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Document 32024R0456
Commission Implementing Regulation (EU) 2024/456 of 7 February 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2023 until 30 March 2024 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) 2024/456 of 7 February 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2023 until 30 March 2024 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) 2024/456 of 7 February 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2023 until 30 March 2024 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/2024/706
OJ L, 2024/456, 8.2.2024, ELI: http://data.europa.eu/eli/reg_impl/2024/456/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 |
|
2024/456 |
8.2.2024 |
COMMISSION IMPLEMENTING REGULATION (EU) 2024/456
of 7 February 2024
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2023 until 30 March 2024 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
|
(1) |
In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. |
|
(2) |
Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 8 January 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2023 market data. That information was published on 8 January 2024 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 31 December 2023 until 30 March 2024.
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 31 December 2023.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 7 February 2024.
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 |
3,357 % |
5,185 % |
3,347 % |
6,301 % |
3,027 % |
3,307 % |
|
2 |
2,690 % |
4,144 % |
2,680 % |
6,121 % |
2,799 % |
2,640 % |
|
3 |
2,439 % |
3,678 % |
2,429 % |
5,931 % |
2,498 % |
2,389 % |
|
4 |
2,350 % |
3,489 % |
2,340 % |
5,796 % |
2,339 % |
2,300 % |
|
5 |
2,323 % |
3,405 % |
2,313 % |
5,715 % |
2,262 % |
2,273 % |
|
6 |
2,321 % |
3,370 % |
2,311 % |
5,675 % |
2,218 % |
2,271 % |
|
7 |
2,331 % |
3,359 % |
2,321 % |
5,670 % |
2,197 % |
2,281 % |
|
8 |
2,349 % |
3,361 % |
2,339 % |
5,695 % |
2,194 % |
2,299 % |
|
9 |
2,370 % |
3,369 % |
2,360 % |
5,729 % |
2,210 % |
2,320 % |
|
10 |
2,393 % |
3,379 % |
2,383 % |
5,776 % |
2,245 % |
2,343 % |
|
11 |
2,423 % |
3,389 % |
2,413 % |
5,826 % |
2,300 % |
2,372 % |
|
12 |
2,439 % |
3,398 % |
2,429 % |
5,875 % |
2,362 % |
2,389 % |
|
13 |
2,455 % |
3,406 % |
2,445 % |
5,924 % |
2,426 % |
2,405 % |
|
14 |
2,467 % |
3,414 % |
2,457 % |
5,964 % |
2,487 % |
2,417 % |
|
15 |
2,470 % |
3,420 % |
2,460 % |
5,999 % |
2,544 % |
2,419 % |
|
16 |
2,460 % |
3,426 % |
2,450 % |
6,021 % |
2,596 % |
2,410 % |
|
17 |
2,445 % |
3,430 % |
2,435 % |
6,030 % |
2,643 % |
2,394 % |
|
18 |
2,428 % |
3,434 % |
2,418 % |
6,028 % |
2,686 % |
2,378 % |
|
19 |
2,414 % |
3,438 % |
2,404 % |
6,018 % |
2,725 % |
2,364 % |
|
20 |
2,406 % |
3,441 % |
2,396 % |
6,003 % |
2,761 % |
2,356 % |
|
21 |
2,404 % |
3,444 % |
2,394 % |
5,983 % |
2,793 % |
2,355 % |
|
22 |
2,409 % |
3,446 % |
2,399 % |
5,960 % |
2,822 % |
2,360 % |
|
23 |
2,417 % |
3,448 % |
2,408 % |
5,934 % |
2,850 % |
2,370 % |
|
24 |
2,429 % |
3,450 % |
2,420 % |
5,907 % |
2,874 % |
2,383 % |
|
25 |
2,444 % |
3,451 % |
2,435 % |
5,878 % |
2,897 % |
2,399 % |
|
26 |
2,460 % |
3,452 % |
2,451 % |
5,849 % |
2,918 % |
2,416 % |
|
27 |
2,478 % |
3,454 % |
2,469 % |
5,819 % |
2,938 % |
2,435 % |
|
28 |
2,496 % |
3,455 % |
2,488 % |
5,789 % |
2,956 % |
2,454 % |
|
29 |
2,515 % |
3,456 % |
2,507 % |
5,760 % |
2,973 % |
2,474 % |
|
30 |
2,534 % |
3,456 % |
2,526 % |
5,731 % |
2,989 % |
2,494 % |
|
31 |
2,553 % |
3,457 % |
2,546 % |
5,702 % |
3,004 % |
2,514 % |
|
32 |
2,572 % |
3,458 % |
2,565 % |
5,674 % |
3,018 % |
2,535 % |
|
33 |
2,591 % |
3,458 % |
2,584 % |
5,647 % |
3,031 % |
2,554 % |
|
34 |
2,610 % |
3,459 % |
2,603 % |
5,620 % |
3,043 % |
2,574 % |
|
35 |
2,628 % |
3,459 % |
2,621 % |
5,594 % |
3,055 % |
2,593 % |
|
36 |
2,646 % |
3,459 % |
2,639 % |
5,569 % |
3,066 % |
2,612 % |
|
37 |
2,663 % |
3,460 % |
2,657 % |
5,545 % |
3,076 % |
2,630 % |
|
38 |
2,680 % |
3,460 % |
2,674 % |
5,521 % |
3,086 % |
2,648 % |
|
39 |
2,697 % |
3,460 % |
2,690 % |
5,498 % |
3,095 % |
2,665 % |
|
40 |
2,713 % |
3,460 % |
2,707 % |
5,476 % |
3,104 % |
2,682 % |
|
41 |
2,728 % |
3,461 % |
2,722 % |
5,455 % |
3,113 % |
2,698 % |
|
42 |
2,743 % |
3,461 % |
2,737 % |
5,435 % |
3,121 % |
2,714 % |
|
43 |
2,758 % |
3,461 % |
2,752 % |
5,415 % |
3,128 % |
2,729 % |
|
44 |
2,772 % |
3,461 % |
2,766 % |
5,396 % |
3,136 % |
2,744 % |
|
45 |
2,786 % |
3,461 % |
2,780 % |
5,377 % |
3,143 % |
2,758 % |
|
46 |
2,799 % |
3,461 % |
2,793 % |
5,359 % |
3,149 % |
2,772 % |
|
47 |
2,812 % |
3,461 % |
2,806 % |
5,342 % |
3,156 % |
2,785 % |
|
48 |
2,824 % |
3,461 % |
2,819 % |
5,325 % |
3,162 % |
2,798 % |
|
49 |
2,836 % |
3,461 % |
2,831 % |
5,309 % |
3,168 % |
2,810 % |
|
50 |
2,847 % |
3,461 % |
2,842 % |
5,294 % |
3,173 % |
2,822 % |
|
51 |
2,859 % |
3,461 % |
2,854 % |
5,279 % |
3,179 % |
2,834 % |
|
52 |
2,869 % |
3,461 % |
2,865 % |
5,264 % |
3,184 % |
2,845 % |
|
53 |
2,880 % |
3,461 % |
2,875 % |
5,250 % |
3,189 % |
2,856 % |
|
54 |
2,890 % |
3,461 % |
2,885 % |
5,237 % |
3,194 % |
2,867 % |
|
55 |
2,900 % |
3,461 % |
2,895 % |
5,224 % |
3,198 % |
2,877 % |
|
56 |
2,909 % |
3,461 % |
2,905 % |
5,211 % |
3,203 % |
2,887 % |
|
57 |
2,918 % |
3,461 % |
2,914 % |
5,199 % |
3,207 % |
2,897 % |
|
58 |
2,927 % |
3,461 % |
2,923 % |
5,187 % |
3,211 % |
2,906 % |
|
59 |
2,936 % |
3,461 % |
2,932 % |
5,176 % |
3,215 % |
2,915 % |
|
60 |
2,944 % |
3,461 % |
2,940 % |
5,164 % |
3,219 % |
2,924 % |
|
61 |
2,952 % |
3,461 % |
2,948 % |
5,154 % |
3,223 % |
2,932 % |
|
62 |
2,960 % |
3,461 % |
2,956 % |
5,143 % |
3,227 % |
2,940 % |
|
63 |
2,968 % |
3,460 % |
2,964 % |
5,133 % |
3,230 % |
2,948 % |
|
64 |
2,975 % |
3,460 % |
2,971 % |
5,123 % |
3,234 % |
2,956 % |
|
65 |
2,983 % |
3,460 % |
2,979 % |
5,114 % |
3,237 % |
2,963 % |
|
66 |
2,990 % |
3,460 % |
2,986 % |
5,105 % |
3,240 % |
2,971 % |
|
67 |
2,996 % |
3,460 % |
2,993 % |
5,096 % |
3,243 % |
2,978 % |
|
68 |
3,003 % |
3,460 % |
2,999 % |
5,087 % |
3,246 % |
2,985 % |
|
69 |
3,009 % |
3,460 % |
3,006 % |
5,078 % |
3,249 % |
2,991 % |
|
70 |
3,016 % |
3,460 % |
3,012 % |
5,070 % |
3,252 % |
2,998 % |
|
71 |
3,022 % |
3,460 % |
3,018 % |
5,062 % |
3,255 % |
3,004 % |
|
72 |
3,028 % |
3,460 % |
3,024 % |
5,054 % |
3,258 % |
3,010 % |
|
73 |
3,033 % |
3,460 % |
3,030 % |
5,047 % |
3,260 % |
3,016 % |
|
74 |
3,039 % |
3,460 % |
3,035 % |
5,039 % |
3,263 % |
3,022 % |
|
75 |
3,044 % |
3,459 % |
3,041 % |
5,032 % |
3,265 % |
3,028 % |
|
76 |
3,050 % |
3,459 % |
3,046 % |
5,025 % |
3,268 % |
3,033 % |
|
77 |
3,055 % |
3,459 % |
3,052 % |
5,018 % |
3,270 % |
3,039 % |
|
78 |
3,060 % |
3,459 % |
3,057 % |
5,012 % |
3,272 % |
3,044 % |
|
79 |
3,065 % |
3,459 % |
3,062 % |
5,005 % |
3,275 % |
3,049 % |
|
80 |
3,070 % |
3,459 % |
3,066 % |
4,999 % |
3,277 % |
3,054 % |
|
81 |
3,074 % |
3,459 % |
3,071 % |
4,993 % |
3,279 % |
3,059 % |
|
82 |
3,079 % |
3,459 % |
3,076 % |
4,987 % |
3,281 % |
3,064 % |
|
83 |
3,083 % |
3,459 % |
3,080 % |
4,981 % |
3,283 % |
3,068 % |
|
84 |
3,088 % |
3,459 % |
3,085 % |
4,975 % |
3,285 % |
3,073 % |
|
85 |
3,092 % |
3,459 % |
3,089 % |
4,970 % |
3,287 % |
3,077 % |
|
86 |
3,096 % |
3,459 % |
3,093 % |
4,964 % |
3,289 % |
3,081 % |
|
87 |
3,100 % |
3,458 % |
3,097 % |
4,959 % |
3,291 % |
3,086 % |
|
88 |
3,104 % |
3,458 % |
3,101 % |
4,954 % |
3,293 % |
3,090 % |
|
89 |
3,108 % |
3,458 % |
3,105 % |
4,948 % |
3,294 % |
3,094 % |
|
90 |
3,112 % |
3,458 % |
3,109 % |
4,943 % |
3,296 % |
3,098 % |
|
91 |
3,115 % |
3,458 % |
3,113 % |
4,939 % |
3,298 % |
3,102 % |
|
92 |
3,119 % |
3,458 % |
3,116 % |
4,934 % |
3,299 % |
3,105 % |
|
93 |
3,123 % |
3,458 % |
3,120 % |
4,929 % |
3,301 % |
3,109 % |
|
94 |
3,126 % |
3,458 % |
3,123 % |
4,925 % |
3,303 % |
3,113 % |
|
95 |
3,129 % |
3,458 % |
3,127 % |
4,920 % |
3,304 % |
3,116 % |
|
96 |
3,133 % |
3,458 % |
3,130 % |
4,916 % |
3,306 % |
3,120 % |
|
97 |
3,136 % |
3,458 % |
3,133 % |
4,911 % |
3,307 % |
3,123 % |
|
98 |
3,139 % |
3,458 % |
3,137 % |
4,907 % |
3,309 % |
3,126 % |
|
99 |
3,142 % |
3,458 % |
3,140 % |
4,903 % |
3,310 % |
3,130 % |
|
100 |
3,145 % |
3,458 % |
3,143 % |
4,899 % |
3,312 % |
3,133 % |
|
101 |
3,148 % |
3,457 % |
3,146 % |
4,895 % |
3,313 % |
3,136 % |
|
102 |
3,151 % |
3,457 % |
3,149 % |
4,891 % |
3,314 % |
3,139 % |
|
103 |
3,154 % |
3,457 % |
3,152 % |
4,887 % |
3,316 % |
3,142 % |
|
104 |
3,157 % |
3,457 % |
3,155 % |
4,884 % |
3,317 % |
3,145 % |
|
105 |
3,160 % |
3,457 % |
3,158 % |
4,880 % |
3,318 % |
3,148 % |
|
106 |
3,163 % |
3,457 % |
3,160 % |
4,876 % |
3,319 % |
3,151 % |
|
107 |
3,165 % |
3,457 % |
3,163 % |
4,873 % |
3,321 % |
3,154 % |
|
108 |
3,168 % |
3,457 % |
3,166 % |
4,869 % |
3,322 % |
3,156 % |
|
109 |
3,171 % |
3,457 % |
3,168 % |
4,866 % |
3,323 % |
3,159 % |
|
110 |
3,173 % |
3,457 % |
3,171 % |
4,863 % |
3,324 % |
3,162 % |
|
111 |
3,176 % |
3,457 % |
3,173 % |
4,859 % |
3,325 % |
3,164 % |
|
112 |
3,178 % |
3,457 % |
3,176 % |
4,856 % |
3,326 % |
3,167 % |
|
113 |
3,180 % |
3,457 % |
3,178 % |
4,853 % |
3,327 % |
3,169 % |
|
114 |
3,183 % |
3,457 % |
3,181 % |
4,850 % |
3,329 % |
3,172 % |
|
115 |
3,185 % |
3,457 % |
3,183 % |
4,847 % |
3,330 % |
3,174 % |
|
116 |
3,187 % |
3,457 % |
3,185 % |
4,844 % |
3,331 % |
3,177 % |
|
117 |
3,190 % |
3,456 % |
3,187 % |
4,841 % |
3,332 % |
3,179 % |
|
118 |
3,192 % |
3,456 % |
3,190 % |
4,838 % |
3,333 % |
3,181 % |
|
119 |
3,194 % |
3,456 % |
3,192 % |
4,835 % |
3,334 % |
3,183 % |
|
120 |
3,196 % |
3,456 % |
3,194 % |
4,832 % |
3,335 % |
3,186 % |
|
121 |
3,198 % |
3,456 % |
3,196 % |
4,830 % |
3,336 % |
3,188 % |
|
122 |
3,200 % |
3,456 % |
3,198 % |
4,827 % |
3,336 % |
3,190 % |
|
123 |
3,202 % |
3,456 % |
3,200 % |
4,824 % |
3,337 % |
3,192 % |
|
124 |
3,204 % |
3,456 % |
3,202 % |
4,822 % |
3,338 % |
3,194 % |
|
125 |
3,206 % |
3,456 % |
3,204 % |
4,819 % |
3,339 % |
3,196 % |
|
126 |
3,208 % |
3,456 % |
3,206 % |
4,817 % |
3,340 % |
3,198 % |
|
127 |
3,210 % |
3,456 % |
3,208 % |
4,814 % |
3,341 % |
3,200 % |
|
128 |
3,212 % |
3,456 % |
3,210 % |
4,812 % |
3,342 % |
3,202 % |
|
129 |
3,214 % |
3,456 % |
3,212 % |
4,809 % |
3,343 % |
3,204 % |
|
130 |
3,216 % |
3,456 % |
3,214 % |
4,807 % |
3,343 % |
3,206 % |
|
131 |
3,217 % |
3,456 % |
3,216 % |
4,804 % |
3,344 % |
3,208 % |
|
132 |
3,219 % |
3,456 % |
3,217 % |
4,802 % |
3,345 % |
3,210 % |
|
133 |
3,221 % |
3,456 % |
3,219 % |
4,800 % |
3,346 % |
3,212 % |
|
134 |
3,223 % |
3,456 % |
3,221 % |
4,798 % |
3,347 % |
3,213 % |
|
135 |
3,224 % |
3,456 % |
3,222 % |
4,795 % |
3,347 % |
3,215 % |
|
136 |
3,226 % |
3,456 % |
3,224 % |
4,793 % |
3,348 % |
3,217 % |
|
137 |
3,228 % |
3,456 % |
3,226 % |
4,791 % |
3,349 % |
3,218 % |
|
138 |
3,229 % |
3,456 % |
3,227 % |
4,789 % |
3,350 % |
3,220 % |
|
139 |
3,231 % |
3,456 % |
3,229 % |
4,787 % |
3,350 % |
3,222 % |
|
140 |
3,232 % |
3,455 % |
3,231 % |
4,785 % |
3,351 % |
3,223 % |
|
141 |
3,234 % |
3,455 % |
3,232 % |
4,783 % |
3,352 % |
3,225 % |
|
142 |
3,235 % |
3,455 % |
3,234 % |
4,781 % |
3,352 % |
3,227 % |
|
143 |
3,237 % |
3,455 % |
3,235 % |
4,779 % |
3,353 % |
3,228 % |
|
144 |
3,238 % |
3,455 % |
3,237 % |
4,777 % |
3,354 % |
3,230 % |
|
145 |
3,240 % |
3,455 % |
3,238 % |
4,775 % |
3,354 % |
3,231 % |
|
146 |
3,241 % |
3,455 % |
3,240 % |
4,773 % |
3,355 % |
3,233 % |
|
147 |
3,243 % |
3,455 % |
3,241 % |
4,771 % |
3,356 % |
3,234 % |
|
148 |
3,244 % |
3,455 % |
3,242 % |
4,769 % |
3,356 % |
3,236 % |
|
149 |
3,245 % |
3,455 % |
3,244 % |
4,768 % |
3,357 % |
3,237 % |
|
150 |
3,247 % |
3,455 % |
3,245 % |
4,766 % |
3,358 % |
3,239 % |
|
Term to maturity (in years) |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
Swiss franc |
|
1 |
4,735 % |
6,027 % |
4,953 % |
9,105 % |
3,998 % |
1,173 % |
|
2 |
4,021 % |
5,985 % |
4,871 % |
8,331 % |
3,847 % |
1,145 % |
|
3 |
3,668 % |
5,995 % |
4,833 % |
7,739 % |
3,629 % |
1,101 % |
|
4 |
3,475 % |
6,022 % |
4,824 % |
7,326 % |
3,438 % |
1,068 % |
|
5 |
3,355 % |
6,049 % |
4,845 % |
7,048 % |
3,309 % |
1,054 % |
|
6 |
3,283 % |
6,073 % |
4,887 % |
6,845 % |
3,244 % |
1,059 % |
|
7 |
3,251 % |
6,100 % |
4,939 % |
6,684 % |
3,218 % |
1,076 % |
|
8 |
3,248 % |
6,115 % |
4,995 % |
6,546 % |
3,211 % |
1,101 % |
|
9 |
3,261 % |
6,129 % |
5,053 % |
6,423 % |
3,214 % |
1,131 % |
|
10 |
3,284 % |
6,144 % |
5,104 % |
6,308 % |
3,219 % |
1,164 % |
|
11 |
3,312 % |
6,139 % |
5,134 % |
6,199 % |
3,226 % |
1,199 % |
|
12 |
3,339 % |
6,115 % |
5,144 % |
6,097 % |
3,231 % |
1,235 % |
|
13 |
3,362 % |
6,078 % |
5,141 % |
6,000 % |
3,237 % |
1,271 % |
|
14 |
3,382 % |
6,032 % |
5,127 % |
5,907 % |
3,242 % |
1,307 % |
|
15 |
3,398 % |
5,979 % |
5,105 % |
5,820 % |
3,248 % |
1,342 % |
|
16 |
3,409 % |
5,922 % |
5,079 % |
5,737 % |
3,252 % |
1,376 % |
|
17 |
3,418 % |
5,863 % |
5,048 % |
5,657 % |
3,257 % |
1,410 % |
|
18 |
3,424 % |
5,802 % |
5,016 % |
5,582 % |
3,262 % |
1,441 % |
|
19 |
3,429 % |
5,740 % |
4,981 % |
5,511 % |
3,266 % |
1,472 % |
|
20 |
3,432 % |
5,679 % |
4,946 % |
5,443 % |
3,271 % |
1,502 % |
|
21 |
3,435 % |
5,618 % |
4,910 % |
5,378 % |
3,275 % |
1,530 % |
|
22 |
3,436 % |
5,558 % |
4,874 % |
5,316 % |
3,279 % |
1,557 % |
|
23 |
3,435 % |
5,499 % |
4,838 % |
5,257 % |
3,282 % |
1,583 % |
|
24 |
3,432 % |
5,443 % |
4,803 % |
5,201 % |
3,286 % |
1,608 % |
|
25 |
3,426 % |
5,387 % |
4,768 % |
5,148 % |
3,290 % |
1,632 % |
|
26 |
3,418 % |
5,334 % |
4,734 % |
5,097 % |
3,293 % |
1,655 % |
|
27 |
3,407 % |
5,282 % |
4,701 % |
5,049 % |
3,297 % |
1,677 % |
|
28 |
3,392 % |
5,232 % |
4,669 % |
5,003 % |
3,300 % |
1,698 % |
|
29 |
3,374 % |
5,184 % |
4,638 % |
4,959 % |
3,303 % |
1,718 % |
|
30 |
3,352 % |
5,138 % |
4,608 % |
4,917 % |
3,306 % |
1,737 % |
|
31 |
3,327 % |
5,093 % |
4,579 % |
4,877 % |
3,309 % |
1,755 % |
|
32 |
3,300 % |
5,050 % |
4,550 % |
4,838 % |
3,312 % |
1,773 % |
|
33 |
3,271 % |
5,009 % |
4,523 % |
4,802 % |
3,314 % |
1,790 % |
|
34 |
3,241 % |
4,969 % |
4,497 % |
4,767 % |
3,317 % |
1,806 % |
|
35 |
3,212 % |
4,932 % |
4,472 % |
4,733 % |
3,320 % |
1,821 % |
|
36 |
3,183 % |
4,895 % |
4,448 % |
4,701 % |
3,322 % |
1,836 % |
|
37 |
3,155 % |
4,860 % |
4,424 % |
4,671 % |
3,325 % |
1,851 % |
|
38 |
3,128 % |
4,827 % |
4,402 % |
4,641 % |
3,327 % |
1,864 % |
|
39 |
3,103 % |
4,794 % |
4,380 % |
4,613 % |
3,329 % |
1,878 % |
|
40 |
3,079 % |
4,763 % |
4,359 % |
4,586 % |
3,331 % |
1,890 % |
|
41 |
3,057 % |
4,734 % |
4,339 % |
4,560 % |
3,334 % |
1,903 % |
|
42 |
3,037 % |
4,705 % |
4,320 % |
4,536 % |
3,336 % |
1,914 % |
|
43 |
3,019 % |
4,677 % |
4,301 % |
4,512 % |
3,338 % |
1,926 % |
|
44 |
3,002 % |
4,651 % |
4,283 % |
4,489 % |
3,340 % |
1,936 % |
|
45 |
2,987 % |
4,626 % |
4,266 % |
4,467 % |
3,342 % |
1,947 % |
|
46 |
2,975 % |
4,601 % |
4,249 % |
4,446 % |
3,343 % |
1,957 % |
|
47 |
2,964 % |
4,578 % |
4,233 % |
4,425 % |
3,345 % |
1,967 % |
|
48 |
2,955 % |
4,555 % |
4,217 % |
4,406 % |
3,347 % |
1,976 % |
|
49 |
2,947 % |
4,533 % |
4,202 % |
4,387 % |
3,349 % |
1,985 % |
|
50 |
2,942 % |
4,512 % |
4,188 % |
4,369 % |
3,350 % |
1,994 % |
|
51 |
2,938 % |
4,492 % |
4,174 % |
4,351 % |
3,352 % |
2,002 % |
|
52 |
2,936 % |
4,472 % |
4,161 % |
4,334 % |
3,354 % |
2,011 % |
|
53 |
2,935 % |
4,453 % |
4,148 % |
4,318 % |
3,355 % |
2,019 % |
|
54 |
2,935 % |
4,435 % |
4,135 % |
4,302 % |
3,357 % |
2,026 % |
|
55 |
2,937 % |
4,417 % |
4,123 % |
4,287 % |
3,358 % |
2,034 % |
|
56 |
2,939 % |
4,400 % |
4,111 % |
4,272 % |
3,359 % |
2,041 % |
|
57 |
2,941 % |
4,384 % |
4,100 % |
4,258 % |
3,361 % |
2,048 % |
|
58 |
2,944 % |
4,368 % |
4,089 % |
4,244 % |
3,362 % |
2,054 % |
|
59 |
2,948 % |
4,352 % |
4,078 % |
4,231 % |
3,363 % |
2,061 % |
|
60 |
2,952 % |
4,337 % |
4,068 % |
4,218 % |
3,365 % |
2,067 % |
|
61 |
2,956 % |
4,323 % |
4,058 % |
4,206 % |
3,366 % |
2,073 % |
|
62 |
2,961 % |
4,309 % |
4,048 % |
4,193 % |
3,367 % |
2,079 % |
|
63 |
2,966 % |
4,295 % |
4,039 % |
4,182 % |
3,368 % |
2,085 % |
|
64 |
2,971 % |
4,282 % |
4,030 % |
4,170 % |
3,369 % |
2,090 % |
|
65 |
2,976 % |
4,270 % |
4,021 % |
4,159 % |
3,371 % |
2,096 % |
|
66 |
2,981 % |
4,257 % |
4,012 % |
4,149 % |
3,372 % |
2,101 % |
|
67 |
2,986 % |
4,245 % |
4,004 % |
4,138 % |
3,373 % |
2,106 % |
|
68 |
2,991 % |
4,233 % |
3,996 % |
4,128 % |
3,374 % |
2,111 % |
|
69 |
2,996 % |
4,222 % |
3,988 % |
4,118 % |
3,375 % |
2,116 % |
|
70 |
3,001 % |
4,211 % |
3,980 % |
4,109 % |
3,376 % |
2,121 % |
|
71 |
3,007 % |
4,200 % |
3,973 % |
4,100 % |
3,377 % |
2,125 % |
|
72 |
3,012 % |
4,190 % |
3,965 % |
4,091 % |
3,378 % |
2,130 % |
|
73 |
3,017 % |
4,180 % |
3,958 % |
4,082 % |
3,379 % |
2,134 % |
|
74 |
3,022 % |
4,170 % |
3,952 % |
4,073 % |
3,379 % |
2,138 % |
|
75 |
3,027 % |
4,160 % |
3,945 % |
4,065 % |
3,380 % |
2,142 % |
|
76 |
3,032 % |
4,151 % |
3,938 % |
4,057 % |
3,381 % |
2,146 % |
|
77 |
3,037 % |
4,142 % |
3,932 % |
4,049 % |
3,382 % |
2,150 % |
|
78 |
3,042 % |
4,133 % |
3,926 % |
4,041 % |
3,383 % |
2,154 % |
|
79 |
3,046 % |
4,124 % |
3,920 % |
4,034 % |
3,384 % |
2,158 % |
|
80 |
3,051 % |
4,116 % |
3,914 % |
4,027 % |
3,384 % |
2,162 % |
|
81 |
3,055 % |
4,108 % |
3,908 % |
4,019 % |
3,385 % |
2,165 % |
|
82 |
3,060 % |
4,100 % |
3,903 % |
4,013 % |
3,386 % |
2,169 % |
|
83 |
3,064 % |
4,092 % |
3,897 % |
4,006 % |
3,387 % |
2,172 % |
|
84 |
3,069 % |
4,084 % |
3,892 % |
3,999 % |
3,387 % |
2,175 % |
|
85 |
3,073 % |
4,077 % |
3,887 % |
3,993 % |
3,388 % |
2,178 % |
|
86 |
3,077 % |
4,069 % |
3,882 % |
3,986 % |
3,389 % |
2,182 % |
|
87 |
3,081 % |
4,062 % |
3,877 % |
3,980 % |
3,389 % |
2,185 % |
|
88 |
3,085 % |
4,055 % |
3,872 % |
3,974 % |
3,390 % |
2,188 % |
|
89 |
3,089 % |
4,048 % |
3,867 % |
3,968 % |
3,391 % |
2,191 % |
|
90 |
3,093 % |
4,042 % |
3,862 % |
3,962 % |
3,391 % |
2,193 % |
|
91 |
3,097 % |
4,035 % |
3,858 % |
3,957 % |
3,392 % |
2,196 % |
|
92 |
3,101 % |
4,029 % |
3,853 % |
3,951 % |
3,393 % |
2,199 % |
|
93 |
3,104 % |
4,023 % |
3,849 % |
3,946 % |
3,393 % |
2,202 % |
|
94 |
3,108 % |
4,017 % |
3,845 % |
3,941 % |
3,394 % |
2,204 % |
|
95 |
3,111 % |
4,011 % |
3,841 % |
3,935 % |
3,394 % |
2,207 % |
|
96 |
3,115 % |
4,005 % |
3,837 % |
3,930 % |
3,395 % |
2,209 % |
|
97 |
3,118 % |
3,999 % |
3,833 % |
3,925 % |
3,396 % |
2,212 % |
|
98 |
3,122 % |
3,993 % |
3,829 % |
3,921 % |
3,396 % |
2,214 % |
|
99 |
3,125 % |
3,988 % |
3,825 % |
3,916 % |
3,397 % |
2,217 % |
|
100 |
3,128 % |
3,982 % |
3,821 % |
3,911 % |
3,397 % |
2,219 % |
|
101 |
3,131 % |
3,977 % |
3,817 % |
3,907 % |
3,398 % |
2,221 % |
|
102 |
3,134 % |
3,972 % |
3,814 % |
3,902 % |
3,398 % |
2,224 % |
|
103 |
3,137 % |
3,967 % |
3,810 % |
3,898 % |
3,399 % |
2,226 % |
|
104 |
3,140 % |
3,962 % |
3,807 % |
3,893 % |
3,399 % |
2,228 % |
|
105 |
3,143 % |
3,957 % |
3,803 % |
3,889 % |
3,400 % |
2,230 % |
|
106 |
3,146 % |
3,952 % |
3,800 % |
3,885 % |
3,400 % |
2,232 % |
|
107 |
3,149 % |
3,948 % |
3,797 % |
3,881 % |
3,401 % |
2,234 % |
|
108 |
3,152 % |
3,943 % |
3,794 % |
3,877 % |
3,401 % |
2,236 % |
|
109 |
3,154 % |
3,938 % |
3,790 % |
3,873 % |
3,401 % |
2,238 % |
|
110 |
3,157 % |
3,934 % |
3,787 % |
3,869 % |
3,402 % |
2,240 % |
|
111 |
3,160 % |
3,930 % |
3,784 % |
3,865 % |
3,402 % |
2,242 % |
|
112 |
3,162 % |
3,925 % |
3,781 % |
3,862 % |
3,403 % |
2,244 % |
|
113 |
3,165 % |
3,921 % |
3,778 % |
3,858 % |
3,403 % |
2,246 % |
|
114 |
3,167 % |
3,917 % |
3,775 % |
3,854 % |
3,404 % |
2,247 % |
|
115 |
3,170 % |
3,913 % |
3,773 % |
3,851 % |
3,404 % |
2,249 % |
|
116 |
3,172 % |
3,909 % |
3,770 % |
3,847 % |
3,404 % |
2,251 % |
|
117 |
3,175 % |
3,905 % |
3,767 % |
3,844 % |
3,405 % |
2,253 % |
|
118 |
3,177 % |
3,901 % |
3,764 % |
3,841 % |
3,405 % |
2,254 % |
|
119 |
3,179 % |
3,897 % |
3,762 % |
3,837 % |
3,405 % |
2,256 % |
|
120 |
3,181 % |
3,894 % |
3,759 % |
3,834 % |
3,406 % |
2,257 % |
|
121 |
3,184 % |
3,890 % |
3,757 % |
3,831 % |
3,406 % |
2,259 % |
|
122 |
3,186 % |
3,886 % |
3,754 % |
3,828 % |
3,407 % |
2,261 % |
|
123 |
3,188 % |
3,883 % |
3,752 % |
3,825 % |
3,407 % |
2,262 % |
|
124 |
3,190 % |
3,879 % |
3,749 % |
3,822 % |
3,407 % |
2,264 % |
|
125 |
3,192 % |
3,876 % |
3,747 % |
3,819 % |
3,408 % |
2,265 % |
|
126 |
3,194 % |
3,872 % |
3,744 % |
3,816 % |
3,408 % |
2,267 % |
|
127 |
3,196 % |
3,869 % |
3,742 % |
3,813 % |
3,408 % |
2,268 % |
|
128 |
3,198 % |
3,866 % |
3,740 % |
3,810 % |
3,409 % |
2,269 % |
|
129 |
3,200 % |
3,863 % |
3,738 % |
3,807 % |
3,409 % |
2,271 % |
|
130 |
3,202 % |
3,859 % |
3,735 % |
3,805 % |
3,409 % |
2,272 % |
|
131 |
3,204 % |
3,856 % |
3,733 % |
3,802 % |
3,410 % |
2,274 % |
|
132 |
3,206 % |
3,853 % |
3,731 % |
3,799 % |
3,410 % |
2,275 % |
|
133 |
3,208 % |
3,850 % |
3,729 % |
3,797 % |
3,410 % |
2,276 % |
|
134 |
3,209 % |
3,847 % |
3,727 % |
3,794 % |
3,410 % |
2,278 % |
|
135 |
3,211 % |
3,844 % |
3,725 % |
3,791 % |
3,411 % |
2,279 % |
|
136 |
3,213 % |
3,841 % |
3,723 % |
3,789 % |
3,411 % |
2,280 % |
|
137 |
3,215 % |
3,838 % |
3,721 % |
3,786 % |
3,411 % |
2,281 % |
|
138 |
3,216 % |
3,836 % |
3,719 % |
3,784 % |
3,412 % |
2,283 % |
|
139 |
3,218 % |
3,833 % |
3,717 % |
3,782 % |
3,412 % |
2,284 % |
|
140 |
3,220 % |
3,830 % |
3,715 % |
3,779 % |
3,412 % |
2,285 % |
|
141 |
3,221 % |
3,827 % |
3,713 % |
3,777 % |
3,412 % |
2,286 % |
|
142 |
3,223 % |
3,825 % |
3,711 % |
3,775 % |
3,413 % |
2,287 % |
|
143 |
3,225 % |
3,822 % |
3,709 % |
3,772 % |
3,413 % |
2,288 % |
|
144 |
3,226 % |
3,819 % |
3,708 % |
3,770 % |
3,413 % |
2,290 % |
|
145 |
3,228 % |
3,817 % |
3,706 % |
3,768 % |
3,413 % |
2,291 % |
|
146 |
3,229 % |
3,814 % |
3,704 % |
3,766 % |
3,414 % |
2,292 % |
|
147 |
3,231 % |
3,812 % |
3,702 % |
3,763 % |
3,414 % |
2,293 % |
|
148 |
3,232 % |
3,809 % |
3,701 % |
3,761 % |
3,414 % |
2,294 % |
|
149 |
3,234 % |
3,807 % |
3,699 % |
3,759 % |
3,414 % |
2,295 % |
|
150 |
3,235 % |
3,805 % |
3,697 % |
3,757 % |
3,415 % |
2,296 % |
|
Term to maturity (in years) |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
Hong Kong dollar |
|
1 |
4,278 % |
2,247 % |
4,294 % |
6,161 % |
9,206 % |
4,285 % |
|
2 |
4,021 % |
2,319 % |
3,994 % |
5,665 % |
9,195 % |
3,734 % |
|
3 |
3,898 % |
2,429 % |
3,597 % |
5,399 % |
9,248 % |
3,463 % |
|
4 |
3,843 % |
2,525 % |
3,351 % |
5,276 % |
9,337 % |
3,333 % |
|
5 |
3,858 % |
2,593 % |
3,207 % |
5,253 % |
9,434 % |
3,276 % |
|
6 |
3,918 % |
2,648 % |
3,151 % |
5,272 % |
9,559 % |
3,273 % |
|
7 |
3,984 % |
2,698 % |
3,143 % |
5,299 % |
9,676 % |
3,282 % |
|
8 |
4,048 % |
2,755 % |
3,155 % |
5,322 % |
9,784 % |
3,281 % |
|
9 |
4,107 % |
2,821 % |
3,171 % |
5,334 % |
9,891 % |
3,280 % |
|
10 |
4,154 % |
2,890 % |
3,183 % |
5,337 % |
9,990 % |
3,286 % |
|
11 |
4,200 % |
2,959 % |
3,187 % |
5,334 % |
10,038 % |
3,305 % |
|
12 |
4,240 % |
3,024 % |
3,184 % |
5,326 % |
10,036 % |
3,331 % |
|
13 |
4,272 % |
3,083 % |
3,177 % |
5,314 % |
9,997 % |
3,359 % |
|
14 |
4,296 % |
3,137 % |
3,167 % |
5,301 % |
9,931 % |
3,388 % |
|
15 |
4,312 % |
3,184 % |
3,156 % |
5,286 % |
9,844 % |
3,413 % |
|
16 |
4,321 % |
3,223 % |
3,144 % |
5,269 % |
9,743 % |
3,434 % |
|
17 |
4,322 % |
3,256 % |
3,132 % |
5,253 % |
9,631 % |
3,451 % |
|
18 |
4,318 % |
3,285 % |
3,120 % |
5,236 % |
9,512 % |
3,465 % |
|
19 |
4,308 % |
3,309 % |
3,109 % |
5,218 % |
9,389 % |
3,477 % |
|
20 |
4,292 % |
3,329 % |
3,099 % |
5,201 % |
9,262 % |
3,487 % |
|
21 |
4,271 % |
3,346 % |
3,089 % |
5,184 % |
9,135 % |
3,495 % |
|
22 |
4,245 % |
3,362 % |
3,081 % |
5,167 % |
9,009 % |
3,502 % |
|
23 |
4,216 % |
3,375 % |
3,073 % |
5,151 % |
8,884 % |
3,507 % |
|
24 |
4,184 % |
3,386 % |
3,067 % |
5,135 % |
8,761 % |
3,512 % |
|
25 |
4,148 % |
3,396 % |
3,062 % |
5,119 % |
8,641 % |
3,515 % |
|
26 |
4,111 % |
3,404 % |
3,057 % |
5,104 % |
8,524 % |
3,518 % |
|
27 |
4,073 % |
3,412 % |
3,054 % |
5,089 % |
8,411 % |
3,521 % |
|
28 |
4,036 % |
3,418 % |
3,052 % |
5,075 % |
8,301 % |
3,522 % |
|
29 |
4,001 % |
3,424 % |
3,052 % |
5,061 % |
8,195 % |
3,524 % |
|
30 |
3,968 % |
3,429 % |
3,052 % |
5,047 % |
8,093 % |
3,525 % |
|
31 |
3,938 % |
3,433 % |
3,053 % |
5,034 % |
7,995 % |
3,526 % |
|
32 |
3,912 % |
3,437 % |
3,055 % |
5,022 % |
7,901 % |
3,526 % |
|
33 |
3,888 % |
3,440 % |
3,058 % |
5,009 % |
7,811 % |
3,526 % |
|
34 |
3,866 % |
3,443 % |
3,062 % |
4,998 % |
7,724 % |
3,526 % |
|
35 |
3,846 % |
3,445 % |
3,066 % |
4,986 % |
7,641 % |
3,526 % |
|
36 |
3,829 % |
3,447 % |
3,070 % |
4,975 % |
7,561 % |
3,526 % |
|
37 |
3,812 % |
3,449 % |
3,075 % |
4,965 % |
7,484 % |
3,526 % |
|
38 |
3,797 % |
3,451 % |
3,080 % |
4,955 % |
7,411 % |
3,525 % |
|
39 |
3,784 % |
3,453 % |
3,085 % |
4,945 % |
7,341 % |
3,525 % |
|
40 |
3,771 % |
3,454 % |
3,090 % |
4,935 % |
7,273 % |
3,524 % |
|
41 |
3,759 % |
3,455 % |
3,095 % |
4,926 % |
7,209 % |
3,523 % |
|
42 |
3,749 % |
3,456 % |
3,101 % |
4,917 % |
7,146 % |
3,523 % |
|
43 |
3,739 % |
3,457 % |
3,106 % |
4,909 % |
7,087 % |
3,522 % |
|
44 |
3,729 % |
3,458 % |
3,111 % |
4,900 % |
7,030 % |
3,521 % |
|
45 |
3,721 % |
3,458 % |
3,117 % |
4,892 % |
6,975 % |
3,520 % |
|
46 |
3,713 % |
3,459 % |
3,122 % |
4,885 % |
6,922 % |
3,519 % |
|
47 |
3,705 % |
3,459 % |
3,127 % |
4,877 % |
6,872 % |
3,518 % |
|
48 |
3,698 % |
3,460 % |
3,132 % |
4,870 % |
6,823 % |
3,518 % |
|
49 |
3,692 % |
3,460 % |
3,137 % |
4,863 % |
6,776 % |
3,517 % |
|
50 |
3,685 % |
3,460 % |
3,142 % |
4,856 % |
6,731 % |
3,516 % |
|
51 |
3,680 % |
3,461 % |
3,147 % |
4,850 % |
6,688 % |
3,515 % |
|
52 |
3,674 % |
3,461 % |
3,152 % |
4,843 % |
6,646 % |
3,514 % |
|
53 |
3,669 % |
3,461 % |
3,157 % |
4,837 % |
6,605 % |
3,513 % |
|
54 |
3,664 % |
3,461 % |
3,161 % |
4,831 % |
6,567 % |
3,512 % |
|
55 |
3,659 % |
3,461 % |
3,166 % |
4,826 % |
6,529 % |
3,512 % |
|
56 |
3,655 % |
3,461 % |
3,170 % |
4,820 % |
6,493 % |
3,511 % |
|
57 |
3,651 % |
3,461 % |
3,174 % |
4,815 % |
6,458 % |
3,510 % |
|
58 |
3,647 % |
3,461 % |
3,179 % |
4,810 % |
6,424 % |
3,509 % |
|
59 |
3,643 % |
3,461 % |
3,183 % |
4,804 % |
6,391 % |
3,508 % |
|
60 |
3,639 % |
3,461 % |
3,187 % |
4,800 % |
6,360 % |
3,507 % |
|
61 |
3,636 % |
3,461 % |
3,191 % |
4,795 % |
6,329 % |
3,507 % |
|
62 |
3,632 % |
3,461 % |
3,194 % |
4,790 % |
6,299 % |
3,506 % |
|
63 |
3,629 % |
3,461 % |
3,198 % |
4,786 % |
6,271 % |
3,505 % |
|
64 |
3,626 % |
3,461 % |
3,202 % |
4,781 % |
6,243 % |
3,504 % |
|
65 |
3,623 % |
3,461 % |
3,205 % |
4,777 % |
6,216 % |
3,504 % |
|
66 |
3,620 % |
3,461 % |
3,209 % |
4,773 % |
6,190 % |
3,503 % |
|
67 |
3,617 % |
3,461 % |
3,212 % |
4,769 % |
6,165 % |
3,502 % |
|
68 |
3,615 % |
3,461 % |
3,216 % |
4,765 % |
6,140 % |
3,502 % |
|
69 |
3,612 % |
3,461 % |
3,219 % |
4,761 % |
6,116 % |
3,501 % |
|
70 |
3,610 % |
3,461 % |
3,222 % |
4,758 % |
6,093 % |
3,500 % |
|
71 |
3,607 % |
3,461 % |
3,225 % |
4,754 % |
6,070 % |
3,500 % |
|
72 |
3,605 % |
3,460 % |
3,228 % |
4,751 % |
6,048 % |
3,499 % |
|
73 |
3,603 % |
3,460 % |
3,231 % |
4,747 % |
6,027 % |
3,498 % |
|
74 |
3,601 % |
3,460 % |
3,234 % |
4,744 % |
6,006 % |
3,498 % |
|
75 |
3,598 % |
3,460 % |
3,237 % |
4,741 % |
5,986 % |
3,497 % |
|
76 |
3,596 % |
3,460 % |
3,239 % |
4,738 % |
5,966 % |
3,497 % |
|
77 |
3,594 % |
3,460 % |
3,242 % |
4,735 % |
5,947 % |
3,496 % |
|
78 |
3,593 % |
3,460 % |
3,244 % |
4,732 % |
5,929 % |
3,495 % |
|
79 |
3,591 % |
3,460 % |
3,247 % |
4,729 % |
5,910 % |
3,495 % |
|
80 |
3,589 % |
3,460 % |
3,250 % |
4,726 % |
5,893 % |
3,494 % |
|
81 |
3,587 % |
3,460 % |
3,252 % |
4,723 % |
5,875 % |
3,494 % |
|
82 |
3,585 % |
3,459 % |
3,254 % |
4,720 % |
5,858 % |
3,493 % |
|
83 |
3,584 % |
3,459 % |
3,257 % |
4,718 % |
5,842 % |
3,493 % |
|
84 |
3,582 % |
3,459 % |
3,259 % |
4,715 % |
5,826 % |
3,492 % |
|
85 |
3,580 % |
3,459 % |
3,261 % |
4,713 % |
5,810 % |
3,492 % |
|
86 |
3,579 % |
3,459 % |
3,263 % |
4,710 % |
5,795 % |
3,491 % |
|
87 |
3,577 % |
3,459 % |
3,265 % |
4,708 % |
5,780 % |
3,491 % |
|
88 |
3,576 % |
3,459 % |
3,267 % |
4,705 % |
5,765 % |
3,491 % |
|
89 |
3,575 % |
3,459 % |
3,269 % |
4,703 % |
5,751 % |
3,490 % |
|
90 |
3,573 % |
3,459 % |
3,271 % |
4,701 % |
5,737 % |
3,490 % |
|
91 |
3,572 % |
3,459 % |
3,273 % |
4,699 % |
5,723 % |
3,489 % |
|
92 |
3,570 % |
3,459 % |
3,275 % |
4,696 % |
5,710 % |
3,489 % |
|
93 |
3,569 % |
3,459 % |
3,277 % |
4,694 % |
5,697 % |
3,488 % |
|
94 |
3,568 % |
3,458 % |
3,279 % |
4,692 % |
5,684 % |
3,488 % |
|
95 |
3,567 % |
3,458 % |
3,281 % |
4,690 % |
5,672 % |
3,488 % |
|
96 |
3,565 % |
3,458 % |
3,283 % |
4,688 % |
5,659 % |
3,487 % |
|
97 |
3,564 % |
3,458 % |
3,284 % |
4,686 % |
5,647 % |
3,487 % |
|
98 |
3,563 % |
3,458 % |
3,286 % |
4,684 % |
5,635 % |
3,486 % |
|
99 |
3,562 % |
3,458 % |
3,288 % |
4,683 % |
5,624 % |
3,486 % |
|
100 |
3,561 % |
3,458 % |
3,289 % |
4,681 % |
5,613 % |
3,486 % |
|
101 |
3,560 % |
3,458 % |
3,291 % |
4,679 % |
5,602 % |
3,485 % |
|
102 |
3,559 % |
3,458 % |
3,292 % |
4,677 % |
5,591 % |
3,485 % |
|
103 |
3,557 % |
3,458 % |
3,294 % |
4,676 % |
5,580 % |
3,485 % |
|
104 |
3,556 % |
3,458 % |
3,295 % |
4,674 % |
5,570 % |
3,484 % |
|
105 |
3,555 % |
3,458 % |
3,297 % |
4,672 % |
5,559 % |
3,484 % |
|
106 |
3,554 % |
3,458 % |
3,298 % |
4,671 % |
5,549 % |
3,484 % |
|
107 |
3,553 % |
3,457 % |
3,300 % |
4,669 % |
5,539 % |
3,483 % |
|
108 |
3,552 % |
3,457 % |
3,301 % |
4,667 % |
5,530 % |
3,483 % |
|
109 |
3,552 % |
3,457 % |
3,302 % |
4,666 % |
5,520 % |
3,483 % |
|
110 |
3,551 % |
3,457 % |
3,304 % |
4,664 % |
5,511 % |
3,483 % |
|
111 |
3,550 % |
3,457 % |
3,305 % |
4,663 % |
5,502 % |
3,482 % |
|
112 |
3,549 % |
3,457 % |
3,306 % |
4,661 % |
5,493 % |
3,482 % |
|
113 |
3,548 % |
3,457 % |
3,308 % |
4,660 % |
5,484 % |
3,482 % |
|
114 |
3,547 % |
3,457 % |
3,309 % |
4,659 % |
5,475 % |
3,481 % |
|
115 |
3,546 % |
3,457 % |
3,310 % |
4,657 % |
5,467 % |
3,481 % |
|
116 |
3,545 % |
3,457 % |
3,311 % |
4,656 % |
5,458 % |
3,481 % |
|
117 |
3,545 % |
3,457 % |
3,312 % |
4,655 % |
5,450 % |
3,481 % |
|
118 |
3,544 % |
3,457 % |
3,314 % |
4,653 % |
5,442 % |
3,480 % |
|
119 |
3,543 % |
3,457 % |
3,315 % |
4,652 % |
5,434 % |
3,480 % |
|
120 |
3,542 % |
3,457 % |
3,316 % |
4,651 % |
5,426 % |
3,480 % |
|
121 |
3,541 % |
3,457 % |
3,317 % |
4,649 % |
5,419 % |
3,480 % |
|
122 |
3,541 % |
3,457 % |
3,318 % |
4,648 % |
5,411 % |
3,479 % |
|
123 |
3,540 % |
3,456 % |
3,319 % |
4,647 % |
5,404 % |
3,479 % |
|
124 |
3,539 % |
3,456 % |
3,320 % |
4,646 % |
5,396 % |
3,479 % |
|
125 |
3,538 % |
3,456 % |
3,321 % |
4,645 % |
5,389 % |
3,479 % |
|
126 |
3,538 % |
3,456 % |
3,322 % |
4,643 % |
5,382 % |
3,478 % |
|
127 |
3,537 % |
3,456 % |
3,323 % |
4,642 % |
5,375 % |
3,478 % |
|
128 |
3,536 % |
3,456 % |
3,324 % |
4,641 % |
5,368 % |
3,478 % |
|
129 |
3,536 % |
3,456 % |
3,325 % |
4,640 % |
5,361 % |
3,478 % |
|
130 |
3,535 % |
3,456 % |
3,326 % |
4,639 % |
5,355 % |
3,478 % |
|
131 |
3,534 % |
3,456 % |
3,327 % |
4,638 % |
5,348 % |
3,477 % |
|
132 |
3,534 % |
3,456 % |
3,328 % |
4,637 % |
5,342 % |
3,477 % |
|
133 |
3,533 % |
3,456 % |
3,329 % |
4,636 % |
5,335 % |
3,477 % |
|
134 |
3,533 % |
3,456 % |
3,330 % |
4,635 % |
5,329 % |
3,477 % |
|
135 |
3,532 % |
3,456 % |
3,331 % |
4,634 % |
5,323 % |
3,477 % |
|
136 |
3,531 % |
3,456 % |
3,332 % |
4,633 % |
5,317 % |
3,476 % |
|
137 |
3,531 % |
3,456 % |
3,333 % |
4,632 % |
5,311 % |
3,476 % |
|
138 |
3,530 % |
3,456 % |
3,333 % |
4,631 % |
5,305 % |
3,476 % |
|
139 |
3,530 % |
3,456 % |
3,334 % |
4,630 % |
5,299 % |
3,476 % |
|
140 |
3,529 % |
3,456 % |
3,335 % |
4,629 % |
5,294 % |
3,476 % |
|
141 |
3,528 % |
3,456 % |
3,336 % |
4,628 % |
5,288 % |
3,475 % |
|
142 |
3,528 % |
3,456 % |
3,337 % |
4,627 % |
5,282 % |
3,475 % |
|
143 |
3,527 % |
3,456 % |
3,337 % |
4,626 % |
5,277 % |
3,475 % |
|
144 |
3,527 % |
3,456 % |
3,338 % |
4,626 % |
5,271 % |
3,475 % |
|
145 |
3,526 % |
3,456 % |
3,339 % |
4,625 % |
5,266 % |
3,475 % |
|
146 |
3,526 % |
3,455 % |
3,340 % |
4,624 % |
5,261 % |
3,475 % |
|
147 |
3,525 % |
3,455 % |
3,341 % |
4,623 % |
5,256 % |
3,474 % |
|
148 |
3,525 % |
3,455 % |
3,341 % |
4,622 % |
5,250 % |
3,474 % |
|
149 |
3,524 % |
3,455 % |
3,342 % |
4,621 % |
5,245 % |
3,474 % |
|
150 |
3,524 % |
3,455 % |
3,343 % |
4,621 % |
5,240 % |
3,474 % |
|
Term to maturity (in years) |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
Real |
|
1 |
7,124 % |
11,208 % |
0,912 % |
5,227 % |
8,239 % |
10,128 % |
|
2 |
7,113 % |
9,958 % |
0,949 % |
4,577 % |
7,866 % |
9,731 % |
|
3 |
7,099 % |
9,258 % |
0,976 % |
4,248 % |
7,873 % |
9,749 % |
|
4 |
7,112 % |
8,838 % |
1,000 % |
4,078 % |
7,995 % |
9,861 % |
|
5 |
7,121 % |
8,650 % |
1,022 % |
3,994 % |
8,208 % |
9,984 % |
|
6 |
7,149 % |
8,589 % |
1,042 % |
3,979 % |
8,532 % |
10,101 % |
|
7 |
7,184 % |
8,583 % |
1,059 % |
3,994 % |
8,864 % |
10,214 % |
|
8 |
7,221 % |
8,594 % |
1,075 % |
4,018 % |
9,174 % |
10,300 % |
|
9 |
7,264 % |
8,599 % |
1,088 % |
4,047 % |
9,462 % |
10,377 % |
|
10 |
7,298 % |
8,585 % |
1,102 % |
4,080 % |
9,724 % |
10,452 % |
|
11 |
7,311 % |
8,545 % |
1,133 % |
4,114 % |
9,961 % |
10,481 % |
|
12 |
7,309 % |
8,484 % |
1,177 % |
4,149 % |
10,169 % |
10,465 % |
|
13 |
7,294 % |
8,409 % |
1,230 % |
4,183 % |
10,343 % |
10,418 % |
|
14 |
7,271 % |
8,323 % |
1,287 % |
4,214 % |
10,479 % |
10,346 % |
|
15 |
7,242 % |
8,231 % |
1,347 % |
4,241 % |
10,573 % |
10,257 % |
|
16 |
7,209 % |
8,136 % |
1,408 % |
4,265 % |
10,620 % |
10,156 % |
|
17 |
7,173 % |
8,038 % |
1,469 % |
4,285 % |
10,629 % |
10,045 % |
|
18 |
7,135 % |
7,939 % |
1,529 % |
4,300 % |
10,607 % |
9,929 % |
|
19 |
7,096 % |
7,841 % |
1,588 % |
4,311 % |
10,560 % |
9,809 % |
|
20 |
7,057 % |
7,743 % |
1,645 % |
4,316 % |
10,495 % |
9,688 % |
|
21 |
7,018 % |
7,648 % |
1,700 % |
4,317 % |
10,416 % |
9,566 % |
|
22 |
6,979 % |
7,555 % |
1,753 % |
4,313 % |
10,326 % |
9,446 % |
|
23 |
6,940 % |
7,464 % |
1,804 % |
4,306 % |
10,228 % |
9,327 % |
|
24 |
6,902 % |
7,377 % |
1,853 % |
4,297 % |
10,125 % |
9,210 % |
|
25 |
6,866 % |
7,292 % |
1,900 % |
4,286 % |
10,019 % |
9,097 % |
|
26 |
6,830 % |
7,210 % |
1,945 % |
4,274 % |
9,911 % |
8,986 % |
|
27 |
6,795 % |
7,131 % |
1,988 % |
4,260 % |
9,803 % |
8,879 % |
|
28 |
6,761 % |
7,055 % |
2,029 % |
4,246 % |
9,695 % |
8,776 % |
|
29 |
6,729 % |
6,982 % |
2,068 % |
4,231 % |
9,589 % |
8,677 % |
|
30 |
6,697 % |
6,913 % |
2,106 % |
4,216 % |
9,484 % |
8,581 % |
|
31 |
6,667 % |
6,845 % |
2,142 % |
4,200 % |
9,383 % |
8,488 % |
|
32 |
6,637 % |
6,781 % |
2,176 % |
4,185 % |
9,283 % |
8,400 % |
|
33 |
6,609 % |
6,720 % |
2,209 % |
4,170 % |
9,187 % |
8,315 % |
|
34 |
6,582 % |
6,660 % |
2,241 % |
4,155 % |
9,094 % |
8,233 % |
|
35 |
6,555 % |
6,604 % |
2,271 % |
4,140 % |
9,004 % |
8,155 % |
|
36 |
6,530 % |
6,550 % |
2,300 % |
4,126 % |
8,917 % |
8,080 % |
|
37 |
6,506 % |
6,498 % |
2,328 % |
4,111 % |
8,833 % |
8,008 % |
|
38 |
6,483 % |
6,448 % |
2,354 % |
4,097 % |
8,752 % |
7,939 % |
|
39 |
6,460 % |
6,400 % |
2,380 % |
4,084 % |
8,675 % |
7,873 % |
|
40 |
6,438 % |
6,354 % |
2,404 % |
4,071 % |
8,600 % |
7,810 % |
|
41 |
6,418 % |
6,310 % |
2,428 % |
4,058 % |
8,529 % |
7,749 % |
|
42 |
6,398 % |
6,268 % |
2,451 % |
4,045 % |
8,460 % |
7,691 % |
|
43 |
6,378 % |
6,228 % |
2,472 % |
4,033 % |
8,393 % |
7,635 % |
|
44 |
6,360 % |
6,189 % |
2,493 % |
4,021 % |
8,330 % |
7,581 % |
|
45 |
6,342 % |
6,152 % |
2,513 % |
4,010 % |
8,269 % |
7,530 % |
|
46 |
6,324 % |
6,116 % |
2,532 % |
3,999 % |
8,210 % |
7,480 % |
|
47 |
6,308 % |
6,081 % |
2,551 % |
3,988 % |
8,153 % |
7,433 % |
|
48 |
6,292 % |
6,048 % |
2,569 % |
3,978 % |
8,099 % |
7,387 % |
|
49 |
6,276 % |
6,016 % |
2,586 % |
3,968 % |
8,046 % |
7,343 % |
|
50 |
6,261 % |
5,985 % |
2,603 % |
3,958 % |
7,996 % |
7,300 % |
|
51 |
6,247 % |
5,956 % |
2,619 % |
3,949 % |
7,947 % |
7,260 % |
|
52 |
6,233 % |
5,927 % |
2,634 % |
3,940 % |
7,900 % |
7,220 % |
|
53 |
6,220 % |
5,900 % |
2,649 % |
3,931 % |
7,855 % |
7,182 % |
|
54 |
6,207 % |
5,873 % |
2,663 % |
3,923 % |
7,812 % |
7,146 % |
|
55 |
6,194 % |
5,847 % |
2,677 % |
3,914 % |
7,770 % |
7,110 % |
|
56 |
6,182 % |
5,823 % |
2,691 % |
3,906 % |
7,729 % |
7,076 % |
|
57 |
6,170 % |
5,799 % |
2,704 % |
3,899 % |
7,690 % |
7,044 % |
|
58 |
6,159 % |
5,775 % |
2,716 % |
3,891 % |
7,652 % |
7,012 % |
|
59 |
6,148 % |
5,753 % |
2,729 % |
3,884 % |
7,615 % |
6,981 % |
|
60 |
6,137 % |
5,731 % |
2,740 % |
3,877 % |
7,580 % |
6,951 % |
|
61 |
6,127 % |
5,710 % |
2,752 % |
3,870 % |
7,546 % |
6,922 % |
|
62 |
6,117 % |
5,690 % |
2,763 % |
3,863 % |
7,513 % |
6,895 % |
|
63 |
6,107 % |
5,670 % |
2,774 % |
3,857 % |
7,480 % |
6,868 % |
|
64 |
6,098 % |
5,651 % |
2,784 % |
3,850 % |
7,449 % |
6,841 % |
|
65 |
6,089 % |
5,633 % |
2,794 % |
3,844 % |
7,419 % |
6,816 % |
|
66 |
6,080 % |
5,615 % |
2,804 % |
3,838 % |
7,390 % |
6,791 % |
|
67 |
6,071 % |
5,598 % |
2,814 % |
3,833 % |
7,361 % |
6,768 % |
|
68 |
6,063 % |
5,581 % |
2,823 % |
3,827 % |
7,334 % |
6,744 % |
|
69 |
6,055 % |
5,564 % |
2,832 % |
3,822 % |
7,307 % |
6,722 % |
|
70 |
6,047 % |
5,548 % |
2,841 % |
3,816 % |
7,281 % |
6,700 % |
|
71 |
6,039 % |
5,533 % |
2,849 % |
3,811 % |
7,256 % |
6,679 % |
|
72 |
6,032 % |
5,518 % |
2,857 % |
3,806 % |
7,231 % |
6,658 % |
|
73 |
6,025 % |
5,503 % |
2,865 % |
3,802 % |
7,207 % |
6,638 % |
|
74 |
6,018 % |
5,489 % |
2,873 % |
3,797 % |
7,184 % |
6,619 % |
|
75 |
6,011 % |
5,475 % |
2,881 % |
3,792 % |
7,162 % |
6,600 % |
|
76 |
6,004 % |
5,461 % |
2,888 % |
3,788 % |
7,140 % |
6,581 % |
|
77 |
5,997 % |
5,448 % |
2,896 % |
3,783 % |
7,118 % |
6,563 % |
|
78 |
5,991 % |
5,435 % |
2,903 % |
3,779 % |
7,097 % |
6,545 % |
|
79 |
5,985 % |
5,423 % |
2,910 % |
3,775 % |
7,077 % |
6,528 % |
|
80 |
5,979 % |
5,411 % |
2,916 % |
3,771 % |
7,057 % |
6,512 % |
|
81 |
5,973 % |
5,399 % |
2,923 % |
3,767 % |
7,038 % |
6,495 % |
|
82 |
5,967 % |
5,387 % |
2,929 % |
3,763 % |
7,019 % |
6,479 % |
|
83 |
5,961 % |
5,376 % |
2,935 % |
3,759 % |
7,000 % |
6,464 % |
|
84 |
5,956 % |
5,365 % |
2,942 % |
3,756 % |
6,982 % |
6,449 % |
|
85 |
5,951 % |
5,354 % |
2,947 % |
3,752 % |
6,965 % |
6,434 % |
|
86 |
5,945 % |
5,343 % |
2,953 % |
3,748 % |
6,948 % |
6,420 % |
|
87 |
5,940 % |
5,333 % |
2,959 % |
3,745 % |
6,931 % |
6,406 % |
|
88 |
5,935 % |
5,323 % |
2,965 % |
3,742 % |
6,915 % |
6,392 % |
|
89 |
5,930 % |
5,313 % |
2,970 % |
3,738 % |
6,899 % |
6,378 % |
|
90 |
5,926 % |
5,303 % |
2,975 % |
3,735 % |
6,883 % |
6,365 % |
|
91 |
5,921 % |
5,294 % |
2,981 % |
3,732 % |
6,868 % |
6,352 % |
|
92 |
5,916 % |
5,285 % |
2,986 % |
3,729 % |
6,853 % |
6,340 % |
|
93 |
5,912 % |
5,276 % |
2,991 % |
3,726 % |
6,838 % |
6,327 % |
|
94 |
5,907 % |
5,267 % |
2,995 % |
3,723 % |
6,824 % |
6,315 % |
|
95 |
5,903 % |
5,258 % |
3,000 % |
3,720 % |
6,810 % |
6,303 % |
|
96 |
5,899 % |
5,250 % |
3,005 % |
3,717 % |
6,796 % |
6,292 % |
|
97 |
5,895 % |
5,242 % |
3,009 % |
3,715 % |
6,782 % |
6,281 % |
|
98 |
5,891 % |
5,234 % |
3,014 % |
3,712 % |
6,769 % |
6,270 % |
|
99 |
5,887 % |
5,226 % |
3,018 % |
3,709 % |
6,756 % |
6,259 % |
|
100 |
5,883 % |
5,218 % |
3,023 % |
3,707 % |
6,744 % |
6,248 % |
|
101 |
5,879 % |
5,210 % |
3,027 % |
3,704 % |
6,731 % |
6,238 % |
|
102 |
5,875 % |
5,203 % |
3,031 % |
3,702 % |
6,719 % |
6,227 % |
|
103 |
5,872 % |
5,195 % |
3,035 % |
3,699 % |
6,707 % |
6,217 % |
|
104 |
5,868 % |
5,188 % |
3,039 % |
3,697 % |
6,696 % |
6,208 % |
|
105 |
5,865 % |
5,181 % |
3,043 % |
3,694 % |
6,684 % |
6,198 % |
|
106 |
5,861 % |
5,174 % |
3,047 % |
3,692 % |
6,673 % |
6,188 % |
|
107 |
5,858 % |
5,167 % |
3,051 % |
3,690 % |
6,662 % |
6,179 % |
|
108 |
5,855 % |
5,161 % |
3,054 % |
3,688 % |
6,651 % |
6,170 % |
|
109 |
5,851 % |
5,154 % |
3,058 % |
3,685 % |
6,641 % |
6,161 % |
|
110 |
5,848 % |
5,148 % |
3,061 % |
3,683 % |
6,630 % |
6,152 % |
|
111 |
5,845 % |
5,141 % |
3,065 % |
3,681 % |
6,620 % |
6,144 % |
|
112 |
5,842 % |
5,135 % |
3,068 % |
3,679 % |
6,610 % |
6,135 % |
|
113 |
5,839 % |
5,129 % |
3,072 % |
3,677 % |
6,600 % |
6,127 % |
|
114 |
5,836 % |
5,123 % |
3,075 % |
3,675 % |
6,590 % |
6,119 % |
|
115 |
5,833 % |
5,117 % |
3,078 % |
3,673 % |
6,581 % |
6,111 % |
|
116 |
5,830 % |
5,112 % |
3,081 % |
3,671 % |
6,571 % |
6,103 % |
|
117 |
5,827 % |
5,106 % |
3,085 % |
3,669 % |
6,562 % |
6,095 % |
|
118 |
5,824 % |
5,100 % |
3,088 % |
3,667 % |
6,553 % |
6,088 % |
|
119 |
5,822 % |
5,095 % |
3,091 % |
3,666 % |
6,544 % |
6,080 % |
|
120 |
5,819 % |
5,089 % |
3,094 % |
3,664 % |
6,535 % |
6,073 % |
|
121 |
5,816 % |
5,084 % |
3,097 % |
3,662 % |
6,527 % |
6,065 % |
|
122 |
5,814 % |
5,079 % |
3,100 % |
3,660 % |
6,518 % |
6,058 % |
|
123 |
5,811 % |
5,074 % |
3,102 % |
3,659 % |
6,510 % |
6,051 % |
|
124 |
5,809 % |
5,069 % |
3,105 % |
3,657 % |
6,502 % |
6,044 % |
|
125 |
5,806 % |
5,064 % |
3,108 % |
3,655 % |
6,494 % |
6,038 % |
|
126 |
5,804 % |
5,059 % |
3,111 % |
3,654 % |
6,486 % |
6,031 % |
|
127 |
5,801 % |
5,054 % |
3,113 % |
3,652 % |
6,478 % |
6,024 % |
|
128 |
5,799 % |
5,049 % |
3,116 % |
3,650 % |
6,470 % |
6,018 % |
|
129 |
5,797 % |
5,045 % |
3,119 % |
3,649 % |
6,463 % |
6,012 % |
|
130 |
5,794 % |
5,040 % |
3,121 % |
3,647 % |
6,455 % |
6,005 % |
|
131 |
5,792 % |
5,036 % |
3,124 % |
3,646 % |
6,448 % |
5,999 % |
|
132 |
5,790 % |
5,031 % |
3,126 % |
3,644 % |
6,441 % |
5,993 % |
|
133 |
5,788 % |
5,027 % |
3,129 % |
3,643 % |
6,434 % |
5,987 % |
|
134 |
5,786 % |
5,022 % |
3,131 % |
3,642 % |
6,427 % |
5,981 % |
|
135 |
5,784 % |
5,018 % |
3,133 % |
3,640 % |
6,420 % |
5,975 % |
|
136 |
5,781 % |
5,014 % |
3,136 % |
3,639 % |
6,413 % |
5,970 % |
|
137 |
5,779 % |
5,010 % |
3,138 % |
3,637 % |
6,406 % |
5,964 % |
|
138 |
5,777 % |
5,006 % |
3,140 % |
3,636 % |
6,400 % |
5,958 % |
|
139 |
5,775 % |
5,002 % |
3,142 % |
3,635 % |
6,393 % |
5,953 % |
|
140 |
5,773 % |
4,998 % |
3,145 % |
3,633 % |
6,387 % |
5,948 % |
|
141 |
5,771 % |
4,994 % |
3,147 % |
3,632 % |
6,381 % |
5,942 % |
|
142 |
5,770 % |
4,990 % |
3,149 % |
3,631 % |
6,374 % |
5,937 % |
|
143 |
5,768 % |
4,986 % |
3,151 % |
3,629 % |
6,368 % |
5,932 % |
|
144 |
5,766 % |
4,983 % |
3,153 % |
3,628 % |
6,362 % |
5,927 % |
|
145 |
5,764 % |
4,979 % |
3,155 % |
3,627 % |
6,356 % |
5,922 % |
|
146 |
5,762 % |
4,975 % |
3,157 % |
3,626 % |
6,350 % |
5,917 % |
|
147 |
5,760 % |
4,972 % |
3,159 % |
3,625 % |
6,345 % |
5,912 % |
|
148 |
5,759 % |
4,968 % |
3,161 % |
3,623 % |
6,339 % |
5,907 % |
|
149 |
5,757 % |
4,965 % |
3,163 % |
3,622 % |
6,333 % |
5,902 % |
|
150 |
5,755 % |
4,961 % |
3,165 % |
3,621 % |
6,328 % |
5,898 % |
|
Term to maturity (in years) |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
Turkish lira |
|
1 |
1,904 % |
3,200 % |
14,852 % |
3,214 % |
3,473 % |
39,336 % |
|
2 |
1,945 % |
3,343 % |
13,846 % |
2,828 % |
3,171 % |
35,672 % |
|
3 |
2,038 % |
3,437 % |
13,144 % |
2,654 % |
3,005 % |
31,173 % |
|
4 |
2,153 % |
3,519 % |
12,657 % |
2,589 % |
2,959 % |
27,492 % |
|
5 |
2,258 % |
3,591 % |
12,326 % |
2,563 % |
2,926 % |
24,777 % |
|
6 |
2,331 % |
3,652 % |
12,127 % |
2,553 % |
2,906 % |
22,987 % |
|
7 |
2,384 % |
3,701 % |
12,041 % |
2,552 % |
2,901 % |
21,925 % |
|
8 |
2,431 % |
3,746 % |
12,016 % |
2,558 % |
2,905 % |
21,436 % |
|
9 |
2,478 % |
3,782 % |
12,036 % |
2,568 % |
2,912 % |
21,379 % |
|
10 |
2,527 % |
3,822 % |
12,070 % |
2,582 % |
2,917 % |
21,358 % |
|
11 |
2,581 % |
3,866 % |
12,104 % |
2,599 % |
2,919 % |
21,283 % |
|
12 |
2,638 % |
3,913 % |
12,128 % |
2,618 % |
2,917 % |
21,163 % |
|
13 |
2,696 % |
3,962 % |
12,133 % |
2,638 % |
2,914 % |
21,003 % |
|
14 |
2,753 % |
4,013 % |
12,111 % |
2,659 % |
2,911 % |
20,809 % |
|
15 |
2,810 % |
4,063 % |
12,054 % |
2,680 % |
2,908 % |
20,584 % |
|
16 |
2,865 % |
4,112 % |
11,967 % |
2,701 % |
2,906 % |
20,333 % |
|
17 |
2,918 % |
4,159 % |
11,859 % |
2,721 % |
2,905 % |
20,059 % |
|
18 |
2,969 % |
4,200 % |
11,733 % |
2,741 % |
2,906 % |
19,765 % |
|
19 |
3,018 % |
4,235 % |
11,595 % |
2,761 % |
2,908 % |
19,455 % |
|
20 |
3,065 % |
4,261 % |
11,449 % |
2,780 % |
2,911 % |
19,132 % |
|
21 |
3,110 % |
4,280 % |
11,296 % |
2,798 % |
2,916 % |
18,801 % |
|
22 |
3,153 % |
4,290 % |
11,141 % |
2,816 % |
2,923 % |
18,463 % |
|
23 |
3,194 % |
4,295 % |
10,984 % |
2,833 % |
2,931 % |
18,123 % |
|
24 |
3,233 % |
4,296 % |
10,827 % |
2,849 % |
2,939 % |
17,782 % |
|
25 |
3,270 % |
4,292 % |
10,672 % |
2,865 % |
2,948 % |
17,445 % |
|
26 |
3,306 % |
4,286 % |
10,519 % |
2,881 % |
2,957 % |
17,111 % |
|
27 |
3,340 % |
4,277 % |
10,370 % |
2,895 % |
2,966 % |
16,784 % |
|
28 |
3,373 % |
4,266 % |
10,225 % |
2,910 % |
2,976 % |
16,465 % |
|
29 |
3,404 % |
4,255 % |
10,084 % |
2,923 % |
2,985 % |
16,154 % |
|
30 |
3,434 % |
4,242 % |
9,947 % |
2,936 % |
2,995 % |
15,853 % |
|
31 |
3,462 % |
4,228 % |
9,815 % |
2,949 % |
3,004 % |
15,562 % |
|
32 |
3,490 % |
4,214 % |
9,688 % |
2,961 % |
3,013 % |
15,282 % |
|
33 |
3,516 % |
4,200 % |
9,566 % |
2,973 % |
3,022 % |
15,012 % |
|
34 |
3,540 % |
4,186 % |
9,449 % |
2,984 % |
3,031 % |
14,753 % |
|
35 |
3,564 % |
4,171 % |
9,336 % |
2,995 % |
3,040 % |
14,504 % |
|
36 |
3,587 % |
4,157 % |
9,228 % |
3,005 % |
3,049 % |
14,266 % |
|
37 |
3,609 % |
4,143 % |
9,124 % |
3,015 % |
3,057 % |
14,038 % |
|
38 |
3,630 % |
4,129 % |
9,024 % |
3,025 % |
3,065 % |
13,819 % |
|
39 |
3,650 % |
4,115 % |
8,929 % |
3,034 % |
3,073 % |
13,610 % |
|
40 |
3,669 % |
4,101 % |
8,837 % |
3,043 % |
3,081 % |
13,410 % |
|
41 |
3,688 % |
4,088 % |
8,749 % |
3,052 % |
3,088 % |
13,218 % |
|
42 |
3,706 % |
4,075 % |
8,665 % |
3,060 % |
3,095 % |
13,035 % |
|
43 |
3,723 % |
4,063 % |
8,584 % |
3,068 % |
3,102 % |
12,859 % |
|
44 |
3,739 % |
4,051 % |
8,507 % |
3,076 % |
3,109 % |
12,691 % |
|
45 |
3,755 % |
4,039 % |
8,432 % |
3,083 % |
3,116 % |
12,529 % |
|
46 |
3,770 % |
4,027 % |
8,361 % |
3,091 % |
3,122 % |
12,375 % |
|
47 |
3,785 % |
4,016 % |
8,292 % |
3,098 % |
3,128 % |
12,226 % |
|
48 |
3,799 % |
4,005 % |
8,226 % |
3,104 % |
3,134 % |
12,084 % |
|
49 |
3,813 % |
3,995 % |
8,162 % |
3,111 % |
3,140 % |
11,947 % |
|
50 |
3,826 % |
3,985 % |
8,101 % |
3,117 % |
3,146 % |
11,816 % |
|
51 |
3,838 % |
3,975 % |
8,043 % |
3,123 % |
3,151 % |
11,690 % |
|
52 |
3,851 % |
3,965 % |
7,986 % |
3,129 % |
3,156 % |
11,568 % |
|
53 |
3,862 % |
3,956 % |
7,931 % |
3,135 % |
3,162 % |
11,451 % |
|
54 |
3,874 % |
3,947 % |
7,879 % |
3,140 % |
3,167 % |
11,339 % |
|
55 |
3,885 % |
3,938 % |
7,828 % |
3,145 % |
3,171 % |
11,230 % |
|
56 |
3,896 % |
3,930 % |
7,779 % |
3,151 % |
3,176 % |
11,126 % |
|
57 |
3,906 % |
3,922 % |
7,732 % |
3,156 % |
3,181 % |
11,025 % |
|
58 |
3,916 % |
3,914 % |
7,686 % |
3,160 % |
3,185 % |
10,928 % |
|
59 |
3,926 % |
3,906 % |
7,642 % |
3,165 % |
3,189 % |
10,834 % |
|
60 |
3,935 % |
3,899 % |
7,599 % |
3,170 % |
3,193 % |
10,743 % |
|
61 |
3,944 % |
3,892 % |
7,558 % |
3,174 % |
3,197 % |
10,655 % |
|
62 |
3,953 % |
3,885 % |
7,518 % |
3,178 % |
3,201 % |
10,570 % |
|
63 |
3,961 % |
3,878 % |
7,479 % |
3,183 % |
3,205 % |
10,488 % |
|
64 |
3,970 % |
3,871 % |
7,442 % |
3,187 % |
3,209 % |
10,408 % |
|
65 |
3,978 % |
3,865 % |
7,406 % |
3,191 % |
3,213 % |
10,331 % |
|
66 |
3,985 % |
3,859 % |
7,370 % |
3,194 % |
3,216 % |
10,256 % |
|
67 |
3,993 % |
3,852 % |
7,336 % |
3,198 % |
3,219 % |
10,184 % |
|
68 |
4,000 % |
3,847 % |
7,303 % |
3,202 % |
3,223 % |
10,113 % |
|
69 |
4,008 % |
3,841 % |
7,271 % |
3,205 % |
3,226 % |
10,045 % |
|
70 |
4,014 % |
3,835 % |
7,240 % |
3,209 % |
3,229 % |
9,979 % |
|
71 |
4,021 % |
3,830 % |
7,209 % |
3,212 % |
3,232 % |
9,914 % |
|
72 |
4,028 % |
3,825 % |
7,180 % |
3,215 % |
3,235 % |
9,852 % |
|
73 |
4,034 % |
3,820 % |
7,151 % |
3,218 % |
3,238 % |
9,791 % |
|
74 |
4,040 % |
3,815 % |
7,123 % |
3,222 % |
3,241 % |
9,732 % |
|
75 |
4,047 % |
3,810 % |
7,096 % |
3,225 % |
3,244 % |
9,675 % |
|
76 |
4,052 % |
3,805 % |
7,069 % |
3,227 % |
3,246 % |
9,619 % |
|
77 |
4,058 % |
3,800 % |
7,043 % |
3,230 % |
3,249 % |
9,564 % |
|
78 |
4,064 % |
3,796 % |
7,018 % |
3,233 % |
3,251 % |
9,511 % |
|
79 |
4,069 % |
3,792 % |
6,994 % |
3,236 % |
3,254 % |
9,459 % |
|
80 |
4,075 % |
3,787 % |
6,970 % |
3,238 % |
3,256 % |
9,409 % |
|
81 |
4,080 % |
3,783 % |
6,947 % |
3,241 % |
3,259 % |
9,360 % |
|
82 |
4,085 % |
3,779 % |
6,924 % |
3,244 % |
3,261 % |
9,312 % |
|
83 |
4,090 % |
3,775 % |
6,902 % |
3,246 % |
3,263 % |
9,265 % |
|
84 |
4,095 % |
3,771 % |
6,880 % |
3,248 % |
3,266 % |
9,219 % |
|
85 |
4,100 % |
3,767 % |
6,859 % |
3,251 % |
3,268 % |
9,175 % |
|
86 |
4,104 % |
3,764 % |
6,838 % |
3,253 % |
3,270 % |
9,132 % |
|
87 |
4,109 % |
3,760 % |
6,818 % |
3,255 % |
3,272 % |
9,089 % |
|
88 |
4,113 % |
3,757 % |
6,799 % |
3,258 % |
3,274 % |
9,048 % |
|
89 |
4,118 % |
3,753 % |
6,779 % |
3,260 % |
3,276 % |
9,007 % |
|
90 |
4,122 % |
3,750 % |
6,761 % |
3,262 % |
3,278 % |
8,968 % |
|
91 |
4,126 % |
3,747 % |
6,742 % |
3,264 % |
3,280 % |
8,929 % |
|
92 |
4,130 % |
3,743 % |
6,724 % |
3,266 % |
3,281 % |
8,891 % |
|
93 |
4,134 % |
3,740 % |
6,707 % |
3,268 % |
3,283 % |
8,854 % |
|
94 |
4,138 % |
3,737 % |
6,689 % |
3,270 % |
3,285 % |
8,818 % |
|
95 |
4,142 % |
3,734 % |
6,672 % |
3,272 % |
3,287 % |
8,782 % |
|
96 |
4,145 % |
3,731 % |
6,656 % |
3,274 % |
3,288 % |
8,747 % |
|
97 |
4,149 % |
3,728 % |
6,640 % |
3,275 % |
3,290 % |
8,714 % |
|
98 |
4,153 % |
3,725 % |
6,624 % |
3,277 % |
3,292 % |
8,680 % |
|
99 |
4,156 % |
3,723 % |
6,609 % |
3,279 % |
3,293 % |
8,648 % |
|
100 |
4,160 % |
3,720 % |
6,593 % |
3,281 % |
3,295 % |
8,616 % |
|
101 |
4,163 % |
3,717 % |
6,578 % |
3,282 % |
3,296 % |
8,584 % |
|
102 |
4,166 % |
3,715 % |
6,564 % |
3,284 % |
3,298 % |
8,554 % |
|
103 |
4,169 % |
3,712 % |
6,550 % |
3,285 % |
3,299 % |
8,524 % |
|
104 |
4,173 % |
3,709 % |
6,535 % |
3,287 % |
3,301 % |
8,494 % |
|
105 |
4,176 % |
3,707 % |
6,522 % |
3,289 % |
3,302 % |
8,465 % |
|
106 |
4,179 % |
3,705 % |
6,508 % |
3,290 % |
3,304 % |
8,437 % |
|
107 |
4,182 % |
3,702 % |
6,495 % |
3,292 % |
3,305 % |
8,409 % |
|
108 |
4,185 % |
3,700 % |
6,482 % |
3,293 % |
3,306 % |
8,382 % |
|
109 |
4,188 % |
3,698 % |
6,469 % |
3,295 % |
3,308 % |
8,355 % |
|
110 |
4,190 % |
3,695 % |
6,457 % |
3,296 % |
3,309 % |
8,329 % |
|
111 |
4,193 % |
3,693 % |
6,444 % |
3,297 % |
3,310 % |
8,303 % |
|
112 |
4,196 % |
3,691 % |
6,432 % |
3,299 % |
3,311 % |
8,278 % |
|
113 |
4,199 % |
3,689 % |
6,420 % |
3,300 % |
3,313 % |
8,253 % |
|
114 |
4,201 % |
3,687 % |
6,409 % |
3,301 % |
3,314 % |
8,228 % |
|
115 |
4,204 % |
3,685 % |
6,397 % |
3,303 % |
3,315 % |
8,204 % |
|
116 |
4,206 % |
3,683 % |
6,386 % |
3,304 % |
3,316 % |
8,181 % |
|
117 |
4,209 % |
3,681 % |
6,375 % |
3,305 % |
3,317 % |
8,157 % |
|
118 |
4,211 % |
3,679 % |
6,364 % |
3,306 % |
3,319 % |
8,135 % |
|
119 |
4,214 % |
3,677 % |
6,353 % |
3,308 % |
3,320 % |
8,112 % |
|
120 |
4,216 % |
3,675 % |
6,343 % |
3,309 % |
3,321 % |
8,090 % |
|
121 |
4,219 % |
3,673 % |
6,333 % |
3,310 % |
3,322 % |
8,068 % |
|
122 |
4,221 % |
3,671 % |
6,322 % |
3,311 % |
3,323 % |
8,047 % |
|
123 |
4,223 % |
3,669 % |
6,312 % |
3,312 % |
3,324 % |
8,026 % |
|
124 |
4,225 % |
3,668 % |
6,303 % |
3,313 % |
3,325 % |
8,006 % |
|
125 |
4,228 % |
3,666 % |
6,293 % |
3,314 % |
3,326 % |
7,985 % |
|
126 |
4,230 % |
3,664 % |
6,283 % |
3,315 % |
3,327 % |
7,965 % |
|
127 |
4,232 % |
3,662 % |
6,274 % |
3,317 % |
3,328 % |
7,946 % |
|
128 |
4,234 % |
3,661 % |
6,265 % |
3,318 % |
3,329 % |
7,926 % |
|
129 |
4,236 % |
3,659 % |
6,256 % |
3,319 % |
3,330 % |
7,907 % |
|
130 |
4,238 % |
3,658 % |
6,247 % |
3,320 % |
3,331 % |
7,889 % |
|
131 |
4,240 % |
3,656 % |
6,238 % |
3,321 % |
3,332 % |
7,870 % |
|
132 |
4,242 % |
3,654 % |
6,229 % |
3,322 % |
3,332 % |
7,852 % |
|
133 |
4,244 % |
3,653 % |
6,221 % |
3,323 % |
3,333 % |
7,834 % |
|
134 |
4,246 % |
3,651 % |
6,212 % |
3,323 % |
3,334 % |
7,817 % |
|
135 |
4,248 % |
3,650 % |
6,204 % |
3,324 % |
3,335 % |
7,799 % |
|
136 |
4,250 % |
3,648 % |
6,196 % |
3,325 % |
3,336 % |
7,782 % |
|
137 |
4,251 % |
3,647 % |
6,188 % |
3,326 % |
3,337 % |
7,765 % |
|
138 |
4,253 % |
3,645 % |
6,180 % |
3,327 % |
3,338 % |
7,749 % |
|
139 |
4,255 % |
3,644 % |
6,172 % |
3,328 % |
3,338 % |
7,732 % |
|
140 |
4,257 % |
3,643 % |
6,164 % |
3,329 % |
3,339 % |
7,716 % |
|
141 |
4,258 % |
3,641 % |
6,157 % |
3,330 % |
3,340 % |
7,700 % |
|
142 |
4,260 % |
3,640 % |
6,149 % |
3,331 % |
3,341 % |
7,685 % |
|
143 |
4,262 % |
3,639 % |
6,142 % |
3,331 % |
3,342 % |
7,669 % |
|
144 |
4,263 % |
3,637 % |
6,135 % |
3,332 % |
3,342 % |
7,654 % |
|
145 |
4,265 % |
3,636 % |
6,128 % |
3,333 % |
3,343 % |
7,639 % |
|
146 |
4,267 % |
3,635 % |
6,121 % |
3,334 % |
3,344 % |
7,624 % |
|
147 |
4,268 % |
3,633 % |
6,114 % |
3,335 % |
3,344 % |
7,610 % |
|
148 |
4,270 % |
3,632 % |
6,107 % |
3,335 % |
3,345 % |
7,595 % |
|
149 |
4,271 % |
3,631 % |
6,100 % |
3,336 % |
3,346 % |
7,581 % |
|
150 |
4,273 % |
3,630 % |
6,093 % |
3,337 % |
3,347 % |
7,567 % |
|
Term to maturity (in years) |
US dollar |
Yen |
|
1 |
4,760 % |
0,072 % |
|
2 |
4,056 % |
0,191 % |
|
3 |
3,724 % |
0,280 % |
|
4 |
3,571 % |
0,363 % |
|
5 |
3,499 % |
0,448 % |
|
6 |
3,464 % |
0,535 % |
|
7 |
3,449 % |
0,626 % |
|
8 |
3,443 % |
0,706 % |
|
9 |
3,444 % |
0,780 % |
|
10 |
3,449 % |
0,848 % |
|
11 |
3,458 % |
0,914 % |
|
12 |
3,468 % |
0,977 % |
|
13 |
3,477 % |
1,037 % |
|
14 |
3,486 % |
1,095 % |
|
15 |
3,492 % |
1,152 % |
|
16 |
3,495 % |
1,207 % |
|
17 |
3,494 % |
1,259 % |
|
18 |
3,489 % |
1,308 % |
|
19 |
3,479 % |
1,351 % |
|
20 |
3,464 % |
1,388 % |
|
21 |
3,443 % |
1,420 % |
|
22 |
3,418 % |
1,445 % |
|
23 |
3,391 % |
1,465 % |
|
24 |
3,364 % |
1,479 % |
|
25 |
3,338 % |
1,488 % |
|
26 |
3,312 % |
1,492 % |
|
27 |
3,289 % |
1,494 % |
|
28 |
3,268 % |
1,497 % |
|
29 |
3,249 % |
1,503 % |
|
30 |
3,234 % |
1,514 % |
|
31 |
3,221 % |
1,531 % |
|
32 |
3,212 % |
1,553 % |
|
33 |
3,204 % |
1,578 % |
|
34 |
3,199 % |
1,605 % |
|
35 |
3,195 % |
1,635 % |
|
36 |
3,192 % |
1,665 % |
|
37 |
3,190 % |
1,697 % |
|
38 |
3,190 % |
1,729 % |
|
39 |
3,190 % |
1,761 % |
|
40 |
3,190 % |
1,793 % |
|
41 |
3,191 % |
1,825 % |
|
42 |
3,193 % |
1,856 % |
|
43 |
3,195 % |
1,887 % |
|
44 |
3,197 % |
1,917 % |
|
45 |
3,200 % |
1,947 % |
|
46 |
3,203 % |
1,976 % |
|
47 |
3,205 % |
2,004 % |
|
48 |
3,208 % |
2,031 % |
|
49 |
3,211 % |
2,058 % |
|
50 |
3,215 % |
2,084 % |
|
51 |
3,218 % |
2,110 % |
|
52 |
3,221 % |
2,134 % |
|
53 |
3,224 % |
2,158 % |
|
54 |
3,227 % |
2,181 % |
|
55 |
3,230 % |
2,204 % |
|
56 |
3,233 % |
2,226 % |
|
57 |
3,237 % |
2,247 % |
|
58 |
3,240 % |
2,268 % |
|
59 |
3,243 % |
2,288 % |
|
60 |
3,246 % |
2,307 % |
|
61 |
3,248 % |
2,326 % |
|
62 |
3,251 % |
2,345 % |
|
63 |
3,254 % |
2,362 % |
|
64 |
3,257 % |
2,380 % |
|
65 |
3,260 % |
2,397 % |
|
66 |
3,262 % |
2,413 % |
|
67 |
3,265 % |
2,429 % |
|
68 |
3,267 % |
2,444 % |
|
69 |
3,270 % |
2,459 % |
|
70 |
3,272 % |
2,474 % |
|
71 |
3,275 % |
2,488 % |
|
72 |
3,277 % |
2,502 % |
|
73 |
3,279 % |
2,516 % |
|
74 |
3,281 % |
2,529 % |
|
75 |
3,283 % |
2,542 % |
|
76 |
3,286 % |
2,554 % |
|
77 |
3,288 % |
2,566 % |
|
78 |
3,290 % |
2,578 % |
|
79 |
3,292 % |
2,590 % |
|
80 |
3,294 % |
2,601 % |
|
81 |
3,295 % |
2,612 % |
|
82 |
3,297 % |
2,623 % |
|
83 |
3,299 % |
2,633 % |
|
84 |
3,301 % |
2,644 % |
|
85 |
3,303 % |
2,654 % |
|
86 |
3,304 % |
2,663 % |
|
87 |
3,306 % |
2,673 % |
|
88 |
3,308 % |
2,682 % |
|
89 |
3,309 % |
2,691 % |
|
90 |
3,311 % |
2,700 % |
|
91 |
3,312 % |
2,709 % |
|
92 |
3,314 % |
2,718 % |
|
93 |
3,315 % |
2,726 % |
|
94 |
3,317 % |
2,734 % |
|
95 |
3,318 % |
2,742 % |
|
96 |
3,319 % |
2,750 % |
|
97 |
3,321 % |
2,758 % |
|
98 |
3,322 % |
2,765 % |
|
99 |
3,323 % |
2,773 % |
|
100 |
3,324 % |
2,780 % |
|
101 |
3,326 % |
2,787 % |
|
102 |
3,327 % |
2,794 % |
|
103 |
3,328 % |
2,801 % |
|
104 |
3,329 % |
2,808 % |
|
105 |
3,330 % |
2,814 % |
|
106 |
3,332 % |
2,821 % |
|
107 |
3,333 % |
2,827 % |
|
108 |
3,334 % |
2,833 % |
|
109 |
3,335 % |
2,839 % |
|
110 |
3,336 % |
2,845 % |
|
111 |
3,337 % |
2,851 % |
|
112 |
3,338 % |
2,857 % |
|
113 |
3,339 % |
2,863 % |
|
114 |
3,340 % |
2,868 % |
|
115 |
3,341 % |
2,874 % |
|
116 |
3,342 % |
2,879 % |
|
117 |
3,343 % |
2,884 % |
|
118 |
3,344 % |
2,889 % |
|
119 |
3,344 % |
2,895 % |
|
120 |
3,345 % |
2,900 % |
|
121 |
3,346 % |
2,905 % |
|
122 |
3,347 % |
2,909 % |
|
123 |
3,348 % |
2,914 % |
|
124 |
3,349 % |
2,919 % |
|
125 |
3,350 % |
2,924 % |
|
126 |
3,350 % |
2,928 % |
|
127 |
3,351 % |
2,933 % |
|
128 |
3,352 % |
2,937 % |
|
129 |
3,353 % |
2,941 % |
|
130 |
3,353 % |
2,946 % |
|
131 |
3,354 % |
2,950 % |
|
132 |
3,355 % |
2,954 % |
|
133 |
3,356 % |
2,958 % |
|
134 |
3,356 % |
2,962 % |
|
135 |
3,357 % |
2,966 % |
|
136 |
3,358 % |
2,970 % |
|
137 |
3,358 % |
2,974 % |
|
138 |
3,359 % |
2,978 % |
|
139 |
3,360 % |
2,981 % |
|
140 |
3,360 % |
2,985 % |
|
141 |
3,361 % |
2,989 % |
|
142 |
3,362 % |
2,992 % |
|
143 |
3,362 % |
2,996 % |
|
144 |
3,363 % |
2,999 % |
|
145 |
3,363 % |
3,003 % |
|
146 |
3,364 % |
3,006 % |
|
147 |
3,365 % |
3,010 % |
|
148 |
3,365 % |
3,013 % |
|
149 |
3,366 % |
3,016 % |
|
150 |
3,366 % |
3,019 % |
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 |
Czech Republic |
Cyprus |
Denmark |
|
1 |
0 |
0 |
27 |
5 |
0 |
20 |
0 |
|
2 |
0 |
0 |
34 |
5 |
0 |
34 |
0 |
|
3 |
0 |
0 |
39 |
5 |
0 |
39 |
0 |
|
4 |
0 |
1 |
42 |
5 |
1 |
41 |
0 |
|
5 |
0 |
2 |
47 |
5 |
3 |
44 |
0 |
|
6 |
0 |
3 |
49 |
5 |
5 |
47 |
0 |
|
7 |
1 |
4 |
52 |
6 |
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 |
45 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
339 |
4 |
12 |
|
2 |
0 |
0 |
0 |
0 |
212 |
4 |
18 |
|
3 |
0 |
0 |
0 |
0 |
190 |
4 |
20 |
|
4 |
1 |
0 |
0 |
0 |
167 |
4 |
21 |
|
5 |
2 |
0 |
0 |
0 |
154 |
4 |
22 |
|
6 |
3 |
0 |
0 |
0 |
151 |
4 |
24 |
|
7 |
4 |
0 |
0 |
0 |
149 |
4 |
25 |
|
8 |
5 |
0 |
1 |
0 |
153 |
3 |
26 |
|
9 |
6 |
0 |
2 |
0 |
155 |
1 |
26 |
|
10 |
7 |
0 |
3 |
0 |
157 |
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 |
20 |
0 |
4 |
|
4 |
21 |
13 |
15 |
0 |
22 |
0 |
4 |
|
5 |
23 |
15 |
17 |
0 |
23 |
0 |
4 |
|
6 |
25 |
16 |
18 |
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 |
20 |
8 |
10 |
14 |
4 |
0 |
0 |
|
2 |
34 |
15 |
13 |
17 |
9 |
0 |
0 |
|
3 |
39 |
17 |
15 |
21 |
13 |
0 |
0 |
|
4 |
41 |
18 |
16 |
25 |
15 |
0 |
0 |
|
5 |
44 |
19 |
18 |
29 |
17 |
0 |
0 |
|
6 |
47 |
20 |
19 |
32 |
18 |
0 |
0 |
|
7 |
48 |
21 |
21 |
34 |
20 |
0 |
0 |
|
8 |
48 |
23 |
22 |
35 |
22 |
0 |
0 |
|
9 |
46 |
24 |
22 |
36 |
23 |
0 |
0 |
|
10 |
45 |
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 |
9 |
0 |
0 |
|
2 |
17 |
1 |
17 |
0 |
9 |
0 |
0 |
|
3 |
17 |
2 |
26 |
0 |
9 |
0 |
0 |
|
4 |
16 |
3 |
33 |
0 |
9 |
0 |
0 |
|
5 |
15 |
3 |
34 |
0 |
9 |
0 |
0 |
|
6 |
14 |
3 |
37 |
0 |
9 |
0 |
0 |
|
7 |
13 |
4 |
39 |
0 |
9 |
0 |
0 |
|
8 |
14 |
7 |
37 |
0 |
9 |
0 |
0 |
|
9 |
15 |
5 |
35 |
0 |
9 |
0 |
0 |
|
10 |
13 |
5 |
37 |
0 |
9 |
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 |
14 |
0 |
|
6 |
11 |
0 |
5 |
0 |
16 |
15 |
0 |
|
7 |
11 |
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 |
Turkey |
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 |
41 |
108 |
224 |
503 |
1 240 |
|
2 |
6 |
19 |
41 |
108 |
224 |
503 |
992 |
|
3 |
7 |
21 |
43 |
103 |
220 |
500 |
807 |
|
4 |
9 |
24 |
46 |
106 |
219 |
499 |
668 |
|
5 |
10 |
26 |
51 |
109 |
219 |
499 |
562 |
|
6 |
11 |
28 |
54 |
114 |
219 |
499 |
499 |
|
7 |
12 |
30 |
56 |
116 |
219 |
499 |
499 |
|
8 |
12 |
31 |
56 |
115 |
219 |
499 |
499 |
|
9 |
13 |
32 |
56 |
115 |
219 |
499 |
499 |
|
10 |
13 |
33 |
56 |
114 |
219 |
499 |
499 |
|
11 |
14 |
34 |
57 |
115 |
219 |
499 |
499 |
|
12 |
14 |
35 |
57 |
115 |
219 |
499 |
499 |
|
13 |
14 |
35 |
57 |
115 |
219 |
499 |
499 |
|
14 |
15 |
36 |
57 |
115 |
219 |
499 |
499 |
|
15 |
15 |
36 |
57 |
115 |
219 |
499 |
499 |
|
16 |
15 |
36 |
57 |
115 |
219 |
499 |
499 |
|
17 |
15 |
36 |
57 |
115 |
219 |
499 |
499 |
|
18 |
15 |
36 |
57 |
115 |
219 |
499 |
499 |
|
19 |
15 |
36 |
57 |
115 |
219 |
499 |
499 |
|
20 |
16 |
36 |
57 |
115 |
219 |
499 |
499 |
|
21 |
16 |
36 |
57 |
115 |
219 |
499 |
499 |
|
22 |
18 |
36 |
57 |
115 |
219 |
499 |
499 |
|
23 |
18 |
36 |
57 |
115 |
219 |
499 |
499 |
|
24 |
19 |
36 |
57 |
115 |
219 |
499 |
499 |
|
25 |
19 |
36 |
57 |
115 |
219 |
499 |
499 |
|
26 |
20 |
36 |
57 |
115 |
219 |
499 |
499 |
|
27 |
21 |
36 |
57 |
115 |
219 |
499 |
499 |
|
28 |
21 |
36 |
57 |
115 |
219 |
499 |
499 |
|
29 |
22 |
36 |
57 |
115 |
219 |
499 |
499 |
|
30 |
22 |
36 |
57 |
115 |
219 |
499 |
499 |
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 |
237 |
516 |
1 274 |
|
2 |
20 |
33 |
55 |
122 |
238 |
517 |
1 015 |
|
3 |
21 |
35 |
57 |
117 |
234 |
514 |
825 |
|
4 |
22 |
37 |
59 |
119 |
232 |
512 |
682 |
|
5 |
22 |
39 |
63 |
121 |
232 |
511 |
573 |
|
6 |
23 |
40 |
66 |
125 |
231 |
511 |
511 |
|
7 |
23 |
41 |
67 |
127 |
230 |
510 |
510 |
|
8 |
22 |
41 |
66 |
125 |
229 |
509 |
509 |
|
9 |
22 |
41 |
66 |
124 |
229 |
508 |
508 |
|
10 |
22 |
42 |
65 |
123 |
228 |
508 |
508 |
|
11 |
22 |
42 |
65 |
123 |
228 |
507 |
507 |
|
12 |
22 |
42 |
64 |
122 |
227 |
507 |
507 |
|
13 |
21 |
42 |
64 |
122 |
226 |
506 |
506 |
|
14 |
21 |
42 |
63 |
121 |
226 |
506 |
506 |
|
15 |
21 |
42 |
63 |
121 |
225 |
505 |
505 |
|
16 |
20 |
41 |
62 |
120 |
225 |
505 |
505 |
|
17 |
20 |
41 |
62 |
120 |
225 |
505 |
505 |
|
18 |
20 |
41 |
62 |
120 |
225 |
505 |
505 |
|
19 |
20 |
41 |
63 |
120 |
225 |
505 |
505 |
|
20 |
21 |
42 |
63 |
121 |
225 |
505 |
505 |
|
21 |
21 |
42 |
63 |
121 |
226 |
505 |
505 |
|
22 |
21 |
42 |
63 |
121 |
226 |
506 |
506 |
|
23 |
21 |
42 |
63 |
121 |
226 |
506 |
506 |
|
24 |
21 |
42 |
63 |
121 |
226 |
506 |
506 |
|
25 |
21 |
42 |
63 |
121 |
226 |
506 |
506 |
|
26 |
21 |
42 |
63 |
121 |
226 |
506 |
506 |
|
27 |
21 |
42 |
63 |
121 |
226 |
505 |
505 |
|
28 |
21 |
42 |
63 |
121 |
226 |
505 |
505 |
|
29 |
22 |
42 |
63 |
121 |
225 |
505 |
505 |
|
30 |
23 |
42 |
63 |
121 |
225 |
505 |
505 |
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 |
108 |
224 |
503 |
1 240 |
|
2 |
6 |
19 |
41 |
108 |
224 |
503 |
992 |
|
3 |
7 |
21 |
43 |
103 |
220 |
500 |
807 |
|
4 |
9 |
24 |
46 |
106 |
219 |
499 |
668 |
|
5 |
10 |
26 |
51 |
109 |
219 |
499 |
562 |
|
6 |
11 |
28 |
54 |
114 |
219 |
499 |
499 |
|
7 |
12 |
30 |
56 |
116 |
219 |
499 |
499 |
|
8 |
12 |
31 |
56 |
115 |
219 |
499 |
499 |
|
9 |
12 |
32 |
56 |
114 |
219 |
499 |
499 |
|
10 |
13 |
33 |
56 |
114 |
219 |
499 |
499 |
|
11 |
14 |
34 |
57 |
114 |
219 |
499 |
499 |
|
12 |
14 |
35 |
57 |
114 |
219 |
499 |
499 |
|
13 |
14 |
35 |
57 |
114 |
219 |
499 |
499 |
|
14 |
14 |
35 |
57 |
114 |
219 |
499 |
499 |
|
15 |
14 |
36 |
57 |
114 |
219 |
499 |
499 |
|
16 |
14 |
35 |
57 |
114 |
219 |
499 |
499 |
|
17 |
14 |
35 |
57 |
114 |
219 |
499 |
499 |
|
18 |
14 |
35 |
57 |
114 |
219 |
499 |
499 |
|
19 |
15 |
35 |
57 |
114 |
219 |
499 |
499 |
|
20 |
16 |
35 |
57 |
114 |
219 |
499 |
499 |
|
21 |
16 |
35 |
57 |
114 |
219 |
499 |
499 |
|
22 |
18 |
36 |
57 |
114 |
219 |
499 |
499 |
|
23 |
18 |
36 |
57 |
114 |
219 |
499 |
499 |
|
24 |
19 |
36 |
57 |
114 |
219 |
499 |
499 |
|
25 |
19 |
36 |
57 |
114 |
219 |
499 |
499 |
|
26 |
20 |
36 |
57 |
114 |
219 |
499 |
499 |
|
27 |
21 |
36 |
57 |
114 |
219 |
499 |
499 |
|
28 |
21 |
36 |
57 |
114 |
219 |
499 |
499 |
|
29 |
22 |
36 |
57 |
114 |
219 |
499 |
499 |
|
30 |
22 |
36 |
57 |
114 |
219 |
499 |
499 |
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 |
79 |
92 |
115 |
182 |
297 |
577 |
1 295 |
|
2 |
76 |
89 |
112 |
178 |
294 |
573 |
1 043 |
|
3 |
80 |
94 |
115 |
176 |
292 |
572 |
850 |
|
4 |
79 |
94 |
116 |
176 |
289 |
569 |
704 |
|
5 |
78 |
94 |
119 |
177 |
287 |
567 |
591 |
|
6 |
78 |
95 |
121 |
180 |
286 |
565 |
565 |
|
7 |
77 |
95 |
121 |
181 |
284 |
564 |
564 |
|
8 |
76 |
95 |
120 |
179 |
283 |
563 |
563 |
|
9 |
75 |
95 |
119 |
177 |
282 |
562 |
562 |
|
10 |
73 |
93 |
116 |
174 |
279 |
559 |
559 |
|
11 |
71 |
91 |
114 |
172 |
277 |
556 |
556 |
|
12 |
70 |
91 |
113 |
171 |
275 |
555 |
555 |
|
13 |
70 |
91 |
112 |
170 |
275 |
555 |
555 |
|
14 |
70 |
91 |
112 |
170 |
274 |
554 |
554 |
|
15 |
70 |
91 |
112 |
169 |
274 |
554 |
554 |
|
16 |
69 |
90 |
111 |
169 |
274 |
553 |
553 |
|
17 |
69 |
90 |
111 |
169 |
273 |
553 |
553 |
|
18 |
68 |
89 |
110 |
168 |
273 |
553 |
553 |
|
19 |
68 |
89 |
110 |
168 |
272 |
552 |
552 |
|
20 |
67 |
88 |
109 |
167 |
272 |
552 |
552 |
|
21 |
66 |
87 |
109 |
166 |
271 |
551 |
551 |
|
22 |
66 |
87 |
108 |
166 |
270 |
550 |
550 |
|
23 |
65 |
86 |
107 |
165 |
269 |
549 |
549 |
|
24 |
64 |
85 |
106 |
164 |
268 |
548 |
548 |
|
25 |
63 |
84 |
105 |
163 |
267 |
547 |
547 |
|
26 |
62 |
83 |
104 |
162 |
266 |
546 |
546 |
|
27 |
61 |
82 |
103 |
161 |
265 |
545 |
545 |
|
28 |
60 |
81 |
102 |
160 |
264 |
544 |
544 |
|
29 |
59 |
80 |
101 |
159 |
263 |
543 |
543 |
|
30 |
58 |
79 |
100 |
157 |
262 |
542 |
542 |
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 |
112 |
228 |
507 |
1 234 |
|
2 |
12 |
25 |
47 |
114 |
229 |
509 |
992 |
|
3 |
14 |
28 |
50 |
110 |
227 |
506 |
807 |
|
4 |
16 |
31 |
53 |
113 |
226 |
506 |
668 |
|
5 |
17 |
33 |
58 |
116 |
226 |
506 |
561 |
|
6 |
18 |
35 |
61 |
121 |
226 |
506 |
506 |
|
7 |
19 |
37 |
63 |
123 |
226 |
506 |
506 |
|
8 |
19 |
38 |
63 |
122 |
226 |
506 |
506 |
|
9 |
19 |
38 |
62 |
121 |
225 |
505 |
505 |
|
10 |
19 |
39 |
62 |
120 |
225 |
505 |
505 |
|
11 |
19 |
40 |
62 |
120 |
225 |
505 |
505 |
|
12 |
20 |
40 |
62 |
120 |
225 |
505 |
505 |
|
13 |
20 |
41 |
62 |
120 |
225 |
505 |
505 |
|
14 |
20 |
41 |
62 |
120 |
225 |
505 |
505 |
|
15 |
21 |
42 |
63 |
120 |
225 |
505 |
505 |
|
16 |
20 |
42 |
63 |
120 |
225 |
505 |
505 |
|
17 |
21 |
42 |
63 |
121 |
225 |
505 |
505 |
|
18 |
21 |
42 |
63 |
121 |
226 |
505 |
505 |
|
19 |
21 |
42 |
63 |
121 |
226 |
506 |
506 |
|
20 |
22 |
43 |
64 |
122 |
226 |
506 |
506 |
|
21 |
22 |
43 |
64 |
122 |
227 |
507 |
507 |
|
22 |
22 |
43 |
65 |
122 |
227 |
507 |
507 |
|
23 |
23 |
44 |
65 |
123 |
227 |
507 |
507 |
|
24 |
23 |
44 |
65 |
123 |
227 |
507 |
507 |
|
25 |
23 |
44 |
65 |
123 |
227 |
507 |
507 |
|
26 |
23 |
44 |
65 |
123 |
227 |
507 |
507 |
|
27 |
23 |
44 |
65 |
122 |
227 |
507 |
507 |
|
28 |
22 |
44 |
64 |
122 |
227 |
507 |
507 |
|
29 |
22 |
43 |
64 |
122 |
227 |
507 |
507 |
|
30 |
23 |
43 |
64 |
122 |
227 |
507 |
507 |
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 |
502 |
1 239 |
|
2 |
5 |
18 |
41 |
108 |
223 |
502 |
991 |
|
3 |
6 |
20 |
42 |
103 |
219 |
499 |
807 |
|
4 |
8 |
23 |
45 |
105 |
218 |
498 |
668 |
|
5 |
9 |
25 |
50 |
108 |
218 |
498 |
561 |
|
6 |
10 |
27 |
53 |
113 |
218 |
498 |
498 |
|
7 |
12 |
30 |
55 |
115 |
218 |
498 |
498 |
|
8 |
12 |
30 |
55 |
114 |
218 |
498 |
498 |
|
9 |
12 |
31 |
55 |
114 |
218 |
498 |
498 |
|
10 |
12 |
32 |
56 |
114 |
218 |
498 |
498 |
|
11 |
13 |
33 |
56 |
114 |
218 |
498 |
498 |
|
12 |
13 |
34 |
56 |
114 |
218 |
498 |
498 |
|
13 |
14 |
34 |
56 |
114 |
218 |
498 |
498 |
|
14 |
14 |
35 |
56 |
114 |
218 |
498 |
498 |
|
15 |
14 |
35 |
56 |
114 |
218 |
498 |
498 |
|
16 |
14 |
35 |
56 |
114 |
218 |
498 |
498 |
|
17 |
14 |
35 |
56 |
114 |
218 |
498 |
498 |
|
18 |
14 |
35 |
56 |
114 |
218 |
498 |
498 |
|
19 |
15 |
35 |
56 |
114 |
218 |
498 |
498 |
|
20 |
16 |
35 |
56 |
114 |
218 |
498 |
498 |
|
21 |
16 |
35 |
56 |
114 |
218 |
498 |
498 |
|
22 |
18 |
35 |
56 |
114 |
218 |
498 |
498 |
|
23 |
18 |
35 |
56 |
114 |
218 |
498 |
498 |
|
24 |
19 |
35 |
56 |
114 |
218 |
498 |
498 |
|
25 |
19 |
35 |
56 |
114 |
218 |
498 |
498 |
|
26 |
20 |
35 |
56 |
114 |
218 |
498 |
498 |
|
27 |
21 |
35 |
56 |
114 |
218 |
498 |
498 |
|
28 |
21 |
35 |
56 |
114 |
218 |
498 |
498 |
|
29 |
22 |
35 |
56 |
114 |
218 |
498 |
498 |
|
30 |
22 |
35 |
56 |
114 |
219 |
498 |
498 |
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 |
138 |
242 |
522 |
1 266 |
|
2 |
7 |
24 |
51 |
138 |
242 |
522 |
1 012 |
|
3 |
8 |
26 |
52 |
126 |
238 |
518 |
823 |
|
4 |
10 |
28 |
54 |
118 |
237 |
517 |
681 |
|
5 |
12 |
30 |
56 |
109 |
236 |
515 |
572 |
|
6 |
14 |
34 |
59 |
104 |
235 |
514 |
514 |
|
7 |
16 |
36 |
60 |
98 |
233 |
513 |
513 |
|
8 |
18 |
38 |
59 |
92 |
232 |
512 |
512 |
|
9 |
20 |
44 |
62 |
87 |
231 |
511 |
511 |
|
10 |
20 |
44 |
61 |
85 |
231 |
510 |
510 |
|
11 |
19 |
43 |
59 |
86 |
230 |
509 |
509 |
|
12 |
19 |
43 |
60 |
87 |
229 |
509 |
509 |
|
13 |
19 |
43 |
60 |
88 |
228 |
508 |
508 |
|
14 |
19 |
43 |
60 |
88 |
228 |
507 |
507 |
|
15 |
19 |
43 |
60 |
88 |
227 |
507 |
507 |
|
16 |
19 |
43 |
60 |
88 |
226 |
505 |
505 |
|
17 |
19 |
44 |
60 |
88 |
225 |
505 |
505 |
|
18 |
19 |
44 |
60 |
88 |
224 |
504 |
504 |
|
19 |
19 |
44 |
60 |
88 |
224 |
504 |
504 |
|
20 |
19 |
44 |
60 |
88 |
225 |
504 |
504 |
|
21 |
19 |
44 |
60 |
88 |
225 |
504 |
504 |
|
22 |
19 |
44 |
60 |
88 |
224 |
504 |
504 |
|
23 |
19 |
44 |
60 |
88 |
224 |
504 |
504 |
|
24 |
19 |
44 |
60 |
88 |
223 |
503 |
503 |
|
25 |
20 |
44 |
60 |
88 |
223 |
502 |
502 |
|
26 |
20 |
44 |
60 |
88 |
222 |
502 |
502 |
|
27 |
21 |
44 |
60 |
88 |
221 |
501 |
501 |
|
28 |
21 |
44 |
60 |
88 |
221 |
501 |
501 |
|
29 |
22 |
44 |
60 |
88 |
220 |
500 |
500 |
|
30 |
23 |
44 |
60 |
88 |
220 |
500 |
500 |
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 |
118 |
185 |
300 |
580 |
1 290 |
|
2 |
82 |
95 |
117 |
184 |
299 |
579 |
1 040 |
|
3 |
82 |
96 |
118 |
178 |
295 |
575 |
850 |
|
4 |
82 |
97 |
119 |
179 |
293 |
572 |
705 |
|
5 |
81 |
98 |
122 |
180 |
291 |
570 |
593 |
|
6 |
81 |
98 |
124 |
183 |
289 |
569 |
569 |
|
7 |
80 |
98 |
124 |
184 |
287 |
567 |
567 |
|
8 |
78 |
97 |
122 |
181 |
285 |
565 |
565 |
|
9 |
77 |
96 |
120 |
179 |
283 |
563 |
563 |
|
10 |
76 |
96 |
119 |
177 |
282 |
562 |
562 |
|
11 |
75 |
95 |
118 |
176 |
281 |
560 |
560 |
|
12 |
74 |
95 |
117 |
174 |
279 |
559 |
559 |
|
13 |
73 |
94 |
115 |
173 |
278 |
557 |
557 |
|
14 |
72 |
93 |
114 |
172 |
276 |
556 |
556 |
|
15 |
70 |
92 |
113 |
170 |
275 |
555 |
555 |
|
16 |
69 |
90 |
111 |
169 |
274 |
554 |
554 |
|
17 |
68 |
89 |
110 |
168 |
273 |
553 |
553 |
|
18 |
67 |
89 |
110 |
167 |
272 |
552 |
552 |
|
19 |
67 |
88 |
109 |
167 |
271 |
551 |
551 |
|
20 |
66 |
87 |
108 |
166 |
270 |
550 |
550 |
|
21 |
65 |
86 |
107 |
165 |
270 |
549 |
549 |
|
22 |
64 |
85 |
106 |
164 |
268 |
548 |
548 |
|
23 |
63 |
84 |
105 |
163 |
267 |
547 |
547 |
|
24 |
62 |
83 |
104 |
162 |
266 |
546 |
546 |
|
25 |
61 |
82 |
103 |
161 |
265 |
545 |
545 |
|
26 |
59 |
81 |
102 |
159 |
264 |
544 |
544 |
|
27 |
58 |
79 |
100 |
158 |
263 |
543 |
543 |
|
28 |
57 |
78 |
99 |
157 |
262 |
542 |
542 |
|
29 |
56 |
77 |
98 |
156 |
261 |
541 |
541 |
|
30 |
55 |
76 |
97 |
155 |
260 |
540 |
540 |
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 |
91 |
158 |
274 |
553 |
1 270 |
|
2 |
56 |
69 |
91 |
158 |
273 |
553 |
1 023 |
|
3 |
56 |
70 |
92 |
152 |
269 |
549 |
835 |
|
4 |
57 |
72 |
94 |
154 |
268 |
548 |
692 |
|
5 |
57 |
73 |
98 |
156 |
266 |
546 |
582 |
|
6 |
57 |
74 |
100 |
159 |
265 |
545 |
545 |
|
7 |
57 |
75 |
101 |
161 |
264 |
543 |
543 |
|
8 |
56 |
74 |
99 |
158 |
262 |
542 |
542 |
|
9 |
54 |
74 |
98 |
156 |
261 |
541 |
541 |
|
10 |
54 |
74 |
97 |
155 |
260 |
540 |
540 |
|
11 |
54 |
74 |
97 |
155 |
259 |
539 |
539 |
|
12 |
53 |
74 |
96 |
154 |
258 |
538 |
538 |
|
13 |
53 |
74 |
95 |
153 |
258 |
538 |
538 |
|
14 |
53 |
74 |
95 |
153 |
257 |
537 |
537 |
|
15 |
52 |
73 |
94 |
152 |
257 |
536 |
536 |
|
16 |
51 |
72 |
93 |
151 |
256 |
536 |
536 |
|
17 |
51 |
72 |
93 |
151 |
255 |
535 |
535 |
|
18 |
50 |
71 |
92 |
150 |
255 |
535 |
535 |
|
19 |
50 |
71 |
92 |
150 |
254 |
534 |
534 |
|
20 |
50 |
71 |
92 |
150 |
254 |
534 |
534 |
|
21 |
49 |
70 |
91 |
149 |
254 |
534 |
534 |
|
22 |
49 |
70 |
91 |
149 |
254 |
533 |
533 |
|
23 |
48 |
69 |
90 |
148 |
253 |
533 |
533 |
|
24 |
48 |
69 |
90 |
148 |
252 |
532 |
532 |
|
25 |
47 |
68 |
89 |
147 |
252 |
531 |
531 |
|
26 |
46 |
67 |
88 |
146 |
251 |
531 |
531 |
|
27 |
46 |
67 |
88 |
146 |
250 |
530 |
530 |
|
28 |
45 |
66 |
87 |
145 |
249 |
529 |
529 |
|
29 |
44 |
65 |
86 |
144 |
249 |
529 |
529 |
|
30 |
43 |
64 |
85 |
143 |
248 |
528 |
528 |
2.10. Króna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
91 |
104 |
126 |
193 |
308 |
588 |
1 349 |
|
2 |
90 |
103 |
126 |
193 |
308 |
588 |
1 079 |
|
3 |
90 |
104 |
126 |
186 |
303 |
583 |
876 |
|
4 |
90 |
105 |
127 |
187 |
301 |
580 |
723 |
|
5 |
90 |
107 |
131 |
189 |
300 |
579 |
606 |
|
6 |
91 |
108 |
134 |
193 |
299 |
579 |
579 |
|
7 |
92 |
110 |
135 |
195 |
299 |
578 |
578 |
|
8 |
92 |
110 |
135 |
194 |
298 |
578 |
578 |
|
9 |
92 |
111 |
135 |
194 |
298 |
578 |
578 |
|
10 |
92 |
112 |
136 |
194 |
298 |
578 |
578 |
|
11 |
92 |
113 |
135 |
193 |
298 |
578 |
578 |
|
12 |
92 |
113 |
135 |
193 |
297 |
577 |
577 |
|
13 |
91 |
112 |
134 |
192 |
296 |
576 |
576 |
|
14 |
91 |
112 |
133 |
191 |
295 |
575 |
575 |
|
15 |
89 |
111 |
132 |
189 |
294 |
574 |
574 |
|
16 |
88 |
109 |
130 |
188 |
293 |
573 |
573 |
|
17 |
87 |
108 |
129 |
187 |
292 |
572 |
572 |
|
18 |
86 |
107 |
128 |
186 |
291 |
571 |
571 |
|
19 |
85 |
106 |
127 |
185 |
290 |
570 |
570 |
|
20 |
84 |
105 |
126 |
184 |
289 |
569 |
569 |
|
21 |
83 |
104 |
125 |
183 |
288 |
567 |
567 |
|
22 |
82 |
103 |
124 |
182 |
286 |
566 |
566 |
|
23 |
80 |
101 |
122 |
180 |
285 |
565 |
565 |
|
24 |
79 |
100 |
121 |
179 |
283 |
563 |
563 |
|
25 |
77 |
98 |
119 |
177 |
282 |
562 |
562 |
|
26 |
76 |
97 |
118 |
176 |
280 |
560 |
560 |
|
27 |
74 |
95 |
116 |
174 |
279 |
559 |
559 |
|
28 |
73 |
94 |
115 |
173 |
277 |
557 |
557 |
|
29 |
71 |
92 |
113 |
171 |
276 |
556 |
556 |
|
30 |
70 |
91 |
112 |
170 |
274 |
554 |
554 |
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 |
133 |
248 |
528 |
1 252 |
|
2 |
31 |
44 |
67 |
134 |
249 |
529 |
1 008 |
|
3 |
32 |
46 |
68 |
128 |
245 |
524 |
821 |
|
4 |
32 |
47 |
70 |
130 |
243 |
523 |
679 |
|
5 |
33 |
49 |
74 |
132 |
242 |
522 |
570 |
|
6 |
33 |
50 |
76 |
136 |
241 |
521 |
521 |
|
7 |
34 |
52 |
78 |
138 |
241 |
520 |
520 |
|
8 |
33 |
52 |
77 |
136 |
240 |
520 |
520 |
|
9 |
32 |
52 |
76 |
134 |
239 |
519 |
519 |
|
10 |
32 |
52 |
76 |
134 |
238 |
518 |
518 |
|
11 |
32 |
53 |
75 |
133 |
238 |
518 |
518 |
|
12 |
32 |
53 |
75 |
132 |
237 |
517 |
517 |
|
13 |
32 |
53 |
74 |
132 |
237 |
516 |
516 |
|
14 |
31 |
52 |
73 |
131 |
236 |
516 |
516 |
|
15 |
31 |
52 |
73 |
131 |
235 |
515 |
515 |
|
16 |
30 |
51 |
72 |
130 |
235 |
515 |
515 |
|
17 |
30 |
51 |
72 |
130 |
235 |
514 |
514 |
|
18 |
30 |
51 |
72 |
130 |
234 |
514 |
514 |
|
19 |
30 |
51 |
72 |
130 |
234 |
514 |
514 |
|
20 |
30 |
51 |
72 |
130 |
234 |
514 |
514 |
|
21 |
30 |
51 |
72 |
130 |
234 |
514 |
514 |
|
22 |
30 |
51 |
72 |
130 |
234 |
514 |
514 |
|
23 |
30 |
51 |
72 |
130 |
234 |
514 |
514 |
|
24 |
29 |
50 |
71 |
129 |
234 |
514 |
514 |
|
25 |
29 |
50 |
71 |
129 |
234 |
514 |
514 |
|
26 |
29 |
50 |
71 |
129 |
233 |
513 |
513 |
|
27 |
29 |
50 |
71 |
128 |
233 |
513 |
513 |
|
28 |
28 |
49 |
70 |
128 |
233 |
513 |
513 |
|
29 |
28 |
49 |
70 |
128 |
233 |
512 |
512 |
|
30 |
28 |
49 |
70 |
128 |
232 |
512 |
512 |
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 |
485 |
1 199 |
|
2 |
1 |
5 |
24 |
90 |
206 |
485 |
966 |
|
3 |
2 |
5 |
25 |
86 |
203 |
482 |
789 |
|
4 |
3 |
6 |
28 |
88 |
202 |
482 |
653 |
|
5 |
4 |
9 |
33 |
92 |
202 |
482 |
550 |
|
6 |
5 |
11 |
37 |
96 |
202 |
482 |
482 |
|
7 |
5 |
13 |
39 |
99 |
202 |
482 |
482 |
|
8 |
7 |
14 |
39 |
98 |
202 |
482 |
482 |
|
9 |
7 |
15 |
39 |
97 |
202 |
482 |
482 |
|
10 |
8 |
16 |
39 |
97 |
202 |
482 |
482 |
|
11 |
9 |
18 |
40 |
98 |
203 |
483 |
483 |
|
12 |
9 |
17 |
39 |
97 |
202 |
481 |
481 |
|
13 |
10 |
18 |
40 |
98 |
202 |
482 |
482 |
|
14 |
12 |
19 |
40 |
97 |
202 |
482 |
482 |
|
15 |
12 |
18 |
39 |
96 |
201 |
481 |
481 |
|
16 |
13 |
17 |
38 |
96 |
200 |
480 |
480 |
|
17 |
14 |
17 |
38 |
96 |
200 |
480 |
480 |
|
18 |
14 |
17 |
38 |
96 |
200 |
480 |
480 |
|
19 |
15 |
17 |
38 |
96 |
201 |
481 |
481 |
|
20 |
15 |
18 |
39 |
97 |
201 |
481 |
481 |
|
21 |
16 |
19 |
39 |
97 |
202 |
481 |
481 |
|
22 |
17 |
19 |
39 |
97 |
202 |
481 |
481 |
|
23 |
18 |
20 |
39 |
97 |
202 |
481 |
481 |
|
24 |
19 |
21 |
39 |
97 |
201 |
481 |
481 |
|
25 |
19 |
22 |
39 |
97 |
201 |
481 |
481 |
|
26 |
20 |
22 |
39 |
96 |
201 |
481 |
481 |
|
27 |
20 |
23 |
39 |
96 |
201 |
481 |
481 |
|
28 |
21 |
23 |
40 |
96 |
201 |
481 |
481 |
|
29 |
21 |
24 |
41 |
96 |
201 |
481 |
481 |
|
30 |
22 |
26 |
42 |
96 |
201 |
481 |
481 |
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 |
43 |
56 |
79 |
146 |
261 |
541 |
1 257 |
|
2 |
43 |
56 |
79 |
146 |
261 |
541 |
1 011 |
|
3 |
45 |
59 |
80 |
141 |
257 |
537 |
824 |
|
4 |
45 |
60 |
83 |
143 |
256 |
536 |
683 |
|
5 |
46 |
62 |
87 |
145 |
255 |
535 |
574 |
|
6 |
46 |
63 |
89 |
149 |
254 |
534 |
534 |
|
7 |
47 |
65 |
91 |
151 |
254 |
533 |
533 |
|
8 |
46 |
65 |
90 |
149 |
253 |
533 |
533 |
|
9 |
45 |
65 |
89 |
147 |
252 |
532 |
532 |
|
10 |
45 |
65 |
89 |
147 |
251 |
531 |
531 |
|
11 |
45 |
66 |
88 |
146 |
251 |
530 |
530 |
|
12 |
45 |
66 |
87 |
145 |
250 |
530 |
530 |
|
13 |
45 |
66 |
87 |
145 |
249 |
529 |
529 |
|
14 |
44 |
65 |
86 |
144 |
249 |
529 |
529 |
|
15 |
44 |
65 |
86 |
144 |
248 |
528 |
528 |
|
16 |
43 |
64 |
85 |
143 |
248 |
527 |
527 |
|
17 |
43 |
64 |
85 |
143 |
247 |
527 |
527 |
|
18 |
42 |
63 |
84 |
142 |
247 |
527 |
527 |
|
19 |
42 |
63 |
84 |
142 |
246 |
526 |
526 |
|
20 |
42 |
63 |
84 |
142 |
246 |
526 |
526 |
|
21 |
41 |
62 |
83 |
141 |
246 |
526 |
526 |
|
22 |
41 |
62 |
83 |
141 |
245 |
525 |
525 |
|
23 |
40 |
61 |
82 |
140 |
245 |
525 |
525 |
|
24 |
40 |
61 |
82 |
140 |
244 |
524 |
524 |
|
25 |
39 |
60 |
81 |
139 |
243 |
523 |
523 |
|
26 |
38 |
59 |
80 |
138 |
243 |
523 |
523 |
|
27 |
37 |
58 |
79 |
137 |
242 |
522 |
522 |
|
28 |
37 |
58 |
79 |
137 |
241 |
521 |
521 |
|
29 |
36 |
57 |
78 |
136 |
240 |
520 |
520 |
|
30 |
35 |
56 |
77 |
135 |
240 |
520 |
520 |
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 |
118 |
233 |
513 |
1 219 |
|
2 |
19 |
32 |
55 |
122 |
237 |
516 |
984 |
|
3 |
23 |
37 |
59 |
119 |
236 |
516 |
804 |
|
4 |
27 |
42 |
64 |
124 |
238 |
517 |
667 |
|
5 |
30 |
46 |
71 |
129 |
239 |
519 |
562 |
|
6 |
29 |
47 |
72 |
132 |
237 |
517 |
517 |
|
7 |
34 |
52 |
78 |
138 |
241 |
520 |
520 |
|
8 |
33 |
52 |
77 |
136 |
240 |
520 |
520 |
|
9 |
34 |
53 |
77 |
136 |
241 |
520 |
520 |
|
10 |
36 |
56 |
79 |
137 |
242 |
522 |
522 |
|
11 |
37 |
58 |
80 |
138 |
243 |
523 |
523 |
|
12 |
38 |
59 |
81 |
139 |
243 |
523 |
523 |
|
13 |
39 |
60 |
81 |
139 |
244 |
524 |
524 |
|
14 |
40 |
61 |
82 |
140 |
244 |
524 |
524 |
|
15 |
40 |
61 |
82 |
140 |
244 |
524 |
524 |
|
16 |
39 |
61 |
82 |
139 |
244 |
524 |
524 |
|
17 |
40 |
61 |
82 |
140 |
244 |
524 |
524 |
|
18 |
39 |
60 |
81 |
139 |
244 |
524 |
524 |
|
19 |
39 |
60 |
81 |
139 |
244 |
523 |
523 |
|
20 |
39 |
60 |
81 |
139 |
244 |
524 |
524 |
|
21 |
39 |
60 |
81 |
139 |
244 |
524 |
524 |
|
22 |
39 |
60 |
81 |
139 |
244 |
523 |
523 |
|
23 |
39 |
60 |
81 |
139 |
243 |
523 |
523 |
|
24 |
38 |
59 |
80 |
138 |
243 |
523 |
523 |
|
25 |
38 |
59 |
80 |
138 |
242 |
522 |
522 |
|
26 |
37 |
58 |
79 |
137 |
242 |
522 |
522 |
|
27 |
37 |
58 |
79 |
137 |
241 |
521 |
521 |
|
28 |
36 |
57 |
78 |
136 |
241 |
521 |
521 |
|
29 |
36 |
57 |
78 |
136 |
240 |
520 |
520 |
|
30 |
35 |
56 |
77 |
135 |
240 |
520 |
520 |
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 |
516 |
1 257 |
|
2 |
19 |
32 |
55 |
122 |
237 |
517 |
1 011 |
|
3 |
21 |
35 |
57 |
117 |
234 |
514 |
822 |
|
4 |
23 |
38 |
60 |
120 |
233 |
513 |
679 |
|
5 |
24 |
40 |
65 |
123 |
233 |
513 |
570 |
|
6 |
25 |
42 |
68 |
128 |
233 |
513 |
513 |
|
7 |
26 |
44 |
70 |
130 |
233 |
513 |
513 |
|
8 |
26 |
45 |
70 |
129 |
233 |
513 |
513 |
|
9 |
26 |
46 |
70 |
128 |
233 |
513 |
513 |
|
10 |
27 |
47 |
70 |
128 |
233 |
513 |
513 |
|
11 |
28 |
48 |
71 |
129 |
233 |
513 |
513 |
|
12 |
28 |
49 |
71 |
129 |
233 |
513 |
513 |
|
13 |
28 |
49 |
71 |
129 |
233 |
513 |
513 |
|
14 |
29 |
50 |
71 |
129 |
233 |
513 |
513 |
|
15 |
29 |
50 |
71 |
129 |
233 |
513 |
513 |
|
16 |
28 |
49 |
71 |
128 |
233 |
513 |
513 |
|
17 |
28 |
50 |
71 |
128 |
233 |
513 |
513 |
|
18 |
28 |
50 |
71 |
128 |
233 |
513 |
513 |
|
19 |
28 |
49 |
71 |
128 |
233 |
513 |
513 |
|
20 |
29 |
50 |
71 |
129 |
233 |
513 |
513 |
|
21 |
28 |
50 |
71 |
128 |
233 |
513 |
513 |
|
22 |
28 |
49 |
70 |
128 |
233 |
513 |
513 |
|
23 |
28 |
49 |
70 |
128 |
232 |
512 |
512 |
|
24 |
27 |
48 |
69 |
127 |
232 |
512 |
512 |
|
25 |
27 |
48 |
69 |
127 |
231 |
511 |
511 |
|
26 |
26 |
47 |
68 |
126 |
231 |
511 |
511 |
|
27 |
26 |
47 |
68 |
126 |
231 |
510 |
510 |
|
28 |
25 |
47 |
68 |
125 |
230 |
510 |
510 |
|
29 |
25 |
46 |
67 |
125 |
230 |
509 |
509 |
|
30 |
25 |
46 |
67 |
125 |
229 |
509 |
509 |
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 |
88 |
155 |
271 |
550 |
1 293 |
|
2 |
55 |
68 |
90 |
157 |
272 |
552 |
1 037 |
|
3 |
58 |
72 |
94 |
154 |
271 |
551 |
844 |
|
4 |
61 |
76 |
98 |
158 |
271 |
551 |
699 |
|
5 |
63 |
79 |
103 |
162 |
272 |
551 |
587 |
|
6 |
64 |
81 |
107 |
167 |
272 |
552 |
552 |
|
7 |
65 |
83 |
109 |
169 |
272 |
552 |
552 |
|
8 |
65 |
84 |
109 |
168 |
272 |
552 |
552 |
|
9 |
65 |
84 |
109 |
167 |
272 |
552 |
552 |
|
10 |
66 |
86 |
109 |
167 |
272 |
552 |
552 |
|
11 |
66 |
86 |
109 |
167 |
271 |
551 |
551 |
|
12 |
66 |
87 |
108 |
166 |
271 |
551 |
551 |
|
13 |
65 |
86 |
108 |
166 |
270 |
550 |
550 |
|
14 |
65 |
86 |
107 |
165 |
269 |
549 |
549 |
|
15 |
64 |
85 |
106 |
164 |
269 |
549 |
549 |
|
16 |
63 |
85 |
106 |
163 |
268 |
548 |
548 |
|
17 |
63 |
84 |
105 |
163 |
268 |
547 |
547 |
|
18 |
62 |
83 |
104 |
162 |
267 |
547 |
547 |
|
19 |
62 |
83 |
104 |
162 |
266 |
546 |
546 |
|
20 |
61 |
82 |
103 |
161 |
266 |
546 |
546 |
|
21 |
60 |
82 |
103 |
160 |
265 |
545 |
545 |
|
22 |
60 |
81 |
102 |
160 |
264 |
544 |
544 |
|
23 |
59 |
80 |
101 |
159 |
263 |
543 |
543 |
|
24 |
58 |
79 |
100 |
158 |
263 |
542 |
542 |
|
25 |
57 |
78 |
99 |
157 |
262 |
541 |
541 |
|
26 |
56 |
77 |
98 |
156 |
261 |
541 |
541 |
|
27 |
55 |
76 |
97 |
155 |
260 |
540 |
540 |
|
28 |
54 |
75 |
96 |
154 |
259 |
539 |
539 |
|
29 |
53 |
74 |
95 |
153 |
258 |
538 |
538 |
|
30 |
52 |
74 |
95 |
152 |
257 |
537 |
537 |
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 |
186 |
302 |
581 |
1 351 |
|
2 |
89 |
102 |
125 |
191 |
307 |
586 |
1 090 |
|
3 |
92 |
106 |
128 |
188 |
305 |
585 |
891 |
|
4 |
94 |
109 |
131 |
191 |
304 |
584 |
740 |
|
5 |
97 |
114 |
138 |
196 |
306 |
586 |
623 |
|
6 |
100 |
117 |
143 |
202 |
308 |
587 |
587 |
|
7 |
102 |
120 |
145 |
205 |
308 |
588 |
588 |
|
8 |
103 |
121 |
147 |
206 |
310 |
589 |
589 |
|
9 |
104 |
123 |
147 |
206 |
310 |
590 |
590 |
|
10 |
105 |
125 |
148 |
206 |
311 |
591 |
591 |
|
11 |
105 |
125 |
148 |
206 |
310 |
590 |
590 |
|
12 |
105 |
125 |
147 |
205 |
310 |
590 |
590 |
|
13 |
104 |
125 |
146 |
204 |
309 |
588 |
588 |
|
14 |
103 |
124 |
145 |
203 |
307 |
587 |
587 |
|
15 |
101 |
122 |
143 |
201 |
306 |
586 |
586 |
|
16 |
100 |
121 |
142 |
200 |
304 |
584 |
584 |
|
17 |
98 |
119 |
141 |
198 |
303 |
583 |
583 |
|
18 |
97 |
118 |
139 |
197 |
302 |
582 |
582 |
|
19 |
96 |
117 |
138 |
196 |
300 |
580 |
580 |
|
20 |
94 |
115 |
136 |
194 |
299 |
579 |
579 |
|
21 |
93 |
114 |
135 |
193 |
297 |
577 |
577 |
|
22 |
91 |
112 |
133 |
191 |
296 |
576 |
576 |
|
23 |
89 |
111 |
132 |
189 |
294 |
574 |
574 |
|
24 |
88 |
109 |
130 |
188 |
292 |
572 |
572 |
|
25 |
86 |
107 |
128 |
186 |
291 |
570 |
570 |
|
26 |
84 |
105 |
126 |
184 |
289 |
569 |
569 |
|
27 |
83 |
104 |
125 |
183 |
287 |
567 |
567 |
|
28 |
81 |
102 |
123 |
181 |
286 |
565 |
565 |
|
29 |
79 |
100 |
121 |
179 |
284 |
564 |
564 |
|
30 |
78 |
99 |
120 |
178 |
282 |
562 |
562 |
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 |
510 |
1 257 |
|
2 |
15 |
28 |
50 |
117 |
233 |
512 |
1 007 |
|
3 |
18 |
32 |
54 |
114 |
231 |
511 |
820 |
|
4 |
21 |
36 |
58 |
118 |
232 |
511 |
679 |
|
5 |
23 |
39 |
64 |
122 |
232 |
512 |
570 |
|
6 |
25 |
42 |
68 |
127 |
233 |
513 |
513 |
|
7 |
26 |
44 |
70 |
130 |
233 |
513 |
513 |
|
8 |
26 |
45 |
70 |
129 |
233 |
513 |
513 |
|
9 |
26 |
46 |
70 |
128 |
233 |
513 |
513 |
|
10 |
27 |
47 |
70 |
128 |
233 |
513 |
513 |
|
11 |
27 |
48 |
70 |
128 |
233 |
513 |
513 |
|
12 |
27 |
48 |
70 |
128 |
233 |
512 |
512 |
|
13 |
27 |
48 |
69 |
127 |
232 |
512 |
512 |
|
14 |
27 |
48 |
69 |
127 |
231 |
511 |
511 |
|
15 |
26 |
47 |
68 |
126 |
231 |
511 |
511 |
|
16 |
26 |
47 |
68 |
126 |
230 |
510 |
510 |
|
17 |
25 |
46 |
67 |
125 |
230 |
510 |
510 |
|
18 |
25 |
46 |
67 |
125 |
230 |
510 |
510 |
|
19 |
25 |
46 |
67 |
125 |
230 |
510 |
510 |
|
20 |
25 |
46 |
67 |
125 |
230 |
510 |
510 |
|
21 |
25 |
46 |
68 |
125 |
230 |
510 |
510 |
|
22 |
25 |
46 |
68 |
125 |
230 |
510 |
510 |
|
23 |
25 |
46 |
67 |
125 |
230 |
510 |
510 |
|
24 |
25 |
46 |
67 |
125 |
230 |
510 |
510 |
|
25 |
25 |
46 |
67 |
125 |
230 |
509 |
509 |
|
26 |
25 |
46 |
67 |
125 |
229 |
509 |
509 |
|
27 |
25 |
46 |
67 |
125 |
229 |
509 |
509 |
|
28 |
24 |
45 |
66 |
124 |
229 |
509 |
509 |
|
29 |
24 |
45 |
66 |
124 |
229 |
509 |
509 |
|
30 |
24 |
45 |
66 |
124 |
229 |
508 |
508 |
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 |
93 |
106 |
129 |
196 |
311 |
591 |
1 311 |
|
2 |
95 |
108 |
130 |
197 |
312 |
592 |
1 058 |
|
3 |
97 |
111 |
132 |
193 |
310 |
589 |
864 |
|
4 |
99 |
114 |
136 |
196 |
309 |
589 |
716 |
|
5 |
100 |
116 |
141 |
199 |
309 |
589 |
603 |
|
6 |
101 |
118 |
144 |
203 |
309 |
589 |
589 |
|
7 |
102 |
120 |
146 |
206 |
309 |
588 |
588 |
|
8 |
102 |
120 |
145 |
204 |
308 |
588 |
588 |
|
9 |
101 |
120 |
145 |
203 |
308 |
588 |
588 |
|
10 |
100 |
120 |
144 |
202 |
307 |
586 |
586 |
|
11 |
99 |
120 |
142 |
200 |
305 |
585 |
585 |
|
12 |
98 |
119 |
141 |
199 |
303 |
583 |
583 |
|
13 |
97 |
118 |
139 |
197 |
302 |
582 |
582 |
|
14 |
95 |
116 |
138 |
195 |
300 |
580 |
580 |
|
15 |
94 |
115 |
136 |
194 |
298 |
578 |
578 |
|
16 |
92 |
113 |
134 |
192 |
297 |
576 |
576 |
|
17 |
91 |
112 |
133 |
191 |
295 |
575 |
575 |
|
18 |
89 |
110 |
131 |
189 |
294 |
574 |
574 |
|
19 |
88 |
109 |
130 |
188 |
293 |
572 |
572 |
|
20 |
87 |
108 |
129 |
187 |
292 |
571 |
571 |
|
21 |
86 |
107 |
128 |
186 |
291 |
570 |
570 |
|
22 |
85 |
106 |
127 |
185 |
289 |
569 |
569 |
|
23 |
84 |
105 |
126 |
184 |
288 |
568 |
568 |
|
24 |
82 |
103 |
125 |
182 |
287 |
567 |
567 |
|
25 |
81 |
102 |
123 |
181 |
286 |
566 |
566 |
|
26 |
80 |
101 |
122 |
180 |
285 |
564 |
564 |
|
27 |
79 |
100 |
121 |
179 |
283 |
563 |
563 |
|
28 |
78 |
99 |
120 |
178 |
282 |
562 |
562 |
|
29 |
77 |
98 |
119 |
176 |
281 |
561 |
561 |
|
30 |
75 |
97 |
118 |
175 |
280 |
560 |
560 |
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 |
302 |
315 |
338 |
405 |
520 |
800 |
1 390 |
|
2 |
89 |
102 |
124 |
191 |
306 |
586 |
1 107 |
|
3 |
92 |
106 |
127 |
188 |
305 |
584 |
897 |
|
4 |
95 |
110 |
132 |
192 |
305 |
585 |
740 |
|
5 |
97 |
113 |
138 |
196 |
306 |
586 |
621 |
|
6 |
99 |
116 |
142 |
201 |
307 |
586 |
586 |
|
7 |
100 |
118 |
144 |
204 |
307 |
587 |
587 |
|
8 |
101 |
119 |
145 |
204 |
308 |
587 |
587 |
|
9 |
101 |
120 |
145 |
203 |
308 |
588 |
588 |
|
10 |
101 |
121 |
145 |
203 |
308 |
587 |
587 |
|
11 |
102 |
122 |
145 |
203 |
308 |
587 |
587 |
|
12 |
102 |
123 |
145 |
203 |
308 |
587 |
587 |
|
13 |
103 |
124 |
145 |
203 |
308 |
588 |
588 |
|
14 |
104 |
125 |
146 |
204 |
308 |
588 |
588 |
|
15 |
104 |
125 |
146 |
204 |
309 |
589 |
589 |
|
16 |
105 |
126 |
147 |
205 |
310 |
589 |
589 |
|
17 |
106 |
127 |
148 |
206 |
310 |
590 |
590 |
|
18 |
107 |
128 |
149 |
207 |
311 |
591 |
591 |
|
19 |
107 |
128 |
149 |
207 |
312 |
592 |
592 |
|
20 |
108 |
129 |
150 |
208 |
312 |
592 |
592 |
|
21 |
108 |
129 |
150 |
207 |
312 |
592 |
592 |
|
22 |
107 |
128 |
149 |
207 |
312 |
591 |
591 |
|
23 |
106 |
127 |
148 |
206 |
311 |
591 |
591 |
|
24 |
105 |
126 |
147 |
205 |
310 |
590 |
590 |
|
25 |
104 |
125 |
146 |
204 |
309 |
589 |
589 |
|
26 |
103 |
124 |
145 |
203 |
307 |
587 |
587 |
|
27 |
101 |
123 |
144 |
201 |
306 |
586 |
586 |
|
28 |
100 |
121 |
142 |
200 |
305 |
584 |
584 |
|
29 |
99 |
120 |
141 |
198 |
303 |
583 |
583 |
|
30 |
97 |
118 |
139 |
197 |
302 |
581 |
581 |
2.21. New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
10 |
33 |
100 |
215 |
495 |
1 194 |
|
2 |
1 |
10 |
33 |
100 |
215 |
495 |
963 |
|
3 |
2 |
13 |
34 |
95 |
212 |
491 |
787 |
|
4 |
3 |
15 |
37 |
97 |
210 |
490 |
652 |
|
5 |
4 |
16 |
41 |
99 |
209 |
489 |
549 |
|
6 |
5 |
18 |
44 |
103 |
209 |
488 |
488 |
|
7 |
5 |
19 |
45 |
105 |
208 |
488 |
488 |
|
8 |
7 |
19 |
44 |
103 |
207 |
487 |
487 |
|
9 |
7 |
19 |
43 |
102 |
206 |
486 |
486 |
|
10 |
8 |
20 |
43 |
101 |
206 |
486 |
486 |
|
11 |
9 |
21 |
43 |
101 |
206 |
486 |
486 |
|
12 |
9 |
21 |
43 |
101 |
206 |
486 |
486 |
|
13 |
10 |
22 |
43 |
101 |
206 |
486 |
486 |
|
14 |
12 |
23 |
44 |
102 |
206 |
486 |
486 |
|
15 |
12 |
23 |
44 |
102 |
207 |
486 |
486 |
|
16 |
13 |
23 |
44 |
102 |
207 |
487 |
487 |
|
17 |
14 |
24 |
45 |
103 |
207 |
487 |
487 |
|
18 |
14 |
24 |
46 |
103 |
208 |
488 |
488 |
|
19 |
15 |
25 |
46 |
104 |
209 |
489 |
489 |
|
20 |
15 |
26 |
47 |
105 |
210 |
489 |
489 |
|
21 |
16 |
27 |
48 |
106 |
210 |
490 |
490 |
|
22 |
17 |
28 |
49 |
106 |
211 |
491 |
491 |
|
23 |
18 |
28 |
49 |
107 |
212 |
491 |
491 |
|
24 |
19 |
29 |
50 |
107 |
212 |
492 |
492 |
|
25 |
19 |
29 |
50 |
108 |
213 |
492 |
492 |
|
26 |
20 |
29 |
50 |
108 |
213 |
493 |
493 |
|
27 |
20 |
30 |
51 |
108 |
213 |
493 |
493 |
|
28 |
21 |
30 |
51 |
109 |
213 |
493 |
493 |
|
29 |
21 |
30 |
51 |
109 |
214 |
493 |
493 |
|
30 |
22 |
30 |
51 |
109 |
214 |
494 |
494 |
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 |
152 |
268 |
547 |
1 275 |
|
2 |
51 |
64 |
86 |
153 |
268 |
548 |
1 021 |
|
3 |
52 |
66 |
88 |
148 |
265 |
545 |
830 |
|
4 |
53 |
68 |
90 |
150 |
263 |
543 |
687 |
|
5 |
53 |
69 |
94 |
152 |
262 |
542 |
577 |
|
6 |
54 |
71 |
97 |
156 |
262 |
542 |
542 |
|
7 |
54 |
72 |
98 |
158 |
261 |
541 |
541 |
|
8 |
54 |
72 |
97 |
156 |
260 |
540 |
540 |
|
9 |
53 |
72 |
97 |
155 |
260 |
540 |
540 |
|
10 |
53 |
72 |
96 |
154 |
259 |
538 |
538 |
|
11 |
52 |
72 |
95 |
153 |
257 |
537 |
537 |
|
12 |
51 |
72 |
94 |
151 |
256 |
536 |
536 |
|
13 |
50 |
71 |
92 |
150 |
255 |
535 |
535 |
|
14 |
49 |
70 |
91 |
149 |
254 |
533 |
533 |
|
15 |
48 |
69 |
90 |
148 |
252 |
532 |
532 |
|
16 |
47 |
68 |
89 |
147 |
251 |
531 |
531 |
|
17 |
46 |
67 |
88 |
146 |
250 |
530 |
530 |
|
18 |
45 |
66 |
87 |
145 |
250 |
529 |
529 |
|
19 |
44 |
65 |
86 |
144 |
249 |
529 |
529 |
|
20 |
44 |
65 |
86 |
144 |
248 |
528 |
528 |
|
21 |
43 |
64 |
85 |
143 |
248 |
528 |
528 |
|
22 |
43 |
64 |
85 |
143 |
247 |
527 |
527 |
|
23 |
42 |
63 |
84 |
142 |
247 |
527 |
527 |
|
24 |
41 |
63 |
84 |
141 |
246 |
526 |
526 |
|
25 |
41 |
62 |
83 |
141 |
245 |
525 |
525 |
|
26 |
40 |
61 |
82 |
140 |
245 |
525 |
525 |
|
27 |
39 |
61 |
82 |
139 |
244 |
524 |
524 |
|
28 |
39 |
60 |
81 |
139 |
243 |
523 |
523 |
|
29 |
38 |
59 |
80 |
138 |
243 |
523 |
523 |
|
30 |
38 |
59 |
80 |
137 |
242 |
522 |
522 |
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 |
215 |
330 |
610 |
1 332 |
|
2 |
114 |
127 |
150 |
217 |
332 |
612 |
1 071 |
|
3 |
117 |
131 |
153 |
213 |
330 |
610 |
875 |
|
4 |
120 |
135 |
157 |
217 |
331 |
610 |
726 |
|
5 |
123 |
139 |
163 |
222 |
332 |
611 |
612 |
|
6 |
124 |
141 |
167 |
227 |
332 |
612 |
612 |
|
7 |
126 |
144 |
170 |
230 |
333 |
612 |
612 |
|
8 |
126 |
145 |
170 |
229 |
333 |
613 |
613 |
|
9 |
126 |
145 |
170 |
228 |
333 |
612 |
612 |
|
10 |
126 |
146 |
169 |
228 |
332 |
612 |
612 |
|
11 |
126 |
146 |
169 |
227 |
332 |
611 |
611 |
|
12 |
125 |
146 |
168 |
226 |
330 |
610 |
610 |
|
13 |
124 |
145 |
167 |
224 |
329 |
609 |
609 |
|
14 |
123 |
144 |
165 |
223 |
328 |
607 |
607 |
|
15 |
121 |
142 |
163 |
221 |
326 |
606 |
606 |
|
16 |
119 |
140 |
161 |
219 |
324 |
604 |
604 |
|
17 |
117 |
138 |
160 |
217 |
322 |
602 |
602 |
|
18 |
116 |
137 |
158 |
216 |
320 |
600 |
600 |
|
19 |
114 |
135 |
156 |
214 |
318 |
598 |
598 |
|
20 |
112 |
133 |
154 |
212 |
317 |
597 |
597 |
|
21 |
110 |
131 |
153 |
210 |
315 |
595 |
595 |
|
22 |
109 |
130 |
151 |
209 |
313 |
593 |
593 |
|
23 |
107 |
128 |
149 |
207 |
311 |
591 |
591 |
|
24 |
105 |
126 |
147 |
205 |
310 |
589 |
589 |
|
25 |
103 |
124 |
145 |
203 |
308 |
587 |
587 |
|
26 |
101 |
122 |
143 |
201 |
306 |
586 |
586 |
|
27 |
99 |
120 |
141 |
199 |
304 |
584 |
584 |
|
28 |
98 |
119 |
140 |
198 |
302 |
582 |
582 |
|
29 |
96 |
117 |
138 |
196 |
300 |
580 |
580 |
|
30 |
94 |
115 |
136 |
194 |
299 |
579 |
579 |
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 |
201 |
268 |
384 |
663 |
1 369 |
|
2 |
174 |
187 |
210 |
276 |
392 |
671 |
1 100 |
|
3 |
180 |
194 |
216 |
276 |
393 |
673 |
899 |
|
4 |
183 |
198 |
220 |
280 |
394 |
674 |
746 |
|
5 |
185 |
201 |
226 |
284 |
394 |
674 |
674 |
|
6 |
186 |
203 |
229 |
288 |
394 |
673 |
673 |
|
7 |
186 |
204 |
230 |
290 |
393 |
673 |
673 |
|
8 |
185 |
204 |
229 |
288 |
392 |
672 |
672 |
|
9 |
184 |
203 |
228 |
286 |
391 |
671 |
671 |
|
10 |
184 |
204 |
227 |
285 |
390 |
670 |
670 |
|
11 |
183 |
203 |
226 |
284 |
388 |
668 |
668 |
|
12 |
181 |
202 |
224 |
281 |
386 |
666 |
666 |
|
13 |
179 |
200 |
221 |
279 |
384 |
663 |
663 |
|
14 |
176 |
197 |
218 |
276 |
381 |
661 |
661 |
|
15 |
173 |
194 |
215 |
273 |
378 |
658 |
658 |
|
16 |
170 |
191 |
213 |
270 |
375 |
655 |
655 |
|
17 |
167 |
189 |
210 |
267 |
372 |
652 |
652 |
|
18 |
165 |
186 |
207 |
265 |
369 |
649 |
649 |
|
19 |
162 |
183 |
204 |
262 |
366 |
646 |
646 |
|
20 |
159 |
180 |
201 |
259 |
364 |
643 |
643 |
|
21 |
156 |
177 |
198 |
256 |
361 |
640 |
640 |
|
22 |
153 |
174 |
195 |
253 |
358 |
637 |
637 |
|
23 |
150 |
171 |
192 |
250 |
354 |
634 |
634 |
|
24 |
147 |
168 |
189 |
247 |
351 |
631 |
631 |
|
25 |
144 |
165 |
186 |
244 |
348 |
628 |
628 |
|
26 |
141 |
162 |
183 |
241 |
345 |
625 |
625 |
|
27 |
138 |
159 |
180 |
238 |
343 |
622 |
622 |
|
28 |
135 |
156 |
177 |
235 |
340 |
619 |
619 |
|
29 |
132 |
153 |
174 |
232 |
337 |
617 |
617 |
|
30 |
130 |
151 |
172 |
230 |
334 |
614 |
614 |
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 |
30 |
43 |
65 |
132 |
248 |
527 |
1 213 |
|
2 |
31 |
44 |
66 |
133 |
249 |
528 |
978 |
|
3 |
33 |
47 |
68 |
129 |
246 |
525 |
800 |
|
4 |
34 |
49 |
71 |
131 |
245 |
524 |
664 |
|
5 |
35 |
51 |
76 |
134 |
244 |
524 |
559 |
|
6 |
36 |
53 |
79 |
138 |
244 |
524 |
524 |
|
7 |
36 |
54 |
80 |
140 |
243 |
523 |
523 |
|
8 |
35 |
54 |
79 |
138 |
242 |
522 |
522 |
|
9 |
35 |
54 |
78 |
137 |
241 |
521 |
521 |
|
10 |
35 |
55 |
78 |
136 |
241 |
521 |
521 |
|
11 |
35 |
55 |
78 |
136 |
240 |
520 |
520 |
|
12 |
35 |
55 |
77 |
135 |
240 |
520 |
520 |
|
13 |
34 |
55 |
77 |
135 |
239 |
519 |
519 |
|
14 |
34 |
55 |
76 |
134 |
239 |
519 |
519 |
|
15 |
34 |
55 |
76 |
134 |
239 |
519 |
519 |
|
16 |
34 |
55 |
76 |
134 |
239 |
519 |
519 |
|
17 |
34 |
55 |
76 |
134 |
239 |
519 |
519 |
|
18 |
34 |
55 |
76 |
134 |
239 |
519 |
519 |
|
19 |
34 |
56 |
77 |
134 |
239 |
519 |
519 |
|
20 |
35 |
56 |
77 |
135 |
239 |
519 |
519 |
|
21 |
35 |
56 |
77 |
135 |
239 |
519 |
519 |
|
22 |
35 |
56 |
77 |
135 |
239 |
519 |
519 |
|
23 |
34 |
56 |
77 |
134 |
239 |
519 |
519 |
|
24 |
34 |
55 |
76 |
134 |
239 |
519 |
519 |
|
25 |
34 |
55 |
76 |
134 |
239 |
518 |
518 |
|
26 |
34 |
55 |
76 |
134 |
238 |
518 |
518 |
|
27 |
33 |
55 |
76 |
133 |
238 |
518 |
518 |
|
28 |
33 |
54 |
75 |
133 |
238 |
518 |
518 |
|
29 |
33 |
54 |
75 |
133 |
237 |
517 |
517 |
|
30 |
32 |
54 |
75 |
132 |
237 |
517 |
517 |
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 |
28 |
41 |
64 |
131 |
246 |
526 |
1 237 |
|
2 |
30 |
43 |
66 |
133 |
248 |
528 |
999 |
|
3 |
33 |
47 |
69 |
129 |
246 |
526 |
817 |
|
4 |
36 |
51 |
73 |
133 |
247 |
526 |
678 |
|
5 |
38 |
54 |
79 |
137 |
247 |
527 |
571 |
|
6 |
40 |
57 |
83 |
142 |
248 |
528 |
528 |
|
7 |
41 |
59 |
85 |
145 |
248 |
528 |
528 |
|
8 |
42 |
60 |
85 |
144 |
248 |
528 |
528 |
|
9 |
42 |
61 |
86 |
144 |
249 |
528 |
528 |
|
10 |
43 |
63 |
86 |
144 |
249 |
529 |
529 |
|
11 |
44 |
64 |
87 |
145 |
249 |
529 |
529 |
|
12 |
44 |
65 |
87 |
145 |
250 |
529 |
529 |
|
13 |
45 |
66 |
87 |
145 |
250 |
529 |
529 |
|
14 |
45 |
66 |
87 |
145 |
250 |
529 |
529 |
|
15 |
45 |
66 |
87 |
145 |
250 |
529 |
529 |
|
16 |
45 |
66 |
87 |
145 |
249 |
529 |
529 |
|
17 |
45 |
66 |
87 |
145 |
250 |
529 |
529 |
|
18 |
45 |
66 |
87 |
145 |
250 |
530 |
530 |
|
19 |
45 |
66 |
87 |
145 |
250 |
530 |
530 |
|
20 |
46 |
67 |
88 |
146 |
250 |
530 |
530 |
|
21 |
46 |
67 |
88 |
146 |
250 |
530 |
530 |
|
22 |
46 |
67 |
88 |
146 |
250 |
530 |
530 |
|
23 |
45 |
66 |
87 |
145 |
250 |
530 |
530 |
|
24 |
45 |
66 |
87 |
145 |
250 |
529 |
529 |
|
25 |
45 |
66 |
87 |
144 |
249 |
529 |
529 |
|
26 |
44 |
65 |
86 |
144 |
249 |
528 |
528 |
|
27 |
43 |
65 |
86 |
143 |
248 |
528 |
528 |
|
28 |
43 |
64 |
85 |
143 |
247 |
527 |
527 |
|
29 |
42 |
63 |
84 |
142 |
247 |
527 |
527 |
|
30 |
42 |
63 |
84 |
142 |
246 |
526 |
526 |
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 |
128 |
141 |
163 |
230 |
345 |
625 |
1 462 |
|
2 |
126 |
139 |
161 |
228 |
344 |
623 |
1 168 |
|
3 |
126 |
140 |
162 |
222 |
339 |
619 |
948 |
|
4 |
127 |
142 |
165 |
224 |
338 |
618 |
781 |
|
5 |
128 |
144 |
169 |
227 |
337 |
617 |
655 |
|
6 |
128 |
145 |
171 |
230 |
336 |
616 |
616 |
|
7 |
128 |
146 |
172 |
232 |
335 |
615 |
615 |
|
8 |
128 |
146 |
172 |
231 |
335 |
614 |
614 |
|
9 |
127 |
146 |
170 |
229 |
333 |
613 |
613 |
|
10 |
127 |
147 |
170 |
228 |
333 |
613 |
613 |
|
11 |
127 |
147 |
170 |
228 |
332 |
612 |
612 |
|
12 |
126 |
147 |
169 |
227 |
331 |
611 |
611 |
|
13 |
125 |
146 |
168 |
225 |
330 |
610 |
610 |
|
14 |
124 |
145 |
166 |
224 |
329 |
609 |
609 |
|
15 |
122 |
143 |
165 |
222 |
327 |
607 |
607 |
|
16 |
120 |
142 |
163 |
220 |
325 |
605 |
605 |
|
17 |
118 |
139 |
160 |
218 |
323 |
603 |
603 |
|
18 |
116 |
137 |
158 |
216 |
321 |
601 |
601 |
|
19 |
114 |
135 |
156 |
214 |
319 |
599 |
599 |
|
20 |
112 |
133 |
154 |
212 |
317 |
596 |
596 |
|
21 |
110 |
131 |
152 |
210 |
314 |
594 |
594 |
|
22 |
108 |
129 |
150 |
208 |
312 |
592 |
592 |
|
23 |
105 |
126 |
147 |
205 |
310 |
590 |
590 |
|
24 |
103 |
124 |
145 |
203 |
308 |
588 |
588 |
|
25 |
101 |
122 |
143 |
201 |
306 |
585 |
585 |
|
26 |
99 |
120 |
141 |
199 |
303 |
583 |
583 |
|
27 |
97 |
118 |
139 |
197 |
301 |
581 |
581 |
|
28 |
95 |
116 |
137 |
195 |
299 |
579 |
579 |
|
29 |
93 |
114 |
135 |
193 |
297 |
577 |
577 |
|
30 |
91 |
112 |
133 |
191 |
295 |
575 |
575 |
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 |
499 |
1 237 |
|
2 |
3 |
16 |
38 |
105 |
221 |
500 |
993 |
|
3 |
6 |
20 |
41 |
102 |
219 |
498 |
809 |
|
4 |
8 |
23 |
45 |
105 |
219 |
498 |
670 |
|
5 |
10 |
26 |
51 |
109 |
219 |
499 |
563 |
|
6 |
12 |
29 |
55 |
114 |
220 |
500 |
500 |
|
7 |
13 |
31 |
57 |
117 |
220 |
500 |
500 |
|
8 |
13 |
32 |
57 |
116 |
220 |
500 |
500 |
|
9 |
13 |
32 |
57 |
115 |
220 |
500 |
500 |
|
10 |
14 |
33 |
57 |
115 |
220 |
499 |
499 |
|
11 |
14 |
34 |
57 |
115 |
219 |
499 |
499 |
|
12 |
14 |
35 |
57 |
114 |
219 |
499 |
499 |
|
13 |
14 |
35 |
56 |
114 |
219 |
499 |
499 |
|
14 |
14 |
35 |
56 |
114 |
219 |
498 |
498 |
|
15 |
14 |
35 |
56 |
114 |
218 |
498 |
498 |
|
16 |
13 |
35 |
56 |
113 |
218 |
498 |
498 |
|
17 |
14 |
35 |
56 |
114 |
218 |
498 |
498 |
|
18 |
14 |
35 |
56 |
114 |
218 |
498 |
498 |
|
19 |
15 |
35 |
56 |
114 |
219 |
498 |
498 |
|
20 |
16 |
35 |
56 |
114 |
219 |
499 |
499 |
|
21 |
16 |
36 |
57 |
115 |
219 |
499 |
499 |
|
22 |
18 |
36 |
57 |
115 |
220 |
499 |
499 |
|
23 |
18 |
36 |
57 |
115 |
220 |
500 |
500 |
|
24 |
19 |
36 |
57 |
115 |
220 |
500 |
500 |
|
25 |
19 |
37 |
58 |
115 |
220 |
500 |
500 |
|
26 |
20 |
37 |
58 |
115 |
220 |
500 |
500 |
|
27 |
21 |
37 |
58 |
116 |
220 |
500 |
500 |
|
28 |
21 |
37 |
58 |
116 |
220 |
500 |
500 |
|
29 |
22 |
37 |
58 |
116 |
220 |
500 |
500 |
|
30 |
23 |
37 |
58 |
116 |
220 |
500 |
500 |
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 |
34 |
47 |
70 |
137 |
252 |
532 |
1 242 |
|
2 |
35 |
48 |
70 |
137 |
252 |
532 |
998 |
|
3 |
35 |
49 |
71 |
131 |
248 |
528 |
813 |
|
4 |
36 |
51 |
73 |
133 |
246 |
526 |
674 |
|
5 |
36 |
52 |
77 |
135 |
245 |
525 |
566 |
|
6 |
38 |
55 |
81 |
140 |
246 |
526 |
526 |
|
7 |
36 |
54 |
80 |
140 |
243 |
523 |
523 |
|
8 |
39 |
58 |
83 |
142 |
246 |
526 |
526 |
|
9 |
38 |
58 |
82 |
140 |
245 |
525 |
525 |
|
10 |
34 |
54 |
77 |
135 |
240 |
520 |
520 |
|
11 |
30 |
51 |
73 |
131 |
236 |
516 |
516 |
|
12 |
28 |
49 |
70 |
128 |
233 |
513 |
513 |
|
13 |
26 |
47 |
68 |
126 |
231 |
510 |
510 |
|
14 |
24 |
45 |
66 |
124 |
229 |
509 |
509 |
|
15 |
23 |
44 |
65 |
123 |
227 |
507 |
507 |
|
16 |
21 |
43 |
64 |
121 |
226 |
506 |
506 |
|
17 |
21 |
42 |
63 |
121 |
225 |
505 |
505 |
|
18 |
20 |
41 |
62 |
120 |
225 |
505 |
505 |
|
19 |
20 |
41 |
62 |
120 |
224 |
504 |
504 |
|
20 |
20 |
41 |
62 |
120 |
224 |
504 |
504 |
|
21 |
20 |
41 |
62 |
120 |
225 |
504 |
504 |
|
22 |
20 |
41 |
62 |
120 |
224 |
504 |
504 |
|
23 |
20 |
41 |
62 |
120 |
224 |
504 |
504 |
|
24 |
20 |
41 |
62 |
120 |
224 |
504 |
504 |
|
25 |
20 |
41 |
62 |
119 |
224 |
504 |
504 |
|
26 |
20 |
40 |
61 |
119 |
224 |
504 |
504 |
|
27 |
21 |
40 |
61 |
119 |
224 |
504 |
504 |
|
28 |
21 |
40 |
61 |
119 |
224 |
503 |
503 |
|
29 |
22 |
40 |
61 |
119 |
223 |
503 |
503 |
|
30 |
23 |
40 |
61 |
119 |
223 |
503 |
503 |
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 |
214 |
227 |
249 |
316 |
432 |
711 |
1 979 |
|
2 |
211 |
224 |
246 |
313 |
428 |
708 |
1 552 |
|
3 |
207 |
221 |
243 |
303 |
420 |
700 |
1 221 |
|
4 |
204 |
219 |
241 |
301 |
415 |
694 |
979 |
|
5 |
200 |
216 |
241 |
299 |
409 |
689 |
802 |
|
6 |
196 |
214 |
239 |
299 |
404 |
684 |
684 |
|
7 |
193 |
211 |
237 |
297 |
400 |
680 |
680 |
|
8 |
189 |
207 |
233 |
292 |
396 |
675 |
675 |
|
9 |
185 |
204 |
228 |
287 |
391 |
671 |
671 |
|
10 |
181 |
201 |
224 |
282 |
387 |
667 |
667 |
|
11 |
177 |
198 |
220 |
278 |
383 |
663 |
663 |
|
12 |
174 |
194 |
216 |
274 |
379 |
658 |
658 |
|
13 |
170 |
191 |
212 |
270 |
375 |
654 |
654 |
|
14 |
166 |
187 |
208 |
266 |
371 |
651 |
651 |
|
15 |
162 |
184 |
205 |
262 |
367 |
647 |
647 |
|
16 |
159 |
180 |
201 |
259 |
364 |
643 |
643 |
|
17 |
156 |
177 |
198 |
256 |
360 |
640 |
640 |
|
18 |
152 |
173 |
194 |
252 |
357 |
637 |
637 |
|
19 |
149 |
170 |
191 |
249 |
354 |
634 |
634 |
|
20 |
146 |
167 |
188 |
246 |
351 |
631 |
631 |
|
21 |
143 |
164 |
186 |
243 |
348 |
628 |
628 |
|
22 |
140 |
162 |
183 |
240 |
345 |
625 |
625 |
|
23 |
137 |
159 |
180 |
237 |
342 |
622 |
622 |
|
24 |
135 |
156 |
177 |
235 |
339 |
619 |
619 |
|
25 |
132 |
153 |
174 |
232 |
336 |
616 |
616 |
|
26 |
129 |
150 |
171 |
229 |
334 |
613 |
613 |
|
27 |
126 |
147 |
168 |
226 |
331 |
611 |
611 |
|
28 |
124 |
145 |
166 |
224 |
328 |
608 |
608 |
|
29 |
121 |
142 |
163 |
221 |
326 |
606 |
606 |
|
30 |
119 |
140 |
161 |
219 |
324 |
603 |
603 |
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 |
514 |
1 266 |
|
2 |
8 |
25 |
47 |
99 |
235 |
514 |
1 013 |
|
3 |
10 |
28 |
50 |
96 |
233 |
512 |
824 |
|
4 |
12 |
33 |
54 |
94 |
233 |
512 |
681 |
|
5 |
16 |
38 |
59 |
97 |
233 |
513 |
573 |
|
6 |
18 |
42 |
63 |
94 |
234 |
514 |
514 |
|
7 |
19 |
44 |
63 |
90 |
234 |
514 |
514 |
|
8 |
18 |
43 |
63 |
89 |
234 |
514 |
514 |
|
9 |
19 |
45 |
65 |
92 |
234 |
514 |
514 |
|
10 |
21 |
48 |
67 |
96 |
234 |
514 |
514 |
|
11 |
23 |
50 |
68 |
98 |
234 |
514 |
514 |
|
12 |
24 |
52 |
69 |
99 |
234 |
514 |
514 |
|
13 |
26 |
54 |
70 |
100 |
234 |
514 |
514 |
|
14 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
15 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
16 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
17 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
18 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
19 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
20 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
21 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
22 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
23 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
24 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
25 |
26 |
55 |
71 |
100 |
234 |
514 |
514 |
|
26 |
26 |
55 |
71 |
100 |
233 |
513 |
513 |
|
27 |
26 |
55 |
71 |
100 |
233 |
513 |
513 |
|
28 |
26 |
55 |
71 |
100 |
233 |
513 |
513 |
|
29 |
26 |
55 |
71 |
100 |
233 |
512 |
512 |
|
30 |
26 |
55 |
71 |
100 |
232 |
512 |
512 |
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 |
13 |
80 |
195 |
475 |
1 179 |
|
2 |
1 |
5 |
12 |
79 |
194 |
474 |
952 |
|
3 |
2 |
5 |
12 |
73 |
190 |
469 |
778 |
|
4 |
2 |
6 |
14 |
74 |
188 |
468 |
645 |
|
5 |
4 |
6 |
19 |
77 |
187 |
467 |
543 |
|
6 |
5 |
7 |
22 |
81 |
187 |
466 |
466 |
|
7 |
5 |
9 |
23 |
83 |
186 |
466 |
466 |
|
8 |
7 |
9 |
23 |
82 |
186 |
466 |
466 |
|
9 |
7 |
10 |
23 |
82 |
186 |
466 |
466 |
|
10 |
8 |
10 |
24 |
82 |
186 |
466 |
466 |
|
11 |
9 |
11 |
24 |
82 |
186 |
466 |
466 |
|
12 |
9 |
12 |
24 |
82 |
187 |
466 |
466 |
|
13 |
10 |
13 |
24 |
82 |
187 |
467 |
467 |
|
14 |
12 |
14 |
25 |
82 |
187 |
467 |
467 |
|
15 |
12 |
14 |
25 |
83 |
187 |
467 |
467 |
|
16 |
13 |
15 |
26 |
83 |
188 |
467 |
467 |
|
17 |
13 |
15 |
27 |
83 |
188 |
468 |
468 |
|
18 |
14 |
17 |
28 |
84 |
189 |
468 |
468 |
|
19 |
15 |
17 |
29 |
84 |
189 |
469 |
469 |
|
20 |
15 |
18 |
30 |
85 |
190 |
469 |
469 |
|
21 |
16 |
18 |
32 |
85 |
190 |
470 |
470 |
|
22 |
16 |
19 |
33 |
86 |
190 |
470 |
470 |
|
23 |
18 |
20 |
34 |
86 |
191 |
470 |
470 |
|
24 |
19 |
21 |
35 |
86 |
191 |
471 |
471 |
|
25 |
19 |
22 |
36 |
86 |
191 |
471 |
471 |
|
26 |
20 |
22 |
37 |
86 |
191 |
471 |
471 |
|
27 |
20 |
23 |
39 |
86 |
191 |
470 |
470 |
|
28 |
21 |
23 |
40 |
86 |
191 |
470 |
470 |
|
29 |
21 |
24 |
41 |
86 |
191 |
470 |
470 |
|
30 |
22 |
26 |
42 |
86 |
190 |
470 |
470 |
3. Other exposures
3.1. Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
13 |
20 |
41 |
156 |
303 |
3 117 |
|
2 |
1 |
13 |
20 |
41 |
156 |
342 |
2 321 |
|
3 |
1 |
14 |
22 |
46 |
152 |
356 |
1 757 |
|
4 |
1 |
15 |
25 |
50 |
149 |
356 |
1 362 |
|
5 |
2 |
17 |
28 |
52 |
149 |
347 |
1 081 |
|
6 |
4 |
20 |
31 |
55 |
149 |
334 |
878 |
|
7 |
5 |
22 |
32 |
57 |
149 |
319 |
727 |
|
8 |
6 |
23 |
34 |
59 |
149 |
302 |
611 |
|
9 |
6 |
24 |
35 |
62 |
149 |
285 |
521 |
|
10 |
6 |
25 |
37 |
64 |
149 |
269 |
448 |
|
11 |
7 |
25 |
38 |
65 |
149 |
252 |
390 |
|
12 |
7 |
25 |
38 |
65 |
149 |
242 |
341 |
|
13 |
7 |
25 |
38 |
65 |
149 |
242 |
301 |
|
14 |
7 |
25 |
38 |
65 |
149 |
242 |
266 |
|
15 |
7 |
25 |
40 |
65 |
149 |
242 |
242 |
|
16 |
7 |
25 |
42 |
65 |
149 |
242 |
242 |
|
17 |
7 |
25 |
44 |
65 |
149 |
242 |
242 |
|
18 |
7 |
25 |
47 |
65 |
149 |
242 |
242 |
|
19 |
7 |
25 |
49 |
65 |
149 |
242 |
242 |
|
20 |
8 |
25 |
51 |
65 |
149 |
242 |
242 |
|
21 |
8 |
25 |
54 |
65 |
149 |
242 |
242 |
|
22 |
9 |
25 |
56 |
65 |
149 |
242 |
242 |
|
23 |
9 |
25 |
59 |
65 |
149 |
242 |
242 |
|
24 |
9 |
25 |
61 |
65 |
149 |
242 |
242 |
|
25 |
10 |
25 |
64 |
65 |
149 |
242 |
242 |
|
26 |
10 |
25 |
66 |
66 |
149 |
242 |
242 |
|
27 |
11 |
25 |
68 |
68 |
149 |
242 |
242 |
|
28 |
11 |
25 |
71 |
70 |
149 |
242 |
242 |
|
29 |
11 |
25 |
74 |
71 |
149 |
242 |
242 |
|
30 |
12 |
26 |
76 |
73 |
149 |
242 |
242 |
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 |
54 |
169 |
311 |
3 209 |
|
2 |
15 |
27 |
34 |
55 |
170 |
349 |
2 381 |
|
3 |
15 |
28 |
36 |
59 |
165 |
363 |
1 798 |
|
4 |
14 |
28 |
38 |
63 |
162 |
362 |
1 391 |
|
5 |
15 |
29 |
41 |
64 |
162 |
353 |
1 104 |
|
6 |
15 |
31 |
42 |
66 |
161 |
340 |
896 |
|
7 |
16 |
33 |
43 |
67 |
160 |
324 |
741 |
|
8 |
16 |
33 |
44 |
69 |
159 |
307 |
623 |
|
9 |
15 |
33 |
45 |
71 |
159 |
290 |
531 |
|
10 |
15 |
34 |
46 |
73 |
158 |
273 |
457 |
|
11 |
15 |
33 |
46 |
73 |
158 |
256 |
397 |
|
12 |
14 |
33 |
45 |
72 |
157 |
250 |
347 |
|
13 |
14 |
33 |
45 |
72 |
156 |
249 |
306 |
|
14 |
13 |
32 |
44 |
71 |
156 |
248 |
271 |
|
15 |
13 |
32 |
44 |
71 |
156 |
248 |
248 |
|
16 |
13 |
31 |
44 |
70 |
155 |
248 |
248 |
|
17 |
13 |
31 |
45 |
70 |
155 |
248 |
248 |
|
18 |
13 |
31 |
48 |
70 |
155 |
248 |
248 |
|
19 |
13 |
31 |
50 |
70 |
155 |
248 |
248 |
|
20 |
13 |
32 |
52 |
71 |
155 |
248 |
248 |
|
21 |
13 |
32 |
55 |
71 |
156 |
248 |
248 |
|
22 |
14 |
32 |
57 |
71 |
156 |
248 |
248 |
|
23 |
14 |
32 |
60 |
71 |
156 |
249 |
249 |
|
24 |
14 |
32 |
62 |
71 |
156 |
249 |
249 |
|
25 |
14 |
32 |
64 |
71 |
156 |
249 |
249 |
|
26 |
13 |
32 |
67 |
71 |
156 |
248 |
248 |
|
27 |
13 |
32 |
69 |
71 |
156 |
248 |
248 |
|
28 |
13 |
32 |
71 |
71 |
156 |
248 |
248 |
|
29 |
13 |
32 |
74 |
73 |
155 |
248 |
248 |
|
30 |
13 |
32 |
77 |
75 |
155 |
248 |
248 |
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 |
156 |
303 |
3 117 |
|
2 |
1 |
13 |
20 |
41 |
156 |
342 |
2 321 |
|
3 |
1 |
14 |
22 |
46 |
151 |
356 |
1 757 |
|
4 |
1 |
15 |
25 |
49 |
149 |
356 |
1 362 |
|
5 |
2 |
17 |
28 |
52 |
149 |
347 |
1 081 |
|
6 |
4 |
19 |
30 |
55 |
149 |
334 |
878 |
|
7 |
5 |
22 |
32 |
57 |
149 |
319 |
727 |
|
8 |
5 |
23 |
34 |
59 |
149 |
302 |
611 |
|
9 |
6 |
24 |
35 |
62 |
149 |
285 |
521 |
|
10 |
6 |
24 |
37 |
64 |
149 |
268 |
448 |
|
11 |
7 |
25 |
37 |
64 |
149 |
252 |
390 |
|
12 |
7 |
25 |
38 |
65 |
149 |
242 |
341 |
|
13 |
7 |
25 |
38 |
65 |
149 |
242 |
300 |
|
14 |
7 |
25 |
38 |
65 |
149 |
242 |
266 |
|
15 |
7 |
25 |
39 |
65 |
149 |
242 |
242 |
|
16 |
7 |
25 |
42 |
65 |
149 |
242 |
242 |
|
17 |
7 |
25 |
44 |
65 |
149 |
242 |
242 |
|
18 |
7 |
25 |
47 |
65 |
149 |
242 |
242 |
|
19 |
7 |
25 |
49 |
65 |
149 |
242 |
242 |
|
20 |
8 |
25 |
51 |
65 |
149 |
242 |
242 |
|
21 |
8 |
25 |
54 |
65 |
149 |
242 |
242 |
|
22 |
9 |
25 |
56 |
65 |
149 |
242 |
242 |
|
23 |
9 |
25 |
59 |
65 |
149 |
242 |
242 |
|
24 |
9 |
25 |
61 |
65 |
149 |
242 |
242 |
|
25 |
10 |
25 |
64 |
65 |
149 |
242 |
242 |
|
26 |
10 |
25 |
66 |
66 |
149 |
242 |
242 |
|
27 |
11 |
25 |
68 |
68 |
149 |
242 |
242 |
|
28 |
11 |
25 |
70 |
70 |
149 |
242 |
242 |
|
29 |
11 |
25 |
74 |
71 |
149 |
242 |
242 |
|
30 |
12 |
26 |
76 |
73 |
149 |
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 |
93 |
114 |
230 |
324 |
3 265 |
|
2 |
71 |
84 |
90 |
111 |
226 |
359 |
2 448 |
|
3 |
73 |
86 |
95 |
118 |
224 |
374 |
1 856 |
|
4 |
71 |
85 |
95 |
120 |
219 |
374 |
1 438 |
|
5 |
70 |
85 |
96 |
120 |
217 |
365 |
1 141 |
|
6 |
70 |
86 |
97 |
121 |
216 |
352 |
926 |
|
7 |
70 |
87 |
97 |
121 |
214 |
335 |
766 |
|
8 |
69 |
86 |
97 |
123 |
213 |
318 |
644 |
|
9 |
69 |
86 |
98 |
124 |
212 |
305 |
549 |
|
10 |
66 |
84 |
96 |
123 |
209 |
301 |
473 |
|
11 |
64 |
82 |
95 |
122 |
207 |
299 |
411 |
|
12 |
63 |
81 |
94 |
121 |
205 |
298 |
359 |
|
13 |
62 |
81 |
93 |
120 |
205 |
297 |
317 |
|
14 |
62 |
81 |
93 |
120 |
204 |
297 |
297 |
|
15 |
62 |
80 |
93 |
120 |
204 |
297 |
297 |
|
16 |
61 |
80 |
92 |
119 |
204 |
296 |
296 |
|
17 |
61 |
80 |
92 |
119 |
203 |
296 |
296 |
|
18 |
61 |
79 |
91 |
118 |
203 |
296 |
296 |
|
19 |
60 |
78 |
91 |
118 |
202 |
295 |
295 |
|
20 |
59 |
78 |
90 |
117 |
202 |
294 |
294 |
|
21 |
59 |
77 |
90 |
117 |
201 |
294 |
294 |
|
22 |
58 |
76 |
89 |
116 |
200 |
293 |
293 |
|
23 |
57 |
76 |
88 |
115 |
199 |
292 |
292 |
|
24 |
56 |
75 |
87 |
114 |
198 |
291 |
291 |
|
25 |
55 |
74 |
86 |
113 |
197 |
290 |
290 |
|
26 |
54 |
73 |
85 |
112 |
196 |
289 |
289 |
|
27 |
53 |
71 |
84 |
111 |
195 |
288 |
288 |
|
28 |
52 |
70 |
83 |
110 |
194 |
287 |
287 |
|
29 |
51 |
69 |
82 |
109 |
193 |
286 |
286 |
|
30 |
50 |
68 |
81 |
108 |
192 |
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 |
5 |
18 |
24 |
45 |
160 |
301 |
3 101 |
|
2 |
7 |
19 |
26 |
46 |
162 |
342 |
2 321 |
|
3 |
8 |
21 |
29 |
52 |
158 |
356 |
1 757 |
|
4 |
8 |
22 |
32 |
57 |
156 |
356 |
1 360 |
|
5 |
10 |
24 |
36 |
59 |
156 |
347 |
1 080 |
|
6 |
11 |
27 |
38 |
62 |
156 |
334 |
877 |
|
7 |
12 |
29 |
39 |
64 |
156 |
318 |
725 |
|
8 |
12 |
29 |
40 |
66 |
156 |
302 |
610 |
|
9 |
12 |
30 |
41 |
68 |
155 |
285 |
520 |
|
10 |
12 |
30 |
43 |
69 |
155 |
268 |
448 |
|
11 |
12 |
31 |
43 |
70 |
155 |
252 |
389 |
|
12 |
12 |
31 |
43 |
70 |
155 |
248 |
341 |
|
13 |
13 |
31 |
43 |
70 |
155 |
248 |
300 |
|
14 |
13 |
31 |
44 |
70 |
155 |
248 |
266 |
|
15 |
13 |
31 |
44 |
71 |
155 |
248 |
248 |
|
16 |
13 |
31 |
44 |
71 |
155 |
248 |
248 |
|
17 |
13 |
32 |
44 |
71 |
155 |
248 |
248 |
|
18 |
13 |
32 |
47 |
71 |
156 |
248 |
248 |
|
19 |
14 |
32 |
49 |
71 |
156 |
249 |
249 |
|
20 |
14 |
33 |
52 |
72 |
156 |
249 |
249 |
|
21 |
14 |
33 |
54 |
72 |
157 |
249 |
249 |
|
22 |
15 |
33 |
56 |
73 |
157 |
250 |
250 |
|
23 |
15 |
33 |
59 |
73 |
157 |
250 |
250 |
|
24 |
15 |
33 |
61 |
73 |
157 |
250 |
250 |
|
25 |
15 |
33 |
64 |
73 |
157 |
250 |
250 |
|
26 |
15 |
33 |
66 |
73 |
157 |
250 |
250 |
|
27 |
15 |
33 |
69 |
73 |
157 |
250 |
250 |
|
28 |
15 |
33 |
71 |
72 |
157 |
250 |
250 |
|
29 |
15 |
33 |
74 |
72 |
157 |
250 |
250 |
|
30 |
14 |
33 |
76 |
73 |
157 |
249 |
249 |
3.6. Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
13 |
19 |
40 |
155 |
303 |
3 115 |
|
2 |
0 |
13 |
19 |
40 |
155 |
341 |
2 320 |
|
3 |
1 |
13 |
21 |
45 |
151 |
355 |
1 756 |
|
4 |
1 |
14 |
24 |
49 |
148 |
355 |
1 361 |
|
5 |
2 |
16 |
27 |
51 |
148 |
347 |
1 081 |
|
6 |
3 |
19 |
30 |
54 |
148 |
334 |
878 |
|
7 |
5 |
21 |
32 |
56 |
148 |
319 |
726 |
|
8 |
5 |
22 |
33 |
58 |
148 |
302 |
611 |
|
9 |
5 |
23 |
34 |
61 |
148 |
285 |
520 |
|
10 |
6 |
24 |
36 |
63 |
148 |
268 |
448 |
|
11 |
6 |
24 |
37 |
64 |
148 |
252 |
389 |
|
12 |
6 |
24 |
37 |
64 |
148 |
241 |
341 |
|
13 |
6 |
25 |
37 |
64 |
148 |
241 |
300 |
|
14 |
6 |
25 |
37 |
64 |
148 |
241 |
266 |
|
15 |
6 |
25 |
39 |
64 |
148 |
241 |
241 |
|
16 |
6 |
25 |
42 |
64 |
148 |
241 |
241 |
|
17 |
6 |
25 |
44 |
64 |
148 |
241 |
241 |
|
18 |
6 |
25 |
47 |
64 |
148 |
241 |
241 |
|
19 |
7 |
25 |
49 |
64 |
148 |
241 |
241 |
|
20 |
8 |
25 |
51 |
64 |
148 |
241 |
241 |
|
21 |
8 |
25 |
54 |
64 |
148 |
241 |
241 |
|
22 |
9 |
25 |
56 |
64 |
148 |
241 |
241 |
|
23 |
9 |
25 |
59 |
64 |
148 |
241 |
241 |
|
24 |
9 |
25 |
61 |
64 |
148 |
241 |
241 |
|
25 |
10 |
25 |
64 |
65 |
148 |
241 |
241 |
|
26 |
10 |
25 |
65 |
66 |
148 |
241 |
241 |
|
27 |
11 |
25 |
68 |
68 |
148 |
241 |
241 |
|
28 |
11 |
25 |
70 |
70 |
149 |
241 |
241 |
|
29 |
11 |
25 |
73 |
71 |
149 |
241 |
241 |
|
30 |
12 |
26 |
76 |
73 |
149 |
241 |
241 |
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 |
309 |
3 186 |
|
2 |
0 |
10 |
21 |
44 |
175 |
348 |
2 373 |
|
3 |
1 |
10 |
23 |
49 |
170 |
362 |
1 794 |
|
4 |
1 |
13 |
26 |
54 |
167 |
362 |
1 389 |
|
5 |
1 |
16 |
28 |
58 |
166 |
353 |
1 102 |
|
6 |
2 |
18 |
33 |
59 |
165 |
340 |
894 |
|
7 |
4 |
21 |
36 |
60 |
163 |
324 |
740 |
|
8 |
6 |
24 |
38 |
59 |
162 |
307 |
622 |
|
9 |
9 |
31 |
42 |
59 |
161 |
289 |
529 |
|
10 |
11 |
34 |
42 |
58 |
161 |
272 |
456 |
|
11 |
10 |
33 |
42 |
58 |
160 |
256 |
396 |
|
12 |
9 |
32 |
42 |
58 |
159 |
252 |
347 |
|
13 |
9 |
31 |
42 |
58 |
158 |
251 |
305 |
|
14 |
9 |
31 |
43 |
59 |
158 |
250 |
271 |
|
15 |
9 |
31 |
43 |
59 |
157 |
249 |
249 |
|
16 |
9 |
32 |
44 |
59 |
156 |
248 |
248 |
|
17 |
9 |
32 |
45 |
59 |
155 |
248 |
248 |
|
18 |
9 |
32 |
48 |
59 |
154 |
247 |
247 |
|
19 |
9 |
32 |
49 |
59 |
154 |
247 |
247 |
|
20 |
9 |
32 |
52 |
59 |
155 |
247 |
247 |
|
21 |
9 |
32 |
55 |
59 |
155 |
247 |
247 |
|
22 |
9 |
32 |
57 |
60 |
154 |
247 |
247 |
|
23 |
9 |
32 |
59 |
61 |
154 |
247 |
247 |
|
24 |
9 |
32 |
62 |
63 |
153 |
246 |
246 |
|
25 |
10 |
32 |
64 |
65 |
153 |
245 |
245 |
|
26 |
10 |
32 |
67 |
67 |
152 |
245 |
245 |
|
27 |
11 |
32 |
69 |
69 |
152 |
244 |
244 |
|
28 |
11 |
32 |
71 |
71 |
151 |
244 |
244 |
|
29 |
11 |
32 |
74 |
73 |
150 |
243 |
243 |
|
30 |
12 |
32 |
76 |
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 |
78 |
90 |
97 |
118 |
233 |
327 |
3 251 |
|
2 |
77 |
89 |
96 |
117 |
232 |
358 |
2 442 |
|
3 |
76 |
89 |
97 |
120 |
226 |
374 |
1 855 |
|
4 |
75 |
88 |
99 |
123 |
223 |
375 |
1 440 |
|
5 |
74 |
88 |
100 |
123 |
221 |
367 |
1 144 |
|
6 |
74 |
89 |
100 |
125 |
219 |
353 |
929 |
|
7 |
73 |
90 |
100 |
124 |
217 |
337 |
769 |
|
8 |
71 |
89 |
100 |
125 |
215 |
319 |
647 |
|
9 |
70 |
88 |
99 |
126 |
213 |
306 |
551 |
|
10 |
69 |
87 |
99 |
126 |
212 |
305 |
474 |
|
11 |
68 |
86 |
99 |
126 |
211 |
303 |
412 |
|
12 |
67 |
85 |
98 |
125 |
209 |
302 |
360 |
|
13 |
65 |
84 |
96 |
123 |
208 |
300 |
317 |
|
14 |
64 |
82 |
95 |
122 |
206 |
299 |
299 |
|
15 |
63 |
81 |
94 |
121 |
205 |
298 |
298 |
|
16 |
62 |
80 |
92 |
119 |
204 |
297 |
297 |
|
17 |
61 |
79 |
92 |
118 |
203 |
296 |
296 |
|
18 |
60 |
78 |
91 |
118 |
202 |
295 |
295 |
|
19 |
59 |
77 |
90 |
117 |
201 |
294 |
294 |
|
20 |
58 |
77 |
89 |
116 |
200 |
293 |
293 |
|
21 |
57 |
76 |
88 |
115 |
200 |
292 |
292 |
|
22 |
56 |
75 |
87 |
114 |
199 |
291 |
291 |
|
23 |
55 |
74 |
86 |
113 |
197 |
290 |
290 |
|
24 |
54 |
72 |
85 |
112 |
196 |
289 |
289 |
|
25 |
53 |
71 |
84 |
111 |
195 |
288 |
288 |
|
26 |
52 |
70 |
83 |
110 |
194 |
287 |
287 |
|
27 |
51 |
69 |
81 |
108 |
193 |
286 |
286 |
|
28 |
50 |
68 |
80 |
107 |
192 |
285 |
285 |
|
29 |
48 |
67 |
79 |
106 |
191 |
283 |
283 |
|
30 |
47 |
66 |
79 |
105 |
190 |
282 |
282 |
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 |
51 |
63 |
70 |
91 |
206 |
310 |
3 197 |
|
2 |
51 |
63 |
70 |
90 |
206 |
352 |
2 399 |
|
3 |
50 |
63 |
71 |
95 |
201 |
368 |
1 821 |
|
4 |
50 |
64 |
74 |
98 |
198 |
368 |
1 413 |
|
5 |
49 |
64 |
75 |
99 |
196 |
360 |
1 123 |
|
6 |
49 |
65 |
76 |
100 |
195 |
347 |
912 |
|
7 |
50 |
66 |
77 |
101 |
194 |
331 |
755 |
|
8 |
49 |
66 |
77 |
102 |
192 |
314 |
635 |
|
9 |
48 |
66 |
77 |
104 |
191 |
297 |
541 |
|
10 |
47 |
65 |
78 |
104 |
190 |
283 |
466 |
|
11 |
47 |
65 |
77 |
104 |
189 |
282 |
405 |
|
12 |
46 |
65 |
77 |
104 |
189 |
281 |
355 |
|
13 |
45 |
64 |
76 |
103 |
188 |
280 |
312 |
|
14 |
45 |
63 |
76 |
103 |
187 |
280 |
280 |
|
15 |
44 |
63 |
75 |
102 |
187 |
279 |
279 |
|
16 |
44 |
62 |
74 |
101 |
186 |
279 |
279 |
|
17 |
43 |
62 |
74 |
101 |
185 |
278 |
278 |
|
18 |
43 |
61 |
73 |
100 |
185 |
278 |
278 |
|
19 |
42 |
61 |
73 |
100 |
185 |
277 |
277 |
|
20 |
42 |
60 |
73 |
100 |
184 |
277 |
277 |
|
21 |
42 |
60 |
73 |
99 |
184 |
277 |
277 |
|
22 |
41 |
60 |
72 |
99 |
184 |
276 |
276 |
|
23 |
41 |
59 |
71 |
98 |
183 |
276 |
276 |
|
24 |
40 |
59 |
71 |
98 |
182 |
275 |
275 |
|
25 |
39 |
58 |
70 |
97 |
182 |
274 |
274 |
|
26 |
39 |
57 |
69 |
96 |
181 |
274 |
274 |
|
27 |
38 |
56 |
70 |
96 |
180 |
273 |
273 |
|
28 |
37 |
56 |
73 |
95 |
179 |
272 |
272 |
|
29 |
36 |
55 |
75 |
94 |
179 |
271 |
271 |
|
30 |
36 |
54 |
79 |
93 |
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 |
335 |
3 409 |
|
2 |
86 |
98 |
104 |
125 |
240 |
371 |
2 541 |
|
3 |
84 |
97 |
105 |
128 |
234 |
385 |
1 918 |
|
4 |
83 |
96 |
106 |
131 |
231 |
383 |
1 481 |
|
5 |
83 |
97 |
109 |
132 |
230 |
374 |
1 173 |
|
6 |
84 |
99 |
110 |
134 |
229 |
359 |
950 |
|
7 |
85 |
101 |
112 |
136 |
229 |
342 |
784 |
|
8 |
85 |
102 |
113 |
138 |
228 |
323 |
658 |
|
9 |
85 |
103 |
115 |
141 |
228 |
321 |
560 |
|
10 |
86 |
104 |
116 |
143 |
228 |
321 |
481 |
|
11 |
85 |
104 |
116 |
143 |
228 |
321 |
417 |
|
12 |
85 |
103 |
116 |
143 |
227 |
320 |
364 |
|
13 |
84 |
102 |
115 |
142 |
226 |
319 |
321 |
|
14 |
83 |
101 |
114 |
141 |
225 |
318 |
318 |
|
15 |
82 |
100 |
113 |
140 |
224 |
317 |
317 |
|
16 |
81 |
99 |
112 |
138 |
223 |
316 |
316 |
|
17 |
80 |
98 |
111 |
137 |
222 |
315 |
315 |
|
18 |
79 |
97 |
109 |
136 |
221 |
314 |
314 |
|
19 |
78 |
96 |
108 |
135 |
220 |
313 |
313 |
|
20 |
76 |
95 |
107 |
134 |
219 |
311 |
311 |
|
21 |
75 |
94 |
106 |
133 |
218 |
310 |
310 |
|
22 |
74 |
92 |
105 |
132 |
216 |
309 |
309 |
|
23 |
72 |
91 |
103 |
130 |
215 |
307 |
307 |
|
24 |
71 |
90 |
102 |
129 |
213 |
306 |
306 |
|
25 |
69 |
88 |
100 |
127 |
212 |
304 |
304 |
|
26 |
68 |
86 |
99 |
126 |
210 |
303 |
303 |
|
27 |
66 |
85 |
97 |
124 |
209 |
301 |
301 |
|
28 |
65 |
83 |
96 |
123 |
207 |
300 |
300 |
|
29 |
63 |
82 |
94 |
121 |
206 |
298 |
298 |
|
30 |
62 |
81 |
93 |
120 |
204 |
297 |
297 |
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 |
65 |
181 |
306 |
3 149 |
|
2 |
27 |
39 |
45 |
66 |
181 |
347 |
2 360 |
|
3 |
26 |
39 |
47 |
70 |
176 |
362 |
1 788 |
|
4 |
25 |
39 |
49 |
73 |
173 |
361 |
1 385 |
|
5 |
25 |
40 |
51 |
75 |
172 |
353 |
1 098 |
|
6 |
26 |
42 |
53 |
77 |
171 |
339 |
891 |
|
7 |
27 |
43 |
54 |
78 |
171 |
323 |
738 |
|
8 |
26 |
43 |
54 |
80 |
170 |
306 |
620 |
|
9 |
26 |
44 |
55 |
82 |
169 |
289 |
528 |
|
10 |
26 |
44 |
56 |
83 |
169 |
272 |
455 |
|
11 |
25 |
44 |
56 |
83 |
168 |
261 |
395 |
|
12 |
25 |
43 |
56 |
83 |
167 |
260 |
346 |
|
13 |
24 |
43 |
55 |
82 |
167 |
259 |
304 |
|
14 |
24 |
42 |
54 |
81 |
166 |
259 |
270 |
|
15 |
23 |
42 |
54 |
81 |
166 |
258 |
258 |
|
16 |
23 |
41 |
53 |
80 |
165 |
257 |
257 |
|
17 |
22 |
41 |
53 |
80 |
165 |
257 |
257 |
|
18 |
22 |
41 |
53 |
80 |
164 |
257 |
257 |
|
19 |
22 |
40 |
53 |
80 |
164 |
257 |
257 |
|
20 |
22 |
41 |
53 |
80 |
164 |
257 |
257 |
|
21 |
22 |
41 |
55 |
80 |
164 |
257 |
257 |
|
22 |
22 |
41 |
57 |
80 |
164 |
257 |
257 |
|
23 |
22 |
40 |
59 |
80 |
164 |
257 |
257 |
|
24 |
22 |
40 |
61 |
79 |
164 |
257 |
257 |
|
25 |
21 |
40 |
64 |
79 |
164 |
256 |
256 |
|
26 |
21 |
40 |
66 |
79 |
163 |
256 |
256 |
|
27 |
21 |
39 |
69 |
79 |
163 |
256 |
256 |
|
28 |
21 |
39 |
71 |
78 |
163 |
256 |
256 |
|
29 |
20 |
39 |
74 |
78 |
163 |
255 |
255 |
|
30 |
20 |
38 |
76 |
78 |
162 |
255 |
255 |
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 |
137 |
293 |
3 009 |
|
2 |
0 |
1 |
6 |
23 |
138 |
333 |
2 257 |
|
3 |
1 |
1 |
8 |
28 |
134 |
348 |
1 713 |
|
4 |
1 |
3 |
12 |
32 |
132 |
348 |
1 328 |
|
5 |
1 |
4 |
15 |
34 |
132 |
340 |
1 056 |
|
6 |
2 |
4 |
17 |
37 |
132 |
328 |
858 |
|
7 |
2 |
6 |
19 |
39 |
132 |
312 |
710 |
|
8 |
2 |
7 |
21 |
42 |
132 |
296 |
597 |
|
9 |
4 |
7 |
24 |
44 |
132 |
280 |
509 |
|
10 |
4 |
9 |
27 |
46 |
132 |
263 |
438 |
|
11 |
4 |
9 |
29 |
48 |
133 |
247 |
381 |
|
12 |
4 |
10 |
31 |
47 |
132 |
232 |
334 |
|
13 |
5 |
11 |
34 |
48 |
132 |
225 |
294 |
|
14 |
5 |
11 |
37 |
48 |
132 |
225 |
261 |
|
15 |
6 |
13 |
38 |
47 |
131 |
224 |
232 |
|
16 |
6 |
13 |
41 |
46 |
130 |
223 |
223 |
|
17 |
6 |
15 |
44 |
48 |
130 |
223 |
223 |
|
18 |
6 |
15 |
45 |
50 |
131 |
223 |
223 |
|
19 |
7 |
16 |
48 |
52 |
131 |
223 |
223 |
|
20 |
7 |
17 |
51 |
54 |
131 |
224 |
224 |
|
21 |
8 |
18 |
53 |
55 |
132 |
224 |
224 |
|
22 |
9 |
18 |
55 |
58 |
132 |
224 |
224 |
|
23 |
9 |
20 |
57 |
60 |
132 |
224 |
224 |
|
24 |
9 |
20 |
60 |
61 |
131 |
224 |
224 |
|
25 |
10 |
21 |
63 |
63 |
132 |
224 |
224 |
|
26 |
10 |
22 |
65 |
65 |
133 |
224 |
224 |
|
27 |
10 |
23 |
67 |
67 |
135 |
224 |
224 |
|
28 |
11 |
24 |
70 |
69 |
135 |
224 |
224 |
|
29 |
11 |
25 |
72 |
71 |
137 |
224 |
224 |
|
30 |
12 |
25 |
75 |
73 |
137 |
223 |
223 |
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 |
57 |
78 |
193 |
307 |
3 163 |
|
2 |
39 |
51 |
57 |
78 |
194 |
348 |
2 368 |
|
3 |
38 |
51 |
60 |
83 |
189 |
363 |
1 796 |
|
4 |
38 |
52 |
62 |
86 |
186 |
363 |
1 392 |
|
5 |
38 |
53 |
64 |
88 |
185 |
355 |
1 106 |
|
6 |
39 |
55 |
66 |
90 |
184 |
342 |
899 |
|
7 |
40 |
56 |
67 |
91 |
184 |
327 |
745 |
|
8 |
39 |
56 |
67 |
93 |
183 |
310 |
626 |
|
9 |
39 |
57 |
68 |
95 |
182 |
293 |
534 |
|
10 |
39 |
57 |
69 |
96 |
181 |
275 |
460 |
|
11 |
38 |
57 |
69 |
96 |
181 |
273 |
400 |
|
12 |
38 |
56 |
69 |
95 |
180 |
273 |
350 |
|
13 |
37 |
56 |
68 |
95 |
179 |
272 |
308 |
|
14 |
37 |
55 |
67 |
94 |
179 |
272 |
273 |
|
15 |
36 |
55 |
67 |
94 |
178 |
271 |
271 |
|
16 |
35 |
54 |
66 |
93 |
178 |
270 |
270 |
|
17 |
35 |
53 |
66 |
93 |
177 |
270 |
270 |
|
18 |
34 |
53 |
65 |
92 |
177 |
269 |
269 |
|
19 |
34 |
53 |
65 |
92 |
176 |
269 |
269 |
|
20 |
34 |
52 |
65 |
92 |
176 |
269 |
269 |
|
21 |
34 |
52 |
64 |
91 |
176 |
269 |
269 |
|
22 |
33 |
52 |
64 |
91 |
175 |
268 |
268 |
|
23 |
33 |
51 |
63 |
90 |
175 |
268 |
268 |
|
24 |
32 |
50 |
63 |
90 |
174 |
267 |
267 |
|
25 |
31 |
50 |
65 |
89 |
174 |
266 |
266 |
|
26 |
30 |
49 |
68 |
88 |
173 |
265 |
265 |
|
27 |
30 |
48 |
70 |
87 |
172 |
265 |
265 |
|
28 |
29 |
47 |
73 |
87 |
171 |
264 |
264 |
|
29 |
28 |
47 |
75 |
86 |
170 |
263 |
263 |
|
30 |
27 |
46 |
77 |
85 |
170 |
262 |
262 |
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 |
50 |
166 |
298 |
3 062 |
|
2 |
14 |
27 |
33 |
54 |
169 |
339 |
2 300 |
|
3 |
17 |
30 |
38 |
62 |
168 |
355 |
1 749 |
|
4 |
20 |
34 |
44 |
68 |
168 |
356 |
1 358 |
|
5 |
22 |
37 |
48 |
71 |
169 |
348 |
1 080 |
|
6 |
22 |
38 |
49 |
73 |
167 |
335 |
878 |
|
7 |
27 |
44 |
54 |
78 |
171 |
320 |
727 |
|
8 |
26 |
43 |
54 |
80 |
170 |
303 |
612 |
|
9 |
27 |
45 |
57 |
83 |
171 |
287 |
522 |
|
10 |
29 |
47 |
59 |
86 |
172 |
270 |
450 |
|
11 |
30 |
49 |
61 |
88 |
173 |
265 |
391 |
|
12 |
31 |
49 |
62 |
89 |
173 |
266 |
342 |
|
13 |
31 |
50 |
62 |
89 |
174 |
266 |
302 |
|
14 |
32 |
50 |
63 |
90 |
174 |
267 |
267 |
|
15 |
32 |
51 |
63 |
90 |
174 |
267 |
267 |
|
16 |
32 |
50 |
63 |
90 |
174 |
267 |
267 |
|
17 |
32 |
51 |
63 |
90 |
174 |
267 |
267 |
|
18 |
32 |
50 |
62 |
89 |
174 |
267 |
267 |
|
19 |
31 |
50 |
62 |
89 |
174 |
266 |
266 |
|
20 |
31 |
50 |
62 |
89 |
174 |
266 |
266 |
|
21 |
31 |
50 |
62 |
89 |
174 |
266 |
266 |
|
22 |
31 |
50 |
62 |
89 |
174 |
266 |
266 |
|
23 |
31 |
49 |
62 |
89 |
173 |
266 |
266 |
|
24 |
31 |
49 |
61 |
88 |
173 |
266 |
266 |
|
25 |
30 |
49 |
64 |
88 |
172 |
265 |
265 |
|
26 |
30 |
48 |
66 |
87 |
172 |
265 |
265 |
|
27 |
29 |
48 |
69 |
87 |
171 |
264 |
264 |
|
28 |
29 |
47 |
71 |
86 |
171 |
264 |
264 |
|
29 |
28 |
47 |
74 |
86 |
170 |
263 |
263 |
|
30 |
28 |
46 |
76 |
85 |
170 |
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 |
168 |
307 |
3 164 |
|
2 |
15 |
27 |
33 |
54 |
169 |
348 |
2 367 |
|
3 |
15 |
28 |
36 |
60 |
165 |
362 |
1 790 |
|
4 |
15 |
29 |
39 |
64 |
163 |
361 |
1 385 |
|
5 |
16 |
31 |
42 |
66 |
163 |
352 |
1 098 |
|
6 |
18 |
34 |
45 |
69 |
163 |
339 |
891 |
|
7 |
19 |
36 |
46 |
71 |
163 |
323 |
738 |
|
8 |
19 |
37 |
48 |
73 |
163 |
306 |
620 |
|
9 |
20 |
38 |
49 |
76 |
163 |
289 |
528 |
|
10 |
20 |
39 |
51 |
78 |
163 |
272 |
455 |
|
11 |
21 |
39 |
51 |
78 |
163 |
256 |
395 |
|
12 |
21 |
39 |
52 |
79 |
163 |
256 |
346 |
|
13 |
21 |
39 |
52 |
79 |
163 |
256 |
304 |
|
14 |
21 |
39 |
52 |
79 |
163 |
256 |
270 |
|
15 |
21 |
39 |
52 |
79 |
163 |
256 |
256 |
|
16 |
21 |
39 |
52 |
79 |
163 |
256 |
256 |
|
17 |
21 |
39 |
52 |
79 |
163 |
256 |
256 |
|
18 |
21 |
39 |
52 |
79 |
163 |
256 |
256 |
|
19 |
21 |
39 |
52 |
79 |
163 |
256 |
256 |
|
20 |
21 |
39 |
52 |
79 |
163 |
256 |
256 |
|
21 |
21 |
39 |
55 |
79 |
163 |
256 |
256 |
|
22 |
20 |
39 |
56 |
78 |
163 |
255 |
255 |
|
23 |
20 |
39 |
59 |
78 |
162 |
255 |
255 |
|
24 |
20 |
38 |
61 |
77 |
162 |
255 |
255 |
|
25 |
19 |
38 |
64 |
77 |
161 |
254 |
254 |
|
26 |
19 |
37 |
66 |
76 |
161 |
254 |
254 |
|
27 |
18 |
37 |
69 |
76 |
161 |
253 |
253 |
|
28 |
18 |
36 |
71 |
76 |
160 |
253 |
253 |
|
29 |
17 |
36 |
74 |
75 |
160 |
252 |
252 |
|
30 |
17 |
35 |
76 |
75 |
159 |
252 |
252 |
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 |
203 |
315 |
3 258 |
|
2 |
50 |
62 |
69 |
89 |
205 |
357 |
2 434 |
|
3 |
52 |
65 |
73 |
97 |
202 |
372 |
1 843 |
|
4 |
53 |
67 |
77 |
101 |
201 |
371 |
1 428 |
|
5 |
55 |
69 |
81 |
104 |
202 |
363 |
1 134 |
|
6 |
57 |
73 |
84 |
108 |
202 |
349 |
921 |
|
7 |
58 |
75 |
85 |
110 |
202 |
333 |
762 |
|
8 |
58 |
76 |
86 |
112 |
202 |
316 |
641 |
|
9 |
59 |
76 |
88 |
114 |
202 |
298 |
546 |
|
10 |
59 |
77 |
89 |
116 |
202 |
294 |
470 |
|
11 |
59 |
77 |
90 |
117 |
202 |
294 |
408 |
|
12 |
58 |
77 |
89 |
116 |
201 |
294 |
357 |
|
13 |
58 |
76 |
89 |
116 |
200 |
293 |
314 |
|
14 |
57 |
76 |
88 |
115 |
200 |
292 |
292 |
|
15 |
56 |
75 |
87 |
114 |
199 |
291 |
291 |
|
16 |
56 |
74 |
87 |
114 |
198 |
291 |
291 |
|
17 |
55 |
74 |
86 |
113 |
198 |
290 |
290 |
|
18 |
55 |
73 |
85 |
112 |
197 |
290 |
290 |
|
19 |
54 |
73 |
85 |
112 |
196 |
289 |
289 |
|
20 |
53 |
72 |
84 |
111 |
196 |
288 |
288 |
|
21 |
53 |
71 |
84 |
111 |
195 |
288 |
288 |
|
22 |
52 |
71 |
83 |
110 |
194 |
287 |
287 |
|
23 |
51 |
70 |
82 |
109 |
193 |
286 |
286 |
|
24 |
50 |
69 |
81 |
108 |
193 |
285 |
285 |
|
25 |
49 |
68 |
80 |
107 |
192 |
284 |
284 |
|
26 |
48 |
67 |
79 |
106 |
191 |
283 |
283 |
|
27 |
47 |
66 |
78 |
105 |
190 |
282 |
282 |
|
28 |
47 |
65 |
77 |
104 |
189 |
282 |
282 |
|
29 |
46 |
64 |
76 |
103 |
188 |
281 |
281 |
|
30 |
45 |
63 |
79 |
103 |
187 |
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 |
234 |
329 |
3 414 |
|
2 |
84 |
97 |
103 |
124 |
239 |
375 |
2 567 |
|
3 |
86 |
99 |
107 |
130 |
236 |
392 |
1 952 |
|
4 |
86 |
100 |
110 |
135 |
234 |
393 |
1 516 |
|
5 |
90 |
104 |
116 |
139 |
237 |
385 |
1 205 |
|
6 |
92 |
108 |
119 |
143 |
238 |
371 |
979 |
|
7 |
95 |
111 |
122 |
146 |
238 |
354 |
811 |
|
8 |
96 |
113 |
124 |
149 |
240 |
337 |
683 |
|
9 |
97 |
115 |
127 |
153 |
241 |
333 |
582 |
|
10 |
98 |
116 |
128 |
155 |
241 |
333 |
501 |
|
11 |
98 |
116 |
129 |
156 |
241 |
333 |
435 |
|
12 |
97 |
116 |
128 |
155 |
240 |
332 |
381 |
|
13 |
96 |
115 |
127 |
154 |
239 |
331 |
335 |
|
14 |
95 |
113 |
126 |
153 |
237 |
330 |
330 |
|
15 |
93 |
112 |
124 |
151 |
236 |
328 |
328 |
|
16 |
92 |
111 |
123 |
150 |
234 |
327 |
327 |
|
17 |
91 |
109 |
122 |
149 |
233 |
326 |
326 |
|
18 |
89 |
108 |
120 |
147 |
232 |
324 |
324 |
|
19 |
88 |
107 |
119 |
146 |
230 |
323 |
323 |
|
20 |
87 |
105 |
117 |
144 |
229 |
322 |
322 |
|
21 |
85 |
104 |
116 |
143 |
227 |
320 |
320 |
|
22 |
83 |
102 |
114 |
141 |
226 |
318 |
318 |
|
23 |
82 |
100 |
113 |
140 |
224 |
317 |
317 |
|
24 |
80 |
99 |
111 |
138 |
222 |
315 |
315 |
|
25 |
78 |
97 |
109 |
136 |
221 |
313 |
313 |
|
26 |
77 |
95 |
107 |
134 |
219 |
312 |
312 |
|
27 |
75 |
93 |
106 |
133 |
217 |
310 |
310 |
|
28 |
73 |
92 |
104 |
131 |
216 |
308 |
308 |
|
29 |
72 |
90 |
102 |
129 |
214 |
307 |
307 |
|
30 |
70 |
88 |
101 |
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 |
162 |
307 |
3 164 |
|
2 |
10 |
22 |
29 |
50 |
165 |
347 |
2 360 |
|
3 |
12 |
25 |
33 |
57 |
162 |
361 |
1 786 |
|
4 |
14 |
27 |
37 |
62 |
162 |
361 |
1 384 |
|
5 |
16 |
30 |
42 |
65 |
163 |
352 |
1 099 |
|
6 |
18 |
33 |
44 |
68 |
163 |
339 |
892 |
|
7 |
19 |
36 |
46 |
71 |
163 |
324 |
738 |
|
8 |
19 |
37 |
48 |
73 |
163 |
307 |
621 |
|
9 |
20 |
38 |
49 |
76 |
163 |
289 |
529 |
|
10 |
20 |
38 |
51 |
77 |
163 |
272 |
455 |
|
11 |
20 |
39 |
51 |
78 |
163 |
256 |
395 |
|
12 |
20 |
39 |
51 |
78 |
163 |
255 |
346 |
|
13 |
20 |
38 |
51 |
77 |
162 |
255 |
305 |
|
14 |
19 |
38 |
50 |
77 |
161 |
254 |
270 |
|
15 |
19 |
37 |
49 |
76 |
161 |
254 |
254 |
|
16 |
18 |
36 |
49 |
76 |
160 |
253 |
253 |
|
17 |
18 |
36 |
48 |
75 |
160 |
253 |
253 |
|
18 |
17 |
36 |
48 |
75 |
160 |
252 |
252 |
|
19 |
17 |
36 |
50 |
75 |
160 |
252 |
252 |
|
20 |
18 |
36 |
52 |
75 |
160 |
253 |
253 |
|
21 |
18 |
36 |
55 |
75 |
160 |
253 |
253 |
|
22 |
18 |
36 |
57 |
75 |
160 |
253 |
253 |
|
23 |
18 |
36 |
59 |
75 |
160 |
253 |
253 |
|
24 |
17 |
36 |
62 |
75 |
160 |
252 |
252 |
|
25 |
17 |
36 |
64 |
75 |
160 |
252 |
252 |
|
26 |
17 |
36 |
67 |
75 |
159 |
252 |
252 |
|
27 |
17 |
35 |
69 |
75 |
159 |
252 |
252 |
|
28 |
17 |
35 |
71 |
74 |
159 |
252 |
252 |
|
29 |
16 |
35 |
74 |
74 |
159 |
251 |
251 |
|
30 |
16 |
35 |
77 |
75 |
159 |
251 |
251 |
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 |
107 |
128 |
244 |
338 |
3 307 |
|
2 |
90 |
102 |
109 |
129 |
245 |
364 |
2 485 |
|
3 |
90 |
103 |
112 |
135 |
241 |
380 |
1 888 |
|
4 |
91 |
105 |
115 |
139 |
239 |
381 |
1 465 |
|
5 |
92 |
107 |
118 |
142 |
239 |
372 |
1 164 |
|
6 |
93 |
109 |
120 |
144 |
239 |
359 |
945 |
|
7 |
95 |
111 |
122 |
146 |
239 |
342 |
782 |
|
8 |
95 |
112 |
123 |
148 |
239 |
331 |
658 |
|
9 |
94 |
112 |
124 |
150 |
238 |
330 |
560 |
|
10 |
94 |
112 |
124 |
151 |
237 |
329 |
483 |
|
11 |
92 |
111 |
123 |
150 |
235 |
328 |
419 |
|
12 |
91 |
109 |
122 |
149 |
233 |
326 |
367 |
|
13 |
89 |
108 |
120 |
147 |
232 |
324 |
324 |
|
14 |
88 |
106 |
119 |
145 |
230 |
323 |
323 |
|
15 |
86 |
105 |
117 |
144 |
228 |
321 |
321 |
|
16 |
84 |
103 |
115 |
142 |
227 |
319 |
319 |
|
17 |
83 |
101 |
114 |
141 |
225 |
318 |
318 |
|
18 |
82 |
100 |
112 |
139 |
224 |
317 |
317 |
|
19 |
80 |
99 |
111 |
138 |
223 |
315 |
315 |
|
20 |
79 |
98 |
110 |
137 |
222 |
314 |
314 |
|
21 |
78 |
97 |
109 |
136 |
221 |
313 |
313 |
|
22 |
77 |
96 |
108 |
135 |
219 |
312 |
312 |
|
23 |
76 |
94 |
107 |
134 |
218 |
311 |
311 |
|
24 |
75 |
93 |
106 |
132 |
217 |
310 |
310 |
|
25 |
73 |
92 |
104 |
131 |
216 |
308 |
308 |
|
26 |
72 |
91 |
103 |
130 |
215 |
307 |
307 |
|
27 |
71 |
90 |
102 |
129 |
213 |
306 |
306 |
|
28 |
70 |
88 |
101 |
128 |
212 |
305 |
305 |
|
29 |
69 |
87 |
100 |
127 |
211 |
304 |
304 |
|
30 |
68 |
86 |
99 |
125 |
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 |
298 |
310 |
316 |
337 |
452 |
547 |
3 519 |
|
2 |
84 |
96 |
103 |
123 |
239 |
380 |
2 611 |
|
3 |
85 |
98 |
107 |
130 |
236 |
394 |
1 968 |
|
4 |
87 |
101 |
111 |
135 |
235 |
392 |
1 520 |
|
5 |
89 |
104 |
115 |
138 |
236 |
382 |
1 204 |
|
6 |
91 |
107 |
118 |
142 |
237 |
368 |
976 |
|
7 |
93 |
110 |
120 |
144 |
237 |
351 |
807 |
|
8 |
94 |
111 |
122 |
147 |
238 |
332 |
678 |
|
9 |
95 |
112 |
124 |
150 |
238 |
330 |
577 |
|
10 |
95 |
113 |
125 |
152 |
238 |
330 |
497 |
|
11 |
95 |
113 |
126 |
153 |
238 |
330 |
431 |
|
12 |
95 |
114 |
126 |
153 |
238 |
330 |
377 |
|
13 |
95 |
114 |
126 |
153 |
238 |
330 |
331 |
|
14 |
96 |
114 |
127 |
154 |
238 |
331 |
331 |
|
15 |
96 |
115 |
127 |
154 |
239 |
331 |
331 |
|
16 |
97 |
116 |
128 |
155 |
240 |
332 |
332 |
|
17 |
98 |
117 |
129 |
156 |
240 |
333 |
333 |
|
18 |
99 |
117 |
130 |
157 |
241 |
334 |
334 |
|
19 |
100 |
118 |
130 |
157 |
242 |
335 |
335 |
|
20 |
100 |
118 |
131 |
158 |
242 |
335 |
335 |
|
21 |
100 |
118 |
131 |
158 |
242 |
335 |
335 |
|
22 |
99 |
118 |
130 |
157 |
242 |
334 |
334 |
|
23 |
99 |
117 |
129 |
156 |
241 |
334 |
334 |
|
24 |
98 |
116 |
128 |
155 |
240 |
333 |
333 |
|
25 |
96 |
115 |
127 |
154 |
239 |
331 |
331 |
|
26 |
95 |
114 |
126 |
153 |
238 |
330 |
330 |
|
27 |
94 |
112 |
125 |
152 |
236 |
329 |
329 |
|
28 |
92 |
111 |
123 |
150 |
235 |
327 |
327 |
|
29 |
91 |
109 |
122 |
149 |
233 |
326 |
326 |
|
30 |
89 |
108 |
120 |
147 |
232 |
324 |
324 |
3.21. New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
5 |
12 |
32 |
148 |
292 |
2 997 |
|
2 |
0 |
5 |
11 |
32 |
148 |
332 |
2 249 |
|
3 |
1 |
5 |
14 |
37 |
143 |
347 |
1 708 |
|
4 |
1 |
6 |
16 |
40 |
140 |
348 |
1 326 |
|
5 |
1 |
7 |
18 |
42 |
139 |
340 |
1 054 |
|
6 |
2 |
9 |
20 |
44 |
139 |
327 |
856 |
|
7 |
2 |
11 |
21 |
45 |
138 |
312 |
709 |
|
8 |
2 |
11 |
22 |
47 |
137 |
296 |
596 |
|
9 |
4 |
11 |
24 |
49 |
136 |
279 |
508 |
|
10 |
4 |
11 |
27 |
50 |
136 |
263 |
438 |
|
11 |
4 |
12 |
29 |
51 |
136 |
247 |
380 |
|
12 |
4 |
12 |
31 |
51 |
136 |
232 |
333 |
|
13 |
5 |
12 |
34 |
51 |
136 |
229 |
294 |
|
14 |
5 |
12 |
37 |
52 |
136 |
229 |
260 |
|
15 |
6 |
13 |
38 |
52 |
137 |
229 |
232 |
|
16 |
6 |
13 |
41 |
52 |
137 |
229 |
229 |
|
17 |
6 |
15 |
44 |
53 |
137 |
230 |
230 |
|
18 |
6 |
15 |
45 |
53 |
138 |
231 |
231 |
|
19 |
7 |
16 |
48 |
54 |
139 |
231 |
231 |
|
20 |
7 |
17 |
51 |
55 |
140 |
232 |
232 |
|
21 |
8 |
18 |
53 |
56 |
141 |
233 |
233 |
|
22 |
9 |
18 |
55 |
58 |
141 |
234 |
234 |
|
23 |
9 |
20 |
58 |
60 |
142 |
234 |
234 |
|
24 |
9 |
20 |
60 |
61 |
142 |
235 |
235 |
|
25 |
10 |
22 |
63 |
63 |
143 |
235 |
235 |
|
26 |
10 |
22 |
65 |
65 |
143 |
236 |
236 |
|
27 |
10 |
23 |
68 |
67 |
143 |
236 |
236 |
|
28 |
11 |
24 |
70 |
69 |
143 |
236 |
236 |
|
29 |
11 |
25 |
72 |
71 |
144 |
236 |
236 |
|
30 |
12 |
26 |
75 |
73 |
144 |
236 |
236 |
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 |
45 |
58 |
64 |
85 |
200 |
311 |
3 211 |
|
2 |
46 |
58 |
65 |
86 |
201 |
351 |
2 393 |
|
3 |
46 |
59 |
67 |
90 |
196 |
365 |
1 811 |
|
4 |
45 |
59 |
69 |
94 |
193 |
365 |
1 402 |
|
5 |
46 |
60 |
72 |
95 |
192 |
356 |
1 113 |
|
6 |
47 |
62 |
73 |
98 |
192 |
343 |
903 |
|
7 |
47 |
64 |
74 |
98 |
191 |
327 |
747 |
|
8 |
47 |
64 |
75 |
100 |
190 |
310 |
628 |
|
9 |
47 |
64 |
76 |
102 |
190 |
293 |
535 |
|
10 |
46 |
64 |
76 |
103 |
189 |
281 |
461 |
|
11 |
45 |
63 |
76 |
103 |
187 |
280 |
401 |
|
12 |
44 |
62 |
75 |
102 |
186 |
279 |
351 |
|
13 |
42 |
61 |
73 |
100 |
185 |
277 |
309 |
|
14 |
41 |
60 |
72 |
99 |
184 |
276 |
276 |
|
15 |
40 |
59 |
71 |
98 |
183 |
275 |
275 |
|
16 |
39 |
57 |
70 |
97 |
181 |
274 |
274 |
|
17 |
38 |
57 |
69 |
96 |
180 |
273 |
273 |
|
18 |
37 |
56 |
68 |
95 |
180 |
272 |
272 |
|
19 |
37 |
55 |
67 |
94 |
179 |
272 |
272 |
|
20 |
36 |
55 |
67 |
94 |
178 |
271 |
271 |
|
21 |
36 |
54 |
66 |
93 |
178 |
271 |
271 |
|
22 |
35 |
54 |
66 |
93 |
177 |
270 |
270 |
|
23 |
34 |
53 |
65 |
92 |
177 |
269 |
269 |
|
24 |
34 |
52 |
65 |
92 |
176 |
269 |
269 |
|
25 |
33 |
52 |
65 |
91 |
175 |
268 |
268 |
|
26 |
32 |
51 |
68 |
90 |
175 |
267 |
267 |
|
27 |
32 |
50 |
70 |
89 |
174 |
267 |
267 |
|
28 |
31 |
50 |
73 |
89 |
173 |
266 |
266 |
|
29 |
30 |
49 |
75 |
88 |
173 |
265 |
265 |
|
30 |
30 |
48 |
77 |
88 |
172 |
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 |
147 |
263 |
357 |
3 364 |
|
2 |
109 |
122 |
128 |
149 |
264 |
368 |
2 519 |
|
3 |
111 |
124 |
132 |
156 |
262 |
385 |
1 913 |
|
4 |
113 |
126 |
137 |
161 |
261 |
386 |
1 486 |
|
5 |
115 |
129 |
141 |
164 |
262 |
378 |
1 183 |
|
6 |
117 |
133 |
144 |
168 |
262 |
365 |
963 |
|
7 |
119 |
135 |
146 |
170 |
263 |
355 |
800 |
|
8 |
119 |
136 |
147 |
173 |
263 |
355 |
674 |
|
9 |
119 |
137 |
149 |
175 |
263 |
355 |
576 |
|
10 |
119 |
138 |
150 |
177 |
262 |
355 |
497 |
|
11 |
119 |
137 |
150 |
177 |
262 |
354 |
432 |
|
12 |
118 |
137 |
149 |
176 |
260 |
353 |
379 |
|
13 |
117 |
135 |
148 |
175 |
259 |
352 |
352 |
|
14 |
115 |
134 |
146 |
173 |
258 |
350 |
350 |
|
15 |
114 |
132 |
144 |
171 |
256 |
349 |
349 |
|
16 |
111 |
130 |
142 |
169 |
254 |
346 |
346 |
|
17 |
110 |
128 |
141 |
167 |
252 |
345 |
345 |
|
18 |
108 |
126 |
139 |
166 |
250 |
343 |
343 |
|
19 |
106 |
125 |
137 |
164 |
248 |
341 |
341 |
|
20 |
104 |
123 |
135 |
162 |
247 |
339 |
339 |
|
21 |
103 |
121 |
134 |
161 |
245 |
338 |
338 |
|
22 |
101 |
119 |
132 |
159 |
243 |
336 |
336 |
|
23 |
99 |
118 |
130 |
157 |
241 |
334 |
334 |
|
24 |
97 |
116 |
128 |
155 |
240 |
332 |
332 |
|
25 |
95 |
114 |
126 |
153 |
238 |
330 |
330 |
|
26 |
93 |
112 |
124 |
151 |
236 |
328 |
328 |
|
27 |
92 |
110 |
122 |
149 |
234 |
327 |
327 |
|
28 |
90 |
108 |
121 |
148 |
232 |
325 |
325 |
|
29 |
88 |
107 |
119 |
146 |
231 |
323 |
323 |
|
30 |
86 |
105 |
117 |
144 |
229 |
321 |
321 |
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 |
161 |
173 |
180 |
201 |
316 |
410 |
3 462 |
|
2 |
169 |
182 |
188 |
209 |
324 |
418 |
2 593 |
|
3 |
174 |
187 |
195 |
218 |
324 |
418 |
1 970 |
|
4 |
176 |
190 |
200 |
224 |
324 |
417 |
1 530 |
|
5 |
177 |
192 |
203 |
227 |
324 |
417 |
1 217 |
|
6 |
178 |
194 |
205 |
229 |
324 |
416 |
989 |
|
7 |
179 |
196 |
206 |
230 |
323 |
415 |
819 |
|
8 |
178 |
195 |
206 |
232 |
322 |
414 |
689 |
|
9 |
178 |
195 |
207 |
233 |
321 |
414 |
587 |
|
10 |
177 |
195 |
208 |
234 |
320 |
413 |
505 |
|
11 |
176 |
194 |
207 |
234 |
318 |
411 |
439 |
|
12 |
174 |
192 |
205 |
232 |
316 |
409 |
409 |
|
13 |
171 |
190 |
202 |
229 |
314 |
406 |
406 |
|
14 |
168 |
187 |
199 |
226 |
311 |
403 |
403 |
|
15 |
166 |
184 |
196 |
223 |
308 |
401 |
401 |
|
16 |
163 |
181 |
194 |
220 |
305 |
398 |
398 |
|
17 |
160 |
178 |
191 |
218 |
302 |
395 |
395 |
|
18 |
157 |
175 |
188 |
215 |
299 |
392 |
392 |
|
19 |
154 |
173 |
185 |
212 |
296 |
389 |
389 |
|
20 |
151 |
170 |
182 |
209 |
294 |
386 |
386 |
|
21 |
148 |
167 |
179 |
206 |
291 |
383 |
383 |
|
22 |
145 |
164 |
176 |
203 |
288 |
380 |
380 |
|
23 |
142 |
161 |
173 |
200 |
285 |
377 |
377 |
|
24 |
139 |
158 |
170 |
197 |
281 |
374 |
374 |
|
25 |
136 |
155 |
167 |
194 |
278 |
371 |
371 |
|
26 |
133 |
152 |
164 |
191 |
275 |
368 |
368 |
|
27 |
130 |
149 |
161 |
188 |
273 |
365 |
365 |
|
28 |
127 |
146 |
158 |
185 |
270 |
362 |
362 |
|
29 |
125 |
143 |
155 |
182 |
267 |
360 |
360 |
|
30 |
122 |
140 |
153 |
180 |
264 |
357 |
357 |
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 |
25 |
37 |
44 |
65 |
180 |
296 |
3 045 |
|
2 |
26 |
38 |
45 |
66 |
181 |
337 |
2 286 |
|
3 |
26 |
39 |
48 |
71 |
177 |
353 |
1 738 |
|
4 |
27 |
40 |
50 |
75 |
175 |
354 |
1 350 |
|
5 |
27 |
42 |
53 |
77 |
174 |
346 |
1 074 |
|
6 |
28 |
44 |
55 |
79 |
174 |
334 |
873 |
|
7 |
29 |
46 |
56 |
81 |
173 |
318 |
723 |
|
8 |
29 |
46 |
57 |
82 |
172 |
302 |
609 |
|
9 |
28 |
46 |
58 |
84 |
172 |
285 |
519 |
|
10 |
28 |
46 |
59 |
85 |
171 |
268 |
447 |
|
11 |
28 |
46 |
59 |
86 |
170 |
263 |
389 |
|
12 |
27 |
46 |
58 |
85 |
170 |
262 |
340 |
|
13 |
27 |
46 |
58 |
85 |
169 |
262 |
300 |
|
14 |
27 |
45 |
58 |
84 |
169 |
262 |
266 |
|
15 |
26 |
45 |
57 |
84 |
169 |
261 |
261 |
|
16 |
26 |
45 |
57 |
84 |
169 |
261 |
261 |
|
17 |
27 |
45 |
57 |
84 |
169 |
262 |
262 |
|
18 |
27 |
45 |
58 |
84 |
169 |
262 |
262 |
|
19 |
27 |
45 |
58 |
85 |
169 |
262 |
262 |
|
20 |
27 |
46 |
58 |
85 |
169 |
262 |
262 |
|
21 |
27 |
46 |
58 |
85 |
169 |
262 |
262 |
|
22 |
27 |
45 |
58 |
85 |
169 |
262 |
262 |
|
23 |
27 |
45 |
59 |
85 |
169 |
262 |
262 |
|
24 |
27 |
45 |
61 |
84 |
169 |
262 |
262 |
|
25 |
26 |
45 |
64 |
84 |
169 |
261 |
261 |
|
26 |
26 |
45 |
66 |
84 |
168 |
261 |
261 |
|
27 |
26 |
44 |
69 |
83 |
168 |
261 |
261 |
|
28 |
25 |
44 |
71 |
83 |
168 |
260 |
260 |
|
29 |
25 |
44 |
74 |
83 |
167 |
260 |
260 |
|
30 |
25 |
43 |
76 |
82 |
167 |
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 |
42 |
63 |
178 |
302 |
3 109 |
|
2 |
26 |
38 |
44 |
65 |
180 |
344 |
2 338 |
|
3 |
27 |
40 |
48 |
72 |
178 |
360 |
1 778 |
|
4 |
29 |
42 |
52 |
77 |
177 |
361 |
1 381 |
|
5 |
31 |
45 |
57 |
80 |
177 |
353 |
1 098 |
|
6 |
32 |
48 |
59 |
83 |
178 |
340 |
892 |
|
7 |
34 |
51 |
62 |
86 |
178 |
325 |
739 |
|
8 |
35 |
52 |
63 |
88 |
178 |
308 |
622 |
|
9 |
35 |
53 |
65 |
91 |
179 |
291 |
530 |
|
10 |
36 |
54 |
67 |
93 |
179 |
274 |
456 |
|
11 |
37 |
55 |
68 |
95 |
179 |
272 |
397 |
|
12 |
37 |
56 |
68 |
95 |
180 |
272 |
347 |
|
13 |
37 |
56 |
68 |
95 |
180 |
272 |
306 |
|
14 |
37 |
56 |
68 |
95 |
180 |
272 |
272 |
|
15 |
37 |
56 |
68 |
95 |
180 |
272 |
272 |
|
16 |
37 |
56 |
68 |
95 |
179 |
272 |
272 |
|
17 |
37 |
56 |
68 |
95 |
180 |
272 |
272 |
|
18 |
37 |
56 |
68 |
95 |
180 |
272 |
272 |
|
19 |
38 |
56 |
68 |
95 |
180 |
273 |
273 |
|
20 |
38 |
56 |
69 |
96 |
180 |
273 |
273 |
|
21 |
38 |
57 |
69 |
96 |
180 |
273 |
273 |
|
22 |
38 |
56 |
69 |
96 |
180 |
273 |
273 |
|
23 |
38 |
56 |
69 |
95 |
180 |
273 |
273 |
|
24 |
37 |
56 |
68 |
95 |
180 |
272 |
272 |
|
25 |
37 |
55 |
68 |
95 |
179 |
272 |
272 |
|
26 |
36 |
55 |
68 |
94 |
179 |
271 |
271 |
|
27 |
36 |
54 |
70 |
94 |
178 |
271 |
271 |
|
28 |
35 |
54 |
73 |
93 |
177 |
270 |
270 |
|
29 |
35 |
53 |
75 |
92 |
177 |
270 |
270 |
|
30 |
34 |
52 |
77 |
92 |
176 |
269 |
269 |
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 |
123 |
135 |
142 |
162 |
278 |
372 |
3 712 |
|
2 |
121 |
133 |
140 |
161 |
276 |
400 |
2 766 |
|
3 |
120 |
133 |
141 |
165 |
271 |
415 |
2 087 |
|
4 |
120 |
134 |
144 |
168 |
268 |
414 |
1 611 |
|
5 |
120 |
135 |
146 |
170 |
267 |
403 |
1 274 |
|
6 |
121 |
136 |
147 |
172 |
266 |
387 |
1 032 |
|
7 |
121 |
138 |
148 |
173 |
265 |
369 |
852 |
|
8 |
121 |
138 |
149 |
174 |
265 |
357 |
715 |
|
9 |
120 |
138 |
150 |
176 |
264 |
356 |
609 |
|
10 |
120 |
138 |
151 |
177 |
263 |
356 |
524 |
|
11 |
120 |
138 |
151 |
178 |
262 |
355 |
455 |
|
12 |
119 |
137 |
150 |
177 |
261 |
354 |
398 |
|
13 |
118 |
136 |
149 |
176 |
260 |
353 |
353 |
|
14 |
117 |
135 |
147 |
174 |
259 |
352 |
352 |
|
15 |
115 |
133 |
146 |
172 |
257 |
350 |
350 |
|
16 |
113 |
131 |
144 |
171 |
255 |
348 |
348 |
|
17 |
110 |
129 |
141 |
168 |
253 |
345 |
345 |
|
18 |
108 |
127 |
139 |
166 |
251 |
343 |
343 |
|
19 |
106 |
125 |
137 |
164 |
249 |
341 |
341 |
|
20 |
104 |
123 |
135 |
162 |
247 |
339 |
339 |
|
21 |
102 |
121 |
133 |
160 |
244 |
337 |
337 |
|
22 |
100 |
118 |
131 |
158 |
242 |
335 |
335 |
|
23 |
98 |
116 |
129 |
155 |
240 |
333 |
333 |
|
24 |
95 |
114 |
126 |
153 |
238 |
330 |
330 |
|
25 |
93 |
112 |
124 |
151 |
236 |
328 |
328 |
|
26 |
91 |
110 |
122 |
149 |
233 |
326 |
326 |
|
27 |
89 |
107 |
120 |
147 |
231 |
324 |
324 |
|
28 |
87 |
105 |
118 |
145 |
229 |
322 |
322 |
|
29 |
85 |
103 |
116 |
143 |
227 |
320 |
320 |
|
30 |
83 |
101 |
114 |
141 |
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 |
151 |
302 |
3 110 |
|
2 |
0 |
10 |
17 |
38 |
153 |
342 |
2 324 |
|
3 |
1 |
12 |
21 |
44 |
150 |
357 |
1 761 |
|
4 |
1 |
14 |
25 |
49 |
149 |
357 |
1 365 |
|
5 |
2 |
17 |
28 |
52 |
149 |
348 |
1 084 |
|
6 |
4 |
20 |
31 |
55 |
150 |
335 |
881 |
|
7 |
6 |
23 |
33 |
57 |
150 |
320 |
729 |
|
8 |
6 |
24 |
35 |
60 |
150 |
303 |
613 |
|
9 |
7 |
24 |
36 |
62 |
150 |
286 |
522 |
|
10 |
7 |
25 |
37 |
64 |
150 |
269 |
450 |
|
11 |
7 |
25 |
38 |
65 |
149 |
253 |
391 |
|
12 |
7 |
25 |
38 |
65 |
149 |
242 |
342 |
|
13 |
6 |
25 |
37 |
64 |
149 |
241 |
301 |
|
14 |
6 |
25 |
37 |
64 |
149 |
241 |
267 |
|
15 |
6 |
25 |
40 |
64 |
148 |
241 |
241 |
|
16 |
6 |
24 |
42 |
64 |
148 |
241 |
241 |
|
17 |
6 |
24 |
44 |
64 |
148 |
241 |
241 |
|
18 |
6 |
24 |
47 |
64 |
148 |
241 |
241 |
|
19 |
7 |
25 |
49 |
64 |
149 |
241 |
241 |
|
20 |
8 |
25 |
52 |
64 |
149 |
242 |
242 |
|
21 |
8 |
26 |
54 |
65 |
149 |
242 |
242 |
|
22 |
9 |
26 |
56 |
65 |
150 |
242 |
242 |
|
23 |
9 |
26 |
59 |
65 |
150 |
243 |
243 |
|
24 |
9 |
26 |
61 |
65 |
150 |
243 |
243 |
|
25 |
10 |
26 |
64 |
66 |
150 |
243 |
243 |
|
26 |
10 |
26 |
66 |
67 |
150 |
243 |
243 |
|
27 |
11 |
26 |
69 |
68 |
150 |
243 |
243 |
|
28 |
11 |
26 |
71 |
70 |
150 |
243 |
243 |
|
29 |
11 |
26 |
74 |
72 |
150 |
243 |
243 |
|
30 |
12 |
26 |
76 |
73 |
150 |
243 |
243 |
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 |
48 |
69 |
184 |
303 |
3 123 |
|
2 |
30 |
42 |
49 |
69 |
185 |
344 |
2 336 |
|
3 |
29 |
42 |
50 |
74 |
179 |
358 |
1 770 |
|
4 |
28 |
42 |
52 |
76 |
176 |
359 |
1 373 |
|
5 |
28 |
43 |
54 |
78 |
175 |
350 |
1 090 |
|
6 |
31 |
46 |
57 |
82 |
176 |
337 |
885 |
|
7 |
29 |
46 |
56 |
80 |
173 |
321 |
733 |
|
8 |
32 |
50 |
60 |
86 |
176 |
305 |
616 |
|
9 |
32 |
50 |
61 |
87 |
175 |
288 |
525 |
|
10 |
27 |
45 |
58 |
84 |
170 |
271 |
452 |
|
11 |
23 |
42 |
54 |
81 |
166 |
259 |
393 |
|
12 |
20 |
39 |
51 |
78 |
163 |
256 |
344 |
|
13 |
18 |
37 |
49 |
76 |
161 |
253 |
303 |
|
14 |
17 |
35 |
47 |
74 |
159 |
252 |
268 |
|
15 |
15 |
34 |
46 |
73 |
158 |
250 |
250 |
|
16 |
14 |
32 |
45 |
72 |
156 |
249 |
249 |
|
17 |
13 |
32 |
45 |
71 |
155 |
248 |
248 |
|
18 |
12 |
31 |
47 |
70 |
155 |
247 |
247 |
|
19 |
12 |
31 |
49 |
70 |
155 |
247 |
247 |
|
20 |
12 |
31 |
52 |
70 |
155 |
247 |
247 |
|
21 |
12 |
31 |
55 |
70 |
155 |
247 |
247 |
|
22 |
12 |
31 |
56 |
70 |
154 |
247 |
247 |
|
23 |
12 |
31 |
59 |
70 |
154 |
247 |
247 |
|
24 |
12 |
30 |
61 |
70 |
154 |
247 |
247 |
|
25 |
12 |
30 |
64 |
70 |
154 |
247 |
247 |
|
26 |
12 |
30 |
66 |
69 |
154 |
247 |
247 |
|
27 |
11 |
30 |
69 |
69 |
154 |
246 |
246 |
|
28 |
11 |
30 |
71 |
70 |
154 |
246 |
246 |
|
29 |
11 |
30 |
74 |
72 |
154 |
246 |
246 |
|
30 |
12 |
30 |
76 |
73 |
153 |
246 |
246 |
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 |
209 |
221 |
228 |
249 |
364 |
476 |
5 128 |
|
2 |
206 |
218 |
225 |
245 |
361 |
525 |
3 766 |
|
3 |
201 |
214 |
222 |
245 |
351 |
527 |
2 758 |
|
4 |
197 |
210 |
220 |
245 |
344 |
510 |
2 068 |
|
5 |
192 |
207 |
218 |
242 |
339 |
486 |
1 599 |
|
6 |
189 |
205 |
216 |
240 |
335 |
459 |
1 272 |
|
7 |
186 |
203 |
213 |
237 |
330 |
433 |
1 038 |
|
8 |
182 |
199 |
210 |
235 |
326 |
418 |
865 |
|
9 |
178 |
196 |
207 |
234 |
321 |
414 |
733 |
|
10 |
174 |
192 |
205 |
231 |
317 |
410 |
629 |
|
11 |
170 |
189 |
201 |
228 |
313 |
406 |
544 |
|
12 |
166 |
185 |
197 |
224 |
309 |
401 |
474 |
|
13 |
162 |
181 |
193 |
220 |
305 |
397 |
416 |
|
14 |
158 |
177 |
189 |
216 |
301 |
393 |
393 |
|
15 |
155 |
173 |
186 |
213 |
297 |
390 |
390 |
|
16 |
151 |
170 |
182 |
209 |
294 |
386 |
386 |
|
17 |
148 |
166 |
179 |
206 |
290 |
383 |
383 |
|
18 |
145 |
163 |
176 |
202 |
287 |
380 |
380 |
|
19 |
142 |
160 |
172 |
199 |
284 |
377 |
377 |
|
20 |
139 |
157 |
170 |
196 |
281 |
374 |
374 |
|
21 |
136 |
154 |
167 |
193 |
278 |
371 |
371 |
|
22 |
133 |
151 |
164 |
191 |
275 |
368 |
368 |
|
23 |
130 |
148 |
161 |
188 |
272 |
365 |
365 |
|
24 |
127 |
145 |
158 |
185 |
269 |
362 |
362 |
|
25 |
124 |
143 |
155 |
182 |
266 |
359 |
359 |
|
26 |
121 |
140 |
152 |
179 |
264 |
356 |
356 |
|
27 |
119 |
137 |
150 |
176 |
261 |
354 |
354 |
|
28 |
116 |
135 |
147 |
174 |
258 |
351 |
351 |
|
29 |
114 |
132 |
144 |
171 |
256 |
349 |
349 |
|
30 |
111 |
130 |
142 |
169 |
254 |
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 |
167 |
309 |
3 187 |
|
2 |
0 |
14 |
25 |
50 |
167 |
349 |
2 374 |
|
3 |
1 |
17 |
28 |
55 |
164 |
363 |
1 796 |
|
4 |
1 |
20 |
31 |
60 |
163 |
362 |
1 391 |
|
5 |
3 |
23 |
36 |
66 |
163 |
354 |
1 104 |
|
6 |
6 |
27 |
39 |
68 |
164 |
340 |
896 |
|
7 |
8 |
31 |
42 |
70 |
164 |
324 |
741 |
|
8 |
11 |
34 |
46 |
74 |
164 |
307 |
623 |
|
9 |
13 |
37 |
50 |
76 |
164 |
290 |
531 |
|
10 |
14 |
39 |
51 |
77 |
164 |
273 |
457 |
|
11 |
15 |
41 |
53 |
78 |
164 |
257 |
397 |
|
12 |
16 |
42 |
54 |
79 |
164 |
257 |
347 |
|
13 |
17 |
43 |
55 |
80 |
164 |
257 |
306 |
|
14 |
17 |
44 |
55 |
81 |
164 |
257 |
271 |
|
15 |
17 |
44 |
56 |
81 |
164 |
257 |
257 |
|
16 |
17 |
45 |
56 |
81 |
164 |
256 |
256 |
|
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 |
164 |
257 |
257 |
|
21 |
17 |
45 |
56 |
81 |
164 |
257 |
257 |
|
22 |
17 |
45 |
57 |
81 |
164 |
257 |
257 |
|
23 |
17 |
45 |
59 |
81 |
164 |
257 |
257 |
|
24 |
17 |
45 |
62 |
81 |
164 |
257 |
257 |
|
25 |
17 |
45 |
64 |
81 |
164 |
256 |
256 |
|
26 |
17 |
45 |
66 |
81 |
164 |
256 |
256 |
|
27 |
17 |
45 |
69 |
81 |
163 |
256 |
256 |
|
28 |
17 |
45 |
71 |
81 |
163 |
256 |
256 |
|
29 |
17 |
45 |
74 |
81 |
163 |
255 |
255 |
|
30 |
17 |
45 |
76 |
81 |
162 |
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 |
12 |
128 |
288 |
2 956 |
|
2 |
0 |
1 |
6 |
13 |
127 |
328 |
2 220 |
|
3 |
1 |
1 |
8 |
16 |
121 |
344 |
1 687 |
|
4 |
1 |
3 |
11 |
18 |
118 |
344 |
1 310 |
|
5 |
1 |
4 |
13 |
21 |
117 |
337 |
1 042 |
|
6 |
2 |
4 |
16 |
23 |
117 |
324 |
848 |
|
7 |
2 |
6 |
19 |
26 |
116 |
310 |
703 |
|
8 |
2 |
6 |
21 |
29 |
116 |
294 |
591 |
|
9 |
4 |
7 |
24 |
30 |
116 |
278 |
504 |
|
10 |
4 |
9 |
27 |
33 |
116 |
261 |
435 |
|
11 |
4 |
9 |
29 |
35 |
117 |
246 |
378 |
|
12 |
4 |
9 |
31 |
37 |
117 |
231 |
331 |
|
13 |
5 |
11 |
34 |
40 |
117 |
216 |
292 |
|
14 |
5 |
11 |
37 |
42 |
117 |
210 |
259 |
|
15 |
6 |
13 |
38 |
44 |
117 |
210 |
231 |
|
16 |
6 |
13 |
41 |
45 |
118 |
210 |
210 |
|
17 |
6 |
15 |
44 |
47 |
118 |
211 |
211 |
|
18 |
6 |
15 |
45 |
50 |
119 |
211 |
211 |
|
19 |
7 |
16 |
48 |
51 |
122 |
212 |
212 |
|
20 |
7 |
17 |
51 |
54 |
123 |
212 |
212 |
|
21 |
7 |
18 |
52 |
55 |
125 |
213 |
213 |
|
22 |
9 |
18 |
55 |
58 |
127 |
213 |
213 |
|
23 |
9 |
20 |
57 |
59 |
128 |
213 |
213 |
|
24 |
9 |
20 |
60 |
61 |
130 |
213 |
213 |
|
25 |
10 |
21 |
62 |
63 |
132 |
213 |
213 |
|
26 |
10 |
22 |
65 |
65 |
133 |
213 |
213 |
|
27 |
10 |
23 |
67 |
67 |
133 |
213 |
213 |
|
28 |
11 |
24 |
69 |
68 |
135 |
213 |
213 |
|
29 |
11 |
25 |
72 |
70 |
136 |
213 |
213 |
|
30 |
12 |
25 |
75 |
72 |
137 |
213 |
213 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
20 |
|
Euro |
Belgium |
20 |
|
Euro |
Croatia |
20 |
|
Euro |
Cyprus |
20 |
|
Euro |
Estonia |
20 |
|
Euro |
Finland |
20 |
|
Euro |
France |
20 |
|
Euro |
Germany |
20 |
|
Euro |
Greece |
20 |
|
Euro |
Ireland |
20 |
|
Euro |
Italy |
20 |
|
Euro |
Latvia |
20 |
|
Euro |
Lithuania |
20 |
|
Euro |
Luxembourg |
20 |
|
Euro |
Malta |
20 |
|
Euro |
Netherlands |
20 |
|
Euro |
Portugal |
20 |
|
Euro |
Slovakia |
20 |
|
Euro |
Slovenia |
20 |
|
Euro |
Spain |
20 |
|
Czech koruna |
Czech Republic |
15 |
|
Danish krone |
Denmark |
23 |
|
Forint |
Hungary |
9 |
|
Krona |
Sweden |
2 |
|
Lev |
Bulgaria |
32 |
|
Pound sterling |
United Kingdom |
19 |
|
Romanian leu |
Romania |
12 |
|
Zloty |
Poland |
14 |
|
Króna |
Iceland |
53 |
|
Norwegian krone |
Norway |
27 |
|
Swiss franc |
Liechtenstein |
-3 |
|
Swiss franc |
Switzerland |
-3 |
|
Australian dollar |
Australia |
17 |
|
Canadian dollar |
Canada |
27 |
|
Renminbi-yuan |
China |
7 |
|
Hong Kong dollar |
Hong Kong |
4 |
|
US dollar |
United States |
47 |
|
Yen |
Japan |
-1 |
ELI: http://data.europa.eu/eli/reg_impl/2024/456/oj
ISSN 1977-0677 (electronic edition)