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Commission Implementing Regulation (EU) 2017/309 of 23 February 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2016 until 30 March 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of insurance and reinsuranceText with EEA relevance

Type Implementing Regulation
Publication 2017-02-28
State In force
Text As published
Department European Commission
Source EUR-Lex
articles 2

This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.

Reform history JSON API
Duration (in years) Austria Belgium Bulgaria Croatia Czech Republic Cyprus Denmark
1 0 0 34 5 1 28 2
2 0 0 42 5 2 46 1
3 0 2 48 5 4 51 1
4 0 3 51 5 5 51 0
5 1 5 56 5 7 54 0
6 2 6 59 5 9 55 0
7 3 6 62 5 11 57 0
8 3 8 63 5 13 56 0
9 4 8 65 5 14 52 0
10 4 9 67 5 15 51 1
Duration (in years) Estonia Finland France Germany Greece Hungary Ireland
--- --- --- --- --- --- --- ---
1 0 0 0 0 431 4 18
2 0 0 0 0 261 4 26
3 2 0 0 0 230 4 28
4 3 0 0 0 198 4 30
5 5 0 0 0 180 4 31
6 6 0 0 0 177 4 32
7 6 0 0 0 173 4 32
8 8 1 2 0 178 2 33
9 8 1 3 0 180 1 34
10 9 1 3 0 182 4 34
Duration (in years) Italy Latvia Lithuania Luxembourg Malta Netherlands Portugal
--- --- --- --- --- --- --- ---
1 6 6 6 0 18 0 28
2 14 13 13 0 26 0 46
3 18 16 16 0 28 0 51
4 20 18 18 0 30 0 51
5 22 20 20 0 31 0 54
6 23 22 22 0 32 0 56
7 24 23 23 0 32 0 57
8 26 24 24 2 33 0 56
9 27 25 25 3 34 1 52
10 29 26 26 3 34 1 51
Duration (in years) Rumania Slovakia Slovenia Spain Sweden United Kingdom Liechtenstein
--- --- --- --- --- --- --- ---
1 10 14 21 6 0 0 0
2 19 18 24 13 0 0 0
3 21 21 29 16 0 0 0
4 22 22 34 18 0 0 0
5 24 24 37 20 0 0 0
6 26 25 41 22 0 0 0
7 27 26 42 23 0 0 0
8 29 27 44 24 0 0 0
9 30 27 44 25 0 0 0
10 28 28 44 26 0 0 0
Duration (in years) Norway Australia Brazil Canada Chile China Colombia
--- --- --- --- --- --- --- ---
1 0 0 12 0 17 0 11
2 0 0 12 0 19 0 19
3 0 0 12 0 18 1 31
4 0 0 12 0 17 2 39
5 0 0 12 0 16 3 41
6 0 0 12 0 15 3 45
7 0 0 12 0 14 4 47
8 0 0 12 0 15 8 45
9 0 0 12 0 16 5 42
10 0 0 12 0 13 5 44
Duration (in years) Hong Kong India Japan Malaysia Mexico New Zealand Russia
--- --- --- --- --- --- --- ---
1 0 9 0 0 10 0 0
2 0 9 0 0 10 0 0
3 0 9 0 0 10 0 0
4 0 9 0 0 10 0 1
5 0 9 0 0 10 0 2
6 0 9 0 0 10 0 6
7 0 9 0 0 10 0 9
8 0 9 0 0 10 0 13
9 0 9 1 0 10 0 20
10 0 9 1 0 10 0 20
Duration (in years) Singapore South Africa South Korea Thailand Taiwan United States
--- --- --- --- --- --- ---
1 0 3 10 0 4 0
2 0 7 12 0 4 0
3 0 6 13 0 4 0
4 0 5 14 0 4 0
5 0 4 15 0 4 0
6 0 5 16 0 4 0
7 0 6 16 0 4 0
8 0 7 16 0 4 0
9 0 8 16 0 4 0
10 0 8 16 0 4 0

2. Exposures to financial institutions

2.1   Euro

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 6 21 48 129 243 591 1 504
2 6 21 48 129 243 591 1 199
3 7 24 49 121 240 587 966
4 8 26 52 123 238 586 789
5 10 29 57 125 238 586 654
6 11 31 60 130 238 586 586
7 12 34 62 132 238 586 586
8 12 34 62 130 238 586 586
9 12 35 61 129 238 586 586
10 13 36 62 128 238 586 586
11 13 38 62 128 238 586 586
12 14 38 62 128 238 586 586
13 14 39 62 128 238 586 586
14 14 39 62 128 238 586 586
15 14 39 62 128 238 586 586
16 14 39 62 128 238 586 586
17 14 39 62 128 238 586 586
18 14 39 62 128 238 586 586
19 14 39 62 128 238 586 586
20 14 39 62 128 238 586 586
21 15 39 62 128 238 586 586
22 16 39 62 128 238 586 586
23 16 39 62 128 238 586 586
24 16 39 62 128 238 586 586
25 17 39 62 128 238 586 586
26 18 39 62 128 238 586 586
27 19 39 62 128 238 586 586
28 19 39 62 128 238 586 586
29 20 39 62 128 238 586 586
30 20 39 62 128 238 586 586

2.2   Czech koruna

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 10 26 52 133 248 596 1 512
2 12 28 54 136 250 598 1 207
3 14 31 56 128 246 594 972
4 15 33 58 129 245 593 794
5 16 36 63 132 245 593 659
6 17 37 66 136 244 592 592
7 18 39 68 137 244 592 592
8 17 39 67 135 243 591 591
9 17 40 66 133 243 591 591
10 17 41 66 132 242 590 590
11 17 41 65 132 242 590 590
12 17 41 65 131 241 589 589
13 17 42 64 131 241 589 589
14 16 41 64 130 240 588 588
15 16 41 63 130 240 588 588
16 15 40 63 129 239 587 587
17 15 40 62 129 239 587 587
18 15 40 62 129 239 587 587
19 15 40 62 129 239 587 587
20 15 40 63 129 239 587 587
21 16 40 63 129 240 588 588
22 16 41 63 130 240 588 588
23 16 41 63 130 240 588 588
24 16 41 64 130 240 588 588
25 17 41 64 130 240 588 588
26 18 41 64 130 240 588 588
27 19 41 64 130 240 588 588
28 19 41 64 130 240 588 588
29 20 41 64 130 240 588 588
30 20 41 64 130 240 588 588

2.3   Danish krone

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 6 21 48 129 243 591 1 503
2 6 21 48 129 243 591 1 199
3 7 24 49 121 239 587 966
4 8 26 51 122 238 586 789
5 10 29 57 125 238 586 654
6 11 31 60 130 238 586 586
7 12 34 62 132 238 586 586
8 12 34 61 130 238 586 586
9 12 35 61 128 238 586 586
10 13 36 61 128 238 586 586
11 13 37 62 128 238 586 586
12 14 38 62 128 238 586 586
13 14 39 62 128 238 586 586
14 14 39 62 128 238 586 586
15 14 39 62 128 238 586 586
16 14 39 62 128 238 586 586
17 14 39 62 128 238 586 586
18 14 39 62 128 238 586 586
19 14 39 62 128 238 586 586
20 14 39 62 128 238 586 586
21 15 39 62 128 238 586 586
22 16 39 62 128 238 586 586
23 16 39 62 128 238 586 586
24 16 39 62 128 238 586 586
25 17 39 62 128 238 586 586
26 18 39 62 128 238 586 586
27 19 39 62 128 238 586 586
28 19 39 62 128 238 586 586
29 20 39 62 128 238 586 586
30 20 39 62 128 238 586 586

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 88 103 130 211 325 673 1 517
2 82 98 125 206 320 668 1 215
3 86 103 128 200 319 667 981
4 84 103 128 199 315 663 805
5 83 102 130 199 312 660 669
6 82 102 131 201 309 657 657
7 81 102 131 200 307 655 655
8 79 101 128 197 305 653 653
9 78 101 127 194 304 652 652
10 74 98 123 189 300 648 648
11 72 96 120 186 297 645 645
12 70 95 118 185 295 643 643
13 70 95 117 184 294 642 642
14 69 94 117 183 293 641 641
15 69 94 116 183 293 641 641
16 68 93 116 182 292 640 640
17 68 92 115 181 292 640 640
18 67 92 114 181 291 639 639
19 66 91 113 180 290 638 638
20 65 90 113 179 289 637 637
21 64 89 112 178 288 636 636
22 64 88 111 177 288 636 636
23 63 87 110 176 287 635 635
24 62 86 109 175 286 634 634
25 61 85 108 174 284 632 632
26 59 84 107 173 283 631 631
27 58 83 106 172 282 630 630
28 57 82 105 171 281 629 629
29 56 81 104 170 280 628 628
30 55 80 103 169 279 627 627

2.5   Krona

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 10 25 52 133 247 595 1 497
2 12 27 54 135 249 597 1 195
3 14 31 56 128 247 594 965
4 16 34 59 130 246 594 789
5 17 37 65 133 246 594 655
6 18 39 68 137 246 594 594
7 19 41 69 139 245 593 593
8 19 41 68 136 245 593 593
9 18 41 67 135 244 592 592
10 18 42 67 134 244 592 592
11 18 43 67 133 243 591 591
12 18 43 66 133 243 591 591
13 18 43 66 132 242 590 590
14 18 43 65 132 242 590 590
15 18 43 65 132 242 590 590
16 17 42 64 131 241 589 589
17 17 42 64 131 241 589 589
18 17 42 64 131 241 589 589
19 17 42 64 131 241 589 589
20 17 42 65 131 241 589 589
21 17 42 65 131 241 589 589
22 18 43 65 132 242 590 590
23 18 43 65 132 242 590 590
24 18 43 65 132 242 590 590
25 18 43 65 132 242 590 590
26 18 43 65 132 242 590 590
27 19 43 65 132 242 590 590
28 19 43 65 132 242 590 590
29 20 43 65 132 242 590 590
30 21 43 65 132 242 590 590

2.6   Kuna

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 53 69 95 176 291 639 1 529
2 57 72 99 180 294 642 1 224
3 62 79 104 176 295 643 991
4 66 84 109 180 296 644 813
5 68 87 115 183 297 645 676
6 69 89 118 188 296 644 644
7 69 91 119 189 295 643 643
8 68 90 118 186 294 642 642
9 67 90 116 183 293 641 641
10 66 89 114 181 291 639 639
11 64 89 113 179 289 637 637
12 63 88 111 178 288 636 636
13 62 87 110 176 286 634 634
14 61 86 108 175 285 633 633
15 59 84 107 173 283 631 631
16 58 83 106 172 282 630 630
17 57 82 105 171 281 629 629
18 56 81 104 170 280 628 628
19 56 81 103 170 280 628 628
20 55 80 102 169 279 627 627
21 54 79 102 168 278 626 626
22 53 78 101 167 277 625 625
23 53 78 100 167 277 625 625
24 52 77 99 166 276 624 624
25 51 76 98 165 275 623 623
26 50 75 97 164 274 622 622
27 49 74 97 163 273 621 621
28 48 73 96 162 272 620 620
29 48 72 95 161 271 619 619
30 47 72 94 161 271 619 619

2.7   Lev

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 5 20 47 128 242 591 1 502
2 5 20 47 128 242 591 1 198
3 6 23 48 120 239 587 965
4 7 25 51 122 238 585 789
5 9 28 56 124 237 585 654
6 10 31 60 129 237 585 585
7 11 33 61 131 237 585 585
8 11 34 61 129 237 585 585
9 11 34 61 128 237 585 585
10 12 36 61 127 237 585 585
11 12 37 61 127 237 585 585
12 13 37 61 127 237 585 585
13 13 38 61 127 237 585 585
14 14 38 61 127 237 585 585
15 13 38 61 127 237 585 585
16 13 38 61 127 237 585 585
17 13 38 61 127 237 585 585
18 13 38 61 127 237 585 585
19 13 38 61 127 237 585 585
20 14 38 61 127 237 585 585
21 15 38 61 127 237 585 585
22 15 38 61 127 237 585 585
23 16 38 61 127 237 585 585
24 16 38 61 127 237 585 585
25 17 38 61 127 237 585 585
26 18 38 61 127 237 586 586
27 19 38 61 127 237 586 586
28 19 39 61 127 238 586 586
29 19 39 61 127 238 586 586
30 20 39 61 127 238 586 586

2.8   Pound sterling

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 7 25 58 161 261 609 1 520
2 7 25 58 161 261 609 1 213
3 8 27 58 144 258 605 977
4 9 30 59 132 256 604 798
5 11 31 60 119 254 603 662
6 13 35 63 110 253 601 601
7 15 37 63 102 252 600 600
8 16 38 61 94 251 599 599
9 18 45 65 88 250 598 598
10 17 44 62 84 249 597 597
11 16 43 60 83 248 596 596
12 16 43 60 83 248 596 596
13 16 44 61 83 247 595 595
14 16 44 61 83 246 594 594
15 16 44 61 83 245 593 593
16 16 44 61 83 244 592 592
17 16 44 61 83 243 591 591
18 16 44 61 83 242 590 590
19 16 44 61 83 242 590 590
20 16 44 61 83 243 591 591
21 16 44 61 83 243 591 591
22 16 44 61 83 243 591 591
23 16 44 61 83 242 590 590
24 16 44 61 83 242 590 590
25 17 44 61 83 241 589 589
26 18 44 61 83 241 589 589
27 19 44 61 83 241 589 589
28 19 44 61 83 240 588 588
29 20 44 61 83 240 588 588
30 20 44 61 83 240 588 588

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 89 105 131 212 327 675 1 534
2 86 102 129 210 324 672 1 230
3 85 102 127 199 318 665 995
4 83 101 127 198 314 662 816
5 82 101 129 197 310 658 678
6 80 101 130 199 308 656 656
7 79 100 129 198 305 653 653
8 76 98 125 194 302 650 650
9 74 97 123 190 300 648 648
10 72 96 121 188 298 646 646
11 71 95 119 186 296 644 644
12 70 94 118 184 294 642 642
13 68 93 116 182 292 640 640
14 67 92 114 181 291 639 639
15 65 90 113 179 289 637 637
16 64 89 112 178 288 636 636
17 63 88 110 177 287 635 635
18 62 87 109 176 286 634 634
19 61 86 108 175 285 633 633
20 60 85 108 174 284 632 632
21 59 84 107 173 283 631 631
22 58 83 106 172 282 630 630
23 57 82 105 171 281 629 629
24 56 81 104 170 280 628 628
25 55 80 103 169 279 627 627
26 54 79 102 168 278 626 626
27 53 78 101 167 277 625 625
28 52 77 100 166 276 624 624
29 51 76 99 165 275 623 623
30 50 75 98 164 274 622 622

2.10   Zloty

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 61 77 104 185 299 647 1 546
2 60 75 102 183 297 645 1 240
3 59 76 101 173 292 640 1 003
4 59 77 103 173 289 637 821
5 58 78 106 174 287 635 682
6 57 78 107 176 285 633 633
7 57 78 107 176 283 631 631
8 55 77 105 173 281 629 629
9 53 76 103 170 279 627 627
10 53 76 101 168 278 626 626
11 52 76 101 167 277 625 625
12 52 76 100 166 276 624 624
13 51 76 99 165 275 623 623
14 51 76 98 165 275 623 623
15 50 75 98 164 274 622 622
16 49 74 96 163 273 621 621
17 48 73 96 162 272 620 620
18 48 73 95 162 272 620 620
19 47 72 95 161 271 619 619
20 47 72 94 161 271 619 619
21 47 72 94 161 271 619 619
22 46 71 94 160 270 618 618
23 46 71 93 160 270 618 618
24 45 70 93 159 269 617 617
25 44 69 92 158 268 616 616
26 44 69 91 158 268 616 616
27 43 68 91 157 267 615 615
28 43 67 90 156 266 614 614
29 42 67 89 156 266 614 614
30 41 66 89 155 265 613 613

2.11   Norwegian krone

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 31 46 73 154 268 616 1 535
2 31 47 73 155 269 617 1 227
3 31 48 73 145 264 612 989
4 32 50 75 146 262 610 808
5 32 52 79 148 261 609 670
6 33 53 82 151 260 608 608
7 33 55 83 153 259 607 607
8 32 54 82 150 258 606 606
9 31 54 81 148 257 606 606
10 31 55 80 147 257 605 605
11 31 55 80 146 256 604 604
12 31 55 79 145 255 603 603
13 30 55 78 144 254 602 602
14 30 55 77 144 254 602 602
15 29 54 76 143 253 601 601
16 28 53 75 142 252 600 600
17 27 52 75 141 251 599 599
18 27 52 74 141 251 599 599
19 27 51 74 140 251 599 599
20 27 52 74 141 251 599 599
21 27 52 74 141 251 599 599
22 27 52 74 140 251 599 599
23 26 51 74 140 250 598 598
24 26 51 74 140 250 598 598
25 26 51 74 140 250 598 598
26 26 51 73 140 250 598 598
27 26 51 73 139 250 598 598
28 25 50 73 139 249 597 597
29 25 50 73 139 249 597 597
30 25 50 72 139 249 597 597

2.12   Swiss franc

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 5 27 108 222 570 1 493
2 1 6 28 109 223 571 1 191
3 2 6 29 101 220 568 959
4 2 8 32 103 219 567 784
5 3 9 37 106 219 567 650
6 4 12 41 110 219 567 567
7 5 14 43 112 219 567 567
8 6 15 42 110 219 567 567
9 6 16 42 109 219 567 567
10 7 17 42 109 219 567 567
11 8 19 43 110 220 568 568
12 9 18 42 108 218 566 566
13 9 20 43 110 220 568 568
14 10 20 43 109 219 567 567
15 10 19 42 108 218 566 566
16 12 18 40 107 217 565 565
17 12 19 40 107 217 565 565
18 13 19 41 107 217 565 565
19 13 20 41 107 217 565 565
20 14 21 42 108 218 566 566
21 15 22 42 109 219 567 567
22 15 23 42 109 219 567 567
23 16 23 42 109 219 567 567
24 16 25 43 109 219 567 567
25 17 25 44 109 219 567 567
26 18 26 46 109 219 567 567
27 19 26 48 109 219 567 567
28 19 28 49 109 219 567 567
29 19 29 50 109 219 567 567
30 20 29 51 109 219 567 567

2.13   Australian dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 47 63 90 171 285 633 1 556
2 47 63 90 171 285 633 1 243
3 48 65 90 162 281 628 1 003
4 48 66 92 163 279 626 820
5 49 68 96 164 277 625 680
6 49 69 98 168 276 624 624
7 49 71 99 169 275 623 623
8 48 70 97 165 274 622 622
9 47 70 96 163 273 621 621
10 46 70 95 162 272 620 620
11 46 70 94 161 271 619 619
12 46 70 94 160 270 618 618
13 45 70 93 159 269 617 617
14 45 70 92 159 269 617 617
15 44 69 92 158 268 616 616
16 43 68 91 157 267 615 615
17 42 67 90 156 266 615 615
18 42 67 89 156 266 614 614
19 41 66 89 155 265 613 613
20 41 66 89 155 265 613 613
21 41 66 89 155 265 613 613
22 41 66 88 155 265 613 613
23 40 65 88 154 264 612 612
24 40 65 87 154 264 612 612
25 39 64 87 153 263 611 611
26 39 64 86 153 263 611 611
27 38 63 85 152 262 610 610
28 37 62 85 151 261 609 609
29 37 62 84 151 261 609 609
30 36 61 84 150 260 608 608

2.14   Baht

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 14 30 56 138 252 600 1 544
2 18 34 61 142 256 604 1 234
3 23 40 65 137 256 603 996
4 27 45 70 141 257 605 814
5 30 49 77 145 258 606 676
6 29 49 78 147 256 604 604
7 34 56 84 154 260 608 608
8 33 55 82 150 259 607 607
9 34 57 83 150 260 608 608
10 36 59 84 151 261 609 609
11 37 62 86 152 262 610 610
12 39 63 87 153 263 611 611
13 40 64 87 154 264 612 612
14 40 65 88 154 264 612 612
15 40 65 88 154 264 612 612
16 40 65 87 154 264 612 612
17 40 64 87 154 264 612 612
18 39 64 86 153 263 611 611
19 38 63 86 152 262 610 610
20 38 63 86 152 262 610 610
21 38 63 86 152 262 610 610
22 38 63 86 152 262 610 610
23 38 63 85 152 262 610 610
24 37 62 85 151 261 609 609
25 37 62 84 151 261 609 609
26 36 61 84 150 260 608 608
27 36 61 83 150 260 608 608
28 35 60 83 149 259 607 607
29 35 60 82 149 259 607 607
30 34 59 82 148 258 606 606

2.15   Canadian dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 13 28 55 136 250 599 1 529
2 14 30 57 138 252 600 1 221
3 16 33 59 131 249 597 985
4 18 36 62 133 249 596 805
5 20 39 67 135 248 597 667
6 21 42 71 140 249 597 597
7 23 44 73 142 249 597 597
8 23 45 72 140 249 597 597
9 23 46 72 139 249 597 597
10 24 47 72 139 249 597 597
11 24 49 73 139 249 597 597
12 25 50 73 139 250 598 598
13 26 50 73 140 250 598 598
14 26 51 73 140 250 598 598
15 26 51 73 140 250 598 598
16 26 51 73 140 250 598 598
17 26 51 73 140 250 598 598
18 26 51 73 140 250 598 598
19 26 51 73 140 250 598 598
20 26 51 73 140 250 598 598
21 26 51 73 140 250 598 598
22 26 51 73 140 250 598 598
23 26 50 73 139 250 598 598
24 25 50 73 139 249 597 597
25 25 50 72 139 249 597 597
26 25 50 72 139 249 597 597
27 24 49 72 138 248 596 596
28 24 49 71 138 248 596 596
29 24 49 71 138 248 596 596
30 24 48 71 137 247 595 595

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 92 173 287 635 1 578
2 52 68 95 176 290 638 1 259
3 56 73 99 170 289 637 1 015
4 59 77 102 173 289 637 830
5 61 80 108 176 289 637 689
6 62 83 112 181 290 638 638
7 63 85 113 183 289 637 637
8 63 85 112 180 289 637 637
9 63 86 112 179 289 637 637
10 63 87 112 178 288 636 636
11 63 87 111 178 288 636 636
12 63 87 111 177 287 635 635
13 62 87 110 176 286 634 634
14 62 87 109 175 286 634 634
15 61 86 108 175 285 633 633
16 60 85 107 174 284 632 632
17 59 84 106 173 283 631 631
18 58 83 106 172 282 630 630
19 57 82 105 171 281 629 629
20 57 82 104 171 281 629 629
21 56 81 103 170 280 628 628
22 55 80 103 169 279 627 627
23 54 79 102 168 278 626 626
24 53 78 101 167 277 625 625
25 53 77 100 166 276 624 624
26 52 77 99 165 276 624 624
27 51 76 98 165 275 623 623
28 50 75 97 164 274 622 622
29 49 74 96 163 273 621 621
30 48 73 95 162 272 620 620

2.17   Colombian peso

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 80 96 123 204 318 666 1 647
2 85 100 127 208 322 670 1 315
3 86 103 128 200 319 666 1 062
4 86 104 130 201 316 664 868
5 89 109 137 205 318 666 720
6 91 112 141 210 319 667 667
7 93 114 143 212 319 667 667
8 94 116 143 211 320 668 668
9 94 117 144 211 320 668 668
10 95 119 144 210 320 668 668
11 95 119 143 210 320 668 668
12 94 119 142 209 319 667 667
13 93 118 141 207 318 666 666
14 92 117 140 206 316 664 664
15 91 116 138 205 315 663 663
16 89 114 137 203 313 661 661
17 88 113 135 202 312 660 660
18 86 111 134 200 310 658 658
19 85 110 133 199 309 657 657
20 84 109 131 198 308 656 656
21 82 107 130 196 306 654 654
22 81 106 128 195 305 653 653
23 79 104 127 193 303 651 651
24 78 103 125 192 302 650 650
25 76 101 124 190 300 648 648
26 75 100 122 189 299 647 647
27 73 98 121 187 297 645 645
28 72 97 119 185 296 644 644
29 70 95 118 184 294 642 642
30 69 94 116 183 293 641 641

2.18   Hong Kong dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 6 21 48 129 243 591 1 541
2 9 25 51 133 247 595 1 234
3 13 30 55 127 246 593 996
4 16 34 60 130 246 594 815
5 19 38 66 134 248 596 676
6 21 41 70 140 248 596 596
7 23 44 73 142 249 597 597
8 23 45 72 140 249 597 597
9 23 46 72 139 249 597 597
10 24 47 72 139 249 597 597
11 24 48 72 139 249 597 597
12 24 49 72 139 249 597 597
13 24 49 72 138 248 596 596
14 24 49 71 137 248 596 596
15 23 48 70 137 247 595 595
16 22 47 69 136 246 594 594
17 21 46 69 135 245 593 593
18 21 46 68 135 245 593 593
19 21 46 68 135 245 593 593
20 21 46 68 135 245 593 593
21 21 46 69 135 245 593 593
22 21 46 69 135 245 593 593
23 21 46 69 135 245 593 593
24 21 46 68 135 245 593 593
25 21 46 68 135 245 593 593
26 21 46 68 135 245 593 593
27 21 46 68 135 245 593 593
28 21 45 68 134 244 593 593
29 20 45 68 134 244 592 592
30 21 45 68 134 244 592 592

2.19   Indian rupee

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 92 107 134 215 329 677 1 655
2 92 107 134 215 329 677 1 321
3 93 109 135 207 325 673 1 065
4 94 112 137 208 324 672 870
5 95 114 142 210 323 671 721
6 95 116 145 214 322 670 670
7 96 117 146 216 322 670 670
8 96 118 145 213 322 670 670
9 95 118 144 211 321 669 669
10 94 117 142 209 319 667 667
11 92 117 141 207 317 665 665
12 91 115 139 205 315 663 663
13 89 114 137 203 313 661 661
14 88 113 135 201 312 660 660
15 86 111 133 200 310 658 658
16 84 108 131 197 308 656 656
17 82 107 129 196 306 654 654
18 80 105 128 194 304 652 652
19 79 104 126 193 303 651 651
20 78 103 125 192 302 650 650
21 77 102 124 191 301 649 649
22 76 101 123 190 300 648 648
23 75 100 122 189 299 647 647
24 74 99 121 188 298 646 646
25 73 97 120 186 296 644 644
26 71 96 119 185 295 643 643
27 70 95 118 184 294 642 642
28 69 94 117 183 293 641 641
29 68 93 116 182 292 640 640
30 67 92 115 181 291 639 639

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
1 356 371 398 479 593 941 1 678
2 76 91 118 199 313 661 1 343
3 80 97 122 194 313 660 1 084
4 84 102 127 198 314 662 887
5 87 106 134 202 315 663 735
6 89 109 138 207 316 664 664
7 90 112 140 210 316 664 664
8 91 113 141 209 317 665 665
9 92 115 141 208 318 666 666
10 92 115 141 207 317 665 665
11 92 116 141 207 317 665 665
12 93 117 141 207 317 665 665
13 94 118 141 208 318 666 666
14 94 119 142 208 318 666 666
15 95 120 143 209 319 667 667
16 96 121 144 210 320 668 668
17 97 122 145 211 321 669 669
18 98 123 146 212 322 670 670
19 99 124 147 213 323 671 671
20 100 125 147 214 324 672 672
21 100 125 148 214 324 672 672
22 100 125 147 214 324 672 672
23 100 124 147 213 323 672 672
24 99 124 146 213 323 671 671
25 98 123 145 212 322 670 670
26 97 122 144 211 321 669 669
27 96 121 143 210 320 668 668
28 94 119 142 208 318 666 666
29 93 118 141 207 317 665 665
30 92 117 139 206 316 664 664

2.21   New Taiwan dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 10 36 118 232 580 1 523
2 1 10 36 118 232 580 1 216
3 2 12 37 109 228 576 980
4 2 14 39 110 226 574 801
5 3 16 43 112 225 573 664
6 4 17 46 115 224 572 572
7 5 19 47 117 223 571 571
8 6 19 46 114 223 571 571
9 6 19 45 112 222 570 570
10 7 19 45 111 221 569 569
11 8 20 45 111 221 569 569
12 9 21 45 111 221 569 569
13 9 22 45 111 221 569 569
14 10 22 45 111 221 569 569
15 11 22 45 111 221 569 569
16 12 22 45 111 221 569 569
17 12 23 45 112 222 570 570
18 13 23 46 112 222 570 570
19 13 24 46 113 223 571 571
20 15 25 47 114 224 572 572
21 15 25 48 114 224 573 573
22 16 26 49 115 225 573 573
23 16 27 49 116 226 574 574
24 17 27 50 116 226 574 574
25 18 28 50 117 227 575 575
26 18 28 51 117 227 575 575
27 19 29 51 118 228 576 576
28 19 29 51 118 228 576 576
29 20 29 52 118 228 576 576
30 21 30 53 119 229 577 577

2.22   New Zealand dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 54 69 96 177 291 639 1 557
2 55 70 97 178 292 640 1 246
3 55 72 97 169 288 636 1 007
4 56 74 99 170 286 634 823
5 56 76 104 172 285 633 683
6 57 78 107 176 284 632 632
7 57 78 107 176 283 631 631
8 56 79 106 174 282 630 630
9 56 79 105 172 282 630 630
10 55 78 103 170 280 628 628
11 54 78 102 168 278 626 626
12 52 77 100 167 277 625 625
13 51 76 99 165 275 623 623
14 50 74 97 163 274 622 622
15 48 73 95 162 272 620 620
16 46 71 94 160 270 618 618
17 45 70 92 159 269 617 617
18 44 69 91 158 268 616 616
19 43 68 90 157 267 615 615
20 42 67 90 156 266 614 614
21 42 66 89 155 266 614 614
22 41 66 88 155 265 613 613
23 40 65 88 154 264 612 612
24 40 64 87 153 263 612 612
25 39 64 86 153 263 611 611
26 38 63 86 152 262 610 610
27 37 62 85 151 261 609 609
28 37 62 84 151 261 609 609
29 36 61 84 150 260 608 608
30 36 60 83 149 259 608 608

2.23   Rand

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 114 129 156 237 351 699 1 687
2 115 131 157 238 353 701 1 348
3 117 134 160 231 350 698 1 087
4 119 137 163 234 350 698 889
5 121 140 168 237 350 698 737
6 122 142 171 241 349 697 697
7 123 144 173 242 349 697 697
8 122 144 171 239 348 696 696
9 121 144 170 237 347 695 695
10 120 144 169 235 346 694 694
11 119 143 167 234 344 692 692
12 117 142 165 232 342 690 690
13 116 140 163 230 340 688 688
14 114 138 161 227 337 685 685
15 111 136 159 225 335 683 683
16 108 133 156 222 332 680 680
17 106 131 154 220 330 678 678
18 104 129 151 218 328 676 676
19 102 127 149 216 326 674 674
20 100 125 147 214 324 672 672
21 98 123 146 212 322 670 670
22 96 121 144 210 320 668 668
23 95 120 142 209 319 667 667
24 93 118 140 207 317 665 665
25 91 116 139 205 315 663 663
26 89 114 137 203 313 661 661
27 88 113 135 202 312 660 660
28 86 111 134 200 310 658 658
29 85 109 132 198 308 656 656
30 83 108 130 197 307 655 655

2.24   Real

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 174 190 217 298 412 760 1 768
2 184 199 226 307 421 769 1 405
3 189 205 231 303 421 769 1 134
4 191 209 234 305 421 769 911
5 192 211 239 307 420 768 768
6 191 212 241 310 419 767 767
7 191 213 241 311 417 765 765
8 189 212 239 307 415 763 763
9 188 211 237 304 414 762 762
10 187 211 236 302 412 760 760
11 186 210 234 300 410 758 758
12 183 208 231 298 408 756 756
13 181 206 228 295 405 753 753
14 178 203 225 292 402 750 750
15 175 199 222 288 398 746 746
16 171 196 219 285 395 743 743
17 168 193 215 282 392 740 740
18 165 190 212 279 389 737 737
19 162 186 209 276 386 734 734
20 159 183 206 272 383 731 731
21 155 180 203 269 379 727 727
22 152 177 200 266 376 724 724
23 149 174 197 263 373 721 721
24 146 171 193 260 370 718 718
25 143 168 190 257 367 715 715
26 140 165 187 254 364 712 712
27 137 162 184 251 361 709 709
28 134 159 181 248 358 706 706
29 131 156 178 245 355 703 703
30 128 153 176 242 352 700 700

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 26 42 68 149 264 612 1 584
2 27 42 69 150 264 613 1 265
3 28 45 70 142 261 609 1 021
4 29 47 73 143 259 607 834
5 30 50 77 146 259 607 692
6 31 51 80 149 258 606 606
7 31 53 81 151 257 605 605
8 30 52 79 148 256 604 604
9 29 52 78 145 255 603 603
10 29 53 78 144 254 602 602
11 29 53 77 144 254 602 602
12 29 53 76 143 253 601 601
13 28 53 76 142 252 600 600
14 28 53 76 142 252 600 600
15 28 53 75 142 252 600 600
16 28 52 75 141 252 600 600
17 28 52 75 141 251 600 600
18 28 52 75 141 252 600 600
19 28 53 75 142 252 600 600
20 28 53 75 142 252 600 600
21 28 53 75 142 252 600 600
22 28 53 75 142 252 600 600
23 28 53 75 142 252 600 600
24 28 53 75 142 252 600 600
25 28 52 75 141 251 599 599
26 27 52 75 141 251 599 599
27 27 52 74 141 251 599 599
28 27 52 74 141 251 599 599
29 27 52 74 140 251 599 599
30 26 51 74 140 250 598 598

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 22 37 64 145 259 607 1 591
2 24 39 66 147 261 609 1 271
3 27 43 69 141 259 607 1 024
4 29 47 73 144 259 607 837
5 32 51 79 147 260 608 693
6 33 54 83 152 261 609 609
7 35 57 85 155 261 609 609
8 35 57 85 153 261 609 609
9 35 58 85 152 261 610 610
10 37 60 85 152 262 610 610
11 38 62 86 152 262 610 610
12 38 63 86 153 263 611 611
13 38 63 86 152 263 611 611
14 39 63 86 152 262 610 610
15 38 63 86 152 262 610 610
16 38 63 85 152 262 610 610
17 38 63 85 152 262 610 610
18 38 63 85 152 262 610 610
19 38 63 85 152 262 610 610
20 38 63 86 152 262 610 610
21 38 63 86 152 262 610 610
22 38 63 86 152 262 610 610
23 38 63 86 152 262 610 610
24 38 63 85 152 262 610 610
25 38 62 85 151 261 609 609
26 37 62 85 151 261 609 609
27 37 62 84 151 261 609 609
28 36 61 84 150 260 608 608
29 36 61 83 150 260 608 608
30 35 60 83 149 259 607 607

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
1 123 138 165 246 360 708 1 759
2 122 137 164 245 359 707 1 394
3 122 139 164 236 355 702 1 119
4 122 141 166 237 353 701 911
5 123 143 170 239 352 700 753
6 123 143 172 242 350 698 698
7 123 145 173 243 349 697 697
8 122 145 172 240 349 697 697
9 121 144 170 238 347 695 695
10 121 145 170 237 347 695 695
11 121 145 170 236 346 694 694
12 121 145 169 235 345 693 693
13 120 145 167 234 344 692 692
14 119 144 166 233 343 691 691
15 117 141 164 230 340 689 689
16 114 139 162 228 338 686 686
17 112 136 159 225 335 684 684
18 109 134 157 223 333 681 681
19 107 132 155 221 331 679 679
20 105 130 152 219 329 677 677
21 103 128 150 217 327 675 675
22 100 125 148 214 324 672 672
23 98 123 146 212 322 670 670
24 96 121 144 210 320 668 668
25 94 119 141 208 318 666 666
26 92 117 139 206 316 664 664
27 90 115 137 204 314 662 662
28 88 113 135 202 312 660 660
29 86 111 133 200 310 658 658
30 84 109 131 198 308 656 656

2.28   Singapore dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 8 35 116 230 578 1 541
2 1 10 37 118 232 580 1 234
3 2 14 40 112 230 578 996
4 2 18 44 114 230 578 815
5 3 22 50 118 231 579 677
6 4 25 54 123 232 580 580
7 6 28 56 126 232 580 580
8 6 28 55 124 232 580 580
9 6 29 55 122 232 580 580
10 8 30 55 122 232 580 580
11 8 31 55 122 232 580 580
12 9 32 55 122 232 580 580
13 9 32 55 121 231 579 579
14 10 32 55 121 231 579 579
15 11 32 55 121 231 579 579
16 12 32 54 121 231 579 579
17 12 32 54 121 231 579 579
18 13 32 54 121 231 579 579
19 13 32 54 121 231 579 579
20 15 33 55 122 232 580 580
21 15 33 56 122 232 580 580
22 16 34 56 123 233 581 581
23 16 34 56 123 233 581 581
24 17 34 57 123 233 581 581
25 18 34 57 123 234 582 582
26 19 35 57 124 234 582 582
27 19 35 57 124 234 582 582
28 19 35 58 124 234 582 582
29 20 35 58 124 234 582 582
30 21 35 58 124 234 582 582

2.29   South Korean won

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 35 50 77 158 272 620 1 543
2 35 51 78 159 273 621 1 231
3 35 52 77 149 268 616 992
4 36 54 79 150 266 614 810
5 36 55 83 152 265 613 671
6 39 59 88 158 266 614 614
7 36 58 86 156 262 610 610
8 40 63 90 158 267 615 615
9 40 63 89 156 266 614 614
10 34 58 83 149 259 607 607
11 29 54 78 144 254 602 602
12 26 51 74 141 251 599 599
13 24 49 72 138 248 596 596
14 22 47 70 136 246 594 594
15 21 46 68 135 245 593 593
16 19 44 66 133 243 591 591
17 18 43 66 132 242 590 590
18 17 42 65 131 241 589 589
19 17 42 65 131 241 589 589
20 17 42 65 131 241 589 589
21 17 42 65 131 241 589 589
22 17 42 65 131 241 589 589
23 17 42 65 131 241 589 589
24 17 42 65 131 241 589 589
25 17 42 65 131 241 589 589
26 18 42 64 131 241 589 589
27 19 42 64 131 241 589 589
28 19 42 64 131 241 589 589
29 20 42 64 131 241 589 589
30 20 42 64 130 241 589 589

2.30   Turkish lira

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 186 201 228 309 423 771 1 785
2 184 199 226 307 421 769 1 427
3 181 197 223 295 413 761 1 153
4 178 196 222 292 408 756 941
5 175 195 222 291 404 752 779
6 172 192 222 291 399 747 747
7 169 191 219 289 395 743 743
8 165 187 215 283 391 739 739
9 161 184 210 277 387 735 735
10 158 181 207 273 383 731 731
11 154 179 203 269 379 727 727
12 151 175 199 265 375 723 723
13 148 172 195 262 372 720 720
14 144 169 191 258 368 716 716
15 141 165 188 254 364 712 712
16 137 162 185 251 361 709 709
17 134 159 182 248 358 706 706
18 131 156 179 245 355 703 703
19 129 153 176 242 352 701 701
20 126 151 173 240 350 698 698
21 123 148 171 237 347 695 695
22 121 146 168 235 345 693 693
23 118 143 166 232 342 690 690
24 116 141 163 230 340 688 688
25 114 138 161 227 337 685 685
26 111 136 159 225 335 683 683
27 109 134 156 223 333 681 681
28 107 132 154 221 331 679 679
29 105 130 152 219 329 677 677
30 103 128 150 217 327 675 675

2.31   US dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 9 26 53 112 248 596 1 536
2 9 26 53 112 248 596 1 229
3 10 29 54 106 246 594 992
4 12 34 58 103 247 595 811
5 17 41 63 106 248 596 673
6 18 44 67 101 249 597 597
7 19 46 65 94 249 597 597
8 17 44 64 92 249 598 598
9 17 45 66 96 250 598 598
10 19 48 69 100 250 598 598
11 21 50 71 103 250 598 598
12 22 53 72 104 250 598 598
13 24 55 72 104 250 598 598
14 24 54 73 104 250 598 598
15 24 54 73 104 250 598 598
16 24 54 73 104 250 598 598
17 24 54 73 104 250 598 598
18 24 54 73 104 250 598 598
19 24 54 73 104 250 598 598
20 24 54 73 104 251 599 599
21 24 54 73 104 251 599 599
22 24 54 73 104 251 599 599
23 24 54 73 104 252 600 600
24 24 54 73 104 252 600 600
25 24 54 73 104 252 600 600
26 24 54 73 104 252 600 600
27 24 54 73 104 252 600 600
28 24 54 73 104 252 600 600
29 24 54 73 104 252 600 600
30 24 54 73 104 251 600 600

2.32   Yen

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 5 13 94 208 556 1 509
2 1 6 12 93 207 555 1 203
3 2 6 11 83 202 550 969
4 2 8 13 84 200 548 791
5 3 9 18 86 199 547 655
6 4 9 21 90 199 547 550
7 5 10 22 92 198 546 546
8 6 12 22 90 198 546 546
9 6 12 22 89 199 547 547
10 7 13 23 89 199 547 547
11 8 13 24 89 199 547 547
12 9 15 26 89 199 547 547
13 9 16 28 90 200 548 548
14 10 16 29 90 200 548 548
15 10 17 31 90 200 548 548
16 12 18 32 91 201 549 549
17 12 19 33 91 201 549 549
18 13 19 35 91 201 550 550
19 13 20 36 92 202 550 550
20 14 21 38 93 203 551 551
21 15 22 40 93 203 552 552
22 15 23 41 94 204 552 552
23 16 23 42 94 205 553 553
24 16 25 43 95 205 553 553
25 17 25 44 95 205 553 553
26 18 26 47 95 205 553 553
27 19 26 48 95 205 553 553
28 19 28 49 95 206 554 554
29 19 29 50 96 206 554 554
30 20 29 51 96 206 554 554

3. Other exposures

3.1   Euro

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 1 15 22 46 169 307 2 976
2 1 15 22 46 169 342 2 236
3 1 16 24 51 163 354 1 699
4 1 17 28 54 161 353 1 319
5 2 19 31 56 161 344 1 049
6 3 22 34 60 161 331 852
7 4 24 35 62 161 315 706
8 4 25 37 64 161 299 594
9 5 26 38 67 161 282 506
10 5 27 40 70 161 265 436
11 5 27 40 70 161 254 379
12 5 27 40 71 161 254 332
13 5 27 40 71 161 254 292
14 6 27 41 71 161 254 259
15 7 27 44 71 161 254 254
16 7 27 47 71 161 254 254
17 7 27 50 71 161 254 254
18 8 27 52 71 161 254 254
19 8 27 54 71 161 254 254
20 9 27 57 71 161 254 254
21 9 27 60 71 161 254 254
22 9 27 62 71 161 254 254
23 10 27 65 74 161 254 254
24 10 27 69 77 161 254 254
25 11 27 71 79 161 254 254
26 11 27 74 80 161 254 254
27 12 27 76 83 161 254 254
28 12 27 80 86 161 254 254
29 13 28 82 88 161 254 254
30 13 28 84 90 161 254 254

3.2   Czech koruna

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 5 19 26 50 173 309 2 994
2 7 22 28 52 175 345 2 251
3 7 22 31 57 170 356 1 711
4 7 23 34 61 168 355 1 328
5 7 25 38 63 167 346 1 056
6 9 28 39 65 167 333 858
7 10 30 41 67 166 317 710
8 9 30 42 69 166 300 597
9 9 30 43 72 165 283 508
10 9 31 44 74 165 267 438
11 9 31 44 74 164 258 380
12 8 30 43 74 164 257 333
13 8 30 43 73 163 257 293
14 7 29 42 73 163 256 260
15 7 29 44 72 162 256 256
16 7 28 47 72 162 255 255
17 7 28 50 71 161 255 255
18 8 28 52 71 161 255 255
19 8 28 55 71 161 255 255
20 9 28 57 72 162 255 255
21 9 28 60 72 162 255 255
22 9 29 64 72 162 256 256
23 10 29 66 74 162 256 256
24 10 29 69 77 163 256 256
25 11 29 71 79 163 256 256
26 11 29 74 82 163 256 256
27 12 29 76 83 163 256 256
28 12 29 80 86 163 256 256
29 13 29 82 88 163 256 256
30 13 29 85 91 163 256 256

3.3   Danish krone

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 15 22 46 169 307 2 976
2 0 15 22 46 169 342 2 236
3 1 15 24 50 163 354 1 699
4 1 17 27 54 161 353 1 319
5 2 19 31 56 161 344 1 048
6 2 21 33 59 161 331 852
7 4 24 35 61 161 315 705
8 4 25 37 64 161 299 593
9 4 26 38 67 161 282 506
10 5 27 40 69 161 265 436
11 5 27 40 70 161 254 379
12 5 27 40 70 161 254 332
13 5 27 40 70 161 254 292
14 6 27 41 70 161 254 259
15 7 27 44 70 161 254 254
16 7 27 47 70 161 254 254
17 7 27 50 70 161 254 254
18 8 27 52 70 161 254 254
19 8 27 54 70 161 254 254
20 9 27 57 70 161 254 254
21 9 27 60 70 161 254 254
22 9 27 62 71 161 254 254
23 10 27 65 74 161 254 254
24 10 27 69 77 161 254 254
25 11 27 71 79 161 254 254
26 11 27 74 80 161 254 254
27 12 27 76 83 161 254 254
28 12 27 80 86 161 254 254
29 13 28 82 88 161 254 254
30 13 28 84 90 161 254 254

3.4   Forint

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 82 97 104 127 251 346 3 004
2 77 92 99 122 246 347 2 267
3 79 95 104 130 242 360 1 726
4 76 93 104 131 237 360 1 346
5 74 92 104 130 234 352 1 073
6 74 93 104 130 232 340 875
7 73 93 104 130 229 325 726
8 71 92 103 131 227 321 612
9 70 91 104 133 226 320 522
10 66 88 101 131 222 315 450
11 64 85 99 129 219 312 391
12 62 84 97 127 217 311 343
13 61 83 96 126 216 310 310
14 60 82 95 126 216 309 309
15 60 82 95 125 215 309 309
16 59 81 94 124 215 308 308
17 59 80 94 124 214 307 307
18 58 79 93 123 213 307 307
19 57 79 92 122 212 306 306
20 56 78 91 122 212 305 305
21 55 77 90 121 211 304 304
22 55 76 90 120 210 303 303
23 54 75 89 119 209 302 302
24 52 74 88 118 208 301 301
25 51 73 86 117 207 300 300
26 50 72 85 116 206 299 299
27 49 71 84 115 205 298 298
28 48 70 83 114 204 297 297
29 47 69 85 112 203 296 296
30 46 68 88 111 202 295 295

3.5   Krona

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 5 19 26 50 173 306 2 962
2 6 21 28 52 175 341 2 229
3 7 23 31 58 170 354 1 696
4 8 24 35 62 168 353 1 319
5 9 26 39 64 168 344 1 049
6 10 29 41 67 168 331 854
7 11 31 42 69 168 316 707
8 11 31 43 71 167 300 595
9 11 32 44 73 167 283 508
10 11 32 45 75 166 267 438
11 10 32 45 75 166 259 381
12 10 32 45 75 165 259 334
13 9 31 44 75 165 258 294
14 9 31 44 74 164 258 261
15 9 30 44 74 164 257 257
16 8 30 47 73 163 257 257
17 8 30 50 73 163 257 257
18 8 29 53 73 163 257 257
19 8 29 56 73 163 257 257
20 9 30 58 73 164 257 257
21 9 30 61 74 164 257 257
22 10 30 64 74 164 257 257
23 10 31 67 75 164 258 258
24 10 31 69 77 164 258 258
25 11 31 72 79 164 258 258
26 11 31 75 82 164 258 258
27 12 31 78 85 164 258 258
28 12 31 80 87 164 258 258
29 13 31 84 89 164 258 258
30 13 30 86 91 164 258 258

3.6   Kuna

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 48 62 69 93 216 312 3 028
2 52 66 73 97 220 349 2 285
3 55 71 80 106 219 363 1 745
4 58 74 85 112 218 364 1 360
5 59 77 89 115 219 356 1 084
6 61 80 91 118 219 342 882
7 61 81 93 119 218 327 731
8 60 81 93 120 217 310 615
9 59 80 93 122 215 308 523
10 58 79 93 122 213 307 451
11 56 78 91 121 212 305 391
12 55 76 90 120 210 304 343
13 53 75 88 118 209 302 302
14 52 73 87 117 207 300 300
15 50 72 85 116 206 299 299
16 49 71 84 115 205 298 298
17 48 70 83 114 204 297 297
18 47 69 82 113 203 296 296
19 47 68 82 112 202 295 295
20 46 68 81 111 201 295 295
21 45 67 80 111 201 294 294
22 44 66 79 110 200 293 293
23 44 65 79 109 199 292 292
24 43 64 78 108 198 292 292
25 42 64 77 107 197 291 291
26 41 63 76 106 196 290 290
27 40 62 79 105 196 289 289
28 39 61 81 105 195 288 288
29 38 60 85 104 194 287 287
30 38 59 87 103 193 286 286

3.7   Lev

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 14 21 45 168 307 2 974
2 0 14 21 45 168 342 2 235
3 1 15 24 50 162 354 1 698
4 1 16 27 54 160 353 1 318
5 2 18 30 55 160 344 1 048
6 2 21 33 59 160 330 851
7 3 23 35 61 160 315 705
8 3 24 36 63 160 298 593
9 4 25 37 67 160 282 505
10 4 26 39 69 160 265 435
11 5 26 39 70 160 253 378
12 5 26 39 70 160 253 331
13 5 26 39 70 160 253 292
14 6 26 41 70 160 253 259
15 7 26 44 70 160 253 253
16 7 26 47 70 160 253 253
17 7 26 50 70 160 253 253
18 8 26 52 70 160 253 253
19 8 26 54 70 160 253 253
20 9 26 57 70 160 253 253
21 9 26 60 70 160 253 253
22 9 26 62 71 160 253 253
23 10 26 65 74 160 253 253
24 10 26 68 77 160 253 253
25 11 26 71 79 160 253 253
26 11 26 74 80 160 253 253
27 12 26 76 83 160 253 253
28 12 27 80 86 160 253 253
29 13 28 82 88 160 253 253
30 13 28 84 90 160 253 253

3.8   Pound sterling

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 11 23 46 187 311 3 010
2 0 11 23 46 187 346 2 263
3 1 11 24 51 181 358 1 720
4 1 13 27 57 178 357 1 335
5 2 16 29 60 177 348 1 061
6 2 18 33 61 176 334 862
7 3 21 36 60 175 318 713
8 3 23 37 60 174 302 600
9 6 31 41 58 173 285 511
10 9 34 41 57 172 268 440
11 7 33 40 56 171 264 382
12 6 32 40 55 170 263 334
13 5 30 40 55 169 263 295
14 6 30 42 56 169 262 262
15 7 30 44 56 168 261 261
16 7 30 47 57 166 260 260
17 7 30 50 60 165 259 259
18 8 30 53 62 165 258 258
19 8 30 55 65 165 258 258
20 9 30 58 67 165 258 258
21 9 30 61 69 165 259 259
22 9 30 64 72 165 259 259
23 10 30 66 74 165 258 258
24 10 30 69 77 164 258 258
25 11 30 71 79 164 257 257
26 11 30 74 81 163 257 257
27 12 30 76 83 163 256 256
28 12 30 80 86 163 256 256
29 12 30 82 88 162 256 256
30 13 30 84 90 162 255 255

3.9   Romanian leu

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