ANNEX IIU.K. Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks U.K.
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
---|
1 | 0 | 0 | 34 | 5 | 1 | 27 | 1 |
2 | 0 | 0 | 42 | 5 | 1 | 45 | 1 |
3 | 0 | 1 | 47 | 5 | 3 | 50 | 0 |
4 | 0 | 3 | 50 | 5 | 4 | 51 | 0 |
5 | 1 | 4 | 55 | 5 | 6 | 54 | 0 |
6 | 1 | 5 | 58 | 5 | 8 | 56 | 0 |
7 | 2 | 6 | 61 | 5 | 10 | 57 | 0 |
8 | 3 | 7 | 63 | 5 | 12 | 56 | 0 |
9 | 4 | 8 | 65 | 5 | 13 | 53 | 0 |
10 | 4 | 9 | 67 | 5 | 14 | 52 | 0 |
Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
---|
1 | 0 | 0 | 0 | 0 | 424 | 4 | 18 |
2 | 0 | 0 | 0 | 0 | 259 | 4 | 25 |
3 | 1 | 0 | 0 | 0 | 228 | 4 | 28 |
4 | 3 | 0 | 0 | 0 | 198 | 4 | 29 |
5 | 4 | 0 | 0 | 0 | 180 | 4 | 30 |
6 | 5 | 0 | 0 | 0 | 176 | 4 | 31 |
7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 |
8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 |
9 | 8 | 1 | 3 | 0 | 180 | 1 | 33 |
10 | 9 | 1 | 3 | 0 | 182 | 4 | 33 |
Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
---|
1 | 6 | 6 | 6 | 0 | 18 | 0 | 4 |
2 | 14 | 12 | 12 | 0 | 25 | 0 | 4 |
3 | 18 | 16 | 16 | 0 | 28 | 0 | 4 |
4 | 20 | 18 | 18 | 0 | 29 | 0 | 4 |
5 | 22 | 20 | 20 | 0 | 30 | 0 | 4 |
6 | 23 | 21 | 21 | 0 | 31 | 0 | 4 |
7 | 25 | 22 | 23 | 0 | 32 | 0 | 4 |
8 | 26 | 24 | 24 | 2 | 33 | 0 | 4 |
9 | 28 | 25 | 25 | 3 | 33 | 0 | 4 |
10 | 29 | 25 | 26 | 3 | 33 | 1 | 4 |
Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
---|
1 | 27 | 10 | 13 | 21 | 6 | 0 | 0 |
2 | 45 | 18 | 17 | 24 | 12 | 0 | 0 |
3 | 50 | 21 | 20 | 28 | 16 | 0 | 0 |
4 | 51 | 22 | 21 | 33 | 18 | 0 | 0 |
5 | 54 | 23 | 23 | 36 | 20 | 0 | 0 |
6 | 56 | 25 | 24 | 40 | 21 | 0 | 0 |
7 | 57 | 27 | 26 | 41 | 23 | 0 | 0 |
8 | 56 | 28 | 27 | 43 | 24 | 0 | 0 |
9 | 53 | 30 | 27 | 43 | 25 | 0 | 0 |
10 | 52 | 27 | 27 | 43 | 26 | 0 | 0 |
Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile |
---|
1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 |
3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 |
4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |
Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
---|
1 | 0 | 11 | 0 | 9 | 0 | 0 | 10 |
2 | 0 | 19 | 0 | 9 | 0 | 0 | 9 |
3 | 1 | 30 | 0 | 9 | 0 | 0 | 10 |
4 | 2 | 38 | 0 | 9 | 0 | 0 | 10 |
5 | 2 | 40 | 0 | 9 | 0 | 0 | 10 |
6 | 3 | 44 | 0 | 9 | 0 | 0 | 10 |
7 | 4 | 46 | 0 | 9 | 0 | 0 | 10 |
8 | 8 | 44 | 0 | 9 | 0 | 0 | 10 |
9 | 5 | 41 | 0 | 9 | 1 | 0 | 10 |
10 | 5 | 44 | 0 | 9 | 1 | 0 | 10 |
Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
---|
1 | 0 | 0 | 0 | 3 | 10 | 0 | 4 |
2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
3 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
4 | 0 | 0 | 0 | 6 | 14 | 0 | 4 |
5 | 0 | 2 | 0 | 5 | 15 | 0 | 4 |
6 | 0 | 6 | 0 | 5 | 16 | 0 | 4 |
7 | 0 | 8 | 0 | 7 | 16 | 0 | 4 |
8 | 0 | 13 | 0 | 8 | 16 | 0 | 4 |
9 | 0 | 19 | 0 | 8 | 16 | 0 | 4 |
10 | 0 | 19 | 0 | 9 | 16 | 0 | 4 |
Duration (in years) | United States |
---|
1 | 0 |
2 | 0 |
3 | 0 |
4 | 0 |
5 | 0 |
6 | 0 |
7 | 0 |
8 | 0 |
9 | 0 |
10 | 0 |
2. Exposures to financial institutions U.K.
2.1 Euro U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 6 | 21 | 47 | 127 | 241 | 582 | 1 210 |
2 | 6 | 21 | 47 | 127 | 241 | 582 | 992 |
3 | 7 | 23 | 48 | 119 | 237 | 578 | 821 |
4 | 8 | 26 | 51 | 120 | 236 | 577 | 687 |
5 | 10 | 29 | 56 | 123 | 236 | 577 | 582 |
6 | 11 | 31 | 60 | 128 | 236 | 577 | 577 |
7 | 12 | 33 | 61 | 130 | 236 | 577 | 577 |
8 | 12 | 34 | 61 | 129 | 236 | 577 | 577 |
9 | 12 | 35 | 61 | 128 | 236 | 577 | 577 |
10 | 13 | 36 | 61 | 127 | 236 | 577 | 577 |
11 | 13 | 37 | 61 | 127 | 236 | 577 | 577 |
12 | 14 | 38 | 61 | 127 | 236 | 577 | 577 |
13 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
14 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
15 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
16 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
17 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
18 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
19 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
20 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
21 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
22 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
23 | 16 | 39 | 61 | 127 | 236 | 577 | 577 |
24 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
25 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
26 | 18 | 39 | 61 | 127 | 236 | 577 | 577 |
27 | 19 | 39 | 61 | 127 | 236 | 577 | 577 |
28 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
29 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
30 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
2.2 Czech koruna U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 10 | 25 | 52 | 131 | 245 | 586 | 1 230 |
2 | 12 | 28 | 54 | 133 | 247 | 588 | 1 010 |
3 | 14 | 30 | 55 | 126 | 244 | 585 | 836 |
4 | 15 | 33 | 58 | 127 | 243 | 584 | 700 |
5 | 16 | 35 | 63 | 130 | 242 | 583 | 592 |
6 | 17 | 37 | 66 | 134 | 242 | 583 | 583 |
7 | 18 | 39 | 67 | 136 | 241 | 582 | 582 |
8 | 17 | 39 | 66 | 134 | 241 | 582 | 582 |
9 | 17 | 40 | 65 | 132 | 240 | 582 | 582 |
10 | 17 | 40 | 65 | 131 | 240 | 581 | 581 |
11 | 17 | 41 | 65 | 131 | 239 | 581 | 581 |
12 | 17 | 41 | 64 | 130 | 239 | 580 | 580 |
13 | 17 | 41 | 64 | 130 | 238 | 579 | 579 |
14 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
15 | 16 | 41 | 63 | 129 | 237 | 579 | 579 |
16 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
17 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
18 | 15 | 40 | 62 | 128 | 236 | 578 | 578 |
19 | 15 | 40 | 62 | 128 | 236 | 578 | 578 |
20 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
21 | 16 | 40 | 63 | 129 | 237 | 578 | 578 |
22 | 16 | 41 | 63 | 129 | 237 | 579 | 579 |
23 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
24 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
25 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
26 | 18 | 41 | 63 | 129 | 238 | 579 | 579 |
27 | 19 | 41 | 63 | 129 | 238 | 579 | 579 |
28 | 20 | 41 | 63 | 129 | 238 | 579 | 579 |
29 | 20 | 41 | 63 | 129 | 238 | 579 | 579 |
30 | 21 | 41 | 63 | 129 | 238 | 579 | 579 |
2.3 Danish krone U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 6 | 21 | 47 | 126 | 241 | 582 | 1 210 |
2 | 6 | 21 | 47 | 126 | 241 | 582 | 992 |
3 | 7 | 23 | 48 | 119 | 237 | 578 | 821 |
4 | 8 | 26 | 51 | 120 | 236 | 577 | 687 |
5 | 10 | 28 | 56 | 123 | 236 | 577 | 582 |
6 | 11 | 31 | 59 | 128 | 236 | 577 | 577 |
7 | 12 | 33 | 61 | 130 | 236 | 577 | 577 |
8 | 12 | 34 | 61 | 128 | 236 | 577 | 577 |
9 | 12 | 35 | 61 | 127 | 236 | 577 | 577 |
10 | 13 | 36 | 61 | 127 | 236 | 577 | 577 |
11 | 13 | 37 | 61 | 127 | 236 | 577 | 577 |
12 | 14 | 38 | 61 | 127 | 236 | 577 | 577 |
13 | 14 | 38 | 61 | 127 | 236 | 577 | 577 |
14 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
15 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
16 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
17 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
18 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
19 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
20 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
21 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
22 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
23 | 16 | 39 | 61 | 127 | 236 | 577 | 577 |
24 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
25 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
26 | 18 | 39 | 61 | 127 | 236 | 577 | 577 |
27 | 19 | 39 | 61 | 127 | 236 | 577 | 577 |
28 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
29 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
30 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
2.4 Forint U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 127 | 206 | 321 | 662 | 1 216 |
2 | 81 | 96 | 122 | 202 | 316 | 657 | 1 000 |
3 | 85 | 101 | 126 | 196 | 315 | 656 | 828 |
4 | 83 | 101 | 126 | 195 | 311 | 652 | 695 |
5 | 82 | 101 | 128 | 195 | 308 | 649 | 649 |
6 | 81 | 101 | 130 | 198 | 306 | 647 | 647 |
7 | 80 | 101 | 129 | 198 | 303 | 644 | 644 |
8 | 78 | 100 | 127 | 195 | 302 | 643 | 643 |
9 | 77 | 100 | 126 | 192 | 300 | 642 | 642 |
10 | 74 | 97 | 122 | 188 | 296 | 638 | 638 |
11 | 71 | 95 | 119 | 185 | 294 | 635 | 635 |
12 | 70 | 94 | 117 | 184 | 292 | 633 | 633 |
13 | 70 | 94 | 116 | 183 | 291 | 632 | 632 |
14 | 69 | 94 | 116 | 182 | 291 | 632 | 632 |
15 | 69 | 93 | 116 | 182 | 290 | 631 | 631 |
16 | 68 | 93 | 115 | 181 | 289 | 631 | 631 |
17 | 67 | 92 | 114 | 180 | 289 | 630 | 630 |
18 | 67 | 91 | 113 | 180 | 288 | 629 | 629 |
19 | 66 | 90 | 113 | 179 | 287 | 628 | 628 |
20 | 65 | 90 | 112 | 178 | 287 | 628 | 628 |
21 | 65 | 89 | 111 | 177 | 286 | 627 | 627 |
22 | 64 | 88 | 110 | 176 | 285 | 626 | 626 |
23 | 63 | 87 | 109 | 176 | 284 | 625 | 625 |
24 | 62 | 86 | 108 | 174 | 283 | 624 | 624 |
25 | 61 | 85 | 107 | 173 | 282 | 623 | 623 |
26 | 60 | 84 | 106 | 172 | 281 | 622 | 622 |
27 | 58 | 83 | 105 | 171 | 280 | 621 | 621 |
28 | 57 | 82 | 104 | 170 | 279 | 620 | 620 |
29 | 56 | 81 | 103 | 169 | 278 | 619 | 619 |
30 | 55 | 80 | 102 | 168 | 276 | 618 | 618 |
2.5 Krona U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 10 | 25 | 51 | 130 | 244 | 586 | 1 208 |
2 | 11 | 27 | 53 | 132 | 246 | 588 | 991 |
3 | 14 | 30 | 55 | 125 | 244 | 585 | 821 |
4 | 15 | 33 | 58 | 128 | 243 | 584 | 688 |
5 | 17 | 36 | 64 | 131 | 243 | 584 | 584 |
6 | 18 | 38 | 67 | 135 | 243 | 584 | 584 |
7 | 19 | 40 | 68 | 137 | 243 | 584 | 584 |
8 | 19 | 41 | 67 | 135 | 242 | 583 | 583 |
9 | 18 | 41 | 67 | 134 | 242 | 583 | 583 |
10 | 18 | 42 | 66 | 133 | 241 | 582 | 582 |
11 | 18 | 42 | 66 | 132 | 241 | 582 | 582 |
12 | 19 | 43 | 66 | 132 | 240 | 581 | 581 |
13 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
14 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
15 | 18 | 43 | 65 | 131 | 239 | 580 | 580 |
16 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
17 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
18 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
19 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
20 | 18 | 42 | 64 | 131 | 239 | 580 | 580 |
21 | 18 | 42 | 65 | 131 | 239 | 580 | 580 |
22 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
23 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
24 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
25 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
26 | 19 | 43 | 65 | 131 | 240 | 581 | 581 |
27 | 19 | 43 | 65 | 131 | 240 | 581 | 581 |
28 | 20 | 43 | 65 | 131 | 240 | 581 | 581 |
29 | 20 | 43 | 65 | 131 | 240 | 581 | 581 |
30 | 21 | 43 | 65 | 131 | 240 | 581 | 581 |
2.6 Kuna U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 52 | 67 | 94 | 173 | 287 | 628 | 1 224 |
2 | 56 | 71 | 97 | 177 | 291 | 632 | 1 006 |
3 | 62 | 78 | 103 | 173 | 292 | 633 | 834 |
4 | 65 | 83 | 108 | 177 | 293 | 634 | 699 |
5 | 67 | 86 | 114 | 181 | 293 | 635 | 635 |
6 | 68 | 88 | 117 | 185 | 293 | 634 | 634 |
7 | 69 | 90 | 118 | 187 | 292 | 634 | 634 |
8 | 68 | 89 | 116 | 184 | 291 | 632 | 632 |
9 | 66 | 89 | 115 | 181 | 290 | 631 | 631 |
10 | 65 | 88 | 113 | 180 | 288 | 629 | 629 |
11 | 64 | 88 | 112 | 178 | 286 | 628 | 628 |
12 | 63 | 87 | 110 | 176 | 285 | 626 | 626 |
13 | 62 | 86 | 109 | 175 | 283 | 624 | 624 |
14 | 61 | 85 | 107 | 173 | 282 | 623 | 623 |
15 | 59 | 84 | 106 | 172 | 281 | 622 | 622 |
16 | 58 | 83 | 105 | 171 | 279 | 621 | 621 |
17 | 57 | 82 | 104 | 170 | 278 | 620 | 620 |
18 | 56 | 81 | 103 | 169 | 278 | 619 | 619 |
19 | 56 | 80 | 102 | 168 | 277 | 618 | 618 |
20 | 55 | 79 | 102 | 168 | 276 | 617 | 617 |
21 | 54 | 79 | 101 | 167 | 276 | 617 | 617 |
22 | 53 | 78 | 100 | 166 | 275 | 616 | 616 |
23 | 53 | 77 | 99 | 165 | 274 | 615 | 615 |
24 | 52 | 76 | 98 | 165 | 273 | 614 | 614 |
25 | 51 | 75 | 98 | 164 | 272 | 613 | 613 |
26 | 50 | 75 | 97 | 163 | 271 | 612 | 612 |
27 | 49 | 74 | 96 | 162 | 270 | 612 | 612 |
28 | 48 | 73 | 95 | 161 | 270 | 611 | 611 |
29 | 48 | 72 | 94 | 160 | 269 | 610 | 610 |
30 | 47 | 71 | 93 | 159 | 268 | 609 | 609 |
2.7 Lev U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 46 | 126 | 240 | 581 | 1 209 |
2 | 5 | 20 | 46 | 126 | 240 | 581 | 991 |
3 | 6 | 22 | 47 | 118 | 236 | 577 | 820 |
4 | 7 | 25 | 50 | 120 | 235 | 576 | 686 |
5 | 9 | 28 | 55 | 122 | 235 | 576 | 581 |
6 | 10 | 30 | 59 | 127 | 235 | 576 | 576 |
7 | 11 | 33 | 61 | 129 | 235 | 576 | 576 |
8 | 11 | 33 | 60 | 128 | 235 | 576 | 576 |
9 | 11 | 34 | 60 | 127 | 235 | 576 | 576 |
10 | 12 | 35 | 60 | 126 | 235 | 576 | 576 |
11 | 13 | 36 | 60 | 126 | 235 | 576 | 576 |
12 | 13 | 37 | 60 | 126 | 235 | 576 | 576 |
13 | 13 | 38 | 60 | 126 | 235 | 576 | 576 |
14 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
15 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
16 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
17 | 13 | 38 | 60 | 126 | 235 | 576 | 576 |
18 | 13 | 38 | 60 | 126 | 235 | 576 | 576 |
19 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
20 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
21 | 15 | 38 | 60 | 126 | 235 | 576 | 576 |
22 | 15 | 38 | 60 | 126 | 235 | 576 | 576 |
23 | 16 | 38 | 60 | 126 | 235 | 576 | 576 |
24 | 17 | 38 | 60 | 126 | 235 | 576 | 576 |
25 | 17 | 38 | 60 | 126 | 235 | 576 | 576 |
26 | 18 | 38 | 60 | 126 | 235 | 576 | 576 |
27 | 19 | 38 | 60 | 126 | 235 | 576 | 576 |
28 | 20 | 38 | 60 | 126 | 235 | 576 | 576 |
29 | 20 | 38 | 60 | 126 | 235 | 576 | 576 |
30 | 20 | 38 | 60 | 126 | 235 | 576 | 576 |
2.8 Pound sterling U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 57 | 158 | 259 | 600 | 1 227 |
2 | 7 | 25 | 57 | 158 | 259 | 600 | 1 007 |
3 | 8 | 27 | 57 | 142 | 255 | 596 | 833 |
4 | 10 | 30 | 59 | 131 | 253 | 594 | 697 |
5 | 11 | 31 | 59 | 118 | 252 | 593 | 593 |
6 | 13 | 35 | 62 | 110 | 251 | 592 | 592 |
7 | 15 | 37 | 63 | 101 | 249 | 591 | 591 |
8 | 16 | 38 | 61 | 94 | 248 | 590 | 590 |
9 | 19 | 45 | 65 | 88 | 247 | 589 | 589 |
10 | 18 | 45 | 62 | 84 | 247 | 588 | 588 |
11 | 17 | 44 | 60 | 83 | 246 | 587 | 587 |
12 | 16 | 43 | 61 | 84 | 245 | 586 | 586 |
13 | 17 | 44 | 61 | 84 | 244 | 585 | 585 |
14 | 17 | 44 | 61 | 84 | 243 | 585 | 585 |
15 | 17 | 44 | 61 | 84 | 243 | 584 | 584 |
16 | 17 | 44 | 61 | 84 | 241 | 582 | 582 |
17 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
18 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
19 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
20 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
21 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
22 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
23 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
24 | 17 | 44 | 61 | 84 | 239 | 580 | 580 |
25 | 17 | 44 | 61 | 84 | 239 | 580 | 580 |
26 | 18 | 44 | 61 | 84 | 238 | 579 | 579 |
27 | 19 | 44 | 61 | 84 | 238 | 579 | 579 |
28 | 20 | 44 | 61 | 84 | 237 | 579 | 579 |
29 | 20 | 44 | 61 | 84 | 237 | 578 | 578 |
30 | 20 | 44 | 61 | 84 | 237 | 578 | 578 |
2.9 Romanian leu U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 88 | 103 | 129 | 208 | 322 | 664 | 1 245 |
2 | 85 | 100 | 126 | 206 | 320 | 661 | 1 024 |
3 | 84 | 100 | 125 | 196 | 314 | 655 | 850 |
4 | 82 | 100 | 125 | 195 | 310 | 651 | 714 |
5 | 81 | 100 | 127 | 195 | 307 | 648 | 648 |
6 | 80 | 100 | 129 | 197 | 305 | 646 | 646 |
7 | 78 | 99 | 128 | 196 | 302 | 643 | 643 |
8 | 76 | 98 | 124 | 192 | 299 | 640 | 640 |
9 | 73 | 96 | 122 | 189 | 297 | 638 | 638 |
10 | 72 | 95 | 120 | 186 | 295 | 636 | 636 |
11 | 71 | 95 | 119 | 185 | 293 | 634 | 634 |
12 | 70 | 94 | 117 | 183 | 291 | 633 | 633 |
13 | 68 | 93 | 115 | 181 | 290 | 631 | 631 |
14 | 67 | 91 | 114 | 180 | 288 | 629 | 629 |
15 | 66 | 90 | 112 | 178 | 287 | 628 | 628 |
16 | 64 | 89 | 111 | 177 | 286 | 627 | 627 |
17 | 63 | 88 | 110 | 176 | 284 | 626 | 626 |
18 | 62 | 87 | 109 | 175 | 283 | 625 | 625 |
19 | 61 | 86 | 108 | 174 | 283 | 624 | 624 |
20 | 60 | 85 | 107 | 173 | 282 | 623 | 623 |
21 | 60 | 84 | 106 | 172 | 281 | 622 | 622 |
22 | 59 | 83 | 105 | 171 | 280 | 621 | 621 |
23 | 58 | 82 | 104 | 170 | 279 | 620 | 620 |
24 | 57 | 81 | 103 | 169 | 278 | 619 | 619 |
25 | 56 | 80 | 102 | 168 | 277 | 618 | 618 |
26 | 55 | 79 | 101 | 167 | 276 | 617 | 617 |
27 | 54 | 78 | 100 | 166 | 275 | 616 | 616 |
28 | 53 | 77 | 99 | 165 | 274 | 615 | 615 |
29 | 52 | 76 | 98 | 164 | 273 | 614 | 614 |
30 | 51 | 75 | 97 | 163 | 272 | 613 | 613 |
2.10 Zloty U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 61 | 76 | 102 | 181 | 296 | 637 | 1 243 |
2 | 59 | 74 | 101 | 180 | 294 | 635 | 1 021 |
3 | 59 | 75 | 100 | 171 | 289 | 630 | 848 |
4 | 59 | 76 | 102 | 171 | 287 | 628 | 711 |
5 | 58 | 77 | 105 | 172 | 284 | 625 | 625 |
6 | 57 | 77 | 106 | 174 | 282 | 623 | 623 |
7 | 57 | 78 | 106 | 175 | 280 | 621 | 621 |
8 | 55 | 77 | 104 | 172 | 279 | 620 | 620 |
9 | 54 | 76 | 102 | 169 | 277 | 618 | 618 |
10 | 53 | 76 | 101 | 167 | 276 | 617 | 617 |
11 | 52 | 76 | 100 | 166 | 275 | 616 | 616 |
12 | 52 | 76 | 99 | 165 | 274 | 615 | 615 |
13 | 52 | 76 | 98 | 165 | 273 | 614 | 614 |
14 | 51 | 76 | 98 | 164 | 272 | 614 | 614 |
15 | 50 | 75 | 97 | 163 | 272 | 613 | 613 |
16 | 49 | 74 | 96 | 162 | 271 | 612 | 612 |
17 | 49 | 73 | 95 | 161 | 270 | 611 | 611 |
18 | 48 | 72 | 95 | 161 | 269 | 610 | 610 |
19 | 47 | 72 | 94 | 160 | 269 | 610 | 610 |
20 | 47 | 72 | 94 | 160 | 269 | 610 | 610 |
21 | 47 | 71 | 94 | 160 | 268 | 609 | 609 |
22 | 47 | 71 | 93 | 159 | 268 | 609 | 609 |
23 | 46 | 70 | 93 | 159 | 267 | 608 | 608 |
24 | 45 | 70 | 92 | 158 | 267 | 608 | 608 |
25 | 45 | 69 | 91 | 158 | 266 | 607 | 607 |
26 | 44 | 69 | 91 | 157 | 265 | 607 | 607 |
27 | 43 | 68 | 90 | 156 | 265 | 606 | 606 |
28 | 43 | 67 | 89 | 156 | 264 | 605 | 605 |
29 | 42 | 67 | 89 | 155 | 263 | 605 | 605 |
30 | 41 | 66 | 88 | 154 | 263 | 604 | 604 |
2.11 Norwegian krone U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 31 | 46 | 72 | 151 | 266 | 607 | 1 232 |
2 | 31 | 46 | 73 | 152 | 266 | 607 | 1 011 |
3 | 31 | 48 | 72 | 143 | 261 | 602 | 837 |
4 | 32 | 49 | 74 | 144 | 259 | 600 | 700 |
5 | 32 | 51 | 79 | 146 | 258 | 599 | 599 |
6 | 33 | 53 | 81 | 150 | 257 | 599 | 599 |
7 | 33 | 54 | 82 | 151 | 257 | 598 | 598 |
8 | 32 | 54 | 81 | 149 | 256 | 597 | 597 |
9 | 32 | 54 | 80 | 147 | 255 | 596 | 596 |
10 | 31 | 55 | 79 | 146 | 254 | 595 | 595 |
11 | 31 | 55 | 79 | 145 | 254 | 595 | 595 |
12 | 31 | 55 | 78 | 144 | 253 | 594 | 594 |
13 | 30 | 55 | 77 | 143 | 252 | 593 | 593 |
14 | 30 | 54 | 76 | 143 | 251 | 592 | 592 |
15 | 29 | 54 | 76 | 142 | 250 | 592 | 592 |
16 | 28 | 53 | 75 | 141 | 249 | 591 | 591 |
17 | 28 | 52 | 74 | 140 | 249 | 590 | 590 |
18 | 27 | 52 | 74 | 140 | 248 | 590 | 590 |
19 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
20 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
21 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
22 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
23 | 27 | 51 | 73 | 140 | 248 | 589 | 589 |
24 | 27 | 51 | 73 | 139 | 248 | 589 | 589 |
25 | 26 | 51 | 73 | 139 | 248 | 589 | 589 |
26 | 26 | 51 | 73 | 139 | 247 | 589 | 589 |
27 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
28 | 26 | 50 | 72 | 138 | 247 | 588 | 588 |
29 | 25 | 50 | 72 | 138 | 247 | 588 | 588 |
30 | 25 | 50 | 72 | 138 | 246 | 588 | 588 |
2.12 Swiss franc U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 3 | 27 | 106 | 220 | 561 | 1 203 |
2 | 1 | 5 | 28 | 107 | 221 | 562 | 986 |
3 | 2 | 5 | 29 | 99 | 218 | 559 | 816 |
4 | 2 | 6 | 31 | 101 | 217 | 558 | 682 |
5 | 3 | 9 | 37 | 104 | 216 | 558 | 578 |
6 | 4 | 12 | 40 | 109 | 216 | 558 | 558 |
7 | 5 | 14 | 42 | 111 | 216 | 557 | 557 |
8 | 5 | 15 | 41 | 109 | 216 | 557 | 557 |
9 | 7 | 15 | 41 | 108 | 216 | 557 | 557 |
10 | 7 | 17 | 41 | 108 | 216 | 557 | 557 |
11 | 8 | 19 | 43 | 109 | 217 | 559 | 559 |
12 | 8 | 18 | 41 | 108 | 216 | 557 | 557 |
13 | 10 | 20 | 43 | 109 | 217 | 558 | 558 |
14 | 10 | 20 | 42 | 108 | 217 | 558 | 558 |
15 | 11 | 19 | 41 | 107 | 216 | 557 | 557 |
16 | 11 | 18 | 40 | 106 | 215 | 556 | 556 |
17 | 12 | 18 | 40 | 106 | 214 | 556 | 556 |
18 | 13 | 18 | 40 | 106 | 215 | 556 | 556 |
19 | 14 | 19 | 40 | 107 | 215 | 556 | 556 |
20 | 14 | 19 | 41 | 107 | 216 | 557 | 557 |
21 | 15 | 20 | 42 | 108 | 216 | 557 | 557 |
22 | 15 | 21 | 42 | 108 | 216 | 557 | 557 |
23 | 16 | 22 | 42 | 108 | 216 | 557 | 557 |
24 | 17 | 22 | 42 | 108 | 216 | 557 | 557 |
25 | 17 | 23 | 43 | 108 | 216 | 557 | 557 |
26 | 18 | 24 | 45 | 108 | 216 | 557 | 557 |
27 | 18 | 25 | 46 | 108 | 216 | 557 | 557 |
28 | 19 | 25 | 47 | 108 | 216 | 557 | 557 |
29 | 20 | 26 | 48 | 108 | 216 | 557 | 557 |
30 | 20 | 28 | 49 | 108 | 216 | 557 | 557 |
2.13 Australian dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 47 | 62 | 89 | 168 | 282 | 623 | 1 251 |
2 | 47 | 62 | 89 | 168 | 282 | 623 | 1 027 |
3 | 48 | 64 | 89 | 160 | 278 | 619 | 850 |
4 | 48 | 66 | 91 | 161 | 276 | 617 | 711 |
5 | 49 | 68 | 95 | 162 | 275 | 616 | 616 |
6 | 49 | 69 | 97 | 166 | 273 | 615 | 615 |
7 | 49 | 70 | 98 | 167 | 272 | 614 | 614 |
8 | 48 | 70 | 96 | 164 | 271 | 612 | 612 |
9 | 47 | 69 | 95 | 162 | 270 | 611 | 611 |
10 | 47 | 70 | 95 | 161 | 269 | 611 | 611 |
11 | 46 | 70 | 94 | 160 | 268 | 610 | 610 |
12 | 46 | 70 | 93 | 159 | 268 | 609 | 609 |
13 | 45 | 70 | 92 | 158 | 267 | 608 | 608 |
14 | 45 | 69 | 92 | 158 | 266 | 607 | 607 |
15 | 44 | 69 | 91 | 157 | 266 | 607 | 607 |
16 | 43 | 68 | 90 | 156 | 265 | 606 | 606 |
17 | 43 | 67 | 89 | 156 | 264 | 605 | 605 |
18 | 42 | 67 | 89 | 155 | 263 | 605 | 605 |
19 | 42 | 66 | 88 | 154 | 263 | 604 | 604 |
20 | 42 | 66 | 88 | 154 | 263 | 604 | 604 |
21 | 41 | 66 | 88 | 154 | 263 | 604 | 604 |
22 | 41 | 65 | 88 | 154 | 262 | 603 | 603 |
23 | 40 | 65 | 87 | 153 | 262 | 603 | 603 |
24 | 40 | 64 | 87 | 153 | 261 | 602 | 602 |
25 | 39 | 64 | 86 | 152 | 261 | 602 | 602 |
26 | 39 | 63 | 85 | 152 | 260 | 601 | 601 |
27 | 38 | 63 | 85 | 151 | 259 | 601 | 601 |
28 | 38 | 62 | 84 | 150 | 259 | 600 | 600 |
29 | 37 | 61 | 84 | 150 | 258 | 599 | 599 |
30 | 36 | 61 | 83 | 149 | 258 | 599 | 599 |
2.14 Baht U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 15 | 30 | 56 | 135 | 250 | 591 | 1 239 |
2 | 19 | 34 | 60 | 140 | 254 | 595 | 1 016 |
3 | 23 | 40 | 64 | 135 | 253 | 594 | 841 |
4 | 27 | 45 | 70 | 139 | 255 | 596 | 704 |
5 | 30 | 49 | 76 | 144 | 256 | 597 | 597 |
6 | 29 | 49 | 78 | 146 | 254 | 595 | 595 |
7 | 34 | 55 | 83 | 152 | 258 | 599 | 599 |
8 | 33 | 55 | 82 | 149 | 256 | 598 | 598 |
9 | 34 | 56 | 82 | 149 | 257 | 598 | 598 |
10 | 36 | 59 | 84 | 150 | 259 | 600 | 600 |
11 | 38 | 61 | 85 | 151 | 260 | 601 | 601 |
12 | 39 | 63 | 86 | 152 | 261 | 602 | 602 |
13 | 40 | 64 | 87 | 153 | 261 | 602 | 602 |
14 | 40 | 65 | 87 | 153 | 261 | 603 | 603 |
15 | 40 | 65 | 87 | 153 | 262 | 603 | 603 |
16 | 40 | 64 | 86 | 153 | 261 | 602 | 602 |
17 | 40 | 64 | 86 | 153 | 261 | 602 | 602 |
18 | 39 | 63 | 86 | 152 | 260 | 601 | 601 |
19 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
20 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
21 | 38 | 63 | 85 | 151 | 260 | 601 | 601 |
22 | 38 | 63 | 85 | 151 | 260 | 601 | 601 |
23 | 38 | 62 | 85 | 151 | 259 | 600 | 600 |
24 | 38 | 62 | 84 | 150 | 259 | 600 | 600 |
25 | 37 | 62 | 84 | 150 | 258 | 600 | 600 |
26 | 37 | 61 | 83 | 149 | 258 | 599 | 599 |
27 | 36 | 61 | 83 | 149 | 257 | 599 | 599 |
28 | 36 | 60 | 82 | 148 | 257 | 598 | 598 |
29 | 35 | 60 | 82 | 148 | 256 | 597 | 597 |
30 | 35 | 59 | 81 | 147 | 256 | 597 | 597 |
2.15 Canadian dollar U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 55 | 134 | 248 | 589 | 1 246 |
2 | 15 | 30 | 56 | 135 | 250 | 591 | 1 022 |
3 | 17 | 33 | 58 | 129 | 247 | 588 | 846 |
4 | 19 | 36 | 61 | 131 | 246 | 587 | 707 |
5 | 20 | 39 | 67 | 134 | 246 | 587 | 599 |
6 | 22 | 42 | 70 | 139 | 246 | 588 | 588 |
7 | 23 | 44 | 72 | 141 | 246 | 588 | 588 |
8 | 23 | 45 | 72 | 139 | 246 | 588 | 588 |
9 | 23 | 46 | 72 | 138 | 247 | 588 | 588 |
10 | 24 | 47 | 72 | 138 | 247 | 588 | 588 |
11 | 25 | 48 | 72 | 138 | 247 | 588 | 588 |
12 | 25 | 49 | 73 | 139 | 247 | 588 | 588 |
13 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
14 | 26 | 51 | 73 | 139 | 247 | 589 | 589 |
15 | 26 | 51 | 73 | 139 | 248 | 589 | 589 |
16 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
17 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
18 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
19 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
20 | 26 | 51 | 73 | 139 | 247 | 589 | 589 |
21 | 26 | 51 | 73 | 139 | 247 | 589 | 589 |
22 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
23 | 26 | 50 | 72 | 139 | 247 | 588 | 588 |
24 | 25 | 50 | 72 | 138 | 247 | 588 | 588 |
25 | 25 | 50 | 72 | 138 | 246 | 588 | 588 |
26 | 25 | 49 | 71 | 138 | 246 | 587 | 587 |
27 | 24 | 49 | 71 | 137 | 246 | 587 | 587 |
28 | 24 | 49 | 71 | 137 | 245 | 586 | 586 |
29 | 24 | 48 | 70 | 137 | 245 | 586 | 586 |
30 | 23 | 48 | 70 | 136 | 245 | 586 | 586 |
2.16 Chilean peso U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 50 | 65 | 91 | 170 | 285 | 626 | 1 262 |
2 | 53 | 68 | 94 | 173 | 287 | 629 | 1 037 |
3 | 57 | 73 | 98 | 168 | 287 | 628 | 860 |
4 | 59 | 76 | 101 | 171 | 286 | 628 | 721 |
5 | 61 | 80 | 107 | 174 | 287 | 628 | 628 |
6 | 62 | 82 | 111 | 179 | 287 | 628 | 628 |
7 | 63 | 85 | 113 | 181 | 287 | 628 | 628 |
8 | 63 | 85 | 112 | 179 | 286 | 628 | 628 |
9 | 63 | 85 | 111 | 178 | 286 | 627 | 627 |
10 | 63 | 86 | 111 | 178 | 286 | 627 | 627 |
11 | 63 | 87 | 111 | 177 | 286 | 627 | 627 |
12 | 63 | 87 | 110 | 176 | 285 | 626 | 626 |
13 | 63 | 87 | 109 | 176 | 284 | 625 | 625 |
14 | 62 | 86 | 108 | 175 | 283 | 624 | 624 |
15 | 61 | 85 | 108 | 174 | 282 | 623 | 623 |
16 | 60 | 84 | 107 | 173 | 281 | 623 | 623 |
17 | 59 | 84 | 106 | 172 | 281 | 622 | 622 |
18 | 58 | 83 | 105 | 171 | 280 | 621 | 621 |
19 | 58 | 82 | 104 | 171 | 279 | 620 | 620 |
20 | 57 | 82 | 104 | 170 | 278 | 620 | 620 |
21 | 56 | 81 | 103 | 169 | 278 | 619 | 619 |
22 | 55 | 80 | 102 | 168 | 277 | 618 | 618 |
23 | 55 | 79 | 101 | 167 | 276 | 617 | 617 |
24 | 54 | 78 | 100 | 167 | 275 | 616 | 616 |
25 | 53 | 77 | 99 | 166 | 274 | 615 | 615 |
26 | 52 | 76 | 99 | 165 | 273 | 614 | 614 |
27 | 51 | 75 | 98 | 164 | 272 | 613 | 613 |
28 | 50 | 75 | 97 | 163 | 271 | 613 | 613 |
29 | 49 | 74 | 96 | 162 | 270 | 612 | 612 |
30 | 48 | 73 | 95 | 161 | 270 | 611 | 611 |
2.17 Colombian peso U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 81 | 96 | 122 | 202 | 316 | 657 | 1 305 |
2 | 85 | 100 | 126 | 206 | 320 | 661 | 1 073 |
3 | 86 | 103 | 127 | 198 | 316 | 657 | 891 |
4 | 87 | 104 | 129 | 199 | 314 | 655 | 746 |
5 | 90 | 109 | 136 | 203 | 316 | 657 | 657 |
6 | 92 | 112 | 140 | 209 | 316 | 658 | 658 |
7 | 93 | 114 | 142 | 211 | 317 | 658 | 658 |
8 | 94 | 116 | 143 | 210 | 318 | 659 | 659 |
9 | 95 | 117 | 143 | 210 | 318 | 659 | 659 |
10 | 95 | 119 | 143 | 210 | 318 | 659 | 659 |
11 | 95 | 119 | 143 | 209 | 318 | 659 | 659 |
12 | 95 | 119 | 142 | 208 | 317 | 658 | 658 |
13 | 94 | 118 | 141 | 207 | 315 | 657 | 657 |
14 | 93 | 117 | 139 | 205 | 314 | 655 | 655 |
15 | 91 | 116 | 138 | 204 | 312 | 654 | 654 |
16 | 90 | 114 | 136 | 202 | 311 | 652 | 652 |
17 | 88 | 113 | 135 | 201 | 310 | 651 | 651 |
18 | 87 | 111 | 134 | 200 | 308 | 649 | 649 |
19 | 85 | 110 | 132 | 198 | 307 | 648 | 648 |
20 | 84 | 109 | 131 | 197 | 305 | 647 | 647 |
21 | 83 | 107 | 129 | 196 | 304 | 645 | 645 |
22 | 81 | 106 | 128 | 194 | 303 | 644 | 644 |
23 | 80 | 104 | 126 | 193 | 301 | 642 | 642 |
24 | 78 | 103 | 125 | 191 | 300 | 641 | 641 |
25 | 77 | 101 | 123 | 189 | 298 | 639 | 639 |
26 | 75 | 100 | 122 | 188 | 296 | 638 | 638 |
27 | 74 | 98 | 120 | 186 | 295 | 636 | 636 |
28 | 72 | 97 | 119 | 185 | 293 | 634 | 634 |
29 | 71 | 95 | 117 | 183 | 292 | 633 | 633 |
30 | 69 | 94 | 116 | 182 | 290 | 632 | 632 |
2.18 Hong Kong dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 6 | 22 | 48 | 127 | 241 | 582 | 1 235 |
2 | 10 | 25 | 51 | 131 | 245 | 586 | 1 015 |
3 | 13 | 30 | 55 | 125 | 244 | 585 | 841 |
4 | 17 | 34 | 59 | 129 | 244 | 585 | 704 |
5 | 19 | 38 | 66 | 133 | 245 | 587 | 596 |
6 | 21 | 41 | 70 | 138 | 246 | 587 | 587 |
7 | 23 | 44 | 72 | 141 | 246 | 588 | 588 |
8 | 23 | 45 | 72 | 139 | 247 | 588 | 588 |
9 | 23 | 46 | 72 | 139 | 247 | 588 | 588 |
10 | 24 | 47 | 72 | 138 | 247 | 588 | 588 |
11 | 24 | 48 | 72 | 138 | 247 | 588 | 588 |
12 | 25 | 49 | 72 | 138 | 246 | 588 | 588 |
13 | 24 | 49 | 71 | 137 | 246 | 587 | 587 |
14 | 24 | 48 | 71 | 137 | 245 | 586 | 586 |
15 | 23 | 48 | 70 | 136 | 244 | 586 | 586 |
16 | 22 | 47 | 69 | 135 | 244 | 585 | 585 |
17 | 22 | 46 | 68 | 135 | 243 | 584 | 584 |
18 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
19 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
20 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
21 | 22 | 46 | 68 | 134 | 243 | 584 | 584 |
22 | 22 | 46 | 68 | 134 | 243 | 584 | 584 |
23 | 22 | 46 | 68 | 134 | 243 | 584 | 584 |
24 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
25 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
26 | 21 | 46 | 68 | 134 | 242 | 584 | 584 |
27 | 21 | 46 | 68 | 134 | 242 | 584 | 584 |
28 | 21 | 45 | 68 | 134 | 242 | 583 | 583 |
29 | 21 | 45 | 67 | 134 | 242 | 583 | 583 |
30 | 21 | 45 | 67 | 133 | 242 | 583 | 583 |
2.19 Indian rupee U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 92 | 107 | 134 | 213 | 327 | 668 | 1 330 |
2 | 93 | 108 | 134 | 213 | 327 | 669 | 1 091 |
3 | 93 | 110 | 134 | 205 | 323 | 664 | 903 |
4 | 94 | 112 | 137 | 207 | 322 | 663 | 756 |
5 | 95 | 114 | 142 | 209 | 321 | 662 | 662 |
6 | 96 | 116 | 144 | 213 | 321 | 662 | 662 |
7 | 97 | 118 | 146 | 215 | 320 | 661 | 661 |
8 | 96 | 118 | 145 | 213 | 320 | 661 | 661 |
9 | 95 | 118 | 144 | 211 | 319 | 660 | 660 |
10 | 94 | 118 | 142 | 209 | 317 | 658 | 658 |
11 | 93 | 117 | 141 | 207 | 315 | 657 | 657 |
12 | 92 | 116 | 139 | 205 | 313 | 655 | 655 |
13 | 90 | 114 | 137 | 203 | 312 | 653 | 653 |
14 | 88 | 113 | 135 | 201 | 310 | 651 | 651 |
15 | 86 | 111 | 133 | 199 | 308 | 649 | 649 |
16 | 84 | 109 | 131 | 197 | 306 | 647 | 647 |
17 | 83 | 107 | 129 | 196 | 304 | 645 | 645 |
18 | 81 | 106 | 128 | 194 | 302 | 644 | 644 |
19 | 80 | 104 | 126 | 193 | 301 | 642 | 642 |
20 | 79 | 103 | 125 | 192 | 300 | 641 | 641 |
21 | 78 | 102 | 124 | 191 | 299 | 640 | 640 |
22 | 77 | 101 | 123 | 189 | 298 | 639 | 639 |
23 | 76 | 100 | 122 | 188 | 297 | 638 | 638 |
24 | 74 | 99 | 121 | 187 | 296 | 637 | 637 |
25 | 73 | 98 | 120 | 186 | 295 | 636 | 636 |
26 | 72 | 97 | 119 | 185 | 293 | 635 | 635 |
27 | 71 | 96 | 118 | 184 | 292 | 634 | 634 |
28 | 70 | 94 | 117 | 183 | 291 | 632 | 632 |
29 | 69 | 93 | 116 | 182 | 290 | 631 | 631 |
30 | 68 | 92 | 115 | 181 | 289 | 630 | 630 |
2.20 Mexican peso U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 350 | 365 | 392 | 471 | 585 | 926 | 1 356 |
2 | 77 | 92 | 118 | 198 | 312 | 653 | 1 107 |
3 | 81 | 98 | 122 | 193 | 311 | 652 | 914 |
4 | 85 | 103 | 128 | 197 | 313 | 654 | 763 |
5 | 88 | 107 | 134 | 201 | 314 | 655 | 655 |
6 | 90 | 110 | 138 | 207 | 314 | 656 | 656 |
7 | 91 | 113 | 141 | 209 | 315 | 656 | 656 |
8 | 92 | 114 | 141 | 209 | 316 | 657 | 657 |
9 | 93 | 115 | 141 | 208 | 316 | 657 | 657 |
10 | 93 | 116 | 141 | 207 | 316 | 657 | 657 |
11 | 93 | 117 | 141 | 207 | 316 | 657 | 657 |
12 | 94 | 118 | 141 | 207 | 316 | 657 | 657 |
13 | 95 | 119 | 141 | 208 | 316 | 657 | 657 |
14 | 95 | 120 | 142 | 208 | 317 | 658 | 658 |
15 | 96 | 121 | 143 | 209 | 317 | 659 | 659 |
16 | 97 | 121 | 144 | 210 | 318 | 659 | 659 |
17 | 98 | 123 | 145 | 211 | 319 | 661 | 661 |
18 | 99 | 124 | 146 | 212 | 320 | 662 | 662 |
19 | 100 | 125 | 147 | 213 | 321 | 663 | 663 |
20 | 101 | 125 | 147 | 214 | 322 | 663 | 663 |
21 | 101 | 125 | 148 | 214 | 322 | 663 | 663 |
22 | 101 | 125 | 147 | 214 | 322 | 663 | 663 |
23 | 100 | 125 | 147 | 213 | 322 | 663 | 663 |
24 | 100 | 124 | 146 | 212 | 321 | 662 | 662 |
25 | 99 | 123 | 145 | 211 | 320 | 661 | 661 |
26 | 98 | 122 | 144 | 210 | 319 | 660 | 660 |
27 | 96 | 121 | 143 | 209 | 318 | 659 | 659 |
28 | 95 | 120 | 142 | 208 | 316 | 658 | 658 |
29 | 94 | 118 | 140 | 207 | 315 | 656 | 656 |
30 | 92 | 117 | 139 | 205 | 314 | 655 | 655 |
2.21 New Taiwan dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 10 | 36 | 116 | 230 | 571 | 1 223 |
2 | 1 | 10 | 36 | 116 | 230 | 571 | 1 003 |
3 | 2 | 12 | 37 | 107 | 226 | 567 | 829 |
4 | 2 | 14 | 39 | 108 | 224 | 565 | 694 |
5 | 3 | 16 | 43 | 110 | 223 | 564 | 587 |
6 | 4 | 17 | 46 | 114 | 222 | 563 | 563 |
7 | 5 | 19 | 47 | 116 | 221 | 563 | 563 |
8 | 5 | 19 | 46 | 114 | 221 | 562 | 562 |
9 | 7 | 19 | 45 | 111 | 220 | 561 | 561 |
10 | 7 | 20 | 44 | 111 | 219 | 560 | 560 |
11 | 8 | 21 | 44 | 111 | 219 | 560 | 560 |
12 | 8 | 21 | 44 | 111 | 219 | 560 | 560 |
13 | 10 | 22 | 44 | 111 | 219 | 560 | 560 |
14 | 10 | 22 | 45 | 111 | 219 | 560 | 560 |
15 | 11 | 23 | 45 | 111 | 219 | 561 | 561 |
16 | 11 | 23 | 45 | 111 | 219 | 561 | 561 |
17 | 12 | 23 | 45 | 111 | 220 | 561 | 561 |
18 | 13 | 23 | 46 | 112 | 220 | 561 | 561 |
19 | 14 | 24 | 46 | 112 | 221 | 562 | 562 |
20 | 14 | 25 | 47 | 113 | 222 | 563 | 563 |
21 | 15 | 26 | 48 | 114 | 223 | 564 | 564 |
22 | 16 | 26 | 49 | 115 | 223 | 564 | 564 |
23 | 17 | 27 | 49 | 115 | 224 | 565 | 565 |
24 | 17 | 28 | 50 | 116 | 224 | 566 | 566 |
25 | 17 | 28 | 50 | 116 | 225 | 566 | 566 |
26 | 18 | 28 | 51 | 117 | 225 | 566 | 566 |
27 | 19 | 29 | 51 | 117 | 226 | 567 | 567 |
28 | 20 | 29 | 51 | 118 | 226 | 567 | 567 |
29 | 20 | 30 | 52 | 118 | 226 | 567 | 567 |
30 | 21 | 30 | 52 | 118 | 227 | 568 | 568 |
2.22 New Zealand dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 53 | 69 | 95 | 174 | 288 | 630 | 1 253 |
2 | 54 | 70 | 96 | 175 | 289 | 630 | 1 028 |
3 | 55 | 72 | 96 | 167 | 285 | 626 | 852 |
4 | 56 | 73 | 98 | 168 | 283 | 625 | 713 |
5 | 56 | 75 | 103 | 170 | 282 | 624 | 624 |
6 | 57 | 77 | 106 | 174 | 282 | 623 | 623 |
7 | 57 | 78 | 106 | 175 | 280 | 621 | 621 |
8 | 56 | 78 | 105 | 173 | 280 | 621 | 621 |
9 | 56 | 78 | 104 | 171 | 279 | 620 | 620 |
10 | 55 | 78 | 103 | 169 | 277 | 619 | 619 |
11 | 54 | 77 | 101 | 167 | 276 | 617 | 617 |
12 | 52 | 77 | 100 | 166 | 274 | 615 | 615 |
13 | 51 | 76 | 98 | 164 | 273 | 614 | 614 |
14 | 50 | 74 | 96 | 163 | 271 | 612 | 612 |
15 | 48 | 73 | 95 | 161 | 270 | 611 | 611 |
16 | 47 | 71 | 93 | 159 | 268 | 609 | 609 |
17 | 45 | 70 | 92 | 158 | 267 | 608 | 608 |
18 | 44 | 69 | 91 | 157 | 265 | 607 | 607 |
19 | 43 | 68 | 90 | 156 | 264 | 606 | 606 |
20 | 43 | 67 | 89 | 155 | 264 | 605 | 605 |
21 | 42 | 67 | 89 | 155 | 263 | 605 | 605 |
22 | 41 | 66 | 88 | 154 | 263 | 604 | 604 |
23 | 41 | 65 | 87 | 154 | 262 | 603 | 603 |
24 | 40 | 65 | 87 | 153 | 261 | 602 | 602 |
25 | 39 | 64 | 86 | 152 | 261 | 602 | 602 |
26 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
27 | 38 | 62 | 85 | 151 | 259 | 600 | 600 |
28 | 37 | 62 | 84 | 150 | 259 | 600 | 600 |
29 | 37 | 61 | 83 | 149 | 258 | 599 | 599 |
30 | 36 | 61 | 83 | 149 | 257 | 598 | 598 |
2.23 Rand U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 114 | 130 | 156 | 235 | 349 | 690 | 1 346 |
2 | 115 | 131 | 157 | 236 | 350 | 692 | 1 103 |
3 | 118 | 134 | 159 | 230 | 348 | 689 | 913 |
4 | 120 | 137 | 162 | 232 | 347 | 689 | 764 |
5 | 121 | 140 | 168 | 235 | 347 | 689 | 689 |
6 | 122 | 142 | 171 | 239 | 347 | 688 | 688 |
7 | 123 | 144 | 172 | 241 | 346 | 688 | 688 |
8 | 122 | 144 | 171 | 238 | 346 | 687 | 687 |
9 | 121 | 144 | 170 | 236 | 345 | 686 | 686 |
10 | 121 | 144 | 169 | 235 | 343 | 685 | 685 |
11 | 120 | 143 | 167 | 233 | 342 | 683 | 683 |
12 | 118 | 142 | 165 | 232 | 340 | 681 | 681 |
13 | 116 | 141 | 163 | 229 | 338 | 679 | 679 |
14 | 114 | 139 | 161 | 227 | 336 | 677 | 677 |
15 | 112 | 136 | 159 | 225 | 333 | 674 | 674 |
16 | 109 | 134 | 156 | 222 | 331 | 672 | 672 |
17 | 107 | 131 | 154 | 220 | 328 | 669 | 669 |
18 | 105 | 129 | 151 | 218 | 326 | 667 | 667 |
19 | 103 | 127 | 149 | 215 | 324 | 665 | 665 |
20 | 101 | 125 | 148 | 214 | 322 | 663 | 663 |
21 | 99 | 124 | 146 | 212 | 320 | 662 | 662 |
22 | 97 | 122 | 144 | 210 | 319 | 660 | 660 |
23 | 96 | 120 | 142 | 208 | 317 | 658 | 658 |
24 | 94 | 118 | 140 | 207 | 315 | 656 | 656 |
25 | 92 | 116 | 139 | 205 | 313 | 654 | 654 |
26 | 90 | 115 | 137 | 203 | 312 | 653 | 653 |
27 | 89 | 113 | 135 | 201 | 310 | 651 | 651 |
28 | 87 | 111 | 134 | 200 | 308 | 649 | 649 |
29 | 85 | 110 | 132 | 198 | 307 | 648 | 648 |
30 | 84 | 108 | 130 | 197 | 305 | 646 | 646 |
2.24 Real U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 174 | 189 | 215 | 295 | 409 | 750 | 1 342 |
2 | 183 | 198 | 224 | 304 | 418 | 759 | 1 110 |
3 | 188 | 205 | 229 | 300 | 418 | 759 | 924 |
4 | 190 | 208 | 233 | 302 | 418 | 759 | 776 |
5 | 191 | 210 | 238 | 305 | 417 | 758 | 758 |
6 | 191 | 211 | 240 | 308 | 416 | 757 | 757 |
7 | 191 | 212 | 240 | 309 | 414 | 755 | 755 |
8 | 189 | 211 | 238 | 305 | 412 | 754 | 754 |
9 | 187 | 210 | 236 | 303 | 411 | 752 | 752 |
10 | 187 | 210 | 235 | 301 | 409 | 751 | 751 |
11 | 185 | 209 | 233 | 299 | 407 | 749 | 749 |
12 | 183 | 207 | 230 | 296 | 405 | 746 | 746 |
13 | 180 | 205 | 227 | 293 | 402 | 743 | 743 |
14 | 177 | 202 | 224 | 290 | 399 | 740 | 740 |
15 | 174 | 199 | 221 | 287 | 395 | 737 | 737 |
16 | 171 | 195 | 218 | 284 | 392 | 733 | 733 |
17 | 168 | 192 | 214 | 281 | 389 | 730 | 730 |
18 | 164 | 189 | 211 | 277 | 386 | 727 | 727 |
19 | 161 | 186 | 208 | 274 | 383 | 724 | 724 |
20 | 158 | 183 | 205 | 271 | 380 | 721 | 721 |
21 | 155 | 180 | 202 | 268 | 377 | 718 | 718 |
22 | 152 | 177 | 199 | 265 | 373 | 715 | 715 |
23 | 149 | 173 | 196 | 262 | 370 | 711 | 711 |
24 | 146 | 170 | 192 | 259 | 367 | 708 | 708 |
25 | 143 | 167 | 189 | 255 | 364 | 705 | 705 |
26 | 140 | 164 | 186 | 252 | 361 | 702 | 702 |
27 | 137 | 161 | 183 | 249 | 358 | 699 | 699 |
28 | 134 | 158 | 180 | 247 | 355 | 696 | 696 |
29 | 131 | 155 | 178 | 244 | 352 | 693 | 693 |
30 | 128 | 153 | 175 | 241 | 349 | 691 | 691 |
2.25 Renminbi-yuan U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 27 | 42 | 68 | 148 | 262 | 603 | 1 281 |
2 | 28 | 43 | 69 | 149 | 263 | 604 | 1 050 |
3 | 29 | 46 | 70 | 141 | 259 | 600 | 869 |
4 | 30 | 48 | 73 | 142 | 258 | 599 | 727 |
5 | 31 | 50 | 78 | 145 | 257 | 598 | 615 |
6 | 32 | 52 | 80 | 149 | 256 | 598 | 598 |
7 | 32 | 53 | 81 | 150 | 256 | 597 | 597 |
8 | 31 | 53 | 80 | 147 | 254 | 596 | 596 |
9 | 30 | 53 | 79 | 145 | 254 | 595 | 595 |
10 | 30 | 53 | 78 | 144 | 253 | 594 | 594 |
11 | 30 | 54 | 77 | 144 | 252 | 593 | 593 |
12 | 30 | 54 | 77 | 143 | 251 | 593 | 593 |
13 | 29 | 54 | 76 | 142 | 251 | 592 | 592 |
14 | 29 | 54 | 76 | 142 | 250 | 592 | 592 |
15 | 29 | 53 | 75 | 142 | 250 | 591 | 591 |
16 | 29 | 53 | 75 | 141 | 250 | 591 | 591 |
17 | 28 | 53 | 75 | 141 | 250 | 591 | 591 |
18 | 29 | 53 | 75 | 141 | 250 | 591 | 591 |
19 | 29 | 53 | 75 | 141 | 250 | 591 | 591 |
20 | 29 | 53 | 75 | 142 | 250 | 591 | 591 |
21 | 29 | 53 | 76 | 142 | 250 | 591 | 591 |
22 | 29 | 53 | 75 | 142 | 250 | 591 | 591 |
23 | 29 | 53 | 75 | 142 | 250 | 591 | 591 |
24 | 29 | 53 | 75 | 141 | 250 | 591 | 591 |
25 | 28 | 53 | 75 | 141 | 250 | 591 | 591 |
26 | 28 | 53 | 75 | 141 | 249 | 591 | 591 |
27 | 28 | 52 | 75 | 141 | 249 | 590 | 590 |
28 | 28 | 52 | 74 | 140 | 249 | 590 | 590 |
29 | 27 | 52 | 74 | 140 | 249 | 590 | 590 |
30 | 27 | 52 | 74 | 140 | 248 | 590 | 590 |
2.26 Ringgit U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 23 | 38 | 64 | 144 | 258 | 599 | 1 280 |
2 | 25 | 40 | 66 | 146 | 260 | 601 | 1 050 |
3 | 28 | 44 | 69 | 139 | 258 | 599 | 868 |
4 | 30 | 48 | 73 | 143 | 258 | 599 | 726 |
5 | 33 | 52 | 79 | 146 | 259 | 600 | 614 |
6 | 34 | 54 | 83 | 151 | 259 | 600 | 600 |
7 | 36 | 57 | 85 | 154 | 260 | 601 | 601 |
8 | 36 | 58 | 85 | 152 | 260 | 601 | 601 |
9 | 36 | 59 | 85 | 152 | 260 | 601 | 601 |
10 | 37 | 61 | 85 | 152 | 260 | 601 | 601 |
11 | 38 | 62 | 86 | 152 | 261 | 602 | 602 |
12 | 39 | 63 | 86 | 152 | 261 | 602 | 602 |
13 | 39 | 64 | 86 | 152 | 261 | 602 | 602 |
14 | 39 | 64 | 86 | 152 | 261 | 602 | 602 |
15 | 39 | 64 | 86 | 152 | 260 | 602 | 602 |
16 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
17 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
18 | 38 | 63 | 85 | 151 | 260 | 601 | 601 |
19 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
20 | 39 | 63 | 86 | 152 | 260 | 601 | 601 |
21 | 39 | 64 | 86 | 152 | 260 | 602 | 602 |
22 | 39 | 64 | 86 | 152 | 260 | 602 | 602 |
23 | 39 | 63 | 86 | 152 | 260 | 601 | 601 |
24 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
25 | 38 | 63 | 85 | 151 | 260 | 601 | 601 |
26 | 38 | 62 | 84 | 151 | 259 | 600 | 600 |
27 | 37 | 62 | 84 | 150 | 259 | 600 | 600 |
28 | 37 | 61 | 84 | 150 | 258 | 599 | 599 |
29 | 36 | 61 | 83 | 149 | 258 | 599 | 599 |
30 | 36 | 60 | 83 | 149 | 257 | 598 | 598 |
2.27 Russian rouble U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 124 | 139 | 165 | 245 | 359 | 700 | 1 375 |
2 | 123 | 138 | 164 | 243 | 358 | 699 | 1 125 |
3 | 123 | 139 | 164 | 235 | 353 | 694 | 928 |
4 | 123 | 141 | 166 | 235 | 351 | 692 | 775 |
5 | 124 | 143 | 170 | 237 | 350 | 691 | 691 |
6 | 123 | 144 | 172 | 241 | 348 | 689 | 689 |
7 | 124 | 145 | 173 | 242 | 347 | 688 | 688 |
8 | 123 | 145 | 172 | 239 | 346 | 688 | 688 |
9 | 122 | 144 | 170 | 237 | 345 | 686 | 686 |
10 | 122 | 145 | 170 | 236 | 345 | 686 | 686 |
11 | 122 | 145 | 169 | 235 | 344 | 685 | 685 |
12 | 121 | 145 | 168 | 234 | 343 | 684 | 684 |
13 | 120 | 144 | 167 | 233 | 341 | 683 | 683 |
14 | 119 | 143 | 166 | 232 | 340 | 681 | 681 |
15 | 117 | 141 | 163 | 230 | 338 | 679 | 679 |
16 | 115 | 139 | 161 | 227 | 336 | 677 | 677 |
17 | 112 | 136 | 158 | 225 | 333 | 674 | 674 |
18 | 109 | 134 | 156 | 222 | 331 | 672 | 672 |
19 | 107 | 132 | 154 | 220 | 329 | 670 | 670 |
20 | 105 | 130 | 152 | 218 | 326 | 668 | 668 |
21 | 103 | 127 | 150 | 216 | 324 | 665 | 665 |
22 | 101 | 125 | 147 | 213 | 322 | 663 | 663 |
23 | 98 | 123 | 145 | 211 | 320 | 661 | 661 |
24 | 96 | 121 | 143 | 209 | 318 | 659 | 659 |
25 | 94 | 119 | 141 | 207 | 315 | 657 | 657 |
26 | 92 | 116 | 139 | 205 | 313 | 654 | 654 |
27 | 90 | 114 | 137 | 203 | 311 | 652 | 652 |
28 | 88 | 112 | 135 | 201 | 309 | 650 | 650 |
29 | 86 | 110 | 133 | 199 | 307 | 648 | 648 |
30 | 84 | 109 | 131 | 197 | 305 | 646 | 646 |
2.28 Singapore dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 9 | 35 | 115 | 229 | 570 | 1 238 |
2 | 1 | 11 | 37 | 117 | 231 | 572 | 1 016 |
3 | 2 | 15 | 40 | 110 | 229 | 570 | 841 |
4 | 2 | 19 | 44 | 113 | 229 | 570 | 704 |
5 | 4 | 22 | 50 | 117 | 229 | 571 | 596 |
6 | 5 | 25 | 54 | 122 | 230 | 571 | 571 |
7 | 7 | 28 | 56 | 125 | 230 | 572 | 572 |
8 | 7 | 29 | 56 | 123 | 230 | 572 | 572 |
9 | 7 | 30 | 55 | 122 | 230 | 572 | 572 |
10 | 7 | 31 | 55 | 122 | 230 | 571 | 571 |
11 | 8 | 32 | 55 | 122 | 230 | 571 | 571 |
12 | 8 | 32 | 55 | 121 | 230 | 571 | 571 |
13 | 10 | 33 | 55 | 121 | 230 | 571 | 571 |
14 | 10 | 33 | 55 | 121 | 229 | 571 | 571 |
15 | 11 | 32 | 55 | 121 | 229 | 570 | 570 |
16 | 11 | 32 | 54 | 120 | 229 | 570 | 570 |
17 | 13 | 32 | 54 | 120 | 229 | 570 | 570 |
18 | 13 | 32 | 54 | 120 | 229 | 570 | 570 |
19 | 14 | 32 | 55 | 121 | 229 | 570 | 570 |
20 | 14 | 33 | 55 | 121 | 230 | 571 | 571 |
21 | 15 | 33 | 56 | 122 | 230 | 571 | 571 |
22 | 16 | 34 | 56 | 122 | 231 | 572 | 572 |
23 | 17 | 34 | 56 | 123 | 231 | 572 | 572 |
24 | 17 | 35 | 57 | 123 | 231 | 573 | 573 |
25 | 18 | 35 | 57 | 123 | 232 | 573 | 573 |
26 | 18 | 35 | 57 | 123 | 232 | 573 | 573 |
27 | 19 | 35 | 57 | 123 | 232 | 573 | 573 |
28 | 20 | 35 | 57 | 124 | 232 | 573 | 573 |
29 | 20 | 35 | 58 | 124 | 232 | 573 | 573 |
30 | 21 | 36 | 58 | 124 | 232 | 574 | 574 |
2.29 South Korean won U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 35 | 50 | 76 | 156 | 270 | 611 | 1 246 |
2 | 35 | 50 | 77 | 156 | 270 | 611 | 1 022 |
3 | 35 | 52 | 77 | 147 | 266 | 606 | 845 |
4 | 36 | 53 | 78 | 148 | 263 | 604 | 707 |
5 | 36 | 55 | 82 | 150 | 262 | 603 | 603 |
6 | 39 | 59 | 87 | 156 | 264 | 605 | 605 |
7 | 36 | 57 | 85 | 154 | 260 | 601 | 601 |
8 | 40 | 62 | 89 | 157 | 264 | 605 | 605 |
9 | 39 | 62 | 88 | 155 | 263 | 604 | 604 |
10 | 34 | 57 | 82 | 148 | 257 | 598 | 598 |
11 | 30 | 53 | 77 | 143 | 252 | 593 | 593 |
12 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
13 | 24 | 49 | 71 | 137 | 246 | 587 | 587 |
14 | 22 | 47 | 69 | 135 | 244 | 585 | 585 |
15 | 21 | 45 | 68 | 134 | 242 | 583 | 583 |
16 | 19 | 44 | 66 | 132 | 241 | 582 | 582 |
17 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
18 | 18 | 42 | 64 | 131 | 239 | 580 | 580 |
19 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
20 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
21 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
22 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
23 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
24 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
25 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
26 | 18 | 42 | 64 | 130 | 238 | 580 | 580 |
27 | 19 | 42 | 64 | 130 | 238 | 580 | 580 |
28 | 20 | 41 | 64 | 130 | 238 | 579 | 579 |
29 | 20 | 41 | 64 | 130 | 238 | 579 | 579 |
30 | 21 | 41 | 63 | 130 | 238 | 579 | 579 |
2.30 Turkish lira U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 187 | 202 | 228 | 308 | 422 | 763 | 1 463 |
2 | 184 | 200 | 226 | 305 | 419 | 760 | 1 192 |
3 | 182 | 198 | 223 | 293 | 412 | 753 | 984 |
4 | 179 | 197 | 222 | 291 | 407 | 748 | 820 |
5 | 176 | 195 | 222 | 290 | 402 | 743 | 743 |
6 | 173 | 193 | 222 | 290 | 398 | 739 | 739 |
7 | 170 | 191 | 219 | 288 | 393 | 735 | 735 |
8 | 166 | 188 | 215 | 282 | 389 | 731 | 731 |
9 | 162 | 185 | 210 | 277 | 385 | 727 | 727 |
10 | 159 | 182 | 207 | 273 | 381 | 723 | 723 |
11 | 155 | 179 | 203 | 269 | 378 | 719 | 719 |
12 | 152 | 176 | 199 | 265 | 374 | 715 | 715 |
13 | 148 | 173 | 195 | 261 | 370 | 711 | 711 |
14 | 145 | 169 | 192 | 258 | 366 | 707 | 707 |
15 | 141 | 166 | 188 | 254 | 363 | 704 | 704 |
16 | 138 | 163 | 185 | 251 | 359 | 701 | 701 |
17 | 135 | 159 | 182 | 248 | 356 | 698 | 698 |
18 | 132 | 157 | 179 | 245 | 353 | 695 | 695 |
19 | 129 | 154 | 176 | 242 | 351 | 692 | 692 |
20 | 127 | 151 | 173 | 240 | 348 | 689 | 689 |
21 | 124 | 149 | 171 | 237 | 346 | 687 | 687 |
22 | 122 | 146 | 168 | 235 | 343 | 684 | 684 |
23 | 119 | 144 | 166 | 232 | 340 | 682 | 682 |
24 | 117 | 141 | 163 | 230 | 338 | 679 | 679 |
25 | 114 | 139 | 161 | 227 | 336 | 677 | 677 |
26 | 112 | 136 | 159 | 225 | 333 | 674 | 674 |
27 | 110 | 134 | 156 | 222 | 331 | 672 | 672 |
28 | 108 | 132 | 154 | 220 | 329 | 670 | 670 |
29 | 105 | 130 | 152 | 218 | 327 | 668 | 668 |
30 | 103 | 128 | 150 | 216 | 325 | 666 | 666 |
2.31 US dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 9 | 26 | 52 | 111 | 247 | 588 | 1 245 |
2 | 9 | 26 | 52 | 111 | 247 | 588 | 1 022 |
3 | 10 | 29 | 54 | 105 | 245 | 586 | 845 |
4 | 12 | 34 | 57 | 102 | 245 | 587 | 707 |
5 | 17 | 40 | 62 | 105 | 246 | 588 | 598 |
6 | 18 | 44 | 66 | 100 | 247 | 588 | 588 |
7 | 19 | 46 | 65 | 93 | 248 | 589 | 589 |
8 | 17 | 44 | 64 | 92 | 248 | 589 | 589 |
9 | 17 | 45 | 66 | 95 | 248 | 589 | 589 |
10 | 19 | 48 | 69 | 100 | 248 | 589 | 589 |
11 | 21 | 50 | 71 | 103 | 248 | 590 | 590 |
12 | 23 | 53 | 72 | 104 | 249 | 590 | 590 |
13 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
14 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
15 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
16 | 24 | 55 | 72 | 104 | 248 | 589 | 589 |
17 | 24 | 55 | 72 | 104 | 248 | 590 | 590 |
18 | 24 | 55 | 72 | 104 | 248 | 590 | 590 |
19 | 24 | 55 | 72 | 104 | 248 | 590 | 590 |
20 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
21 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
22 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
23 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
24 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
25 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
26 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
27 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
28 | 24 | 55 | 72 | 104 | 249 | 591 | 591 |
29 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
30 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
2.32 Yen U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 3 | 13 | 93 | 207 | 548 | 1 215 |
2 | 1 | 5 | 12 | 91 | 205 | 547 | 995 |
3 | 2 | 5 | 11 | 82 | 200 | 541 | 822 |
4 | 2 | 6 | 13 | 83 | 198 | 539 | 687 |
5 | 3 | 7 | 18 | 85 | 197 | 538 | 581 |
6 | 4 | 8 | 21 | 89 | 197 | 538 | 538 |
7 | 5 | 9 | 22 | 91 | 197 | 538 | 538 |
8 | 5 | 9 | 22 | 90 | 197 | 538 | 538 |
9 | 7 | 11 | 22 | 89 | 197 | 538 | 538 |
10 | 7 | 11 | 22 | 89 | 197 | 538 | 538 |
11 | 8 | 12 | 23 | 89 | 197 | 538 | 538 |
12 | 8 | 13 | 25 | 89 | 198 | 539 | 539 |
13 | 10 | 14 | 26 | 89 | 198 | 539 | 539 |
14 | 10 | 14 | 29 | 90 | 198 | 539 | 539 |
15 | 11 | 16 | 30 | 90 | 198 | 540 | 540 |
16 | 11 | 16 | 31 | 90 | 199 | 540 | 540 |
17 | 12 | 17 | 33 | 91 | 199 | 540 | 540 |
18 | 13 | 18 | 34 | 91 | 200 | 541 | 541 |
19 | 14 | 19 | 35 | 92 | 200 | 541 | 541 |
20 | 14 | 19 | 37 | 92 | 201 | 542 | 542 |
21 | 15 | 20 | 38 | 93 | 201 | 543 | 543 |
22 | 15 | 21 | 39 | 94 | 202 | 543 | 543 |
23 | 16 | 22 | 40 | 94 | 202 | 544 | 544 |
24 | 17 | 22 | 42 | 94 | 203 | 544 | 544 |
25 | 17 | 23 | 44 | 95 | 203 | 544 | 544 |
26 | 18 | 24 | 45 | 95 | 203 | 544 | 544 |
27 | 18 | 25 | 46 | 95 | 203 | 544 | 544 |
28 | 19 | 25 | 47 | 95 | 203 | 545 | 545 |
29 | 20 | 26 | 48 | 95 | 203 | 545 | 545 |
30 | 20 | 28 | 49 | 95 | 204 | 545 | 545 |
3. Other exposures U.K.
3.1 Euro U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 1 | 15 | 22 | 45 | 167 | 306 | 3 076 |
2 | 1 | 15 | 22 | 45 | 167 | 343 | 2 293 |
3 | 1 | 15 | 24 | 50 | 162 | 355 | 1 731 |
4 | 1 | 17 | 27 | 54 | 159 | 354 | 1 338 |
5 | 2 | 19 | 31 | 56 | 159 | 345 | 1 060 |
6 | 3 | 21 | 33 | 59 | 159 | 332 | 859 |
7 | 4 | 24 | 35 | 61 | 159 | 316 | 710 |
8 | 4 | 25 | 36 | 64 | 159 | 299 | 597 |
9 | 5 | 26 | 38 | 67 | 159 | 283 | 508 |
10 | 5 | 26 | 40 | 69 | 159 | 266 | 438 |
11 | 5 | 27 | 40 | 70 | 159 | 252 | 380 |
12 | 6 | 27 | 40 | 70 | 159 | 252 | 333 |
13 | 6 | 27 | 40 | 70 | 159 | 252 | 293 |
14 | 6 | 27 | 40 | 70 | 159 | 252 | 259 |
15 | 6 | 27 | 42 | 70 | 159 | 252 | 252 |
16 | 7 | 27 | 44 | 70 | 159 | 252 | 252 |
17 | 8 | 27 | 47 | 70 | 159 | 252 | 252 |
18 | 8 | 27 | 49 | 70 | 159 | 252 | 252 |
19 | 9 | 27 | 52 | 70 | 159 | 252 | 252 |
20 | 9 | 27 | 54 | 70 | 159 | 252 | 252 |
21 | 9 | 27 | 57 | 70 | 159 | 252 | 252 |
22 | 10 | 27 | 59 | 70 | 159 | 252 | 252 |
23 | 10 | 27 | 62 | 70 | 159 | 252 | 252 |
24 | 11 | 27 | 64 | 70 | 159 | 252 | 252 |
25 | 11 | 27 | 67 | 72 | 159 | 252 | 252 |
26 | 11 | 27 | 70 | 75 | 159 | 252 | 252 |
27 | 12 | 27 | 72 | 77 | 159 | 252 | 252 |
28 | 12 | 27 | 75 | 78 | 159 | 252 | 252 |
29 | 13 | 27 | 78 | 81 | 159 | 252 | 252 |
30 | 13 | 27 | 80 | 83 | 159 | 252 | 252 |
3.2 Czech koruna U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 5 | 19 | 26 | 49 | 172 | 310 | 3 129 |
2 | 7 | 22 | 28 | 52 | 174 | 349 | 2 337 |
3 | 7 | 22 | 31 | 57 | 169 | 362 | 1 765 |
4 | 7 | 23 | 34 | 61 | 166 | 361 | 1 364 |
5 | 8 | 25 | 37 | 62 | 166 | 351 | 1 080 |
6 | 9 | 27 | 39 | 65 | 165 | 337 | 875 |
7 | 10 | 30 | 41 | 66 | 165 | 321 | 722 |
8 | 9 | 30 | 41 | 69 | 164 | 304 | 606 |
9 | 9 | 30 | 43 | 71 | 164 | 286 | 516 |
10 | 9 | 31 | 44 | 73 | 163 | 269 | 444 |
11 | 9 | 31 | 44 | 73 | 163 | 256 | 385 |
12 | 9 | 30 | 43 | 73 | 162 | 255 | 337 |
13 | 8 | 29 | 43 | 73 | 162 | 255 | 296 |
14 | 8 | 29 | 42 | 72 | 161 | 254 | 262 |
15 | 7 | 28 | 42 | 72 | 161 | 254 | 254 |
16 | 7 | 28 | 45 | 71 | 160 | 253 | 253 |
17 | 8 | 28 | 47 | 71 | 160 | 253 | 253 |
18 | 8 | 27 | 50 | 71 | 160 | 253 | 253 |
19 | 9 | 27 | 52 | 71 | 160 | 253 | 253 |
20 | 9 | 28 | 55 | 71 | 160 | 253 | 253 |
21 | 9 | 28 | 58 | 71 | 161 | 254 | 254 |
22 | 10 | 28 | 60 | 72 | 161 | 254 | 254 |
23 | 10 | 29 | 63 | 72 | 161 | 254 | 254 |
24 | 11 | 29 | 66 | 72 | 161 | 254 | 254 |
25 | 11 | 29 | 68 | 73 | 161 | 254 | 254 |
26 | 11 | 29 | 71 | 75 | 161 | 254 | 254 |
27 | 12 | 29 | 73 | 77 | 161 | 254 | 254 |
28 | 12 | 29 | 76 | 80 | 161 | 254 | 254 |
29 | 13 | 29 | 78 | 81 | 161 | 254 | 254 |
30 | 14 | 29 | 81 | 83 | 161 | 254 | 254 |
3.3 Danish krone U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 1 | 15 | 22 | 45 | 167 | 306 | 3 076 |
2 | 1 | 15 | 22 | 45 | 167 | 343 | 2 292 |
3 | 1 | 15 | 24 | 50 | 161 | 355 | 1 731 |
4 | 1 | 16 | 27 | 54 | 159 | 354 | 1 337 |
5 | 2 | 18 | 31 | 55 | 159 | 345 | 1 060 |
6 | 3 | 21 | 33 | 59 | 159 | 332 | 859 |
7 | 4 | 24 | 35 | 61 | 159 | 316 | 710 |
8 | 4 | 25 | 36 | 63 | 159 | 299 | 597 |
9 | 5 | 26 | 38 | 67 | 159 | 283 | 508 |
10 | 5 | 26 | 39 | 69 | 159 | 266 | 437 |
11 | 5 | 27 | 40 | 69 | 159 | 252 | 380 |
12 | 6 | 27 | 40 | 70 | 159 | 252 | 333 |
13 | 6 | 27 | 40 | 70 | 159 | 252 | 293 |
14 | 6 | 27 | 40 | 70 | 159 | 252 | 259 |
15 | 6 | 27 | 42 | 70 | 159 | 252 | 252 |
16 | 7 | 27 | 44 | 70 | 159 | 252 | 252 |
17 | 8 | 27 | 47 | 70 | 159 | 252 | 252 |
18 | 8 | 27 | 49 | 70 | 159 | 252 | 252 |
19 | 9 | 27 | 52 | 70 | 159 | 252 | 252 |
20 | 9 | 27 | 54 | 70 | 159 | 252 | 252 |
21 | 9 | 27 | 57 | 70 | 159 | 252 | 252 |
22 | 10 | 27 | 59 | 70 | 159 | 252 | 252 |
23 | 10 | 27 | 62 | 70 | 159 | 252 | 252 |
24 | 11 | 27 | 64 | 70 | 159 | 252 | 252 |
25 | 11 | 27 | 67 | 72 | 159 | 252 | 252 |
26 | 11 | 27 | 70 | 75 | 159 | 252 | 252 |
27 | 12 | 27 | 72 | 77 | 159 | 252 | 252 |
28 | 12 | 27 | 75 | 78 | 159 | 252 | 252 |
29 | 13 | 27 | 78 | 81 | 159 | 252 | 252 |
30 | 13 | 27 | 80 | 83 | 159 | 252 | 252 |
3.4 Forint U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 81 | 95 | 102 | 125 | 247 | 343 | 3 091 |
2 | 76 | 90 | 97 | 120 | 242 | 345 | 2 312 |
3 | 78 | 93 | 102 | 128 | 239 | 358 | 1 746 |
4 | 75 | 91 | 102 | 129 | 234 | 358 | 1 354 |
5 | 73 | 91 | 103 | 128 | 231 | 350 | 1 074 |
6 | 73 | 91 | 103 | 129 | 229 | 338 | 874 |
7 | 72 | 92 | 103 | 128 | 227 | 323 | 724 |
8 | 70 | 91 | 102 | 130 | 225 | 318 | 609 |
9 | 70 | 90 | 103 | 132 | 224 | 317 | 519 |
10 | 66 | 87 | 100 | 130 | 220 | 313 | 447 |
11 | 63 | 85 | 98 | 128 | 217 | 310 | 389 |
12 | 62 | 83 | 96 | 126 | 215 | 309 | 340 |
13 | 61 | 82 | 95 | 125 | 215 | 308 | 308 |
14 | 60 | 82 | 95 | 125 | 214 | 307 | 307 |
15 | 60 | 81 | 94 | 124 | 214 | 307 | 307 |
16 | 59 | 80 | 94 | 124 | 213 | 306 | 306 |
17 | 59 | 80 | 93 | 123 | 212 | 305 | 305 |
18 | 58 | 79 | 92 | 122 | 212 | 305 | 305 |
19 | 57 | 78 | 91 | 121 | 211 | 304 | 304 |
20 | 56 | 78 | 91 | 121 | 210 | 303 | 303 |
21 | 56 | 77 | 90 | 120 | 209 | 302 | 302 |
22 | 55 | 76 | 89 | 119 | 208 | 302 | 302 |
23 | 54 | 75 | 88 | 118 | 207 | 301 | 301 |
24 | 53 | 74 | 87 | 117 | 206 | 300 | 300 |
25 | 52 | 73 | 86 | 116 | 205 | 299 | 299 |
26 | 51 | 72 | 85 | 115 | 204 | 297 | 297 |
27 | 49 | 71 | 84 | 114 | 203 | 296 | 296 |
28 | 48 | 70 | 83 | 113 | 202 | 295 | 295 |
29 | 47 | 69 | 82 | 112 | 201 | 294 | 294 |
30 | 46 | 68 | 83 | 111 | 200 | 293 | 293 |
3.5 Krona U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 4 | 19 | 25 | 49 | 171 | 305 | 3 069 |
2 | 6 | 21 | 27 | 51 | 173 | 343 | 2 291 |
3 | 7 | 22 | 31 | 57 | 168 | 356 | 1 731 |
4 | 8 | 24 | 35 | 61 | 166 | 355 | 1 339 |
5 | 9 | 26 | 38 | 63 | 167 | 346 | 1 062 |
6 | 10 | 29 | 40 | 66 | 166 | 333 | 862 |
7 | 11 | 31 | 42 | 68 | 166 | 317 | 713 |
8 | 11 | 31 | 43 | 70 | 166 | 301 | 599 |
9 | 11 | 32 | 44 | 73 | 165 | 284 | 510 |
10 | 11 | 32 | 45 | 74 | 165 | 267 | 439 |
11 | 10 | 32 | 45 | 75 | 164 | 257 | 382 |
12 | 10 | 31 | 45 | 75 | 164 | 257 | 334 |
13 | 10 | 31 | 44 | 74 | 163 | 257 | 295 |
14 | 9 | 31 | 44 | 74 | 163 | 256 | 261 |
15 | 9 | 30 | 44 | 74 | 163 | 256 | 256 |
16 | 8 | 30 | 45 | 73 | 162 | 255 | 255 |
17 | 8 | 30 | 47 | 73 | 162 | 255 | 255 |
18 | 8 | 30 | 50 | 73 | 162 | 255 | 255 |
19 | 9 | 30 | 52 | 73 | 162 | 255 | 255 |
20 | 9 | 30 | 55 | 73 | 162 | 256 | 256 |
21 | 10 | 30 | 58 | 74 | 163 | 256 | 256 |
22 | 10 | 31 | 61 | 74 | 163 | 256 | 256 |
23 | 10 | 31 | 63 | 74 | 163 | 256 | 256 |
24 | 11 | 31 | 66 | 74 | 163 | 256 | 256 |
25 | 11 | 31 | 68 | 74 | 163 | 256 | 256 |
26 | 12 | 31 | 71 | 75 | 163 | 256 | 256 |
27 | 12 | 31 | 73 | 77 | 163 | 256 | 256 |
28 | 12 | 31 | 76 | 80 | 163 | 256 | 256 |
29 | 13 | 31 | 79 | 82 | 163 | 256 | 256 |
30 | 14 | 31 | 82 | 84 | 163 | 256 | 256 |
3.6 Kuna U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 61 | 68 | 91 | 214 | 309 | 3 115 |
2 | 51 | 65 | 72 | 95 | 217 | 347 | 2 326 |
3 | 55 | 70 | 79 | 105 | 216 | 361 | 1 760 |
4 | 57 | 73 | 84 | 111 | 216 | 361 | 1 363 |
5 | 59 | 76 | 88 | 113 | 217 | 352 | 1 082 |
6 | 60 | 79 | 91 | 116 | 217 | 339 | 879 |
7 | 61 | 81 | 92 | 118 | 216 | 324 | 727 |
8 | 60 | 80 | 92 | 119 | 215 | 308 | 611 |
9 | 59 | 80 | 92 | 121 | 213 | 306 | 521 |
10 | 58 | 79 | 92 | 121 | 212 | 305 | 448 |
11 | 56 | 78 | 91 | 120 | 210 | 303 | 389 |
12 | 54 | 76 | 89 | 119 | 208 | 301 | 341 |
13 | 53 | 74 | 87 | 117 | 207 | 300 | 300 |
14 | 52 | 73 | 86 | 116 | 205 | 298 | 298 |
15 | 50 | 72 | 85 | 115 | 204 | 297 | 297 |
16 | 49 | 71 | 84 | 114 | 203 | 296 | 296 |
17 | 48 | 70 | 83 | 113 | 202 | 295 | 295 |
18 | 47 | 69 | 82 | 112 | 201 | 294 | 294 |
19 | 47 | 68 | 81 | 111 | 200 | 294 | 294 |
20 | 46 | 67 | 80 | 110 | 200 | 293 | 293 |
21 | 45 | 67 | 80 | 110 | 199 | 292 | 292 |
22 | 44 | 66 | 79 | 109 | 198 | 291 | 291 |
23 | 44 | 65 | 78 | 108 | 197 | 291 | 291 |
24 | 43 | 64 | 77 | 107 | 197 | 290 | 290 |
25 | 42 | 63 | 76 | 106 | 196 | 289 | 289 |
26 | 41 | 62 | 76 | 106 | 195 | 288 | 288 |
27 | 40 | 62 | 75 | 105 | 194 | 287 | 287 |
28 | 39 | 61 | 77 | 104 | 193 | 286 | 286 |
29 | 38 | 60 | 79 | 103 | 192 | 285 | 285 |
30 | 38 | 59 | 83 | 102 | 191 | 285 | 285 |
3.7 Lev U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 14 | 21 | 44 | 166 | 305 | 3 074 |
2 | 0 | 14 | 21 | 44 | 166 | 342 | 2 291 |
3 | 1 | 15 | 23 | 49 | 161 | 355 | 1 730 |
4 | 1 | 16 | 26 | 53 | 158 | 354 | 1 337 |
5 | 2 | 18 | 30 | 55 | 158 | 345 | 1 059 |
6 | 2 | 20 | 32 | 58 | 158 | 332 | 859 |
7 | 4 | 23 | 34 | 60 | 158 | 316 | 710 |
8 | 4 | 24 | 35 | 63 | 158 | 299 | 596 |
9 | 4 | 25 | 37 | 66 | 158 | 282 | 508 |
10 | 4 | 26 | 39 | 68 | 158 | 266 | 437 |
11 | 5 | 26 | 39 | 69 | 158 | 251 | 380 |
12 | 6 | 26 | 39 | 69 | 158 | 251 | 332 |
13 | 6 | 26 | 39 | 69 | 158 | 251 | 293 |
14 | 6 | 26 | 39 | 69 | 158 | 251 | 259 |
15 | 6 | 26 | 42 | 69 | 158 | 251 | 251 |
16 | 7 | 26 | 44 | 69 | 158 | 251 | 251 |
17 | 7 | 26 | 47 | 69 | 158 | 251 | 251 |
18 | 8 | 26 | 49 | 69 | 158 | 251 | 251 |
19 | 9 | 26 | 52 | 69 | 158 | 251 | 251 |
20 | 9 | 26 | 54 | 69 | 158 | 251 | 251 |
21 | 9 | 26 | 57 | 69 | 158 | 251 | 251 |
22 | 10 | 26 | 59 | 69 | 158 | 251 | 251 |
23 | 10 | 26 | 62 | 69 | 158 | 251 | 251 |
24 | 11 | 26 | 64 | 70 | 158 | 251 | 251 |
25 | 11 | 26 | 67 | 72 | 158 | 252 | 252 |
26 | 11 | 26 | 70 | 75 | 158 | 252 | 252 |
27 | 12 | 26 | 72 | 77 | 158 | 252 | 252 |
28 | 12 | 26 | 75 | 78 | 158 | 252 | 252 |
29 | 13 | 26 | 78 | 81 | 158 | 252 | 252 |
30 | 13 | 26 | 80 | 83 | 158 | 252 | 252 |
3.8 Pound sterling U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 11 | 23 | 46 | 185 | 310 | 3 121 |
2 | 0 | 11 | 23 | 46 | 185 | 348 | 2 329 |
3 | 1 | 11 | 24 | 51 | 179 | 360 | 1 758 |
4 | 1 | 13 | 27 | 57 | 176 | 359 | 1 358 |
5 | 2 | 16 | 29 | 60 | 175 | 350 | 1 075 |
6 | 2 | 18 | 33 | 61 | 174 | 336 | 871 |
7 | 3 | 21 | 36 | 60 | 173 | 320 | 720 |
8 | 4 | 23 | 37 | 60 | 172 | 303 | 604 |
9 | 7 | 31 | 41 | 58 | 171 | 285 | 514 |
10 | 9 | 34 | 41 | 57 | 170 | 268 | 442 |
11 | 8 | 33 | 41 | 56 | 169 | 262 | 384 |
12 | 7 | 32 | 40 | 56 | 168 | 261 | 336 |
13 | 6 | 30 | 40 | 56 | 168 | 261 | 295 |
14 | 6 | 30 | 41 | 56 | 167 | 260 | 261 |
15 | 6 | 30 | 42 | 56 | 166 | 259 | 259 |
16 | 7 | 30 | 44 | 56 | 165 | 258 | 258 |
17 | 8 | 30 | 47 | 56 | 164 | 257 | 257 |
18 | 8 | 30 | 50 | 57 | 163 | 256 | 256 |
19 | 9 | 30 | 52 | 60 | 163 | 256 | 256 |
20 | 9 | 30 | 55 | 61 | 163 | 257 | 257 |
21 | 9 | 30 | 57 | 63 | 164 | 257 | 257 |
22 | 10 | 30 | 59 | 66 | 164 | 257 | 257 |
23 | 10 | 30 | 62 | 68 | 163 | 256 | 256 |
24 | 11 | 30 | 64 | 70 | 163 | 256 | 256 |
25 | 11 | 30 | 67 | 73 | 162 | 255 | 255 |
26 | 11 | 30 | 69 | 75 | 162 | 255 | 255 |
27 | 12 | 30 | 73 | 76 | 161 | 254 | 254 |
28 | 12 | 30 | 75 | 78 | 161 | 254 | 254 |
29 | 13 | 30 | 78 | 81 | 161 | 254 | 254 |
30 | 13 | 30 | 80 | 83 | 160 | 253 | 253 |
3.9 Romanian leu U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 82 | 97 | 103 | 127 | 249 | 344 | 3 169 |
2 | 80 | 94 | 101 | 124 | 246 | 354 | 2 372 |
3 | 77 | 92 | 101 | 127 | 238 | 368 | 1 797 |
4 | 75 | 91 | 102 | 128 | 234 | 368 | 1 392 |
5 | 72 | 90 | 102 | 127 | 230 | 360 | 1 105 |
6 | 72 | 90 | 102 | 128 | 228 | 346 | 898 |
7 | 71 | 90 | 101 | 127 | 225 | 331 | 743 |
8 | 68 | 88 | 100 | 127 | 223 | 316 | 625 |
9 | 66 | 87 | 99 | 128 | 220 | 313 | 532 |
10 | 64 | 86 | 99 | 128 | 218 | 312 | 458 |
11 | 63 | 84 | 97 | 127 | 217 | 310 | 398 |
12 | 61 | 83 | 96 | 126 | 215 | 308 | 349 |
13 | 60 | 81 | 94 | 124 | 213 | 306 | 307 |
14 | 58 | 79 | 92 | 122 | 212 | 305 | 305 |
15 | 57 | 78 | 91 | 121 | 210 | 303 | 303 |
16 | 55 | 77 | 90 | 120 | 209 | 302 | 302 |
17 | 54 | 76 | 89 | 119 | 208 | 301 | 301 |
18 | 53 | 75 | 88 | 118 | 207 | 300 | 300 |
19 | 52 | 74 | 87 | 117 | 206 | 299 | 299 |
20 | 51 | 73 | 86 | 116 | 205 | 298 | 298 |
21 | 51 | 72 | 85 | 115 | 204 | 297 | 297 |
22 | 50 | 71 | 84 | 114 | 203 | 297 | 297 |
23 | 49 | 70 | 83 | 113 | 202 | 296 | 296 |
24 | 48 | 69 | 82 | 112 | 201 | 295 | 295 |
25 | 47 | 68 | 81 | 111 | 200 | 293 | 293 |
26 | 46 | 67 | 80 | 110 | 199 | 292 | 292 |
27 | 45 | 66 | 79 | 109 | 198 | 291 | 291 |
28 | 44 | 65 | 78 | 108 | 197 | 290 | 290 |
29 | 43 | 64 | 81 | 107 | 196 | 290 | 290 |
30 | 42 | 63 | 84 | 106 | 195 | 289 | 289 |
3.10 Zloty U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 56 | 70 | 77 | 100 | 222 | 317 | 3 164 |
2 | 54 | 68 | 75 | 98 | 221 | 352 | 2 364 |
3 | 52 | 67 | 76 | 102 | 214 | 367 | 1 791 |
4 | 51 | 67 | 78 | 104 | 210 | 367 | 1 387 |
5 | 50 | 67 | 79 | 104 | 208 | 358 | 1 100 |
6 | 49 | 68 | 80 | 105 | 206 | 344 | 892 |
7 | 49 | 69 | 80 | 106 | 204 | 328 | 738 |
8 | 47 | 68 | 79 | 107 | 202 | 311 | 620 |
9 | 46 | 67 | 79 | 108 | 200 | 294 | 528 |
10 | 45 | 66 | 80 | 109 | 199 | 292 | 454 |
11 | 44 | 66 | 79 | 109 | 198 | 291 | 394 |
12 | 44 | 65 | 78 | 108 | 197 | 290 | 344 |
13 | 43 | 64 | 77 | 107 | 197 | 290 | 303 |
14 | 42 | 63 | 77 | 107 | 196 | 289 | 289 |
15 | 41 | 63 | 76 | 106 | 195 | 288 | 288 |
16 | 40 | 62 | 75 | 105 | 194 | 287 | 287 |
17 | 40 | 61 | 74 | 104 | 193 | 287 | 287 |
18 | 39 | 60 | 73 | 103 | 193 | 286 | 286 |
19 | 38 | 60 | 73 | 103 | 192 | 285 | 285 |
20 | 38 | 60 | 73 | 103 | 192 | 285 | 285 |
21 | 38 | 59 | 72 | 102 | 192 | 285 | 285 |
22 | 38 | 59 | 72 | 102 | 191 | 284 | 284 |
23 | 37 | 58 | 72 | 101 | 191 | 284 | 284 |
24 | 36 | 58 | 71 | 101 | 190 | 283 | 283 |
25 | 36 | 57 | 70 | 100 | 190 | 283 | 283 |
26 | 35 | 56 | 72 | 100 | 189 | 282 | 282 |
27 | 34 | 56 | 75 | 99 | 188 | 281 | 281 |
28 | 34 | 55 | 77 | 98 | 187 | 281 | 281 |
29 | 33 | 54 | 80 | 98 | 187 | 280 | 280 |
30 | 32 | 54 | 83 | 97 | 186 | 279 | 279 |
3.11 Norwegian krone U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 26 | 40 | 47 | 70 | 192 | 311 | 3 135 |
2 | 26 | 40 | 47 | 70 | 193 | 349 | 2 340 |
3 | 25 | 40 | 48 | 74 | 186 | 362 | 1 767 |
4 | 24 | 40 | 51 | 77 | 183 | 361 | 1 366 |
5 | 24 | 41 | 53 | 78 | 182 | 352 | 1 082 |
6 | 24 | 43 | 55 | 81 | 181 | 338 | 877 |
7 | 25 | 45 | 56 | 82 | 180 | 322 | 725 |
8 | 24 | 45 | 56 | 84 | 179 | 305 | 609 |
9 | 24 | 45 | 57 | 86 | 178 | 288 | 518 |
10 | 24 | 45 | 58 | 87 | 178 | 271 | 445 |
11 | 23 | 45 | 58 | 87 | 177 | 270 | 387 |
12 | 22 | 44 | 57 | 87 | 176 | 269 | 338 |
13 | 22 | 43 | 56 | 86 | 175 | 269 | 298 |
14 | 21 | 42 | 55 | 85 | 175 | 268 | 268 |
15 | 20 | 42 | 55 | 85 | 174 | 267 | 267 |
16 | 19 | 41 | 54 | 84 | 173 | 266 | 266 |
17 | 19 | 40 | 53 | 83 | 172 | 266 | 266 |
18 | 18 | 40 | 53 | 83 | 172 | 265 | 265 |
19 | 18 | 39 | 53 | 82 | 172 | 265 | 265 |
20 | 18 | 39 | 55 | 82 | 172 | 265 | 265 |
21 | 18 | 39 | 58 | 82 | 172 | 265 | 265 |
22 | 18 | 39 | 61 | 82 | 172 | 265 | 265 |
23 | 18 | 39 | 63 | 82 | 172 | 265 | 265 |
24 | 18 | 39 | 66 | 82 | 171 | 265 | 265 |
25 | 17 | 39 | 68 | 82 | 171 | 264 | 264 |
26 | 17 | 39 | 71 | 82 | 171 | 264 | 264 |
27 | 17 | 38 | 73 | 81 | 171 | 264 | 264 |
28 | 17 | 38 | 76 | 81 | 170 | 264 | 264 |
29 | 16 | 38 | 79 | 82 | 170 | 263 | 263 |
30 | 16 | 38 | 82 | 84 | 170 | 263 | 263 |
3.12 Swiss franc U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 0 | 3 | 24 | 147 | 304 | 3 057 |
2 | 0 | 1 | 6 | 25 | 148 | 341 | 2 278 |
3 | 1 | 1 | 9 | 31 | 142 | 353 | 1 720 |
4 | 1 | 3 | 12 | 34 | 140 | 352 | 1 329 |
5 | 2 | 4 | 15 | 36 | 140 | 343 | 1 052 |
6 | 2 | 4 | 18 | 39 | 140 | 329 | 853 |
7 | 3 | 6 | 20 | 42 | 140 | 314 | 705 |
8 | 4 | 6 | 23 | 44 | 140 | 297 | 592 |
9 | 4 | 8 | 26 | 47 | 140 | 280 | 504 |
10 | 4 | 8 | 28 | 49 | 140 | 264 | 434 |
11 | 4 | 9 | 31 | 51 | 141 | 248 | 377 |
12 | 6 | 10 | 33 | 50 | 140 | 233 | 329 |
13 | 6 | 11 | 36 | 51 | 141 | 234 | 290 |
14 | 6 | 12 | 39 | 51 | 140 | 234 | 257 |
15 | 6 | 13 | 41 | 50 | 139 | 232 | 232 |
16 | 7 | 13 | 44 | 51 | 138 | 231 | 231 |
17 | 7 | 14 | 46 | 54 | 138 | 231 | 231 |
18 | 8 | 16 | 48 | 57 | 138 | 231 | 231 |
19 | 9 | 16 | 51 | 58 | 138 | 232 | 232 |
20 | 9 | 17 | 54 | 61 | 139 | 232 | 232 |
21 | 9 | 18 | 56 | 63 | 140 | 233 | 233 |
22 | 10 | 19 | 59 | 65 | 140 | 233 | 233 |
23 | 10 | 20 | 62 | 67 | 140 | 233 | 233 |
24 | 11 | 20 | 64 | 69 | 140 | 233 | 233 |
25 | 11 | 22 | 67 | 71 | 140 | 233 | 233 |
26 | 11 | 22 | 69 | 73 | 140 | 233 | 233 |
27 | 12 | 23 | 72 | 75 | 141 | 233 | 233 |
28 | 12 | 24 | 74 | 78 | 141 | 233 | 233 |
29 | 13 | 25 | 76 | 80 | 143 | 233 | 233 |
30 | 13 | 25 | 79 | 81 | 144 | 233 | 233 |
3.13 Australian dollar U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 56 | 63 | 86 | 209 | 316 | 3 187 |
2 | 42 | 56 | 63 | 86 | 209 | 354 | 2 380 |
3 | 41 | 56 | 65 | 91 | 203 | 368 | 1 798 |
4 | 40 | 57 | 67 | 94 | 199 | 367 | 1 389 |
5 | 40 | 58 | 70 | 95 | 198 | 357 | 1 100 |
6 | 41 | 59 | 71 | 97 | 197 | 343 | 891 |
7 | 41 | 61 | 72 | 98 | 196 | 327 | 736 |
8 | 40 | 60 | 72 | 99 | 195 | 310 | 618 |
9 | 39 | 60 | 73 | 101 | 194 | 292 | 526 |
10 | 39 | 60 | 73 | 102 | 193 | 286 | 452 |
11 | 38 | 60 | 73 | 102 | 192 | 285 | 393 |
12 | 37 | 59 | 72 | 102 | 191 | 284 | 343 |
13 | 37 | 58 | 71 | 101 | 190 | 283 | 302 |
14 | 36 | 57 | 70 | 100 | 190 | 283 | 283 |
15 | 35 | 57 | 70 | 100 | 189 | 282 | 282 |
16 | 34 | 56 | 69 | 99 | 188 | 281 | 281 |
17 | 34 | 55 | 68 | 98 | 187 | 281 | 281 |
18 | 33 | 55 | 68 | 98 | 187 | 280 | 280 |
19 | 33 | 54 | 67 | 97 | 186 | 280 | 280 |
20 | 33 | 54 | 67 | 97 | 186 | 279 | 279 |
21 | 32 | 54 | 67 | 97 | 186 | 279 | 279 |
22 | 32 | 53 | 66 | 96 | 186 | 279 | 279 |
23 | 32 | 53 | 66 | 96 | 185 | 278 | 278 |
24 | 31 | 52 | 66 | 95 | 185 | 278 | 278 |
25 | 30 | 52 | 69 | 95 | 184 | 277 | 277 |
26 | 30 | 51 | 72 | 94 | 184 | 277 | 277 |
27 | 29 | 51 | 75 | 94 | 183 | 276 | 276 |
28 | 29 | 50 | 77 | 93 | 182 | 275 | 275 |
29 | 28 | 49 | 79 | 92 | 182 | 275 | 275 |
30 | 27 | 49 | 83 | 92 | 181 | 274 | 274 |
3.14 Baht U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 10 | 24 | 31 | 54 | 176 | 313 | 3 153 |
2 | 14 | 28 | 35 | 58 | 180 | 351 | 2 353 |
3 | 17 | 32 | 40 | 66 | 178 | 364 | 1 777 |
4 | 19 | 35 | 46 | 73 | 178 | 363 | 1 373 |
5 | 21 | 39 | 51 | 76 | 180 | 354 | 1 088 |
6 | 21 | 39 | 51 | 77 | 177 | 340 | 882 |
7 | 26 | 46 | 57 | 83 | 181 | 324 | 729 |
8 | 25 | 45 | 57 | 84 | 180 | 307 | 612 |
9 | 26 | 47 | 59 | 88 | 181 | 289 | 521 |
10 | 28 | 50 | 63 | 92 | 182 | 275 | 448 |
11 | 30 | 51 | 64 | 94 | 183 | 277 | 389 |
12 | 30 | 52 | 65 | 95 | 184 | 277 | 340 |
13 | 31 | 52 | 65 | 95 | 185 | 278 | 299 |
14 | 31 | 53 | 66 | 96 | 185 | 278 | 278 |
15 | 31 | 53 | 66 | 96 | 185 | 278 | 278 |
16 | 31 | 52 | 65 | 95 | 184 | 278 | 278 |
17 | 31 | 52 | 65 | 95 | 185 | 278 | 278 |
18 | 30 | 51 | 64 | 94 | 184 | 277 | 277 |
19 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
20 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
21 | 29 | 51 | 64 | 94 | 183 | 276 | 276 |
22 | 29 | 51 | 64 | 94 | 183 | 276 | 276 |
23 | 29 | 50 | 63 | 93 | 183 | 276 | 276 |
24 | 29 | 50 | 66 | 93 | 182 | 275 | 275 |
25 | 28 | 49 | 68 | 93 | 182 | 275 | 275 |
26 | 28 | 49 | 71 | 92 | 181 | 274 | 274 |
27 | 27 | 48 | 73 | 92 | 181 | 274 | 274 |
28 | 27 | 48 | 77 | 91 | 180 | 273 | 273 |
29 | 26 | 47 | 79 | 91 | 180 | 273 | 273 |
30 | 26 | 47 | 82 | 90 | 179 | 272 | 272 |
3.15 Canadian dollar U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 29 | 53 | 175 | 314 | 3 172 |
2 | 10 | 24 | 31 | 54 | 176 | 353 | 2 368 |
3 | 10 | 25 | 34 | 60 | 172 | 366 | 1 787 |
4 | 11 | 27 | 38 | 64 | 170 | 365 | 1 380 |
5 | 12 | 29 | 41 | 66 | 170 | 355 | 1 092 |
6 | 13 | 32 | 44 | 70 | 170 | 341 | 885 |
7 | 15 | 35 | 46 | 72 | 170 | 324 | 731 |
8 | 15 | 35 | 47 | 74 | 170 | 307 | 613 |
9 | 16 | 37 | 49 | 78 | 170 | 289 | 522 |
10 | 16 | 38 | 51 | 80 | 170 | 272 | 449 |
11 | 17 | 38 | 51 | 81 | 170 | 264 | 389 |
12 | 17 | 38 | 51 | 81 | 171 | 264 | 340 |
13 | 17 | 38 | 52 | 81 | 171 | 264 | 300 |
14 | 17 | 39 | 52 | 82 | 171 | 264 | 265 |
15 | 17 | 39 | 52 | 82 | 171 | 264 | 264 |
16 | 17 | 38 | 51 | 81 | 171 | 264 | 264 |
17 | 17 | 38 | 52 | 81 | 171 | 264 | 264 |
18 | 17 | 38 | 51 | 81 | 171 | 264 | 264 |
19 | 17 | 38 | 53 | 81 | 171 | 264 | 264 |
20 | 17 | 39 | 55 | 82 | 171 | 264 | 264 |
21 | 17 | 39 | 58 | 82 | 171 | 264 | 264 |
22 | 17 | 38 | 61 | 82 | 171 | 264 | 264 |
23 | 17 | 38 | 63 | 81 | 171 | 264 | 264 |
24 | 16 | 38 | 66 | 81 | 170 | 263 | 263 |
25 | 16 | 37 | 68 | 81 | 170 | 263 | 263 |
26 | 16 | 37 | 71 | 80 | 169 | 263 | 263 |
27 | 15 | 37 | 73 | 80 | 169 | 262 | 262 |
28 | 15 | 36 | 76 | 80 | 169 | 262 | 262 |
29 | 15 | 36 | 79 | 82 | 168 | 262 | 262 |
30 | 14 | 36 | 81 | 84 | 168 | 261 | 261 |
3.16 Chilean peso U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 45 | 59 | 66 | 89 | 211 | 318 | 3 216 |
2 | 48 | 62 | 68 | 92 | 214 | 358 | 2 403 |
3 | 50 | 65 | 74 | 100 | 211 | 372 | 1 819 |
4 | 51 | 67 | 78 | 104 | 210 | 371 | 1 407 |
5 | 52 | 70 | 82 | 107 | 210 | 362 | 1 116 |
6 | 54 | 73 | 85 | 110 | 211 | 348 | 905 |
7 | 56 | 75 | 86 | 112 | 210 | 332 | 748 |
8 | 55 | 75 | 87 | 114 | 210 | 315 | 628 |
9 | 55 | 76 | 88 | 117 | 210 | 303 | 535 |
10 | 55 | 77 | 90 | 119 | 209 | 303 | 460 |
11 | 55 | 77 | 90 | 120 | 209 | 302 | 400 |
12 | 55 | 76 | 89 | 119 | 208 | 301 | 349 |
13 | 54 | 75 | 88 | 118 | 207 | 301 | 308 |
14 | 53 | 74 | 87 | 117 | 207 | 300 | 300 |
15 | 52 | 73 | 86 | 116 | 206 | 299 | 299 |
16 | 51 | 72 | 86 | 116 | 205 | 298 | 298 |
17 | 50 | 72 | 85 | 115 | 204 | 297 | 297 |
18 | 49 | 71 | 84 | 114 | 203 | 296 | 296 |
19 | 49 | 70 | 83 | 113 | 203 | 296 | 296 |
20 | 48 | 69 | 83 | 113 | 202 | 295 | 295 |
21 | 47 | 69 | 82 | 112 | 201 | 294 | 294 |
22 | 47 | 68 | 81 | 111 | 200 | 293 | 293 |
23 | 46 | 67 | 80 | 110 | 199 | 293 | 293 |
24 | 45 | 66 | 79 | 109 | 198 | 292 | 292 |
25 | 44 | 65 | 78 | 108 | 198 | 291 | 291 |
26 | 43 | 64 | 77 | 107 | 197 | 290 | 290 |
27 | 42 | 63 | 76 | 106 | 196 | 289 | 289 |
28 | 41 | 62 | 78 | 106 | 195 | 288 | 288 |
29 | 40 | 62 | 81 | 105 | 194 | 287 | 287 |
30 | 39 | 61 | 84 | 104 | 193 | 286 | 286 |
3.17 Colombian peso U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 76 | 90 | 97 | 120 | 242 | 338 | 3 331 |
2 | 80 | 94 | 101 | 124 | 246 | 370 | 2 493 |
3 | 80 | 95 | 104 | 129 | 241 | 385 | 1 888 |
4 | 79 | 95 | 106 | 132 | 238 | 384 | 1 460 |
5 | 81 | 99 | 111 | 136 | 239 | 375 | 1 157 |
6 | 83 | 102 | 114 | 140 | 240 | 360 | 937 |
7 | 85 | 105 | 116 | 142 | 240 | 343 | 774 |
8 | 86 | 107 | 118 | 145 | 241 | 334 | 651 |
9 | 87 | 108 | 120 | 149 | 242 | 335 | 554 |
10 | 88 | 109 | 122 | 151 | 242 | 335 | 476 |
11 | 87 | 109 | 122 | 152 | 241 | 334 | 413 |
12 | 86 | 108 | 121 | 151 | 240 | 333 | 361 |
13 | 85 | 106 | 120 | 150 | 239 | 332 | 332 |
14 | 84 | 105 | 118 | 148 | 237 | 331 | 331 |
15 | 82 | 104 | 117 | 147 | 236 | 329 | 329 |
16 | 81 | 102 | 115 | 145 | 234 | 328 | 328 |
17 | 79 | 101 | 114 | 144 | 233 | 326 | 326 |
18 | 78 | 99 | 112 | 142 | 232 | 325 | 325 |
19 | 77 | 98 | 111 | 141 | 230 | 323 | 323 |
20 | 75 | 97 | 110 | 140 | 229 | 322 | 322 |
21 | 74 | 95 | 108 | 138 | 228 | 321 | 321 |
22 | 72 | 94 | 107 | 137 | 226 | 319 | 319 |
23 | 71 | 92 | 105 | 135 | 225 | 318 | 318 |
24 | 69 | 91 | 104 | 134 | 223 | 316 | 316 |
25 | 68 | 89 | 102 | 132 | 221 | 315 | 315 |
26 | 66 | 87 | 101 | 131 | 220 | 313 | 313 |
27 | 65 | 86 | 99 | 129 | 218 | 311 | 311 |
28 | 63 | 84 | 98 | 127 | 217 | 310 | 310 |
29 | 62 | 83 | 96 | 126 | 215 | 308 | 308 |
30 | 60 | 81 | 95 | 125 | 214 | 307 | 307 |
3.18 Hong Kong dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 1 | 16 | 22 | 46 | 168 | 312 | 3 144 |
2 | 5 | 19 | 26 | 49 | 171 | 350 | 2 349 |
3 | 7 | 22 | 31 | 56 | 168 | 364 | 1 776 |
4 | 9 | 25 | 36 | 62 | 168 | 363 | 1 372 |
5 | 11 | 28 | 40 | 65 | 169 | 353 | 1 087 |
6 | 13 | 32 | 44 | 69 | 170 | 340 | 880 |
7 | 15 | 35 | 46 | 72 | 170 | 323 | 727 |
8 | 15 | 36 | 47 | 74 | 170 | 306 | 611 |
9 | 16 | 37 | 49 | 78 | 170 | 289 | 519 |
10 | 16 | 38 | 51 | 80 | 170 | 271 | 447 |
11 | 16 | 38 | 51 | 81 | 170 | 263 | 388 |
12 | 16 | 38 | 51 | 81 | 170 | 263 | 339 |
13 | 16 | 37 | 50 | 80 | 169 | 263 | 298 |
14 | 15 | 36 | 49 | 79 | 169 | 262 | 264 |
15 | 14 | 36 | 49 | 79 | 168 | 261 | 261 |
16 | 13 | 35 | 48 | 78 | 167 | 260 | 260 |
17 | 13 | 34 | 48 | 77 | 167 | 260 | 260 |
18 | 12 | 34 | 50 | 77 | 166 | 259 | 259 |
19 | 12 | 34 | 52 | 77 | 166 | 259 | 259 |
20 | 12 | 34 | 55 | 77 | 166 | 259 | 259 |
21 | 13 | 34 | 58 | 77 | 166 | 259 | 259 |
22 | 13 | 34 | 61 | 77 | 166 | 259 | 259 |
23 | 13 | 34 | 63 | 77 | 166 | 259 | 259 |
24 | 12 | 34 | 66 | 77 | 166 | 259 | 259 |
25 | 12 | 34 | 68 | 77 | 166 | 259 | 259 |
26 | 12 | 34 | 71 | 77 | 166 | 259 | 259 |
27 | 12 | 33 | 73 | 78 | 166 | 259 | 259 |
28 | 12 | 33 | 76 | 80 | 166 | 259 | 259 |
29 | 14 | 33 | 79 | 82 | 165 | 259 | 259 |
30 | 14 | 33 | 81 | 84 | 165 | 258 | 258 |
3.19 Indian rupee U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 87 | 101 | 108 | 131 | 254 | 349 | 3 401 |
2 | 87 | 102 | 108 | 132 | 254 | 376 | 2 540 |
3 | 87 | 102 | 111 | 136 | 248 | 390 | 1 918 |
4 | 86 | 103 | 113 | 140 | 245 | 389 | 1 481 |
5 | 87 | 104 | 116 | 141 | 245 | 379 | 1 173 |
6 | 88 | 106 | 118 | 144 | 244 | 364 | 950 |
7 | 89 | 108 | 119 | 145 | 243 | 347 | 784 |
8 | 88 | 109 | 120 | 148 | 243 | 336 | 658 |
9 | 88 | 109 | 121 | 150 | 242 | 335 | 559 |
10 | 87 | 108 | 121 | 150 | 241 | 334 | 481 |
11 | 85 | 106 | 120 | 149 | 239 | 332 | 417 |
12 | 83 | 105 | 118 | 148 | 237 | 330 | 365 |
13 | 81 | 103 | 116 | 146 | 235 | 328 | 328 |
14 | 79 | 101 | 114 | 144 | 233 | 326 | 326 |
15 | 77 | 99 | 112 | 142 | 231 | 324 | 324 |
16 | 75 | 97 | 110 | 140 | 229 | 322 | 322 |
17 | 74 | 95 | 108 | 138 | 227 | 321 | 321 |
18 | 72 | 94 | 107 | 137 | 226 | 319 | 319 |
19 | 71 | 92 | 105 | 135 | 224 | 318 | 318 |
20 | 70 | 91 | 104 | 134 | 224 | 317 | 317 |
21 | 69 | 90 | 103 | 133 | 223 | 316 | 316 |
22 | 68 | 89 | 102 | 132 | 221 | 315 | 315 |
23 | 67 | 88 | 101 | 131 | 220 | 313 | 313 |
24 | 65 | 87 | 100 | 130 | 219 | 312 | 312 |
25 | 64 | 86 | 99 | 129 | 218 | 311 | 311 |
26 | 63 | 85 | 98 | 128 | 217 | 310 | 310 |
27 | 62 | 83 | 97 | 127 | 216 | 309 | 309 |
28 | 61 | 82 | 95 | 125 | 215 | 308 | 308 |
29 | 60 | 81 | 94 | 124 | 214 | 307 | 307 |
30 | 59 | 80 | 93 | 123 | 213 | 306 | 306 |
3.20 Mexican peso U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 345 | 359 | 366 | 389 | 512 | 607 | 3 470 |
2 | 72 | 86 | 93 | 116 | 238 | 381 | 2 581 |
3 | 74 | 90 | 98 | 124 | 236 | 394 | 1 943 |
4 | 77 | 93 | 104 | 131 | 236 | 392 | 1 498 |
5 | 79 | 97 | 109 | 134 | 237 | 381 | 1 184 |
6 | 81 | 100 | 112 | 138 | 238 | 366 | 958 |
7 | 84 | 103 | 114 | 140 | 238 | 349 | 791 |
8 | 84 | 105 | 116 | 144 | 239 | 332 | 664 |
9 | 85 | 106 | 118 | 147 | 239 | 333 | 564 |
10 | 85 | 106 | 120 | 149 | 239 | 332 | 485 |
11 | 85 | 107 | 120 | 149 | 239 | 332 | 421 |
12 | 85 | 107 | 120 | 150 | 239 | 332 | 368 |
13 | 86 | 107 | 120 | 150 | 239 | 333 | 333 |
14 | 86 | 108 | 121 | 151 | 240 | 333 | 333 |
15 | 87 | 108 | 122 | 152 | 241 | 334 | 334 |
16 | 88 | 109 | 123 | 153 | 242 | 335 | 335 |
17 | 89 | 110 | 124 | 154 | 243 | 336 | 336 |
18 | 90 | 112 | 125 | 155 | 244 | 337 | 337 |
19 | 91 | 112 | 126 | 156 | 245 | 338 | 338 |
20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
21 | 92 | 113 | 127 | 156 | 246 | 339 | 339 |
22 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
23 | 91 | 113 | 126 | 156 | 245 | 338 | 338 |
24 | 91 | 112 | 125 | 155 | 244 | 337 | 337 |
25 | 90 | 111 | 124 | 154 | 243 | 337 | 337 |
26 | 89 | 110 | 123 | 153 | 242 | 335 | 335 |
27 | 87 | 109 | 122 | 152 | 241 | 334 | 334 |
28 | 86 | 107 | 121 | 151 | 240 | 333 | 333 |
29 | 85 | 106 | 119 | 149 | 238 | 332 | 332 |
30 | 83 | 105 | 118 | 148 | 237 | 330 | 330 |
3.21 New Taiwan dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 4 | 11 | 34 | 156 | 309 | 3 111 |
2 | 0 | 4 | 11 | 34 | 156 | 346 | 2 319 |
3 | 1 | 4 | 13 | 39 | 150 | 359 | 1 751 |
4 | 1 | 4 | 15 | 42 | 147 | 358 | 1 352 |
5 | 2 | 6 | 18 | 43 | 146 | 348 | 1 070 |
6 | 2 | 8 | 19 | 45 | 146 | 334 | 867 |
7 | 3 | 10 | 21 | 47 | 145 | 318 | 716 |
8 | 4 | 10 | 23 | 49 | 144 | 301 | 601 |
9 | 4 | 10 | 26 | 51 | 143 | 284 | 512 |
10 | 4 | 10 | 29 | 52 | 143 | 267 | 440 |
11 | 4 | 10 | 31 | 53 | 143 | 251 | 382 |
12 | 6 | 10 | 34 | 53 | 143 | 236 | 334 |
13 | 6 | 11 | 36 | 53 | 143 | 236 | 294 |
14 | 6 | 12 | 39 | 53 | 143 | 236 | 261 |
15 | 6 | 13 | 42 | 54 | 143 | 236 | 236 |
16 | 7 | 13 | 44 | 54 | 143 | 236 | 236 |
17 | 8 | 15 | 47 | 55 | 143 | 236 | 236 |
18 | 8 | 16 | 50 | 57 | 144 | 237 | 237 |
19 | 9 | 16 | 52 | 60 | 144 | 237 | 237 |
20 | 9 | 17 | 55 | 61 | 145 | 238 | 238 |
21 | 9 | 19 | 58 | 64 | 146 | 239 | 239 |
22 | 10 | 19 | 59 | 66 | 147 | 240 | 240 |
23 | 10 | 20 | 62 | 68 | 147 | 241 | 241 |
24 | 11 | 21 | 65 | 71 | 148 | 241 | 241 |
25 | 11 | 22 | 68 | 73 | 148 | 241 | 241 |
26 | 11 | 22 | 71 | 75 | 149 | 242 | 242 |
27 | 12 | 24 | 73 | 77 | 149 | 242 | 242 |
28 | 12 | 25 | 76 | 80 | 149 | 243 | 243 |
29 | 13 | 25 | 78 | 81 | 150 | 243 | 243 |
30 | 14 | 27 | 81 | 83 | 150 | 243 | 243 |
3.22 New Zealand dollar U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 69 | 93 | 215 | 316 | 3 191 |
2 | 49 | 64 | 70 | 94 | 216 | 355 | 2 382 |
3 | 49 | 64 | 73 | 98 | 210 | 368 | 1 801 |
4 | 48 | 64 | 75 | 101 | 207 | 368 | 1 392 |
5 | 48 | 65 | 77 | 102 | 206 | 358 | 1 103 |
6 | 49 | 67 | 79 | 105 | 205 | 345 | 894 |
7 | 49 | 69 | 80 | 106 | 204 | 328 | 739 |
8 | 48 | 69 | 80 | 108 | 203 | 311 | 621 |
9 | 48 | 69 | 81 | 110 | 202 | 296 | 528 |
10 | 47 | 68 | 81 | 111 | 201 | 294 | 454 |
11 | 46 | 67 | 80 | 110 | 199 | 293 | 394 |
12 | 44 | 65 | 79 | 108 | 198 | 291 | 345 |
13 | 42 | 64 | 77 | 107 | 196 | 289 | 304 |
14 | 41 | 62 | 75 | 105 | 195 | 288 | 288 |
15 | 39 | 61 | 74 | 104 | 193 | 286 | 286 |
16 | 38 | 59 | 72 | 102 | 191 | 284 | 284 |
17 | 36 | 58 | 71 | 101 | 190 | 283 | 283 |
18 | 35 | 57 | 70 | 100 | 189 | 282 | 282 |
19 | 34 | 56 | 69 | 99 | 188 | 281 | 281 |
20 | 34 | 55 | 68 | 98 | 187 | 281 | 281 |
21 | 33 | 54 | 68 | 98 | 187 | 280 | 280 |
22 | 32 | 54 | 67 | 97 | 186 | 279 | 279 |
23 | 32 | 53 | 66 | 96 | 186 | 279 | 279 |
24 | 31 | 52 | 67 | 96 | 185 | 278 | 278 |
25 | 30 | 52 | 70 | 95 | 184 | 277 | 277 |
26 | 30 | 51 | 72 | 94 | 183 | 277 | 277 |
27 | 29 | 50 | 75 | 93 | 183 | 276 | 276 |
28 | 28 | 50 | 77 | 93 | 182 | 275 | 275 |
29 | 28 | 49 | 81 | 92 | 181 | 275 | 275 |
30 | 27 | 48 | 83 | 91 | 181 | 274 | 274 |
3.23 Rand U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 109 | 124 | 130 | 154 | 276 | 371 | 3 443 |
2 | 110 | 125 | 131 | 155 | 277 | 380 | 2 569 |
3 | 111 | 126 | 135 | 161 | 273 | 394 | 1 940 |
4 | 112 | 128 | 139 | 165 | 271 | 393 | 1 499 |
5 | 113 | 130 | 142 | 167 | 271 | 383 | 1 187 |
6 | 114 | 133 | 145 | 170 | 271 | 369 | 962 |
7 | 115 | 135 | 146 | 172 | 270 | 363 | 795 |
8 | 114 | 135 | 146 | 173 | 269 | 362 | 668 |
9 | 114 | 135 | 147 | 176 | 268 | 361 | 568 |
10 | 113 | 134 | 147 | 177 | 267 | 360 | 489 |
11 | 112 | 133 | 146 | 176 | 265 | 359 | 424 |
12 | 110 | 131 | 144 | 174 | 263 | 357 | 371 |
13 | 108 | 129 | 142 | 172 | 261 | 354 | 354 |
14 | 105 | 127 | 140 | 170 | 259 | 352 | 352 |
15 | 103 | 124 | 137 | 167 | 257 | 350 | 350 |
16 | 100 | 122 | 135 | 165 | 254 | 347 | 347 |
17 | 98 | 119 | 132 | 162 | 252 | 345 | 345 |
18 | 96 | 117 | 130 | 160 | 249 | 343 | 343 |
19 | 94 | 115 | 128 | 158 | 247 | 341 | 341 |
20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
21 | 90 | 112 | 125 | 155 | 244 | 337 | 337 |
22 | 88 | 110 | 123 | 153 | 242 | 335 | 335 |
23 | 87 | 108 | 121 | 151 | 240 | 333 | 333 |
24 | 85 | 106 | 119 | 149 | 239 | 332 | 332 |
25 | 83 | 104 | 117 | 147 | 237 | 330 | 330 |
26 | 81 | 103 | 116 | 146 | 235 | 328 | 328 |
27 | 80 | 101 | 114 | 144 | 233 | 326 | 326 |
28 | 78 | 99 | 112 | 142 | 232 | 325 | 325 |
29 | 76 | 98 | 111 | 141 | 230 | 323 | 323 |
30 | 75 | 96 | 109 | 139 | 229 | 322 | 322 |
3.24 Real U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 169 | 183 | 190 | 213 | 335 | 431 | 3 433 |
2 | 178 | 192 | 199 | 222 | 345 | 440 | 2 584 |
3 | 181 | 197 | 205 | 231 | 343 | 438 | 1 963 |
4 | 182 | 198 | 209 | 236 | 341 | 435 | 1 521 |
5 | 183 | 200 | 212 | 237 | 341 | 434 | 1 207 |
6 | 183 | 201 | 213 | 239 | 339 | 432 | 978 |
7 | 183 | 202 | 213 | 239 | 338 | 431 | 808 |
8 | 181 | 201 | 213 | 240 | 336 | 429 | 678 |
9 | 180 | 201 | 213 | 242 | 334 | 428 | 577 |
10 | 179 | 200 | 213 | 243 | 333 | 426 | 496 |
11 | 177 | 198 | 212 | 241 | 331 | 424 | 431 |
12 | 175 | 196 | 209 | 239 | 328 | 421 | 421 |
13 | 172 | 193 | 206 | 236 | 325 | 418 | 418 |
14 | 168 | 190 | 203 | 233 | 322 | 415 | 415 |
15 | 165 | 187 | 200 | 230 | 319 | 412 | 412 |
16 | 162 | 183 | 196 | 226 | 316 | 409 | 409 |
17 | 159 | 180 | 193 | 223 | 312 | 406 | 406 |
18 | 156 | 177 | 190 | 220 | 309 | 402 | 402 |
19 | 152 | 174 | 187 | 217 | 306 | 399 | 399 |
20 | 149 | 171 | 184 | 214 | 303 | 396 | 396 |
21 | 146 | 168 | 181 | 211 | 300 | 393 | 393 |
22 | 143 | 164 | 178 | 208 | 297 | 390 | 390 |
23 | 140 | 161 | 174 | 204 | 294 | 387 | 387 |
24 | 137 | 158 | 171 | 201 | 290 | 384 | 384 |
25 | 134 | 155 | 168 | 198 | 287 | 381 | 381 |
26 | 131 | 152 | 165 | 195 | 284 | 377 | 377 |
27 | 128 | 149 | 162 | 192 | 281 | 375 | 375 |
28 | 125 | 146 | 159 | 189 | 278 | 372 | 372 |
29 | 122 | 143 | 156 | 186 | 276 | 369 | 369 |
30 | 119 | 141 | 154 | 184 | 273 | 366 | 366 |
3.25 Renminbi-yuan U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 22 | 36 | 43 | 66 | 188 | 323 | 3 266 |
2 | 23 | 37 | 44 | 67 | 189 | 362 | 2 437 |
3 | 22 | 38 | 46 | 72 | 184 | 375 | 1 840 |
4 | 22 | 38 | 49 | 76 | 181 | 374 | 1 420 |
5 | 23 | 40 | 52 | 77 | 181 | 364 | 1 124 |
6 | 23 | 42 | 54 | 80 | 180 | 350 | 910 |
7 | 24 | 44 | 55 | 81 | 179 | 333 | 751 |
8 | 23 | 43 | 55 | 82 | 178 | 315 | 630 |
9 | 23 | 44 | 56 | 85 | 177 | 297 | 536 |
10 | 22 | 44 | 57 | 86 | 176 | 279 | 460 |
11 | 22 | 43 | 56 | 86 | 176 | 269 | 399 |
12 | 21 | 43 | 56 | 86 | 175 | 268 | 349 |
13 | 21 | 42 | 55 | 85 | 174 | 267 | 307 |
14 | 20 | 41 | 55 | 85 | 174 | 267 | 272 |
15 | 20 | 41 | 54 | 84 | 174 | 267 | 267 |
16 | 20 | 41 | 54 | 84 | 173 | 267 | 267 |
17 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
18 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
19 | 20 | 41 | 54 | 84 | 173 | 267 | 267 |
20 | 20 | 41 | 57 | 84 | 174 | 267 | 267 |
21 | 20 | 41 | 59 | 84 | 174 | 267 | 267 |
22 | 20 | 41 | 62 | 84 | 174 | 267 | 267 |
23 | 20 | 41 | 65 | 84 | 173 | 267 | 267 |
24 | 20 | 41 | 67 | 84 | 173 | 266 | 266 |
25 | 19 | 41 | 70 | 84 | 173 | 266 | 266 |
26 | 19 | 41 | 72 | 84 | 173 | 266 | 266 |
27 | 19 | 40 | 75 | 83 | 173 | 266 | 266 |
28 | 19 | 40 | 78 | 83 | 172 | 266 | 266 |
29 | 18 | 40 | 81 | 83 | 172 | 265 | 265 |
30 | 18 | 39 | 83 | 86 | 172 | 265 | 265 |
3.26 Ringgit U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 18 | 32 | 39 | 62 | 184 | 323 | 3 265 |
2 | 20 | 34 | 41 | 64 | 186 | 362 | 2 436 |
3 | 21 | 36 | 45 | 71 | 182 | 375 | 1 838 |
4 | 22 | 39 | 49 | 76 | 181 | 374 | 1 419 |
5 | 24 | 42 | 54 | 79 | 182 | 364 | 1 123 |
6 | 26 | 45 | 56 | 82 | 182 | 349 | 909 |
7 | 28 | 48 | 59 | 85 | 183 | 333 | 751 |
8 | 28 | 49 | 60 | 87 | 183 | 315 | 630 |
9 | 29 | 50 | 62 | 91 | 183 | 297 | 536 |
10 | 30 | 51 | 64 | 93 | 184 | 279 | 461 |
11 | 30 | 52 | 65 | 95 | 184 | 277 | 400 |
12 | 30 | 52 | 65 | 95 | 184 | 277 | 350 |
13 | 30 | 52 | 65 | 95 | 184 | 277 | 308 |
14 | 30 | 52 | 65 | 95 | 184 | 277 | 277 |
15 | 30 | 51 | 65 | 95 | 184 | 277 | 277 |
16 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
17 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
18 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
19 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
20 | 30 | 51 | 64 | 94 | 184 | 277 | 277 |
21 | 30 | 51 | 65 | 95 | 184 | 277 | 277 |
22 | 30 | 51 | 65 | 95 | 184 | 277 | 277 |
23 | 30 | 51 | 65 | 94 | 184 | 277 | 277 |
24 | 30 | 51 | 67 | 94 | 183 | 277 | 277 |
25 | 29 | 51 | 70 | 94 | 183 | 276 | 276 |
26 | 29 | 50 | 72 | 93 | 183 | 276 | 276 |
27 | 28 | 50 | 76 | 93 | 182 | 275 | 275 |
28 | 28 | 49 | 78 | 92 | 182 | 275 | 275 |
29 | 27 | 49 | 81 | 92 | 181 | 274 | 274 |
30 | 27 | 48 | 84 | 91 | 181 | 274 | 274 |
3.27 Russian rouble U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 119 | 133 | 140 | 163 | 285 | 381 | 3 523 |
2 | 118 | 132 | 139 | 162 | 284 | 387 | 2 623 |
3 | 116 | 131 | 140 | 166 | 277 | 400 | 1 976 |
4 | 115 | 132 | 142 | 169 | 274 | 398 | 1 522 |
5 | 115 | 133 | 145 | 170 | 273 | 387 | 1 202 |
6 | 115 | 134 | 146 | 171 | 272 | 371 | 972 |
7 | 116 | 136 | 147 | 173 | 271 | 364 | 801 |
8 | 115 | 135 | 147 | 174 | 270 | 363 | 672 |
9 | 114 | 135 | 147 | 176 | 269 | 362 | 570 |
10 | 114 | 135 | 148 | 178 | 268 | 361 | 490 |
11 | 114 | 135 | 148 | 178 | 267 | 360 | 424 |
12 | 112 | 134 | 147 | 177 | 266 | 359 | 371 |
13 | 111 | 133 | 146 | 176 | 265 | 358 | 358 |
14 | 110 | 131 | 144 | 174 | 264 | 357 | 357 |
15 | 108 | 129 | 142 | 172 | 261 | 355 | 355 |
16 | 106 | 127 | 140 | 170 | 259 | 352 | 352 |
17 | 103 | 124 | 137 | 167 | 256 | 350 | 350 |
18 | 101 | 122 | 135 | 165 | 254 | 347 | 347 |
19 | 98 | 120 | 133 | 163 | 252 | 345 | 345 |
20 | 96 | 118 | 131 | 161 | 250 | 343 | 343 |
21 | 94 | 115 | 128 | 158 | 248 | 341 | 341 |
22 | 92 | 113 | 126 | 156 | 245 | 339 | 339 |
23 | 89 | 111 | 124 | 154 | 243 | 336 | 336 |
24 | 87 | 109 | 122 | 152 | 241 | 334 | 334 |
25 | 85 | 107 | 120 | 150 | 239 | 332 | 332 |
26 | 83 | 104 | 118 | 147 | 237 | 330 | 330 |
27 | 81 | 102 | 115 | 145 | 235 | 328 | 328 |
28 | 79 | 100 | 113 | 143 | 233 | 326 | 326 |
29 | 77 | 98 | 111 | 141 | 231 | 324 | 324 |
30 | 75 | 96 | 110 | 140 | 229 | 322 | 322 |
3.28 Singapore dollar U.K.
Duration (in years) | Credit quality step 0 | Credit 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 | 33 | 155 | 312 | 3 150 |
2 | 0 | 5 | 12 | 35 | 157 | 351 | 2 352 |
3 | 1 | 7 | 16 | 42 | 153 | 364 | 1 777 |
4 | 1 | 9 | 20 | 47 | 152 | 363 | 1 374 |
5 | 2 | 12 | 25 | 49 | 153 | 354 | 1 088 |
6 | 2 | 16 | 27 | 53 | 153 | 340 | 882 |
7 | 3 | 19 | 30 | 56 | 154 | 324 | 729 |
8 | 4 | 19 | 31 | 58 | 154 | 307 | 612 |
9 | 4 | 20 | 33 | 61 | 154 | 289 | 521 |
10 | 4 | 21 | 34 | 63 | 154 | 272 | 448 |
11 | 4 | 21 | 34 | 64 | 154 | 256 | 389 |
12 | 6 | 21 | 35 | 64 | 153 | 246 | 340 |
13 | 6 | 21 | 38 | 64 | 153 | 246 | 300 |
14 | 6 | 21 | 39 | 64 | 153 | 246 | 265 |
15 | 7 | 20 | 42 | 63 | 153 | 246 | 246 |
16 | 7 | 20 | 45 | 63 | 152 | 245 | 245 |
17 | 8 | 20 | 48 | 63 | 152 | 246 | 246 |
18 | 8 | 20 | 50 | 63 | 152 | 246 | 246 |
19 | 9 | 20 | 53 | 63 | 153 | 246 | 246 |
20 | 9 | 21 | 55 | 64 | 153 | 246 | 246 |
21 | 10 | 21 | 58 | 65 | 154 | 247 | 247 |
22 | 10 | 22 | 61 | 67 | 154 | 247 | 247 |
23 | 10 | 22 | 63 | 69 | 155 | 248 | 248 |
24 | 11 | 22 | 66 | 71 | 155 | 248 | 248 |
25 | 11 | 23 | 68 | 73 | 155 | 248 | 248 |
26 | 12 | 23 | 71 | 75 | 155 | 248 | 248 |
27 | 12 | 24 | 73 | 78 | 155 | 249 | 249 |
28 | 12 | 25 | 77 | 80 | 156 | 249 | 249 |
29 | 14 | 25 | 79 | 82 | 156 | 249 | 249 |
30 | 14 | 27 | 81 | 84 | 156 | 249 | 249 |
3.29 South Korean won U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 30 | 44 | 51 | 74 | 196 | 314 | 3 171 |
2 | 30 | 44 | 51 | 74 | 197 | 353 | 2 366 |
3 | 29 | 44 | 53 | 78 | 190 | 366 | 1 786 |
4 | 28 | 44 | 55 | 81 | 187 | 364 | 1 379 |
5 | 28 | 45 | 57 | 82 | 186 | 354 | 1 091 |
6 | 31 | 49 | 61 | 87 | 187 | 340 | 883 |
7 | 28 | 48 | 59 | 85 | 183 | 324 | 729 |
8 | 33 | 53 | 64 | 92 | 187 | 306 | 612 |
9 | 32 | 53 | 65 | 94 | 186 | 289 | 520 |
10 | 26 | 48 | 61 | 90 | 180 | 273 | 447 |
11 | 22 | 43 | 56 | 86 | 175 | 268 | 388 |
12 | 18 | 39 | 53 | 82 | 172 | 265 | 339 |
13 | 15 | 37 | 50 | 80 | 169 | 262 | 299 |
14 | 13 | 35 | 48 | 78 | 167 | 260 | 264 |
15 | 12 | 33 | 46 | 76 | 166 | 259 | 259 |
16 | 10 | 32 | 45 | 75 | 164 | 257 | 257 |
17 | 9 | 31 | 48 | 74 | 163 | 256 | 256 |
18 | 9 | 30 | 50 | 73 | 162 | 256 | 256 |
19 | 9 | 30 | 52 | 73 | 162 | 255 | 255 |
20 | 9 | 30 | 55 | 73 | 162 | 255 | 255 |
21 | 9 | 30 | 58 | 73 | 162 | 255 | 255 |
22 | 10 | 30 | 60 | 73 | 162 | 255 | 255 |
23 | 10 | 30 | 63 | 73 | 162 | 255 | 255 |
24 | 11 | 30 | 66 | 73 | 162 | 255 | 255 |
25 | 11 | 30 | 68 | 73 | 162 | 255 | 255 |
26 | 11 | 30 | 71 | 75 | 162 | 255 | 255 |
27 | 12 | 29 | 73 | 77 | 162 | 255 | 255 |
28 | 12 | 29 | 76 | 80 | 162 | 255 | 255 |
29 | 14 | 29 | 79 | 81 | 162 | 255 | 255 |
30 | 14 | 29 | 81 | 84 | 162 | 255 | 255 |
3.30 Turkish lira U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 182 | 196 | 203 | 226 | 348 | 444 | 3 764 |
2 | 179 | 194 | 200 | 224 | 346 | 441 | 2 792 |
3 | 175 | 190 | 199 | 225 | 336 | 432 | 2 105 |
4 | 171 | 187 | 198 | 225 | 330 | 424 | 1 619 |
5 | 167 | 185 | 197 | 222 | 325 | 419 | 1 276 |
6 | 165 | 183 | 195 | 221 | 321 | 414 | 1 029 |
7 | 162 | 182 | 193 | 219 | 317 | 410 | 847 |
8 | 158 | 178 | 190 | 217 | 313 | 406 | 709 |
9 | 155 | 175 | 188 | 216 | 309 | 402 | 602 |
10 | 151 | 172 | 185 | 215 | 305 | 398 | 517 |
11 | 147 | 169 | 182 | 211 | 301 | 394 | 447 |
12 | 143 | 165 | 178 | 208 | 297 | 390 | 390 |
13 | 140 | 161 | 174 | 204 | 293 | 386 | 386 |
14 | 136 | 157 | 170 | 200 | 290 | 383 | 383 |
15 | 132 | 154 | 167 | 197 | 286 | 379 | 379 |
16 | 129 | 151 | 164 | 194 | 283 | 376 | 376 |
17 | 126 | 147 | 161 | 191 | 280 | 373 | 373 |
18 | 123 | 145 | 158 | 188 | 277 | 370 | 370 |
19 | 120 | 142 | 155 | 185 | 274 | 367 | 367 |
20 | 118 | 139 | 152 | 182 | 272 | 365 | 365 |
21 | 115 | 137 | 150 | 180 | 269 | 362 | 362 |
22 | 113 | 134 | 147 | 177 | 266 | 360 | 360 |
23 | 110 | 132 | 145 | 175 | 264 | 357 | 357 |
24 | 108 | 129 | 142 | 172 | 261 | 355 | 355 |
25 | 105 | 127 | 140 | 170 | 259 | 352 | 352 |
26 | 103 | 124 | 137 | 167 | 257 | 350 | 350 |
27 | 101 | 122 | 135 | 165 | 254 | 348 | 348 |
28 | 98 | 120 | 133 | 163 | 252 | 345 | 345 |
29 | 96 | 118 | 131 | 161 | 250 | 343 | 343 |
30 | 94 | 116 | 129 | 159 | 248 | 341 | 341 |
3.31 US dollar U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 15 | 26 | 54 | 173 | 314 | 3 169 |
2 | 0 | 15 | 26 | 54 | 173 | 353 | 2 366 |
3 | 1 | 17 | 29 | 58 | 170 | 366 | 1 786 |
4 | 1 | 20 | 32 | 63 | 169 | 364 | 1 380 |
5 | 2 | 23 | 37 | 69 | 170 | 355 | 1 092 |
6 | 4 | 26 | 40 | 70 | 171 | 341 | 885 |
7 | 6 | 31 | 42 | 72 | 171 | 324 | 731 |
8 | 9 | 34 | 46 | 74 | 171 | 307 | 613 |
9 | 10 | 37 | 50 | 76 | 172 | 290 | 522 |
10 | 11 | 38 | 51 | 76 | 172 | 272 | 449 |
11 | 12 | 40 | 52 | 78 | 172 | 265 | 389 |
12 | 13 | 41 | 54 | 79 | 172 | 265 | 340 |
13 | 13 | 42 | 54 | 80 | 172 | 265 | 300 |
14 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
15 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
16 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
17 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
18 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
19 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
20 | 14 | 43 | 55 | 80 | 172 | 266 | 266 |
21 | 14 | 43 | 58 | 80 | 173 | 266 | 266 |
22 | 14 | 43 | 61 | 80 | 173 | 266 | 266 |
23 | 14 | 43 | 63 | 80 | 173 | 266 | 266 |
24 | 14 | 43 | 66 | 80 | 173 | 266 | 266 |
25 | 14 | 43 | 68 | 80 | 173 | 266 | 266 |
26 | 14 | 43 | 71 | 80 | 173 | 266 | 266 |
27 | 14 | 43 | 73 | 80 | 173 | 266 | 266 |
28 | 14 | 43 | 76 | 80 | 173 | 266 | 266 |
29 | 14 | 43 | 79 | 82 | 173 | 266 | 266 |
30 | 14 | 43 | 81 | 84 | 173 | 266 | 266 |
3.32 Yen U.K.
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 0 | 3 | 12 | 133 | 307 | 3 090 |
2 | 0 | 1 | 6 | 15 | 132 | 344 | 2 301 |
3 | 1 | 1 | 9 | 18 | 125 | 356 | 1 735 |
4 | 1 | 3 | 12 | 21 | 121 | 354 | 1 339 |
5 | 2 | 4 | 15 | 24 | 121 | 345 | 1 060 |
6 | 2 | 4 | 18 | 27 | 120 | 331 | 858 |
7 | 3 | 6 | 20 | 30 | 120 | 315 | 708 |
8 | 4 | 6 | 23 | 32 | 120 | 298 | 595 |
9 | 4 | 8 | 26 | 35 | 120 | 281 | 506 |
10 | 4 | 8 | 28 | 37 | 121 | 264 | 435 |
11 | 4 | 9 | 31 | 40 | 121 | 248 | 377 |
12 | 6 | 10 | 33 | 42 | 121 | 232 | 330 |
13 | 6 | 11 | 36 | 44 | 121 | 218 | 291 |
14 | 6 | 12 | 39 | 47 | 122 | 215 | 257 |
15 | 6 | 13 | 41 | 49 | 122 | 215 | 229 |
16 | 7 | 13 | 44 | 51 | 122 | 215 | 215 |
17 | 7 | 14 | 46 | 54 | 123 | 216 | 216 |
18 | 8 | 16 | 49 | 57 | 125 | 216 | 216 |
19 | 9 | 16 | 51 | 58 | 128 | 217 | 217 |
20 | 9 | 17 | 54 | 61 | 130 | 217 | 217 |
21 | 9 | 18 | 56 | 63 | 132 | 218 | 218 |
22 | 10 | 19 | 59 | 65 | 133 | 219 | 219 |
23 | 10 | 20 | 62 | 67 | 135 | 219 | 219 |
24 | 11 | 20 | 64 | 69 | 136 | 219 | 219 |
25 | 11 | 22 | 67 | 71 | 138 | 220 | 220 |
26 | 11 | 22 | 69 | 73 | 140 | 220 | 220 |
27 | 12 | 23 | 72 | 76 | 141 | 220 | 220 |
28 | 12 | 24 | 74 | 78 | 142 | 220 | 220 |
29 | 13 | 25 | 76 | 80 | 143 | 220 | 220 |
30 | 13 | 25 | 79 | 81 | 144 | 220 | 220 |