委员会实施条例(EU) 2016/1376，依据欧洲议会和理事会指令2009/138/EC(保险和再保险业务的认购和追踪) ，制定2016年6月30日至9月29日期间提交报告的技术规定和基本自有资金的技术信息
技术法规类型：欧盟Eurlex法规 来源：tbtmap
EURLEX ID：32016R1376
OJ编号：OJ L 224, 18.8.2016, p. 1-115
中文标题：委员会实施条例(EU) 2016/1376，依据欧洲议会和理事会指令2009/138/EC(保险和再保险业务的认购和追踪) ，制定2016年6月30日至9月29日期间提交报告的技术规定和基本自有资金的技术信息
原文标题：Commission Implementing Regulation (EU) 2016/1376 of 8 August 2016 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 2016 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)
分类：06.20.20.10_保险
文件类型：二级立法 Regulation|条例
生效日期：2016-06-30
废止日期：2058-12-31
法规全文：查看欧盟官方文件
| 18.8.2016 | EN | Official Journal of the European Union | L 224/1 |
COMMISSION IMPLEMENTING REGULATION (EU) 2016/1376
of 8 August 2016
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 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
| (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. |
| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 7 July 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2016 market data. That information was published on 7 July 2016 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. |
| (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. |
| (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure, that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), |
HAS ADOPTED THIS REGULATION:
Article 1
1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016.
2. For each relevant currency, the technical information to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
| (a) | the relevant risk-free rate term structures set out in Annex I; |
| (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; |
| (c) | for each relevant national insurance market the volatility adjustments set out in Annex III. |
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 30 June 2016.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 8 August 2016.
For the Commission
The President
Jean-Claude JUNCKER
(1) OJ L 335, 17.12.2009, p. 1.
(2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
| 1 | – 0,292 % | 0,108 % | – 0,303 % | 0,934 % | – 0,628 % | 1,394 % |
| 2 | – 0,304 % | 0,135 % | – 0,314 % | 1,269 % | – 0,547 % | 1,813 % |
| 3 | – 0,295 % | 0,140 % | – 0,305 % | 1,608 % | – 0,416 % | 2,146 % |
| 4 | – 0,251 % | 0,164 % | – 0,261 % | 1,866 % | – 0,268 % | 2,446 % |
| 5 | – 0,183 % | 0,190 % | – 0,193 % | 2,085 % | – 0,111 % | 2,750 % |
| 6 | – 0,091 % | 0,218 % | – 0,101 % | 2,252 % | 0,069 % | 3,039 % |
| 7 | 0,010 % | 0,252 % | – 0,001 % | 2,395 % | 0,243 % | 3,304 % |
| 8 | 0,116 % | 0,294 % | 0,106 % | 2,541 % | 0,402 % | 3,537 % |
| 9 | 0,219 % | 0,338 % | 0,209 % | 2,689 % | 0,542 % | 3,736 % |
| 10 | 0,324 % | 0,384 % | 0,314 % | 2,840 % | 0,656 % | 3,898 % |
| 11 | 0,412 % | 0,433 % | 0,402 % | 2,978 % | 0,824 % | 4,025 % |
| 12 | 0,489 % | 0,485 % | 0,479 % | 3,099 % | 1,022 % | 4,123 % |
| 13 | 0,560 % | 0,544 % | 0,549 % | 3,207 % | 1,220 % | 4,200 % |
| 14 | 0,619 % | 0,612 % | 0,609 % | 3,301 % | 1,407 % | 4,260 % |
| 15 | 0,661 % | 0,688 % | 0,651 % | 3,383 % | 1,578 % | 4,307 % |
| 16 | 0,685 % | 0,774 % | 0,675 % | 3,454 % | 1,733 % | 4,345 % |
| 17 | 0,702 % | 0,865 % | 0,692 % | 3,515 % | 1,872 % | 4,374 % |
| 18 | 0,720 % | 0,958 % | 0,710 % | 3,568 % | 1,998 % | 4,397 % |
| 19 | 0,746 % | 1,053 % | 0,735 % | 3,614 % | 2,112 % | 4,415 % |
| 20 | 0,783 % | 1,146 % | 0,773 % | 3,655 % | 2,214 % | 4,429 % |
| 21 | 0,834 % | 1,237 % | 0,824 % | 3,691 % | 2,308 % | 4,439 % |
| 22 | 0,896 % | 1,327 % | 0,886 % | 3,723 % | 2,393 % | 4,447 % |
| 23 | 0,964 % | 1,413 % | 0,954 % | 3,752 % | 2,471 % | 4,452 % |
| 24 | 1,036 % | 1,497 % | 1,026 % | 3,778 % | 2,542 % | 4,456 % |
| 25 | 1,110 % | 1,577 % | 1,101 % | 3,801 % | 2,608 % | 4,458 % |
| 26 | 1,186 % | 1,654 % | 1,177 % | 3,822 % | 2,669 % | 4,459 % |
| 27 | 1,261 % | 1,728 % | 1,252 % | 3,841 % | 2,725 % | 4,459 % |
| 28 | 1,335 % | 1,799 % | 1,327 % | 3,859 % | 2,777 % | 4,458 % |
| 29 | 1,408 % | 1,866 % | 1,400 % | 3,875 % | 2,826 % | 4,457 % |
| 30 | 1,479 % | 1,931 % | 1,471 % | 3,889 % | 2,871 % | 4,454 % |
| 31 | 1,548 % | 1,993 % | 1,541 % | 3,902 % | 2,914 % | 4,452 % |
| 32 | 1,616 % | 2,053 % | 1,608 % | 3,915 % | 2,954 % | 4,449 % |
| 33 | 1,681 % | 2,109 % | 1,673 % | 3,926 % | 2,991 % | 4,446 % |
| 34 | 1,743 % | 2,163 % | 1,736 % | 3,936 % | 3,027 % | 4,443 % |
| 35 | 1,804 % | 2,215 % | 1,797 % | 3,946 % | 3,060 % | 4,439 % |
| 36 | 1,862 % | 2,265 % | 1,855 % | 3,955 % | 3,092 % | 4,435 % |
| 37 | 1,918 % | 2,313 % | 1,911 % | 3,963 % | 3,121 % | 4,432 % |
| 38 | 1,972 % | 2,358 % | 1,965 % | 3,971 % | 3,150 % | 4,428 % |
| 39 | 2,024 % | 2,402 % | 2,017 % | 3,978 % | 3,176 % | 4,424 % |
| 40 | 2,074 % | 2,443 % | 2,067 % | 3,985 % | 3,202 % | 4,421 % |
| 41 | 2,122 % | 2,483 % | 2,116 % | 3,991 % | 3,226 % | 4,417 % |
| 42 | 2,168 % | 2,522 % | 2,162 % | 3,997 % | 3,249 % | 4,413 % |
| 43 | 2,212 % | 2,559 % | 2,206 % | 4,003 % | 3,271 % | 4,409 % |
| 44 | 2,255 % | 2,594 % | 2,249 % | 4,008 % | 3,292 % | 4,406 % |
| 45 | 2,296 % | 2,628 % | 2,290 % | 4,013 % | 3,312 % | 4,402 % |
| 46 | 2,335 % | 2,661 % | 2,330 % | 4,018 % | 3,332 % | 4,399 % |
| 47 | 2,373 % | 2,692 % | 2,368 % | 4,023 % | 3,350 % | 4,395 % |
| 48 | 2,410 % | 2,723 % | 2,405 % | 4,027 % | 3,368 % | 4,392 % |
| 49 | 2,445 % | 2,752 % | 2,440 % | 4,031 % | 3,385 % | 4,389 % |
| 50 | 2,479 % | 2,780 % | 2,474 % | 4,035 % | 3,401 % | 4,386 % |
| 51 | 2,512 % | 2,807 % | 2,507 % | 4,039 % | 3,416 % | 4,382 % |
| 52 | 2,543 % | 2,833 % | 2,539 % | 4,042 % | 3,431 % | 4,379 % |
| 53 | 2,574 % | 2,858 % | 2,569 % | 4,045 % | 3,446 % | 4,376 % |
| 54 | 2,603 % | 2,882 % | 2,599 % | 4,049 % | 3,460 % | 4,373 % |
| 55 | 2,632 % | 2,906 % | 2,627 % | 4,052 % | 3,473 % | 4,371 % |
| 56 | 2,659 % | 2,929 % | 2,655 % | 4,054 % | 3,486 % | 4,368 % |
| 57 | 2,686 % | 2,950 % | 2,681 % | 4,057 % | 3,499 % | 4,365 % |
| 58 | 2,711 % | 2,972 % | 2,707 % | 4,060 % | 3,511 % | 4,363 % |
| 59 | 2,736 % | 2,992 % | 2,732 % | 4,063 % | 3,522 % | 4,360 % |
| 60 | 2,760 % | 3,012 % | 2,756 % | 4,065 % | 3,534 % | 4,358 % |
| 61 | 2,784 % | 3,031 % | 2,779 % | 4,067 % | 3,544 % | 4,355 % |
| 62 | 2,806 % | 3,050 % | 2,802 % | 4,070 % | 3,555 % | 4,353 % |
| 63 | 2,828 % | 3,068 % | 2,824 % | 4,072 % | 3,565 % | 4,350 % |
| 64 | 2,849 % | 3,085 % | 2,845 % | 4,074 % | 3,575 % | 4,348 % |
| 65 | 2,870 % | 3,102 % | 2,866 % | 4,076 % | 3,585 % | 4,346 % |
| 66 | 2,890 % | 3,119 % | 2,886 % | 4,078 % | 3,594 % | 4,344 % |
| 67 | 2,909 % | 3,135 % | 2,905 % | 4,080 % | 3,603 % | 4,342 % |
| 68 | 2,928 % | 3,150 % | 2,924 % | 4,082 % | 3,612 % | 4,340 % |
| 69 | 2,946 % | 3,165 % | 2,942 % | 4,084 % | 3,620 % | 4,338 % |
| 70 | 2,964 % | 3,180 % | 2,960 % | 4,085 % | 3,629 % | 4,336 % |
| 71 | 2,981 % | 3,194 % | 2,978 % | 4,087 % | 3,637 % | 4,334 % |
| 72 | 2,998 % | 3,208 % | 2,994 % | 4,089 % | 3,644 % | 4,332 % |
| 73 | 3,014 % | 3,222 % | 3,011 % | 4,090 % | 3,652 % | 4,331 % |
| 74 | 3,030 % | 3,235 % | 3,027 % | 4,092 % | 3,659 % | 4,329 % |
| 75 | 3,046 % | 3,248 % | 3,042 % | 4,093 % | 3,667 % | 4,327 % |
| 76 | 3,061 % | 3,260 % | 3,057 % | 4,095 % | 3,674 % | 4,325 % |
| 77 | 3,076 % | 3,272 % | 3,072 % | 4,096 % | 3,680 % | 4,324 % |
| 78 | 3,090 % | 3,284 % | 3,087 % | 4,097 % | 3,687 % | 4,322 % |
| 79 | 3,104 % | 3,295 % | 3,101 % | 4,099 % | 3,693 % | 4,321 % |
| 80 | 3,117 % | 3,307 % | 3,114 % | 4,100 % | 3,700 % | 4,319 % |
| 81 | 3,131 % | 3,318 % | 3,128 % | 4,101 % | 3,706 % | 4,318 % |
| 82 | 3,144 % | 3,328 % | 3,141 % | 4,103 % | 3,712 % | 4,316 % |
| 83 | 3,156 % | 3,339 % | 3,153 % | 4,104 % | 3,718 % | 4,315 % |
| 84 | 3,169 % | 3,349 % | 3,166 % | 4,105 % | 3,724 % | 4,314 % |
| 85 | 3,181 % | 3,359 % | 3,178 % | 4,106 % | 3,729 % | 4,312 % |
| 86 | 3,193 % | 3,369 % | 3,190 % | 4,107 % | 3,735 % | 4,311 % |
| 87 | 3,204 % | 3,378 % | 3,201 % | 4,108 % | 3,740 % | 4,310 % |
| 88 | 3,215 % | 3,388 % | 3,212 % | 4,109 % | 3,745 % | 4,309 % |
| 89 | 3,226 % | 3,397 % | 3,224 % | 4,110 % | 3,750 % | 4,307 % |
| 90 | 3,237 % | 3,406 % | 3,234 % | 4,111 % | 3,755 % | 4,306 % |
| 91 | 3,248 % | 3,414 % | 3,245 % | 4,112 % | 3,760 % | 4,305 % |
| 92 | 3,258 % | 3,423 % | 3,255 % | 4,113 % | 3,765 % | 4,304 % |
| 93 | 3,268 % | 3,431 % | 3,265 % | 4,114 % | 3,770 % | 4,303 % |
| 94 | 3,278 % | 3,439 % | 3,275 % | 4,115 % | 3,774 % | 4,302 % |
| 95 | 3,288 % | 3,447 % | 3,285 % | 4,116 % | 3,779 % | 4,301 % |
| 96 | 3,297 % | 3,455 % | 3,294 % | 4,117 % | 3,783 % | 4,300 % |
| 97 | 3,306 % | 3,463 % | 3,304 % | 4,118 % | 3,787 % | 4,298 % |
| 98 | 3,315 % | 3,470 % | 3,313 % | 4,119 % | 3,791 % | 4,297 % |
| 99 | 3,324 % | 3,477 % | 3,322 % | 4,119 % | 3,796 % | 4,297 % |
| 100 | 3,333 % | 3,485 % | 3,330 % | 4,120 % | 3,800 % | 4,296 % |
| 101 | 3,342 % | 3,492 % | 3,339 % | 4,121 % | 3,804 % | 4,295 % |
| 102 | 3,350 % | 3,499 % | 3,347 % | 4,122 % | 3,807 % | 4,294 % |
| 103 | 3,358 % | 3,505 % | 3,356 % | 4,123 % | 3,811 % | 4,293 % |
| 104 | 3,366 % | 3,512 % | 3,364 % | 4,123 % | 3,815 % | 4,292 % |
| 105 | 3,374 % | 3,519 % | 3,372 % | 4,124 % | 3,819 % | 4,291 % |
| 106 | 3,382 % | 3,525 % | 3,379 % | 4,125 % | 3,822 % | 4,290 % |
| 107 | 3,389 % | 3,531 % | 3,387 % | 4,125 % | 3,826 % | 4,289 % |
| 108 | 3,397 % | 3,537 % | 3,395 % | 4,126 % | 3,829 % | 4,288 % |
| 109 | 3,404 % | 3,544 % | 3,402 % | 4,127 % | 3,833 % | 4,288 % |
| 110 | 3,412 % | 3,549 % | 3,409 % | 4,128 % | 3,836 % | 4,287 % |
| 111 | 3,419 % | 3,555 % | 3,416 % | 4,128 % | 3,839 % | 4,286 % |
| 112 | 3,426 % | 3,561 % | 3,423 % | 4,129 % | 3,842 % | 4,285 % |
| 113 | 3,432 % | 3,567 % | 3,430 % | 4,129 % | 3,846 % | 4,285 % |
| 114 | 3,439 % | 3,572 % | 3,437 % | 4,130 % | 3,849 % | 4,284 % |
| 115 | 3,446 % | 3,578 % | 3,443 % | 4,131 % | 3,852 % | 4,283 % |
| 116 | 3,452 % | 3,583 % | 3,450 % | 4,131 % | 3,855 % | 4,282 % |
| 117 | 3,459 % | 3,588 % | 3,456 % | 4,132 % | 3,858 % | 4,282 % |
| 118 | 3,465 % | 3,593 % | 3,463 % | 4,132 % | 3,861 % | 4,281 % |
| 119 | 3,471 % | 3,599 % | 3,469 % | 4,133 % | 3,863 % | 4,280 % |
| 120 | 3,477 % | 3,604 % | 3,475 % | 4,134 % | 3,866 % | 4,280 % |
| 121 | 3,483 % | 3,608 % | 3,481 % | 4,134 % | 3,869 % | 4,279 % |
| 122 | 3,489 % | 3,613 % | 3,487 % | 4,135 % | 3,872 % | 4,278 % |
| 123 | 3,495 % | 3,618 % | 3,492 % | 4,135 % | 3,874 % | 4,278 % |
| 124 | 3,500 % | 3,623 % | 3,498 % | 4,136 % | 3,877 % | 4,277 % |
| 125 | 3,506 % | 3,627 % | 3,504 % | 4,136 % | 3,880 % | 4,276 % |
| 126 | 3,511 % | 3,632 % | 3,509 % | 4,137 % | 3,882 % | 4,276 % |
| 127 | 3,517 % | 3,636 % | 3,515 % | 4,137 % | 3,885 % | 4,275 % |
| 128 | 3,522 % | 3,641 % | 3,520 % | 4,138 % | 3,887 % | 4,275 % |
| 129 | 3,527 % | 3,645 % | 3,525 % | 4,138 % | 3,889 % | 4,274 % |
| 130 | 3,532 % | 3,649 % | 3,530 % | 4,139 % | 3,892 % | 4,274 % |
| 131 | 3,538 % | 3,653 % | 3,536 % | 4,139 % | 3,894 % | 4,273 % |
| 132 | 3,543 % | 3,658 % | 3,541 % | 4,140 % | 3,897 % | 4,272 % |
| 133 | 3,547 % | 3,662 % | 3,546 % | 4,140 % | 3,899 % | 4,272 % |
| 134 | 3,552 % | 3,666 % | 3,550 % | 4,141 % | 3,901 % | 4,271 % |
| 135 | 3,557 % | 3,670 % | 3,555 % | 4,141 % | 3,903 % | 4,271 % |
| 136 | 3,562 % | 3,674 % | 3,560 % | 4,141 % | 3,905 % | 4,270 % |
| 137 | 3,566 % | 3,677 % | 3,565 % | 4,142 % | 3,908 % | 4,270 % |
| 138 | 3,571 % | 3,681 % | 3,569 % | 4,142 % | 3,910 % | 4,269 % |
| 139 | 3,576 % | 3,685 % | 3,574 % | 4,143 % | 3,912 % | 4,269 % |
| 140 | 3,580 % | 3,689 % | 3,578 % | 4,143 % | 3,914 % | 4,268 % |
| 141 | 3,584 % | 3,692 % | 3,583 % | 4,143 % | 3,916 % | 4,268 % |
| 142 | 3,589 % | 3,696 % | 3,587 % | 4,144 % | 3,918 % | 4,267 % |
| 143 | 3,593 % | 3,699 % | 3,591 % | 4,144 % | 3,920 % | 4,267 % |
| 144 | 3,597 % | 3,703 % | 3,595 % | 4,145 % | 3,922 % | 4,266 % |
| 145 | 3,601 % | 3,706 % | 3,600 % | 4,145 % | 3,924 % | 4,266 % |
| 146 | 3,605 % | 3,710 % | 3,604 % | 4,145 % | 3,926 % | 4,265 % |
| 147 | 3,609 % | 3,713 % | 3,608 % | 4,146 % | 3,927 % | 4,265 % |
| 148 | 3,613 % | 3,716 % | 3,612 % | 4,146 % | 3,929 % | 4,265 % |
| 149 | 3,617 % | 3,719 % | 3,616 % | 4,147 % | 3,931 % | 4,264 % |
| 150 | 3,621 % | 3,723 % | 3,619 % | 4,147 % | 3,933 % | 4,264 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| 1 | – 0,342 % | 0,424 % | 0,773 % | 1,569 % | 6,066 % | 0,715 % |
| 2 | – 0,354 % | 0,361 % | 1,282 % | 1,551 % | 6,130 % | 0,785 % |
| 3 | – 0,345 % | 0,359 % | 1,810 % | 1,695 % | 6,205 % | 0,775 % |
| 4 | – 0,301 % | 0,394 % | 2,241 % | 1,881 % | 6,220 % | 0,795 % |
| 5 | – 0,233 % | 0,469 % | 2,560 % | 2,116 % | 6,190 % | 0,845 % |
| 6 | – 0,141 % | 0,542 % | 2,822 % | 2,258 % | 6,235 % | 0,928 % |
| 7 | – 0,041 % | 0,621 % | 3,044 % | 2,443 % | 6,278 % | 1,015 % |
| 8 | 0,065 % | 0,704 % | 3,235 % | 2,623 % | 6,240 % | 1,098 % |
| 9 | 0,168 % | 0,782 % | 3,419 % | 2,797 % | 6,097 % | 1,182 % |
| 10 | 0,273 % | 0,852 % | 3,599 % | 2,878 % | 5,920 % | 1,255 % |
| 11 | 0,361 % | 0,891 % | 3,746 % | 2,933 % | 5,766 % | 1,335 % |
| 12 | 0,438 % | 0,961 % | 3,862 % | 2,984 % | 5,637 % | 1,421 % |
| 13 | 0,508 % | 0,981 % | 3,955 % | 3,032 % | 5,528 % | 1,510 % |
| 14 | 0,568 % | 1,014 % | 4,029 % | 3,076 % | 5,435 % | 1,598 % |
| 15 | 0,610 % | 1,062 % | 4,088 % | 3,118 % | 5,354 % | 1,685 % |
| 16 | 0,634 % | 1,056 % | 4,137 % | 3,157 % | 5,284 % | 1,770 % |
| 17 | 0,650 % | 1,070 % | 4,176 % | 3,193 % | 5,221 % | 1,853 % |
| 18 | 0,668 % | 1,080 % | 4,208 % | 3,228 % | 5,165 % | 1,932 % |
| 19 | 0,694 % | 1,076 % | 4,235 % | 3,260 % | 5,116 % | 2,007 % |
| 20 | 0,732 % | 1,116 % | 4,256 % | 3,291 % | 5,071 % | 2,080 % |
| 21 | 0,783 % | 1,140 % | 4,274 % | 3,320 % | 5,030 % | 2,149 % |
| 22 | 0,846 % | 1,139 % | 4,288 % | 3,348 % | 4,993 % | 2,215 % |
| 23 | 0,915 % | 1,126 % | 4,300 % | 3,374 % | 4,960 % | 2,278 % |
| 24 | 0,988 % | 1,110 % | 4,309 % | 3,399 % | 4,929 % | 2,338 % |
| 25 | 1,064 % | 1,098 % | 4,316 % | 3,423 % | 4,900 % | 2,395 % |
| 26 | 1,140 % | 1,092 % | 4,322 % | 3,445 % | 4,874 % | 2,449 % |
| 27 | 1,217 % | 1,090 % | 4,327 % | 3,466 % | 4,849 % | 2,501 % |
| 28 | 1,292 % | 1,088 % | 4,330 % | 3,487 % | 4,827 % | 2,551 % |
| 29 | 1,366 % | 1,083 % | 4,333 % | 3,506 % | 4,805 % | 2,598 % |
| 30 | 1,439 % | 1,073 % | 4,334 % | 3,525 % | 4,786 % | 2,642 % |
| 31 | 1,509 % | 1,058 % | 4,336 % | 3,542 % | 4,767 % | 2,685 % |
| 32 | 1,577 % | 1,041 % | 4,336 % | 3,559 % | 4,750 % | 2,726 % |
| 33 | 1,643 % | 1,024 % | 4,336 % | 3,576 % | 4,733 % | 2,765 % |
| 34 | 1,707 % | 1,009 % | 4,336 % | 3,591 % | 4,718 % | 2,802 % |
| 35 | 1,768 % | 0,998 % | 4,335 % | 3,606 % | 4,703 % | 2,837 % |
| 36 | 1,827 % | 0,991 % | 4,335 % | 3,620 % | 4,690 % | 2,871 % |
| 37 | 1,884 % | 0,988 % | 4,334 % | 3,634 % | 4,677 % | 2,904 % |
| 38 | 1,939 % | 0,987 % | 4,332 % | 3,647 % | 4,664 % | 2,935 % |
| 39 | 1,992 % | 0,988 % | 4,331 % | 3,659 % | 4,653 % | 2,965 % |
| 40 | 2,042 % | 0,989 % | 4,330 % | 3,671 % | 4,642 % | 2,993 % |
| 41 | 2,091 % | 0,989 % | 4,328 % | 3,683 % | 4,631 % | 3,021 % |
| 42 | 2,138 % | 0,989 % | 4,326 % | 3,694 % | 4,621 % | 3,047 % |
| 43 | 2,183 % | 0,986 % | 4,325 % | 3,705 % | 4,611 % | 3,072 % |
| 44 | 2,226 % | 0,981 % | 4,323 % | 3,715 % | 4,602 % | 3,096 % |
| 45 | 2,268 % | 0,971 % | 4,321 % | 3,725 % | 4,593 % | 3,120 % |
| 46 | 2,308 % | 0,958 % | 4,319 % | 3,734 % | 4,585 % | 3,142 % |
| 47 | 2,346 % | 0,945 % | 4,318 % | 3,744 % | 4,577 % | 3,163 % |
| 48 | 2,384 % | 0,934 % | 4,316 % | 3,752 % | 4,569 % | 3,184 % |
| 49 | 2,419 % | 0,930 % | 4,314 % | 3,761 % | 4,562 % | 3,204 % |
| 50 | 2,454 % | 0,932 % | 4,313 % | 3,769 % | 4,554 % | 3,223 % |
| 51 | 2,487 % | 0,944 % | 4,311 % | 3,777 % | 4,548 % | 3,242 % |
| 52 | 2,519 % | 0,962 % | 4,309 % | 3,785 % | 4,541 % | 3,260 % |
| 53 | 2,550 % | 0,986 % | 4,307 % | 3,792 % | 4,535 % | 3,277 % |
| 54 | 2,580 % | 1,014 % | 4,306 % | 3,800 % | 4,528 % | 3,294 % |
| 55 | 2,609 % | 1,045 % | 4,304 % | 3,807 % | 4,523 % | 3,310 % |
| 56 | 2,637 % | 1,079 % | 4,303 % | 3,813 % | 4,517 % | 3,325 % |
| 57 | 2,664 % | 1,115 % | 4,301 % | 3,820 % | 4,511 % | 3,340 % |
| 58 | 2,690 % | 1,151 % | 4,300 % | 3,826 % | 4,506 % | 3,355 % |
| 59 | 2,715 % | 1,189 % | 4,298 % | 3,832 % | 4,501 % | 3,369 % |
| 60 | 2,739 % | 1,227 % | 4,297 % | 3,838 % | 4,496 % | 3,382 % |
| 61 | 2,763 % | 1,265 % | 4,295 % | 3,844 % | 4,491 % | 3,396 % |
| 62 | 2,786 % | 1,304 % | 4,294 % | 3,850 % | 4,486 % | 3,408 % |
| 63 | 2,808 % | 1,342 % | 4,293 % | 3,855 % | 4,482 % | 3,421 % |
| 64 | 2,829 % | 1,380 % | 4,291 % | 3,860 % | 4,478 % | 3,433 % |
| 65 | 2,850 % | 1,417 % | 4,290 % | 3,865 % | 4,473 % | 3,444 % |
| 66 | 2,871 % | 1,455 % | 4,289 % | 3,870 % | 4,469 % | 3,456 % |
| 67 | 2,890 % | 1,491 % | 4,287 % | 3,875 % | 4,465 % | 3,467 % |
| 68 | 2,909 % | 1,527 % | 4,286 % | 3,880 % | 4,461 % | 3,477 % |
| 69 | 2,928 % | 1,563 % | 4,285 % | 3,884 % | 4,458 % | 3,488 % |
| 70 | 2,946 % | 1,598 % | 4,284 % | 3,889 % | 4,454 % | 3,498 % |
| 71 | 2,963 % | 1,632 % | 4,283 % | 3,893 % | 4,450 % | 3,508 % |
| 72 | 2,980 % | 1,665 % | 4,282 % | 3,897 % | 4,447 % | 3,517 % |
| 73 | 2,997 % | 1,698 % | 4,281 % | 3,901 % | 4,444 % | 3,527 % |
| 74 | 3,013 % | 1,730 % | 4,279 % | 3,905 % | 4,440 % | 3,536 % |
| 75 | 3,029 % | 1,761 % | 4,278 % | 3,909 % | 4,437 % | 3,544 % |
| 76 | 3,044 % | 1,792 % | 4,277 % | 3,913 % | 4,434 % | 3,553 % |
| 77 | 3,059 % | 1,822 % | 4,276 % | 3,917 % | 4,431 % | 3,561 % |
| 78 | 3,074 % | 1,852 % | 4,276 % | 3,920 % | 4,428 % | 3,569 % |
| 79 | 3,088 % | 1,880 % | 4,275 % | 3,924 % | 4,425 % | 3,577 % |
| 80 | 3,102 % | 1,909 % | 4,274 % | 3,927 % | 4,422 % | 3,585 % |
| 81 | 3,115 % | 1,936 % | 4,273 % | 3,931 % | 4,420 % | 3,593 % |
| 82 | 3,128 % | 1,963 % | 4,272 % | 3,934 % | 4,417 % | 3,600 % |
| 83 | 3,141 % | 1,989 % | 4,271 % | 3,937 % | 4,414 % | 3,607 % |
| 84 | 3,154 % | 2,015 % | 4,270 % | 3,940 % | 4,412 % | 3,614 % |
| 85 | 3,166 % | 2,040 % | 4,269 % | 3,943 % | 4,409 % | 3,621 % |
| 86 | 3,178 % | 2,065 % | 4,269 % | 3,946 % | 4,407 % | 3,628 % |
| 87 | 3,190 % | 2,089 % | 4,268 % | 3,949 % | 4,404 % | 3,634 % |
| 88 | 3,201 % | 2,113 % | 4,267 % | 3,952 % | 4,402 % | 3,641 % |
| 89 | 3,212 % | 2,136 % | 4,266 % | 3,955 % | 4,400 % | 3,647 % |
| 90 | 3,223 % | 2,158 % | 4,266 % | 3,957 % | 4,398 % | 3,653 % |
| 91 | 3,234 % | 2,180 % | 4,265 % | 3,960 % | 4,396 % | 3,659 % |
| 92 | 3,244 % | 2,202 % | 4,264 % | 3,963 % | 4,393 % | 3,665 % |
| 93 | 3,254 % | 2,223 % | 4,263 % | 3,965 % | 4,391 % | 3,671 % |
| 94 | 3,264 % | 2,244 % | 4,263 % | 3,968 % | 4,389 % | 3,676 % |
| 95 | 3,274 % | 2,264 % | 4,262 % | 3,970 % | 4,387 % | 3,682 % |
| 96 | 3,284 % | 2,284 % | 4,262 % | 3,972 % | 4,385 % | 3,687 % |
| 97 | 3,293 % | 2,304 % | 4,261 % | 3,975 % | 4,383 % | 3,692 % |
| 98 | 3,302 % | 2,323 % | 4,260 % | 3,977 % | 4,382 % | 3,698 % |
| 99 | 3,311 % | 2,342 % | 4,260 % | 3,979 % | 4,380 % | 3,703 % |
| 100 | 3,320 % | 2,360 % | 4,259 % | 3,982 % | 4,378 % | 3,708 % |
| 101 | 3,329 % | 2,378 % | 4,258 % | 3,984 % | 4,376 % | 3,713 % |
| 102 | 3,337 % | 2,396 % | 4,258 % | 3,986 % | 4,374 % | 3,717 % |
| 103 | 3,346 % | 2,413 % | 4,257 % | 3,988 % | 4,373 % | 3,722 % |
| 104 | 3,354 % | 2,430 % | 4,257 % | 3,990 % | 4,371 % | 3,727 % |
| 105 | 3,362 % | 2,447 % | 4,256 % | 3,992 % | 4,369 % | 3,731 % |
| 106 | 3,370 % | 2,463 % | 4,256 % | 3,994 % | 4,368 % | 3,735 % |
| 107 | 3,378 % | 2,479 % | 4,255 % | 3,996 % | 4,366 % | 3,740 % |
| 108 | 3,385 % | 2,495 % | 4,255 % | 3,998 % | 4,365 % | 3,744 % |
| 109 | 3,393 % | 2,511 % | 4,254 % | 4,000 % | 4,363 % | 3,748 % |
| 110 | 3,400 % | 2,526 % | 4,254 % | 4,001 % | 4,362 % | 3,752 % |
| 111 | 3,407 % | 2,541 % | 4,253 % | 4,003 % | 4,360 % | 3,756 % |
| 112 | 3,414 % | 2,555 % | 4,253 % | 4,005 % | 4,359 % | 3,760 % |
| 113 | 3,421 % | 2,570 % | 4,252 % | 4,007 % | 4,357 % | 3,764 % |
| 114 | 3,428 % | 2,584 % | 4,252 % | 4,008 % | 4,356 % | 3,768 % |
| 115 | 3,435 % | 2,598 % | 4,251 % | 4,010 % | 4,355 % | 3,772 % |
| 116 | 3,441 % | 2,612 % | 4,251 % | 4,012 % | 4,353 % | 3,775 % |
| 117 | 3,448 % | 2,625 % | 4,251 % | 4,013 % | 4,352 % | 3,779 % |
| 118 | 3,454 % | 2,638 % | 4,250 % | 4,015 % | 4,351 % | 3,783 % |
| 119 | 3,460 % | 2,651 % | 4,250 % | 4,016 % | 4,350 % | 3,786 % |
| 120 | 3,466 % | 2,664 % | 4,249 % | 4,018 % | 4,348 % | 3,790 % |
| 121 | 3,472 % | 2,677 % | 4,249 % | 4,019 % | 4,347 % | 3,793 % |
| 122 | 3,478 % | 2,689 % | 4,248 % | 4,021 % | 4,346 % | 3,796 % |
| 123 | 3,484 % | 2,701 % | 4,248 % | 4,022 % | 4,345 % | 3,800 % |
| 124 | 3,490 % | 2,713 % | 4,248 % | 4,024 % | 4,344 % | 3,803 % |
| 125 | 3,496 % | 2,725 % | 4,247 % | 4,025 % | 4,342 % | 3,806 % |
| 126 | 3,501 % | 2,737 % | 4,247 % | 4,027 % | 4,341 % | 3,809 % |
| 127 | 3,507 % | 2,748 % | 4,247 % | 4,028 % | 4,340 % | 3,812 % |
| 128 | 3,512 % | 2,760 % | 4,246 % | 4,029 % | 4,339 % | 3,815 % |
| 129 | 3,517 % | 2,771 % | 4,246 % | 4,031 % | 4,338 % | 3,818 % |
| 130 | 3,523 % | 2,782 % | 4,245 % | 4,032 % | 4,337 % | 3,821 % |
| 131 | 3,528 % | 2,792 % | 4,245 % | 4,033 % | 4,336 % | 3,824 % |
| 132 | 3,533 % | 2,803 % | 4,245 % | 4,034 % | 4,335 % | 3,827 % |
| 133 | 3,538 % | 2,813 % | 4,244 % | 4,036 % | 4,334 % | 3,830 % |
| 134 | 3,543 % | 2,824 % | 4,244 % | 4,037 % | 4,333 % | 3,832 % |
| 135 | 3,548 % | 2,834 % | 4,244 % | 4,038 % | 4,332 % | 3,835 % |
| 136 | 3,552 % | 2,844 % | 4,243 % | 4,039 % | 4,331 % | 3,838 % |
| 137 | 3,557 % | 2,854 % | 4,243 % | 4,040 % | 4,330 % | 3,840 % |
| 138 | 3,562 % | 2,863 % | 4,243 % | 4,042 % | 4,329 % | 3,843 % |
| 139 | 3,566 % | 2,873 % | 4,243 % | 4,043 % | 4,328 % | 3,846 % |
| 140 | 3,571 % | 2,882 % | 4,242 % | 4,044 % | 4,327 % | 3,848 % |
| 141 | 3,575 % | 2,892 % | 4,242 % | 4,045 % | 4,326 % | 3,851 % |
| 142 | 3,580 % | 2,901 % | 4,242 % | 4,046 % | 4,325 % | 3,853 % |
| 143 | 3,584 % | 2,910 % | 4,241 % | 4,047 % | 4,324 % | 3,855 % |
| 144 | 3,588 % | 2,919 % | 4,241 % | 4,048 % | 4,324 % | 3,858 % |
| 145 | 3,593 % | 2,927 % | 4,241 % | 4,049 % | 4,323 % | 3,860 % |
| 146 | 3,597 % | 2,936 % | 4,240 % | 4,050 % | 4,322 % | 3,863 % |
| 147 | 3,601 % | 2,945 % | 4,240 % | 4,051 % | 4,321 % | 3,865 % |
| 148 | 3,605 % | 2,953 % | 4,240 % | 4,052 % | 4,320 % | 3,867 % |
| 149 | 3,609 % | 2,961 % | 4,240 % | 4,053 % | 4,319 % | 3,869 % |
| 150 | 3,613 % | 2,970 % | 4,239 % | 4,054 % | 4,319 % | 3,872 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| 1 | – 0,925 % | 1,855 % | 1,239 % | 0,691 % | 3,246 % | 4,216 % |
| 2 | – 0,963 % | 1,785 % | 1,295 % | 0,681 % | 3,246 % | 4,321 % |
| 3 | – 0,962 % | 1,776 % | 1,376 % | 0,689 % | 3,351 % | 4,429 % |
| 4 | – 0,924 % | 1,798 % | 1,494 % | 0,715 % | 3,458 % | 4,761 % |
| 5 | – 0,865 % | 1,822 % | 1,577 % | 0,754 % | 3,588 % | 5,044 % |
| 6 | – 0,805 % | 1,864 % | 1,656 % | 0,823 % | 3,708 % | 5,243 % |
| 7 | – 0,709 % | 1,906 % | 1,729 % | 0,866 % | 3,820 % | 5,388 % |
| 8 | – 0,631 % | 1,951 % | 1,789 % | 0,945 % | 3,957 % | 5,506 % |
| 9 | – 0,554 % | 1,995 % | 1,848 % | 1,038 % | 4,061 % | 5,636 % |
| 10 | – 0,497 % | 2,039 % | 1,916 % | 1,131 % | 4,092 % | 5,754 % |
| 11 | – 0,446 % | 2,080 % | 1,993 % | 1,227 % | 4,106 % | 5,836 % |
| 12 | – 0,393 % | 2,117 % | 2,071 % | 1,317 % | 4,117 % | 5,885 % |
| 13 | – 0,353 % | 2,151 % | 2,140 % | 1,393 % | 4,126 % | 5,912 % |
| 14 | – 0,291 % | 2,182 % | 2,203 % | 1,458 % | 4,134 % | 5,921 % |
| 15 | – 0,270 % | 2,211 % | 2,264 % | 1,514 % | 4,141 % | 5,918 % |
| 16 | – 0,248 % | 2,236 % | 2,324 % | 1,563 % | 4,147 % | 5,905 % |
| 17 | – 0,218 % | 2,260 % | 2,382 % | 1,602 % | 4,152 % | 5,885 % |
| 18 | – 0,188 % | 2,282 % | 2,439 % | 1,632 % | 4,156 % | 5,860 % |
| 19 | – 0,162 % | 2,303 % | 2,494 % | 1,649 % | 4,160 % | 5,831 % |
| 20 | – 0,143 % | 2,323 % | 2,548 % | 1,653 % | 4,163 % | 5,799 % |
| 21 | – 0,133 % | 2,342 % | 2,599 % | 1,645 % | 4,166 % | 5,765 % |
| 22 | – 0,126 % | 2,359 % | 2,648 % | 1,633 % | 4,169 % | 5,731 % |
| 23 | – 0,116 % | 2,372 % | 2,695 % | 1,622 % | 4,171 % | 5,696 % |
| 24 | – 0,099 % | 2,381 % | 2,740 % | 1,618 % | 4,173 % | 5,660 % |
| 25 | – 0,072 % | 2,386 % | 2,783 % | 1,624 % | 4,175 % | 5,625 % |
| 26 | – 0,033 % | 2,385 % | 2,824 % | 1,642 % | 4,177 % | 5,590 % |
| 27 | 0,014 % | 2,382 % | 2,864 % | 1,670 % | 4,178 % | 5,556 % |
| 28 | 0,067 % | 2,380 % | 2,901 % | 1,704 % | 4,180 % | 5,522 % |
| 29 | 0,125 % | 2,381 % | 2,937 % | 1,743 % | 4,181 % | 5,490 % |
| 30 | 0,185 % | 2,387 % | 2,972 % | 1,785 % | 4,182 % | 5,458 % |
| 31 | 0,247 % | 2,399 % | 3,005 % | 1,830 % | 4,183 % | 5,427 % |
| 32 | 0,309 % | 2,416 % | 3,036 % | 1,876 % | 4,184 % | 5,396 % |
| 33 | 0,371 % | 2,437 % | 3,066 % | 1,922 % | 4,185 % | 5,367 % |
| 34 | 0,433 % | 2,460 % | 3,095 % | 1,969 % | 4,186 % | 5,339 % |
| 35 | 0,494 % | 2,486 % | 3,123 % | 2,015 % | 4,187 % | 5,312 % |
| 36 | 0,553 % | 2,512 % | 3,149 % | 2,061 % | 4,187 % | 5,286 % |
| 37 | 0,612 % | 2,540 % | 3,174 % | 2,107 % | 4,188 % | 5,260 % |
| 38 | 0,668 % | 2,569 % | 3,199 % | 2,151 % | 4,189 % | 5,236 % |
| 39 | 0,723 % | 2,597 % | 3,222 % | 2,195 % | 4,189 % | 5,212 % |
| 40 | 0,777 % | 2,626 % | 3,244 % | 2,237 % | 4,190 % | 5,190 % |
| 41 | 0,829 % | 2,655 % | 3,266 % | 2,278 % | 4,190 % | 5,168 % |
| 42 | 0,879 % | 2,683 % | 3,286 % | 2,318 % | 4,191 % | 5,147 % |
| 43 | 0,928 % | 2,711 % | 3,306 % | 2,357 % | 4,191 % | 5,126 % |
| 44 | 0,975 % | 2,738 % | 3,325 % | 2,394 % | 4,192 % | 5,107 % |
| 45 | 1,020 % | 2,765 % | 3,343 % | 2,431 % | 4,192 % | 5,088 % |
| 46 | 1,064 % | 2,792 % | 3,361 % | 2,466 % | 4,192 % | 5,070 % |
| 47 | 1,107 % | 2,818 % | 3,378 % | 2,500 % | 4,193 % | 5,052 % |
| 48 | 1,148 % | 2,843 % | 3,394 % | 2,533 % | 4,193 % | 5,035 % |
| 49 | 1,187 % | 2,868 % | 3,410 % | 2,565 % | 4,193 % | 5,019 % |
| 50 | 1,226 % | 2,891 % | 3,425 % | 2,596 % | 4,193 % | 5,003 % |
| 51 | 1,263 % | 2,915 % | 3,439 % | 2,626 % | 4,194 % | 4,988 % |
| 52 | 1,298 % | 2,937 % | 3,454 % | 2,655 % | 4,194 % | 4,973 % |
| 53 | 1,333 % | 2,959 % | 3,467 % | 2,683 % | 4,194 % | 4,959 % |
| 54 | 1,366 % | 2,981 % | 3,480 % | 2,710 % | 4,194 % | 4,946 % |
| 55 | 1,399 % | 3,002 % | 3,493 % | 2,736 % | 4,194 % | 4,932 % |
| 56 | 1,430 % | 3,022 % | 3,505 % | 2,761 % | 4,195 % | 4,920 % |
| 57 | 1,460 % | 3,041 % | 3,517 % | 2,786 % | 4,195 % | 4,907 % |
| 58 | 1,489 % | 3,060 % | 3,529 % | 2,809 % | 4,195 % | 4,895 % |
| 59 | 1,518 % | 3,079 % | 3,540 % | 2,832 % | 4,195 % | 4,884 % |
| 60 | 1,545 % | 3,097 % | 3,551 % | 2,855 % | 4,195 % | 4,872 % |
| 61 | 1,572 % | 3,114 % | 3,561 % | 2,876 % | 4,195 % | 4,861 % |
| 62 | 1,598 % | 3,131 % | 3,571 % | 2,897 % | 4,196 % | 4,851 % |
| 63 | 1,623 % | 3,148 % | 3,581 % | 2,918 % | 4,196 % | 4,841 % |
| 64 | 1,647 % | 3,164 % | 3,591 % | 2,937 % | 4,196 % | 4,831 % |
| 65 | 1,670 % | 3,179 % | 3,600 % | 2,956 % | 4,196 % | 4,821 % |
| 66 | 1,693 % | 3,194 % | 3,609 % | 2,975 % | 4,196 % | 4,812 % |
| 67 | 1,715 % | 3,209 % | 3,618 % | 2,993 % | 4,196 % | 4,803 % |
| 68 | 1,737 % | 3,223 % | 3,626 % | 3,011 % | 4,196 % | 4,794 % |
| 69 | 1,758 % | 3,237 % | 3,634 % | 3,028 % | 4,196 % | 4,785 % |
| 70 | 1,778 % | 3,251 % | 3,642 % | 3,044 % | 4,196 % | 4,777 % |
| 71 | 1,798 % | 3,264 % | 3,650 % | 3,060 % | 4,196 % | 4,769 % |
| 72 | 1,817 % | 3,277 % | 3,658 % | 3,076 % | 4,196 % | 4,761 % |
| 73 | 1,836 % | 3,289 % | 3,665 % | 3,091 % | 4,197 % | 4,753 % |
| 74 | 1,854 % | 3,302 % | 3,672 % | 3,106 % | 4,197 % | 4,746 % |
| 75 | 1,872 % | 3,313 % | 3,679 % | 3,121 % | 4,197 % | 4,738 % |
| 76 | 1,890 % | 3,325 % | 3,686 % | 3,135 % | 4,197 % | 4,731 % |
| 77 | 1,906 % | 3,336 % | 3,693 % | 3,148 % | 4,197 % | 4,725 % |
| 78 | 1,923 % | 3,347 % | 3,699 % | 3,162 % | 4,197 % | 4,718 % |
| 79 | 1,939 % | 3,358 % | 3,705 % | 3,175 % | 4,197 % | 4,711 % |
| 80 | 1,955 % | 3,368 % | 3,711 % | 3,188 % | 4,197 % | 4,705 % |
| 81 | 1,970 % | 3,379 % | 3,717 % | 3,200 % | 4,197 % | 4,699 % |
| 82 | 1,985 % | 3,388 % | 3,723 % | 3,212 % | 4,197 % | 4,693 % |
| 83 | 1,999 % | 3,398 % | 3,729 % | 3,224 % | 4,197 % | 4,687 % |
| 84 | 2,014 % | 3,408 % | 3,735 % | 3,236 % | 4,197 % | 4,681 % |
| 85 | 2,027 % | 3,417 % | 3,740 % | 3,247 % | 4,197 % | 4,675 % |
| 86 | 2,041 % | 3,426 % | 3,745 % | 3,258 % | 4,197 % | 4,670 % |
| 87 | 2,054 % | 3,435 % | 3,751 % | 3,269 % | 4,197 % | 4,664 % |
| 88 | 2,067 % | 3,443 % | 3,756 % | 3,279 % | 4,197 % | 4,659 % |
| 89 | 2,080 % | 3,452 % | 3,761 % | 3,289 % | 4,197 % | 4,654 % |
| 90 | 2,092 % | 3,460 % | 3,766 % | 3,300 % | 4,197 % | 4,649 % |
| 91 | 2,104 % | 3,468 % | 3,770 % | 3,309 % | 4,197 % | 4,644 % |
| 92 | 2,116 % | 3,476 % | 3,775 % | 3,319 % | 4,198 % | 4,639 % |
| 93 | 2,128 % | 3,484 % | 3,780 % | 3,328 % | 4,198 % | 4,634 % |
| 94 | 2,139 % | 3,492 % | 3,784 % | 3,338 % | 4,198 % | 4,630 % |
| 95 | 2,150 % | 3,499 % | 3,788 % | 3,347 % | 4,198 % | 4,625 % |
| 96 | 2,161 % | 3,506 % | 3,793 % | 3,356 % | 4,198 % | 4,621 % |
| 97 | 2,172 % | 3,513 % | 3,797 % | 3,364 % | 4,198 % | 4,616 % |
| 98 | 2,182 % | 3,520 % | 3,801 % | 3,373 % | 4,198 % | 4,612 % |
| 99 | 2,192 % | 3,527 % | 3,805 % | 3,381 % | 4,198 % | 4,608 % |
| 100 | 2,202 % | 3,534 % | 3,809 % | 3,389 % | 4,198 % | 4,604 % |
| 101 | 2,212 % | 3,540 % | 3,813 % | 3,397 % | 4,198 % | 4,600 % |
| 102 | 2,222 % | 3,547 % | 3,817 % | 3,405 % | 4,198 % | 4,596 % |
| 103 | 2,231 % | 3,553 % | 3,820 % | 3,413 % | 4,198 % | 4,592 % |
| 104 | 2,241 % | 3,559 % | 3,824 % | 3,420 % | 4,198 % | 4,588 % |
| 105 | 2,250 % | 3,566 % | 3,827 % | 3,428 % | 4,198 % | 4,585 % |
| 106 | 2,259 % | 3,571 % | 3,831 % | 3,435 % | 4,198 % | 4,581 % |
| 107 | 2,267 % | 3,577 % | 3,834 % | 3,442 % | 4,198 % | 4,577 % |
| 108 | 2,276 % | 3,583 % | 3,838 % | 3,449 % | 4,198 % | 4,574 % |
| 109 | 2,284 % | 3,589 % | 3,841 % | 3,456 % | 4,198 % | 4,570 % |
| 110 | 2,293 % | 3,594 % | 3,844 % | 3,463 % | 4,198 % | 4,567 % |
| 111 | 2,301 % | 3,600 % | 3,848 % | 3,469 % | 4,198 % | 4,564 % |
| 112 | 2,309 % | 3,605 % | 3,851 % | 3,476 % | 4,198 % | 4,560 % |
| 113 | 2,317 % | 3,610 % | 3,854 % | 3,482 % | 4,198 % | 4,557 % |
| 114 | 2,324 % | 3,615 % | 3,857 % | 3,488 % | 4,198 % | 4,554 % |
| 115 | 2,332 % | 3,621 % | 3,860 % | 3,495 % | 4,198 % | 4,551 % |
| 116 | 2,339 % | 3,626 % | 3,863 % | 3,501 % | 4,198 % | 4,548 % |
| 117 | 2,347 % | 3,630 % | 3,866 % | 3,507 % | 4,198 % | 4,545 % |
| 118 | 2,354 % | 3,635 % | 3,868 % | 3,512 % | 4,198 % | 4,542 % |
| 119 | 2,361 % | 3,640 % | 3,871 % | 3,518 % | 4,198 % | 4,539 % |
| 120 | 2,368 % | 3,645 % | 3,874 % | 3,524 % | 4,198 % | 4,536 % |
| 121 | 2,375 % | 3,649 % | 3,877 % | 3,529 % | 4,198 % | 4,534 % |
| 122 | 2,382 % | 3,654 % | 3,879 % | 3,535 % | 4,198 % | 4,531 % |
| 123 | 2,388 % | 3,658 % | 3,882 % | 3,540 % | 4,198 % | 4,528 % |
| 124 | 2,395 % | 3,662 % | 3,884 % | 3,546 % | 4,198 % | 4,526 % |
| 125 | 2,401 % | 3,667 % | 3,887 % | 3,551 % | 4,198 % | 4,523 % |
| 126 | 2,407 % | 3,671 % | 3,889 % | 3,556 % | 4,198 % | 4,520 % |
| 127 | 2,414 % | 3,675 % | 3,892 % | 3,561 % | 4,198 % | 4,518 % |
| 128 | 2,420 % | 3,679 % | 3,894 % | 3,566 % | 4,198 % | 4,515 % |
| 129 | 2,426 % | 3,683 % | 3,897 % | 3,571 % | 4,198 % | 4,513 % |
| 130 | 2,432 % | 3,687 % | 3,899 % | 3,576 % | 4,198 % | 4,510 % |
| 131 | 2,438 % | 3,691 % | 3,901 % | 3,580 % | 4,198 % | 4,508 % |
| 132 | 2,443 % | 3,695 % | 3,904 % | 3,585 % | 4,198 % | 4,506 % |
| 133 | 2,449 % | 3,699 % | 3,906 % | 3,590 % | 4,198 % | 4,503 % |
| 134 | 2,455 % | 3,702 % | 3,908 % | 3,594 % | 4,198 % | 4,501 % |
| 135 | 2,460 % | 3,706 % | 3,910 % | 3,599 % | 4,198 % | 4,499 % |
| 136 | 2,466 % | 3,710 % | 3,912 % | 3,603 % | 4,198 % | 4,497 % |
| 137 | 2,471 % | 3,713 % | 3,914 % | 3,608 % | 4,198 % | 4,495 % |
| 138 | 2,476 % | 3,717 % | 3,916 % | 3,612 % | 4,198 % | 4,492 % |
| 139 | 2,481 % | 3,720 % | 3,918 % | 3,616 % | 4,198 % | 4,490 % |
| 140 | 2,486 % | 3,724 % | 3,920 % | 3,620 % | 4,198 % | 4,488 % |
| 141 | 2,491 % | 3,727 % | 3,922 % | 3,624 % | 4,198 % | 4,486 % |
| 142 | 2,496 % | 3,730 % | 3,924 % | 3,628 % | 4,198 % | 4,484 % |
| 143 | 2,501 % | 3,734 % | 3,926 % | 3,632 % | 4,198 % | 4,482 % |
| 144 | 2,506 % | 3,737 % | 3,928 % | 3,636 % | 4,199 % | 4,480 % |
| 145 | 2,511 % | 3,740 % | 3,930 % | 3,640 % | 4,199 % | 4,478 % |
| 146 | 2,516 % | 3,743 % | 3,932 % | 3,644 % | 4,199 % | 4,476 % |
| 147 | 2,520 % | 3,746 % | 3,934 % | 3,648 % | 4,199 % | 4,475 % |
| 148 | 2,525 % | 3,749 % | 3,936 % | 3,651 % | 4,199 % | 4,473 % |
| 149 | 2,529 % | 3,752 % | 3,937 % | 3,655 % | 4,199 % | 4,471 % |
| 150 | 2,534 % | 3,755 % | 3,939 % | 3,659 % | 4,199 % | 4,469 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| 1 | 0,632 % | 6,745 % | 4,074 % | 0,258 % | 2,041 % | 7,331 % |
| 2 | 0,753 % | 6,869 % | 4,421 % | 0,325 % | 2,008 % | 7,452 % |
| 3 | 0,864 % | 6,995 % | 4,876 % | 0,387 % | 2,018 % | 7,567 % |
| 4 | 0,946 % | 7,116 % | 5,109 % | 0,445 % | 2,057 % | 7,693 % |
| 5 | 1,038 % | 7,225 % | 5,255 % | 0,504 % | 2,114 % | 7,821 % |
| 6 | 1,119 % | 7,304 % | 5,420 % | 0,565 % | 2,183 % | 7,949 % |
| 7 | 1,193 % | 7,388 % | 5,529 % | 0,627 % | 2,263 % | 8,073 % |
| 8 | 1,266 % | 7,447 % | 5,626 % | 0,690 % | 2,337 % | 8,193 % |
| 9 | 1,331 % | 7,495 % | 5,700 % | 0,755 % | 2,409 % | 8,300 % |
| 10 | 1,383 % | 7,533 % | 5,784 % | 0,820 % | 2,475 % | 8,376 % |
| 11 | 1,423 % | 7,547 % | 5,884 % | 0,900 % | 2,538 % | 8,415 % |
| 12 | 1,468 % | 7,540 % | 5,992 % | 0,991 % | 2,598 % | 8,426 % |
| 13 | 1,527 % | 7,519 % | 6,098 % | 1,088 % | 2,656 % | 8,420 % |
| 14 | 1,595 % | 7,486 % | 6,196 % | 1,187 % | 2,708 % | 8,400 % |
| 15 | 1,668 % | 7,447 % | 6,282 % | 1,286 % | 2,748 % | 8,367 % |
| 16 | 1,743 % | 7,402 % | 6,352 % | 1,384 % | 2,777 % | 8,321 % |
| 17 | 1,818 % | 7,354 % | 6,407 % | 1,478 % | 2,799 % | 8,266 % |
| 18 | 1,891 % | 7,303 % | 6,449 % | 1,570 % | 2,817 % | 8,205 % |
| 19 | 1,963 % | 7,251 % | 6,479 % | 1,658 % | 2,834 % | 8,139 % |
| 20 | 2,033 % | 7,199 % | 6,498 % | 1,742 % | 2,853 % | 8,071 % |
| 21 | 2,100 % | 7,147 % | 6,507 % | 1,822 % | 2,875 % | 8,001 % |
| 22 | 2,165 % | 7,095 % | 6,508 % | 1,899 % | 2,900 % | 7,930 % |
| 23 | 2,227 % | 7,045 % | 6,503 % | 1,973 % | 2,926 % | 7,859 % |
| 24 | 2,287 % | 6,995 % | 6,492 % | 2,042 % | 2,953 % | 7,790 % |
| 25 | 2,344 % | 6,947 % | 6,478 % | 2,109 % | 2,981 % | 7,721 % |
| 26 | 2,398 % | 6,899 % | 6,460 % | 2,172 % | 3,009 % | 7,653 % |
| 27 | 2,451 % | 6,854 % | 6,441 % | 2,233 % | 3,036 % | 7,588 % |
| 28 | 2,500 % | 6,810 % | 6,419 % | 2,290 % | 3,064 % | 7,524 % |
| 29 | 2,548 % | 6,767 % | 6,397 % | 2,345 % | 3,091 % | 7,462 % |
| 30 | 2,594 % | 6,726 % | 6,374 % | 2,397 % | 3,117 % | 7,403 % |
| 31 | 2,637 % | 6,686 % | 6,350 % | 2,447 % | 3,143 % | 7,345 % |
| 32 | 2,679 % | 6,648 % | 6,327 % | 2,494 % | 3,168 % | 7,289 % |
| 33 | 2,719 % | 6,611 % | 6,303 % | 2,540 % | 3,193 % | 7,236 % |
| 34 | 2,757 % | 6,576 % | 6,280 % | 2,583 % | 3,217 % | 7,184 % |
| 35 | 2,793 % | 6,542 % | 6,256 % | 2,624 % | 3,239 % | 7,134 % |
| 36 | 2,828 % | 6,509 % | 6,234 % | 2,664 % | 3,262 % | 7,087 % |
| 37 | 2,862 % | 6,478 % | 6,211 % | 2,702 % | 3,283 % | 7,041 % |
| 38 | 2,894 % | 6,448 % | 6,190 % | 2,738 % | 3,304 % | 6,997 % |
| 39 | 2,924 % | 6,419 % | 6,168 % | 2,772 % | 3,324 % | 6,954 % |
| 40 | 2,954 % | 6,391 % | 6,148 % | 2,805 % | 3,343 % | 6,914 % |
| 41 | 2,982 % | 6,364 % | 6,128 % | 2,837 % | 3,362 % | 6,875 % |
| 42 | 3,009 % | 6,338 % | 6,108 % | 2,868 % | 3,380 % | 6,837 % |
| 43 | 3,035 % | 6,314 % | 6,089 % | 2,897 % | 3,397 % | 6,801 % |
| 44 | 3,060 % | 6,290 % | 6,071 % | 2,925 % | 3,414 % | 6,766 % |
| 45 | 3,084 % | 6,267 % | 6,053 % | 2,952 % | 3,430 % | 6,733 % |
| 46 | 3,107 % | 6,245 % | 6,036 % | 2,978 % | 3,445 % | 6,701 % |
| 47 | 3,129 % | 6,223 % | 6,019 % | 3,003 % | 3,460 % | 6,670 % |
| 48 | 3,151 % | 6,203 % | 6,003 % | 3,027 % | 3,475 % | 6,640 % |
| 49 | 3,171 % | 6,183 % | 5,988 % | 3,050 % | 3,489 % | 6,612 % |
| 50 | 3,191 % | 6,164 % | 5,973 % | 3,072 % | 3,502 % | 6,584 % |
| 51 | 3,210 % | 6,146 % | 5,958 % | 3,094 % | 3,516 % | 6,557 % |
| 52 | 3,229 % | 6,128 % | 5,944 % | 3,114 % | 3,528 % | 6,532 % |
| 53 | 3,246 % | 6,111 % | 5,931 % | 3,134 % | 3,540 % | 6,507 % |
| 54 | 3,264 % | 6,094 % | 5,918 % | 3,153 % | 3,552 % | 6,483 % |
| 55 | 3,280 % | 6,078 % | 5,905 % | 3,172 % | 3,563 % | 6,460 % |
| 56 | 3,296 % | 6,063 % | 5,893 % | 3,190 % | 3,575 % | 6,438 % |
| 57 | 3,312 % | 6,048 % | 5,881 % | 3,207 % | 3,585 % | 6,416 % |
| 58 | 3,327 % | 6,034 % | 5,869 % | 3,224 % | 3,596 % | 6,395 % |
| 59 | 3,341 % | 6,020 % | 5,858 % | 3,240 % | 3,606 % | 6,375 % |
| 60 | 3,355 % | 6,006 % | 5,847 % | 3,256 % | 3,615 % | 6,356 % |
| 61 | 3,369 % | 5,993 % | 5,837 % | 3,271 % | 3,625 % | 6,337 % |
| 62 | 3,382 % | 5,980 % | 5,827 % | 3,286 % | 3,634 % | 6,318 % |
| 63 | 3,395 % | 5,968 % | 5,817 % | 3,300 % | 3,643 % | 6,301 % |
| 64 | 3,407 % | 5,956 % | 5,807 % | 3,314 % | 3,651 % | 6,283 % |
| 65 | 3,420 % | 5,945 % | 5,798 % | 3,328 % | 3,659 % | 6,267 % |
| 66 | 3,431 % | 5,933 % | 5,789 % | 3,341 % | 3,668 % | 6,251 % |
| 67 | 3,443 % | 5,922 % | 5,780 % | 3,354 % | 3,675 % | 6,235 % |
| 68 | 3,454 % | 5,912 % | 5,772 % | 3,366 % | 3,683 % | 6,220 % |
| 69 | 3,464 % | 5,902 % | 5,763 % | 3,378 % | 3,690 % | 6,205 % |
| 70 | 3,475 % | 5,892 % | 5,755 % | 3,390 % | 3,698 % | 6,191 % |
| 71 | 3,485 % | 5,882 % | 5,748 % | 3,401 % | 3,705 % | 6,177 % |
| 72 | 3,495 % | 5,872 % | 5,740 % | 3,412 % | 3,712 % | 6,163 % |
| 73 | 3,504 % | 5,863 % | 5,733 % | 3,423 % | 3,718 % | 6,150 % |
| 74 | 3,514 % | 5,854 % | 5,725 % | 3,433 % | 3,725 % | 6,137 % |
| 75 | 3,523 % | 5,845 % | 5,718 % | 3,443 % | 3,731 % | 6,124 % |
| 76 | 3,532 % | 5,837 % | 5,712 % | 3,453 % | 3,737 % | 6,112 % |
| 77 | 3,540 % | 5,829 % | 5,705 % | 3,463 % | 3,743 % | 6,100 % |
| 78 | 3,549 % | 5,821 % | 5,698 % | 3,472 % | 3,749 % | 6,089 % |
| 79 | 3,557 % | 5,813 % | 5,692 % | 3,481 % | 3,755 % | 6,077 % |
| 80 | 3,565 % | 5,805 % | 5,686 % | 3,490 % | 3,760 % | 6,066 % |
| 81 | 3,573 % | 5,798 % | 5,680 % | 3,499 % | 3,765 % | 6,056 % |
| 82 | 3,580 % | 5,790 % | 5,674 % | 3,507 % | 3,771 % | 6,045 % |
| 83 | 3,588 % | 5,783 % | 5,668 % | 3,516 % | 3,776 % | 6,035 % |
| 84 | 3,595 % | 5,776 % | 5,663 % | 3,524 % | 3,781 % | 6,025 % |
| 85 | 3,602 % | 5,769 % | 5,657 % | 3,532 % | 3,786 % | 6,015 % |
| 86 | 3,609 % | 5,763 % | 5,652 % | 3,540 % | 3,791 % | 6,006 % |
| 87 | 3,616 % | 5,756 % | 5,647 % | 3,547 % | 3,795 % | 5,997 % |
| 88 | 3,622 % | 5,750 % | 5,642 % | 3,554 % | 3,800 % | 5,987 % |
| 89 | 3,629 % | 5,744 % | 5,637 % | 3,562 % | 3,804 % | 5,979 % |
| 90 | 3,635 % | 5,738 % | 5,632 % | 3,569 % | 3,809 % | 5,970 % |
| 91 | 3,641 % | 5,732 % | 5,627 % | 3,576 % | 3,813 % | 5,961 % |
| 92 | 3,647 % | 5,726 % | 5,623 % | 3,582 % | 3,817 % | 5,953 % |
| 93 | 3,653 % | 5,720 % | 5,618 % | 3,589 % | 3,821 % | 5,945 % |
| 94 | 3,659 % | 5,715 % | 5,614 % | 3,596 % | 3,825 % | 5,937 % |
| 95 | 3,665 % | 5,709 % | 5,609 % | 3,602 % | 3,829 % | 5,929 % |
| 96 | 3,670 % | 5,704 % | 5,605 % | 3,608 % | 3,833 % | 5,922 % |
| 97 | 3,676 % | 5,699 % | 5,601 % | 3,614 % | 3,837 % | 5,914 % |
| 98 | 3,681 % | 5,694 % | 5,597 % | 3,620 % | 3,841 % | 5,907 % |
| 99 | 3,686 % | 5,689 % | 5,593 % | 3,626 % | 3,844 % | 5,900 % |
| 100 | 3,691 % | 5,684 % | 5,589 % | 3,632 % | 3,848 % | 5,893 % |
| 101 | 3,696 % | 5,679 % | 5,585 % | 3,637 % | 3,851 % | 5,886 % |
| 102 | 3,701 % | 5,674 % | 5,581 % | 3,643 % | 3,855 % | 5,879 % |
| 103 | 3,706 % | 5,670 % | 5,577 % | 3,648 % | 3,858 % | 5,872 % |
| 104 | 3,711 % | 5,665 % | 5,574 % | 3,653 % | 3,861 % | 5,866 % |
| 105 | 3,716 % | 5,661 % | 5,570 % | 3,659 % | 3,865 % | 5,860 % |
| 106 | 3,720 % | 5,656 % | 5,567 % | 3,664 % | 3,868 % | 5,853 % |
| 107 | 3,725 % | 5,652 % | 5,563 % | 3,669 % | 3,871 % | 5,847 % |
| 108 | 3,729 % | 5,648 % | 5,560 % | 3,674 % | 3,874 % | 5,841 % |
| 109 | 3,733 % | 5,644 % | 5,557 % | 3,678 % | 3,877 % | 5,835 % |
| 110 | 3,738 % | 5,640 % | 5,553 % | 3,683 % | 3,880 % | 5,829 % |
| 111 | 3,742 % | 5,636 % | 5,550 % | 3,688 % | 3,883 % | 5,824 % |
| 112 | 3,746 % | 5,632 % | 5,547 % | 3,692 % | 3,885 % | 5,818 % |
| 113 | 3,750 % | 5,628 % | 5,544 % | 3,697 % | 3,888 % | 5,813 % |
| 114 | 3,754 % | 5,624 % | 5,541 % | 3,701 % | 3,891 % | 5,807 % |
| 115 | 3,758 % | 5,621 % | 5,538 % | 3,706 % | 3,894 % | 5,802 % |
| 116 | 3,761 % | 5,617 % | 5,535 % | 3,710 % | 3,896 % | 5,797 % |
| 117 | 3,765 % | 5,613 % | 5,532 % | 3,714 % | 3,899 % | 5,792 % |
| 118 | 3,769 % | 5,610 % | 5,529 % | 3,718 % | 3,901 % | 5,787 % |
| 119 | 3,772 % | 5,606 % | 5,527 % | 3,722 % | 3,904 % | 5,782 % |
| 120 | 3,776 % | 5,603 % | 5,524 % | 3,726 % | 3,906 % | 5,777 % |
| 121 | 3,780 % | 5,600 % | 5,521 % | 3,730 % | 3,909 % | 5,772 % |
| 122 | 3,783 % | 5,596 % | 5,518 % | 3,734 % | 3,911 % | 5,767 % |
| 123 | 3,786 % | 5,593 % | 5,516 % | 3,738 % | 3,914 % | 5,763 % |
| 124 | 3,790 % | 5,590 % | 5,513 % | 3,741 % | 3,916 % | 5,758 % |
| 125 | 3,793 % | 5,587 % | 5,511 % | 3,745 % | 3,918 % | 5,754 % |
| 126 | 3,796 % | 5,584 % | 5,508 % | 3,749 % | 3,920 % | 5,749 % |
| 127 | 3,799 % | 5,581 % | 5,506 % | 3,752 % | 3,923 % | 5,745 % |
| 128 | 3,802 % | 5,578 % | 5,504 % | 3,756 % | 3,925 % | 5,741 % |
| 129 | 3,806 % | 5,575 % | 5,501 % | 3,759 % | 3,927 % | 5,737 % |
| 130 | 3,809 % | 5,572 % | 5,499 % | 3,763 % | 3,929 % | 5,732 % |
| 131 | 3,812 % | 5,569 % | 5,497 % | 3,766 % | 3,931 % | 5,728 % |
| 132 | 3,815 % | 5,566 % | 5,494 % | 3,769 % | 3,933 % | 5,724 % |
| 133 | 3,817 % | 5,564 % | 5,492 % | 3,772 % | 3,935 % | 5,720 % |
| 134 | 3,820 % | 5,561 % | 5,490 % | 3,776 % | 3,937 % | 5,716 % |
| 135 | 3,823 % | 5,558 % | 5,488 % | 3,779 % | 3,939 % | 5,713 % |
| 136 | 3,826 % | 5,556 % | 5,486 % | 3,782 % | 3,941 % | 5,709 % |
| 137 | 3,829 % | 5,553 % | 5,484 % | 3,785 % | 3,943 % | 5,705 % |
| 138 | 3,831 % | 5,550 % | 5,482 % | 3,788 % | 3,945 % | 5,701 % |
| 139 | 3,834 % | 5,548 % | 5,479 % | 3,791 % | 3,946 % | 5,698 % |
| 140 | 3,837 % | 5,545 % | 5,477 % | 3,794 % | 3,948 % | 5,694 % |
| 141 | 3,839 % | 5,543 % | 5,476 % | 3,797 % | 3,950 % | 5,691 % |
| 142 | 3,842 % | 5,541 % | 5,474 % | 3,799 % | 3,952 % | 5,687 % |
| 143 | 3,844 % | 5,538 % | 5,472 % | 3,802 % | 3,954 % | 5,684 % |
| 144 | 3,847 % | 5,536 % | 5,470 % | 3,805 % | 3,955 % | 5,681 % |
| 145 | 3,849 % | 5,533 % | 5,468 % | 3,808 % | 3,957 % | 5,677 % |
| 146 | 3,851 % | 5,531 % | 5,466 % | 3,810 % | 3,959 % | 5,674 % |
| 147 | 3,854 % | 5,529 % | 5,464 % | 3,813 % | 3,960 % | 5,671 % |
| 148 | 3,856 % | 5,527 % | 5,462 % | 3,816 % | 3,962 % | 5,668 % |
| 149 | 3,858 % | 5,525 % | 5,461 % | 3,818 % | 3,963 % | 5,664 % |
| 150 | 3,861 % | 5,522 % | 5,459 % | 3,821 % | 3,965 % | 5,661 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| 1 | 13,072 % | 2,203 % | 3,280 % | 10,235 % | 1,096 % | 1,127 % |
| 2 | 12,277 % | 2,224 % | 3,274 % | 9,558 % | 1,236 % | 1,084 % |
| 3 | 11,951 % | 2,302 % | 3,285 % | 9,144 % | 1,377 % | 1,069 % |
| 4 | 11,928 % | 2,375 % | 3,323 % | 8,887 % | 1,500 % | 1,076 % |
| 5 | 12,037 % | 2,498 % | 3,361 % | 8,706 % | 1,596 % | 1,090 % |
| 6 | 12,145 % | 2,589 % | 3,416 % | 8,599 % | 1,695 % | 1,103 % |
| 7 | 12,162 % | 2,664 % | 3,495 % | 8,400 % | 1,791 % | 1,118 % |
| 8 | 12,084 % | 2,685 % | 3,557 % | 8,337 % | 1,865 % | 1,136 % |
| 9 | 12,058 % | 2,688 % | 3,609 % | 8,241 % | 1,942 % | 1,156 % |
| 10 | 12,085 % | 2,716 % | 3,673 % | 8,141 % | 2,012 % | 1,176 % |
| 11 | 12,076 % | 2,752 % | 3,726 % | 8,039 % | 2,063 % | 1,195 % |
| 12 | 12,023 % | 2,791 % | 3,768 % | 7,933 % | 2,104 % | 1,210 % |
| 13 | 11,937 % | 2,832 % | 3,807 % | 7,825 % | 2,146 % | 1,220 % |
| 14 | 11,827 % | 2,872 % | 3,848 % | 7,717 % | 2,182 % | 1,224 % |
| 15 | 11,699 % | 2,912 % | 3,891 % | 7,610 % | 2,209 % | 1,223 % |
| 16 | 11,557 % | 2,951 % | 3,940 % | 7,504 % | 2,224 % | 1,218 % |
| 17 | 11,407 % | 2,990 % | 3,989 % | 7,401 % | 2,234 % | 1,215 % |
| 18 | 11,251 % | 3,027 % | 4,038 % | 7,300 % | 2,243 % | 1,219 % |
| 19 | 11,092 % | 3,062 % | 4,082 % | 7,203 % | 2,255 % | 1,233 % |
| 20 | 10,931 % | 3,097 % | 4,122 % | 7,109 % | 2,272 % | 1,259 % |
| 21 | 10,771 % | 3,130 % | 4,155 % | 7,018 % | 2,297 % | 1,298 % |
| 22 | 10,613 % | 3,162 % | 4,182 % | 6,931 % | 2,328 % | 1,346 % |
| 23 | 10,458 % | 3,192 % | 4,205 % | 6,847 % | 2,362 % | 1,401 % |
| 24 | 10,306 % | 3,221 % | 4,223 % | 6,767 % | 2,400 % | 1,461 % |
| 25 | 10,158 % | 3,249 % | 4,239 % | 6,690 % | 2,438 % | 1,522 % |
| 26 | 10,015 % | 3,276 % | 4,252 % | 6,616 % | 2,478 % | 1,585 % |
| 27 | 9,876 % | 3,302 % | 4,262 % | 6,545 % | 2,518 % | 1,649 % |
| 28 | 9,743 % | 3,326 % | 4,271 % | 6,477 % | 2,557 % | 1,711 % |
| 29 | 9,614 % | 3,350 % | 4,278 % | 6,413 % | 2,597 % | 1,773 % |
| 30 | 9,490 % | 3,372 % | 4,284 % | 6,351 % | 2,635 % | 1,834 % |
| 31 | 9,371 % | 3,394 % | 4,288 % | 6,292 % | 2,673 % | 1,893 % |
| 32 | 9,257 % | 3,414 % | 4,292 % | 6,235 % | 2,710 % | 1,951 % |
| 33 | 9,148 % | 3,434 % | 4,295 % | 6,181 % | 2,746 % | 2,006 % |
| 34 | 9,043 % | 3,453 % | 4,297 % | 6,129 % | 2,780 % | 2,060 % |
| 35 | 8,942 % | 3,471 % | 4,298 % | 6,079 % | 2,814 % | 2,112 % |
| 36 | 8,846 % | 3,489 % | 4,299 % | 6,032 % | 2,847 % | 2,163 % |
| 37 | 8,754 % | 3,505 % | 4,300 % | 5,987 % | 2,878 % | 2,211 % |
| 38 | 8,666 % | 3,521 % | 4,300 % | 5,943 % | 2,908 % | 2,258 % |
| 39 | 8,581 % | 3,537 % | 4,300 % | 5,902 % | 2,938 % | 2,302 % |
| 40 | 8,500 % | 3,552 % | 4,300 % | 5,862 % | 2,966 % | 2,346 % |
| 41 | 8,423 % | 3,566 % | 4,299 % | 5,823 % | 2,993 % | 2,387 % |
| 42 | 8,348 % | 3,580 % | 4,298 % | 5,787 % | 3,019 % | 2,427 % |
| 43 | 8,277 % | 3,593 % | 4,298 % | 5,751 % | 3,045 % | 2,466 % |
| 44 | 8,209 % | 3,605 % | 4,297 % | 5,718 % | 3,069 % | 2,503 % |
| 45 | 8,143 % | 3,618 % | 4,296 % | 5,685 % | 3,092 % | 2,538 % |
| 46 | 8,080 % | 3,629 % | 4,295 % | 5,654 % | 3,115 % | 2,573 % |
| 47 | 8,020 % | 3,641 % | 4,294 % | 5,624 % | 3,137 % | 2,606 % |
| 48 | 7,961 % | 3,652 % | 4,292 % | 5,595 % | 3,158 % | 2,638 % |
| 49 | 7,905 % | 3,662 % | 4,291 % | 5,567 % | 3,178 % | 2,668 % |
| 50 | 7,852 % | 3,672 % | 4,290 % | 5,540 % | 3,198 % | 2,698 % |
| 51 | 7,800 % | 3,682 % | 4,289 % | 5,514 % | 3,217 % | 2,727 % |
| 52 | 7,750 % | 3,692 % | 4,288 % | 5,490 % | 3,235 % | 2,754 % |
| 53 | 7,702 % | 3,701 % | 4,286 % | 5,466 % | 3,253 % | 2,781 % |
| 54 | 7,655 % | 3,710 % | 4,285 % | 5,442 % | 3,270 % | 2,806 % |
| 55 | 7,611 % | 3,718 % | 4,284 % | 5,420 % | 3,286 % | 2,831 % |
| 56 | 7,568 % | 3,727 % | 4,283 % | 5,398 % | 3,302 % | 2,855 % |
| 57 | 7,526 % | 3,735 % | 4,282 % | 5,378 % | 3,317 % | 2,878 % |
| 58 | 7,486 % | 3,743 % | 4,280 % | 5,357 % | 3,332 % | 2,901 % |
| 59 | 7,447 % | 3,750 % | 4,279 % | 5,338 % | 3,347 % | 2,922 % |
| 60 | 7,409 % | 3,757 % | 4,278 % | 5,319 % | 3,361 % | 2,943 % |
| 61 | 7,373 % | 3,764 % | 4,277 % | 5,301 % | 3,374 % | 2,964 % |
| 62 | 7,337 % | 3,771 % | 4,276 % | 5,283 % | 3,387 % | 2,983 % |
| 63 | 7,303 % | 3,778 % | 4,275 % | 5,266 % | 3,400 % | 3,002 % |
| 64 | 7,270 % | 3,784 % | 4,274 % | 5,249 % | 3,413 % | 3,021 % |
| 65 | 7,238 % | 3,791 % | 4,273 % | 5,233 % | 3,425 % | 3,039 % |
| 66 | 7,207 % | 3,797 % | 4,272 % | 5,218 % | 3,436 % | 3,056 % |
| 67 | 7,177 % | 3,803 % | 4,271 % | 5,202 % | 3,447 % | 3,073 % |
| 68 | 7,148 % | 3,808 % | 4,270 % | 5,188 % | 3,458 % | 3,090 % |
| 69 | 7,119 % | 3,814 % | 4,269 % | 5,173 % | 3,469 % | 3,106 % |
| 70 | 7,091 % | 3,819 % | 4,268 % | 5,159 % | 3,479 % | 3,121 % |
| 71 | 7,065 % | 3,825 % | 4,267 % | 5,146 % | 3,489 % | 3,136 % |
| 72 | 7,039 % | 3,830 % | 4,266 % | 5,133 % | 3,499 % | 3,151 % |
| 73 | 7,013 % | 3,835 % | 4,265 % | 5,120 % | 3,509 % | 3,165 % |
| 74 | 6,988 % | 3,840 % | 4,264 % | 5,107 % | 3,518 % | 3,179 % |
| 75 | 6,964 % | 3,845 % | 4,264 % | 5,095 % | 3,527 % | 3,193 % |
| 76 | 6,941 % | 3,849 % | 4,263 % | 5,083 % | 3,536 % | 3,206 % |
| 77 | 6,918 % | 3,854 % | 4,262 % | 5,072 % | 3,545 % | 3,219 % |
| 78 | 6,896 % | 3,858 % | 4,261 % | 5,061 % | 3,553 % | 3,231 % |
| 79 | 6,874 % | 3,862 % | 4,260 % | 5,050 % | 3,561 % | 3,243 % |
| 80 | 6,853 % | 3,867 % | 4,260 % | 5,039 % | 3,569 % | 3,255 % |
| 81 | 6,833 % | 3,871 % | 4,259 % | 5,029 % | 3,577 % | 3,267 % |
| 82 | 6,813 % | 3,875 % | 4,258 % | 5,019 % | 3,584 % | 3,278 % |
| 83 | 6,793 % | 3,879 % | 4,258 % | 5,009 % | 3,592 % | 3,289 % |
| 84 | 6,774 % | 3,882 % | 4,257 % | 4,999 % | 3,599 % | 3,300 % |
| 85 | 6,755 % | 3,886 % | 4,256 % | 4,990 % | 3,606 % | 3,310 % |
| 86 | 6,737 % | 3,890 % | 4,256 % | 4,980 % | 3,613 % | 3,321 % |
| 87 | 6,719 % | 3,893 % | 4,255 % | 4,971 % | 3,620 % | 3,331 % |
| 88 | 6,702 % | 3,897 % | 4,254 % | 4,963 % | 3,626 % | 3,341 % |
| 89 | 6,685 % | 3,900 % | 4,254 % | 4,954 % | 3,633 % | 3,350 % |
| 90 | 6,668 % | 3,904 % | 4,253 % | 4,946 % | 3,639 % | 3,360 % |
| 91 | 6,652 % | 3,907 % | 4,253 % | 4,937 % | 3,645 % | 3,369 % |
| 92 | 6,636 % | 3,910 % | 4,252 % | 4,929 % | 3,651 % | 3,378 % |
| 93 | 6,621 % | 3,913 % | 4,251 % | 4,922 % | 3,657 % | 3,387 % |
| 94 | 6,606 % | 3,916 % | 4,251 % | 4,914 % | 3,663 % | 3,395 % |
| 95 | 6,591 % | 3,919 % | 4,250 % | 4,906 % | 3,668 % | 3,404 % |
| 96 | 6,576 % | 3,922 % | 4,250 % | 4,899 % | 3,674 % | 3,412 % |
| 97 | 6,562 % | 3,925 % | 4,249 % | 4,892 % | 3,679 % | 3,420 % |
| 98 | 6,548 % | 3,928 % | 4,249 % | 4,885 % | 3,685 % | 3,428 % |
| 99 | 6,534 % | 3,930 % | 4,248 % | 4,878 % | 3,690 % | 3,436 % |
| 100 | 6,521 % | 3,933 % | 4,248 % | 4,871 % | 3,695 % | 3,443 % |
| 101 | 6,508 % | 3,936 % | 4,247 % | 4,864 % | 3,700 % | 3,451 % |
| 102 | 6,495 % | 3,938 % | 4,247 % | 4,858 % | 3,705 % | 3,458 % |
| 103 | 6,482 % | 3,941 % | 4,246 % | 4,851 % | 3,709 % | 3,465 % |
| 104 | 6,470 % | 3,943 % | 4,246 % | 4,845 % | 3,714 % | 3,472 % |
| 105 | 6,457 % | 3,946 % | 4,246 % | 4,839 % | 3,719 % | 3,479 % |
| 106 | 6,445 % | 3,948 % | 4,245 % | 4,833 % | 3,723 % | 3,486 % |
| 107 | 6,434 % | 3,951 % | 4,245 % | 4,827 % | 3,728 % | 3,493 % |
| 108 | 6,422 % | 3,953 % | 4,244 % | 4,821 % | 3,732 % | 3,499 % |
| 109 | 6,411 % | 3,955 % | 4,244 % | 4,815 % | 3,736 % | 3,506 % |
| 110 | 6,400 % | 3,957 % | 4,244 % | 4,810 % | 3,741 % | 3,512 % |
| 111 | 6,389 % | 3,959 % | 4,243 % | 4,804 % | 3,745 % | 3,518 % |
| 112 | 6,378 % | 3,962 % | 4,243 % | 4,799 % | 3,749 % | 3,524 % |
| 113 | 6,368 % | 3,964 % | 4,242 % | 4,793 % | 3,753 % | 3,530 % |
| 114 | 6,358 % | 3,966 % | 4,242 % | 4,788 % | 3,757 % | 3,536 % |
| 115 | 6,347 % | 3,968 % | 4,242 % | 4,783 % | 3,761 % | 3,542 % |
| 116 | 6,338 % | 3,970 % | 4,241 % | 4,778 % | 3,764 % | 3,547 % |
| 117 | 6,328 % | 3,972 % | 4,241 % | 4,773 % | 3,768 % | 3,553 % |
| 118 | 6,318 % | 3,974 % | 4,241 % | 4,768 % | 3,772 % | 3,558 % |
| 119 | 6,309 % | 3,976 % | 4,240 % | 4,763 % | 3,775 % | 3,564 % |
| 120 | 6,299 % | 3,977 % | 4,240 % | 4,759 % | 3,779 % | 3,569 % |
| 121 | 6,290 % | 3,979 % | 4,240 % | 4,754 % | 3,782 % | 3,574 % |
| 122 | 6,281 % | 3,981 % | 4,239 % | 4,750 % | 3,786 % | 3,579 % |
| 123 | 6,272 % | 3,983 % | 4,239 % | 4,745 % | 3,789 % | 3,584 % |
| 124 | 6,264 % | 3,985 % | 4,239 % | 4,741 % | 3,792 % | 3,589 % |
| 125 | 6,255 % | 3,986 % | 4,238 % | 4,736 % | 3,796 % | 3,594 % |
| 126 | 6,247 % | 3,988 % | 4,238 % | 4,732 % | 3,799 % | 3,599 % |
| 127 | 6,239 % | 3,990 % | 4,238 % | 4,728 % | 3,802 % | 3,604 % |
| 128 | 6,230 % | 3,991 % | 4,237 % | 4,724 % | 3,805 % | 3,608 % |
| 129 | 6,222 % | 3,993 % | 4,237 % | 4,720 % | 3,808 % | 3,613 % |
| 130 | 6,214 % | 3,995 % | 4,237 % | 4,716 % | 3,811 % | 3,617 % |
| 131 | 6,207 % | 3,996 % | 4,237 % | 4,712 % | 3,814 % | 3,622 % |
| 132 | 6,199 % | 3,998 % | 4,236 % | 4,708 % | 3,817 % | 3,626 % |
| 133 | 6,191 % | 3,999 % | 4,236 % | 4,704 % | 3,820 % | 3,631 % |
| 134 | 6,184 % | 4,001 % | 4,236 % | 4,700 % | 3,823 % | 3,635 % |
| 135 | 6,177 % | 4,002 % | 4,235 % | 4,697 % | 3,826 % | 3,639 % |
| 136 | 6,169 % | 4,004 % | 4,235 % | 4,693 % | 3,828 % | 3,643 % |
| 137 | 6,162 % | 4,005 % | 4,235 % | 4,689 % | 3,831 % | 3,647 % |
| 138 | 6,155 % | 4,006 % | 4,235 % | 4,686 % | 3,834 % | 3,651 % |
| 139 | 6,148 % | 4,008 % | 4,234 % | 4,682 % | 3,836 % | 3,655 % |
| 140 | 6,142 % | 4,009 % | 4,234 % | 4,679 % | 3,839 % | 3,659 % |
| 141 | 6,135 % | 4,011 % | 4,234 % | 4,675 % | 3,841 % | 3,663 % |
| 142 | 6,128 % | 4,012 % | 4,234 % | 4,672 % | 3,844 % | 3,667 % |
| 143 | 6,122 % | 4,013 % | 4,233 % | 4,669 % | 3,846 % | 3,670 % |
| 144 | 6,115 % | 4,015 % | 4,233 % | 4,665 % | 3,849 % | 3,674 % |
| 145 | 6,109 % | 4,016 % | 4,233 % | 4,662 % | 3,851 % | 3,678 % |
| 146 | 6,103 % | 4,017 % | 4,233 % | 4,659 % | 3,854 % | 3,681 % |
| 147 | 6,097 % | 4,018 % | 4,233 % | 4,656 % | 3,856 % | 3,685 % |
| 148 | 6,091 % | 4,020 % | 4,232 % | 4,653 % | 3,858 % | 3,688 % |
| 149 | 6,085 % | 4,021 % | 4,232 % | 4,650 % | 3,861 % | 3,692 % |
| 150 | 6,079 % | 4,022 % | 4,232 % | 4,647 % | 3,863 % | 3,695 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| 1 | 9,327 % | 0,576 % | – 0,177 % |
| 2 | 9,372 % | 0,636 % | – 0,236 % |
| 3 | 9,525 % | 0,710 % | – 0,260 % |
| 4 | 9,579 % | 0,796 % | – 0,262 % |
| 5 | 9,609 % | 0,888 % | – 0,252 % |
| 6 | 9,637 % | 0,979 % | – 0,234 % |
| 7 | 9,660 % | 1,063 % | – 0,211 % |
| 8 | 9,675 % | 1,145 % | – 0,188 % |
| 9 | 9,674 % | 1,217 % | – 0,165 % |
| 10 | 9,649 % | 1,284 % | – 0,143 % |
| 11 | 9,597 % | 1,346 % | – 0,103 % |
| 12 | 9,526 % | 1,404 % | – 0,098 % |
| 13 | 9,440 % | 1,451 % | – 0,053 % |
| 14 | 9,345 % | 1,495 % | – 0,032 % |
| 15 | 9,243 % | 1,536 % | – 0,037 % |
| 16 | 9,138 % | 1,572 % | 0,005 % |
| 17 | 9,031 % | 1,604 % | 0,021 % |
| 18 | 8,924 % | 1,632 % | 0,035 % |
| 19 | 8,818 % | 1,657 % | 0,048 % |
| 20 | 8,713 % | 1,678 % | 0,028 % |
| 21 | 8,610 % | 1,695 % | 0,019 % |
| 22 | 8,510 % | 1,710 % | 0,025 % |
| 23 | 8,412 % | 1,723 % | 0,036 % |
| 24 | 8,318 % | 1,736 % | 0,047 % |
| 25 | 8,227 % | 1,748 % | 0,053 % |
| 26 | 8,139 % | 1,759 % | 0,051 % |
| 27 | 8,055 % | 1,770 % | 0,047 % |
| 28 | 7,973 % | 1,779 % | 0,046 % |
| 29 | 7,895 % | 1,785 % | 0,051 % |
| 30 | 7,821 % | 1,788 % | 0,066 % |
| 31 | 7,749 % | 1,788 % | 0,091 % |
| 32 | 7,680 % | 1,787 % | 0,125 % |
| 33 | 7,614 % | 1,786 % | 0,166 % |
| 34 | 7,551 % | 1,786 % | 0,211 % |
| 35 | 7,491 % | 1,788 % | 0,259 % |
| 36 | 7,433 % | 1,792 % | 0,309 % |
| 37 | 7,377 % | 1,797 % | 0,361 % |
| 38 | 7,324 % | 1,802 % | 0,413 % |
| 39 | 7,273 % | 1,803 % | 0,465 % |
| 40 | 7,225 % | 1,801 % | 0,517 % |
| 41 | 7,178 % | 1,795 % | 0,569 % |
| 42 | 7,133 % | 1,786 % | 0,619 % |
| 43 | 7,090 % | 1,776 % | 0,669 % |
| 44 | 7,048 % | 1,767 % | 0,718 % |
| 45 | 7,009 % | 1,759 % | 0,765 % |
| 46 | 6,970 % | 1,754 % | 0,812 % |
| 47 | 6,934 % | 1,752 % | 0,857 % |
| 48 | 6,898 % | 1,754 % | 0,901 % |
| 49 | 6,864 % | 1,759 % | 0,944 % |
| 50 | 6,832 % | 1,769 % | 0,985 % |
| 51 | 6,800 % | 1,783 % | 1,025 % |
| 52 | 6,770 % | 1,801 % | 1,064 % |
| 53 | 6,740 % | 1,822 % | 1,102 % |
| 54 | 6,712 % | 1,846 % | 1,139 % |
| 55 | 6,685 % | 1,870 % | 1,175 % |
| 56 | 6,658 % | 1,897 % | 1,209 % |
| 57 | 6,633 % | 1,924 % | 1,243 % |
| 58 | 6,608 % | 1,951 % | 1,275 % |
| 59 | 6,584 % | 1,980 % | 1,307 % |
| 60 | 6,561 % | 2,008 % | 1,337 % |
| 61 | 6,539 % | 2,036 % | 1,367 % |
| 62 | 6,518 % | 2,065 % | 1,396 % |
| 63 | 6,497 % | 2,093 % | 1,424 % |
| 64 | 6,476 % | 2,121 % | 1,451 % |
| 65 | 6,457 % | 2,149 % | 1,477 % |
| 66 | 6,438 % | 2,176 % | 1,503 % |
| 67 | 6,419 % | 2,203 % | 1,528 % |
| 68 | 6,401 % | 2,229 % | 1,552 % |
| 69 | 6,384 % | 2,255 % | 1,575 % |
| 70 | 6,367 % | 2,281 % | 1,598 % |
| 71 | 6,350 % | 2,306 % | 1,621 % |
| 72 | 6,334 % | 2,331 % | 1,642 % |
| 73 | 6,319 % | 2,355 % | 1,663 % |
| 74 | 6,303 % | 2,378 % | 1,684 % |
| 75 | 6,289 % | 2,401 % | 1,704 % |
| 76 | 6,274 % | 2,424 % | 1,723 % |
| 77 | 6,260 % | 2,446 % | 1,742 % |
| 78 | 6,247 % | 2,468 % | 1,761 % |
| 79 | 6,233 % | 2,489 % | 1,779 % |
| 80 | 6,220 % | 2,510 % | 1,796 % |
| 81 | 6,208 % | 2,530 % | 1,814 % |
| 82 | 6,195 % | 2,550 % | 1,830 % |
| 83 | 6,183 % | 2,569 % | 1,847 % |
| 84 | 6,172 % | 2,588 % | 1,863 % |
| 85 | 6,160 % | 2,607 % | 1,878 % |
| 86 | 6,149 % | 2,625 % | 1,894 % |
| 87 | 6,138 % | 2,643 % | 1,909 % |
| 88 | 6,127 % | 2,660 % | 1,923 % |
| 89 | 6,117 % | 2,677 % | 1,937 % |
| 90 | 6,107 % | 2,694 % | 1,951 % |
| 91 | 6,097 % | 2,710 % | 1,965 % |
| 92 | 6,087 % | 2,726 % | 1,978 % |
| 93 | 6,077 % | 2,742 % | 1,991 % |
| 94 | 6,068 % | 2,757 % | 2,004 % |
| 95 | 6,059 % | 2,772 % | 2,017 % |
| 96 | 6,050 % | 2,787 % | 2,029 % |
| 97 | 6,041 % | 2,801 % | 2,041 % |
| 98 | 6,032 % | 2,816 % | 2,053 % |
| 99 | 6,024 % | 2,829 % | 2,064 % |
| 100 | 6,016 % | 2,843 % | 2,075 % |
| 101 | 6,007 % | 2,856 % | 2,087 % |
| 102 | 6,000 % | 2,869 % | 2,097 % |
| 103 | 5,992 % | 2,882 % | 2,108 % |
| 104 | 5,984 % | 2,895 % | 2,118 % |
| 105 | 5,977 % | 2,907 % | 2,129 % |
| 106 | 5,969 % | 2,919 % | 2,139 % |
| 107 | 5,962 % | 2,931 % | 2,149 % |
| 108 | 5,955 % | 2,943 % | 2,158 % |
| 109 | 5,948 % | 2,954 % | 2,168 % |
| 110 | 5,941 % | 2,965 % | 2,177 % |
| 111 | 5,934 % | 2,977 % | 2,186 % |
| 112 | 5,928 % | 2,987 % | 2,195 % |
| 113 | 5,921 % | 2,998 % | 2,204 % |
| 114 | 5,915 % | 3,009 % | 2,213 % |
| 115 | 5,909 % | 3,019 % | 2,221 % |
| 116 | 5,903 % | 3,029 % | 2,230 % |
| 117 | 5,897 % | 3,039 % | 2,238 % |
| 118 | 5,891 % | 3,049 % | 2,246 % |
| 119 | 5,885 % | 3,058 % | 2,254 % |
| 120 | 5,879 % | 3,068 % | 2,262 % |
| 121 | 5,874 % | 3,077 % | 2,270 % |
| 122 | 5,868 % | 3,086 % | 2,277 % |
| 123 | 5,863 % | 3,095 % | 2,285 % |
| 124 | 5,857 % | 3,104 % | 2,292 % |
| 125 | 5,852 % | 3,113 % | 2,299 % |
| 126 | 5,847 % | 3,121 % | 2,306 % |
| 127 | 5,842 % | 3,130 % | 2,313 % |
| 128 | 5,837 % | 3,138 % | 2,320 % |
| 129 | 5,832 % | 3,146 % | 2,327 % |
| 130 | 5,827 % | 3,154 % | 2,334 % |
| 131 | 5,822 % | 3,162 % | 2,340 % |
| 132 | 5,817 % | 3,170 % | 2,347 % |
| 133 | 5,813 % | 3,178 % | 2,353 % |
| 134 | 5,808 % | 3,185 % | 2,360 % |
| 135 | 5,804 % | 3,193 % | 2,366 % |
| 136 | 5,799 % | 3,200 % | 2,372 % |
| 137 | 5,795 % | 3,208 % | 2,378 % |
| 138 | 5,790 % | 3,215 % | 2,384 % |
| 139 | 5,786 % | 3,222 % | 2,390 % |
| 140 | 5,782 % | 3,229 % | 2,395 % |
| 141 | 5,778 % | 3,236 % | 2,401 % |
| 142 | 5,774 % | 3,242 % | 2,407 % |
| 143 | 5,770 % | 3,249 % | 2,412 % |
| 144 | 5,766 % | 3,256 % | 2,418 % |
| 145 | 5,762 % | 3,262 % | 2,423 % |
| 146 | 5,758 % | 3,268 % | 2,428 % |
| 147 | 5,754 % | 3,275 % | 2,434 % |
| 148 | 5,750 % | 3,281 % | 2,439 % |
| 149 | 5,747 % | 3,287 % | 2,444 % |
| 150 | 5,743 % | 3,293 % | 2,449 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
| 1 | 0 | 0 | 34 | 5 | 2 | 435 | 2 |
| 2 | 0 | 0 | 43 | 5 | 2 | 261 | 1 |
| 3 | 0 | 2 | 49 | 5 | 4 | 225 | 1 |
| 4 | 0 | 4 | 52 | 5 | 5 | 197 | 1 |
| 5 | 1 | 5 | 56 | 5 | 7 | 179 | 0 |
| 6 | 2 | 6 | 59 | 5 | 9 | 176 | 0 |
| 7 | 3 | 7 | 62 | 5 | 11 | 172 | 0 |
| 8 | 3 | 8 | 64 | 5 | 13 | 177 | 0 |
| 9 | 4 | 9 | 66 | 5 | 14 | 179 | 0 |
| 10 | 4 | 9 | 68 | 5 | 15 | 182 | 1 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| 1 | 0 | 0 | 0 | 0 | 435 | 4 | 19 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 |
| 3 | 2 | 0 | 0 | 0 | 229 | 4 | 29 |
| 4 | 4 | 0 | 0 | 0 | 197 | 4 | 30 |
| 5 | 5 | 0 | 0 | 0 | 179 | 4 | 31 |
| 6 | 6 | 0 | 0 | 0 | 176 | 4 | 32 |
| 7 | 7 | 0 | 0 | 0 | 172 | 4 | 33 |
| 8 | 8 | 1 | 2 | 0 | 177 | 2 | 34 |
| 9 | 9 | 1 | 3 | 0 | 179 | 0 | 34 |
| 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal |
| 1 | 6 | 6 | 6 | 0 | 19 | 0 | 28 |
| 2 | 14 | 13 | 13 | 0 | 26 | 0 | 46 |
| 3 | 18 | 16 | 16 | 0 | 29 | 0 | 51 |
| 4 | 20 | 18 | 18 | 0 | 30 | 0 | 51 |
| 5 | 22 | 20 | 20 | 0 | 31 | 0 | 54 |
| 6 | 23 | 22 | 22 | 0 | 32 | 0 | 56 |
| 7 | 24 | 23 | 23 | 0 | 33 | 0 | 56 |
| 8 | 26 | 24 | 24 | 2 | 34 | 0 | 55 |
| 9 | 27 | 25 | 25 | 3 | 34 | 1 | 52 |
| 10 | 28 | 26 | 26 | 3 | 34 | 1 | 50 |
| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 |
| 2 | 19 | 18 | 25 | 13 | 0 | 0 | 0 |
| 3 | 21 | 21 | 29 | 16 | 0 | 0 | 0 |
| 4 | 23 | 23 | 34 | 18 | 0 | 0 | 0 |
| 5 | 24 | 24 | 38 | 20 | 0 | 0 | 0 |
| 6 | 26 | 25 | 41 | 22 | 0 | 0 | 0 |
| 7 | 28 | 27 | 43 | 23 | 0 | 0 | 0 |
| 8 | 29 | 28 | 44 | 24 | 0 | 0 | 0 |
| 9 | 31 | 28 | 45 | 25 | 0 | 0 | 0 |
| 10 | 28 | 28 | 44 | 26 | 0 | 0 | 0 |
| Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia |
| 1 | 0 | 0 | 12 | 0 | 17 | 0 | 10 |
| 2 | 0 | 0 | 12 | 0 | 19 | 0 | 18 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 30 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 |
| 5 | 0 | 0 | 12 | 0 | 16 | 3 | 41 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 44 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 47 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 |
| 9 | 0 | 0 | 12 | 0 | 16 | 6 | 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 | 1 |
| 5 | 0 | 9 | 0 | 0 | 10 | 0 | 3 |
| 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 |
| 7 | 0 | 9 | 0 | 0 | 10 | 0 | 9 |
| 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 |
| 9 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |
| 10 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |
| Duration (in years) | Singapore | South Africa | South Korea | Thailand | Taiwan | United States |
| 1 | 0 | 3 | 10 | 0 | 4 | 0 |
| 2 | 0 | 7 | 13 | 0 | 4 | 0 |
| 3 | 0 | 6 | 13 | 0 | 4 | 0 |
| 4 | 0 | 5 | 14 | 0 | 4 | 0 |
| 5 | 0 | 4 | 16 | 0 | 4 | 0 |
| 6 | 0 | 4 | 16 | 0 | 4 | 0 |
| 7 | 0 | 6 | 16 | 0 | 4 | 0 |
| 8 | 0 | 7 | 16 | 0 | 4 | 0 |
| 9 | 0 | 7 | 16 | 0 | 4 | 0 |
| 10 | 0 | 8 | 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 | 22 | 49 | 131 | 245 | 597 | 1 504 |
| 2 | 6 | 22 | 49 | 131 | 245 | 597 | 1 199 |
| 3 | 7 | 24 | 49 | 122 | 241 | 594 | 965 |
| 4 | 8 | 26 | 52 | 124 | 240 | 592 | 788 |
| 5 | 10 | 29 | 57 | 126 | 239 | 592 | 653 |
| 6 | 11 | 32 | 61 | 131 | 239 | 592 | 592 |
| 7 | 12 | 34 | 63 | 133 | 239 | 592 | 592 |
| 8 | 12 | 35 | 62 | 130 | 239 | 592 | 592 |
| 9 | 12 | 36 | 62 | 129 | 239 | 592 | 592 |
| 10 | 13 | 37 | 62 | 129 | 239 | 592 | 592 |
| 11 | 13 | 38 | 62 | 129 | 239 | 592 | 592 |
| 12 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 13 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 14 | 14 | 40 | 62 | 129 | 239 | 592 | 592 |
| 15 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 16 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 17 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 18 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 19 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 20 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 21 | 15 | 39 | 62 | 129 | 239 | 592 | 592 |
| 22 | 15 | 39 | 62 | 129 | 239 | 592 | 592 |
| 23 | 16 | 39 | 62 | 129 | 239 | 592 | 592 |
| 24 | 16 | 39 | 62 | 129 | 239 | 592 | 592 |
| 25 | 17 | 39 | 62 | 129 | 239 | 592 | 592 |
| 26 | 18 | 40 | 62 | 129 | 239 | 592 | 592 |
| 27 | 19 | 40 | 62 | 129 | 239 | 592 | 592 |
| 28 | 19 | 40 | 62 | 129 | 239 | 592 | 592 |
| 29 | 19 | 40 | 62 | 129 | 239 | 592 | 592 |
| 30 | 20 | 40 | 62 | 129 | 239 | 592 | 592 |
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 | 26 | 53 | 135 | 249 | 602 | 1 513 |
| 2 | 12 | 28 | 55 | 137 | 251 | 604 | 1 207 |
| 3 | 14 | 31 | 56 | 129 | 248 | 600 | 972 |
| 4 | 15 | 33 | 59 | 130 | 246 | 599 | 793 |
| 5 | 16 | 36 | 64 | 133 | 246 | 599 | 657 |
| 6 | 17 | 38 | 67 | 137 | 245 | 598 | 598 |
| 7 | 18 | 39 | 68 | 138 | 245 | 598 | 598 |
| 8 | 17 | 40 | 67 | 135 | 244 | 597 | 597 |
| 9 | 17 | 40 | 66 | 134 | 244 | 597 | 597 |
| 10 | 17 | 41 | 66 | 133 | 244 | 596 | 596 |
| 11 | 17 | 41 | 66 | 132 | 243 | 596 | 596 |
| 12 | 17 | 42 | 65 | 132 | 243 | 595 | 595 |
| 13 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 14 | 16 | 42 | 64 | 131 | 241 | 594 | 594 |
| 15 | 16 | 41 | 64 | 130 | 241 | 594 | 594 |
| 16 | 15 | 40 | 63 | 130 | 240 | 593 | 593 |
| 17 | 15 | 40 | 63 | 129 | 240 | 593 | 593 |
| 18 | 15 | 40 | 63 | 129 | 240 | 593 | 593 |
| 19 | 15 | 40 | 63 | 129 | 240 | 593 | 593 |
| 20 | 15 | 40 | 63 | 129 | 240 | 593 | 593 |
| 21 | 15 | 41 | 63 | 130 | 241 | 593 | 593 |
| 22 | 16 | 41 | 64 | 130 | 241 | 594 | 594 |
| 23 | 16 | 41 | 64 | 130 | 241 | 594 | 594 |
| 24 | 16 | 41 | 64 | 130 | 241 | 594 | 594 |
| 25 | 17 | 41 | 64 | 130 | 241 | 594 | 594 |
| 26 | 18 | 41 | 64 | 130 | 241 | 594 | 594 |
| 27 | 19 | 41 | 64 | 130 | 241 | 594 | 594 |
| 28 | 19 | 41 | 64 | 130 | 241 | 594 | 594 |
| 29 | 20 | 41 | 64 | 130 | 241 | 594 | 594 |
| 30 | 20 | 41 | 64 | 130 | 241 | 594 | 594 |
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 | 48 | 131 | 244 | 597 | 1 504 |
| 2 | 6 | 21 | 48 | 131 | 244 | 597 | 1 199 |
| 3 | 7 | 24 | 49 | 122 | 241 | 593 | 965 |
| 4 | 8 | 26 | 52 | 123 | 239 | 592 | 788 |
| 5 | 9 | 29 | 57 | 126 | 239 | 592 | 653 |
| 6 | 11 | 31 | 61 | 130 | 239 | 592 | 592 |
| 7 | 12 | 34 | 63 | 132 | 239 | 592 | 592 |
| 8 | 12 | 35 | 62 | 130 | 239 | 592 | 592 |
| 9 | 12 | 35 | 62 | 129 | 239 | 592 | 592 |
| 10 | 13 | 37 | 62 | 129 | 239 | 592 | 592 |
| 11 | 13 | 38 | 62 | 129 | 239 | 592 | 592 |
| 12 | 14 | 38 | 62 | 129 | 239 | 592 | 592 |
| 13 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 14 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 15 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 16 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 17 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 18 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 19 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 20 | 14 | 39 | 62 | 129 | 239 | 592 | 592 |
| 21 | 15 | 39 | 62 | 129 | 239 | 592 | 592 |
| 22 | 15 | 39 | 62 | 129 | 239 | 592 | 592 |
| 23 | 16 | 39 | 62 | 129 | 239 | 592 | 592 |
| 24 | 16 | 39 | 62 | 129 | 239 | 592 | 592 |
| 25 | 17 | 39 | 62 | 129 | 239 | 592 | 592 |
| 26 | 18 | 39 | 62 | 129 | 239 | 592 | 592 |
| 27 | 19 | 39 | 62 | 129 | 239 | 592 | 592 |
| 28 | 19 | 39 | 62 | 129 | 239 | 592 | 592 |
| 29 | 19 | 39 | 62 | 129 | 239 | 592 | 592 |
| 30 | 20 | 39 | 62 | 129 | 239 | 592 | 592 |
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 | 89 | 104 | 132 | 214 | 327 | 680 | 1 533 |
| 2 | 83 | 99 | 126 | 208 | 322 | 675 | 1 227 |
| 3 | 87 | 104 | 130 | 202 | 321 | 674 | 992 |
| 4 | 85 | 104 | 129 | 201 | 317 | 669 | 812 |
| 5 | 84 | 103 | 132 | 200 | 313 | 666 | 674 |
| 6 | 82 | 103 | 132 | 202 | 311 | 664 | 664 |
| 7 | 81 | 103 | 131 | 201 | 308 | 661 | 661 |
| 8 | 79 | 102 | 129 | 198 | 307 | 660 | 660 |
| 9 | 78 | 101 | 128 | 195 | 305 | 658 | 658 |
| 10 | 74 | 98 | 124 | 190 | 301 | 654 | 654 |
| 11 | 72 | 96 | 121 | 187 | 298 | 651 | 651 |
| 12 | 71 | 95 | 119 | 185 | 296 | 649 | 649 |
| 13 | 70 | 95 | 118 | 185 | 295 | 648 | 648 |
| 14 | 70 | 95 | 117 | 184 | 295 | 648 | 648 |
| 15 | 69 | 94 | 117 | 183 | 294 | 647 | 647 |
| 16 | 68 | 93 | 116 | 183 | 293 | 646 | 646 |
| 17 | 68 | 93 | 116 | 182 | 293 | 646 | 646 |
| 18 | 67 | 92 | 115 | 181 | 292 | 645 | 645 |
| 19 | 66 | 91 | 114 | 180 | 291 | 644 | 644 |
| 20 | 65 | 90 | 113 | 180 | 290 | 643 | 643 |
| 21 | 64 | 90 | 112 | 179 | 290 | 642 | 642 |
| 22 | 64 | 89 | 111 | 178 | 289 | 642 | 642 |
| 23 | 63 | 88 | 110 | 177 | 288 | 641 | 641 |
| 24 | 61 | 87 | 109 | 176 | 287 | 640 | 640 |
| 25 | 60 | 86 | 108 | 175 | 286 | 638 | 638 |
| 26 | 59 | 85 | 107 | 174 | 284 | 637 | 637 |
| 27 | 58 | 83 | 106 | 173 | 283 | 636 | 636 |
| 28 | 57 | 82 | 105 | 172 | 282 | 635 | 635 |
| 29 | 56 | 81 | 104 | 170 | 281 | 634 | 634 |
| 30 | 55 | 80 | 103 | 169 | 280 | 633 | 633 |
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 | 26 | 53 | 135 | 249 | 602 | 1 496 |
| 2 | 12 | 28 | 55 | 137 | 251 | 603 | 1 194 |
| 3 | 14 | 31 | 57 | 129 | 248 | 601 | 962 |
| 4 | 16 | 34 | 60 | 131 | 247 | 600 | 787 |
| 5 | 17 | 37 | 65 | 134 | 247 | 600 | 653 |
| 6 | 18 | 39 | 68 | 138 | 247 | 600 | 600 |
| 7 | 19 | 41 | 70 | 140 | 246 | 599 | 599 |
| 8 | 19 | 41 | 69 | 137 | 246 | 599 | 599 |
| 9 | 18 | 42 | 68 | 135 | 245 | 598 | 598 |
| 10 | 18 | 42 | 67 | 134 | 245 | 598 | 598 |
| 11 | 18 | 43 | 67 | 134 | 244 | 597 | 597 |
| 12 | 18 | 43 | 67 | 133 | 244 | 597 | 597 |
| 13 | 18 | 43 | 66 | 133 | 243 | 596 | 596 |
| 14 | 18 | 43 | 66 | 132 | 243 | 596 | 596 |
| 15 | 17 | 43 | 65 | 132 | 243 | 595 | 595 |
| 16 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 17 | 16 | 42 | 64 | 131 | 242 | 595 | 595 |
| 18 | 16 | 41 | 64 | 131 | 241 | 594 | 594 |
| 19 | 16 | 41 | 64 | 131 | 241 | 594 | 594 |
| 20 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 21 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 22 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 23 | 17 | 43 | 65 | 132 | 243 | 595 | 595 |
| 24 | 17 | 43 | 65 | 132 | 243 | 596 | 596 |
| 25 | 18 | 43 | 65 | 132 | 243 | 596 | 596 |
| 26 | 18 | 43 | 65 | 132 | 243 | 596 | 596 |
| 27 | 19 | 43 | 65 | 132 | 243 | 596 | 596 |
| 28 | 19 | 43 | 65 | 132 | 243 | 596 | 596 |
| 29 | 20 | 43 | 65 | 132 | 243 | 596 | 596 |
| 30 | 21 | 43 | 65 | 132 | 243 | 595 | 595 |
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 | 69 | 96 | 179 | 292 | 645 | 1 544 |
| 2 | 57 | 73 | 100 | 182 | 296 | 649 | 1 238 |
| 3 | 63 | 80 | 105 | 178 | 297 | 649 | 1 001 |
| 4 | 66 | 84 | 110 | 182 | 297 | 650 | 819 |
| 5 | 68 | 88 | 116 | 185 | 298 | 651 | 681 |
| 6 | 69 | 90 | 119 | 189 | 298 | 650 | 650 |
| 7 | 69 | 91 | 120 | 190 | 297 | 650 | 650 |
| 8 | 68 | 91 | 118 | 186 | 295 | 648 | 648 |
| 9 | 67 | 90 | 116 | 183 | 294 | 647 | 647 |
| 10 | 65 | 89 | 115 | 181 | 292 | 645 | 645 |
| 11 | 64 | 89 | 113 | 180 | 290 | 643 | 643 |
| 12 | 63 | 88 | 112 | 178 | 289 | 642 | 642 |
| 13 | 62 | 87 | 110 | 176 | 287 | 640 | 640 |
| 14 | 61 | 86 | 108 | 175 | 286 | 639 | 639 |
| 15 | 59 | 84 | 107 | 174 | 284 | 637 | 637 |
| 16 | 58 | 83 | 106 | 172 | 283 | 636 | 636 |
| 17 | 57 | 82 | 105 | 171 | 282 | 635 | 635 |
| 18 | 56 | 81 | 104 | 171 | 281 | 634 | 634 |
| 19 | 55 | 81 | 103 | 170 | 281 | 633 | 633 |
| 20 | 55 | 80 | 103 | 169 | 280 | 633 | 633 |
| 21 | 54 | 79 | 102 | 168 | 279 | 632 | 632 |
| 22 | 53 | 78 | 101 | 168 | 278 | 631 | 631 |
| 23 | 52 | 78 | 100 | 167 | 278 | 630 | 630 |
| 24 | 52 | 77 | 99 | 166 | 277 | 630 | 630 |
| 25 | 51 | 76 | 99 | 165 | 276 | 629 | 629 |
| 26 | 50 | 75 | 98 | 164 | 275 | 628 | 628 |
| 27 | 49 | 74 | 97 | 163 | 274 | 627 | 627 |
| 28 | 48 | 73 | 96 | 162 | 273 | 626 | 626 |
| 29 | 47 | 72 | 95 | 162 | 272 | 625 | 625 |
| 30 | 46 | 72 | 94 | 161 | 272 | 624 | 624 |
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 | 21 | 48 | 130 | 244 | 597 | 1 503 |
| 2 | 5 | 21 | 48 | 130 | 244 | 597 | 1 198 |
| 3 | 6 | 23 | 49 | 121 | 240 | 593 | 964 |
| 4 | 7 | 26 | 51 | 123 | 239 | 592 | 787 |
| 5 | 9 | 28 | 57 | 125 | 239 | 591 | 652 |
| 6 | 10 | 31 | 60 | 130 | 239 | 591 | 591 |
| 7 | 11 | 33 | 62 | 132 | 239 | 591 | 591 |
| 8 | 11 | 34 | 61 | 129 | 239 | 591 | 591 |
| 9 | 11 | 35 | 61 | 128 | 239 | 591 | 591 |
| 10 | 12 | 36 | 61 | 128 | 239 | 591 | 591 |
| 11 | 12 | 37 | 61 | 128 | 239 | 591 | 591 |
| 12 | 13 | 38 | 61 | 128 | 239 | 591 | 591 |
| 13 | 13 | 38 | 61 | 128 | 239 | 591 | 591 |
| 14 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 15 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 16 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 17 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 18 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 19 | 13 | 39 | 61 | 128 | 239 | 591 | 591 |
| 20 | 14 | 39 | 61 | 128 | 239 | 591 | 591 |
| 21 | 15 | 39 | 61 | 128 | 239 | 591 | 591 |
| 22 | 15 | 39 | 61 | 128 | 239 | 591 | 591 |
| 23 | 16 | 39 | 61 | 128 | 239 | 591 | 591 |
| 24 | 16 | 39 | 61 | 128 | 239 | 591 | 591 |
| 25 | 17 | 39 | 61 | 128 | 239 | 592 | 592 |
| 26 | 18 | 39 | 61 | 128 | 239 | 592 | 592 |
| 27 | 19 | 39 | 61 | 128 | 239 | 592 | 592 |
| 28 | 19 | 39 | 61 | 128 | 239 | 592 | 592 |
| 29 | 19 | 39 | 61 | 128 | 239 | 592 | 592 |
| 30 | 20 | 39 | 61 | 128 | 239 | 592 | 592 |
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 | 59 | 162 | 263 | 616 | 1 521 |
| 2 | 7 | 25 | 59 | 162 | 263 | 616 | 1 212 |
| 3 | 8 | 28 | 58 | 145 | 259 | 612 | 975 |
| 4 | 9 | 30 | 60 | 133 | 257 | 610 | 796 |
| 5 | 10 | 31 | 60 | 119 | 256 | 609 | 660 |
| 6 | 13 | 35 | 63 | 110 | 255 | 607 | 607 |
| 7 | 15 | 37 | 63 | 101 | 253 | 606 | 606 |
| 8 | 15 | 38 | 61 | 94 | 252 | 605 | 605 |
| 9 | 18 | 45 | 64 | 88 | 251 | 604 | 604 |
| 10 | 17 | 44 | 62 | 83 | 250 | 603 | 603 |
| 11 | 16 | 43 | 60 | 82 | 250 | 602 | 602 |
| 12 | 16 | 43 | 60 | 82 | 249 | 602 | 602 |
| 13 | 16 | 43 | 60 | 82 | 248 | 601 | 601 |
| 14 | 16 | 44 | 60 | 82 | 247 | 600 | 600 |
| 15 | 16 | 44 | 60 | 82 | 246 | 599 | 599 |
| 16 | 16 | 44 | 60 | 82 | 245 | 598 | 598 |
| 17 | 16 | 44 | 60 | 82 | 244 | 597 | 597 |
| 18 | 16 | 44 | 60 | 82 | 243 | 596 | 596 |
| 19 | 16 | 44 | 60 | 82 | 243 | 596 | 596 |
| 20 | 16 | 44 | 60 | 82 | 244 | 597 | 597 |
| 21 | 16 | 44 | 60 | 82 | 244 | 597 | 597 |
| 22 | 16 | 44 | 60 | 82 | 244 | 597 | 597 |
| 23 | 16 | 44 | 60 | 82 | 244 | 596 | 596 |
| 24 | 16 | 44 | 60 | 82 | 243 | 596 | 596 |
| 25 | 17 | 44 | 60 | 82 | 243 | 596 | 596 |
| 26 | 18 | 44 | 60 | 82 | 242 | 595 | 595 |
| 27 | 19 | 44 | 60 | 82 | 242 | 595 | 595 |
| 28 | 19 | 44 | 60 | 82 | 242 | 594 | 594 |
| 29 | 19 | 44 | 60 | 82 | 241 | 594 | 594 |
| 30 | 20 | 44 | 60 | 82 | 241 | 594 | 594 |
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 | 90 | 106 | 133 | 215 | 329 | 682 | 1 529 |
| 2 | 87 | 103 | 130 | 212 | 326 | 679 | 1 227 |
| 3 | 85 | 103 | 128 | 201 | 319 | 672 | 994 |
| 4 | 84 | 102 | 128 | 199 | 315 | 668 | 815 |
| 5 | 82 | 102 | 130 | 199 | 312 | 665 | 678 |
| 6 | 81 | 102 | 131 | 201 | 309 | 662 | 662 |
| 7 | 79 | 101 | 129 | 199 | 306 | 659 | 659 |
| 8 | 76 | 99 | 126 | 194 | 303 | 656 | 656 |
| 9 | 74 | 97 | 123 | 190 | 301 | 654 | 654 |
| 10 | 72 | 96 | 121 | 188 | 299 | 652 | 652 |
| 11 | 71 | 95 | 120 | 186 | 297 | 650 | 650 |
| 12 | 70 | 94 | 118 | 184 | 295 | 648 | 648 |
| 13 | 68 | 93 | 116 | 183 | 293 | 646 | 646 |
| 14 | 67 | 92 | 115 | 181 | 292 | 645 | 645 |
| 15 | 65 | 90 | 113 | 180 | 290 | 643 | 643 |
| 16 | 64 | 89 | 112 | 178 | 289 | 642 | 642 |
| 17 | 63 | 88 | 111 | 177 | 288 | 641 | 641 |
| 18 | 62 | 87 | 110 | 176 | 287 | 640 | 640 |
| 19 | 61 | 86 | 109 | 175 | 286 | 639 | 639 |
| 20 | 60 | 85 | 108 | 174 | 285 | 638 | 638 |
| 21 | 59 | 84 | 107 | 173 | 284 | 637 | 637 |
| 22 | 58 | 83 | 106 | 173 | 283 | 636 | 636 |
| 23 | 57 | 82 | 105 | 172 | 282 | 635 | 635 |
| 24 | 56 | 81 | 104 | 170 | 281 | 634 | 634 |
| 25 | 55 | 80 | 103 | 169 | 280 | 633 | 633 |
| 26 | 54 | 79 | 102 | 168 | 279 | 632 | 632 |
| 27 | 53 | 78 | 101 | 167 | 278 | 631 | 631 |
| 28 | 52 | 77 | 100 | 166 | 277 | 630 | 630 |
| 29 | 51 | 76 | 99 | 166 | 276 | 629 | 629 |
| 30 | 50 | 75 | 98 | 165 | 275 | 628 | 628 |
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 | 62 | 77 | 104 | 187 | 300 | 653 | 1 548 |
| 2 | 60 | 76 | 103 | 185 | 299 | 652 | 1 235 |
| 3 | 59 | 77 | 102 | 175 | 293 | 646 | 996 |
| 4 | 59 | 77 | 103 | 175 | 291 | 643 | 814 |
| 5 | 58 | 78 | 106 | 175 | 288 | 641 | 676 |
| 6 | 57 | 78 | 107 | 177 | 286 | 639 | 639 |
| 7 | 57 | 79 | 107 | 177 | 284 | 637 | 637 |
| 8 | 55 | 78 | 105 | 173 | 282 | 635 | 635 |
| 9 | 53 | 77 | 103 | 170 | 280 | 633 | 633 |
| 10 | 52 | 76 | 102 | 168 | 279 | 632 | 632 |
| 11 | 52 | 76 | 101 | 167 | 278 | 631 | 631 |
| 12 | 52 | 76 | 100 | 166 | 277 | 630 | 630 |
| 13 | 51 | 76 | 99 | 166 | 276 | 629 | 629 |
| 14 | 51 | 76 | 99 | 165 | 276 | 629 | 629 |
| 15 | 50 | 75 | 98 | 164 | 275 | 628 | 628 |
| 16 | 49 | 74 | 97 | 163 | 274 | 627 | 627 |
| 17 | 48 | 73 | 96 | 163 | 273 | 626 | 626 |
| 18 | 47 | 73 | 95 | 162 | 273 | 625 | 625 |
| 19 | 47 | 72 | 95 | 161 | 272 | 625 | 625 |
| 20 | 47 | 72 | 95 | 161 | 272 | 625 | 625 |
| 21 | 46 | 72 | 94 | 161 | 272 | 624 | 624 |
| 22 | 46 | 71 | 94 | 160 | 271 | 624 | 624 |
| 23 | 45 | 71 | 93 | 160 | 271 | 624 | 624 |
| 24 | 45 | 70 | 93 | 159 | 270 | 623 | 623 |
| 25 | 44 | 69 | 92 | 159 | 269 | 622 | 622 |
| 26 | 44 | 69 | 91 | 158 | 269 | 622 | 622 |
| 27 | 43 | 68 | 91 | 157 | 268 | 621 | 621 |
| 28 | 42 | 67 | 90 | 157 | 267 | 620 | 620 |
| 29 | 42 | 67 | 89 | 156 | 267 | 620 | 620 |
| 30 | 41 | 66 | 89 | 155 | 266 | 619 | 619 |
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 | 47 | 74 | 156 | 270 | 622 | 1 528 |
| 2 | 31 | 47 | 74 | 156 | 270 | 623 | 1 219 |
| 3 | 31 | 48 | 74 | 147 | 265 | 618 | 982 |
| 4 | 31 | 50 | 76 | 147 | 263 | 616 | 801 |
| 5 | 32 | 52 | 80 | 149 | 262 | 615 | 664 |
| 6 | 33 | 53 | 83 | 152 | 261 | 614 | 614 |
| 7 | 33 | 55 | 83 | 153 | 260 | 613 | 613 |
| 8 | 32 | 55 | 82 | 150 | 259 | 612 | 612 |
| 9 | 31 | 55 | 81 | 148 | 259 | 612 | 612 |
| 10 | 31 | 55 | 81 | 147 | 258 | 611 | 611 |
| 11 | 31 | 55 | 80 | 146 | 257 | 610 | 610 |
| 12 | 31 | 55 | 79 | 146 | 256 | 609 | 609 |
| 13 | 30 | 55 | 78 | 145 | 255 | 608 | 608 |
| 14 | 30 | 55 | 77 | 144 | 255 | 608 | 608 |
| 15 | 29 | 54 | 77 | 143 | 254 | 607 | 607 |
| 16 | 28 | 53 | 76 | 142 | 253 | 606 | 606 |
| 17 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 18 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 19 | 26 | 51 | 74 | 141 | 251 | 604 | 604 |
| 20 | 26 | 52 | 74 | 141 | 252 | 604 | 604 |
| 21 | 26 | 52 | 74 | 141 | 252 | 604 | 604 |
| 22 | 26 | 52 | 74 | 141 | 251 | 604 | 604 |
| 23 | 26 | 51 | 74 | 141 | 251 | 604 | 604 |
| 24 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 25 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 26 | 26 | 51 | 73 | 140 | 251 | 604 | 604 |
| 27 | 25 | 51 | 73 | 140 | 250 | 603 | 603 |
| 28 | 25 | 50 | 73 | 139 | 250 | 603 | 603 |
| 29 | 25 | 50 | 73 | 139 | 250 | 603 | 603 |
| 30 | 25 | 50 | 72 | 139 | 250 | 603 | 603 |
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 | 5 | 27 | 110 | 223 | 576 | 1 489 |
| 2 | 1 | 6 | 28 | 111 | 224 | 577 | 1 186 |
| 3 | 2 | 6 | 30 | 102 | 221 | 574 | 955 |
| 4 | 2 | 8 | 32 | 104 | 220 | 573 | 780 |
| 5 | 3 | 9 | 38 | 106 | 220 | 573 | 646 |
| 6 | 4 | 12 | 41 | 111 | 220 | 573 | 573 |
| 7 | 5 | 14 | 43 | 113 | 220 | 572 | 572 |
| 8 | 6 | 15 | 42 | 110 | 220 | 572 | 572 |
| 9 | 6 | 16 | 42 | 109 | 220 | 572 | 572 |
| 10 | 7 | 17 | 42 | 109 | 220 | 572 | 572 |
| 11 | 8 | 19 | 44 | 110 | 221 | 574 | 574 |
| 12 | 9 | 19 | 42 | 109 | 219 | 572 | 572 |
| 13 | 9 | 20 | 43 | 110 | 221 | 574 | 574 |
| 14 | 10 | 21 | 43 | 110 | 220 | 573 | 573 |
| 15 | 10 | 19 | 42 | 108 | 219 | 572 | 572 |
| 16 | 12 | 18 | 41 | 107 | 218 | 571 | 571 |
| 17 | 12 | 19 | 41 | 107 | 218 | 571 | 571 |
| 18 | 13 | 19 | 41 | 107 | 218 | 571 | 571 |
| 19 | 13 | 20 | 41 | 108 | 218 | 571 | 571 |
| 20 | 13 | 21 | 42 | 108 | 219 | 572 | 572 |
| 21 | 15 | 22 | 42 | 109 | 220 | 573 | 573 |
| 22 | 15 | 22 | 43 | 109 | 220 | 573 | 573 |
| 23 | 16 | 23 | 43 | 109 | 220 | 573 | 573 |
| 24 | 16 | 25 | 43 | 109 | 220 | 573 | 573 |
| 25 | 17 | 25 | 44 | 109 | 220 | 573 | 573 |
| 26 | 17 | 26 | 45 | 109 | 220 | 573 | 573 |
| 27 | 18 | 26 | 47 | 109 | 220 | 573 | 573 |
| 28 | 19 | 27 | 49 | 109 | 220 | 573 | 573 |
| 29 | 19 | 28 | 50 | 109 | 220 | 573 | 573 |
| 30 | 20 | 29 | 51 | 109 | 220 | 573 | 573 |
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 | 90 | 172 | 286 | 639 | 1 555 |
| 2 | 47 | 63 | 90 | 172 | 286 | 639 | 1 239 |
| 3 | 48 | 65 | 90 | 163 | 282 | 635 | 998 |
| 4 | 48 | 67 | 92 | 164 | 280 | 633 | 814 |
| 5 | 49 | 68 | 96 | 165 | 278 | 631 | 675 |
| 6 | 49 | 69 | 99 | 168 | 277 | 630 | 630 |
| 7 | 49 | 71 | 99 | 169 | 276 | 629 | 629 |
| 8 | 48 | 70 | 98 | 166 | 275 | 628 | 628 |
| 9 | 47 | 70 | 96 | 163 | 274 | 627 | 627 |
| 10 | 46 | 70 | 96 | 162 | 273 | 626 | 626 |
| 11 | 46 | 70 | 95 | 161 | 272 | 625 | 625 |
| 12 | 46 | 70 | 94 | 161 | 271 | 624 | 624 |
| 13 | 45 | 70 | 93 | 160 | 271 | 623 | 623 |
| 14 | 45 | 70 | 93 | 159 | 270 | 623 | 623 |
| 15 | 44 | 69 | 92 | 158 | 269 | 622 | 622 |
| 16 | 43 | 68 | 91 | 157 | 268 | 621 | 621 |
| 17 | 42 | 68 | 90 | 157 | 268 | 620 | 620 |
| 18 | 42 | 67 | 90 | 156 | 267 | 620 | 620 |
| 19 | 41 | 66 | 89 | 156 | 266 | 619 | 619 |
| 20 | 41 | 66 | 89 | 156 | 266 | 619 | 619 |
| 21 | 41 | 66 | 89 | 155 | 266 | 619 | 619 |
| 22 | 41 | 66 | 89 | 155 | 266 | 619 | 619 |
| 23 | 40 | 65 | 88 | 155 | 265 | 618 | 618 |
| 24 | 40 | 65 | 88 | 154 | 265 | 618 | 618 |
| 25 | 39 | 64 | 87 | 154 | 264 | 617 | 617 |
| 26 | 39 | 64 | 86 | 153 | 264 | 617 | 617 |
| 27 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 28 | 37 | 63 | 85 | 152 | 263 | 615 | 615 |
| 29 | 37 | 62 | 85 | 151 | 262 | 615 | 615 |
| 30 | 36 | 61 | 84 | 151 | 261 | 614 | 614 |
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 | 14 | 30 | 57 | 139 | 253 | 605 | 1 540 |
| 2 | 18 | 34 | 61 | 143 | 257 | 610 | 1 229 |
| 3 | 22 | 40 | 65 | 138 | 257 | 609 | 991 |
| 4 | 26 | 45 | 70 | 142 | 258 | 611 | 810 |
| 5 | 29 | 49 | 77 | 146 | 259 | 612 | 671 |
| 6 | 28 | 49 | 78 | 148 | 257 | 610 | 610 |
| 7 | 34 | 56 | 84 | 154 | 261 | 614 | 614 |
| 8 | 32 | 55 | 82 | 151 | 260 | 612 | 612 |
| 9 | 33 | 57 | 83 | 150 | 261 | 613 | 613 |
| 10 | 35 | 59 | 85 | 151 | 262 | 615 | 615 |
| 11 | 37 | 62 | 86 | 153 | 263 | 616 | 616 |
| 12 | 39 | 63 | 87 | 153 | 264 | 617 | 617 |
| 13 | 39 | 64 | 87 | 154 | 265 | 618 | 618 |
| 14 | 40 | 65 | 88 | 154 | 265 | 618 | 618 |
| 15 | 40 | 65 | 88 | 155 | 265 | 618 | 618 |
| 16 | 39 | 65 | 87 | 154 | 265 | 618 | 618 |
| 17 | 39 | 65 | 87 | 154 | 265 | 618 | 618 |
| 18 | 39 | 64 | 87 | 153 | 264 | 617 | 617 |
| 19 | 38 | 63 | 86 | 153 | 263 | 616 | 616 |
| 20 | 38 | 63 | 86 | 153 | 263 | 616 | 616 |
| 21 | 38 | 63 | 86 | 153 | 263 | 616 | 616 |
| 22 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 23 | 38 | 63 | 85 | 152 | 263 | 616 | 616 |
| 24 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 25 | 37 | 62 | 85 | 151 | 262 | 615 | 615 |
| 26 | 36 | 61 | 84 | 151 | 261 | 614 | 614 |
| 27 | 36 | 61 | 84 | 150 | 261 | 614 | 614 |
| 28 | 35 | 60 | 83 | 150 | 260 | 613 | 613 |
| 29 | 35 | 60 | 83 | 149 | 260 | 613 | 613 |
| 30 | 34 | 59 | 82 | 149 | 259 | 612 | 612 |
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 | 29 | 56 | 138 | 251 | 604 | 1 527 |
| 2 | 14 | 30 | 57 | 139 | 253 | 606 | 1 218 |
| 3 | 16 | 33 | 59 | 132 | 250 | 603 | 980 |
| 4 | 18 | 36 | 62 | 134 | 250 | 602 | 800 |
| 5 | 20 | 39 | 68 | 136 | 249 | 602 | 663 |
| 6 | 21 | 42 | 71 | 141 | 250 | 603 | 603 |
| 7 | 22 | 44 | 73 | 143 | 250 | 603 | 603 |
| 8 | 22 | 45 | 72 | 141 | 250 | 603 | 603 |
| 9 | 23 | 46 | 72 | 139 | 250 | 603 | 603 |
| 10 | 23 | 47 | 73 | 139 | 250 | 603 | 603 |
| 11 | 24 | 49 | 73 | 140 | 250 | 603 | 603 |
| 12 | 25 | 50 | 73 | 140 | 251 | 603 | 603 |
| 13 | 25 | 51 | 74 | 140 | 251 | 604 | 604 |
| 14 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 15 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 16 | 26 | 51 | 73 | 140 | 251 | 604 | 604 |
| 17 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 18 | 25 | 51 | 73 | 140 | 251 | 604 | 604 |
| 19 | 25 | 51 | 73 | 140 | 251 | 604 | 604 |
| 20 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 21 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 22 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
| 23 | 25 | 51 | 73 | 140 | 251 | 604 | 604 |
| 24 | 25 | 50 | 73 | 140 | 250 | 603 | 603 |
| 25 | 25 | 50 | 73 | 139 | 250 | 603 | 603 |
| 26 | 25 | 50 | 72 | 139 | 250 | 603 | 603 |
| 27 | 24 | 50 | 72 | 139 | 249 | 602 | 602 |
| 28 | 24 | 49 | 72 | 138 | 249 | 602 | 602 |
| 29 | 24 | 49 | 72 | 138 | 249 | 602 | 602 |
| 30 | 23 | 49 | 71 | 138 | 249 | 601 | 601 |
2.16. Chilean peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| 1 | 49 | 65 | 92 | 174 | 288 | 641 | 1 589 |
| 2 | 52 | 68 | 95 | 177 | 291 | 644 | 1 267 |
| 3 | 56 | 73 | 99 | 172 | 290 | 643 | 1 022 |
| 4 | 58 | 77 | 102 | 174 | 290 | 643 | 835 |
| 5 | 60 | 80 | 108 | 177 | 290 | 643 | 692 |
| 6 | 62 | 83 | 112 | 182 | 291 | 644 | 644 |
| 7 | 63 | 85 | 113 | 183 | 290 | 643 | 643 |
| 8 | 62 | 85 | 112 | 181 | 290 | 643 | 643 |
| 9 | 62 | 86 | 112 | 179 | 289 | 642 | 642 |
| 10 | 63 | 87 | 112 | 179 | 289 | 642 | 642 |
| 11 | 63 | 87 | 112 | 178 | 289 | 642 | 642 |
| 12 | 62 | 87 | 111 | 177 | 288 | 641 | 641 |
| 13 | 62 | 87 | 110 | 177 | 287 | 640 | 640 |
| 14 | 61 | 86 | 109 | 176 | 286 | 639 | 639 |
| 15 | 60 | 86 | 108 | 175 | 285 | 638 | 638 |
| 16 | 59 | 85 | 107 | 174 | 285 | 638 | 638 |
| 17 | 59 | 84 | 107 | 173 | 284 | 637 | 637 |
| 18 | 58 | 83 | 106 | 172 | 283 | 636 | 636 |
| 19 | 57 | 82 | 105 | 171 | 282 | 635 | 635 |
| 20 | 56 | 82 | 104 | 171 | 282 | 634 | 634 |
| 21 | 56 | 81 | 104 | 170 | 281 | 634 | 634 |
| 22 | 55 | 80 | 103 | 169 | 280 | 633 | 633 |
| 23 | 54 | 79 | 102 | 168 | 279 | 632 | 632 |
| 24 | 53 | 78 | 101 | 167 | 278 | 631 | 631 |
| 25 | 52 | 77 | 100 | 167 | 277 | 630 | 630 |
| 26 | 51 | 76 | 99 | 166 | 276 | 629 | 629 |
| 27 | 50 | 76 | 98 | 165 | 275 | 628 | 628 |
| 28 | 49 | 75 | 97 | 164 | 275 | 628 | 628 |
| 29 | 49 | 74 | 96 | 163 | 274 | 627 | 627 |
| 30 | 48 | 73 | 96 | 162 | 273 | 626 | 626 |
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 | 80 | 96 | 123 | 205 | 319 | 672 | 1 612 |
| 2 | 84 | 100 | 127 | 210 | 323 | 676 | 1 288 |
| 3 | 86 | 103 | 128 | 201 | 320 | 672 | 1 039 |
| 4 | 86 | 104 | 130 | 202 | 317 | 670 | 851 |
| 5 | 89 | 109 | 137 | 206 | 319 | 672 | 707 |
| 6 | 91 | 112 | 141 | 211 | 320 | 672 | 672 |
| 7 | 93 | 114 | 143 | 213 | 320 | 673 | 673 |
| 8 | 93 | 116 | 143 | 212 | 321 | 674 | 674 |
| 9 | 94 | 117 | 144 | 211 | 321 | 674 | 674 |
| 10 | 95 | 119 | 144 | 211 | 321 | 674 | 674 |
| 11 | 95 | 119 | 143 | 210 | 321 | 674 | 674 |
| 12 | 94 | 119 | 143 | 209 | 320 | 673 | 673 |
| 13 | 93 | 118 | 141 | 208 | 318 | 671 | 671 |
| 14 | 92 | 117 | 140 | 206 | 317 | 670 | 670 |
| 15 | 90 | 116 | 138 | 205 | 316 | 668 | 668 |
| 16 | 89 | 114 | 137 | 203 | 314 | 667 | 667 |
| 17 | 87 | 113 | 135 | 202 | 313 | 666 | 666 |
| 18 | 86 | 111 | 134 | 200 | 311 | 664 | 664 |
| 19 | 85 | 110 | 133 | 199 | 310 | 663 | 663 |
| 20 | 83 | 109 | 131 | 198 | 309 | 661 | 661 |
| 21 | 82 | 107 | 130 | 196 | 307 | 660 | 660 |
| 22 | 81 | 106 | 128 | 195 | 306 | 659 | 659 |
| 23 | 79 | 104 | 127 | 193 | 304 | 657 | 657 |
| 24 | 77 | 103 | 125 | 192 | 303 | 656 | 656 |
| 25 | 76 | 101 | 124 | 190 | 301 | 654 | 654 |
| 26 | 74 | 100 | 122 | 189 | 299 | 652 | 652 |
| 27 | 73 | 98 | 121 | 187 | 298 | 651 | 651 |
| 28 | 71 | 97 | 119 | 186 | 296 | 649 | 649 |
| 29 | 70 | 95 | 118 | 184 | 295 | 648 | 648 |
| 30 | 68 | 94 | 116 | 183 | 294 | 646 | 646 |
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 | 5 | 21 | 48 | 131 | 244 | 597 | 1 526 |
| 2 | 9 | 25 | 52 | 134 | 248 | 601 | 1 218 |
| 3 | 13 | 30 | 55 | 128 | 247 | 599 | 982 |
| 4 | 16 | 34 | 60 | 131 | 247 | 600 | 802 |
| 5 | 19 | 38 | 66 | 135 | 248 | 601 | 665 |
| 6 | 21 | 41 | 71 | 140 | 249 | 602 | 602 |
| 7 | 22 | 44 | 73 | 143 | 250 | 602 | 602 |
| 8 | 22 | 45 | 72 | 141 | 250 | 603 | 603 |
| 9 | 23 | 46 | 72 | 139 | 250 | 603 | 603 |
| 10 | 23 | 47 | 73 | 139 | 250 | 603 | 603 |
| 11 | 24 | 48 | 73 | 139 | 250 | 603 | 603 |
| 12 | 24 | 49 | 72 | 139 | 250 | 603 | 603 |
| 13 | 24 | 49 | 72 | 138 | 249 | 602 | 602 |
| 14 | 23 | 49 | 71 | 138 | 248 | 601 | 601 |
| 15 | 23 | 48 | 71 | 137 | 248 | 601 | 601 |
| 16 | 22 | 47 | 70 | 136 | 247 | 600 | 600 |
| 17 | 21 | 46 | 69 | 136 | 246 | 599 | 599 |
| 18 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 19 | 20 | 46 | 68 | 135 | 246 | 599 | 599 |
| 20 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 21 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 22 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 23 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 24 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 25 | 21 | 46 | 69 | 135 | 246 | 599 | 599 |
| 26 | 21 | 46 | 68 | 135 | 246 | 599 | 599 |
| 27 | 20 | 46 | 68 | 135 | 246 | 598 | 598 |
| 28 | 20 | 45 | 68 | 135 | 245 | 598 | 598 |
| 29 | 20 | 45 | 68 | 134 | 245 | 598 | 598 |
| 30 | 21 | 45 | 68 | 134 | 245 | 598 | 598 |
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 | 91 | 107 | 134 | 216 | 330 | 683 | 1 675 |
| 2 | 91 | 107 | 134 | 216 | 330 | 683 | 1 339 |
| 3 | 92 | 109 | 135 | 207 | 326 | 679 | 1 080 |
| 4 | 93 | 111 | 137 | 209 | 325 | 677 | 883 |
| 5 | 94 | 114 | 142 | 211 | 324 | 677 | 732 |
| 6 | 94 | 115 | 145 | 214 | 323 | 676 | 676 |
| 7 | 95 | 117 | 146 | 216 | 323 | 675 | 675 |
| 8 | 95 | 118 | 145 | 213 | 322 | 675 | 675 |
| 9 | 94 | 117 | 144 | 211 | 321 | 674 | 674 |
| 10 | 93 | 117 | 142 | 209 | 320 | 673 | 673 |
| 11 | 92 | 116 | 141 | 207 | 318 | 671 | 671 |
| 12 | 90 | 115 | 139 | 205 | 316 | 669 | 669 |
| 13 | 89 | 114 | 137 | 203 | 314 | 667 | 667 |
| 14 | 87 | 112 | 135 | 201 | 312 | 665 | 665 |
| 15 | 85 | 110 | 133 | 199 | 310 | 663 | 663 |
| 16 | 83 | 108 | 131 | 197 | 308 | 661 | 661 |
| 17 | 81 | 106 | 129 | 196 | 306 | 659 | 659 |
| 18 | 80 | 105 | 128 | 194 | 305 | 658 | 658 |
| 19 | 78 | 103 | 126 | 193 | 303 | 656 | 656 |
| 20 | 77 | 102 | 125 | 192 | 302 | 655 | 655 |
| 21 | 76 | 101 | 124 | 191 | 301 | 654 | 654 |
| 22 | 75 | 100 | 123 | 190 | 300 | 653 | 653 |
| 23 | 74 | 99 | 122 | 188 | 299 | 652 | 652 |
| 24 | 73 | 98 | 121 | 187 | 298 | 651 | 651 |
| 25 | 72 | 97 | 120 | 186 | 297 | 650 | 650 |
| 26 | 71 | 96 | 119 | 185 | 296 | 649 | 649 |
| 27 | 70 | 95 | 118 | 184 | 295 | 648 | 648 |
| 28 | 69 | 94 | 117 | 183 | 294 | 647 | 647 |
| 29 | 68 | 93 | 116 | 182 | 293 | 646 | 646 |
| 30 | 67 | 92 | 115 | 181 | 292 | 645 | 645 |
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 | 360 | 376 | 403 | 485 | 599 | 952 | 1 609 |
| 2 | 75 | 91 | 118 | 200 | 314 | 667 | 1 289 |
| 3 | 79 | 96 | 122 | 195 | 313 | 666 | 1 044 |
| 4 | 83 | 102 | 127 | 199 | 315 | 667 | 854 |
| 5 | 86 | 106 | 134 | 203 | 316 | 669 | 709 |
| 6 | 88 | 109 | 138 | 208 | 317 | 670 | 670 |
| 7 | 90 | 112 | 140 | 210 | 317 | 670 | 670 |
| 8 | 91 | 113 | 141 | 209 | 318 | 671 | 671 |
| 9 | 91 | 114 | 141 | 208 | 318 | 671 | 671 |
| 10 | 91 | 115 | 141 | 207 | 318 | 671 | 671 |
| 11 | 92 | 116 | 141 | 207 | 318 | 671 | 671 |
| 12 | 92 | 117 | 141 | 207 | 318 | 671 | 671 |
| 13 | 93 | 118 | 141 | 208 | 318 | 671 | 671 |
| 14 | 94 | 119 | 142 | 208 | 319 | 672 | 672 |
| 15 | 95 | 120 | 143 | 209 | 320 | 673 | 673 |
| 16 | 96 | 121 | 144 | 210 | 321 | 674 | 674 |
| 17 | 97 | 122 | 145 | 211 | 322 | 675 | 675 |
| 18 | 98 | 123 | 146 | 212 | 323 | 676 | 676 |
| 19 | 99 | 124 | 147 | 213 | 324 | 677 | 677 |
| 20 | 100 | 125 | 147 | 214 | 325 | 678 | 678 |
| 21 | 100 | 125 | 148 | 214 | 325 | 678 | 678 |
| 22 | 100 | 125 | 148 | 214 | 325 | 678 | 678 |
| 23 | 99 | 124 | 147 | 214 | 324 | 677 | 677 |
| 24 | 98 | 124 | 146 | 213 | 324 | 677 | 677 |
| 25 | 98 | 123 | 145 | 212 | 323 | 676 | 676 |
| 26 | 97 | 122 | 144 | 211 | 322 | 675 | 675 |
| 27 | 95 | 121 | 143 | 210 | 320 | 673 | 673 |
| 28 | 94 | 119 | 142 | 209 | 319 | 672 | 672 |
| 29 | 93 | 118 | 141 | 207 | 318 | 671 | 671 |
| 30 | 92 | 117 | 139 | 206 | 317 | 670 | 670 |
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 | 37 | 119 | 233 | 585 | 1 517 |
| 2 | 1 | 9 | 37 | 119 | 232 | 585 | 1 210 |
| 3 | 2 | 12 | 37 | 110 | 228 | 581 | 975 |
| 4 | 2 | 13 | 39 | 111 | 226 | 579 | 796 |
| 5 | 3 | 15 | 43 | 112 | 225 | 578 | 660 |
| 6 | 4 | 17 | 46 | 116 | 225 | 578 | 578 |
| 7 | 5 | 19 | 47 | 117 | 224 | 577 | 577 |
| 8 | 6 | 19 | 46 | 114 | 223 | 576 | 576 |
| 9 | 6 | 18 | 45 | 112 | 222 | 575 | 575 |
| 10 | 7 | 19 | 44 | 111 | 222 | 575 | 575 |
| 11 | 8 | 20 | 44 | 111 | 222 | 575 | 575 |
| 12 | 9 | 21 | 44 | 111 | 222 | 575 | 575 |
| 13 | 9 | 22 | 45 | 111 | 222 | 575 | 575 |
| 14 | 10 | 22 | 45 | 111 | 222 | 575 | 575 |
| 15 | 10 | 22 | 45 | 111 | 222 | 575 | 575 |
| 16 | 12 | 22 | 45 | 111 | 222 | 575 | 575 |
| 17 | 12 | 22 | 45 | 112 | 222 | 575 | 575 |
| 18 | 13 | 23 | 46 | 112 | 223 | 576 | 576 |
| 19 | 13 | 23 | 46 | 113 | 223 | 576 | 576 |
| 20 | 14 | 24 | 47 | 114 | 224 | 577 | 577 |
| 21 | 15 | 25 | 48 | 114 | 225 | 578 | 578 |
| 22 | 16 | 26 | 49 | 115 | 226 | 579 | 579 |
| 23 | 16 | 27 | 49 | 116 | 226 | 579 | 579 |
| 24 | 16 | 27 | 50 | 116 | 227 | 580 | 580 |
| 25 | 18 | 28 | 50 | 117 | 227 | 580 | 580 |
| 26 | 18 | 28 | 51 | 117 | 228 | 581 | 581 |
| 27 | 19 | 28 | 51 | 118 | 228 | 581 | 581 |
| 28 | 19 | 29 | 51 | 118 | 229 | 582 | 582 |
| 29 | 20 | 29 | 52 | 118 | 229 | 582 | 582 |
| 30 | 20 | 30 | 53 | 119 | 229 | 582 | 582 |
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 | 70 | 97 | 179 | 293 | 645 | 1 560 |
| 2 | 55 | 70 | 98 | 180 | 293 | 646 | 1 243 |
| 3 | 55 | 73 | 98 | 171 | 289 | 642 | 1 001 |
| 4 | 56 | 74 | 100 | 171 | 287 | 640 | 818 |
| 5 | 56 | 76 | 104 | 173 | 286 | 639 | 677 |
| 6 | 57 | 78 | 107 | 177 | 286 | 639 | 639 |
| 7 | 57 | 79 | 107 | 177 | 284 | 637 | 637 |
| 8 | 56 | 79 | 106 | 174 | 284 | 636 | 636 |
| 9 | 55 | 79 | 105 | 172 | 283 | 636 | 636 |
| 10 | 55 | 78 | 104 | 170 | 281 | 634 | 634 |
| 11 | 53 | 78 | 102 | 169 | 280 | 632 | 632 |
| 12 | 52 | 77 | 101 | 167 | 278 | 631 | 631 |
| 13 | 51 | 76 | 99 | 165 | 276 | 629 | 629 |
| 14 | 49 | 75 | 97 | 164 | 275 | 627 | 627 |
| 15 | 48 | 73 | 96 | 162 | 273 | 626 | 626 |
| 16 | 46 | 71 | 94 | 160 | 271 | 624 | 624 |
| 17 | 45 | 70 | 93 | 159 | 270 | 623 | 623 |
| 18 | 43 | 69 | 91 | 158 | 269 | 622 | 622 |
| 19 | 42 | 68 | 90 | 157 | 268 | 621 | 621 |
| 20 | 42 | 67 | 90 | 156 | 267 | 620 | 620 |
| 21 | 41 | 67 | 89 | 156 | 266 | 619 | 619 |
| 22 | 41 | 66 | 89 | 155 | 266 | 619 | 619 |
| 23 | 40 | 65 | 88 | 154 | 265 | 618 | 618 |
| 24 | 39 | 64 | 87 | 154 | 264 | 617 | 617 |
| 25 | 39 | 64 | 86 | 153 | 264 | 617 | 617 |
| 26 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 27 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 28 | 37 | 62 | 84 | 151 | 262 | 615 | 615 |
| 29 | 36 | 61 | 84 | 150 | 261 | 614 | 614 |
| 30 | 35 | 61 | 83 | 150 | 260 | 613 | 613 |
2.23. Rand
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| 1 | 113 | 129 | 156 | 238 | 352 | 705 | 1 689 |
| 2 | 115 | 130 | 157 | 240 | 353 | 706 | 1 350 |
| 3 | 117 | 134 | 160 | 232 | 351 | 704 | 1 089 |
| 4 | 119 | 137 | 163 | 234 | 350 | 703 | 890 |
| 5 | 121 | 140 | 168 | 237 | 350 | 703 | 738 |
| 6 | 121 | 142 | 172 | 241 | 350 | 703 | 703 |
| 7 | 122 | 144 | 172 | 242 | 349 | 702 | 702 |
| 8 | 121 | 144 | 171 | 239 | 348 | 701 | 701 |
| 9 | 120 | 143 | 170 | 237 | 347 | 700 | 700 |
| 10 | 119 | 143 | 169 | 235 | 346 | 699 | 699 |
| 11 | 118 | 143 | 167 | 234 | 344 | 697 | 697 |
| 12 | 117 | 142 | 165 | 232 | 342 | 695 | 695 |
| 13 | 115 | 140 | 163 | 230 | 340 | 693 | 693 |
| 14 | 113 | 138 | 161 | 227 | 338 | 691 | 691 |
| 15 | 110 | 136 | 158 | 225 | 336 | 688 | 688 |
| 16 | 108 | 133 | 156 | 222 | 333 | 686 | 686 |
| 17 | 105 | 130 | 153 | 220 | 330 | 683 | 683 |
| 18 | 103 | 128 | 151 | 217 | 328 | 681 | 681 |
| 19 | 101 | 126 | 149 | 215 | 326 | 679 | 679 |
| 20 | 99 | 124 | 147 | 214 | 324 | 677 | 677 |
| 21 | 97 | 123 | 145 | 212 | 323 | 676 | 676 |
| 22 | 96 | 121 | 144 | 210 | 321 | 674 | 674 |
| 23 | 94 | 119 | 142 | 208 | 319 | 672 | 672 |
| 24 | 92 | 117 | 140 | 206 | 317 | 670 | 670 |
| 25 | 90 | 116 | 138 | 205 | 315 | 668 | 668 |
| 26 | 89 | 114 | 137 | 203 | 314 | 667 | 667 |
| 27 | 87 | 112 | 135 | 201 | 312 | 665 | 665 |
| 28 | 85 | 111 | 133 | 200 | 311 | 663 | 663 |
| 29 | 84 | 109 | 132 | 198 | 309 | 662 | 662 |
| 30 | 82 | 108 | 130 | 197 | 307 | 660 | 660 |
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 | 189 | 216 | 299 | 412 | 765 | 1 834 |
| 2 | 183 | 199 | 226 | 308 | 422 | 775 | 1 453 |
| 3 | 188 | 205 | 231 | 304 | 422 | 775 | 1 167 |
| 4 | 190 | 209 | 234 | 306 | 422 | 775 | 952 |
| 5 | 191 | 211 | 239 | 308 | 421 | 774 | 789 |
| 6 | 191 | 212 | 241 | 311 | 420 | 772 | 772 |
| 7 | 191 | 213 | 241 | 311 | 418 | 771 | 771 |
| 8 | 189 | 212 | 239 | 307 | 416 | 769 | 769 |
| 9 | 188 | 211 | 237 | 304 | 415 | 768 | 768 |
| 10 | 187 | 211 | 236 | 303 | 413 | 766 | 766 |
| 11 | 185 | 210 | 234 | 301 | 411 | 764 | 764 |
| 12 | 183 | 208 | 231 | 298 | 409 | 762 | 762 |
| 13 | 180 | 205 | 228 | 295 | 406 | 759 | 759 |
| 14 | 177 | 203 | 225 | 292 | 403 | 755 | 755 |
| 15 | 174 | 199 | 222 | 289 | 399 | 752 | 752 |
| 16 | 171 | 196 | 219 | 285 | 396 | 749 | 749 |
| 17 | 168 | 193 | 215 | 282 | 393 | 746 | 746 |
| 18 | 164 | 190 | 212 | 279 | 390 | 742 | 742 |
| 19 | 161 | 186 | 209 | 276 | 386 | 739 | 739 |
| 20 | 158 | 183 | 206 | 273 | 383 | 736 | 736 |
| 21 | 155 | 180 | 203 | 269 | 380 | 733 | 733 |
| 22 | 152 | 177 | 200 | 266 | 377 | 730 | 730 |
| 23 | 149 | 174 | 197 | 263 | 374 | 727 | 727 |
| 24 | 146 | 171 | 193 | 260 | 371 | 724 | 724 |
| 25 | 142 | 168 | 190 | 257 | 368 | 720 | 720 |
| 26 | 139 | 165 | 187 | 254 | 364 | 717 | 717 |
| 27 | 136 | 162 | 184 | 251 | 362 | 714 | 714 |
| 28 | 134 | 159 | 181 | 248 | 359 | 712 | 712 |
| 29 | 131 | 156 | 179 | 245 | 356 | 709 | 709 |
| 30 | 128 | 153 | 176 | 242 | 353 | 706 | 706 |
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 | 25 | 41 | 68 | 151 | 264 | 617 | 1 564 |
| 2 | 26 | 42 | 69 | 152 | 265 | 618 | 1 247 |
| 3 | 28 | 45 | 70 | 143 | 262 | 614 | 1 005 |
| 4 | 29 | 47 | 73 | 144 | 260 | 613 | 821 |
| 5 | 30 | 49 | 77 | 146 | 259 | 612 | 681 |
| 6 | 30 | 51 | 80 | 150 | 259 | 612 | 612 |
| 7 | 31 | 52 | 81 | 151 | 258 | 611 | 611 |
| 8 | 29 | 52 | 79 | 148 | 257 | 610 | 610 |
| 9 | 29 | 52 | 78 | 145 | 256 | 609 | 609 |
| 10 | 28 | 52 | 78 | 144 | 255 | 608 | 608 |
| 11 | 28 | 53 | 77 | 144 | 254 | 607 | 607 |
| 12 | 28 | 53 | 76 | 143 | 254 | 607 | 607 |
| 13 | 28 | 53 | 76 | 142 | 253 | 606 | 606 |
| 14 | 28 | 53 | 75 | 142 | 253 | 606 | 606 |
| 15 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 16 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 17 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 18 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 19 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 20 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 21 | 27 | 53 | 75 | 142 | 253 | 605 | 605 |
| 22 | 27 | 53 | 75 | 142 | 253 | 605 | 605 |
| 23 | 27 | 53 | 75 | 142 | 252 | 605 | 605 |
| 24 | 27 | 52 | 75 | 142 | 252 | 605 | 605 |
| 25 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 26 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 27 | 27 | 52 | 75 | 141 | 252 | 605 | 605 |
| 28 | 26 | 52 | 74 | 141 | 252 | 604 | 604 |
| 29 | 26 | 51 | 74 | 141 | 251 | 604 | 604 |
| 30 | 26 | 51 | 74 | 140 | 251 | 604 | 604 |
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 | 21 | 37 | 64 | 146 | 260 | 613 | 1 590 |
| 2 | 23 | 39 | 66 | 148 | 262 | 615 | 1 268 |
| 3 | 26 | 43 | 68 | 141 | 260 | 612 | 1 021 |
| 4 | 28 | 47 | 72 | 144 | 260 | 613 | 834 |
| 5 | 31 | 51 | 79 | 148 | 261 | 614 | 691 |
| 6 | 33 | 53 | 83 | 152 | 261 | 614 | 614 |
| 7 | 34 | 56 | 85 | 155 | 262 | 615 | 615 |
| 8 | 34 | 57 | 84 | 153 | 262 | 615 | 615 |
| 9 | 35 | 58 | 84 | 152 | 262 | 615 | 615 |
| 10 | 36 | 60 | 85 | 152 | 263 | 615 | 615 |
| 11 | 37 | 61 | 86 | 152 | 263 | 616 | 616 |
| 12 | 37 | 62 | 86 | 152 | 263 | 616 | 616 |
| 13 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 14 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 15 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 16 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 17 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 18 | 37 | 62 | 85 | 151 | 262 | 615 | 615 |
| 19 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 20 | 37 | 63 | 85 | 152 | 263 | 616 | 616 |
| 21 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 22 | 38 | 63 | 86 | 152 | 263 | 616 | 616 |
| 23 | 37 | 63 | 85 | 152 | 263 | 616 | 616 |
| 24 | 37 | 62 | 85 | 152 | 262 | 615 | 615 |
| 25 | 37 | 62 | 85 | 151 | 262 | 615 | 615 |
| 26 | 37 | 62 | 84 | 151 | 262 | 615 | 615 |
| 27 | 36 | 61 | 84 | 151 | 261 | 614 | 614 |
| 28 | 36 | 61 | 84 | 150 | 261 | 614 | 614 |
| 29 | 35 | 60 | 83 | 150 | 260 | 613 | 613 |
| 30 | 35 | 60 | 83 | 149 | 260 | 613 | 613 |
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 | 122 | 137 | 164 | 247 | 360 | 713 | 1 762 |
| 2 | 121 | 136 | 164 | 246 | 359 | 712 | 1 397 |
| 3 | 121 | 138 | 164 | 236 | 355 | 708 | 1 120 |
| 4 | 122 | 140 | 166 | 237 | 353 | 706 | 912 |
| 5 | 123 | 142 | 170 | 239 | 352 | 705 | 753 |
| 6 | 122 | 143 | 172 | 242 | 351 | 704 | 704 |
| 7 | 123 | 145 | 173 | 243 | 350 | 703 | 703 |
| 8 | 122 | 144 | 172 | 240 | 349 | 702 | 702 |
| 9 | 121 | 144 | 170 | 237 | 348 | 701 | 701 |
| 10 | 121 | 145 | 170 | 237 | 348 | 700 | 700 |
| 11 | 121 | 145 | 170 | 236 | 347 | 700 | 700 |
| 12 | 120 | 145 | 169 | 235 | 346 | 699 | 699 |
| 13 | 119 | 144 | 167 | 234 | 345 | 698 | 698 |
| 14 | 118 | 144 | 166 | 233 | 343 | 696 | 696 |
| 15 | 116 | 141 | 164 | 231 | 341 | 694 | 694 |
| 16 | 114 | 139 | 162 | 228 | 339 | 692 | 692 |
| 17 | 111 | 136 | 159 | 226 | 336 | 689 | 689 |
| 18 | 109 | 134 | 157 | 223 | 334 | 687 | 687 |
| 19 | 107 | 132 | 155 | 221 | 332 | 685 | 685 |
| 20 | 105 | 130 | 152 | 219 | 330 | 683 | 683 |
| 21 | 102 | 127 | 150 | 217 | 327 | 680 | 680 |
| 22 | 100 | 125 | 148 | 214 | 325 | 678 | 678 |
| 23 | 98 | 123 | 146 | 212 | 323 | 676 | 676 |
| 24 | 96 | 121 | 144 | 210 | 321 | 674 | 674 |
| 25 | 94 | 119 | 141 | 208 | 319 | 672 | 672 |
| 26 | 91 | 117 | 139 | 206 | 317 | 669 | 669 |
| 27 | 89 | 115 | 137 | 204 | 314 | 667 | 667 |
| 28 | 87 | 113 | 135 | 202 | 312 | 665 | 665 |
| 29 | 85 | 111 | 133 | 200 | 311 | 663 | 663 |
| 30 | 84 | 109 | 131 | 198 | 309 | 662 | 662 |
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 | 8 | 35 | 117 | 231 | 584 | 1 537 |
| 2 | 1 | 10 | 37 | 119 | 233 | 586 | 1 228 |
| 3 | 2 | 14 | 39 | 112 | 231 | 583 | 990 |
| 4 | 2 | 18 | 43 | 115 | 231 | 584 | 809 |
| 5 | 3 | 21 | 50 | 118 | 232 | 584 | 671 |
| 6 | 4 | 24 | 54 | 123 | 232 | 585 | 585 |
| 7 | 5 | 27 | 56 | 126 | 232 | 585 | 585 |
| 8 | 6 | 28 | 55 | 124 | 233 | 586 | 586 |
| 9 | 6 | 29 | 55 | 122 | 233 | 586 | 586 |
| 10 | 8 | 30 | 55 | 122 | 232 | 585 | 585 |
| 11 | 8 | 31 | 55 | 122 | 232 | 585 | 585 |
| 12 | 9 | 31 | 55 | 121 | 232 | 585 | 585 |
| 13 | 9 | 32 | 55 | 121 | 232 | 585 | 585 |
| 14 | 10 | 32 | 54 | 121 | 232 | 585 | 585 |
| 15 | 11 | 32 | 54 | 121 | 232 | 584 | 584 |
| 16 | 12 | 31 | 54 | 120 | 231 | 584 | 584 |
| 17 | 12 | 31 | 54 | 120 | 231 | 584 | 584 |
| 18 | 13 | 31 | 54 | 121 | 231 | 584 | 584 |
| 19 | 13 | 31 | 54 | 121 | 231 | 584 | 584 |
| 20 | 15 | 32 | 55 | 121 | 232 | 585 | 585 |
| 21 | 15 | 33 | 55 | 122 | 233 | 586 | 586 |
| 22 | 16 | 33 | 56 | 122 | 233 | 586 | 586 |
| 23 | 16 | 34 | 56 | 123 | 234 | 586 | 586 |
| 24 | 17 | 34 | 57 | 123 | 234 | 587 | 587 |
| 25 | 18 | 34 | 57 | 123 | 234 | 587 | 587 |
| 26 | 18 | 34 | 57 | 124 | 234 | 587 | 587 |
| 27 | 19 | 35 | 57 | 124 | 235 | 588 | 588 |
| 28 | 19 | 35 | 58 | 124 | 235 | 588 | 588 |
| 29 | 20 | 35 | 58 | 124 | 235 | 588 | 588 |
| 30 | 21 | 35 | 58 | 124 | 235 | 588 | 588 |
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 | 51 | 78 | 160 | 274 | 627 | 1 538 |
| 2 | 35 | 51 | 78 | 160 | 274 | 627 | 1 226 |
| 3 | 35 | 52 | 78 | 151 | 269 | 622 | 987 |
| 4 | 36 | 54 | 80 | 151 | 267 | 620 | 805 |
| 5 | 36 | 56 | 84 | 153 | 266 | 619 | 667 |
| 6 | 39 | 60 | 89 | 159 | 267 | 620 | 620 |
| 7 | 36 | 58 | 87 | 157 | 264 | 616 | 616 |
| 8 | 41 | 63 | 90 | 159 | 268 | 621 | 621 |
| 9 | 40 | 63 | 89 | 156 | 267 | 620 | 620 |
| 10 | 34 | 58 | 83 | 150 | 261 | 614 | 614 |
| 11 | 29 | 54 | 78 | 145 | 256 | 608 | 608 |
| 12 | 26 | 51 | 75 | 141 | 252 | 605 | 605 |
| 13 | 24 | 49 | 72 | 138 | 249 | 602 | 602 |
| 14 | 22 | 47 | 70 | 136 | 247 | 600 | 600 |
| 15 | 20 | 46 | 68 | 135 | 246 | 599 | 599 |
| 16 | 19 | 44 | 67 | 133 | 244 | 597 | 597 |
| 17 | 18 | 43 | 66 | 132 | 243 | 596 | 596 |
| 18 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 19 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 20 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 21 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 22 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 23 | 17 | 42 | 65 | 132 | 242 | 595 | 595 |
| 24 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 25 | 17 | 42 | 65 | 131 | 242 | 595 | 595 |
| 26 | 18 | 42 | 65 | 131 | 242 | 595 | 595 |
| 27 | 19 | 42 | 65 | 131 | 242 | 595 | 595 |
| 28 | 19 | 42 | 65 | 131 | 242 | 595 | 595 |
| 29 | 20 | 42 | 64 | 131 | 242 | 595 | 595 |
| 30 | 20 | 42 | 64 | 131 | 242 | 595 | 595 |
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 | 229 | 311 | 425 | 778 | 1 739 |
| 2 | 183 | 199 | 226 | 309 | 422 | 775 | 1 390 |
| 3 | 180 | 198 | 223 | 296 | 414 | 767 | 1 121 |
| 4 | 178 | 196 | 222 | 293 | 409 | 762 | 916 |
| 5 | 175 | 194 | 223 | 291 | 405 | 758 | 759 |
| 6 | 172 | 192 | 222 | 291 | 400 | 753 | 753 |
| 7 | 169 | 191 | 219 | 289 | 396 | 749 | 749 |
| 8 | 165 | 187 | 215 | 283 | 392 | 745 | 745 |
| 9 | 161 | 184 | 210 | 277 | 388 | 741 | 741 |
| 10 | 157 | 181 | 207 | 273 | 384 | 737 | 737 |
| 11 | 154 | 178 | 203 | 269 | 380 | 733 | 733 |
| 12 | 150 | 175 | 199 | 265 | 376 | 729 | 729 |
| 13 | 147 | 172 | 195 | 261 | 372 | 725 | 725 |
| 14 | 143 | 169 | 191 | 258 | 369 | 721 | 721 |
| 15 | 140 | 165 | 188 | 254 | 365 | 718 | 718 |
| 16 | 137 | 162 | 185 | 251 | 362 | 715 | 715 |
| 17 | 133 | 159 | 181 | 248 | 359 | 712 | 712 |
| 18 | 131 | 156 | 179 | 245 | 356 | 709 | 709 |
| 19 | 128 | 153 | 176 | 242 | 353 | 706 | 706 |
| 20 | 125 | 150 | 173 | 240 | 350 | 703 | 703 |
| 21 | 123 | 148 | 171 | 237 | 348 | 701 | 701 |
| 22 | 120 | 145 | 168 | 235 | 345 | 698 | 698 |
| 23 | 118 | 143 | 166 | 232 | 343 | 696 | 696 |
| 24 | 115 | 140 | 163 | 230 | 340 | 693 | 693 |
| 25 | 113 | 138 | 161 | 227 | 338 | 691 | 691 |
| 26 | 111 | 136 | 158 | 225 | 336 | 689 | 689 |
| 27 | 108 | 134 | 156 | 223 | 333 | 686 | 686 |
| 28 | 106 | 131 | 154 | 221 | 331 | 684 | 684 |
| 29 | 104 | 129 | 152 | 219 | 329 | 682 | 682 |
| 30 | 102 | 127 | 150 | 217 | 327 | 680 | 680 |
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 | 27 | 53 | 113 | 249 | 602 | 1 525 |
| 2 | 9 | 27 | 53 | 113 | 249 | 602 | 1 216 |
| 3 | 10 | 30 | 54 | 107 | 248 | 600 | 980 |
| 4 | 12 | 34 | 58 | 104 | 248 | 601 | 801 |
| 5 | 17 | 41 | 63 | 106 | 249 | 602 | 664 |
| 6 | 18 | 44 | 67 | 101 | 250 | 603 | 603 |
| 7 | 19 | 46 | 66 | 94 | 250 | 603 | 603 |
| 8 | 17 | 44 | 64 | 92 | 251 | 604 | 604 |
| 9 | 17 | 45 | 66 | 96 | 251 | 604 | 604 |
| 10 | 19 | 48 | 69 | 100 | 251 | 604 | 604 |
| 11 | 20 | 50 | 71 | 103 | 251 | 604 | 604 |
| 12 | 22 | 52 | 72 | 104 | 252 | 604 | 604 |
| 13 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 14 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 15 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 16 | 23 | 54 | 72 | 104 | 251 | 604 | 604 |
| 17 | 23 | 54 | 72 | 104 | 251 | 604 | 604 |
| 18 | 23 | 54 | 72 | 104 | 251 | 604 | 604 |
| 19 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 20 | 23 | 54 | 72 | 104 | 252 | 605 | 605 |
| 21 | 23 | 54 | 72 | 104 | 253 | 605 | 605 |
| 22 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 23 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 24 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 25 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 26 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 27 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 28 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 29 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
| 30 | 23 | 54 | 72 | 104 | 253 | 606 | 606 |
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 | 5 | 13 | 95 | 209 | 562 | 1 507 |
| 2 | 1 | 6 | 12 | 94 | 208 | 561 | 1 200 |
| 3 | 2 | 6 | 11 | 84 | 202 | 555 | 966 |
| 4 | 2 | 8 | 13 | 84 | 200 | 553 | 788 |
| 5 | 3 | 9 | 17 | 86 | 199 | 552 | 653 |
| 6 | 4 | 9 | 21 | 90 | 199 | 552 | 552 |
| 7 | 5 | 10 | 22 | 92 | 199 | 552 | 552 |
| 8 | 6 | 12 | 22 | 90 | 199 | 552 | 552 |
| 9 | 6 | 12 | 22 | 89 | 199 | 552 | 552 |
| 10 | 7 | 13 | 23 | 89 | 199 | 552 | 552 |
| 11 | 8 | 13 | 24 | 89 | 200 | 553 | 553 |
| 12 | 9 | 15 | 26 | 89 | 200 | 553 | 553 |
| 13 | 9 | 16 | 27 | 90 | 200 | 553 | 553 |
| 14 | 10 | 16 | 29 | 90 | 201 | 554 | 554 |
| 15 | 10 | 17 | 31 | 90 | 201 | 554 | 554 |
| 16 | 12 | 18 | 32 | 90 | 201 | 554 | 554 |
| 17 | 12 | 19 | 33 | 91 | 202 | 555 | 555 |
| 18 | 13 | 19 | 35 | 91 | 202 | 555 | 555 |
| 19 | 13 | 20 | 36 | 92 | 203 | 556 | 556 |
| 20 | 14 | 21 | 37 | 93 | 203 | 556 | 556 |
| 21 | 15 | 22 | 39 | 93 | 204 | 557 | 557 |
| 22 | 15 | 23 | 41 | 94 | 205 | 558 | 558 |
| 23 | 16 | 23 | 42 | 95 | 205 | 558 | 558 |
| 24 | 16 | 25 | 43 | 95 | 206 | 559 | 559 |
| 25 | 17 | 25 | 44 | 95 | 206 | 559 | 559 |
| 26 | 17 | 26 | 45 | 95 | 206 | 559 | 559 |
| 27 | 18 | 26 | 47 | 96 | 206 | 559 | 559 |
| 28 | 19 | 27 | 49 | 96 | 206 | 559 | 559 |
| 29 | 19 | 29 | 50 | 96 | 207 | 559 | 559 |
| 30 | 20 | 29 | 51 | 96 | 207 | 560 | 560 |
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 | 0 | 15 | 22 | 46 | 170 | 307 | 2 976 |
| 2 | 0 | 15 | 22 | 46 | 170 | 342 | 2 235 |
| 3 | 1 | 16 | 25 | 51 | 164 | 354 | 1 698 |
| 4 | 1 | 17 | 28 | 55 | 162 | 352 | 1 317 |
| 5 | 2 | 19 | 31 | 57 | 162 | 343 | 1 047 |
| 6 | 2 | 22 | 34 | 60 | 162 | 330 | 850 |
| 7 | 4 | 25 | 36 | 62 | 162 | 314 | 704 |
| 8 | 4 | 25 | 37 | 65 | 162 | 298 | 592 |
| 9 | 5 | 26 | 39 | 68 | 162 | 281 | 504 |
| 10 | 5 | 27 | 40 | 70 | 162 | 265 | 435 |
| 11 | 5 | 27 | 41 | 71 | 162 | 255 | 378 |
| 12 | 5 | 27 | 41 | 71 | 162 | 255 | 331 |
| 13 | 5 | 27 | 41 | 71 | 162 | 255 | 291 |
| 14 | 6 | 27 | 41 | 71 | 162 | 255 | 258 |
| 15 | 7 | 27 | 44 | 71 | 162 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 162 | 255 | 255 |
| 17 | 7 | 27 | 50 | 71 | 162 | 255 | 255 |
| 18 | 8 | 27 | 51 | 71 | 162 | 255 | 255 |
| 19 | 8 | 27 | 54 | 71 | 162 | 255 | 255 |
| 20 | 9 | 27 | 57 | 71 | 162 | 255 | 255 |
| 21 | 9 | 27 | 60 | 71 | 162 | 255 | 255 |
| 22 | 9 | 27 | 62 | 71 | 162 | 255 | 255 |
| 23 | 10 | 27 | 65 | 73 | 162 | 255 | 255 |
| 24 | 10 | 27 | 68 | 75 | 162 | 255 | 255 |
| 25 | 11 | 27 | 71 | 78 | 162 | 255 | 255 |
| 26 | 11 | 27 | 74 | 80 | 162 | 255 | 255 |
| 27 | 12 | 27 | 76 | 83 | 162 | 255 | 255 |
| 28 | 12 | 27 | 79 | 85 | 162 | 255 | 255 |
| 29 | 12 | 28 | 82 | 88 | 162 | 255 | 255 |
| 30 | 13 | 28 | 84 | 90 | 162 | 255 | 255 |
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 | 20 | 26 | 50 | 174 | 309 | 2 996 |
| 2 | 7 | 22 | 29 | 52 | 176 | 345 | 2 252 |
| 3 | 7 | 22 | 31 | 58 | 171 | 356 | 1 710 |
| 4 | 7 | 24 | 34 | 62 | 168 | 355 | 1 327 |
| 5 | 7 | 25 | 38 | 63 | 168 | 345 | 1 054 |
| 6 | 8 | 28 | 40 | 66 | 167 | 332 | 855 |
| 7 | 9 | 30 | 41 | 67 | 167 | 316 | 707 |
| 8 | 9 | 30 | 42 | 69 | 166 | 299 | 595 |
| 9 | 9 | 31 | 43 | 72 | 166 | 282 | 506 |
| 10 | 9 | 31 | 44 | 74 | 166 | 265 | 436 |
| 11 | 9 | 31 | 44 | 74 | 165 | 258 | 379 |
| 12 | 8 | 30 | 44 | 74 | 165 | 258 | 331 |
| 13 | 8 | 30 | 43 | 74 | 164 | 257 | 292 |
| 14 | 7 | 29 | 43 | 73 | 164 | 257 | 259 |
| 15 | 7 | 29 | 44 | 73 | 163 | 256 | 256 |
| 16 | 7 | 28 | 47 | 72 | 162 | 256 | 256 |
| 17 | 7 | 28 | 50 | 72 | 162 | 255 | 255 |
| 18 | 8 | 28 | 52 | 71 | 162 | 255 | 255 |
| 19 | 8 | 28 | 54 | 71 | 162 | 255 | 255 |
| 20 | 9 | 28 | 57 | 72 | 162 | 256 | 256 |
| 21 | 9 | 28 | 60 | 72 | 163 | 256 | 256 |
| 22 | 9 | 29 | 62 | 72 | 163 | 256 | 256 |
| 23 | 10 | 29 | 65 | 74 | 163 | 256 | 256 |
| 24 | 10 | 29 | 69 | 77 | 163 | 256 | 256 |
| 25 | 11 | 29 | 71 | 79 | 163 | 256 | 256 |
| 26 | 11 | 29 | 74 | 81 | 163 | 257 | 257 |
| 27 | 12 | 29 | 76 | 83 | 163 | 257 | 257 |
| 28 | 12 | 29 | 80 | 86 | 163 | 257 | 257 |
| 29 | 13 | 29 | 82 | 88 | 163 | 257 | 257 |
| 30 | 13 | 29 | 85 | 90 | 163 | 256 | 256 |
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 | 0 | 15 | 22 | 46 | 170 | 307 | 2 976 |
| 2 | 0 | 15 | 22 | 46 | 170 | 342 | 2 235 |
| 3 | 1 | 16 | 24 | 51 | 164 | 354 | 1 697 |
| 4 | 1 | 17 | 28 | 55 | 161 | 352 | 1 317 |
| 5 | 2 | 19 | 31 | 57 | 161 | 343 | 1 047 |
| 6 | 2 | 22 | 34 | 60 | 161 | 330 | 850 |
| 7 | 4 | 24 | 35 | 62 | 161 | 314 | 704 |
| 8 | 4 | 25 | 37 | 64 | 161 | 298 | 592 |
| 9 | 4 | 26 | 38 | 68 | 161 | 281 | 504 |
| 10 | 5 | 27 | 40 | 70 | 161 | 265 | 434 |
| 11 | 5 | 27 | 40 | 71 | 161 | 255 | 378 |
| 12 | 5 | 27 | 40 | 71 | 161 | 255 | 331 |
| 13 | 5 | 27 | 40 | 71 | 161 | 255 | 291 |
| 14 | 6 | 27 | 41 | 71 | 161 | 255 | 258 |
| 15 | 7 | 27 | 44 | 71 | 161 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 161 | 255 | 255 |
| 17 | 7 | 27 | 50 | 71 | 161 | 255 | 255 |
| 18 | 8 | 27 | 51 | 71 | 161 | 255 | 255 |
| 19 | 8 | 27 | 54 | 71 | 161 | 255 | 255 |
| 20 | 9 | 27 | 57 | 71 | 161 | 255 | 255 |
| 21 | 9 | 27 | 60 | 71 | 161 | 255 | 255 |
| 22 | 9 | 27 | 62 | 71 | 161 | 255 | 255 |
| 23 | 10 | 27 | 65 | 73 | 161 | 255 | 255 |
| 24 | 10 | 27 | 68 | 75 | 161 | 255 | 255 |
| 25 | 11 | 27 | 71 | 78 | 161 | 255 | 255 |
| 26 | 11 | 27 | 74 | 80 | 161 | 255 | 255 |
| 27 | 12 | 27 | 76 | 83 | 161 | 255 | 255 |
| 28 | 12 | 27 | 79 | 85 | 161 | 255 | 255 |
| 29 | 12 | 28 | 82 | 88 | 161 | 255 | 255 |
| 30 | 13 | 28 | 84 | 90 | 161 | 255 | 255 |
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 | 83 | 98 | 105 | 129 | 253 | 348 | 3 037 |
| 2 | 78 | 93 | 100 | 124 | 247 | 350 | 2 291 |
| 3 | 80 | 96 | 105 | 131 | 244 | 364 | 1 747 |
| 4 | 77 | 94 | 105 | 132 | 239 | 363 | 1 359 |
| 5 | 75 | 93 | 105 | 131 | 236 | 355 | 1 082 |
| 6 | 74 | 93 | 105 | 131 | 233 | 341 | 879 |
| 7 | 73 | 93 | 104 | 131 | 230 | 325 | 728 |
| 8 | 71 | 92 | 104 | 132 | 229 | 322 | 613 |
| 9 | 70 | 92 | 104 | 134 | 227 | 321 | 522 |
| 10 | 66 | 88 | 102 | 131 | 223 | 316 | 450 |
| 11 | 64 | 86 | 99 | 129 | 220 | 313 | 391 |
| 12 | 62 | 84 | 97 | 128 | 218 | 312 | 343 |
| 13 | 61 | 83 | 96 | 127 | 217 | 311 | 311 |
| 14 | 60 | 82 | 96 | 126 | 217 | 310 | 310 |
| 15 | 60 | 82 | 95 | 126 | 216 | 310 | 310 |
| 16 | 59 | 81 | 94 | 125 | 215 | 309 | 309 |
| 17 | 58 | 81 | 94 | 124 | 215 | 308 | 308 |
| 18 | 58 | 80 | 93 | 124 | 214 | 307 | 307 |
| 19 | 57 | 79 | 92 | 123 | 213 | 306 | 306 |
| 20 | 56 | 78 | 91 | 122 | 212 | 306 | 306 |
| 21 | 55 | 77 | 91 | 121 | 212 | 305 | 305 |
| 22 | 54 | 76 | 90 | 120 | 211 | 304 | 304 |
| 23 | 53 | 75 | 89 | 119 | 210 | 303 | 303 |
| 24 | 52 | 74 | 88 | 118 | 209 | 302 | 302 |
| 25 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 26 | 50 | 72 | 86 | 116 | 207 | 300 | 300 |
| 27 | 49 | 71 | 84 | 115 | 205 | 299 | 299 |
| 28 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 29 | 47 | 69 | 85 | 113 | 203 | 297 | 297 |
| 30 | 46 | 68 | 87 | 112 | 202 | 296 | 296 |
3.5. Krona
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| 1 | 5 | 19 | 26 | 50 | 174 | 306 | 2 960 |
| 2 | 6 | 21 | 28 | 52 | 176 | 341 | 2 225 |
| 3 | 7 | 23 | 32 | 58 | 171 | 353 | 1 692 |
| 4 | 7 | 24 | 35 | 62 | 169 | 352 | 1 315 |
| 5 | 9 | 27 | 39 | 64 | 169 | 343 | 1 046 |
| 6 | 10 | 29 | 41 | 67 | 169 | 330 | 850 |
| 7 | 11 | 32 | 43 | 69 | 169 | 315 | 705 |
| 8 | 11 | 32 | 43 | 71 | 168 | 299 | 593 |
| 9 | 11 | 32 | 45 | 74 | 168 | 282 | 506 |
| 10 | 10 | 32 | 46 | 75 | 167 | 266 | 436 |
| 11 | 10 | 32 | 45 | 76 | 166 | 260 | 379 |
| 12 | 10 | 32 | 45 | 75 | 166 | 259 | 332 |
| 13 | 9 | 31 | 44 | 75 | 165 | 259 | 293 |
| 14 | 9 | 31 | 44 | 75 | 165 | 258 | 260 |
| 15 | 8 | 30 | 44 | 74 | 165 | 258 | 258 |
| 16 | 8 | 30 | 47 | 73 | 164 | 257 | 257 |
| 17 | 8 | 29 | 50 | 73 | 164 | 257 | 257 |
| 18 | 8 | 29 | 53 | 73 | 164 | 257 | 257 |
| 19 | 8 | 29 | 56 | 73 | 164 | 257 | 257 |
| 20 | 9 | 30 | 58 | 73 | 164 | 257 | 257 |
| 21 | 9 | 30 | 61 | 74 | 164 | 258 | 258 |
| 22 | 10 | 30 | 64 | 74 | 164 | 258 | 258 |
| 23 | 10 | 30 | 66 | 75 | 165 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 165 | 258 | 258 |
| 25 | 11 | 30 | 72 | 79 | 165 | 258 | 258 |
| 26 | 11 | 30 | 74 | 82 | 165 | 258 | 258 |
| 27 | 12 | 30 | 78 | 84 | 165 | 258 | 258 |
| 28 | 12 | 30 | 80 | 87 | 165 | 258 | 258 |
| 29 | 13 | 30 | 83 | 89 | 165 | 258 | 258 |
| 30 | 13 | 30 | 86 | 91 | 165 | 258 | 258 |
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 | 48 | 63 | 70 | 94 | 217 | 315 | 3 060 |
| 2 | 52 | 67 | 74 | 97 | 221 | 353 | 2 311 |
| 3 | 56 | 71 | 80 | 107 | 220 | 367 | 1 763 |
| 4 | 58 | 75 | 86 | 113 | 219 | 366 | 1 372 |
| 5 | 59 | 77 | 90 | 115 | 220 | 358 | 1 093 |
| 6 | 61 | 80 | 92 | 118 | 220 | 345 | 889 |
| 7 | 61 | 82 | 93 | 119 | 219 | 329 | 737 |
| 8 | 60 | 81 | 93 | 121 | 217 | 313 | 621 |
| 9 | 59 | 81 | 93 | 122 | 216 | 309 | 530 |
| 10 | 58 | 80 | 93 | 123 | 214 | 308 | 457 |
| 11 | 56 | 78 | 92 | 122 | 213 | 306 | 397 |
| 12 | 54 | 77 | 90 | 120 | 211 | 304 | 348 |
| 13 | 53 | 75 | 88 | 119 | 209 | 303 | 306 |
| 14 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 15 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 16 | 49 | 71 | 84 | 115 | 205 | 299 | 299 |
| 17 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 18 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 19 | 46 | 68 | 82 | 112 | 203 | 296 | 296 |
| 20 | 46 | 68 | 81 | 111 | 202 | 295 | 295 |
| 21 | 45 | 67 | 80 | 111 | 201 | 295 | 295 |
| 22 | 44 | 66 | 79 | 110 | 200 | 294 | 294 |
| 23 | 43 | 65 | 79 | 109 | 200 | 293 | 293 |
| 24 | 42 | 64 | 78 | 108 | 199 | 292 | 292 |
| 25 | 42 | 64 | 77 | 107 | 198 | 291 | 291 |
| 26 | 41 | 63 | 77 | 107 | 197 | 290 | 290 |
| 27 | 40 | 62 | 80 | 106 | 196 | 289 | 289 |
| 28 | 39 | 61 | 83 | 105 | 195 | 289 | 289 |
| 29 | 38 | 60 | 85 | 104 | 194 | 288 | 288 |
| 30 | 37 | 59 | 89 | 103 | 194 | 287 | 287 |
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 | 45 | 169 | 307 | 2 974 |
| 2 | 0 | 14 | 21 | 45 | 169 | 342 | 2 233 |
| 3 | 1 | 15 | 24 | 50 | 163 | 354 | 1 696 |
| 4 | 1 | 16 | 27 | 54 | 161 | 352 | 1 316 |
| 5 | 2 | 18 | 30 | 56 | 161 | 343 | 1 046 |
| 6 | 2 | 21 | 33 | 59 | 161 | 330 | 850 |
| 7 | 3 | 24 | 35 | 61 | 161 | 314 | 703 |
| 8 | 3 | 24 | 36 | 64 | 161 | 298 | 592 |
| 9 | 4 | 25 | 38 | 67 | 161 | 281 | 504 |
| 10 | 4 | 26 | 39 | 69 | 161 | 264 | 434 |
| 11 | 5 | 26 | 40 | 70 | 161 | 254 | 377 |
| 12 | 5 | 26 | 40 | 70 | 161 | 254 | 330 |
| 13 | 5 | 26 | 40 | 70 | 161 | 254 | 291 |
| 14 | 6 | 26 | 41 | 70 | 161 | 254 | 258 |
| 15 | 7 | 26 | 44 | 70 | 161 | 254 | 254 |
| 16 | 7 | 26 | 47 | 70 | 161 | 254 | 254 |
| 17 | 7 | 26 | 49 | 70 | 161 | 254 | 254 |
| 18 | 8 | 26 | 51 | 70 | 161 | 254 | 254 |
| 19 | 8 | 26 | 54 | 70 | 161 | 254 | 254 |
| 20 | 9 | 26 | 57 | 70 | 161 | 254 | 254 |
| 21 | 9 | 26 | 60 | 70 | 161 | 254 | 254 |
| 22 | 9 | 26 | 62 | 71 | 161 | 254 | 254 |
| 23 | 10 | 26 | 65 | 73 | 161 | 254 | 254 |
| 24 | 10 | 26 | 68 | 75 | 161 | 254 | 254 |
| 25 | 11 | 26 | 70 | 78 | 161 | 254 | 254 |
| 26 | 11 | 26 | 74 | 80 | 161 | 254 | 254 |
| 27 | 12 | 26 | 76 | 83 | 161 | 254 | 254 |
| 28 | 12 | 27 | 79 | 85 | 161 | 254 | 254 |
| 29 | 12 | 28 | 82 | 88 | 161 | 254 | 254 |
| 30 | 13 | 28 | 84 | 90 | 161 | 254 | 254 |
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 | 47 | 188 | 311 | 3 012 |
| 2 | 0 | 11 | 23 | 47 | 188 | 346 | 2 261 |
| 3 | 1 | 11 | 24 | 51 | 182 | 358 | 1 717 |
| 4 | 1 | 13 | 27 | 57 | 179 | 356 | 1 332 |
| 5 | 2 | 16 | 29 | 60 | 178 | 347 | 1 058 |
| 6 | 2 | 18 | 33 | 61 | 177 | 333 | 860 |
| 7 | 3 | 21 | 36 | 60 | 175 | 317 | 711 |
| 8 | 3 | 23 | 37 | 59 | 174 | 301 | 598 |
| 9 | 6 | 31 | 41 | 58 | 173 | 284 | 510 |
| 10 | 8 | 34 | 41 | 57 | 172 | 267 | 439 |
| 11 | 7 | 33 | 40 | 56 | 172 | 265 | 381 |
| 12 | 6 | 31 | 40 | 55 | 171 | 264 | 334 |
| 13 | 5 | 30 | 40 | 55 | 170 | 263 | 294 |
| 14 | 6 | 30 | 41 | 55 | 169 | 263 | 263 |
| 15 | 7 | 30 | 44 | 55 | 168 | 262 | 262 |
| 16 | 7 | 30 | 47 | 57 | 167 | 260 | 260 |
| 17 | 7 | 30 | 50 | 60 | 166 | 259 | 259 |
| 18 | 8 | 30 | 52 | 62 | 165 | 259 | 259 |
| 19 | 8 | 30 | 55 | 65 | 165 | 259 | 259 |
| 20 | 9 | 30 | 57 | 67 | 166 | 259 | 259 |
| 21 | 9 | 30 | 60 | 69 | 166 | 259 | 259 |
| 22 | 9 | 30 | 62 | 71 | 166 | 259 | 259 |
| 23 | 10 | 30 | 65 | 74 | 166 | 259 | 259 |
| 24 | 10 | 30 | 69 | 77 | 165 | 258 | 258 |
| 25 | 11 | 30 | 71 | 78 | 165 | 258 | 258 |
| 26 | 11 | 30 | 74 | 80 | 164 | 258 | 258 |
| 27 | 12 | 30 | 76 | 83 | 164 | 257 | 257 |
| 28 | 12 | 30 | 79 | 85 | 164 | 257 | 257 |
| 29 | 12 | 30 | 82 | 87 | 163 | 257 | 257 |
| 30 | 13 | 30 | 84 | 90 | 163 | 256 | 256 |
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 | 85 | 100 | 107 | 130 | 254 | 350 | 3 029 |
| 2 | 82 | 97 | 104 | 127 | 251 | 350 | 2 290 |
| 3 | 79 | 94 | 103 | 130 | 243 | 365 | 1 750 |
| 4 | 76 | 93 | 104 | 131 | 237 | 365 | 1 364 |
| 5 | 73 | 91 | 104 | 129 | 234 | 357 | 1 087 |
| 6 | 72 | 92 | 104 | 130 | 231 | 344 | 885 |
| 7 | 71 | 91 | 102 | 129 | 228 | 328 | 733 |
| 8 | 68 | 89 | 101 | 129 | 225 | 319 | 617 |
| 9 | 66 | 87 | 100 | 129 | 223 | 316 | 527 |
| 10 | 64 | 86 | 100 | 129 | 221 | 314 | 454 |
| 11 | 63 | 85 | 98 | 128 | 219 | 312 | 395 |
| 12 | 61 | 83 | 96 | 127 | 217 | 311 | 346 |
| 13 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 14 | 58 | 80 | 93 | 123 | 214 | 307 | 307 |
| 15 | 56 | 78 | 92 | 122 | 212 | 306 | 306 |
| 16 | 55 | 77 | 90 | 121 | 211 | 304 | 304 |
| 17 | 54 | 76 | 89 | 120 | 210 | 303 | 303 |
| 18 | 53 | 75 | 88 | 118 | 209 | 302 | 302 |
| 19 | 52 | 74 | 87 | 118 | 208 | 301 | 301 |
| 20 | 51 | 73 | 86 | 117 | 207 | 300 | 300 |
| 21 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 22 | 49 | 71 | 84 | 115 | 205 | 299 | 299 |
| 23 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 24 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 25 | 46 | 68 | 81 | 112 | 202 | 296 | 296 |
| 26 | 45 | 67 | 80 | 111 | 201 | 295 | 295 |
| 27 | 44 | 66 | 79 | 110 | 200 | 294 | 294 |
| 28 | 43 | 65 | 83 | 109 | 199 | 293 | 293 |
| 29 | 42 | 64 | 85 | 108 | 198 | 292 | 292 |
| 30 | 41 | 63 | 88 | 107 | 197 | 291 | 291 |
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 | 71 | 78 | 102 | 226 | 321 | 3 069 |
| 2 | 55 | 69 | 76 | 100 | 224 | 352 | 2 306 |
| 3 | 52 | 68 | 77 | 104 | 217 | 365 | 1 754 |
| 4 | 51 | 68 | 79 | 106 | 213 | 364 | 1 363 |
| 5 | 50 | 68 | 80 | 105 | 210 | 355 | 1 085 |
| 6 | 49 | 68 | 80 | 106 | 208 | 341 | 882 |
| 7 | 49 | 69 | 80 | 107 | 206 | 326 | 730 |
| 8 | 47 | 68 | 80 | 107 | 204 | 309 | 615 |
| 9 | 46 | 67 | 80 | 109 | 203 | 296 | 524 |
| 10 | 45 | 67 | 80 | 110 | 201 | 295 | 451 |
| 11 | 44 | 66 | 79 | 109 | 200 | 293 | 392 |
| 12 | 43 | 65 | 78 | 109 | 199 | 293 | 343 |
| 13 | 42 | 64 | 78 | 108 | 199 | 292 | 302 |
| 14 | 41 | 64 | 77 | 107 | 198 | 291 | 291 |
| 15 | 41 | 63 | 76 | 107 | 197 | 290 | 290 |
| 16 | 40 | 62 | 75 | 106 | 196 | 289 | 289 |
| 17 | 39 | 61 | 74 | 105 | 195 | 289 | 289 |
| 18 | 38 | 60 | 74 | 104 | 195 | 288 | 288 |
| 19 | 38 | 60 | 73 | 104 | 194 | 287 | 287 |
| 20 | 38 | 60 | 73 | 103 | 194 | 287 | 287 |
| 21 | 37 | 59 | 73 | 103 | 194 | 287 | 287 |
| 22 | 37 | 59 | 72 | 103 | 193 | 286 | 286 |
| 23 | 36 | 58 | 72 | 102 | 193 | 286 | 286 |
| 24 | 36 | 58 | 71 | 102 | 192 | 285 | 285 |
| 25 | 35 | 57 | 73 | 101 | 191 | 285 | 285 |
| 26 | 34 | 56 | 76 | 100 | 191 | 284 | 284 |
| 27 | 34 | 56 | 79 | 100 | 190 | 283 | 283 |
| 28 | 33 | 55 | 81 | 99 | 189 | 283 | 283 |
| 29 | 32 | 54 | 85 | 98 | 189 | 282 | 282 |
| 30 | 32 | 54 | 87 | 98 | 188 | 281 | 281 |
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 | 25 | 40 | 47 | 71 | 195 | 312 | 3 026 |
| 2 | 26 | 41 | 48 | 72 | 195 | 348 | 2 276 |
| 3 | 24 | 40 | 49 | 75 | 188 | 360 | 1 728 |
| 4 | 23 | 40 | 51 | 78 | 185 | 358 | 1 341 |
| 5 | 23 | 41 | 54 | 79 | 184 | 349 | 1 065 |
| 6 | 24 | 43 | 55 | 82 | 183 | 335 | 865 |
| 7 | 25 | 45 | 56 | 83 | 182 | 319 | 716 |
| 8 | 24 | 45 | 57 | 85 | 181 | 302 | 602 |
| 9 | 24 | 45 | 58 | 87 | 181 | 285 | 513 |
| 10 | 23 | 45 | 59 | 88 | 180 | 273 | 441 |
| 11 | 23 | 45 | 58 | 89 | 179 | 273 | 384 |
| 12 | 22 | 44 | 57 | 88 | 178 | 272 | 336 |
| 13 | 21 | 43 | 57 | 87 | 178 | 271 | 296 |
| 14 | 20 | 42 | 56 | 86 | 177 | 270 | 270 |
| 15 | 20 | 42 | 55 | 86 | 176 | 269 | 269 |
| 16 | 19 | 41 | 54 | 84 | 175 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 174 | 268 | 268 |
| 18 | 17 | 40 | 53 | 83 | 174 | 267 | 267 |
| 19 | 17 | 39 | 56 | 83 | 174 | 267 | 267 |
| 20 | 17 | 39 | 58 | 83 | 174 | 267 | 267 |
| 21 | 17 | 39 | 61 | 83 | 174 | 267 | 267 |
| 22 | 17 | 39 | 64 | 83 | 174 | 267 | 267 |
| 23 | 17 | 39 | 66 | 83 | 173 | 267 | 267 |
| 24 | 17 | 39 | 69 | 83 | 173 | 267 | 267 |
| 25 | 17 | 39 | 72 | 83 | 173 | 266 | 266 |
| 26 | 16 | 38 | 75 | 82 | 173 | 266 | 266 |
| 27 | 16 | 38 | 78 | 85 | 173 | 266 | 266 |
| 28 | 16 | 38 | 80 | 87 | 172 | 266 | 266 |
| 29 | 16 | 38 | 83 | 89 | 172 | 265 | 265 |
| 30 | 15 | 37 | 86 | 91 | 172 | 265 | 265 |
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 | 149 | 305 | 2 945 |
| 2 | 0 | 1 | 6 | 26 | 150 | 339 | 2 211 |
| 3 | 1 | 2 | 10 | 31 | 144 | 350 | 1 679 |
| 4 | 1 | 3 | 13 | 35 | 142 | 349 | 1 303 |
| 5 | 2 | 4 | 16 | 37 | 142 | 340 | 1 035 |
| 6 | 2 | 5 | 19 | 40 | 142 | 326 | 840 |
| 7 | 3 | 6 | 22 | 42 | 142 | 311 | 696 |
| 8 | 3 | 7 | 24 | 45 | 142 | 294 | 585 |
| 9 | 4 | 8 | 27 | 48 | 142 | 278 | 498 |
| 10 | 4 | 9 | 30 | 50 | 142 | 261 | 429 |
| 11 | 5 | 10 | 33 | 52 | 143 | 245 | 373 |
| 12 | 5 | 11 | 35 | 51 | 142 | 235 | 326 |
| 13 | 5 | 12 | 38 | 52 | 143 | 236 | 287 |
| 14 | 6 | 13 | 41 | 52 | 143 | 236 | 255 |
| 15 | 7 | 14 | 43 | 53 | 141 | 234 | 234 |
| 16 | 7 | 15 | 45 | 56 | 140 | 233 | 233 |
| 17 | 7 | 16 | 48 | 59 | 140 | 233 | 233 |
| 18 | 8 | 17 | 51 | 60 | 140 | 233 | 233 |
| 19 | 8 | 17 | 54 | 63 | 140 | 234 | 234 |
| 20 | 9 | 19 | 57 | 65 | 141 | 234 | 234 |
| 21 | 9 | 20 | 59 | 67 | 142 | 235 | 235 |
| 22 | 9 | 20 | 62 | 71 | 142 | 235 | 235 |
| 23 | 10 | 22 | 65 | 73 | 142 | 235 | 235 |
| 24 | 10 | 23 | 67 | 75 | 142 | 235 | 235 |
| 25 | 11 | 23 | 70 | 77 | 142 | 235 | 235 |
| 26 | 11 | 25 | 72 | 80 | 142 | 235 | 235 |
| 27 | 11 | 25 | 75 | 81 | 143 | 235 | 235 |
| 28 | 12 | 26 | 77 | 84 | 145 | 235 | 235 |
| 29 | 12 | 27 | 80 | 86 | 146 | 235 | 235 |
| 30 | 13 | 28 | 83 | 88 | 148 | 235 | 235 |
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 | 64 | 88 | 211 | 318 | 3 083 |
| 2 | 42 | 57 | 64 | 88 | 211 | 353 | 2 315 |
| 3 | 41 | 57 | 66 | 92 | 205 | 365 | 1 758 |
| 4 | 40 | 57 | 68 | 95 | 202 | 364 | 1 364 |
| 5 | 40 | 58 | 70 | 96 | 201 | 354 | 1 083 |
| 6 | 40 | 60 | 72 | 98 | 199 | 340 | 879 |
| 7 | 41 | 61 | 72 | 99 | 198 | 324 | 727 |
| 8 | 40 | 61 | 72 | 100 | 197 | 307 | 611 |
| 9 | 39 | 61 | 73 | 102 | 196 | 289 | 520 |
| 10 | 39 | 60 | 74 | 104 | 195 | 288 | 448 |
| 11 | 38 | 60 | 73 | 104 | 194 | 288 | 389 |
| 12 | 37 | 59 | 72 | 103 | 193 | 287 | 340 |
| 13 | 36 | 58 | 72 | 102 | 193 | 286 | 300 |
| 14 | 36 | 58 | 71 | 101 | 192 | 285 | 285 |
| 15 | 35 | 57 | 70 | 101 | 191 | 285 | 285 |
| 16 | 34 | 56 | 69 | 100 | 190 | 284 | 284 |
| 17 | 33 | 55 | 69 | 99 | 190 | 283 | 283 |
| 18 | 33 | 55 | 68 | 99 | 189 | 282 | 282 |
| 19 | 32 | 54 | 68 | 98 | 189 | 282 | 282 |
| 20 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 21 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 22 | 32 | 54 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 66 | 97 | 187 | 281 | 281 |
| 24 | 31 | 53 | 69 | 96 | 187 | 280 | 280 |
| 25 | 30 | 52 | 73 | 96 | 186 | 280 | 280 |
| 26 | 29 | 52 | 75 | 95 | 186 | 279 | 279 |
| 27 | 29 | 51 | 78 | 95 | 185 | 279 | 279 |
| 28 | 28 | 50 | 81 | 94 | 185 | 278 | 278 |
| 29 | 28 | 50 | 83 | 94 | 184 | 277 | 277 |
| 30 | 27 | 49 | 86 | 93 | 183 | 277 | 277 |
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 | 8 | 23 | 30 | 54 | 178 | 315 | 3 052 |
| 2 | 13 | 28 | 35 | 58 | 182 | 351 | 2 295 |
| 3 | 16 | 31 | 40 | 67 | 180 | 363 | 1 745 |
| 4 | 18 | 35 | 46 | 73 | 180 | 362 | 1 355 |
| 5 | 21 | 39 | 51 | 76 | 181 | 352 | 1 077 |
| 6 | 20 | 39 | 51 | 77 | 179 | 339 | 874 |
| 7 | 26 | 46 | 57 | 84 | 183 | 323 | 724 |
| 8 | 24 | 45 | 57 | 85 | 182 | 306 | 608 |
| 9 | 26 | 47 | 60 | 89 | 183 | 288 | 518 |
| 10 | 28 | 50 | 63 | 93 | 184 | 278 | 446 |
| 11 | 29 | 51 | 64 | 95 | 185 | 279 | 387 |
| 12 | 30 | 52 | 65 | 96 | 186 | 280 | 339 |
| 13 | 30 | 53 | 66 | 96 | 187 | 280 | 299 |
| 14 | 31 | 53 | 66 | 97 | 187 | 280 | 280 |
| 15 | 31 | 53 | 66 | 97 | 187 | 281 | 281 |
| 16 | 30 | 52 | 66 | 96 | 187 | 280 | 280 |
| 17 | 30 | 52 | 66 | 96 | 187 | 280 | 280 |
| 18 | 29 | 52 | 65 | 95 | 186 | 279 | 279 |
| 19 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 20 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 21 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 22 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 23 | 28 | 51 | 67 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 69 | 94 | 184 | 278 | 278 |
| 25 | 28 | 50 | 73 | 94 | 184 | 277 | 277 |
| 26 | 27 | 49 | 75 | 93 | 183 | 277 | 277 |
| 27 | 27 | 49 | 78 | 93 | 183 | 276 | 276 |
| 28 | 26 | 48 | 81 | 92 | 182 | 276 | 276 |
| 29 | 26 | 48 | 84 | 91 | 182 | 275 | 275 |
| 30 | 25 | 47 | 87 | 92 | 181 | 275 | 275 |
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 | 7 | 22 | 29 | 53 | 177 | 312 | 3 025 |
| 2 | 9 | 24 | 30 | 54 | 178 | 347 | 2 273 |
| 3 | 9 | 25 | 34 | 61 | 173 | 359 | 1 726 |
| 4 | 10 | 27 | 38 | 65 | 171 | 358 | 1 339 |
| 5 | 11 | 29 | 41 | 67 | 172 | 348 | 1 064 |
| 6 | 13 | 32 | 44 | 70 | 172 | 335 | 864 |
| 7 | 14 | 35 | 46 | 72 | 172 | 319 | 714 |
| 8 | 14 | 35 | 47 | 75 | 172 | 302 | 601 |
| 9 | 15 | 37 | 49 | 78 | 172 | 285 | 512 |
| 10 | 16 | 38 | 51 | 81 | 172 | 268 | 441 |
| 11 | 16 | 38 | 51 | 82 | 172 | 266 | 383 |
| 12 | 16 | 38 | 52 | 82 | 173 | 266 | 335 |
| 13 | 16 | 39 | 52 | 82 | 173 | 266 | 295 |
| 14 | 17 | 39 | 52 | 83 | 173 | 266 | 266 |
| 15 | 17 | 39 | 52 | 83 | 173 | 266 | 266 |
| 16 | 16 | 38 | 52 | 82 | 173 | 266 | 266 |
| 17 | 16 | 39 | 52 | 82 | 173 | 266 | 266 |
| 18 | 16 | 38 | 53 | 82 | 173 | 266 | 266 |
| 19 | 16 | 38 | 55 | 82 | 173 | 266 | 266 |
| 20 | 17 | 39 | 58 | 83 | 173 | 266 | 266 |
| 21 | 17 | 39 | 61 | 83 | 173 | 266 | 266 |
| 22 | 17 | 39 | 64 | 83 | 173 | 266 | 266 |
| 23 | 16 | 38 | 66 | 82 | 173 | 266 | 266 |
| 24 | 16 | 38 | 69 | 82 | 172 | 266 | 266 |
| 25 | 16 | 38 | 71 | 82 | 172 | 265 | 265 |
| 26 | 15 | 37 | 74 | 82 | 172 | 265 | 265 |
| 27 | 15 | 37 | 77 | 83 | 172 | 265 | 265 |
| 28 | 15 | 37 | 80 | 86 | 171 | 264 | 264 |
| 29 | 15 | 37 | 82 | 88 | 171 | 264 | 264 |
| 30 | 14 | 36 | 85 | 90 | 171 | 264 | 264 |
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 | 44 | 59 | 66 | 90 | 213 | 324 | 3 153 |
| 2 | 47 | 62 | 69 | 93 | 216 | 361 | 2 371 |
| 3 | 49 | 65 | 74 | 100 | 213 | 374 | 1 803 |
| 4 | 50 | 67 | 78 | 105 | 212 | 373 | 1 400 |
| 5 | 52 | 70 | 82 | 107 | 212 | 363 | 1 113 |
| 6 | 54 | 73 | 85 | 111 | 213 | 349 | 904 |
| 7 | 55 | 75 | 86 | 113 | 212 | 333 | 748 |
| 8 | 54 | 75 | 87 | 115 | 212 | 316 | 629 |
| 9 | 55 | 76 | 89 | 118 | 211 | 305 | 536 |
| 10 | 55 | 77 | 90 | 120 | 211 | 305 | 461 |
| 11 | 55 | 77 | 90 | 120 | 211 | 304 | 400 |
| 12 | 54 | 76 | 89 | 120 | 210 | 304 | 350 |
| 13 | 53 | 75 | 88 | 119 | 209 | 303 | 308 |
| 14 | 52 | 74 | 88 | 118 | 209 | 302 | 302 |
| 15 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 16 | 50 | 72 | 86 | 116 | 207 | 300 | 300 |
| 17 | 49 | 72 | 85 | 115 | 206 | 299 | 299 |
| 18 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 19 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 20 | 47 | 69 | 83 | 113 | 204 | 297 | 297 |
| 21 | 47 | 69 | 82 | 112 | 203 | 296 | 296 |
| 22 | 46 | 68 | 81 | 112 | 202 | 295 | 295 |
| 23 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 24 | 44 | 66 | 79 | 110 | 200 | 294 | 294 |
| 25 | 43 | 65 | 78 | 109 | 199 | 293 | 293 |
| 26 | 42 | 64 | 78 | 108 | 198 | 292 | 292 |
| 27 | 41 | 63 | 80 | 107 | 198 | 291 | 291 |
| 28 | 40 | 62 | 83 | 106 | 197 | 290 | 290 |
| 29 | 39 | 61 | 86 | 105 | 196 | 289 | 289 |
| 30 | 39 | 61 | 88 | 104 | 195 | 288 | 288 |
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 | 75 | 90 | 97 | 121 | 244 | 340 | 3 202 |
| 2 | 79 | 94 | 101 | 125 | 248 | 367 | 2 411 |
| 3 | 79 | 95 | 103 | 130 | 243 | 380 | 1 834 |
| 4 | 78 | 95 | 106 | 133 | 239 | 379 | 1 428 |
| 5 | 80 | 99 | 111 | 136 | 241 | 371 | 1 136 |
| 6 | 83 | 102 | 114 | 140 | 242 | 357 | 924 |
| 7 | 85 | 105 | 116 | 142 | 242 | 340 | 765 |
| 8 | 85 | 106 | 118 | 146 | 243 | 336 | 643 |
| 9 | 86 | 108 | 120 | 150 | 243 | 337 | 548 |
| 10 | 87 | 109 | 122 | 152 | 243 | 337 | 472 |
| 11 | 86 | 109 | 122 | 152 | 243 | 336 | 410 |
| 12 | 86 | 108 | 121 | 151 | 242 | 335 | 359 |
| 13 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 14 | 83 | 105 | 118 | 149 | 239 | 332 | 332 |
| 15 | 81 | 103 | 117 | 147 | 238 | 331 | 331 |
| 16 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 17 | 78 | 100 | 114 | 144 | 235 | 328 | 328 |
| 18 | 77 | 99 | 112 | 143 | 233 | 327 | 327 |
| 19 | 76 | 98 | 111 | 141 | 232 | 325 | 325 |
| 20 | 74 | 96 | 110 | 140 | 231 | 324 | 324 |
| 21 | 73 | 95 | 108 | 139 | 229 | 323 | 323 |
| 22 | 71 | 93 | 107 | 137 | 228 | 321 | 321 |
| 23 | 70 | 92 | 105 | 136 | 226 | 320 | 320 |
| 24 | 68 | 90 | 104 | 134 | 225 | 318 | 318 |
| 25 | 67 | 89 | 102 | 133 | 223 | 316 | 316 |
| 26 | 65 | 87 | 101 | 131 | 222 | 315 | 315 |
| 27 | 64 | 86 | 99 | 130 | 220 | 313 | 313 |
| 28 | 62 | 84 | 98 | 128 | 219 | 312 | 312 |
| 29 | 61 | 83 | 96 | 127 | 217 | 310 | 310 |
| 30 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
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 | 0 | 15 | 22 | 46 | 169 | 312 | 3 022 |
| 2 | 4 | 18 | 25 | 49 | 173 | 348 | 2 274 |
| 3 | 6 | 21 | 30 | 57 | 170 | 360 | 1 729 |
| 4 | 8 | 24 | 35 | 63 | 169 | 359 | 1 343 |
| 5 | 10 | 28 | 40 | 66 | 171 | 349 | 1 067 |
| 6 | 12 | 31 | 43 | 70 | 171 | 336 | 867 |
| 7 | 14 | 35 | 46 | 72 | 172 | 320 | 717 |
| 8 | 14 | 35 | 47 | 75 | 172 | 303 | 603 |
| 9 | 15 | 37 | 49 | 78 | 172 | 286 | 514 |
| 10 | 16 | 37 | 51 | 81 | 172 | 269 | 442 |
| 11 | 16 | 38 | 51 | 81 | 172 | 265 | 384 |
| 12 | 15 | 38 | 51 | 81 | 172 | 265 | 336 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 296 |
| 14 | 14 | 36 | 50 | 80 | 171 | 264 | 264 |
| 15 | 13 | 36 | 49 | 79 | 170 | 263 | 263 |
| 16 | 12 | 35 | 48 | 78 | 169 | 262 | 262 |
| 17 | 12 | 34 | 50 | 78 | 168 | 262 | 262 |
| 18 | 12 | 34 | 53 | 77 | 168 | 261 | 261 |
| 19 | 11 | 33 | 56 | 77 | 168 | 261 | 261 |
| 20 | 12 | 34 | 58 | 77 | 168 | 261 | 261 |
| 21 | 12 | 34 | 61 | 78 | 168 | 261 | 261 |
| 22 | 12 | 34 | 64 | 78 | 168 | 261 | 261 |
| 23 | 12 | 34 | 66 | 78 | 168 | 261 | 261 |
| 24 | 12 | 34 | 69 | 78 | 168 | 261 | 261 |
| 25 | 11 | 34 | 72 | 80 | 168 | 261 | 261 |
| 26 | 11 | 33 | 75 | 82 | 168 | 261 | 261 |
| 27 | 12 | 33 | 78 | 85 | 168 | 261 | 261 |
| 28 | 12 | 33 | 80 | 87 | 167 | 261 | 261 |
| 29 | 13 | 33 | 83 | 89 | 167 | 261 | 261 |
| 30 | 13 | 33 | 86 | 91 | 167 | 260 | 260 |
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 | 86 | 101 | 107 | 131 | 255 | 351 | 3 332 |
| 2 | 86 | 101 | 108 | 132 | 255 | 380 | 2 512 |
| 3 | 85 | 101 | 110 | 136 | 249 | 394 | 1 911 |
| 4 | 85 | 102 | 113 | 140 | 246 | 393 | 1 484 |
| 5 | 85 | 103 | 116 | 141 | 246 | 383 | 1 179 |
| 6 | 86 | 105 | 117 | 144 | 245 | 369 | 957 |
| 7 | 87 | 108 | 119 | 145 | 245 | 351 | 792 |
| 8 | 87 | 108 | 120 | 147 | 244 | 338 | 665 |
| 9 | 86 | 108 | 120 | 150 | 243 | 337 | 566 |
| 10 | 85 | 107 | 120 | 150 | 242 | 335 | 487 |
| 11 | 84 | 106 | 119 | 149 | 240 | 333 | 423 |
| 12 | 82 | 104 | 117 | 148 | 238 | 331 | 369 |
| 13 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 14 | 78 | 100 | 113 | 144 | 234 | 327 | 327 |
| 15 | 76 | 98 | 111 | 142 | 232 | 326 | 326 |
| 16 | 74 | 96 | 109 | 140 | 230 | 323 | 323 |
| 17 | 72 | 94 | 107 | 138 | 228 | 322 | 322 |
| 18 | 70 | 93 | 106 | 136 | 227 | 320 | 320 |
| 19 | 69 | 91 | 104 | 135 | 225 | 319 | 319 |
| 20 | 68 | 90 | 103 | 134 | 224 | 318 | 318 |
| 21 | 67 | 89 | 102 | 133 | 223 | 317 | 317 |
| 22 | 66 | 88 | 101 | 132 | 222 | 316 | 316 |
| 23 | 65 | 87 | 100 | 131 | 221 | 315 | 315 |
| 24 | 64 | 86 | 99 | 130 | 220 | 313 | 313 |
| 25 | 63 | 85 | 98 | 129 | 219 | 312 | 312 |
| 26 | 62 | 84 | 97 | 128 | 218 | 311 | 311 |
| 27 | 61 | 83 | 96 | 126 | 217 | 310 | 310 |
| 28 | 60 | 82 | 95 | 125 | 216 | 309 | 309 |
| 29 | 59 | 81 | 94 | 124 | 215 | 308 | 308 |
| 30 | 58 | 80 | 93 | 123 | 214 | 307 | 307 |
3.20. Mexican peso
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| 1 | 355 | 370 | 377 | 401 | 524 | 620 | 3 195 |
| 2 | 70 | 85 | 91 | 115 | 239 | 367 | 2 413 |
| 3 | 72 | 88 | 97 | 123 | 236 | 382 | 1 843 |
| 4 | 75 | 92 | 103 | 130 | 237 | 381 | 1 433 |
| 5 | 77 | 95 | 108 | 133 | 238 | 372 | 1 139 |
| 6 | 80 | 99 | 111 | 137 | 239 | 358 | 926 |
| 7 | 82 | 102 | 113 | 140 | 239 | 341 | 766 |
| 8 | 83 | 104 | 115 | 143 | 240 | 333 | 644 |
| 9 | 83 | 105 | 117 | 147 | 240 | 334 | 549 |
| 10 | 84 | 105 | 119 | 149 | 240 | 333 | 472 |
| 11 | 84 | 106 | 119 | 149 | 240 | 333 | 410 |
| 12 | 84 | 106 | 119 | 150 | 240 | 333 | 359 |
| 13 | 84 | 106 | 120 | 150 | 240 | 334 | 334 |
| 14 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 15 | 85 | 108 | 121 | 151 | 242 | 335 | 335 |
| 16 | 87 | 109 | 122 | 152 | 243 | 336 | 336 |
| 17 | 88 | 110 | 123 | 154 | 244 | 337 | 337 |
| 18 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 19 | 90 | 112 | 125 | 156 | 246 | 339 | 339 |
| 20 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 21 | 91 | 113 | 126 | 157 | 247 | 340 | 340 |
| 22 | 91 | 113 | 126 | 156 | 247 | 340 | 340 |
| 23 | 90 | 112 | 125 | 156 | 246 | 340 | 340 |
| 24 | 89 | 111 | 125 | 155 | 246 | 339 | 339 |
| 25 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 26 | 87 | 109 | 123 | 153 | 244 | 337 | 337 |
| 27 | 86 | 108 | 122 | 152 | 243 | 336 | 336 |
| 28 | 85 | 107 | 120 | 151 | 241 | 335 | 335 |
| 29 | 84 | 106 | 119 | 150 | 240 | 333 | 333 |
| 30 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |
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 | 3 | 10 | 34 | 158 | 310 | 3 004 |
| 2 | 0 | 3 | 10 | 34 | 158 | 346 | 2 258 |
| 3 | 1 | 3 | 12 | 39 | 152 | 358 | 1 716 |
| 4 | 1 | 4 | 15 | 42 | 148 | 356 | 1 332 |
| 5 | 2 | 5 | 17 | 43 | 148 | 347 | 1 058 |
| 6 | 2 | 7 | 19 | 45 | 147 | 333 | 859 |
| 7 | 3 | 9 | 22 | 47 | 146 | 317 | 711 |
| 8 | 3 | 9 | 25 | 48 | 145 | 301 | 598 |
| 9 | 4 | 9 | 28 | 51 | 144 | 284 | 509 |
| 10 | 4 | 9 | 30 | 52 | 144 | 267 | 438 |
| 11 | 5 | 11 | 33 | 53 | 144 | 251 | 381 |
| 12 | 5 | 11 | 36 | 53 | 144 | 237 | 334 |
| 13 | 5 | 13 | 39 | 53 | 144 | 237 | 294 |
| 14 | 6 | 13 | 41 | 53 | 144 | 237 | 261 |
| 15 | 7 | 14 | 44 | 55 | 144 | 237 | 237 |
| 16 | 7 | 16 | 47 | 57 | 144 | 237 | 237 |
| 17 | 7 | 16 | 50 | 60 | 144 | 238 | 238 |
| 18 | 8 | 17 | 53 | 62 | 145 | 238 | 238 |
| 19 | 8 | 19 | 55 | 65 | 145 | 239 | 239 |
| 20 | 9 | 19 | 58 | 67 | 146 | 240 | 240 |
| 21 | 9 | 20 | 61 | 70 | 147 | 240 | 240 |
| 22 | 9 | 22 | 64 | 72 | 148 | 241 | 241 |
| 23 | 10 | 22 | 66 | 75 | 149 | 242 | 242 |
| 24 | 10 | 23 | 69 | 77 | 149 | 242 | 242 |
| 25 | 11 | 25 | 71 | 79 | 150 | 243 | 243 |
| 26 | 11 | 25 | 74 | 82 | 150 | 243 | 243 |
| 27 | 12 | 26 | 77 | 84 | 150 | 244 | 244 |
| 28 | 12 | 27 | 80 | 86 | 151 | 244 | 244 |
| 29 | 13 | 28 | 82 | 89 | 151 | 244 | 244 |
| 30 | 13 | 29 | 86 | 91 | 152 | 245 | 245 |
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 | 94 | 218 | 318 | 3 092 |
| 2 | 49 | 64 | 71 | 95 | 219 | 355 | 2 323 |
| 3 | 49 | 64 | 73 | 100 | 213 | 367 | 1 765 |
| 4 | 48 | 65 | 76 | 103 | 209 | 365 | 1 369 |
| 5 | 48 | 66 | 78 | 104 | 208 | 356 | 1 088 |
| 6 | 49 | 68 | 80 | 106 | 208 | 342 | 883 |
| 7 | 49 | 69 | 80 | 107 | 206 | 325 | 731 |
| 8 | 48 | 69 | 81 | 109 | 206 | 308 | 614 |
| 9 | 48 | 69 | 82 | 111 | 205 | 298 | 523 |
| 10 | 47 | 69 | 82 | 112 | 203 | 297 | 450 |
| 11 | 45 | 67 | 81 | 111 | 202 | 295 | 391 |
| 12 | 44 | 66 | 79 | 109 | 200 | 293 | 342 |
| 13 | 42 | 64 | 77 | 108 | 198 | 292 | 302 |
| 14 | 40 | 62 | 76 | 106 | 197 | 290 | 290 |
| 15 | 39 | 61 | 74 | 105 | 195 | 288 | 288 |
| 16 | 37 | 59 | 72 | 103 | 193 | 287 | 287 |
| 17 | 36 | 58 | 71 | 102 | 192 | 285 | 285 |
| 18 | 34 | 56 | 70 | 100 | 191 | 284 | 284 |
| 19 | 33 | 55 | 69 | 99 | 190 | 283 | 283 |
| 20 | 33 | 55 | 68 | 99 | 189 | 282 | 282 |
| 21 | 32 | 54 | 68 | 98 | 189 | 282 | 282 |
| 22 | 32 | 54 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 68 | 97 | 187 | 280 | 280 |
| 24 | 30 | 52 | 70 | 96 | 187 | 280 | 280 |
| 25 | 29 | 51 | 73 | 95 | 186 | 279 | 279 |
| 26 | 29 | 51 | 75 | 95 | 185 | 278 | 278 |
| 27 | 28 | 50 | 79 | 94 | 184 | 278 | 278 |
| 28 | 27 | 49 | 81 | 93 | 184 | 277 | 277 |
| 29 | 27 | 49 | 84 | 93 | 183 | 276 | 276 |
| 30 | 26 | 48 | 87 | 92 | 183 | 276 | 276 |
3.23. Rand
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| 1 | 108 | 123 | 130 | 154 | 277 | 373 | 3 362 |
| 2 | 109 | 124 | 131 | 155 | 278 | 384 | 2 535 |
| 3 | 110 | 126 | 135 | 161 | 274 | 398 | 1 929 |
| 4 | 111 | 128 | 139 | 166 | 272 | 396 | 1 498 |
| 5 | 112 | 130 | 142 | 168 | 272 | 387 | 1 190 |
| 6 | 113 | 132 | 144 | 170 | 272 | 372 | 966 |
| 7 | 114 | 134 | 145 | 172 | 271 | 365 | 800 |
| 8 | 113 | 134 | 146 | 174 | 270 | 364 | 672 |
| 9 | 112 | 134 | 146 | 176 | 269 | 363 | 572 |
| 10 | 112 | 134 | 147 | 177 | 268 | 361 | 493 |
| 11 | 110 | 132 | 146 | 176 | 267 | 360 | 428 |
| 12 | 108 | 130 | 144 | 174 | 265 | 358 | 374 |
| 13 | 106 | 128 | 141 | 172 | 262 | 356 | 356 |
| 14 | 104 | 126 | 139 | 170 | 260 | 353 | 353 |
| 15 | 101 | 123 | 137 | 167 | 258 | 351 | 351 |
| 16 | 98 | 121 | 134 | 164 | 255 | 348 | 348 |
| 17 | 96 | 118 | 132 | 162 | 253 | 346 | 346 |
| 18 | 94 | 116 | 129 | 160 | 250 | 343 | 343 |
| 19 | 92 | 114 | 127 | 158 | 248 | 341 | 341 |
| 20 | 90 | 112 | 125 | 156 | 246 | 340 | 340 |
| 21 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 22 | 87 | 109 | 122 | 152 | 243 | 336 | 336 |
| 23 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 24 | 83 | 105 | 118 | 149 | 239 | 333 | 333 |
| 25 | 81 | 103 | 117 | 147 | 238 | 331 | 331 |
| 26 | 79 | 102 | 115 | 145 | 236 | 329 | 329 |
| 27 | 78 | 100 | 113 | 144 | 234 | 327 | 327 |
| 28 | 76 | 98 | 112 | 142 | 233 | 326 | 326 |
| 29 | 75 | 97 | 110 | 141 | 231 | 324 | 324 |
| 30 | 73 | 95 | 109 | 139 | 230 | 323 | 323 |
3.24. Real
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| 1 | 168 | 183 | 190 | 214 | 338 | 433 | 3 666 |
| 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 741 |
| 3 | 181 | 197 | 206 | 233 | 345 | 441 | 2 076 |
| 4 | 182 | 199 | 210 | 237 | 344 | 438 | 1 609 |
| 5 | 183 | 201 | 213 | 238 | 343 | 437 | 1 277 |
| 6 | 183 | 202 | 214 | 240 | 342 | 435 | 1 036 |
| 7 | 183 | 203 | 214 | 241 | 340 | 433 | 856 |
| 8 | 181 | 202 | 214 | 242 | 338 | 432 | 718 |
| 9 | 180 | 201 | 214 | 243 | 337 | 430 | 610 |
| 10 | 179 | 201 | 214 | 244 | 335 | 429 | 524 |
| 11 | 177 | 199 | 212 | 243 | 333 | 427 | 455 |
| 12 | 174 | 196 | 210 | 240 | 331 | 424 | 424 |
| 13 | 171 | 193 | 207 | 237 | 328 | 421 | 421 |
| 14 | 168 | 190 | 204 | 234 | 325 | 418 | 418 |
| 15 | 165 | 187 | 200 | 231 | 321 | 415 | 415 |
| 16 | 162 | 184 | 197 | 228 | 318 | 411 | 411 |
| 17 | 158 | 181 | 194 | 224 | 315 | 408 | 408 |
| 18 | 155 | 177 | 191 | 221 | 312 | 405 | 405 |
| 19 | 152 | 174 | 187 | 218 | 308 | 402 | 402 |
| 20 | 149 | 171 | 184 | 215 | 305 | 399 | 399 |
| 21 | 146 | 168 | 181 | 212 | 302 | 396 | 396 |
| 22 | 143 | 165 | 178 | 209 | 299 | 392 | 392 |
| 23 | 140 | 162 | 175 | 205 | 296 | 389 | 389 |
| 24 | 136 | 158 | 172 | 202 | 293 | 386 | 386 |
| 25 | 133 | 155 | 169 | 199 | 290 | 383 | 383 |
| 26 | 130 | 152 | 166 | 196 | 287 | 380 | 380 |
| 27 | 127 | 149 | 163 | 193 | 284 | 377 | 377 |
| 28 | 124 | 146 | 160 | 190 | 281 | 374 | 374 |
| 29 | 122 | 144 | 157 | 187 | 278 | 371 | 371 |
| 30 | 119 | 141 | 154 | 185 | 275 | 368 | 368 |
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 | 20 | 35 | 42 | 66 | 189 | 319 | 3 100 |
| 2 | 21 | 36 | 43 | 67 | 190 | 356 | 2 331 |
| 3 | 21 | 37 | 45 | 72 | 185 | 368 | 1 772 |
| 4 | 20 | 37 | 48 | 75 | 182 | 367 | 1 376 |
| 5 | 21 | 39 | 51 | 77 | 182 | 357 | 1 093 |
| 6 | 22 | 41 | 53 | 79 | 181 | 344 | 888 |
| 7 | 23 | 43 | 54 | 80 | 180 | 327 | 735 |
| 8 | 21 | 42 | 54 | 82 | 179 | 310 | 617 |
| 9 | 21 | 42 | 55 | 84 | 178 | 292 | 525 |
| 10 | 21 | 42 | 56 | 86 | 177 | 275 | 452 |
| 11 | 20 | 42 | 55 | 86 | 176 | 270 | 393 |
| 12 | 19 | 41 | 55 | 85 | 176 | 269 | 344 |
| 13 | 19 | 41 | 54 | 85 | 175 | 269 | 303 |
| 14 | 18 | 40 | 54 | 84 | 175 | 268 | 268 |
| 15 | 18 | 40 | 54 | 84 | 174 | 268 | 268 |
| 16 | 18 | 40 | 53 | 84 | 174 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 174 | 268 | 268 |
| 18 | 18 | 40 | 54 | 84 | 174 | 268 | 268 |
| 19 | 18 | 40 | 57 | 84 | 174 | 268 | 268 |
| 20 | 18 | 40 | 60 | 84 | 175 | 268 | 268 |
| 21 | 18 | 40 | 62 | 84 | 175 | 268 | 268 |
| 22 | 18 | 40 | 65 | 84 | 175 | 268 | 268 |
| 23 | 18 | 40 | 68 | 84 | 175 | 268 | 268 |
| 24 | 18 | 40 | 70 | 84 | 174 | 268 | 268 |
| 25 | 18 | 40 | 73 | 84 | 174 | 268 | 268 |
| 26 | 18 | 40 | 75 | 84 | 174 | 267 | 267 |
| 27 | 17 | 40 | 79 | 85 | 174 | 267 | 267 |
| 28 | 17 | 39 | 81 | 88 | 174 | 267 | 267 |
| 29 | 17 | 39 | 85 | 91 | 173 | 267 | 267 |
| 30 | 17 | 39 | 87 | 92 | 173 | 266 | 266 |
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 | 16 | 31 | 37 | 61 | 185 | 324 | 3 155 |
| 2 | 18 | 32 | 39 | 63 | 187 | 361 | 2 372 |
| 3 | 19 | 35 | 44 | 70 | 183 | 374 | 1 802 |
| 4 | 20 | 37 | 48 | 75 | 182 | 372 | 1 398 |
| 5 | 22 | 40 | 53 | 78 | 183 | 362 | 1 110 |
| 6 | 24 | 43 | 55 | 82 | 183 | 348 | 901 |
| 7 | 26 | 47 | 58 | 84 | 184 | 332 | 746 |
| 8 | 26 | 47 | 59 | 87 | 184 | 314 | 627 |
| 9 | 27 | 49 | 61 | 90 | 184 | 296 | 533 |
| 10 | 28 | 50 | 63 | 93 | 185 | 279 | 459 |
| 11 | 29 | 51 | 64 | 94 | 185 | 278 | 399 |
| 12 | 29 | 51 | 64 | 95 | 185 | 279 | 349 |
| 13 | 29 | 51 | 64 | 95 | 185 | 279 | 307 |
| 14 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 15 | 29 | 51 | 64 | 94 | 185 | 278 | 278 |
| 16 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 17 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 18 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 19 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 20 | 28 | 50 | 64 | 94 | 185 | 278 | 278 |
| 21 | 29 | 51 | 64 | 94 | 185 | 278 | 278 |
| 22 | 29 | 51 | 65 | 94 | 185 | 278 | 278 |
| 23 | 28 | 50 | 68 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 72 | 94 | 184 | 278 | 278 |
| 25 | 28 | 50 | 74 | 94 | 184 | 277 | 277 |
| 26 | 27 | 49 | 77 | 93 | 184 | 277 | 277 |
| 27 | 27 | 49 | 80 | 93 | 183 | 277 | 277 |
| 28 | 27 | 49 | 83 | 92 | 183 | 276 | 276 |
| 29 | 26 | 48 | 86 | 92 | 182 | 276 | 276 |
| 30 | 26 | 48 | 88 | 94 | 182 | 275 | 275 |
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 | 116 | 131 | 138 | 162 | 286 | 381 | 3 514 |
| 2 | 115 | 130 | 137 | 161 | 285 | 396 | 2 628 |
| 3 | 114 | 130 | 139 | 165 | 278 | 408 | 1 988 |
| 4 | 113 | 130 | 141 | 168 | 275 | 405 | 1 537 |
| 5 | 114 | 132 | 144 | 170 | 274 | 393 | 1 217 |
| 6 | 114 | 133 | 145 | 171 | 273 | 377 | 986 |
| 7 | 115 | 135 | 146 | 172 | 272 | 365 | 813 |
| 8 | 114 | 135 | 147 | 174 | 271 | 365 | 681 |
| 9 | 113 | 135 | 147 | 176 | 270 | 363 | 579 |
| 10 | 113 | 135 | 148 | 178 | 270 | 363 | 497 |
| 11 | 113 | 135 | 148 | 178 | 269 | 362 | 431 |
| 12 | 112 | 134 | 147 | 177 | 268 | 361 | 376 |
| 13 | 110 | 132 | 146 | 176 | 267 | 360 | 360 |
| 14 | 109 | 131 | 145 | 175 | 266 | 359 | 359 |
| 15 | 107 | 129 | 142 | 173 | 263 | 357 | 357 |
| 16 | 105 | 127 | 140 | 171 | 261 | 354 | 354 |
| 17 | 102 | 124 | 137 | 168 | 258 | 352 | 352 |
| 18 | 100 | 122 | 135 | 166 | 256 | 349 | 349 |
| 19 | 98 | 120 | 133 | 163 | 254 | 347 | 347 |
| 20 | 95 | 117 | 131 | 161 | 252 | 345 | 345 |
| 21 | 93 | 115 | 129 | 159 | 250 | 343 | 343 |
| 22 | 91 | 113 | 126 | 157 | 247 | 341 | 341 |
| 23 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 24 | 87 | 109 | 122 | 152 | 243 | 336 | 336 |
| 25 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 26 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |
| 27 | 80 | 102 | 116 | 146 | 237 | 330 | 330 |
| 28 | 78 | 100 | 114 | 144 | 235 | 328 | 328 |
| 29 | 76 | 98 | 112 | 142 | 233 | 326 | 326 |
| 30 | 74 | 96 | 110 | 140 | 231 | 324 | 324 |
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 | 2 | 9 | 32 | 156 | 314 | 3 045 |
| 2 | 0 | 4 | 11 | 34 | 158 | 350 | 2 292 |
| 3 | 1 | 6 | 15 | 41 | 154 | 363 | 1 744 |
| 4 | 1 | 8 | 19 | 46 | 153 | 362 | 1 354 |
| 5 | 2 | 11 | 23 | 49 | 154 | 352 | 1 076 |
| 6 | 3 | 14 | 26 | 53 | 154 | 339 | 874 |
| 7 | 3 | 18 | 29 | 55 | 155 | 323 | 724 |
| 8 | 3 | 18 | 30 | 58 | 155 | 306 | 608 |
| 9 | 4 | 19 | 32 | 61 | 155 | 289 | 518 |
| 10 | 4 | 20 | 33 | 63 | 155 | 272 | 446 |
| 11 | 5 | 20 | 33 | 64 | 154 | 255 | 388 |
| 12 | 5 | 20 | 36 | 64 | 154 | 247 | 339 |
| 13 | 6 | 20 | 39 | 63 | 154 | 247 | 299 |
| 14 | 6 | 19 | 42 | 63 | 154 | 247 | 265 |
| 15 | 7 | 19 | 45 | 63 | 154 | 247 | 247 |
| 16 | 7 | 19 | 47 | 63 | 153 | 246 | 246 |
| 17 | 8 | 19 | 50 | 63 | 153 | 247 | 247 |
| 18 | 8 | 19 | 53 | 63 | 153 | 247 | 247 |
| 19 | 8 | 19 | 56 | 65 | 154 | 247 | 247 |
| 20 | 9 | 20 | 58 | 68 | 154 | 247 | 247 |
| 21 | 9 | 20 | 61 | 70 | 155 | 248 | 248 |
| 22 | 10 | 22 | 64 | 73 | 155 | 249 | 249 |
| 23 | 10 | 22 | 66 | 75 | 156 | 249 | 249 |
| 24 | 10 | 23 | 69 | 77 | 156 | 249 | 249 |
| 25 | 11 | 25 | 73 | 80 | 156 | 250 | 250 |
| 26 | 11 | 25 | 75 | 82 | 156 | 250 | 250 |
| 27 | 12 | 26 | 78 | 85 | 157 | 250 | 250 |
| 28 | 12 | 27 | 81 | 87 | 157 | 250 | 250 |
| 29 | 13 | 28 | 83 | 89 | 157 | 250 | 250 |
| 30 | 13 | 29 | 87 | 92 | 157 | 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 | 75 | 199 | 314 | 3 047 |
| 2 | 30 | 45 | 52 | 76 | 199 | 350 | 2 288 |
| 3 | 28 | 44 | 53 | 80 | 192 | 361 | 1 738 |
| 4 | 27 | 44 | 55 | 82 | 189 | 360 | 1 348 |
| 5 | 27 | 45 | 58 | 83 | 188 | 350 | 1 070 |
| 6 | 30 | 50 | 62 | 88 | 189 | 336 | 868 |
| 7 | 28 | 49 | 60 | 86 | 186 | 320 | 718 |
| 8 | 33 | 54 | 65 | 93 | 190 | 303 | 603 |
| 9 | 32 | 54 | 66 | 95 | 189 | 286 | 514 |
| 10 | 26 | 48 | 61 | 91 | 183 | 276 | 442 |
| 11 | 21 | 43 | 57 | 87 | 178 | 271 | 384 |
| 12 | 18 | 40 | 53 | 84 | 174 | 267 | 336 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 296 |
| 14 | 13 | 35 | 48 | 79 | 169 | 263 | 263 |
| 15 | 11 | 33 | 47 | 77 | 168 | 261 | 261 |
| 16 | 10 | 32 | 47 | 76 | 166 | 259 | 259 |
| 17 | 9 | 31 | 50 | 75 | 165 | 259 | 259 |
| 18 | 8 | 30 | 53 | 74 | 165 | 258 | 258 |
| 19 | 8 | 30 | 55 | 74 | 164 | 257 | 257 |
| 20 | 9 | 30 | 58 | 74 | 164 | 258 | 258 |
| 21 | 9 | 30 | 61 | 74 | 164 | 258 | 258 |
| 22 | 9 | 30 | 64 | 74 | 164 | 258 | 258 |
| 23 | 10 | 30 | 66 | 75 | 164 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 164 | 258 | 258 |
| 25 | 11 | 30 | 71 | 79 | 164 | 257 | 257 |
| 26 | 11 | 30 | 74 | 82 | 164 | 257 | 257 |
| 27 | 12 | 30 | 77 | 83 | 164 | 257 | 257 |
| 28 | 12 | 30 | 80 | 86 | 164 | 257 | 257 |
| 29 | 13 | 29 | 82 | 88 | 164 | 257 | 257 |
| 30 | 13 | 29 | 85 | 90 | 164 | 257 | 257 |
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 | 195 | 202 | 226 | 350 | 445 | 3 466 |
| 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 613 |
| 3 | 173 | 189 | 198 | 225 | 338 | 433 | 1 989 |
| 4 | 170 | 187 | 197 | 225 | 331 | 425 | 1 543 |
| 5 | 166 | 184 | 196 | 222 | 327 | 420 | 1 225 |
| 6 | 163 | 182 | 194 | 221 | 322 | 416 | 994 |
| 7 | 161 | 181 | 192 | 219 | 318 | 411 | 821 |
| 8 | 157 | 178 | 189 | 217 | 314 | 407 | 689 |
| 9 | 153 | 175 | 187 | 216 | 310 | 403 | 586 |
| 10 | 149 | 171 | 185 | 214 | 306 | 399 | 504 |
| 11 | 146 | 168 | 181 | 211 | 302 | 395 | 437 |
| 12 | 142 | 164 | 177 | 208 | 298 | 391 | 391 |
| 13 | 138 | 160 | 173 | 204 | 294 | 388 | 388 |
| 14 | 134 | 156 | 170 | 200 | 291 | 384 | 384 |
| 15 | 131 | 153 | 166 | 197 | 287 | 380 | 380 |
| 16 | 127 | 150 | 163 | 193 | 284 | 377 | 377 |
| 17 | 124 | 146 | 160 | 190 | 281 | 374 | 374 |
| 18 | 121 | 144 | 157 | 187 | 278 | 371 | 371 |
| 19 | 119 | 141 | 154 | 185 | 275 | 368 | 368 |
| 20 | 116 | 138 | 152 | 182 | 273 | 366 | 366 |
| 21 | 114 | 136 | 149 | 180 | 270 | 363 | 363 |
| 22 | 111 | 133 | 146 | 177 | 267 | 361 | 361 |
| 23 | 109 | 131 | 144 | 174 | 265 | 358 | 358 |
| 24 | 106 | 128 | 142 | 172 | 263 | 356 | 356 |
| 25 | 104 | 126 | 139 | 170 | 260 | 353 | 353 |
| 26 | 101 | 123 | 137 | 167 | 258 | 351 | 351 |
| 27 | 99 | 121 | 135 | 165 | 256 | 349 | 349 |
| 28 | 97 | 119 | 132 | 163 | 253 | 347 | 347 |
| 29 | 95 | 117 | 130 | 161 | 251 | 345 | 345 |
| 30 | 93 | 115 | 128 | 159 | 249 | 343 | 343 |
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 | 27 | 55 | 174 | 312 | 3 019 |
| 2 | 0 | 15 | 27 | 55 | 174 | 347 | 2 270 |
| 3 | 1 | 17 | 29 | 58 | 171 | 359 | 1 726 |
| 4 | 1 | 20 | 32 | 63 | 170 | 358 | 1 340 |
| 5 | 2 | 22 | 37 | 69 | 171 | 349 | 1 065 |
| 6 | 3 | 26 | 40 | 70 | 172 | 335 | 865 |
| 7 | 6 | 30 | 42 | 72 | 173 | 319 | 716 |
| 8 | 8 | 34 | 46 | 74 | 173 | 303 | 602 |
| 9 | 9 | 36 | 49 | 75 | 173 | 285 | 513 |
| 10 | 10 | 38 | 51 | 76 | 173 | 269 | 441 |
| 11 | 11 | 39 | 52 | 77 | 173 | 267 | 383 |
| 12 | 11 | 40 | 53 | 78 | 174 | 267 | 336 |
| 13 | 12 | 42 | 54 | 79 | 174 | 267 | 296 |
| 14 | 13 | 42 | 54 | 79 | 174 | 267 | 267 |
| 15 | 13 | 42 | 54 | 79 | 174 | 267 | 267 |
| 16 | 13 | 42 | 54 | 79 | 173 | 267 | 267 |
| 17 | 13 | 42 | 54 | 79 | 174 | 267 | 267 |
| 18 | 13 | 42 | 54 | 79 | 174 | 267 | 267 |
| 19 | 13 | 42 | 55 | 79 | 174 | 267 | 267 |
| 20 | 13 | 42 | 58 | 79 | 174 | 267 | 267 |
| 21 | 13 | 42 | 61 | 79 | 175 | 268 | 268 |
| 22 | 13 | 42 | 64 | 79 | 175 | 268 | 268 |
| 23 | 13 | 42 | 66 | 79 | 175 | 268 | 268 |
| 24 | 13 | 42 | 69 | 79 | 175 | 268 | 268 |
| 25 | 13 | 42 | 71 | 79 | 175 | 269 | 269 |
| 26 | 13 | 42 | 74 | 82 | 175 | 269 | 269 |
| 27 | 13 | 42 | 77 | 83 | 175 | 269 | 269 |
| 28 | 13 | 42 | 80 | 86 | 175 | 268 | 268 |
| 29 | 13 | 42 | 82 | 88 | 175 | 268 | 268 |
| 30 | 13 | 42 | 85 | 91 | 175 | 268 | 268 |
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 | 13 | 134 | 308 | 2 982 |
| 2 | 0 | 1 | 6 | 17 | 133 | 343 | 2 238 |
| 3 | 1 | 2 | 10 | 20 | 126 | 354 | 1 699 |
| 4 | 1 | 3 | 13 | 23 | 122 | 352 | 1 318 |
| 5 | 2 | 4 | 16 | 26 | 122 | 343 | 1 046 |
| 6 | 2 | 5 | 19 | 29 | 121 | 329 | 849 |
| 7 | 3 | 6 | 22 | 32 | 121 | 313 | 703 |
| 8 | 3 | 7 | 25 | 35 | 121 | 297 | 590 |
| 9 | 4 | 8 | 27 | 38 | 121 | 280 | 503 |
| 10 | 4 | 9 | 30 | 41 | 122 | 263 | 433 |
| 11 | 5 | 11 | 33 | 44 | 122 | 247 | 376 |
| 12 | 5 | 11 | 36 | 46 | 122 | 232 | 329 |
| 13 | 5 | 12 | 38 | 48 | 122 | 217 | 290 |
| 14 | 6 | 13 | 41 | 51 | 123 | 216 | 256 |
| 15 | 7 | 14 | 44 | 53 | 123 | 216 | 228 |
| 16 | 7 | 15 | 46 | 56 | 123 | 217 | 217 |
| 17 | 7 | 16 | 48 | 59 | 125 | 217 | 217 |
| 18 | 8 | 17 | 51 | 62 | 128 | 218 | 218 |
| 19 | 8 | 17 | 54 | 63 | 131 | 218 | 218 |
| 20 | 9 | 19 | 57 | 65 | 132 | 219 | 219 |
| 21 | 9 | 20 | 59 | 69 | 134 | 220 | 220 |
| 22 | 9 | 20 | 62 | 71 | 136 | 220 | 220 |
| 23 | 10 | 22 | 65 | 73 | 138 | 221 | 221 |
| 24 | 10 | 23 | 67 | 75 | 139 | 221 | 221 |
| 25 | 11 | 23 | 70 | 77 | 141 | 221 | 221 |
| 26 | 11 | 25 | 72 | 80 | 142 | 222 | 222 |
| 27 | 11 | 25 | 75 | 81 | 143 | 222 | 222 |
| 28 | 12 | 26 | 78 | 84 | 145 | 222 | 222 |
| 29 | 12 | 27 | 80 | 86 | 146 | 222 | 222 |
| 30 | 13 | 28 | 83 | 88 | 148 | 222 | 222 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
| Currency | National insurance market | Volatility adjustment (in bps) |
| Euro | Austria | 18 |
| Euro | Belgium | 18 |
| Euro | Cyprus | 18 |
| Euro | Estonia | 18 |
| Euro | Finland | 18 |
| Euro | France | 18 |
| Euro | Germany | 18 |
| Euro | Greece | 66 |
| Euro | Ireland | 18 |
| Euro | Italy | 18 |
| Euro | Latvia | 18 |
| Euro | Lithuania | 18 |
| Euro | Luxembourg | 18 |
| Euro | Malta | 18 |
| Euro | Netherlands | 18 |
| Euro | Portugal | 18 |
| Euro | Slovakia | 18 |
| Euro | Slovenia | 18 |
| Euro | Spain | 18 |
| Czech koruna | Czech Republic | 8 |
| Danish krone | Denmark | 59 |
| Forint | Hungary | 19 |
| Krona | Sweden | 3 |
| Kuna | Croatia | 11 |
| Lev | Bulgaria | 40 |
| Pound sterling | United Kingdom | 36 |
| Romanian leu | Romania | 3 |
| Zloty | Poland | 7 |
| Króna | Iceland | 11 |
| Norwegian krone | Norway | 16 |
| Swiss franc | Liechtenstein | 5 |
| Swiss franc | Switzerland | 5 |
| Australian dollar | Australia | 10 |
| Canadian dollar | Canada | 6 |
| US dollar | United States | 68 |
| Yen | Japan | 3 |
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