---|
| 1 | -0,645% | 0,354% | 2,502% | 0,090% | 2,332% | 0,859% |
| 2 | -0,575% | 0,628% | 2,861% | 0,586% | 2,689% | 1,232% |
| 3 | -0,496% | 0,757% | 3,142% | 0,891% | 2,960% | 1,440% |
| 4 | -0,416% | 0,842% | 3,375% | 1,141% | 3,168% | 1,556% |
| 5 | -0,336% | 0,902% | 3,559% | 1,353% | 3,347% | 1,628% |
| 6 | -0,256% | 0,946% | 3,712% | 1,539% | 3,507% | 1,673% |
| 7 | -0,195% | 0,998% | 3,840% | 1,702% | 3,643% | 1,707% |
| 8 | -0,119% | 1,027% | 3,947% | 1,848% | 3,751% | 1,739% |
| 9 | -0,049% | 1,059% | 4,037% | 1,979% | 3,829% | 1,773% |
| 10 | 0,015% | 1,101% | 4,119% | 2,099% | 3,885% | 1,812% |
| 11 | 0,068% | 1,133% | 4,180% | 2,202% | 3,926% | 1,856% |
| 12 | 0,129% | 1,154% | 4,223% | 2,290% | 3,955% | 1,904% |
| 13 | 0,186% | 1,168% | 4,252% | 2,367% | 3,975% | 1,954% |
| 14 | 0,230% | 1,177% | 4,271% | 2,434% | 3,989% | 2,004% |
| 15 | 0,260% | 1,184% | 4,282% | 2,494% | 3,998% | 2,053% |
| 16 | 0,276% | 1,188% | 4,287% | 2,547% | 4,004% | 2,101% |
| 17 | 0,287% | 1,192% | 4,287% | 2,595% | 4,006% | 2,149% |
| 18 | 0,301% | 1,196% | 4,284% | 2,639% | 4,006% | 2,194% |
| 19 | 0,322% | 1,201% | 4,279% | 2,679% | 4,005% | 2,238% |
| 20 | 0,356% | 1,206% | 4,271% | 2,715% | 4,002% | 2,280% |
| 21 | 0,403% | 1,211% | 4,262% | 2,749% | 3,998% | 2,321% |
| 22 | 0,459% | 1,217% | 4,252% | 2,780% | 3,993% | 2,360% |
| 23 | 0,523% | 1,220% | 4,241% | 2,810% | 3,988% | 2,397% |
| 24 | 0,590% | 1,222% | 4,229% | 2,837% | 3,982% | 2,432% |
| 25 | 0,660% | 1,220% | 4,217% | 2,862% | 3,976% | 2,466% |
| 26 | 0,731% | 1,215% | 4,205% | 2,886% | 3,969% | 2,499% |
| 27 | 0,802% | 1,207% | 4,193% | 2,908% | 3,963% | 2,530% |
| 28 | 0,872% | 1,194% | 4,180% | 2,929% | 3,956% | 2,560% |
| 29 | 0,941% | 1,176% | 4,168% | 2,948% | 3,949% | 2,588% |
| 30 | 1,008% | 1,153% | 4,156% | 2,967% | 3,942% | 2,616% |
| 31 | 1,074% | 1,126% | 4,144% | 2,985% | 3,936% | 2,642% |
| 32 | 1,138% | 1,096% | 4,132% | 3,001% | 3,929% | 2,666% |
| 33 | 1,199% | 1,065% | 4,121% | 3,017% | 3,923% | 2,690% |
| 34 | 1,259% | 1,036% | 4,109% | 3,032% | 3,916% | 2,713% |
| 35 | 1,316% | 1,008% | 4,098% | 3,047% | 3,910% | 2,735% |
| 36 | 1,372% | 0,983% | 4,088% | 3,061% | 3,904% | 2,756% |
| 37 | 1,425% | 0,960% | 4,077% | 3,074% | 3,898% | 2,776% |
| 38 | 1,476% | 0,942% | 4,067% | 3,086% | 3,892% | 2,795% |
| 39 | 1,525% | 0,926% | 4,057% | 3,098% | 3,886% | 2,814% |
| 40 | 1,573% | 0,914% | 4,048% | 3,109% | 3,880% | 2,832% |
| 41 | 1,619% | 0,906% | 4,039% | 3,120% | 3,875% | 2,849% |
| 42 | 1,662% | 0,901% | 4,030% | 3,131% | 3,870% | 2,865% |
| 43 | 1,705% | 0,899% | 4,021% | 3,141% | 3,864% | 2,881% |
| 44 | 1,745% | 0,901% | 4,013% | 3,151% | 3,859% | 2,896% |
| 45 | 1,784% | 0,906% | 4,004% | 3,160% | 3,855% | 2,911% |
| 46 | 1,822% | 0,914% | 3,997% | 3,169% | 3,850% | 2,925% |
| 47 | 1,858% | 0,925% | 3,989% | 3,177% | 3,845% | 2,938% |
| 48 | 1,893% | 0,939% | 3,982% | 3,186% | 3,841% | 2,951% |
| 49 | 1,927% | 0,957% | 3,974% | 3,194% | 3,836% | 2,964% |
| 50 | 1,959% | 0,977% | 3,968% | 3,201% | 3,832% | 2,976% |
| 51 | 1,990% | 1,001% | 3,961% | 3,209% | 3,828% | 2,988% |
| 52 | 2,020% | 1,027% | 3,954% | 3,216% | 3,824% | 2,999% |
| 53 | 2,049% | 1,055% | 3,948% | 3,223% | 3,820% | 3,010% |
| 54 | 2,077% | 1,084% | 3,942% | 3,229% | 3,817% | 3,020% |
| 55 | 2,105% | 1,114% | 3,936% | 3,236% | 3,813% | 3,030% |
| 56 | 2,131% | 1,145% | 3,930% | 3,242% | 3,809% | 3,040% |
| 57 | 2,156% | 1,177% | 3,925% | 3,248% | 3,806% | 3,050% |
| 58 | 2,181% | 1,208% | 3,919% | 3,254% | 3,803% | 3,059% |
| 59 | 2,204% | 1,240% | 3,914% | 3,260% | 3,799% | 3,068% |
| 60 | 2,227% | 1,272% | 3,909% | 3,265% | 3,796% | 3,077% |
| 61 | 2,249% | 1,303% | 3,904% | 3,270% | 3,793% | 3,085% |
| 62 | 2,271% | 1,335% | 3,899% | 3,276% | 3,790% | 3,093% |
| 63 | 2,292% | 1,365% | 3,895% | 3,281% | 3,787% | 3,101% |
| 64 | 2,312% | 1,396% | 3,890% | 3,285% | 3,784% | 3,109% |
| 65 | 2,331% | 1,426% | 3,886% | 3,290% | 3,782% | 3,116% |
| 66 | 2,351% | 1,455% | 3,882% | 3,295% | 3,779% | 3,123% |
| 67 | 2,369% | 1,484% | 3,878% | 3,299% | 3,777% | 3,130% |
| 68 | 2,387% | 1,513% | 3,874% | 3,304% | 3,774% | 3,137% |
| 69 | 2,404% | 1,541% | 3,870% | 3,308% | 3,772% | 3,144% |
| 70 | 2,421% | 1,568% | 3,866% | 3,312% | 3,769% | 3,150% |
| 71 | 2,438% | 1,595% | 3,862% | 3,316% | 3,767% | 3,157% |
| 72 | 2,454% | 1,621% | 3,859% | 3,320% | 3,765% | 3,163% |
| 73 | 2,469% | 1,647% | 3,855% | 3,323% | 3,762% | 3,169% |
| 74 | 2,485% | 1,672% | 3,852% | 3,327% | 3,760% | 3,174% |
| 75 | 2,499% | 1,696% | 3,848% | 3,331% | 3,758% | 3,180% |
| 76 | 2,514% | 1,720% | 3,845% | 3,334% | 3,756% | 3,186% |
| 77 | 2,528% | 1,744% | 3,842% | 3,338% | 3,754% | 3,191% |
| 78 | 2,541% | 1,767% | 3,839% | 3,341% | 3,752% | 3,196% |
| 79 | 2,555% | 1,789% | 3,836% | 3,344% | 3,750% | 3,201% |
| 80 | 2,568% | 1,811% | 3,833% | 3,347% | 3,748% | 3,206% |
| 81 | 2,580% | 1,833% | 3,830% | 3,350% | 3,747% | 3,211% |
| 82 | 2,593% | 1,854% | 3,827% | 3,353% | 3,745% | 3,216% |
| 83 | 2,605% | 1,874% | 3,825% | 3,356% | 3,743% | 3,220% |
| 84 | 2,617% | 1,894% | 3,822% | 3,359% | 3,741% | 3,225% |
| 85 | 2,628% | 1,914% | 3,819% | 3,362% | 3,740% | 3,229% |
| 86 | 2,639% | 1,933% | 3,817% | 3,365% | 3,738% | 3,233% |
| 87 | 2,650% | 1,952% | 3,814% | 3,367% | 3,737% | 3,238% |
| 88 | 2,661% | 1,971% | 3,812% | 3,370% | 3,735% | 3,242% |
| 89 | 2,672% | 1,989% | 3,809% | 3,373% | 3,733% | 3,246% |
| 90 | 2,682% | 2,006% | 3,807% | 3,375% | 3,732% | 3,250% |
| 91 | 2,692% | 2,024% | 3,805% | 3,378% | 3,731% | 3,254% |
| 92 | 2,702% | 2,040% | 3,803% | 3,380% | 3,729% | 3,257% |
| 93 | 2,711% | 2,057% | 3,800% | 3,382% | 3,728% | 3,261% |
| 94 | 2,721% | 2,073% | 3,798% | 3,385% | 3,726% | 3,265% |
| 95 | 2,730% | 2,089% | 3,796% | 3,387% | 3,725% | 3,268% |
| 96 | 2,739% | 2,105% | 3,794% | 3,389% | 3,724% | 3,272% |
| 97 | 2,748% | 2,120% | 3,792% | 3,391% | 3,722% | 3,275% |
| 98 | 2,757% | 2,135% | 3,790% | 3,393% | 3,721% | 3,278% |
| 99 | 2,765% | 2,150% | 3,788% | 3,396% | 3,720% | 3,281% |
| 100 | 2,773% | 2,164% | 3,786% | 3,398% | 3,719% | 3,285% |
| 101 | 2,781% | 2,178% | 3,785% | 3,400% | 3,718% | 3,288% |
| 102 | 2,789% | 2,192% | 3,783% | 3,401% | 3,717% | 3,291% |
| 103 | 2,797% | 2,205% | 3,781% | 3,403% | 3,715% | 3,294% |
| 104 | 2,805% | 2,219% | 3,779% | 3,405% | 3,714% | 3,297% |
| 105 | 2,813% | 2,232% | 3,778% | 3,407% | 3,713% | 3,300% |
| 106 | 2,820% | 2,245% | 3,776% | 3,409% | 3,712% | 3,302% |
| 107 | 2,827% | 2,257% | 3,774% | 3,411% | 3,711% | 3,305% |
| 108 | 2,834% | 2,270% | 3,773% | 3,412% | 3,710% | 3,308% |
| 109 | 2,841% | 2,282% | 3,771% | 3,414% | 3,709% | 3,311% |
| 110 | 2,848% | 2,294% | 3,769% | 3,416% | 3,708% | 3,313% |
| 111 | 2,855% | 2,305% | 3,768% | 3,418% | 3,707% | 3,316% |
| 112 | 2,862% | 2,317% | 3,766% | 3,419% | 3,706% | 3,318% |
| 113 | 2,868% | 2,328% | 3,765% | 3,421% | 3,705% | 3,321% |
| 114 | 2,874% | 2,339% | 3,764% | 3,422% | 3,704% | 3,323% |
| 115 | 2,881% | 2,350% | 3,762% | 3,424% | 3,703% | 3,326% |
| 116 | 2,887% | 2,361% | 3,761% | 3,425% | 3,702% | 3,328% |
| 117 | 2,893% | 2,371% | 3,759% | 3,427% | 3,702% | 3,330% |
| 118 | 2,899% | 2,382% | 3,758% | 3,428% | 3,701% | 3,333% |
| 119 | 2,905% | 2,392% | 3,757% | 3,430% | 3,700% | 3,335% |
| 120 | 2,911% | 2,402% | 3,755% | 3,431% | 3,699% | 3,337% |
| 121 | 2,916% | 2,412% | 3,754% | 3,433% | 3,698% | 3,339% |
| 122 | 2,922% | 2,421% | 3,753% | 3,434% | 3,697% | 3,341% |
| 123 | 2,927% | 2,431% | 3,752% | 3,435% | 3,697% | 3,344% |
| 124 | 2,933% | 2,440% | 3,750% | 3,437% | 3,696% | 3,346% |
| 125 | 2,938% | 2,449% | 3,749% | 3,438% | 3,695% | 3,348% |
| 126 | 2,943% | 2,458% | 3,748% | 3,439% | 3,694% | 3,350% |
| 127 | 2,948% | 2,467% | 3,747% | 3,440% | 3,694% | 3,352% |
| 128 | 2,954% | 2,476% | 3,746% | 3,442% | 3,693% | 3,354% |
| 129 | 2,959% | 2,485% | 3,744% | 3,443% | 3,692% | 3,355% |
| 130 | 2,963% | 2,493% | 3,743% | 3,444% | 3,691% | 3,357% |
| 131 | 2,968% | 2,502% | 3,742% | 3,445% | 3,691% | 3,359% |
| 132 | 2,973% | 2,510% | 3,741% | 3,447% | 3,690% | 3,361% |
| 133 | 2,978% | 2,518% | 3,740% | 3,448% | 3,689% | 3,363% |
| 134 | 2,982% | 2,526% | 3,739% | 3,449% | 3,689% | 3,365% |
| 135 | 2,987% | 2,534% | 3,738% | 3,450% | 3,688% | 3,366% |
| 136 | 2,991% | 2,542% | 3,737% | 3,451% | 3,687% | 3,368% |
| 137 | 2,996% | 2,550% | 3,736% | 3,452% | 3,687% | 3,370% |
| 138 | 3,000% | 2,557% | 3,735% | 3,453% | 3,686% | 3,371% |
| 139 | 3,005% | 2,565% | 3,734% | 3,454% | 3,686% | 3,373% |
| 140 | 3,009% | 2,572% | 3,733% | 3,455% | 3,685% | 3,375% |
| 141 | 3,013% | 2,579% | 3,732% | 3,456% | 3,684% | 3,376% |
| 142 | 3,017% | 2,586% | 3,731% | 3,457% | 3,684% | 3,378% |
| 143 | 3,021% | 2,594% | 3,730% | 3,458% | 3,683% | 3,379% |
| 144 | 3,025% | 2,600% | 3,729% | 3,459% | 3,683% | 3,381% |
| 145 | 3,029% | 2,607% | 3,729% | 3,460% | 3,682% | 3,382% |
| 146 | 3,033% | 2,614% | 3,728% | 3,461% | 3,681% | 3,384% |
| 147 | 3,037% | 2,621% | 3,727% | 3,462% | 3,681% | 3,385% |
| 148 | 3,041% | 2,627% | 3,726% | 3,463% | 3,680% | 3,387% |
| 149 | 3,044% | 2,634% | 3,725% | 3,464% | 3,680% | 3,388% |
| 150 | 3,048% | 2,640% | 3,724% | 3,465% | 3,679% | 3,390% |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
|---|---|---|---|---|---|---|
| 1 | -0,780% | -0,001% | 0,477% | 0,616% | 3,403% | 2,840% |
| 2 | -0,695% | 0,214% | 0,432% | 0,831% | 4,232% | 4,188% |
| 3 | -0,600% | 0,465% | 0,614% | 1,104% | 4,622% | 5,196% |
| 4 | -0,500% | 0,703% | 0,855% | 1,309% | 4,856% | 5,905% |
| 5 | -0,394% | 0,911% | 1,077% | 1,446% | 5,021% | 6,402% |
| 6 | -0,287% | 1,072% | 1,270% | 1,549% | 5,148% | 6,763% |
| 7 | -0,189% | 1,231% | 1,437% | 1,640% | 5,256% | 7,038% |
| 8 | -0,106% | 1,362% | 1,585% | 1,727% | 5,352% | 7,260% |
| 9 | -0,041% | 1,471% | 1,720% | 1,805% | 5,433% | 7,455% |
| 10 | 0,005% | 1,564% | 1,846% | 1,870% | 5,495% | 7,615% |
| 11 | 0,033% | 1,663% | 1,961% | 1,922% | 5,534% | 7,719% |
| 12 | 0,048% | 1,749% | 2,066% | 1,963% | 5,557% | 7,774% |
| 13 | 0,058% | 1,808% | 2,165% | 1,997% | 5,568% | 7,794% |
| 14 | 0,064% | 1,846% | 2,256% | 2,026% | 5,570% | 7,788% |
| 15 | 0,070% | 1,874% | 2,338% | 2,052% | 5,565% | 7,762% |
| 16 | 0,076% | 1,897% | 2,411% | 2,075% | 5,555% | 7,721% |
| 17 | 0,085% | 1,917% | 2,476% | 2,096% | 5,541% | 7,669% |
| 18 | 0,095% | 1,933% | 2,533% | 2,116% | 5,525% | 7,610% |
| 19 | 0,109% | 1,945% | 2,585% | 2,135% | 5,507% | 7,545% |
| 20 | 0,126% | 1,953% | 2,632% | 2,154% | 5,488% | 7,476% |
| 21 | 0,147% | 1,957% | 2,674% | 2,173% | 5,467% | 7,406% |
| 22 | 0,171% | 1,957% | 2,713% | 2,191% | 5,447% | 7,334% |
| 23 | 0,199% | 1,953% | 2,749% | 2,210% | 5,425% | 7,262% |
| 24 | 0,231% | 1,946% | 2,782% | 2,228% | 5,404% | 7,190% |
| 25 | 0,267% | 1,935% | 2,812% | 2,247% | 5,383% | 7,120% |
| 26 | 0,306% | 1,921% | 2,840% | 2,267% | 5,363% | 7,050% |
| 27 | 0,349% | 1,908% | 2,866% | 2,286% | 5,342% | 6,983% |
| 28 | 0,394% | 1,897% | 2,890% | 2,307% | 5,322% | 6,917% |
| 29 | 0,439% | 1,890% | 2,913% | 2,327% | 5,302% | 6,853% |
| 30 | 0,485% | 1,890% | 2,934% | 2,349% | 5,283% | 6,791% |
| 31 | 0,531% | 1,896% | 2,954% | 2,371% | 5,265% | 6,731% |
| 32 | 0,577% | 1,908% | 2,973% | 2,393% | 5,247% | 6,673% |
| 33 | 0,622% | 1,924% | 2,991% | 2,416% | 5,229% | 6,617% |
| 34 | 0,666% | 1,944% | 3,008% | 2,438% | 5,212% | 6,564% |
| 35 | 0,709% | 1,966% | 3,024% | 2,461% | 5,196% | 6,512% |
| 36 | 0,751% | 1,990% | 3,039% | 2,483% | 5,180% | 6,462% |
| 37 | 0,792% | 2,015% | 3,053% | 2,505% | 5,165% | 6,415% |
| 38 | 0,832% | 2,040% | 3,067% | 2,526% | 5,150% | 6,369% |
| 39 | 0,871% | 2,067% | 3,080% | 2,547% | 5,136% | 6,325% |
| 40 | 0,908% | 2,093% | 3,092% | 2,568% | 5,122% | 6,282% |
| 41 | 0,944% | 2,120% | 3,104% | 2,588% | 5,108% | 6,242% |
| 42 | 0,979% | 2,146% | 3,115% | 2,608% | 5,096% | 6,203% |
| 43 | 1,013% | 2,173% | 3,125% | 2,627% | 5,083% | 6,165% |
| 44 | 1,046% | 2,199% | 3,136% | 2,645% | 5,071% | 6,129% |
| 45 | 1,077% | 2,224% | 3,146% | 2,664% | 5,060% | 6,094% |
| 46 | 1,108% | 2,249% | 3,155% | 2,681% | 5,048% | 6,061% |
| 47 | 1,137% | 2,274% | 3,164% | 2,698% | 5,038% | 6,029% |
| 48 | 1,166% | 2,298% | 3,173% | 2,715% | 5,027% | 5,998% |
| 49 | 1,194% | 2,321% | 3,181% | 2,731% | 5,017% | 5,968% |
| 50 | 1,220% | 2,344% | 3,189% | 2,747% | 5,007% | 5,939% |
| 51 | 1,246% | 2,366% | 3,197% | 2,762% | 4,998% | 5,911% |
| 52 | 1,271% | 2,388% | 3,204% | 2,777% | 4,989% | 5,885% |
| 53 | 1,295% | 2,409% | 3,211% | 2,791% | 4,980% | 5,859% |
| 54 | 1,318% | 2,429% | 3,218% | 2,805% | 4,971% | 5,834% |
| 55 | 1,341% | 2,449% | 3,225% | 2,819% | 4,963% | 5,810% |
| 56 | 1,362% | 2,469% | 3,232% | 2,832% | 4,955% | 5,787% |
| 57 | 1,384% | 2,487% | 3,238% | 2,845% | 4,947% | 5,764% |
| 58 | 1,404% | 2,506% | 3,244% | 2,857% | 4,940% | 5,743% |
| 59 | 1,424% | 2,523% | 3,250% | 2,869% | 4,933% | 5,722% |
| 60 | 1,443% | 2,541% | 3,255% | 2,881% | 4,926% | 5,701% |
| 61 | 1,461% | 2,557% | 3,261% | 2,892% | 4,919% | 5,682% |
| 62 | 1,479% | 2,574% | 3,266% | 2,903% | 4,912% | 5,663% |
| 63 | 1,497% | 2,589% | 3,271% | 2,914% | 4,906% | 5,644% |
| 64 | 1,514% | 2,605% | 3,276% | 2,924% | 4,899% | 5,626% |
| 65 | 1,530% | 2,620% | 3,281% | 2,934% | 4,893% | 5,609% |
| 66 | 1,546% | 2,634% | 3,286% | 2,944% | 4,888% | 5,592% |
| 67 | 1,562% | 2,648% | 3,290% | 2,953% | 4,882% | 5,576% |
| 68 | 1,577% | 2,662% | 3,295% | 2,963% | 4,876% | 5,560% |
| 69 | 1,592% | 2,675% | 3,299% | 2,972% | 4,871% | 5,545% |
| 70 | 1,606% | 2,688% | 3,303% | 2,980% | 4,866% | 5,530% |
| 71 | 1,620% | 2,701% | 3,308% | 2,989% | 4,860% | 5,515% |
| 72 | 1,633% | 2,713% | 3,311% | 2,997% | 4,856% | 5,501% |
| 73 | 1,646% | 2,725% | 3,315% | 3,006% | 4,851% | 5,487% |
| 74 | 1,659% | 2,737% | 3,319% | 3,013% | 4,846% | 5,474% |
| 75 | 1,672% | 2,748% | 3,323% | 3,021% | 4,841% | 5,461% |
| 76 | 1,684% | 2,760% | 3,326% | 3,029% | 4,837% | 5,448% |
| 77 | 1,695% | 2,770% | 3,330% | 3,036% | 4,833% | 5,436% |
| 78 | 1,707% | 2,781% | 3,333% | 3,043% | 4,828% | 5,424% |
| 79 | 1,718% | 2,791% | 3,337% | 3,050% | 4,824% | 5,412% |
| 80 | 1,729% | 2,801% | 3,340% | 3,057% | 4,820% | 5,401% |
| 81 | 1,740% | 2,811% | 3,343% | 3,064% | 4,816% | 5,390% |
| 82 | 1,750% | 2,821% | 3,346% | 3,070% | 4,812% | 5,379% |
| 83 | 1,760% | 2,830% | 3,349% | 3,076% | 4,809% | 5,368% |
| 84 | 1,770% | 2,839% | 3,352% | 3,083% | 4,805% | 5,358% |
| 85 | 1,780% | 2,848% | 3,355% | 3,089% | 4,801% | 5,348% |
| 86 | 1,790% | 2,857% | 3,358% | 3,095% | 4,798% | 5,338% |
| 87 | 1,799% | 2,865% | 3,361% | 3,100% | 4,794% | 5,328% |
| 88 | 1,808% | 2,873% | 3,363% | 3,106% | 4,791% | 5,319% |
| 89 | 1,817% | 2,881% | 3,366% | 3,111% | 4,788% | 5,309% |
| 90 | 1,825% | 2,889% | 3,368% | 3,117% | 4,785% | 5,300% |
| 91 | 1,834% | 2,897% | 3,371% | 3,122% | 4,781% | 5,291% |
| 92 | 1,842% | 2,905% | 3,373% | 3,127% | 4,778% | 5,283% |
| 93 | 1,850% | 2,912% | 3,376% | 3,132% | 4,775% | 5,274% |
| 94 | 1,858% | 2,920% | 3,378% | 3,137% | 4,772% | 5,266% |
| 95 | 1,866% | 2,927% | 3,380% | 3,142% | 4,770% | 5,258% |
| 96 | 1,874% | 2,934% | 3,383% | 3,147% | 4,767% | 5,250% |
| 97 | 1,881% | 2,941% | 3,385% | 3,152% | 4,764% | 5,242% |
| 98 | 1,888% | 2,947% | 3,387% | 3,156% | 4,761% | 5,235% |
| 99 | 1,896% | 2,954% | 3,389% | 3,161% | 4,759% | 5,227% |
| 100 | 1,903% | 2,960% | 3,391% | 3,165% | 4,756% | 5,220% |
| 101 | 1,910% | 2,967% | 3,393% | 3,169% | 4,754% | 5,213% |
| 102 | 1,916% | 2,973% | 3,395% | 3,173% | 4,751% | 5,206% |
| 103 | 1,923% | 2,979% | 3,397% | 3,178% | 4,749% | 5,199% |
| 104 | 1,929% | 2,985% | 3,399% | 3,182% | 4,746% | 5,192% |
| 105 | 1,936% | 2,991% | 3,401% | 3,186% | 4,744% | 5,186% |
| 106 | 1,942% | 2,996% | 3,403% | 3,190% | 4,742% | 5,179% |
| 107 | 1,948% | 3,002% | 3,405% | 3,193% | 4,739% | 5,173% |
| 108 | 1,954% | 3,007% | 3,407% | 3,197% | 4,737% | 5,167% |
| 109 | 1,960% | 3,013% | 3,409% | 3,201% | 4,735% | 5,160% |
| 110 | 1,966% | 3,018% | 3,410% | 3,204% | 4,733% | 5,154% |
| 111 | 1,972% | 3,023% | 3,412% | 3,208% | 4,731% | 5,148% |
| 112 | 1,977% | 3,029% | 3,414% | 3,211% | 4,729% | 5,143% |
| 113 | 1,983% | 3,034% | 3,415% | 3,215% | 4,727% | 5,137% |
| 114 | 1,988% | 3,039% | 3,417% | 3,218% | 4,725% | 5,131% |
| 115 | 1,993% | 3,043% | 3,418% | 3,222% | 4,723% | 5,126% |
| 116 | 1,999% | 3,048% | 3,420% | 3,225% | 4,721% | 5,120% |
| 117 | 2,004% | 3,053% | 3,422% | 3,228% | 4,719% | 5,115% |
| 118 | 2,009% | 3,058% | 3,423% | 3,231% | 4,717% | 5,110% |
| 119 | 2,014% | 3,062% | 3,425% | 3,234% | 4,715% | 5,105% |
| 120 | 2,019% | 3,067% | 3,426% | 3,237% | 4,713% | 5,100% |
| 121 | 2,023% | 3,071% | 3,427% | 3,240% | 4,712% | 5,095% |
| 122 | 2,028% | 3,075% | 3,429% | 3,243% | 4,710% | 5,090% |
| 123 | 2,033% | 3,080% | 3,430% | 3,246% | 4,708% | 5,085% |
| 124 | 2,037% | 3,084% | 3,432% | 3,249% | 4,707% | 5,080% |
| 125 | 2,042% | 3,088% | 3,433% | 3,252% | 4,705% | 5,076% |
| 126 | 2,046% | 3,092% | 3,434% | 3,255% | 4,703% | 5,071% |
| 127 | 2,050% | 3,096% | 3,436% | 3,257% | 4,702% | 5,067% |
| 128 | 2,055% | 3,100% | 3,437% | 3,260% | 4,700% | 5,062% |
| 129 | 2,059% | 3,104% | 3,438% | 3,263% | 4,699% | 5,058% |
| 130 | 2,063% | 3,107% | 3,439% | 3,265% | 4,697% | 5,053% |
| 131 | 2,067% | 3,111% | 3,441% | 3,268% | 4,695% | 5,049% |
| 132 | 2,071% | 3,115% | 3,442% | 3,270% | 4,694% | 5,045% |
| 133 | 2,075% | 3,119% | 3,443% | 3,273% | 4,693% | 5,041% |
| 134 | 2,079% | 3,122% | 3,444% | 3,275% | 4,691% | 5,037% |
| 135 | 2,083% | 3,126% | 3,445% | 3,278% | 4,690% | 5,033% |
| 136 | 2,087% | 3,129% | 3,446% | 3,280% | 4,688% | 5,029% |
| 137 | 2,090% | 3,133% | 3,448% | 3,282% | 4,687% | 5,025% |
| 138 | 2,094% | 3,136% | 3,449% | 3,285% | 4,686% | 5,021% |
| 139 | 2,098% | 3,139% | 3,450% | 3,287% | 4,684% | 5,018% |
| 140 | 2,101% | 3,143% | 3,451% | 3,289% | 4,683% | 5,014% |
| 141 | 2,105% | 3,146% | 3,452% | 3,291% | 4,682% | 5,010% |
| 142 | 2,108% | 3,149% | 3,453% | 3,293% | 4,680% | 5,007% |
| 143 | 2,112% | 3,152% | 3,454% | 3,296% | 4,679% | 5,003% |
| 144 | 2,115% | 3,155% | 3,455% | 3,298% | 4,678% | 4,999% |
| 145 | 2,119% | 3,158% | 3,456% | 3,300% | 4,677% | 4,996% |
| 146 | 2,122% | 3,161% | 3,457% | 3,302% | 4,675% | 4,993% |
| 147 | 2,125% | 3,164% | 3,458% | 3,304% | 4,674% | 4,989% |
| 148 | 2,128% | 3,167% | 3,459% | 3,306% | 4,673% | 4,986% |
| 149 | 2,131% | 3,170% | 3,460% | 3,308% | 4,672% | 4,983% |
| 150 | 2,135% | 3,173% | 3,461% | 3,310% | 4,671% | 4,979% |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
|---|---|---|---|---|---|---|
| 1 | 0,120% | 3,648% | 5,672% | 0,128% | 0,990% | 3,889% |
| 2 | 0,311% | 4,273% | 6,249% | 0,159% | 1,337% | 4,639% |
| 3 | 0,573% | 4,792% | 6,616% | 0,187% | 1,549% | 5,213% |
| 4 | 0,801% | 5,227% | 6,831% | 0,214% | 1,690% | 5,689% |
| 5 | 0,982% | 5,573% | 6,993% | 0,238% | 1,799% | 6,120% |
| 6 | 1,122% | 5,844% | 7,113% | 0,260% | 1,890% | 6,523% |
| 7 | 1,234% | 6,061% | 7,209% | 0,280% | 1,974% | 6,898% |
| 8 | 1,325% | 6,224% | 7,296% | 0,298% | 2,051% | 7,242% |
| 9 | 1,400% | 6,364% | 7,384% | 0,315% | 2,124% | 7,557% |
| 10 | 1,462% | 6,483% | 7,480% | 0,332% | 2,192% | 7,842% |
| 11 | 1,513% | 6,569% | 7,585% | 0,374% | 2,248% | 8,099% |
| 12 | 1,559% | 6,627% | 7,695% | 0,438% | 2,293% | 8,325% |
| 13 | 1,601% | 6,664% | 7,804% | 0,515% | 2,331% | 8,518% |
| 14 | 1,644% | 6,685% | 7,906% | 0,599% | 2,364% | 8,673% |
| 15 | 1,689% | 6,694% | 8,000% | 0,687% | 2,394% | 8,789% |
| 16 | 1,737% | 6,695% | 8,082% | 0,776% | 2,421% | 8,862% |
| 17 | 1,786% | 6,689% | 8,150% | 0,864% | 2,447% | 8,901% |
| 18 | 1,835% | 6,677% | 8,203% | 0,951% | 2,472% | 8,913% |
| 19 | 1,885% | 6,662% | 8,237% | 1,036% | 2,497% | 8,902% |
| 20 | 1,934% | 6,644% | 8,251% | 1,117% | 2,522% | 8,876% |
| 21 | 1,981% | 6,625% | 8,244% | 1,196% | 2,547% | 8,836% |
| 22 | 2,028% | 6,603% | 8,218% | 1,272% | 2,573% | 8,786% |
| 23 | 2,073% | 6,581% | 8,179% | 1,344% | 2,598% | 8,730% |
| 24 | 2,117% | 6,558% | 8,129% | 1,414% | 2,623% | 8,668% |
| 25 | 2,159% | 6,535% | 8,071% | 1,480% | 2,648% | 8,602% |
| 26 | 2,199% | 6,512% | 8,008% | 1,543% | 2,672% | 8,534% |
| 27 | 2,238% | 6,489% | 7,940% | 1,604% | 2,695% | 8,465% |
| 28 | 2,276% | 6,466% | 7,869% | 1,661% | 2,718% | 8,396% |
| 29 | 2,312% | 6,444% | 7,797% | 1,717% | 2,740% | 8,327% |
| 30 | 2,346% | 6,422% | 7,725% | 1,769% | 2,762% | 8,258% |
| 31 | 2,379% | 6,400% | 7,652% | 1,819% | 2,782% | 8,191% |
| 32 | 2,411% | 6,379% | 7,580% | 1,867% | 2,802% | 8,125% |
| 33 | 2,441% | 6,359% | 7,510% | 1,913% | 2,822% | 8,061% |
| 34 | 2,470% | 6,339% | 7,441% | 1,957% | 2,840% | 7,998% |
| 35 | 2,498% | 6,319% | 7,373% | 1,999% | 2,858% | 7,938% |
| 36 | 2,525% | 6,301% | 7,307% | 2,039% | 2,875% | 7,879% |
| 37 | 2,551% | 6,283% | 7,244% | 2,077% | 2,892% | 7,822% |
| 38 | 2,575% | 6,265% | 7,182% | 2,114% | 2,908% | 7,767% |
| 39 | 2,599% | 6,248% | 7,122% | 2,149% | 2,923% | 7,715% |
| 40 | 2,622% | 6,232% | 7,064% | 2,182% | 2,938% | 7,664% |
| 41 | 2,644% | 6,216% | 7,009% | 2,215% | 2,953% | 7,615% |
| 42 | 2,665% | 6,201% | 6,955% | 2,245% | 2,966% | 7,567% |
| 43 | 2,685% | 6,186% | 6,903% | 2,275% | 2,980% | 7,522% |
| 44 | 2,704% | 6,172% | 6,853% | 2,304% | 2,993% | 7,478% |
| 45 | 2,723% | 6,158% | 6,805% | 2,331% | 3,005% | 7,436% |
| 46 | 2,741% | 6,145% | 6,759% | 2,357% | 3,017% | 7,395% |
| 47 | 2,758% | 6,132% | 6,714% | 2,383% | 3,029% | 7,356% |
| 48 | 2,775% | 6,120% | 6,671% | 2,407% | 3,040% | 7,319% |
| 49 | 2,791% | 6,108% | 6,630% | 2,431% | 3,050% | 7,282% |
| 50 | 2,807% | 6,097% | 6,590% | 2,453% | 3,061% | 7,247% |
| 51 | 2,821% | 6,085% | 6,551% | 2,475% | 3,071% | 7,214% |
| 52 | 2,836% | 6,075% | 6,514% | 2,496% | 3,080% | 7,181% |
| 53 | 2,850% | 6,064% | 6,478% | 2,516% | 3,090% | 7,150% |
| 54 | 2,863% | 6,054% | 6,444% | 2,536% | 3,099% | 7,119% |
| 55 | 2,876% | 6,044% | 6,410% | 2,555% | 3,108% | 7,090% |
| 56 | 2,889% | 6,035% | 6,378% | 2,573% | 3,116% | 7,062% |
| 57 | 2,901% | 6,026% | 6,347% | 2,591% | 3,124% | 7,035% |
| 58 | 2,913% | 6,017% | 6,317% | 2,608% | 3,132% | 7,008% |
| 59 | 2,924% | 6,008% | 6,288% | 2,624% | 3,140% | 6,983% |
| 60 | 2,935% | 6,000% | 6,260% | 2,640% | 3,148% | 6,958% |
| 61 | 2,946% | 5,992% | 6,232% | 2,656% | 3,155% | 6,934% |
| 62 | 2,956% | 5,984% | 6,206% | 2,671% | 3,162% | 6,911% |
| 63 | 2,966% | 5,977% | 6,181% | 2,685% | 3,169% | 6,889% |
| 64 | 2,976% | 5,969% | 6,156% | 2,700% | 3,175% | 6,867% |
| 65 | 2,986% | 5,962% | 6,132% | 2,713% | 3,182% | 6,846% |
| 66 | 2,995% | 5,955% | 6,108% | 2,727% | 3,188% | 6,825% |
| 67 | 3,004% | 5,949% | 6,086% | 2,739% | 3,194% | 6,805% |
| 68 | 3,012% | 5,942% | 6,064% | 2,752% | 3,200% | 6,786% |
| 69 | 3,021% | 5,936% | 6,043% | 2,764% | 3,206% | 6,767% |
| 70 | 3,029% | 5,929% | 6,022% | 2,776% | 3,211% | 6,749% |
| 71 | 3,037% | 5,923% | 6,002% | 2,788% | 3,217% | 6,732% |
| 72 | 3,045% | 5,918% | 5,982% | 2,799% | 3,222% | 6,714% |
| 73 | 3,052% | 5,912% | 5,963% | 2,810% | 3,227% | 6,698% |
| 74 | 3,060% | 5,906% | 5,945% | 2,820% | 3,232% | 6,682% |
| 75 | 3,067% | 5,901% | 5,927% | 2,831% | 3,237% | 6,666% |
| 76 | 3,074% | 5,896% | 5,909% | 2,841% | 3,242% | 6,650% |
| 77 | 3,081% | 5,891% | 5,892% | 2,850% | 3,246% | 6,635% |
| 78 | 3,087% | 5,886% | 5,875% | 2,860% | 3,251% | 6,621% |
| 79 | 3,094% | 5,881% | 5,859% | 2,869% | 3,255% | 6,606% |
| 80 | 3,100% | 5,876% | 5,843% | 2,878% | 3,259% | 6,593% |
| 81 | 3,106% | 5,871% | 5,828% | 2,887% | 3,264% | 6,579% |
| 82 | 3,112% | 5,867% | 5,813% | 2,896% | 3,268% | 6,566% |
| 83 | 3,118% | 5,862% | 5,798% | 2,904% | 3,272% | 6,553% |
| 84 | 3,124% | 5,858% | 5,784% | 2,913% | 3,275% | 6,540% |
| 85 | 3,129% | 5,854% | 5,770% | 2,921% | 3,279% | 6,528% |
| 86 | 3,135% | 5,850% | 5,756% | 2,929% | 3,283% | 6,516% |
| 87 | 3,140% | 5,846% | 5,743% | 2,936% | 3,287% | 6,504% |
| 88 | 3,145% | 5,842% | 5,730% | 2,944% | 3,290% | 6,493% |
| 89 | 3,150% | 5,838% | 5,717% | 2,951% | 3,294% | 6,482% |
| 90 | 3,155% | 5,834% | 5,704% | 2,958% | 3,297% | 6,471% |
| 91 | 3,160% | 5,831% | 5,692% | 2,965% | 3,300% | 6,460% |
| 92 | 3,165% | 5,827% | 5,680% | 2,972% | 3,304% | 6,449% |
| 93 | 3,170% | 5,823% | 5,669% | 2,979% | 3,307% | 6,439% |
| 94 | 3,174% | 5,820% | 5,657% | 2,985% | 3,310% | 6,429% |
| 95 | 3,179% | 5,817% | 5,646% | 2,992% | 3,313% | 6,419% |
| 96 | 3,183% | 5,813% | 5,635% | 2,998% | 3,316% | 6,410% |
| 97 | 3,187% | 5,810% | 5,624% | 3,004% | 3,319% | 6,400% |
| 98 | 3,192% | 5,807% | 5,614% | 3,010% | 3,322% | 6,391% |
| 99 | 3,196% | 5,804% | 5,603% | 3,016% | 3,324% | 6,382% |
| 100 | 3,200% | 5,801% | 5,593% | 3,022% | 3,327% | 6,373% |
| 101 | 3,204% | 5,798% | 5,584% | 3,028% | 3,330% | 6,364% |
| 102 | 3,208% | 5,795% | 5,574% | 3,034% | 3,333% | 6,356% |
| 103 | 3,211% | 5,792% | 5,564% | 3,039% | 3,335% | 6,348% |
| 104 | 3,215% | 5,789% | 5,555% | 3,044% | 3,338% | 6,339% |
| 105 | 3,219% | 5,786% | 5,546% | 3,050% | 3,340% | 6,331% |
| 106 | 3,222% | 5,784% | 5,537% | 3,055% | 3,343% | 6,324% |
| 107 | 3,226% | 5,781% | 5,528% | 3,060% | 3,345% | 6,316% |
| 108 | 3,229% | 5,778% | 5,519% | 3,065% | 3,347% | 6,308% |
| 109 | 3,233% | 5,776% | 5,511% | 3,070% | 3,350% | 6,301% |
| 110 | 3,236% | 5,773% | 5,503% | 3,075% | 3,352% | 6,293% |
| 111 | 3,239% | 5,771% | 5,495% | 3,079% | 3,354% | 6,286% |
| 112 | 3,243% | 5,768% | 5,487% | 3,084% | 3,356% | 6,279% |
| 113 | 3,246% | 5,766% | 5,479% | 3,089% | 3,359% | 6,272% |
| 114 | 3,249% | 5,764% | 5,471% | 3,093% | 3,361% | 6,266% |
| 115 | 3,252% | 5,761% | 5,463% | 3,097% | 3,363% | 6,259% |
| 116 | 3,255% | 5,759% | 5,456% | 3,102% | 3,365% | 6,252% |
| 117 | 3,258% | 5,757% | 5,448% | 3,106% | 3,367% | 6,246% |
| 118 | 3,261% | 5,755% | 5,441% | 3,110% | 3,369% | 6,239% |
| 119 | 3,263% | 5,753% | 5,434% | 3,114% | 3,371% | 6,233% |
| 120 | 3,266% | 5,751% | 5,427% | 3,118% | 3,373% | 6,227% |
| 121 | 3,269% | 5,748% | 5,420% | 3,122% | 3,375% | 6,221% |
| 122 | 3,272% | 5,746% | 5,414% | 3,126% | 3,376% | 6,215% |
| 123 | 3,274% | 5,744% | 5,407% | 3,130% | 3,378% | 6,209% |
| 124 | 3,277% | 5,742% | 5,400% | 3,134% | 3,380% | 6,204% |
| 125 | 3,280% | 5,741% | 5,394% | 3,138% | 3,382% | 6,198% |
| 126 | 3,282% | 5,739% | 5,388% | 3,141% | 3,383% | 6,192% |
| 127 | 3,285% | 5,737% | 5,381% | 3,145% | 3,385% | 6,187% |
| 128 | 3,287% | 5,735% | 5,375% | 3,148% | 3,387% | 6,182% |
| 129 | 3,290% | 5,733% | 5,369% | 3,152% | 3,388% | 6,176% |
| 130 | 3,292% | 5,731% | 5,363% | 3,155% | 3,390% | 6,171% |
| 131 | 3,294% | 5,730% | 5,357% | 3,159% | 3,392% | 6,166% |
| 132 | 3,297% | 5,728% | 5,352% | 3,162% | 3,393% | 6,161% |
| 133 | 3,299% | 5,726% | 5,346% | 3,165% | 3,395% | 6,156% |
| 134 | 3,301% | 5,724% | 5,340% | 3,169% | 3,396% | 6,151% |
| 135 | 3,303% | 5,723% | 5,335% | 3,172% | 3,398% | 6,146% |
| 136 | 3,305% | 5,721% | 5,330% | 3,175% | 3,399% | 6,141% |
| 137 | 3,308% | 5,719% | 5,324% | 3,178% | 3,401% | 6,137% |
| 138 | 3,310% | 5,718% | 5,319% | 3,181% | 3,402% | 6,132% |
| 139 | 3,312% | 5,716% | 5,314% | 3,184% | 3,404% | 6,127% |
| 140 | 3,314% | 5,715% | 5,309% | 3,187% | 3,405% | 6,123% |
| 141 | 3,316% | 5,713% | 5,304% | 3,190% | 3,406% | 6,119% |
| 142 | 3,318% | 5,712% | 5,299% | 3,193% | 3,408% | 6,114% |
| 143 | 3,320% | 5,710% | 5,294% | 3,196% | 3,409% | 6,110% |
| 144 | 3,322% | 5,709% | 5,289% | 3,198% | 3,410% | 6,106% |
| 145 | 3,324% | 5,707% | 5,284% | 3,201% | 3,412% | 6,101% |
| 146 | 3,326% | 5,706% | 5,279% | 3,204% | 3,413% | 6,097% |
| 147 | 3,328% | 5,704% | 5,275% | 3,207% | 3,414% | 6,093% |
| 148 | 3,329% | 5,703% | 5,270% | 3,209% | 3,416% | 6,089% |
| 149 | 3,331% | 5,702% | 5,266% | 3,212% | 3,417% | 6,085% |
| 150 | 3,333% | 5,700% | 5,261% | 3,214% | 3,418% | 6,081% |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
|---|---|---|---|---|---|---|
| 1 | 8,451% | 2,162% | 1,642% | 6,830% | 0,200% | 1,254% |
| 2 | 9,187% | 2,229% | 1,993% | 6,848% | 0,469% | 1,460% |
| 3 | 9,707% | 2,340% | 2,342% | 6,871% | 0,787% | 1,575% |
| 4 | 10,078% | 2,450% | 2,627% | 6,881% | 1,034% | 1,670% |
| 5 | 10,359% | 2,544% | 2,854% | 6,896% | 1,220% | 1,722% |
| 6 | 10,574% | 2,619% | 3,043% | 6,915% | 1,363% | 1,749% |
| 7 | 10,733% | 2,682% | 3,202% | 6,941% | 1,475% | 1,773% |
| 8 | 10,854% | 2,740% | 3,338% | 6,974% | 1,563% | 1,800% |
| 9 | 10,959% | 2,795% | 3,459% | 7,010% | 1,631% | 1,822% |
| 10 | 11,039% | 2,849% | 3,575% | 7,048% | 1,682% | 1,831% |
| 11 | 11,067% | 2,903% | 3,681% | 7,094% | 1,718% | 1,824% |
| 12 | 11,049% | 2,957% | 3,782% | 7,142% | 1,745% | 1,809% |
| 13 | 10,998% | 3,009% | 3,878% | 7,186% | 1,767% | 1,791% |
| 14 | 10,922% | 3,060% | 3,971% | 7,220% | 1,786% | 1,774% |
| 15 | 10,827% | 3,108% | 4,059% | 7,239% | 1,805% | 1,760% |
| 16 | 10,720% | 3,155% | 4,141% | 7,241% | 1,825% | 1,751% |
| 17 | 10,603% | 3,200% | 4,215% | 7,227% | 1,846% | 1,749% |
| 18 | 10,481% | 3,242% | 4,281% | 7,203% | 1,869% | 1,752% |
| 19 | 10,354% | 3,283% | 4,337% | 7,170% | 1,895% | 1,762% |
| 20 | 10,226% | 3,322% | 4,381% | 7,131% | 1,925% | 1,779% |
| 21 | 10,098% | 3,359% | 4,414% | 7,088% | 1,957% | 1,803% |
| 22 | 9,970% | 3,394% | 4,436% | 7,041% | 1,991% | 1,833% |
| 23 | 9,845% | 3,428% | 4,450% | 6,993% | 2,027% | 1,865% |
| 24 | 9,722% | 3,460% | 4,458% | 6,943% | 2,064% | 1,900% |
| 25 | 9,602% | 3,491% | 4,460% | 6,892% | 2,101% | 1,937% |
| 26 | 9,486% | 3,520% | 4,458% | 6,842% | 2,137% | 1,974% |
| 27 | 9,373% | 3,547% | 4,453% | 6,792% | 2,173% | 2,012% |
| 28 | 9,264% | 3,574% | 4,446% | 6,743% | 2,209% | 2,049% |
| 29 | 9,159% | 3,599% | 4,436% | 6,695% | 2,243% | 2,086% |
| 30 | 9,057% | 3,624% | 4,425% | 6,647% | 2,277% | 2,122% |
| 31 | 8,960% | 3,647% | 4,412% | 6,601% | 2,310% | 2,158% |
| 32 | 8,867% | 3,669% | 4,399% | 6,557% | 2,342% | 2,193% |
| 33 | 8,777% | 3,690% | 4,385% | 6,513% | 2,372% | 2,226% |
| 34 | 8,691% | 3,710% | 4,371% | 6,471% | 2,402% | 2,259% |
| 35 | 8,608% | 3,730% | 4,356% | 6,431% | 2,431% | 2,291% |
| 36 | 8,529% | 3,748% | 4,342% | 6,392% | 2,458% | 2,321% |
| 37 | 8,454% | 3,766% | 4,327% | 6,354% | 2,485% | 2,351% |
| 38 | 8,381% | 3,783% | 4,313% | 6,318% | 2,511% | 2,380% |
| 39 | 8,311% | 3,800% | 4,299% | 6,283% | 2,535% | 2,407% |
| 40 | 8,245% | 3,816% | 4,285% | 6,249% | 2,559% | 2,434% |
| 41 | 8,181% | 3,831% | 4,271% | 6,216% | 2,582% | 2,459% |
| 42 | 8,119% | 3,845% | 4,258% | 6,185% | 2,604% | 2,484% |
| 43 | 8,060% | 3,859% | 4,245% | 6,155% | 2,625% | 2,508% |
| 44 | 8,004% | 3,873% | 4,232% | 6,126% | 2,646% | 2,531% |
| 45 | 7,950% | 3,886% | 4,220% | 6,098% | 2,666% | 2,553% |
| 46 | 7,897% | 3,898% | 4,207% | 6,071% | 2,685% | 2,575% |
| 47 | 7,847% | 3,910% | 4,196% | 6,045% | 2,703% | 2,595% |
| 48 | 7,799% | 3,922% | 4,184% | 6,020% | 2,721% | 2,615% |
| 49 | 7,753% | 3,933% | 4,173% | 5,996% | 2,738% | 2,634% |
| 50 | 7,708% | 3,944% | 4,163% | 5,973% | 2,754% | 2,653% |
| 51 | 7,665% | 3,954% | 4,152% | 5,950% | 2,770% | 2,671% |
| 52 | 7,624% | 3,964% | 4,142% | 5,929% | 2,786% | 2,688% |
| 53 | 7,584% | 3,974% | 4,132% | 5,908% | 2,801% | 2,704% |
| 54 | 7,545% | 3,983% | 4,123% | 5,887% | 2,815% | 2,721% |
| 55 | 7,508% | 3,992% | 4,114% | 5,868% | 2,829% | 2,736% |
| 56 | 7,472% | 4,001% | 4,105% | 5,849% | 2,842% | 2,751% |
| 57 | 7,438% | 4,009% | 4,096% | 5,831% | 2,855% | 2,766% |
| 58 | 7,404% | 4,018% | 4,088% | 5,813% | 2,868% | 2,780% |
| 59 | 7,372% | 4,026% | 4,080% | 5,796% | 2,880% | 2,793% |
| 60 | 7,341% | 4,033% | 4,072% | 5,780% | 2,892% | 2,807% |
| 61 | 7,310% | 4,041% | 4,065% | 5,764% | 2,903% | 2,819% |
| 62 | 7,281% | 4,048% | 4,057% | 5,748% | 2,914% | 2,832% |
| 63 | 7,253% | 4,055% | 4,050% | 5,733% | 2,925% | 2,844% |
| 64 | 7,225% | 4,062% | 4,043% | 5,719% | 2,935% | 2,856% |
| 65 | 7,199% | 4,068% | 4,036% | 5,705% | 2,945% | 2,867% |
| 66 | 7,173% | 4,075% | 4,030% | 5,691% | 2,955% | 2,878% |
| 67 | 7,148% | 4,081% | 4,023% | 5,678% | 2,965% | 2,889% |
| 68 | 7,123% | 4,087% | 4,017% | 5,665% | 2,974% | 2,899% |
| 69 | 7,100% | 4,093% | 4,011% | 5,652% | 2,983% | 2,909% |
| 70 | 7,077% | 4,099% | 4,005% | 5,640% | 2,992% | 2,919% |
| 71 | 7,054% | 4,104% | 4,000% | 5,628% | 3,000% | 2,928% |
| 72 | 7,033% | 4,110% | 3,994% | 5,617% | 3,009% | 2,938% |
| 73 | 7,012% | 4,115% | 3,989% | 5,606% | 3,017% | 2,947% |
| 74 | 6,991% | 4,120% | 3,984% | 5,595% | 3,024% | 2,955% |
| 75 | 6,971% | 4,125% | 3,979% | 5,584% | 3,032% | 2,964% |
| 76 | 6,951% | 4,130% | 3,974% | 5,574% | 3,039% | 2,972% |
| 77 | 6,933% | 4,135% | 3,969% | 5,564% | 3,047% | 2,980% |
| 78 | 6,914% | 4,140% | 3,964% | 5,554% | 3,054% | 2,988% |
| 79 | 6,896% | 4,144% | 3,959% | 5,544% | 3,061% | 2,996% |
| 80 | 6,878% | 4,149% | 3,955% | 5,535% | 3,067% | 3,003% |
| 81 | 6,861% | 4,153% | 3,950% | 5,526% | 3,074% | 3,011% |
| 82 | 6,845% | 4,157% | 3,946% | 5,517% | 3,080% | 3,018% |
| 83 | 6,828% | 4,161% | 3,942% | 5,508% | 3,086% | 3,025% |
| 84 | 6,812% | 4,165% | 3,938% | 5,500% | 3,093% | 3,032% |
| 85 | 6,797% | 4,169% | 3,934% | 5,492% | 3,099% | 3,038% |
| 86 | 6,782% | 4,173% | 3,930% | 5,484% | 3,104% | 3,045% |
| 87 | 6,767% | 4,177% | 3,926% | 5,476% | 3,110% | 3,051% |
| 88 | 6,752% | 4,180% | 3,923% | 5,468% | 3,116% | 3,057% |
| 89 | 6,738% | 4,184% | 3,919% | 5,460% | 3,121% | 3,064% |
| 90 | 6,724% | 4,187% | 3,915% | 5,453% | 3,126% | 3,069% |
| 91 | 6,711% | 4,191% | 3,912% | 5,446% | 3,131% | 3,075% |
| 92 | 6,698% | 4,194% | 3,909% | 5,439% | 3,137% | 3,081% |
| 93 | 6,685% | 4,197% | 3,905% | 5,432% | 3,142% | 3,087% |
| 94 | 6,672% | 4,201% | 3,902% | 5,425% | 3,146% | 3,092% |
| 95 | 6,660% | 4,204% | 3,899% | 5,419% | 3,151% | 3,097% |
| 96 | 6,648% | 4,207% | 3,896% | 5,412% | 3,156% | 3,103% |
| 97 | 6,636% | 4,210% | 3,893% | 5,406% | 3,160% | 3,108% |
| 98 | 6,624% | 4,213% | 3,890% | 5,400% | 3,165% | 3,113% |
| 99 | 6,613% | 4,216% | 3,887% | 5,394% | 3,169% | 3,118% |
| 100 | 6,601% | 4,219% | 3,884% | 5,388% | 3,174% | 3,122% |
| 101 | 6,590% | 4,221% | 3,881% | 5,382% | 3,178% | 3,127% |
| 102 | 6,580% | 4,224% | 3,878% | 5,376% | 3,182% | 3,132% |
| 103 | 6,569% | 4,227% | 3,876% | 5,370% | 3,186% | 3,136% |
| 104 | 6,559% | 4,229% | 3,873% | 5,365% | 3,190% | 3,141% |
| 105 | 6,549% | 4,232% | 3,870% | 5,360% | 3,194% | 3,145% |
| 106 | 6,539% | 4,234% | 3,868% | 5,354% | 3,198% | 3,149% |
| 107 | 6,529% | 4,237% | 3,865% | 5,349% | 3,201% | 3,154% |
| 108 | 6,519% | 4,239% | 3,863% | 5,344% | 3,205% | 3,158% |
| 109 | 6,510% | 4,242% | 3,860% | 5,339% | 3,209% | 3,162% |
| 110 | 6,501% | 4,244% | 3,858% | 5,334% | 3,212% | 3,166% |
| 111 | 6,492% | 4,246% | 3,856% | 5,329% | 3,216% | 3,170% |
| 112 | 6,483% | 4,249% | 3,853% | 5,325% | 3,219% | 3,173% |
| 113 | 6,474% | 4,251% | 3,851% | 5,320% | 3,223% | 3,177% |
| 114 | 6,466% | 4,253% | 3,849% | 5,315% | 3,226% | 3,181% |
| 115 | 6,457% | 4,255% | 3,847% | 5,311% | 3,229% | 3,185% |
| 116 | 6,449% | 4,257% | 3,845% | 5,306% | 3,232% | 3,188% |
| 117 | 6,441% | 4,259% | 3,843% | 5,302% | 3,235% | 3,192% |
| 118 | 6,433% | 4,261% | 3,841% | 5,298% | 3,238% | 3,195% |
| 119 | 6,425% | 4,263% | 3,838% | 5,294% | 3,242% | 3,198% |
| 120 | 6,417% | 4,265% | 3,837% | 5,289% | 3,245% | 3,202% |
| 121 | 6,409% | 4,267% | 3,835% | 5,285% | 3,247% | 3,205% |
| 122 | 6,402% | 4,269% | 3,833% | 5,281% | 3,250% | 3,208% |
| 123 | 6,395% | 4,271% | 3,831% | 5,277% | 3,253% | 3,212% |
| 124 | 6,387% | 4,273% | 3,829% | 5,274% | 3,256% | 3,215% |
| 125 | 6,380% | 4,275% | 3,827% | 5,270% | 3,259% | 3,218% |
| 126 | 6,373% | 4,277% | 3,825% | 5,266% | 3,261% | 3,221% |
| 127 | 6,366% | 4,278% | 3,823% | 5,262% | 3,264% | 3,224% |
| 128 | 6,359% | 4,280% | 3,822% | 5,259% | 3,267% | 3,227% |
| 129 | 6,353% | 4,282% | 3,820% | 5,255% | 3,269% | 3,230% |
| 130 | 6,346% | 4,283% | 3,818% | 5,252% | 3,272% | 3,232% |
| 131 | 6,340% | 4,285% | 3,817% | 5,248% | 3,274% | 3,235% |
| 132 | 6,333% | 4,287% | 3,815% | 5,245% | 3,277% | 3,238% |
| 133 | 6,327% | 4,288% | 3,813% | 5,242% | 3,279% | 3,241% |
| 134 | 6,321% | 4,290% | 3,812% | 5,238% | 3,282% | 3,243% |
| 135 | 6,315% | 4,291% | 3,810% | 5,235% | 3,284% | 3,246% |
| 136 | 6,309% | 4,293% | 3,809% | 5,232% | 3,286% | 3,249% |
| 137 | 6,303% | 4,295% | 3,807% | 5,229% | 3,289% | 3,251% |
| 138 | 6,297% | 4,296% | 3,806% | 5,225% | 3,291% | 3,254% |
| 139 | 6,291% | 4,297% | 3,804% | 5,222% | 3,293% | 3,256% |
| 140 | 6,286% | 4,299% | 3,803% | 5,219% | 3,295% | 3,259% |
| 141 | 6,280% | 4,300% | 3,801% | 5,216% | 3,297% | 3,261% |
| 142 | 6,274% | 4,302% | 3,800% | 5,213% | 3,299% | 3,263% |
| 143 | 6,269% | 4,303% | 3,798% | 5,211% | 3,302% | 3,266% |
| 144 | 6,264% | 4,304% | 3,797% | 5,208% | 3,304% | 3,268% |
| 145 | 6,258% | 4,306% | 3,796% | 5,205% | 3,306% | 3,270% |
| 146 | 6,253% | 4,307% | 3,794% | 5,202% | 3,308% | 3,273% |
| 147 | 6,248% | 4,308% | 3,793% | 5,199% | 3,310% | 3,275% |
| 148 | 6,243% | 4,310% | 3,792% | 5,197% | 3,312% | 3,277% |
| 149 | 6,238% | 4,311% | 3,790% | 5,194% | 3,314% | 3,279% |
| 150 | 6,233% | 4,312% | 3,789% | 5,191% | 3,316% | 3,281% |
| Term to maturity (in years) | Turkish lira | US dollar | Yen |
|---|---|---|---|
| 1 | 17,721% | 0,072% | -0,109% |
| 2 | 17,964% | 0,282% | -0,092% |
| 3 | 18,231% | 0,555% | -0,086% |
| 4 | 18,400% | 0,783% | -0,081% |
| 5 | 18,498% | 0,965% | -0,073% |
| 6 | 18,528% | 1,105% | -0,060% |
| 7 | 18,506% | 1,217% | -0,045% |
| 8 | 18,441% | 1,304% | -0,028% |
| 9 | 18,326% | 1,376% | -0,008% |
| 10 | 18,168% | 1,434% | 0,014% |
| 11 | 17,977% | 1,489% | 0,036% |
| 12 | 17,759% | 1,537% | 0,060% |
| 13 | 17,519% | 1,574% | 0,087% |
| 14 | 17,263% | 1,603% | 0,114% |
| 15 | 16,992% | 1,629% | 0,141% |
| 16 | 16,712% | 1,654% | 0,167% |
| 17 | 16,425% | 1,676% | 0,192% |
| 18 | 16,133% | 1,696% | 0,216% |
| 19 | 15,840% | 1,713% | 0,240% |
| 20 | 15,547% | 1,725% | 0,264% |
| 21 | 15,257% | 1,733% | 0,289% |
| 22 | 14,971% | 1,739% | 0,311% |
| 23 | 14,691% | 1,743% | 0,332% |
| 24 | 14,417% | 1,746% | 0,350% |
| 25 | 14,151% | 1,750% | 0,363% |
| 26 | 13,893% | 1,753% | 0,374% |
| 27 | 13,644% | 1,756% | 0,384% |
| 28 | 13,404% | 1,754% | 0,397% |
| 29 | 13,173% | 1,748% | 0,415% |
| 30 | 12,951% | 1,737% | 0,441% |
| 31 | 12,738% | 1,718% | 0,474% |
| 32 | 12,534% | 1,696% | 0,514% |
| 33 | 12,339% | 1,672% | 0,559% |
| 34 | 12,153% | 1,646% | 0,607% |
| 35 | 11,974% | 1,622% | 0,656% |
| 36 | 11,803% | 1,598% | 0,708% |
| 37 | 11,640% | 1,576% | 0,759% |
| 38 | 11,484% | 1,557% | 0,811% |
| 39 | 11,334% | 1,540% | 0,863% |
| 40 | 11,192% | 1,526% | 0,914% |
| 41 | 11,055% | 1,514% | 0,965% |
| 42 | 10,924% | 1,506% | 1,014% |
| 43 | 10,799% | 1,500% | 1,063% |
| 44 | 10,679% | 1,497% | 1,110% |
| 45 | 10,564% | 1,497% | 1,156% |
| 46 | 10,454% | 1,500% | 1,201% |
| 47 | 10,348% | 1,505% | 1,245% |
| 48 | 10,246% | 1,513% | 1,287% |
| 49 | 10,149% | 1,524% | 1,329% |
| 50 | 10,055% | 1,537% | 1,369% |
| 51 | 9,965% | 1,554% | 1,407% |
| 52 | 9,878% | 1,572% | 1,445% |
| 53 | 9,794% | 1,592% | 1,482% |
| 54 | 9,714% | 1,614% | 1,517% |
| 55 | 9,636% | 1,637% | 1,551% |
| 56 | 9,561% | 1,660% | 1,585% |
| 57 | 9,489% | 1,684% | 1,617% |
| 58 | 9,419% | 1,708% | 1,648% |
| 59 | 9,352% | 1,732% | 1,678% |
| 60 | 9,287% | 1,756% | 1,708% |
| 61 | 9,224% | 1,781% | 1,736% |
| 62 | 9,163% | 1,805% | 1,764% |
| 63 | 9,104% | 1,829% | 1,791% |
| 64 | 9,047% | 1,852% | 1,817% |
| 65 | 8,991% | 1,876% | 1,843% |
| 66 | 8,938% | 1,899% | 1,867% |
| 67 | 8,886% | 1,921% | 1,891% |
| 68 | 8,835% | 1,944% | 1,914% |
| 69 | 8,786% | 1,966% | 1,937% |
| 70 | 8,738% | 1,987% | 1,959% |
| 71 | 8,692% | 2,008% | 1,980% |
| 72 | 8,647% | 2,029% | 2,001% |
| 73 | 8,603% | 2,049% | 2,022% |
| 74 | 8,561% | 2,069% | 2,041% |
| 75 | 8,520% | 2,088% | 2,061% |
| 76 | 8,479% | 2,107% | 2,079% |
| 77 | 8,440% | 2,126% | 2,098% |
| 78 | 8,402% | 2,144% | 2,115% |
| 79 | 8,365% | 2,162% | 2,133% |
| 80 | 8,328% | 2,179% | 2,150% |
| 81 | 8,293% | 2,196% | 2,166% |
| 82 | 8,258% | 2,213% | 2,182% |
| 83 | 8,225% | 2,229% | 2,198% |
| 84 | 8,192% | 2,245% | 2,213% |
| 85 | 8,160% | 2,261% | 2,228% |
| 86 | 8,129% | 2,276% | 2,243% |
| 87 | 8,098% | 2,291% | 2,257% |
| 88 | 8,068% | 2,306% | 2,272% |
| 89 | 8,039% | 2,320% | 2,285% |
| 90 | 8,010% | 2,334% | 2,299% |
| 91 | 7,982% | 2,348% | 2,312% |
| 92 | 7,955% | 2,361% | 2,325% |
| 93 | 7,928% | 2,374% | 2,337% |
| 94 | 7,902% | 2,387% | 2,349% |
| 95 | 7,877% | 2,400% | 2,361% |
| 96 | 7,852% | 2,412% | 2,373% |
| 97 | 7,827% | 2,424% | 2,385% |
| 98 | 7,803% | 2,436% | 2,396% |
| 99 | 7,780% | 2,448% | 2,407% |
| 100 | 7,757% | 2,459% | 2,418% |
| 101 | 7,734% | 2,470% | 2,429% |
| 102 | 7,712% | 2,481% | 2,439% |
| 103 | 7,690% | 2,492% | 2,449% |
| 104 | 7,669% | 2,503% | 2,460% |
| 105 | 7,648% | 2,513% | 2,469% |
| 106 | 7,628% | 2,523% | 2,479% |
| 107 | 7,608% | 2,533% | 2,489% |
| 108 | 7,588% | 2,543% | 2,498% |
| 109 | 7,569% | 2,553% | 2,507% |
| 110 | 7,550% | 2,562% | 2,516% |
| 111 | 7,531% | 2,572% | 2,525% |
| 112 | 7,513% | 2,581% | 2,533% |
| 113 | 7,495% | 2,590% | 2,542% |
| 114 | 7,477% | 2,598% | 2,550% |
| 115 | 7,460% | 2,607% | 2,559% |
| 116 | 7,443% | 2,616% | 2,567% |
| 117 | 7,426% | 2,624% | 2,575% |
| 118 | 7,409% | 2,632% | 2,582% |
| 119 | 7,393% | 2,640% | 2,590% |
| 120 | 7,377% | 2,648% | 2,598% |
| 121 | 7,362% | 2,656% | 2,605% |
| 122 | 7,346% | 2,664% | 2,612% |
| 123 | 7,331% | 2,671% | 2,620% |
| 124 | 7,316% | 2,679% | 2,627% |
| 125 | 7,302% | 2,686% | 2,634% |
| 126 | 7,287% | 2,693% | 2,640% |
| 127 | 7,273% | 2,701% | 2,647% |
| 128 | 7,259% | 2,708% | 2,654% |
| 129 | 7,245% | 2,714% | 2,660% |
| 130 | 7,232% | 2,721% | 2,667% |
| 131 | 7,218% | 2,728% | 2,673% |
| 132 | 7,205% | 2,734% | 2,679% |
| 133 | 7,192% | 2,741% | 2,685% |
| 134 | 7,180% | 2,747% | 2,692% |
| 135 | 7,167% | 2,754% | 2,697% |
| 136 | 7,155% | 2,760% | 2,703% |
| 137 | 7,143% | 2,766% | 2,709% |
| 138 | 7,131% | 2,772% | 2,715% |
| 139 | 7,119% | 2,778% | 2,721% |
| 140 | 7,107% | 2,784% | 2,726% |
| 141 | 7,096% | 2,789% | 2,732% |
| 142 | 7,084% | 2,795% | 2,737% |
| 143 | 7,073% | 2,801% | 2,742% |
| 144 | 7,062% | 2,806% | 2,747% |
| 145 | 7,051% | 2,812% | 2,753% |
| 146 | 7,041% | 2,817% | 2,758% |
| 147 | 7,030% | 2,822% | 2,763% |
| 148 | 7,020% | 2,828% | 2,768% |
| 149 | 7,009% | 2,833% | 2,773% |
| 150 | 6,999% | 2,838% | 2,777% |
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 | 30 | 5 | 0 | 23 | 1 |
| 2 | 0 | 0 | 37 | 5 | 0 | 39 | 0 |
| 3 | 0 | 0 | 42 | 5 | 1 | 44 | 0 |
| 4 | 0 | 2 | 45 | 5 | 2 | 45 | 0 |
| 5 | 0 | 3 | 49 | 5 | 4 | 48 | 0 |
| 6 | 1 | 4 | 52 | 5 | 6 | 51 | 0 |
| 7 | 1 | 5 | 55 | 5 | 8 | 52 | 0 |
| 8 | 2 | 6 | 56 | 5 | 10 | 52 | 0 |
| 9 | 3 | 7 | 58 | 5 | 12 | 49 | 0 |
| 10 | 3 | 8 | 60 | 5 | 13 | 48 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 0 | 371 | 4 | 15 |
| 2 | 0 | 0 | 0 | 0 | 231 | 4 | 21 |
| 3 | 0 | 0 | 0 | 0 | 205 | 4 | 23 |
| 4 | 2 | 0 | 0 | 0 | 179 | 4 | 24 |
| 5 | 3 | 0 | 0 | 0 | 165 | 4 | 25 |
| 6 | 4 | 0 | 0 | 0 | 162 | 4 | 27 |
| 7 | 5 | 0 | 0 | 0 | 159 | 4 | 28 |
| 8 | 6 | 0 | 1 | 0 | 163 | 3 | 29 |
| 9 | 7 | 0 | 2 | 0 | 165 | 1 | 29 |
| 10 | 8 | 0 | 3 | 0 | 167 | 4 | 29 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 4 | 5 | 0 | 15 | 0 | 4 |
| 2 | 14 | 10 | 11 | 0 | 21 | 0 | 4 |
| 3 | 18 | 13 | 14 | 0 | 23 | 0 | 4 |
| 4 | 21 | 15 | 16 | 0 | 24 | 0 | 4 |
| 5 | 24 | 17 | 18 | 0 | 25 | 0 | 4 |
| 6 | 25 | 18 | 20 | 0 | 27 | 0 | 4 |
| 7 | 27 | 20 | 21 | 0 | 28 | 0 | 4 |
| 8 | 28 | 21 | 23 | 0 | 29 | 0 | 4 |
| 9 | 30 | 22 | 24 | 1 | 29 | 0 | 4 |
| 10 | 31 | 23 | 25 | 2 | 29 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
|---|---|---|---|---|---|---|---|
| 1 | 23 | 9 | 11 | 17 | 5 | 0 | 0 |
| 2 | 39 | 16 | 15 | 20 | 11 | 0 | 0 |
| 3 | 44 | 18 | 17 | 24 | 14 | 0 | 0 |
| 4 | 45 | 19 | 18 | 28 | 16 | 0 | 0 |
| 5 | 48 | 21 | 19 | 32 | 18 | 0 | 0 |
| 6 | 51 | 22 | 21 | 35 | 20 | 0 | 0 |
| 7 | 52 | 23 | 22 | 36 | 21 | 0 | 0 |
| 8 | 52 | 25 | 23 | 38 | 23 | 0 | 0 |
| 9 | 49 | 26 | 24 | 38 | 24 | 0 | 0 |
| 10 | 48 | 24 | 24 | 38 | 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 | 18 |
| 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 | 15 |
| 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |
| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 12 | 0 | 10 | 0 | 0 | 9 |
| 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 28 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 35 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 37 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 40 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 42 | 0 | 10 | 0 | 0 | 10 |
| 8 | 8 | 40 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 37 | 0 | 10 | 0 | 0 | 10 |
| 10 | 5 | 39 | 0 | 10 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 7 | 9 | 1 | 4 |
| 2 | 0 | 0 | 0 | 9 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 10 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 10 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 10 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 12 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 14 | 16 | 0 | 4 |
| 8 | 0 | 11 | 0 | 15 | 16 | 0 | 4 |
| 9 | 0 | 17 | 0 | 16 | 16 | 0 | 4 |
| 10 | 0 | 17 | 0 | 18 | 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 | 7 | 20 | 43 | 114 | 226 | 530 | 1205 |
| 2 | 7 | 20 | 43 | 114 | 226 | 530 | 969 |
| 3 | 8 | 22 | 44 | 108 | 223 | 526 | 790 |
| 4 | 9 | 24 | 47 | 110 | 222 | 525 | 654 |
| 5 | 10 | 27 | 52 | 113 | 222 | 525 | 550 |
| 6 | 11 | 29 | 55 | 118 | 222 | 525 | 525 |
| 7 | 13 | 31 | 57 | 121 | 222 | 525 | 525 |
| 8 | 13 | 32 | 57 | 120 | 222 | 525 | 525 |
| 9 | 13 | 33 | 57 | 119 | 222 | 525 | 525 |
| 10 | 13 | 34 | 57 | 119 | 222 | 525 | 525 |
| 11 | 14 | 35 | 58 | 119 | 222 | 525 | 525 |
| 12 | 14 | 36 | 58 | 119 | 222 | 525 | 525 |
| 13 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 14 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 15 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 16 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 17 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 18 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 19 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 20 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 21 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 22 | 17 | 37 | 58 | 119 | 222 | 525 | 525 |
| 23 | 17 | 37 | 58 | 119 | 222 | 525 | 525 |
| 24 | 18 | 37 | 58 | 119 | 222 | 525 | 525 |
| 25 | 18 | 37 | 58 | 119 | 222 | 525 | 525 |
| 26 | 19 | 37 | 58 | 119 | 222 | 525 | 525 |
| 27 | 19 | 37 | 58 | 119 | 222 | 525 | 525 |
| 28 | 21 | 37 | 58 | 119 | 222 | 525 | 525 |
| 29 | 21 | 37 | 58 | 119 | 222 | 525 | 525 |
| 30 | 22 | 37 | 58 | 119 | 222 | 525 | 525 |
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 | 28 | 51 | 122 | 234 | 538 | 1261 |
| 2 | 16 | 30 | 53 | 124 | 236 | 540 | 1017 |
| 3 | 18 | 32 | 55 | 118 | 233 | 537 | 830 |
| 4 | 19 | 34 | 57 | 120 | 232 | 536 | 686 |
| 5 | 20 | 36 | 62 | 123 | 231 | 535 | 576 |
| 6 | 20 | 38 | 64 | 127 | 231 | 534 | 534 |
| 7 | 21 | 39 | 66 | 129 | 230 | 534 | 534 |
| 8 | 20 | 39 | 65 | 127 | 229 | 533 | 533 |
| 9 | 20 | 40 | 64 | 126 | 229 | 533 | 533 |
| 10 | 20 | 41 | 64 | 126 | 228 | 532 | 532 |
| 11 | 20 | 41 | 64 | 125 | 228 | 531 | 531 |
| 12 | 20 | 41 | 63 | 125 | 227 | 531 | 531 |
| 13 | 20 | 41 | 63 | 124 | 227 | 530 | 530 |
| 14 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 15 | 19 | 41 | 62 | 123 | 226 | 529 | 529 |
| 16 | 18 | 40 | 61 | 123 | 225 | 529 | 529 |
| 17 | 18 | 40 | 61 | 123 | 225 | 529 | 529 |
| 18 | 18 | 40 | 61 | 123 | 225 | 529 | 529 |
| 19 | 18 | 40 | 61 | 123 | 225 | 529 | 529 |
| 20 | 19 | 40 | 62 | 123 | 226 | 529 | 529 |
| 21 | 19 | 41 | 62 | 123 | 226 | 529 | 529 |
| 22 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 23 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 24 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 25 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 26 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 27 | 21 | 41 | 62 | 124 | 226 | 530 | 530 |
| 28 | 21 | 41 | 62 | 124 | 226 | 530 | 530 |
| 29 | 22 | 41 | 62 | 123 | 226 | 530 | 530 |
| 30 | 22 | 41 | 62 | 123 | 226 | 530 | 530 |
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 | 43 | 114 | 226 | 530 | 1205 |
| 2 | 6 | 20 | 43 | 114 | 226 | 530 | 969 |
| 3 | 7 | 22 | 44 | 108 | 223 | 526 | 790 |
| 4 | 9 | 24 | 47 | 110 | 222 | 525 | 654 |
| 5 | 10 | 27 | 52 | 113 | 222 | 525 | 550 |
| 6 | 11 | 29 | 55 | 118 | 222 | 525 | 525 |
| 7 | 12 | 31 | 57 | 120 | 222 | 525 | 525 |
| 8 | 12 | 32 | 57 | 119 | 222 | 525 | 525 |
| 9 | 13 | 32 | 57 | 119 | 222 | 525 | 525 |
| 10 | 13 | 34 | 57 | 119 | 222 | 525 | 525 |
| 11 | 14 | 35 | 58 | 119 | 222 | 525 | 525 |
| 12 | 14 | 36 | 58 | 119 | 222 | 525 | 525 |
| 13 | 14 | 36 | 58 | 119 | 222 | 525 | 525 |
| 14 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 15 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 16 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 17 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 18 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 19 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 20 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 21 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 22 | 17 | 36 | 58 | 119 | 222 | 525 | 525 |
| 23 | 17 | 36 | 58 | 119 | 222 | 525 | 525 |
| 24 | 18 | 36 | 58 | 119 | 222 | 525 | 525 |
| 25 | 18 | 36 | 58 | 119 | 222 | 525 | 525 |
| 26 | 19 | 36 | 58 | 119 | 222 | 525 | 525 |
| 27 | 19 | 36 | 58 | 119 | 222 | 525 | 525 |
| 28 | 21 | 36 | 58 | 119 | 222 | 525 | 525 |
| 29 | 21 | 37 | 58 | 119 | 222 | 525 | 525 |
| 30 | 22 | 37 | 58 | 119 | 222 | 525 | 525 |
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 | 77 | 90 | 114 | 185 | 297 | 601 | 1243 |
| 2 | 74 | 87 | 111 | 181 | 294 | 597 | 1004 |
| 3 | 78 | 92 | 115 | 178 | 293 | 597 | 821 |
| 4 | 77 | 93 | 116 | 179 | 290 | 594 | 681 |
| 5 | 77 | 93 | 119 | 180 | 288 | 592 | 592 |
| 6 | 76 | 94 | 120 | 183 | 287 | 590 | 590 |
| 7 | 76 | 94 | 120 | 184 | 285 | 588 | 588 |
| 8 | 75 | 94 | 119 | 182 | 284 | 587 | 587 |
| 9 | 74 | 94 | 118 | 180 | 283 | 587 | 587 |
| 10 | 71 | 92 | 115 | 177 | 280 | 583 | 583 |
| 11 | 69 | 90 | 113 | 175 | 277 | 581 | 581 |
| 12 | 69 | 90 | 112 | 173 | 276 | 580 | 580 |
| 13 | 68 | 90 | 111 | 173 | 275 | 579 | 579 |
| 14 | 68 | 90 | 111 | 172 | 275 | 579 | 579 |
| 15 | 68 | 90 | 111 | 172 | 275 | 578 | 578 |
| 16 | 67 | 89 | 110 | 172 | 274 | 578 | 578 |
| 17 | 67 | 89 | 110 | 171 | 274 | 577 | 577 |
| 18 | 66 | 88 | 109 | 171 | 273 | 577 | 577 |
| 19 | 66 | 87 | 109 | 170 | 273 | 576 | 576 |
| 20 | 65 | 87 | 108 | 169 | 272 | 576 | 576 |
| 21 | 64 | 86 | 107 | 169 | 271 | 575 | 575 |
| 22 | 64 | 85 | 107 | 168 | 271 | 574 | 574 |
| 23 | 63 | 85 | 106 | 167 | 270 | 573 | 573 |
| 24 | 62 | 84 | 105 | 166 | 269 | 572 | 572 |
| 25 | 61 | 83 | 104 | 165 | 268 | 571 | 571 |
| 26 | 60 | 82 | 103 | 164 | 267 | 570 | 570 |
| 27 | 59 | 81 | 102 | 163 | 266 | 569 | 569 |
| 28 | 58 | 80 | 101 | 162 | 265 | 568 | 568 |
| 29 | 57 | 79 | 100 | 161 | 264 | 567 | 567 |
| 30 | 56 | 78 | 99 | 160 | 263 | 566 | 566 |
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 | 47 | 118 | 230 | 534 | 1214 |
| 2 | 12 | 25 | 49 | 119 | 232 | 535 | 978 |
| 3 | 14 | 29 | 51 | 115 | 229 | 533 | 798 |
| 4 | 16 | 31 | 54 | 117 | 229 | 532 | 661 |
| 5 | 18 | 34 | 59 | 121 | 229 | 533 | 556 |
| 6 | 19 | 36 | 63 | 125 | 229 | 533 | 533 |
| 7 | 20 | 38 | 64 | 128 | 229 | 532 | 532 |
| 8 | 19 | 38 | 64 | 126 | 228 | 532 | 532 |
| 9 | 19 | 39 | 63 | 125 | 228 | 532 | 532 |
| 10 | 19 | 40 | 63 | 125 | 228 | 531 | 531 |
| 11 | 19 | 41 | 63 | 125 | 227 | 531 | 531 |
| 12 | 20 | 41 | 63 | 125 | 227 | 531 | 531 |
| 13 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 14 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 15 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 16 | 20 | 42 | 63 | 124 | 227 | 531 | 531 |
| 17 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 18 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 19 | 21 | 42 | 64 | 125 | 228 | 531 | 531 |
| 20 | 21 | 43 | 64 | 125 | 228 | 532 | 532 |
| 21 | 21 | 43 | 64 | 126 | 228 | 532 | 532 |
| 22 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 23 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 24 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 25 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 26 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 27 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 28 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 29 | 22 | 43 | 65 | 126 | 229 | 532 | 532 |
| 30 | 22 | 43 | 64 | 126 | 228 | 532 | 532 |
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 | 61 | 84 | 155 | 267 | 571 | 1212 |
| 2 | 51 | 64 | 88 | 159 | 271 | 575 | 976 |
| 3 | 56 | 71 | 93 | 157 | 272 | 575 | 795 |
| 4 | 60 | 75 | 98 | 161 | 273 | 576 | 658 |
| 5 | 62 | 79 | 104 | 165 | 274 | 577 | 577 |
| 6 | 63 | 81 | 107 | 170 | 274 | 577 | 577 |
| 7 | 64 | 82 | 109 | 172 | 273 | 577 | 577 |
| 8 | 63 | 82 | 108 | 170 | 272 | 576 | 576 |
| 9 | 62 | 82 | 106 | 168 | 271 | 575 | 575 |
| 10 | 61 | 82 | 106 | 167 | 270 | 573 | 573 |
| 11 | 61 | 82 | 105 | 166 | 268 | 572 | 572 |
| 12 | 60 | 81 | 103 | 165 | 267 | 571 | 571 |
| 13 | 59 | 81 | 102 | 163 | 266 | 570 | 570 |
| 14 | 58 | 80 | 101 | 162 | 265 | 568 | 568 |
| 15 | 57 | 79 | 100 | 161 | 264 | 567 | 567 |
| 16 | 56 | 78 | 99 | 160 | 263 | 567 | 567 |
| 17 | 55 | 77 | 98 | 160 | 262 | 566 | 566 |
| 18 | 55 | 76 | 98 | 159 | 262 | 565 | 565 |
| 19 | 54 | 76 | 97 | 159 | 261 | 565 | 565 |
| 20 | 54 | 75 | 97 | 158 | 261 | 564 | 564 |
| 21 | 53 | 75 | 96 | 157 | 260 | 564 | 564 |
| 22 | 52 | 74 | 95 | 157 | 259 | 563 | 563 |
| 23 | 52 | 73 | 95 | 156 | 259 | 562 | 562 |
| 24 | 51 | 73 | 94 | 155 | 258 | 561 | 561 |
| 25 | 50 | 72 | 93 | 154 | 257 | 561 | 561 |
| 26 | 49 | 71 | 92 | 154 | 256 | 560 | 560 |
| 27 | 48 | 70 | 91 | 153 | 255 | 559 | 559 |
| 28 | 48 | 69 | 91 | 152 | 255 | 558 | 558 |
| 29 | 47 | 69 | 90 | 151 | 254 | 557 | 557 |
| 30 | 46 | 68 | 89 | 150 | 253 | 557 | 557 |
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 | 42 | 113 | 226 | 529 | 1204 |
| 2 | 6 | 19 | 42 | 113 | 226 | 529 | 969 |
| 3 | 7 | 21 | 44 | 107 | 222 | 525 | 790 |
| 4 | 8 | 23 | 46 | 109 | 221 | 525 | 654 |
| 5 | 9 | 26 | 51 | 113 | 221 | 524 | 550 |
| 6 | 10 | 28 | 55 | 117 | 221 | 524 | 524 |
| 7 | 12 | 30 | 56 | 120 | 221 | 524 | 524 |
| 8 | 12 | 31 | 56 | 119 | 221 | 524 | 524 |
| 9 | 12 | 32 | 56 | 118 | 221 | 524 | 524 |
| 10 | 12 | 33 | 57 | 118 | 221 | 524 | 524 |
| 11 | 13 | 34 | 57 | 118 | 221 | 524 | 524 |
| 12 | 13 | 35 | 57 | 118 | 221 | 524 | 524 |
| 13 | 14 | 35 | 57 | 118 | 221 | 524 | 524 |
| 14 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 15 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 16 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 17 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 18 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 19 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 20 | 15 | 36 | 57 | 118 | 221 | 524 | 524 |
| 21 | 15 | 36 | 57 | 118 | 221 | 524 | 524 |
| 22 | 17 | 36 | 57 | 118 | 221 | 524 | 524 |
| 23 | 17 | 36 | 57 | 118 | 221 | 524 | 524 |
| 24 | 18 | 36 | 57 | 118 | 221 | 524 | 524 |
| 25 | 18 | 36 | 57 | 118 | 221 | 525 | 525 |
| 26 | 19 | 36 | 57 | 118 | 221 | 525 | 525 |
| 27 | 19 | 36 | 57 | 118 | 221 | 525 | 525 |
| 28 | 21 | 36 | 57 | 118 | 221 | 525 | 525 |
| 29 | 21 | 36 | 57 | 118 | 221 | 525 | 525 |
| 30 | 22 | 36 | 57 | 118 | 221 | 525 | 525 |
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 | 53 | 145 | 244 | 548 | 1223 |
| 2 | 8 | 24 | 53 | 145 | 244 | 548 | 986 |
| 3 | 9 | 26 | 53 | 131 | 241 | 544 | 805 |
| 4 | 10 | 28 | 55 | 122 | 239 | 542 | 667 |
| 5 | 12 | 30 | 57 | 112 | 238 | 541 | 560 |
| 6 | 14 | 34 | 60 | 105 | 237 | 540 | 540 |
| 7 | 16 | 36 | 61 | 99 | 236 | 539 | 539 |
| 8 | 17 | 38 | 60 | 92 | 235 | 538 | 538 |
| 9 | 20 | 45 | 63 | 87 | 234 | 537 | 537 |
| 10 | 19 | 44 | 61 | 84 | 233 | 536 | 536 |
| 11 | 18 | 43 | 60 | 84 | 232 | 536 | 536 |
| 12 | 18 | 43 | 60 | 86 | 231 | 535 | 535 |
| 13 | 18 | 43 | 61 | 86 | 230 | 534 | 534 |
| 14 | 18 | 43 | 61 | 86 | 230 | 533 | 533 |
| 15 | 18 | 43 | 61 | 86 | 229 | 532 | 532 |
| 16 | 18 | 43 | 61 | 86 | 228 | 531 | 531 |
| 17 | 18 | 43 | 61 | 86 | 227 | 530 | 530 |
| 18 | 18 | 43 | 61 | 86 | 226 | 530 | 530 |
| 19 | 18 | 43 | 61 | 86 | 226 | 530 | 530 |
| 20 | 18 | 43 | 61 | 86 | 226 | 530 | 530 |
| 21 | 18 | 43 | 61 | 86 | 227 | 530 | 530 |
| 22 | 18 | 43 | 61 | 86 | 226 | 530 | 530 |
| 23 | 18 | 43 | 61 | 86 | 226 | 529 | 529 |
| 24 | 18 | 43 | 61 | 86 | 225 | 529 | 529 |
| 25 | 18 | 43 | 61 | 86 | 225 | 528 | 528 |
| 26 | 19 | 43 | 61 | 86 | 224 | 528 | 528 |
| 27 | 19 | 43 | 61 | 86 | 223 | 527 | 527 |
| 28 | 21 | 43 | 61 | 86 | 223 | 527 | 527 |
| 29 | 21 | 43 | 61 | 86 | 222 | 526 | 526 |
| 30 | 22 | 43 | 61 | 86 | 222 | 526 | 526 |
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 | 84 | 98 | 121 | 192 | 304 | 608 | 1264 |
| 2 | 83 | 96 | 120 | 190 | 303 | 606 | 1021 |
| 3 | 82 | 97 | 119 | 183 | 298 | 601 | 835 |
| 4 | 82 | 97 | 120 | 183 | 295 | 598 | 692 |
| 5 | 81 | 97 | 123 | 184 | 292 | 596 | 596 |
| 6 | 80 | 98 | 124 | 187 | 290 | 594 | 594 |
| 7 | 79 | 97 | 124 | 187 | 288 | 592 | 592 |
| 8 | 77 | 96 | 121 | 184 | 286 | 590 | 590 |
| 9 | 75 | 95 | 119 | 181 | 284 | 587 | 587 |
| 10 | 74 | 95 | 118 | 180 | 282 | 586 | 586 |
| 11 | 73 | 94 | 117 | 178 | 281 | 585 | 585 |
| 12 | 72 | 93 | 115 | 177 | 279 | 583 | 583 |
| 13 | 71 | 93 | 114 | 175 | 278 | 582 | 582 |
| 14 | 70 | 91 | 113 | 174 | 277 | 580 | 580 |
| 15 | 68 | 90 | 111 | 173 | 275 | 579 | 579 |
| 16 | 67 | 89 | 110 | 172 | 274 | 578 | 578 |
| 17 | 66 | 88 | 109 | 171 | 273 | 577 | 577 |
| 18 | 65 | 87 | 108 | 170 | 272 | 576 | 576 |
| 19 | 64 | 86 | 107 | 169 | 271 | 575 | 575 |
| 20 | 64 | 85 | 107 | 168 | 271 | 574 | 574 |
| 21 | 63 | 85 | 106 | 167 | 270 | 573 | 573 |
| 22 | 62 | 84 | 105 | 166 | 269 | 572 | 572 |
| 23 | 61 | 83 | 104 | 165 | 268 | 571 | 571 |
| 24 | 60 | 82 | 103 | 164 | 267 | 570 | 570 |
| 25 | 59 | 80 | 102 | 163 | 266 | 569 | 569 |
| 26 | 58 | 79 | 101 | 162 | 264 | 568 | 568 |
| 27 | 57 | 78 | 99 | 161 | 263 | 567 | 567 |
| 28 | 55 | 77 | 98 | 160 | 262 | 566 | 566 |
| 29 | 54 | 76 | 97 | 159 | 261 | 565 | 565 |
| 30 | 53 | 75 | 96 | 158 | 260 | 564 | 564 |
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 | 57 | 70 | 93 | 164 | 276 | 580 | 1218 |
| 2 | 56 | 69 | 92 | 163 | 276 | 579 | 985 |
| 3 | 56 | 70 | 93 | 156 | 271 | 575 | 806 |
| 4 | 57 | 72 | 95 | 158 | 270 | 573 | 668 |
| 5 | 56 | 73 | 98 | 160 | 268 | 572 | 572 |
| 6 | 56 | 73 | 100 | 163 | 266 | 570 | 570 |
| 7 | 56 | 74 | 101 | 164 | 265 | 569 | 569 |
| 8 | 54 | 74 | 99 | 161 | 264 | 567 | 567 |
| 9 | 53 | 73 | 98 | 159 | 262 | 566 | 566 |
| 10 | 53 | 73 | 97 | 158 | 261 | 565 | 565 |
| 11 | 52 | 73 | 96 | 158 | 260 | 564 | 564 |
| 12 | 52 | 74 | 96 | 157 | 259 | 563 | 563 |
| 13 | 52 | 73 | 95 | 156 | 259 | 562 | 562 |
| 14 | 51 | 73 | 94 | 156 | 258 | 562 | 562 |
| 15 | 51 | 73 | 94 | 155 | 258 | 561 | 561 |
| 16 | 50 | 72 | 93 | 154 | 257 | 560 | 560 |
| 17 | 49 | 71 | 92 | 154 | 256 | 560 | 560 |
| 18 | 49 | 71 | 92 | 153 | 256 | 559 | 559 |
| 19 | 48 | 70 | 91 | 153 | 255 | 559 | 559 |
| 20 | 48 | 70 | 91 | 153 | 255 | 559 | 559 |
| 21 | 48 | 70 | 91 | 152 | 255 | 559 | 559 |
| 22 | 47 | 69 | 91 | 152 | 254 | 558 | 558 |
| 23 | 47 | 69 | 90 | 151 | 254 | 558 | 558 |
| 24 | 46 | 68 | 89 | 151 | 253 | 557 | 557 |
| 25 | 46 | 68 | 89 | 150 | 253 | 556 | 556 |
| 26 | 45 | 67 | 88 | 149 | 252 | 556 | 556 |
| 27 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 28 | 44 | 65 | 87 | 148 | 251 | 554 | 554 |
| 29 | 43 | 65 | 86 | 147 | 250 | 554 | 554 |
| 30 | 42 | 64 | 85 | 147 | 249 | 553 | 553 |
2.11 Norwegian krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 31 | 44 | 68 | 139 | 251 | 555 | 1233 |
| 2 | 32 | 45 | 69 | 140 | 252 | 555 | 995 |
| 3 | 32 | 47 | 69 | 133 | 248 | 551 | 813 |
| 4 | 33 | 48 | 71 | 134 | 246 | 549 | 674 |
| 5 | 33 | 50 | 75 | 137 | 245 | 549 | 566 |
| 6 | 34 | 51 | 78 | 141 | 244 | 548 | 548 |
| 7 | 34 | 53 | 79 | 142 | 243 | 547 | 547 |
| 8 | 33 | 53 | 78 | 140 | 242 | 546 | 546 |
| 9 | 33 | 53 | 77 | 139 | 242 | 545 | 545 |
| 10 | 33 | 53 | 77 | 138 | 241 | 545 | 545 |
| 11 | 33 | 54 | 76 | 138 | 240 | 544 | 544 |
| 12 | 32 | 54 | 76 | 137 | 240 | 543 | 543 |
| 13 | 32 | 54 | 75 | 136 | 239 | 543 | 543 |
| 14 | 32 | 53 | 74 | 136 | 238 | 542 | 542 |
| 15 | 31 | 53 | 74 | 135 | 238 | 541 | 541 |
| 16 | 30 | 52 | 73 | 135 | 237 | 541 | 541 |
| 17 | 30 | 52 | 73 | 134 | 237 | 540 | 540 |
| 18 | 29 | 51 | 73 | 134 | 236 | 540 | 540 |
| 19 | 29 | 51 | 72 | 134 | 236 | 540 | 540 |
| 20 | 29 | 51 | 72 | 134 | 236 | 540 | 540 |
| 21 | 29 | 51 | 73 | 134 | 236 | 540 | 540 |
| 22 | 29 | 51 | 72 | 134 | 236 | 540 | 540 |
| 23 | 29 | 51 | 72 | 134 | 236 | 540 | 540 |
| 24 | 29 | 51 | 72 | 133 | 236 | 540 | 540 |
| 25 | 29 | 51 | 72 | 133 | 236 | 539 | 539 |
| 26 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 27 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 28 | 28 | 50 | 71 | 132 | 235 | 538 | 538 |
| 29 | 28 | 49 | 71 | 132 | 235 | 538 | 538 |
| 30 | 27 | 49 | 70 | 132 | 234 | 538 | 538 |
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 | 95 | 208 | 511 | 1201 |
| 2 | 1 | 5 | 26 | 96 | 209 | 512 | 967 |
| 3 | 2 | 5 | 27 | 91 | 205 | 509 | 788 |
| 4 | 2 | 7 | 30 | 93 | 204 | 508 | 653 |
| 5 | 4 | 9 | 35 | 96 | 204 | 508 | 549 |
| 6 | 4 | 11 | 38 | 101 | 204 | 508 | 508 |
| 7 | 5 | 14 | 40 | 103 | 204 | 508 | 508 |
| 8 | 6 | 14 | 40 | 102 | 204 | 508 | 508 |
| 9 | 7 | 15 | 40 | 101 | 204 | 508 | 508 |
| 10 | 8 | 16 | 40 | 101 | 204 | 508 | 508 |
| 11 | 8 | 18 | 41 | 103 | 205 | 509 | 509 |
| 12 | 9 | 18 | 40 | 101 | 204 | 507 | 507 |
| 13 | 10 | 19 | 41 | 102 | 205 | 508 | 508 |
| 14 | 10 | 19 | 41 | 102 | 205 | 508 | 508 |
| 15 | 12 | 18 | 39 | 101 | 203 | 507 | 507 |
| 16 | 12 | 17 | 39 | 100 | 202 | 506 | 506 |
| 17 | 13 | 17 | 38 | 100 | 202 | 506 | 506 |
| 18 | 14 | 17 | 39 | 100 | 203 | 506 | 506 |
| 19 | 14 | 18 | 39 | 100 | 203 | 506 | 506 |
| 20 | 15 | 18 | 39 | 101 | 203 | 507 | 507 |
| 21 | 15 | 20 | 40 | 101 | 204 | 507 | 507 |
| 22 | 17 | 20 | 40 | 101 | 204 | 507 | 507 |
| 23 | 17 | 21 | 40 | 101 | 204 | 507 | 507 |
| 24 | 18 | 21 | 39 | 101 | 203 | 507 | 507 |
| 25 | 18 | 22 | 39 | 101 | 203 | 507 | 507 |
| 26 | 19 | 23 | 39 | 101 | 203 | 507 | 507 |
| 27 | 19 | 24 | 41 | 100 | 203 | 507 | 507 |
| 28 | 21 | 24 | 42 | 100 | 203 | 506 | 506 |
| 29 | 21 | 25 | 43 | 100 | 203 | 506 | 506 |
| 30 | 22 | 26 | 44 | 100 | 203 | 506 | 506 |
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 | 59 | 82 | 153 | 265 | 569 | 1216 |
| 2 | 46 | 59 | 82 | 153 | 265 | 569 | 980 |
| 3 | 46 | 61 | 83 | 147 | 261 | 565 | 801 |
| 4 | 47 | 62 | 85 | 148 | 260 | 563 | 664 |
| 5 | 47 | 64 | 89 | 150 | 259 | 562 | 562 |
| 6 | 47 | 65 | 92 | 154 | 258 | 561 | 561 |
| 7 | 48 | 66 | 92 | 156 | 257 | 561 | 561 |
| 8 | 47 | 66 | 91 | 154 | 256 | 560 | 560 |
| 9 | 46 | 66 | 90 | 152 | 255 | 559 | 559 |
| 10 | 46 | 66 | 90 | 151 | 254 | 558 | 558 |
| 11 | 46 | 67 | 90 | 151 | 253 | 557 | 557 |
| 12 | 45 | 67 | 89 | 150 | 253 | 556 | 556 |
| 13 | 45 | 67 | 88 | 150 | 252 | 556 | 556 |
| 14 | 45 | 66 | 88 | 149 | 251 | 555 | 555 |
| 15 | 44 | 66 | 87 | 148 | 251 | 555 | 555 |
| 16 | 43 | 65 | 86 | 147 | 250 | 554 | 554 |
| 17 | 43 | 64 | 86 | 147 | 250 | 553 | 553 |
| 18 | 42 | 64 | 85 | 147 | 249 | 553 | 553 |
| 19 | 42 | 63 | 85 | 146 | 249 | 552 | 552 |
| 20 | 42 | 63 | 85 | 146 | 248 | 552 | 552 |
| 21 | 41 | 63 | 84 | 146 | 248 | 552 | 552 |
| 22 | 41 | 63 | 84 | 145 | 248 | 551 | 551 |
| 23 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 24 | 40 | 61 | 83 | 144 | 247 | 550 | 550 |
| 25 | 39 | 61 | 82 | 143 | 246 | 550 | 550 |
| 26 | 38 | 60 | 81 | 143 | 245 | 549 | 549 |
| 27 | 38 | 59 | 81 | 142 | 244 | 548 | 548 |
| 28 | 37 | 59 | 80 | 141 | 244 | 547 | 547 |
| 29 | 36 | 58 | 79 | 140 | 243 | 547 | 547 |
| 30 | 35 | 57 | 78 | 140 | 242 | 546 | 546 |
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 | 18 | 31 | 54 | 125 | 237 | 541 | 1225 |
| 2 | 21 | 35 | 58 | 129 | 241 | 545 | 985 |
| 3 | 25 | 40 | 62 | 126 | 241 | 544 | 804 |
| 4 | 29 | 44 | 67 | 130 | 242 | 545 | 667 |
| 5 | 32 | 48 | 73 | 135 | 243 | 547 | 561 |
| 6 | 31 | 48 | 75 | 137 | 241 | 545 | 545 |
| 7 | 35 | 54 | 80 | 143 | 244 | 548 | 548 |
| 8 | 34 | 53 | 79 | 141 | 243 | 547 | 547 |
| 9 | 35 | 55 | 79 | 141 | 244 | 548 | 548 |
| 10 | 37 | 57 | 81 | 143 | 245 | 549 | 549 |
| 11 | 38 | 60 | 82 | 144 | 246 | 550 | 550 |
| 12 | 39 | 61 | 83 | 144 | 247 | 551 | 551 |
| 13 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 14 | 41 | 62 | 84 | 145 | 248 | 551 | 551 |
| 15 | 41 | 63 | 84 | 145 | 248 | 551 | 551 |
| 16 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 17 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 18 | 40 | 62 | 83 | 144 | 247 | 550 | 550 |
| 19 | 39 | 61 | 83 | 144 | 246 | 550 | 550 |
| 20 | 40 | 61 | 83 | 144 | 246 | 550 | 550 |
| 21 | 39 | 61 | 82 | 144 | 246 | 550 | 550 |
| 22 | 39 | 61 | 82 | 144 | 246 | 550 | 550 |
| 23 | 39 | 61 | 82 | 143 | 246 | 549 | 549 |
| 24 | 39 | 60 | 82 | 143 | 245 | 549 | 549 |
| 25 | 38 | 60 | 81 | 142 | 245 | 549 | 549 |
| 26 | 38 | 59 | 81 | 142 | 244 | 548 | 548 |
| 27 | 37 | 59 | 80 | 141 | 244 | 548 | 548 |
| 28 | 37 | 58 | 80 | 141 | 243 | 547 | 547 |
| 29 | 36 | 58 | 79 | 140 | 243 | 547 | 547 |
| 30 | 35 | 57 | 78 | 140 | 242 | 546 | 546 |
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 | 125 | 237 | 541 | 1228 |
| 2 | 18 | 32 | 55 | 126 | 238 | 542 | 990 |
| 3 | 21 | 35 | 57 | 121 | 236 | 539 | 809 |
| 4 | 22 | 37 | 60 | 123 | 235 | 539 | 671 |
| 5 | 23 | 40 | 65 | 127 | 235 | 539 | 564 |
| 6 | 25 | 42 | 69 | 131 | 235 | 539 | 539 |
| 7 | 26 | 44 | 71 | 134 | 235 | 539 | 539 |
| 8 | 26 | 45 | 70 | 133 | 235 | 538 | 538 |
| 9 | 26 | 46 | 70 | 132 | 235 | 539 | 539 |
| 10 | 27 | 47 | 71 | 132 | 235 | 539 | 539 |
| 11 | 27 | 48 | 71 | 133 | 235 | 539 | 539 |
| 12 | 28 | 49 | 71 | 133 | 235 | 539 | 539 |
| 13 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 14 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 15 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 16 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 17 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 18 | 28 | 50 | 71 | 132 | 235 | 539 | 539 |
| 19 | 28 | 50 | 71 | 132 | 235 | 539 | 539 |
| 20 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 21 | 28 | 50 | 71 | 132 | 235 | 539 | 539 |
| 22 | 28 | 50 | 71 | 132 | 235 | 538 | 538 |
| 23 | 27 | 49 | 70 | 132 | 234 | 538 | 538 |
| 24 | 27 | 49 | 70 | 131 | 234 | 538 | 538 |
| 25 | 26 | 48 | 69 | 131 | 233 | 537 | 537 |
| 26 | 26 | 48 | 69 | 130 | 233 | 537 | 537 |
| 27 | 26 | 47 | 69 | 130 | 233 | 536 | 536 |
| 28 | 25 | 47 | 68 | 130 | 232 | 536 | 536 |
| 29 | 25 | 47 | 68 | 129 | 232 | 535 | 535 |
| 30 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
2.16 Chilean peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 49 | 63 | 86 | 157 | 269 | 573 | 1281 |
| 2 | 53 | 66 | 89 | 160 | 272 | 576 | 1041 |
| 3 | 57 | 71 | 93 | 157 | 272 | 575 | 852 |
| 4 | 59 | 75 | 97 | 160 | 272 | 576 | 707 |
| 5 | 61 | 78 | 103 | 164 | 273 | 576 | 595 |
| 6 | 63 | 81 | 107 | 170 | 273 | 577 | 577 |
| 7 | 64 | 83 | 109 | 172 | 273 | 577 | 577 |
| 8 | 64 | 83 | 109 | 171 | 273 | 577 | 577 |
| 9 | 64 | 84 | 108 | 170 | 273 | 577 | 577 |
| 10 | 65 | 85 | 109 | 170 | 273 | 577 | 577 |
| 11 | 65 | 86 | 109 | 170 | 273 | 576 | 576 |
| 12 | 65 | 86 | 108 | 170 | 272 | 576 | 576 |
| 13 | 64 | 86 | 108 | 169 | 272 | 575 | 575 |
| 14 | 64 | 86 | 107 | 168 | 271 | 574 | 574 |
| 15 | 63 | 85 | 106 | 167 | 270 | 574 | 574 |
| 16 | 62 | 84 | 105 | 167 | 269 | 573 | 573 |
| 17 | 62 | 83 | 105 | 166 | 269 | 572 | 572 |
| 18 | 61 | 83 | 104 | 165 | 268 | 572 | 572 |
| 19 | 60 | 82 | 103 | 165 | 267 | 571 | 571 |
| 20 | 60 | 82 | 103 | 164 | 267 | 570 | 570 |
| 21 | 59 | 81 | 102 | 164 | 266 | 570 | 570 |
| 22 | 58 | 80 | 101 | 163 | 265 | 569 | 569 |
| 23 | 57 | 79 | 100 | 162 | 264 | 568 | 568 |
| 24 | 57 | 78 | 100 | 161 | 263 | 567 | 567 |
| 25 | 56 | 77 | 99 | 160 | 263 | 566 | 566 |
| 26 | 55 | 77 | 98 | 159 | 262 | 565 | 565 |
| 27 | 54 | 76 | 97 | 158 | 261 | 564 | 564 |
| 28 | 53 | 75 | 96 | 157 | 260 | 563 | 563 |
| 29 | 52 | 74 | 95 | 156 | 259 | 562 | 562 |
| 30 | 51 | 73 | 94 | 155 | 258 | 562 | 562 |
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 | 94 | 118 | 188 | 301 | 604 | 1271 |
| 2 | 86 | 99 | 122 | 193 | 305 | 609 | 1038 |
| 3 | 88 | 102 | 125 | 188 | 303 | 606 | 856 |
| 4 | 89 | 104 | 127 | 190 | 302 | 605 | 714 |
| 5 | 92 | 109 | 134 | 195 | 304 | 607 | 607 |
| 6 | 94 | 112 | 139 | 201 | 305 | 608 | 608 |
| 7 | 96 | 115 | 141 | 204 | 305 | 609 | 609 |
| 8 | 97 | 117 | 142 | 205 | 307 | 610 | 610 |
| 9 | 98 | 118 | 143 | 205 | 308 | 611 | 611 |
| 10 | 99 | 120 | 144 | 205 | 308 | 611 | 611 |
| 11 | 100 | 121 | 143 | 205 | 307 | 611 | 611 |
| 12 | 99 | 121 | 143 | 204 | 307 | 610 | 610 |
| 13 | 98 | 120 | 142 | 203 | 306 | 609 | 609 |
| 14 | 97 | 119 | 140 | 202 | 304 | 608 | 608 |
| 15 | 96 | 118 | 139 | 200 | 303 | 607 | 607 |
| 16 | 95 | 116 | 138 | 199 | 302 | 605 | 605 |
| 17 | 93 | 115 | 136 | 198 | 300 | 604 | 604 |
| 18 | 92 | 114 | 135 | 196 | 299 | 603 | 603 |
| 19 | 91 | 112 | 134 | 195 | 298 | 601 | 601 |
| 20 | 89 | 111 | 132 | 194 | 296 | 600 | 600 |
| 21 | 88 | 110 | 131 | 192 | 295 | 598 | 598 |
| 22 | 86 | 108 | 129 | 191 | 293 | 597 | 597 |
| 23 | 85 | 107 | 128 | 189 | 292 | 595 | 595 |
| 24 | 83 | 105 | 126 | 188 | 290 | 594 | 594 |
| 25 | 81 | 103 | 124 | 186 | 288 | 592 | 592 |
| 26 | 80 | 102 | 123 | 184 | 287 | 590 | 590 |
| 27 | 78 | 100 | 121 | 183 | 285 | 589 | 589 |
| 28 | 77 | 98 | 120 | 181 | 284 | 587 | 587 |
| 29 | 75 | 97 | 118 | 179 | 282 | 586 | 586 |
| 30 | 74 | 95 | 117 | 178 | 281 | 584 | 584 |
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 | 118 | 231 | 534 | 1218 |
| 2 | 14 | 27 | 51 | 121 | 234 | 537 | 982 |
| 3 | 17 | 32 | 54 | 118 | 233 | 536 | 802 |
| 4 | 20 | 36 | 58 | 121 | 233 | 537 | 665 |
| 5 | 23 | 39 | 64 | 126 | 234 | 538 | 560 |
| 6 | 24 | 42 | 68 | 131 | 235 | 538 | 538 |
| 7 | 26 | 44 | 70 | 134 | 235 | 538 | 538 |
| 8 | 26 | 45 | 70 | 133 | 235 | 538 | 538 |
| 9 | 26 | 46 | 70 | 132 | 235 | 538 | 538 |
| 10 | 26 | 47 | 71 | 132 | 235 | 538 | 538 |
| 11 | 27 | 48 | 71 | 132 | 235 | 538 | 538 |
| 12 | 27 | 48 | 70 | 132 | 234 | 538 | 538 |
| 13 | 27 | 48 | 70 | 131 | 234 | 537 | 537 |
| 14 | 26 | 48 | 69 | 131 | 233 | 537 | 537 |
| 15 | 26 | 47 | 69 | 130 | 233 | 536 | 536 |
| 16 | 25 | 47 | 68 | 129 | 232 | 535 | 535 |
| 17 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 18 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 19 | 24 | 46 | 67 | 128 | 231 | 535 | 535 |
| 20 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 21 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 22 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 23 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 24 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 25 | 24 | 46 | 67 | 128 | 231 | 535 | 535 |
| 26 | 24 | 46 | 67 | 128 | 231 | 534 | 534 |
| 27 | 24 | 45 | 67 | 128 | 231 | 534 | 534 |
| 28 | 23 | 45 | 66 | 128 | 230 | 534 | 534 |
| 29 | 23 | 45 | 66 | 128 | 230 | 534 | 534 |
| 30 | 23 | 45 | 66 | 127 | 230 | 534 | 534 |
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 | 108 | 132 | 202 | 315 | 618 | 1286 |
| 2 | 96 | 109 | 133 | 203 | 316 | 619 | 1042 |
| 3 | 97 | 112 | 134 | 198 | 312 | 616 | 854 |
| 4 | 99 | 114 | 137 | 200 | 312 | 615 | 710 |
| 5 | 100 | 117 | 142 | 203 | 311 | 615 | 615 |
| 6 | 101 | 118 | 145 | 207 | 311 | 615 | 615 |
| 7 | 101 | 120 | 146 | 210 | 311 | 614 | 614 |
| 8 | 101 | 121 | 146 | 208 | 310 | 614 | 614 |
| 9 | 101 | 121 | 145 | 207 | 310 | 613 | 613 |
| 10 | 100 | 120 | 144 | 205 | 308 | 612 | 612 |
| 11 | 99 | 120 | 143 | 204 | 307 | 610 | 610 |
| 12 | 97 | 119 | 141 | 202 | 305 | 608 | 608 |
| 13 | 96 | 118 | 139 | 201 | 303 | 607 | 607 |
| 14 | 94 | 116 | 137 | 199 | 301 | 605 | 605 |
| 15 | 93 | 114 | 136 | 197 | 300 | 603 | 603 |
| 16 | 91 | 112 | 134 | 195 | 298 | 601 | 601 |
| 17 | 89 | 111 | 132 | 194 | 296 | 600 | 600 |
| 18 | 88 | 109 | 131 | 192 | 295 | 598 | 598 |
| 19 | 86 | 108 | 129 | 191 | 293 | 597 | 597 |
| 20 | 85 | 107 | 128 | 190 | 292 | 596 | 596 |
| 21 | 84 | 106 | 127 | 189 | 291 | 595 | 595 |
| 22 | 83 | 105 | 126 | 187 | 290 | 594 | 594 |
| 23 | 82 | 104 | 125 | 186 | 289 | 592 | 592 |
| 24 | 81 | 102 | 124 | 185 | 288 | 591 | 591 |
| 25 | 79 | 101 | 122 | 184 | 286 | 590 | 590 |
| 26 | 78 | 100 | 121 | 183 | 285 | 589 | 589 |
| 27 | 77 | 99 | 120 | 181 | 284 | 588 | 588 |
| 28 | 76 | 98 | 119 | 180 | 283 | 586 | 586 |
| 29 | 75 | 97 | 118 | 179 | 282 | 585 | 585 |
| 30 | 74 | 95 | 117 | 178 | 281 | 584 | 584 |
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 | 319 | 332 | 356 | 427 | 539 | 843 | 1326 |
| 2 | 85 | 98 | 121 | 192 | 304 | 608 | 1074 |
| 3 | 88 | 102 | 125 | 188 | 303 | 607 | 879 |
| 4 | 92 | 107 | 130 | 193 | 305 | 608 | 729 |
| 5 | 94 | 111 | 136 | 197 | 306 | 609 | 614 |
| 6 | 96 | 113 | 140 | 203 | 306 | 610 | 610 |
| 7 | 97 | 116 | 142 | 206 | 307 | 610 | 610 |
| 8 | 98 | 117 | 143 | 205 | 307 | 611 | 611 |
| 9 | 99 | 119 | 143 | 205 | 308 | 611 | 611 |
| 10 | 99 | 120 | 143 | 205 | 307 | 611 | 611 |
| 11 | 100 | 121 | 143 | 205 | 307 | 611 | 611 |
| 12 | 100 | 122 | 144 | 205 | 308 | 611 | 611 |
| 13 | 101 | 123 | 144 | 205 | 308 | 612 | 612 |
| 14 | 102 | 123 | 145 | 206 | 308 | 612 | 612 |
| 15 | 102 | 124 | 145 | 207 | 309 | 613 | 613 |
| 16 | 103 | 125 | 146 | 208 | 310 | 614 | 614 |
| 17 | 104 | 126 | 147 | 209 | 311 | 615 | 615 |
| 18 | 105 | 127 | 148 | 210 | 312 | 616 | 616 |
| 19 | 106 | 128 | 149 | 210 | 313 | 617 | 617 |
| 20 | 107 | 128 | 150 | 211 | 313 | 617 | 617 |
| 21 | 107 | 128 | 150 | 211 | 314 | 617 | 617 |
| 22 | 106 | 128 | 149 | 211 | 313 | 617 | 617 |
| 23 | 106 | 127 | 149 | 210 | 313 | 616 | 616 |
| 24 | 105 | 126 | 148 | 209 | 312 | 615 | 615 |
| 25 | 104 | 125 | 147 | 208 | 311 | 614 | 614 |
| 26 | 102 | 124 | 145 | 207 | 309 | 613 | 613 |
| 27 | 101 | 123 | 144 | 205 | 308 | 612 | 612 |
| 28 | 100 | 121 | 143 | 204 | 307 | 610 | 610 |
| 29 | 98 | 120 | 141 | 203 | 305 | 609 | 609 |
| 30 | 97 | 119 | 140 | 201 | 304 | 607 | 607 |
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 | 106 | 219 | 522 | 1219 |
| 2 | 1 | 12 | 36 | 106 | 219 | 522 | 980 |
| 3 | 2 | 14 | 36 | 100 | 215 | 518 | 799 |
| 4 | 2 | 16 | 38 | 101 | 213 | 517 | 661 |
| 5 | 4 | 17 | 43 | 104 | 212 | 516 | 555 |
| 6 | 4 | 19 | 45 | 108 | 211 | 515 | 515 |
| 7 | 5 | 20 | 46 | 110 | 211 | 514 | 514 |
| 8 | 6 | 20 | 45 | 108 | 210 | 514 | 514 |
| 9 | 7 | 20 | 44 | 106 | 209 | 513 | 513 |
| 10 | 8 | 21 | 44 | 106 | 208 | 512 | 512 |
| 11 | 8 | 22 | 44 | 106 | 208 | 512 | 512 |
| 12 | 9 | 22 | 44 | 106 | 208 | 512 | 512 |
| 13 | 10 | 23 | 44 | 106 | 208 | 512 | 512 |
| 14 | 11 | 23 | 45 | 106 | 209 | 512 | 512 |
| 15 | 12 | 24 | 45 | 106 | 209 | 512 | 512 |
| 16 | 12 | 24 | 45 | 106 | 209 | 513 | 513 |
| 17 | 13 | 24 | 46 | 107 | 210 | 513 | 513 |
| 18 | 14 | 25 | 46 | 107 | 210 | 514 | 514 |
| 19 | 14 | 26 | 47 | 108 | 211 | 514 | 514 |
| 20 | 15 | 26 | 48 | 109 | 212 | 515 | 515 |
| 21 | 16 | 27 | 48 | 110 | 212 | 516 | 516 |
| 22 | 17 | 28 | 49 | 110 | 213 | 517 | 517 |
| 23 | 17 | 28 | 50 | 111 | 214 | 517 | 517 |
| 24 | 18 | 29 | 50 | 111 | 214 | 518 | 518 |
| 25 | 18 | 29 | 50 | 112 | 214 | 518 | 518 |
| 26 | 19 | 30 | 51 | 112 | 215 | 518 | 518 |
| 27 | 19 | 30 | 51 | 112 | 215 | 519 | 519 |
| 28 | 21 | 30 | 51 | 113 | 215 | 519 | 519 |
| 29 | 21 | 30 | 52 | 113 | 216 | 519 | 519 |
| 30 | 22 | 31 | 52 | 113 | 216 | 519 | 519 |
2.22 New Zealand dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 51 | 64 | 88 | 159 | 271 | 575 | 1235 |
| 2 | 52 | 65 | 89 | 160 | 272 | 576 | 997 |
| 3 | 53 | 67 | 90 | 153 | 268 | 572 | 815 |
| 4 | 54 | 69 | 92 | 155 | 267 | 570 | 675 |
| 5 | 54 | 71 | 96 | 158 | 266 | 569 | 569 |
| 6 | 55 | 73 | 99 | 162 | 265 | 569 | 569 |
| 7 | 55 | 74 | 100 | 163 | 264 | 568 | 568 |
| 8 | 55 | 74 | 99 | 162 | 264 | 567 | 567 |
| 9 | 54 | 74 | 98 | 160 | 263 | 567 | 567 |
| 10 | 53 | 74 | 98 | 159 | 262 | 565 | 565 |
| 11 | 53 | 74 | 96 | 158 | 260 | 564 | 564 |
| 12 | 52 | 73 | 95 | 156 | 259 | 563 | 563 |
| 13 | 51 | 72 | 94 | 155 | 258 | 561 | 561 |
| 14 | 49 | 71 | 92 | 154 | 256 | 560 | 560 |
| 15 | 48 | 70 | 91 | 152 | 255 | 559 | 559 |
| 16 | 47 | 68 | 90 | 151 | 254 | 557 | 557 |
| 17 | 46 | 67 | 89 | 150 | 253 | 556 | 556 |
| 18 | 45 | 66 | 88 | 149 | 252 | 555 | 555 |
| 19 | 44 | 66 | 87 | 148 | 251 | 554 | 554 |
| 20 | 43 | 65 | 86 | 148 | 250 | 554 | 554 |
| 21 | 43 | 65 | 86 | 147 | 250 | 553 | 553 |
| 22 | 42 | 64 | 85 | 147 | 249 | 553 | 553 |
| 23 | 42 | 63 | 85 | 146 | 249 | 552 | 552 |
| 24 | 41 | 63 | 84 | 145 | 248 | 551 | 551 |
| 25 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 26 | 40 | 61 | 83 | 144 | 246 | 550 | 550 |
| 27 | 39 | 61 | 82 | 143 | 246 | 549 | 549 |
| 28 | 38 | 60 | 81 | 143 | 245 | 549 | 549 |
| 29 | 38 | 59 | 81 | 142 | 244 | 548 | 548 |
| 30 | 37 | 59 | 80 | 141 | 244 | 547 | 547 |
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 | 128 | 151 | 222 | 335 | 638 | 1291 |
| 2 | 116 | 129 | 153 | 223 | 336 | 639 | 1048 |
| 3 | 119 | 133 | 156 | 219 | 334 | 637 | 859 |
| 4 | 121 | 136 | 159 | 222 | 334 | 638 | 715 |
| 5 | 123 | 140 | 165 | 226 | 334 | 638 | 638 |
| 6 | 124 | 142 | 168 | 231 | 335 | 638 | 638 |
| 7 | 125 | 144 | 170 | 234 | 335 | 638 | 638 |
| 8 | 125 | 144 | 170 | 232 | 334 | 638 | 638 |
| 9 | 125 | 145 | 169 | 231 | 334 | 637 | 637 |
| 10 | 125 | 145 | 169 | 230 | 333 | 637 | 637 |
| 11 | 124 | 145 | 168 | 230 | 332 | 636 | 636 |
| 12 | 123 | 145 | 167 | 228 | 331 | 634 | 634 |
| 13 | 122 | 144 | 165 | 227 | 329 | 633 | 633 |
| 14 | 120 | 142 | 163 | 225 | 327 | 631 | 631 |
| 15 | 118 | 140 | 161 | 223 | 325 | 629 | 629 |
| 16 | 116 | 138 | 159 | 221 | 323 | 627 | 627 |
| 17 | 114 | 136 | 157 | 219 | 321 | 625 | 625 |
| 18 | 112 | 134 | 155 | 217 | 319 | 623 | 623 |
| 19 | 110 | 132 | 153 | 215 | 317 | 621 | 621 |
| 20 | 109 | 130 | 152 | 213 | 316 | 619 | 619 |
| 21 | 107 | 129 | 150 | 211 | 314 | 617 | 617 |
| 22 | 105 | 127 | 148 | 209 | 312 | 616 | 616 |
| 23 | 103 | 125 | 146 | 208 | 310 | 614 | 614 |
| 24 | 101 | 123 | 144 | 206 | 308 | 612 | 612 |
| 25 | 100 | 121 | 143 | 204 | 306 | 610 | 610 |
| 26 | 98 | 120 | 141 | 202 | 305 | 608 | 608 |
| 27 | 96 | 118 | 139 | 200 | 303 | 606 | 606 |
| 28 | 94 | 116 | 137 | 199 | 301 | 605 | 605 |
| 29 | 93 | 114 | 135 | 197 | 299 | 603 | 603 |
| 30 | 91 | 113 | 134 | 195 | 298 | 601 | 601 |
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 | 166 | 179 | 202 | 273 | 386 | 689 | 1380 |
| 2 | 176 | 189 | 212 | 283 | 395 | 699 | 1120 |
| 3 | 182 | 196 | 219 | 282 | 397 | 700 | 919 |
| 4 | 185 | 200 | 223 | 286 | 398 | 701 | 763 |
| 5 | 186 | 203 | 228 | 290 | 398 | 701 | 701 |
| 6 | 187 | 204 | 231 | 293 | 397 | 701 | 701 |
| 7 | 187 | 205 | 232 | 295 | 396 | 700 | 700 |
| 8 | 185 | 205 | 230 | 293 | 395 | 698 | 698 |
| 9 | 184 | 204 | 229 | 291 | 393 | 697 | 697 |
| 10 | 184 | 204 | 228 | 290 | 392 | 696 | 696 |
| 11 | 183 | 204 | 227 | 288 | 391 | 694 | 694 |
| 12 | 181 | 202 | 224 | 286 | 388 | 692 | 692 |
| 13 | 178 | 200 | 222 | 283 | 385 | 689 | 689 |
| 14 | 176 | 197 | 219 | 280 | 383 | 686 | 686 |
| 15 | 173 | 194 | 216 | 277 | 380 | 683 | 683 |
| 16 | 170 | 191 | 213 | 274 | 377 | 680 | 680 |
| 17 | 167 | 188 | 210 | 271 | 374 | 677 | 677 |
| 18 | 164 | 185 | 207 | 268 | 371 | 674 | 674 |
| 19 | 161 | 183 | 204 | 265 | 368 | 671 | 671 |
| 20 | 158 | 180 | 201 | 262 | 365 | 668 | 668 |
| 21 | 155 | 177 | 198 | 259 | 362 | 665 | 665 |
| 22 | 152 | 174 | 195 | 256 | 359 | 662 | 662 |
| 23 | 149 | 171 | 192 | 253 | 356 | 659 | 659 |
| 24 | 146 | 167 | 189 | 250 | 353 | 656 | 656 |
| 25 | 143 | 164 | 186 | 247 | 350 | 653 | 653 |
| 26 | 140 | 161 | 183 | 244 | 347 | 650 | 650 |
| 27 | 137 | 159 | 180 | 241 | 344 | 647 | 647 |
| 28 | 134 | 156 | 177 | 238 | 341 | 644 | 644 |
| 29 | 131 | 153 | 174 | 236 | 338 | 642 | 642 |
| 30 | 129 | 150 | 171 | 233 | 335 | 639 | 639 |
2.25 Renminbi-yuan
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 32 | 45 | 69 | 139 | 252 | 555 | 1257 |
| 2 | 33 | 46 | 70 | 140 | 253 | 556 | 1012 |
| 3 | 34 | 49 | 71 | 135 | 249 | 553 | 826 |
| 4 | 35 | 51 | 74 | 136 | 248 | 552 | 684 |
| 5 | 36 | 53 | 78 | 139 | 248 | 551 | 575 |
| 6 | 37 | 54 | 81 | 143 | 247 | 551 | 551 |
| 7 | 37 | 56 | 82 | 145 | 246 | 550 | 550 |
| 8 | 36 | 55 | 81 | 143 | 245 | 549 | 549 |
| 9 | 35 | 55 | 80 | 142 | 244 | 548 | 548 |
| 10 | 35 | 56 | 79 | 141 | 244 | 547 | 547 |
| 11 | 35 | 56 | 79 | 140 | 243 | 547 | 547 |
| 12 | 35 | 56 | 78 | 140 | 242 | 546 | 546 |
| 13 | 35 | 56 | 78 | 139 | 242 | 545 | 545 |
| 14 | 34 | 56 | 77 | 139 | 241 | 545 | 545 |
| 15 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 16 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 17 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 18 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 19 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 20 | 34 | 56 | 77 | 139 | 241 | 545 | 545 |
| 21 | 34 | 56 | 77 | 139 | 241 | 545 | 545 |
| 22 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 23 | 34 | 56 | 77 | 138 | 241 | 544 | 544 |
| 24 | 34 | 55 | 77 | 138 | 241 | 544 | 544 |
| 25 | 33 | 55 | 76 | 138 | 240 | 544 | 544 |
| 26 | 33 | 55 | 76 | 137 | 240 | 544 | 544 |
| 27 | 33 | 55 | 76 | 137 | 240 | 543 | 543 |
| 28 | 32 | 54 | 75 | 137 | 239 | 543 | 543 |
| 29 | 32 | 54 | 75 | 136 | 239 | 543 | 543 |
| 30 | 32 | 53 | 75 | 136 | 239 | 542 | 542 |
2.26 Ringgit
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 29 | 42 | 66 | 136 | 249 | 552 | 1247 |
| 2 | 31 | 44 | 67 | 138 | 251 | 554 | 1007 |
| 3 | 33 | 48 | 70 | 134 | 249 | 552 | 824 |
| 4 | 36 | 51 | 74 | 137 | 249 | 552 | 684 |
| 5 | 38 | 54 | 80 | 141 | 249 | 553 | 576 |
| 6 | 39 | 57 | 83 | 146 | 250 | 553 | 553 |
| 7 | 41 | 59 | 86 | 149 | 250 | 554 | 554 |
| 8 | 41 | 60 | 86 | 148 | 250 | 554 | 554 |
| 9 | 41 | 61 | 86 | 148 | 250 | 554 | 554 |
| 10 | 42 | 63 | 86 | 148 | 251 | 554 | 554 |
| 11 | 43 | 64 | 87 | 148 | 251 | 555 | 555 |
| 12 | 44 | 65 | 87 | 149 | 251 | 555 | 555 |
| 13 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 14 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 15 | 44 | 66 | 87 | 148 | 251 | 555 | 555 |
| 16 | 44 | 66 | 87 | 148 | 251 | 554 | 554 |
| 17 | 44 | 66 | 87 | 148 | 251 | 554 | 554 |
| 18 | 44 | 66 | 87 | 148 | 251 | 554 | 554 |
| 19 | 44 | 66 | 87 | 148 | 251 | 555 | 555 |
| 20 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 21 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 22 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 23 | 44 | 66 | 87 | 148 | 251 | 555 | 555 |
| 24 | 44 | 65 | 87 | 148 | 251 | 554 | 554 |
| 25 | 43 | 65 | 86 | 148 | 250 | 554 | 554 |
| 26 | 43 | 65 | 86 | 147 | 250 | 553 | 553 |
| 27 | 42 | 64 | 85 | 147 | 249 | 553 | 553 |
| 28 | 42 | 63 | 85 | 146 | 249 | 552 | 552 |
| 29 | 41 | 63 | 84 | 145 | 248 | 552 | 552 |
| 30 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
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 | 162 | 233 | 345 | 649 | 1348 |
| 2 | 124 | 138 | 161 | 232 | 344 | 648 | 1085 |
| 3 | 125 | 139 | 162 | 225 | 340 | 643 | 885 |
| 4 | 125 | 141 | 164 | 227 | 338 | 642 | 732 |
| 5 | 126 | 142 | 168 | 229 | 337 | 641 | 641 |
| 6 | 126 | 143 | 170 | 232 | 336 | 640 | 640 |
| 7 | 126 | 144 | 171 | 234 | 335 | 639 | 639 |
| 8 | 125 | 144 | 170 | 232 | 334 | 638 | 638 |
| 9 | 124 | 144 | 168 | 230 | 333 | 637 | 637 |
| 10 | 124 | 145 | 168 | 230 | 333 | 636 | 636 |
| 11 | 124 | 145 | 168 | 229 | 332 | 635 | 635 |
| 12 | 123 | 145 | 167 | 228 | 331 | 634 | 634 |
| 13 | 122 | 144 | 166 | 227 | 329 | 633 | 633 |
| 14 | 121 | 143 | 164 | 226 | 328 | 632 | 632 |
| 15 | 119 | 141 | 162 | 224 | 326 | 630 | 630 |
| 16 | 117 | 139 | 160 | 222 | 324 | 628 | 628 |
| 17 | 115 | 136 | 158 | 219 | 322 | 625 | 625 |
| 18 | 113 | 134 | 156 | 217 | 319 | 623 | 623 |
| 19 | 110 | 132 | 153 | 215 | 317 | 621 | 621 |
| 20 | 108 | 130 | 151 | 213 | 315 | 619 | 619 |
| 21 | 106 | 128 | 149 | 211 | 313 | 617 | 617 |
| 22 | 104 | 126 | 147 | 208 | 311 | 615 | 615 |
| 23 | 102 | 124 | 145 | 206 | 309 | 612 | 612 |
| 24 | 100 | 121 | 143 | 204 | 306 | 610 | 610 |
| 25 | 97 | 119 | 140 | 202 | 304 | 608 | 608 |
| 26 | 95 | 117 | 138 | 200 | 302 | 606 | 606 |
| 27 | 93 | 115 | 136 | 198 | 300 | 604 | 604 |
| 28 | 91 | 113 | 134 | 195 | 298 | 602 | 602 |
| 29 | 89 | 111 | 132 | 193 | 296 | 600 | 600 |
| 30 | 87 | 109 | 130 | 192 | 294 | 598 | 598 |
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 | 107 | 220 | 523 | 1220 |
| 2 | 2 | 15 | 38 | 109 | 222 | 525 | 984 |
| 3 | 4 | 19 | 41 | 105 | 219 | 523 | 805 |
| 4 | 7 | 22 | 45 | 108 | 220 | 523 | 668 |
| 5 | 9 | 25 | 51 | 112 | 220 | 524 | 562 |
| 6 | 10 | 28 | 54 | 117 | 221 | 524 | 524 |
| 7 | 12 | 30 | 57 | 120 | 221 | 525 | 525 |
| 8 | 12 | 31 | 56 | 119 | 221 | 525 | 525 |
| 9 | 12 | 32 | 56 | 118 | 221 | 525 | 525 |
| 10 | 12 | 33 | 56 | 118 | 221 | 524 | 524 |
| 11 | 13 | 34 | 56 | 118 | 220 | 524 | 524 |
| 12 | 13 | 34 | 56 | 118 | 220 | 524 | 524 |
| 13 | 13 | 34 | 56 | 117 | 220 | 524 | 524 |
| 14 | 13 | 35 | 56 | 117 | 220 | 523 | 523 |
| 15 | 13 | 34 | 56 | 117 | 219 | 523 | 523 |
| 16 | 13 | 34 | 55 | 117 | 219 | 523 | 523 |
| 17 | 13 | 34 | 55 | 117 | 219 | 523 | 523 |
| 18 | 14 | 34 | 55 | 117 | 219 | 523 | 523 |
| 19 | 14 | 34 | 55 | 117 | 219 | 523 | 523 |
| 20 | 15 | 35 | 56 | 117 | 220 | 523 | 523 |
| 21 | 16 | 35 | 56 | 118 | 220 | 524 | 524 |
| 22 | 17 | 35 | 57 | 118 | 221 | 524 | 524 |
| 23 | 18 | 36 | 57 | 118 | 221 | 524 | 524 |
| 24 | 18 | 36 | 57 | 118 | 221 | 525 | 525 |
| 25 | 19 | 36 | 57 | 119 | 221 | 525 | 525 |
| 26 | 19 | 36 | 57 | 119 | 221 | 525 | 525 |
| 27 | 21 | 36 | 57 | 119 | 221 | 525 | 525 |
| 28 | 21 | 36 | 57 | 119 | 221 | 525 | 525 |
| 29 | 22 | 36 | 57 | 119 | 221 | 525 | 525 |
| 30 | 22 | 36 | 57 | 119 | 221 | 525 | 525 |
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 | 72 | 143 | 255 | 559 | 1240 |
| 2 | 36 | 49 | 73 | 143 | 256 | 559 | 1000 |
| 3 | 36 | 51 | 73 | 137 | 251 | 555 | 816 |
| 4 | 36 | 52 | 75 | 138 | 249 | 553 | 675 |
| 5 | 37 | 53 | 79 | 140 | 248 | 552 | 568 |
| 6 | 39 | 56 | 83 | 146 | 249 | 553 | 553 |
| 7 | 37 | 55 | 82 | 145 | 246 | 550 | 550 |
| 8 | 40 | 59 | 85 | 147 | 249 | 553 | 553 |
| 9 | 39 | 59 | 84 | 145 | 248 | 552 | 552 |
| 10 | 34 | 55 | 79 | 140 | 243 | 547 | 547 |
| 11 | 31 | 52 | 75 | 136 | 238 | 542 | 542 |
| 12 | 28 | 49 | 71 | 133 | 235 | 539 | 539 |
| 13 | 26 | 47 | 69 | 130 | 233 | 536 | 536 |
| 14 | 24 | 46 | 67 | 128 | 231 | 535 | 535 |
| 15 | 23 | 44 | 66 | 127 | 230 | 533 | 533 |
| 16 | 21 | 43 | 64 | 126 | 228 | 532 | 532 |
| 17 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 18 | 20 | 41 | 63 | 124 | 227 | 530 | 530 |
| 19 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 20 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 21 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 22 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 23 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 24 | 19 | 41 | 62 | 123 | 226 | 530 | 530 |
| 25 | 19 | 41 | 62 | 123 | 226 | 530 | 530 |
| 26 | 19 | 41 | 62 | 123 | 226 | 529 | 529 |
| 27 | 21 | 41 | 62 | 123 | 226 | 529 | 529 |
| 28 | 21 | 40 | 62 | 123 | 225 | 529 | 529 |
| 29 | 22 | 40 | 61 | 123 | 225 | 529 | 529 |
| 30 | 22 | 40 | 61 | 123 | 225 | 529 | 529 |
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 | 205 | 218 | 242 | 312 | 425 | 728 | 1570 |
| 2 | 201 | 215 | 238 | 309 | 421 | 725 | 1268 |
| 3 | 198 | 212 | 235 | 298 | 413 | 716 | 1038 |
| 4 | 194 | 210 | 233 | 296 | 407 | 711 | 860 |
| 5 | 191 | 207 | 233 | 294 | 402 | 706 | 723 |
| 6 | 187 | 205 | 231 | 294 | 397 | 701 | 701 |
| 7 | 184 | 202 | 229 | 292 | 393 | 697 | 697 |
| 8 | 179 | 199 | 224 | 286 | 389 | 692 | 692 |
| 9 | 175 | 195 | 220 | 282 | 384 | 688 | 688 |
| 10 | 172 | 192 | 216 | 277 | 380 | 684 | 684 |
| 11 | 168 | 189 | 212 | 274 | 376 | 680 | 680 |
| 12 | 165 | 186 | 208 | 269 | 372 | 676 | 676 |
| 13 | 161 | 183 | 204 | 265 | 368 | 672 | 672 |
| 14 | 157 | 179 | 200 | 262 | 364 | 668 | 668 |
| 15 | 154 | 175 | 197 | 258 | 361 | 664 | 664 |
| 16 | 150 | 172 | 193 | 255 | 357 | 661 | 661 |
| 17 | 147 | 169 | 190 | 251 | 354 | 657 | 657 |
| 18 | 144 | 166 | 187 | 248 | 351 | 654 | 654 |
| 19 | 141 | 163 | 184 | 245 | 348 | 651 | 651 |
| 20 | 138 | 160 | 181 | 242 | 345 | 649 | 649 |
| 21 | 135 | 157 | 178 | 240 | 342 | 646 | 646 |
| 22 | 132 | 154 | 175 | 237 | 339 | 643 | 643 |
| 23 | 130 | 151 | 173 | 234 | 337 | 640 | 640 |
| 24 | 127 | 149 | 170 | 231 | 334 | 638 | 638 |
| 25 | 124 | 146 | 167 | 229 | 331 | 635 | 635 |
| 26 | 122 | 144 | 165 | 226 | 329 | 632 | 632 |
| 27 | 119 | 141 | 162 | 224 | 326 | 630 | 630 |
| 28 | 117 | 139 | 160 | 221 | 324 | 627 | 627 |
| 29 | 115 | 136 | 158 | 219 | 321 | 625 | 625 |
| 30 | 112 | 134 | 155 | 217 | 319 | 623 | 623 |
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 | 25 | 49 | 103 | 236 | 539 | 1218 |
| 2 | 9 | 25 | 49 | 103 | 236 | 539 | 981 |
| 3 | 10 | 28 | 51 | 98 | 234 | 537 | 802 |
| 4 | 13 | 33 | 54 | 96 | 234 | 538 | 665 |
| 5 | 17 | 39 | 59 | 99 | 235 | 539 | 560 |
| 6 | 18 | 42 | 64 | 96 | 236 | 539 | 539 |
| 7 | 20 | 44 | 63 | 90 | 236 | 540 | 540 |
| 8 | 18 | 43 | 63 | 90 | 236 | 540 | 540 |
| 9 | 19 | 45 | 65 | 93 | 236 | 540 | 540 |
| 10 | 21 | 48 | 67 | 97 | 236 | 540 | 540 |
| 11 | 22 | 50 | 69 | 100 | 236 | 540 | 540 |
| 12 | 24 | 52 | 70 | 101 | 236 | 540 | 540 |
| 13 | 25 | 54 | 71 | 101 | 236 | 540 | 540 |
| 14 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 15 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 16 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 17 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 18 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 19 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 20 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 21 | 26 | 55 | 71 | 101 | 237 | 540 | 540 |
| 22 | 26 | 55 | 71 | 101 | 237 | 540 | 540 |
| 23 | 26 | 55 | 71 | 101 | 237 | 540 | 540 |
| 24 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 25 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 26 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 27 | 26 | 55 | 71 | 101 | 236 | 539 | 539 |
| 28 | 26 | 55 | 71 | 101 | 236 | 539 | 539 |
| 29 | 26 | 55 | 71 | 101 | 235 | 539 | 539 |
| 30 | 26 | 55 | 71 | 101 | 235 | 538 | 538 |
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 | 86 | 198 | 502 | 1214 |
| 2 | 1 | 5 | 14 | 84 | 197 | 500 | 976 |
| 3 | 2 | 5 | 13 | 77 | 192 | 495 | 795 |
| 4 | 2 | 6 | 15 | 78 | 190 | 493 | 658 |
| 5 | 4 | 7 | 19 | 81 | 189 | 493 | 553 |
| 6 | 4 | 7 | 22 | 85 | 188 | 492 | 492 |
| 7 | 5 | 9 | 24 | 87 | 188 | 492 | 492 |
| 8 | 6 | 9 | 23 | 86 | 188 | 492 | 492 |
| 9 | 7 | 10 | 23 | 85 | 188 | 492 | 492 |
| 10 | 8 | 11 | 24 | 85 | 188 | 492 | 492 |
| 11 | 8 | 11 | 24 | 86 | 188 | 492 | 492 |
| 12 | 9 | 13 | 24 | 86 | 188 | 492 | 492 |
| 13 | 10 | 13 | 24 | 86 | 188 | 492 | 492 |
| 14 | 10 | 14 | 25 | 86 | 189 | 492 | 492 |
| 15 | 12 | 14 | 26 | 86 | 189 | 493 | 493 |
| 16 | 12 | 16 | 27 | 86 | 189 | 493 | 493 |
| 17 | 13 | 16 | 29 | 87 | 189 | 493 | 493 |
| 18 | 14 | 17 | 30 | 87 | 190 | 493 | 493 |
| 19 | 14 | 18 | 31 | 88 | 190 | 494 | 494 |
| 20 | 15 | 18 | 32 | 88 | 191 | 495 | 495 |
| 21 | 15 | 20 | 34 | 89 | 191 | 495 | 495 |
| 22 | 17 | 20 | 35 | 89 | 192 | 495 | 495 |
| 23 | 17 | 21 | 36 | 89 | 192 | 496 | 496 |
| 24 | 18 | 21 | 37 | 90 | 192 | 496 | 496 |
| 25 | 18 | 22 | 38 | 90 | 192 | 496 | 496 |
| 26 | 19 | 23 | 39 | 90 | 192 | 496 | 496 |
| 27 | 19 | 24 | 41 | 90 | 192 | 496 | 496 |
| 28 | 21 | 25 | 42 | 89 | 192 | 496 | 496 |
| 29 | 21 | 25 | 43 | 89 | 192 | 496 | 496 |
| 30 | 22 | 26 | 44 | 89 | 192 | 496 | 496 |
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 | 42 | 160 | 300 | 3173 |
| 2 | 2 | 15 | 21 | 42 | 160 | 344 | 2356 |
| 3 | 2 | 15 | 23 | 47 | 155 | 361 | 1772 |
| 4 | 2 | 16 | 26 | 51 | 153 | 361 | 1365 |
| 5 | 3 | 18 | 29 | 53 | 153 | 353 | 1079 |
| 6 | 4 | 20 | 32 | 56 | 153 | 340 | 873 |
| 7 | 6 | 23 | 33 | 58 | 153 | 324 | 720 |
| 8 | 6 | 24 | 35 | 61 | 153 | 306 | 604 |
| 9 | 6 | 24 | 36 | 63 | 153 | 289 | 514 |
| 10 | 6 | 25 | 38 | 66 | 153 | 272 | 442 |
| 11 | 7 | 26 | 38 | 66 | 153 | 255 | 383 |
| 12 | 7 | 26 | 38 | 67 | 153 | 247 | 335 |
| 13 | 7 | 26 | 38 | 67 | 153 | 247 | 294 |
| 14 | 7 | 26 | 38 | 67 | 153 | 247 | 260 |
| 15 | 7 | 26 | 38 | 67 | 153 | 247 | 247 |
| 16 | 7 | 26 | 41 | 67 | 153 | 247 | 247 |
| 17 | 7 | 26 | 43 | 67 | 153 | 247 | 247 |
| 18 | 7 | 26 | 46 | 67 | 153 | 247 | 247 |
| 19 | 7 | 26 | 48 | 67 | 153 | 247 | 247 |
| 20 | 7 | 26 | 50 | 67 | 153 | 247 | 247 |
| 21 | 7 | 26 | 53 | 67 | 153 | 247 | 247 |
| 22 | 8 | 26 | 55 | 67 | 153 | 247 | 247 |
| 23 | 8 | 26 | 57 | 67 | 153 | 247 | 247 |
| 24 | 8 | 26 | 59 | 67 | 153 | 247 | 247 |
| 25 | 9 | 26 | 62 | 67 | 153 | 247 | 247 |
| 26 | 9 | 26 | 64 | 68 | 153 | 247 | 247 |
| 27 | 10 | 26 | 67 | 70 | 153 | 247 | 247 |
| 28 | 10 | 26 | 69 | 72 | 153 | 247 | 247 |
| 29 | 10 | 26 | 72 | 74 | 153 | 247 | 247 |
| 30 | 11 | 26 | 74 | 75 | 153 | 247 | 247 |
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 | 10 | 22 | 29 | 50 | 168 | 314 | 3329 |
| 2 | 12 | 24 | 31 | 52 | 170 | 361 | 2481 |
| 3 | 12 | 25 | 33 | 57 | 165 | 378 | 1867 |
| 4 | 12 | 26 | 36 | 61 | 163 | 378 | 1436 |
| 5 | 12 | 27 | 39 | 63 | 162 | 369 | 1133 |
| 6 | 13 | 29 | 41 | 65 | 162 | 355 | 915 |
| 7 | 14 | 31 | 42 | 66 | 161 | 337 | 754 |
| 8 | 13 | 31 | 42 | 68 | 160 | 319 | 631 |
| 9 | 13 | 32 | 43 | 71 | 160 | 301 | 536 |
| 10 | 13 | 32 | 44 | 72 | 160 | 282 | 460 |
| 11 | 13 | 32 | 44 | 73 | 159 | 265 | 399 |
| 12 | 12 | 31 | 44 | 72 | 158 | 252 | 348 |
| 13 | 12 | 31 | 43 | 72 | 158 | 252 | 306 |
| 14 | 11 | 30 | 43 | 71 | 157 | 251 | 271 |
| 15 | 11 | 30 | 42 | 71 | 157 | 251 | 251 |
| 16 | 10 | 29 | 42 | 70 | 156 | 250 | 250 |
| 17 | 10 | 29 | 44 | 70 | 156 | 250 | 250 |
| 18 | 10 | 29 | 47 | 70 | 156 | 250 | 250 |
| 19 | 10 | 29 | 50 | 70 | 156 | 250 | 250 |
| 20 | 11 | 30 | 51 | 70 | 157 | 251 | 251 |
| 21 | 11 | 30 | 54 | 71 | 157 | 251 | 251 |
| 22 | 11 | 30 | 57 | 71 | 157 | 251 | 251 |
| 23 | 11 | 30 | 59 | 71 | 157 | 251 | 251 |
| 24 | 11 | 30 | 62 | 71 | 157 | 251 | 251 |
| 25 | 11 | 30 | 64 | 71 | 157 | 251 | 251 |
| 26 | 11 | 30 | 66 | 71 | 157 | 251 | 251 |
| 27 | 11 | 30 | 69 | 72 | 157 | 251 | 251 |
| 28 | 11 | 30 | 71 | 74 | 157 | 251 | 251 |
| 29 | 11 | 30 | 73 | 76 | 157 | 251 | 251 |
| 30 | 11 | 30 | 77 | 78 | 157 | 251 | 251 |
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 | 42 | 160 | 300 | 3173 |
| 2 | 2 | 14 | 21 | 42 | 160 | 344 | 2356 |
| 3 | 1 | 15 | 23 | 47 | 155 | 361 | 1772 |
| 4 | 1 | 16 | 26 | 51 | 153 | 361 | 1365 |
| 5 | 2 | 18 | 29 | 53 | 153 | 353 | 1079 |
| 6 | 4 | 20 | 31 | 56 | 153 | 340 | 873 |
| 7 | 5 | 23 | 33 | 58 | 153 | 324 | 720 |
| 8 | 5 | 23 | 34 | 60 | 153 | 306 | 604 |
| 9 | 6 | 24 | 36 | 63 | 153 | 289 | 514 |
| 10 | 6 | 25 | 38 | 65 | 153 | 272 | 441 |
| 11 | 6 | 25 | 38 | 66 | 153 | 255 | 383 |
| 12 | 7 | 26 | 38 | 66 | 153 | 247 | 335 |
| 13 | 7 | 26 | 38 | 66 | 153 | 247 | 294 |
| 14 | 7 | 26 | 38 | 66 | 153 | 247 | 260 |
| 15 | 7 | 26 | 38 | 66 | 153 | 247 | 247 |
| 16 | 7 | 26 | 41 | 66 | 153 | 247 | 247 |
| 17 | 7 | 26 | 43 | 66 | 153 | 247 | 247 |
| 18 | 7 | 26 | 46 | 66 | 153 | 247 | 247 |
| 19 | 7 | 26 | 48 | 66 | 153 | 247 | 247 |
| 20 | 7 | 26 | 50 | 66 | 153 | 247 | 247 |
| 21 | 7 | 26 | 53 | 66 | 153 | 247 | 247 |
| 22 | 8 | 26 | 55 | 66 | 153 | 247 | 247 |
| 23 | 8 | 26 | 57 | 66 | 153 | 247 | 247 |
| 24 | 8 | 26 | 59 | 66 | 153 | 247 | 247 |
| 25 | 9 | 26 | 62 | 66 | 153 | 247 | 247 |
| 26 | 9 | 26 | 64 | 68 | 153 | 247 | 247 |
| 27 | 10 | 26 | 67 | 70 | 153 | 247 | 247 |
| 28 | 10 | 26 | 69 | 72 | 153 | 247 | 247 |
| 29 | 10 | 26 | 72 | 74 | 153 | 247 | 247 |
| 30 | 11 | 26 | 74 | 75 | 153 | 247 | 247 |
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 | 73 | 85 | 92 | 113 | 231 | 327 | 3280 |
| 2 | 70 | 82 | 88 | 110 | 228 | 356 | 2447 |
| 3 | 72 | 85 | 93 | 117 | 225 | 375 | 1846 |
| 4 | 70 | 84 | 94 | 119 | 221 | 376 | 1425 |
| 5 | 69 | 84 | 96 | 119 | 219 | 368 | 1127 |
| 6 | 69 | 85 | 96 | 121 | 218 | 355 | 913 |
| 7 | 69 | 86 | 97 | 121 | 216 | 338 | 753 |
| 8 | 68 | 86 | 97 | 123 | 215 | 321 | 632 |
| 9 | 67 | 86 | 97 | 125 | 214 | 308 | 537 |
| 10 | 64 | 83 | 96 | 123 | 211 | 305 | 462 |
| 11 | 62 | 81 | 94 | 122 | 208 | 302 | 401 |
| 12 | 61 | 80 | 93 | 121 | 207 | 301 | 350 |
| 13 | 60 | 79 | 92 | 120 | 206 | 300 | 308 |
| 14 | 60 | 79 | 92 | 120 | 206 | 300 | 300 |
| 15 | 60 | 79 | 91 | 120 | 206 | 300 | 300 |
| 16 | 59 | 78 | 91 | 119 | 205 | 299 | 299 |
| 17 | 59 | 78 | 90 | 119 | 205 | 299 | 299 |
| 18 | 58 | 77 | 90 | 118 | 204 | 298 | 298 |
| 19 | 58 | 77 | 89 | 117 | 204 | 298 | 298 |
| 20 | 57 | 76 | 89 | 117 | 203 | 297 | 297 |
| 21 | 56 | 75 | 88 | 116 | 202 | 297 | 297 |
| 22 | 56 | 75 | 87 | 115 | 202 | 296 | 296 |
| 23 | 55 | 74 | 86 | 115 | 201 | 295 | 295 |
| 24 | 54 | 73 | 85 | 114 | 200 | 294 | 294 |
| 25 | 53 | 72 | 84 | 113 | 199 | 293 | 293 |
| 26 | 52 | 71 | 83 | 112 | 198 | 292 | 292 |
| 27 | 51 | 70 | 82 | 111 | 197 | 291 | 291 |
| 28 | 50 | 69 | 81 | 109 | 196 | 290 | 290 |
| 29 | 49 | 68 | 80 | 108 | 195 | 289 | 289 |
| 30 | 48 | 67 | 79 | 107 | 194 | 288 | 288 |
3.5 Krona
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 18 | 25 | 46 | 164 | 302 | 3200 |
| 2 | 8 | 20 | 26 | 48 | 166 | 347 | 2377 |
| 3 | 8 | 21 | 30 | 54 | 162 | 364 | 1790 |
| 4 | 9 | 23 | 33 | 58 | 160 | 365 | 1379 |
| 5 | 10 | 25 | 37 | 60 | 160 | 357 | 1091 |
| 6 | 11 | 28 | 39 | 63 | 160 | 343 | 882 |
| 7 | 13 | 30 | 40 | 65 | 160 | 327 | 728 |
| 8 | 12 | 30 | 41 | 67 | 159 | 310 | 611 |
| 9 | 12 | 31 | 42 | 70 | 159 | 292 | 519 |
| 10 | 12 | 31 | 44 | 71 | 159 | 275 | 446 |
| 11 | 12 | 31 | 44 | 72 | 158 | 258 | 388 |
| 12 | 12 | 31 | 44 | 72 | 158 | 252 | 339 |
| 13 | 12 | 31 | 44 | 72 | 158 | 252 | 299 |
| 14 | 12 | 31 | 44 | 72 | 158 | 252 | 264 |
| 15 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 16 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 17 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 18 | 12 | 31 | 46 | 72 | 158 | 252 | 252 |
| 19 | 13 | 32 | 49 | 72 | 159 | 253 | 253 |
| 20 | 13 | 32 | 51 | 73 | 159 | 253 | 253 |
| 21 | 13 | 33 | 54 | 73 | 160 | 254 | 254 |
| 22 | 14 | 33 | 56 | 74 | 160 | 254 | 254 |
| 23 | 14 | 33 | 58 | 74 | 160 | 254 | 254 |
| 24 | 14 | 33 | 61 | 74 | 160 | 254 | 254 |
| 25 | 14 | 33 | 63 | 74 | 160 | 254 | 254 |
| 26 | 14 | 33 | 66 | 74 | 160 | 254 | 254 |
| 27 | 14 | 33 | 68 | 74 | 160 | 254 | 254 |
| 28 | 14 | 33 | 71 | 74 | 160 | 254 | 254 |
| 29 | 14 | 33 | 73 | 75 | 160 | 254 | 254 |
| 30 | 13 | 33 | 76 | 77 | 160 | 254 | 254 |
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 | 43 | 55 | 62 | 83 | 201 | 302 | 3194 |
| 2 | 47 | 59 | 65 | 87 | 205 | 346 | 2372 |
| 3 | 50 | 64 | 72 | 96 | 204 | 363 | 1784 |
| 4 | 53 | 67 | 77 | 102 | 204 | 363 | 1374 |
| 5 | 54 | 70 | 81 | 105 | 205 | 355 | 1085 |
| 6 | 56 | 72 | 83 | 108 | 205 | 341 | 878 |
| 7 | 57 | 74 | 85 | 109 | 204 | 326 | 725 |
| 8 | 56 | 74 | 85 | 111 | 203 | 309 | 609 |
| 9 | 55 | 74 | 85 | 113 | 202 | 296 | 518 |
| 10 | 54 | 73 | 86 | 114 | 201 | 295 | 446 |
| 11 | 53 | 72 | 85 | 113 | 200 | 294 | 387 |
| 12 | 52 | 71 | 84 | 112 | 198 | 292 | 339 |
| 13 | 51 | 70 | 83 | 111 | 197 | 291 | 298 |
| 14 | 50 | 69 | 81 | 110 | 196 | 290 | 290 |
| 15 | 49 | 68 | 80 | 109 | 195 | 289 | 289 |
| 16 | 48 | 67 | 80 | 108 | 194 | 288 | 288 |
| 17 | 47 | 66 | 79 | 107 | 193 | 287 | 287 |
| 18 | 47 | 66 | 78 | 107 | 193 | 287 | 287 |
| 19 | 46 | 65 | 78 | 106 | 192 | 286 | 286 |
| 20 | 46 | 65 | 77 | 105 | 192 | 286 | 286 |
| 21 | 45 | 64 | 77 | 105 | 191 | 285 | 285 |
| 22 | 44 | 63 | 76 | 104 | 190 | 284 | 284 |
| 23 | 44 | 63 | 75 | 103 | 190 | 284 | 284 |
| 24 | 43 | 62 | 74 | 103 | 189 | 283 | 283 |
| 25 | 42 | 61 | 74 | 102 | 188 | 282 | 282 |
| 26 | 41 | 60 | 73 | 101 | 187 | 281 | 281 |
| 27 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 28 | 40 | 59 | 71 | 99 | 186 | 280 | 280 |
| 29 | 39 | 58 | 73 | 99 | 185 | 279 | 279 |
| 30 | 38 | 57 | 76 | 98 | 184 | 278 | 278 |
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 | 41 | 160 | 300 | 3170 |
| 2 | 1 | 14 | 20 | 41 | 160 | 344 | 2354 |
| 3 | 1 | 14 | 22 | 46 | 154 | 360 | 1771 |
| 4 | 1 | 15 | 25 | 50 | 152 | 361 | 1364 |
| 5 | 2 | 17 | 28 | 52 | 152 | 353 | 1078 |
| 6 | 3 | 19 | 31 | 55 | 152 | 339 | 872 |
| 7 | 5 | 22 | 32 | 57 | 152 | 323 | 720 |
| 8 | 5 | 23 | 34 | 60 | 152 | 306 | 604 |
| 9 | 5 | 24 | 35 | 63 | 152 | 289 | 513 |
| 10 | 5 | 24 | 37 | 65 | 152 | 271 | 441 |
| 11 | 6 | 25 | 37 | 65 | 152 | 255 | 383 |
| 12 | 6 | 25 | 38 | 66 | 152 | 246 | 334 |
| 13 | 6 | 25 | 38 | 66 | 152 | 246 | 294 |
| 14 | 6 | 25 | 37 | 66 | 152 | 246 | 260 |
| 15 | 6 | 25 | 38 | 66 | 152 | 246 | 246 |
| 16 | 6 | 25 | 41 | 66 | 152 | 246 | 246 |
| 17 | 6 | 25 | 43 | 66 | 152 | 246 | 246 |
| 18 | 6 | 25 | 46 | 66 | 152 | 246 | 246 |
| 19 | 7 | 25 | 48 | 66 | 152 | 246 | 246 |
| 20 | 7 | 25 | 50 | 66 | 152 | 246 | 246 |
| 21 | 7 | 25 | 53 | 66 | 152 | 246 | 246 |
| 22 | 8 | 25 | 55 | 66 | 152 | 246 | 246 |
| 23 | 8 | 25 | 57 | 66 | 152 | 246 | 246 |
| 24 | 8 | 25 | 59 | 66 | 152 | 246 | 246 |
| 25 | 9 | 25 | 62 | 66 | 152 | 246 | 246 |
| 26 | 9 | 25 | 64 | 68 | 152 | 246 | 246 |
| 27 | 10 | 25 | 67 | 70 | 152 | 246 | 246 |
| 28 | 10 | 25 | 69 | 72 | 152 | 246 | 246 |
| 29 | 10 | 25 | 72 | 74 | 152 | 246 | 246 |
| 30 | 11 | 25 | 74 | 75 | 152 | 246 | 246 |
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 | 178 | 305 | 3224 |
| 2 | 0 | 11 | 22 | 45 | 178 | 350 | 2400 |
| 3 | 1 | 11 | 23 | 49 | 173 | 367 | 1807 |
| 4 | 1 | 13 | 26 | 55 | 170 | 368 | 1392 |
| 5 | 1 | 16 | 28 | 59 | 169 | 359 | 1100 |
| 6 | 2 | 18 | 33 | 60 | 168 | 346 | 889 |
| 7 | 3 | 21 | 36 | 60 | 167 | 329 | 734 |
| 8 | 5 | 24 | 37 | 59 | 166 | 312 | 615 |
| 9 | 8 | 30 | 42 | 58 | 165 | 294 | 523 |
| 10 | 11 | 34 | 42 | 57 | 164 | 276 | 449 |
| 11 | 10 | 33 | 41 | 57 | 163 | 259 | 389 |
| 12 | 9 | 32 | 41 | 56 | 162 | 256 | 340 |
| 13 | 8 | 31 | 42 | 57 | 162 | 256 | 299 |
| 14 | 8 | 31 | 42 | 57 | 161 | 255 | 265 |
| 15 | 8 | 31 | 43 | 57 | 160 | 254 | 254 |
| 16 | 8 | 31 | 43 | 57 | 159 | 253 | 253 |
| 17 | 8 | 31 | 44 | 57 | 158 | 252 | 252 |
| 18 | 8 | 31 | 46 | 57 | 157 | 251 | 251 |
| 19 | 8 | 31 | 48 | 57 | 157 | 251 | 251 |
| 20 | 8 | 31 | 51 | 57 | 158 | 252 | 252 |
| 21 | 8 | 31 | 53 | 59 | 158 | 252 | 252 |
| 22 | 8 | 31 | 55 | 61 | 157 | 251 | 251 |
| 23 | 8 | 31 | 58 | 63 | 157 | 251 | 251 |
| 24 | 9 | 31 | 61 | 65 | 156 | 250 | 250 |
| 25 | 9 | 31 | 62 | 67 | 156 | 250 | 250 |
| 26 | 9 | 31 | 65 | 68 | 155 | 249 | 249 |
| 27 | 10 | 31 | 67 | 70 | 155 | 249 | 249 |
| 28 | 10 | 31 | 70 | 73 | 154 | 248 | 248 |
| 29 | 11 | 31 | 72 | 75 | 154 | 248 | 248 |
| 30 | 11 | 31 | 74 | 76 | 153 | 247 | 247 |
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 | 80 | 92 | 99 | 120 | 238 | 334 | 3339 |
| 2 | 78 | 91 | 97 | 119 | 237 | 362 | 2490 |
| 3 | 76 | 90 | 98 | 122 | 230 | 380 | 1878 |
| 4 | 75 | 89 | 99 | 124 | 226 | 382 | 1449 |
| 5 | 73 | 88 | 100 | 123 | 223 | 374 | 1146 |
| 6 | 73 | 89 | 100 | 125 | 222 | 360 | 928 |
| 7 | 72 | 89 | 100 | 124 | 219 | 343 | 766 |
| 8 | 70 | 88 | 99 | 125 | 217 | 326 | 643 |
| 9 | 68 | 87 | 98 | 126 | 215 | 309 | 546 |
| 10 | 67 | 86 | 98 | 126 | 213 | 308 | 469 |
| 11 | 66 | 85 | 97 | 126 | 212 | 306 | 407 |
| 12 | 64 | 83 | 96 | 124 | 210 | 305 | 356 |
| 13 | 63 | 82 | 95 | 123 | 209 | 303 | 313 |
| 14 | 62 | 81 | 93 | 121 | 208 | 302 | 302 |
| 15 | 60 | 79 | 92 | 120 | 206 | 300 | 300 |
| 16 | 59 | 78 | 91 | 119 | 205 | 299 | 299 |
| 17 | 58 | 77 | 90 | 118 | 204 | 298 | 298 |
| 18 | 57 | 76 | 89 | 117 | 203 | 297 | 297 |
| 19 | 56 | 75 | 88 | 116 | 202 | 297 | 297 |
| 20 | 56 | 75 | 87 | 115 | 202 | 296 | 296 |
| 21 | 55 | 74 | 86 | 115 | 201 | 295 | 295 |
| 22 | 54 | 73 | 85 | 114 | 200 | 294 | 294 |
| 23 | 53 | 72 | 84 | 113 | 199 | 293 | 293 |
| 24 | 52 | 71 | 83 | 112 | 198 | 292 | 292 |
| 25 | 51 | 70 | 82 | 110 | 197 | 291 | 291 |
| 26 | 49 | 69 | 81 | 109 | 196 | 290 | 290 |
| 27 | 48 | 68 | 80 | 108 | 195 | 289 | 289 |
| 28 | 47 | 66 | 79 | 107 | 193 | 288 | 288 |
| 29 | 46 | 65 | 78 | 106 | 192 | 286 | 286 |
| 30 | 45 | 64 | 78 | 105 | 191 | 285 | 285 |
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 | 52 | 65 | 71 | 92 | 210 | 306 | 3209 |
| 2 | 51 | 64 | 70 | 92 | 210 | 350 | 2396 |
| 3 | 50 | 63 | 72 | 96 | 204 | 368 | 1808 |
| 4 | 49 | 63 | 74 | 99 | 201 | 369 | 1395 |
| 5 | 49 | 64 | 75 | 99 | 199 | 361 | 1104 |
| 6 | 49 | 65 | 76 | 101 | 197 | 348 | 894 |
| 7 | 49 | 66 | 77 | 101 | 196 | 332 | 739 |
| 8 | 48 | 65 | 77 | 102 | 195 | 315 | 620 |
| 9 | 46 | 65 | 77 | 104 | 193 | 297 | 528 |
| 10 | 46 | 65 | 77 | 105 | 192 | 286 | 454 |
| 11 | 45 | 64 | 77 | 105 | 191 | 285 | 394 |
| 12 | 44 | 64 | 76 | 104 | 191 | 285 | 344 |
| 13 | 44 | 63 | 75 | 104 | 190 | 284 | 303 |
| 14 | 43 | 62 | 75 | 103 | 189 | 283 | 283 |
| 15 | 43 | 62 | 74 | 103 | 189 | 283 | 283 |
| 16 | 42 | 61 | 73 | 102 | 188 | 282 | 282 |
| 17 | 41 | 60 | 73 | 101 | 187 | 281 | 281 |
| 18 | 41 | 60 | 72 | 101 | 187 | 281 | 281 |
| 19 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 20 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 21 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 22 | 39 | 59 | 71 | 99 | 186 | 280 | 280 |
| 23 | 39 | 58 | 71 | 99 | 185 | 279 | 279 |
| 24 | 38 | 57 | 70 | 98 | 184 | 278 | 278 |
| 25 | 38 | 57 | 69 | 98 | 184 | 278 | 278 |
| 26 | 37 | 56 | 69 | 97 | 183 | 277 | 277 |
| 27 | 36 | 55 | 69 | 96 | 182 | 276 | 276 |
| 28 | 36 | 55 | 71 | 95 | 182 | 276 | 276 |
| 29 | 35 | 54 | 74 | 95 | 181 | 275 | 275 |
| 30 | 34 | 53 | 76 | 94 | 180 | 274 | 274 |
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 | 67 | 185 | 307 | 3250 |
| 2 | 28 | 40 | 46 | 68 | 186 | 353 | 2424 |
| 3 | 26 | 40 | 48 | 72 | 180 | 371 | 1826 |
| 4 | 26 | 40 | 50 | 75 | 177 | 372 | 1408 |
| 5 | 26 | 41 | 52 | 76 | 176 | 363 | 1112 |
| 6 | 26 | 43 | 54 | 78 | 175 | 350 | 899 |
| 7 | 27 | 44 | 55 | 80 | 174 | 333 | 742 |
| 8 | 26 | 44 | 55 | 81 | 174 | 315 | 622 |
| 9 | 26 | 45 | 56 | 84 | 173 | 297 | 528 |
| 10 | 26 | 45 | 57 | 85 | 172 | 279 | 454 |
| 11 | 25 | 44 | 57 | 85 | 172 | 266 | 394 |
| 12 | 25 | 44 | 56 | 85 | 171 | 265 | 344 |
| 13 | 24 | 43 | 56 | 84 | 170 | 264 | 303 |
| 14 | 23 | 43 | 55 | 83 | 170 | 264 | 268 |
| 15 | 23 | 42 | 55 | 83 | 169 | 263 | 263 |
| 16 | 22 | 41 | 54 | 82 | 168 | 262 | 262 |
| 17 | 22 | 41 | 53 | 82 | 168 | 262 | 262 |
| 18 | 21 | 41 | 53 | 81 | 168 | 262 | 262 |
| 19 | 21 | 40 | 53 | 81 | 167 | 261 | 261 |
| 20 | 21 | 40 | 53 | 81 | 167 | 262 | 262 |
| 21 | 21 | 41 | 54 | 81 | 168 | 262 | 262 |
| 22 | 21 | 40 | 57 | 81 | 167 | 261 | 261 |
| 23 | 21 | 40 | 58 | 81 | 167 | 261 | 261 |
| 24 | 21 | 40 | 61 | 81 | 167 | 261 | 261 |
| 25 | 21 | 40 | 64 | 81 | 167 | 261 | 261 |
| 26 | 20 | 40 | 66 | 80 | 167 | 261 | 261 |
| 27 | 20 | 39 | 69 | 80 | 166 | 260 | 260 |
| 28 | 20 | 39 | 71 | 80 | 166 | 260 | 260 |
| 29 | 20 | 39 | 73 | 79 | 166 | 260 | 260 |
| 30 | 19 | 38 | 76 | 79 | 165 | 259 | 259 |
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 | 142 | 299 | 3163 |
| 2 | 0 | 1 | 6 | 25 | 143 | 343 | 2349 |
| 3 | 1 | 1 | 8 | 30 | 138 | 360 | 1767 |
| 4 | 1 | 3 | 11 | 33 | 135 | 360 | 1362 |
| 5 | 1 | 4 | 14 | 35 | 135 | 352 | 1077 |
| 6 | 2 | 4 | 16 | 39 | 135 | 339 | 871 |
| 7 | 2 | 6 | 19 | 41 | 135 | 323 | 719 |
| 8 | 2 | 6 | 22 | 43 | 135 | 306 | 603 |
| 9 | 3 | 7 | 24 | 46 | 135 | 289 | 513 |
| 10 | 4 | 8 | 26 | 48 | 135 | 271 | 441 |
| 11 | 4 | 9 | 29 | 50 | 136 | 255 | 382 |
| 12 | 4 | 10 | 31 | 49 | 135 | 238 | 334 |
| 13 | 4 | 10 | 34 | 50 | 136 | 230 | 294 |
| 14 | 4 | 12 | 36 | 49 | 136 | 230 | 260 |
| 15 | 5 | 12 | 38 | 48 | 134 | 229 | 231 |
| 16 | 6 | 13 | 41 | 48 | 134 | 228 | 228 |
| 17 | 6 | 14 | 43 | 50 | 133 | 228 | 228 |
| 18 | 6 | 15 | 45 | 52 | 134 | 228 | 228 |
| 19 | 7 | 15 | 47 | 54 | 134 | 228 | 228 |
| 20 | 7 | 17 | 50 | 56 | 134 | 228 | 228 |
| 21 | 7 | 17 | 53 | 58 | 135 | 229 | 229 |
| 22 | 8 | 18 | 54 | 60 | 135 | 229 | 229 |
| 23 | 8 | 18 | 57 | 61 | 135 | 229 | 229 |
| 24 | 8 | 20 | 59 | 64 | 134 | 229 | 229 |
| 25 | 9 | 20 | 62 | 66 | 134 | 228 | 228 |
| 26 | 9 | 21 | 64 | 68 | 136 | 228 | 228 |
| 27 | 10 | 23 | 67 | 70 | 137 | 228 | 228 |
| 28 | 10 | 23 | 69 | 71 | 138 | 228 | 228 |
| 29 | 10 | 24 | 72 | 73 | 139 | 228 | 228 |
| 30 | 11 | 25 | 74 | 75 | 141 | 228 | 228 |
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 | 41 | 53 | 60 | 81 | 199 | 303 | 3205 |
| 2 | 41 | 54 | 60 | 81 | 199 | 348 | 2384 |
| 3 | 40 | 53 | 62 | 86 | 194 | 365 | 1797 |
| 4 | 40 | 54 | 64 | 89 | 191 | 367 | 1387 |
| 5 | 40 | 55 | 66 | 90 | 190 | 359 | 1098 |
| 6 | 40 | 56 | 68 | 92 | 189 | 346 | 889 |
| 7 | 41 | 58 | 69 | 93 | 188 | 330 | 734 |
| 8 | 40 | 58 | 69 | 95 | 187 | 313 | 616 |
| 9 | 39 | 58 | 69 | 97 | 186 | 295 | 524 |
| 10 | 39 | 58 | 70 | 98 | 185 | 279 | 451 |
| 11 | 38 | 57 | 70 | 98 | 185 | 279 | 391 |
| 12 | 38 | 57 | 69 | 98 | 184 | 278 | 342 |
| 13 | 37 | 56 | 69 | 97 | 183 | 277 | 301 |
| 14 | 36 | 56 | 68 | 96 | 183 | 277 | 277 |
| 15 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 16 | 35 | 54 | 67 | 95 | 181 | 275 | 275 |
| 17 | 35 | 54 | 66 | 94 | 181 | 275 | 275 |
| 18 | 34 | 53 | 66 | 94 | 180 | 274 | 274 |
| 19 | 34 | 53 | 65 | 94 | 180 | 274 | 274 |
| 20 | 33 | 53 | 65 | 93 | 180 | 274 | 274 |
| 21 | 33 | 52 | 65 | 93 | 179 | 273 | 273 |
| 22 | 33 | 52 | 64 | 93 | 179 | 273 | 273 |
| 23 | 32 | 51 | 64 | 92 | 178 | 272 | 272 |
| 24 | 32 | 51 | 63 | 91 | 178 | 272 | 272 |
| 25 | 31 | 50 | 63 | 91 | 177 | 271 | 271 |
| 26 | 30 | 49 | 66 | 90 | 176 | 270 | 270 |
| 27 | 29 | 49 | 68 | 89 | 176 | 270 | 270 |
| 28 | 29 | 48 | 71 | 89 | 175 | 269 | 269 |
| 29 | 28 | 47 | 73 | 88 | 174 | 268 | 268 |
| 30 | 27 | 46 | 76 | 87 | 173 | 268 | 268 |
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 | 26 | 32 | 53 | 171 | 305 | 3230 |
| 2 | 17 | 29 | 36 | 57 | 175 | 349 | 2396 |
| 3 | 19 | 33 | 41 | 65 | 173 | 366 | 1804 |
| 4 | 22 | 36 | 46 | 71 | 173 | 368 | 1392 |
| 5 | 24 | 39 | 51 | 74 | 174 | 360 | 1102 |
| 6 | 23 | 40 | 51 | 75 | 172 | 347 | 892 |
| 7 | 28 | 46 | 56 | 81 | 176 | 331 | 737 |
| 8 | 27 | 45 | 56 | 82 | 174 | 314 | 619 |
| 9 | 28 | 47 | 58 | 86 | 175 | 296 | 526 |
| 10 | 30 | 49 | 61 | 89 | 176 | 279 | 453 |
| 11 | 31 | 50 | 63 | 91 | 177 | 271 | 393 |
| 12 | 32 | 51 | 64 | 92 | 178 | 272 | 344 |
| 13 | 32 | 51 | 64 | 92 | 178 | 272 | 302 |
| 14 | 33 | 52 | 64 | 92 | 179 | 273 | 273 |
| 15 | 33 | 52 | 64 | 93 | 179 | 273 | 273 |
| 16 | 32 | 51 | 64 | 92 | 178 | 272 | 272 |
| 17 | 32 | 51 | 64 | 92 | 178 | 273 | 273 |
| 18 | 32 | 51 | 63 | 92 | 178 | 272 | 272 |
| 19 | 31 | 51 | 63 | 91 | 178 | 272 | 272 |
| 20 | 32 | 51 | 63 | 91 | 178 | 272 | 272 |
| 21 | 31 | 51 | 63 | 91 | 178 | 272 | 272 |
| 22 | 31 | 50 | 63 | 91 | 177 | 271 | 271 |
| 23 | 31 | 50 | 63 | 91 | 177 | 271 | 271 |
| 24 | 30 | 50 | 62 | 90 | 177 | 271 | 271 |
| 25 | 30 | 49 | 64 | 90 | 176 | 270 | 270 |
| 26 | 30 | 49 | 66 | 89 | 176 | 270 | 270 |
| 27 | 29 | 48 | 69 | 89 | 175 | 269 | 269 |
| 28 | 28 | 48 | 71 | 88 | 175 | 269 | 269 |
| 29 | 28 | 47 | 73 | 88 | 174 | 268 | 268 |
| 30 | 27 | 46 | 76 | 87 | 173 | 268 | 268 |
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 | 13 | 25 | 31 | 53 | 171 | 306 | 3237 |
| 2 | 14 | 26 | 33 | 54 | 172 | 351 | 2409 |
| 3 | 14 | 28 | 36 | 60 | 168 | 369 | 1817 |
| 4 | 15 | 29 | 39 | 64 | 166 | 370 | 1401 |
| 5 | 16 | 31 | 42 | 66 | 166 | 362 | 1108 |
| 6 | 17 | 34 | 45 | 69 | 166 | 349 | 897 |
| 7 | 19 | 36 | 47 | 71 | 166 | 332 | 740 |
| 8 | 19 | 37 | 48 | 74 | 166 | 315 | 621 |
| 9 | 19 | 38 | 49 | 77 | 166 | 297 | 528 |
| 10 | 20 | 39 | 51 | 79 | 166 | 279 | 454 |
| 11 | 20 | 39 | 52 | 80 | 166 | 262 | 393 |
| 12 | 20 | 39 | 52 | 80 | 166 | 260 | 344 |
| 13 | 20 | 39 | 52 | 80 | 166 | 260 | 302 |
| 14 | 20 | 39 | 52 | 80 | 166 | 260 | 267 |
| 15 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 16 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 17 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 18 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 19 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 20 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 21 | 20 | 39 | 54 | 80 | 166 | 260 | 260 |
| 22 | 20 | 39 | 57 | 80 | 166 | 260 | 260 |
| 23 | 19 | 38 | 58 | 79 | 165 | 259 | 259 |
| 24 | 19 | 38 | 61 | 79 | 165 | 259 | 259 |
| 25 | 18 | 38 | 63 | 78 | 165 | 259 | 259 |
| 26 | 18 | 37 | 66 | 78 | 164 | 258 | 258 |
| 27 | 18 | 37 | 68 | 77 | 164 | 258 | 258 |
| 28 | 17 | 36 | 71 | 77 | 163 | 257 | 257 |
| 29 | 17 | 36 | 73 | 77 | 163 | 257 | 257 |
| 30 | 16 | 35 | 76 | 77 | 162 | 256 | 256 |
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 | 57 | 64 | 85 | 203 | 319 | 3388 |
| 2 | 48 | 60 | 67 | 88 | 206 | 369 | 2542 |
| 3 | 51 | 64 | 72 | 96 | 204 | 388 | 1920 |
| 4 | 52 | 66 | 76 | 101 | 203 | 390 | 1482 |
| 5 | 54 | 69 | 80 | 104 | 204 | 382 | 1172 |
| 6 | 56 | 72 | 83 | 108 | 204 | 368 | 948 |
| 7 | 57 | 74 | 85 | 110 | 204 | 351 | 782 |
| 8 | 57 | 75 | 86 | 112 | 204 | 332 | 656 |
| 9 | 57 | 76 | 87 | 115 | 204 | 314 | 558 |
| 10 | 58 | 77 | 89 | 117 | 204 | 298 | 479 |
| 11 | 58 | 77 | 89 | 117 | 204 | 298 | 416 |
| 12 | 57 | 76 | 89 | 117 | 203 | 297 | 363 |
| 13 | 57 | 76 | 88 | 116 | 203 | 297 | 319 |
| 14 | 56 | 75 | 87 | 116 | 202 | 296 | 296 |
| 15 | 55 | 74 | 87 | 115 | 201 | 295 | 295 |
| 16 | 54 | 73 | 86 | 114 | 200 | 294 | 294 |
| 17 | 54 | 73 | 85 | 114 | 200 | 294 | 294 |
| 18 | 53 | 72 | 85 | 113 | 199 | 293 | 293 |
| 19 | 52 | 71 | 84 | 112 | 198 | 293 | 293 |
| 20 | 52 | 71 | 83 | 112 | 198 | 292 | 292 |
| 21 | 51 | 70 | 83 | 111 | 197 | 291 | 291 |
| 22 | 50 | 69 | 82 | 110 | 196 | 290 | 290 |
| 23 | 49 | 68 | 81 | 109 | 195 | 290 | 290 |
| 24 | 48 | 68 | 80 | 108 | 195 | 289 | 289 |
| 25 | 48 | 67 | 79 | 107 | 194 | 288 | 288 |
| 26 | 47 | 66 | 78 | 106 | 193 | 287 | 287 |
| 27 | 46 | 65 | 77 | 106 | 192 | 286 | 286 |
| 28 | 45 | 64 | 76 | 105 | 191 | 285 | 285 |
| 29 | 44 | 63 | 76 | 104 | 190 | 284 | 284 |
| 30 | 43 | 62 | 80 | 103 | 189 | 283 | 283 |
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 | 76 | 89 | 95 | 117 | 235 | 330 | 3357 |
| 2 | 81 | 94 | 100 | 121 | 239 | 368 | 2534 |
| 3 | 82 | 95 | 103 | 127 | 235 | 391 | 1928 |
| 4 | 82 | 96 | 106 | 131 | 233 | 395 | 1495 |
| 5 | 85 | 100 | 111 | 135 | 235 | 388 | 1187 |
| 6 | 87 | 103 | 115 | 139 | 236 | 375 | 963 |
| 7 | 89 | 107 | 117 | 142 | 237 | 358 | 796 |
| 8 | 91 | 108 | 120 | 146 | 238 | 340 | 669 |
| 9 | 92 | 110 | 122 | 149 | 239 | 333 | 569 |
| 10 | 92 | 111 | 124 | 152 | 239 | 333 | 490 |
| 11 | 92 | 111 | 124 | 152 | 239 | 333 | 425 |
| 12 | 92 | 111 | 123 | 152 | 238 | 332 | 371 |
| 13 | 91 | 110 | 122 | 150 | 237 | 331 | 331 |
| 14 | 89 | 108 | 121 | 149 | 235 | 329 | 329 |
| 15 | 88 | 107 | 120 | 148 | 234 | 328 | 328 |
| 16 | 87 | 106 | 118 | 146 | 233 | 327 | 327 |
| 17 | 85 | 104 | 117 | 145 | 231 | 325 | 325 |
| 18 | 84 | 103 | 116 | 144 | 230 | 324 | 324 |
| 19 | 83 | 102 | 114 | 142 | 229 | 323 | 323 |
| 20 | 81 | 100 | 113 | 141 | 227 | 321 | 321 |
| 21 | 80 | 99 | 112 | 140 | 226 | 320 | 320 |
| 22 | 78 | 97 | 110 | 138 | 224 | 318 | 318 |
| 23 | 77 | 96 | 108 | 137 | 223 | 317 | 317 |
| 24 | 75 | 94 | 107 | 135 | 221 | 315 | 315 |
| 25 | 73 | 93 | 105 | 133 | 220 | 314 | 314 |
| 26 | 72 | 91 | 103 | 132 | 218 | 312 | 312 |
| 27 | 70 | 89 | 102 | 130 | 216 | 310 | 310 |
| 28 | 69 | 88 | 100 | 128 | 215 | 309 | 309 |
| 29 | 67 | 86 | 99 | 127 | 213 | 307 | 307 |
| 30 | 66 | 85 | 97 | 125 | 212 | 306 | 306 |
3.18 Hong Kong dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 7 | 19 | 25 | 47 | 165 | 303 | 3211 |
| 2 | 10 | 22 | 28 | 50 | 168 | 349 | 2388 |
| 3 | 11 | 25 | 33 | 57 | 165 | 366 | 1801 |
| 4 | 13 | 27 | 37 | 62 | 164 | 367 | 1389 |
| 5 | 15 | 30 | 42 | 65 | 165 | 359 | 1099 |
| 6 | 17 | 33 | 44 | 69 | 166 | 346 | 890 |
| 7 | 19 | 36 | 46 | 71 | 166 | 330 | 735 |
| 8 | 19 | 37 | 48 | 74 | 166 | 313 | 616 |
| 9 | 19 | 38 | 49 | 77 | 166 | 295 | 524 |
| 10 | 19 | 38 | 51 | 79 | 166 | 277 | 450 |
| 11 | 20 | 39 | 51 | 79 | 166 | 260 | 391 |
| 12 | 19 | 38 | 51 | 79 | 165 | 260 | 341 |
| 13 | 19 | 38 | 50 | 79 | 165 | 259 | 300 |
| 14 | 18 | 37 | 50 | 78 | 164 | 258 | 266 |
| 15 | 18 | 37 | 49 | 77 | 164 | 258 | 258 |
| 16 | 17 | 36 | 48 | 77 | 163 | 257 | 257 |
| 17 | 16 | 36 | 48 | 76 | 163 | 257 | 257 |
| 18 | 16 | 35 | 48 | 76 | 162 | 256 | 256 |
| 19 | 16 | 35 | 49 | 76 | 162 | 256 | 256 |
| 20 | 16 | 35 | 51 | 76 | 162 | 256 | 256 |
| 21 | 16 | 35 | 54 | 76 | 162 | 256 | 256 |
| 22 | 16 | 35 | 56 | 76 | 162 | 256 | 256 |
| 23 | 16 | 35 | 58 | 76 | 162 | 256 | 256 |
| 24 | 16 | 35 | 61 | 76 | 162 | 256 | 256 |
| 25 | 16 | 35 | 63 | 76 | 162 | 256 | 256 |
| 26 | 16 | 35 | 66 | 76 | 162 | 256 | 256 |
| 27 | 16 | 35 | 68 | 75 | 162 | 256 | 256 |
| 28 | 15 | 34 | 71 | 75 | 161 | 256 | 256 |
| 29 | 15 | 34 | 73 | 75 | 161 | 255 | 255 |
| 30 | 15 | 34 | 76 | 77 | 161 | 255 | 255 |
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 | 109 | 131 | 249 | 345 | 3401 |
| 2 | 91 | 104 | 110 | 132 | 250 | 369 | 2546 |
| 3 | 91 | 104 | 113 | 137 | 245 | 389 | 1925 |
| 4 | 91 | 106 | 116 | 141 | 243 | 392 | 1489 |
| 5 | 92 | 107 | 119 | 143 | 243 | 384 | 1180 |
| 6 | 93 | 110 | 121 | 145 | 242 | 371 | 956 |
| 7 | 94 | 112 | 122 | 147 | 242 | 354 | 790 |
| 8 | 94 | 112 | 123 | 149 | 242 | 336 | 663 |
| 9 | 94 | 112 | 124 | 151 | 241 | 335 | 564 |
| 10 | 93 | 112 | 124 | 152 | 239 | 333 | 485 |
| 11 | 92 | 111 | 123 | 151 | 238 | 332 | 420 |
| 12 | 90 | 109 | 122 | 150 | 236 | 330 | 367 |
| 13 | 88 | 107 | 120 | 148 | 234 | 328 | 328 |
| 14 | 86 | 105 | 118 | 146 | 232 | 326 | 326 |
| 15 | 85 | 104 | 116 | 144 | 231 | 325 | 325 |
| 16 | 83 | 102 | 114 | 142 | 229 | 323 | 323 |
| 17 | 81 | 100 | 113 | 141 | 227 | 321 | 321 |
| 18 | 80 | 99 | 111 | 139 | 226 | 320 | 320 |
| 19 | 78 | 97 | 110 | 138 | 224 | 318 | 318 |
| 20 | 77 | 96 | 109 | 137 | 223 | 317 | 317 |
| 21 | 76 | 95 | 108 | 136 | 222 | 316 | 316 |
| 22 | 75 | 94 | 107 | 135 | 221 | 315 | 315 |
| 23 | 74 | 93 | 105 | 134 | 220 | 314 | 314 |
| 24 | 73 | 92 | 104 | 132 | 219 | 313 | 313 |
| 25 | 71 | 90 | 103 | 131 | 217 | 311 | 311 |
| 26 | 70 | 89 | 102 | 130 | 216 | 310 | 310 |
| 27 | 69 | 88 | 101 | 129 | 215 | 309 | 309 |
| 28 | 68 | 87 | 99 | 128 | 214 | 308 | 308 |
| 29 | 67 | 86 | 98 | 127 | 213 | 307 | 307 |
| 30 | 66 | 85 | 97 | 125 | 212 | 306 | 306 |
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 | 315 | 327 | 334 | 355 | 473 | 569 | 3513 |
| 2 | 80 | 93 | 99 | 120 | 238 | 380 | 2629 |
| 3 | 82 | 95 | 104 | 128 | 236 | 400 | 1985 |
| 4 | 84 | 98 | 109 | 134 | 236 | 402 | 1531 |
| 5 | 86 | 102 | 113 | 137 | 237 | 393 | 1211 |
| 6 | 88 | 105 | 116 | 140 | 237 | 379 | 979 |
| 7 | 90 | 108 | 118 | 143 | 238 | 361 | 808 |
| 8 | 91 | 109 | 120 | 146 | 238 | 342 | 677 |
| 9 | 92 | 110 | 122 | 149 | 239 | 333 | 576 |
| 10 | 92 | 111 | 123 | 151 | 239 | 333 | 495 |
| 11 | 92 | 111 | 124 | 152 | 239 | 333 | 429 |
| 12 | 93 | 112 | 124 | 152 | 239 | 333 | 375 |
| 13 | 93 | 112 | 125 | 153 | 239 | 333 | 333 |
| 14 | 94 | 113 | 125 | 153 | 240 | 334 | 334 |
| 15 | 94 | 113 | 126 | 154 | 240 | 334 | 334 |
| 16 | 95 | 114 | 127 | 155 | 241 | 335 | 335 |
| 17 | 96 | 115 | 128 | 156 | 242 | 336 | 336 |
| 18 | 97 | 116 | 129 | 157 | 243 | 337 | 337 |
| 19 | 98 | 117 | 130 | 158 | 244 | 338 | 338 |
| 20 | 98 | 118 | 130 | 158 | 245 | 339 | 339 |
| 21 | 99 | 118 | 130 | 158 | 245 | 339 | 339 |
| 22 | 98 | 117 | 130 | 158 | 244 | 338 | 338 |
| 23 | 98 | 117 | 129 | 157 | 244 | 338 | 338 |
| 24 | 97 | 116 | 128 | 156 | 243 | 337 | 337 |
| 25 | 96 | 115 | 127 | 155 | 242 | 336 | 336 |
| 26 | 94 | 113 | 126 | 154 | 240 | 334 | 334 |
| 27 | 93 | 112 | 125 | 153 | 239 | 333 | 333 |
| 28 | 92 | 111 | 123 | 151 | 238 | 332 | 332 |
| 29 | 90 | 109 | 122 | 150 | 236 | 330 | 330 |
| 30 | 89 | 108 | 120 | 149 | 235 | 329 | 329 |
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 | 7 | 13 | 35 | 153 | 303 | 3211 |
| 2 | 0 | 7 | 13 | 35 | 153 | 348 | 2384 |
| 3 | 1 | 7 | 15 | 39 | 147 | 364 | 1792 |
| 4 | 1 | 7 | 17 | 42 | 144 | 365 | 1380 |
| 5 | 1 | 8 | 20 | 43 | 143 | 356 | 1090 |
| 6 | 2 | 10 | 21 | 46 | 142 | 342 | 881 |
| 7 | 2 | 12 | 22 | 47 | 142 | 326 | 727 |
| 8 | 2 | 12 | 23 | 49 | 141 | 309 | 609 |
| 9 | 3 | 12 | 25 | 51 | 140 | 291 | 517 |
| 10 | 4 | 12 | 26 | 52 | 140 | 273 | 444 |
| 11 | 4 | 12 | 29 | 53 | 139 | 256 | 385 |
| 12 | 4 | 12 | 32 | 53 | 139 | 240 | 337 |
| 13 | 4 | 12 | 34 | 53 | 139 | 234 | 296 |
| 14 | 4 | 13 | 37 | 53 | 140 | 234 | 262 |
| 15 | 6 | 13 | 38 | 54 | 140 | 234 | 234 |
| 16 | 6 | 13 | 41 | 54 | 140 | 234 | 234 |
| 17 | 6 | 14 | 44 | 54 | 141 | 235 | 235 |
| 18 | 6 | 15 | 46 | 55 | 141 | 235 | 235 |
| 19 | 7 | 15 | 48 | 56 | 142 | 236 | 236 |
| 20 | 7 | 17 | 51 | 57 | 143 | 237 | 237 |
| 21 | 7 | 17 | 53 | 59 | 143 | 238 | 238 |
| 22 | 8 | 18 | 55 | 61 | 144 | 238 | 238 |
| 23 | 8 | 19 | 58 | 63 | 145 | 239 | 239 |
| 24 | 9 | 20 | 61 | 65 | 145 | 239 | 239 |
| 25 | 9 | 21 | 62 | 66 | 145 | 240 | 240 |
| 26 | 9 | 21 | 65 | 68 | 146 | 240 | 240 |
| 27 | 10 | 23 | 67 | 70 | 146 | 240 | 240 |
| 28 | 10 | 23 | 70 | 73 | 146 | 240 | 240 |
| 29 | 11 | 24 | 72 | 75 | 147 | 241 | 241 |
| 30 | 11 | 25 | 74 | 77 | 147 | 241 | 241 |
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 | 59 | 66 | 87 | 205 | 307 | 3258 |
| 2 | 48 | 60 | 67 | 88 | 206 | 354 | 2428 |
| 3 | 47 | 60 | 69 | 93 | 201 | 371 | 1830 |
| 4 | 47 | 61 | 71 | 96 | 198 | 373 | 1411 |
| 5 | 47 | 62 | 73 | 97 | 197 | 364 | 1115 |
| 6 | 48 | 64 | 75 | 100 | 197 | 351 | 902 |
| 7 | 48 | 65 | 76 | 100 | 195 | 334 | 744 |
| 8 | 48 | 66 | 77 | 103 | 195 | 317 | 624 |
| 9 | 47 | 66 | 77 | 105 | 194 | 299 | 531 |
| 10 | 46 | 65 | 78 | 106 | 193 | 287 | 456 |
| 11 | 45 | 64 | 77 | 105 | 192 | 286 | 396 |
| 12 | 44 | 63 | 76 | 104 | 190 | 284 | 346 |
| 13 | 43 | 62 | 74 | 103 | 189 | 283 | 304 |
| 14 | 41 | 60 | 73 | 101 | 187 | 281 | 281 |
| 15 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 16 | 39 | 58 | 70 | 98 | 185 | 279 | 279 |
| 17 | 38 | 57 | 69 | 97 | 184 | 278 | 278 |
| 18 | 37 | 56 | 68 | 96 | 183 | 277 | 277 |
| 19 | 36 | 55 | 67 | 96 | 182 | 276 | 276 |
| 20 | 35 | 54 | 67 | 95 | 181 | 275 | 275 |
| 21 | 35 | 54 | 66 | 95 | 181 | 275 | 275 |
| 22 | 34 | 53 | 66 | 94 | 180 | 274 | 274 |
| 23 | 34 | 53 | 65 | 93 | 180 | 274 | 274 |
| 24 | 33 | 52 | 65 | 93 | 179 | 273 | 273 |
| 25 | 32 | 51 | 64 | 92 | 178 | 272 | 272 |
| 26 | 31 | 51 | 66 | 91 | 178 | 272 | 272 |
| 27 | 31 | 50 | 69 | 91 | 177 | 271 | 271 |
| 28 | 30 | 49 | 71 | 90 | 176 | 270 | 270 |
| 29 | 29 | 49 | 73 | 89 | 176 | 270 | 270 |
| 30 | 29 | 48 | 76 | 89 | 175 | 269 | 269 |
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 | 110 | 123 | 129 | 151 | 269 | 364 | 3414 |
| 2 | 112 | 124 | 130 | 152 | 270 | 371 | 2560 |
| 3 | 113 | 126 | 134 | 158 | 266 | 392 | 1937 |
| 4 | 114 | 128 | 138 | 163 | 265 | 394 | 1499 |
| 5 | 115 | 131 | 142 | 166 | 266 | 387 | 1188 |
| 6 | 117 | 133 | 145 | 169 | 266 | 374 | 964 |
| 7 | 118 | 136 | 146 | 171 | 266 | 360 | 798 |
| 8 | 118 | 136 | 147 | 173 | 265 | 359 | 671 |
| 9 | 118 | 137 | 148 | 176 | 265 | 359 | 572 |
| 10 | 118 | 137 | 149 | 177 | 264 | 358 | 492 |
| 11 | 117 | 136 | 149 | 177 | 263 | 357 | 428 |
| 12 | 116 | 135 | 147 | 176 | 262 | 356 | 374 |
| 13 | 114 | 133 | 146 | 174 | 260 | 354 | 354 |
| 14 | 112 | 131 | 144 | 172 | 258 | 352 | 352 |
| 15 | 110 | 130 | 142 | 170 | 257 | 351 | 351 |
| 16 | 108 | 127 | 140 | 168 | 254 | 348 | 348 |
| 17 | 106 | 125 | 138 | 166 | 252 | 346 | 346 |
| 18 | 104 | 123 | 136 | 164 | 250 | 344 | 344 |
| 19 | 102 | 121 | 134 | 162 | 248 | 342 | 342 |
| 20 | 101 | 120 | 132 | 160 | 247 | 341 | 341 |
| 21 | 99 | 118 | 131 | 159 | 245 | 339 | 339 |
| 22 | 97 | 116 | 129 | 157 | 243 | 337 | 337 |
| 23 | 95 | 114 | 127 | 155 | 241 | 335 | 335 |
| 24 | 93 | 112 | 125 | 153 | 239 | 333 | 333 |
| 25 | 91 | 111 | 123 | 151 | 238 | 332 | 332 |
| 26 | 90 | 109 | 121 | 149 | 236 | 330 | 330 |
| 27 | 88 | 107 | 119 | 148 | 234 | 328 | 328 |
| 28 | 86 | 105 | 118 | 146 | 232 | 326 | 326 |
| 29 | 84 | 104 | 116 | 144 | 231 | 325 | 325 |
| 30 | 83 | 102 | 114 | 143 | 229 | 323 | 323 |
3.24 Real
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 161 | 174 | 180 | 202 | 320 | 415 | 3668 |
| 2 | 171 | 184 | 190 | 211 | 329 | 425 | 2752 |
| 3 | 176 | 189 | 197 | 221 | 329 | 425 | 2082 |
| 4 | 177 | 192 | 202 | 227 | 329 | 423 | 1608 |
| 5 | 179 | 194 | 205 | 229 | 329 | 423 | 1273 |
| 6 | 179 | 196 | 207 | 231 | 328 | 422 | 1030 |
| 7 | 180 | 197 | 208 | 232 | 327 | 421 | 850 |
| 8 | 179 | 196 | 208 | 234 | 326 | 420 | 713 |
| 9 | 178 | 196 | 208 | 235 | 325 | 419 | 606 |
| 10 | 177 | 196 | 208 | 236 | 323 | 417 | 520 |
| 11 | 175 | 194 | 207 | 235 | 322 | 416 | 451 |
| 12 | 173 | 192 | 205 | 233 | 319 | 413 | 413 |
| 13 | 170 | 190 | 202 | 230 | 317 | 411 | 411 |
| 14 | 168 | 187 | 199 | 227 | 314 | 408 | 408 |
| 15 | 165 | 184 | 196 | 224 | 311 | 405 | 405 |
| 16 | 162 | 181 | 193 | 221 | 308 | 402 | 402 |
| 17 | 159 | 178 | 190 | 218 | 305 | 399 | 399 |
| 18 | 156 | 175 | 187 | 215 | 302 | 396 | 396 |
| 19 | 153 | 172 | 184 | 213 | 299 | 393 | 393 |
| 20 | 150 | 169 | 181 | 210 | 296 | 390 | 390 |
| 21 | 147 | 166 | 178 | 207 | 293 | 387 | 387 |
| 22 | 144 | 163 | 175 | 204 | 290 | 384 | 384 |
| 23 | 141 | 160 | 172 | 201 | 287 | 381 | 381 |
| 24 | 138 | 157 | 169 | 197 | 284 | 378 | 378 |
| 25 | 135 | 154 | 166 | 194 | 281 | 375 | 375 |
| 26 | 132 | 151 | 163 | 191 | 278 | 372 | 372 |
| 27 | 129 | 148 | 160 | 189 | 275 | 369 | 369 |
| 28 | 126 | 145 | 157 | 186 | 272 | 366 | 366 |
| 29 | 123 | 142 | 155 | 183 | 269 | 363 | 363 |
| 30 | 120 | 140 | 152 | 180 | 267 | 361 | 361 |
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 | 28 | 40 | 46 | 68 | 186 | 313 | 3321 |
| 2 | 28 | 41 | 47 | 69 | 187 | 359 | 2468 |
| 3 | 28 | 41 | 50 | 74 | 182 | 376 | 1857 |
| 4 | 28 | 42 | 52 | 77 | 179 | 377 | 1431 |
| 5 | 28 | 44 | 55 | 79 | 179 | 369 | 1131 |
| 6 | 29 | 45 | 57 | 81 | 178 | 355 | 915 |
| 7 | 30 | 47 | 58 | 83 | 177 | 338 | 754 |
| 8 | 29 | 47 | 58 | 84 | 176 | 320 | 633 |
| 9 | 29 | 47 | 59 | 86 | 175 | 302 | 538 |
| 10 | 28 | 47 | 60 | 87 | 175 | 284 | 462 |
| 11 | 28 | 47 | 59 | 88 | 174 | 268 | 400 |
| 12 | 27 | 46 | 59 | 87 | 173 | 267 | 350 |
| 13 | 27 | 46 | 58 | 87 | 173 | 267 | 308 |
| 14 | 26 | 45 | 58 | 86 | 172 | 266 | 272 |
| 15 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 16 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 17 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 18 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 19 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 20 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 21 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 22 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 23 | 26 | 45 | 60 | 86 | 172 | 266 | 266 |
| 24 | 26 | 45 | 62 | 85 | 172 | 266 | 266 |
| 25 | 25 | 44 | 65 | 85 | 171 | 265 | 265 |
| 26 | 25 | 44 | 67 | 85 | 171 | 265 | 265 |
| 27 | 25 | 44 | 70 | 85 | 171 | 265 | 265 |
| 28 | 24 | 43 | 72 | 84 | 170 | 264 | 264 |
| 29 | 24 | 43 | 75 | 84 | 170 | 264 | 264 |
| 30 | 24 | 43 | 77 | 83 | 170 | 264 | 264 |
3.26 Ringgit
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 25 | 37 | 43 | 65 | 183 | 310 | 3293 |
| 2 | 26 | 39 | 45 | 67 | 185 | 357 | 2455 |
| 3 | 27 | 41 | 49 | 73 | 181 | 376 | 1853 |
| 4 | 28 | 43 | 53 | 78 | 180 | 378 | 1430 |
| 5 | 30 | 45 | 57 | 80 | 180 | 370 | 1132 |
| 6 | 32 | 48 | 59 | 84 | 181 | 356 | 917 |
| 7 | 34 | 51 | 62 | 86 | 181 | 340 | 757 |
| 8 | 34 | 52 | 63 | 89 | 181 | 322 | 635 |
| 9 | 35 | 53 | 65 | 92 | 181 | 304 | 540 |
| 10 | 35 | 54 | 67 | 94 | 182 | 286 | 465 |
| 11 | 36 | 55 | 68 | 96 | 182 | 276 | 403 |
| 12 | 36 | 55 | 68 | 96 | 182 | 276 | 353 |
| 13 | 36 | 55 | 68 | 96 | 182 | 276 | 310 |
| 14 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 15 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 16 | 36 | 55 | 67 | 96 | 182 | 276 | 276 |
| 17 | 36 | 55 | 67 | 96 | 182 | 276 | 276 |
| 18 | 36 | 55 | 67 | 96 | 182 | 276 | 276 |
| 19 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 20 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 21 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 22 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 23 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 24 | 36 | 55 | 67 | 95 | 182 | 276 | 276 |
| 25 | 35 | 54 | 67 | 95 | 181 | 275 | 275 |
| 26 | 35 | 54 | 68 | 94 | 181 | 275 | 275 |
| 27 | 34 | 53 | 70 | 94 | 180 | 274 | 274 |
| 28 | 34 | 53 | 73 | 93 | 180 | 274 | 274 |
| 29 | 33 | 52 | 75 | 93 | 179 | 273 | 273 |
| 30 | 32 | 51 | 78 | 92 | 178 | 272 | 272 |
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 | 133 | 140 | 161 | 279 | 375 | 3577 |
| 2 | 120 | 132 | 139 | 160 | 278 | 384 | 2661 |
| 3 | 119 | 132 | 140 | 164 | 272 | 402 | 2001 |
| 4 | 118 | 132 | 142 | 167 | 269 | 403 | 1540 |
| 5 | 118 | 133 | 145 | 168 | 268 | 394 | 1215 |
| 6 | 118 | 134 | 146 | 170 | 267 | 379 | 982 |
| 7 | 119 | 136 | 147 | 171 | 266 | 361 | 809 |
| 8 | 118 | 136 | 147 | 173 | 265 | 359 | 678 |
| 9 | 117 | 136 | 147 | 175 | 264 | 358 | 576 |
| 10 | 117 | 136 | 149 | 176 | 264 | 358 | 494 |
| 11 | 117 | 136 | 148 | 176 | 263 | 357 | 428 |
| 12 | 116 | 135 | 147 | 175 | 262 | 356 | 374 |
| 13 | 114 | 134 | 146 | 174 | 261 | 355 | 355 |
| 14 | 113 | 132 | 145 | 173 | 259 | 353 | 353 |
| 15 | 111 | 130 | 143 | 171 | 257 | 351 | 351 |
| 16 | 109 | 128 | 141 | 169 | 255 | 349 | 349 |
| 17 | 107 | 126 | 138 | 166 | 253 | 347 | 347 |
| 18 | 104 | 124 | 136 | 164 | 251 | 345 | 345 |
| 19 | 102 | 122 | 134 | 162 | 249 | 343 | 343 |
| 20 | 100 | 119 | 132 | 160 | 246 | 340 | 340 |
| 21 | 98 | 117 | 130 | 158 | 244 | 338 | 338 |
| 22 | 96 | 115 | 128 | 156 | 242 | 336 | 336 |
| 23 | 94 | 113 | 125 | 154 | 240 | 334 | 334 |
| 24 | 92 | 111 | 123 | 151 | 238 | 332 | 332 |
| 25 | 89 | 108 | 121 | 149 | 235 | 329 | 329 |
| 26 | 87 | 106 | 119 | 147 | 233 | 327 | 327 |
| 27 | 85 | 104 | 117 | 145 | 231 | 325 | 325 |
| 28 | 83 | 102 | 115 | 143 | 229 | 323 | 323 |
| 29 | 81 | 100 | 113 | 141 | 227 | 321 | 321 |
| 30 | 79 | 98 | 111 | 139 | 225 | 319 | 319 |
3.28 Singapore dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 8 | 14 | 36 | 154 | 304 | 3215 |
| 2 | 0 | 10 | 16 | 38 | 156 | 349 | 2394 |
| 3 | 1 | 11 | 20 | 44 | 152 | 367 | 1806 |
| 4 | 1 | 13 | 24 | 49 | 151 | 369 | 1394 |
| 5 | 1 | 16 | 28 | 51 | 151 | 361 | 1103 |
| 6 | 3 | 19 | 30 | 55 | 152 | 347 | 893 |
| 7 | 5 | 22 | 33 | 57 | 152 | 331 | 737 |
| 8 | 5 | 23 | 34 | 60 | 152 | 314 | 618 |
| 9 | 5 | 24 | 35 | 63 | 152 | 296 | 526 |
| 10 | 5 | 24 | 37 | 64 | 152 | 278 | 452 |
| 11 | 5 | 24 | 37 | 65 | 152 | 261 | 392 |
| 12 | 5 | 24 | 37 | 65 | 151 | 245 | 342 |
| 13 | 5 | 24 | 37 | 65 | 151 | 245 | 301 |
| 14 | 5 | 24 | 37 | 65 | 151 | 245 | 266 |
| 15 | 6 | 24 | 40 | 64 | 151 | 245 | 245 |
| 16 | 6 | 23 | 41 | 64 | 150 | 244 | 244 |
| 17 | 6 | 23 | 44 | 64 | 150 | 244 | 244 |
| 18 | 7 | 23 | 47 | 64 | 150 | 244 | 244 |
| 19 | 7 | 23 | 49 | 64 | 150 | 244 | 244 |
| 20 | 7 | 24 | 51 | 65 | 151 | 245 | 245 |
| 21 | 7 | 24 | 54 | 65 | 151 | 245 | 245 |
| 22 | 8 | 25 | 56 | 65 | 152 | 246 | 246 |
| 23 | 8 | 25 | 58 | 66 | 152 | 246 | 246 |
| 24 | 9 | 25 | 61 | 66 | 152 | 246 | 246 |
| 25 | 9 | 25 | 63 | 68 | 152 | 246 | 246 |
| 26 | 9 | 25 | 66 | 70 | 152 | 246 | 246 |
| 27 | 10 | 25 | 68 | 72 | 152 | 246 | 246 |
| 28 | 10 | 25 | 71 | 73 | 152 | 246 | 246 |
| 29 | 11 | 25 | 73 | 75 | 152 | 247 | 247 |
| 30 | 11 | 25 | 76 | 77 | 152 | 247 | 247 |
3.29 South Korean won
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 31 | 43 | 50 | 71 | 189 | 309 | 3272 |
| 2 | 32 | 44 | 50 | 72 | 190 | 355 | 2435 |
| 3 | 30 | 43 | 52 | 76 | 184 | 372 | 1833 |
| 4 | 29 | 43 | 54 | 78 | 180 | 373 | 1412 |
| 5 | 29 | 44 | 56 | 79 | 179 | 364 | 1115 |
| 6 | 32 | 48 | 59 | 84 | 180 | 350 | 902 |
| 7 | 30 | 47 | 58 | 82 | 177 | 333 | 744 |
| 8 | 33 | 51 | 62 | 88 | 180 | 316 | 623 |
| 9 | 32 | 51 | 63 | 90 | 179 | 298 | 530 |
| 10 | 28 | 46 | 59 | 87 | 174 | 280 | 455 |
| 11 | 23 | 42 | 55 | 83 | 170 | 264 | 394 |
| 12 | 20 | 39 | 52 | 80 | 166 | 260 | 344 |
| 13 | 18 | 37 | 50 | 78 | 164 | 258 | 303 |
| 14 | 16 | 35 | 48 | 76 | 162 | 256 | 267 |
| 15 | 15 | 34 | 46 | 74 | 161 | 255 | 255 |
| 16 | 13 | 32 | 45 | 73 | 159 | 253 | 253 |
| 17 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 18 | 12 | 31 | 47 | 71 | 158 | 252 | 252 |
| 19 | 11 | 30 | 49 | 71 | 157 | 251 | 251 |
| 20 | 11 | 30 | 51 | 71 | 157 | 251 | 251 |
| 21 | 11 | 30 | 54 | 71 | 157 | 251 | 251 |
| 22 | 11 | 30 | 56 | 71 | 157 | 251 | 251 |
| 23 | 11 | 30 | 58 | 71 | 157 | 251 | 251 |
| 24 | 11 | 30 | 61 | 71 | 157 | 251 | 251 |
| 25 | 11 | 30 | 63 | 71 | 157 | 251 | 251 |
| 26 | 11 | 30 | 66 | 71 | 157 | 251 | 251 |
| 27 | 11 | 30 | 68 | 72 | 157 | 251 | 251 |
| 28 | 10 | 30 | 71 | 73 | 157 | 251 | 251 |
| 29 | 11 | 29 | 73 | 75 | 156 | 250 | 250 |
| 30 | 11 | 29 | 76 | 77 | 156 | 250 | 250 |
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 | 201 | 213 | 219 | 241 | 359 | 455 | 4208 |
| 2 | 197 | 209 | 216 | 237 | 355 | 451 | 3149 |
| 3 | 192 | 205 | 213 | 237 | 345 | 470 | 2377 |
| 4 | 187 | 201 | 212 | 236 | 338 | 472 | 1831 |
| 5 | 183 | 198 | 210 | 233 | 333 | 462 | 1445 |
| 6 | 180 | 196 | 207 | 232 | 329 | 444 | 1166 |
| 7 | 177 | 194 | 205 | 229 | 324 | 424 | 960 |
| 8 | 173 | 190 | 202 | 227 | 320 | 414 | 802 |
| 9 | 169 | 187 | 199 | 226 | 316 | 410 | 680 |
| 10 | 165 | 184 | 196 | 224 | 311 | 405 | 582 |
| 11 | 161 | 180 | 193 | 221 | 307 | 401 | 503 |
| 12 | 157 | 176 | 189 | 217 | 303 | 397 | 438 |
| 13 | 153 | 172 | 185 | 213 | 299 | 393 | 393 |
| 14 | 149 | 168 | 181 | 209 | 295 | 389 | 389 |
| 15 | 146 | 165 | 177 | 205 | 292 | 386 | 386 |
| 16 | 142 | 161 | 174 | 202 | 288 | 382 | 382 |
| 17 | 139 | 158 | 171 | 199 | 285 | 379 | 379 |
| 18 | 136 | 155 | 167 | 196 | 282 | 376 | 376 |
| 19 | 133 | 152 | 164 | 193 | 279 | 373 | 373 |
| 20 | 130 | 149 | 162 | 190 | 276 | 370 | 370 |
| 21 | 127 | 146 | 159 | 187 | 273 | 367 | 367 |
| 22 | 124 | 143 | 156 | 184 | 270 | 365 | 365 |
| 23 | 122 | 141 | 153 | 181 | 268 | 362 | 362 |
| 24 | 119 | 138 | 151 | 179 | 265 | 359 | 359 |
| 25 | 116 | 135 | 148 | 176 | 262 | 356 | 356 |
| 26 | 114 | 133 | 145 | 174 | 260 | 354 | 354 |
| 27 | 111 | 130 | 143 | 171 | 257 | 351 | 351 |
| 28 | 109 | 128 | 140 | 169 | 255 | 349 | 349 |
| 29 | 106 | 126 | 138 | 166 | 253 | 347 | 347 |
| 30 | 104 | 123 | 136 | 164 | 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 | 14 | 26 | 51 | 170 | 303 | 3208 |
| 2 | 0 | 14 | 26 | 51 | 170 | 348 | 2387 |
| 3 | 1 | 17 | 28 | 56 | 166 | 366 | 1800 |
| 4 | 1 | 20 | 31 | 61 | 165 | 367 | 1389 |
| 5 | 3 | 23 | 36 | 66 | 166 | 359 | 1099 |
| 6 | 5 | 27 | 39 | 68 | 167 | 346 | 889 |
| 7 | 8 | 31 | 42 | 71 | 167 | 330 | 734 |
| 8 | 10 | 34 | 45 | 74 | 167 | 313 | 616 |
| 9 | 12 | 37 | 49 | 76 | 167 | 295 | 524 |
| 10 | 13 | 39 | 51 | 77 | 167 | 277 | 450 |
| 11 | 14 | 40 | 52 | 78 | 167 | 262 | 390 |
| 12 | 15 | 42 | 54 | 79 | 167 | 261 | 341 |
| 13 | 16 | 43 | 54 | 80 | 167 | 261 | 300 |
| 14 | 16 | 44 | 55 | 80 | 167 | 261 | 265 |
| 15 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 16 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 17 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 18 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 19 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 20 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 21 | 16 | 44 | 55 | 80 | 168 | 262 | 262 |
| 22 | 16 | 44 | 56 | 80 | 168 | 262 | 262 |
| 23 | 16 | 44 | 58 | 80 | 168 | 262 | 262 |
| 24 | 16 | 44 | 61 | 80 | 168 | 262 | 262 |
| 25 | 16 | 44 | 63 | 80 | 167 | 261 | 261 |
| 26 | 16 | 44 | 66 | 80 | 167 | 261 | 261 |
| 27 | 16 | 44 | 68 | 80 | 167 | 261 | 261 |
| 28 | 16 | 44 | 71 | 80 | 167 | 261 | 261 |
| 29 | 16 | 44 | 73 | 80 | 166 | 260 | 260 |
| 30 | 16 | 44 | 75 | 80 | 166 | 260 | 260 |
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 | 132 | 302 | 3199 |
| 2 | 0 | 1 | 6 | 14 | 131 | 347 | 2374 |
| 3 | 1 | 1 | 9 | 17 | 124 | 363 | 1784 |
| 4 | 1 | 3 | 11 | 20 | 121 | 363 | 1373 |
| 5 | 1 | 4 | 14 | 22 | 120 | 354 | 1084 |
| 6 | 2 | 4 | 16 | 25 | 120 | 341 | 877 |
| 7 | 2 | 6 | 19 | 27 | 119 | 324 | 723 |
| 8 | 2 | 6 | 22 | 30 | 119 | 307 | 606 |
| 9 | 3 | 7 | 24 | 33 | 119 | 289 | 515 |
| 10 | 4 | 8 | 26 | 35 | 119 | 272 | 442 |
| 11 | 4 | 9 | 29 | 37 | 119 | 255 | 383 |
| 12 | 4 | 10 | 31 | 39 | 119 | 239 | 335 |
| 13 | 4 | 10 | 34 | 41 | 119 | 224 | 295 |
| 14 | 4 | 12 | 36 | 43 | 120 | 214 | 261 |
| 15 | 6 | 12 | 38 | 45 | 120 | 214 | 232 |
| 16 | 6 | 13 | 41 | 48 | 120 | 214 | 214 |
| 17 | 6 | 14 | 43 | 50 | 121 | 215 | 215 |
| 18 | 6 | 15 | 45 | 52 | 123 | 215 | 215 |
| 19 | 7 | 15 | 48 | 54 | 125 | 215 | 215 |
| 20 | 7 | 17 | 50 | 56 | 127 | 216 | 216 |
| 21 | 7 | 17 | 53 | 58 | 128 | 217 | 217 |
| 22 | 8 | 18 | 55 | 60 | 130 | 217 | 217 |
| 23 | 8 | 18 | 57 | 62 | 132 | 217 | 217 |
| 24 | 8 | 20 | 59 | 64 | 133 | 217 | 217 |
| 25 | 9 | 20 | 62 | 66 | 134 | 217 | 217 |
| 26 | 9 | 21 | 64 | 68 | 137 | 217 | 217 |
| 27 | 10 | 23 | 67 | 70 | 138 | 217 | 217 |
| 28 | 10 | 23 | 69 | 71 | 138 | 217 | 217 |
| 29 | 10 | 24 | 72 | 73 | 140 | 217 | 217 |
| 30 | 11 | 25 | 74 | 75 | 141 | 217 | 217 |
III · Volatility adjustment to the relevant risk-free interest rate term structure
| Currency | National insurance market | Volatility adjustment (in bps) |
|---|---|---|
| Euro | Austria | 3 |
| Euro | Belgium | 3 |
| Euro | Cyprus | 3 |
| Euro | Estonia | 3 |
| Euro | Finland | 3 |
| Euro | France | 3 |
| Euro | Germany | 3 |
| Euro | Greece | 3 |
| Euro | Ireland | 3 |
| Euro | Italy | 3 |
| Euro | Latvia | 3 |
| Euro | Lithuania | 3 |
| Euro | Luxembourg | 3 |
| Euro | Malta | 3 |
| Euro | Netherlands | 3 |
| Euro | Portugal | 3 |
| Euro | Slovakia | 3 |
| Euro | Slovenia | 3 |
| Euro | Spain | 3 |
| Czech koruna | Czech Republic | 14 |
| Danish krone | Denmark | 55 |
| Forint | Hungary | 4 |
| Krona | Sweden | 10 |
| Kuna | Croatia | 0 |
| Lev | Bulgaria | -7 |
| Pound sterling | United Kingdom | 5 |
| Romanian leu | Romania | 1 |
| Zloty | Poland | 5 |
| Króna | Iceland | -6 |
| Norwegian krone | Norway | 33 |
| Swiss franc | Liechtenstein | 8 |
| Swiss franc | Switzerland | 8 |
| Australian dollar | Australia | 8 |
| Canadian dollar | Canada | 38 |
| Renminbi-yuan | China | 36 |
| Hong Kong dollar | Hong Kong | 2 |
| US dollar | United States | 23 |
| Yen | Japan | 6 |
Source: EUR-Lex, © European Union, 1998-2026. Reuse authorised under Decision 2011/833/EU.