Contents
- THE EUROPEAN COMMISSION, Having regard to the Treaty on th…
- 1
- 2 This Regulation shall enter into force on the day followin…
- I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
- II Fundamental spreads for the calculation of the matching adjustment
- III Volatility adjustment to the relevant risk-free interest rate term structure
THE EUROPEAN COMMISSION,Having regard to the Treaty on the Functioning of the European Union,Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II)note, and in particular the third subparagraph of Article 77e(2) thereof,Whereas:
(1)In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.
(2)Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 8 January 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2023 market data. That information was published on 8 January 2024 in accordance with Article 77e(1) of Directive 2009/138/EC.
(3)Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency.
(4)For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies.
(5)To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Councilnote,
HAS ADOPTED THIS REGULATION:
Article 1#
1.Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2023 until 30 March 2024.
2.For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
(a)the relevant risk-free interest rate term structures set out in Annex I;
(b)the fundamental spreads for the calculation of the matching adjustment set out in Annex II;
(c)for each relevant national insurance market, the volatility adjustments set out in Annex III.
Article 2#
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.It shall apply from 31 December 2023.
Annex I · Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Lev |
|---|---|---|---|---|---|---|
| 1 | 3,357% | 5,185% | 3,347% | 6,301% | 3,027% | 3,307% |
| 2 | 2,690% | 4,144% | 2,680% | 6,121% | 2,799% | 2,640% |
| 3 | 2,439% | 3,678% | 2,429% | 5,931% | 2,498% | 2,389% |
| 4 | 2,350% | 3,489% | 2,340% | 5,796% | 2,339% | 2,300% |
| 5 | 2,323% | 3,405% | 2,313% | 5,715% | 2,262% | 2,273% |
| 6 | 2,321% | 3,370% | 2,311% | 5,675% | 2,218% | 2,271% |
| 7 | 2,331% | 3,359% | 2,321% | 5,670% | 2,197% | 2,281% |
| 8 | 2,349% | 3,361% | 2,339% | 5,695% | 2,194% | 2,299% |
| 9 | 2,370% | 3,369% | 2,360% | 5,729% | 2,210% | 2,320% |
| 10 | 2,393% | 3,379% | 2,383% | 5,776% | 2,245% | 2,343% |
| 11 | 2,423% | 3,389% | 2,413% | 5,826% | 2,300% | 2,372% |
| 12 | 2,439% | 3,398% | 2,429% | 5,875% | 2,362% | 2,389% |
| 13 | 2,455% | 3,406% | 2,445% | 5,924% | 2,426% | 2,405% |
| 14 | 2,467% | 3,414% | 2,457% | 5,964% | 2,487% | 2,417% |
| 15 | 2,470% | 3,420% | 2,460% | 5,999% | 2,544% | 2,419% |
| 16 | 2,460% | 3,426% | 2,450% | 6,021% | 2,596% | 2,410% |
| 17 | 2,445% | 3,430% | 2,435% | 6,030% | 2,643% | 2,394% |
| 18 | 2,428% | 3,434% | 2,418% | 6,028% | 2,686% | 2,378% |
| 19 | 2,414% | 3,438% | 2,404% | 6,018% | 2,725% | 2,364% |
| 20 | 2,406% | 3,441% | 2,396% | 6,003% | 2,761% | 2,356% |
| 21 | 2,404% | 3,444% | 2,394% | 5,983% | 2,793% | 2,355% |
| 22 | 2,409% | 3,446% | 2,399% | 5,960% | 2,822% | 2,360% |
| 23 | 2,417% | 3,448% | 2,408% | 5,934% | 2,850% | 2,370% |
| 24 | 2,429% | 3,450% | 2,420% | 5,907% | 2,874% | 2,383% |
| 25 | 2,444% | 3,451% | 2,435% | 5,878% | 2,897% | 2,399% |
| 26 | 2,460% | 3,452% | 2,451% | 5,849% | 2,918% | 2,416% |
| 27 | 2,478% | 3,454% | 2,469% | 5,819% | 2,938% | 2,435% |
| 28 | 2,496% | 3,455% | 2,488% | 5,789% | 2,956% | 2,454% |
| 29 | 2,515% | 3,456% | 2,507% | 5,760% | 2,973% | 2,474% |
| 30 | 2,534% | 3,456% | 2,526% | 5,731% | 2,989% | 2,494% |
| 31 | 2,553% | 3,457% | 2,546% | 5,702% | 3,004% | 2,514% |
| 32 | 2,572% | 3,458% | 2,565% | 5,674% | 3,018% | 2,535% |
| 33 | 2,591% | 3,458% | 2,584% | 5,647% | 3,031% | 2,554% |
| 34 | 2,610% | 3,459% | 2,603% | 5,620% | 3,043% | 2,574% |
| 35 | 2,628% | 3,459% | 2,621% | 5,594% | 3,055% | 2,593% |
| 36 | 2,646% | 3,459% | 2,639% | 5,569% | 3,066% | 2,612% |
| 37 | 2,663% | 3,460% | 2,657% | 5,545% | 3,076% | 2,630% |
| 38 | 2,680% | 3,460% | 2,674% | 5,521% | 3,086% | 2,648% |
| 39 | 2,697% | 3,460% | 2,690% | 5,498% | 3,095% | 2,665% |
| 40 | 2,713% | 3,460% | 2,707% | 5,476% | 3,104% | 2,682% |
| 41 | 2,728% | 3,461% | 2,722% | 5,455% | 3,113% | 2,698% |
| 42 | 2,743% | 3,461% | 2,737% | 5,435% | 3,121% | 2,714% |
| 43 | 2,758% | 3,461% | 2,752% | 5,415% | 3,128% | 2,729% |
| 44 | 2,772% | 3,461% | 2,766% | 5,396% | 3,136% | 2,744% |
| 45 | 2,786% | 3,461% | 2,780% | 5,377% | 3,143% | 2,758% |
| 46 | 2,799% | 3,461% | 2,793% | 5,359% | 3,149% | 2,772% |
| 47 | 2,812% | 3,461% | 2,806% | 5,342% | 3,156% | 2,785% |
| 48 | 2,824% | 3,461% | 2,819% | 5,325% | 3,162% | 2,798% |
| 49 | 2,836% | 3,461% | 2,831% | 5,309% | 3,168% | 2,810% |
| 50 | 2,847% | 3,461% | 2,842% | 5,294% | 3,173% | 2,822% |
| 51 | 2,859% | 3,461% | 2,854% | 5,279% | 3,179% | 2,834% |
| 52 | 2,869% | 3,461% | 2,865% | 5,264% | 3,184% | 2,845% |
| 53 | 2,880% | 3,461% | 2,875% | 5,250% | 3,189% | 2,856% |
| 54 | 2,890% | 3,461% | 2,885% | 5,237% | 3,194% | 2,867% |
| 55 | 2,900% | 3,461% | 2,895% | 5,224% | 3,198% | 2,877% |
| 56 | 2,909% | 3,461% | 2,905% | 5,211% | 3,203% | 2,887% |
| 57 | 2,918% | 3,461% | 2,914% | 5,199% | 3,207% | 2,897% |
| 58 | 2,927% | 3,461% | 2,923% | 5,187% | 3,211% | 2,906% |
| 59 | 2,936% | 3,461% | 2,932% | 5,176% | 3,215% | 2,915% |
| 60 | 2,944% | 3,461% | 2,940% | 5,164% | 3,219% | 2,924% |
| 61 | 2,952% | 3,461% | 2,948% | 5,154% | 3,223% | 2,932% |
| 62 | 2,960% | 3,461% | 2,956% | 5,143% | 3,227% | 2,940% |
| 63 | 2,968% | 3,460% | 2,964% | 5,133% | 3,230% | 2,948% |
| 64 | 2,975% | 3,460% | 2,971% | 5,123% | 3,234% | 2,956% |
| 65 | 2,983% | 3,460% | 2,979% | 5,114% | 3,237% | 2,963% |
| 66 | 2,990% | 3,460% | 2,986% | 5,105% | 3,240% | 2,971% |
| 67 | 2,996% | 3,460% | 2,993% | 5,096% | 3,243% | 2,978% |
| 68 | 3,003% | 3,460% | 2,999% | 5,087% | 3,246% | 2,985% |
| 69 | 3,009% | 3,460% | 3,006% | 5,078% | 3,249% | 2,991% |
| 70 | 3,016% | 3,460% | 3,012% | 5,070% | 3,252% | 2,998% |
| 71 | 3,022% | 3,460% | 3,018% | 5,062% | 3,255% | 3,004% |
| 72 | 3,028% | 3,460% | 3,024% | 5,054% | 3,258% | 3,010% |
| 73 | 3,033% | 3,460% | 3,030% | 5,047% | 3,260% | 3,016% |
| 74 | 3,039% | 3,460% | 3,035% | 5,039% | 3,263% | 3,022% |
| 75 | 3,044% | 3,459% | 3,041% | 5,032% | 3,265% | 3,028% |
| 76 | 3,050% | 3,459% | 3,046% | 5,025% | 3,268% | 3,033% |
| 77 | 3,055% | 3,459% | 3,052% | 5,018% | 3,270% | 3,039% |
| 78 | 3,060% | 3,459% | 3,057% | 5,012% | 3,272% | 3,044% |
| 79 | 3,065% | 3,459% | 3,062% | 5,005% | 3,275% | 3,049% |
| 80 | 3,070% | 3,459% | 3,066% | 4,999% | 3,277% | 3,054% |
| 81 | 3,074% | 3,459% | 3,071% | 4,993% | 3,279% | 3,059% |
| 82 | 3,079% | 3,459% | 3,076% | 4,987% | 3,281% | 3,064% |
| 83 | 3,083% | 3,459% | 3,080% | 4,981% | 3,283% | 3,068% |
| 84 | 3,088% | 3,459% | 3,085% | 4,975% | 3,285% | 3,073% |
| 85 | 3,092% | 3,459% | 3,089% | 4,970% | 3,287% | 3,077% |
| 86 | 3,096% | 3,459% | 3,093% | 4,964% | 3,289% | 3,081% |
| 87 | 3,100% | 3,458% | 3,097% | 4,959% | 3,291% | 3,086% |
| 88 | 3,104% | 3,458% | 3,101% | 4,954% | 3,293% | 3,090% |
| 89 | 3,108% | 3,458% | 3,105% | 4,948% | 3,294% | 3,094% |
| 90 | 3,112% | 3,458% | 3,109% | 4,943% | 3,296% | 3,098% |
| 91 | 3,115% | 3,458% | 3,113% | 4,939% | 3,298% | 3,102% |
| 92 | 3,119% | 3,458% | 3,116% | 4,934% | 3,299% | 3,105% |
| 93 | 3,123% | 3,458% | 3,120% | 4,929% | 3,301% | 3,109% |
| 94 | 3,126% | 3,458% | 3,123% | 4,925% | 3,303% | 3,113% |
| 95 | 3,129% | 3,458% | 3,127% | 4,920% | 3,304% | 3,116% |
| 96 | 3,133% | 3,458% | 3,130% | 4,916% | 3,306% | 3,120% |
| 97 | 3,136% | 3,458% | 3,133% | 4,911% | 3,307% | 3,123% |
| 98 | 3,139% | 3,458% | 3,137% | 4,907% | 3,309% | 3,126% |
| 99 | 3,142% | 3,458% | 3,140% | 4,903% | 3,310% | 3,130% |
| 100 | 3,145% | 3,458% | 3,143% | 4,899% | 3,312% | 3,133% |
| 101 | 3,148% | 3,457% | 3,146% | 4,895% | 3,313% | 3,136% |
| 102 | 3,151% | 3,457% | 3,149% | 4,891% | 3,314% | 3,139% |
| 103 | 3,154% | 3,457% | 3,152% | 4,887% | 3,316% | 3,142% |
| 104 | 3,157% | 3,457% | 3,155% | 4,884% | 3,317% | 3,145% |
| 105 | 3,160% | 3,457% | 3,158% | 4,880% | 3,318% | 3,148% |
| 106 | 3,163% | 3,457% | 3,160% | 4,876% | 3,319% | 3,151% |
| 107 | 3,165% | 3,457% | 3,163% | 4,873% | 3,321% | 3,154% |
| 108 | 3,168% | 3,457% | 3,166% | 4,869% | 3,322% | 3,156% |
| 109 | 3,171% | 3,457% | 3,168% | 4,866% | 3,323% | 3,159% |
| 110 | 3,173% | 3,457% | 3,171% | 4,863% | 3,324% | 3,162% |
| 111 | 3,176% | 3,457% | 3,173% | 4,859% | 3,325% | 3,164% |
| 112 | 3,178% | 3,457% | 3,176% | 4,856% | 3,326% | 3,167% |
| 113 | 3,180% | 3,457% | 3,178% | 4,853% | 3,327% | 3,169% |
| 114 | 3,183% | 3,457% | 3,181% | 4,850% | 3,329% | 3,172% |
| 115 | 3,185% | 3,457% | 3,183% | 4,847% | 3,330% | 3,174% |
| 116 | 3,187% | 3,457% | 3,185% | 4,844% | 3,331% | 3,177% |
| 117 | 3,190% | 3,456% | 3,187% | 4,841% | 3,332% | 3,179% |
| 118 | 3,192% | 3,456% | 3,190% | 4,838% | 3,333% | 3,181% |
| 119 | 3,194% | 3,456% | 3,192% | 4,835% | 3,334% | 3,183% |
| 120 | 3,196% | 3,456% | 3,194% | 4,832% | 3,335% | 3,186% |
| 121 | 3,198% | 3,456% | 3,196% | 4,830% | 3,336% | 3,188% |
| 122 | 3,200% | 3,456% | 3,198% | 4,827% | 3,336% | 3,190% |
| 123 | 3,202% | 3,456% | 3,200% | 4,824% | 3,337% | 3,192% |
| 124 | 3,204% | 3,456% | 3,202% | 4,822% | 3,338% | 3,194% |
| 125 | 3,206% | 3,456% | 3,204% | 4,819% | 3,339% | 3,196% |
| 126 | 3,208% | 3,456% | 3,206% | 4,817% | 3,340% | 3,198% |
| 127 | 3,210% | 3,456% | 3,208% | 4,814% | 3,341% | 3,200% |
| 128 | 3,212% | 3,456% | 3,210% | 4,812% | 3,342% | 3,202% |
| 129 | 3,214% | 3,456% | 3,212% | 4,809% | 3,343% | 3,204% |
| 130 | 3,216% | 3,456% | 3,214% | 4,807% | 3,343% | 3,206% |
| 131 | 3,217% | 3,456% | 3,216% | 4,804% | 3,344% | 3,208% |
| 132 | 3,219% | 3,456% | 3,217% | 4,802% | 3,345% | 3,210% |
| 133 | 3,221% | 3,456% | 3,219% | 4,800% | 3,346% | 3,212% |
| 134 | 3,223% | 3,456% | 3,221% | 4,798% | 3,347% | 3,213% |
| 135 | 3,224% | 3,456% | 3,222% | 4,795% | 3,347% | 3,215% |
| 136 | 3,226% | 3,456% | 3,224% | 4,793% | 3,348% | 3,217% |
| 137 | 3,228% | 3,456% | 3,226% | 4,791% | 3,349% | 3,218% |
| 138 | 3,229% | 3,456% | 3,227% | 4,789% | 3,350% | 3,220% |
| 139 | 3,231% | 3,456% | 3,229% | 4,787% | 3,350% | 3,222% |
| 140 | 3,232% | 3,455% | 3,231% | 4,785% | 3,351% | 3,223% |
| 141 | 3,234% | 3,455% | 3,232% | 4,783% | 3,352% | 3,225% |
| 142 | 3,235% | 3,455% | 3,234% | 4,781% | 3,352% | 3,227% |
| 143 | 3,237% | 3,455% | 3,235% | 4,779% | 3,353% | 3,228% |
| 144 | 3,238% | 3,455% | 3,237% | 4,777% | 3,354% | 3,230% |
| 145 | 3,240% | 3,455% | 3,238% | 4,775% | 3,354% | 3,231% |
| 146 | 3,241% | 3,455% | 3,240% | 4,773% | 3,355% | 3,233% |
| 147 | 3,243% | 3,455% | 3,241% | 4,771% | 3,356% | 3,234% |
| 148 | 3,244% | 3,455% | 3,242% | 4,769% | 3,356% | 3,236% |
| 149 | 3,245% | 3,455% | 3,244% | 4,768% | 3,357% | 3,237% |
| 150 | 3,247% | 3,455% | 3,245% | 4,766% | 3,358% | 3,239% |
| Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc |
|---|---|---|---|---|---|---|
| 1 | 4,735% | 6,027% | 4,953% | 9,105% | 3,998% | 1,173% |
| 2 | 4,021% | 5,985% | 4,871% | 8,331% | 3,847% | 1,145% |
| 3 | 3,668% | 5,995% | 4,833% | 7,739% | 3,629% | 1,101% |
| 4 | 3,475% | 6,022% | 4,824% | 7,326% | 3,438% | 1,068% |
| 5 | 3,355% | 6,049% | 4,845% | 7,048% | 3,309% | 1,054% |
| 6 | 3,283% | 6,073% | 4,887% | 6,845% | 3,244% | 1,059% |
| 7 | 3,251% | 6,100% | 4,939% | 6,684% | 3,218% | 1,076% |
| 8 | 3,248% | 6,115% | 4,995% | 6,546% | 3,211% | 1,101% |
| 9 | 3,261% | 6,129% | 5,053% | 6,423% | 3,214% | 1,131% |
| 10 | 3,284% | 6,144% | 5,104% | 6,308% | 3,219% | 1,164% |
| 11 | 3,312% | 6,139% | 5,134% | 6,199% | 3,226% | 1,199% |
| 12 | 3,339% | 6,115% | 5,144% | 6,097% | 3,231% | 1,235% |
| 13 | 3,362% | 6,078% | 5,141% | 6,000% | 3,237% | 1,271% |
| 14 | 3,382% | 6,032% | 5,127% | 5,907% | 3,242% | 1,307% |
| 15 | 3,398% | 5,979% | 5,105% | 5,820% | 3,248% | 1,342% |
| 16 | 3,409% | 5,922% | 5,079% | 5,737% | 3,252% | 1,376% |
| 17 | 3,418% | 5,863% | 5,048% | 5,657% | 3,257% | 1,410% |
| 18 | 3,424% | 5,802% | 5,016% | 5,582% | 3,262% | 1,441% |
| 19 | 3,429% | 5,740% | 4,981% | 5,511% | 3,266% | 1,472% |
| 20 | 3,432% | 5,679% | 4,946% | 5,443% | 3,271% | 1,502% |
| 21 | 3,435% | 5,618% | 4,910% | 5,378% | 3,275% | 1,530% |
| 22 | 3,436% | 5,558% | 4,874% | 5,316% | 3,279% | 1,557% |
| 23 | 3,435% | 5,499% | 4,838% | 5,257% | 3,282% | 1,583% |
| 24 | 3,432% | 5,443% | 4,803% | 5,201% | 3,286% | 1,608% |
| 25 | 3,426% | 5,387% | 4,768% | 5,148% | 3,290% | 1,632% |
| 26 | 3,418% | 5,334% | 4,734% | 5,097% | 3,293% | 1,655% |
| 27 | 3,407% | 5,282% | 4,701% | 5,049% | 3,297% | 1,677% |
| 28 | 3,392% | 5,232% | 4,669% | 5,003% | 3,300% | 1,698% |
| 29 | 3,374% | 5,184% | 4,638% | 4,959% | 3,303% | 1,718% |
| 30 | 3,352% | 5,138% | 4,608% | 4,917% | 3,306% | 1,737% |
| 31 | 3,327% | 5,093% | 4,579% | 4,877% | 3,309% | 1,755% |
| 32 | 3,300% | 5,050% | 4,550% | 4,838% | 3,312% | 1,773% |
| 33 | 3,271% | 5,009% | 4,523% | 4,802% | 3,314% | 1,790% |
| 34 | 3,241% | 4,969% | 4,497% | 4,767% | 3,317% | 1,806% |
| 35 | 3,212% | 4,932% | 4,472% | 4,733% | 3,320% | 1,821% |
| 36 | 3,183% | 4,895% | 4,448% | 4,701% | 3,322% | 1,836% |
| 37 | 3,155% | 4,860% | 4,424% | 4,671% | 3,325% | 1,851% |
| 38 | 3,128% | 4,827% | 4,402% | 4,641% | 3,327% | 1,864% |
| 39 | 3,103% | 4,794% | 4,380% | 4,613% | 3,329% | 1,878% |
| 40 | 3,079% | 4,763% | 4,359% | 4,586% | 3,331% | 1,890% |
| 41 | 3,057% | 4,734% | 4,339% | 4,560% | 3,334% | 1,903% |
| 42 | 3,037% | 4,705% | 4,320% | 4,536% | 3,336% | 1,914% |
| 43 | 3,019% | 4,677% | 4,301% | 4,512% | 3,338% | 1,926% |
| 44 | 3,002% | 4,651% | 4,283% | 4,489% | 3,340% | 1,936% |
| 45 | 2,987% | 4,626% | 4,266% | 4,467% | 3,342% | 1,947% |
| 46 | 2,975% | 4,601% | 4,249% | 4,446% | 3,343% | 1,957% |
| 47 | 2,964% | 4,578% | 4,233% | 4,425% | 3,345% | 1,967% |
| 48 | 2,955% | 4,555% | 4,217% | 4,406% | 3,347% | 1,976% |
| 49 | 2,947% | 4,533% | 4,202% | 4,387% | 3,349% | 1,985% |
| 50 | 2,942% | 4,512% | 4,188% | 4,369% | 3,350% | 1,994% |
| 51 | 2,938% | 4,492% | 4,174% | 4,351% | 3,352% | 2,002% |
| 52 | 2,936% | 4,472% | 4,161% | 4,334% | 3,354% | 2,011% |
| 53 | 2,935% | 4,453% | 4,148% | 4,318% | 3,355% | 2,019% |
| 54 | 2,935% | 4,435% | 4,135% | 4,302% | 3,357% | 2,026% |
| 55 | 2,937% | 4,417% | 4,123% | 4,287% | 3,358% | 2,034% |
| 56 | 2,939% | 4,400% | 4,111% | 4,272% | 3,359% | 2,041% |
| 57 | 2,941% | 4,384% | 4,100% | 4,258% | 3,361% | 2,048% |
| 58 | 2,944% | 4,368% | 4,089% | 4,244% | 3,362% | 2,054% |
| 59 | 2,948% | 4,352% | 4,078% | 4,231% | 3,363% | 2,061% |
| 60 | 2,952% | 4,337% | 4,068% | 4,218% | 3,365% | 2,067% |
| 61 | 2,956% | 4,323% | 4,058% | 4,206% | 3,366% | 2,073% |
| 62 | 2,961% | 4,309% | 4,048% | 4,193% | 3,367% | 2,079% |
| 63 | 2,966% | 4,295% | 4,039% | 4,182% | 3,368% | 2,085% |
| 64 | 2,971% | 4,282% | 4,030% | 4,170% | 3,369% | 2,090% |
| 65 | 2,976% | 4,270% | 4,021% | 4,159% | 3,371% | 2,096% |
| 66 | 2,981% | 4,257% | 4,012% | 4,149% | 3,372% | 2,101% |
| 67 | 2,986% | 4,245% | 4,004% | 4,138% | 3,373% | 2,106% |
| 68 | 2,991% | 4,233% | 3,996% | 4,128% | 3,374% | 2,111% |
| 69 | 2,996% | 4,222% | 3,988% | 4,118% | 3,375% | 2,116% |
| 70 | 3,001% | 4,211% | 3,980% | 4,109% | 3,376% | 2,121% |
| 71 | 3,007% | 4,200% | 3,973% | 4,100% | 3,377% | 2,125% |
| 72 | 3,012% | 4,190% | 3,965% | 4,091% | 3,378% | 2,130% |
| 73 | 3,017% | 4,180% | 3,958% | 4,082% | 3,379% | 2,134% |
| 74 | 3,022% | 4,170% | 3,952% | 4,073% | 3,379% | 2,138% |
| 75 | 3,027% | 4,160% | 3,945% | 4,065% | 3,380% | 2,142% |
| 76 | 3,032% | 4,151% | 3,938% | 4,057% | 3,381% | 2,146% |
| 77 | 3,037% | 4,142% | 3,932% | 4,049% | 3,382% | 2,150% |
| 78 | 3,042% | 4,133% | 3,926% | 4,041% | 3,383% | 2,154% |
| 79 | 3,046% | 4,124% | 3,920% | 4,034% | 3,384% | 2,158% |
| 80 | 3,051% | 4,116% | 3,914% | 4,027% | 3,384% | 2,162% |
| 81 | 3,055% | 4,108% | 3,908% | 4,019% | 3,385% | 2,165% |
| 82 | 3,060% | 4,100% | 3,903% | 4,013% | 3,386% | 2,169% |
| 83 | 3,064% | 4,092% | 3,897% | 4,006% | 3,387% | 2,172% |
| 84 | 3,069% | 4,084% | 3,892% | 3,999% | 3,387% | 2,175% |
| 85 | 3,073% | 4,077% | 3,887% | 3,993% | 3,388% | 2,178% |
| 86 | 3,077% | 4,069% | 3,882% | 3,986% | 3,389% | 2,182% |
| 87 | 3,081% | 4,062% | 3,877% | 3,980% | 3,389% | 2,185% |
| 88 | 3,085% | 4,055% | 3,872% | 3,974% | 3,390% | 2,188% |
| 89 | 3,089% | 4,048% | 3,867% | 3,968% | 3,391% | 2,191% |
| 90 | 3,093% | 4,042% | 3,862% | 3,962% | 3,391% | 2,193% |
| 91 | 3,097% | 4,035% | 3,858% | 3,957% | 3,392% | 2,196% |
| 92 | 3,101% | 4,029% | 3,853% | 3,951% | 3,393% | 2,199% |
| 93 | 3,104% | 4,023% | 3,849% | 3,946% | 3,393% | 2,202% |
| 94 | 3,108% | 4,017% | 3,845% | 3,941% | 3,394% | 2,204% |
| 95 | 3,111% | 4,011% | 3,841% | 3,935% | 3,394% | 2,207% |
| 96 | 3,115% | 4,005% | 3,837% | 3,930% | 3,395% | 2,209% |
| 97 | 3,118% | 3,999% | 3,833% | 3,925% | 3,396% | 2,212% |
| 98 | 3,122% | 3,993% | 3,829% | 3,921% | 3,396% | 2,214% |
| 99 | 3,125% | 3,988% | 3,825% | 3,916% | 3,397% | 2,217% |
| 100 | 3,128% | 3,982% | 3,821% | 3,911% | 3,397% | 2,219% |
| 101 | 3,131% | 3,977% | 3,817% | 3,907% | 3,398% | 2,221% |
| 102 | 3,134% | 3,972% | 3,814% | 3,902% | 3,398% | 2,224% |
| 103 | 3,137% | 3,967% | 3,810% | 3,898% | 3,399% | 2,226% |
| 104 | 3,140% | 3,962% | 3,807% | 3,893% | 3,399% | 2,228% |
| 105 | 3,143% | 3,957% | 3,803% | 3,889% | 3,400% | 2,230% |
| 106 | 3,146% | 3,952% | 3,800% | 3,885% | 3,400% | 2,232% |
| 107 | 3,149% | 3,948% | 3,797% | 3,881% | 3,401% | 2,234% |
| 108 | 3,152% | 3,943% | 3,794% | 3,877% | 3,401% | 2,236% |
| 109 | 3,154% | 3,938% | 3,790% | 3,873% | 3,401% | 2,238% |
| 110 | 3,157% | 3,934% | 3,787% | 3,869% | 3,402% | 2,240% |
| 111 | 3,160% | 3,930% | 3,784% | 3,865% | 3,402% | 2,242% |
| 112 | 3,162% | 3,925% | 3,781% | 3,862% | 3,403% | 2,244% |
| 113 | 3,165% | 3,921% | 3,778% | 3,858% | 3,403% | 2,246% |
| 114 | 3,167% | 3,917% | 3,775% | 3,854% | 3,404% | 2,247% |
| 115 | 3,170% | 3,913% | 3,773% | 3,851% | 3,404% | 2,249% |
| 116 | 3,172% | 3,909% | 3,770% | 3,847% | 3,404% | 2,251% |
| 117 | 3,175% | 3,905% | 3,767% | 3,844% | 3,405% | 2,253% |
| 118 | 3,177% | 3,901% | 3,764% | 3,841% | 3,405% | 2,254% |
| 119 | 3,179% | 3,897% | 3,762% | 3,837% | 3,405% | 2,256% |
| 120 | 3,181% | 3,894% | 3,759% | 3,834% | 3,406% | 2,257% |
| 121 | 3,184% | 3,890% | 3,757% | 3,831% | 3,406% | 2,259% |
| 122 | 3,186% | 3,886% | 3,754% | 3,828% | 3,407% | 2,261% |
| 123 | 3,188% | 3,883% | 3,752% | 3,825% | 3,407% | 2,262% |
| 124 | 3,190% | 3,879% | 3,749% | 3,822% | 3,407% | 2,264% |
| 125 | 3,192% | 3,876% | 3,747% | 3,819% | 3,408% | 2,265% |
| 126 | 3,194% | 3,872% | 3,744% | 3,816% | 3,408% | 2,267% |
| 127 | 3,196% | 3,869% | 3,742% | 3,813% | 3,408% | 2,268% |
| 128 | 3,198% | 3,866% | 3,740% | 3,810% | 3,409% | 2,269% |
| 129 | 3,200% | 3,863% | 3,738% | 3,807% | 3,409% | 2,271% |
| 130 | 3,202% | 3,859% | 3,735% | 3,805% | 3,409% | 2,272% |
| 131 | 3,204% | 3,856% | 3,733% | 3,802% | 3,410% | 2,274% |
| 132 | 3,206% | 3,853% | 3,731% | 3,799% | 3,410% | 2,275% |
| 133 | 3,208% | 3,850% | 3,729% | 3,797% | 3,410% | 2,276% |
| 134 | 3,209% | 3,847% | 3,727% | 3,794% | 3,410% | 2,278% |
| 135 | 3,211% | 3,844% | 3,725% | 3,791% | 3,411% | 2,279% |
| 136 | 3,213% | 3,841% | 3,723% | 3,789% | 3,411% | 2,280% |
| 137 | 3,215% | 3,838% | 3,721% | 3,786% | 3,411% | 2,281% |
| 138 | 3,216% | 3,836% | 3,719% | 3,784% | 3,412% | 2,283% |
| 139 | 3,218% | 3,833% | 3,717% | 3,782% | 3,412% | 2,284% |
| 140 | 3,220% | 3,830% | 3,715% | 3,779% | 3,412% | 2,285% |
| 141 | 3,221% | 3,827% | 3,713% | 3,777% | 3,412% | 2,286% |
| 142 | 3,223% | 3,825% | 3,711% | 3,775% | 3,413% | 2,287% |
| 143 | 3,225% | 3,822% | 3,709% | 3,772% | 3,413% | 2,288% |
| 144 | 3,226% | 3,819% | 3,708% | 3,770% | 3,413% | 2,290% |
| 145 | 3,228% | 3,817% | 3,706% | 3,768% | 3,413% | 2,291% |
| 146 | 3,229% | 3,814% | 3,704% | 3,766% | 3,414% | 2,292% |
| 147 | 3,231% | 3,812% | 3,702% | 3,763% | 3,414% | 2,293% |
| 148 | 3,232% | 3,809% | 3,701% | 3,761% | 3,414% | 2,294% |
| 149 | 3,234% | 3,807% | 3,699% | 3,759% | 3,414% | 2,295% |
| 150 | 3,235% | 3,805% | 3,697% | 3,757% | 3,415% | 2,296% |
| Term to maturity (in years) | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso | Hong Kong dollar |
|---|---|---|---|---|---|---|
| 1 | 4,278% | 2,247% | 4,294% | 6,161% | 9,206% | 4,285% |
| 2 | 4,021% | 2,319% | 3,994% | 5,665% | 9,195% | 3,734% |
| 3 | 3,898% | 2,429% | 3,597% | 5,399% | 9,248% | 3,463% |
| 4 | 3,843% | 2,525% | 3,351% | 5,276% | 9,337% | 3,333% |
| 5 | 3,858% | 2,593% | 3,207% | 5,253% | 9,434% | 3,276% |
| 6 | 3,918% | 2,648% | 3,151% | 5,272% | 9,559% | 3,273% |
| 7 | 3,984% | 2,698% | 3,143% | 5,299% | 9,676% | 3,282% |
| 8 | 4,048% | 2,755% | 3,155% | 5,322% | 9,784% | 3,281% |
| 9 | 4,107% | 2,821% | 3,171% | 5,334% | 9,891% | 3,280% |
| 10 | 4,154% | 2,890% | 3,183% | 5,337% | 9,990% | 3,286% |
| 11 | 4,200% | 2,959% | 3,187% | 5,334% | 10,038% | 3,305% |
| 12 | 4,240% | 3,024% | 3,184% | 5,326% | 10,036% | 3,331% |
| 13 | 4,272% | 3,083% | 3,177% | 5,314% | 9,997% | 3,359% |
| 14 | 4,296% | 3,137% | 3,167% | 5,301% | 9,931% | 3,388% |
| 15 | 4,312% | 3,184% | 3,156% | 5,286% | 9,844% | 3,413% |
| 16 | 4,321% | 3,223% | 3,144% | 5,269% | 9,743% | 3,434% |
| 17 | 4,322% | 3,256% | 3,132% | 5,253% | 9,631% | 3,451% |
| 18 | 4,318% | 3,285% | 3,120% | 5,236% | 9,512% | 3,465% |
| 19 | 4,308% | 3,309% | 3,109% | 5,218% | 9,389% | 3,477% |
| 20 | 4,292% | 3,329% | 3,099% | 5,201% | 9,262% | 3,487% |
| 21 | 4,271% | 3,346% | 3,089% | 5,184% | 9,135% | 3,495% |
| 22 | 4,245% | 3,362% | 3,081% | 5,167% | 9,009% | 3,502% |
| 23 | 4,216% | 3,375% | 3,073% | 5,151% | 8,884% | 3,507% |
| 24 | 4,184% | 3,386% | 3,067% | 5,135% | 8,761% | 3,512% |
| 25 | 4,148% | 3,396% | 3,062% | 5,119% | 8,641% | 3,515% |
| 26 | 4,111% | 3,404% | 3,057% | 5,104% | 8,524% | 3,518% |
| 27 | 4,073% | 3,412% | 3,054% | 5,089% | 8,411% | 3,521% |
| 28 | 4,036% | 3,418% | 3,052% | 5,075% | 8,301% | 3,522% |
| 29 | 4,001% | 3,424% | 3,052% | 5,061% | 8,195% | 3,524% |
| 30 | 3,968% | 3,429% | 3,052% | 5,047% | 8,093% | 3,525% |
| 31 | 3,938% | 3,433% | 3,053% | 5,034% | 7,995% | 3,526% |
| 32 | 3,912% | 3,437% | 3,055% | 5,022% | 7,901% | 3,526% |
| 33 | 3,888% | 3,440% | 3,058% | 5,009% | 7,811% | 3,526% |
| 34 | 3,866% | 3,443% | 3,062% | 4,998% | 7,724% | 3,526% |
| 35 | 3,846% | 3,445% | 3,066% | 4,986% | 7,641% | 3,526% |
| 36 | 3,829% | 3,447% | 3,070% | 4,975% | 7,561% | 3,526% |
| 37 | 3,812% | 3,449% | 3,075% | 4,965% | 7,484% | 3,526% |
| 38 | 3,797% | 3,451% | 3,080% | 4,955% | 7,411% | 3,525% |
| 39 | 3,784% | 3,453% | 3,085% | 4,945% | 7,341% | 3,525% |
| 40 | 3,771% | 3,454% | 3,090% | 4,935% | 7,273% | 3,524% |
| 41 | 3,759% | 3,455% | 3,095% | 4,926% | 7,209% | 3,523% |
| 42 | 3,749% | 3,456% | 3,101% | 4,917% | 7,146% | 3,523% |
| 43 | 3,739% | 3,457% | 3,106% | 4,909% | 7,087% | 3,522% |
| 44 | 3,729% | 3,458% | 3,111% | 4,900% | 7,030% | 3,521% |
| 45 | 3,721% | 3,458% | 3,117% | 4,892% | 6,975% | 3,520% |
| 46 | 3,713% | 3,459% | 3,122% | 4,885% | 6,922% | 3,519% |
| 47 | 3,705% | 3,459% | 3,127% | 4,877% | 6,872% | 3,518% |
| 48 | 3,698% | 3,460% | 3,132% | 4,870% | 6,823% | 3,518% |
| 49 | 3,692% | 3,460% | 3,137% | 4,863% | 6,776% | 3,517% |
| 50 | 3,685% | 3,460% | 3,142% | 4,856% | 6,731% | 3,516% |
| 51 | 3,680% | 3,461% | 3,147% | 4,850% | 6,688% | 3,515% |
| 52 | 3,674% | 3,461% | 3,152% | 4,843% | 6,646% | 3,514% |
| 53 | 3,669% | 3,461% | 3,157% | 4,837% | 6,605% | 3,513% |
| 54 | 3,664% | 3,461% | 3,161% | 4,831% | 6,567% | 3,512% |
| 55 | 3,659% | 3,461% | 3,166% | 4,826% | 6,529% | 3,512% |
| 56 | 3,655% | 3,461% | 3,170% | 4,820% | 6,493% | 3,511% |
| 57 | 3,651% | 3,461% | 3,174% | 4,815% | 6,458% | 3,510% |
| 58 | 3,647% | 3,461% | 3,179% | 4,810% | 6,424% | 3,509% |
| 59 | 3,643% | 3,461% | 3,183% | 4,804% | 6,391% | 3,508% |
| 60 | 3,639% | 3,461% | 3,187% | 4,800% | 6,360% | 3,507% |
| 61 | 3,636% | 3,461% | 3,191% | 4,795% | 6,329% | 3,507% |
| 62 | 3,632% | 3,461% | 3,194% | 4,790% | 6,299% | 3,506% |
| 63 | 3,629% | 3,461% | 3,198% | 4,786% | 6,271% | 3,505% |
| 64 | 3,626% | 3,461% | 3,202% | 4,781% | 6,243% | 3,504% |
| 65 | 3,623% | 3,461% | 3,205% | 4,777% | 6,216% | 3,504% |
| 66 | 3,620% | 3,461% | 3,209% | 4,773% | 6,190% | 3,503% |
| 67 | 3,617% | 3,461% | 3,212% | 4,769% | 6,165% | 3,502% |
| 68 | 3,615% | 3,461% | 3,216% | 4,765% | 6,140% | 3,502% |
| 69 | 3,612% | 3,461% | 3,219% | 4,761% | 6,116% | 3,501% |
| 70 | 3,610% | 3,461% | 3,222% | 4,758% | 6,093% | 3,500% |
| 71 | 3,607% | 3,461% | 3,225% | 4,754% | 6,070% | 3,500% |
| 72 | 3,605% | 3,460% | 3,228% | 4,751% | 6,048% | 3,499% |
| 73 | 3,603% | 3,460% | 3,231% | 4,747% | 6,027% | 3,498% |
| 74 | 3,601% | 3,460% | 3,234% | 4,744% | 6,006% | 3,498% |
| 75 | 3,598% | 3,460% | 3,237% | 4,741% | 5,986% | 3,497% |
| 76 | 3,596% | 3,460% | 3,239% | 4,738% | 5,966% | 3,497% |
| 77 | 3,594% | 3,460% | 3,242% | 4,735% | 5,947% | 3,496% |
| 78 | 3,593% | 3,460% | 3,244% | 4,732% | 5,929% | 3,495% |
| 79 | 3,591% | 3,460% | 3,247% | 4,729% | 5,910% | 3,495% |
| 80 | 3,589% | 3,460% | 3,250% | 4,726% | 5,893% | 3,494% |
| 81 | 3,587% | 3,460% | 3,252% | 4,723% | 5,875% | 3,494% |
| 82 | 3,585% | 3,459% | 3,254% | 4,720% | 5,858% | 3,493% |
| 83 | 3,584% | 3,459% | 3,257% | 4,718% | 5,842% | 3,493% |
| 84 | 3,582% | 3,459% | 3,259% | 4,715% | 5,826% | 3,492% |
| 85 | 3,580% | 3,459% | 3,261% | 4,713% | 5,810% | 3,492% |
| 86 | 3,579% | 3,459% | 3,263% | 4,710% | 5,795% | 3,491% |
| 87 | 3,577% | 3,459% | 3,265% | 4,708% | 5,780% | 3,491% |
| 88 | 3,576% | 3,459% | 3,267% | 4,705% | 5,765% | 3,491% |
| 89 | 3,575% | 3,459% | 3,269% | 4,703% | 5,751% | 3,490% |
| 90 | 3,573% | 3,459% | 3,271% | 4,701% | 5,737% | 3,490% |
| 91 | 3,572% | 3,459% | 3,273% | 4,699% | 5,723% | 3,489% |
| 92 | 3,570% | 3,459% | 3,275% | 4,696% | 5,710% | 3,489% |
| 93 | 3,569% | 3,459% | 3,277% | 4,694% | 5,697% | 3,488% |
| 94 | 3,568% | 3,458% | 3,279% | 4,692% | 5,684% | 3,488% |
| 95 | 3,567% | 3,458% | 3,281% | 4,690% | 5,672% | 3,488% |
| 96 | 3,565% | 3,458% | 3,283% | 4,688% | 5,659% | 3,487% |
| 97 | 3,564% | 3,458% | 3,284% | 4,686% | 5,647% | 3,487% |
| 98 | 3,563% | 3,458% | 3,286% | 4,684% | 5,635% | 3,486% |
| 99 | 3,562% | 3,458% | 3,288% | 4,683% | 5,624% | 3,486% |
| 100 | 3,561% | 3,458% | 3,289% | 4,681% | 5,613% | 3,486% |
| 101 | 3,560% | 3,458% | 3,291% | 4,679% | 5,602% | 3,485% |
| 102 | 3,559% | 3,458% | 3,292% | 4,677% | 5,591% | 3,485% |
| 103 | 3,557% | 3,458% | 3,294% | 4,676% | 5,580% | 3,485% |
| 104 | 3,556% | 3,458% | 3,295% | 4,674% | 5,570% | 3,484% |
| 105 | 3,555% | 3,458% | 3,297% | 4,672% | 5,559% | 3,484% |
| 106 | 3,554% | 3,458% | 3,298% | 4,671% | 5,549% | 3,484% |
| 107 | 3,553% | 3,457% | 3,300% | 4,669% | 5,539% | 3,483% |
| 108 | 3,552% | 3,457% | 3,301% | 4,667% | 5,530% | 3,483% |
| 109 | 3,552% | 3,457% | 3,302% | 4,666% | 5,520% | 3,483% |
| 110 | 3,551% | 3,457% | 3,304% | 4,664% | 5,511% | 3,483% |
| 111 | 3,550% | 3,457% | 3,305% | 4,663% | 5,502% | 3,482% |
| 112 | 3,549% | 3,457% | 3,306% | 4,661% | 5,493% | 3,482% |
| 113 | 3,548% | 3,457% | 3,308% | 4,660% | 5,484% | 3,482% |
| 114 | 3,547% | 3,457% | 3,309% | 4,659% | 5,475% | 3,481% |
| 115 | 3,546% | 3,457% | 3,310% | 4,657% | 5,467% | 3,481% |
| 116 | 3,545% | 3,457% | 3,311% | 4,656% | 5,458% | 3,481% |
| 117 | 3,545% | 3,457% | 3,312% | 4,655% | 5,450% | 3,481% |
| 118 | 3,544% | 3,457% | 3,314% | 4,653% | 5,442% | 3,480% |
| 119 | 3,543% | 3,457% | 3,315% | 4,652% | 5,434% | 3,480% |
| 120 | 3,542% | 3,457% | 3,316% | 4,651% | 5,426% | 3,480% |
| 121 | 3,541% | 3,457% | 3,317% | 4,649% | 5,419% | 3,480% |
| 122 | 3,541% | 3,457% | 3,318% | 4,648% | 5,411% | 3,479% |
| 123 | 3,540% | 3,456% | 3,319% | 4,647% | 5,404% | 3,479% |
| 124 | 3,539% | 3,456% | 3,320% | 4,646% | 5,396% | 3,479% |
| 125 | 3,538% | 3,456% | 3,321% | 4,645% | 5,389% | 3,479% |
| 126 | 3,538% | 3,456% | 3,322% | 4,643% | 5,382% | 3,478% |
| 127 | 3,537% | 3,456% | 3,323% | 4,642% | 5,375% | 3,478% |
| 128 | 3,536% | 3,456% | 3,324% | 4,641% | 5,368% | 3,478% |
| 129 | 3,536% | 3,456% | 3,325% | 4,640% | 5,361% | 3,478% |
| 130 | 3,535% | 3,456% | 3,326% | 4,639% | 5,355% | 3,478% |
| 131 | 3,534% | 3,456% | 3,327% | 4,638% | 5,348% | 3,477% |
| 132 | 3,534% | 3,456% | 3,328% | 4,637% | 5,342% | 3,477% |
| 133 | 3,533% | 3,456% | 3,329% | 4,636% | 5,335% | 3,477% |
| 134 | 3,533% | 3,456% | 3,330% | 4,635% | 5,329% | 3,477% |
| 135 | 3,532% | 3,456% | 3,331% | 4,634% | 5,323% | 3,477% |
| 136 | 3,531% | 3,456% | 3,332% | 4,633% | 5,317% | 3,476% |
| 137 | 3,531% | 3,456% | 3,333% | 4,632% | 5,311% | 3,476% |
| 138 | 3,530% | 3,456% | 3,333% | 4,631% | 5,305% | 3,476% |
| 139 | 3,530% | 3,456% | 3,334% | 4,630% | 5,299% | 3,476% |
| 140 | 3,529% | 3,456% | 3,335% | 4,629% | 5,294% | 3,476% |
| 141 | 3,528% | 3,456% | 3,336% | 4,628% | 5,288% | 3,475% |
| 142 | 3,528% | 3,456% | 3,337% | 4,627% | 5,282% | 3,475% |
| 143 | 3,527% | 3,456% | 3,337% | 4,626% | 5,277% | 3,475% |
| 144 | 3,527% | 3,456% | 3,338% | 4,626% | 5,271% | 3,475% |
| 145 | 3,526% | 3,456% | 3,339% | 4,625% | 5,266% | 3,475% |
| 146 | 3,526% | 3,455% | 3,340% | 4,624% | 5,261% | 3,475% |
| 147 | 3,525% | 3,455% | 3,341% | 4,623% | 5,256% | 3,474% |
| 148 | 3,525% | 3,455% | 3,341% | 4,622% | 5,250% | 3,474% |
| 149 | 3,524% | 3,455% | 3,342% | 4,621% | 5,245% | 3,474% |
| 150 | 3,524% | 3,455% | 3,343% | 4,621% | 5,240% | 3,474% |
| Term to maturity (in years) | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand | Real |
|---|---|---|---|---|---|---|
| 1 | 7,124% | 11,208% | 0,912% | 5,227% | 8,239% | 10,128% |
| 2 | 7,113% | 9,958% | 0,949% | 4,577% | 7,866% | 9,731% |
| 3 | 7,099% | 9,258% | 0,976% | 4,248% | 7,873% | 9,749% |
| 4 | 7,112% | 8,838% | 1,000% | 4,078% | 7,995% | 9,861% |
| 5 | 7,121% | 8,650% | 1,022% | 3,994% | 8,208% | 9,984% |
| 6 | 7,149% | 8,589% | 1,042% | 3,979% | 8,532% | 10,101% |
| 7 | 7,184% | 8,583% | 1,059% | 3,994% | 8,864% | 10,214% |
| 8 | 7,221% | 8,594% | 1,075% | 4,018% | 9,174% | 10,300% |
| 9 | 7,264% | 8,599% | 1,088% | 4,047% | 9,462% | 10,377% |
| 10 | 7,298% | 8,585% | 1,102% | 4,080% | 9,724% | 10,452% |
| 11 | 7,311% | 8,545% | 1,133% | 4,114% | 9,961% | 10,481% |
| 12 | 7,309% | 8,484% | 1,177% | 4,149% | 10,169% | 10,465% |
| 13 | 7,294% | 8,409% | 1,230% | 4,183% | 10,343% | 10,418% |
| 14 | 7,271% | 8,323% | 1,287% | 4,214% | 10,479% | 10,346% |
| 15 | 7,242% | 8,231% | 1,347% | 4,241% | 10,573% | 10,257% |
| 16 | 7,209% | 8,136% | 1,408% | 4,265% | 10,620% | 10,156% |
| 17 | 7,173% | 8,038% | 1,469% | 4,285% | 10,629% | 10,045% |
| 18 | 7,135% | 7,939% | 1,529% | 4,300% | 10,607% | 9,929% |
| 19 | 7,096% | 7,841% | 1,588% | 4,311% | 10,560% | 9,809% |
| 20 | 7,057% | 7,743% | 1,645% | 4,316% | 10,495% | 9,688% |
| 21 | 7,018% | 7,648% | 1,700% | 4,317% | 10,416% | 9,566% |
| 22 | 6,979% | 7,555% | 1,753% | 4,313% | 10,326% | 9,446% |
| 23 | 6,940% | 7,464% | 1,804% | 4,306% | 10,228% | 9,327% |
| 24 | 6,902% | 7,377% | 1,853% | 4,297% | 10,125% | 9,210% |
| 25 | 6,866% | 7,292% | 1,900% | 4,286% | 10,019% | 9,097% |
| 26 | 6,830% | 7,210% | 1,945% | 4,274% | 9,911% | 8,986% |
| 27 | 6,795% | 7,131% | 1,988% | 4,260% | 9,803% | 8,879% |
| 28 | 6,761% | 7,055% | 2,029% | 4,246% | 9,695% | 8,776% |
| 29 | 6,729% | 6,982% | 2,068% | 4,231% | 9,589% | 8,677% |
| 30 | 6,697% | 6,913% | 2,106% | 4,216% | 9,484% | 8,581% |
| 31 | 6,667% | 6,845% | 2,142% | 4,200% | 9,383% | 8,488% |
| 32 | 6,637% | 6,781% | 2,176% | 4,185% | 9,283% | 8,400% |
| 33 | 6,609% | 6,720% | 2,209% | 4,170% | 9,187% | 8,315% |
| 34 | 6,582% | 6,660% | 2,241% | 4,155% | 9,094% | 8,233% |
| 35 | 6,555% | 6,604% | 2,271% | 4,140% | 9,004% | 8,155% |
| 36 | 6,530% | 6,550% | 2,300% | 4,126% | 8,917% | 8,080% |
| 37 | 6,506% | 6,498% | 2,328% | 4,111% | 8,833% | 8,008% |
| 38 | 6,483% | 6,448% | 2,354% | 4,097% | 8,752% | 7,939% |
| 39 | 6,460% | 6,400% | 2,380% | 4,084% | 8,675% | 7,873% |
| 40 | 6,438% | 6,354% | 2,404% | 4,071% | 8,600% | 7,810% |
| 41 | 6,418% | 6,310% | 2,428% | 4,058% | 8,529% | 7,749% |
| 42 | 6,398% | 6,268% | 2,451% | 4,045% | 8,460% | 7,691% |
| 43 | 6,378% | 6,228% | 2,472% | 4,033% | 8,393% | 7,635% |
| 44 | 6,360% | 6,189% | 2,493% | 4,021% | 8,330% | 7,581% |
| 45 | 6,342% | 6,152% | 2,513% | 4,010% | 8,269% | 7,530% |
| 46 | 6,324% | 6,116% | 2,532% | 3,999% | 8,210% | 7,480% |
| 47 | 6,308% | 6,081% | 2,551% | 3,988% | 8,153% | 7,433% |
| 48 | 6,292% | 6,048% | 2,569% | 3,978% | 8,099% | 7,387% |
| 49 | 6,276% | 6,016% | 2,586% | 3,968% | 8,046% | 7,343% |
| 50 | 6,261% | 5,985% | 2,603% | 3,958% | 7,996% | 7,300% |
| 51 | 6,247% | 5,956% | 2,619% | 3,949% | 7,947% | 7,260% |
| 52 | 6,233% | 5,927% | 2,634% | 3,940% | 7,900% | 7,220% |
| 53 | 6,220% | 5,900% | 2,649% | 3,931% | 7,855% | 7,182% |
| 54 | 6,207% | 5,873% | 2,663% | 3,923% | 7,812% | 7,146% |
| 55 | 6,194% | 5,847% | 2,677% | 3,914% | 7,770% | 7,110% |
| 56 | 6,182% | 5,823% | 2,691% | 3,906% | 7,729% | 7,076% |
| 57 | 6,170% | 5,799% | 2,704% | 3,899% | 7,690% | 7,044% |
| 58 | 6,159% | 5,775% | 2,716% | 3,891% | 7,652% | 7,012% |
| 59 | 6,148% | 5,753% | 2,729% | 3,884% | 7,615% | 6,981% |
| 60 | 6,137% | 5,731% | 2,740% | 3,877% | 7,580% | 6,951% |
| 61 | 6,127% | 5,710% | 2,752% | 3,870% | 7,546% | 6,922% |
| 62 | 6,117% | 5,690% | 2,763% | 3,863% | 7,513% | 6,895% |
| 63 | 6,107% | 5,670% | 2,774% | 3,857% | 7,480% | 6,868% |
| 64 | 6,098% | 5,651% | 2,784% | 3,850% | 7,449% | 6,841% |
| 65 | 6,089% | 5,633% | 2,794% | 3,844% | 7,419% | 6,816% |
| 66 | 6,080% | 5,615% | 2,804% | 3,838% | 7,390% | 6,791% |
| 67 | 6,071% | 5,598% | 2,814% | 3,833% | 7,361% | 6,768% |
| 68 | 6,063% | 5,581% | 2,823% | 3,827% | 7,334% | 6,744% |
| 69 | 6,055% | 5,564% | 2,832% | 3,822% | 7,307% | 6,722% |
| 70 | 6,047% | 5,548% | 2,841% | 3,816% | 7,281% | 6,700% |
| 71 | 6,039% | 5,533% | 2,849% | 3,811% | 7,256% | 6,679% |
| 72 | 6,032% | 5,518% | 2,857% | 3,806% | 7,231% | 6,658% |
| 73 | 6,025% | 5,503% | 2,865% | 3,802% | 7,207% | 6,638% |
| 74 | 6,018% | 5,489% | 2,873% | 3,797% | 7,184% | 6,619% |
| 75 | 6,011% | 5,475% | 2,881% | 3,792% | 7,162% | 6,600% |
| 76 | 6,004% | 5,461% | 2,888% | 3,788% | 7,140% | 6,581% |
| 77 | 5,997% | 5,448% | 2,896% | 3,783% | 7,118% | 6,563% |
| 78 | 5,991% | 5,435% | 2,903% | 3,779% | 7,097% | 6,545% |
| 79 | 5,985% | 5,423% | 2,910% | 3,775% | 7,077% | 6,528% |
| 80 | 5,979% | 5,411% | 2,916% | 3,771% | 7,057% | 6,512% |
| 81 | 5,973% | 5,399% | 2,923% | 3,767% | 7,038% | 6,495% |
| 82 | 5,967% | 5,387% | 2,929% | 3,763% | 7,019% | 6,479% |
| 83 | 5,961% | 5,376% | 2,935% | 3,759% | 7,000% | 6,464% |
| 84 | 5,956% | 5,365% | 2,942% | 3,756% | 6,982% | 6,449% |
| 85 | 5,951% | 5,354% | 2,947% | 3,752% | 6,965% | 6,434% |
| 86 | 5,945% | 5,343% | 2,953% | 3,748% | 6,948% | 6,420% |
| 87 | 5,940% | 5,333% | 2,959% | 3,745% | 6,931% | 6,406% |
| 88 | 5,935% | 5,323% | 2,965% | 3,742% | 6,915% | 6,392% |
| 89 | 5,930% | 5,313% | 2,970% | 3,738% | 6,899% | 6,378% |
| 90 | 5,926% | 5,303% | 2,975% | 3,735% | 6,883% | 6,365% |
| 91 | 5,921% | 5,294% | 2,981% | 3,732% | 6,868% | 6,352% |
| 92 | 5,916% | 5,285% | 2,986% | 3,729% | 6,853% | 6,340% |
| 93 | 5,912% | 5,276% | 2,991% | 3,726% | 6,838% | 6,327% |
| 94 | 5,907% | 5,267% | 2,995% | 3,723% | 6,824% | 6,315% |
| 95 | 5,903% | 5,258% | 3,000% | 3,720% | 6,810% | 6,303% |
| 96 | 5,899% | 5,250% | 3,005% | 3,717% | 6,796% | 6,292% |
| 97 | 5,895% | 5,242% | 3,009% | 3,715% | 6,782% | 6,281% |
| 98 | 5,891% | 5,234% | 3,014% | 3,712% | 6,769% | 6,270% |
| 99 | 5,887% | 5,226% | 3,018% | 3,709% | 6,756% | 6,259% |
| 100 | 5,883% | 5,218% | 3,023% | 3,707% | 6,744% | 6,248% |
| 101 | 5,879% | 5,210% | 3,027% | 3,704% | 6,731% | 6,238% |
| 102 | 5,875% | 5,203% | 3,031% | 3,702% | 6,719% | 6,227% |
| 103 | 5,872% | 5,195% | 3,035% | 3,699% | 6,707% | 6,217% |
| 104 | 5,868% | 5,188% | 3,039% | 3,697% | 6,696% | 6,208% |
| 105 | 5,865% | 5,181% | 3,043% | 3,694% | 6,684% | 6,198% |
| 106 | 5,861% | 5,174% | 3,047% | 3,692% | 6,673% | 6,188% |
| 107 | 5,858% | 5,167% | 3,051% | 3,690% | 6,662% | 6,179% |
| 108 | 5,855% | 5,161% | 3,054% | 3,688% | 6,651% | 6,170% |
| 109 | 5,851% | 5,154% | 3,058% | 3,685% | 6,641% | 6,161% |
| 110 | 5,848% | 5,148% | 3,061% | 3,683% | 6,630% | 6,152% |
| 111 | 5,845% | 5,141% | 3,065% | 3,681% | 6,620% | 6,144% |
| 112 | 5,842% | 5,135% | 3,068% | 3,679% | 6,610% | 6,135% |
| 113 | 5,839% | 5,129% | 3,072% | 3,677% | 6,600% | 6,127% |
| 114 | 5,836% | 5,123% | 3,075% | 3,675% | 6,590% | 6,119% |
| 115 | 5,833% | 5,117% | 3,078% | 3,673% | 6,581% | 6,111% |
| 116 | 5,830% | 5,112% | 3,081% | 3,671% | 6,571% | 6,103% |
| 117 | 5,827% | 5,106% | 3,085% | 3,669% | 6,562% | 6,095% |
| 118 | 5,824% | 5,100% | 3,088% | 3,667% | 6,553% | 6,088% |
| 119 | 5,822% | 5,095% | 3,091% | 3,666% | 6,544% | 6,080% |
| 120 | 5,819% | 5,089% | 3,094% | 3,664% | 6,535% | 6,073% |
| 121 | 5,816% | 5,084% | 3,097% | 3,662% | 6,527% | 6,065% |
| 122 | 5,814% | 5,079% | 3,100% | 3,660% | 6,518% | 6,058% |
| 123 | 5,811% | 5,074% | 3,102% | 3,659% | 6,510% | 6,051% |
| 124 | 5,809% | 5,069% | 3,105% | 3,657% | 6,502% | 6,044% |
| 125 | 5,806% | 5,064% | 3,108% | 3,655% | 6,494% | 6,038% |
| 126 | 5,804% | 5,059% | 3,111% | 3,654% | 6,486% | 6,031% |
| 127 | 5,801% | 5,054% | 3,113% | 3,652% | 6,478% | 6,024% |
| 128 | 5,799% | 5,049% | 3,116% | 3,650% | 6,470% | 6,018% |
| 129 | 5,797% | 5,045% | 3,119% | 3,649% | 6,463% | 6,012% |
| 130 | 5,794% | 5,040% | 3,121% | 3,647% | 6,455% | 6,005% |
| 131 | 5,792% | 5,036% | 3,124% | 3,646% | 6,448% | 5,999% |
| 132 | 5,790% | 5,031% | 3,126% | 3,644% | 6,441% | 5,993% |
| 133 | 5,788% | 5,027% | 3,129% | 3,643% | 6,434% | 5,987% |
| 134 | 5,786% | 5,022% | 3,131% | 3,642% | 6,427% | 5,981% |
| 135 | 5,784% | 5,018% | 3,133% | 3,640% | 6,420% | 5,975% |
| 136 | 5,781% | 5,014% | 3,136% | 3,639% | 6,413% | 5,970% |
| 137 | 5,779% | 5,010% | 3,138% | 3,637% | 6,406% | 5,964% |
| 138 | 5,777% | 5,006% | 3,140% | 3,636% | 6,400% | 5,958% |
| 139 | 5,775% | 5,002% | 3,142% | 3,635% | 6,393% | 5,953% |
| 140 | 5,773% | 4,998% | 3,145% | 3,633% | 6,387% | 5,948% |
| 141 | 5,771% | 4,994% | 3,147% | 3,632% | 6,381% | 5,942% |
| 142 | 5,770% | 4,990% | 3,149% | 3,631% | 6,374% | 5,937% |
| 143 | 5,768% | 4,986% | 3,151% | 3,629% | 6,368% | 5,932% |
| 144 | 5,766% | 4,983% | 3,153% | 3,628% | 6,362% | 5,927% |
| 145 | 5,764% | 4,979% | 3,155% | 3,627% | 6,356% | 5,922% |
| 146 | 5,762% | 4,975% | 3,157% | 3,626% | 6,350% | 5,917% |
| 147 | 5,760% | 4,972% | 3,159% | 3,625% | 6,345% | 5,912% |
| 148 | 5,759% | 4,968% | 3,161% | 3,623% | 6,339% | 5,907% |
| 149 | 5,757% | 4,965% | 3,163% | 3,622% | 6,333% | 5,902% |
| 150 | 5,755% | 4,961% | 3,165% | 3,621% | 6,328% | 5,898% |
| Term to maturity (in years) | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won | Turkish lira |
|---|---|---|---|---|---|---|
| 1 | 1,904% | 3,200% | 14,852% | 3,214% | 3,473% | 39,336% |
| 2 | 1,945% | 3,343% | 13,846% | 2,828% | 3,171% | 35,672% |
| 3 | 2,038% | 3,437% | 13,144% | 2,654% | 3,005% | 31,173% |
| 4 | 2,153% | 3,519% | 12,657% | 2,589% | 2,959% | 27,492% |
| 5 | 2,258% | 3,591% | 12,326% | 2,563% | 2,926% | 24,777% |
| 6 | 2,331% | 3,652% | 12,127% | 2,553% | 2,906% | 22,987% |
| 7 | 2,384% | 3,701% | 12,041% | 2,552% | 2,901% | 21,925% |
| 8 | 2,431% | 3,746% | 12,016% | 2,558% | 2,905% | 21,436% |
| 9 | 2,478% | 3,782% | 12,036% | 2,568% | 2,912% | 21,379% |
| 10 | 2,527% | 3,822% | 12,070% | 2,582% | 2,917% | 21,358% |
| 11 | 2,581% | 3,866% | 12,104% | 2,599% | 2,919% | 21,283% |
| 12 | 2,638% | 3,913% | 12,128% | 2,618% | 2,917% | 21,163% |
| 13 | 2,696% | 3,962% | 12,133% | 2,638% | 2,914% | 21,003% |
| 14 | 2,753% | 4,013% | 12,111% | 2,659% | 2,911% | 20,809% |
| 15 | 2,810% | 4,063% | 12,054% | 2,680% | 2,908% | 20,584% |
| 16 | 2,865% | 4,112% | 11,967% | 2,701% | 2,906% | 20,333% |
| 17 | 2,918% | 4,159% | 11,859% | 2,721% | 2,905% | 20,059% |
| 18 | 2,969% | 4,200% | 11,733% | 2,741% | 2,906% | 19,765% |
| 19 | 3,018% | 4,235% | 11,595% | 2,761% | 2,908% | 19,455% |
| 20 | 3,065% | 4,261% | 11,449% | 2,780% | 2,911% | 19,132% |
| 21 | 3,110% | 4,280% | 11,296% | 2,798% | 2,916% | 18,801% |
| 22 | 3,153% | 4,290% | 11,141% | 2,816% | 2,923% | 18,463% |
| 23 | 3,194% | 4,295% | 10,984% | 2,833% | 2,931% | 18,123% |
| 24 | 3,233% | 4,296% | 10,827% | 2,849% | 2,939% | 17,782% |
| 25 | 3,270% | 4,292% | 10,672% | 2,865% | 2,948% | 17,445% |
| 26 | 3,306% | 4,286% | 10,519% | 2,881% | 2,957% | 17,111% |
| 27 | 3,340% | 4,277% | 10,370% | 2,895% | 2,966% | 16,784% |
| 28 | 3,373% | 4,266% | 10,225% | 2,910% | 2,976% | 16,465% |
| 29 | 3,404% | 4,255% | 10,084% | 2,923% | 2,985% | 16,154% |
| 30 | 3,434% | 4,242% | 9,947% | 2,936% | 2,995% | 15,853% |
| 31 | 3,462% | 4,228% | 9,815% | 2,949% | 3,004% | 15,562% |
| 32 | 3,490% | 4,214% | 9,688% | 2,961% | 3,013% | 15,282% |
| 33 | 3,516% | 4,200% | 9,566% | 2,973% | 3,022% | 15,012% |
| 34 | 3,540% | 4,186% | 9,449% | 2,984% | 3,031% | 14,753% |
| 35 | 3,564% | 4,171% | 9,336% | 2,995% | 3,040% | 14,504% |
| 36 | 3,587% | 4,157% | 9,228% | 3,005% | 3,049% | 14,266% |
| 37 | 3,609% | 4,143% | 9,124% | 3,015% | 3,057% | 14,038% |
| 38 | 3,630% | 4,129% | 9,024% | 3,025% | 3,065% | 13,819% |
| 39 | 3,650% | 4,115% | 8,929% | 3,034% | 3,073% | 13,610% |
| 40 | 3,669% | 4,101% | 8,837% | 3,043% | 3,081% | 13,410% |
| 41 | 3,688% | 4,088% | 8,749% | 3,052% | 3,088% | 13,218% |
| 42 | 3,706% | 4,075% | 8,665% | 3,060% | 3,095% | 13,035% |
| 43 | 3,723% | 4,063% | 8,584% | 3,068% | 3,102% | 12,859% |
| 44 | 3,739% | 4,051% | 8,507% | 3,076% | 3,109% | 12,691% |
| 45 | 3,755% | 4,039% | 8,432% | 3,083% | 3,116% | 12,529% |
| 46 | 3,770% | 4,027% | 8,361% | 3,091% | 3,122% | 12,375% |
| 47 | 3,785% | 4,016% | 8,292% | 3,098% | 3,128% | 12,226% |
| 48 | 3,799% | 4,005% | 8,226% | 3,104% | 3,134% | 12,084% |
| 49 | 3,813% | 3,995% | 8,162% | 3,111% | 3,140% | 11,947% |
| 50 | 3,826% | 3,985% | 8,101% | 3,117% | 3,146% | 11,816% |
| 51 | 3,838% | 3,975% | 8,043% | 3,123% | 3,151% | 11,690% |
| 52 | 3,851% | 3,965% | 7,986% | 3,129% | 3,156% | 11,568% |
| 53 | 3,862% | 3,956% | 7,931% | 3,135% | 3,162% | 11,451% |
| 54 | 3,874% | 3,947% | 7,879% | 3,140% | 3,167% | 11,339% |
| 55 | 3,885% | 3,938% | 7,828% | 3,145% | 3,171% | 11,230% |
| 56 | 3,896% | 3,930% | 7,779% | 3,151% | 3,176% | 11,126% |
| 57 | 3,906% | 3,922% | 7,732% | 3,156% | 3,181% | 11,025% |
| 58 | 3,916% | 3,914% | 7,686% | 3,160% | 3,185% | 10,928% |
| 59 | 3,926% | 3,906% | 7,642% | 3,165% | 3,189% | 10,834% |
| 60 | 3,935% | 3,899% | 7,599% | 3,170% | 3,193% | 10,743% |
| 61 | 3,944% | 3,892% | 7,558% | 3,174% | 3,197% | 10,655% |
| 62 | 3,953% | 3,885% | 7,518% | 3,178% | 3,201% | 10,570% |
| 63 | 3,961% | 3,878% | 7,479% | 3,183% | 3,205% | 10,488% |
| 64 | 3,970% | 3,871% | 7,442% | 3,187% | 3,209% | 10,408% |
| 65 | 3,978% | 3,865% | 7,406% | 3,191% | 3,213% | 10,331% |
| 66 | 3,985% | 3,859% | 7,370% | 3,194% | 3,216% | 10,256% |
| 67 | 3,993% | 3,852% | 7,336% | 3,198% | 3,219% | 10,184% |
| 68 | 4,000% | 3,847% | 7,303% | 3,202% | 3,223% | 10,113% |
| 69 | 4,008% | 3,841% | 7,271% | 3,205% | 3,226% | 10,045% |
| 70 | 4,014% | 3,835% | 7,240% | 3,209% | 3,229% | 9,979% |
| 71 | 4,021% | 3,830% | 7,209% | 3,212% | 3,232% | 9,914% |
| 72 | 4,028% | 3,825% | 7,180% | 3,215% | 3,235% | 9,852% |
| 73 | 4,034% | 3,820% | 7,151% | 3,218% | 3,238% | 9,791% |
| 74 | 4,040% | 3,815% | 7,123% | 3,222% | 3,241% | 9,732% |
| 75 | 4,047% | 3,810% | 7,096% | 3,225% | 3,244% | 9,675% |
| 76 | 4,052% | 3,805% | 7,069% | 3,227% | 3,246% | 9,619% |
| 77 | 4,058% | 3,800% | 7,043% | 3,230% | 3,249% | 9,564% |
| 78 | 4,064% | 3,796% | 7,018% | 3,233% | 3,251% | 9,511% |
| 79 | 4,069% | 3,792% | 6,994% | 3,236% | 3,254% | 9,459% |
| 80 | 4,075% | 3,787% | 6,970% | 3,238% | 3,256% | 9,409% |
| 81 | 4,080% | 3,783% | 6,947% | 3,241% | 3,259% | 9,360% |
| 82 | 4,085% | 3,779% | 6,924% | 3,244% | 3,261% | 9,312% |
| 83 | 4,090% | 3,775% | 6,902% | 3,246% | 3,263% | 9,265% |
| 84 | 4,095% | 3,771% | 6,880% | 3,248% | 3,266% | 9,219% |
| 85 | 4,100% | 3,767% | 6,859% | 3,251% | 3,268% | 9,175% |
| 86 | 4,104% | 3,764% | 6,838% | 3,253% | 3,270% | 9,132% |
| 87 | 4,109% | 3,760% | 6,818% | 3,255% | 3,272% | 9,089% |
| 88 | 4,113% | 3,757% | 6,799% | 3,258% | 3,274% | 9,048% |
| 89 | 4,118% | 3,753% | 6,779% | 3,260% | 3,276% | 9,007% |
| 90 | 4,122% | 3,750% | 6,761% | 3,262% | 3,278% | 8,968% |
| 91 | 4,126% | 3,747% | 6,742% | 3,264% | 3,280% | 8,929% |
| 92 | 4,130% | 3,743% | 6,724% | 3,266% | 3,281% | 8,891% |
| 93 | 4,134% | 3,740% | 6,707% | 3,268% | 3,283% | 8,854% |
| 94 | 4,138% | 3,737% | 6,689% | 3,270% | 3,285% | 8,818% |
| 95 | 4,142% | 3,734% | 6,672% | 3,272% | 3,287% | 8,782% |
| 96 | 4,145% | 3,731% | 6,656% | 3,274% | 3,288% | 8,747% |
| 97 | 4,149% | 3,728% | 6,640% | 3,275% | 3,290% | 8,714% |
| 98 | 4,153% | 3,725% | 6,624% | 3,277% | 3,292% | 8,680% |
| 99 | 4,156% | 3,723% | 6,609% | 3,279% | 3,293% | 8,648% |
| 100 | 4,160% | 3,720% | 6,593% | 3,281% | 3,295% | 8,616% |
| 101 | 4,163% | 3,717% | 6,578% | 3,282% | 3,296% | 8,584% |
| 102 | 4,166% | 3,715% | 6,564% | 3,284% | 3,298% | 8,554% |
| 103 | 4,169% | 3,712% | 6,550% | 3,285% | 3,299% | 8,524% |
| 104 | 4,173% | 3,709% | 6,535% | 3,287% | 3,301% | 8,494% |
| 105 | 4,176% | 3,707% | 6,522% | 3,289% | 3,302% | 8,465% |
| 106 | 4,179% | 3,705% | 6,508% | 3,290% | 3,304% | 8,437% |
| 107 | 4,182% | 3,702% | 6,495% | 3,292% | 3,305% | 8,409% |
| 108 | 4,185% | 3,700% | 6,482% | 3,293% | 3,306% | 8,382% |
| 109 | 4,188% | 3,698% | 6,469% | 3,295% | 3,308% | 8,355% |
| 110 | 4,190% | 3,695% | 6,457% | 3,296% | 3,309% | 8,329% |
| 111 | 4,193% | 3,693% | 6,444% | 3,297% | 3,310% | 8,303% |
| 112 | 4,196% | 3,691% | 6,432% | 3,299% | 3,311% | 8,278% |
| 113 | 4,199% | 3,689% | 6,420% | 3,300% | 3,313% | 8,253% |
| 114 | 4,201% | 3,687% | 6,409% | 3,301% | 3,314% | 8,228% |
| 115 | 4,204% | 3,685% | 6,397% | 3,303% | 3,315% | 8,204% |
| 116 | 4,206% | 3,683% | 6,386% | 3,304% | 3,316% | 8,181% |
| 117 | 4,209% | 3,681% | 6,375% | 3,305% | 3,317% | 8,157% |
| 118 | 4,211% | 3,679% | 6,364% | 3,306% | 3,319% | 8,135% |
| 119 | 4,214% | 3,677% | 6,353% | 3,308% | 3,320% | 8,112% |
| 120 | 4,216% | 3,675% | 6,343% | 3,309% | 3,321% | 8,090% |
| 121 | 4,219% | 3,673% | 6,333% | 3,310% | 3,322% | 8,068% |
| 122 | 4,221% | 3,671% | 6,322% | 3,311% | 3,323% | 8,047% |
| 123 | 4,223% | 3,669% | 6,312% | 3,312% | 3,324% | 8,026% |
| 124 | 4,225% | 3,668% | 6,303% | 3,313% | 3,325% | 8,006% |
| 125 | 4,228% | 3,666% | 6,293% | 3,314% | 3,326% | 7,985% |
| 126 | 4,230% | 3,664% | 6,283% | 3,315% | 3,327% | 7,965% |
| 127 | 4,232% | 3,662% | 6,274% | 3,317% | 3,328% | 7,946% |
| 128 | 4,234% | 3,661% | 6,265% | 3,318% | 3,329% | 7,926% |
| 129 | 4,236% | 3,659% | 6,256% | 3,319% | 3,330% | 7,907% |
| 130 | 4,238% | 3,658% | 6,247% | 3,320% | 3,331% | 7,889% |
| 131 | 4,240% | 3,656% | 6,238% | 3,321% | 3,332% | 7,870% |
| 132 | 4,242% | 3,654% | 6,229% | 3,322% | 3,332% | 7,852% |
| 133 | 4,244% | 3,653% | 6,221% | 3,323% | 3,333% | 7,834% |
| 134 | 4,246% | 3,651% | 6,212% | 3,323% | 3,334% | 7,817% |
| 135 | 4,248% | 3,650% | 6,204% | 3,324% | 3,335% | 7,799% |
| 136 | 4,250% | 3,648% | 6,196% | 3,325% | 3,336% | 7,782% |
| 137 | 4,251% | 3,647% | 6,188% | 3,326% | 3,337% | 7,765% |
| 138 | 4,253% | 3,645% | 6,180% | 3,327% | 3,338% | 7,749% |
| 139 | 4,255% | 3,644% | 6,172% | 3,328% | 3,338% | 7,732% |
| 140 | 4,257% | 3,643% | 6,164% | 3,329% | 3,339% | 7,716% |
| 141 | 4,258% | 3,641% | 6,157% | 3,330% | 3,340% | 7,700% |
| 142 | 4,260% | 3,640% | 6,149% | 3,331% | 3,341% | 7,685% |
| 143 | 4,262% | 3,639% | 6,142% | 3,331% | 3,342% | 7,669% |
| 144 | 4,263% | 3,637% | 6,135% | 3,332% | 3,342% | 7,654% |
| 145 | 4,265% | 3,636% | 6,128% | 3,333% | 3,343% | 7,639% |
| 146 | 4,267% | 3,635% | 6,121% | 3,334% | 3,344% | 7,624% |
| 147 | 4,268% | 3,633% | 6,114% | 3,335% | 3,344% | 7,610% |
| 148 | 4,270% | 3,632% | 6,107% | 3,335% | 3,345% | 7,595% |
| 149 | 4,271% | 3,631% | 6,100% | 3,336% | 3,346% | 7,581% |
| 150 | 4,273% | 3,630% | 6,093% | 3,337% | 3,347% | 7,567% |
| Term to maturity (in years) | US dollar | Yen |
|---|---|---|
| 1 | 4,760% | 0,072% |
| 2 | 4,056% | 0,191% |
| 3 | 3,724% | 0,280% |
| 4 | 3,571% | 0,363% |
| 5 | 3,499% | 0,448% |
| 6 | 3,464% | 0,535% |
| 7 | 3,449% | 0,626% |
| 8 | 3,443% | 0,706% |
| 9 | 3,444% | 0,780% |
| 10 | 3,449% | 0,848% |
| 11 | 3,458% | 0,914% |
| 12 | 3,468% | 0,977% |
| 13 | 3,477% | 1,037% |
| 14 | 3,486% | 1,095% |
| 15 | 3,492% | 1,152% |
| 16 | 3,495% | 1,207% |
| 17 | 3,494% | 1,259% |
| 18 | 3,489% | 1,308% |
| 19 | 3,479% | 1,351% |
| 20 | 3,464% | 1,388% |
| 21 | 3,443% | 1,420% |
| 22 | 3,418% | 1,445% |
| 23 | 3,391% | 1,465% |
| 24 | 3,364% | 1,479% |
| 25 | 3,338% | 1,488% |
| 26 | 3,312% | 1,492% |
| 27 | 3,289% | 1,494% |
| 28 | 3,268% | 1,497% |
| 29 | 3,249% | 1,503% |
| 30 | 3,234% | 1,514% |
| 31 | 3,221% | 1,531% |
| 32 | 3,212% | 1,553% |
| 33 | 3,204% | 1,578% |
| 34 | 3,199% | 1,605% |
| 35 | 3,195% | 1,635% |
| 36 | 3,192% | 1,665% |
| 37 | 3,190% | 1,697% |
| 38 | 3,190% | 1,729% |
| 39 | 3,190% | 1,761% |
| 40 | 3,190% | 1,793% |
| 41 | 3,191% | 1,825% |
| 42 | 3,193% | 1,856% |
| 43 | 3,195% | 1,887% |
| 44 | 3,197% | 1,917% |
| 45 | 3,200% | 1,947% |
| 46 | 3,203% | 1,976% |
| 47 | 3,205% | 2,004% |
| 48 | 3,208% | 2,031% |
| 49 | 3,211% | 2,058% |
| 50 | 3,215% | 2,084% |
| 51 | 3,218% | 2,110% |
| 52 | 3,221% | 2,134% |
| 53 | 3,224% | 2,158% |
| 54 | 3,227% | 2,181% |
| 55 | 3,230% | 2,204% |
| 56 | 3,233% | 2,226% |
| 57 | 3,237% | 2,247% |
| 58 | 3,240% | 2,268% |
| 59 | 3,243% | 2,288% |
| 60 | 3,246% | 2,307% |
| 61 | 3,248% | 2,326% |
| 62 | 3,251% | 2,345% |
| 63 | 3,254% | 2,362% |
| 64 | 3,257% | 2,380% |
| 65 | 3,260% | 2,397% |
| 66 | 3,262% | 2,413% |
| 67 | 3,265% | 2,429% |
| 68 | 3,267% | 2,444% |
| 69 | 3,270% | 2,459% |
| 70 | 3,272% | 2,474% |
| 71 | 3,275% | 2,488% |
| 72 | 3,277% | 2,502% |
| 73 | 3,279% | 2,516% |
| 74 | 3,281% | 2,529% |
| 75 | 3,283% | 2,542% |
| 76 | 3,286% | 2,554% |
| 77 | 3,288% | 2,566% |
| 78 | 3,290% | 2,578% |
| 79 | 3,292% | 2,590% |
| 80 | 3,294% | 2,601% |
| 81 | 3,295% | 2,612% |
| 82 | 3,297% | 2,623% |
| 83 | 3,299% | 2,633% |
| 84 | 3,301% | 2,644% |
| 85 | 3,303% | 2,654% |
| 86 | 3,304% | 2,663% |
| 87 | 3,306% | 2,673% |
| 88 | 3,308% | 2,682% |
| 89 | 3,309% | 2,691% |
| 90 | 3,311% | 2,700% |
| 91 | 3,312% | 2,709% |
| 92 | 3,314% | 2,718% |
| 93 | 3,315% | 2,726% |
| 94 | 3,317% | 2,734% |
| 95 | 3,318% | 2,742% |
| 96 | 3,319% | 2,750% |
| 97 | 3,321% | 2,758% |
| 98 | 3,322% | 2,765% |
| 99 | 3,323% | 2,773% |
| 100 | 3,324% | 2,780% |
| 101 | 3,326% | 2,787% |
| 102 | 3,327% | 2,794% |
| 103 | 3,328% | 2,801% |
| 104 | 3,329% | 2,808% |
| 105 | 3,330% | 2,814% |
| 106 | 3,332% | 2,821% |
| 107 | 3,333% | 2,827% |
| 108 | 3,334% | 2,833% |
| 109 | 3,335% | 2,839% |
| 110 | 3,336% | 2,845% |
| 111 | 3,337% | 2,851% |
| 112 | 3,338% | 2,857% |
| 113 | 3,339% | 2,863% |
| 114 | 3,340% | 2,868% |
| 115 | 3,341% | 2,874% |
| 116 | 3,342% | 2,879% |
| 117 | 3,343% | 2,884% |
| 118 | 3,344% | 2,889% |
| 119 | 3,344% | 2,895% |
| 120 | 3,345% | 2,900% |
| 121 | 3,346% | 2,905% |
| 122 | 3,347% | 2,909% |
| 123 | 3,348% | 2,914% |
| 124 | 3,349% | 2,919% |
| 125 | 3,350% | 2,924% |
| 126 | 3,350% | 2,928% |
| 127 | 3,351% | 2,933% |
| 128 | 3,352% | 2,937% |
| 129 | 3,353% | 2,941% |
| 130 | 3,353% | 2,946% |
| 131 | 3,354% | 2,950% |
| 132 | 3,355% | 2,954% |
| 133 | 3,356% | 2,958% |
| 134 | 3,356% | 2,962% |
| 135 | 3,357% | 2,966% |
| 136 | 3,358% | 2,970% |
| 137 | 3,358% | 2,974% |
| 138 | 3,359% | 2,978% |
| 139 | 3,360% | 2,981% |
| 140 | 3,360% | 2,985% |
| 141 | 3,361% | 2,989% |
| 142 | 3,362% | 2,992% |
| 143 | 3,362% | 2,996% |
| 144 | 3,363% | 2,999% |
| 145 | 3,363% | 3,003% |
| 146 | 3,364% | 3,006% |
| 147 | 3,365% | 3,010% |
| 148 | 3,365% | 3,013% |
| 149 | 3,366% | 3,016% |
| 150 | 3,366% | 3,019% |
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 | 27 | 5 | 0 | 20 | 0 |
| 2 | 0 | 0 | 34 | 5 | 0 | 34 | 0 |
| 3 | 0 | 0 | 39 | 5 | 0 | 39 | 0 |
| 4 | 0 | 1 | 42 | 5 | 1 | 41 | 0 |
| 5 | 0 | 2 | 47 | 5 | 3 | 44 | 0 |
| 6 | 0 | 3 | 49 | 5 | 5 | 47 | 0 |
| 7 | 1 | 4 | 52 | 6 | 8 | 48 | 0 |
| 8 | 2 | 5 | 54 | 5 | 10 | 48 | 0 |
| 9 | 2 | 6 | 56 | 5 | 11 | 46 | 0 |
| 10 | 3 | 7 | 58 | 6 | 12 | 45 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 0 | 339 | 4 | 12 |
| 2 | 0 | 0 | 0 | 0 | 212 | 4 | 18 |
| 3 | 0 | 0 | 0 | 0 | 190 | 4 | 20 |
| 4 | 1 | 0 | 0 | 0 | 167 | 4 | 21 |
| 5 | 2 | 0 | 0 | 0 | 154 | 4 | 22 |
| 6 | 3 | 0 | 0 | 0 | 151 | 4 | 24 |
| 7 | 4 | 0 | 0 | 0 | 149 | 4 | 25 |
| 8 | 5 | 0 | 1 | 0 | 153 | 3 | 26 |
| 9 | 6 | 0 | 2 | 0 | 155 | 1 | 26 |
| 10 | 7 | 0 | 3 | 0 | 157 | 4 | 27 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 3 | 4 | 0 | 13 | 0 | 4 |
| 2 | 13 | 8 | 9 | 0 | 18 | 0 | 4 |
| 3 | 18 | 11 | 13 | 0 | 20 | 0 | 4 |
| 4 | 21 | 13 | 15 | 0 | 22 | 0 | 4 |
| 5 | 23 | 15 | 17 | 0 | 23 | 0 | 4 |
| 6 | 25 | 16 | 18 | 0 | 24 | 0 | 4 |
| 7 | 27 | 18 | 20 | 0 | 25 | 0 | 4 |
| 8 | 29 | 19 | 22 | 0 | 26 | 0 | 4 |
| 9 | 30 | 20 | 23 | 1 | 27 | 0 | 4 |
| 10 | 32 | 21 | 24 | 1 | 27 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
|---|---|---|---|---|---|---|---|
| 1 | 20 | 8 | 10 | 14 | 4 | 0 | 0 |
| 2 | 34 | 15 | 13 | 17 | 9 | 0 | 0 |
| 3 | 39 | 17 | 15 | 21 | 13 | 0 | 0 |
| 4 | 41 | 18 | 16 | 25 | 15 | 0 | 0 |
| 5 | 44 | 19 | 18 | 29 | 17 | 0 | 0 |
| 6 | 47 | 20 | 19 | 32 | 18 | 0 | 0 |
| 7 | 48 | 21 | 21 | 34 | 20 | 0 | 0 |
| 8 | 48 | 23 | 22 | 35 | 22 | 0 | 0 |
| 9 | 46 | 24 | 22 | 36 | 23 | 0 | 0 |
| 10 | 45 | 22 | 23 | 36 | 24 | 0 | 0 |
| Duration (in years) | Iceland | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada |
|---|---|---|---|---|---|---|---|
| 1 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 2 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 3 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 4 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 5 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 6 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 7 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 8 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 9 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 10 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| Duration (in years) | Chile | China | Colombia | Hong Kong | India | Japan | Malaysia |
|---|---|---|---|---|---|---|---|
| 1 | 16 | 0 | 11 | 0 | 9 | 0 | 0 |
| 2 | 17 | 1 | 17 | 0 | 9 | 0 | 0 |
| 3 | 17 | 2 | 26 | 0 | 9 | 0 | 0 |
| 4 | 16 | 3 | 33 | 0 | 9 | 0 | 0 |
| 5 | 15 | 3 | 34 | 0 | 9 | 0 | 0 |
| 6 | 14 | 3 | 37 | 0 | 9 | 0 | 0 |
| 7 | 13 | 4 | 39 | 0 | 9 | 0 | 0 |
| 8 | 14 | 7 | 37 | 0 | 9 | 0 | 0 |
| 9 | 15 | 5 | 35 | 0 | 9 | 0 | 0 |
| 10 | 13 | 5 | 37 | 0 | 9 | 1 | 0 |
| Duration (in years) | Mexico | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand |
|---|---|---|---|---|---|---|---|
| 1 | 8 | 0 | 0 | 0 | 7 | 8 | 1 |
| 2 | 9 | 0 | 0 | 0 | 10 | 11 | 0 |
| 3 | 10 | 0 | 0 | 0 | 12 | 11 | 0 |
| 4 | 11 | 0 | 0 | 0 | 13 | 13 | 0 |
| 5 | 11 | 0 | 2 | 0 | 14 | 14 | 0 |
| 6 | 11 | 0 | 5 | 0 | 16 | 15 | 0 |
| 7 | 11 | 0 | 7 | 0 | 18 | 15 | 0 |
| 8 | 10 | 0 | 11 | 0 | 20 | 15 | 0 |
| 9 | 10 | 0 | 16 | 0 | 21 | 15 | 0 |
| 10 | 10 | 0 | 16 | 0 | 23 | 15 | 0 |
| Duration (in years) | Taiwan | Turkey | United States |
|---|---|---|---|
| 1 | 4 | 0 | 0 |
| 2 | 4 | 0 | 0 |
| 3 | 4 | 0 | 0 |
| 4 | 4 | 0 | 0 |
| 5 | 4 | 0 | 0 |
| 6 | 4 | 0 | 0 |
| 7 | 4 | 0 | 0 |
| 8 | 4 | 0 | 0 |
| 9 | 4 | 0 | 0 |
| 10 | 4 | 0 | 0 |
2. Exposures to financial institutions
2.1. Euro
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 19 | 41 | 108 | 224 | 503 | 1240 |
| 2 | 6 | 19 | 41 | 108 | 224 | 503 | 992 |
| 3 | 7 | 21 | 43 | 103 | 220 | 500 | 807 |
| 4 | 9 | 24 | 46 | 106 | 219 | 499 | 668 |
| 5 | 10 | 26 | 51 | 109 | 219 | 499 | 562 |
| 6 | 11 | 28 | 54 | 114 | 219 | 499 | 499 |
| 7 | 12 | 30 | 56 | 116 | 219 | 499 | 499 |
| 8 | 12 | 31 | 56 | 115 | 219 | 499 | 499 |
| 9 | 13 | 32 | 56 | 115 | 219 | 499 | 499 |
| 10 | 13 | 33 | 56 | 114 | 219 | 499 | 499 |
| 11 | 14 | 34 | 57 | 115 | 219 | 499 | 499 |
| 12 | 14 | 35 | 57 | 115 | 219 | 499 | 499 |
| 13 | 14 | 35 | 57 | 115 | 219 | 499 | 499 |
| 14 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 15 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 16 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 17 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 18 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 19 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 20 | 16 | 36 | 57 | 115 | 219 | 499 | 499 |
| 21 | 16 | 36 | 57 | 115 | 219 | 499 | 499 |
| 22 | 18 | 36 | 57 | 115 | 219 | 499 | 499 |
| 23 | 18 | 36 | 57 | 115 | 219 | 499 | 499 |
| 24 | 19 | 36 | 57 | 115 | 219 | 499 | 499 |
| 25 | 19 | 36 | 57 | 115 | 219 | 499 | 499 |
| 26 | 20 | 36 | 57 | 115 | 219 | 499 | 499 |
| 27 | 21 | 36 | 57 | 115 | 219 | 499 | 499 |
| 28 | 21 | 36 | 57 | 115 | 219 | 499 | 499 |
| 29 | 22 | 36 | 57 | 115 | 219 | 499 | 499 |
| 30 | 22 | 36 | 57 | 115 | 219 | 499 | 499 |
2.2. Czech koruna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 19 | 32 | 54 | 121 | 237 | 516 | 1274 |
| 2 | 20 | 33 | 55 | 122 | 238 | 517 | 1015 |
| 3 | 21 | 35 | 57 | 117 | 234 | 514 | 825 |
| 4 | 22 | 37 | 59 | 119 | 232 | 512 | 682 |
| 5 | 22 | 39 | 63 | 121 | 232 | 511 | 573 |
| 6 | 23 | 40 | 66 | 125 | 231 | 511 | 511 |
| 7 | 23 | 41 | 67 | 127 | 230 | 510 | 510 |
| 8 | 22 | 41 | 66 | 125 | 229 | 509 | 509 |
| 9 | 22 | 41 | 66 | 124 | 229 | 508 | 508 |
| 10 | 22 | 42 | 65 | 123 | 228 | 508 | 508 |
| 11 | 22 | 42 | 65 | 123 | 228 | 507 | 507 |
| 12 | 22 | 42 | 64 | 122 | 227 | 507 | 507 |
| 13 | 21 | 42 | 64 | 122 | 226 | 506 | 506 |
| 14 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 15 | 21 | 42 | 63 | 121 | 225 | 505 | 505 |
| 16 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 17 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 18 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 19 | 20 | 41 | 63 | 120 | 225 | 505 | 505 |
| 20 | 21 | 42 | 63 | 121 | 225 | 505 | 505 |
| 21 | 21 | 42 | 63 | 121 | 226 | 505 | 505 |
| 22 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 23 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 24 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 25 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 26 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 27 | 21 | 42 | 63 | 121 | 226 | 505 | 505 |
| 28 | 21 | 42 | 63 | 121 | 226 | 505 | 505 |
| 29 | 22 | 42 | 63 | 121 | 225 | 505 | 505 |
| 30 | 23 | 42 | 63 | 121 | 225 | 505 | 505 |
2.3. Danish krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 19 | 41 | 108 | 224 | 503 | 1240 |
| 2 | 6 | 19 | 41 | 108 | 224 | 503 | 992 |
| 3 | 7 | 21 | 43 | 103 | 220 | 500 | 807 |
| 4 | 9 | 24 | 46 | 106 | 219 | 499 | 668 |
| 5 | 10 | 26 | 51 | 109 | 219 | 499 | 562 |
| 6 | 11 | 28 | 54 | 114 | 219 | 499 | 499 |
| 7 | 12 | 30 | 56 | 116 | 219 | 499 | 499 |
| 8 | 12 | 31 | 56 | 115 | 219 | 499 | 499 |
| 9 | 12 | 32 | 56 | 114 | 219 | 499 | 499 |
| 10 | 13 | 33 | 56 | 114 | 219 | 499 | 499 |
| 11 | 14 | 34 | 57 | 114 | 219 | 499 | 499 |
| 12 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 13 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 14 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 15 | 14 | 36 | 57 | 114 | 219 | 499 | 499 |
| 16 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 17 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 18 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 19 | 15 | 35 | 57 | 114 | 219 | 499 | 499 |
| 20 | 16 | 35 | 57 | 114 | 219 | 499 | 499 |
| 21 | 16 | 35 | 57 | 114 | 219 | 499 | 499 |
| 22 | 18 | 36 | 57 | 114 | 219 | 499 | 499 |
| 23 | 18 | 36 | 57 | 114 | 219 | 499 | 499 |
| 24 | 19 | 36 | 57 | 114 | 219 | 499 | 499 |
| 25 | 19 | 36 | 57 | 114 | 219 | 499 | 499 |
| 26 | 20 | 36 | 57 | 114 | 219 | 499 | 499 |
| 27 | 21 | 36 | 57 | 114 | 219 | 499 | 499 |
| 28 | 21 | 36 | 57 | 114 | 219 | 499 | 499 |
| 29 | 22 | 36 | 57 | 114 | 219 | 499 | 499 |
| 30 | 22 | 36 | 57 | 114 | 219 | 499 | 499 |
2.4. Forint
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 79 | 92 | 115 | 182 | 297 | 577 | 1295 |
| 2 | 76 | 89 | 112 | 178 | 294 | 573 | 1043 |
| 3 | 80 | 94 | 115 | 176 | 292 | 572 | 850 |
| 4 | 79 | 94 | 116 | 176 | 289 | 569 | 704 |
| 5 | 78 | 94 | 119 | 177 | 287 | 567 | 591 |
| 6 | 78 | 95 | 121 | 180 | 286 | 565 | 565 |
| 7 | 77 | 95 | 121 | 181 | 284 | 564 | 564 |
| 8 | 76 | 95 | 120 | 179 | 283 | 563 | 563 |
| 9 | 75 | 95 | 119 | 177 | 282 | 562 | 562 |
| 10 | 73 | 93 | 116 | 174 | 279 | 559 | 559 |
| 11 | 71 | 91 | 114 | 172 | 277 | 556 | 556 |
| 12 | 70 | 91 | 113 | 171 | 275 | 555 | 555 |
| 13 | 70 | 91 | 112 | 170 | 275 | 555 | 555 |
| 14 | 70 | 91 | 112 | 170 | 274 | 554 | 554 |
| 15 | 70 | 91 | 112 | 169 | 274 | 554 | 554 |
| 16 | 69 | 90 | 111 | 169 | 274 | 553 | 553 |
| 17 | 69 | 90 | 111 | 169 | 273 | 553 | 553 |
| 18 | 68 | 89 | 110 | 168 | 273 | 553 | 553 |
| 19 | 68 | 89 | 110 | 168 | 272 | 552 | 552 |
| 20 | 67 | 88 | 109 | 167 | 272 | 552 | 552 |
| 21 | 66 | 87 | 109 | 166 | 271 | 551 | 551 |
| 22 | 66 | 87 | 108 | 166 | 270 | 550 | 550 |
| 23 | 65 | 86 | 107 | 165 | 269 | 549 | 549 |
| 24 | 64 | 85 | 106 | 164 | 268 | 548 | 548 |
| 25 | 63 | 84 | 105 | 163 | 267 | 547 | 547 |
| 26 | 62 | 83 | 104 | 162 | 266 | 546 | 546 |
| 27 | 61 | 82 | 103 | 161 | 265 | 545 | 545 |
| 28 | 60 | 81 | 102 | 160 | 264 | 544 | 544 |
| 29 | 59 | 80 | 101 | 159 | 263 | 543 | 543 |
| 30 | 58 | 79 | 100 | 157 | 262 | 542 | 542 |
2.5. Krona
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 10 | 23 | 46 | 112 | 228 | 507 | 1234 |
| 2 | 12 | 25 | 47 | 114 | 229 | 509 | 992 |
| 3 | 14 | 28 | 50 | 110 | 227 | 506 | 807 |
| 4 | 16 | 31 | 53 | 113 | 226 | 506 | 668 |
| 5 | 17 | 33 | 58 | 116 | 226 | 506 | 561 |
| 6 | 18 | 35 | 61 | 121 | 226 | 506 | 506 |
| 7 | 19 | 37 | 63 | 123 | 226 | 506 | 506 |
| 8 | 19 | 38 | 63 | 122 | 226 | 506 | 506 |
| 9 | 19 | 38 | 62 | 121 | 225 | 505 | 505 |
| 10 | 19 | 39 | 62 | 120 | 225 | 505 | 505 |
| 11 | 19 | 40 | 62 | 120 | 225 | 505 | 505 |
| 12 | 20 | 40 | 62 | 120 | 225 | 505 | 505 |
| 13 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 14 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 15 | 21 | 42 | 63 | 120 | 225 | 505 | 505 |
| 16 | 20 | 42 | 63 | 120 | 225 | 505 | 505 |
| 17 | 21 | 42 | 63 | 121 | 225 | 505 | 505 |
| 18 | 21 | 42 | 63 | 121 | 226 | 505 | 505 |
| 19 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 20 | 22 | 43 | 64 | 122 | 226 | 506 | 506 |
| 21 | 22 | 43 | 64 | 122 | 227 | 507 | 507 |
| 22 | 22 | 43 | 65 | 122 | 227 | 507 | 507 |
| 23 | 23 | 44 | 65 | 123 | 227 | 507 | 507 |
| 24 | 23 | 44 | 65 | 123 | 227 | 507 | 507 |
| 25 | 23 | 44 | 65 | 123 | 227 | 507 | 507 |
| 26 | 23 | 44 | 65 | 123 | 227 | 507 | 507 |
| 27 | 23 | 44 | 65 | 122 | 227 | 507 | 507 |
| 28 | 22 | 44 | 64 | 122 | 227 | 507 | 507 |
| 29 | 22 | 43 | 64 | 122 | 227 | 507 | 507 |
| 30 | 23 | 43 | 64 | 122 | 227 | 507 | 507 |
2.6. Lev
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 5 | 18 | 41 | 108 | 223 | 502 | 1239 |
| 2 | 5 | 18 | 41 | 108 | 223 | 502 | 991 |
| 3 | 6 | 20 | 42 | 103 | 219 | 499 | 807 |
| 4 | 8 | 23 | 45 | 105 | 218 | 498 | 668 |
| 5 | 9 | 25 | 50 | 108 | 218 | 498 | 561 |
| 6 | 10 | 27 | 53 | 113 | 218 | 498 | 498 |
| 7 | 12 | 30 | 55 | 115 | 218 | 498 | 498 |
| 8 | 12 | 30 | 55 | 114 | 218 | 498 | 498 |
| 9 | 12 | 31 | 55 | 114 | 218 | 498 | 498 |
| 10 | 12 | 32 | 56 | 114 | 218 | 498 | 498 |
| 11 | 13 | 33 | 56 | 114 | 218 | 498 | 498 |
| 12 | 13 | 34 | 56 | 114 | 218 | 498 | 498 |
| 13 | 14 | 34 | 56 | 114 | 218 | 498 | 498 |
| 14 | 14 | 35 | 56 | 114 | 218 | 498 | 498 |
| 15 | 14 | 35 | 56 | 114 | 218 | 498 | 498 |
| 16 | 14 | 35 | 56 | 114 | 218 | 498 | 498 |
| 17 | 14 | 35 | 56 | 114 | 218 | 498 | 498 |
| 18 | 14 | 35 | 56 | 114 | 218 | 498 | 498 |
| 19 | 15 | 35 | 56 | 114 | 218 | 498 | 498 |
| 20 | 16 | 35 | 56 | 114 | 218 | 498 | 498 |
| 21 | 16 | 35 | 56 | 114 | 218 | 498 | 498 |
| 22 | 18 | 35 | 56 | 114 | 218 | 498 | 498 |
| 23 | 18 | 35 | 56 | 114 | 218 | 498 | 498 |
| 24 | 19 | 35 | 56 | 114 | 218 | 498 | 498 |
| 25 | 19 | 35 | 56 | 114 | 218 | 498 | 498 |
| 26 | 20 | 35 | 56 | 114 | 218 | 498 | 498 |
| 27 | 21 | 35 | 56 | 114 | 218 | 498 | 498 |
| 28 | 21 | 35 | 56 | 114 | 218 | 498 | 498 |
| 29 | 22 | 35 | 56 | 114 | 218 | 498 | 498 |
| 30 | 22 | 35 | 56 | 114 | 219 | 498 | 498 |
2.7. Pound sterling
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 7 | 24 | 51 | 138 | 242 | 522 | 1266 |
| 2 | 7 | 24 | 51 | 138 | 242 | 522 | 1012 |
| 3 | 8 | 26 | 52 | 126 | 238 | 518 | 823 |
| 4 | 10 | 28 | 54 | 118 | 237 | 517 | 681 |
| 5 | 12 | 30 | 56 | 109 | 236 | 515 | 572 |
| 6 | 14 | 34 | 59 | 104 | 235 | 514 | 514 |
| 7 | 16 | 36 | 60 | 98 | 233 | 513 | 513 |
| 8 | 18 | 38 | 59 | 92 | 232 | 512 | 512 |
| 9 | 20 | 44 | 62 | 87 | 231 | 511 | 511 |
| 10 | 20 | 44 | 61 | 85 | 231 | 510 | 510 |
| 11 | 19 | 43 | 59 | 86 | 230 | 509 | 509 |
| 12 | 19 | 43 | 60 | 87 | 229 | 509 | 509 |
| 13 | 19 | 43 | 60 | 88 | 228 | 508 | 508 |
| 14 | 19 | 43 | 60 | 88 | 228 | 507 | 507 |
| 15 | 19 | 43 | 60 | 88 | 227 | 507 | 507 |
| 16 | 19 | 43 | 60 | 88 | 226 | 505 | 505 |
| 17 | 19 | 44 | 60 | 88 | 225 | 505 | 505 |
| 18 | 19 | 44 | 60 | 88 | 224 | 504 | 504 |
| 19 | 19 | 44 | 60 | 88 | 224 | 504 | 504 |
| 20 | 19 | 44 | 60 | 88 | 225 | 504 | 504 |
| 21 | 19 | 44 | 60 | 88 | 225 | 504 | 504 |
| 22 | 19 | 44 | 60 | 88 | 224 | 504 | 504 |
| 23 | 19 | 44 | 60 | 88 | 224 | 504 | 504 |
| 24 | 19 | 44 | 60 | 88 | 223 | 503 | 503 |
| 25 | 20 | 44 | 60 | 88 | 223 | 502 | 502 |
| 26 | 20 | 44 | 60 | 88 | 222 | 502 | 502 |
| 27 | 21 | 44 | 60 | 88 | 221 | 501 | 501 |
| 28 | 21 | 44 | 60 | 88 | 221 | 501 | 501 |
| 29 | 22 | 44 | 60 | 88 | 220 | 500 | 500 |
| 30 | 23 | 44 | 60 | 88 | 220 | 500 | 500 |
2.8. Romanian leu
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 83 | 96 | 118 | 185 | 300 | 580 | 1290 |
| 2 | 82 | 95 | 117 | 184 | 299 | 579 | 1040 |
| 3 | 82 | 96 | 118 | 178 | 295 | 575 | 850 |
| 4 | 82 | 97 | 119 | 179 | 293 | 572 | 705 |
| 5 | 81 | 98 | 122 | 180 | 291 | 570 | 593 |
| 6 | 81 | 98 | 124 | 183 | 289 | 569 | 569 |
| 7 | 80 | 98 | 124 | 184 | 287 | 567 | 567 |
| 8 | 78 | 97 | 122 | 181 | 285 | 565 | 565 |
| 9 | 77 | 96 | 120 | 179 | 283 | 563 | 563 |
| 10 | 76 | 96 | 119 | 177 | 282 | 562 | 562 |
| 11 | 75 | 95 | 118 | 176 | 281 | 560 | 560 |
| 12 | 74 | 95 | 117 | 174 | 279 | 559 | 559 |
| 13 | 73 | 94 | 115 | 173 | 278 | 557 | 557 |
| 14 | 72 | 93 | 114 | 172 | 276 | 556 | 556 |
| 15 | 70 | 92 | 113 | 170 | 275 | 555 | 555 |
| 16 | 69 | 90 | 111 | 169 | 274 | 554 | 554 |
| 17 | 68 | 89 | 110 | 168 | 273 | 553 | 553 |
| 18 | 67 | 89 | 110 | 167 | 272 | 552 | 552 |
| 19 | 67 | 88 | 109 | 167 | 271 | 551 | 551 |
| 20 | 66 | 87 | 108 | 166 | 270 | 550 | 550 |
| 21 | 65 | 86 | 107 | 165 | 270 | 549 | 549 |
| 22 | 64 | 85 | 106 | 164 | 268 | 548 | 548 |
| 23 | 63 | 84 | 105 | 163 | 267 | 547 | 547 |
| 24 | 62 | 83 | 104 | 162 | 266 | 546 | 546 |
| 25 | 61 | 82 | 103 | 161 | 265 | 545 | 545 |
| 26 | 59 | 81 | 102 | 159 | 264 | 544 | 544 |
| 27 | 58 | 79 | 100 | 158 | 263 | 543 | 543 |
| 28 | 57 | 78 | 99 | 157 | 262 | 542 | 542 |
| 29 | 56 | 77 | 98 | 156 | 261 | 541 | 541 |
| 30 | 55 | 76 | 97 | 155 | 260 | 540 | 540 |
2.9. Zloty
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 56 | 69 | 91 | 158 | 274 | 553 | 1270 |
| 2 | 56 | 69 | 91 | 158 | 273 | 553 | 1023 |
| 3 | 56 | 70 | 92 | 152 | 269 | 549 | 835 |
| 4 | 57 | 72 | 94 | 154 | 268 | 548 | 692 |
| 5 | 57 | 73 | 98 | 156 | 266 | 546 | 582 |
| 6 | 57 | 74 | 100 | 159 | 265 | 545 | 545 |
| 7 | 57 | 75 | 101 | 161 | 264 | 543 | 543 |
| 8 | 56 | 74 | 99 | 158 | 262 | 542 | 542 |
| 9 | 54 | 74 | 98 | 156 | 261 | 541 | 541 |
| 10 | 54 | 74 | 97 | 155 | 260 | 540 | 540 |
| 11 | 54 | 74 | 97 | 155 | 259 | 539 | 539 |
| 12 | 53 | 74 | 96 | 154 | 258 | 538 | 538 |
| 13 | 53 | 74 | 95 | 153 | 258 | 538 | 538 |
| 14 | 53 | 74 | 95 | 153 | 257 | 537 | 537 |
| 15 | 52 | 73 | 94 | 152 | 257 | 536 | 536 |
| 16 | 51 | 72 | 93 | 151 | 256 | 536 | 536 |
| 17 | 51 | 72 | 93 | 151 | 255 | 535 | 535 |
| 18 | 50 | 71 | 92 | 150 | 255 | 535 | 535 |
| 19 | 50 | 71 | 92 | 150 | 254 | 534 | 534 |
| 20 | 50 | 71 | 92 | 150 | 254 | 534 | 534 |
| 21 | 49 | 70 | 91 | 149 | 254 | 534 | 534 |
| 22 | 49 | 70 | 91 | 149 | 254 | 533 | 533 |
| 23 | 48 | 69 | 90 | 148 | 253 | 533 | 533 |
| 24 | 48 | 69 | 90 | 148 | 252 | 532 | 532 |
| 25 | 47 | 68 | 89 | 147 | 252 | 531 | 531 |
| 26 | 46 | 67 | 88 | 146 | 251 | 531 | 531 |
| 27 | 46 | 67 | 88 | 146 | 250 | 530 | 530 |
| 28 | 45 | 66 | 87 | 145 | 249 | 529 | 529 |
| 29 | 44 | 65 | 86 | 144 | 249 | 529 | 529 |
| 30 | 43 | 64 | 85 | 143 | 248 | 528 | 528 |
2.10. Króna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 91 | 104 | 126 | 193 | 308 | 588 | 1349 |
| 2 | 90 | 103 | 126 | 193 | 308 | 588 | 1079 |
| 3 | 90 | 104 | 126 | 186 | 303 | 583 | 876 |
| 4 | 90 | 105 | 127 | 187 | 301 | 580 | 723 |
| 5 | 90 | 107 | 131 | 189 | 300 | 579 | 606 |
| 6 | 91 | 108 | 134 | 193 | 299 | 579 | 579 |
| 7 | 92 | 110 | 135 | 195 | 299 | 578 | 578 |
| 8 | 92 | 110 | 135 | 194 | 298 | 578 | 578 |
| 9 | 92 | 111 | 135 | 194 | 298 | 578 | 578 |
| 10 | 92 | 112 | 136 | 194 | 298 | 578 | 578 |
| 11 | 92 | 113 | 135 | 193 | 298 | 578 | 578 |
| 12 | 92 | 113 | 135 | 193 | 297 | 577 | 577 |
| 13 | 91 | 112 | 134 | 192 | 296 | 576 | 576 |
| 14 | 91 | 112 | 133 | 191 | 295 | 575 | 575 |
| 15 | 89 | 111 | 132 | 189 | 294 | 574 | 574 |
| 16 | 88 | 109 | 130 | 188 | 293 | 573 | 573 |
| 17 | 87 | 108 | 129 | 187 | 292 | 572 | 572 |
| 18 | 86 | 107 | 128 | 186 | 291 | 571 | 571 |
| 19 | 85 | 106 | 127 | 185 | 290 | 570 | 570 |
| 20 | 84 | 105 | 126 | 184 | 289 | 569 | 569 |
| 21 | 83 | 104 | 125 | 183 | 288 | 567 | 567 |
| 22 | 82 | 103 | 124 | 182 | 286 | 566 | 566 |
| 23 | 80 | 101 | 122 | 180 | 285 | 565 | 565 |
| 24 | 79 | 100 | 121 | 179 | 283 | 563 | 563 |
| 25 | 77 | 98 | 119 | 177 | 282 | 562 | 562 |
| 26 | 76 | 97 | 118 | 176 | 280 | 560 | 560 |
| 27 | 74 | 95 | 116 | 174 | 279 | 559 | 559 |
| 28 | 73 | 94 | 115 | 173 | 277 | 557 | 557 |
| 29 | 71 | 92 | 113 | 171 | 276 | 556 | 556 |
| 30 | 70 | 91 | 112 | 170 | 274 | 554 | 554 |
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 | 66 | 133 | 248 | 528 | 1252 |
| 2 | 31 | 44 | 67 | 134 | 249 | 529 | 1008 |
| 3 | 32 | 46 | 68 | 128 | 245 | 524 | 821 |
| 4 | 32 | 47 | 70 | 130 | 243 | 523 | 679 |
| 5 | 33 | 49 | 74 | 132 | 242 | 522 | 570 |
| 6 | 33 | 50 | 76 | 136 | 241 | 521 | 521 |
| 7 | 34 | 52 | 78 | 138 | 241 | 520 | 520 |
| 8 | 33 | 52 | 77 | 136 | 240 | 520 | 520 |
| 9 | 32 | 52 | 76 | 134 | 239 | 519 | 519 |
| 10 | 32 | 52 | 76 | 134 | 238 | 518 | 518 |
| 11 | 32 | 53 | 75 | 133 | 238 | 518 | 518 |
| 12 | 32 | 53 | 75 | 132 | 237 | 517 | 517 |
| 13 | 32 | 53 | 74 | 132 | 237 | 516 | 516 |
| 14 | 31 | 52 | 73 | 131 | 236 | 516 | 516 |
| 15 | 31 | 52 | 73 | 131 | 235 | 515 | 515 |
| 16 | 30 | 51 | 72 | 130 | 235 | 515 | 515 |
| 17 | 30 | 51 | 72 | 130 | 235 | 514 | 514 |
| 18 | 30 | 51 | 72 | 130 | 234 | 514 | 514 |
| 19 | 30 | 51 | 72 | 130 | 234 | 514 | 514 |
| 20 | 30 | 51 | 72 | 130 | 234 | 514 | 514 |
| 21 | 30 | 51 | 72 | 130 | 234 | 514 | 514 |
| 22 | 30 | 51 | 72 | 130 | 234 | 514 | 514 |
| 23 | 30 | 51 | 72 | 130 | 234 | 514 | 514 |
| 24 | 29 | 50 | 71 | 129 | 234 | 514 | 514 |
| 25 | 29 | 50 | 71 | 129 | 234 | 514 | 514 |
| 26 | 29 | 50 | 71 | 129 | 233 | 513 | 513 |
| 27 | 29 | 50 | 71 | 128 | 233 | 513 | 513 |
| 28 | 28 | 49 | 70 | 128 | 233 | 513 | 513 |
| 29 | 28 | 49 | 70 | 128 | 233 | 512 | 512 |
| 30 | 28 | 49 | 70 | 128 | 232 | 512 | 512 |
2.12. Swiss franc
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 4 | 23 | 90 | 205 | 485 | 1199 |
| 2 | 1 | 5 | 24 | 90 | 206 | 485 | 966 |
| 3 | 2 | 5 | 25 | 86 | 203 | 482 | 789 |
| 4 | 3 | 6 | 28 | 88 | 202 | 482 | 653 |
| 5 | 4 | 9 | 33 | 92 | 202 | 482 | 550 |
| 6 | 5 | 11 | 37 | 96 | 202 | 482 | 482 |
| 7 | 5 | 13 | 39 | 99 | 202 | 482 | 482 |
| 8 | 7 | 14 | 39 | 98 | 202 | 482 | 482 |
| 9 | 7 | 15 | 39 | 97 | 202 | 482 | 482 |
| 10 | 8 | 16 | 39 | 97 | 202 | 482 | 482 |
| 11 | 9 | 18 | 40 | 98 | 203 | 483 | 483 |
| 12 | 9 | 17 | 39 | 97 | 202 | 481 | 481 |
| 13 | 10 | 18 | 40 | 98 | 202 | 482 | 482 |
| 14 | 12 | 19 | 40 | 97 | 202 | 482 | 482 |
| 15 | 12 | 18 | 39 | 96 | 201 | 481 | 481 |
| 16 | 13 | 17 | 38 | 96 | 200 | 480 | 480 |
| 17 | 14 | 17 | 38 | 96 | 200 | 480 | 480 |
| 18 | 14 | 17 | 38 | 96 | 200 | 480 | 480 |
| 19 | 15 | 17 | 38 | 96 | 201 | 481 | 481 |
| 20 | 15 | 18 | 39 | 97 | 201 | 481 | 481 |
| 21 | 16 | 19 | 39 | 97 | 202 | 481 | 481 |
| 22 | 17 | 19 | 39 | 97 | 202 | 481 | 481 |
| 23 | 18 | 20 | 39 | 97 | 202 | 481 | 481 |
| 24 | 19 | 21 | 39 | 97 | 201 | 481 | 481 |
| 25 | 19 | 22 | 39 | 97 | 201 | 481 | 481 |
| 26 | 20 | 22 | 39 | 96 | 201 | 481 | 481 |
| 27 | 20 | 23 | 39 | 96 | 201 | 481 | 481 |
| 28 | 21 | 23 | 40 | 96 | 201 | 481 | 481 |
| 29 | 21 | 24 | 41 | 96 | 201 | 481 | 481 |
| 30 | 22 | 26 | 42 | 96 | 201 | 481 | 481 |
2.13. Australian dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 43 | 56 | 79 | 146 | 261 | 541 | 1257 |
| 2 | 43 | 56 | 79 | 146 | 261 | 541 | 1011 |
| 3 | 45 | 59 | 80 | 141 | 257 | 537 | 824 |
| 4 | 45 | 60 | 83 | 143 | 256 | 536 | 683 |
| 5 | 46 | 62 | 87 | 145 | 255 | 535 | 574 |
| 6 | 46 | 63 | 89 | 149 | 254 | 534 | 534 |
| 7 | 47 | 65 | 91 | 151 | 254 | 533 | 533 |
| 8 | 46 | 65 | 90 | 149 | 253 | 533 | 533 |
| 9 | 45 | 65 | 89 | 147 | 252 | 532 | 532 |
| 10 | 45 | 65 | 89 | 147 | 251 | 531 | 531 |
| 11 | 45 | 66 | 88 | 146 | 251 | 530 | 530 |
| 12 | 45 | 66 | 87 | 145 | 250 | 530 | 530 |
| 13 | 45 | 66 | 87 | 145 | 249 | 529 | 529 |
| 14 | 44 | 65 | 86 | 144 | 249 | 529 | 529 |
| 15 | 44 | 65 | 86 | 144 | 248 | 528 | 528 |
| 16 | 43 | 64 | 85 | 143 | 248 | 527 | 527 |
| 17 | 43 | 64 | 85 | 143 | 247 | 527 | 527 |
| 18 | 42 | 63 | 84 | 142 | 247 | 527 | 527 |
| 19 | 42 | 63 | 84 | 142 | 246 | 526 | 526 |
| 20 | 42 | 63 | 84 | 142 | 246 | 526 | 526 |
| 21 | 41 | 62 | 83 | 141 | 246 | 526 | 526 |
| 22 | 41 | 62 | 83 | 141 | 245 | 525 | 525 |
| 23 | 40 | 61 | 82 | 140 | 245 | 525 | 525 |
| 24 | 40 | 61 | 82 | 140 | 244 | 524 | 524 |
| 25 | 39 | 60 | 81 | 139 | 243 | 523 | 523 |
| 26 | 38 | 59 | 80 | 138 | 243 | 523 | 523 |
| 27 | 37 | 58 | 79 | 137 | 242 | 522 | 522 |
| 28 | 37 | 58 | 79 | 137 | 241 | 521 | 521 |
| 29 | 36 | 57 | 78 | 136 | 240 | 520 | 520 |
| 30 | 35 | 56 | 77 | 135 | 240 | 520 | 520 |
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 | 16 | 29 | 51 | 118 | 233 | 513 | 1219 |
| 2 | 19 | 32 | 55 | 122 | 237 | 516 | 984 |
| 3 | 23 | 37 | 59 | 119 | 236 | 516 | 804 |
| 4 | 27 | 42 | 64 | 124 | 238 | 517 | 667 |
| 5 | 30 | 46 | 71 | 129 | 239 | 519 | 562 |
| 6 | 29 | 47 | 72 | 132 | 237 | 517 | 517 |
| 7 | 34 | 52 | 78 | 138 | 241 | 520 | 520 |
| 8 | 33 | 52 | 77 | 136 | 240 | 520 | 520 |
| 9 | 34 | 53 | 77 | 136 | 241 | 520 | 520 |
| 10 | 36 | 56 | 79 | 137 | 242 | 522 | 522 |
| 11 | 37 | 58 | 80 | 138 | 243 | 523 | 523 |
| 12 | 38 | 59 | 81 | 139 | 243 | 523 | 523 |
| 13 | 39 | 60 | 81 | 139 | 244 | 524 | 524 |
| 14 | 40 | 61 | 82 | 140 | 244 | 524 | 524 |
| 15 | 40 | 61 | 82 | 140 | 244 | 524 | 524 |
| 16 | 39 | 61 | 82 | 139 | 244 | 524 | 524 |
| 17 | 40 | 61 | 82 | 140 | 244 | 524 | 524 |
| 18 | 39 | 60 | 81 | 139 | 244 | 524 | 524 |
| 19 | 39 | 60 | 81 | 139 | 244 | 523 | 523 |
| 20 | 39 | 60 | 81 | 139 | 244 | 524 | 524 |
| 21 | 39 | 60 | 81 | 139 | 244 | 524 | 524 |
| 22 | 39 | 60 | 81 | 139 | 244 | 523 | 523 |
| 23 | 39 | 60 | 81 | 139 | 243 | 523 | 523 |
| 24 | 38 | 59 | 80 | 138 | 243 | 523 | 523 |
| 25 | 38 | 59 | 80 | 138 | 242 | 522 | 522 |
| 26 | 37 | 58 | 79 | 137 | 242 | 522 | 522 |
| 27 | 37 | 58 | 79 | 137 | 241 | 521 | 521 |
| 28 | 36 | 57 | 78 | 136 | 241 | 521 | 521 |
| 29 | 36 | 57 | 78 | 136 | 240 | 520 | 520 |
| 30 | 35 | 56 | 77 | 135 | 240 | 520 | 520 |
2.15. Canadian dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 18 | 31 | 54 | 121 | 236 | 516 | 1257 |
| 2 | 19 | 32 | 55 | 122 | 237 | 517 | 1011 |
| 3 | 21 | 35 | 57 | 117 | 234 | 514 | 822 |
| 4 | 23 | 38 | 60 | 120 | 233 | 513 | 679 |
| 5 | 24 | 40 | 65 | 123 | 233 | 513 | 570 |
| 6 | 25 | 42 | 68 | 128 | 233 | 513 | 513 |
| 7 | 26 | 44 | 70 | 130 | 233 | 513 | 513 |
| 8 | 26 | 45 | 70 | 129 | 233 | 513 | 513 |
| 9 | 26 | 46 | 70 | 128 | 233 | 513 | 513 |
| 10 | 27 | 47 | 70 | 128 | 233 | 513 | 513 |
| 11 | 28 | 48 | 71 | 129 | 233 | 513 | 513 |
| 12 | 28 | 49 | 71 | 129 | 233 | 513 | 513 |
| 13 | 28 | 49 | 71 | 129 | 233 | 513 | 513 |
| 14 | 29 | 50 | 71 | 129 | 233 | 513 | 513 |
| 15 | 29 | 50 | 71 | 129 | 233 | 513 | 513 |
| 16 | 28 | 49 | 71 | 128 | 233 | 513 | 513 |
| 17 | 28 | 50 | 71 | 128 | 233 | 513 | 513 |
| 18 | 28 | 50 | 71 | 128 | 233 | 513 | 513 |
| 19 | 28 | 49 | 71 | 128 | 233 | 513 | 513 |
| 20 | 29 | 50 | 71 | 129 | 233 | 513 | 513 |
| 21 | 28 | 50 | 71 | 128 | 233 | 513 | 513 |
| 22 | 28 | 49 | 70 | 128 | 233 | 513 | 513 |
| 23 | 28 | 49 | 70 | 128 | 232 | 512 | 512 |
| 24 | 27 | 48 | 69 | 127 | 232 | 512 | 512 |
| 25 | 27 | 48 | 69 | 127 | 231 | 511 | 511 |
| 26 | 26 | 47 | 68 | 126 | 231 | 511 | 511 |
| 27 | 26 | 47 | 68 | 126 | 231 | 510 | 510 |
| 28 | 25 | 47 | 68 | 125 | 230 | 510 | 510 |
| 29 | 25 | 46 | 67 | 125 | 230 | 509 | 509 |
| 30 | 25 | 46 | 67 | 125 | 229 | 509 | 509 |
2.16. Chilean peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 53 | 66 | 88 | 155 | 271 | 550 | 1293 |
| 2 | 55 | 68 | 90 | 157 | 272 | 552 | 1037 |
| 3 | 58 | 72 | 94 | 154 | 271 | 551 | 844 |
| 4 | 61 | 76 | 98 | 158 | 271 | 551 | 699 |
| 5 | 63 | 79 | 103 | 162 | 272 | 551 | 587 |
| 6 | 64 | 81 | 107 | 167 | 272 | 552 | 552 |
| 7 | 65 | 83 | 109 | 169 | 272 | 552 | 552 |
| 8 | 65 | 84 | 109 | 168 | 272 | 552 | 552 |
| 9 | 65 | 84 | 109 | 167 | 272 | 552 | 552 |
| 10 | 66 | 86 | 109 | 167 | 272 | 552 | 552 |
| 11 | 66 | 86 | 109 | 167 | 271 | 551 | 551 |
| 12 | 66 | 87 | 108 | 166 | 271 | 551 | 551 |
| 13 | 65 | 86 | 108 | 166 | 270 | 550 | 550 |
| 14 | 65 | 86 | 107 | 165 | 269 | 549 | 549 |
| 15 | 64 | 85 | 106 | 164 | 269 | 549 | 549 |
| 16 | 63 | 85 | 106 | 163 | 268 | 548 | 548 |
| 17 | 63 | 84 | 105 | 163 | 268 | 547 | 547 |
| 18 | 62 | 83 | 104 | 162 | 267 | 547 | 547 |
| 19 | 62 | 83 | 104 | 162 | 266 | 546 | 546 |
| 20 | 61 | 82 | 103 | 161 | 266 | 546 | 546 |
| 21 | 60 | 82 | 103 | 160 | 265 | 545 | 545 |
| 22 | 60 | 81 | 102 | 160 | 264 | 544 | 544 |
| 23 | 59 | 80 | 101 | 159 | 263 | 543 | 543 |
| 24 | 58 | 79 | 100 | 158 | 263 | 542 | 542 |
| 25 | 57 | 78 | 99 | 157 | 262 | 541 | 541 |
| 26 | 56 | 77 | 98 | 156 | 261 | 541 | 541 |
| 27 | 55 | 76 | 97 | 155 | 260 | 540 | 540 |
| 28 | 54 | 75 | 96 | 154 | 259 | 539 | 539 |
| 29 | 53 | 74 | 95 | 153 | 258 | 538 | 538 |
| 30 | 52 | 74 | 95 | 152 | 257 | 537 | 537 |
2.17. Colombian peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 84 | 97 | 119 | 186 | 302 | 581 | 1351 |
| 2 | 89 | 102 | 125 | 191 | 307 | 586 | 1090 |
| 3 | 92 | 106 | 128 | 188 | 305 | 585 | 891 |
| 4 | 94 | 109 | 131 | 191 | 304 | 584 | 740 |
| 5 | 97 | 114 | 138 | 196 | 306 | 586 | 623 |
| 6 | 100 | 117 | 143 | 202 | 308 | 587 | 587 |
| 7 | 102 | 120 | 145 | 205 | 308 | 588 | 588 |
| 8 | 103 | 121 | 147 | 206 | 310 | 589 | 589 |
| 9 | 104 | 123 | 147 | 206 | 310 | 590 | 590 |
| 10 | 105 | 125 | 148 | 206 | 311 | 591 | 591 |
| 11 | 105 | 125 | 148 | 206 | 310 | 590 | 590 |
| 12 | 105 | 125 | 147 | 205 | 310 | 590 | 590 |
| 13 | 104 | 125 | 146 | 204 | 309 | 588 | 588 |
| 14 | 103 | 124 | 145 | 203 | 307 | 587 | 587 |
| 15 | 101 | 122 | 143 | 201 | 306 | 586 | 586 |
| 16 | 100 | 121 | 142 | 200 | 304 | 584 | 584 |
| 17 | 98 | 119 | 141 | 198 | 303 | 583 | 583 |
| 18 | 97 | 118 | 139 | 197 | 302 | 582 | 582 |
| 19 | 96 | 117 | 138 | 196 | 300 | 580 | 580 |
| 20 | 94 | 115 | 136 | 194 | 299 | 579 | 579 |
| 21 | 93 | 114 | 135 | 193 | 297 | 577 | 577 |
| 22 | 91 | 112 | 133 | 191 | 296 | 576 | 576 |
| 23 | 89 | 111 | 132 | 189 | 294 | 574 | 574 |
| 24 | 88 | 109 | 130 | 188 | 292 | 572 | 572 |
| 25 | 86 | 107 | 128 | 186 | 291 | 570 | 570 |
| 26 | 84 | 105 | 126 | 184 | 289 | 569 | 569 |
| 27 | 83 | 104 | 125 | 183 | 287 | 567 | 567 |
| 28 | 81 | 102 | 123 | 181 | 286 | 565 | 565 |
| 29 | 79 | 100 | 121 | 179 | 284 | 564 | 564 |
| 30 | 78 | 99 | 120 | 178 | 282 | 562 | 562 |
2.18. Hong Kong dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 12 | 25 | 48 | 115 | 230 | 510 | 1257 |
| 2 | 15 | 28 | 50 | 117 | 233 | 512 | 1007 |
| 3 | 18 | 32 | 54 | 114 | 231 | 511 | 820 |
| 4 | 21 | 36 | 58 | 118 | 232 | 511 | 679 |
| 5 | 23 | 39 | 64 | 122 | 232 | 512 | 570 |
| 6 | 25 | 42 | 68 | 127 | 233 | 513 | 513 |
| 7 | 26 | 44 | 70 | 130 | 233 | 513 | 513 |
| 8 | 26 | 45 | 70 | 129 | 233 | 513 | 513 |
| 9 | 26 | 46 | 70 | 128 | 233 | 513 | 513 |
| 10 | 27 | 47 | 70 | 128 | 233 | 513 | 513 |
| 11 | 27 | 48 | 70 | 128 | 233 | 513 | 513 |
| 12 | 27 | 48 | 70 | 128 | 233 | 512 | 512 |
| 13 | 27 | 48 | 69 | 127 | 232 | 512 | 512 |
| 14 | 27 | 48 | 69 | 127 | 231 | 511 | 511 |
| 15 | 26 | 47 | 68 | 126 | 231 | 511 | 511 |
| 16 | 26 | 47 | 68 | 126 | 230 | 510 | 510 |
| 17 | 25 | 46 | 67 | 125 | 230 | 510 | 510 |
| 18 | 25 | 46 | 67 | 125 | 230 | 510 | 510 |
| 19 | 25 | 46 | 67 | 125 | 230 | 510 | 510 |
| 20 | 25 | 46 | 67 | 125 | 230 | 510 | 510 |
| 21 | 25 | 46 | 68 | 125 | 230 | 510 | 510 |
| 22 | 25 | 46 | 68 | 125 | 230 | 510 | 510 |
| 23 | 25 | 46 | 67 | 125 | 230 | 510 | 510 |
| 24 | 25 | 46 | 67 | 125 | 230 | 510 | 510 |
| 25 | 25 | 46 | 67 | 125 | 230 | 509 | 509 |
| 26 | 25 | 46 | 67 | 125 | 229 | 509 | 509 |
| 27 | 25 | 46 | 67 | 125 | 229 | 509 | 509 |
| 28 | 24 | 45 | 66 | 124 | 229 | 509 | 509 |
| 29 | 24 | 45 | 66 | 124 | 229 | 509 | 509 |
| 30 | 24 | 45 | 66 | 124 | 229 | 508 | 508 |
2.19. Indian rupee
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 93 | 106 | 129 | 196 | 311 | 591 | 1311 |
| 2 | 95 | 108 | 130 | 197 | 312 | 592 | 1058 |
| 3 | 97 | 111 | 132 | 193 | 310 | 589 | 864 |
| 4 | 99 | 114 | 136 | 196 | 309 | 589 | 716 |
| 5 | 100 | 116 | 141 | 199 | 309 | 589 | 603 |
| 6 | 101 | 118 | 144 | 203 | 309 | 589 | 589 |
| 7 | 102 | 120 | 146 | 206 | 309 | 588 | 588 |
| 8 | 102 | 120 | 145 | 204 | 308 | 588 | 588 |
| 9 | 101 | 120 | 145 | 203 | 308 | 588 | 588 |
| 10 | 100 | 120 | 144 | 202 | 307 | 586 | 586 |
| 11 | 99 | 120 | 142 | 200 | 305 | 585 | 585 |
| 12 | 98 | 119 | 141 | 199 | 303 | 583 | 583 |
| 13 | 97 | 118 | 139 | 197 | 302 | 582 | 582 |
| 14 | 95 | 116 | 138 | 195 | 300 | 580 | 580 |
| 15 | 94 | 115 | 136 | 194 | 298 | 578 | 578 |
| 16 | 92 | 113 | 134 | 192 | 297 | 576 | 576 |
| 17 | 91 | 112 | 133 | 191 | 295 | 575 | 575 |
| 18 | 89 | 110 | 131 | 189 | 294 | 574 | 574 |
| 19 | 88 | 109 | 130 | 188 | 293 | 572 | 572 |
| 20 | 87 | 108 | 129 | 187 | 292 | 571 | 571 |
| 21 | 86 | 107 | 128 | 186 | 291 | 570 | 570 |
| 22 | 85 | 106 | 127 | 185 | 289 | 569 | 569 |
| 23 | 84 | 105 | 126 | 184 | 288 | 568 | 568 |
| 24 | 82 | 103 | 125 | 182 | 287 | 567 | 567 |
| 25 | 81 | 102 | 123 | 181 | 286 | 566 | 566 |
| 26 | 80 | 101 | 122 | 180 | 285 | 564 | 564 |
| 27 | 79 | 100 | 121 | 179 | 283 | 563 | 563 |
| 28 | 78 | 99 | 120 | 178 | 282 | 562 | 562 |
| 29 | 77 | 98 | 119 | 176 | 281 | 561 | 561 |
| 30 | 75 | 97 | 118 | 175 | 280 | 560 | 560 |
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 | 302 | 315 | 338 | 405 | 520 | 800 | 1390 |
| 2 | 89 | 102 | 124 | 191 | 306 | 586 | 1107 |
| 3 | 92 | 106 | 127 | 188 | 305 | 584 | 897 |
| 4 | 95 | 110 | 132 | 192 | 305 | 585 | 740 |
| 5 | 97 | 113 | 138 | 196 | 306 | 586 | 621 |
| 6 | 99 | 116 | 142 | 201 | 307 | 586 | 586 |
| 7 | 100 | 118 | 144 | 204 | 307 | 587 | 587 |
| 8 | 101 | 119 | 145 | 204 | 308 | 587 | 587 |
| 9 | 101 | 120 | 145 | 203 | 308 | 588 | 588 |
| 10 | 101 | 121 | 145 | 203 | 308 | 587 | 587 |
| 11 | 102 | 122 | 145 | 203 | 308 | 587 | 587 |
| 12 | 102 | 123 | 145 | 203 | 308 | 587 | 587 |
| 13 | 103 | 124 | 145 | 203 | 308 | 588 | 588 |
| 14 | 104 | 125 | 146 | 204 | 308 | 588 | 588 |
| 15 | 104 | 125 | 146 | 204 | 309 | 589 | 589 |
| 16 | 105 | 126 | 147 | 205 | 310 | 589 | 589 |
| 17 | 106 | 127 | 148 | 206 | 310 | 590 | 590 |
| 18 | 107 | 128 | 149 | 207 | 311 | 591 | 591 |
| 19 | 107 | 128 | 149 | 207 | 312 | 592 | 592 |
| 20 | 108 | 129 | 150 | 208 | 312 | 592 | 592 |
| 21 | 108 | 129 | 150 | 207 | 312 | 592 | 592 |
| 22 | 107 | 128 | 149 | 207 | 312 | 591 | 591 |
| 23 | 106 | 127 | 148 | 206 | 311 | 591 | 591 |
| 24 | 105 | 126 | 147 | 205 | 310 | 590 | 590 |
| 25 | 104 | 125 | 146 | 204 | 309 | 589 | 589 |
| 26 | 103 | 124 | 145 | 203 | 307 | 587 | 587 |
| 27 | 101 | 123 | 144 | 201 | 306 | 586 | 586 |
| 28 | 100 | 121 | 142 | 200 | 305 | 584 | 584 |
| 29 | 99 | 120 | 141 | 198 | 303 | 583 | 583 |
| 30 | 97 | 118 | 139 | 197 | 302 | 581 | 581 |
2.21. New Taiwan dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 10 | 33 | 100 | 215 | 495 | 1194 |
| 2 | 1 | 10 | 33 | 100 | 215 | 495 | 963 |
| 3 | 2 | 13 | 34 | 95 | 212 | 491 | 787 |
| 4 | 3 | 15 | 37 | 97 | 210 | 490 | 652 |
| 5 | 4 | 16 | 41 | 99 | 209 | 489 | 549 |
| 6 | 5 | 18 | 44 | 103 | 209 | 488 | 488 |
| 7 | 5 | 19 | 45 | 105 | 208 | 488 | 488 |
| 8 | 7 | 19 | 44 | 103 | 207 | 487 | 487 |
| 9 | 7 | 19 | 43 | 102 | 206 | 486 | 486 |
| 10 | 8 | 20 | 43 | 101 | 206 | 486 | 486 |
| 11 | 9 | 21 | 43 | 101 | 206 | 486 | 486 |
| 12 | 9 | 21 | 43 | 101 | 206 | 486 | 486 |
| 13 | 10 | 22 | 43 | 101 | 206 | 486 | 486 |
| 14 | 12 | 23 | 44 | 102 | 206 | 486 | 486 |
| 15 | 12 | 23 | 44 | 102 | 207 | 486 | 486 |
| 16 | 13 | 23 | 44 | 102 | 207 | 487 | 487 |
| 17 | 14 | 24 | 45 | 103 | 207 | 487 | 487 |
| 18 | 14 | 24 | 46 | 103 | 208 | 488 | 488 |
| 19 | 15 | 25 | 46 | 104 | 209 | 489 | 489 |
| 20 | 15 | 26 | 47 | 105 | 210 | 489 | 489 |
| 21 | 16 | 27 | 48 | 106 | 210 | 490 | 490 |
| 22 | 17 | 28 | 49 | 106 | 211 | 491 | 491 |
| 23 | 18 | 28 | 49 | 107 | 212 | 491 | 491 |
| 24 | 19 | 29 | 50 | 107 | 212 | 492 | 492 |
| 25 | 19 | 29 | 50 | 108 | 213 | 492 | 492 |
| 26 | 20 | 29 | 50 | 108 | 213 | 493 | 493 |
| 27 | 20 | 30 | 51 | 108 | 213 | 493 | 493 |
| 28 | 21 | 30 | 51 | 109 | 213 | 493 | 493 |
| 29 | 21 | 30 | 51 | 109 | 214 | 493 | 493 |
| 30 | 22 | 30 | 51 | 109 | 214 | 494 | 494 |
2.22. New Zealand dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 50 | 63 | 86 | 152 | 268 | 547 | 1275 |
| 2 | 51 | 64 | 86 | 153 | 268 | 548 | 1021 |
| 3 | 52 | 66 | 88 | 148 | 265 | 545 | 830 |
| 4 | 53 | 68 | 90 | 150 | 263 | 543 | 687 |
| 5 | 53 | 69 | 94 | 152 | 262 | 542 | 577 |
| 6 | 54 | 71 | 97 | 156 | 262 | 542 | 542 |
| 7 | 54 | 72 | 98 | 158 | 261 | 541 | 541 |
| 8 | 54 | 72 | 97 | 156 | 260 | 540 | 540 |
| 9 | 53 | 72 | 97 | 155 | 260 | 540 | 540 |
| 10 | 53 | 72 | 96 | 154 | 259 | 538 | 538 |
| 11 | 52 | 72 | 95 | 153 | 257 | 537 | 537 |
| 12 | 51 | 72 | 94 | 151 | 256 | 536 | 536 |
| 13 | 50 | 71 | 92 | 150 | 255 | 535 | 535 |
| 14 | 49 | 70 | 91 | 149 | 254 | 533 | 533 |
| 15 | 48 | 69 | 90 | 148 | 252 | 532 | 532 |
| 16 | 47 | 68 | 89 | 147 | 251 | 531 | 531 |
| 17 | 46 | 67 | 88 | 146 | 250 | 530 | 530 |
| 18 | 45 | 66 | 87 | 145 | 250 | 529 | 529 |
| 19 | 44 | 65 | 86 | 144 | 249 | 529 | 529 |
| 20 | 44 | 65 | 86 | 144 | 248 | 528 | 528 |
| 21 | 43 | 64 | 85 | 143 | 248 | 528 | 528 |
| 22 | 43 | 64 | 85 | 143 | 247 | 527 | 527 |
| 23 | 42 | 63 | 84 | 142 | 247 | 527 | 527 |
| 24 | 41 | 63 | 84 | 141 | 246 | 526 | 526 |
| 25 | 41 | 62 | 83 | 141 | 245 | 525 | 525 |
| 26 | 40 | 61 | 82 | 140 | 245 | 525 | 525 |
| 27 | 39 | 61 | 82 | 139 | 244 | 524 | 524 |
| 28 | 39 | 60 | 81 | 139 | 243 | 523 | 523 |
| 29 | 38 | 59 | 80 | 138 | 243 | 523 | 523 |
| 30 | 38 | 59 | 80 | 137 | 242 | 522 | 522 |
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 | 113 | 126 | 148 | 215 | 330 | 610 | 1332 |
| 2 | 114 | 127 | 150 | 217 | 332 | 612 | 1071 |
| 3 | 117 | 131 | 153 | 213 | 330 | 610 | 875 |
| 4 | 120 | 135 | 157 | 217 | 331 | 610 | 726 |
| 5 | 123 | 139 | 163 | 222 | 332 | 611 | 612 |
| 6 | 124 | 141 | 167 | 227 | 332 | 612 | 612 |
| 7 | 126 | 144 | 170 | 230 | 333 | 612 | 612 |
| 8 | 126 | 145 | 170 | 229 | 333 | 613 | 613 |
| 9 | 126 | 145 | 170 | 228 | 333 | 612 | 612 |
| 10 | 126 | 146 | 169 | 228 | 332 | 612 | 612 |
| 11 | 126 | 146 | 169 | 227 | 332 | 611 | 611 |
| 12 | 125 | 146 | 168 | 226 | 330 | 610 | 610 |
| 13 | 124 | 145 | 167 | 224 | 329 | 609 | 609 |
| 14 | 123 | 144 | 165 | 223 | 328 | 607 | 607 |
| 15 | 121 | 142 | 163 | 221 | 326 | 606 | 606 |
| 16 | 119 | 140 | 161 | 219 | 324 | 604 | 604 |
| 17 | 117 | 138 | 160 | 217 | 322 | 602 | 602 |
| 18 | 116 | 137 | 158 | 216 | 320 | 600 | 600 |
| 19 | 114 | 135 | 156 | 214 | 318 | 598 | 598 |
| 20 | 112 | 133 | 154 | 212 | 317 | 597 | 597 |
| 21 | 110 | 131 | 153 | 210 | 315 | 595 | 595 |
| 22 | 109 | 130 | 151 | 209 | 313 | 593 | 593 |
| 23 | 107 | 128 | 149 | 207 | 311 | 591 | 591 |
| 24 | 105 | 126 | 147 | 205 | 310 | 589 | 589 |
| 25 | 103 | 124 | 145 | 203 | 308 | 587 | 587 |
| 26 | 101 | 122 | 143 | 201 | 306 | 586 | 586 |
| 27 | 99 | 120 | 141 | 199 | 304 | 584 | 584 |
| 28 | 98 | 119 | 140 | 198 | 302 | 582 | 582 |
| 29 | 96 | 117 | 138 | 196 | 300 | 580 | 580 |
| 30 | 94 | 115 | 136 | 194 | 299 | 579 | 579 |
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 | 201 | 268 | 384 | 663 | 1369 |
| 2 | 174 | 187 | 210 | 276 | 392 | 671 | 1100 |
| 3 | 180 | 194 | 216 | 276 | 393 | 673 | 899 |
| 4 | 183 | 198 | 220 | 280 | 394 | 674 | 746 |
| 5 | 185 | 201 | 226 | 284 | 394 | 674 | 674 |
| 6 | 186 | 203 | 229 | 288 | 394 | 673 | 673 |
| 7 | 186 | 204 | 230 | 290 | 393 | 673 | 673 |
| 8 | 185 | 204 | 229 | 288 | 392 | 672 | 672 |
| 9 | 184 | 203 | 228 | 286 | 391 | 671 | 671 |
| 10 | 184 | 204 | 227 | 285 | 390 | 670 | 670 |
| 11 | 183 | 203 | 226 | 284 | 388 | 668 | 668 |
| 12 | 181 | 202 | 224 | 281 | 386 | 666 | 666 |
| 13 | 179 | 200 | 221 | 279 | 384 | 663 | 663 |
| 14 | 176 | 197 | 218 | 276 | 381 | 661 | 661 |
| 15 | 173 | 194 | 215 | 273 | 378 | 658 | 658 |
| 16 | 170 | 191 | 213 | 270 | 375 | 655 | 655 |
| 17 | 167 | 189 | 210 | 267 | 372 | 652 | 652 |
| 18 | 165 | 186 | 207 | 265 | 369 | 649 | 649 |
| 19 | 162 | 183 | 204 | 262 | 366 | 646 | 646 |
| 20 | 159 | 180 | 201 | 259 | 364 | 643 | 643 |
| 21 | 156 | 177 | 198 | 256 | 361 | 640 | 640 |
| 22 | 153 | 174 | 195 | 253 | 358 | 637 | 637 |
| 23 | 150 | 171 | 192 | 250 | 354 | 634 | 634 |
| 24 | 147 | 168 | 189 | 247 | 351 | 631 | 631 |
| 25 | 144 | 165 | 186 | 244 | 348 | 628 | 628 |
| 26 | 141 | 162 | 183 | 241 | 345 | 625 | 625 |
| 27 | 138 | 159 | 180 | 238 | 343 | 622 | 622 |
| 28 | 135 | 156 | 177 | 235 | 340 | 619 | 619 |
| 29 | 132 | 153 | 174 | 232 | 337 | 617 | 617 |
| 30 | 130 | 151 | 172 | 230 | 334 | 614 | 614 |
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 | 30 | 43 | 65 | 132 | 248 | 527 | 1213 |
| 2 | 31 | 44 | 66 | 133 | 249 | 528 | 978 |
| 3 | 33 | 47 | 68 | 129 | 246 | 525 | 800 |
| 4 | 34 | 49 | 71 | 131 | 245 | 524 | 664 |
| 5 | 35 | 51 | 76 | 134 | 244 | 524 | 559 |
| 6 | 36 | 53 | 79 | 138 | 244 | 524 | 524 |
| 7 | 36 | 54 | 80 | 140 | 243 | 523 | 523 |
| 8 | 35 | 54 | 79 | 138 | 242 | 522 | 522 |
| 9 | 35 | 54 | 78 | 137 | 241 | 521 | 521 |
| 10 | 35 | 55 | 78 | 136 | 241 | 521 | 521 |
| 11 | 35 | 55 | 78 | 136 | 240 | 520 | 520 |
| 12 | 35 | 55 | 77 | 135 | 240 | 520 | 520 |
| 13 | 34 | 55 | 77 | 135 | 239 | 519 | 519 |
| 14 | 34 | 55 | 76 | 134 | 239 | 519 | 519 |
| 15 | 34 | 55 | 76 | 134 | 239 | 519 | 519 |
| 16 | 34 | 55 | 76 | 134 | 239 | 519 | 519 |
| 17 | 34 | 55 | 76 | 134 | 239 | 519 | 519 |
| 18 | 34 | 55 | 76 | 134 | 239 | 519 | 519 |
| 19 | 34 | 56 | 77 | 134 | 239 | 519 | 519 |
| 20 | 35 | 56 | 77 | 135 | 239 | 519 | 519 |
| 21 | 35 | 56 | 77 | 135 | 239 | 519 | 519 |
| 22 | 35 | 56 | 77 | 135 | 239 | 519 | 519 |
| 23 | 34 | 56 | 77 | 134 | 239 | 519 | 519 |
| 24 | 34 | 55 | 76 | 134 | 239 | 519 | 519 |
| 25 | 34 | 55 | 76 | 134 | 239 | 518 | 518 |
| 26 | 34 | 55 | 76 | 134 | 238 | 518 | 518 |
| 27 | 33 | 55 | 76 | 133 | 238 | 518 | 518 |
| 28 | 33 | 54 | 75 | 133 | 238 | 518 | 518 |
| 29 | 33 | 54 | 75 | 133 | 237 | 517 | 517 |
| 30 | 32 | 54 | 75 | 132 | 237 | 517 | 517 |
2.26. Ringgit
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 28 | 41 | 64 | 131 | 246 | 526 | 1237 |
| 2 | 30 | 43 | 66 | 133 | 248 | 528 | 999 |
| 3 | 33 | 47 | 69 | 129 | 246 | 526 | 817 |
| 4 | 36 | 51 | 73 | 133 | 247 | 526 | 678 |
| 5 | 38 | 54 | 79 | 137 | 247 | 527 | 571 |
| 6 | 40 | 57 | 83 | 142 | 248 | 528 | 528 |
| 7 | 41 | 59 | 85 | 145 | 248 | 528 | 528 |
| 8 | 42 | 60 | 85 | 144 | 248 | 528 | 528 |
| 9 | 42 | 61 | 86 | 144 | 249 | 528 | 528 |
| 10 | 43 | 63 | 86 | 144 | 249 | 529 | 529 |
| 11 | 44 | 64 | 87 | 145 | 249 | 529 | 529 |
| 12 | 44 | 65 | 87 | 145 | 250 | 529 | 529 |
| 13 | 45 | 66 | 87 | 145 | 250 | 529 | 529 |
| 14 | 45 | 66 | 87 | 145 | 250 | 529 | 529 |
| 15 | 45 | 66 | 87 | 145 | 250 | 529 | 529 |
| 16 | 45 | 66 | 87 | 145 | 249 | 529 | 529 |
| 17 | 45 | 66 | 87 | 145 | 250 | 529 | 529 |
| 18 | 45 | 66 | 87 | 145 | 250 | 530 | 530 |
| 19 | 45 | 66 | 87 | 145 | 250 | 530 | 530 |
| 20 | 46 | 67 | 88 | 146 | 250 | 530 | 530 |
| 21 | 46 | 67 | 88 | 146 | 250 | 530 | 530 |
| 22 | 46 | 67 | 88 | 146 | 250 | 530 | 530 |
| 23 | 45 | 66 | 87 | 145 | 250 | 530 | 530 |
| 24 | 45 | 66 | 87 | 145 | 250 | 529 | 529 |
| 25 | 45 | 66 | 87 | 144 | 249 | 529 | 529 |
| 26 | 44 | 65 | 86 | 144 | 249 | 528 | 528 |
| 27 | 43 | 65 | 86 | 143 | 248 | 528 | 528 |
| 28 | 43 | 64 | 85 | 143 | 247 | 527 | 527 |
| 29 | 42 | 63 | 84 | 142 | 247 | 527 | 527 |
| 30 | 42 | 63 | 84 | 142 | 246 | 526 | 526 |
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 | 128 | 141 | 163 | 230 | 345 | 625 | 1462 |
| 2 | 126 | 139 | 161 | 228 | 344 | 623 | 1168 |
| 3 | 126 | 140 | 162 | 222 | 339 | 619 | 948 |
| 4 | 127 | 142 | 165 | 224 | 338 | 618 | 781 |
| 5 | 128 | 144 | 169 | 227 | 337 | 617 | 655 |
| 6 | 128 | 145 | 171 | 230 | 336 | 616 | 616 |
| 7 | 128 | 146 | 172 | 232 | 335 | 615 | 615 |
| 8 | 128 | 146 | 172 | 231 | 335 | 614 | 614 |
| 9 | 127 | 146 | 170 | 229 | 333 | 613 | 613 |
| 10 | 127 | 147 | 170 | 228 | 333 | 613 | 613 |
| 11 | 127 | 147 | 170 | 228 | 332 | 612 | 612 |
| 12 | 126 | 147 | 169 | 227 | 331 | 611 | 611 |
| 13 | 125 | 146 | 168 | 225 | 330 | 610 | 610 |
| 14 | 124 | 145 | 166 | 224 | 329 | 609 | 609 |
| 15 | 122 | 143 | 165 | 222 | 327 | 607 | 607 |
| 16 | 120 | 142 | 163 | 220 | 325 | 605 | 605 |
| 17 | 118 | 139 | 160 | 218 | 323 | 603 | 603 |
| 18 | 116 | 137 | 158 | 216 | 321 | 601 | 601 |
| 19 | 114 | 135 | 156 | 214 | 319 | 599 | 599 |
| 20 | 112 | 133 | 154 | 212 | 317 | 596 | 596 |
| 21 | 110 | 131 | 152 | 210 | 314 | 594 | 594 |
| 22 | 108 | 129 | 150 | 208 | 312 | 592 | 592 |
| 23 | 105 | 126 | 147 | 205 | 310 | 590 | 590 |
| 24 | 103 | 124 | 145 | 203 | 308 | 588 | 588 |
| 25 | 101 | 122 | 143 | 201 | 306 | 585 | 585 |
| 26 | 99 | 120 | 141 | 199 | 303 | 583 | 583 |
| 27 | 97 | 118 | 139 | 197 | 301 | 581 | 581 |
| 28 | 95 | 116 | 137 | 195 | 299 | 579 | 579 |
| 29 | 93 | 114 | 135 | 193 | 297 | 577 | 577 |
| 30 | 91 | 112 | 133 | 191 | 295 | 575 | 575 |
2.28. Singapore dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 1 | 14 | 37 | 104 | 219 | 499 | 1237 |
| 2 | 3 | 16 | 38 | 105 | 221 | 500 | 993 |
| 3 | 6 | 20 | 41 | 102 | 219 | 498 | 809 |
| 4 | 8 | 23 | 45 | 105 | 219 | 498 | 670 |
| 5 | 10 | 26 | 51 | 109 | 219 | 499 | 563 |
| 6 | 12 | 29 | 55 | 114 | 220 | 500 | 500 |
| 7 | 13 | 31 | 57 | 117 | 220 | 500 | 500 |
| 8 | 13 | 32 | 57 | 116 | 220 | 500 | 500 |
| 9 | 13 | 32 | 57 | 115 | 220 | 500 | 500 |
| 10 | 14 | 33 | 57 | 115 | 220 | 499 | 499 |
| 11 | 14 | 34 | 57 | 115 | 219 | 499 | 499 |
| 12 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 13 | 14 | 35 | 56 | 114 | 219 | 499 | 499 |
| 14 | 14 | 35 | 56 | 114 | 219 | 498 | 498 |
| 15 | 14 | 35 | 56 | 114 | 218 | 498 | 498 |
| 16 | 13 | 35 | 56 | 113 | 218 | 498 | 498 |
| 17 | 14 | 35 | 56 | 114 | 218 | 498 | 498 |
| 18 | 14 | 35 | 56 | 114 | 218 | 498 | 498 |
| 19 | 15 | 35 | 56 | 114 | 219 | 498 | 498 |
| 20 | 16 | 35 | 56 | 114 | 219 | 499 | 499 |
| 21 | 16 | 36 | 57 | 115 | 219 | 499 | 499 |
| 22 | 18 | 36 | 57 | 115 | 220 | 499 | 499 |
| 23 | 18 | 36 | 57 | 115 | 220 | 500 | 500 |
| 24 | 19 | 36 | 57 | 115 | 220 | 500 | 500 |
| 25 | 19 | 37 | 58 | 115 | 220 | 500 | 500 |
| 26 | 20 | 37 | 58 | 115 | 220 | 500 | 500 |
| 27 | 21 | 37 | 58 | 116 | 220 | 500 | 500 |
| 28 | 21 | 37 | 58 | 116 | 220 | 500 | 500 |
| 29 | 22 | 37 | 58 | 116 | 220 | 500 | 500 |
| 30 | 23 | 37 | 58 | 116 | 220 | 500 | 500 |
2.29. South Korean won
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 34 | 47 | 70 | 137 | 252 | 532 | 1242 |
| 2 | 35 | 48 | 70 | 137 | 252 | 532 | 998 |
| 3 | 35 | 49 | 71 | 131 | 248 | 528 | 813 |
| 4 | 36 | 51 | 73 | 133 | 246 | 526 | 674 |
| 5 | 36 | 52 | 77 | 135 | 245 | 525 | 566 |
| 6 | 38 | 55 | 81 | 140 | 246 | 526 | 526 |
| 7 | 36 | 54 | 80 | 140 | 243 | 523 | 523 |
| 8 | 39 | 58 | 83 | 142 | 246 | 526 | 526 |
| 9 | 38 | 58 | 82 | 140 | 245 | 525 | 525 |
| 10 | 34 | 54 | 77 | 135 | 240 | 520 | 520 |
| 11 | 30 | 51 | 73 | 131 | 236 | 516 | 516 |
| 12 | 28 | 49 | 70 | 128 | 233 | 513 | 513 |
| 13 | 26 | 47 | 68 | 126 | 231 | 510 | 510 |
| 14 | 24 | 45 | 66 | 124 | 229 | 509 | 509 |
| 15 | 23 | 44 | 65 | 123 | 227 | 507 | 507 |
| 16 | 21 | 43 | 64 | 121 | 226 | 506 | 506 |
| 17 | 21 | 42 | 63 | 121 | 225 | 505 | 505 |
| 18 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 19 | 20 | 41 | 62 | 120 | 224 | 504 | 504 |
| 20 | 20 | 41 | 62 | 120 | 224 | 504 | 504 |
| 21 | 20 | 41 | 62 | 120 | 225 | 504 | 504 |
| 22 | 20 | 41 | 62 | 120 | 224 | 504 | 504 |
| 23 | 20 | 41 | 62 | 120 | 224 | 504 | 504 |
| 24 | 20 | 41 | 62 | 120 | 224 | 504 | 504 |
| 25 | 20 | 41 | 62 | 119 | 224 | 504 | 504 |
| 26 | 20 | 40 | 61 | 119 | 224 | 504 | 504 |
| 27 | 21 | 40 | 61 | 119 | 224 | 504 | 504 |
| 28 | 21 | 40 | 61 | 119 | 224 | 503 | 503 |
| 29 | 22 | 40 | 61 | 119 | 223 | 503 | 503 |
| 30 | 23 | 40 | 61 | 119 | 223 | 503 | 503 |
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 | 214 | 227 | 249 | 316 | 432 | 711 | 1979 |
| 2 | 211 | 224 | 246 | 313 | 428 | 708 | 1552 |
| 3 | 207 | 221 | 243 | 303 | 420 | 700 | 1221 |
| 4 | 204 | 219 | 241 | 301 | 415 | 694 | 979 |
| 5 | 200 | 216 | 241 | 299 | 409 | 689 | 802 |
| 6 | 196 | 214 | 239 | 299 | 404 | 684 | 684 |
| 7 | 193 | 211 | 237 | 297 | 400 | 680 | 680 |
| 8 | 189 | 207 | 233 | 292 | 396 | 675 | 675 |
| 9 | 185 | 204 | 228 | 287 | 391 | 671 | 671 |
| 10 | 181 | 201 | 224 | 282 | 387 | 667 | 667 |
| 11 | 177 | 198 | 220 | 278 | 383 | 663 | 663 |
| 12 | 174 | 194 | 216 | 274 | 379 | 658 | 658 |
| 13 | 170 | 191 | 212 | 270 | 375 | 654 | 654 |
| 14 | 166 | 187 | 208 | 266 | 371 | 651 | 651 |
| 15 | 162 | 184 | 205 | 262 | 367 | 647 | 647 |
| 16 | 159 | 180 | 201 | 259 | 364 | 643 | 643 |
| 17 | 156 | 177 | 198 | 256 | 360 | 640 | 640 |
| 18 | 152 | 173 | 194 | 252 | 357 | 637 | 637 |
| 19 | 149 | 170 | 191 | 249 | 354 | 634 | 634 |
| 20 | 146 | 167 | 188 | 246 | 351 | 631 | 631 |
| 21 | 143 | 164 | 186 | 243 | 348 | 628 | 628 |
| 22 | 140 | 162 | 183 | 240 | 345 | 625 | 625 |
| 23 | 137 | 159 | 180 | 237 | 342 | 622 | 622 |
| 24 | 135 | 156 | 177 | 235 | 339 | 619 | 619 |
| 25 | 132 | 153 | 174 | 232 | 336 | 616 | 616 |
| 26 | 129 | 150 | 171 | 229 | 334 | 613 | 613 |
| 27 | 126 | 147 | 168 | 226 | 331 | 611 | 611 |
| 28 | 124 | 145 | 166 | 224 | 328 | 608 | 608 |
| 29 | 121 | 142 | 163 | 221 | 326 | 606 | 606 |
| 30 | 119 | 140 | 161 | 219 | 324 | 603 | 603 |
2.31. US dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 8 | 25 | 47 | 99 | 235 | 514 | 1266 |
| 2 | 8 | 25 | 47 | 99 | 235 | 514 | 1013 |
| 3 | 10 | 28 | 50 | 96 | 233 | 512 | 824 |
| 4 | 12 | 33 | 54 | 94 | 233 | 512 | 681 |
| 5 | 16 | 38 | 59 | 97 | 233 | 513 | 573 |
| 6 | 18 | 42 | 63 | 94 | 234 | 514 | 514 |
| 7 | 19 | 44 | 63 | 90 | 234 | 514 | 514 |
| 8 | 18 | 43 | 63 | 89 | 234 | 514 | 514 |
| 9 | 19 | 45 | 65 | 92 | 234 | 514 | 514 |
| 10 | 21 | 48 | 67 | 96 | 234 | 514 | 514 |
| 11 | 23 | 50 | 68 | 98 | 234 | 514 | 514 |
| 12 | 24 | 52 | 69 | 99 | 234 | 514 | 514 |
| 13 | 26 | 54 | 70 | 100 | 234 | 514 | 514 |
| 14 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 15 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 16 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 17 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 18 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 19 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 20 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 21 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 22 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 23 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 24 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 25 | 26 | 55 | 71 | 100 | 234 | 514 | 514 |
| 26 | 26 | 55 | 71 | 100 | 233 | 513 | 513 |
| 27 | 26 | 55 | 71 | 100 | 233 | 513 | 513 |
| 28 | 26 | 55 | 71 | 100 | 233 | 513 | 513 |
| 29 | 26 | 55 | 71 | 100 | 233 | 512 | 512 |
| 30 | 26 | 55 | 71 | 100 | 232 | 512 | 512 |
2.32. Yen
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 4 | 13 | 80 | 195 | 475 | 1179 |
| 2 | 1 | 5 | 12 | 79 | 194 | 474 | 952 |
| 3 | 2 | 5 | 12 | 73 | 190 | 469 | 778 |
| 4 | 2 | 6 | 14 | 74 | 188 | 468 | 645 |
| 5 | 4 | 6 | 19 | 77 | 187 | 467 | 543 |
| 6 | 5 | 7 | 22 | 81 | 187 | 466 | 466 |
| 7 | 5 | 9 | 23 | 83 | 186 | 466 | 466 |
| 8 | 7 | 9 | 23 | 82 | 186 | 466 | 466 |
| 9 | 7 | 10 | 23 | 82 | 186 | 466 | 466 |
| 10 | 8 | 10 | 24 | 82 | 186 | 466 | 466 |
| 11 | 9 | 11 | 24 | 82 | 186 | 466 | 466 |
| 12 | 9 | 12 | 24 | 82 | 187 | 466 | 466 |
| 13 | 10 | 13 | 24 | 82 | 187 | 467 | 467 |
| 14 | 12 | 14 | 25 | 82 | 187 | 467 | 467 |
| 15 | 12 | 14 | 25 | 83 | 187 | 467 | 467 |
| 16 | 13 | 15 | 26 | 83 | 188 | 467 | 467 |
| 17 | 13 | 15 | 27 | 83 | 188 | 468 | 468 |
| 18 | 14 | 17 | 28 | 84 | 189 | 468 | 468 |
| 19 | 15 | 17 | 29 | 84 | 189 | 469 | 469 |
| 20 | 15 | 18 | 30 | 85 | 190 | 469 | 469 |
| 21 | 16 | 18 | 32 | 85 | 190 | 470 | 470 |
| 22 | 16 | 19 | 33 | 86 | 190 | 470 | 470 |
| 23 | 18 | 20 | 34 | 86 | 191 | 470 | 470 |
| 24 | 19 | 21 | 35 | 86 | 191 | 471 | 471 |
| 25 | 19 | 22 | 36 | 86 | 191 | 471 | 471 |
| 26 | 20 | 22 | 37 | 86 | 191 | 471 | 471 |
| 27 | 20 | 23 | 39 | 86 | 191 | 470 | 470 |
| 28 | 21 | 23 | 40 | 86 | 191 | 470 | 470 |
| 29 | 21 | 24 | 41 | 86 | 191 | 470 | 470 |
| 30 | 22 | 26 | 42 | 86 | 190 | 470 | 470 |
3. Other exposures
3.1. Euro
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 1 | 13 | 20 | 41 | 156 | 303 | 3117 |
| 2 | 1 | 13 | 20 | 41 | 156 | 342 | 2321 |
| 3 | 1 | 14 | 22 | 46 | 152 | 356 | 1757 |
| 4 | 1 | 15 | 25 | 50 | 149 | 356 | 1362 |
| 5 | 2 | 17 | 28 | 52 | 149 | 347 | 1081 |
| 6 | 4 | 20 | 31 | 55 | 149 | 334 | 878 |
| 7 | 5 | 22 | 32 | 57 | 149 | 319 | 727 |
| 8 | 6 | 23 | 34 | 59 | 149 | 302 | 611 |
| 9 | 6 | 24 | 35 | 62 | 149 | 285 | 521 |
| 10 | 6 | 25 | 37 | 64 | 149 | 269 | 448 |
| 11 | 7 | 25 | 38 | 65 | 149 | 252 | 390 |
| 12 | 7 | 25 | 38 | 65 | 149 | 242 | 341 |
| 13 | 7 | 25 | 38 | 65 | 149 | 242 | 301 |
| 14 | 7 | 25 | 38 | 65 | 149 | 242 | 266 |
| 15 | 7 | 25 | 40 | 65 | 149 | 242 | 242 |
| 16 | 7 | 25 | 42 | 65 | 149 | 242 | 242 |
| 17 | 7 | 25 | 44 | 65 | 149 | 242 | 242 |
| 18 | 7 | 25 | 47 | 65 | 149 | 242 | 242 |
| 19 | 7 | 25 | 49 | 65 | 149 | 242 | 242 |
| 20 | 8 | 25 | 51 | 65 | 149 | 242 | 242 |
| 21 | 8 | 25 | 54 | 65 | 149 | 242 | 242 |
| 22 | 9 | 25 | 56 | 65 | 149 | 242 | 242 |
| 23 | 9 | 25 | 59 | 65 | 149 | 242 | 242 |
| 24 | 9 | 25 | 61 | 65 | 149 | 242 | 242 |
| 25 | 10 | 25 | 64 | 65 | 149 | 242 | 242 |
| 26 | 10 | 25 | 66 | 66 | 149 | 242 | 242 |
| 27 | 11 | 25 | 68 | 68 | 149 | 242 | 242 |
| 28 | 11 | 25 | 71 | 70 | 149 | 242 | 242 |
| 29 | 11 | 25 | 74 | 71 | 149 | 242 | 242 |
| 30 | 12 | 26 | 76 | 73 | 149 | 242 | 242 |
3.2. Czech koruna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 14 | 26 | 33 | 54 | 169 | 311 | 3209 |
| 2 | 15 | 27 | 34 | 55 | 170 | 349 | 2381 |
| 3 | 15 | 28 | 36 | 59 | 165 | 363 | 1798 |
| 4 | 14 | 28 | 38 | 63 | 162 | 362 | 1391 |
| 5 | 15 | 29 | 41 | 64 | 162 | 353 | 1104 |
| 6 | 15 | 31 | 42 | 66 | 161 | 340 | 896 |
| 7 | 16 | 33 | 43 | 67 | 160 | 324 | 741 |
| 8 | 16 | 33 | 44 | 69 | 159 | 307 | 623 |
| 9 | 15 | 33 | 45 | 71 | 159 | 290 | 531 |
| 10 | 15 | 34 | 46 | 73 | 158 | 273 | 457 |
| 11 | 15 | 33 | 46 | 73 | 158 | 256 | 397 |
| 12 | 14 | 33 | 45 | 72 | 157 | 250 | 347 |
| 13 | 14 | 33 | 45 | 72 | 156 | 249 | 306 |
| 14 | 13 | 32 | 44 | 71 | 156 | 248 | 271 |
| 15 | 13 | 32 | 44 | 71 | 156 | 248 | 248 |
| 16 | 13 | 31 | 44 | 70 | 155 | 248 | 248 |
| 17 | 13 | 31 | 45 | 70 | 155 | 248 | 248 |
| 18 | 13 | 31 | 48 | 70 | 155 | 248 | 248 |
| 19 | 13 | 31 | 50 | 70 | 155 | 248 | 248 |
| 20 | 13 | 32 | 52 | 71 | 155 | 248 | 248 |
| 21 | 13 | 32 | 55 | 71 | 156 | 248 | 248 |
| 22 | 14 | 32 | 57 | 71 | 156 | 248 | 248 |
| 23 | 14 | 32 | 60 | 71 | 156 | 249 | 249 |
| 24 | 14 | 32 | 62 | 71 | 156 | 249 | 249 |
| 25 | 14 | 32 | 64 | 71 | 156 | 249 | 249 |
| 26 | 13 | 32 | 67 | 71 | 156 | 248 | 248 |
| 27 | 13 | 32 | 69 | 71 | 156 | 248 | 248 |
| 28 | 13 | 32 | 71 | 71 | 156 | 248 | 248 |
| 29 | 13 | 32 | 74 | 73 | 155 | 248 | 248 |
| 30 | 13 | 32 | 77 | 75 | 155 | 248 | 248 |
3.3. Danish krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 1 | 13 | 20 | 41 | 156 | 303 | 3117 |
| 2 | 1 | 13 | 20 | 41 | 156 | 342 | 2321 |
| 3 | 1 | 14 | 22 | 46 | 151 | 356 | 1757 |
| 4 | 1 | 15 | 25 | 49 | 149 | 356 | 1362 |
| 5 | 2 | 17 | 28 | 52 | 149 | 347 | 1081 |
| 6 | 4 | 19 | 30 | 55 | 149 | 334 | 878 |
| 7 | 5 | 22 | 32 | 57 | 149 | 319 | 727 |
| 8 | 5 | 23 | 34 | 59 | 149 | 302 | 611 |
| 9 | 6 | 24 | 35 | 62 | 149 | 285 | 521 |
| 10 | 6 | 24 | 37 | 64 | 149 | 268 | 448 |
| 11 | 7 | 25 | 37 | 64 | 149 | 252 | 390 |
| 12 | 7 | 25 | 38 | 65 | 149 | 242 | 341 |
| 13 | 7 | 25 | 38 | 65 | 149 | 242 | 300 |
| 14 | 7 | 25 | 38 | 65 | 149 | 242 | 266 |
| 15 | 7 | 25 | 39 | 65 | 149 | 242 | 242 |
| 16 | 7 | 25 | 42 | 65 | 149 | 242 | 242 |
| 17 | 7 | 25 | 44 | 65 | 149 | 242 | 242 |
| 18 | 7 | 25 | 47 | 65 | 149 | 242 | 242 |
| 19 | 7 | 25 | 49 | 65 | 149 | 242 | 242 |
| 20 | 8 | 25 | 51 | 65 | 149 | 242 | 242 |
| 21 | 8 | 25 | 54 | 65 | 149 | 242 | 242 |
| 22 | 9 | 25 | 56 | 65 | 149 | 242 | 242 |
| 23 | 9 | 25 | 59 | 65 | 149 | 242 | 242 |
| 24 | 9 | 25 | 61 | 65 | 149 | 242 | 242 |
| 25 | 10 | 25 | 64 | 65 | 149 | 242 | 242 |
| 26 | 10 | 25 | 66 | 66 | 149 | 242 | 242 |
| 27 | 11 | 25 | 68 | 68 | 149 | 242 | 242 |
| 28 | 11 | 25 | 70 | 70 | 149 | 242 | 242 |
| 29 | 11 | 25 | 74 | 71 | 149 | 242 | 242 |
| 30 | 12 | 26 | 76 | 73 | 149 | 242 | 242 |
3.4. Forint
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 75 | 87 | 93 | 114 | 230 | 324 | 3265 |
| 2 | 71 | 84 | 90 | 111 | 226 | 359 | 2448 |
| 3 | 73 | 86 | 95 | 118 | 224 | 374 | 1856 |
| 4 | 71 | 85 | 95 | 120 | 219 | 374 | 1438 |
| 5 | 70 | 85 | 96 | 120 | 217 | 365 | 1141 |
| 6 | 70 | 86 | 97 | 121 | 216 | 352 | 926 |
| 7 | 70 | 87 | 97 | 121 | 214 | 335 | 766 |
| 8 | 69 | 86 | 97 | 123 | 213 | 318 | 644 |
| 9 | 69 | 86 | 98 | 124 | 212 | 305 | 549 |
| 10 | 66 | 84 | 96 | 123 | 209 | 301 | 473 |
| 11 | 64 | 82 | 95 | 122 | 207 | 299 | 411 |
| 12 | 63 | 81 | 94 | 121 | 205 | 298 | 359 |
| 13 | 62 | 81 | 93 | 120 | 205 | 297 | 317 |
| 14 | 62 | 81 | 93 | 120 | 204 | 297 | 297 |
| 15 | 62 | 80 | 93 | 120 | 204 | 297 | 297 |
| 16 | 61 | 80 | 92 | 119 | 204 | 296 | 296 |
| 17 | 61 | 80 | 92 | 119 | 203 | 296 | 296 |
| 18 | 61 | 79 | 91 | 118 | 203 | 296 | 296 |
| 19 | 60 | 78 | 91 | 118 | 202 | 295 | 295 |
| 20 | 59 | 78 | 90 | 117 | 202 | 294 | 294 |
| 21 | 59 | 77 | 90 | 117 | 201 | 294 | 294 |
| 22 | 58 | 76 | 89 | 116 | 200 | 293 | 293 |
| 23 | 57 | 76 | 88 | 115 | 199 | 292 | 292 |
| 24 | 56 | 75 | 87 | 114 | 198 | 291 | 291 |
| 25 | 55 | 74 | 86 | 113 | 197 | 290 | 290 |
| 26 | 54 | 73 | 85 | 112 | 196 | 289 | 289 |
| 27 | 53 | 71 | 84 | 111 | 195 | 288 | 288 |
| 28 | 52 | 70 | 83 | 110 | 194 | 287 | 287 |
| 29 | 51 | 69 | 82 | 109 | 193 | 286 | 286 |
| 30 | 50 | 68 | 81 | 108 | 192 | 285 | 285 |
3.5. Krona
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 5 | 18 | 24 | 45 | 160 | 301 | 3101 |
| 2 | 7 | 19 | 26 | 46 | 162 | 342 | 2321 |
| 3 | 8 | 21 | 29 | 52 | 158 | 356 | 1757 |
| 4 | 8 | 22 | 32 | 57 | 156 | 356 | 1360 |
| 5 | 10 | 24 | 36 | 59 | 156 | 347 | 1080 |
| 6 | 11 | 27 | 38 | 62 | 156 | 334 | 877 |
| 7 | 12 | 29 | 39 | 64 | 156 | 318 | 725 |
| 8 | 12 | 29 | 40 | 66 | 156 | 302 | 610 |
| 9 | 12 | 30 | 41 | 68 | 155 | 285 | 520 |
| 10 | 12 | 30 | 43 | 69 | 155 | 268 | 448 |
| 11 | 12 | 31 | 43 | 70 | 155 | 252 | 389 |
| 12 | 12 | 31 | 43 | 70 | 155 | 248 | 341 |
| 13 | 13 | 31 | 43 | 70 | 155 | 248 | 300 |
| 14 | 13 | 31 | 44 | 70 | 155 | 248 | 266 |
| 15 | 13 | 31 | 44 | 71 | 155 | 248 | 248 |
| 16 | 13 | 31 | 44 | 71 | 155 | 248 | 248 |
| 17 | 13 | 32 | 44 | 71 | 155 | 248 | 248 |
| 18 | 13 | 32 | 47 | 71 | 156 | 248 | 248 |
| 19 | 14 | 32 | 49 | 71 | 156 | 249 | 249 |
| 20 | 14 | 33 | 52 | 72 | 156 | 249 | 249 |
| 21 | 14 | 33 | 54 | 72 | 157 | 249 | 249 |
| 22 | 15 | 33 | 56 | 73 | 157 | 250 | 250 |
| 23 | 15 | 33 | 59 | 73 | 157 | 250 | 250 |
| 24 | 15 | 33 | 61 | 73 | 157 | 250 | 250 |
| 25 | 15 | 33 | 64 | 73 | 157 | 250 | 250 |
| 26 | 15 | 33 | 66 | 73 | 157 | 250 | 250 |
| 27 | 15 | 33 | 69 | 73 | 157 | 250 | 250 |
| 28 | 15 | 33 | 71 | 72 | 157 | 250 | 250 |
| 29 | 15 | 33 | 74 | 72 | 157 | 250 | 250 |
| 30 | 14 | 33 | 76 | 73 | 157 | 249 | 249 |
3.6. Lev
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 13 | 19 | 40 | 155 | 303 | 3115 |
| 2 | 0 | 13 | 19 | 40 | 155 | 341 | 2320 |
| 3 | 1 | 13 | 21 | 45 | 151 | 355 | 1756 |
| 4 | 1 | 14 | 24 | 49 | 148 | 355 | 1361 |
| 5 | 2 | 16 | 27 | 51 | 148 | 347 | 1081 |
| 6 | 3 | 19 | 30 | 54 | 148 | 334 | 878 |
| 7 | 5 | 21 | 32 | 56 | 148 | 319 | 726 |
| 8 | 5 | 22 | 33 | 58 | 148 | 302 | 611 |
| 9 | 5 | 23 | 34 | 61 | 148 | 285 | 520 |
| 10 | 6 | 24 | 36 | 63 | 148 | 268 | 448 |
| 11 | 6 | 24 | 37 | 64 | 148 | 252 | 389 |
| 12 | 6 | 24 | 37 | 64 | 148 | 241 | 341 |
| 13 | 6 | 25 | 37 | 64 | 148 | 241 | 300 |
| 14 | 6 | 25 | 37 | 64 | 148 | 241 | 266 |
| 15 | 6 | 25 | 39 | 64 | 148 | 241 | 241 |
| 16 | 6 | 25 | 42 | 64 | 148 | 241 | 241 |
| 17 | 6 | 25 | 44 | 64 | 148 | 241 | 241 |
| 18 | 6 | 25 | 47 | 64 | 148 | 241 | 241 |
| 19 | 7 | 25 | 49 | 64 | 148 | 241 | 241 |
| 20 | 8 | 25 | 51 | 64 | 148 | 241 | 241 |
| 21 | 8 | 25 | 54 | 64 | 148 | 241 | 241 |
| 22 | 9 | 25 | 56 | 64 | 148 | 241 | 241 |
| 23 | 9 | 25 | 59 | 64 | 148 | 241 | 241 |
| 24 | 9 | 25 | 61 | 64 | 148 | 241 | 241 |
| 25 | 10 | 25 | 64 | 65 | 148 | 241 | 241 |
| 26 | 10 | 25 | 65 | 66 | 148 | 241 | 241 |
| 27 | 11 | 25 | 68 | 68 | 148 | 241 | 241 |
| 28 | 11 | 25 | 70 | 70 | 149 | 241 | 241 |
| 29 | 11 | 25 | 73 | 71 | 149 | 241 | 241 |
| 30 | 12 | 26 | 76 | 73 | 149 | 241 | 241 |
3.7. Pound sterling
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 10 | 21 | 44 | 175 | 309 | 3186 |
| 2 | 0 | 10 | 21 | 44 | 175 | 348 | 2373 |
| 3 | 1 | 10 | 23 | 49 | 170 | 362 | 1794 |
| 4 | 1 | 13 | 26 | 54 | 167 | 362 | 1389 |
| 5 | 1 | 16 | 28 | 58 | 166 | 353 | 1102 |
| 6 | 2 | 18 | 33 | 59 | 165 | 340 | 894 |
| 7 | 4 | 21 | 36 | 60 | 163 | 324 | 740 |
| 8 | 6 | 24 | 38 | 59 | 162 | 307 | 622 |
| 9 | 9 | 31 | 42 | 59 | 161 | 289 | 529 |
| 10 | 11 | 34 | 42 | 58 | 161 | 272 | 456 |
| 11 | 10 | 33 | 42 | 58 | 160 | 256 | 396 |
| 12 | 9 | 32 | 42 | 58 | 159 | 252 | 347 |
| 13 | 9 | 31 | 42 | 58 | 158 | 251 | 305 |
| 14 | 9 | 31 | 43 | 59 | 158 | 250 | 271 |
| 15 | 9 | 31 | 43 | 59 | 157 | 249 | 249 |
| 16 | 9 | 32 | 44 | 59 | 156 | 248 | 248 |
| 17 | 9 | 32 | 45 | 59 | 155 | 248 | 248 |
| 18 | 9 | 32 | 48 | 59 | 154 | 247 | 247 |
| 19 | 9 | 32 | 49 | 59 | 154 | 247 | 247 |
| 20 | 9 | 32 | 52 | 59 | 155 | 247 | 247 |
| 21 | 9 | 32 | 55 | 59 | 155 | 247 | 247 |
| 22 | 9 | 32 | 57 | 60 | 154 | 247 | 247 |
| 23 | 9 | 32 | 59 | 61 | 154 | 247 | 247 |
| 24 | 9 | 32 | 62 | 63 | 153 | 246 | 246 |
| 25 | 10 | 32 | 64 | 65 | 153 | 245 | 245 |
| 26 | 10 | 32 | 67 | 67 | 152 | 245 | 245 |
| 27 | 11 | 32 | 69 | 69 | 152 | 244 | 244 |
| 28 | 11 | 32 | 71 | 71 | 151 | 244 | 244 |
| 29 | 11 | 32 | 74 | 73 | 150 | 243 | 243 |
| 30 | 12 | 32 | 76 | 75 | 150 | 243 | 243 |
3.8. Romanian leu
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 78 | 90 | 97 | 118 | 233 | 327 | 3251 |
| 2 | 77 | 89 | 96 | 117 | 232 | 358 | 2442 |
| 3 | 76 | 89 | 97 | 120 | 226 | 374 | 1855 |
| 4 | 75 | 88 | 99 | 123 | 223 | 375 | 1440 |
| 5 | 74 | 88 | 100 | 123 | 221 | 367 | 1144 |
| 6 | 74 | 89 | 100 | 125 | 219 | 353 | 929 |
| 7 | 73 | 90 | 100 | 124 | 217 | 337 | 769 |
| 8 | 71 | 89 | 100 | 125 | 215 | 319 | 647 |
| 9 | 70 | 88 | 99 | 126 | 213 | 306 | 551 |
| 10 | 69 | 87 | 99 | 126 | 212 | 305 | 474 |
| 11 | 68 | 86 | 99 | 126 | 211 | 303 | 412 |
| 12 | 67 | 85 | 98 | 125 | 209 | 302 | 360 |
| 13 | 65 | 84 | 96 | 123 | 208 | 300 | 317 |
| 14 | 64 | 82 | 95 | 122 | 206 | 299 | 299 |
| 15 | 63 | 81 | 94 | 121 | 205 | 298 | 298 |
| 16 | 62 | 80 | 92 | 119 | 204 | 297 | 297 |
| 17 | 61 | 79 | 92 | 118 | 203 | 296 | 296 |
| 18 | 60 | 78 | 91 | 118 | 202 | 295 | 295 |
| 19 | 59 | 77 | 90 | 117 | 201 | 294 | 294 |
| 20 | 58 | 77 | 89 | 116 | 200 | 293 | 293 |
| 21 | 57 | 76 | 88 | 115 | 200 | 292 | 292 |
| 22 | 56 | 75 | 87 | 114 | 199 | 291 | 291 |
| 23 | 55 | 74 | 86 | 113 | 197 | 290 | 290 |
| 24 | 54 | 72 | 85 | 112 | 196 | 289 | 289 |
| 25 | 53 | 71 | 84 | 111 | 195 | 288 | 288 |
| 26 | 52 | 70 | 83 | 110 | 194 | 287 | 287 |
| 27 | 51 | 69 | 81 | 108 | 193 | 286 | 286 |
| 28 | 50 | 68 | 80 | 107 | 192 | 285 | 285 |
| 29 | 48 | 67 | 79 | 106 | 191 | 283 | 283 |
| 30 | 47 | 66 | 79 | 105 | 190 | 282 | 282 |
3.9. Zloty
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 51 | 63 | 70 | 91 | 206 | 310 | 3197 |
| 2 | 51 | 63 | 70 | 90 | 206 | 352 | 2399 |
| 3 | 50 | 63 | 71 | 95 | 201 | 368 | 1821 |
| 4 | 50 | 64 | 74 | 98 | 198 | 368 | 1413 |
| 5 | 49 | 64 | 75 | 99 | 196 | 360 | 1123 |
| 6 | 49 | 65 | 76 | 100 | 195 | 347 | 912 |
| 7 | 50 | 66 | 77 | 101 | 194 | 331 | 755 |
| 8 | 49 | 66 | 77 | 102 | 192 | 314 | 635 |
| 9 | 48 | 66 | 77 | 104 | 191 | 297 | 541 |
| 10 | 47 | 65 | 78 | 104 | 190 | 283 | 466 |
| 11 | 47 | 65 | 77 | 104 | 189 | 282 | 405 |
| 12 | 46 | 65 | 77 | 104 | 189 | 281 | 355 |
| 13 | 45 | 64 | 76 | 103 | 188 | 280 | 312 |
| 14 | 45 | 63 | 76 | 103 | 187 | 280 | 280 |
| 15 | 44 | 63 | 75 | 102 | 187 | 279 | 279 |
| 16 | 44 | 62 | 74 | 101 | 186 | 279 | 279 |
| 17 | 43 | 62 | 74 | 101 | 185 | 278 | 278 |
| 18 | 43 | 61 | 73 | 100 | 185 | 278 | 278 |
| 19 | 42 | 61 | 73 | 100 | 185 | 277 | 277 |
| 20 | 42 | 60 | 73 | 100 | 184 | 277 | 277 |
| 21 | 42 | 60 | 73 | 99 | 184 | 277 | 277 |
| 22 | 41 | 60 | 72 | 99 | 184 | 276 | 276 |
| 23 | 41 | 59 | 71 | 98 | 183 | 276 | 276 |
| 24 | 40 | 59 | 71 | 98 | 182 | 275 | 275 |
| 25 | 39 | 58 | 70 | 97 | 182 | 274 | 274 |
| 26 | 39 | 57 | 69 | 96 | 181 | 274 | 274 |
| 27 | 38 | 56 | 70 | 96 | 180 | 273 | 273 |
| 28 | 37 | 56 | 73 | 95 | 179 | 272 | 272 |
| 29 | 36 | 55 | 75 | 94 | 179 | 271 | 271 |
| 30 | 36 | 54 | 79 | 93 | 178 | 271 | 271 |
3.10. Króna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 86 | 98 | 105 | 125 | 241 | 335 | 3409 |
| 2 | 86 | 98 | 104 | 125 | 240 | 371 | 2541 |
| 3 | 84 | 97 | 105 | 128 | 234 | 385 | 1918 |
| 4 | 83 | 96 | 106 | 131 | 231 | 383 | 1481 |
| 5 | 83 | 97 | 109 | 132 | 230 | 374 | 1173 |
| 6 | 84 | 99 | 110 | 134 | 229 | 359 | 950 |
| 7 | 85 | 101 | 112 | 136 | 229 | 342 | 784 |
| 8 | 85 | 102 | 113 | 138 | 228 | 323 | 658 |
| 9 | 85 | 103 | 115 | 141 | 228 | 321 | 560 |
| 10 | 86 | 104 | 116 | 143 | 228 | 321 | 481 |
| 11 | 85 | 104 | 116 | 143 | 228 | 321 | 417 |
| 12 | 85 | 103 | 116 | 143 | 227 | 320 | 364 |
| 13 | 84 | 102 | 115 | 142 | 226 | 319 | 321 |
| 14 | 83 | 101 | 114 | 141 | 225 | 318 | 318 |
| 15 | 82 | 100 | 113 | 140 | 224 | 317 | 317 |
| 16 | 81 | 99 | 112 | 138 | 223 | 316 | 316 |
| 17 | 80 | 98 | 111 | 137 | 222 | 315 | 315 |
| 18 | 79 | 97 | 109 | 136 | 221 | 314 | 314 |
| 19 | 78 | 96 | 108 | 135 | 220 | 313 | 313 |
| 20 | 76 | 95 | 107 | 134 | 219 | 311 | 311 |
| 21 | 75 | 94 | 106 | 133 | 218 | 310 | 310 |
| 22 | 74 | 92 | 105 | 132 | 216 | 309 | 309 |
| 23 | 72 | 91 | 103 | 130 | 215 | 307 | 307 |
| 24 | 71 | 90 | 102 | 129 | 213 | 306 | 306 |
| 25 | 69 | 88 | 100 | 127 | 212 | 304 | 304 |
| 26 | 68 | 86 | 99 | 126 | 210 | 303 | 303 |
| 27 | 66 | 85 | 97 | 124 | 209 | 301 | 301 |
| 28 | 65 | 83 | 96 | 123 | 207 | 300 | 300 |
| 29 | 63 | 82 | 94 | 121 | 206 | 298 | 298 |
| 30 | 62 | 81 | 93 | 120 | 204 | 297 | 297 |
3.11. Norwegian krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 26 | 38 | 45 | 65 | 181 | 306 | 3149 |
| 2 | 27 | 39 | 45 | 66 | 181 | 347 | 2360 |
| 3 | 26 | 39 | 47 | 70 | 176 | 362 | 1788 |
| 4 | 25 | 39 | 49 | 73 | 173 | 361 | 1385 |
| 5 | 25 | 40 | 51 | 75 | 172 | 353 | 1098 |
| 6 | 26 | 42 | 53 | 77 | 171 | 339 | 891 |
| 7 | 27 | 43 | 54 | 78 | 171 | 323 | 738 |
| 8 | 26 | 43 | 54 | 80 | 170 | 306 | 620 |
| 9 | 26 | 44 | 55 | 82 | 169 | 289 | 528 |
| 10 | 26 | 44 | 56 | 83 | 169 | 272 | 455 |
| 11 | 25 | 44 | 56 | 83 | 168 | 261 | 395 |
| 12 | 25 | 43 | 56 | 83 | 167 | 260 | 346 |
| 13 | 24 | 43 | 55 | 82 | 167 | 259 | 304 |
| 14 | 24 | 42 | 54 | 81 | 166 | 259 | 270 |
| 15 | 23 | 42 | 54 | 81 | 166 | 258 | 258 |
| 16 | 23 | 41 | 53 | 80 | 165 | 257 | 257 |
| 17 | 22 | 41 | 53 | 80 | 165 | 257 | 257 |
| 18 | 22 | 41 | 53 | 80 | 164 | 257 | 257 |
| 19 | 22 | 40 | 53 | 80 | 164 | 257 | 257 |
| 20 | 22 | 41 | 53 | 80 | 164 | 257 | 257 |
| 21 | 22 | 41 | 55 | 80 | 164 | 257 | 257 |
| 22 | 22 | 41 | 57 | 80 | 164 | 257 | 257 |
| 23 | 22 | 40 | 59 | 80 | 164 | 257 | 257 |
| 24 | 22 | 40 | 61 | 79 | 164 | 257 | 257 |
| 25 | 21 | 40 | 64 | 79 | 164 | 256 | 256 |
| 26 | 21 | 40 | 66 | 79 | 163 | 256 | 256 |
| 27 | 21 | 39 | 69 | 79 | 163 | 256 | 256 |
| 28 | 21 | 39 | 71 | 78 | 163 | 256 | 256 |
| 29 | 20 | 39 | 74 | 78 | 163 | 255 | 255 |
| 30 | 20 | 38 | 76 | 78 | 162 | 255 | 255 |
3.12. Swiss franc
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 4 | 22 | 137 | 293 | 3009 |
| 2 | 0 | 1 | 6 | 23 | 138 | 333 | 2257 |
| 3 | 1 | 1 | 8 | 28 | 134 | 348 | 1713 |
| 4 | 1 | 3 | 12 | 32 | 132 | 348 | 1328 |
| 5 | 1 | 4 | 15 | 34 | 132 | 340 | 1056 |
| 6 | 2 | 4 | 17 | 37 | 132 | 328 | 858 |
| 7 | 2 | 6 | 19 | 39 | 132 | 312 | 710 |
| 8 | 2 | 7 | 21 | 42 | 132 | 296 | 597 |
| 9 | 4 | 7 | 24 | 44 | 132 | 280 | 509 |
| 10 | 4 | 9 | 27 | 46 | 132 | 263 | 438 |
| 11 | 4 | 9 | 29 | 48 | 133 | 247 | 381 |
| 12 | 4 | 10 | 31 | 47 | 132 | 232 | 334 |
| 13 | 5 | 11 | 34 | 48 | 132 | 225 | 294 |
| 14 | 5 | 11 | 37 | 48 | 132 | 225 | 261 |
| 15 | 6 | 13 | 38 | 47 | 131 | 224 | 232 |
| 16 | 6 | 13 | 41 | 46 | 130 | 223 | 223 |
| 17 | 6 | 15 | 44 | 48 | 130 | 223 | 223 |
| 18 | 6 | 15 | 45 | 50 | 131 | 223 | 223 |
| 19 | 7 | 16 | 48 | 52 | 131 | 223 | 223 |
| 20 | 7 | 17 | 51 | 54 | 131 | 224 | 224 |
| 21 | 8 | 18 | 53 | 55 | 132 | 224 | 224 |
| 22 | 9 | 18 | 55 | 58 | 132 | 224 | 224 |
| 23 | 9 | 20 | 57 | 60 | 132 | 224 | 224 |
| 24 | 9 | 20 | 60 | 61 | 131 | 224 | 224 |
| 25 | 10 | 21 | 63 | 63 | 132 | 224 | 224 |
| 26 | 10 | 22 | 65 | 65 | 133 | 224 | 224 |
| 27 | 10 | 23 | 67 | 67 | 135 | 224 | 224 |
| 28 | 11 | 24 | 70 | 69 | 135 | 224 | 224 |
| 29 | 11 | 25 | 72 | 71 | 137 | 224 | 224 |
| 30 | 12 | 25 | 75 | 73 | 137 | 223 | 223 |
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 | 39 | 51 | 57 | 78 | 193 | 307 | 3163 |
| 2 | 39 | 51 | 57 | 78 | 194 | 348 | 2368 |
| 3 | 38 | 51 | 60 | 83 | 189 | 363 | 1796 |
| 4 | 38 | 52 | 62 | 86 | 186 | 363 | 1392 |
| 5 | 38 | 53 | 64 | 88 | 185 | 355 | 1106 |
| 6 | 39 | 55 | 66 | 90 | 184 | 342 | 899 |
| 7 | 40 | 56 | 67 | 91 | 184 | 327 | 745 |
| 8 | 39 | 56 | 67 | 93 | 183 | 310 | 626 |
| 9 | 39 | 57 | 68 | 95 | 182 | 293 | 534 |
| 10 | 39 | 57 | 69 | 96 | 181 | 275 | 460 |
| 11 | 38 | 57 | 69 | 96 | 181 | 273 | 400 |
| 12 | 38 | 56 | 69 | 95 | 180 | 273 | 350 |
| 13 | 37 | 56 | 68 | 95 | 179 | 272 | 308 |
| 14 | 37 | 55 | 67 | 94 | 179 | 272 | 273 |
| 15 | 36 | 55 | 67 | 94 | 178 | 271 | 271 |
| 16 | 35 | 54 | 66 | 93 | 178 | 270 | 270 |
| 17 | 35 | 53 | 66 | 93 | 177 | 270 | 270 |
| 18 | 34 | 53 | 65 | 92 | 177 | 269 | 269 |
| 19 | 34 | 53 | 65 | 92 | 176 | 269 | 269 |
| 20 | 34 | 52 | 65 | 92 | 176 | 269 | 269 |
| 21 | 34 | 52 | 64 | 91 | 176 | 269 | 269 |
| 22 | 33 | 52 | 64 | 91 | 175 | 268 | 268 |
| 23 | 33 | 51 | 63 | 90 | 175 | 268 | 268 |
| 24 | 32 | 50 | 63 | 90 | 174 | 267 | 267 |
| 25 | 31 | 50 | 65 | 89 | 174 | 266 | 266 |
| 26 | 30 | 49 | 68 | 88 | 173 | 265 | 265 |
| 27 | 30 | 48 | 70 | 87 | 172 | 265 | 265 |
| 28 | 29 | 47 | 73 | 87 | 171 | 264 | 264 |
| 29 | 28 | 47 | 75 | 86 | 170 | 263 | 263 |
| 30 | 27 | 46 | 77 | 85 | 170 | 262 | 262 |
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 | 11 | 23 | 30 | 50 | 166 | 298 | 3062 |
| 2 | 14 | 27 | 33 | 54 | 169 | 339 | 2300 |
| 3 | 17 | 30 | 38 | 62 | 168 | 355 | 1749 |
| 4 | 20 | 34 | 44 | 68 | 168 | 356 | 1358 |
| 5 | 22 | 37 | 48 | 71 | 169 | 348 | 1080 |
| 6 | 22 | 38 | 49 | 73 | 167 | 335 | 878 |
| 7 | 27 | 44 | 54 | 78 | 171 | 320 | 727 |
| 8 | 26 | 43 | 54 | 80 | 170 | 303 | 612 |
| 9 | 27 | 45 | 57 | 83 | 171 | 287 | 522 |
| 10 | 29 | 47 | 59 | 86 | 172 | 270 | 450 |
| 11 | 30 | 49 | 61 | 88 | 173 | 265 | 391 |
| 12 | 31 | 49 | 62 | 89 | 173 | 266 | 342 |
| 13 | 31 | 50 | 62 | 89 | 174 | 266 | 302 |
| 14 | 32 | 50 | 63 | 90 | 174 | 267 | 267 |
| 15 | 32 | 51 | 63 | 90 | 174 | 267 | 267 |
| 16 | 32 | 50 | 63 | 90 | 174 | 267 | 267 |
| 17 | 32 | 51 | 63 | 90 | 174 | 267 | 267 |
| 18 | 32 | 50 | 62 | 89 | 174 | 267 | 267 |
| 19 | 31 | 50 | 62 | 89 | 174 | 266 | 266 |
| 20 | 31 | 50 | 62 | 89 | 174 | 266 | 266 |
| 21 | 31 | 50 | 62 | 89 | 174 | 266 | 266 |
| 22 | 31 | 50 | 62 | 89 | 174 | 266 | 266 |
| 23 | 31 | 49 | 62 | 89 | 173 | 266 | 266 |
| 24 | 31 | 49 | 61 | 88 | 173 | 266 | 266 |
| 25 | 30 | 49 | 64 | 88 | 172 | 265 | 265 |
| 26 | 30 | 48 | 66 | 87 | 172 | 265 | 265 |
| 27 | 29 | 48 | 69 | 87 | 171 | 264 | 264 |
| 28 | 29 | 47 | 71 | 86 | 171 | 264 | 264 |
| 29 | 28 | 47 | 74 | 86 | 170 | 263 | 263 |
| 30 | 28 | 46 | 76 | 85 | 170 | 263 | 263 |
3.15. Canadian dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 14 | 26 | 32 | 53 | 168 | 307 | 3164 |
| 2 | 15 | 27 | 33 | 54 | 169 | 348 | 2367 |
| 3 | 15 | 28 | 36 | 60 | 165 | 362 | 1790 |
| 4 | 15 | 29 | 39 | 64 | 163 | 361 | 1385 |
| 5 | 16 | 31 | 42 | 66 | 163 | 352 | 1098 |
| 6 | 18 | 34 | 45 | 69 | 163 | 339 | 891 |
| 7 | 19 | 36 | 46 | 71 | 163 | 323 | 738 |
| 8 | 19 | 37 | 48 | 73 | 163 | 306 | 620 |
| 9 | 20 | 38 | 49 | 76 | 163 | 289 | 528 |
| 10 | 20 | 39 | 51 | 78 | 163 | 272 | 455 |
| 11 | 21 | 39 | 51 | 78 | 163 | 256 | 395 |
| 12 | 21 | 39 | 52 | 79 | 163 | 256 | 346 |
| 13 | 21 | 39 | 52 | 79 | 163 | 256 | 304 |
| 14 | 21 | 39 | 52 | 79 | 163 | 256 | 270 |
| 15 | 21 | 39 | 52 | 79 | 163 | 256 | 256 |
| 16 | 21 | 39 | 52 | 79 | 163 | 256 | 256 |
| 17 | 21 | 39 | 52 | 79 | 163 | 256 | 256 |
| 18 | 21 | 39 | 52 | 79 | 163 | 256 | 256 |
| 19 | 21 | 39 | 52 | 79 | 163 | 256 | 256 |
| 20 | 21 | 39 | 52 | 79 | 163 | 256 | 256 |
| 21 | 21 | 39 | 55 | 79 | 163 | 256 | 256 |
| 22 | 20 | 39 | 56 | 78 | 163 | 255 | 255 |
| 23 | 20 | 39 | 59 | 78 | 162 | 255 | 255 |
| 24 | 20 | 38 | 61 | 77 | 162 | 255 | 255 |
| 25 | 19 | 38 | 64 | 77 | 161 | 254 | 254 |
| 26 | 19 | 37 | 66 | 76 | 161 | 254 | 254 |
| 27 | 18 | 37 | 69 | 76 | 161 | 253 | 253 |
| 28 | 18 | 36 | 71 | 76 | 160 | 253 | 253 |
| 29 | 17 | 36 | 74 | 75 | 160 | 252 | 252 |
| 30 | 17 | 35 | 76 | 75 | 159 | 252 | 252 |
3.16. Chilean peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 48 | 60 | 67 | 88 | 203 | 315 | 3258 |
| 2 | 50 | 62 | 69 | 89 | 205 | 357 | 2434 |
| 3 | 52 | 65 | 73 | 97 | 202 | 372 | 1843 |
| 4 | 53 | 67 | 77 | 101 | 201 | 371 | 1428 |
| 5 | 55 | 69 | 81 | 104 | 202 | 363 | 1134 |
| 6 | 57 | 73 | 84 | 108 | 202 | 349 | 921 |
| 7 | 58 | 75 | 85 | 110 | 202 | 333 | 762 |
| 8 | 58 | 76 | 86 | 112 | 202 | 316 | 641 |
| 9 | 59 | 76 | 88 | 114 | 202 | 298 | 546 |
| 10 | 59 | 77 | 89 | 116 | 202 | 294 | 470 |
| 11 | 59 | 77 | 90 | 117 | 202 | 294 | 408 |
| 12 | 58 | 77 | 89 | 116 | 201 | 294 | 357 |
| 13 | 58 | 76 | 89 | 116 | 200 | 293 | 314 |
| 14 | 57 | 76 | 88 | 115 | 200 | 292 | 292 |
| 15 | 56 | 75 | 87 | 114 | 199 | 291 | 291 |
| 16 | 56 | 74 | 87 | 114 | 198 | 291 | 291 |
| 17 | 55 | 74 | 86 | 113 | 198 | 290 | 290 |
| 18 | 55 | 73 | 85 | 112 | 197 | 290 | 290 |
| 19 | 54 | 73 | 85 | 112 | 196 | 289 | 289 |
| 20 | 53 | 72 | 84 | 111 | 196 | 288 | 288 |
| 21 | 53 | 71 | 84 | 111 | 195 | 288 | 288 |
| 22 | 52 | 71 | 83 | 110 | 194 | 287 | 287 |
| 23 | 51 | 70 | 82 | 109 | 193 | 286 | 286 |
| 24 | 50 | 69 | 81 | 108 | 193 | 285 | 285 |
| 25 | 49 | 68 | 80 | 107 | 192 | 284 | 284 |
| 26 | 48 | 67 | 79 | 106 | 191 | 283 | 283 |
| 27 | 47 | 66 | 78 | 105 | 190 | 282 | 282 |
| 28 | 47 | 65 | 77 | 104 | 189 | 282 | 282 |
| 29 | 46 | 64 | 76 | 103 | 188 | 281 | 281 |
| 30 | 45 | 63 | 79 | 103 | 187 | 280 | 280 |
3.17. Colombian peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 79 | 91 | 98 | 119 | 234 | 329 | 3414 |
| 2 | 84 | 97 | 103 | 124 | 239 | 375 | 2567 |
| 3 | 86 | 99 | 107 | 130 | 236 | 392 | 1952 |
| 4 | 86 | 100 | 110 | 135 | 234 | 393 | 1516 |
| 5 | 90 | 104 | 116 | 139 | 237 | 385 | 1205 |
| 6 | 92 | 108 | 119 | 143 | 238 | 371 | 979 |
| 7 | 95 | 111 | 122 | 146 | 238 | 354 | 811 |
| 8 | 96 | 113 | 124 | 149 | 240 | 337 | 683 |
| 9 | 97 | 115 | 127 | 153 | 241 | 333 | 582 |
| 10 | 98 | 116 | 128 | 155 | 241 | 333 | 501 |
| 11 | 98 | 116 | 129 | 156 | 241 | 333 | 435 |
| 12 | 97 | 116 | 128 | 155 | 240 | 332 | 381 |
| 13 | 96 | 115 | 127 | 154 | 239 | 331 | 335 |
| 14 | 95 | 113 | 126 | 153 | 237 | 330 | 330 |
| 15 | 93 | 112 | 124 | 151 | 236 | 328 | 328 |
| 16 | 92 | 111 | 123 | 150 | 234 | 327 | 327 |
| 17 | 91 | 109 | 122 | 149 | 233 | 326 | 326 |
| 18 | 89 | 108 | 120 | 147 | 232 | 324 | 324 |
| 19 | 88 | 107 | 119 | 146 | 230 | 323 | 323 |
| 20 | 87 | 105 | 117 | 144 | 229 | 322 | 322 |
| 21 | 85 | 104 | 116 | 143 | 227 | 320 | 320 |
| 22 | 83 | 102 | 114 | 141 | 226 | 318 | 318 |
| 23 | 82 | 100 | 113 | 140 | 224 | 317 | 317 |
| 24 | 80 | 99 | 111 | 138 | 222 | 315 | 315 |
| 25 | 78 | 97 | 109 | 136 | 221 | 313 | 313 |
| 26 | 77 | 95 | 107 | 134 | 219 | 312 | 312 |
| 27 | 75 | 93 | 106 | 133 | 217 | 310 | 310 |
| 28 | 73 | 92 | 104 | 131 | 216 | 308 | 308 |
| 29 | 72 | 90 | 102 | 129 | 214 | 307 | 307 |
| 30 | 70 | 88 | 101 | 128 | 212 | 305 | 305 |
3.18. Hong Kong dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 8 | 20 | 26 | 47 | 162 | 307 | 3164 |
| 2 | 10 | 22 | 29 | 50 | 165 | 347 | 2360 |
| 3 | 12 | 25 | 33 | 57 | 162 | 361 | 1786 |
| 4 | 14 | 27 | 37 | 62 | 162 | 361 | 1384 |
| 5 | 16 | 30 | 42 | 65 | 163 | 352 | 1099 |
| 6 | 18 | 33 | 44 | 68 | 163 | 339 | 892 |
| 7 | 19 | 36 | 46 | 71 | 163 | 324 | 738 |
| 8 | 19 | 37 | 48 | 73 | 163 | 307 | 621 |
| 9 | 20 | 38 | 49 | 76 | 163 | 289 | 529 |
| 10 | 20 | 38 | 51 | 77 | 163 | 272 | 455 |
| 11 | 20 | 39 | 51 | 78 | 163 | 256 | 395 |
| 12 | 20 | 39 | 51 | 78 | 163 | 255 | 346 |
| 13 | 20 | 38 | 51 | 77 | 162 | 255 | 305 |
| 14 | 19 | 38 | 50 | 77 | 161 | 254 | 270 |
| 15 | 19 | 37 | 49 | 76 | 161 | 254 | 254 |
| 16 | 18 | 36 | 49 | 76 | 160 | 253 | 253 |
| 17 | 18 | 36 | 48 | 75 | 160 | 253 | 253 |
| 18 | 17 | 36 | 48 | 75 | 160 | 252 | 252 |
| 19 | 17 | 36 | 50 | 75 | 160 | 252 | 252 |
| 20 | 18 | 36 | 52 | 75 | 160 | 253 | 253 |
| 21 | 18 | 36 | 55 | 75 | 160 | 253 | 253 |
| 22 | 18 | 36 | 57 | 75 | 160 | 253 | 253 |
| 23 | 18 | 36 | 59 | 75 | 160 | 253 | 253 |
| 24 | 17 | 36 | 62 | 75 | 160 | 252 | 252 |
| 25 | 17 | 36 | 64 | 75 | 160 | 252 | 252 |
| 26 | 17 | 36 | 67 | 75 | 159 | 252 | 252 |
| 27 | 17 | 35 | 69 | 75 | 159 | 252 | 252 |
| 28 | 17 | 35 | 71 | 74 | 159 | 252 | 252 |
| 29 | 16 | 35 | 74 | 74 | 159 | 251 | 251 |
| 30 | 16 | 35 | 77 | 75 | 159 | 251 | 251 |
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 | 89 | 101 | 107 | 128 | 244 | 338 | 3307 |
| 2 | 90 | 102 | 109 | 129 | 245 | 364 | 2485 |
| 3 | 90 | 103 | 112 | 135 | 241 | 380 | 1888 |
| 4 | 91 | 105 | 115 | 139 | 239 | 381 | 1465 |
| 5 | 92 | 107 | 118 | 142 | 239 | 372 | 1164 |
| 6 | 93 | 109 | 120 | 144 | 239 | 359 | 945 |
| 7 | 95 | 111 | 122 | 146 | 239 | 342 | 782 |
| 8 | 95 | 112 | 123 | 148 | 239 | 331 | 658 |
| 9 | 94 | 112 | 124 | 150 | 238 | 330 | 560 |
| 10 | 94 | 112 | 124 | 151 | 237 | 329 | 483 |
| 11 | 92 | 111 | 123 | 150 | 235 | 328 | 419 |
| 12 | 91 | 109 | 122 | 149 | 233 | 326 | 367 |
| 13 | 89 | 108 | 120 | 147 | 232 | 324 | 324 |
| 14 | 88 | 106 | 119 | 145 | 230 | 323 | 323 |
| 15 | 86 | 105 | 117 | 144 | 228 | 321 | 321 |
| 16 | 84 | 103 | 115 | 142 | 227 | 319 | 319 |
| 17 | 83 | 101 | 114 | 141 | 225 | 318 | 318 |
| 18 | 82 | 100 | 112 | 139 | 224 | 317 | 317 |
| 19 | 80 | 99 | 111 | 138 | 223 | 315 | 315 |
| 20 | 79 | 98 | 110 | 137 | 222 | 314 | 314 |
| 21 | 78 | 97 | 109 | 136 | 221 | 313 | 313 |
| 22 | 77 | 96 | 108 | 135 | 219 | 312 | 312 |
| 23 | 76 | 94 | 107 | 134 | 218 | 311 | 311 |
| 24 | 75 | 93 | 106 | 132 | 217 | 310 | 310 |
| 25 | 73 | 92 | 104 | 131 | 216 | 308 | 308 |
| 26 | 72 | 91 | 103 | 130 | 215 | 307 | 307 |
| 27 | 71 | 90 | 102 | 129 | 213 | 306 | 306 |
| 28 | 70 | 88 | 101 | 128 | 212 | 305 | 305 |
| 29 | 69 | 87 | 100 | 127 | 211 | 304 | 304 |
| 30 | 68 | 86 | 99 | 125 | 210 | 303 | 303 |
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 | 298 | 310 | 316 | 337 | 452 | 547 | 3519 |
| 2 | 84 | 96 | 103 | 123 | 239 | 380 | 2611 |
| 3 | 85 | 98 | 107 | 130 | 236 | 394 | 1968 |
| 4 | 87 | 101 | 111 | 135 | 235 | 392 | 1520 |
| 5 | 89 | 104 | 115 | 138 | 236 | 382 | 1204 |
| 6 | 91 | 107 | 118 | 142 | 237 | 368 | 976 |
| 7 | 93 | 110 | 120 | 144 | 237 | 351 | 807 |
| 8 | 94 | 111 | 122 | 147 | 238 | 332 | 678 |
| 9 | 95 | 112 | 124 | 150 | 238 | 330 | 577 |
| 10 | 95 | 113 | 125 | 152 | 238 | 330 | 497 |
| 11 | 95 | 113 | 126 | 153 | 238 | 330 | 431 |
| 12 | 95 | 114 | 126 | 153 | 238 | 330 | 377 |
| 13 | 95 | 114 | 126 | 153 | 238 | 330 | 331 |
| 14 | 96 | 114 | 127 | 154 | 238 | 331 | 331 |
| 15 | 96 | 115 | 127 | 154 | 239 | 331 | 331 |
| 16 | 97 | 116 | 128 | 155 | 240 | 332 | 332 |
| 17 | 98 | 117 | 129 | 156 | 240 | 333 | 333 |
| 18 | 99 | 117 | 130 | 157 | 241 | 334 | 334 |
| 19 | 100 | 118 | 130 | 157 | 242 | 335 | 335 |
| 20 | 100 | 118 | 131 | 158 | 242 | 335 | 335 |
| 21 | 100 | 118 | 131 | 158 | 242 | 335 | 335 |
| 22 | 99 | 118 | 130 | 157 | 242 | 334 | 334 |
| 23 | 99 | 117 | 129 | 156 | 241 | 334 | 334 |
| 24 | 98 | 116 | 128 | 155 | 240 | 333 | 333 |
| 25 | 96 | 115 | 127 | 154 | 239 | 331 | 331 |
| 26 | 95 | 114 | 126 | 153 | 238 | 330 | 330 |
| 27 | 94 | 112 | 125 | 152 | 236 | 329 | 329 |
| 28 | 92 | 111 | 123 | 150 | 235 | 327 | 327 |
| 29 | 91 | 109 | 122 | 149 | 233 | 326 | 326 |
| 30 | 89 | 108 | 120 | 147 | 232 | 324 | 324 |
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 | 5 | 12 | 32 | 148 | 292 | 2997 |
| 2 | 0 | 5 | 11 | 32 | 148 | 332 | 2249 |
| 3 | 1 | 5 | 14 | 37 | 143 | 347 | 1708 |
| 4 | 1 | 6 | 16 | 40 | 140 | 348 | 1326 |
| 5 | 1 | 7 | 18 | 42 | 139 | 340 | 1054 |
| 6 | 2 | 9 | 20 | 44 | 139 | 327 | 856 |
| 7 | 2 | 11 | 21 | 45 | 138 | 312 | 709 |
| 8 | 2 | 11 | 22 | 47 | 137 | 296 | 596 |
| 9 | 4 | 11 | 24 | 49 | 136 | 279 | 508 |
| 10 | 4 | 11 | 27 | 50 | 136 | 263 | 438 |
| 11 | 4 | 12 | 29 | 51 | 136 | 247 | 380 |
| 12 | 4 | 12 | 31 | 51 | 136 | 232 | 333 |
| 13 | 5 | 12 | 34 | 51 | 136 | 229 | 294 |
| 14 | 5 | 12 | 37 | 52 | 136 | 229 | 260 |
| 15 | 6 | 13 | 38 | 52 | 137 | 229 | 232 |
| 16 | 6 | 13 | 41 | 52 | 137 | 229 | 229 |
| 17 | 6 | 15 | 44 | 53 | 137 | 230 | 230 |
| 18 | 6 | 15 | 45 | 53 | 138 | 231 | 231 |
| 19 | 7 | 16 | 48 | 54 | 139 | 231 | 231 |
| 20 | 7 | 17 | 51 | 55 | 140 | 232 | 232 |
| 21 | 8 | 18 | 53 | 56 | 141 | 233 | 233 |
| 22 | 9 | 18 | 55 | 58 | 141 | 234 | 234 |
| 23 | 9 | 20 | 58 | 60 | 142 | 234 | 234 |
| 24 | 9 | 20 | 60 | 61 | 142 | 235 | 235 |
| 25 | 10 | 22 | 63 | 63 | 143 | 235 | 235 |
| 26 | 10 | 22 | 65 | 65 | 143 | 236 | 236 |
| 27 | 10 | 23 | 68 | 67 | 143 | 236 | 236 |
| 28 | 11 | 24 | 70 | 69 | 143 | 236 | 236 |
| 29 | 11 | 25 | 72 | 71 | 144 | 236 | 236 |
| 30 | 12 | 26 | 75 | 73 | 144 | 236 | 236 |
3.22. New Zealand dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 45 | 58 | 64 | 85 | 200 | 311 | 3211 |
| 2 | 46 | 58 | 65 | 86 | 201 | 351 | 2393 |
| 3 | 46 | 59 | 67 | 90 | 196 | 365 | 1811 |
| 4 | 45 | 59 | 69 | 94 | 193 | 365 | 1402 |
| 5 | 46 | 60 | 72 | 95 | 192 | 356 | 1113 |
| 6 | 47 | 62 | 73 | 98 | 192 | 343 | 903 |
| 7 | 47 | 64 | 74 | 98 | 191 | 327 | 747 |
| 8 | 47 | 64 | 75 | 100 | 190 | 310 | 628 |
| 9 | 47 | 64 | 76 | 102 | 190 | 293 | 535 |
| 10 | 46 | 64 | 76 | 103 | 189 | 281 | 461 |
| 11 | 45 | 63 | 76 | 103 | 187 | 280 | 401 |
| 12 | 44 | 62 | 75 | 102 | 186 | 279 | 351 |
| 13 | 42 | 61 | 73 | 100 | 185 | 277 | 309 |
| 14 | 41 | 60 | 72 | 99 | 184 | 276 | 276 |
| 15 | 40 | 59 | 71 | 98 | 183 | 275 | 275 |
| 16 | 39 | 57 | 70 | 97 | 181 | 274 | 274 |
| 17 | 38 | 57 | 69 | 96 | 180 | 273 | 273 |
| 18 | 37 | 56 | 68 | 95 | 180 | 272 | 272 |
| 19 | 37 | 55 | 67 | 94 | 179 | 272 | 272 |
| 20 | 36 | 55 | 67 | 94 | 178 | 271 | 271 |
| 21 | 36 | 54 | 66 | 93 | 178 | 271 | 271 |
| 22 | 35 | 54 | 66 | 93 | 177 | 270 | 270 |
| 23 | 34 | 53 | 65 | 92 | 177 | 269 | 269 |
| 24 | 34 | 52 | 65 | 92 | 176 | 269 | 269 |
| 25 | 33 | 52 | 65 | 91 | 175 | 268 | 268 |
| 26 | 32 | 51 | 68 | 90 | 175 | 267 | 267 |
| 27 | 32 | 50 | 70 | 89 | 174 | 267 | 267 |
| 28 | 31 | 50 | 73 | 89 | 173 | 266 | 266 |
| 29 | 30 | 49 | 75 | 88 | 173 | 265 | 265 |
| 30 | 30 | 48 | 77 | 88 | 172 | 265 | 265 |
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 | 108 | 120 | 127 | 147 | 263 | 357 | 3364 |
| 2 | 109 | 122 | 128 | 149 | 264 | 368 | 2519 |
| 3 | 111 | 124 | 132 | 156 | 262 | 385 | 1913 |
| 4 | 113 | 126 | 137 | 161 | 261 | 386 | 1486 |
| 5 | 115 | 129 | 141 | 164 | 262 | 378 | 1183 |
| 6 | 117 | 133 | 144 | 168 | 262 | 365 | 963 |
| 7 | 119 | 135 | 146 | 170 | 263 | 355 | 800 |
| 8 | 119 | 136 | 147 | 173 | 263 | 355 | 674 |
| 9 | 119 | 137 | 149 | 175 | 263 | 355 | 576 |
| 10 | 119 | 138 | 150 | 177 | 262 | 355 | 497 |
| 11 | 119 | 137 | 150 | 177 | 262 | 354 | 432 |
| 12 | 118 | 137 | 149 | 176 | 260 | 353 | 379 |
| 13 | 117 | 135 | 148 | 175 | 259 | 352 | 352 |
| 14 | 115 | 134 | 146 | 173 | 258 | 350 | 350 |
| 15 | 114 | 132 | 144 | 171 | 256 | 349 | 349 |
| 16 | 111 | 130 | 142 | 169 | 254 | 346 | 346 |
| 17 | 110 | 128 | 141 | 167 | 252 | 345 | 345 |
| 18 | 108 | 126 | 139 | 166 | 250 | 343 | 343 |
| 19 | 106 | 125 | 137 | 164 | 248 | 341 | 341 |
| 20 | 104 | 123 | 135 | 162 | 247 | 339 | 339 |
| 21 | 103 | 121 | 134 | 161 | 245 | 338 | 338 |
| 22 | 101 | 119 | 132 | 159 | 243 | 336 | 336 |
| 23 | 99 | 118 | 130 | 157 | 241 | 334 | 334 |
| 24 | 97 | 116 | 128 | 155 | 240 | 332 | 332 |
| 25 | 95 | 114 | 126 | 153 | 238 | 330 | 330 |
| 26 | 93 | 112 | 124 | 151 | 236 | 328 | 328 |
| 27 | 92 | 110 | 122 | 149 | 234 | 327 | 327 |
| 28 | 90 | 108 | 121 | 148 | 232 | 325 | 325 |
| 29 | 88 | 107 | 119 | 146 | 231 | 323 | 323 |
| 30 | 86 | 105 | 117 | 144 | 229 | 321 | 321 |
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 | 173 | 180 | 201 | 316 | 410 | 3462 |
| 2 | 169 | 182 | 188 | 209 | 324 | 418 | 2593 |
| 3 | 174 | 187 | 195 | 218 | 324 | 418 | 1970 |
| 4 | 176 | 190 | 200 | 224 | 324 | 417 | 1530 |
| 5 | 177 | 192 | 203 | 227 | 324 | 417 | 1217 |
| 6 | 178 | 194 | 205 | 229 | 324 | 416 | 989 |
| 7 | 179 | 196 | 206 | 230 | 323 | 415 | 819 |
| 8 | 178 | 195 | 206 | 232 | 322 | 414 | 689 |
| 9 | 178 | 195 | 207 | 233 | 321 | 414 | 587 |
| 10 | 177 | 195 | 208 | 234 | 320 | 413 | 505 |
| 11 | 176 | 194 | 207 | 234 | 318 | 411 | 439 |
| 12 | 174 | 192 | 205 | 232 | 316 | 409 | 409 |
| 13 | 171 | 190 | 202 | 229 | 314 | 406 | 406 |
| 14 | 168 | 187 | 199 | 226 | 311 | 403 | 403 |
| 15 | 166 | 184 | 196 | 223 | 308 | 401 | 401 |
| 16 | 163 | 181 | 194 | 220 | 305 | 398 | 398 |
| 17 | 160 | 178 | 191 | 218 | 302 | 395 | 395 |
| 18 | 157 | 175 | 188 | 215 | 299 | 392 | 392 |
| 19 | 154 | 173 | 185 | 212 | 296 | 389 | 389 |
| 20 | 151 | 170 | 182 | 209 | 294 | 386 | 386 |
| 21 | 148 | 167 | 179 | 206 | 291 | 383 | 383 |
| 22 | 145 | 164 | 176 | 203 | 288 | 380 | 380 |
| 23 | 142 | 161 | 173 | 200 | 285 | 377 | 377 |
| 24 | 139 | 158 | 170 | 197 | 281 | 374 | 374 |
| 25 | 136 | 155 | 167 | 194 | 278 | 371 | 371 |
| 26 | 133 | 152 | 164 | 191 | 275 | 368 | 368 |
| 27 | 130 | 149 | 161 | 188 | 273 | 365 | 365 |
| 28 | 127 | 146 | 158 | 185 | 270 | 362 | 362 |
| 29 | 125 | 143 | 155 | 182 | 267 | 360 | 360 |
| 30 | 122 | 140 | 153 | 180 | 264 | 357 | 357 |
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 | 25 | 37 | 44 | 65 | 180 | 296 | 3045 |
| 2 | 26 | 38 | 45 | 66 | 181 | 337 | 2286 |
| 3 | 26 | 39 | 48 | 71 | 177 | 353 | 1738 |
| 4 | 27 | 40 | 50 | 75 | 175 | 354 | 1350 |
| 5 | 27 | 42 | 53 | 77 | 174 | 346 | 1074 |
| 6 | 28 | 44 | 55 | 79 | 174 | 334 | 873 |
| 7 | 29 | 46 | 56 | 81 | 173 | 318 | 723 |
| 8 | 29 | 46 | 57 | 82 | 172 | 302 | 609 |
| 9 | 28 | 46 | 58 | 84 | 172 | 285 | 519 |
| 10 | 28 | 46 | 59 | 85 | 171 | 268 | 447 |
| 11 | 28 | 46 | 59 | 86 | 170 | 263 | 389 |
| 12 | 27 | 46 | 58 | 85 | 170 | 262 | 340 |
| 13 | 27 | 46 | 58 | 85 | 169 | 262 | 300 |
| 14 | 27 | 45 | 58 | 84 | 169 | 262 | 266 |
| 15 | 26 | 45 | 57 | 84 | 169 | 261 | 261 |
| 16 | 26 | 45 | 57 | 84 | 169 | 261 | 261 |
| 17 | 27 | 45 | 57 | 84 | 169 | 262 | 262 |
| 18 | 27 | 45 | 58 | 84 | 169 | 262 | 262 |
| 19 | 27 | 45 | 58 | 85 | 169 | 262 | 262 |
| 20 | 27 | 46 | 58 | 85 | 169 | 262 | 262 |
| 21 | 27 | 46 | 58 | 85 | 169 | 262 | 262 |
| 22 | 27 | 45 | 58 | 85 | 169 | 262 | 262 |
| 23 | 27 | 45 | 59 | 85 | 169 | 262 | 262 |
| 24 | 27 | 45 | 61 | 84 | 169 | 262 | 262 |
| 25 | 26 | 45 | 64 | 84 | 169 | 261 | 261 |
| 26 | 26 | 45 | 66 | 84 | 168 | 261 | 261 |
| 27 | 26 | 44 | 69 | 83 | 168 | 261 | 261 |
| 28 | 25 | 44 | 71 | 83 | 168 | 260 | 260 |
| 29 | 25 | 44 | 74 | 83 | 167 | 260 | 260 |
| 30 | 25 | 43 | 76 | 82 | 167 | 260 | 260 |
3.26. Ringgit
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 24 | 36 | 42 | 63 | 178 | 302 | 3109 |
| 2 | 26 | 38 | 44 | 65 | 180 | 344 | 2338 |
| 3 | 27 | 40 | 48 | 72 | 178 | 360 | 1778 |
| 4 | 29 | 42 | 52 | 77 | 177 | 361 | 1381 |
| 5 | 31 | 45 | 57 | 80 | 177 | 353 | 1098 |
| 6 | 32 | 48 | 59 | 83 | 178 | 340 | 892 |
| 7 | 34 | 51 | 62 | 86 | 178 | 325 | 739 |
| 8 | 35 | 52 | 63 | 88 | 178 | 308 | 622 |
| 9 | 35 | 53 | 65 | 91 | 179 | 291 | 530 |
| 10 | 36 | 54 | 67 | 93 | 179 | 274 | 456 |
| 11 | 37 | 55 | 68 | 95 | 179 | 272 | 397 |
| 12 | 37 | 56 | 68 | 95 | 180 | 272 | 347 |
| 13 | 37 | 56 | 68 | 95 | 180 | 272 | 306 |
| 14 | 37 | 56 | 68 | 95 | 180 | 272 | 272 |
| 15 | 37 | 56 | 68 | 95 | 180 | 272 | 272 |
| 16 | 37 | 56 | 68 | 95 | 179 | 272 | 272 |
| 17 | 37 | 56 | 68 | 95 | 180 | 272 | 272 |
| 18 | 37 | 56 | 68 | 95 | 180 | 272 | 272 |
| 19 | 38 | 56 | 68 | 95 | 180 | 273 | 273 |
| 20 | 38 | 56 | 69 | 96 | 180 | 273 | 273 |
| 21 | 38 | 57 | 69 | 96 | 180 | 273 | 273 |
| 22 | 38 | 56 | 69 | 96 | 180 | 273 | 273 |
| 23 | 38 | 56 | 69 | 95 | 180 | 273 | 273 |
| 24 | 37 | 56 | 68 | 95 | 180 | 272 | 272 |
| 25 | 37 | 55 | 68 | 95 | 179 | 272 | 272 |
| 26 | 36 | 55 | 68 | 94 | 179 | 271 | 271 |
| 27 | 36 | 54 | 70 | 94 | 178 | 271 | 271 |
| 28 | 35 | 54 | 73 | 93 | 177 | 270 | 270 |
| 29 | 35 | 53 | 75 | 92 | 177 | 270 | 270 |
| 30 | 34 | 52 | 77 | 92 | 176 | 269 | 269 |
3.27. Russian rouble
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 123 | 135 | 142 | 162 | 278 | 372 | 3712 |
| 2 | 121 | 133 | 140 | 161 | 276 | 400 | 2766 |
| 3 | 120 | 133 | 141 | 165 | 271 | 415 | 2087 |
| 4 | 120 | 134 | 144 | 168 | 268 | 414 | 1611 |
| 5 | 120 | 135 | 146 | 170 | 267 | 403 | 1274 |
| 6 | 121 | 136 | 147 | 172 | 266 | 387 | 1032 |
| 7 | 121 | 138 | 148 | 173 | 265 | 369 | 852 |
| 8 | 121 | 138 | 149 | 174 | 265 | 357 | 715 |
| 9 | 120 | 138 | 150 | 176 | 264 | 356 | 609 |
| 10 | 120 | 138 | 151 | 177 | 263 | 356 | 524 |
| 11 | 120 | 138 | 151 | 178 | 262 | 355 | 455 |
| 12 | 119 | 137 | 150 | 177 | 261 | 354 | 398 |
| 13 | 118 | 136 | 149 | 176 | 260 | 353 | 353 |
| 14 | 117 | 135 | 147 | 174 | 259 | 352 | 352 |
| 15 | 115 | 133 | 146 | 172 | 257 | 350 | 350 |
| 16 | 113 | 131 | 144 | 171 | 255 | 348 | 348 |
| 17 | 110 | 129 | 141 | 168 | 253 | 345 | 345 |
| 18 | 108 | 127 | 139 | 166 | 251 | 343 | 343 |
| 19 | 106 | 125 | 137 | 164 | 249 | 341 | 341 |
| 20 | 104 | 123 | 135 | 162 | 247 | 339 | 339 |
| 21 | 102 | 121 | 133 | 160 | 244 | 337 | 337 |
| 22 | 100 | 118 | 131 | 158 | 242 | 335 | 335 |
| 23 | 98 | 116 | 129 | 155 | 240 | 333 | 333 |
| 24 | 95 | 114 | 126 | 153 | 238 | 330 | 330 |
| 25 | 93 | 112 | 124 | 151 | 236 | 328 | 328 |
| 26 | 91 | 110 | 122 | 149 | 233 | 326 | 326 |
| 27 | 89 | 107 | 120 | 147 | 231 | 324 | 324 |
| 28 | 87 | 105 | 118 | 145 | 229 | 322 | 322 |
| 29 | 85 | 103 | 116 | 143 | 227 | 320 | 320 |
| 30 | 83 | 101 | 114 | 141 | 225 | 318 | 318 |
3.28. Singapore dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 9 | 15 | 36 | 151 | 302 | 3110 |
| 2 | 0 | 10 | 17 | 38 | 153 | 342 | 2324 |
| 3 | 1 | 12 | 21 | 44 | 150 | 357 | 1761 |
| 4 | 1 | 14 | 25 | 49 | 149 | 357 | 1365 |
| 5 | 2 | 17 | 28 | 52 | 149 | 348 | 1084 |
| 6 | 4 | 20 | 31 | 55 | 150 | 335 | 881 |
| 7 | 6 | 23 | 33 | 57 | 150 | 320 | 729 |
| 8 | 6 | 24 | 35 | 60 | 150 | 303 | 613 |
| 9 | 7 | 24 | 36 | 62 | 150 | 286 | 522 |
| 10 | 7 | 25 | 37 | 64 | 150 | 269 | 450 |
| 11 | 7 | 25 | 38 | 65 | 149 | 253 | 391 |
| 12 | 7 | 25 | 38 | 65 | 149 | 242 | 342 |
| 13 | 6 | 25 | 37 | 64 | 149 | 241 | 301 |
| 14 | 6 | 25 | 37 | 64 | 149 | 241 | 267 |
| 15 | 6 | 25 | 40 | 64 | 148 | 241 | 241 |
| 16 | 6 | 24 | 42 | 64 | 148 | 241 | 241 |
| 17 | 6 | 24 | 44 | 64 | 148 | 241 | 241 |
| 18 | 6 | 24 | 47 | 64 | 148 | 241 | 241 |
| 19 | 7 | 25 | 49 | 64 | 149 | 241 | 241 |
| 20 | 8 | 25 | 52 | 64 | 149 | 242 | 242 |
| 21 | 8 | 26 | 54 | 65 | 149 | 242 | 242 |
| 22 | 9 | 26 | 56 | 65 | 150 | 242 | 242 |
| 23 | 9 | 26 | 59 | 65 | 150 | 243 | 243 |
| 24 | 9 | 26 | 61 | 65 | 150 | 243 | 243 |
| 25 | 10 | 26 | 64 | 66 | 150 | 243 | 243 |
| 26 | 10 | 26 | 66 | 67 | 150 | 243 | 243 |
| 27 | 11 | 26 | 69 | 68 | 150 | 243 | 243 |
| 28 | 11 | 26 | 71 | 70 | 150 | 243 | 243 |
| 29 | 11 | 26 | 74 | 72 | 150 | 243 | 243 |
| 30 | 12 | 26 | 76 | 73 | 150 | 243 | 243 |
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 | 30 | 42 | 48 | 69 | 184 | 303 | 3123 |
| 2 | 30 | 42 | 49 | 69 | 185 | 344 | 2336 |
| 3 | 29 | 42 | 50 | 74 | 179 | 358 | 1770 |
| 4 | 28 | 42 | 52 | 76 | 176 | 359 | 1373 |
| 5 | 28 | 43 | 54 | 78 | 175 | 350 | 1090 |
| 6 | 31 | 46 | 57 | 82 | 176 | 337 | 885 |
| 7 | 29 | 46 | 56 | 80 | 173 | 321 | 733 |
| 8 | 32 | 50 | 60 | 86 | 176 | 305 | 616 |
| 9 | 32 | 50 | 61 | 87 | 175 | 288 | 525 |
| 10 | 27 | 45 | 58 | 84 | 170 | 271 | 452 |
| 11 | 23 | 42 | 54 | 81 | 166 | 259 | 393 |
| 12 | 20 | 39 | 51 | 78 | 163 | 256 | 344 |
| 13 | 18 | 37 | 49 | 76 | 161 | 253 | 303 |
| 14 | 17 | 35 | 47 | 74 | 159 | 252 | 268 |
| 15 | 15 | 34 | 46 | 73 | 158 | 250 | 250 |
| 16 | 14 | 32 | 45 | 72 | 156 | 249 | 249 |
| 17 | 13 | 32 | 45 | 71 | 155 | 248 | 248 |
| 18 | 12 | 31 | 47 | 70 | 155 | 247 | 247 |
| 19 | 12 | 31 | 49 | 70 | 155 | 247 | 247 |
| 20 | 12 | 31 | 52 | 70 | 155 | 247 | 247 |
| 21 | 12 | 31 | 55 | 70 | 155 | 247 | 247 |
| 22 | 12 | 31 | 56 | 70 | 154 | 247 | 247 |
| 23 | 12 | 31 | 59 | 70 | 154 | 247 | 247 |
| 24 | 12 | 30 | 61 | 70 | 154 | 247 | 247 |
| 25 | 12 | 30 | 64 | 70 | 154 | 247 | 247 |
| 26 | 12 | 30 | 66 | 69 | 154 | 247 | 247 |
| 27 | 11 | 30 | 69 | 69 | 154 | 246 | 246 |
| 28 | 11 | 30 | 71 | 70 | 154 | 246 | 246 |
| 29 | 11 | 30 | 74 | 72 | 154 | 246 | 246 |
| 30 | 12 | 30 | 76 | 73 | 153 | 246 | 246 |
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 | 209 | 221 | 228 | 249 | 364 | 476 | 5128 |
| 2 | 206 | 218 | 225 | 245 | 361 | 525 | 3766 |
| 3 | 201 | 214 | 222 | 245 | 351 | 527 | 2758 |
| 4 | 197 | 210 | 220 | 245 | 344 | 510 | 2068 |
| 5 | 192 | 207 | 218 | 242 | 339 | 486 | 1599 |
| 6 | 189 | 205 | 216 | 240 | 335 | 459 | 1272 |
| 7 | 186 | 203 | 213 | 237 | 330 | 433 | 1038 |
| 8 | 182 | 199 | 210 | 235 | 326 | 418 | 865 |
| 9 | 178 | 196 | 207 | 234 | 321 | 414 | 733 |
| 10 | 174 | 192 | 205 | 231 | 317 | 410 | 629 |
| 11 | 170 | 189 | 201 | 228 | 313 | 406 | 544 |
| 12 | 166 | 185 | 197 | 224 | 309 | 401 | 474 |
| 13 | 162 | 181 | 193 | 220 | 305 | 397 | 416 |
| 14 | 158 | 177 | 189 | 216 | 301 | 393 | 393 |
| 15 | 155 | 173 | 186 | 213 | 297 | 390 | 390 |
| 16 | 151 | 170 | 182 | 209 | 294 | 386 | 386 |
| 17 | 148 | 166 | 179 | 206 | 290 | 383 | 383 |
| 18 | 145 | 163 | 176 | 202 | 287 | 380 | 380 |
| 19 | 142 | 160 | 172 | 199 | 284 | 377 | 377 |
| 20 | 139 | 157 | 170 | 196 | 281 | 374 | 374 |
| 21 | 136 | 154 | 167 | 193 | 278 | 371 | 371 |
| 22 | 133 | 151 | 164 | 191 | 275 | 368 | 368 |
| 23 | 130 | 148 | 161 | 188 | 272 | 365 | 365 |
| 24 | 127 | 145 | 158 | 185 | 269 | 362 | 362 |
| 25 | 124 | 143 | 155 | 182 | 266 | 359 | 359 |
| 26 | 121 | 140 | 152 | 179 | 264 | 356 | 356 |
| 27 | 119 | 137 | 150 | 176 | 261 | 354 | 354 |
| 28 | 116 | 135 | 147 | 174 | 258 | 351 | 351 |
| 29 | 114 | 132 | 144 | 171 | 256 | 349 | 349 |
| 30 | 111 | 130 | 142 | 169 | 254 | 346 | 346 |
3.31. US dollar
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 14 | 25 | 50 | 167 | 309 | 3187 |
| 2 | 0 | 14 | 25 | 50 | 167 | 349 | 2374 |
| 3 | 1 | 17 | 28 | 55 | 164 | 363 | 1796 |
| 4 | 1 | 20 | 31 | 60 | 163 | 362 | 1391 |
| 5 | 3 | 23 | 36 | 66 | 163 | 354 | 1104 |
| 6 | 6 | 27 | 39 | 68 | 164 | 340 | 896 |
| 7 | 8 | 31 | 42 | 70 | 164 | 324 | 741 |
| 8 | 11 | 34 | 46 | 74 | 164 | 307 | 623 |
| 9 | 13 | 37 | 50 | 76 | 164 | 290 | 531 |
| 10 | 14 | 39 | 51 | 77 | 164 | 273 | 457 |
| 11 | 15 | 41 | 53 | 78 | 164 | 257 | 397 |
| 12 | 16 | 42 | 54 | 79 | 164 | 257 | 347 |
| 13 | 17 | 43 | 55 | 80 | 164 | 257 | 306 |
| 14 | 17 | 44 | 55 | 81 | 164 | 257 | 271 |
| 15 | 17 | 44 | 56 | 81 | 164 | 257 | 257 |
| 16 | 17 | 45 | 56 | 81 | 164 | 256 | 256 |
| 17 | 17 | 45 | 56 | 81 | 164 | 257 | 257 |
| 18 | 17 | 45 | 56 | 81 | 164 | 257 | 257 |
| 19 | 17 | 45 | 56 | 81 | 164 | 257 | 257 |
| 20 | 17 | 45 | 56 | 81 | 164 | 257 | 257 |
| 21 | 17 | 45 | 56 | 81 | 164 | 257 | 257 |
| 22 | 17 | 45 | 57 | 81 | 164 | 257 | 257 |
| 23 | 17 | 45 | 59 | 81 | 164 | 257 | 257 |
| 24 | 17 | 45 | 62 | 81 | 164 | 257 | 257 |
| 25 | 17 | 45 | 64 | 81 | 164 | 256 | 256 |
| 26 | 17 | 45 | 66 | 81 | 164 | 256 | 256 |
| 27 | 17 | 45 | 69 | 81 | 163 | 256 | 256 |
| 28 | 17 | 45 | 71 | 81 | 163 | 256 | 256 |
| 29 | 17 | 45 | 74 | 81 | 163 | 255 | 255 |
| 30 | 17 | 45 | 76 | 81 | 162 | 255 | 255 |
3.32. Yen
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 4 | 12 | 128 | 288 | 2956 |
| 2 | 0 | 1 | 6 | 13 | 127 | 328 | 2220 |
| 3 | 1 | 1 | 8 | 16 | 121 | 344 | 1687 |
| 4 | 1 | 3 | 11 | 18 | 118 | 344 | 1310 |
| 5 | 1 | 4 | 13 | 21 | 117 | 337 | 1042 |
| 6 | 2 | 4 | 16 | 23 | 117 | 324 | 848 |
| 7 | 2 | 6 | 19 | 26 | 116 | 310 | 703 |
| 8 | 2 | 6 | 21 | 29 | 116 | 294 | 591 |
| 9 | 4 | 7 | 24 | 30 | 116 | 278 | 504 |
| 10 | 4 | 9 | 27 | 33 | 116 | 261 | 435 |
| 11 | 4 | 9 | 29 | 35 | 117 | 246 | 378 |
| 12 | 4 | 9 | 31 | 37 | 117 | 231 | 331 |
| 13 | 5 | 11 | 34 | 40 | 117 | 216 | 292 |
| 14 | 5 | 11 | 37 | 42 | 117 | 210 | 259 |
| 15 | 6 | 13 | 38 | 44 | 117 | 210 | 231 |
| 16 | 6 | 13 | 41 | 45 | 118 | 210 | 210 |
| 17 | 6 | 15 | 44 | 47 | 118 | 211 | 211 |
| 18 | 6 | 15 | 45 | 50 | 119 | 211 | 211 |
| 19 | 7 | 16 | 48 | 51 | 122 | 212 | 212 |
| 20 | 7 | 17 | 51 | 54 | 123 | 212 | 212 |
| 21 | 7 | 18 | 52 | 55 | 125 | 213 | 213 |
| 22 | 9 | 18 | 55 | 58 | 127 | 213 | 213 |
| 23 | 9 | 20 | 57 | 59 | 128 | 213 | 213 |
| 24 | 9 | 20 | 60 | 61 | 130 | 213 | 213 |
| 25 | 10 | 21 | 62 | 63 | 132 | 213 | 213 |
| 26 | 10 | 22 | 65 | 65 | 133 | 213 | 213 |
| 27 | 10 | 23 | 67 | 67 | 133 | 213 | 213 |
| 28 | 11 | 24 | 69 | 68 | 135 | 213 | 213 |
| 29 | 11 | 25 | 72 | 70 | 136 | 213 | 213 |
| 30 | 12 | 25 | 75 | 72 | 137 | 213 | 213 |
III · Volatility adjustment to the relevant risk-free interest rate term structure
| Currency | National insurance market | Volatility adjustment (in bps) |
|---|---|---|
| Euro | Austria | 20 |
| Euro | Belgium | 20 |
| Euro | Croatia | 20 |
| Euro | Cyprus | 20 |
| Euro | Estonia | 20 |
| Euro | Finland | 20 |
| Euro | France | 20 |
| Euro | Germany | 20 |
| Euro | Greece | 20 |
| Euro | Ireland | 20 |
| Euro | Italy | 20 |
| Euro | Latvia | 20 |
| Euro | Lithuania | 20 |
| Euro | Luxembourg | 20 |
| Euro | Malta | 20 |
| Euro | Netherlands | 20 |
| Euro | Portugal | 20 |
| Euro | Slovakia | 20 |
| Euro | Slovenia | 20 |
| Euro | Spain | 20 |
| Czech koruna | Czech Republic | 15 |
| Danish krone | Denmark | 23 |
| Forint | Hungary | 9 |
| Krona | Sweden | 2 |
| Lev | Bulgaria | 32 |
| Pound sterling | United Kingdom | 19 |
| Romanian leu | Romania | 12 |
| Zloty | Poland | 14 |
| Króna | Iceland | 53 |
| Norwegian krone | Norway | 27 |
| Swiss franc | Liechtenstein | -3 |
| Swiss franc | Switzerland | -3 |
| Australian dollar | Australia | 17 |
| Canadian dollar | Canada | 27 |
| Renminbi-yuan | China | 7 |
| Hong Kong dollar | Hong Kong | 4 |
| US dollar | United States | 47 |
| Yen | Japan | -1 |
Source: EUR-Lex, © European Union, 1998-2026. Reuse authorised under Decision 2011/833/EU.