Commission Implementing Regulation (EU) 2020/193Show full title
Commission Implementing Regulation (EU) 2020/193 of 12 February 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2019 until 30 March 2020 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)
2. Exposures to financial institutions
2.1 Euro
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 6 | 20 | 45 | 119 | 233 | 554 | 1242 |
2 | 6 | 20 | 45 | 119 | 233 | 554 | 1001 |
3 | 7 | 22 | 46 | 112 | 229 | 550 | 817 |
4 | 8 | 25 | 49 | 115 | 228 | 549 | 676 |
5 | 10 | 27 | 54 | 118 | 228 | 549 | 568 |
6 | 11 | 30 | 57 | 123 | 228 | 549 | 549 |
7 | 12 | 32 | 59 | 125 | 228 | 549 | 549 |
8 | 12 | 33 | 59 | 124 | 228 | 549 | 549 |
9 | 12 | 34 | 59 | 123 | 228 | 549 | 549 |
10 | 13 | 35 | 59 | 123 | 228 | 549 | 549 |
11 | 13 | 36 | 59 | 123 | 228 | 549 | 549 |
12 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
13 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
14 | 14 | 38 | 59 | 123 | 228 | 549 | 549 |
15 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
16 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
17 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
18 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
19 | 15 | 37 | 59 | 123 | 228 | 549 | 549 |
20 | 16 | 37 | 59 | 123 | 228 | 549 | 549 |
21 | 16 | 37 | 59 | 123 | 228 | 549 | 549 |
22 | 17 | 37 | 59 | 123 | 228 | 549 | 549 |
23 | 17 | 37 | 59 | 123 | 228 | 549 | 549 |
24 | 19 | 37 | 59 | 123 | 228 | 549 | 549 |
25 | 19 | 37 | 59 | 123 | 228 | 549 | 549 |
26 | 20 | 37 | 59 | 123 | 228 | 549 | 549 |
27 | 20 | 38 | 59 | 123 | 228 | 549 | 549 |
28 | 21 | 38 | 59 | 123 | 228 | 549 | 549 |
29 | 21 | 38 | 59 | 123 | 228 | 549 | 549 |
30 | 23 | 38 | 59 | 123 | 228 | 549 | 549 |
2.2 Czech koruna
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 13 | 27 | 52 | 126 | 240 | 561 | 1293 |
2 | 15 | 29 | 54 | 128 | 241 | 563 | 1042 |
3 | 16 | 31 | 55 | 122 | 238 | 559 | 849 |
4 | 17 | 34 | 57 | 123 | 237 | 558 | 702 |
5 | 18 | 36 | 62 | 126 | 236 | 557 | 589 |
6 | 19 | 37 | 65 | 130 | 236 | 557 | 557 |
7 | 19 | 39 | 66 | 132 | 235 | 556 | 556 |
8 | 19 | 39 | 65 | 130 | 234 | 555 | 555 |
9 | 18 | 39 | 65 | 129 | 234 | 555 | 555 |
10 | 18 | 40 | 64 | 128 | 233 | 554 | 554 |
11 | 18 | 41 | 64 | 128 | 233 | 554 | 554 |
12 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
13 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
14 | 18 | 41 | 62 | 126 | 231 | 552 | 552 |
15 | 17 | 40 | 62 | 126 | 231 | 552 | 552 |
16 | 17 | 40 | 61 | 125 | 230 | 551 | 551 |
17 | 16 | 39 | 61 | 125 | 230 | 551 | 551 |
18 | 16 | 39 | 61 | 125 | 230 | 551 | 551 |
19 | 16 | 39 | 61 | 125 | 230 | 551 | 551 |
20 | 17 | 40 | 61 | 125 | 230 | 551 | 551 |
21 | 17 | 40 | 62 | 126 | 231 | 552 | 552 |
22 | 17 | 40 | 62 | 126 | 231 | 552 | 552 |
23 | 18 | 40 | 62 | 126 | 231 | 552 | 552 |
24 | 19 | 41 | 62 | 126 | 231 | 552 | 552 |
25 | 19 | 41 | 62 | 126 | 231 | 552 | 552 |
26 | 20 | 41 | 62 | 126 | 231 | 552 | 552 |
27 | 20 | 41 | 62 | 126 | 231 | 552 | 552 |
28 | 21 | 41 | 62 | 126 | 231 | 552 | 552 |
29 | 22 | 41 | 62 | 126 | 231 | 552 | 552 |
30 | 23 | 40 | 62 | 126 | 231 | 552 | 552 |
2.3 Danish krone
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 6 | 20 | 45 | 119 | 233 | 554 | 1242 |
2 | 6 | 20 | 45 | 119 | 233 | 554 | 1001 |
3 | 7 | 22 | 46 | 112 | 229 | 550 | 817 |
4 | 8 | 25 | 48 | 114 | 228 | 549 | 676 |
5 | 10 | 27 | 54 | 118 | 228 | 549 | 568 |
6 | 11 | 30 | 57 | 122 | 228 | 549 | 549 |
7 | 12 | 32 | 59 | 125 | 228 | 549 | 549 |
8 | 12 | 33 | 58 | 124 | 228 | 549 | 549 |
9 | 12 | 33 | 58 | 123 | 228 | 549 | 549 |
10 | 13 | 35 | 59 | 123 | 228 | 549 | 549 |
11 | 13 | 36 | 59 | 123 | 228 | 549 | 549 |
12 | 14 | 36 | 59 | 123 | 228 | 549 | 549 |
13 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
14 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
15 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
16 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
17 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
18 | 14 | 37 | 59 | 123 | 228 | 549 | 549 |
19 | 15 | 37 | 59 | 123 | 228 | 549 | 549 |
20 | 16 | 37 | 59 | 123 | 228 | 549 | 549 |
21 | 16 | 37 | 59 | 123 | 228 | 549 | 549 |
22 | 17 | 37 | 59 | 123 | 228 | 549 | 549 |
23 | 17 | 37 | 59 | 123 | 228 | 549 | 549 |
24 | 19 | 37 | 59 | 123 | 228 | 549 | 549 |
25 | 19 | 37 | 59 | 123 | 228 | 549 | 549 |
26 | 20 | 37 | 59 | 123 | 228 | 549 | 549 |
27 | 20 | 37 | 59 | 123 | 228 | 549 | 549 |
28 | 21 | 37 | 59 | 123 | 228 | 549 | 549 |
29 | 21 | 37 | 59 | 123 | 228 | 549 | 549 |
30 | 23 | 37 | 59 | 123 | 228 | 549 | 549 |
2.4 Forint
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 80 | 95 | 119 | 194 | 307 | 628 | 1251 |
2 | 77 | 91 | 115 | 190 | 303 | 624 | 1009 |
3 | 80 | 96 | 119 | 186 | 302 | 623 | 825 |
4 | 79 | 96 | 120 | 186 | 299 | 620 | 686 |
5 | 79 | 96 | 123 | 187 | 297 | 618 | 618 |
6 | 78 | 97 | 124 | 190 | 295 | 616 | 616 |
7 | 77 | 97 | 124 | 190 | 293 | 614 | 614 |
8 | 76 | 96 | 122 | 187 | 292 | 613 | 613 |
9 | 75 | 96 | 121 | 186 | 290 | 612 | 612 |
10 | 72 | 94 | 118 | 182 | 287 | 608 | 608 |
11 | 70 | 92 | 115 | 179 | 284 | 605 | 605 |
12 | 69 | 92 | 114 | 178 | 283 | 604 | 604 |
13 | 68 | 91 | 113 | 177 | 282 | 603 | 603 |
14 | 68 | 91 | 113 | 177 | 282 | 603 | 603 |
15 | 68 | 91 | 112 | 176 | 281 | 602 | 602 |
16 | 67 | 90 | 112 | 176 | 281 | 602 | 602 |
17 | 67 | 90 | 111 | 175 | 280 | 601 | 601 |
18 | 66 | 89 | 111 | 175 | 280 | 601 | 601 |
19 | 65 | 88 | 110 | 174 | 279 | 600 | 600 |
20 | 65 | 88 | 109 | 173 | 278 | 599 | 599 |
21 | 64 | 87 | 109 | 172 | 277 | 598 | 598 |
22 | 63 | 86 | 108 | 172 | 277 | 598 | 598 |
23 | 62 | 85 | 107 | 171 | 276 | 597 | 597 |
24 | 61 | 84 | 106 | 170 | 275 | 596 | 596 |
25 | 60 | 83 | 105 | 169 | 274 | 595 | 595 |
26 | 59 | 82 | 104 | 168 | 273 | 594 | 594 |
27 | 58 | 81 | 103 | 167 | 272 | 593 | 593 |
28 | 57 | 80 | 102 | 165 | 270 | 592 | 592 |
29 | 56 | 79 | 101 | 164 | 269 | 590 | 590 |
30 | 55 | 78 | 100 | 163 | 268 | 589 | 589 |
2.5 Krona
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 10 | 24 | 48 | 123 | 236 | 557 | 1252 |
2 | 12 | 26 | 50 | 125 | 238 | 559 | 1009 |
3 | 14 | 29 | 52 | 119 | 236 | 556 | 824 |
4 | 15 | 32 | 56 | 122 | 235 | 556 | 682 |
5 | 17 | 35 | 61 | 125 | 235 | 556 | 573 |
6 | 18 | 37 | 64 | 130 | 235 | 556 | 556 |
7 | 19 | 39 | 66 | 132 | 235 | 556 | 556 |
8 | 19 | 39 | 65 | 130 | 234 | 555 | 555 |
9 | 18 | 39 | 65 | 129 | 234 | 555 | 555 |
10 | 18 | 40 | 64 | 128 | 233 | 554 | 554 |
11 | 19 | 41 | 64 | 128 | 233 | 554 | 554 |
12 | 19 | 42 | 64 | 128 | 233 | 554 | 554 |
13 | 19 | 42 | 64 | 128 | 233 | 554 | 554 |
14 | 19 | 42 | 64 | 127 | 232 | 553 | 553 |
15 | 19 | 42 | 63 | 127 | 232 | 553 | 553 |
16 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
17 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
18 | 18 | 42 | 63 | 127 | 232 | 553 | 553 |
19 | 19 | 42 | 63 | 127 | 232 | 553 | 553 |
20 | 19 | 42 | 64 | 128 | 233 | 554 | 554 |
21 | 19 | 42 | 64 | 128 | 233 | 554 | 554 |
22 | 20 | 43 | 64 | 128 | 233 | 554 | 554 |
23 | 20 | 43 | 64 | 128 | 233 | 554 | 554 |
24 | 20 | 43 | 65 | 128 | 233 | 554 | 554 |
25 | 20 | 43 | 65 | 128 | 233 | 554 | 554 |
26 | 20 | 43 | 65 | 128 | 233 | 554 | 554 |
27 | 20 | 43 | 64 | 128 | 233 | 554 | 554 |
28 | 21 | 43 | 64 | 128 | 233 | 554 | 554 |
29 | 22 | 43 | 64 | 128 | 233 | 554 | 554 |
30 | 23 | 43 | 64 | 128 | 233 | 554 | 554 |
2.6 Kuna
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 49 | 63 | 88 | 163 | 276 | 597 | 1250 |
2 | 53 | 67 | 92 | 166 | 280 | 601 | 1008 |
3 | 58 | 74 | 97 | 164 | 280 | 601 | 822 |
4 | 62 | 78 | 102 | 168 | 282 | 603 | 681 |
5 | 64 | 82 | 108 | 172 | 282 | 603 | 603 |
6 | 65 | 84 | 112 | 177 | 282 | 603 | 603 |
7 | 66 | 86 | 113 | 179 | 282 | 603 | 603 |
8 | 65 | 85 | 111 | 177 | 281 | 602 | 602 |
9 | 64 | 85 | 110 | 174 | 279 | 600 | 600 |
10 | 63 | 85 | 109 | 173 | 278 | 599 | 599 |
11 | 62 | 84 | 108 | 171 | 276 | 597 | 597 |
12 | 61 | 84 | 106 | 170 | 275 | 596 | 596 |
13 | 60 | 83 | 105 | 169 | 274 | 595 | 595 |
14 | 59 | 82 | 103 | 167 | 272 | 593 | 593 |
15 | 58 | 81 | 102 | 166 | 271 | 592 | 592 |
16 | 57 | 80 | 101 | 165 | 270 | 591 | 591 |
17 | 56 | 79 | 101 | 164 | 269 | 590 | 590 |
18 | 55 | 78 | 100 | 164 | 269 | 590 | 590 |
19 | 54 | 78 | 99 | 163 | 268 | 589 | 589 |
20 | 54 | 77 | 99 | 162 | 267 | 588 | 588 |
21 | 53 | 76 | 98 | 162 | 267 | 588 | 588 |
22 | 52 | 76 | 97 | 161 | 266 | 587 | 587 |
23 | 52 | 75 | 96 | 160 | 265 | 586 | 586 |
24 | 51 | 74 | 96 | 159 | 264 | 585 | 585 |
25 | 50 | 73 | 95 | 159 | 264 | 585 | 585 |
26 | 49 | 72 | 94 | 158 | 263 | 584 | 584 |
27 | 48 | 71 | 93 | 157 | 262 | 583 | 583 |
28 | 48 | 71 | 92 | 156 | 261 | 582 | 582 |
29 | 47 | 70 | 91 | 155 | 260 | 581 | 581 |
30 | 46 | 69 | 91 | 154 | 259 | 580 | 580 |
2.7 Lev
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 5 | 19 | 44 | 118 | 232 | 553 | 1241 |
2 | 5 | 19 | 44 | 118 | 232 | 553 | 1000 |
3 | 6 | 22 | 45 | 112 | 228 | 549 | 816 |
4 | 8 | 24 | 48 | 114 | 227 | 548 | 676 |
5 | 9 | 27 | 53 | 117 | 227 | 548 | 568 |
6 | 10 | 29 | 56 | 122 | 227 | 548 | 548 |
7 | 11 | 31 | 58 | 124 | 227 | 548 | 548 |
8 | 11 | 32 | 58 | 123 | 227 | 548 | 548 |
9 | 11 | 33 | 58 | 122 | 227 | 548 | 548 |
10 | 12 | 34 | 58 | 122 | 227 | 548 | 548 |
11 | 13 | 35 | 58 | 122 | 227 | 548 | 548 |
12 | 13 | 36 | 58 | 122 | 227 | 548 | 548 |
13 | 13 | 36 | 58 | 122 | 227 | 548 | 548 |
14 | 14 | 37 | 58 | 122 | 227 | 548 | 548 |
15 | 13 | 37 | 58 | 122 | 227 | 548 | 548 |
16 | 13 | 37 | 58 | 122 | 227 | 548 | 548 |
17 | 13 | 37 | 58 | 122 | 227 | 548 | 548 |
18 | 13 | 37 | 58 | 122 | 227 | 548 | 548 |
19 | 15 | 37 | 58 | 122 | 227 | 548 | 548 |
20 | 16 | 37 | 58 | 122 | 227 | 548 | 548 |
21 | 16 | 37 | 58 | 122 | 227 | 548 | 548 |
22 | 17 | 37 | 58 | 122 | 227 | 548 | 548 |
23 | 17 | 37 | 58 | 122 | 227 | 548 | 548 |
24 | 19 | 37 | 58 | 122 | 227 | 548 | 548 |
25 | 19 | 37 | 58 | 122 | 227 | 548 | 548 |
26 | 20 | 37 | 58 | 122 | 227 | 548 | 548 |
27 | 20 | 37 | 58 | 122 | 227 | 548 | 548 |
28 | 21 | 37 | 58 | 122 | 227 | 548 | 548 |
29 | 21 | 37 | 58 | 122 | 227 | 548 | 548 |
30 | 23 | 37 | 58 | 122 | 227 | 548 | 548 |
2.8 Pound sterling
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 7 | 24 | 55 | 151 | 251 | 572 | 1265 |
2 | 7 | 24 | 55 | 151 | 251 | 572 | 1019 |
3 | 8 | 26 | 55 | 136 | 247 | 568 | 831 |
4 | 10 | 29 | 57 | 126 | 245 | 566 | 688 |
5 | 11 | 31 | 58 | 115 | 244 | 565 | 578 |
6 | 14 | 34 | 61 | 107 | 243 | 564 | 564 |
7 | 16 | 37 | 62 | 100 | 242 | 563 | 563 |
8 | 17 | 38 | 60 | 93 | 241 | 562 | 562 |
9 | 20 | 45 | 64 | 87 | 240 | 561 | 561 |
10 | 19 | 45 | 62 | 84 | 239 | 560 | 560 |
11 | 18 | 44 | 60 | 84 | 238 | 559 | 559 |
12 | 18 | 43 | 61 | 85 | 237 | 558 | 558 |
13 | 18 | 44 | 61 | 85 | 236 | 557 | 557 |
14 | 18 | 44 | 61 | 85 | 236 | 557 | 557 |
15 | 18 | 44 | 61 | 85 | 235 | 556 | 556 |
16 | 18 | 44 | 61 | 85 | 233 | 554 | 554 |
17 | 18 | 44 | 61 | 85 | 232 | 554 | 554 |
18 | 18 | 44 | 61 | 85 | 232 | 553 | 553 |
19 | 18 | 44 | 61 | 85 | 232 | 553 | 553 |
20 | 18 | 44 | 61 | 85 | 232 | 553 | 553 |
21 | 18 | 44 | 61 | 85 | 232 | 553 | 553 |
22 | 18 | 44 | 61 | 85 | 232 | 553 | 553 |
23 | 18 | 44 | 61 | 85 | 232 | 553 | 553 |
24 | 19 | 44 | 61 | 85 | 231 | 552 | 552 |
25 | 19 | 44 | 61 | 85 | 231 | 552 | 552 |
26 | 20 | 44 | 61 | 85 | 230 | 551 | 551 |
27 | 20 | 44 | 61 | 85 | 230 | 551 | 551 |
28 | 21 | 44 | 61 | 85 | 229 | 550 | 550 |
29 | 21 | 44 | 61 | 85 | 229 | 550 | 550 |
30 | 23 | 44 | 61 | 85 | 228 | 549 | 549 |
2.9 Romanian leu
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 86 | 100 | 124 | 199 | 312 | 633 | 1319 |
2 | 84 | 98 | 123 | 197 | 311 | 632 | 1064 |
3 | 83 | 98 | 122 | 188 | 305 | 626 | 869 |
4 | 82 | 99 | 122 | 188 | 302 | 623 | 720 |
5 | 81 | 99 | 125 | 189 | 299 | 620 | 620 |
6 | 80 | 99 | 126 | 192 | 297 | 618 | 618 |
7 | 79 | 98 | 125 | 192 | 294 | 615 | 615 |
8 | 76 | 97 | 123 | 188 | 292 | 613 | 613 |
9 | 74 | 95 | 120 | 185 | 290 | 611 | 611 |
10 | 73 | 95 | 119 | 183 | 288 | 609 | 609 |
11 | 72 | 94 | 118 | 181 | 286 | 607 | 607 |
12 | 71 | 94 | 116 | 180 | 285 | 606 | 606 |
13 | 70 | 93 | 114 | 178 | 283 | 604 | 604 |
14 | 68 | 91 | 113 | 177 | 282 | 603 | 603 |
15 | 67 | 90 | 112 | 175 | 280 | 601 | 601 |
16 | 66 | 89 | 110 | 174 | 279 | 600 | 600 |
17 | 65 | 88 | 109 | 173 | 278 | 599 | 599 |
18 | 64 | 87 | 108 | 172 | 277 | 598 | 598 |
19 | 63 | 86 | 107 | 171 | 276 | 597 | 597 |
20 | 62 | 85 | 107 | 170 | 275 | 596 | 596 |
21 | 61 | 84 | 106 | 170 | 274 | 596 | 596 |
22 | 60 | 83 | 105 | 169 | 274 | 595 | 595 |
23 | 59 | 82 | 104 | 168 | 273 | 594 | 594 |
24 | 58 | 81 | 103 | 166 | 271 | 593 | 593 |
25 | 57 | 80 | 102 | 165 | 270 | 591 | 591 |
26 | 56 | 79 | 101 | 164 | 269 | 590 | 590 |
27 | 55 | 78 | 100 | 163 | 268 | 589 | 589 |
28 | 54 | 77 | 98 | 162 | 267 | 588 | 588 |
29 | 53 | 76 | 97 | 161 | 266 | 587 | 587 |
30 | 52 | 75 | 97 | 160 | 265 | 586 | 586 |
2.10 Zloty
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 59 | 73 | 97 | 172 | 285 | 606 | 1271 |
2 | 58 | 72 | 96 | 171 | 284 | 605 | 1029 |
3 | 58 | 73 | 96 | 163 | 280 | 601 | 841 |
4 | 58 | 74 | 98 | 164 | 278 | 598 | 696 |
5 | 58 | 75 | 101 | 165 | 276 | 597 | 597 |
6 | 57 | 76 | 103 | 168 | 274 | 595 | 595 |
7 | 56 | 76 | 103 | 169 | 272 | 593 | 593 |
8 | 55 | 75 | 101 | 167 | 271 | 592 | 592 |
9 | 53 | 75 | 100 | 164 | 269 | 590 | 590 |
10 | 53 | 75 | 99 | 163 | 268 | 589 | 589 |
11 | 52 | 75 | 98 | 162 | 267 | 588 | 588 |
12 | 52 | 75 | 97 | 161 | 266 | 587 | 587 |
13 | 52 | 75 | 96 | 160 | 265 | 586 | 586 |
14 | 51 | 74 | 96 | 160 | 265 | 586 | 586 |
15 | 50 | 73 | 95 | 159 | 264 | 585 | 585 |
16 | 49 | 72 | 94 | 158 | 263 | 584 | 584 |
17 | 49 | 72 | 93 | 157 | 262 | 583 | 583 |
18 | 48 | 71 | 93 | 157 | 262 | 583 | 583 |
19 | 48 | 71 | 92 | 156 | 261 | 582 | 582 |
20 | 47 | 71 | 92 | 156 | 261 | 582 | 582 |
21 | 47 | 70 | 92 | 156 | 261 | 582 | 582 |
22 | 47 | 70 | 91 | 155 | 260 | 581 | 581 |
23 | 46 | 69 | 91 | 155 | 260 | 581 | 581 |
24 | 46 | 69 | 90 | 154 | 259 | 580 | 580 |
25 | 45 | 68 | 90 | 153 | 258 | 579 | 579 |
26 | 44 | 67 | 89 | 153 | 258 | 579 | 579 |
27 | 44 | 67 | 88 | 152 | 257 | 578 | 578 |
28 | 43 | 66 | 88 | 151 | 256 | 577 | 577 |
29 | 42 | 65 | 87 | 151 | 256 | 577 | 577 |
30 | 42 | 65 | 86 | 150 | 255 | 576 | 576 |
2.11 Norwegian krone
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 31 | 45 | 70 | 144 | 258 | 579 | 1286 |
2 | 32 | 46 | 71 | 145 | 259 | 580 | 1037 |
3 | 32 | 47 | 71 | 137 | 254 | 575 | 846 |
4 | 32 | 49 | 73 | 138 | 252 | 573 | 700 |
5 | 33 | 51 | 77 | 141 | 251 | 572 | 588 |
6 | 33 | 52 | 79 | 145 | 250 | 571 | 571 |
7 | 34 | 53 | 80 | 146 | 249 | 570 | 570 |
8 | 33 | 53 | 79 | 144 | 248 | 569 | 569 |
9 | 32 | 53 | 78 | 143 | 248 | 569 | 569 |
10 | 32 | 54 | 78 | 142 | 247 | 568 | 568 |
11 | 32 | 54 | 77 | 141 | 246 | 567 | 567 |
12 | 31 | 54 | 77 | 140 | 245 | 566 | 566 |
13 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
14 | 30 | 54 | 75 | 139 | 244 | 565 | 565 |
15 | 30 | 53 | 74 | 138 | 243 | 564 | 564 |
16 | 29 | 52 | 74 | 137 | 242 | 563 | 563 |
17 | 28 | 51 | 73 | 137 | 242 | 563 | 563 |
18 | 28 | 51 | 73 | 137 | 242 | 563 | 563 |
19 | 28 | 51 | 72 | 136 | 241 | 562 | 562 |
20 | 28 | 51 | 73 | 136 | 241 | 562 | 562 |
21 | 28 | 51 | 73 | 136 | 241 | 562 | 562 |
22 | 28 | 51 | 73 | 136 | 241 | 562 | 562 |
23 | 28 | 51 | 72 | 136 | 241 | 562 | 562 |
24 | 27 | 51 | 72 | 136 | 241 | 562 | 562 |
25 | 27 | 50 | 72 | 136 | 241 | 562 | 562 |
26 | 27 | 50 | 72 | 135 | 240 | 562 | 562 |
27 | 27 | 50 | 71 | 135 | 240 | 561 | 561 |
28 | 26 | 50 | 71 | 135 | 240 | 561 | 561 |
29 | 26 | 49 | 71 | 135 | 240 | 561 | 561 |
30 | 26 | 49 | 71 | 134 | 239 | 560 | 560 |
2.12 Swiss franc
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 3 | 25 | 100 | 213 | 534 | 1236 |
2 | 1 | 5 | 26 | 101 | 214 | 535 | 996 |
3 | 2 | 5 | 27 | 94 | 211 | 532 | 813 |
4 | 3 | 6 | 30 | 96 | 210 | 531 | 673 |
5 | 4 | 9 | 35 | 99 | 209 | 531 | 566 |
6 | 4 | 11 | 39 | 104 | 209 | 530 | 530 |
7 | 5 | 14 | 41 | 107 | 209 | 530 | 530 |
8 | 7 | 14 | 40 | 105 | 209 | 530 | 530 |
9 | 7 | 15 | 40 | 104 | 209 | 530 | 530 |
10 | 8 | 16 | 40 | 104 | 209 | 530 | 530 |
11 | 8 | 18 | 42 | 105 | 210 | 531 | 531 |
12 | 9 | 18 | 40 | 104 | 209 | 530 | 530 |
13 | 11 | 19 | 41 | 105 | 210 | 531 | 531 |
14 | 11 | 19 | 41 | 105 | 210 | 531 | 531 |
15 | 12 | 18 | 40 | 104 | 209 | 530 | 530 |
16 | 12 | 17 | 39 | 103 | 208 | 529 | 529 |
17 | 13 | 17 | 39 | 103 | 208 | 529 | 529 |
18 | 13 | 17 | 39 | 103 | 208 | 529 | 529 |
19 | 15 | 18 | 39 | 103 | 208 | 529 | 529 |
20 | 15 | 18 | 40 | 104 | 209 | 530 | 530 |
21 | 16 | 19 | 40 | 104 | 209 | 530 | 530 |
22 | 17 | 20 | 40 | 104 | 209 | 530 | 530 |
23 | 17 | 21 | 40 | 104 | 209 | 530 | 530 |
24 | 19 | 21 | 40 | 104 | 209 | 530 | 530 |
25 | 19 | 22 | 40 | 104 | 209 | 530 | 530 |
26 | 20 | 24 | 41 | 104 | 209 | 530 | 530 |
27 | 20 | 24 | 42 | 104 | 209 | 530 | 530 |
28 | 21 | 25 | 44 | 103 | 208 | 530 | 530 |
29 | 21 | 25 | 46 | 103 | 208 | 529 | 529 |
30 | 22 | 26 | 47 | 103 | 208 | 529 | 529 |
2.13 Australian dollar
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 47 | 61 | 86 | 160 | 274 | 595 | 1266 |
2 | 47 | 61 | 86 | 160 | 274 | 595 | 1020 |
3 | 47 | 63 | 86 | 153 | 269 | 590 | 832 |
4 | 48 | 64 | 88 | 154 | 267 | 588 | 689 |
5 | 48 | 66 | 92 | 156 | 266 | 587 | 587 |
6 | 48 | 67 | 94 | 160 | 265 | 586 | 586 |
7 | 48 | 68 | 95 | 161 | 264 | 585 | 585 |
8 | 47 | 68 | 94 | 159 | 263 | 584 | 584 |
9 | 46 | 68 | 93 | 157 | 262 | 583 | 583 |
10 | 46 | 68 | 92 | 156 | 261 | 582 | 582 |
11 | 46 | 68 | 91 | 155 | 260 | 581 | 581 |
12 | 45 | 68 | 91 | 154 | 259 | 580 | 580 |
13 | 45 | 68 | 90 | 154 | 259 | 580 | 580 |
14 | 45 | 68 | 89 | 153 | 258 | 579 | 579 |
15 | 44 | 67 | 89 | 152 | 257 | 578 | 578 |
16 | 43 | 66 | 88 | 151 | 256 | 577 | 577 |
17 | 42 | 65 | 87 | 151 | 256 | 577 | 577 |
18 | 42 | 65 | 87 | 150 | 255 | 576 | 576 |
19 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
20 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
21 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
22 | 41 | 64 | 85 | 149 | 254 | 575 | 575 |
23 | 40 | 63 | 85 | 149 | 254 | 575 | 575 |
24 | 40 | 63 | 84 | 148 | 253 | 574 | 574 |
25 | 39 | 62 | 84 | 147 | 252 | 573 | 573 |
26 | 38 | 61 | 83 | 147 | 252 | 573 | 573 |
27 | 38 | 61 | 82 | 146 | 251 | 572 | 572 |
28 | 37 | 60 | 82 | 145 | 250 | 571 | 571 |
29 | 36 | 59 | 81 | 145 | 250 | 571 | 571 |
30 | 36 | 59 | 80 | 144 | 249 | 570 | 570 |
2.14 Baht
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 17 | 31 | 55 | 130 | 243 | 564 | 1271 |
2 | 21 | 35 | 59 | 134 | 247 | 568 | 1025 |
3 | 25 | 40 | 63 | 130 | 247 | 567 | 836 |
4 | 28 | 45 | 68 | 134 | 248 | 569 | 692 |
5 | 31 | 49 | 75 | 139 | 249 | 570 | 582 |
6 | 30 | 49 | 76 | 142 | 247 | 568 | 568 |
7 | 35 | 55 | 82 | 148 | 250 | 572 | 572 |
8 | 33 | 54 | 80 | 145 | 249 | 570 | 570 |
9 | 34 | 56 | 81 | 145 | 250 | 571 | 571 |
10 | 36 | 58 | 82 | 146 | 251 | 572 | 572 |
11 | 38 | 60 | 83 | 147 | 252 | 573 | 573 |
12 | 39 | 62 | 84 | 148 | 253 | 574 | 574 |
13 | 40 | 63 | 84 | 148 | 253 | 574 | 574 |
14 | 40 | 63 | 85 | 149 | 254 | 575 | 575 |
15 | 40 | 63 | 85 | 149 | 254 | 575 | 575 |
16 | 40 | 63 | 84 | 148 | 253 | 574 | 574 |
17 | 40 | 63 | 84 | 148 | 253 | 574 | 574 |
18 | 39 | 62 | 84 | 147 | 252 | 573 | 573 |
19 | 39 | 62 | 83 | 147 | 252 | 573 | 573 |
20 | 39 | 62 | 83 | 147 | 252 | 573 | 573 |
21 | 38 | 62 | 83 | 147 | 252 | 573 | 573 |
22 | 38 | 61 | 83 | 147 | 252 | 573 | 573 |
23 | 38 | 61 | 83 | 146 | 251 | 572 | 572 |
24 | 38 | 61 | 82 | 146 | 251 | 572 | 572 |
25 | 37 | 60 | 82 | 146 | 251 | 572 | 572 |
26 | 37 | 60 | 81 | 145 | 250 | 571 | 571 |
27 | 36 | 59 | 81 | 145 | 250 | 571 | 571 |
28 | 36 | 59 | 80 | 144 | 249 | 570 | 570 |
29 | 35 | 58 | 80 | 144 | 249 | 570 | 570 |
30 | 35 | 58 | 79 | 143 | 248 | 569 | 569 |
2.15 Canadian dollar
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 16 | 30 | 55 | 129 | 243 | 564 | 1287 |
2 | 17 | 31 | 56 | 130 | 244 | 565 | 1037 |
3 | 19 | 35 | 58 | 125 | 241 | 562 | 846 |
4 | 21 | 37 | 61 | 127 | 240 | 561 | 700 |
5 | 22 | 40 | 66 | 130 | 240 | 561 | 588 |
6 | 23 | 42 | 70 | 135 | 240 | 561 | 561 |
7 | 24 | 44 | 71 | 137 | 240 | 561 | 561 |
8 | 24 | 45 | 71 | 136 | 240 | 561 | 561 |
9 | 25 | 46 | 71 | 135 | 240 | 561 | 561 |
10 | 25 | 47 | 71 | 135 | 240 | 561 | 561 |
11 | 26 | 48 | 72 | 135 | 240 | 561 | 561 |
12 | 26 | 49 | 72 | 135 | 240 | 562 | 562 |
13 | 27 | 50 | 72 | 136 | 241 | 562 | 562 |
14 | 27 | 50 | 72 | 136 | 241 | 562 | 562 |
15 | 27 | 50 | 72 | 136 | 241 | 562 | 562 |
16 | 27 | 50 | 72 | 135 | 240 | 561 | 561 |
17 | 27 | 50 | 72 | 135 | 240 | 562 | 562 |
18 | 27 | 50 | 72 | 135 | 240 | 561 | 561 |
19 | 27 | 50 | 72 | 135 | 240 | 561 | 561 |
20 | 27 | 50 | 72 | 135 | 240 | 562 | 562 |
21 | 27 | 50 | 72 | 135 | 240 | 561 | 561 |
22 | 27 | 50 | 71 | 135 | 240 | 561 | 561 |
23 | 26 | 49 | 71 | 135 | 240 | 561 | 561 |
24 | 26 | 49 | 71 | 134 | 239 | 560 | 560 |
25 | 25 | 49 | 70 | 134 | 239 | 560 | 560 |
26 | 25 | 48 | 70 | 134 | 239 | 560 | 560 |
27 | 25 | 48 | 69 | 133 | 238 | 559 | 559 |
28 | 24 | 47 | 69 | 133 | 238 | 559 | 559 |
29 | 24 | 47 | 69 | 132 | 237 | 558 | 558 |
30 | 24 | 47 | 68 | 132 | 237 | 558 | 558 |
2.16 Chilean peso
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 50 | 65 | 89 | 164 | 277 | 598 | 1281 |
2 | 53 | 67 | 92 | 166 | 280 | 601 | 1033 |
3 | 57 | 72 | 96 | 163 | 279 | 600 | 844 |
4 | 59 | 76 | 100 | 166 | 279 | 600 | 700 |
5 | 61 | 79 | 105 | 169 | 279 | 600 | 600 |
6 | 63 | 82 | 109 | 174 | 280 | 601 | 601 |
7 | 64 | 84 | 111 | 177 | 280 | 601 | 601 |
8 | 63 | 84 | 110 | 175 | 279 | 600 | 600 |
9 | 63 | 84 | 109 | 174 | 279 | 600 | 600 |
10 | 64 | 86 | 110 | 174 | 279 | 600 | 600 |
11 | 64 | 86 | 109 | 173 | 278 | 599 | 599 |
12 | 64 | 86 | 109 | 173 | 278 | 599 | 599 |
13 | 63 | 86 | 108 | 172 | 277 | 598 | 598 |
14 | 62 | 86 | 107 | 171 | 276 | 597 | 597 |
15 | 62 | 85 | 106 | 170 | 275 | 596 | 596 |
16 | 61 | 84 | 105 | 169 | 274 | 595 | 595 |
17 | 60 | 83 | 105 | 168 | 273 | 595 | 595 |
18 | 59 | 82 | 104 | 168 | 273 | 594 | 594 |
19 | 59 | 82 | 103 | 167 | 272 | 593 | 593 |
20 | 58 | 81 | 103 | 166 | 271 | 592 | 592 |
21 | 57 | 80 | 102 | 166 | 271 | 592 | 592 |
22 | 56 | 79 | 101 | 165 | 270 | 591 | 591 |
23 | 55 | 79 | 100 | 164 | 269 | 590 | 590 |
24 | 55 | 78 | 99 | 163 | 268 | 589 | 589 |
25 | 54 | 77 | 98 | 162 | 267 | 588 | 588 |
26 | 53 | 76 | 97 | 161 | 266 | 587 | 587 |
27 | 52 | 75 | 96 | 160 | 265 | 586 | 586 |
28 | 51 | 74 | 96 | 159 | 264 | 585 | 585 |
29 | 50 | 73 | 95 | 159 | 263 | 585 | 585 |
30 | 49 | 72 | 94 | 158 | 263 | 584 | 584 |
2.17 Colombian peso
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 82 | 96 | 120 | 195 | 308 | 629 | 1331 |
2 | 86 | 100 | 125 | 199 | 313 | 634 | 1079 |
3 | 88 | 103 | 126 | 193 | 309 | 630 | 883 |
4 | 88 | 105 | 128 | 194 | 308 | 629 | 732 |
5 | 91 | 109 | 135 | 199 | 309 | 630 | 630 |
6 | 93 | 112 | 139 | 205 | 310 | 631 | 631 |
7 | 95 | 114 | 141 | 208 | 310 | 631 | 631 |
8 | 96 | 116 | 142 | 207 | 311 | 632 | 632 |
9 | 96 | 117 | 143 | 207 | 312 | 633 | 633 |
10 | 97 | 119 | 143 | 207 | 312 | 633 | 633 |
11 | 97 | 119 | 142 | 206 | 311 | 632 | 632 |
12 | 96 | 119 | 142 | 205 | 310 | 631 | 631 |
13 | 96 | 118 | 140 | 204 | 309 | 630 | 630 |
14 | 94 | 117 | 139 | 203 | 308 | 629 | 629 |
15 | 93 | 116 | 137 | 201 | 306 | 627 | 627 |
16 | 91 | 114 | 136 | 200 | 305 | 626 | 626 |
17 | 90 | 113 | 135 | 198 | 303 | 625 | 625 |
18 | 89 | 112 | 133 | 197 | 302 | 623 | 623 |
19 | 87 | 110 | 132 | 196 | 301 | 622 | 622 |
20 | 86 | 109 | 131 | 194 | 299 | 620 | 620 |
21 | 85 | 108 | 129 | 193 | 298 | 619 | 619 |
22 | 83 | 106 | 128 | 192 | 297 | 618 | 618 |
23 | 81 | 105 | 126 | 190 | 295 | 616 | 616 |
24 | 80 | 103 | 125 | 188 | 293 | 614 | 614 |
25 | 78 | 101 | 123 | 187 | 292 | 613 | 613 |
26 | 77 | 100 | 121 | 185 | 290 | 611 | 611 |
27 | 75 | 98 | 120 | 184 | 289 | 610 | 610 |
28 | 74 | 97 | 118 | 182 | 287 | 608 | 608 |
29 | 72 | 95 | 117 | 181 | 286 | 607 | 607 |
30 | 71 | 94 | 115 | 179 | 284 | 605 | 605 |
2.18 Hong Kong dollar
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 10 | 24 | 48 | 123 | 236 | 557 | 1290 |
2 | 13 | 27 | 51 | 126 | 239 | 560 | 1038 |
3 | 16 | 31 | 55 | 121 | 238 | 559 | 846 |
4 | 19 | 35 | 59 | 125 | 239 | 560 | 700 |
5 | 22 | 39 | 65 | 129 | 240 | 561 | 588 |
6 | 23 | 42 | 69 | 135 | 240 | 561 | 561 |
7 | 25 | 44 | 71 | 138 | 240 | 561 | 561 |
8 | 25 | 45 | 71 | 136 | 240 | 561 | 561 |
9 | 25 | 46 | 71 | 135 | 240 | 561 | 561 |
10 | 25 | 47 | 71 | 135 | 240 | 561 | 561 |
11 | 26 | 48 | 71 | 135 | 240 | 561 | 561 |
12 | 26 | 49 | 71 | 135 | 240 | 561 | 561 |
13 | 26 | 49 | 70 | 134 | 239 | 560 | 560 |
14 | 25 | 48 | 70 | 134 | 239 | 560 | 560 |
15 | 24 | 48 | 69 | 133 | 238 | 559 | 559 |
16 | 24 | 47 | 68 | 132 | 237 | 558 | 558 |
17 | 23 | 46 | 68 | 132 | 237 | 558 | 558 |
18 | 23 | 46 | 67 | 131 | 236 | 557 | 557 |
19 | 23 | 46 | 67 | 131 | 236 | 557 | 557 |
20 | 23 | 46 | 67 | 131 | 236 | 557 | 557 |
21 | 23 | 46 | 68 | 131 | 236 | 557 | 557 |
22 | 23 | 46 | 68 | 131 | 236 | 557 | 557 |
23 | 23 | 46 | 68 | 131 | 236 | 557 | 557 |
24 | 23 | 46 | 67 | 131 | 236 | 557 | 557 |
25 | 23 | 46 | 67 | 131 | 236 | 557 | 557 |
26 | 22 | 46 | 67 | 131 | 236 | 557 | 557 |
27 | 22 | 45 | 67 | 131 | 236 | 557 | 557 |
28 | 22 | 45 | 67 | 131 | 236 | 557 | 557 |
29 | 22 | 45 | 67 | 130 | 235 | 556 | 556 |
30 | 23 | 45 | 66 | 130 | 235 | 556 | 556 |
2.19 Indian rupee
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 95 | 109 | 134 | 208 | 322 | 643 | 1359 |
2 | 95 | 110 | 134 | 209 | 322 | 643 | 1100 |
3 | 96 | 112 | 135 | 202 | 318 | 639 | 900 |
4 | 97 | 114 | 138 | 204 | 317 | 638 | 747 |
5 | 98 | 116 | 142 | 206 | 316 | 637 | 637 |
6 | 99 | 118 | 145 | 210 | 316 | 637 | 637 |
7 | 99 | 119 | 146 | 212 | 315 | 636 | 636 |
8 | 99 | 120 | 146 | 211 | 315 | 636 | 636 |
9 | 98 | 120 | 145 | 209 | 314 | 635 | 635 |
10 | 97 | 119 | 143 | 207 | 312 | 633 | 633 |
11 | 96 | 119 | 142 | 206 | 311 | 632 | 632 |
12 | 95 | 118 | 140 | 204 | 309 | 630 | 630 |
13 | 93 | 116 | 138 | 202 | 307 | 628 | 628 |
14 | 92 | 115 | 136 | 200 | 305 | 626 | 626 |
15 | 90 | 113 | 134 | 198 | 303 | 624 | 624 |
16 | 88 | 111 | 132 | 196 | 301 | 622 | 622 |
17 | 86 | 109 | 131 | 195 | 300 | 621 | 621 |
18 | 84 | 108 | 129 | 193 | 298 | 619 | 619 |
19 | 83 | 106 | 128 | 192 | 297 | 618 | 618 |
20 | 82 | 105 | 127 | 191 | 296 | 617 | 617 |
21 | 81 | 104 | 126 | 189 | 294 | 616 | 616 |
22 | 80 | 103 | 125 | 188 | 293 | 614 | 614 |
23 | 79 | 102 | 123 | 187 | 292 | 613 | 613 |
24 | 77 | 101 | 122 | 186 | 291 | 612 | 612 |
25 | 76 | 99 | 121 | 185 | 290 | 611 | 611 |
26 | 75 | 98 | 120 | 184 | 289 | 610 | 610 |
27 | 74 | 97 | 119 | 182 | 287 | 608 | 608 |
28 | 73 | 96 | 117 | 181 | 286 | 607 | 607 |
29 | 72 | 95 | 116 | 180 | 285 | 606 | 606 |
30 | 71 | 94 | 115 | 179 | 284 | 605 | 605 |
2.20 Mexican peso
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 334 | 348 | 373 | 448 | 561 | 882 | 1387 |
2 | 83 | 97 | 121 | 196 | 309 | 630 | 1114 |
3 | 86 | 101 | 125 | 191 | 308 | 629 | 908 |
4 | 90 | 106 | 130 | 196 | 309 | 630 | 751 |
5 | 92 | 110 | 136 | 200 | 310 | 631 | 631 |
6 | 94 | 112 | 140 | 205 | 311 | 632 | 632 |
7 | 95 | 115 | 142 | 208 | 311 | 632 | 632 |
8 | 96 | 116 | 142 | 208 | 312 | 633 | 633 |
9 | 96 | 118 | 143 | 207 | 312 | 633 | 633 |
10 | 97 | 118 | 143 | 207 | 312 | 633 | 633 |
11 | 97 | 119 | 143 | 206 | 311 | 632 | 632 |
12 | 98 | 120 | 143 | 207 | 312 | 633 | 633 |
13 | 98 | 121 | 143 | 207 | 312 | 633 | 633 |
14 | 99 | 122 | 144 | 207 | 312 | 633 | 633 |
15 | 100 | 123 | 144 | 208 | 313 | 634 | 634 |
16 | 100 | 124 | 145 | 209 | 314 | 635 | 635 |
17 | 101 | 125 | 146 | 210 | 315 | 636 | 636 |
18 | 102 | 126 | 147 | 211 | 316 | 637 | 637 |
19 | 103 | 126 | 148 | 212 | 317 | 638 | 638 |
20 | 104 | 127 | 149 | 212 | 317 | 638 | 638 |
21 | 104 | 127 | 149 | 213 | 318 | 639 | 639 |
22 | 104 | 127 | 148 | 212 | 317 | 638 | 638 |
23 | 103 | 126 | 148 | 212 | 317 | 638 | 638 |
24 | 102 | 125 | 147 | 211 | 316 | 637 | 637 |
25 | 101 | 124 | 146 | 210 | 315 | 636 | 636 |
26 | 100 | 123 | 145 | 209 | 314 | 635 | 635 |
27 | 99 | 122 | 143 | 207 | 312 | 633 | 633 |
28 | 97 | 121 | 142 | 206 | 311 | 632 | 632 |
29 | 96 | 119 | 141 | 205 | 310 | 631 | 631 |
30 | 95 | 118 | 139 | 203 | 308 | 629 | 629 |
2.21 New Taiwan dollar
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 11 | 36 | 110 | 224 | 545 | 1258 |
2 | 1 | 11 | 36 | 110 | 224 | 545 | 1014 |
3 | 2 | 13 | 36 | 103 | 220 | 541 | 827 |
4 | 3 | 15 | 38 | 104 | 218 | 539 | 685 |
5 | 4 | 16 | 43 | 107 | 217 | 538 | 575 |
6 | 5 | 18 | 45 | 111 | 216 | 537 | 537 |
7 | 5 | 19 | 46 | 113 | 215 | 536 | 536 |
8 | 7 | 19 | 45 | 110 | 215 | 536 | 536 |
9 | 7 | 19 | 44 | 109 | 213 | 535 | 535 |
10 | 8 | 20 | 44 | 108 | 213 | 534 | 534 |
11 | 8 | 21 | 44 | 108 | 213 | 534 | 534 |
12 | 9 | 22 | 44 | 108 | 213 | 534 | 534 |
13 | 11 | 22 | 44 | 108 | 213 | 534 | 534 |
14 | 11 | 23 | 44 | 108 | 213 | 534 | 534 |
15 | 12 | 23 | 44 | 108 | 213 | 534 | 534 |
16 | 12 | 23 | 44 | 108 | 213 | 534 | 534 |
17 | 13 | 23 | 45 | 109 | 214 | 535 | 535 |
18 | 15 | 24 | 45 | 109 | 214 | 535 | 535 |
19 | 15 | 24 | 46 | 110 | 215 | 536 | 536 |
20 | 16 | 25 | 47 | 111 | 216 | 537 | 537 |
21 | 16 | 26 | 48 | 112 | 217 | 538 | 538 |
22 | 17 | 27 | 48 | 112 | 217 | 538 | 538 |
23 | 17 | 27 | 49 | 113 | 218 | 539 | 539 |
24 | 19 | 28 | 49 | 113 | 218 | 539 | 539 |
25 | 19 | 28 | 50 | 114 | 219 | 540 | 540 |
26 | 20 | 29 | 50 | 114 | 219 | 540 | 540 |
27 | 20 | 29 | 51 | 114 | 219 | 540 | 540 |
28 | 21 | 29 | 51 | 115 | 220 | 541 | 541 |
29 | 22 | 30 | 51 | 115 | 220 | 541 | 541 |
30 | 23 | 30 | 51 | 115 | 220 | 541 | 541 |
2.22 New Zealand dollar
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 53 | 67 | 91 | 166 | 279 | 600 | 1273 |
2 | 54 | 68 | 92 | 167 | 280 | 601 | 1026 |
3 | 55 | 70 | 93 | 160 | 276 | 597 | 837 |
4 | 55 | 71 | 95 | 161 | 275 | 596 | 693 |
5 | 56 | 73 | 99 | 163 | 274 | 595 | 595 |
6 | 56 | 75 | 102 | 168 | 273 | 594 | 594 |
7 | 56 | 76 | 103 | 169 | 272 | 593 | 593 |
8 | 55 | 76 | 102 | 167 | 271 | 592 | 592 |
9 | 55 | 76 | 101 | 165 | 270 | 591 | 591 |
10 | 54 | 76 | 100 | 164 | 269 | 590 | 590 |
11 | 53 | 75 | 99 | 163 | 268 | 589 | 589 |
12 | 52 | 75 | 97 | 161 | 266 | 587 | 587 |
13 | 51 | 74 | 96 | 160 | 264 | 586 | 586 |
14 | 50 | 73 | 94 | 158 | 263 | 584 | 584 |
15 | 48 | 71 | 93 | 157 | 262 | 583 | 583 |
16 | 47 | 70 | 91 | 155 | 260 | 581 | 581 |
17 | 45 | 69 | 90 | 154 | 259 | 580 | 580 |
18 | 44 | 67 | 89 | 153 | 258 | 579 | 579 |
19 | 43 | 67 | 88 | 152 | 257 | 578 | 578 |
20 | 43 | 66 | 88 | 151 | 256 | 578 | 578 |
21 | 42 | 65 | 87 | 151 | 256 | 577 | 577 |
22 | 42 | 65 | 86 | 150 | 255 | 576 | 576 |
23 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
24 | 40 | 63 | 85 | 149 | 254 | 575 | 575 |
25 | 40 | 63 | 84 | 148 | 253 | 574 | 574 |
26 | 39 | 62 | 84 | 147 | 252 | 574 | 574 |
27 | 38 | 61 | 83 | 147 | 252 | 573 | 573 |
28 | 38 | 61 | 82 | 146 | 251 | 572 | 572 |
29 | 37 | 60 | 82 | 145 | 250 | 572 | 572 |
30 | 36 | 59 | 81 | 145 | 250 | 571 | 571 |
2.23 Rand
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 116 | 130 | 155 | 229 | 343 | 664 | 1378 |
2 | 117 | 131 | 156 | 230 | 344 | 665 | 1111 |
3 | 119 | 135 | 158 | 225 | 341 | 662 | 907 |
4 | 121 | 138 | 162 | 228 | 341 | 662 | 752 |
5 | 123 | 141 | 167 | 231 | 341 | 662 | 662 |
6 | 124 | 143 | 170 | 235 | 341 | 662 | 662 |
7 | 125 | 144 | 171 | 237 | 340 | 661 | 661 |
8 | 124 | 144 | 170 | 235 | 339 | 660 | 660 |
9 | 123 | 144 | 169 | 234 | 339 | 660 | 660 |
10 | 123 | 144 | 169 | 233 | 338 | 659 | 659 |
11 | 122 | 144 | 167 | 231 | 336 | 657 | 657 |
12 | 120 | 143 | 166 | 229 | 334 | 655 | 655 |
13 | 119 | 142 | 164 | 227 | 332 | 654 | 654 |
14 | 117 | 140 | 162 | 225 | 330 | 651 | 651 |
15 | 115 | 138 | 159 | 223 | 328 | 649 | 649 |
16 | 112 | 135 | 157 | 221 | 326 | 647 | 647 |
17 | 110 | 133 | 155 | 219 | 324 | 645 | 645 |
18 | 108 | 131 | 153 | 216 | 321 | 642 | 642 |
19 | 106 | 129 | 151 | 214 | 319 | 640 | 640 |
20 | 104 | 127 | 149 | 213 | 318 | 639 | 639 |
21 | 102 | 126 | 147 | 211 | 316 | 637 | 637 |
22 | 101 | 124 | 145 | 209 | 314 | 635 | 635 |
23 | 99 | 122 | 143 | 207 | 312 | 633 | 633 |
24 | 97 | 120 | 142 | 205 | 310 | 632 | 632 |
25 | 95 | 118 | 140 | 204 | 309 | 630 | 630 |
26 | 93 | 116 | 138 | 202 | 307 | 628 | 628 |
27 | 92 | 115 | 136 | 200 | 305 | 626 | 626 |
28 | 90 | 113 | 135 | 198 | 303 | 625 | 625 |
29 | 88 | 111 | 133 | 197 | 302 | 623 | 623 |
30 | 87 | 110 | 131 | 195 | 300 | 621 | 621 |
2.24 Real
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 170 | 184 | 209 | 284 | 397 | 718 | 1334 |
2 | 180 | 194 | 218 | 293 | 406 | 727 | 1084 |
3 | 185 | 200 | 224 | 290 | 407 | 728 | 890 |
4 | 188 | 204 | 228 | 294 | 407 | 728 | 740 |
5 | 189 | 207 | 233 | 297 | 407 | 728 | 728 |
6 | 189 | 207 | 235 | 300 | 406 | 727 | 727 |
7 | 189 | 208 | 235 | 302 | 404 | 725 | 725 |
8 | 187 | 208 | 234 | 299 | 403 | 724 | 724 |
9 | 186 | 207 | 232 | 296 | 401 | 722 | 722 |
10 | 185 | 207 | 231 | 295 | 400 | 721 | 721 |
11 | 184 | 206 | 229 | 293 | 398 | 719 | 719 |
12 | 182 | 204 | 227 | 290 | 395 | 717 | 717 |
13 | 179 | 202 | 224 | 288 | 393 | 714 | 714 |
14 | 176 | 199 | 221 | 285 | 390 | 711 | 711 |
15 | 173 | 196 | 218 | 281 | 386 | 707 | 707 |
16 | 170 | 193 | 214 | 278 | 383 | 704 | 704 |
17 | 167 | 190 | 211 | 275 | 380 | 701 | 701 |
18 | 164 | 187 | 208 | 272 | 377 | 698 | 698 |
19 | 160 | 184 | 205 | 269 | 374 | 695 | 695 |
20 | 158 | 181 | 202 | 266 | 371 | 692 | 692 |
21 | 154 | 178 | 199 | 263 | 368 | 689 | 689 |
22 | 151 | 174 | 196 | 260 | 365 | 686 | 686 |
23 | 148 | 171 | 193 | 257 | 362 | 683 | 683 |
24 | 145 | 168 | 190 | 254 | 359 | 680 | 680 |
25 | 142 | 165 | 187 | 251 | 356 | 677 | 677 |
26 | 139 | 162 | 184 | 248 | 353 | 674 | 674 |
27 | 136 | 159 | 181 | 245 | 350 | 671 | 671 |
28 | 133 | 156 | 178 | 242 | 347 | 668 | 668 |
29 | 131 | 154 | 175 | 239 | 344 | 665 | 665 |
30 | 128 | 151 | 172 | 236 | 341 | 662 | 662 |
2.25 Renminbi-yuan
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 30 | 44 | 69 | 143 | 257 | 578 | 1299 |
2 | 31 | 45 | 70 | 144 | 258 | 579 | 1048 |
3 | 32 | 47 | 71 | 137 | 254 | 575 | 855 |
4 | 33 | 49 | 73 | 139 | 253 | 574 | 709 |
5 | 34 | 52 | 78 | 142 | 252 | 573 | 596 |
6 | 34 | 53 | 80 | 146 | 251 | 572 | 572 |
7 | 35 | 54 | 81 | 148 | 250 | 571 | 571 |
8 | 34 | 54 | 80 | 145 | 249 | 570 | 570 |
9 | 33 | 54 | 79 | 143 | 248 | 569 | 569 |
10 | 33 | 54 | 78 | 143 | 248 | 569 | 569 |
11 | 32 | 55 | 78 | 142 | 247 | 568 | 568 |
12 | 32 | 55 | 77 | 141 | 246 | 567 | 567 |
13 | 32 | 55 | 77 | 141 | 246 | 567 | 567 |
14 | 32 | 55 | 76 | 140 | 245 | 566 | 566 |
15 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
16 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
17 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
18 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
19 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
20 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
21 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
22 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
23 | 31 | 54 | 76 | 140 | 245 | 566 | 566 |
24 | 31 | 54 | 75 | 139 | 244 | 565 | 565 |
25 | 31 | 54 | 75 | 139 | 244 | 565 | 565 |
26 | 30 | 53 | 75 | 139 | 244 | 565 | 565 |
27 | 30 | 53 | 75 | 138 | 243 | 565 | 565 |
28 | 30 | 53 | 74 | 138 | 243 | 564 | 564 |
29 | 29 | 52 | 74 | 138 | 243 | 564 | 564 |
30 | 29 | 52 | 74 | 138 | 243 | 564 | 564 |
2.26 Ringgit
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 27 | 41 | 66 | 140 | 254 | 575 | 1313 |
2 | 29 | 43 | 67 | 142 | 255 | 576 | 1058 |
3 | 31 | 47 | 70 | 137 | 253 | 574 | 863 |
4 | 34 | 50 | 74 | 140 | 253 | 574 | 715 |
5 | 36 | 54 | 80 | 144 | 254 | 575 | 600 |
6 | 37 | 56 | 83 | 149 | 254 | 575 | 575 |
7 | 39 | 59 | 86 | 152 | 254 | 576 | 576 |
8 | 39 | 59 | 85 | 150 | 254 | 576 | 576 |
9 | 39 | 60 | 85 | 150 | 255 | 576 | 576 |
10 | 40 | 62 | 86 | 150 | 255 | 576 | 576 |
11 | 41 | 63 | 86 | 150 | 255 | 576 | 576 |
12 | 41 | 64 | 87 | 150 | 255 | 576 | 576 |
13 | 42 | 65 | 86 | 150 | 255 | 576 | 576 |
14 | 42 | 65 | 86 | 150 | 255 | 576 | 576 |
15 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
16 | 41 | 64 | 86 | 149 | 254 | 575 | 575 |
17 | 41 | 64 | 86 | 149 | 254 | 576 | 576 |
18 | 41 | 64 | 86 | 149 | 254 | 575 | 575 |
19 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
20 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
21 | 41 | 65 | 86 | 150 | 255 | 576 | 576 |
22 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
23 | 41 | 64 | 86 | 150 | 255 | 576 | 576 |
24 | 41 | 64 | 85 | 149 | 254 | 575 | 575 |
25 | 40 | 64 | 85 | 149 | 254 | 575 | 575 |
26 | 40 | 63 | 85 | 148 | 253 | 574 | 574 |
27 | 39 | 63 | 84 | 148 | 253 | 574 | 574 |
28 | 39 | 62 | 84 | 147 | 252 | 573 | 573 |
29 | 38 | 62 | 83 | 147 | 252 | 573 | 573 |
30 | 38 | 61 | 83 | 146 | 251 | 572 | 572 |
2.27 Russian rouble
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 126 | 140 | 165 | 239 | 353 | 674 | 1374 |
2 | 125 | 139 | 164 | 238 | 352 | 673 | 1107 |
3 | 125 | 140 | 164 | 230 | 347 | 668 | 903 |
4 | 125 | 142 | 165 | 231 | 345 | 666 | 748 |
5 | 126 | 143 | 170 | 234 | 344 | 665 | 665 |
6 | 125 | 144 | 171 | 237 | 342 | 663 | 663 |
7 | 125 | 145 | 172 | 238 | 341 | 662 | 662 |
8 | 125 | 145 | 171 | 236 | 340 | 661 | 661 |
9 | 123 | 145 | 170 | 234 | 339 | 660 | 660 |
10 | 123 | 145 | 169 | 233 | 338 | 659 | 659 |
11 | 123 | 145 | 169 | 232 | 337 | 659 | 659 |
12 | 122 | 145 | 167 | 231 | 336 | 657 | 657 |
13 | 121 | 144 | 166 | 230 | 335 | 656 | 656 |
14 | 120 | 143 | 165 | 229 | 334 | 655 | 655 |
15 | 118 | 141 | 163 | 226 | 331 | 652 | 652 |
16 | 116 | 139 | 160 | 224 | 329 | 650 | 650 |
17 | 113 | 136 | 158 | 222 | 327 | 648 | 648 |
18 | 111 | 134 | 156 | 219 | 324 | 645 | 645 |
19 | 109 | 132 | 153 | 217 | 322 | 643 | 643 |
20 | 107 | 130 | 151 | 215 | 320 | 641 | 641 |
21 | 104 | 127 | 149 | 213 | 318 | 639 | 639 |
22 | 102 | 125 | 147 | 211 | 316 | 637 | 637 |
23 | 100 | 123 | 144 | 208 | 313 | 634 | 634 |
24 | 98 | 121 | 142 | 206 | 311 | 632 | 632 |
25 | 95 | 119 | 140 | 204 | 309 | 630 | 630 |
26 | 93 | 116 | 138 | 202 | 307 | 628 | 628 |
27 | 91 | 114 | 136 | 200 | 305 | 626 | 626 |
28 | 89 | 112 | 134 | 198 | 303 | 624 | 624 |
29 | 87 | 110 | 132 | 196 | 301 | 622 | 622 |
30 | 85 | 108 | 130 | 194 | 299 | 620 | 620 |
2.28 Singapore dollar
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 12 | 36 | 111 | 224 | 545 | 1277 |
2 | 1 | 14 | 38 | 113 | 226 | 547 | 1028 |
3 | 2 | 17 | 41 | 107 | 224 | 545 | 839 |
4 | 4 | 21 | 45 | 111 | 224 | 545 | 694 |
5 | 7 | 24 | 51 | 115 | 225 | 546 | 583 |
6 | 8 | 27 | 54 | 120 | 225 | 546 | 546 |
7 | 10 | 30 | 57 | 123 | 225 | 546 | 546 |
8 | 10 | 30 | 56 | 121 | 225 | 546 | 546 |
9 | 10 | 31 | 56 | 120 | 225 | 546 | 546 |
10 | 10 | 32 | 56 | 120 | 225 | 546 | 546 |
11 | 10 | 33 | 56 | 120 | 225 | 546 | 546 |
12 | 11 | 33 | 56 | 120 | 225 | 546 | 546 |
13 | 11 | 34 | 56 | 119 | 224 | 545 | 545 |
14 | 11 | 34 | 55 | 119 | 224 | 545 | 545 |
15 | 12 | 34 | 55 | 119 | 224 | 545 | 545 |
16 | 13 | 33 | 55 | 119 | 224 | 545 | 545 |
17 | 13 | 33 | 55 | 119 | 224 | 545 | 545 |
18 | 15 | 33 | 55 | 119 | 224 | 545 | 545 |
19 | 15 | 33 | 55 | 119 | 224 | 545 | 545 |
20 | 16 | 34 | 56 | 119 | 224 | 545 | 545 |
21 | 16 | 34 | 56 | 120 | 225 | 546 | 546 |
22 | 17 | 35 | 56 | 120 | 225 | 546 | 546 |
23 | 18 | 35 | 57 | 120 | 225 | 546 | 546 |
24 | 19 | 35 | 57 | 121 | 226 | 547 | 547 |
25 | 19 | 35 | 57 | 121 | 226 | 547 | 547 |
26 | 20 | 36 | 57 | 121 | 226 | 547 | 547 |
27 | 20 | 36 | 57 | 121 | 226 | 547 | 547 |
28 | 21 | 36 | 57 | 121 | 226 | 547 | 547 |
29 | 22 | 36 | 57 | 121 | 226 | 547 | 547 |
30 | 23 | 36 | 58 | 121 | 226 | 547 | 547 |
2.29 South Korean won
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 36 | 50 | 74 | 149 | 262 | 583 | 1276 |
2 | 36 | 50 | 75 | 149 | 263 | 584 | 1027 |
3 | 36 | 51 | 75 | 141 | 258 | 579 | 838 |
4 | 36 | 53 | 76 | 142 | 256 | 577 | 693 |
5 | 36 | 54 | 80 | 144 | 254 | 576 | 582 |
6 | 39 | 57 | 85 | 150 | 256 | 577 | 577 |
7 | 36 | 56 | 83 | 149 | 252 | 573 | 573 |
8 | 40 | 60 | 86 | 152 | 256 | 577 | 577 |
9 | 39 | 60 | 85 | 150 | 255 | 576 | 576 |
10 | 34 | 56 | 80 | 144 | 249 | 570 | 570 |
11 | 30 | 52 | 75 | 139 | 244 | 565 | 565 |
12 | 27 | 50 | 72 | 136 | 241 | 562 | 562 |
13 | 25 | 48 | 70 | 133 | 238 | 560 | 560 |
14 | 23 | 46 | 68 | 132 | 237 | 558 | 558 |
15 | 22 | 45 | 66 | 130 | 235 | 556 | 556 |
16 | 20 | 43 | 65 | 129 | 234 | 555 | 555 |
17 | 19 | 42 | 64 | 128 | 233 | 554 | 554 |
18 | 19 | 42 | 63 | 127 | 232 | 553 | 553 |
19 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
20 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
21 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
22 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
23 | 18 | 41 | 63 | 127 | 232 | 553 | 553 |
24 | 19 | 41 | 63 | 126 | 231 | 553 | 553 |
25 | 19 | 41 | 63 | 126 | 231 | 552 | 552 |
26 | 20 | 41 | 62 | 126 | 231 | 552 | 552 |
27 | 20 | 41 | 62 | 126 | 231 | 552 | 552 |
28 | 21 | 41 | 62 | 126 | 231 | 552 | 552 |
29 | 22 | 41 | 62 | 126 | 231 | 552 | 552 |
30 | 23 | 40 | 62 | 126 | 231 | 552 | 552 |
2.30 Turkish lira
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 200 | 214 | 239 | 314 | 427 | 748 | 1503 |
2 | 196 | 210 | 235 | 310 | 423 | 744 | 1215 |
3 | 192 | 208 | 231 | 298 | 414 | 735 | 991 |
4 | 189 | 205 | 229 | 295 | 408 | 729 | 821 |
5 | 185 | 203 | 229 | 293 | 403 | 724 | 724 |
6 | 181 | 200 | 227 | 293 | 398 | 719 | 719 |
7 | 178 | 197 | 224 | 291 | 393 | 714 | 714 |
8 | 173 | 194 | 220 | 285 | 389 | 710 | 710 |
9 | 169 | 190 | 215 | 280 | 384 | 706 | 706 |
10 | 165 | 187 | 211 | 275 | 380 | 701 | 701 |
11 | 162 | 184 | 207 | 271 | 376 | 697 | 697 |
12 | 158 | 181 | 203 | 267 | 372 | 693 | 693 |
13 | 154 | 177 | 199 | 263 | 368 | 689 | 689 |
14 | 151 | 174 | 195 | 259 | 364 | 685 | 685 |
15 | 147 | 170 | 192 | 255 | 360 | 682 | 682 |
16 | 144 | 167 | 188 | 252 | 357 | 678 | 678 |
17 | 140 | 163 | 185 | 249 | 354 | 675 | 675 |
18 | 137 | 160 | 182 | 246 | 351 | 672 | 672 |
19 | 134 | 158 | 179 | 243 | 348 | 669 | 669 |
20 | 132 | 155 | 176 | 240 | 345 | 666 | 666 |
21 | 129 | 152 | 174 | 238 | 342 | 664 | 664 |
22 | 126 | 149 | 171 | 235 | 340 | 661 | 661 |
23 | 124 | 147 | 168 | 232 | 337 | 658 | 658 |
24 | 121 | 144 | 166 | 230 | 335 | 656 | 656 |
25 | 119 | 142 | 163 | 227 | 332 | 653 | 653 |
26 | 116 | 139 | 161 | 225 | 330 | 651 | 651 |
27 | 114 | 137 | 158 | 222 | 327 | 648 | 648 |
28 | 111 | 135 | 156 | 220 | 325 | 646 | 646 |
29 | 109 | 132 | 154 | 218 | 323 | 644 | 644 |
30 | 107 | 130 | 152 | 216 | 321 | 642 | 642 |
2.31 US dollar
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 8 | 26 | 50 | 106 | 242 | 563 | 1283 |
2 | 8 | 26 | 50 | 106 | 242 | 563 | 1033 |
3 | 10 | 29 | 52 | 101 | 240 | 561 | 842 |
4 | 12 | 33 | 56 | 98 | 240 | 561 | 697 |
5 | 16 | 40 | 61 | 101 | 241 | 562 | 586 |
6 | 18 | 43 | 65 | 98 | 241 | 563 | 563 |
7 | 19 | 45 | 64 | 91 | 242 | 563 | 563 |
8 | 17 | 44 | 63 | 91 | 242 | 563 | 563 |
9 | 18 | 45 | 65 | 94 | 242 | 563 | 563 |
10 | 20 | 48 | 68 | 98 | 242 | 563 | 563 |
11 | 21 | 50 | 70 | 101 | 242 | 563 | 563 |
12 | 23 | 53 | 71 | 102 | 242 | 563 | 563 |
13 | 25 | 54 | 71 | 102 | 242 | 563 | 563 |
14 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
15 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
16 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
17 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
18 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
19 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
20 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
21 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
22 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
23 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
24 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
25 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
26 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
27 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
28 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
29 | 25 | 55 | 72 | 102 | 242 | 563 | 563 |
30 | 25 | 55 | 72 | 102 | 241 | 562 | 562 |
2.32 Yen
Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
---|
1 | 0 | 3 | 14 | 88 | 202 | 523 | 1249 |
2 | 1 | 5 | 13 | 87 | 201 | 522 | 1006 |
3 | 2 | 5 | 12 | 79 | 195 | 516 | 820 |
4 | 3 | 6 | 14 | 80 | 193 | 514 | 679 |
5 | 4 | 6 | 18 | 82 | 192 | 513 | 570 |
6 | 5 | 8 | 21 | 87 | 192 | 513 | 513 |
7 | 5 | 9 | 23 | 89 | 192 | 513 | 513 |
8 | 7 | 9 | 22 | 87 | 191 | 513 | 513 |
9 | 7 | 10 | 22 | 87 | 191 | 513 | 513 |
10 | 8 | 11 | 23 | 87 | 192 | 513 | 513 |
11 | 8 | 12 | 23 | 87 | 192 | 513 | 513 |
12 | 9 | 12 | 24 | 87 | 192 | 513 | 513 |
13 | 11 | 13 | 25 | 87 | 192 | 513 | 513 |
14 | 11 | 14 | 26 | 87 | 192 | 513 | 513 |
15 | 12 | 15 | 28 | 88 | 193 | 514 | 514 |
16 | 12 | 15 | 29 | 88 | 193 | 514 | 514 |
17 | 13 | 16 | 30 | 88 | 193 | 514 | 514 |
18 | 13 | 17 | 32 | 89 | 194 | 515 | 515 |
19 | 15 | 18 | 33 | 89 | 194 | 515 | 515 |
20 | 16 | 18 | 34 | 90 | 195 | 516 | 516 |
21 | 16 | 20 | 35 | 90 | 195 | 516 | 516 |
22 | 17 | 20 | 37 | 91 | 196 | 517 | 517 |
23 | 17 | 21 | 38 | 91 | 196 | 517 | 517 |
24 | 19 | 21 | 39 | 91 | 196 | 517 | 517 |
25 | 19 | 22 | 40 | 92 | 197 | 518 | 518 |
26 | 20 | 24 | 41 | 92 | 197 | 518 | 518 |
27 | 20 | 24 | 42 | 92 | 197 | 518 | 518 |
28 | 21 | 25 | 45 | 92 | 197 | 518 | 518 |
29 | 21 | 25 | 46 | 92 | 197 | 518 | 518 |
30 | 23 | 26 | 47 | 92 | 197 | 518 | 518 |