ANNEX II | Implementing Regulation 2025/2312

Updated 26/11/2025

Metadata

In force

Initial Legal Act

Amendments

ANNEX II - Implementing Regulation 2025/2312

ANNEX II

Fundamental spreads for the calculation of the matching adjustment

The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.

1. Exposures to central governments and central banks

The fundamental spreads apply to exposures denominated in all currencies.

The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.

Duration (in years)	Austria	Belgium	Bulgaria	Croatia	Czechia	Cyprus	Denmark
1	0	0	25	5	0	19	0
2	0	0	33	5	0	32	0
3	0	0	38	5	0	37	0
4	0	1	41	6	2	39	0
5	0	2	45	6	3	42	0
6	0	3	48	6	5	45	0
7	1	4	51	6	8	46	0
8	2	6	53	6	10	47	0
9	3	7	55	6	11	45	0
10	3	8	56	7	12	45	0

Duration (in years)	Estonia	Finland	France	Germany	Greece	Hungary	Ireland
1	0	0	0	0	315	4	11
2	0	0	0	0	198	4	16
3	0	0	0	0	177	4	18
4	1	0	0	0	156	4	20
5	2	0	0	0	144	4	21
6	3	0	0	0	143	4	22
7	4	0	0	0	141	4	23
8	6	0	1	0	145	3	24
9	7	1	3	0	147	1	25
10	8	1	4	0	149	4	25

Duration (in years)	Italy	Latvia	Lithuania	Luxembourg	Malta	Netherlands	Poland
1	5	2	3	0	12	0	4
2	13	7	9	0	17	0	4
3	17	10	12	0	19	0	4
4	21	12	14	0	20	0	4
5	23	14	16	0	22	0	4
6	25	15	18	0	23	0	4
7	27	17	20	0	24	0	4
8	29	18	21	0	25	0	4
9	31	19	22	1	26	0	4
10	32	20	24	1	26	0	4

Duration (in years)	Portugal	Romania	Slovakia	Slovenia	Spain	Sweden	United Kingdom
1	18	8	9	13	3	0	0
2	32	14	12	16	9	0	0
3	36	16	14	20	12	0	0
4	38	17	16	24	14	0	0
5	41	18	17	27	16	0	0
6	44	19	19	30	18	0	0
7	45	20	20	32	20	0	0
8	45	21	22	34	21	0	0
9	44	22	22	34	22	0	0
10	44	21	23	35	24	0	0

Duration (in years)	Iceland	Liechtenstein	Norway	Switzerland	Australia	Canada	China
1	5	0	0	0	0	0	0
2	5	0	0	0	0	0	1
3	5	0	0	0	0	0	2
4	5	0	0	0	0	0	3
5	5	0	0	0	0	0	3
6	5	0	0	0	0	0	4
7	5	0	0	0	0	0	4
8	5	0	0	0	0	0	7
9	5	0	0	0	0	0	5
10	5	0	0	0	0	0	5

Duration (in years)	Colombia	Hong Kong	Japan	Taiwan	United States
1	12	0	0	4	0
2	17	0	0	4	0
3	25	0	0	4	0
4	32	0	0	4	0
5	33	0	0	4	0
6	35	0	0	4	0
7	37	0	0	4	0
8	35	0	0	4	0
9	33	0	0	4	0
10	35	0	1	4	0

2. Exposures to financial institutions

2.1. Euro

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	6	19	40	103	216	481	1 184
2	6	19	40	103	216	481	963
3	7	21	42	99	213	478	792
4	9	24	45	102	212	477	659
5	10	26	50	105	212	477	556
6	11	28	53	109	212	477	477
7	13	30	55	112	212	477	477
8	13	31	55	111	212	477	477
9	13	32	55	110	212	477	477
10	13	33	56	110	212	477	477
11	14	34	56	110	212	477	477
12	14	35	56	110	212	477	477
13	15	35	56	110	212	477	477
14	15	35	56	110	212	477	477
15	15	35	56	110	212	477	477
16	16	35	56	110	212	477	477
17	17	35	56	110	212	477	477
18	18	35	56	110	212	477	477
19	19	35	56	110	212	477	477
20	19	35	56	110	212	477	477
21	21	35	56	110	212	477	477
22	22	35	56	110	212	477	477
23	23	35	56	110	212	477	477
24	24	35	56	110	212	477	477
25	24	35	56	110	212	477	477
26	25	35	56	110	212	477	477
27	26	35	56	110	212	477	477
28	27	35	56	110	212	477	477
29	27	35	56	110	212	477	477
30	28	35	56	110	212	477	477

2.2. Czech koruna

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	20	33	54	117	230	495	1 211
2	20	33	55	118	230	496	986
3	22	36	56	113	227	492	811
4	23	37	59	115	226	491	675
5	23	39	63	118	225	490	569
6	24	40	65	122	224	489	489
7	24	42	67	123	223	489	489
8	23	42	66	122	223	488	488
9	23	42	66	121	222	488	488
10	23	43	65	120	221	487	487
11	23	43	65	120	221	486	486
12	23	43	64	119	220	486	486
13	23	43	64	119	220	485	485
14	22	43	63	118	219	485	485
15	22	43	63	118	219	485	485
16	22	42	63	117	219	484	484
17	22	42	63	117	219	484	484
18	22	42	63	117	219	484	484
19	22	42	63	117	219	484	484
20	22	43	63	118	219	485	485
21	22	43	63	118	219	485	485
22	22	43	64	118	219	485	485
23	23	43	64	118	219	485	485
24	24	43	64	118	219	485	485
25	25	43	64	118	219	485	485
26	26	43	63	118	219	485	485
27	26	43	63	118	219	485	485
28	27	43	63	118	219	485	485
29	28	43	63	118	219	484	484
30	29	43	63	118	219	484	484

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	19	40	103	216	481	1 184
2	6	19	40	103	216	481	963
3	7	21	42	99	212	478	792
4	9	23	45	101	212	477	659
5	10	26	50	105	211	477	556
6	11	28	53	109	211	477	477
7	12	30	55	112	211	477	477
8	12	31	55	111	211	477	477
9	13	32	55	110	211	477	477
10	13	33	55	110	211	477	477
11	14	34	56	110	211	477	477
12	14	34	56	110	211	477	477
13	14	35	56	110	211	477	477
14	15	35	56	110	211	477	477
15	15	35	56	110	211	477	477
16	16	35	56	110	211	477	477
17	17	35	56	110	211	477	477
18	18	35	56	110	211	477	477
19	19	35	56	110	211	477	477
20	19	35	56	110	211	477	477
21	21	35	56	110	211	477	477
22	22	35	56	110	211	477	477
23	23	35	56	110	211	477	477
24	24	35	56	110	211	477	477
25	24	35	56	110	212	477	477
26	25	35	56	110	212	477	477
27	26	35	56	110	212	477	477
28	27	35	56	110	212	477	477
29	27	35	56	110	212	477	477
30	28	35	56	110	212	477	477

2.4. Forint

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	78	91	112	175	288	553	1 258
2	75	88	109	172	285	551	1 025
3	79	93	113	170	284	549	842
4	78	93	115	171	281	547	702
5	78	94	118	173	279	545	592
6	78	95	119	176	278	544	544
7	77	95	120	177	276	542	542
8	76	95	119	175	276	541	541
9	76	95	118	173	275	540	540
10	73	93	116	171	272	537	537
11	72	92	114	169	270	535	535
12	71	92	113	168	269	534	534
13	71	92	112	167	268	534	534
14	71	92	112	167	268	533	533
15	71	91	112	166	268	533	533
16	70	91	111	166	267	533	533
17	70	91	111	166	267	533	533
18	70	90	111	165	267	532	532
19	69	90	110	165	266	531	531
20	68	89	110	164	265	531	531
21	68	89	109	164	265	530	530
22	67	88	108	163	264	530	530
23	66	87	107	162	263	529	529
24	65	86	106	161	262	528	528
25	64	85	105	160	261	527	527
26	63	84	104	159	260	526	526
27	62	83	103	158	259	525	525
28	61	82	102	157	258	523	523
29	60	81	101	156	257	522	522
30	59	80	100	155	256	521	521

2.5. Krona

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	9	22	44	107	219	485	1 181
2	11	24	45	108	221	486	961
3	13	27	48	105	219	484	791
4	15	30	52	108	218	484	658
5	17	33	56	112	218	484	555
6	18	35	60	116	218	484	484
7	19	37	62	118	218	484	484
8	19	37	61	117	218	483	483
9	19	38	61	116	217	483	483
10	19	38	61	116	217	483	483
11	19	39	61	116	217	483	483
12	20	40	61	116	217	483	483
13	20	41	61	116	217	483	483
14	20	41	62	116	217	483	483
15	21	41	62	116	218	483	483
16	21	41	62	116	218	483	483
17	21	42	62	117	218	483	483
18	21	42	62	117	218	484	484
19	22	42	63	117	219	484	484
20	22	43	63	118	219	485	485
21	23	43	64	118	219	485	485
22	23	43	64	119	220	485	485
23	23	44	64	119	220	485	485
24	24	44	64	119	220	485	485
25	24	44	64	119	220	485	485
26	25	44	64	119	220	485	485
27	26	44	64	119	220	485	485
28	27	43	64	119	220	485	485
29	27	43	64	118	220	485	485
30	28	43	64	118	219	485	485

2.6. 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	18	39	102	215	480	1 183
2	5	18	39	102	215	480	962
3	6	20	41	98	212	477	791
4	8	23	44	101	211	476	658
5	9	25	49	104	211	476	555
6	10	27	52	108	211	476	476
7	12	29	54	111	211	476	476
8	12	30	54	110	211	476	476
9	12	31	54	110	211	476	476
10	12	32	55	109	211	476	476
11	13	33	55	110	211	476	476
12	13	34	55	110	211	476	476
13	14	34	55	110	211	476	476
14	14	35	55	110	211	476	476
15	15	35	55	110	211	476	476
16	16	35	55	110	211	476	476
17	17	34	55	110	211	476	476
18	18	34	55	110	211	476	476
19	19	34	55	110	211	476	476
20	19	35	55	110	211	476	476
21	21	35	55	110	211	476	476
22	22	35	55	110	211	476	476
23	23	35	55	110	211	476	476
24	24	35	55	110	211	476	476
25	24	35	55	110	211	476	476
26	25	35	55	110	211	476	476
27	26	35	55	110	211	476	476
28	27	35	55	110	211	476	476
29	27	35	55	110	211	476	476
30	28	35	55	110	211	476	476

2.7. Pound sterling

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	7	24	50	132	235	500	1 218
2	7	24	50	132	235	500	989
3	8	26	51	121	231	497	812
4	10	29	53	114	230	495	676
5	12	31	55	107	229	494	570
6	14	34	59	102	228	493	493
7	16	36	60	97	226	492	492
8	18	38	59	91	225	491	491
9	20	44	62	87	225	490	490
10	20	44	60	85	224	489	489
11	19	43	60	86	223	489	489
12	19	43	60	88	222	488	488
13	19	43	61	88	222	487	487
14	19	44	61	88	221	487	487
15	19	44	61	88	220	486	486
16	19	44	61	88	219	485	485
17	19	44	61	88	219	484	484
18	19	44	61	88	218	484	484
19	20	44	61	88	218	484	484
20	21	44	61	88	218	484	484
21	22	44	61	88	219	484	484
22	22	44	61	88	218	484	484
23	23	44	61	88	218	483	483
24	24	44	61	88	217	483	483
25	25	44	61	88	217	482	482
26	26	44	61	88	216	481	481
27	26	44	61	88	215	481	481
28	27	44	61	88	215	480	480
29	28	44	61	88	214	480	480
30	29	44	61	88	214	479	479

2.8. Romanian leu

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	81	94	116	179	291	557	1 272
2	81	94	115	178	291	556	1 037
3	82	96	116	173	287	552	853
4	82	97	118	175	285	551	710
5	82	98	121	176	283	549	599
6	82	98	123	180	282	547	547
7	81	99	123	180	280	546	546
8	79	98	122	178	278	544	544
9	78	97	120	175	277	542	542
10	77	97	119	174	275	541	541
11	76	96	118	173	274	540	540
12	75	96	117	172	273	538	538
13	74	95	116	170	271	537	537
14	73	94	114	169	270	536	536
15	72	93	113	168	269	534	534
16	71	91	112	167	268	533	533
17	70	90	111	166	267	532	532
18	69	90	110	165	266	531	531
19	68	89	109	164	265	530	530
20	67	88	108	163	264	530	530
21	66	87	107	162	263	529	529
22	65	86	106	161	262	528	528
23	64	85	105	160	261	527	527
24	63	84	104	159	260	525	525
25	62	82	103	158	259	524	524
26	61	81	102	156	258	523	523
27	60	80	101	155	256	522	522
28	58	79	99	154	255	521	521
29	57	78	98	153	254	520	520
30	56	77	97	152	253	519	519

2.9. 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	54	67	89	152	265	530	1 216
2	55	68	89	152	265	530	993
3	56	70	91	147	261	527	818
4	57	72	93	150	260	525	682
5	57	73	97	152	259	524	576
6	57	74	99	155	257	523	523
7	57	75	100	157	256	522	522
8	56	75	99	155	255	521	521
9	55	74	98	153	254	520	520
10	55	74	97	152	253	519	519
11	55	75	97	151	252	518	518
12	54	75	96	151	252	517	517
13	54	75	95	150	251	517	517
14	54	74	95	149	250	516	516
15	53	74	94	149	250	515	515
16	52	73	93	148	249	515	515
17	52	72	93	148	249	514	514
18	51	72	92	147	248	514	514
19	51	72	92	147	248	513	513
20	51	71	92	146	248	513	513
21	50	71	91	146	247	513	513
22	50	70	91	146	247	512	512
23	49	70	90	145	246	512	512
24	49	69	90	144	245	511	511
25	48	69	89	144	245	510	510
26	47	68	88	143	244	510	510
27	46	67	87	142	243	509	509
28	46	66	87	141	243	508	508
29	45	66	86	141	242	507	507
30	44	65	85	140	241	507	507

2.10. Króna

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	91	104	125	188	301	566	1 281
2	91	103	125	188	301	566	1 041
3	90	104	125	182	296	561	854
4	90	105	126	183	293	559	709
5	90	106	130	185	292	557	597
6	91	108	132	189	291	557	557
7	91	109	134	191	291	556	556
8	91	109	134	190	290	556	556
9	91	110	134	189	290	556	556
10	91	111	134	188	290	555	555
11	91	111	133	188	289	555	555
12	91	111	132	187	288	554	554
13	90	111	131	186	287	553	553
14	89	110	130	185	286	552	552
15	88	109	129	184	285	551	551
16	87	108	128	183	284	549	549
17	86	107	127	182	283	548	548
18	85	106	126	181	282	547	547
19	84	105	125	180	281	546	546
20	83	103	124	179	280	545	545
21	82	102	123	177	279	544	544
22	80	101	121	176	277	543	543
23	79	100	120	175	276	541	541
24	77	98	119	173	274	540	540
25	76	97	117	172	273	538	538
26	74	95	116	170	271	537	537
27	73	94	114	169	270	535	535
28	72	92	113	167	268	534	534
29	70	91	111	166	267	533	533
30	69	89	110	164	266	531	531

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	30	43	65	128	240	506	1 222
2	31	44	65	128	241	507	993
3	32	46	67	124	237	503	815
4	33	47	69	125	236	501	678
5	33	49	73	128	235	500	571
6	34	50	75	132	234	499	499
7	34	52	77	133	233	499	499
8	33	52	76	132	232	498	498
9	33	52	75	131	232	497	497
10	33	52	75	130	231	497	497
11	33	53	75	129	230	496	496
12	32	53	74	129	230	495	495
13	32	53	73	128	229	495	495
14	32	52	73	127	229	494	494
15	31	52	72	127	228	494	494
16	31	51	72	126	228	493	493
17	30	51	72	126	227	493	493
18	30	51	71	126	227	493	493
19	30	51	71	126	227	493	493
20	30	51	71	126	227	493	493
21	30	51	72	126	227	493	493
22	30	51	71	126	227	493	493
23	30	51	71	126	227	493	493
24	30	51	71	126	227	492	492
25	30	50	71	125	227	492	492
26	29	50	70	125	226	492	492
27	29	50	70	125	226	492	492
28	29	49	70	125	226	491	491
29	28	49	70	124	225	491	491
30	29	49	69	124	225	491	491

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	20	83	196	461	1 146
2	1	5	21	84	197	462	932
3	2	5	24	80	194	460	766
4	4	6	27	83	194	459	637
5	4	8	32	87	194	459	537
6	6	10	35	91	194	459	459
7	7	12	37	94	194	459	459
8	8	13	37	93	194	459	459
9	8	14	37	92	194	459	459
10	10	15	38	92	194	459	459
11	11	17	39	93	194	460	460
12	12	16	38	92	193	459	459
13	13	18	38	93	194	460	460
14	14	18	38	93	194	460	460
15	15	17	37	92	193	459	459
16	16	16	37	91	192	458	458
17	16	16	37	91	192	458	458
18	17	16	37	91	193	458	458
19	18	17	37	92	193	459	459
20	19	18	38	92	194	459	459
21	20	18	38	93	194	459	459
22	21	19	38	93	194	459	459
23	22	19	38	93	194	459	459
24	23	20	38	93	194	459	459
25	24	21	38	92	194	459	459
26	25	22	38	92	193	459	459
27	25	23	38	92	193	459	459
28	26	23	37	92	193	459	459
29	27	24	37	92	193	459	459
30	28	24	38	92	193	459	459

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	42	55	76	139	252	517	1 212
2	42	55	77	140	252	518	986
3	44	58	78	135	249	514	810
4	45	59	81	137	248	513	674
5	45	61	85	140	247	512	569
6	46	63	88	144	246	512	512
7	46	64	89	146	246	511	511
8	46	64	88	144	245	510	510
9	45	64	88	143	244	510	510
10	45	65	88	142	244	509	509
11	45	65	87	142	243	509	509
12	45	65	87	141	242	508	508
13	45	65	86	141	242	507	507
14	45	65	86	140	241	507	507
15	44	65	85	140	241	507	507
16	43	64	85	139	240	506	506
17	43	64	84	139	240	506	506
18	43	63	84	138	240	505	505
19	42	63	83	138	239	505	505
20	42	63	83	138	239	505	505
21	42	63	83	138	239	504	504
22	41	62	83	137	238	504	504
23	41	62	82	137	238	503	503
24	40	61	81	136	237	503	503
25	39	60	81	135	236	502	502
26	39	59	80	134	236	501	501
27	38	59	79	134	235	500	500
28	37	58	78	133	234	500	500
29	36	57	77	132	233	499	499
30	36	56	77	131	233	498	498

2.14. 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	19	31	53	116	229	494	1 190
2	19	32	54	117	229	495	967
3	21	35	56	113	227	492	795
4	23	38	59	116	226	491	662
5	24	40	64	119	226	491	558
6	25	42	67	123	226	491	491
7	26	44	69	126	226	491	491
8	26	45	69	125	226	491	491
9	27	46	69	124	226	491	491
10	27	47	70	124	226	491	491
11	28	48	70	125	226	491	491
12	28	49	70	125	226	491	491
13	29	49	70	125	226	491	491
14	29	49	70	125	226	491	491
15	29	49	70	125	226	491	491
16	29	49	70	124	226	491	491
17	29	49	70	124	226	491	491
18	29	49	70	124	226	491	491
19	29	49	70	124	226	491	491
20	29	49	70	124	226	491	491
21	29	49	70	124	226	491	491
22	28	49	69	124	225	491	491
23	28	49	69	124	225	490	490
24	28	48	69	123	224	490	490
25	27	48	68	123	224	489	489
26	27	47	68	122	223	489	489
27	26	47	67	122	223	489	489
28	27	46	67	121	223	488	488
29	28	46	66	121	222	488	488
30	28	46	66	121	222	487	487

2.15. 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	85	98	119	182	295	560	1 290
2	91	104	125	188	301	566	1 064
3	95	108	129	186	300	565	882
4	97	112	133	190	300	565	739
5	101	117	140	195	302	568	625
6	103	120	145	201	304	569	569
7	105	123	148	205	304	570	570
8	107	125	149	205	306	571	571
9	108	127	150	206	307	572	572
10	109	128	151	206	307	573	573
11	109	129	151	206	307	573	573
12	109	129	151	205	306	572	572
13	108	129	149	204	305	571	571
14	107	128	148	203	304	569	569
15	106	126	147	201	302	568	568
16	104	125	145	200	301	567	567
17	103	123	144	199	300	565	565
18	101	122	142	197	298	564	564
19	100	121	141	196	297	562	562
20	98	119	140	194	295	561	561
21	97	118	138	193	294	559	559
22	95	116	136	191	292	558	558
23	93	114	135	189	290	556	556
24	92	112	133	187	289	554	554
25	90	110	131	186	287	552	552
26	88	109	129	184	285	550	550
27	86	107	127	182	283	549	549
28	84	105	126	180	281	547	547
29	83	103	124	178	280	545	545
30	81	102	122	177	278	544	544

2.16. Hong Kong dollar

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	13	26	47	110	223	488	1 200
2	15	28	50	113	225	491	973
3	19	33	53	110	224	489	799
4	21	36	58	114	224	490	664
5	24	40	63	118	225	491	560
6	25	42	67	123	225	491	491
7	26	44	69	126	226	491	491
8	27	45	69	125	226	491	491
9	27	46	69	124	226	491	491
10	27	47	69	124	225	491	491
11	28	48	70	124	225	491	491
12	28	48	69	124	225	491	491
13	27	48	69	123	225	490	490
14	27	48	68	123	224	490	490
15	27	47	68	122	224	489	489
16	26	47	67	122	223	488	488
17	26	46	67	122	223	488	488
18	26	46	67	121	223	488	488
19	26	46	67	121	223	488	488
20	26	47	67	122	223	488	488
21	26	47	67	122	223	488	488
22	26	47	67	122	223	488	488
23	26	47	67	122	223	488	488
24	26	46	67	122	223	488	488
25	26	46	67	121	223	488	488
26	25	46	67	121	222	488	488
27	26	46	66	121	222	488	488
28	27	46	66	121	222	487	487
29	28	45	66	120	222	487	487
30	28	45	66	120	221	487	487

2.17. 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	9	31	94	206	472	1 163
2	1	10	31	94	207	472	946
3	2	12	33	90	203	469	777
4	4	14	35	92	202	468	646
5	4	16	39	94	201	467	545
6	6	17	42	98	201	466	466
7	7	19	44	100	200	466	466
8	8	19	43	99	199	465	465
9	9	19	42	97	199	464	464
10	10	19	42	97	198	464	464
11	11	20	42	97	198	464	464
12	12	21	42	97	198	464	464
13	13	22	42	97	198	464	464
14	14	22	43	97	198	464	464
15	15	23	43	98	199	464	464
16	16	23	43	98	199	465	465
17	17	24	44	99	200	465	465
18	17	24	45	99	201	466	466
19	18	25	45	100	201	467	467
20	19	26	46	101	202	468	468
21	20	27	47	102	203	469	469
22	21	27	48	102	204	469	469
23	23	28	48	103	204	470	470
24	23	28	49	103	205	470	470
25	24	29	49	104	205	471	471
26	25	29	50	104	205	471	471
27	26	29	50	105	206	471	471
28	26	30	50	105	206	471	471
29	27	30	50	105	206	472	472
30	28	30	51	105	206	472	472

2.18. 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	28	40	62	125	238	503	1 170
2	29	41	63	126	239	504	951
3	31	44	65	122	236	501	781
4	32	47	68	125	235	500	650
5	33	49	73	128	235	500	548
6	34	51	76	132	234	500	500
7	35	52	77	134	234	499	499
8	34	52	76	132	233	498	498
9	33	52	76	131	232	498	498
10	33	53	76	130	232	497	497
11	33	53	75	130	231	497	497
12	33	54	75	130	231	496	496
13	33	54	75	129	230	496	496
14	33	54	74	129	230	496	496
15	33	54	74	129	230	496	496
16	33	54	74	129	230	496	496
17	33	54	74	129	230	496	496
18	33	54	75	129	230	496	496
19	34	54	75	129	231	496	496
20	34	55	75	130	231	496	496
21	34	55	75	130	231	497	497
22	34	55	75	130	231	497	497
23	34	55	75	130	231	496	496
24	34	54	75	130	231	496	496
25	34	54	75	129	231	496	496
26	33	54	74	129	230	496	496
27	33	54	74	129	230	496	496
28	33	53	74	129	230	495	495
29	33	53	74	128	229	495	495
30	32	53	73	128	229	495	495

2.19. 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	7	24	46	95	228	493	1 214
2	7	24	46	95	228	493	984
3	9	28	49	93	226	491	808
4	12	33	53	92	226	492	672
5	16	38	58	95	227	492	566
6	18	41	62	92	227	493	493
7	19	44	62	88	227	493	493
8	18	43	62	88	227	493	493
9	19	45	64	91	227	493	493
10	21	48	66	94	227	493	493
11	23	50	68	97	227	493	493
12	24	52	69	98	227	493	493
13	26	54	69	98	227	493	493
14	26	55	70	98	227	493	493
15	26	55	70	98	227	493	493
16	26	55	70	98	227	492	492
17	26	55	70	98	227	492	492
18	26	55	70	98	227	493	493
19	26	55	70	98	227	493	493
20	26	55	70	98	227	493	493
21	26	55	70	98	227	493	493
22	26	55	70	98	227	493	493
23	26	55	70	98	227	493	493
24	26	55	70	98	227	492	492
25	26	55	70	98	227	492	492
26	26	55	70	98	226	492	492
27	26	55	70	98	226	492	492
28	27	55	70	98	226	491	491
29	28	55	70	98	225	491	491
30	29	55	70	98	225	490	490

2.20. 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	4	12	75	187	453	1 162
2	1	5	11	74	187	452	946
3	2	5	12	69	182	448	778
4	4	6	14	71	181	446	648
5	4	7	18	73	180	446	546
6	6	7	21	77	180	445	466
7	7	8	23	80	180	445	445
8	8	9	23	79	180	445	445
9	10	9	23	78	180	445	445
10	10	11	24	78	180	445	445
11	11	11	24	79	180	445	445
12	12	12	24	79	180	446	446
13	13	13	24	79	180	446	446
14	14	13	25	79	181	446	446
15	15	14	25	80	181	446	446
16	16	14	25	80	181	447	447
17	17	16	26	81	182	447	447
18	18	17	26	81	182	448	448
19	18	17	27	82	183	448	448
20	19	18	29	82	183	449	449
21	20	18	30	83	184	449	449
22	22	19	30	83	184	450	450
23	23	20	31	83	184	450	450
24	23	21	32	83	185	450	450
25	24	22	33	83	185	450	450
26	25	22	34	83	184	450	450
27	26	23	36	83	184	450	450
28	27	24	37	83	184	450	450
29	27	24	38	83	184	450	450
30	28	25	39	83	184	450	450

3. Other exposures

3.1. Euro

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	1	13	20	40	151	294	3 115
2	1	13	20	40	151	336	2 339
3	1	14	22	45	147	352	1 777
4	1	15	25	49	145	353	1 378
5	3	17	28	51	145	345	1 094
6	4	20	30	54	145	332	887
7	6	22	32	56	145	317	734
8	6	23	34	58	145	301	616
9	6	24	35	61	145	284	525
10	7	25	37	62	145	267	451
11	7	25	37	63	145	251	392
12	7	26	38	63	145	236	343
13	8	26	38	63	145	235	302
14	8	26	38	63	145	235	267
15	8	26	39	63	145	235	237
16	8	26	42	63	145	235	235
17	8	26	44	63	145	235	235
18	8	26	46	63	145	235	235
19	8	26	49	63	145	235	235
20	8	26	50	63	145	235	235
21	8	26	53	63	145	235	235
22	9	26	56	63	145	235	235
23	9	26	58	63	145	235	235
24	9	26	61	63	145	235	235
25	10	26	63	63	145	235	235
26	10	26	65	65	145	235	235
27	10	26	67	67	145	235	235
28	11	26	70	69	145	235	235
29	11	26	72	70	145	235	235
30	12	27	75	72	145	235	235

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	15	27	34	53	165	300	3 189
2	16	28	34	54	166	343	2 399
3	16	28	37	59	161	360	1 822
4	15	29	39	62	158	361	1 413
5	16	30	41	64	158	353	1 121
6	16	32	43	66	157	340	910
7	17	34	44	67	156	325	752
8	17	34	44	69	156	308	632
9	17	34	45	71	155	291	537
10	17	35	47	72	154	274	462
11	16	35	47	72	154	257	401
12	16	34	46	72	153	244	351
13	16	34	46	71	153	243	309
14	15	33	45	71	152	243	273
15	15	33	45	71	152	243	243
16	14	33	45	70	152	242	242
17	14	33	45	70	152	242	242
18	14	33	47	70	152	242	242
19	15	33	49	70	152	242	242
20	15	33	52	71	152	243	243
21	15	33	54	71	152	243	243
22	15	34	57	71	152	243	243
23	15	34	60	71	152	243	243
24	15	34	62	71	152	243	243
25	15	33	64	71	152	243	243
26	15	33	66	71	152	243	243
27	15	33	68	71	152	243	243
28	15	33	71	71	152	243	243
29	15	33	74	72	152	242	242
30	15	33	77	74	152	242	242

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	13	20	40	151	294	3 114
2	1	13	20	40	151	336	2 339
3	1	14	22	44	147	352	1 776
4	1	15	25	48	145	353	1 377
5	2	17	28	51	145	345	1 093
6	4	19	30	54	145	332	887
7	5	22	32	56	145	317	734
8	6	23	33	58	145	301	616
9	6	24	35	60	145	284	525
10	7	25	37	62	145	267	451
11	7	25	37	63	145	251	392
12	7	25	38	63	145	236	343
13	7	26	38	63	145	235	302
14	7	26	38	63	145	235	267
15	7	26	39	63	145	235	237
16	7	26	41	63	145	235	235
17	7	26	44	63	145	235	235
18	7	26	46	63	145	235	235
19	7	26	49	63	145	235	235
20	8	26	50	63	145	235	235
21	8	26	53	63	145	235	235
22	9	26	56	63	145	235	235
23	9	26	58	63	145	235	235
24	9	26	61	63	145	235	235
25	10	26	63	63	145	235	235
26	10	26	65	65	145	235	235
27	10	26	67	67	145	235	235
28	11	26	70	69	145	235	235
29	11	26	72	70	145	235	235
30	12	27	75	72	145	235	235

3.4. Forint

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	73	85	92	112	223	315	3 322
2	71	83	89	109	220	356	2 500
3	73	85	94	116	218	374	1 899
4	71	85	95	118	214	375	1 473
5	70	85	96	119	213	367	1 169
6	70	86	97	120	211	354	948
7	70	87	97	121	209	338	784
8	70	87	97	122	209	320	658
9	69	87	98	124	208	302	560
10	67	85	97	123	205	295	482
11	65	84	96	121	203	293	418
12	64	83	95	120	202	292	365
13	64	82	94	120	201	292	322
14	64	82	94	120	201	291	291
15	63	82	94	119	201	291	291
16	63	81	93	119	200	291	291
17	63	81	93	119	200	291	291
18	62	81	93	118	200	290	290
19	62	80	92	118	199	289	289
20	61	80	91	117	198	289	289
21	61	79	91	116	198	288	288
22	60	78	90	116	197	288	288
23	59	77	89	115	196	287	287
24	58	76	88	114	195	286	286
25	57	75	87	113	194	285	285
26	56	74	86	112	193	284	284
27	55	73	85	111	192	283	283
28	54	72	84	110	191	281	281
29	53	71	83	109	190	280	280
30	52	70	82	108	189	279	279

3.5. Krona

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	5	17	23	43	155	293	3 107
2	6	18	25	45	156	335	2 335
3	7	20	28	51	153	351	1 774
4	8	22	31	55	151	352	1 376
5	9	24	35	58	151	345	1 093
6	11	26	37	60	151	332	887
7	12	29	39	62	151	317	733
8	12	29	40	64	151	301	616
9	12	30	41	66	150	284	524
10	12	30	42	68	150	267	451
11	13	31	43	69	150	251	392
12	13	31	43	69	150	241	343
13	13	31	43	69	150	241	302
14	13	31	43	69	150	241	267
15	13	32	44	69	151	241	241
16	13	32	44	69	151	241	241
17	14	32	44	70	151	241	241
18	14	32	46	70	151	242	242
19	14	33	49	70	152	242	242
20	15	33	50	71	152	243	243
21	15	34	53	71	152	243	243
22	16	34	56	71	153	243	243
23	16	34	58	72	153	243	243
24	16	34	61	72	153	243	243
25	16	34	63	72	153	243	243
26	16	34	66	72	153	243	243
27	16	34	67	71	153	243	243
28	16	34	70	71	153	243	243
29	15	34	73	71	153	243	243
30	15	34	75	72	152	243	243

3.6. 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	12	19	39	150	294	3 112
2	0	12	19	39	150	335	2 337
3	1	13	21	44	146	351	1 775
4	1	14	24	48	144	352	1 377
5	2	16	27	50	144	345	1 093
6	3	19	30	53	144	332	887
7	5	21	31	55	144	317	733
8	5	22	33	57	144	301	616
9	6	23	34	60	144	284	524
10	6	24	36	62	144	267	451
11	6	25	37	62	144	251	391
12	7	25	37	62	144	235	342
13	7	25	37	62	144	234	301
14	7	25	37	62	144	234	267
15	7	25	39	62	144	234	237
16	7	25	41	62	144	234	234
17	7	25	44	62	144	234	234
18	7	25	46	62	144	234	234
19	7	25	49	62	144	234	234
20	8	25	50	62	144	234	234
21	8	25	53	62	144	234	234
22	9	25	56	62	144	234	234
23	9	25	58	62	144	234	234
24	9	25	61	63	144	234	234
25	10	25	63	63	144	234	234
26	10	25	65	65	144	234	234
27	10	25	67	67	144	234	234
28	11	25	69	68	144	234	234
29	11	26	72	70	144	234	234
30	12	27	75	72	144	234	234

3.7. 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	10	21	44	170	302	3 208
2	0	10	21	44	170	344	2 407
3	1	11	23	48	166	361	1 827
4	1	13	26	54	163	361	1 416
5	1	16	29	57	162	353	1 123
6	2	19	33	59	161	340	911
7	4	22	37	60	160	325	753
8	6	25	38	60	159	308	633
9	9	31	42	59	158	291	538
10	12	34	43	59	157	274	463
11	11	33	43	59	156	257	402
12	10	33	43	59	155	246	352
13	9	32	43	60	155	245	310
14	9	32	44	60	154	245	274
15	9	32	44	60	153	244	244
16	9	32	45	60	152	243	243
17	9	32	45	60	152	242	242
18	9	32	48	60	151	242	242
19	9	32	50	60	151	242	242
20	9	32	52	60	152	242	242
21	9	32	54	60	152	242	242
22	9	32	57	60	151	242	242
23	9	32	60	61	151	241	241
24	10	32	62	62	150	241	241
25	10	32	65	65	150	240	240
26	10	32	67	67	149	239	239
27	11	32	70	69	148	239	239
28	11	32	72	70	148	238	238
29	11	32	74	72	147	238	238
30	12	32	77	74	147	237	237

3.8. 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	77	89	95	115	226	319	3 361
2	76	88	95	115	226	361	2 533
3	76	88	97	119	221	378	1 925
4	75	88	98	122	218	379	1 492
5	74	89	100	122	216	371	1 184
6	74	90	101	124	215	358	960
7	74	90	101	124	213	341	793
8	73	90	100	125	211	323	665
9	71	89	100	126	210	305	565
10	71	89	101	126	208	299	485
11	70	88	100	126	207	298	421
12	69	87	99	124	206	296	367
13	67	86	97	123	204	295	323
14	66	84	96	122	203	294	294
15	65	83	95	120	202	292	292
16	64	82	94	119	201	291	291
17	63	81	93	118	200	290	290
18	62	80	92	118	199	289	289
19	61	79	91	117	198	288	288
20	60	78	90	116	197	288	288
21	59	77	89	115	196	287	287
22	58	76	88	114	195	286	286
23	57	75	87	113	194	285	285
24	56	74	86	112	193	283	283
25	55	73	85	110	192	282	282
26	53	72	84	109	191	281	281
27	52	71	82	108	189	280	280
28	51	69	81	107	188	279	279
29	50	68	80	106	187	278	278
30	49	67	79	105	186	277	277

3.9. 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	50	62	68	88	200	301	3 203
2	50	62	69	88	200	346	2 417
3	50	63	71	93	195	363	1 839
4	50	63	73	97	193	365	1 428
5	50	64	75	98	192	358	1 135
6	50	65	76	100	190	345	922
7	50	67	77	100	189	330	763
8	50	67	77	102	188	313	641
9	49	66	78	103	187	296	546
10	48	66	78	104	186	279	470
11	48	66	78	104	185	276	408
12	47	66	78	103	185	275	357
13	47	65	77	103	184	275	314
14	46	65	77	102	184	274	278
15	46	64	76	102	183	273	273
16	45	63	75	101	182	273	273
17	45	63	75	100	182	272	272
18	44	62	74	100	181	272	272
19	44	62	74	99	181	271	271
20	43	62	74	99	181	271	271
21	43	61	73	99	180	271	271
22	43	61	73	98	180	270	270
23	42	60	72	98	179	270	270
24	41	60	72	97	179	269	269
25	41	59	71	96	178	268	268
26	40	58	70	96	177	268	268
27	39	57	70	95	176	267	267
28	38	57	72	94	176	266	266
29	38	56	74	93	175	265	265
30	37	55	77	93	174	265	265

3.10. Króna

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	86	99	105	125	236	328	3 386
2	86	98	104	124	236	362	2 542
3	84	97	105	128	230	378	1 927
4	83	97	106	130	226	379	1 491
5	83	97	108	131	225	370	1 181
6	83	99	110	133	224	356	957
7	85	101	111	135	224	339	790
8	84	102	112	136	223	321	662
9	85	102	113	139	223	314	563
10	85	103	115	140	223	313	483
11	85	103	115	141	222	313	419
12	84	102	114	140	221	312	366
13	83	101	113	139	220	311	321
14	82	100	112	138	219	310	310
15	81	99	111	137	218	309	309
16	80	98	110	136	217	307	307
17	79	97	109	135	216	306	306
18	78	96	108	134	215	305	305
19	77	95	107	132	214	304	304
20	76	94	106	131	213	303	303
21	74	93	105	130	212	302	302
22	73	91	103	129	210	301	301
23	72	90	102	127	209	299	299
24	70	88	100	126	207	298	298
25	69	87	99	125	206	296	296
26	67	85	97	123	204	295	295
27	66	84	96	122	203	293	293
28	64	83	94	120	201	292	292
29	63	81	93	119	200	291	291
30	61	80	92	117	199	289	289

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	38	44	64	176	303	3 219
2	27	39	45	65	176	346	2 418
3	26	39	47	69	171	362	1 834
4	25	39	49	72	169	362	1 420
5	26	40	51	74	168	354	1 126
6	26	42	53	76	167	341	913
7	27	44	54	77	166	325	754
8	27	44	54	79	165	308	633
9	26	44	55	81	165	291	538
10	26	44	56	82	164	274	463
11	26	44	56	82	163	257	401
12	26	44	56	81	163	253	351
13	25	43	55	81	162	253	309
14	24	43	55	80	162	252	273
15	24	42	54	80	161	252	252
16	23	42	54	79	161	251	251
17	23	42	53	79	160	251	251
18	23	41	53	79	160	251	251
19	23	41	53	79	160	251	251
20	23	41	53	79	160	251	251
21	23	41	54	79	160	251	251
22	23	41	57	79	160	251	251
23	23	41	59	79	160	251	251
24	23	41	61	79	160	250	250
25	22	41	63	78	160	250	250
26	22	40	66	78	159	250	250
27	22	40	68	78	159	250	250
28	22	40	71	77	159	249	249
29	21	39	73	77	158	249	249
30	21	39	75	77	158	249	249

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	20	131	285	3 009
2	0	1	6	21	132	325	2 258
3	1	1	8	26	128	340	1 714
4	1	3	11	30	126	341	1 329
5	1	4	13	33	127	334	1 055
6	2	4	16	36	127	322	857
7	2	5	19	38	127	307	708
8	2	7	21	40	127	291	595
9	3	7	24	43	127	275	507
10	4	9	26	44	127	259	436
11	4	9	28	46	128	243	378
12	4	10	31	45	126	228	331
13	4	11	33	46	127	218	292
14	5	12	35	46	127	218	258
15	6	13	38	45	126	217	230
16	6	14	40	44	125	216	216
17	6	15	42	46	125	216	216
18	6	15	45	49	126	216	216
19	7	17	47	50	126	217	217
20	7	17	49	52	127	217	217
21	7	19	52	54	127	217	217
22	9	19	54	56	127	217	217
23	9	20	57	57	127	217	217
24	9	21	58	60	127	217	217
25	10	22	61	62	128	217	217
26	10	23	63	63	128	217	217
27	10	24	66	65	130	217	217
28	11	24	68	67	131	217	217
29	11	25	70	69	132	217	217
30	11	26	73	70	134	217	217

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	37	49	56	76	187	301	3 193
2	38	50	56	76	187	343	2 399
3	37	50	58	81	183	360	1 821
4	37	51	61	84	181	361	1 412
5	38	52	63	86	180	353	1 121
6	39	54	65	88	179	340	909
7	40	56	66	90	179	325	752
8	39	56	67	91	178	308	632
9	39	57	68	93	177	291	538
10	39	57	69	94	177	274	463
11	39	57	69	95	176	267	402
12	38	56	68	94	175	266	351
13	38	56	68	94	175	265	309
14	37	56	67	93	174	265	274
15	37	55	67	93	174	265	265
16	36	54	66	92	173	264	264
17	36	54	66	92	173	264	264
18	35	54	66	91	173	263	263
19	35	53	65	91	172	263	263
20	35	53	65	91	172	263	263
21	35	53	65	90	172	262	262
22	34	52	64	90	171	262	262
23	34	52	64	89	171	261	261
24	33	51	63	89	170	261	261
25	32	50	65	88	169	260	260
26	31	50	67	87	169	259	259
27	31	49	70	87	168	258	258
28	30	48	72	86	167	258	258
29	29	47	74	85	166	257	257
30	28	47	77	84	166	256	256

3.14. 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	14	26	32	52	164	295	3 130
2	15	27	33	53	164	337	2 351
3	15	28	36	59	161	353	1 785
4	16	29	39	63	159	354	1 384
5	17	31	42	65	159	346	1 098
6	18	34	44	68	159	334	891
7	20	36	46	70	159	319	737
8	20	37	48	72	159	302	619
9	20	38	49	74	159	285	527
10	21	39	51	76	159	269	454
11	21	39	51	77	159	252	394
12	21	40	52	77	159	249	344
13	22	40	52	77	159	249	303
14	22	40	52	77	159	249	268
15	22	40	52	77	159	249	249
16	21	40	52	77	159	249	249
17	21	40	52	77	159	249	249
18	21	40	52	77	159	249	249
19	21	40	52	77	159	249	249
20	22	40	52	77	159	249	249
21	21	40	53	77	159	249	249
22	21	39	56	77	158	249	249
23	21	39	58	77	158	248	248
24	20	39	61	76	157	248	248
25	20	38	63	76	157	247	247
26	19	38	66	75	157	247	247
27	19	37	68	75	156	247	247
28	18	37	71	74	156	246	246
29	18	36	73	74	155	246	246
30	18	36	75	74	155	245	245

3.15. Colombian peso

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	80	92	99	119	230	322	3 411
2	86	98	105	125	236	370	2 601
3	88	101	109	132	234	392	1 993
4	90	103	113	137	233	395	1 553
5	93	108	119	141	235	388	1 236
6	96	111	122	146	237	375	1 004
7	98	115	125	149	237	359	831
8	100	117	128	152	239	341	698
9	102	119	130	156	240	330	595
10	102	120	132	158	240	331	512
11	103	121	133	159	240	331	444
12	102	120	132	158	239	330	388
13	101	119	131	157	238	329	341
14	100	118	130	156	237	327	327
15	98	117	129	154	236	326	326
16	97	115	127	153	234	325	325
17	96	114	126	151	233	323	323
18	94	112	124	150	231	322	322
19	93	111	123	149	230	320	320
20	91	110	121	147	228	319	319
21	90	108	120	145	227	317	317
22	88	106	118	144	225	316	316
23	86	104	116	142	223	314	314
24	84	103	115	140	222	312	312
25	83	101	113	138	220	310	310
26	81	99	111	137	218	308	308
27	79	97	109	135	216	307	307
28	77	96	107	133	214	305	305
29	76	94	106	131	213	303	303
30	74	92	104	130	211	302	302

3.16. 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	8	20	27	47	158	298	3 160
2	11	23	29	49	161	339	2 366
3	13	25	34	56	158	355	1 794
4	14	28	38	61	157	355	1 390
5	16	31	42	64	158	347	1 103
6	18	33	44	68	159	334	894
7	20	36	46	70	159	319	739
8	20	37	48	72	159	303	621
9	20	38	49	74	159	286	529
10	21	39	51	76	159	269	455
11	21	39	51	77	158	253	395
12	21	39	51	77	158	249	345
13	20	39	51	76	158	248	304
14	20	38	50	76	157	248	269
15	19	38	50	75	157	247	247
16	19	37	49	75	156	246	246
17	19	37	49	74	156	246	246
18	18	37	49	74	156	246	246
19	18	37	49	74	156	246	246
20	19	37	52	74	156	246	246
21	19	37	53	75	156	246	246
22	19	37	56	75	156	246	246
23	19	37	58	75	156	246	246
24	19	37	61	74	156	246	246
25	18	37	63	74	156	246	246
26	18	36	66	74	155	246	246
27	18	36	68	74	155	246	246
28	18	36	71	74	155	245	245
29	17	36	73	73	155	245	245
30	17	36	75	73	154	245	245

3.17. 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	10	30	141	289	3 057
2	0	4	11	31	142	330	2 295
3	1	5	13	35	138	345	1 741
4	1	5	15	39	135	346	1 350
5	1	7	18	40	134	338	1 071
6	2	9	19	43	134	326	869
7	2	11	21	44	133	311	718
8	2	11	21	46	132	294	603
9	3	11	24	47	132	278	513
10	4	11	26	49	131	261	441
11	4	12	28	50	131	245	383
12	4	12	31	50	131	230	335
13	5	12	34	50	131	222	295
14	5	13	36	50	132	222	261
15	6	13	38	51	132	222	232
16	6	14	41	51	132	223	223
17	6	15	43	52	133	223	223
18	6	15	45	52	134	224	224
19	7	17	48	53	134	225	225
20	7	17	50	54	135	226	226
21	8	19	52	55	136	227	227
22	9	19	54	56	137	227	227
23	9	20	57	58	137	228	228
24	9	21	59	60	138	228	228
25	10	22	62	62	138	229	229
26	10	23	64	64	138	229	229
27	10	24	67	65	139	229	229
28	11	25	69	67	139	229	229
29	11	26	72	69	139	230	230
30	11	26	74	71	139	230	230

3.18. 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	23	35	41	61	173	290	3 075
2	24	36	43	62	174	332	2 308
3	24	37	45	68	170	347	1 752
4	25	38	48	72	168	348	1 358
5	26	40	51	74	168	340	1 077
6	27	42	53	76	167	328	874
7	28	44	54	78	167	312	722
8	27	44	55	79	166	296	606
9	27	45	56	81	165	279	516
10	27	45	57	82	165	263	444
11	27	45	57	83	164	255	385
12	26	45	57	82	164	254	337
13	26	44	56	82	163	254	297
14	26	44	56	82	163	254	263
15	26	44	56	82	163	254	254
16	26	44	56	82	163	254	254
17	26	44	56	82	163	254	254
18	26	45	56	82	163	254	254
19	27	45	57	82	164	254	254
20	27	45	57	83	164	254	254
21	27	45	57	83	164	255	255
22	27	45	57	83	164	255	255
23	27	45	57	83	164	254	254
24	27	45	60	82	164	254	254
25	26	45	62	82	164	254	254
26	26	44	65	82	163	254	254
27	26	44	67	82	163	254	254
28	26	44	69	81	163	253	253
29	25	44	72	81	162	253	253
30	25	43	74	81	162	253	253

3.19. 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	14	25	49	163	301	3 197
2	0	14	25	49	163	343	2 394
3	1	17	28	54	160	358	1 815
4	2	20	31	59	159	359	1 407
5	4	23	36	65	160	351	1 116
6	6	27	39	67	160	338	905
7	9	31	42	70	160	323	748
8	11	35	46	73	160	306	628
9	13	38	50	76	160	289	535
10	15	40	52	77	160	272	460
11	16	41	53	78	160	256	399
12	16	43	54	79	160	251	349
13	17	44	55	80	160	251	307
14	18	45	56	80	160	251	272
15	18	45	56	80	160	251	251
16	18	45	56	80	160	250	250
17	18	45	56	80	160	250	250
18	18	45	56	80	160	251	251
19	18	45	56	80	160	251	251
20	18	45	56	80	160	251	251
21	18	45	56	80	160	251	251
22	18	45	57	80	160	251	251
23	18	45	59	80	160	251	251
24	18	45	61	80	160	250	250
25	18	45	64	80	160	250	250
26	18	45	66	80	159	250	250
27	18	45	68	80	159	250	250
28	18	45	71	80	159	249	249
29	18	45	73	80	158	249	249
30	18	45	76	80	158	248	248

3.20. 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	4	11	122	288	3 052
2	0	1	6	13	122	330	2 296
3	1	1	8	15	117	346	1 744
4	1	3	11	18	114	347	1 352
5	1	4	13	20	113	339	1 074
6	2	4	16	23	113	327	871
7	2	6	19	26	113	312	720
8	2	7	21	27	113	296	605
9	3	7	24	30	113	279	515
10	4	9	27	32	113	263	443
11	4	9	29	35	113	247	385
12	4	10	31	37	113	232	337
13	5	11	34	39	113	217	297
14	5	12	36	41	114	204	263
15	6	13	38	43	114	204	234
16	6	14	41	45	114	205	209
17	6	15	43	47	115	205	205
18	6	16	46	49	117	206	206
19	7	17	48	51	120	206	206
20	7	17	50	53	121	207	207
21	8	19	53	55	124	207	207
22	9	19	55	57	125	208	208
23	9	21	57	59	126	208	208
24	9	21	60	60	129	208	208
25	10	22	62	62	130	208	208
26	10	23	65	64	132	208	208
27	10	24	67	66	132	208	208
28	11	25	69	68	134	208	208
29	11	26	72	70	135	208	208
30	12	27	74	71	136	208	208

Recitals Article 1 Article 2 ANNEX I - Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment ANNEX II - Fundamental spreads for the calculation of the matching adjustment ANNEX III - Volatility adjustment to the relevant risk-free interest rate term structure

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