RegAlertRule · EIOPA · 2 Aug 2017
Commission Implementing Regulation (EU) 2017/1421 laying down technical information for the calculation of technical provisions and basic own funds
The European Commission mandates that insurance and reinsurance undertakings use specific technical information to calculate technical provisions and basic own funds for reporting periods with reference dates from 30 June to 29 September 2017. This requirement applies the risk-free interest rate term structures, fundamental spreads for matching adjustments, and volatility adjustments published by the European Insurance and Occupational Pensions Authority based on end-of-June 2017 market data. The Regulation entered into force on 6 August 2017 and applies retroactively from 30 June 2017 to ensure uniform calculation conditions across the Union.
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Commission Implementing Regulation (EU) 2017/1421 of 2 August 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance. )
Commission Implementing Regulation (EU) 2017/1421 of 2 August 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance. )
Commission Implementing Regulation (EU) 2017/1421 of 2 August 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance. )
C/2017/5334
OJ L 204, 5.8.2017, pp. 7–77 (BG, ES, CS, DA, DE, ET, EL, EN, FR, HR, IT, LV, LT, HU, MT, NL, PL, PT, RO, SK, SL, FI, SV)
In force
ELI: http://data.europa.eu/eli/reg_impl/2017/1421/oj
Official Journal
Language 1
Language 2
Language 3
5.8.2017
EN
Official Journal of the European Union
L 204/7
COMMISSION IMPLEMENTING REGULATION (EU) 2017/1421
of 2 August 2017
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
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) ( 1 ) , and in particular the third subparagraph of Article 77e(2) 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 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2017 market data. That information was published on 6 July 2017 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 to which this Regulation applies.
(5)
To provide legal certainty as soon as possible, 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 ( 2 ) ,
HAS ADOPTED THIS REGULATION:
Article 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 until 29 September 2017.
-
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 rate term structures set out in Annex I;
(b)
the fundamental spreads for the calculation of the matching adjustment set out in Annex II;
(c)
for each relevant national insurance market, the volatility adjustments set out in Annex III.
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 2017.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 2 August 2017.
For the Commission
The President
Jean-Claude JUNCKER
( 1 )
OJ L 335, 17.12.2009, p. 1 .
( 2 ) 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 ).
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 (%)
Kuna (%)
1
– 0,335
0,337
– 0,344
0,093
– 0,549
0,287
2
– 0,225
0,581
– 0,235
0,489
– 0,335
0,855
3
– 0,098
0,696
– 0,108
0,623
– 0,105
1,419
4
0,037
0,792
0,027
1,135
0,122
1,889
5
0,172
0,879
0,162
1,551
0,336
2,164
6
0,312
0,958
0,302
1,984
0,536
2,333
7
0,446
1,014
0,436
2,359
0,719
2,465
8
0,577
1,074
0,567
2,638
0,887
2,596
9
0,702
1,133
0,692
2,856
1,035
2,733
10
0,817
1,188
0,807
3,030
1,165
2,852
11
0,919
1,227
0,909
3,196
1,326
2,950
12
1,011
1,262
1,001
3,355
1,501
3,034
13
1,095
1,303
1,084
3,503
1,672
3,106
14
1,167
1,351
1,156
3,635
1,832
3,169
15
1,224
1,407
1,213
3,750
1,977
3,224
16
1,265
1,470
1,255
3,844
2,108
3,274
17
1,299
1,538
1,288
3,922
2,227
3,318
18
1,331
1,609
1,320
3,986
2,333
3,358
19
1,365
1,681
1,355
4,039
2,430
3,394
20
1,407
1,753
1,396
4,083
2,517
3,427
21
1,456
1,824
1,445
4,120
2,596
3,457
22
1,511
1,893
1,501
4,150
2,668
3,485
23
1,570
1,960
1,560
4,175
2,734
3,511
24
1,631
2,025
1,621
4,196
2,795
3,535
25
1,693
2,088
1,683
4,214
2,851
3,558
26
1,755
2,149
1,746
4,229
2,902
3,579
27
1,816
2,207
1,807
4,241
2,950
3,598
28
1,877
2,263
1,868
4,251
2,994
3,617
29
1,936
2,317
1,928
4,259
3,036
3,634
30
1,994
2,368
1,986
4,266
3,074
3,651
31
2,050
2,417
2,042
4,271
3,110
3,666
32
2,104
2,464
2,097
4,275
3,144
3,681
33
2,157
2,510
2,149
4,279
3,176
3,694
34
2,208
2,553
2,200
4,282
3,206
3,708
35
2,256
2,594
2,249
4,284
3,234
3,720
36
2,303
2,634
2,296
4,285
3,261
3,732
37
2,349
2,672
2,342
4,286
3,286
3,743
38
2,392
2,709
2,385
4,287
3,310
3,754
39
2,434
2,744
2,428
4,287
3,333
3,765
40
2,474
2,777
2,468
4,288
3,354
3,774
41
2,513
2,809
2,507
4,287
3,375
3,784
42
2,550
2,840
2,544
4,287
3,395
3,793
43
2,586
2,870
2,580
4,287
3,413
3,802
44
2,621
2,899
2,615
4,286
3,431
3,810
45
2,654
2,926
2,648
4,285
3,448
3,818
46
2,686
2,952
2,680
4,285
3,464
3,826
47
2,717
2,978
2,711
4,284
3,480
3,833
48
2,746
3,002
2,741
4,283
3,495
3,840
49
2,775
3,026
2,770
4,282
3,509
3,847
50
2,802
3,048
2,797
4,281
3,523
3,854
51
2,829
3,070
2,824
4,280
3,536
3,860
52
2,855
3,091
2,850
4,279
3,549
3,866
53
2,879
3,112
2,874
4,278
3,561
3,872
54
2,903
3,131
2,898
4,277
3,573
3,878
55
2,926
3,150
2,922
4,276
3,584
3,884
56
2,949
3,169
2,944
4,274
3,595
3,889
57
2,970
3,186
2,966
4,273
3,606
3,894
58
2,991
3,204
2,986
4,272
3,616
3,899
59
3,011
3,220
3,007
4,271
3,626
3,904
60
3,031
3,236
3,026
4,270
3,636
3,909
61
3,049
3,252
3,045
4,269
3,645
3,914
62
3,068
3,267
3,064
4,268
3,654
3,918
63
3,086
3,282
3,081
4,267
3,662
3,922
64
3,103
3,296
3,099
4,267
3,671
3,927
65
3,119
3,309
3,115
4,266
3,679
3,931
66
3,136
3,323
3,132
4,265
3,687
3,935
67
3,151
3,336
3,148
4,264
3,694
3,939
68
3,167
3,348
3,163
4,263
3,702
3,942
69
3,182
3,361
3,178
4,262
3,709
3,946
70
3,196
3,373
3,192
4,261
3,716
3,949
71
3,210
3,384
3,206
4,260
3,723
3,953
72
3,224
3,395
3,220
4,260
3,729
3,956
73
3,237
3,406
3,233
4,259
3,736
3,960
74
3,250
3,417
3,246
4,258
3,742
3,963
75
3,262
3,427
3,259
4,257
3,748
3,966
76
3,275
3,437
3,271
4,257
3,754
3,969
77
3,287
3,447
3,283
4,256
3,760
3,972
78
3,298
3,457
3,295
4,255
3,766
3,975
79
3,310
3,466
3,306
4,255
3,771
3,978
80
3,321
3,475
3,318
4,254
3,776
3,980
81
3,332
3,484
3,328
4,253
3,782
3,983
82
3,342
3,493
3,339
4,253
3,787
3,986
83
3,352
3,501
3,349
4,252
3,792
3,988
84
3,362
3,510
3,359
4,251
3,797
3,991
85
3,372
3,518
3,369
4,251
3,801
3,993
86
3,382
3,526
3,379
4,250
3,806
3,995
87
3,391
3,533
3,388
4,250
3,810
3,998
88
3,400
3,541
3,397
4,249
3,815
4,000
89
3,409
3,548
3,406
4,248
3,819
4,002
90
3,418
3,556
3,415
4,248
3,823
4,004
91
3,427
3,563
3,424
4,247
3,827
4,007
92
3,435
3,569
3,432
4,247
3,832
4,009
93
3,443
3,576
3,440
4,246
3,835
4,011
94
3,451
3,583
3,448
4,246
3,839
4,013
95
3,459
3,589
3,456
4,245
3,843
4,015
96
3,467
3,596
3,464
4,245
3,847
4,017
97
3,474
3,602
3,472
4,245
3,850
4,018
98
3,482
3,608
3,479
4,244
3,854
4,020
99
3,489
3,614
3,486
4,244
3,858
4,022
100
3,496
3,620
3,493
4,243
3,861
4,024
101
3,503
3,626
3,500
4,243
3,864
4,026
102
3,510
3,631
3,507
4,242
3,868
4,027
103
3,516
3,637
3,514
4,242
3,871
4,029
104
3,523
3,642
3,520
4,242
3,874
4,031
105
3,529
3,647
3,527
4,241
3,877
4,032
106
3,536
3,653
3,533
4,241
3,880
4,034
107
3,542
3,658
3,539
4,240
3,883
4,035
108
3,548
3,663
3,546
4,240
3,886
4,037
109
3,554
3,668
3,552
4,240
3,889
4,038
110
3,560
3,672
3,557
4,239
3,892
4,040
111
3,566
3,677
3,563
4,239
3,895
4,041
112
3,571
3,682
3,569
4,239
3,897
4,043
113
3,577
3,686
3,574
4,238
3,900
4,044
114
3,582
3,691
3,580
4,238
3,903
4,045
115
3,588
3,695
3,585
4,238
3,905
4,047
116
3,593
3,700
3,591
4,237
3,908
4,048
117
3,598
3,704
3,596
4,237
3,910
4,049
118
3,603
3,708
3,601
4,237
3,913
4,051
119
3,608
3,712
3,606
4,236
3,915
4,052
120
3,613
3,716
3,611
4,236
3,917
4,053
121
3,618
3,720
3,616
4,236
3,920
4,054
122
3,623
3,724
3,620
4,235
3,922
4,056
123
3,627
3,728
3,625
4,235
3,924
4,057
124
3,632
3,732
3,630
4,235
3,926
4,058
125
3,636
3,736
3,634
4,235
3,929
4,059
126
3,641
3,739
3,639
4,234
3,931
4,060
127
3,645
3,743
3,643
4,234
3,933
4,061
128
3,650
3,746
3,648
4,234
3,935
4,062
129
3,654
3,750
3,652
4,233
3,937
4,063
130
3,658
3,753
3,656
4,233
3,939
4,064
131
3,662
3,757
3,660
4,233
3,941
4,065
132
3,666
3,760
3,664
4,233
3,943
4,066
133
3,670
3,763
3,668
4,232
3,945
4,067
134
3,674
3,767
3,672
4,232
3,947
4,068
135
3,678
3,770
3,676
4,232
3,949
4,069
136
3,682
3,773
3,680
4,232
3,951
4,070
137
3,686
3,776
3,684
4,232
3,952
4,071
138
3,689
3,779
3,687
4,231
3,954
4,072
139
3,693
3,782
3,691
4,231
3,956
4,073
140
3,697
3,785
3,695
4,231
3,958
4,074
141
3,700
3,788
3,698
4,231
3,959
4,075
142
3,704
3,791
3,702
4,230
3,961
4,076
143
3,707
3,794
3,705
4,230
3,963
4,077
144
3,711
3,797
3,709
4,230
3,964
4,078
145
3,714
3,799
3,712
4,230
3,966
4,078
146
3,717
3,802
3,715
4,230
3,968
4,079
147
3,721
3,805
3,719
4,229
3,969
4,080
148
3,724
3,808
3,722
4,229
3,971
4,081
149
3,727
3,810
3,725
4,229
3,972
4,082
150
3,730
3,813
3,728
4,229
3,974
4,082
Term to maturity (in years)
Lev (%)
Pound sterling (%)
Romanian leu (%)
Zloty (%)
Króna (%)
Norwegian krone (%)
1
– 0,385
0,394
0,852
1,460
4,483
0,820
2
– 0,275
0,534
1,406
1,759
4,530
1,026
3
– 0,148
0,643
1,885
2,047
4,580
1,152
4
– 0,013
0,745
2,308
2,339
4,568
1,279
5
0,122
0,839
2,689
2,580
4,538
1,408
6
0,262
0,927
3,027
2,738
4,520
1,526
7
0,395
1,006
3,314
2,891
4,522
1,636
8
0,526
1,078
3,553
3,021
4,530
1,735
9
0,651
1,145
3,769
3,095
4,535
1,820
10
0,766
1,210
3,965
3,209
4,537
1,889
11
0,868
1,267
4,121
3,317
4,536
1,959
12
0,960
1,318
4,241
3,406
4,534
2,030
13
1,043
1,354
4,333
3,480
4,530
2,102
14
1,115
1,390
4,404
3,543
4,526
2,172
15
1,172
1,427
4,459
3,597
4,521
2,241
16
1,213
1,437
4,502
3,644
4,515
2,307
17
1,246
1,455
4,534
3,685
4,510
2,371
18
1,278
1,470
4,559
3,721
4,504
2,432
19
1,313
1,480
4,577
3,753
4,498
2,490
20
1,354
1,501
4,590
3,781
4,492
2,546
21
1,404
1,513
4,599
3,806
4,486
2,600
22
1,460
1,514
4,605
3,829
4,480
2,650
23
1,520
1,510
4,608
3,849
4,474
2,699
24
1,582
1,504
4,609
3,867
4,468
2,745
25
1,645
1,498
4,609
3,884
4,462
2,789
26
1,709
1,493
4,607
3,899
4,457
2,830
27
1,772
1,490
4,603
3,913
4,451
2,870
28
1,833
1,486
4,599
3,926
4,446
2,908
29
1,894
1,481
4,595
3,938
4,441
2,945
30
1,953
1,473
4,589
3,949
4,436
2,979
31
2,010
1,464
4,584
3,959
4,431
3,012
32
2,065
1,453
4,578
3,968
4,426
3,044
33
2,119
1,442
4,572
3,977
4,421
3,074
34
2,170
1,431
4,565
3,985
4,417
3,103
35
2,220
1,420
4,559
3,993
4,412
3,130
36
2,268
1,410
4,553
4,000
4,408
3,157
37
2,314
1,401
4,546
4,006
4,404
3,182
38
2,359
1,392
4,540
4,012
4,400
3,206
39
2,401
1,382
4,534
4,018
4,396
3,229
40
2,442
1,372
4,527
4,023
4,392
3,251
41
2,482
1,361
4,521
4,029
4,388
3,273
42
2,520
1,349
4,515
4,033
4,385
3,293
43
2,556
1,337
4,509
4,038
4,381
3,313
44
2,591
1,325
4,504
4,042
4,378
3,332
45
2,625
1,313
4,498
4,046
4,375
3,350
46
2,658
1,302
4,493
4,050
4,372
3,367
47
2,689
1,293
4,487
4,054
4,369
3,384
48
2,719
1,288
4,482
4,057
4,366
3,400
49
2,749
1,288
4,477
4,061
4,363
3,416
50
2,777
1,295
4,472
4,064
4,360
3,431
51
2,804
1,307
4,467
4,067
4,357
3,445
52
2,830
1,326
4,463
4,070
4,354
3,459
53
2,855
1,348
4,458
4,073
4,352
3,473
54
2,879
1,374
4,454
4,075
4,349
3,486
55
2,903
1,403
4,449
4,078
4,347
3,499
56
2,925
1,433
4,445
4,080
4,345
3,511
57
2,947
1,465
4,441
4,083
4,342
3,523
58
2,969
1,498
4,437
4,085
4,340
3,534
59
2,989
1,531
4,433
4,087
4,338
3,545
60
3,009
1,565
4,430
4,089
4,336
3,556
61
3,028
1,599
4,426
4,091
4,334
3,566
62
3,047
1,633
4,423
4,093
4,332
3,576
63
3,065
1,667
4,419
4,095
4,330
3,586
64
3,082
1,701
4,416
4,097
4,328
3,595
65
3,100
1,734
4,413
4,098
4,326
3,605
66
3,116
1,767
4,409
4,100
4,324
3,613
67
3,132
1,800
4,406
4,101
4,322
3,622
68
3,148
1,831
4,403
4,103
4,321
3,631
69
3,163
1,863
4,401
4,105
4,319
3,639
70
3,177
1,894
4,398
4,106
4,317
3,647
71
3,192
1,924
4,395
4,107
4,316
3,654
72
3,206
1,953
4,392
4,109
4,314
3,662
73
3,219
1,982
4,390
4,110
4,313
3,669
74
3,232
2,011
4,387
4,111
4,311
3,676
75
3,245
2,039
4,385
4,113
4,310
3,683
76
3,258
2,066
4,382
4,114
4,308
3,690
77
3,270
2,093
4,380
4,115
4,307
3,697
78
3,282
2,119
4,378
4,116
4,306
3,703
79
3,293
2,144
4,375
4,117
4,304
3,709
80
3,305
2,169
4,373
4,118
4,303
3,715
81
3,316
2,193
4,371
4,119
4,302
3,721
82
3,326
2,217
4,369
4,120
4,301
3,727
83
3,337
2,241
4,367
4,121
4,300
3,733
84
3,347
2,263
4,365
4,122
4,298
3,738
85
3,357
2,286
4,363
4,123
4,297
3,744
86
3,367
2,308
4,361
4,124
4,296
3,749
87
3,376
2,329
4,359
4,125
4,295
3,754
88
3,386
2,350
4,358
4,126
4,294
3,759
89
3,395
2,370
4,356
4,127
4,293
3,764
90
3,404
2,390
4,354
4,128
4,292
3,769
91
3,412
2,410
4,352
4,128
4,291
3,774
92
3,421
2,429
4,351
4,129
4,290
3,778
93
3,429
2,448
4,349
4,130
4,289
3,783
94
3,437
2,466
4,348
4,131
4,288
3,787
95
3,445
2,484
4,346
4,131
4,287
3,792
96
3,453
2,502
4,345
4,132
4,286
3,796
97
3,461
2,519
4,343
4,133
4,285
3,800
98
3,468
2,536
4,342
4,134
4,284
3,804
99
3,476
2,553
4,340
4,134
4,284
3,808
100
3,483
2,569
4,339
4,135
4,283
3,812
101
3,490
2,585
4,337
4,136
4,282
3,816
102
3,497
2,601
4,336
4,136
4,281
3,820
103
3,504
2,616
4,335
4,137
4,280
3,823
104
3,510
2,631
4,333
4,137
4,280
3,827
105
3,517
2,646
4,332
4,138
4,279
3,830
106
3,523
2,661
4,331
4,139
4,278
3,834
107
3,530
2,675
4,330
4,139
4,277
3,837
108
3,536
2,689
4,328
4,140
4,277
3,841
109
3,542
2,703
4,327
4,140
4,276
3,844
110
3,548
2,716
4,326
4,141
4,275
3,847
111
3,554
2,730
4,325
4,141
4,275
3,850
112
3,560
2,743
4,324
4,142
4,274
3,853
113
3,565
2,755
4,323
4,143
4,273
3,857
114
3,571
2,768
4,322
4,143
4,273
3,860
115
3,576
2,780
4,321
4,144
4,272
3,862
116
3,582
2,793
4,320
4,144
4,271
3,865
117
3,587
2,805
4,319
4,144
4,271
3,868
118
3,592
2,816
4,318
4,145
4,270
3,871
119
3,597
2,828
4,317
4,145
4,270
3,874
120
3,602
2,839
4,316
4,146
4,269
3,877
121
3,607
2,850
4,315
4,146
4,268
3,879
122
3,612
2,861
4,314
4,147
4,268
3,882
123
3,617
2,872
4,313
4,147
4,267
3,884
124
3,621
2,883
4,312
4,148
4,267
3,887
125
3,626
2,893
4,311
4,148
4,266
3,889
126
3,630
2,904
4,310
4,148
4,266
3,892
127
3,635
2,914
4,309
4,149
4,265
3,894
128
3,639
2,924
4,308
4,149
4,265
3,897
129
3,644
2,934
4,308
4,150
4,264
3,899
130
3,648
2,943
4,307
4,150
4,264
3,901
131
3,652
2,953
4,306
4,150
4,263
3,904
132
3,656
2,962
4,305
4,151
4,263
3,906
133
3,660
2,971
4,304
4,151
4,262
3,908
134
3,664
2,980
4,304
4,152
4,262
3,910
135
3,668
2,989
4,303
4,152
4,261
3,912
136
3,672
2,998
4,302
4,152
4,261
3,915
137
3,676
3,007
4,301
4,153
4,260
3,917
138
3,680
3,016
4,301
4,153
4,260
3,919
139
3,684
3,024
4,300
4,153
4,260
3,921
140
3,687
3,032
4,299
4,154
4,259
3,923
141
3,691
3,041
4,298
4,154
4,259
3,925
142
3,695
3,049
4,298
4,154
4,258
3,927
143
3,698
3,057
4,297
4,155
4,258
3,928
144
3,702
3,065
4,296
4,155
4,258
3,930
145
3,705
3,073
4,296
4,155
4,257
3,932
146
3,708
3,080
4,295
4,156
4,257
3,934
147
3,712
3,088
4,294
4,156
4,256
3,936
148
3,715
3,095
4,294
4,156
4,256
3,938
149
3,718
3,103
4,293
4,156
4,256
3,939
150
3,721
3,110
4,292
4,157
4,255
3,941
Term to maturity (in years)
Swiss franc (%)
Australian dollar (%)
Baht (%)
Canadian dollar (%)
Chilean peso (%)
Colombian peso (%)
1
– 0,735
1,724
1,350
1,067
2,223
4,303
2
– 0,643
1,881
1,461
1,220
2,510
4,722
3
– 0,546
2,041
1,599
1,349
2,769
5,055
4
– 0,439
2,179
1,759
1,459
3,033
5,289
5
– 0,327
2,303
1,900
1,554
3,269
5,442
6
– 0,221
2,416
2,014
1,625
3,497
5,582
7
– 0,116
2,511
2,111
1,695
3,687
5,683
8
– 0,018
2,594
2,197
1,765
3,823
5,859
9
0,072
2,670
2,272
1,842
3,918
6,002
10
0,152
2,742
2,337
1,908
3,989
6,130
11
0,203
2,808
2,393
1,982
4,043
6,221
12
0,270
2,867
2,442
2,058
4,087
6,274
13
0,311
2,920
2,485
2,128
4,122
6,301
14
0,370
2,967
2,525
2,189
4,150
6,308
15
0,394
3,006
2,566
2,243
4,173
6,300
16
0,420
3,038
2,608
2,288
4,192
6,281
17
0,453
3,065
2,651
2,324
4,207
6,254
18
0,487
3,089
2,693
2,349
4,220
6,220
19
0,516
3,110
2,736
2,362
4,231
6,183
20
0,537
3,130
2,778
2,362
4,239
6,142
21
0,550
3,150
2,818
2,349
4,247
6,100
22
0,558
3,167
2,858
2,329
4,253
6,056
23
0,566
3,182
2,896
2,305
4,257
6,012
24
0,579
3,193
2,933
2,282
4,261
5,968
25
0,600
3,200
2,969
2,260
4,265
5,924
26
0,629
3,204
3,003
2,242
4,267
5,881
27
0,665
3,204
3,036
2,230
4,269
5,838
28
0,706
3,205
3,068
2,223
4,271
5,797
29
0,750
3,206
3,098
2,222
4,272
5,756
30
0,797
3,209
3,127
2,228
4,273
5,717
31
0,844
3,215
3,155
2,241
4,274
5,679
32
0,893
3,223
3,182
2,259
4,274
5,642
33
0,941
3,233
3,208
2,282
4,274
5,606
34
0,989
3,245
3,233
2,307
4,274
5,571
35
1,037
3,257
3,256
2,335
4,274
5,538
36
1,083
3,271
3,279
2,364
4,274
5,506
37
1,129
3,285
3,301
2,395
4,273
5,475
38
1,174
3,299
3,322
2,426
4,273
5,445
39
1,217
3,314
3,342
2,457
4,272
5,417
40
1,260
3,329
3,361
2,489
4,272
5,389
41
1,301
3,344
3,380
2,520
4,271
5,363
42
1,341
3,359
3,398
2,551
4,270
5,337
43
1,379
3,373
3,415
2,582
4,270
5,312
44
1,417
3,388
3,432
2,612
4,269
5,289
45
1,453
3,402
3,448
2,641
4,268
5,266
46
1,488
3,416
3,463
2,670
4,267
5,244
47
1,521
3,430
3,478
2,698
4,266
5,223
48
1,554
3,443
3,492
2,726
4,266
5,202
49
1,586
3,456
3,506
2,753
4,265
5,182
50
1,616
3,469
3,519
2,779
4,264
5,163
51
1,646
3,482
3,532
2,804
4,263
5,145
52
1,674
3,494
3,544
2,829
4,262
5,127
53
1,702
3,506
3,556
2,853
4,261
5,110
54
1,729
3,518
3,567
2,876
4,261
5,094
55
1,755
3,529
3,579
2,899
4,260
5,078
56
1,780
3,540
3,589
2,921
4,259
5,062
57
1,804
3,551
3,600
2,942
4,258
5,048
58
1,827
3,561
3,610
2,963
4,257
5,033
59
1,850
3,572
3,620
2,983
4,257
5,019
60
1,872
3,582
3,629
3,002
4,256
5,006
61
1,893
3,591
3,638
3,021
4,255
4,993
62
1,914
3,601
3,647
3,040
4,254
4,980
63
1,934
3,610
3,656
3,058
4,254
4,968
64
1,954
3,619
3,664
3,075
4,253
4,956
65
1,972
3,627
3,672
3,092
4,252
4,944
66
1,991
3,636
3,680
3,108
4,252
4,933
67
2,009
3,644
3,688
3,124
4,251
4,922
68
2,026
3,652
3,695
3,140
4,250
4,911
69
2,043
3,659
3,703
3,155
4,250
4,901
70
2,059
3,667
3,710
3,170
4,249
4,891
71
2,075
3,674
3,716
3,184
4,248
4,881
72
2,090
3,681
3,723
3,198
4,248
4,872
73
2,106
3,688
3,730
3,211
4,247
4,863
74
2,120
3,695
3,736
3,225
4,247
4,854
75
2,135
3,702
3,742
3,238
4,246
4,845
76
2,148
3,708
3,748
3,250
4,245
4,836
77
2,162
3,715
3,754
3,262
4,245
4,828
78
2,175
3,721
3,759
3,274
4,244
4,820
79
2,188
3,727
3,765
3,286
4,244
4,812
80
2,201
3,733
3,770
3,297
4,243
4,805
81
2,213
3,738
3,776
3,308
4,243
4,797
82
2,225
3,744
3,781
3,319
4,242
4,790
83
2,237
3,749
3,786
3,330
4,242
4,783
84
2,248
3,755
3,791
3,340
4,241
4,776
85
2,259
3,760
3,796
3,350
4,241
4,769
86
2,270
3,765
3,800
3,360
4,240
4,762
87
2,281
3,770
3,805
3,369
4,240
4,756
88
2,291
3,775
3,809
3,379
4,239
4,750
89
2,301
3,780
3,814
3,388
4,239
4,743
90
2,311
3,784
3,818
3,397
4,239
4,737
91
2,321
3,789
3,822
3,406
4,238
4,731
92
2,330
3,793
3,826
3,414
4,238
4,726
93
2,340
3,798
3,830
3,423
4,237
4,720
94
2,349
3,802
3,834
3,431
4,237
4,714
95
2,358
3,806
3,838
3,439
4,237
4,709
96
2,366
3,810
3,842
3,447
4,236
4,704
97
2,375
3,814
3,845
3,455
4,236
4,698
98
2,383
3,818
3,849
3,462
4,236
4,693
99
2,392
3,822
3,853
3,470
4,235
4,688
100
2,400
3,826
3,856
3,477
4,235
4,684
101
2,408
3,829
3,859
3,484
4,235
4,679
102
2,415
3,833
3,863
3,491
4,234
4,674
103
2,423
3,837
3,866
3,498
4,234
4,669
104
2,430
3,840
3,869
3,505
4,234
4,665
105
2,438
3,843
3,872
3,511
4,233
4,660
106
2,445
3,847
3,876
3,518
4,233
4,656
107
2,452
3,850
3,879
3,524
4,233
4,652
108
2,459
3,853
3,882
3,530
4,232
4,648
109
2,465
3,857
3,884
3,536
4,232
4,643
110
2,472
3,860
3,887
3,542
4,232
4,639
111
2,479
3,863
3,890
3,548
4,231
4,635
112
2,485
3,866
3,893
3,554
4,231
4,632
113
2,491
3,869
3,896
3,560
4,231
4,628
114
2,498
3,872
3,898
3,565
4,231
4,624
115
2,504
3,874
3,901
3,571
4,230
4,620
116
2,510
3,877
3,903
3,576
4,230
4,617
117
2,516
3,880
3,906
3,582
4,230
4,613
118
2,521
3,883
3,908
3,587
4,230
4,610
119
2,527
3,885
3,911
3,592
4,229
4,606
120
2,533
3,888
3,913
3,597
4,229
4,603
121
2,538
3,891
3,916
3,602
4,229
4,599
122
2,543
3,893
3,918
3,607
4,229
4,596
123
2,549
3,896
3,920
3,612
4,228
4,593
124
2,554
3,898
3,923
3,616
4,228
4,590
125
2,559
3,900
3,925
3,621
4,228
4,587
126
2,564
3,903
3,927
3,626
4,228
4,584
127
2,569
3,905
3,929
3,630
4,227
4,581
128
2,574
3,907
3,931
3,635
4,227
4,578
129
2,579
3,910
3,933
3,639
4,227
4,575
130
2,584
3,912
3,935
3,643
4,227
4,572
131
2,588
3,914
3,937
3,648
4,227
4,569
132
2,593
3,916
3,939
3,652
4,226
4,566
133
2,598
3,918
3,941
3,656
4,226
4,563
134
2,602
3,920
3,943
3,660
4,226
4,561
135
2,607
3,923
3,945
3,664
4,226
4,558
136
2,611
3,925
3,947
3,668
4,226
4,555
137
2,615
3,927
3,949
3,672
4,225
4,553
138
2,619
3,929
3,951
3,675
4,225
4,550
139
2,624
3,931
3,952
3,679
4,225
4,548
140
2,628
3,932
3,954
3,683
4,225
4,545
141
2,632
3,934
3,956
3,687
4,225
4,543
142
2,636
3,936
3,958
3,690
4,225
4,540
143
2,640
3,938
3,959
3,694
4,224
4,538
144
2,644
3,940
3,961
3,697
4,224
4,536
145
2,647
3,942
3,963
3,701
4,224
4,533
146
2,651
3,943
3,964
3,704
4,224
4,531
147
2,655
3,945
3,966
3,708
4,224
4,529
148
2,659
3,947
3,967
3,711
4,224
4,526
149
2,662
3,949
3,969
3,714
4,223
4,524
150
2,666
3,950
3,971
3,717
4,223
4,522
Term to maturity (in years)
Hong Kong dollar (%)
Indian rupee (%)
Mexican peso (%)
New Taiwan dollar (%)
New Zealand dollar (%)
Rand (%)
1
0,944
6,002
7,054
0,402
1,886
7,022
2
1,167
6,058
6,695
0,497
2,124
6,964
3
1,361
6,130
6,565
0,580
2,344
7,051
4
1,484
6,214
6,572
0,656
2,529
7,199
5
1,595
6,295
6,645
0,731
2,690
7,362
6
1,687
6,376
6,766
0,816
2,829
7,529
7
1,766
6,434
6,887
0,877
2,949
7,688
8
1,838
6,492
6,979
0,947
3,049
7,839
9
1,902
6,538
7,057
1,014
3,138
7,979
10
1,959
6,569
7,136
1,078
3,211
8,100
11
2,007
6,583
7,223
1,154
3,280
8,204
12
2,045
6,584
7,315
1,239
3,342
8,287
13
2,075
6,575
7,407
1,329
3,394
8,346
14
2,102
6,560
7,496
1,421
3,442
8,380
15
2,133
6,540
7,580
1,512
3,493
8,392
16
2,171
6,516
7,657
1,601
3,549
8,383
17
2,214
6,490
7,725
1,688
3,607
8,356
18
2,261
6,462
7,780
1,772
3,665
8,317
19
2,309
6,434
7,821
1,853
3,719
8,268
20
2,358
6,405
7,844
1,930
3,768
8,212
21
2,407
6,375
7,850
2,004
3,811
8,151
22
2,456
6,346
7,841
2,074
3,848
8,087
23
2,504
6,318
7,820
2,142
3,880
8,021
24
2,550
6,289
7,790
2,206
3,908
7,953
25
2,595
6,262
7,753
2,267
3,932
7,886
26
2,639
6,235
7,711
2,325
3,954
7,819
27
2,682
6,208
7,665
2,381
3,973
7,752
28
2,723
6,183
7,616
2,434
3,989
7,687
29
2,762
6,158
7,566
2,484
4,004
7,623
30
2,800
6,134
7,515
2,532
4,017
7,561
31
2,837
6,111
7,464
2,578
4,029
7,501
32
2,872
6,089
7,413
2,622
4,040
7,442
33
2,906
6,067
7,363
2,664
4,049
7,386
34
2,938
6,046
7,313
2,703
4,057
7,331
35
2,969
6,026
7,264
2,742
4,065
7,278
36
2,999
6,007
7,217
2,778
4,072
7,228
37
3,028
5,988
7,170
2,813
4,078
7,179
38
3,055
5,970
7,125
2,846
4,084
7,132
39
3,082
5,953
7,082
2,878
4,089
7,086
40
3,107
5,936
7,040
2,909
4,094
7,043
41
3,132
5,920
6,999
2,938
4,098
7,001
42
3,155
5,904
6,959
2,966
4,102
6,961
43
3,178
5,889
6,921
2,993
4,105
6,922
44
3,199
5,875
6,884
3,019
4,109
6,885
45
3,220
5,861
6,849
3,044
4,112
6,849
46
3,240
5,848
6,815
3,068
4,115
6,814
47
3,260
5,835
6,782
3,091
4,117
6,781
48
3,278
5,822
6,750
3,113
4,120
6,749
49
3,296
5,810
6,719
3,135
4,122
6,718
50
3,314
5,799
6,690
3,155
4,124
6,688
51
3,330
5,788
6,661
3,175
4,126
6,660
52
3,347
5,777
6,633
3,194
4,128
6,632
53
3,362
5,766
6,607
3,213
4,130
6,605
54
3,377
5,756
6,581
3,230
4,131
6,580
55
3,392
5,746
6,556
3,248
4,133
6,555
56
3,406
5,737
6,532
3,264
4,134
6,531
57
3,419
5,728
6,509
3,280
4,136
6,508
58
3,433
5,719
6,487
3,296
4,137
6,485
59
3,445
5,710
6,465
3,311
4,138
6,463
60
3,458
5,702
6,444
3,326
4,140
6,443
61
3,470
5,694
6,424
3,340
4,141
6,422
62
3,481
5,686
6,404
3,353
4,142
6,402
63
3,493
5,678
6,385
3,367
4,143
6,383
64
3,503
5,671
6,366
3,379
4,144
6,365
65
3,514
5,664
6,348
3,392
4,145
6,347
66
3,524
5,657
6,331
3,404
4,146
6,330
67
3,534
5,650
6,314
3,416
4,147
6,313
68
3,544
5,643
6,298
3,427
4,148
6,296
69
3,553
5,637
6,282
3,438
4,148
6,280
70
3,563
5,631
6,266
3,449
4,149
6,265
71
3,571
5,625
6,251
3,460
4,150
6,250
72
3,580
5,619
6,236
3,470
4,151
6,235
73
3,589
5,613
6,222
3,480
4,151
6,221
74
3,597
5,608
6,208
3,489
4,152
6,207
75
3,605
5,602
6,195
3,499
4,153
6,194
76
3,613
5,597
6,182
3,508
4,154
6,181
77
3,620
5,592
6,169
3,517
4,154
6,168
78
3,628
5,587
6,156
3,526
4,155
6,155
79
3,635
5,582
6,144
3,534
4,155
6,143
80
3,642
5,577
6,132
3,542
4,156
6,131
81
3,649
5,573
6,121
3,550
4,156
6,120
82
3,655
5,568
6,110
3,558
4,157
6,109
83
3,662
5,564
6,099
3,566
4,158
6,098
84
3,668
5,559
6,088
3,574
4,158
6,087
85
3,674
5,555
6,077
3,581
4,159
6,076
86
3,681
5,551
6,067
3,588
4,159
6,066
87
3,687
5,547
6,057
3,595
4,160
6,056
88
3,692
5,543
6,047
3,602
4,160
6,046
89
3,698
5,539
6,038
3,609
4,160
6,037
90
3,704
5,535
6,028
3,615
4,161
6,028
91
3,709
5,532
6,019
3,622
4,161
6,018
92
3,714
5,528
6,010
3,628
4,162
6,010
93
3,720
5,525
6,002
3,634
4,162
6,001
94
3,725
5,521
5,993
3,640
4,163
5,992
95
3,730
5,518
5,985
3,646
4,163
5,984
96
3,735
5,514
5,976
3,652
4,163
5,976
97
3,739
5,511
5,968
3,657
4,164
5,968
98
3,744
5,508
5,961
3,663
4,164
5,960
99
3,749
5,505
5,953
3,668
4,165
5,952
100
3,753
5,502
5,945
3,673
4,165
5,945
101
3,757
5,499
5,938
3,679
4,165
5,937
102
3,762
5,496
5,931
3,684
4,166
5,930
103
3,766
5,493
5,924
3,689
4,166
5,923
104
3,770
5,490
5,917
3,694
4,166
5,916
105
3,774
5,487
5,910
3,698
4,167
5,909
106
3,778
5,485
5,903
3,703
4,167
5,902
107
3,782
5,482
5,896
3,708
4,167
5,896
108
3,786
5,479
5,890
3,712
4,167
5,889
109
3,790
5,477
5,884
3,717
4,168
5,883
110
3,794
5,474
5,877
3,721
4,168
5,877
111
3,797
5,472
5,871
3,726
4,168
5,871
112
3,801
5,469
5,865
3,730
4,169
5,865
113
3,804
5,467
5,859
3,734
4,169
5,859
114
3,808
5,465
5,853
3,738
4,169
5,853
115
3,811
5,462
5,848
3,742
4,169
5,847
116
3,815
5,460
5,842
3,746
4,170
5,842
117
3,818
5,458
5,837
3,750
4,170
5,836
118
3,821
5,456
5,831
3,754
4,170
5,831
119
3,824
5,454
5,826
3,757
4,170
5,825
120
3,827
5,451
5,821
3,761
4,171
5,820
121
3,830
5,449
5,816
3,765
4,171
5,815
122
3,834
5,447
5,811
3,768
4,171
5,810
123
3,836
5,445
5,806
3,772
4,171
5,805
124
3,839
5,443
5,801
3,775
4,172
5,800
125
3,842
5,441
5,796
3,779
4,172
5,795
126
3,845
5,439
5,791
3,782
4,172
5,790
127
3,848
5,438
5,786
3,785
4,172
5,786
128
3,851
5,436
5,782
3,788
4,173
5,781
129
3,853
5,434
5,777
3,792
4,173
5,777
130
3,856
5,432
5,773
3,795
4,173
5,772
131
3,859
5,430
5,768
3,798
4,173
5,768
132
3,861
5,429
5,764
3,801
4,173
5,764
133
3,864
5,427
5,760
3,804
4,174
5,759
134
3,866
5,425
5,756
3,807
4,174
5,755
135
3,869
5,423
5,752
3,810
4,174
5,751
136
3,871
5,422
5,748
3,813
4,174
5,747
137
3,874
5,420
5,743
3,815
4,174
5,743
138
3,876
5,419
5,740
3,818
4,175
5,739
139
3,878
5,417
5,736
3,821
4,175
5,735
140
3,881
5,415
5,732
3,824
4,175
5,731
141
3,883
5,414
5,728
3,826
4,175
5,728
142
3,885
5,412
5,724
3,829
4,175
5,724
143
3,887
5,411
5,721
3,832
4,175
5,720
144
3,889
5,410
5,717
3,834
4,176
5,716
145
3,892
5,408
5,713
3,837
4,176
5,713
146
3,894
5,407
5,710
3,839
4,176
5,709
147
3,896
5,405
5,706
3,842
4,176
5,706
148
3,898
5,404
5,703
3,844
4,176
5,702
149
3,900
5,402
5,700
3,846
4,176
5,699
150
3,902
5,401
5,696
3,849
4,177
5,696
Term to maturity (in years)
Real (%)
Renminbi-yuan (%)
Ringgit (%)
Russian rouble (%)
Singapore dollar (%)
South Korean won (%)
1
7,977
3,223
3,316
8,615
0,905
1,362
2
8,464
3,283
3,389
8,162
1,141
1,464
3
9,003
3,381
3,465
7,941
1,339
1,533
4
9,289
3,475
3,505
7,803
1,509
1,594
5
9,460
3,545
3,559
7,694
1,653
1,639
6
9,583
3,702
3,617
7,630
1,787
1,670
7
9,679
3,852
3,676
7,587
1,909
1,699
8
9,730
3,926
3,737
7,541
2,015
1,731
9
9,750
3,951
3,795
7,487
2,103
1,761
10
9,766
3,958
3,849
7,424
2,171
1,786
11
9,751
3,962
3,898
7,352
2,219
1,804
12
9,707
3,967
3,945
7,274
2,260
1,815
13
9,641
3,971
3,994
7,192
2,298
1,820
14
9,560
3,976
4,045
7,109
2,332
1,818
15
9,469
3,981
4,097
7,025
2,358
1,813
16
9,370
3,985
4,148
6,942
2,375
1,805
17
9,267
3,990
4,196
6,859
2,387
1,799
18
9,161
3,995
4,241
6,779
2,399
1,798
19
9,054
3,999
4,280
6,701
2,414
1,806
20
8,947
4,003
4,314
6,625
2,433
1,824
21
8,842
4,008
4,341
6,551
2,458
1,852
22
8,738
4,012
4,363
6,480
2,487
1,889
23
8,636
4,016
4,380
6,412
2,520
1,931
24
8,538
4,020
4,394
6,346
2,555
1,976
25
8,442
4,024
4,404
6,283
2,591
2,024
26
8,349
4,027
4,412
6,223
2,627
2,073
27
8,260
4,031
4,418
6,165
2,664
2,123
28
8,173
4,035
4,422
6,109
2,700
2,173
29
8,090
4,038
4,425
6,056
2,736
2,222
30
8,011
4,041
4,426
6,004
2,771
2,270
31
7,934
4,044
4,427
5,956
2,806
2,317
32
7,861
4,048
4,427
5,909
2,839
2,363
33
7,790
4,051
4,426
5,864
2,872
2,408
34
7,722
4,054
4,424
5,821
2,904
2,451
35
7,658
4,056
4,423
5,780
2,934
2,493
36
7,596
4,059
4,420
5,740
2,964
2,533
37
7,536
4,062
4,418
5,703
2,992
2,573
38
7,479
4,064
4,415
5,666
3,020
2,610
39
7,424
4,067
4,412
5,632
3,047
2,647
40
7,372
4,069
4,409
5,598
3,072
2,682
41
7,322
4,072
4,406
5,566
3,097
2,715
42
7,274
4,074
4,403
5,536
3,121
2,748
43
7,227
4,076
4,400
5,506
3,144
2,779
44
7,183
4,079
4,397
5,478
3,166
2,809
45
7,140
4,081
4,394
5,451
3,188
2,838
46
7,099
4,083
4,391
5,425
3,208
2,866
47
7,060
4,085
4,388
5,400
3,228
2,893
48
7,022
4,087
4,385
5,375
3,247
2,919
49
6,985
4,089
4,381
5,352
3,266
2,944
50
6,950
4,090
4,378
5,330
3,284
2,969
51
6,916
4,092
4,376
5,308
3,301
2,992
52
6,883
4,094
4,373
5,287
3,318
3,015
53
6,852
4,096
4,370
5,267
3,334
3,036
54
6,822
4,097
4,367
5,247
3,349
3,057
55
6,792
4,099
4,364
5,229
3,365
3,078
56
6,764
4,100
4,362
5,210
3,379
3,097
57
6,737
4,102
4,359
5,193
3,393
3,116
58
6,710
4,103
4,357
5,176
3,407
3,134
59
6,685
4,105
4,354
5,160
3,420
3,152
60
6,660
4,106
4,352
5,144
3,433
3,169
61
6,636
4,108
4,350
5,128
3,445
3,186
62
6,613
4,109
4,347
5,113
3,457
3,202
63
6,590
4,110
4,345
5,099
3,469
3,218
64
6,569
4,112
4,343
5,085
3,480
3,233
65
6,547
4,113
4,341
5,071
3,491
3,248
66
6,527
4,114
4,339
5,058
3,502
3,262
67
6,507
4,115
4,337
5,045
3,512
3,276
68
6,488
4,116
4,335
5,033
3,522
3,289
69
6,469
4,117
4,333
5,021
3,532
3,302
70
6,451
4,119
4,331
5,009
3,541
3,315
71
6,433
4,120
4,329
4,998
3,550
3,328
72
6,416
4,121
4,327
4,987
3,559
3,340
73
6,399
4,122
4,326
4,976
3,568
3,351
74
6,383
4,123
4,324
4,965
3,576
3,363
75
6,367
4,124
4,322
4,955
3,585
3,374
76
6,352
4,125
4,321
4,945
3,593
3,385
77
6,337
4,126
4,319
4,936
3,601
3,395
78
6,322
4,126
4,318
4,926
3,608
3,405
79
6,308
4,127
4,316
4,917
3,616
3,415
80
6,294
4,128
4,315
4,908
3,623
3,425
81
6,280
4,129
4,314
4,899
3,630
3,435
82
6,267
4,130
4,312
4,891
3,637
3,444
83
6,254
4,131
4,311
4,882
3,644
3,453
84
6,242
4,131
4,309
4,874
3,650
3,462
85
6,229
4,132
4,308
4,866
3,657
3,471
86
6,217
4,133
4,307
4,859
3,663
3,479
87
6,206
4,134
4,306
4,851
3,669
3,487
88
6,194
4,134
4,305
4,844
3,675
3,495
89
6,183
4,135
4,303
4,836
3,681
3,503
90
6,172
4,136
4,302
4,829
3,687
3,511
91
6,161
4,137
4,301
4,822
3,693
3,518
92
6,151
4,137
4,300
4,815
3,698
3,526
93
6,140
4,138
4,299
4,809
3,703
3,533
94
6,130
4,139
4,298
4,802
3,709
3,540
95
6,121
4,139
4,297
4,796
3,714
3,547
96
6,111
4,140
4,296
4,790
3,719
3,554
97
6,101
4,140
4,295
4,784
3,724
3,560
98
6,092
4,141
4,294
4,778
3,729
3,567
99
6,083
4,142
4,293
4,772
3,733
3,573
100
6,074
4,142
4,292
4,766
3,738
3,580
101
6,066
4,143
4,291
4,760
3,743
3,586
102
6,057
4,143
4,290
4,755
3,747
3,592
103
6,049
4,144
4,289
4,750
3,751
3,598
104
6,041
4,144
4,288
4,744
3,756
3,603
105
6,033
4,145
4,288
4,739
3,760
3,609
106
6,025
4,145
4,287
4,734
3,764
3,615
107
6,017
4,146
4,286
4,729
3,768
3,620
108
6,009
4,146
4,285
4,724
3,772
3,625
109
6,002
4,147
4,284
4,719
3,776
3,631
110
5,995
4,147
4,284
4,715
3,780
3,636
111
5,987
4,148
4,283
4,710
3,784
3,641
112
5,980
4,148
4,282
4,705
3,787
3,646
113
5,973
4,149
4,281
4,701
3,791
3,651
114
5,967
4,149
4,281
4,696
3,795
3,656
115
5,960
4,150
4,280
4,692
3,798
3,660
116
5,953
4,150
4,279
4,688
3,802
3,665
117
5,947
4,150
4,279
4,684
3,805
3,670
118
5,940
4,151
4,278
4,680
3,808
3,674
119
5,934
4,151
4,277
4,676
3,812
3,678
120
5,928
4,152
4,277
4,672
3,815
3,683
121
5,922
4,152
4,276
4,668
3,818
3,687
122
5,916
4,152
4,275
4,664
3,821
3,691
123
5,910
4,153
4,275
4,660
3,824
3,695
124
5,905
4,153
4,274
4,656
3,827
3,699
125
5,899
4,154
4,274
4,653
3,830
3,703
126
5,893
4,154
4,273
4,649
3,833
3,707
127
5,888
4,154
4,272
4,645
3,836
3,711
128
5,882
4,155
4,272
4,642
3,839
3,715
129
5,877
4,155
4,271
4,639
3,842
3,719
130
5,872
4,155
4,271
4,635
3,844
3,722
131
5,867
4,156
4,270
4,632
3,847
3,726
132
5,862
4,156
4,270
4,629
3,850
3,730
133
5,857
4,156
4,269
4,625
3,852
3,733
134
5,852
4,157
4,269
4,622
3,855
3,737
135
5,847
4,157
4,268
4,619
3,858
3,740
136
5,842
4,157
4,268
4,616
3,860
3,743
137
5,837
4,158
4,267
4,613
3,863
3,747
138
5,833
4,158
4,267
4,610
3,865
3,750
139
5,828
4,158
4,266
4,607
3,867
3,753
140
5,824
4,159
4,266
4,604
3,870
3,756
141
5,819
4,159
4,265
4,601
3,872
3,760
142
5,815
4,159
4,265
4,598
3,874
3,763
143
5,811
4,159
4,264
4,596
3,877
3,766
144
5,806
4,160
4,264
4,593
3,879
3,769
145
5,802
4,160
4,263
4,590
3,881
3,772
146
5,798
4,160
4,263
4,587
3,883
3,775
147
5,794
4,161
4,263
4,585
3,886
3,778
148
5,790
4,161
4,262
4,582
3,888
3,780
149
5,786
4,161
4,262
4,580
3,890
3,783
150
5,782
4,161
4,261
4,577
3,892
3,786
Term to maturity (in years)
Turkish lira (%)
US dollar (%)
Yen (%)
1
12,008
1,312
– 0,069
2
11,608
1,475
– 0,055
3
11,526
1,611
– 0,038
4
11,384
1,725
– 0,018
5
11,324
1,825
0,006
6
11,206
1,911
0,034
7
11,056
1,987
0,064
8
10,918
2,042
0,095
9
10,788
2,115
0,128
10
10,655
2,168
0,162
11
10,515
2,211
0,200
12
10,368
2,251
0,241
13
10,219
2,284
0,284
14
10,069
2,312
0,329
15
9,920
2,335
0,372
16
9,774
2,356
0,414
17
9,630
2,374
0,454
18
9,490
2,390
0,491
19
9,354
2,404
0,527
20
9,222
2,415
0,560
21
9,095
2,424
0,590
22
8,973
2,431
0,617
23
8,855
2,437
0,640
24
8,742
2,441
0,660
25
8,634
2,443
0,675
26
8,531
2,445
0,686
27
8,431
2,445
0,696
28
8,337
2,445
0,707
29
8,246
2,444
0,722
30
8,159
2,443
0,742
31
8,077
2,441
0,769
32
7,997
2,439
0,800
33
7,922
2,437
0,835
34
7,850
2,434
0,872
35
7,780
2,430
0,911
36
7,714
2,426
0,952
37
7,651
2,421
0,993
38
7,591
2,415
1,034
39
7,533
2,408
1,074
40
7,478
2,400
1,115
41
7,424
2,391
1,155
42
7,374
2,381
1,194
43
7,325
2,372
1,233
44
7,278
2,364
1,271
45
7,233
2,357
1,308
46
7,190
2,353
1,344
47
7,148
2,351
1,379
48
7,108
2,353
1,413
49
7,070
2,357
1,446
50
7,033
2,364
1,478
51
6,998
2,374
1,509
52
6,963
2,387
1,539
53
6,930
2,402
1,569
54
6,898
2,419
1,597
55
6,868
2,437
1,625
56
6,838
2,456
1,651
57
6,809
2,476
1,677
58
6,782
2,497
1,703
59
6,755
2,517
1,727
60
6,729
2,538
1,751
61
6,704
2,560
1,774
62
6,680
2,581
1,796
63
6,656
2,602
1,818
64
6,633
2,622
1,839
65
6,611
2,643
1,860
66
6,590
2,664
1,879
67
6,569
2,684
1,899
68
6,549
2,704
1,918
69
6,529
2,723
1,936
70
6,510
2,742
1,954
71
6,492
2,761
1,971
72
6,474
2,780
1,988
73
6,456
2,798
2,004
74
6,439
2,816
2,020
75
6,422
2,833
2,036
76
6,406
2,850
2,051
77
6,390
2,867
2,066
78
6,375
2,883
2,080
79
6,360
2,899
2,094
80
6,346
2,915
2,108
81
6,331
2,930
2,121
82
6,318
2,946
2,134
83
6,304
2,960
2,147
84
6,291
2,975
2,160
85
6,278
2,989
2,172
86
6,265
3,003
2,184
87
6,253
3,016
2,195
88
6,241
3,029
2,207
89
6,229
3,042
2,218
90
6,218
3,055
2,228
91
6,207
3,067
2,239
92
6,196
3,079
2,250
93
6,185
3,091
2,260
94
6,174
3,103
2,270
95
6,164
3,114
2,279
96
6,154
3,126
2,289
97
6,144
3,137
2,298
98
6,134
3,147
2,307
99
6,125
3,158
2,316
100
6,116
3,168
2,325
101
6,106
3,178
2,334
102
6,098
3,188
2,342
103
6,089
3,198
2,351
104
6,080
3,208
2,359
105
6,072
3,217
2,367
106
6,064
3,226
2,374
107
6,055
3,235
2,382
108
6,047
3,244
2,390
109
6,040
3,253
2,397
110
6,032
3,261
2,404
111
6,025
3,270
2,412
112
6,017
3,278
2,419
113
6,010
3,286
2,425
114
6,003
3,294
2,432
115
5,996
3,302
2,439
116
5,989
3,310
2,445
117
5,982
3,317
2,452
118
5,975
3,325
2,458
119
5,969
3,332
2,464
120
5,962
3,339
2,470
121
5,956
3,346
2,476
122
5,950
3,353
2,482
123
5,944
3,360
2,488
124
5,938
3,367
2,494
125
5,932
3,374
2,500
126
5,926
3,380
2,505
127
5,920
3,387
2,511
128
5,915
3,393
2,516
129
5,909
3,399
2,521
130
5,904
3,405
2,526
131
5,898
3,411
2,532
132
5,893
3,417
2,537
133
5,888
3,423
2,542
134
5,883
3,429
2,546
135
5,877
3,435
2,551
136
5,872
3,440
2,556
137
5,868
3,446
2,561
138
5,863
3,451
2,565
139
5,858
3,457
2,570
140
5,853
3,462
2,574
141
5,849
3,467
2,579
142
5,844
3,472
2,583
143
5,839
3,477
2,587
144
5,835
3,482
2,592
145
5,831
3,487
2,596
146
5,826
3,492
2,600
147
5,822
3,497
2,604
148
5,818
3,502
2,608
149
5,814
3,506
2,612
150
5,810
3,511
2,616
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.
- 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
Czech Republic
Cyprus
Denmark
1
0
0
34
5
1
27
1
2
0
0
42
5
1
45
1
3
0
2
48
5
3
51
0
4
0
3
51
5
5
51
0
5
1
5
55
5
6
54
0
6
2
6
58
5
8
57
0
7
2
6
61
5
10
57
0
8
3
7
63
5
13
56
0
9
4
8
65
5
14
53
0
10
4
9
67
5
15
52
0
Duration (in years)
Estonia
Finland
France
Germany
Greece
Hungary
Ireland
1
0
0
0
0
427
4
18
2
0
0
0
0
260
4
25
3
2
0
0
0
229
4
28
4
3
0
0
0
198
4
29
5
5
0
0
0
180
4
30
6
6
0
0
0
177
4
31
7
6
0
0
0
173
4
32
8
7
1
2
0
178
2
33
9
8
1
3
0
180
1
33
10
9
1
3
0
182
4
34
Duration (in years)
Italy
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Portugal
1
6
6
6
0
18
0
27
2
14
12
12
0
25
0
45
3
18
16
16
0
28
0
51
4
20
18
18
0
29
0
51
5
22
20
20
0
30
0
54
6
23
21
21
0
31
0
56
7
25
23
23
0
32
0
57
8
26
24
24
2
33
0
56
9
28
25
25
3
33
0
53
10
29
25
26
3
34
1
52
Duration (in years)
Romania
Slovakia
Slovenia
Spain
Sweden
United Kingdom
Liechtenstein
1
10
13
21
6
0
0
0
2
18
18
24
12
0
0
0
3
21
20
29
16
0
0
0
4
22
22
33
18
0
0
0
5
24
23
37
20
0
0
0
6
25
24
40
21
0
0
0
7
27
26
42
23
0
0
0
8
29
27
43
24
0
0
0
9
30
27
44
25
0
0
0
10
27
27
43
26
0
0
0
Duration (in years)
Norway
Australia
Brazil
Canada
Chile
China
Colombia
1
0
0
12
0
17
0
11
2
0
0
12
0
19
0
19
3
0
0
12
0
18
1
30
4
0
0
12
0
17
2
39
5
0
0
12
0
16
2
41
6
0
0
12
0
15
3
44
7
0
0
12
0
14
4
46
8
0
0
12
0
15
8
44
9
0
0
12
0
16
5
41
10
0
0
12
0
13
5
44
Duration (in years)
Hong Kong
India
Japan
Malaysia
Mexico
New Zealand
Russia
1
0
9
0
0
10
0
0
2
0
9
0
0
10
0
0
3
0
9
0
0
10
0
0
4
0
9
0
0
10
0
0
5
0
9
0
0
10
0
2
6
0
9
0
0
10
0
6
7
0
9
0
0
10
0
8
8
0
9
0
0
10
0
13
9
0
9
1
0
10
0
19
10
0
9
1
0
10
0
19
Duration (in years)
Singapore
South Africa
South Korea
Thailand
Taiwan
United States
1
0
3
10
0
4
0
2
0
7
12
0
4
0
3
0
7
12
0
4
0
4
0
6
14
0
4
0
5
0
5
15
0
4
0
6
0
5
16
0
4
0
7
0
7
16
0
4
0
8
0
8
16
0
4
0
9
0
8
16
0
4
0
10
0
9
16
0
4
0
- Exposures to financial institutions
2.1. Euro
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
6
21
48
128
242
585
1 211
2
6
21
48
128
242
585
993
3
7
23
48
120
238
581
821
4
8
26
51
121
237
580
687
5
10
29
56
124
237
580
582
6
11
31
60
129
237
580
580
7
12
34
62
131
237
580
580
8
12
34
61
129
237
580
580
9
12
35
61
128
237
580
580
10
13
36
61
128
237
580
580
11
13
37
61
128
237
580
580
12
14
38
61
128
237
580
580
13
14
39
61
128
237
580
580
14
14
39
61
128
237
580
580
15
14
39
61
128
237
580
580
16
14
39
61
128
237
580
580
17
14
39
61
128
237
580
580
18
14
39
61
128
237
580
580
19
14
39
61
128
237
580
580
20
14
39
61
128
237
580
580
21
15
39
61
128
237
580
580
22
15
39
61
128
237
580
580
23
16
39
61
128
237
580
580
24
17
39
61
128
237
580
580
25
17
39
61
128
237
580
580
26
18
39
61
128
237
580
580
27
19
39
61
128
237
580
580
28
20
39
61
128
237
580
580
29
20
39
61
128
237
580
580
30
20
39
61
128
237
580
580
2.2. Czech koruna
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
10
25
52
132
246
590
1 223
2
12
28
54
134
248
592
1 005
3
14
30
55
126
245
588
831
4
15
33
58
128
244
587
695
5
16
35
63
131
243
587
589
6
17
37
66
135
243
586
586
7
18
39
67
136
242
586
586
8
17
39
66
134
242
585
585
9
17
40
66
133
241
585
585
10
17
40
65
132
241
584
584
11
17
41
65
131
240
584
584
12
17
41
64
131
240
583
583
13
17
41
64
130
239
583
583
14
17
41
63
130
239
582
582
15
16
41
63
129
238
582
582
16
15
40
62
129
238
581
581
17
15
40
62
128
237
581
581
18
15
40
62
128
237
581
581
19
15
40
62
128
237
581
581
20
15
40
62
129
238
581
581
21
16
40
63
129
238
582
582
22
16
41
63
129
238
582
582
23
17
41
63
129
238
582
582
24
17
41
63
130
239
582
582
25
17
41
63
130
239
582
582
26
18
41
63
130
239
582
582
27
19
41
63
130
239
582
582
28
20
41
63
130
239
582
582
29
20
41
63
130
239
582
582
30
21
41
63
130
239
582
582
2.3. Danish krone
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
6
21
47
127
242
585
1 211
2
6
21
47
127
242
585
992
3
7
23
48
119
238
581
821
4
8
26
51
121
237
580
687
5
10
29
56
124
237
580
582
6
11
31
60
128
237
580
580
7
12
33
62
131
237
580
580
8
12
34
61
129
237
580
580
9
12
35
61
128
237
580
580
10
13
36
61
128
237
580
580
11
13
37
61
128
237
580
580
12
14
38
61
128
237
580
580
13
14
39
61
128
237
580
580
14
14
39
61
128
237
580
580
15
14
39
61
128
237
580
580
16
14
39
61
128
237
580
580
17
14
39
61
128
237
580
580
18
14
39
61
128
237
580
580
19
14
39
61
128
237
580
580
20
14
39
61
128
237
580
580
21
15
39
61
128
237
580
580
22
15
39
61
128
237
580
580
23
16
39
61
128
237
580
580
24
17
39
61
128
237
580
580
25
17
39
61
128
237
580
580
26
18
39
61
128
237
580
580
27
19
39
61
128
237
580
580
28
20
39
61
128
237
580
580
29
20
39
61
128
237
580
580
30
20
39
61
128
237
580
580
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
86
102
128
208
322
666
1 219
2
81
97
123
203
317
661
1 003
3
85
102
127
198
316
660
830
4
84
101
127
197
312
656
697
5
82
101
129
197
309
653
653
6
81
101
130
199
307
651
651
7
80
101
130
199
304
648
648
8
78
101
128
195
303
647
647
9
77
100
126
193
302
645
645
10
74
97
122
189
298
641
641
11
71
95
119
186
295
638
638
12
70
95
118
184
293
637
637
13
70
94
117
183
292
636
636
14
69
94
116
183
292
635
635
15
69
94
116
182
291
635
635
16
68
93
115
181
290
634
634
17
68
92
115
181
290
633
633
18
67
91
114
180
289
633
633
19
66
91
113
179
288
632
632
20
65
90
112
179
288
631
631
21
65
89
112
178
287
630
630
22
64
88
111
177
286
629
629
23
63
87
110
176
285
629
629
24
62
86
109
175
284
627
627
25
61
85
108
174
283
626
626
26
60
84
106
173
282
625
625
27
58
83
105
172
281
624
624
28
57
82
104
171
280
623
623
29
56
81
103
170
279
622
622
30
55
80
102
169
277
621
621
2.5. Krona
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
10
25
51
131
246
589
1 207
2
12
27
53
133
247
591
990
3
14
30
55
126
245
588
821
4
15
33
58
129
244
588
687
5
17
36
64
131
244
588
588
6
18
38
67
136
244
588
588
7
19
41
69
138
244
587
587
8
19
41
68
136
243
587
587
9
18
41
67
134
243
586
586
10
18
42
67
133
242
586
586
11
18
42
66
133
242
585
585
12
18
43
66
132
241
585
585
13
18
43
66
132
241
584
584
14
18
43
65
132
241
584
584
15
18
43
65
131
240
584
584
16
17
42
64
131
240
583
583
17
17
42
64
131
239
583
583
18
17
42
64
130
239
583
583
19
17
42
64
130
239
583
583
20
18
42
65
131
240
583
583
21
18
42
65
131
240
584
584
22
18
43
65
131
240
584
584
23
18
43
65
132
241
584
584
24
18
43
65
132
241
584
584
25
18
43
65
132
241
584
584
26
18
43
65
132
241
584
584
27
19
43
65
132
241
584
584
28
20
43
65
132
241
584
584
29
20
43
65
132
241
584
584
30
21
43
65
131
240
584
584
2.6. Kuna
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
53
68
94
174
288
632
1 223
2
56
72
98
178
292
636
1 008
3
62
78
103
174
293
636
838
4
65
83
108
178
294
637
705
5
68
87
114
182
295
638
638
6
69
89
118
186
294
638
638
7
69
90
119
188
294
637
637
8
68
90
117
185
292
636
636
9
66
89
115
182
291
634
634
10
65
89
114
180
289
633
633
11
64
88
112
179
288
631
631
12
63
87
111
177
286
629
629
13
62
86
109
175
284
628
628
14
61
85
108
174
283
626
626
15
59
84
106
173
282
625
625
16
58
83
105
171
280
624
624
17
57
82
104
171
280
623
623
18
56
81
103
170
279
622
622
19
56
80
103
169
278
621
621
20
55
80
102
168
277
621
621
21
54
79
101
168
277
620
620
22
53
78
100
167
276
619
619
23
53
77
100
166
275
618
618
24
52
76
99
165
274
618
618
25
51
76
98
164
273
617
617
26
50
75
97
163
272
616
616
27
49
74
96
162
271
615
615
28
48
73
95
162
271
614
614
29
48
72
94
161
270
613
613
30
47
71
94
160
269
612
612
2.7. Lev
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
5
20
47
127
241
584
1 210
2
5
20
47
127
241
584
992
3
6
23
48
119
237
580
821
4
7
25
50
120
236
579
687
5
9
28
56
123
236
579
581
6
10
30
59
128
236
579
579
7
11
33
61
130
236
579
579
8
11
33
60
128
236
579
579
9
11
34
60
127
236
579
579
10
12
35
60
127
236
579
579
11
13
36
60
127
236
579
579
12
13
37
60
127
236
579
579
13
13
38
60
127
236
579
579
14
14
38
60
127
236
579
579
15
14
38
60
127
236
579
579
16
13
38
60
127
236
579
579
17
13
38
60
127
236
579
579
18
13
38
60
127
236
579
579
19
14
38
60
127
236
579
579
20
14
38
60
127
236
579
579
21
15
38
60
127
236
579
579
22
15
38
60
127
236
579
579
23
16
38
61
127
236
579
579
24
17
38
61
127
236
579
579
25
17
38
61
127
236
579
579
26
18
38
61
127
236
579
579
27
19
38
61
127
236
579
579
28
20
38
61
127
236
579
579
29
20
38
61
127
236
579
579
30
20
38
61
127
236
579
579
2.8. Pound sterling
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
7
25
58
159
260
603
1 225
2
7
25
58
159
260
603
1 004
3
8
27
57
143
256
599
831
4
10
30
59
131
254
597
695
5
11
31
59
118
253
596
596
6
13
35
62
110
252
595
595
7
15
37
63
102
251
594
594
8
16
38
61
94
249
593
593
9
19
45
65
88
248
592
592
10
18
45
62
84
248
591
591
11
17
44
60
83
247
590
590
12
16
43
60
84
246
589
589
13
16
44
61
84
245
589
589
14
17
44
61
84
244
588
588
15
17
44
61
84
244
587
587
16
17
44
61
84
242
586
586
17
17
44
61
84
241
585
585
18
17
44
61
84
241
584
584
19
17
44
61
84
241
584
584
20
17
44
61
84
241
585
585
21
17
44
61
84
241
585
585
22
17
44
61
84
241
585
585
23
17
44
61
84
241
584
584
24
17
44
61
84
240
584
584
25
17
44
61
84
240
583
583
26
18
44
61
84
239
583
583
27
19
44
61
84
239
582
582
28
20
44
61
84
239
582
582
29
20
44
61
84
238
582
582
30
20
44
61
84
238
581
581
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
88
103
130
210
324
668
1 233
2
85
101
127
207
321
665
1 017
3
84
101
126
197
315
659
845
4
83
101
126
196
312
655
710
5
81
100
128
195
308
652
652
6
80
100
129
198
306
649
649
7
78
100
128
197
303
646
646
8
76
98
125
193
300
644
644
9
73
96
122
189
298
641
641
10
72
96
120
187
296
639
639
11
71
95
119
185
294
638
638
12
70
94
117
183
292
636
636
13
68
93
115
182
291
634
634
14
67
92
114
180
289
633
633
15
66
90
112
179
288
631
631
16
64
89
111
178
287
630
630
17
63
88
110
176
285
629
629
18
62
87
109
175
284
628
628
19
61
86
108
174
283
627
627
20
60
85
107
174
283
626
626
21
59
84
106
173
282
625
625
22
59
83
105
172
281
624
624
23
58
82
104
171
280
623
623
24
57
81
103
170
279
622
622
25
55
80
102
169
278
621
621
26
54
79
101
168
277
620
620
27
53
78
100
167
276
619
619
28
53
77
99
166
275
618
618
29
52
76
98
165
274
617
617
30
51
75
98
164
273
616
616
2.10. Zloty
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
61
76
103
183
297
640
1 245
2
59
75
101
181
295
639
1 023
3
59
76
101
172
290
634
848
4
59
77
102
172
288
631
711
5
58
77
105
173
285
629
629
6
57
78
106
175
283
627
627
7
57
78
106
176
281
625
625
8
55
77
104
172
280
623
623
9
54
76
102
169
278
621
621
10
53
76
101
168
277
620
620
11
52
76
100
167
276
619
619
12
52
76
99
166
275
618
618
13
52
76
99
165
274
618
618
14
51
76
98
164
273
617
617
15
50
75
97
164
273
616
616
16
49
74
96
163
272
615
615
17
49
73
96
162
271
614
614
18
48
72
95
161
270
614
614
19
47
72
94
161
270
613
613
20
47
72
94
160
269
613
613
21
47
71
94
160
269
613
613
22
46
71
93
160
269
612
612
23
46
71
93
159
268
612
612
24
45
70
92
159
268
611
611
25
45
69
92
158
267
611
611
26
44
69
91
157
266
610
610
27
43
68
90
157
266
609
609
28
43
67
90
156
265
609
609
29
42
67
89
155
264
608
608
30
41
66
88
155
264
607
607
2.11. Norwegian krone
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
31
46
72
152
267
610
1 233
2
31
47
73
153
267
611
1 012
3
31
48
73
144
262
606
837
4
32
49
75
145
260
604
701
5
32
51
79
147
259
603
603
6
33
53
82
150
258
602
602
7
33
54
83
152
258
601
601
8
32
54
81
149
257
600
600
9
32
54
80
147
256
599
599
10
31
55
80
146
255
599
599
11
31
55
79
146
255
598
598
12
31
55
78
145
254
597
597
13
30
55
78
144
253
596
596
14
30
54
77
143
252
596
596
15
29
54
76
142
251
595
595
16
28
53
75
141
250
594
594
17
28
52
75
141
250
593
593
18
27
52
74
140
249
593
593
19
27
51
74
140
249
593
593
20
27
51
74
140
249
593
593
21
27
52
74
140
249
593
593
22
27
51
74
140
249
593
593
23
27
51
74
140
249
593
593
24
27
51
73
140
249
592
592
25
26
51
73
140
249
592
592
26
26
51
73
139
248
592
592
27
26
50
73
139
248
592
592
28
26
50
73
139
248
591
591
29
25
50
72
139
248
591
591
30
25
50
72
138
247
591
591
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
27
107
221
565
1 203
2
1
5
28
108
222
566
986
3
2
5
29
100
219
562
816
4
2
7
32
102
217
561
682
5
3
9
37
105
217
561
578
6
4
12
40
109
217
561
561
7
5
14
42
111
217
561
561
8
5
15
42
110
217
561
561
9
7
16
41
108
217
561
561
10
7
17
42
108
217
561
561
11
8
19
43
109
218
562
562
12
8
18
42
108
217
560
560
13
10
20
43
109
218
562
562
14
10
20
43
109
218
561
561
15
11
19
41
108
217
560
560
16
11
18
40
106
215
559
559
17
12
18
40
106
215
559
559
18
13
18
40
107
216
559
559
19
14
19
41
107
216
559
559
20
14
19
41
108
217
560
560
21
15
20
42
108
217
561
561
22
15
21
42
108
217
561
561
23
16
22
42
108
217
561
561
24
17
22
42
108
217
561
561
25
17
23
43
108
217
561
561
26
18
24
45
108
217
561
561
27
18
25
46
108
217
561
561
28
19
25
47
108
217
561
561
29
20
26
48
108
217
561
561
30
20
28
49
108
217
561
561
2.13. Australian dollar
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
47
63
89
169
283
627
1 250
2
47
63
89
169
283
627
1 026
3
48
64
89
160
279
622
849
4
48
66
91
161
277
620
711
5
49
68
95
163
276
619
619
6
49
69
98
166
274
618
618
7
49
70
98
168
273
617
617
8
48
70
97
165
272
616
616
9
47
70
96
163
271
615
615
10
47
70
95
161
270
614
614
11
46
70
94
160
269
613
613
12
46
70
93
160
269
612
612
13
45
70
93
159
268
611
611
14
45
70
92
158
267
611
611
15
44
69
91
158
267
610
610
16
43
68
90
157
266
609
609
17
43
67
90
156
265
609
609
18
42
67
89
155
264
608
608
19
42
66
89
155
264
607
607
20
41
66
88
155
264
607
607
21
41
66
88
155
264
607
607
22
41
66
88
154
263
607
607
23
40
65
87
154
263
606
606
24
40
65
87
153
262
606
606
25
39
64
86
153
262
605
605
26
39
63
86
152
261
605
605
27
38
63
85
151
260
604
604
28
38
62
85
151
260
603
603
29
37
62
84
150
259
603
603
30
36
61
83
150
259
602
602
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
15
30
56
136
250
594
1 243
2
19
34
60
140
255
598
1 019
3
23
40
65
136
254
598
843
4
27
45
70
140
256
599
706
5
30
49
77
144
257
600
600
6
29
49
78
147
255
598
598
7
34
56
84
153
259
602
602
8
33
55
82
150
257
601
601
9
34
57
83
149
258
602
602
10
36
59
84
151
260
603
603
11
38
62
86
152
261
604
604
12
39
63
86
153
262
605
605
13
40
64
87
153
262
606
606
14
40
65
87
154
263
606
606
15
40
65
87
154
263
606
606
16
40
64
87
153
262
606
606
17
40
64
87
153
262
606
606
18
39
64
86
152
261
605
605
19
39
63
86
152
261
604
604
20
39
63
86
152
261
604
604
21
38
63
85
152
261
604
604
22
38
63
85
152
261
604
604
23
38
63
85
151
260
604
604
24
38
62
84
151
260
603
603
25
37
62
84
150
259
603
603
26
37
61
84
150
259
602
602
27
36
61
83
149
258
602
602
28
36
60
83
149
258
601
601
29
35
60
82
148
257
601
601
30
35
59
81
148
257
600
600
2.15. Canadian dollar
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
13
28
55
135
249
593
1 237
2
14
30
56
136
250
594
1 015
3
17
33
58
129
248
591
840
4
18
36
61
131
247
591
703
5
20
39
67
134
247
591
595
6
21
42
70
139
247
591
591
7
23
44
72
141
247
591
591
8
23
45
72
140
247
591
591
9
23
46
72
139
247
591
591
10
24
47
72
139
248
591
591
11
25
48
73
139
248
591
591
12
25
49
73
139
248
592
592
13
26
50
73
139
248
592
592
14
26
51
73
139
248
592
592
15
26
51
73
139
248
592
592
16
26
50
73
139
248
592
592
17
26
50
73
139
248
592
592
18
26
50
73
139
248
592
592
19
26
50
73
139
248
592
592
20
26
51
73
139
248
592
592
21
26
51
73
139
248
592
592
22
26
51
73
139
248
592
592
23
26
50
73
139
248
592
592
24
25
50
72
139
248
591
591
25
25
50
72
138
247
591
591
26
25
49
72
138
247
590
590
27
24
49
71
138
247
590
590
28
24
49
71
137
246
590
590
29
24
48
71
137
246
590
590
30
23
48
70
137
246
589
589
2.16. Chilean peso
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
50
65
91
171
286
629
1 260
2
53
68
94
174
288
632
1 035
3
57
73
98
169
288
631
858
4
59
77
102
172
287
631
719
5
61
80
107
175
288
631
631
6
62
83
111
180
288
632
632
7
63
85
113
182
288
631
631
8
63
85
112
180
287
631
631
9
63
85
111
178
287
631
631
10
63
86
111
178
287
630
630
11
63
87
111
178
287
630
630
12
63
87
110
177
286
629
629
13
63
87
110
176
285
628
628
14
62
86
109
175
284
628
628
15
61
85
108
174
283
627
627
16
60
85
107
173
282
626
626
17
59
84
106
172
281
625
625
18
58
83
105
172
281
624
624
19
58
82
105
171
280
623
623
20
57
82
104
170
279
623
623
21
56
81
103
170
279
622
622
22
55
80
102
169
278
621
621
23
55
79
102
168
277
620
620
24
54
78
101
167
276
619
619
25
53
77
100
166
275
619
619
26
52
76
99
165
274
618
618
27
51
76
98
164
273
617
617
28
50
75
97
163
272
616
616
29
49
74
96
162
271
615
615
30
48
73
95
162
271
614
614
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
96
122
202
317
660
1 300
2
85
100
127
207
321
664
1 070
3
86
103
128
199
317
661
888
4
87
104
130
200
315
659
744
5
90
109
136
204
317
660
660
6
91
112
141
209
317
661
661
7
93
114
143
212
317
661
661
8
94
116
143
211
318
662
662
9
95
117
143
210
319
663
663
10
95
119
144
210
319
663
663
11
95
119
143
209
318
662
662
12
95
119
142
209
318
661
661
13
94
118
141
207
316
660
660
14
93
117
139
206
315
658
658
15
91
116
138
204
313
657
657
16
90
114
137
203
312
655
655
17
88
113
135
201
310
654
654
18
87
111
134
200
309
653
653
19
85
110
132
199
308
651
651
20
84
109
131
197
306
650
650
21
83
107
130
196
305
649
649
22
81
106
128
195
304
647
647
23
80
104
127
193
302
645
645
24
78
103
125
191
300
644
644
25
77
101
123
190
299
642
642
26
75
100
122
188
297
641
641
27
73
98
120
187
296
639
639
28
72
97
119
185
294
638
638
29
70
95
117
184
293
636
636
30
69
94
116
182
291
635
635
2.18. Hong Kong dollar
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
6
22
48
128
242
586
1 235
2
10
25
51
131
246
589
1 014
3
13
30
55
126
244
588
840
4
16
34
59
130
245
589
703
5
19
38
66
134
246
590
595
6
21
41
70
139
247
591
591
7
23
44
72
142
247
591
591
8
23
45
72
140
248
591
591
9
23
46
72
139
248
591
591
10
24
47
72
139
248
591
591
11
24
48
72
139
248
591
591
12
25
49
72
138
247
591
591
13
24
49
72
138
247
590
590
14
24
48
71
137
246
590
590
15
23
48
70
136
245
589
589
16
22
47
69
135
244
588
588
17
22
46
69
135
244
588
588
18
21
46
68
135
244
587
587
19
21
46
68
134
243
587
587
20
21
46
68
135
244
587
587
21
21
46
68
135
244
587
587
22
21
46
68
135
244
587
587
23
21
46
68
135
244
587
587
24
21
46
68
135
244
587
587
25
21
46
68
135
244
587
587
26
21
46
68
134
243
587
587
27
21
46
68
134
243
587
587
28
21
45
68
134
243
587
587
29
21
45
68
134
243
586
586
30
21
45
67
134
243
586
586
2.19. Indian rupee
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
92
107
134
214
328
671
1 333
2
92
108
134
214
328
672
1 093
3
93
110
135
206
324
668
904
4
94
112
137
207
323
666
757
5
95
114
142
209
322
666
666
6
96
116
145
213
321
665
665
7
96
118
146
215
321
664
664
8
96
118
145
213
321
664
664
9
95
118
144
211
320
663
663
10
94
118
142
209
318
661
661
11
93
117
141
207
316
660
660
12
91
116
139
205
314
658
658
13
90
114
137
203
312
656
656
14
88
113
135
201
310
654
654
15
86
111
133
200
309
652
652
16
84
109
131
197
306
650
650
17
82
107
129
196
305
648
648
18
81
105
128
194
303
647
647
19
79
104
126
193
302
645
645
20
78
103
125
192
301
644
644
21
77
102
124
191
300
643
643
22
76
101
123
190
299
642
642
23
75
100
122
189
298
641
641
24
74
99
121
187
296
640
640
25
73
98
120
186
295
639
639
26
72
97
119
185
294
638
638
27
71
95
118
184
293
637
637
28
70
94
117
183
292
636
636
29
69
93
116
182
291
635
635
30
68
92
115
181
290
634
634
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
352
367
394
474
588
932
1 354
2
77
92
118
198
312
656
1 105
3
81
97
122
193
312
655
912
4
85
102
128
198
313
657
762
5
87
107
134
202
314
658
658
6
89
110
138
207
315
659
659
7
91
112
141
210
316
659
659
8
92
114
141
209
316
660
660
9
92
115
141
208
317
660
660
10
93
116
141
207
316
660
660
11
93
117
141
207
316
660
660
12
94
118
141
207
316
660
660
13
94
119
141
208
317
660
660
14
95
120
142
208
317
661
661
15
96
120
143
209
318
662
662
16
97
121
144
210
319
663
663
17
98
122
145
211
320
664
664
18
99
124
146
212
321
665
665
19
100
124
147
213
322
666
666
20
101
125
148
214
323
666
666
21
101
125
148
214
323
667
667
22
101
125
148
214
323
666
666
23
100
125
147
213
322
666
666
24
99
124
146
213
322
665
665
25
98
123
145
212
321
664
664
26
97
122
144
211
320
663
663
27
96
121
143
209
318
662
662
28
95
120
142
208
317
661
661
29
94
118
141
207
316
659
659
30
92
117
139
206
315
658
658
2.21. New Taiwan dollar
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
0
10
36
116
231
574
1 225
2
1
10
36
116
230
574
1 004
3
2
12
37
108
227
570
830
4
2
14
39
109
225
568
694
5
4
16
43
111
224
567
588
6
4
17
46
115
223
566
566
7
5
19
47
117
222
566
566
8
5
19
46
114
221
565
565
9
7
19
45
112
220
564
564
10
7
20
45
111
220
564
564
11
8
21
45
111
220
563
563
12
8
21
45
111
220
563
563
13
10
22
45
111
220
563
563
14
10
22
45
111
220
564
564
15
11
23
45
111
220
564
564
16
11
22
45
111
220
564
564
17
12
23
45
112
221
564
564
18
13
23
46
112
221
565
565
19
14
24
46
113
222
565
565
20
14
25
47
114
223
566
566
21
15
26
48
114
223
567
567
22
16
26
49
115
224
568
568
23
17
27
49
116
225
568
568
24
17
28
50
116
225
569
569
25
17
28
50
117
226
569
569
26
18
28
51
117
226
570
570
27
19
29
51
117
226
570
570
28
20
29
51
118
227
570
570
29
20
30
52
118
227
571
571
30
21
30
52
118
227
571
571
2.22. New Zealand dollar
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
54
69
95
175
289
633
1 253
2
54
70
96
176
290
634
1 029
3
55
72
97
168
287
630
853
4
56
74
99
169
285
628
714
5
56
75
103
171
283
627
627
6
57
77
106
175
283
626
626
7
57
78
106
175
281
625
625
8
56
78
105
173
281
624
624
9
56
78
104
171
280
623
623
10
55
78
103
170
279
622
622
11
54
78
102
168
277
620
620
12
52
77
100
166
275
619
619
13
51
76
98
165
274
617
617
14
50
74
97
163
272
616
616
15
48
73
95
162
271
614
614
16
46
71
93
160
269
612
612
17
45
70
92
159
268
611
611
18
44
69
91
157
266
610
610
19
43
68
90
156
265
609
609
20
43
67
90
156
265
608
608
21
42
67
89
155
264
608
608
22
41
66
88
155
264
607
607
23
41
65
88
154
263
606
606
24
40
65
87
153
262
606
606
25
39
64
86
152
261
605
605
26
39
63
85
152
261
604
604
27
38
62
85
151
260
604
604
28
37
62
84
150
259
603
603
29
37
61
83
150
259
602
602
30
36
61
83
149
258
602
602
2.23. Rand
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
114
130
156
236
350
694
1 353
2
115
131
157
237
351
695
1 108
3
118
134
159
230
349
692
917
4
120
138
163
233
348
692
768
5
121
140
168
236
348
692
692
6
122
142
171
240
348
692
692
7
123
144
172
242
347
691
691
8
122
144
171
239
346
690
690
9
121
144
170
237
345
689
689
10
120
144
169
235
344
688
688
11
119
143
167
234
343
686
686
12
118
142
165
232
341
684
684
13
116
141
163
230
339
682
682
14
114
139
161
227
336
680
680
15
112
136
159
225
334
678
678
16
109
134
156
222
331
675
675
17
107
131
154
220
329
673
673
18
104
129
151
218
327
670
670
19
102
127
149
216
325
668
668
20
101
125
148
214
323
666
666
21
99
123
146
212
321
665
665
22
97
122
144
210
319
663
663
23
95
120
142
209
318
661
661
24
93
118
140
207
316
659
659
25
92
116
139
205
314
658
658
26
90
115
137
203
312
656
656
27
88
113
135
202
311
654
654
28
87
111
134
200
309
652
652
29
85
110
132
198
307
651
651
30
84
108
131
197
306
649
649
2.24. Real
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
174
190
216
296
410
754
1 372
2
183
199
225
305
419
763
1 131
3
188
205
230
301
420
763
941
4
190
208
233
303
419
762
789
5
191
211
238
306
418
762
762
6
191
211
240
309
417
760
760
7
191
212
240
309
415
759
759
8
189
211
238
306
414
757
757
9
188
210
236
303
412
756
756
10
187
210
235
302
411
754
754
11
185
209
233
300
409
752
752
12
183
207
231
297
406
750
750
13
181
205
228
294
403
747
747
14
178
202
225
291
400
743
743
15
174
199
221
288
397
740
740
16
171
196
218
284
393
737
737
17
168
192
215
281
390
734
734
18
165
189
212
278
387
730
730
19
161
186
208
275
384
727
727
20
158
183
205
272
381
724
724
21
155
180
202
269
378
721
721
22
152
177
199
265
374
718
718
23
149
174
196
262
371
715
715
24
146
170
193
259
368
712
712
25
143
167
190
256
365
709
709
26
140
164
187
253
362
705
705
27
137
161
184
250
359
702
702
28
134
158
181
247
356
700
700
29
131
156
178
244
353
697
697
30
128
153
175
242
351
694
694
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
27
42
68
148
263
606
1 279
2
28
43
69
149
263
607
1 048
3
29
45
70
141
260
603
867
4
30
48
73
143
258
602
726
5
31
50
78
145
258
601
614
6
31
51
80
149
257
601
601
7
32
53
81
150
256
600
600
8
31
53
80
148
255
599
599
9
30
53
79
146
254
598
598
10
30
53
78
144
253
597
597
11
30
53
77
144
253
596
596
12
29
54
77
143
252
596
596
13
29
54
76
143
252
595
595
14
29
53
76
142
251
595
595
15
29
53
75
142
251
594
594
16
28
53
75
142
251
594
594
17
28
53
75
142
251
594
594
18
28
53
75
142
251
594
594
19
28
53
75
142
251
594
594
20
29
53
76
142
251
594
594
21
29
53
76
142
251
594
594
22
29
53
76
142
251
594
594
23
28
53
75
142
251
594
594
24
28
53
75
142
251
594
594
25
28
53
75
141
250
594
594
26
28
53
75
141
250
594
594
27
28
52
75
141
250
593
593
28
27
52
74
141
250
593
593
29
27
52
74
140
249
593
593
30
27
52
74
140
249
593
593
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
23
38
64
144
258
602
1 281
2
24
40
66
146
260
604
1 050
3
27
44
69
140
258
602
869
4
30
48
73
143
259
602
726
5
32
51
79
147
259
603
614
6
34
54
83
152
260
603
603
7
36
57
85
154
260
604
604
8
36
58
85
153
260
604
604
9
36
59
85
152
260
604
604
10
37
60
85
152
261
604
604
11
38
62
86
152
261
605
605
12
39
63
86
153
262
605
605
13
39
63
86
152
261
605
605
14
39
64
86
152
261
605
605
15
39
63
86
152
261
605
605
16
38
63
85
152
261
604
604
17
38
63
85
152
261
604
604
18
38
63
85
152
261
604
604
19
38
63
85
152
261
604
604
20
39
63
86
152
261
604
604
21
39
63
86
152
261
605
605
22
39
63
86
152
261
605
605
23
39
63
86
152
261
604
604
24
38
63
85
152
261
604
604
25
38
63
85
151
260
604
604
26
38
62
85
151
260
603
603
27
37
62
84
150
259
603
603
28
37
61
84
150
259
603
603
29
36
61
83
150
259
602
602
30
36
60
83
149
258
602
602
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
124
139
165
245
360
703
1 385
2
122
138
164
244
358
702
1 129
3
123
139
164
235
354
697
931
4
123
141
166
236
352
695
777
5
124
143
170
238
351
694
694
6
123
144
172
241
349
693
693
7
124
145
173
242
348
692
692
8
123
145
172
240
347
691
691
9
122
144
170
237
346
690
690
10
122
145
170
237
346
689
689
11
121
145
169
236
345
688
688
12
121
145
168
235
344
687
687
13
120
144
167
233
342
686
686
14
119
144
166
232
341
685
685
15
117
141
164
230
339
682
682
16
115
139
161
228
337
680
680
17
112
136
159
225
334
678
678
18
109
134
156
223
332
675
675
19
107
132
154
221
330
673
673
20
105
130
152
218
327
671
671
21
103
127
150
216
325
669
669
22
101
125
148
214
323
666
666
23
98
123
145
212
321
664
664
24
96
121
143
210
319
662
662
25
94
119
141
207
316
660
660
26
92
117
139
205
314
658
658
27
90
115
137
203
312
656
656
28
88
113
135
201
310
654
654
29
86
111
133
199
308
652
652
30
84
109
131
197
306
650
650
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
9
35
115
229
573
1 234
2
1
11
37
117
231
575
1 014
3
2
15
40
111
229
573
840
4
2
19
44
114
229
573
703
5
4
22
50
117
230
574
595
6
5
25
54
123
231
574
574
7
7
28
56
125
231
575
575
8
7
29
56
124
231
575
575
9
7
29
55
122
231
575
575
10
7
31
56
122
231
575
575
11
8
31
55
122
231
574
574
12
8
32
55
122
231
574
574
13
10
32
55
121
230
574
574
14
10
33
55
121
230
574
574
15
11
32
55
121
230
574
574
16
11
32
54
121
230
573
573
17
13
32
54
121
230
573
573
18
13
32
54
121
230
573
573
19
14
32
55
121
230
573
573
20
14
33
55
122
231
574
574
21
15
33
56
122
231
575
575
22
16
34
56
123
232
575
575
23
17
34
57
123
232
575
575
24
17
34
57
123
232
576
576
25
18
35
57
123
232
576
576
26
18
35
57
124
233
576
576
27
19
35
57
124
233
576
576
28
20
35
58
124
233
576
576
29
20
35
58
124
233
577
577
30
21
36
58
124
233
577
577
2.29. South Korean won
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
35
50
77
156
271
614
1 243
2
35
51
77
157
271
615
1 019
3
35
52
77
148
267
610
843
4
36
53
79
149
264
608
705
5
36
55
83
150
263
607
607
6
39
59
88
156
265
608
608
7
36
58
86
155
261
604
604
8
40
62
89
157
265
608
608
9
40
62
88
155
264
607
607
10
34
57
82
149
258
601
601
11
30
53
77
144
253
596
596
12
26
51
74
140
249
593
593
13
24
49
71
138
247
590
590
14
22
47
69
136
245
588
588
15
21
45
68
134
243
587
587
16
19
44
66
133
242
585
585
17
18
43
65
132
241
584
584
18
18
42
65
131
240
583
583
19
17
42
64
131
240
583
583
20
17
42
64
131
240
583
583
21
17
42
64
131
240
583
583
22
17
42
64
131
240
583
583
23
17
42
64
131
240
583
583
24
17
42
64
131
240
583
583
25
17
42
64
131
240
583
583
26
18
42
64
130
239
583
583
27
19
42
64
130
239
583
583
28
20
42
64
130
239
583
583
29
20
42
64
130
239
583
583
30
21
41
64
130
239
583
583
2.30. Turkish lira
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
186
202
228
308
422
766
1 453
2
184
199
226
306
420
764
1 187
3
181
198
223
294
412
756
980
4
179
197
222
292
407
751
818
5
176
195
222
290
403
746
746
6
173
193
222
290
398
742
742
7
170
191
219
288
394
738
738
8
166
188
215
283
390
734
734
9
162
185
211
277
386
730
730
10
158
182
207
273
382
726
726
11
155
179
203
269
378
722
722
12
152
176
199
265
374
718
718
13
148
173
195
262
371
714
714
14
145
169
192
258
367
710
710
15
141
166
188
254
363
707
707
16
138
162
185
251
360
704
704
17
135
159
182
248
357
701
701
18
132
156
179
245
354
698
698
19
129
154
176
242
351
695
695
20
127
151
174
240
349
692
692
21
124
149
171
237
346
690
690
22
121
146
168
235
344
687
687
23
119
144
166
232
341
685
685
24
116
141
163
230
339
682
682
25
114
139
161
227
336
680
680
26
112
136
159
225
334
678
678
27
109
134
156
223
332
675
675
28
107
132
154
221
330
673
673
29
105
130
152
218
327
671
671
30
103
128
150
216
325
669
669
2.31. US dollar
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
9
26
52
111
246
590
1 242
2
9
26
52
111
246
590
1 019
3
10
29
54
105
245
588
843
4
12
34
57
102
245
588
706
5
17
41
62
105
246
590
597
6
19
44
67
101
247
590
590
7
19
46
65
93
247
591
591
8
17
44
64
92
248
591
591
9
17
45
66
96
248
591
591
10
19
48
69
100
248
592
592
11
21
50
71
103
248
592
592
12
23
53
72
104
248
592
592
13
24
55
72
104
248
592
592
14
24
55
73
104
249
592
592
15
24
55
73
104
249
592
592
16
24
55
73
104
248
592
592
17
24
55
73
104
248
592
592
18
24
55
73
104
248
592
592
19
24
55
73
104
248
592
592
20
24
55
73
104
249
593
593
21
24
55
73
104
249
593
593
22
24
55
73
104
250
593
593
23
24
55
73
104
250
593
593
24
24
55
73
104
250
593
593
25
24
55
73
104
250
593
593
26
24
55
73
104
250
594
594
27
24
55
73
104
250
594
594
28
24
55
73
104
250
593
593
29
24
55
73
104
250
593
593
30
24
55
73
104
250
593
593
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
13
93
207
551
1 216
2
1
5
12
92
206
550
996
3
2
5
11
82
201
544
823
4
2
6
13
83
199
542
687
5
3
7
18
85
198
542
581
6
4
8
21
90
198
541
541
7
5
9
22
92
197
541
541
8
5
9
22
90
197
541
541
9
7
11
22
89
198
541
541
10
7
11
22
89
198
541
541
11
8
12
23
89
198
542
542
12
8
13
25
89
198
542
542
13
10
14
26
90
199
542
542
14
10
14
29
90
199
542
542
15
11
16
30
90
199
543
543
16
11
16
31
90
199
543
543
17
12
17
33
91
200
543
543
18
13
18
34
91
200
544
544
19
14
19
35
92
201
544
544
20
14
19
37
93
202
545
545
21
15
20
38
93
202
546
546
22
15
21
39
94
203
546
546
23
16
22
40
94
203
547
547
24
17
22
42
95
204
547
547
25
17
23
43
95
204
547
547
26
18
24
45
95
204
548
548
27
18
25
46
95
204
548
548
28
19
25
47
95
204
548
548
29
20
26
48
95
204
548
548
30
20
28
49
95
204
548
548
- Other exposures
3.1. Euro
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
1
15
22
45
168
306
3 077
2
1
15
22
45
168
343
2 294
3
1
16
24
50
162
356
1 732
4
1
17
27
54
160
354
1 338
5
2
19
31
56
160
345
1 060
6
3
21
33
59
160
332
860
7
4
24
35
61
160
316
711
8
4
25
37
64
160
300
597
9
5
26
38
67
160
283
508
10
5
27
40
69
160
266
438
11
5
27
40
70
160
253
380
12
6
27
40
70
160
253
333
13
6
27
40
70
160
253
293
14
6
27
40
70
160
253
259
15
6
27
42
70
160
253
253
16
7
27
44
70
160
253
253
17
8
27
47
70
160
253
253
18
8
27
49
70
160
253
253
19
9
27
52
70
160
253
253
20
9
27
54
70
160
253
253
21
9
27
57
70
160
253
253
22
10
27
59
70
160
253
253
23
10
27
62
70
160
253
253
24
11
27
64
70
160
253
253
25
11
27
67
72
160
253
253
26
11
27
70
75
160
253
253
27
12
27
72
77
160
253
253
28
12
27
75
78
160
253
253
29
13
27
78
81
160
253
253
30
13
27
80
83
160
253
253
3.2. Czech koruna
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
5
19
26
50
172
309
3 112
2
7
22
28
52
174
347
2 324
3
7
22
31
57
169
360
1 755
4
7
23
34
61
167
359
1 355
5
8
25
37
62
166
349
1 073
6
9
27
39
65
166
335
869
7
10
30
41
67
165
319
718
8
9
30
41
69
165
302
603
9
9
30
43
72
164
285
513
10
9
31
44
73
164
268
441
11
9
31
44
74
163
257
383
12
9
30
43
73
163
256
335
13
8
29
43
73
162
256
295
14
7
29
42
72
162
255
261
15
7
29
42
72
161
255
255
16
7
28
44
71
161
254
254
17
8
28
47
71
161
254
254
18
8
28
50
71
160
254
254
19
9
28
52
71
160
254
254
20
9
28
55
71
161
254
254
21
9
28
58
72
161
254
254
22
10
29
59
72
161
255
255
23
10
29
62
72
162
255
255
24
11
29
65
72
162
255
255
25
11
29
68
73
162
255
255
26
11
29
71
75
162
255
255
27
12
29
73
77
162
255
255
28
12
29
76
80
162
255
255
29
13
29
78
81
162
255
255
30
14
29
81
83
162
255
255
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
1
15
22
45
168
306
3 077
2
1
15
22
45
168
343
2 294
3
1
15
24
50
162
356
1 732
4
1
16
27
54
160
354
1 338
5
2
19
31
56
160
345
1 060
6
3
21
33
59
160
332
859
7
4
24
35
61
160
316
711
8
4
25
36
64
160
299
597
9
5
26
38
67
160
283
508
10
5
26
40
69
160
266
438
11
5
27
40
70
160
253
380
12
6
27
40
70
160
253
333
13
6
27
40
70
160
253
293
14
6
27
40
70
160
253
259
15
6
27
42
70
160
253
253
16
7
27
44
70
160
253
253
17
8
27
47
70
160
253
253
18
8
27
49
70
160
253
253
19
9
27
52
70
160
253
253
20
9
27
54
70
160
253
253
21
9
27
57
70
160
253
253
22
10
27
59
70
160
253
253
23
10
27
62
70
160
253
253
24
11
27
64
70
160
253
253
25
11
27
67
72
160
253
253
26
11
27
70
75
160
253
253
27
12
27
72
77
160
253
253
28
12
27
75
78
160
253
253
29
13
27
78
81
160
253
253
30
13
27
80
83
160
253
253
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
81
96
102
126
248
344
3 099
2
76
91
97
121
243
346
2 319
3
78
94
103
129
240
359
1 751
4
76
92
103
129
235
360
1 359
5
74
91
104
129
232
352
1 080
6
73
92
104
129
230
339
878
7
72
92
103
129
228
324
728
8
71
91
103
130
226
319
612
9
70
91
103
132
225
318
522
10
66
88
101
130
221
314
450
11
63
85
98
128
218
311
391
12
62
83
97
127
216
309
342
13
61
82
96
126
215
309
309
14
60
82
95
125
215
308
308
15
60
81
95
125
214
308
308
16
59
81
94
124
213
307
307
17
59
80
93
123
213
306
306
18
58
79
93
123
212
305
305
19
57
78
92
122
211
305
305
20
56
78
91
121
211
304
304
21
56
77
90
120
210
303
303
22
55
76
89
119
209
302
302
23
54
75
88
118
208
301
301
24
53
74
87
117
207
300
300
25
52
73
86
116
206
299
299
26
50
72
85
115
205
298
298
27
49
71
84
114
204
297
297
28
48
70
83
113
203
296
296
29
47
69
82
112
202
295
295
30
46
68
83
111
201
294
294
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
4
19
26
49
172
305
3 066
2
6
21
28
51
173
342
2 289
3
7
22
31
57
169
355
1 730
4
8
24
35
61
167
355
1 338
5
9
26
38
63
167
346
1 061
6
10
29
41
66
167
333
861
7
11
31
42
68
167
317
712
8
11
31
43
70
166
301
599
9
11
32
44
73
166
284
510
10
11
32
45
75
165
267
439
11
10
32
45
75
165
258
381
12
10
31
45
75
164
258
334
13
10
31
44
74
164
257
295
14
9
31
44
74
164
257
261
15
9
30
44
74
163
257
257
16
8
30
45
73
163
256
256
17
8
30
47
73
163
256
256
18
8
30
50
73
162
256
256
19
9
30
52
73
162
256
256
20
9
30
55
73
163
256
256
21
10
30
58
74
163
256
256
22
10
31
61
74
163
257
257
23
10
31
63
74
164
257
257
24
11
31
66
74
164
257
257
25
11
31
68
74
164
257
257
26
12
31
71
75
164
257
257
27
12
31
73
77
164
257
257
28
12
31
76
80
164
257
257
29
13
31
79
82
164
257
257
30
14
31
82
84
164
257
257
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
47
62
69
92
214
310
3 109
2
51
66
72
96
218
348
2 331
3
55
70
79
105
217
363
1 769
4
57
74
85
111
217
364
1 372
5
59
77
89
114
218
355
1 089
6
60
79
91
117
217
342
883
7
61
81
92
118
217
326
730
8
60
80
92
119
215
309
614
9
59
80
92
121
214
307
523
10
58
79
92
122
212
306
450
11
56
78
91
121
211
304
391
12
55
76
89
119
209
302
342
13
53
75
88
118
207
301
301
14
52
73
86
116
206
299
299
15
50
72
85
115
205
298
298
16
49
71
84
114
204
297
297
17
48
70
83
113
203
296
296
18
47
69
82
112
202
295
295
19
47
68
81
111
201
294
294
20
46
67
81
111
200
294
294
21
45
67
80
110
200
293
293
22
44
66
79
109
199
292
292
23
44
65
78
108
198
291
291
24
43
64
77
108
197
290
290
25
42
63
77
107
196
290
290
26
41
63
76
106
195
289
289
27
40
62
75
105
195
288
288
28
39
61
77
104
194
287
287
29
38
60
79
103
193
286
286
30
38
59
83
102
192
285
285
3.7. Lev
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
0
14
21
44
167
306
3 075
2
0
14
21
44
167
343
2 292
3
1
15
23
49
161
355
1 731
4
1
16
26
53
159
354
1 337
5
2
18
30
55
159
345
1 059
6
2
21
32
58
159
332
859
7
4
23
34
60
159
316
710
8
4
24
36
63
159
299
597
9
4
25
37
66
159
282
508
10
4
26
39
68
159
266
437
11
4
26
39
69
159
252
380
12
6
26
39
69
159
252
332
13
6
26
39
69
159
252
293
14
6
26
39
69
159
252
259
15
6
26
42
69
159
252
252
16
7
26
44
69
159
252
252
17
7
26
47
69
159
252
252
18
8
26
49
69
159
252
252
19
9
26
52
69
159
252
252
20
9
26
54
69
159
252
252
21
9
26
57
69
159
252
252
22
10
26
59
69
159
252
252
23
10
26
62
69
159
252
252
24
11
26
64
70
159
252
252
25
11
26
67
72
159
252
252
26
11
26
70
75
159
252
252
27
12
26
72
77
159
252
252
28
12
26
75
78
159
252
252
29
13
26
78
81
159
252
252
30
13
26
80
83
159
252
252
3.8. Pound sterling
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
0
11
23
46
186
309
3 115
2
0
11
23
46
186
347
2 323
3
1
11
24
51
180
360
1 754
4
1
13
27
57
177
358
1 355
5
2
16
29
60
176
349
1 073
6
2
18
33
61
175
335
869
7
3
21
36
60
174
319
718
8
4
23
37
60
172
302
603
9
6
31
41
58
172
285
513
10
9
34
41
57
171
268
441
11
8
33
41
56
170
263
383
12
6
32
40
56
169
262
335
13
6
30
40
56
168
262
295
14
6
30
41
56
168
261
261
15
6
30
42
56
167
260
260
16
7
30
44
56
165
258
258
17
8
30
47
56
164
257
257
18
8
30
50
57
164
257
257
19
9
30
52
60
164
257
257
20
9
30
55
61
164
257
257
21
9
30
57
63
164
258
258
22
10
30
59
66
164
257
257
23
10
30
62
68
164
257
257
24
11
30
64
70
163
257
257
25
11
30
67
73
163
256
256
26
11
30
69
75
162
256
256
27
12
30
72
76
162
255
255
28
12
30
75
78
162
255
255
29
13
30
78
81
161
254
254
30
13
30
80
83
161
254
254
3.9. 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
83
97
104
127
250
346
3 138
2
80
95
101
125
247
351
2 353
3
77
93
101
127
239
366
1 784
4
75
91
102
129
234
366
1 383
5
73
90
102
127
231
358
1 099
6
72
91
102
128
229
345
893
7
71
90
101
127
226
329
739
8
68
88
100
127
223
317
622
9
66
87
99
128
221
314
530
10
64
86
99
128
219
312
456
11
63
84
98
127
217
311
397
12
61
83
96
126
216
309
347
13
59
81
94
124
214
307
307
14
58
79
93
123
212
306
306
15
56
78
91
121
211
304
304
16
55
77
90
120
210
303
303
17
54
76
89
119
208
302
302
18
53
75
88
118
207
301
301
19
52
74
87
117
207
300
300
20
51
73
86
116
206
299
299
21
50
72
85
115
205
298
298
22
50
71
84
114
204
297
297
23
49
70
83
113
203
296
296
24
47
69
82
112
202
295
295
25
46
68
81
111
201
294
294
26
45
67
80
110
200
293
293
27
44
66
79
109
199
292
292
28
43
65
78
108
198
291
291
29
42
64
81
107
197
290
290
30
42
63
84
106
196
289
289
3.10. 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
56
70
77
100
223
318
3 170
2
54
69
75
99
221
353
2 370
3
52
68
76
102
214
367
1 793
4
51
67
78
105
211
367
1 388
5
50
67
79
104
208
358
1 100
6
49
68
80
106
206
344
892
7
49
69
80
106
204
328
738
8
47
68
79
107
203
311
620
9
46
67
79
108
201
294
527
10
45
67
80
109
200
293
454
11
44
66
79
109
199
292
394
12
43
65
78
108
198
291
345
13
43
64
77
107
197
290
304
14
42
63
77
107
196
290
290
15
41
63
76
106
196
289
289
16
40
62
75
105
195
288
288
17
40
61
74
104
194
287
287
18
39
60
74
104
193
287
287
19
38
60
73
103
193
286
286
20
38
60
73
103
193
286
286
21
38
59
73
103
192
286
286
22
37
59
72
102
192
285
285
23
37
58
72
102
191
285
285
24
36
58
71
101
191
284
284
25
36
57
70
100
190
283
283
26
35
57
72
100
189
283
283
27
34
56
75
99
189
282
282
28
34
55
77
98
188
281
281
29
33
54
81
98
187
281
281
30
32
54
83
97
187
280
280
3.11. 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
26
40
47
70
193
311
3 137
2
26
40
47
71
193
349
2 342
3
25
40
49
75
187
362
1 768
4
24
40
51
77
183
361
1 366
5
24
41
53
78
182
352
1 082
6
24
43
55
81
181
338
877
7
25
45
56
82
181
322
725
8
24
45
56
84
180
305
609
9
24
45
57
86
179
288
518
10
24
45
58
88
178
272
446
11
23
45
58
88
178
271
387
12
22
44
57
87
177
270
338
13
22
43
56
86
176
269
298
14
21
42
55
86
175
268
268
15
20
42
55
85
174
268
268
16
19
41
54
84
173
267
267
17
19
40
53
83
173
266
266
18
18
40
53
83
172
266
266
19
18
39
53
83
172
265
265
20
18
39
55
83
172
265
265
21
18
39
58
83
172
266
266
22
18
39
61
83
172
265
265
23
18
39
63
82
172
265
265
24
17
39
66
82
172
265
265
25
17
39
68
82
172
265
265
26
17
39
71
82
171
265
265
27
17
38
73
82
171
264
264
28
17
38
77
81
171
264
264
29
16
38
79
82
171
264
264
30
16
38
82
84
170
264
264
3.12. 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
0
3
25
147
304
3 057
2
0
1
6
26
148
341
2 278
3
1
1
9
31
143
353
1 719
4
1
3
12
35
140
352
1 328
5
2
4
15
36
140
343
1 052
6
2
4
18
40
140
329
853
7
3
6
20
42
140
314
705
8
4
6
23
44
140
297
592
9
4
8
26
47
140
280
504
10
4
8
28
50
140
263
433
11
4
9
31
52
141
247
376
12
6
10
33
50
140
233
329
13
6
11
36
52
141
234
290
14
6
12
39
51
141
234
257
15
6
13
41
50
140
233
233
16
7
13
44
51
139
232
232
17
7
14
46
54
138
232
232
18
8
16
48
57
139
232
232
19
9
16
51
58
139
232
232
20
9
17
54
60
140
233
233
21
9
18
56
63
140
233
233
22
10
19
59
65
140
234
234
23
10
19
62
67
140
234
234
24
11
20
64
69
140
234
234
25
11
22
67
71
140
233
233
26
11
22
69
73
140
233
233
27
12
23
72
75
141
233
233
28
12
24
74
78
141
233
233
29
12
25
76
79
142
233
233
30
13
25
79
81
144
233
233
3.13. 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
42
57
63
87
209
315
3 183
2
42
57
63
87
209
354
2 376
3
41
56
65
91
203
367
1 795
4
40
57
67
94
200
366
1 387
5
40
58
70
95
199
357
1 098
6
40
59
71
97
198
343
890
7
41
61
72
98
196
327
735
8
40
60
72
99
195
309
617
9
39
60
73
102
194
292
525
10
39
60
73
103
193
287
452
11
38
60
73
103
193
286
392
12
37
59
72
102
192
285
343
13
37
58
71
101
191
284
302
14
36
57
71
101
190
283
283
15
35
57
70
100
190
283
283
16
34
56
69
99
189
282
282
17
34
55
68
98
188
281
281
18
33
55
68
98
187
281
281
19
33
54
67
97
187
280
280
20
32
54
67
97
187
280
280
21
32
54
67
97
187
280
280
22
32
53
67
97
186
280
280
23
31
53
66
96
186
279
279
24
31
52
66
96
185
279
279
25
30
52
69
95
185
278
278
26
30
51
72
95
184
277
277
27
29
51
74
94
184
277
277
28
29
50
77
93
183
276
276
29
28
49
79
93
182
276
276
30
27
49
83
92
182
275
275
3.14. 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
9
24
31
54
177
314
3 164
2
14
28
35
58
181
352
2 360
3
16
32
40
66
178
365
1 782
4
19
35
46
73
179
364
1 377
5
21
39
51
76
180
355
1 091
6
21
39
51
77
178
341
884
7
26
46
57
83
182
325
731
8
25
45
57
84
180
307
613
9
26
47
60
88
181
290
522
10
28
50
63
92
183
276
449
11
30
51
64
94
184
277
390
12
30
52
65
95
185
278
341
13
31
52
66
96
185
278
300
14
31
53
66
96
186
279
279
15
31
53
66
96
186
279
279
16
31
52
65
96
185
278
278
17
31
52
65
96
185
278
278
18
30
51
65
95
184
278
278
19
30
51
64
94
184
277
277
20
30
51
64
94
184
277
277
21
29
51
64
94
184
277
277
22
29
51
64
94
184
277
277
23
29
50
64
94
183
277
277
24
28
50
66
93
183
276
276
25
28
50
68
93
182
276
276
26
28
49
71
92
182
275
275
27
27
49
73
92
181
275
275
28
27
48
77
91
181
274
274
29
26
48
79
91
180
274
274
30
25
47
82
90
180
273
273
3.15. 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
8
22
29
53
175
312
3 149
2
9
24
30
54
176
350
2 350
3
10
25
34
60
172
364
1 775
4
10
27
38
64
170
362
1 371
5
11
29
41
66
170
353
1 085
6
13
32
44
70
170
339
879
7
15
35
46
72
170
323
726
8
15
35
47
74
170
305
610
9
15
37
49
78
170
288
519
10
16
38
51
80
171
271
446
11
17
38
51
81
171
264
387
12
17
38
51
82
171
264
339
13
17
38
52
82
171
265
298
14
17
39
52
82
171
265
265
15
17
39
52
82
172
265
265
16
17
38
52
82
171
264
264
17
17
38
52
82
171
265
265
18
17
38
52
82
171
264
264
19
17
38
52
82
171
264
264
20
17
39
55
82
171
265
265
21
17
39
58
82
171
265
265
22
17
38
61
82
171
265
265
23
17
38
63
81
171
264
264
24
16
38
66
81
171
264
264
25
16
37
68
81
170
264
264
26
16
37
71
80
170
263
263
27
15
37
73
80
170
263
263
28
15
37
76
80
169
263
263
29
15
36
78
81
169
262
262
30
14
36
81
84
169
262
262
3.16. 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
45
59
66
89
212
318
3 209
2
47
62
69
92
215
357
2 399
3
50
65
74
100
212
371
1 815
4
51
67
78
105
210
371
1 404
5
52
70
82
107
211
362
1 113
6
54
73
85
111
211
348
903
7
56
75
86
112
211
332
747
8
55
75
87
114
210
314
628
9
55
76
88
117
210
303
534
10
55
77
90
119
210
303
459
11
55
77
90
120
210
303
399
12
54
76
89
119
209
302
349
13
54
75
88
118
208
301
307
14
53
74
87
118
207
300
300
15
52
73
87
117
206
299
299
16
51
72
86
116
205
299
299
17
50
72
85
115
204
298
298
18
49
71
84
114
204
297
297
19
49
70
83
113
203
296
296
20
48
69
83
113
202
296
296
21
47
69
82
112
202
295
295
22
46
68
81
111
201
294
294
23
46
67
80
110
200
293
293
24
45
66
79
109
199
292
292
25
44
65
78
108
198
291
291
26
43
64
77
108
197
290
290
27
42
63
77
107
196
289
289
28
41
62
78
106
195
289
289
29
40
62
81
105
194
288
288
30
39
61
83
104
194
287
287
3.17. 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
76
90
97
120
243
338
3 318
2
80
94
101
124
247
369
2 486
3
79
95
103
129
241
384
1 882
4
79
95
106
132
238
383
1 456
5
81
99
111
136
240
374
1 153
6
83
102
114
140
240
359
935
7
85
105
116
142
241
342
772
8
86
107
118
146
241
335
649
9
87
108
120
149
242
335
552
10
87
109
122
151
242
335
475
11
87
109
122
152
242
335
412
12
86
108
121
151
241
334
361
13
85
106
120
150
239
333
333
14
83
105
118
148
238
331
331
15
82
103
117
147
236
330
330
16
81
102
115
145
235
328
328
17
79
101
114
144
233
327
327
18
78
99
112
143
232
325
325
19
76
98
111
141
231
324
324
20
75
97
110
140
229
323
323
21
74
95
108
138
228
321
321
22
72
94
107
137
227
320
320
23
71
92
105
135
225
318
318
24
69
91
104
134
223
317
317
25
68
89
102
132
222
315
315
26
66
87
101
131
220
314
314
27
64
86
99
129
219
312
312
28
63
84
98
128
217
310
310
29
61
83
96
126
216
309
309
30
60
81
95
125
214
308
308
3.18. 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
1
15
22
46
168
312
3 143
2
4
19
26
49
172
350
2 347
3
7
22
31
57
169
363
1 774
4
8
25
36
62
168
362
1 370
5
11
28
40
65
169
353
1 085
6
13
32
44
69
170
339
879
7
15
35
46
72
170
323
726
8
15
36
47
75
171
306
610
9
16
37
49
78
171
288
519
10
16
38
51
80
171
271
446
11
16
38
51
81
171
264
387
12
16
38
51
81
170
264
339
13
16
37
50
80
170
263
298
14
15
36
50
80
169
262
264
15
14
36
49
79
168
262
262
16
13
35
48
78
168
261
261
17
13
34
48
78
167
260
260
18
12
34
50
77
167
260
260
19
12
34
52
77
166
260
260
20
12
34
55
77
167
260
260
21
12
34
58
77
167
260
260
22
12
34
61
77
167
260
260
23
12
34
63
77
167
260
260
24
12
34
66
77
167
260
260
25
12
34
68
77
167
260
260
26
12
34
71
77
166
260
260
27
12
33
73
78
166
260
260
28
12
33
76
80
166
259
259
29
14
33
79
82
166
259
259
30
14
33
81
84
166
259
259
3.19. 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
87
101
108
131
254
349
3 408
2
87
102
108
132
254
376
2 544
3
86
102
110
136
248
390
1 921
4
86
103
113
140
246
389
1 483
5
87
104
116
141
245
379
1 173
6
87
106
118
144
244
364
950
7
88
108
119
145
244
347
784
8
88
109
120
148
244
337
658
9
88
109
121
150
243
336
559
10
86
108
121
150
241
334
481
11
85
106
120
149
239
332
417
12
83
104
118
148
237
331
364
13
81
103
116
146
235
329
329
14
79
101
114
144
233
327
327
15
77
99
112
142
232
325
325
16
75
97
110
140
229
323
323
17
73
95
108
138
228
321
321
18
72
93
107
137
226
319
319
19
70
92
105
135
225
318
318
20
69
91
104
134
224
317
317
21
68
90
103
133
223
316
316
22
67
89
102
132
222
315
315
23
66
88
101
131
221
314
314
24
65
87
100
130
220
313
313
25
64
86
99
129
218
312
312
26
63
84
98
128
217
311
311
27
62
83
97
127
216
309
309
28
61
82
95
126
215
308
308
29
60
81
94
125
214
307
307
30
59
80
93
124
213
306
306
3.20. 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
347
361
368
391
514
610
3 465
2
71
86
93
116
239
380
2 575
3
74
89
98
124
236
393
1 939
4
77
93
104
130
236
392
1 496
5
79
96
109
134
237
381
1 183
6
81
100
112
138
238
366
958
7
83
103
114
140
239
349
791
8
84
105
116
144
239
333
664
9
85
106
118
147
240
333
565
10
85
106
119
149
239
333
485
11
85
106
120
150
239
333
421
12
85
107
120
150
239
333
368
13
85
107
120
150
240
333
333
14
86
108
121
151
240
334
334
15
87
108
121
152
241
334
334
16
88
109
122
153
242
335
335
17
89
110
124
154
243
336
336
18
90
111
125
155
244
338
338
19
91
112
126
156
245
338
338
20
92
113
126
156
246
339
339
21
92
113
126
157
246
339
339
22
92
113
126
156
246
339
339
23
91
113
126
156
245
339
339
24
90
112
125
155
245
338
338
25
89
111
124
154
244
337
337
26
88
110
123
153
243
336
336
27
87
109
122
152
242
335
335
28
86
107
121
151
240
333
333
29
85
106
119
149
239
332
332
30
83
105
118
148
238
331
331
3.21. 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
4
11
34
157
309
3 115
2
0
4
11
34
157
347
2 322
3
1
4
13
39
151
359
1 753
4
1
4
15
42
148
358
1 353
5
2
6
18
43
147
349
1 071
6
2
8
19
45
146
335
868
7
3
10
21
47
145
319
717
8
4
10
23
49
145
302
602
9
4
10
26
51
143
284
512
10
4
10
29
52
143
267
441
11
4
10
31
53
143
251
382
12
6
10
34
53
143
236
335
13
6
11
36
53
143
236
295
14
6
12
39
54
143
236
261
15
6
13
42
54
143
237
237
16
7
13
44
54
143
236
236
17
8
15
47
55
144
237
237
18
8
16
50
57
144
237
237
19
9
16
52
60
145
238
238
20
9
17
55
61
146
239
239
21
9
19
58
64
146
240
240
22
10
19
60
66
147
240
240
23
10
20
62
68
148
241
241
24
11
21
65
71
148
242
242
25
11
22
68
73
149
242
242
26
11
22
71
75
149
242
242
27
12
24
73
77
150
243
243
28
12
25
76
80
150
243
243
29
13
25
78
81
150
243
243
30
14
27
81
83
150
244
244
3.22. 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
48
63
70
93
216
316
3 192
2
49
64
70
94
216
355
2 385
3
49
64
73
99
211
369
1 803
4
48
64
75
102
207
368
1 394
5
48
65
78
103
206
359
1 104
6
49
68
79
105
206
345
895
7
49
69
80
106
204
329
740
8
48
69
81
108
204
311
621
9
48
69
81
110
203
296
529
10
47
68
82
111
202
295
455
11
46
67
80
110
200
293
395
12
44
65
79
109
198
292
345
13
42
64
77
107
197
290
304
14
41
62
75
106
195
288
288
15
39
61
74
104
194
287
287
16
37
59
72
102
192
285
285
17
36
58
71
101
191
284
284
18
35
57
70
100
189
283
283
19
34
56
69
99
188
282
282
20
34
55
68
98
188
281
281
21
33
54
68
98
187
281
281
22
32
54
67
97
187
280
280
23
32
53
66
96
186
279
279
24
31
52
67
96
185
279
279
25
30
52
70
95
185
278
278
26
29
51
72
94
184
277
277
27
29
50
75
94
183
276
276
28
28
50
77
93
182
276
276
29
27
49
81
92
182
275
275
30
27
48
83
92
181
274
274
3.23. 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
109
124
130
154
276
372
3 463
2
110
125
131
155
277
381
2 582
3
111
126
135
161
273
396
1 950
4
112
128
139
166
271
395
1 506
5
113
130
143
168
271
385
1 193
6
114
133
145
170
271
370
966
7
115
135
146
172
270
364
798
8
114
135
146
174
270
363
670
9
114
135
147
176
269
362
570
10
113
134
147
177
267
361
491
11
111
133
146
176
266
359
426
12
109
131
144
174
264
357
372
13
107
129
142
172
262
355
355
14
105
127
140
170
259
353
353
15
103
124
137
167
257
350
350
16
100
121
135
165
254
348
348
17
98
119
132
162
252
345
345
18
95
117
130
160
250
343
343
19
93
115
128
158
248
341
341
20
92
113
126
156
246
339
339
21
90
111
125
155
244
337
337
22
88
110
123
153
242
336
336
23
86
108
121
151
241
334
334
24
84
106
119
149
239
332
332
25
83
104
117
147
237
330
330
26
81
102
116
146
235
329
329
27
79
101
114
144
234
327
327
28
78
99
112
142
232
325
325
29
76
98
111
141
230
324
324
30
75
96
109
139
229
322
322
3.24. 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
169
184
190
214
336
432
3 515
2
178
193
199
223
345
441
2 638
3
182
197
206
232
344
439
2 002
4
182
199
210
236
342
436
1 549
5
183
200
213
238
341
435
1 227
6
183
202
213
239
340
433
994
7
183
203
214
240
338
432
821
8
181
202
213
241
337
430
688
9
180
201
213
242
335
428
585
10
179
200
214
243
334
427
503
11
177
199
212
242
332
425
436
12
175
196
209
239
329
422
422
13
172
193
206
236
326
419
419
14
169
190
203
233
323
416
416
15
165
187
200
230
320
413
413
16
162
184
197
227
316
410
410
17
159
180
194
224
313
406
406
18
156
177
190
220
310
403
403
19
152
174
187
217
307
400
400
20
149
171
184
214
304
397
397
21
146
168
181
211
301
394
394
22
143
165
178
208
298
391
391
23
140
161
175
205
294
388
388
24
137
158
172
202
291
384
384
25
134
155
168
198
288
381
381
26
131
152
165
195
285
378
378
27
128
149
162
192
282
375
375
28
125
146
159
190
279
372
372
29
122
143
157
187
276
370
370
30
119
141
154
184
274
367
367
3.25. 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
22
36
43
66
189
323
3 261
2
22
37
44
67
190
362
2 432
3
22
37
46
72
184
375
1 836
4
22
38
49
76
181
374
1 418
5
22
40
52
77
181
364
1 122
6
23
42
54
79
180
350
910
7
24
44
55
81
179
333
752
8
23
43
55
82
178
316
631
9
22
43
56
85
177
297
537
10
22
43
57
86
177
280
461
11
21
43
56
86
176
269
400
12
21
42
56
86
175
268
350
13
20
42
55
85
175
268
308
14
20
41
54
85
174
267
272
15
19
41
54
84
174
267
267
16
19
41
54
84
174
267
267
17
19
41
54
84
174
267
267
18
19
41
54
84
174
267
267
19
19
41
54
84
174
267
267
20
20
41
57
84
174
267
267
21
20
41
59
84
174
267
267
22
20
41
62
84
174
267
267
23
19
41
65
84
174
267
267
24
19
41
67
84
174
267
267
25
19
41
70
84
173
267
267
26
19
40
72
84
173
266
266
27
19
40
75
83
173
266
266
28
18
40
78
83
173
266
266
29
18
40
81
83
172
266
266
30
18
39
83
86
172
265
265
3.26. 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
17
32
39
62
185
323
3 266
2
19
34
40
64
186
362
2 436
3
21
36
45
71
183
375
1 839
4
22
38
49
76
181
374
1 419
5
24
41
54
79
182
364
1 123
6
26
44
56
82
183
350
909
7
28
48
59
85
183
333
751
8
28
48
60
87
183
315
630
9
29
50
62
91
184
297
536
10
29
51
64
93
184
279
461
11
30
52
65
95
184
278
400
12
30
52
65
95
185
278
350
13
30
52
65
95
185
278
308
14
30
51
65
95
184
278
278
15
30
51
64
95
184
277
277
16
29
51
64
94
184
277
277
17
29
51
64
94
184
277
277
18
29
51
64
94
184
277
277
19
29
51
64
94
184
277
277
20
30
51
64
94
184
277
277
21
30
51
65
95
184
277
277
22
30
51
65
95
184
277
277
23
30
51
65
94
184
277
277
24
29
51
67
94
184
277
277
25
29
51
70
94
183
277
277
26
29
50
72
93
183
276
276
27
28
50
76
93
183
276
276
28
28
49
78
92
182
275
275
29
27
49
81
92
182
275
275
30
27
48
84
92
181
274
274
3.27. 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
119
133
140
163
286
381
3 549
2
117
132
138
162
284
388
2 636
3
116
131
140
166
278
401
1 984
4
115
131
142
169
275
399
1 528
5
115
133
145
170
274
388
1 206
6
115
134
146
172
272
372
975
7
116
136
147
173
271
364
803
8
115
135
147
174
270
364
673
9
114
135
147
176
269
362
572
10
114
135
149
178
269
362
491
11
113
135
148
178
268
361
425
12
112
134
147
177
267
360
371
13
111
133
146
176
265
359
359
14
110
131
145
175
264
357
357
15
108
129
142
172
262
355
355
16
105
127
140
170
260
353
353
17
103
124
137
167
257
350
350
18
100
122
135
165
255
348
348
19
98
120
133
163
253
346
346
20
96
118
131
161
250
344
344
21
94
115
129
159
248
341
341
22
92
113
126
156
246
339
339
23
89
111
124
154
244
337
337
24
87
109
122
152
242
335
335
25
85
107
120
150
239
333
333
26
83
104
118
148
237
331
331
27
81
102
116
146
235
328
328
28
79
100
114
144
233
326
326
29
77
98
112
142
231
324
324
30
75
96
110
140
229
323
323
3.28. 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
3
9
33
155
312
3 141
2
0
5
12
35
158
350
2 346
3
1
7
16
42
153
363
1 773
4
1
9
20
47
152
362
1 371
5
2
12
24
49
153
353
1 086
6
2
15
27
53
154
339
880
7
3
19
30
56
154
323
727
8
4
19
31
58
154
306
611
9
4
20
33
61
154
289
520
10
4
21
34
63
154
272
447
11
4
21
34
64
154
255
388
12
6
21
35
64
154
247
340
13
6
21
37
64
153
247
299
14
6
20
39
64
153
246
265
15
6
20
42
64
153
246
246
16
7
20
45
63
153
246
246
17
8
20
48
63
153
246
246
18
8
20
50
63
153
246
246
19
9
20
53
63
153
246
246
20
9
21
55
64
154
247
247
21
10
21
58
65
154
247
247
22
10
22
61
67
155
248
248
23
10
22
63
69
155
248
248
24
11
22
66
71
155
248
248
25
11
23
68
73
155
249
249
26
11
23
71
75
156
249
249
27
12
24
73
78
156
249
249
28
12
25
76
80
156
249
249
29
14
25
79
82
156
249
249
30
14
27
81
84
156
250
250
3.29. 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
30
44
51
74
197
314
3 165
2
30
45
51
75
197
352
2 360
3
29
44
53
79
191
365
1 781
4
28
44
55
81
187
363
1 375
5
28
45
57
82
186
354
1 088
6
31
49
61
87
188
339
881
7
28
48
59
85
184
323
727
8
33
53
65
92
188
306
610
9
32
53
65
94
187
288
519
10
26
48
61
90
181
274
446
11
22
43
56
86
176
269
387
12
18
39
53
83
172
266
338
13
15
37
50
80
170
263
298
14
13
35
48
78
168
261
264
15
12
33
46
77
166
259
259
16
10
32
45
75
165
258
258
17
9
31
47
74
164
257
257
18
9
30
50
73
163
256
256
19
9
30
52
73
163
256
256
20
9
30
55
73
163
256
256
21
9
30
58
73
163
256
256
22
10
30
60
73
163
256
256
23
10
30
63
73
163
256
256
24
11
30
66
73
163
256
256
25
11
30
68
73
163
256
256
26
11
30
71
75
162
256
256
27
12
30
73
77
162
256
256
28
12
29
76
80
162
256
256
29
13
29
78
81
162
255
255
30
14
29
81
84
162
255
255
3.30. 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
181
196
202
226
348
444
3 736
2
179
193
200
224
346
442
2 780
3
175
190
199
225
337
432
2 096
4
171
187
198
225
330
424
1 614
5
167
185
197
222
326
419
1 274
6
164
183
195
221
321
415
1 029
7
162
182
193
219
317
411
847
8
158
178
190
217
313
406
709
9
154
175
188
216
309
402
601
10
151
172
185
215
305
399
516
11
147
168
182
212
301
395
446
12
143
165
178
208
297
391
391
13
139
161
174
204
294
387
387
14
136
157
170
200
290
383
383
15
132
154
167
197
286
380
380
16
129
150
164
194
283
376
376
17
126
147
160
191
280
373
373
18
123
144
158
188
277
370
370
19
120
142
155
185
274
368
368
20
118
139
152
182
272
365
365
21
115
136
150
180
269
363
363
22
112
134
147
177
267
360
360
23
110
131
145
175
264
358
358
24
107
129
142
172
262
355
355
25
105
127
140
170
259
353
353
26
103
124
137
167
257
350
350
27
100
122
135
165
255
348
348
28
98
120
133
163
253
346
346
29
96
118
131
161
251
344
344
30
94
116
129
159
248
342
342
3.31. 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
0
15
26
54
172
313
3 162
2
0
15
26
54
172
352
2 360
3
1
17
29
58
169
365
1 782
4
1
20
32
63
168
364
1 377
5
2
23
37
69
169
354
1 090
6
4
26
40
70
170
340
883
7
6
31
42
72
170
324
730
8
8
34
46
74
171
307
612
9
10
37
49
76
171
289
521
10
11
38
51
76
171
272
448
11
12
40
52
78
171
265
389
12
12
41
54
79
171
265
340
13
13
42
54
80
172
265
299
14
13
43
55
80
172
265
265
15
14
43
55
80
172
265
265
16
14
43
55
80
171
265
265
17
14
43
55
80
171
265
265
18
14
43
55
80
171
265
265
19
14
43
55
80
172
265
265
20
14
43
55
80
172
265
265
21
14
43
58
80
172
266
266
22
14
43
61
80
173
266
266
23
14
43
63
80
173
266
266
24
14
43
66
80
173
266
266
25
14
43
68
80
173
266
266
26
14
43
71
80
173
266
266
27
14
43
73
80
173
266
266
28
14
43
76
80
173
266
266
29
14
43
79
82
173
266
266
30
14
43
81
84
173
266
266
3.32. Yen
Duration (in years)
Credit quality step 0
Credit quality step 1
Credit quality step 2
Credit quality step 3
Credit quality step 4
Credit quality step 5
Credit quality step 6
1
0
0
3
12
134
307
3 091
2
0
1
6
15
132
344
2 302
3
1
1
9
18
125
356
1 736
4
1
3
12
21
122
354
1 339
5
2
4
15
24
121
345
1 060
6
2
4
18
27
121
331
858
7
3
6
20
30
120
315
709
8
4
6
23
32
120
298
595
9
4
8
26
35
121
281
506
10
4
8
28
37
121
264
435
11
4
9
31
40
121
248
377
12
6
10
33
42
121
232
330
13
6
11
36
44
122
218
291
14
6
12
39
47
122
215
257
15
6
13
41
49
122
216
229
16
7
13
44
51
122
216
216
17
7
14
46
54
123
216
216
18
8
16
49
57
125
217
217
19
9
16
51
58
128
217
217
20
9
17
54
61
130
218
218
21
9
18
56
63
132
219
219
22
10
19
59
65
133
219
219
23
10
20
62
67
135
220
220
24
11
20
64
69
136
220
220
25
11
22
67
71
138
220
220
26
11
22
69
73
139
220
220
27
12
23
72
76
141
220
220
28
12
24
74
78
142
221
221
29
12
25
76
79
142
221
221
30
13
25
79
81
144
221
221
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency
National insurance market
Volatility adjustment
(in bps)
Euro
Austria
9
Euro
Belgium
9
Euro
Cyprus
9
Euro
Estonia
9
Euro
Finland
9
Euro
France
9
Euro
Germany
9
Euro
Greece
9
Euro
Ireland
9
Euro
Italy
9
Euro
Latvia
9
Euro
Lithuania
9
Euro
Luxembourg
9
Euro
Malta
9
Euro
Netherlands
9
Euro
Portugal
9
Euro
Slovakia
9
Euro
Slovenia
9
Euro
Spain
9
Czech koruna
Czech Republic
2
Danish krone
Denmark
40
Forint
Hungary
5
Krona
Sweden
4
Kuna
Croatia
7
Lev
Bulgaria
– 1
Pound sterling
United Kingdom
21
Romanian leu
Romania
– 3
Zloty
Poland
13
Króna
Iceland
11
Norwegian krone
Norway
21
Swiss franc
Liechtenstein
1
Swiss franc
Switzerland
1
Australian dollar
Australia
10
Canadian dollar
Canada
7
US dollar
United States
40
Yen
Japan
2
Top
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- Issued under
“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”
- Regulation (EU) No 182/2011 of the European Parliament and of the CouncilNot in RegAlert
“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”
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