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 14 January 2016, the European Insurance and Occupational Pensions Authority (EIOPA) provided the Commission with the technical information related to end December 2015 market data. That information was published on 13 January 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 Implementing 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:
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 1 January until 30 March 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.
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 1 January 2016.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 5 February 2016.
For the Commission
The President
Jean-Claude Juncker
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
|---|---|---|---|---|---|---|
| 1 | – 0,157 % | 0,177 % | – 0,167 % | 1,033 % | – 0,397 % | 2,233 % |
| 2 | – 0,129 % | 0,310 % | – 0,139 % | 1,758 % | – 0,230 % | 2,535 % |
| 3 | – 0,038 % | 0,375 % | – 0,048 % | 2,214 % | 0,041 % | 2,890 % |
| 4 | 0,096 % | 0,454 % | 0,086 % | 2,423 % | 0,344 % | 3,193 % |
| 5 | 0,232 % | 0,547 % | 0,222 % | 2,607 % | 0,630 % | 3,436 % |
| 6 | 0,381 % | 0,628 % | 0,371 % | 2,768 % | 0,883 % | 3,634 % |
| 7 | 0,526 % | 0,682 % | 0,516 % | 2,931 % | 1,096 % | 3,800 % |
| 8 | 0,667 % | 0,772 % | 0,657 % | 3,098 % | 1,280 % | 3,938 % |
| 9 | 0,801 % | 0,849 % | 0,790 % | 3,268 % | 1,443 % | 4,052 % |
| 10 | 0,921 % | 0,916 % | 0,911 % | 3,414 % | 1,581 % | 4,143 % |
| 11 | 1,026 % | 0,983 % | 1,016 % | 3,559 % | 1,732 % | 4,213 % |
| 12 | 1,120 % | 1,049 % | 1,110 % | 3,704 % | 1,888 % | 4,266 % |
| 13 | 1,208 % | 1,115 % | 1,198 % | 3,840 % | 2,036 % | 4,308 % |
| 14 | 1,284 % | 1,185 % | 1,274 % | 3,963 % | 2,173 % | 4,340 % |
| 15 | 1,344 % | 1,258 % | 1,334 % | 4,068 % | 2,298 % | 4,365 % |
| 16 | 1,388 % | 1,335 % | 1,378 % | 4,154 % | 2,410 % | 4,385 % |
| 17 | 1,422 % | 1,416 % | 1,412 % | 4,222 % | 2,511 % | 4,399 % |
| 18 | 1,454 % | 1,497 % | 1,443 % | 4,277 % | 2,603 % | 4,411 % |
| 19 | 1,488 % | 1,577 % | 1,477 % | 4,322 % | 2,685 % | 4,419 % |
| 20 | 1,527 % | 1,656 % | 1,517 % | 4,357 % | 2,760 % | 4,425 % |
| 21 | 1,574 % | 1,733 % | 1,564 % | 4,385 % | 2,827 % | 4,429 % |
| 22 | 1,627 % | 1,807 % | 1,617 % | 4,408 % | 2,889 % | 4,432 % |
| 23 | 1,683 % | 1,880 % | 1,673 % | 4,425 % | 2,946 % | 4,434 % |
| 24 | 1,741 % | 1,949 % | 1,731 % | 4,439 % | 2,998 % | 4,434 % |
| 25 | 1,800 % | 2,016 % | 1,791 % | 4,449 % | 3,045 % | 4,434 % |
| 26 | 1,859 % | 2,080 % | 1,850 % | 4,456 % | 3,089 % | 4,432 % |
| 27 | 1,918 % | 2,141 % | 1,909 % | 4,462 % | 3,130 % | 4,431 % |
| 28 | 1,976 % | 2,200 % | 1,967 % | 4,465 % | 3,168 % | 4,429 % |
| 29 | 2,033 % | 2,256 % | 2,024 % | 4,467 % | 3,204 % | 4,426 % |
| 30 | 2,088 % | 2,309 % | 2,079 % | 4,468 % | 3,237 % | 4,424 % |
| 31 | 2,141 % | 2,361 % | 2,133 % | 4,468 % | 3,268 % | 4,421 % |
| 32 | 2,193 % | 2,410 % | 2,185 % | 4,467 % | 3,297 % | 4,418 % |
| 33 | 2,243 % | 2,457 % | 2,236 % | 4,465 % | 3,324 % | 4,415 % |
| 34 | 2,292 % | 2,502 % | 2,284 % | 4,463 % | 3,350 % | 4,411 % |
| 35 | 2,338 % | 2,545 % | 2,331 % | 4,460 % | 3,374 % | 4,408 % |
| 36 | 2,383 % | 2,586 % | 2,376 % | 4,457 % | 3,397 % | 4,405 % |
| 37 | 2,426 % | 2,626 % | 2,420 % | 4,454 % | 3,418 % | 4,401 % |
| 38 | 2,468 % | 2,663 % | 2,461 % | 4,451 % | 3,439 % | 4,398 % |
| 39 | 2,508 % | 2,700 % | 2,502 % | 4,447 % | 3,458 % | 4,395 % |
| 40 | 2,547 % | 2,734 % | 2,540 % | 4,443 % | 3,477 % | 4,391 % |
| 41 | 2,584 % | 2,768 % | 2,577 % | 4,439 % | 3,494 % | 4,388 % |
| 42 | 2,619 % | 2,799 % | 2,613 % | 4,436 % | 3,511 % | 4,385 % |
| 43 | 2,654 % | 2,830 % | 2,648 % | 4,432 % | 3,527 % | 4,381 % |
| 44 | 2,687 % | 2,860 % | 2,681 % | 4,428 % | 3,542 % | 4,378 % |
| 45 | 2,719 % | 2,888 % | 2,713 % | 4,424 % | 3,557 % | 4,375 % |
| 46 | 2,749 % | 2,915 % | 2,743 % | 4,420 % | 3,571 % | 4,372 % |
| 47 | 2,779 % | 2,941 % | 2,773 % | 4,417 % | 3,584 % | 4,369 % |
| 48 | 2,807 % | 2,966 % | 2,802 % | 4,413 % | 3,597 % | 4,366 % |
| 49 | 2,834 % | 2,991 % | 2,829 % | 4,409 % | 3,609 % | 4,364 % |
| 50 | 2,861 % | 3,014 % | 2,855 % | 4,406 % | 3,621 % | 4,361 % |
| 51 | 2,886 % | 3,037 % | 2,881 % | 4,402 % | 3,632 % | 4,358 % |
| 52 | 2,911 % | 3,058 % | 2,906 % | 4,399 % | 3,643 % | 4,356 % |
| 53 | 2,934 % | 3,079 % | 2,929 % | 4,396 % | 3,654 % | 4,353 % |
| 54 | 2,957 % | 3,100 % | 2,952 % | 4,392 % | 3,664 % | 4,350 % |
| 55 | 2,979 % | 3,119 % | 2,975 % | 4,389 % | 3,673 % | 4,348 % |
| 56 | 3,001 % | 3,138 % | 2,996 % | 4,386 % | 3,683 % | 4,346 % |
| 57 | 3,021 % | 3,156 % | 3,017 % | 4,383 % | 3,692 % | 4,343 % |
| 58 | 3,041 % | 3,174 % | 3,037 % | 4,380 % | 3,701 % | 4,341 % |
| 59 | 3,061 % | 3,191 % | 3,056 % | 4,377 % | 3,709 % | 4,339 % |
| 60 | 3,079 % | 3,208 % | 3,075 % | 4,375 % | 3,717 % | 4,337 % |
| 61 | 3,097 % | 3,224 % | 3,093 % | 4,372 % | 3,725 % | 4,335 % |
| 62 | 3,115 % | 3,239 % | 3,111 % | 4,369 % | 3,733 % | 4,333 % |
| 63 | 3,132 % | 3,254 % | 3,128 % | 4,367 % | 3,740 % | 4,331 % |
| 64 | 3,148 % | 3,269 % | 3,144 % | 4,364 % | 3,747 % | 4,329 % |
| 65 | 3,164 % | 3,283 % | 3,160 % | 4,362 % | 3,754 % | 4,327 % |
| 66 | 3,180 % | 3,297 % | 3,176 % | 4,359 % | 3,761 % | 4,325 % |
| 67 | 3,195 % | 3,310 % | 3,191 % | 4,357 % | 3,768 % | 4,323 % |
| 68 | 3,210 % | 3,323 % | 3,206 % | 4,355 % | 3,774 % | 4,322 % |
| 69 | 3,224 % | 3,336 % | 3,220 % | 4,353 % | 3,780 % | 4,320 % |
| 70 | 3,238 % | 3,348 % | 3,234 % | 4,351 % | 3,786 % | 4,318 % |
| 71 | 3,251 % | 3,360 % | 3,248 % | 4,349 % | 3,792 % | 4,317 % |
| 72 | 3,264 % | 3,371 % | 3,261 % | 4,347 % | 3,798 % | 4,315 % |
| 73 | 3,277 % | 3,383 % | 3,273 % | 4,345 % | 3,803 % | 4,314 % |
| 74 | 3,289 % | 3,394 % | 3,286 % | 4,343 % | 3,808 % | 4,312 % |
| 75 | 3,301 % | 3,404 % | 3,298 % | 4,341 % | 3,814 % | 4,311 % |
| 76 | 3,313 % | 3,415 % | 3,310 % | 4,339 % | 3,819 % | 4,309 % |
| 77 | 3,325 % | 3,425 % | 3,321 % | 4,337 % | 3,824 % | 4,308 % |
| 78 | 3,336 % | 3,435 % | 3,333 % | 4,335 % | 3,828 % | 4,306 % |
| 79 | 3,347 % | 3,444 % | 3,343 % | 4,334 % | 3,833 % | 4,305 % |
| 80 | 3,357 % | 3,454 % | 3,354 % | 4,332 % | 3,838 % | 4,304 % |
| 81 | 3,368 % | 3,463 % | 3,364 % | 4,330 % | 3,842 % | 4,303 % |
| 82 | 3,378 % | 3,472 % | 3,375 % | 4,329 % | 3,847 % | 4,301 % |
| 83 | 3,388 % | 3,481 % | 3,385 % | 4,327 % | 3,851 % | 4,300 % |
| 84 | 3,397 % | 3,489 % | 3,394 % | 4,326 % | 3,855 % | 4,299 % |
| 85 | 3,407 % | 3,498 % | 3,404 % | 4,324 % | 3,859 % | 4,298 % |
| 86 | 3,416 % | 3,506 % | 3,413 % | 4,323 % | 3,863 % | 4,297 % |
| 87 | 3,425 % | 3,514 % | 3,422 % | 4,321 % | 3,867 % | 4,296 % |
| 88 | 3,434 % | 3,521 % | 3,431 % | 4,320 % | 3,871 % | 4,294 % |
| 89 | 3,442 % | 3,529 % | 3,439 % | 4,319 % | 3,874 % | 4,293 % |
| 90 | 3,451 % | 3,536 % | 3,448 % | 4,317 % | 3,878 % | 4,292 % |
| 91 | 3,459 % | 3,544 % | 3,456 % | 4,316 % | 3,881 % | 4,291 % |
| 92 | 3,467 % | 3,551 % | 3,464 % | 4,315 % | 3,885 % | 4,290 % |
| 93 | 3,475 % | 3,558 % | 3,472 % | 4,314 % | 3,888 % | 4,289 % |
| 94 | 3,482 % | 3,565 % | 3,480 % | 4,312 % | 3,892 % | 4,288 % |
| 95 | 3,490 % | 3,571 % | 3,487 % | 4,311 % | 3,895 % | 4,288 % |
| 96 | 3,497 % | 3,578 % | 3,495 % | 4,310 % | 3,898 % | 4,287 % |
| 97 | 3,504 % | 3,584 % | 3,502 % | 4,309 % | 3,901 % | 4,286 % |
| 98 | 3,512 % | 3,590 % | 3,509 % | 4,308 % | 3,904 % | 4,285 % |
| 99 | 3,518 % | 3,597 % | 3,516 % | 4,307 % | 3,907 % | 4,284 % |
| 100 | 3,525 % | 3,603 % | 3,523 % | 4,306 % | 3,910 % | 4,283 % |
| 101 | 3,532 % | 3,608 % | 3,529 % | 4,305 % | 3,913 % | 4,282 % |
| 102 | 3,538 % | 3,614 % | 3,536 % | 4,304 % | 3,916 % | 4,282 % |
| 103 | 3,545 % | 3,620 % | 3,542 % | 4,303 % | 3,919 % | 4,281 % |
| 104 | 3,551 % | 3,625 % | 3,549 % | 4,302 % | 3,921 % | 4,280 % |
| 105 | 3,557 % | 3,631 % | 3,555 % | 4,301 % | 3,924 % | 4,279 % |
| 106 | 3,563 % | 3,636 % | 3,561 % | 4,300 % | 3,926 % | 4,279 % |
| 107 | 3,569 % | 3,642 % | 3,567 % | 4,299 % | 3,929 % | 4,278 % |
| 108 | 3,575 % | 3,647 % | 3,573 % | 4,298 % | 3,932 % | 4,277 % |
| 109 | 3,581 % | 3,652 % | 3,578 % | 4,297 % | 3,934 % | 4,276 % |
| 110 | 3,586 % | 3,657 % | 3,584 % | 4,296 % | 3,936 % | 4,276 % |
| 111 | 3,592 % | 3,662 % | 3,590 % | 4,295 % | 3,939 % | 4,275 % |
| 112 | 3,597 % | 3,666 % | 3,595 % | 4,294 % | 3,941 % | 4,274 % |
| 113 | 3,603 % | 3,671 % | 3,600 % | 4,294 % | 3,943 % | 4,274 % |
| 114 | 3,608 % | 3,676 % | 3,606 % | 4,293 % | 3,946 % | 4,273 % |
| 115 | 3,613 % | 3,680 % | 3,611 % | 4,292 % | 3,948 % | 4,272 % |
| 116 | 3,618 % | 3,685 % | 3,616 % | 4,291 % | 3,950 % | 4,272 % |
| 117 | 3,623 % | 3,689 % | 3,621 % | 4,290 % | 3,952 % | 4,271 % |
| 118 | 3,628 % | 3,693 % | 3,626 % | 4,290 % | 3,954 % | 4,271 % |
| 119 | 3,633 % | 3,698 % | 3,631 % | 4,289 % | 3,956 % | 4,270 % |
| 120 | 3,637 % | 3,702 % | 3,635 % | 4,288 % | 3,958 % | 4,269 % |
| 121 | 3,642 % | 3,706 % | 3,640 % | 4,287 % | 3,960 % | 4,269 % |
| 122 | 3,647 % | 3,710 % | 3,644 % | 4,287 % | 3,962 % | 4,268 % |
| 123 | 3,651 % | 3,714 % | 3,649 % | 4,286 % | 3,964 % | 4,268 % |
| 124 | 3,656 % | 3,718 % | 3,653 % | 4,285 % | 3,966 % | 4,267 % |
| 125 | 3,660 % | 3,722 % | 3,658 % | 4,285 % | 3,968 % | 4,267 % |
| 126 | 3,664 % | 3,726 % | 3,662 % | 4,284 % | 3,970 % | 4,266 % |
| 127 | 3,668 % | 3,729 % | 3,666 % | 4,283 % | 3,972 % | 4,266 % |
| 128 | 3,672 % | 3,733 % | 3,670 % | 4,283 % | 3,973 % | 4,265 % |
| 129 | 3,677 % | 3,737 % | 3,675 % | 4,282 % | 3,975 % | 4,265 % |
| 130 | 3,681 % | 3,740 % | 3,679 % | 4,281 % | 3,977 % | 4,264 % |
| 131 | 3,685 % | 3,744 % | 3,683 % | 4,281 % | 3,979 % | 4,264 % |
| 132 | 3,688 % | 3,747 % | 3,686 % | 4,280 % | 3,980 % | 4,263 % |
| 133 | 3,692 % | 3,750 % | 3,690 % | 4,279 % | 3,982 % | 4,263 % |
| 134 | 3,696 % | 3,754 % | 3,694 % | 4,279 % | 3,984 % | 4,262 % |
| 135 | 3,700 % | 3,757 % | 3,698 % | 4,278 % | 3,985 % | 4,262 % |
| 136 | 3,703 % | 3,760 % | 3,702 % | 4,278 % | 3,987 % | 4,261 % |
| 137 | 3,707 % | 3,764 % | 3,705 % | 4,277 % | 3,988 % | 4,261 % |
| 138 | 3,711 % | 3,767 % | 3,709 % | 4,277 % | 3,990 % | 4,260 % |
| 139 | 3,714 % | 3,770 % | 3,712 % | 4,276 % | 3,991 % | 4,260 % |
| 140 | 3,718 % | 3,773 % | 3,716 % | 4,276 % | 3,993 % | 4,259 % |
| 141 | 3,721 % | 3,776 % | 3,719 % | 4,275 % | 3,994 % | 4,259 % |
| 142 | 3,724 % | 3,779 % | 3,723 % | 4,274 % | 3,996 % | 4,259 % |
| 143 | 3,728 % | 3,782 % | 3,726 % | 4,274 % | 3,997 % | 4,258 % |
| 144 | 3,731 % | 3,785 % | 3,729 % | 4,273 % | 3,999 % | 4,258 % |
| 145 | 3,734 % | 3,788 % | 3,732 % | 4,273 % | 4,000 % | 4,257 % |
| 146 | 3,737 % | 3,790 % | 3,736 % | 4,272 % | 4,001 % | 4,257 % |
| 147 | 3,741 % | 3,793 % | 3,739 % | 4,272 % | 4,003 % | 4,257 % |
| 148 | 3,744 % | 3,796 % | 3,742 % | 4,271 % | 4,004 % | 4,256 % |
| 149 | 3,747 % | 3,799 % | 3,745 % | 4,271 % | 4,005 % | 4,256 % |
| 150 | 3,750 % | 3,801 % | 3,748 % | 4,270 % | 4,007 % | 4,255 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
|---|---|---|---|---|---|---|
| 1 | – 0,207 % | 0,725 % | 0,975 % | 1,410 % | 5,582 % | 0,765 % |
| 2 | – 0,179 % | 0,978 % | 1,393 % | 1,553 % | 5,663 % | 0,815 % |
| 3 | – 0,088 % | 1,191 % | 1,799 % | 1,758 % | 5,762 % | 0,881 % |
| 4 | 0,046 % | 1,349 % | 2,197 % | 1,971 % | 5,778 % | 1,008 % |
| 5 | 0,182 % | 1,482 % | 2,565 % | 2,182 % | 5,713 % | 1,166 % |
| 6 | 0,331 % | 1,597 % | 2,905 % | 2,403 % | 5,696 % | 1,321 % |
| 7 | 0,475 % | 1,700 % | 3,201 % | 2,636 % | 5,712 % | 1,467 % |
| 8 | 0,616 % | 1,783 % | 3,445 % | 2,778 % | 5,731 % | 1,598 % |
| 9 | 0,750 % | 1,858 % | 3,659 % | 2,854 % | 5,738 % | 1,709 % |
| 10 | 0,870 % | 1,917 % | 3,868 % | 2,992 % | 5,732 % | 1,806 % |
| 11 | 0,974 % | 1,968 % | 4,038 % | 3,124 % | 5,716 % | 1,897 % |
| 12 | 1,069 % | 2,013 % | 4,169 % | 3,233 % | 5,694 % | 1,985 % |
| 13 | 1,156 % | 2,049 % | 4,270 % | 3,324 % | 5,666 % | 2,069 % |
| 14 | 1,232 % | 2,078 % | 4,348 % | 3,401 % | 5,635 % | 2,149 % |
| 15 | 1,293 % | 2,099 % | 4,410 % | 3,467 % | 5,603 % | 2,225 % |
| 16 | 1,336 % | 2,115 % | 4,457 % | 3,524 % | 5,569 % | 2,297 % |
| 17 | 1,370 % | 2,125 % | 4,494 % | 3,574 % | 5,534 % | 2,366 % |
| 18 | 1,401 % | 2,130 % | 4,522 % | 3,618 % | 5,500 % | 2,430 % |
| 19 | 1,435 % | 2,133 % | 4,544 % | 3,656 % | 5,466 % | 2,492 % |
| 20 | 1,475 % | 2,126 % | 4,560 % | 3,691 % | 5,432 % | 2,550 % |
| 21 | 1,523 % | 2,117 % | 4,571 % | 3,721 % | 5,399 % | 2,605 % |
| 22 | 1,576 % | 2,108 % | 4,579 % | 3,749 % | 5,366 % | 2,657 % |
| 23 | 1,633 % | 2,100 % | 4,584 % | 3,773 % | 5,335 % | 2,706 % |
| 24 | 1,693 % | 2,093 % | 4,587 % | 3,796 % | 5,304 % | 2,753 % |
| 25 | 1,753 % | 2,086 % | 4,587 % | 3,816 % | 5,274 % | 2,798 % |
| 26 | 1,813 % | 2,079 % | 4,586 % | 3,834 % | 5,246 % | 2,840 % |
| 27 | 1,873 % | 2,072 % | 4,584 % | 3,851 % | 5,218 % | 2,880 % |
| 28 | 1,932 % | 2,065 % | 4,581 % | 3,867 % | 5,191 % | 2,919 % |
| 29 | 1,990 % | 2,057 % | 4,577 % | 3,881 % | 5,165 % | 2,955 % |
| 30 | 2,046 % | 2,049 % | 4,573 % | 3,894 % | 5,141 % | 2,990 % |
| 31 | 2,101 % | 2,039 % | 4,568 % | 3,906 % | 5,117 % | 3,023 % |
| 32 | 2,154 % | 2,029 % | 4,563 % | 3,918 % | 5,094 % | 3,054 % |
| 33 | 2,205 % | 2,019 % | 4,557 % | 3,928 % | 5,071 % | 3,084 % |
| 34 | 2,254 % | 2,009 % | 4,551 % | 3,938 % | 5,050 % | 3,113 % |
| 35 | 2,302 % | 1,999 % | 4,545 % | 3,947 % | 5,030 % | 3,140 % |
| 36 | 2,348 % | 1,990 % | 4,539 % | 3,955 % | 5,010 % | 3,167 % |
| 37 | 2,392 % | 1,982 % | 4,534 % | 3,963 % | 4,991 % | 3,192 % |
| 38 | 2,434 % | 1,974 % | 4,528 % | 3,970 % | 4,973 % | 3,216 % |
| 39 | 2,475 % | 1,968 % | 4,522 % | 3,977 % | 4,955 % | 3,239 % |
| 40 | 2,515 % | 1,962 % | 4,516 % | 3,984 % | 4,938 % | 3,261 % |
| 41 | 2,552 % | 1,956 % | 4,510 % | 3,990 % | 4,922 % | 3,282 % |
| 42 | 2,589 % | 1,950 % | 4,504 % | 3,996 % | 4,906 % | 3,302 % |
| 43 | 2,624 % | 1,944 % | 4,499 % | 4,001 % | 4,891 % | 3,322 % |
| 44 | 2,657 % | 1,936 % | 4,493 % | 4,007 % | 4,877 % | 3,340 % |
| 45 | 2,690 % | 1,928 % | 4,488 % | 4,012 % | 4,863 % | 3,358 % |
| 46 | 2,721 % | 1,917 % | 4,483 % | 4,016 % | 4,849 % | 3,376 % |
| 47 | 2,751 % | 1,907 % | 4,477 % | 4,021 % | 4,836 % | 3,392 % |
| 48 | 2,780 % | 1,899 % | 4,472 % | 4,025 % | 4,824 % | 3,408 % |
| 49 | 2,808 % | 1,896 % | 4,468 % | 4,029 % | 4,812 % | 3,424 % |
| 50 | 2,835 % | 1,897 % | 4,463 % | 4,033 % | 4,800 % | 3,439 % |
| 51 | 2,861 % | 1,904 % | 4,458 % | 4,036 % | 4,789 % | 3,453 % |
| 52 | 2,886 % | 1,915 % | 4,454 % | 4,040 % | 4,778 % | 3,467 % |
| 53 | 2,910 % | 1,931 % | 4,449 % | 4,043 % | 4,768 % | 3,480 % |
| 54 | 2,933 % | 1,949 % | 4,445 % | 4,046 % | 4,757 % | 3,493 % |
| 55 | 2,956 % | 1,970 % | 4,441 % | 4,050 % | 4,748 % | 3,506 % |
| 56 | 2,977 % | 1,992 % | 4,437 % | 4,052 % | 4,738 % | 3,518 % |
| 57 | 2,998 % | 2,016 % | 4,433 % | 4,055 % | 4,729 % | 3,530 % |
| 58 | 3,019 % | 2,041 % | 4,429 % | 4,058 % | 4,720 % | 3,541 % |
| 59 | 3,038 % | 2,066 % | 4,426 % | 4,061 % | 4,711 % | 3,552 % |
| 60 | 3,058 % | 2,093 % | 4,422 % | 4,063 % | 4,703 % | 3,562 % |
| 61 | 3,076 % | 2,119 % | 4,419 % | 4,065 % | 4,695 % | 3,573 % |
| 62 | 3,094 % | 2,145 % | 4,415 % | 4,068 % | 4,687 % | 3,583 % |
| 63 | 3,111 % | 2,172 % | 4,412 % | 4,070 % | 4,679 % | 3,592 % |
| 64 | 3,128 % | 2,198 % | 4,409 % | 4,072 % | 4,672 % | 3,602 % |
| 65 | 3,144 % | 2,224 % | 4,406 % | 4,074 % | 4,665 % | 3,611 % |
| 66 | 3,160 % | 2,250 % | 4,403 % | 4,076 % | 4,658 % | 3,619 % |
| 67 | 3,176 % | 2,276 % | 4,400 % | 4,078 % | 4,651 % | 3,628 % |
| 68 | 3,191 % | 2,301 % | 4,397 % | 4,080 % | 4,644 % | 3,636 % |
| 69 | 3,205 % | 2,326 % | 4,394 % | 4,082 % | 4,638 % | 3,644 % |
| 70 | 3,219 % | 2,350 % | 4,391 % | 4,084 % | 4,632 % | 3,652 % |
| 71 | 3,233 % | 2,374 % | 4,389 % | 4,085 % | 4,626 % | 3,660 % |
| 72 | 3,246 % | 2,398 % | 4,386 % | 4,087 % | 4,620 % | 3,667 % |
| 73 | 3,259 % | 2,421 % | 4,384 % | 4,089 % | 4,614 % | 3,675 % |
| 74 | 3,272 % | 2,444 % | 4,381 % | 4,090 % | 4,609 % | 3,682 % |
| 75 | 3,284 % | 2,466 % | 4,379 % | 4,092 % | 4,603 % | 3,688 % |
| 76 | 3,296 % | 2,488 % | 4,376 % | 4,093 % | 4,598 % | 3,695 % |
| 77 | 3,308 % | 2,509 % | 4,374 % | 4,095 % | 4,593 % | 3,702 % |
| 78 | 3,319 % | 2,530 % | 4,372 % | 4,096 % | 4,588 % | 3,708 % |
| 79 | 3,330 % | 2,550 % | 4,370 % | 4,097 % | 4,583 % | 3,714 % |
| 80 | 3,341 % | 2,570 % | 4,368 % | 4,099 % | 4,578 % | 3,720 % |
| 81 | 3,352 % | 2,590 % | 4,366 % | 4,100 % | 4,573 % | 3,726 % |
| 82 | 3,362 % | 2,609 % | 4,364 % | 4,101 % | 4,569 % | 3,732 % |
| 83 | 3,372 % | 2,627 % | 4,362 % | 4,102 % | 4,564 % | 3,738 % |
| 84 | 3,382 % | 2,646 % | 4,360 % | 4,104 % | 4,560 % | 3,743 % |
| 85 | 3,391 % | 2,664 % | 4,358 % | 4,105 % | 4,556 % | 3,748 % |
| 86 | 3,401 % | 2,681 % | 4,356 % | 4,106 % | 4,552 % | 3,754 % |
| 87 | 3,410 % | 2,698 % | 4,354 % | 4,107 % | 4,548 % | 3,759 % |
| 88 | 3,419 % | 2,715 % | 4,352 % | 4,108 % | 4,544 % | 3,764 % |
| 89 | 3,428 % | 2,732 % | 4,351 % | 4,109 % | 4,540 % | 3,769 % |
| 90 | 3,436 % | 2,748 % | 4,349 % | 4,110 % | 4,536 % | 3,773 % |
| 91 | 3,444 % | 2,763 % | 4,347 % | 4,111 % | 4,532 % | 3,778 % |
| 92 | 3,453 % | 2,779 % | 4,346 % | 4,112 % | 4,529 % | 3,783 % |
| 93 | 3,461 % | 2,794 % | 4,344 % | 4,113 % | 4,525 % | 3,787 % |
| 94 | 3,468 % | 2,809 % | 4,343 % | 4,114 % | 4,522 % | 3,791 % |
| 95 | 3,476 % | 2,823 % | 4,341 % | 4,115 % | 4,518 % | 3,796 % |
| 96 | 3,484 % | 2,837 % | 4,340 % | 4,116 % | 4,515 % | 3,800 % |
| 97 | 3,491 % | 2,851 % | 4,338 % | 4,117 % | 4,512 % | 3,804 % |
| 98 | 3,498 % | 2,865 % | 4,337 % | 4,118 % | 4,509 % | 3,808 % |
| 99 | 3,505 % | 2,878 % | 4,336 % | 4,118 % | 4,506 % | 3,812 % |
| 100 | 3,512 % | 2,891 % | 4,334 % | 4,119 % | 4,502 % | 3,816 % |
| 101 | 3,519 % | 2,904 % | 4,333 % | 4,120 % | 4,499 % | 3,820 % |
| 102 | 3,526 % | 2,917 % | 4,332 % | 4,121 % | 4,497 % | 3,823 % |
| 103 | 3,532 % | 2,929 % | 4,330 % | 4,122 % | 4,494 % | 3,827 % |
| 104 | 3,539 % | 2,941 % | 4,329 % | 4,122 % | 4,491 % | 3,831 % |
| 105 | 3,545 % | 2,953 % | 4,328 % | 4,123 % | 4,488 % | 3,834 % |
| 106 | 3,551 % | 2,965 % | 4,327 % | 4,124 % | 4,485 % | 3,838 % |
| 107 | 3,557 % | 2,976 % | 4,325 % | 4,125 % | 4,483 % | 3,841 % |
| 108 | 3,563 % | 2,988 % | 4,324 % | 4,125 % | 4,480 % | 3,844 % |
| 109 | 3,569 % | 2,999 % | 4,323 % | 4,126 % | 4,477 % | 3,848 % |
| 110 | 3,575 % | 3,010 % | 4,322 % | 4,127 % | 4,475 % | 3,851 % |
| 111 | 3,580 % | 3,020 % | 4,321 % | 4,127 % | 4,472 % | 3,854 % |
| 112 | 3,586 % | 3,031 % | 4,320 % | 4,128 % | 4,470 % | 3,857 % |
| 113 | 3,591 % | 3,041 % | 4,319 % | 4,129 % | 4,468 % | 3,860 % |
| 114 | 3,596 % | 3,051 % | 4,318 % | 4,129 % | 4,465 % | 3,863 % |
| 115 | 3,602 % | 3,061 % | 4,317 % | 4,130 % | 4,463 % | 3,866 % |
| 116 | 3,607 % | 3,071 % | 4,316 % | 4,130 % | 4,461 % | 3,869 % |
| 117 | 3,612 % | 3,080 % | 4,315 % | 4,131 % | 4,458 % | 3,872 % |
| 118 | 3,617 % | 3,090 % | 4,314 % | 4,132 % | 4,456 % | 3,874 % |
| 119 | 3,622 % | 3,099 % | 4,313 % | 4,132 % | 4,454 % | 3,877 % |
| 120 | 3,627 % | 3,108 % | 4,312 % | 4,133 % | 4,452 % | 3,880 % |
| 121 | 3,631 % | 3,117 % | 4,311 % | 4,133 % | 4,450 % | 3,882 % |
| 122 | 3,636 % | 3,126 % | 4,310 % | 4,134 % | 4,448 % | 3,885 % |
| 123 | 3,640 % | 3,135 % | 4,309 % | 4,134 % | 4,446 % | 3,888 % |
| 124 | 3,645 % | 3,143 % | 4,308 % | 4,135 % | 4,444 % | 3,890 % |
| 125 | 3,649 % | 3,152 % | 4,307 % | 4,136 % | 4,442 % | 3,893 % |
| 126 | 3,654 % | 3,160 % | 4,306 % | 4,136 % | 4,440 % | 3,895 % |
| 127 | 3,658 % | 3,168 % | 4,306 % | 4,137 % | 4,438 % | 3,897 % |
| 128 | 3,662 % | 3,176 % | 4,305 % | 4,137 % | 4,436 % | 3,900 % |
| 129 | 3,666 % | 3,184 % | 4,304 % | 4,138 % | 4,434 % | 3,902 % |
| 130 | 3,671 % | 3,192 % | 4,303 % | 4,138 % | 4,433 % | 3,904 % |
| 131 | 3,675 % | 3,199 % | 4,302 % | 4,138 % | 4,431 % | 3,907 % |
| 132 | 3,679 % | 3,207 % | 4,302 % | 4,139 % | 4,429 % | 3,909 % |
| 133 | 3,682 % | 3,214 % | 4,301 % | 4,139 % | 4,427 % | 3,911 % |
| 134 | 3,686 % | 3,222 % | 4,300 % | 4,140 % | 4,426 % | 3,913 % |
| 135 | 3,690 % | 3,229 % | 4,299 % | 4,140 % | 4,424 % | 3,915 % |
| 136 | 3,694 % | 3,236 % | 4,299 % | 4,141 % | 4,422 % | 3,917 % |
| 137 | 3,698 % | 3,243 % | 4,298 % | 4,141 % | 4,421 % | 3,919 % |
| 138 | 3,701 % | 3,250 % | 4,297 % | 4,142 % | 4,419 % | 3,922 % |
| 139 | 3,705 % | 3,257 % | 4,297 % | 4,142 % | 4,418 % | 3,924 % |
| 140 | 3,708 % | 3,263 % | 4,296 % | 4,142 % | 4,416 % | 3,925 % |
| 141 | 3,712 % | 3,270 % | 4,295 % | 4,143 % | 4,414 % | 3,927 % |
| 142 | 3,715 % | 3,277 % | 4,294 % | 4,143 % | 4,413 % | 3,929 % |
| 143 | 3,719 % | 3,283 % | 4,294 % | 4,144 % | 4,411 % | 3,931 % |
| 144 | 3,722 % | 3,289 % | 4,293 % | 4,144 % | 4,410 % | 3,933 % |
| 145 | 3,725 % | 3,296 % | 4,293 % | 4,144 % | 4,409 % | 3,935 % |
| 146 | 3,728 % | 3,302 % | 4,292 % | 4,145 % | 4,407 % | 3,937 % |
| 147 | 3,732 % | 3,308 % | 4,291 % | 4,145 % | 4,406 % | 3,939 % |
| 148 | 3,735 % | 3,314 % | 4,291 % | 4,146 % | 4,404 % | 3,940 % |
| 149 | 3,738 % | 3,320 % | 4,290 % | 4,146 % | 4,403 % | 3,942 % |
| 150 | 3,741 % | 3,326 % | 4,289 % | 4,146 % | 4,402 % | 3,944 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
|---|---|---|---|---|---|---|
| 1 | – 0,795 % | 2,043 % | 1,257 % | 0,645 % | 3,816 % | 4,474 % |
| 2 | – 0,746 % | 2,008 % | 1,345 % | 0,681 % | 3,983 % | 4,580 % |
| 3 | – 0,666 % | 2,059 % | 1,488 % | 0,789 % | 4,130 % | 4,688 % |
| 4 | – 0,543 % | 2,153 % | 1,731 % | 0,909 % | 4,248 % | 4,853 % |
| 5 | – 0,407 % | 2,304 % | 1,912 % | 1,039 % | 4,357 % | 4,907 % |
| 6 | – 0,270 % | 2,407 % | 1,991 % | 1,185 % | 4,457 % | 5,049 % |
| 7 | – 0,143 % | 2,534 % | 2,032 % | 1,336 % | 4,595 % | 5,199 % |
| 8 | – 0,030 % | 2,633 % | 2,192 % | 1,491 % | 4,662 % | 5,320 % |
| 9 | 0,071 % | 2,741 % | 2,274 % | 1,644 % | 4,757 % | 5,536 % |
| 10 | 0,159 % | 2,831 % | 2,290 % | 1,778 % | 4,802 % | 5,775 % |
| 11 | 0,227 % | 2,900 % | 2,427 % | 1,904 % | 4,823 % | 5,956 % |
| 12 | 0,317 % | 2,960 % | 2,613 % | 2,019 % | 4,836 % | 6,081 % |
| 13 | 0,372 % | 3,019 % | 2,762 % | 2,116 % | 4,841 % | 6,164 % |
| 14 | 0,408 % | 3,075 % | 2,875 % | 2,199 % | 4,842 % | 6,215 % |
| 15 | 0,481 % | 3,124 % | 2,965 % | 2,269 % | 4,839 % | 6,243 % |
| 16 | 0,545 % | 3,165 % | 3,043 % | 2,328 % | 4,833 % | 6,252 % |
| 17 | 0,591 % | 3,199 % | 3,112 % | 2,375 % | 4,826 % | 6,247 % |
| 18 | 0,624 % | 3,229 % | 3,173 % | 2,412 % | 4,817 % | 6,232 % |
| 19 | 0,649 % | 3,255 % | 3,228 % | 2,437 % | 4,807 % | 6,209 % |
| 20 | 0,668 % | 3,279 % | 3,277 % | 2,451 % | 4,796 % | 6,179 % |
| 21 | 0,684 % | 3,301 % | 3,321 % | 2,454 % | 4,784 % | 6,146 % |
| 22 | 0,700 % | 3,319 % | 3,362 % | 2,452 % | 4,773 % | 6,109 % |
| 23 | 0,717 % | 3,332 % | 3,399 % | 2,449 % | 4,761 % | 6,070 % |
| 24 | 0,739 % | 3,339 % | 3,433 % | 2,449 % | 4,749 % | 6,029 % |
| 25 | 0,767 % | 3,339 % | 3,464 % | 2,454 % | 4,737 % | 5,988 % |
| 26 | 0,800 % | 3,332 % | 3,492 % | 2,466 % | 4,725 % | 5,946 % |
| 27 | 0,839 % | 3,321 % | 3,519 % | 2,484 % | 4,713 % | 5,905 % |
| 28 | 0,881 % | 3,310 % | 3,544 % | 2,506 % | 4,702 % | 5,864 % |
| 29 | 0,925 % | 3,299 % | 3,567 % | 2,532 % | 4,691 % | 5,824 % |
| 30 | 0,970 % | 3,292 % | 3,588 % | 2,559 % | 4,680 % | 5,784 % |
| 31 | 1,016 % | 3,289 % | 3,608 % | 2,588 % | 4,669 % | 5,746 % |
| 32 | 1,062 % | 3,290 % | 3,627 % | 2,618 % | 4,659 % | 5,708 % |
| 33 | 1,108 % | 3,294 % | 3,644 % | 2,648 % | 4,648 % | 5,671 % |
| 34 | 1,154 % | 3,300 % | 3,661 % | 2,679 % | 4,639 % | 5,636 % |
| 35 | 1,198 % | 3,308 % | 3,676 % | 2,710 % | 4,629 % | 5,602 % |
| 36 | 1,242 % | 3,318 % | 3,691 % | 2,740 % | 4,620 % | 5,569 % |
| 37 | 1,285 % | 3,328 % | 3,705 % | 2,770 % | 4,611 % | 5,537 % |
| 38 | 1,327 % | 3,340 % | 3,718 % | 2,799 % | 4,602 % | 5,506 % |
| 39 | 1,367 % | 3,352 % | 3,731 % | 2,828 % | 4,593 % | 5,476 % |
| 40 | 1,406 % | 3,365 % | 3,743 % | 2,856 % | 4,585 % | 5,447 % |
| 41 | 1,444 % | 3,378 % | 3,754 % | 2,884 % | 4,577 % | 5,419 % |
| 42 | 1,481 % | 3,391 % | 3,765 % | 2,911 % | 4,570 % | 5,393 % |
| 43 | 1,517 % | 3,404 % | 3,775 % | 2,937 % | 4,562 % | 5,367 % |
| 44 | 1,552 % | 3,417 % | 3,785 % | 2,962 % | 4,555 % | 5,342 % |
| 45 | 1,585 % | 3,430 % | 3,794 % | 2,986 % | 4,548 % | 5,318 % |
| 46 | 1,617 % | 3,443 % | 3,803 % | 3,010 % | 4,541 % | 5,295 % |
| 47 | 1,649 % | 3,456 % | 3,811 % | 3,033 % | 4,535 % | 5,273 % |
| 48 | 1,679 % | 3,469 % | 3,819 % | 3,056 % | 4,528 % | 5,251 % |
| 49 | 1,708 % | 3,481 % | 3,827 % | 3,077 % | 4,522 % | 5,231 % |
| 50 | 1,736 % | 3,493 % | 3,835 % | 3,098 % | 4,516 % | 5,211 % |
| 51 | 1,764 % | 3,505 % | 3,842 % | 3,119 % | 4,511 % | 5,192 % |
| 52 | 1,790 % | 3,517 % | 3,849 % | 3,138 % | 4,505 % | 5,173 % |
| 53 | 1,815 % | 3,528 % | 3,856 % | 3,157 % | 4,500 % | 5,155 % |
| 54 | 1,840 % | 3,540 % | 3,862 % | 3,176 % | 4,495 % | 5,138 % |
| 55 | 1,864 % | 3,550 % | 3,868 % | 3,194 % | 4,490 % | 5,121 % |
| 56 | 1,887 % | 3,561 % | 3,874 % | 3,211 % | 4,485 % | 5,105 % |
| 57 | 1,909 % | 3,571 % | 3,880 % | 3,228 % | 4,480 % | 5,089 % |
| 58 | 1,931 % | 3,581 % | 3,885 % | 3,244 % | 4,475 % | 5,074 % |
| 59 | 1,952 % | 3,591 % | 3,891 % | 3,260 % | 4,471 % | 5,059 % |
| 60 | 1,972 % | 3,601 % | 3,896 % | 3,275 % | 4,466 % | 5,045 % |
| 61 | 1,992 % | 3,610 % | 3,901 % | 3,290 % | 4,462 % | 5,031 % |
| 62 | 2,011 % | 3,619 % | 3,906 % | 3,304 % | 4,458 % | 5,018 % |
| 63 | 2,030 % | 3,628 % | 3,911 % | 3,318 % | 4,454 % | 5,005 % |
| 64 | 2,048 % | 3,636 % | 3,915 % | 3,331 % | 4,450 % | 4,993 % |
| 65 | 2,065 % | 3,645 % | 3,920 % | 3,345 % | 4,447 % | 4,980 % |
| 66 | 2,082 % | 3,653 % | 3,924 % | 3,357 % | 4,443 % | 4,969 % |
| 67 | 2,099 % | 3,661 % | 3,928 % | 3,370 % | 4,439 % | 4,957 % |
| 68 | 2,115 % | 3,669 % | 3,932 % | 3,382 % | 4,436 % | 4,946 % |
| 69 | 2,130 % | 3,676 % | 3,936 % | 3,394 % | 4,433 % | 4,935 % |
| 70 | 2,145 % | 3,683 % | 3,940 % | 3,405 % | 4,429 % | 4,925 % |
| 71 | 2,160 % | 3,691 % | 3,943 % | 3,416 % | 4,426 % | 4,915 % |
| 72 | 2,174 % | 3,697 % | 3,947 % | 3,427 % | 4,423 % | 4,905 % |
| 73 | 2,188 % | 3,704 % | 3,950 % | 3,437 % | 4,420 % | 4,895 % |
| 74 | 2,202 % | 3,711 % | 3,954 % | 3,448 % | 4,417 % | 4,886 % |
| 75 | 2,215 % | 3,717 % | 3,957 % | 3,457 % | 4,414 % | 4,876 % |
| 76 | 2,228 % | 3,723 % | 3,960 % | 3,467 % | 4,411 % | 4,868 % |
| 77 | 2,240 % | 3,730 % | 3,963 % | 3,477 % | 4,409 % | 4,859 % |
| 78 | 2,253 % | 3,736 % | 3,966 % | 3,486 % | 4,406 % | 4,850 % |
| 79 | 2,265 % | 3,741 % | 3,969 % | 3,495 % | 4,404 % | 4,842 % |
| 80 | 2,276 % | 3,747 % | 3,972 % | 3,504 % | 4,401 % | 4,834 % |
| 81 | 2,288 % | 3,753 % | 3,975 % | 3,512 % | 4,399 % | 4,826 % |
| 82 | 2,299 % | 3,758 % | 3,978 % | 3,520 % | 4,396 % | 4,819 % |
| 83 | 2,309 % | 3,763 % | 3,981 % | 3,529 % | 4,394 % | 4,811 % |
| 84 | 2,320 % | 3,768 % | 3,983 % | 3,537 % | 4,391 % | 4,804 % |
| 85 | 2,330 % | 3,773 % | 3,986 % | 3,544 % | 4,389 % | 4,797 % |
| 86 | 2,340 % | 3,778 % | 3,988 % | 3,552 % | 4,387 % | 4,790 % |
| 87 | 2,350 % | 3,783 % | 3,991 % | 3,559 % | 4,385 % | 4,783 % |
| 88 | 2,360 % | 3,788 % | 3,993 % | 3,567 % | 4,383 % | 4,776 % |
| 89 | 2,369 % | 3,793 % | 3,995 % | 3,574 % | 4,381 % | 4,770 % |
| 90 | 2,378 % | 3,797 % | 3,998 % | 3,581 % | 4,379 % | 4,764 % |
| 91 | 2,387 % | 3,801 % | 4,000 % | 3,587 % | 4,377 % | 4,757 % |
| 92 | 2,396 % | 3,806 % | 4,002 % | 3,594 % | 4,375 % | 4,751 % |
| 93 | 2,405 % | 3,810 % | 4,004 % | 3,601 % | 4,373 % | 4,745 % |
| 94 | 2,413 % | 3,814 % | 4,006 % | 3,607 % | 4,371 % | 4,740 % |
| 95 | 2,421 % | 3,818 % | 4,008 % | 3,613 % | 4,369 % | 4,734 % |
| 96 | 2,429 % | 3,822 % | 4,010 % | 3,619 % | 4,368 % | 4,728 % |
| 97 | 2,437 % | 3,826 % | 4,012 % | 3,625 % | 4,366 % | 4,723 % |
| 98 | 2,445 % | 3,830 % | 4,014 % | 3,631 % | 4,364 % | 4,717 % |
| 99 | 2,453 % | 3,834 % | 4,016 % | 3,637 % | 4,363 % | 4,712 % |
| 100 | 2,460 % | 3,837 % | 4,018 % | 3,642 % | 4,361 % | 4,707 % |
| 101 | 2,467 % | 3,841 % | 4,020 % | 3,648 % | 4,359 % | 4,702 % |
| 102 | 2,475 % | 3,844 % | 4,021 % | 3,653 % | 4,358 % | 4,697 % |
| 103 | 2,482 % | 3,848 % | 4,023 % | 3,659 % | 4,356 % | 4,692 % |
| 104 | 2,489 % | 3,851 % | 4,025 % | 3,664 % | 4,355 % | 4,688 % |
| 105 | 2,495 % | 3,854 % | 4,027 % | 3,669 % | 4,353 % | 4,683 % |
| 106 | 2,502 % | 3,858 % | 4,028 % | 3,674 % | 4,352 % | 4,678 % |
| 107 | 2,508 % | 3,861 % | 4,030 % | 3,679 % | 4,350 % | 4,674 % |
| 108 | 2,515 % | 3,864 % | 4,031 % | 3,684 % | 4,349 % | 4,669 % |
| 109 | 2,521 % | 3,867 % | 4,033 % | 3,688 % | 4,348 % | 4,665 % |
| 110 | 2,527 % | 3,870 % | 4,034 % | 3,693 % | 4,346 % | 4,661 % |
| 111 | 2,533 % | 3,873 % | 4,036 % | 3,697 % | 4,345 % | 4,657 % |
| 112 | 2,539 % | 3,876 % | 4,037 % | 3,702 % | 4,344 % | 4,653 % |
| 113 | 2,545 % | 3,879 % | 4,039 % | 3,706 % | 4,342 % | 4,649 % |
| 114 | 2,551 % | 3,882 % | 4,040 % | 3,711 % | 4,341 % | 4,645 % |
| 115 | 2,556 % | 3,884 % | 4,042 % | 3,715 % | 4,340 % | 4,641 % |
| 116 | 2,562 % | 3,887 % | 4,043 % | 3,719 % | 4,339 % | 4,637 % |
| 117 | 2,567 % | 3,890 % | 4,044 % | 3,723 % | 4,338 % | 4,633 % |
| 118 | 2,573 % | 3,892 % | 4,046 % | 3,727 % | 4,336 % | 4,630 % |
| 119 | 2,578 % | 3,895 % | 4,047 % | 3,731 % | 4,335 % | 4,626 % |
| 120 | 2,583 % | 3,898 % | 4,048 % | 3,735 % | 4,334 % | 4,622 % |
| 121 | 2,588 % | 3,900 % | 4,050 % | 3,739 % | 4,333 % | 4,619 % |
| 122 | 2,593 % | 3,903 % | 4,051 % | 3,743 % | 4,332 % | 4,615 % |
| 123 | 2,598 % | 3,905 % | 4,052 % | 3,746 % | 4,331 % | 4,612 % |
| 124 | 2,603 % | 3,907 % | 4,053 % | 3,750 % | 4,330 % | 4,609 % |
| 125 | 2,608 % | 3,910 % | 4,054 % | 3,754 % | 4,329 % | 4,605 % |
| 126 | 2,612 % | 3,912 % | 4,055 % | 3,757 % | 4,328 % | 4,602 % |
| 127 | 2,617 % | 3,914 % | 4,057 % | 3,761 % | 4,327 % | 4,599 % |
| 128 | 2,622 % | 3,916 % | 4,058 % | 3,764 % | 4,326 % | 4,596 % |
| 129 | 2,626 % | 3,919 % | 4,059 % | 3,767 % | 4,325 % | 4,593 % |
| 130 | 2,630 % | 3,921 % | 4,060 % | 3,771 % | 4,324 % | 4,590 % |
| 131 | 2,635 % | 3,923 % | 4,061 % | 3,774 % | 4,323 % | 4,587 % |
| 132 | 2,639 % | 3,925 % | 4,062 % | 3,777 % | 4,322 % | 4,584 % |
| 133 | 2,643 % | 3,927 % | 4,063 % | 3,780 % | 4,321 % | 4,581 % |
| 134 | 2,647 % | 3,929 % | 4,064 % | 3,784 % | 4,320 % | 4,578 % |
| 135 | 2,651 % | 3,931 % | 4,065 % | 3,787 % | 4,319 % | 4,575 % |
| 136 | 2,655 % | 3,933 % | 4,066 % | 3,790 % | 4,318 % | 4,573 % |
| 137 | 2,659 % | 3,935 % | 4,067 % | 3,793 % | 4,317 % | 4,570 % |
| 138 | 2,663 % | 3,937 % | 4,068 % | 3,796 % | 4,317 % | 4,567 % |
| 139 | 2,667 % | 3,939 % | 4,069 % | 3,799 % | 4,316 % | 4,565 % |
| 140 | 2,671 % | 3,941 % | 4,070 % | 3,801 % | 4,315 % | 4,562 % |
| 141 | 2,675 % | 3,943 % | 4,071 % | 3,804 % | 4,314 % | 4,559 % |
| 142 | 2,678 % | 3,944 % | 4,072 % | 3,807 % | 4,313 % | 4,557 % |
| 143 | 2,682 % | 3,946 % | 4,073 % | 3,810 % | 4,313 % | 4,554 % |
| 144 | 2,686 % | 3,948 % | 4,074 % | 3,812 % | 4,312 % | 4,552 % |
| 145 | 2,689 % | 3,950 % | 4,074 % | 3,815 % | 4,311 % | 4,549 % |
| 146 | 2,693 % | 3,951 % | 4,075 % | 3,818 % | 4,310 % | 4,547 % |
| 147 | 2,696 % | 3,953 % | 4,076 % | 3,820 % | 4,309 % | 4,545 % |
| 148 | 2,700 % | 3,955 % | 4,077 % | 3,823 % | 4,309 % | 4,542 % |
| 149 | 2,703 % | 3,956 % | 4,078 % | 3,825 % | 4,308 % | 4,540 % |
| 150 | 2,706 % | 3,958 % | 4,079 % | 3,828 % | 4,307 % | 4,538 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
|---|---|---|---|---|---|---|
| 1 | 0,461 % | 7,178 % | 3,347 % | 0,257 % | 2,430 % | 7,354 % |
| 2 | 0,764 % | 7,292 % | 3,803 % | 0,343 % | 2,512 % | 8,072 % |
| 3 | 0,977 % | 7,404 % | 4,530 % | 0,431 % | 2,655 % | 8,510 % |
| 4 | 1,182 % | 7,513 % | 4,956 % | 0,520 % | 2,812 % | 8,814 % |
| 5 | 1,316 % | 7,610 % | 5,396 % | 0,609 % | 2,964 % | 9,035 % |
| 6 | 1,427 % | 7,680 % | 5,717 % | 0,697 % | 3,102 % | 9,214 % |
| 7 | 1,524 % | 7,752 % | 5,879 % | 0,786 % | 3,222 % | 9,353 % |
| 8 | 1,604 % | 7,804 % | 6,000 % | 0,871 % | 3,325 % | 9,470 % |
| 9 | 1,667 % | 7,847 % | 6,100 % | 0,953 % | 3,411 % | 9,563 % |
| 10 | 1,715 % | 7,882 % | 6,206 % | 1,032 % | 3,485 % | 9,646 % |
| 11 | 1,751 % | 7,892 % | 6,319 % | 1,120 % | 3,557 % | 9,723 % |
| 12 | 1,789 % | 7,879 % | 6,434 % | 1,214 % | 3,626 % | 9,794 % |
| 13 | 1,839 % | 7,851 % | 6,547 % | 1,310 % | 3,689 % | 9,860 % |
| 14 | 1,896 % | 7,811 % | 6,655 % | 1,407 % | 3,745 % | 9,910 % |
| 15 | 1,958 % | 7,763 % | 6,755 % | 1,502 % | 3,793 % | 9,934 % |
| 16 | 2,021 % | 7,709 % | 6,846 % | 1,594 % | 3,833 % | 9,928 % |
| 17 | 2,085 % | 7,652 % | 6,925 % | 1,684 % | 3,868 % | 9,895 % |
| 18 | 2,148 % | 7,593 % | 6,993 % | 1,769 % | 3,897 % | 9,841 % |
| 19 | 2,210 % | 7,533 % | 7,046 % | 1,851 % | 3,923 % | 9,772 % |
| 20 | 2,271 % | 7,472 % | 7,084 % | 1,930 % | 3,945 % | 9,692 % |
| 21 | 2,329 % | 7,412 % | 7,105 % | 2,005 % | 3,964 % | 9,602 % |
| 22 | 2,386 % | 7,352 % | 7,113 % | 2,076 % | 3,982 % | 9,507 % |
| 23 | 2,440 % | 7,293 % | 7,109 % | 2,144 % | 3,997 % | 9,409 % |
| 24 | 2,492 % | 7,236 % | 7,097 % | 2,208 % | 4,011 % | 9,308 % |
| 25 | 2,543 % | 7,180 % | 7,077 % | 2,270 % | 4,023 % | 9,206 % |
| 26 | 2,591 % | 7,126 % | 7,053 % | 2,328 % | 4,034 % | 9,104 % |
| 27 | 2,637 % | 7,074 % | 7,025 % | 2,384 % | 4,044 % | 9,004 % |
| 28 | 2,681 % | 7,023 % | 6,994 % | 2,437 % | 4,053 % | 8,905 % |
| 29 | 2,723 % | 6,974 % | 6,961 % | 2,488 % | 4,061 % | 8,808 % |
| 30 | 2,763 % | 6,927 % | 6,926 % | 2,536 % | 4,069 % | 8,714 % |
| 31 | 2,802 % | 6,881 % | 6,891 % | 2,582 % | 4,076 % | 8,623 % |
| 32 | 2,839 % | 6,838 % | 6,856 % | 2,625 % | 4,082 % | 8,534 % |
| 33 | 2,874 % | 6,796 % | 6,820 % | 2,667 % | 4,088 % | 8,448 % |
| 34 | 2,908 % | 6,755 % | 6,785 % | 2,707 % | 4,093 % | 8,365 % |
| 35 | 2,940 % | 6,717 % | 6,750 % | 2,745 % | 4,098 % | 8,285 % |
| 36 | 2,971 % | 6,680 % | 6,716 % | 2,781 % | 4,102 % | 8,209 % |
| 37 | 3,001 % | 6,644 % | 6,682 % | 2,816 % | 4,106 % | 8,135 % |
| 38 | 3,029 % | 6,609 % | 6,650 % | 2,850 % | 4,110 % | 8,064 % |
| 39 | 3,057 % | 6,576 % | 6,618 % | 2,881 % | 4,113 % | 7,995 % |
| 40 | 3,083 % | 6,545 % | 6,587 % | 2,912 % | 4,116 % | 7,930 % |
| 41 | 3,108 % | 6,514 % | 6,557 % | 2,941 % | 4,119 % | 7,866 % |
| 42 | 3,132 % | 6,485 % | 6,528 % | 2,969 % | 4,122 % | 7,806 % |
| 43 | 3,155 % | 6,457 % | 6,500 % | 2,996 % | 4,125 % | 7,748 % |
| 44 | 3,178 % | 6,430 % | 6,472 % | 3,022 % | 4,127 % | 7,692 % |
| 45 | 3,199 % | 6,404 % | 6,446 % | 3,047 % | 4,130 % | 7,638 % |
| 46 | 3,220 % | 6,379 % | 6,420 % | 3,071 % | 4,132 % | 7,586 % |
| 47 | 3,240 % | 6,355 % | 6,396 % | 3,094 % | 4,134 % | 7,537 % |
| 48 | 3,259 % | 6,331 % | 6,372 % | 3,116 % | 4,136 % | 7,489 % |
| 49 | 3,277 % | 6,309 % | 6,349 % | 3,137 % | 4,137 % | 7,443 % |
| 50 | 3,295 % | 6,287 % | 6,327 % | 3,158 % | 4,139 % | 7,398 % |
| 51 | 3,312 % | 6,267 % | 6,306 % | 3,178 % | 4,141 % | 7,356 % |
| 52 | 3,329 % | 6,247 % | 6,285 % | 3,197 % | 4,142 % | 7,314 % |
| 53 | 3,345 % | 6,227 % | 6,265 % | 3,215 % | 4,144 % | 7,275 % |
| 54 | 3,360 % | 6,209 % | 6,245 % | 3,233 % | 4,145 % | 7,236 % |
| 55 | 3,375 % | 6,191 % | 6,227 % | 3,250 % | 4,146 % | 7,199 % |
| 56 | 3,389 % | 6,173 % | 6,209 % | 3,267 % | 4,147 % | 7,164 % |
| 57 | 3,403 % | 6,156 % | 6,191 % | 3,283 % | 4,149 % | 7,129 % |
| 58 | 3,417 % | 6,140 % | 6,174 % | 3,298 % | 4,150 % | 7,096 % |
| 59 | 3,430 % | 6,124 % | 6,158 % | 3,313 % | 4,151 % | 7,064 % |
| 60 | 3,442 % | 6,109 % | 6,142 % | 3,328 % | 4,152 % | 7,033 % |
| 61 | 3,454 % | 6,094 % | 6,127 % | 3,342 % | 4,153 % | 7,003 % |
| 62 | 3,466 % | 6,080 % | 6,112 % | 3,356 % | 4,154 % | 6,973 % |
| 63 | 3,478 % | 6,066 % | 6,098 % | 3,369 % | 4,155 % | 6,945 % |
| 64 | 3,489 % | 6,052 % | 6,084 % | 3,382 % | 4,155 % | 6,918 % |
| 65 | 3,500 % | 6,039 % | 6,070 % | 3,394 % | 4,156 % | 6,891 % |
| 66 | 3,510 % | 6,027 % | 6,057 % | 3,406 % | 4,157 % | 6,865 % |
| 67 | 3,520 % | 6,014 % | 6,044 % | 3,418 % | 4,158 % | 6,840 % |
| 68 | 3,530 % | 6,002 % | 6,032 % | 3,429 % | 4,158 % | 6,816 % |
| 69 | 3,540 % | 5,991 % | 6,020 % | 3,440 % | 4,159 % | 6,793 % |
| 70 | 3,549 % | 5,979 % | 6,008 % | 3,451 % | 4,160 % | 6,770 % |
| 71 | 3,558 % | 5,968 % | 5,996 % | 3,461 % | 4,160 % | 6,748 % |
| 72 | 3,567 % | 5,958 % | 5,985 % | 3,472 % | 4,161 % | 6,726 % |
| 73 | 3,576 % | 5,947 % | 5,975 % | 3,482 % | 4,162 % | 6,705 % |
| 74 | 3,584 % | 5,937 % | 5,964 % | 3,491 % | 4,162 % | 6,684 % |
| 75 | 3,592 % | 5,927 % | 5,954 % | 3,501 % | 4,163 % | 6,665 % |
| 76 | 3,600 % | 5,918 % | 5,944 % | 3,510 % | 4,163 % | 6,645 % |
| 77 | 3,608 % | 5,909 % | 5,934 % | 3,519 % | 4,164 % | 6,626 % |
| 78 | 3,616 % | 5,899 % | 5,925 % | 3,527 % | 4,164 % | 6,608 % |
| 79 | 3,623 % | 5,891 % | 5,916 % | 3,536 % | 4,165 % | 6,590 % |
| 80 | 3,630 % | 5,882 % | 5,907 % | 3,544 % | 4,165 % | 6,572 % |
| 81 | 3,637 % | 5,873 % | 5,898 % | 3,552 % | 4,166 % | 6,555 % |
| 82 | 3,644 % | 5,865 % | 5,889 % | 3,560 % | 4,166 % | 6,539 % |
| 83 | 3,651 % | 5,857 % | 5,881 % | 3,568 % | 4,167 % | 6,523 % |
| 84 | 3,657 % | 5,849 % | 5,873 % | 3,575 % | 4,167 % | 6,507 % |
| 85 | 3,663 % | 5,842 % | 5,865 % | 3,582 % | 4,167 % | 6,491 % |
| 86 | 3,670 % | 5,834 % | 5,857 % | 3,590 % | 4,168 % | 6,476 % |
| 87 | 3,676 % | 5,827 % | 5,850 % | 3,597 % | 4,168 % | 6,461 % |
| 88 | 3,682 % | 5,820 % | 5,842 % | 3,603 % | 4,169 % | 6,447 % |
| 89 | 3,687 % | 5,813 % | 5,835 % | 3,610 % | 4,169 % | 6,433 % |
| 90 | 3,693 % | 5,806 % | 5,828 % | 3,617 % | 4,169 % | 6,419 % |
| 91 | 3,699 % | 5,799 % | 5,821 % | 3,623 % | 4,170 % | 6,406 % |
| 92 | 3,704 % | 5,793 % | 5,814 % | 3,629 % | 4,170 % | 6,392 % |
| 93 | 3,709 % | 5,786 % | 5,808 % | 3,635 % | 4,170 % | 6,380 % |
| 94 | 3,715 % | 5,780 % | 5,801 % | 3,641 % | 4,171 % | 6,367 % |
| 95 | 3,720 % | 5,774 % | 5,795 % | 3,647 % | 4,171 % | 6,355 % |
| 96 | 3,725 % | 5,768 % | 5,789 % | 3,653 % | 4,171 % | 6,342 % |
| 97 | 3,730 % | 5,762 % | 5,783 % | 3,659 % | 4,172 % | 6,331 % |
| 98 | 3,734 % | 5,756 % | 5,777 % | 3,664 % | 4,172 % | 6,319 % |
| 99 | 3,739 % | 5,751 % | 5,771 % | 3,670 % | 4,172 % | 6,308 % |
| 100 | 3,744 % | 5,745 % | 5,765 % | 3,675 % | 4,172 % | 6,297 % |
| 101 | 3,748 % | 5,740 % | 5,759 % | 3,680 % | 4,173 % | 6,286 % |
| 102 | 3,753 % | 5,735 % | 5,754 % | 3,685 % | 4,173 % | 6,275 % |
| 103 | 3,757 % | 5,729 % | 5,749 % | 3,690 % | 4,173 % | 6,264 % |
| 104 | 3,761 % | 5,724 % | 5,743 % | 3,695 % | 4,174 % | 6,254 % |
| 105 | 3,765 % | 5,719 % | 5,738 % | 3,700 % | 4,174 % | 6,244 % |
| 106 | 3,769 % | 5,714 % | 5,733 % | 3,704 % | 4,174 % | 6,234 % |
| 107 | 3,773 % | 5,709 % | 5,728 % | 3,709 % | 4,174 % | 6,224 % |
| 108 | 3,777 % | 5,705 % | 5,723 % | 3,714 % | 4,175 % | 6,215 % |
| 109 | 3,781 % | 5,700 % | 5,718 % | 3,718 % | 4,175 % | 6,206 % |
| 110 | 3,785 % | 5,696 % | 5,714 % | 3,722 % | 4,175 % | 6,196 % |
| 111 | 3,789 % | 5,691 % | 5,709 % | 3,727 % | 4,175 % | 6,187 % |
| 112 | 3,792 % | 5,687 % | 5,704 % | 3,731 % | 4,175 % | 6,179 % |
| 113 | 3,796 % | 5,682 % | 5,700 % | 3,735 % | 4,176 % | 6,170 % |
| 114 | 3,800 % | 5,678 % | 5,695 % | 3,739 % | 4,176 % | 6,161 % |
| 115 | 3,803 % | 5,674 % | 5,691 % | 3,743 % | 4,176 % | 6,153 % |
| 116 | 3,806 % | 5,670 % | 5,687 % | 3,747 % | 4,176 % | 6,145 % |
| 117 | 3,810 % | 5,666 % | 5,683 % | 3,751 % | 4,177 % | 6,137 % |
| 118 | 3,813 % | 5,662 % | 5,679 % | 3,755 % | 4,177 % | 6,129 % |
| 119 | 3,816 % | 5,658 % | 5,675 % | 3,758 % | 4,177 % | 6,121 % |
| 120 | 3,820 % | 5,654 % | 5,671 % | 3,762 % | 4,177 % | 6,113 % |
| 121 | 3,823 % | 5,650 % | 5,667 % | 3,766 % | 4,177 % | 6,105 % |
| 122 | 3,826 % | 5,647 % | 5,663 % | 3,769 % | 4,177 % | 6,098 % |
| 123 | 3,829 % | 5,643 % | 5,659 % | 3,773 % | 4,178 % | 6,091 % |
| 124 | 3,832 % | 5,640 % | 5,655 % | 3,776 % | 4,178 % | 6,083 % |
| 125 | 3,835 % | 5,636 % | 5,652 % | 3,780 % | 4,178 % | 6,076 % |
| 126 | 3,838 % | 5,633 % | 5,648 % | 3,783 % | 4,178 % | 6,069 % |
| 127 | 3,841 % | 5,629 % | 5,645 % | 3,786 % | 4,178 % | 6,062 % |
| 128 | 3,843 % | 5,626 % | 5,641 % | 3,789 % | 4,179 % | 6,056 % |
| 129 | 3,846 % | 5,622 % | 5,638 % | 3,793 % | 4,179 % | 6,049 % |
| 130 | 3,849 % | 5,619 % | 5,634 % | 3,796 % | 4,179 % | 6,043 % |
| 131 | 3,851 % | 5,616 % | 5,631 % | 3,799 % | 4,179 % | 6,036 % |
| 132 | 3,854 % | 5,613 % | 5,628 % | 3,802 % | 4,179 % | 6,030 % |
| 133 | 3,857 % | 5,610 % | 5,625 % | 3,805 % | 4,179 % | 6,023 % |
| 134 | 3,859 % | 5,607 % | 5,621 % | 3,808 % | 4,180 % | 6,017 % |
| 135 | 3,862 % | 5,604 % | 5,618 % | 3,811 % | 4,180 % | 6,011 % |
| 136 | 3,864 % | 5,601 % | 5,615 % | 3,814 % | 4,180 % | 6,005 % |
| 137 | 3,867 % | 5,598 % | 5,612 % | 3,816 % | 4,180 % | 5,999 % |
| 138 | 3,869 % | 5,595 % | 5,609 % | 3,819 % | 4,180 % | 5,993 % |
| 139 | 3,871 % | 5,592 % | 5,606 % | 3,822 % | 4,180 % | 5,988 % |
| 140 | 3,874 % | 5,589 % | 5,603 % | 3,825 % | 4,180 % | 5,982 % |
| 141 | 3,876 % | 5,586 % | 5,600 % | 3,827 % | 4,181 % | 5,977 % |
| 142 | 3,878 % | 5,584 % | 5,598 % | 3,830 % | 4,181 % | 5,971 % |
| 143 | 3,881 % | 5,581 % | 5,595 % | 3,832 % | 4,181 % | 5,966 % |
| 144 | 3,883 % | 5,578 % | 5,592 % | 3,835 % | 4,181 % | 5,960 % |
| 145 | 3,885 % | 5,576 % | 5,589 % | 3,838 % | 4,181 % | 5,955 % |
| 146 | 3,887 % | 5,573 % | 5,587 % | 3,840 % | 4,181 % | 5,950 % |
| 147 | 3,889 % | 5,571 % | 5,584 % | 3,842 % | 4,181 % | 5,945 % |
| 148 | 3,891 % | 5,568 % | 5,581 % | 3,845 % | 4,181 % | 5,940 % |
| 149 | 3,894 % | 5,566 % | 5,579 % | 3,847 % | 4,182 % | 5,935 % |
| 150 | 3,896 % | 5,563 % | 5,576 % | 3,850 % | 4,182 % | 5,930 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
|---|---|---|---|---|---|---|
| 1 | 15,543 % | 1,985 % | 3,562 % | 11,250 % | 1,534 % | 1,301 % |
| 2 | 16,275 % | 2,000 % | 3,614 % | 10,692 % | 1,740 % | 1,301 % |
| 3 | 16,450 % | 2,083 % | 3,667 % | 11,303 % | 1,955 % | 1,337 % |
| 4 | 16,698 % | 2,156 % | 3,732 % | 10,962 % | 2,145 % | 1,386 % |
| 5 | 17,140 % | 2,265 % | 3,797 % | 10,098 % | 2,281 % | 1,433 % |
| 6 | 17,082 % | 2,347 % | 3,887 % | 10,681 % | 2,421 % | 1,480 % |
| 7 | 17,033 % | 2,417 % | 3,978 % | 9,993 % | 2,545 % | 1,527 % |
| 8 | 17,014 % | 2,460 % | 4,064 % | 10,011 % | 2,642 % | 1,569 % |
| 9 | 16,999 % | 2,514 % | 4,153 % | 10,052 % | 2,719 % | 1,608 % |
| 10 | 16,987 % | 2,558 % | 4,243 % | 9,818 % | 2,773 % | 1,643 % |
| 11 | 16,928 % | 2,602 % | 4,291 % | 9,552 % | 2,830 % | 1,675 % |
| 12 | 16,821 % | 2,648 % | 4,324 % | 9,310 % | 2,885 % | 1,700 % |
| 13 | 16,674 % | 2,695 % | 4,370 % | 9,088 % | 2,929 % | 1,714 % |
| 14 | 16,495 % | 2,741 % | 4,428 % | 8,882 % | 2,963 % | 1,721 % |
| 15 | 16,291 % | 2,787 % | 4,492 % | 8,691 % | 2,985 % | 1,722 % |
| 16 | 16,067 % | 2,831 % | 4,558 % | 8,513 % | 2,997 % | 1,720 % |
| 17 | 15,827 % | 2,874 % | 4,622 % | 8,346 % | 3,003 % | 1,718 % |
| 18 | 15,576 % | 2,916 % | 4,681 % | 8,190 % | 3,007 % | 1,722 % |
| 19 | 15,317 % | 2,956 % | 4,733 % | 8,042 % | 3,013 % | 1,734 % |
| 20 | 15,053 % | 2,995 % | 4,775 % | 7,903 % | 3,021 % | 1,755 % |
| 21 | 14,788 % | 3,031 % | 4,807 % | 7,773 % | 3,034 % | 1,786 % |
| 22 | 14,522 % | 3,067 % | 4,831 % | 7,649 % | 3,050 % | 1,826 % |
| 23 | 14,259 % | 3,101 % | 4,846 % | 7,532 % | 3,069 % | 1,870 % |
| 24 | 14,000 % | 3,133 % | 4,856 % | 7,422 % | 3,089 % | 1,918 % |
| 25 | 13,747 % | 3,164 % | 4,862 % | 7,317 % | 3,111 % | 1,969 % |
| 26 | 13,499 % | 3,193 % | 4,863 % | 7,218 % | 3,133 % | 2,020 % |
| 27 | 13,259 % | 3,222 % | 4,862 % | 7,124 % | 3,156 % | 2,071 % |
| 28 | 13,026 % | 3,249 % | 4,858 % | 7,035 % | 3,179 % | 2,123 % |
| 29 | 12,801 % | 3,275 % | 4,852 % | 6,950 % | 3,202 % | 2,173 % |
| 30 | 12,585 % | 3,299 % | 4,845 % | 6,870 % | 3,224 % | 2,223 % |
| 31 | 12,376 % | 3,323 % | 4,837 % | 6,793 % | 3,247 % | 2,272 % |
| 32 | 12,176 % | 3,346 % | 4,828 % | 6,720 % | 3,268 % | 2,319 % |
| 33 | 11,984 % | 3,367 % | 4,818 % | 6,651 % | 3,290 % | 2,365 % |
| 34 | 11,800 % | 3,388 % | 4,808 % | 6,585 % | 3,310 % | 2,410 % |
| 35 | 11,624 % | 3,408 % | 4,797 % | 6,522 % | 3,331 % | 2,453 % |
| 36 | 11,456 % | 3,427 % | 4,787 % | 6,462 % | 3,350 % | 2,494 % |
| 37 | 11,294 % | 3,445 % | 4,776 % | 6,405 % | 3,369 % | 2,535 % |
| 38 | 11,140 % | 3,463 % | 4,765 % | 6,350 % | 3,388 % | 2,573 % |
| 39 | 10,992 % | 3,480 % | 4,754 % | 6,298 % | 3,405 % | 2,611 % |
| 40 | 10,851 % | 3,496 % | 4,744 % | 6,248 % | 3,423 % | 2,647 % |
| 41 | 10,716 % | 3,512 % | 4,733 % | 6,200 % | 3,439 % | 2,681 % |
| 42 | 10,586 % | 3,526 % | 4,723 % | 6,154 % | 3,455 % | 2,714 % |
| 43 | 10,462 % | 3,541 % | 4,713 % | 6,110 % | 3,471 % | 2,747 % |
| 44 | 10,343 % | 3,555 % | 4,703 % | 6,068 % | 3,486 % | 2,777 % |
| 45 | 10,229 % | 3,568 % | 4,693 % | 6,027 % | 3,500 % | 2,807 % |
| 46 | 10,119 % | 3,581 % | 4,684 % | 5,989 % | 3,514 % | 2,836 % |
| 47 | 10,014 % | 3,593 % | 4,675 % | 5,951 % | 3,528 % | 2,863 % |
| 48 | 9,914 % | 3,605 % | 4,666 % | 5,915 % | 3,541 % | 2,890 % |
| 49 | 9,817 % | 3,617 % | 4,657 % | 5,881 % | 3,554 % | 2,916 % |
| 50 | 9,724 % | 3,628 % | 4,649 % | 5,848 % | 3,566 % | 2,940 % |
| 51 | 9,634 % | 3,638 % | 4,641 % | 5,816 % | 3,578 % | 2,964 % |
| 52 | 9,548 % | 3,649 % | 4,633 % | 5,785 % | 3,589 % | 2,987 % |
| 53 | 9,465 % | 3,659 % | 4,625 % | 5,755 % | 3,600 % | 3,010 % |
| 54 | 9,385 % | 3,668 % | 4,618 % | 5,727 % | 3,611 % | 3,031 % |
| 55 | 9,308 % | 3,678 % | 4,610 % | 5,699 % | 3,621 % | 3,052 % |
| 56 | 9,233 % | 3,687 % | 4,603 % | 5,673 % | 3,631 % | 3,072 % |
| 57 | 9,162 % | 3,695 % | 4,597 % | 5,647 % | 3,641 % | 3,091 % |
| 58 | 9,092 % | 3,704 % | 4,590 % | 5,622 % | 3,650 % | 3,110 % |
| 59 | 9,025 % | 3,712 % | 4,584 % | 5,598 % | 3,659 % | 3,128 % |
| 60 | 8,961 % | 3,720 % | 4,577 % | 5,575 % | 3,668 % | 3,146 % |
| 61 | 8,898 % | 3,728 % | 4,571 % | 5,552 % | 3,677 % | 3,163 % |
| 62 | 8,838 % | 3,735 % | 4,565 % | 5,530 % | 3,685 % | 3,179 % |
| 63 | 8,779 % | 3,742 % | 4,560 % | 5,509 % | 3,693 % | 3,195 % |
| 64 | 8,722 % | 3,749 % | 4,554 % | 5,489 % | 3,701 % | 3,211 % |
| 65 | 8,667 % | 3,756 % | 4,549 % | 5,469 % | 3,708 % | 3,226 % |
| 66 | 8,614 % | 3,763 % | 4,544 % | 5,450 % | 3,716 % | 3,241 % |
| 67 | 8,562 % | 3,769 % | 4,539 % | 5,431 % | 3,723 % | 3,255 % |
| 68 | 8,512 % | 3,775 % | 4,534 % | 5,413 % | 3,730 % | 3,269 % |
| 69 | 8,463 % | 3,782 % | 4,529 % | 5,395 % | 3,737 % | 3,282 % |
| 70 | 8,416 % | 3,787 % | 4,524 % | 5,378 % | 3,743 % | 3,295 % |
| 71 | 8,370 % | 3,793 % | 4,520 % | 5,361 % | 3,749 % | 3,308 % |
| 72 | 8,326 % | 3,799 % | 4,515 % | 5,345 % | 3,756 % | 3,320 % |
| 73 | 8,282 % | 3,804 % | 4,511 % | 5,330 % | 3,762 % | 3,332 % |
| 74 | 8,240 % | 3,810 % | 4,507 % | 5,314 % | 3,768 % | 3,344 % |
| 75 | 8,199 % | 3,815 % | 4,503 % | 5,299 % | 3,773 % | 3,355 % |
| 76 | 8,159 % | 3,820 % | 4,499 % | 5,285 % | 3,779 % | 3,366 % |
| 77 | 8,120 % | 3,825 % | 4,495 % | 5,271 % | 3,784 % | 3,377 % |
| 78 | 8,082 % | 3,829 % | 4,491 % | 5,257 % | 3,790 % | 3,387 % |
| 79 | 8,045 % | 3,834 % | 4,487 % | 5,243 % | 3,795 % | 3,397 % |
| 80 | 8,009 % | 3,839 % | 4,484 % | 5,230 % | 3,800 % | 3,407 % |
| 81 | 7,974 % | 3,843 % | 4,480 % | 5,218 % | 3,805 % | 3,417 % |
| 82 | 7,940 % | 3,847 % | 4,477 % | 5,205 % | 3,810 % | 3,427 % |
| 83 | 7,906 % | 3,852 % | 4,474 % | 5,193 % | 3,814 % | 3,436 % |
| 84 | 7,874 % | 3,856 % | 4,470 % | 5,181 % | 3,819 % | 3,445 % |
| 85 | 7,842 % | 3,860 % | 4,467 % | 5,170 % | 3,823 % | 3,454 % |
| 86 | 7,811 % | 3,864 % | 4,464 % | 5,158 % | 3,828 % | 3,463 % |
| 87 | 7,780 % | 3,868 % | 4,461 % | 5,147 % | 3,832 % | 3,471 % |
| 88 | 7,751 % | 3,871 % | 4,458 % | 5,136 % | 3,836 % | 3,479 % |
| 89 | 7,722 % | 3,875 % | 4,455 % | 5,126 % | 3,840 % | 3,487 % |
| 90 | 7,693 % | 3,879 % | 4,452 % | 5,115 % | 3,844 % | 3,495 % |
| 91 | 7,666 % | 3,882 % | 4,450 % | 5,105 % | 3,848 % | 3,503 % |
| 92 | 7,638 % | 3,886 % | 4,447 % | 5,095 % | 3,852 % | 3,510 % |
| 93 | 7,612 % | 3,889 % | 4,444 % | 5,086 % | 3,856 % | 3,518 % |
| 94 | 7,586 % | 3,892 % | 4,442 % | 5,076 % | 3,859 % | 3,525 % |
| 95 | 7,561 % | 3,895 % | 4,439 % | 5,067 % | 3,863 % | 3,532 % |
| 96 | 7,536 % | 3,899 % | 4,437 % | 5,058 % | 3,866 % | 3,539 % |
| 97 | 7,511 % | 3,902 % | 4,434 % | 5,049 % | 3,870 % | 3,546 % |
| 98 | 7,488 % | 3,905 % | 4,432 % | 5,040 % | 3,873 % | 3,553 % |
| 99 | 7,464 % | 3,908 % | 4,429 % | 5,032 % | 3,876 % | 3,559 % |
| 100 | 7,441 % | 3,911 % | 4,427 % | 5,024 % | 3,880 % | 3,565 % |
| 101 | 7,419 % | 3,914 % | 4,425 % | 5,015 % | 3,883 % | 3,572 % |
| 102 | 7,397 % | 3,916 % | 4,423 % | 5,007 % | 3,886 % | 3,578 % |
| 103 | 7,375 % | 3,919 % | 4,420 % | 4,999 % | 3,889 % | 3,584 % |
| 104 | 7,354 % | 3,922 % | 4,418 % | 4,992 % | 3,892 % | 3,590 % |
| 105 | 7,333 % | 3,924 % | 4,416 % | 4,984 % | 3,895 % | 3,596 % |
| 106 | 7,313 % | 3,927 % | 4,414 % | 4,977 % | 3,898 % | 3,601 % |
| 107 | 7,293 % | 3,930 % | 4,412 % | 4,969 % | 3,901 % | 3,607 % |
| 108 | 7,274 % | 3,932 % | 4,410 % | 4,962 % | 3,903 % | 3,612 % |
| 109 | 7,254 % | 3,934 % | 4,408 % | 4,955 % | 3,906 % | 3,618 % |
| 110 | 7,236 % | 3,937 % | 4,406 % | 4,948 % | 3,909 % | 3,623 % |
| 111 | 7,217 % | 3,939 % | 4,405 % | 4,942 % | 3,911 % | 3,628 % |
| 112 | 7,199 % | 3,942 % | 4,403 % | 4,935 % | 3,914 % | 3,633 % |
| 113 | 7,181 % | 3,944 % | 4,401 % | 4,928 % | 3,916 % | 3,638 % |
| 114 | 7,163 % | 3,946 % | 4,399 % | 4,922 % | 3,919 % | 3,643 % |
| 115 | 7,146 % | 3,948 % | 4,397 % | 4,916 % | 3,921 % | 3,648 % |
| 116 | 7,129 % | 3,950 % | 4,396 % | 4,910 % | 3,924 % | 3,653 % |
| 117 | 7,113 % | 3,953 % | 4,394 % | 4,903 % | 3,926 % | 3,657 % |
| 118 | 7,096 % | 3,955 % | 4,392 % | 4,898 % | 3,928 % | 3,662 % |
| 119 | 7,080 % | 3,957 % | 4,391 % | 4,892 % | 3,931 % | 3,666 % |
| 120 | 7,064 % | 3,959 % | 4,389 % | 4,886 % | 3,933 % | 3,671 % |
| 121 | 7,049 % | 3,961 % | 4,388 % | 4,880 % | 3,935 % | 3,675 % |
| 122 | 7,034 % | 3,963 % | 4,386 % | 4,875 % | 3,937 % | 3,680 % |
| 123 | 7,019 % | 3,965 % | 4,385 % | 4,869 % | 3,939 % | 3,684 % |
| 124 | 7,004 % | 3,967 % | 4,383 % | 4,864 % | 3,942 % | 3,688 % |
| 125 | 6,989 % | 3,968 % | 4,382 % | 4,858 % | 3,944 % | 3,692 % |
| 126 | 6,975 % | 3,970 % | 4,380 % | 4,853 % | 3,946 % | 3,696 % |
| 127 | 6,961 % | 3,972 % | 4,379 % | 4,848 % | 3,948 % | 3,700 % |
| 128 | 6,947 % | 3,974 % | 4,377 % | 4,843 % | 3,950 % | 3,704 % |
| 129 | 6,933 % | 3,976 % | 4,376 % | 4,838 % | 3,952 % | 3,708 % |
| 130 | 6,920 % | 3,977 % | 4,375 % | 4,833 % | 3,953 % | 3,712 % |
| 131 | 6,907 % | 3,979 % | 4,373 % | 4,828 % | 3,955 % | 3,715 % |
| 132 | 6,894 % | 3,981 % | 4,372 % | 4,823 % | 3,957 % | 3,719 % |
| 133 | 6,881 % | 3,982 % | 4,371 % | 4,819 % | 3,959 % | 3,723 % |
| 134 | 6,868 % | 3,984 % | 4,369 % | 4,814 % | 3,961 % | 3,726 % |
| 135 | 6,856 % | 3,986 % | 4,368 % | 4,809 % | 3,963 % | 3,730 % |
| 136 | 6,843 % | 3,987 % | 4,367 % | 4,805 % | 3,964 % | 3,733 % |
| 137 | 6,831 % | 3,989 % | 4,366 % | 4,801 % | 3,966 % | 3,736 % |
| 138 | 6,819 % | 3,990 % | 4,364 % | 4,796 % | 3,968 % | 3,740 % |
| 139 | 6,808 % | 3,992 % | 4,363 % | 4,792 % | 3,969 % | 3,743 % |
| 140 | 6,796 % | 3,993 % | 4,362 % | 4,788 % | 3,971 % | 3,746 % |
| 141 | 6,785 % | 3,995 % | 4,361 % | 4,783 % | 3,973 % | 3,750 % |
| 142 | 6,773 % | 3,996 % | 4,360 % | 4,779 % | 3,974 % | 3,753 % |
| 143 | 6,762 % | 3,998 % | 4,359 % | 4,775 % | 3,976 % | 3,756 % |
| 144 | 6,751 % | 3,999 % | 4,358 % | 4,771 % | 3,977 % | 3,759 % |
| 145 | 6,741 % | 4,000 % | 4,357 % | 4,767 % | 3,979 % | 3,762 % |
| 146 | 6,730 % | 4,002 % | 4,355 % | 4,763 % | 3,980 % | 3,765 % |
| 147 | 6,720 % | 4,003 % | 4,354 % | 4,760 % | 3,982 % | 3,768 % |
| 148 | 6,709 % | 4,004 % | 4,353 % | 4,756 % | 3,983 % | 3,771 % |
| 149 | 6,699 % | 4,006 % | 4,352 % | 4,752 % | 3,985 % | 3,774 % |
| 150 | 6,689 % | 4,007 % | 4,351 % | 4,748 % | 3,986 % | 3,777 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen |
|---|---|---|---|
| 1 | 11,900 % | 0,770 % | 0,015 % |
| 2 | 11,815 % | 1,084 % | 0,009 % |
| 3 | 11,783 % | 1,325 % | 0,011 % |
| 4 | 11,702 % | 1,503 % | 0,033 % |
| 5 | 11,642 % | 1,656 % | 0,069 % |
| 6 | 11,584 % | 1,770 % | 0,110 % |
| 7 | 11,529 % | 1,880 % | 0,158 % |
| 8 | 11,482 % | 1,976 % | 0,211 % |
| 9 | 11,429 % | 2,058 % | 0,267 % |
| 10 | 11,357 % | 2,151 % | 0,325 % |
| 11 | 11,260 % | 2,191 % | 0,388 % |
| 12 | 11,142 % | 2,257 % | 0,453 % |
| 13 | 11,010 % | 2,312 % | 0,523 % |
| 14 | 10,868 % | 2,356 % | 0,593 % |
| 15 | 10,720 % | 2,388 % | 0,659 % |
| 16 | 10,569 % | 2,418 % | 0,725 % |
| 17 | 10,417 % | 2,446 % | 0,786 % |
| 18 | 10,266 % | 2,472 % | 0,843 % |
| 19 | 10,116 % | 2,496 % | 0,895 % |
| 20 | 9,969 % | 2,517 % | 0,940 % |
| 21 | 9,825 % | 2,535 % | 0,980 % |
| 22 | 9,686 % | 2,550 % | 1,015 % |
| 23 | 9,550 % | 2,563 % | 1,046 % |
| 24 | 9,419 % | 2,573 % | 1,071 % |
| 25 | 9,293 % | 2,580 % | 1,092 % |
| 26 | 9,171 % | 2,585 % | 1,109 % |
| 27 | 9,054 % | 2,589 % | 1,124 % |
| 28 | 8,942 % | 2,594 % | 1,139 % |
| 29 | 8,835 % | 2,602 % | 1,155 % |
| 30 | 8,732 % | 2,613 % | 1,176 % |
| 31 | 8,633 % | 2,627 % | 1,200 % |
| 32 | 8,539 % | 2,642 % | 1,227 % |
| 33 | 8,449 % | 2,655 % | 1,257 % |
| 34 | 8,362 % | 2,664 % | 1,289 % |
| 35 | 8,280 % | 2,667 % | 1,321 % |
| 36 | 8,201 % | 2,664 % | 1,355 % |
| 37 | 8,125 % | 2,656 % | 1,388 % |
| 38 | 8,053 % | 2,646 % | 1,422 % |
| 39 | 7,984 % | 2,635 % | 1,456 % |
| 40 | 7,917 % | 2,624 % | 1,489 % |
| 41 | 7,854 % | 2,615 % | 1,522 % |
| 42 | 7,793 % | 2,608 % | 1,554 % |
| 43 | 7,734 % | 2,603 % | 1,585 % |
| 44 | 7,678 % | 2,600 % | 1,616 % |
| 45 | 7,624 % | 2,599 % | 1,646 % |
| 46 | 7,573 % | 2,600 % | 1,675 % |
| 47 | 7,523 % | 2,603 % | 1,704 % |
| 48 | 7,475 % | 2,608 % | 1,732 % |
| 49 | 7,429 % | 2,615 % | 1,759 % |
| 50 | 7,385 % | 2,624 % | 1,785 % |
| 51 | 7,343 % | 2,635 % | 1,811 % |
| 52 | 7,302 % | 2,649 % | 1,835 % |
| 53 | 7,262 % | 2,663 % | 1,859 % |
| 54 | 7,224 % | 2,679 % | 1,883 % |
| 55 | 7,187 % | 2,695 % | 1,905 % |
| 56 | 7,152 % | 2,712 % | 1,927 % |
| 57 | 7,118 % | 2,730 % | 1,948 % |
| 58 | 7,084 % | 2,748 % | 1,969 % |
| 59 | 7,052 % | 2,766 % | 1,989 % |
| 60 | 7,022 % | 2,784 % | 2,009 % |
| 61 | 6,992 % | 2,802 % | 2,028 % |
| 62 | 6,963 % | 2,820 % | 2,046 % |
| 63 | 6,934 % | 2,838 % | 2,064 % |
| 64 | 6,907 % | 2,856 % | 2,081 % |
| 65 | 6,881 % | 2,873 % | 2,098 % |
| 66 | 6,855 % | 2,891 % | 2,114 % |
| 67 | 6,830 % | 2,908 % | 2,130 % |
| 68 | 6,806 % | 2,925 % | 2,146 % |
| 69 | 6,783 % | 2,942 % | 2,161 % |
| 70 | 6,760 % | 2,958 % | 2,175 % |
| 71 | 6,738 % | 2,974 % | 2,189 % |
| 72 | 6,717 % | 2,990 % | 2,203 % |
| 73 | 6,696 % | 3,005 % | 2,217 % |
| 74 | 6,675 % | 3,020 % | 2,230 % |
| 75 | 6,656 % | 3,035 % | 2,243 % |
| 76 | 6,636 % | 3,050 % | 2,255 % |
| 77 | 6,618 % | 3,064 % | 2,267 % |
| 78 | 6,599 % | 3,078 % | 2,279 % |
| 79 | 6,582 % | 3,092 % | 2,291 % |
| 80 | 6,564 % | 3,105 % | 2,302 % |
| 81 | 6,547 % | 3,118 % | 2,313 % |
| 82 | 6,531 % | 3,131 % | 2,324 % |
| 83 | 6,515 % | 3,143 % | 2,334 % |
| 84 | 6,499 % | 3,156 % | 2,344 % |
| 85 | 6,483 % | 3,168 % | 2,354 % |
| 86 | 6,468 % | 3,179 % | 2,364 % |
| 87 | 6,454 % | 3,191 % | 2,374 % |
| 88 | 6,439 % | 3,202 % | 2,383 % |
| 89 | 6,425 % | 3,213 % | 2,392 % |
| 90 | 6,412 % | 3,224 % | 2,401 % |
| 91 | 6,398 % | 3,234 % | 2,410 % |
| 92 | 6,385 % | 3,245 % | 2,418 % |
| 93 | 6,372 % | 3,255 % | 2,427 % |
| 94 | 6,360 % | 3,265 % | 2,435 % |
| 95 | 6,348 % | 3,275 % | 2,443 % |
| 96 | 6,336 % | 3,284 % | 2,451 % |
| 97 | 6,324 % | 3,294 % | 2,459 % |
| 98 | 6,312 % | 3,303 % | 2,466 % |
| 99 | 6,301 % | 3,312 % | 2,473 % |
| 100 | 6,290 % | 3,320 % | 2,481 % |
| 101 | 6,279 % | 3,329 % | 2,488 % |
| 102 | 6,268 % | 3,338 % | 2,495 % |
| 103 | 6,258 % | 3,346 % | 2,502 % |
| 104 | 6,248 % | 3,354 % | 2,508 % |
| 105 | 6,238 % | 3,362 % | 2,515 % |
| 106 | 6,228 % | 3,370 % | 2,521 % |
| 107 | 6,218 % | 3,378 % | 2,528 % |
| 108 | 6,209 % | 3,385 % | 2,534 % |
| 109 | 6,200 % | 3,393 % | 2,540 % |
| 110 | 6,190 % | 3,400 % | 2,546 % |
| 111 | 6,181 % | 3,407 % | 2,552 % |
| 112 | 6,173 % | 3,414 % | 2,558 % |
| 113 | 6,164 % | 3,421 % | 2,563 % |
| 114 | 6,155 % | 3,428 % | 2,569 % |
| 115 | 6,147 % | 3,435 % | 2,574 % |
| 116 | 6,139 % | 3,441 % | 2,580 % |
| 117 | 6,131 % | 3,448 % | 2,585 % |
| 118 | 6,123 % | 3,454 % | 2,590 % |
| 119 | 6,115 % | 3,460 % | 2,595 % |
| 120 | 6,108 % | 3,466 % | 2,600 % |
| 121 | 6,100 % | 3,472 % | 2,605 % |
| 122 | 6,093 % | 3,478 % | 2,610 % |
| 123 | 6,085 % | 3,484 % | 2,615 % |
| 124 | 6,078 % | 3,490 % | 2,620 % |
| 125 | 6,071 % | 3,496 % | 2,624 % |
| 126 | 6,064 % | 3,501 % | 2,629 % |
| 127 | 6,057 % | 3,507 % | 2,633 % |
| 128 | 6,051 % | 3,512 % | 2,638 % |
| 129 | 6,044 % | 3,517 % | 2,642 % |
| 130 | 6,037 % | 3,523 % | 2,646 % |
| 131 | 6,031 % | 3,528 % | 2,650 % |
| 132 | 6,025 % | 3,533 % | 2,655 % |
| 133 | 6,018 % | 3,538 % | 2,659 % |
| 134 | 6,012 % | 3,543 % | 2,663 % |
| 135 | 6,006 % | 3,548 % | 2,667 % |
| 136 | 6,000 % | 3,552 % | 2,671 % |
| 137 | 5,994 % | 3,557 % | 2,674 % |
| 138 | 5,989 % | 3,562 % | 2,678 % |
| 139 | 5,983 % | 3,566 % | 2,682 % |
| 140 | 5,977 % | 3,571 % | 2,686 % |
| 141 | 5,972 % | 3,575 % | 2,689 % |
| 142 | 5,966 % | 3,580 % | 2,693 % |
| 143 | 5,961 % | 3,584 % | 2,696 % |
| 144 | 5,956 % | 3,588 % | 2,700 % |
| 145 | 5,950 % | 3,592 % | 2,703 % |
| 146 | 5,945 % | 3,597 % | 2,707 % |
| 147 | 5,940 % | 3,601 % | 2,710 % |
| 148 | 5,935 % | 3,605 % | 2,713 % |
| 149 | 5,930 % | 3,609 % | 2,717 % |
| 150 | 5,925 % | 3,613 % | 2,720 % |
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.
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 | 35 | 5 | 2 | 438 | 2 |
| 2 | 0 | 0 | 43 | 5 | 2 | 260 | 1 |
| 3 | 0 | 2 | 49 | 5 | 4 | 224 | 1 |
| 4 | 0 | 4 | 52 | 5 | 6 | 196 | 1 |
| 5 | 1 | 5 | 57 | 5 | 7 | 177 | 0 |
| 6 | 2 | 6 | 59 | 6 | 9 | 174 | 0 |
| 7 | 3 | 7 | 62 | 6 | 11 | 170 | 0 |
| 8 | 4 | 8 | 64 | 5 | 14 | 176 | 0 |
| 9 | 4 | 9 | 65 | 5 | 15 | 178 | 0 |
| 10 | 4 | 9 | 68 | 6 | 16 | 181 | 1 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 0 | 438 | 4 | 19 |
| 2 | 0 | 0 | 0 | 0 | 260 | 4 | 27 |
| 3 | 2 | 0 | 0 | 0 | 228 | 4 | 29 |
| 4 | 4 | 0 | 0 | 0 | 196 | 4 | 31 |
| 5 | 5 | 0 | 0 | 0 | 177 | 4 | 32 |
| 6 | 6 | 0 | 0 | 0 | 174 | 4 | 33 |
| 7 | 7 | 0 | 0 | 0 | 170 | 4 | 33 |
| 8 | 8 | 1 | 2 | 0 | 176 | 2 | 34 |
| 9 | 9 | 1 | 3 | 0 | 178 | 0 | 35 |
| 10 | 9 | 1 | 3 | 0 | 181 | 4 | 35 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 6 | 6 | 0 | 19 | 0 | 28 |
| 2 | 14 | 13 | 13 | 0 | 27 | 0 | 46 |
| 3 | 18 | 16 | 16 | 0 | 29 | 0 | 51 |
| 4 | 21 | 18 | 18 | 0 | 31 | 0 | 51 |
| 5 | 22 | 20 | 20 | 0 | 32 | 0 | 54 |
| 6 | 23 | 22 | 22 | 0 | 33 | 0 | 56 |
| 7 | 24 | 23 | 23 | 0 | 33 | 0 | 56 |
| 8 | 26 | 24 | 24 | 2 | 34 | 0 | 55 |
| 9 | 27 | 25 | 25 | 3 | 35 | 1 | 51 |
| 10 | 28 | 26 | 26 | 3 | 35 | 1 | 50 |
| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
|---|---|---|---|---|---|---|---|
| 1 | 10 | 14 | 22 | 6 | 0 | 0 | 0 |
| 2 | 19 | 19 | 25 | 13 | 0 | 0 | 0 |
| 3 | 22 | 21 | 30 | 16 | 0 | 0 | 0 |
| 4 | 23 | 23 | 35 | 18 | 0 | 0 | 0 |
| 5 | 25 | 24 | 38 | 20 | 0 | 0 | 0 |
| 6 | 26 | 26 | 42 | 22 | 0 | 0 | 0 |
| 7 | 28 | 27 | 43 | 23 | 0 | 0 | 0 |
| 8 | 30 | 28 | 44 | 24 | 0 | 0 | 0 |
| 9 | 31 | 28 | 45 | 25 | 0 | 0 | 0 |
| 10 | 29 | 28 | 45 | 26 | 0 | 0 | 0 |
| Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 12 | 0 | 17 | 0 | 9 |
| 2 | 0 | 0 | 12 | 0 | 19 | 0 | 17 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 29 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 38 |
| 5 | 0 | 0 | 12 | 0 | 16 | 2 | 40 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 43 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 46 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 43 |
| 9 | 0 | 0 | 12 | 0 | 16 | 5 | 40 |
| 10 | 0 | 0 | 12 | 0 | 13 | 5 | 43 |
| 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 | 14 |
| 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 | 2 | 10 | 0 | 4 | 0 |
| 2 | 0 | 6 | 13 | 0 | 4 | 0 |
| 3 | 0 | 6 | 13 | 0 | 4 | 0 |
| 4 | 0 | 5 | 15 | 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 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 132 | 246 | 603 | 1 340 |
| 2 | 6 | 22 | 49 | 132 | 246 | 603 | 1 075 |
| 3 | 7 | 24 | 50 | 123 | 242 | 599 | 873 |
| 4 | 8 | 27 | 52 | 125 | 241 | 598 | 720 |
| 5 | 9 | 29 | 58 | 127 | 240 | 598 | 602 |
| 6 | 11 | 32 | 61 | 131 | 240 | 598 | 598 |
| 7 | 12 | 34 | 63 | 133 | 240 | 598 | 598 |
| 8 | 12 | 35 | 62 | 131 | 240 | 598 | 598 |
| 9 | 12 | 36 | 62 | 129 | 240 | 598 | 598 |
| 10 | 13 | 37 | 62 | 129 | 240 | 598 | 598 |
| 11 | 13 | 38 | 62 | 129 | 240 | 598 | 598 |
| 12 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 13 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 14 | 14 | 40 | 62 | 129 | 240 | 598 | 598 |
| 15 | 14 | 40 | 62 | 129 | 240 | 598 | 598 |
| 16 | 14 | 40 | 62 | 129 | 240 | 598 | 598 |
| 17 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 18 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 19 | 14 | 40 | 62 | 129 | 240 | 598 | 598 |
| 20 | 15 | 40 | 62 | 129 | 240 | 598 | 598 |
| 21 | 15 | 40 | 62 | 129 | 240 | 598 | 598 |
| 22 | 15 | 40 | 62 | 129 | 240 | 598 | 598 |
| 23 | 16 | 40 | 62 | 129 | 240 | 598 | 598 |
| 24 | 16 | 40 | 62 | 129 | 240 | 598 | 598 |
| 25 | 18 | 40 | 62 | 129 | 240 | 598 | 598 |
| 26 | 18 | 40 | 62 | 129 | 240 | 598 | 598 |
| 27 | 19 | 40 | 62 | 129 | 240 | 598 | 598 |
| 28 | 19 | 40 | 62 | 129 | 240 | 598 | 598 |
| 29 | 19 | 40 | 62 | 129 | 240 | 598 | 598 |
| 30 | 21 | 40 | 62 | 129 | 240 | 598 | 598 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 136 | 250 | 607 | 1 347 |
| 2 | 12 | 28 | 55 | 139 | 252 | 609 | 1 082 |
| 3 | 13 | 31 | 57 | 130 | 249 | 606 | 879 |
| 4 | 15 | 33 | 59 | 131 | 247 | 605 | 724 |
| 5 | 16 | 36 | 64 | 134 | 247 | 604 | 605 |
| 6 | 17 | 38 | 67 | 137 | 246 | 604 | 604 |
| 7 | 17 | 40 | 68 | 138 | 246 | 603 | 603 |
| 8 | 17 | 40 | 67 | 136 | 245 | 603 | 603 |
| 9 | 17 | 40 | 67 | 134 | 245 | 603 | 603 |
| 10 | 17 | 41 | 66 | 133 | 245 | 602 | 602 |
| 11 | 17 | 41 | 66 | 133 | 244 | 602 | 602 |
| 12 | 17 | 42 | 66 | 132 | 244 | 601 | 601 |
| 13 | 16 | 42 | 65 | 132 | 243 | 601 | 601 |
| 14 | 16 | 42 | 64 | 131 | 242 | 600 | 600 |
| 15 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 16 | 15 | 40 | 63 | 130 | 241 | 599 | 599 |
| 17 | 15 | 40 | 63 | 130 | 241 | 599 | 599 |
| 18 | 14 | 40 | 63 | 129 | 241 | 598 | 598 |
| 19 | 14 | 40 | 63 | 129 | 241 | 598 | 598 |
| 20 | 15 | 40 | 63 | 130 | 241 | 599 | 599 |
| 21 | 15 | 41 | 63 | 130 | 241 | 599 | 599 |
| 22 | 15 | 41 | 64 | 130 | 242 | 599 | 599 |
| 23 | 16 | 41 | 64 | 130 | 242 | 599 | 599 |
| 24 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 25 | 18 | 41 | 64 | 131 | 242 | 600 | 600 |
| 26 | 18 | 41 | 64 | 131 | 242 | 600 | 600 |
| 27 | 19 | 41 | 64 | 131 | 242 | 600 | 600 |
| 28 | 19 | 41 | 64 | 131 | 242 | 600 | 600 |
| 29 | 20 | 41 | 64 | 131 | 242 | 600 | 600 |
| 30 | 21 | 41 | 64 | 131 | 242 | 600 | 600 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 22 | 49 | 132 | 245 | 603 | 1 340 |
| 2 | 5 | 22 | 49 | 132 | 245 | 603 | 1 075 |
| 3 | 6 | 24 | 50 | 123 | 242 | 599 | 873 |
| 4 | 8 | 26 | 52 | 124 | 240 | 598 | 720 |
| 5 | 9 | 29 | 58 | 127 | 240 | 598 | 602 |
| 6 | 11 | 32 | 61 | 131 | 240 | 598 | 598 |
| 7 | 12 | 34 | 63 | 133 | 240 | 598 | 598 |
| 8 | 12 | 35 | 62 | 130 | 240 | 598 | 598 |
| 9 | 12 | 35 | 62 | 129 | 240 | 598 | 598 |
| 10 | 12 | 37 | 62 | 129 | 240 | 598 | 598 |
| 11 | 13 | 38 | 62 | 129 | 240 | 598 | 598 |
| 12 | 13 | 38 | 62 | 129 | 240 | 598 | 598 |
| 13 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 14 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 15 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 16 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 17 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 18 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 19 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 20 | 15 | 39 | 62 | 129 | 240 | 598 | 598 |
| 21 | 15 | 39 | 62 | 129 | 240 | 598 | 598 |
| 22 | 15 | 39 | 62 | 129 | 240 | 598 | 598 |
| 23 | 16 | 39 | 62 | 129 | 240 | 598 | 598 |
| 24 | 16 | 39 | 62 | 129 | 240 | 598 | 598 |
| 25 | 18 | 39 | 62 | 129 | 240 | 598 | 598 |
| 26 | 18 | 39 | 62 | 129 | 240 | 598 | 598 |
| 27 | 19 | 39 | 62 | 129 | 240 | 598 | 598 |
| 28 | 19 | 39 | 62 | 129 | 240 | 598 | 598 |
| 29 | 19 | 39 | 62 | 129 | 240 | 598 | 598 |
| 30 | 21 | 39 | 62 | 129 | 240 | 598 | 598 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 216 | 329 | 687 | 1 365 |
| 2 | 84 | 100 | 127 | 211 | 324 | 682 | 1 105 |
| 3 | 88 | 105 | 131 | 204 | 323 | 680 | 902 |
| 4 | 86 | 104 | 130 | 202 | 318 | 676 | 744 |
| 5 | 84 | 104 | 132 | 202 | 315 | 673 | 673 |
| 6 | 83 | 104 | 133 | 203 | 312 | 670 | 670 |
| 7 | 81 | 103 | 132 | 202 | 310 | 667 | 667 |
| 8 | 79 | 102 | 130 | 198 | 308 | 666 | 666 |
| 9 | 78 | 102 | 128 | 195 | 307 | 664 | 664 |
| 10 | 74 | 99 | 124 | 191 | 302 | 660 | 660 |
| 11 | 72 | 96 | 121 | 188 | 299 | 657 | 657 |
| 12 | 70 | 96 | 119 | 186 | 297 | 655 | 655 |
| 13 | 70 | 95 | 118 | 185 | 296 | 654 | 654 |
| 14 | 69 | 95 | 118 | 184 | 296 | 653 | 653 |
| 15 | 69 | 94 | 117 | 184 | 295 | 653 | 653 |
| 16 | 68 | 94 | 116 | 183 | 294 | 652 | 652 |
| 17 | 67 | 93 | 116 | 182 | 294 | 651 | 651 |
| 18 | 67 | 92 | 115 | 182 | 293 | 651 | 651 |
| 19 | 66 | 91 | 114 | 181 | 292 | 650 | 650 |
| 20 | 65 | 90 | 113 | 180 | 291 | 649 | 649 |
| 21 | 64 | 90 | 113 | 179 | 291 | 648 | 648 |
| 22 | 63 | 89 | 112 | 178 | 290 | 647 | 647 |
| 23 | 62 | 88 | 111 | 177 | 289 | 646 | 646 |
| 24 | 61 | 87 | 110 | 176 | 288 | 645 | 645 |
| 25 | 60 | 86 | 109 | 175 | 286 | 644 | 644 |
| 26 | 59 | 85 | 107 | 174 | 285 | 643 | 643 |
| 27 | 58 | 84 | 106 | 173 | 284 | 642 | 642 |
| 28 | 57 | 82 | 105 | 172 | 283 | 641 | 641 |
| 29 | 56 | 81 | 104 | 171 | 282 | 640 | 640 |
| 30 | 55 | 80 | 103 | 170 | 281 | 639 | 639 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 137 | 250 | 607 | 1 335 |
| 2 | 12 | 28 | 55 | 138 | 252 | 609 | 1 073 |
| 3 | 14 | 31 | 57 | 131 | 249 | 606 | 873 |
| 4 | 16 | 34 | 60 | 132 | 248 | 606 | 721 |
| 5 | 17 | 37 | 66 | 135 | 248 | 606 | 606 |
| 6 | 18 | 39 | 69 | 139 | 248 | 605 | 605 |
| 7 | 19 | 41 | 70 | 140 | 247 | 605 | 605 |
| 8 | 18 | 41 | 69 | 137 | 247 | 604 | 604 |
| 9 | 18 | 42 | 68 | 135 | 246 | 604 | 604 |
| 10 | 18 | 42 | 68 | 134 | 246 | 603 | 603 |
| 11 | 18 | 43 | 67 | 134 | 245 | 603 | 603 |
| 12 | 18 | 43 | 67 | 133 | 245 | 602 | 602 |
| 13 | 18 | 43 | 66 | 133 | 244 | 602 | 602 |
| 14 | 17 | 43 | 66 | 132 | 244 | 601 | 601 |
| 15 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 16 | 16 | 42 | 65 | 131 | 242 | 600 | 600 |
| 17 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 18 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 19 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 20 | 16 | 42 | 64 | 131 | 242 | 600 | 600 |
| 21 | 16 | 42 | 65 | 131 | 243 | 600 | 600 |
| 22 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 23 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 24 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 25 | 18 | 42 | 65 | 132 | 243 | 601 | 601 |
| 26 | 18 | 42 | 65 | 132 | 243 | 601 | 601 |
| 27 | 19 | 42 | 65 | 132 | 243 | 601 | 601 |
| 28 | 19 | 42 | 65 | 132 | 243 | 601 | 601 |
| 29 | 21 | 42 | 65 | 132 | 243 | 601 | 601 |
| 30 | 21 | 42 | 65 | 132 | 243 | 601 | 601 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 180 | 294 | 651 | 1 391 |
| 2 | 57 | 73 | 101 | 184 | 297 | 655 | 1 120 |
| 3 | 63 | 80 | 106 | 179 | 298 | 655 | 913 |
| 4 | 66 | 85 | 111 | 183 | 299 | 656 | 754 |
| 5 | 68 | 88 | 116 | 186 | 299 | 657 | 657 |
| 6 | 69 | 90 | 120 | 190 | 299 | 656 | 656 |
| 7 | 69 | 92 | 120 | 190 | 298 | 655 | 655 |
| 8 | 68 | 91 | 118 | 187 | 296 | 654 | 654 |
| 9 | 66 | 90 | 116 | 184 | 295 | 652 | 652 |
| 10 | 65 | 89 | 115 | 182 | 293 | 651 | 651 |
| 11 | 64 | 89 | 113 | 180 | 291 | 649 | 649 |
| 12 | 63 | 88 | 112 | 178 | 290 | 647 | 647 |
| 13 | 61 | 87 | 110 | 176 | 288 | 645 | 645 |
| 14 | 60 | 86 | 108 | 175 | 286 | 644 | 644 |
| 15 | 59 | 84 | 107 | 174 | 285 | 643 | 643 |
| 16 | 58 | 83 | 106 | 172 | 284 | 641 | 641 |
| 17 | 56 | 82 | 105 | 171 | 283 | 640 | 640 |
| 18 | 56 | 81 | 104 | 171 | 282 | 640 | 640 |
| 19 | 55 | 80 | 103 | 170 | 281 | 639 | 639 |
| 20 | 54 | 80 | 103 | 169 | 280 | 638 | 638 |
| 21 | 53 | 79 | 102 | 168 | 280 | 637 | 637 |
| 22 | 53 | 78 | 101 | 168 | 279 | 637 | 637 |
| 23 | 52 | 77 | 100 | 167 | 278 | 636 | 636 |
| 24 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 25 | 50 | 76 | 98 | 165 | 276 | 634 | 634 |
| 26 | 49 | 75 | 98 | 164 | 276 | 633 | 633 |
| 27 | 48 | 74 | 97 | 163 | 275 | 632 | 632 |
| 28 | 48 | 73 | 96 | 162 | 274 | 631 | 631 |
| 29 | 47 | 72 | 95 | 162 | 273 | 631 | 631 |
| 30 | 46 | 71 | 94 | 161 | 272 | 630 | 630 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 245 | 602 | 1 339 |
| 2 | 5 | 21 | 48 | 131 | 245 | 602 | 1 074 |
| 3 | 6 | 23 | 49 | 122 | 241 | 598 | 873 |
| 4 | 7 | 26 | 52 | 124 | 240 | 597 | 719 |
| 5 | 9 | 29 | 57 | 126 | 239 | 597 | 602 |
| 6 | 10 | 31 | 60 | 130 | 239 | 597 | 597 |
| 7 | 11 | 33 | 62 | 132 | 239 | 597 | 597 |
| 8 | 11 | 34 | 61 | 130 | 239 | 597 | 597 |
| 9 | 11 | 35 | 61 | 128 | 239 | 597 | 597 |
| 10 | 12 | 36 | 61 | 128 | 239 | 597 | 597 |
| 11 | 12 | 37 | 61 | 128 | 239 | 597 | 597 |
| 12 | 13 | 38 | 61 | 128 | 239 | 597 | 597 |
| 13 | 13 | 38 | 62 | 128 | 239 | 597 | 597 |
| 14 | 13 | 39 | 62 | 128 | 239 | 597 | 597 |
| 15 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 16 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 17 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 18 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 19 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 20 | 15 | 39 | 61 | 128 | 239 | 597 | 597 |
| 21 | 15 | 39 | 62 | 128 | 239 | 597 | 597 |
| 22 | 15 | 39 | 62 | 128 | 239 | 597 | 597 |
| 23 | 16 | 39 | 62 | 128 | 239 | 597 | 597 |
| 24 | 16 | 39 | 62 | 128 | 239 | 597 | 597 |
| 25 | 18 | 39 | 62 | 128 | 240 | 597 | 597 |
| 26 | 18 | 39 | 62 | 128 | 240 | 597 | 597 |
| 27 | 19 | 39 | 62 | 128 | 240 | 597 | 597 |
| 28 | 19 | 39 | 62 | 128 | 240 | 597 | 597 |
| 29 | 19 | 39 | 62 | 128 | 240 | 597 | 597 |
| 30 | 21 | 39 | 62 | 128 | 240 | 597 | 597 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 163 | 264 | 621 | 1 359 |
| 2 | 7 | 25 | 59 | 163 | 264 | 621 | 1 093 |
| 3 | 8 | 27 | 58 | 146 | 260 | 617 | 890 |
| 4 | 9 | 30 | 60 | 133 | 258 | 615 | 734 |
| 5 | 10 | 31 | 60 | 119 | 257 | 614 | 614 |
| 6 | 13 | 35 | 63 | 110 | 255 | 613 | 613 |
| 7 | 15 | 37 | 63 | 101 | 254 | 612 | 612 |
| 8 | 15 | 38 | 61 | 93 | 253 | 611 | 611 |
| 9 | 17 | 45 | 64 | 87 | 252 | 610 | 610 |
| 10 | 16 | 44 | 61 | 82 | 251 | 609 | 609 |
| 11 | 15 | 43 | 59 | 81 | 250 | 608 | 608 |
| 12 | 15 | 43 | 59 | 82 | 250 | 607 | 607 |
| 13 | 15 | 43 | 59 | 82 | 249 | 606 | 606 |
| 14 | 15 | 43 | 59 | 82 | 248 | 606 | 606 |
| 15 | 15 | 43 | 59 | 82 | 247 | 605 | 605 |
| 16 | 15 | 43 | 59 | 82 | 246 | 603 | 603 |
| 17 | 15 | 43 | 59 | 82 | 245 | 602 | 602 |
| 18 | 15 | 43 | 59 | 82 | 244 | 602 | 602 |
| 19 | 15 | 43 | 59 | 82 | 244 | 602 | 602 |
| 20 | 15 | 43 | 59 | 82 | 245 | 602 | 602 |
| 21 | 15 | 43 | 59 | 82 | 245 | 603 | 603 |
| 22 | 16 | 43 | 59 | 82 | 245 | 602 | 602 |
| 23 | 16 | 43 | 59 | 82 | 244 | 602 | 602 |
| 24 | 16 | 43 | 59 | 82 | 244 | 602 | 602 |
| 25 | 18 | 43 | 59 | 82 | 244 | 601 | 601 |
| 26 | 18 | 43 | 59 | 82 | 243 | 601 | 601 |
| 27 | 19 | 43 | 59 | 82 | 243 | 600 | 600 |
| 28 | 19 | 43 | 59 | 82 | 242 | 600 | 600 |
| 29 | 20 | 43 | 59 | 82 | 242 | 600 | 600 |
| 30 | 21 | 43 | 59 | 82 | 242 | 599 | 599 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 135 | 218 | 331 | 689 | 1 364 |
| 2 | 88 | 104 | 131 | 215 | 328 | 685 | 1 100 |
| 3 | 86 | 103 | 129 | 203 | 321 | 679 | 897 |
| 4 | 84 | 103 | 129 | 201 | 317 | 674 | 742 |
| 5 | 82 | 102 | 131 | 200 | 313 | 671 | 671 |
| 6 | 81 | 102 | 132 | 202 | 311 | 668 | 668 |
| 7 | 79 | 101 | 130 | 200 | 307 | 665 | 665 |
| 8 | 76 | 99 | 126 | 195 | 305 | 662 | 662 |
| 9 | 74 | 97 | 124 | 191 | 302 | 660 | 660 |
| 10 | 72 | 96 | 122 | 189 | 300 | 658 | 658 |
| 11 | 71 | 95 | 120 | 187 | 298 | 656 | 656 |
| 12 | 69 | 94 | 118 | 185 | 296 | 654 | 654 |
| 13 | 68 | 93 | 116 | 183 | 294 | 652 | 652 |
| 14 | 66 | 92 | 115 | 181 | 293 | 650 | 650 |
| 15 | 65 | 90 | 113 | 180 | 291 | 649 | 649 |
| 16 | 64 | 89 | 112 | 179 | 290 | 648 | 648 |
| 17 | 62 | 88 | 111 | 177 | 289 | 646 | 646 |
| 18 | 61 | 87 | 110 | 176 | 288 | 645 | 645 |
| 19 | 60 | 86 | 109 | 175 | 287 | 644 | 644 |
| 20 | 59 | 85 | 108 | 174 | 286 | 643 | 643 |
| 21 | 59 | 84 | 107 | 174 | 285 | 643 | 643 |
| 22 | 58 | 83 | 106 | 173 | 284 | 642 | 642 |
| 23 | 57 | 82 | 105 | 172 | 283 | 641 | 641 |
| 24 | 56 | 81 | 104 | 171 | 282 | 640 | 640 |
| 25 | 55 | 80 | 103 | 170 | 281 | 639 | 639 |
| 26 | 54 | 79 | 102 | 169 | 280 | 638 | 638 |
| 27 | 53 | 78 | 101 | 168 | 279 | 637 | 637 |
| 28 | 52 | 77 | 100 | 167 | 278 | 636 | 636 |
| 29 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 30 | 50 | 75 | 98 | 165 | 276 | 634 | 634 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 78 | 105 | 189 | 302 | 660 | 1 373 |
| 2 | 60 | 76 | 104 | 187 | 300 | 658 | 1 104 |
| 3 | 60 | 77 | 103 | 176 | 295 | 652 | 898 |
| 4 | 59 | 78 | 104 | 176 | 292 | 649 | 741 |
| 5 | 58 | 78 | 107 | 176 | 289 | 647 | 647 |
| 6 | 57 | 78 | 108 | 178 | 287 | 644 | 644 |
| 7 | 57 | 79 | 108 | 178 | 285 | 643 | 643 |
| 8 | 55 | 78 | 105 | 173 | 283 | 641 | 641 |
| 9 | 53 | 77 | 103 | 170 | 281 | 639 | 639 |
| 10 | 52 | 76 | 102 | 169 | 280 | 638 | 638 |
| 11 | 52 | 76 | 101 | 168 | 279 | 637 | 637 |
| 12 | 51 | 76 | 100 | 167 | 278 | 636 | 636 |
| 13 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 14 | 50 | 76 | 99 | 165 | 277 | 634 | 634 |
| 15 | 50 | 75 | 98 | 164 | 276 | 633 | 633 |
| 16 | 48 | 74 | 97 | 163 | 275 | 632 | 632 |
| 17 | 48 | 73 | 96 | 163 | 274 | 632 | 632 |
| 18 | 47 | 72 | 95 | 162 | 273 | 631 | 631 |
| 19 | 46 | 72 | 95 | 161 | 273 | 630 | 630 |
| 20 | 46 | 72 | 95 | 161 | 272 | 630 | 630 |
| 21 | 46 | 71 | 94 | 161 | 272 | 630 | 630 |
| 22 | 45 | 71 | 94 | 160 | 272 | 629 | 629 |
| 23 | 45 | 70 | 93 | 160 | 271 | 629 | 629 |
| 24 | 44 | 70 | 93 | 159 | 271 | 628 | 628 |
| 25 | 44 | 69 | 92 | 159 | 270 | 628 | 628 |
| 26 | 43 | 69 | 91 | 158 | 269 | 627 | 627 |
| 27 | 42 | 68 | 91 | 157 | 269 | 626 | 626 |
| 28 | 42 | 67 | 90 | 157 | 268 | 626 | 626 |
| 29 | 41 | 67 | 89 | 156 | 267 | 625 | 625 |
| 30 | 41 | 66 | 89 | 155 | 267 | 624 | 624 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 157 | 271 | 628 | 1 360 |
| 2 | 31 | 47 | 75 | 158 | 271 | 629 | 1 091 |
| 3 | 31 | 49 | 74 | 148 | 266 | 624 | 886 |
| 4 | 31 | 50 | 76 | 148 | 264 | 622 | 731 |
| 5 | 32 | 52 | 80 | 150 | 263 | 621 | 621 |
| 6 | 32 | 54 | 83 | 153 | 262 | 620 | 620 |
| 7 | 33 | 55 | 84 | 154 | 261 | 619 | 619 |
| 8 | 32 | 55 | 82 | 151 | 260 | 618 | 618 |
| 9 | 31 | 55 | 81 | 148 | 260 | 617 | 617 |
| 10 | 31 | 55 | 81 | 147 | 259 | 617 | 617 |
| 11 | 31 | 56 | 80 | 147 | 258 | 616 | 616 |
| 12 | 30 | 56 | 79 | 146 | 257 | 615 | 615 |
| 13 | 30 | 55 | 78 | 145 | 256 | 614 | 614 |
| 14 | 29 | 55 | 78 | 144 | 256 | 613 | 613 |
| 15 | 29 | 54 | 77 | 143 | 255 | 612 | 612 |
| 16 | 27 | 53 | 76 | 142 | 254 | 611 | 611 |
| 17 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 18 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 19 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 20 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 21 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 22 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 23 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 24 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 25 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 26 | 25 | 51 | 74 | 140 | 251 | 609 | 609 |
| 27 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 28 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 29 | 24 | 50 | 73 | 139 | 251 | 608 | 608 |
| 30 | 24 | 50 | 73 | 139 | 250 | 608 | 608 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 28 | 111 | 224 | 582 | 1 327 |
| 2 | 1 | 6 | 29 | 112 | 225 | 583 | 1 065 |
| 3 | 2 | 6 | 30 | 103 | 222 | 579 | 865 |
| 4 | 2 | 8 | 32 | 105 | 221 | 578 | 713 |
| 5 | 4 | 9 | 38 | 107 | 220 | 578 | 596 |
| 6 | 4 | 12 | 41 | 111 | 220 | 578 | 578 |
| 7 | 4 | 14 | 43 | 113 | 220 | 578 | 578 |
| 8 | 6 | 15 | 42 | 111 | 220 | 578 | 578 |
| 9 | 6 | 16 | 42 | 109 | 220 | 578 | 578 |
| 10 | 7 | 17 | 42 | 109 | 220 | 578 | 578 |
| 11 | 8 | 19 | 44 | 110 | 222 | 579 | 579 |
| 12 | 9 | 18 | 42 | 109 | 220 | 578 | 578 |
| 13 | 9 | 20 | 43 | 110 | 221 | 579 | 579 |
| 14 | 10 | 20 | 43 | 110 | 221 | 579 | 579 |
| 15 | 10 | 19 | 42 | 108 | 220 | 577 | 577 |
| 16 | 12 | 18 | 41 | 107 | 219 | 576 | 576 |
| 17 | 12 | 19 | 41 | 107 | 219 | 576 | 576 |
| 18 | 13 | 19 | 41 | 107 | 219 | 576 | 576 |
| 19 | 13 | 21 | 41 | 108 | 219 | 577 | 577 |
| 20 | 13 | 21 | 42 | 109 | 220 | 578 | 578 |
| 21 | 15 | 22 | 43 | 109 | 220 | 578 | 578 |
| 22 | 15 | 24 | 43 | 109 | 221 | 578 | 578 |
| 23 | 16 | 24 | 43 | 109 | 221 | 578 | 578 |
| 24 | 16 | 25 | 44 | 109 | 221 | 578 | 578 |
| 25 | 18 | 25 | 45 | 109 | 221 | 578 | 578 |
| 26 | 18 | 27 | 46 | 109 | 221 | 578 | 578 |
| 27 | 18 | 28 | 47 | 109 | 221 | 578 | 578 |
| 28 | 19 | 28 | 49 | 109 | 221 | 578 | 578 |
| 29 | 19 | 29 | 51 | 109 | 221 | 578 | 578 |
| 30 | 21 | 29 | 52 | 109 | 221 | 578 | 578 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 91 | 174 | 287 | 645 | 1 387 |
| 2 | 47 | 63 | 91 | 174 | 287 | 645 | 1 112 |
| 3 | 48 | 65 | 91 | 164 | 283 | 640 | 903 |
| 4 | 48 | 67 | 93 | 165 | 281 | 638 | 744 |
| 5 | 49 | 68 | 97 | 166 | 279 | 637 | 637 |
| 6 | 49 | 70 | 99 | 169 | 278 | 636 | 636 |
| 7 | 49 | 71 | 100 | 170 | 277 | 635 | 635 |
| 8 | 47 | 70 | 98 | 166 | 276 | 634 | 634 |
| 9 | 47 | 70 | 97 | 164 | 275 | 633 | 633 |
| 10 | 46 | 70 | 96 | 163 | 274 | 632 | 632 |
| 11 | 46 | 71 | 95 | 162 | 273 | 631 | 631 |
| 12 | 45 | 70 | 94 | 161 | 272 | 630 | 630 |
| 13 | 45 | 70 | 94 | 160 | 271 | 629 | 629 |
| 14 | 45 | 70 | 93 | 159 | 271 | 628 | 628 |
| 15 | 44 | 69 | 92 | 159 | 270 | 628 | 628 |
| 16 | 43 | 68 | 91 | 158 | 269 | 627 | 627 |
| 17 | 42 | 68 | 90 | 157 | 268 | 626 | 626 |
| 18 | 41 | 67 | 90 | 156 | 268 | 625 | 625 |
| 19 | 41 | 66 | 89 | 156 | 267 | 625 | 625 |
| 20 | 41 | 66 | 89 | 156 | 267 | 625 | 625 |
| 21 | 41 | 66 | 89 | 156 | 267 | 625 | 625 |
| 22 | 40 | 66 | 89 | 155 | 267 | 624 | 624 |
| 23 | 40 | 65 | 88 | 155 | 266 | 624 | 624 |
| 24 | 39 | 65 | 88 | 154 | 266 | 623 | 623 |
| 25 | 39 | 64 | 87 | 154 | 265 | 623 | 623 |
| 26 | 38 | 64 | 87 | 153 | 265 | 622 | 622 |
| 27 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 28 | 37 | 63 | 86 | 152 | 263 | 621 | 621 |
| 29 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 30 | 36 | 62 | 84 | 151 | 262 | 620 | 620 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 57 | 140 | 253 | 611 | 1 370 |
| 2 | 18 | 34 | 61 | 144 | 258 | 615 | 1 100 |
| 3 | 22 | 40 | 65 | 139 | 257 | 615 | 894 |
| 4 | 26 | 45 | 71 | 143 | 259 | 616 | 738 |
| 5 | 29 | 49 | 77 | 147 | 260 | 618 | 618 |
| 6 | 28 | 49 | 79 | 149 | 258 | 615 | 615 |
| 7 | 34 | 56 | 84 | 155 | 262 | 619 | 619 |
| 8 | 32 | 55 | 82 | 151 | 260 | 618 | 618 |
| 9 | 33 | 57 | 83 | 150 | 261 | 619 | 619 |
| 10 | 35 | 59 | 85 | 152 | 263 | 621 | 621 |
| 11 | 37 | 62 | 86 | 153 | 264 | 622 | 622 |
| 12 | 38 | 63 | 87 | 154 | 265 | 623 | 623 |
| 13 | 39 | 65 | 88 | 154 | 266 | 623 | 623 |
| 14 | 40 | 65 | 88 | 155 | 266 | 624 | 624 |
| 15 | 40 | 65 | 88 | 155 | 266 | 624 | 624 |
| 16 | 39 | 65 | 88 | 154 | 266 | 623 | 623 |
| 17 | 39 | 65 | 88 | 154 | 266 | 623 | 623 |
| 18 | 38 | 64 | 87 | 153 | 265 | 622 | 622 |
| 19 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 20 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 21 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 22 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 23 | 37 | 63 | 86 | 152 | 264 | 621 | 621 |
| 24 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 25 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 26 | 36 | 61 | 84 | 151 | 262 | 620 | 620 |
| 27 | 35 | 61 | 84 | 150 | 262 | 619 | 619 |
| 28 | 35 | 60 | 83 | 150 | 261 | 619 | 619 |
| 29 | 34 | 60 | 83 | 149 | 261 | 618 | 618 |
| 30 | 34 | 59 | 82 | 149 | 260 | 618 | 618 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 12 | 28 | 56 | 139 | 252 | 610 | 1 357 |
| 2 | 14 | 30 | 57 | 140 | 254 | 611 | 1 089 |
| 3 | 16 | 33 | 59 | 133 | 251 | 608 | 885 |
| 4 | 18 | 36 | 62 | 134 | 250 | 608 | 729 |
| 5 | 19 | 39 | 68 | 137 | 250 | 608 | 610 |
| 6 | 21 | 42 | 71 | 141 | 250 | 608 | 608 |
| 7 | 22 | 44 | 73 | 143 | 251 | 608 | 608 |
| 8 | 22 | 45 | 72 | 141 | 251 | 608 | 608 |
| 9 | 22 | 46 | 72 | 140 | 251 | 608 | 608 |
| 10 | 23 | 47 | 73 | 140 | 251 | 609 | 609 |
| 11 | 24 | 49 | 73 | 140 | 251 | 609 | 609 |
| 12 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 13 | 25 | 50 | 74 | 140 | 252 | 609 | 609 |
| 14 | 26 | 51 | 74 | 140 | 252 | 609 | 609 |
| 15 | 26 | 51 | 74 | 140 | 252 | 609 | 609 |
| 16 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 17 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 18 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 19 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 20 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 21 | 26 | 51 | 74 | 140 | 252 | 609 | 609 |
| 22 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 23 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 24 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 25 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 26 | 24 | 50 | 73 | 139 | 251 | 608 | 608 |
| 27 | 24 | 50 | 72 | 139 | 250 | 608 | 608 |
| 28 | 24 | 49 | 72 | 139 | 250 | 608 | 608 |
| 29 | 24 | 49 | 72 | 138 | 250 | 607 | 607 |
| 30 | 23 | 49 | 72 | 138 | 250 | 607 | 607 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 175 | 289 | 646 | 1 425 |
| 2 | 52 | 68 | 95 | 178 | 292 | 649 | 1 146 |
| 3 | 56 | 73 | 99 | 172 | 291 | 648 | 932 |
| 4 | 58 | 77 | 103 | 175 | 291 | 648 | 768 |
| 5 | 60 | 80 | 108 | 178 | 291 | 648 | 648 |
| 6 | 62 | 83 | 112 | 182 | 291 | 649 | 649 |
| 7 | 63 | 85 | 113 | 184 | 291 | 648 | 648 |
| 8 | 62 | 85 | 112 | 181 | 290 | 648 | 648 |
| 9 | 62 | 85 | 112 | 179 | 290 | 648 | 648 |
| 10 | 62 | 86 | 112 | 179 | 290 | 648 | 648 |
| 11 | 62 | 87 | 112 | 178 | 290 | 647 | 647 |
| 12 | 62 | 87 | 111 | 177 | 289 | 646 | 646 |
| 13 | 62 | 87 | 110 | 177 | 288 | 646 | 646 |
| 14 | 61 | 86 | 109 | 176 | 287 | 645 | 645 |
| 15 | 60 | 85 | 108 | 175 | 286 | 644 | 644 |
| 16 | 59 | 84 | 107 | 174 | 285 | 643 | 643 |
| 17 | 58 | 84 | 106 | 173 | 284 | 642 | 642 |
| 18 | 57 | 83 | 106 | 172 | 284 | 641 | 641 |
| 19 | 57 | 82 | 105 | 171 | 283 | 640 | 640 |
| 20 | 56 | 81 | 104 | 171 | 282 | 640 | 640 |
| 21 | 55 | 81 | 103 | 170 | 281 | 639 | 639 |
| 22 | 54 | 80 | 103 | 169 | 281 | 638 | 638 |
| 23 | 53 | 79 | 102 | 168 | 280 | 637 | 637 |
| 24 | 53 | 78 | 101 | 167 | 279 | 636 | 636 |
| 25 | 52 | 77 | 100 | 167 | 278 | 636 | 636 |
| 26 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 27 | 50 | 75 | 98 | 165 | 276 | 634 | 634 |
| 28 | 49 | 74 | 97 | 164 | 275 | 633 | 633 |
| 29 | 48 | 74 | 96 | 163 | 274 | 632 | 632 |
| 30 | 47 | 73 | 96 | 162 | 274 | 631 | 631 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 207 | 320 | 678 | 1 439 |
| 2 | 84 | 100 | 128 | 211 | 324 | 682 | 1 156 |
| 3 | 85 | 103 | 129 | 202 | 321 | 678 | 940 |
| 4 | 86 | 104 | 130 | 202 | 318 | 676 | 775 |
| 5 | 89 | 109 | 137 | 207 | 320 | 678 | 678 |
| 6 | 91 | 112 | 141 | 211 | 320 | 678 | 678 |
| 7 | 92 | 114 | 143 | 213 | 321 | 678 | 678 |
| 8 | 93 | 116 | 143 | 212 | 322 | 679 | 679 |
| 9 | 94 | 117 | 144 | 211 | 322 | 680 | 680 |
| 10 | 94 | 119 | 144 | 211 | 322 | 680 | 680 |
| 11 | 94 | 119 | 144 | 210 | 322 | 679 | 679 |
| 12 | 94 | 119 | 143 | 209 | 321 | 678 | 678 |
| 13 | 93 | 118 | 141 | 208 | 319 | 677 | 677 |
| 14 | 92 | 117 | 140 | 206 | 318 | 675 | 675 |
| 15 | 90 | 115 | 138 | 205 | 316 | 674 | 674 |
| 16 | 88 | 114 | 137 | 203 | 315 | 672 | 672 |
| 17 | 87 | 112 | 135 | 202 | 313 | 671 | 671 |
| 18 | 86 | 111 | 134 | 201 | 312 | 670 | 670 |
| 19 | 84 | 110 | 133 | 199 | 311 | 668 | 668 |
| 20 | 83 | 108 | 131 | 198 | 309 | 667 | 667 |
| 21 | 82 | 107 | 130 | 196 | 308 | 665 | 665 |
| 22 | 80 | 106 | 128 | 195 | 306 | 664 | 664 |
| 23 | 79 | 104 | 127 | 193 | 305 | 662 | 662 |
| 24 | 77 | 102 | 125 | 192 | 303 | 661 | 661 |
| 25 | 75 | 101 | 124 | 190 | 302 | 659 | 659 |
| 26 | 74 | 99 | 122 | 189 | 300 | 658 | 658 |
| 27 | 72 | 98 | 121 | 187 | 299 | 656 | 656 |
| 28 | 71 | 96 | 119 | 186 | 297 | 655 | 655 |
| 29 | 69 | 95 | 118 | 184 | 296 | 653 | 653 |
| 30 | 68 | 93 | 116 | 183 | 294 | 652 | 652 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 132 | 245 | 603 | 1 353 |
| 2 | 8 | 25 | 52 | 135 | 248 | 606 | 1 090 |
| 3 | 12 | 29 | 55 | 129 | 247 | 605 | 886 |
| 4 | 15 | 34 | 60 | 132 | 248 | 605 | 731 |
| 5 | 18 | 38 | 67 | 136 | 249 | 607 | 612 |
| 6 | 20 | 41 | 71 | 141 | 250 | 608 | 608 |
| 7 | 22 | 44 | 73 | 143 | 250 | 608 | 608 |
| 8 | 22 | 45 | 72 | 141 | 251 | 608 | 608 |
| 9 | 22 | 46 | 72 | 140 | 251 | 608 | 608 |
| 10 | 23 | 47 | 73 | 139 | 251 | 608 | 608 |
| 11 | 24 | 48 | 73 | 139 | 251 | 608 | 608 |
| 12 | 24 | 49 | 73 | 139 | 251 | 608 | 608 |
| 13 | 24 | 49 | 72 | 139 | 250 | 608 | 608 |
| 14 | 23 | 49 | 71 | 138 | 249 | 607 | 607 |
| 15 | 22 | 48 | 71 | 137 | 249 | 606 | 606 |
| 16 | 21 | 47 | 70 | 136 | 248 | 605 | 605 |
| 17 | 21 | 46 | 69 | 136 | 247 | 605 | 605 |
| 18 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 19 | 20 | 45 | 68 | 135 | 246 | 604 | 604 |
| 20 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 21 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 22 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 23 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 24 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 25 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 26 | 20 | 46 | 68 | 135 | 246 | 604 | 604 |
| 27 | 20 | 45 | 68 | 135 | 246 | 604 | 604 |
| 28 | 20 | 45 | 68 | 135 | 246 | 604 | 604 |
| 29 | 20 | 45 | 68 | 135 | 246 | 604 | 604 |
| 30 | 21 | 45 | 68 | 134 | 246 | 603 | 603 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 134 | 217 | 330 | 688 | 1 498 |
| 2 | 90 | 107 | 134 | 217 | 330 | 688 | 1 204 |
| 3 | 91 | 109 | 134 | 208 | 326 | 684 | 979 |
| 4 | 92 | 111 | 137 | 209 | 325 | 682 | 807 |
| 5 | 93 | 113 | 141 | 211 | 324 | 682 | 682 |
| 6 | 93 | 115 | 144 | 214 | 323 | 681 | 681 |
| 7 | 94 | 117 | 145 | 215 | 323 | 680 | 680 |
| 8 | 94 | 117 | 144 | 213 | 322 | 680 | 680 |
| 9 | 93 | 117 | 143 | 210 | 321 | 679 | 679 |
| 10 | 92 | 116 | 142 | 208 | 320 | 677 | 677 |
| 11 | 91 | 115 | 140 | 207 | 318 | 676 | 676 |
| 12 | 89 | 114 | 138 | 205 | 316 | 674 | 674 |
| 13 | 88 | 113 | 136 | 203 | 314 | 672 | 672 |
| 14 | 86 | 111 | 134 | 201 | 312 | 670 | 670 |
| 15 | 84 | 110 | 132 | 199 | 310 | 668 | 668 |
| 16 | 82 | 107 | 130 | 197 | 308 | 666 | 666 |
| 17 | 80 | 106 | 129 | 195 | 306 | 664 | 664 |
| 18 | 79 | 104 | 127 | 193 | 305 | 662 | 662 |
| 19 | 77 | 103 | 125 | 192 | 303 | 661 | 661 |
| 20 | 76 | 102 | 125 | 191 | 302 | 660 | 660 |
| 21 | 75 | 101 | 124 | 190 | 302 | 659 | 659 |
| 22 | 74 | 100 | 123 | 189 | 300 | 658 | 658 |
| 23 | 73 | 99 | 121 | 188 | 299 | 657 | 657 |
| 24 | 72 | 97 | 120 | 187 | 298 | 656 | 656 |
| 25 | 71 | 96 | 119 | 186 | 297 | 655 | 655 |
| 26 | 70 | 95 | 118 | 185 | 296 | 654 | 654 |
| 27 | 69 | 94 | 117 | 184 | 295 | 653 | 653 |
| 28 | 68 | 93 | 116 | 183 | 294 | 652 | 652 |
| 29 | 67 | 92 | 115 | 182 | 293 | 651 | 651 |
| 30 | 66 | 91 | 114 | 181 | 292 | 650 | 650 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 365 | 381 | 409 | 492 | 605 | 963 | 1 415 |
| 2 | 75 | 91 | 118 | 202 | 315 | 672 | 1 142 |
| 3 | 79 | 96 | 122 | 196 | 314 | 671 | 934 |
| 4 | 83 | 101 | 127 | 199 | 315 | 673 | 773 |
| 5 | 86 | 106 | 134 | 203 | 317 | 674 | 674 |
| 6 | 88 | 109 | 138 | 208 | 317 | 675 | 675 |
| 7 | 89 | 112 | 140 | 210 | 318 | 675 | 675 |
| 8 | 90 | 113 | 141 | 209 | 319 | 676 | 676 |
| 9 | 91 | 114 | 141 | 208 | 319 | 677 | 677 |
| 10 | 91 | 115 | 141 | 207 | 319 | 676 | 676 |
| 11 | 91 | 116 | 141 | 207 | 319 | 676 | 676 |
| 12 | 92 | 117 | 141 | 207 | 319 | 676 | 676 |
| 13 | 93 | 118 | 141 | 208 | 319 | 677 | 677 |
| 14 | 93 | 119 | 142 | 208 | 320 | 677 | 677 |
| 15 | 94 | 120 | 142 | 209 | 320 | 678 | 678 |
| 16 | 95 | 121 | 143 | 210 | 321 | 679 | 679 |
| 17 | 96 | 122 | 145 | 211 | 322 | 680 | 680 |
| 18 | 97 | 123 | 146 | 212 | 324 | 681 | 681 |
| 19 | 98 | 124 | 147 | 213 | 325 | 682 | 682 |
| 20 | 99 | 124 | 147 | 214 | 325 | 683 | 683 |
| 21 | 99 | 125 | 148 | 214 | 326 | 683 | 683 |
| 22 | 99 | 125 | 148 | 214 | 325 | 683 | 683 |
| 23 | 99 | 124 | 147 | 214 | 325 | 683 | 683 |
| 24 | 98 | 124 | 146 | 213 | 324 | 682 | 682 |
| 25 | 97 | 123 | 145 | 212 | 323 | 681 | 681 |
| 26 | 96 | 122 | 144 | 211 | 322 | 680 | 680 |
| 27 | 95 | 120 | 143 | 210 | 321 | 679 | 679 |
| 28 | 94 | 119 | 142 | 209 | 320 | 678 | 678 |
| 29 | 92 | 118 | 141 | 207 | 319 | 676 | 676 |
| 30 | 91 | 117 | 139 | 206 | 317 | 675 | 675 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 9 | 37 | 120 | 233 | 591 | 1 349 |
| 2 | 1 | 9 | 37 | 120 | 233 | 591 | 1 083 |
| 3 | 2 | 11 | 37 | 111 | 229 | 586 | 880 |
| 4 | 2 | 13 | 39 | 111 | 227 | 585 | 725 |
| 5 | 4 | 15 | 43 | 113 | 226 | 584 | 606 |
| 6 | 4 | 17 | 46 | 116 | 225 | 583 | 583 |
| 7 | 5 | 19 | 47 | 117 | 225 | 582 | 582 |
| 8 | 6 | 18 | 46 | 114 | 224 | 581 | 581 |
| 9 | 6 | 18 | 45 | 112 | 223 | 580 | 580 |
| 10 | 7 | 19 | 44 | 111 | 222 | 580 | 580 |
| 11 | 8 | 20 | 44 | 111 | 222 | 580 | 580 |
| 12 | 9 | 21 | 44 | 111 | 222 | 580 | 580 |
| 13 | 9 | 21 | 44 | 111 | 222 | 580 | 580 |
| 14 | 10 | 22 | 44 | 111 | 222 | 580 | 580 |
| 15 | 11 | 22 | 45 | 111 | 223 | 580 | 580 |
| 16 | 12 | 22 | 45 | 111 | 222 | 580 | 580 |
| 17 | 12 | 22 | 45 | 111 | 223 | 580 | 580 |
| 18 | 13 | 22 | 45 | 112 | 223 | 581 | 581 |
| 19 | 13 | 23 | 46 | 112 | 224 | 581 | 581 |
| 20 | 15 | 24 | 47 | 113 | 225 | 582 | 582 |
| 21 | 15 | 25 | 48 | 114 | 226 | 583 | 583 |
| 22 | 15 | 25 | 48 | 115 | 226 | 584 | 584 |
| 23 | 16 | 26 | 49 | 116 | 227 | 585 | 585 |
| 24 | 16 | 27 | 50 | 116 | 228 | 585 | 585 |
| 25 | 18 | 27 | 50 | 117 | 228 | 586 | 586 |
| 26 | 18 | 28 | 50 | 117 | 228 | 586 | 586 |
| 27 | 19 | 28 | 51 | 117 | 229 | 586 | 586 |
| 28 | 19 | 28 | 51 | 118 | 229 | 587 | 587 |
| 29 | 20 | 29 | 52 | 118 | 230 | 587 | 587 |
| 30 | 21 | 31 | 53 | 119 | 230 | 588 | 588 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 180 | 294 | 651 | 1 395 |
| 2 | 55 | 71 | 98 | 181 | 295 | 652 | 1 120 |
| 3 | 55 | 73 | 99 | 172 | 291 | 648 | 911 |
| 4 | 56 | 75 | 100 | 173 | 288 | 646 | 751 |
| 5 | 56 | 76 | 105 | 174 | 287 | 645 | 645 |
| 6 | 57 | 78 | 108 | 178 | 287 | 644 | 644 |
| 7 | 57 | 79 | 108 | 178 | 285 | 643 | 643 |
| 8 | 56 | 79 | 106 | 175 | 284 | 642 | 642 |
| 9 | 55 | 79 | 105 | 173 | 284 | 641 | 641 |
| 10 | 54 | 79 | 104 | 171 | 282 | 640 | 640 |
| 11 | 53 | 78 | 103 | 169 | 280 | 638 | 638 |
| 12 | 52 | 77 | 101 | 167 | 279 | 636 | 636 |
| 13 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 14 | 49 | 75 | 97 | 164 | 275 | 633 | 633 |
| 15 | 48 | 73 | 96 | 162 | 274 | 631 | 631 |
| 16 | 46 | 71 | 94 | 161 | 272 | 630 | 630 |
| 17 | 44 | 70 | 93 | 159 | 271 | 628 | 628 |
| 18 | 43 | 69 | 91 | 158 | 269 | 627 | 627 |
| 19 | 42 | 68 | 90 | 157 | 268 | 626 | 626 |
| 20 | 41 | 67 | 90 | 156 | 268 | 625 | 625 |
| 21 | 41 | 66 | 89 | 156 | 267 | 625 | 625 |
| 22 | 40 | 66 | 89 | 155 | 267 | 624 | 624 |
| 23 | 40 | 65 | 88 | 154 | 266 | 623 | 623 |
| 24 | 39 | 64 | 87 | 154 | 265 | 623 | 623 |
| 25 | 38 | 64 | 86 | 153 | 264 | 622 | 622 |
| 26 | 37 | 63 | 86 | 152 | 264 | 621 | 621 |
| 27 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 28 | 36 | 62 | 84 | 151 | 262 | 620 | 620 |
| 29 | 35 | 61 | 84 | 150 | 262 | 619 | 619 |
| 30 | 35 | 60 | 83 | 150 | 261 | 619 | 619 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 239 | 353 | 710 | 1 502 |
| 2 | 114 | 130 | 157 | 241 | 354 | 711 | 1 216 |
| 3 | 116 | 134 | 159 | 233 | 351 | 709 | 992 |
| 4 | 118 | 137 | 163 | 235 | 351 | 708 | 820 |
| 5 | 120 | 140 | 168 | 237 | 351 | 708 | 708 |
| 6 | 121 | 142 | 171 | 241 | 350 | 708 | 708 |
| 7 | 121 | 143 | 172 | 242 | 349 | 707 | 707 |
| 8 | 120 | 143 | 170 | 239 | 349 | 706 | 706 |
| 9 | 119 | 143 | 169 | 236 | 348 | 705 | 705 |
| 10 | 119 | 143 | 168 | 235 | 346 | 704 | 704 |
| 11 | 117 | 142 | 167 | 233 | 345 | 702 | 702 |
| 12 | 116 | 141 | 165 | 231 | 343 | 700 | 700 |
| 13 | 114 | 139 | 163 | 229 | 340 | 698 | 698 |
| 14 | 112 | 137 | 160 | 227 | 338 | 696 | 696 |
| 15 | 109 | 135 | 158 | 224 | 336 | 693 | 693 |
| 16 | 107 | 132 | 155 | 222 | 333 | 691 | 691 |
| 17 | 104 | 130 | 153 | 219 | 331 | 688 | 688 |
| 18 | 102 | 127 | 150 | 217 | 328 | 686 | 686 |
| 19 | 100 | 125 | 148 | 215 | 326 | 684 | 684 |
| 20 | 98 | 124 | 146 | 213 | 324 | 682 | 682 |
| 21 | 96 | 122 | 145 | 211 | 323 | 680 | 680 |
| 22 | 95 | 120 | 143 | 210 | 321 | 679 | 679 |
| 23 | 93 | 118 | 141 | 208 | 319 | 677 | 677 |
| 24 | 91 | 117 | 139 | 206 | 317 | 675 | 675 |
| 25 | 89 | 115 | 138 | 204 | 316 | 673 | 673 |
| 26 | 88 | 113 | 136 | 203 | 314 | 672 | 672 |
| 27 | 86 | 112 | 134 | 201 | 312 | 670 | 670 |
| 28 | 84 | 110 | 133 | 199 | 311 | 668 | 668 |
| 29 | 83 | 108 | 131 | 198 | 309 | 667 | 667 |
| 30 | 81 | 107 | 130 | 196 | 308 | 665 | 665 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 172 | 188 | 216 | 299 | 412 | 770 | 1 686 |
| 2 | 182 | 198 | 225 | 309 | 422 | 780 | 1 366 |
| 3 | 187 | 204 | 230 | 304 | 422 | 780 | 1112 |
| 4 | 189 | 208 | 234 | 306 | 422 | 779 | 919 |
| 5 | 190 | 210 | 238 | 308 | 421 | 779 | 779 |
| 6 | 190 | 211 | 240 | 310 | 419 | 777 | 777 |
| 7 | 189 | 212 | 240 | 310 | 418 | 775 | 775 |
| 8 | 188 | 211 | 238 | 306 | 416 | 774 | 774 |
| 9 | 186 | 210 | 236 | 303 | 414 | 772 | 772 |
| 10 | 185 | 209 | 235 | 302 | 413 | 771 | 771 |
| 11 | 184 | 208 | 233 | 300 | 411 | 769 | 769 |
| 12 | 182 | 207 | 230 | 297 | 408 | 766 | 766 |
| 13 | 179 | 204 | 227 | 294 | 405 | 763 | 763 |
| 14 | 176 | 201 | 224 | 291 | 402 | 760 | 760 |
| 15 | 173 | 198 | 221 | 288 | 399 | 757 | 757 |
| 16 | 169 | 195 | 218 | 284 | 396 | 753 | 753 |
| 17 | 166 | 192 | 214 | 281 | 392 | 750 | 750 |
| 18 | 163 | 188 | 211 | 278 | 389 | 747 | 747 |
| 19 | 160 | 185 | 208 | 275 | 386 | 744 | 744 |
| 20 | 157 | 182 | 205 | 272 | 383 | 741 | 741 |
| 21 | 154 | 179 | 202 | 269 | 380 | 738 | 738 |
| 22 | 150 | 176 | 199 | 265 | 377 | 734 | 734 |
| 23 | 147 | 173 | 196 | 262 | 374 | 731 | 731 |
| 24 | 144 | 170 | 193 | 259 | 371 | 728 | 728 |
| 25 | 141 | 167 | 189 | 256 | 367 | 725 | 725 |
| 26 | 138 | 164 | 186 | 253 | 364 | 722 | 722 |
| 27 | 135 | 161 | 183 | 250 | 361 | 719 | 719 |
| 28 | 132 | 158 | 181 | 247 | 359 | 716 | 716 |
| 29 | 130 | 155 | 178 | 244 | 356 | 713 | 713 |
| 30 | 127 | 152 | 175 | 242 | 353 | 711 | 711 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 152 | 265 | 623 | 1 386 |
| 2 | 26 | 42 | 69 | 153 | 266 | 624 | 1 112 |
| 3 | 27 | 45 | 70 | 144 | 262 | 620 | 903 |
| 4 | 28 | 47 | 73 | 145 | 261 | 618 | 744 |
| 5 | 29 | 49 | 77 | 147 | 260 | 618 | 622 |
| 6 | 30 | 51 | 80 | 150 | 259 | 617 | 617 |
| 7 | 30 | 52 | 81 | 151 | 258 | 616 | 616 |
| 8 | 29 | 52 | 79 | 148 | 257 | 615 | 615 |
| 9 | 28 | 52 | 78 | 145 | 256 | 614 | 614 |
| 10 | 28 | 52 | 77 | 144 | 256 | 613 | 613 |
| 11 | 28 | 52 | 77 | 144 | 255 | 613 | 613 |
| 12 | 27 | 53 | 76 | 143 | 254 | 612 | 612 |
| 13 | 27 | 53 | 76 | 142 | 254 | 611 | 611 |
| 14 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 15 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 16 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 17 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 18 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 19 | 27 | 52 | 75 | 141 | 253 | 610 | 610 |
| 20 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 21 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 22 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 23 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 24 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 25 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 26 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 27 | 26 | 52 | 74 | 141 | 252 | 610 | 610 |
| 28 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 29 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 30 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 36 | 63 | 147 | 260 | 618 | 1 419 |
| 2 | 22 | 38 | 65 | 149 | 262 | 620 | 1 140 |
| 3 | 25 | 42 | 68 | 142 | 260 | 617 | 926 |
| 4 | 28 | 46 | 72 | 144 | 260 | 618 | 763 |
| 5 | 30 | 50 | 78 | 148 | 261 | 619 | 637 |
| 6 | 32 | 53 | 82 | 152 | 261 | 619 | 619 |
| 7 | 34 | 56 | 85 | 155 | 262 | 620 | 620 |
| 8 | 34 | 57 | 84 | 152 | 262 | 620 | 620 |
| 9 | 34 | 58 | 84 | 151 | 262 | 620 | 620 |
| 10 | 35 | 59 | 85 | 151 | 263 | 620 | 620 |
| 11 | 36 | 61 | 85 | 152 | 263 | 621 | 621 |
| 12 | 37 | 62 | 86 | 152 | 264 | 621 | 621 |
| 13 | 37 | 62 | 86 | 152 | 264 | 621 | 621 |
| 14 | 37 | 63 | 85 | 152 | 263 | 621 | 621 |
| 15 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 16 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 17 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 18 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 19 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 20 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 21 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 22 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 23 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 24 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 25 | 36 | 62 | 85 | 151 | 262 | 620 | 620 |
| 26 | 36 | 61 | 84 | 151 | 262 | 620 | 620 |
| 27 | 35 | 61 | 84 | 150 | 262 | 619 | 619 |
| 28 | 35 | 60 | 83 | 150 | 261 | 619 | 619 |
| 29 | 35 | 60 | 83 | 149 | 261 | 618 | 618 |
| 30 | 34 | 60 | 82 | 149 | 260 | 618 | 618 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 120 | 136 | 163 | 247 | 360 | 718 | 1 588 |
| 2 | 119 | 135 | 163 | 246 | 359 | 717 | 1 268 |
| 3 | 120 | 137 | 163 | 236 | 355 | 712 | 1 036 |
| 4 | 120 | 139 | 165 | 237 | 353 | 710 | 850 |
| 5 | 121 | 141 | 170 | 239 | 352 | 710 | 710 |
| 6 | 121 | 142 | 172 | 242 | 351 | 708 | 708 |
| 7 | 122 | 144 | 172 | 243 | 350 | 707 | 707 |
| 8 | 121 | 144 | 171 | 240 | 349 | 707 | 707 |
| 9 | 120 | 143 | 170 | 237 | 348 | 706 | 706 |
| 10 | 120 | 144 | 169 | 236 | 348 | 705 | 705 |
| 11 | 120 | 144 | 169 | 236 | 347 | 705 | 705 |
| 12 | 119 | 144 | 168 | 235 | 346 | 704 | 704 |
| 13 | 118 | 144 | 167 | 234 | 345 | 703 | 703 |
| 14 | 117 | 143 | 166 | 232 | 344 | 701 | 701 |
| 15 | 115 | 141 | 164 | 230 | 342 | 699 | 699 |
| 16 | 113 | 139 | 161 | 228 | 339 | 697 | 697 |
| 17 | 110 | 136 | 159 | 225 | 337 | 694 | 694 |
| 18 | 108 | 133 | 156 | 223 | 334 | 692 | 692 |
| 19 | 106 | 131 | 154 | 221 | 332 | 690 | 690 |
| 20 | 104 | 129 | 152 | 219 | 330 | 688 | 688 |
| 21 | 101 | 127 | 150 | 216 | 328 | 685 | 685 |
| 22 | 99 | 125 | 148 | 214 | 326 | 683 | 683 |
| 23 | 97 | 123 | 145 | 212 | 323 | 681 | 681 |
| 24 | 95 | 120 | 143 | 210 | 321 | 679 | 679 |
| 25 | 93 | 118 | 141 | 208 | 319 | 677 | 677 |
| 26 | 91 | 116 | 139 | 206 | 317 | 675 | 675 |
| 27 | 89 | 114 | 137 | 204 | 315 | 673 | 673 |
| 28 | 87 | 112 | 135 | 202 | 313 | 671 | 671 |
| 29 | 85 | 110 | 133 | 200 | 311 | 669 | 669 |
| 30 | 83 | 108 | 131 | 198 | 309 | 667 | 667 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 7 | 35 | 118 | 231 | 589 | 1 376 |
| 2 | 1 | 9 | 37 | 120 | 233 | 591 | 1 107 |
| 3 | 2 | 13 | 39 | 113 | 231 | 588 | 900 |
| 4 | 2 | 17 | 43 | 115 | 231 | 589 | 743 |
| 5 | 4 | 21 | 49 | 119 | 232 | 589 | 621 |
| 6 | 4 | 24 | 53 | 123 | 232 | 590 | 590 |
| 7 | 5 | 27 | 55 | 125 | 233 | 590 | 590 |
| 8 | 6 | 27 | 55 | 123 | 233 | 591 | 591 |
| 9 | 6 | 28 | 55 | 122 | 233 | 590 | 590 |
| 10 | 7 | 29 | 55 | 121 | 233 | 590 | 590 |
| 11 | 8 | 30 | 55 | 121 | 233 | 590 | 590 |
| 12 | 9 | 31 | 54 | 121 | 232 | 590 | 590 |
| 13 | 9 | 31 | 54 | 121 | 232 | 590 | 590 |
| 14 | 10 | 31 | 54 | 121 | 232 | 590 | 590 |
| 15 | 11 | 31 | 54 | 121 | 232 | 590 | 590 |
| 16 | 12 | 31 | 53 | 120 | 231 | 589 | 589 |
| 17 | 12 | 31 | 54 | 120 | 232 | 589 | 589 |
| 18 | 13 | 31 | 54 | 120 | 232 | 589 | 589 |
| 19 | 13 | 31 | 54 | 120 | 232 | 589 | 589 |
| 20 | 15 | 32 | 55 | 121 | 232 | 590 | 590 |
| 21 | 15 | 32 | 55 | 122 | 233 | 591 | 591 |
| 22 | 16 | 33 | 56 | 122 | 234 | 591 | 591 |
| 23 | 16 | 33 | 56 | 123 | 234 | 592 | 592 |
| 24 | 18 | 33 | 56 | 123 | 234 | 592 | 592 |
| 25 | 18 | 34 | 57 | 123 | 235 | 592 | 592 |
| 26 | 18 | 34 | 57 | 123 | 235 | 592 | 592 |
| 27 | 19 | 34 | 57 | 124 | 235 | 593 | 593 |
| 28 | 19 | 34 | 57 | 124 | 235 | 593 | 593 |
| 29 | 21 | 35 | 57 | 124 | 235 | 593 | 593 |
| 30 | 21 | 35 | 58 | 124 | 236 | 593 | 593 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 161 | 275 | 632 | 1 371 |
| 2 | 35 | 51 | 79 | 162 | 275 | 633 | 1 100 |
| 3 | 35 | 53 | 78 | 152 | 270 | 628 | 893 |
| 4 | 35 | 54 | 80 | 152 | 268 | 626 | 735 |
| 5 | 36 | 56 | 84 | 154 | 267 | 624 | 624 |
| 6 | 39 | 60 | 89 | 159 | 268 | 626 | 626 |
| 7 | 36 | 58 | 87 | 157 | 265 | 622 | 622 |
| 8 | 41 | 63 | 91 | 159 | 269 | 627 | 627 |
| 9 | 40 | 63 | 90 | 157 | 268 | 626 | 626 |
| 10 | 34 | 58 | 84 | 150 | 262 | 619 | 619 |
| 11 | 29 | 54 | 78 | 145 | 256 | 614 | 614 |
| 12 | 26 | 51 | 75 | 141 | 253 | 610 | 610 |
| 13 | 24 | 49 | 72 | 139 | 250 | 608 | 608 |
| 14 | 22 | 47 | 70 | 137 | 248 | 606 | 606 |
| 15 | 20 | 46 | 69 | 135 | 246 | 604 | 604 |
| 16 | 19 | 44 | 67 | 133 | 245 | 602 | 602 |
| 17 | 18 | 43 | 66 | 133 | 244 | 602 | 602 |
| 18 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 19 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 20 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 21 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 22 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 23 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 24 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 25 | 18 | 42 | 65 | 132 | 243 | 601 | 601 |
| 26 | 18 | 42 | 65 | 132 | 243 | 601 | 601 |
| 27 | 19 | 42 | 65 | 131 | 243 | 600 | 600 |
| 28 | 19 | 42 | 65 | 131 | 243 | 600 | 600 |
| 29 | 20 | 42 | 65 | 131 | 243 | 600 | 600 |
| 30 | 21 | 42 | 65 | 131 | 242 | 600 | 600 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 185 | 202 | 229 | 312 | 425 | 783 | 1 603 |
| 2 | 183 | 199 | 226 | 310 | 423 | 781 | 1 287 |
| 3 | 180 | 197 | 223 | 297 | 415 | 772 | 1 045 |
| 4 | 177 | 196 | 222 | 294 | 410 | 767 | 860 |
| 5 | 174 | 194 | 223 | 292 | 405 | 763 | 763 |
| 6 | 171 | 192 | 222 | 292 | 401 | 758 | 758 |
| 7 | 168 | 190 | 219 | 289 | 396 | 754 | 754 |
| 8 | 164 | 187 | 214 | 283 | 392 | 750 | 750 |
| 9 | 160 | 184 | 210 | 277 | 388 | 746 | 746 |
| 10 | 157 | 181 | 206 | 273 | 384 | 742 | 742 |
| 11 | 153 | 178 | 202 | 269 | 380 | 738 | 738 |
| 12 | 150 | 175 | 198 | 265 | 376 | 734 | 734 |
| 13 | 146 | 171 | 195 | 261 | 373 | 730 | 730 |
| 14 | 143 | 168 | 191 | 258 | 369 | 727 | 727 |
| 15 | 139 | 165 | 187 | 254 | 365 | 723 | 723 |
| 16 | 136 | 161 | 184 | 251 | 362 | 720 | 720 |
| 17 | 133 | 158 | 181 | 248 | 359 | 717 | 717 |
| 18 | 130 | 155 | 178 | 245 | 356 | 714 | 714 |
| 19 | 127 | 152 | 175 | 242 | 353 | 711 | 711 |
| 20 | 124 | 150 | 173 | 239 | 351 | 708 | 708 |
| 21 | 122 | 147 | 170 | 237 | 348 | 706 | 706 |
| 22 | 119 | 145 | 168 | 234 | 346 | 703 | 703 |
| 23 | 117 | 142 | 165 | 232 | 343 | 701 | 701 |
| 24 | 114 | 140 | 163 | 229 | 341 | 698 | 698 |
| 25 | 112 | 138 | 160 | 227 | 338 | 696 | 696 |
| 26 | 110 | 135 | 158 | 225 | 336 | 694 | 694 |
| 27 | 108 | 133 | 156 | 223 | 334 | 692 | 692 |
| 28 | 106 | 131 | 154 | 220 | 332 | 689 | 689 |
| 29 | 103 | 129 | 152 | 218 | 330 | 687 | 687 |
| 30 | 101 | 127 | 150 | 216 | 328 | 685 | 685 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 27 | 53 | 114 | 250 | 608 | 1 360 |
| 2 | 8 | 27 | 53 | 114 | 250 | 608 | 1 095 |
| 3 | 9 | 29 | 54 | 107 | 249 | 606 | 891 |
| 4 | 12 | 34 | 58 | 104 | 249 | 607 | 735 |
| 5 | 16 | 41 | 63 | 106 | 250 | 608 | 615 |
| 6 | 18 | 44 | 67 | 101 | 251 | 609 | 609 |
| 7 | 19 | 46 | 65 | 94 | 252 | 609 | 609 |
| 8 | 16 | 44 | 64 | 92 | 252 | 610 | 610 |
| 9 | 17 | 45 | 66 | 95 | 252 | 610 | 610 |
| 10 | 18 | 48 | 69 | 100 | 252 | 610 | 610 |
| 11 | 20 | 50 | 70 | 103 | 253 | 610 | 610 |
| 12 | 21 | 52 | 71 | 104 | 253 | 610 | 610 |
| 13 | 23 | 54 | 72 | 104 | 253 | 610 | 610 |
| 14 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 15 | 22 | 54 | 72 | 104 | 253 | 611 | 611 |
| 16 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 17 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 18 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 19 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 20 | 22 | 54 | 72 | 104 | 253 | 611 | 611 |
| 21 | 22 | 54 | 72 | 104 | 254 | 611 | 611 |
| 22 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 23 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 24 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 25 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 26 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 27 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 28 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 29 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 30 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 96 | 209 | 567 | 1 344 |
| 2 | 1 | 6 | 11 | 95 | 208 | 566 | 1 078 |
| 3 | 2 | 6 | 11 | 84 | 203 | 560 | 875 |
| 4 | 2 | 8 | 12 | 85 | 201 | 558 | 720 |
| 5 | 4 | 9 | 17 | 86 | 200 | 557 | 601 |
| 6 | 4 | 9 | 20 | 90 | 199 | 557 | 557 |
| 7 | 5 | 10 | 22 | 92 | 199 | 557 | 557 |
| 8 | 6 | 12 | 21 | 90 | 199 | 557 | 557 |
| 9 | 6 | 12 | 22 | 88 | 200 | 557 | 557 |
| 10 | 7 | 13 | 23 | 88 | 200 | 557 | 557 |
| 11 | 8 | 13 | 25 | 89 | 200 | 558 | 558 |
| 12 | 9 | 15 | 26 | 89 | 200 | 558 | 558 |
| 13 | 9 | 16 | 27 | 89 | 201 | 558 | 558 |
| 14 | 10 | 16 | 29 | 90 | 201 | 559 | 559 |
| 15 | 10 | 18 | 31 | 90 | 202 | 559 | 559 |
| 16 | 12 | 18 | 33 | 90 | 202 | 559 | 559 |
| 17 | 12 | 19 | 34 | 91 | 202 | 560 | 560 |
| 18 | 13 | 19 | 35 | 91 | 203 | 560 | 560 |
| 19 | 13 | 21 | 37 | 92 | 203 | 561 | 561 |
| 20 | 15 | 22 | 38 | 93 | 204 | 562 | 562 |
| 21 | 15 | 22 | 40 | 93 | 205 | 562 | 562 |
| 22 | 15 | 24 | 41 | 94 | 205 | 563 | 563 |
| 23 | 16 | 24 | 43 | 94 | 206 | 563 | 563 |
| 24 | 16 | 25 | 44 | 95 | 206 | 564 | 564 |
| 25 | 18 | 25 | 45 | 95 | 207 | 564 | 564 |
| 26 | 18 | 27 | 46 | 95 | 207 | 564 | 564 |
| 27 | 18 | 28 | 48 | 96 | 207 | 565 | 565 |
| 28 | 19 | 28 | 49 | 96 | 207 | 565 | 565 |
| 29 | 19 | 29 | 51 | 96 | 207 | 565 | 565 |
| 30 | 21 | 29 | 52 | 96 | 207 | 565 | 565 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 2 944 |
| 2 | 0 | 15 | 22 | 46 | 170 | 341 | 2 202 |
| 3 | 1 | 16 | 25 | 51 | 164 | 352 | 1 670 |
| 4 | 1 | 17 | 28 | 55 | 162 | 350 | 1 296 |
| 5 | 2 | 19 | 31 | 57 | 162 | 341 | 1 031 |
| 6 | 3 | 22 | 34 | 60 | 162 | 328 | 839 |
| 7 | 4 | 25 | 36 | 62 | 162 | 313 | 695 |
| 8 | 4 | 25 | 37 | 65 | 162 | 296 | 586 |
| 9 | 4 | 26 | 39 | 68 | 162 | 280 | 500 |
| 10 | 5 | 27 | 40 | 70 | 162 | 264 | 431 |
| 11 | 5 | 27 | 41 | 71 | 162 | 255 | 375 |
| 12 | 5 | 27 | 41 | 71 | 162 | 255 | 329 |
| 13 | 5 | 27 | 41 | 71 | 162 | 255 | 290 |
| 14 | 7 | 27 | 41 | 71 | 162 | 255 | 258 |
| 15 | 7 | 27 | 44 | 71 | 162 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 162 | 255 | 255 |
| 17 | 8 | 27 | 50 | 71 | 162 | 255 | 255 |
| 18 | 8 | 27 | 53 | 71 | 162 | 255 | 255 |
| 19 | 8 | 27 | 56 | 71 | 162 | 255 | 255 |
| 20 | 9 | 27 | 58 | 71 | 162 | 255 | 255 |
| 21 | 9 | 27 | 61 | 71 | 162 | 255 | 255 |
| 22 | 10 | 27 | 64 | 72 | 162 | 255 | 255 |
| 23 | 10 | 27 | 66 | 75 | 162 | 255 | 255 |
| 24 | 10 | 27 | 69 | 77 | 162 | 255 | 255 |
| 25 | 11 | 27 | 72 | 80 | 162 | 255 | 255 |
| 26 | 11 | 27 | 74 | 82 | 162 | 255 | 255 |
| 27 | 12 | 27 | 78 | 85 | 162 | 255 | 255 |
| 28 | 12 | 27 | 80 | 86 | 162 | 255 | 255 |
| 29 | 13 | 28 | 83 | 89 | 162 | 255 | 255 |
| 30 | 13 | 30 | 86 | 92 | 162 | 255 | 255 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 4 | 20 | 26 | 50 | 174 | 309 | 2 961 |
| 2 | 7 | 22 | 29 | 52 | 176 | 343 | 2 218 |
| 3 | 6 | 23 | 31 | 58 | 171 | 354 | 1 682 |
| 4 | 6 | 24 | 35 | 62 | 168 | 352 | 1 304 |
| 5 | 7 | 25 | 38 | 63 | 168 | 343 | 1 037 |
| 6 | 8 | 28 | 40 | 66 | 168 | 329 | 843 |
| 7 | 9 | 30 | 41 | 67 | 167 | 314 | 698 |
| 8 | 9 | 30 | 42 | 70 | 167 | 297 | 588 |
| 9 | 9 | 31 | 43 | 72 | 166 | 280 | 501 |
| 10 | 9 | 31 | 44 | 74 | 166 | 264 | 432 |
| 11 | 9 | 31 | 44 | 75 | 165 | 259 | 376 |
| 12 | 8 | 30 | 44 | 74 | 165 | 258 | 330 |
| 13 | 7 | 30 | 43 | 74 | 164 | 258 | 291 |
| 14 | 7 | 29 | 43 | 73 | 164 | 257 | 258 |
| 15 | 7 | 29 | 44 | 73 | 163 | 257 | 257 |
| 16 | 7 | 28 | 47 | 72 | 162 | 256 | 256 |
| 17 | 8 | 28 | 50 | 72 | 162 | 256 | 256 |
| 18 | 8 | 28 | 53 | 71 | 162 | 255 | 255 |
| 19 | 8 | 28 | 56 | 71 | 162 | 255 | 255 |
| 20 | 9 | 28 | 58 | 72 | 162 | 256 | 256 |
| 21 | 9 | 28 | 61 | 72 | 163 | 256 | 256 |
| 22 | 10 | 28 | 64 | 73 | 163 | 256 | 256 |
| 23 | 10 | 29 | 67 | 75 | 163 | 256 | 256 |
| 24 | 10 | 29 | 69 | 77 | 163 | 256 | 256 |
| 25 | 11 | 29 | 72 | 80 | 163 | 257 | 257 |
| 26 | 11 | 29 | 75 | 82 | 163 | 257 | 257 |
| 27 | 12 | 29 | 78 | 85 | 163 | 257 | 257 |
| 28 | 12 | 29 | 80 | 87 | 163 | 257 | 257 |
| 29 | 13 | 29 | 83 | 89 | 163 | 257 | 257 |
| 30 | 13 | 30 | 86 | 92 | 163 | 257 | 257 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 2 944 |
| 2 | 0 | 15 | 22 | 46 | 170 | 341 | 2 202 |
| 3 | 1 | 16 | 24 | 51 | 164 | 352 | 1 670 |
| 4 | 1 | 17 | 28 | 55 | 161 | 350 | 1 296 |
| 5 | 2 | 19 | 31 | 57 | 161 | 341 | 1 031 |
| 6 | 3 | 22 | 34 | 60 | 161 | 328 | 839 |
| 7 | 4 | 24 | 35 | 62 | 161 | 313 | 695 |
| 8 | 4 | 25 | 37 | 64 | 161 | 296 | 586 |
| 9 | 4 | 26 | 38 | 68 | 161 | 280 | 500 |
| 10 | 4 | 27 | 40 | 70 | 161 | 264 | 431 |
| 11 | 5 | 27 | 40 | 71 | 161 | 255 | 375 |
| 12 | 5 | 27 | 40 | 71 | 161 | 255 | 329 |
| 13 | 5 | 27 | 40 | 71 | 161 | 255 | 290 |
| 14 | 7 | 27 | 41 | 71 | 161 | 255 | 258 |
| 15 | 7 | 27 | 44 | 71 | 161 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 161 | 255 | 255 |
| 17 | 8 | 27 | 50 | 71 | 161 | 255 | 255 |
| 18 | 8 | 27 | 53 | 71 | 161 | 255 | 255 |
| 19 | 8 | 27 | 56 | 71 | 161 | 255 | 255 |
| 20 | 9 | 27 | 58 | 71 | 161 | 255 | 255 |
| 21 | 9 | 27 | 61 | 71 | 161 | 255 | 255 |
| 22 | 10 | 27 | 64 | 72 | 161 | 255 | 255 |
| 23 | 10 | 27 | 66 | 75 | 161 | 255 | 255 |
| 24 | 10 | 27 | 69 | 77 | 161 | 255 | 255 |
| 25 | 11 | 27 | 72 | 80 | 161 | 255 | 255 |
| 26 | 11 | 27 | 74 | 82 | 161 | 255 | 255 |
| 27 | 12 | 27 | 78 | 85 | 161 | 255 | 255 |
| 28 | 12 | 27 | 80 | 86 | 161 | 255 | 255 |
| 29 | 13 | 28 | 83 | 89 | 161 | 255 | 255 |
| 30 | 13 | 30 | 86 | 92 | 161 | 255 | 255 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 84 | 99 | 106 | 130 | 254 | 349 | 3 002 |
| 2 | 79 | 94 | 101 | 125 | 248 | 350 | 2 266 |
| 3 | 81 | 97 | 106 | 132 | 245 | 363 | 1 726 |
| 4 | 77 | 95 | 106 | 133 | 239 | 362 | 1 341 |
| 5 | 75 | 94 | 106 | 131 | 236 | 353 | 1 067 |
| 6 | 74 | 94 | 106 | 132 | 234 | 340 | 869 |
| 7 | 73 | 94 | 105 | 131 | 231 | 324 | 720 |
| 8 | 71 | 93 | 104 | 132 | 229 | 322 | 607 |
| 9 | 70 | 92 | 105 | 134 | 228 | 321 | 518 |
| 10 | 66 | 89 | 102 | 132 | 223 | 317 | 447 |
| 11 | 64 | 86 | 99 | 129 | 220 | 314 | 389 |
| 12 | 62 | 84 | 97 | 128 | 219 | 312 | 341 |
| 13 | 61 | 83 | 96 | 127 | 218 | 311 | 311 |
| 14 | 60 | 83 | 96 | 126 | 217 | 310 | 310 |
| 15 | 60 | 82 | 95 | 126 | 216 | 310 | 310 |
| 16 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 17 | 58 | 81 | 94 | 124 | 215 | 308 | 308 |
| 18 | 57 | 80 | 93 | 124 | 214 | 307 | 307 |
| 19 | 56 | 79 | 92 | 123 | 213 | 307 | 307 |
| 20 | 56 | 78 | 91 | 122 | 213 | 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 | 206 | 299 | 299 |
| 28 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 29 | 47 | 69 | 86 | 113 | 203 | 297 | 297 |
| 30 | 46 | 68 | 89 | 112 | 202 | 296 | 296 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 27 | 50 | 174 | 306 | 2 933 |
| 2 | 6 | 22 | 28 | 52 | 176 | 340 | 2 197 |
| 3 | 7 | 23 | 32 | 58 | 171 | 352 | 1 670 |
| 4 | 7 | 25 | 35 | 63 | 169 | 351 | 1 299 |
| 5 | 8 | 27 | 39 | 64 | 169 | 343 | 1 035 |
| 6 | 10 | 29 | 41 | 67 | 169 | 330 | 843 |
| 7 | 11 | 32 | 43 | 69 | 169 | 315 | 699 |
| 8 | 10 | 32 | 43 | 71 | 168 | 299 | 589 |
| 9 | 10 | 32 | 44 | 74 | 168 | 282 | 503 |
| 10 | 10 | 32 | 46 | 75 | 167 | 266 | 434 |
| 11 | 10 | 32 | 45 | 76 | 166 | 260 | 378 |
| 12 | 9 | 31 | 45 | 75 | 166 | 259 | 332 |
| 13 | 9 | 31 | 44 | 75 | 165 | 259 | 293 |
| 14 | 8 | 30 | 44 | 74 | 165 | 258 | 260 |
| 15 | 8 | 30 | 45 | 74 | 164 | 258 | 258 |
| 16 | 7 | 29 | 47 | 73 | 164 | 257 | 257 |
| 17 | 8 | 29 | 50 | 73 | 163 | 257 | 257 |
| 18 | 8 | 29 | 53 | 73 | 163 | 257 | 257 |
| 19 | 8 | 29 | 56 | 73 | 163 | 257 | 257 |
| 20 | 9 | 29 | 59 | 73 | 164 | 257 | 257 |
| 21 | 9 | 30 | 62 | 73 | 164 | 257 | 257 |
| 22 | 10 | 30 | 64 | 74 | 164 | 257 | 257 |
| 23 | 10 | 30 | 67 | 76 | 164 | 258 | 258 |
| 24 | 11 | 30 | 71 | 79 | 164 | 258 | 258 |
| 25 | 11 | 30 | 73 | 81 | 164 | 258 | 258 |
| 26 | 12 | 30 | 76 | 84 | 164 | 258 | 258 |
| 27 | 12 | 30 | 78 | 85 | 164 | 258 | 258 |
| 28 | 12 | 30 | 81 | 88 | 164 | 258 | 258 |
| 29 | 13 | 30 | 84 | 91 | 164 | 258 | 258 |
| 30 | 13 | 30 | 87 | 93 | 164 | 258 | 258 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 319 | 3 061 |
| 2 | 52 | 67 | 74 | 98 | 221 | 355 | 2 299 |
| 3 | 56 | 72 | 81 | 107 | 220 | 367 | 1 749 |
| 4 | 58 | 75 | 86 | 113 | 220 | 367 | 1 360 |
| 5 | 59 | 78 | 90 | 115 | 220 | 358 | 1 083 |
| 6 | 60 | 80 | 92 | 118 | 220 | 344 | 881 |
| 7 | 61 | 82 | 93 | 119 | 219 | 328 | 731 |
| 8 | 60 | 81 | 93 | 121 | 218 | 311 | 616 |
| 9 | 59 | 80 | 93 | 122 | 216 | 309 | 525 |
| 10 | 57 | 79 | 93 | 123 | 214 | 308 | 453 |
| 11 | 56 | 78 | 91 | 122 | 212 | 306 | 394 |
| 12 | 54 | 76 | 90 | 120 | 211 | 304 | 345 |
| 13 | 52 | 75 | 88 | 119 | 209 | 302 | 304 |
| 14 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 15 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 16 | 48 | 71 | 84 | 115 | 205 | 298 | 298 |
| 17 | 47 | 70 | 83 | 113 | 204 | 297 | 297 |
| 18 | 46 | 69 | 82 | 113 | 203 | 296 | 296 |
| 19 | 46 | 68 | 81 | 112 | 202 | 296 | 296 |
| 20 | 45 | 67 | 81 | 111 | 202 | 295 | 295 |
| 21 | 44 | 67 | 80 | 110 | 201 | 294 | 294 |
| 22 | 43 | 66 | 79 | 110 | 200 | 294 | 294 |
| 23 | 43 | 65 | 78 | 109 | 199 | 293 | 293 |
| 24 | 42 | 64 | 77 | 108 | 199 | 292 | 292 |
| 25 | 41 | 63 | 77 | 107 | 198 | 291 | 291 |
| 26 | 40 | 62 | 78 | 106 | 197 | 290 | 290 |
| 27 | 39 | 61 | 81 | 105 | 196 | 289 | 289 |
| 28 | 38 | 61 | 83 | 105 | 195 | 288 | 288 |
| 29 | 38 | 60 | 86 | 104 | 194 | 288 | 288 |
| 30 | 37 | 59 | 90 | 103 | 193 | 287 | 287 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 21 | 45 | 169 | 307 | 2 942 |
| 2 | 0 | 15 | 21 | 45 | 169 | 341 | 2 201 |
| 3 | 1 | 15 | 24 | 50 | 163 | 352 | 1 669 |
| 4 | 1 | 16 | 27 | 54 | 161 | 350 | 1 295 |
| 5 | 2 | 18 | 30 | 56 | 161 | 341 | 1 030 |
| 6 | 3 | 21 | 33 | 59 | 161 | 328 | 838 |
| 7 | 3 | 24 | 35 | 61 | 161 | 312 | 695 |
| 8 | 3 | 24 | 36 | 64 | 161 | 296 | 585 |
| 9 | 4 | 25 | 38 | 67 | 161 | 280 | 500 |
| 10 | 4 | 26 | 39 | 69 | 161 | 263 | 431 |
| 11 | 5 | 26 | 40 | 70 | 161 | 254 | 375 |
| 12 | 5 | 26 | 40 | 70 | 161 | 254 | 329 |
| 13 | 5 | 26 | 40 | 70 | 161 | 254 | 290 |
| 14 | 7 | 26 | 41 | 70 | 161 | 254 | 258 |
| 15 | 7 | 26 | 44 | 70 | 161 | 254 | 254 |
| 16 | 7 | 26 | 47 | 70 | 161 | 254 | 254 |
| 17 | 8 | 26 | 50 | 70 | 161 | 254 | 254 |
| 18 | 8 | 26 | 53 | 70 | 161 | 254 | 254 |
| 19 | 8 | 26 | 56 | 70 | 161 | 254 | 254 |
| 20 | 9 | 26 | 58 | 70 | 161 | 254 | 254 |
| 21 | 9 | 26 | 61 | 70 | 161 | 254 | 254 |
| 22 | 10 | 26 | 64 | 72 | 161 | 254 | 254 |
| 23 | 10 | 26 | 66 | 75 | 161 | 254 | 254 |
| 24 | 10 | 26 | 69 | 77 | 161 | 254 | 254 |
| 25 | 11 | 26 | 72 | 80 | 161 | 254 | 254 |
| 26 | 11 | 26 | 74 | 82 | 161 | 254 | 254 |
| 27 | 12 | 26 | 78 | 85 | 161 | 254 | 254 |
| 28 | 12 | 27 | 80 | 86 | 161 | 254 | 254 |
| 29 | 13 | 28 | 83 | 89 | 161 | 254 | 254 |
| 30 | 13 | 29 | 86 | 92 | 161 | 254 | 254 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 11 | 22 | 46 | 188 | 312 | 2 987 |
| 2 | 0 | 11 | 22 | 46 | 188 | 347 | 2 241 |
| 3 | 1 | 10 | 24 | 51 | 182 | 358 | 1 702 |
| 4 | 1 | 13 | 27 | 57 | 179 | 357 | 1 322 |
| 5 | 2 | 15 | 29 | 59 | 178 | 348 | 1 051 |
| 6 | 3 | 18 | 33 | 60 | 177 | 334 | 855 |
| 7 | 3 | 21 | 36 | 60 | 175 | 318 | 709 |
| 8 | 3 | 23 | 36 | 59 | 174 | 302 | 597 |
| 9 | 5 | 31 | 41 | 58 | 173 | 285 | 509 |
| 10 | 8 | 34 | 40 | 56 | 172 | 268 | 439 |
| 11 | 6 | 32 | 40 | 55 | 172 | 265 | 381 |
| 12 | 5 | 31 | 39 | 54 | 171 | 264 | 334 |
| 13 | 6 | 30 | 39 | 55 | 170 | 263 | 295 |
| 14 | 7 | 29 | 42 | 55 | 169 | 263 | 263 |
| 15 | 7 | 29 | 45 | 56 | 168 | 262 | 262 |
| 16 | 7 | 29 | 47 | 59 | 167 | 260 | 260 |
| 17 | 8 | 29 | 50 | 61 | 166 | 259 | 259 |
| 18 | 8 | 29 | 53 | 63 | 165 | 259 | 259 |
| 19 | 8 | 29 | 56 | 66 | 165 | 259 | 259 |
| 20 | 9 | 29 | 59 | 68 | 166 | 259 | 259 |
| 21 | 9 | 29 | 61 | 71 | 166 | 259 | 259 |
| 22 | 10 | 29 | 64 | 73 | 166 | 259 | 259 |
| 23 | 10 | 29 | 67 | 75 | 166 | 259 | 259 |
| 24 | 11 | 29 | 69 | 78 | 165 | 259 | 259 |
| 25 | 11 | 29 | 73 | 80 | 165 | 258 | 258 |
| 26 | 11 | 29 | 75 | 82 | 164 | 258 | 258 |
| 27 | 12 | 29 | 78 | 85 | 164 | 257 | 257 |
| 28 | 12 | 29 | 81 | 88 | 164 | 257 | 257 |
| 29 | 13 | 29 | 83 | 89 | 163 | 257 | 257 |
| 30 | 13 | 30 | 86 | 92 | 163 | 256 | 256 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 108 | 132 | 255 | 351 | 3 000 |
| 2 | 83 | 98 | 105 | 128 | 252 | 349 | 2 255 |
| 3 | 79 | 95 | 104 | 131 | 243 | 361 | 1 717 |
| 4 | 76 | 93 | 104 | 131 | 238 | 361 | 1 336 |
| 5 | 73 | 92 | 104 | 130 | 234 | 353 | 1 066 |
| 6 | 72 | 92 | 104 | 130 | 232 | 340 | 869 |
| 7 | 71 | 92 | 103 | 129 | 229 | 325 | 721 |
| 8 | 68 | 89 | 101 | 129 | 226 | 319 | 608 |
| 9 | 66 | 88 | 100 | 129 | 223 | 316 | 520 |
| 10 | 64 | 86 | 100 | 129 | 221 | 314 | 449 |
| 11 | 63 | 85 | 98 | 128 | 219 | 313 | 391 |
| 12 | 61 | 83 | 96 | 127 | 217 | 311 | 343 |
| 13 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 14 | 57 | 80 | 93 | 123 | 214 | 307 | 307 |
| 15 | 56 | 78 | 91 | 122 | 212 | 306 | 306 |
| 16 | 54 | 77 | 90 | 121 | 211 | 304 | 304 |
| 17 | 53 | 75 | 89 | 119 | 210 | 303 | 303 |
| 18 | 52 | 74 | 88 | 118 | 209 | 302 | 302 |
| 19 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 20 | 50 | 73 | 86 | 117 | 207 | 300 | 300 |
| 21 | 49 | 72 | 85 | 116 | 206 | 299 | 299 |
| 22 | 48 | 71 | 84 | 115 | 205 | 299 | 299 |
| 23 | 47 | 70 | 83 | 114 | 204 | 298 | 298 |
| 24 | 46 | 69 | 82 | 113 | 203 | 296 | 296 |
| 25 | 45 | 68 | 81 | 112 | 202 | 295 | 295 |
| 26 | 44 | 67 | 80 | 111 | 201 | 294 | 294 |
| 27 | 43 | 66 | 81 | 110 | 200 | 293 | 293 |
| 28 | 42 | 65 | 83 | 109 | 199 | 292 | 292 |
| 29 | 41 | 64 | 86 | 108 | 198 | 292 | 292 |
| 30 | 41 | 63 | 89 | 107 | 197 | 291 | 291 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 57 | 72 | 79 | 103 | 226 | 322 | 3 021 |
| 2 | 55 | 70 | 77 | 101 | 224 | 350 | 2 264 |
| 3 | 53 | 69 | 78 | 104 | 217 | 362 | 1 719 |
| 4 | 51 | 68 | 79 | 106 | 213 | 360 | 1 336 |
| 5 | 49 | 68 | 80 | 106 | 210 | 351 | 1 063 |
| 6 | 49 | 68 | 80 | 106 | 208 | 338 | 865 |
| 7 | 48 | 69 | 80 | 107 | 206 | 323 | 718 |
| 8 | 47 | 68 | 80 | 107 | 204 | 306 | 605 |
| 9 | 45 | 67 | 80 | 109 | 203 | 296 | 516 |
| 10 | 44 | 66 | 80 | 110 | 201 | 295 | 445 |
| 11 | 43 | 66 | 79 | 109 | 200 | 294 | 387 |
| 12 | 43 | 65 | 78 | 109 | 199 | 293 | 340 |
| 13 | 42 | 64 | 77 | 108 | 199 | 292 | 300 |
| 14 | 41 | 63 | 77 | 107 | 198 | 291 | 291 |
| 15 | 40 | 63 | 76 | 107 | 197 | 290 | 290 |
| 16 | 39 | 61 | 75 | 105 | 196 | 289 | 289 |
| 17 | 39 | 61 | 74 | 105 | 195 | 289 | 289 |
| 18 | 38 | 60 | 73 | 104 | 194 | 288 | 288 |
| 19 | 37 | 59 | 73 | 103 | 194 | 287 | 287 |
| 20 | 37 | 59 | 73 | 103 | 194 | 287 | 287 |
| 21 | 37 | 59 | 72 | 103 | 193 | 287 | 287 |
| 22 | 36 | 59 | 72 | 103 | 193 | 286 | 286 |
| 23 | 36 | 58 | 71 | 102 | 193 | 286 | 286 |
| 24 | 35 | 58 | 71 | 101 | 192 | 285 | 285 |
| 25 | 35 | 57 | 74 | 101 | 191 | 285 | 285 |
| 26 | 34 | 56 | 77 | 100 | 191 | 284 | 284 |
| 27 | 33 | 56 | 79 | 99 | 190 | 283 | 283 |
| 28 | 33 | 55 | 83 | 99 | 189 | 283 | 283 |
| 29 | 32 | 54 | 85 | 98 | 189 | 282 | 282 |
| 30 | 31 | 54 | 89 | 97 | 188 | 281 | 281 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 47 | 71 | 195 | 312 | 2 989 |
| 2 | 26 | 41 | 48 | 72 | 195 | 346 | 2 237 |
| 3 | 24 | 40 | 49 | 76 | 189 | 357 | 1 696 |
| 4 | 23 | 40 | 51 | 79 | 185 | 355 | 1 316 |
| 5 | 23 | 42 | 54 | 79 | 184 | 346 | 1 047 |
| 6 | 24 | 43 | 55 | 82 | 183 | 333 | 852 |
| 7 | 25 | 45 | 56 | 83 | 182 | 317 | 706 |
| 8 | 24 | 45 | 57 | 85 | 182 | 301 | 595 |
| 9 | 23 | 45 | 58 | 87 | 181 | 284 | 508 |
| 10 | 23 | 45 | 59 | 88 | 180 | 273 | 438 |
| 11 | 23 | 45 | 58 | 89 | 179 | 273 | 381 |
| 12 | 22 | 44 | 57 | 88 | 178 | 272 | 334 |
| 13 | 21 | 43 | 57 | 87 | 178 | 271 | 295 |
| 14 | 20 | 42 | 56 | 86 | 177 | 270 | 270 |
| 15 | 19 | 42 | 55 | 85 | 176 | 269 | 269 |
| 16 | 18 | 41 | 54 | 84 | 175 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 174 | 268 | 268 |
| 18 | 17 | 39 | 53 | 83 | 174 | 267 | 267 |
| 19 | 17 | 39 | 56 | 83 | 173 | 267 | 267 |
| 20 | 17 | 39 | 59 | 83 | 174 | 267 | 267 |
| 21 | 17 | 39 | 61 | 83 | 174 | 267 | 267 |
| 22 | 17 | 39 | 64 | 83 | 173 | 267 | 267 |
| 23 | 17 | 39 | 67 | 83 | 173 | 267 | 267 |
| 24 | 16 | 39 | 70 | 83 | 173 | 266 | 266 |
| 25 | 16 | 39 | 73 | 82 | 173 | 266 | 266 |
| 26 | 16 | 38 | 76 | 84 | 173 | 266 | 266 |
| 27 | 16 | 38 | 78 | 85 | 172 | 266 | 266 |
| 28 | 16 | 38 | 81 | 88 | 172 | 266 | 266 |
| 29 | 15 | 38 | 84 | 91 | 172 | 265 | 265 |
| 30 | 15 | 37 | 87 | 92 | 172 | 265 | 265 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 148 | 304 | 2 913 |
| 2 | 0 | 1 | 6 | 26 | 150 | 338 | 2 179 |
| 3 | 1 | 2 | 10 | 31 | 144 | 349 | 1 653 |
| 4 | 1 | 3 | 13 | 35 | 142 | 347 | 1 282 |
| 5 | 2 | 4 | 16 | 37 | 142 | 338 | 1 020 |
| 6 | 2 | 5 | 19 | 40 | 142 | 325 | 830 |
| 7 | 3 | 6 | 22 | 42 | 142 | 309 | 688 |
| 8 | 3 | 7 | 25 | 45 | 142 | 293 | 579 |
| 9 | 4 | 8 | 27 | 48 | 142 | 277 | 494 |
| 10 | 4 | 9 | 30 | 50 | 142 | 261 | 426 |
| 11 | 5 | 11 | 33 | 52 | 143 | 245 | 371 |
| 12 | 5 | 11 | 36 | 51 | 141 | 235 | 325 |
| 13 | 5 | 13 | 38 | 52 | 143 | 236 | 287 |
| 14 | 6 | 13 | 41 | 52 | 143 | 236 | 254 |
| 15 | 7 | 14 | 44 | 54 | 141 | 234 | 234 |
| 16 | 7 | 16 | 47 | 57 | 140 | 233 | 233 |
| 17 | 8 | 16 | 50 | 60 | 140 | 233 | 233 |
| 18 | 8 | 17 | 52 | 62 | 140 | 233 | 233 |
| 19 | 8 | 18 | 54 | 65 | 140 | 234 | 234 |
| 20 | 9 | 19 | 57 | 67 | 141 | 235 | 235 |
| 21 | 9 | 20 | 60 | 69 | 142 | 235 | 235 |
| 22 | 10 | 21 | 63 | 71 | 142 | 235 | 235 |
| 23 | 10 | 22 | 65 | 74 | 142 | 235 | 235 |
| 24 | 10 | 23 | 68 | 77 | 142 | 235 | 235 |
| 25 | 11 | 24 | 70 | 78 | 143 | 235 | 235 |
| 26 | 11 | 25 | 74 | 81 | 144 | 235 | 235 |
| 27 | 12 | 26 | 76 | 83 | 145 | 235 | 235 |
| 28 | 12 | 27 | 79 | 86 | 147 | 235 | 235 |
| 29 | 13 | 28 | 82 | 88 | 148 | 235 | 235 |
| 30 | 13 | 28 | 84 | 90 | 148 | 235 | 235 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 212 | 318 | 3 052 |
| 2 | 42 | 57 | 64 | 88 | 212 | 352 | 2 283 |
| 3 | 41 | 57 | 66 | 92 | 205 | 363 | 1 731 |
| 4 | 40 | 57 | 68 | 95 | 202 | 362 | 1 342 |
| 5 | 40 | 58 | 70 | 96 | 201 | 352 | 1 068 |
| 6 | 40 | 60 | 72 | 98 | 199 | 338 | 868 |
| 7 | 41 | 61 | 72 | 99 | 198 | 323 | 719 |
| 8 | 39 | 61 | 72 | 100 | 197 | 306 | 606 |
| 9 | 39 | 61 | 73 | 102 | 196 | 289 | 517 |
| 10 | 38 | 60 | 74 | 104 | 195 | 289 | 445 |
| 11 | 38 | 60 | 73 | 104 | 194 | 288 | 387 |
| 12 | 37 | 59 | 72 | 103 | 193 | 287 | 340 |
| 13 | 36 | 58 | 72 | 102 | 193 | 286 | 299 |
| 14 | 35 | 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 | 32 | 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 | 31 | 54 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 68 | 97 | 188 | 281 | 281 |
| 24 | 30 | 53 | 71 | 96 | 187 | 280 | 280 |
| 25 | 30 | 52 | 73 | 96 | 186 | 280 | 280 |
| 26 | 29 | 51 | 77 | 95 | 186 | 279 | 279 |
| 27 | 29 | 51 | 79 | 95 | 185 | 279 | 279 |
| 28 | 28 | 50 | 82 | 94 | 185 | 278 | 278 |
| 29 | 27 | 50 | 85 | 94 | 184 | 277 | 277 |
| 30 | 27 | 49 | 88 | 94 | 184 | 277 | 277 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 314 | 3 013 |
| 2 | 12 | 28 | 34 | 58 | 182 | 349 | 2 257 |
| 3 | 15 | 31 | 40 | 67 | 179 | 360 | 1 713 |
| 4 | 18 | 35 | 46 | 73 | 180 | 359 | 1 331 |
| 5 | 20 | 39 | 51 | 76 | 181 | 350 | 1 059 |
| 6 | 19 | 39 | 51 | 77 | 179 | 336 | 861 |
| 7 | 25 | 46 | 57 | 84 | 183 | 320 | 713 |
| 8 | 24 | 45 | 57 | 85 | 182 | 304 | 601 |
| 9 | 25 | 47 | 60 | 89 | 183 | 287 | 512 |
| 10 | 27 | 50 | 63 | 93 | 184 | 278 | 441 |
| 11 | 29 | 51 | 64 | 95 | 186 | 279 | 384 |
| 12 | 30 | 52 | 65 | 96 | 186 | 280 | 337 |
| 13 | 30 | 52 | 66 | 96 | 187 | 280 | 298 |
| 14 | 31 | 53 | 66 | 97 | 187 | 281 | 281 |
| 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 | 51 | 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 | 28 | 51 | 65 | 95 | 185 | 278 | 278 |
| 23 | 28 | 50 | 68 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 71 | 94 | 184 | 278 | 278 |
| 25 | 27 | 50 | 73 | 93 | 184 | 277 | 277 |
| 26 | 27 | 49 | 77 | 93 | 183 | 277 | 277 |
| 27 | 26 | 49 | 79 | 92 | 183 | 276 | 276 |
| 28 | 26 | 48 | 82 | 92 | 182 | 276 | 276 |
| 29 | 25 | 48 | 85 | 91 | 182 | 275 | 275 |
| 30 | 25 | 47 | 88 | 94 | 181 | 275 | 275 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 311 | 2 983 |
| 2 | 8 | 24 | 30 | 54 | 178 | 345 | 2 232 |
| 3 | 9 | 25 | 34 | 60 | 173 | 356 | 1 693 |
| 4 | 9 | 27 | 38 | 65 | 171 | 355 | 1 314 |
| 5 | 11 | 29 | 41 | 67 | 172 | 345 | 1 045 |
| 6 | 12 | 32 | 44 | 70 | 172 | 332 | 850 |
| 7 | 14 | 35 | 46 | 72 | 172 | 317 | 705 |
| 8 | 14 | 35 | 47 | 75 | 172 | 300 | 594 |
| 9 | 15 | 36 | 49 | 78 | 172 | 284 | 507 |
| 10 | 15 | 37 | 51 | 81 | 172 | 267 | 437 |
| 11 | 16 | 38 | 51 | 82 | 172 | 266 | 381 |
| 12 | 16 | 38 | 52 | 82 | 173 | 266 | 334 |
| 13 | 16 | 38 | 52 | 82 | 173 | 266 | 295 |
| 14 | 16 | 39 | 52 | 82 | 173 | 266 | 266 |
| 15 | 16 | 39 | 52 | 83 | 173 | 266 | 266 |
| 16 | 16 | 38 | 52 | 82 | 173 | 266 | 266 |
| 17 | 16 | 38 | 52 | 82 | 173 | 266 | 266 |
| 18 | 16 | 38 | 53 | 82 | 173 | 266 | 266 |
| 19 | 16 | 38 | 56 | 82 | 173 | 266 | 266 |
| 20 | 16 | 39 | 59 | 82 | 173 | 266 | 266 |
| 21 | 16 | 39 | 61 | 83 | 173 | 266 | 266 |
| 22 | 16 | 39 | 64 | 82 | 173 | 266 | 266 |
| 23 | 16 | 38 | 67 | 82 | 173 | 266 | 266 |
| 24 | 16 | 38 | 69 | 82 | 173 | 266 | 266 |
| 25 | 15 | 38 | 73 | 82 | 172 | 266 | 266 |
| 26 | 15 | 37 | 75 | 83 | 172 | 265 | 265 |
| 27 | 15 | 37 | 78 | 85 | 172 | 265 | 265 |
| 28 | 15 | 37 | 81 | 88 | 171 | 265 | 265 |
| 29 | 14 | 37 | 84 | 90 | 171 | 264 | 264 |
| 30 | 14 | 36 | 87 | 92 | 171 | 264 | 264 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 43 | 59 | 65 | 89 | 213 | 326 | 3 140 |
| 2 | 46 | 62 | 68 | 92 | 216 | 362 | 2 356 |
| 3 | 49 | 65 | 74 | 100 | 213 | 375 | 1 788 |
| 4 | 50 | 67 | 78 | 105 | 212 | 373 | 1 388 |
| 5 | 51 | 69 | 82 | 107 | 212 | 363 | 1 103 |
| 6 | 53 | 73 | 85 | 111 | 212 | 349 | 896 |
| 7 | 54 | 75 | 86 | 113 | 212 | 333 | 743 |
| 8 | 54 | 75 | 87 | 115 | 212 | 315 | 625 |
| 9 | 54 | 76 | 88 | 118 | 211 | 305 | 533 |
| 10 | 54 | 76 | 90 | 120 | 211 | 304 | 459 |
| 11 | 54 | 76 | 90 | 120 | 211 | 304 | 399 |
| 12 | 53 | 76 | 89 | 120 | 210 | 303 | 350 |
| 13 | 53 | 75 | 88 | 119 | 209 | 303 | 308 |
| 14 | 52 | 74 | 87 | 118 | 208 | 302 | 302 |
| 15 | 51 | 73 | 86 | 117 | 207 | 301 | 301 |
| 16 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 17 | 49 | 71 | 85 | 115 | 206 | 299 | 299 |
| 18 | 48 | 70 | 84 | 114 | 205 | 298 | 298 |
| 19 | 47 | 70 | 83 | 114 | 204 | 297 | 297 |
| 20 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 21 | 46 | 68 | 82 | 112 | 203 | 296 | 296 |
| 22 | 45 | 67 | 81 | 111 | 202 | 295 | 295 |
| 23 | 44 | 67 | 80 | 110 | 201 | 294 | 294 |
| 24 | 43 | 66 | 79 | 110 | 200 | 293 | 293 |
| 25 | 42 | 65 | 78 | 109 | 199 | 292 | 292 |
| 26 | 42 | 64 | 78 | 108 | 198 | 292 | 292 |
| 27 | 41 | 63 | 81 | 107 | 197 | 291 | 291 |
| 28 | 40 | 62 | 84 | 106 | 197 | 290 | 290 |
| 29 | 39 | 61 | 87 | 105 | 196 | 289 | 289 |
| 30 | 38 | 60 | 90 | 104 | 195 | 288 | 288 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 3 173 |
| 2 | 79 | 94 | 101 | 125 | 249 | 366 | 2 379 |
| 3 | 78 | 95 | 103 | 130 | 243 | 378 | 1 805 |
| 4 | 77 | 95 | 106 | 133 | 239 | 376 | 1 401 |
| 5 | 80 | 98 | 111 | 136 | 241 | 366 | 1 113 |
| 6 | 82 | 102 | 114 | 140 | 242 | 352 | 905 |
| 7 | 84 | 105 | 116 | 142 | 242 | 336 | 750 |
| 8 | 85 | 106 | 118 | 146 | 243 | 336 | 632 |
| 9 | 86 | 108 | 120 | 150 | 243 | 337 | 539 |
| 10 | 86 | 109 | 122 | 152 | 243 | 337 | 466 |
| 11 | 86 | 108 | 122 | 152 | 243 | 336 | 405 |
| 12 | 85 | 107 | 121 | 151 | 242 | 335 | 355 |
| 13 | 84 | 106 | 119 | 150 | 240 | 334 | 334 |
| 14 | 82 | 105 | 118 | 148 | 239 | 332 | 332 |
| 15 | 81 | 103 | 116 | 147 | 237 | 331 | 331 |
| 16 | 79 | 102 | 115 | 145 | 236 | 329 | 329 |
| 17 | 78 | 100 | 113 | 144 | 235 | 328 | 328 |
| 18 | 76 | 99 | 112 | 143 | 233 | 326 | 326 |
| 19 | 75 | 97 | 111 | 141 | 232 | 325 | 325 |
| 20 | 74 | 96 | 109 | 140 | 230 | 324 | 324 |
| 21 | 72 | 95 | 108 | 139 | 229 | 322 | 322 |
| 22 | 71 | 93 | 107 | 137 | 228 | 321 | 321 |
| 23 | 69 | 92 | 105 | 136 | 226 | 319 | 319 |
| 24 | 68 | 90 | 103 | 134 | 225 | 318 | 318 |
| 25 | 66 | 89 | 102 | 132 | 223 | 316 | 316 |
| 26 | 65 | 87 | 100 | 131 | 221 | 315 | 315 |
| 27 | 63 | 85 | 99 | 129 | 220 | 313 | 313 |
| 28 | 62 | 84 | 97 | 128 | 218 | 312 | 312 |
| 29 | 60 | 82 | 96 | 126 | 217 | 310 | 310 |
| 30 | 59 | 81 | 94 | 125 | 215 | 309 | 309 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 310 | 2 974 |
| 2 | 3 | 18 | 25 | 49 | 173 | 345 | 2 233 |
| 3 | 5 | 21 | 30 | 57 | 169 | 357 | 1 696 |
| 4 | 7 | 24 | 35 | 62 | 169 | 356 | 1 318 |
| 5 | 9 | 28 | 40 | 66 | 170 | 347 | 1 048 |
| 6 | 12 | 31 | 43 | 70 | 171 | 333 | 852 |
| 7 | 14 | 34 | 46 | 72 | 172 | 317 | 706 |
| 8 | 14 | 35 | 47 | 75 | 172 | 301 | 595 |
| 9 | 15 | 36 | 49 | 78 | 172 | 284 | 507 |
| 10 | 15 | 37 | 51 | 80 | 172 | 267 | 437 |
| 11 | 15 | 38 | 51 | 81 | 172 | 265 | 380 |
| 12 | 15 | 37 | 51 | 81 | 172 | 265 | 333 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 294 |
| 14 | 14 | 36 | 49 | 80 | 171 | 264 | 264 |
| 15 | 13 | 35 | 49 | 79 | 170 | 263 | 263 |
| 16 | 12 | 34 | 48 | 78 | 169 | 262 | 262 |
| 17 | 12 | 34 | 50 | 78 | 168 | 262 | 262 |
| 18 | 11 | 33 | 53 | 77 | 168 | 261 | 261 |
| 19 | 11 | 33 | 56 | 77 | 168 | 261 | 261 |
| 20 | 11 | 33 | 59 | 77 | 168 | 261 | 261 |
| 21 | 11 | 33 | 61 | 77 | 168 | 261 | 261 |
| 22 | 11 | 34 | 64 | 77 | 168 | 261 | 261 |
| 23 | 11 | 33 | 67 | 77 | 168 | 261 | 261 |
| 24 | 11 | 33 | 69 | 79 | 168 | 261 | 261 |
| 25 | 11 | 33 | 73 | 81 | 168 | 261 | 261 |
| 26 | 11 | 33 | 75 | 83 | 168 | 261 | 261 |
| 27 | 12 | 33 | 78 | 85 | 167 | 261 | 261 |
| 28 | 12 | 33 | 81 | 88 | 167 | 261 | 261 |
| 29 | 13 | 33 | 84 | 90 | 167 | 261 | 261 |
| 30 | 13 | 33 | 87 | 92 | 167 | 260 | 260 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 131 | 254 | 350 | 3 310 |
| 2 | 85 | 100 | 107 | 131 | 255 | 380 | 2 484 |
| 3 | 84 | 100 | 109 | 136 | 248 | 393 | 1 885 |
| 4 | 84 | 101 | 112 | 139 | 246 | 391 | 1 463 |
| 5 | 84 | 103 | 115 | 140 | 245 | 381 | 1 162 |
| 6 | 85 | 105 | 117 | 143 | 244 | 366 | 944 |
| 7 | 86 | 107 | 118 | 144 | 244 | 349 | 782 |
| 8 | 86 | 107 | 119 | 147 | 244 | 337 | 657 |
| 9 | 85 | 107 | 120 | 149 | 243 | 336 | 560 |
| 10 | 84 | 106 | 120 | 149 | 241 | 334 | 482 |
| 11 | 83 | 105 | 118 | 148 | 239 | 333 | 419 |
| 12 | 81 | 103 | 116 | 147 | 237 | 331 | 367 |
| 13 | 79 | 101 | 114 | 145 | 235 | 329 | 329 |
| 14 | 77 | 99 | 112 | 143 | 233 | 327 | 327 |
| 15 | 75 | 97 | 110 | 141 | 232 | 325 | 325 |
| 16 | 73 | 95 | 108 | 139 | 229 | 323 | 323 |
| 17 | 71 | 93 | 107 | 137 | 228 | 321 | 321 |
| 18 | 69 | 92 | 105 | 136 | 226 | 319 | 319 |
| 19 | 68 | 90 | 104 | 134 | 225 | 318 | 318 |
| 20 | 67 | 89 | 103 | 133 | 224 | 317 | 317 |
| 21 | 66 | 88 | 102 | 132 | 223 | 316 | 316 |
| 22 | 65 | 87 | 101 | 131 | 222 | 315 | 315 |
| 23 | 64 | 86 | 100 | 130 | 221 | 314 | 314 |
| 24 | 63 | 85 | 98 | 129 | 220 | 313 | 313 |
| 25 | 62 | 84 | 97 | 128 | 218 | 312 | 312 |
| 26 | 61 | 83 | 96 | 127 | 217 | 311 | 311 |
| 27 | 60 | 82 | 95 | 126 | 216 | 310 | 310 |
| 28 | 59 | 81 | 94 | 125 | 215 | 309 | 309 |
| 29 | 58 | 80 | 93 | 124 | 214 | 308 | 308 |
| 30 | 57 | 79 | 93 | 123 | 213 | 307 | 307 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 375 | 382 | 406 | 529 | 625 | 3 117 |
| 2 | 69 | 85 | 91 | 115 | 239 | 361 | 2 346 |
| 3 | 72 | 88 | 97 | 123 | 236 | 376 | 1 792 |
| 4 | 75 | 92 | 103 | 130 | 236 | 376 | 1 396 |
| 5 | 77 | 95 | 107 | 133 | 238 | 367 | 1 113 |
| 6 | 79 | 99 | 111 | 137 | 239 | 354 | 907 |
| 7 | 81 | 102 | 113 | 139 | 239 | 338 | 752 |
| 8 | 82 | 103 | 115 | 143 | 240 | 333 | 634 |
| 9 | 83 | 105 | 117 | 146 | 240 | 333 | 540 |
| 10 | 83 | 105 | 119 | 148 | 240 | 333 | 466 |
| 11 | 83 | 105 | 119 | 149 | 240 | 333 | 406 |
| 12 | 83 | 105 | 119 | 149 | 240 | 333 | 356 |
| 13 | 84 | 106 | 119 | 150 | 240 | 334 | 334 |
| 14 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 15 | 85 | 107 | 121 | 151 | 242 | 335 | 335 |
| 16 | 86 | 108 | 122 | 152 | 243 | 336 | 336 |
| 17 | 87 | 109 | 123 | 153 | 244 | 337 | 337 |
| 18 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 19 | 89 | 111 | 125 | 155 | 246 | 339 | 339 |
| 20 | 90 | 112 | 125 | 156 | 247 | 340 | 340 |
| 21 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 22 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 23 | 90 | 112 | 125 | 156 | 246 | 340 | 340 |
| 24 | 89 | 111 | 124 | 155 | 246 | 339 | 339 |
| 25 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 26 | 87 | 109 | 123 | 153 | 244 | 337 | 337 |
| 27 | 86 | 108 | 121 | 152 | 242 | 336 | 336 |
| 28 | 84 | 107 | 120 | 151 | 241 | 335 | 335 |
| 29 | 83 | 106 | 119 | 149 | 240 | 333 | 333 |
| 30 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 157 | 309 | 2 965 |
| 2 | 0 | 3 | 10 | 34 | 157 | 343 | 2 219 |
| 3 | 1 | 3 | 12 | 38 | 151 | 354 | 1 683 |
| 4 | 1 | 3 | 14 | 42 | 148 | 353 | 1 306 |
| 5 | 2 | 5 | 17 | 42 | 147 | 343 | 1 038 |
| 6 | 3 | 7 | 19 | 45 | 146 | 330 | 844 |
| 7 | 3 | 9 | 22 | 46 | 146 | 314 | 699 |
| 8 | 3 | 9 | 25 | 48 | 145 | 298 | 589 |
| 9 | 4 | 9 | 28 | 50 | 144 | 281 | 502 |
| 10 | 4 | 9 | 30 | 52 | 144 | 264 | 433 |
| 11 | 5 | 11 | 33 | 53 | 144 | 249 | 377 |
| 12 | 5 | 11 | 36 | 53 | 143 | 237 | 330 |
| 13 | 5 | 13 | 39 | 53 | 144 | 237 | 291 |
| 14 | 7 | 14 | 42 | 53 | 144 | 237 | 259 |
| 15 | 7 | 14 | 44 | 56 | 144 | 237 | 237 |
| 16 | 7 | 16 | 47 | 58 | 144 | 237 | 237 |
| 17 | 8 | 17 | 50 | 60 | 144 | 237 | 237 |
| 18 | 8 | 17 | 53 | 63 | 144 | 238 | 238 |
| 19 | 8 | 19 | 56 | 65 | 145 | 238 | 238 |
| 20 | 9 | 20 | 59 | 68 | 146 | 239 | 239 |
| 21 | 9 | 20 | 61 | 70 | 147 | 240 | 240 |
| 22 | 10 | 22 | 64 | 73 | 148 | 241 | 241 |
| 23 | 10 | 23 | 67 | 75 | 148 | 241 | 241 |
| 24 | 11 | 23 | 69 | 77 | 149 | 242 | 242 |
| 25 | 11 | 25 | 72 | 80 | 149 | 243 | 243 |
| 26 | 11 | 25 | 75 | 82 | 150 | 243 | 243 |
| 27 | 12 | 26 | 78 | 85 | 150 | 243 | 243 |
| 28 | 12 | 28 | 80 | 88 | 150 | 244 | 244 |
| 29 | 13 | 28 | 84 | 89 | 151 | 244 | 244 |
| 30 | 13 | 30 | 86 | 92 | 152 | 244 | 244 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 64 | 70 | 94 | 218 | 320 | 3 071 |
| 2 | 49 | 64 | 71 | 95 | 219 | 355 | 2 301 |
| 3 | 48 | 65 | 73 | 100 | 213 | 367 | 1 746 |
| 4 | 48 | 65 | 76 | 103 | 210 | 365 | 1 355 |
| 5 | 47 | 66 | 78 | 104 | 208 | 356 | 1 078 |
| 6 | 48 | 68 | 80 | 106 | 208 | 342 | 877 |
| 7 | 49 | 69 | 80 | 107 | 206 | 326 | 727 |
| 8 | 48 | 69 | 81 | 109 | 206 | 309 | 612 |
| 9 | 48 | 69 | 82 | 111 | 205 | 298 | 522 |
| 10 | 46 | 69 | 82 | 112 | 203 | 297 | 450 |
| 11 | 45 | 67 | 81 | 111 | 202 | 295 | 391 |
| 12 | 43 | 66 | 79 | 109 | 200 | 293 | 343 |
| 13 | 42 | 64 | 77 | 108 | 198 | 292 | 302 |
| 14 | 40 | 62 | 76 | 106 | 197 | 290 | 290 |
| 15 | 38 | 61 | 74 | 105 | 195 | 288 | 288 |
| 16 | 37 | 59 | 72 | 103 | 193 | 287 | 287 |
| 17 | 35 | 57 | 71 | 101 | 192 | 285 | 285 |
| 18 | 34 | 56 | 70 | 100 | 191 | 284 | 284 |
| 19 | 33 | 55 | 69 | 99 | 190 | 283 | 283 |
| 20 | 32 | 55 | 68 | 98 | 189 | 282 | 282 |
| 21 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 22 | 31 | 53 | 67 | 97 | 188 | 281 | 281 |
| 23 | 30 | 53 | 68 | 97 | 187 | 280 | 280 |
| 24 | 30 | 52 | 72 | 96 | 186 | 280 | 280 |
| 25 | 29 | 51 | 74 | 95 | 186 | 279 | 279 |
| 26 | 28 | 51 | 77 | 94 | 185 | 278 | 278 |
| 27 | 28 | 50 | 80 | 94 | 184 | 278 | 278 |
| 28 | 27 | 49 | 83 | 93 | 184 | 277 | 277 |
| 29 | 26 | 49 | 86 | 93 | 183 | 276 | 276 |
| 30 | 26 | 48 | 89 | 94 | 182 | 276 | 276 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 107 | 123 | 129 | 153 | 277 | 373 | 3 319 |
| 2 | 109 | 124 | 131 | 154 | 278 | 384 | 2 508 |
| 3 | 109 | 125 | 134 | 161 | 274 | 398 | 1 911 |
| 4 | 110 | 127 | 138 | 165 | 272 | 398 | 1 486 |
| 5 | 111 | 129 | 142 | 167 | 272 | 388 | 1 182 |
| 6 | 112 | 132 | 144 | 170 | 271 | 373 | 961 |
| 7 | 113 | 134 | 145 | 171 | 271 | 364 | 797 |
| 8 | 112 | 133 | 145 | 173 | 270 | 363 | 671 |
| 9 | 111 | 133 | 146 | 175 | 269 | 362 | 572 |
| 10 | 111 | 133 | 146 | 176 | 268 | 361 | 493 |
| 11 | 109 | 132 | 145 | 175 | 266 | 359 | 428 |
| 12 | 107 | 130 | 143 | 173 | 264 | 357 | 375 |
| 13 | 105 | 127 | 141 | 171 | 262 | 355 | 355 |
| 14 | 103 | 125 | 138 | 169 | 259 | 353 | 353 |
| 15 | 100 | 123 | 136 | 166 | 257 | 350 | 350 |
| 16 | 97 | 120 | 133 | 164 | 254 | 347 | 347 |
| 17 | 95 | 117 | 131 | 161 | 252 | 345 | 345 |
| 18 | 93 | 115 | 128 | 159 | 249 | 343 | 343 |
| 19 | 91 | 113 | 126 | 157 | 247 | 341 | 341 |
| 20 | 89 | 111 | 125 | 155 | 246 | 339 | 339 |
| 21 | 87 | 110 | 123 | 153 | 244 | 337 | 337 |
| 22 | 85 | 108 | 121 | 152 | 242 | 335 | 335 |
| 23 | 84 | 106 | 119 | 150 | 240 | 334 | 334 |
| 24 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |
| 25 | 80 | 102 | 116 | 146 | 237 | 330 | 330 |
| 26 | 78 | 101 | 114 | 145 | 235 | 328 | 328 |
| 27 | 77 | 99 | 112 | 143 | 234 | 327 | 327 |
| 28 | 75 | 98 | 111 | 141 | 232 | 325 | 325 |
| 29 | 74 | 96 | 109 | 140 | 230 | 324 | 324 |
| 30 | 72 | 95 | 108 | 138 | 229 | 322 | 322 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 167 | 182 | 189 | 213 | 336 | 432 | 3 749 |
| 2 | 177 | 192 | 199 | 223 | 346 | 442 | 2 839 |
| 3 | 180 | 196 | 205 | 232 | 344 | 445 | 2 159 |
| 4 | 181 | 198 | 209 | 236 | 343 | 444 | 1 677 |
| 5 | 181 | 200 | 212 | 237 | 342 | 435 | 1 336 |
| 6 | 181 | 201 | 213 | 239 | 341 | 434 | 1 083 |
| 7 | 181 | 202 | 213 | 239 | 339 | 432 | 895 |
| 8 | 180 | 201 | 213 | 240 | 337 | 431 | 752 |
| 9 | 178 | 200 | 213 | 242 | 336 | 429 | 640 |
| 10 | 177 | 200 | 213 | 243 | 334 | 428 | 551 |
| 11 | 175 | 198 | 211 | 241 | 332 | 426 | 478 |
| 12 | 173 | 195 | 209 | 239 | 330 | 423 | 423 |
| 13 | 170 | 192 | 206 | 236 | 327 | 420 | 420 |
| 14 | 167 | 189 | 202 | 233 | 323 | 417 | 417 |
| 15 | 163 | 186 | 199 | 230 | 320 | 413 | 413 |
| 16 | 160 | 182 | 196 | 226 | 317 | 410 | 410 |
| 17 | 157 | 179 | 193 | 223 | 314 | 407 | 407 |
| 18 | 154 | 176 | 189 | 220 | 310 | 404 | 404 |
| 19 | 151 | 173 | 186 | 217 | 307 | 401 | 401 |
| 20 | 148 | 170 | 183 | 214 | 304 | 398 | 398 |
| 21 | 144 | 167 | 180 | 211 | 301 | 394 | 394 |
| 22 | 141 | 164 | 177 | 207 | 298 | 391 | 391 |
| 23 | 138 | 160 | 174 | 204 | 295 | 388 | 388 |
| 24 | 135 | 157 | 171 | 201 | 292 | 385 | 385 |
| 25 | 132 | 154 | 168 | 198 | 289 | 382 | 382 |
| 26 | 129 | 151 | 165 | 195 | 286 | 379 | 379 |
| 27 | 126 | 148 | 162 | 192 | 283 | 376 | 376 |
| 28 | 123 | 145 | 159 | 189 | 280 | 373 | 373 |
| 29 | 120 | 143 | 156 | 186 | 277 | 370 | 370 |
| 30 | 118 | 140 | 153 | 184 | 274 | 368 | 368 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 317 | 3 049 |
| 2 | 21 | 36 | 43 | 67 | 190 | 352 | 2 282 |
| 3 | 20 | 36 | 45 | 72 | 185 | 364 | 1 731 |
| 4 | 20 | 37 | 48 | 75 | 182 | 362 | 1 342 |
| 5 | 20 | 39 | 51 | 76 | 181 | 352 | 1 067 |
| 6 | 21 | 41 | 53 | 79 | 180 | 338 | 867 |
| 7 | 22 | 43 | 54 | 80 | 180 | 322 | 718 |
| 8 | 21 | 42 | 54 | 82 | 178 | 305 | 604 |
| 9 | 20 | 42 | 55 | 84 | 178 | 288 | 515 |
| 10 | 20 | 42 | 55 | 85 | 177 | 271 | 444 |
| 11 | 19 | 42 | 55 | 85 | 176 | 269 | 386 |
| 12 | 19 | 41 | 54 | 85 | 176 | 269 | 338 |
| 13 | 18 | 41 | 54 | 84 | 175 | 268 | 298 |
| 14 | 18 | 40 | 53 | 84 | 175 | 268 | 268 |
| 15 | 17 | 40 | 53 | 84 | 174 | 267 | 267 |
| 16 | 17 | 40 | 53 | 83 | 174 | 267 | 267 |
| 17 | 17 | 40 | 53 | 83 | 174 | 267 | 267 |
| 18 | 17 | 40 | 54 | 83 | 174 | 267 | 267 |
| 19 | 17 | 40 | 57 | 84 | 174 | 267 | 267 |
| 20 | 18 | 40 | 60 | 84 | 174 | 268 | 268 |
| 21 | 18 | 40 | 63 | 84 | 174 | 268 | 268 |
| 22 | 18 | 40 | 65 | 84 | 174 | 268 | 268 |
| 23 | 18 | 40 | 68 | 84 | 174 | 268 | 268 |
| 24 | 17 | 40 | 71 | 84 | 174 | 267 | 267 |
| 25 | 17 | 40 | 73 | 83 | 174 | 267 | 267 |
| 26 | 17 | 39 | 77 | 84 | 174 | 267 | 267 |
| 27 | 17 | 39 | 79 | 87 | 174 | 267 | 267 |
| 28 | 17 | 39 | 82 | 88 | 173 | 267 | 267 |
| 29 | 16 | 39 | 85 | 91 | 173 | 266 | 266 |
| 30 | 16 | 38 | 87 | 94 | 173 | 266 | 266 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 15 | 30 | 37 | 61 | 184 | 325 | 3 127 |
| 2 | 17 | 32 | 39 | 63 | 186 | 361 | 2 343 |
| 3 | 18 | 34 | 43 | 69 | 182 | 372 | 1 776 |
| 4 | 19 | 36 | 47 | 75 | 181 | 370 | 1 378 |
| 5 | 21 | 40 | 52 | 77 | 182 | 360 | 1 094 |
| 6 | 23 | 43 | 55 | 81 | 183 | 346 | 889 |
| 7 | 26 | 46 | 57 | 84 | 183 | 330 | 737 |
| 8 | 26 | 47 | 59 | 86 | 183 | 313 | 620 |
| 9 | 26 | 48 | 61 | 90 | 184 | 295 | 529 |
| 10 | 27 | 49 | 63 | 92 | 184 | 278 | 456 |
| 11 | 28 | 50 | 63 | 94 | 185 | 278 | 396 |
| 12 | 28 | 50 | 64 | 94 | 185 | 278 | 347 |
| 13 | 28 | 50 | 64 | 94 | 185 | 278 | 306 |
| 14 | 28 | 50 | 64 | 94 | 185 | 278 | 278 |
| 15 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 16 | 27 | 49 | 63 | 93 | 184 | 277 | 277 |
| 17 | 27 | 49 | 63 | 93 | 184 | 277 | 277 |
| 18 | 27 | 49 | 63 | 93 | 184 | 277 | 277 |
| 19 | 27 | 49 | 63 | 93 | 184 | 277 | 277 |
| 20 | 27 | 50 | 63 | 94 | 184 | 278 | 278 |
| 21 | 28 | 50 | 64 | 94 | 184 | 278 | 278 |
| 22 | 28 | 50 | 67 | 94 | 184 | 278 | 278 |
| 23 | 28 | 50 | 70 | 94 | 184 | 278 | 278 |
| 24 | 27 | 50 | 72 | 93 | 184 | 277 | 277 |
| 25 | 27 | 49 | 75 | 93 | 184 | 277 | 277 |
| 26 | 27 | 49 | 78 | 93 | 183 | 277 | 277 |
| 27 | 26 | 48 | 81 | 92 | 183 | 276 | 276 |
| 28 | 26 | 48 | 84 | 92 | 182 | 276 | 276 |
| 29 | 25 | 48 | 87 | 93 | 182 | 275 | 275 |
| 30 | 25 | 47 | 90 | 96 | 182 | 275 | 275 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 115 | 130 | 137 | 161 | 284 | 380 | 3 521 |
| 2 | 114 | 129 | 136 | 160 | 284 | 399 | 2 625 |
| 3 | 113 | 129 | 138 | 164 | 277 | 415 | 2 003 |
| 4 | 112 | 129 | 140 | 167 | 274 | 411 | 1 547 |
| 5 | 112 | 131 | 143 | 169 | 273 | 397 | 1 217 |
| 6 | 113 | 132 | 144 | 170 | 272 | 383 | 993 |
| 7 | 113 | 134 | 145 | 172 | 271 | 364 | 816 |
| 8 | 113 | 134 | 146 | 174 | 270 | 364 | 686 |
| 9 | 112 | 134 | 146 | 175 | 269 | 363 | 584 |
| 10 | 112 | 134 | 148 | 177 | 269 | 362 | 501 |
| 11 | 112 | 134 | 147 | 177 | 268 | 362 | 434 |
| 12 | 110 | 133 | 146 | 177 | 267 | 361 | 379 |
| 13 | 109 | 132 | 145 | 176 | 266 | 359 | 359 |
| 14 | 108 | 131 | 144 | 174 | 265 | 358 | 358 |
| 15 | 106 | 128 | 142 | 172 | 263 | 356 | 356 |
| 16 | 104 | 126 | 140 | 170 | 261 | 354 | 354 |
| 17 | 101 | 123 | 137 | 167 | 258 | 351 | 351 |
| 18 | 99 | 121 | 135 | 165 | 256 | 349 | 349 |
| 19 | 97 | 119 | 132 | 163 | 253 | 347 | 347 |
| 20 | 95 | 117 | 130 | 161 | 251 | 345 | 345 |
| 21 | 92 | 115 | 128 | 158 | 249 | 342 | 342 |
| 22 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 23 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 24 | 86 | 108 | 121 | 152 | 242 | 336 | 336 |
| 25 | 84 | 106 | 119 | 150 | 240 | 334 | 334 |
| 26 | 81 | 104 | 117 | 148 | 238 | 332 | 332 |
| 27 | 79 | 102 | 115 | 146 | 236 | 329 | 329 |
| 28 | 77 | 100 | 113 | 144 | 234 | 327 | 327 |
| 29 | 75 | 98 | 111 | 142 | 232 | 326 | 326 |
| 30 | 74 | 96 | 109 | 140 | 230 | 324 | 324 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 1 | 8 | 32 | 155 | 315 | 3 027 |
| 2 | 0 | 3 | 10 | 34 | 158 | 351 | 2 270 |
| 3 | 1 | 5 | 14 | 40 | 153 | 363 | 1 725 |
| 4 | 1 | 7 | 18 | 45 | 152 | 361 | 1 339 |
| 5 | 2 | 10 | 23 | 48 | 153 | 352 | 1 065 |
| 6 | 3 | 14 | 26 | 52 | 154 | 338 | 866 |
| 7 | 3 | 17 | 28 | 54 | 154 | 322 | 718 |
| 8 | 4 | 18 | 29 | 57 | 154 | 306 | 605 |
| 9 | 4 | 19 | 31 | 60 | 154 | 288 | 516 |
| 10 | 4 | 19 | 33 | 62 | 154 | 272 | 444 |
| 11 | 5 | 19 | 34 | 63 | 154 | 255 | 387 |
| 12 | 5 | 19 | 36 | 63 | 154 | 247 | 339 |
| 13 | 6 | 19 | 40 | 63 | 153 | 247 | 299 |
| 14 | 7 | 19 | 43 | 63 | 153 | 247 | 265 |
| 15 | 7 | 19 | 46 | 63 | 153 | 246 | 246 |
| 16 | 7 | 18 | 48 | 62 | 153 | 246 | 246 |
| 17 | 8 | 18 | 51 | 62 | 153 | 246 | 246 |
| 18 | 8 | 18 | 54 | 65 | 153 | 246 | 246 |
| 19 | 8 | 19 | 57 | 67 | 153 | 246 | 246 |
| 20 | 9 | 20 | 60 | 70 | 154 | 247 | 247 |
| 21 | 9 | 20 | 63 | 72 | 154 | 248 | 248 |
| 22 | 10 | 22 | 65 | 74 | 155 | 248 | 248 |
| 23 | 10 | 23 | 68 | 77 | 155 | 249 | 249 |
| 24 | 11 | 23 | 71 | 79 | 156 | 249 | 249 |
| 25 | 11 | 25 | 73 | 82 | 156 | 249 | 249 |
| 26 | 12 | 26 | 77 | 84 | 156 | 249 | 249 |
| 27 | 12 | 27 | 79 | 87 | 156 | 250 | 250 |
| 28 | 12 | 28 | 82 | 88 | 156 | 250 | 250 |
| 29 | 13 | 28 | 85 | 91 | 157 | 250 | 250 |
| 30 | 13 | 30 | 87 | 94 | 157 | 250 | 250 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 29 | 44 | 51 | 75 | 199 | 314 | 3 016 |
| 2 | 30 | 45 | 52 | 76 | 199 | 348 | 2 256 |
| 3 | 28 | 44 | 53 | 80 | 193 | 359 | 1 710 |
| 4 | 27 | 44 | 55 | 82 | 189 | 357 | 1 326 |
| 5 | 27 | 45 | 58 | 83 | 188 | 348 | 1 053 |
| 6 | 30 | 50 | 62 | 88 | 190 | 334 | 856 |
| 7 | 28 | 49 | 60 | 86 | 186 | 318 | 709 |
| 8 | 32 | 54 | 65 | 93 | 190 | 301 | 596 |
| 9 | 32 | 54 | 66 | 95 | 189 | 284 | 508 |
| 10 | 26 | 48 | 62 | 91 | 183 | 276 | 438 |
| 11 | 21 | 43 | 57 | 87 | 178 | 271 | 381 |
| 12 | 17 | 40 | 53 | 84 | 174 | 267 | 334 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 294 |
| 14 | 13 | 35 | 48 | 79 | 169 | 263 | 263 |
| 15 | 11 | 33 | 47 | 77 | 168 | 261 | 261 |
| 16 | 9 | 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 | 56 | 74 | 164 | 257 | 257 |
| 20 | 9 | 30 | 58 | 74 | 164 | 258 | 258 |
| 21 | 9 | 30 | 61 | 74 | 164 | 258 | 258 |
| 22 | 10 | 30 | 64 | 74 | 164 | 258 | 258 |
| 23 | 10 | 30 | 67 | 75 | 164 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 164 | 258 | 258 |
| 25 | 11 | 30 | 72 | 80 | 164 | 258 | 258 |
| 26 | 11 | 30 | 75 | 82 | 164 | 257 | 257 |
| 27 | 12 | 30 | 78 | 85 | 164 | 257 | 257 |
| 28 | 12 | 30 | 81 | 88 | 164 | 257 | 257 |
| 29 | 13 | 29 | 83 | 89 | 164 | 257 | 257 |
| 30 | 13 | 30 | 87 | 92 | 164 | 257 | 257 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 180 | 195 | 202 | 226 | 350 | 445 | 3 555 |
| 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 666 |
| 3 | 173 | 189 | 198 | 224 | 337 | 433 | 2 021 |
| 4 | 169 | 186 | 197 | 224 | 331 | 425 | 1 564 |
| 5 | 165 | 184 | 196 | 222 | 326 | 420 | 1 241 |
| 6 | 163 | 182 | 194 | 220 | 322 | 415 | 1 006 |
| 7 | 160 | 181 | 192 | 218 | 318 | 411 | 831 |
| 8 | 156 | 177 | 189 | 217 | 314 | 407 | 698 |
| 9 | 152 | 174 | 187 | 216 | 310 | 403 | 594 |
| 10 | 149 | 171 | 184 | 214 | 306 | 399 | 511 |
| 11 | 145 | 167 | 181 | 211 | 302 | 395 | 443 |
| 12 | 141 | 163 | 177 | 207 | 298 | 391 | 391 |
| 13 | 137 | 159 | 173 | 203 | 294 | 387 | 387 |
| 14 | 133 | 156 | 169 | 200 | 290 | 383 | 383 |
| 15 | 130 | 152 | 166 | 196 | 287 | 380 | 380 |
| 16 | 127 | 149 | 162 | 193 | 283 | 377 | 377 |
| 17 | 124 | 146 | 159 | 190 | 280 | 374 | 374 |
| 18 | 121 | 143 | 156 | 187 | 277 | 371 | 371 |
| 19 | 118 | 140 | 154 | 184 | 275 | 368 | 368 |
| 20 | 115 | 138 | 151 | 181 | 272 | 365 | 365 |
| 21 | 113 | 135 | 148 | 179 | 269 | 363 | 363 |
| 22 | 110 | 133 | 146 | 176 | 267 | 360 | 360 |
| 23 | 108 | 130 | 143 | 174 | 264 | 358 | 358 |
| 24 | 105 | 128 | 141 | 171 | 262 | 355 | 355 |
| 25 | 103 | 125 | 139 | 169 | 260 | 353 | 353 |
| 26 | 101 | 123 | 136 | 167 | 257 | 351 | 351 |
| 27 | 98 | 121 | 134 | 165 | 255 | 348 | 348 |
| 28 | 96 | 119 | 132 | 162 | 253 | 346 | 346 |
| 29 | 94 | 117 | 130 | 160 | 251 | 344 | 344 |
| 30 | 92 | 115 | 128 | 158 | 249 | 342 | 342 |
| Duration (in years) | Credit quality step 0 | Credit 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 | 175 | 312 | 2 990 |
| 2 | 0 | 15 | 27 | 55 | 175 | 347 | 2 245 |
| 3 | 1 | 17 | 29 | 58 | 171 | 359 | 1 706 |
| 4 | 1 | 19 | 32 | 63 | 170 | 358 | 1 325 |
| 5 | 2 | 22 | 37 | 69 | 171 | 348 | 1 054 |
| 6 | 3 | 26 | 40 | 70 | 172 | 335 | 857 |
| 7 | 5 | 30 | 42 | 72 | 173 | 319 | 710 |
| 8 | 7 | 33 | 45 | 74 | 173 | 302 | 598 |
| 9 | 8 | 35 | 49 | 75 | 173 | 286 | 510 |
| 10 | 9 | 37 | 50 | 75 | 174 | 269 | 440 |
| 11 | 10 | 39 | 52 | 76 | 174 | 267 | 383 |
| 12 | 11 | 40 | 53 | 78 | 174 | 267 | 335 |
| 13 | 12 | 41 | 54 | 78 | 174 | 267 | 296 |
| 14 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 15 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 16 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 17 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 18 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 19 | 12 | 42 | 56 | 78 | 174 | 267 | 267 |
| 20 | 12 | 42 | 59 | 78 | 175 | 268 | 268 |
| 21 | 12 | 42 | 61 | 78 | 175 | 268 | 268 |
| 22 | 12 | 42 | 64 | 78 | 175 | 269 | 269 |
| 23 | 12 | 42 | 67 | 78 | 175 | 269 | 269 |
| 24 | 12 | 42 | 70 | 79 | 175 | 269 | 269 |
| 25 | 12 | 42 | 73 | 81 | 176 | 269 | 269 |
| 26 | 12 | 42 | 75 | 83 | 176 | 269 | 269 |
| 27 | 12 | 42 | 78 | 85 | 176 | 269 | 269 |
| 28 | 12 | 42 | 81 | 88 | 175 | 269 | 269 |
| 29 | 13 | 42 | 84 | 91 | 175 | 269 | 269 |
| 30 | 13 | 42 | 87 | 92 | 175 | 269 | 269 |
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 4 | 13 | 134 | 308 | 2 953 |
| 2 | 0 | 1 | 6 | 17 | 132 | 342 | 2 208 |
| 3 | 1 | 2 | 10 | 20 | 125 | 352 | 1 673 |
| 4 | 1 | 3 | 13 | 23 | 122 | 350 | 1 297 |
| 5 | 2 | 4 | 16 | 27 | 121 | 341 | 1 030 |
| 6 | 3 | 5 | 19 | 30 | 121 | 327 | 837 |
| 7 | 3 | 6 | 22 | 33 | 120 | 311 | 693 |
| 8 | 3 | 7 | 25 | 36 | 121 | 295 | 583 |
| 9 | 4 | 8 | 27 | 39 | 121 | 278 | 498 |
| 10 | 4 | 9 | 30 | 42 | 121 | 262 | 429 |
| 11 | 5 | 11 | 33 | 44 | 121 | 246 | 373 |
| 12 | 5 | 11 | 36 | 47 | 122 | 231 | 327 |
| 13 | 5 | 13 | 39 | 50 | 122 | 217 | 288 |
| 14 | 6 | 13 | 41 | 52 | 122 | 216 | 256 |
| 15 | 7 | 14 | 44 | 55 | 123 | 216 | 228 |
| 16 | 7 | 16 | 47 | 57 | 126 | 216 | 216 |
| 17 | 8 | 16 | 50 | 60 | 128 | 217 | 217 |
| 18 | 8 | 17 | 53 | 62 | 130 | 217 | 217 |
| 19 | 8 | 19 | 54 | 65 | 133 | 218 | 218 |
| 20 | 9 | 19 | 57 | 67 | 135 | 219 | 219 |
| 21 | 9 | 20 | 60 | 69 | 137 | 219 | 219 |
| 22 | 10 | 21 | 63 | 72 | 138 | 220 | 220 |
| 23 | 10 | 22 | 65 | 75 | 140 | 220 | 220 |
| 24 | 10 | 23 | 69 | 77 | 142 | 221 | 221 |
| 25 | 11 | 24 | 71 | 79 | 143 | 221 | 221 |
| 26 | 11 | 25 | 74 | 81 | 144 | 221 | 221 |
| 27 | 12 | 26 | 76 | 83 | 146 | 221 | 221 |
| 28 | 12 | 27 | 80 | 86 | 147 | 222 | 222 |
| 29 | 13 | 28 | 82 | 88 | 148 | 222 | 222 |
| 30 | 13 | 28 | 84 | 90 | 150 | 222 | 222 |
| Currency | National insurance market | Volatility adjustment(in bps) |
|---|---|---|
| Euro | Austria | 22 |
| Euro | Belgium | 22 |
| Euro | Cyprus | 22 |
| Euro | Estonia | 22 |
| Euro | Finland | 22 |
| Euro | France | 22 |
| Euro | Germany | 22 |
| Euro | Greece | 55 |
| Euro | Ireland | 22 |
| Euro | Italy | 22 |
| Euro | Latvia | 22 |
| Euro | Lithuania | 22 |
| Euro | Luxembourg | 22 |
| Euro | Malta | 22 |
| Euro | Netherlands | 22 |
| Euro | Portugal | 22 |
| Euro | Slovakia | 22 |
| Euro | Slovenia | 22 |
| Euro | Spain | 22 |
| Czech koruna | Czech Republic | 6 |
| Danish krone | Denmark | 60 |
| Forint | Hungary | 19 |
| Krona | Sweden | 6 |
| Kuna | Croatia | 12 |
| Lev | Bulgaria | 29 |
| Pound sterling | United Kingdom | 31 |
| Romanian leu | Romania | 1 |
| Zloty | Poland | 8 |
| Króna | Iceland | 12 |
| Norwegian krone | Norway | 18 |
| Swiss franc | Liechtenstein | 9 |
| Swiss franc | Switzerland | 9 |
| Australian dollar | Australia | 11 |
| Canadian dollar | Canada | 6 |
| US dollar | United States | 78 |
| Yen | Japan | 3 |
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).