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Commission Implementing Regulation (EU) 2021/1354 of 6 August 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2021 until 29 September 2021 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)

Type Implementing Regulation
Publication 2021-08-13
State In force
Text As published
Department European Commission, FISMA
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 30 5 0 24 1
2 0 0 38 5 0 39 0
3 0 1 43 5 1 45 0
4 0 2 45 5 2 46 0
5 0 3 50 5 4 49 0
6 1 4 52 5 6 51 0
7 2 5 55 5 8 52 0
8 2 6 57 5 11 52 0
9 3 7 59 5 12 49 0
10 3 8 60 5 13 49 0
Duration (in years) Estonia Finland France Germany Greece Hungary Ireland
--- --- --- --- --- --- --- ---
1 0 0 0 0 375 4 15
2 0 0 0 0 233 4 21
3 1 0 0 0 207 4 24
4 2 0 0 0 181 4 25
5 3 0 0 0 166 4 26
6 4 0 0 0 163 4 27
7 5 0 0 0 161 4 28
8 6 0 1 0 165 2 29
9 7 0 2 0 167 1 29
10 8 0 3 0 169 4 30
Duration (in years) Italy Latvia Lithuania Luxembourg Malta Netherlands Poland
--- --- --- --- --- --- --- ---
1 6 4 5 0 15 0 4
2 14 10 11 0 21 0 4
3 19 13 14 0 24 0 4
4 21 15 16 0 25 0 4
5 24 17 18 0 26 0 4
6 25 18 20 0 27 0 4
7 27 20 21 0 28 0 4
8 28 21 23 1 29 0 4
9 30 22 24 2 29 0 4
10 31 23 25 2 30 0 4
Duration (in years) Portugal Romania Slovakia Slovenia Spain Sweden United Kingdom
--- --- --- --- --- --- --- ---
1 24 9 12 17 5 0 0
2 39 16 15 20 11 0 0
3 45 18 17 25 14 0 0
4 46 19 18 29 16 0 0
5 49 21 20 32 18 0 0
6 51 22 21 35 20 0 0
7 52 23 22 37 21 0 0
8 52 25 24 38 23 0 0
9 49 26 24 39 24 0 0
10 49 24 24 39 25 0 0
Duration (in years) Liechtenstein Norway Switzerland Australia Brazil Canada Chile
--- --- --- --- --- --- --- ---
1 0 0 0 0 12 0 17
2 0 0 0 0 12 0 18
3 0 0 0 0 12 0 18
4 0 0 0 0 12 0 17
5 0 0 0 0 12 0 16
6 0 0 0 0 12 0 15
7 0 0 0 0 12 0 14
8 0 0 0 0 12 0 15
9 0 0 0 0 12 0 15
10 0 0 0 0 12 0 13
Duration (in years) China Colombia Hong Kong India Japan Malaysia Mexico
--- --- --- --- --- --- --- ---
1 0 12 0 10 0 0 9
2 0 18 0 10 0 0 9
3 2 28 0 10 0 0 10
4 3 35 0 10 0 0 10
5 3 37 0 10 0 0 10
6 3 40 0 10 0 0 10
7 4 42 0 10 0 0 10
8 8 40 0 10 0 0 10
9 5 37 0 10 0 0 10
10 5 40 0 10 1 0 10
Duration (in years) New Zealand Russia Singapore South Africa South Korea Thailand Taiwan
--- --- --- --- --- --- --- ---
1 0 0 0 7 9 1 4
2 0 0 0 9 12 0 4
3 0 0 0 10 12 0 4
4 0 0 0 10 14 0 4
5 0 1 0 10 15 0 4
6 0 5 0 11 15 0 4
7 0 7 0 13 16 0 4
8 0 11 0 15 16 0 4
9 0 17 0 15 16 0 4
10 0 17 0 17 16 0 4
Duration (in years) United States
--- ---
1 0
2 0
3 0
4 0
5 0
6 0
7 0
8 0
9 0
10 0

2. Exposures to financial institutions

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 7 20 44 115 228 534 1205
2 7 20 44 115 228 534 969
3 8 22 45 109 224 530 790
4 9 24 47 111 223 529 654
5 10 27 52 114 223 529 550
6 11 29 56 119 223 529 529
7 13 31 58 121 223 529 529
8 13 32 57 120 223 529 529
9 13 33 57 120 223 529 529
10 13 34 58 120 223 529 529
11 14 35 58 120 223 529 529
12 14 36 58 120 223 529 529
13 15 37 58 120 223 529 529
14 15 37 58 120 223 529 529
15 15 37 58 120 223 529 529
16 15 37 58 120 223 529 529
17 15 37 58 120 223 529 529
18 15 37 58 120 223 529 529
19 15 37 58 120 223 529 529
20 15 37 58 120 223 529 529
21 15 37 58 120 223 529 529
22 17 37 58 120 223 529 529
23 17 37 58 120 223 529 529
24 18 37 58 120 223 529 529
25 18 37 58 120 223 529 529
26 19 37 58 120 223 529 529
27 19 37 58 120 223 529 529
28 21 37 58 120 223 529 529
29 21 37 58 120 223 529 529
30 22 37 58 120 223 529 529

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 14 27 51 123 235 542 1235
2 16 29 53 125 237 544 999
3 18 32 55 119 234 540 816
4 19 34 57 121 233 539 676
5 20 36 62 124 232 539 568
6 20 38 65 128 232 538 538
7 21 39 66 129 231 537 537
8 20 39 65 128 230 537 537
9 20 40 64 127 230 536 536
10 20 40 64 126 229 536 536
11 20 41 64 126 229 535 535
12 20 41 63 125 228 535 535
13 19 41 63 125 228 534 534
14 19 41 62 124 227 534 534
15 19 41 62 124 227 533 533
16 18 40 61 123 226 533 533
17 18 40 61 123 226 533 533
18 18 40 61 123 226 532 532
19 18 40 61 123 226 533 533
20 18 40 62 123 226 533 533
21 19 41 62 124 227 533 533
22 19 41 62 124 227 533 533
23 19 41 62 124 227 534 534
24 19 41 62 124 227 534 534
25 19 41 62 124 227 534 534
26 19 41 62 124 227 534 534
27 21 41 62 124 227 534 534
28 21 41 62 124 227 533 533
29 22 41 62 124 227 533 533
30 22 41 62 124 227 533 533

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 43 115 227 534 1205
2 6 20 43 115 227 534 969
3 7 22 45 109 224 530 790
4 9 24 47 111 223 529 654
5 10 27 52 114 223 529 550
6 11 29 56 119 223 529 529
7 12 31 57 121 223 529 529
8 12 32 57 120 223 529 529
9 13 33 57 120 223 529 529
10 13 34 58 120 223 529 529
11 14 35 58 120 223 529 529
12 14 36 58 120 223 529 529
13 14 36 58 120 223 529 529
14 15 37 58 120 223 529 529
15 15 37 58 120 223 529 529
16 15 37 58 120 223 529 529
17 15 37 58 120 223 529 529
18 15 37 58 120 223 529 529
19 15 37 58 120 223 529 529
20 15 37 58 120 223 529 529
21 15 37 58 120 223 529 529
22 17 37 58 120 223 529 529
23 17 37 58 120 223 529 529
24 18 37 58 120 223 529 529
25 18 37 58 120 223 529 529
26 19 37 58 120 223 529 529
27 19 37 58 120 223 529 529
28 21 37 58 120 223 529 529
29 21 37 58 120 223 529 529
30 22 37 58 120 223 529 529

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 78 91 115 186 299 605 1234
2 74 88 111 183 295 602 996
3 78 93 115 179 295 601 814
4 78 93 116 180 292 598 675
5 77 94 119 181 290 596 596
6 76 94 121 184 288 594 594
7 76 95 121 185 286 593 593
8 75 94 120 183 285 592 592
9 74 94 119 181 284 591 591
10 71 92 116 178 281 587 587
11 69 91 114 175 278 585 585
12 69 90 112 174 277 584 584
13 68 90 112 174 277 583 583
14 68 90 111 173 276 583 583
15 68 90 111 173 276 582 582
16 67 89 110 172 275 582 582
17 67 89 110 172 275 581 581
18 66 88 110 171 274 581 581
19 66 88 109 171 274 580 580
20 65 87 108 170 273 580 580
21 64 86 108 170 273 579 579
22 64 86 107 169 272 578 578
23 63 85 106 168 271 577 577
24 62 84 105 167 270 576 576
25 61 83 104 166 269 575 575
26 60 82 103 165 268 574 574
27 59 81 102 164 267 573 573
28 58 80 101 163 266 572 572
29 57 79 100 162 265 571 571
30 56 78 99 161 264 570 570

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 47 119 231 538 1214
2 12 25 49 120 233 539 977
3 14 29 51 115 231 537 797
4 16 31 55 118 230 536 660
5 18 34 60 121 230 537 555
6 19 36 63 126 230 537 537
7 19 38 65 128 230 536 536
8 19 39 64 127 229 536 536
9 19 39 64 126 229 536 536
10 19 40 64 125 229 535 535
11 19 41 64 125 228 535 535
12 20 41 64 125 228 535 535
13 20 42 63 125 228 535 535
14 20 42 63 125 228 535 535
15 20 42 63 125 228 535 535
16 20 42 63 125 228 534 534
17 20 42 63 125 228 535 535
18 20 42 63 125 228 535 535
19 20 42 64 126 229 535 535
20 21 43 64 126 229 535 535
21 21 43 65 126 229 536 536
22 21 43 65 127 230 536 536
23 22 44 65 127 230 536 536
24 22 44 65 127 230 536 536
25 22 44 65 127 230 536 536
26 22 44 65 127 230 536 536
27 22 44 65 127 230 536 536
28 21 44 65 127 230 536 536
29 22 43 65 127 230 536 536
30 22 43 65 126 229 536 536

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 48 61 85 156 269 575 1213
2 52 65 89 160 273 579 976
3 57 71 94 158 273 579 796
4 60 76 99 162 274 581 659
5 62 79 105 166 275 582 582
6 64 81 108 171 275 582 582
7 64 83 109 173 275 581 581
8 63 83 108 171 274 580 580
9 62 83 107 169 273 579 579
10 62 82 106 168 271 578 578
11 61 82 105 167 270 576 576
12 60 82 104 166 269 575 575
13 59 81 103 164 267 574 574
14 58 80 101 163 266 573 573
15 57 79 100 162 265 572 572
16 56 78 99 161 264 571 571
17 55 77 99 161 264 570 570
18 55 77 98 160 263 569 569
19 54 76 98 159 262 569 569
20 54 76 97 159 262 568 568
21 53 75 96 158 261 568 568
22 52 74 96 158 261 567 567
23 52 74 95 157 260 566 566
24 51 73 94 156 259 565 565
25 50 72 93 155 258 565 565
26 49 71 93 154 257 564 564
27 48 70 92 154 257 563 563
28 48 70 91 153 256 562 562
29 47 69 90 152 255 561 561
30 46 68 89 151 254 561 561

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 6 19 43 114 227 533 1204
2 6 19 43 114 227 533 968
3 7 21 44 108 223 529 789
4 8 24 47 110 222 529 653
5 9 26 52 113 222 528 549
6 10 28 55 118 222 528 528
7 12 30 57 121 222 528 528
8 12 31 57 119 222 528 528
9 12 32 57 119 222 528 528
10 12 33 57 119 222 528 528
11 13 34 57 119 222 528 528
12 13 35 57 119 222 528 528
13 14 36 57 119 222 528 528
14 14 36 57 119 222 528 528
15 14 36 57 119 222 528 528
16 14 36 57 119 222 528 528
17 14 36 57 119 222 528 528
18 14 36 57 119 222 528 528
19 14 36 57 119 222 528 528
20 15 36 57 119 222 528 528
21 15 36 57 119 222 528 528
22 17 36 57 119 222 528 528
23 17 36 57 119 222 528 528
24 18 36 57 119 222 529 529
25 18 36 57 119 222 529 529
26 19 36 57 119 222 529 529
27 19 36 57 119 222 529 529
28 21 36 57 119 222 529 529
29 21 36 57 119 222 529 529
30 22 36 57 119 222 529 529

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 8 24 54 146 245 552 1217
2 8 24 54 146 245 552 981
3 9 26 54 132 242 548 801
4 10 29 56 123 240 546 663
5 12 30 57 112 239 545 558
6 14 34 60 106 238 544 544
7 16 37 61 99 237 543 543
8 17 38 60 92 236 542 542
9 20 45 63 87 235 541 541
10 19 44 61 84 234 540 540
11 18 43 60 84 233 539 539
12 18 43 60 86 232 539 539
13 18 43 61 86 232 538 538
14 18 43 61 86 231 537 537
15 18 43 61 86 230 536 536
16 18 44 61 86 229 535 535
17 18 44 61 86 228 534 534
18 18 44 61 86 227 534 534
19 18 44 61 86 227 534 534
20 18 44 61 86 228 534 534
21 18 44 61 86 228 534 534
22 18 44 61 86 227 534 534
23 18 44 61 86 227 533 533
24 18 44 61 86 226 533 533
25 18 44 61 86 226 532 532
26 19 44 61 86 225 532 532
27 19 44 61 86 225 531 531
28 21 44 61 86 224 531 531
29 21 44 61 86 224 530 530
30 22 44 61 86 223 530 530

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 85 98 122 193 306 612 1251
2 83 96 120 191 304 610 1009
3 83 97 120 184 299 605 825
4 82 98 121 184 296 603 684
5 81 98 123 185 294 600 600
6 80 98 125 188 292 598 598
7 79 98 124 188 289 596 596
8 77 96 122 184 287 594 594
9 75 95 120 182 285 591 591
10 74 95 118 180 283 590 590
11 73 94 117 179 282 588 588
12 72 94 116 177 280 587 587
13 71 93 114 176 279 585 585
14 69 91 113 175 278 584 584
15 68 90 111 173 276 583 583
16 67 89 110 172 275 582 582
17 66 88 109 171 274 581 581
18 65 87 108 170 273 580 580
19 64 86 108 169 272 579 579
20 63 85 107 169 272 578 578
21 63 85 106 168 271 577 577
22 62 84 105 167 270 576 576
23 61 83 104 166 269 575 575
24 60 82 103 165 268 574 574
25 58 80 102 164 267 573 573
26 57 79 101 162 266 572 572
27 56 78 100 161 264 571 571
28 55 77 99 160 263 570 570
29 54 76 98 159 262 569 569
30 53 75 97 158 261 568 568

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 57 70 94 165 278 584 1214
2 56 69 93 164 277 583 980
3 56 71 94 158 273 579 802
4 57 72 95 159 271 577 665
5 57 73 99 161 269 576 576
6 56 74 101 164 268 574 574
7 56 75 101 165 266 573 573
8 55 74 99 162 265 571 571
9 53 73 98 160 263 570 570
10 53 73 97 159 262 569 569
11 52 74 97 158 261 568 568
12 52 74 96 158 261 567 567
13 52 74 95 157 260 566 566
14 51 73 95 156 259 566 566
15 51 73 94 156 259 565 565
16 50 72 93 155 258 564 564
17 49 71 93 154 257 564 564
18 49 71 92 154 257 563 563
19 48 70 92 153 256 563 563
20 48 70 91 153 256 563 563
21 48 70 91 153 256 562 562
22 47 69 91 153 256 562 562
23 47 69 90 152 255 561 561
24 46 68 90 151 254 561 561
25 46 68 89 151 254 560 560
26 45 67 88 150 253 560 560
27 44 66 88 149 252 559 559
28 44 66 87 149 252 558 558
29 43 65 86 148 251 557 557
30 42 64 86 147 250 557 557

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 68 140 252 559 1226
2 32 45 69 140 253 559 991
3 32 47 69 133 249 555 809
4 33 48 71 135 247 553 671
5 33 50 76 137 246 552 564
6 34 51 78 141 245 552 552
7 34 53 79 143 244 551 551
8 33 53 78 141 244 550 550
9 33 53 77 140 243 549 549
10 33 53 77 139 242 549 549
11 33 54 77 139 242 548 548
12 32 54 76 138 241 547 547
13 32 54 75 137 240 547 547
14 31 53 75 136 239 546 546
15 31 53 74 136 239 545 545
16 30 52 73 135 238 545 545
17 30 52 73 135 238 544 544
18 29 51 73 134 237 544 544
19 29 51 72 134 237 544 544
20 29 51 73 134 237 544 544
21 29 51 73 134 237 544 544
22 29 51 73 134 237 544 544
23 29 51 72 134 237 544 544
24 29 51 72 134 237 543 543
25 29 51 72 134 237 543 543
26 28 50 72 133 236 543 543
27 28 50 71 133 236 543 543
28 28 50 71 133 236 542 542
29 27 49 71 133 236 542 542
30 27 49 70 132 235 542 542

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 96 209 515 1201
2 1 5 26 97 210 516 966
3 2 5 27 91 206 513 788
4 2 7 30 93 205 512 652
5 4 9 35 97 205 512 548
6 4 12 38 101 205 512 512
7 5 14 40 104 205 512 512
8 6 14 40 103 205 512 512
9 7 15 40 102 205 512 512
10 8 16 40 102 205 512 512
11 8 18 41 103 206 513 513
12 9 18 40 102 205 511 511
13 10 19 41 103 206 512 512
14 10 19 41 103 206 512 512
15 12 18 40 101 204 511 511
16 12 17 39 100 203 510 510
17 13 17 39 100 203 510 510
18 14 17 39 101 204 510 510
19 14 18 39 101 204 510 510
20 15 18 40 101 204 511 511
21 15 20 40 102 205 511 511
22 17 20 40 102 205 511 511
23 17 21 40 102 205 511 511
24 18 21 40 101 204 511 511
25 18 22 39 101 204 511 511
26 19 23 39 101 204 511 511
27 19 24 41 101 204 511 511
28 21 24 42 101 204 510 510
29 21 25 43 101 204 510 510
30 22 26 44 101 204 510 510

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 46 59 83 154 267 573 1216
2 46 59 83 154 267 573 980
3 46 61 84 148 263 569 800
4 47 62 86 149 261 567 664
5 47 64 90 151 260 566 566
6 47 65 92 155 259 566 566
7 48 67 93 157 258 565 565
8 47 66 92 155 257 564 564
9 46 66 91 153 256 563 563
10 46 67 90 152 256 562 562
11 46 67 90 152 255 561 561
12 45 67 89 151 254 560 560
13 45 67 88 150 253 560 560
14 45 67 88 150 253 559 559
15 44 66 87 149 252 559 559
16 43 65 86 148 251 558 558
17 43 65 86 148 251 557 557
18 42 64 85 147 250 557 557
19 42 64 85 147 250 556 556
20 41 63 85 147 250 556 556
21 41 63 85 146 249 556 556
22 41 63 84 146 249 555 555
23 40 62 84 145 248 555 555
24 40 62 83 145 248 554 554
25 39 61 82 144 247 554 554
26 38 60 82 143 246 553 553
27 38 60 81 143 246 552 552
28 37 59 80 142 245 551 551
29 36 58 79 141 244 551 551
30 36 58 79 141 244 550 550

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 54 126 239 545 1223
2 21 35 58 130 242 549 985
3 25 40 62 126 242 548 804
4 29 44 67 131 243 549 666
5 31 48 74 135 244 551 561
6 31 48 75 138 242 549 549
7 35 54 80 144 246 552 552
8 34 53 79 142 244 551 551
9 35 55 80 142 245 552 552
10 37 58 81 143 246 553 553
11 38 60 83 144 247 554 554
12 39 61 83 145 248 554 554
13 40 62 84 145 248 555 555
14 41 63 84 146 249 555 555
15 41 63 84 146 249 555 555
16 40 62 84 145 248 555 555
17 40 62 84 145 248 555 555
18 40 62 83 145 248 554 554
19 39 61 83 145 248 554 554
20 39 61 83 145 248 554 554
21 39 61 83 144 247 554 554
22 39 61 82 144 247 554 554
23 39 61 82 144 247 553 553
24 38 60 82 144 247 553 553
25 38 60 81 143 246 552 552
26 37 59 81 143 246 552 552
27 37 59 80 142 245 551 551
28 36 58 80 142 245 551 551
29 36 58 79 141 244 550 550
30 35 57 79 140 243 550 550

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 17 30 54 125 238 544 1225
2 18 32 55 127 239 546 988
3 20 35 57 121 237 543 807
4 22 37 61 124 236 542 669
5 23 40 66 127 236 542 563
6 24 42 69 132 236 542 542
7 26 44 71 134 236 542 542
8 25 45 70 133 236 542 542
9 26 46 70 133 236 542 542
10 26 47 71 133 236 542 542
11 27 48 71 133 236 543 543
12 28 49 71 133 236 543 543
13 28 50 71 133 236 543 543
14 28 50 71 133 236 543 543
15 28 50 72 133 236 543 543
16 28 50 71 133 236 543 543
17 28 50 71 133 236 543 543
18 28 50 71 133 236 543 543
19 28 50 71 133 236 542 542
20 28 50 71 133 236 543 543
21 28 50 71 133 236 543 543
22 28 50 71 133 236 542 542
23 27 49 71 132 235 542 542
24 27 49 70 132 235 541 541
25 26 48 70 131 234 541 541
26 26 48 69 131 234 540 540
27 25 47 69 131 234 540 540
28 25 47 68 130 233 540 540
29 25 47 68 130 233 539 539
30 24 46 68 129 232 539 539

2.16   Chilean peso

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 49 63 86 158 270 577 1237
2 52 66 89 161 273 580 1006
3 56 71 94 158 273 579 826
4 59 74 98 161 273 579 687
5 61 78 103 165 274 580 580
6 63 80 107 170 274 581 581
7 64 83 109 173 274 581 581
8 64 83 109 171 274 580 580
9 64 84 108 171 274 580 580
10 64 85 109 171 274 580 580
11 65 86 109 171 274 580 580
12 64 86 108 170 273 580 580
13 64 86 108 169 272 579 579
14 64 85 107 169 272 578 578
15 63 85 106 168 271 577 577
16 62 84 105 167 270 577 577
17 61 83 105 166 269 576 576
18 61 83 104 166 269 575 575
19 60 82 103 165 268 575 575
20 59 81 103 165 268 574 574
21 59 81 102 164 267 573 573
22 58 80 101 163 266 573 573
23 57 79 100 162 265 572 572
24 56 78 99 161 264 571 571
25 55 77 99 160 263 570 570
26 54 76 98 159 262 569 569
27 53 75 97 159 262 568 568
28 53 75 96 158 261 567 567
29 52 74 95 157 260 566 566
30 51 73 94 156 259 565 565

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 81 94 118 189 302 608 1269
2 86 99 123 194 307 613 1034
3 88 102 125 189 304 610 851
4 89 104 127 191 303 609 709
5 92 109 134 196 305 611 611
6 94 112 139 202 306 612 612
7 96 115 141 205 306 613 613
8 97 117 142 205 307 614 614
9 98 118 143 205 308 615 615
10 99 120 143 205 309 615 615
11 99 121 143 205 308 615 615
12 99 121 143 204 307 614 614
13 98 120 141 203 306 613 613
14 97 119 140 202 305 611 611
15 96 117 139 201 304 610 610
16 94 116 137 199 302 609 609
17 93 115 136 198 301 607 607
18 91 113 135 197 300 606 606
19 90 112 133 195 298 605 605
20 89 111 132 194 297 603 603
21 87 109 131 193 296 602 602
22 86 108 129 191 294 601 601
23 84 106 128 189 292 599 599
24 83 105 126 188 291 597 597
25 81 103 124 186 289 596 596
26 79 101 123 185 288 594 594
27 78 100 121 183 286 592 592
28 76 98 120 181 284 591 591
29 75 97 118 180 283 589 589
30 73 95 116 178 281 588 588

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 11 24 48 119 232 538 1218
2 14 27 51 122 235 541 980
3 17 32 54 118 234 540 801
4 20 36 59 122 234 541 664
5 23 39 65 126 235 542 559
6 24 42 69 132 236 542 542
7 25 44 71 134 236 542 542
8 26 45 70 133 236 542 542
9 26 46 70 133 236 542 542
10 26 47 71 133 236 542 542
11 27 48 71 133 236 542 542
12 27 49 71 132 235 542 542
13 27 48 70 132 235 541 541
14 26 48 69 131 234 541 541
15 25 47 69 131 234 540 540
16 25 47 68 130 233 539 539
17 24 46 68 129 232 539 539
18 24 46 67 129 232 539 539
19 24 46 67 129 232 538 538
20 24 46 67 129 232 539 539
21 24 46 68 129 232 539 539
22 24 46 68 129 232 539 539
23 24 46 67 129 232 539 539
24 24 46 67 129 232 539 539
25 24 46 67 129 232 538 538
26 24 46 67 129 232 538 538
27 23 46 67 129 232 538 538
28 23 45 67 128 231 538 538
29 23 45 66 128 231 538 538
30 23 45 66 128 231 537 537

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 95 108 132 203 316 622 1288
2 96 109 133 204 317 623 1044
3 97 112 134 198 314 620 856
4 99 114 137 201 313 619 712
5 100 116 142 204 312 619 619
6 100 118 145 208 312 618 618
7 101 120 146 210 312 618 618
8 101 120 146 209 311 618 618
9 100 120 145 207 311 617 617
10 99 120 144 206 309 616 616
11 98 120 143 204 307 614 614
12 97 119 141 203 306 612 612
13 96 117 139 201 304 610 610
14 94 116 137 199 302 609 609
15 92 114 136 197 300 607 607
16 90 112 134 195 298 605 605
17 89 111 132 194 297 603 603
18 87 109 131 192 295 602 602
19 86 108 129 191 294 600 600
20 85 107 128 190 293 599 599
21 84 106 127 189 292 598 598
22 83 105 126 188 291 597 597
23 81 103 125 187 290 596 596
24 80 102 124 185 288 595 595
25 79 101 122 184 287 594 594
26 78 100 121 183 286 592 592
27 77 99 120 182 285 591 591
28 75 97 119 181 284 590 590
29 74 96 118 179 282 589 589
30 73 95 117 178 281 588 588

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
1 321 335 358 430 542 849 1319
2 84 98 121 193 305 612 1068
3 88 102 125 189 304 610 873
4 91 107 130 193 305 612 724
5 94 110 136 198 306 613 613
6 95 113 140 203 307 613 613
7 97 116 142 206 307 614 614
8 98 117 143 206 308 615 615
9 98 118 143 205 308 615 615
10 99 119 143 205 308 615 615
11 99 120 143 205 308 615 615
12 100 121 144 205 308 615 615
13 100 122 144 206 309 615 615
14 101 123 144 206 309 616 616
15 102 124 145 207 310 616 616
16 103 125 146 208 311 617 617
17 104 126 147 209 312 618 618
18 105 127 148 210 313 619 619
19 106 128 149 211 314 620 620
20 106 128 149 211 314 621 621
21 106 128 150 211 314 621 621
22 106 128 149 211 314 620 620
23 105 127 149 210 313 620 620
24 104 126 148 209 312 619 619
25 103 125 147 208 311 618 618
26 102 124 145 207 310 617 617
27 101 123 144 206 309 615 615
28 99 121 143 204 307 614 614
29 98 120 141 203 306 612 612
30 96 118 140 202 305 611 611

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 12 36 107 220 526 1216
2 1 12 36 107 220 526 978
3 2 14 37 101 216 522 797
4 2 15 39 102 214 520 660
5 4 17 43 104 213 520 554
6 4 18 45 108 212 519 519
7 5 20 46 110 212 518 518
8 6 20 45 108 211 517 517
9 7 20 44 107 210 516 516
10 8 21 44 106 209 516 516
11 8 22 44 106 209 516 516
12 9 22 44 106 209 516 516
13 10 23 44 106 209 516 516
14 10 23 45 107 210 516 516
15 12 24 45 107 210 516 516
16 12 24 45 107 210 516 516
17 13 24 46 107 210 517 517
18 14 25 46 108 211 517 517
19 14 25 47 109 212 518 518
20 15 26 48 109 212 519 519
21 16 27 48 110 213 520 520
22 17 28 49 111 214 520 520
23 17 28 50 111 214 521 521
24 18 29 50 112 215 521 521
25 18 29 50 112 215 522 522
26 19 30 51 113 216 522 522
27 19 30 51 113 216 522 522
28 21 30 51 113 216 523 523
29 21 30 52 113 216 523 523
30 22 31 52 114 217 523 523

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 51 65 88 160 273 579 1224
2 52 66 89 161 273 580 987
3 53 68 90 154 270 576 807
4 54 69 93 156 268 574 669
5 54 71 97 158 267 574 574
6 55 73 100 163 267 573 573
7 55 74 100 164 265 572 572
8 55 74 100 162 265 571 571
9 54 74 99 161 264 571 571
10 53 74 98 160 263 570 570
11 53 74 97 159 262 568 568
12 52 73 95 157 260 567 567
13 51 72 94 156 259 565 565
14 49 71 93 154 257 564 564
15 48 70 91 153 256 563 563
16 47 69 90 152 255 561 561
17 46 68 89 151 254 560 560
18 45 67 88 150 253 559 559
19 44 66 87 149 252 558 558
20 43 65 87 148 251 558 558
21 43 65 86 148 251 557 557
22 42 64 85 147 250 557 557
23 41 63 85 147 250 556 556
24 41 63 84 146 249 555 555
25 40 62 83 145 248 555 555
26 39 61 83 145 248 554 554
27 39 61 82 144 247 553 553
28 38 60 81 143 246 553 553
29 37 59 81 143 246 552 552
30 37 59 80 142 245 551 551

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
1 115 128 152 223 336 642 1289
2 116 130 153 225 337 644 1043
3 119 133 156 220 335 642 857
4 121 137 160 223 335 642 713
5 123 140 165 227 336 642 642
6 124 142 169 232 336 642 642
7 125 144 170 234 336 642 642
8 125 144 170 233 335 642 642
9 125 145 169 232 335 641 641
10 125 145 169 231 334 641 641
11 124 145 168 230 333 640 640
12 123 145 167 229 332 638 638
13 122 144 165 227 330 636 636
14 120 142 163 225 328 635 635
15 118 140 161 223 326 633 633
16 116 138 159 221 324 630 630
17 114 136 157 219 322 628 628
18 112 134 155 217 320 626 626
19 110 132 153 215 318 624 624
20 108 130 151 213 316 623 623
21 106 128 150 212 315 621 621
22 105 127 148 210 313 619 619
23 103 125 146 208 311 617 617
24 101 123 144 206 309 615 615
25 99 121 142 204 307 614 614
26 97 119 140 202 305 612 612
27 95 117 139 201 304 610 610
28 94 116 137 199 302 608 608
29 92 114 135 197 300 607 607
30 90 112 134 195 298 605 605

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
1 166 179 203 274 387 693 1336
2 176 189 213 284 397 703 1086
3 182 196 219 283 398 705 889
4 185 200 223 287 399 705 739
5 186 203 229 290 399 706 706
6 187 204 231 294 398 705 705
7 187 205 232 296 397 704 704
8 185 205 230 293 396 702 702
9 184 205 229 291 395 701 701
10 184 205 228 290 393 700 700
11 183 204 227 289 392 698 698
12 181 202 224 286 389 696 696
13 178 200 222 284 387 693 693
14 176 197 219 281 384 690 690
15 172 194 216 278 381 687 687
16 169 191 213 275 378 684 684
17 166 188 210 272 375 681 681
18 163 185 207 269 372 678 678
19 160 182 204 266 369 675 675
20 158 180 201 263 366 672 672
21 155 177 198 260 363 669 669
22 152 174 195 257 360 666 666
23 148 170 192 254 357 663 663
24 145 167 189 251 354 660 660
25 142 164 186 247 351 657 657
26 139 161 183 245 348 654 654
27 136 159 180 242 345 651 651
28 134 156 177 239 342 648 648
29 131 153 174 236 339 645 645
30 128 150 172 233 336 643 643

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 32 45 69 140 253 559 1259
2 33 46 70 141 254 560 1014
3 34 48 71 135 250 557 827
4 35 50 74 137 249 555 685
5 36 53 78 140 249 555 576
6 36 54 81 144 248 554 554
7 37 55 82 146 247 554 554
8 36 55 81 143 246 552 552
9 35 55 80 142 245 552 552
10 35 56 79 141 244 551 551
11 35 56 79 141 244 550 550
12 35 56 78 140 243 550 550
13 34 56 78 140 243 549 549
14 34 56 77 139 242 549 549
15 34 56 77 139 242 548 548
16 34 56 77 139 242 548 548
17 34 56 77 139 242 548 548
18 34 56 77 139 242 548 548
19 34 56 77 139 242 548 548
20 34 56 77 139 242 548 548
21 34 56 77 139 242 548 548
22 34 56 77 139 242 548 548
23 34 56 77 139 242 548 548
24 33 55 77 138 241 548 548
25 33 55 76 138 241 548 548
26 33 55 76 138 241 547 547
27 32 54 76 137 240 547 547
28 32 54 75 137 240 547 547
29 32 54 75 137 240 546 546
30 31 53 75 136 239 546 546

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 29 42 66 137 250 556 1246
2 30 44 67 139 252 558 1005
3 33 48 70 134 250 556 821
4 35 51 74 138 250 556 681
5 38 54 80 142 250 557 574
6 39 57 83 146 250 557 557
7 41 59 86 149 251 557 557
8 41 60 86 148 251 557 557
9 41 61 86 148 251 558 558
10 42 63 86 148 252 558 558
11 43 64 87 149 252 558 558
12 43 65 87 149 252 558 558
13 44 66 87 149 252 558 558
14 44 66 87 149 252 558 558
15 44 66 87 149 252 558 558
16 43 65 87 148 251 558 558
17 43 65 87 149 252 558 558
18 43 65 87 149 252 558 558
19 43 65 87 149 252 558 558
20 44 66 87 149 252 558 558
21 44 66 87 149 252 559 559
22 44 66 87 149 252 558 558
23 44 66 87 149 252 558 558
24 43 65 87 148 251 558 558
25 43 65 86 148 251 557 557
26 42 64 86 147 250 557 557
27 42 64 85 147 250 556 556
28 41 63 84 146 249 556 556
29 41 63 84 146 249 555 555
30 40 62 83 145 248 555 555

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
1 125 139 162 234 346 653 1331
2 124 138 161 233 345 652 1076
3 125 139 162 226 341 647 879
4 125 141 164 227 339 646 728
5 126 142 168 230 338 645 645
6 125 143 170 233 337 643 643
7 126 144 171 235 336 643 643
8 125 144 170 233 335 642 642
9 124 144 169 231 334 641 641
10 124 145 168 230 334 640 640
11 124 145 168 230 333 639 639
12 123 145 167 229 332 638 638
13 122 144 166 227 330 637 637
14 121 143 164 226 329 636 636
15 119 141 162 224 327 634 634
16 117 139 160 222 325 632 632
17 114 136 158 220 323 629 629
18 112 134 156 217 320 627 627
19 110 132 154 215 318 625 625
20 108 130 151 213 316 623 623
21 106 128 149 211 314 620 620
22 104 126 147 209 312 618 618
23 101 123 145 207 310 616 616
24 99 121 143 204 307 614 614
25 97 119 140 202 305 612 612
26 95 117 138 200 303 610 610
27 93 115 136 198 301 607 607
28 91 113 134 196 299 605 605
29 89 111 132 194 297 603 603
30 87 109 130 192 295 602 602

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 13 37 108 221 527 1220
2 1 15 39 110 223 529 983
3 4 18 41 105 220 527 803
4 6 22 45 108 220 527 666
5 8 25 51 112 221 528 560
6 10 28 54 118 222 528 528
7 11 30 57 120 222 528 528
8 11 31 56 119 222 528 528
9 12 32 56 119 222 528 528
10 12 33 56 118 222 528 528
11 12 34 56 118 221 528 528
12 12 34 56 118 221 528 528
13 13 34 56 118 221 527 527
14 12 34 56 118 221 527 527
15 12 34 56 117 220 527 527
16 13 34 55 117 220 526 526
17 13 34 55 117 220 526 526
18 14 34 55 117 220 527 527
19 14 34 55 117 220 527 527
20 15 35 56 118 221 527 527
21 16 35 56 118 221 528 528
22 17 35 57 118 221 528 528
23 17 36 57 119 222 528 528
24 18 36 57 119 222 528 528
25 19 36 57 119 222 528 528
26 19 36 57 119 222 529 529
27 21 36 57 119 222 529 529
28 21 36 57 119 222 529 529
29 22 36 58 119 222 529 529
30 22 36 58 119 222 529 529

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 49 73 144 257 563 1233
2 36 49 73 144 257 563 995
3 36 51 73 137 253 559 812
4 36 52 75 138 251 557 673
5 37 53 79 141 249 556 566
6 39 57 83 146 250 557 557
7 37 55 82 146 247 553 553
8 40 59 85 148 250 557 557
9 39 59 84 146 249 556 556
10 34 55 79 141 244 550 550
11 31 52 75 137 240 546 546
12 28 49 71 133 236 543 543
13 26 48 69 131 234 540 540
14 24 46 67 129 232 538 538
15 22 44 66 128 231 537 537
16 21 43 64 126 229 536 536
17 20 42 63 125 228 535 535
18 19 41 63 125 228 534 534
19 19 41 62 124 227 534 534
20 19 41 62 124 227 534 534
21 19 41 62 124 227 534 534
22 19 41 62 124 227 534 534
23 19 41 62 124 227 534 534
24 19 41 62 124 227 533 533
25 19 41 62 124 227 533 533
26 19 41 62 124 227 533 533
27 21 41 62 124 227 533 533
28 21 40 62 124 227 533 533
29 22 40 62 123 226 533 533
30 22 40 61 123 226 533 533

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
1 204 217 241 312 425 731 1572
2 200 214 237 309 421 728 1270
3 197 211 234 298 413 719 1037
4 193 209 232 295 407 714 858
5 189 206 232 293 402 709 720
6 186 203 230 293 397 704 704
7 182 201 228 291 393 699 699
8 178 198 223 286 389 695 695
9 174 194 219 281 384 691 691
10 170 191 215 277 380 687 687
11 167 188 211 273 376 682 682
12 163 185 207 269 372 678 678
13 160 182 203 265 368 674 674
14 156 178 199 261 364 671 671
15 152 174 196 258 361 667 667
16 149 171 192 254 357 664 664
17 146 168 189 251 354 660 660
18 143 165 186 248 351 657 657
19 140 162 183 245 348 654 654
20 137 159 180 242 345 652 652
21 134 156 177 239 342 649 649
22 131 153 175 237 340 646 646
23 129 151 172 234 337 643 643
24 126 148 169 231 334 641 641
25 123 145 167 228 331 638 638
26 121 143 164 226 329 635 635
27 118 140 162 223 326 633 633
28 116 138 159 221 324 630 630
29 114 136 157 219 322 628 628
30 111 133 155 217 320 626 626

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 25 49 103 237 543 1218
2 9 25 49 103 237 543 981
3 10 29 51 99 235 541 801
4 13 33 55 97 235 542 664
5 17 39 60 100 236 543 559
6 19 42 64 96 237 543 543
7 20 45 63 91 237 544 544
8 18 43 63 90 237 544 544
9 19 45 65 94 237 544 544
10 21 48 67 97 237 544 544
11 22 50 69 100 237 544 544
12 24 53 70 101 237 544 544
13 25 54 71 101 237 544 544
14 26 55 71 102 237 544 544
15 26 55 71 102 237 544 544
16 26 55 71 102 237 543 543
17 26 55 71 102 237 544 544
18 26 55 71 102 237 543 543
19 26 55 71 102 237 544 544
20 26 55 71 102 237 544 544
21 26 55 71 102 238 544 544
22 26 55 71 102 238 544 544
23 26 55 71 102 238 544 544
24 26 55 71 102 238 544 544
25 26 55 71 102 237 544 544
26 26 55 71 102 237 544 544
27 26 55 71 102 237 543 543
28 26 55 71 102 237 543 543
29 26 55 71 102 236 543 543
30 26 55 71 102 236 542 542

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 15 86 199 505 1213
2 1 5 14 85 198 504 976
3 2 5 13 77 193 499 795
4 2 6 15 79 191 497 657
5 4 7 19 81 190 496 552
6 4 7 22 85 189 496 496
7 5 9 24 87 189 495 495
8 6 9 23 86 189 495 495
9 7 10 23 86 189 495 495
10 8 11 24 86 189 495 495
11 8 11 24 86 189 495 495
12 9 13 24 86 189 496 496
13 10 13 24 86 189 496 496
14 10 14 25 86 189 496 496
15 12 14 26 87 190 496 496
16 12 16 27 87 190 496 496
17 13 16 29 87 190 497 497
18 14 17 30 88 191 497 497
19 14 18 31 88 191 498 498
20 15 18 32 89 192 498 498
21 15 20 34 89 192 499 499
22 17 20 35 90 193 499 499
23 17 21 36 90 193 499 499
24 18 21 37 90 193 499 499
25 18 22 38 90 193 500 500
26 19 23 39 90 193 500 500
27 19 24 41 90 193 499 499
28 21 25 42 90 193 499 499
29 21 25 43 90 193 499 499
30 22 26 44 90 193 499 499

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 2 15 21 43 161 300 3173
2 2 15 21 43 161 344 2355
3 2 15 23 47 156 360 1771
4 2 16 26 51 153 361 1364
5 2 18 29 53 153 353 1078
6 4 20 32 56 153 339 872
7 5 23 34 58 153 323 720
8 6 24 35 61 153 306 604
9 6 25 36 64 153 289 513
10 6 25 38 66 153 271 441
11 7 26 38 67 153 255 383
12 7 26 39 67 153 248 334
13 7 26 39 67 153 248 294
14 7 26 39 67 153 248 260
15 7 26 39 67 153 248 248
16 7 26 41 67 153 248 248
17 7 26 43 67 153 248 248
18 7 26 46 67 153 248 248
19 7 26 48 67 153 248 248
20 7 26 50 67 153 248 248
21 7 26 53 67 153 248 248
22 8 26 55 67 153 248 248
23 8 26 57 67 153 248 248
24 8 26 59 67 153 248 248
25 9 26 62 67 153 248 248
26 9 26 64 68 153 248 248
27 10 26 67 70 153 248 248
28 10 26 69 72 153 248 248
29 10 26 72 74 153 248 248
30 11 26 74 75 153 248 248

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 10 22 29 50 169 308 3259
2 12 24 31 52 171 355 2433
3 11 25 33 57 166 372 1834
4 11 26 36 61 163 373 1413
5 12 27 39 63 163 365 1116
6 13 29 40 65 162 350 902
7 13 31 42 66 161 334 743
8 13 31 42 68 161 316 623
9 13 31 43 71 160 297 529
10 13 32 44 72 160 279 454
11 12 32 44 73 159 262 394
12 12 31 44 72 159 253 344
13 11 31 43 72 158 252 302
14 11 30 43 71 158 252 268
15 10 30 42 71 157 251 251
16 10 29 42 70 157 251 251
17 10 29 44 70 157 251 251
18 10 29 47 70 157 251 251
19 10 29 49 70 157 251 251
20 10 29 51 70 157 251 251
21 11 30 54 71 157 252 252
22 11 30 57 71 158 252 252
23 11 30 58 71 158 252 252
24 11 30 61 71 158 252 252
25 11 30 63 71 158 252 252
26 11 30 66 71 158 252 252
27 11 30 68 72 158 252 252
28 11 30 71 74 158 252 252
29 11 30 73 75 157 252 252
30 11 30 76 77 157 252 252

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 2 14 21 42 161 300 3172
2 2 14 21 42 161 344 2355
3 1 15 23 47 156 360 1771
4 1 16 26 51 153 361 1364
5 2 18 29 53 153 353 1078
6 4 20 32 56 153 339 872
7 5 23 33 58 153 323 720
8 5 23 35 61 153 306 604
9 6 24 36 64 153 289 513
10 6 25 38 66 153 271 441
11 6 26 38 67 153 255 383
12 6 26 38 67 153 247 334
13 6 26 38 67 153 247 294
14 6 26 38 67 153 247 260
15 6 26 38 67 153 247 247
16 6 26 41 67 153 247 247
17 6 26 43 67 153 247 247
18 6 26 46 67 153 247 247
19 7 26 48 67 153 247 247
20 7 26 50 67 153 247 247
21 7 26 53 67 153 247 247
22 8 26 55 67 153 247 247
23 8 26 57 67 153 247 247
24 8 26 59 67 153 247 247
25 9 26 62 67 153 247 247
26 9 26 64 68 153 248 248
27 10 26 67 70 153 248 248
28 10 26 69 72 153 248 248
29 10 26 72 74 153 248 248
30 11 26 74 75 153 248 248

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 73 86 92 114 232 328 3254
2 70 82 89 110 229 354 2426
3 72 85 94 118 226 371 1829
4 70 84 95 120 222 373 1411
5 69 85 96 120 220 365 1117
6 69 85 97 121 219 352 904
7 69 86 97 122 217 335 747
8 68 86 97 123 216 318 627
9 67 86 98 125 215 309 533
10 64 83 96 124 211 306 458
11 62 81 94 122 209 303 398
12 61 80 93 121 208 302 348
13 60 79 92 121 207 301 306
14 60 79 92 120 207 301 301
15 60 79 91 120 206 301 301
16 59 78 91 119 206 300 300
17 59 78 91 119 205 300 300
18 58 77 90 118 205 299 299
19 57 77 89 118 204 298 298
20 57 76 89 117 204 298 298
21 56 75 88 117 203 297 297
22 55 75 87 116 202 296 296
23 55 74 86 115 201 296 296
24 54 73 85 114 200 295 295
25 53 72 84 113 199 294 294
26 52 71 83 112 198 293 293
27 51 70 82 111 197 292 292
28 49 69 81 110 196 290 290
29 48 68 80 109 195 289 289
30 47 67 79 108 194 288 288

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 6 18 25 46 165 302 3198
2 8 20 26 48 167 347 2376
3 8 21 30 54 162 363 1788
4 9 23 33 58 161 364 1377
5 10 25 37 60 161 356 1089
6 11 28 39 63 161 342 881
7 12 30 41 65 160 326 727
8 12 30 41 67 160 309 609
9 12 31 42 70 160 291 518
10 12 31 44 72 159 274 446
11 12 31 44 72 159 258 387
12 12 31 44 72 159 253 339
13 12 31 44 72 159 253 298
14 12 31 44 72 159 253 264
15 12 31 44 72 159 253 253
16 12 31 44 72 159 253 253
17 12 31 44 72 159 253 253
18 12 31 46 72 159 253 253
19 12 32 49 73 159 253 253
20 13 32 51 73 160 254 254
21 13 32 54 73 160 254 254
22 13 33 56 74 160 254 254
23 13 33 58 74 160 254 254
24 14 33 61 74 160 255 255
25 14 33 63 74 160 255 255
26 13 33 66 74 160 255 255
27 13 33 68 74 160 254 254
28 13 33 71 74 160 254 254
29 13 32 73 75 160 254 254
30 13 32 76 77 160 254 254

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 43 56 62 84 202 302 3196
2 47 60 66 88 206 347 2374
3 51 64 72 97 205 363 1786
4 53 67 77 103 205 364 1375
5 55 70 82 105 206 355 1087
6 56 73 84 108 206 342 879
7 57 75 85 110 205 326 726
8 56 74 86 112 204 309 609
9 56 74 86 113 203 297 519
10 55 74 86 114 202 296 446
11 54 73 85 114 200 295 387
12 52 72 84 113 199 293 339
13 51 70 83 111 198 292 298
14 50 69 82 110 197 291 291
15 49 68 81 109 196 290 290
16 48 67 80 108 195 289 289
17 47 67 79 108 194 288 288
18 47 66 79 107 193 288 288
19 46 65 78 106 193 287 287
20 46 65 78 106 192 287 287
21 45 64 77 105 192 286 286
22 44 64 76 105 191 285 285
23 44 63 75 104 190 285 285
24 43 62 75 103 190 284 284
25 42 61 74 102 189 283 283
26 41 60 73 101 188 282 282
27 40 60 72 101 187 281 281
28 39 59 71 100 186 281 281
29 39 58 73 99 185 280 280
30 38 57 76 98 185 279 279

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 1 14 20 42 160 300 3170
2 1 14 20 42 160 344 2353
3 1 14 22 47 155 360 1770
4 1 15 25 50 153 361 1363
5 2 17 29 52 153 352 1077
6 3 19 31 55 153 339 871
7 5 22 33 57 153 323 719
8 5 23 34 60 153 306 603
9 5 24 35 63 153 288 513
10 5 24 37 65 153 271 441
11 6 25 38 66 153 255 382
12 6 25 38 66 153 247 334
13 6 25 38 66 153 247 294
14 6 25 38 66 153 247 260
15 6 25 38 66 153 247 247
16 6 25 41 66 153 247 247
17 6 25 43 66 153 247 247
18 6 25 46 66 153 247 247
19 7 25 48 66 153 247 247
20 7 25 50 66 153 247 247
21 7 25 53 66 153 247 247
22 8 25 55 66 153 247 247
23 8 25 57 66 153 247 247
24 8 25 59 66 153 247 247
25 9 25 62 66 153 247 247
26 9 25 64 68 153 247 247
27 10 25 67 70 153 247 247
28 10 25 69 72 153 247 247
29 10 25 72 73 153 247 247
30 11 25 74 75 153 247 247

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 22 45 179 303 3208
2 0 11 22 45 179 348 2387
3 1 11 23 50 174 365 1797
4 1 13 26 55 170 366 1385
5 1 16 28 59 169 358 1094
6 2 18 33 60 168 344 885
7 3 21 36 60 167 328 730
8 5 24 37 59 166 311 612
9 8 30 42 58 165 293 520
10 11 34 42 57 164 275 447
11 10 33 41 57 164 258 388
12 9 32 41 57 163 257 339
13 8 31 42 57 162 256 298
14 8 31 42 57 161 256 264
15 8 31 43 57 161 255 255
16 8 31 43 57 159 253 253
17 8 31 44 57 158 253 253
18 8 31 46 57 158 252 252
19 8 31 48 57 158 252 252
20 8 31 51 57 158 252 252
21 8 31 53 59 158 252 252
22 8 31 55 61 158 252 252
23 8 31 58 63 157 252 252
24 9 31 61 65 157 251 251
25 9 31 62 66 156 250 250
26 9 31 65 68 156 250 250
27 10 31 67 70 155 249 249
28 10 31 70 72 155 249 249
29 10 31 72 74 154 248 248
30 11 31 74 76 154 248 248

3.9   Romanian leu

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