COMMISSION IMPLEMENTING REGULATION (EU) 2017/1421
of 2 August 2017
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
Article 1
Article 2
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
Term to maturity (in years) |
Euro (%) |
Czech koruna (%) |
Danish krone (%) |
Forint (%) |
Krona (%) |
Kuna (%) |
1 |
– 0,335 |
0,337 |
– 0,344 |
0,093 |
– 0,549 |
0,287 |
2 |
– 0,225 |
0,581 |
– 0,235 |
0,489 |
– 0,335 |
0,855 |
3 |
– 0,098 |
0,696 |
– 0,108 |
0,623 |
– 0,105 |
1,419 |
4 |
0,037 |
0,792 |
0,027 |
1,135 |
0,122 |
1,889 |
5 |
0,172 |
0,879 |
0,162 |
1,551 |
0,336 |
2,164 |
6 |
0,312 |
0,958 |
0,302 |
1,984 |
0,536 |
2,333 |
7 |
0,446 |
1,014 |
0,436 |
2,359 |
0,719 |
2,465 |
8 |
0,577 |
1,074 |
0,567 |
2,638 |
0,887 |
2,596 |
9 |
0,702 |
1,133 |
0,692 |
2,856 |
1,035 |
2,733 |
10 |
0,817 |
1,188 |
0,807 |
3,030 |
1,165 |
2,852 |
11 |
0,919 |
1,227 |
0,909 |
3,196 |
1,326 |
2,950 |
12 |
1,011 |
1,262 |
1,001 |
3,355 |
1,501 |
3,034 |
13 |
1,095 |
1,303 |
1,084 |
3,503 |
1,672 |
3,106 |
14 |
1,167 |
1,351 |
1,156 |
3,635 |
1,832 |
3,169 |
15 |
1,224 |
1,407 |
1,213 |
3,750 |
1,977 |
3,224 |
16 |
1,265 |
1,470 |
1,255 |
3,844 |
2,108 |
3,274 |
17 |
1,299 |
1,538 |
1,288 |
3,922 |
2,227 |
3,318 |
18 |
1,331 |
1,609 |
1,320 |
3,986 |
2,333 |
3,358 |
19 |
1,365 |
1,681 |
1,355 |
4,039 |
2,430 |
3,394 |
20 |
1,407 |
1,753 |
1,396 |
4,083 |
2,517 |
3,427 |
21 |
1,456 |
1,824 |
1,445 |
4,120 |
2,596 |
3,457 |
22 |
1,511 |
1,893 |
1,501 |
4,150 |
2,668 |
3,485 |
23 |
1,570 |
1,960 |
1,560 |
4,175 |
2,734 |
3,511 |
24 |
1,631 |
2,025 |
1,621 |
4,196 |
2,795 |
3,535 |
25 |
1,693 |
2,088 |
1,683 |
4,214 |
2,851 |
3,558 |
26 |
1,755 |
2,149 |
1,746 |
4,229 |
2,902 |
3,579 |
27 |
1,816 |
2,207 |
1,807 |
4,241 |
2,950 |
3,598 |
28 |
1,877 |
2,263 |
1,868 |
4,251 |
2,994 |
3,617 |
29 |
1,936 |
2,317 |
1,928 |
4,259 |
3,036 |
3,634 |
30 |
1,994 |
2,368 |
1,986 |
4,266 |
3,074 |
3,651 |
31 |
2,050 |
2,417 |
2,042 |
4,271 |
3,110 |
3,666 |
32 |
2,104 |
2,464 |
2,097 |
4,275 |
3,144 |
3,681 |
33 |
2,157 |
2,510 |
2,149 |
4,279 |
3,176 |
3,694 |
34 |
2,208 |
2,553 |
2,200 |
4,282 |
3,206 |
3,708 |
35 |
2,256 |
2,594 |
2,249 |
4,284 |
3,234 |
3,720 |
36 |
2,303 |
2,634 |
2,296 |
4,285 |
3,261 |
3,732 |
37 |
2,349 |
2,672 |
2,342 |
4,286 |
3,286 |
3,743 |
38 |
2,392 |
2,709 |
2,385 |
4,287 |
3,310 |
3,754 |
39 |
2,434 |
2,744 |
2,428 |
4,287 |
3,333 |
3,765 |
40 |
2,474 |
2,777 |
2,468 |
4,288 |
3,354 |
3,774 |
41 |
2,513 |
2,809 |
2,507 |
4,287 |
3,375 |
3,784 |
42 |
2,550 |
2,840 |
2,544 |
4,287 |
3,395 |
3,793 |
43 |
2,586 |
2,870 |
2,580 |
4,287 |
3,413 |
3,802 |
44 |
2,621 |
2,899 |
2,615 |
4,286 |
3,431 |
3,810 |
45 |
2,654 |
2,926 |
2,648 |
4,285 |
3,448 |
3,818 |
46 |
2,686 |
2,952 |
2,680 |
4,285 |
3,464 |
3,826 |
47 |
2,717 |
2,978 |
2,711 |
4,284 |
3,480 |
3,833 |
48 |
2,746 |
3,002 |
2,741 |
4,283 |
3,495 |
3,840 |
49 |
2,775 |
3,026 |
2,770 |
4,282 |
3,509 |
3,847 |
50 |
2,802 |
3,048 |
2,797 |
4,281 |
3,523 |
3,854 |
51 |
2,829 |
3,070 |
2,824 |
4,280 |
3,536 |
3,860 |
52 |
2,855 |
3,091 |
2,850 |
4,279 |
3,549 |
3,866 |
53 |
2,879 |
3,112 |
2,874 |
4,278 |
3,561 |
3,872 |
54 |
2,903 |
3,131 |
2,898 |
4,277 |
3,573 |
3,878 |
55 |
2,926 |
3,150 |
2,922 |
4,276 |
3,584 |
3,884 |
56 |
2,949 |
3,169 |
2,944 |
4,274 |
3,595 |
3,889 |
57 |
2,970 |
3,186 |
2,966 |
4,273 |
3,606 |
3,894 |
58 |
2,991 |
3,204 |
2,986 |
4,272 |
3,616 |
3,899 |
59 |
3,011 |
3,220 |
3,007 |
4,271 |
3,626 |
3,904 |
60 |
3,031 |
3,236 |
3,026 |
4,270 |
3,636 |
3,909 |
61 |
3,049 |
3,252 |
3,045 |
4,269 |
3,645 |
3,914 |
62 |
3,068 |
3,267 |
3,064 |
4,268 |
3,654 |
3,918 |
63 |
3,086 |
3,282 |
3,081 |
4,267 |
3,662 |
3,922 |
64 |
3,103 |
3,296 |
3,099 |
4,267 |
3,671 |
3,927 |
65 |
3,119 |
3,309 |
3,115 |
4,266 |
3,679 |
3,931 |
66 |
3,136 |
3,323 |
3,132 |
4,265 |
3,687 |
3,935 |
67 |
3,151 |
3,336 |
3,148 |
4,264 |
3,694 |
3,939 |
68 |
3,167 |
3,348 |
3,163 |
4,263 |
3,702 |
3,942 |
69 |
3,182 |
3,361 |
3,178 |
4,262 |
3,709 |
3,946 |
70 |
3,196 |
3,373 |
3,192 |
4,261 |
3,716 |
3,949 |
71 |
3,210 |
3,384 |
3,206 |
4,260 |
3,723 |
3,953 |
72 |
3,224 |
3,395 |
3,220 |
4,260 |
3,729 |
3,956 |
73 |
3,237 |
3,406 |
3,233 |
4,259 |
3,736 |
3,960 |
74 |
3,250 |
3,417 |
3,246 |
4,258 |
3,742 |
3,963 |
75 |
3,262 |
3,427 |
3,259 |
4,257 |
3,748 |
3,966 |
76 |
3,275 |
3,437 |
3,271 |
4,257 |
3,754 |
3,969 |
77 |
3,287 |
3,447 |
3,283 |
4,256 |
3,760 |
3,972 |
78 |
3,298 |
3,457 |
3,295 |
4,255 |
3,766 |
3,975 |
79 |
3,310 |
3,466 |
3,306 |
4,255 |
3,771 |
3,978 |
80 |
3,321 |
3,475 |
3,318 |
4,254 |
3,776 |
3,980 |
81 |
3,332 |
3,484 |
3,328 |
4,253 |
3,782 |
3,983 |
82 |
3,342 |
3,493 |
3,339 |
4,253 |
3,787 |
3,986 |
83 |
3,352 |
3,501 |
3,349 |
4,252 |
3,792 |
3,988 |
84 |
3,362 |
3,510 |
3,359 |
4,251 |
3,797 |
3,991 |
85 |
3,372 |
3,518 |
3,369 |
4,251 |
3,801 |
3,993 |
86 |
3,382 |
3,526 |
3,379 |
4,250 |
3,806 |
3,995 |
87 |
3,391 |
3,533 |
3,388 |
4,250 |
3,810 |
3,998 |
88 |
3,400 |
3,541 |
3,397 |
4,249 |
3,815 |
4,000 |
89 |
3,409 |
3,548 |
3,406 |
4,248 |
3,819 |
4,002 |
90 |
3,418 |
3,556 |
3,415 |
4,248 |
3,823 |
4,004 |
91 |
3,427 |
3,563 |
3,424 |
4,247 |
3,827 |
4,007 |
92 |
3,435 |
3,569 |
3,432 |
4,247 |
3,832 |
4,009 |
93 |
3,443 |
3,576 |
3,440 |
4,246 |
3,835 |
4,011 |
94 |
3,451 |
3,583 |
3,448 |
4,246 |
3,839 |
4,013 |
95 |
3,459 |
3,589 |
3,456 |
4,245 |
3,843 |
4,015 |
96 |
3,467 |
3,596 |
3,464 |
4,245 |
3,847 |
4,017 |
97 |
3,474 |
3,602 |
3,472 |
4,245 |
3,850 |
4,018 |
98 |
3,482 |
3,608 |
3,479 |
4,244 |
3,854 |
4,020 |
99 |
3,489 |
3,614 |
3,486 |
4,244 |
3,858 |
4,022 |
100 |
3,496 |
3,620 |
3,493 |
4,243 |
3,861 |
4,024 |
101 |
3,503 |
3,626 |
3,500 |
4,243 |
3,864 |
4,026 |
102 |
3,510 |
3,631 |
3,507 |
4,242 |
3,868 |
4,027 |
103 |
3,516 |
3,637 |
3,514 |
4,242 |
3,871 |
4,029 |
104 |
3,523 |
3,642 |
3,520 |
4,242 |
3,874 |
4,031 |
105 |
3,529 |
3,647 |
3,527 |
4,241 |
3,877 |
4,032 |
106 |
3,536 |
3,653 |
3,533 |
4,241 |
3,880 |
4,034 |
107 |
3,542 |
3,658 |
3,539 |
4,240 |
3,883 |
4,035 |
108 |
3,548 |
3,663 |
3,546 |
4,240 |
3,886 |
4,037 |
109 |
3,554 |
3,668 |
3,552 |
4,240 |
3,889 |
4,038 |
110 |
3,560 |
3,672 |
3,557 |
4,239 |
3,892 |
4,040 |
111 |
3,566 |
3,677 |
3,563 |
4,239 |
3,895 |
4,041 |
112 |
3,571 |
3,682 |
3,569 |
4,239 |
3,897 |
4,043 |
113 |
3,577 |
3,686 |
3,574 |
4,238 |
3,900 |
4,044 |
114 |
3,582 |
3,691 |
3,580 |
4,238 |
3,903 |
4,045 |
115 |
3,588 |
3,695 |
3,585 |
4,238 |
3,905 |
4,047 |
116 |
3,593 |
3,700 |
3,591 |
4,237 |
3,908 |
4,048 |
117 |
3,598 |
3,704 |
3,596 |
4,237 |
3,910 |
4,049 |
118 |
3,603 |
3,708 |
3,601 |
4,237 |
3,913 |
4,051 |
119 |
3,608 |
3,712 |
3,606 |
4,236 |
3,915 |
4,052 |
120 |
3,613 |
3,716 |
3,611 |
4,236 |
3,917 |
4,053 |
121 |
3,618 |
3,720 |
3,616 |
4,236 |
3,920 |
4,054 |
122 |
3,623 |
3,724 |
3,620 |
4,235 |
3,922 |
4,056 |
123 |
3,627 |
3,728 |
3,625 |
4,235 |
3,924 |
4,057 |
124 |
3,632 |
3,732 |
3,630 |
4,235 |
3,926 |
4,058 |
125 |
3,636 |
3,736 |
3,634 |
4,235 |
3,929 |
4,059 |
126 |
3,641 |
3,739 |
3,639 |
4,234 |
3,931 |
4,060 |
127 |
3,645 |
3,743 |
3,643 |
4,234 |
3,933 |
4,061 |
128 |
3,650 |
3,746 |
3,648 |
4,234 |
3,935 |
4,062 |
129 |
3,654 |
3,750 |
3,652 |
4,233 |
3,937 |
4,063 |
130 |
3,658 |
3,753 |
3,656 |
4,233 |
3,939 |
4,064 |
131 |
3,662 |
3,757 |
3,660 |
4,233 |
3,941 |
4,065 |
132 |
3,666 |
3,760 |
3,664 |
4,233 |
3,943 |
4,066 |
133 |
3,670 |
3,763 |
3,668 |
4,232 |
3,945 |
4,067 |
134 |
3,674 |
3,767 |
3,672 |
4,232 |
3,947 |
4,068 |
135 |
3,678 |
3,770 |
3,676 |
4,232 |
3,949 |
4,069 |
136 |
3,682 |
3,773 |
3,680 |
4,232 |
3,951 |
4,070 |
137 |
3,686 |
3,776 |
3,684 |
4,232 |
3,952 |
4,071 |
138 |
3,689 |
3,779 |
3,687 |
4,231 |
3,954 |
4,072 |
139 |
3,693 |
3,782 |
3,691 |
4,231 |
3,956 |
4,073 |
140 |
3,697 |
3,785 |
3,695 |
4,231 |
3,958 |
4,074 |
141 |
3,700 |
3,788 |
3,698 |
4,231 |
3,959 |
4,075 |
142 |
3,704 |
3,791 |
3,702 |
4,230 |
3,961 |
4,076 |
143 |
3,707 |
3,794 |
3,705 |
4,230 |
3,963 |
4,077 |
144 |
3,711 |
3,797 |
3,709 |
4,230 |
3,964 |
4,078 |
145 |
3,714 |
3,799 |
3,712 |
4,230 |
3,966 |
4,078 |
146 |
3,717 |
3,802 |
3,715 |
4,230 |
3,968 |
4,079 |
147 |
3,721 |
3,805 |
3,719 |
4,229 |
3,969 |
4,080 |
148 |
3,724 |
3,808 |
3,722 |
4,229 |
3,971 |
4,081 |
149 |
3,727 |
3,810 |
3,725 |
4,229 |
3,972 |
4,082 |
150 |
3,730 |
3,813 |
3,728 |
4,229 |
3,974 |
4,082 |
Term to maturity (in years) |
Lev (%) |
Pound sterling (%) |
Romanian leu (%) |
Zloty (%) |
Króna (%) |
Norwegian krone (%) |
1 |
– 0,385 |
0,394 |
0,852 |
1,460 |
4,483 |
0,820 |
2 |
– 0,275 |
0,534 |
1,406 |
1,759 |
4,530 |
1,026 |
3 |
– 0,148 |
0,643 |
1,885 |
2,047 |
4,580 |
1,152 |
4 |
– 0,013 |
0,745 |
2,308 |
2,339 |
4,568 |
1,279 |
5 |
0,122 |
0,839 |
2,689 |
2,580 |
4,538 |
1,408 |
6 |
0,262 |
0,927 |
3,027 |
2,738 |
4,520 |
1,526 |
7 |
0,395 |
1,006 |
3,314 |
2,891 |
4,522 |
1,636 |
8 |
0,526 |
1,078 |
3,553 |
3,021 |
4,530 |
1,735 |
9 |
0,651 |
1,145 |
3,769 |
3,095 |
4,535 |
1,820 |
10 |
0,766 |
1,210 |
3,965 |
3,209 |
4,537 |
1,889 |
11 |
0,868 |
1,267 |
4,121 |
3,317 |
4,536 |
1,959 |
12 |
0,960 |
1,318 |
4,241 |
3,406 |
4,534 |
2,030 |
13 |
1,043 |
1,354 |
4,333 |
3,480 |
4,530 |
2,102 |
14 |
1,115 |
1,390 |
4,404 |
3,543 |
4,526 |
2,172 |
15 |
1,172 |
1,427 |
4,459 |
3,597 |
4,521 |
2,241 |
16 |
1,213 |
1,437 |
4,502 |
3,644 |
4,515 |
2,307 |
17 |
1,246 |
1,455 |
4,534 |
3,685 |
4,510 |
2,371 |
18 |
1,278 |
1,470 |
4,559 |
3,721 |
4,504 |
2,432 |
19 |
1,313 |
1,480 |
4,577 |
3,753 |
4,498 |
2,490 |
20 |
1,354 |
1,501 |
4,590 |
3,781 |
4,492 |
2,546 |
21 |
1,404 |
1,513 |
4,599 |
3,806 |
4,486 |
2,600 |
22 |
1,460 |
1,514 |
4,605 |
3,829 |
4,480 |
2,650 |
23 |
1,520 |
1,510 |
4,608 |
3,849 |
4,474 |
2,699 |
24 |
1,582 |
1,504 |
4,609 |
3,867 |
4,468 |
2,745 |
25 |
1,645 |
1,498 |
4,609 |
3,884 |
4,462 |
2,789 |
26 |
1,709 |
1,493 |
4,607 |
3,899 |
4,457 |
2,830 |
27 |
1,772 |
1,490 |
4,603 |
3,913 |
4,451 |
2,870 |
28 |
1,833 |
1,486 |
4,599 |
3,926 |
4,446 |
2,908 |
29 |
1,894 |
1,481 |
4,595 |
3,938 |
4,441 |
2,945 |
30 |
1,953 |
1,473 |
4,589 |
3,949 |
4,436 |
2,979 |
31 |
2,010 |
1,464 |
4,584 |
3,959 |
4,431 |
3,012 |
32 |
2,065 |
1,453 |
4,578 |
3,968 |
4,426 |
3,044 |
33 |
2,119 |
1,442 |
4,572 |
3,977 |
4,421 |
3,074 |
34 |
2,170 |
1,431 |
4,565 |
3,985 |
4,417 |
3,103 |
35 |
2,220 |
1,420 |
4,559 |
3,993 |
4,412 |
3,130 |
36 |
2,268 |
1,410 |
4,553 |
4,000 |
4,408 |
3,157 |
37 |
2,314 |
1,401 |
4,546 |
4,006 |
4,404 |
3,182 |
38 |
2,359 |
1,392 |
4,540 |
4,012 |
4,400 |
3,206 |
39 |
2,401 |
1,382 |
4,534 |
4,018 |
4,396 |
3,229 |
40 |
2,442 |
1,372 |
4,527 |
4,023 |
4,392 |
3,251 |
41 |
2,482 |
1,361 |
4,521 |
4,029 |
4,388 |
3,273 |
42 |
2,520 |
1,349 |
4,515 |
4,033 |
4,385 |
3,293 |
43 |
2,556 |
1,337 |
4,509 |
4,038 |
4,381 |
3,313 |
44 |
2,591 |
1,325 |
4,504 |
4,042 |
4,378 |
3,332 |
45 |
2,625 |
1,313 |
4,498 |
4,046 |
4,375 |
3,350 |
46 |
2,658 |
1,302 |
4,493 |
4,050 |
4,372 |
3,367 |
47 |
2,689 |
1,293 |
4,487 |
4,054 |
4,369 |
3,384 |
48 |
2,719 |
1,288 |
4,482 |
4,057 |
4,366 |
3,400 |
49 |
2,749 |
1,288 |
4,477 |
4,061 |
4,363 |
3,416 |
50 |
2,777 |
1,295 |
4,472 |
4,064 |
4,360 |
3,431 |
51 |
2,804 |
1,307 |
4,467 |
4,067 |
4,357 |
3,445 |
52 |
2,830 |
1,326 |
4,463 |
4,070 |
4,354 |
3,459 |
53 |
2,855 |
1,348 |
4,458 |
4,073 |
4,352 |
3,473 |
54 |
2,879 |
1,374 |
4,454 |
4,075 |
4,349 |
3,486 |
55 |
2,903 |
1,403 |
4,449 |
4,078 |
4,347 |
3,499 |
56 |
2,925 |
1,433 |
4,445 |
4,080 |
4,345 |
3,511 |
57 |
2,947 |
1,465 |
4,441 |
4,083 |
4,342 |
3,523 |
58 |
2,969 |
1,498 |
4,437 |
4,085 |
4,340 |
3,534 |
59 |
2,989 |
1,531 |
4,433 |
4,087 |
4,338 |
3,545 |
60 |
3,009 |
1,565 |
4,430 |
4,089 |
4,336 |
3,556 |
61 |
3,028 |
1,599 |
4,426 |
4,091 |
4,334 |
3,566 |
62 |
3,047 |
1,633 |
4,423 |
4,093 |
4,332 |
3,576 |
63 |
3,065 |
1,667 |
4,419 |
4,095 |
4,330 |
3,586 |
64 |
3,082 |
1,701 |
4,416 |
4,097 |
4,328 |
3,595 |
65 |
3,100 |
1,734 |
4,413 |
4,098 |
4,326 |
3,605 |
66 |
3,116 |
1,767 |
4,409 |
4,100 |
4,324 |
3,613 |
67 |
3,132 |
1,800 |
4,406 |
4,101 |
4,322 |
3,622 |
68 |
3,148 |
1,831 |
4,403 |
4,103 |
4,321 |
3,631 |
69 |
3,163 |
1,863 |
4,401 |
4,105 |
4,319 |
3,639 |
70 |
3,177 |
1,894 |
4,398 |
4,106 |
4,317 |
3,647 |
71 |
3,192 |
1,924 |
4,395 |
4,107 |
4,316 |
3,654 |
72 |
3,206 |
1,953 |
4,392 |
4,109 |
4,314 |
3,662 |
73 |
3,219 |
1,982 |
4,390 |
4,110 |
4,313 |
3,669 |
74 |
3,232 |
2,011 |
4,387 |
4,111 |
4,311 |
3,676 |
75 |
3,245 |
2,039 |
4,385 |
4,113 |
4,310 |
3,683 |
76 |
3,258 |
2,066 |
4,382 |
4,114 |
4,308 |
3,690 |
77 |
3,270 |
2,093 |
4,380 |
4,115 |
4,307 |
3,697 |
78 |
3,282 |
2,119 |
4,378 |
4,116 |
4,306 |
3,703 |
79 |
3,293 |
2,144 |
4,375 |
4,117 |
4,304 |
3,709 |
80 |
3,305 |
2,169 |
4,373 |
4,118 |
4,303 |
3,715 |
81 |
3,316 |
2,193 |
4,371 |
4,119 |
4,302 |
3,721 |
82 |
3,326 |
2,217 |
4,369 |
4,120 |
4,301 |
3,727 |
83 |
3,337 |
2,241 |
4,367 |
4,121 |
4,300 |
3,733 |
84 |
3,347 |
2,263 |
4,365 |
4,122 |
4,298 |
3,738 |
85 |
3,357 |
2,286 |
4,363 |
4,123 |
4,297 |
3,744 |
86 |
3,367 |
2,308 |
4,361 |
4,124 |
4,296 |
3,749 |
87 |
3,376 |
2,329 |
4,359 |
4,125 |
4,295 |
3,754 |
88 |
3,386 |
2,350 |
4,358 |
4,126 |
4,294 |
3,759 |
89 |
3,395 |
2,370 |
4,356 |
4,127 |
4,293 |
3,764 |
90 |
3,404 |
2,390 |
4,354 |
4,128 |
4,292 |
3,769 |
91 |
3,412 |
2,410 |
4,352 |
4,128 |
4,291 |
3,774 |
92 |
3,421 |
2,429 |
4,351 |
4,129 |
4,290 |
3,778 |
93 |
3,429 |
2,448 |
4,349 |
4,130 |
4,289 |
3,783 |
94 |
3,437 |
2,466 |
4,348 |
4,131 |
4,288 |
3,787 |
95 |
3,445 |
2,484 |
4,346 |
4,131 |
4,287 |
3,792 |
96 |
3,453 |
2,502 |
4,345 |
4,132 |
4,286 |
3,796 |
97 |
3,461 |
2,519 |
4,343 |
4,133 |
4,285 |
3,800 |
98 |
3,468 |
2,536 |
4,342 |
4,134 |
4,284 |
3,804 |
99 |
3,476 |
2,553 |
4,340 |
4,134 |
4,284 |
3,808 |
100 |
3,483 |
2,569 |
4,339 |
4,135 |
4,283 |
3,812 |
101 |
3,490 |
2,585 |
4,337 |
4,136 |
4,282 |
3,816 |
102 |
3,497 |
2,601 |
4,336 |
4,136 |
4,281 |
3,820 |
103 |
3,504 |
2,616 |
4,335 |
4,137 |
4,280 |
3,823 |
104 |
3,510 |
2,631 |
4,333 |
4,137 |
4,280 |
3,827 |
105 |
3,517 |
2,646 |
4,332 |
4,138 |
4,279 |
3,830 |
106 |
3,523 |
2,661 |
4,331 |
4,139 |
4,278 |
3,834 |
107 |
3,530 |
2,675 |
4,330 |
4,139 |
4,277 |
3,837 |
108 |
3,536 |
2,689 |
4,328 |
4,140 |
4,277 |
3,841 |
109 |
3,542 |
2,703 |
4,327 |
4,140 |
4,276 |
3,844 |
110 |
3,548 |
2,716 |
4,326 |
4,141 |
4,275 |
3,847 |
111 |
3,554 |
2,730 |
4,325 |
4,141 |
4,275 |
3,850 |
112 |
3,560 |
2,743 |
4,324 |
4,142 |
4,274 |
3,853 |
113 |
3,565 |
2,755 |
4,323 |
4,143 |
4,273 |
3,857 |
114 |
3,571 |
2,768 |
4,322 |
4,143 |
4,273 |
3,860 |
115 |
3,576 |
2,780 |
4,321 |
4,144 |
4,272 |
3,862 |
116 |
3,582 |
2,793 |
4,320 |
4,144 |
4,271 |
3,865 |
117 |
3,587 |
2,805 |
4,319 |
4,144 |
4,271 |
3,868 |
118 |
3,592 |
2,816 |
4,318 |
4,145 |
4,270 |
3,871 |
119 |
3,597 |
2,828 |
4,317 |
4,145 |
4,270 |
3,874 |
120 |
3,602 |
2,839 |
4,316 |
4,146 |
4,269 |
3,877 |
121 |
3,607 |
2,850 |
4,315 |
4,146 |
4,268 |
3,879 |
122 |
3,612 |
2,861 |
4,314 |
4,147 |
4,268 |
3,882 |
123 |
3,617 |
2,872 |
4,313 |
4,147 |
4,267 |
3,884 |
124 |
3,621 |
2,883 |
4,312 |
4,148 |
4,267 |
3,887 |
125 |
3,626 |
2,893 |
4,311 |
4,148 |
4,266 |
3,889 |
126 |
3,630 |
2,904 |
4,310 |
4,148 |
4,266 |
3,892 |
127 |
3,635 |
2,914 |
4,309 |
4,149 |
4,265 |
3,894 |
128 |
3,639 |
2,924 |
4,308 |
4,149 |
4,265 |
3,897 |
129 |
3,644 |
2,934 |
4,308 |
4,150 |
4,264 |
3,899 |
130 |
3,648 |
2,943 |
4,307 |
4,150 |
4,264 |
3,901 |
131 |
3,652 |
2,953 |
4,306 |
4,150 |
4,263 |
3,904 |
132 |
3,656 |
2,962 |
4,305 |
4,151 |
4,263 |
3,906 |
133 |
3,660 |
2,971 |
4,304 |
4,151 |
4,262 |
3,908 |
134 |
3,664 |
2,980 |
4,304 |
4,152 |
4,262 |
3,910 |
135 |
3,668 |
2,989 |
4,303 |
4,152 |
4,261 |
3,912 |
136 |
3,672 |
2,998 |
4,302 |
4,152 |
4,261 |
3,915 |
137 |
3,676 |
3,007 |
4,301 |
4,153 |
4,260 |
3,917 |
138 |
3,680 |
3,016 |
4,301 |
4,153 |
4,260 |
3,919 |
139 |
3,684 |
3,024 |
4,300 |
4,153 |
4,260 |
3,921 |
140 |
3,687 |
3,032 |
4,299 |
4,154 |
4,259 |
3,923 |
141 |
3,691 |
3,041 |
4,298 |
4,154 |
4,259 |
3,925 |
142 |
3,695 |
3,049 |
4,298 |
4,154 |
4,258 |
3,927 |
143 |
3,698 |
3,057 |
4,297 |
4,155 |
4,258 |
3,928 |
144 |
3,702 |
3,065 |
4,296 |
4,155 |
4,258 |
3,930 |
145 |
3,705 |
3,073 |
4,296 |
4,155 |
4,257 |
3,932 |
146 |
3,708 |
3,080 |
4,295 |
4,156 |
4,257 |
3,934 |
147 |
3,712 |
3,088 |
4,294 |
4,156 |
4,256 |
3,936 |
148 |
3,715 |
3,095 |
4,294 |
4,156 |
4,256 |
3,938 |
149 |
3,718 |
3,103 |
4,293 |
4,156 |
4,256 |
3,939 |
150 |
3,721 |
3,110 |
4,292 |
4,157 |
4,255 |
3,941 |
Term to maturity (in years) |
Swiss franc (%) |
Australian dollar (%) |
Baht (%) |
Canadian dollar (%) |
Chilean peso (%) |
Colombian peso (%) |
1 |
– 0,735 |
1,724 |
1,350 |
1,067 |
2,223 |
4,303 |
2 |
– 0,643 |
1,881 |
1,461 |
1,220 |
2,510 |
4,722 |
3 |
– 0,546 |
2,041 |
1,599 |
1,349 |
2,769 |
5,055 |
4 |
– 0,439 |
2,179 |
1,759 |
1,459 |
3,033 |
5,289 |
5 |
– 0,327 |
2,303 |
1,900 |
1,554 |
3,269 |
5,442 |
6 |
– 0,221 |
2,416 |
2,014 |
1,625 |
3,497 |
5,582 |
7 |
– 0,116 |
2,511 |
2,111 |
1,695 |
3,687 |
5,683 |
8 |
– 0,018 |
2,594 |
2,197 |
1,765 |
3,823 |
5,859 |
9 |
0,072 |
2,670 |
2,272 |
1,842 |
3,918 |
6,002 |
10 |
0,152 |
2,742 |
2,337 |
1,908 |
3,989 |
6,130 |
11 |
0,203 |
2,808 |
2,393 |
1,982 |
4,043 |
6,221 |
12 |
0,270 |
2,867 |
2,442 |
2,058 |
4,087 |
6,274 |
13 |
0,311 |
2,920 |
2,485 |
2,128 |
4,122 |
6,301 |
14 |
0,370 |
2,967 |
2,525 |
2,189 |
4,150 |
6,308 |
15 |
0,394 |
3,006 |
2,566 |
2,243 |
4,173 |
6,300 |
16 |
0,420 |
3,038 |
2,608 |
2,288 |
4,192 |
6,281 |
17 |
0,453 |
3,065 |
2,651 |
2,324 |
4,207 |
6,254 |
18 |
0,487 |
3,089 |
2,693 |
2,349 |
4,220 |
6,220 |
19 |
0,516 |
3,110 |
2,736 |
2,362 |
4,231 |
6,183 |
20 |
0,537 |
3,130 |
2,778 |
2,362 |
4,239 |
6,142 |
21 |
0,550 |
3,150 |
2,818 |
2,349 |
4,247 |
6,100 |
22 |
0,558 |
3,167 |
2,858 |
2,329 |
4,253 |
6,056 |
23 |
0,566 |
3,182 |
2,896 |
2,305 |
4,257 |
6,012 |
24 |
0,579 |
3,193 |
2,933 |
2,282 |
4,261 |
5,968 |
25 |
0,600 |
3,200 |
2,969 |
2,260 |
4,265 |
5,924 |
26 |
0,629 |
3,204 |
3,003 |
2,242 |
4,267 |
5,881 |
27 |
0,665 |
3,204 |
3,036 |
2,230 |
4,269 |
5,838 |
28 |
0,706 |
3,205 |
3,068 |
2,223 |
4,271 |
5,797 |
29 |
0,750 |
3,206 |
3,098 |
2,222 |
4,272 |
5,756 |
30 |
0,797 |
3,209 |
3,127 |
2,228 |
4,273 |
5,717 |
31 |
0,844 |
3,215 |
3,155 |
2,241 |
4,274 |
5,679 |
32 |
0,893 |
3,223 |
3,182 |
2,259 |
4,274 |
5,642 |
33 |
0,941 |
3,233 |
3,208 |
2,282 |
4,274 |
5,606 |
34 |
0,989 |
3,245 |
3,233 |
2,307 |
4,274 |
5,571 |
35 |
1,037 |
3,257 |
3,256 |
2,335 |
4,274 |
5,538 |
36 |
1,083 |
3,271 |
3,279 |
2,364 |
4,274 |
5,506 |
37 |
1,129 |
3,285 |
3,301 |
2,395 |
4,273 |
5,475 |
38 |
1,174 |
3,299 |
3,322 |
2,426 |
4,273 |
5,445 |
39 |
1,217 |
3,314 |
3,342 |
2,457 |
4,272 |
5,417 |
40 |
1,260 |
3,329 |
3,361 |
2,489 |
4,272 |
5,389 |
41 |
1,301 |
3,344 |
3,380 |
2,520 |
4,271 |
5,363 |
42 |
1,341 |
3,359 |
3,398 |
2,551 |
4,270 |
5,337 |
43 |
1,379 |
3,373 |
3,415 |
2,582 |
4,270 |
5,312 |
44 |
1,417 |
3,388 |
3,432 |
2,612 |
4,269 |
5,289 |
45 |
1,453 |
3,402 |
3,448 |
2,641 |
4,268 |
5,266 |
46 |
1,488 |
3,416 |
3,463 |
2,670 |
4,267 |
5,244 |
47 |
1,521 |
3,430 |
3,478 |
2,698 |
4,266 |
5,223 |
48 |
1,554 |
3,443 |
3,492 |
2,726 |
4,266 |
5,202 |
49 |
1,586 |
3,456 |
3,506 |
2,753 |
4,265 |
5,182 |
50 |
1,616 |
3,469 |
3,519 |
2,779 |
4,264 |
5,163 |
51 |
1,646 |
3,482 |
3,532 |
2,804 |
4,263 |
5,145 |
52 |
1,674 |
3,494 |
3,544 |
2,829 |
4,262 |
5,127 |
53 |
1,702 |
3,506 |
3,556 |
2,853 |
4,261 |
5,110 |
54 |
1,729 |
3,518 |
3,567 |
2,876 |
4,261 |
5,094 |
55 |
1,755 |
3,529 |
3,579 |
2,899 |
4,260 |
5,078 |
56 |
1,780 |
3,540 |
3,589 |
2,921 |
4,259 |
5,062 |
57 |
1,804 |
3,551 |
3,600 |
2,942 |
4,258 |
5,048 |
58 |
1,827 |
3,561 |
3,610 |
2,963 |
4,257 |
5,033 |
59 |
1,850 |
3,572 |
3,620 |
2,983 |
4,257 |
5,019 |
60 |
1,872 |
3,582 |
3,629 |
3,002 |
4,256 |
5,006 |
61 |
1,893 |
3,591 |
3,638 |
3,021 |
4,255 |
4,993 |
62 |
1,914 |
3,601 |
3,647 |
3,040 |
4,254 |
4,980 |
63 |
1,934 |
3,610 |
3,656 |
3,058 |
4,254 |
4,968 |
64 |
1,954 |
3,619 |
3,664 |
3,075 |
4,253 |
4,956 |
65 |
1,972 |
3,627 |
3,672 |
3,092 |
4,252 |
4,944 |
66 |
1,991 |
3,636 |
3,680 |
3,108 |
4,252 |
4,933 |
67 |
2,009 |
3,644 |
3,688 |
3,124 |
4,251 |
4,922 |
68 |
2,026 |
3,652 |
3,695 |
3,140 |
4,250 |
4,911 |
69 |
2,043 |
3,659 |
3,703 |
3,155 |
4,250 |
4,901 |
70 |
2,059 |
3,667 |
3,710 |
3,170 |
4,249 |
4,891 |
71 |
2,075 |
3,674 |
3,716 |
3,184 |
4,248 |
4,881 |
72 |
2,090 |
3,681 |
3,723 |
3,198 |
4,248 |
4,872 |
73 |
2,106 |
3,688 |
3,730 |
3,211 |
4,247 |
4,863 |
74 |
2,120 |
3,695 |
3,736 |
3,225 |
4,247 |
4,854 |
75 |
2,135 |
3,702 |
3,742 |
3,238 |
4,246 |
4,845 |
76 |
2,148 |
3,708 |
3,748 |
3,250 |
4,245 |
4,836 |
77 |
2,162 |
3,715 |
3,754 |
3,262 |
4,245 |
4,828 |
78 |
2,175 |
3,721 |
3,759 |
3,274 |
4,244 |
4,820 |
79 |
2,188 |
3,727 |
3,765 |
3,286 |
4,244 |
4,812 |
80 |
2,201 |
3,733 |
3,770 |
3,297 |
4,243 |
4,805 |
81 |
2,213 |
3,738 |
3,776 |
3,308 |
4,243 |
4,797 |
82 |
2,225 |
3,744 |
3,781 |
3,319 |
4,242 |
4,790 |
83 |
2,237 |
3,749 |
3,786 |
3,330 |
4,242 |
4,783 |
84 |
2,248 |
3,755 |
3,791 |
3,340 |
4,241 |
4,776 |
85 |
2,259 |
3,760 |
3,796 |
3,350 |
4,241 |
4,769 |
86 |
2,270 |
3,765 |
3,800 |
3,360 |
4,240 |
4,762 |
87 |
2,281 |
3,770 |
3,805 |
3,369 |
4,240 |
4,756 |
88 |
2,291 |
3,775 |
3,809 |
3,379 |
4,239 |
4,750 |
89 |
2,301 |
3,780 |
3,814 |
3,388 |
4,239 |
4,743 |
90 |
2,311 |
3,784 |
3,818 |
3,397 |
4,239 |
4,737 |
91 |
2,321 |
3,789 |
3,822 |
3,406 |
4,238 |
4,731 |
92 |
2,330 |
3,793 |
3,826 |
3,414 |
4,238 |
4,726 |
93 |
2,340 |
3,798 |
3,830 |
3,423 |
4,237 |
4,720 |
94 |
2,349 |
3,802 |
3,834 |
3,431 |
4,237 |
4,714 |
95 |
2,358 |
3,806 |
3,838 |
3,439 |
4,237 |
4,709 |
96 |
2,366 |
3,810 |
3,842 |
3,447 |
4,236 |
4,704 |
97 |
2,375 |
3,814 |
3,845 |
3,455 |
4,236 |
4,698 |
98 |
2,383 |
3,818 |
3,849 |
3,462 |
4,236 |
4,693 |
99 |
2,392 |
3,822 |
3,853 |
3,470 |
4,235 |
4,688 |
100 |
2,400 |
3,826 |
3,856 |
3,477 |
4,235 |
4,684 |
101 |
2,408 |
3,829 |
3,859 |
3,484 |
4,235 |
4,679 |
102 |
2,415 |
3,833 |
3,863 |
3,491 |
4,234 |
4,674 |
103 |
2,423 |
3,837 |
3,866 |
3,498 |
4,234 |
4,669 |
104 |
2,430 |
3,840 |
3,869 |
3,505 |
4,234 |
4,665 |
105 |
2,438 |
3,843 |
3,872 |
3,511 |
4,233 |
4,660 |
106 |
2,445 |
3,847 |
3,876 |
3,518 |
4,233 |
4,656 |
107 |
2,452 |
3,850 |
3,879 |
3,524 |
4,233 |
4,652 |
108 |
2,459 |
3,853 |
3,882 |
3,530 |
4,232 |
4,648 |
109 |
2,465 |
3,857 |
3,884 |
3,536 |
4,232 |
4,643 |
110 |
2,472 |
3,860 |
3,887 |
3,542 |
4,232 |
4,639 |
111 |
2,479 |
3,863 |
3,890 |
3,548 |
4,231 |
4,635 |
112 |
2,485 |
3,866 |
3,893 |
3,554 |
4,231 |
4,632 |
113 |
2,491 |
3,869 |
3,896 |
3,560 |
4,231 |
4,628 |
114 |
2,498 |
3,872 |
3,898 |
3,565 |
4,231 |
4,624 |
115 |
2,504 |
3,874 |
3,901 |
3,571 |
4,230 |
4,620 |
116 |
2,510 |
3,877 |
3,903 |
3,576 |
4,230 |
4,617 |
117 |
2,516 |
3,880 |
3,906 |
3,582 |
4,230 |
4,613 |
118 |
2,521 |
3,883 |
3,908 |
3,587 |
4,230 |
4,610 |
119 |
2,527 |
3,885 |
3,911 |
3,592 |
4,229 |
4,606 |
120 |
2,533 |
3,888 |
3,913 |
3,597 |
4,229 |
4,603 |
121 |
2,538 |
3,891 |
3,916 |
3,602 |
4,229 |
4,599 |
122 |
2,543 |
3,893 |
3,918 |
3,607 |
4,229 |
4,596 |
123 |
2,549 |
3,896 |
3,920 |
3,612 |
4,228 |
4,593 |
124 |
2,554 |
3,898 |
3,923 |
3,616 |
4,228 |
4,590 |
125 |
2,559 |
3,900 |
3,925 |
3,621 |
4,228 |
4,587 |
126 |
2,564 |
3,903 |
3,927 |
3,626 |
4,228 |
4,584 |
127 |
2,569 |
3,905 |
3,929 |
3,630 |
4,227 |
4,581 |
128 |
2,574 |
3,907 |
3,931 |
3,635 |
4,227 |
4,578 |
129 |
2,579 |
3,910 |
3,933 |
3,639 |
4,227 |
4,575 |
130 |
2,584 |
3,912 |
3,935 |
3,643 |
4,227 |
4,572 |
131 |
2,588 |
3,914 |
3,937 |
3,648 |
4,227 |
4,569 |
132 |
2,593 |
3,916 |
3,939 |
3,652 |
4,226 |
4,566 |
133 |
2,598 |
3,918 |
3,941 |
3,656 |
4,226 |
4,563 |
134 |
2,602 |
3,920 |
3,943 |
3,660 |
4,226 |
4,561 |
135 |
2,607 |
3,923 |
3,945 |
3,664 |
4,226 |
4,558 |
136 |
2,611 |
3,925 |
3,947 |
3,668 |
4,226 |
4,555 |
137 |
2,615 |
3,927 |
3,949 |
3,672 |
4,225 |
4,553 |
138 |
2,619 |
3,929 |
3,951 |
3,675 |
4,225 |
4,550 |
139 |
2,624 |
3,931 |
3,952 |
3,679 |
4,225 |
4,548 |
140 |
2,628 |
3,932 |
3,954 |
3,683 |
4,225 |
4,545 |
141 |
2,632 |
3,934 |
3,956 |
3,687 |
4,225 |
4,543 |
142 |
2,636 |
3,936 |
3,958 |
3,690 |
4,225 |
4,540 |
143 |
2,640 |
3,938 |
3,959 |
3,694 |
4,224 |
4,538 |
144 |
2,644 |
3,940 |
3,961 |
3,697 |
4,224 |
4,536 |
145 |
2,647 |
3,942 |
3,963 |
3,701 |
4,224 |
4,533 |
146 |
2,651 |
3,943 |
3,964 |
3,704 |
4,224 |
4,531 |
147 |
2,655 |
3,945 |
3,966 |
3,708 |
4,224 |
4,529 |
148 |
2,659 |
3,947 |
3,967 |
3,711 |
4,224 |
4,526 |
149 |
2,662 |
3,949 |
3,969 |
3,714 |
4,223 |
4,524 |
150 |
2,666 |
3,950 |
3,971 |
3,717 |
4,223 |
4,522 |
Term to maturity (in years) |
Hong Kong dollar (%) |
Indian rupee (%) |
Mexican peso (%) |
New Taiwan dollar (%) |
New Zealand dollar (%) |
Rand (%) |
1 |
0,944 |
6,002 |
7,054 |
0,402 |
1,886 |
7,022 |
2 |
1,167 |
6,058 |
6,695 |
0,497 |
2,124 |
6,964 |
3 |
1,361 |
6,130 |
6,565 |
0,580 |
2,344 |
7,051 |
4 |
1,484 |
6,214 |
6,572 |
0,656 |
2,529 |
7,199 |
5 |
1,595 |
6,295 |
6,645 |
0,731 |
2,690 |
7,362 |
6 |
1,687 |
6,376 |
6,766 |
0,816 |
2,829 |
7,529 |
7 |
1,766 |
6,434 |
6,887 |
0,877 |
2,949 |
7,688 |
8 |
1,838 |
6,492 |
6,979 |
0,947 |
3,049 |
7,839 |
9 |
1,902 |
6,538 |
7,057 |
1,014 |
3,138 |
7,979 |
10 |
1,959 |
6,569 |
7,136 |
1,078 |
3,211 |
8,100 |
11 |
2,007 |
6,583 |
7,223 |
1,154 |
3,280 |
8,204 |
12 |
2,045 |
6,584 |
7,315 |
1,239 |
3,342 |
8,287 |
13 |
2,075 |
6,575 |
7,407 |
1,329 |
3,394 |
8,346 |
14 |
2,102 |
6,560 |
7,496 |
1,421 |
3,442 |
8,380 |
15 |
2,133 |
6,540 |
7,580 |
1,512 |
3,493 |
8,392 |
16 |
2,171 |
6,516 |
7,657 |
1,601 |
3,549 |
8,383 |
17 |
2,214 |
6,490 |
7,725 |
1,688 |
3,607 |
8,356 |
18 |
2,261 |
6,462 |
7,780 |
1,772 |
3,665 |
8,317 |
19 |
2,309 |
6,434 |
7,821 |
1,853 |
3,719 |
8,268 |
20 |
2,358 |
6,405 |
7,844 |
1,930 |
3,768 |
8,212 |
21 |
2,407 |
6,375 |
7,850 |
2,004 |
3,811 |
8,151 |
22 |
2,456 |
6,346 |
7,841 |
2,074 |
3,848 |
8,087 |
23 |
2,504 |
6,318 |
7,820 |
2,142 |
3,880 |
8,021 |
24 |
2,550 |
6,289 |
7,790 |
2,206 |
3,908 |
7,953 |
25 |
2,595 |
6,262 |
7,753 |
2,267 |
3,932 |
7,886 |
26 |
2,639 |
6,235 |
7,711 |
2,325 |
3,954 |
7,819 |
27 |
2,682 |
6,208 |
7,665 |
2,381 |
3,973 |
7,752 |
28 |
2,723 |
6,183 |
7,616 |
2,434 |
3,989 |
7,687 |
29 |
2,762 |
6,158 |
7,566 |
2,484 |
4,004 |
7,623 |
30 |
2,800 |
6,134 |
7,515 |
2,532 |
4,017 |
7,561 |
31 |
2,837 |
6,111 |
7,464 |
2,578 |
4,029 |
7,501 |
32 |
2,872 |
6,089 |
7,413 |
2,622 |
4,040 |
7,442 |
33 |
2,906 |
6,067 |
7,363 |
2,664 |
4,049 |
7,386 |
34 |
2,938 |
6,046 |
7,313 |
2,703 |
4,057 |
7,331 |
35 |
2,969 |
6,026 |
7,264 |
2,742 |
4,065 |
7,278 |
36 |
2,999 |
6,007 |
7,217 |
2,778 |
4,072 |
7,228 |
37 |
3,028 |
5,988 |
7,170 |
2,813 |
4,078 |
7,179 |
38 |
3,055 |
5,970 |
7,125 |
2,846 |
4,084 |
7,132 |
39 |
3,082 |
5,953 |
7,082 |
2,878 |
4,089 |
7,086 |
40 |
3,107 |
5,936 |
7,040 |
2,909 |
4,094 |
7,043 |
41 |
3,132 |
5,920 |
6,999 |
2,938 |
4,098 |
7,001 |
42 |
3,155 |
5,904 |
6,959 |
2,966 |
4,102 |
6,961 |
43 |
3,178 |
5,889 |
6,921 |
2,993 |
4,105 |
6,922 |
44 |
3,199 |
5,875 |
6,884 |
3,019 |
4,109 |
6,885 |
45 |
3,220 |
5,861 |
6,849 |
3,044 |
4,112 |
6,849 |
46 |
3,240 |
5,848 |
6,815 |
3,068 |
4,115 |
6,814 |
47 |
3,260 |
5,835 |
6,782 |
3,091 |
4,117 |
6,781 |
48 |
3,278 |
5,822 |
6,750 |
3,113 |
4,120 |
6,749 |
49 |
3,296 |
5,810 |
6,719 |
3,135 |
4,122 |
6,718 |
50 |
3,314 |
5,799 |
6,690 |
3,155 |
4,124 |
6,688 |
51 |
3,330 |
5,788 |
6,661 |
3,175 |
4,126 |
6,660 |
52 |
3,347 |
5,777 |
6,633 |
3,194 |
4,128 |
6,632 |
53 |
3,362 |
5,766 |
6,607 |
3,213 |
4,130 |
6,605 |
54 |
3,377 |
5,756 |
6,581 |
3,230 |
4,131 |
6,580 |
55 |
3,392 |
5,746 |
6,556 |
3,248 |
4,133 |
6,555 |
56 |
3,406 |
5,737 |
6,532 |
3,264 |
4,134 |
6,531 |
57 |
3,419 |
5,728 |
6,509 |
3,280 |
4,136 |
6,508 |
58 |
3,433 |
5,719 |
6,487 |
3,296 |
4,137 |
6,485 |
59 |
3,445 |
5,710 |
6,465 |
3,311 |
4,138 |
6,463 |
60 |
3,458 |
5,702 |
6,444 |
3,326 |
4,140 |
6,443 |
61 |
3,470 |
5,694 |
6,424 |
3,340 |
4,141 |
6,422 |
62 |
3,481 |
5,686 |
6,404 |
3,353 |
4,142 |
6,402 |
63 |
3,493 |
5,678 |
6,385 |
3,367 |
4,143 |
6,383 |
64 |
3,503 |
5,671 |
6,366 |
3,379 |
4,144 |
6,365 |
65 |
3,514 |
5,664 |
6,348 |
3,392 |
4,145 |
6,347 |
66 |
3,524 |
5,657 |
6,331 |
3,404 |
4,146 |
6,330 |
67 |
3,534 |
5,650 |
6,314 |
3,416 |
4,147 |
6,313 |
68 |
3,544 |
5,643 |
6,298 |
3,427 |
4,148 |
6,296 |
69 |
3,553 |
5,637 |
6,282 |
3,438 |
4,148 |
6,280 |
70 |
3,563 |
5,631 |
6,266 |
3,449 |
4,149 |
6,265 |
71 |
3,571 |
5,625 |
6,251 |
3,460 |
4,150 |
6,250 |
72 |
3,580 |
5,619 |
6,236 |
3,470 |
4,151 |
6,235 |
73 |
3,589 |
5,613 |
6,222 |
3,480 |
4,151 |
6,221 |
74 |
3,597 |
5,608 |
6,208 |
3,489 |
4,152 |
6,207 |
75 |
3,605 |
5,602 |
6,195 |
3,499 |
4,153 |
6,194 |
76 |
3,613 |
5,597 |
6,182 |
3,508 |
4,154 |
6,181 |
77 |
3,620 |
5,592 |
6,169 |
3,517 |
4,154 |
6,168 |
78 |
3,628 |
5,587 |
6,156 |
3,526 |
4,155 |
6,155 |
79 |
3,635 |
5,582 |
6,144 |
3,534 |
4,155 |
6,143 |
80 |
3,642 |
5,577 |
6,132 |
3,542 |
4,156 |
6,131 |
81 |
3,649 |
5,573 |
6,121 |
3,550 |
4,156 |
6,120 |
82 |
3,655 |
5,568 |
6,110 |
3,558 |
4,157 |
6,109 |
83 |
3,662 |
5,564 |
6,099 |
3,566 |
4,158 |
6,098 |
84 |
3,668 |
5,559 |
6,088 |
3,574 |
4,158 |
6,087 |
85 |
3,674 |
5,555 |
6,077 |
3,581 |
4,159 |
6,076 |
86 |
3,681 |
5,551 |
6,067 |
3,588 |
4,159 |
6,066 |
87 |
3,687 |
5,547 |
6,057 |
3,595 |
4,160 |
6,056 |
88 |
3,692 |
5,543 |
6,047 |
3,602 |
4,160 |
6,046 |
89 |
3,698 |
5,539 |
6,038 |
3,609 |
4,160 |
6,037 |
90 |
3,704 |
5,535 |
6,028 |
3,615 |
4,161 |
6,028 |
91 |
3,709 |
5,532 |
6,019 |
3,622 |
4,161 |
6,018 |
92 |
3,714 |
5,528 |
6,010 |
3,628 |
4,162 |
6,010 |
93 |
3,720 |
5,525 |
6,002 |
3,634 |
4,162 |
6,001 |
94 |
3,725 |
5,521 |
5,993 |
3,640 |
4,163 |
5,992 |
95 |
3,730 |
5,518 |
5,985 |
3,646 |
4,163 |
5,984 |
96 |
3,735 |
5,514 |
5,976 |
3,652 |
4,163 |
5,976 |
97 |
3,739 |
5,511 |
5,968 |
3,657 |
4,164 |
5,968 |
98 |
3,744 |
5,508 |
5,961 |
3,663 |
4,164 |
5,960 |
99 |
3,749 |
5,505 |
5,953 |
3,668 |
4,165 |
5,952 |
100 |
3,753 |
5,502 |
5,945 |
3,673 |
4,165 |
5,945 |
101 |
3,757 |
5,499 |
5,938 |
3,679 |
4,165 |
5,937 |
102 |
3,762 |
5,496 |
5,931 |
3,684 |
4,166 |
5,930 |
103 |
3,766 |
5,493 |
5,924 |
3,689 |
4,166 |
5,923 |
104 |
3,770 |
5,490 |
5,917 |
3,694 |
4,166 |
5,916 |
105 |
3,774 |
5,487 |
5,910 |
3,698 |
4,167 |
5,909 |
106 |
3,778 |
5,485 |
5,903 |
3,703 |
4,167 |
5,902 |
107 |
3,782 |
5,482 |
5,896 |
3,708 |
4,167 |
5,896 |
108 |
3,786 |
5,479 |
5,890 |
3,712 |
4,167 |
5,889 |
109 |
3,790 |
5,477 |
5,884 |
3,717 |
4,168 |
5,883 |
110 |
3,794 |
5,474 |
5,877 |
3,721 |
4,168 |
5,877 |
111 |
3,797 |
5,472 |
5,871 |
3,726 |
4,168 |
5,871 |
112 |
3,801 |
5,469 |
5,865 |
3,730 |
4,169 |
5,865 |
113 |
3,804 |
5,467 |
5,859 |
3,734 |
4,169 |
5,859 |
114 |
3,808 |
5,465 |
5,853 |
3,738 |
4,169 |
5,853 |
115 |
3,811 |
5,462 |
5,848 |
3,742 |
4,169 |
5,847 |
116 |
3,815 |
5,460 |
5,842 |
3,746 |
4,170 |
5,842 |
117 |
3,818 |
5,458 |
5,837 |
3,750 |
4,170 |
5,836 |
118 |
3,821 |
5,456 |
5,831 |
3,754 |
4,170 |
5,831 |
119 |
3,824 |
5,454 |
5,826 |
3,757 |
4,170 |
5,825 |
120 |
3,827 |
5,451 |
5,821 |
3,761 |
4,171 |
5,820 |
121 |
3,830 |
5,449 |
5,816 |
3,765 |
4,171 |
5,815 |
122 |
3,834 |
5,447 |
5,811 |
3,768 |
4,171 |
5,810 |
123 |
3,836 |
5,445 |
5,806 |
3,772 |
4,171 |
5,805 |
124 |
3,839 |
5,443 |
5,801 |
3,775 |
4,172 |
5,800 |
125 |
3,842 |
5,441 |
5,796 |
3,779 |
4,172 |
5,795 |
126 |
3,845 |
5,439 |
5,791 |
3,782 |
4,172 |
5,790 |
127 |
3,848 |
5,438 |
5,786 |
3,785 |
4,172 |
5,786 |
128 |
3,851 |
5,436 |
5,782 |
3,788 |
4,173 |
5,781 |
129 |
3,853 |
5,434 |
5,777 |
3,792 |
4,173 |
5,777 |
130 |
3,856 |
5,432 |
5,773 |
3,795 |
4,173 |
5,772 |
131 |
3,859 |
5,430 |
5,768 |
3,798 |
4,173 |
5,768 |
132 |
3,861 |
5,429 |
5,764 |
3,801 |
4,173 |
5,764 |
133 |
3,864 |
5,427 |
5,760 |
3,804 |
4,174 |
5,759 |
134 |
3,866 |
5,425 |
5,756 |
3,807 |
4,174 |
5,755 |
135 |
3,869 |
5,423 |
5,752 |
3,810 |
4,174 |
5,751 |
136 |
3,871 |
5,422 |
5,748 |
3,813 |
4,174 |
5,747 |
137 |
3,874 |
5,420 |
5,743 |
3,815 |
4,174 |
5,743 |
138 |
3,876 |
5,419 |
5,740 |
3,818 |
4,175 |
5,739 |
139 |
3,878 |
5,417 |
5,736 |
3,821 |
4,175 |
5,735 |
140 |
3,881 |
5,415 |
5,732 |
3,824 |
4,175 |
5,731 |
141 |
3,883 |
5,414 |
5,728 |
3,826 |
4,175 |
5,728 |
142 |
3,885 |
5,412 |
5,724 |
3,829 |
4,175 |
5,724 |
143 |
3,887 |
5,411 |
5,721 |
3,832 |
4,175 |
5,720 |
144 |
3,889 |
5,410 |
5,717 |
3,834 |
4,176 |
5,716 |
145 |
3,892 |
5,408 |
5,713 |
3,837 |
4,176 |
5,713 |
146 |
3,894 |
5,407 |
5,710 |
3,839 |
4,176 |
5,709 |
147 |
3,896 |
5,405 |
5,706 |
3,842 |
4,176 |
5,706 |
148 |
3,898 |
5,404 |
5,703 |
3,844 |
4,176 |
5,702 |
149 |
3,900 |
5,402 |
5,700 |
3,846 |
4,176 |
5,699 |
150 |
3,902 |
5,401 |
5,696 |
3,849 |
4,177 |
5,696 |
Term to maturity (in years) |
Real (%) |
Renminbi-yuan (%) |
Ringgit (%) |
Russian rouble (%) |
Singapore dollar (%) |
South Korean won (%) |
1 |
7,977 |
3,223 |
3,316 |
8,615 |
0,905 |
1,362 |
2 |
8,464 |
3,283 |
3,389 |
8,162 |
1,141 |
1,464 |
3 |
9,003 |
3,381 |
3,465 |
7,941 |
1,339 |
1,533 |
4 |
9,289 |
3,475 |
3,505 |
7,803 |
1,509 |
1,594 |
5 |
9,460 |
3,545 |
3,559 |
7,694 |
1,653 |
1,639 |
6 |
9,583 |
3,702 |
3,617 |
7,630 |
1,787 |
1,670 |
7 |
9,679 |
3,852 |
3,676 |
7,587 |
1,909 |
1,699 |
8 |
9,730 |
3,926 |
3,737 |
7,541 |
2,015 |
1,731 |
9 |
9,750 |
3,951 |
3,795 |
7,487 |
2,103 |
1,761 |
10 |
9,766 |
3,958 |
3,849 |
7,424 |
2,171 |
1,786 |
11 |
9,751 |
3,962 |
3,898 |
7,352 |
2,219 |
1,804 |
12 |
9,707 |
3,967 |
3,945 |
7,274 |
2,260 |
1,815 |
13 |
9,641 |
3,971 |
3,994 |
7,192 |
2,298 |
1,820 |
14 |
9,560 |
3,976 |
4,045 |
7,109 |
2,332 |
1,818 |
15 |
9,469 |
3,981 |
4,097 |
7,025 |
2,358 |
1,813 |
16 |
9,370 |
3,985 |
4,148 |
6,942 |
2,375 |
1,805 |
17 |
9,267 |
3,990 |
4,196 |
6,859 |
2,387 |
1,799 |
18 |
9,161 |
3,995 |
4,241 |
6,779 |
2,399 |
1,798 |
19 |
9,054 |
3,999 |
4,280 |
6,701 |
2,414 |
1,806 |
20 |
8,947 |
4,003 |
4,314 |
6,625 |
2,433 |
1,824 |
21 |
8,842 |
4,008 |
4,341 |
6,551 |
2,458 |
1,852 |
22 |
8,738 |
4,012 |
4,363 |
6,480 |
2,487 |
1,889 |
23 |
8,636 |
4,016 |
4,380 |
6,412 |
2,520 |
1,931 |
24 |
8,538 |
4,020 |
4,394 |
6,346 |
2,555 |
1,976 |
25 |
8,442 |
4,024 |
4,404 |
6,283 |
2,591 |
2,024 |
26 |
8,349 |
4,027 |
4,412 |
6,223 |
2,627 |
2,073 |
27 |
8,260 |
4,031 |
4,418 |
6,165 |
2,664 |
2,123 |
28 |
8,173 |
4,035 |
4,422 |
6,109 |
2,700 |
2,173 |
29 |
8,090 |
4,038 |
4,425 |
6,056 |
2,736 |
2,222 |
30 |
8,011 |
4,041 |
4,426 |
6,004 |
2,771 |
2,270 |
31 |
7,934 |
4,044 |
4,427 |
5,956 |
2,806 |
2,317 |
32 |
7,861 |
4,048 |
4,427 |
5,909 |
2,839 |
2,363 |
33 |
7,790 |
4,051 |
4,426 |
5,864 |
2,872 |
2,408 |
34 |
7,722 |
4,054 |
4,424 |
5,821 |
2,904 |
2,451 |
35 |
7,658 |
4,056 |
4,423 |
5,780 |
2,934 |
2,493 |
36 |
7,596 |
4,059 |
4,420 |
5,740 |
2,964 |
2,533 |
37 |
7,536 |
4,062 |
4,418 |
5,703 |
2,992 |
2,573 |
38 |
7,479 |
4,064 |
4,415 |
5,666 |
3,020 |
2,610 |
39 |
7,424 |
4,067 |
4,412 |
5,632 |
3,047 |
2,647 |
40 |
7,372 |
4,069 |
4,409 |
5,598 |
3,072 |
2,682 |
41 |
7,322 |
4,072 |
4,406 |
5,566 |
3,097 |
2,715 |
42 |
7,274 |
4,074 |
4,403 |
5,536 |
3,121 |
2,748 |
43 |
7,227 |
4,076 |
4,400 |
5,506 |
3,144 |
2,779 |
44 |
7,183 |
4,079 |
4,397 |
5,478 |
3,166 |
2,809 |
45 |
7,140 |
4,081 |
4,394 |
5,451 |
3,188 |
2,838 |
46 |
7,099 |
4,083 |
4,391 |
5,425 |
3,208 |
2,866 |
47 |
7,060 |
4,085 |
4,388 |
5,400 |
3,228 |
2,893 |
48 |
7,022 |
4,087 |
4,385 |
5,375 |
3,247 |
2,919 |
49 |
6,985 |
4,089 |
4,381 |
5,352 |
3,266 |
2,944 |
50 |
6,950 |
4,090 |
4,378 |
5,330 |
3,284 |
2,969 |
51 |
6,916 |
4,092 |
4,376 |
5,308 |
3,301 |
2,992 |
52 |
6,883 |
4,094 |
4,373 |
5,287 |
3,318 |
3,015 |
53 |
6,852 |
4,096 |
4,370 |
5,267 |
3,334 |
3,036 |
54 |
6,822 |
4,097 |
4,367 |
5,247 |
3,349 |
3,057 |
55 |
6,792 |
4,099 |
4,364 |
5,229 |
3,365 |
3,078 |
56 |
6,764 |
4,100 |
4,362 |
5,210 |
3,379 |
3,097 |
57 |
6,737 |
4,102 |
4,359 |
5,193 |
3,393 |
3,116 |
58 |
6,710 |
4,103 |
4,357 |
5,176 |
3,407 |
3,134 |
59 |
6,685 |
4,105 |
4,354 |
5,160 |
3,420 |
3,152 |
60 |
6,660 |
4,106 |
4,352 |
5,144 |
3,433 |
3,169 |
61 |
6,636 |
4,108 |
4,350 |
5,128 |
3,445 |
3,186 |
62 |
6,613 |
4,109 |
4,347 |
5,113 |
3,457 |
3,202 |
63 |
6,590 |
4,110 |
4,345 |
5,099 |
3,469 |
3,218 |
64 |
6,569 |
4,112 |
4,343 |
5,085 |
3,480 |
3,233 |
65 |
6,547 |
4,113 |
4,341 |
5,071 |
3,491 |
3,248 |
66 |
6,527 |
4,114 |
4,339 |
5,058 |
3,502 |
3,262 |
67 |
6,507 |
4,115 |
4,337 |
5,045 |
3,512 |
3,276 |
68 |
6,488 |
4,116 |
4,335 |
5,033 |
3,522 |
3,289 |
69 |
6,469 |
4,117 |
4,333 |
5,021 |
3,532 |
3,302 |
70 |
6,451 |
4,119 |
4,331 |
5,009 |
3,541 |
3,315 |
71 |
6,433 |
4,120 |
4,329 |
4,998 |
3,550 |
3,328 |
72 |
6,416 |
4,121 |
4,327 |
4,987 |
3,559 |
3,340 |
73 |
6,399 |
4,122 |
4,326 |
4,976 |
3,568 |
3,351 |
74 |
6,383 |
4,123 |
4,324 |
4,965 |
3,576 |
3,363 |
75 |
6,367 |
4,124 |
4,322 |
4,955 |
3,585 |
3,374 |
76 |
6,352 |
4,125 |
4,321 |
4,945 |
3,593 |
3,385 |
77 |
6,337 |
4,126 |
4,319 |
4,936 |
3,601 |
3,395 |
78 |
6,322 |
4,126 |
4,318 |
4,926 |
3,608 |
3,405 |
79 |
6,308 |
4,127 |
4,316 |
4,917 |
3,616 |
3,415 |
80 |
6,294 |
4,128 |
4,315 |
4,908 |
3,623 |
3,425 |
81 |
6,280 |
4,129 |
4,314 |
4,899 |
3,630 |
3,435 |
82 |
6,267 |
4,130 |
4,312 |
4,891 |
3,637 |
3,444 |
83 |
6,254 |
4,131 |
4,311 |
4,882 |
3,644 |
3,453 |
84 |
6,242 |
4,131 |
4,309 |
4,874 |
3,650 |
3,462 |
85 |
6,229 |
4,132 |
4,308 |
4,866 |
3,657 |
3,471 |
86 |
6,217 |
4,133 |
4,307 |
4,859 |
3,663 |
3,479 |
87 |
6,206 |
4,134 |
4,306 |
4,851 |
3,669 |
3,487 |
88 |
6,194 |
4,134 |
4,305 |
4,844 |
3,675 |
3,495 |
89 |
6,183 |
4,135 |
4,303 |
4,836 |
3,681 |
3,503 |
90 |
6,172 |
4,136 |
4,302 |
4,829 |
3,687 |
3,511 |
91 |
6,161 |
4,137 |
4,301 |
4,822 |
3,693 |
3,518 |
92 |
6,151 |
4,137 |
4,300 |
4,815 |
3,698 |
3,526 |
93 |
6,140 |
4,138 |
4,299 |
4,809 |
3,703 |
3,533 |
94 |
6,130 |
4,139 |
4,298 |
4,802 |
3,709 |
3,540 |
95 |
6,121 |
4,139 |
4,297 |
4,796 |
3,714 |
3,547 |
96 |
6,111 |
4,140 |
4,296 |
4,790 |
3,719 |
3,554 |
97 |
6,101 |
4,140 |
4,295 |
4,784 |
3,724 |
3,560 |
98 |
6,092 |
4,141 |
4,294 |
4,778 |
3,729 |
3,567 |
99 |
6,083 |
4,142 |
4,293 |
4,772 |
3,733 |
3,573 |
100 |
6,074 |
4,142 |
4,292 |
4,766 |
3,738 |
3,580 |
101 |
6,066 |
4,143 |
4,291 |
4,760 |
3,743 |
3,586 |
102 |
6,057 |
4,143 |
4,290 |
4,755 |
3,747 |
3,592 |
103 |
6,049 |
4,144 |
4,289 |
4,750 |
3,751 |
3,598 |
104 |
6,041 |
4,144 |
4,288 |
4,744 |
3,756 |
3,603 |
105 |
6,033 |
4,145 |
4,288 |
4,739 |
3,760 |
3,609 |
106 |
6,025 |
4,145 |
4,287 |
4,734 |
3,764 |
3,615 |
107 |
6,017 |
4,146 |
4,286 |
4,729 |
3,768 |
3,620 |
108 |
6,009 |
4,146 |
4,285 |
4,724 |
3,772 |
3,625 |
109 |
6,002 |
4,147 |
4,284 |
4,719 |
3,776 |
3,631 |
110 |
5,995 |
4,147 |
4,284 |
4,715 |
3,780 |
3,636 |
111 |
5,987 |
4,148 |
4,283 |
4,710 |
3,784 |
3,641 |
112 |
5,980 |
4,148 |
4,282 |
4,705 |
3,787 |
3,646 |
113 |
5,973 |
4,149 |
4,281 |
4,701 |
3,791 |
3,651 |
114 |
5,967 |
4,149 |
4,281 |
4,696 |
3,795 |
3,656 |
115 |
5,960 |
4,150 |
4,280 |
4,692 |
3,798 |
3,660 |
116 |
5,953 |
4,150 |
4,279 |
4,688 |
3,802 |
3,665 |
117 |
5,947 |
4,150 |
4,279 |
4,684 |
3,805 |
3,670 |
118 |
5,940 |
4,151 |
4,278 |
4,680 |
3,808 |
3,674 |
119 |
5,934 |
4,151 |
4,277 |
4,676 |
3,812 |
3,678 |
120 |
5,928 |
4,152 |
4,277 |
4,672 |
3,815 |
3,683 |
121 |
5,922 |
4,152 |
4,276 |
4,668 |
3,818 |
3,687 |
122 |
5,916 |
4,152 |
4,275 |
4,664 |
3,821 |
3,691 |
123 |
5,910 |
4,153 |
4,275 |
4,660 |
3,824 |
3,695 |
124 |
5,905 |
4,153 |
4,274 |
4,656 |
3,827 |
3,699 |
125 |
5,899 |
4,154 |
4,274 |
4,653 |
3,830 |
3,703 |
126 |
5,893 |
4,154 |
4,273 |
4,649 |
3,833 |
3,707 |
127 |
5,888 |
4,154 |
4,272 |
4,645 |
3,836 |
3,711 |
128 |
5,882 |
4,155 |
4,272 |
4,642 |
3,839 |
3,715 |
129 |
5,877 |
4,155 |
4,271 |
4,639 |
3,842 |
3,719 |
130 |
5,872 |
4,155 |
4,271 |
4,635 |
3,844 |
3,722 |
131 |
5,867 |
4,156 |
4,270 |
4,632 |
3,847 |
3,726 |
132 |
5,862 |
4,156 |
4,270 |
4,629 |
3,850 |
3,730 |
133 |
5,857 |
4,156 |
4,269 |
4,625 |
3,852 |
3,733 |
134 |
5,852 |
4,157 |
4,269 |
4,622 |
3,855 |
3,737 |
135 |
5,847 |
4,157 |
4,268 |
4,619 |
3,858 |
3,740 |
136 |
5,842 |
4,157 |
4,268 |
4,616 |
3,860 |
3,743 |
137 |
5,837 |
4,158 |
4,267 |
4,613 |
3,863 |
3,747 |
138 |
5,833 |
4,158 |
4,267 |
4,610 |
3,865 |
3,750 |
139 |
5,828 |
4,158 |
4,266 |
4,607 |
3,867 |
3,753 |
140 |
5,824 |
4,159 |
4,266 |
4,604 |
3,870 |
3,756 |
141 |
5,819 |
4,159 |
4,265 |
4,601 |
3,872 |
3,760 |
142 |
5,815 |
4,159 |
4,265 |
4,598 |
3,874 |
3,763 |
143 |
5,811 |
4,159 |
4,264 |
4,596 |
3,877 |
3,766 |
144 |
5,806 |
4,160 |
4,264 |
4,593 |
3,879 |
3,769 |
145 |
5,802 |
4,160 |
4,263 |
4,590 |
3,881 |
3,772 |
146 |
5,798 |
4,160 |
4,263 |
4,587 |
3,883 |
3,775 |
147 |
5,794 |
4,161 |
4,263 |
4,585 |
3,886 |
3,778 |
148 |
5,790 |
4,161 |
4,262 |
4,582 |
3,888 |
3,780 |
149 |
5,786 |
4,161 |
4,262 |
4,580 |
3,890 |
3,783 |
150 |
5,782 |
4,161 |
4,261 |
4,577 |
3,892 |
3,786 |
Term to maturity (in years) |
Turkish lira (%) |
US dollar (%) |
Yen (%) |
1 |
12,008 |
1,312 |
– 0,069 |
2 |
11,608 |
1,475 |
– 0,055 |
3 |
11,526 |
1,611 |
– 0,038 |
4 |
11,384 |
1,725 |
– 0,018 |
5 |
11,324 |
1,825 |
0,006 |
6 |
11,206 |
1,911 |
0,034 |
7 |
11,056 |
1,987 |
0,064 |
8 |
10,918 |
2,042 |
0,095 |
9 |
10,788 |
2,115 |
0,128 |
10 |
10,655 |
2,168 |
0,162 |
11 |
10,515 |
2,211 |
0,200 |
12 |
10,368 |
2,251 |
0,241 |
13 |
10,219 |
2,284 |
0,284 |
14 |
10,069 |
2,312 |
0,329 |
15 |
9,920 |
2,335 |
0,372 |
16 |
9,774 |
2,356 |
0,414 |
17 |
9,630 |
2,374 |
0,454 |
18 |
9,490 |
2,390 |
0,491 |
19 |
9,354 |
2,404 |
0,527 |
20 |
9,222 |
2,415 |
0,560 |
21 |
9,095 |
2,424 |
0,590 |
22 |
8,973 |
2,431 |
0,617 |
23 |
8,855 |
2,437 |
0,640 |
24 |
8,742 |
2,441 |
0,660 |
25 |
8,634 |
2,443 |
0,675 |
26 |
8,531 |
2,445 |
0,686 |
27 |
8,431 |
2,445 |
0,696 |
28 |
8,337 |
2,445 |
0,707 |
29 |
8,246 |
2,444 |
0,722 |
30 |
8,159 |
2,443 |
0,742 |
31 |
8,077 |
2,441 |
0,769 |
32 |
7,997 |
2,439 |
0,800 |
33 |
7,922 |
2,437 |
0,835 |
34 |
7,850 |
2,434 |
0,872 |
35 |
7,780 |
2,430 |
0,911 |
36 |
7,714 |
2,426 |
0,952 |
37 |
7,651 |
2,421 |
0,993 |
38 |
7,591 |
2,415 |
1,034 |
39 |
7,533 |
2,408 |
1,074 |
40 |
7,478 |
2,400 |
1,115 |
41 |
7,424 |
2,391 |
1,155 |
42 |
7,374 |
2,381 |
1,194 |
43 |
7,325 |
2,372 |
1,233 |
44 |
7,278 |
2,364 |
1,271 |
45 |
7,233 |
2,357 |
1,308 |
46 |
7,190 |
2,353 |
1,344 |
47 |
7,148 |
2,351 |
1,379 |
48 |
7,108 |
2,353 |
1,413 |
49 |
7,070 |
2,357 |
1,446 |
50 |
7,033 |
2,364 |
1,478 |
51 |
6,998 |
2,374 |
1,509 |
52 |
6,963 |
2,387 |
1,539 |
53 |
6,930 |
2,402 |
1,569 |
54 |
6,898 |
2,419 |
1,597 |
55 |
6,868 |
2,437 |
1,625 |
56 |
6,838 |
2,456 |
1,651 |
57 |
6,809 |
2,476 |
1,677 |
58 |
6,782 |
2,497 |
1,703 |
59 |
6,755 |
2,517 |
1,727 |
60 |
6,729 |
2,538 |
1,751 |
61 |
6,704 |
2,560 |
1,774 |
62 |
6,680 |
2,581 |
1,796 |
63 |
6,656 |
2,602 |
1,818 |
64 |
6,633 |
2,622 |
1,839 |
65 |
6,611 |
2,643 |
1,860 |
66 |
6,590 |
2,664 |
1,879 |
67 |
6,569 |
2,684 |
1,899 |
68 |
6,549 |
2,704 |
1,918 |
69 |
6,529 |
2,723 |
1,936 |
70 |
6,510 |
2,742 |
1,954 |
71 |
6,492 |
2,761 |
1,971 |
72 |
6,474 |
2,780 |
1,988 |
73 |
6,456 |
2,798 |
2,004 |
74 |
6,439 |
2,816 |
2,020 |
75 |
6,422 |
2,833 |
2,036 |
76 |
6,406 |
2,850 |
2,051 |
77 |
6,390 |
2,867 |
2,066 |
78 |
6,375 |
2,883 |
2,080 |
79 |
6,360 |
2,899 |
2,094 |
80 |
6,346 |
2,915 |
2,108 |
81 |
6,331 |
2,930 |
2,121 |
82 |
6,318 |
2,946 |
2,134 |
83 |
6,304 |
2,960 |
2,147 |
84 |
6,291 |
2,975 |
2,160 |
85 |
6,278 |
2,989 |
2,172 |
86 |
6,265 |
3,003 |
2,184 |
87 |
6,253 |
3,016 |
2,195 |
88 |
6,241 |
3,029 |
2,207 |
89 |
6,229 |
3,042 |
2,218 |
90 |
6,218 |
3,055 |
2,228 |
91 |
6,207 |
3,067 |
2,239 |
92 |
6,196 |
3,079 |
2,250 |
93 |
6,185 |
3,091 |
2,260 |
94 |
6,174 |
3,103 |
2,270 |
95 |
6,164 |
3,114 |
2,279 |
96 |
6,154 |
3,126 |
2,289 |
97 |
6,144 |
3,137 |
2,298 |
98 |
6,134 |
3,147 |
2,307 |
99 |
6,125 |
3,158 |
2,316 |
100 |
6,116 |
3,168 |
2,325 |
101 |
6,106 |
3,178 |
2,334 |
102 |
6,098 |
3,188 |
2,342 |
103 |
6,089 |
3,198 |
2,351 |
104 |
6,080 |
3,208 |
2,359 |
105 |
6,072 |
3,217 |
2,367 |
106 |
6,064 |
3,226 |
2,374 |
107 |
6,055 |
3,235 |
2,382 |
108 |
6,047 |
3,244 |
2,390 |
109 |
6,040 |
3,253 |
2,397 |
110 |
6,032 |
3,261 |
2,404 |
111 |
6,025 |
3,270 |
2,412 |
112 |
6,017 |
3,278 |
2,419 |
113 |
6,010 |
3,286 |
2,425 |
114 |
6,003 |
3,294 |
2,432 |
115 |
5,996 |
3,302 |
2,439 |
116 |
5,989 |
3,310 |
2,445 |
117 |
5,982 |
3,317 |
2,452 |
118 |
5,975 |
3,325 |
2,458 |
119 |
5,969 |
3,332 |
2,464 |
120 |
5,962 |
3,339 |
2,470 |
121 |
5,956 |
3,346 |
2,476 |
122 |
5,950 |
3,353 |
2,482 |
123 |
5,944 |
3,360 |
2,488 |
124 |
5,938 |
3,367 |
2,494 |
125 |
5,932 |
3,374 |
2,500 |
126 |
5,926 |
3,380 |
2,505 |
127 |
5,920 |
3,387 |
2,511 |
128 |
5,915 |
3,393 |
2,516 |
129 |
5,909 |
3,399 |
2,521 |
130 |
5,904 |
3,405 |
2,526 |
131 |
5,898 |
3,411 |
2,532 |
132 |
5,893 |
3,417 |
2,537 |
133 |
5,888 |
3,423 |
2,542 |
134 |
5,883 |
3,429 |
2,546 |
135 |
5,877 |
3,435 |
2,551 |
136 |
5,872 |
3,440 |
2,556 |
137 |
5,868 |
3,446 |
2,561 |
138 |
5,863 |
3,451 |
2,565 |
139 |
5,858 |
3,457 |
2,570 |
140 |
5,853 |
3,462 |
2,574 |
141 |
5,849 |
3,467 |
2,579 |
142 |
5,844 |
3,472 |
2,583 |
143 |
5,839 |
3,477 |
2,587 |
144 |
5,835 |
3,482 |
2,592 |
145 |
5,831 |
3,487 |
2,596 |
146 |
5,826 |
3,492 |
2,600 |
147 |
5,822 |
3,497 |
2,604 |
148 |
5,818 |
3,502 |
2,608 |
149 |
5,814 |
3,506 |
2,612 |
150 |
5,810 |
3,511 |
2,616 |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
1.
Exposures to central governments and central banks
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czech Republic |
Cyprus |
Denmark |
1 |
0 |
0 |
34 |
5 |
1 |
27 |
1 |
2 |
0 |
0 |
42 |
5 |
1 |
45 |
1 |
3 |
0 |
2 |
48 |
5 |
3 |
51 |
0 |
4 |
0 |
3 |
51 |
5 |
5 |
51 |
0 |
5 |
1 |
5 |
55 |
5 |
6 |
54 |
0 |
6 |
2 |
6 |
58 |
5 |
8 |
57 |
0 |
7 |
2 |
6 |
61 |
5 |
10 |
57 |
0 |
8 |
3 |
7 |
63 |
5 |
13 |
56 |
0 |
9 |
4 |
8 |
65 |
5 |
14 |
53 |
0 |
10 |
4 |
9 |
67 |
5 |
15 |
52 |
0 |
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
1 |
0 |
0 |
0 |
0 |
427 |
4 |
18 |
2 |
0 |
0 |
0 |
0 |
260 |
4 |
25 |
3 |
2 |
0 |
0 |
0 |
229 |
4 |
28 |
4 |
3 |
0 |
0 |
0 |
198 |
4 |
29 |
5 |
5 |
0 |
0 |
0 |
180 |
4 |
30 |
6 |
6 |
0 |
0 |
0 |
177 |
4 |
31 |
7 |
6 |
0 |
0 |
0 |
173 |
4 |
32 |
8 |
7 |
1 |
2 |
0 |
178 |
2 |
33 |
9 |
8 |
1 |
3 |
0 |
180 |
1 |
33 |
10 |
9 |
1 |
3 |
0 |
182 |
4 |
34 |
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Portugal |
1 |
6 |
6 |
6 |
0 |
18 |
0 |
27 |
2 |
14 |
12 |
12 |
0 |
25 |
0 |
45 |
3 |
18 |
16 |
16 |
0 |
28 |
0 |
51 |
4 |
20 |
18 |
18 |
0 |
29 |
0 |
51 |
5 |
22 |
20 |
20 |
0 |
30 |
0 |
54 |
6 |
23 |
21 |
21 |
0 |
31 |
0 |
56 |
7 |
25 |
23 |
23 |
0 |
32 |
0 |
57 |
8 |
26 |
24 |
24 |
2 |
33 |
0 |
56 |
9 |
28 |
25 |
25 |
3 |
33 |
0 |
53 |
10 |
29 |
25 |
26 |
3 |
34 |
1 |
52 |
Duration (in years) |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
Liechtenstein |
1 |
10 |
13 |
21 |
6 |
0 |
0 |
0 |
2 |
18 |
18 |
24 |
12 |
0 |
0 |
0 |
3 |
21 |
20 |
29 |
16 |
0 |
0 |
0 |
4 |
22 |
22 |
33 |
18 |
0 |
0 |
0 |
5 |
24 |
23 |
37 |
20 |
0 |
0 |
0 |
6 |
25 |
24 |
40 |
21 |
0 |
0 |
0 |
7 |
27 |
26 |
42 |
23 |
0 |
0 |
0 |
8 |
29 |
27 |
43 |
24 |
0 |
0 |
0 |
9 |
30 |
27 |
44 |
25 |
0 |
0 |
0 |
10 |
27 |
27 |
43 |
26 |
0 |
0 |
0 |
Duration (in years) |
Norway |
Australia |
Brazil |
Canada |
Chile |
China |
Colombia |
1 |
0 |
0 |
12 |
0 |
17 |
0 |
11 |
2 |
0 |
0 |
12 |
0 |
19 |
0 |
19 |
3 |
0 |
0 |
12 |
0 |
18 |
1 |
30 |
4 |
0 |
0 |
12 |
0 |
17 |
2 |
39 |
5 |
0 |
0 |
12 |
0 |
16 |
2 |
41 |
6 |
0 |
0 |
12 |
0 |
15 |
3 |
44 |
7 |
0 |
0 |
12 |
0 |
14 |
4 |
46 |
8 |
0 |
0 |
12 |
0 |
15 |
8 |
44 |
9 |
0 |
0 |
12 |
0 |
16 |
5 |
41 |
10 |
0 |
0 |
12 |
0 |
13 |
5 |
44 |
Duration (in years) |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
New Zealand |
Russia |
1 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
2 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
3 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
4 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
5 |
0 |
9 |
0 |
0 |
10 |
0 |
2 |
6 |
0 |
9 |
0 |
0 |
10 |
0 |
6 |
7 |
0 |
9 |
0 |
0 |
10 |
0 |
8 |
8 |
0 |
9 |
0 |
0 |
10 |
0 |
13 |
9 |
0 |
9 |
1 |
0 |
10 |
0 |
19 |
10 |
0 |
9 |
1 |
0 |
10 |
0 |
19 |
Duration (in years) |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
United States |
1 |
0 |
3 |
10 |
0 |
4 |
0 |
2 |
0 |
7 |
12 |
0 |
4 |
0 |
3 |
0 |
7 |
12 |
0 |
4 |
0 |
4 |
0 |
6 |
14 |
0 |
4 |
0 |
5 |
0 |
5 |
15 |
0 |
4 |
0 |
6 |
0 |
5 |
16 |
0 |
4 |
0 |
7 |
0 |
7 |
16 |
0 |
4 |
0 |
8 |
0 |
8 |
16 |
0 |
4 |
0 |
9 |
0 |
8 |
16 |
0 |
4 |
0 |
10 |
0 |
9 |
16 |
0 |
4 |
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 |
21 |
48 |
128 |
242 |
585 |
1 211 |
2 |
6 |
21 |
48 |
128 |
242 |
585 |
993 |
3 |
7 |
23 |
48 |
120 |
238 |
581 |
821 |
4 |
8 |
26 |
51 |
121 |
237 |
580 |
687 |
5 |
10 |
29 |
56 |
124 |
237 |
580 |
582 |
6 |
11 |
31 |
60 |
129 |
237 |
580 |
580 |
7 |
12 |
34 |
62 |
131 |
237 |
580 |
580 |
8 |
12 |
34 |
61 |
129 |
237 |
580 |
580 |
9 |
12 |
35 |
61 |
128 |
237 |
580 |
580 |
10 |
13 |
36 |
61 |
128 |
237 |
580 |
580 |
11 |
13 |
37 |
61 |
128 |
237 |
580 |
580 |
12 |
14 |
38 |
61 |
128 |
237 |
580 |
580 |
13 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
14 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
15 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
16 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
17 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
18 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
19 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
20 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
21 |
15 |
39 |
61 |
128 |
237 |
580 |
580 |
22 |
15 |
39 |
61 |
128 |
237 |
580 |
580 |
23 |
16 |
39 |
61 |
128 |
237 |
580 |
580 |
24 |
17 |
39 |
61 |
128 |
237 |
580 |
580 |
25 |
17 |
39 |
61 |
128 |
237 |
580 |
580 |
26 |
18 |
39 |
61 |
128 |
237 |
580 |
580 |
27 |
19 |
39 |
61 |
128 |
237 |
580 |
580 |
28 |
20 |
39 |
61 |
128 |
237 |
580 |
580 |
29 |
20 |
39 |
61 |
128 |
237 |
580 |
580 |
30 |
20 |
39 |
61 |
128 |
237 |
580 |
580 |
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 |
10 |
25 |
52 |
132 |
246 |
590 |
1 223 |
2 |
12 |
28 |
54 |
134 |
248 |
592 |
1 005 |
3 |
14 |
30 |
55 |
126 |
245 |
588 |
831 |
4 |
15 |
33 |
58 |
128 |
244 |
587 |
695 |
5 |
16 |
35 |
63 |
131 |
243 |
587 |
589 |
6 |
17 |
37 |
66 |
135 |
243 |
586 |
586 |
7 |
18 |
39 |
67 |
136 |
242 |
586 |
586 |
8 |
17 |
39 |
66 |
134 |
242 |
585 |
585 |
9 |
17 |
40 |
66 |
133 |
241 |
585 |
585 |
10 |
17 |
40 |
65 |
132 |
241 |
584 |
584 |
11 |
17 |
41 |
65 |
131 |
240 |
584 |
584 |
12 |
17 |
41 |
64 |
131 |
240 |
583 |
583 |
13 |
17 |
41 |
64 |
130 |
239 |
583 |
583 |
14 |
17 |
41 |
63 |
130 |
239 |
582 |
582 |
15 |
16 |
41 |
63 |
129 |
238 |
582 |
582 |
16 |
15 |
40 |
62 |
129 |
238 |
581 |
581 |
17 |
15 |
40 |
62 |
128 |
237 |
581 |
581 |
18 |
15 |
40 |
62 |
128 |
237 |
581 |
581 |
19 |
15 |
40 |
62 |
128 |
237 |
581 |
581 |
20 |
15 |
40 |
62 |
129 |
238 |
581 |
581 |
21 |
16 |
40 |
63 |
129 |
238 |
582 |
582 |
22 |
16 |
41 |
63 |
129 |
238 |
582 |
582 |
23 |
17 |
41 |
63 |
129 |
238 |
582 |
582 |
24 |
17 |
41 |
63 |
130 |
239 |
582 |
582 |
25 |
17 |
41 |
63 |
130 |
239 |
582 |
582 |
26 |
18 |
41 |
63 |
130 |
239 |
582 |
582 |
27 |
19 |
41 |
63 |
130 |
239 |
582 |
582 |
28 |
20 |
41 |
63 |
130 |
239 |
582 |
582 |
29 |
20 |
41 |
63 |
130 |
239 |
582 |
582 |
30 |
21 |
41 |
63 |
130 |
239 |
582 |
582 |
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 |
21 |
47 |
127 |
242 |
585 |
1 211 |
2 |
6 |
21 |
47 |
127 |
242 |
585 |
992 |
3 |
7 |
23 |
48 |
119 |
238 |
581 |
821 |
4 |
8 |
26 |
51 |
121 |
237 |
580 |
687 |
5 |
10 |
29 |
56 |
124 |
237 |
580 |
582 |
6 |
11 |
31 |
60 |
128 |
237 |
580 |
580 |
7 |
12 |
33 |
62 |
131 |
237 |
580 |
580 |
8 |
12 |
34 |
61 |
129 |
237 |
580 |
580 |
9 |
12 |
35 |
61 |
128 |
237 |
580 |
580 |
10 |
13 |
36 |
61 |
128 |
237 |
580 |
580 |
11 |
13 |
37 |
61 |
128 |
237 |
580 |
580 |
12 |
14 |
38 |
61 |
128 |
237 |
580 |
580 |
13 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
14 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
15 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
16 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
17 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
18 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
19 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
20 |
14 |
39 |
61 |
128 |
237 |
580 |
580 |
21 |
15 |
39 |
61 |
128 |
237 |
580 |
580 |
22 |
15 |
39 |
61 |
128 |
237 |
580 |
580 |
23 |
16 |
39 |
61 |
128 |
237 |
580 |
580 |
24 |
17 |
39 |
61 |
128 |
237 |
580 |
580 |
25 |
17 |
39 |
61 |
128 |
237 |
580 |
580 |
26 |
18 |
39 |
61 |
128 |
237 |
580 |
580 |
27 |
19 |
39 |
61 |
128 |
237 |
580 |
580 |
28 |
20 |
39 |
61 |
128 |
237 |
580 |
580 |
29 |
20 |
39 |
61 |
128 |
237 |
580 |
580 |
30 |
20 |
39 |
61 |
128 |
237 |
580 |
580 |
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 |
86 |
102 |
128 |
208 |
322 |
666 |
1 219 |
2 |
81 |
97 |
123 |
203 |
317 |
661 |
1 003 |
3 |
85 |
102 |
127 |
198 |
316 |
660 |
830 |
4 |
84 |
101 |
127 |
197 |
312 |
656 |
697 |
5 |
82 |
101 |
129 |
197 |
309 |
653 |
653 |
6 |
81 |
101 |
130 |
199 |
307 |
651 |
651 |
7 |
80 |
101 |
130 |
199 |
304 |
648 |
648 |
8 |
78 |
101 |
128 |
195 |
303 |
647 |
647 |
9 |
77 |
100 |
126 |
193 |
302 |
645 |
645 |
10 |
74 |
97 |
122 |
189 |
298 |
641 |
641 |
11 |
71 |
95 |
119 |
186 |
295 |
638 |
638 |
12 |
70 |
95 |
118 |
184 |
293 |
637 |
637 |
13 |
70 |
94 |
117 |
183 |
292 |
636 |
636 |
14 |
69 |
94 |
116 |
183 |
292 |
635 |
635 |
15 |
69 |
94 |
116 |
182 |
291 |
635 |
635 |
16 |
68 |
93 |
115 |
181 |
290 |
634 |
634 |
17 |
68 |
92 |
115 |
181 |
290 |
633 |
633 |
18 |
67 |
91 |
114 |
180 |
289 |
633 |
633 |
19 |
66 |
91 |
113 |
179 |
288 |
632 |
632 |
20 |
65 |
90 |
112 |
179 |
288 |
631 |
631 |
21 |
65 |
89 |
112 |
178 |
287 |
630 |
630 |
22 |
64 |
88 |
111 |
177 |
286 |
629 |
629 |
23 |
63 |
87 |
110 |
176 |
285 |
629 |
629 |
24 |
62 |
86 |
109 |
175 |
284 |
627 |
627 |
25 |
61 |
85 |
108 |
174 |
283 |
626 |
626 |
26 |
60 |
84 |
106 |
173 |
282 |
625 |
625 |
27 |
58 |
83 |
105 |
172 |
281 |
624 |
624 |
28 |
57 |
82 |
104 |
171 |
280 |
623 |
623 |
29 |
56 |
81 |
103 |
170 |
279 |
622 |
622 |
30 |
55 |
80 |
102 |
169 |
277 |
621 |
621 |
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 |
25 |
51 |
131 |
246 |
589 |
1 207 |
2 |
12 |
27 |
53 |
133 |
247 |
591 |
990 |
3 |
14 |
30 |
55 |
126 |
245 |
588 |
821 |
4 |
15 |
33 |
58 |
129 |
244 |
588 |
687 |
5 |
17 |
36 |
64 |
131 |
244 |
588 |
588 |
6 |
18 |
38 |
67 |
136 |
244 |
588 |
588 |
7 |
19 |
41 |
69 |
138 |
244 |
587 |
587 |
8 |
19 |
41 |
68 |
136 |
243 |
587 |
587 |
9 |
18 |
41 |
67 |
134 |
243 |
586 |
586 |
10 |
18 |
42 |
67 |
133 |
242 |
586 |
586 |
11 |
18 |
42 |
66 |
133 |
242 |
585 |
585 |
12 |
18 |
43 |
66 |
132 |
241 |
585 |
585 |
13 |
18 |
43 |
66 |
132 |
241 |
584 |
584 |
14 |
18 |
43 |
65 |
132 |
241 |
584 |
584 |
15 |
18 |
43 |
65 |
131 |
240 |
584 |
584 |
16 |
17 |
42 |
64 |
131 |
240 |
583 |
583 |
17 |
17 |
42 |
64 |
131 |
239 |
583 |
583 |
18 |
17 |
42 |
64 |
130 |
239 |
583 |
583 |
19 |
17 |
42 |
64 |
130 |
239 |
583 |
583 |
20 |
18 |
42 |
65 |
131 |
240 |
583 |
583 |
21 |
18 |
42 |
65 |
131 |
240 |
584 |
584 |
22 |
18 |
43 |
65 |
131 |
240 |
584 |
584 |
23 |
18 |
43 |
65 |
132 |
241 |
584 |
584 |
24 |
18 |
43 |
65 |
132 |
241 |
584 |
584 |
25 |
18 |
43 |
65 |
132 |
241 |
584 |
584 |
26 |
18 |
43 |
65 |
132 |
241 |
584 |
584 |
27 |
19 |
43 |
65 |
132 |
241 |
584 |
584 |
28 |
20 |
43 |
65 |
132 |
241 |
584 |
584 |
29 |
20 |
43 |
65 |
132 |
241 |
584 |
584 |
30 |
21 |
43 |
65 |
131 |
240 |
584 |
584 |
2.6. Kuna
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
53 |
68 |
94 |
174 |
288 |
632 |
1 223 |
2 |
56 |
72 |
98 |
178 |
292 |
636 |
1 008 |
3 |
62 |
78 |
103 |
174 |
293 |
636 |
838 |
4 |
65 |
83 |
108 |
178 |
294 |
637 |
705 |
5 |
68 |
87 |
114 |
182 |
295 |
638 |
638 |
6 |
69 |
89 |
118 |
186 |
294 |
638 |
638 |
7 |
69 |
90 |
119 |
188 |
294 |
637 |
637 |
8 |
68 |
90 |
117 |
185 |
292 |
636 |
636 |
9 |
66 |
89 |
115 |
182 |
291 |
634 |
634 |
10 |
65 |
89 |
114 |
180 |
289 |
633 |
633 |
11 |
64 |
88 |
112 |
179 |
288 |
631 |
631 |
12 |
63 |
87 |
111 |
177 |
286 |
629 |
629 |
13 |
62 |
86 |
109 |
175 |
284 |
628 |
628 |
14 |
61 |
85 |
108 |
174 |
283 |
626 |
626 |
15 |
59 |
84 |
106 |
173 |
282 |
625 |
625 |
16 |
58 |
83 |
105 |
171 |
280 |
624 |
624 |
17 |
57 |
82 |
104 |
171 |
280 |
623 |
623 |
18 |
56 |
81 |
103 |
170 |
279 |
622 |
622 |
19 |
56 |
80 |
103 |
169 |
278 |
621 |
621 |
20 |
55 |
80 |
102 |
168 |
277 |
621 |
621 |
21 |
54 |
79 |
101 |
168 |
277 |
620 |
620 |
22 |
53 |
78 |
100 |
167 |
276 |
619 |
619 |
23 |
53 |
77 |
100 |
166 |
275 |
618 |
618 |
24 |
52 |
76 |
99 |
165 |
274 |
618 |
618 |
25 |
51 |
76 |
98 |
164 |
273 |
617 |
617 |
26 |
50 |
75 |
97 |
163 |
272 |
616 |
616 |
27 |
49 |
74 |
96 |
162 |
271 |
615 |
615 |
28 |
48 |
73 |
95 |
162 |
271 |
614 |
614 |
29 |
48 |
72 |
94 |
161 |
270 |
613 |
613 |
30 |
47 |
71 |
94 |
160 |
269 |
612 |
612 |
2.7. Lev
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
5 |
20 |
47 |
127 |
241 |
584 |
1 210 |
2 |
5 |
20 |
47 |
127 |
241 |
584 |
992 |
3 |
6 |
23 |
48 |
119 |
237 |
580 |
821 |
4 |
7 |
25 |
50 |
120 |
236 |
579 |
687 |
5 |
9 |
28 |
56 |
123 |
236 |
579 |
581 |
6 |
10 |
30 |
59 |
128 |
236 |
579 |
579 |
7 |
11 |
33 |
61 |
130 |
236 |
579 |
579 |
8 |
11 |
33 |
60 |
128 |
236 |
579 |
579 |
9 |
11 |
34 |
60 |
127 |
236 |
579 |
579 |
10 |
12 |
35 |
60 |
127 |
236 |
579 |
579 |
11 |
13 |
36 |
60 |
127 |
236 |
579 |
579 |
12 |
13 |
37 |
60 |
127 |
236 |
579 |
579 |
13 |
13 |
38 |
60 |
127 |
236 |
579 |
579 |
14 |
14 |
38 |
60 |
127 |
236 |
579 |
579 |
15 |
14 |
38 |
60 |
127 |
236 |
579 |
579 |
16 |
13 |
38 |
60 |
127 |
236 |
579 |
579 |
17 |
13 |
38 |
60 |
127 |
236 |
579 |
579 |
18 |
13 |
38 |
60 |
127 |
236 |
579 |
579 |
19 |
14 |
38 |
60 |
127 |
236 |
579 |
579 |
20 |
14 |
38 |
60 |
127 |
236 |
579 |
579 |
21 |
15 |
38 |
60 |
127 |
236 |
579 |
579 |
22 |
15 |
38 |
60 |
127 |
236 |
579 |
579 |
23 |
16 |
38 |
61 |
127 |
236 |
579 |
579 |
24 |
17 |
38 |
61 |
127 |
236 |
579 |
579 |
25 |
17 |
38 |
61 |
127 |
236 |
579 |
579 |
26 |
18 |
38 |
61 |
127 |
236 |
579 |
579 |
27 |
19 |
38 |
61 |
127 |
236 |
579 |
579 |
28 |
20 |
38 |
61 |
127 |
236 |
579 |
579 |
29 |
20 |
38 |
61 |
127 |
236 |
579 |
579 |
30 |
20 |
38 |
61 |
127 |
236 |
579 |
579 |
2.8. Pound sterling
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
7 |
25 |
58 |
159 |
260 |
603 |
1 225 |
2 |
7 |
25 |
58 |
159 |
260 |
603 |
1 004 |
3 |
8 |
27 |
57 |
143 |
256 |
599 |
831 |
4 |
10 |
30 |
59 |
131 |
254 |
597 |
695 |
5 |
11 |
31 |
59 |
118 |
253 |
596 |
596 |
6 |
13 |
35 |
62 |
110 |
252 |
595 |
595 |
7 |
15 |
37 |
63 |
102 |
251 |
594 |
594 |
8 |
16 |
38 |
61 |
94 |
249 |
593 |
593 |
9 |
19 |
45 |
65 |
88 |
248 |
592 |
592 |
10 |
18 |
45 |
62 |
84 |
248 |
591 |
591 |
11 |
17 |
44 |
60 |
83 |
247 |
590 |
590 |
12 |
16 |
43 |
60 |
84 |
246 |
589 |
589 |
13 |
16 |
44 |
61 |
84 |
245 |
589 |
589 |
14 |
17 |
44 |
61 |
84 |
244 |
588 |
588 |
15 |
17 |
44 |
61 |
84 |
244 |
587 |
587 |
16 |
17 |
44 |
61 |
84 |
242 |
586 |
586 |
17 |
17 |
44 |
61 |
84 |
241 |
585 |
585 |
18 |
17 |
44 |
61 |
84 |
241 |
584 |
584 |
19 |
17 |
44 |
61 |
84 |
241 |
584 |
584 |
20 |
17 |
44 |
61 |
84 |
241 |
585 |
585 |
21 |
17 |
44 |
61 |
84 |
241 |
585 |
585 |
22 |
17 |
44 |
61 |
84 |
241 |
585 |
585 |
23 |
17 |
44 |
61 |
84 |
241 |
584 |
584 |
24 |
17 |
44 |
61 |
84 |
240 |
584 |
584 |
25 |
17 |
44 |
61 |
84 |
240 |
583 |
583 |
26 |
18 |
44 |
61 |
84 |
239 |
583 |
583 |
27 |
19 |
44 |
61 |
84 |
239 |
582 |
582 |
28 |
20 |
44 |
61 |
84 |
239 |
582 |
582 |
29 |
20 |
44 |
61 |
84 |
238 |
582 |
582 |
30 |
20 |
44 |
61 |
84 |
238 |
581 |
581 |
2.9. Romanian leu
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
88 |
103 |
130 |
210 |
324 |
668 |
1 233 |
2 |
85 |
101 |
127 |
207 |
321 |
665 |
1 017 |
3 |
84 |
101 |
126 |
197 |
315 |
659 |
845 |
4 |
83 |
101 |
126 |
196 |
312 |
655 |
710 |
5 |
81 |
100 |
128 |
195 |
308 |
652 |
652 |
6 |
80 |
100 |
129 |
198 |
306 |
649 |
649 |
7 |
78 |
100 |
128 |
197 |
303 |
646 |
646 |
8 |
76 |
98 |
125 |
193 |
300 |
644 |
644 |
9 |
73 |
96 |
122 |
189 |
298 |
641 |
641 |
10 |
72 |
96 |
120 |
187 |
296 |
639 |
639 |
11 |
71 |
95 |
119 |
185 |
294 |
638 |
638 |
12 |
70 |
94 |
117 |
183 |
292 |
636 |
636 |
13 |
68 |
93 |
115 |
182 |
291 |
634 |
634 |
14 |
67 |
92 |
114 |
180 |
289 |
633 |
633 |
15 |
66 |
90 |
112 |
179 |
288 |
631 |
631 |
16 |
64 |
89 |
111 |
178 |
287 |
630 |
630 |
17 |
63 |
88 |
110 |
176 |
285 |
629 |
629 |
18 |
62 |
87 |
109 |
175 |
284 |
628 |
628 |
19 |
61 |
86 |
108 |
174 |
283 |
627 |
627 |
20 |
60 |
85 |
107 |
174 |
283 |
626 |
626 |
21 |
59 |
84 |
106 |
173 |
282 |
625 |
625 |
22 |
59 |
83 |
105 |
172 |
281 |
624 |
624 |
23 |
58 |
82 |
104 |
171 |
280 |
623 |
623 |
24 |
57 |
81 |
103 |
170 |
279 |
622 |
622 |
25 |
55 |
80 |
102 |
169 |
278 |
621 |
621 |
26 |
54 |
79 |
101 |
168 |
277 |
620 |
620 |
27 |
53 |
78 |
100 |
167 |
276 |
619 |
619 |
28 |
53 |
77 |
99 |
166 |
275 |
618 |
618 |
29 |
52 |
76 |
98 |
165 |
274 |
617 |
617 |
30 |
51 |
75 |
98 |
164 |
273 |
616 |
616 |
2.10. Zloty
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
61 |
76 |
103 |
183 |
297 |
640 |
1 245 |
2 |
59 |
75 |
101 |
181 |
295 |
639 |
1 023 |
3 |
59 |
76 |
101 |
172 |
290 |
634 |
848 |
4 |
59 |
77 |
102 |
172 |
288 |
631 |
711 |
5 |
58 |
77 |
105 |
173 |
285 |
629 |
629 |
6 |
57 |
78 |
106 |
175 |
283 |
627 |
627 |
7 |
57 |
78 |
106 |
176 |
281 |
625 |
625 |
8 |
55 |
77 |
104 |
172 |
280 |
623 |
623 |
9 |
54 |
76 |
102 |
169 |
278 |
621 |
621 |
10 |
53 |
76 |
101 |
168 |
277 |
620 |
620 |
11 |
52 |
76 |
100 |
167 |
276 |
619 |
619 |
12 |
52 |
76 |
99 |
166 |
275 |
618 |
618 |
13 |
52 |
76 |
99 |
165 |
274 |
618 |
618 |
14 |
51 |
76 |
98 |
164 |
273 |
617 |
617 |
15 |
50 |
75 |
97 |
164 |
273 |
616 |
616 |
16 |
49 |
74 |
96 |
163 |
272 |
615 |
615 |
17 |
49 |
73 |
96 |
162 |
271 |
614 |
614 |
18 |
48 |
72 |
95 |
161 |
270 |
614 |
614 |
19 |
47 |
72 |
94 |
161 |
270 |
613 |
613 |
20 |
47 |
72 |
94 |
160 |
269 |
613 |
613 |
21 |
47 |
71 |
94 |
160 |
269 |
613 |
613 |
22 |
46 |
71 |
93 |
160 |
269 |
612 |
612 |
23 |
46 |
71 |
93 |
159 |
268 |
612 |
612 |
24 |
45 |
70 |
92 |
159 |
268 |
611 |
611 |
25 |
45 |
69 |
92 |
158 |
267 |
611 |
611 |
26 |
44 |
69 |
91 |
157 |
266 |
610 |
610 |
27 |
43 |
68 |
90 |
157 |
266 |
609 |
609 |
28 |
43 |
67 |
90 |
156 |
265 |
609 |
609 |
29 |
42 |
67 |
89 |
155 |
264 |
608 |
608 |
30 |
41 |
66 |
88 |
155 |
264 |
607 |
607 |
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 |
46 |
72 |
152 |
267 |
610 |
1 233 |
2 |
31 |
47 |
73 |
153 |
267 |
611 |
1 012 |
3 |
31 |
48 |
73 |
144 |
262 |
606 |
837 |
4 |
32 |
49 |
75 |
145 |
260 |
604 |
701 |
5 |
32 |
51 |
79 |
147 |
259 |
603 |
603 |
6 |
33 |
53 |
82 |
150 |
258 |
602 |
602 |
7 |
33 |
54 |
83 |
152 |
258 |
601 |
601 |
8 |
32 |
54 |
81 |
149 |
257 |
600 |
600 |
9 |
32 |
54 |
80 |
147 |
256 |
599 |
599 |
10 |
31 |
55 |
80 |
146 |
255 |
599 |
599 |
11 |
31 |
55 |
79 |
146 |
255 |
598 |
598 |
12 |
31 |
55 |
78 |
145 |
254 |
597 |
597 |
13 |
30 |
55 |
78 |
144 |
253 |
596 |
596 |
14 |
30 |
54 |
77 |
143 |
252 |
596 |
596 |
15 |
29 |
54 |
76 |
142 |
251 |
595 |
595 |
16 |
28 |
53 |
75 |
141 |
250 |
594 |
594 |
17 |
28 |
52 |
75 |
141 |
250 |
593 |
593 |
18 |
27 |
52 |
74 |
140 |
249 |
593 |
593 |
19 |
27 |
51 |
74 |
140 |
249 |
593 |
593 |
20 |
27 |
51 |
74 |
140 |
249 |
593 |
593 |
21 |
27 |
52 |
74 |
140 |
249 |
593 |
593 |
22 |
27 |
51 |
74 |
140 |
249 |
593 |
593 |
23 |
27 |
51 |
74 |
140 |
249 |
593 |
593 |
24 |
27 |
51 |
73 |
140 |
249 |
592 |
592 |
25 |
26 |
51 |
73 |
140 |
249 |
592 |
592 |
26 |
26 |
51 |
73 |
139 |
248 |
592 |
592 |
27 |
26 |
50 |
73 |
139 |
248 |
592 |
592 |
28 |
26 |
50 |
73 |
139 |
248 |
591 |
591 |
29 |
25 |
50 |
72 |
139 |
248 |
591 |
591 |
30 |
25 |
50 |
72 |
138 |
247 |
591 |
591 |
2.12. Swiss franc
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
3 |
27 |
107 |
221 |
565 |
1 203 |
2 |
1 |
5 |
28 |
108 |
222 |
566 |
986 |
3 |
2 |
5 |
29 |
100 |
219 |
562 |
816 |
4 |
2 |
7 |
32 |
102 |
217 |
561 |
682 |
5 |
3 |
9 |
37 |
105 |
217 |
561 |
578 |
6 |
4 |
12 |
40 |
109 |
217 |
561 |
561 |
7 |
5 |
14 |
42 |
111 |
217 |
561 |
561 |
8 |
5 |
15 |
42 |
110 |
217 |
561 |
561 |
9 |
7 |
16 |
41 |
108 |
217 |
561 |
561 |
10 |
7 |
17 |
42 |
108 |
217 |
561 |
561 |
11 |
8 |
19 |
43 |
109 |
218 |
562 |
562 |
12 |
8 |
18 |
42 |
108 |
217 |
560 |
560 |
13 |
10 |
20 |
43 |
109 |
218 |
562 |
562 |
14 |
10 |
20 |
43 |
109 |
218 |
561 |
561 |
15 |
11 |
19 |
41 |
108 |
217 |
560 |
560 |
16 |
11 |
18 |
40 |
106 |
215 |
559 |
559 |
17 |
12 |
18 |
40 |
106 |
215 |
559 |
559 |
18 |
13 |
18 |
40 |
107 |
216 |
559 |
559 |
19 |
14 |
19 |
41 |
107 |
216 |
559 |
559 |
20 |
14 |
19 |
41 |
108 |
217 |
560 |
560 |
21 |
15 |
20 |
42 |
108 |
217 |
561 |
561 |
22 |
15 |
21 |
42 |
108 |
217 |
561 |
561 |
23 |
16 |
22 |
42 |
108 |
217 |
561 |
561 |
24 |
17 |
22 |
42 |
108 |
217 |
561 |
561 |
25 |
17 |
23 |
43 |
108 |
217 |
561 |
561 |
26 |
18 |
24 |
45 |
108 |
217 |
561 |
561 |
27 |
18 |
25 |
46 |
108 |
217 |
561 |
561 |
28 |
19 |
25 |
47 |
108 |
217 |
561 |
561 |
29 |
20 |
26 |
48 |
108 |
217 |
561 |
561 |
30 |
20 |
28 |
49 |
108 |
217 |
561 |
561 |
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 |
47 |
63 |
89 |
169 |
283 |
627 |
1 250 |
2 |
47 |
63 |
89 |
169 |
283 |
627 |
1 026 |
3 |
48 |
64 |
89 |
160 |
279 |
622 |
849 |
4 |
48 |
66 |
91 |
161 |
277 |
620 |
711 |
5 |
49 |
68 |
95 |
163 |
276 |
619 |
619 |
6 |
49 |
69 |
98 |
166 |
274 |
618 |
618 |
7 |
49 |
70 |
98 |
168 |
273 |
617 |
617 |
8 |
48 |
70 |
97 |
165 |
272 |
616 |
616 |
9 |
47 |
70 |
96 |
163 |
271 |
615 |
615 |
10 |
47 |
70 |
95 |
161 |
270 |
614 |
614 |
11 |
46 |
70 |
94 |
160 |
269 |
613 |
613 |
12 |
46 |
70 |
93 |
160 |
269 |
612 |
612 |
13 |
45 |
70 |
93 |
159 |
268 |
611 |
611 |
14 |
45 |
70 |
92 |
158 |
267 |
611 |
611 |
15 |
44 |
69 |
91 |
158 |
267 |
610 |
610 |
16 |
43 |
68 |
90 |
157 |
266 |
609 |
609 |
17 |
43 |
67 |
90 |
156 |
265 |
609 |
609 |
18 |
42 |
67 |
89 |
155 |
264 |
608 |
608 |
19 |
42 |
66 |
89 |
155 |
264 |
607 |
607 |
20 |
41 |
66 |
88 |
155 |
264 |
607 |
607 |
21 |
41 |
66 |
88 |
155 |
264 |
607 |
607 |
22 |
41 |
66 |
88 |
154 |
263 |
607 |
607 |
23 |
40 |
65 |
87 |
154 |
263 |
606 |
606 |
24 |
40 |
65 |
87 |
153 |
262 |
606 |
606 |
25 |
39 |
64 |
86 |
153 |
262 |
605 |
605 |
26 |
39 |
63 |
86 |
152 |
261 |
605 |
605 |
27 |
38 |
63 |
85 |
151 |
260 |
604 |
604 |
28 |
38 |
62 |
85 |
151 |
260 |
603 |
603 |
29 |
37 |
62 |
84 |
150 |
259 |
603 |
603 |
30 |
36 |
61 |
83 |
150 |
259 |
602 |
602 |
2.14. Baht
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
15 |
30 |
56 |
136 |
250 |
594 |
1 243 |
2 |
19 |
34 |
60 |
140 |
255 |
598 |
1 019 |
3 |
23 |
40 |
65 |
136 |
254 |
598 |
843 |
4 |
27 |
45 |
70 |
140 |
256 |
599 |
706 |
5 |
30 |
49 |
77 |
144 |
257 |
600 |
600 |
6 |
29 |
49 |
78 |
147 |
255 |
598 |
598 |
7 |
34 |
56 |
84 |
153 |
259 |
602 |
602 |
8 |
33 |
55 |
82 |
150 |
257 |
601 |
601 |
9 |
34 |
57 |
83 |
149 |
258 |
602 |
602 |
10 |
36 |
59 |
84 |
151 |
260 |
603 |
603 |
11 |
38 |
62 |
86 |
152 |
261 |
604 |
604 |
12 |
39 |
63 |
86 |
153 |
262 |
605 |
605 |
13 |
40 |
64 |
87 |
153 |
262 |
606 |
606 |
14 |
40 |
65 |
87 |
154 |
263 |
606 |
606 |
15 |
40 |
65 |
87 |
154 |
263 |
606 |
606 |
16 |
40 |
64 |
87 |
153 |
262 |
606 |
606 |
17 |
40 |
64 |
87 |
153 |
262 |
606 |
606 |
18 |
39 |
64 |
86 |
152 |
261 |
605 |
605 |
19 |
39 |
63 |
86 |
152 |
261 |
604 |
604 |
20 |
39 |
63 |
86 |
152 |
261 |
604 |
604 |
21 |
38 |
63 |
85 |
152 |
261 |
604 |
604 |
22 |
38 |
63 |
85 |
152 |
261 |
604 |
604 |
23 |
38 |
63 |
85 |
151 |
260 |
604 |
604 |
24 |
38 |
62 |
84 |
151 |
260 |
603 |
603 |
25 |
37 |
62 |
84 |
150 |
259 |
603 |
603 |
26 |
37 |
61 |
84 |
150 |
259 |
602 |
602 |
27 |
36 |
61 |
83 |
149 |
258 |
602 |
602 |
28 |
36 |
60 |
83 |
149 |
258 |
601 |
601 |
29 |
35 |
60 |
82 |
148 |
257 |
601 |
601 |
30 |
35 |
59 |
81 |
148 |
257 |
600 |
600 |
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 |
13 |
28 |
55 |
135 |
249 |
593 |
1 237 |
2 |
14 |
30 |
56 |
136 |
250 |
594 |
1 015 |
3 |
17 |
33 |
58 |
129 |
248 |
591 |
840 |
4 |
18 |
36 |
61 |
131 |
247 |
591 |
703 |
5 |
20 |
39 |
67 |
134 |
247 |
591 |
595 |
6 |
21 |
42 |
70 |
139 |
247 |
591 |
591 |
7 |
23 |
44 |
72 |
141 |
247 |
591 |
591 |
8 |
23 |
45 |
72 |
140 |
247 |
591 |
591 |
9 |
23 |
46 |
72 |
139 |
247 |
591 |
591 |
10 |
24 |
47 |
72 |
139 |
248 |
591 |
591 |
11 |
25 |
48 |
73 |
139 |
248 |
591 |
591 |
12 |
25 |
49 |
73 |
139 |
248 |
592 |
592 |
13 |
26 |
50 |
73 |
139 |
248 |
592 |
592 |
14 |
26 |
51 |
73 |
139 |
248 |
592 |
592 |
15 |
26 |
51 |
73 |
139 |
248 |
592 |
592 |
16 |
26 |
50 |
73 |
139 |
248 |
592 |
592 |
17 |
26 |
50 |
73 |
139 |
248 |
592 |
592 |
18 |
26 |
50 |
73 |
139 |
248 |
592 |
592 |
19 |
26 |
50 |
73 |
139 |
248 |
592 |
592 |
20 |
26 |
51 |
73 |
139 |
248 |
592 |
592 |
21 |
26 |
51 |
73 |
139 |
248 |
592 |
592 |
22 |
26 |
51 |
73 |
139 |
248 |
592 |
592 |
23 |
26 |
50 |
73 |
139 |
248 |
592 |
592 |
24 |
25 |
50 |
72 |
139 |
248 |
591 |
591 |
25 |
25 |
50 |
72 |
138 |
247 |
591 |
591 |
26 |
25 |
49 |
72 |
138 |
247 |
590 |
590 |
27 |
24 |
49 |
71 |
138 |
247 |
590 |
590 |
28 |
24 |
49 |
71 |
137 |
246 |
590 |
590 |
29 |
24 |
48 |
71 |
137 |
246 |
590 |
590 |
30 |
23 |
48 |
70 |
137 |
246 |
589 |
589 |
2.16. Chilean peso
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
50 |
65 |
91 |
171 |
286 |
629 |
1 260 |
2 |
53 |
68 |
94 |
174 |
288 |
632 |
1 035 |
3 |
57 |
73 |
98 |
169 |
288 |
631 |
858 |
4 |
59 |
77 |
102 |
172 |
287 |
631 |
719 |
5 |
61 |
80 |
107 |
175 |
288 |
631 |
631 |
6 |
62 |
83 |
111 |
180 |
288 |
632 |
632 |
7 |
63 |
85 |
113 |
182 |
288 |
631 |
631 |
8 |
63 |
85 |
112 |
180 |
287 |
631 |
631 |
9 |
63 |
85 |
111 |
178 |
287 |
631 |
631 |
10 |
63 |
86 |
111 |
178 |
287 |
630 |
630 |
11 |
63 |
87 |
111 |
178 |
287 |
630 |
630 |
12 |
63 |
87 |
110 |
177 |
286 |
629 |
629 |
13 |
63 |
87 |
110 |
176 |
285 |
628 |
628 |
14 |
62 |
86 |
109 |
175 |
284 |
628 |
628 |
15 |
61 |
85 |
108 |
174 |
283 |
627 |
627 |
16 |
60 |
85 |
107 |
173 |
282 |
626 |
626 |
17 |
59 |
84 |
106 |
172 |
281 |
625 |
625 |
18 |
58 |
83 |
105 |
172 |
281 |
624 |
624 |
19 |
58 |
82 |
105 |
171 |
280 |
623 |
623 |
20 |
57 |
82 |
104 |
170 |
279 |
623 |
623 |
21 |
56 |
81 |
103 |
170 |
279 |
622 |
622 |
22 |
55 |
80 |
102 |
169 |
278 |
621 |
621 |
23 |
55 |
79 |
102 |
168 |
277 |
620 |
620 |
24 |
54 |
78 |
101 |
167 |
276 |
619 |
619 |
25 |
53 |
77 |
100 |
166 |
275 |
619 |
619 |
26 |
52 |
76 |
99 |
165 |
274 |
618 |
618 |
27 |
51 |
76 |
98 |
164 |
273 |
617 |
617 |
28 |
50 |
75 |
97 |
163 |
272 |
616 |
616 |
29 |
49 |
74 |
96 |
162 |
271 |
615 |
615 |
30 |
48 |
73 |
95 |
162 |
271 |
614 |
614 |
2.17. Colombian peso
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
81 |
96 |
122 |
202 |
317 |
660 |
1 300 |
2 |
85 |
100 |
127 |
207 |
321 |
664 |
1 070 |
3 |
86 |
103 |
128 |
199 |
317 |
661 |
888 |
4 |
87 |
104 |
130 |
200 |
315 |
659 |
744 |
5 |
90 |
109 |
136 |
204 |
317 |
660 |
660 |
6 |
91 |
112 |
141 |
209 |
317 |
661 |
661 |
7 |
93 |
114 |
143 |
212 |
317 |
661 |
661 |
8 |
94 |
116 |
143 |
211 |
318 |
662 |
662 |
9 |
95 |
117 |
143 |
210 |
319 |
663 |
663 |
10 |
95 |
119 |
144 |
210 |
319 |
663 |
663 |
11 |
95 |
119 |
143 |
209 |
318 |
662 |
662 |
12 |
95 |
119 |
142 |
209 |
318 |
661 |
661 |
13 |
94 |
118 |
141 |
207 |
316 |
660 |
660 |
14 |
93 |
117 |
139 |
206 |
315 |
658 |
658 |
15 |
91 |
116 |
138 |
204 |
313 |
657 |
657 |
16 |
90 |
114 |
137 |
203 |
312 |
655 |
655 |
17 |
88 |
113 |
135 |
201 |
310 |
654 |
654 |
18 |
87 |
111 |
134 |
200 |
309 |
653 |
653 |
19 |
85 |
110 |
132 |
199 |
308 |
651 |
651 |
20 |
84 |
109 |
131 |
197 |
306 |
650 |
650 |
21 |
83 |
107 |
130 |
196 |
305 |
649 |
649 |
22 |
81 |
106 |
128 |
195 |
304 |
647 |
647 |
23 |
80 |
104 |
127 |
193 |
302 |
645 |
645 |
24 |
78 |
103 |
125 |
191 |
300 |
644 |
644 |
25 |
77 |
101 |
123 |
190 |
299 |
642 |
642 |
26 |
75 |
100 |
122 |
188 |
297 |
641 |
641 |
27 |
73 |
98 |
120 |
187 |
296 |
639 |
639 |
28 |
72 |
97 |
119 |
185 |
294 |
638 |
638 |
29 |
70 |
95 |
117 |
184 |
293 |
636 |
636 |
30 |
69 |
94 |
116 |
182 |
291 |
635 |
635 |
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 |
6 |
22 |
48 |
128 |
242 |
586 |
1 235 |
2 |
10 |
25 |
51 |
131 |
246 |
589 |
1 014 |
3 |
13 |
30 |
55 |
126 |
244 |
588 |
840 |
4 |
16 |
34 |
59 |
130 |
245 |
589 |
703 |
5 |
19 |
38 |
66 |
134 |
246 |
590 |
595 |
6 |
21 |
41 |
70 |
139 |
247 |
591 |
591 |
7 |
23 |
44 |
72 |
142 |
247 |
591 |
591 |
8 |
23 |
45 |
72 |
140 |
248 |
591 |
591 |
9 |
23 |
46 |
72 |
139 |
248 |
591 |
591 |
10 |
24 |
47 |
72 |
139 |
248 |
591 |
591 |
11 |
24 |
48 |
72 |
139 |
248 |
591 |
591 |
12 |
25 |
49 |
72 |
138 |
247 |
591 |
591 |
13 |
24 |
49 |
72 |
138 |
247 |
590 |
590 |
14 |
24 |
48 |
71 |
137 |
246 |
590 |
590 |
15 |
23 |
48 |
70 |
136 |
245 |
589 |
589 |
16 |
22 |
47 |
69 |
135 |
244 |
588 |
588 |
17 |
22 |
46 |
69 |
135 |
244 |
588 |
588 |
18 |
21 |
46 |
68 |
135 |
244 |
587 |
587 |
19 |
21 |
46 |
68 |
134 |
243 |
587 |
587 |
20 |
21 |
46 |
68 |
135 |
244 |
587 |
587 |
21 |
21 |
46 |
68 |
135 |
244 |
587 |
587 |
22 |
21 |
46 |
68 |
135 |
244 |
587 |
587 |
23 |
21 |
46 |
68 |
135 |
244 |
587 |
587 |
24 |
21 |
46 |
68 |
135 |
244 |
587 |
587 |
25 |
21 |
46 |
68 |
135 |
244 |
587 |
587 |
26 |
21 |
46 |
68 |
134 |
243 |
587 |
587 |
27 |
21 |
46 |
68 |
134 |
243 |
587 |
587 |
28 |
21 |
45 |
68 |
134 |
243 |
587 |
587 |
29 |
21 |
45 |
68 |
134 |
243 |
586 |
586 |
30 |
21 |
45 |
67 |
134 |
243 |
586 |
586 |
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 |
92 |
107 |
134 |
214 |
328 |
671 |
1 333 |
2 |
92 |
108 |
134 |
214 |
328 |
672 |
1 093 |
3 |
93 |
110 |
135 |
206 |
324 |
668 |
904 |
4 |
94 |
112 |
137 |
207 |
323 |
666 |
757 |
5 |
95 |
114 |
142 |
209 |
322 |
666 |
666 |
6 |
96 |
116 |
145 |
213 |
321 |
665 |
665 |
7 |
96 |
118 |
146 |
215 |
321 |
664 |
664 |
8 |
96 |
118 |
145 |
213 |
321 |
664 |
664 |
9 |
95 |
118 |
144 |
211 |
320 |
663 |
663 |
10 |
94 |
118 |
142 |
209 |
318 |
661 |
661 |
11 |
93 |
117 |
141 |
207 |
316 |
660 |
660 |
12 |
91 |
116 |
139 |
205 |
314 |
658 |
658 |
13 |
90 |
114 |
137 |
203 |
312 |
656 |
656 |
14 |
88 |
113 |
135 |
201 |
310 |
654 |
654 |
15 |
86 |
111 |
133 |
200 |
309 |
652 |
652 |
16 |
84 |
109 |
131 |
197 |
306 |
650 |
650 |
17 |
82 |
107 |
129 |
196 |
305 |
648 |
648 |
18 |
81 |
105 |
128 |
194 |
303 |
647 |
647 |
19 |
79 |
104 |
126 |
193 |
302 |
645 |
645 |
20 |
78 |
103 |
125 |
192 |
301 |
644 |
644 |
21 |
77 |
102 |
124 |
191 |
300 |
643 |
643 |
22 |
76 |
101 |
123 |
190 |
299 |
642 |
642 |
23 |
75 |
100 |
122 |
189 |
298 |
641 |
641 |
24 |
74 |
99 |
121 |
187 |
296 |
640 |
640 |
25 |
73 |
98 |
120 |
186 |
295 |
639 |
639 |
26 |
72 |
97 |
119 |
185 |
294 |
638 |
638 |
27 |
71 |
95 |
118 |
184 |
293 |
637 |
637 |
28 |
70 |
94 |
117 |
183 |
292 |
636 |
636 |
29 |
69 |
93 |
116 |
182 |
291 |
635 |
635 |
30 |
68 |
92 |
115 |
181 |
290 |
634 |
634 |
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 |
352 |
367 |
394 |
474 |
588 |
932 |
1 354 |
2 |
77 |
92 |
118 |
198 |
312 |
656 |
1 105 |
3 |
81 |
97 |
122 |
193 |
312 |
655 |
912 |
4 |
85 |
102 |
128 |
198 |
313 |
657 |
762 |
5 |
87 |
107 |
134 |
202 |
314 |
658 |
658 |
6 |
89 |
110 |
138 |
207 |
315 |
659 |
659 |
7 |
91 |
112 |
141 |
210 |
316 |
659 |
659 |
8 |
92 |
114 |
141 |
209 |
316 |
660 |
660 |
9 |
92 |
115 |
141 |
208 |
317 |
660 |
660 |
10 |
93 |
116 |
141 |
207 |
316 |
660 |
660 |
11 |
93 |
117 |
141 |
207 |
316 |
660 |
660 |
12 |
94 |
118 |
141 |
207 |
316 |
660 |
660 |
13 |
94 |
119 |
141 |
208 |
317 |
660 |
660 |
14 |
95 |
120 |
142 |
208 |
317 |
661 |
661 |
15 |
96 |
120 |
143 |
209 |
318 |
662 |
662 |
16 |
97 |
121 |
144 |
210 |
319 |
663 |
663 |
17 |
98 |
122 |
145 |
211 |
320 |
664 |
664 |
18 |
99 |
124 |
146 |
212 |
321 |
665 |
665 |
19 |
100 |
124 |
147 |
213 |
322 |
666 |
666 |
20 |
101 |
125 |
148 |
214 |
323 |
666 |
666 |
21 |
101 |
125 |
148 |
214 |
323 |
667 |
667 |
22 |
101 |
125 |
148 |
214 |
323 |
666 |
666 |
23 |
100 |
125 |
147 |
213 |
322 |
666 |
666 |
24 |
99 |
124 |
146 |
213 |
322 |
665 |
665 |
25 |
98 |
123 |
145 |
212 |
321 |
664 |
664 |
26 |
97 |
122 |
144 |
211 |
320 |
663 |
663 |
27 |
96 |
121 |
143 |
209 |
318 |
662 |
662 |
28 |
95 |
120 |
142 |
208 |
317 |
661 |
661 |
29 |
94 |
118 |
141 |
207 |
316 |
659 |
659 |
30 |
92 |
117 |
139 |
206 |
315 |
658 |
658 |
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 |
36 |
116 |
231 |
574 |
1 225 |
2 |
1 |
10 |
36 |
116 |
230 |
574 |
1 004 |
3 |
2 |
12 |
37 |
108 |
227 |
570 |
830 |
4 |
2 |
14 |
39 |
109 |
225 |
568 |
694 |
5 |
4 |
16 |
43 |
111 |
224 |
567 |
588 |
6 |
4 |
17 |
46 |
115 |
223 |
566 |
566 |
7 |
5 |
19 |
47 |
117 |
222 |
566 |
566 |
8 |
5 |
19 |
46 |
114 |
221 |
565 |
565 |
9 |
7 |
19 |
45 |
112 |
220 |
564 |
564 |
10 |
7 |
20 |
45 |
111 |
220 |
564 |
564 |
11 |
8 |
21 |
45 |
111 |
220 |
563 |
563 |
12 |
8 |
21 |
45 |
111 |
220 |
563 |
563 |
13 |
10 |
22 |
45 |
111 |
220 |
563 |
563 |
14 |
10 |
22 |
45 |
111 |
220 |
564 |
564 |
15 |
11 |
23 |
45 |
111 |
220 |
564 |
564 |
16 |
11 |
22 |
45 |
111 |
220 |
564 |
564 |
17 |
12 |
23 |
45 |
112 |
221 |
564 |
564 |
18 |
13 |
23 |
46 |
112 |
221 |
565 |
565 |
19 |
14 |
24 |
46 |
113 |
222 |
565 |
565 |
20 |
14 |
25 |
47 |
114 |
223 |
566 |
566 |
21 |
15 |
26 |
48 |
114 |
223 |
567 |
567 |
22 |
16 |
26 |
49 |
115 |
224 |
568 |
568 |
23 |
17 |
27 |
49 |
116 |
225 |
568 |
568 |
24 |
17 |
28 |
50 |
116 |
225 |
569 |
569 |
25 |
17 |
28 |
50 |
117 |
226 |
569 |
569 |
26 |
18 |
28 |
51 |
117 |
226 |
570 |
570 |
27 |
19 |
29 |
51 |
117 |
226 |
570 |
570 |
28 |
20 |
29 |
51 |
118 |
227 |
570 |
570 |
29 |
20 |
30 |
52 |
118 |
227 |
571 |
571 |
30 |
21 |
30 |
52 |
118 |
227 |
571 |
571 |
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 |
54 |
69 |
95 |
175 |
289 |
633 |
1 253 |
2 |
54 |
70 |
96 |
176 |
290 |
634 |
1 029 |
3 |
55 |
72 |
97 |
168 |
287 |
630 |
853 |
4 |
56 |
74 |
99 |
169 |
285 |
628 |
714 |
5 |
56 |
75 |
103 |
171 |
283 |
627 |
627 |
6 |
57 |
77 |
106 |
175 |
283 |
626 |
626 |
7 |
57 |
78 |
106 |
175 |
281 |
625 |
625 |
8 |
56 |
78 |
105 |
173 |
281 |
624 |
624 |
9 |
56 |
78 |
104 |
171 |
280 |
623 |
623 |
10 |
55 |
78 |
103 |
170 |
279 |
622 |
622 |
11 |
54 |
78 |
102 |
168 |
277 |
620 |
620 |
12 |
52 |
77 |
100 |
166 |
275 |
619 |
619 |
13 |
51 |
76 |
98 |
165 |
274 |
617 |
617 |
14 |
50 |
74 |
97 |
163 |
272 |
616 |
616 |
15 |
48 |
73 |
95 |
162 |
271 |
614 |
614 |
16 |
46 |
71 |
93 |
160 |
269 |
612 |
612 |
17 |
45 |
70 |
92 |
159 |
268 |
611 |
611 |
18 |
44 |
69 |
91 |
157 |
266 |
610 |
610 |
19 |
43 |
68 |
90 |
156 |
265 |
609 |
609 |
20 |
43 |
67 |
90 |
156 |
265 |
608 |
608 |
21 |
42 |
67 |
89 |
155 |
264 |
608 |
608 |
22 |
41 |
66 |
88 |
155 |
264 |
607 |
607 |
23 |
41 |
65 |
88 |
154 |
263 |
606 |
606 |
24 |
40 |
65 |
87 |
153 |
262 |
606 |
606 |
25 |
39 |
64 |
86 |
152 |
261 |
605 |
605 |
26 |
39 |
63 |
85 |
152 |
261 |
604 |
604 |
27 |
38 |
62 |
85 |
151 |
260 |
604 |
604 |
28 |
37 |
62 |
84 |
150 |
259 |
603 |
603 |
29 |
37 |
61 |
83 |
150 |
259 |
602 |
602 |
30 |
36 |
61 |
83 |
149 |
258 |
602 |
602 |
2.23. Rand
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
114 |
130 |
156 |
236 |
350 |
694 |
1 353 |
2 |
115 |
131 |
157 |
237 |
351 |
695 |
1 108 |
3 |
118 |
134 |
159 |
230 |
349 |
692 |
917 |
4 |
120 |
138 |
163 |
233 |
348 |
692 |
768 |
5 |
121 |
140 |
168 |
236 |
348 |
692 |
692 |
6 |
122 |
142 |
171 |
240 |
348 |
692 |
692 |
7 |
123 |
144 |
172 |
242 |
347 |
691 |
691 |
8 |
122 |
144 |
171 |
239 |
346 |
690 |
690 |
9 |
121 |
144 |
170 |
237 |
345 |
689 |
689 |
10 |
120 |
144 |
169 |
235 |
344 |
688 |
688 |
11 |
119 |
143 |
167 |
234 |
343 |
686 |
686 |
12 |
118 |
142 |
165 |
232 |
341 |
684 |
684 |
13 |
116 |
141 |
163 |
230 |
339 |
682 |
682 |
14 |
114 |
139 |
161 |
227 |
336 |
680 |
680 |
15 |
112 |
136 |
159 |
225 |
334 |
678 |
678 |
16 |
109 |
134 |
156 |
222 |
331 |
675 |
675 |
17 |
107 |
131 |
154 |
220 |
329 |
673 |
673 |
18 |
104 |
129 |
151 |
218 |
327 |
670 |
670 |
19 |
102 |
127 |
149 |
216 |
325 |
668 |
668 |
20 |
101 |
125 |
148 |
214 |
323 |
666 |
666 |
21 |
99 |
123 |
146 |
212 |
321 |
665 |
665 |
22 |
97 |
122 |
144 |
210 |
319 |
663 |
663 |
23 |
95 |
120 |
142 |
209 |
318 |
661 |
661 |
24 |
93 |
118 |
140 |
207 |
316 |
659 |
659 |
25 |
92 |
116 |
139 |
205 |
314 |
658 |
658 |
26 |
90 |
115 |
137 |
203 |
312 |
656 |
656 |
27 |
88 |
113 |
135 |
202 |
311 |
654 |
654 |
28 |
87 |
111 |
134 |
200 |
309 |
652 |
652 |
29 |
85 |
110 |
132 |
198 |
307 |
651 |
651 |
30 |
84 |
108 |
131 |
197 |
306 |
649 |
649 |
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 |
174 |
190 |
216 |
296 |
410 |
754 |
1 372 |
2 |
183 |
199 |
225 |
305 |
419 |
763 |
1 131 |
3 |
188 |
205 |
230 |
301 |
420 |
763 |
941 |
4 |
190 |
208 |
233 |
303 |
419 |
762 |
789 |
5 |
191 |
211 |
238 |
306 |
418 |
762 |
762 |
6 |
191 |
211 |
240 |
309 |
417 |
760 |
760 |
7 |
191 |
212 |
240 |
309 |
415 |
759 |
759 |
8 |
189 |
211 |
238 |
306 |
414 |
757 |
757 |
9 |
188 |
210 |
236 |
303 |
412 |
756 |
756 |
10 |
187 |
210 |
235 |
302 |
411 |
754 |
754 |
11 |
185 |
209 |
233 |
300 |
409 |
752 |
752 |
12 |
183 |
207 |
231 |
297 |
406 |
750 |
750 |
13 |
181 |
205 |
228 |
294 |
403 |
747 |
747 |
14 |
178 |
202 |
225 |
291 |
400 |
743 |
743 |
15 |
174 |
199 |
221 |
288 |
397 |
740 |
740 |
16 |
171 |
196 |
218 |
284 |
393 |
737 |
737 |
17 |
168 |
192 |
215 |
281 |
390 |
734 |
734 |
18 |
165 |
189 |
212 |
278 |
387 |
730 |
730 |
19 |
161 |
186 |
208 |
275 |
384 |
727 |
727 |
20 |
158 |
183 |
205 |
272 |
381 |
724 |
724 |
21 |
155 |
180 |
202 |
269 |
378 |
721 |
721 |
22 |
152 |
177 |
199 |
265 |
374 |
718 |
718 |
23 |
149 |
174 |
196 |
262 |
371 |
715 |
715 |
24 |
146 |
170 |
193 |
259 |
368 |
712 |
712 |
25 |
143 |
167 |
190 |
256 |
365 |
709 |
709 |
26 |
140 |
164 |
187 |
253 |
362 |
705 |
705 |
27 |
137 |
161 |
184 |
250 |
359 |
702 |
702 |
28 |
134 |
158 |
181 |
247 |
356 |
700 |
700 |
29 |
131 |
156 |
178 |
244 |
353 |
697 |
697 |
30 |
128 |
153 |
175 |
242 |
351 |
694 |
694 |
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 |
27 |
42 |
68 |
148 |
263 |
606 |
1 279 |
2 |
28 |
43 |
69 |
149 |
263 |
607 |
1 048 |
3 |
29 |
45 |
70 |
141 |
260 |
603 |
867 |
4 |
30 |
48 |
73 |
143 |
258 |
602 |
726 |
5 |
31 |
50 |
78 |
145 |
258 |
601 |
614 |
6 |
31 |
51 |
80 |
149 |
257 |
601 |
601 |
7 |
32 |
53 |
81 |
150 |
256 |
600 |
600 |
8 |
31 |
53 |
80 |
148 |
255 |
599 |
599 |
9 |
30 |
53 |
79 |
146 |
254 |
598 |
598 |
10 |
30 |
53 |
78 |
144 |
253 |
597 |
597 |
11 |
30 |
53 |
77 |
144 |
253 |
596 |
596 |
12 |
29 |
54 |
77 |
143 |
252 |
596 |
596 |
13 |
29 |
54 |
76 |
143 |
252 |
595 |
595 |
14 |
29 |
53 |
76 |
142 |
251 |
595 |
595 |
15 |
29 |
53 |
75 |
142 |
251 |
594 |
594 |
16 |
28 |
53 |
75 |
142 |
251 |
594 |
594 |
17 |
28 |
53 |
75 |
142 |
251 |
594 |
594 |
18 |
28 |
53 |
75 |
142 |
251 |
594 |
594 |
19 |
28 |
53 |
75 |
142 |
251 |
594 |
594 |
20 |
29 |
53 |
76 |
142 |
251 |
594 |
594 |
21 |
29 |
53 |
76 |
142 |
251 |
594 |
594 |
22 |
29 |
53 |
76 |
142 |
251 |
594 |
594 |
23 |
28 |
53 |
75 |
142 |
251 |
594 |
594 |
24 |
28 |
53 |
75 |
142 |
251 |
594 |
594 |
25 |
28 |
53 |
75 |
141 |
250 |
594 |
594 |
26 |
28 |
53 |
75 |
141 |
250 |
594 |
594 |
27 |
28 |
52 |
75 |
141 |
250 |
593 |
593 |
28 |
27 |
52 |
74 |
141 |
250 |
593 |
593 |
29 |
27 |
52 |
74 |
140 |
249 |
593 |
593 |
30 |
27 |
52 |
74 |
140 |
249 |
593 |
593 |
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 |
23 |
38 |
64 |
144 |
258 |
602 |
1 281 |
2 |
24 |
40 |
66 |
146 |
260 |
604 |
1 050 |
3 |
27 |
44 |
69 |
140 |
258 |
602 |
869 |
4 |
30 |
48 |
73 |
143 |
259 |
602 |
726 |
5 |
32 |
51 |
79 |
147 |
259 |
603 |
614 |
6 |
34 |
54 |
83 |
152 |
260 |
603 |
603 |
7 |
36 |
57 |
85 |
154 |
260 |
604 |
604 |
8 |
36 |
58 |
85 |
153 |
260 |
604 |
604 |
9 |
36 |
59 |
85 |
152 |
260 |
604 |
604 |
10 |
37 |
60 |
85 |
152 |
261 |
604 |
604 |
11 |
38 |
62 |
86 |
152 |
261 |
605 |
605 |
12 |
39 |
63 |
86 |
153 |
262 |
605 |
605 |
13 |
39 |
63 |
86 |
152 |
261 |
605 |
605 |
14 |
39 |
64 |
86 |
152 |
261 |
605 |
605 |
15 |
39 |
63 |
86 |
152 |
261 |
605 |
605 |
16 |
38 |
63 |
85 |
152 |
261 |
604 |
604 |
17 |
38 |
63 |
85 |
152 |
261 |
604 |
604 |
18 |
38 |
63 |
85 |
152 |
261 |
604 |
604 |
19 |
38 |
63 |
85 |
152 |
261 |
604 |
604 |
20 |
39 |
63 |
86 |
152 |
261 |
604 |
604 |
21 |
39 |
63 |
86 |
152 |
261 |
605 |
605 |
22 |
39 |
63 |
86 |
152 |
261 |
605 |
605 |
23 |
39 |
63 |
86 |
152 |
261 |
604 |
604 |
24 |
38 |
63 |
85 |
152 |
261 |
604 |
604 |
25 |
38 |
63 |
85 |
151 |
260 |
604 |
604 |
26 |
38 |
62 |
85 |
151 |
260 |
603 |
603 |
27 |
37 |
62 |
84 |
150 |
259 |
603 |
603 |
28 |
37 |
61 |
84 |
150 |
259 |
603 |
603 |
29 |
36 |
61 |
83 |
150 |
259 |
602 |
602 |
30 |
36 |
60 |
83 |
149 |
258 |
602 |
602 |
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 |
124 |
139 |
165 |
245 |
360 |
703 |
1 385 |
2 |
122 |
138 |
164 |
244 |
358 |
702 |
1 129 |
3 |
123 |
139 |
164 |
235 |
354 |
697 |
931 |
4 |
123 |
141 |
166 |
236 |
352 |
695 |
777 |
5 |
124 |
143 |
170 |
238 |
351 |
694 |
694 |
6 |
123 |
144 |
172 |
241 |
349 |
693 |
693 |
7 |
124 |
145 |
173 |
242 |
348 |
692 |
692 |
8 |
123 |
145 |
172 |
240 |
347 |
691 |
691 |
9 |
122 |
144 |
170 |
237 |
346 |
690 |
690 |
10 |
122 |
145 |
170 |
237 |
346 |
689 |
689 |
11 |
121 |
145 |
169 |
236 |
345 |
688 |
688 |
12 |
121 |
145 |
168 |
235 |
344 |
687 |
687 |
13 |
120 |
144 |
167 |
233 |
342 |
686 |
686 |
14 |
119 |
144 |
166 |
232 |
341 |
685 |
685 |
15 |
117 |
141 |
164 |
230 |
339 |
682 |
682 |
16 |
115 |
139 |
161 |
228 |
337 |
680 |
680 |
17 |
112 |
136 |
159 |
225 |
334 |
678 |
678 |
18 |
109 |
134 |
156 |
223 |
332 |
675 |
675 |
19 |
107 |
132 |
154 |
221 |
330 |
673 |
673 |
20 |
105 |
130 |
152 |
218 |
327 |
671 |
671 |
21 |
103 |
127 |
150 |
216 |
325 |
669 |
669 |
22 |
101 |
125 |
148 |
214 |
323 |
666 |
666 |
23 |
98 |
123 |
145 |
212 |
321 |
664 |
664 |
24 |
96 |
121 |
143 |
210 |
319 |
662 |
662 |
25 |
94 |
119 |
141 |
207 |
316 |
660 |
660 |
26 |
92 |
117 |
139 |
205 |
314 |
658 |
658 |
27 |
90 |
115 |
137 |
203 |
312 |
656 |
656 |
28 |
88 |
113 |
135 |
201 |
310 |
654 |
654 |
29 |
86 |
111 |
133 |
199 |
308 |
652 |
652 |
30 |
84 |
109 |
131 |
197 |
306 |
650 |
650 |
2.28. Singapore dollar
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
9 |
35 |
115 |
229 |
573 |
1 234 |
2 |
1 |
11 |
37 |
117 |
231 |
575 |
1 014 |
3 |
2 |
15 |
40 |
111 |
229 |
573 |
840 |
4 |
2 |
19 |
44 |
114 |
229 |
573 |
703 |
5 |
4 |
22 |
50 |
117 |
230 |
574 |
595 |
6 |
5 |
25 |
54 |
123 |
231 |
574 |
574 |
7 |
7 |
28 |
56 |
125 |
231 |
575 |
575 |
8 |
7 |
29 |
56 |
124 |
231 |
575 |
575 |
9 |
7 |
29 |
55 |
122 |
231 |
575 |
575 |
10 |
7 |
31 |
56 |
122 |
231 |
575 |
575 |
11 |
8 |
31 |
55 |
122 |
231 |
574 |
574 |
12 |
8 |
32 |
55 |
122 |
231 |
574 |
574 |
13 |
10 |
32 |
55 |
121 |
230 |
574 |
574 |
14 |
10 |
33 |
55 |
121 |
230 |
574 |
574 |
15 |
11 |
32 |
55 |
121 |
230 |
574 |
574 |
16 |
11 |
32 |
54 |
121 |
230 |
573 |
573 |
17 |
13 |
32 |
54 |
121 |
230 |
573 |
573 |
18 |
13 |
32 |
54 |
121 |
230 |
573 |
573 |
19 |
14 |
32 |
55 |
121 |
230 |
573 |
573 |
20 |
14 |
33 |
55 |
122 |
231 |
574 |
574 |
21 |
15 |
33 |
56 |
122 |
231 |
575 |
575 |
22 |
16 |
34 |
56 |
123 |
232 |
575 |
575 |
23 |
17 |
34 |
57 |
123 |
232 |
575 |
575 |
24 |
17 |
34 |
57 |
123 |
232 |
576 |
576 |
25 |
18 |
35 |
57 |
123 |
232 |
576 |
576 |
26 |
18 |
35 |
57 |
124 |
233 |
576 |
576 |
27 |
19 |
35 |
57 |
124 |
233 |
576 |
576 |
28 |
20 |
35 |
58 |
124 |
233 |
576 |
576 |
29 |
20 |
35 |
58 |
124 |
233 |
577 |
577 |
30 |
21 |
36 |
58 |
124 |
233 |
577 |
577 |
2.29. South Korean won
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
35 |
50 |
77 |
156 |
271 |
614 |
1 243 |
2 |
35 |
51 |
77 |
157 |
271 |
615 |
1 019 |
3 |
35 |
52 |
77 |
148 |
267 |
610 |
843 |
4 |
36 |
53 |
79 |
149 |
264 |
608 |
705 |
5 |
36 |
55 |
83 |
150 |
263 |
607 |
607 |
6 |
39 |
59 |
88 |
156 |
265 |
608 |
608 |
7 |
36 |
58 |
86 |
155 |
261 |
604 |
604 |
8 |
40 |
62 |
89 |
157 |
265 |
608 |
608 |
9 |
40 |
62 |
88 |
155 |
264 |
607 |
607 |
10 |
34 |
57 |
82 |
149 |
258 |
601 |
601 |
11 |
30 |
53 |
77 |
144 |
253 |
596 |
596 |
12 |
26 |
51 |
74 |
140 |
249 |
593 |
593 |
13 |
24 |
49 |
71 |
138 |
247 |
590 |
590 |
14 |
22 |
47 |
69 |
136 |
245 |
588 |
588 |
15 |
21 |
45 |
68 |
134 |
243 |
587 |
587 |
16 |
19 |
44 |
66 |
133 |
242 |
585 |
585 |
17 |
18 |
43 |
65 |
132 |
241 |
584 |
584 |
18 |
18 |
42 |
65 |
131 |
240 |
583 |
583 |
19 |
17 |
42 |
64 |
131 |
240 |
583 |
583 |
20 |
17 |
42 |
64 |
131 |
240 |
583 |
583 |
21 |
17 |
42 |
64 |
131 |
240 |
583 |
583 |
22 |
17 |
42 |
64 |
131 |
240 |
583 |
583 |
23 |
17 |
42 |
64 |
131 |
240 |
583 |
583 |
24 |
17 |
42 |
64 |
131 |
240 |
583 |
583 |
25 |
17 |
42 |
64 |
131 |
240 |
583 |
583 |
26 |
18 |
42 |
64 |
130 |
239 |
583 |
583 |
27 |
19 |
42 |
64 |
130 |
239 |
583 |
583 |
28 |
20 |
42 |
64 |
130 |
239 |
583 |
583 |
29 |
20 |
42 |
64 |
130 |
239 |
583 |
583 |
30 |
21 |
41 |
64 |
130 |
239 |
583 |
583 |
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 |
186 |
202 |
228 |
308 |
422 |
766 |
1 453 |
2 |
184 |
199 |
226 |
306 |
420 |
764 |
1 187 |
3 |
181 |
198 |
223 |
294 |
412 |
756 |
980 |
4 |
179 |
197 |
222 |
292 |
407 |
751 |
818 |
5 |
176 |
195 |
222 |
290 |
403 |
746 |
746 |
6 |
173 |
193 |
222 |
290 |
398 |
742 |
742 |
7 |
170 |
191 |
219 |
288 |
394 |
738 |
738 |
8 |
166 |
188 |
215 |
283 |
390 |
734 |
734 |
9 |
162 |
185 |
211 |
277 |
386 |
730 |
730 |
10 |
158 |
182 |
207 |
273 |
382 |
726 |
726 |
11 |
155 |
179 |
203 |
269 |
378 |
722 |
722 |
12 |
152 |
176 |
199 |
265 |
374 |
718 |
718 |
13 |
148 |
173 |
195 |
262 |
371 |
714 |
714 |
14 |
145 |
169 |
192 |
258 |
367 |
710 |
710 |
15 |
141 |
166 |
188 |
254 |
363 |
707 |
707 |
16 |
138 |
162 |
185 |
251 |
360 |
704 |
704 |
17 |
135 |
159 |
182 |
248 |
357 |
701 |
701 |
18 |
132 |
156 |
179 |
245 |
354 |
698 |
698 |
19 |
129 |
154 |
176 |
242 |
351 |
695 |
695 |
20 |
127 |
151 |
174 |
240 |
349 |
692 |
692 |
21 |
124 |
149 |
171 |
237 |
346 |
690 |
690 |
22 |
121 |
146 |
168 |
235 |
344 |
687 |
687 |
23 |
119 |
144 |
166 |
232 |
341 |
685 |
685 |
24 |
116 |
141 |
163 |
230 |
339 |
682 |
682 |
25 |
114 |
139 |
161 |
227 |
336 |
680 |
680 |
26 |
112 |
136 |
159 |
225 |
334 |
678 |
678 |
27 |
109 |
134 |
156 |
223 |
332 |
675 |
675 |
28 |
107 |
132 |
154 |
221 |
330 |
673 |
673 |
29 |
105 |
130 |
152 |
218 |
327 |
671 |
671 |
30 |
103 |
128 |
150 |
216 |
325 |
669 |
669 |
2.31. US dollar
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
9 |
26 |
52 |
111 |
246 |
590 |
1 242 |
2 |
9 |
26 |
52 |
111 |
246 |
590 |
1 019 |
3 |
10 |
29 |
54 |
105 |
245 |
588 |
843 |
4 |
12 |
34 |
57 |
102 |
245 |
588 |
706 |
5 |
17 |
41 |
62 |
105 |
246 |
590 |
597 |
6 |
19 |
44 |
67 |
101 |
247 |
590 |
590 |
7 |
19 |
46 |
65 |
93 |
247 |
591 |
591 |
8 |
17 |
44 |
64 |
92 |
248 |
591 |
591 |
9 |
17 |
45 |
66 |
96 |
248 |
591 |
591 |
10 |
19 |
48 |
69 |
100 |
248 |
592 |
592 |
11 |
21 |
50 |
71 |
103 |
248 |
592 |
592 |
12 |
23 |
53 |
72 |
104 |
248 |
592 |
592 |
13 |
24 |
55 |
72 |
104 |
248 |
592 |
592 |
14 |
24 |
55 |
73 |
104 |
249 |
592 |
592 |
15 |
24 |
55 |
73 |
104 |
249 |
592 |
592 |
16 |
24 |
55 |
73 |
104 |
248 |
592 |
592 |
17 |
24 |
55 |
73 |
104 |
248 |
592 |
592 |
18 |
24 |
55 |
73 |
104 |
248 |
592 |
592 |
19 |
24 |
55 |
73 |
104 |
248 |
592 |
592 |
20 |
24 |
55 |
73 |
104 |
249 |
593 |
593 |
21 |
24 |
55 |
73 |
104 |
249 |
593 |
593 |
22 |
24 |
55 |
73 |
104 |
250 |
593 |
593 |
23 |
24 |
55 |
73 |
104 |
250 |
593 |
593 |
24 |
24 |
55 |
73 |
104 |
250 |
593 |
593 |
25 |
24 |
55 |
73 |
104 |
250 |
593 |
593 |
26 |
24 |
55 |
73 |
104 |
250 |
594 |
594 |
27 |
24 |
55 |
73 |
104 |
250 |
594 |
594 |
28 |
24 |
55 |
73 |
104 |
250 |
593 |
593 |
29 |
24 |
55 |
73 |
104 |
250 |
593 |
593 |
30 |
24 |
55 |
73 |
104 |
250 |
593 |
593 |
2.32. Yen
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
3 |
13 |
93 |
207 |
551 |
1 216 |
2 |
1 |
5 |
12 |
92 |
206 |
550 |
996 |
3 |
2 |
5 |
11 |
82 |
201 |
544 |
823 |
4 |
2 |
6 |
13 |
83 |
199 |
542 |
687 |
5 |
3 |
7 |
18 |
85 |
198 |
542 |
581 |
6 |
4 |
8 |
21 |
90 |
198 |
541 |
541 |
7 |
5 |
9 |
22 |
92 |
197 |
541 |
541 |
8 |
5 |
9 |
22 |
90 |
197 |
541 |
541 |
9 |
7 |
11 |
22 |
89 |
198 |
541 |
541 |
10 |
7 |
11 |
22 |
89 |
198 |
541 |
541 |
11 |
8 |
12 |
23 |
89 |
198 |
542 |
542 |
12 |
8 |
13 |
25 |
89 |
198 |
542 |
542 |
13 |
10 |
14 |
26 |
90 |
199 |
542 |
542 |
14 |
10 |
14 |
29 |
90 |
199 |
542 |
542 |
15 |
11 |
16 |
30 |
90 |
199 |
543 |
543 |
16 |
11 |
16 |
31 |
90 |
199 |
543 |
543 |
17 |
12 |
17 |
33 |
91 |
200 |
543 |
543 |
18 |
13 |
18 |
34 |
91 |
200 |
544 |
544 |
19 |
14 |
19 |
35 |
92 |
201 |
544 |
544 |
20 |
14 |
19 |
37 |
93 |
202 |
545 |
545 |
21 |
15 |
20 |
38 |
93 |
202 |
546 |
546 |
22 |
15 |
21 |
39 |
94 |
203 |
546 |
546 |
23 |
16 |
22 |
40 |
94 |
203 |
547 |
547 |
24 |
17 |
22 |
42 |
95 |
204 |
547 |
547 |
25 |
17 |
23 |
43 |
95 |
204 |
547 |
547 |
26 |
18 |
24 |
45 |
95 |
204 |
548 |
548 |
27 |
18 |
25 |
46 |
95 |
204 |
548 |
548 |
28 |
19 |
25 |
47 |
95 |
204 |
548 |
548 |
29 |
20 |
26 |
48 |
95 |
204 |
548 |
548 |
30 |
20 |
28 |
49 |
95 |
204 |
548 |
548 |
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 |
15 |
22 |
45 |
168 |
306 |
3 077 |
2 |
1 |
15 |
22 |
45 |
168 |
343 |
2 294 |
3 |
1 |
16 |
24 |
50 |
162 |
356 |
1 732 |
4 |
1 |
17 |
27 |
54 |
160 |
354 |
1 338 |
5 |
2 |
19 |
31 |
56 |
160 |
345 |
1 060 |
6 |
3 |
21 |
33 |
59 |
160 |
332 |
860 |
7 |
4 |
24 |
35 |
61 |
160 |
316 |
711 |
8 |
4 |
25 |
37 |
64 |
160 |
300 |
597 |
9 |
5 |
26 |
38 |
67 |
160 |
283 |
508 |
10 |
5 |
27 |
40 |
69 |
160 |
266 |
438 |
11 |
5 |
27 |
40 |
70 |
160 |
253 |
380 |
12 |
6 |
27 |
40 |
70 |
160 |
253 |
333 |
13 |
6 |
27 |
40 |
70 |
160 |
253 |
293 |
14 |
6 |
27 |
40 |
70 |
160 |
253 |
259 |
15 |
6 |
27 |
42 |
70 |
160 |
253 |
253 |
16 |
7 |
27 |
44 |
70 |
160 |
253 |
253 |
17 |
8 |
27 |
47 |
70 |
160 |
253 |
253 |
18 |
8 |
27 |
49 |
70 |
160 |
253 |
253 |
19 |
9 |
27 |
52 |
70 |
160 |
253 |
253 |
20 |
9 |
27 |
54 |
70 |
160 |
253 |
253 |
21 |
9 |
27 |
57 |
70 |
160 |
253 |
253 |
22 |
10 |
27 |
59 |
70 |
160 |
253 |
253 |
23 |
10 |
27 |
62 |
70 |
160 |
253 |
253 |
24 |
11 |
27 |
64 |
70 |
160 |
253 |
253 |
25 |
11 |
27 |
67 |
72 |
160 |
253 |
253 |
26 |
11 |
27 |
70 |
75 |
160 |
253 |
253 |
27 |
12 |
27 |
72 |
77 |
160 |
253 |
253 |
28 |
12 |
27 |
75 |
78 |
160 |
253 |
253 |
29 |
13 |
27 |
78 |
81 |
160 |
253 |
253 |
30 |
13 |
27 |
80 |
83 |
160 |
253 |
253 |
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 |
5 |
19 |
26 |
50 |
172 |
309 |
3 112 |
2 |
7 |
22 |
28 |
52 |
174 |
347 |
2 324 |
3 |
7 |
22 |
31 |
57 |
169 |
360 |
1 755 |
4 |
7 |
23 |
34 |
61 |
167 |
359 |
1 355 |
5 |
8 |
25 |
37 |
62 |
166 |
349 |
1 073 |
6 |
9 |
27 |
39 |
65 |
166 |
335 |
869 |
7 |
10 |
30 |
41 |
67 |
165 |
319 |
718 |
8 |
9 |
30 |
41 |
69 |
165 |
302 |
603 |
9 |
9 |
30 |
43 |
72 |
164 |
285 |
513 |
10 |
9 |
31 |
44 |
73 |
164 |
268 |
441 |
11 |
9 |
31 |
44 |
74 |
163 |
257 |
383 |
12 |
9 |
30 |
43 |
73 |
163 |
256 |
335 |
13 |
8 |
29 |
43 |
73 |
162 |
256 |
295 |
14 |
7 |
29 |
42 |
72 |
162 |
255 |
261 |
15 |
7 |
29 |
42 |
72 |
161 |
255 |
255 |
16 |
7 |
28 |
44 |
71 |
161 |
254 |
254 |
17 |
8 |
28 |
47 |
71 |
161 |
254 |
254 |
18 |
8 |
28 |
50 |
71 |
160 |
254 |
254 |
19 |
9 |
28 |
52 |
71 |
160 |
254 |
254 |
20 |
9 |
28 |
55 |
71 |
161 |
254 |
254 |
21 |
9 |
28 |
58 |
72 |
161 |
254 |
254 |
22 |
10 |
29 |
59 |
72 |
161 |
255 |
255 |
23 |
10 |
29 |
62 |
72 |
162 |
255 |
255 |
24 |
11 |
29 |
65 |
72 |
162 |
255 |
255 |
25 |
11 |
29 |
68 |
73 |
162 |
255 |
255 |
26 |
11 |
29 |
71 |
75 |
162 |
255 |
255 |
27 |
12 |
29 |
73 |
77 |
162 |
255 |
255 |
28 |
12 |
29 |
76 |
80 |
162 |
255 |
255 |
29 |
13 |
29 |
78 |
81 |
162 |
255 |
255 |
30 |
14 |
29 |
81 |
83 |
162 |
255 |
255 |
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 |
15 |
22 |
45 |
168 |
306 |
3 077 |
2 |
1 |
15 |
22 |
45 |
168 |
343 |
2 294 |
3 |
1 |
15 |
24 |
50 |
162 |
356 |
1 732 |
4 |
1 |
16 |
27 |
54 |
160 |
354 |
1 338 |
5 |
2 |
19 |
31 |
56 |
160 |
345 |
1 060 |
6 |
3 |
21 |
33 |
59 |
160 |
332 |
859 |
7 |
4 |
24 |
35 |
61 |
160 |
316 |
711 |
8 |
4 |
25 |
36 |
64 |
160 |
299 |
597 |
9 |
5 |
26 |
38 |
67 |
160 |
283 |
508 |
10 |
5 |
26 |
40 |
69 |
160 |
266 |
438 |
11 |
5 |
27 |
40 |
70 |
160 |
253 |
380 |
12 |
6 |
27 |
40 |
70 |
160 |
253 |
333 |
13 |
6 |
27 |
40 |
70 |
160 |
253 |
293 |
14 |
6 |
27 |
40 |
70 |
160 |
253 |
259 |
15 |
6 |
27 |
42 |
70 |
160 |
253 |
253 |
16 |
7 |
27 |
44 |
70 |
160 |
253 |
253 |
17 |
8 |
27 |
47 |
70 |
160 |
253 |
253 |
18 |
8 |
27 |
49 |
70 |
160 |
253 |
253 |
19 |
9 |
27 |
52 |
70 |
160 |
253 |
253 |
20 |
9 |
27 |
54 |
70 |
160 |
253 |
253 |
21 |
9 |
27 |
57 |
70 |
160 |
253 |
253 |
22 |
10 |
27 |
59 |
70 |
160 |
253 |
253 |
23 |
10 |
27 |
62 |
70 |
160 |
253 |
253 |
24 |
11 |
27 |
64 |
70 |
160 |
253 |
253 |
25 |
11 |
27 |
67 |
72 |
160 |
253 |
253 |
26 |
11 |
27 |
70 |
75 |
160 |
253 |
253 |
27 |
12 |
27 |
72 |
77 |
160 |
253 |
253 |
28 |
12 |
27 |
75 |
78 |
160 |
253 |
253 |
29 |
13 |
27 |
78 |
81 |
160 |
253 |
253 |
30 |
13 |
27 |
80 |
83 |
160 |
253 |
253 |
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 |
81 |
96 |
102 |
126 |
248 |
344 |
3 099 |
2 |
76 |
91 |
97 |
121 |
243 |
346 |
2 319 |
3 |
78 |
94 |
103 |
129 |
240 |
359 |
1 751 |
4 |
76 |
92 |
103 |
129 |
235 |
360 |
1 359 |
5 |
74 |
91 |
104 |
129 |
232 |
352 |
1 080 |
6 |
73 |
92 |
104 |
129 |
230 |
339 |
878 |
7 |
72 |
92 |
103 |
129 |
228 |
324 |
728 |
8 |
71 |
91 |
103 |
130 |
226 |
319 |
612 |
9 |
70 |
91 |
103 |
132 |
225 |
318 |
522 |
10 |
66 |
88 |
101 |
130 |
221 |
314 |
450 |
11 |
63 |
85 |
98 |
128 |
218 |
311 |
391 |
12 |
62 |
83 |
97 |
127 |
216 |
309 |
342 |
13 |
61 |
82 |
96 |
126 |
215 |
309 |
309 |
14 |
60 |
82 |
95 |
125 |
215 |
308 |
308 |
15 |
60 |
81 |
95 |
125 |
214 |
308 |
308 |
16 |
59 |
81 |
94 |
124 |
213 |
307 |
307 |
17 |
59 |
80 |
93 |
123 |
213 |
306 |
306 |
18 |
58 |
79 |
93 |
123 |
212 |
305 |
305 |
19 |
57 |
78 |
92 |
122 |
211 |
305 |
305 |
20 |
56 |
78 |
91 |
121 |
211 |
304 |
304 |
21 |
56 |
77 |
90 |
120 |
210 |
303 |
303 |
22 |
55 |
76 |
89 |
119 |
209 |
302 |
302 |
23 |
54 |
75 |
88 |
118 |
208 |
301 |
301 |
24 |
53 |
74 |
87 |
117 |
207 |
300 |
300 |
25 |
52 |
73 |
86 |
116 |
206 |
299 |
299 |
26 |
50 |
72 |
85 |
115 |
205 |
298 |
298 |
27 |
49 |
71 |
84 |
114 |
204 |
297 |
297 |
28 |
48 |
70 |
83 |
113 |
203 |
296 |
296 |
29 |
47 |
69 |
82 |
112 |
202 |
295 |
295 |
30 |
46 |
68 |
83 |
111 |
201 |
294 |
294 |
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 |
4 |
19 |
26 |
49 |
172 |
305 |
3 066 |
2 |
6 |
21 |
28 |
51 |
173 |
342 |
2 289 |
3 |
7 |
22 |
31 |
57 |
169 |
355 |
1 730 |
4 |
8 |
24 |
35 |
61 |
167 |
355 |
1 338 |
5 |
9 |
26 |
38 |
63 |
167 |
346 |
1 061 |
6 |
10 |
29 |
41 |
66 |
167 |
333 |
861 |
7 |
11 |
31 |
42 |
68 |
167 |
317 |
712 |
8 |
11 |
31 |
43 |
70 |
166 |
301 |
599 |
9 |
11 |
32 |
44 |
73 |
166 |
284 |
510 |
10 |
11 |
32 |
45 |
75 |
165 |
267 |
439 |
11 |
10 |
32 |
45 |
75 |
165 |
258 |
381 |
12 |
10 |
31 |
45 |
75 |
164 |
258 |
334 |
13 |
10 |
31 |
44 |
74 |
164 |
257 |
295 |
14 |
9 |
31 |
44 |
74 |
164 |
257 |
261 |
15 |
9 |
30 |
44 |
74 |
163 |
257 |
257 |
16 |
8 |
30 |
45 |
73 |
163 |
256 |
256 |
17 |
8 |
30 |
47 |
73 |
163 |
256 |
256 |
18 |
8 |
30 |
50 |
73 |
162 |
256 |
256 |
19 |
9 |
30 |
52 |
73 |
162 |
256 |
256 |
20 |
9 |
30 |
55 |
73 |
163 |
256 |
256 |
21 |
10 |
30 |
58 |
74 |
163 |
256 |
256 |
22 |
10 |
31 |
61 |
74 |
163 |
257 |
257 |
23 |
10 |
31 |
63 |
74 |
164 |
257 |
257 |
24 |
11 |
31 |
66 |
74 |
164 |
257 |
257 |
25 |
11 |
31 |
68 |
74 |
164 |
257 |
257 |
26 |
12 |
31 |
71 |
75 |
164 |
257 |
257 |
27 |
12 |
31 |
73 |
77 |
164 |
257 |
257 |
28 |
12 |
31 |
76 |
80 |
164 |
257 |
257 |
29 |
13 |
31 |
79 |
82 |
164 |
257 |
257 |
30 |
14 |
31 |
82 |
84 |
164 |
257 |
257 |
3.6. Kuna
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
47 |
62 |
69 |
92 |
214 |
310 |
3 109 |
2 |
51 |
66 |
72 |
96 |
218 |
348 |
2 331 |
3 |
55 |
70 |
79 |
105 |
217 |
363 |
1 769 |
4 |
57 |
74 |
85 |
111 |
217 |
364 |
1 372 |
5 |
59 |
77 |
89 |
114 |
218 |
355 |
1 089 |
6 |
60 |
79 |
91 |
117 |
217 |
342 |
883 |
7 |
61 |
81 |
92 |
118 |
217 |
326 |
730 |
8 |
60 |
80 |
92 |
119 |
215 |
309 |
614 |
9 |
59 |
80 |
92 |
121 |
214 |
307 |
523 |
10 |
58 |
79 |
92 |
122 |
212 |
306 |
450 |
11 |
56 |
78 |
91 |
121 |
211 |
304 |
391 |
12 |
55 |
76 |
89 |
119 |
209 |
302 |
342 |
13 |
53 |
75 |
88 |
118 |
207 |
301 |
301 |
14 |
52 |
73 |
86 |
116 |
206 |
299 |
299 |
15 |
50 |
72 |
85 |
115 |
205 |
298 |
298 |
16 |
49 |
71 |
84 |
114 |
204 |
297 |
297 |
17 |
48 |
70 |
83 |
113 |
203 |
296 |
296 |
18 |
47 |
69 |
82 |
112 |
202 |
295 |
295 |
19 |
47 |
68 |
81 |
111 |
201 |
294 |
294 |
20 |
46 |
67 |
81 |
111 |
200 |
294 |
294 |
21 |
45 |
67 |
80 |
110 |
200 |
293 |
293 |
22 |
44 |
66 |
79 |
109 |
199 |
292 |
292 |
23 |
44 |
65 |
78 |
108 |
198 |
291 |
291 |
24 |
43 |
64 |
77 |
108 |
197 |
290 |
290 |
25 |
42 |
63 |
77 |
107 |
196 |
290 |
290 |
26 |
41 |
63 |
76 |
106 |
195 |
289 |
289 |
27 |
40 |
62 |
75 |
105 |
195 |
288 |
288 |
28 |
39 |
61 |
77 |
104 |
194 |
287 |
287 |
29 |
38 |
60 |
79 |
103 |
193 |
286 |
286 |
30 |
38 |
59 |
83 |
102 |
192 |
285 |
285 |
3.7. Lev
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
14 |
21 |
44 |
167 |
306 |
3 075 |
2 |
0 |
14 |
21 |
44 |
167 |
343 |
2 292 |
3 |
1 |
15 |
23 |
49 |
161 |
355 |
1 731 |
4 |
1 |
16 |
26 |
53 |
159 |
354 |
1 337 |
5 |
2 |
18 |
30 |
55 |
159 |
345 |
1 059 |
6 |
2 |
21 |
32 |
58 |
159 |
332 |
859 |
7 |
4 |
23 |
34 |
60 |
159 |
316 |
710 |
8 |
4 |
24 |
36 |
63 |
159 |
299 |
597 |
9 |
4 |
25 |
37 |
66 |
159 |
282 |
508 |
10 |
4 |
26 |
39 |
68 |
159 |
266 |
437 |
11 |
4 |
26 |
39 |
69 |
159 |
252 |
380 |
12 |
6 |
26 |
39 |
69 |
159 |
252 |
332 |
13 |
6 |
26 |
39 |
69 |
159 |
252 |
293 |
14 |
6 |
26 |
39 |
69 |
159 |
252 |
259 |
15 |
6 |
26 |
42 |
69 |
159 |
252 |
252 |
16 |
7 |
26 |
44 |
69 |
159 |
252 |
252 |
17 |
7 |
26 |
47 |
69 |
159 |
252 |
252 |
18 |
8 |
26 |
49 |
69 |
159 |
252 |
252 |
19 |
9 |
26 |
52 |
69 |
159 |
252 |
252 |
20 |
9 |
26 |
54 |
69 |
159 |
252 |
252 |
21 |
9 |
26 |
57 |
69 |
159 |
252 |
252 |
22 |
10 |
26 |
59 |
69 |
159 |
252 |
252 |
23 |
10 |
26 |
62 |
69 |
159 |
252 |
252 |
24 |
11 |
26 |
64 |
70 |
159 |
252 |
252 |
25 |
11 |
26 |
67 |
72 |
159 |
252 |
252 |
26 |
11 |
26 |
70 |
75 |
159 |
252 |
252 |
27 |
12 |
26 |
72 |
77 |
159 |
252 |
252 |
28 |
12 |
26 |
75 |
78 |
159 |
252 |
252 |
29 |
13 |
26 |
78 |
81 |
159 |
252 |
252 |
30 |
13 |
26 |
80 |
83 |
159 |
252 |
252 |
3.8. Pound sterling
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
11 |
23 |
46 |
186 |
309 |
3 115 |
2 |
0 |
11 |
23 |
46 |
186 |
347 |
2 323 |
3 |
1 |
11 |
24 |
51 |
180 |
360 |
1 754 |
4 |
1 |
13 |
27 |
57 |
177 |
358 |
1 355 |
5 |
2 |
16 |
29 |
60 |
176 |
349 |
1 073 |
6 |
2 |
18 |
33 |
61 |
175 |
335 |
869 |
7 |
3 |
21 |
36 |
60 |
174 |
319 |
718 |
8 |
4 |
23 |
37 |
60 |
172 |
302 |
603 |
9 |
6 |
31 |
41 |
58 |
172 |
285 |
513 |
10 |
9 |
34 |
41 |
57 |
171 |
268 |
441 |
11 |
8 |
33 |
41 |
56 |
170 |
263 |
383 |
12 |
6 |
32 |
40 |
56 |
169 |
262 |
335 |
13 |
6 |
30 |
40 |
56 |
168 |
262 |
295 |
14 |
6 |
30 |
41 |
56 |
168 |
261 |
261 |
15 |
6 |
30 |
42 |
56 |
167 |
260 |
260 |
16 |
7 |
30 |
44 |
56 |
165 |
258 |
258 |
17 |
8 |
30 |
47 |
56 |
164 |
257 |
257 |
18 |
8 |
30 |
50 |
57 |
164 |
257 |
257 |
19 |
9 |
30 |
52 |
60 |
164 |
257 |
257 |
20 |
9 |
30 |
55 |
61 |
164 |
257 |
257 |
21 |
9 |
30 |
57 |
63 |
164 |
258 |
258 |
22 |
10 |
30 |
59 |
66 |
164 |
257 |
257 |
23 |
10 |
30 |
62 |
68 |
164 |
257 |
257 |
24 |
11 |
30 |
64 |
70 |
163 |
257 |
257 |
25 |
11 |
30 |
67 |
73 |
163 |
256 |
256 |
26 |
11 |
30 |
69 |
75 |
162 |
256 |
256 |
27 |
12 |
30 |
72 |
76 |
162 |
255 |
255 |
28 |
12 |
30 |
75 |
78 |
162 |
255 |
255 |
29 |
13 |
30 |
78 |
81 |
161 |
254 |
254 |
30 |
13 |
30 |
80 |
83 |
161 |
254 |
254 |
3.9. Romanian leu
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
83 |
97 |
104 |
127 |
250 |
346 |
3 138 |
2 |
80 |
95 |
101 |
125 |
247 |
351 |
2 353 |
3 |
77 |
93 |
101 |
127 |
239 |
366 |
1 784 |
4 |
75 |
91 |
102 |
129 |
234 |
366 |
1 383 |
5 |
73 |
90 |
102 |
127 |
231 |
358 |
1 099 |
6 |
72 |
91 |
102 |
128 |
229 |
345 |
893 |
7 |
71 |
90 |
101 |
127 |
226 |
329 |
739 |
8 |
68 |
88 |
100 |
127 |
223 |
317 |
622 |
9 |
66 |
87 |
99 |
128 |
221 |
314 |
530 |
10 |
64 |
86 |
99 |
128 |
219 |
312 |
456 |
11 |
63 |
84 |
98 |
127 |
217 |
311 |
397 |
12 |
61 |
83 |
96 |
126 |
216 |
309 |
347 |
13 |
59 |
81 |
94 |
124 |
214 |
307 |
307 |
14 |
58 |
79 |
93 |
123 |
212 |
306 |
306 |
15 |
56 |
78 |
91 |
121 |
211 |
304 |
304 |
16 |
55 |
77 |
90 |
120 |
210 |
303 |
303 |
17 |
54 |
76 |
89 |
119 |
208 |
302 |
302 |
18 |
53 |
75 |
88 |
118 |
207 |
301 |
301 |
19 |
52 |
74 |
87 |
117 |
207 |
300 |
300 |
20 |
51 |
73 |
86 |
116 |
206 |
299 |
299 |
21 |
50 |
72 |
85 |
115 |
205 |
298 |
298 |
22 |
50 |
71 |
84 |
114 |
204 |
297 |
297 |
23 |
49 |
70 |
83 |
113 |
203 |
296 |
296 |
24 |
47 |
69 |
82 |
112 |
202 |
295 |
295 |
25 |
46 |
68 |
81 |
111 |
201 |
294 |
294 |
26 |
45 |
67 |
80 |
110 |
200 |
293 |
293 |
27 |
44 |
66 |
79 |
109 |
199 |
292 |
292 |
28 |
43 |
65 |
78 |
108 |
198 |
291 |
291 |
29 |
42 |
64 |
81 |
107 |
197 |
290 |
290 |
30 |
42 |
63 |
84 |
106 |
196 |
289 |
289 |
3.10. Zloty
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
56 |
70 |
77 |
100 |
223 |
318 |
3 170 |
2 |
54 |
69 |
75 |
99 |
221 |
353 |
2 370 |
3 |
52 |
68 |
76 |
102 |
214 |
367 |
1 793 |
4 |
51 |
67 |
78 |
105 |
211 |
367 |
1 388 |
5 |
50 |
67 |
79 |
104 |
208 |
358 |
1 100 |
6 |
49 |
68 |
80 |
106 |
206 |
344 |
892 |
7 |
49 |
69 |
80 |
106 |
204 |
328 |
738 |
8 |
47 |
68 |
79 |
107 |
203 |
311 |
620 |
9 |
46 |
67 |
79 |
108 |
201 |
294 |
527 |
10 |
45 |
67 |
80 |
109 |
200 |
293 |
454 |
11 |
44 |
66 |
79 |
109 |
199 |
292 |
394 |
12 |
43 |
65 |
78 |
108 |
198 |
291 |
345 |
13 |
43 |
64 |
77 |
107 |
197 |
290 |
304 |
14 |
42 |
63 |
77 |
107 |
196 |
290 |
290 |
15 |
41 |
63 |
76 |
106 |
196 |
289 |
289 |
16 |
40 |
62 |
75 |
105 |
195 |
288 |
288 |
17 |
40 |
61 |
74 |
104 |
194 |
287 |
287 |
18 |
39 |
60 |
74 |
104 |
193 |
287 |
287 |
19 |
38 |
60 |
73 |
103 |
193 |
286 |
286 |
20 |
38 |
60 |
73 |
103 |
193 |
286 |
286 |
21 |
38 |
59 |
73 |
103 |
192 |
286 |
286 |
22 |
37 |
59 |
72 |
102 |
192 |
285 |
285 |
23 |
37 |
58 |
72 |
102 |
191 |
285 |
285 |
24 |
36 |
58 |
71 |
101 |
191 |
284 |
284 |
25 |
36 |
57 |
70 |
100 |
190 |
283 |
283 |
26 |
35 |
57 |
72 |
100 |
189 |
283 |
283 |
27 |
34 |
56 |
75 |
99 |
189 |
282 |
282 |
28 |
34 |
55 |
77 |
98 |
188 |
281 |
281 |
29 |
33 |
54 |
81 |
98 |
187 |
281 |
281 |
30 |
32 |
54 |
83 |
97 |
187 |
280 |
280 |
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 |
40 |
47 |
70 |
193 |
311 |
3 137 |
2 |
26 |
40 |
47 |
71 |
193 |
349 |
2 342 |
3 |
25 |
40 |
49 |
75 |
187 |
362 |
1 768 |
4 |
24 |
40 |
51 |
77 |
183 |
361 |
1 366 |
5 |
24 |
41 |
53 |
78 |
182 |
352 |
1 082 |
6 |
24 |
43 |
55 |
81 |
181 |
338 |
877 |
7 |
25 |
45 |
56 |
82 |
181 |
322 |
725 |
8 |
24 |
45 |
56 |
84 |
180 |
305 |
609 |
9 |
24 |
45 |
57 |
86 |
179 |
288 |
518 |
10 |
24 |
45 |
58 |
88 |
178 |
272 |
446 |
11 |
23 |
45 |
58 |
88 |
178 |
271 |
387 |
12 |
22 |
44 |
57 |
87 |
177 |
270 |
338 |
13 |
22 |
43 |
56 |
86 |
176 |
269 |
298 |
14 |
21 |
42 |
55 |
86 |
175 |
268 |
268 |
15 |
20 |
42 |
55 |
85 |
174 |
268 |
268 |
16 |
19 |
41 |
54 |
84 |
173 |
267 |
267 |
17 |
19 |
40 |
53 |
83 |
173 |
266 |
266 |
18 |
18 |
40 |
53 |
83 |
172 |
266 |
266 |
19 |
18 |
39 |
53 |
83 |
172 |
265 |
265 |
20 |
18 |
39 |
55 |
83 |
172 |
265 |
265 |
21 |
18 |
39 |
58 |
83 |
172 |
266 |
266 |
22 |
18 |
39 |
61 |
83 |
172 |
265 |
265 |
23 |
18 |
39 |
63 |
82 |
172 |
265 |
265 |
24 |
17 |
39 |
66 |
82 |
172 |
265 |
265 |
25 |
17 |
39 |
68 |
82 |
172 |
265 |
265 |
26 |
17 |
39 |
71 |
82 |
171 |
265 |
265 |
27 |
17 |
38 |
73 |
82 |
171 |
264 |
264 |
28 |
17 |
38 |
77 |
81 |
171 |
264 |
264 |
29 |
16 |
38 |
79 |
82 |
171 |
264 |
264 |
30 |
16 |
38 |
82 |
84 |
170 |
264 |
264 |
3.12. Swiss franc
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
0 |
3 |
25 |
147 |
304 |
3 057 |
2 |
0 |
1 |
6 |
26 |
148 |
341 |
2 278 |
3 |
1 |
1 |
9 |
31 |
143 |
353 |
1 719 |
4 |
1 |
3 |
12 |
35 |
140 |
352 |
1 328 |
5 |
2 |
4 |
15 |
36 |
140 |
343 |
1 052 |
6 |
2 |
4 |
18 |
40 |
140 |
329 |
853 |
7 |
3 |
6 |
20 |
42 |
140 |
314 |
705 |
8 |
4 |
6 |
23 |
44 |
140 |
297 |
592 |
9 |
4 |
8 |
26 |
47 |
140 |
280 |
504 |
10 |
4 |
8 |
28 |
50 |
140 |
263 |
433 |
11 |
4 |
9 |
31 |
52 |
141 |
247 |
376 |
12 |
6 |
10 |
33 |
50 |
140 |
233 |
329 |
13 |
6 |
11 |
36 |
52 |
141 |
234 |
290 |
14 |
6 |
12 |
39 |
51 |
141 |
234 |
257 |
15 |
6 |
13 |
41 |
50 |
140 |
233 |
233 |
16 |
7 |
13 |
44 |
51 |
139 |
232 |
232 |
17 |
7 |
14 |
46 |
54 |
138 |
232 |
232 |
18 |
8 |
16 |
48 |
57 |
139 |
232 |
232 |
19 |
9 |
16 |
51 |
58 |
139 |
232 |
232 |
20 |
9 |
17 |
54 |
60 |
140 |
233 |
233 |
21 |
9 |
18 |
56 |
63 |
140 |
233 |
233 |
22 |
10 |
19 |
59 |
65 |
140 |
234 |
234 |
23 |
10 |
19 |
62 |
67 |
140 |
234 |
234 |
24 |
11 |
20 |
64 |
69 |
140 |
234 |
234 |
25 |
11 |
22 |
67 |
71 |
140 |
233 |
233 |
26 |
11 |
22 |
69 |
73 |
140 |
233 |
233 |
27 |
12 |
23 |
72 |
75 |
141 |
233 |
233 |
28 |
12 |
24 |
74 |
78 |
141 |
233 |
233 |
29 |
12 |
25 |
76 |
79 |
142 |
233 |
233 |
30 |
13 |
25 |
79 |
81 |
144 |
233 |
233 |
3.13. Australian dollar
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
42 |
57 |
63 |
87 |
209 |
315 |
3 183 |
2 |
42 |
57 |
63 |
87 |
209 |
354 |
2 376 |
3 |
41 |
56 |
65 |
91 |
203 |
367 |
1 795 |
4 |
40 |
57 |
67 |
94 |
200 |
366 |
1 387 |
5 |
40 |
58 |
70 |
95 |
199 |
357 |
1 098 |
6 |
40 |
59 |
71 |
97 |
198 |
343 |
890 |
7 |
41 |
61 |
72 |
98 |
196 |
327 |
735 |
8 |
40 |
60 |
72 |
99 |
195 |
309 |
617 |
9 |
39 |
60 |
73 |
102 |
194 |
292 |
525 |
10 |
39 |
60 |
73 |
103 |
193 |
287 |
452 |
11 |
38 |
60 |
73 |
103 |
193 |
286 |
392 |
12 |
37 |
59 |
72 |
102 |
192 |
285 |
343 |
13 |
37 |
58 |
71 |
101 |
191 |
284 |
302 |
14 |
36 |
57 |
71 |
101 |
190 |
283 |
283 |
15 |
35 |
57 |
70 |
100 |
190 |
283 |
283 |
16 |
34 |
56 |
69 |
99 |
189 |
282 |
282 |
17 |
34 |
55 |
68 |
98 |
188 |
281 |
281 |
18 |
33 |
55 |
68 |
98 |
187 |
281 |
281 |
19 |
33 |
54 |
67 |
97 |
187 |
280 |
280 |
20 |
32 |
54 |
67 |
97 |
187 |
280 |
280 |
21 |
32 |
54 |
67 |
97 |
187 |
280 |
280 |
22 |
32 |
53 |
67 |
97 |
186 |
280 |
280 |
23 |
31 |
53 |
66 |
96 |
186 |
279 |
279 |
24 |
31 |
52 |
66 |
96 |
185 |
279 |
279 |
25 |
30 |
52 |
69 |
95 |
185 |
278 |
278 |
26 |
30 |
51 |
72 |
95 |
184 |
277 |
277 |
27 |
29 |
51 |
74 |
94 |
184 |
277 |
277 |
28 |
29 |
50 |
77 |
93 |
183 |
276 |
276 |
29 |
28 |
49 |
79 |
93 |
182 |
276 |
276 |
30 |
27 |
49 |
83 |
92 |
182 |
275 |
275 |
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 |
9 |
24 |
31 |
54 |
177 |
314 |
3 164 |
2 |
14 |
28 |
35 |
58 |
181 |
352 |
2 360 |
3 |
16 |
32 |
40 |
66 |
178 |
365 |
1 782 |
4 |
19 |
35 |
46 |
73 |
179 |
364 |
1 377 |
5 |
21 |
39 |
51 |
76 |
180 |
355 |
1 091 |
6 |
21 |
39 |
51 |
77 |
178 |
341 |
884 |
7 |
26 |
46 |
57 |
83 |
182 |
325 |
731 |
8 |
25 |
45 |
57 |
84 |
180 |
307 |
613 |
9 |
26 |
47 |
60 |
88 |
181 |
290 |
522 |
10 |
28 |
50 |
63 |
92 |
183 |
276 |
449 |
11 |
30 |
51 |
64 |
94 |
184 |
277 |
390 |
12 |
30 |
52 |
65 |
95 |
185 |
278 |
341 |
13 |
31 |
52 |
66 |
96 |
185 |
278 |
300 |
14 |
31 |
53 |
66 |
96 |
186 |
279 |
279 |
15 |
31 |
53 |
66 |
96 |
186 |
279 |
279 |
16 |
31 |
52 |
65 |
96 |
185 |
278 |
278 |
17 |
31 |
52 |
65 |
96 |
185 |
278 |
278 |
18 |
30 |
51 |
65 |
95 |
184 |
278 |
278 |
19 |
30 |
51 |
64 |
94 |
184 |
277 |
277 |
20 |
30 |
51 |
64 |
94 |
184 |
277 |
277 |
21 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
22 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
23 |
29 |
50 |
64 |
94 |
183 |
277 |
277 |
24 |
28 |
50 |
66 |
93 |
183 |
276 |
276 |
25 |
28 |
50 |
68 |
93 |
182 |
276 |
276 |
26 |
28 |
49 |
71 |
92 |
182 |
275 |
275 |
27 |
27 |
49 |
73 |
92 |
181 |
275 |
275 |
28 |
27 |
48 |
77 |
91 |
181 |
274 |
274 |
29 |
26 |
48 |
79 |
91 |
180 |
274 |
274 |
30 |
25 |
47 |
82 |
90 |
180 |
273 |
273 |
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 |
8 |
22 |
29 |
53 |
175 |
312 |
3 149 |
2 |
9 |
24 |
30 |
54 |
176 |
350 |
2 350 |
3 |
10 |
25 |
34 |
60 |
172 |
364 |
1 775 |
4 |
10 |
27 |
38 |
64 |
170 |
362 |
1 371 |
5 |
11 |
29 |
41 |
66 |
170 |
353 |
1 085 |
6 |
13 |
32 |
44 |
70 |
170 |
339 |
879 |
7 |
15 |
35 |
46 |
72 |
170 |
323 |
726 |
8 |
15 |
35 |
47 |
74 |
170 |
305 |
610 |
9 |
15 |
37 |
49 |
78 |
170 |
288 |
519 |
10 |
16 |
38 |
51 |
80 |
171 |
271 |
446 |
11 |
17 |
38 |
51 |
81 |
171 |
264 |
387 |
12 |
17 |
38 |
51 |
82 |
171 |
264 |
339 |
13 |
17 |
38 |
52 |
82 |
171 |
265 |
298 |
14 |
17 |
39 |
52 |
82 |
171 |
265 |
265 |
15 |
17 |
39 |
52 |
82 |
172 |
265 |
265 |
16 |
17 |
38 |
52 |
82 |
171 |
264 |
264 |
17 |
17 |
38 |
52 |
82 |
171 |
265 |
265 |
18 |
17 |
38 |
52 |
82 |
171 |
264 |
264 |
19 |
17 |
38 |
52 |
82 |
171 |
264 |
264 |
20 |
17 |
39 |
55 |
82 |
171 |
265 |
265 |
21 |
17 |
39 |
58 |
82 |
171 |
265 |
265 |
22 |
17 |
38 |
61 |
82 |
171 |
265 |
265 |
23 |
17 |
38 |
63 |
81 |
171 |
264 |
264 |
24 |
16 |
38 |
66 |
81 |
171 |
264 |
264 |
25 |
16 |
37 |
68 |
81 |
170 |
264 |
264 |
26 |
16 |
37 |
71 |
80 |
170 |
263 |
263 |
27 |
15 |
37 |
73 |
80 |
170 |
263 |
263 |
28 |
15 |
37 |
76 |
80 |
169 |
263 |
263 |
29 |
15 |
36 |
78 |
81 |
169 |
262 |
262 |
30 |
14 |
36 |
81 |
84 |
169 |
262 |
262 |
3.16. Chilean peso
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
45 |
59 |
66 |
89 |
212 |
318 |
3 209 |
2 |
47 |
62 |
69 |
92 |
215 |
357 |
2 399 |
3 |
50 |
65 |
74 |
100 |
212 |
371 |
1 815 |
4 |
51 |
67 |
78 |
105 |
210 |
371 |
1 404 |
5 |
52 |
70 |
82 |
107 |
211 |
362 |
1 113 |
6 |
54 |
73 |
85 |
111 |
211 |
348 |
903 |
7 |
56 |
75 |
86 |
112 |
211 |
332 |
747 |
8 |
55 |
75 |
87 |
114 |
210 |
314 |
628 |
9 |
55 |
76 |
88 |
117 |
210 |
303 |
534 |
10 |
55 |
77 |
90 |
119 |
210 |
303 |
459 |
11 |
55 |
77 |
90 |
120 |
210 |
303 |
399 |
12 |
54 |
76 |
89 |
119 |
209 |
302 |
349 |
13 |
54 |
75 |
88 |
118 |
208 |
301 |
307 |
14 |
53 |
74 |
87 |
118 |
207 |
300 |
300 |
15 |
52 |
73 |
87 |
117 |
206 |
299 |
299 |
16 |
51 |
72 |
86 |
116 |
205 |
299 |
299 |
17 |
50 |
72 |
85 |
115 |
204 |
298 |
298 |
18 |
49 |
71 |
84 |
114 |
204 |
297 |
297 |
19 |
49 |
70 |
83 |
113 |
203 |
296 |
296 |
20 |
48 |
69 |
83 |
113 |
202 |
296 |
296 |
21 |
47 |
69 |
82 |
112 |
202 |
295 |
295 |
22 |
46 |
68 |
81 |
111 |
201 |
294 |
294 |
23 |
46 |
67 |
80 |
110 |
200 |
293 |
293 |
24 |
45 |
66 |
79 |
109 |
199 |
292 |
292 |
25 |
44 |
65 |
78 |
108 |
198 |
291 |
291 |
26 |
43 |
64 |
77 |
108 |
197 |
290 |
290 |
27 |
42 |
63 |
77 |
107 |
196 |
289 |
289 |
28 |
41 |
62 |
78 |
106 |
195 |
289 |
289 |
29 |
40 |
62 |
81 |
105 |
194 |
288 |
288 |
30 |
39 |
61 |
83 |
104 |
194 |
287 |
287 |
3.17. Colombian peso
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
76 |
90 |
97 |
120 |
243 |
338 |
3 318 |
2 |
80 |
94 |
101 |
124 |
247 |
369 |
2 486 |
3 |
79 |
95 |
103 |
129 |
241 |
384 |
1 882 |
4 |
79 |
95 |
106 |
132 |
238 |
383 |
1 456 |
5 |
81 |
99 |
111 |
136 |
240 |
374 |
1 153 |
6 |
83 |
102 |
114 |
140 |
240 |
359 |
935 |
7 |
85 |
105 |
116 |
142 |
241 |
342 |
772 |
8 |
86 |
107 |
118 |
146 |
241 |
335 |
649 |
9 |
87 |
108 |
120 |
149 |
242 |
335 |
552 |
10 |
87 |
109 |
122 |
151 |
242 |
335 |
475 |
11 |
87 |
109 |
122 |
152 |
242 |
335 |
412 |
12 |
86 |
108 |
121 |
151 |
241 |
334 |
361 |
13 |
85 |
106 |
120 |
150 |
239 |
333 |
333 |
14 |
83 |
105 |
118 |
148 |
238 |
331 |
331 |
15 |
82 |
103 |
117 |
147 |
236 |
330 |
330 |
16 |
81 |
102 |
115 |
145 |
235 |
328 |
328 |
17 |
79 |
101 |
114 |
144 |
233 |
327 |
327 |
18 |
78 |
99 |
112 |
143 |
232 |
325 |
325 |
19 |
76 |
98 |
111 |
141 |
231 |
324 |
324 |
20 |
75 |
97 |
110 |
140 |
229 |
323 |
323 |
21 |
74 |
95 |
108 |
138 |
228 |
321 |
321 |
22 |
72 |
94 |
107 |
137 |
227 |
320 |
320 |
23 |
71 |
92 |
105 |
135 |
225 |
318 |
318 |
24 |
69 |
91 |
104 |
134 |
223 |
317 |
317 |
25 |
68 |
89 |
102 |
132 |
222 |
315 |
315 |
26 |
66 |
87 |
101 |
131 |
220 |
314 |
314 |
27 |
64 |
86 |
99 |
129 |
219 |
312 |
312 |
28 |
63 |
84 |
98 |
128 |
217 |
310 |
310 |
29 |
61 |
83 |
96 |
126 |
216 |
309 |
309 |
30 |
60 |
81 |
95 |
125 |
214 |
308 |
308 |
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 |
1 |
15 |
22 |
46 |
168 |
312 |
3 143 |
2 |
4 |
19 |
26 |
49 |
172 |
350 |
2 347 |
3 |
7 |
22 |
31 |
57 |
169 |
363 |
1 774 |
4 |
8 |
25 |
36 |
62 |
168 |
362 |
1 370 |
5 |
11 |
28 |
40 |
65 |
169 |
353 |
1 085 |
6 |
13 |
32 |
44 |
69 |
170 |
339 |
879 |
7 |
15 |
35 |
46 |
72 |
170 |
323 |
726 |
8 |
15 |
36 |
47 |
75 |
171 |
306 |
610 |
9 |
16 |
37 |
49 |
78 |
171 |
288 |
519 |
10 |
16 |
38 |
51 |
80 |
171 |
271 |
446 |
11 |
16 |
38 |
51 |
81 |
171 |
264 |
387 |
12 |
16 |
38 |
51 |
81 |
170 |
264 |
339 |
13 |
16 |
37 |
50 |
80 |
170 |
263 |
298 |
14 |
15 |
36 |
50 |
80 |
169 |
262 |
264 |
15 |
14 |
36 |
49 |
79 |
168 |
262 |
262 |
16 |
13 |
35 |
48 |
78 |
168 |
261 |
261 |
17 |
13 |
34 |
48 |
78 |
167 |
260 |
260 |
18 |
12 |
34 |
50 |
77 |
167 |
260 |
260 |
19 |
12 |
34 |
52 |
77 |
166 |
260 |
260 |
20 |
12 |
34 |
55 |
77 |
167 |
260 |
260 |
21 |
12 |
34 |
58 |
77 |
167 |
260 |
260 |
22 |
12 |
34 |
61 |
77 |
167 |
260 |
260 |
23 |
12 |
34 |
63 |
77 |
167 |
260 |
260 |
24 |
12 |
34 |
66 |
77 |
167 |
260 |
260 |
25 |
12 |
34 |
68 |
77 |
167 |
260 |
260 |
26 |
12 |
34 |
71 |
77 |
166 |
260 |
260 |
27 |
12 |
33 |
73 |
78 |
166 |
260 |
260 |
28 |
12 |
33 |
76 |
80 |
166 |
259 |
259 |
29 |
14 |
33 |
79 |
82 |
166 |
259 |
259 |
30 |
14 |
33 |
81 |
84 |
166 |
259 |
259 |
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 |
87 |
101 |
108 |
131 |
254 |
349 |
3 408 |
2 |
87 |
102 |
108 |
132 |
254 |
376 |
2 544 |
3 |
86 |
102 |
110 |
136 |
248 |
390 |
1 921 |
4 |
86 |
103 |
113 |
140 |
246 |
389 |
1 483 |
5 |
87 |
104 |
116 |
141 |
245 |
379 |
1 173 |
6 |
87 |
106 |
118 |
144 |
244 |
364 |
950 |
7 |
88 |
108 |
119 |
145 |
244 |
347 |
784 |
8 |
88 |
109 |
120 |
148 |
244 |
337 |
658 |
9 |
88 |
109 |
121 |
150 |
243 |
336 |
559 |
10 |
86 |
108 |
121 |
150 |
241 |
334 |
481 |
11 |
85 |
106 |
120 |
149 |
239 |
332 |
417 |
12 |
83 |
104 |
118 |
148 |
237 |
331 |
364 |
13 |
81 |
103 |
116 |
146 |
235 |
329 |
329 |
14 |
79 |
101 |
114 |
144 |
233 |
327 |
327 |
15 |
77 |
99 |
112 |
142 |
232 |
325 |
325 |
16 |
75 |
97 |
110 |
140 |
229 |
323 |
323 |
17 |
73 |
95 |
108 |
138 |
228 |
321 |
321 |
18 |
72 |
93 |
107 |
137 |
226 |
319 |
319 |
19 |
70 |
92 |
105 |
135 |
225 |
318 |
318 |
20 |
69 |
91 |
104 |
134 |
224 |
317 |
317 |
21 |
68 |
90 |
103 |
133 |
223 |
316 |
316 |
22 |
67 |
89 |
102 |
132 |
222 |
315 |
315 |
23 |
66 |
88 |
101 |
131 |
221 |
314 |
314 |
24 |
65 |
87 |
100 |
130 |
220 |
313 |
313 |
25 |
64 |
86 |
99 |
129 |
218 |
312 |
312 |
26 |
63 |
84 |
98 |
128 |
217 |
311 |
311 |
27 |
62 |
83 |
97 |
127 |
216 |
309 |
309 |
28 |
61 |
82 |
95 |
126 |
215 |
308 |
308 |
29 |
60 |
81 |
94 |
125 |
214 |
307 |
307 |
30 |
59 |
80 |
93 |
124 |
213 |
306 |
306 |
3.20. Mexican peso
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
347 |
361 |
368 |
391 |
514 |
610 |
3 465 |
2 |
71 |
86 |
93 |
116 |
239 |
380 |
2 575 |
3 |
74 |
89 |
98 |
124 |
236 |
393 |
1 939 |
4 |
77 |
93 |
104 |
130 |
236 |
392 |
1 496 |
5 |
79 |
96 |
109 |
134 |
237 |
381 |
1 183 |
6 |
81 |
100 |
112 |
138 |
238 |
366 |
958 |
7 |
83 |
103 |
114 |
140 |
239 |
349 |
791 |
8 |
84 |
105 |
116 |
144 |
239 |
333 |
664 |
9 |
85 |
106 |
118 |
147 |
240 |
333 |
565 |
10 |
85 |
106 |
119 |
149 |
239 |
333 |
485 |
11 |
85 |
106 |
120 |
150 |
239 |
333 |
421 |
12 |
85 |
107 |
120 |
150 |
239 |
333 |
368 |
13 |
85 |
107 |
120 |
150 |
240 |
333 |
333 |
14 |
86 |
108 |
121 |
151 |
240 |
334 |
334 |
15 |
87 |
108 |
121 |
152 |
241 |
334 |
334 |
16 |
88 |
109 |
122 |
153 |
242 |
335 |
335 |
17 |
89 |
110 |
124 |
154 |
243 |
336 |
336 |
18 |
90 |
111 |
125 |
155 |
244 |
338 |
338 |
19 |
91 |
112 |
126 |
156 |
245 |
338 |
338 |
20 |
92 |
113 |
126 |
156 |
246 |
339 |
339 |
21 |
92 |
113 |
126 |
157 |
246 |
339 |
339 |
22 |
92 |
113 |
126 |
156 |
246 |
339 |
339 |
23 |
91 |
113 |
126 |
156 |
245 |
339 |
339 |
24 |
90 |
112 |
125 |
155 |
245 |
338 |
338 |
25 |
89 |
111 |
124 |
154 |
244 |
337 |
337 |
26 |
88 |
110 |
123 |
153 |
243 |
336 |
336 |
27 |
87 |
109 |
122 |
152 |
242 |
335 |
335 |
28 |
86 |
107 |
121 |
151 |
240 |
333 |
333 |
29 |
85 |
106 |
119 |
149 |
239 |
332 |
332 |
30 |
83 |
105 |
118 |
148 |
238 |
331 |
331 |
3.21. New Taiwan dollar
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
4 |
11 |
34 |
157 |
309 |
3 115 |
2 |
0 |
4 |
11 |
34 |
157 |
347 |
2 322 |
3 |
1 |
4 |
13 |
39 |
151 |
359 |
1 753 |
4 |
1 |
4 |
15 |
42 |
148 |
358 |
1 353 |
5 |
2 |
6 |
18 |
43 |
147 |
349 |
1 071 |
6 |
2 |
8 |
19 |
45 |
146 |
335 |
868 |
7 |
3 |
10 |
21 |
47 |
145 |
319 |
717 |
8 |
4 |
10 |
23 |
49 |
145 |
302 |
602 |
9 |
4 |
10 |
26 |
51 |
143 |
284 |
512 |
10 |
4 |
10 |
29 |
52 |
143 |
267 |
441 |
11 |
4 |
10 |
31 |
53 |
143 |
251 |
382 |
12 |
6 |
10 |
34 |
53 |
143 |
236 |
335 |
13 |
6 |
11 |
36 |
53 |
143 |
236 |
295 |
14 |
6 |
12 |
39 |
54 |
143 |
236 |
261 |
15 |
6 |
13 |
42 |
54 |
143 |
237 |
237 |
16 |
7 |
13 |
44 |
54 |
143 |
236 |
236 |
17 |
8 |
15 |
47 |
55 |
144 |
237 |
237 |
18 |
8 |
16 |
50 |
57 |
144 |
237 |
237 |
19 |
9 |
16 |
52 |
60 |
145 |
238 |
238 |
20 |
9 |
17 |
55 |
61 |
146 |
239 |
239 |
21 |
9 |
19 |
58 |
64 |
146 |
240 |
240 |
22 |
10 |
19 |
60 |
66 |
147 |
240 |
240 |
23 |
10 |
20 |
62 |
68 |
148 |
241 |
241 |
24 |
11 |
21 |
65 |
71 |
148 |
242 |
242 |
25 |
11 |
22 |
68 |
73 |
149 |
242 |
242 |
26 |
11 |
22 |
71 |
75 |
149 |
242 |
242 |
27 |
12 |
24 |
73 |
77 |
150 |
243 |
243 |
28 |
12 |
25 |
76 |
80 |
150 |
243 |
243 |
29 |
13 |
25 |
78 |
81 |
150 |
243 |
243 |
30 |
14 |
27 |
81 |
83 |
150 |
244 |
244 |
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 |
48 |
63 |
70 |
93 |
216 |
316 |
3 192 |
2 |
49 |
64 |
70 |
94 |
216 |
355 |
2 385 |
3 |
49 |
64 |
73 |
99 |
211 |
369 |
1 803 |
4 |
48 |
64 |
75 |
102 |
207 |
368 |
1 394 |
5 |
48 |
65 |
78 |
103 |
206 |
359 |
1 104 |
6 |
49 |
68 |
79 |
105 |
206 |
345 |
895 |
7 |
49 |
69 |
80 |
106 |
204 |
329 |
740 |
8 |
48 |
69 |
81 |
108 |
204 |
311 |
621 |
9 |
48 |
69 |
81 |
110 |
203 |
296 |
529 |
10 |
47 |
68 |
82 |
111 |
202 |
295 |
455 |
11 |
46 |
67 |
80 |
110 |
200 |
293 |
395 |
12 |
44 |
65 |
79 |
109 |
198 |
292 |
345 |
13 |
42 |
64 |
77 |
107 |
197 |
290 |
304 |
14 |
41 |
62 |
75 |
106 |
195 |
288 |
288 |
15 |
39 |
61 |
74 |
104 |
194 |
287 |
287 |
16 |
37 |
59 |
72 |
102 |
192 |
285 |
285 |
17 |
36 |
58 |
71 |
101 |
191 |
284 |
284 |
18 |
35 |
57 |
70 |
100 |
189 |
283 |
283 |
19 |
34 |
56 |
69 |
99 |
188 |
282 |
282 |
20 |
34 |
55 |
68 |
98 |
188 |
281 |
281 |
21 |
33 |
54 |
68 |
98 |
187 |
281 |
281 |
22 |
32 |
54 |
67 |
97 |
187 |
280 |
280 |
23 |
32 |
53 |
66 |
96 |
186 |
279 |
279 |
24 |
31 |
52 |
67 |
96 |
185 |
279 |
279 |
25 |
30 |
52 |
70 |
95 |
185 |
278 |
278 |
26 |
29 |
51 |
72 |
94 |
184 |
277 |
277 |
27 |
29 |
50 |
75 |
94 |
183 |
276 |
276 |
28 |
28 |
50 |
77 |
93 |
182 |
276 |
276 |
29 |
27 |
49 |
81 |
92 |
182 |
275 |
275 |
30 |
27 |
48 |
83 |
92 |
181 |
274 |
274 |
3.23. Rand
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
109 |
124 |
130 |
154 |
276 |
372 |
3 463 |
2 |
110 |
125 |
131 |
155 |
277 |
381 |
2 582 |
3 |
111 |
126 |
135 |
161 |
273 |
396 |
1 950 |
4 |
112 |
128 |
139 |
166 |
271 |
395 |
1 506 |
5 |
113 |
130 |
143 |
168 |
271 |
385 |
1 193 |
6 |
114 |
133 |
145 |
170 |
271 |
370 |
966 |
7 |
115 |
135 |
146 |
172 |
270 |
364 |
798 |
8 |
114 |
135 |
146 |
174 |
270 |
363 |
670 |
9 |
114 |
135 |
147 |
176 |
269 |
362 |
570 |
10 |
113 |
134 |
147 |
177 |
267 |
361 |
491 |
11 |
111 |
133 |
146 |
176 |
266 |
359 |
426 |
12 |
109 |
131 |
144 |
174 |
264 |
357 |
372 |
13 |
107 |
129 |
142 |
172 |
262 |
355 |
355 |
14 |
105 |
127 |
140 |
170 |
259 |
353 |
353 |
15 |
103 |
124 |
137 |
167 |
257 |
350 |
350 |
16 |
100 |
121 |
135 |
165 |
254 |
348 |
348 |
17 |
98 |
119 |
132 |
162 |
252 |
345 |
345 |
18 |
95 |
117 |
130 |
160 |
250 |
343 |
343 |
19 |
93 |
115 |
128 |
158 |
248 |
341 |
341 |
20 |
92 |
113 |
126 |
156 |
246 |
339 |
339 |
21 |
90 |
111 |
125 |
155 |
244 |
337 |
337 |
22 |
88 |
110 |
123 |
153 |
242 |
336 |
336 |
23 |
86 |
108 |
121 |
151 |
241 |
334 |
334 |
24 |
84 |
106 |
119 |
149 |
239 |
332 |
332 |
25 |
83 |
104 |
117 |
147 |
237 |
330 |
330 |
26 |
81 |
102 |
116 |
146 |
235 |
329 |
329 |
27 |
79 |
101 |
114 |
144 |
234 |
327 |
327 |
28 |
78 |
99 |
112 |
142 |
232 |
325 |
325 |
29 |
76 |
98 |
111 |
141 |
230 |
324 |
324 |
30 |
75 |
96 |
109 |
139 |
229 |
322 |
322 |
3.24. Real
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
169 |
184 |
190 |
214 |
336 |
432 |
3 515 |
2 |
178 |
193 |
199 |
223 |
345 |
441 |
2 638 |
3 |
182 |
197 |
206 |
232 |
344 |
439 |
2 002 |
4 |
182 |
199 |
210 |
236 |
342 |
436 |
1 549 |
5 |
183 |
200 |
213 |
238 |
341 |
435 |
1 227 |
6 |
183 |
202 |
213 |
239 |
340 |
433 |
994 |
7 |
183 |
203 |
214 |
240 |
338 |
432 |
821 |
8 |
181 |
202 |
213 |
241 |
337 |
430 |
688 |
9 |
180 |
201 |
213 |
242 |
335 |
428 |
585 |
10 |
179 |
200 |
214 |
243 |
334 |
427 |
503 |
11 |
177 |
199 |
212 |
242 |
332 |
425 |
436 |
12 |
175 |
196 |
209 |
239 |
329 |
422 |
422 |
13 |
172 |
193 |
206 |
236 |
326 |
419 |
419 |
14 |
169 |
190 |
203 |
233 |
323 |
416 |
416 |
15 |
165 |
187 |
200 |
230 |
320 |
413 |
413 |
16 |
162 |
184 |
197 |
227 |
316 |
410 |
410 |
17 |
159 |
180 |
194 |
224 |
313 |
406 |
406 |
18 |
156 |
177 |
190 |
220 |
310 |
403 |
403 |
19 |
152 |
174 |
187 |
217 |
307 |
400 |
400 |
20 |
149 |
171 |
184 |
214 |
304 |
397 |
397 |
21 |
146 |
168 |
181 |
211 |
301 |
394 |
394 |
22 |
143 |
165 |
178 |
208 |
298 |
391 |
391 |
23 |
140 |
161 |
175 |
205 |
294 |
388 |
388 |
24 |
137 |
158 |
172 |
202 |
291 |
384 |
384 |
25 |
134 |
155 |
168 |
198 |
288 |
381 |
381 |
26 |
131 |
152 |
165 |
195 |
285 |
378 |
378 |
27 |
128 |
149 |
162 |
192 |
282 |
375 |
375 |
28 |
125 |
146 |
159 |
190 |
279 |
372 |
372 |
29 |
122 |
143 |
157 |
187 |
276 |
370 |
370 |
30 |
119 |
141 |
154 |
184 |
274 |
367 |
367 |
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 |
22 |
36 |
43 |
66 |
189 |
323 |
3 261 |
2 |
22 |
37 |
44 |
67 |
190 |
362 |
2 432 |
3 |
22 |
37 |
46 |
72 |
184 |
375 |
1 836 |
4 |
22 |
38 |
49 |
76 |
181 |
374 |
1 418 |
5 |
22 |
40 |
52 |
77 |
181 |
364 |
1 122 |
6 |
23 |
42 |
54 |
79 |
180 |
350 |
910 |
7 |
24 |
44 |
55 |
81 |
179 |
333 |
752 |
8 |
23 |
43 |
55 |
82 |
178 |
316 |
631 |
9 |
22 |
43 |
56 |
85 |
177 |
297 |
537 |
10 |
22 |
43 |
57 |
86 |
177 |
280 |
461 |
11 |
21 |
43 |
56 |
86 |
176 |
269 |
400 |
12 |
21 |
42 |
56 |
86 |
175 |
268 |
350 |
13 |
20 |
42 |
55 |
85 |
175 |
268 |
308 |
14 |
20 |
41 |
54 |
85 |
174 |
267 |
272 |
15 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
16 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
17 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
18 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
19 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
20 |
20 |
41 |
57 |
84 |
174 |
267 |
267 |
21 |
20 |
41 |
59 |
84 |
174 |
267 |
267 |
22 |
20 |
41 |
62 |
84 |
174 |
267 |
267 |
23 |
19 |
41 |
65 |
84 |
174 |
267 |
267 |
24 |
19 |
41 |
67 |
84 |
174 |
267 |
267 |
25 |
19 |
41 |
70 |
84 |
173 |
267 |
267 |
26 |
19 |
40 |
72 |
84 |
173 |
266 |
266 |
27 |
19 |
40 |
75 |
83 |
173 |
266 |
266 |
28 |
18 |
40 |
78 |
83 |
173 |
266 |
266 |
29 |
18 |
40 |
81 |
83 |
172 |
266 |
266 |
30 |
18 |
39 |
83 |
86 |
172 |
265 |
265 |
3.26. Ringgit
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
17 |
32 |
39 |
62 |
185 |
323 |
3 266 |
2 |
19 |
34 |
40 |
64 |
186 |
362 |
2 436 |
3 |
21 |
36 |
45 |
71 |
183 |
375 |
1 839 |
4 |
22 |
38 |
49 |
76 |
181 |
374 |
1 419 |
5 |
24 |
41 |
54 |
79 |
182 |
364 |
1 123 |
6 |
26 |
44 |
56 |
82 |
183 |
350 |
909 |
7 |
28 |
48 |
59 |
85 |
183 |
333 |
751 |
8 |
28 |
48 |
60 |
87 |
183 |
315 |
630 |
9 |
29 |
50 |
62 |
91 |
184 |
297 |
536 |
10 |
29 |
51 |
64 |
93 |
184 |
279 |
461 |
11 |
30 |
52 |
65 |
95 |
184 |
278 |
400 |
12 |
30 |
52 |
65 |
95 |
185 |
278 |
350 |
13 |
30 |
52 |
65 |
95 |
185 |
278 |
308 |
14 |
30 |
51 |
65 |
95 |
184 |
278 |
278 |
15 |
30 |
51 |
64 |
95 |
184 |
277 |
277 |
16 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
17 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
18 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
19 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
20 |
30 |
51 |
64 |
94 |
184 |
277 |
277 |
21 |
30 |
51 |
65 |
95 |
184 |
277 |
277 |
22 |
30 |
51 |
65 |
95 |
184 |
277 |
277 |
23 |
30 |
51 |
65 |
94 |
184 |
277 |
277 |
24 |
29 |
51 |
67 |
94 |
184 |
277 |
277 |
25 |
29 |
51 |
70 |
94 |
183 |
277 |
277 |
26 |
29 |
50 |
72 |
93 |
183 |
276 |
276 |
27 |
28 |
50 |
76 |
93 |
183 |
276 |
276 |
28 |
28 |
49 |
78 |
92 |
182 |
275 |
275 |
29 |
27 |
49 |
81 |
92 |
182 |
275 |
275 |
30 |
27 |
48 |
84 |
92 |
181 |
274 |
274 |
3.27. Russian rouble
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
119 |
133 |
140 |
163 |
286 |
381 |
3 549 |
2 |
117 |
132 |
138 |
162 |
284 |
388 |
2 636 |
3 |
116 |
131 |
140 |
166 |
278 |
401 |
1 984 |
4 |
115 |
131 |
142 |
169 |
275 |
399 |
1 528 |
5 |
115 |
133 |
145 |
170 |
274 |
388 |
1 206 |
6 |
115 |
134 |
146 |
172 |
272 |
372 |
975 |
7 |
116 |
136 |
147 |
173 |
271 |
364 |
803 |
8 |
115 |
135 |
147 |
174 |
270 |
364 |
673 |
9 |
114 |
135 |
147 |
176 |
269 |
362 |
572 |
10 |
114 |
135 |
149 |
178 |
269 |
362 |
491 |
11 |
113 |
135 |
148 |
178 |
268 |
361 |
425 |
12 |
112 |
134 |
147 |
177 |
267 |
360 |
371 |
13 |
111 |
133 |
146 |
176 |
265 |
359 |
359 |
14 |
110 |
131 |
145 |
175 |
264 |
357 |
357 |
15 |
108 |
129 |
142 |
172 |
262 |
355 |
355 |
16 |
105 |
127 |
140 |
170 |
260 |
353 |
353 |
17 |
103 |
124 |
137 |
167 |
257 |
350 |
350 |
18 |
100 |
122 |
135 |
165 |
255 |
348 |
348 |
19 |
98 |
120 |
133 |
163 |
253 |
346 |
346 |
20 |
96 |
118 |
131 |
161 |
250 |
344 |
344 |
21 |
94 |
115 |
129 |
159 |
248 |
341 |
341 |
22 |
92 |
113 |
126 |
156 |
246 |
339 |
339 |
23 |
89 |
111 |
124 |
154 |
244 |
337 |
337 |
24 |
87 |
109 |
122 |
152 |
242 |
335 |
335 |
25 |
85 |
107 |
120 |
150 |
239 |
333 |
333 |
26 |
83 |
104 |
118 |
148 |
237 |
331 |
331 |
27 |
81 |
102 |
116 |
146 |
235 |
328 |
328 |
28 |
79 |
100 |
114 |
144 |
233 |
326 |
326 |
29 |
77 |
98 |
112 |
142 |
231 |
324 |
324 |
30 |
75 |
96 |
110 |
140 |
229 |
323 |
323 |
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 |
3 |
9 |
33 |
155 |
312 |
3 141 |
2 |
0 |
5 |
12 |
35 |
158 |
350 |
2 346 |
3 |
1 |
7 |
16 |
42 |
153 |
363 |
1 773 |
4 |
1 |
9 |
20 |
47 |
152 |
362 |
1 371 |
5 |
2 |
12 |
24 |
49 |
153 |
353 |
1 086 |
6 |
2 |
15 |
27 |
53 |
154 |
339 |
880 |
7 |
3 |
19 |
30 |
56 |
154 |
323 |
727 |
8 |
4 |
19 |
31 |
58 |
154 |
306 |
611 |
9 |
4 |
20 |
33 |
61 |
154 |
289 |
520 |
10 |
4 |
21 |
34 |
63 |
154 |
272 |
447 |
11 |
4 |
21 |
34 |
64 |
154 |
255 |
388 |
12 |
6 |
21 |
35 |
64 |
154 |
247 |
340 |
13 |
6 |
21 |
37 |
64 |
153 |
247 |
299 |
14 |
6 |
20 |
39 |
64 |
153 |
246 |
265 |
15 |
6 |
20 |
42 |
64 |
153 |
246 |
246 |
16 |
7 |
20 |
45 |
63 |
153 |
246 |
246 |
17 |
8 |
20 |
48 |
63 |
153 |
246 |
246 |
18 |
8 |
20 |
50 |
63 |
153 |
246 |
246 |
19 |
9 |
20 |
53 |
63 |
153 |
246 |
246 |
20 |
9 |
21 |
55 |
64 |
154 |
247 |
247 |
21 |
10 |
21 |
58 |
65 |
154 |
247 |
247 |
22 |
10 |
22 |
61 |
67 |
155 |
248 |
248 |
23 |
10 |
22 |
63 |
69 |
155 |
248 |
248 |
24 |
11 |
22 |
66 |
71 |
155 |
248 |
248 |
25 |
11 |
23 |
68 |
73 |
155 |
249 |
249 |
26 |
11 |
23 |
71 |
75 |
156 |
249 |
249 |
27 |
12 |
24 |
73 |
78 |
156 |
249 |
249 |
28 |
12 |
25 |
76 |
80 |
156 |
249 |
249 |
29 |
14 |
25 |
79 |
82 |
156 |
249 |
249 |
30 |
14 |
27 |
81 |
84 |
156 |
250 |
250 |
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 |
44 |
51 |
74 |
197 |
314 |
3 165 |
2 |
30 |
45 |
51 |
75 |
197 |
352 |
2 360 |
3 |
29 |
44 |
53 |
79 |
191 |
365 |
1 781 |
4 |
28 |
44 |
55 |
81 |
187 |
363 |
1 375 |
5 |
28 |
45 |
57 |
82 |
186 |
354 |
1 088 |
6 |
31 |
49 |
61 |
87 |
188 |
339 |
881 |
7 |
28 |
48 |
59 |
85 |
184 |
323 |
727 |
8 |
33 |
53 |
65 |
92 |
188 |
306 |
610 |
9 |
32 |
53 |
65 |
94 |
187 |
288 |
519 |
10 |
26 |
48 |
61 |
90 |
181 |
274 |
446 |
11 |
22 |
43 |
56 |
86 |
176 |
269 |
387 |
12 |
18 |
39 |
53 |
83 |
172 |
266 |
338 |
13 |
15 |
37 |
50 |
80 |
170 |
263 |
298 |
14 |
13 |
35 |
48 |
78 |
168 |
261 |
264 |
15 |
12 |
33 |
46 |
77 |
166 |
259 |
259 |
16 |
10 |
32 |
45 |
75 |
165 |
258 |
258 |
17 |
9 |
31 |
47 |
74 |
164 |
257 |
257 |
18 |
9 |
30 |
50 |
73 |
163 |
256 |
256 |
19 |
9 |
30 |
52 |
73 |
163 |
256 |
256 |
20 |
9 |
30 |
55 |
73 |
163 |
256 |
256 |
21 |
9 |
30 |
58 |
73 |
163 |
256 |
256 |
22 |
10 |
30 |
60 |
73 |
163 |
256 |
256 |
23 |
10 |
30 |
63 |
73 |
163 |
256 |
256 |
24 |
11 |
30 |
66 |
73 |
163 |
256 |
256 |
25 |
11 |
30 |
68 |
73 |
163 |
256 |
256 |
26 |
11 |
30 |
71 |
75 |
162 |
256 |
256 |
27 |
12 |
30 |
73 |
77 |
162 |
256 |
256 |
28 |
12 |
29 |
76 |
80 |
162 |
256 |
256 |
29 |
13 |
29 |
78 |
81 |
162 |
255 |
255 |
30 |
14 |
29 |
81 |
84 |
162 |
255 |
255 |
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 |
181 |
196 |
202 |
226 |
348 |
444 |
3 736 |
2 |
179 |
193 |
200 |
224 |
346 |
442 |
2 780 |
3 |
175 |
190 |
199 |
225 |
337 |
432 |
2 096 |
4 |
171 |
187 |
198 |
225 |
330 |
424 |
1 614 |
5 |
167 |
185 |
197 |
222 |
326 |
419 |
1 274 |
6 |
164 |
183 |
195 |
221 |
321 |
415 |
1 029 |
7 |
162 |
182 |
193 |
219 |
317 |
411 |
847 |
8 |
158 |
178 |
190 |
217 |
313 |
406 |
709 |
9 |
154 |
175 |
188 |
216 |
309 |
402 |
601 |
10 |
151 |
172 |
185 |
215 |
305 |
399 |
516 |
11 |
147 |
168 |
182 |
212 |
301 |
395 |
446 |
12 |
143 |
165 |
178 |
208 |
297 |
391 |
391 |
13 |
139 |
161 |
174 |
204 |
294 |
387 |
387 |
14 |
136 |
157 |
170 |
200 |
290 |
383 |
383 |
15 |
132 |
154 |
167 |
197 |
286 |
380 |
380 |
16 |
129 |
150 |
164 |
194 |
283 |
376 |
376 |
17 |
126 |
147 |
160 |
191 |
280 |
373 |
373 |
18 |
123 |
144 |
158 |
188 |
277 |
370 |
370 |
19 |
120 |
142 |
155 |
185 |
274 |
368 |
368 |
20 |
118 |
139 |
152 |
182 |
272 |
365 |
365 |
21 |
115 |
136 |
150 |
180 |
269 |
363 |
363 |
22 |
112 |
134 |
147 |
177 |
267 |
360 |
360 |
23 |
110 |
131 |
145 |
175 |
264 |
358 |
358 |
24 |
107 |
129 |
142 |
172 |
262 |
355 |
355 |
25 |
105 |
127 |
140 |
170 |
259 |
353 |
353 |
26 |
103 |
124 |
137 |
167 |
257 |
350 |
350 |
27 |
100 |
122 |
135 |
165 |
255 |
348 |
348 |
28 |
98 |
120 |
133 |
163 |
253 |
346 |
346 |
29 |
96 |
118 |
131 |
161 |
251 |
344 |
344 |
30 |
94 |
116 |
129 |
159 |
248 |
342 |
342 |
3.31. US dollar
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
15 |
26 |
54 |
172 |
313 |
3 162 |
2 |
0 |
15 |
26 |
54 |
172 |
352 |
2 360 |
3 |
1 |
17 |
29 |
58 |
169 |
365 |
1 782 |
4 |
1 |
20 |
32 |
63 |
168 |
364 |
1 377 |
5 |
2 |
23 |
37 |
69 |
169 |
354 |
1 090 |
6 |
4 |
26 |
40 |
70 |
170 |
340 |
883 |
7 |
6 |
31 |
42 |
72 |
170 |
324 |
730 |
8 |
8 |
34 |
46 |
74 |
171 |
307 |
612 |
9 |
10 |
37 |
49 |
76 |
171 |
289 |
521 |
10 |
11 |
38 |
51 |
76 |
171 |
272 |
448 |
11 |
12 |
40 |
52 |
78 |
171 |
265 |
389 |
12 |
12 |
41 |
54 |
79 |
171 |
265 |
340 |
13 |
13 |
42 |
54 |
80 |
172 |
265 |
299 |
14 |
13 |
43 |
55 |
80 |
172 |
265 |
265 |
15 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
16 |
14 |
43 |
55 |
80 |
171 |
265 |
265 |
17 |
14 |
43 |
55 |
80 |
171 |
265 |
265 |
18 |
14 |
43 |
55 |
80 |
171 |
265 |
265 |
19 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
20 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
21 |
14 |
43 |
58 |
80 |
172 |
266 |
266 |
22 |
14 |
43 |
61 |
80 |
173 |
266 |
266 |
23 |
14 |
43 |
63 |
80 |
173 |
266 |
266 |
24 |
14 |
43 |
66 |
80 |
173 |
266 |
266 |
25 |
14 |
43 |
68 |
80 |
173 |
266 |
266 |
26 |
14 |
43 |
71 |
80 |
173 |
266 |
266 |
27 |
14 |
43 |
73 |
80 |
173 |
266 |
266 |
28 |
14 |
43 |
76 |
80 |
173 |
266 |
266 |
29 |
14 |
43 |
79 |
82 |
173 |
266 |
266 |
30 |
14 |
43 |
81 |
84 |
173 |
266 |
266 |
3.32. Yen
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
0 |
3 |
12 |
134 |
307 |
3 091 |
2 |
0 |
1 |
6 |
15 |
132 |
344 |
2 302 |
3 |
1 |
1 |
9 |
18 |
125 |
356 |
1 736 |
4 |
1 |
3 |
12 |
21 |
122 |
354 |
1 339 |
5 |
2 |
4 |
15 |
24 |
121 |
345 |
1 060 |
6 |
2 |
4 |
18 |
27 |
121 |
331 |
858 |
7 |
3 |
6 |
20 |
30 |
120 |
315 |
709 |
8 |
4 |
6 |
23 |
32 |
120 |
298 |
595 |
9 |
4 |
8 |
26 |
35 |
121 |
281 |
506 |
10 |
4 |
8 |
28 |
37 |
121 |
264 |
435 |
11 |
4 |
9 |
31 |
40 |
121 |
248 |
377 |
12 |
6 |
10 |
33 |
42 |
121 |
232 |
330 |
13 |
6 |
11 |
36 |
44 |
122 |
218 |
291 |
14 |
6 |
12 |
39 |
47 |
122 |
215 |
257 |
15 |
6 |
13 |
41 |
49 |
122 |
216 |
229 |
16 |
7 |
13 |
44 |
51 |
122 |
216 |
216 |
17 |
7 |
14 |
46 |
54 |
123 |
216 |
216 |
18 |
8 |
16 |
49 |
57 |
125 |
217 |
217 |
19 |
9 |
16 |
51 |
58 |
128 |
217 |
217 |
20 |
9 |
17 |
54 |
61 |
130 |
218 |
218 |
21 |
9 |
18 |
56 |
63 |
132 |
219 |
219 |
22 |
10 |
19 |
59 |
65 |
133 |
219 |
219 |
23 |
10 |
20 |
62 |
67 |
135 |
220 |
220 |
24 |
11 |
20 |
64 |
69 |
136 |
220 |
220 |
25 |
11 |
22 |
67 |
71 |
138 |
220 |
220 |
26 |
11 |
22 |
69 |
73 |
139 |
220 |
220 |
27 |
12 |
23 |
72 |
76 |
141 |
220 |
220 |
28 |
12 |
24 |
74 |
78 |
142 |
221 |
221 |
29 |
12 |
25 |
76 |
79 |
142 |
221 |
221 |
30 |
13 |
25 |
79 |
81 |
144 |
221 |
221 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency |
National insurance market |
Volatility adjustment (in bps) |
Euro |
Austria |
9 |
Euro |
Belgium |
9 |
Euro |
Cyprus |
9 |
Euro |
Estonia |
9 |
Euro |
Finland |
9 |
Euro |
France |
9 |
Euro |
Germany |
9 |
Euro |
Greece |
9 |
Euro |
Ireland |
9 |
Euro |
Italy |
9 |
Euro |
Latvia |
9 |
Euro |
Lithuania |
9 |
Euro |
Luxembourg |
9 |
Euro |
Malta |
9 |
Euro |
Netherlands |
9 |
Euro |
Portugal |
9 |
Euro |
Slovakia |
9 |
Euro |
Slovenia |
9 |
Euro |
Spain |
9 |
Czech koruna |
Czech Republic |
2 |
Danish krone |
Denmark |
40 |
Forint |
Hungary |
5 |
Krona |
Sweden |
4 |
Kuna |
Croatia |
7 |
Lev |
Bulgaria |
– 1 |
Pound sterling |
United Kingdom |
21 |
Romanian leu |
Romania |
– 3 |
Zloty |
Poland |
13 |
Króna |
Iceland |
11 |
Norwegian krone |
Norway |
21 |
Swiss franc |
Liechtenstein |
1 |
Swiss franc |
Switzerland |
1 |
Australian dollar |
Australia |
10 |
Canadian dollar |
Canada |
7 |
US dollar |
United States |
40 |
Yen |
Japan |
2 |