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Document 32024R1289
Commission Implementing Regulation (EU) 2024/1289 of 13 May 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 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) 2024/1289 of 13 May 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 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) 2024/1289 of 13 May 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 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/2024/3080
OJ L, 2024/1289, 14.5.2024, ELI: http://data.europa.eu/eli/reg_impl/2024/1289/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 L series |
|
2024/1289 |
14.5.2024 |
COMMISSION IMPLEMENTING REGULATION (EU) 2024/1289
of 13 May 2024
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 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 5 April 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2024 market data. That information was published on 5 April 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 March 2024 until 29 June 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 March 2024.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 13 May 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 |
3,514 % |
4,335 % |
3,504 % |
6,606 % |
3,313 % |
3,464 % |
|
2 |
3,035 % |
3,825 % |
3,025 % |
6,665 % |
3,122 % |
2,985 % |
|
3 |
2,783 % |
3,632 % |
2,773 % |
6,661 % |
2,864 % |
2,733 % |
|
4 |
2,637 % |
3,559 % |
2,627 % |
6,661 % |
2,705 % |
2,587 % |
|
5 |
2,549 % |
3,532 % |
2,539 % |
6,665 % |
2,615 % |
2,499 % |
|
6 |
2,502 % |
3,533 % |
2,492 % |
6,663 % |
2,563 % |
2,452 % |
|
7 |
2,477 % |
3,548 % |
2,467 % |
6,656 % |
2,535 % |
2,427 % |
|
8 |
2,466 % |
3,570 % |
2,456 % |
6,650 % |
2,524 % |
2,416 % |
|
9 |
2,464 % |
3,594 % |
2,454 % |
6,635 % |
2,528 % |
2,414 % |
|
10 |
2,470 % |
3,618 % |
2,460 % |
6,622 % |
2,545 % |
2,420 % |
|
11 |
2,487 % |
3,641 % |
2,477 % |
6,613 % |
2,576 % |
2,437 % |
|
12 |
2,487 % |
3,661 % |
2,477 % |
6,606 % |
2,612 % |
2,438 % |
|
13 |
2,492 % |
3,678 % |
2,482 % |
6,602 % |
2,650 % |
2,443 % |
|
14 |
2,499 % |
3,692 % |
2,489 % |
6,603 % |
2,687 % |
2,449 % |
|
15 |
2,498 % |
3,702 % |
2,488 % |
6,602 % |
2,722 % |
2,448 % |
|
16 |
2,486 % |
3,708 % |
2,476 % |
6,589 % |
2,755 % |
2,435 % |
|
17 |
2,466 % |
3,711 % |
2,456 % |
6,566 % |
2,784 % |
2,416 % |
|
18 |
2,446 % |
3,712 % |
2,436 % |
6,536 % |
2,811 % |
2,395 % |
|
19 |
2,427 % |
3,711 % |
2,417 % |
6,499 % |
2,836 % |
2,377 % |
|
20 |
2,415 % |
3,708 % |
2,405 % |
6,458 % |
2,859 % |
2,365 % |
|
21 |
2,409 % |
3,704 % |
2,399 % |
6,415 % |
2,879 % |
2,360 % |
|
22 |
2,409 % |
3,699 % |
2,399 % |
6,369 % |
2,898 % |
2,361 % |
|
23 |
2,413 % |
3,694 % |
2,404 % |
6,323 % |
2,915 % |
2,366 % |
|
24 |
2,421 % |
3,688 % |
2,412 % |
6,276 % |
2,931 % |
2,375 % |
|
25 |
2,431 % |
3,682 % |
2,422 % |
6,229 % |
2,946 % |
2,386 % |
|
26 |
2,443 % |
3,676 % |
2,435 % |
6,183 % |
2,959 % |
2,400 % |
|
27 |
2,457 % |
3,669 % |
2,448 % |
6,137 % |
2,972 % |
2,414 % |
|
28 |
2,472 % |
3,662 % |
2,463 % |
6,092 % |
2,984 % |
2,430 % |
|
29 |
2,487 % |
3,655 % |
2,479 % |
6,048 % |
2,994 % |
2,446 % |
|
30 |
2,502 % |
3,648 % |
2,494 % |
6,005 % |
3,005 % |
2,463 % |
|
31 |
2,518 % |
3,642 % |
2,511 % |
5,964 % |
3,014 % |
2,480 % |
|
32 |
2,534 % |
3,635 % |
2,527 % |
5,923 % |
3,023 % |
2,497 % |
|
33 |
2,550 % |
3,628 % |
2,543 % |
5,885 % |
3,031 % |
2,513 % |
|
34 |
2,566 % |
3,622 % |
2,559 % |
5,847 % |
3,039 % |
2,530 % |
|
35 |
2,581 % |
3,615 % |
2,574 % |
5,811 % |
3,047 % |
2,546 % |
|
36 |
2,596 % |
3,609 % |
2,590 % |
5,775 % |
3,054 % |
2,562 % |
|
37 |
2,611 % |
3,603 % |
2,605 % |
5,742 % |
3,060 % |
2,578 % |
|
38 |
2,626 % |
3,597 % |
2,619 % |
5,709 % |
3,067 % |
2,593 % |
|
39 |
2,640 % |
3,591 % |
2,634 % |
5,678 % |
3,073 % |
2,608 % |
|
40 |
2,654 % |
3,585 % |
2,647 % |
5,648 % |
3,078 % |
2,623 % |
|
41 |
2,667 % |
3,580 % |
2,661 % |
5,619 % |
3,084 % |
2,637 % |
|
42 |
2,680 % |
3,574 % |
2,674 % |
5,591 % |
3,089 % |
2,651 % |
|
43 |
2,693 % |
3,569 % |
2,687 % |
5,564 % |
3,094 % |
2,664 % |
|
44 |
2,705 % |
3,564 % |
2,699 % |
5,538 % |
3,098 % |
2,677 % |
|
45 |
2,717 % |
3,559 % |
2,711 % |
5,513 % |
3,103 % |
2,689 % |
|
46 |
2,728 % |
3,554 % |
2,723 % |
5,489 % |
3,107 % |
2,701 % |
|
47 |
2,739 % |
3,550 % |
2,734 % |
5,465 % |
3,111 % |
2,713 % |
|
48 |
2,750 % |
3,545 % |
2,745 % |
5,443 % |
3,115 % |
2,724 % |
|
49 |
2,760 % |
3,541 % |
2,755 % |
5,422 % |
3,119 % |
2,735 % |
|
50 |
2,771 % |
3,536 % |
2,766 % |
5,401 % |
3,123 % |
2,746 % |
|
51 |
2,780 % |
3,532 % |
2,775 % |
5,381 % |
3,126 % |
2,756 % |
|
52 |
2,790 % |
3,528 % |
2,785 % |
5,361 % |
3,129 % |
2,766 % |
|
53 |
2,799 % |
3,524 % |
2,794 % |
5,343 % |
3,133 % |
2,775 % |
|
54 |
2,808 % |
3,520 % |
2,803 % |
5,325 % |
3,136 % |
2,785 % |
|
55 |
2,816 % |
3,517 % |
2,812 % |
5,307 % |
3,139 % |
2,794 % |
|
56 |
2,825 % |
3,513 % |
2,820 % |
5,290 % |
3,142 % |
2,802 % |
|
57 |
2,833 % |
3,510 % |
2,828 % |
5,274 % |
3,144 % |
2,811 % |
|
58 |
2,840 % |
3,506 % |
2,836 % |
5,258 % |
3,147 % |
2,819 % |
|
59 |
2,848 % |
3,503 % |
2,844 % |
5,243 % |
3,150 % |
2,827 % |
|
60 |
2,855 % |
3,500 % |
2,851 % |
5,228 % |
3,152 % |
2,835 % |
|
61 |
2,862 % |
3,497 % |
2,858 % |
5,214 % |
3,155 % |
2,842 % |
|
62 |
2,869 % |
3,493 % |
2,865 % |
5,200 % |
3,157 % |
2,849 % |
|
63 |
2,876 % |
3,491 % |
2,872 % |
5,187 % |
3,159 % |
2,856 % |
|
64 |
2,883 % |
3,488 % |
2,879 % |
5,174 % |
3,161 % |
2,863 % |
|
65 |
2,889 % |
3,485 % |
2,885 % |
5,161 % |
3,164 % |
2,870 % |
|
66 |
2,895 % |
3,482 % |
2,891 % |
5,149 % |
3,166 % |
2,876 % |
|
67 |
2,901 % |
3,480 % |
2,897 % |
5,137 % |
3,168 % |
2,882 % |
|
68 |
2,907 % |
3,477 % |
2,903 % |
5,125 % |
3,170 % |
2,888 % |
|
69 |
2,912 % |
3,475 % |
2,909 % |
5,114 % |
3,171 % |
2,894 % |
|
70 |
2,918 % |
3,472 % |
2,914 % |
5,103 % |
3,173 % |
2,900 % |
|
71 |
2,923 % |
3,470 % |
2,920 % |
5,093 % |
3,175 % |
2,906 % |
|
72 |
2,928 % |
3,467 % |
2,925 % |
5,082 % |
3,177 % |
2,911 % |
|
73 |
2,933 % |
3,465 % |
2,930 % |
5,072 % |
3,178 % |
2,916 % |
|
74 |
2,938 % |
3,463 % |
2,935 % |
5,063 % |
3,180 % |
2,922 % |
|
75 |
2,943 % |
3,461 % |
2,940 % |
5,053 % |
3,182 % |
2,927 % |
|
76 |
2,948 % |
3,459 % |
2,945 % |
5,044 % |
3,183 % |
2,931 % |
|
77 |
2,952 % |
3,457 % |
2,949 % |
5,035 % |
3,185 % |
2,936 % |
|
78 |
2,957 % |
3,455 % |
2,954 % |
5,026 % |
3,186 % |
2,941 % |
|
79 |
2,961 % |
3,453 % |
2,958 % |
5,017 % |
3,188 % |
2,945 % |
|
80 |
2,965 % |
3,451 % |
2,962 % |
5,009 % |
3,189 % |
2,950 % |
|
81 |
2,969 % |
3,449 % |
2,966 % |
5,001 % |
3,190 % |
2,954 % |
|
82 |
2,973 % |
3,447 % |
2,970 % |
4,993 % |
3,192 % |
2,958 % |
|
83 |
2,977 % |
3,445 % |
2,974 % |
4,985 % |
3,193 % |
2,962 % |
|
84 |
2,981 % |
3,444 % |
2,978 % |
4,978 % |
3,194 % |
2,966 % |
|
85 |
2,985 % |
3,442 % |
2,982 % |
4,970 % |
3,196 % |
2,970 % |
|
86 |
2,989 % |
3,440 % |
2,986 % |
4,963 % |
3,197 % |
2,974 % |
|
87 |
2,992 % |
3,439 % |
2,989 % |
4,956 % |
3,198 % |
2,978 % |
|
88 |
2,996 % |
3,437 % |
2,993 % |
4,949 % |
3,199 % |
2,981 % |
|
89 |
2,999 % |
3,436 % |
2,996 % |
4,942 % |
3,200 % |
2,985 % |
|
90 |
3,002 % |
3,434 % |
3,000 % |
4,936 % |
3,201 % |
2,989 % |
|
91 |
3,006 % |
3,433 % |
3,003 % |
4,929 % |
3,203 % |
2,992 % |
|
92 |
3,009 % |
3,431 % |
3,006 % |
4,923 % |
3,204 % |
2,995 % |
|
93 |
3,012 % |
3,430 % |
3,009 % |
4,917 % |
3,205 % |
2,999 % |
|
94 |
3,015 % |
3,429 % |
3,012 % |
4,911 % |
3,206 % |
3,002 % |
|
95 |
3,018 % |
3,427 % |
3,015 % |
4,905 % |
3,207 % |
3,005 % |
|
96 |
3,021 % |
3,426 % |
3,018 % |
4,899 % |
3,208 % |
3,008 % |
|
97 |
3,024 % |
3,425 % |
3,021 % |
4,893 % |
3,209 % |
3,011 % |
|
98 |
3,027 % |
3,423 % |
3,024 % |
4,888 % |
3,209 % |
3,014 % |
|
99 |
3,029 % |
3,422 % |
3,027 % |
4,882 % |
3,210 % |
3,017 % |
|
100 |
3,032 % |
3,421 % |
3,030 % |
4,877 % |
3,211 % |
3,020 % |
|
101 |
3,035 % |
3,420 % |
3,032 % |
4,872 % |
3,212 % |
3,022 % |
|
102 |
3,037 % |
3,419 % |
3,035 % |
4,867 % |
3,213 % |
3,025 % |
|
103 |
3,040 % |
3,417 % |
3,037 % |
4,862 % |
3,214 % |
3,028 % |
|
104 |
3,042 % |
3,416 % |
3,040 % |
4,857 % |
3,215 % |
3,030 % |
|
105 |
3,045 % |
3,415 % |
3,042 % |
4,852 % |
3,216 % |
3,033 % |
|
106 |
3,047 % |
3,414 % |
3,045 % |
4,847 % |
3,216 % |
3,035 % |
|
107 |
3,050 % |
3,413 % |
3,047 % |
4,842 % |
3,217 % |
3,038 % |
|
108 |
3,052 % |
3,412 % |
3,050 % |
4,838 % |
3,218 % |
3,040 % |
|
109 |
3,054 % |
3,411 % |
3,052 % |
4,833 % |
3,219 % |
3,043 % |
|
110 |
3,056 % |
3,410 % |
3,054 % |
4,829 % |
3,219 % |
3,045 % |
|
111 |
3,059 % |
3,409 % |
3,056 % |
4,825 % |
3,220 % |
3,047 % |
|
112 |
3,061 % |
3,408 % |
3,059 % |
4,820 % |
3,221 % |
3,050 % |
|
113 |
3,063 % |
3,407 % |
3,061 % |
4,816 % |
3,221 % |
3,052 % |
|
114 |
3,065 % |
3,406 % |
3,063 % |
4,812 % |
3,222 % |
3,054 % |
|
115 |
3,067 % |
3,405 % |
3,065 % |
4,808 % |
3,223 % |
3,056 % |
|
116 |
3,069 % |
3,404 % |
3,067 % |
4,804 % |
3,224 % |
3,058 % |
|
117 |
3,071 % |
3,403 % |
3,069 % |
4,800 % |
3,224 % |
3,060 % |
|
118 |
3,073 % |
3,402 % |
3,071 % |
4,796 % |
3,225 % |
3,062 % |
|
119 |
3,075 % |
3,402 % |
3,073 % |
4,793 % |
3,225 % |
3,064 % |
|
120 |
3,077 % |
3,401 % |
3,075 % |
4,789 % |
3,226 % |
3,066 % |
|
121 |
3,079 % |
3,400 % |
3,076 % |
4,785 % |
3,227 % |
3,068 % |
|
122 |
3,080 % |
3,399 % |
3,078 % |
4,782 % |
3,227 % |
3,070 % |
|
123 |
3,082 % |
3,398 % |
3,080 % |
4,778 % |
3,228 % |
3,072 % |
|
124 |
3,084 % |
3,397 % |
3,082 % |
4,775 % |
3,228 % |
3,074 % |
|
125 |
3,086 % |
3,397 % |
3,084 % |
4,771 % |
3,229 % |
3,076 % |
|
126 |
3,087 % |
3,396 % |
3,085 % |
4,768 % |
3,230 % |
3,077 % |
|
127 |
3,089 % |
3,395 % |
3,087 % |
4,765 % |
3,230 % |
3,079 % |
|
128 |
3,091 % |
3,394 % |
3,089 % |
4,761 % |
3,231 % |
3,081 % |
|
129 |
3,092 % |
3,394 % |
3,090 % |
4,758 % |
3,231 % |
3,083 % |
|
130 |
3,094 % |
3,393 % |
3,092 % |
4,755 % |
3,232 % |
3,084 % |
|
131 |
3,095 % |
3,392 % |
3,094 % |
4,752 % |
3,232 % |
3,086 % |
|
132 |
3,097 % |
3,392 % |
3,095 % |
4,749 % |
3,233 % |
3,088 % |
|
133 |
3,098 % |
3,391 % |
3,097 % |
4,746 % |
3,233 % |
3,089 % |
|
134 |
3,100 % |
3,390 % |
3,098 % |
4,743 % |
3,234 % |
3,091 % |
|
135 |
3,101 % |
3,390 % |
3,100 % |
4,740 % |
3,234 % |
3,092 % |
|
136 |
3,103 % |
3,389 % |
3,101 % |
4,737 % |
3,235 % |
3,094 % |
|
137 |
3,104 % |
3,388 % |
3,103 % |
4,734 % |
3,235 % |
3,095 % |
|
138 |
3,106 % |
3,388 % |
3,104 % |
4,732 % |
3,236 % |
3,097 % |
|
139 |
3,107 % |
3,387 % |
3,105 % |
4,729 % |
3,236 % |
3,098 % |
|
140 |
3,109 % |
3,386 % |
3,107 % |
4,726 % |
3,237 % |
3,100 % |
|
141 |
3,110 % |
3,386 % |
3,108 % |
4,723 % |
3,237 % |
3,101 % |
|
142 |
3,111 % |
3,385 % |
3,109 % |
4,721 % |
3,238 % |
3,102 % |
|
143 |
3,113 % |
3,385 % |
3,111 % |
4,718 % |
3,238 % |
3,104 % |
|
144 |
3,114 % |
3,384 % |
3,112 % |
4,716 % |
3,238 % |
3,105 % |
|
145 |
3,115 % |
3,383 % |
3,113 % |
4,713 % |
3,239 % |
3,107 % |
|
146 |
3,116 % |
3,383 % |
3,115 % |
4,711 % |
3,239 % |
3,108 % |
|
147 |
3,118 % |
3,382 % |
3,116 % |
4,708 % |
3,240 % |
3,109 % |
|
148 |
3,119 % |
3,382 % |
3,117 % |
4,706 % |
3,240 % |
3,110 % |
|
149 |
3,120 % |
3,381 % |
3,118 % |
4,703 % |
3,240 % |
3,112 % |
|
150 |
3,121 % |
3,381 % |
3,120 % |
4,701 % |
3,241 % |
3,113 % |
|
Term to maturity (in years) |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
Swiss franc |
|
1 |
4,871 % |
5,936 % |
5,009 % |
8,897 % |
4,431 % |
1,170 % |
|
2 |
4,389 % |
5,867 % |
5,049 % |
8,324 % |
4,291 % |
1,049 % |
|
3 |
4,096 % |
5,932 % |
5,079 % |
7,849 % |
4,083 % |
1,019 % |
|
4 |
3,902 % |
6,033 % |
5,140 % |
7,459 % |
3,894 % |
1,026 % |
|
5 |
3,780 % |
6,129 % |
5,194 % |
7,126 % |
3,758 % |
1,042 % |
|
6 |
3,705 % |
6,224 % |
5,236 % |
6,843 % |
3,677 % |
1,060 % |
|
7 |
3,656 % |
6,311 % |
5,275 % |
6,602 % |
3,631 % |
1,080 % |
|
8 |
3,634 % |
6,391 % |
5,305 % |
6,379 % |
3,604 % |
1,101 % |
|
9 |
3,633 % |
6,471 % |
5,328 % |
6,163 % |
3,586 % |
1,125 % |
|
10 |
3,644 % |
6,540 % |
5,348 % |
5,976 % |
3,573 % |
1,151 % |
|
11 |
3,659 % |
6,574 % |
5,351 % |
5,815 % |
3,562 % |
1,180 % |
|
12 |
3,674 % |
6,575 % |
5,338 % |
5,676 % |
3,552 % |
1,210 % |
|
13 |
3,689 % |
6,553 % |
5,314 % |
5,552 % |
3,543 % |
1,241 % |
|
14 |
3,704 % |
6,514 % |
5,282 % |
5,441 % |
3,535 % |
1,272 % |
|
15 |
3,716 % |
6,462 % |
5,245 % |
5,342 % |
3,527 % |
1,302 % |
|
16 |
3,726 % |
6,402 % |
5,203 % |
5,251 % |
3,520 % |
1,332 % |
|
17 |
3,733 % |
6,336 % |
5,160 % |
5,168 % |
3,514 % |
1,361 % |
|
18 |
3,737 % |
6,266 % |
5,115 % |
5,092 % |
3,508 % |
1,389 % |
|
19 |
3,740 % |
6,194 % |
5,069 % |
5,022 % |
3,502 % |
1,416 % |
|
20 |
3,741 % |
6,120 % |
5,024 % |
4,956 % |
3,496 % |
1,442 % |
|
21 |
3,739 % |
6,046 % |
4,978 % |
4,896 % |
3,491 % |
1,467 % |
|
22 |
3,736 % |
5,973 % |
4,934 % |
4,839 % |
3,486 % |
1,491 % |
|
23 |
3,732 % |
5,901 % |
4,890 % |
4,786 % |
3,482 % |
1,514 % |
|
24 |
3,726 % |
5,829 % |
4,847 % |
4,736 % |
3,477 % |
1,536 % |
|
25 |
3,719 % |
5,760 % |
4,805 % |
4,689 % |
3,473 % |
1,558 % |
|
26 |
3,710 % |
5,693 % |
4,765 % |
4,645 % |
3,469 % |
1,578 % |
|
27 |
3,701 % |
5,627 % |
4,725 % |
4,603 % |
3,465 % |
1,598 % |
|
28 |
3,689 % |
5,564 % |
4,688 % |
4,564 % |
3,461 % |
1,616 % |
|
29 |
3,676 % |
5,502 % |
4,651 % |
4,526 % |
3,458 % |
1,634 % |
|
30 |
3,661 % |
5,443 % |
4,616 % |
4,491 % |
3,454 % |
1,651 % |
|
31 |
3,644 % |
5,386 % |
4,582 % |
4,458 % |
3,451 % |
1,668 % |
|
32 |
3,625 % |
5,332 % |
4,549 % |
4,426 % |
3,448 % |
1,684 % |
|
33 |
3,606 % |
5,279 % |
4,517 % |
4,395 % |
3,445 % |
1,699 % |
|
34 |
3,586 % |
5,229 % |
4,487 % |
4,367 % |
3,442 % |
1,714 % |
|
35 |
3,565 % |
5,180 % |
4,458 % |
4,339 % |
3,439 % |
1,728 % |
|
36 |
3,545 % |
5,133 % |
4,430 % |
4,313 % |
3,436 % |
1,741 % |
|
37 |
3,524 % |
5,089 % |
4,403 % |
4,288 % |
3,433 % |
1,754 % |
|
38 |
3,504 % |
5,046 % |
4,377 % |
4,264 % |
3,431 % |
1,766 % |
|
39 |
3,485 % |
5,004 % |
4,352 % |
4,241 % |
3,428 % |
1,778 % |
|
40 |
3,467 % |
4,965 % |
4,328 % |
4,219 % |
3,426 % |
1,790 % |
|
41 |
3,449 % |
4,927 % |
4,305 % |
4,198 % |
3,424 % |
1,801 % |
|
42 |
3,432 % |
4,890 % |
4,283 % |
4,178 % |
3,421 % |
1,811 % |
|
43 |
3,416 % |
4,855 % |
4,262 % |
4,159 % |
3,419 % |
1,822 % |
|
44 |
3,401 % |
4,821 % |
4,242 % |
4,140 % |
3,417 % |
1,832 % |
|
45 |
3,387 % |
4,789 % |
4,222 % |
4,123 % |
3,415 % |
1,841 % |
|
46 |
3,375 % |
4,758 % |
4,203 % |
4,105 % |
3,413 % |
1,850 % |
|
47 |
3,363 % |
4,728 % |
4,184 % |
4,089 % |
3,411 % |
1,859 % |
|
48 |
3,352 % |
4,699 % |
4,167 % |
4,073 % |
3,409 % |
1,868 % |
|
49 |
3,342 % |
4,671 % |
4,150 % |
4,058 % |
3,407 % |
1,876 % |
|
50 |
3,333 % |
4,644 % |
4,133 % |
4,043 % |
3,405 % |
1,884 % |
|
51 |
3,325 % |
4,618 % |
4,118 % |
4,029 % |
3,404 % |
1,892 % |
|
52 |
3,318 % |
4,593 % |
4,102 % |
4,016 % |
3,402 % |
1,899 % |
|
53 |
3,312 % |
4,569 % |
4,088 % |
4,002 % |
3,400 % |
1,906 % |
|
54 |
3,307 % |
4,546 % |
4,073 % |
3,990 % |
3,399 % |
1,913 % |
|
55 |
3,302 % |
4,524 % |
4,060 % |
3,977 % |
3,397 % |
1,920 % |
|
56 |
3,298 % |
4,502 % |
4,046 % |
3,966 % |
3,396 % |
1,926 % |
|
57 |
3,294 % |
4,481 % |
4,033 % |
3,954 % |
3,394 % |
1,933 % |
|
58 |
3,291 % |
4,461 % |
4,021 % |
3,943 % |
3,393 % |
1,939 % |
|
59 |
3,288 % |
4,441 % |
4,009 % |
3,932 % |
3,392 % |
1,945 % |
|
60 |
3,286 % |
4,422 % |
3,997 % |
3,922 % |
3,390 % |
1,950 % |
|
61 |
3,284 % |
4,404 % |
3,986 % |
3,912 % |
3,389 % |
1,956 % |
|
62 |
3,282 % |
4,386 % |
3,975 % |
3,902 % |
3,388 % |
1,961 % |
|
63 |
3,280 % |
4,369 % |
3,964 % |
3,893 % |
3,386 % |
1,967 % |
|
64 |
3,279 % |
4,352 % |
3,954 % |
3,883 % |
3,385 % |
1,972 % |
|
65 |
3,278 % |
4,336 % |
3,944 % |
3,875 % |
3,384 % |
1,977 % |
|
66 |
3,276 % |
4,320 % |
3,934 % |
3,866 % |
3,383 % |
1,981 % |
|
67 |
3,276 % |
4,305 % |
3,925 % |
3,858 % |
3,382 % |
1,986 % |
|
68 |
3,275 % |
4,290 % |
3,916 % |
3,849 % |
3,381 % |
1,991 % |
|
69 |
3,274 % |
4,276 % |
3,907 % |
3,841 % |
3,379 % |
1,995 % |
|
70 |
3,274 % |
4,262 % |
3,898 % |
3,834 % |
3,378 % |
1,999 % |
|
71 |
3,273 % |
4,249 % |
3,890 % |
3,826 % |
3,377 % |
2,003 % |
|
72 |
3,273 % |
4,235 % |
3,882 % |
3,819 % |
3,376 % |
2,008 % |
|
73 |
3,272 % |
4,222 % |
3,874 % |
3,812 % |
3,375 % |
2,011 % |
|
74 |
3,272 % |
4,210 % |
3,866 % |
3,805 % |
3,374 % |
2,015 % |
|
75 |
3,272 % |
4,198 % |
3,858 % |
3,798 % |
3,374 % |
2,019 % |
|
76 |
3,272 % |
4,186 % |
3,851 % |
3,792 % |
3,373 % |
2,023 % |
|
77 |
3,272 % |
4,174 % |
3,844 % |
3,785 % |
3,372 % |
2,026 % |
|
78 |
3,272 % |
4,163 % |
3,837 % |
3,779 % |
3,371 % |
2,030 % |
|
79 |
3,272 % |
4,152 % |
3,830 % |
3,773 % |
3,370 % |
2,033 % |
|
80 |
3,272 % |
4,142 % |
3,824 % |
3,767 % |
3,369 % |
2,036 % |
|
81 |
3,272 % |
4,131 % |
3,817 % |
3,761 % |
3,368 % |
2,040 % |
|
82 |
3,272 % |
4,121 % |
3,811 % |
3,756 % |
3,368 % |
2,043 % |
|
83 |
3,272 % |
4,111 % |
3,805 % |
3,750 % |
3,367 % |
2,046 % |
|
84 |
3,272 % |
4,101 % |
3,799 % |
3,745 % |
3,366 % |
2,049 % |
|
85 |
3,272 % |
4,092 % |
3,793 % |
3,740 % |
3,365 % |
2,052 % |
|
86 |
3,272 % |
4,083 % |
3,787 % |
3,735 % |
3,365 % |
2,055 % |
|
87 |
3,273 % |
4,074 % |
3,781 % |
3,730 % |
3,364 % |
2,058 % |
|
88 |
3,273 % |
4,065 % |
3,776 % |
3,725 % |
3,363 % |
2,060 % |
|
89 |
3,273 % |
4,056 % |
3,771 % |
3,720 % |
3,362 % |
2,063 % |
|
90 |
3,273 % |
4,048 % |
3,765 % |
3,715 % |
3,362 % |
2,066 % |
|
91 |
3,273 % |
4,040 % |
3,760 % |
3,711 % |
3,361 % |
2,068 % |
|
92 |
3,273 % |
4,031 % |
3,755 % |
3,706 % |
3,360 % |
2,071 % |
|
93 |
3,274 % |
4,024 % |
3,750 % |
3,702 % |
3,360 % |
2,073 % |
|
94 |
3,274 % |
4,016 % |
3,745 % |
3,698 % |
3,359 % |
2,076 % |
|
95 |
3,274 % |
4,008 % |
3,741 % |
3,693 % |
3,359 % |
2,078 % |
|
96 |
3,274 % |
4,001 % |
3,736 % |
3,689 % |
3,358 % |
2,080 % |
|
97 |
3,274 % |
3,994 % |
3,732 % |
3,685 % |
3,357 % |
2,082 % |
|
98 |
3,275 % |
3,987 % |
3,727 % |
3,681 % |
3,357 % |
2,085 % |
|
99 |
3,275 % |
3,980 % |
3,723 % |
3,678 % |
3,356 % |
2,087 % |
|
100 |
3,275 % |
3,973 % |
3,719 % |
3,674 % |
3,356 % |
2,089 % |
|
101 |
3,275 % |
3,966 % |
3,715 % |
3,670 % |
3,355 % |
2,091 % |
|
102 |
3,275 % |
3,960 % |
3,710 % |
3,666 % |
3,355 % |
2,093 % |
|
103 |
3,276 % |
3,953 % |
3,706 % |
3,663 % |
3,354 % |
2,095 % |
|
104 |
3,276 % |
3,947 % |
3,703 % |
3,659 % |
3,354 % |
2,097 % |
|
105 |
3,276 % |
3,941 % |
3,699 % |
3,656 % |
3,353 % |
2,099 % |
|
106 |
3,276 % |
3,935 % |
3,695 % |
3,653 % |
3,353 % |
2,101 % |
|
107 |
3,276 % |
3,929 % |
3,691 % |
3,649 % |
3,352 % |
2,103 % |
|
108 |
3,277 % |
3,923 % |
3,688 % |
3,646 % |
3,352 % |
2,105 % |
|
109 |
3,277 % |
3,917 % |
3,684 % |
3,643 % |
3,351 % |
2,106 % |
|
110 |
3,277 % |
3,911 % |
3,681 % |
3,640 % |
3,351 % |
2,108 % |
|
111 |
3,277 % |
3,906 % |
3,677 % |
3,637 % |
3,350 % |
2,110 % |
|
112 |
3,277 % |
3,900 % |
3,674 % |
3,634 % |
3,350 % |
2,112 % |
|
113 |
3,278 % |
3,895 % |
3,670 % |
3,631 % |
3,349 % |
2,113 % |
|
114 |
3,278 % |
3,890 % |
3,667 % |
3,628 % |
3,349 % |
2,115 % |
|
115 |
3,278 % |
3,885 % |
3,664 % |
3,625 % |
3,349 % |
2,116 % |
|
116 |
3,278 % |
3,880 % |
3,661 % |
3,622 % |
3,348 % |
2,118 % |
|
117 |
3,278 % |
3,875 % |
3,658 % |
3,619 % |
3,348 % |
2,120 % |
|
118 |
3,279 % |
3,870 % |
3,655 % |
3,617 % |
3,347 % |
2,121 % |
|
119 |
3,279 % |
3,865 % |
3,652 % |
3,614 % |
3,347 % |
2,123 % |
|
120 |
3,279 % |
3,860 % |
3,649 % |
3,611 % |
3,347 % |
2,124 % |
|
121 |
3,279 % |
3,856 % |
3,646 % |
3,609 % |
3,346 % |
2,126 % |
|
122 |
3,279 % |
3,851 % |
3,643 % |
3,606 % |
3,346 % |
2,127 % |
|
123 |
3,279 % |
3,847 % |
3,640 % |
3,604 % |
3,345 % |
2,128 % |
|
124 |
3,280 % |
3,842 % |
3,638 % |
3,601 % |
3,345 % |
2,130 % |
|
125 |
3,280 % |
3,838 % |
3,635 % |
3,599 % |
3,345 % |
2,131 % |
|
126 |
3,280 % |
3,834 % |
3,632 % |
3,597 % |
3,344 % |
2,132 % |
|
127 |
3,280 % |
3,829 % |
3,630 % |
3,594 % |
3,344 % |
2,134 % |
|
128 |
3,280 % |
3,825 % |
3,627 % |
3,592 % |
3,344 % |
2,135 % |
|
129 |
3,280 % |
3,821 % |
3,624 % |
3,590 % |
3,343 % |
2,136 % |
|
130 |
3,280 % |
3,817 % |
3,622 % |
3,587 % |
3,343 % |
2,138 % |
|
131 |
3,281 % |
3,813 % |
3,619 % |
3,585 % |
3,343 % |
2,139 % |
|
132 |
3,281 % |
3,809 % |
3,617 % |
3,583 % |
3,342 % |
2,140 % |
|
133 |
3,281 % |
3,805 % |
3,615 % |
3,581 % |
3,342 % |
2,141 % |
|
134 |
3,281 % |
3,802 % |
3,612 % |
3,579 % |
3,342 % |
2,142 % |
|
135 |
3,281 % |
3,798 % |
3,610 % |
3,577 % |
3,341 % |
2,144 % |
|
136 |
3,281 % |
3,794 % |
3,608 % |
3,575 % |
3,341 % |
2,145 % |
|
137 |
3,281 % |
3,791 % |
3,605 % |
3,573 % |
3,341 % |
2,146 % |
|
138 |
3,282 % |
3,787 % |
3,603 % |
3,571 % |
3,341 % |
2,147 % |
|
139 |
3,282 % |
3,784 % |
3,601 % |
3,569 % |
3,340 % |
2,148 % |
|
140 |
3,282 % |
3,780 % |
3,599 % |
3,567 % |
3,340 % |
2,149 % |
|
141 |
3,282 % |
3,777 % |
3,597 % |
3,565 % |
3,340 % |
2,150 % |
|
142 |
3,282 % |
3,773 % |
3,595 % |
3,563 % |
3,339 % |
2,151 % |
|
143 |
3,282 % |
3,770 % |
3,593 % |
3,561 % |
3,339 % |
2,152 % |
|
144 |
3,282 % |
3,767 % |
3,591 % |
3,559 % |
3,339 % |
2,153 % |
|
145 |
3,282 % |
3,764 % |
3,589 % |
3,558 % |
3,339 % |
2,154 % |
|
146 |
3,283 % |
3,760 % |
3,587 % |
3,556 % |
3,338 % |
2,155 % |
|
147 |
3,283 % |
3,757 % |
3,585 % |
3,554 % |
3,338 % |
2,156 % |
|
148 |
3,283 % |
3,754 % |
3,583 % |
3,552 % |
3,338 % |
2,157 % |
|
149 |
3,283 % |
3,751 % |
3,581 % |
3,551 % |
3,338 % |
2,158 % |
|
150 |
3,283 % |
3,748 % |
3,579 % |
3,549 % |
3,337 % |
2,159 % |
|
Term to maturity (in years) |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
Hong Kong dollar |
|
1 |
4,312 % |
2,157 % |
4,732 % |
5,494 % |
7,253 % |
4,327 % |
|
2 |
4,051 % |
2,075 % |
4,199 % |
5,485 % |
8,119 % |
3,969 % |
|
3 |
3,911 % |
2,091 % |
3,875 % |
5,502 % |
8,714 % |
3,748 % |
|
4 |
3,897 % |
2,154 % |
3,654 % |
5,533 % |
9,104 % |
3,634 % |
|
5 |
3,921 % |
2,234 % |
3,530 % |
5,564 % |
9,350 % |
3,570 % |
|
6 |
3,974 % |
2,318 % |
3,478 % |
5,585 % |
9,558 % |
3,533 % |
|
7 |
4,035 % |
2,398 % |
3,464 % |
5,595 % |
9,731 % |
3,513 % |
|
8 |
4,098 % |
2,471 % |
3,467 % |
5,592 % |
9,871 % |
3,504 % |
|
9 |
4,155 % |
2,536 % |
3,476 % |
5,578 % |
9,997 % |
3,505 % |
|
10 |
4,198 % |
2,593 % |
3,484 % |
5,559 % |
10,113 % |
3,514 % |
|
11 |
4,242 % |
2,640 % |
3,487 % |
5,535 % |
10,174 % |
3,528 % |
|
12 |
4,283 % |
2,681 % |
3,485 % |
5,509 % |
10,182 % |
3,546 % |
|
13 |
4,316 % |
2,716 % |
3,481 % |
5,481 % |
10,149 % |
3,563 % |
|
14 |
4,340 % |
2,747 % |
3,474 % |
5,453 % |
10,085 % |
3,579 % |
|
15 |
4,357 % |
2,774 % |
3,466 % |
5,424 % |
9,999 % |
3,592 % |
|
16 |
4,366 % |
2,798 % |
3,457 % |
5,395 % |
9,897 % |
3,602 % |
|
17 |
4,369 % |
2,820 % |
3,447 % |
5,367 % |
9,782 % |
3,608 % |
|
18 |
4,366 % |
2,840 % |
3,437 % |
5,339 % |
9,659 % |
3,612 % |
|
19 |
4,357 % |
2,858 % |
3,427 % |
5,312 % |
9,531 % |
3,613 % |
|
20 |
4,343 % |
2,875 % |
3,417 % |
5,285 % |
9,399 % |
3,614 % |
|
21 |
4,323 % |
2,890 % |
3,408 % |
5,260 % |
9,266 % |
3,613 % |
|
22 |
4,299 % |
2,905 % |
3,399 % |
5,235 % |
9,133 % |
3,611 % |
|
23 |
4,271 % |
2,918 % |
3,390 % |
5,211 % |
9,001 % |
3,608 % |
|
24 |
4,241 % |
2,930 % |
3,381 % |
5,187 % |
8,871 % |
3,605 % |
|
25 |
4,209 % |
2,942 % |
3,373 % |
5,165 % |
8,744 % |
3,601 % |
|
26 |
4,176 % |
2,953 % |
3,366 % |
5,143 % |
8,621 % |
3,597 % |
|
27 |
4,142 % |
2,963 % |
3,359 % |
5,122 % |
8,501 % |
3,592 % |
|
28 |
4,109 % |
2,972 % |
3,352 % |
5,102 % |
8,384 % |
3,588 % |
|
29 |
4,078 % |
2,982 % |
3,346 % |
5,083 % |
8,272 % |
3,583 % |
|
30 |
4,047 % |
2,990 % |
3,341 % |
5,064 % |
8,164 % |
3,578 % |
|
31 |
4,019 % |
2,998 % |
3,336 % |
5,046 % |
8,060 % |
3,573 % |
|
32 |
3,993 % |
3,006 % |
3,332 % |
5,029 % |
7,959 % |
3,568 % |
|
33 |
3,969 % |
3,013 % |
3,328 % |
5,012 % |
7,863 % |
3,563 % |
|
34 |
3,946 % |
3,020 % |
3,325 % |
4,996 % |
7,771 % |
3,559 % |
|
35 |
3,925 % |
3,027 % |
3,322 % |
4,981 % |
7,683 % |
3,554 % |
|
36 |
3,905 % |
3,034 % |
3,319 % |
4,966 % |
7,598 % |
3,549 % |
|
37 |
3,887 % |
3,040 % |
3,316 % |
4,952 % |
7,516 % |
3,544 % |
|
38 |
3,869 % |
3,045 % |
3,314 % |
4,938 % |
7,438 % |
3,540 % |
|
39 |
3,853 % |
3,051 % |
3,312 % |
4,925 % |
7,364 % |
3,535 % |
|
40 |
3,837 % |
3,056 % |
3,310 % |
4,913 % |
7,292 % |
3,531 % |
|
41 |
3,823 % |
3,062 % |
3,308 % |
4,900 % |
7,223 % |
3,527 % |
|
42 |
3,809 % |
3,067 % |
3,307 % |
4,889 % |
7,157 % |
3,522 % |
|
43 |
3,796 % |
3,071 % |
3,306 % |
4,877 % |
7,094 % |
3,518 % |
|
44 |
3,783 % |
3,076 % |
3,304 % |
4,866 % |
7,033 % |
3,514 % |
|
45 |
3,771 % |
3,080 % |
3,303 % |
4,856 % |
6,975 % |
3,510 % |
|
46 |
3,760 % |
3,085 % |
3,302 % |
4,846 % |
6,919 % |
3,507 % |
|
47 |
3,749 % |
3,089 % |
3,301 % |
4,836 % |
6,865 % |
3,503 % |
|
48 |
3,739 % |
3,093 % |
3,300 % |
4,827 % |
6,814 % |
3,499 % |
|
49 |
3,729 % |
3,096 % |
3,300 % |
4,817 % |
6,764 % |
3,496 % |
|
50 |
3,720 % |
3,100 % |
3,299 % |
4,809 % |
6,716 % |
3,492 % |
|
51 |
3,711 % |
3,104 % |
3,298 % |
4,800 % |
6,670 % |
3,489 % |
|
52 |
3,702 % |
3,107 % |
3,298 % |
4,792 % |
6,625 % |
3,486 % |
|
53 |
3,694 % |
3,111 % |
3,297 % |
4,784 % |
6,583 % |
3,483 % |
|
54 |
3,686 % |
3,114 % |
3,297 % |
4,776 % |
6,541 % |
3,480 % |
|
55 |
3,679 % |
3,117 % |
3,296 % |
4,769 % |
6,501 % |
3,477 % |
|
56 |
3,672 % |
3,120 % |
3,296 % |
4,762 % |
6,463 % |
3,474 % |
|
57 |
3,665 % |
3,123 % |
3,296 % |
4,755 % |
6,426 % |
3,471 % |
|
58 |
3,658 % |
3,126 % |
3,295 % |
4,748 % |
6,390 % |
3,468 % |
|
59 |
3,652 % |
3,128 % |
3,295 % |
4,741 % |
6,355 % |
3,466 % |
|
60 |
3,645 % |
3,131 % |
3,295 % |
4,735 % |
6,322 % |
3,463 % |
|
61 |
3,639 % |
3,134 % |
3,295 % |
4,729 % |
6,289 % |
3,460 % |
|
62 |
3,634 % |
3,136 % |
3,294 % |
4,723 % |
6,258 % |
3,458 % |
|
63 |
3,628 % |
3,139 % |
3,294 % |
4,717 % |
6,227 % |
3,456 % |
|
64 |
3,623 % |
3,141 % |
3,294 % |
4,711 % |
6,198 % |
3,453 % |
|
65 |
3,617 % |
3,143 % |
3,294 % |
4,706 % |
6,169 % |
3,451 % |
|
66 |
3,612 % |
3,146 % |
3,294 % |
4,701 % |
6,142 % |
3,449 % |
|
67 |
3,608 % |
3,148 % |
3,294 % |
4,695 % |
6,115 % |
3,447 % |
|
68 |
3,603 % |
3,150 % |
3,294 % |
4,690 % |
6,089 % |
3,445 % |
|
69 |
3,598 % |
3,152 % |
3,294 % |
4,686 % |
6,063 % |
3,443 % |
|
70 |
3,594 % |
3,154 % |
3,294 % |
4,681 % |
6,039 % |
3,441 % |
|
71 |
3,590 % |
3,156 % |
3,294 % |
4,676 % |
6,015 % |
3,439 % |
|
72 |
3,585 % |
3,158 % |
3,294 % |
4,672 % |
5,991 % |
3,437 % |
|
73 |
3,581 % |
3,160 % |
3,293 % |
4,667 % |
5,969 % |
3,435 % |
|
74 |
3,577 % |
3,162 % |
3,293 % |
4,663 % |
5,947 % |
3,433 % |
|
75 |
3,574 % |
3,163 % |
3,293 % |
4,659 % |
5,925 % |
3,432 % |
|
76 |
3,570 % |
3,165 % |
3,293 % |
4,655 % |
5,904 % |
3,430 % |
|
77 |
3,566 % |
3,167 % |
3,293 % |
4,651 % |
5,884 % |
3,428 % |
|
78 |
3,563 % |
3,169 % |
3,293 % |
4,647 % |
5,864 % |
3,427 % |
|
79 |
3,559 % |
3,170 % |
3,293 % |
4,643 % |
5,845 % |
3,425 % |
|
80 |
3,556 % |
3,172 % |
3,293 % |
4,640 % |
5,826 % |
3,423 % |
|
81 |
3,553 % |
3,173 % |
3,293 % |
4,636 % |
5,808 % |
3,422 % |
|
82 |
3,550 % |
3,175 % |
3,293 % |
4,633 % |
5,790 % |
3,420 % |
|
83 |
3,547 % |
3,176 % |
3,293 % |
4,629 % |
5,773 % |
3,419 % |
|
84 |
3,544 % |
3,178 % |
3,294 % |
4,626 % |
5,755 % |
3,418 % |
|
85 |
3,541 % |
3,179 % |
3,294 % |
4,623 % |
5,739 % |
3,416 % |
|
86 |
3,538 % |
3,181 % |
3,294 % |
4,620 % |
5,723 % |
3,415 % |
|
87 |
3,535 % |
3,182 % |
3,294 % |
4,616 % |
5,707 % |
3,414 % |
|
88 |
3,532 % |
3,183 % |
3,294 % |
4,613 % |
5,691 % |
3,412 % |
|
89 |
3,530 % |
3,184 % |
3,294 % |
4,610 % |
5,676 % |
3,411 % |
|
90 |
3,527 % |
3,186 % |
3,294 % |
4,608 % |
5,661 % |
3,410 % |
|
91 |
3,525 % |
3,187 % |
3,294 % |
4,605 % |
5,647 % |
3,409 % |
|
92 |
3,522 % |
3,188 % |
3,294 % |
4,602 % |
5,633 % |
3,407 % |
|
93 |
3,520 % |
3,189 % |
3,294 % |
4,599 % |
5,619 % |
3,406 % |
|
94 |
3,517 % |
3,191 % |
3,294 % |
4,597 % |
5,605 % |
3,405 % |
|
95 |
3,515 % |
3,192 % |
3,294 % |
4,594 % |
5,592 % |
3,404 % |
|
96 |
3,513 % |
3,193 % |
3,294 % |
4,592 % |
5,579 % |
3,403 % |
|
97 |
3,511 % |
3,194 % |
3,294 % |
4,589 % |
5,566 % |
3,402 % |
|
98 |
3,508 % |
3,195 % |
3,294 % |
4,587 % |
5,554 % |
3,401 % |
|
99 |
3,506 % |
3,196 % |
3,294 % |
4,584 % |
5,541 % |
3,400 % |
|
100 |
3,504 % |
3,197 % |
3,294 % |
4,582 % |
5,529 % |
3,399 % |
|
101 |
3,502 % |
3,198 % |
3,294 % |
4,580 % |
5,518 % |
3,398 % |
|
102 |
3,500 % |
3,199 % |
3,294 % |
4,577 % |
5,506 % |
3,397 % |
|
103 |
3,498 % |
3,200 % |
3,294 % |
4,575 % |
5,495 % |
3,396 % |
|
104 |
3,496 % |
3,201 % |
3,294 % |
4,573 % |
5,484 % |
3,395 % |
|
105 |
3,494 % |
3,202 % |
3,294 % |
4,571 % |
5,473 % |
3,394 % |
|
106 |
3,493 % |
3,203 % |
3,294 % |
4,569 % |
5,462 % |
3,393 % |
|
107 |
3,491 % |
3,204 % |
3,294 % |
4,567 % |
5,452 % |
3,392 % |
|
108 |
3,489 % |
3,205 % |
3,294 % |
4,565 % |
5,442 % |
3,392 % |
|
109 |
3,487 % |
3,205 % |
3,294 % |
4,563 % |
5,431 % |
3,391 % |
|
110 |
3,486 % |
3,206 % |
3,294 % |
4,561 % |
5,422 % |
3,390 % |
|
111 |
3,484 % |
3,207 % |
3,295 % |
4,559 % |
5,412 % |
3,389 % |
|
112 |
3,482 % |
3,208 % |
3,295 % |
4,557 % |
5,402 % |
3,388 % |
|
113 |
3,481 % |
3,209 % |
3,295 % |
4,555 % |
5,393 % |
3,388 % |
|
114 |
3,479 % |
3,210 % |
3,295 % |
4,553 % |
5,384 % |
3,387 % |
|
115 |
3,477 % |
3,210 % |
3,295 % |
4,552 % |
5,375 % |
3,386 % |
|
116 |
3,476 % |
3,211 % |
3,295 % |
4,550 % |
5,366 % |
3,385 % |
|
117 |
3,474 % |
3,212 % |
3,295 % |
4,548 % |
5,357 % |
3,385 % |
|
118 |
3,473 % |
3,213 % |
3,295 % |
4,546 % |
5,349 % |
3,384 % |
|
119 |
3,471 % |
3,213 % |
3,295 % |
4,545 % |
5,340 % |
3,383 % |
|
120 |
3,470 % |
3,214 % |
3,295 % |
4,543 % |
5,332 % |
3,382 % |
|
121 |
3,469 % |
3,215 % |
3,295 % |
4,542 % |
5,324 % |
3,382 % |
|
122 |
3,467 % |
3,215 % |
3,295 % |
4,540 % |
5,316 % |
3,381 % |
|
123 |
3,466 % |
3,216 % |
3,295 % |
4,538 % |
5,308 % |
3,380 % |
|
124 |
3,464 % |
3,217 % |
3,295 % |
4,537 % |
5,300 % |
3,380 % |
|
125 |
3,463 % |
3,218 % |
3,295 % |
4,535 % |
5,292 % |
3,379 % |
|
126 |
3,462 % |
3,218 % |
3,295 % |
4,534 % |
5,285 % |
3,379 % |
|
127 |
3,461 % |
3,219 % |
3,295 % |
4,533 % |
5,278 % |
3,378 % |
|
128 |
3,459 % |
3,219 % |
3,295 % |
4,531 % |
5,270 % |
3,377 % |
|
129 |
3,458 % |
3,220 % |
3,295 % |
4,530 % |
5,263 % |
3,377 % |
|
130 |
3,457 % |
3,221 % |
3,295 % |
4,528 % |
5,256 % |
3,376 % |
|
131 |
3,456 % |
3,221 % |
3,295 % |
4,527 % |
5,249 % |
3,376 % |
|
132 |
3,454 % |
3,222 % |
3,295 % |
4,526 % |
5,242 % |
3,375 % |
|
133 |
3,453 % |
3,222 % |
3,295 % |
4,524 % |
5,235 % |
3,374 % |
|
134 |
3,452 % |
3,223 % |
3,295 % |
4,523 % |
5,229 % |
3,374 % |
|
135 |
3,451 % |
3,224 % |
3,295 % |
4,522 % |
5,222 % |
3,373 % |
|
136 |
3,450 % |
3,224 % |
3,295 % |
4,520 % |
5,216 % |
3,373 % |
|
137 |
3,449 % |
3,225 % |
3,295 % |
4,519 % |
5,210 % |
3,372 % |
|
138 |
3,448 % |
3,225 % |
3,296 % |
4,518 % |
5,203 % |
3,372 % |
|
139 |
3,447 % |
3,226 % |
3,296 % |
4,517 % |
5,197 % |
3,371 % |
|
140 |
3,446 % |
3,226 % |
3,296 % |
4,516 % |
5,191 % |
3,371 % |
|
141 |
3,445 % |
3,227 % |
3,296 % |
4,514 % |
5,185 % |
3,370 % |
|
142 |
3,444 % |
3,227 % |
3,296 % |
4,513 % |
5,179 % |
3,370 % |
|
143 |
3,443 % |
3,228 % |
3,296 % |
4,512 % |
5,173 % |
3,369 % |
|
144 |
3,442 % |
3,228 % |
3,296 % |
4,511 % |
5,168 % |
3,369 % |
|
145 |
3,441 % |
3,229 % |
3,296 % |
4,510 % |
5,162 % |
3,368 % |
|
146 |
3,440 % |
3,229 % |
3,296 % |
4,509 % |
5,156 % |
3,368 % |
|
147 |
3,439 % |
3,230 % |
3,296 % |
4,508 % |
5,151 % |
3,367 % |
|
148 |
3,438 % |
3,230 % |
3,296 % |
4,507 % |
5,145 % |
3,367 % |
|
149 |
3,437 % |
3,231 % |
3,296 % |
4,506 % |
5,140 % |
3,366 % |
|
150 |
3,436 % |
3,231 % |
3,296 % |
4,505 % |
5,135 % |
3,366 % |
|
Term to maturity (in years) |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
Real |
|
1 |
6,750 % |
10,761 % |
1,004 % |
5,301 % |
8,157 % |
9,673 % |
|
2 |
6,433 % |
9,778 % |
1,071 % |
4,735 % |
8,014 % |
9,652 % |
|
3 |
6,364 % |
9,174 % |
1,127 % |
4,430 % |
8,086 % |
9,901 % |
|
4 |
6,328 % |
8,872 % |
1,173 % |
4,279 % |
8,267 % |
10,160 % |
|
5 |
6,328 % |
8,708 % |
1,209 % |
4,213 % |
8,567 % |
10,368 % |
|
6 |
6,324 % |
8,636 % |
1,237 % |
4,197 % |
8,905 % |
10,546 % |
|
7 |
6,310 % |
8,622 % |
1,260 % |
4,209 % |
9,273 % |
10,693 % |
|
8 |
6,292 % |
8,641 % |
1,276 % |
4,236 % |
9,632 % |
10,796 % |
|
9 |
6,272 % |
8,663 % |
1,290 % |
4,271 % |
9,964 % |
10,875 % |
|
10 |
6,249 % |
8,666 % |
1,297 % |
4,311 % |
10,266 % |
10,939 % |
|
11 |
6,226 % |
8,638 % |
1,319 % |
4,354 % |
10,536 % |
10,955 % |
|
12 |
6,203 % |
8,585 % |
1,353 % |
4,397 % |
10,772 % |
10,926 % |
|
13 |
6,180 % |
8,514 % |
1,394 % |
4,438 % |
10,971 % |
10,864 % |
|
14 |
6,157 % |
8,430 % |
1,441 % |
4,475 % |
11,127 % |
10,778 % |
|
15 |
6,135 % |
8,338 % |
1,490 % |
4,508 % |
11,236 % |
10,674 % |
|
16 |
6,113 % |
8,240 % |
1,540 % |
4,536 % |
11,292 % |
10,557 % |
|
17 |
6,091 % |
8,139 % |
1,590 % |
4,558 % |
11,305 % |
10,431 % |
|
18 |
6,070 % |
8,036 % |
1,640 % |
4,575 % |
11,282 % |
10,299 % |
|
19 |
6,050 % |
7,933 % |
1,689 % |
4,584 % |
11,230 % |
10,164 % |
|
20 |
6,031 % |
7,831 % |
1,737 % |
4,588 % |
11,157 % |
10,027 % |
|
21 |
6,012 % |
7,730 % |
1,783 % |
4,584 % |
11,067 % |
9,891 % |
|
22 |
5,994 % |
7,631 % |
1,828 % |
4,575 % |
10,963 % |
9,756 % |
|
23 |
5,977 % |
7,535 % |
1,871 % |
4,561 % |
10,851 % |
9,622 % |
|
24 |
5,960 % |
7,441 % |
1,913 % |
4,545 % |
10,732 % |
9,492 % |
|
25 |
5,944 % |
7,350 % |
1,953 % |
4,525 % |
10,608 % |
9,365 % |
|
26 |
5,929 % |
7,263 % |
1,991 % |
4,505 % |
10,483 % |
9,242 % |
|
27 |
5,914 % |
7,178 % |
2,028 % |
4,482 % |
10,357 % |
9,122 % |
|
28 |
5,899 % |
7,097 % |
2,063 % |
4,459 % |
10,231 % |
9,007 % |
|
29 |
5,885 % |
7,019 % |
2,097 % |
4,436 % |
10,107 % |
8,896 % |
|
30 |
5,872 % |
6,944 % |
2,129 % |
4,412 % |
9,985 % |
8,789 % |
|
31 |
5,859 % |
6,872 % |
2,160 % |
4,388 % |
9,866 % |
8,686 % |
|
32 |
5,847 % |
6,803 % |
2,190 % |
4,365 % |
9,749 % |
8,588 % |
|
33 |
5,835 % |
6,736 % |
2,218 % |
4,341 % |
9,637 % |
8,493 % |
|
34 |
5,824 % |
6,673 % |
2,246 % |
4,318 % |
9,528 % |
8,402 % |
|
35 |
5,813 % |
6,612 % |
2,272 % |
4,296 % |
9,422 % |
8,315 % |
|
36 |
5,802 % |
6,554 % |
2,297 % |
4,274 % |
9,321 % |
8,232 % |
|
37 |
5,792 % |
6,498 % |
2,321 % |
4,253 % |
9,223 % |
8,152 % |
|
38 |
5,782 % |
6,444 % |
2,344 % |
4,232 % |
9,128 % |
8,076 % |
|
39 |
5,773 % |
6,393 % |
2,366 % |
4,211 % |
9,038 % |
8,002 % |
|
40 |
5,764 % |
6,344 % |
2,387 % |
4,192 % |
8,951 % |
7,932 % |
|
41 |
5,755 % |
6,296 % |
2,407 % |
4,173 % |
8,867 % |
7,865 % |
|
42 |
5,746 % |
6,251 % |
2,427 % |
4,154 % |
8,786 % |
7,800 % |
|
43 |
5,738 % |
6,207 % |
2,446 % |
4,136 % |
8,709 % |
7,738 % |
|
44 |
5,730 % |
6,166 % |
2,464 % |
4,119 % |
8,635 % |
7,679 % |
|
45 |
5,723 % |
6,126 % |
2,481 % |
4,102 % |
8,563 % |
7,622 % |
|
46 |
5,715 % |
6,087 % |
2,498 % |
4,086 % |
8,495 % |
7,567 % |
|
47 |
5,708 % |
6,050 % |
2,514 % |
4,071 % |
8,429 % |
7,514 % |
|
48 |
5,702 % |
6,014 % |
2,530 % |
4,055 % |
8,365 % |
7,464 % |
|
49 |
5,695 % |
5,980 % |
2,545 % |
4,041 % |
8,304 % |
7,415 % |
|
50 |
5,689 % |
5,947 % |
2,559 % |
4,027 % |
8,245 % |
7,368 % |
|
51 |
5,682 % |
5,915 % |
2,573 % |
4,013 % |
8,189 % |
7,323 % |
|
52 |
5,676 % |
5,884 % |
2,587 % |
4,000 % |
8,134 % |
7,279 % |
|
53 |
5,671 % |
5,855 % |
2,600 % |
3,987 % |
8,082 % |
7,237 % |
|
54 |
5,665 % |
5,826 % |
2,612 % |
3,975 % |
8,031 % |
7,197 % |
|
55 |
5,660 % |
5,799 % |
2,624 % |
3,963 % |
7,982 % |
7,158 % |
|
56 |
5,654 % |
5,772 % |
2,636 % |
3,951 % |
7,935 % |
7,120 % |
|
57 |
5,649 % |
5,746 % |
2,647 % |
3,940 % |
7,889 % |
7,084 % |
|
58 |
5,644 % |
5,721 % |
2,658 % |
3,929 % |
7,845 % |
7,049 % |
|
59 |
5,639 % |
5,697 % |
2,669 % |
3,919 % |
7,803 % |
7,015 % |
|
60 |
5,635 % |
5,674 % |
2,679 % |
3,909 % |
7,762 % |
6,982 % |
|
61 |
5,630 % |
5,652 % |
2,689 % |
3,899 % |
7,722 % |
6,950 % |
|
62 |
5,626 % |
5,630 % |
2,699 % |
3,889 % |
7,683 % |
6,919 % |
|
63 |
5,622 % |
5,609 % |
2,708 % |
3,880 % |
7,646 % |
6,890 % |
|
64 |
5,618 % |
5,588 % |
2,718 % |
3,871 % |
7,610 % |
6,861 % |
|
65 |
5,614 % |
5,568 % |
2,726 % |
3,862 % |
7,575 % |
6,833 % |
|
66 |
5,610 % |
5,549 % |
2,735 % |
3,854 % |
7,541 % |
6,805 % |
|
67 |
5,606 % |
5,530 % |
2,743 % |
3,846 % |
7,508 % |
6,779 % |
|
68 |
5,602 % |
5,512 % |
2,751 % |
3,838 % |
7,476 % |
6,754 % |
|
69 |
5,599 % |
5,495 % |
2,759 % |
3,830 % |
7,445 % |
6,729 % |
|
70 |
5,595 % |
5,478 % |
2,767 % |
3,822 % |
7,415 % |
6,705 % |
|
71 |
5,592 % |
5,461 % |
2,774 % |
3,815 % |
7,385 % |
6,681 % |
|
72 |
5,588 % |
5,445 % |
2,782 % |
3,808 % |
7,357 % |
6,658 % |
|
73 |
5,585 % |
5,429 % |
2,789 % |
3,801 % |
7,329 % |
6,636 % |
|
74 |
5,582 % |
5,414 % |
2,795 % |
3,794 % |
7,302 % |
6,615 % |
|
75 |
5,579 % |
5,399 % |
2,802 % |
3,788 % |
7,276 % |
6,594 % |
|
76 |
5,576 % |
5,384 % |
2,809 % |
3,781 % |
7,250 % |
6,573 % |
|
77 |
5,573 % |
5,370 % |
2,815 % |
3,775 % |
7,225 % |
6,553 % |
|
78 |
5,570 % |
5,356 % |
2,821 % |
3,769 % |
7,201 % |
6,534 % |
|
79 |
5,568 % |
5,343 % |
2,827 % |
3,763 % |
7,177 % |
6,515 % |
|
80 |
5,565 % |
5,330 % |
2,833 % |
3,757 % |
7,154 % |
6,497 % |
|
81 |
5,562 % |
5,317 % |
2,839 % |
3,751 % |
7,132 % |
6,479 % |
|
82 |
5,560 % |
5,305 % |
2,844 % |
3,746 % |
7,110 % |
6,461 % |
|
83 |
5,557 % |
5,292 % |
2,850 % |
3,741 % |
7,089 % |
6,444 % |
|
84 |
5,555 % |
5,281 % |
2,855 % |
3,735 % |
7,068 % |
6,427 % |
|
85 |
5,552 % |
5,269 % |
2,860 % |
3,730 % |
7,047 % |
6,411 % |
|
86 |
5,550 % |
5,258 % |
2,866 % |
3,725 % |
7,028 % |
6,395 % |
|
87 |
5,548 % |
5,247 % |
2,870 % |
3,720 % |
7,008 % |
6,379 % |
|
88 |
5,545 % |
5,236 % |
2,875 % |
3,716 % |
6,989 % |
6,364 % |
|
89 |
5,543 % |
5,225 % |
2,880 % |
3,711 % |
6,971 % |
6,349 % |
|
90 |
5,541 % |
5,215 % |
2,885 % |
3,706 % |
6,952 % |
6,335 % |
|
91 |
5,539 % |
5,205 % |
2,889 % |
3,702 % |
6,935 % |
6,321 % |
|
92 |
5,537 % |
5,195 % |
2,894 % |
3,697 % |
6,917 % |
6,307 % |
|
93 |
5,535 % |
5,185 % |
2,898 % |
3,693 % |
6,900 % |
6,293 % |
|
94 |
5,533 % |
5,176 % |
2,902 % |
3,689 % |
6,884 % |
6,280 % |
|
95 |
5,531 % |
5,167 % |
2,907 % |
3,685 % |
6,868 % |
6,267 % |
|
96 |
5,529 % |
5,158 % |
2,911 % |
3,681 % |
6,852 % |
6,254 % |
|
97 |
5,527 % |
5,149 % |
2,915 % |
3,677 % |
6,836 % |
6,242 % |
|
98 |
5,526 % |
5,140 % |
2,919 % |
3,673 % |
6,821 % |
6,229 % |
|
99 |
5,524 % |
5,131 % |
2,922 % |
3,669 % |
6,806 % |
6,217 % |
|
100 |
5,522 % |
5,123 % |
2,926 % |
3,666 % |
6,791 % |
6,206 % |
|
101 |
5,520 % |
5,115 % |
2,930 % |
3,662 % |
6,777 % |
6,194 % |
|
102 |
5,519 % |
5,107 % |
2,933 % |
3,658 % |
6,763 % |
6,183 % |
|
103 |
5,517 % |
5,099 % |
2,937 % |
3,655 % |
6,749 % |
6,172 % |
|
104 |
5,515 % |
5,091 % |
2,941 % |
3,652 % |
6,735 % |
6,161 % |
|
105 |
5,514 % |
5,084 % |
2,944 % |
3,648 % |
6,722 % |
6,150 % |
|
106 |
5,512 % |
5,076 % |
2,947 % |
3,645 % |
6,709 % |
6,140 % |
|
107 |
5,511 % |
5,069 % |
2,951 % |
3,642 % |
6,696 % |
6,130 % |
|
108 |
5,509 % |
5,062 % |
2,954 % |
3,638 % |
6,684 % |
6,120 % |
|
109 |
5,508 % |
5,055 % |
2,957 % |
3,635 % |
6,671 % |
6,110 % |
|
110 |
5,506 % |
5,048 % |
2,960 % |
3,632 % |
6,659 % |
6,100 % |
|
111 |
5,505 % |
5,041 % |
2,963 % |
3,629 % |
6,647 % |
6,091 % |
|
112 |
5,504 % |
5,035 % |
2,966 % |
3,626 % |
6,636 % |
6,081 % |
|
113 |
5,502 % |
5,028 % |
2,969 % |
3,623 % |
6,624 % |
6,072 % |
|
114 |
5,501 % |
5,022 % |
2,972 % |
3,621 % |
6,613 % |
6,063 % |
|
115 |
5,500 % |
5,015 % |
2,975 % |
3,618 % |
6,602 % |
6,054 % |
|
116 |
5,498 % |
5,009 % |
2,978 % |
3,615 % |
6,591 % |
6,046 % |
|
117 |
5,497 % |
5,003 % |
2,980 % |
3,612 % |
6,581 % |
6,037 % |
|
118 |
5,496 % |
4,997 % |
2,983 % |
3,610 % |
6,570 % |
6,029 % |
|
119 |
5,495 % |
4,991 % |
2,986 % |
3,607 % |
6,560 % |
6,020 % |
|
120 |
5,493 % |
4,986 % |
2,988 % |
3,605 % |
6,550 % |
6,012 % |
|
121 |
5,492 % |
4,980 % |
2,991 % |
3,602 % |
6,540 % |
6,004 % |
|
122 |
5,491 % |
4,974 % |
2,993 % |
3,600 % |
6,530 % |
5,996 % |
|
123 |
5,490 % |
4,969 % |
2,996 % |
3,597 % |
6,520 % |
5,989 % |
|
124 |
5,489 % |
4,963 % |
2,998 % |
3,595 % |
6,511 % |
5,981 % |
|
125 |
5,488 % |
4,958 % |
3,001 % |
3,592 % |
6,501 % |
5,974 % |
|
126 |
5,487 % |
4,953 % |
3,003 % |
3,590 % |
6,492 % |
5,966 % |
|
127 |
5,485 % |
4,948 % |
3,006 % |
3,588 % |
6,483 % |
5,959 % |
|
128 |
5,484 % |
4,943 % |
3,008 % |
3,586 % |
6,474 % |
5,952 % |
|
129 |
5,483 % |
4,938 % |
3,010 % |
3,583 % |
6,465 % |
5,945 % |
|
130 |
5,482 % |
4,933 % |
3,012 % |
3,581 % |
6,457 % |
5,938 % |
|
131 |
5,481 % |
4,928 % |
3,014 % |
3,579 % |
6,448 % |
5,931 % |
|
132 |
5,480 % |
4,923 % |
3,017 % |
3,577 % |
6,440 % |
5,924 % |
|
133 |
5,479 % |
4,918 % |
3,019 % |
3,575 % |
6,432 % |
5,918 % |
|
134 |
5,478 % |
4,914 % |
3,021 % |
3,573 % |
6,424 % |
5,911 % |
|
135 |
5,477 % |
4,909 % |
3,023 % |
3,571 % |
6,416 % |
5,905 % |
|
136 |
5,476 % |
4,905 % |
3,025 % |
3,569 % |
6,408 % |
5,899 % |
|
137 |
5,476 % |
4,900 % |
3,027 % |
3,567 % |
6,400 % |
5,892 % |
|
138 |
5,475 % |
4,896 % |
3,029 % |
3,565 % |
6,392 % |
5,886 % |
|
139 |
5,474 % |
4,892 % |
3,031 % |
3,563 % |
6,385 % |
5,880 % |
|
140 |
5,473 % |
4,887 % |
3,033 % |
3,561 % |
6,377 % |
5,874 % |
|
141 |
5,472 % |
4,883 % |
3,035 % |
3,559 % |
6,370 % |
5,868 % |
|
142 |
5,471 % |
4,879 % |
3,037 % |
3,557 % |
6,363 % |
5,863 % |
|
143 |
5,470 % |
4,875 % |
3,038 % |
3,556 % |
6,356 % |
5,857 % |
|
144 |
5,469 % |
4,871 % |
3,040 % |
3,554 % |
6,349 % |
5,851 % |
|
145 |
5,469 % |
4,867 % |
3,042 % |
3,552 % |
6,342 % |
5,846 % |
|
146 |
5,468 % |
4,863 % |
3,044 % |
3,550 % |
6,335 % |
5,840 % |
|
147 |
5,467 % |
4,859 % |
3,046 % |
3,549 % |
6,328 % |
5,835 % |
|
148 |
5,466 % |
4,855 % |
3,047 % |
3,547 % |
6,322 % |
5,829 % |
|
149 |
5,465 % |
4,852 % |
3,049 % |
3,545 % |
6,315 % |
5,824 % |
|
150 |
5,465 % |
4,848 % |
3,051 % |
3,544 % |
6,309 % |
5,819 % |
|
Term to maturity (in years) |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
Turkish lira |
|
1 |
1,762 % |
3,018 % |
15,376 % |
3,461 % |
3,248 % |
48,948 % |
|
2 |
1,762 % |
3,071 % |
14,022 % |
3,211 % |
3,103 % |
41,250 % |
|
3 |
1,813 % |
3,164 % |
13,342 % |
3,098 % |
3,019 % |
34,846 % |
|
4 |
1,886 % |
3,265 % |
13,017 % |
3,052 % |
2,994 % |
30,025 % |
|
5 |
1,959 % |
3,350 % |
12,874 % |
3,031 % |
2,976 % |
26,513 % |
|
6 |
2,018 % |
3,422 % |
12,852 % |
3,021 % |
2,967 % |
24,095 % |
|
7 |
2,069 % |
3,481 % |
12,930 % |
3,018 % |
2,966 % |
22,489 % |
|
8 |
2,120 % |
3,528 % |
13,051 % |
3,018 % |
2,971 % |
21,542 % |
|
9 |
2,172 % |
3,569 % |
13,208 % |
3,020 % |
2,975 % |
21,058 % |
|
10 |
2,228 % |
3,602 % |
13,381 % |
3,024 % |
2,976 % |
20,672 % |
|
11 |
2,289 % |
3,632 % |
13,550 % |
3,028 % |
2,971 % |
20,293 % |
|
12 |
2,352 % |
3,662 % |
13,714 % |
3,033 % |
2,962 % |
19,918 % |
|
13 |
2,416 % |
3,692 % |
13,854 % |
3,038 % |
2,951 % |
19,544 % |
|
14 |
2,479 % |
3,724 % |
13,971 % |
3,043 % |
2,940 % |
19,170 % |
|
15 |
2,541 % |
3,756 % |
14,032 % |
3,049 % |
2,930 % |
18,797 % |
|
16 |
2,601 % |
3,790 % |
14,037 % |
3,054 % |
2,920 % |
18,424 % |
|
17 |
2,658 % |
3,823 % |
13,995 % |
3,059 % |
2,912 % |
18,052 % |
|
18 |
2,714 % |
3,853 % |
13,916 % |
3,064 % |
2,905 % |
17,684 % |
|
19 |
2,767 % |
3,881 % |
13,806 % |
3,070 % |
2,901 % |
17,320 % |
|
20 |
2,818 % |
3,903 % |
13,672 % |
3,075 % |
2,898 % |
16,961 % |
|
21 |
2,867 % |
3,921 % |
13,520 % |
3,080 % |
2,898 % |
16,609 % |
|
22 |
2,913 % |
3,934 % |
13,353 % |
3,084 % |
2,899 % |
16,265 % |
|
23 |
2,957 % |
3,943 % |
13,175 % |
3,089 % |
2,902 % |
15,931 % |
|
24 |
3,000 % |
3,950 % |
12,991 % |
3,094 % |
2,906 % |
15,606 % |
|
25 |
3,040 % |
3,953 % |
12,803 % |
3,098 % |
2,911 % |
15,291 % |
|
26 |
3,078 % |
3,955 % |
12,613 % |
3,103 % |
2,916 % |
14,988 % |
|
27 |
3,115 % |
3,956 % |
12,424 % |
3,107 % |
2,921 % |
14,695 % |
|
28 |
3,150 % |
3,955 % |
12,236 % |
3,111 % |
2,927 % |
14,414 % |
|
29 |
3,183 % |
3,953 % |
12,052 % |
3,115 % |
2,934 % |
14,145 % |
|
30 |
3,215 % |
3,950 % |
11,871 % |
3,119 % |
2,940 % |
13,886 % |
|
31 |
3,246 % |
3,946 % |
11,695 % |
3,123 % |
2,947 % |
13,639 % |
|
32 |
3,275 % |
3,942 % |
11,525 % |
3,126 % |
2,953 % |
13,402 % |
|
33 |
3,303 % |
3,938 % |
11,359 % |
3,130 % |
2,960 % |
13,176 % |
|
34 |
3,329 % |
3,933 % |
11,200 % |
3,133 % |
2,966 % |
12,960 % |
|
35 |
3,355 % |
3,928 % |
11,046 % |
3,136 % |
2,972 % |
12,754 % |
|
36 |
3,379 % |
3,923 % |
10,898 % |
3,140 % |
2,979 % |
12,556 % |
|
37 |
3,402 % |
3,917 % |
10,756 % |
3,143 % |
2,985 % |
12,368 % |
|
38 |
3,425 % |
3,912 % |
10,619 % |
3,146 % |
2,991 % |
12,188 % |
|
39 |
3,446 % |
3,907 % |
10,488 % |
3,149 % |
2,997 % |
12,016 % |
|
40 |
3,467 % |
3,901 % |
10,362 % |
3,152 % |
3,003 % |
11,852 % |
|
41 |
3,487 % |
3,896 % |
10,241 % |
3,154 % |
3,009 % |
11,695 % |
|
42 |
3,506 % |
3,891 % |
10,125 % |
3,157 % |
3,014 % |
11,544 % |
|
43 |
3,524 % |
3,885 % |
10,013 % |
3,160 % |
3,020 % |
11,400 % |
|
44 |
3,541 % |
3,880 % |
9,907 % |
3,162 % |
3,025 % |
11,263 % |
|
45 |
3,558 % |
3,875 % |
9,804 % |
3,165 % |
3,030 % |
11,131 % |
|
46 |
3,574 % |
3,870 % |
9,706 % |
3,167 % |
3,035 % |
11,004 % |
|
47 |
3,590 % |
3,865 % |
9,611 % |
3,169 % |
3,040 % |
10,883 % |
|
48 |
3,605 % |
3,861 % |
9,520 % |
3,172 % |
3,045 % |
10,766 % |
|
49 |
3,620 % |
3,856 % |
9,433 % |
3,174 % |
3,049 % |
10,654 % |
|
50 |
3,634 % |
3,852 % |
9,349 % |
3,176 % |
3,054 % |
10,547 % |
|
51 |
3,647 % |
3,847 % |
9,268 % |
3,178 % |
3,058 % |
10,443 % |
|
52 |
3,660 % |
3,843 % |
9,190 % |
3,180 % |
3,062 % |
10,344 % |
|
53 |
3,673 % |
3,839 % |
9,115 % |
3,182 % |
3,066 % |
10,248 % |
|
54 |
3,685 % |
3,835 % |
9,043 % |
3,184 % |
3,070 % |
10,156 % |
|
55 |
3,697 % |
3,831 % |
8,973 % |
3,186 % |
3,074 % |
10,067 % |
|
56 |
3,708 % |
3,827 % |
8,906 % |
3,188 % |
3,078 % |
9,982 % |
|
57 |
3,719 % |
3,823 % |
8,841 % |
3,189 % |
3,082 % |
9,899 % |
|
58 |
3,730 % |
3,820 % |
8,778 % |
3,191 % |
3,085 % |
9,819 % |
|
59 |
3,740 % |
3,816 % |
8,718 % |
3,193 % |
3,089 % |
9,742 % |
|
60 |
3,750 % |
3,813 % |
8,659 % |
3,194 % |
3,092 % |
9,668 % |
|
61 |
3,759 % |
3,809 % |
8,603 % |
3,196 % |
3,095 % |
9,596 % |
|
62 |
3,769 % |
3,806 % |
8,548 % |
3,197 % |
3,098 % |
9,526 % |
|
63 |
3,778 % |
3,803 % |
8,495 % |
3,199 % |
3,101 % |
9,459 % |
|
64 |
3,787 % |
3,800 % |
8,444 % |
3,200 % |
3,104 % |
9,393 % |
|
65 |
3,795 % |
3,797 % |
8,394 % |
3,202 % |
3,107 % |
9,330 % |
|
66 |
3,803 % |
3,794 % |
8,346 % |
3,203 % |
3,110 % |
9,269 % |
|
67 |
3,812 % |
3,791 % |
8,299 % |
3,204 % |
3,113 % |
9,209 % |
|
68 |
3,819 % |
3,789 % |
8,253 % |
3,206 % |
3,116 % |
9,151 % |
|
69 |
3,827 % |
3,786 % |
8,209 % |
3,207 % |
3,118 % |
9,095 % |
|
70 |
3,834 % |
3,783 % |
8,166 % |
3,208 % |
3,121 % |
9,041 % |
|
71 |
3,842 % |
3,781 % |
8,125 % |
3,209 % |
3,123 % |
8,988 % |
|
72 |
3,849 % |
3,778 % |
8,084 % |
3,211 % |
3,126 % |
8,937 % |
|
73 |
3,855 % |
3,776 % |
8,045 % |
3,212 % |
3,128 % |
8,887 % |
|
74 |
3,862 % |
3,774 % |
8,007 % |
3,213 % |
3,130 % |
8,838 % |
|
75 |
3,868 % |
3,771 % |
7,970 % |
3,214 % |
3,132 % |
8,791 % |
|
76 |
3,875 % |
3,769 % |
7,933 % |
3,215 % |
3,135 % |
8,745 % |
|
77 |
3,881 % |
3,767 % |
7,898 % |
3,216 % |
3,137 % |
8,700 % |
|
78 |
3,887 % |
3,765 % |
7,864 % |
3,217 % |
3,139 % |
8,657 % |
|
79 |
3,893 % |
3,763 % |
7,830 % |
3,218 % |
3,141 % |
8,614 % |
|
80 |
3,898 % |
3,761 % |
7,798 % |
3,219 % |
3,143 % |
8,573 % |
|
81 |
3,904 % |
3,759 % |
7,766 % |
3,220 % |
3,145 % |
8,532 % |
|
82 |
3,909 % |
3,757 % |
7,735 % |
3,221 % |
3,147 % |
8,493 % |
|
83 |
3,915 % |
3,755 % |
7,704 % |
3,222 % |
3,148 % |
8,455 % |
|
84 |
3,920 % |
3,753 % |
7,675 % |
3,223 % |
3,150 % |
8,417 % |
|
85 |
3,925 % |
3,751 % |
7,646 % |
3,224 % |
3,152 % |
8,381 % |
|
86 |
3,930 % |
3,749 % |
7,618 % |
3,225 % |
3,154 % |
8,345 % |
|
87 |
3,935 % |
3,748 % |
7,590 % |
3,226 % |
3,155 % |
8,310 % |
|
88 |
3,939 % |
3,746 % |
7,563 % |
3,226 % |
3,157 % |
8,276 % |
|
89 |
3,944 % |
3,744 % |
7,537 % |
3,227 % |
3,159 % |
8,242 % |
|
90 |
3,948 % |
3,743 % |
7,512 % |
3,228 % |
3,160 % |
8,210 % |
|
91 |
3,953 % |
3,741 % |
7,486 % |
3,229 % |
3,162 % |
8,178 % |
|
92 |
3,957 % |
3,740 % |
7,462 % |
3,229 % |
3,163 % |
8,147 % |
|
93 |
3,961 % |
3,738 % |
7,438 % |
3,230 % |
3,165 % |
8,116 % |
|
94 |
3,965 % |
3,737 % |
7,414 % |
3,231 % |
3,166 % |
8,087 % |
|
95 |
3,969 % |
3,735 % |
7,391 % |
3,232 % |
3,167 % |
8,057 % |
|
96 |
3,973 % |
3,734 % |
7,369 % |
3,232 % |
3,169 % |
8,029 % |
|
97 |
3,977 % |
3,733 % |
7,347 % |
3,233 % |
3,170 % |
8,001 % |
|
98 |
3,981 % |
3,731 % |
7,325 % |
3,234 % |
3,171 % |
7,974 % |
|
99 |
3,985 % |
3,730 % |
7,304 % |
3,234 % |
3,173 % |
7,947 % |
|
100 |
3,988 % |
3,729 % |
7,283 % |
3,235 % |
3,174 % |
7,920 % |
|
101 |
3,992 % |
3,727 % |
7,263 % |
3,236 % |
3,175 % |
7,895 % |
|
102 |
3,995 % |
3,726 % |
7,243 % |
3,236 % |
3,176 % |
7,869 % |
|
103 |
3,999 % |
3,725 % |
7,223 % |
3,237 % |
3,178 % |
7,845 % |
|
104 |
4,002 % |
3,724 % |
7,204 % |
3,237 % |
3,179 % |
7,820 % |
|
105 |
4,006 % |
3,722 % |
7,186 % |
3,238 % |
3,180 % |
7,797 % |
|
106 |
4,009 % |
3,721 % |
7,167 % |
3,239 % |
3,181 % |
7,773 % |
|
107 |
4,012 % |
3,720 % |
7,149 % |
3,239 % |
3,182 % |
7,750 % |
|
108 |
4,015 % |
3,719 % |
7,131 % |
3,240 % |
3,183 % |
7,728 % |
|
109 |
4,018 % |
3,718 % |
7,114 % |
3,240 % |
3,184 % |
7,706 % |
|
110 |
4,021 % |
3,717 % |
7,097 % |
3,241 % |
3,185 % |
7,684 % |
|
111 |
4,024 % |
3,716 % |
7,080 % |
3,241 % |
3,186 % |
7,663 % |
|
112 |
4,027 % |
3,715 % |
7,064 % |
3,242 % |
3,187 % |
7,642 % |
|
113 |
4,030 % |
3,714 % |
7,047 % |
3,242 % |
3,188 % |
7,622 % |
|
114 |
4,033 % |
3,713 % |
7,031 % |
3,243 % |
3,189 % |
7,601 % |
|
115 |
4,035 % |
3,712 % |
7,016 % |
3,243 % |
3,190 % |
7,582 % |
|
116 |
4,038 % |
3,711 % |
7,000 % |
3,244 % |
3,191 % |
7,562 % |
|
117 |
4,041 % |
3,710 % |
6,985 % |
3,244 % |
3,192 % |
7,543 % |
|
118 |
4,043 % |
3,709 % |
6,971 % |
3,245 % |
3,193 % |
7,524 % |
|
119 |
4,046 % |
3,708 % |
6,956 % |
3,245 % |
3,194 % |
7,506 % |
|
120 |
4,049 % |
3,707 % |
6,942 % |
3,246 % |
3,195 % |
7,488 % |
|
121 |
4,051 % |
3,706 % |
6,928 % |
3,246 % |
3,196 % |
7,470 % |
|
122 |
4,053 % |
3,705 % |
6,914 % |
3,247 % |
3,197 % |
7,452 % |
|
123 |
4,056 % |
3,705 % |
6,900 % |
3,247 % |
3,198 % |
7,435 % |
|
124 |
4,058 % |
3,704 % |
6,887 % |
3,248 % |
3,198 % |
7,418 % |
|
125 |
4,061 % |
3,703 % |
6,873 % |
3,248 % |
3,199 % |
7,401 % |
|
126 |
4,063 % |
3,702 % |
6,860 % |
3,248 % |
3,200 % |
7,385 % |
|
127 |
4,065 % |
3,701 % |
6,848 % |
3,249 % |
3,201 % |
7,369 % |
|
128 |
4,067 % |
3,700 % |
6,835 % |
3,249 % |
3,202 % |
7,353 % |
|
129 |
4,070 % |
3,700 % |
6,823 % |
3,250 % |
3,202 % |
7,337 % |
|
130 |
4,072 % |
3,699 % |
6,811 % |
3,250 % |
3,203 % |
7,322 % |
|
131 |
4,074 % |
3,698 % |
6,799 % |
3,250 % |
3,204 % |
7,307 % |
|
132 |
4,076 % |
3,697 % |
6,787 % |
3,251 % |
3,205 % |
7,292 % |
|
133 |
4,078 % |
3,697 % |
6,775 % |
3,251 % |
3,205 % |
7,277 % |
|
134 |
4,080 % |
3,696 % |
6,764 % |
3,251 % |
3,206 % |
7,262 % |
|
135 |
4,082 % |
3,695 % |
6,752 % |
3,252 % |
3,207 % |
7,248 % |
|
136 |
4,084 % |
3,695 % |
6,741 % |
3,252 % |
3,207 % |
7,234 % |
|
137 |
4,086 % |
3,694 % |
6,730 % |
3,252 % |
3,208 % |
7,220 % |
|
138 |
4,088 % |
3,693 % |
6,719 % |
3,253 % |
3,209 % |
7,206 % |
|
139 |
4,090 % |
3,692 % |
6,709 % |
3,253 % |
3,209 % |
7,193 % |
|
140 |
4,092 % |
3,692 % |
6,698 % |
3,253 % |
3,210 % |
7,180 % |
|
141 |
4,093 % |
3,691 % |
6,688 % |
3,254 % |
3,211 % |
7,167 % |
|
142 |
4,095 % |
3,691 % |
6,678 % |
3,254 % |
3,211 % |
7,154 % |
|
143 |
4,097 % |
3,690 % |
6,668 % |
3,254 % |
3,212 % |
7,141 % |
|
144 |
4,099 % |
3,689 % |
6,658 % |
3,255 % |
3,212 % |
7,128 % |
|
145 |
4,100 % |
3,689 % |
6,648 % |
3,255 % |
3,213 % |
7,116 % |
|
146 |
4,102 % |
3,688 % |
6,638 % |
3,255 % |
3,214 % |
7,104 % |
|
147 |
4,104 % |
3,687 % |
6,629 % |
3,256 % |
3,214 % |
7,092 % |
|
148 |
4,106 % |
3,687 % |
6,620 % |
3,256 % |
3,215 % |
7,080 % |
|
149 |
4,107 % |
3,686 % |
6,610 % |
3,256 % |
3,215 % |
7,068 % |
|
150 |
4,109 % |
3,686 % |
6,601 % |
3,257 % |
3,216 % |
7,057 % |
|
Term to maturity (in years) |
US dollar |
Yen |
|
1 |
5,041 % |
0,175 % |
|
2 |
4,503 % |
0,290 % |
|
3 |
4,239 % |
0,365 % |
|
4 |
4,064 % |
0,427 % |
|
5 |
3,960 % |
0,493 % |
|
6 |
3,899 % |
0,562 % |
|
7 |
3,861 % |
0,637 % |
|
8 |
3,836 % |
0,710 % |
|
9 |
3,822 % |
0,780 % |
|
10 |
3,812 % |
0,849 % |
|
11 |
3,810 % |
0,914 % |
|
12 |
3,813 % |
0,976 % |
|
13 |
3,816 % |
1,035 % |
|
14 |
3,819 % |
1,093 % |
|
15 |
3,820 % |
1,151 % |
|
16 |
3,818 % |
1,208 % |
|
17 |
3,813 % |
1,263 % |
|
18 |
3,805 % |
1,313 % |
|
19 |
3,793 % |
1,356 % |
|
20 |
3,777 % |
1,392 % |
|
21 |
3,757 % |
1,419 % |
|
22 |
3,733 % |
1,441 % |
|
23 |
3,707 % |
1,458 % |
|
24 |
3,679 % |
1,474 % |
|
25 |
3,650 % |
1,488 % |
|
26 |
3,620 % |
1,503 % |
|
27 |
3,590 % |
1,519 % |
|
28 |
3,561 % |
1,536 % |
|
29 |
3,534 % |
1,556 % |
|
30 |
3,510 % |
1,577 % |
|
31 |
3,489 % |
1,602 % |
|
32 |
3,470 % |
1,628 % |
|
33 |
3,454 % |
1,657 % |
|
34 |
3,439 % |
1,686 % |
|
35 |
3,427 % |
1,715 % |
|
36 |
3,415 % |
1,745 % |
|
37 |
3,406 % |
1,775 % |
|
38 |
3,397 % |
1,805 % |
|
39 |
3,389 % |
1,834 % |
|
40 |
3,382 % |
1,864 % |
|
41 |
3,376 % |
1,892 % |
|
42 |
3,370 % |
1,920 % |
|
43 |
3,366 % |
1,948 % |
|
44 |
3,361 % |
1,974 % |
|
45 |
3,357 % |
2,001 % |
|
46 |
3,354 % |
2,026 % |
|
47 |
3,350 % |
2,051 % |
|
48 |
3,348 % |
2,075 % |
|
49 |
3,345 % |
2,098 % |
|
50 |
3,343 % |
2,121 % |
|
51 |
3,341 % |
2,143 % |
|
52 |
3,339 % |
2,165 % |
|
53 |
3,337 % |
2,185 % |
|
54 |
3,335 % |
2,206 % |
|
55 |
3,334 % |
2,225 % |
|
56 |
3,333 % |
2,244 % |
|
57 |
3,331 % |
2,263 % |
|
58 |
3,330 % |
2,281 % |
|
59 |
3,329 % |
2,298 % |
|
60 |
3,328 % |
2,315 % |
|
61 |
3,327 % |
2,331 % |
|
62 |
3,326 % |
2,347 % |
|
63 |
3,326 % |
2,363 % |
|
64 |
3,325 % |
2,378 % |
|
65 |
3,324 % |
2,392 % |
|
66 |
3,324 % |
2,406 % |
|
67 |
3,323 % |
2,420 % |
|
68 |
3,323 % |
2,434 % |
|
69 |
3,322 % |
2,447 % |
|
70 |
3,322 % |
2,459 % |
|
71 |
3,321 % |
2,472 % |
|
72 |
3,321 % |
2,484 % |
|
73 |
3,320 % |
2,496 % |
|
74 |
3,320 % |
2,507 % |
|
75 |
3,320 % |
2,518 % |
|
76 |
3,319 % |
2,529 % |
|
77 |
3,319 % |
2,539 % |
|
78 |
3,319 % |
2,550 % |
|
79 |
3,318 % |
2,560 % |
|
80 |
3,318 % |
2,570 % |
|
81 |
3,318 % |
2,579 % |
|
82 |
3,318 % |
2,588 % |
|
83 |
3,317 % |
2,598 % |
|
84 |
3,317 % |
2,606 % |
|
85 |
3,317 % |
2,615 % |
|
86 |
3,317 % |
2,624 % |
|
87 |
3,316 % |
2,632 % |
|
88 |
3,316 % |
2,640 % |
|
89 |
3,316 % |
2,648 % |
|
90 |
3,316 % |
2,656 % |
|
91 |
3,316 % |
2,663 % |
|
92 |
3,315 % |
2,671 % |
|
93 |
3,315 % |
2,678 % |
|
94 |
3,315 % |
2,685 % |
|
95 |
3,315 % |
2,692 % |
|
96 |
3,315 % |
2,699 % |
|
97 |
3,315 % |
2,706 % |
|
98 |
3,314 % |
2,712 % |
|
99 |
3,314 % |
2,719 % |
|
100 |
3,314 % |
2,725 % |
|
101 |
3,314 % |
2,731 % |
|
102 |
3,314 % |
2,737 % |
|
103 |
3,314 % |
2,743 % |
|
104 |
3,314 % |
2,749 % |
|
105 |
3,313 % |
2,755 % |
|
106 |
3,313 % |
2,760 % |
|
107 |
3,313 % |
2,766 % |
|
108 |
3,313 % |
2,771 % |
|
109 |
3,313 % |
2,776 % |
|
110 |
3,313 % |
2,782 % |
|
111 |
3,313 % |
2,787 % |
|
112 |
3,313 % |
2,792 % |
|
113 |
3,312 % |
2,797 % |
|
114 |
3,312 % |
2,801 % |
|
115 |
3,312 % |
2,806 % |
|
116 |
3,312 % |
2,811 % |
|
117 |
3,312 % |
2,815 % |
|
118 |
3,312 % |
2,820 % |
|
119 |
3,312 % |
2,824 % |
|
120 |
3,312 % |
2,829 % |
|
121 |
3,312 % |
2,833 % |
|
122 |
3,312 % |
2,837 % |
|
123 |
3,311 % |
2,841 % |
|
124 |
3,311 % |
2,846 % |
|
125 |
3,311 % |
2,850 % |
|
126 |
3,311 % |
2,854 % |
|
127 |
3,311 % |
2,857 % |
|
128 |
3,311 % |
2,861 % |
|
129 |
3,311 % |
2,865 % |
|
130 |
3,311 % |
2,869 % |
|
131 |
3,311 % |
2,872 % |
|
132 |
3,311 % |
2,876 % |
|
133 |
3,311 % |
2,880 % |
|
134 |
3,311 % |
2,883 % |
|
135 |
3,310 % |
2,887 % |
|
136 |
3,310 % |
2,890 % |
|
137 |
3,310 % |
2,893 % |
|
138 |
3,310 % |
2,897 % |
|
139 |
3,310 % |
2,900 % |
|
140 |
3,310 % |
2,903 % |
|
141 |
3,310 % |
2,906 % |
|
142 |
3,310 % |
2,909 % |
|
143 |
3,310 % |
2,912 % |
|
144 |
3,310 % |
2,915 % |
|
145 |
3,310 % |
2,918 % |
|
146 |
3,310 % |
2,921 % |
|
147 |
3,310 % |
2,924 % |
|
148 |
3,310 % |
2,927 % |
|
149 |
3,309 % |
2,930 % |
|
150 |
3,309 % |
2,933 % |
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 |
26 |
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 |
40 |
0 |
|
5 |
0 |
2 |
46 |
5 |
3 |
44 |
0 |
|
6 |
0 |
3 |
49 |
6 |
5 |
46 |
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 |
336 |
4 |
12 |
|
2 |
0 |
0 |
0 |
0 |
210 |
4 |
18 |
|
3 |
0 |
0 |
0 |
0 |
188 |
4 |
20 |
|
4 |
1 |
0 |
0 |
0 |
165 |
4 |
21 |
|
5 |
2 |
0 |
0 |
0 |
152 |
4 |
22 |
|
6 |
3 |
0 |
0 |
0 |
150 |
4 |
23 |
|
7 |
4 |
0 |
0 |
0 |
148 |
4 |
24 |
|
8 |
5 |
0 |
1 |
0 |
152 |
3 |
25 |
|
9 |
6 |
0 |
2 |
0 |
154 |
1 |
26 |
|
10 |
7 |
0 |
3 |
0 |
156 |
4 |
26 |
|
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 |
12 |
0 |
20 |
0 |
4 |
|
4 |
21 |
13 |
15 |
0 |
21 |
0 |
4 |
|
5 |
23 |
15 |
17 |
0 |
23 |
0 |
4 |
|
6 |
25 |
16 |
18 |
0 |
24 |
0 |
4 |
|
7 |
27 |
17 |
20 |
0 |
25 |
0 |
4 |
|
8 |
29 |
19 |
22 |
0 |
26 |
0 |
4 |
|
9 |
31 |
20 |
23 |
1 |
27 |
0 |
4 |
|
10 |
32 |
20 |
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 |
12 |
0 |
0 |
|
4 |
40 |
18 |
16 |
25 |
15 |
0 |
0 |
|
5 |
43 |
19 |
18 |
29 |
17 |
0 |
0 |
|
6 |
46 |
20 |
19 |
32 |
18 |
0 |
0 |
|
7 |
47 |
21 |
21 |
33 |
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 |
10 |
0 |
0 |
|
2 |
17 |
1 |
17 |
0 |
10 |
0 |
0 |
|
3 |
17 |
2 |
26 |
0 |
10 |
0 |
0 |
|
4 |
16 |
3 |
33 |
0 |
10 |
0 |
0 |
|
5 |
15 |
3 |
34 |
0 |
10 |
0 |
0 |
|
6 |
14 |
3 |
37 |
0 |
10 |
0 |
0 |
|
7 |
13 |
4 |
39 |
0 |
10 |
0 |
0 |
|
8 |
14 |
7 |
37 |
0 |
10 |
0 |
0 |
|
9 |
15 |
5 |
35 |
0 |
10 |
0 |
0 |
|
10 |
13 |
5 |
37 |
0 |
10 |
1 |
0 |
|
Duration (in years) |
Mexico |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
|
1 |
8 |
0 |
0 |
0 |
7 |
8 |
1 |
|
2 |
9 |
0 |
0 |
0 |
10 |
11 |
0 |
|
3 |
10 |
0 |
0 |
0 |
12 |
11 |
0 |
|
4 |
11 |
0 |
0 |
0 |
14 |
13 |
0 |
|
5 |
11 |
0 |
2 |
0 |
15 |
14 |
0 |
|
6 |
11 |
0 |
5 |
0 |
16 |
15 |
0 |
|
7 |
11 |
0 |
7 |
0 |
19 |
15 |
0 |
|
8 |
11 |
0 |
11 |
0 |
21 |
15 |
0 |
|
9 |
11 |
0 |
16 |
0 |
22 |
15 |
0 |
|
10 |
11 |
0 |
16 |
0 |
24 |
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 |
223 |
501 |
1 159 |
|
2 |
6 |
19 |
41 |
108 |
223 |
501 |
938 |
|
3 |
7 |
21 |
43 |
103 |
220 |
497 |
769 |
|
4 |
9 |
24 |
46 |
105 |
219 |
496 |
640 |
|
5 |
10 |
26 |
51 |
109 |
219 |
496 |
540 |
|
6 |
11 |
28 |
54 |
113 |
219 |
496 |
496 |
|
7 |
12 |
30 |
56 |
116 |
219 |
496 |
496 |
|
8 |
12 |
31 |
56 |
115 |
219 |
496 |
496 |
|
9 |
13 |
32 |
56 |
114 |
219 |
496 |
496 |
|
10 |
13 |
33 |
56 |
114 |
219 |
496 |
496 |
|
11 |
14 |
34 |
57 |
114 |
219 |
496 |
496 |
|
12 |
14 |
35 |
57 |
114 |
219 |
496 |
496 |
|
13 |
14 |
35 |
57 |
114 |
219 |
496 |
496 |
|
14 |
15 |
36 |
57 |
114 |
219 |
496 |
496 |
|
15 |
15 |
36 |
57 |
114 |
219 |
496 |
496 |
|
16 |
15 |
36 |
57 |
114 |
219 |
496 |
496 |
|
17 |
16 |
36 |
57 |
114 |
219 |
496 |
496 |
|
18 |
17 |
36 |
57 |
114 |
219 |
496 |
496 |
|
19 |
18 |
36 |
57 |
114 |
219 |
496 |
496 |
|
20 |
19 |
36 |
57 |
114 |
219 |
496 |
496 |
|
21 |
20 |
36 |
57 |
114 |
219 |
496 |
496 |
|
22 |
21 |
36 |
57 |
114 |
219 |
496 |
496 |
|
23 |
22 |
36 |
57 |
114 |
219 |
496 |
496 |
|
24 |
23 |
36 |
57 |
114 |
219 |
496 |
496 |
|
25 |
23 |
36 |
57 |
114 |
219 |
496 |
496 |
|
26 |
24 |
36 |
57 |
114 |
219 |
496 |
496 |
|
27 |
25 |
36 |
57 |
114 |
219 |
496 |
496 |
|
28 |
26 |
36 |
57 |
114 |
219 |
496 |
496 |
|
29 |
26 |
36 |
57 |
114 |
219 |
496 |
496 |
|
30 |
27 |
36 |
57 |
114 |
219 |
496 |
496 |
2.2. Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
19 |
32 |
54 |
121 |
236 |
514 |
1 173 |
|
2 |
20 |
33 |
55 |
122 |
237 |
515 |
949 |
|
3 |
21 |
35 |
57 |
117 |
233 |
511 |
779 |
|
4 |
22 |
37 |
59 |
118 |
232 |
510 |
649 |
|
5 |
23 |
39 |
63 |
121 |
231 |
509 |
548 |
|
6 |
23 |
40 |
66 |
125 |
230 |
508 |
508 |
|
7 |
23 |
41 |
67 |
126 |
229 |
507 |
507 |
|
8 |
22 |
41 |
66 |
125 |
229 |
507 |
507 |
|
9 |
22 |
41 |
66 |
124 |
228 |
506 |
506 |
|
10 |
22 |
42 |
65 |
123 |
227 |
505 |
505 |
|
11 |
22 |
42 |
65 |
122 |
227 |
505 |
505 |
|
12 |
22 |
43 |
64 |
122 |
226 |
504 |
504 |
|
13 |
22 |
43 |
64 |
121 |
226 |
504 |
504 |
|
14 |
21 |
42 |
63 |
121 |
225 |
503 |
503 |
|
15 |
21 |
42 |
63 |
120 |
225 |
503 |
503 |
|
16 |
20 |
41 |
62 |
120 |
224 |
502 |
502 |
|
17 |
20 |
41 |
62 |
120 |
224 |
502 |
502 |
|
18 |
20 |
41 |
62 |
120 |
224 |
502 |
502 |
|
19 |
21 |
42 |
63 |
120 |
224 |
502 |
502 |
|
20 |
21 |
42 |
63 |
120 |
225 |
503 |
503 |
|
21 |
21 |
42 |
63 |
121 |
225 |
503 |
503 |
|
22 |
21 |
42 |
63 |
121 |
225 |
503 |
503 |
|
23 |
22 |
42 |
63 |
121 |
225 |
503 |
503 |
|
24 |
23 |
42 |
63 |
121 |
225 |
503 |
503 |
|
25 |
24 |
42 |
63 |
121 |
225 |
503 |
503 |
|
26 |
25 |
42 |
63 |
121 |
225 |
503 |
503 |
|
27 |
25 |
42 |
63 |
121 |
225 |
503 |
503 |
|
28 |
26 |
42 |
63 |
120 |
225 |
503 |
503 |
|
29 |
27 |
42 |
63 |
120 |
225 |
503 |
503 |
|
30 |
27 |
42 |
63 |
120 |
225 |
503 |
503 |
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 |
223 |
501 |
1 159 |
|
2 |
6 |
19 |
41 |
108 |
223 |
501 |
938 |
|
3 |
7 |
21 |
43 |
103 |
219 |
497 |
769 |
|
4 |
9 |
24 |
46 |
105 |
218 |
496 |
640 |
|
5 |
10 |
26 |
51 |
108 |
218 |
496 |
540 |
|
6 |
11 |
28 |
54 |
113 |
218 |
496 |
496 |
|
7 |
12 |
30 |
56 |
115 |
218 |
496 |
496 |
|
8 |
12 |
31 |
56 |
115 |
218 |
496 |
496 |
|
9 |
12 |
32 |
56 |
114 |
218 |
496 |
496 |
|
10 |
13 |
33 |
56 |
114 |
218 |
496 |
496 |
|
11 |
14 |
34 |
56 |
114 |
218 |
496 |
496 |
|
12 |
14 |
35 |
56 |
114 |
218 |
496 |
496 |
|
13 |
14 |
35 |
56 |
114 |
218 |
496 |
496 |
|
14 |
14 |
35 |
56 |
114 |
218 |
496 |
496 |
|
15 |
15 |
35 |
56 |
114 |
218 |
496 |
496 |
|
16 |
15 |
35 |
56 |
114 |
218 |
496 |
496 |
|
17 |
16 |
35 |
56 |
114 |
218 |
496 |
496 |
|
18 |
17 |
35 |
56 |
114 |
218 |
496 |
496 |
|
19 |
18 |
35 |
56 |
114 |
218 |
496 |
496 |
|
20 |
19 |
35 |
56 |
114 |
218 |
496 |
496 |
|
21 |
19 |
35 |
56 |
114 |
218 |
496 |
496 |
|
22 |
21 |
35 |
56 |
114 |
218 |
496 |
496 |
|
23 |
22 |
35 |
56 |
114 |
218 |
496 |
496 |
|
24 |
23 |
35 |
56 |
114 |
218 |
496 |
496 |
|
25 |
23 |
35 |
56 |
114 |
218 |
496 |
496 |
|
26 |
24 |
35 |
56 |
114 |
218 |
496 |
496 |
|
27 |
25 |
36 |
56 |
114 |
218 |
496 |
496 |
|
28 |
26 |
36 |
56 |
114 |
218 |
496 |
496 |
|
29 |
26 |
36 |
56 |
114 |
218 |
496 |
496 |
|
30 |
27 |
36 |
56 |
114 |
218 |
496 |
496 |
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 |
181 |
296 |
574 |
1 213 |
|
2 |
76 |
89 |
111 |
178 |
293 |
571 |
989 |
|
3 |
79 |
93 |
115 |
175 |
292 |
569 |
814 |
|
4 |
79 |
94 |
116 |
175 |
289 |
566 |
679 |
|
5 |
78 |
94 |
119 |
177 |
286 |
564 |
574 |
|
6 |
78 |
95 |
120 |
179 |
285 |
563 |
563 |
|
7 |
77 |
95 |
121 |
180 |
283 |
561 |
561 |
|
8 |
76 |
95 |
120 |
178 |
282 |
560 |
560 |
|
9 |
75 |
94 |
119 |
177 |
281 |
559 |
559 |
|
10 |
73 |
93 |
116 |
173 |
278 |
556 |
556 |
|
11 |
71 |
91 |
114 |
171 |
276 |
554 |
554 |
|
12 |
70 |
91 |
113 |
170 |
275 |
553 |
553 |
|
13 |
70 |
91 |
112 |
170 |
274 |
552 |
552 |
|
14 |
70 |
91 |
112 |
169 |
274 |
552 |
552 |
|
15 |
70 |
91 |
112 |
169 |
273 |
551 |
551 |
|
16 |
69 |
90 |
111 |
168 |
273 |
551 |
551 |
|
17 |
69 |
90 |
111 |
168 |
273 |
551 |
551 |
|
18 |
68 |
89 |
110 |
168 |
272 |
550 |
550 |
|
19 |
68 |
89 |
110 |
167 |
272 |
550 |
550 |
|
20 |
67 |
88 |
109 |
167 |
271 |
549 |
549 |
|
21 |
67 |
88 |
109 |
166 |
270 |
548 |
548 |
|
22 |
66 |
87 |
108 |
165 |
270 |
548 |
548 |
|
23 |
65 |
86 |
107 |
164 |
269 |
547 |
547 |
|
24 |
64 |
85 |
106 |
163 |
268 |
546 |
546 |
|
25 |
63 |
84 |
105 |
162 |
267 |
545 |
545 |
|
26 |
62 |
83 |
104 |
161 |
266 |
544 |
544 |
|
27 |
61 |
82 |
103 |
160 |
265 |
543 |
543 |
|
28 |
60 |
81 |
102 |
159 |
264 |
542 |
542 |
|
29 |
59 |
80 |
101 |
158 |
263 |
541 |
541 |
|
30 |
58 |
79 |
100 |
157 |
262 |
539 |
539 |
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 |
45 |
112 |
227 |
505 |
1 156 |
|
2 |
12 |
25 |
47 |
113 |
228 |
506 |
938 |
|
3 |
14 |
28 |
49 |
109 |
226 |
504 |
770 |
|
4 |
16 |
31 |
53 |
112 |
226 |
503 |
641 |
|
5 |
17 |
33 |
58 |
116 |
226 |
504 |
541 |
|
6 |
18 |
35 |
61 |
120 |
226 |
504 |
504 |
|
7 |
19 |
37 |
63 |
122 |
225 |
503 |
503 |
|
8 |
19 |
37 |
63 |
121 |
225 |
503 |
503 |
|
9 |
19 |
38 |
62 |
120 |
225 |
502 |
502 |
|
10 |
19 |
39 |
62 |
120 |
224 |
502 |
502 |
|
11 |
19 |
40 |
62 |
120 |
224 |
502 |
502 |
|
12 |
20 |
40 |
62 |
120 |
224 |
502 |
502 |
|
13 |
20 |
41 |
62 |
120 |
224 |
502 |
502 |
|
14 |
20 |
41 |
62 |
120 |
224 |
502 |
502 |
|
15 |
21 |
42 |
62 |
120 |
224 |
502 |
502 |
|
16 |
20 |
41 |
62 |
120 |
224 |
502 |
502 |
|
17 |
21 |
42 |
63 |
120 |
225 |
503 |
503 |
|
18 |
21 |
42 |
63 |
120 |
225 |
503 |
503 |
|
19 |
21 |
42 |
63 |
121 |
225 |
503 |
503 |
|
20 |
22 |
43 |
64 |
121 |
226 |
504 |
504 |
|
21 |
22 |
43 |
64 |
122 |
226 |
504 |
504 |
|
22 |
22 |
43 |
64 |
122 |
226 |
504 |
504 |
|
23 |
23 |
44 |
65 |
122 |
227 |
504 |
504 |
|
24 |
23 |
44 |
65 |
122 |
227 |
504 |
504 |
|
25 |
24 |
44 |
65 |
122 |
227 |
504 |
504 |
|
26 |
24 |
44 |
65 |
122 |
227 |
504 |
504 |
|
27 |
25 |
44 |
65 |
122 |
226 |
504 |
504 |
|
28 |
26 |
43 |
64 |
122 |
226 |
504 |
504 |
|
29 |
26 |
43 |
64 |
122 |
226 |
504 |
504 |
|
30 |
27 |
43 |
64 |
122 |
226 |
504 |
504 |
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 |
40 |
107 |
222 |
500 |
1 158 |
|
2 |
5 |
18 |
40 |
107 |
222 |
500 |
937 |
|
3 |
6 |
20 |
42 |
102 |
219 |
496 |
769 |
|
4 |
8 |
23 |
45 |
105 |
218 |
496 |
640 |
|
5 |
9 |
25 |
50 |
108 |
218 |
496 |
540 |
|
6 |
10 |
27 |
53 |
112 |
218 |
496 |
496 |
|
7 |
12 |
29 |
55 |
115 |
218 |
496 |
496 |
|
8 |
12 |
30 |
55 |
114 |
218 |
496 |
496 |
|
9 |
12 |
31 |
55 |
113 |
218 |
496 |
496 |
|
10 |
12 |
32 |
55 |
113 |
218 |
496 |
496 |
|
11 |
13 |
33 |
56 |
113 |
218 |
496 |
496 |
|
12 |
13 |
34 |
56 |
113 |
218 |
496 |
496 |
|
13 |
14 |
34 |
56 |
113 |
218 |
496 |
496 |
|
14 |
14 |
35 |
56 |
113 |
218 |
496 |
496 |
|
15 |
15 |
35 |
56 |
113 |
218 |
496 |
496 |
|
16 |
15 |
35 |
56 |
113 |
218 |
496 |
496 |
|
17 |
16 |
35 |
56 |
113 |
218 |
496 |
496 |
|
18 |
17 |
35 |
56 |
113 |
218 |
496 |
496 |
|
19 |
18 |
35 |
56 |
113 |
218 |
496 |
496 |
|
20 |
19 |
35 |
56 |
113 |
218 |
496 |
496 |
|
21 |
19 |
35 |
56 |
113 |
218 |
496 |
496 |
|
22 |
21 |
35 |
56 |
113 |
218 |
496 |
496 |
|
23 |
22 |
35 |
56 |
113 |
218 |
496 |
496 |
|
24 |
23 |
35 |
56 |
113 |
218 |
496 |
496 |
|
25 |
23 |
35 |
56 |
113 |
218 |
496 |
496 |
|
26 |
24 |
35 |
56 |
113 |
218 |
496 |
496 |
|
27 |
25 |
35 |
56 |
113 |
218 |
496 |
496 |
|
28 |
26 |
35 |
56 |
113 |
218 |
496 |
496 |
|
29 |
26 |
35 |
56 |
113 |
218 |
496 |
496 |
|
30 |
27 |
35 |
56 |
113 |
218 |
496 |
496 |
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 |
137 |
241 |
519 |
1 183 |
|
2 |
7 |
24 |
51 |
137 |
241 |
519 |
957 |
|
3 |
8 |
26 |
52 |
126 |
238 |
516 |
785 |
|
4 |
10 |
28 |
54 |
118 |
236 |
514 |
653 |
|
5 |
12 |
30 |
56 |
109 |
235 |
513 |
551 |
|
6 |
14 |
34 |
59 |
104 |
234 |
512 |
512 |
|
7 |
16 |
36 |
60 |
98 |
233 |
511 |
511 |
|
8 |
18 |
38 |
59 |
92 |
232 |
510 |
510 |
|
9 |
20 |
44 |
62 |
87 |
231 |
509 |
509 |
|
10 |
20 |
44 |
61 |
85 |
230 |
508 |
508 |
|
11 |
19 |
43 |
59 |
86 |
229 |
507 |
507 |
|
12 |
19 |
43 |
60 |
87 |
228 |
506 |
506 |
|
13 |
19 |
43 |
60 |
88 |
228 |
506 |
506 |
|
14 |
19 |
43 |
60 |
88 |
227 |
505 |
505 |
|
15 |
19 |
43 |
60 |
88 |
226 |
504 |
504 |
|
16 |
19 |
43 |
60 |
88 |
225 |
503 |
503 |
|
17 |
19 |
44 |
60 |
88 |
224 |
502 |
502 |
|
18 |
19 |
44 |
60 |
88 |
224 |
502 |
502 |
|
19 |
19 |
44 |
60 |
88 |
224 |
502 |
502 |
|
20 |
20 |
44 |
60 |
88 |
224 |
502 |
502 |
|
21 |
21 |
44 |
60 |
88 |
224 |
502 |
502 |
|
22 |
22 |
44 |
60 |
88 |
224 |
502 |
502 |
|
23 |
22 |
44 |
60 |
88 |
223 |
501 |
501 |
|
24 |
23 |
44 |
60 |
88 |
223 |
501 |
501 |
|
25 |
24 |
44 |
60 |
88 |
222 |
500 |
500 |
|
26 |
25 |
44 |
60 |
88 |
221 |
499 |
499 |
|
27 |
25 |
44 |
60 |
88 |
221 |
499 |
499 |
|
28 |
26 |
44 |
60 |
88 |
220 |
498 |
498 |
|
29 |
27 |
44 |
60 |
88 |
220 |
498 |
498 |
|
30 |
27 |
44 |
60 |
88 |
219 |
497 |
497 |
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 |
82 |
95 |
118 |
184 |
299 |
577 |
1 202 |
|
2 |
81 |
94 |
117 |
183 |
298 |
576 |
977 |
|
3 |
82 |
96 |
118 |
177 |
294 |
572 |
805 |
|
4 |
82 |
97 |
119 |
179 |
292 |
570 |
672 |
|
5 |
81 |
97 |
122 |
180 |
290 |
568 |
569 |
|
6 |
81 |
98 |
124 |
183 |
288 |
566 |
566 |
|
7 |
80 |
98 |
124 |
183 |
286 |
564 |
564 |
|
8 |
78 |
97 |
122 |
180 |
284 |
562 |
562 |
|
9 |
77 |
96 |
120 |
178 |
283 |
560 |
560 |
|
10 |
76 |
96 |
119 |
177 |
281 |
559 |
559 |
|
11 |
75 |
95 |
118 |
175 |
280 |
558 |
558 |
|
12 |
74 |
95 |
117 |
174 |
278 |
556 |
556 |
|
13 |
73 |
94 |
115 |
173 |
277 |
555 |
555 |
|
14 |
72 |
93 |
114 |
171 |
276 |
554 |
554 |
|
15 |
71 |
92 |
113 |
170 |
274 |
552 |
552 |
|
16 |
69 |
90 |
111 |
169 |
273 |
551 |
551 |
|
17 |
68 |
89 |
110 |
168 |
272 |
550 |
550 |
|
18 |
68 |
89 |
110 |
167 |
272 |
549 |
549 |
|
19 |
67 |
88 |
109 |
166 |
271 |
549 |
549 |
|
20 |
66 |
87 |
108 |
165 |
270 |
548 |
548 |
|
21 |
65 |
86 |
107 |
164 |
269 |
547 |
547 |
|
22 |
64 |
85 |
106 |
163 |
268 |
546 |
546 |
|
23 |
63 |
84 |
105 |
162 |
267 |
545 |
545 |
|
24 |
62 |
83 |
104 |
161 |
266 |
544 |
544 |
|
25 |
61 |
82 |
103 |
160 |
265 |
543 |
543 |
|
26 |
60 |
81 |
102 |
159 |
263 |
541 |
541 |
|
27 |
58 |
79 |
100 |
158 |
262 |
540 |
540 |
|
28 |
57 |
78 |
99 |
157 |
261 |
539 |
539 |
|
29 |
56 |
77 |
98 |
156 |
260 |
538 |
538 |
|
30 |
55 |
76 |
97 |
155 |
259 |
537 |
537 |
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 |
157 |
273 |
550 |
1 185 |
|
2 |
55 |
68 |
91 |
157 |
272 |
550 |
965 |
|
3 |
56 |
70 |
92 |
152 |
268 |
546 |
795 |
|
4 |
57 |
72 |
94 |
154 |
267 |
545 |
663 |
|
5 |
57 |
73 |
98 |
156 |
266 |
543 |
561 |
|
6 |
57 |
74 |
100 |
159 |
264 |
542 |
542 |
|
7 |
57 |
75 |
100 |
160 |
263 |
541 |
541 |
|
8 |
56 |
74 |
99 |
158 |
262 |
540 |
540 |
|
9 |
54 |
74 |
98 |
156 |
260 |
538 |
538 |
|
10 |
54 |
74 |
97 |
155 |
259 |
537 |
537 |
|
11 |
54 |
74 |
97 |
154 |
259 |
537 |
537 |
|
12 |
53 |
74 |
96 |
153 |
258 |
536 |
536 |
|
13 |
53 |
74 |
95 |
153 |
257 |
535 |
535 |
|
14 |
53 |
74 |
95 |
152 |
257 |
535 |
535 |
|
15 |
52 |
73 |
94 |
152 |
256 |
534 |
534 |
|
16 |
51 |
72 |
93 |
151 |
255 |
533 |
533 |
|
17 |
51 |
72 |
93 |
150 |
255 |
533 |
533 |
|
18 |
50 |
71 |
92 |
150 |
254 |
532 |
532 |
|
19 |
50 |
71 |
92 |
149 |
254 |
532 |
532 |
|
20 |
50 |
71 |
92 |
149 |
254 |
532 |
532 |
|
21 |
49 |
70 |
91 |
149 |
253 |
531 |
531 |
|
22 |
49 |
70 |
91 |
148 |
253 |
531 |
531 |
|
23 |
48 |
69 |
90 |
148 |
252 |
530 |
530 |
|
24 |
48 |
69 |
90 |
147 |
252 |
530 |
530 |
|
25 |
47 |
68 |
89 |
146 |
251 |
529 |
529 |
|
26 |
46 |
67 |
88 |
146 |
250 |
528 |
528 |
|
27 |
46 |
67 |
88 |
145 |
250 |
527 |
527 |
|
28 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
29 |
44 |
65 |
86 |
144 |
248 |
526 |
526 |
|
30 |
43 |
65 |
85 |
143 |
247 |
525 |
525 |
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 |
192 |
308 |
585 |
1 254 |
|
2 |
90 |
103 |
126 |
192 |
307 |
585 |
1 015 |
|
3 |
90 |
104 |
126 |
186 |
302 |
580 |
831 |
|
4 |
90 |
105 |
127 |
187 |
300 |
578 |
690 |
|
5 |
90 |
106 |
131 |
189 |
299 |
577 |
581 |
|
6 |
91 |
108 |
134 |
193 |
298 |
576 |
576 |
|
7 |
92 |
110 |
135 |
195 |
298 |
576 |
576 |
|
8 |
91 |
110 |
135 |
194 |
298 |
575 |
575 |
|
9 |
92 |
111 |
135 |
193 |
298 |
575 |
575 |
|
10 |
92 |
112 |
135 |
193 |
297 |
575 |
575 |
|
11 |
92 |
113 |
135 |
193 |
297 |
575 |
575 |
|
12 |
92 |
113 |
134 |
192 |
296 |
574 |
574 |
|
13 |
91 |
112 |
133 |
191 |
295 |
573 |
573 |
|
14 |
90 |
111 |
132 |
190 |
294 |
572 |
572 |
|
15 |
89 |
110 |
131 |
189 |
293 |
571 |
571 |
|
16 |
88 |
109 |
130 |
188 |
292 |
570 |
570 |
|
17 |
87 |
108 |
129 |
186 |
291 |
569 |
569 |
|
18 |
86 |
107 |
128 |
185 |
290 |
568 |
568 |
|
19 |
85 |
106 |
127 |
184 |
289 |
567 |
567 |
|
20 |
84 |
105 |
126 |
183 |
288 |
566 |
566 |
|
21 |
83 |
104 |
125 |
182 |
287 |
565 |
565 |
|
22 |
81 |
102 |
123 |
181 |
285 |
563 |
563 |
|
23 |
80 |
101 |
122 |
179 |
284 |
562 |
562 |
|
24 |
78 |
99 |
120 |
178 |
282 |
560 |
560 |
|
25 |
77 |
98 |
119 |
176 |
281 |
559 |
559 |
|
26 |
75 |
96 |
117 |
175 |
279 |
557 |
557 |
|
27 |
74 |
95 |
116 |
173 |
278 |
556 |
556 |
|
28 |
72 |
93 |
114 |
172 |
276 |
554 |
554 |
|
29 |
71 |
92 |
113 |
170 |
275 |
553 |
553 |
|
30 |
70 |
91 |
112 |
169 |
273 |
551 |
551 |
2.11. Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
30 |
43 |
66 |
132 |
247 |
525 |
1 175 |
|
2 |
31 |
44 |
66 |
133 |
248 |
526 |
955 |
|
3 |
32 |
46 |
67 |
127 |
244 |
522 |
784 |
|
4 |
32 |
47 |
70 |
129 |
242 |
520 |
652 |
|
5 |
33 |
49 |
74 |
132 |
241 |
519 |
550 |
|
6 |
33 |
50 |
76 |
135 |
241 |
519 |
519 |
|
7 |
34 |
52 |
77 |
137 |
240 |
518 |
518 |
|
8 |
33 |
52 |
77 |
135 |
239 |
517 |
517 |
|
9 |
32 |
52 |
76 |
134 |
238 |
516 |
516 |
|
10 |
32 |
52 |
76 |
133 |
238 |
516 |
516 |
|
11 |
32 |
53 |
75 |
133 |
237 |
515 |
515 |
|
12 |
32 |
53 |
74 |
132 |
236 |
514 |
514 |
|
13 |
32 |
53 |
74 |
131 |
236 |
514 |
514 |
|
14 |
31 |
52 |
73 |
131 |
235 |
513 |
513 |
|
15 |
31 |
52 |
73 |
130 |
235 |
513 |
513 |
|
16 |
30 |
51 |
72 |
130 |
234 |
512 |
512 |
|
17 |
30 |
51 |
72 |
129 |
234 |
512 |
512 |
|
18 |
30 |
51 |
72 |
129 |
234 |
512 |
512 |
|
19 |
30 |
51 |
72 |
129 |
234 |
512 |
512 |
|
20 |
30 |
51 |
72 |
129 |
234 |
512 |
512 |
|
21 |
30 |
51 |
72 |
129 |
234 |
512 |
512 |
|
22 |
30 |
51 |
72 |
129 |
234 |
512 |
512 |
|
23 |
30 |
51 |
72 |
129 |
234 |
511 |
511 |
|
24 |
29 |
50 |
71 |
129 |
233 |
511 |
511 |
|
25 |
29 |
50 |
71 |
129 |
233 |
511 |
511 |
|
26 |
29 |
50 |
71 |
128 |
233 |
511 |
511 |
|
27 |
29 |
50 |
71 |
128 |
232 |
510 |
510 |
|
28 |
28 |
49 |
70 |
128 |
232 |
510 |
510 |
|
29 |
28 |
49 |
70 |
127 |
232 |
510 |
510 |
|
30 |
28 |
49 |
70 |
127 |
232 |
509 |
509 |
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 |
22 |
89 |
204 |
482 |
1 119 |
|
2 |
1 |
5 |
23 |
90 |
205 |
483 |
909 |
|
3 |
2 |
5 |
25 |
85 |
202 |
480 |
747 |
|
4 |
4 |
6 |
28 |
88 |
201 |
479 |
623 |
|
5 |
4 |
9 |
33 |
91 |
201 |
479 |
527 |
|
6 |
6 |
11 |
37 |
96 |
201 |
479 |
479 |
|
7 |
7 |
13 |
39 |
98 |
201 |
479 |
479 |
|
8 |
8 |
14 |
39 |
97 |
201 |
479 |
479 |
|
9 |
8 |
14 |
39 |
97 |
201 |
479 |
479 |
|
10 |
9 |
16 |
39 |
96 |
201 |
479 |
479 |
|
11 |
11 |
18 |
40 |
97 |
202 |
480 |
480 |
|
12 |
12 |
17 |
39 |
96 |
201 |
479 |
479 |
|
13 |
13 |
18 |
40 |
97 |
202 |
480 |
480 |
|
14 |
14 |
18 |
39 |
97 |
201 |
479 |
479 |
|
15 |
14 |
17 |
38 |
96 |
200 |
478 |
478 |
|
16 |
15 |
17 |
38 |
95 |
200 |
478 |
478 |
|
17 |
16 |
17 |
38 |
95 |
200 |
478 |
478 |
|
18 |
17 |
17 |
38 |
95 |
200 |
478 |
478 |
|
19 |
18 |
17 |
38 |
96 |
200 |
478 |
478 |
|
20 |
18 |
18 |
39 |
96 |
201 |
479 |
479 |
|
21 |
19 |
19 |
39 |
96 |
201 |
479 |
479 |
|
22 |
20 |
19 |
39 |
96 |
201 |
479 |
479 |
|
23 |
22 |
21 |
39 |
96 |
201 |
479 |
479 |
|
24 |
22 |
21 |
39 |
96 |
201 |
479 |
479 |
|
25 |
23 |
22 |
39 |
96 |
201 |
479 |
479 |
|
26 |
24 |
23 |
39 |
96 |
200 |
478 |
478 |
|
27 |
25 |
23 |
38 |
96 |
200 |
478 |
478 |
|
28 |
25 |
24 |
38 |
96 |
200 |
478 |
478 |
|
29 |
26 |
25 |
38 |
96 |
200 |
478 |
478 |
|
30 |
27 |
26 |
39 |
96 |
200 |
478 |
478 |
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 |
78 |
145 |
260 |
538 |
1 173 |
|
2 |
43 |
56 |
79 |
145 |
260 |
538 |
952 |
|
3 |
44 |
58 |
80 |
140 |
257 |
534 |
782 |
|
4 |
45 |
60 |
82 |
142 |
255 |
533 |
652 |
|
5 |
46 |
62 |
86 |
144 |
254 |
532 |
551 |
|
6 |
46 |
63 |
89 |
148 |
254 |
531 |
531 |
|
7 |
47 |
65 |
90 |
150 |
253 |
531 |
531 |
|
8 |
46 |
65 |
90 |
148 |
252 |
530 |
530 |
|
9 |
45 |
65 |
89 |
147 |
251 |
529 |
529 |
|
10 |
45 |
65 |
88 |
146 |
251 |
529 |
529 |
|
11 |
45 |
65 |
88 |
145 |
250 |
528 |
528 |
|
12 |
45 |
66 |
87 |
145 |
249 |
527 |
527 |
|
13 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
14 |
44 |
65 |
86 |
144 |
248 |
526 |
526 |
|
15 |
44 |
65 |
86 |
143 |
248 |
526 |
526 |
|
16 |
43 |
64 |
85 |
142 |
247 |
525 |
525 |
|
17 |
43 |
64 |
85 |
142 |
247 |
524 |
524 |
|
18 |
42 |
63 |
84 |
142 |
246 |
524 |
524 |
|
19 |
42 |
63 |
84 |
141 |
246 |
524 |
524 |
|
20 |
42 |
63 |
84 |
141 |
246 |
523 |
523 |
|
21 |
41 |
62 |
83 |
141 |
245 |
523 |
523 |
|
22 |
41 |
62 |
83 |
140 |
245 |
523 |
523 |
|
23 |
40 |
61 |
82 |
140 |
244 |
522 |
522 |
|
24 |
40 |
61 |
82 |
139 |
244 |
521 |
521 |
|
25 |
39 |
60 |
81 |
138 |
243 |
521 |
521 |
|
26 |
38 |
59 |
80 |
138 |
242 |
520 |
520 |
|
27 |
37 |
58 |
79 |
137 |
241 |
519 |
519 |
|
28 |
37 |
58 |
79 |
136 |
241 |
518 |
518 |
|
29 |
36 |
57 |
78 |
135 |
240 |
518 |
518 |
|
30 |
35 |
56 |
77 |
135 |
239 |
517 |
517 |
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 |
15 |
28 |
51 |
117 |
232 |
510 |
1 136 |
|
2 |
19 |
32 |
54 |
121 |
236 |
514 |
923 |
|
3 |
23 |
37 |
59 |
119 |
235 |
513 |
760 |
|
4 |
27 |
42 |
64 |
124 |
237 |
515 |
634 |
|
5 |
30 |
46 |
70 |
128 |
238 |
516 |
536 |
|
6 |
29 |
46 |
72 |
131 |
237 |
514 |
514 |
|
7 |
34 |
52 |
77 |
137 |
240 |
518 |
518 |
|
8 |
33 |
51 |
76 |
135 |
239 |
517 |
517 |
|
9 |
34 |
53 |
77 |
135 |
240 |
518 |
518 |
|
10 |
35 |
55 |
79 |
136 |
241 |
519 |
519 |
|
11 |
37 |
57 |
80 |
137 |
242 |
520 |
520 |
|
12 |
38 |
59 |
81 |
138 |
242 |
520 |
520 |
|
13 |
39 |
60 |
81 |
138 |
243 |
521 |
521 |
|
14 |
39 |
60 |
81 |
139 |
243 |
521 |
521 |
|
15 |
40 |
61 |
82 |
139 |
244 |
521 |
521 |
|
16 |
39 |
60 |
81 |
139 |
243 |
521 |
521 |
|
17 |
39 |
61 |
82 |
139 |
243 |
521 |
521 |
|
18 |
39 |
60 |
81 |
138 |
243 |
521 |
521 |
|
19 |
39 |
60 |
81 |
138 |
243 |
521 |
521 |
|
20 |
39 |
60 |
81 |
138 |
243 |
521 |
521 |
|
21 |
39 |
60 |
81 |
138 |
243 |
521 |
521 |
|
22 |
39 |
60 |
81 |
138 |
243 |
521 |
521 |
|
23 |
38 |
60 |
80 |
138 |
242 |
520 |
520 |
|
24 |
38 |
59 |
80 |
138 |
242 |
520 |
520 |
|
25 |
38 |
59 |
80 |
137 |
242 |
520 |
520 |
|
26 |
37 |
58 |
79 |
137 |
241 |
519 |
519 |
|
27 |
37 |
58 |
79 |
136 |
241 |
519 |
519 |
|
28 |
36 |
57 |
78 |
136 |
240 |
518 |
518 |
|
29 |
36 |
57 |
78 |
135 |
240 |
518 |
518 |
|
30 |
35 |
56 |
77 |
135 |
239 |
517 |
517 |
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 |
120 |
235 |
513 |
1 180 |
|
2 |
19 |
32 |
55 |
121 |
236 |
514 |
955 |
|
3 |
21 |
35 |
57 |
117 |
234 |
511 |
783 |
|
4 |
23 |
38 |
60 |
120 |
233 |
511 |
651 |
|
5 |
24 |
40 |
65 |
123 |
233 |
510 |
549 |
|
6 |
25 |
42 |
68 |
127 |
233 |
510 |
510 |
|
7 |
26 |
44 |
70 |
129 |
232 |
510 |
510 |
|
8 |
26 |
45 |
70 |
128 |
232 |
510 |
510 |
|
9 |
26 |
46 |
70 |
128 |
232 |
510 |
510 |
|
10 |
27 |
47 |
70 |
128 |
232 |
510 |
510 |
|
11 |
28 |
48 |
71 |
128 |
233 |
510 |
510 |
|
12 |
28 |
49 |
71 |
128 |
233 |
510 |
510 |
|
13 |
28 |
49 |
71 |
128 |
233 |
510 |
510 |
|
14 |
29 |
50 |
71 |
128 |
233 |
510 |
510 |
|
15 |
29 |
50 |
71 |
128 |
233 |
511 |
511 |
|
16 |
28 |
49 |
70 |
128 |
232 |
510 |
510 |
|
17 |
28 |
50 |
71 |
128 |
232 |
510 |
510 |
|
18 |
28 |
49 |
70 |
128 |
232 |
510 |
510 |
|
19 |
28 |
49 |
70 |
128 |
232 |
510 |
510 |
|
20 |
29 |
50 |
71 |
128 |
232 |
510 |
510 |
|
21 |
28 |
49 |
70 |
128 |
232 |
510 |
510 |
|
22 |
28 |
49 |
70 |
128 |
232 |
510 |
510 |
|
23 |
28 |
49 |
70 |
127 |
232 |
510 |
510 |
|
24 |
27 |
48 |
69 |
127 |
231 |
509 |
509 |
|
25 |
27 |
48 |
69 |
126 |
231 |
509 |
509 |
|
26 |
26 |
47 |
68 |
126 |
230 |
508 |
508 |
|
27 |
26 |
47 |
68 |
125 |
230 |
508 |
508 |
|
28 |
26 |
47 |
67 |
125 |
229 |
507 |
507 |
|
29 |
27 |
46 |
67 |
124 |
229 |
507 |
507 |
|
30 |
27 |
46 |
67 |
124 |
229 |
507 |
507 |
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 |
270 |
548 |
1 194 |
|
2 |
55 |
68 |
90 |
156 |
271 |
549 |
972 |
|
3 |
58 |
72 |
94 |
154 |
270 |
548 |
800 |
|
4 |
61 |
76 |
98 |
157 |
270 |
548 |
667 |
|
5 |
63 |
79 |
103 |
161 |
271 |
549 |
564 |
|
6 |
64 |
81 |
107 |
166 |
271 |
549 |
549 |
|
7 |
65 |
83 |
109 |
168 |
271 |
549 |
549 |
|
8 |
65 |
84 |
109 |
167 |
271 |
549 |
549 |
|
9 |
65 |
84 |
109 |
167 |
271 |
549 |
549 |
|
10 |
66 |
86 |
109 |
166 |
271 |
549 |
549 |
|
11 |
66 |
86 |
109 |
166 |
271 |
549 |
549 |
|
12 |
66 |
86 |
108 |
166 |
270 |
548 |
548 |
|
13 |
65 |
86 |
108 |
165 |
270 |
547 |
547 |
|
14 |
65 |
86 |
107 |
164 |
269 |
547 |
547 |
|
15 |
64 |
85 |
106 |
164 |
268 |
546 |
546 |
|
16 |
63 |
85 |
105 |
163 |
267 |
545 |
545 |
|
17 |
63 |
84 |
105 |
162 |
267 |
545 |
545 |
|
18 |
62 |
83 |
104 |
162 |
266 |
544 |
544 |
|
19 |
62 |
83 |
104 |
161 |
266 |
544 |
544 |
|
20 |
61 |
82 |
103 |
161 |
265 |
543 |
543 |
|
21 |
61 |
82 |
102 |
160 |
264 |
542 |
542 |
|
22 |
60 |
81 |
102 |
159 |
264 |
542 |
542 |
|
23 |
59 |
80 |
101 |
158 |
263 |
541 |
541 |
|
24 |
58 |
79 |
100 |
157 |
262 |
540 |
540 |
|
25 |
57 |
78 |
99 |
156 |
261 |
539 |
539 |
|
26 |
56 |
77 |
98 |
156 |
260 |
538 |
538 |
|
27 |
55 |
76 |
97 |
155 |
259 |
537 |
537 |
|
28 |
54 |
75 |
96 |
154 |
258 |
536 |
536 |
|
29 |
53 |
74 |
95 |
153 |
257 |
535 |
535 |
|
30 |
53 |
74 |
94 |
152 |
256 |
534 |
534 |
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 |
301 |
579 |
1 225 |
|
2 |
89 |
102 |
124 |
191 |
306 |
584 |
1 007 |
|
3 |
92 |
106 |
128 |
188 |
304 |
582 |
835 |
|
4 |
94 |
109 |
131 |
191 |
304 |
582 |
700 |
|
5 |
98 |
114 |
138 |
196 |
306 |
584 |
593 |
|
6 |
100 |
117 |
143 |
202 |
307 |
585 |
585 |
|
7 |
102 |
120 |
146 |
205 |
308 |
586 |
586 |
|
8 |
103 |
122 |
147 |
205 |
309 |
587 |
587 |
|
9 |
104 |
123 |
148 |
206 |
310 |
588 |
588 |
|
10 |
105 |
125 |
148 |
206 |
310 |
588 |
588 |
|
11 |
105 |
126 |
148 |
206 |
310 |
588 |
588 |
|
12 |
105 |
126 |
147 |
205 |
309 |
587 |
587 |
|
13 |
104 |
125 |
146 |
204 |
308 |
586 |
586 |
|
14 |
103 |
124 |
145 |
202 |
307 |
585 |
585 |
|
15 |
102 |
123 |
144 |
201 |
305 |
583 |
583 |
|
16 |
100 |
121 |
142 |
200 |
304 |
582 |
582 |
|
17 |
99 |
120 |
141 |
198 |
303 |
581 |
581 |
|
18 |
97 |
118 |
139 |
197 |
301 |
579 |
579 |
|
19 |
96 |
117 |
138 |
195 |
300 |
578 |
578 |
|
20 |
95 |
116 |
137 |
194 |
299 |
577 |
577 |
|
21 |
93 |
114 |
135 |
193 |
297 |
575 |
575 |
|
22 |
92 |
113 |
134 |
191 |
295 |
573 |
573 |
|
23 |
90 |
111 |
132 |
189 |
294 |
572 |
572 |
|
24 |
88 |
109 |
130 |
188 |
292 |
570 |
570 |
|
25 |
86 |
107 |
128 |
186 |
290 |
568 |
568 |
|
26 |
85 |
106 |
127 |
184 |
289 |
566 |
566 |
|
27 |
83 |
104 |
125 |
182 |
287 |
565 |
565 |
|
28 |
81 |
102 |
123 |
181 |
285 |
563 |
563 |
|
29 |
80 |
101 |
122 |
179 |
284 |
561 |
561 |
|
30 |
78 |
99 |
120 |
177 |
282 |
560 |
560 |
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 |
114 |
229 |
507 |
1 173 |
|
2 |
15 |
28 |
50 |
117 |
232 |
510 |
951 |
|
3 |
18 |
32 |
54 |
114 |
231 |
508 |
781 |
|
4 |
21 |
36 |
58 |
118 |
231 |
509 |
650 |
|
5 |
23 |
40 |
64 |
122 |
232 |
510 |
549 |
|
6 |
25 |
42 |
68 |
127 |
232 |
510 |
510 |
|
7 |
26 |
44 |
70 |
129 |
232 |
510 |
510 |
|
8 |
26 |
45 |
70 |
129 |
232 |
510 |
510 |
|
9 |
26 |
46 |
70 |
128 |
232 |
510 |
510 |
|
10 |
27 |
47 |
70 |
128 |
232 |
510 |
510 |
|
11 |
27 |
48 |
70 |
128 |
232 |
510 |
510 |
|
12 |
27 |
48 |
70 |
127 |
232 |
510 |
510 |
|
13 |
27 |
48 |
69 |
127 |
231 |
509 |
509 |
|
14 |
27 |
48 |
69 |
126 |
231 |
509 |
509 |
|
15 |
26 |
47 |
68 |
126 |
230 |
508 |
508 |
|
16 |
26 |
47 |
68 |
125 |
230 |
507 |
507 |
|
17 |
25 |
46 |
67 |
125 |
229 |
507 |
507 |
|
18 |
25 |
46 |
67 |
125 |
229 |
507 |
507 |
|
19 |
25 |
46 |
67 |
125 |
229 |
507 |
507 |
|
20 |
25 |
46 |
67 |
125 |
229 |
507 |
507 |
|
21 |
25 |
47 |
67 |
125 |
229 |
507 |
507 |
|
22 |
25 |
47 |
67 |
125 |
229 |
507 |
507 |
|
23 |
25 |
46 |
67 |
125 |
229 |
507 |
507 |
|
24 |
25 |
46 |
67 |
125 |
229 |
507 |
507 |
|
25 |
25 |
46 |
67 |
124 |
229 |
507 |
507 |
|
26 |
25 |
46 |
67 |
124 |
229 |
507 |
507 |
|
27 |
25 |
46 |
67 |
124 |
229 |
507 |
507 |
|
28 |
26 |
46 |
66 |
124 |
228 |
506 |
506 |
|
29 |
27 |
45 |
66 |
124 |
228 |
506 |
506 |
|
30 |
27 |
45 |
66 |
123 |
228 |
506 |
506 |
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 |
128 |
195 |
310 |
588 |
1 216 |
|
2 |
94 |
107 |
130 |
196 |
311 |
589 |
986 |
|
3 |
96 |
110 |
132 |
192 |
309 |
586 |
811 |
|
4 |
98 |
113 |
136 |
195 |
308 |
586 |
676 |
|
5 |
100 |
116 |
140 |
198 |
308 |
586 |
586 |
|
6 |
101 |
118 |
144 |
203 |
308 |
586 |
586 |
|
7 |
102 |
120 |
145 |
205 |
308 |
586 |
586 |
|
8 |
102 |
120 |
145 |
204 |
308 |
586 |
586 |
|
9 |
101 |
120 |
144 |
202 |
307 |
585 |
585 |
|
10 |
100 |
120 |
143 |
201 |
306 |
584 |
584 |
|
11 |
99 |
120 |
142 |
200 |
304 |
582 |
582 |
|
12 |
98 |
119 |
141 |
198 |
303 |
580 |
580 |
|
13 |
97 |
118 |
139 |
196 |
301 |
579 |
579 |
|
14 |
95 |
116 |
137 |
195 |
299 |
577 |
577 |
|
15 |
94 |
115 |
136 |
193 |
298 |
576 |
576 |
|
16 |
92 |
113 |
134 |
191 |
296 |
574 |
574 |
|
17 |
91 |
112 |
133 |
190 |
294 |
572 |
572 |
|
18 |
89 |
110 |
131 |
189 |
293 |
571 |
571 |
|
19 |
88 |
109 |
130 |
187 |
292 |
570 |
570 |
|
20 |
87 |
108 |
129 |
186 |
291 |
569 |
569 |
|
21 |
86 |
107 |
128 |
185 |
290 |
568 |
568 |
|
22 |
85 |
106 |
127 |
184 |
289 |
567 |
567 |
|
23 |
84 |
105 |
126 |
183 |
288 |
565 |
565 |
|
24 |
82 |
103 |
124 |
182 |
286 |
564 |
564 |
|
25 |
81 |
102 |
123 |
181 |
285 |
563 |
563 |
|
26 |
80 |
101 |
122 |
179 |
284 |
562 |
562 |
|
27 |
79 |
100 |
121 |
178 |
283 |
561 |
561 |
|
28 |
78 |
99 |
120 |
177 |
282 |
559 |
559 |
|
29 |
77 |
98 |
119 |
176 |
280 |
558 |
558 |
|
30 |
75 |
97 |
117 |
175 |
279 |
557 |
557 |
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 |
300 |
313 |
336 |
402 |
517 |
795 |
1 288 |
|
2 |
89 |
102 |
124 |
191 |
306 |
584 |
1 038 |
|
3 |
92 |
106 |
127 |
187 |
304 |
582 |
849 |
|
4 |
95 |
110 |
132 |
192 |
305 |
583 |
705 |
|
5 |
97 |
113 |
138 |
196 |
306 |
583 |
595 |
|
6 |
99 |
116 |
142 |
201 |
306 |
584 |
584 |
|
7 |
100 |
118 |
144 |
203 |
306 |
584 |
584 |
|
8 |
101 |
120 |
145 |
203 |
307 |
585 |
585 |
|
9 |
101 |
121 |
145 |
203 |
307 |
585 |
585 |
|
10 |
102 |
122 |
145 |
203 |
307 |
585 |
585 |
|
11 |
102 |
123 |
145 |
202 |
307 |
585 |
585 |
|
12 |
103 |
123 |
145 |
203 |
307 |
585 |
585 |
|
13 |
103 |
124 |
145 |
203 |
307 |
585 |
585 |
|
14 |
104 |
125 |
146 |
203 |
308 |
586 |
586 |
|
15 |
104 |
125 |
146 |
204 |
308 |
586 |
586 |
|
16 |
105 |
126 |
147 |
204 |
309 |
587 |
587 |
|
17 |
106 |
127 |
148 |
205 |
310 |
588 |
588 |
|
18 |
107 |
128 |
149 |
206 |
311 |
589 |
589 |
|
19 |
107 |
128 |
149 |
207 |
311 |
589 |
589 |
|
20 |
108 |
129 |
150 |
207 |
312 |
590 |
590 |
|
21 |
108 |
129 |
150 |
207 |
311 |
589 |
589 |
|
22 |
107 |
128 |
149 |
206 |
311 |
589 |
589 |
|
23 |
106 |
127 |
148 |
206 |
310 |
588 |
588 |
|
24 |
105 |
126 |
147 |
205 |
309 |
587 |
587 |
|
25 |
104 |
125 |
146 |
204 |
308 |
586 |
586 |
|
26 |
103 |
124 |
145 |
202 |
307 |
585 |
585 |
|
27 |
101 |
122 |
143 |
201 |
305 |
583 |
583 |
|
28 |
100 |
121 |
142 |
199 |
304 |
582 |
582 |
|
29 |
99 |
120 |
141 |
198 |
302 |
580 |
580 |
|
30 |
97 |
118 |
139 |
196 |
301 |
579 |
579 |
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 |
99 |
214 |
492 |
1 116 |
|
2 |
1 |
10 |
33 |
99 |
214 |
492 |
908 |
|
3 |
2 |
13 |
34 |
94 |
211 |
489 |
748 |
|
4 |
4 |
14 |
37 |
96 |
209 |
487 |
624 |
|
5 |
4 |
16 |
41 |
99 |
208 |
486 |
527 |
|
6 |
6 |
18 |
43 |
102 |
208 |
486 |
486 |
|
7 |
7 |
19 |
45 |
104 |
207 |
485 |
485 |
|
8 |
8 |
19 |
44 |
103 |
206 |
484 |
484 |
|
9 |
8 |
19 |
43 |
101 |
206 |
483 |
483 |
|
10 |
9 |
20 |
43 |
100 |
205 |
483 |
483 |
|
11 |
11 |
21 |
43 |
100 |
205 |
483 |
483 |
|
12 |
12 |
21 |
43 |
100 |
205 |
483 |
483 |
|
13 |
13 |
22 |
43 |
101 |
205 |
483 |
483 |
|
14 |
14 |
22 |
43 |
101 |
205 |
483 |
483 |
|
15 |
14 |
23 |
44 |
101 |
206 |
484 |
484 |
|
16 |
15 |
23 |
44 |
102 |
206 |
484 |
484 |
|
17 |
16 |
24 |
45 |
102 |
207 |
485 |
485 |
|
18 |
17 |
24 |
45 |
103 |
207 |
485 |
485 |
|
19 |
18 |
25 |
46 |
103 |
208 |
486 |
486 |
|
20 |
18 |
26 |
47 |
104 |
209 |
487 |
487 |
|
21 |
19 |
27 |
48 |
105 |
210 |
488 |
488 |
|
22 |
21 |
28 |
48 |
106 |
210 |
488 |
488 |
|
23 |
22 |
28 |
49 |
106 |
211 |
489 |
489 |
|
24 |
23 |
29 |
49 |
107 |
211 |
489 |
489 |
|
25 |
23 |
29 |
50 |
107 |
212 |
490 |
490 |
|
26 |
24 |
29 |
50 |
108 |
212 |
490 |
490 |
|
27 |
25 |
30 |
50 |
108 |
212 |
490 |
490 |
|
28 |
25 |
30 |
51 |
108 |
213 |
491 |
491 |
|
29 |
26 |
30 |
51 |
108 |
213 |
491 |
491 |
|
30 |
27 |
30 |
51 |
109 |
213 |
491 |
491 |
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 |
85 |
152 |
267 |
545 |
1 190 |
|
2 |
51 |
64 |
86 |
152 |
268 |
545 |
963 |
|
3 |
52 |
66 |
87 |
147 |
264 |
542 |
789 |
|
4 |
53 |
68 |
90 |
149 |
262 |
540 |
657 |
|
5 |
53 |
69 |
94 |
152 |
262 |
540 |
555 |
|
6 |
54 |
71 |
97 |
156 |
261 |
539 |
539 |
|
7 |
54 |
72 |
98 |
157 |
260 |
538 |
538 |
|
8 |
54 |
72 |
97 |
156 |
260 |
538 |
538 |
|
9 |
53 |
72 |
97 |
154 |
259 |
537 |
537 |
|
10 |
52 |
72 |
96 |
153 |
258 |
536 |
536 |
|
11 |
52 |
72 |
95 |
152 |
257 |
535 |
535 |
|
12 |
51 |
72 |
93 |
151 |
255 |
533 |
533 |
|
13 |
50 |
71 |
92 |
150 |
254 |
532 |
532 |
|
14 |
49 |
70 |
91 |
148 |
253 |
531 |
531 |
|
15 |
48 |
69 |
90 |
147 |
252 |
530 |
530 |
|
16 |
47 |
68 |
89 |
146 |
251 |
528 |
528 |
|
17 |
46 |
67 |
88 |
145 |
250 |
528 |
528 |
|
18 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
19 |
44 |
65 |
86 |
144 |
248 |
526 |
526 |
|
20 |
44 |
65 |
86 |
143 |
248 |
526 |
526 |
|
21 |
43 |
64 |
85 |
143 |
247 |
525 |
525 |
|
22 |
43 |
64 |
85 |
142 |
247 |
525 |
525 |
|
23 |
42 |
63 |
84 |
142 |
246 |
524 |
524 |
|
24 |
42 |
63 |
84 |
141 |
245 |
523 |
523 |
|
25 |
41 |
62 |
83 |
140 |
245 |
523 |
523 |
|
26 |
40 |
61 |
82 |
140 |
244 |
522 |
522 |
|
27 |
40 |
61 |
81 |
139 |
243 |
521 |
521 |
|
28 |
39 |
60 |
81 |
138 |
243 |
521 |
521 |
|
29 |
38 |
59 |
80 |
138 |
242 |
520 |
520 |
|
30 |
38 |
59 |
80 |
137 |
241 |
519 |
519 |
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 |
112 |
125 |
148 |
214 |
329 |
607 |
1 241 |
|
2 |
114 |
127 |
149 |
216 |
331 |
609 |
1 009 |
|
3 |
117 |
131 |
153 |
213 |
329 |
607 |
831 |
|
4 |
120 |
135 |
157 |
217 |
330 |
608 |
695 |
|
5 |
122 |
139 |
163 |
221 |
331 |
609 |
609 |
|
6 |
124 |
141 |
167 |
226 |
332 |
609 |
609 |
|
7 |
126 |
144 |
169 |
229 |
332 |
610 |
610 |
|
8 |
126 |
145 |
170 |
228 |
332 |
610 |
610 |
|
9 |
126 |
145 |
170 |
228 |
332 |
610 |
610 |
|
10 |
126 |
146 |
170 |
227 |
332 |
610 |
610 |
|
11 |
126 |
147 |
169 |
227 |
331 |
609 |
609 |
|
12 |
126 |
146 |
168 |
225 |
330 |
608 |
608 |
|
13 |
125 |
145 |
167 |
224 |
329 |
607 |
607 |
|
14 |
123 |
144 |
165 |
223 |
327 |
605 |
605 |
|
15 |
122 |
143 |
164 |
221 |
326 |
603 |
603 |
|
16 |
120 |
141 |
162 |
219 |
323 |
601 |
601 |
|
17 |
118 |
139 |
160 |
217 |
322 |
600 |
600 |
|
18 |
116 |
137 |
158 |
215 |
320 |
598 |
598 |
|
19 |
114 |
135 |
156 |
214 |
318 |
596 |
596 |
|
20 |
113 |
134 |
155 |
212 |
317 |
594 |
594 |
|
21 |
111 |
132 |
153 |
210 |
315 |
593 |
593 |
|
22 |
109 |
130 |
151 |
208 |
313 |
591 |
591 |
|
23 |
107 |
128 |
149 |
207 |
311 |
589 |
589 |
|
24 |
105 |
126 |
147 |
205 |
309 |
587 |
587 |
|
25 |
103 |
125 |
145 |
203 |
307 |
585 |
585 |
|
26 |
102 |
123 |
144 |
201 |
306 |
583 |
583 |
|
27 |
100 |
121 |
142 |
199 |
304 |
582 |
582 |
|
28 |
98 |
119 |
140 |
197 |
302 |
580 |
580 |
|
29 |
96 |
117 |
138 |
196 |
300 |
578 |
578 |
|
30 |
95 |
116 |
137 |
194 |
299 |
576 |
576 |
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 |
165 |
178 |
201 |
267 |
382 |
660 |
1 268 |
|
2 |
174 |
187 |
209 |
275 |
391 |
668 |
1 033 |
|
3 |
179 |
193 |
215 |
275 |
392 |
669 |
853 |
|
4 |
183 |
198 |
220 |
279 |
393 |
670 |
713 |
|
5 |
185 |
201 |
225 |
283 |
393 |
671 |
671 |
|
6 |
185 |
202 |
228 |
287 |
392 |
670 |
670 |
|
7 |
186 |
204 |
229 |
289 |
392 |
670 |
670 |
|
8 |
185 |
203 |
228 |
287 |
391 |
669 |
669 |
|
9 |
184 |
203 |
227 |
285 |
390 |
668 |
668 |
|
10 |
184 |
203 |
227 |
284 |
389 |
667 |
667 |
|
11 |
183 |
203 |
225 |
283 |
387 |
665 |
665 |
|
12 |
181 |
201 |
223 |
281 |
385 |
663 |
663 |
|
13 |
179 |
199 |
221 |
278 |
383 |
661 |
661 |
|
14 |
176 |
197 |
218 |
275 |
380 |
658 |
658 |
|
15 |
173 |
194 |
215 |
272 |
377 |
655 |
655 |
|
16 |
170 |
191 |
212 |
270 |
374 |
652 |
652 |
|
17 |
167 |
188 |
209 |
267 |
371 |
649 |
649 |
|
18 |
164 |
185 |
206 |
264 |
368 |
646 |
646 |
|
19 |
162 |
183 |
204 |
261 |
366 |
643 |
643 |
|
20 |
159 |
180 |
201 |
258 |
363 |
641 |
641 |
|
21 |
156 |
177 |
198 |
255 |
360 |
638 |
638 |
|
22 |
153 |
174 |
195 |
252 |
357 |
635 |
635 |
|
23 |
150 |
171 |
192 |
249 |
354 |
632 |
632 |
|
24 |
147 |
168 |
189 |
246 |
351 |
629 |
629 |
|
25 |
144 |
165 |
186 |
243 |
348 |
626 |
626 |
|
26 |
141 |
162 |
183 |
240 |
345 |
623 |
623 |
|
27 |
138 |
159 |
180 |
237 |
342 |
620 |
620 |
|
28 |
135 |
156 |
177 |
234 |
339 |
617 |
617 |
|
29 |
132 |
153 |
174 |
232 |
336 |
614 |
614 |
|
30 |
130 |
151 |
172 |
229 |
334 |
611 |
611 |
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 |
131 |
247 |
524 |
1 129 |
|
2 |
31 |
44 |
66 |
132 |
248 |
525 |
918 |
|
3 |
32 |
46 |
68 |
128 |
245 |
522 |
756 |
|
4 |
34 |
49 |
71 |
130 |
244 |
522 |
631 |
|
5 |
35 |
51 |
76 |
133 |
243 |
521 |
534 |
|
6 |
36 |
53 |
78 |
137 |
243 |
521 |
521 |
|
7 |
36 |
54 |
80 |
139 |
242 |
520 |
520 |
|
8 |
35 |
54 |
79 |
137 |
241 |
519 |
519 |
|
9 |
35 |
54 |
78 |
136 |
241 |
519 |
519 |
|
10 |
35 |
54 |
78 |
135 |
240 |
518 |
518 |
|
11 |
35 |
55 |
77 |
135 |
239 |
517 |
517 |
|
12 |
34 |
55 |
77 |
134 |
239 |
517 |
517 |
|
13 |
34 |
55 |
77 |
134 |
238 |
516 |
516 |
|
14 |
34 |
55 |
76 |
134 |
238 |
516 |
516 |
|
15 |
34 |
55 |
76 |
133 |
238 |
516 |
516 |
|
16 |
34 |
55 |
76 |
133 |
238 |
516 |
516 |
|
17 |
34 |
55 |
76 |
134 |
238 |
516 |
516 |
|
18 |
34 |
55 |
76 |
134 |
238 |
516 |
516 |
|
19 |
34 |
55 |
76 |
134 |
238 |
516 |
516 |
|
20 |
35 |
56 |
77 |
134 |
239 |
516 |
516 |
|
21 |
35 |
56 |
77 |
134 |
239 |
517 |
517 |
|
22 |
35 |
56 |
77 |
134 |
239 |
516 |
516 |
|
23 |
34 |
55 |
76 |
134 |
238 |
516 |
516 |
|
24 |
34 |
55 |
76 |
134 |
238 |
516 |
516 |
|
25 |
34 |
55 |
76 |
133 |
238 |
516 |
516 |
|
26 |
34 |
55 |
76 |
133 |
238 |
516 |
516 |
|
27 |
33 |
54 |
75 |
133 |
237 |
515 |
515 |
|
28 |
33 |
54 |
75 |
132 |
237 |
515 |
515 |
|
29 |
33 |
54 |
75 |
132 |
237 |
515 |
515 |
|
30 |
32 |
53 |
74 |
132 |
236 |
514 |
514 |
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 |
63 |
130 |
245 |
523 |
1 151 |
|
2 |
30 |
43 |
65 |
132 |
247 |
525 |
937 |
|
3 |
33 |
47 |
69 |
129 |
245 |
523 |
772 |
|
4 |
36 |
51 |
73 |
133 |
246 |
524 |
644 |
|
5 |
38 |
54 |
79 |
137 |
247 |
525 |
545 |
|
6 |
40 |
57 |
83 |
142 |
247 |
525 |
525 |
|
7 |
41 |
59 |
85 |
145 |
248 |
525 |
525 |
|
8 |
42 |
60 |
85 |
144 |
248 |
526 |
526 |
|
9 |
42 |
61 |
85 |
143 |
248 |
526 |
526 |
|
10 |
43 |
63 |
86 |
144 |
248 |
526 |
526 |
|
11 |
44 |
64 |
87 |
144 |
249 |
527 |
527 |
|
12 |
44 |
65 |
87 |
144 |
249 |
527 |
527 |
|
13 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
14 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
15 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
16 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
17 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
18 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
19 |
45 |
66 |
87 |
145 |
249 |
527 |
527 |
|
20 |
46 |
67 |
88 |
145 |
250 |
527 |
527 |
|
21 |
46 |
67 |
88 |
145 |
250 |
528 |
528 |
|
22 |
46 |
67 |
88 |
145 |
250 |
527 |
527 |
|
23 |
45 |
66 |
87 |
145 |
249 |
527 |
527 |
|
24 |
45 |
66 |
87 |
144 |
249 |
527 |
527 |
|
25 |
45 |
66 |
87 |
144 |
248 |
526 |
526 |
|
26 |
44 |
65 |
86 |
143 |
248 |
526 |
526 |
|
27 |
43 |
65 |
85 |
143 |
247 |
525 |
525 |
|
28 |
43 |
64 |
85 |
142 |
247 |
525 |
525 |
|
29 |
42 |
63 |
84 |
142 |
246 |
524 |
524 |
|
30 |
42 |
63 |
84 |
141 |
246 |
523 |
523 |
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 |
623 |
1 373 |
|
2 |
126 |
139 |
162 |
228 |
343 |
621 |
1 103 |
|
3 |
127 |
141 |
163 |
222 |
339 |
617 |
901 |
|
4 |
128 |
143 |
165 |
224 |
338 |
616 |
749 |
|
5 |
129 |
145 |
169 |
227 |
337 |
615 |
632 |
|
6 |
129 |
146 |
171 |
230 |
336 |
614 |
614 |
|
7 |
129 |
147 |
173 |
232 |
335 |
613 |
613 |
|
8 |
128 |
147 |
172 |
231 |
334 |
612 |
612 |
|
9 |
127 |
147 |
171 |
229 |
333 |
611 |
611 |
|
10 |
127 |
147 |
171 |
228 |
333 |
611 |
611 |
|
11 |
127 |
148 |
170 |
228 |
332 |
610 |
610 |
|
12 |
127 |
147 |
169 |
227 |
331 |
609 |
609 |
|
13 |
126 |
147 |
168 |
225 |
330 |
608 |
608 |
|
14 |
125 |
146 |
167 |
224 |
329 |
607 |
607 |
|
15 |
123 |
144 |
165 |
222 |
327 |
605 |
605 |
|
16 |
121 |
142 |
163 |
220 |
325 |
603 |
603 |
|
17 |
119 |
140 |
161 |
218 |
323 |
601 |
601 |
|
18 |
117 |
138 |
159 |
216 |
321 |
599 |
599 |
|
19 |
115 |
136 |
157 |
214 |
319 |
597 |
597 |
|
20 |
113 |
134 |
155 |
212 |
317 |
594 |
594 |
|
21 |
110 |
131 |
152 |
210 |
314 |
592 |
592 |
|
22 |
108 |
129 |
150 |
208 |
312 |
590 |
590 |
|
23 |
106 |
127 |
148 |
205 |
310 |
588 |
588 |
|
24 |
104 |
125 |
146 |
203 |
308 |
586 |
586 |
|
25 |
102 |
123 |
144 |
201 |
305 |
583 |
583 |
|
26 |
99 |
120 |
141 |
199 |
303 |
581 |
581 |
|
27 |
97 |
118 |
139 |
197 |
301 |
579 |
579 |
|
28 |
95 |
116 |
137 |
195 |
299 |
577 |
577 |
|
29 |
93 |
114 |
135 |
193 |
297 |
575 |
575 |
|
30 |
91 |
112 |
133 |
191 |
295 |
573 |
573 |
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 |
103 |
218 |
496 |
1 158 |
|
2 |
3 |
16 |
38 |
105 |
220 |
498 |
940 |
|
3 |
6 |
20 |
41 |
101 |
218 |
496 |
772 |
|
4 |
8 |
23 |
45 |
105 |
218 |
496 |
644 |
|
5 |
10 |
26 |
51 |
109 |
219 |
497 |
544 |
|
6 |
12 |
29 |
55 |
114 |
219 |
497 |
497 |
|
7 |
13 |
31 |
57 |
116 |
219 |
497 |
497 |
|
8 |
13 |
32 |
57 |
116 |
219 |
497 |
497 |
|
9 |
13 |
33 |
57 |
115 |
219 |
497 |
497 |
|
10 |
14 |
34 |
57 |
114 |
219 |
497 |
497 |
|
11 |
14 |
34 |
57 |
114 |
219 |
497 |
497 |
|
12 |
14 |
35 |
57 |
114 |
218 |
496 |
496 |
|
13 |
14 |
35 |
56 |
114 |
218 |
496 |
496 |
|
14 |
14 |
35 |
56 |
113 |
218 |
496 |
496 |
|
15 |
15 |
35 |
56 |
113 |
218 |
496 |
496 |
|
16 |
16 |
35 |
56 |
113 |
218 |
495 |
495 |
|
17 |
16 |
35 |
56 |
113 |
218 |
496 |
496 |
|
18 |
17 |
35 |
56 |
113 |
218 |
496 |
496 |
|
19 |
18 |
35 |
56 |
113 |
218 |
496 |
496 |
|
20 |
19 |
35 |
56 |
114 |
218 |
496 |
496 |
|
21 |
21 |
36 |
57 |
114 |
219 |
497 |
497 |
|
22 |
21 |
36 |
57 |
115 |
219 |
497 |
497 |
|
23 |
22 |
36 |
57 |
115 |
219 |
497 |
497 |
|
24 |
23 |
37 |
57 |
115 |
219 |
497 |
497 |
|
25 |
24 |
37 |
58 |
115 |
219 |
497 |
497 |
|
26 |
24 |
37 |
58 |
115 |
220 |
497 |
497 |
|
27 |
25 |
37 |
58 |
115 |
220 |
498 |
498 |
|
28 |
26 |
37 |
58 |
115 |
220 |
498 |
498 |
|
29 |
27 |
37 |
58 |
115 |
220 |
498 |
498 |
|
30 |
27 |
37 |
58 |
115 |
220 |
498 |
498 |
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 |
69 |
136 |
251 |
529 |
1 155 |
|
2 |
34 |
47 |
70 |
136 |
251 |
529 |
938 |
|
3 |
35 |
49 |
71 |
131 |
247 |
525 |
771 |
|
4 |
35 |
50 |
73 |
132 |
245 |
523 |
643 |
|
5 |
36 |
52 |
76 |
134 |
244 |
522 |
543 |
|
6 |
38 |
55 |
81 |
140 |
245 |
523 |
523 |
|
7 |
36 |
54 |
80 |
139 |
242 |
520 |
520 |
|
8 |
39 |
57 |
83 |
141 |
245 |
523 |
523 |
|
9 |
38 |
57 |
82 |
140 |
244 |
522 |
522 |
|
10 |
34 |
54 |
77 |
135 |
239 |
517 |
517 |
|
11 |
30 |
51 |
73 |
131 |
235 |
513 |
513 |
|
12 |
28 |
48 |
70 |
128 |
232 |
510 |
510 |
|
13 |
26 |
47 |
68 |
125 |
230 |
508 |
508 |
|
14 |
24 |
45 |
66 |
124 |
228 |
506 |
506 |
|
15 |
23 |
44 |
65 |
122 |
227 |
505 |
505 |
|
16 |
21 |
43 |
63 |
121 |
225 |
503 |
503 |
|
17 |
21 |
42 |
63 |
120 |
225 |
503 |
503 |
|
18 |
20 |
41 |
62 |
120 |
224 |
502 |
502 |
|
19 |
20 |
41 |
62 |
119 |
224 |
502 |
502 |
|
20 |
20 |
41 |
62 |
119 |
224 |
502 |
502 |
|
21 |
21 |
41 |
62 |
119 |
224 |
502 |
502 |
|
22 |
21 |
41 |
62 |
119 |
224 |
502 |
502 |
|
23 |
22 |
41 |
62 |
119 |
224 |
502 |
502 |
|
24 |
23 |
41 |
62 |
119 |
224 |
501 |
501 |
|
25 |
24 |
41 |
61 |
119 |
223 |
501 |
501 |
|
26 |
24 |
40 |
61 |
119 |
223 |
501 |
501 |
|
27 |
25 |
40 |
61 |
119 |
223 |
501 |
501 |
|
28 |
26 |
40 |
61 |
118 |
223 |
501 |
501 |
|
29 |
26 |
40 |
61 |
118 |
223 |
501 |
501 |
|
30 |
27 |
40 |
61 |
118 |
223 |
501 |
501 |
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 |
218 |
231 |
254 |
320 |
435 |
713 |
2 047 |
|
2 |
214 |
227 |
250 |
316 |
431 |
709 |
1 569 |
|
3 |
210 |
224 |
246 |
306 |
422 |
700 |
1 224 |
|
4 |
206 |
221 |
244 |
303 |
416 |
694 |
977 |
|
5 |
202 |
218 |
243 |
301 |
411 |
689 |
799 |
|
6 |
198 |
215 |
241 |
300 |
406 |
684 |
684 |
|
7 |
195 |
213 |
238 |
298 |
401 |
679 |
679 |
|
8 |
190 |
209 |
234 |
293 |
396 |
674 |
674 |
|
9 |
186 |
205 |
230 |
288 |
392 |
670 |
670 |
|
10 |
182 |
202 |
226 |
283 |
388 |
666 |
666 |
|
11 |
179 |
199 |
222 |
279 |
384 |
662 |
662 |
|
12 |
175 |
196 |
217 |
275 |
379 |
657 |
657 |
|
13 |
171 |
192 |
213 |
271 |
375 |
653 |
653 |
|
14 |
168 |
188 |
209 |
267 |
371 |
649 |
649 |
|
15 |
164 |
185 |
206 |
263 |
368 |
646 |
646 |
|
16 |
160 |
181 |
202 |
260 |
364 |
642 |
642 |
|
17 |
157 |
178 |
199 |
256 |
361 |
639 |
639 |
|
18 |
154 |
175 |
196 |
253 |
358 |
635 |
635 |
|
19 |
151 |
172 |
193 |
250 |
354 |
632 |
632 |
|
20 |
148 |
169 |
190 |
247 |
351 |
629 |
629 |
|
21 |
145 |
166 |
187 |
244 |
348 |
626 |
626 |
|
22 |
142 |
163 |
184 |
241 |
345 |
623 |
623 |
|
23 |
139 |
160 |
181 |
238 |
343 |
620 |
620 |
|
24 |
136 |
157 |
178 |
235 |
340 |
618 |
618 |
|
25 |
133 |
154 |
175 |
232 |
337 |
615 |
615 |
|
26 |
130 |
151 |
172 |
229 |
334 |
612 |
612 |
|
27 |
127 |
148 |
169 |
227 |
331 |
609 |
609 |
|
28 |
125 |
146 |
167 |
224 |
329 |
607 |
607 |
|
29 |
122 |
143 |
164 |
222 |
326 |
604 |
604 |
|
30 |
120 |
141 |
162 |
219 |
324 |
602 |
602 |
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 |
234 |
512 |
1 186 |
|
2 |
8 |
25 |
47 |
99 |
234 |
512 |
959 |
|
3 |
10 |
28 |
50 |
95 |
232 |
510 |
787 |
|
4 |
12 |
33 |
54 |
94 |
232 |
510 |
655 |
|
5 |
16 |
38 |
59 |
97 |
233 |
511 |
553 |
|
6 |
18 |
42 |
63 |
94 |
233 |
511 |
511 |
|
7 |
19 |
44 |
63 |
90 |
233 |
511 |
511 |
|
8 |
18 |
43 |
63 |
89 |
234 |
511 |
511 |
|
9 |
19 |
45 |
65 |
92 |
234 |
511 |
511 |
|
10 |
21 |
48 |
67 |
95 |
234 |
511 |
511 |
|
11 |
23 |
50 |
68 |
98 |
234 |
511 |
511 |
|
12 |
24 |
52 |
69 |
99 |
233 |
511 |
511 |
|
13 |
26 |
54 |
70 |
99 |
233 |
511 |
511 |
|
14 |
26 |
55 |
70 |
99 |
233 |
511 |
511 |
|
15 |
26 |
55 |
71 |
99 |
233 |
511 |
511 |
|
16 |
26 |
55 |
71 |
99 |
233 |
511 |
511 |
|
17 |
26 |
55 |
71 |
99 |
233 |
511 |
511 |
|
18 |
26 |
55 |
71 |
99 |
233 |
511 |
511 |
|
19 |
26 |
55 |
71 |
99 |
233 |
511 |
511 |
|
20 |
26 |
55 |
71 |
99 |
234 |
511 |
511 |
|
21 |
26 |
55 |
71 |
99 |
234 |
512 |
512 |
|
22 |
26 |
55 |
71 |
99 |
234 |
512 |
512 |
|
23 |
26 |
55 |
71 |
99 |
234 |
511 |
511 |
|
24 |
26 |
55 |
71 |
99 |
233 |
511 |
511 |
|
25 |
26 |
55 |
71 |
99 |
233 |
511 |
511 |
|
26 |
26 |
55 |
71 |
99 |
233 |
511 |
511 |
|
27 |
26 |
55 |
71 |
99 |
233 |
510 |
510 |
|
28 |
26 |
55 |
71 |
99 |
232 |
510 |
510 |
|
29 |
27 |
55 |
71 |
99 |
232 |
510 |
510 |
|
30 |
27 |
55 |
71 |
99 |
231 |
509 |
509 |
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 |
79 |
194 |
472 |
1 102 |
|
2 |
1 |
5 |
12 |
78 |
193 |
471 |
897 |
|
3 |
2 |
5 |
12 |
72 |
189 |
467 |
739 |
|
4 |
4 |
6 |
14 |
74 |
187 |
465 |
617 |
|
5 |
4 |
7 |
19 |
76 |
186 |
464 |
521 |
|
6 |
6 |
7 |
22 |
81 |
186 |
464 |
464 |
|
7 |
7 |
8 |
23 |
83 |
186 |
464 |
464 |
|
8 |
8 |
9 |
23 |
82 |
186 |
464 |
464 |
|
9 |
8 |
10 |
23 |
81 |
186 |
464 |
464 |
|
10 |
9 |
11 |
23 |
81 |
186 |
464 |
464 |
|
11 |
11 |
11 |
24 |
81 |
186 |
464 |
464 |
|
12 |
12 |
12 |
24 |
81 |
186 |
464 |
464 |
|
13 |
13 |
13 |
24 |
82 |
186 |
464 |
464 |
|
14 |
14 |
13 |
25 |
82 |
186 |
464 |
464 |
|
15 |
14 |
14 |
25 |
82 |
187 |
465 |
465 |
|
16 |
15 |
16 |
25 |
82 |
187 |
465 |
465 |
|
17 |
16 |
16 |
26 |
83 |
187 |
465 |
465 |
|
18 |
17 |
17 |
26 |
83 |
188 |
466 |
466 |
|
19 |
18 |
17 |
28 |
84 |
188 |
466 |
466 |
|
20 |
18 |
18 |
29 |
85 |
189 |
467 |
467 |
|
21 |
19 |
19 |
30 |
85 |
190 |
467 |
467 |
|
22 |
20 |
19 |
31 |
85 |
190 |
468 |
468 |
|
23 |
22 |
21 |
32 |
86 |
190 |
468 |
468 |
|
24 |
22 |
21 |
33 |
86 |
190 |
468 |
468 |
|
25 |
23 |
22 |
34 |
86 |
190 |
468 |
468 |
|
26 |
24 |
23 |
36 |
86 |
190 |
468 |
468 |
|
27 |
25 |
23 |
37 |
86 |
190 |
468 |
468 |
|
28 |
25 |
24 |
37 |
85 |
190 |
468 |
468 |
|
29 |
26 |
24 |
38 |
85 |
190 |
468 |
468 |
|
30 |
27 |
25 |
39 |
85 |
190 |
468 |
468 |
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 |
155 |
298 |
3 182 |
|
2 |
1 |
13 |
20 |
41 |
155 |
339 |
2 377 |
|
3 |
1 |
14 |
22 |
46 |
151 |
354 |
1 799 |
|
4 |
1 |
15 |
25 |
49 |
149 |
354 |
1 391 |
|
5 |
2 |
17 |
28 |
52 |
149 |
346 |
1 103 |
|
6 |
4 |
20 |
31 |
55 |
149 |
333 |
894 |
|
7 |
5 |
22 |
32 |
57 |
149 |
318 |
738 |
|
8 |
6 |
23 |
34 |
59 |
149 |
301 |
619 |
|
9 |
6 |
24 |
35 |
62 |
149 |
284 |
527 |
|
10 |
6 |
25 |
37 |
63 |
149 |
268 |
453 |
|
11 |
7 |
25 |
37 |
64 |
149 |
251 |
393 |
|
12 |
7 |
25 |
38 |
64 |
149 |
241 |
344 |
|
13 |
7 |
25 |
38 |
64 |
149 |
241 |
302 |
|
14 |
7 |
25 |
38 |
64 |
149 |
241 |
268 |
|
15 |
7 |
25 |
39 |
64 |
149 |
241 |
241 |
|
16 |
7 |
25 |
41 |
64 |
149 |
241 |
241 |
|
17 |
7 |
25 |
44 |
64 |
149 |
241 |
241 |
|
18 |
7 |
25 |
46 |
64 |
149 |
241 |
241 |
|
19 |
7 |
25 |
48 |
64 |
149 |
241 |
241 |
|
20 |
8 |
25 |
51 |
64 |
149 |
241 |
241 |
|
21 |
8 |
25 |
53 |
64 |
149 |
241 |
241 |
|
22 |
9 |
25 |
56 |
64 |
149 |
241 |
241 |
|
23 |
9 |
25 |
57 |
64 |
149 |
241 |
241 |
|
24 |
9 |
25 |
60 |
64 |
149 |
241 |
241 |
|
25 |
10 |
25 |
62 |
64 |
149 |
241 |
241 |
|
26 |
10 |
25 |
65 |
66 |
149 |
241 |
241 |
|
27 |
10 |
25 |
67 |
68 |
149 |
241 |
241 |
|
28 |
11 |
25 |
70 |
70 |
149 |
241 |
241 |
|
29 |
11 |
26 |
72 |
72 |
149 |
241 |
241 |
|
30 |
12 |
26 |
74 |
74 |
149 |
241 |
241 |
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 |
168 |
302 |
3 223 |
|
2 |
15 |
27 |
34 |
55 |
169 |
343 |
2 408 |
|
3 |
15 |
28 |
36 |
59 |
164 |
358 |
1 824 |
|
4 |
14 |
28 |
38 |
63 |
162 |
359 |
1 412 |
|
5 |
15 |
29 |
41 |
64 |
161 |
351 |
1 119 |
|
6 |
15 |
31 |
42 |
66 |
160 |
338 |
907 |
|
7 |
16 |
33 |
43 |
67 |
159 |
323 |
750 |
|
8 |
16 |
33 |
44 |
69 |
159 |
306 |
630 |
|
9 |
16 |
33 |
45 |
71 |
158 |
289 |
536 |
|
10 |
15 |
34 |
46 |
72 |
158 |
272 |
461 |
|
11 |
15 |
33 |
46 |
73 |
157 |
256 |
400 |
|
12 |
15 |
33 |
45 |
72 |
156 |
249 |
349 |
|
13 |
14 |
33 |
45 |
72 |
156 |
248 |
307 |
|
14 |
14 |
32 |
44 |
71 |
155 |
248 |
272 |
|
15 |
13 |
32 |
44 |
71 |
155 |
247 |
247 |
|
16 |
13 |
31 |
44 |
70 |
154 |
247 |
247 |
|
17 |
13 |
31 |
45 |
70 |
154 |
247 |
247 |
|
18 |
13 |
31 |
47 |
70 |
154 |
247 |
247 |
|
19 |
13 |
31 |
49 |
70 |
155 |
247 |
247 |
|
20 |
13 |
32 |
52 |
71 |
155 |
247 |
247 |
|
21 |
14 |
32 |
54 |
71 |
155 |
247 |
247 |
|
22 |
14 |
32 |
56 |
71 |
155 |
248 |
248 |
|
23 |
14 |
32 |
59 |
71 |
155 |
248 |
248 |
|
24 |
14 |
32 |
61 |
71 |
155 |
248 |
248 |
|
25 |
14 |
32 |
64 |
71 |
155 |
248 |
248 |
|
26 |
14 |
32 |
66 |
71 |
155 |
248 |
248 |
|
27 |
14 |
32 |
69 |
71 |
155 |
247 |
247 |
|
28 |
13 |
32 |
71 |
71 |
155 |
247 |
247 |
|
29 |
13 |
32 |
73 |
72 |
155 |
247 |
247 |
|
30 |
13 |
32 |
76 |
74 |
155 |
247 |
247 |
3.3. Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
13 |
20 |
40 |
155 |
298 |
3 181 |
|
2 |
1 |
13 |
20 |
40 |
155 |
339 |
2 376 |
|
3 |
1 |
14 |
22 |
45 |
151 |
354 |
1 798 |
|
4 |
1 |
15 |
25 |
49 |
148 |
354 |
1 391 |
|
5 |
2 |
17 |
28 |
51 |
148 |
346 |
1 102 |
|
6 |
4 |
19 |
30 |
54 |
148 |
333 |
893 |
|
7 |
5 |
22 |
32 |
56 |
148 |
318 |
738 |
|
8 |
5 |
23 |
34 |
59 |
148 |
301 |
619 |
|
9 |
6 |
24 |
35 |
61 |
148 |
284 |
527 |
|
10 |
6 |
24 |
37 |
63 |
148 |
268 |
453 |
|
11 |
7 |
25 |
37 |
64 |
148 |
251 |
393 |
|
12 |
7 |
25 |
38 |
64 |
148 |
241 |
344 |
|
13 |
7 |
25 |
38 |
64 |
148 |
241 |
302 |
|
14 |
7 |
25 |
38 |
64 |
148 |
241 |
267 |
|
15 |
7 |
25 |
39 |
64 |
148 |
241 |
241 |
|
16 |
7 |
25 |
41 |
64 |
148 |
241 |
241 |
|
17 |
7 |
25 |
44 |
64 |
148 |
241 |
241 |
|
18 |
7 |
25 |
46 |
64 |
148 |
241 |
241 |
|
19 |
7 |
25 |
48 |
64 |
148 |
241 |
241 |
|
20 |
8 |
25 |
51 |
64 |
148 |
241 |
241 |
|
21 |
8 |
25 |
53 |
64 |
148 |
241 |
241 |
|
22 |
9 |
25 |
56 |
64 |
148 |
241 |
241 |
|
23 |
9 |
25 |
57 |
64 |
148 |
241 |
241 |
|
24 |
9 |
25 |
60 |
64 |
148 |
241 |
241 |
|
25 |
10 |
25 |
62 |
64 |
148 |
241 |
241 |
|
26 |
10 |
25 |
65 |
66 |
148 |
241 |
241 |
|
27 |
10 |
25 |
67 |
68 |
148 |
241 |
241 |
|
28 |
11 |
25 |
70 |
70 |
148 |
241 |
241 |
|
29 |
11 |
26 |
72 |
72 |
148 |
241 |
241 |
|
30 |
12 |
26 |
74 |
74 |
148 |
241 |
241 |
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 |
74 |
87 |
93 |
114 |
229 |
322 |
3 340 |
|
2 |
71 |
83 |
90 |
111 |
225 |
357 |
2 514 |
|
3 |
73 |
86 |
94 |
118 |
223 |
374 |
1 909 |
|
4 |
71 |
85 |
95 |
119 |
219 |
375 |
1 479 |
|
5 |
70 |
85 |
96 |
120 |
217 |
367 |
1 173 |
|
6 |
70 |
86 |
97 |
121 |
215 |
354 |
951 |
|
7 |
70 |
87 |
97 |
121 |
213 |
338 |
786 |
|
8 |
69 |
86 |
97 |
122 |
212 |
320 |
659 |
|
9 |
69 |
86 |
98 |
124 |
211 |
304 |
561 |
|
10 |
66 |
84 |
96 |
123 |
208 |
300 |
482 |
|
11 |
64 |
82 |
95 |
122 |
206 |
298 |
418 |
|
12 |
63 |
81 |
94 |
121 |
205 |
297 |
365 |
|
13 |
62 |
81 |
93 |
120 |
204 |
296 |
321 |
|
14 |
62 |
81 |
93 |
120 |
204 |
296 |
296 |
|
15 |
62 |
80 |
93 |
119 |
204 |
296 |
296 |
|
16 |
61 |
80 |
92 |
119 |
203 |
295 |
295 |
|
17 |
61 |
80 |
92 |
119 |
203 |
295 |
295 |
|
18 |
61 |
79 |
91 |
118 |
202 |
295 |
295 |
|
19 |
60 |
79 |
91 |
118 |
202 |
294 |
294 |
|
20 |
60 |
78 |
90 |
117 |
201 |
293 |
293 |
|
21 |
59 |
77 |
90 |
116 |
201 |
293 |
293 |
|
22 |
58 |
77 |
89 |
116 |
200 |
292 |
292 |
|
23 |
57 |
76 |
88 |
115 |
199 |
291 |
291 |
|
24 |
56 |
75 |
87 |
114 |
198 |
290 |
290 |
|
25 |
55 |
74 |
86 |
113 |
197 |
289 |
289 |
|
26 |
54 |
73 |
85 |
112 |
196 |
288 |
288 |
|
27 |
53 |
72 |
84 |
111 |
195 |
287 |
287 |
|
28 |
52 |
71 |
83 |
110 |
194 |
286 |
286 |
|
29 |
51 |
69 |
82 |
109 |
193 |
285 |
285 |
|
30 |
50 |
68 |
81 |
108 |
192 |
284 |
284 |
3.5. Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
17 |
24 |
45 |
159 |
297 |
3 171 |
|
2 |
7 |
19 |
26 |
46 |
161 |
339 |
2 377 |
|
3 |
8 |
21 |
29 |
52 |
157 |
354 |
1 799 |
|
4 |
8 |
22 |
32 |
56 |
156 |
355 |
1 392 |
|
5 |
10 |
24 |
35 |
59 |
156 |
346 |
1 103 |
|
6 |
11 |
27 |
38 |
62 |
156 |
334 |
894 |
|
7 |
12 |
29 |
39 |
63 |
155 |
318 |
738 |
|
8 |
12 |
29 |
40 |
65 |
155 |
302 |
620 |
|
9 |
12 |
30 |
41 |
68 |
155 |
285 |
527 |
|
10 |
12 |
30 |
43 |
69 |
154 |
268 |
453 |
|
11 |
12 |
31 |
43 |
70 |
154 |
252 |
393 |
|
12 |
12 |
31 |
43 |
70 |
154 |
247 |
344 |
|
13 |
13 |
31 |
43 |
70 |
154 |
247 |
303 |
|
14 |
13 |
31 |
43 |
70 |
154 |
247 |
268 |
|
15 |
13 |
31 |
44 |
70 |
155 |
247 |
247 |
|
16 |
13 |
31 |
44 |
70 |
154 |
247 |
247 |
|
17 |
13 |
32 |
44 |
71 |
155 |
247 |
247 |
|
18 |
13 |
32 |
46 |
71 |
155 |
247 |
247 |
|
19 |
14 |
32 |
49 |
71 |
155 |
248 |
248 |
|
20 |
14 |
33 |
51 |
72 |
156 |
248 |
248 |
|
21 |
15 |
33 |
53 |
72 |
156 |
249 |
249 |
|
22 |
15 |
33 |
56 |
72 |
156 |
249 |
249 |
|
23 |
15 |
33 |
58 |
72 |
157 |
249 |
249 |
|
24 |
15 |
33 |
60 |
73 |
157 |
249 |
249 |
|
25 |
15 |
33 |
62 |
73 |
157 |
249 |
249 |
|
26 |
15 |
33 |
65 |
72 |
157 |
249 |
249 |
|
27 |
15 |
33 |
67 |
72 |
157 |
249 |
249 |
|
28 |
15 |
33 |
70 |
72 |
156 |
249 |
249 |
|
29 |
15 |
33 |
72 |
72 |
156 |
249 |
249 |
|
30 |
15 |
33 |
75 |
74 |
156 |
248 |
248 |
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 |
154 |
298 |
3 179 |
|
2 |
0 |
13 |
19 |
40 |
154 |
339 |
2 375 |
|
3 |
1 |
13 |
21 |
45 |
150 |
354 |
1 797 |
|
4 |
1 |
14 |
24 |
49 |
148 |
354 |
1 390 |
|
5 |
2 |
16 |
27 |
51 |
148 |
346 |
1 102 |
|
6 |
3 |
19 |
30 |
54 |
148 |
333 |
893 |
|
7 |
5 |
21 |
32 |
56 |
148 |
318 |
737 |
|
8 |
5 |
22 |
33 |
58 |
148 |
301 |
619 |
|
9 |
5 |
23 |
34 |
61 |
148 |
284 |
526 |
|
10 |
6 |
24 |
36 |
63 |
148 |
267 |
453 |
|
11 |
6 |
24 |
37 |
63 |
148 |
251 |
393 |
|
12 |
6 |
24 |
37 |
64 |
148 |
240 |
343 |
|
13 |
6 |
25 |
37 |
64 |
148 |
240 |
302 |
|
14 |
6 |
25 |
37 |
64 |
148 |
240 |
267 |
|
15 |
6 |
25 |
39 |
64 |
148 |
240 |
240 |
|
16 |
6 |
25 |
41 |
64 |
148 |
240 |
240 |
|
17 |
6 |
25 |
44 |
64 |
148 |
240 |
240 |
|
18 |
6 |
25 |
46 |
64 |
148 |
240 |
240 |
|
19 |
7 |
25 |
48 |
64 |
148 |
240 |
240 |
|
20 |
8 |
25 |
51 |
64 |
148 |
240 |
240 |
|
21 |
8 |
25 |
53 |
64 |
148 |
240 |
240 |
|
22 |
9 |
25 |
56 |
64 |
148 |
240 |
240 |
|
23 |
9 |
25 |
57 |
64 |
148 |
240 |
240 |
|
24 |
9 |
25 |
60 |
64 |
148 |
240 |
240 |
|
25 |
10 |
25 |
62 |
64 |
148 |
240 |
240 |
|
26 |
10 |
25 |
65 |
66 |
148 |
240 |
240 |
|
27 |
10 |
25 |
67 |
68 |
148 |
240 |
240 |
|
28 |
11 |
25 |
70 |
70 |
148 |
240 |
240 |
|
29 |
11 |
26 |
72 |
72 |
148 |
240 |
240 |
|
30 |
11 |
26 |
74 |
74 |
148 |
240 |
240 |
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 |
174 |
304 |
3 251 |
|
2 |
0 |
10 |
21 |
44 |
174 |
346 |
2 430 |
|
3 |
1 |
10 |
23 |
49 |
169 |
361 |
1 838 |
|
4 |
1 |
13 |
26 |
54 |
166 |
361 |
1 421 |
|
5 |
1 |
16 |
28 |
58 |
165 |
353 |
1 126 |
|
6 |
2 |
19 |
33 |
59 |
164 |
340 |
912 |
|
7 |
4 |
21 |
36 |
60 |
163 |
324 |
753 |
|
8 |
6 |
24 |
38 |
59 |
162 |
307 |
632 |
|
9 |
9 |
31 |
42 |
59 |
161 |
290 |
537 |
|
10 |
11 |
34 |
42 |
58 |
160 |
273 |
462 |
|
11 |
10 |
33 |
42 |
58 |
159 |
256 |
401 |
|
12 |
10 |
32 |
42 |
58 |
158 |
251 |
350 |
|
13 |
9 |
31 |
43 |
59 |
158 |
250 |
308 |
|
14 |
9 |
31 |
43 |
59 |
157 |
249 |
273 |
|
15 |
9 |
32 |
44 |
59 |
156 |
249 |
249 |
|
16 |
9 |
32 |
44 |
59 |
155 |
247 |
247 |
|
17 |
9 |
32 |
45 |
59 |
154 |
247 |
247 |
|
18 |
9 |
32 |
47 |
59 |
154 |
246 |
246 |
|
19 |
9 |
32 |
49 |
59 |
154 |
246 |
246 |
|
20 |
9 |
32 |
52 |
59 |
154 |
246 |
246 |
|
21 |
9 |
32 |
54 |
59 |
154 |
246 |
246 |
|
22 |
9 |
32 |
56 |
59 |
154 |
246 |
246 |
|
23 |
9 |
32 |
59 |
61 |
153 |
246 |
246 |
|
24 |
9 |
32 |
61 |
64 |
153 |
245 |
245 |
|
25 |
10 |
32 |
64 |
66 |
152 |
244 |
244 |
|
26 |
10 |
32 |
66 |
67 |
152 |
244 |
244 |
|
27 |
10 |
32 |
69 |
69 |
151 |
243 |
243 |
|
28 |
11 |
32 |
71 |
71 |
150 |
243 |
243 |
|
29 |
11 |
32 |
73 |
72 |
150 |
242 |
242 |
|
30 |
12 |
32 |
76 |
74 |
149 |
242 |
242 |
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 |
96 |
117 |
232 |
326 |
3 306 |
|
2 |
77 |
89 |
95 |
116 |
231 |
353 |
2 484 |
|
3 |
76 |
89 |
97 |
120 |
225 |
370 |
1 887 |
|
4 |
75 |
88 |
98 |
123 |
222 |
372 |
1 464 |
|
5 |
74 |
88 |
100 |
123 |
220 |
364 |
1 162 |
|
6 |
74 |
89 |
100 |
124 |
218 |
351 |
943 |
|
7 |
73 |
90 |
100 |
124 |
216 |
336 |
780 |
|
8 |
71 |
89 |
99 |
125 |
214 |
319 |
655 |
|
9 |
70 |
88 |
99 |
126 |
213 |
305 |
558 |
|
10 |
69 |
87 |
99 |
126 |
211 |
304 |
480 |
|
11 |
68 |
86 |
99 |
126 |
210 |
302 |
416 |
|
12 |
67 |
85 |
98 |
124 |
209 |
301 |
364 |
|
13 |
65 |
84 |
96 |
123 |
207 |
299 |
320 |
|
14 |
64 |
83 |
95 |
122 |
206 |
298 |
298 |
|
15 |
63 |
81 |
94 |
120 |
205 |
297 |
297 |
|
16 |
62 |
80 |
93 |
119 |
203 |
296 |
296 |
|
17 |
61 |
79 |
92 |
118 |
202 |
295 |
295 |
|
18 |
60 |
78 |
91 |
117 |
202 |
294 |
294 |
|
19 |
59 |
78 |
90 |
117 |
201 |
293 |
293 |
|
20 |
58 |
77 |
89 |
116 |
200 |
292 |
292 |
|
21 |
57 |
76 |
88 |
115 |
199 |
291 |
291 |
|
22 |
56 |
75 |
87 |
114 |
198 |
290 |
290 |
|
23 |
55 |
74 |
86 |
113 |
197 |
289 |
289 |
|
24 |
54 |
73 |
85 |
112 |
196 |
288 |
288 |
|
25 |
53 |
71 |
84 |
111 |
195 |
287 |
287 |
|
26 |
52 |
70 |
83 |
109 |
194 |
286 |
286 |
|
27 |
51 |
69 |
82 |
108 |
192 |
285 |
285 |
|
28 |
50 |
68 |
80 |
107 |
191 |
284 |
284 |
|
29 |
49 |
67 |
79 |
106 |
190 |
283 |
283 |
|
30 |
48 |
66 |
78 |
105 |
189 |
281 |
281 |
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 |
90 |
205 |
305 |
3 258 |
|
2 |
51 |
63 |
69 |
90 |
205 |
349 |
2 450 |
|
3 |
50 |
63 |
71 |
95 |
200 |
366 |
1 861 |
|
4 |
50 |
63 |
73 |
98 |
197 |
367 |
1 443 |
|
5 |
49 |
64 |
75 |
99 |
196 |
359 |
1 145 |
|
6 |
49 |
65 |
76 |
100 |
194 |
347 |
929 |
|
7 |
50 |
66 |
77 |
101 |
193 |
331 |
768 |
|
8 |
49 |
66 |
77 |
102 |
192 |
314 |
645 |
|
9 |
48 |
66 |
77 |
103 |
190 |
296 |
548 |
|
10 |
47 |
66 |
78 |
104 |
189 |
282 |
472 |
|
11 |
47 |
65 |
77 |
104 |
189 |
281 |
409 |
|
12 |
46 |
65 |
77 |
104 |
188 |
280 |
358 |
|
13 |
46 |
64 |
76 |
103 |
187 |
280 |
315 |
|
14 |
45 |
63 |
76 |
103 |
187 |
279 |
279 |
|
15 |
44 |
63 |
75 |
102 |
186 |
278 |
278 |
|
16 |
44 |
62 |
74 |
101 |
185 |
278 |
278 |
|
17 |
43 |
62 |
74 |
101 |
185 |
277 |
277 |
|
18 |
43 |
61 |
73 |
100 |
184 |
277 |
277 |
|
19 |
42 |
61 |
73 |
100 |
184 |
276 |
276 |
|
20 |
42 |
61 |
73 |
100 |
184 |
276 |
276 |
|
21 |
42 |
60 |
73 |
99 |
183 |
276 |
276 |
|
22 |
41 |
60 |
72 |
99 |
183 |
275 |
275 |
|
23 |
41 |
59 |
71 |
98 |
182 |
275 |
275 |
|
24 |
40 |
59 |
71 |
98 |
182 |
274 |
274 |
|
25 |
39 |
58 |
70 |
97 |
181 |
273 |
273 |
|
26 |
39 |
57 |
69 |
96 |
180 |
273 |
273 |
|
27 |
38 |
56 |
70 |
95 |
180 |
272 |
272 |
|
28 |
37 |
56 |
72 |
95 |
179 |
271 |
271 |
|
29 |
37 |
55 |
75 |
94 |
178 |
270 |
270 |
|
30 |
36 |
54 |
77 |
93 |
177 |
270 |
270 |
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 |
240 |
334 |
3 460 |
|
2 |
86 |
98 |
104 |
125 |
240 |
366 |
2 587 |
|
3 |
84 |
97 |
105 |
128 |
234 |
381 |
1 955 |
|
4 |
83 |
96 |
106 |
131 |
230 |
381 |
1 508 |
|
5 |
83 |
97 |
109 |
132 |
229 |
371 |
1 192 |
|
6 |
83 |
99 |
110 |
134 |
228 |
357 |
963 |
|
7 |
85 |
101 |
112 |
136 |
228 |
339 |
793 |
|
8 |
85 |
102 |
113 |
138 |
228 |
321 |
664 |
|
9 |
85 |
103 |
114 |
141 |
228 |
320 |
563 |
|
10 |
85 |
104 |
116 |
142 |
228 |
320 |
483 |
|
11 |
85 |
104 |
116 |
143 |
227 |
319 |
418 |
|
12 |
85 |
103 |
115 |
142 |
226 |
319 |
365 |
|
13 |
84 |
102 |
114 |
141 |
225 |
318 |
320 |
|
14 |
83 |
101 |
113 |
140 |
224 |
317 |
317 |
|
15 |
82 |
100 |
112 |
139 |
223 |
315 |
315 |
|
16 |
80 |
99 |
111 |
138 |
222 |
314 |
314 |
|
17 |
79 |
98 |
110 |
137 |
221 |
313 |
313 |
|
18 |
78 |
97 |
109 |
136 |
220 |
312 |
312 |
|
19 |
77 |
96 |
108 |
135 |
219 |
311 |
311 |
|
20 |
76 |
95 |
107 |
134 |
218 |
310 |
310 |
|
21 |
75 |
94 |
106 |
133 |
217 |
309 |
309 |
|
22 |
74 |
92 |
104 |
131 |
215 |
308 |
308 |
|
23 |
72 |
91 |
103 |
130 |
214 |
306 |
306 |
|
24 |
71 |
89 |
102 |
128 |
212 |
305 |
305 |
|
25 |
69 |
88 |
100 |
127 |
211 |
303 |
303 |
|
26 |
68 |
86 |
99 |
125 |
209 |
302 |
302 |
|
27 |
66 |
85 |
97 |
124 |
208 |
300 |
300 |
|
28 |
65 |
83 |
96 |
122 |
206 |
299 |
299 |
|
29 |
63 |
82 |
94 |
121 |
205 |
297 |
297 |
|
30 |
62 |
80 |
93 |
119 |
204 |
296 |
296 |
3.11. Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
26 |
38 |
44 |
65 |
180 |
302 |
3 228 |
|
2 |
26 |
39 |
45 |
66 |
181 |
345 |
2 422 |
|
3 |
26 |
38 |
47 |
70 |
175 |
361 |
1 835 |
|
4 |
25 |
39 |
49 |
73 |
172 |
361 |
1 419 |
|
5 |
25 |
40 |
51 |
74 |
171 |
353 |
1 124 |
|
6 |
26 |
42 |
53 |
77 |
171 |
339 |
910 |
|
7 |
27 |
43 |
54 |
78 |
170 |
324 |
752 |
|
8 |
26 |
43 |
54 |
79 |
169 |
307 |
631 |
|
9 |
26 |
44 |
55 |
81 |
168 |
289 |
536 |
|
10 |
26 |
44 |
56 |
83 |
168 |
272 |
461 |
|
11 |
25 |
44 |
56 |
83 |
167 |
259 |
400 |
|
12 |
25 |
43 |
56 |
82 |
167 |
259 |
349 |
|
13 |
24 |
43 |
55 |
82 |
166 |
258 |
307 |
|
14 |
24 |
42 |
54 |
81 |
165 |
258 |
272 |
|
15 |
23 |
42 |
54 |
81 |
165 |
257 |
257 |
|
16 |
23 |
41 |
53 |
80 |
164 |
257 |
257 |
|
17 |
22 |
41 |
53 |
80 |
164 |
256 |
256 |
|
18 |
22 |
41 |
53 |
80 |
164 |
256 |
256 |
|
19 |
22 |
40 |
53 |
80 |
164 |
256 |
256 |
|
20 |
22 |
41 |
53 |
80 |
164 |
256 |
256 |
|
21 |
22 |
41 |
53 |
80 |
164 |
256 |
256 |
|
22 |
22 |
41 |
56 |
80 |
164 |
256 |
256 |
|
23 |
22 |
40 |
59 |
79 |
164 |
256 |
256 |
|
24 |
22 |
40 |
61 |
79 |
163 |
256 |
256 |
|
25 |
21 |
40 |
64 |
79 |
163 |
255 |
255 |
|
26 |
21 |
40 |
66 |
79 |
163 |
255 |
255 |
|
27 |
21 |
39 |
69 |
78 |
163 |
255 |
255 |
|
28 |
21 |
39 |
71 |
78 |
162 |
255 |
255 |
|
29 |
20 |
39 |
73 |
78 |
162 |
254 |
254 |
|
30 |
20 |
38 |
76 |
78 |
162 |
254 |
254 |
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 |
136 |
288 |
3 063 |
|
2 |
0 |
1 |
6 |
23 |
137 |
329 |
2 297 |
|
3 |
1 |
1 |
8 |
28 |
133 |
344 |
1 742 |
|
4 |
1 |
3 |
11 |
32 |
131 |
345 |
1 350 |
|
5 |
1 |
4 |
13 |
34 |
131 |
338 |
1 072 |
|
6 |
2 |
4 |
16 |
37 |
131 |
325 |
869 |
|
7 |
2 |
5 |
19 |
39 |
131 |
311 |
719 |
|
8 |
2 |
7 |
21 |
42 |
131 |
295 |
603 |
|
9 |
4 |
7 |
24 |
44 |
131 |
278 |
514 |
|
10 |
4 |
9 |
27 |
46 |
131 |
262 |
442 |
|
11 |
4 |
9 |
28 |
48 |
132 |
246 |
383 |
|
12 |
4 |
10 |
31 |
47 |
131 |
231 |
335 |
|
13 |
5 |
11 |
34 |
48 |
132 |
224 |
295 |
|
14 |
5 |
12 |
35 |
47 |
131 |
224 |
261 |
|
15 |
6 |
13 |
38 |
46 |
130 |
223 |
232 |
|
16 |
6 |
13 |
41 |
46 |
130 |
222 |
222 |
|
17 |
6 |
15 |
42 |
48 |
130 |
222 |
222 |
|
18 |
6 |
15 |
45 |
49 |
130 |
222 |
222 |
|
19 |
7 |
17 |
48 |
52 |
130 |
222 |
222 |
|
20 |
7 |
17 |
49 |
53 |
131 |
223 |
223 |
|
21 |
8 |
18 |
52 |
56 |
131 |
223 |
223 |
|
22 |
9 |
19 |
54 |
57 |
131 |
223 |
223 |
|
23 |
9 |
20 |
57 |
59 |
131 |
223 |
223 |
|
24 |
9 |
20 |
60 |
61 |
131 |
223 |
223 |
|
25 |
10 |
22 |
61 |
62 |
131 |
223 |
223 |
|
26 |
10 |
22 |
64 |
64 |
131 |
223 |
223 |
|
27 |
10 |
24 |
66 |
66 |
133 |
223 |
223 |
|
28 |
11 |
24 |
68 |
68 |
134 |
223 |
223 |
|
29 |
11 |
25 |
71 |
70 |
135 |
223 |
223 |
|
30 |
11 |
26 |
73 |
72 |
136 |
222 |
222 |
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 |
38 |
50 |
57 |
78 |
192 |
302 |
3 222 |
|
2 |
39 |
51 |
57 |
78 |
193 |
344 |
2 414 |
|
3 |
38 |
51 |
59 |
83 |
188 |
360 |
1 830 |
|
4 |
38 |
52 |
62 |
86 |
185 |
361 |
1 418 |
|
5 |
38 |
53 |
64 |
87 |
184 |
353 |
1 125 |
|
6 |
39 |
55 |
66 |
90 |
184 |
340 |
912 |
|
7 |
40 |
56 |
67 |
91 |
183 |
325 |
754 |
|
8 |
39 |
56 |
67 |
92 |
182 |
308 |
634 |
|
9 |
39 |
57 |
68 |
94 |
181 |
291 |
539 |
|
10 |
39 |
57 |
69 |
96 |
181 |
274 |
464 |
|
11 |
38 |
57 |
69 |
96 |
180 |
272 |
402 |
|
12 |
38 |
56 |
68 |
95 |
179 |
272 |
352 |
|
13 |
37 |
56 |
68 |
95 |
179 |
271 |
310 |
|
14 |
37 |
55 |
67 |
94 |
178 |
271 |
274 |
|
15 |
36 |
55 |
67 |
94 |
178 |
270 |
270 |
|
16 |
35 |
54 |
66 |
93 |
177 |
269 |
269 |
|
17 |
35 |
53 |
66 |
93 |
177 |
269 |
269 |
|
18 |
35 |
53 |
65 |
92 |
176 |
268 |
268 |
|
19 |
34 |
53 |
65 |
92 |
176 |
268 |
268 |
|
20 |
34 |
52 |
65 |
92 |
176 |
268 |
268 |
|
21 |
34 |
52 |
64 |
91 |
175 |
268 |
268 |
|
22 |
33 |
52 |
64 |
91 |
175 |
267 |
267 |
|
23 |
33 |
51 |
63 |
90 |
174 |
267 |
267 |
|
24 |
32 |
50 |
63 |
90 |
174 |
266 |
266 |
|
25 |
31 |
50 |
64 |
89 |
173 |
265 |
265 |
|
26 |
30 |
49 |
66 |
88 |
172 |
264 |
264 |
|
27 |
30 |
48 |
69 |
87 |
171 |
264 |
264 |
|
28 |
29 |
47 |
71 |
86 |
171 |
263 |
263 |
|
29 |
28 |
47 |
74 |
86 |
170 |
262 |
262 |
|
30 |
27 |
46 |
76 |
85 |
169 |
261 |
261 |
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 |
29 |
50 |
165 |
292 |
3 113 |
|
2 |
14 |
26 |
33 |
54 |
168 |
334 |
2 336 |
|
3 |
17 |
30 |
38 |
61 |
167 |
350 |
1 773 |
|
4 |
20 |
33 |
43 |
68 |
167 |
351 |
1 375 |
|
5 |
22 |
37 |
48 |
71 |
168 |
344 |
1 092 |
|
6 |
22 |
38 |
49 |
73 |
167 |
332 |
886 |
|
7 |
27 |
43 |
54 |
78 |
170 |
317 |
733 |
|
8 |
26 |
43 |
54 |
79 |
169 |
300 |
616 |
|
9 |
27 |
45 |
56 |
83 |
170 |
284 |
524 |
|
10 |
29 |
47 |
59 |
86 |
171 |
267 |
451 |
|
11 |
30 |
48 |
61 |
88 |
172 |
264 |
392 |
|
12 |
31 |
49 |
62 |
88 |
173 |
265 |
343 |
|
13 |
31 |
50 |
62 |
89 |
173 |
265 |
302 |
|
14 |
32 |
50 |
62 |
89 |
173 |
266 |
267 |
|
15 |
32 |
50 |
63 |
89 |
174 |
266 |
266 |
|
16 |
32 |
50 |
62 |
89 |
173 |
266 |
266 |
|
17 |
32 |
50 |
63 |
89 |
174 |
266 |
266 |
|
18 |
31 |
50 |
62 |
89 |
173 |
265 |
265 |
|
19 |
31 |
50 |
62 |
89 |
173 |
265 |
265 |
|
20 |
31 |
50 |
62 |
89 |
173 |
265 |
265 |
|
21 |
31 |
50 |
62 |
89 |
173 |
265 |
265 |
|
22 |
31 |
50 |
62 |
89 |
173 |
265 |
265 |
|
23 |
31 |
49 |
62 |
88 |
172 |
265 |
265 |
|
24 |
30 |
49 |
61 |
88 |
172 |
264 |
264 |
|
25 |
30 |
49 |
62 |
88 |
172 |
264 |
264 |
|
26 |
30 |
48 |
65 |
87 |
171 |
264 |
264 |
|
27 |
29 |
48 |
67 |
87 |
171 |
263 |
263 |
|
28 |
29 |
47 |
70 |
86 |
170 |
263 |
263 |
|
29 |
28 |
47 |
72 |
86 |
170 |
262 |
262 |
|
30 |
28 |
46 |
75 |
85 |
169 |
261 |
261 |
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 |
303 |
3 244 |
|
2 |
15 |
27 |
33 |
54 |
169 |
345 |
2 423 |
|
3 |
15 |
28 |
36 |
60 |
165 |
360 |
1 832 |
|
4 |
16 |
29 |
39 |
64 |
163 |
360 |
1 416 |
|
5 |
16 |
31 |
42 |
66 |
163 |
352 |
1 122 |
|
6 |
18 |
34 |
45 |
69 |
163 |
338 |
909 |
|
7 |
19 |
36 |
46 |
70 |
162 |
323 |
751 |
|
8 |
19 |
37 |
48 |
73 |
162 |
306 |
630 |
|
9 |
20 |
38 |
49 |
75 |
162 |
289 |
536 |
|
10 |
20 |
39 |
51 |
77 |
163 |
272 |
461 |
|
11 |
21 |
39 |
51 |
78 |
163 |
255 |
400 |
|
12 |
21 |
39 |
52 |
78 |
163 |
255 |
349 |
|
13 |
21 |
39 |
52 |
79 |
163 |
255 |
307 |
|
14 |
21 |
39 |
52 |
79 |
163 |
255 |
272 |
|
15 |
21 |
40 |
52 |
79 |
163 |
255 |
255 |
|
16 |
21 |
39 |
52 |
78 |
162 |
255 |
255 |
|
17 |
21 |
39 |
52 |
78 |
163 |
255 |
255 |
|
18 |
21 |
39 |
52 |
78 |
162 |
255 |
255 |
|
19 |
21 |
39 |
52 |
78 |
162 |
255 |
255 |
|
20 |
21 |
39 |
52 |
78 |
163 |
255 |
255 |
|
21 |
21 |
39 |
53 |
78 |
162 |
255 |
255 |
|
22 |
21 |
39 |
56 |
78 |
162 |
254 |
254 |
|
23 |
20 |
39 |
59 |
78 |
162 |
254 |
254 |
|
24 |
20 |
38 |
61 |
77 |
161 |
254 |
254 |
|
25 |
19 |
38 |
64 |
77 |
161 |
253 |
253 |
|
26 |
19 |
37 |
66 |
76 |
160 |
253 |
253 |
|
27 |
18 |
37 |
68 |
76 |
160 |
252 |
252 |
|
28 |
18 |
36 |
71 |
75 |
159 |
252 |
252 |
|
29 |
17 |
36 |
73 |
75 |
159 |
251 |
251 |
|
30 |
17 |
36 |
76 |
75 |
159 |
251 |
251 |
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 |
202 |
307 |
3 283 |
|
2 |
50 |
62 |
69 |
89 |
204 |
351 |
2 468 |
|
3 |
52 |
65 |
73 |
96 |
202 |
368 |
1 874 |
|
4 |
53 |
67 |
77 |
101 |
200 |
369 |
1 453 |
|
5 |
55 |
69 |
81 |
104 |
201 |
361 |
1 153 |
|
6 |
57 |
72 |
83 |
108 |
202 |
348 |
935 |
|
7 |
58 |
75 |
85 |
109 |
201 |
333 |
772 |
|
8 |
58 |
76 |
86 |
112 |
201 |
315 |
648 |
|
9 |
59 |
76 |
88 |
114 |
201 |
298 |
551 |
|
10 |
59 |
77 |
89 |
116 |
201 |
293 |
474 |
|
11 |
59 |
77 |
90 |
117 |
201 |
293 |
411 |
|
12 |
59 |
77 |
89 |
116 |
200 |
293 |
359 |
|
13 |
58 |
76 |
89 |
115 |
200 |
292 |
316 |
|
14 |
57 |
76 |
88 |
115 |
199 |
291 |
291 |
|
15 |
56 |
75 |
87 |
114 |
198 |
290 |
290 |
|
16 |
56 |
74 |
87 |
113 |
197 |
290 |
290 |
|
17 |
55 |
74 |
86 |
113 |
197 |
289 |
289 |
|
18 |
55 |
73 |
85 |
112 |
196 |
289 |
289 |
|
19 |
54 |
73 |
85 |
112 |
196 |
288 |
288 |
|
20 |
54 |
72 |
84 |
111 |
195 |
287 |
287 |
|
21 |
53 |
71 |
84 |
110 |
195 |
287 |
287 |
|
22 |
52 |
71 |
83 |
110 |
194 |
286 |
286 |
|
23 |
51 |
70 |
82 |
109 |
193 |
285 |
285 |
|
24 |
50 |
69 |
81 |
108 |
192 |
284 |
284 |
|
25 |
49 |
68 |
80 |
107 |
191 |
283 |
283 |
|
26 |
48 |
67 |
79 |
106 |
190 |
282 |
282 |
|
27 |
48 |
66 |
78 |
105 |
189 |
282 |
282 |
|
28 |
47 |
65 |
77 |
104 |
188 |
281 |
281 |
|
29 |
46 |
64 |
76 |
103 |
187 |
280 |
280 |
|
30 |
45 |
63 |
77 |
102 |
187 |
279 |
279 |
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 |
233 |
327 |
3 374 |
|
2 |
84 |
97 |
103 |
124 |
239 |
364 |
2 564 |
|
3 |
86 |
99 |
107 |
130 |
236 |
384 |
1 960 |
|
4 |
87 |
100 |
110 |
135 |
234 |
387 |
1 526 |
|
5 |
90 |
105 |
116 |
139 |
236 |
380 |
1 213 |
|
6 |
93 |
108 |
119 |
143 |
237 |
368 |
986 |
|
7 |
95 |
112 |
122 |
146 |
238 |
352 |
816 |
|
8 |
96 |
114 |
124 |
150 |
239 |
334 |
686 |
|
9 |
98 |
115 |
127 |
153 |
240 |
332 |
584 |
|
10 |
98 |
117 |
129 |
155 |
241 |
333 |
502 |
|
11 |
98 |
117 |
129 |
156 |
240 |
333 |
436 |
|
12 |
98 |
116 |
129 |
155 |
239 |
332 |
381 |
|
13 |
97 |
115 |
127 |
154 |
238 |
331 |
335 |
|
14 |
95 |
114 |
126 |
153 |
237 |
329 |
329 |
|
15 |
94 |
112 |
125 |
151 |
236 |
328 |
328 |
|
16 |
93 |
111 |
123 |
150 |
234 |
327 |
327 |
|
17 |
91 |
110 |
122 |
149 |
233 |
325 |
325 |
|
18 |
90 |
108 |
121 |
147 |
231 |
324 |
324 |
|
19 |
88 |
107 |
119 |
146 |
230 |
322 |
322 |
|
20 |
87 |
106 |
118 |
145 |
229 |
321 |
321 |
|
21 |
86 |
104 |
116 |
143 |
227 |
319 |
319 |
|
22 |
84 |
102 |
115 |
141 |
226 |
318 |
318 |
|
23 |
82 |
101 |
113 |
140 |
224 |
316 |
316 |
|
24 |
80 |
99 |
111 |
138 |
222 |
314 |
314 |
|
25 |
79 |
97 |
109 |
136 |
220 |
313 |
313 |
|
26 |
77 |
95 |
108 |
135 |
219 |
311 |
311 |
|
27 |
75 |
94 |
106 |
133 |
217 |
309 |
309 |
|
28 |
74 |
92 |
104 |
131 |
215 |
308 |
308 |
|
29 |
72 |
90 |
103 |
129 |
214 |
306 |
306 |
|
30 |
70 |
89 |
101 |
128 |
212 |
304 |
304 |
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 |
302 |
3 223 |
|
2 |
10 |
22 |
29 |
50 |
164 |
344 |
2 412 |
|
3 |
12 |
25 |
33 |
57 |
162 |
359 |
1 826 |
|
4 |
14 |
27 |
37 |
62 |
161 |
360 |
1 413 |
|
5 |
16 |
30 |
42 |
65 |
162 |
351 |
1 120 |
|
6 |
18 |
33 |
44 |
68 |
162 |
338 |
908 |
|
7 |
19 |
36 |
46 |
70 |
162 |
323 |
750 |
|
8 |
20 |
37 |
48 |
73 |
162 |
306 |
629 |
|
9 |
20 |
38 |
49 |
75 |
162 |
289 |
535 |
|
10 |
20 |
38 |
51 |
77 |
162 |
272 |
460 |
|
11 |
20 |
39 |
51 |
78 |
162 |
255 |
399 |
|
12 |
20 |
39 |
51 |
78 |
162 |
254 |
349 |
|
13 |
20 |
38 |
50 |
77 |
161 |
254 |
307 |
|
14 |
19 |
38 |
50 |
77 |
161 |
253 |
272 |
|
15 |
19 |
37 |
49 |
76 |
160 |
253 |
253 |
|
16 |
18 |
36 |
49 |
76 |
160 |
252 |
252 |
|
17 |
18 |
36 |
49 |
75 |
159 |
252 |
252 |
|
18 |
18 |
36 |
48 |
75 |
159 |
252 |
252 |
|
19 |
18 |
36 |
49 |
75 |
159 |
251 |
251 |
|
20 |
18 |
36 |
52 |
75 |
159 |
252 |
252 |
|
21 |
18 |
36 |
53 |
75 |
160 |
252 |
252 |
|
22 |
18 |
36 |
56 |
75 |
160 |
252 |
252 |
|
23 |
18 |
36 |
59 |
75 |
159 |
252 |
252 |
|
24 |
18 |
36 |
61 |
75 |
159 |
252 |
252 |
|
25 |
17 |
36 |
64 |
75 |
159 |
251 |
251 |
|
26 |
17 |
36 |
66 |
75 |
159 |
251 |
251 |
|
27 |
17 |
36 |
69 |
75 |
159 |
251 |
251 |
|
28 |
17 |
35 |
71 |
74 |
158 |
251 |
251 |
|
29 |
17 |
35 |
73 |
74 |
158 |
251 |
251 |
|
30 |
16 |
35 |
76 |
74 |
158 |
250 |
250 |
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 |
88 |
101 |
107 |
128 |
242 |
336 |
3 348 |
|
2 |
90 |
102 |
108 |
129 |
244 |
356 |
2 509 |
|
3 |
90 |
103 |
111 |
135 |
240 |
373 |
1 903 |
|
4 |
91 |
105 |
115 |
139 |
238 |
374 |
1 474 |
|
5 |
92 |
107 |
118 |
141 |
238 |
366 |
1 169 |
|
6 |
93 |
109 |
120 |
144 |
238 |
352 |
948 |
|
7 |
95 |
111 |
122 |
146 |
238 |
336 |
783 |
|
8 |
95 |
112 |
123 |
148 |
238 |
330 |
657 |
|
9 |
94 |
112 |
124 |
150 |
237 |
329 |
558 |
|
10 |
94 |
112 |
124 |
151 |
236 |
328 |
480 |
|
11 |
92 |
111 |
123 |
150 |
234 |
327 |
416 |
|
12 |
91 |
109 |
122 |
149 |
233 |
325 |
363 |
|
13 |
89 |
108 |
120 |
147 |
231 |
323 |
323 |
|
14 |
88 |
106 |
118 |
145 |
229 |
322 |
322 |
|
15 |
86 |
105 |
117 |
144 |
228 |
320 |
320 |
|
16 |
84 |
103 |
115 |
142 |
226 |
318 |
318 |
|
17 |
83 |
101 |
114 |
140 |
225 |
317 |
317 |
|
18 |
82 |
100 |
112 |
139 |
223 |
315 |
315 |
|
19 |
80 |
99 |
111 |
138 |
222 |
314 |
314 |
|
20 |
79 |
98 |
110 |
137 |
221 |
313 |
313 |
|
21 |
78 |
97 |
109 |
136 |
220 |
312 |
312 |
|
22 |
77 |
96 |
108 |
135 |
219 |
311 |
311 |
|
23 |
76 |
94 |
107 |
133 |
218 |
310 |
310 |
|
24 |
75 |
93 |
106 |
132 |
216 |
309 |
309 |
|
25 |
74 |
92 |
104 |
131 |
215 |
307 |
307 |
|
26 |
72 |
91 |
103 |
130 |
214 |
306 |
306 |
|
27 |
71 |
90 |
102 |
129 |
213 |
305 |
305 |
|
28 |
70 |
88 |
101 |
128 |
212 |
304 |
304 |
|
29 |
69 |
87 |
100 |
126 |
211 |
303 |
303 |
|
30 |
68 |
86 |
99 |
125 |
209 |
302 |
302 |
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 |
296 |
308 |
314 |
335 |
450 |
544 |
3 559 |
|
2 |
84 |
96 |
103 |
124 |
238 |
374 |
2 651 |
|
3 |
86 |
99 |
107 |
130 |
235 |
389 |
2 000 |
|
4 |
88 |
101 |
111 |
136 |
235 |
389 |
1 544 |
|
5 |
89 |
104 |
115 |
139 |
236 |
380 |
1 222 |
|
6 |
91 |
107 |
118 |
142 |
236 |
366 |
989 |
|
7 |
93 |
110 |
120 |
144 |
236 |
349 |
816 |
|
8 |
94 |
111 |
122 |
147 |
237 |
331 |
685 |
|
9 |
95 |
113 |
124 |
150 |
237 |
330 |
582 |
|
10 |
95 |
113 |
125 |
152 |
237 |
330 |
500 |
|
11 |
95 |
114 |
126 |
153 |
237 |
329 |
434 |
|
12 |
95 |
114 |
126 |
153 |
237 |
329 |
379 |
|
13 |
96 |
114 |
126 |
153 |
237 |
330 |
333 |
|
14 |
96 |
115 |
127 |
154 |
238 |
330 |
330 |
|
15 |
97 |
115 |
127 |
154 |
238 |
331 |
331 |
|
16 |
97 |
116 |
128 |
155 |
239 |
331 |
331 |
|
17 |
98 |
117 |
129 |
156 |
240 |
332 |
332 |
|
18 |
99 |
118 |
130 |
157 |
241 |
333 |
333 |
|
19 |
100 |
118 |
130 |
157 |
241 |
334 |
334 |
|
20 |
100 |
118 |
131 |
158 |
242 |
334 |
334 |
|
21 |
100 |
118 |
131 |
157 |
242 |
334 |
334 |
|
22 |
99 |
118 |
130 |
157 |
241 |
333 |
333 |
|
23 |
99 |
117 |
129 |
156 |
240 |
333 |
333 |
|
24 |
98 |
116 |
128 |
155 |
239 |
332 |
332 |
|
25 |
96 |
115 |
127 |
154 |
238 |
330 |
330 |
|
26 |
95 |
114 |
126 |
153 |
237 |
329 |
329 |
|
27 |
94 |
112 |
125 |
151 |
235 |
328 |
328 |
|
28 |
92 |
111 |
123 |
150 |
234 |
326 |
326 |
|
29 |
91 |
109 |
122 |
148 |
233 |
325 |
325 |
|
30 |
89 |
108 |
120 |
147 |
231 |
323 |
323 |
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 |
11 |
32 |
147 |
287 |
3 055 |
|
2 |
0 |
5 |
11 |
32 |
147 |
329 |
2 296 |
|
3 |
1 |
5 |
14 |
37 |
142 |
345 |
1 743 |
|
4 |
1 |
6 |
16 |
40 |
139 |
346 |
1 352 |
|
5 |
1 |
7 |
18 |
42 |
139 |
338 |
1 073 |
|
6 |
2 |
9 |
20 |
44 |
138 |
326 |
871 |
|
7 |
2 |
11 |
21 |
45 |
137 |
311 |
720 |
|
8 |
2 |
11 |
22 |
47 |
137 |
295 |
604 |
|
9 |
4 |
11 |
24 |
49 |
136 |
279 |
514 |
|
10 |
4 |
11 |
27 |
50 |
135 |
262 |
442 |
|
11 |
4 |
12 |
28 |
51 |
135 |
246 |
384 |
|
12 |
4 |
12 |
31 |
51 |
135 |
231 |
336 |
|
13 |
5 |
12 |
34 |
51 |
135 |
228 |
296 |
|
14 |
5 |
12 |
36 |
51 |
135 |
228 |
262 |
|
15 |
6 |
13 |
38 |
52 |
136 |
228 |
233 |
|
16 |
6 |
13 |
41 |
52 |
136 |
228 |
228 |
|
17 |
6 |
15 |
43 |
53 |
137 |
229 |
229 |
|
18 |
6 |
15 |
45 |
53 |
137 |
230 |
230 |
|
19 |
7 |
17 |
48 |
54 |
138 |
230 |
230 |
|
20 |
7 |
17 |
50 |
55 |
139 |
231 |
231 |
|
21 |
8 |
18 |
52 |
56 |
140 |
232 |
232 |
|
22 |
9 |
19 |
55 |
57 |
140 |
233 |
233 |
|
23 |
9 |
20 |
57 |
59 |
141 |
233 |
233 |
|
24 |
9 |
21 |
60 |
62 |
141 |
234 |
234 |
|
25 |
10 |
22 |
62 |
64 |
142 |
234 |
234 |
|
26 |
10 |
22 |
64 |
65 |
142 |
235 |
235 |
|
27 |
10 |
24 |
66 |
67 |
142 |
235 |
235 |
|
28 |
11 |
24 |
68 |
69 |
143 |
235 |
235 |
|
29 |
11 |
26 |
71 |
70 |
143 |
235 |
235 |
|
30 |
11 |
26 |
73 |
72 |
143 |
235 |
235 |
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 |
57 |
64 |
85 |
199 |
306 |
3 273 |
|
2 |
46 |
58 |
65 |
85 |
200 |
348 |
2 444 |
|
3 |
46 |
59 |
67 |
90 |
195 |
363 |
1 849 |
|
4 |
45 |
59 |
69 |
93 |
192 |
363 |
1 430 |
|
5 |
45 |
60 |
71 |
95 |
192 |
355 |
1 133 |
|
6 |
47 |
62 |
73 |
97 |
191 |
342 |
919 |
|
7 |
47 |
64 |
74 |
98 |
190 |
326 |
759 |
|
8 |
47 |
64 |
75 |
100 |
190 |
309 |
637 |
|
9 |
46 |
64 |
76 |
102 |
189 |
292 |
542 |
|
10 |
46 |
64 |
76 |
103 |
188 |
280 |
466 |
|
11 |
45 |
63 |
76 |
102 |
187 |
279 |
404 |
|
12 |
44 |
62 |
74 |
101 |
185 |
278 |
354 |
|
13 |
42 |
61 |
73 |
100 |
184 |
276 |
311 |
|
14 |
41 |
60 |
72 |
99 |
183 |
275 |
275 |
|
15 |
40 |
59 |
71 |
98 |
182 |
274 |
274 |
|
16 |
39 |
57 |
70 |
96 |
181 |
273 |
273 |
|
17 |
38 |
57 |
69 |
96 |
180 |
272 |
272 |
|
18 |
37 |
56 |
68 |
95 |
179 |
271 |
271 |
|
19 |
37 |
55 |
67 |
94 |
178 |
271 |
271 |
|
20 |
36 |
55 |
67 |
94 |
178 |
270 |
270 |
|
21 |
36 |
54 |
67 |
93 |
177 |
270 |
270 |
|
22 |
35 |
54 |
66 |
93 |
177 |
269 |
269 |
|
23 |
35 |
53 |
65 |
92 |
176 |
269 |
269 |
|
24 |
34 |
52 |
65 |
91 |
176 |
268 |
268 |
|
25 |
33 |
52 |
64 |
91 |
175 |
267 |
267 |
|
26 |
33 |
51 |
66 |
90 |
174 |
266 |
266 |
|
27 |
32 |
50 |
69 |
89 |
174 |
266 |
266 |
|
28 |
31 |
50 |
71 |
89 |
173 |
265 |
265 |
|
29 |
31 |
49 |
75 |
88 |
172 |
264 |
264 |
|
30 |
30 |
48 |
77 |
87 |
172 |
264 |
264 |
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 |
126 |
147 |
262 |
356 |
3 421 |
|
2 |
109 |
121 |
128 |
149 |
263 |
364 |
2 570 |
|
3 |
111 |
124 |
132 |
155 |
261 |
382 |
1 953 |
|
4 |
113 |
126 |
136 |
161 |
260 |
384 |
1 516 |
|
5 |
115 |
129 |
141 |
164 |
261 |
377 |
1 206 |
|
6 |
117 |
133 |
144 |
168 |
262 |
365 |
981 |
|
7 |
119 |
135 |
146 |
170 |
262 |
354 |
813 |
|
8 |
119 |
136 |
147 |
172 |
262 |
354 |
685 |
|
9 |
120 |
137 |
149 |
175 |
262 |
354 |
584 |
|
10 |
120 |
138 |
150 |
177 |
262 |
354 |
503 |
|
11 |
119 |
138 |
150 |
177 |
261 |
353 |
438 |
|
12 |
118 |
137 |
149 |
176 |
260 |
352 |
384 |
|
13 |
117 |
136 |
148 |
175 |
259 |
351 |
351 |
|
14 |
116 |
134 |
146 |
173 |
257 |
350 |
350 |
|
15 |
114 |
132 |
145 |
171 |
256 |
348 |
348 |
|
16 |
112 |
130 |
143 |
169 |
254 |
346 |
346 |
|
17 |
110 |
129 |
141 |
168 |
252 |
344 |
344 |
|
18 |
108 |
127 |
139 |
166 |
250 |
342 |
342 |
|
19 |
107 |
125 |
137 |
164 |
248 |
340 |
340 |
|
20 |
105 |
123 |
136 |
162 |
247 |
339 |
339 |
|
21 |
103 |
122 |
134 |
161 |
245 |
337 |
337 |
|
22 |
101 |
120 |
132 |
159 |
243 |
335 |
335 |
|
23 |
100 |
118 |
130 |
157 |
241 |
334 |
334 |
|
24 |
98 |
116 |
128 |
155 |
239 |
332 |
332 |
|
25 |
96 |
114 |
127 |
153 |
237 |
330 |
330 |
|
26 |
94 |
112 |
125 |
151 |
236 |
328 |
328 |
|
27 |
92 |
111 |
123 |
150 |
234 |
326 |
326 |
|
28 |
90 |
109 |
121 |
148 |
232 |
324 |
324 |
|
29 |
89 |
107 |
119 |
146 |
230 |
323 |
323 |
|
30 |
87 |
105 |
118 |
145 |
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 |
179 |
200 |
315 |
409 |
3 501 |
|
2 |
169 |
181 |
188 |
208 |
323 |
417 |
2 635 |
|
3 |
173 |
186 |
194 |
218 |
323 |
417 |
2 007 |
|
4 |
175 |
189 |
199 |
223 |
323 |
415 |
1 559 |
|
5 |
177 |
192 |
203 |
226 |
323 |
415 |
1 239 |
|
6 |
178 |
194 |
205 |
229 |
323 |
415 |
1 006 |
|
7 |
179 |
195 |
206 |
230 |
322 |
414 |
832 |
|
8 |
178 |
195 |
206 |
231 |
321 |
413 |
699 |
|
9 |
177 |
195 |
207 |
233 |
320 |
412 |
594 |
|
10 |
177 |
195 |
207 |
234 |
319 |
411 |
511 |
|
11 |
176 |
194 |
206 |
233 |
317 |
410 |
443 |
|
12 |
174 |
192 |
204 |
231 |
315 |
408 |
408 |
|
13 |
171 |
190 |
202 |
229 |
313 |
405 |
405 |
|
14 |
168 |
187 |
199 |
226 |
310 |
402 |
402 |
|
15 |
165 |
184 |
196 |
223 |
307 |
399 |
399 |
|
16 |
163 |
181 |
193 |
220 |
304 |
397 |
397 |
|
17 |
160 |
178 |
190 |
217 |
301 |
394 |
394 |
|
18 |
157 |
175 |
188 |
214 |
298 |
391 |
391 |
|
19 |
154 |
172 |
185 |
212 |
296 |
388 |
388 |
|
20 |
151 |
170 |
182 |
209 |
293 |
385 |
385 |
|
21 |
148 |
167 |
179 |
206 |
290 |
382 |
382 |
|
22 |
145 |
164 |
176 |
203 |
287 |
379 |
379 |
|
23 |
142 |
161 |
173 |
200 |
284 |
376 |
376 |
|
24 |
139 |
158 |
170 |
197 |
281 |
373 |
373 |
|
25 |
136 |
154 |
167 |
194 |
278 |
370 |
370 |
|
26 |
133 |
152 |
164 |
191 |
275 |
367 |
367 |
|
27 |
130 |
149 |
161 |
188 |
272 |
364 |
364 |
|
28 |
127 |
146 |
158 |
185 |
269 |
361 |
361 |
|
29 |
125 |
143 |
155 |
182 |
266 |
359 |
359 |
|
30 |
122 |
140 |
153 |
179 |
264 |
356 |
356 |
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 |
64 |
179 |
290 |
3 093 |
|
2 |
26 |
38 |
45 |
65 |
180 |
332 |
2 323 |
|
3 |
26 |
39 |
47 |
71 |
176 |
348 |
1 764 |
|
4 |
26 |
40 |
50 |
74 |
174 |
350 |
1 368 |
|
5 |
27 |
42 |
53 |
76 |
173 |
342 |
1 086 |
|
6 |
28 |
44 |
55 |
79 |
173 |
330 |
882 |
|
7 |
29 |
46 |
56 |
80 |
172 |
315 |
729 |
|
8 |
28 |
46 |
57 |
82 |
171 |
299 |
612 |
|
9 |
28 |
46 |
57 |
84 |
171 |
282 |
521 |
|
10 |
28 |
46 |
58 |
85 |
170 |
266 |
449 |
|
11 |
28 |
46 |
58 |
85 |
170 |
262 |
389 |
|
12 |
27 |
46 |
58 |
85 |
169 |
261 |
341 |
|
13 |
27 |
45 |
58 |
84 |
169 |
261 |
300 |
|
14 |
27 |
45 |
57 |
84 |
168 |
261 |
266 |
|
15 |
26 |
45 |
57 |
84 |
168 |
260 |
260 |
|
16 |
26 |
45 |
57 |
84 |
168 |
260 |
260 |
|
17 |
26 |
45 |
57 |
84 |
168 |
260 |
260 |
|
18 |
27 |
45 |
57 |
84 |
168 |
261 |
261 |
|
19 |
27 |
45 |
58 |
84 |
168 |
261 |
261 |
|
20 |
27 |
45 |
58 |
85 |
169 |
261 |
261 |
|
21 |
27 |
46 |
58 |
85 |
169 |
261 |
261 |
|
22 |
27 |
45 |
58 |
84 |
169 |
261 |
261 |
|
23 |
27 |
45 |
58 |
84 |
168 |
261 |
261 |
|
24 |
27 |
45 |
60 |
84 |
168 |
261 |
261 |
|
25 |
26 |
45 |
62 |
84 |
168 |
260 |
260 |
|
26 |
26 |
45 |
65 |
84 |
168 |
260 |
260 |
|
27 |
26 |
44 |
67 |
83 |
167 |
260 |
260 |
|
28 |
25 |
44 |
70 |
83 |
167 |
259 |
259 |
|
29 |
25 |
44 |
72 |
83 |
167 |
259 |
259 |
|
30 |
25 |
43 |
75 |
82 |
166 |
259 |
259 |
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 |
23 |
35 |
42 |
63 |
177 |
296 |
3 156 |
|
2 |
25 |
38 |
44 |
65 |
180 |
339 |
2 373 |
|
3 |
27 |
40 |
48 |
71 |
177 |
355 |
1 803 |
|
4 |
29 |
42 |
52 |
77 |
176 |
357 |
1 399 |
|
5 |
31 |
45 |
56 |
80 |
177 |
350 |
1 111 |
|
6 |
32 |
48 |
59 |
83 |
177 |
337 |
901 |
|
7 |
34 |
51 |
61 |
86 |
178 |
322 |
745 |
|
8 |
35 |
52 |
63 |
88 |
178 |
305 |
626 |
|
9 |
35 |
53 |
65 |
91 |
178 |
288 |
533 |
|
10 |
36 |
54 |
67 |
93 |
178 |
272 |
458 |
|
11 |
37 |
55 |
68 |
94 |
179 |
271 |
398 |
|
12 |
37 |
56 |
68 |
95 |
179 |
271 |
348 |
|
13 |
37 |
56 |
68 |
95 |
179 |
271 |
306 |
|
14 |
37 |
56 |
68 |
95 |
179 |
271 |
271 |
|
15 |
37 |
56 |
68 |
95 |
179 |
271 |
271 |
|
16 |
37 |
56 |
68 |
95 |
179 |
271 |
271 |
|
17 |
37 |
56 |
68 |
95 |
179 |
271 |
271 |
|
18 |
37 |
56 |
68 |
95 |
179 |
271 |
271 |
|
19 |
38 |
56 |
68 |
95 |
179 |
272 |
272 |
|
20 |
38 |
56 |
69 |
95 |
180 |
272 |
272 |
|
21 |
38 |
57 |
69 |
96 |
180 |
272 |
272 |
|
22 |
38 |
56 |
69 |
96 |
180 |
272 |
272 |
|
23 |
38 |
56 |
68 |
95 |
179 |
272 |
272 |
|
24 |
37 |
56 |
68 |
95 |
179 |
271 |
271 |
|
25 |
37 |
55 |
68 |
94 |
179 |
271 |
271 |
|
26 |
36 |
55 |
67 |
94 |
178 |
270 |
270 |
|
27 |
36 |
54 |
69 |
93 |
177 |
270 |
270 |
|
28 |
35 |
54 |
71 |
93 |
177 |
269 |
269 |
|
29 |
35 |
53 |
73 |
92 |
176 |
269 |
269 |
|
30 |
34 |
52 |
76 |
92 |
176 |
268 |
268 |
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 |
136 |
142 |
163 |
278 |
371 |
3 809 |
|
2 |
122 |
134 |
140 |
161 |
276 |
396 |
2 831 |
|
3 |
121 |
134 |
142 |
165 |
270 |
412 |
2 135 |
|
4 |
120 |
134 |
144 |
168 |
268 |
412 |
1 648 |
|
5 |
121 |
136 |
147 |
170 |
267 |
403 |
1 304 |
|
6 |
121 |
137 |
148 |
172 |
266 |
388 |
1 056 |
|
7 |
122 |
139 |
149 |
173 |
265 |
370 |
872 |
|
8 |
121 |
139 |
150 |
175 |
264 |
357 |
732 |
|
9 |
121 |
139 |
150 |
176 |
263 |
356 |
622 |
|
10 |
121 |
139 |
151 |
178 |
263 |
355 |
535 |
|
11 |
120 |
139 |
151 |
178 |
262 |
355 |
465 |
|
12 |
119 |
138 |
150 |
177 |
261 |
353 |
407 |
|
13 |
118 |
137 |
149 |
176 |
260 |
352 |
358 |
|
14 |
117 |
136 |
148 |
175 |
259 |
351 |
351 |
|
15 |
115 |
134 |
146 |
173 |
257 |
349 |
349 |
|
16 |
113 |
132 |
144 |
171 |
255 |
347 |
347 |
|
17 |
111 |
130 |
142 |
169 |
253 |
345 |
345 |
|
18 |
109 |
128 |
140 |
167 |
251 |
343 |
343 |
|
19 |
107 |
126 |
138 |
165 |
249 |
341 |
341 |
|
20 |
105 |
123 |
136 |
163 |
247 |
339 |
339 |
|
21 |
103 |
121 |
133 |
160 |
244 |
337 |
337 |
|
22 |
101 |
119 |
131 |
158 |
242 |
335 |
335 |
|
23 |
98 |
117 |
129 |
156 |
240 |
332 |
332 |
|
24 |
96 |
115 |
127 |
154 |
238 |
330 |
330 |
|
25 |
94 |
112 |
125 |
151 |
236 |
328 |
328 |
|
26 |
92 |
110 |
122 |
149 |
233 |
326 |
326 |
|
27 |
90 |
108 |
120 |
147 |
231 |
324 |
324 |
|
28 |
87 |
106 |
118 |
145 |
229 |
321 |
321 |
|
29 |
85 |
104 |
116 |
143 |
227 |
319 |
319 |
|
30 |
83 |
102 |
114 |
141 |
225 |
317 |
317 |
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 |
298 |
3 179 |
|
2 |
0 |
10 |
17 |
38 |
152 |
340 |
2 381 |
|
3 |
1 |
12 |
21 |
44 |
149 |
355 |
1 805 |
|
4 |
1 |
15 |
25 |
49 |
148 |
356 |
1 398 |
|
5 |
3 |
17 |
28 |
52 |
149 |
348 |
1 109 |
|
6 |
4 |
20 |
31 |
55 |
149 |
336 |
899 |
|
7 |
6 |
23 |
33 |
57 |
149 |
320 |
743 |
|
8 |
6 |
24 |
35 |
60 |
149 |
304 |
624 |
|
9 |
7 |
25 |
36 |
62 |
149 |
287 |
530 |
|
10 |
7 |
25 |
37 |
64 |
149 |
270 |
456 |
|
11 |
7 |
25 |
38 |
65 |
149 |
253 |
396 |
|
12 |
7 |
25 |
38 |
64 |
149 |
241 |
346 |
|
13 |
7 |
25 |
37 |
64 |
148 |
241 |
304 |
|
14 |
6 |
25 |
37 |
64 |
148 |
240 |
269 |
|
15 |
6 |
25 |
39 |
64 |
148 |
240 |
240 |
|
16 |
6 |
24 |
42 |
63 |
148 |
240 |
240 |
|
17 |
6 |
25 |
44 |
64 |
148 |
240 |
240 |
|
18 |
6 |
25 |
46 |
64 |
148 |
240 |
240 |
|
19 |
7 |
25 |
49 |
64 |
148 |
240 |
240 |
|
20 |
8 |
25 |
51 |
64 |
148 |
241 |
241 |
|
21 |
8 |
26 |
53 |
65 |
149 |
241 |
241 |
|
22 |
9 |
26 |
56 |
65 |
149 |
241 |
241 |
|
23 |
9 |
26 |
58 |
65 |
149 |
242 |
242 |
|
24 |
9 |
26 |
61 |
65 |
149 |
242 |
242 |
|
25 |
10 |
26 |
63 |
65 |
150 |
242 |
242 |
|
26 |
10 |
26 |
65 |
66 |
150 |
242 |
242 |
|
27 |
10 |
27 |
67 |
68 |
150 |
242 |
242 |
|
28 |
11 |
27 |
70 |
70 |
150 |
242 |
242 |
|
29 |
11 |
27 |
72 |
72 |
150 |
242 |
242 |
|
30 |
12 |
27 |
76 |
74 |
150 |
242 |
242 |
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 |
29 |
41 |
48 |
69 |
183 |
297 |
3 168 |
|
2 |
30 |
42 |
48 |
69 |
184 |
339 |
2 376 |
|
3 |
29 |
42 |
50 |
73 |
178 |
355 |
1 802 |
|
4 |
28 |
42 |
52 |
76 |
175 |
356 |
1 396 |
|
5 |
28 |
43 |
54 |
77 |
174 |
348 |
1 107 |
|
6 |
30 |
46 |
57 |
81 |
175 |
335 |
898 |
|
7 |
29 |
46 |
56 |
80 |
172 |
320 |
742 |
|
8 |
32 |
49 |
60 |
85 |
175 |
303 |
623 |
|
9 |
32 |
49 |
61 |
87 |
174 |
286 |
530 |
|
10 |
27 |
45 |
57 |
84 |
169 |
269 |
455 |
|
11 |
23 |
42 |
54 |
81 |
165 |
257 |
395 |
|
12 |
20 |
39 |
51 |
78 |
162 |
255 |
345 |
|
13 |
18 |
37 |
49 |
76 |
160 |
252 |
304 |
|
14 |
17 |
35 |
47 |
74 |
158 |
250 |
269 |
|
15 |
15 |
34 |
46 |
73 |
157 |
249 |
249 |
|
16 |
14 |
32 |
45 |
71 |
156 |
248 |
248 |
|
17 |
13 |
32 |
44 |
71 |
155 |
247 |
247 |
|
18 |
13 |
31 |
46 |
70 |
154 |
247 |
247 |
|
19 |
12 |
31 |
49 |
70 |
154 |
246 |
246 |
|
20 |
12 |
31 |
51 |
70 |
154 |
246 |
246 |
|
21 |
12 |
31 |
53 |
70 |
154 |
246 |
246 |
|
22 |
12 |
31 |
56 |
70 |
154 |
246 |
246 |
|
23 |
12 |
31 |
58 |
70 |
154 |
246 |
246 |
|
24 |
12 |
30 |
61 |
69 |
154 |
246 |
246 |
|
25 |
12 |
30 |
62 |
69 |
153 |
246 |
246 |
|
26 |
12 |
30 |
65 |
69 |
153 |
246 |
246 |
|
27 |
12 |
30 |
67 |
69 |
153 |
245 |
245 |
|
28 |
11 |
30 |
70 |
70 |
153 |
245 |
245 |
|
29 |
11 |
30 |
72 |
72 |
153 |
245 |
245 |
|
30 |
12 |
30 |
75 |
74 |
153 |
245 |
245 |
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 |
214 |
226 |
232 |
253 |
368 |
517 |
5 850 |
|
2 |
210 |
222 |
228 |
249 |
364 |
555 |
4 174 |
|
3 |
204 |
217 |
225 |
248 |
354 |
549 |
3 008 |
|
4 |
199 |
213 |
223 |
247 |
346 |
527 |
2 230 |
|
5 |
195 |
209 |
220 |
244 |
341 |
498 |
1 707 |
|
6 |
191 |
207 |
218 |
242 |
336 |
468 |
1 347 |
|
7 |
188 |
204 |
215 |
239 |
331 |
438 |
1 091 |
|
8 |
184 |
201 |
212 |
237 |
326 |
419 |
903 |
|
9 |
180 |
197 |
209 |
235 |
322 |
414 |
760 |
|
10 |
176 |
194 |
206 |
233 |
318 |
410 |
648 |
|
11 |
172 |
190 |
203 |
229 |
314 |
406 |
558 |
|
12 |
168 |
186 |
199 |
225 |
309 |
402 |
484 |
|
13 |
164 |
182 |
195 |
221 |
305 |
398 |
422 |
|
14 |
160 |
178 |
191 |
217 |
301 |
394 |
394 |
|
15 |
156 |
175 |
187 |
214 |
298 |
390 |
390 |
|
16 |
153 |
171 |
183 |
210 |
294 |
387 |
387 |
|
17 |
149 |
168 |
180 |
207 |
291 |
383 |
383 |
|
18 |
146 |
164 |
177 |
204 |
288 |
380 |
380 |
|
19 |
143 |
161 |
174 |
200 |
285 |
377 |
377 |
|
20 |
140 |
158 |
171 |
197 |
282 |
374 |
374 |
|
21 |
137 |
155 |
168 |
194 |
279 |
371 |
371 |
|
22 |
134 |
152 |
165 |
191 |
276 |
368 |
368 |
|
23 |
131 |
149 |
162 |
188 |
273 |
365 |
365 |
|
24 |
128 |
147 |
159 |
186 |
270 |
362 |
362 |
|
25 |
125 |
144 |
156 |
183 |
267 |
359 |
359 |
|
26 |
122 |
141 |
153 |
180 |
264 |
356 |
356 |
|
27 |
120 |
138 |
150 |
177 |
261 |
354 |
354 |
|
28 |
117 |
136 |
148 |
175 |
259 |
351 |
351 |
|
29 |
115 |
133 |
145 |
172 |
256 |
349 |
349 |
|
30 |
112 |
131 |
143 |
170 |
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 |
166 |
305 |
3 260 |
|
2 |
0 |
14 |
25 |
50 |
166 |
346 |
2 435 |
|
3 |
1 |
17 |
28 |
55 |
163 |
362 |
1 843 |
|
4 |
1 |
20 |
31 |
60 |
162 |
362 |
1 425 |
|
5 |
3 |
23 |
36 |
66 |
163 |
354 |
1 129 |
|
6 |
6 |
27 |
39 |
68 |
163 |
341 |
914 |
|
7 |
8 |
31 |
42 |
70 |
164 |
325 |
755 |
|
8 |
11 |
34 |
46 |
74 |
164 |
308 |
634 |
|
9 |
13 |
37 |
50 |
76 |
164 |
290 |
539 |
|
10 |
14 |
39 |
51 |
77 |
164 |
273 |
463 |
|
11 |
15 |
41 |
53 |
78 |
164 |
257 |
402 |
|
12 |
16 |
42 |
54 |
79 |
164 |
256 |
351 |
|
13 |
17 |
44 |
55 |
80 |
164 |
256 |
309 |
|
14 |
17 |
44 |
55 |
80 |
163 |
256 |
273 |
|
15 |
17 |
44 |
56 |
81 |
163 |
256 |
256 |
|
16 |
17 |
45 |
56 |
81 |
163 |
256 |
256 |
|
17 |
17 |
45 |
56 |
81 |
163 |
256 |
256 |
|
18 |
17 |
45 |
56 |
81 |
163 |
256 |
256 |
|
19 |
17 |
45 |
56 |
81 |
163 |
256 |
256 |
|
20 |
17 |
45 |
56 |
81 |
164 |
256 |
256 |
|
21 |
17 |
45 |
56 |
81 |
164 |
256 |
256 |
|
22 |
17 |
45 |
56 |
81 |
164 |
256 |
256 |
|
23 |
17 |
45 |
59 |
81 |
164 |
256 |
256 |
|
24 |
17 |
45 |
61 |
81 |
163 |
256 |
256 |
|
25 |
17 |
45 |
64 |
81 |
163 |
255 |
255 |
|
26 |
17 |
45 |
66 |
81 |
163 |
255 |
255 |
|
27 |
17 |
45 |
69 |
81 |
163 |
255 |
255 |
|
28 |
17 |
45 |
71 |
81 |
162 |
255 |
255 |
|
29 |
17 |
45 |
73 |
81 |
162 |
254 |
254 |
|
30 |
17 |
45 |
76 |
81 |
161 |
254 |
254 |
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 |
127 |
284 |
3 014 |
|
2 |
0 |
1 |
6 |
12 |
126 |
325 |
2 265 |
|
3 |
1 |
1 |
8 |
15 |
120 |
341 |
1 721 |
|
4 |
1 |
3 |
11 |
18 |
117 |
342 |
1 335 |
|
5 |
1 |
4 |
13 |
20 |
116 |
335 |
1 060 |
|
6 |
2 |
4 |
16 |
23 |
116 |
323 |
860 |
|
7 |
2 |
5 |
19 |
26 |
116 |
308 |
712 |
|
8 |
2 |
7 |
21 |
28 |
116 |
292 |
598 |
|
9 |
4 |
7 |
24 |
30 |
116 |
276 |
509 |
|
10 |
4 |
9 |
26 |
32 |
116 |
260 |
438 |
|
11 |
4 |
9 |
28 |
35 |
116 |
245 |
381 |
|
12 |
4 |
10 |
31 |
37 |
116 |
230 |
333 |
|
13 |
4 |
11 |
34 |
39 |
116 |
215 |
293 |
|
14 |
5 |
12 |
35 |
41 |
117 |
209 |
260 |
|
15 |
6 |
13 |
38 |
43 |
117 |
209 |
231 |
|
16 |
6 |
13 |
41 |
45 |
117 |
209 |
209 |
|
17 |
6 |
15 |
42 |
48 |
118 |
210 |
210 |
|
18 |
6 |
15 |
45 |
49 |
118 |
210 |
210 |
|
19 |
7 |
17 |
48 |
52 |
119 |
211 |
211 |
|
20 |
7 |
17 |
49 |
53 |
120 |
211 |
211 |
|
21 |
7 |
18 |
52 |
56 |
123 |
212 |
212 |
|
22 |
9 |
19 |
54 |
57 |
124 |
212 |
212 |
|
23 |
9 |
20 |
57 |
59 |
127 |
212 |
212 |
|
24 |
9 |
20 |
59 |
61 |
128 |
213 |
213 |
|
25 |
10 |
22 |
61 |
62 |
129 |
213 |
213 |
|
26 |
10 |
22 |
64 |
64 |
131 |
213 |
213 |
|
27 |
10 |
24 |
66 |
66 |
132 |
212 |
212 |
|
28 |
11 |
24 |
68 |
68 |
133 |
212 |
212 |
|
29 |
11 |
25 |
71 |
70 |
134 |
212 |
212 |
|
30 |
11 |
26 |
73 |
72 |
135 |
212 |
212 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
17 |
|
Euro |
Belgium |
17 |
|
Euro |
Croatia |
17 |
|
Euro |
Cyprus |
17 |
|
Euro |
Estonia |
17 |
|
Euro |
Finland |
17 |
|
Euro |
France |
17 |
|
Euro |
Germany |
17 |
|
Euro |
Greece |
17 |
|
Euro |
Ireland |
17 |
|
Euro |
Italy |
17 |
|
Euro |
Latvia |
17 |
|
Euro |
Lithuania |
17 |
|
Euro |
Luxembourg |
17 |
|
Euro |
Malta |
17 |
|
Euro |
Netherlands |
17 |
|
Euro |
Portugal |
17 |
|
Euro |
Slovakia |
17 |
|
Euro |
Slovenia |
17 |
|
Euro |
Spain |
17 |
|
Czech koruna |
Czech Republic |
10 |
|
Danish krone |
Denmark |
20 |
|
Forint |
Hungary |
7 |
|
Krona |
Sweden |
0 |
|
Lev |
Bulgaria |
15 |
|
Pound sterling |
United Kingdom |
12 |
|
Romanian leu |
Romania |
1 |
|
Zloty |
Poland |
9 |
|
Króna |
Iceland |
43 |
|
Norwegian krone |
Norway |
28 |
|
Swiss franc |
Liechtenstein |
– 3 |
|
Swiss franc |
Switzerland |
– 3 |
|
Australian dollar |
Australia |
9 |
|
Canadian dollar |
Canada |
26 |
|
Renminbi-yuan |
China |
1 |
|
Hong Kong dollar |
Hong Kong |
3 |
|
US dollar |
United States |
35 |
|
Yen |
Japan |
– 2 |
ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj
ISSN 1977-0677 (electronic edition)