LegalizeCommission Implementing Regulation (EU) 2026/2041 of 11 September 2026 laying down rules for the application of Directive 2009/138/EC of the European Parliament and of the Council as regards technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2026 until 29 September 2026
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.
| Image omitted; see official source | Official Journal of the European Union | EN L series |
| --- | --- | --- |
| 2026/2041 | 14.9.2026 |
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) [^ntr1-L_202602041EN.000101-E0001], and in particular Article 77e(2), third subparagraph, thereof,
Whereas:
- (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.
- (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 July 2026, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2026 market data. That information was published on 3 July 2026 in accordance with Article 77e(1) of Directive 2009/138/EC.
- (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency.
- (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date set out in this Regulation.
- (5) To provide legal certainty, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4 of Regulation (EU) No 182/2011 of the European Parliament and of the Council [^ntr2-L_202602041EN.000101-E0002],
HAS ADOPTED THIS REGULATION:
Article 1
1.
Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2026 until 29 September 2026.
2.
For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive, shall be the following:
- (a) the relevant risk-free interest rate term structures set out in Annex I to this Regulation;
- (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II to this Regulation;
- (c) for each relevant national insurance market, the volatility adjustments set out in Annex III to this Regulation.
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 30 June 2026.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 11 September 2026.
For the Commission
The President
Ursula VON DER LEYEN
[^ntr1-L_202602041EN.000101-E0001]: OJ L 335, 17.12.2009, p. 1, ELI: http://data.europa.eu/eli/dir/2009/138/oj.
[^ntr2-L_202602041EN.000101-E0002]: Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13, ELI: http://data.europa.eu/eli/reg/2011/182/oj).
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Pound sterling |
|---|---|---|---|---|---|---|
| 1 | 2,592 % | 3,935 % | 2,582 % | 5,074 % | 2,033 % | 3,986 % |
| 2 | 2,607 % | 3,990 % | 2,597 % | 4,973 % | 2,165 % | 4,020 % |
| 3 | 2,612 % | 4,004 % | 2,602 % | 4,916 % | 2,242 % | 4,020 % |
| 4 | 2,610 % | 4,011 % | 2,600 % | 4,889 % | 2,312 % | 4,038 % |
| 5 | 2,628 % | 4,019 % | 2,618 % | 4,879 % | 2,381 % | 4,074 % |
| 6 | 2,659 % | 4,033 % | 2,649 % | 4,879 % | 2,448 % | 4,121 % |
| 7 | 2,701 % | 4,052 % | 2,691 % | 4,893 % | 2,510 % | 4,179 % |
| 8 | 2,745 % | 4,075 % | 2,735 % | 4,906 % | 2,567 % | 4,243 % |
| 9 | 2,784 % | 4,104 % | 2,774 % | 4,924 % | 2,619 % | 4,310 % |
| 10 | 2,850 % | 4,137 % | 2,840 % | 4,945 % | 2,666 % | 4,378 % |
| 11 | 2,870 % | 4,176 % | 2,860 % | 4,967 % | 2,710 % | 4,446 % |
| 12 | 2,911 % | 4,214 % | 2,901 % | 4,988 % | 2,749 % | 4,508 % |
| 13 | 2,952 % | 4,249 % | 2,942 % | 5,009 % | 2,784 % | 4,568 % |
| 14 | 2,985 % | 4,277 % | 2,975 % | 5,024 % | 2,816 % | 4,626 % |
| 15 | 3,033 % | 4,297 % | 3,023 % | 5,040 % | 2,845 % | 4,678 % |
| 16 | 3,068 % | 4,308 % | 3,058 % | 5,049 % | 2,871 % | 4,724 % |
| 17 | 3,087 % | 4,311 % | 3,077 % | 5,052 % | 2,895 % | 4,765 % |
| 18 | 3,095 % | 4,308 % | 3,085 % | 5,050 % | 2,916 % | 4,801 % |
| 19 | 3,098 % | 4,300 % | 3,087 % | 5,045 % | 2,935 % | 4,832 % |
| 20 | 3,098 % | 4,289 % | 3,088 % | 5,036 % | 2,953 % | 4,859 % |
| 21 | 3,098 % | 4,276 % | 3,088 % | 5,025 % | 2,969 % | 4,880 % |
| 22 | 3,100 % | 4,261 % | 3,090 % | 5,013 % | 2,984 % | 4,898 % |
| 23 | 3,101 % | 4,244 % | 3,091 % | 4,999 % | 2,997 % | 4,911 % |
| 24 | 3,103 % | 4,226 % | 3,094 % | 4,985 % | 3,010 % | 4,920 % |
| 25 | 3,105 % | 4,208 % | 3,096 % | 4,970 % | 3,021 % | 4,925 % |
| 26 | 3,108 % | 4,189 % | 3,099 % | 4,954 % | 3,032 % | 4,925 % |
| 27 | 3,111 % | 4,170 % | 3,101 % | 4,939 % | 3,042 % | 4,923 % |
| 28 | 3,113 % | 4,151 % | 3,104 % | 4,923 % | 3,051 % | 4,918 % |
| 29 | 3,116 % | 4,133 % | 3,107 % | 4,908 % | 3,059 % | 4,910 % |
| 30 | 3,119 % | 4,114 % | 3,110 % | 4,892 % | 3,067 % | 4,900 % |
| 31 | 3,122 % | 4,096 % | 3,114 % | 4,877 % | 3,075 % | 4,889 % |
| 32 | 3,125 % | 4,078 % | 3,117 % | 4,862 % | 3,082 % | 4,875 % |
| 33 | 3,128 % | 4,060 % | 3,120 % | 4,848 % | 3,089 % | 4,861 % |
| 34 | 3,131 % | 4,043 % | 3,123 % | 4,833 % | 3,095 % | 4,844 % |
| 35 | 3,134 % | 4,027 % | 3,126 % | 4,819 % | 3,101 % | 4,826 % |
| 36 | 3,137 % | 4,010 % | 3,129 % | 4,806 % | 3,106 % | 4,806 % |
| 37 | 3,139 % | 3,995 % | 3,132 % | 4,793 % | 3,111 % | 4,785 % |
| 38 | 3,142 % | 3,979 % | 3,135 % | 4,780 % | 3,116 % | 4,762 % |
| 39 | 3,145 % | 3,965 % | 3,138 % | 4,767 % | 3,121 % | 4,738 % |
| 40 | 3,148 % | 3,950 % | 3,141 % | 4,755 % | 3,125 % | 4,712 % |
| 41 | 3,150 % | 3,937 % | 3,144 % | 4,744 % | 3,130 % | 4,685 % |
| 42 | 3,153 % | 3,923 % | 3,146 % | 4,733 % | 3,134 % | 4,657 % |
| 43 | 3,156 % | 3,910 % | 3,149 % | 4,722 % | 3,138 % | 4,628 % |
| 44 | 3,158 % | 3,898 % | 3,152 % | 4,711 % | 3,141 % | 4,599 % |
| 45 | 3,160 % | 3,886 % | 3,154 % | 4,701 % | 3,145 % | 4,570 % |
| 46 | 3,163 % | 3,874 % | 3,157 % | 4,691 % | 3,148 % | 4,541 % |
| 47 | 3,165 % | 3,863 % | 3,159 % | 4,681 % | 3,151 % | 4,512 % |
| 48 | 3,167 % | 3,852 % | 3,162 % | 4,672 % | 3,155 % | 4,485 % |
| 49 | 3,170 % | 3,841 % | 3,164 % | 4,663 % | 3,157 % | 4,458 % |
| 50 | 3,172 % | 3,831 % | 3,166 % | 4,655 % | 3,160 % | 4,432 % |
| 51 | 3,174 % | 3,821 % | 3,168 % | 4,646 % | 3,163 % | 4,408 % |
| 52 | 3,176 % | 3,812 % | 3,171 % | 4,638 % | 3,166 % | 4,384 % |
| 53 | 3,178 % | 3,802 % | 3,173 % | 4,630 % | 3,168 % | 4,362 % |
| 54 | 3,180 % | 3,793 % | 3,175 % | 4,623 % | 3,171 % | 4,340 % |
| 55 | 3,182 % | 3,785 % | 3,177 % | 4,615 % | 3,173 % | 4,319 % |
| 56 | 3,184 % | 3,776 % | 3,179 % | 4,608 % | 3,175 % | 4,300 % |
| 57 | 3,185 % | 3,768 % | 3,181 % | 4,601 % | 3,177 % | 4,281 % |
| 58 | 3,187 % | 3,760 % | 3,182 % | 4,595 % | 3,180 % | 4,262 % |
| 59 | 3,189 % | 3,753 % | 3,184 % | 4,588 % | 3,182 % | 4,245 % |
| 60 | 3,191 % | 3,745 % | 3,186 % | 4,582 % | 3,184 % | 4,228 % |
| 61 | 3,192 % | 3,738 % | 3,188 % | 4,576 % | 3,186 % | 4,211 % |
| 62 | 3,194 % | 3,731 % | 3,189 % | 4,570 % | 3,187 % | 4,196 % |
| 63 | 3,195 % | 3,725 % | 3,191 % | 4,564 % | 3,189 % | 4,181 % |
| 64 | 3,197 % | 3,718 % | 3,192 % | 4,558 % | 3,191 % | 4,166 % |
| 65 | 3,198 % | 3,712 % | 3,194 % | 4,553 % | 3,193 % | 4,152 % |
| 66 | 3,200 % | 3,706 % | 3,196 % | 4,548 % | 3,194 % | 4,138 % |
| 67 | 3,201 % | 3,700 % | 3,197 % | 4,543 % | 3,196 % | 4,125 % |
| 68 | 3,203 % | 3,694 % | 3,198 % | 4,538 % | 3,197 % | 4,112 % |
| 69 | 3,204 % | 3,688 % | 3,200 % | 4,533 % | 3,199 % | 4,100 % |
| 70 | 3,205 % | 3,683 % | 3,201 % | 4,528 % | 3,200 % | 4,088 % |
| 71 | 3,206 % | 3,677 % | 3,202 % | 4,523 % | 3,202 % | 4,076 % |
| 72 | 3,208 % | 3,672 % | 3,204 % | 4,519 % | 3,203 % | 4,065 % |
| 73 | 3,209 % | 3,667 % | 3,205 % | 4,515 % | 3,204 % | 4,054 % |
| 74 | 3,210 % | 3,662 % | 3,206 % | 4,510 % | 3,206 % | 4,043 % |
| 75 | 3,211 % | 3,657 % | 3,207 % | 4,506 % | 3,207 % | 4,033 % |
| 76 | 3,212 % | 3,653 % | 3,209 % | 4,502 % | 3,208 % | 4,023 % |
| 77 | 3,213 % | 3,648 % | 3,210 % | 4,498 % | 3,209 % | 4,013 % |
| 78 | 3,215 % | 3,644 % | 3,211 % | 4,495 % | 3,210 % | 4,004 % |
| 79 | 3,216 % | 3,639 % | 3,212 % | 4,491 % | 3,212 % | 3,995 % |
| 80 | 3,217 % | 3,635 % | 3,213 % | 4,487 % | 3,213 % | 3,986 % |
| 81 | 3,218 % | 3,631 % | 3,214 % | 4,484 % | 3,214 % | 3,977 % |
| 82 | 3,219 % | 3,627 % | 3,215 % | 4,480 % | 3,215 % | 3,969 % |
| 83 | 3,220 % | 3,623 % | 3,216 % | 4,477 % | 3,216 % | 3,960 % |
| 84 | 3,220 % | 3,619 % | 3,217 % | 4,474 % | 3,217 % | 3,952 % |
| 85 | 3,221 % | 3,615 % | 3,218 % | 4,470 % | 3,218 % | 3,944 % |
| 86 | 3,222 % | 3,612 % | 3,219 % | 4,467 % | 3,219 % | 3,937 % |
| 87 | 3,223 % | 3,608 % | 3,220 % | 4,464 % | 3,220 % | 3,929 % |
| 88 | 3,224 % | 3,605 % | 3,221 % | 4,461 % | 3,221 % | 3,922 % |
| 89 | 3,225 % | 3,601 % | 3,222 % | 4,458 % | 3,222 % | 3,915 % |
| 90 | 3,226 % | 3,598 % | 3,223 % | 4,455 % | 3,222 % | 3,908 % |
| 91 | 3,226 % | 3,595 % | 3,223 % | 4,453 % | 3,223 % | 3,901 % |
| 92 | 3,227 % | 3,591 % | 3,224 % | 4,450 % | 3,224 % | 3,894 % |
| 93 | 3,228 % | 3,588 % | 3,225 % | 4,447 % | 3,225 % | 3,888 % |
| 94 | 3,229 % | 3,585 % | 3,226 % | 4,445 % | 3,226 % | 3,881 % |
| 95 | 3,230 % | 3,582 % | 3,227 % | 4,442 % | 3,226 % | 3,875 % |
| 96 | 3,230 % | 3,579 % | 3,227 % | 4,439 % | 3,227 % | 3,869 % |
| 97 | 3,231 % | 3,576 % | 3,228 % | 4,437 % | 3,228 % | 3,863 % |
| 98 | 3,232 % | 3,573 % | 3,229 % | 4,435 % | 3,229 % | 3,857 % |
| 99 | 3,232 % | 3,571 % | 3,230 % | 4,432 % | 3,229 % | 3,852 % |
| 100 | 3,233 % | 3,568 % | 3,230 % | 4,430 % | 3,230 % | 3,846 % |
| 101 | 3,234 % | 3,565 % | 3,231 % | 4,428 % | 3,231 % | 3,841 % |
| 102 | 3,234 % | 3,563 % | 3,232 % | 4,425 % | 3,232 % | 3,835 % |
| 103 | 3,235 % | 3,560 % | 3,232 % | 4,423 % | 3,232 % | 3,830 % |
| 104 | 3,236 % | 3,558 % | 3,233 % | 4,421 % | 3,233 % | 3,825 % |
| 105 | 3,236 % | 3,555 % | 3,234 % | 4,419 % | 3,233 % | 3,820 % |
| 106 | 3,237 % | 3,553 % | 3,234 % | 4,417 % | 3,234 % | 3,815 % |
| 107 | 3,237 % | 3,550 % | 3,235 % | 4,415 % | 3,235 % | 3,810 % |
| 108 | 3,238 % | 3,548 % | 3,235 % | 4,413 % | 3,235 % | 3,805 % |
| 109 | 3,239 % | 3,546 % | 3,236 % | 4,411 % | 3,236 % | 3,800 % |
| 110 | 3,239 % | 3,544 % | 3,237 % | 4,409 % | 3,236 % | 3,796 % |
| 111 | 3,240 % | 3,541 % | 3,237 % | 4,407 % | 3,237 % | 3,791 % |
| 112 | 3,240 % | 3,539 % | 3,238 % | 4,405 % | 3,238 % | 3,787 % |
| 113 | 3,241 % | 3,537 % | 3,238 % | 4,403 % | 3,238 % | 3,783 % |
| 114 | 3,241 % | 3,535 % | 3,239 % | 4,402 % | 3,239 % | 3,778 % |
| 115 | 3,242 % | 3,533 % | 3,239 % | 4,400 % | 3,239 % | 3,774 % |
| 116 | 3,242 % | 3,531 % | 3,240 % | 4,398 % | 3,240 % | 3,770 % |
| 117 | 3,243 % | 3,529 % | 3,240 % | 4,396 % | 3,240 % | 3,766 % |
| 118 | 3,243 % | 3,527 % | 3,241 % | 4,395 % | 3,241 % | 3,762 % |
| 119 | 3,244 % | 3,525 % | 3,241 % | 4,393 % | 3,241 % | 3,758 % |
| 120 | 3,244 % | 3,523 % | 3,242 % | 4,392 % | 3,242 % | 3,754 % |
| 121 | 3,245 % | 3,521 % | 3,242 % | 4,390 % | 3,242 % | 3,751 % |
| 122 | 3,245 % | 3,520 % | 3,243 % | 4,388 % | 3,243 % | 3,747 % |
| 123 | 3,245 % | 3,518 % | 3,243 % | 4,387 % | 3,243 % | 3,743 % |
| 124 | 3,246 % | 3,516 % | 3,244 % | 4,385 % | 3,244 % | 3,740 % |
| 125 | 3,246 % | 3,514 % | 3,244 % | 4,384 % | 3,244 % | 3,736 % |
| 126 | 3,247 % | 3,513 % | 3,245 % | 4,382 % | 3,245 % | 3,733 % |
| 127 | 3,247 % | 3,511 % | 3,245 % | 4,381 % | 3,245 % | 3,729 % |
| 128 | 3,248 % | 3,509 % | 3,245 % | 4,380 % | 3,245 % | 3,726 % |
| 129 | 3,248 % | 3,508 % | 3,246 % | 4,378 % | 3,246 % | 3,722 % |
| 130 | 3,248 % | 3,506 % | 3,246 % | 4,377 % | 3,246 % | 3,719 % |
| 131 | 3,249 % | 3,505 % | 3,247 % | 4,375 % | 3,247 % | 3,716 % |
| 132 | 3,249 % | 3,503 % | 3,247 % | 4,374 % | 3,247 % | 3,713 % |
| 133 | 3,250 % | 3,501 % | 3,247 % | 4,373 % | 3,247 % | 3,710 % |
| 134 | 3,250 % | 3,500 % | 3,248 % | 4,372 % | 3,248 % | 3,707 % |
| 135 | 3,250 % | 3,498 % | 3,248 % | 4,370 % | 3,248 % | 3,704 % |
| 136 | 3,251 % | 3,497 % | 3,249 % | 4,369 % | 3,249 % | 3,701 % |
| 137 | 3,251 % | 3,496 % | 3,249 % | 4,368 % | 3,249 % | 3,698 % |
| 138 | 3,251 % | 3,494 % | 3,249 % | 4,367 % | 3,249 % | 3,695 % |
| 139 | 3,252 % | 3,493 % | 3,250 % | 4,365 % | 3,250 % | 3,692 % |
| 140 | 3,252 % | 3,491 % | 3,250 % | 4,364 % | 3,250 % | 3,689 % |
| 141 | 3,252 % | 3,490 % | 3,250 % | 4,363 % | 3,250 % | 3,686 % |
| 142 | 3,253 % | 3,489 % | 3,251 % | 4,362 % | 3,251 % | 3,684 % |
| 143 | 3,253 % | 3,487 % | 3,251 % | 4,361 % | 3,251 % | 3,681 % |
| 144 | 3,253 % | 3,486 % | 3,251 % | 4,360 % | 3,251 % | 3,678 % |
| 145 | 3,254 % | 3,485 % | 3,252 % | 4,358 % | 3,252 % | 3,676 % |
| 146 | 3,254 % | 3,483 % | 3,252 % | 4,357 % | 3,252 % | 3,673 % |
| 147 | 3,254 % | 3,482 % | 3,252 % | 4,356 % | 3,252 % | 3,671 % |
| 148 | 3,255 % | 3,481 % | 3,253 % | 4,355 % | 3,253 % | 3,668 % |
| 149 | 3,255 % | 3,480 % | 3,253 % | 4,354 % | 3,253 % | 3,666 % |
| 150 | 3,255 % | 3,479 % | 3,253 % | 4,353 % | 3,253 % | 3,663 % |
| Term to maturity (in years) | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc | Australian dollar |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,092 % | 3,688 % | 8,058 % | 4,863 % | 0,012 % | 4,713 % |
| 2 | 6,214 % | 3,929 % | 7,811 % | 4,765 % | 0,087 % | 4,593 % |
| 3 | 6,282 % | 4,151 % | 7,568 % | 4,614 % | 0,147 % | 4,518 % |
| 4 | 6,341 % | 4,371 % | 7,373 % | 4,471 % | 0,202 % | 4,520 % |
| 5 | 6,391 % | 4,574 % | 7,203 % | 4,360 % | 0,258 % | 4,521 % |
| 6 | 6,438 % | 4,756 % | 7,044 % | 4,286 % | 0,317 % | 4,560 % |
| 7 | 6,490 % | 4,921 % | 6,893 % | 4,235 % | 0,375 % | 4,608 % |
| 8 | 6,532 % | 5,057 % | 6,751 % | 4,196 % | 0,430 % | 4,662 % |
| 9 | 6,581 % | 5,171 % | 6,616 % | 4,163 % | 0,484 % | 4,734 % |
| 10 | 6,619 % | 5,265 % | 6,488 % | 4,134 % | 0,538 % | 4,760 % |
| 11 | 6,626 % | 5,325 % | 6,368 % | 4,107 % | 0,594 % | 4,815 % |
| 12 | 6,607 % | 5,356 % | 6,254 % | 4,081 % | 0,650 % | 4,878 % |
| 13 | 6,568 % | 5,365 % | 6,146 % | 4,057 % | 0,705 % | 4,914 % |
| 14 | 6,517 % | 5,359 % | 6,043 % | 4,033 % | 0,758 % | 4,930 % |
| 15 | 6,455 % | 5,340 % | 5,945 % | 4,010 % | 0,810 % | 4,941 % |
| 16 | 6,388 % | 5,314 % | 5,852 % | 3,989 % | 0,860 % | 4,953 % |
| 17 | 6,316 % | 5,281 % | 5,763 % | 3,968 % | 0,907 % | 4,966 % |
| 18 | 6,241 % | 5,244 % | 5,679 % | 3,948 % | 0,953 % | 4,978 % |
| 19 | 6,165 % | 5,204 % | 5,599 % | 3,929 % | 0,997 % | 4,987 % |
| 20 | 6,089 % | 5,161 % | 5,523 % | 3,911 % | 1,039 % | 4,992 % |
| 21 | 6,013 % | 5,118 % | 5,450 % | 3,894 % | 1,078 % | 4,992 % |
| 22 | 5,938 % | 5,074 % | 5,381 % | 3,877 % | 1,116 % | 4,987 % |
| 23 | 5,865 % | 5,030 % | 5,315 % | 3,861 % | 1,152 % | 4,978 % |
| 24 | 5,793 % | 4,987 % | 5,252 % | 3,846 % | 1,187 % | 4,964 % |
| 25 | 5,724 % | 4,944 % | 5,192 % | 3,831 % | 1,220 % | 4,948 % |
| 26 | 5,656 % | 4,901 % | 5,135 % | 3,817 % | 1,251 % | 4,929 % |
| 27 | 5,591 % | 4,860 % | 5,081 % | 3,804 % | 1,281 % | 4,907 % |
| 28 | 5,528 % | 4,820 % | 5,029 % | 3,791 % | 1,310 % | 4,883 % |
| 29 | 5,467 % | 4,781 % | 4,980 % | 3,778 % | 1,337 % | 4,858 % |
| 30 | 5,408 % | 4,743 % | 4,933 % | 3,766 % | 1,363 % | 4,832 % |
| 31 | 5,352 % | 4,706 % | 4,888 % | 3,755 % | 1,388 % | 4,805 % |
| 32 | 5,298 % | 4,671 % | 4,845 % | 3,744 % | 1,412 % | 4,777 % |
| 33 | 5,246 % | 4,637 % | 4,804 % | 3,733 % | 1,435 % | 4,750 % |
| 34 | 5,196 % | 4,604 % | 4,765 % | 3,723 % | 1,456 % | 4,722 % |
| 35 | 5,148 % | 4,572 % | 4,727 % | 3,713 % | 1,477 % | 4,695 % |
| 36 | 5,102 % | 4,542 % | 4,692 % | 3,704 % | 1,497 % | 4,668 % |
| 37 | 5,058 % | 4,512 % | 4,657 % | 3,695 % | 1,516 % | 4,641 % |
| 38 | 5,016 % | 4,484 % | 4,624 % | 3,686 % | 1,535 % | 4,614 % |
| 39 | 4,975 % | 4,457 % | 4,593 % | 3,678 % | 1,552 % | 4,588 % |
| 40 | 4,936 % | 4,430 % | 4,563 % | 3,670 % | 1,569 % | 4,563 % |
| 41 | 4,899 % | 4,405 % | 4,534 % | 3,662 % | 1,585 % | 4,538 % |
| 42 | 4,863 % | 4,381 % | 4,506 % | 3,654 % | 1,601 % | 4,514 % |
| 43 | 4,828 % | 4,357 % | 4,480 % | 3,647 % | 1,616 % | 4,490 % |
| 44 | 4,795 % | 4,335 % | 4,454 % | 3,640 % | 1,630 % | 4,467 % |
| 45 | 4,763 % | 4,313 % | 4,430 % | 3,633 % | 1,644 % | 4,444 % |
| 46 | 4,733 % | 4,292 % | 4,406 % | 3,627 % | 1,658 % | 4,423 % |
| 47 | 4,703 % | 4,272 % | 4,383 % | 3,620 % | 1,670 % | 4,401 % |
| 48 | 4,675 % | 4,253 % | 4,361 % | 3,614 % | 1,683 % | 4,381 % |
| 49 | 4,647 % | 4,234 % | 4,340 % | 3,608 % | 1,695 % | 4,361 % |
| 50 | 4,621 % | 4,216 % | 4,320 % | 3,603 % | 1,706 % | 4,341 % |
| 51 | 4,596 % | 4,199 % | 4,301 % | 3,597 % | 1,717 % | 4,322 % |
| 52 | 4,571 % | 4,182 % | 4,282 % | 3,592 % | 1,728 % | 4,304 % |
| 53 | 4,547 % | 4,165 % | 4,264 % | 3,587 % | 1,739 % | 4,286 % |
| 54 | 4,525 % | 4,150 % | 4,246 % | 3,582 % | 1,749 % | 4,269 % |
| 55 | 4,503 % | 4,135 % | 4,229 % | 3,577 % | 1,758 % | 4,253 % |
| 56 | 4,481 % | 4,120 % | 4,213 % | 3,572 % | 1,768 % | 4,236 % |
| 57 | 4,461 % | 4,106 % | 4,197 % | 3,568 % | 1,777 % | 4,221 % |
| 58 | 4,441 % | 4,092 % | 4,182 % | 3,563 % | 1,786 % | 4,205 % |
| 59 | 4,422 % | 4,079 % | 4,167 % | 3,559 % | 1,794 % | 4,191 % |
| 60 | 4,403 % | 4,066 % | 4,153 % | 3,555 % | 1,802 % | 4,176 % |
| 61 | 4,385 % | 4,054 % | 4,139 % | 3,551 % | 1,810 % | 4,162 % |
| 62 | 4,368 % | 4,042 % | 4,125 % | 3,547 % | 1,818 % | 4,149 % |
| 63 | 4,351 % | 4,030 % | 4,112 % | 3,543 % | 1,825 % | 4,136 % |
| 64 | 4,334 % | 4,018 % | 4,100 % | 3,539 % | 1,833 % | 4,123 % |
| 65 | 4,318 % | 4,007 % | 4,087 % | 3,536 % | 1,840 % | 4,110 % |
| 66 | 4,303 % | 3,997 % | 4,075 % | 3,532 % | 1,847 % | 4,098 % |
| 67 | 4,288 % | 3,986 % | 4,064 % | 3,529 % | 1,853 % | 4,087 % |
| 68 | 4,273 % | 3,976 % | 4,053 % | 3,526 % | 1,860 % | 4,075 % |
| 69 | 4,259 % | 3,967 % | 4,042 % | 3,522 % | 1,866 % | 4,064 % |
| 70 | 4,246 % | 3,957 % | 4,031 % | 3,519 % | 1,872 % | 4,053 % |
| 71 | 4,232 % | 3,948 % | 4,021 % | 3,516 % | 1,878 % | 4,043 % |
| 72 | 4,219 % | 3,939 % | 4,011 % | 3,513 % | 1,884 % | 4,033 % |
| 73 | 4,207 % | 3,930 % | 4,001 % | 3,511 % | 1,890 % | 4,023 % |
| 74 | 4,194 % | 3,922 % | 3,992 % | 3,508 % | 1,895 % | 4,013 % |
| 75 | 4,182 % | 3,913 % | 3,983 % | 3,505 % | 1,901 % | 4,003 % |
| 76 | 4,171 % | 3,905 % | 3,974 % | 3,502 % | 1,906 % | 3,994 % |
| 77 | 4,160 % | 3,897 % | 3,965 % | 3,500 % | 1,911 % | 3,985 % |
| 78 | 4,148 % | 3,890 % | 3,956 % | 3,497 % | 1,916 % | 3,976 % |
| 79 | 4,138 % | 3,882 % | 3,948 % | 3,495 % | 1,921 % | 3,968 % |
| 80 | 4,127 % | 3,875 % | 3,940 % | 3,492 % | 1,925 % | 3,960 % |
| 81 | 4,117 % | 3,868 % | 3,932 % | 3,490 % | 1,930 % | 3,951 % |
| 82 | 4,107 % | 3,861 % | 3,924 % | 3,488 % | 1,934 % | 3,944 % |
| 83 | 4,097 % | 3,854 % | 3,917 % | 3,485 % | 1,939 % | 3,936 % |
| 84 | 4,088 % | 3,848 % | 3,909 % | 3,483 % | 1,943 % | 3,928 % |
| 85 | 4,078 % | 3,841 % | 3,902 % | 3,481 % | 1,947 % | 3,921 % |
| 86 | 4,069 % | 3,835 % | 3,895 % | 3,479 % | 1,951 % | 3,914 % |
| 87 | 4,060 % | 3,829 % | 3,888 % | 3,477 % | 1,955 % | 3,907 % |
| 88 | 4,052 % | 3,823 % | 3,882 % | 3,475 % | 1,959 % | 3,900 % |
| 89 | 4,043 % | 3,817 % | 3,875 % | 3,473 % | 1,963 % | 3,893 % |
| 90 | 4,035 % | 3,811 % | 3,869 % | 3,471 % | 1,967 % | 3,886 % |
| 91 | 4,027 % | 3,805 % | 3,862 % | 3,469 % | 1,970 % | 3,880 % |
| 92 | 4,019 % | 3,800 % | 3,856 % | 3,467 % | 1,974 % | 3,874 % |
| 93 | 4,011 % | 3,794 % | 3,850 % | 3,466 % | 1,977 % | 3,867 % |
| 94 | 4,004 % | 3,789 % | 3,844 % | 3,464 % | 1,981 % | 3,861 % |
| 95 | 3,996 % | 3,784 % | 3,839 % | 3,462 % | 1,984 % | 3,855 % |
| 96 | 3,989 % | 3,779 % | 3,833 % | 3,460 % | 1,988 % | 3,850 % |
| 97 | 3,982 % | 3,774 % | 3,828 % | 3,459 % | 1,991 % | 3,844 % |
| 98 | 3,975 % | 3,769 % | 3,822 % | 3,457 % | 1,994 % | 3,838 % |
| 99 | 3,968 % | 3,764 % | 3,817 % | 3,456 % | 1,997 % | 3,833 % |
| 100 | 3,961 % | 3,760 % | 3,812 % | 3,454 % | 2,000 % | 3,828 % |
| 101 | 3,955 % | 3,755 % | 3,807 % | 3,453 % | 2,003 % | 3,822 % |
| 102 | 3,948 % | 3,751 % | 3,802 % | 3,451 % | 2,006 % | 3,817 % |
| 103 | 3,942 % | 3,746 % | 3,797 % | 3,450 % | 2,009 % | 3,812 % |
| 104 | 3,936 % | 3,742 % | 3,792 % | 3,448 % | 2,012 % | 3,807 % |
| 105 | 3,930 % | 3,738 % | 3,787 % | 3,447 % | 2,014 % | 3,802 % |
| 106 | 3,924 % | 3,734 % | 3,783 % | 3,445 % | 2,017 % | 3,798 % |
| 107 | 3,918 % | 3,730 % | 3,778 % | 3,444 % | 2,020 % | 3,793 % |
| 108 | 3,912 % | 3,726 % | 3,774 % | 3,443 % | 2,022 % | 3,788 % |
| 109 | 3,907 % | 3,722 % | 3,769 % | 3,441 % | 2,025 % | 3,784 % |
| 110 | 3,901 % | 3,718 % | 3,765 % | 3,440 % | 2,027 % | 3,780 % |
| 111 | 3,896 % | 3,714 % | 3,761 % | 3,439 % | 2,030 % | 3,775 % |
| 112 | 3,890 % | 3,710 % | 3,757 % | 3,438 % | 2,032 % | 3,771 % |
| 113 | 3,885 % | 3,707 % | 3,753 % | 3,436 % | 2,034 % | 3,767 % |
| 114 | 3,880 % | 3,703 % | 3,749 % | 3,435 % | 2,037 % | 3,763 % |
| 115 | 3,875 % | 3,700 % | 3,745 % | 3,434 % | 2,039 % | 3,759 % |
| 116 | 3,870 % | 3,696 % | 3,741 % | 3,433 % | 2,041 % | 3,755 % |
| 117 | 3,865 % | 3,693 % | 3,737 % | 3,432 % | 2,044 % | 3,751 % |
| 118 | 3,860 % | 3,690 % | 3,733 % | 3,431 % | 2,046 % | 3,747 % |
| 119 | 3,855 % | 3,686 % | 3,730 % | 3,429 % | 2,048 % | 3,743 % |
| 120 | 3,851 % | 3,683 % | 3,726 % | 3,428 % | 2,050 % | 3,740 % |
| 121 | 3,846 % | 3,680 % | 3,723 % | 3,427 % | 2,052 % | 3,736 % |
| 122 | 3,842 % | 3,677 % | 3,719 % | 3,426 % | 2,054 % | 3,732 % |
| 123 | 3,837 % | 3,674 % | 3,716 % | 3,425 % | 2,056 % | 3,729 % |
| 124 | 3,833 % | 3,671 % | 3,712 % | 3,424 % | 2,058 % | 3,725 % |
| 125 | 3,829 % | 3,668 % | 3,709 % | 3,423 % | 2,060 % | 3,722 % |
| 126 | 3,824 % | 3,665 % | 3,706 % | 3,422 % | 2,062 % | 3,719 % |
| 127 | 3,820 % | 3,662 % | 3,703 % | 3,421 % | 2,064 % | 3,715 % |
| 128 | 3,816 % | 3,659 % | 3,700 % | 3,420 % | 2,066 % | 3,712 % |
| 129 | 3,812 % | 3,656 % | 3,696 % | 3,419 % | 2,067 % | 3,709 % |
| 130 | 3,808 % | 3,654 % | 3,693 % | 3,419 % | 2,069 % | 3,706 % |
| 131 | 3,804 % | 3,651 % | 3,690 % | 3,418 % | 2,071 % | 3,703 % |
| 132 | 3,801 % | 3,648 % | 3,687 % | 3,417 % | 2,073 % | 3,700 % |
| 133 | 3,797 % | 3,646 % | 3,684 % | 3,416 % | 2,074 % | 3,696 % |
| 134 | 3,793 % | 3,643 % | 3,682 % | 3,415 % | 2,076 % | 3,694 % |
| 135 | 3,789 % | 3,640 % | 3,679 % | 3,414 % | 2,078 % | 3,691 % |
| 136 | 3,786 % | 3,638 % | 3,676 % | 3,413 % | 2,079 % | 3,688 % |
| 137 | 3,782 % | 3,635 % | 3,673 % | 3,412 % | 2,081 % | 3,685 % |
| 138 | 3,779 % | 3,633 % | 3,671 % | 3,412 % | 2,082 % | 3,682 % |
| 139 | 3,775 % | 3,631 % | 3,668 % | 3,411 % | 2,084 % | 3,679 % |
| 140 | 3,772 % | 3,628 % | 3,665 % | 3,410 % | 2,086 % | 3,677 % |
| 141 | 3,769 % | 3,626 % | 3,663 % | 3,409 % | 2,087 % | 3,674 % |
| 142 | 3,765 % | 3,624 % | 3,660 % | 3,408 % | 2,089 % | 3,671 % |
| 143 | 3,762 % | 3,621 % | 3,658 % | 3,408 % | 2,090 % | 3,669 % |
| 144 | 3,759 % | 3,619 % | 3,655 % | 3,407 % | 2,092 % | 3,666 % |
| 145 | 3,756 % | 3,617 % | 3,653 % | 3,406 % | 2,093 % | 3,664 % |
| 146 | 3,752 % | 3,615 % | 3,650 % | 3,406 % | 2,094 % | 3,661 % |
| 147 | 3,749 % | 3,613 % | 3,648 % | 3,405 % | 2,096 % | 3,659 % |
| 148 | 3,746 % | 3,610 % | 3,645 % | 3,404 % | 2,097 % | 3,656 % |
| 149 | 3,743 % | 3,608 % | 3,643 % | 3,403 % | 2,099 % | 3,654 % |
| 150 | 3,740 % | 3,606 % | 3,641 % | 3,403 % | 2,100 % | 3,651 % |
| Term to maturity (in years) | Canadian dollar | Colombian peso | Hong Kong dollar | New Taiwan dollar | Renminbi-yuan | US dollar |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,487 % | 12,355 % | 3,085 % | 1,072 % | 1,084 % | 4,020 % |
| 2 | 2,667 % | 12,067 % | 3,121 % | 1,116 % | 1,095 % | 4,010 % |
| 3 | 2,771 % | 11,859 % | 3,063 % | 1,150 % | 1,105 % | 3,953 % |
| 4 | 2,831 % | 11,722 % | 3,028 % | 1,181 % | 1,135 % | 3,922 % |
| 5 | 2,875 % | 11,630 % | 3,021 % | 1,209 % | 1,166 % | 3,917 % |
| 6 | 2,932 % | 11,587 % | 3,032 % | 1,232 % | 1,185 % | 3,930 % |
| 7 | 2,998 % | 11,542 % | 3,054 % | 1,254 % | 1,203 % | 3,951 % |
| 8 | 3,063 % | 11,508 % | 3,082 % | 1,271 % | 1,230 % | 3,978 % |
| 9 | 3,125 % | 11,478 % | 3,113 % | 1,287 % | 1,270 % | 4,010 % |
| 10 | 3,180 % | 11,461 % | 3,147 % | 1,301 % | 1,324 % | 4,045 % |
| 11 | 3,228 % | 11,411 % | 3,182 % | 1,328 % | 1,393 % | 4,082 % |
| 12 | 3,270 % | 11,323 % | 3,217 % | 1,366 % | 1,470 % | 4,120 % |
| 13 | 3,306 % | 11,208 % | 3,249 % | 1,411 % | 1,552 % | 4,157 % |
| 14 | 3,339 % | 11,073 % | 3,278 % | 1,459 % | 1,635 % | 4,191 % |
| 15 | 3,367 % | 10,924 % | 3,303 % | 1,510 % | 1,718 % | 4,222 % |
| 16 | 3,393 % | 10,765 % | 3,323 % | 1,561 % | 1,799 % | 4,248 % |
| 17 | 3,416 % | 10,599 % | 3,339 % | 1,612 % | 1,878 % | 4,270 % |
| 18 | 3,436 % | 10,430 % | 3,353 % | 1,662 % | 1,955 % | 4,287 % |
| 19 | 3,455 % | 10,259 % | 3,364 % | 1,711 % | 2,029 % | 4,299 % |
| 20 | 3,471 % | 10,088 % | 3,372 % | 1,759 % | 2,099 % | 4,307 % |
| 21 | 3,485 % | 9,919 % | 3,380 % | 1,805 % | 2,167 % | 4,310 % |
| 22 | 3,498 % | 9,752 % | 3,385 % | 1,849 % | 2,232 % | 4,308 % |
| 23 | 3,509 % | 9,590 % | 3,390 % | 1,892 % | 2,294 % | 4,303 % |
| 24 | 3,519 % | 9,431 % | 3,394 % | 1,933 % | 2,352 % | 4,295 % |
| 25 | 3,528 % | 9,278 % | 3,397 % | 1,973 % | 2,409 % | 4,284 % |
| 26 | 3,535 % | 9,129 % | 3,399 % | 2,011 % | 2,462 % | 4,271 % |
| 27 | 3,541 % | 8,985 % | 3,400 % | 2,047 % | 2,513 % | 4,255 % |
| 28 | 3,546 % | 8,847 % | 3,401 % | 2,082 % | 2,562 % | 4,239 % |
| 29 | 3,549 % | 8,714 % | 3,402 % | 2,115 % | 2,609 % | 4,221 % |
| 30 | 3,552 % | 8,586 % | 3,402 % | 2,147 % | 2,653 % | 4,204 % |
| 31 | 3,554 % | 8,464 % | 3,402 % | 2,178 % | 2,695 % | 4,186 % |
| 32 | 3,554 % | 8,347 % | 3,402 % | 2,207 % | 2,736 % | 4,169 % |
| 33 | 3,554 % | 8,234 % | 3,402 % | 2,235 % | 2,774 % | 4,151 % |
| 34 | 3,554 % | 8,127 % | 3,401 % | 2,262 % | 2,811 % | 4,134 % |
| 35 | 3,553 % | 8,024 % | 3,400 % | 2,287 % | 2,846 % | 4,118 % |
| 36 | 3,551 % | 7,925 % | 3,400 % | 2,312 % | 2,880 % | 4,101 % |
| 37 | 3,550 % | 7,830 % | 3,399 % | 2,336 % | 2,912 % | 4,085 % |
| 38 | 3,547 % | 7,740 % | 3,398 % | 2,358 % | 2,943 % | 4,070 % |
| 39 | 3,545 % | 7,654 % | 3,397 % | 2,380 % | 2,972 % | 4,055 % |
| 40 | 3,542 % | 7,571 % | 3,395 % | 2,401 % | 3,001 % | 4,040 % |
| 41 | 3,540 % | 7,491 % | 3,394 % | 2,421 % | 3,028 % | 4,025 % |
| 42 | 3,537 % | 7,415 % | 3,393 % | 2,440 % | 3,054 % | 4,011 % |
| 43 | 3,534 % | 7,342 % | 3,392 % | 2,459 % | 3,079 % | 3,997 % |
| 44 | 3,531 % | 7,272 % | 3,391 % | 2,477 % | 3,103 % | 3,984 % |
| 45 | 3,528 % | 7,205 % | 3,389 % | 2,494 % | 3,126 % | 3,971 % |
| 46 | 3,525 % | 7,141 % | 3,388 % | 2,510 % | 3,148 % | 3,959 % |
| 47 | 3,522 % | 7,079 % | 3,387 % | 2,526 % | 3,170 % | 3,946 % |
| 48 | 3,518 % | 7,019 % | 3,386 % | 2,541 % | 3,190 % | 3,935 % |
| 49 | 3,515 % | 6,962 % | 3,384 % | 2,556 % | 3,210 % | 3,923 % |
| 50 | 3,512 % | 6,907 % | 3,383 % | 2,570 % | 3,229 % | 3,912 % |
| 51 | 3,509 % | 6,854 % | 3,382 % | 2,584 % | 3,248 % | 3,901 % |
| 52 | 3,506 % | 6,803 % | 3,381 % | 2,597 % | 3,265 % | 3,891 % |
| 53 | 3,503 % | 6,754 % | 3,380 % | 2,610 % | 3,282 % | 3,880 % |
| 54 | 3,500 % | 6,707 % | 3,378 % | 2,623 % | 3,299 % | 3,870 % |
| 55 | 3,497 % | 6,661 % | 3,377 % | 2,635 % | 3,315 % | 3,861 % |
| 56 | 3,494 % | 6,617 % | 3,376 % | 2,646 % | 3,330 % | 3,851 % |
| 57 | 3,491 % | 6,574 % | 3,375 % | 2,657 % | 3,345 % | 3,842 % |
| 58 | 3,489 % | 6,533 % | 3,374 % | 2,668 % | 3,360 % | 3,834 % |
| 59 | 3,486 % | 6,494 % | 3,373 % | 2,679 % | 3,374 % | 3,825 % |
| 60 | 3,483 % | 6,455 % | 3,372 % | 2,689 % | 3,387 % | 3,817 % |
| 61 | 3,481 % | 6,418 % | 3,371 % | 2,699 % | 3,400 % | 3,809 % |
| 62 | 3,478 % | 6,382 % | 3,370 % | 2,708 % | 3,413 % | 3,801 % |
| 63 | 3,476 % | 6,347 % | 3,369 % | 2,717 % | 3,425 % | 3,793 % |
| 64 | 3,473 % | 6,313 % | 3,368 % | 2,726 % | 3,437 % | 3,786 % |
| 65 | 3,471 % | 6,281 % | 3,367 % | 2,735 % | 3,449 % | 3,778 % |
| 66 | 3,468 % | 6,249 % | 3,366 % | 2,743 % | 3,460 % | 3,771 % |
| 67 | 3,466 % | 6,218 % | 3,365 % | 2,752 % | 3,471 % | 3,765 % |
| 68 | 3,464 % | 6,188 % | 3,364 % | 2,760 % | 3,482 % | 3,758 % |
| 69 | 3,462 % | 6,159 % | 3,364 % | 2,767 % | 3,492 % | 3,751 % |
| 70 | 3,459 % | 6,131 % | 3,363 % | 2,775 % | 3,502 % | 3,745 % |
| 71 | 3,457 % | 6,103 % | 3,362 % | 2,782 % | 3,512 % | 3,739 % |
| 72 | 3,455 % | 6,077 % | 3,361 % | 2,789 % | 3,521 % | 3,733 % |
| 73 | 3,453 % | 6,051 % | 3,360 % | 2,796 % | 3,531 % | 3,727 % |
| 74 | 3,451 % | 6,026 % | 3,360 % | 2,803 % | 3,540 % | 3,721 % |
| 75 | 3,449 % | 6,001 % | 3,359 % | 2,810 % | 3,548 % | 3,716 % |
| 76 | 3,447 % | 5,977 % | 3,358 % | 2,816 % | 3,557 % | 3,711 % |
| 77 | 3,446 % | 5,954 % | 3,357 % | 2,822 % | 3,565 % | 3,705 % |
| 78 | 3,444 % | 5,931 % | 3,357 % | 2,828 % | 3,573 % | 3,700 % |
| 79 | 3,442 % | 5,909 % | 3,356 % | 2,834 % | 3,581 % | 3,695 % |
| 80 | 3,440 % | 5,888 % | 3,355 % | 2,840 % | 3,589 % | 3,690 % |
| 81 | 3,439 % | 5,867 % | 3,355 % | 2,846 % | 3,596 % | 3,685 % |
| 82 | 3,437 % | 5,846 % | 3,354 % | 2,851 % | 3,604 % | 3,681 % |
| 83 | 3,435 % | 5,826 % | 3,353 % | 2,857 % | 3,611 % | 3,676 % |
| 84 | 3,434 % | 5,807 % | 3,353 % | 2,862 % | 3,618 % | 3,672 % |
| 85 | 3,432 % | 5,788 % | 3,352 % | 2,867 % | 3,625 % | 3,667 % |
| 86 | 3,431 % | 5,769 % | 3,352 % | 2,872 % | 3,631 % | 3,663 % |
| 87 | 3,429 % | 5,751 % | 3,351 % | 2,877 % | 3,638 % | 3,659 % |
| 88 | 3,428 % | 5,733 % | 3,350 % | 2,882 % | 3,644 % | 3,655 % |
| 89 | 3,426 % | 5,716 % | 3,350 % | 2,886 % | 3,650 % | 3,651 % |
| 90 | 3,425 % | 5,699 % | 3,349 % | 2,891 % | 3,656 % | 3,647 % |
| 91 | 3,424 % | 5,682 % | 3,349 % | 2,895 % | 3,662 % | 3,643 % |
| 92 | 3,422 % | 5,666 % | 3,348 % | 2,900 % | 3,668 % | 3,640 % |
| 93 | 3,421 % | 5,650 % | 3,348 % | 2,904 % | 3,674 % | 3,636 % |
| 94 | 3,420 % | 5,635 % | 3,347 % | 2,908 % | 3,680 % | 3,632 % |
| 95 | 3,419 % | 5,619 % | 3,347 % | 2,912 % | 3,685 % | 3,629 % |
| 96 | 3,417 % | 5,605 % | 3,346 % | 2,917 % | 3,690 % | 3,625 % |
| 97 | 3,416 % | 5,590 % | 3,346 % | 2,920 % | 3,696 % | 3,622 % |
| 98 | 3,415 % | 5,576 % | 3,345 % | 2,924 % | 3,701 % | 3,619 % |
| 99 | 3,414 % | 5,562 % | 3,345 % | 2,928 % | 3,706 % | 3,616 % |
| 100 | 3,413 % | 5,548 % | 3,344 % | 2,932 % | 3,711 % | 3,612 % |
| 101 | 3,412 % | 5,535 % | 3,344 % | 2,935 % | 3,715 % | 3,609 % |
| 102 | 3,410 % | 5,521 % | 3,344 % | 2,939 % | 3,720 % | 3,606 % |
| 103 | 3,409 % | 5,509 % | 3,343 % | 2,943 % | 3,725 % | 3,603 % |
| 104 | 3,408 % | 5,496 % | 3,343 % | 2,946 % | 3,729 % | 3,600 % |
| 105 | 3,407 % | 5,483 % | 3,342 % | 2,949 % | 3,734 % | 3,598 % |
| 106 | 3,406 % | 5,471 % | 3,342 % | 2,953 % | 3,738 % | 3,595 % |
| 107 | 3,405 % | 5,459 % | 3,342 % | 2,956 % | 3,743 % | 3,592 % |
| 108 | 3,404 % | 5,448 % | 3,341 % | 2,959 % | 3,747 % | 3,589 % |
| 109 | 3,403 % | 5,436 % | 3,341 % | 2,962 % | 3,751 % | 3,587 % |
| 110 | 3,402 % | 5,425 % | 3,340 % | 2,965 % | 3,755 % | 3,584 % |
| 111 | 3,402 % | 5,414 % | 3,340 % | 2,968 % | 3,759 % | 3,581 % |
| 112 | 3,401 % | 5,403 % | 3,340 % | 2,971 % | 3,763 % | 3,579 % |
| 113 | 3,400 % | 5,392 % | 3,339 % | 2,974 % | 3,767 % | 3,576 % |
| 114 | 3,399 % | 5,382 % | 3,339 % | 2,977 % | 3,771 % | 3,574 % |
| 115 | 3,398 % | 5,371 % | 3,339 % | 2,980 % | 3,774 % | 3,572 % |
| 116 | 3,397 % | 5,361 % | 3,338 % | 2,983 % | 3,778 % | 3,569 % |
| 117 | 3,396 % | 5,351 % | 3,338 % | 2,985 % | 3,782 % | 3,567 % |
| 118 | 3,396 % | 5,341 % | 3,338 % | 2,988 % | 3,785 % | 3,565 % |
| 119 | 3,395 % | 5,332 % | 3,337 % | 2,990 % | 3,789 % | 3,563 % |
| 120 | 3,394 % | 5,322 % | 3,337 % | 2,993 % | 3,792 % | 3,560 % |
| 121 | 3,393 % | 5,313 % | 3,337 % | 2,996 % | 3,795 % | 3,558 % |
| 122 | 3,392 % | 5,304 % | 3,336 % | 2,998 % | 3,799 % | 3,556 % |
| 123 | 3,392 % | 5,295 % | 3,336 % | 3,001 % | 3,802 % | 3,554 % |
| 124 | 3,391 % | 5,286 % | 3,336 % | 3,003 % | 3,805 % | 3,552 % |
| 125 | 3,390 % | 5,277 % | 3,336 % | 3,005 % | 3,808 % | 3,550 % |
| 126 | 3,389 % | 5,268 % | 3,335 % | 3,008 % | 3,811 % | 3,548 % |
| 127 | 3,389 % | 5,260 % | 3,335 % | 3,010 % | 3,814 % | 3,546 % |
| 128 | 3,388 % | 5,252 % | 3,335 % | 3,012 % | 3,817 % | 3,544 % |
| 129 | 3,387 % | 5,243 % | 3,334 % | 3,014 % | 3,820 % | 3,542 % |
| 130 | 3,387 % | 5,235 % | 3,334 % | 3,017 % | 3,823 % | 3,540 % |
| 131 | 3,386 % | 5,227 % | 3,334 % | 3,019 % | 3,826 % | 3,538 % |
| 132 | 3,385 % | 5,220 % | 3,334 % | 3,021 % | 3,829 % | 3,537 % |
| 133 | 3,385 % | 5,212 % | 3,333 % | 3,023 % | 3,832 % | 3,535 % |
| 134 | 3,384 % | 5,204 % | 3,333 % | 3,025 % | 3,835 % | 3,533 % |
| 135 | 3,384 % | 5,197 % | 3,333 % | 3,027 % | 3,837 % | 3,531 % |
| 136 | 3,383 % | 5,190 % | 3,333 % | 3,029 % | 3,840 % | 3,530 % |
| 137 | 3,382 % | 5,182 % | 3,332 % | 3,031 % | 3,843 % | 3,528 % |
| 138 | 3,382 % | 5,175 % | 3,332 % | 3,033 % | 3,845 % | 3,526 % |
| 139 | 3,381 % | 5,168 % | 3,332 % | 3,035 % | 3,848 % | 3,525 % |
| 140 | 3,381 % | 5,161 % | 3,332 % | 3,037 % | 3,850 % | 3,523 % |
| 141 | 3,380 % | 5,154 % | 3,332 % | 3,039 % | 3,853 % | 3,522 % |
| 142 | 3,379 % | 5,148 % | 3,331 % | 3,041 % | 3,855 % | 3,520 % |
| 143 | 3,379 % | 5,141 % | 3,331 % | 3,042 % | 3,858 % | 3,518 % |
| 144 | 3,378 % | 5,134 % | 3,331 % | 3,044 % | 3,860 % | 3,517 % |
| 145 | 3,378 % | 5,128 % | 3,331 % | 3,046 % | 3,862 % | 3,515 % |
| 146 | 3,377 % | 5,121 % | 3,330 % | 3,048 % | 3,865 % | 3,514 % |
| 147 | 3,377 % | 5,115 % | 3,330 % | 3,049 % | 3,867 % | 3,512 % |
| 148 | 3,376 % | 5,109 % | 3,330 % | 3,051 % | 3,869 % | 3,511 % |
| 149 | 3,376 % | 5,103 % | 3,330 % | 3,053 % | 3,871 % | 3,510 % |
| 150 | 3,375 % | 5,097 % | 3,330 % | 3,054 % | 3,874 % | 3,508 % |
| Term to maturity (in years) | Yen | |||||
| --- | --- | |||||
| 1 | 1,178 % | |||||
| 2 | 1,412 % | |||||
| 3 | 1,604 % | |||||
| 4 | 1,772 % | |||||
| 5 | 1,925 % | |||||
| 6 | 2,067 % | |||||
| 7 | 2,201 % | |||||
| 8 | 2,328 % | |||||
| 9 | 2,449 % | |||||
| 10 | 2,564 % | |||||
| 11 | 2,674 % | |||||
| 12 | 2,777 % | |||||
| 13 | 2,874 % | |||||
| 14 | 2,964 % | |||||
| 15 | 3,048 % | |||||
| 16 | 3,124 % | |||||
| 17 | 3,194 % | |||||
| 18 | 3,257 % | |||||
| 19 | 3,314 % | |||||
| 20 | 3,364 % | |||||
| 21 | 3,408 % | |||||
| 22 | 3,446 % | |||||
| 23 | 3,479 % | |||||
| 24 | 3,508 % | |||||
| 25 | 3,533 % | |||||
| 26 | 3,554 % | |||||
| 27 | 3,572 % | |||||
| 28 | 3,587 % | |||||
| 29 | 3,598 % | |||||
| 30 | 3,608 % | |||||
| 31 | 3,614 % | |||||
| 32 | 3,618 % | |||||
| 33 | 3,621 % | |||||
| 34 | 3,622 % | |||||
| 35 | 3,621 % | |||||
| 36 | 3,620 % | |||||
| 37 | 3,617 % | |||||
| 38 | 3,614 % | |||||
| 39 | 3,611 % | |||||
| 40 | 3,607 % | |||||
| 41 | 3,602 % | |||||
| 42 | 3,597 % | |||||
| 43 | 3,592 % | |||||
| 44 | 3,587 % | |||||
| 45 | 3,582 % | |||||
| 46 | 3,576 % | |||||
| 47 | 3,571 % | |||||
| 48 | 3,565 % | |||||
| 49 | 3,560 % | |||||
| 50 | 3,554 % | |||||
| 51 | 3,549 % | |||||
| 52 | 3,544 % | |||||
| 53 | 3,538 % | |||||
| 54 | 3,533 % | |||||
| 55 | 3,528 % | |||||
| 56 | 3,523 % | |||||
| 57 | 3,518 % | |||||
| 58 | 3,513 % | |||||
| 59 | 3,508 % | |||||
| 60 | 3,504 % | |||||
| 61 | 3,499 % | |||||
| 62 | 3,495 % | |||||
| 63 | 3,491 % | |||||
| 64 | 3,486 % | |||||
| 65 | 3,482 % | |||||
| 66 | 3,478 % | |||||
| 67 | 3,474 % | |||||
| 68 | 3,470 % | |||||
| 69 | 3,467 % | |||||
| 70 | 3,463 % | |||||
| 71 | 3,459 % | |||||
| 72 | 3,456 % | |||||
| 73 | 3,453 % | |||||
| 74 | 3,449 % | |||||
| 75 | 3,446 % | |||||
| 76 | 3,443 % | |||||
| 77 | 3,440 % | |||||
| 78 | 3,437 % | |||||
| 79 | 3,434 % | |||||
| 80 | 3,431 % | |||||
| 81 | 3,428 % | |||||
| 82 | 3,425 % | |||||
| 83 | 3,423 % | |||||
| 84 | 3,420 % | |||||
| 85 | 3,417 % | |||||
| 86 | 3,415 % | |||||
| 87 | 3,412 % | |||||
| 88 | 3,410 % | |||||
| 89 | 3,408 % | |||||
| 90 | 3,405 % | |||||
| 91 | 3,403 % | |||||
| 92 | 3,401 % | |||||
| 93 | 3,399 % | |||||
| 94 | 3,397 % | |||||
| 95 | 3,395 % | |||||
| 96 | 3,393 % | |||||
| 97 | 3,391 % | |||||
| 98 | 3,389 % | |||||
| 99 | 3,387 % | |||||
| 100 | 3,385 % | |||||
| 101 | 3,383 % | |||||
| 102 | 3,381 % | |||||
| 103 | 3,380 % | |||||
| 104 | 3,378 % | |||||
| 105 | 3,376 % | |||||
| 106 | 3,374 % | |||||
| 107 | 3,373 % | |||||
| 108 | 3,371 % | |||||
| 109 | 3,370 % | |||||
| 110 | 3,368 % | |||||
| 111 | 3,367 % | |||||
| 112 | 3,365 % | |||||
| 113 | 3,364 % | |||||
| 114 | 3,362 % | |||||
| 115 | 3,361 % | |||||
| 116 | 3,359 % | |||||
| 117 | 3,358 % | |||||
| 118 | 3,357 % | |||||
| 119 | 3,355 % | |||||
| 120 | 3,354 % | |||||
| 121 | 3,353 % | |||||
| 122 | 3,352 % | |||||
| 123 | 3,350 % | |||||
| 124 | 3,349 % | |||||
| 125 | 3,348 % | |||||
| 126 | 3,347 % | |||||
| 127 | 3,346 % | |||||
| 128 | 3,344 % | |||||
| 129 | 3,343 % | |||||
| 130 | 3,342 % | |||||
| 131 | 3,341 % | |||||
| 132 | 3,340 % | |||||
| 133 | 3,339 % | |||||
| 134 | 3,338 % | |||||
| 135 | 3,337 % | |||||
| 136 | 3,336 % | |||||
| 137 | 3,335 % | |||||
| 138 | 3,334 % | |||||
| 139 | 3,333 % | |||||
| 140 | 3,332 % | |||||
| 141 | 3,331 % | |||||
| 142 | 3,330 % | |||||
| 143 | 3,329 % | |||||
| 144 | 3,328 % | |||||
| 145 | 3,328 % | |||||
| 146 | 3,327 % | |||||
| 147 | 3,326 % | |||||
| 148 | 3,325 % | |||||
| 149 | 3,324 % | |||||
| 150 | 3,323 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czechia | Cyprus | Denmark |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 25 | 4 | 0 | 18 | 0 |
| 2 | 0 | 0 | 32 | 5 | 0 | 31 | 0 |
| 3 | 0 | 0 | 37 | 5 | 0 | 36 | 0 |
| 4 | 0 | 1 | 40 | 6 | 1 | 38 | 0 |
| 5 | 0 | 2 | 44 | 6 | 3 | 41 | 0 |
| 6 | 0 | 3 | 47 | 6 | 5 | 44 | 0 |
| 7 | 2 | 5 | 50 | 6 | 8 | 45 | 0 |
| 8 | 2 | 6 | 52 | 6 | 10 | 46 | 0 |
| 9 | 3 | 7 | 54 | 7 | 11 | 44 | 0 |
| 10 | 4 | 8 | 56 | 7 | 12 | 44 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 304 | 4 | 11 |
| 2 | 0 | 0 | 0 | 0 | 192 | 4 | 15 |
| 3 | 0 | 0 | 0 | 0 | 172 | 4 | 18 |
| 4 | 1 | 0 | 0 | 0 | 152 | 4 | 19 |
| 5 | 2 | 0 | 0 | 0 | 141 | 4 | 20 |
| 6 | 3 | 0 | 0 | 0 | 139 | 4 | 21 |
| 7 | 5 | 0 | 1 | 0 | 138 | 4 | 22 |
| 8 | 6 | 1 | 2 | 0 | 141 | 3 | 23 |
| 9 | 7 | 1 | 3 | 0 | 143 | 1 | 24 |
| 10 | 8 | 1 | 4 | 0 | 145 | 4 | 25 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 2 | 3 | 0 | 11 | 0 | 4 |
| 2 | 13 | 7 | 8 | 0 | 16 | 0 | 4 |
| 3 | 17 | 10 | 12 | 0 | 18 | 0 | 4 |
| 4 | 20 | 11 | 14 | 0 | 20 | 0 | 4 |
| 5 | 23 | 13 | 16 | 0 | 21 | 0 | 4 |
| 6 | 25 | 15 | 18 | 0 | 22 | 0 | 4 |
| 7 | 27 | 16 | 19 | 0 | 24 | 0 | 4 |
| 8 | 29 | 18 | 21 | 0 | 25 | 0 | 4 |
| 9 | 31 | 18 | 22 | 1 | 26 | 0 | 4 |
| 10 | 32 | 19 | 23 | 2 | 26 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 18 | 8 | 9 | 12 | 3 | 0 | 0 |
| 2 | 30 | 14 | 12 | 15 | 8 | 0 | 0 |
| 3 | 35 | 15 | 14 | 19 | 12 | 0 | 0 |
| 4 | 36 | 16 | 15 | 23 | 14 | 0 | 0 |
| 5 | 40 | 17 | 17 | 26 | 16 | 0 | 0 |
| 6 | 42 | 18 | 18 | 29 | 18 | 0 | 0 |
| 7 | 44 | 19 | 20 | 31 | 19 | 0 | 0 |
| 8 | 44 | 21 | 22 | 33 | 21 | 0 | 0 |
| 9 | 43 | 22 | 22 | 34 | 22 | 0 | 0 |
| 10 | 43 | 20 | 23 | 34 | 23 | 0 | 0 |
| Duration (in years) | Iceland | Liechtenstein | Norway | Switzerland | Australia | Canada | China |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2 | 5 | 0 | 0 | 0 | 0 | 0 | 1 |
| 3 | 5 | 0 | 0 | 0 | 0 | 0 | 2 |
| 4 | 5 | 0 | 0 | 0 | 0 | 0 | 3 |
| 5 | 5 | 0 | 0 | 0 | 0 | 0 | 3 |
| 6 | 5 | 0 | 0 | 0 | 0 | 0 | 4 |
| 7 | 5 | 0 | 0 | 0 | 0 | 0 | 4 |
| 8 | 5 | 0 | 0 | 0 | 0 | 0 | 7 |
| 9 | 5 | 0 | 0 | 0 | 0 | 0 | 5 |
| 10 | 5 | 0 | 0 | 0 | 0 | 0 | 5 |
| Duration (in years) | Colombia | Hong Kong | Japan | Taiwan | United States | ||
| --- | --- | --- | --- | --- | --- | ||
| 1 | 12 | 0 | 0 | 4 | 0 | ||
| 2 | 17 | 0 | 0 | 4 | 0 | ||
| 3 | 25 | 0 | 0 | 4 | 0 | ||
| 4 | 31 | 0 | 0 | 4 | 0 | ||
| 5 | 32 | 0 | 0 | 4 | 0 | ||
| 6 | 35 | 0 | 0 | 4 | 0 | ||
| 7 | 36 | 0 | 0 | 4 | 0 | ||
| 8 | 35 | 0 | 0 | 4 | 0 | ||
| 9 | 33 | 0 | 0 | 4 | 0 | ||
| 10 | 34 | 0 | 1 | 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 | 19 | 39 | 100 | 212 | 471 | 1 216 |
| 2 | 6 | 19 | 39 | 100 | 212 | 471 | 985 |
| 3 | 7 | 21 | 41 | 97 | 209 | 468 | 807 |
| 4 | 9 | 23 | 44 | 99 | 208 | 468 | 669 |
| 5 | 10 | 26 | 49 | 103 | 208 | 468 | 563 |
| 6 | 11 | 28 | 52 | 107 | 208 | 468 | 480 |
| 7 | 12 | 30 | 54 | 110 | 208 | 468 | 468 |
| 8 | 13 | 31 | 55 | 109 | 208 | 468 | 468 |
| 9 | 13 | 32 | 55 | 109 | 208 | 468 | 468 |
| 10 | 13 | 33 | 55 | 109 | 208 | 468 | 468 |
| 11 | 14 | 34 | 55 | 109 | 208 | 468 | 468 |
| 12 | 14 | 34 | 55 | 109 | 208 | 468 | 468 |
| 13 | 15 | 35 | 55 | 109 | 208 | 468 | 468 |
| 14 | 15 | 35 | 55 | 109 | 208 | 468 | 468 |
| 15 | 16 | 35 | 55 | 109 | 208 | 468 | 468 |
| 16 | 17 | 35 | 55 | 109 | 208 | 468 | 468 |
| 17 | 19 | 35 | 55 | 109 | 208 | 468 | 468 |
| 18 | 20 | 35 | 55 | 109 | 208 | 468 | 468 |
| 19 | 20 | 35 | 55 | 109 | 208 | 468 | 468 |
| 20 | 21 | 35 | 55 | 109 | 208 | 468 | 468 |
| 21 | 22 | 35 | 55 | 109 | 208 | 468 | 468 |
| 22 | 23 | 35 | 55 | 109 | 208 | 468 | 468 |
| 23 | 24 | 35 | 55 | 109 | 208 | 468 | 468 |
| 24 | 25 | 35 | 55 | 109 | 208 | 468 | 468 |
| 25 | 26 | 35 | 55 | 109 | 208 | 468 | 468 |
| 26 | 26 | 35 | 55 | 109 | 208 | 468 | 468 |
| 27 | 27 | 35 | 55 | 109 | 208 | 468 | 468 |
| 28 | 28 | 35 | 55 | 109 | 208 | 468 | 468 |
| 29 | 29 | 35 | 55 | 109 | 208 | 468 | 468 |
| 30 | 30 | 35 | 55 | 109 | 208 | 468 | 468 |
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 | 20 | 33 | 54 | 115 | 226 | 486 | 1 241 |
| 2 | 21 | 34 | 54 | 115 | 227 | 487 | 1 006 |
| 3 | 22 | 36 | 56 | 111 | 224 | 483 | 824 |
| 4 | 23 | 38 | 59 | 114 | 222 | 482 | 684 |
| 5 | 24 | 39 | 63 | 116 | 221 | 481 | 575 |
| 6 | 24 | 41 | 65 | 120 | 221 | 480 | 490 |
| 7 | 24 | 42 | 66 | 122 | 220 | 480 | 480 |
| 8 | 24 | 42 | 66 | 120 | 219 | 479 | 479 |
| 9 | 24 | 42 | 66 | 119 | 219 | 478 | 478 |
| 10 | 24 | 43 | 65 | 119 | 218 | 478 | 478 |
| 11 | 24 | 43 | 65 | 118 | 218 | 477 | 477 |
| 12 | 23 | 44 | 65 | 118 | 217 | 477 | 477 |
| 13 | 23 | 44 | 64 | 117 | 217 | 476 | 476 |
| 14 | 23 | 43 | 64 | 117 | 216 | 476 | 476 |
| 15 | 23 | 43 | 63 | 116 | 216 | 475 | 475 |
| 16 | 22 | 43 | 63 | 116 | 215 | 475 | 475 |
| 17 | 22 | 43 | 63 | 116 | 215 | 475 | 475 |
| 18 | 22 | 43 | 63 | 116 | 215 | 475 | 475 |
| 19 | 22 | 43 | 63 | 116 | 215 | 475 | 475 |
| 20 | 23 | 43 | 63 | 116 | 216 | 475 | 475 |
| 21 | 23 | 43 | 63 | 117 | 216 | 476 | 476 |
| 22 | 23 | 43 | 64 | 117 | 216 | 476 | 476 |
| 23 | 24 | 43 | 64 | 117 | 216 | 476 | 476 |
| 24 | 25 | 43 | 64 | 117 | 216 | 476 | 476 |
| 25 | 26 | 43 | 64 | 117 | 216 | 476 | 476 |
| 26 | 27 | 43 | 63 | 117 | 216 | 476 | 476 |
| 27 | 28 | 43 | 63 | 117 | 216 | 475 | 475 |
| 28 | 28 | 43 | 63 | 116 | 216 | 475 | 475 |
| 29 | 29 | 43 | 63 | 116 | 216 | 475 | 475 |
| 30 | 30 | 43 | 63 | 116 | 215 | 475 | 475 |
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 | 18 | 39 | 100 | 212 | 471 | 1 216 |
| 2 | 6 | 18 | 39 | 100 | 212 | 471 | 985 |
| 3 | 7 | 21 | 41 | 96 | 209 | 468 | 807 |
| 4 | 9 | 23 | 44 | 99 | 208 | 467 | 669 |
| 5 | 10 | 26 | 49 | 103 | 208 | 467 | 563 |
| 6 | 11 | 28 | 52 | 107 | 208 | 467 | 480 |
| 7 | 12 | 30 | 54 | 110 | 208 | 467 | 467 |
| 8 | 12 | 31 | 55 | 109 | 208 | 467 | 467 |
| 9 | 13 | 31 | 55 | 108 | 208 | 467 | 467 |
| 10 | 13 | 33 | 55 | 108 | 208 | 467 | 467 |
| 11 | 14 | 34 | 55 | 108 | 208 | 467 | 467 |
| 12 | 14 | 34 | 55 | 108 | 208 | 467 | 467 |
| 13 | 14 | 35 | 55 | 108 | 208 | 467 | 467 |
| 14 | 15 | 35 | 55 | 108 | 208 | 467 | 467 |
| 15 | 16 | 35 | 55 | 108 | 208 | 467 | 467 |
| 16 | 17 | 35 | 55 | 108 | 208 | 467 | 467 |
| 17 | 19 | 35 | 55 | 108 | 208 | 467 | 467 |
| 18 | 20 | 35 | 55 | 108 | 208 | 467 | 467 |
| 19 | 20 | 35 | 55 | 108 | 208 | 467 | 467 |
| 20 | 21 | 35 | 55 | 108 | 208 | 467 | 467 |
| 21 | 22 | 35 | 55 | 108 | 208 | 467 | 467 |
| 22 | 23 | 35 | 55 | 108 | 208 | 467 | 467 |
| 23 | 24 | 35 | 55 | 108 | 208 | 467 | 467 |
| 24 | 25 | 35 | 55 | 108 | 208 | 467 | 467 |
| 25 | 26 | 35 | 55 | 108 | 208 | 467 | 467 |
| 26 | 26 | 35 | 55 | 108 | 208 | 467 | 467 |
| 27 | 27 | 35 | 55 | 108 | 208 | 467 | 467 |
| 28 | 28 | 35 | 55 | 108 | 208 | 467 | 467 |
| 29 | 29 | 35 | 55 | 108 | 208 | 467 | 467 |
| 30 | 30 | 35 | 55 | 108 | 208 | 467 | 467 |
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 | 77 | 90 | 111 | 172 | 284 | 543 | 1 263 |
| 2 | 75 | 88 | 108 | 169 | 281 | 540 | 1 022 |
| 3 | 78 | 92 | 112 | 168 | 280 | 539 | 836 |
| 4 | 78 | 93 | 114 | 169 | 277 | 537 | 694 |
| 5 | 78 | 93 | 117 | 170 | 275 | 535 | 583 |
| 6 | 77 | 94 | 119 | 173 | 274 | 534 | 534 |
| 7 | 77 | 95 | 119 | 174 | 273 | 532 | 532 |
| 8 | 76 | 95 | 118 | 173 | 272 | 531 | 531 |
| 9 | 76 | 95 | 118 | 171 | 271 | 530 | 530 |
| 10 | 73 | 93 | 115 | 169 | 268 | 528 | 528 |
| 11 | 72 | 92 | 114 | 167 | 266 | 526 | 526 |
| 12 | 71 | 92 | 113 | 166 | 265 | 525 | 525 |
| 13 | 71 | 92 | 112 | 165 | 265 | 524 | 524 |
| 14 | 71 | 92 | 112 | 165 | 264 | 524 | 524 |
| 15 | 71 | 91 | 112 | 165 | 264 | 524 | 524 |
| 16 | 70 | 91 | 111 | 164 | 264 | 523 | 523 |
| 17 | 70 | 91 | 111 | 164 | 263 | 523 | 523 |
| 18 | 70 | 90 | 110 | 164 | 263 | 523 | 523 |
| 19 | 69 | 90 | 110 | 163 | 262 | 522 | 522 |
| 20 | 69 | 89 | 109 | 163 | 262 | 522 | 522 |
| 21 | 68 | 89 | 109 | 162 | 261 | 521 | 521 |
| 22 | 67 | 88 | 108 | 161 | 260 | 520 | 520 |
| 23 | 66 | 87 | 107 | 160 | 260 | 519 | 519 |
| 24 | 65 | 86 | 106 | 159 | 259 | 518 | 518 |
| 25 | 64 | 85 | 105 | 158 | 258 | 517 | 517 |
| 26 | 63 | 84 | 104 | 157 | 257 | 516 | 516 |
| 27 | 62 | 83 | 103 | 156 | 255 | 515 | 515 |
| 28 | 61 | 82 | 102 | 155 | 254 | 514 | 514 |
| 29 | 60 | 81 | 101 | 154 | 253 | 513 | 513 |
| 30 | 59 | 80 | 100 | 153 | 252 | 512 | 512 |
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 | 9 | 22 | 43 | 104 | 215 | 475 | 1 206 |
| 2 | 11 | 24 | 44 | 105 | 217 | 476 | 978 |
| 3 | 13 | 27 | 47 | 102 | 215 | 474 | 802 |
| 4 | 15 | 30 | 51 | 106 | 214 | 474 | 666 |
| 5 | 17 | 32 | 56 | 109 | 214 | 474 | 560 |
| 6 | 18 | 34 | 59 | 114 | 214 | 474 | 478 |
| 7 | 19 | 36 | 61 | 116 | 214 | 474 | 474 |
| 8 | 18 | 37 | 61 | 115 | 214 | 473 | 473 |
| 9 | 18 | 37 | 60 | 114 | 214 | 473 | 473 |
| 10 | 19 | 38 | 60 | 114 | 213 | 473 | 473 |
| 11 | 19 | 39 | 61 | 114 | 213 | 473 | 473 |
| 12 | 20 | 40 | 61 | 114 | 213 | 473 | 473 |
| 13 | 20 | 40 | 61 | 114 | 213 | 473 | 473 |
| 14 | 20 | 41 | 61 | 114 | 213 | 473 | 473 |
| 15 | 21 | 41 | 61 | 114 | 214 | 473 | 473 |
| 16 | 21 | 41 | 61 | 114 | 214 | 473 | 473 |
| 17 | 21 | 41 | 62 | 115 | 214 | 474 | 474 |
| 18 | 21 | 42 | 62 | 115 | 214 | 474 | 474 |
| 19 | 21 | 42 | 62 | 115 | 215 | 474 | 474 |
| 20 | 22 | 43 | 63 | 116 | 215 | 475 | 475 |
| 21 | 22 | 43 | 63 | 116 | 216 | 475 | 475 |
| 22 | 23 | 43 | 63 | 117 | 216 | 475 | 475 |
| 23 | 24 | 43 | 63 | 117 | 216 | 476 | 476 |
| 24 | 25 | 43 | 64 | 117 | 216 | 476 | 476 |
| 25 | 26 | 43 | 64 | 117 | 216 | 476 | 476 |
| 26 | 26 | 43 | 64 | 117 | 216 | 476 | 476 |
| 27 | 27 | 43 | 63 | 117 | 216 | 476 | 476 |
| 28 | 28 | 43 | 63 | 117 | 216 | 475 | 475 |
| 29 | 29 | 43 | 63 | 116 | 216 | 475 | 475 |
| 30 | 30 | 43 | 63 | 116 | 216 | 475 | 475 |
2.6. 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 | 49 | 129 | 231 | 491 | 1 242 |
| 2 | 7 | 24 | 49 | 129 | 231 | 491 | 1 007 |
| 3 | 8 | 26 | 50 | 119 | 228 | 487 | 825 |
| 4 | 10 | 29 | 53 | 112 | 226 | 486 | 684 |
| 5 | 12 | 31 | 55 | 105 | 225 | 485 | 576 |
| 6 | 14 | 34 | 58 | 101 | 224 | 484 | 490 |
| 7 | 16 | 36 | 60 | 96 | 223 | 483 | 483 |
| 8 | 18 | 38 | 59 | 91 | 222 | 482 | 482 |
| 9 | 20 | 44 | 62 | 87 | 221 | 481 | 481 |
| 10 | 20 | 44 | 60 | 85 | 220 | 480 | 480 |
| 11 | 19 | 44 | 60 | 86 | 220 | 479 | 479 |
| 12 | 19 | 43 | 60 | 88 | 219 | 479 | 479 |
| 13 | 19 | 43 | 61 | 88 | 218 | 478 | 478 |
| 14 | 19 | 44 | 61 | 88 | 218 | 477 | 477 |
| 15 | 19 | 44 | 61 | 88 | 217 | 477 | 477 |
| 16 | 19 | 44 | 61 | 88 | 216 | 476 | 476 |
| 17 | 19 | 44 | 61 | 88 | 216 | 475 | 475 |
| 18 | 20 | 44 | 61 | 88 | 215 | 475 | 475 |
| 19 | 21 | 44 | 61 | 88 | 215 | 475 | 475 |
| 20 | 22 | 44 | 61 | 88 | 215 | 475 | 475 |
| 21 | 23 | 44 | 61 | 88 | 215 | 475 | 475 |
| 22 | 24 | 44 | 61 | 88 | 215 | 475 | 475 |
| 23 | 24 | 44 | 61 | 88 | 215 | 474 | 474 |
| 24 | 25 | 44 | 61 | 88 | 214 | 474 | 474 |
| 25 | 26 | 44 | 61 | 88 | 213 | 473 | 473 |
| 26 | 27 | 44 | 61 | 88 | 213 | 472 | 472 |
| 27 | 28 | 44 | 61 | 88 | 212 | 472 | 472 |
| 28 | 29 | 44 | 61 | 88 | 212 | 471 | 471 |
| 29 | 29 | 44 | 61 | 88 | 211 | 471 | 471 |
| 30 | 30 | 44 | 61 | 88 | 211 | 470 | 470 |
2.7. 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 | 81 | 94 | 114 | 176 | 287 | 547 | 1 282 |
| 2 | 80 | 93 | 114 | 175 | 287 | 546 | 1 040 |
| 3 | 81 | 95 | 116 | 171 | 283 | 543 | 853 |
| 4 | 82 | 97 | 118 | 173 | 281 | 541 | 708 |
| 5 | 82 | 97 | 121 | 174 | 279 | 539 | 596 |
| 6 | 82 | 98 | 123 | 177 | 278 | 538 | 538 |
| 7 | 81 | 99 | 123 | 178 | 276 | 536 | 536 |
| 8 | 79 | 98 | 122 | 176 | 275 | 534 | 534 |
| 9 | 78 | 97 | 120 | 174 | 273 | 533 | 533 |
| 10 | 77 | 97 | 119 | 173 | 272 | 532 | 532 |
| 11 | 77 | 96 | 118 | 171 | 271 | 530 | 530 |
| 12 | 76 | 96 | 117 | 170 | 269 | 529 | 529 |
| 13 | 75 | 95 | 115 | 169 | 268 | 528 | 528 |
| 14 | 73 | 94 | 114 | 167 | 267 | 526 | 526 |
| 15 | 72 | 93 | 113 | 166 | 265 | 525 | 525 |
| 16 | 71 | 92 | 112 | 165 | 264 | 524 | 524 |
| 17 | 70 | 91 | 111 | 164 | 263 | 523 | 523 |
| 18 | 69 | 90 | 110 | 163 | 262 | 522 | 522 |
| 19 | 68 | 89 | 109 | 162 | 261 | 521 | 521 |
| 20 | 67 | 88 | 108 | 161 | 261 | 520 | 520 |
| 21 | 66 | 87 | 107 | 160 | 260 | 519 | 519 |
| 22 | 65 | 86 | 106 | 159 | 259 | 518 | 518 |
| 23 | 64 | 85 | 105 | 158 | 257 | 517 | 517 |
| 24 | 63 | 84 | 104 | 157 | 256 | 516 | 516 |
| 25 | 62 | 82 | 103 | 156 | 255 | 515 | 515 |
| 26 | 61 | 81 | 101 | 155 | 254 | 514 | 514 |
| 27 | 60 | 80 | 100 | 154 | 253 | 512 | 512 |
| 28 | 59 | 79 | 99 | 152 | 252 | 511 | 511 |
| 29 | 57 | 78 | 98 | 151 | 251 | 510 | 510 |
| 30 | 56 | 77 | 97 | 150 | 249 | 509 | 509 |
2.8. 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 | 53 | 66 | 87 | 148 | 260 | 519 | 1 237 |
| 2 | 54 | 67 | 87 | 148 | 260 | 520 | 1 005 |
| 3 | 55 | 69 | 89 | 145 | 257 | 516 | 825 |
| 4 | 56 | 71 | 92 | 147 | 256 | 515 | 686 |
| 5 | 57 | 73 | 96 | 149 | 255 | 514 | 578 |
| 6 | 57 | 74 | 98 | 153 | 254 | 513 | 513 |
| 7 | 57 | 75 | 99 | 154 | 253 | 512 | 512 |
| 8 | 56 | 75 | 98 | 153 | 252 | 511 | 511 |
| 9 | 55 | 74 | 97 | 151 | 250 | 510 | 510 |
| 10 | 55 | 74 | 97 | 150 | 250 | 509 | 509 |
| 11 | 55 | 75 | 96 | 150 | 249 | 508 | 508 |
| 12 | 54 | 75 | 96 | 149 | 248 | 508 | 508 |
| 13 | 54 | 75 | 95 | 148 | 247 | 507 | 507 |
| 14 | 54 | 74 | 94 | 148 | 247 | 507 | 507 |
| 15 | 53 | 74 | 94 | 147 | 246 | 506 | 506 |
| 16 | 52 | 73 | 93 | 146 | 246 | 505 | 505 |
| 17 | 52 | 72 | 93 | 146 | 245 | 505 | 505 |
| 18 | 51 | 72 | 92 | 145 | 245 | 504 | 504 |
| 19 | 51 | 71 | 92 | 145 | 244 | 504 | 504 |
| 20 | 51 | 71 | 91 | 145 | 244 | 504 | 504 |
| 21 | 50 | 71 | 91 | 144 | 244 | 503 | 503 |
| 22 | 50 | 70 | 91 | 144 | 243 | 503 | 503 |
| 23 | 49 | 70 | 90 | 143 | 242 | 502 | 502 |
| 24 | 49 | 69 | 89 | 143 | 242 | 501 | 501 |
| 25 | 48 | 68 | 89 | 142 | 241 | 501 | 501 |
| 26 | 47 | 68 | 88 | 141 | 240 | 500 | 500 |
| 27 | 46 | 67 | 87 | 140 | 240 | 499 | 499 |
| 28 | 46 | 66 | 86 | 140 | 239 | 498 | 498 |
| 29 | 45 | 65 | 86 | 139 | 238 | 498 | 498 |
| 30 | 44 | 65 | 85 | 138 | 237 | 497 | 497 |
2.9. Króna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 91 | 104 | 125 | 186 | 297 | 557 | 1 319 |
| 2 | 90 | 103 | 124 | 185 | 297 | 556 | 1 066 |
| 3 | 90 | 104 | 124 | 180 | 292 | 551 | 871 |
| 4 | 90 | 105 | 126 | 181 | 289 | 549 | 721 |
| 5 | 90 | 106 | 129 | 183 | 288 | 548 | 605 |
| 6 | 90 | 107 | 132 | 186 | 287 | 547 | 547 |
| 7 | 91 | 109 | 133 | 188 | 286 | 546 | 546 |
| 8 | 91 | 109 | 133 | 187 | 286 | 546 | 546 |
| 9 | 91 | 110 | 133 | 186 | 286 | 545 | 545 |
| 10 | 91 | 110 | 133 | 186 | 286 | 545 | 545 |
| 11 | 91 | 111 | 132 | 186 | 285 | 545 | 545 |
| 12 | 90 | 111 | 131 | 185 | 284 | 544 | 544 |
| 13 | 89 | 110 | 130 | 184 | 283 | 542 | 542 |
| 14 | 89 | 109 | 129 | 182 | 282 | 541 | 541 |
| 15 | 87 | 108 | 128 | 181 | 281 | 540 | 540 |
| 16 | 86 | 107 | 127 | 180 | 279 | 539 | 539 |
| 17 | 85 | 106 | 126 | 179 | 278 | 538 | 538 |
| 18 | 84 | 105 | 125 | 178 | 277 | 537 | 537 |
| 19 | 83 | 104 | 124 | 177 | 276 | 536 | 536 |
| 20 | 82 | 103 | 123 | 176 | 275 | 535 | 535 |
| 21 | 81 | 101 | 122 | 175 | 274 | 534 | 534 |
| 22 | 79 | 100 | 120 | 173 | 273 | 532 | 532 |
| 23 | 78 | 99 | 119 | 172 | 271 | 531 | 531 |
| 24 | 77 | 97 | 117 | 171 | 270 | 529 | 529 |
| 25 | 75 | 96 | 116 | 169 | 268 | 528 | 528 |
| 26 | 74 | 94 | 114 | 168 | 267 | 527 | 527 |
| 27 | 72 | 93 | 113 | 166 | 265 | 525 | 525 |
| 28 | 71 | 91 | 111 | 165 | 264 | 524 | 524 |
| 29 | 69 | 90 | 110 | 163 | 263 | 522 | 522 |
| 30 | 68 | 89 | 109 | 162 | 261 | 521 | 521 |
2.10. 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 | 44 | 64 | 125 | 237 | 496 | 1 259 |
| 2 | 31 | 44 | 65 | 126 | 238 | 497 | 1 019 |
| 3 | 32 | 46 | 66 | 122 | 234 | 493 | 833 |
| 4 | 33 | 48 | 68 | 123 | 232 | 492 | 690 |
| 5 | 33 | 49 | 72 | 126 | 231 | 491 | 579 |
| 6 | 34 | 50 | 75 | 130 | 230 | 490 | 493 |
| 7 | 34 | 52 | 76 | 131 | 230 | 489 | 489 |
| 8 | 33 | 52 | 76 | 130 | 229 | 488 | 488 |
| 9 | 33 | 52 | 75 | 129 | 228 | 488 | 488 |
| 10 | 33 | 52 | 75 | 128 | 227 | 487 | 487 |
| 11 | 33 | 53 | 74 | 128 | 227 | 486 | 486 |
| 12 | 32 | 53 | 74 | 127 | 226 | 486 | 486 |
| 13 | 32 | 53 | 73 | 126 | 226 | 485 | 485 |
| 14 | 32 | 52 | 72 | 126 | 225 | 485 | 485 |
| 15 | 31 | 52 | 72 | 125 | 225 | 484 | 484 |
| 16 | 31 | 51 | 71 | 125 | 224 | 484 | 484 |
| 17 | 31 | 51 | 71 | 124 | 224 | 483 | 483 |
| 18 | 30 | 51 | 71 | 124 | 224 | 483 | 483 |
| 19 | 30 | 51 | 71 | 124 | 223 | 483 | 483 |
| 20 | 30 | 51 | 71 | 124 | 224 | 483 | 483 |
| 21 | 30 | 51 | 71 | 124 | 224 | 483 | 483 |
| 22 | 30 | 51 | 71 | 124 | 224 | 483 | 483 |
| 23 | 30 | 51 | 71 | 124 | 223 | 483 | 483 |
| 24 | 30 | 50 | 71 | 124 | 223 | 483 | 483 |
| 25 | 30 | 50 | 70 | 124 | 223 | 483 | 483 |
| 26 | 29 | 50 | 70 | 123 | 223 | 482 | 482 |
| 27 | 29 | 50 | 70 | 123 | 222 | 482 | 482 |
| 28 | 29 | 49 | 69 | 123 | 222 | 482 | 482 |
| 29 | 29 | 49 | 69 | 122 | 222 | 481 | 481 |
| 30 | 30 | 49 | 69 | 122 | 221 | 481 | 481 |
2.11. 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 | 4 | 19 | 80 | 192 | 451 | 1 169 |
| 2 | 1 | 5 | 20 | 81 | 193 | 452 | 947 |
| 3 | 2 | 5 | 22 | 78 | 190 | 449 | 776 |
| 4 | 4 | 6 | 26 | 81 | 189 | 449 | 644 |
| 5 | 5 | 7 | 30 | 84 | 189 | 449 | 542 |
| 6 | 6 | 9 | 34 | 89 | 189 | 449 | 462 |
| 7 | 7 | 12 | 36 | 91 | 189 | 449 | 449 |
| 8 | 9 | 12 | 36 | 91 | 189 | 449 | 449 |
| 9 | 10 | 13 | 36 | 90 | 189 | 449 | 449 |
| 10 | 11 | 14 | 37 | 90 | 189 | 449 | 449 |
| 11 | 12 | 16 | 38 | 91 | 190 | 450 | 450 |
| 12 | 13 | 16 | 37 | 90 | 189 | 449 | 449 |
| 13 | 13 | 17 | 37 | 91 | 190 | 450 | 450 |
| 14 | 14 | 17 | 37 | 90 | 190 | 449 | 449 |
| 15 | 15 | 16 | 36 | 90 | 189 | 448 | 448 |
| 16 | 16 | 16 | 36 | 89 | 188 | 448 | 448 |
| 17 | 17 | 16 | 36 | 89 | 188 | 448 | 448 |
| 18 | 18 | 16 | 36 | 89 | 189 | 448 | 448 |
| 19 | 19 | 17 | 36 | 90 | 189 | 449 | 449 |
| 20 | 20 | 18 | 37 | 90 | 189 | 449 | 449 |
| 21 | 22 | 18 | 37 | 90 | 190 | 449 | 449 |
| 22 | 23 | 19 | 37 | 91 | 190 | 449 | 449 |
| 23 | 23 | 19 | 37 | 90 | 190 | 449 | 449 |
| 24 | 24 | 20 | 37 | 90 | 190 | 449 | 449 |
| 25 | 25 | 21 | 37 | 90 | 189 | 449 | 449 |
| 26 | 26 | 22 | 37 | 90 | 189 | 449 | 449 |
| 27 | 27 | 23 | 37 | 90 | 189 | 449 | 449 |
| 28 | 27 | 23 | 37 | 90 | 189 | 449 | 449 |
| 29 | 28 | 24 | 37 | 90 | 189 | 449 | 449 |
| 30 | 29 | 25 | 37 | 90 | 189 | 449 | 449 |
2.12. 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 | 42 | 55 | 75 | 136 | 248 | 508 | 1 256 |
| 2 | 42 | 55 | 76 | 137 | 248 | 508 | 1 016 |
| 3 | 43 | 57 | 77 | 133 | 245 | 504 | 831 |
| 4 | 44 | 59 | 80 | 135 | 244 | 503 | 690 |
| 5 | 45 | 61 | 84 | 138 | 243 | 503 | 580 |
| 6 | 46 | 62 | 87 | 142 | 242 | 502 | 502 |
| 7 | 46 | 64 | 88 | 144 | 242 | 501 | 501 |
| 8 | 46 | 64 | 88 | 142 | 241 | 501 | 501 |
| 9 | 45 | 64 | 87 | 141 | 240 | 500 | 500 |
| 10 | 45 | 65 | 87 | 140 | 240 | 500 | 500 |
| 11 | 45 | 65 | 87 | 140 | 239 | 499 | 499 |
| 12 | 45 | 65 | 86 | 139 | 239 | 498 | 498 |
| 13 | 45 | 65 | 86 | 139 | 238 | 498 | 498 |
| 14 | 45 | 65 | 85 | 138 | 238 | 497 | 497 |
| 15 | 44 | 65 | 85 | 138 | 237 | 497 | 497 |
| 16 | 43 | 64 | 84 | 137 | 237 | 496 | 496 |
| 17 | 43 | 64 | 84 | 137 | 236 | 496 | 496 |
| 18 | 43 | 63 | 83 | 137 | 236 | 496 | 496 |
| 19 | 42 | 63 | 83 | 136 | 236 | 495 | 495 |
| 20 | 42 | 63 | 83 | 136 | 235 | 495 | 495 |
| 21 | 42 | 63 | 83 | 136 | 235 | 495 | 495 |
| 22 | 42 | 62 | 82 | 135 | 235 | 494 | 494 |
| 23 | 41 | 61 | 82 | 135 | 234 | 494 | 494 |
| 24 | 40 | 61 | 81 | 134 | 233 | 493 | 493 |
| 25 | 40 | 60 | 80 | 134 | 233 | 492 | 492 |
| 26 | 39 | 59 | 80 | 133 | 232 | 492 | 492 |
| 27 | 38 | 59 | 79 | 132 | 231 | 491 | 491 |
| 28 | 37 | 58 | 78 | 131 | 230 | 490 | 490 |
| 29 | 37 | 57 | 77 | 130 | 230 | 489 | 489 |
| 30 | 36 | 56 | 77 | 130 | 229 | 489 | 489 |
2.13. 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 | 18 | 31 | 52 | 113 | 225 | 484 | 1 214 |
| 2 | 19 | 32 | 53 | 114 | 225 | 485 | 986 |
| 3 | 21 | 35 | 55 | 111 | 223 | 482 | 808 |
| 4 | 23 | 38 | 58 | 113 | 222 | 482 | 671 |
| 5 | 24 | 40 | 63 | 117 | 222 | 481 | 565 |
| 6 | 25 | 42 | 66 | 121 | 222 | 481 | 481 |
| 7 | 26 | 44 | 68 | 124 | 222 | 481 | 481 |
| 8 | 26 | 45 | 68 | 123 | 222 | 481 | 481 |
| 9 | 27 | 45 | 69 | 122 | 222 | 481 | 481 |
| 10 | 27 | 47 | 69 | 122 | 222 | 481 | 481 |
| 11 | 28 | 48 | 69 | 123 | 222 | 481 | 481 |
| 12 | 28 | 48 | 69 | 123 | 222 | 481 | 481 |
| 13 | 28 | 49 | 69 | 123 | 222 | 481 | 481 |
| 14 | 29 | 49 | 69 | 123 | 222 | 481 | 481 |
| 15 | 29 | 49 | 69 | 123 | 222 | 481 | 481 |
| 16 | 28 | 49 | 69 | 122 | 222 | 481 | 481 |
| 17 | 29 | 49 | 69 | 122 | 222 | 481 | 481 |
| 18 | 29 | 49 | 69 | 122 | 222 | 481 | 481 |
| 19 | 28 | 49 | 69 | 122 | 222 | 481 | 481 |
| 20 | 29 | 49 | 69 | 123 | 222 | 481 | 481 |
| 21 | 28 | 49 | 69 | 122 | 222 | 481 | 481 |
| 22 | 28 | 49 | 69 | 122 | 221 | 481 | 481 |
| 23 | 28 | 48 | 69 | 122 | 221 | 481 | 481 |
| 24 | 27 | 48 | 68 | 121 | 221 | 480 | 480 |
| 25 | 27 | 47 | 68 | 121 | 220 | 480 | 480 |
| 26 | 27 | 47 | 67 | 120 | 220 | 479 | 479 |
| 27 | 27 | 47 | 67 | 120 | 219 | 479 | 479 |
| 28 | 28 | 46 | 66 | 120 | 219 | 478 | 478 |
| 29 | 29 | 46 | 66 | 119 | 218 | 478 | 478 |
| 30 | 30 | 45 | 66 | 119 | 218 | 478 | 478 |
2.14. 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 | 87 | 100 | 120 | 181 | 293 | 553 | 1 402 |
| 2 | 93 | 106 | 126 | 188 | 299 | 559 | 1 133 |
| 3 | 97 | 111 | 131 | 186 | 298 | 558 | 927 |
| 4 | 99 | 114 | 135 | 190 | 299 | 558 | 768 |
| 5 | 103 | 119 | 142 | 196 | 301 | 560 | 645 |
| 6 | 105 | 122 | 147 | 201 | 302 | 562 | 562 |
| 7 | 108 | 125 | 150 | 205 | 303 | 563 | 563 |
| 8 | 109 | 127 | 151 | 205 | 304 | 564 | 564 |
| 9 | 110 | 129 | 152 | 206 | 305 | 565 | 565 |
| 10 | 111 | 130 | 153 | 206 | 306 | 565 | 565 |
| 11 | 111 | 131 | 153 | 206 | 305 | 565 | 565 |
| 12 | 111 | 131 | 152 | 205 | 305 | 564 | 564 |
| 13 | 110 | 131 | 151 | 204 | 303 | 563 | 563 |
| 14 | 109 | 129 | 150 | 203 | 302 | 562 | 562 |
| 15 | 107 | 128 | 148 | 201 | 301 | 560 | 560 |
| 16 | 106 | 127 | 147 | 200 | 299 | 559 | 559 |
| 17 | 105 | 125 | 145 | 198 | 298 | 557 | 557 |
| 18 | 103 | 124 | 144 | 197 | 296 | 556 | 556 |
| 19 | 102 | 122 | 142 | 196 | 295 | 554 | 554 |
| 20 | 100 | 121 | 141 | 194 | 293 | 553 | 553 |
| 21 | 98 | 119 | 139 | 192 | 292 | 551 | 551 |
| 22 | 97 | 117 | 137 | 191 | 290 | 550 | 550 |
| 23 | 95 | 115 | 136 | 189 | 288 | 548 | 548 |
| 24 | 93 | 114 | 134 | 187 | 286 | 546 | 546 |
| 25 | 91 | 112 | 132 | 185 | 284 | 544 | 544 |
| 26 | 89 | 110 | 130 | 183 | 283 | 542 | 542 |
| 27 | 88 | 108 | 128 | 181 | 281 | 540 | 540 |
| 28 | 86 | 106 | 126 | 180 | 279 | 539 | 539 |
| 29 | 84 | 105 | 125 | 178 | 277 | 537 | 537 |
| 30 | 82 | 103 | 123 | 176 | 276 | 535 | 535 |
2.15. 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 | 13 | 26 | 47 | 108 | 219 | 479 | 1 226 |
| 2 | 15 | 28 | 49 | 110 | 222 | 481 | 993 |
| 3 | 19 | 32 | 53 | 108 | 220 | 480 | 813 |
| 4 | 21 | 36 | 57 | 112 | 220 | 480 | 674 |
| 5 | 23 | 39 | 62 | 116 | 221 | 481 | 567 |
| 6 | 25 | 42 | 66 | 121 | 222 | 481 | 483 |
| 7 | 26 | 44 | 68 | 123 | 222 | 481 | 481 |
| 8 | 26 | 45 | 68 | 123 | 222 | 481 | 481 |
| 9 | 26 | 45 | 68 | 122 | 222 | 481 | 481 |
| 10 | 27 | 46 | 69 | 122 | 221 | 481 | 481 |
| 11 | 27 | 47 | 69 | 122 | 221 | 481 | 481 |
| 12 | 27 | 48 | 69 | 122 | 221 | 481 | 481 |
| 13 | 27 | 48 | 68 | 121 | 221 | 480 | 480 |
| 14 | 27 | 47 | 68 | 121 | 220 | 480 | 480 |
| 15 | 26 | 47 | 67 | 120 | 220 | 479 | 479 |
| 16 | 26 | 46 | 66 | 120 | 219 | 479 | 479 |
| 17 | 26 | 46 | 66 | 120 | 219 | 478 | 478 |
| 18 | 26 | 46 | 66 | 119 | 219 | 478 | 478 |
| 19 | 25 | 46 | 66 | 119 | 219 | 478 | 478 |
| 20 | 26 | 46 | 66 | 120 | 219 | 479 | 479 |
| 21 | 26 | 46 | 67 | 120 | 219 | 479 | 479 |
| 22 | 26 | 46 | 67 | 120 | 219 | 479 | 479 |
| 23 | 26 | 46 | 66 | 120 | 219 | 479 | 479 |
| 24 | 26 | 46 | 66 | 120 | 219 | 478 | 478 |
| 25 | 26 | 46 | 66 | 119 | 219 | 478 | 478 |
| 26 | 27 | 46 | 66 | 119 | 218 | 478 | 478 |
| 27 | 27 | 46 | 66 | 119 | 218 | 478 | 478 |
| 28 | 28 | 45 | 65 | 119 | 218 | 478 | 478 |
| 29 | 29 | 45 | 65 | 119 | 218 | 477 | 477 |
| 30 | 30 | 45 | 65 | 118 | 218 | 477 | 477 |
2.16. New Taiwan dollar
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