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Document 32023R2574
Commission Implementing Regulation (EU) 2023/2574 of 20 November 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2023 until 30 December 2023 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
Commission Implementing Regulation (EU) 2023/2574 of 20 November 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2023 until 30 December 2023 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
Commission Implementing Regulation (EU) 2023/2574 of 20 November 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2023 until 30 December 2023 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
C/2023/7738
OJ L, 2023/2574, 21.11.2023, ELI: http://data.europa.eu/eli/reg_impl/2023/2574/oj (BG, ES, CS, DA, DE, ET, EL, EN, FR, GA, HR, IT, LV, LT, HU, MT, NL, PL, PT, RO, SK, SL, FI, SV)
In force
|
Official Journal |
EN Series L |
|
2023/2574 |
21.11.2023 |
COMMISSION IMPLEMENTING REGULATION (EU) 2023/2574
of 20 November 2023
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2023 until 30 December 2023 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 reinsurance 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 October 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2023 market data. That information was published on 6 October 2023 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
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 September 2023 until 30 December 2023.
2. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
|
(a) |
the relevant risk-free interest rate term structures set out in Annex I; |
|
(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 September 2023.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 20 November 2023.
For the Commission
The President
Ursula VON DER LEYEN
(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 |
Lev |
|
1 |
4,047 % |
6,425 % |
4,037 % |
8,681 % |
4,055 % |
3,997 % |
|
2 |
3,701 % |
5,204 % |
3,691 % |
8,359 % |
3,907 % |
3,651 % |
|
3 |
3,468 % |
4,719 % |
3,458 % |
8,049 % |
3,701 % |
3,418 % |
|
4 |
3,352 % |
4,560 % |
3,342 % |
7,770 % |
3,552 % |
3,302 % |
|
5 |
3,292 % |
4,497 % |
3,282 % |
7,553 % |
3,457 % |
3,242 % |
|
6 |
3,263 % |
4,458 % |
3,253 % |
7,395 % |
3,401 % |
3,213 % |
|
7 |
3,254 % |
4,432 % |
3,244 % |
7,283 % |
3,368 % |
3,204 % |
|
8 |
3,257 % |
4,413 % |
3,247 % |
7,209 % |
3,348 % |
3,207 % |
|
9 |
3,267 % |
4,401 % |
3,257 % |
7,166 % |
3,337 % |
3,217 % |
|
10 |
3,283 % |
4,394 % |
3,273 % |
7,140 % |
3,332 % |
3,233 % |
|
11 |
3,312 % |
4,391 % |
3,302 % |
7,130 % |
3,331 % |
3,262 % |
|
12 |
3,314 % |
4,390 % |
3,304 % |
7,129 % |
3,333 % |
3,264 % |
|
13 |
3,320 % |
4,388 % |
3,310 % |
7,134 % |
3,336 % |
3,270 % |
|
14 |
3,328 % |
4,385 % |
3,318 % |
7,145 % |
3,340 % |
3,278 % |
|
15 |
3,329 % |
4,379 % |
3,319 % |
7,155 % |
3,344 % |
3,279 % |
|
16 |
3,314 % |
4,369 % |
3,304 % |
7,150 % |
3,349 % |
3,264 % |
|
17 |
3,290 % |
4,356 % |
3,280 % |
7,129 % |
3,353 % |
3,240 % |
|
18 |
3,263 % |
4,341 % |
3,253 % |
7,098 % |
3,357 % |
3,212 % |
|
19 |
3,235 % |
4,325 % |
3,225 % |
7,059 % |
3,362 % |
3,185 % |
|
20 |
3,211 % |
4,308 % |
3,201 % |
7,014 % |
3,365 % |
3,161 % |
|
21 |
3,192 % |
4,290 % |
3,182 % |
6,964 % |
3,369 % |
3,143 % |
|
22 |
3,178 % |
4,272 % |
3,168 % |
6,912 % |
3,372 % |
3,130 % |
|
23 |
3,167 % |
4,254 % |
3,158 % |
6,857 % |
3,375 % |
3,120 % |
|
24 |
3,160 % |
4,235 % |
3,151 % |
6,802 % |
3,378 % |
3,114 % |
|
25 |
3,155 % |
4,217 % |
3,146 % |
6,747 % |
3,381 % |
3,110 % |
|
26 |
3,152 % |
4,199 % |
3,143 % |
6,691 % |
3,384 % |
3,108 % |
|
27 |
3,151 % |
4,181 % |
3,142 % |
6,637 % |
3,386 % |
3,108 % |
|
28 |
3,151 % |
4,164 % |
3,142 % |
6,583 % |
3,388 % |
3,109 % |
|
29 |
3,152 % |
4,147 % |
3,143 % |
6,530 % |
3,390 % |
3,111 % |
|
30 |
3,153 % |
4,131 % |
3,145 % |
6,479 % |
3,392 % |
3,113 % |
|
31 |
3,156 % |
4,115 % |
3,148 % |
6,429 % |
3,394 % |
3,117 % |
|
32 |
3,159 % |
4,099 % |
3,151 % |
6,381 % |
3,396 % |
3,121 % |
|
33 |
3,162 % |
4,084 % |
3,155 % |
6,334 % |
3,398 % |
3,125 % |
|
34 |
3,166 % |
4,070 % |
3,159 % |
6,289 % |
3,399 % |
3,130 % |
|
35 |
3,170 % |
4,056 % |
3,163 % |
6,245 % |
3,401 % |
3,135 % |
|
36 |
3,174 % |
4,042 % |
3,167 % |
6,203 % |
3,402 % |
3,140 % |
|
37 |
3,179 % |
4,029 % |
3,172 % |
6,162 % |
3,403 % |
3,145 % |
|
38 |
3,183 % |
4,016 % |
3,176 % |
6,123 % |
3,404 % |
3,150 % |
|
39 |
3,187 % |
4,004 % |
3,181 % |
6,085 % |
3,406 % |
3,155 % |
|
40 |
3,192 % |
3,992 % |
3,185 % |
6,049 % |
3,407 % |
3,160 % |
|
41 |
3,196 % |
3,980 % |
3,190 % |
6,014 % |
3,408 % |
3,166 % |
|
42 |
3,200 % |
3,969 % |
3,195 % |
5,980 % |
3,409 % |
3,171 % |
|
43 |
3,205 % |
3,958 % |
3,199 % |
5,948 % |
3,410 % |
3,176 % |
|
44 |
3,209 % |
3,948 % |
3,203 % |
5,917 % |
3,411 % |
3,181 % |
|
45 |
3,213 % |
3,938 % |
3,208 % |
5,887 % |
3,411 % |
3,185 % |
|
46 |
3,217 % |
3,928 % |
3,212 % |
5,858 % |
3,412 % |
3,190 % |
|
47 |
3,222 % |
3,919 % |
3,216 % |
5,830 % |
3,413 % |
3,195 % |
|
48 |
3,225 % |
3,910 % |
3,220 % |
5,803 % |
3,414 % |
3,199 % |
|
49 |
3,229 % |
3,901 % |
3,224 % |
5,778 % |
3,415 % |
3,204 % |
|
50 |
3,233 % |
3,892 % |
3,228 % |
5,753 % |
3,415 % |
3,208 % |
|
51 |
3,237 % |
3,884 % |
3,232 % |
5,729 % |
3,416 % |
3,212 % |
|
52 |
3,240 % |
3,876 % |
3,236 % |
5,706 % |
3,417 % |
3,216 % |
|
53 |
3,244 % |
3,869 % |
3,239 % |
5,683 % |
3,417 % |
3,220 % |
|
54 |
3,247 % |
3,861 % |
3,243 % |
5,662 % |
3,418 % |
3,224 % |
|
55 |
3,251 % |
3,854 % |
3,246 % |
5,641 % |
3,418 % |
3,228 % |
|
56 |
3,254 % |
3,847 % |
3,250 % |
5,621 % |
3,419 % |
3,232 % |
|
57 |
3,257 % |
3,841 % |
3,253 % |
5,601 % |
3,420 % |
3,235 % |
|
58 |
3,260 % |
3,834 % |
3,256 % |
5,582 % |
3,420 % |
3,239 % |
|
59 |
3,263 % |
3,828 % |
3,259 % |
5,564 % |
3,421 % |
3,242 % |
|
60 |
3,266 % |
3,822 % |
3,262 % |
5,546 % |
3,421 % |
3,245 % |
|
61 |
3,269 % |
3,816 % |
3,265 % |
5,529 % |
3,422 % |
3,248 % |
|
62 |
3,272 % |
3,810 % |
3,268 % |
5,513 % |
3,422 % |
3,251 % |
|
63 |
3,275 % |
3,804 % |
3,271 % |
5,497 % |
3,422 % |
3,255 % |
|
64 |
3,277 % |
3,799 % |
3,273 % |
5,481 % |
3,423 % |
3,257 % |
|
65 |
3,280 % |
3,794 % |
3,276 % |
5,466 % |
3,423 % |
3,260 % |
|
66 |
3,282 % |
3,788 % |
3,278 % |
5,452 % |
3,424 % |
3,263 % |
|
67 |
3,285 % |
3,783 % |
3,281 % |
5,437 % |
3,424 % |
3,266 % |
|
68 |
3,287 % |
3,779 % |
3,283 % |
5,424 % |
3,425 % |
3,268 % |
|
69 |
3,289 % |
3,774 % |
3,286 % |
5,410 % |
3,425 % |
3,271 % |
|
70 |
3,292 % |
3,769 % |
3,288 % |
5,397 % |
3,425 % |
3,274 % |
|
71 |
3,294 % |
3,765 % |
3,290 % |
5,385 % |
3,426 % |
3,276 % |
|
72 |
3,296 % |
3,761 % |
3,292 % |
5,372 % |
3,426 % |
3,278 % |
|
73 |
3,298 % |
3,756 % |
3,294 % |
5,360 % |
3,426 % |
3,281 % |
|
74 |
3,300 % |
3,752 % |
3,297 % |
5,349 % |
3,427 % |
3,283 % |
|
75 |
3,302 % |
3,748 % |
3,299 % |
5,337 % |
3,427 % |
3,285 % |
|
76 |
3,304 % |
3,744 % |
3,301 % |
5,326 % |
3,427 % |
3,287 % |
|
77 |
3,306 % |
3,741 % |
3,302 % |
5,316 % |
3,427 % |
3,289 % |
|
78 |
3,308 % |
3,737 % |
3,304 % |
5,305 % |
3,428 % |
3,291 % |
|
79 |
3,309 % |
3,733 % |
3,306 % |
5,295 % |
3,428 % |
3,293 % |
|
80 |
3,311 % |
3,730 % |
3,308 % |
5,285 % |
3,428 % |
3,295 % |
|
81 |
3,313 % |
3,726 % |
3,310 % |
5,275 % |
3,429 % |
3,297 % |
|
82 |
3,314 % |
3,723 % |
3,311 % |
5,266 % |
3,429 % |
3,299 % |
|
83 |
3,316 % |
3,720 % |
3,313 % |
5,256 % |
3,429 % |
3,301 % |
|
84 |
3,318 % |
3,716 % |
3,315 % |
5,247 % |
3,429 % |
3,303 % |
|
85 |
3,319 % |
3,713 % |
3,316 % |
5,239 % |
3,430 % |
3,304 % |
|
86 |
3,321 % |
3,710 % |
3,318 % |
5,230 % |
3,430 % |
3,306 % |
|
87 |
3,322 % |
3,707 % |
3,319 % |
5,222 % |
3,430 % |
3,308 % |
|
88 |
3,324 % |
3,704 % |
3,321 % |
5,213 % |
3,430 % |
3,309 % |
|
89 |
3,325 % |
3,701 % |
3,322 % |
5,205 % |
3,431 % |
3,311 % |
|
90 |
3,326 % |
3,699 % |
3,324 % |
5,197 % |
3,431 % |
3,312 % |
|
91 |
3,328 % |
3,696 % |
3,325 % |
5,190 % |
3,431 % |
3,314 % |
|
92 |
3,329 % |
3,693 % |
3,326 % |
5,182 % |
3,431 % |
3,315 % |
|
93 |
3,330 % |
3,691 % |
3,328 % |
5,175 % |
3,431 % |
3,317 % |
|
94 |
3,332 % |
3,688 % |
3,329 % |
5,168 % |
3,432 % |
3,318 % |
|
95 |
3,333 % |
3,686 % |
3,330 % |
5,161 % |
3,432 % |
3,320 % |
|
96 |
3,334 % |
3,683 % |
3,331 % |
5,154 % |
3,432 % |
3,321 % |
|
97 |
3,335 % |
3,681 % |
3,333 % |
5,147 % |
3,432 % |
3,322 % |
|
98 |
3,336 % |
3,678 % |
3,334 % |
5,140 % |
3,432 % |
3,324 % |
|
99 |
3,338 % |
3,676 % |
3,335 % |
5,134 % |
3,432 % |
3,325 % |
|
100 |
3,339 % |
3,674 % |
3,336 % |
5,127 % |
3,433 % |
3,326 % |
|
101 |
3,340 % |
3,672 % |
3,337 % |
5,121 % |
3,433 % |
3,327 % |
|
102 |
3,341 % |
3,669 % |
3,338 % |
5,115 % |
3,433 % |
3,329 % |
|
103 |
3,342 % |
3,667 % |
3,340 % |
5,109 % |
3,433 % |
3,330 % |
|
104 |
3,343 % |
3,665 % |
3,341 % |
5,103 % |
3,433 % |
3,331 % |
|
105 |
3,344 % |
3,663 % |
3,342 % |
5,098 % |
3,433 % |
3,332 % |
|
106 |
3,345 % |
3,661 % |
3,343 % |
5,092 % |
3,434 % |
3,333 % |
|
107 |
3,346 % |
3,659 % |
3,344 % |
5,086 % |
3,434 % |
3,334 % |
|
108 |
3,347 % |
3,657 % |
3,345 % |
5,081 % |
3,434 % |
3,335 % |
|
109 |
3,348 % |
3,655 % |
3,346 % |
5,076 % |
3,434 % |
3,336 % |
|
110 |
3,349 % |
3,653 % |
3,347 % |
5,070 % |
3,434 % |
3,337 % |
|
111 |
3,350 % |
3,652 % |
3,347 % |
5,065 % |
3,434 % |
3,338 % |
|
112 |
3,351 % |
3,650 % |
3,348 % |
5,060 % |
3,435 % |
3,339 % |
|
113 |
3,352 % |
3,648 % |
3,349 % |
5,055 % |
3,435 % |
3,340 % |
|
114 |
3,352 % |
3,646 % |
3,350 % |
5,050 % |
3,435 % |
3,341 % |
|
115 |
3,353 % |
3,645 % |
3,351 % |
5,045 % |
3,435 % |
3,342 % |
|
116 |
3,354 % |
3,643 % |
3,352 % |
5,041 % |
3,435 % |
3,343 % |
|
117 |
3,355 % |
3,641 % |
3,353 % |
5,036 % |
3,435 % |
3,344 % |
|
118 |
3,356 % |
3,640 % |
3,354 % |
5,032 % |
3,435 % |
3,345 % |
|
119 |
3,356 % |
3,638 % |
3,354 % |
5,027 % |
3,435 % |
3,346 % |
|
120 |
3,357 % |
3,636 % |
3,355 % |
5,023 % |
3,436 % |
3,347 % |
|
121 |
3,358 % |
3,635 % |
3,356 % |
5,018 % |
3,436 % |
3,348 % |
|
122 |
3,359 % |
3,633 % |
3,357 % |
5,014 % |
3,436 % |
3,348 % |
|
123 |
3,360 % |
3,632 % |
3,357 % |
5,010 % |
3,436 % |
3,349 % |
|
124 |
3,360 % |
3,630 % |
3,358 % |
5,006 % |
3,436 % |
3,350 % |
|
125 |
3,361 % |
3,629 % |
3,359 % |
5,002 % |
3,436 % |
3,351 % |
|
126 |
3,362 % |
3,628 % |
3,360 % |
4,998 % |
3,436 % |
3,352 % |
|
127 |
3,362 % |
3,626 % |
3,360 % |
4,994 % |
3,436 % |
3,352 % |
|
128 |
3,363 % |
3,625 % |
3,361 % |
4,990 % |
3,436 % |
3,353 % |
|
129 |
3,364 % |
3,623 % |
3,362 % |
4,986 % |
3,437 % |
3,354 % |
|
130 |
3,364 % |
3,622 % |
3,362 % |
4,982 % |
3,437 % |
3,355 % |
|
131 |
3,365 % |
3,621 % |
3,363 % |
4,979 % |
3,437 % |
3,355 % |
|
132 |
3,366 % |
3,620 % |
3,364 % |
4,975 % |
3,437 % |
3,356 % |
|
133 |
3,366 % |
3,618 % |
3,364 % |
4,971 % |
3,437 % |
3,357 % |
|
134 |
3,367 % |
3,617 % |
3,365 % |
4,968 % |
3,437 % |
3,358 % |
|
135 |
3,368 % |
3,616 % |
3,366 % |
4,964 % |
3,437 % |
3,358 % |
|
136 |
3,368 % |
3,615 % |
3,366 % |
4,961 % |
3,437 % |
3,359 % |
|
137 |
3,369 % |
3,613 % |
3,367 % |
4,958 % |
3,437 % |
3,360 % |
|
138 |
3,369 % |
3,612 % |
3,368 % |
4,954 % |
3,437 % |
3,360 % |
|
139 |
3,370 % |
3,611 % |
3,368 % |
4,951 % |
3,438 % |
3,361 % |
|
140 |
3,371 % |
3,610 % |
3,369 % |
4,948 % |
3,438 % |
3,361 % |
|
141 |
3,371 % |
3,609 % |
3,369 % |
4,945 % |
3,438 % |
3,362 % |
|
142 |
3,372 % |
3,608 % |
3,370 % |
4,941 % |
3,438 % |
3,363 % |
|
143 |
3,372 % |
3,606 % |
3,370 % |
4,938 % |
3,438 % |
3,363 % |
|
144 |
3,373 % |
3,605 % |
3,371 % |
4,935 % |
3,438 % |
3,364 % |
|
145 |
3,373 % |
3,604 % |
3,371 % |
4,932 % |
3,438 % |
3,365 % |
|
146 |
3,374 % |
3,603 % |
3,372 % |
4,929 % |
3,438 % |
3,365 % |
|
147 |
3,374 % |
3,602 % |
3,373 % |
4,926 % |
3,438 % |
3,366 % |
|
148 |
3,375 % |
3,601 % |
3,373 % |
4,924 % |
3,438 % |
3,366 % |
|
149 |
3,375 % |
3,600 % |
3,374 % |
4,921 % |
3,438 % |
3,367 % |
|
150 |
3,376 % |
3,599 % |
3,374 % |
4,918 % |
3,438 % |
3,367 % |
|
Term to maturity (in years) |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
Swiss franc |
|
1 |
5,438 % |
6,157 % |
4,770 % |
9,957 % |
4,887 % |
1,713 % |
|
2 |
5,153 % |
6,226 % |
4,842 % |
9,277 % |
4,767 % |
1,700 % |
|
3 |
4,888 % |
6,369 % |
4,941 % |
8,738 % |
4,585 % |
1,681 % |
|
4 |
4,703 % |
6,501 % |
5,058 % |
8,278 % |
4,416 % |
1,671 % |
|
5 |
4,564 % |
6,625 % |
5,200 % |
7,890 % |
4,290 % |
1,675 % |
|
6 |
4,461 % |
6,739 % |
5,352 % |
7,555 % |
4,211 % |
1,692 % |
|
7 |
4,389 % |
6,838 % |
5,494 % |
7,262 % |
4,160 % |
1,717 % |
|
8 |
4,341 % |
6,926 % |
5,610 % |
7,005 % |
4,125 % |
1,745 % |
|
9 |
4,313 % |
7,009 % |
5,692 % |
6,781 % |
4,099 % |
1,773 % |
|
10 |
4,300 % |
7,084 % |
5,737 % |
6,588 % |
4,076 % |
1,799 % |
|
11 |
4,296 % |
7,120 % |
5,753 % |
6,419 % |
4,055 % |
1,823 % |
|
12 |
4,295 % |
7,121 % |
5,748 % |
6,269 % |
4,036 % |
1,846 % |
|
13 |
4,296 % |
7,096 % |
5,728 % |
6,135 % |
4,017 % |
1,867 % |
|
14 |
4,296 % |
7,052 % |
5,698 % |
6,013 % |
4,000 % |
1,887 % |
|
15 |
4,295 % |
6,994 % |
5,660 % |
5,901 % |
3,983 % |
1,906 % |
|
16 |
4,292 % |
6,926 % |
5,616 % |
5,799 % |
3,967 % |
1,923 % |
|
17 |
4,288 % |
6,852 % |
5,569 % |
5,704 % |
3,952 % |
1,940 % |
|
18 |
4,282 % |
6,773 % |
5,520 % |
5,616 % |
3,937 % |
1,956 % |
|
19 |
4,275 % |
6,692 % |
5,469 % |
5,534 % |
3,923 % |
1,971 % |
|
20 |
4,268 % |
6,609 % |
5,418 % |
5,458 % |
3,910 % |
1,985 % |
|
21 |
4,259 % |
6,526 % |
5,367 % |
5,386 % |
3,897 % |
1,999 % |
|
22 |
4,250 % |
6,443 % |
5,316 % |
5,319 % |
3,885 % |
2,011 % |
|
23 |
4,239 % |
6,361 % |
5,267 % |
5,256 % |
3,874 % |
2,024 % |
|
24 |
4,228 % |
6,281 % |
5,218 % |
5,196 % |
3,862 % |
2,035 % |
|
25 |
4,215 % |
6,203 % |
5,170 % |
5,140 % |
3,852 % |
2,047 % |
|
26 |
4,200 % |
6,127 % |
5,124 % |
5,087 % |
3,841 % |
2,057 % |
|
27 |
4,184 % |
6,053 % |
5,079 % |
5,037 % |
3,831 % |
2,067 % |
|
28 |
4,166 % |
5,981 % |
5,036 % |
4,989 % |
3,822 % |
2,077 % |
|
29 |
4,146 % |
5,912 % |
4,994 % |
4,944 % |
3,813 % |
2,087 % |
|
30 |
4,125 % |
5,846 % |
4,953 % |
4,901 % |
3,804 % |
2,096 % |
|
31 |
4,102 % |
5,782 % |
4,914 % |
4,860 % |
3,796 % |
2,104 % |
|
32 |
4,077 % |
5,720 % |
4,877 % |
4,822 % |
3,787 % |
2,113 % |
|
33 |
4,052 % |
5,661 % |
4,840 % |
4,785 % |
3,780 % |
2,120 % |
|
34 |
4,027 % |
5,604 % |
4,806 % |
4,750 % |
3,772 % |
2,128 % |
|
35 |
4,001 % |
5,550 % |
4,772 % |
4,716 % |
3,765 % |
2,135 % |
|
36 |
3,976 % |
5,497 % |
4,740 % |
4,684 % |
3,758 % |
2,142 % |
|
37 |
3,951 % |
5,447 % |
4,709 % |
4,653 % |
3,751 % |
2,149 % |
|
38 |
3,926 % |
5,399 % |
4,679 % |
4,624 % |
3,745 % |
2,156 % |
|
39 |
3,902 % |
5,353 % |
4,651 % |
4,596 % |
3,738 % |
2,162 % |
|
40 |
3,880 % |
5,308 % |
4,623 % |
4,569 % |
3,732 % |
2,168 % |
|
41 |
3,858 % |
5,266 % |
4,597 % |
4,544 % |
3,727 % |
2,174 % |
|
42 |
3,837 % |
5,225 % |
4,572 % |
4,519 % |
3,721 % |
2,180 % |
|
43 |
3,817 % |
5,185 % |
4,547 % |
4,496 % |
3,716 % |
2,185 % |
|
44 |
3,798 % |
5,147 % |
4,524 % |
4,473 % |
3,710 % |
2,190 % |
|
45 |
3,780 % |
5,111 % |
4,501 % |
4,451 % |
3,705 % |
2,195 % |
|
46 |
3,763 % |
5,076 % |
4,479 % |
4,430 % |
3,700 % |
2,200 % |
|
47 |
3,747 % |
5,042 % |
4,458 % |
4,410 % |
3,696 % |
2,205 % |
|
48 |
3,732 % |
5,010 % |
4,438 % |
4,391 % |
3,691 % |
2,210 % |
|
49 |
3,719 % |
4,979 % |
4,419 % |
4,372 % |
3,687 % |
2,214 % |
|
50 |
3,706 % |
4,949 % |
4,400 % |
4,354 % |
3,682 % |
2,218 % |
|
51 |
3,695 % |
4,920 % |
4,382 % |
4,337 % |
3,678 % |
2,222 % |
|
52 |
3,685 % |
4,892 % |
4,364 % |
4,320 % |
3,674 % |
2,226 % |
|
53 |
3,675 % |
4,865 % |
4,348 % |
4,304 % |
3,670 % |
2,230 % |
|
54 |
3,666 % |
4,839 % |
4,331 % |
4,289 % |
3,667 % |
2,234 % |
|
55 |
3,658 % |
4,814 % |
4,315 % |
4,274 % |
3,663 % |
2,238 % |
|
56 |
3,651 % |
4,790 % |
4,300 % |
4,259 % |
3,659 % |
2,241 % |
|
57 |
3,644 % |
4,767 % |
4,286 % |
4,245 % |
3,656 % |
2,245 % |
|
58 |
3,638 % |
4,744 % |
4,271 % |
4,232 % |
3,653 % |
2,248 % |
|
59 |
3,632 % |
4,722 % |
4,258 % |
4,219 % |
3,649 % |
2,251 % |
|
60 |
3,626 % |
4,701 % |
4,244 % |
4,206 % |
3,646 % |
2,254 % |
|
61 |
3,621 % |
4,681 % |
4,231 % |
4,194 % |
3,643 % |
2,257 % |
|
62 |
3,616 % |
4,661 % |
4,219 % |
4,182 % |
3,640 % |
2,260 % |
|
63 |
3,612 % |
4,642 % |
4,207 % |
4,170 % |
3,637 % |
2,263 % |
|
64 |
3,608 % |
4,623 % |
4,195 % |
4,159 % |
3,634 % |
2,266 % |
|
65 |
3,604 % |
4,605 % |
4,184 % |
4,148 % |
3,632 % |
2,269 % |
|
66 |
3,600 % |
4,587 % |
4,172 % |
4,138 % |
3,629 % |
2,271 % |
|
67 |
3,597 % |
4,570 % |
4,162 % |
4,128 % |
3,627 % |
2,274 % |
|
68 |
3,594 % |
4,554 % |
4,151 % |
4,118 % |
3,624 % |
2,276 % |
|
69 |
3,591 % |
4,538 % |
4,141 % |
4,108 % |
3,622 % |
2,279 % |
|
70 |
3,588 % |
4,522 % |
4,131 % |
4,099 % |
3,619 % |
2,281 % |
|
71 |
3,585 % |
4,507 % |
4,122 % |
4,089 % |
3,617 % |
2,284 % |
|
72 |
3,582 % |
4,492 % |
4,112 % |
4,081 % |
3,615 % |
2,286 % |
|
73 |
3,580 % |
4,478 % |
4,103 % |
4,072 % |
3,612 % |
2,288 % |
|
74 |
3,578 % |
4,464 % |
4,095 % |
4,064 % |
3,610 % |
2,290 % |
|
75 |
3,575 % |
4,451 % |
4,086 % |
4,055 % |
3,608 % |
2,292 % |
|
76 |
3,573 % |
4,437 % |
4,078 % |
4,047 % |
3,606 % |
2,294 % |
|
77 |
3,571 % |
4,425 % |
4,069 % |
4,040 % |
3,604 % |
2,296 % |
|
78 |
3,569 % |
4,412 % |
4,061 % |
4,032 % |
3,602 % |
2,298 % |
|
79 |
3,567 % |
4,400 % |
4,054 % |
4,025 % |
3,600 % |
2,300 % |
|
80 |
3,566 % |
4,388 % |
4,046 % |
4,018 % |
3,598 % |
2,302 % |
|
81 |
3,564 % |
4,376 % |
4,039 % |
4,011 % |
3,597 % |
2,304 % |
|
82 |
3,562 % |
4,365 % |
4,032 % |
4,004 % |
3,595 % |
2,305 % |
|
83 |
3,561 % |
4,354 % |
4,025 % |
3,997 % |
3,593 % |
2,307 % |
|
84 |
3,559 % |
4,343 % |
4,018 % |
3,991 % |
3,591 % |
2,309 % |
|
85 |
3,558 % |
4,333 % |
4,011 % |
3,984 % |
3,590 % |
2,310 % |
|
86 |
3,556 % |
4,322 % |
4,004 % |
3,978 % |
3,588 % |
2,312 % |
|
87 |
3,555 % |
4,312 % |
3,998 % |
3,972 % |
3,587 % |
2,314 % |
|
88 |
3,554 % |
4,302 % |
3,992 % |
3,966 % |
3,585 % |
2,315 % |
|
89 |
3,552 % |
4,293 % |
3,986 % |
3,960 % |
3,584 % |
2,317 % |
|
90 |
3,551 % |
4,283 % |
3,980 % |
3,954 % |
3,582 % |
2,318 % |
|
91 |
3,550 % |
4,274 % |
3,974 % |
3,949 % |
3,581 % |
2,320 % |
|
92 |
3,549 % |
4,265 % |
3,968 % |
3,944 % |
3,579 % |
2,321 % |
|
93 |
3,547 % |
4,256 % |
3,963 % |
3,938 % |
3,578 % |
2,322 % |
|
94 |
3,546 % |
4,248 % |
3,957 % |
3,933 % |
3,577 % |
2,324 % |
|
95 |
3,545 % |
4,239 % |
3,952 % |
3,928 % |
3,575 % |
2,325 % |
|
96 |
3,544 % |
4,231 % |
3,947 % |
3,923 % |
3,574 % |
2,326 % |
|
97 |
3,543 % |
4,223 % |
3,942 % |
3,918 % |
3,573 % |
2,328 % |
|
98 |
3,542 % |
4,215 % |
3,936 % |
3,913 % |
3,571 % |
2,329 % |
|
99 |
3,541 % |
4,207 % |
3,932 % |
3,909 % |
3,570 % |
2,330 % |
|
100 |
3,540 % |
4,200 % |
3,927 % |
3,904 % |
3,569 % |
2,331 % |
|
101 |
3,539 % |
4,192 % |
3,922 % |
3,899 % |
3,568 % |
2,332 % |
|
102 |
3,538 % |
4,185 % |
3,917 % |
3,895 % |
3,567 % |
2,334 % |
|
103 |
3,537 % |
4,178 % |
3,913 % |
3,891 % |
3,566 % |
2,335 % |
|
104 |
3,537 % |
4,171 % |
3,908 % |
3,886 % |
3,564 % |
2,336 % |
|
105 |
3,536 % |
4,164 % |
3,904 % |
3,882 % |
3,563 % |
2,337 % |
|
106 |
3,535 % |
4,157 % |
3,900 % |
3,878 % |
3,562 % |
2,338 % |
|
107 |
3,534 % |
4,150 % |
3,895 % |
3,874 % |
3,561 % |
2,339 % |
|
108 |
3,533 % |
4,144 % |
3,891 % |
3,870 % |
3,560 % |
2,340 % |
|
109 |
3,532 % |
4,138 % |
3,887 % |
3,866 % |
3,559 % |
2,341 % |
|
110 |
3,532 % |
4,131 % |
3,883 % |
3,863 % |
3,558 % |
2,342 % |
|
111 |
3,531 % |
4,125 % |
3,879 % |
3,859 % |
3,557 % |
2,343 % |
|
112 |
3,530 % |
4,119 % |
3,876 % |
3,855 % |
3,556 % |
2,344 % |
|
113 |
3,529 % |
4,113 % |
3,872 % |
3,852 % |
3,555 % |
2,345 % |
|
114 |
3,529 % |
4,107 % |
3,868 % |
3,848 % |
3,554 % |
2,346 % |
|
115 |
3,528 % |
4,102 % |
3,864 % |
3,845 % |
3,553 % |
2,347 % |
|
116 |
3,527 % |
4,096 % |
3,861 % |
3,841 % |
3,553 % |
2,348 % |
|
117 |
3,527 % |
4,090 % |
3,857 % |
3,838 % |
3,552 % |
2,348 % |
|
118 |
3,526 % |
4,085 % |
3,854 % |
3,835 % |
3,551 % |
2,349 % |
|
119 |
3,525 % |
4,080 % |
3,850 % |
3,831 % |
3,550 % |
2,350 % |
|
120 |
3,525 % |
4,074 % |
3,847 % |
3,828 % |
3,549 % |
2,351 % |
|
121 |
3,524 % |
4,069 % |
3,844 % |
3,825 % |
3,548 % |
2,352 % |
|
122 |
3,524 % |
4,064 % |
3,841 % |
3,822 % |
3,548 % |
2,353 % |
|
123 |
3,523 % |
4,059 % |
3,837 % |
3,819 % |
3,547 % |
2,353 % |
|
124 |
3,522 % |
4,054 % |
3,834 % |
3,816 % |
3,546 % |
2,354 % |
|
125 |
3,522 % |
4,049 % |
3,831 % |
3,813 % |
3,545 % |
2,355 % |
|
126 |
3,521 % |
4,045 % |
3,828 % |
3,810 % |
3,544 % |
2,356 % |
|
127 |
3,521 % |
4,040 % |
3,825 % |
3,807 % |
3,544 % |
2,356 % |
|
128 |
3,520 % |
4,035 % |
3,822 % |
3,804 % |
3,543 % |
2,357 % |
|
129 |
3,520 % |
4,031 % |
3,819 % |
3,802 % |
3,542 % |
2,358 % |
|
130 |
3,519 % |
4,026 % |
3,817 % |
3,799 % |
3,542 % |
2,359 % |
|
131 |
3,518 % |
4,022 % |
3,814 % |
3,796 % |
3,541 % |
2,359 % |
|
132 |
3,518 % |
4,017 % |
3,811 % |
3,794 % |
3,540 % |
2,360 % |
|
133 |
3,517 % |
4,013 % |
3,808 % |
3,791 % |
3,539 % |
2,361 % |
|
134 |
3,517 % |
4,009 % |
3,806 % |
3,789 % |
3,539 % |
2,361 % |
|
135 |
3,516 % |
4,005 % |
3,803 % |
3,786 % |
3,538 % |
2,362 % |
|
136 |
3,516 % |
4,001 % |
3,800 % |
3,784 % |
3,538 % |
2,363 % |
|
137 |
3,515 % |
3,997 % |
3,798 % |
3,781 % |
3,537 % |
2,363 % |
|
138 |
3,515 % |
3,993 % |
3,795 % |
3,779 % |
3,536 % |
2,364 % |
|
139 |
3,515 % |
3,989 % |
3,793 % |
3,776 % |
3,536 % |
2,364 % |
|
140 |
3,514 % |
3,985 % |
3,790 % |
3,774 % |
3,535 % |
2,365 % |
|
141 |
3,514 % |
3,981 % |
3,788 % |
3,772 % |
3,534 % |
2,366 % |
|
142 |
3,513 % |
3,977 % |
3,786 % |
3,769 % |
3,534 % |
2,366 % |
|
143 |
3,513 % |
3,974 % |
3,783 % |
3,767 % |
3,533 % |
2,367 % |
|
144 |
3,512 % |
3,970 % |
3,781 % |
3,765 % |
3,533 % |
2,367 % |
|
145 |
3,512 % |
3,966 % |
3,779 % |
3,763 % |
3,532 % |
2,368 % |
|
146 |
3,511 % |
3,963 % |
3,776 % |
3,761 % |
3,532 % |
2,369 % |
|
147 |
3,511 % |
3,959 % |
3,774 % |
3,759 % |
3,531 % |
2,369 % |
|
148 |
3,511 % |
3,956 % |
3,772 % |
3,757 % |
3,530 % |
2,370 % |
|
149 |
3,510 % |
3,953 % |
3,770 % |
3,754 % |
3,530 % |
2,370 % |
|
150 |
3,510 % |
3,949 % |
3,768 % |
3,752 % |
3,529 % |
2,371 % |
|
Term to maturity (in years) |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
Hong Kong dollar |
|
1 |
4,473 % |
2,399 % |
5,382 % |
7,582 % |
10,196 % |
5,052 % |
|
2 |
4,453 % |
2,452 % |
5,173 % |
6,895 % |
10,452 % |
4,759 % |
|
3 |
4,380 % |
2,533 % |
4,865 % |
6,594 % |
10,691 % |
4,540 % |
|
4 |
4,345 % |
2,612 % |
4,605 % |
6,450 % |
10,904 % |
4,434 % |
|
5 |
4,387 % |
2,691 % |
4,425 % |
6,352 % |
11,083 % |
4,416 % |
|
6 |
4,450 % |
2,769 % |
4,334 % |
6,283 % |
11,238 % |
4,409 % |
|
7 |
4,519 % |
2,843 % |
4,293 % |
6,233 % |
11,378 % |
4,397 % |
|
8 |
4,599 % |
2,915 % |
4,272 % |
6,197 % |
11,494 % |
4,379 % |
|
9 |
4,661 % |
2,988 % |
4,259 % |
6,169 % |
11,583 % |
4,362 % |
|
10 |
4,709 % |
3,059 % |
4,247 % |
6,141 % |
11,652 % |
4,353 % |
|
11 |
4,759 % |
3,138 % |
4,232 % |
6,109 % |
11,667 % |
4,354 % |
|
12 |
4,803 % |
3,222 % |
4,215 % |
6,073 % |
11,632 % |
4,361 % |
|
13 |
4,834 % |
3,303 % |
4,196 % |
6,034 % |
11,559 % |
4,370 % |
|
14 |
4,854 % |
3,377 % |
4,177 % |
5,995 % |
11,457 % |
4,376 % |
|
15 |
4,866 % |
3,441 % |
4,157 % |
5,955 % |
11,333 % |
4,378 % |
|
16 |
4,874 % |
3,493 % |
4,137 % |
5,915 % |
11,194 % |
4,376 % |
|
17 |
4,875 % |
3,535 % |
4,117 % |
5,875 % |
11,044 % |
4,369 % |
|
18 |
4,868 % |
3,569 % |
4,097 % |
5,836 % |
10,886 % |
4,358 % |
|
19 |
4,851 % |
3,595 % |
4,077 % |
5,799 % |
10,723 % |
4,345 % |
|
20 |
4,823 % |
3,616 % |
4,058 % |
5,762 % |
10,558 % |
4,331 % |
|
21 |
4,785 % |
3,633 % |
4,040 % |
5,726 % |
10,393 % |
4,315 % |
|
22 |
4,739 % |
3,646 % |
4,022 % |
5,691 % |
10,228 % |
4,298 % |
|
23 |
4,689 % |
3,656 % |
4,005 % |
5,658 % |
10,066 % |
4,281 % |
|
24 |
4,638 % |
3,664 % |
3,988 % |
5,625 % |
9,907 % |
4,263 % |
|
25 |
4,587 % |
3,669 % |
3,972 % |
5,594 % |
9,752 % |
4,246 % |
|
26 |
4,540 % |
3,673 % |
3,957 % |
5,564 % |
9,601 % |
4,228 % |
|
27 |
4,495 % |
3,676 % |
3,942 % |
5,535 % |
9,455 % |
4,210 % |
|
28 |
4,453 % |
3,677 % |
3,928 % |
5,507 % |
9,314 % |
4,193 % |
|
29 |
4,414 % |
3,677 % |
3,915 % |
5,481 % |
9,177 % |
4,176 % |
|
30 |
4,378 % |
3,677 % |
3,903 % |
5,455 % |
9,046 % |
4,159 % |
|
31 |
4,344 % |
3,676 % |
3,891 % |
5,431 % |
8,920 % |
4,143 % |
|
32 |
4,313 % |
3,674 % |
3,879 % |
5,407 % |
8,800 % |
4,127 % |
|
33 |
4,283 % |
3,672 % |
3,869 % |
5,384 % |
8,684 % |
4,112 % |
|
34 |
4,256 % |
3,670 % |
3,858 % |
5,362 % |
8,572 % |
4,097 % |
|
35 |
4,230 % |
3,668 % |
3,849 % |
5,341 % |
8,466 % |
4,082 % |
|
36 |
4,206 % |
3,665 % |
3,839 % |
5,321 % |
8,364 % |
4,068 % |
|
37 |
4,183 % |
3,662 % |
3,830 % |
5,302 % |
8,266 % |
4,054 % |
|
38 |
4,162 % |
3,659 % |
3,822 % |
5,283 % |
8,173 % |
4,041 % |
|
39 |
4,142 % |
3,656 % |
3,814 % |
5,265 % |
8,083 % |
4,028 % |
|
40 |
4,123 % |
3,653 % |
3,806 % |
5,248 % |
7,997 % |
4,016 % |
|
41 |
4,105 % |
3,650 % |
3,799 % |
5,232 % |
7,915 % |
4,004 % |
|
42 |
4,088 % |
3,646 % |
3,791 % |
5,216 % |
7,836 % |
3,992 % |
|
43 |
4,072 % |
3,643 % |
3,784 % |
5,201 % |
7,760 % |
3,981 % |
|
44 |
4,056 % |
3,640 % |
3,778 % |
5,186 % |
7,688 % |
3,970 % |
|
45 |
4,042 % |
3,637 % |
3,771 % |
5,172 % |
7,618 % |
3,960 % |
|
46 |
4,028 % |
3,634 % |
3,765 % |
5,158 % |
7,551 % |
3,949 % |
|
47 |
4,015 % |
3,631 % |
3,759 % |
5,145 % |
7,487 % |
3,940 % |
|
48 |
4,002 % |
3,628 % |
3,754 % |
5,132 % |
7,425 % |
3,930 % |
|
49 |
3,990 % |
3,625 % |
3,748 % |
5,120 % |
7,366 % |
3,921 % |
|
50 |
3,978 % |
3,622 % |
3,743 % |
5,108 % |
7,309 % |
3,912 % |
|
51 |
3,967 % |
3,619 % |
3,737 % |
5,096 % |
7,254 % |
3,904 % |
|
52 |
3,957 % |
3,616 % |
3,732 % |
5,085 % |
7,201 % |
3,895 % |
|
53 |
3,946 % |
3,614 % |
3,728 % |
5,075 % |
7,150 % |
3,887 % |
|
54 |
3,937 % |
3,611 % |
3,723 % |
5,064 % |
7,101 % |
3,880 % |
|
55 |
3,927 % |
3,608 % |
3,718 % |
5,055 % |
7,053 % |
3,872 % |
|
56 |
3,918 % |
3,606 % |
3,714 % |
5,045 % |
7,007 % |
3,865 % |
|
57 |
3,910 % |
3,603 % |
3,710 % |
5,036 % |
6,963 % |
3,858 % |
|
58 |
3,901 % |
3,601 % |
3,706 % |
5,027 % |
6,920 % |
3,851 % |
|
59 |
3,893 % |
3,598 % |
3,702 % |
5,018 % |
6,879 % |
3,844 % |
|
60 |
3,886 % |
3,596 % |
3,698 % |
5,009 % |
6,839 % |
3,838 % |
|
61 |
3,878 % |
3,594 % |
3,694 % |
5,001 % |
6,801 % |
3,832 % |
|
62 |
3,871 % |
3,592 % |
3,690 % |
4,993 % |
6,763 % |
3,826 % |
|
63 |
3,864 % |
3,590 % |
3,687 % |
4,985 % |
6,727 % |
3,820 % |
|
64 |
3,857 % |
3,588 % |
3,683 % |
4,978 % |
6,692 % |
3,814 % |
|
65 |
3,851 % |
3,586 % |
3,680 % |
4,971 % |
6,658 % |
3,809 % |
|
66 |
3,845 % |
3,584 % |
3,676 % |
4,964 % |
6,625 % |
3,803 % |
|
67 |
3,838 % |
3,582 % |
3,673 % |
4,957 % |
6,593 % |
3,798 % |
|
68 |
3,833 % |
3,580 % |
3,670 % |
4,950 % |
6,562 % |
3,793 % |
|
69 |
3,827 % |
3,578 % |
3,667 % |
4,944 % |
6,532 % |
3,788 % |
|
70 |
3,821 % |
3,576 % |
3,664 % |
4,937 % |
6,503 % |
3,783 % |
|
71 |
3,816 % |
3,574 % |
3,661 % |
4,931 % |
6,474 % |
3,779 % |
|
72 |
3,811 % |
3,573 % |
3,659 % |
4,925 % |
6,447 % |
3,774 % |
|
73 |
3,806 % |
3,571 % |
3,656 % |
4,920 % |
6,420 % |
3,770 % |
|
74 |
3,801 % |
3,570 % |
3,653 % |
4,914 % |
6,394 % |
3,766 % |
|
75 |
3,796 % |
3,568 % |
3,651 % |
4,908 % |
6,368 % |
3,761 % |
|
76 |
3,791 % |
3,566 % |
3,648 % |
4,903 % |
6,343 % |
3,757 % |
|
77 |
3,787 % |
3,565 % |
3,645 % |
4,898 % |
6,319 % |
3,753 % |
|
78 |
3,782 % |
3,564 % |
3,643 % |
4,893 % |
6,296 % |
3,749 % |
|
79 |
3,778 % |
3,562 % |
3,641 % |
4,888 % |
6,273 % |
3,746 % |
|
80 |
3,774 % |
3,561 % |
3,638 % |
4,883 % |
6,250 % |
3,742 % |
|
81 |
3,770 % |
3,559 % |
3,636 % |
4,878 % |
6,229 % |
3,738 % |
|
82 |
3,766 % |
3,558 % |
3,634 % |
4,874 % |
6,207 % |
3,735 % |
|
83 |
3,762 % |
3,557 % |
3,632 % |
4,869 % |
6,187 % |
3,731 % |
|
84 |
3,758 % |
3,556 % |
3,630 % |
4,865 % |
6,166 % |
3,728 % |
|
85 |
3,754 % |
3,554 % |
3,628 % |
4,860 % |
6,147 % |
3,725 % |
|
86 |
3,751 % |
3,553 % |
3,626 % |
4,856 % |
6,127 % |
3,722 % |
|
87 |
3,747 % |
3,552 % |
3,624 % |
4,852 % |
6,109 % |
3,719 % |
|
88 |
3,744 % |
3,551 % |
3,622 % |
4,848 % |
6,090 % |
3,716 % |
|
89 |
3,741 % |
3,550 % |
3,620 % |
4,844 % |
6,072 % |
3,713 % |
|
90 |
3,737 % |
3,549 % |
3,618 % |
4,840 % |
6,055 % |
3,710 % |
|
91 |
3,734 % |
3,547 % |
3,616 % |
4,837 % |
6,037 % |
3,707 % |
|
92 |
3,731 % |
3,546 % |
3,614 % |
4,833 % |
6,021 % |
3,704 % |
|
93 |
3,728 % |
3,545 % |
3,613 % |
4,829 % |
6,004 % |
3,701 % |
|
94 |
3,725 % |
3,544 % |
3,611 % |
4,826 % |
5,988 % |
3,699 % |
|
95 |
3,722 % |
3,543 % |
3,609 % |
4,822 % |
5,972 % |
3,696 % |
|
96 |
3,719 % |
3,542 % |
3,608 % |
4,819 % |
5,957 % |
3,693 % |
|
97 |
3,716 % |
3,541 % |
3,606 % |
4,816 % |
5,942 % |
3,691 % |
|
98 |
3,714 % |
3,541 % |
3,604 % |
4,813 % |
5,927 % |
3,688 % |
|
99 |
3,711 % |
3,540 % |
3,603 % |
4,809 % |
5,912 % |
3,686 % |
|
100 |
3,708 % |
3,539 % |
3,601 % |
4,806 % |
5,898 % |
3,684 % |
|
101 |
3,706 % |
3,538 % |
3,600 % |
4,803 % |
5,884 % |
3,681 % |
|
102 |
3,703 % |
3,537 % |
3,599 % |
4,800 % |
5,871 % |
3,679 % |
|
103 |
3,701 % |
3,536 % |
3,597 % |
4,797 % |
5,857 % |
3,677 % |
|
104 |
3,698 % |
3,535 % |
3,596 % |
4,795 % |
5,844 % |
3,675 % |
|
105 |
3,696 % |
3,534 % |
3,594 % |
4,792 % |
5,831 % |
3,673 % |
|
106 |
3,694 % |
3,534 % |
3,593 % |
4,789 % |
5,818 % |
3,670 % |
|
107 |
3,691 % |
3,533 % |
3,592 % |
4,786 % |
5,806 % |
3,668 % |
|
108 |
3,689 % |
3,532 % |
3,590 % |
4,784 % |
5,794 % |
3,666 % |
|
109 |
3,687 % |
3,531 % |
3,589 % |
4,781 % |
5,782 % |
3,664 % |
|
110 |
3,685 % |
3,531 % |
3,588 % |
4,778 % |
5,770 % |
3,662 % |
|
111 |
3,683 % |
3,530 % |
3,587 % |
4,776 % |
5,759 % |
3,660 % |
|
112 |
3,680 % |
3,529 % |
3,585 % |
4,773 % |
5,747 % |
3,659 % |
|
113 |
3,678 % |
3,529 % |
3,584 % |
4,771 % |
5,736 % |
3,657 % |
|
114 |
3,676 % |
3,528 % |
3,583 % |
4,769 % |
5,725 % |
3,655 % |
|
115 |
3,674 % |
3,527 % |
3,582 % |
4,766 % |
5,715 % |
3,653 % |
|
116 |
3,672 % |
3,526 % |
3,581 % |
4,764 % |
5,704 % |
3,651 % |
|
117 |
3,671 % |
3,526 % |
3,580 % |
4,762 % |
5,694 % |
3,650 % |
|
118 |
3,669 % |
3,525 % |
3,579 % |
4,760 % |
5,684 % |
3,648 % |
|
119 |
3,667 % |
3,525 % |
3,577 % |
4,757 % |
5,674 % |
3,646 % |
|
120 |
3,665 % |
3,524 % |
3,576 % |
4,755 % |
5,664 % |
3,645 % |
|
121 |
3,663 % |
3,523 % |
3,575 % |
4,753 % |
5,654 % |
3,643 % |
|
122 |
3,662 % |
3,523 % |
3,574 % |
4,751 % |
5,645 % |
3,641 % |
|
123 |
3,660 % |
3,522 % |
3,573 % |
4,749 % |
5,635 % |
3,640 % |
|
124 |
3,658 % |
3,522 % |
3,572 % |
4,747 % |
5,626 % |
3,638 % |
|
125 |
3,656 % |
3,521 % |
3,571 % |
4,745 % |
5,617 % |
3,637 % |
|
126 |
3,655 % |
3,520 % |
3,570 % |
4,743 % |
5,608 % |
3,635 % |
|
127 |
3,653 % |
3,520 % |
3,569 % |
4,741 % |
5,599 % |
3,634 % |
|
128 |
3,652 % |
3,519 % |
3,569 % |
4,739 % |
5,591 % |
3,633 % |
|
129 |
3,650 % |
3,519 % |
3,568 % |
4,737 % |
5,582 % |
3,631 % |
|
130 |
3,648 % |
3,518 % |
3,567 % |
4,736 % |
5,574 % |
3,630 % |
|
131 |
3,647 % |
3,518 % |
3,566 % |
4,734 % |
5,566 % |
3,628 % |
|
132 |
3,645 % |
3,517 % |
3,565 % |
4,732 % |
5,557 % |
3,627 % |
|
133 |
3,644 % |
3,517 % |
3,564 % |
4,730 % |
5,549 % |
3,626 % |
|
134 |
3,643 % |
3,516 % |
3,563 % |
4,729 % |
5,542 % |
3,624 % |
|
135 |
3,641 % |
3,516 % |
3,562 % |
4,727 % |
5,534 % |
3,623 % |
|
136 |
3,640 % |
3,515 % |
3,562 % |
4,725 % |
5,526 % |
3,622 % |
|
137 |
3,638 % |
3,515 % |
3,561 % |
4,724 % |
5,519 % |
3,621 % |
|
138 |
3,637 % |
3,514 % |
3,560 % |
4,722 % |
5,511 % |
3,619 % |
|
139 |
3,636 % |
3,514 % |
3,559 % |
4,720 % |
5,504 % |
3,618 % |
|
140 |
3,634 % |
3,513 % |
3,558 % |
4,719 % |
5,497 % |
3,617 % |
|
141 |
3,633 % |
3,513 % |
3,558 % |
4,717 % |
5,490 % |
3,616 % |
|
142 |
3,632 % |
3,512 % |
3,557 % |
4,716 % |
5,483 % |
3,615 % |
|
143 |
3,630 % |
3,512 % |
3,556 % |
4,714 % |
5,476 % |
3,613 % |
|
144 |
3,629 % |
3,512 % |
3,555 % |
4,713 % |
5,469 % |
3,612 % |
|
145 |
3,628 % |
3,511 % |
3,555 % |
4,711 % |
5,462 % |
3,611 % |
|
146 |
3,627 % |
3,511 % |
3,554 % |
4,710 % |
5,456 % |
3,610 % |
|
147 |
3,625 % |
3,510 % |
3,553 % |
4,708 % |
5,449 % |
3,609 % |
|
148 |
3,624 % |
3,510 % |
3,553 % |
4,707 % |
5,443 % |
3,608 % |
|
149 |
3,623 % |
3,510 % |
3,552 % |
4,706 % |
5,436 % |
3,607 % |
|
150 |
3,622 % |
3,509 % |
3,551 % |
4,704 % |
5,430 % |
3,606 % |
|
Term to maturity (in years) |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
Real |
|
1 |
7,134 % |
11,834 % |
0,902 % |
5,929 % |
8,700 % |
10,847 % |
|
2 |
7,236 % |
10,991 % |
0,941 % |
5,670 % |
8,622 % |
10,485 % |
|
3 |
7,290 % |
10,354 % |
0,978 % |
5,405 % |
8,653 % |
10,682 % |
|
4 |
7,291 % |
9,975 % |
1,007 % |
5,229 % |
8,843 % |
10,953 % |
|
5 |
7,284 % |
9,785 % |
1,035 % |
5,128 % |
9,147 % |
11,196 % |
|
6 |
7,281 % |
9,716 % |
1,058 % |
5,081 % |
9,463 % |
11,401 % |
|
7 |
7,282 % |
9,706 % |
1,080 % |
5,068 % |
9,773 % |
11,585 % |
|
8 |
7,287 % |
9,712 % |
1,100 % |
5,067 % |
10,069 % |
11,725 % |
|
9 |
7,299 % |
9,712 % |
1,119 % |
5,076 % |
10,339 % |
11,841 % |
|
10 |
7,310 % |
9,689 % |
1,136 % |
5,094 % |
10,579 % |
11,939 % |
|
11 |
7,307 % |
9,635 % |
1,167 % |
5,121 % |
10,783 % |
11,980 % |
|
12 |
7,292 % |
9,556 % |
1,212 % |
5,154 % |
10,951 % |
11,967 % |
|
13 |
7,268 % |
9,459 % |
1,265 % |
5,188 % |
11,082 % |
11,913 % |
|
14 |
7,238 % |
9,351 % |
1,322 % |
5,220 % |
11,176 % |
11,828 % |
|
15 |
7,204 % |
9,234 % |
1,382 % |
5,249 % |
11,228 % |
11,720 % |
|
16 |
7,167 % |
9,112 % |
1,442 % |
5,273 % |
11,239 % |
11,594 % |
|
17 |
7,128 % |
8,987 % |
1,502 % |
5,292 % |
11,215 % |
11,457 % |
|
18 |
7,088 % |
8,861 % |
1,561 % |
5,304 % |
11,163 % |
11,311 % |
|
19 |
7,048 % |
8,736 % |
1,619 % |
5,308 % |
11,090 % |
11,159 % |
|
20 |
7,008 % |
8,612 % |
1,675 % |
5,304 % |
11,000 % |
11,005 % |
|
21 |
6,969 % |
8,490 % |
1,729 % |
5,292 % |
10,898 % |
10,849 % |
|
22 |
6,929 % |
8,371 % |
1,781 % |
5,272 % |
10,787 % |
10,694 % |
|
23 |
6,891 % |
8,256 % |
1,831 % |
5,248 % |
10,671 % |
10,540 % |
|
24 |
6,854 % |
8,143 % |
1,880 % |
5,220 % |
10,550 % |
10,389 % |
|
25 |
6,818 % |
8,035 % |
1,926 % |
5,188 % |
10,427 % |
10,242 % |
|
26 |
6,783 % |
7,930 % |
1,970 % |
5,155 % |
10,304 % |
10,098 % |
|
27 |
6,749 % |
7,830 % |
2,012 % |
5,120 % |
10,181 % |
9,959 % |
|
28 |
6,716 % |
7,733 % |
2,053 % |
5,085 % |
10,060 % |
9,824 % |
|
29 |
6,684 % |
7,640 % |
2,091 % |
5,049 % |
9,942 % |
9,694 % |
|
30 |
6,653 % |
7,551 % |
2,128 % |
5,014 % |
9,825 % |
9,569 % |
|
31 |
6,624 % |
7,465 % |
2,164 % |
4,978 % |
9,712 % |
9,449 % |
|
32 |
6,595 % |
7,383 % |
2,198 % |
4,943 % |
9,603 % |
9,333 % |
|
33 |
6,568 % |
7,305 % |
2,230 % |
4,909 % |
9,497 % |
9,222 % |
|
34 |
6,542 % |
7,229 % |
2,261 % |
4,875 % |
9,394 % |
9,116 % |
|
35 |
6,516 % |
7,157 % |
2,291 % |
4,842 % |
9,296 % |
9,014 % |
|
36 |
6,492 % |
7,089 % |
2,319 % |
4,810 % |
9,200 % |
8,916 % |
|
37 |
6,469 % |
7,023 % |
2,346 % |
4,779 % |
9,109 % |
8,822 % |
|
38 |
6,446 % |
6,959 % |
2,373 % |
4,749 % |
9,021 % |
8,732 % |
|
39 |
6,424 % |
6,899 % |
2,398 % |
4,720 % |
8,936 % |
8,646 % |
|
40 |
6,404 % |
6,841 % |
2,422 % |
4,692 % |
8,855 % |
8,564 % |
|
41 |
6,383 % |
6,785 % |
2,445 % |
4,665 % |
8,777 % |
8,485 % |
|
42 |
6,364 % |
6,732 % |
2,467 % |
4,639 % |
8,702 % |
8,409 % |
|
43 |
6,346 % |
6,680 % |
2,488 % |
4,613 % |
8,630 % |
8,336 % |
|
44 |
6,328 % |
6,631 % |
2,509 % |
4,589 % |
8,561 % |
8,267 % |
|
45 |
6,310 % |
6,584 % |
2,528 % |
4,565 % |
8,494 % |
8,200 % |
|
46 |
6,294 % |
6,539 % |
2,547 % |
4,542 % |
8,431 % |
8,136 % |
|
47 |
6,278 % |
6,495 % |
2,566 % |
4,520 % |
8,369 % |
8,074 % |
|
48 |
6,262 % |
6,453 % |
2,583 % |
4,499 % |
8,310 % |
8,015 % |
|
49 |
6,248 % |
6,413 % |
2,600 % |
4,478 % |
8,253 % |
7,958 % |
|
50 |
6,233 % |
6,374 % |
2,616 % |
4,458 % |
8,199 % |
7,903 % |
|
51 |
6,219 % |
6,337 % |
2,632 % |
4,439 % |
8,146 % |
7,850 % |
|
52 |
6,206 % |
6,301 % |
2,647 % |
4,421 % |
8,095 % |
7,799 % |
|
53 |
6,193 % |
6,266 % |
2,662 % |
4,403 % |
8,046 % |
7,750 % |
|
54 |
6,181 % |
6,233 % |
2,676 % |
4,385 % |
7,999 % |
7,703 % |
|
55 |
6,169 % |
6,201 % |
2,690 % |
4,369 % |
7,953 % |
7,657 % |
|
56 |
6,157 % |
6,169 % |
2,703 % |
4,353 % |
7,910 % |
7,613 % |
|
57 |
6,146 % |
6,139 % |
2,716 % |
4,337 % |
7,867 % |
7,571 % |
|
58 |
6,135 % |
6,110 % |
2,728 % |
4,322 % |
7,826 % |
7,530 % |
|
59 |
6,124 % |
6,082 % |
2,740 % |
4,307 % |
7,787 % |
7,490 % |
|
60 |
6,114 % |
6,055 % |
2,752 % |
4,293 % |
7,748 % |
7,451 % |
|
61 |
6,104 % |
6,028 % |
2,763 % |
4,279 % |
7,711 % |
7,414 % |
|
62 |
6,094 % |
6,003 % |
2,774 % |
4,266 % |
7,675 % |
7,378 % |
|
63 |
6,085 % |
5,978 % |
2,785 % |
4,253 % |
7,640 % |
7,344 % |
|
64 |
6,076 % |
5,954 % |
2,795 % |
4,241 % |
7,607 % |
7,310 % |
|
65 |
6,067 % |
5,931 % |
2,805 % |
4,229 % |
7,574 % |
7,277 % |
|
66 |
6,059 % |
5,909 % |
2,815 % |
4,217 % |
7,543 % |
7,245 % |
|
67 |
6,050 % |
5,887 % |
2,824 % |
4,205 % |
7,512 % |
7,215 % |
|
68 |
6,042 % |
5,866 % |
2,833 % |
4,194 % |
7,482 % |
7,185 % |
|
69 |
6,034 % |
5,845 % |
2,842 % |
4,184 % |
7,453 % |
7,156 % |
|
70 |
6,027 % |
5,825 % |
2,850 % |
4,173 % |
7,425 % |
7,128 % |
|
71 |
6,019 % |
5,805 % |
2,859 % |
4,163 % |
7,398 % |
7,100 % |
|
72 |
6,012 % |
5,787 % |
2,867 % |
4,153 % |
7,371 % |
7,074 % |
|
73 |
6,005 % |
5,768 % |
2,875 % |
4,143 % |
7,345 % |
7,048 % |
|
74 |
5,998 % |
5,750 % |
2,883 % |
4,134 % |
7,320 % |
7,023 % |
|
75 |
5,992 % |
5,733 % |
2,890 % |
4,125 % |
7,296 % |
6,998 % |
|
76 |
5,985 % |
5,716 % |
2,897 % |
4,116 % |
7,272 % |
6,974 % |
|
77 |
5,979 % |
5,699 % |
2,905 % |
4,107 % |
7,249 % |
6,951 % |
|
78 |
5,973 % |
5,683 % |
2,912 % |
4,099 % |
7,226 % |
6,929 % |
|
79 |
5,967 % |
5,668 % |
2,918 % |
4,091 % |
7,204 % |
6,907 % |
|
80 |
5,961 % |
5,652 % |
2,925 % |
4,083 % |
7,183 % |
6,885 % |
|
81 |
5,955 % |
5,637 % |
2,931 % |
4,075 % |
7,162 % |
6,864 % |
|
82 |
5,950 % |
5,623 % |
2,938 % |
4,067 % |
7,141 % |
6,844 % |
|
83 |
5,944 % |
5,609 % |
2,944 % |
4,060 % |
7,121 % |
6,824 % |
|
84 |
5,939 % |
5,595 % |
2,950 % |
4,052 % |
7,102 % |
6,804 % |
|
85 |
5,934 % |
5,581 % |
2,956 % |
4,045 % |
7,083 % |
6,785 % |
|
86 |
5,929 % |
5,568 % |
2,961 % |
4,038 % |
7,064 % |
6,767 % |
|
87 |
5,924 % |
5,555 % |
2,967 % |
4,032 % |
7,046 % |
6,748 % |
|
88 |
5,919 % |
5,542 % |
2,972 % |
4,025 % |
7,029 % |
6,731 % |
|
89 |
5,914 % |
5,530 % |
2,978 % |
4,019 % |
7,011 % |
6,713 % |
|
90 |
5,910 % |
5,518 % |
2,983 % |
4,012 % |
6,994 % |
6,696 % |
|
91 |
5,905 % |
5,506 % |
2,988 % |
4,006 % |
6,978 % |
6,680 % |
|
92 |
5,901 % |
5,495 % |
2,993 % |
4,000 % |
6,962 % |
6,664 % |
|
93 |
5,897 % |
5,483 % |
2,998 % |
3,994 % |
6,946 % |
6,648 % |
|
94 |
5,892 % |
5,472 % |
3,003 % |
3,988 % |
6,930 % |
6,632 % |
|
95 |
5,888 % |
5,462 % |
3,008 % |
3,983 % |
6,915 % |
6,617 % |
|
96 |
5,884 % |
5,451 % |
3,012 % |
3,977 % |
6,900 % |
6,602 % |
|
97 |
5,880 % |
5,441 % |
3,017 % |
3,972 % |
6,886 % |
6,588 % |
|
98 |
5,876 % |
5,430 % |
3,021 % |
3,966 % |
6,872 % |
6,574 % |
|
99 |
5,873 % |
5,421 % |
3,025 % |
3,961 % |
6,858 % |
6,560 % |
|
100 |
5,869 % |
5,411 % |
3,030 % |
3,956 % |
6,844 % |
6,546 % |
|
101 |
5,865 % |
5,401 % |
3,034 % |
3,951 % |
6,831 % |
6,532 % |
|
102 |
5,862 % |
5,392 % |
3,038 % |
3,946 % |
6,817 % |
6,519 % |
|
103 |
5,858 % |
5,383 % |
3,042 % |
3,941 % |
6,805 % |
6,506 % |
|
104 |
5,855 % |
5,374 % |
3,046 % |
3,936 % |
6,792 % |
6,494 % |
|
105 |
5,851 % |
5,365 % |
3,050 % |
3,932 % |
6,780 % |
6,481 % |
|
106 |
5,848 % |
5,356 % |
3,053 % |
3,927 % |
6,767 % |
6,469 % |
|
107 |
5,845 % |
5,348 % |
3,057 % |
3,923 % |
6,755 % |
6,457 % |
|
108 |
5,841 % |
5,339 % |
3,061 % |
3,918 % |
6,744 % |
6,446 % |
|
109 |
5,838 % |
5,331 % |
3,064 % |
3,914 % |
6,732 % |
6,434 % |
|
110 |
5,835 % |
5,323 % |
3,068 % |
3,910 % |
6,721 % |
6,423 % |
|
111 |
5,832 % |
5,315 % |
3,071 % |
3,906 % |
6,710 % |
6,412 % |
|
112 |
5,829 % |
5,307 % |
3,075 % |
3,902 % |
6,699 % |
6,401 % |
|
113 |
5,826 % |
5,300 % |
3,078 % |
3,898 % |
6,688 % |
6,390 % |
|
114 |
5,823 % |
5,292 % |
3,081 % |
3,894 % |
6,678 % |
6,380 % |
|
115 |
5,821 % |
5,285 % |
3,084 % |
3,890 % |
6,668 % |
6,369 % |
|
116 |
5,818 % |
5,278 % |
3,087 % |
3,886 % |
6,658 % |
6,359 % |
|
117 |
5,815 % |
5,271 % |
3,091 % |
3,882 % |
6,648 % |
6,349 % |
|
118 |
5,812 % |
5,264 % |
3,094 % |
3,879 % |
6,638 % |
6,339 % |
|
119 |
5,810 % |
5,257 % |
3,097 % |
3,875 % |
6,628 % |
6,330 % |
|
120 |
5,807 % |
5,250 % |
3,100 % |
3,871 % |
6,619 % |
6,320 % |
|
121 |
5,805 % |
5,243 % |
3,102 % |
3,868 % |
6,609 % |
6,311 % |
|
122 |
5,802 % |
5,237 % |
3,105 % |
3,864 % |
6,600 % |
6,302 % |
|
123 |
5,800 % |
5,230 % |
3,108 % |
3,861 % |
6,591 % |
6,293 % |
|
124 |
5,797 % |
5,224 % |
3,111 % |
3,858 % |
6,582 % |
6,284 % |
|
125 |
5,795 % |
5,218 % |
3,114 % |
3,854 % |
6,574 % |
6,275 % |
|
126 |
5,793 % |
5,212 % |
3,116 % |
3,851 % |
6,565 % |
6,267 % |
|
127 |
5,790 % |
5,206 % |
3,119 % |
3,848 % |
6,557 % |
6,258 % |
|
128 |
5,788 % |
5,200 % |
3,121 % |
3,845 % |
6,548 % |
6,250 % |
|
129 |
5,786 % |
5,194 % |
3,124 % |
3,842 % |
6,540 % |
6,242 % |
|
130 |
5,784 % |
5,188 % |
3,126 % |
3,839 % |
6,532 % |
6,234 % |
|
131 |
5,781 % |
5,183 % |
3,129 % |
3,836 % |
6,524 % |
6,226 % |
|
132 |
5,779 % |
5,177 % |
3,131 % |
3,833 % |
6,517 % |
6,218 % |
|
133 |
5,777 % |
5,172 % |
3,134 % |
3,830 % |
6,509 % |
6,210 % |
|
134 |
5,775 % |
5,166 % |
3,136 % |
3,827 % |
6,501 % |
6,203 % |
|
135 |
5,773 % |
5,161 % |
3,138 % |
3,824 % |
6,494 % |
6,195 % |
|
136 |
5,771 % |
5,156 % |
3,141 % |
3,822 % |
6,487 % |
6,188 % |
|
137 |
5,769 % |
5,150 % |
3,143 % |
3,819 % |
6,479 % |
6,181 % |
|
138 |
5,767 % |
5,145 % |
3,145 % |
3,816 % |
6,472 % |
6,174 % |
|
139 |
5,765 % |
5,140 % |
3,147 % |
3,814 % |
6,465 % |
6,167 % |
|
140 |
5,763 % |
5,135 % |
3,150 % |
3,811 % |
6,458 % |
6,160 % |
|
141 |
5,761 % |
5,130 % |
3,152 % |
3,808 % |
6,451 % |
6,153 % |
|
142 |
5,760 % |
5,126 % |
3,154 % |
3,806 % |
6,445 % |
6,146 % |
|
143 |
5,758 % |
5,121 % |
3,156 % |
3,803 % |
6,438 % |
6,139 % |
|
144 |
5,756 % |
5,116 % |
3,158 % |
3,801 % |
6,431 % |
6,133 % |
|
145 |
5,754 % |
5,112 % |
3,160 % |
3,799 % |
6,425 % |
6,126 % |
|
146 |
5,752 % |
5,107 % |
3,162 % |
3,796 % |
6,419 % |
6,120 % |
|
147 |
5,751 % |
5,103 % |
3,164 % |
3,794 % |
6,412 % |
6,114 % |
|
148 |
5,749 % |
5,098 % |
3,166 % |
3,792 % |
6,406 % |
6,108 % |
|
149 |
5,747 % |
5,094 % |
3,168 % |
3,789 % |
6,400 % |
6,101 % |
|
150 |
5,746 % |
5,090 % |
3,170 % |
3,787 % |
6,394 % |
6,095 % |
|
Term to maturity (in years) |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
Turkish lira |
|
1 |
1,944 % |
3,246 % |
16,114 % |
3,726 % |
3,883 % |
27,489 % |
|
2 |
2,037 % |
3,386 % |
13,306 % |
3,623 % |
3,825 % |
29,315 % |
|
3 |
2,150 % |
3,530 % |
12,374 % |
3,541 % |
3,783 % |
29,547 % |
|
4 |
2,276 % |
3,647 % |
12,266 % |
3,516 % |
3,764 % |
29,305 % |
|
5 |
2,392 % |
3,744 % |
12,386 % |
3,511 % |
3,751 % |
28,874 % |
|
6 |
2,472 % |
3,821 % |
12,542 % |
3,508 % |
3,747 % |
28,379 % |
|
7 |
2,530 % |
3,880 % |
12,681 % |
3,504 % |
3,752 % |
27,878 % |
|
8 |
2,578 % |
3,927 % |
12,748 % |
3,500 % |
3,761 % |
27,362 % |
|
9 |
2,625 % |
3,968 % |
12,759 % |
3,496 % |
3,769 % |
26,832 % |
|
10 |
2,673 % |
4,004 % |
12,721 % |
3,493 % |
3,770 % |
26,338 % |
|
11 |
2,724 % |
4,041 % |
12,651 % |
3,490 % |
3,763 % |
25,878 % |
|
12 |
2,777 % |
4,080 % |
12,566 % |
3,488 % |
3,749 % |
25,438 % |
|
13 |
2,831 % |
4,120 % |
12,475 % |
3,486 % |
3,732 % |
25,009 % |
|
14 |
2,884 % |
4,162 % |
12,372 % |
3,484 % |
3,712 % |
24,583 % |
|
15 |
2,936 % |
4,207 % |
12,248 % |
3,483 % |
3,692 % |
24,158 % |
|
16 |
2,987 % |
4,255 % |
12,107 % |
3,481 % |
3,672 % |
23,730 % |
|
17 |
3,036 % |
4,303 % |
11,953 % |
3,480 % |
3,652 % |
23,297 % |
|
18 |
3,083 % |
4,347 % |
11,791 % |
3,479 % |
3,634 % |
22,861 % |
|
19 |
3,128 % |
4,386 % |
11,623 % |
3,478 % |
3,617 % |
22,421 % |
|
20 |
3,171 % |
4,416 % |
11,452 % |
3,477 % |
3,602 % |
21,978 % |
|
21 |
3,213 % |
4,436 % |
11,280 % |
3,476 % |
3,588 % |
21,535 % |
|
22 |
3,252 % |
4,447 % |
11,109 % |
3,475 % |
3,576 % |
21,094 % |
|
23 |
3,290 % |
4,452 % |
10,940 % |
3,474 % |
3,566 % |
20,656 % |
|
24 |
3,326 % |
4,451 % |
10,773 % |
3,474 % |
3,556 % |
20,223 % |
|
25 |
3,361 % |
4,446 % |
10,611 % |
3,473 % |
3,548 % |
19,798 % |
|
26 |
3,394 % |
4,437 % |
10,453 % |
3,472 % |
3,541 % |
19,381 % |
|
27 |
3,425 % |
4,426 % |
10,300 % |
3,472 % |
3,534 % |
18,976 % |
|
28 |
3,455 % |
4,413 % |
10,152 % |
3,471 % |
3,528 % |
18,582 % |
|
29 |
3,484 % |
4,398 % |
10,009 % |
3,470 % |
3,523 % |
18,200 % |
|
30 |
3,511 % |
4,382 % |
9,872 % |
3,470 % |
3,518 % |
17,832 % |
|
31 |
3,537 % |
4,366 % |
9,739 % |
3,469 % |
3,513 % |
17,478 % |
|
32 |
3,563 % |
4,349 % |
9,612 % |
3,469 % |
3,509 % |
17,137 % |
|
33 |
3,587 % |
4,332 % |
9,491 % |
3,469 % |
3,506 % |
16,810 % |
|
34 |
3,610 % |
4,314 % |
9,374 % |
3,468 % |
3,502 % |
16,496 % |
|
35 |
3,632 % |
4,297 % |
9,262 % |
3,468 % |
3,499 % |
16,196 % |
|
36 |
3,653 % |
4,279 % |
9,155 % |
3,467 % |
3,497 % |
15,909 % |
|
37 |
3,673 % |
4,262 % |
9,052 % |
3,467 % |
3,494 % |
15,634 % |
|
38 |
3,692 % |
4,246 % |
8,954 % |
3,467 % |
3,492 % |
15,372 % |
|
39 |
3,711 % |
4,229 % |
8,860 % |
3,466 % |
3,490 % |
15,121 % |
|
40 |
3,729 % |
4,213 % |
8,769 % |
3,466 % |
3,488 % |
14,880 % |
|
41 |
3,746 % |
4,197 % |
8,683 % |
3,466 % |
3,486 % |
14,651 % |
|
42 |
3,762 % |
4,182 % |
8,600 % |
3,465 % |
3,484 % |
14,431 % |
|
43 |
3,778 % |
4,167 % |
8,520 % |
3,465 % |
3,483 % |
14,221 % |
|
44 |
3,793 % |
4,153 % |
8,444 % |
3,465 % |
3,481 % |
14,020 % |
|
45 |
3,808 % |
4,139 % |
8,371 % |
3,464 % |
3,480 % |
13,827 % |
|
46 |
3,822 % |
4,125 % |
8,301 % |
3,464 % |
3,479 % |
13,643 % |
|
47 |
3,836 % |
4,112 % |
8,233 % |
3,464 % |
3,478 % |
13,466 % |
|
48 |
3,849 % |
4,099 % |
8,169 % |
3,464 % |
3,477 % |
13,296 % |
|
49 |
3,861 % |
4,087 % |
8,106 % |
3,463 % |
3,476 % |
13,133 % |
|
50 |
3,874 % |
4,075 % |
8,046 % |
3,463 % |
3,475 % |
12,976 % |
|
51 |
3,885 % |
4,063 % |
7,989 % |
3,463 % |
3,474 % |
12,826 % |
|
52 |
3,897 % |
4,052 % |
7,933 % |
3,463 % |
3,473 % |
12,681 % |
|
53 |
3,908 % |
4,041 % |
7,879 % |
3,463 % |
3,472 % |
12,542 % |
|
54 |
3,918 % |
4,031 % |
7,828 % |
3,462 % |
3,472 % |
12,408 % |
|
55 |
3,928 % |
4,020 % |
7,778 % |
3,462 % |
3,471 % |
12,279 % |
|
56 |
3,938 % |
4,010 % |
7,730 % |
3,462 % |
3,470 % |
12,155 % |
|
57 |
3,948 % |
4,001 % |
7,684 % |
3,462 % |
3,470 % |
12,035 % |
|
58 |
3,957 % |
3,992 % |
7,639 % |
3,462 % |
3,469 % |
11,919 % |
|
59 |
3,966 % |
3,983 % |
7,595 % |
3,461 % |
3,469 % |
11,808 % |
|
60 |
3,975 % |
3,974 % |
7,554 % |
3,461 % |
3,468 % |
11,700 % |
|
61 |
3,983 % |
3,965 % |
7,513 % |
3,461 % |
3,468 % |
11,595 % |
|
62 |
3,991 % |
3,957 % |
7,474 % |
3,461 % |
3,467 % |
11,494 % |
|
63 |
3,999 % |
3,949 % |
7,436 % |
3,461 % |
3,467 % |
11,397 % |
|
64 |
4,007 % |
3,942 % |
7,399 % |
3,461 % |
3,466 % |
11,302 % |
|
65 |
4,014 % |
3,934 % |
7,363 % |
3,460 % |
3,466 % |
11,211 % |
|
66 |
4,022 % |
3,927 % |
7,329 % |
3,460 % |
3,466 % |
11,122 % |
|
67 |
4,029 % |
3,920 % |
7,295 % |
3,460 % |
3,465 % |
11,036 % |
|
68 |
4,036 % |
3,913 % |
7,263 % |
3,460 % |
3,465 % |
10,952 % |
|
69 |
4,042 % |
3,906 % |
7,231 % |
3,460 % |
3,465 % |
10,872 % |
|
70 |
4,049 % |
3,900 % |
7,200 % |
3,460 % |
3,464 % |
10,793 % |
|
71 |
4,055 % |
3,893 % |
7,171 % |
3,460 % |
3,464 % |
10,717 % |
|
72 |
4,061 % |
3,887 % |
7,142 % |
3,460 % |
3,464 % |
10,642 % |
|
73 |
4,067 % |
3,881 % |
7,113 % |
3,459 % |
3,464 % |
10,570 % |
|
74 |
4,073 % |
3,876 % |
7,086 % |
3,459 % |
3,463 % |
10,500 % |
|
75 |
4,078 % |
3,870 % |
7,059 % |
3,459 % |
3,463 % |
10,432 % |
|
76 |
4,084 % |
3,864 % |
7,033 % |
3,459 % |
3,463 % |
10,366 % |
|
77 |
4,089 % |
3,859 % |
7,008 % |
3,459 % |
3,463 % |
10,301 % |
|
78 |
4,095 % |
3,854 % |
6,983 % |
3,459 % |
3,463 % |
10,238 % |
|
79 |
4,100 % |
3,849 % |
6,959 % |
3,459 % |
3,462 % |
10,177 % |
|
80 |
4,105 % |
3,844 % |
6,936 % |
3,459 % |
3,462 % |
10,117 % |
|
81 |
4,110 % |
3,839 % |
6,913 % |
3,459 % |
3,462 % |
10,059 % |
|
82 |
4,114 % |
3,834 % |
6,891 % |
3,458 % |
3,462 % |
10,002 % |
|
83 |
4,119 % |
3,829 % |
6,869 % |
3,458 % |
3,462 % |
9,947 % |
|
84 |
4,123 % |
3,825 % |
6,848 % |
3,458 % |
3,461 % |
9,893 % |
|
85 |
4,128 % |
3,820 % |
6,827 % |
3,458 % |
3,461 % |
9,840 % |
|
86 |
4,132 % |
3,816 % |
6,807 % |
3,458 % |
3,461 % |
9,789 % |
|
87 |
4,136 % |
3,812 % |
6,787 % |
3,458 % |
3,461 % |
9,738 % |
|
88 |
4,140 % |
3,808 % |
6,768 % |
3,458 % |
3,461 % |
9,689 % |
|
89 |
4,144 % |
3,804 % |
6,749 % |
3,458 % |
3,461 % |
9,641 % |
|
90 |
4,148 % |
3,800 % |
6,730 % |
3,458 % |
3,461 % |
9,594 % |
|
91 |
4,152 % |
3,796 % |
6,712 % |
3,458 % |
3,460 % |
9,548 % |
|
92 |
4,156 % |
3,792 % |
6,695 % |
3,458 % |
3,460 % |
9,504 % |
|
93 |
4,160 % |
3,789 % |
6,677 % |
3,457 % |
3,460 % |
9,460 % |
|
94 |
4,163 % |
3,785 % |
6,660 % |
3,457 % |
3,460 % |
9,417 % |
|
95 |
4,167 % |
3,781 % |
6,644 % |
3,457 % |
3,460 % |
9,375 % |
|
96 |
4,170 % |
3,778 % |
6,628 % |
3,457 % |
3,460 % |
9,334 % |
|
97 |
4,174 % |
3,775 % |
6,612 % |
3,457 % |
3,460 % |
9,294 % |
|
98 |
4,177 % |
3,771 % |
6,596 % |
3,457 % |
3,460 % |
9,254 % |
|
99 |
4,180 % |
3,768 % |
6,581 % |
3,457 % |
3,459 % |
9,216 % |
|
100 |
4,183 % |
3,765 % |
6,566 % |
3,457 % |
3,459 % |
9,178 % |
|
101 |
4,187 % |
3,762 % |
6,551 % |
3,457 % |
3,459 % |
9,141 % |
|
102 |
4,190 % |
3,759 % |
6,537 % |
3,457 % |
3,459 % |
9,105 % |
|
103 |
4,193 % |
3,756 % |
6,523 % |
3,457 % |
3,459 % |
9,069 % |
|
104 |
4,196 % |
3,753 % |
6,509 % |
3,457 % |
3,459 % |
9,034 % |
|
105 |
4,199 % |
3,750 % |
6,496 % |
3,457 % |
3,459 % |
9,000 % |
|
106 |
4,201 % |
3,747 % |
6,483 % |
3,457 % |
3,459 % |
8,966 % |
|
107 |
4,204 % |
3,744 % |
6,470 % |
3,456 % |
3,459 % |
8,933 % |
|
108 |
4,207 % |
3,741 % |
6,457 % |
3,456 % |
3,459 % |
8,901 % |
|
109 |
4,210 % |
3,739 % |
6,444 % |
3,456 % |
3,459 % |
8,869 % |
|
110 |
4,212 % |
3,736 % |
6,432 % |
3,456 % |
3,458 % |
8,838 % |
|
111 |
4,215 % |
3,734 % |
6,420 % |
3,456 % |
3,458 % |
8,808 % |
|
112 |
4,217 % |
3,731 % |
6,408 % |
3,456 % |
3,458 % |
8,778 % |
|
113 |
4,220 % |
3,729 % |
6,396 % |
3,456 % |
3,458 % |
8,748 % |
|
114 |
4,222 % |
3,726 % |
6,385 % |
3,456 % |
3,458 % |
8,719 % |
|
115 |
4,225 % |
3,724 % |
6,374 % |
3,456 % |
3,458 % |
8,691 % |
|
116 |
4,227 % |
3,721 % |
6,363 % |
3,456 % |
3,458 % |
8,663 % |
|
117 |
4,229 % |
3,719 % |
6,352 % |
3,456 % |
3,458 % |
8,636 % |
|
118 |
4,232 % |
3,717 % |
6,341 % |
3,456 % |
3,458 % |
8,609 % |
|
119 |
4,234 % |
3,715 % |
6,331 % |
3,456 % |
3,458 % |
8,582 % |
|
120 |
4,236 % |
3,712 % |
6,320 % |
3,456 % |
3,458 % |
8,556 % |
|
121 |
4,238 % |
3,710 % |
6,310 % |
3,456 % |
3,458 % |
8,530 % |
|
122 |
4,240 % |
3,708 % |
6,300 % |
3,456 % |
3,458 % |
8,505 % |
|
123 |
4,243 % |
3,706 % |
6,290 % |
3,456 % |
3,458 % |
8,481 % |
|
124 |
4,245 % |
3,704 % |
6,281 % |
3,456 % |
3,457 % |
8,456 % |
|
125 |
4,247 % |
3,702 % |
6,271 % |
3,456 % |
3,457 % |
8,432 % |
|
126 |
4,249 % |
3,700 % |
6,262 % |
3,456 % |
3,457 % |
8,409 % |
|
127 |
4,251 % |
3,698 % |
6,253 % |
3,455 % |
3,457 % |
8,385 % |
|
128 |
4,253 % |
3,696 % |
6,244 % |
3,455 % |
3,457 % |
8,363 % |
|
129 |
4,255 % |
3,694 % |
6,235 % |
3,455 % |
3,457 % |
8,340 % |
|
130 |
4,256 % |
3,692 % |
6,226 % |
3,455 % |
3,457 % |
8,318 % |
|
131 |
4,258 % |
3,690 % |
6,217 % |
3,455 % |
3,457 % |
8,296 % |
|
132 |
4,260 % |
3,688 % |
6,209 % |
3,455 % |
3,457 % |
8,275 % |
|
133 |
4,262 % |
3,687 % |
6,200 % |
3,455 % |
3,457 % |
8,254 % |
|
134 |
4,264 % |
3,685 % |
6,192 % |
3,455 % |
3,457 % |
8,233 % |
|
135 |
4,265 % |
3,683 % |
6,184 % |
3,455 % |
3,457 % |
8,212 % |
|
136 |
4,267 % |
3,681 % |
6,176 % |
3,455 % |
3,457 % |
8,192 % |
|
137 |
4,269 % |
3,680 % |
6,168 % |
3,455 % |
3,457 % |
8,172 % |
|
138 |
4,271 % |
3,678 % |
6,160 % |
3,455 % |
3,457 % |
8,153 % |
|
139 |
4,272 % |
3,676 % |
6,153 % |
3,455 % |
3,457 % |
8,133 % |
|
140 |
4,274 % |
3,675 % |
6,145 % |
3,455 % |
3,457 % |
8,114 % |
|
141 |
4,275 % |
3,673 % |
6,138 % |
3,455 % |
3,457 % |
8,095 % |
|
142 |
4,277 % |
3,672 % |
6,130 % |
3,455 % |
3,457 % |
8,077 % |
|
143 |
4,279 % |
3,670 % |
6,123 % |
3,455 % |
3,456 % |
8,059 % |
|
144 |
4,280 % |
3,669 % |
6,116 % |
3,455 % |
3,456 % |
8,041 % |
|
145 |
4,282 % |
3,667 % |
6,109 % |
3,455 % |
3,456 % |
8,023 % |
|
146 |
4,283 % |
3,666 % |
6,102 % |
3,455 % |
3,456 % |
8,005 % |
|
147 |
4,285 % |
3,664 % |
6,095 % |
3,455 % |
3,456 % |
7,988 % |
|
148 |
4,286 % |
3,663 % |
6,088 % |
3,455 % |
3,456 % |
7,971 % |
|
149 |
4,287 % |
3,661 % |
6,082 % |
3,455 % |
3,456 % |
7,954 % |
|
150 |
4,289 % |
3,660 % |
6,075 % |
3,455 % |
3,456 % |
7,938 % |
|
Term to maturity (in years) |
US dollar |
Yen |
|
1 |
5,437 % |
0,058 % |
|
2 |
4,956 % |
0,224 % |
|
3 |
4,622 % |
0,366 % |
|
4 |
4,449 % |
0,479 % |
|
5 |
4,356 % |
0,579 % |
|
6 |
4,304 % |
0,677 % |
|
7 |
4,275 % |
0,770 % |
|
8 |
4,261 % |
0,852 % |
|
9 |
4,256 % |
0,927 % |
|
10 |
4,257 % |
1,000 % |
|
11 |
4,259 % |
1,048 % |
|
12 |
4,262 % |
1,093 % |
|
13 |
4,264 % |
1,155 % |
|
14 |
4,265 % |
1,224 % |
|
15 |
4,263 % |
1,288 % |
|
16 |
4,259 % |
1,341 % |
|
17 |
4,251 % |
1,384 % |
|
18 |
4,239 % |
1,420 % |
|
19 |
4,221 % |
1,451 % |
|
20 |
4,198 % |
1,478 % |
|
21 |
4,169 % |
1,502 % |
|
22 |
4,136 % |
1,523 % |
|
23 |
4,101 % |
1,540 % |
|
24 |
4,065 % |
1,552 % |
|
25 |
4,028 % |
1,559 % |
|
26 |
3,992 % |
1,561 % |
|
27 |
3,958 % |
1,561 % |
|
28 |
3,926 % |
1,562 % |
|
29 |
3,895 % |
1,566 % |
|
30 |
3,868 % |
1,575 % |
|
31 |
3,843 % |
1,590 % |
|
32 |
3,821 % |
1,610 % |
|
33 |
3,801 % |
1,633 % |
|
34 |
3,783 % |
1,659 % |
|
35 |
3,766 % |
1,687 % |
|
36 |
3,751 % |
1,716 % |
|
37 |
3,738 % |
1,747 % |
|
38 |
3,725 % |
1,777 % |
|
39 |
3,714 % |
1,808 % |
|
40 |
3,703 % |
1,839 % |
|
41 |
3,694 % |
1,870 % |
|
42 |
3,685 % |
1,900 % |
|
43 |
3,677 % |
1,930 % |
|
44 |
3,669 % |
1,959 % |
|
45 |
3,662 % |
1,988 % |
|
46 |
3,655 % |
2,016 % |
|
47 |
3,649 % |
2,043 % |
|
48 |
3,644 % |
2,070 % |
|
49 |
3,638 % |
2,096 % |
|
50 |
3,633 % |
2,121 % |
|
51 |
3,628 % |
2,146 % |
|
52 |
3,624 % |
2,170 % |
|
53 |
3,620 % |
2,193 % |
|
54 |
3,616 % |
2,216 % |
|
55 |
3,612 % |
2,238 % |
|
56 |
3,608 % |
2,259 % |
|
57 |
3,605 % |
2,280 % |
|
58 |
3,602 % |
2,300 % |
|
59 |
3,599 % |
2,319 % |
|
60 |
3,596 % |
2,338 % |
|
61 |
3,593 % |
2,357 % |
|
62 |
3,590 % |
2,375 % |
|
63 |
3,588 % |
2,392 % |
|
64 |
3,585 % |
2,409 % |
|
65 |
3,583 % |
2,425 % |
|
66 |
3,581 % |
2,441 % |
|
67 |
3,579 % |
2,457 % |
|
68 |
3,577 % |
2,472 % |
|
69 |
3,575 % |
2,486 % |
|
70 |
3,573 % |
2,501 % |
|
71 |
3,571 % |
2,514 % |
|
72 |
3,569 % |
2,528 % |
|
73 |
3,567 % |
2,541 % |
|
74 |
3,566 % |
2,554 % |
|
75 |
3,564 % |
2,566 % |
|
76 |
3,562 % |
2,579 % |
|
77 |
3,561 % |
2,590 % |
|
78 |
3,559 % |
2,602 % |
|
79 |
3,558 % |
2,613 % |
|
80 |
3,556 % |
2,624 % |
|
81 |
3,555 % |
2,635 % |
|
82 |
3,554 % |
2,645 % |
|
83 |
3,552 % |
2,656 % |
|
84 |
3,551 % |
2,666 % |
|
85 |
3,550 % |
2,675 % |
|
86 |
3,549 % |
2,685 % |
|
87 |
3,548 % |
2,694 % |
|
88 |
3,547 % |
2,703 % |
|
89 |
3,545 % |
2,712 % |
|
90 |
3,544 % |
2,721 % |
|
91 |
3,543 % |
2,729 % |
|
92 |
3,542 % |
2,738 % |
|
93 |
3,541 % |
2,746 % |
|
94 |
3,540 % |
2,754 % |
|
95 |
3,539 % |
2,762 % |
|
96 |
3,538 % |
2,769 % |
|
97 |
3,537 % |
2,777 % |
|
98 |
3,537 % |
2,784 % |
|
99 |
3,536 % |
2,792 % |
|
100 |
3,535 % |
2,799 % |
|
101 |
3,534 % |
2,805 % |
|
102 |
3,533 % |
2,812 % |
|
103 |
3,532 % |
2,819 % |
|
104 |
3,531 % |
2,825 % |
|
105 |
3,531 % |
2,832 % |
|
106 |
3,530 % |
2,838 % |
|
107 |
3,529 % |
2,844 % |
|
108 |
3,528 % |
2,850 % |
|
109 |
3,528 % |
2,856 % |
|
110 |
3,527 % |
2,862 % |
|
111 |
3,526 % |
2,868 % |
|
112 |
3,526 % |
2,873 % |
|
113 |
3,525 % |
2,879 % |
|
114 |
3,524 % |
2,884 % |
|
115 |
3,524 % |
2,890 % |
|
116 |
3,523 % |
2,895 % |
|
117 |
3,522 % |
2,900 % |
|
118 |
3,522 % |
2,905 % |
|
119 |
3,521 % |
2,910 % |
|
120 |
3,521 % |
2,915 % |
|
121 |
3,520 % |
2,920 % |
|
122 |
3,519 % |
2,925 % |
|
123 |
3,519 % |
2,929 % |
|
124 |
3,518 % |
2,934 % |
|
125 |
3,518 % |
2,938 % |
|
126 |
3,517 % |
2,943 % |
|
127 |
3,517 % |
2,947 % |
|
128 |
3,516 % |
2,952 % |
|
129 |
3,516 % |
2,956 % |
|
130 |
3,515 % |
2,960 % |
|
131 |
3,515 % |
2,964 % |
|
132 |
3,514 % |
2,968 % |
|
133 |
3,514 % |
2,972 % |
|
134 |
3,513 % |
2,976 % |
|
135 |
3,513 % |
2,980 % |
|
136 |
3,512 % |
2,984 % |
|
137 |
3,512 % |
2,988 % |
|
138 |
3,511 % |
2,991 % |
|
139 |
3,511 % |
2,995 % |
|
140 |
3,510 % |
2,998 % |
|
141 |
3,510 % |
3,002 % |
|
142 |
3,510 % |
3,006 % |
|
143 |
3,509 % |
3,009 % |
|
144 |
3,509 % |
3,012 % |
|
145 |
3,508 % |
3,016 % |
|
146 |
3,508 % |
3,019 % |
|
147 |
3,508 % |
3,022 % |
|
148 |
3,507 % |
3,026 % |
|
149 |
3,507 % |
3,029 % |
|
150 |
3,506 % |
3,032 % |
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 |
27 |
5 |
0 |
21 |
0 |
|
2 |
0 |
0 |
34 |
5 |
0 |
35 |
0 |
|
3 |
0 |
0 |
40 |
5 |
0 |
40 |
0 |
|
4 |
0 |
1 |
43 |
5 |
2 |
41 |
0 |
|
5 |
0 |
2 |
47 |
5 |
3 |
44 |
0 |
|
6 |
0 |
3 |
50 |
5 |
5 |
47 |
0 |
|
7 |
1 |
4 |
53 |
5 |
8 |
48 |
0 |
|
8 |
2 |
5 |
54 |
5 |
10 |
48 |
0 |
|
9 |
2 |
6 |
56 |
5 |
11 |
46 |
0 |
|
10 |
3 |
7 |
58 |
6 |
12 |
46 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
343 |
4 |
13 |
|
2 |
0 |
0 |
0 |
0 |
215 |
4 |
18 |
|
3 |
0 |
0 |
0 |
0 |
192 |
4 |
20 |
|
4 |
1 |
0 |
0 |
0 |
168 |
4 |
22 |
|
5 |
2 |
0 |
0 |
0 |
155 |
4 |
23 |
|
6 |
3 |
0 |
0 |
0 |
153 |
4 |
24 |
|
7 |
4 |
0 |
0 |
0 |
150 |
4 |
25 |
|
8 |
5 |
0 |
1 |
0 |
155 |
3 |
26 |
|
9 |
6 |
0 |
2 |
0 |
156 |
1 |
27 |
|
10 |
7 |
0 |
3 |
0 |
158 |
4 |
27 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
3 |
4 |
0 |
13 |
0 |
4 |
|
2 |
13 |
8 |
9 |
0 |
18 |
0 |
4 |
|
3 |
18 |
11 |
13 |
0 |
21 |
0 |
4 |
|
4 |
21 |
13 |
15 |
0 |
22 |
0 |
4 |
|
5 |
23 |
15 |
17 |
0 |
23 |
0 |
4 |
|
6 |
25 |
16 |
19 |
0 |
24 |
0 |
4 |
|
7 |
27 |
18 |
20 |
0 |
25 |
0 |
4 |
|
8 |
29 |
19 |
22 |
0 |
26 |
0 |
4 |
|
9 |
30 |
20 |
23 |
1 |
27 |
0 |
4 |
|
10 |
32 |
21 |
24 |
1 |
27 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
21 |
8 |
10 |
14 |
4 |
0 |
0 |
|
2 |
35 |
15 |
13 |
17 |
9 |
0 |
0 |
|
3 |
40 |
17 |
15 |
21 |
13 |
0 |
0 |
|
4 |
41 |
18 |
16 |
26 |
15 |
0 |
0 |
|
5 |
44 |
19 |
18 |
29 |
17 |
0 |
0 |
|
6 |
47 |
20 |
19 |
32 |
19 |
0 |
0 |
|
7 |
48 |
22 |
21 |
34 |
20 |
0 |
0 |
|
8 |
48 |
23 |
22 |
35 |
22 |
0 |
0 |
|
9 |
46 |
24 |
22 |
36 |
23 |
0 |
0 |
|
10 |
46 |
22 |
23 |
36 |
24 |
0 |
0 |
|
Duration (in years) |
Iceland |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
|
1 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
2 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
3 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
4 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
5 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
6 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
7 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
8 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
9 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
10 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
Duration (in years) |
Chile |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
|
1 |
16 |
0 |
11 |
0 |
10 |
0 |
0 |
|
2 |
18 |
1 |
17 |
0 |
10 |
0 |
0 |
|
3 |
17 |
2 |
27 |
0 |
10 |
0 |
0 |
|
4 |
16 |
3 |
33 |
0 |
10 |
0 |
0 |
|
5 |
15 |
3 |
35 |
0 |
10 |
0 |
0 |
|
6 |
14 |
3 |
38 |
0 |
10 |
0 |
0 |
|
7 |
13 |
4 |
39 |
0 |
10 |
0 |
0 |
|
8 |
14 |
7 |
37 |
0 |
10 |
0 |
0 |
|
9 |
15 |
5 |
35 |
0 |
10 |
0 |
0 |
|
10 |
13 |
5 |
37 |
0 |
10 |
1 |
0 |
|
Duration (in years) |
Mexico |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
|
1 |
8 |
0 |
0 |
0 |
7 |
8 |
1 |
|
2 |
9 |
0 |
0 |
0 |
10 |
11 |
0 |
|
3 |
10 |
0 |
0 |
0 |
12 |
11 |
0 |
|
4 |
11 |
0 |
0 |
0 |
13 |
13 |
0 |
|
5 |
11 |
0 |
2 |
0 |
14 |
15 |
0 |
|
6 |
11 |
0 |
5 |
0 |
15 |
15 |
0 |
|
7 |
10 |
0 |
7 |
0 |
18 |
15 |
0 |
|
8 |
10 |
0 |
11 |
0 |
20 |
15 |
0 |
|
9 |
10 |
0 |
16 |
0 |
21 |
15 |
0 |
|
10 |
10 |
0 |
16 |
0 |
23 |
15 |
0 |
|
Duration (in years) |
Taiwan |
Türkiye |
United States |
|
1 |
4 |
0 |
0 |
|
2 |
4 |
0 |
0 |
|
3 |
4 |
0 |
0 |
|
4 |
4 |
0 |
0 |
|
5 |
4 |
0 |
0 |
|
6 |
4 |
0 |
0 |
|
7 |
4 |
0 |
0 |
|
8 |
4 |
0 |
0 |
|
9 |
4 |
0 |
0 |
|
10 |
4 |
0 |
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 |
42 |
109 |
224 |
506 |
1 253 |
|
2 |
6 |
19 |
42 |
109 |
224 |
506 |
1 006 |
|
3 |
7 |
21 |
43 |
104 |
220 |
502 |
820 |
|
4 |
9 |
24 |
46 |
106 |
220 |
502 |
678 |
|
5 |
10 |
26 |
51 |
110 |
219 |
502 |
570 |
|
6 |
11 |
28 |
54 |
114 |
219 |
502 |
502 |
|
7 |
12 |
30 |
56 |
117 |
219 |
502 |
502 |
|
8 |
12 |
31 |
56 |
116 |
219 |
502 |
502 |
|
9 |
13 |
32 |
56 |
115 |
219 |
502 |
502 |
|
10 |
13 |
33 |
56 |
115 |
219 |
502 |
502 |
|
11 |
14 |
34 |
57 |
115 |
219 |
502 |
502 |
|
12 |
14 |
35 |
57 |
115 |
219 |
502 |
502 |
|
13 |
14 |
35 |
57 |
115 |
219 |
502 |
502 |
|
14 |
15 |
36 |
57 |
115 |
219 |
502 |
502 |
|
15 |
15 |
36 |
57 |
115 |
219 |
502 |
502 |
|
16 |
15 |
36 |
57 |
115 |
219 |
502 |
502 |
|
17 |
15 |
36 |
57 |
115 |
219 |
502 |
502 |
|
18 |
15 |
36 |
57 |
115 |
219 |
502 |
502 |
|
19 |
15 |
36 |
57 |
115 |
219 |
502 |
502 |
|
20 |
16 |
36 |
57 |
115 |
219 |
502 |
502 |
|
21 |
16 |
36 |
57 |
115 |
219 |
502 |
502 |
|
22 |
18 |
36 |
57 |
115 |
219 |
502 |
502 |
|
23 |
18 |
36 |
57 |
115 |
219 |
502 |
502 |
|
24 |
19 |
36 |
57 |
115 |
219 |
502 |
502 |
|
25 |
20 |
36 |
57 |
115 |
219 |
502 |
502 |
|
26 |
20 |
36 |
57 |
115 |
219 |
502 |
502 |
|
27 |
21 |
36 |
57 |
115 |
219 |
502 |
502 |
|
28 |
21 |
36 |
57 |
115 |
219 |
502 |
502 |
|
29 |
22 |
36 |
57 |
115 |
219 |
502 |
502 |
|
30 |
23 |
36 |
57 |
115 |
219 |
502 |
502 |
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 |
19 |
32 |
54 |
121 |
236 |
518 |
1 298 |
|
2 |
20 |
33 |
55 |
123 |
238 |
520 |
1 032 |
|
3 |
21 |
35 |
57 |
117 |
234 |
516 |
838 |
|
4 |
22 |
37 |
59 |
119 |
232 |
515 |
693 |
|
5 |
22 |
38 |
63 |
122 |
232 |
514 |
582 |
|
6 |
23 |
40 |
66 |
126 |
231 |
513 |
513 |
|
7 |
23 |
41 |
67 |
127 |
230 |
512 |
512 |
|
8 |
22 |
41 |
66 |
126 |
229 |
511 |
511 |
|
9 |
22 |
41 |
66 |
124 |
229 |
511 |
511 |
|
10 |
22 |
42 |
65 |
124 |
228 |
510 |
510 |
|
11 |
22 |
42 |
65 |
123 |
228 |
510 |
510 |
|
12 |
22 |
42 |
64 |
123 |
227 |
509 |
509 |
|
13 |
21 |
42 |
64 |
122 |
226 |
508 |
508 |
|
14 |
21 |
42 |
63 |
122 |
226 |
508 |
508 |
|
15 |
21 |
42 |
63 |
121 |
225 |
508 |
508 |
|
16 |
20 |
41 |
62 |
121 |
225 |
507 |
507 |
|
17 |
20 |
41 |
62 |
121 |
225 |
507 |
507 |
|
18 |
20 |
41 |
62 |
121 |
225 |
507 |
507 |
|
19 |
20 |
41 |
62 |
121 |
225 |
507 |
507 |
|
20 |
21 |
42 |
63 |
121 |
225 |
508 |
508 |
|
21 |
21 |
42 |
63 |
121 |
226 |
508 |
508 |
|
22 |
21 |
42 |
63 |
122 |
226 |
508 |
508 |
|
23 |
21 |
42 |
63 |
122 |
226 |
508 |
508 |
|
24 |
21 |
42 |
63 |
122 |
226 |
508 |
508 |
|
25 |
21 |
42 |
63 |
122 |
226 |
508 |
508 |
|
26 |
21 |
42 |
63 |
121 |
226 |
508 |
508 |
|
27 |
21 |
42 |
63 |
121 |
226 |
508 |
508 |
|
28 |
22 |
42 |
63 |
121 |
226 |
508 |
508 |
|
29 |
23 |
42 |
63 |
121 |
225 |
508 |
508 |
|
30 |
24 |
42 |
63 |
121 |
225 |
507 |
507 |
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 |
41 |
109 |
224 |
506 |
1 253 |
|
2 |
6 |
19 |
41 |
109 |
224 |
506 |
1 006 |
|
3 |
7 |
21 |
43 |
104 |
220 |
502 |
819 |
|
4 |
9 |
24 |
46 |
106 |
219 |
501 |
678 |
|
5 |
10 |
26 |
51 |
109 |
219 |
501 |
570 |
|
6 |
11 |
28 |
54 |
114 |
219 |
501 |
501 |
|
7 |
12 |
30 |
56 |
116 |
219 |
501 |
501 |
|
8 |
12 |
31 |
56 |
116 |
219 |
501 |
501 |
|
9 |
12 |
32 |
56 |
115 |
219 |
501 |
501 |
|
10 |
13 |
33 |
56 |
115 |
219 |
501 |
501 |
|
11 |
14 |
34 |
57 |
115 |
219 |
501 |
501 |
|
12 |
14 |
35 |
57 |
115 |
219 |
501 |
501 |
|
13 |
14 |
35 |
57 |
115 |
219 |
501 |
501 |
|
14 |
14 |
36 |
57 |
115 |
219 |
501 |
501 |
|
15 |
14 |
36 |
57 |
115 |
219 |
501 |
501 |
|
16 |
14 |
36 |
57 |
115 |
219 |
501 |
501 |
|
17 |
14 |
36 |
57 |
115 |
219 |
501 |
501 |
|
18 |
14 |
36 |
57 |
115 |
219 |
501 |
501 |
|
19 |
15 |
36 |
57 |
115 |
219 |
501 |
501 |
|
20 |
16 |
36 |
57 |
115 |
219 |
501 |
501 |
|
21 |
16 |
36 |
57 |
115 |
219 |
501 |
501 |
|
22 |
18 |
36 |
57 |
115 |
219 |
501 |
501 |
|
23 |
18 |
36 |
57 |
115 |
219 |
501 |
501 |
|
24 |
19 |
36 |
57 |
115 |
219 |
501 |
501 |
|
25 |
20 |
36 |
57 |
115 |
219 |
501 |
501 |
|
26 |
20 |
36 |
57 |
115 |
219 |
501 |
501 |
|
27 |
21 |
36 |
57 |
115 |
219 |
501 |
501 |
|
28 |
21 |
36 |
57 |
115 |
219 |
501 |
501 |
|
29 |
22 |
36 |
57 |
115 |
219 |
501 |
501 |
|
30 |
23 |
36 |
57 |
115 |
219 |
501 |
501 |
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 |
80 |
93 |
115 |
182 |
297 |
579 |
1 341 |
|
2 |
76 |
89 |
112 |
179 |
294 |
576 |
1 078 |
|
3 |
80 |
94 |
115 |
176 |
293 |
575 |
878 |
|
4 |
79 |
94 |
116 |
177 |
290 |
572 |
726 |
|
5 |
78 |
94 |
119 |
178 |
288 |
570 |
609 |
|
6 |
78 |
95 |
121 |
181 |
286 |
568 |
568 |
|
7 |
77 |
95 |
121 |
181 |
284 |
566 |
566 |
|
8 |
76 |
95 |
120 |
179 |
283 |
565 |
565 |
|
9 |
75 |
95 |
119 |
178 |
282 |
564 |
564 |
|
10 |
73 |
93 |
116 |
174 |
279 |
561 |
561 |
|
11 |
71 |
91 |
114 |
172 |
277 |
559 |
559 |
|
12 |
70 |
91 |
113 |
171 |
275 |
558 |
558 |
|
13 |
70 |
91 |
112 |
170 |
275 |
557 |
557 |
|
14 |
70 |
91 |
112 |
170 |
274 |
557 |
557 |
|
15 |
69 |
91 |
112 |
170 |
274 |
556 |
556 |
|
16 |
69 |
90 |
111 |
169 |
274 |
556 |
556 |
|
17 |
69 |
90 |
111 |
169 |
273 |
556 |
556 |
|
18 |
68 |
89 |
110 |
169 |
273 |
555 |
555 |
|
19 |
67 |
89 |
110 |
168 |
272 |
554 |
554 |
|
20 |
67 |
88 |
109 |
167 |
272 |
554 |
554 |
|
21 |
66 |
87 |
108 |
167 |
271 |
553 |
553 |
|
22 |
65 |
87 |
108 |
166 |
270 |
552 |
552 |
|
23 |
65 |
86 |
107 |
165 |
269 |
552 |
552 |
|
24 |
64 |
85 |
106 |
164 |
268 |
551 |
551 |
|
25 |
63 |
84 |
105 |
163 |
267 |
550 |
550 |
|
26 |
62 |
83 |
104 |
162 |
266 |
548 |
548 |
|
27 |
61 |
82 |
103 |
161 |
265 |
547 |
547 |
|
28 |
59 |
81 |
102 |
160 |
264 |
546 |
546 |
|
29 |
58 |
80 |
101 |
159 |
263 |
545 |
545 |
|
30 |
57 |
79 |
100 |
158 |
262 |
544 |
544 |
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 |
23 |
46 |
113 |
228 |
510 |
1 253 |
|
2 |
12 |
25 |
47 |
115 |
230 |
512 |
1 009 |
|
3 |
14 |
28 |
50 |
110 |
227 |
509 |
822 |
|
4 |
16 |
31 |
53 |
113 |
227 |
509 |
680 |
|
5 |
17 |
34 |
58 |
117 |
227 |
509 |
571 |
|
6 |
18 |
36 |
62 |
121 |
227 |
509 |
509 |
|
7 |
19 |
37 |
63 |
124 |
226 |
508 |
508 |
|
8 |
19 |
38 |
63 |
122 |
226 |
508 |
508 |
|
9 |
19 |
38 |
62 |
121 |
226 |
508 |
508 |
|
10 |
19 |
39 |
62 |
121 |
225 |
507 |
507 |
|
11 |
19 |
40 |
62 |
121 |
225 |
507 |
507 |
|
12 |
20 |
41 |
62 |
121 |
225 |
507 |
507 |
|
13 |
20 |
41 |
63 |
121 |
225 |
507 |
507 |
|
14 |
20 |
42 |
63 |
121 |
225 |
507 |
507 |
|
15 |
21 |
42 |
63 |
121 |
225 |
507 |
507 |
|
16 |
20 |
42 |
63 |
121 |
225 |
507 |
507 |
|
17 |
21 |
42 |
63 |
121 |
226 |
508 |
508 |
|
18 |
21 |
42 |
63 |
121 |
226 |
508 |
508 |
|
19 |
21 |
42 |
63 |
122 |
226 |
508 |
508 |
|
20 |
22 |
43 |
64 |
122 |
227 |
509 |
509 |
|
21 |
22 |
43 |
64 |
123 |
227 |
509 |
509 |
|
22 |
22 |
44 |
65 |
123 |
227 |
509 |
509 |
|
23 |
23 |
44 |
65 |
123 |
227 |
509 |
509 |
|
24 |
23 |
44 |
65 |
123 |
227 |
510 |
510 |
|
25 |
23 |
44 |
65 |
123 |
227 |
510 |
510 |
|
26 |
23 |
44 |
65 |
123 |
227 |
509 |
509 |
|
27 |
22 |
44 |
65 |
123 |
227 |
509 |
509 |
|
28 |
22 |
44 |
65 |
123 |
227 |
509 |
509 |
|
29 |
22 |
43 |
64 |
123 |
227 |
509 |
509 |
|
30 |
23 |
43 |
64 |
123 |
227 |
509 |
509 |
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 |
41 |
108 |
223 |
505 |
1 252 |
|
2 |
5 |
18 |
41 |
108 |
223 |
505 |
1 005 |
|
3 |
7 |
20 |
42 |
103 |
220 |
502 |
819 |
|
4 |
8 |
23 |
45 |
106 |
219 |
501 |
678 |
|
5 |
9 |
25 |
50 |
109 |
219 |
501 |
570 |
|
6 |
10 |
27 |
53 |
113 |
219 |
501 |
501 |
|
7 |
11 |
30 |
55 |
116 |
219 |
501 |
501 |
|
8 |
11 |
30 |
55 |
115 |
219 |
501 |
501 |
|
9 |
12 |
31 |
55 |
114 |
219 |
501 |
501 |
|
10 |
12 |
32 |
56 |
114 |
219 |
501 |
501 |
|
11 |
13 |
33 |
56 |
114 |
219 |
501 |
501 |
|
12 |
13 |
34 |
56 |
114 |
219 |
501 |
501 |
|
13 |
14 |
35 |
56 |
114 |
219 |
501 |
501 |
|
14 |
14 |
35 |
56 |
114 |
219 |
501 |
501 |
|
15 |
14 |
35 |
56 |
114 |
219 |
501 |
501 |
|
16 |
14 |
35 |
56 |
114 |
218 |
501 |
501 |
|
17 |
14 |
35 |
56 |
114 |
218 |
501 |
501 |
|
18 |
14 |
35 |
56 |
114 |
218 |
501 |
501 |
|
19 |
15 |
35 |
56 |
114 |
218 |
501 |
501 |
|
20 |
16 |
35 |
56 |
114 |
218 |
501 |
501 |
|
21 |
16 |
35 |
56 |
114 |
219 |
501 |
501 |
|
22 |
18 |
35 |
56 |
114 |
219 |
501 |
501 |
|
23 |
18 |
35 |
56 |
114 |
219 |
501 |
501 |
|
24 |
19 |
35 |
56 |
114 |
219 |
501 |
501 |
|
25 |
20 |
35 |
56 |
114 |
219 |
501 |
501 |
|
26 |
20 |
35 |
56 |
114 |
219 |
501 |
501 |
|
27 |
21 |
35 |
56 |
114 |
219 |
501 |
501 |
|
28 |
21 |
35 |
56 |
114 |
219 |
501 |
501 |
|
29 |
22 |
35 |
56 |
114 |
219 |
501 |
501 |
|
30 |
23 |
35 |
56 |
114 |
219 |
501 |
501 |
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 |
51 |
139 |
242 |
524 |
1 279 |
|
2 |
7 |
24 |
51 |
139 |
242 |
524 |
1 028 |
|
3 |
8 |
26 |
52 |
127 |
239 |
521 |
837 |
|
4 |
10 |
28 |
54 |
119 |
237 |
519 |
693 |
|
5 |
12 |
30 |
56 |
110 |
236 |
518 |
582 |
|
6 |
14 |
34 |
59 |
104 |
235 |
517 |
517 |
|
7 |
16 |
36 |
60 |
98 |
233 |
516 |
516 |
|
8 |
18 |
38 |
59 |
92 |
232 |
515 |
515 |
|
9 |
20 |
44 |
62 |
87 |
231 |
514 |
514 |
|
10 |
20 |
44 |
61 |
85 |
231 |
513 |
513 |
|
11 |
19 |
43 |
59 |
86 |
230 |
512 |
512 |
|
12 |
19 |
43 |
60 |
87 |
229 |
511 |
511 |
|
13 |
19 |
43 |
60 |
87 |
228 |
510 |
510 |
|
14 |
19 |
43 |
60 |
87 |
228 |
510 |
510 |
|
15 |
19 |
43 |
60 |
87 |
227 |
509 |
509 |
|
16 |
19 |
43 |
60 |
87 |
226 |
508 |
508 |
|
17 |
19 |
44 |
60 |
87 |
225 |
507 |
507 |
|
18 |
19 |
44 |
60 |
87 |
224 |
507 |
507 |
|
19 |
19 |
44 |
60 |
87 |
224 |
506 |
506 |
|
20 |
19 |
44 |
60 |
87 |
225 |
507 |
507 |
|
21 |
19 |
44 |
60 |
87 |
225 |
507 |
507 |
|
22 |
19 |
44 |
60 |
87 |
224 |
507 |
507 |
|
23 |
19 |
44 |
60 |
87 |
224 |
506 |
506 |
|
24 |
19 |
44 |
60 |
87 |
223 |
505 |
505 |
|
25 |
20 |
44 |
60 |
87 |
223 |
505 |
505 |
|
26 |
20 |
44 |
60 |
87 |
222 |
504 |
504 |
|
27 |
21 |
44 |
60 |
87 |
221 |
504 |
504 |
|
28 |
21 |
44 |
60 |
87 |
221 |
503 |
503 |
|
29 |
23 |
44 |
60 |
87 |
220 |
503 |
503 |
|
30 |
24 |
44 |
60 |
87 |
220 |
502 |
502 |
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 |
83 |
96 |
119 |
186 |
301 |
583 |
1 293 |
|
2 |
82 |
95 |
118 |
185 |
300 |
582 |
1 044 |
|
3 |
82 |
96 |
118 |
179 |
295 |
577 |
854 |
|
4 |
82 |
97 |
120 |
180 |
293 |
575 |
709 |
|
5 |
82 |
98 |
122 |
181 |
291 |
573 |
597 |
|
6 |
81 |
98 |
124 |
184 |
289 |
571 |
571 |
|
7 |
80 |
98 |
124 |
184 |
287 |
569 |
569 |
|
8 |
78 |
97 |
122 |
181 |
285 |
567 |
567 |
|
9 |
76 |
96 |
120 |
179 |
283 |
565 |
565 |
|
10 |
76 |
96 |
119 |
178 |
282 |
564 |
564 |
|
11 |
75 |
95 |
118 |
176 |
281 |
563 |
563 |
|
12 |
74 |
95 |
117 |
175 |
279 |
561 |
561 |
|
13 |
73 |
94 |
115 |
173 |
278 |
560 |
560 |
|
14 |
72 |
93 |
114 |
172 |
276 |
558 |
558 |
|
15 |
70 |
91 |
112 |
171 |
275 |
557 |
557 |
|
16 |
69 |
90 |
111 |
170 |
274 |
556 |
556 |
|
17 |
68 |
89 |
110 |
169 |
273 |
555 |
555 |
|
18 |
67 |
88 |
110 |
168 |
272 |
554 |
554 |
|
19 |
66 |
88 |
109 |
167 |
271 |
553 |
553 |
|
20 |
66 |
87 |
108 |
166 |
270 |
553 |
553 |
|
21 |
65 |
86 |
107 |
165 |
270 |
552 |
552 |
|
22 |
64 |
85 |
106 |
164 |
269 |
551 |
551 |
|
23 |
63 |
84 |
105 |
163 |
267 |
550 |
550 |
|
24 |
62 |
83 |
104 |
162 |
266 |
548 |
548 |
|
25 |
60 |
82 |
103 |
161 |
265 |
547 |
547 |
|
26 |
59 |
80 |
101 |
160 |
264 |
546 |
546 |
|
27 |
58 |
79 |
100 |
159 |
263 |
545 |
545 |
|
28 |
57 |
78 |
99 |
158 |
262 |
544 |
544 |
|
29 |
56 |
77 |
98 |
157 |
261 |
543 |
543 |
|
30 |
55 |
76 |
97 |
155 |
260 |
542 |
542 |
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 |
56 |
69 |
92 |
159 |
274 |
556 |
1 266 |
|
2 |
56 |
69 |
91 |
159 |
274 |
556 |
1 022 |
|
3 |
57 |
71 |
92 |
153 |
270 |
552 |
836 |
|
4 |
57 |
72 |
95 |
155 |
268 |
550 |
694 |
|
5 |
57 |
73 |
98 |
157 |
267 |
549 |
585 |
|
6 |
57 |
74 |
100 |
160 |
265 |
547 |
547 |
|
7 |
57 |
75 |
101 |
161 |
264 |
546 |
546 |
|
8 |
56 |
74 |
99 |
159 |
263 |
545 |
545 |
|
9 |
54 |
74 |
98 |
157 |
261 |
543 |
543 |
|
10 |
54 |
74 |
97 |
156 |
260 |
542 |
542 |
|
11 |
54 |
74 |
97 |
155 |
259 |
541 |
541 |
|
12 |
53 |
74 |
96 |
154 |
259 |
541 |
541 |
|
13 |
53 |
74 |
95 |
154 |
258 |
540 |
540 |
|
14 |
53 |
74 |
95 |
153 |
257 |
539 |
539 |
|
15 |
52 |
73 |
94 |
152 |
257 |
539 |
539 |
|
16 |
51 |
72 |
93 |
152 |
256 |
538 |
538 |
|
17 |
51 |
72 |
93 |
151 |
255 |
538 |
538 |
|
18 |
50 |
71 |
92 |
151 |
255 |
537 |
537 |
|
19 |
50 |
71 |
92 |
150 |
255 |
537 |
537 |
|
20 |
50 |
71 |
92 |
150 |
254 |
537 |
537 |
|
21 |
49 |
70 |
91 |
150 |
254 |
536 |
536 |
|
22 |
49 |
70 |
91 |
149 |
254 |
536 |
536 |
|
23 |
48 |
69 |
90 |
149 |
253 |
535 |
535 |
|
24 |
48 |
69 |
90 |
148 |
252 |
535 |
535 |
|
25 |
47 |
68 |
89 |
147 |
252 |
534 |
534 |
|
26 |
46 |
67 |
88 |
147 |
251 |
533 |
533 |
|
27 |
46 |
67 |
88 |
146 |
250 |
532 |
532 |
|
28 |
45 |
66 |
87 |
145 |
250 |
532 |
532 |
|
29 |
44 |
65 |
86 |
145 |
249 |
531 |
531 |
|
30 |
43 |
64 |
85 |
144 |
248 |
530 |
530 |
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 |
103 |
126 |
193 |
308 |
590 |
1 366 |
|
2 |
90 |
103 |
126 |
193 |
308 |
590 |
1 094 |
|
3 |
90 |
104 |
126 |
187 |
303 |
585 |
888 |
|
4 |
90 |
105 |
127 |
188 |
301 |
583 |
733 |
|
5 |
90 |
107 |
131 |
190 |
300 |
582 |
614 |
|
6 |
91 |
108 |
134 |
194 |
299 |
581 |
581 |
|
7 |
92 |
110 |
136 |
196 |
299 |
581 |
581 |
|
8 |
92 |
110 |
136 |
195 |
299 |
581 |
581 |
|
9 |
92 |
111 |
136 |
194 |
299 |
581 |
581 |
|
10 |
92 |
112 |
136 |
194 |
299 |
581 |
581 |
|
11 |
93 |
113 |
136 |
194 |
298 |
580 |
580 |
|
12 |
92 |
113 |
135 |
193 |
298 |
580 |
580 |
|
13 |
92 |
113 |
134 |
192 |
297 |
579 |
579 |
|
14 |
91 |
112 |
133 |
191 |
296 |
578 |
578 |
|
15 |
90 |
111 |
132 |
190 |
294 |
577 |
577 |
|
16 |
89 |
110 |
131 |
189 |
293 |
576 |
576 |
|
17 |
88 |
109 |
130 |
188 |
292 |
575 |
575 |
|
18 |
87 |
108 |
129 |
187 |
291 |
573 |
573 |
|
19 |
85 |
107 |
128 |
186 |
290 |
572 |
572 |
|
20 |
84 |
106 |
127 |
185 |
289 |
571 |
571 |
|
21 |
83 |
104 |
125 |
184 |
288 |
570 |
570 |
|
22 |
82 |
103 |
124 |
182 |
287 |
569 |
569 |
|
23 |
80 |
102 |
123 |
181 |
285 |
567 |
567 |
|
24 |
79 |
100 |
121 |
179 |
284 |
566 |
566 |
|
25 |
77 |
99 |
120 |
178 |
282 |
564 |
564 |
|
26 |
76 |
97 |
118 |
176 |
281 |
563 |
563 |
|
27 |
74 |
96 |
117 |
175 |
279 |
561 |
561 |
|
28 |
73 |
94 |
115 |
173 |
278 |
560 |
560 |
|
29 |
71 |
93 |
114 |
172 |
276 |
558 |
558 |
|
30 |
70 |
91 |
112 |
170 |
275 |
557 |
557 |
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 |
44 |
66 |
134 |
249 |
531 |
1 269 |
|
2 |
31 |
44 |
67 |
134 |
249 |
531 |
1 022 |
|
3 |
32 |
46 |
68 |
128 |
245 |
527 |
833 |
|
4 |
32 |
47 |
70 |
130 |
243 |
525 |
689 |
|
5 |
33 |
49 |
74 |
133 |
242 |
525 |
579 |
|
6 |
33 |
51 |
77 |
136 |
242 |
524 |
524 |
|
7 |
34 |
52 |
78 |
138 |
241 |
523 |
523 |
|
8 |
33 |
52 |
77 |
136 |
240 |
522 |
522 |
|
9 |
32 |
52 |
76 |
135 |
239 |
521 |
521 |
|
10 |
32 |
52 |
76 |
134 |
239 |
521 |
521 |
|
11 |
32 |
53 |
75 |
134 |
238 |
520 |
520 |
|
12 |
32 |
53 |
75 |
133 |
237 |
519 |
519 |
|
13 |
32 |
53 |
74 |
132 |
237 |
519 |
519 |
|
14 |
31 |
52 |
74 |
132 |
236 |
518 |
518 |
|
15 |
31 |
52 |
73 |
131 |
236 |
518 |
518 |
|
16 |
30 |
51 |
72 |
131 |
235 |
517 |
517 |
|
17 |
30 |
51 |
72 |
130 |
235 |
517 |
517 |
|
18 |
30 |
51 |
72 |
130 |
235 |
517 |
517 |
|
19 |
30 |
51 |
72 |
130 |
234 |
517 |
517 |
|
20 |
30 |
51 |
72 |
130 |
235 |
517 |
517 |
|
21 |
30 |
51 |
72 |
130 |
235 |
517 |
517 |
|
22 |
30 |
51 |
72 |
130 |
235 |
517 |
517 |
|
23 |
30 |
51 |
72 |
130 |
234 |
516 |
516 |
|
24 |
29 |
50 |
72 |
130 |
234 |
516 |
516 |
|
25 |
29 |
50 |
71 |
130 |
234 |
516 |
516 |
|
26 |
29 |
50 |
71 |
129 |
234 |
516 |
516 |
|
27 |
29 |
50 |
71 |
129 |
233 |
515 |
515 |
|
28 |
28 |
49 |
70 |
129 |
233 |
515 |
515 |
|
29 |
28 |
49 |
70 |
128 |
233 |
515 |
515 |
|
30 |
28 |
49 |
70 |
128 |
232 |
515 |
515 |
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 |
4 |
23 |
90 |
205 |
487 |
1 209 |
|
2 |
1 |
5 |
24 |
91 |
206 |
488 |
975 |
|
3 |
2 |
5 |
26 |
86 |
203 |
485 |
796 |
|
4 |
3 |
6 |
29 |
89 |
202 |
484 |
659 |
|
5 |
4 |
9 |
34 |
92 |
202 |
484 |
555 |
|
6 |
5 |
11 |
37 |
97 |
202 |
484 |
484 |
|
7 |
5 |
13 |
39 |
99 |
202 |
484 |
484 |
|
8 |
7 |
14 |
39 |
98 |
202 |
484 |
484 |
|
9 |
7 |
15 |
39 |
98 |
202 |
484 |
484 |
|
10 |
8 |
16 |
39 |
98 |
202 |
484 |
484 |
|
11 |
9 |
18 |
40 |
99 |
203 |
485 |
485 |
|
12 |
9 |
17 |
39 |
97 |
202 |
484 |
484 |
|
13 |
10 |
19 |
40 |
98 |
203 |
485 |
485 |
|
14 |
12 |
19 |
40 |
98 |
202 |
484 |
484 |
|
15 |
12 |
18 |
39 |
97 |
201 |
483 |
483 |
|
16 |
13 |
17 |
38 |
96 |
200 |
483 |
483 |
|
17 |
14 |
17 |
38 |
96 |
200 |
483 |
483 |
|
18 |
14 |
17 |
38 |
96 |
201 |
483 |
483 |
|
19 |
15 |
18 |
38 |
97 |
201 |
483 |
483 |
|
20 |
15 |
18 |
39 |
97 |
201 |
484 |
484 |
|
21 |
16 |
19 |
39 |
97 |
202 |
484 |
484 |
|
22 |
18 |
19 |
39 |
98 |
202 |
484 |
484 |
|
23 |
18 |
21 |
39 |
97 |
202 |
484 |
484 |
|
24 |
19 |
21 |
39 |
97 |
202 |
484 |
484 |
|
25 |
19 |
22 |
39 |
97 |
201 |
484 |
484 |
|
26 |
20 |
22 |
39 |
97 |
201 |
483 |
483 |
|
27 |
20 |
23 |
39 |
97 |
201 |
483 |
483 |
|
28 |
21 |
24 |
40 |
97 |
201 |
483 |
483 |
|
29 |
22 |
24 |
41 |
97 |
201 |
483 |
483 |
|
30 |
22 |
26 |
42 |
97 |
201 |
483 |
483 |
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 |
44 |
56 |
79 |
146 |
261 |
543 |
1 261 |
|
2 |
44 |
57 |
79 |
147 |
262 |
544 |
1 017 |
|
3 |
45 |
59 |
80 |
141 |
258 |
540 |
830 |
|
4 |
46 |
61 |
83 |
143 |
256 |
538 |
687 |
|
5 |
46 |
62 |
87 |
146 |
255 |
538 |
578 |
|
6 |
46 |
64 |
90 |
149 |
255 |
537 |
537 |
|
7 |
47 |
65 |
91 |
151 |
254 |
536 |
536 |
|
8 |
46 |
65 |
90 |
149 |
253 |
535 |
535 |
|
9 |
45 |
65 |
89 |
148 |
252 |
534 |
534 |
|
10 |
45 |
65 |
89 |
147 |
252 |
534 |
534 |
|
11 |
45 |
66 |
88 |
147 |
251 |
533 |
533 |
|
12 |
45 |
66 |
88 |
146 |
250 |
532 |
532 |
|
13 |
45 |
66 |
87 |
145 |
250 |
532 |
532 |
|
14 |
44 |
65 |
86 |
145 |
249 |
531 |
531 |
|
15 |
44 |
65 |
86 |
144 |
248 |
531 |
531 |
|
16 |
43 |
64 |
85 |
143 |
248 |
530 |
530 |
|
17 |
43 |
64 |
85 |
143 |
247 |
529 |
529 |
|
18 |
42 |
63 |
84 |
143 |
247 |
529 |
529 |
|
19 |
42 |
63 |
84 |
142 |
246 |
529 |
529 |
|
20 |
41 |
63 |
84 |
142 |
246 |
528 |
528 |
|
21 |
41 |
62 |
83 |
142 |
246 |
528 |
528 |
|
22 |
41 |
62 |
83 |
141 |
246 |
528 |
528 |
|
23 |
40 |
61 |
82 |
141 |
245 |
527 |
527 |
|
24 |
40 |
61 |
82 |
140 |
244 |
526 |
526 |
|
25 |
39 |
60 |
81 |
139 |
244 |
526 |
526 |
|
26 |
38 |
59 |
80 |
139 |
243 |
525 |
525 |
|
27 |
37 |
58 |
79 |
138 |
242 |
524 |
524 |
|
28 |
37 |
58 |
79 |
137 |
241 |
523 |
523 |
|
29 |
36 |
57 |
78 |
136 |
241 |
523 |
523 |
|
30 |
35 |
56 |
77 |
136 |
240 |
522 |
522 |
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 |
16 |
29 |
51 |
119 |
234 |
516 |
1 222 |
|
2 |
19 |
32 |
55 |
122 |
237 |
519 |
986 |
|
3 |
24 |
38 |
59 |
120 |
237 |
519 |
806 |
|
4 |
27 |
42 |
65 |
125 |
238 |
520 |
669 |
|
5 |
30 |
46 |
71 |
130 |
239 |
522 |
563 |
|
6 |
30 |
47 |
73 |
133 |
238 |
520 |
520 |
|
7 |
34 |
52 |
78 |
138 |
241 |
523 |
523 |
|
8 |
33 |
52 |
77 |
136 |
240 |
522 |
522 |
|
9 |
34 |
53 |
78 |
137 |
241 |
523 |
523 |
|
10 |
36 |
56 |
79 |
138 |
242 |
524 |
524 |
|
11 |
37 |
58 |
80 |
139 |
243 |
525 |
525 |
|
12 |
38 |
59 |
81 |
139 |
244 |
526 |
526 |
|
13 |
39 |
60 |
82 |
140 |
244 |
526 |
526 |
|
14 |
40 |
61 |
82 |
140 |
245 |
527 |
527 |
|
15 |
40 |
61 |
82 |
140 |
245 |
527 |
527 |
|
16 |
40 |
61 |
82 |
140 |
244 |
527 |
527 |
|
17 |
40 |
61 |
82 |
140 |
245 |
527 |
527 |
|
18 |
39 |
60 |
82 |
140 |
244 |
526 |
526 |
|
19 |
39 |
60 |
81 |
140 |
244 |
526 |
526 |
|
20 |
39 |
60 |
81 |
140 |
244 |
526 |
526 |
|
21 |
39 |
60 |
81 |
140 |
244 |
526 |
526 |
|
22 |
39 |
60 |
81 |
140 |
244 |
526 |
526 |
|
23 |
39 |
60 |
81 |
139 |
244 |
526 |
526 |
|
24 |
38 |
59 |
81 |
139 |
243 |
525 |
525 |
|
25 |
38 |
59 |
80 |
138 |
243 |
525 |
525 |
|
26 |
37 |
59 |
80 |
138 |
242 |
524 |
524 |
|
27 |
37 |
58 |
79 |
137 |
242 |
524 |
524 |
|
28 |
36 |
58 |
79 |
137 |
241 |
523 |
523 |
|
29 |
36 |
57 |
78 |
136 |
241 |
523 |
523 |
|
30 |
35 |
57 |
78 |
136 |
240 |
522 |
522 |
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 |
18 |
31 |
54 |
121 |
236 |
518 |
1 278 |
|
2 |
19 |
32 |
55 |
122 |
237 |
519 |
1 028 |
|
3 |
21 |
35 |
57 |
118 |
234 |
516 |
837 |
|
4 |
23 |
38 |
60 |
120 |
234 |
516 |
692 |
|
5 |
24 |
40 |
65 |
124 |
233 |
515 |
581 |
|
6 |
25 |
42 |
68 |
128 |
233 |
515 |
515 |
|
7 |
26 |
44 |
70 |
130 |
233 |
515 |
515 |
|
8 |
26 |
45 |
70 |
129 |
233 |
515 |
515 |
|
9 |
26 |
46 |
70 |
129 |
233 |
515 |
515 |
|
10 |
27 |
47 |
70 |
129 |
233 |
515 |
515 |
|
11 |
28 |
48 |
71 |
129 |
233 |
515 |
515 |
|
12 |
28 |
49 |
71 |
129 |
233 |
515 |
515 |
|
13 |
28 |
49 |
71 |
129 |
233 |
516 |
516 |
|
14 |
29 |
50 |
71 |
129 |
233 |
516 |
516 |
|
15 |
29 |
50 |
71 |
129 |
233 |
516 |
516 |
|
16 |
28 |
50 |
71 |
129 |
233 |
515 |
515 |
|
17 |
28 |
50 |
71 |
129 |
233 |
515 |
515 |
|
18 |
28 |
50 |
71 |
129 |
233 |
515 |
515 |
|
19 |
28 |
50 |
71 |
129 |
233 |
515 |
515 |
|
20 |
29 |
50 |
71 |
129 |
233 |
515 |
515 |
|
21 |
28 |
50 |
71 |
129 |
233 |
515 |
515 |
|
22 |
28 |
49 |
70 |
129 |
233 |
515 |
515 |
|
23 |
28 |
49 |
70 |
128 |
233 |
515 |
515 |
|
24 |
27 |
48 |
69 |
128 |
232 |
514 |
514 |
|
25 |
27 |
48 |
69 |
127 |
232 |
514 |
514 |
|
26 |
26 |
47 |
68 |
127 |
231 |
513 |
513 |
|
27 |
26 |
47 |
68 |
126 |
231 |
513 |
513 |
|
28 |
25 |
47 |
68 |
126 |
230 |
512 |
512 |
|
29 |
25 |
46 |
67 |
126 |
230 |
512 |
512 |
|
30 |
25 |
46 |
67 |
125 |
229 |
512 |
512 |
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 |
53 |
66 |
89 |
156 |
271 |
553 |
1 320 |
|
2 |
55 |
68 |
90 |
157 |
272 |
554 |
1 057 |
|
3 |
58 |
72 |
94 |
155 |
271 |
553 |
860 |
|
4 |
61 |
76 |
98 |
158 |
271 |
553 |
712 |
|
5 |
63 |
79 |
103 |
162 |
272 |
554 |
598 |
|
6 |
64 |
81 |
107 |
167 |
272 |
554 |
554 |
|
7 |
65 |
83 |
109 |
169 |
272 |
554 |
554 |
|
8 |
65 |
84 |
109 |
168 |
272 |
554 |
554 |
|
9 |
65 |
84 |
109 |
168 |
272 |
554 |
554 |
|
10 |
66 |
86 |
109 |
167 |
272 |
554 |
554 |
|
11 |
66 |
86 |
109 |
167 |
272 |
554 |
554 |
|
12 |
66 |
87 |
108 |
167 |
271 |
553 |
553 |
|
13 |
65 |
86 |
108 |
166 |
270 |
553 |
553 |
|
14 |
65 |
86 |
107 |
165 |
270 |
552 |
552 |
|
15 |
64 |
85 |
106 |
165 |
269 |
551 |
551 |
|
16 |
63 |
85 |
106 |
164 |
268 |
550 |
550 |
|
17 |
63 |
84 |
105 |
163 |
268 |
550 |
550 |
|
18 |
62 |
83 |
104 |
163 |
267 |
549 |
549 |
|
19 |
62 |
83 |
104 |
162 |
266 |
549 |
549 |
|
20 |
61 |
82 |
103 |
162 |
266 |
548 |
548 |
|
21 |
60 |
82 |
103 |
161 |
265 |
547 |
547 |
|
22 |
60 |
81 |
102 |
160 |
264 |
547 |
547 |
|
23 |
59 |
80 |
101 |
159 |
264 |
546 |
546 |
|
24 |
58 |
79 |
100 |
158 |
263 |
545 |
545 |
|
25 |
57 |
78 |
99 |
157 |
262 |
544 |
544 |
|
26 |
56 |
77 |
98 |
157 |
261 |
543 |
543 |
|
27 |
55 |
76 |
97 |
156 |
260 |
542 |
542 |
|
28 |
54 |
75 |
96 |
155 |
259 |
541 |
541 |
|
29 |
53 |
74 |
95 |
154 |
258 |
540 |
540 |
|
30 |
52 |
74 |
95 |
153 |
257 |
539 |
539 |
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 |
84 |
97 |
119 |
187 |
302 |
584 |
1 370 |
|
2 |
89 |
102 |
124 |
192 |
307 |
589 |
1 109 |
|
3 |
92 |
106 |
127 |
188 |
305 |
587 |
909 |
|
4 |
93 |
108 |
131 |
191 |
304 |
586 |
755 |
|
5 |
97 |
113 |
138 |
196 |
306 |
588 |
637 |
|
6 |
99 |
116 |
142 |
202 |
307 |
589 |
589 |
|
7 |
101 |
119 |
145 |
205 |
308 |
590 |
590 |
|
8 |
102 |
121 |
146 |
206 |
309 |
591 |
591 |
|
9 |
103 |
123 |
147 |
206 |
310 |
592 |
592 |
|
10 |
104 |
124 |
148 |
206 |
310 |
593 |
593 |
|
11 |
104 |
125 |
147 |
206 |
310 |
592 |
592 |
|
12 |
104 |
125 |
147 |
205 |
309 |
592 |
592 |
|
13 |
103 |
124 |
146 |
204 |
308 |
590 |
590 |
|
14 |
102 |
123 |
144 |
203 |
307 |
589 |
589 |
|
15 |
101 |
122 |
143 |
201 |
305 |
588 |
588 |
|
16 |
99 |
120 |
142 |
200 |
304 |
586 |
586 |
|
17 |
98 |
119 |
140 |
198 |
303 |
585 |
585 |
|
18 |
97 |
118 |
139 |
197 |
301 |
584 |
584 |
|
19 |
95 |
116 |
137 |
196 |
300 |
582 |
582 |
|
20 |
94 |
115 |
136 |
194 |
299 |
581 |
581 |
|
21 |
92 |
113 |
135 |
193 |
297 |
579 |
579 |
|
22 |
91 |
112 |
133 |
191 |
296 |
578 |
578 |
|
23 |
89 |
110 |
131 |
190 |
294 |
576 |
576 |
|
24 |
87 |
108 |
130 |
188 |
292 |
574 |
574 |
|
25 |
86 |
107 |
128 |
186 |
290 |
573 |
573 |
|
26 |
84 |
105 |
126 |
184 |
289 |
571 |
571 |
|
27 |
82 |
103 |
124 |
183 |
287 |
569 |
569 |
|
28 |
81 |
102 |
123 |
181 |
285 |
567 |
567 |
|
29 |
79 |
100 |
121 |
179 |
284 |
566 |
566 |
|
30 |
77 |
98 |
119 |
178 |
282 |
564 |
564 |
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 |
12 |
25 |
48 |
115 |
230 |
512 |
1 272 |
|
2 |
15 |
28 |
50 |
118 |
233 |
515 |
1 022 |
|
3 |
18 |
32 |
54 |
115 |
231 |
513 |
833 |
|
4 |
21 |
36 |
58 |
119 |
232 |
514 |
689 |
|
5 |
23 |
39 |
64 |
123 |
233 |
515 |
580 |
|
6 |
25 |
42 |
68 |
128 |
233 |
515 |
515 |
|
7 |
26 |
44 |
70 |
130 |
233 |
515 |
515 |
|
8 |
26 |
45 |
70 |
129 |
233 |
515 |
515 |
|
9 |
26 |
46 |
70 |
129 |
233 |
515 |
515 |
|
10 |
27 |
47 |
70 |
129 |
233 |
515 |
515 |
|
11 |
27 |
48 |
70 |
129 |
233 |
515 |
515 |
|
12 |
27 |
48 |
70 |
128 |
233 |
515 |
515 |
|
13 |
27 |
48 |
69 |
128 |
232 |
514 |
514 |
|
14 |
27 |
48 |
69 |
127 |
231 |
514 |
514 |
|
15 |
26 |
47 |
68 |
127 |
231 |
513 |
513 |
|
16 |
25 |
47 |
68 |
126 |
230 |
512 |
512 |
|
17 |
25 |
46 |
67 |
126 |
230 |
512 |
512 |
|
18 |
25 |
46 |
67 |
126 |
230 |
512 |
512 |
|
19 |
25 |
46 |
67 |
125 |
230 |
512 |
512 |
|
20 |
25 |
46 |
67 |
126 |
230 |
512 |
512 |
|
21 |
25 |
46 |
67 |
126 |
230 |
512 |
512 |
|
22 |
25 |
46 |
67 |
126 |
230 |
512 |
512 |
|
23 |
25 |
46 |
67 |
126 |
230 |
512 |
512 |
|
24 |
25 |
46 |
67 |
126 |
230 |
512 |
512 |
|
25 |
25 |
46 |
67 |
125 |
230 |
512 |
512 |
|
26 |
25 |
46 |
67 |
125 |
229 |
512 |
512 |
|
27 |
25 |
46 |
67 |
125 |
229 |
511 |
511 |
|
28 |
24 |
45 |
66 |
125 |
229 |
511 |
511 |
|
29 |
24 |
45 |
66 |
125 |
229 |
511 |
511 |
|
30 |
24 |
45 |
66 |
124 |
229 |
511 |
511 |
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 |
94 |
107 |
129 |
196 |
311 |
593 |
1 311 |
|
2 |
95 |
108 |
130 |
198 |
313 |
595 |
1 059 |
|
3 |
97 |
111 |
133 |
193 |
310 |
592 |
866 |
|
4 |
99 |
114 |
136 |
196 |
309 |
591 |
718 |
|
5 |
100 |
116 |
141 |
200 |
309 |
591 |
604 |
|
6 |
101 |
118 |
144 |
204 |
309 |
591 |
591 |
|
7 |
102 |
120 |
146 |
206 |
309 |
591 |
591 |
|
8 |
102 |
120 |
146 |
205 |
309 |
591 |
591 |
|
9 |
101 |
120 |
145 |
204 |
308 |
590 |
590 |
|
10 |
100 |
120 |
144 |
202 |
307 |
589 |
589 |
|
11 |
99 |
120 |
143 |
201 |
305 |
587 |
587 |
|
12 |
98 |
119 |
141 |
199 |
304 |
586 |
586 |
|
13 |
97 |
118 |
139 |
198 |
302 |
584 |
584 |
|
14 |
95 |
116 |
138 |
196 |
300 |
582 |
582 |
|
15 |
94 |
115 |
136 |
194 |
299 |
581 |
581 |
|
16 |
92 |
113 |
134 |
192 |
297 |
579 |
579 |
|
17 |
91 |
112 |
133 |
191 |
295 |
577 |
577 |
|
18 |
89 |
110 |
131 |
190 |
294 |
576 |
576 |
|
19 |
88 |
109 |
130 |
188 |
293 |
575 |
575 |
|
20 |
87 |
108 |
129 |
187 |
292 |
574 |
574 |
|
21 |
86 |
107 |
128 |
186 |
291 |
573 |
573 |
|
22 |
85 |
106 |
127 |
185 |
289 |
572 |
572 |
|
23 |
84 |
105 |
126 |
184 |
288 |
570 |
570 |
|
24 |
82 |
103 |
124 |
183 |
287 |
569 |
569 |
|
25 |
81 |
102 |
123 |
182 |
286 |
568 |
568 |
|
26 |
80 |
101 |
122 |
180 |
285 |
567 |
567 |
|
27 |
79 |
100 |
121 |
179 |
283 |
566 |
566 |
|
28 |
78 |
99 |
120 |
178 |
282 |
564 |
564 |
|
29 |
76 |
98 |
119 |
177 |
281 |
563 |
563 |
|
30 |
75 |
96 |
117 |
176 |
280 |
562 |
562 |
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 |
304 |
317 |
340 |
407 |
522 |
804 |
1 402 |
|
2 |
88 |
101 |
124 |
191 |
306 |
588 |
1 122 |
|
3 |
91 |
105 |
127 |
188 |
304 |
586 |
910 |
|
4 |
94 |
109 |
132 |
192 |
305 |
587 |
751 |
|
5 |
97 |
113 |
137 |
196 |
306 |
588 |
630 |
|
6 |
98 |
115 |
141 |
201 |
306 |
589 |
589 |
|
7 |
100 |
118 |
144 |
204 |
307 |
589 |
589 |
|
8 |
100 |
119 |
144 |
204 |
307 |
590 |
590 |
|
9 |
101 |
120 |
145 |
203 |
308 |
590 |
590 |
|
10 |
101 |
121 |
145 |
203 |
307 |
590 |
590 |
|
11 |
102 |
122 |
145 |
203 |
307 |
590 |
590 |
|
12 |
102 |
123 |
145 |
203 |
307 |
590 |
590 |
|
13 |
103 |
124 |
145 |
203 |
308 |
590 |
590 |
|
14 |
103 |
124 |
146 |
204 |
308 |
590 |
590 |
|
15 |
104 |
125 |
146 |
204 |
309 |
591 |
591 |
|
16 |
105 |
126 |
147 |
205 |
310 |
592 |
592 |
|
17 |
106 |
127 |
148 |
206 |
310 |
593 |
593 |
|
18 |
106 |
128 |
149 |
207 |
311 |
593 |
593 |
|
19 |
107 |
128 |
149 |
208 |
312 |
594 |
594 |
|
20 |
108 |
129 |
150 |
208 |
312 |
594 |
594 |
|
21 |
107 |
129 |
150 |
208 |
312 |
594 |
594 |
|
22 |
107 |
128 |
149 |
208 |
312 |
594 |
594 |
|
23 |
106 |
127 |
148 |
207 |
311 |
593 |
593 |
|
24 |
105 |
126 |
147 |
206 |
310 |
592 |
592 |
|
25 |
104 |
125 |
146 |
205 |
309 |
591 |
591 |
|
26 |
103 |
124 |
145 |
203 |
308 |
590 |
590 |
|
27 |
101 |
123 |
144 |
202 |
306 |
588 |
588 |
|
28 |
100 |
121 |
142 |
200 |
305 |
587 |
587 |
|
29 |
99 |
120 |
141 |
199 |
303 |
585 |
585 |
|
30 |
97 |
118 |
139 |
198 |
302 |
584 |
584 |
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 |
11 |
33 |
101 |
216 |
498 |
1 194 |
|
2 |
1 |
11 |
33 |
101 |
216 |
498 |
963 |
|
3 |
2 |
13 |
35 |
95 |
212 |
494 |
787 |
|
4 |
3 |
15 |
37 |
97 |
210 |
493 |
652 |
|
5 |
4 |
16 |
41 |
100 |
210 |
492 |
549 |
|
6 |
5 |
18 |
44 |
104 |
209 |
491 |
491 |
|
7 |
5 |
19 |
45 |
106 |
208 |
490 |
490 |
|
8 |
7 |
19 |
44 |
104 |
208 |
490 |
490 |
|
9 |
7 |
19 |
43 |
102 |
207 |
489 |
489 |
|
10 |
8 |
20 |
43 |
102 |
206 |
488 |
488 |
|
11 |
9 |
21 |
43 |
102 |
206 |
488 |
488 |
|
12 |
9 |
22 |
43 |
102 |
206 |
488 |
488 |
|
13 |
10 |
22 |
44 |
102 |
206 |
488 |
488 |
|
14 |
12 |
23 |
44 |
102 |
206 |
489 |
489 |
|
15 |
12 |
23 |
44 |
103 |
207 |
489 |
489 |
|
16 |
13 |
23 |
44 |
103 |
207 |
489 |
489 |
|
17 |
14 |
24 |
45 |
103 |
208 |
490 |
490 |
|
18 |
14 |
25 |
46 |
104 |
208 |
490 |
490 |
|
19 |
15 |
25 |
46 |
105 |
209 |
491 |
491 |
|
20 |
15 |
26 |
47 |
106 |
210 |
492 |
492 |
|
21 |
16 |
27 |
48 |
106 |
211 |
493 |
493 |
|
22 |
17 |
28 |
49 |
107 |
211 |
493 |
493 |
|
23 |
18 |
28 |
49 |
108 |
212 |
494 |
494 |
|
24 |
19 |
29 |
50 |
108 |
212 |
494 |
494 |
|
25 |
19 |
29 |
50 |
108 |
213 |
495 |
495 |
|
26 |
20 |
29 |
50 |
109 |
213 |
495 |
495 |
|
27 |
20 |
30 |
51 |
109 |
213 |
495 |
495 |
|
28 |
21 |
30 |
51 |
109 |
214 |
496 |
496 |
|
29 |
21 |
30 |
51 |
110 |
214 |
496 |
496 |
|
30 |
22 |
30 |
51 |
110 |
214 |
496 |
496 |
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 |
50 |
63 |
86 |
153 |
268 |
550 |
1 288 |
|
2 |
51 |
64 |
87 |
154 |
269 |
551 |
1 036 |
|
3 |
52 |
66 |
88 |
149 |
265 |
547 |
844 |
|
4 |
53 |
68 |
90 |
150 |
264 |
546 |
698 |
|
5 |
53 |
70 |
94 |
153 |
263 |
545 |
586 |
|
6 |
54 |
71 |
97 |
157 |
262 |
544 |
544 |
|
7 |
54 |
72 |
98 |
158 |
261 |
543 |
543 |
|
8 |
54 |
72 |
98 |
157 |
261 |
543 |
543 |
|
9 |
53 |
73 |
97 |
156 |
260 |
542 |
542 |
|
10 |
53 |
73 |
96 |
154 |
259 |
541 |
541 |
|
11 |
52 |
72 |
95 |
153 |
258 |
540 |
540 |
|
12 |
51 |
72 |
94 |
152 |
256 |
538 |
538 |
|
13 |
50 |
71 |
92 |
151 |
255 |
537 |
537 |
|
14 |
49 |
70 |
91 |
149 |
254 |
536 |
536 |
|
15 |
48 |
69 |
90 |
148 |
253 |
535 |
535 |
|
16 |
47 |
68 |
89 |
147 |
251 |
533 |
533 |
|
17 |
46 |
67 |
88 |
146 |
250 |
533 |
533 |
|
18 |
45 |
66 |
87 |
145 |
250 |
532 |
532 |
|
19 |
44 |
65 |
86 |
145 |
249 |
531 |
531 |
|
20 |
44 |
65 |
86 |
144 |
248 |
531 |
531 |
|
21 |
43 |
64 |
85 |
144 |
248 |
530 |
530 |
|
22 |
43 |
64 |
85 |
143 |
247 |
530 |
530 |
|
23 |
42 |
63 |
84 |
143 |
247 |
529 |
529 |
|
24 |
41 |
62 |
84 |
142 |
246 |
528 |
528 |
|
25 |
41 |
62 |
83 |
141 |
245 |
528 |
528 |
|
26 |
40 |
61 |
82 |
140 |
245 |
527 |
527 |
|
27 |
39 |
60 |
81 |
140 |
244 |
526 |
526 |
|
28 |
39 |
60 |
81 |
139 |
243 |
526 |
526 |
|
29 |
38 |
59 |
80 |
138 |
243 |
525 |
525 |
|
30 |
37 |
59 |
80 |
138 |
242 |
524 |
524 |
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 |
113 |
126 |
148 |
216 |
331 |
613 |
1 341 |
|
2 |
114 |
127 |
150 |
217 |
332 |
614 |
1 081 |
|
3 |
118 |
132 |
153 |
214 |
331 |
613 |
884 |
|
4 |
120 |
135 |
158 |
218 |
331 |
613 |
734 |
|
5 |
123 |
139 |
163 |
222 |
332 |
614 |
619 |
|
6 |
124 |
141 |
167 |
227 |
332 |
615 |
615 |
|
7 |
126 |
144 |
170 |
230 |
333 |
615 |
615 |
|
8 |
126 |
144 |
170 |
229 |
333 |
615 |
615 |
|
9 |
126 |
145 |
169 |
228 |
333 |
615 |
615 |
|
10 |
126 |
146 |
169 |
228 |
332 |
614 |
614 |
|
11 |
126 |
146 |
169 |
227 |
332 |
614 |
614 |
|
12 |
125 |
146 |
168 |
226 |
330 |
613 |
613 |
|
13 |
124 |
145 |
166 |
225 |
329 |
611 |
611 |
|
14 |
123 |
144 |
165 |
223 |
327 |
610 |
610 |
|
15 |
121 |
142 |
163 |
221 |
326 |
608 |
608 |
|
16 |
119 |
140 |
161 |
219 |
324 |
606 |
606 |
|
17 |
117 |
138 |
159 |
218 |
322 |
604 |
604 |
|
18 |
115 |
136 |
157 |
216 |
320 |
602 |
602 |
|
19 |
113 |
134 |
155 |
214 |
318 |
600 |
600 |
|
20 |
112 |
133 |
154 |
212 |
316 |
599 |
599 |
|
21 |
110 |
131 |
152 |
211 |
315 |
597 |
597 |
|
22 |
108 |
129 |
150 |
209 |
313 |
595 |
595 |
|
23 |
106 |
127 |
149 |
207 |
311 |
593 |
593 |
|
24 |
104 |
126 |
147 |
205 |
309 |
591 |
591 |
|
25 |
103 |
124 |
145 |
203 |
307 |
590 |
590 |
|
26 |
101 |
122 |
143 |
201 |
306 |
588 |
588 |
|
27 |
99 |
120 |
141 |
199 |
304 |
586 |
586 |
|
28 |
97 |
118 |
139 |
198 |
302 |
584 |
584 |
|
29 |
95 |
117 |
138 |
196 |
300 |
582 |
582 |
|
30 |
94 |
115 |
136 |
194 |
299 |
581 |
581 |
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 |
166 |
179 |
202 |
269 |
384 |
666 |
1 383 |
|
2 |
175 |
188 |
210 |
277 |
392 |
674 |
1 112 |
|
3 |
180 |
194 |
216 |
277 |
393 |
675 |
910 |
|
4 |
184 |
199 |
221 |
281 |
394 |
676 |
757 |
|
5 |
185 |
202 |
226 |
285 |
395 |
677 |
677 |
|
6 |
186 |
203 |
229 |
289 |
394 |
676 |
676 |
|
7 |
186 |
204 |
230 |
290 |
393 |
675 |
675 |
|
8 |
185 |
204 |
229 |
289 |
392 |
674 |
674 |
|
9 |
184 |
204 |
228 |
287 |
391 |
673 |
673 |
|
10 |
184 |
204 |
227 |
286 |
390 |
672 |
672 |
|
11 |
183 |
203 |
226 |
284 |
389 |
671 |
671 |
|
12 |
181 |
202 |
224 |
282 |
386 |
669 |
669 |
|
13 |
179 |
200 |
221 |
280 |
384 |
666 |
666 |
|
14 |
176 |
197 |
218 |
277 |
381 |
663 |
663 |
|
15 |
173 |
195 |
216 |
274 |
378 |
660 |
660 |
|
16 |
170 |
192 |
213 |
271 |
375 |
657 |
657 |
|
17 |
168 |
189 |
210 |
268 |
372 |
655 |
655 |
|
18 |
165 |
186 |
207 |
265 |
370 |
652 |
652 |
|
19 |
162 |
183 |
204 |
262 |
367 |
649 |
649 |
|
20 |
159 |
180 |
201 |
259 |
364 |
646 |
646 |
|
21 |
156 |
177 |
198 |
257 |
361 |
643 |
643 |
|
22 |
153 |
174 |
195 |
253 |
358 |
640 |
640 |
|
23 |
150 |
171 |
192 |
250 |
355 |
637 |
637 |
|
24 |
147 |
168 |
189 |
247 |
352 |
634 |
634 |
|
25 |
144 |
165 |
186 |
244 |
349 |
631 |
631 |
|
26 |
141 |
162 |
183 |
241 |
346 |
628 |
628 |
|
27 |
138 |
159 |
180 |
238 |
343 |
625 |
625 |
|
28 |
135 |
156 |
177 |
236 |
340 |
622 |
622 |
|
29 |
132 |
154 |
175 |
233 |
337 |
619 |
619 |
|
30 |
130 |
151 |
172 |
230 |
334 |
617 |
617 |
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 |
31 |
43 |
66 |
133 |
248 |
530 |
1 213 |
|
2 |
31 |
44 |
67 |
134 |
249 |
531 |
979 |
|
3 |
33 |
47 |
69 |
130 |
246 |
528 |
801 |
|
4 |
34 |
49 |
72 |
132 |
245 |
527 |
665 |
|
5 |
35 |
52 |
76 |
135 |
245 |
527 |
560 |
|
6 |
36 |
53 |
79 |
139 |
244 |
526 |
526 |
|
7 |
36 |
54 |
80 |
141 |
244 |
526 |
526 |
|
8 |
36 |
54 |
79 |
139 |
243 |
525 |
525 |
|
9 |
35 |
54 |
79 |
138 |
242 |
524 |
524 |
|
10 |
35 |
55 |
78 |
137 |
241 |
523 |
523 |
|
11 |
35 |
55 |
78 |
136 |
241 |
523 |
523 |
|
12 |
35 |
56 |
77 |
136 |
240 |
522 |
522 |
|
13 |
35 |
56 |
77 |
135 |
240 |
522 |
522 |
|
14 |
34 |
56 |
77 |
135 |
239 |
521 |
521 |
|
15 |
34 |
55 |
76 |
135 |
239 |
521 |
521 |
|
16 |
34 |
55 |
76 |
135 |
239 |
521 |
521 |
|
17 |
34 |
55 |
76 |
135 |
239 |
521 |
521 |
|
18 |
34 |
56 |
77 |
135 |
239 |
521 |
521 |
|
19 |
35 |
56 |
77 |
135 |
239 |
522 |
522 |
|
20 |
35 |
56 |
77 |
135 |
240 |
522 |
522 |
|
21 |
35 |
56 |
77 |
135 |
240 |
522 |
522 |
|
22 |
35 |
56 |
77 |
135 |
240 |
522 |
522 |
|
23 |
35 |
56 |
77 |
135 |
239 |
521 |
521 |
|
24 |
34 |
55 |
77 |
135 |
239 |
521 |
521 |
|
25 |
34 |
55 |
76 |
135 |
239 |
521 |
521 |
|
26 |
34 |
55 |
76 |
134 |
239 |
521 |
521 |
|
27 |
33 |
55 |
76 |
134 |
238 |
520 |
520 |
|
28 |
33 |
54 |
75 |
134 |
238 |
520 |
520 |
|
29 |
33 |
54 |
75 |
133 |
238 |
520 |
520 |
|
30 |
32 |
54 |
75 |
133 |
237 |
519 |
519 |
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 |
29 |
42 |
64 |
131 |
246 |
528 |
1 238 |
|
2 |
30 |
43 |
66 |
133 |
248 |
530 |
1 000 |
|
3 |
33 |
47 |
69 |
130 |
247 |
529 |
818 |
|
4 |
36 |
51 |
73 |
134 |
247 |
529 |
679 |
|
5 |
38 |
54 |
79 |
138 |
248 |
530 |
572 |
|
6 |
40 |
57 |
83 |
143 |
248 |
530 |
530 |
|
7 |
41 |
59 |
85 |
146 |
248 |
531 |
531 |
|
8 |
42 |
60 |
85 |
145 |
249 |
531 |
531 |
|
9 |
42 |
61 |
86 |
144 |
249 |
531 |
531 |
|
10 |
43 |
63 |
86 |
145 |
249 |
531 |
531 |
|
11 |
44 |
64 |
87 |
145 |
250 |
532 |
532 |
|
12 |
44 |
65 |
87 |
145 |
250 |
532 |
532 |
|
13 |
45 |
66 |
87 |
146 |
250 |
532 |
532 |
|
14 |
45 |
66 |
87 |
145 |
250 |
532 |
532 |
|
15 |
45 |
66 |
87 |
145 |
250 |
532 |
532 |
|
16 |
45 |
66 |
87 |
145 |
250 |
532 |
532 |
|
17 |
45 |
66 |
87 |
145 |
250 |
532 |
532 |
|
18 |
45 |
66 |
87 |
146 |
250 |
532 |
532 |
|
19 |
45 |
66 |
87 |
146 |
250 |
532 |
532 |
|
20 |
46 |
67 |
88 |
146 |
250 |
533 |
533 |
|
21 |
46 |
67 |
88 |
146 |
250 |
533 |
533 |
|
22 |
46 |
67 |
88 |
146 |
250 |
533 |
533 |
|
23 |
45 |
66 |
88 |
146 |
250 |
532 |
532 |
|
24 |
45 |
66 |
87 |
145 |
250 |
532 |
532 |
|
25 |
44 |
66 |
87 |
145 |
249 |
531 |
531 |
|
26 |
44 |
65 |
86 |
144 |
249 |
531 |
531 |
|
27 |
43 |
65 |
86 |
144 |
248 |
530 |
530 |
|
28 |
43 |
64 |
85 |
143 |
248 |
530 |
530 |
|
29 |
42 |
63 |
84 |
143 |
247 |
529 |
529 |
|
30 |
42 |
63 |
84 |
142 |
246 |
529 |
529 |
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 |
127 |
140 |
163 |
230 |
345 |
627 |
1 487 |
|
2 |
126 |
138 |
161 |
228 |
343 |
625 |
1 166 |
|
3 |
126 |
140 |
162 |
222 |
339 |
621 |
942 |
|
4 |
127 |
142 |
164 |
224 |
338 |
620 |
779 |
|
5 |
128 |
144 |
168 |
227 |
337 |
619 |
656 |
|
6 |
128 |
145 |
171 |
230 |
336 |
618 |
618 |
|
7 |
128 |
146 |
172 |
232 |
335 |
617 |
617 |
|
8 |
127 |
146 |
171 |
231 |
334 |
616 |
616 |
|
9 |
126 |
146 |
170 |
229 |
333 |
615 |
615 |
|
10 |
126 |
146 |
170 |
228 |
333 |
615 |
615 |
|
11 |
126 |
147 |
169 |
228 |
332 |
614 |
614 |
|
12 |
126 |
146 |
168 |
227 |
331 |
613 |
613 |
|
13 |
125 |
146 |
167 |
226 |
330 |
612 |
612 |
|
14 |
124 |
145 |
166 |
224 |
329 |
611 |
611 |
|
15 |
122 |
143 |
164 |
222 |
327 |
609 |
609 |
|
16 |
120 |
141 |
162 |
220 |
325 |
607 |
607 |
|
17 |
117 |
139 |
160 |
218 |
322 |
604 |
604 |
|
18 |
116 |
137 |
158 |
216 |
320 |
602 |
602 |
|
19 |
113 |
135 |
156 |
214 |
318 |
600 |
600 |
|
20 |
111 |
133 |
154 |
212 |
316 |
598 |
598 |
|
21 |
109 |
130 |
151 |
210 |
314 |
596 |
596 |
|
22 |
107 |
128 |
149 |
208 |
312 |
594 |
594 |
|
23 |
105 |
126 |
147 |
205 |
310 |
592 |
592 |
|
24 |
103 |
124 |
145 |
203 |
307 |
590 |
590 |
|
25 |
100 |
122 |
143 |
201 |
305 |
587 |
587 |
|
26 |
98 |
119 |
140 |
199 |
303 |
585 |
585 |
|
27 |
96 |
117 |
138 |
197 |
301 |
583 |
583 |
|
28 |
94 |
115 |
136 |
195 |
299 |
581 |
581 |
|
29 |
92 |
113 |
134 |
193 |
297 |
579 |
579 |
|
30 |
90 |
111 |
132 |
191 |
295 |
577 |
577 |
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 |
1 |
14 |
37 |
104 |
219 |
501 |
1 247 |
|
2 |
3 |
16 |
38 |
106 |
221 |
503 |
1 004 |
|
3 |
6 |
20 |
41 |
102 |
219 |
501 |
819 |
|
4 |
8 |
23 |
45 |
106 |
219 |
501 |
679 |
|
5 |
10 |
26 |
51 |
110 |
219 |
502 |
571 |
|
6 |
12 |
29 |
55 |
115 |
220 |
502 |
502 |
|
7 |
13 |
31 |
57 |
117 |
220 |
502 |
502 |
|
8 |
13 |
32 |
57 |
116 |
220 |
502 |
502 |
|
9 |
13 |
32 |
57 |
116 |
220 |
502 |
502 |
|
10 |
13 |
33 |
57 |
115 |
220 |
502 |
502 |
|
11 |
14 |
34 |
57 |
115 |
219 |
502 |
502 |
|
12 |
14 |
35 |
57 |
115 |
219 |
501 |
501 |
|
13 |
14 |
35 |
56 |
115 |
219 |
501 |
501 |
|
14 |
14 |
35 |
56 |
114 |
219 |
501 |
501 |
|
15 |
14 |
35 |
56 |
114 |
219 |
501 |
501 |
|
16 |
13 |
35 |
56 |
114 |
218 |
500 |
500 |
|
17 |
14 |
35 |
56 |
114 |
218 |
500 |
500 |
|
18 |
14 |
35 |
56 |
114 |
218 |
500 |
500 |
|
19 |
15 |
35 |
56 |
114 |
219 |
501 |
501 |
|
20 |
16 |
35 |
56 |
115 |
219 |
501 |
501 |
|
21 |
17 |
36 |
57 |
115 |
219 |
502 |
502 |
|
22 |
18 |
36 |
57 |
115 |
220 |
502 |
502 |
|
23 |
18 |
36 |
57 |
116 |
220 |
502 |
502 |
|
24 |
19 |
36 |
57 |
116 |
220 |
502 |
502 |
|
25 |
20 |
37 |
58 |
116 |
220 |
502 |
502 |
|
26 |
20 |
37 |
58 |
116 |
220 |
502 |
502 |
|
27 |
21 |
37 |
58 |
116 |
220 |
502 |
502 |
|
28 |
21 |
37 |
58 |
116 |
220 |
502 |
502 |
|
29 |
22 |
37 |
58 |
116 |
220 |
502 |
502 |
|
30 |
23 |
37 |
58 |
116 |
220 |
502 |
502 |
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 |
47 |
70 |
137 |
252 |
534 |
1 250 |
|
2 |
35 |
48 |
70 |
138 |
253 |
535 |
1 007 |
|
3 |
35 |
49 |
71 |
132 |
248 |
530 |
822 |
|
4 |
36 |
51 |
73 |
133 |
247 |
529 |
681 |
|
5 |
36 |
52 |
77 |
136 |
245 |
528 |
573 |
|
6 |
38 |
55 |
81 |
141 |
246 |
528 |
528 |
|
7 |
36 |
54 |
80 |
140 |
243 |
525 |
525 |
|
8 |
39 |
58 |
83 |
142 |
246 |
528 |
528 |
|
9 |
38 |
58 |
82 |
141 |
245 |
527 |
527 |
|
10 |
34 |
54 |
77 |
136 |
240 |
522 |
522 |
|
11 |
30 |
51 |
73 |
132 |
236 |
518 |
518 |
|
12 |
28 |
49 |
70 |
129 |
233 |
515 |
515 |
|
13 |
26 |
47 |
68 |
126 |
231 |
513 |
513 |
|
14 |
24 |
45 |
66 |
125 |
229 |
511 |
511 |
|
15 |
23 |
44 |
65 |
123 |
228 |
510 |
510 |
|
16 |
21 |
43 |
64 |
122 |
226 |
508 |
508 |
|
17 |
21 |
42 |
63 |
121 |
226 |
508 |
508 |
|
18 |
20 |
41 |
62 |
121 |
225 |
507 |
507 |
|
19 |
20 |
41 |
62 |
120 |
225 |
507 |
507 |
|
20 |
20 |
41 |
62 |
120 |
225 |
507 |
507 |
|
21 |
20 |
41 |
62 |
120 |
225 |
507 |
507 |
|
22 |
20 |
41 |
62 |
120 |
225 |
507 |
507 |
|
23 |
20 |
41 |
62 |
120 |
224 |
507 |
507 |
|
24 |
20 |
41 |
62 |
120 |
224 |
506 |
506 |
|
25 |
20 |
41 |
62 |
120 |
224 |
506 |
506 |
|
26 |
20 |
40 |
61 |
120 |
224 |
506 |
506 |
|
27 |
21 |
40 |
61 |
120 |
224 |
506 |
506 |
|
28 |
21 |
40 |
61 |
119 |
224 |
506 |
506 |
|
29 |
22 |
40 |
61 |
119 |
224 |
506 |
506 |
|
30 |
23 |
40 |
61 |
119 |
223 |
506 |
506 |
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 |
211 |
224 |
246 |
314 |
429 |
711 |
1 721 |
|
2 |
208 |
220 |
243 |
310 |
425 |
707 |
1 417 |
|
3 |
204 |
218 |
240 |
301 |
417 |
699 |
1 164 |
|
4 |
201 |
216 |
239 |
299 |
412 |
694 |
964 |
|
5 |
198 |
214 |
239 |
297 |
407 |
689 |
809 |
|
6 |
194 |
211 |
237 |
297 |
402 |
685 |
687 |
|
7 |
191 |
209 |
235 |
295 |
398 |
680 |
680 |
|
8 |
187 |
205 |
231 |
290 |
394 |
676 |
676 |
|
9 |
183 |
202 |
226 |
285 |
390 |
672 |
672 |
|
10 |
179 |
199 |
223 |
281 |
386 |
668 |
668 |
|
11 |
176 |
196 |
219 |
277 |
381 |
664 |
664 |
|
12 |
172 |
193 |
215 |
273 |
377 |
659 |
659 |
|
13 |
168 |
189 |
211 |
269 |
373 |
655 |
655 |
|
14 |
165 |
186 |
207 |
265 |
369 |
652 |
652 |
|
15 |
161 |
182 |
203 |
262 |
366 |
648 |
648 |
|
16 |
158 |
179 |
200 |
258 |
362 |
645 |
645 |
|
17 |
154 |
175 |
196 |
255 |
359 |
641 |
641 |
|
18 |
151 |
172 |
193 |
252 |
356 |
638 |
638 |
|
19 |
148 |
169 |
190 |
249 |
353 |
635 |
635 |
|
20 |
145 |
166 |
187 |
246 |
350 |
632 |
632 |
|
21 |
142 |
163 |
184 |
243 |
347 |
629 |
629 |
|
22 |
139 |
160 |
182 |
240 |
344 |
626 |
626 |
|
23 |
136 |
158 |
179 |
237 |
341 |
623 |
623 |
|
24 |
134 |
155 |
176 |
234 |
338 |
620 |
620 |
|
25 |
131 |
152 |
173 |
231 |
336 |
618 |
618 |
|
26 |
128 |
149 |
170 |
229 |
333 |
615 |
615 |
|
27 |
125 |
147 |
168 |
226 |
330 |
612 |
612 |
|
28 |
123 |
144 |
165 |
223 |
328 |
610 |
610 |
|
29 |
120 |
142 |
163 |
221 |
325 |
607 |
607 |
|
30 |
118 |
139 |
160 |
219 |
323 |
605 |
605 |
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 |
8 |
25 |
47 |
99 |
235 |
517 |
1 279 |
|
2 |
8 |
25 |
47 |
99 |
235 |
517 |
1 026 |
|
3 |
10 |
28 |
50 |
96 |
233 |
515 |
835 |
|
4 |
12 |
33 |
54 |
94 |
233 |
515 |
690 |
|
5 |
16 |
38 |
59 |
97 |
233 |
516 |
580 |
|
6 |
18 |
42 |
63 |
95 |
234 |
516 |
516 |
|
7 |
19 |
44 |
63 |
90 |
234 |
516 |
516 |
|
8 |
18 |
43 |
63 |
89 |
234 |
516 |
516 |
|
9 |
19 |
45 |
65 |
92 |
234 |
516 |
516 |
|
10 |
21 |
48 |
67 |
96 |
234 |
516 |
516 |
|
11 |
23 |
50 |
68 |
98 |
234 |
516 |
516 |
|
12 |
24 |
52 |
70 |
99 |
234 |
516 |
516 |
|
13 |
26 |
54 |
70 |
100 |
234 |
516 |
516 |
|
14 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
15 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
16 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
17 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
18 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
19 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
20 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
21 |
26 |
55 |
71 |
100 |
234 |
517 |
517 |
|
22 |
26 |
55 |
71 |
100 |
234 |
517 |
517 |
|
23 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
24 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
25 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
26 |
26 |
55 |
71 |
100 |
234 |
516 |
516 |
|
27 |
26 |
55 |
71 |
100 |
233 |
515 |
515 |
|
28 |
26 |
55 |
71 |
100 |
233 |
515 |
515 |
|
29 |
26 |
55 |
71 |
100 |
233 |
515 |
515 |
|
30 |
26 |
55 |
71 |
100 |
232 |
514 |
514 |
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 |
4 |
14 |
81 |
196 |
478 |
1 179 |
|
2 |
1 |
5 |
12 |
79 |
194 |
476 |
952 |
|
3 |
2 |
5 |
13 |
73 |
190 |
472 |
779 |
|
4 |
2 |
6 |
15 |
75 |
188 |
470 |
646 |
|
5 |
4 |
6 |
19 |
77 |
187 |
469 |
544 |
|
6 |
5 |
7 |
22 |
82 |
187 |
469 |
469 |
|
7 |
5 |
9 |
23 |
84 |
187 |
469 |
469 |
|
8 |
7 |
9 |
23 |
83 |
186 |
469 |
469 |
|
9 |
7 |
10 |
23 |
82 |
186 |
469 |
469 |
|
10 |
8 |
10 |
24 |
82 |
186 |
469 |
469 |
|
11 |
9 |
11 |
24 |
82 |
187 |
469 |
469 |
|
12 |
9 |
12 |
24 |
82 |
187 |
469 |
469 |
|
13 |
10 |
13 |
24 |
83 |
187 |
469 |
469 |
|
14 |
12 |
14 |
25 |
83 |
187 |
469 |
469 |
|
15 |
12 |
14 |
25 |
83 |
187 |
470 |
470 |
|
16 |
13 |
15 |
26 |
83 |
188 |
470 |
470 |
|
17 |
14 |
15 |
27 |
84 |
188 |
470 |
470 |
|
18 |
14 |
17 |
28 |
84 |
189 |
471 |
471 |
|
19 |
15 |
17 |
29 |
85 |
189 |
471 |
471 |
|
20 |
15 |
18 |
30 |
85 |
190 |
472 |
472 |
|
21 |
16 |
19 |
32 |
86 |
190 |
472 |
472 |
|
22 |
16 |
19 |
33 |
86 |
191 |
473 |
473 |
|
23 |
18 |
20 |
34 |
86 |
191 |
473 |
473 |
|
24 |
19 |
21 |
35 |
87 |
191 |
473 |
473 |
|
25 |
19 |
22 |
36 |
87 |
191 |
473 |
473 |
|
26 |
20 |
22 |
37 |
87 |
191 |
473 |
473 |
|
27 |
20 |
23 |
39 |
86 |
191 |
473 |
473 |
|
28 |
21 |
23 |
40 |
86 |
191 |
473 |
473 |
|
29 |
21 |
24 |
41 |
86 |
191 |
473 |
473 |
|
30 |
22 |
26 |
42 |
86 |
191 |
473 |
473 |
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 |
14 |
20 |
41 |
157 |
306 |
3 152 |
|
2 |
1 |
14 |
20 |
41 |
157 |
346 |
2 357 |
|
3 |
1 |
14 |
22 |
46 |
152 |
361 |
1 785 |
|
4 |
1 |
15 |
25 |
50 |
150 |
361 |
1 383 |
|
5 |
2 |
17 |
28 |
52 |
150 |
352 |
1 098 |
|
6 |
4 |
20 |
31 |
55 |
150 |
339 |
891 |
|
7 |
5 |
22 |
33 |
57 |
150 |
323 |
738 |
|
8 |
6 |
23 |
34 |
59 |
150 |
306 |
620 |
|
9 |
6 |
24 |
35 |
62 |
150 |
289 |
528 |
|
10 |
6 |
25 |
37 |
64 |
150 |
272 |
455 |
|
11 |
7 |
25 |
38 |
65 |
150 |
256 |
395 |
|
12 |
7 |
25 |
38 |
65 |
150 |
243 |
346 |
|
13 |
7 |
25 |
38 |
65 |
150 |
243 |
305 |
|
14 |
7 |
25 |
38 |
65 |
150 |
243 |
270 |
|
15 |
7 |
25 |
40 |
65 |
150 |
243 |
243 |
|
16 |
7 |
25 |
42 |
65 |
150 |
243 |
243 |
|
17 |
7 |
25 |
45 |
65 |
150 |
243 |
243 |
|
18 |
7 |
25 |
47 |
65 |
150 |
243 |
243 |
|
19 |
7 |
25 |
49 |
65 |
150 |
243 |
243 |
|
20 |
8 |
25 |
52 |
65 |
150 |
243 |
243 |
|
21 |
8 |
25 |
55 |
65 |
150 |
243 |
243 |
|
22 |
9 |
25 |
56 |
65 |
150 |
243 |
243 |
|
23 |
9 |
25 |
59 |
65 |
150 |
243 |
243 |
|
24 |
9 |
25 |
61 |
65 |
150 |
243 |
243 |
|
25 |
10 |
25 |
64 |
65 |
150 |
243 |
243 |
|
26 |
10 |
25 |
66 |
67 |
150 |
243 |
243 |
|
27 |
11 |
25 |
69 |
69 |
150 |
243 |
243 |
|
28 |
11 |
25 |
71 |
71 |
150 |
243 |
243 |
|
29 |
11 |
25 |
74 |
73 |
150 |
243 |
243 |
|
30 |
12 |
27 |
76 |
75 |
150 |
243 |
243 |
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 |
14 |
26 |
33 |
53 |
169 |
317 |
3 272 |
|
2 |
15 |
27 |
34 |
55 |
170 |
355 |
2 423 |
|
3 |
15 |
28 |
36 |
59 |
165 |
368 |
1 830 |
|
4 |
14 |
28 |
38 |
63 |
163 |
368 |
1 416 |
|
5 |
15 |
29 |
41 |
64 |
162 |
359 |
1 124 |
|
6 |
15 |
31 |
42 |
66 |
161 |
346 |
912 |
|
7 |
16 |
33 |
43 |
67 |
160 |
330 |
754 |
|
8 |
15 |
33 |
44 |
69 |
160 |
312 |
634 |
|
9 |
15 |
33 |
45 |
71 |
159 |
295 |
540 |
|
10 |
15 |
33 |
46 |
73 |
158 |
277 |
465 |
|
11 |
15 |
33 |
46 |
73 |
158 |
260 |
403 |
|
12 |
14 |
33 |
45 |
72 |
157 |
250 |
353 |
|
13 |
14 |
32 |
45 |
72 |
157 |
250 |
311 |
|
14 |
13 |
32 |
44 |
71 |
156 |
249 |
275 |
|
15 |
13 |
32 |
44 |
71 |
156 |
249 |
249 |
|
16 |
13 |
31 |
44 |
70 |
155 |
248 |
248 |
|
17 |
12 |
31 |
45 |
70 |
155 |
248 |
248 |
|
18 |
12 |
31 |
48 |
70 |
155 |
248 |
248 |
|
19 |
13 |
31 |
51 |
71 |
155 |
248 |
248 |
|
20 |
13 |
31 |
53 |
71 |
156 |
249 |
249 |
|
21 |
13 |
32 |
55 |
71 |
156 |
249 |
249 |
|
22 |
13 |
32 |
58 |
71 |
156 |
249 |
249 |
|
23 |
13 |
32 |
60 |
71 |
156 |
249 |
249 |
|
24 |
13 |
32 |
63 |
71 |
156 |
249 |
249 |
|
25 |
13 |
32 |
65 |
71 |
156 |
249 |
249 |
|
26 |
13 |
32 |
68 |
71 |
156 |
249 |
249 |
|
27 |
13 |
32 |
70 |
71 |
156 |
249 |
249 |
|
28 |
13 |
32 |
73 |
71 |
156 |
249 |
249 |
|
29 |
13 |
32 |
75 |
73 |
156 |
249 |
249 |
|
30 |
13 |
31 |
77 |
75 |
156 |
249 |
249 |
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 |
41 |
157 |
306 |
3 151 |
|
2 |
1 |
13 |
20 |
41 |
157 |
346 |
2 356 |
|
3 |
1 |
14 |
22 |
46 |
152 |
361 |
1 785 |
|
4 |
1 |
15 |
25 |
50 |
150 |
361 |
1 383 |
|
5 |
2 |
17 |
28 |
52 |
150 |
352 |
1 098 |
|
6 |
4 |
19 |
31 |
55 |
150 |
339 |
891 |
|
7 |
5 |
22 |
32 |
57 |
150 |
323 |
738 |
|
8 |
5 |
23 |
34 |
59 |
150 |
306 |
620 |
|
9 |
6 |
24 |
35 |
62 |
150 |
289 |
528 |
|
10 |
6 |
25 |
37 |
64 |
150 |
272 |
455 |
|
11 |
7 |
25 |
37 |
65 |
150 |
256 |
395 |
|
12 |
7 |
25 |
38 |
65 |
150 |
242 |
346 |
|
13 |
7 |
25 |
38 |
65 |
150 |
242 |
305 |
|
14 |
7 |
25 |
38 |
65 |
150 |
242 |
270 |
|
15 |
7 |
25 |
40 |
65 |
150 |
242 |
242 |
|
16 |
7 |
25 |
42 |
65 |
150 |
242 |
242 |
|
17 |
7 |
25 |
45 |
65 |
150 |
242 |
242 |
|
18 |
7 |
25 |
47 |
65 |
150 |
242 |
242 |
|
19 |
7 |
25 |
49 |
65 |
150 |
242 |
242 |
|
20 |
8 |
25 |
52 |
65 |
150 |
242 |
242 |
|
21 |
8 |
25 |
55 |
65 |
150 |
242 |
242 |
|
22 |
9 |
25 |
56 |
65 |
150 |
242 |
242 |
|
23 |
9 |
25 |
59 |
65 |
150 |
242 |
242 |
|
24 |
9 |
25 |
61 |
65 |
150 |
242 |
242 |
|
25 |
10 |
25 |
64 |
65 |
150 |
242 |
242 |
|
26 |
10 |
25 |
66 |
67 |
150 |
242 |
242 |
|
27 |
11 |
25 |
69 |
69 |
150 |
242 |
242 |
|
28 |
11 |
25 |
71 |
71 |
150 |
242 |
242 |
|
29 |
11 |
25 |
74 |
73 |
150 |
242 |
242 |
|
30 |
12 |
27 |
76 |
75 |
150 |
242 |
242 |
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 |
75 |
87 |
94 |
115 |
230 |
327 |
3 387 |
|
2 |
72 |
84 |
90 |
111 |
227 |
370 |
2 538 |
|
3 |
73 |
86 |
95 |
118 |
224 |
386 |
1 921 |
|
4 |
72 |
85 |
95 |
120 |
220 |
385 |
1 486 |
|
5 |
71 |
85 |
97 |
120 |
218 |
376 |
1 178 |
|
6 |
70 |
86 |
97 |
121 |
216 |
361 |
955 |
|
7 |
70 |
87 |
97 |
122 |
214 |
344 |
789 |
|
8 |
69 |
87 |
97 |
123 |
213 |
326 |
662 |
|
9 |
69 |
87 |
98 |
125 |
212 |
307 |
564 |
|
10 |
66 |
84 |
96 |
123 |
209 |
302 |
485 |
|
11 |
64 |
82 |
95 |
122 |
207 |
300 |
421 |
|
12 |
63 |
81 |
94 |
121 |
206 |
299 |
368 |
|
13 |
62 |
81 |
93 |
120 |
205 |
298 |
324 |
|
14 |
62 |
80 |
93 |
120 |
205 |
298 |
298 |
|
15 |
62 |
80 |
93 |
120 |
205 |
297 |
297 |
|
16 |
61 |
80 |
92 |
119 |
204 |
297 |
297 |
|
17 |
61 |
79 |
92 |
119 |
204 |
297 |
297 |
|
18 |
60 |
79 |
91 |
118 |
203 |
296 |
296 |
|
19 |
60 |
78 |
91 |
118 |
203 |
295 |
295 |
|
20 |
59 |
78 |
90 |
117 |
202 |
295 |
295 |
|
21 |
59 |
77 |
89 |
117 |
201 |
294 |
294 |
|
22 |
58 |
76 |
89 |
116 |
201 |
294 |
294 |
|
23 |
57 |
75 |
88 |
115 |
200 |
293 |
293 |
|
24 |
56 |
74 |
87 |
114 |
199 |
292 |
292 |
|
25 |
55 |
73 |
86 |
113 |
198 |
291 |
291 |
|
26 |
54 |
72 |
85 |
112 |
197 |
290 |
290 |
|
27 |
53 |
71 |
84 |
111 |
196 |
289 |
289 |
|
28 |
52 |
70 |
83 |
110 |
195 |
287 |
287 |
|
29 |
51 |
69 |
82 |
109 |
194 |
286 |
286 |
|
30 |
50 |
68 |
81 |
108 |
193 |
285 |
285 |
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 |
6 |
18 |
24 |
45 |
161 |
306 |
3 152 |
|
2 |
7 |
19 |
26 |
47 |
162 |
347 |
2 363 |
|
3 |
8 |
21 |
29 |
52 |
159 |
362 |
1 790 |
|
4 |
8 |
22 |
32 |
57 |
157 |
362 |
1 387 |
|
5 |
10 |
24 |
36 |
59 |
157 |
353 |
1 101 |
|
6 |
11 |
27 |
38 |
62 |
157 |
340 |
893 |
|
7 |
12 |
29 |
39 |
64 |
157 |
324 |
739 |
|
8 |
12 |
29 |
40 |
66 |
156 |
307 |
621 |
|
9 |
12 |
30 |
42 |
68 |
156 |
290 |
529 |
|
10 |
12 |
30 |
43 |
70 |
156 |
273 |
455 |
|
11 |
12 |
31 |
43 |
70 |
155 |
256 |
396 |
|
12 |
12 |
31 |
43 |
71 |
155 |
248 |
346 |
|
13 |
13 |
31 |
44 |
71 |
155 |
248 |
305 |
|
14 |
13 |
31 |
44 |
71 |
156 |
248 |
270 |
|
15 |
13 |
31 |
44 |
71 |
156 |
249 |
249 |
|
16 |
13 |
31 |
44 |
71 |
156 |
248 |
248 |
|
17 |
13 |
32 |
45 |
71 |
156 |
249 |
249 |
|
18 |
13 |
32 |
47 |
71 |
156 |
249 |
249 |
|
19 |
14 |
32 |
49 |
72 |
156 |
249 |
249 |
|
20 |
14 |
33 |
52 |
72 |
157 |
250 |
250 |
|
21 |
14 |
33 |
55 |
72 |
157 |
250 |
250 |
|
22 |
15 |
33 |
57 |
73 |
158 |
250 |
250 |
|
23 |
15 |
33 |
59 |
73 |
158 |
251 |
251 |
|
24 |
15 |
33 |
62 |
73 |
158 |
251 |
251 |
|
25 |
15 |
33 |
64 |
73 |
158 |
251 |
251 |
|
26 |
15 |
33 |
67 |
73 |
158 |
251 |
251 |
|
27 |
15 |
33 |
69 |
73 |
158 |
250 |
250 |
|
28 |
15 |
33 |
71 |
73 |
158 |
250 |
250 |
|
29 |
15 |
33 |
74 |
73 |
157 |
250 |
250 |
|
30 |
14 |
33 |
76 |
75 |
157 |
250 |
250 |
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 |
1 |
13 |
19 |
40 |
156 |
306 |
3 149 |
|
2 |
1 |
13 |
19 |
40 |
156 |
346 |
2 355 |
|
3 |
1 |
13 |
22 |
45 |
151 |
361 |
1 783 |
|
4 |
1 |
14 |
24 |
49 |
149 |
361 |
1 382 |
|
5 |
2 |
16 |
28 |
51 |
149 |
352 |
1 097 |
|
6 |
3 |
19 |
30 |
54 |
149 |
339 |
891 |
|
7 |
5 |
21 |
32 |
56 |
149 |
323 |
737 |
|
8 |
5 |
22 |
33 |
58 |
149 |
306 |
620 |
|
9 |
5 |
23 |
34 |
61 |
149 |
289 |
528 |
|
10 |
6 |
24 |
36 |
63 |
149 |
272 |
454 |
|
11 |
6 |
24 |
37 |
64 |
149 |
256 |
395 |
|
12 |
6 |
24 |
37 |
64 |
149 |
242 |
346 |
|
13 |
6 |
25 |
37 |
64 |
149 |
242 |
304 |
|
14 |
6 |
25 |
38 |
64 |
149 |
242 |
270 |
|
15 |
6 |
25 |
40 |
64 |
149 |
242 |
242 |
|
16 |
6 |
25 |
42 |
64 |
149 |
242 |
242 |
|
17 |
6 |
25 |
45 |
64 |
149 |
242 |
242 |
|
18 |
6 |
25 |
47 |
64 |
149 |
242 |
242 |
|
19 |
7 |
25 |
49 |
64 |
149 |
242 |
242 |
|
20 |
8 |
25 |
52 |
64 |
149 |
242 |
242 |
|
21 |
8 |
25 |
55 |
64 |
149 |
242 |
242 |
|
22 |
9 |
25 |
56 |
64 |
149 |
242 |
242 |
|
23 |
9 |
25 |
59 |
64 |
149 |
242 |
242 |
|
24 |
9 |
25 |
61 |
64 |
149 |
242 |
242 |
|
25 |
10 |
25 |
64 |
65 |
149 |
242 |
242 |
|
26 |
10 |
25 |
66 |
67 |
149 |
242 |
242 |
|
27 |
11 |
25 |
69 |
69 |
149 |
242 |
242 |
|
28 |
11 |
25 |
71 |
71 |
149 |
242 |
242 |
|
29 |
11 |
25 |
74 |
73 |
149 |
242 |
242 |
|
30 |
12 |
27 |
76 |
75 |
149 |
242 |
242 |
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 |
175 |
312 |
3 222 |
|
2 |
0 |
10 |
21 |
44 |
175 |
354 |
2 412 |
|
3 |
1 |
10 |
23 |
49 |
170 |
369 |
1 826 |
|
4 |
1 |
13 |
26 |
54 |
167 |
368 |
1 414 |
|
5 |
2 |
16 |
28 |
58 |
166 |
359 |
1 122 |
|
6 |
2 |
18 |
33 |
59 |
165 |
346 |
910 |
|
7 |
4 |
21 |
36 |
60 |
164 |
329 |
752 |
|
8 |
6 |
24 |
38 |
59 |
163 |
312 |
632 |
|
9 |
9 |
31 |
42 |
59 |
162 |
294 |
538 |
|
10 |
11 |
34 |
42 |
58 |
161 |
277 |
463 |
|
11 |
10 |
33 |
42 |
58 |
160 |
260 |
402 |
|
12 |
9 |
32 |
42 |
58 |
159 |
252 |
352 |
|
13 |
9 |
31 |
42 |
58 |
159 |
252 |
310 |
|
14 |
9 |
31 |
43 |
59 |
158 |
251 |
275 |
|
15 |
9 |
31 |
43 |
59 |
157 |
250 |
250 |
|
16 |
9 |
31 |
44 |
59 |
156 |
249 |
249 |
|
17 |
9 |
32 |
45 |
59 |
155 |
248 |
248 |
|
18 |
9 |
32 |
48 |
59 |
155 |
248 |
248 |
|
19 |
9 |
32 |
51 |
59 |
155 |
248 |
248 |
|
20 |
9 |
32 |
53 |
59 |
155 |
248 |
248 |
|
21 |
9 |
32 |
55 |
59 |
155 |
248 |
248 |
|
22 |
9 |
32 |
58 |
60 |
155 |
248 |
248 |
|
23 |
9 |
32 |
60 |
62 |
154 |
247 |
247 |
|
24 |
10 |
32 |
63 |
65 |
154 |
246 |
246 |
|
25 |
10 |
32 |
65 |
66 |
153 |
246 |
246 |
|
26 |
10 |
32 |
68 |
68 |
152 |
245 |
245 |
|
27 |
11 |
32 |
70 |
70 |
152 |
245 |
245 |
|
28 |
11 |
32 |
73 |
71 |
151 |
244 |
244 |
|
29 |
11 |
32 |
75 |
73 |
151 |
244 |
244 |
|
30 |
12 |
32 |
77 |
75 |
150 |
243 |
243 |
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 |
79 |
91 |
97 |
118 |
234 |
328 |
3 258 |
|
2 |
77 |
90 |
96 |
117 |
233 |
359 |
2 450 |
|
3 |
76 |
89 |
97 |
121 |
227 |
376 |
1 864 |
|
4 |
75 |
89 |
99 |
123 |
223 |
377 |
1 448 |
|
5 |
74 |
89 |
100 |
123 |
221 |
369 |
1 152 |
|
6 |
74 |
89 |
101 |
125 |
220 |
356 |
937 |
|
7 |
73 |
90 |
100 |
125 |
217 |
340 |
776 |
|
8 |
71 |
89 |
100 |
125 |
216 |
323 |
653 |
|
9 |
70 |
88 |
99 |
126 |
214 |
307 |
556 |
|
10 |
69 |
87 |
99 |
126 |
212 |
305 |
479 |
|
11 |
68 |
86 |
99 |
126 |
211 |
304 |
416 |
|
12 |
67 |
85 |
98 |
125 |
209 |
302 |
365 |
|
13 |
65 |
84 |
96 |
123 |
208 |
301 |
321 |
|
14 |
64 |
82 |
95 |
122 |
207 |
300 |
300 |
|
15 |
63 |
81 |
93 |
121 |
205 |
298 |
298 |
|
16 |
62 |
80 |
92 |
119 |
204 |
297 |
297 |
|
17 |
61 |
79 |
91 |
119 |
203 |
296 |
296 |
|
18 |
60 |
78 |
91 |
118 |
202 |
295 |
295 |
|
19 |
59 |
77 |
90 |
117 |
202 |
294 |
294 |
|
20 |
58 |
77 |
89 |
116 |
201 |
294 |
294 |
|
21 |
57 |
76 |
88 |
115 |
200 |
293 |
293 |
|
22 |
56 |
75 |
87 |
114 |
199 |
292 |
292 |
|
23 |
55 |
73 |
86 |
113 |
198 |
291 |
291 |
|
24 |
54 |
72 |
85 |
112 |
197 |
290 |
290 |
|
25 |
53 |
71 |
84 |
111 |
196 |
288 |
288 |
|
26 |
52 |
70 |
83 |
110 |
194 |
287 |
287 |
|
27 |
50 |
69 |
81 |
108 |
193 |
286 |
286 |
|
28 |
49 |
68 |
80 |
107 |
192 |
285 |
285 |
|
29 |
48 |
67 |
79 |
106 |
191 |
284 |
284 |
|
30 |
47 |
66 |
80 |
105 |
190 |
283 |
283 |
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 |
52 |
64 |
70 |
91 |
207 |
309 |
3 188 |
|
2 |
51 |
63 |
70 |
91 |
207 |
352 |
2 396 |
|
3 |
50 |
63 |
72 |
95 |
201 |
368 |
1 822 |
|
4 |
50 |
64 |
74 |
98 |
198 |
369 |
1 416 |
|
5 |
50 |
64 |
76 |
99 |
197 |
362 |
1 126 |
|
6 |
50 |
65 |
76 |
101 |
195 |
349 |
916 |
|
7 |
50 |
67 |
77 |
101 |
194 |
333 |
759 |
|
8 |
49 |
66 |
77 |
102 |
193 |
316 |
639 |
|
9 |
48 |
66 |
77 |
104 |
192 |
299 |
545 |
|
10 |
47 |
65 |
78 |
105 |
191 |
283 |
469 |
|
11 |
47 |
65 |
77 |
105 |
190 |
283 |
408 |
|
12 |
46 |
65 |
77 |
104 |
189 |
282 |
357 |
|
13 |
45 |
64 |
76 |
103 |
188 |
281 |
314 |
|
14 |
45 |
63 |
76 |
103 |
188 |
281 |
281 |
|
15 |
44 |
63 |
75 |
102 |
187 |
280 |
280 |
|
16 |
43 |
62 |
74 |
101 |
186 |
279 |
279 |
|
17 |
43 |
62 |
74 |
101 |
186 |
279 |
279 |
|
18 |
42 |
61 |
73 |
100 |
185 |
278 |
278 |
|
19 |
42 |
61 |
73 |
100 |
185 |
278 |
278 |
|
20 |
42 |
60 |
73 |
100 |
185 |
278 |
278 |
|
21 |
42 |
60 |
72 |
100 |
184 |
277 |
277 |
|
22 |
41 |
60 |
72 |
99 |
184 |
277 |
277 |
|
23 |
41 |
59 |
71 |
99 |
183 |
276 |
276 |
|
24 |
40 |
58 |
71 |
98 |
183 |
276 |
276 |
|
25 |
39 |
58 |
70 |
97 |
182 |
275 |
275 |
|
26 |
39 |
57 |
69 |
96 |
181 |
274 |
274 |
|
27 |
38 |
56 |
70 |
96 |
181 |
273 |
273 |
|
28 |
37 |
56 |
74 |
95 |
180 |
273 |
273 |
|
29 |
36 |
55 |
76 |
94 |
179 |
272 |
272 |
|
30 |
36 |
54 |
79 |
94 |
178 |
271 |
271 |
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 |
98 |
105 |
125 |
241 |
336 |
3 453 |
|
2 |
86 |
98 |
104 |
125 |
241 |
376 |
2 578 |
|
3 |
84 |
97 |
105 |
129 |
235 |
390 |
1 947 |
|
4 |
83 |
96 |
106 |
131 |
231 |
389 |
1 503 |
|
5 |
83 |
97 |
109 |
132 |
230 |
378 |
1 189 |
|
6 |
84 |
99 |
110 |
135 |
229 |
363 |
962 |
|
7 |
85 |
101 |
112 |
136 |
229 |
345 |
793 |
|
8 |
85 |
102 |
113 |
138 |
229 |
326 |
664 |
|
9 |
85 |
103 |
115 |
141 |
229 |
322 |
564 |
|
10 |
86 |
104 |
116 |
143 |
229 |
322 |
485 |
|
11 |
86 |
104 |
116 |
144 |
229 |
322 |
420 |
|
12 |
85 |
104 |
116 |
143 |
228 |
321 |
367 |
|
13 |
84 |
103 |
115 |
142 |
227 |
320 |
322 |
|
14 |
83 |
102 |
114 |
141 |
226 |
319 |
319 |
|
15 |
82 |
101 |
113 |
140 |
225 |
318 |
318 |
|
16 |
81 |
99 |
112 |
139 |
224 |
317 |
317 |
|
17 |
80 |
98 |
111 |
138 |
223 |
316 |
316 |
|
18 |
79 |
97 |
110 |
137 |
222 |
315 |
315 |
|
19 |
78 |
96 |
109 |
136 |
221 |
314 |
314 |
|
20 |
77 |
95 |
108 |
135 |
220 |
312 |
312 |
|
21 |
75 |
94 |
106 |
133 |
218 |
311 |
311 |
|
22 |
74 |
93 |
105 |
132 |
217 |
310 |
310 |
|
23 |
73 |
91 |
104 |
131 |
216 |
308 |
308 |
|
24 |
71 |
90 |
102 |
129 |
214 |
307 |
307 |
|
25 |
70 |
88 |
101 |
128 |
213 |
305 |
305 |
|
26 |
68 |
87 |
99 |
126 |
211 |
304 |
304 |
|
27 |
67 |
85 |
98 |
125 |
210 |
302 |
302 |
|
28 |
65 |
84 |
96 |
123 |
208 |
301 |
301 |
|
29 |
64 |
82 |
95 |
122 |
207 |
299 |
299 |
|
30 |
62 |
81 |
93 |
120 |
205 |
298 |
298 |
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 |
45 |
66 |
181 |
310 |
3 194 |
|
2 |
27 |
39 |
45 |
66 |
182 |
352 |
2 395 |
|
3 |
26 |
39 |
47 |
70 |
177 |
367 |
1 816 |
|
4 |
25 |
39 |
49 |
73 |
173 |
367 |
1 406 |
|
5 |
25 |
40 |
51 |
75 |
173 |
358 |
1 116 |
|
6 |
26 |
42 |
53 |
77 |
172 |
344 |
905 |
|
7 |
27 |
44 |
54 |
78 |
171 |
328 |
749 |
|
8 |
26 |
44 |
54 |
80 |
170 |
311 |
629 |
|
9 |
26 |
44 |
55 |
82 |
170 |
293 |
536 |
|
10 |
26 |
44 |
56 |
83 |
169 |
276 |
461 |
|
11 |
25 |
44 |
56 |
83 |
168 |
261 |
400 |
|
12 |
25 |
43 |
56 |
83 |
168 |
261 |
350 |
|
13 |
24 |
43 |
55 |
82 |
167 |
260 |
308 |
|
14 |
24 |
42 |
55 |
82 |
166 |
259 |
273 |
|
15 |
23 |
42 |
54 |
81 |
166 |
259 |
259 |
|
16 |
23 |
41 |
53 |
80 |
165 |
258 |
258 |
|
17 |
22 |
41 |
53 |
80 |
165 |
258 |
258 |
|
18 |
22 |
41 |
53 |
80 |
165 |
258 |
258 |
|
19 |
22 |
40 |
53 |
80 |
165 |
258 |
258 |
|
20 |
22 |
41 |
53 |
80 |
165 |
258 |
258 |
|
21 |
22 |
41 |
55 |
80 |
165 |
258 |
258 |
|
22 |
22 |
41 |
58 |
80 |
165 |
258 |
258 |
|
23 |
22 |
40 |
60 |
80 |
165 |
258 |
258 |
|
24 |
22 |
40 |
63 |
80 |
164 |
257 |
257 |
|
25 |
21 |
40 |
65 |
79 |
164 |
257 |
257 |
|
26 |
21 |
40 |
68 |
79 |
164 |
257 |
257 |
|
27 |
21 |
39 |
70 |
79 |
164 |
257 |
257 |
|
28 |
20 |
39 |
73 |
78 |
163 |
256 |
256 |
|
29 |
20 |
39 |
75 |
78 |
163 |
256 |
256 |
|
30 |
20 |
38 |
77 |
78 |
163 |
256 |
256 |
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 |
4 |
22 |
138 |
296 |
3 036 |
|
2 |
0 |
1 |
6 |
23 |
139 |
336 |
2 278 |
|
3 |
1 |
1 |
9 |
28 |
134 |
351 |
1 729 |
|
4 |
1 |
3 |
12 |
32 |
132 |
351 |
1 341 |
|
5 |
1 |
4 |
15 |
34 |
132 |
343 |
1 066 |
|
6 |
2 |
4 |
17 |
38 |
132 |
331 |
866 |
|
7 |
2 |
6 |
20 |
40 |
132 |
315 |
717 |
|
8 |
2 |
7 |
21 |
42 |
132 |
299 |
603 |
|
9 |
4 |
7 |
24 |
45 |
132 |
282 |
514 |
|
10 |
4 |
9 |
27 |
46 |
132 |
266 |
443 |
|
11 |
4 |
9 |
29 |
48 |
133 |
250 |
385 |
|
12 |
4 |
10 |
32 |
47 |
132 |
234 |
337 |
|
13 |
5 |
11 |
34 |
48 |
133 |
226 |
297 |
|
14 |
5 |
11 |
37 |
48 |
133 |
226 |
263 |
|
15 |
6 |
13 |
39 |
47 |
132 |
225 |
234 |
|
16 |
6 |
13 |
41 |
46 |
131 |
224 |
224 |
|
17 |
6 |
15 |
44 |
49 |
131 |
224 |
224 |
|
18 |
6 |
15 |
46 |
50 |
131 |
224 |
224 |
|
19 |
7 |
16 |
48 |
52 |
131 |
224 |
224 |
|
20 |
7 |
17 |
51 |
54 |
132 |
225 |
225 |
|
21 |
8 |
18 |
53 |
56 |
132 |
225 |
225 |
|
22 |
9 |
18 |
56 |
58 |
132 |
225 |
225 |
|
23 |
9 |
20 |
59 |
60 |
132 |
225 |
225 |
|
24 |
9 |
20 |
60 |
62 |
132 |
225 |
225 |
|
25 |
10 |
22 |
63 |
63 |
132 |
225 |
225 |
|
26 |
10 |
22 |
65 |
65 |
134 |
225 |
225 |
|
27 |
10 |
23 |
68 |
67 |
135 |
224 |
224 |
|
28 |
11 |
24 |
70 |
69 |
137 |
224 |
224 |
|
29 |
11 |
25 |
72 |
71 |
137 |
224 |
224 |
|
30 |
12 |
26 |
75 |
73 |
139 |
224 |
224 |
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 |
39 |
51 |
58 |
78 |
194 |
308 |
3 173 |
|
2 |
39 |
51 |
58 |
79 |
194 |
350 |
2 382 |
|
3 |
39 |
51 |
60 |
83 |
189 |
366 |
1 808 |
|
4 |
38 |
52 |
62 |
86 |
187 |
366 |
1 402 |
|
5 |
38 |
53 |
64 |
88 |
186 |
358 |
1 114 |
|
6 |
39 |
55 |
66 |
90 |
185 |
345 |
906 |
|
7 |
40 |
57 |
67 |
91 |
184 |
329 |
750 |
|
8 |
39 |
57 |
67 |
93 |
183 |
312 |
631 |
|
9 |
39 |
57 |
68 |
95 |
183 |
295 |
538 |
|
10 |
39 |
57 |
69 |
96 |
182 |
278 |
463 |
|
11 |
38 |
57 |
69 |
96 |
181 |
274 |
403 |
|
12 |
38 |
56 |
69 |
96 |
181 |
273 |
353 |
|
13 |
37 |
56 |
68 |
95 |
180 |
273 |
311 |
|
14 |
37 |
55 |
67 |
94 |
179 |
272 |
275 |
|
15 |
36 |
55 |
67 |
94 |
179 |
272 |
272 |
|
16 |
35 |
54 |
66 |
93 |
178 |
271 |
271 |
|
17 |
35 |
53 |
66 |
93 |
178 |
271 |
271 |
|
18 |
34 |
53 |
65 |
92 |
177 |
270 |
270 |
|
19 |
34 |
53 |
65 |
92 |
177 |
270 |
270 |
|
20 |
34 |
52 |
65 |
92 |
177 |
270 |
270 |
|
21 |
34 |
52 |
64 |
91 |
176 |
269 |
269 |
|
22 |
33 |
52 |
64 |
91 |
176 |
269 |
269 |
|
23 |
32 |
51 |
63 |
90 |
175 |
268 |
268 |
|
24 |
32 |
50 |
63 |
90 |
175 |
268 |
268 |
|
25 |
31 |
50 |
65 |
89 |
174 |
267 |
267 |
|
26 |
30 |
49 |
68 |
88 |
173 |
266 |
266 |
|
27 |
30 |
48 |
70 |
88 |
172 |
265 |
265 |
|
28 |
29 |
47 |
73 |
87 |
172 |
265 |
265 |
|
29 |
28 |
47 |
75 |
86 |
171 |
264 |
264 |
|
30 |
27 |
46 |
77 |
85 |
170 |
263 |
263 |
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 |
11 |
23 |
30 |
51 |
167 |
299 |
3 070 |
|
2 |
15 |
27 |
33 |
54 |
170 |
340 |
2 305 |
|
3 |
17 |
30 |
39 |
62 |
168 |
355 |
1 752 |
|
4 |
20 |
34 |
44 |
68 |
168 |
356 |
1 361 |
|
5 |
22 |
37 |
48 |
72 |
170 |
348 |
1 082 |
|
6 |
22 |
38 |
49 |
73 |
168 |
336 |
880 |
|
7 |
27 |
44 |
54 |
78 |
171 |
321 |
729 |
|
8 |
26 |
44 |
54 |
80 |
170 |
304 |
613 |
|
9 |
27 |
45 |
57 |
83 |
171 |
287 |
523 |
|
10 |
29 |
47 |
60 |
87 |
172 |
271 |
451 |
|
11 |
30 |
49 |
61 |
88 |
173 |
266 |
392 |
|
12 |
31 |
50 |
62 |
89 |
174 |
267 |
343 |
|
13 |
32 |
50 |
63 |
90 |
175 |
267 |
303 |
|
14 |
32 |
51 |
63 |
90 |
175 |
268 |
268 |
|
15 |
32 |
51 |
63 |
90 |
175 |
268 |
268 |
|
16 |
32 |
50 |
63 |
90 |
175 |
268 |
268 |
|
17 |
32 |
51 |
63 |
90 |
175 |
268 |
268 |
|
18 |
32 |
50 |
63 |
90 |
174 |
267 |
267 |
|
19 |
31 |
50 |
62 |
89 |
174 |
267 |
267 |
|
20 |
32 |
50 |
62 |
90 |
174 |
267 |
267 |
|
21 |
32 |
50 |
62 |
89 |
174 |
267 |
267 |
|
22 |
31 |
50 |
62 |
89 |
174 |
267 |
267 |
|
23 |
31 |
50 |
62 |
89 |
174 |
267 |
267 |
|
24 |
31 |
49 |
62 |
89 |
173 |
266 |
266 |
|
25 |
30 |
49 |
64 |
88 |
173 |
266 |
266 |
|
26 |
30 |
48 |
67 |
88 |
173 |
265 |
265 |
|
27 |
29 |
48 |
69 |
87 |
172 |
265 |
265 |
|
28 |
29 |
47 |
71 |
87 |
172 |
264 |
264 |
|
29 |
28 |
47 |
74 |
86 |
171 |
264 |
264 |
|
30 |
28 |
46 |
76 |
86 |
171 |
263 |
263 |
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 |
14 |
26 |
32 |
53 |
169 |
312 |
3 219 |
|
2 |
14 |
27 |
33 |
54 |
170 |
354 |
2 412 |
|
3 |
15 |
28 |
36 |
60 |
166 |
369 |
1 826 |
|
4 |
15 |
29 |
39 |
64 |
164 |
368 |
1 413 |
|
5 |
16 |
31 |
42 |
66 |
164 |
359 |
1 120 |
|
6 |
18 |
33 |
45 |
69 |
164 |
345 |
908 |
|
7 |
19 |
36 |
46 |
71 |
164 |
329 |
751 |
|
8 |
19 |
37 |
48 |
73 |
163 |
312 |
631 |
|
9 |
20 |
38 |
49 |
76 |
164 |
294 |
538 |
|
10 |
20 |
39 |
51 |
78 |
164 |
277 |
463 |
|
11 |
21 |
39 |
51 |
79 |
164 |
260 |
402 |
|
12 |
21 |
39 |
52 |
79 |
164 |
257 |
352 |
|
13 |
21 |
39 |
52 |
79 |
164 |
257 |
310 |
|
14 |
21 |
39 |
52 |
79 |
164 |
257 |
274 |
|
15 |
21 |
39 |
52 |
79 |
164 |
257 |
257 |
|
16 |
21 |
39 |
52 |
79 |
164 |
256 |
256 |
|
17 |
21 |
39 |
52 |
79 |
164 |
257 |
257 |
|
18 |
21 |
39 |
52 |
79 |
164 |
256 |
256 |
|
19 |
21 |
39 |
52 |
79 |
164 |
256 |
256 |
|
20 |
21 |
39 |
52 |
79 |
164 |
257 |
257 |
|
21 |
21 |
39 |
55 |
79 |
164 |
256 |
256 |
|
22 |
20 |
39 |
58 |
78 |
163 |
256 |
256 |
|
23 |
20 |
39 |
60 |
78 |
163 |
256 |
256 |
|
24 |
20 |
38 |
63 |
78 |
162 |
255 |
255 |
|
25 |
19 |
38 |
65 |
77 |
162 |
255 |
255 |
|
26 |
19 |
37 |
68 |
77 |
161 |
254 |
254 |
|
27 |
18 |
37 |
70 |
76 |
161 |
254 |
254 |
|
28 |
18 |
36 |
73 |
76 |
161 |
253 |
253 |
|
29 |
17 |
36 |
75 |
75 |
160 |
253 |
253 |
|
30 |
17 |
35 |
77 |
75 |
160 |
253 |
253 |
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 |
48 |
60 |
67 |
88 |
204 |
322 |
3 331 |
|
2 |
50 |
62 |
69 |
89 |
205 |
363 |
2 484 |
|
3 |
52 |
65 |
73 |
97 |
203 |
378 |
1 880 |
|
4 |
53 |
67 |
77 |
101 |
202 |
378 |
1 456 |
|
5 |
55 |
69 |
81 |
104 |
202 |
369 |
1 155 |
|
6 |
57 |
73 |
84 |
108 |
203 |
355 |
937 |
|
7 |
58 |
75 |
85 |
110 |
203 |
338 |
775 |
|
8 |
58 |
76 |
86 |
112 |
202 |
321 |
651 |
|
9 |
59 |
76 |
88 |
114 |
202 |
302 |
554 |
|
10 |
59 |
77 |
89 |
116 |
202 |
295 |
477 |
|
11 |
59 |
77 |
90 |
117 |
202 |
295 |
414 |
|
12 |
58 |
77 |
89 |
117 |
201 |
294 |
362 |
|
13 |
58 |
76 |
89 |
116 |
201 |
294 |
319 |
|
14 |
57 |
76 |
88 |
115 |
200 |
293 |
293 |
|
15 |
56 |
75 |
87 |
114 |
199 |
292 |
292 |
|
16 |
56 |
74 |
87 |
114 |
199 |
291 |
291 |
|
17 |
55 |
74 |
86 |
113 |
198 |
291 |
291 |
|
18 |
55 |
73 |
85 |
113 |
197 |
290 |
290 |
|
19 |
54 |
73 |
85 |
112 |
197 |
290 |
290 |
|
20 |
53 |
72 |
84 |
111 |
196 |
289 |
289 |
|
21 |
53 |
71 |
84 |
111 |
196 |
288 |
288 |
|
22 |
52 |
70 |
83 |
110 |
195 |
288 |
288 |
|
23 |
51 |
70 |
82 |
109 |
194 |
287 |
287 |
|
24 |
50 |
69 |
81 |
108 |
193 |
286 |
286 |
|
25 |
49 |
68 |
80 |
107 |
192 |
285 |
285 |
|
26 |
48 |
67 |
79 |
106 |
191 |
284 |
284 |
|
27 |
47 |
66 |
78 |
105 |
190 |
283 |
283 |
|
28 |
46 |
65 |
77 |
104 |
189 |
282 |
282 |
|
29 |
46 |
64 |
76 |
104 |
188 |
281 |
281 |
|
30 |
45 |
63 |
79 |
103 |
188 |
280 |
280 |
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 |
79 |
91 |
98 |
119 |
235 |
334 |
3 466 |
|
2 |
84 |
96 |
103 |
124 |
240 |
381 |
2 615 |
|
3 |
86 |
98 |
107 |
130 |
236 |
400 |
1 992 |
|
4 |
86 |
100 |
110 |
134 |
234 |
401 |
1 549 |
|
5 |
89 |
104 |
115 |
139 |
237 |
393 |
1 233 |
|
6 |
92 |
108 |
119 |
143 |
238 |
380 |
1 002 |
|
7 |
94 |
111 |
121 |
146 |
238 |
363 |
830 |
|
8 |
95 |
113 |
124 |
149 |
240 |
344 |
698 |
|
9 |
97 |
115 |
126 |
153 |
241 |
333 |
595 |
|
10 |
97 |
116 |
128 |
155 |
241 |
334 |
513 |
|
11 |
97 |
116 |
128 |
155 |
240 |
333 |
445 |
|
12 |
97 |
115 |
128 |
155 |
240 |
333 |
389 |
|
13 |
96 |
114 |
127 |
154 |
239 |
331 |
343 |
|
14 |
94 |
113 |
125 |
152 |
237 |
330 |
330 |
|
15 |
93 |
112 |
124 |
151 |
236 |
329 |
329 |
|
16 |
92 |
110 |
123 |
150 |
234 |
327 |
327 |
|
17 |
90 |
109 |
121 |
148 |
233 |
326 |
326 |
|
18 |
89 |
107 |
120 |
147 |
232 |
325 |
325 |
|
19 |
88 |
106 |
118 |
146 |
230 |
323 |
323 |
|
20 |
86 |
105 |
117 |
144 |
229 |
322 |
322 |
|
21 |
85 |
103 |
116 |
143 |
227 |
320 |
320 |
|
22 |
83 |
102 |
114 |
141 |
226 |
319 |
319 |
|
23 |
81 |
100 |
112 |
139 |
224 |
317 |
317 |
|
24 |
80 |
98 |
111 |
138 |
222 |
315 |
315 |
|
25 |
78 |
96 |
109 |
136 |
221 |
314 |
314 |
|
26 |
76 |
95 |
107 |
134 |
219 |
312 |
312 |
|
27 |
74 |
93 |
105 |
132 |
217 |
310 |
310 |
|
28 |
73 |
91 |
104 |
131 |
216 |
309 |
309 |
|
29 |
71 |
90 |
102 |
129 |
214 |
307 |
307 |
|
30 |
70 |
88 |
100 |
128 |
212 |
305 |
305 |
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 |
8 |
20 |
26 |
47 |
163 |
310 |
3 202 |
|
2 |
10 |
22 |
29 |
50 |
166 |
352 |
2 397 |
|
3 |
12 |
25 |
33 |
57 |
163 |
367 |
1 816 |
|
4 |
14 |
27 |
37 |
62 |
162 |
367 |
1 407 |
|
5 |
16 |
30 |
42 |
65 |
163 |
358 |
1 118 |
|
6 |
17 |
33 |
44 |
68 |
163 |
345 |
907 |
|
7 |
19 |
36 |
46 |
71 |
163 |
329 |
751 |
|
8 |
19 |
37 |
48 |
73 |
164 |
312 |
631 |
|
9 |
20 |
38 |
49 |
76 |
163 |
294 |
537 |
|
10 |
20 |
38 |
51 |
78 |
163 |
277 |
463 |
|
11 |
20 |
39 |
51 |
78 |
163 |
260 |
402 |
|
12 |
20 |
39 |
51 |
78 |
163 |
256 |
352 |
|
13 |
20 |
38 |
50 |
78 |
162 |
255 |
310 |
|
14 |
19 |
38 |
50 |
77 |
162 |
255 |
274 |
|
15 |
18 |
37 |
49 |
76 |
161 |
254 |
254 |
|
16 |
18 |
36 |
49 |
76 |
161 |
253 |
253 |
|
17 |
18 |
36 |
48 |
75 |
160 |
253 |
253 |
|
18 |
17 |
36 |
48 |
75 |
160 |
253 |
253 |
|
19 |
17 |
36 |
51 |
75 |
160 |
253 |
253 |
|
20 |
17 |
36 |
53 |
75 |
160 |
253 |
253 |
|
21 |
18 |
36 |
55 |
76 |
160 |
253 |
253 |
|
22 |
18 |
36 |
58 |
76 |
160 |
253 |
253 |
|
23 |
17 |
36 |
60 |
75 |
160 |
253 |
253 |
|
24 |
17 |
36 |
63 |
75 |
160 |
253 |
253 |
|
25 |
17 |
36 |
65 |
75 |
160 |
253 |
253 |
|
26 |
17 |
36 |
68 |
75 |
160 |
253 |
253 |
|
27 |
17 |
35 |
70 |
75 |
160 |
253 |
253 |
|
28 |
17 |
35 |
73 |
75 |
159 |
252 |
252 |
|
29 |
16 |
35 |
75 |
74 |
159 |
252 |
252 |
|
30 |
16 |
35 |
77 |
75 |
159 |
252 |
252 |
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 |
89 |
101 |
108 |
129 |
244 |
339 |
3 308 |
|
2 |
90 |
102 |
109 |
130 |
246 |
364 |
2 489 |
|
3 |
91 |
103 |
112 |
135 |
241 |
381 |
1 892 |
|
4 |
91 |
105 |
115 |
140 |
240 |
382 |
1 468 |
|
5 |
92 |
107 |
118 |
142 |
240 |
373 |
1 166 |
|
6 |
93 |
109 |
120 |
145 |
239 |
359 |
947 |
|
7 |
95 |
112 |
122 |
146 |
239 |
343 |
783 |
|
8 |
95 |
112 |
123 |
148 |
239 |
332 |
659 |
|
9 |
95 |
112 |
124 |
150 |
238 |
331 |
561 |
|
10 |
94 |
112 |
124 |
151 |
237 |
330 |
483 |
|
11 |
92 |
111 |
123 |
150 |
236 |
328 |
419 |
|
12 |
91 |
109 |
122 |
149 |
234 |
327 |
367 |
|
13 |
89 |
108 |
120 |
147 |
232 |
325 |
325 |
|
14 |
88 |
106 |
119 |
146 |
231 |
323 |
323 |
|
15 |
86 |
105 |
117 |
144 |
229 |
322 |
322 |
|
16 |
84 |
103 |
115 |
142 |
227 |
320 |
320 |
|
17 |
83 |
101 |
114 |
141 |
226 |
319 |
319 |
|
18 |
81 |
100 |
112 |
139 |
224 |
317 |
317 |
|
19 |
80 |
99 |
111 |
138 |
223 |
316 |
316 |
|
20 |
79 |
98 |
110 |
137 |
222 |
315 |
315 |
|
21 |
78 |
97 |
109 |
136 |
221 |
314 |
314 |
|
22 |
77 |
96 |
108 |
135 |
220 |
313 |
313 |
|
23 |
76 |
94 |
107 |
134 |
219 |
312 |
312 |
|
24 |
75 |
93 |
106 |
133 |
217 |
310 |
310 |
|
25 |
73 |
92 |
104 |
131 |
216 |
309 |
309 |
|
26 |
72 |
91 |
103 |
130 |
215 |
308 |
308 |
|
27 |
71 |
90 |
102 |
129 |
214 |
307 |
307 |
|
28 |
70 |
88 |
101 |
128 |
213 |
306 |
306 |
|
29 |
69 |
87 |
100 |
127 |
212 |
304 |
304 |
|
30 |
68 |
86 |
98 |
126 |
210 |
303 |
303 |
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 |
300 |
312 |
318 |
339 |
455 |
549 |
3 552 |
|
2 |
84 |
96 |
102 |
123 |
239 |
385 |
2 648 |
|
3 |
85 |
98 |
106 |
130 |
236 |
399 |
1 999 |
|
4 |
87 |
101 |
111 |
135 |
235 |
398 |
1 544 |
|
5 |
89 |
104 |
115 |
138 |
236 |
388 |
1 223 |
|
6 |
91 |
107 |
118 |
142 |
237 |
374 |
992 |
|
7 |
93 |
109 |
120 |
144 |
237 |
356 |
820 |
|
8 |
94 |
111 |
122 |
147 |
238 |
338 |
689 |
|
9 |
94 |
112 |
124 |
150 |
238 |
331 |
586 |
|
10 |
94 |
113 |
125 |
152 |
238 |
331 |
504 |
|
11 |
95 |
113 |
126 |
153 |
238 |
331 |
438 |
|
12 |
95 |
113 |
126 |
153 |
238 |
331 |
382 |
|
13 |
95 |
114 |
126 |
153 |
238 |
331 |
336 |
|
14 |
96 |
114 |
127 |
154 |
238 |
331 |
331 |
|
15 |
96 |
115 |
127 |
154 |
239 |
332 |
332 |
|
16 |
97 |
116 |
128 |
155 |
240 |
333 |
333 |
|
17 |
98 |
116 |
129 |
156 |
241 |
334 |
334 |
|
18 |
99 |
117 |
130 |
157 |
242 |
334 |
334 |
|
19 |
99 |
118 |
130 |
157 |
242 |
335 |
335 |
|
20 |
100 |
118 |
131 |
158 |
243 |
336 |
336 |
|
21 |
100 |
118 |
131 |
158 |
243 |
335 |
335 |
|
22 |
99 |
118 |
130 |
157 |
242 |
335 |
335 |
|
23 |
99 |
117 |
129 |
157 |
241 |
334 |
334 |
|
24 |
98 |
116 |
128 |
156 |
240 |
333 |
333 |
|
25 |
96 |
115 |
127 |
154 |
239 |
332 |
332 |
|
26 |
95 |
114 |
126 |
153 |
238 |
331 |
331 |
|
27 |
94 |
112 |
125 |
152 |
237 |
329 |
329 |
|
28 |
92 |
111 |
123 |
150 |
235 |
328 |
328 |
|
29 |
91 |
109 |
122 |
149 |
234 |
327 |
327 |
|
30 |
89 |
108 |
120 |
147 |
232 |
325 |
325 |
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 |
|
en1 |
0 |
5 |
12 |
33 |
149 |
292 |
2 996 |
|
2 |
0 |
5 |
12 |
33 |
148 |
332 |
2 249 |
|
3 |
1 |
6 |
14 |
37 |
144 |
347 |
1 708 |
|
4 |
1 |
6 |
16 |
41 |
141 |
348 |
1 326 |
|
5 |
1 |
7 |
19 |
42 |
140 |
340 |
1 054 |
|
6 |
2 |
9 |
20 |
44 |
139 |
327 |
856 |
|
7 |
2 |
11 |
21 |
46 |
139 |
312 |
709 |
|
8 |
2 |
11 |
22 |
47 |
138 |
296 |
597 |
|
9 |
4 |
11 |
24 |
49 |
137 |
279 |
508 |
|
10 |
4 |
11 |
27 |
51 |
137 |
263 |
438 |
|
11 |
4 |
12 |
29 |
51 |
136 |
247 |
381 |
|
12 |
4 |
12 |
31 |
52 |
136 |
232 |
333 |
|
13 |
5 |
12 |
34 |
52 |
137 |
229 |
294 |
|
14 |
5 |
12 |
37 |
52 |
137 |
230 |
260 |
|
15 |
6 |
13 |
38 |
52 |
137 |
230 |
232 |
|
16 |
6 |
13 |
41 |
53 |
137 |
230 |
230 |
|
17 |
6 |
15 |
44 |
53 |
138 |
231 |
231 |
|
18 |
6 |
15 |
45 |
54 |
139 |
231 |
231 |
|
19 |
7 |
16 |
48 |
54 |
139 |
232 |
232 |
|
20 |
7 |
17 |
51 |
55 |
140 |
233 |
233 |
|
21 |
8 |
18 |
53 |
56 |
141 |
234 |
234 |
|
22 |
9 |
18 |
55 |
58 |
142 |
235 |
235 |
|
23 |
9 |
20 |
58 |
60 |
142 |
235 |
235 |
|
24 |
9 |
20 |
60 |
61 |
143 |
236 |
236 |
|
25 |
10 |
22 |
63 |
63 |
143 |
236 |
236 |
|
26 |
10 |
22 |
65 |
65 |
143 |
236 |
236 |
|
27 |
10 |
23 |
68 |
67 |
144 |
237 |
237 |
|
28 |
11 |
24 |
70 |
69 |
144 |
237 |
237 |
|
29 |
11 |
25 |
72 |
71 |
144 |
237 |
237 |
|
30 |
12 |
26 |
75 |
73 |
144 |
237 |
237 |
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 |
46 |
58 |
64 |
85 |
201 |
314 |
3 246 |
|
2 |
46 |
58 |
65 |
86 |
202 |
357 |
2 432 |
|
3 |
46 |
59 |
67 |
91 |
197 |
371 |
1 842 |
|
4 |
46 |
59 |
69 |
94 |
194 |
371 |
1 426 |
|
5 |
46 |
60 |
72 |
95 |
193 |
362 |
1 131 |
|
6 |
47 |
63 |
74 |
98 |
193 |
349 |
918 |
|
7 |
47 |
64 |
74 |
99 |
191 |
332 |
760 |
|
8 |
47 |
64 |
75 |
101 |
191 |
315 |
639 |
|
9 |
47 |
65 |
76 |
103 |
190 |
297 |
544 |
|
10 |
46 |
64 |
76 |
103 |
189 |
282 |
468 |
|
11 |
45 |
63 |
76 |
103 |
188 |
281 |
407 |
|
12 |
44 |
62 |
75 |
102 |
187 |
280 |
356 |
|
13 |
42 |
61 |
73 |
100 |
185 |
278 |
314 |
|
14 |
41 |
60 |
72 |
99 |
184 |
277 |
278 |
|
15 |
40 |
59 |
71 |
98 |
183 |
276 |
276 |
|
16 |
39 |
57 |
70 |
97 |
182 |
275 |
275 |
|
17 |
38 |
57 |
69 |
96 |
181 |
274 |
274 |
|
18 |
37 |
56 |
68 |
95 |
180 |
273 |
273 |
|
19 |
36 |
55 |
67 |
94 |
179 |
272 |
272 |
|
20 |
36 |
55 |
67 |
94 |
179 |
272 |
272 |
|
21 |
36 |
54 |
66 |
94 |
178 |
271 |
271 |
|
22 |
35 |
54 |
66 |
93 |
178 |
271 |
271 |
|
23 |
34 |
53 |
65 |
92 |
177 |
270 |
270 |
|
24 |
34 |
52 |
65 |
92 |
177 |
269 |
269 |
|
25 |
33 |
52 |
66 |
91 |
176 |
269 |
269 |
|
26 |
32 |
51 |
68 |
90 |
175 |
268 |
268 |
|
27 |
32 |
50 |
70 |
90 |
174 |
267 |
267 |
|
28 |
31 |
49 |
74 |
89 |
174 |
267 |
267 |
|
29 |
30 |
49 |
76 |
88 |
173 |
266 |
266 |
|
30 |
30 |
48 |
79 |
88 |
173 |
265 |
265 |
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 |
108 |
120 |
127 |
148 |
264 |
358 |
3 388 |
|
2 |
110 |
122 |
128 |
149 |
265 |
372 |
2 545 |
|
3 |
111 |
124 |
133 |
156 |
262 |
389 |
1 935 |
|
4 |
113 |
127 |
137 |
161 |
261 |
390 |
1 504 |
|
5 |
115 |
130 |
141 |
164 |
262 |
383 |
1 198 |
|
6 |
117 |
133 |
144 |
168 |
263 |
370 |
976 |
|
7 |
119 |
135 |
146 |
170 |
263 |
356 |
810 |
|
8 |
119 |
136 |
147 |
173 |
263 |
356 |
682 |
|
9 |
119 |
137 |
149 |
175 |
263 |
356 |
583 |
|
10 |
119 |
138 |
150 |
177 |
263 |
356 |
503 |
|
11 |
119 |
137 |
150 |
177 |
262 |
355 |
437 |
|
12 |
118 |
136 |
149 |
176 |
261 |
354 |
383 |
|
13 |
116 |
135 |
147 |
174 |
259 |
352 |
352 |
|
14 |
115 |
133 |
146 |
173 |
258 |
351 |
351 |
|
15 |
113 |
132 |
144 |
171 |
256 |
349 |
349 |
|
16 |
111 |
130 |
142 |
169 |
254 |
347 |
347 |
|
17 |
109 |
128 |
140 |
167 |
252 |
345 |
345 |
|
18 |
107 |
126 |
138 |
165 |
250 |
343 |
343 |
|
19 |
106 |
124 |
137 |
164 |
248 |
341 |
341 |
|
20 |
104 |
123 |
135 |
162 |
247 |
340 |
340 |
|
21 |
102 |
121 |
133 |
160 |
245 |
338 |
338 |
|
22 |
101 |
119 |
131 |
158 |
243 |
336 |
336 |
|
23 |
99 |
117 |
130 |
157 |
242 |
334 |
334 |
|
24 |
97 |
115 |
128 |
155 |
240 |
332 |
332 |
|
25 |
95 |
113 |
126 |
153 |
238 |
331 |
331 |
|
26 |
93 |
112 |
124 |
151 |
236 |
329 |
329 |
|
27 |
91 |
110 |
122 |
149 |
234 |
327 |
327 |
|
28 |
89 |
108 |
120 |
147 |
232 |
325 |
325 |
|
29 |
88 |
106 |
119 |
146 |
231 |
323 |
323 |
|
30 |
86 |
105 |
117 |
144 |
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 |
162 |
174 |
180 |
201 |
317 |
412 |
3 500 |
|
2 |
170 |
182 |
189 |
209 |
325 |
420 |
2 623 |
|
3 |
174 |
187 |
195 |
219 |
325 |
420 |
1 997 |
|
4 |
176 |
190 |
200 |
225 |
325 |
418 |
1 553 |
|
5 |
178 |
192 |
204 |
227 |
325 |
418 |
1 236 |
|
6 |
179 |
194 |
205 |
230 |
324 |
417 |
1 006 |
|
7 |
179 |
196 |
206 |
231 |
324 |
416 |
833 |
|
8 |
178 |
196 |
207 |
232 |
323 |
415 |
701 |
|
9 |
178 |
196 |
207 |
234 |
322 |
414 |
598 |
|
10 |
177 |
196 |
208 |
235 |
321 |
413 |
515 |
|
11 |
176 |
194 |
207 |
234 |
319 |
412 |
447 |
|
12 |
174 |
192 |
205 |
232 |
317 |
410 |
410 |
|
13 |
171 |
190 |
202 |
229 |
314 |
407 |
407 |
|
14 |
169 |
187 |
199 |
227 |
311 |
404 |
404 |
|
15 |
166 |
184 |
197 |
224 |
309 |
401 |
401 |
|
16 |
163 |
181 |
194 |
221 |
306 |
399 |
399 |
|
17 |
160 |
178 |
191 |
218 |
303 |
396 |
396 |
|
18 |
157 |
176 |
188 |
215 |
300 |
393 |
393 |
|
19 |
154 |
173 |
185 |
212 |
297 |
390 |
390 |
|
20 |
151 |
170 |
182 |
209 |
294 |
387 |
387 |
|
21 |
148 |
167 |
179 |
206 |
291 |
384 |
384 |
|
22 |
145 |
164 |
176 |
203 |
288 |
381 |
381 |
|
23 |
142 |
161 |
173 |
200 |
285 |
378 |
378 |
|
24 |
139 |
158 |
170 |
197 |
282 |
375 |
375 |
|
25 |
136 |
155 |
167 |
194 |
279 |
372 |
372 |
|
26 |
133 |
152 |
164 |
191 |
276 |
369 |
369 |
|
27 |
130 |
149 |
161 |
188 |
273 |
366 |
366 |
|
28 |
127 |
146 |
158 |
185 |
270 |
363 |
363 |
|
29 |
125 |
143 |
156 |
183 |
267 |
360 |
360 |
|
30 |
122 |
141 |
153 |
180 |
265 |
358 |
358 |
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 |
26 |
38 |
45 |
65 |
181 |
297 |
3 047 |
|
2 |
27 |
39 |
45 |
66 |
182 |
338 |
2 289 |
|
3 |
27 |
40 |
48 |
71 |
178 |
353 |
1 740 |
|
4 |
27 |
41 |
51 |
75 |
175 |
354 |
1 352 |
|
5 |
28 |
42 |
54 |
77 |
175 |
347 |
1 076 |
|
6 |
29 |
44 |
55 |
80 |
174 |
334 |
875 |
|
7 |
30 |
46 |
57 |
81 |
174 |
319 |
725 |
|
8 |
29 |
46 |
57 |
82 |
173 |
303 |
610 |
|
9 |
28 |
46 |
58 |
84 |
172 |
286 |
520 |
|
10 |
28 |
46 |
59 |
86 |
172 |
269 |
448 |
|
11 |
28 |
46 |
59 |
86 |
171 |
264 |
389 |
|
12 |
27 |
46 |
58 |
86 |
170 |
263 |
341 |
|
13 |
27 |
46 |
58 |
85 |
170 |
263 |
301 |
|
14 |
27 |
45 |
58 |
85 |
170 |
263 |
266 |
|
15 |
27 |
45 |
57 |
85 |
169 |
262 |
262 |
|
16 |
27 |
45 |
57 |
85 |
169 |
262 |
262 |
|
17 |
27 |
45 |
58 |
85 |
169 |
262 |
262 |
|
18 |
27 |
45 |
58 |
85 |
170 |
262 |
262 |
|
19 |
27 |
45 |
58 |
85 |
170 |
263 |
263 |
|
20 |
27 |
46 |
58 |
85 |
170 |
263 |
263 |
|
21 |
27 |
46 |
58 |
85 |
170 |
263 |
263 |
|
22 |
27 |
46 |
58 |
85 |
170 |
263 |
263 |
|
23 |
27 |
45 |
59 |
85 |
170 |
263 |
263 |
|
24 |
27 |
45 |
61 |
85 |
169 |
262 |
262 |
|
25 |
26 |
45 |
64 |
84 |
169 |
262 |
262 |
|
26 |
26 |
45 |
66 |
84 |
169 |
262 |
262 |
|
27 |
26 |
44 |
69 |
84 |
169 |
261 |
261 |
|
28 |
25 |
44 |
71 |
83 |
168 |
261 |
261 |
|
29 |
25 |
44 |
74 |
83 |
168 |
261 |
261 |
|
30 |
25 |
43 |
76 |
83 |
168 |
260 |
260 |
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 |
24 |
36 |
43 |
63 |
179 |
302 |
3 112 |
|
2 |
26 |
38 |
44 |
65 |
181 |
345 |
2 340 |
|
3 |
27 |
40 |
48 |
72 |
178 |
361 |
1 780 |
|
4 |
29 |
42 |
53 |
77 |
177 |
362 |
1 383 |
|
5 |
31 |
45 |
57 |
80 |
178 |
354 |
1 100 |
|
6 |
32 |
48 |
59 |
83 |
178 |
341 |
894 |
|
7 |
34 |
51 |
62 |
86 |
179 |
326 |
741 |
|
8 |
35 |
52 |
63 |
88 |
179 |
309 |
623 |
|
9 |
35 |
53 |
65 |
91 |
179 |
292 |
531 |
|
10 |
36 |
54 |
67 |
94 |
180 |
275 |
457 |
|
11 |
37 |
55 |
68 |
95 |
180 |
273 |
398 |
|
12 |
37 |
56 |
68 |
95 |
180 |
273 |
348 |
|
13 |
37 |
56 |
68 |
95 |
180 |
273 |
307 |
|
14 |
37 |
56 |
68 |
95 |
180 |
273 |
273 |
|
15 |
37 |
56 |
68 |
95 |
180 |
273 |
273 |
|
16 |
37 |
56 |
68 |
95 |
180 |
273 |
273 |
|
17 |
37 |
56 |
68 |
95 |
180 |
273 |
273 |
|
18 |
37 |
56 |
68 |
95 |
180 |
273 |
273 |
|
19 |
38 |
56 |
68 |
96 |
180 |
273 |
273 |
|
20 |
38 |
56 |
69 |
96 |
181 |
274 |
274 |
|
21 |
38 |
57 |
69 |
96 |
181 |
274 |
274 |
|
22 |
38 |
56 |
69 |
96 |
181 |
274 |
274 |
|
23 |
38 |
56 |
69 |
96 |
180 |
273 |
273 |
|
24 |
37 |
56 |
68 |
95 |
180 |
273 |
273 |
|
25 |
37 |
55 |
68 |
95 |
180 |
272 |
272 |
|
26 |
36 |
55 |
68 |
94 |
179 |
272 |
272 |
|
27 |
36 |
54 |
70 |
94 |
179 |
271 |
271 |
|
28 |
35 |
54 |
73 |
93 |
178 |
271 |
271 |
|
29 |
34 |
53 |
75 |
92 |
177 |
270 |
270 |
|
30 |
34 |
52 |
77 |
92 |
177 |
270 |
270 |
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 |
122 |
135 |
141 |
162 |
278 |
372 |
3 780 |
|
2 |
121 |
133 |
140 |
160 |
276 |
399 |
2 764 |
|
3 |
120 |
133 |
141 |
164 |
271 |
412 |
2 078 |
|
4 |
119 |
133 |
143 |
168 |
268 |
412 |
1 608 |
|
5 |
120 |
135 |
146 |
169 |
267 |
403 |
1 277 |
|
6 |
120 |
136 |
147 |
171 |
266 |
388 |
1 037 |
|
7 |
121 |
138 |
148 |
172 |
265 |
371 |
858 |
|
8 |
120 |
138 |
149 |
174 |
265 |
357 |
721 |
|
9 |
120 |
138 |
149 |
176 |
264 |
356 |
614 |
|
10 |
120 |
138 |
150 |
177 |
263 |
356 |
528 |
|
11 |
119 |
138 |
150 |
177 |
262 |
355 |
458 |
|
12 |
118 |
137 |
149 |
176 |
261 |
354 |
400 |
|
13 |
117 |
136 |
148 |
175 |
260 |
353 |
353 |
|
14 |
116 |
135 |
147 |
174 |
259 |
352 |
352 |
|
15 |
114 |
133 |
145 |
172 |
257 |
350 |
350 |
|
16 |
112 |
131 |
143 |
170 |
255 |
348 |
348 |
|
17 |
110 |
128 |
141 |
168 |
253 |
346 |
346 |
|
18 |
108 |
126 |
139 |
166 |
251 |
344 |
344 |
|
19 |
106 |
124 |
137 |
164 |
249 |
342 |
342 |
|
20 |
104 |
122 |
135 |
162 |
247 |
339 |
339 |
|
21 |
102 |
120 |
132 |
159 |
244 |
337 |
337 |
|
22 |
99 |
118 |
130 |
157 |
242 |
335 |
335 |
|
23 |
97 |
116 |
128 |
155 |
240 |
333 |
333 |
|
24 |
95 |
113 |
126 |
153 |
238 |
331 |
331 |
|
25 |
93 |
111 |
124 |
151 |
236 |
328 |
328 |
|
26 |
91 |
109 |
121 |
149 |
233 |
326 |
326 |
|
27 |
88 |
107 |
119 |
146 |
231 |
324 |
324 |
|
28 |
86 |
105 |
117 |
144 |
229 |
322 |
322 |
|
29 |
84 |
103 |
115 |
142 |
227 |
320 |
320 |
|
30 |
82 |
101 |
113 |
140 |
225 |
318 |
318 |
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 |
9 |
15 |
36 |
152 |
304 |
3 136 |
|
2 |
0 |
10 |
17 |
38 |
154 |
346 |
2 351 |
|
3 |
1 |
12 |
21 |
44 |
150 |
361 |
1 784 |
|
4 |
1 |
14 |
24 |
49 |
149 |
361 |
1 384 |
|
5 |
2 |
17 |
28 |
52 |
150 |
353 |
1 099 |
|
6 |
4 |
20 |
31 |
55 |
150 |
340 |
893 |
|
7 |
6 |
23 |
33 |
58 |
150 |
324 |
739 |
|
8 |
6 |
24 |
34 |
60 |
150 |
307 |
621 |
|
9 |
7 |
24 |
36 |
62 |
150 |
290 |
529 |
|
10 |
7 |
25 |
37 |
64 |
150 |
273 |
456 |
|
11 |
7 |
25 |
38 |
65 |
150 |
256 |
396 |
|
12 |
7 |
25 |
38 |
65 |
150 |
242 |
346 |
|
13 |
6 |
25 |
37 |
64 |
149 |
242 |
305 |
|
14 |
6 |
25 |
38 |
64 |
149 |
242 |
270 |
|
15 |
6 |
25 |
40 |
64 |
149 |
242 |
242 |
|
16 |
6 |
24 |
42 |
64 |
149 |
241 |
241 |
|
17 |
6 |
24 |
45 |
64 |
149 |
242 |
242 |
|
18 |
6 |
24 |
48 |
64 |
149 |
242 |
242 |
|
19 |
8 |
25 |
50 |
64 |
149 |
242 |
242 |
|
20 |
8 |
25 |
52 |
65 |
149 |
242 |
242 |
|
21 |
8 |
25 |
55 |
65 |
150 |
243 |
243 |
|
22 |
9 |
26 |
57 |
65 |
150 |
243 |
243 |
|
23 |
9 |
26 |
59 |
65 |
150 |
243 |
243 |
|
24 |
9 |
26 |
62 |
66 |
150 |
243 |
243 |
|
25 |
10 |
26 |
64 |
66 |
151 |
243 |
243 |
|
26 |
10 |
26 |
67 |
67 |
151 |
243 |
243 |
|
27 |
11 |
26 |
69 |
69 |
151 |
244 |
244 |
|
28 |
11 |
26 |
71 |
71 |
151 |
244 |
244 |
|
29 |
11 |
26 |
74 |
73 |
151 |
244 |
244 |
|
30 |
12 |
27 |
76 |
75 |
151 |
244 |
244 |
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 |
42 |
49 |
69 |
185 |
305 |
3 143 |
|
2 |
30 |
42 |
49 |
70 |
186 |
347 |
2 359 |
|
3 |
29 |
42 |
50 |
74 |
180 |
362 |
1 790 |
|
4 |
28 |
42 |
52 |
77 |
177 |
363 |
1 389 |
|
5 |
28 |
43 |
54 |
78 |
176 |
354 |
1 103 |
|
6 |
31 |
47 |
58 |
82 |
177 |
341 |
896 |
|
7 |
29 |
46 |
56 |
81 |
174 |
325 |
742 |
|
8 |
32 |
50 |
61 |
86 |
177 |
309 |
624 |
|
9 |
32 |
50 |
61 |
88 |
176 |
291 |
531 |
|
10 |
27 |
46 |
58 |
85 |
171 |
274 |
457 |
|
11 |
23 |
42 |
54 |
81 |
166 |
259 |
397 |
|
12 |
20 |
39 |
51 |
79 |
163 |
256 |
348 |
|
13 |
18 |
37 |
49 |
76 |
161 |
254 |
306 |
|
14 |
16 |
35 |
47 |
74 |
159 |
252 |
271 |
|
15 |
15 |
34 |
46 |
73 |
158 |
251 |
251 |
|
16 |
14 |
32 |
45 |
72 |
157 |
249 |
249 |
|
17 |
13 |
32 |
45 |
71 |
156 |
249 |
249 |
|
18 |
12 |
31 |
48 |
70 |
155 |
248 |
248 |
|
19 |
12 |
31 |
50 |
70 |
155 |
248 |
248 |
|
20 |
12 |
31 |
52 |
70 |
155 |
248 |
248 |
|
21 |
12 |
31 |
55 |
70 |
155 |
248 |
248 |
|
22 |
12 |
31 |
57 |
70 |
155 |
248 |
248 |
|
23 |
12 |
31 |
60 |
70 |
155 |
248 |
248 |
|
24 |
12 |
30 |
62 |
70 |
155 |
248 |
248 |
|
25 |
12 |
30 |
64 |
70 |
155 |
247 |
247 |
|
26 |
12 |
30 |
67 |
70 |
154 |
247 |
247 |
|
27 |
11 |
30 |
69 |
69 |
154 |
247 |
247 |
|
28 |
11 |
30 |
71 |
71 |
154 |
247 |
247 |
|
29 |
11 |
30 |
74 |
73 |
154 |
247 |
247 |
|
30 |
12 |
30 |
77 |
75 |
154 |
247 |
247 |
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 |
206 |
218 |
225 |
246 |
362 |
456 |
4 418 |
|
2 |
203 |
215 |
222 |
242 |
358 |
483 |
3 401 |
|
3 |
198 |
211 |
219 |
243 |
349 |
508 |
2 598 |
|
4 |
194 |
208 |
218 |
242 |
342 |
509 |
2 012 |
|
5 |
190 |
205 |
216 |
240 |
337 |
497 |
1 591 |
|
6 |
187 |
203 |
214 |
238 |
333 |
477 |
1 284 |
|
7 |
184 |
201 |
211 |
236 |
328 |
454 |
1 056 |
|
8 |
180 |
197 |
208 |
234 |
324 |
429 |
883 |
|
9 |
176 |
194 |
206 |
232 |
320 |
413 |
747 |
|
10 |
173 |
191 |
203 |
230 |
316 |
409 |
639 |
|
11 |
169 |
187 |
200 |
227 |
312 |
405 |
552 |
|
12 |
165 |
183 |
196 |
223 |
308 |
401 |
480 |
|
13 |
161 |
179 |
192 |
219 |
304 |
397 |
421 |
|
14 |
157 |
176 |
188 |
215 |
300 |
393 |
393 |
|
15 |
153 |
172 |
184 |
211 |
296 |
389 |
389 |
|
16 |
150 |
168 |
181 |
208 |
293 |
386 |
386 |
|
17 |
147 |
165 |
177 |
205 |
289 |
382 |
382 |
|
18 |
143 |
162 |
174 |
201 |
286 |
379 |
379 |
|
19 |
140 |
159 |
171 |
198 |
283 |
376 |
376 |
|
20 |
137 |
156 |
168 |
195 |
280 |
373 |
373 |
|
21 |
135 |
153 |
165 |
193 |
277 |
370 |
370 |
|
22 |
132 |
150 |
163 |
190 |
274 |
367 |
367 |
|
23 |
129 |
147 |
160 |
187 |
272 |
364 |
364 |
|
24 |
126 |
144 |
157 |
184 |
269 |
362 |
362 |
|
25 |
123 |
142 |
154 |
181 |
266 |
359 |
359 |
|
26 |
120 |
139 |
151 |
178 |
263 |
356 |
356 |
|
27 |
118 |
136 |
149 |
176 |
261 |
353 |
353 |
|
28 |
115 |
134 |
146 |
173 |
258 |
351 |
351 |
|
29 |
113 |
131 |
144 |
171 |
256 |
348 |
348 |
|
30 |
110 |
129 |
141 |
168 |
253 |
346 |
346 |
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 |
14 |
25 |
50 |
168 |
312 |
3 222 |
|
2 |
0 |
14 |
25 |
50 |
168 |
353 |
2 406 |
|
3 |
1 |
17 |
28 |
55 |
164 |
367 |
1 821 |
|
4 |
1 |
20 |
31 |
60 |
163 |
367 |
1 410 |
|
5 |
3 |
23 |
36 |
66 |
164 |
358 |
1 119 |
|
6 |
6 |
27 |
39 |
68 |
164 |
345 |
908 |
|
7 |
8 |
31 |
42 |
70 |
165 |
329 |
751 |
|
8 |
11 |
34 |
46 |
74 |
165 |
311 |
631 |
|
9 |
13 |
37 |
50 |
76 |
165 |
294 |
537 |
|
10 |
14 |
39 |
51 |
77 |
165 |
277 |
463 |
|
11 |
15 |
41 |
53 |
78 |
165 |
260 |
402 |
|
12 |
16 |
42 |
54 |
79 |
165 |
257 |
352 |
|
13 |
16 |
43 |
55 |
80 |
165 |
257 |
310 |
|
14 |
17 |
44 |
55 |
80 |
165 |
257 |
274 |
|
15 |
17 |
44 |
55 |
81 |
164 |
257 |
257 |
|
16 |
17 |
44 |
56 |
81 |
164 |
257 |
257 |
|
17 |
17 |
45 |
56 |
81 |
164 |
257 |
257 |
|
18 |
17 |
45 |
56 |
81 |
164 |
257 |
257 |
|
19 |
17 |
45 |
56 |
81 |
164 |
257 |
257 |
|
20 |
17 |
45 |
56 |
81 |
165 |
258 |
258 |
|
21 |
17 |
45 |
56 |
81 |
165 |
258 |
258 |
|
22 |
17 |
45 |
58 |
81 |
165 |
258 |
258 |
|
23 |
17 |
45 |
60 |
81 |
165 |
258 |
258 |
|
24 |
17 |
45 |
63 |
81 |
164 |
257 |
257 |
|
25 |
17 |
45 |
65 |
81 |
164 |
257 |
257 |
|
26 |
17 |
45 |
68 |
81 |
164 |
257 |
257 |
|
27 |
17 |
45 |
70 |
81 |
164 |
257 |
257 |
|
28 |
17 |
45 |
73 |
81 |
163 |
256 |
256 |
|
29 |
17 |
45 |
75 |
81 |
163 |
256 |
256 |
|
30 |
17 |
45 |
77 |
81 |
163 |
255 |
255 |
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 |
4 |
13 |
129 |
288 |
2 955 |
|
2 |
0 |
1 |
6 |
13 |
127 |
329 |
2 221 |
|
3 |
1 |
1 |
8 |
16 |
121 |
344 |
1 689 |
|
4 |
1 |
3 |
11 |
18 |
118 |
345 |
1 312 |
|
5 |
1 |
4 |
13 |
21 |
118 |
337 |
1 044 |
|
6 |
2 |
4 |
16 |
24 |
117 |
325 |
849 |
|
7 |
2 |
6 |
19 |
26 |
117 |
310 |
704 |
|
8 |
2 |
6 |
21 |
29 |
117 |
294 |
593 |
|
9 |
4 |
7 |
24 |
30 |
117 |
278 |
505 |
|
10 |
4 |
9 |
27 |
33 |
117 |
262 |
436 |
|
11 |
4 |
9 |
29 |
35 |
117 |
246 |
379 |
|
12 |
4 |
10 |
31 |
37 |
117 |
231 |
332 |
|
13 |
5 |
11 |
34 |
40 |
117 |
217 |
292 |
|
14 |
5 |
11 |
37 |
42 |
118 |
210 |
259 |
|
15 |
6 |
13 |
38 |
44 |
118 |
211 |
231 |
|
16 |
6 |
13 |
41 |
46 |
118 |
211 |
211 |
|
17 |
6 |
15 |
44 |
47 |
119 |
211 |
211 |
|
18 |
6 |
15 |
45 |
50 |
119 |
212 |
212 |
|
19 |
7 |
16 |
48 |
51 |
122 |
212 |
212 |
|
20 |
7 |
17 |
51 |
54 |
123 |
213 |
213 |
|
21 |
8 |
18 |
53 |
55 |
126 |
213 |
213 |
|
22 |
9 |
18 |
55 |
58 |
127 |
214 |
214 |
|
23 |
9 |
20 |
57 |
59 |
128 |
214 |
214 |
|
24 |
9 |
20 |
60 |
61 |
131 |
214 |
214 |
|
25 |
10 |
21 |
62 |
63 |
132 |
214 |
214 |
|
26 |
10 |
22 |
65 |
65 |
133 |
214 |
214 |
|
27 |
10 |
23 |
67 |
67 |
134 |
214 |
214 |
|
28 |
11 |
24 |
70 |
69 |
135 |
214 |
214 |
|
29 |
11 |
25 |
72 |
70 |
137 |
214 |
214 |
|
30 |
12 |
25 |
75 |
72 |
137 |
214 |
214 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
21 |
|
Euro |
Belgium |
21 |
|
Euro |
Croatia |
21 |
|
Euro |
Cyprus |
21 |
|
Euro |
Estonia |
21 |
|
Euro |
Finland |
21 |
|
Euro |
France |
21 |
|
Euro |
Germany |
21 |
|
Euro |
Greece |
21 |
|
Euro |
Ireland |
21 |
|
Euro |
Italy |
21 |
|
Euro |
Latvia |
21 |
|
Euro |
Lithuania |
21 |
|
Euro |
Luxembourg |
21 |
|
Euro |
Malta |
21 |
|
Euro |
Netherlands |
21 |
|
Euro |
Portugal |
21 |
|
Euro |
Slovakia |
21 |
|
Euro |
Slovenia |
21 |
|
Euro |
Spain |
21 |
|
Czech koruna |
Czechia |
13 |
|
Danish krone |
Denmark |
28 |
|
Forint |
Hungary |
11 |
|
Krona |
Sweden |
0 |
|
Lev |
Bulgaria |
11 |
|
Pound sterling |
United Kingdom |
19 |
|
Romanian leu |
Romania |
10 |
|
Zloty |
Poland |
9 |
|
Króna |
Iceland |
55 |
|
Norwegian krone |
Norway |
25 |
|
Swiss franc |
Liechtenstein |
-3 |
|
Swiss franc |
Switzerland |
-3 |
|
Australian dollar |
Australia |
6 |
|
Canadian dollar |
Canada |
29 |
|
Renminbi-yuan |
China |
1 |
|
Hong Kong dollar |
Hong Kong |
4 |
|
US dollar |
United States |
53 |
|
Yen |
Japan |
-2 |
ELI: http://data.europa.eu/eli/reg_impl/2023/2574/oj
ISSN 1977-0677 (electronic edition)