Duration method: time-bands and assumed changes in yield
| Time-band | Assumed change in yield | |
| Zone 1 | 1 month or less | 1.00 |
| 1 to 3 months | 1.00 | |
| 3 to 6 months | 1.00 | |
| 6 to 12 months | 1.00 | |
| Zone 2 | 1 to 1.9 years | 0.90 |
| 1.9 to 2.8 years | 0.80 | |
| 2.8 to 3.6 years | 0.75 | |
| Zone 3 | 3.6 to 4.3 years | 0.75 |
| 4.3 to 5.7 years | 0.70 | |
| 5.7 to 7.3 years | 0.65 | |
| 7.3 to 9.3 years | 0.60 | |
| 9.3 to 10.6 years | 0.60 | |
| 10.6 to 12 years | 0.60 | |
| 12 to 20 years | 0.60 | |
| > 20 years | 0.60 |
October 07