Division 1 Exposures to central governments and central banks
United Kingdom
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 | 33 | 5 | 0 | 26 | 1 |
| 2 | 0 | 0 | 40 | 5 | 0 | 43 | 1 |
| 3 | 0 | 1 | 46 | 5 | 2 | 49 | 0 |
| 4 | 0 | 3 | 49 | 5 | 4 | 50 | 0 |
| 5 | 0 | 4 | 53 | 5 | 5 | 53 | 0 |
| 6 | 1 | 5 | 56 | 5 | 7 | 55 | 0 |
| 7 | 2 | 6 | 59 | 5 | 9 | 56 | 0 |
| 8 | 3 | 7 | 61 | 5 | 12 | 55 | 0 |
| 9 | 3 | 8 | 63 | 5 | 13 | 52 | 0 |
| 10 | 4 | 8 | 65 | 5 | 14 | 52 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 0 | 411 | 4 | 17 |
| 2 | 0 | 0 | 0 | 0 | 253 | 4 | 24 |
| 3 | 1 | 0 | 0 | 0 | 224 | 4 | 26 |
| 4 | 3 | 0 | 0 | 0 | 194 | 4 | 27 |
| 5 | 4 | 0 | 0 | 0 | 177 | 4 | 29 |
| 6 | 5 | 0 | 0 | 0 | 174 | 4 | 30 |
| 7 | 6 | 0 | 0 | 0 | 171 | 4 | 31 |
| 8 | 7 | 0 | 1 | 0 | 175 | 2 | 32 |
| 9 | 8 | 1 | 2 | 0 | 177 | 1 | 32 |
| 10 | 8 | 1 | 3 | 0 | 179 | 4 | 32 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 5 | 5 | 0 | 17 | 0 | 4 |
| 2 | 14 | 12 | 12 | 0 | 24 | 0 | 4 |
| 3 | 18 | 15 | 15 | 0 | 26 | 0 | 4 |
| 4 | 20 | 17 | 17 | 0 | 27 | 0 | 4 |
| 5 | 22 | 19 | 19 | 0 | 29 | 0 | 4 |
| 6 | 24 | 20 | 21 | 0 | 30 | 0 | 4 |
| 7 | 25 | 22 | 22 | 0 | 31 | 0 | 4 |
| 8 | 27 | 23 | 24 | 1 | 32 | 0 | 4 |
| 9 | 28 | 24 | 25 | 2 | 32 | 0 | 4 |
| 10 | 29 | 25 | 25 | 3 | 32 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
|---|---|---|---|---|---|---|---|
| 1 | 26 | 9 | 13 | 20 | 5 | 0 | 0 |
| 2 | 43 | 18 | 17 | 23 | 12 | 0 | 0 |
| 3 | 49 | 20 | 19 | 27 | 15 | 0 | 0 |
| 4 | 50 | 21 | 20 | 32 | 17 | 0 | 0 |
| 5 | 53 | 23 | 22 | 35 | 19 | 0 | 0 |
| 6 | 55 | 24 | 23 | 38 | 21 | 0 | 0 |
| 7 | 56 | 26 | 25 | 40 | 22 | 0 | 0 |
| 8 | 55 | 27 | 26 | 41 | 24 | 0 | 0 |
| 9 | 52 | 29 | 26 | 42 | 25 | 0 | 0 |
| 10 | 52 | 26 | 26 | 42 | 25 | 0 | 0 |
| Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 |
| 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 |
| 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |
| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 11 | 0 | 10 | 0 | 0 | 9 |
| 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 1 | 30 | 0 | 10 | 0 | 0 | 9 |
| 4 | 2 | 38 | 0 | 10 | 0 | 0 | 10 |
| 5 | 2 | 39 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 43 | 0 | 10 | 0 | 0 | 10 |
| 7 | 3 | 45 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 43 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 40 | 0 | 10 | 1 | 0 | 10 |
| 10 | 5 | 42 | 0 | 10 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 4 | 10 | 0 | 4 |
| 2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 6 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 5 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 6 | 15 | 0 | 4 |
| 7 | 0 | 8 | 0 | 8 | 16 | 0 | 4 |
| 8 | 0 | 12 | 0 | 9 | 16 | 0 | 4 |
| 9 | 0 | 18 | 0 | 9 | 16 | 0 | 4 |
| 10 | 0 | 18 | 0 | 10 | 16 | 0 | 4 |
| Duration (in years) | United States |
|---|---|
| 1 | 0 |
| 2 | 0 |
| 3 | 0 |
| 4 | 0 |
| 5 | 0 |
| 6 | 0 |
| 7 | 0 |
| 8 | 0 |
| 9 | 0 |
| 10 | 0 |