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Document 32016R1376
Commission Implementing Regulation (EU) 2016/1376 of 8 August 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 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)
Commission Implementing Regulation (EU) 2016/1376 of 8 August 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 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)
Commission Implementing Regulation (EU) 2016/1376 of 8 August 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 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)
C/2016/5060
OJ L 224, 18.8.2016, p. 1–115
(BG, ES, CS, DA, DE, ET, EL, EN, FR, HR, IT, LV, LT, HU, MT, NL, PL, PT, RO, SK, SL, FI, SV)
In force
|
18.8.2016 |
EN |
Official Journal of the European Union |
L 224/1 |
COMMISSION IMPLEMENTING REGULATION (EU) 2016/1376
of 8 August 2016
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 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 7 July 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2016 market data. That information was published on 7 July 2016 in accordance with Article 77e(1) of Directive 2009/138/EC. |
|
(3) |
Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. |
|
(4) |
For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. |
|
(5) |
To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure, that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), |
HAS ADOPTED THIS REGULATION:
Article 1
1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016.
2. For each relevant currency, the technical information 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 rate term structures set out in Annex I; |
|
(b) |
the fundamental spreads for the calculation of the matching adjustment set out in Annex II; |
|
(c) |
for each relevant national insurance market the volatility adjustments set out in Annex III. |
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 30 June 2016.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 8 August 2016.
For the Commission
The President
Jean-Claude JUNCKER
(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 |
Kuna |
|
1 |
– 0,292 % |
0,108 % |
– 0,303 % |
0,934 % |
– 0,628 % |
1,394 % |
|
2 |
– 0,304 % |
0,135 % |
– 0,314 % |
1,269 % |
– 0,547 % |
1,813 % |
|
3 |
– 0,295 % |
0,140 % |
– 0,305 % |
1,608 % |
– 0,416 % |
2,146 % |
|
4 |
– 0,251 % |
0,164 % |
– 0,261 % |
1,866 % |
– 0,268 % |
2,446 % |
|
5 |
– 0,183 % |
0,190 % |
– 0,193 % |
2,085 % |
– 0,111 % |
2,750 % |
|
6 |
– 0,091 % |
0,218 % |
– 0,101 % |
2,252 % |
0,069 % |
3,039 % |
|
7 |
0,010 % |
0,252 % |
– 0,001 % |
2,395 % |
0,243 % |
3,304 % |
|
8 |
0,116 % |
0,294 % |
0,106 % |
2,541 % |
0,402 % |
3,537 % |
|
9 |
0,219 % |
0,338 % |
0,209 % |
2,689 % |
0,542 % |
3,736 % |
|
10 |
0,324 % |
0,384 % |
0,314 % |
2,840 % |
0,656 % |
3,898 % |
|
11 |
0,412 % |
0,433 % |
0,402 % |
2,978 % |
0,824 % |
4,025 % |
|
12 |
0,489 % |
0,485 % |
0,479 % |
3,099 % |
1,022 % |
4,123 % |
|
13 |
0,560 % |
0,544 % |
0,549 % |
3,207 % |
1,220 % |
4,200 % |
|
14 |
0,619 % |
0,612 % |
0,609 % |
3,301 % |
1,407 % |
4,260 % |
|
15 |
0,661 % |
0,688 % |
0,651 % |
3,383 % |
1,578 % |
4,307 % |
|
16 |
0,685 % |
0,774 % |
0,675 % |
3,454 % |
1,733 % |
4,345 % |
|
17 |
0,702 % |
0,865 % |
0,692 % |
3,515 % |
1,872 % |
4,374 % |
|
18 |
0,720 % |
0,958 % |
0,710 % |
3,568 % |
1,998 % |
4,397 % |
|
19 |
0,746 % |
1,053 % |
0,735 % |
3,614 % |
2,112 % |
4,415 % |
|
20 |
0,783 % |
1,146 % |
0,773 % |
3,655 % |
2,214 % |
4,429 % |
|
21 |
0,834 % |
1,237 % |
0,824 % |
3,691 % |
2,308 % |
4,439 % |
|
22 |
0,896 % |
1,327 % |
0,886 % |
3,723 % |
2,393 % |
4,447 % |
|
23 |
0,964 % |
1,413 % |
0,954 % |
3,752 % |
2,471 % |
4,452 % |
|
24 |
1,036 % |
1,497 % |
1,026 % |
3,778 % |
2,542 % |
4,456 % |
|
25 |
1,110 % |
1,577 % |
1,101 % |
3,801 % |
2,608 % |
4,458 % |
|
26 |
1,186 % |
1,654 % |
1,177 % |
3,822 % |
2,669 % |
4,459 % |
|
27 |
1,261 % |
1,728 % |
1,252 % |
3,841 % |
2,725 % |
4,459 % |
|
28 |
1,335 % |
1,799 % |
1,327 % |
3,859 % |
2,777 % |
4,458 % |
|
29 |
1,408 % |
1,866 % |
1,400 % |
3,875 % |
2,826 % |
4,457 % |
|
30 |
1,479 % |
1,931 % |
1,471 % |
3,889 % |
2,871 % |
4,454 % |
|
31 |
1,548 % |
1,993 % |
1,541 % |
3,902 % |
2,914 % |
4,452 % |
|
32 |
1,616 % |
2,053 % |
1,608 % |
3,915 % |
2,954 % |
4,449 % |
|
33 |
1,681 % |
2,109 % |
1,673 % |
3,926 % |
2,991 % |
4,446 % |
|
34 |
1,743 % |
2,163 % |
1,736 % |
3,936 % |
3,027 % |
4,443 % |
|
35 |
1,804 % |
2,215 % |
1,797 % |
3,946 % |
3,060 % |
4,439 % |
|
36 |
1,862 % |
2,265 % |
1,855 % |
3,955 % |
3,092 % |
4,435 % |
|
37 |
1,918 % |
2,313 % |
1,911 % |
3,963 % |
3,121 % |
4,432 % |
|
38 |
1,972 % |
2,358 % |
1,965 % |
3,971 % |
3,150 % |
4,428 % |
|
39 |
2,024 % |
2,402 % |
2,017 % |
3,978 % |
3,176 % |
4,424 % |
|
40 |
2,074 % |
2,443 % |
2,067 % |
3,985 % |
3,202 % |
4,421 % |
|
41 |
2,122 % |
2,483 % |
2,116 % |
3,991 % |
3,226 % |
4,417 % |
|
42 |
2,168 % |
2,522 % |
2,162 % |
3,997 % |
3,249 % |
4,413 % |
|
43 |
2,212 % |
2,559 % |
2,206 % |
4,003 % |
3,271 % |
4,409 % |
|
44 |
2,255 % |
2,594 % |
2,249 % |
4,008 % |
3,292 % |
4,406 % |
|
45 |
2,296 % |
2,628 % |
2,290 % |
4,013 % |
3,312 % |
4,402 % |
|
46 |
2,335 % |
2,661 % |
2,330 % |
4,018 % |
3,332 % |
4,399 % |
|
47 |
2,373 % |
2,692 % |
2,368 % |
4,023 % |
3,350 % |
4,395 % |
|
48 |
2,410 % |
2,723 % |
2,405 % |
4,027 % |
3,368 % |
4,392 % |
|
49 |
2,445 % |
2,752 % |
2,440 % |
4,031 % |
3,385 % |
4,389 % |
|
50 |
2,479 % |
2,780 % |
2,474 % |
4,035 % |
3,401 % |
4,386 % |
|
51 |
2,512 % |
2,807 % |
2,507 % |
4,039 % |
3,416 % |
4,382 % |
|
52 |
2,543 % |
2,833 % |
2,539 % |
4,042 % |
3,431 % |
4,379 % |
|
53 |
2,574 % |
2,858 % |
2,569 % |
4,045 % |
3,446 % |
4,376 % |
|
54 |
2,603 % |
2,882 % |
2,599 % |
4,049 % |
3,460 % |
4,373 % |
|
55 |
2,632 % |
2,906 % |
2,627 % |
4,052 % |
3,473 % |
4,371 % |
|
56 |
2,659 % |
2,929 % |
2,655 % |
4,054 % |
3,486 % |
4,368 % |
|
57 |
2,686 % |
2,950 % |
2,681 % |
4,057 % |
3,499 % |
4,365 % |
|
58 |
2,711 % |
2,972 % |
2,707 % |
4,060 % |
3,511 % |
4,363 % |
|
59 |
2,736 % |
2,992 % |
2,732 % |
4,063 % |
3,522 % |
4,360 % |
|
60 |
2,760 % |
3,012 % |
2,756 % |
4,065 % |
3,534 % |
4,358 % |
|
61 |
2,784 % |
3,031 % |
2,779 % |
4,067 % |
3,544 % |
4,355 % |
|
62 |
2,806 % |
3,050 % |
2,802 % |
4,070 % |
3,555 % |
4,353 % |
|
63 |
2,828 % |
3,068 % |
2,824 % |
4,072 % |
3,565 % |
4,350 % |
|
64 |
2,849 % |
3,085 % |
2,845 % |
4,074 % |
3,575 % |
4,348 % |
|
65 |
2,870 % |
3,102 % |
2,866 % |
4,076 % |
3,585 % |
4,346 % |
|
66 |
2,890 % |
3,119 % |
2,886 % |
4,078 % |
3,594 % |
4,344 % |
|
67 |
2,909 % |
3,135 % |
2,905 % |
4,080 % |
3,603 % |
4,342 % |
|
68 |
2,928 % |
3,150 % |
2,924 % |
4,082 % |
3,612 % |
4,340 % |
|
69 |
2,946 % |
3,165 % |
2,942 % |
4,084 % |
3,620 % |
4,338 % |
|
70 |
2,964 % |
3,180 % |
2,960 % |
4,085 % |
3,629 % |
4,336 % |
|
71 |
2,981 % |
3,194 % |
2,978 % |
4,087 % |
3,637 % |
4,334 % |
|
72 |
2,998 % |
3,208 % |
2,994 % |
4,089 % |
3,644 % |
4,332 % |
|
73 |
3,014 % |
3,222 % |
3,011 % |
4,090 % |
3,652 % |
4,331 % |
|
74 |
3,030 % |
3,235 % |
3,027 % |
4,092 % |
3,659 % |
4,329 % |
|
75 |
3,046 % |
3,248 % |
3,042 % |
4,093 % |
3,667 % |
4,327 % |
|
76 |
3,061 % |
3,260 % |
3,057 % |
4,095 % |
3,674 % |
4,325 % |
|
77 |
3,076 % |
3,272 % |
3,072 % |
4,096 % |
3,680 % |
4,324 % |
|
78 |
3,090 % |
3,284 % |
3,087 % |
4,097 % |
3,687 % |
4,322 % |
|
79 |
3,104 % |
3,295 % |
3,101 % |
4,099 % |
3,693 % |
4,321 % |
|
80 |
3,117 % |
3,307 % |
3,114 % |
4,100 % |
3,700 % |
4,319 % |
|
81 |
3,131 % |
3,318 % |
3,128 % |
4,101 % |
3,706 % |
4,318 % |
|
82 |
3,144 % |
3,328 % |
3,141 % |
4,103 % |
3,712 % |
4,316 % |
|
83 |
3,156 % |
3,339 % |
3,153 % |
4,104 % |
3,718 % |
4,315 % |
|
84 |
3,169 % |
3,349 % |
3,166 % |
4,105 % |
3,724 % |
4,314 % |
|
85 |
3,181 % |
3,359 % |
3,178 % |
4,106 % |
3,729 % |
4,312 % |
|
86 |
3,193 % |
3,369 % |
3,190 % |
4,107 % |
3,735 % |
4,311 % |
|
87 |
3,204 % |
3,378 % |
3,201 % |
4,108 % |
3,740 % |
4,310 % |
|
88 |
3,215 % |
3,388 % |
3,212 % |
4,109 % |
3,745 % |
4,309 % |
|
89 |
3,226 % |
3,397 % |
3,224 % |
4,110 % |
3,750 % |
4,307 % |
|
90 |
3,237 % |
3,406 % |
3,234 % |
4,111 % |
3,755 % |
4,306 % |
|
91 |
3,248 % |
3,414 % |
3,245 % |
4,112 % |
3,760 % |
4,305 % |
|
92 |
3,258 % |
3,423 % |
3,255 % |
4,113 % |
3,765 % |
4,304 % |
|
93 |
3,268 % |
3,431 % |
3,265 % |
4,114 % |
3,770 % |
4,303 % |
|
94 |
3,278 % |
3,439 % |
3,275 % |
4,115 % |
3,774 % |
4,302 % |
|
95 |
3,288 % |
3,447 % |
3,285 % |
4,116 % |
3,779 % |
4,301 % |
|
96 |
3,297 % |
3,455 % |
3,294 % |
4,117 % |
3,783 % |
4,300 % |
|
97 |
3,306 % |
3,463 % |
3,304 % |
4,118 % |
3,787 % |
4,298 % |
|
98 |
3,315 % |
3,470 % |
3,313 % |
4,119 % |
3,791 % |
4,297 % |
|
99 |
3,324 % |
3,477 % |
3,322 % |
4,119 % |
3,796 % |
4,297 % |
|
100 |
3,333 % |
3,485 % |
3,330 % |
4,120 % |
3,800 % |
4,296 % |
|
101 |
3,342 % |
3,492 % |
3,339 % |
4,121 % |
3,804 % |
4,295 % |
|
102 |
3,350 % |
3,499 % |
3,347 % |
4,122 % |
3,807 % |
4,294 % |
|
103 |
3,358 % |
3,505 % |
3,356 % |
4,123 % |
3,811 % |
4,293 % |
|
104 |
3,366 % |
3,512 % |
3,364 % |
4,123 % |
3,815 % |
4,292 % |
|
105 |
3,374 % |
3,519 % |
3,372 % |
4,124 % |
3,819 % |
4,291 % |
|
106 |
3,382 % |
3,525 % |
3,379 % |
4,125 % |
3,822 % |
4,290 % |
|
107 |
3,389 % |
3,531 % |
3,387 % |
4,125 % |
3,826 % |
4,289 % |
|
108 |
3,397 % |
3,537 % |
3,395 % |
4,126 % |
3,829 % |
4,288 % |
|
109 |
3,404 % |
3,544 % |
3,402 % |
4,127 % |
3,833 % |
4,288 % |
|
110 |
3,412 % |
3,549 % |
3,409 % |
4,128 % |
3,836 % |
4,287 % |
|
111 |
3,419 % |
3,555 % |
3,416 % |
4,128 % |
3,839 % |
4,286 % |
|
112 |
3,426 % |
3,561 % |
3,423 % |
4,129 % |
3,842 % |
4,285 % |
|
113 |
3,432 % |
3,567 % |
3,430 % |
4,129 % |
3,846 % |
4,285 % |
|
114 |
3,439 % |
3,572 % |
3,437 % |
4,130 % |
3,849 % |
4,284 % |
|
115 |
3,446 % |
3,578 % |
3,443 % |
4,131 % |
3,852 % |
4,283 % |
|
116 |
3,452 % |
3,583 % |
3,450 % |
4,131 % |
3,855 % |
4,282 % |
|
117 |
3,459 % |
3,588 % |
3,456 % |
4,132 % |
3,858 % |
4,282 % |
|
118 |
3,465 % |
3,593 % |
3,463 % |
4,132 % |
3,861 % |
4,281 % |
|
119 |
3,471 % |
3,599 % |
3,469 % |
4,133 % |
3,863 % |
4,280 % |
|
120 |
3,477 % |
3,604 % |
3,475 % |
4,134 % |
3,866 % |
4,280 % |
|
121 |
3,483 % |
3,608 % |
3,481 % |
4,134 % |
3,869 % |
4,279 % |
|
122 |
3,489 % |
3,613 % |
3,487 % |
4,135 % |
3,872 % |
4,278 % |
|
123 |
3,495 % |
3,618 % |
3,492 % |
4,135 % |
3,874 % |
4,278 % |
|
124 |
3,500 % |
3,623 % |
3,498 % |
4,136 % |
3,877 % |
4,277 % |
|
125 |
3,506 % |
3,627 % |
3,504 % |
4,136 % |
3,880 % |
4,276 % |
|
126 |
3,511 % |
3,632 % |
3,509 % |
4,137 % |
3,882 % |
4,276 % |
|
127 |
3,517 % |
3,636 % |
3,515 % |
4,137 % |
3,885 % |
4,275 % |
|
128 |
3,522 % |
3,641 % |
3,520 % |
4,138 % |
3,887 % |
4,275 % |
|
129 |
3,527 % |
3,645 % |
3,525 % |
4,138 % |
3,889 % |
4,274 % |
|
130 |
3,532 % |
3,649 % |
3,530 % |
4,139 % |
3,892 % |
4,274 % |
|
131 |
3,538 % |
3,653 % |
3,536 % |
4,139 % |
3,894 % |
4,273 % |
|
132 |
3,543 % |
3,658 % |
3,541 % |
4,140 % |
3,897 % |
4,272 % |
|
133 |
3,547 % |
3,662 % |
3,546 % |
4,140 % |
3,899 % |
4,272 % |
|
134 |
3,552 % |
3,666 % |
3,550 % |
4,141 % |
3,901 % |
4,271 % |
|
135 |
3,557 % |
3,670 % |
3,555 % |
4,141 % |
3,903 % |
4,271 % |
|
136 |
3,562 % |
3,674 % |
3,560 % |
4,141 % |
3,905 % |
4,270 % |
|
137 |
3,566 % |
3,677 % |
3,565 % |
4,142 % |
3,908 % |
4,270 % |
|
138 |
3,571 % |
3,681 % |
3,569 % |
4,142 % |
3,910 % |
4,269 % |
|
139 |
3,576 % |
3,685 % |
3,574 % |
4,143 % |
3,912 % |
4,269 % |
|
140 |
3,580 % |
3,689 % |
3,578 % |
4,143 % |
3,914 % |
4,268 % |
|
141 |
3,584 % |
3,692 % |
3,583 % |
4,143 % |
3,916 % |
4,268 % |
|
142 |
3,589 % |
3,696 % |
3,587 % |
4,144 % |
3,918 % |
4,267 % |
|
143 |
3,593 % |
3,699 % |
3,591 % |
4,144 % |
3,920 % |
4,267 % |
|
144 |
3,597 % |
3,703 % |
3,595 % |
4,145 % |
3,922 % |
4,266 % |
|
145 |
3,601 % |
3,706 % |
3,600 % |
4,145 % |
3,924 % |
4,266 % |
|
146 |
3,605 % |
3,710 % |
3,604 % |
4,145 % |
3,926 % |
4,265 % |
|
147 |
3,609 % |
3,713 % |
3,608 % |
4,146 % |
3,927 % |
4,265 % |
|
148 |
3,613 % |
3,716 % |
3,612 % |
4,146 % |
3,929 % |
4,265 % |
|
149 |
3,617 % |
3,719 % |
3,616 % |
4,147 % |
3,931 % |
4,264 % |
|
150 |
3,621 % |
3,723 % |
3,619 % |
4,147 % |
3,933 % |
4,264 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,342 % |
0,424 % |
0,773 % |
1,569 % |
6,066 % |
0,715 % |
|
2 |
– 0,354 % |
0,361 % |
1,282 % |
1,551 % |
6,130 % |
0,785 % |
|
3 |
– 0,345 % |
0,359 % |
1,810 % |
1,695 % |
6,205 % |
0,775 % |
|
4 |
– 0,301 % |
0,394 % |
2,241 % |
1,881 % |
6,220 % |
0,795 % |
|
5 |
– 0,233 % |
0,469 % |
2,560 % |
2,116 % |
6,190 % |
0,845 % |
|
6 |
– 0,141 % |
0,542 % |
2,822 % |
2,258 % |
6,235 % |
0,928 % |
|
7 |
– 0,041 % |
0,621 % |
3,044 % |
2,443 % |
6,278 % |
1,015 % |
|
8 |
0,065 % |
0,704 % |
3,235 % |
2,623 % |
6,240 % |
1,098 % |
|
9 |
0,168 % |
0,782 % |
3,419 % |
2,797 % |
6,097 % |
1,182 % |
|
10 |
0,273 % |
0,852 % |
3,599 % |
2,878 % |
5,920 % |
1,255 % |
|
11 |
0,361 % |
0,891 % |
3,746 % |
2,933 % |
5,766 % |
1,335 % |
|
12 |
0,438 % |
0,961 % |
3,862 % |
2,984 % |
5,637 % |
1,421 % |
|
13 |
0,508 % |
0,981 % |
3,955 % |
3,032 % |
5,528 % |
1,510 % |
|
14 |
0,568 % |
1,014 % |
4,029 % |
3,076 % |
5,435 % |
1,598 % |
|
15 |
0,610 % |
1,062 % |
4,088 % |
3,118 % |
5,354 % |
1,685 % |
|
16 |
0,634 % |
1,056 % |
4,137 % |
3,157 % |
5,284 % |
1,770 % |
|
17 |
0,650 % |
1,070 % |
4,176 % |
3,193 % |
5,221 % |
1,853 % |
|
18 |
0,668 % |
1,080 % |
4,208 % |
3,228 % |
5,165 % |
1,932 % |
|
19 |
0,694 % |
1,076 % |
4,235 % |
3,260 % |
5,116 % |
2,007 % |
|
20 |
0,732 % |
1,116 % |
4,256 % |
3,291 % |
5,071 % |
2,080 % |
|
21 |
0,783 % |
1,140 % |
4,274 % |
3,320 % |
5,030 % |
2,149 % |
|
22 |
0,846 % |
1,139 % |
4,288 % |
3,348 % |
4,993 % |
2,215 % |
|
23 |
0,915 % |
1,126 % |
4,300 % |
3,374 % |
4,960 % |
2,278 % |
|
24 |
0,988 % |
1,110 % |
4,309 % |
3,399 % |
4,929 % |
2,338 % |
|
25 |
1,064 % |
1,098 % |
4,316 % |
3,423 % |
4,900 % |
2,395 % |
|
26 |
1,140 % |
1,092 % |
4,322 % |
3,445 % |
4,874 % |
2,449 % |
|
27 |
1,217 % |
1,090 % |
4,327 % |
3,466 % |
4,849 % |
2,501 % |
|
28 |
1,292 % |
1,088 % |
4,330 % |
3,487 % |
4,827 % |
2,551 % |
|
29 |
1,366 % |
1,083 % |
4,333 % |
3,506 % |
4,805 % |
2,598 % |
|
30 |
1,439 % |
1,073 % |
4,334 % |
3,525 % |
4,786 % |
2,642 % |
|
31 |
1,509 % |
1,058 % |
4,336 % |
3,542 % |
4,767 % |
2,685 % |
|
32 |
1,577 % |
1,041 % |
4,336 % |
3,559 % |
4,750 % |
2,726 % |
|
33 |
1,643 % |
1,024 % |
4,336 % |
3,576 % |
4,733 % |
2,765 % |
|
34 |
1,707 % |
1,009 % |
4,336 % |
3,591 % |
4,718 % |
2,802 % |
|
35 |
1,768 % |
0,998 % |
4,335 % |
3,606 % |
4,703 % |
2,837 % |
|
36 |
1,827 % |
0,991 % |
4,335 % |
3,620 % |
4,690 % |
2,871 % |
|
37 |
1,884 % |
0,988 % |
4,334 % |
3,634 % |
4,677 % |
2,904 % |
|
38 |
1,939 % |
0,987 % |
4,332 % |
3,647 % |
4,664 % |
2,935 % |
|
39 |
1,992 % |
0,988 % |
4,331 % |
3,659 % |
4,653 % |
2,965 % |
|
40 |
2,042 % |
0,989 % |
4,330 % |
3,671 % |
4,642 % |
2,993 % |
|
41 |
2,091 % |
0,989 % |
4,328 % |
3,683 % |
4,631 % |
3,021 % |
|
42 |
2,138 % |
0,989 % |
4,326 % |
3,694 % |
4,621 % |
3,047 % |
|
43 |
2,183 % |
0,986 % |
4,325 % |
3,705 % |
4,611 % |
3,072 % |
|
44 |
2,226 % |
0,981 % |
4,323 % |
3,715 % |
4,602 % |
3,096 % |
|
45 |
2,268 % |
0,971 % |
4,321 % |
3,725 % |
4,593 % |
3,120 % |
|
46 |
2,308 % |
0,958 % |
4,319 % |
3,734 % |
4,585 % |
3,142 % |
|
47 |
2,346 % |
0,945 % |
4,318 % |
3,744 % |
4,577 % |
3,163 % |
|
48 |
2,384 % |
0,934 % |
4,316 % |
3,752 % |
4,569 % |
3,184 % |
|
49 |
2,419 % |
0,930 % |
4,314 % |
3,761 % |
4,562 % |
3,204 % |
|
50 |
2,454 % |
0,932 % |
4,313 % |
3,769 % |
4,554 % |
3,223 % |
|
51 |
2,487 % |
0,944 % |
4,311 % |
3,777 % |
4,548 % |
3,242 % |
|
52 |
2,519 % |
0,962 % |
4,309 % |
3,785 % |
4,541 % |
3,260 % |
|
53 |
2,550 % |
0,986 % |
4,307 % |
3,792 % |
4,535 % |
3,277 % |
|
54 |
2,580 % |
1,014 % |
4,306 % |
3,800 % |
4,528 % |
3,294 % |
|
55 |
2,609 % |
1,045 % |
4,304 % |
3,807 % |
4,523 % |
3,310 % |
|
56 |
2,637 % |
1,079 % |
4,303 % |
3,813 % |
4,517 % |
3,325 % |
|
57 |
2,664 % |
1,115 % |
4,301 % |
3,820 % |
4,511 % |
3,340 % |
|
58 |
2,690 % |
1,151 % |
4,300 % |
3,826 % |
4,506 % |
3,355 % |
|
59 |
2,715 % |
1,189 % |
4,298 % |
3,832 % |
4,501 % |
3,369 % |
|
60 |
2,739 % |
1,227 % |
4,297 % |
3,838 % |
4,496 % |
3,382 % |
|
61 |
2,763 % |
1,265 % |
4,295 % |
3,844 % |
4,491 % |
3,396 % |
|
62 |
2,786 % |
1,304 % |
4,294 % |
3,850 % |
4,486 % |
3,408 % |
|
63 |
2,808 % |
1,342 % |
4,293 % |
3,855 % |
4,482 % |
3,421 % |
|
64 |
2,829 % |
1,380 % |
4,291 % |
3,860 % |
4,478 % |
3,433 % |
|
65 |
2,850 % |
1,417 % |
4,290 % |
3,865 % |
4,473 % |
3,444 % |
|
66 |
2,871 % |
1,455 % |
4,289 % |
3,870 % |
4,469 % |
3,456 % |
|
67 |
2,890 % |
1,491 % |
4,287 % |
3,875 % |
4,465 % |
3,467 % |
|
68 |
2,909 % |
1,527 % |
4,286 % |
3,880 % |
4,461 % |
3,477 % |
|
69 |
2,928 % |
1,563 % |
4,285 % |
3,884 % |
4,458 % |
3,488 % |
|
70 |
2,946 % |
1,598 % |
4,284 % |
3,889 % |
4,454 % |
3,498 % |
|
71 |
2,963 % |
1,632 % |
4,283 % |
3,893 % |
4,450 % |
3,508 % |
|
72 |
2,980 % |
1,665 % |
4,282 % |
3,897 % |
4,447 % |
3,517 % |
|
73 |
2,997 % |
1,698 % |
4,281 % |
3,901 % |
4,444 % |
3,527 % |
|
74 |
3,013 % |
1,730 % |
4,279 % |
3,905 % |
4,440 % |
3,536 % |
|
75 |
3,029 % |
1,761 % |
4,278 % |
3,909 % |
4,437 % |
3,544 % |
|
76 |
3,044 % |
1,792 % |
4,277 % |
3,913 % |
4,434 % |
3,553 % |
|
77 |
3,059 % |
1,822 % |
4,276 % |
3,917 % |
4,431 % |
3,561 % |
|
78 |
3,074 % |
1,852 % |
4,276 % |
3,920 % |
4,428 % |
3,569 % |
|
79 |
3,088 % |
1,880 % |
4,275 % |
3,924 % |
4,425 % |
3,577 % |
|
80 |
3,102 % |
1,909 % |
4,274 % |
3,927 % |
4,422 % |
3,585 % |
|
81 |
3,115 % |
1,936 % |
4,273 % |
3,931 % |
4,420 % |
3,593 % |
|
82 |
3,128 % |
1,963 % |
4,272 % |
3,934 % |
4,417 % |
3,600 % |
|
83 |
3,141 % |
1,989 % |
4,271 % |
3,937 % |
4,414 % |
3,607 % |
|
84 |
3,154 % |
2,015 % |
4,270 % |
3,940 % |
4,412 % |
3,614 % |
|
85 |
3,166 % |
2,040 % |
4,269 % |
3,943 % |
4,409 % |
3,621 % |
|
86 |
3,178 % |
2,065 % |
4,269 % |
3,946 % |
4,407 % |
3,628 % |
|
87 |
3,190 % |
2,089 % |
4,268 % |
3,949 % |
4,404 % |
3,634 % |
|
88 |
3,201 % |
2,113 % |
4,267 % |
3,952 % |
4,402 % |
3,641 % |
|
89 |
3,212 % |
2,136 % |
4,266 % |
3,955 % |
4,400 % |
3,647 % |
|
90 |
3,223 % |
2,158 % |
4,266 % |
3,957 % |
4,398 % |
3,653 % |
|
91 |
3,234 % |
2,180 % |
4,265 % |
3,960 % |
4,396 % |
3,659 % |
|
92 |
3,244 % |
2,202 % |
4,264 % |
3,963 % |
4,393 % |
3,665 % |
|
93 |
3,254 % |
2,223 % |
4,263 % |
3,965 % |
4,391 % |
3,671 % |
|
94 |
3,264 % |
2,244 % |
4,263 % |
3,968 % |
4,389 % |
3,676 % |
|
95 |
3,274 % |
2,264 % |
4,262 % |
3,970 % |
4,387 % |
3,682 % |
|
96 |
3,284 % |
2,284 % |
4,262 % |
3,972 % |
4,385 % |
3,687 % |
|
97 |
3,293 % |
2,304 % |
4,261 % |
3,975 % |
4,383 % |
3,692 % |
|
98 |
3,302 % |
2,323 % |
4,260 % |
3,977 % |
4,382 % |
3,698 % |
|
99 |
3,311 % |
2,342 % |
4,260 % |
3,979 % |
4,380 % |
3,703 % |
|
100 |
3,320 % |
2,360 % |
4,259 % |
3,982 % |
4,378 % |
3,708 % |
|
101 |
3,329 % |
2,378 % |
4,258 % |
3,984 % |
4,376 % |
3,713 % |
|
102 |
3,337 % |
2,396 % |
4,258 % |
3,986 % |
4,374 % |
3,717 % |
|
103 |
3,346 % |
2,413 % |
4,257 % |
3,988 % |
4,373 % |
3,722 % |
|
104 |
3,354 % |
2,430 % |
4,257 % |
3,990 % |
4,371 % |
3,727 % |
|
105 |
3,362 % |
2,447 % |
4,256 % |
3,992 % |
4,369 % |
3,731 % |
|
106 |
3,370 % |
2,463 % |
4,256 % |
3,994 % |
4,368 % |
3,735 % |
|
107 |
3,378 % |
2,479 % |
4,255 % |
3,996 % |
4,366 % |
3,740 % |
|
108 |
3,385 % |
2,495 % |
4,255 % |
3,998 % |
4,365 % |
3,744 % |
|
109 |
3,393 % |
2,511 % |
4,254 % |
4,000 % |
4,363 % |
3,748 % |
|
110 |
3,400 % |
2,526 % |
4,254 % |
4,001 % |
4,362 % |
3,752 % |
|
111 |
3,407 % |
2,541 % |
4,253 % |
4,003 % |
4,360 % |
3,756 % |
|
112 |
3,414 % |
2,555 % |
4,253 % |
4,005 % |
4,359 % |
3,760 % |
|
113 |
3,421 % |
2,570 % |
4,252 % |
4,007 % |
4,357 % |
3,764 % |
|
114 |
3,428 % |
2,584 % |
4,252 % |
4,008 % |
4,356 % |
3,768 % |
|
115 |
3,435 % |
2,598 % |
4,251 % |
4,010 % |
4,355 % |
3,772 % |
|
116 |
3,441 % |
2,612 % |
4,251 % |
4,012 % |
4,353 % |
3,775 % |
|
117 |
3,448 % |
2,625 % |
4,251 % |
4,013 % |
4,352 % |
3,779 % |
|
118 |
3,454 % |
2,638 % |
4,250 % |
4,015 % |
4,351 % |
3,783 % |
|
119 |
3,460 % |
2,651 % |
4,250 % |
4,016 % |
4,350 % |
3,786 % |
|
120 |
3,466 % |
2,664 % |
4,249 % |
4,018 % |
4,348 % |
3,790 % |
|
121 |
3,472 % |
2,677 % |
4,249 % |
4,019 % |
4,347 % |
3,793 % |
|
122 |
3,478 % |
2,689 % |
4,248 % |
4,021 % |
4,346 % |
3,796 % |
|
123 |
3,484 % |
2,701 % |
4,248 % |
4,022 % |
4,345 % |
3,800 % |
|
124 |
3,490 % |
2,713 % |
4,248 % |
4,024 % |
4,344 % |
3,803 % |
|
125 |
3,496 % |
2,725 % |
4,247 % |
4,025 % |
4,342 % |
3,806 % |
|
126 |
3,501 % |
2,737 % |
4,247 % |
4,027 % |
4,341 % |
3,809 % |
|
127 |
3,507 % |
2,748 % |
4,247 % |
4,028 % |
4,340 % |
3,812 % |
|
128 |
3,512 % |
2,760 % |
4,246 % |
4,029 % |
4,339 % |
3,815 % |
|
129 |
3,517 % |
2,771 % |
4,246 % |
4,031 % |
4,338 % |
3,818 % |
|
130 |
3,523 % |
2,782 % |
4,245 % |
4,032 % |
4,337 % |
3,821 % |
|
131 |
3,528 % |
2,792 % |
4,245 % |
4,033 % |
4,336 % |
3,824 % |
|
132 |
3,533 % |
2,803 % |
4,245 % |
4,034 % |
4,335 % |
3,827 % |
|
133 |
3,538 % |
2,813 % |
4,244 % |
4,036 % |
4,334 % |
3,830 % |
|
134 |
3,543 % |
2,824 % |
4,244 % |
4,037 % |
4,333 % |
3,832 % |
|
135 |
3,548 % |
2,834 % |
4,244 % |
4,038 % |
4,332 % |
3,835 % |
|
136 |
3,552 % |
2,844 % |
4,243 % |
4,039 % |
4,331 % |
3,838 % |
|
137 |
3,557 % |
2,854 % |
4,243 % |
4,040 % |
4,330 % |
3,840 % |
|
138 |
3,562 % |
2,863 % |
4,243 % |
4,042 % |
4,329 % |
3,843 % |
|
139 |
3,566 % |
2,873 % |
4,243 % |
4,043 % |
4,328 % |
3,846 % |
|
140 |
3,571 % |
2,882 % |
4,242 % |
4,044 % |
4,327 % |
3,848 % |
|
141 |
3,575 % |
2,892 % |
4,242 % |
4,045 % |
4,326 % |
3,851 % |
|
142 |
3,580 % |
2,901 % |
4,242 % |
4,046 % |
4,325 % |
3,853 % |
|
143 |
3,584 % |
2,910 % |
4,241 % |
4,047 % |
4,324 % |
3,855 % |
|
144 |
3,588 % |
2,919 % |
4,241 % |
4,048 % |
4,324 % |
3,858 % |
|
145 |
3,593 % |
2,927 % |
4,241 % |
4,049 % |
4,323 % |
3,860 % |
|
146 |
3,597 % |
2,936 % |
4,240 % |
4,050 % |
4,322 % |
3,863 % |
|
147 |
3,601 % |
2,945 % |
4,240 % |
4,051 % |
4,321 % |
3,865 % |
|
148 |
3,605 % |
2,953 % |
4,240 % |
4,052 % |
4,320 % |
3,867 % |
|
149 |
3,609 % |
2,961 % |
4,240 % |
4,053 % |
4,319 % |
3,869 % |
|
150 |
3,613 % |
2,970 % |
4,239 % |
4,054 % |
4,319 % |
3,872 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,925 % |
1,855 % |
1,239 % |
0,691 % |
3,246 % |
4,216 % |
|
2 |
– 0,963 % |
1,785 % |
1,295 % |
0,681 % |
3,246 % |
4,321 % |
|
3 |
– 0,962 % |
1,776 % |
1,376 % |
0,689 % |
3,351 % |
4,429 % |
|
4 |
– 0,924 % |
1,798 % |
1,494 % |
0,715 % |
3,458 % |
4,761 % |
|
5 |
– 0,865 % |
1,822 % |
1,577 % |
0,754 % |
3,588 % |
5,044 % |
|
6 |
– 0,805 % |
1,864 % |
1,656 % |
0,823 % |
3,708 % |
5,243 % |
|
7 |
– 0,709 % |
1,906 % |
1,729 % |
0,866 % |
3,820 % |
5,388 % |
|
8 |
– 0,631 % |
1,951 % |
1,789 % |
0,945 % |
3,957 % |
5,506 % |
|
9 |
– 0,554 % |
1,995 % |
1,848 % |
1,038 % |
4,061 % |
5,636 % |
|
10 |
– 0,497 % |
2,039 % |
1,916 % |
1,131 % |
4,092 % |
5,754 % |
|
11 |
– 0,446 % |
2,080 % |
1,993 % |
1,227 % |
4,106 % |
5,836 % |
|
12 |
– 0,393 % |
2,117 % |
2,071 % |
1,317 % |
4,117 % |
5,885 % |
|
13 |
– 0,353 % |
2,151 % |
2,140 % |
1,393 % |
4,126 % |
5,912 % |
|
14 |
– 0,291 % |
2,182 % |
2,203 % |
1,458 % |
4,134 % |
5,921 % |
|
15 |
– 0,270 % |
2,211 % |
2,264 % |
1,514 % |
4,141 % |
5,918 % |
|
16 |
– 0,248 % |
2,236 % |
2,324 % |
1,563 % |
4,147 % |
5,905 % |
|
17 |
– 0,218 % |
2,260 % |
2,382 % |
1,602 % |
4,152 % |
5,885 % |
|
18 |
– 0,188 % |
2,282 % |
2,439 % |
1,632 % |
4,156 % |
5,860 % |
|
19 |
– 0,162 % |
2,303 % |
2,494 % |
1,649 % |
4,160 % |
5,831 % |
|
20 |
– 0,143 % |
2,323 % |
2,548 % |
1,653 % |
4,163 % |
5,799 % |
|
21 |
– 0,133 % |
2,342 % |
2,599 % |
1,645 % |
4,166 % |
5,765 % |
|
22 |
– 0,126 % |
2,359 % |
2,648 % |
1,633 % |
4,169 % |
5,731 % |
|
23 |
– 0,116 % |
2,372 % |
2,695 % |
1,622 % |
4,171 % |
5,696 % |
|
24 |
– 0,099 % |
2,381 % |
2,740 % |
1,618 % |
4,173 % |
5,660 % |
|
25 |
– 0,072 % |
2,386 % |
2,783 % |
1,624 % |
4,175 % |
5,625 % |
|
26 |
– 0,033 % |
2,385 % |
2,824 % |
1,642 % |
4,177 % |
5,590 % |
|
27 |
0,014 % |
2,382 % |
2,864 % |
1,670 % |
4,178 % |
5,556 % |
|
28 |
0,067 % |
2,380 % |
2,901 % |
1,704 % |
4,180 % |
5,522 % |
|
29 |
0,125 % |
2,381 % |
2,937 % |
1,743 % |
4,181 % |
5,490 % |
|
30 |
0,185 % |
2,387 % |
2,972 % |
1,785 % |
4,182 % |
5,458 % |
|
31 |
0,247 % |
2,399 % |
3,005 % |
1,830 % |
4,183 % |
5,427 % |
|
32 |
0,309 % |
2,416 % |
3,036 % |
1,876 % |
4,184 % |
5,396 % |
|
33 |
0,371 % |
2,437 % |
3,066 % |
1,922 % |
4,185 % |
5,367 % |
|
34 |
0,433 % |
2,460 % |
3,095 % |
1,969 % |
4,186 % |
5,339 % |
|
35 |
0,494 % |
2,486 % |
3,123 % |
2,015 % |
4,187 % |
5,312 % |
|
36 |
0,553 % |
2,512 % |
3,149 % |
2,061 % |
4,187 % |
5,286 % |
|
37 |
0,612 % |
2,540 % |
3,174 % |
2,107 % |
4,188 % |
5,260 % |
|
38 |
0,668 % |
2,569 % |
3,199 % |
2,151 % |
4,189 % |
5,236 % |
|
39 |
0,723 % |
2,597 % |
3,222 % |
2,195 % |
4,189 % |
5,212 % |
|
40 |
0,777 % |
2,626 % |
3,244 % |
2,237 % |
4,190 % |
5,190 % |
|
41 |
0,829 % |
2,655 % |
3,266 % |
2,278 % |
4,190 % |
5,168 % |
|
42 |
0,879 % |
2,683 % |
3,286 % |
2,318 % |
4,191 % |
5,147 % |
|
43 |
0,928 % |
2,711 % |
3,306 % |
2,357 % |
4,191 % |
5,126 % |
|
44 |
0,975 % |
2,738 % |
3,325 % |
2,394 % |
4,192 % |
5,107 % |
|
45 |
1,020 % |
2,765 % |
3,343 % |
2,431 % |
4,192 % |
5,088 % |
|
46 |
1,064 % |
2,792 % |
3,361 % |
2,466 % |
4,192 % |
5,070 % |
|
47 |
1,107 % |
2,818 % |
3,378 % |
2,500 % |
4,193 % |
5,052 % |
|
48 |
1,148 % |
2,843 % |
3,394 % |
2,533 % |
4,193 % |
5,035 % |
|
49 |
1,187 % |
2,868 % |
3,410 % |
2,565 % |
4,193 % |
5,019 % |
|
50 |
1,226 % |
2,891 % |
3,425 % |
2,596 % |
4,193 % |
5,003 % |
|
51 |
1,263 % |
2,915 % |
3,439 % |
2,626 % |
4,194 % |
4,988 % |
|
52 |
1,298 % |
2,937 % |
3,454 % |
2,655 % |
4,194 % |
4,973 % |
|
53 |
1,333 % |
2,959 % |
3,467 % |
2,683 % |
4,194 % |
4,959 % |
|
54 |
1,366 % |
2,981 % |
3,480 % |
2,710 % |
4,194 % |
4,946 % |
|
55 |
1,399 % |
3,002 % |
3,493 % |
2,736 % |
4,194 % |
4,932 % |
|
56 |
1,430 % |
3,022 % |
3,505 % |
2,761 % |
4,195 % |
4,920 % |
|
57 |
1,460 % |
3,041 % |
3,517 % |
2,786 % |
4,195 % |
4,907 % |
|
58 |
1,489 % |
3,060 % |
3,529 % |
2,809 % |
4,195 % |
4,895 % |
|
59 |
1,518 % |
3,079 % |
3,540 % |
2,832 % |
4,195 % |
4,884 % |
|
60 |
1,545 % |
3,097 % |
3,551 % |
2,855 % |
4,195 % |
4,872 % |
|
61 |
1,572 % |
3,114 % |
3,561 % |
2,876 % |
4,195 % |
4,861 % |
|
62 |
1,598 % |
3,131 % |
3,571 % |
2,897 % |
4,196 % |
4,851 % |
|
63 |
1,623 % |
3,148 % |
3,581 % |
2,918 % |
4,196 % |
4,841 % |
|
64 |
1,647 % |
3,164 % |
3,591 % |
2,937 % |
4,196 % |
4,831 % |
|
65 |
1,670 % |
3,179 % |
3,600 % |
2,956 % |
4,196 % |
4,821 % |
|
66 |
1,693 % |
3,194 % |
3,609 % |
2,975 % |
4,196 % |
4,812 % |
|
67 |
1,715 % |
3,209 % |
3,618 % |
2,993 % |
4,196 % |
4,803 % |
|
68 |
1,737 % |
3,223 % |
3,626 % |
3,011 % |
4,196 % |
4,794 % |
|
69 |
1,758 % |
3,237 % |
3,634 % |
3,028 % |
4,196 % |
4,785 % |
|
70 |
1,778 % |
3,251 % |
3,642 % |
3,044 % |
4,196 % |
4,777 % |
|
71 |
1,798 % |
3,264 % |
3,650 % |
3,060 % |
4,196 % |
4,769 % |
|
72 |
1,817 % |
3,277 % |
3,658 % |
3,076 % |
4,196 % |
4,761 % |
|
73 |
1,836 % |
3,289 % |
3,665 % |
3,091 % |
4,197 % |
4,753 % |
|
74 |
1,854 % |
3,302 % |
3,672 % |
3,106 % |
4,197 % |
4,746 % |
|
75 |
1,872 % |
3,313 % |
3,679 % |
3,121 % |
4,197 % |
4,738 % |
|
76 |
1,890 % |
3,325 % |
3,686 % |
3,135 % |
4,197 % |
4,731 % |
|
77 |
1,906 % |
3,336 % |
3,693 % |
3,148 % |
4,197 % |
4,725 % |
|
78 |
1,923 % |
3,347 % |
3,699 % |
3,162 % |
4,197 % |
4,718 % |
|
79 |
1,939 % |
3,358 % |
3,705 % |
3,175 % |
4,197 % |
4,711 % |
|
80 |
1,955 % |
3,368 % |
3,711 % |
3,188 % |
4,197 % |
4,705 % |
|
81 |
1,970 % |
3,379 % |
3,717 % |
3,200 % |
4,197 % |
4,699 % |
|
82 |
1,985 % |
3,388 % |
3,723 % |
3,212 % |
4,197 % |
4,693 % |
|
83 |
1,999 % |
3,398 % |
3,729 % |
3,224 % |
4,197 % |
4,687 % |
|
84 |
2,014 % |
3,408 % |
3,735 % |
3,236 % |
4,197 % |
4,681 % |
|
85 |
2,027 % |
3,417 % |
3,740 % |
3,247 % |
4,197 % |
4,675 % |
|
86 |
2,041 % |
3,426 % |
3,745 % |
3,258 % |
4,197 % |
4,670 % |
|
87 |
2,054 % |
3,435 % |
3,751 % |
3,269 % |
4,197 % |
4,664 % |
|
88 |
2,067 % |
3,443 % |
3,756 % |
3,279 % |
4,197 % |
4,659 % |
|
89 |
2,080 % |
3,452 % |
3,761 % |
3,289 % |
4,197 % |
4,654 % |
|
90 |
2,092 % |
3,460 % |
3,766 % |
3,300 % |
4,197 % |
4,649 % |
|
91 |
2,104 % |
3,468 % |
3,770 % |
3,309 % |
4,197 % |
4,644 % |
|
92 |
2,116 % |
3,476 % |
3,775 % |
3,319 % |
4,198 % |
4,639 % |
|
93 |
2,128 % |
3,484 % |
3,780 % |
3,328 % |
4,198 % |
4,634 % |
|
94 |
2,139 % |
3,492 % |
3,784 % |
3,338 % |
4,198 % |
4,630 % |
|
95 |
2,150 % |
3,499 % |
3,788 % |
3,347 % |
4,198 % |
4,625 % |
|
96 |
2,161 % |
3,506 % |
3,793 % |
3,356 % |
4,198 % |
4,621 % |
|
97 |
2,172 % |
3,513 % |
3,797 % |
3,364 % |
4,198 % |
4,616 % |
|
98 |
2,182 % |
3,520 % |
3,801 % |
3,373 % |
4,198 % |
4,612 % |
|
99 |
2,192 % |
3,527 % |
3,805 % |
3,381 % |
4,198 % |
4,608 % |
|
100 |
2,202 % |
3,534 % |
3,809 % |
3,389 % |
4,198 % |
4,604 % |
|
101 |
2,212 % |
3,540 % |
3,813 % |
3,397 % |
4,198 % |
4,600 % |
|
102 |
2,222 % |
3,547 % |
3,817 % |
3,405 % |
4,198 % |
4,596 % |
|
103 |
2,231 % |
3,553 % |
3,820 % |
3,413 % |
4,198 % |
4,592 % |
|
104 |
2,241 % |
3,559 % |
3,824 % |
3,420 % |
4,198 % |
4,588 % |
|
105 |
2,250 % |
3,566 % |
3,827 % |
3,428 % |
4,198 % |
4,585 % |
|
106 |
2,259 % |
3,571 % |
3,831 % |
3,435 % |
4,198 % |
4,581 % |
|
107 |
2,267 % |
3,577 % |
3,834 % |
3,442 % |
4,198 % |
4,577 % |
|
108 |
2,276 % |
3,583 % |
3,838 % |
3,449 % |
4,198 % |
4,574 % |
|
109 |
2,284 % |
3,589 % |
3,841 % |
3,456 % |
4,198 % |
4,570 % |
|
110 |
2,293 % |
3,594 % |
3,844 % |
3,463 % |
4,198 % |
4,567 % |
|
111 |
2,301 % |
3,600 % |
3,848 % |
3,469 % |
4,198 % |
4,564 % |
|
112 |
2,309 % |
3,605 % |
3,851 % |
3,476 % |
4,198 % |
4,560 % |
|
113 |
2,317 % |
3,610 % |
3,854 % |
3,482 % |
4,198 % |
4,557 % |
|
114 |
2,324 % |
3,615 % |
3,857 % |
3,488 % |
4,198 % |
4,554 % |
|
115 |
2,332 % |
3,621 % |
3,860 % |
3,495 % |
4,198 % |
4,551 % |
|
116 |
2,339 % |
3,626 % |
3,863 % |
3,501 % |
4,198 % |
4,548 % |
|
117 |
2,347 % |
3,630 % |
3,866 % |
3,507 % |
4,198 % |
4,545 % |
|
118 |
2,354 % |
3,635 % |
3,868 % |
3,512 % |
4,198 % |
4,542 % |
|
119 |
2,361 % |
3,640 % |
3,871 % |
3,518 % |
4,198 % |
4,539 % |
|
120 |
2,368 % |
3,645 % |
3,874 % |
3,524 % |
4,198 % |
4,536 % |
|
121 |
2,375 % |
3,649 % |
3,877 % |
3,529 % |
4,198 % |
4,534 % |
|
122 |
2,382 % |
3,654 % |
3,879 % |
3,535 % |
4,198 % |
4,531 % |
|
123 |
2,388 % |
3,658 % |
3,882 % |
3,540 % |
4,198 % |
4,528 % |
|
124 |
2,395 % |
3,662 % |
3,884 % |
3,546 % |
4,198 % |
4,526 % |
|
125 |
2,401 % |
3,667 % |
3,887 % |
3,551 % |
4,198 % |
4,523 % |
|
126 |
2,407 % |
3,671 % |
3,889 % |
3,556 % |
4,198 % |
4,520 % |
|
127 |
2,414 % |
3,675 % |
3,892 % |
3,561 % |
4,198 % |
4,518 % |
|
128 |
2,420 % |
3,679 % |
3,894 % |
3,566 % |
4,198 % |
4,515 % |
|
129 |
2,426 % |
3,683 % |
3,897 % |
3,571 % |
4,198 % |
4,513 % |
|
130 |
2,432 % |
3,687 % |
3,899 % |
3,576 % |
4,198 % |
4,510 % |
|
131 |
2,438 % |
3,691 % |
3,901 % |
3,580 % |
4,198 % |
4,508 % |
|
132 |
2,443 % |
3,695 % |
3,904 % |
3,585 % |
4,198 % |
4,506 % |
|
133 |
2,449 % |
3,699 % |
3,906 % |
3,590 % |
4,198 % |
4,503 % |
|
134 |
2,455 % |
3,702 % |
3,908 % |
3,594 % |
4,198 % |
4,501 % |
|
135 |
2,460 % |
3,706 % |
3,910 % |
3,599 % |
4,198 % |
4,499 % |
|
136 |
2,466 % |
3,710 % |
3,912 % |
3,603 % |
4,198 % |
4,497 % |
|
137 |
2,471 % |
3,713 % |
3,914 % |
3,608 % |
4,198 % |
4,495 % |
|
138 |
2,476 % |
3,717 % |
3,916 % |
3,612 % |
4,198 % |
4,492 % |
|
139 |
2,481 % |
3,720 % |
3,918 % |
3,616 % |
4,198 % |
4,490 % |
|
140 |
2,486 % |
3,724 % |
3,920 % |
3,620 % |
4,198 % |
4,488 % |
|
141 |
2,491 % |
3,727 % |
3,922 % |
3,624 % |
4,198 % |
4,486 % |
|
142 |
2,496 % |
3,730 % |
3,924 % |
3,628 % |
4,198 % |
4,484 % |
|
143 |
2,501 % |
3,734 % |
3,926 % |
3,632 % |
4,198 % |
4,482 % |
|
144 |
2,506 % |
3,737 % |
3,928 % |
3,636 % |
4,199 % |
4,480 % |
|
145 |
2,511 % |
3,740 % |
3,930 % |
3,640 % |
4,199 % |
4,478 % |
|
146 |
2,516 % |
3,743 % |
3,932 % |
3,644 % |
4,199 % |
4,476 % |
|
147 |
2,520 % |
3,746 % |
3,934 % |
3,648 % |
4,199 % |
4,475 % |
|
148 |
2,525 % |
3,749 % |
3,936 % |
3,651 % |
4,199 % |
4,473 % |
|
149 |
2,529 % |
3,752 % |
3,937 % |
3,655 % |
4,199 % |
4,471 % |
|
150 |
2,534 % |
3,755 % |
3,939 % |
3,659 % |
4,199 % |
4,469 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,632 % |
6,745 % |
4,074 % |
0,258 % |
2,041 % |
7,331 % |
|
2 |
0,753 % |
6,869 % |
4,421 % |
0,325 % |
2,008 % |
7,452 % |
|
3 |
0,864 % |
6,995 % |
4,876 % |
0,387 % |
2,018 % |
7,567 % |
|
4 |
0,946 % |
7,116 % |
5,109 % |
0,445 % |
2,057 % |
7,693 % |
|
5 |
1,038 % |
7,225 % |
5,255 % |
0,504 % |
2,114 % |
7,821 % |
|
6 |
1,119 % |
7,304 % |
5,420 % |
0,565 % |
2,183 % |
7,949 % |
|
7 |
1,193 % |
7,388 % |
5,529 % |
0,627 % |
2,263 % |
8,073 % |
|
8 |
1,266 % |
7,447 % |
5,626 % |
0,690 % |
2,337 % |
8,193 % |
|
9 |
1,331 % |
7,495 % |
5,700 % |
0,755 % |
2,409 % |
8,300 % |
|
10 |
1,383 % |
7,533 % |
5,784 % |
0,820 % |
2,475 % |
8,376 % |
|
11 |
1,423 % |
7,547 % |
5,884 % |
0,900 % |
2,538 % |
8,415 % |
|
12 |
1,468 % |
7,540 % |
5,992 % |
0,991 % |
2,598 % |
8,426 % |
|
13 |
1,527 % |
7,519 % |
6,098 % |
1,088 % |
2,656 % |
8,420 % |
|
14 |
1,595 % |
7,486 % |
6,196 % |
1,187 % |
2,708 % |
8,400 % |
|
15 |
1,668 % |
7,447 % |
6,282 % |
1,286 % |
2,748 % |
8,367 % |
|
16 |
1,743 % |
7,402 % |
6,352 % |
1,384 % |
2,777 % |
8,321 % |
|
17 |
1,818 % |
7,354 % |
6,407 % |
1,478 % |
2,799 % |
8,266 % |
|
18 |
1,891 % |
7,303 % |
6,449 % |
1,570 % |
2,817 % |
8,205 % |
|
19 |
1,963 % |
7,251 % |
6,479 % |
1,658 % |
2,834 % |
8,139 % |
|
20 |
2,033 % |
7,199 % |
6,498 % |
1,742 % |
2,853 % |
8,071 % |
|
21 |
2,100 % |
7,147 % |
6,507 % |
1,822 % |
2,875 % |
8,001 % |
|
22 |
2,165 % |
7,095 % |
6,508 % |
1,899 % |
2,900 % |
7,930 % |
|
23 |
2,227 % |
7,045 % |
6,503 % |
1,973 % |
2,926 % |
7,859 % |
|
24 |
2,287 % |
6,995 % |
6,492 % |
2,042 % |
2,953 % |
7,790 % |
|
25 |
2,344 % |
6,947 % |
6,478 % |
2,109 % |
2,981 % |
7,721 % |
|
26 |
2,398 % |
6,899 % |
6,460 % |
2,172 % |
3,009 % |
7,653 % |
|
27 |
2,451 % |
6,854 % |
6,441 % |
2,233 % |
3,036 % |
7,588 % |
|
28 |
2,500 % |
6,810 % |
6,419 % |
2,290 % |
3,064 % |
7,524 % |
|
29 |
2,548 % |
6,767 % |
6,397 % |
2,345 % |
3,091 % |
7,462 % |
|
30 |
2,594 % |
6,726 % |
6,374 % |
2,397 % |
3,117 % |
7,403 % |
|
31 |
2,637 % |
6,686 % |
6,350 % |
2,447 % |
3,143 % |
7,345 % |
|
32 |
2,679 % |
6,648 % |
6,327 % |
2,494 % |
3,168 % |
7,289 % |
|
33 |
2,719 % |
6,611 % |
6,303 % |
2,540 % |
3,193 % |
7,236 % |
|
34 |
2,757 % |
6,576 % |
6,280 % |
2,583 % |
3,217 % |
7,184 % |
|
35 |
2,793 % |
6,542 % |
6,256 % |
2,624 % |
3,239 % |
7,134 % |
|
36 |
2,828 % |
6,509 % |
6,234 % |
2,664 % |
3,262 % |
7,087 % |
|
37 |
2,862 % |
6,478 % |
6,211 % |
2,702 % |
3,283 % |
7,041 % |
|
38 |
2,894 % |
6,448 % |
6,190 % |
2,738 % |
3,304 % |
6,997 % |
|
39 |
2,924 % |
6,419 % |
6,168 % |
2,772 % |
3,324 % |
6,954 % |
|
40 |
2,954 % |
6,391 % |
6,148 % |
2,805 % |
3,343 % |
6,914 % |
|
41 |
2,982 % |
6,364 % |
6,128 % |
2,837 % |
3,362 % |
6,875 % |
|
42 |
3,009 % |
6,338 % |
6,108 % |
2,868 % |
3,380 % |
6,837 % |
|
43 |
3,035 % |
6,314 % |
6,089 % |
2,897 % |
3,397 % |
6,801 % |
|
44 |
3,060 % |
6,290 % |
6,071 % |
2,925 % |
3,414 % |
6,766 % |
|
45 |
3,084 % |
6,267 % |
6,053 % |
2,952 % |
3,430 % |
6,733 % |
|
46 |
3,107 % |
6,245 % |
6,036 % |
2,978 % |
3,445 % |
6,701 % |
|
47 |
3,129 % |
6,223 % |
6,019 % |
3,003 % |
3,460 % |
6,670 % |
|
48 |
3,151 % |
6,203 % |
6,003 % |
3,027 % |
3,475 % |
6,640 % |
|
49 |
3,171 % |
6,183 % |
5,988 % |
3,050 % |
3,489 % |
6,612 % |
|
50 |
3,191 % |
6,164 % |
5,973 % |
3,072 % |
3,502 % |
6,584 % |
|
51 |
3,210 % |
6,146 % |
5,958 % |
3,094 % |
3,516 % |
6,557 % |
|
52 |
3,229 % |
6,128 % |
5,944 % |
3,114 % |
3,528 % |
6,532 % |
|
53 |
3,246 % |
6,111 % |
5,931 % |
3,134 % |
3,540 % |
6,507 % |
|
54 |
3,264 % |
6,094 % |
5,918 % |
3,153 % |
3,552 % |
6,483 % |
|
55 |
3,280 % |
6,078 % |
5,905 % |
3,172 % |
3,563 % |
6,460 % |
|
56 |
3,296 % |
6,063 % |
5,893 % |
3,190 % |
3,575 % |
6,438 % |
|
57 |
3,312 % |
6,048 % |
5,881 % |
3,207 % |
3,585 % |
6,416 % |
|
58 |
3,327 % |
6,034 % |
5,869 % |
3,224 % |
3,596 % |
6,395 % |
|
59 |
3,341 % |
6,020 % |
5,858 % |
3,240 % |
3,606 % |
6,375 % |
|
60 |
3,355 % |
6,006 % |
5,847 % |
3,256 % |
3,615 % |
6,356 % |
|
61 |
3,369 % |
5,993 % |
5,837 % |
3,271 % |
3,625 % |
6,337 % |
|
62 |
3,382 % |
5,980 % |
5,827 % |
3,286 % |
3,634 % |
6,318 % |
|
63 |
3,395 % |
5,968 % |
5,817 % |
3,300 % |
3,643 % |
6,301 % |
|
64 |
3,407 % |
5,956 % |
5,807 % |
3,314 % |
3,651 % |
6,283 % |
|
65 |
3,420 % |
5,945 % |
5,798 % |
3,328 % |
3,659 % |
6,267 % |
|
66 |
3,431 % |
5,933 % |
5,789 % |
3,341 % |
3,668 % |
6,251 % |
|
67 |
3,443 % |
5,922 % |
5,780 % |
3,354 % |
3,675 % |
6,235 % |
|
68 |
3,454 % |
5,912 % |
5,772 % |
3,366 % |
3,683 % |
6,220 % |
|
69 |
3,464 % |
5,902 % |
5,763 % |
3,378 % |
3,690 % |
6,205 % |
|
70 |
3,475 % |
5,892 % |
5,755 % |
3,390 % |
3,698 % |
6,191 % |
|
71 |
3,485 % |
5,882 % |
5,748 % |
3,401 % |
3,705 % |
6,177 % |
|
72 |
3,495 % |
5,872 % |
5,740 % |
3,412 % |
3,712 % |
6,163 % |
|
73 |
3,504 % |
5,863 % |
5,733 % |
3,423 % |
3,718 % |
6,150 % |
|
74 |
3,514 % |
5,854 % |
5,725 % |
3,433 % |
3,725 % |
6,137 % |
|
75 |
3,523 % |
5,845 % |
5,718 % |
3,443 % |
3,731 % |
6,124 % |
|
76 |
3,532 % |
5,837 % |
5,712 % |
3,453 % |
3,737 % |
6,112 % |
|
77 |
3,540 % |
5,829 % |
5,705 % |
3,463 % |
3,743 % |
6,100 % |
|
78 |
3,549 % |
5,821 % |
5,698 % |
3,472 % |
3,749 % |
6,089 % |
|
79 |
3,557 % |
5,813 % |
5,692 % |
3,481 % |
3,755 % |
6,077 % |
|
80 |
3,565 % |
5,805 % |
5,686 % |
3,490 % |
3,760 % |
6,066 % |
|
81 |
3,573 % |
5,798 % |
5,680 % |
3,499 % |
3,765 % |
6,056 % |
|
82 |
3,580 % |
5,790 % |
5,674 % |
3,507 % |
3,771 % |
6,045 % |
|
83 |
3,588 % |
5,783 % |
5,668 % |
3,516 % |
3,776 % |
6,035 % |
|
84 |
3,595 % |
5,776 % |
5,663 % |
3,524 % |
3,781 % |
6,025 % |
|
85 |
3,602 % |
5,769 % |
5,657 % |
3,532 % |
3,786 % |
6,015 % |
|
86 |
3,609 % |
5,763 % |
5,652 % |
3,540 % |
3,791 % |
6,006 % |
|
87 |
3,616 % |
5,756 % |
5,647 % |
3,547 % |
3,795 % |
5,997 % |
|
88 |
3,622 % |
5,750 % |
5,642 % |
3,554 % |
3,800 % |
5,987 % |
|
89 |
3,629 % |
5,744 % |
5,637 % |
3,562 % |
3,804 % |
5,979 % |
|
90 |
3,635 % |
5,738 % |
5,632 % |
3,569 % |
3,809 % |
5,970 % |
|
91 |
3,641 % |
5,732 % |
5,627 % |
3,576 % |
3,813 % |
5,961 % |
|
92 |
3,647 % |
5,726 % |
5,623 % |
3,582 % |
3,817 % |
5,953 % |
|
93 |
3,653 % |
5,720 % |
5,618 % |
3,589 % |
3,821 % |
5,945 % |
|
94 |
3,659 % |
5,715 % |
5,614 % |
3,596 % |
3,825 % |
5,937 % |
|
95 |
3,665 % |
5,709 % |
5,609 % |
3,602 % |
3,829 % |
5,929 % |
|
96 |
3,670 % |
5,704 % |
5,605 % |
3,608 % |
3,833 % |
5,922 % |
|
97 |
3,676 % |
5,699 % |
5,601 % |
3,614 % |
3,837 % |
5,914 % |
|
98 |
3,681 % |
5,694 % |
5,597 % |
3,620 % |
3,841 % |
5,907 % |
|
99 |
3,686 % |
5,689 % |
5,593 % |
3,626 % |
3,844 % |
5,900 % |
|
100 |
3,691 % |
5,684 % |
5,589 % |
3,632 % |
3,848 % |
5,893 % |
|
101 |
3,696 % |
5,679 % |
5,585 % |
3,637 % |
3,851 % |
5,886 % |
|
102 |
3,701 % |
5,674 % |
5,581 % |
3,643 % |
3,855 % |
5,879 % |
|
103 |
3,706 % |
5,670 % |
5,577 % |
3,648 % |
3,858 % |
5,872 % |
|
104 |
3,711 % |
5,665 % |
5,574 % |
3,653 % |
3,861 % |
5,866 % |
|
105 |
3,716 % |
5,661 % |
5,570 % |
3,659 % |
3,865 % |
5,860 % |
|
106 |
3,720 % |
5,656 % |
5,567 % |
3,664 % |
3,868 % |
5,853 % |
|
107 |
3,725 % |
5,652 % |
5,563 % |
3,669 % |
3,871 % |
5,847 % |
|
108 |
3,729 % |
5,648 % |
5,560 % |
3,674 % |
3,874 % |
5,841 % |
|
109 |
3,733 % |
5,644 % |
5,557 % |
3,678 % |
3,877 % |
5,835 % |
|
110 |
3,738 % |
5,640 % |
5,553 % |
3,683 % |
3,880 % |
5,829 % |
|
111 |
3,742 % |
5,636 % |
5,550 % |
3,688 % |
3,883 % |
5,824 % |
|
112 |
3,746 % |
5,632 % |
5,547 % |
3,692 % |
3,885 % |
5,818 % |
|
113 |
3,750 % |
5,628 % |
5,544 % |
3,697 % |
3,888 % |
5,813 % |
|
114 |
3,754 % |
5,624 % |
5,541 % |
3,701 % |
3,891 % |
5,807 % |
|
115 |
3,758 % |
5,621 % |
5,538 % |
3,706 % |
3,894 % |
5,802 % |
|
116 |
3,761 % |
5,617 % |
5,535 % |
3,710 % |
3,896 % |
5,797 % |
|
117 |
3,765 % |
5,613 % |
5,532 % |
3,714 % |
3,899 % |
5,792 % |
|
118 |
3,769 % |
5,610 % |
5,529 % |
3,718 % |
3,901 % |
5,787 % |
|
119 |
3,772 % |
5,606 % |
5,527 % |
3,722 % |
3,904 % |
5,782 % |
|
120 |
3,776 % |
5,603 % |
5,524 % |
3,726 % |
3,906 % |
5,777 % |
|
121 |
3,780 % |
5,600 % |
5,521 % |
3,730 % |
3,909 % |
5,772 % |
|
122 |
3,783 % |
5,596 % |
5,518 % |
3,734 % |
3,911 % |
5,767 % |
|
123 |
3,786 % |
5,593 % |
5,516 % |
3,738 % |
3,914 % |
5,763 % |
|
124 |
3,790 % |
5,590 % |
5,513 % |
3,741 % |
3,916 % |
5,758 % |
|
125 |
3,793 % |
5,587 % |
5,511 % |
3,745 % |
3,918 % |
5,754 % |
|
126 |
3,796 % |
5,584 % |
5,508 % |
3,749 % |
3,920 % |
5,749 % |
|
127 |
3,799 % |
5,581 % |
5,506 % |
3,752 % |
3,923 % |
5,745 % |
|
128 |
3,802 % |
5,578 % |
5,504 % |
3,756 % |
3,925 % |
5,741 % |
|
129 |
3,806 % |
5,575 % |
5,501 % |
3,759 % |
3,927 % |
5,737 % |
|
130 |
3,809 % |
5,572 % |
5,499 % |
3,763 % |
3,929 % |
5,732 % |
|
131 |
3,812 % |
5,569 % |
5,497 % |
3,766 % |
3,931 % |
5,728 % |
|
132 |
3,815 % |
5,566 % |
5,494 % |
3,769 % |
3,933 % |
5,724 % |
|
133 |
3,817 % |
5,564 % |
5,492 % |
3,772 % |
3,935 % |
5,720 % |
|
134 |
3,820 % |
5,561 % |
5,490 % |
3,776 % |
3,937 % |
5,716 % |
|
135 |
3,823 % |
5,558 % |
5,488 % |
3,779 % |
3,939 % |
5,713 % |
|
136 |
3,826 % |
5,556 % |
5,486 % |
3,782 % |
3,941 % |
5,709 % |
|
137 |
3,829 % |
5,553 % |
5,484 % |
3,785 % |
3,943 % |
5,705 % |
|
138 |
3,831 % |
5,550 % |
5,482 % |
3,788 % |
3,945 % |
5,701 % |
|
139 |
3,834 % |
5,548 % |
5,479 % |
3,791 % |
3,946 % |
5,698 % |
|
140 |
3,837 % |
5,545 % |
5,477 % |
3,794 % |
3,948 % |
5,694 % |
|
141 |
3,839 % |
5,543 % |
5,476 % |
3,797 % |
3,950 % |
5,691 % |
|
142 |
3,842 % |
5,541 % |
5,474 % |
3,799 % |
3,952 % |
5,687 % |
|
143 |
3,844 % |
5,538 % |
5,472 % |
3,802 % |
3,954 % |
5,684 % |
|
144 |
3,847 % |
5,536 % |
5,470 % |
3,805 % |
3,955 % |
5,681 % |
|
145 |
3,849 % |
5,533 % |
5,468 % |
3,808 % |
3,957 % |
5,677 % |
|
146 |
3,851 % |
5,531 % |
5,466 % |
3,810 % |
3,959 % |
5,674 % |
|
147 |
3,854 % |
5,529 % |
5,464 % |
3,813 % |
3,960 % |
5,671 % |
|
148 |
3,856 % |
5,527 % |
5,462 % |
3,816 % |
3,962 % |
5,668 % |
|
149 |
3,858 % |
5,525 % |
5,461 % |
3,818 % |
3,963 % |
5,664 % |
|
150 |
3,861 % |
5,522 % |
5,459 % |
3,821 % |
3,965 % |
5,661 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
13,072 % |
2,203 % |
3,280 % |
10,235 % |
1,096 % |
1,127 % |
|
2 |
12,277 % |
2,224 % |
3,274 % |
9,558 % |
1,236 % |
1,084 % |
|
3 |
11,951 % |
2,302 % |
3,285 % |
9,144 % |
1,377 % |
1,069 % |
|
4 |
11,928 % |
2,375 % |
3,323 % |
8,887 % |
1,500 % |
1,076 % |
|
5 |
12,037 % |
2,498 % |
3,361 % |
8,706 % |
1,596 % |
1,090 % |
|
6 |
12,145 % |
2,589 % |
3,416 % |
8,599 % |
1,695 % |
1,103 % |
|
7 |
12,162 % |
2,664 % |
3,495 % |
8,400 % |
1,791 % |
1,118 % |
|
8 |
12,084 % |
2,685 % |
3,557 % |
8,337 % |
1,865 % |
1,136 % |
|
9 |
12,058 % |
2,688 % |
3,609 % |
8,241 % |
1,942 % |
1,156 % |
|
10 |
12,085 % |
2,716 % |
3,673 % |
8,141 % |
2,012 % |
1,176 % |
|
11 |
12,076 % |
2,752 % |
3,726 % |
8,039 % |
2,063 % |
1,195 % |
|
12 |
12,023 % |
2,791 % |
3,768 % |
7,933 % |
2,104 % |
1,210 % |
|
13 |
11,937 % |
2,832 % |
3,807 % |
7,825 % |
2,146 % |
1,220 % |
|
14 |
11,827 % |
2,872 % |
3,848 % |
7,717 % |
2,182 % |
1,224 % |
|
15 |
11,699 % |
2,912 % |
3,891 % |
7,610 % |
2,209 % |
1,223 % |
|
16 |
11,557 % |
2,951 % |
3,940 % |
7,504 % |
2,224 % |
1,218 % |
|
17 |
11,407 % |
2,990 % |
3,989 % |
7,401 % |
2,234 % |
1,215 % |
|
18 |
11,251 % |
3,027 % |
4,038 % |
7,300 % |
2,243 % |
1,219 % |
|
19 |
11,092 % |
3,062 % |
4,082 % |
7,203 % |
2,255 % |
1,233 % |
|
20 |
10,931 % |
3,097 % |
4,122 % |
7,109 % |
2,272 % |
1,259 % |
|
21 |
10,771 % |
3,130 % |
4,155 % |
7,018 % |
2,297 % |
1,298 % |
|
22 |
10,613 % |
3,162 % |
4,182 % |
6,931 % |
2,328 % |
1,346 % |
|
23 |
10,458 % |
3,192 % |
4,205 % |
6,847 % |
2,362 % |
1,401 % |
|
24 |
10,306 % |
3,221 % |
4,223 % |
6,767 % |
2,400 % |
1,461 % |
|
25 |
10,158 % |
3,249 % |
4,239 % |
6,690 % |
2,438 % |
1,522 % |
|
26 |
10,015 % |
3,276 % |
4,252 % |
6,616 % |
2,478 % |
1,585 % |
|
27 |
9,876 % |
3,302 % |
4,262 % |
6,545 % |
2,518 % |
1,649 % |
|
28 |
9,743 % |
3,326 % |
4,271 % |
6,477 % |
2,557 % |
1,711 % |
|
29 |
9,614 % |
3,350 % |
4,278 % |
6,413 % |
2,597 % |
1,773 % |
|
30 |
9,490 % |
3,372 % |
4,284 % |
6,351 % |
2,635 % |
1,834 % |
|
31 |
9,371 % |
3,394 % |
4,288 % |
6,292 % |
2,673 % |
1,893 % |
|
32 |
9,257 % |
3,414 % |
4,292 % |
6,235 % |
2,710 % |
1,951 % |
|
33 |
9,148 % |
3,434 % |
4,295 % |
6,181 % |
2,746 % |
2,006 % |
|
34 |
9,043 % |
3,453 % |
4,297 % |
6,129 % |
2,780 % |
2,060 % |
|
35 |
8,942 % |
3,471 % |
4,298 % |
6,079 % |
2,814 % |
2,112 % |
|
36 |
8,846 % |
3,489 % |
4,299 % |
6,032 % |
2,847 % |
2,163 % |
|
37 |
8,754 % |
3,505 % |
4,300 % |
5,987 % |
2,878 % |
2,211 % |
|
38 |
8,666 % |
3,521 % |
4,300 % |
5,943 % |
2,908 % |
2,258 % |
|
39 |
8,581 % |
3,537 % |
4,300 % |
5,902 % |
2,938 % |
2,302 % |
|
40 |
8,500 % |
3,552 % |
4,300 % |
5,862 % |
2,966 % |
2,346 % |
|
41 |
8,423 % |
3,566 % |
4,299 % |
5,823 % |
2,993 % |
2,387 % |
|
42 |
8,348 % |
3,580 % |
4,298 % |
5,787 % |
3,019 % |
2,427 % |
|
43 |
8,277 % |
3,593 % |
4,298 % |
5,751 % |
3,045 % |
2,466 % |
|
44 |
8,209 % |
3,605 % |
4,297 % |
5,718 % |
3,069 % |
2,503 % |
|
45 |
8,143 % |
3,618 % |
4,296 % |
5,685 % |
3,092 % |
2,538 % |
|
46 |
8,080 % |
3,629 % |
4,295 % |
5,654 % |
3,115 % |
2,573 % |
|
47 |
8,020 % |
3,641 % |
4,294 % |
5,624 % |
3,137 % |
2,606 % |
|
48 |
7,961 % |
3,652 % |
4,292 % |
5,595 % |
3,158 % |
2,638 % |
|
49 |
7,905 % |
3,662 % |
4,291 % |
5,567 % |
3,178 % |
2,668 % |
|
50 |
7,852 % |
3,672 % |
4,290 % |
5,540 % |
3,198 % |
2,698 % |
|
51 |
7,800 % |
3,682 % |
4,289 % |
5,514 % |
3,217 % |
2,727 % |
|
52 |
7,750 % |
3,692 % |
4,288 % |
5,490 % |
3,235 % |
2,754 % |
|
53 |
7,702 % |
3,701 % |
4,286 % |
5,466 % |
3,253 % |
2,781 % |
|
54 |
7,655 % |
3,710 % |
4,285 % |
5,442 % |
3,270 % |
2,806 % |
|
55 |
7,611 % |
3,718 % |
4,284 % |
5,420 % |
3,286 % |
2,831 % |
|
56 |
7,568 % |
3,727 % |
4,283 % |
5,398 % |
3,302 % |
2,855 % |
|
57 |
7,526 % |
3,735 % |
4,282 % |
5,378 % |
3,317 % |
2,878 % |
|
58 |
7,486 % |
3,743 % |
4,280 % |
5,357 % |
3,332 % |
2,901 % |
|
59 |
7,447 % |
3,750 % |
4,279 % |
5,338 % |
3,347 % |
2,922 % |
|
60 |
7,409 % |
3,757 % |
4,278 % |
5,319 % |
3,361 % |
2,943 % |
|
61 |
7,373 % |
3,764 % |
4,277 % |
5,301 % |
3,374 % |
2,964 % |
|
62 |
7,337 % |
3,771 % |
4,276 % |
5,283 % |
3,387 % |
2,983 % |
|
63 |
7,303 % |
3,778 % |
4,275 % |
5,266 % |
3,400 % |
3,002 % |
|
64 |
7,270 % |
3,784 % |
4,274 % |
5,249 % |
3,413 % |
3,021 % |
|
65 |
7,238 % |
3,791 % |
4,273 % |
5,233 % |
3,425 % |
3,039 % |
|
66 |
7,207 % |
3,797 % |
4,272 % |
5,218 % |
3,436 % |
3,056 % |
|
67 |
7,177 % |
3,803 % |
4,271 % |
5,202 % |
3,447 % |
3,073 % |
|
68 |
7,148 % |
3,808 % |
4,270 % |
5,188 % |
3,458 % |
3,090 % |
|
69 |
7,119 % |
3,814 % |
4,269 % |
5,173 % |
3,469 % |
3,106 % |
|
70 |
7,091 % |
3,819 % |
4,268 % |
5,159 % |
3,479 % |
3,121 % |
|
71 |
7,065 % |
3,825 % |
4,267 % |
5,146 % |
3,489 % |
3,136 % |
|
72 |
7,039 % |
3,830 % |
4,266 % |
5,133 % |
3,499 % |
3,151 % |
|
73 |
7,013 % |
3,835 % |
4,265 % |
5,120 % |
3,509 % |
3,165 % |
|
74 |
6,988 % |
3,840 % |
4,264 % |
5,107 % |
3,518 % |
3,179 % |
|
75 |
6,964 % |
3,845 % |
4,264 % |
5,095 % |
3,527 % |
3,193 % |
|
76 |
6,941 % |
3,849 % |
4,263 % |
5,083 % |
3,536 % |
3,206 % |
|
77 |
6,918 % |
3,854 % |
4,262 % |
5,072 % |
3,545 % |
3,219 % |
|
78 |
6,896 % |
3,858 % |
4,261 % |
5,061 % |
3,553 % |
3,231 % |
|
79 |
6,874 % |
3,862 % |
4,260 % |
5,050 % |
3,561 % |
3,243 % |
|
80 |
6,853 % |
3,867 % |
4,260 % |
5,039 % |
3,569 % |
3,255 % |
|
81 |
6,833 % |
3,871 % |
4,259 % |
5,029 % |
3,577 % |
3,267 % |
|
82 |
6,813 % |
3,875 % |
4,258 % |
5,019 % |
3,584 % |
3,278 % |
|
83 |
6,793 % |
3,879 % |
4,258 % |
5,009 % |
3,592 % |
3,289 % |
|
84 |
6,774 % |
3,882 % |
4,257 % |
4,999 % |
3,599 % |
3,300 % |
|
85 |
6,755 % |
3,886 % |
4,256 % |
4,990 % |
3,606 % |
3,310 % |
|
86 |
6,737 % |
3,890 % |
4,256 % |
4,980 % |
3,613 % |
3,321 % |
|
87 |
6,719 % |
3,893 % |
4,255 % |
4,971 % |
3,620 % |
3,331 % |
|
88 |
6,702 % |
3,897 % |
4,254 % |
4,963 % |
3,626 % |
3,341 % |
|
89 |
6,685 % |
3,900 % |
4,254 % |
4,954 % |
3,633 % |
3,350 % |
|
90 |
6,668 % |
3,904 % |
4,253 % |
4,946 % |
3,639 % |
3,360 % |
|
91 |
6,652 % |
3,907 % |
4,253 % |
4,937 % |
3,645 % |
3,369 % |
|
92 |
6,636 % |
3,910 % |
4,252 % |
4,929 % |
3,651 % |
3,378 % |
|
93 |
6,621 % |
3,913 % |
4,251 % |
4,922 % |
3,657 % |
3,387 % |
|
94 |
6,606 % |
3,916 % |
4,251 % |
4,914 % |
3,663 % |
3,395 % |
|
95 |
6,591 % |
3,919 % |
4,250 % |
4,906 % |
3,668 % |
3,404 % |
|
96 |
6,576 % |
3,922 % |
4,250 % |
4,899 % |
3,674 % |
3,412 % |
|
97 |
6,562 % |
3,925 % |
4,249 % |
4,892 % |
3,679 % |
3,420 % |
|
98 |
6,548 % |
3,928 % |
4,249 % |
4,885 % |
3,685 % |
3,428 % |
|
99 |
6,534 % |
3,930 % |
4,248 % |
4,878 % |
3,690 % |
3,436 % |
|
100 |
6,521 % |
3,933 % |
4,248 % |
4,871 % |
3,695 % |
3,443 % |
|
101 |
6,508 % |
3,936 % |
4,247 % |
4,864 % |
3,700 % |
3,451 % |
|
102 |
6,495 % |
3,938 % |
4,247 % |
4,858 % |
3,705 % |
3,458 % |
|
103 |
6,482 % |
3,941 % |
4,246 % |
4,851 % |
3,709 % |
3,465 % |
|
104 |
6,470 % |
3,943 % |
4,246 % |
4,845 % |
3,714 % |
3,472 % |
|
105 |
6,457 % |
3,946 % |
4,246 % |
4,839 % |
3,719 % |
3,479 % |
|
106 |
6,445 % |
3,948 % |
4,245 % |
4,833 % |
3,723 % |
3,486 % |
|
107 |
6,434 % |
3,951 % |
4,245 % |
4,827 % |
3,728 % |
3,493 % |
|
108 |
6,422 % |
3,953 % |
4,244 % |
4,821 % |
3,732 % |
3,499 % |
|
109 |
6,411 % |
3,955 % |
4,244 % |
4,815 % |
3,736 % |
3,506 % |
|
110 |
6,400 % |
3,957 % |
4,244 % |
4,810 % |
3,741 % |
3,512 % |
|
111 |
6,389 % |
3,959 % |
4,243 % |
4,804 % |
3,745 % |
3,518 % |
|
112 |
6,378 % |
3,962 % |
4,243 % |
4,799 % |
3,749 % |
3,524 % |
|
113 |
6,368 % |
3,964 % |
4,242 % |
4,793 % |
3,753 % |
3,530 % |
|
114 |
6,358 % |
3,966 % |
4,242 % |
4,788 % |
3,757 % |
3,536 % |
|
115 |
6,347 % |
3,968 % |
4,242 % |
4,783 % |
3,761 % |
3,542 % |
|
116 |
6,338 % |
3,970 % |
4,241 % |
4,778 % |
3,764 % |
3,547 % |
|
117 |
6,328 % |
3,972 % |
4,241 % |
4,773 % |
3,768 % |
3,553 % |
|
118 |
6,318 % |
3,974 % |
4,241 % |
4,768 % |
3,772 % |
3,558 % |
|
119 |
6,309 % |
3,976 % |
4,240 % |
4,763 % |
3,775 % |
3,564 % |
|
120 |
6,299 % |
3,977 % |
4,240 % |
4,759 % |
3,779 % |
3,569 % |
|
121 |
6,290 % |
3,979 % |
4,240 % |
4,754 % |
3,782 % |
3,574 % |
|
122 |
6,281 % |
3,981 % |
4,239 % |
4,750 % |
3,786 % |
3,579 % |
|
123 |
6,272 % |
3,983 % |
4,239 % |
4,745 % |
3,789 % |
3,584 % |
|
124 |
6,264 % |
3,985 % |
4,239 % |
4,741 % |
3,792 % |
3,589 % |
|
125 |
6,255 % |
3,986 % |
4,238 % |
4,736 % |
3,796 % |
3,594 % |
|
126 |
6,247 % |
3,988 % |
4,238 % |
4,732 % |
3,799 % |
3,599 % |
|
127 |
6,239 % |
3,990 % |
4,238 % |
4,728 % |
3,802 % |
3,604 % |
|
128 |
6,230 % |
3,991 % |
4,237 % |
4,724 % |
3,805 % |
3,608 % |
|
129 |
6,222 % |
3,993 % |
4,237 % |
4,720 % |
3,808 % |
3,613 % |
|
130 |
6,214 % |
3,995 % |
4,237 % |
4,716 % |
3,811 % |
3,617 % |
|
131 |
6,207 % |
3,996 % |
4,237 % |
4,712 % |
3,814 % |
3,622 % |
|
132 |
6,199 % |
3,998 % |
4,236 % |
4,708 % |
3,817 % |
3,626 % |
|
133 |
6,191 % |
3,999 % |
4,236 % |
4,704 % |
3,820 % |
3,631 % |
|
134 |
6,184 % |
4,001 % |
4,236 % |
4,700 % |
3,823 % |
3,635 % |
|
135 |
6,177 % |
4,002 % |
4,235 % |
4,697 % |
3,826 % |
3,639 % |
|
136 |
6,169 % |
4,004 % |
4,235 % |
4,693 % |
3,828 % |
3,643 % |
|
137 |
6,162 % |
4,005 % |
4,235 % |
4,689 % |
3,831 % |
3,647 % |
|
138 |
6,155 % |
4,006 % |
4,235 % |
4,686 % |
3,834 % |
3,651 % |
|
139 |
6,148 % |
4,008 % |
4,234 % |
4,682 % |
3,836 % |
3,655 % |
|
140 |
6,142 % |
4,009 % |
4,234 % |
4,679 % |
3,839 % |
3,659 % |
|
141 |
6,135 % |
4,011 % |
4,234 % |
4,675 % |
3,841 % |
3,663 % |
|
142 |
6,128 % |
4,012 % |
4,234 % |
4,672 % |
3,844 % |
3,667 % |
|
143 |
6,122 % |
4,013 % |
4,233 % |
4,669 % |
3,846 % |
3,670 % |
|
144 |
6,115 % |
4,015 % |
4,233 % |
4,665 % |
3,849 % |
3,674 % |
|
145 |
6,109 % |
4,016 % |
4,233 % |
4,662 % |
3,851 % |
3,678 % |
|
146 |
6,103 % |
4,017 % |
4,233 % |
4,659 % |
3,854 % |
3,681 % |
|
147 |
6,097 % |
4,018 % |
4,233 % |
4,656 % |
3,856 % |
3,685 % |
|
148 |
6,091 % |
4,020 % |
4,232 % |
4,653 % |
3,858 % |
3,688 % |
|
149 |
6,085 % |
4,021 % |
4,232 % |
4,650 % |
3,861 % |
3,692 % |
|
150 |
6,079 % |
4,022 % |
4,232 % |
4,647 % |
3,863 % |
3,695 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
9,327 % |
0,576 % |
– 0,177 % |
|
2 |
9,372 % |
0,636 % |
– 0,236 % |
|
3 |
9,525 % |
0,710 % |
– 0,260 % |
|
4 |
9,579 % |
0,796 % |
– 0,262 % |
|
5 |
9,609 % |
0,888 % |
– 0,252 % |
|
6 |
9,637 % |
0,979 % |
– 0,234 % |
|
7 |
9,660 % |
1,063 % |
– 0,211 % |
|
8 |
9,675 % |
1,145 % |
– 0,188 % |
|
9 |
9,674 % |
1,217 % |
– 0,165 % |
|
10 |
9,649 % |
1,284 % |
– 0,143 % |
|
11 |
9,597 % |
1,346 % |
– 0,103 % |
|
12 |
9,526 % |
1,404 % |
– 0,098 % |
|
13 |
9,440 % |
1,451 % |
– 0,053 % |
|
14 |
9,345 % |
1,495 % |
– 0,032 % |
|
15 |
9,243 % |
1,536 % |
– 0,037 % |
|
16 |
9,138 % |
1,572 % |
0,005 % |
|
17 |
9,031 % |
1,604 % |
0,021 % |
|
18 |
8,924 % |
1,632 % |
0,035 % |
|
19 |
8,818 % |
1,657 % |
0,048 % |
|
20 |
8,713 % |
1,678 % |
0,028 % |
|
21 |
8,610 % |
1,695 % |
0,019 % |
|
22 |
8,510 % |
1,710 % |
0,025 % |
|
23 |
8,412 % |
1,723 % |
0,036 % |
|
24 |
8,318 % |
1,736 % |
0,047 % |
|
25 |
8,227 % |
1,748 % |
0,053 % |
|
26 |
8,139 % |
1,759 % |
0,051 % |
|
27 |
8,055 % |
1,770 % |
0,047 % |
|
28 |
7,973 % |
1,779 % |
0,046 % |
|
29 |
7,895 % |
1,785 % |
0,051 % |
|
30 |
7,821 % |
1,788 % |
0,066 % |
|
31 |
7,749 % |
1,788 % |
0,091 % |
|
32 |
7,680 % |
1,787 % |
0,125 % |
|
33 |
7,614 % |
1,786 % |
0,166 % |
|
34 |
7,551 % |
1,786 % |
0,211 % |
|
35 |
7,491 % |
1,788 % |
0,259 % |
|
36 |
7,433 % |
1,792 % |
0,309 % |
|
37 |
7,377 % |
1,797 % |
0,361 % |
|
38 |
7,324 % |
1,802 % |
0,413 % |
|
39 |
7,273 % |
1,803 % |
0,465 % |
|
40 |
7,225 % |
1,801 % |
0,517 % |
|
41 |
7,178 % |
1,795 % |
0,569 % |
|
42 |
7,133 % |
1,786 % |
0,619 % |
|
43 |
7,090 % |
1,776 % |
0,669 % |
|
44 |
7,048 % |
1,767 % |
0,718 % |
|
45 |
7,009 % |
1,759 % |
0,765 % |
|
46 |
6,970 % |
1,754 % |
0,812 % |
|
47 |
6,934 % |
1,752 % |
0,857 % |
|
48 |
6,898 % |
1,754 % |
0,901 % |
|
49 |
6,864 % |
1,759 % |
0,944 % |
|
50 |
6,832 % |
1,769 % |
0,985 % |
|
51 |
6,800 % |
1,783 % |
1,025 % |
|
52 |
6,770 % |
1,801 % |
1,064 % |
|
53 |
6,740 % |
1,822 % |
1,102 % |
|
54 |
6,712 % |
1,846 % |
1,139 % |
|
55 |
6,685 % |
1,870 % |
1,175 % |
|
56 |
6,658 % |
1,897 % |
1,209 % |
|
57 |
6,633 % |
1,924 % |
1,243 % |
|
58 |
6,608 % |
1,951 % |
1,275 % |
|
59 |
6,584 % |
1,980 % |
1,307 % |
|
60 |
6,561 % |
2,008 % |
1,337 % |
|
61 |
6,539 % |
2,036 % |
1,367 % |
|
62 |
6,518 % |
2,065 % |
1,396 % |
|
63 |
6,497 % |
2,093 % |
1,424 % |
|
64 |
6,476 % |
2,121 % |
1,451 % |
|
65 |
6,457 % |
2,149 % |
1,477 % |
|
66 |
6,438 % |
2,176 % |
1,503 % |
|
67 |
6,419 % |
2,203 % |
1,528 % |
|
68 |
6,401 % |
2,229 % |
1,552 % |
|
69 |
6,384 % |
2,255 % |
1,575 % |
|
70 |
6,367 % |
2,281 % |
1,598 % |
|
71 |
6,350 % |
2,306 % |
1,621 % |
|
72 |
6,334 % |
2,331 % |
1,642 % |
|
73 |
6,319 % |
2,355 % |
1,663 % |
|
74 |
6,303 % |
2,378 % |
1,684 % |
|
75 |
6,289 % |
2,401 % |
1,704 % |
|
76 |
6,274 % |
2,424 % |
1,723 % |
|
77 |
6,260 % |
2,446 % |
1,742 % |
|
78 |
6,247 % |
2,468 % |
1,761 % |
|
79 |
6,233 % |
2,489 % |
1,779 % |
|
80 |
6,220 % |
2,510 % |
1,796 % |
|
81 |
6,208 % |
2,530 % |
1,814 % |
|
82 |
6,195 % |
2,550 % |
1,830 % |
|
83 |
6,183 % |
2,569 % |
1,847 % |
|
84 |
6,172 % |
2,588 % |
1,863 % |
|
85 |
6,160 % |
2,607 % |
1,878 % |
|
86 |
6,149 % |
2,625 % |
1,894 % |
|
87 |
6,138 % |
2,643 % |
1,909 % |
|
88 |
6,127 % |
2,660 % |
1,923 % |
|
89 |
6,117 % |
2,677 % |
1,937 % |
|
90 |
6,107 % |
2,694 % |
1,951 % |
|
91 |
6,097 % |
2,710 % |
1,965 % |
|
92 |
6,087 % |
2,726 % |
1,978 % |
|
93 |
6,077 % |
2,742 % |
1,991 % |
|
94 |
6,068 % |
2,757 % |
2,004 % |
|
95 |
6,059 % |
2,772 % |
2,017 % |
|
96 |
6,050 % |
2,787 % |
2,029 % |
|
97 |
6,041 % |
2,801 % |
2,041 % |
|
98 |
6,032 % |
2,816 % |
2,053 % |
|
99 |
6,024 % |
2,829 % |
2,064 % |
|
100 |
6,016 % |
2,843 % |
2,075 % |
|
101 |
6,007 % |
2,856 % |
2,087 % |
|
102 |
6,000 % |
2,869 % |
2,097 % |
|
103 |
5,992 % |
2,882 % |
2,108 % |
|
104 |
5,984 % |
2,895 % |
2,118 % |
|
105 |
5,977 % |
2,907 % |
2,129 % |
|
106 |
5,969 % |
2,919 % |
2,139 % |
|
107 |
5,962 % |
2,931 % |
2,149 % |
|
108 |
5,955 % |
2,943 % |
2,158 % |
|
109 |
5,948 % |
2,954 % |
2,168 % |
|
110 |
5,941 % |
2,965 % |
2,177 % |
|
111 |
5,934 % |
2,977 % |
2,186 % |
|
112 |
5,928 % |
2,987 % |
2,195 % |
|
113 |
5,921 % |
2,998 % |
2,204 % |
|
114 |
5,915 % |
3,009 % |
2,213 % |
|
115 |
5,909 % |
3,019 % |
2,221 % |
|
116 |
5,903 % |
3,029 % |
2,230 % |
|
117 |
5,897 % |
3,039 % |
2,238 % |
|
118 |
5,891 % |
3,049 % |
2,246 % |
|
119 |
5,885 % |
3,058 % |
2,254 % |
|
120 |
5,879 % |
3,068 % |
2,262 % |
|
121 |
5,874 % |
3,077 % |
2,270 % |
|
122 |
5,868 % |
3,086 % |
2,277 % |
|
123 |
5,863 % |
3,095 % |
2,285 % |
|
124 |
5,857 % |
3,104 % |
2,292 % |
|
125 |
5,852 % |
3,113 % |
2,299 % |
|
126 |
5,847 % |
3,121 % |
2,306 % |
|
127 |
5,842 % |
3,130 % |
2,313 % |
|
128 |
5,837 % |
3,138 % |
2,320 % |
|
129 |
5,832 % |
3,146 % |
2,327 % |
|
130 |
5,827 % |
3,154 % |
2,334 % |
|
131 |
5,822 % |
3,162 % |
2,340 % |
|
132 |
5,817 % |
3,170 % |
2,347 % |
|
133 |
5,813 % |
3,178 % |
2,353 % |
|
134 |
5,808 % |
3,185 % |
2,360 % |
|
135 |
5,804 % |
3,193 % |
2,366 % |
|
136 |
5,799 % |
3,200 % |
2,372 % |
|
137 |
5,795 % |
3,208 % |
2,378 % |
|
138 |
5,790 % |
3,215 % |
2,384 % |
|
139 |
5,786 % |
3,222 % |
2,390 % |
|
140 |
5,782 % |
3,229 % |
2,395 % |
|
141 |
5,778 % |
3,236 % |
2,401 % |
|
142 |
5,774 % |
3,242 % |
2,407 % |
|
143 |
5,770 % |
3,249 % |
2,412 % |
|
144 |
5,766 % |
3,256 % |
2,418 % |
|
145 |
5,762 % |
3,262 % |
2,423 % |
|
146 |
5,758 % |
3,268 % |
2,428 % |
|
147 |
5,754 % |
3,275 % |
2,434 % |
|
148 |
5,750 % |
3,281 % |
2,439 % |
|
149 |
5,747 % |
3,287 % |
2,444 % |
|
150 |
5,743 % |
3,293 % |
2,449 % |
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 |
34 |
5 |
2 |
435 |
2 |
|
2 |
0 |
0 |
43 |
5 |
2 |
261 |
1 |
|
3 |
0 |
2 |
49 |
5 |
4 |
225 |
1 |
|
4 |
0 |
4 |
52 |
5 |
5 |
197 |
1 |
|
5 |
1 |
5 |
56 |
5 |
7 |
179 |
0 |
|
6 |
2 |
6 |
59 |
5 |
9 |
176 |
0 |
|
7 |
3 |
7 |
62 |
5 |
11 |
172 |
0 |
|
8 |
3 |
8 |
64 |
5 |
13 |
177 |
0 |
|
9 |
4 |
9 |
66 |
5 |
14 |
179 |
0 |
|
10 |
4 |
9 |
68 |
5 |
15 |
182 |
1 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
435 |
4 |
19 |
|
2 |
0 |
0 |
0 |
0 |
261 |
4 |
26 |
|
3 |
2 |
0 |
0 |
0 |
229 |
4 |
29 |
|
4 |
4 |
0 |
0 |
0 |
197 |
4 |
30 |
|
5 |
5 |
0 |
0 |
0 |
179 |
4 |
31 |
|
6 |
6 |
0 |
0 |
0 |
176 |
4 |
32 |
|
7 |
7 |
0 |
0 |
0 |
172 |
4 |
33 |
|
8 |
8 |
1 |
2 |
0 |
177 |
2 |
34 |
|
9 |
9 |
1 |
3 |
0 |
179 |
0 |
34 |
|
10 |
9 |
1 |
3 |
0 |
182 |
4 |
34 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Portugal |
|
1 |
6 |
6 |
6 |
0 |
19 |
0 |
28 |
|
2 |
14 |
13 |
13 |
0 |
26 |
0 |
46 |
|
3 |
18 |
16 |
16 |
0 |
29 |
0 |
51 |
|
4 |
20 |
18 |
18 |
0 |
30 |
0 |
51 |
|
5 |
22 |
20 |
20 |
0 |
31 |
0 |
54 |
|
6 |
23 |
22 |
22 |
0 |
32 |
0 |
56 |
|
7 |
24 |
23 |
23 |
0 |
33 |
0 |
56 |
|
8 |
26 |
24 |
24 |
2 |
34 |
0 |
55 |
|
9 |
27 |
25 |
25 |
3 |
34 |
1 |
52 |
|
10 |
28 |
26 |
26 |
3 |
34 |
1 |
50 |
|
Duration (in years) |
Rumania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
Liechtenstein |
|
1 |
10 |
14 |
21 |
6 |
0 |
0 |
0 |
|
2 |
19 |
18 |
25 |
13 |
0 |
0 |
0 |
|
3 |
21 |
21 |
29 |
16 |
0 |
0 |
0 |
|
4 |
23 |
23 |
34 |
18 |
0 |
0 |
0 |
|
5 |
24 |
24 |
38 |
20 |
0 |
0 |
0 |
|
6 |
26 |
25 |
41 |
22 |
0 |
0 |
0 |
|
7 |
28 |
27 |
43 |
23 |
0 |
0 |
0 |
|
8 |
29 |
28 |
44 |
24 |
0 |
0 |
0 |
|
9 |
31 |
28 |
45 |
25 |
0 |
0 |
0 |
|
10 |
28 |
28 |
44 |
26 |
0 |
0 |
0 |
|
Duration (in years) |
Norway |
Australia |
Brazil |
Canada |
Chile |
China |
Colombia |
|
1 |
0 |
0 |
12 |
0 |
17 |
0 |
10 |
|
2 |
0 |
0 |
12 |
0 |
19 |
0 |
18 |
|
3 |
0 |
0 |
12 |
0 |
18 |
1 |
30 |
|
4 |
0 |
0 |
12 |
0 |
17 |
2 |
39 |
|
5 |
0 |
0 |
12 |
0 |
16 |
3 |
41 |
|
6 |
0 |
0 |
12 |
0 |
15 |
3 |
44 |
|
7 |
0 |
0 |
12 |
0 |
14 |
4 |
47 |
|
8 |
0 |
0 |
12 |
0 |
15 |
8 |
44 |
|
9 |
0 |
0 |
12 |
0 |
16 |
6 |
41 |
|
10 |
0 |
0 |
12 |
0 |
13 |
5 |
44 |
|
Duration (in years) |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
New Zealand |
Russia |
|
1 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
2 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
3 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
4 |
0 |
9 |
0 |
0 |
10 |
0 |
1 |
|
5 |
0 |
9 |
0 |
0 |
10 |
0 |
3 |
|
6 |
0 |
9 |
0 |
0 |
10 |
0 |
6 |
|
7 |
0 |
9 |
0 |
0 |
10 |
0 |
9 |
|
8 |
0 |
9 |
0 |
0 |
10 |
0 |
13 |
|
9 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
10 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
Duration (in years) |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
United States |
|
1 |
0 |
3 |
10 |
0 |
4 |
0 |
|
2 |
0 |
7 |
13 |
0 |
4 |
0 |
|
3 |
0 |
6 |
13 |
0 |
4 |
0 |
|
4 |
0 |
5 |
14 |
0 |
4 |
0 |
|
5 |
0 |
4 |
16 |
0 |
4 |
0 |
|
6 |
0 |
4 |
16 |
0 |
4 |
0 |
|
7 |
0 |
6 |
16 |
0 |
4 |
0 |
|
8 |
0 |
7 |
16 |
0 |
4 |
0 |
|
9 |
0 |
7 |
16 |
0 |
4 |
0 |
|
10 |
0 |
8 |
16 |
0 |
4 |
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 |
22 |
49 |
131 |
245 |
597 |
1 504 |
|
2 |
6 |
22 |
49 |
131 |
245 |
597 |
1 199 |
|
3 |
7 |
24 |
49 |
122 |
241 |
594 |
965 |
|
4 |
8 |
26 |
52 |
124 |
240 |
592 |
788 |
|
5 |
10 |
29 |
57 |
126 |
239 |
592 |
653 |
|
6 |
11 |
32 |
61 |
131 |
239 |
592 |
592 |
|
7 |
12 |
34 |
63 |
133 |
239 |
592 |
592 |
|
8 |
12 |
35 |
62 |
130 |
239 |
592 |
592 |
|
9 |
12 |
36 |
62 |
129 |
239 |
592 |
592 |
|
10 |
13 |
37 |
62 |
129 |
239 |
592 |
592 |
|
11 |
13 |
38 |
62 |
129 |
239 |
592 |
592 |
|
12 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
13 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
14 |
14 |
40 |
62 |
129 |
239 |
592 |
592 |
|
15 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
16 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
17 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
18 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
19 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
20 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
21 |
15 |
39 |
62 |
129 |
239 |
592 |
592 |
|
22 |
15 |
39 |
62 |
129 |
239 |
592 |
592 |
|
23 |
16 |
39 |
62 |
129 |
239 |
592 |
592 |
|
24 |
16 |
39 |
62 |
129 |
239 |
592 |
592 |
|
25 |
17 |
39 |
62 |
129 |
239 |
592 |
592 |
|
26 |
18 |
40 |
62 |
129 |
239 |
592 |
592 |
|
27 |
19 |
40 |
62 |
129 |
239 |
592 |
592 |
|
28 |
19 |
40 |
62 |
129 |
239 |
592 |
592 |
|
29 |
19 |
40 |
62 |
129 |
239 |
592 |
592 |
|
30 |
20 |
40 |
62 |
129 |
239 |
592 |
592 |
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 |
10 |
26 |
53 |
135 |
249 |
602 |
1 513 |
|
2 |
12 |
28 |
55 |
137 |
251 |
604 |
1 207 |
|
3 |
14 |
31 |
56 |
129 |
248 |
600 |
972 |
|
4 |
15 |
33 |
59 |
130 |
246 |
599 |
793 |
|
5 |
16 |
36 |
64 |
133 |
246 |
599 |
657 |
|
6 |
17 |
38 |
67 |
137 |
245 |
598 |
598 |
|
7 |
18 |
39 |
68 |
138 |
245 |
598 |
598 |
|
8 |
17 |
40 |
67 |
135 |
244 |
597 |
597 |
|
9 |
17 |
40 |
66 |
134 |
244 |
597 |
597 |
|
10 |
17 |
41 |
66 |
133 |
244 |
596 |
596 |
|
11 |
17 |
41 |
66 |
132 |
243 |
596 |
596 |
|
12 |
17 |
42 |
65 |
132 |
243 |
595 |
595 |
|
13 |
17 |
42 |
65 |
131 |
242 |
595 |
595 |
|
14 |
16 |
42 |
64 |
131 |
241 |
594 |
594 |
|
15 |
16 |
41 |
64 |
130 |
241 |
594 |
594 |
|
16 |
15 |
40 |
63 |
130 |
240 |
593 |
593 |
|
17 |
15 |
40 |
63 |
129 |
240 |
593 |
593 |
|
18 |
15 |
40 |
63 |
129 |
240 |
593 |
593 |
|
19 |
15 |
40 |
63 |
129 |
240 |
593 |
593 |
|
20 |
15 |
40 |
63 |
129 |
240 |
593 |
593 |
|
21 |
15 |
41 |
63 |
130 |
241 |
593 |
593 |
|
22 |
16 |
41 |
64 |
130 |
241 |
594 |
594 |
|
23 |
16 |
41 |
64 |
130 |
241 |
594 |
594 |
|
24 |
16 |
41 |
64 |
130 |
241 |
594 |
594 |
|
25 |
17 |
41 |
64 |
130 |
241 |
594 |
594 |
|
26 |
18 |
41 |
64 |
130 |
241 |
594 |
594 |
|
27 |
19 |
41 |
64 |
130 |
241 |
594 |
594 |
|
28 |
19 |
41 |
64 |
130 |
241 |
594 |
594 |
|
29 |
20 |
41 |
64 |
130 |
241 |
594 |
594 |
|
30 |
20 |
41 |
64 |
130 |
241 |
594 |
594 |
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 |
21 |
48 |
131 |
244 |
597 |
1 504 |
|
2 |
6 |
21 |
48 |
131 |
244 |
597 |
1 199 |
|
3 |
7 |
24 |
49 |
122 |
241 |
593 |
965 |
|
4 |
8 |
26 |
52 |
123 |
239 |
592 |
788 |
|
5 |
9 |
29 |
57 |
126 |
239 |
592 |
653 |
|
6 |
11 |
31 |
61 |
130 |
239 |
592 |
592 |
|
7 |
12 |
34 |
63 |
132 |
239 |
592 |
592 |
|
8 |
12 |
35 |
62 |
130 |
239 |
592 |
592 |
|
9 |
12 |
35 |
62 |
129 |
239 |
592 |
592 |
|
10 |
13 |
37 |
62 |
129 |
239 |
592 |
592 |
|
11 |
13 |
38 |
62 |
129 |
239 |
592 |
592 |
|
12 |
14 |
38 |
62 |
129 |
239 |
592 |
592 |
|
13 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
14 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
15 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
16 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
17 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
18 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
19 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
20 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
21 |
15 |
39 |
62 |
129 |
239 |
592 |
592 |
|
22 |
15 |
39 |
62 |
129 |
239 |
592 |
592 |
|
23 |
16 |
39 |
62 |
129 |
239 |
592 |
592 |
|
24 |
16 |
39 |
62 |
129 |
239 |
592 |
592 |
|
25 |
17 |
39 |
62 |
129 |
239 |
592 |
592 |
|
26 |
18 |
39 |
62 |
129 |
239 |
592 |
592 |
|
27 |
19 |
39 |
62 |
129 |
239 |
592 |
592 |
|
28 |
19 |
39 |
62 |
129 |
239 |
592 |
592 |
|
29 |
19 |
39 |
62 |
129 |
239 |
592 |
592 |
|
30 |
20 |
39 |
62 |
129 |
239 |
592 |
592 |
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 |
89 |
104 |
132 |
214 |
327 |
680 |
1 533 |
|
2 |
83 |
99 |
126 |
208 |
322 |
675 |
1 227 |
|
3 |
87 |
104 |
130 |
202 |
321 |
674 |
992 |
|
4 |
85 |
104 |
129 |
201 |
317 |
669 |
812 |
|
5 |
84 |
103 |
132 |
200 |
313 |
666 |
674 |
|
6 |
82 |
103 |
132 |
202 |
311 |
664 |
664 |
|
7 |
81 |
103 |
131 |
201 |
308 |
661 |
661 |
|
8 |
79 |
102 |
129 |
198 |
307 |
660 |
660 |
|
9 |
78 |
101 |
128 |
195 |
305 |
658 |
658 |
|
10 |
74 |
98 |
124 |
190 |
301 |
654 |
654 |
|
11 |
72 |
96 |
121 |
187 |
298 |
651 |
651 |
|
12 |
71 |
95 |
119 |
185 |
296 |
649 |
649 |
|
13 |
70 |
95 |
118 |
185 |
295 |
648 |
648 |
|
14 |
70 |
95 |
117 |
184 |
295 |
648 |
648 |
|
15 |
69 |
94 |
117 |
183 |
294 |
647 |
647 |
|
16 |
68 |
93 |
116 |
183 |
293 |
646 |
646 |
|
17 |
68 |
93 |
116 |
182 |
293 |
646 |
646 |
|
18 |
67 |
92 |
115 |
181 |
292 |
645 |
645 |
|
19 |
66 |
91 |
114 |
180 |
291 |
644 |
644 |
|
20 |
65 |
90 |
113 |
180 |
290 |
643 |
643 |
|
21 |
64 |
90 |
112 |
179 |
290 |
642 |
642 |
|
22 |
64 |
89 |
111 |
178 |
289 |
642 |
642 |
|
23 |
63 |
88 |
110 |
177 |
288 |
641 |
641 |
|
24 |
61 |
87 |
109 |
176 |
287 |
640 |
640 |
|
25 |
60 |
86 |
108 |
175 |
286 |
638 |
638 |
|
26 |
59 |
85 |
107 |
174 |
284 |
637 |
637 |
|
27 |
58 |
83 |
106 |
173 |
283 |
636 |
636 |
|
28 |
57 |
82 |
105 |
172 |
282 |
635 |
635 |
|
29 |
56 |
81 |
104 |
170 |
281 |
634 |
634 |
|
30 |
55 |
80 |
103 |
169 |
280 |
633 |
633 |
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 |
26 |
53 |
135 |
249 |
602 |
1 496 |
|
2 |
12 |
28 |
55 |
137 |
251 |
603 |
1 194 |
|
3 |
14 |
31 |
57 |
129 |
248 |
601 |
962 |
|
4 |
16 |
34 |
60 |
131 |
247 |
600 |
787 |
|
5 |
17 |
37 |
65 |
134 |
247 |
600 |
653 |
|
6 |
18 |
39 |
68 |
138 |
247 |
600 |
600 |
|
7 |
19 |
41 |
70 |
140 |
246 |
599 |
599 |
|
8 |
19 |
41 |
69 |
137 |
246 |
599 |
599 |
|
9 |
18 |
42 |
68 |
135 |
245 |
598 |
598 |
|
10 |
18 |
42 |
67 |
134 |
245 |
598 |
598 |
|
11 |
18 |
43 |
67 |
134 |
244 |
597 |
597 |
|
12 |
18 |
43 |
67 |
133 |
244 |
597 |
597 |
|
13 |
18 |
43 |
66 |
133 |
243 |
596 |
596 |
|
14 |
18 |
43 |
66 |
132 |
243 |
596 |
596 |
|
15 |
17 |
43 |
65 |
132 |
243 |
595 |
595 |
|
16 |
17 |
42 |
65 |
131 |
242 |
595 |
595 |
|
17 |
16 |
42 |
64 |
131 |
242 |
595 |
595 |
|
18 |
16 |
41 |
64 |
131 |
241 |
594 |
594 |
|
19 |
16 |
41 |
64 |
131 |
241 |
594 |
594 |
|
20 |
17 |
42 |
65 |
131 |
242 |
595 |
595 |
|
21 |
17 |
42 |
65 |
131 |
242 |
595 |
595 |
|
22 |
17 |
42 |
65 |
132 |
242 |
595 |
595 |
|
23 |
17 |
43 |
65 |
132 |
243 |
595 |
595 |
|
24 |
17 |
43 |
65 |
132 |
243 |
596 |
596 |
|
25 |
18 |
43 |
65 |
132 |
243 |
596 |
596 |
|
26 |
18 |
43 |
65 |
132 |
243 |
596 |
596 |
|
27 |
19 |
43 |
65 |
132 |
243 |
596 |
596 |
|
28 |
19 |
43 |
65 |
132 |
243 |
596 |
596 |
|
29 |
20 |
43 |
65 |
132 |
243 |
596 |
596 |
|
30 |
21 |
43 |
65 |
132 |
243 |
595 |
595 |
2.6. Kuna
|
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 |
69 |
96 |
179 |
292 |
645 |
1 544 |
|
2 |
57 |
73 |
100 |
182 |
296 |
649 |
1 238 |
|
3 |
63 |
80 |
105 |
178 |
297 |
649 |
1 001 |
|
4 |
66 |
84 |
110 |
182 |
297 |
650 |
819 |
|
5 |
68 |
88 |
116 |
185 |
298 |
651 |
681 |
|
6 |
69 |
90 |
119 |
189 |
298 |
650 |
650 |
|
7 |
69 |
91 |
120 |
190 |
297 |
650 |
650 |
|
8 |
68 |
91 |
118 |
186 |
295 |
648 |
648 |
|
9 |
67 |
90 |
116 |
183 |
294 |
647 |
647 |
|
10 |
65 |
89 |
115 |
181 |
292 |
645 |
645 |
|
11 |
64 |
89 |
113 |
180 |
290 |
643 |
643 |
|
12 |
63 |
88 |
112 |
178 |
289 |
642 |
642 |
|
13 |
62 |
87 |
110 |
176 |
287 |
640 |
640 |
|
14 |
61 |
86 |
108 |
175 |
286 |
639 |
639 |
|
15 |
59 |
84 |
107 |
174 |
284 |
637 |
637 |
|
16 |
58 |
83 |
106 |
172 |
283 |
636 |
636 |
|
17 |
57 |
82 |
105 |
171 |
282 |
635 |
635 |
|
18 |
56 |
81 |
104 |
171 |
281 |
634 |
634 |
|
19 |
55 |
81 |
103 |
170 |
281 |
633 |
633 |
|
20 |
55 |
80 |
103 |
169 |
280 |
633 |
633 |
|
21 |
54 |
79 |
102 |
168 |
279 |
632 |
632 |
|
22 |
53 |
78 |
101 |
168 |
278 |
631 |
631 |
|
23 |
52 |
78 |
100 |
167 |
278 |
630 |
630 |
|
24 |
52 |
77 |
99 |
166 |
277 |
630 |
630 |
|
25 |
51 |
76 |
99 |
165 |
276 |
629 |
629 |
|
26 |
50 |
75 |
98 |
164 |
275 |
628 |
628 |
|
27 |
49 |
74 |
97 |
163 |
274 |
627 |
627 |
|
28 |
48 |
73 |
96 |
162 |
273 |
626 |
626 |
|
29 |
47 |
72 |
95 |
162 |
272 |
625 |
625 |
|
30 |
46 |
72 |
94 |
161 |
272 |
624 |
624 |
2.7. 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 |
21 |
48 |
130 |
244 |
597 |
1 503 |
|
2 |
5 |
21 |
48 |
130 |
244 |
597 |
1 198 |
|
3 |
6 |
23 |
49 |
121 |
240 |
593 |
964 |
|
4 |
7 |
26 |
51 |
123 |
239 |
592 |
787 |
|
5 |
9 |
28 |
57 |
125 |
239 |
591 |
652 |
|
6 |
10 |
31 |
60 |
130 |
239 |
591 |
591 |
|
7 |
11 |
33 |
62 |
132 |
239 |
591 |
591 |
|
8 |
11 |
34 |
61 |
129 |
239 |
591 |
591 |
|
9 |
11 |
35 |
61 |
128 |
239 |
591 |
591 |
|
10 |
12 |
36 |
61 |
128 |
239 |
591 |
591 |
|
11 |
12 |
37 |
61 |
128 |
239 |
591 |
591 |
|
12 |
13 |
38 |
61 |
128 |
239 |
591 |
591 |
|
13 |
13 |
38 |
61 |
128 |
239 |
591 |
591 |
|
14 |
13 |
39 |
61 |
128 |
239 |
591 |
591 |
|
15 |
13 |
39 |
61 |
128 |
239 |
591 |
591 |
|
16 |
13 |
39 |
61 |
128 |
239 |
591 |
591 |
|
17 |
13 |
39 |
61 |
128 |
239 |
591 |
591 |
|
18 |
13 |
39 |
61 |
128 |
239 |
591 |
591 |
|
19 |
13 |
39 |
61 |
128 |
239 |
591 |
591 |
|
20 |
14 |
39 |
61 |
128 |
239 |
591 |
591 |
|
21 |
15 |
39 |
61 |
128 |
239 |
591 |
591 |
|
22 |
15 |
39 |
61 |
128 |
239 |
591 |
591 |
|
23 |
16 |
39 |
61 |
128 |
239 |
591 |
591 |
|
24 |
16 |
39 |
61 |
128 |
239 |
591 |
591 |
|
25 |
17 |
39 |
61 |
128 |
239 |
592 |
592 |
|
26 |
18 |
39 |
61 |
128 |
239 |
592 |
592 |
|
27 |
19 |
39 |
61 |
128 |
239 |
592 |
592 |
|
28 |
19 |
39 |
61 |
128 |
239 |
592 |
592 |
|
29 |
19 |
39 |
61 |
128 |
239 |
592 |
592 |
|
30 |
20 |
39 |
61 |
128 |
239 |
592 |
592 |
2.8. 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 |
25 |
59 |
162 |
263 |
616 |
1 521 |
|
2 |
7 |
25 |
59 |
162 |
263 |
616 |
1 212 |
|
3 |
8 |
28 |
58 |
145 |
259 |
612 |
975 |
|
4 |
9 |
30 |
60 |
133 |
257 |
610 |
796 |
|
5 |
10 |
31 |
60 |
119 |
256 |
609 |
660 |
|
6 |
13 |
35 |
63 |
110 |
255 |
607 |
607 |
|
7 |
15 |
37 |
63 |
101 |
253 |
606 |
606 |
|
8 |
15 |
38 |
61 |
94 |
252 |
605 |
605 |
|
9 |
18 |
45 |
64 |
88 |
251 |
604 |
604 |
|
10 |
17 |
44 |
62 |
83 |
250 |
603 |
603 |
|
11 |
16 |
43 |
60 |
82 |
250 |
602 |
602 |
|
12 |
16 |
43 |
60 |
82 |
249 |
602 |
602 |
|
13 |
16 |
43 |
60 |
82 |
248 |
601 |
601 |
|
14 |
16 |
44 |
60 |
82 |
247 |
600 |
600 |
|
15 |
16 |
44 |
60 |
82 |
246 |
599 |
599 |
|
16 |
16 |
44 |
60 |
82 |
245 |
598 |
598 |
|
17 |
16 |
44 |
60 |
82 |
244 |
597 |
597 |
|
18 |
16 |
44 |
60 |
82 |
243 |
596 |
596 |
|
19 |
16 |
44 |
60 |
82 |
243 |
596 |
596 |
|
20 |
16 |
44 |
60 |
82 |
244 |
597 |
597 |
|
21 |
16 |
44 |
60 |
82 |
244 |
597 |
597 |
|
22 |
16 |
44 |
60 |
82 |
244 |
597 |
597 |
|
23 |
16 |
44 |
60 |
82 |
244 |
596 |
596 |
|
24 |
16 |
44 |
60 |
82 |
243 |
596 |
596 |
|
25 |
17 |
44 |
60 |
82 |
243 |
596 |
596 |
|
26 |
18 |
44 |
60 |
82 |
242 |
595 |
595 |
|
27 |
19 |
44 |
60 |
82 |
242 |
595 |
595 |
|
28 |
19 |
44 |
60 |
82 |
242 |
594 |
594 |
|
29 |
19 |
44 |
60 |
82 |
241 |
594 |
594 |
|
30 |
20 |
44 |
60 |
82 |
241 |
594 |
594 |
2.9. 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 |
90 |
106 |
133 |
215 |
329 |
682 |
1 529 |
|
2 |
87 |
103 |
130 |
212 |
326 |
679 |
1 227 |
|
3 |
85 |
103 |
128 |
201 |
319 |
672 |
994 |
|
4 |
84 |
102 |
128 |
199 |
315 |
668 |
815 |
|
5 |
82 |
102 |
130 |
199 |
312 |
665 |
678 |
|
6 |
81 |
102 |
131 |
201 |
309 |
662 |
662 |
|
7 |
79 |
101 |
129 |
199 |
306 |
659 |
659 |
|
8 |
76 |
99 |
126 |
194 |
303 |
656 |
656 |
|
9 |
74 |
97 |
123 |
190 |
301 |
654 |
654 |
|
10 |
72 |
96 |
121 |
188 |
299 |
652 |
652 |
|
11 |
71 |
95 |
120 |
186 |
297 |
650 |
650 |
|
12 |
70 |
94 |
118 |
184 |
295 |
648 |
648 |
|
13 |
68 |
93 |
116 |
183 |
293 |
646 |
646 |
|
14 |
67 |
92 |
115 |
181 |
292 |
645 |
645 |
|
15 |
65 |
90 |
113 |
180 |
290 |
643 |
643 |
|
16 |
64 |
89 |
112 |
178 |
289 |
642 |
642 |
|
17 |
63 |
88 |
111 |
177 |
288 |
641 |
641 |
|
18 |
62 |
87 |
110 |
176 |
287 |
640 |
640 |
|
19 |
61 |
86 |
109 |
175 |
286 |
639 |
639 |
|
20 |
60 |
85 |
108 |
174 |
285 |
638 |
638 |
|
21 |
59 |
84 |
107 |
173 |
284 |
637 |
637 |
|
22 |
58 |
83 |
106 |
173 |
283 |
636 |
636 |
|
23 |
57 |
82 |
105 |
172 |
282 |
635 |
635 |
|
24 |
56 |
81 |
104 |
170 |
281 |
634 |
634 |
|
25 |
55 |
80 |
103 |
169 |
280 |
633 |
633 |
|
26 |
54 |
79 |
102 |
168 |
279 |
632 |
632 |
|
27 |
53 |
78 |
101 |
167 |
278 |
631 |
631 |
|
28 |
52 |
77 |
100 |
166 |
277 |
630 |
630 |
|
29 |
51 |
76 |
99 |
166 |
276 |
629 |
629 |
|
30 |
50 |
75 |
98 |
165 |
275 |
628 |
628 |
2.10. 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 |
62 |
77 |
104 |
187 |
300 |
653 |
1 548 |
|
2 |
60 |
76 |
103 |
185 |
299 |
652 |
1 235 |
|
3 |
59 |
77 |
102 |
175 |
293 |
646 |
996 |
|
4 |
59 |
77 |
103 |
175 |
291 |
643 |
814 |
|
5 |
58 |
78 |
106 |
175 |
288 |
641 |
676 |
|
6 |
57 |
78 |
107 |
177 |
286 |
639 |
639 |
|
7 |
57 |
79 |
107 |
177 |
284 |
637 |
637 |
|
8 |
55 |
78 |
105 |
173 |
282 |
635 |
635 |
|
9 |
53 |
77 |
103 |
170 |
280 |
633 |
633 |
|
10 |
52 |
76 |
102 |
168 |
279 |
632 |
632 |
|
11 |
52 |
76 |
101 |
167 |
278 |
631 |
631 |
|
12 |
52 |
76 |
100 |
166 |
277 |
630 |
630 |
|
13 |
51 |
76 |
99 |
166 |
276 |
629 |
629 |
|
14 |
51 |
76 |
99 |
165 |
276 |
629 |
629 |
|
15 |
50 |
75 |
98 |
164 |
275 |
628 |
628 |
|
16 |
49 |
74 |
97 |
163 |
274 |
627 |
627 |
|
17 |
48 |
73 |
96 |
163 |
273 |
626 |
626 |
|
18 |
47 |
73 |
95 |
162 |
273 |
625 |
625 |
|
19 |
47 |
72 |
95 |
161 |
272 |
625 |
625 |
|
20 |
47 |
72 |
95 |
161 |
272 |
625 |
625 |
|
21 |
46 |
72 |
94 |
161 |
272 |
624 |
624 |
|
22 |
46 |
71 |
94 |
160 |
271 |
624 |
624 |
|
23 |
45 |
71 |
93 |
160 |
271 |
624 |
624 |
|
24 |
45 |
70 |
93 |
159 |
270 |
623 |
623 |
|
25 |
44 |
69 |
92 |
159 |
269 |
622 |
622 |
|
26 |
44 |
69 |
91 |
158 |
269 |
622 |
622 |
|
27 |
43 |
68 |
91 |
157 |
268 |
621 |
621 |
|
28 |
42 |
67 |
90 |
157 |
267 |
620 |
620 |
|
29 |
42 |
67 |
89 |
156 |
267 |
620 |
620 |
|
30 |
41 |
66 |
89 |
155 |
266 |
619 |
619 |
2.11. Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
47 |
74 |
156 |
270 |
622 |
1 528 |
|
2 |
31 |
47 |
74 |
156 |
270 |
623 |
1 219 |
|
3 |
31 |
48 |
74 |
147 |
265 |
618 |
982 |
|
4 |
31 |
50 |
76 |
147 |
263 |
616 |
801 |
|
5 |
32 |
52 |
80 |
149 |
262 |
615 |
664 |
|
6 |
33 |
53 |
83 |
152 |
261 |
614 |
614 |
|
7 |
33 |
55 |
83 |
153 |
260 |
613 |
613 |
|
8 |
32 |
55 |
82 |
150 |
259 |
612 |
612 |
|
9 |
31 |
55 |
81 |
148 |
259 |
612 |
612 |
|
10 |
31 |
55 |
81 |
147 |
258 |
611 |
611 |
|
11 |
31 |
55 |
80 |
146 |
257 |
610 |
610 |
|
12 |
31 |
55 |
79 |
146 |
256 |
609 |
609 |
|
13 |
30 |
55 |
78 |
145 |
255 |
608 |
608 |
|
14 |
30 |
55 |
77 |
144 |
255 |
608 |
608 |
|
15 |
29 |
54 |
77 |
143 |
254 |
607 |
607 |
|
16 |
28 |
53 |
76 |
142 |
253 |
606 |
606 |
|
17 |
27 |
52 |
75 |
142 |
252 |
605 |
605 |
|
18 |
27 |
52 |
75 |
141 |
252 |
605 |
605 |
|
19 |
26 |
51 |
74 |
141 |
251 |
604 |
604 |
|
20 |
26 |
52 |
74 |
141 |
252 |
604 |
604 |
|
21 |
26 |
52 |
74 |
141 |
252 |
604 |
604 |
|
22 |
26 |
52 |
74 |
141 |
251 |
604 |
604 |
|
23 |
26 |
51 |
74 |
141 |
251 |
604 |
604 |
|
24 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
|
25 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
|
26 |
26 |
51 |
73 |
140 |
251 |
604 |
604 |
|
27 |
25 |
51 |
73 |
140 |
250 |
603 |
603 |
|
28 |
25 |
50 |
73 |
139 |
250 |
603 |
603 |
|
29 |
25 |
50 |
73 |
139 |
250 |
603 |
603 |
|
30 |
25 |
50 |
72 |
139 |
250 |
603 |
603 |
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 |
5 |
27 |
110 |
223 |
576 |
1 489 |
|
2 |
1 |
6 |
28 |
111 |
224 |
577 |
1 186 |
|
3 |
2 |
6 |
30 |
102 |
221 |
574 |
955 |
|
4 |
2 |
8 |
32 |
104 |
220 |
573 |
780 |
|
5 |
3 |
9 |
38 |
106 |
220 |
573 |
646 |
|
6 |
4 |
12 |
41 |
111 |
220 |
573 |
573 |
|
7 |
5 |
14 |
43 |
113 |
220 |
572 |
572 |
|
8 |
6 |
15 |
42 |
110 |
220 |
572 |
572 |
|
9 |
6 |
16 |
42 |
109 |
220 |
572 |
572 |
|
10 |
7 |
17 |
42 |
109 |
220 |
572 |
572 |
|
11 |
8 |
19 |
44 |
110 |
221 |
574 |
574 |
|
12 |
9 |
19 |
42 |
109 |
219 |
572 |
572 |
|
13 |
9 |
20 |
43 |
110 |
221 |
574 |
574 |
|
14 |
10 |
21 |
43 |
110 |
220 |
573 |
573 |
|
15 |
10 |
19 |
42 |
108 |
219 |
572 |
572 |
|
16 |
12 |
18 |
41 |
107 |
218 |
571 |
571 |
|
17 |
12 |
19 |
41 |
107 |
218 |
571 |
571 |
|
18 |
13 |
19 |
41 |
107 |
218 |
571 |
571 |
|
19 |
13 |
20 |
41 |
108 |
218 |
571 |
571 |
|
20 |
13 |
21 |
42 |
108 |
219 |
572 |
572 |
|
21 |
15 |
22 |
42 |
109 |
220 |
573 |
573 |
|
22 |
15 |
22 |
43 |
109 |
220 |
573 |
573 |
|
23 |
16 |
23 |
43 |
109 |
220 |
573 |
573 |
|
24 |
16 |
25 |
43 |
109 |
220 |
573 |
573 |
|
25 |
17 |
25 |
44 |
109 |
220 |
573 |
573 |
|
26 |
17 |
26 |
45 |
109 |
220 |
573 |
573 |
|
27 |
18 |
26 |
47 |
109 |
220 |
573 |
573 |
|
28 |
19 |
27 |
49 |
109 |
220 |
573 |
573 |
|
29 |
19 |
28 |
50 |
109 |
220 |
573 |
573 |
|
30 |
20 |
29 |
51 |
109 |
220 |
573 |
573 |
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 |
47 |
63 |
90 |
172 |
286 |
639 |
1 555 |
|
2 |
47 |
63 |
90 |
172 |
286 |
639 |
1 239 |
|
3 |
48 |
65 |
90 |
163 |
282 |
635 |
998 |
|
4 |
48 |
67 |
92 |
164 |
280 |
633 |
814 |
|
5 |
49 |
68 |
96 |
165 |
278 |
631 |
675 |
|
6 |
49 |
69 |
99 |
168 |
277 |
630 |
630 |
|
7 |
49 |
71 |
99 |
169 |
276 |
629 |
629 |
|
8 |
48 |
70 |
98 |
166 |
275 |
628 |
628 |
|
9 |
47 |
70 |
96 |
163 |
274 |
627 |
627 |
|
10 |
46 |
70 |
96 |
162 |
273 |
626 |
626 |
|
11 |
46 |
70 |
95 |
161 |
272 |
625 |
625 |
|
12 |
46 |
70 |
94 |
161 |
271 |
624 |
624 |
|
13 |
45 |
70 |
93 |
160 |
271 |
623 |
623 |
|
14 |
45 |
70 |
93 |
159 |
270 |
623 |
623 |
|
15 |
44 |
69 |
92 |
158 |
269 |
622 |
622 |
|
16 |
43 |
68 |
91 |
157 |
268 |
621 |
621 |
|
17 |
42 |
68 |
90 |
157 |
268 |
620 |
620 |
|
18 |
42 |
67 |
90 |
156 |
267 |
620 |
620 |
|
19 |
41 |
66 |
89 |
156 |
266 |
619 |
619 |
|
20 |
41 |
66 |
89 |
156 |
266 |
619 |
619 |
|
21 |
41 |
66 |
89 |
155 |
266 |
619 |
619 |
|
22 |
41 |
66 |
89 |
155 |
266 |
619 |
619 |
|
23 |
40 |
65 |
88 |
155 |
265 |
618 |
618 |
|
24 |
40 |
65 |
88 |
154 |
265 |
618 |
618 |
|
25 |
39 |
64 |
87 |
154 |
264 |
617 |
617 |
|
26 |
39 |
64 |
86 |
153 |
264 |
617 |
617 |
|
27 |
38 |
63 |
86 |
152 |
263 |
616 |
616 |
|
28 |
37 |
63 |
85 |
152 |
263 |
615 |
615 |
|
29 |
37 |
62 |
85 |
151 |
262 |
615 |
615 |
|
30 |
36 |
61 |
84 |
151 |
261 |
614 |
614 |
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 |
14 |
30 |
57 |
139 |
253 |
605 |
1 540 |
|
2 |
18 |
34 |
61 |
143 |
257 |
610 |
1 229 |
|
3 |
22 |
40 |
65 |
138 |
257 |
609 |
991 |
|
4 |
26 |
45 |
70 |
142 |
258 |
611 |
810 |
|
5 |
29 |
49 |
77 |
146 |
259 |
612 |
671 |
|
6 |
28 |
49 |
78 |
148 |
257 |
610 |
610 |
|
7 |
34 |
56 |
84 |
154 |
261 |
614 |
614 |
|
8 |
32 |
55 |
82 |
151 |
260 |
612 |
612 |
|
9 |
33 |
57 |
83 |
150 |
261 |
613 |
613 |
|
10 |
35 |
59 |
85 |
151 |
262 |
615 |
615 |
|
11 |
37 |
62 |
86 |
153 |
263 |
616 |
616 |
|
12 |
39 |
63 |
87 |
153 |
264 |
617 |
617 |
|
13 |
39 |
64 |
87 |
154 |
265 |
618 |
618 |
|
14 |
40 |
65 |
88 |
154 |
265 |
618 |
618 |
|
15 |
40 |
65 |
88 |
155 |
265 |
618 |
618 |
|
16 |
39 |
65 |
87 |
154 |
265 |
618 |
618 |
|
17 |
39 |
65 |
87 |
154 |
265 |
618 |
618 |
|
18 |
39 |
64 |
87 |
153 |
264 |
617 |
617 |
|
19 |
38 |
63 |
86 |
153 |
263 |
616 |
616 |
|
20 |
38 |
63 |
86 |
153 |
263 |
616 |
616 |
|
21 |
38 |
63 |
86 |
153 |
263 |
616 |
616 |
|
22 |
38 |
63 |
86 |
152 |
263 |
616 |
616 |
|
23 |
38 |
63 |
85 |
152 |
263 |
616 |
616 |
|
24 |
37 |
62 |
85 |
152 |
262 |
615 |
615 |
|
25 |
37 |
62 |
85 |
151 |
262 |
615 |
615 |
|
26 |
36 |
61 |
84 |
151 |
261 |
614 |
614 |
|
27 |
36 |
61 |
84 |
150 |
261 |
614 |
614 |
|
28 |
35 |
60 |
83 |
150 |
260 |
613 |
613 |
|
29 |
35 |
60 |
83 |
149 |
260 |
613 |
613 |
|
30 |
34 |
59 |
82 |
149 |
259 |
612 |
612 |
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 |
13 |
29 |
56 |
138 |
251 |
604 |
1 527 |
|
2 |
14 |
30 |
57 |
139 |
253 |
606 |
1 218 |
|
3 |
16 |
33 |
59 |
132 |
250 |
603 |
980 |
|
4 |
18 |
36 |
62 |
134 |
250 |
602 |
800 |
|
5 |
20 |
39 |
68 |
136 |
249 |
602 |
663 |
|
6 |
21 |
42 |
71 |
141 |
250 |
603 |
603 |
|
7 |
22 |
44 |
73 |
143 |
250 |
603 |
603 |
|
8 |
22 |
45 |
72 |
141 |
250 |
603 |
603 |
|
9 |
23 |
46 |
72 |
139 |
250 |
603 |
603 |
|
10 |
23 |
47 |
73 |
139 |
250 |
603 |
603 |
|
11 |
24 |
49 |
73 |
140 |
250 |
603 |
603 |
|
12 |
25 |
50 |
73 |
140 |
251 |
603 |
603 |
|
13 |
25 |
51 |
74 |
140 |
251 |
604 |
604 |
|
14 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
|
15 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
|
16 |
26 |
51 |
73 |
140 |
251 |
604 |
604 |
|
17 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
|
18 |
25 |
51 |
73 |
140 |
251 |
604 |
604 |
|
19 |
25 |
51 |
73 |
140 |
251 |
604 |
604 |
|
20 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
|
21 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
|
22 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
|
23 |
25 |
51 |
73 |
140 |
251 |
604 |
604 |
|
24 |
25 |
50 |
73 |
140 |
250 |
603 |
603 |
|
25 |
25 |
50 |
73 |
139 |
250 |
603 |
603 |
|
26 |
25 |
50 |
72 |
139 |
250 |
603 |
603 |
|
27 |
24 |
50 |
72 |
139 |
249 |
602 |
602 |
|
28 |
24 |
49 |
72 |
138 |
249 |
602 |
602 |
|
29 |
24 |
49 |
72 |
138 |
249 |
602 |
602 |
|
30 |
23 |
49 |
71 |
138 |
249 |
601 |
601 |
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 |
49 |
65 |
92 |
174 |
288 |
641 |
1 589 |
|
2 |
52 |
68 |
95 |
177 |
291 |
644 |
1 267 |
|
3 |
56 |
73 |
99 |
172 |
290 |
643 |
1 022 |
|
4 |
58 |
77 |
102 |
174 |
290 |
643 |
835 |
|
5 |
60 |
80 |
108 |
177 |
290 |
643 |
692 |
|
6 |
62 |
83 |
112 |
182 |
291 |
644 |
644 |
|
7 |
63 |
85 |
113 |
183 |
290 |
643 |
643 |
|
8 |
62 |
85 |
112 |
181 |
290 |
643 |
643 |
|
9 |
62 |
86 |
112 |
179 |
289 |
642 |
642 |
|
10 |
63 |
87 |
112 |
179 |
289 |
642 |
642 |
|
11 |
63 |
87 |
112 |
178 |
289 |
642 |
642 |
|
12 |
62 |
87 |
111 |
177 |
288 |
641 |
641 |
|
13 |
62 |
87 |
110 |
177 |
287 |
640 |
640 |
|
14 |
61 |
86 |
109 |
176 |
286 |
639 |
639 |
|
15 |
60 |
86 |
108 |
175 |
285 |
638 |
638 |
|
16 |
59 |
85 |
107 |
174 |
285 |
638 |
638 |
|
17 |
59 |
84 |
107 |
173 |
284 |
637 |
637 |
|
18 |
58 |
83 |
106 |
172 |
283 |
636 |
636 |
|
19 |
57 |
82 |
105 |
171 |
282 |
635 |
635 |
|
20 |
56 |
82 |
104 |
171 |
282 |
634 |
634 |
|
21 |
56 |
81 |
104 |
170 |
281 |
634 |
634 |
|
22 |
55 |
80 |
103 |
169 |
280 |
633 |
633 |
|
23 |
54 |
79 |
102 |
168 |
279 |
632 |
632 |
|
24 |
53 |
78 |
101 |
167 |
278 |
631 |
631 |
|
25 |
52 |
77 |
100 |
167 |
277 |
630 |
630 |
|
26 |
51 |
76 |
99 |
166 |
276 |
629 |
629 |
|
27 |
50 |
76 |
98 |
165 |
275 |
628 |
628 |
|
28 |
49 |
75 |
97 |
164 |
275 |
628 |
628 |
|
29 |
49 |
74 |
96 |
163 |
274 |
627 |
627 |
|
30 |
48 |
73 |
96 |
162 |
273 |
626 |
626 |
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 |
80 |
96 |
123 |
205 |
319 |
672 |
1 612 |
|
2 |
84 |
100 |
127 |
210 |
323 |
676 |
1 288 |
|
3 |
86 |
103 |
128 |
201 |
320 |
672 |
1 039 |
|
4 |
86 |
104 |
130 |
202 |
317 |
670 |
851 |
|
5 |
89 |
109 |
137 |
206 |
319 |
672 |
707 |
|
6 |
91 |
112 |
141 |
211 |
320 |
672 |
672 |
|
7 |
93 |
114 |
143 |
213 |
320 |
673 |
673 |
|
8 |
93 |
116 |
143 |
212 |
321 |
674 |
674 |
|
9 |
94 |
117 |
144 |
211 |
321 |
674 |
674 |
|
10 |
95 |
119 |
144 |
211 |
321 |
674 |
674 |
|
11 |
95 |
119 |
143 |
210 |
321 |
674 |
674 |
|
12 |
94 |
119 |
143 |
209 |
320 |
673 |
673 |
|
13 |
93 |
118 |
141 |
208 |
318 |
671 |
671 |
|
14 |
92 |
117 |
140 |
206 |
317 |
670 |
670 |
|
15 |
90 |
116 |
138 |
205 |
316 |
668 |
668 |
|
16 |
89 |
114 |
137 |
203 |
314 |
667 |
667 |
|
17 |
87 |
113 |
135 |
202 |
313 |
666 |
666 |
|
18 |
86 |
111 |
134 |
200 |
311 |
664 |
664 |
|
19 |
85 |
110 |
133 |
199 |
310 |
663 |
663 |
|
20 |
83 |
109 |
131 |
198 |
309 |
661 |
661 |
|
21 |
82 |
107 |
130 |
196 |
307 |
660 |
660 |
|
22 |
81 |
106 |
128 |
195 |
306 |
659 |
659 |
|
23 |
79 |
104 |
127 |
193 |
304 |
657 |
657 |
|
24 |
77 |
103 |
125 |
192 |
303 |
656 |
656 |
|
25 |
76 |
101 |
124 |
190 |
301 |
654 |
654 |
|
26 |
74 |
100 |
122 |
189 |
299 |
652 |
652 |
|
27 |
73 |
98 |
121 |
187 |
298 |
651 |
651 |
|
28 |
71 |
97 |
119 |
186 |
296 |
649 |
649 |
|
29 |
70 |
95 |
118 |
184 |
295 |
648 |
648 |
|
30 |
68 |
94 |
116 |
183 |
294 |
646 |
646 |
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 |
5 |
21 |
48 |
131 |
244 |
597 |
1 526 |
|
2 |
9 |
25 |
52 |
134 |
248 |
601 |
1 218 |
|
3 |
13 |
30 |
55 |
128 |
247 |
599 |
982 |
|
4 |
16 |
34 |
60 |
131 |
247 |
600 |
802 |
|
5 |
19 |
38 |
66 |
135 |
248 |
601 |
665 |
|
6 |
21 |
41 |
71 |
140 |
249 |
602 |
602 |
|
7 |
22 |
44 |
73 |
143 |
250 |
602 |
602 |
|
8 |
22 |
45 |
72 |
141 |
250 |
603 |
603 |
|
9 |
23 |
46 |
72 |
139 |
250 |
603 |
603 |
|
10 |
23 |
47 |
73 |
139 |
250 |
603 |
603 |
|
11 |
24 |
48 |
73 |
139 |
250 |
603 |
603 |
|
12 |
24 |
49 |
72 |
139 |
250 |
603 |
603 |
|
13 |
24 |
49 |
72 |
138 |
249 |
602 |
602 |
|
14 |
23 |
49 |
71 |
138 |
248 |
601 |
601 |
|
15 |
23 |
48 |
71 |
137 |
248 |
601 |
601 |
|
16 |
22 |
47 |
70 |
136 |
247 |
600 |
600 |
|
17 |
21 |
46 |
69 |
136 |
246 |
599 |
599 |
|
18 |
21 |
46 |
69 |
135 |
246 |
599 |
599 |
|
19 |
20 |
46 |
68 |
135 |
246 |
599 |
599 |
|
20 |
21 |
46 |
69 |
135 |
246 |
599 |
599 |
|
21 |
21 |
46 |
69 |
135 |
246 |
599 |
599 |
|
22 |
21 |
46 |
69 |
135 |
246 |
599 |
599 |
|
23 |
21 |
46 |
69 |
135 |
246 |
599 |
599 |
|
24 |
21 |
46 |
69 |
135 |
246 |
599 |
599 |
|
25 |
21 |
46 |
69 |
135 |
246 |
599 |
599 |
|
26 |
21 |
46 |
68 |
135 |
246 |
599 |
599 |
|
27 |
20 |
46 |
68 |
135 |
246 |
598 |
598 |
|
28 |
20 |
45 |
68 |
135 |
245 |
598 |
598 |
|
29 |
20 |
45 |
68 |
134 |
245 |
598 |
598 |
|
30 |
21 |
45 |
68 |
134 |
245 |
598 |
598 |
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 |
91 |
107 |
134 |
216 |
330 |
683 |
1 675 |
|
2 |
91 |
107 |
134 |
216 |
330 |
683 |
1 339 |
|
3 |
92 |
109 |
135 |
207 |
326 |
679 |
1 080 |
|
4 |
93 |
111 |
137 |
209 |
325 |
677 |
883 |
|
5 |
94 |
114 |
142 |
211 |
324 |
677 |
732 |
|
6 |
94 |
115 |
145 |
214 |
323 |
676 |
676 |
|
7 |
95 |
117 |
146 |
216 |
323 |
675 |
675 |
|
8 |
95 |
118 |
145 |
213 |
322 |
675 |
675 |
|
9 |
94 |
117 |
144 |
211 |
321 |
674 |
674 |
|
10 |
93 |
117 |
142 |
209 |
320 |
673 |
673 |
|
11 |
92 |
116 |
141 |
207 |
318 |
671 |
671 |
|
12 |
90 |
115 |
139 |
205 |
316 |
669 |
669 |
|
13 |
89 |
114 |
137 |
203 |
314 |
667 |
667 |
|
14 |
87 |
112 |
135 |
201 |
312 |
665 |
665 |
|
15 |
85 |
110 |
133 |
199 |
310 |
663 |
663 |
|
16 |
83 |
108 |
131 |
197 |
308 |
661 |
661 |
|
17 |
81 |
106 |
129 |
196 |
306 |
659 |
659 |
|
18 |
80 |
105 |
128 |
194 |
305 |
658 |
658 |
|
19 |
78 |
103 |
126 |
193 |
303 |
656 |
656 |
|
20 |
77 |
102 |
125 |
192 |
302 |
655 |
655 |
|
21 |
76 |
101 |
124 |
191 |
301 |
654 |
654 |
|
22 |
75 |
100 |
123 |
190 |
300 |
653 |
653 |
|
23 |
74 |
99 |
122 |
188 |
299 |
652 |
652 |
|
24 |
73 |
98 |
121 |
187 |
298 |
651 |
651 |
|
25 |
72 |
97 |
120 |
186 |
297 |
650 |
650 |
|
26 |
71 |
96 |
119 |
185 |
296 |
649 |
649 |
|
27 |
70 |
95 |
118 |
184 |
295 |
648 |
648 |
|
28 |
69 |
94 |
117 |
183 |
294 |
647 |
647 |
|
29 |
68 |
93 |
116 |
182 |
293 |
646 |
646 |
|
30 |
67 |
92 |
115 |
181 |
292 |
645 |
645 |
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 |
360 |
376 |
403 |
485 |
599 |
952 |
1 609 |
|
2 |
75 |
91 |
118 |
200 |
314 |
667 |
1 289 |
|
3 |
79 |
96 |
122 |
195 |
313 |
666 |
1 044 |
|
4 |
83 |
102 |
127 |
199 |
315 |
667 |
854 |
|
5 |
86 |
106 |
134 |
203 |
316 |
669 |
709 |
|
6 |
88 |
109 |
138 |
208 |
317 |
670 |
670 |
|
7 |
90 |
112 |
140 |
210 |
317 |
670 |
670 |
|
8 |
91 |
113 |
141 |
209 |
318 |
671 |
671 |
|
9 |
91 |
114 |
141 |
208 |
318 |
671 |
671 |
|
10 |
91 |
115 |
141 |
207 |
318 |
671 |
671 |
|
11 |
92 |
116 |
141 |
207 |
318 |
671 |
671 |
|
12 |
92 |
117 |
141 |
207 |
318 |
671 |
671 |
|
13 |
93 |
118 |
141 |
208 |
318 |
671 |
671 |
|
14 |
94 |
119 |
142 |
208 |
319 |
672 |
672 |
|
15 |
95 |
120 |
143 |
209 |
320 |
673 |
673 |
|
16 |
96 |
121 |
144 |
210 |
321 |
674 |
674 |
|
17 |
97 |
122 |
145 |
211 |
322 |
675 |
675 |
|
18 |
98 |
123 |
146 |
212 |
323 |
676 |
676 |
|
19 |
99 |
124 |
147 |
213 |
324 |
677 |
677 |
|
20 |
100 |
125 |
147 |
214 |
325 |
678 |
678 |
|
21 |
100 |
125 |
148 |
214 |
325 |
678 |
678 |
|
22 |
100 |
125 |
148 |
214 |
325 |
678 |
678 |
|
23 |
99 |
124 |
147 |
214 |
324 |
677 |
677 |
|
24 |
98 |
124 |
146 |
213 |
324 |
677 |
677 |
|
25 |
98 |
123 |
145 |
212 |
323 |
676 |
676 |
|
26 |
97 |
122 |
144 |
211 |
322 |
675 |
675 |
|
27 |
95 |
121 |
143 |
210 |
320 |
673 |
673 |
|
28 |
94 |
119 |
142 |
209 |
319 |
672 |
672 |
|
29 |
93 |
118 |
141 |
207 |
318 |
671 |
671 |
|
30 |
92 |
117 |
139 |
206 |
317 |
670 |
670 |
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 |
37 |
119 |
233 |
585 |
1 517 |
|
2 |
1 |
9 |
37 |
119 |
232 |
585 |
1 210 |
|
3 |
2 |
12 |
37 |
110 |
228 |
581 |
975 |
|
4 |
2 |
13 |
39 |
111 |
226 |
579 |
796 |
|
5 |
3 |
15 |
43 |
112 |
225 |
578 |
660 |
|
6 |
4 |
17 |
46 |
116 |
225 |
578 |
578 |
|
7 |
5 |
19 |
47 |
117 |
224 |
577 |
577 |
|
8 |
6 |
19 |
46 |
114 |
223 |
576 |
576 |
|
9 |
6 |
18 |
45 |
112 |
222 |
575 |
575 |
|
10 |
7 |
19 |
44 |
111 |
222 |
575 |
575 |
|
11 |
8 |
20 |
44 |
111 |
222 |
575 |
575 |
|
12 |
9 |
21 |
44 |
111 |
222 |
575 |
575 |
|
13 |
9 |
22 |
45 |
111 |
222 |
575 |
575 |
|
14 |
10 |
22 |
45 |
111 |
222 |
575 |
575 |
|
15 |
10 |
22 |
45 |
111 |
222 |
575 |
575 |
|
16 |
12 |
22 |
45 |
111 |
222 |
575 |
575 |
|
17 |
12 |
22 |
45 |
112 |
222 |
575 |
575 |
|
18 |
13 |
23 |
46 |
112 |
223 |
576 |
576 |
|
19 |
13 |
23 |
46 |
113 |
223 |
576 |
576 |
|
20 |
14 |
24 |
47 |
114 |
224 |
577 |
577 |
|
21 |
15 |
25 |
48 |
114 |
225 |
578 |
578 |
|
22 |
16 |
26 |
49 |
115 |
226 |
579 |
579 |
|
23 |
16 |
27 |
49 |
116 |
226 |
579 |
579 |
|
24 |
16 |
27 |
50 |
116 |
227 |
580 |
580 |
|
25 |
18 |
28 |
50 |
117 |
227 |
580 |
580 |
|
26 |
18 |
28 |
51 |
117 |
228 |
581 |
581 |
|
27 |
19 |
28 |
51 |
118 |
228 |
581 |
581 |
|
28 |
19 |
29 |
51 |
118 |
229 |
582 |
582 |
|
29 |
20 |
29 |
52 |
118 |
229 |
582 |
582 |
|
30 |
20 |
30 |
53 |
119 |
229 |
582 |
582 |
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 |
54 |
70 |
97 |
179 |
293 |
645 |
1 560 |
|
2 |
55 |
70 |
98 |
180 |
293 |
646 |
1 243 |
|
3 |
55 |
73 |
98 |
171 |
289 |
642 |
1 001 |
|
4 |
56 |
74 |
100 |
171 |
287 |
640 |
818 |
|
5 |
56 |
76 |
104 |
173 |
286 |
639 |
677 |
|
6 |
57 |
78 |
107 |
177 |
286 |
639 |
639 |
|
7 |
57 |
79 |
107 |
177 |
284 |
637 |
637 |
|
8 |
56 |
79 |
106 |
174 |
284 |
636 |
636 |
|
9 |
55 |
79 |
105 |
172 |
283 |
636 |
636 |
|
10 |
55 |
78 |
104 |
170 |
281 |
634 |
634 |
|
11 |
53 |
78 |
102 |
169 |
280 |
632 |
632 |
|
12 |
52 |
77 |
101 |
167 |
278 |
631 |
631 |
|
13 |
51 |
76 |
99 |
165 |
276 |
629 |
629 |
|
14 |
49 |
75 |
97 |
164 |
275 |
627 |
627 |
|
15 |
48 |
73 |
96 |
162 |
273 |
626 |
626 |
|
16 |
46 |
71 |
94 |
160 |
271 |
624 |
624 |
|
17 |
45 |
70 |
93 |
159 |
270 |
623 |
623 |
|
18 |
43 |
69 |
91 |
158 |
269 |
622 |
622 |
|
19 |
42 |
68 |
90 |
157 |
268 |
621 |
621 |
|
20 |
42 |
67 |
90 |
156 |
267 |
620 |
620 |
|
21 |
41 |
67 |
89 |
156 |
266 |
619 |
619 |
|
22 |
41 |
66 |
89 |
155 |
266 |
619 |
619 |
|
23 |
40 |
65 |
88 |
154 |
265 |
618 |
618 |
|
24 |
39 |
64 |
87 |
154 |
264 |
617 |
617 |
|
25 |
39 |
64 |
86 |
153 |
264 |
617 |
617 |
|
26 |
38 |
63 |
86 |
152 |
263 |
616 |
616 |
|
27 |
37 |
62 |
85 |
152 |
262 |
615 |
615 |
|
28 |
37 |
62 |
84 |
151 |
262 |
615 |
615 |
|
29 |
36 |
61 |
84 |
150 |
261 |
614 |
614 |
|
30 |
35 |
61 |
83 |
150 |
260 |
613 |
613 |
2.23. Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
113 |
129 |
156 |
238 |
352 |
705 |
1 689 |
|
2 |
115 |
130 |
157 |
240 |
353 |
706 |
1 350 |
|
3 |
117 |
134 |
160 |
232 |
351 |
704 |
1 089 |
|
4 |
119 |
137 |
163 |
234 |
350 |
703 |
890 |
|
5 |
121 |
140 |
168 |
237 |
350 |
703 |
738 |
|
6 |
121 |
142 |
172 |
241 |
350 |
703 |
703 |
|
7 |
122 |
144 |
172 |
242 |
349 |
702 |
702 |
|
8 |
121 |
144 |
171 |
239 |
348 |
701 |
701 |
|
9 |
120 |
143 |
170 |
237 |
347 |
700 |
700 |
|
10 |
119 |
143 |
169 |
235 |
346 |
699 |
699 |
|
11 |
118 |
143 |
167 |
234 |
344 |
697 |
697 |
|
12 |
117 |
142 |
165 |
232 |
342 |
695 |
695 |
|
13 |
115 |
140 |
163 |
230 |
340 |
693 |
693 |
|
14 |
113 |
138 |
161 |
227 |
338 |
691 |
691 |
|
15 |
110 |
136 |
158 |
225 |
336 |
688 |
688 |
|
16 |
108 |
133 |
156 |
222 |
333 |
686 |
686 |
|
17 |
105 |
130 |
153 |
220 |
330 |
683 |
683 |
|
18 |
103 |
128 |
151 |
217 |
328 |
681 |
681 |
|
19 |
101 |
126 |
149 |
215 |
326 |
679 |
679 |
|
20 |
99 |
124 |
147 |
214 |
324 |
677 |
677 |
|
21 |
97 |
123 |
145 |
212 |
323 |
676 |
676 |
|
22 |
96 |
121 |
144 |
210 |
321 |
674 |
674 |
|
23 |
94 |
119 |
142 |
208 |
319 |
672 |
672 |
|
24 |
92 |
117 |
140 |
206 |
317 |
670 |
670 |
|
25 |
90 |
116 |
138 |
205 |
315 |
668 |
668 |
|
26 |
89 |
114 |
137 |
203 |
314 |
667 |
667 |
|
27 |
87 |
112 |
135 |
201 |
312 |
665 |
665 |
|
28 |
85 |
111 |
133 |
200 |
311 |
663 |
663 |
|
29 |
84 |
109 |
132 |
198 |
309 |
662 |
662 |
|
30 |
82 |
108 |
130 |
197 |
307 |
660 |
660 |
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 |
174 |
189 |
216 |
299 |
412 |
765 |
1 834 |
|
2 |
183 |
199 |
226 |
308 |
422 |
775 |
1 453 |
|
3 |
188 |
205 |
231 |
304 |
422 |
775 |
1 167 |
|
4 |
190 |
209 |
234 |
306 |
422 |
775 |
952 |
|
5 |
191 |
211 |
239 |
308 |
421 |
774 |
789 |
|
6 |
191 |
212 |
241 |
311 |
420 |
772 |
772 |
|
7 |
191 |
213 |
241 |
311 |
418 |
771 |
771 |
|
8 |
189 |
212 |
239 |
307 |
416 |
769 |
769 |
|
9 |
188 |
211 |
237 |
304 |
415 |
768 |
768 |
|
10 |
187 |
211 |
236 |
303 |
413 |
766 |
766 |
|
11 |
185 |
210 |
234 |
301 |
411 |
764 |
764 |
|
12 |
183 |
208 |
231 |
298 |
409 |
762 |
762 |
|
13 |
180 |
205 |
228 |
295 |
406 |
759 |
759 |
|
14 |
177 |
203 |
225 |
292 |
403 |
755 |
755 |
|
15 |
174 |
199 |
222 |
289 |
399 |
752 |
752 |
|
16 |
171 |
196 |
219 |
285 |
396 |
749 |
749 |
|
17 |
168 |
193 |
215 |
282 |
393 |
746 |
746 |
|
18 |
164 |
190 |
212 |
279 |
390 |
742 |
742 |
|
19 |
161 |
186 |
209 |
276 |
386 |
739 |
739 |
|
20 |
158 |
183 |
206 |
273 |
383 |
736 |
736 |
|
21 |
155 |
180 |
203 |
269 |
380 |
733 |
733 |
|
22 |
152 |
177 |
200 |
266 |
377 |
730 |
730 |
|
23 |
149 |
174 |
197 |
263 |
374 |
727 |
727 |
|
24 |
146 |
171 |
193 |
260 |
371 |
724 |
724 |
|
25 |
142 |
168 |
190 |
257 |
368 |
720 |
720 |
|
26 |
139 |
165 |
187 |
254 |
364 |
717 |
717 |
|
27 |
136 |
162 |
184 |
251 |
362 |
714 |
714 |
|
28 |
134 |
159 |
181 |
248 |
359 |
712 |
712 |
|
29 |
131 |
156 |
179 |
245 |
356 |
709 |
709 |
|
30 |
128 |
153 |
176 |
242 |
353 |
706 |
706 |
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 |
25 |
41 |
68 |
151 |
264 |
617 |
1 564 |
|
2 |
26 |
42 |
69 |
152 |
265 |
618 |
1 247 |
|
3 |
28 |
45 |
70 |
143 |
262 |
614 |
1 005 |
|
4 |
29 |
47 |
73 |
144 |
260 |
613 |
821 |
|
5 |
30 |
49 |
77 |
146 |
259 |
612 |
681 |
|
6 |
30 |
51 |
80 |
150 |
259 |
612 |
612 |
|
7 |
31 |
52 |
81 |
151 |
258 |
611 |
611 |
|
8 |
29 |
52 |
79 |
148 |
257 |
610 |
610 |
|
9 |
29 |
52 |
78 |
145 |
256 |
609 |
609 |
|
10 |
28 |
52 |
78 |
144 |
255 |
608 |
608 |
|
11 |
28 |
53 |
77 |
144 |
254 |
607 |
607 |
|
12 |
28 |
53 |
76 |
143 |
254 |
607 |
607 |
|
13 |
28 |
53 |
76 |
142 |
253 |
606 |
606 |
|
14 |
28 |
53 |
75 |
142 |
253 |
606 |
606 |
|
15 |
27 |
52 |
75 |
142 |
252 |
605 |
605 |
|
16 |
27 |
52 |
75 |
141 |
252 |
605 |
605 |
|
17 |
27 |
52 |
75 |
141 |
252 |
605 |
605 |
|
18 |
27 |
52 |
75 |
141 |
252 |
605 |
605 |
|
19 |
27 |
52 |
75 |
142 |
252 |
605 |
605 |
|
20 |
27 |
52 |
75 |
142 |
252 |
605 |
605 |
|
21 |
27 |
53 |
75 |
142 |
253 |
605 |
605 |
|
22 |
27 |
53 |
75 |
142 |
253 |
605 |
605 |
|
23 |
27 |
53 |
75 |
142 |
252 |
605 |
605 |
|
24 |
27 |
52 |
75 |
142 |
252 |
605 |
605 |
|
25 |
27 |
52 |
75 |
141 |
252 |
605 |
605 |
|
26 |
27 |
52 |
75 |
141 |
252 |
605 |
605 |
|
27 |
27 |
52 |
75 |
141 |
252 |
605 |
605 |
|
28 |
26 |
52 |
74 |
141 |
252 |
604 |
604 |
|
29 |
26 |
51 |
74 |
141 |
251 |
604 |
604 |
|
30 |
26 |
51 |
74 |
140 |
251 |
604 |
604 |
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 |
21 |
37 |
64 |
146 |
260 |
613 |
1 590 |
|
2 |
23 |
39 |
66 |
148 |
262 |
615 |
1 268 |
|
3 |
26 |
43 |
68 |
141 |
260 |
612 |
1 021 |
|
4 |
28 |
47 |
72 |
144 |
260 |
613 |
834 |
|
5 |
31 |
51 |
79 |
148 |
261 |
614 |
691 |
|
6 |
33 |
53 |
83 |
152 |
261 |
614 |
614 |
|
7 |
34 |
56 |
85 |
155 |
262 |
615 |
615 |
|
8 |
34 |
57 |
84 |
153 |
262 |
615 |
615 |
|
9 |
35 |
58 |
84 |
152 |
262 |
615 |
615 |
|
10 |
36 |
60 |
85 |
152 |
263 |
615 |
615 |
|
11 |
37 |
61 |
86 |
152 |
263 |
616 |
616 |
|
12 |
37 |
62 |
86 |
152 |
263 |
616 |
616 |
|
13 |
38 |
63 |
86 |
152 |
263 |
616 |
616 |
|
14 |
38 |
63 |
86 |
152 |
263 |
616 |
616 |
|
15 |
38 |
63 |
86 |
152 |
263 |
616 |
616 |
|
16 |
37 |
62 |
85 |
152 |
262 |
615 |
615 |
|
17 |
37 |
62 |
85 |
152 |
262 |
615 |
615 |
|
18 |
37 |
62 |
85 |
151 |
262 |
615 |
615 |
|
19 |
37 |
62 |
85 |
152 |
262 |
615 |
615 |
|
20 |
37 |
63 |
85 |
152 |
263 |
616 |
616 |
|
21 |
38 |
63 |
86 |
152 |
263 |
616 |
616 |
|
22 |
38 |
63 |
86 |
152 |
263 |
616 |
616 |
|
23 |
37 |
63 |
85 |
152 |
263 |
616 |
616 |
|
24 |
37 |
62 |
85 |
152 |
262 |
615 |
615 |
|
25 |
37 |
62 |
85 |
151 |
262 |
615 |
615 |
|
26 |
37 |
62 |
84 |
151 |
262 |
615 |
615 |
|
27 |
36 |
61 |
84 |
151 |
261 |
614 |
614 |
|
28 |
36 |
61 |
84 |
150 |
261 |
614 |
614 |
|
29 |
35 |
60 |
83 |
150 |
260 |
613 |
613 |
|
30 |
35 |
60 |
83 |
149 |
260 |
613 |
613 |
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 |
122 |
137 |
164 |
247 |
360 |
713 |
1 762 |
|
2 |
121 |
136 |
164 |
246 |
359 |
712 |
1 397 |
|
3 |
121 |
138 |
164 |
236 |
355 |
708 |
1 120 |
|
4 |
122 |
140 |
166 |
237 |
353 |
706 |
912 |
|
5 |
123 |
142 |
170 |
239 |
352 |
705 |
753 |
|
6 |
122 |
143 |
172 |
242 |
351 |
704 |
704 |
|
7 |
123 |
145 |
173 |
243 |
350 |
703 |
703 |
|
8 |
122 |
144 |
172 |
240 |
349 |
702 |
702 |
|
9 |
121 |
144 |
170 |
237 |
348 |
701 |
701 |
|
10 |
121 |
145 |
170 |
237 |
348 |
700 |
700 |
|
11 |
121 |
145 |
170 |
236 |
347 |
700 |
700 |
|
12 |
120 |
145 |
169 |
235 |
346 |
699 |
699 |
|
13 |
119 |
144 |
167 |
234 |
345 |
698 |
698 |
|
14 |
118 |
144 |
166 |
233 |
343 |
696 |
696 |
|
15 |
116 |
141 |
164 |
231 |
341 |
694 |
694 |
|
16 |
114 |
139 |
162 |
228 |
339 |
692 |
692 |
|
17 |
111 |
136 |
159 |
226 |
336 |
689 |
689 |
|
18 |
109 |
134 |
157 |
223 |
334 |
687 |
687 |
|
19 |
107 |
132 |
155 |
221 |
332 |
685 |
685 |
|
20 |
105 |
130 |
152 |
219 |
330 |
683 |
683 |
|
21 |
102 |
127 |
150 |
217 |
327 |
680 |
680 |
|
22 |
100 |
125 |
148 |
214 |
325 |
678 |
678 |
|
23 |
98 |
123 |
146 |
212 |
323 |
676 |
676 |
|
24 |
96 |
121 |
144 |
210 |
321 |
674 |
674 |
|
25 |
94 |
119 |
141 |
208 |
319 |
672 |
672 |
|
26 |
91 |
117 |
139 |
206 |
317 |
669 |
669 |
|
27 |
89 |
115 |
137 |
204 |
314 |
667 |
667 |
|
28 |
87 |
113 |
135 |
202 |
312 |
665 |
665 |
|
29 |
85 |
111 |
133 |
200 |
311 |
663 |
663 |
|
30 |
84 |
109 |
131 |
198 |
309 |
662 |
662 |
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 |
0 |
8 |
35 |
117 |
231 |
584 |
1 537 |
|
2 |
1 |
10 |
37 |
119 |
233 |
586 |
1 228 |
|
3 |
2 |
14 |
39 |
112 |
231 |
583 |
990 |
|
4 |
2 |
18 |
43 |
115 |
231 |
584 |
809 |
|
5 |
3 |
21 |
50 |
118 |
232 |
584 |
671 |
|
6 |
4 |
24 |
54 |
123 |
232 |
585 |
585 |
|
7 |
5 |
27 |
56 |
126 |
232 |
585 |
585 |
|
8 |
6 |
28 |
55 |
124 |
233 |
586 |
586 |
|
9 |
6 |
29 |
55 |
122 |
233 |
586 |
586 |
|
10 |
8 |
30 |
55 |
122 |
232 |
585 |
585 |
|
11 |
8 |
31 |
55 |
122 |
232 |
585 |
585 |
|
12 |
9 |
31 |
55 |
121 |
232 |
585 |
585 |
|
13 |
9 |
32 |
55 |
121 |
232 |
585 |
585 |
|
14 |
10 |
32 |
54 |
121 |
232 |
585 |
585 |
|
15 |
11 |
32 |
54 |
121 |
232 |
584 |
584 |
|
16 |
12 |
31 |
54 |
120 |
231 |
584 |
584 |
|
17 |
12 |
31 |
54 |
120 |
231 |
584 |
584 |
|
18 |
13 |
31 |
54 |
121 |
231 |
584 |
584 |
|
19 |
13 |
31 |
54 |
121 |
231 |
584 |
584 |
|
20 |
15 |
32 |
55 |
121 |
232 |
585 |
585 |
|
21 |
15 |
33 |
55 |
122 |
233 |
586 |
586 |
|
22 |
16 |
33 |
56 |
122 |
233 |
586 |
586 |
|
23 |
16 |
34 |
56 |
123 |
234 |
586 |
586 |
|
24 |
17 |
34 |
57 |
123 |
234 |
587 |
587 |
|
25 |
18 |
34 |
57 |
123 |
234 |
587 |
587 |
|
26 |
18 |
34 |
57 |
124 |
234 |
587 |
587 |
|
27 |
19 |
35 |
57 |
124 |
235 |
588 |
588 |
|
28 |
19 |
35 |
58 |
124 |
235 |
588 |
588 |
|
29 |
20 |
35 |
58 |
124 |
235 |
588 |
588 |
|
30 |
21 |
35 |
58 |
124 |
235 |
588 |
588 |
2.29. South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
35 |
51 |
78 |
160 |
274 |
627 |
1 538 |
|
2 |
35 |
51 |
78 |
160 |
274 |
627 |
1 226 |
|
3 |
35 |
52 |
78 |
151 |
269 |
622 |
987 |
|
4 |
36 |
54 |
80 |
151 |
267 |
620 |
805 |
|
5 |
36 |
56 |
84 |
153 |
266 |
619 |
667 |
|
6 |
39 |
60 |
89 |
159 |
267 |
620 |
620 |
|
7 |
36 |
58 |
87 |
157 |
264 |
616 |
616 |
|
8 |
41 |
63 |
90 |
159 |
268 |
621 |
621 |
|
9 |
40 |
63 |
89 |
156 |
267 |
620 |
620 |
|
10 |
34 |
58 |
83 |
150 |
261 |
614 |
614 |
|
11 |
29 |
54 |
78 |
145 |
256 |
608 |
608 |
|
12 |
26 |
51 |
75 |
141 |
252 |
605 |
605 |
|
13 |
24 |
49 |
72 |
138 |
249 |
602 |
602 |
|
14 |
22 |
47 |
70 |
136 |
247 |
600 |
600 |
|
15 |
20 |
46 |
68 |
135 |
246 |
599 |
599 |
|
16 |
19 |
44 |
67 |
133 |
244 |
597 |
597 |
|
17 |
18 |
43 |
66 |
132 |
243 |
596 |
596 |
|
18 |
17 |
42 |
65 |
132 |
242 |
595 |
595 |
|
19 |
17 |
42 |
65 |
131 |
242 |
595 |
595 |
|
20 |
17 |
42 |
65 |
131 |
242 |
595 |
595 |
|
21 |
17 |
42 |
65 |
132 |
242 |
595 |
595 |
|
22 |
17 |
42 |
65 |
132 |
242 |
595 |
595 |
|
23 |
17 |
42 |
65 |
132 |
242 |
595 |
595 |
|
24 |
17 |
42 |
65 |
131 |
242 |
595 |
595 |
|
25 |
17 |
42 |
65 |
131 |
242 |
595 |
595 |
|
26 |
18 |
42 |
65 |
131 |
242 |
595 |
595 |
|
27 |
19 |
42 |
65 |
131 |
242 |
595 |
595 |
|
28 |
19 |
42 |
65 |
131 |
242 |
595 |
595 |
|
29 |
20 |
42 |
64 |
131 |
242 |
595 |
595 |
|
30 |
20 |
42 |
64 |
131 |
242 |
595 |
595 |
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 |
186 |
202 |
229 |
311 |
425 |
778 |
1 739 |
|
2 |
183 |
199 |
226 |
309 |
422 |
775 |
1 390 |
|
3 |
180 |
198 |
223 |
296 |
414 |
767 |
1 121 |
|
4 |
178 |
196 |
222 |
293 |
409 |
762 |
916 |
|
5 |
175 |
194 |
223 |
291 |
405 |
758 |
759 |
|
6 |
172 |
192 |
222 |
291 |
400 |
753 |
753 |
|
7 |
169 |
191 |
219 |
289 |
396 |
749 |
749 |
|
8 |
165 |
187 |
215 |
283 |
392 |
745 |
745 |
|
9 |
161 |
184 |
210 |
277 |
388 |
741 |
741 |
|
10 |
157 |
181 |
207 |
273 |
384 |
737 |
737 |
|
11 |
154 |
178 |
203 |
269 |
380 |
733 |
733 |
|
12 |
150 |
175 |
199 |
265 |
376 |
729 |
729 |
|
13 |
147 |
172 |
195 |
261 |
372 |
725 |
725 |
|
14 |
143 |
169 |
191 |
258 |
369 |
721 |
721 |
|
15 |
140 |
165 |
188 |
254 |
365 |
718 |
718 |
|
16 |
137 |
162 |
185 |
251 |
362 |
715 |
715 |
|
17 |
133 |
159 |
181 |
248 |
359 |
712 |
712 |
|
18 |
131 |
156 |
179 |
245 |
356 |
709 |
709 |
|
19 |
128 |
153 |
176 |
242 |
353 |
706 |
706 |
|
20 |
125 |
150 |
173 |
240 |
350 |
703 |
703 |
|
21 |
123 |
148 |
171 |
237 |
348 |
701 |
701 |
|
22 |
120 |
145 |
168 |
235 |
345 |
698 |
698 |
|
23 |
118 |
143 |
166 |
232 |
343 |
696 |
696 |
|
24 |
115 |
140 |
163 |
230 |
340 |
693 |
693 |
|
25 |
113 |
138 |
161 |
227 |
338 |
691 |
691 |
|
26 |
111 |
136 |
158 |
225 |
336 |
689 |
689 |
|
27 |
108 |
134 |
156 |
223 |
333 |
686 |
686 |
|
28 |
106 |
131 |
154 |
221 |
331 |
684 |
684 |
|
29 |
104 |
129 |
152 |
219 |
329 |
682 |
682 |
|
30 |
102 |
127 |
150 |
217 |
327 |
680 |
680 |
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 |
9 |
27 |
53 |
113 |
249 |
602 |
1 525 |
|
2 |
9 |
27 |
53 |
113 |
249 |
602 |
1 216 |
|
3 |
10 |
30 |
54 |
107 |
248 |
600 |
980 |
|
4 |
12 |
34 |
58 |
104 |
248 |
601 |
801 |
|
5 |
17 |
41 |
63 |
106 |
249 |
602 |
664 |
|
6 |
18 |
44 |
67 |
101 |
250 |
603 |
603 |
|
7 |
19 |
46 |
66 |
94 |
250 |
603 |
603 |
|
8 |
17 |
44 |
64 |
92 |
251 |
604 |
604 |
|
9 |
17 |
45 |
66 |
96 |
251 |
604 |
604 |
|
10 |
19 |
48 |
69 |
100 |
251 |
604 |
604 |
|
11 |
20 |
50 |
71 |
103 |
251 |
604 |
604 |
|
12 |
22 |
52 |
72 |
104 |
252 |
604 |
604 |
|
13 |
23 |
54 |
72 |
104 |
252 |
605 |
605 |
|
14 |
23 |
54 |
72 |
104 |
252 |
605 |
605 |
|
15 |
23 |
54 |
72 |
104 |
252 |
605 |
605 |
|
16 |
23 |
54 |
72 |
104 |
251 |
604 |
604 |
|
17 |
23 |
54 |
72 |
104 |
251 |
604 |
604 |
|
18 |
23 |
54 |
72 |
104 |
251 |
604 |
604 |
|
19 |
23 |
54 |
72 |
104 |
252 |
605 |
605 |
|
20 |
23 |
54 |
72 |
104 |
252 |
605 |
605 |
|
21 |
23 |
54 |
72 |
104 |
253 |
605 |
605 |
|
22 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
|
23 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
|
24 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
|
25 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
|
26 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
|
27 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
|
28 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
|
29 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
|
30 |
23 |
54 |
72 |
104 |
253 |
606 |
606 |
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 |
5 |
13 |
95 |
209 |
562 |
1 507 |
|
2 |
1 |
6 |
12 |
94 |
208 |
561 |
1 200 |
|
3 |
2 |
6 |
11 |
84 |
202 |
555 |
966 |
|
4 |
2 |
8 |
13 |
84 |
200 |
553 |
788 |
|
5 |
3 |
9 |
17 |
86 |
199 |
552 |
653 |
|
6 |
4 |
9 |
21 |
90 |
199 |
552 |
552 |
|
7 |
5 |
10 |
22 |
92 |
199 |
552 |
552 |
|
8 |
6 |
12 |
22 |
90 |
199 |
552 |
552 |
|
9 |
6 |
12 |
22 |
89 |
199 |
552 |
552 |
|
10 |
7 |
13 |
23 |
89 |
199 |
552 |
552 |
|
11 |
8 |
13 |
24 |
89 |
200 |
553 |
553 |
|
12 |
9 |
15 |
26 |
89 |
200 |
553 |
553 |
|
13 |
9 |
16 |
27 |
90 |
200 |
553 |
553 |
|
14 |
10 |
16 |
29 |
90 |
201 |
554 |
554 |
|
15 |
10 |
17 |
31 |
90 |
201 |
554 |
554 |
|
16 |
12 |
18 |
32 |
90 |
201 |
554 |
554 |
|
17 |
12 |
19 |
33 |
91 |
202 |
555 |
555 |
|
18 |
13 |
19 |
35 |
91 |
202 |
555 |
555 |
|
19 |
13 |
20 |
36 |
92 |
203 |
556 |
556 |
|
20 |
14 |
21 |
37 |
93 |
203 |
556 |
556 |
|
21 |
15 |
22 |
39 |
93 |
204 |
557 |
557 |
|
22 |
15 |
23 |
41 |
94 |
205 |
558 |
558 |
|
23 |
16 |
23 |
42 |
95 |
205 |
558 |
558 |
|
24 |
16 |
25 |
43 |
95 |
206 |
559 |
559 |
|
25 |
17 |
25 |
44 |
95 |
206 |
559 |
559 |
|
26 |
17 |
26 |
45 |
95 |
206 |
559 |
559 |
|
27 |
18 |
26 |
47 |
96 |
206 |
559 |
559 |
|
28 |
19 |
27 |
49 |
96 |
206 |
559 |
559 |
|
29 |
19 |
29 |
50 |
96 |
207 |
559 |
559 |
|
30 |
20 |
29 |
51 |
96 |
207 |
560 |
560 |
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 |
0 |
15 |
22 |
46 |
170 |
307 |
2 976 |
|
2 |
0 |
15 |
22 |
46 |
170 |
342 |
2 235 |
|
3 |
1 |
16 |
25 |
51 |
164 |
354 |
1 698 |
|
4 |
1 |
17 |
28 |
55 |
162 |
352 |
1 317 |
|
5 |
2 |
19 |
31 |
57 |
162 |
343 |
1 047 |
|
6 |
2 |
22 |
34 |
60 |
162 |
330 |
850 |
|
7 |
4 |
25 |
36 |
62 |
162 |
314 |
704 |
|
8 |
4 |
25 |
37 |
65 |
162 |
298 |
592 |
|
9 |
5 |
26 |
39 |
68 |
162 |
281 |
504 |
|
10 |
5 |
27 |
40 |
70 |
162 |
265 |
435 |
|
11 |
5 |
27 |
41 |
71 |
162 |
255 |
378 |
|
12 |
5 |
27 |
41 |
71 |
162 |
255 |
331 |
|
13 |
5 |
27 |
41 |
71 |
162 |
255 |
291 |
|
14 |
6 |
27 |
41 |
71 |
162 |
255 |
258 |
|
15 |
7 |
27 |
44 |
71 |
162 |
255 |
255 |
|
16 |
7 |
27 |
47 |
71 |
162 |
255 |
255 |
|
17 |
7 |
27 |
50 |
71 |
162 |
255 |
255 |
|
18 |
8 |
27 |
51 |
71 |
162 |
255 |
255 |
|
19 |
8 |
27 |
54 |
71 |
162 |
255 |
255 |
|
20 |
9 |
27 |
57 |
71 |
162 |
255 |
255 |
|
21 |
9 |
27 |
60 |
71 |
162 |
255 |
255 |
|
22 |
9 |
27 |
62 |
71 |
162 |
255 |
255 |
|
23 |
10 |
27 |
65 |
73 |
162 |
255 |
255 |
|
24 |
10 |
27 |
68 |
75 |
162 |
255 |
255 |
|
25 |
11 |
27 |
71 |
78 |
162 |
255 |
255 |
|
26 |
11 |
27 |
74 |
80 |
162 |
255 |
255 |
|
27 |
12 |
27 |
76 |
83 |
162 |
255 |
255 |
|
28 |
12 |
27 |
79 |
85 |
162 |
255 |
255 |
|
29 |
12 |
28 |
82 |
88 |
162 |
255 |
255 |
|
30 |
13 |
28 |
84 |
90 |
162 |
255 |
255 |
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 |
5 |
20 |
26 |
50 |
174 |
309 |
2 996 |
|
2 |
7 |
22 |
29 |
52 |
176 |
345 |
2 252 |
|
3 |
7 |
22 |
31 |
58 |
171 |
356 |
1 710 |
|
4 |
7 |
24 |
34 |
62 |
168 |
355 |
1 327 |
|
5 |
7 |
25 |
38 |
63 |
168 |
345 |
1 054 |
|
6 |
8 |
28 |
40 |
66 |
167 |
332 |
855 |
|
7 |
9 |
30 |
41 |
67 |
167 |
316 |
707 |
|
8 |
9 |
30 |
42 |
69 |
166 |
299 |
595 |
|
9 |
9 |
31 |
43 |
72 |
166 |
282 |
506 |
|
10 |
9 |
31 |
44 |
74 |
166 |
265 |
436 |
|
11 |
9 |
31 |
44 |
74 |
165 |
258 |
379 |
|
12 |
8 |
30 |
44 |
74 |
165 |
258 |
331 |
|
13 |
8 |
30 |
43 |
74 |
164 |
257 |
292 |
|
14 |
7 |
29 |
43 |
73 |
164 |
257 |
259 |
|
15 |
7 |
29 |
44 |
73 |
163 |
256 |
256 |
|
16 |
7 |
28 |
47 |
72 |
162 |
256 |
256 |
|
17 |
7 |
28 |
50 |
72 |
162 |
255 |
255 |
|
18 |
8 |
28 |
52 |
71 |
162 |
255 |
255 |
|
19 |
8 |
28 |
54 |
71 |
162 |
255 |
255 |
|
20 |
9 |
28 |
57 |
72 |
162 |
256 |
256 |
|
21 |
9 |
28 |
60 |
72 |
163 |
256 |
256 |
|
22 |
9 |
29 |
62 |
72 |
163 |
256 |
256 |
|
23 |
10 |
29 |
65 |
74 |
163 |
256 |
256 |
|
24 |
10 |
29 |
69 |
77 |
163 |
256 |
256 |
|
25 |
11 |
29 |
71 |
79 |
163 |
256 |
256 |
|
26 |
11 |
29 |
74 |
81 |
163 |
257 |
257 |
|
27 |
12 |
29 |
76 |
83 |
163 |
257 |
257 |
|
28 |
12 |
29 |
80 |
86 |
163 |
257 |
257 |
|
29 |
13 |
29 |
82 |
88 |
163 |
257 |
257 |
|
30 |
13 |
29 |
85 |
90 |
163 |
256 |
256 |
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 |
0 |
15 |
22 |
46 |
170 |
307 |
2 976 |
|
2 |
0 |
15 |
22 |
46 |
170 |
342 |
2 235 |
|
3 |
1 |
16 |
24 |
51 |
164 |
354 |
1 697 |
|
4 |
1 |
17 |
28 |
55 |
161 |
352 |
1 317 |
|
5 |
2 |
19 |
31 |
57 |
161 |
343 |
1 047 |
|
6 |
2 |
22 |
34 |
60 |
161 |
330 |
850 |
|
7 |
4 |
24 |
35 |
62 |
161 |
314 |
704 |
|
8 |
4 |
25 |
37 |
64 |
161 |
298 |
592 |
|
9 |
4 |
26 |
38 |
68 |
161 |
281 |
504 |
|
10 |
5 |
27 |
40 |
70 |
161 |
265 |
434 |
|
11 |
5 |
27 |
40 |
71 |
161 |
255 |
378 |
|
12 |
5 |
27 |
40 |
71 |
161 |
255 |
331 |
|
13 |
5 |
27 |
40 |
71 |
161 |
255 |
291 |
|
14 |
6 |
27 |
41 |
71 |
161 |
255 |
258 |
|
15 |
7 |
27 |
44 |
71 |
161 |
255 |
255 |
|
16 |
7 |
27 |
47 |
71 |
161 |
255 |
255 |
|
17 |
7 |
27 |
50 |
71 |
161 |
255 |
255 |
|
18 |
8 |
27 |
51 |
71 |
161 |
255 |
255 |
|
19 |
8 |
27 |
54 |
71 |
161 |
255 |
255 |
|
20 |
9 |
27 |
57 |
71 |
161 |
255 |
255 |
|
21 |
9 |
27 |
60 |
71 |
161 |
255 |
255 |
|
22 |
9 |
27 |
62 |
71 |
161 |
255 |
255 |
|
23 |
10 |
27 |
65 |
73 |
161 |
255 |
255 |
|
24 |
10 |
27 |
68 |
75 |
161 |
255 |
255 |
|
25 |
11 |
27 |
71 |
78 |
161 |
255 |
255 |
|
26 |
11 |
27 |
74 |
80 |
161 |
255 |
255 |
|
27 |
12 |
27 |
76 |
83 |
161 |
255 |
255 |
|
28 |
12 |
27 |
79 |
85 |
161 |
255 |
255 |
|
29 |
12 |
28 |
82 |
88 |
161 |
255 |
255 |
|
30 |
13 |
28 |
84 |
90 |
161 |
255 |
255 |
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 |
83 |
98 |
105 |
129 |
253 |
348 |
3 037 |
|
2 |
78 |
93 |
100 |
124 |
247 |
350 |
2 291 |
|
3 |
80 |
96 |
105 |
131 |
244 |
364 |
1 747 |
|
4 |
77 |
94 |
105 |
132 |
239 |
363 |
1 359 |
|
5 |
75 |
93 |
105 |
131 |
236 |
355 |
1 082 |
|
6 |
74 |
93 |
105 |
131 |
233 |
341 |
879 |
|
7 |
73 |
93 |
104 |
131 |
230 |
325 |
728 |
|
8 |
71 |
92 |
104 |
132 |
229 |
322 |
613 |
|
9 |
70 |
92 |
104 |
134 |
227 |
321 |
522 |
|
10 |
66 |
88 |
102 |
131 |
223 |
316 |
450 |
|
11 |
64 |
86 |
99 |
129 |
220 |
313 |
391 |
|
12 |
62 |
84 |
97 |
128 |
218 |
312 |
343 |
|
13 |
61 |
83 |
96 |
127 |
217 |
311 |
311 |
|
14 |
60 |
82 |
96 |
126 |
217 |
310 |
310 |
|
15 |
60 |
82 |
95 |
126 |
216 |
310 |
310 |
|
16 |
59 |
81 |
94 |
125 |
215 |
309 |
309 |
|
17 |
58 |
81 |
94 |
124 |
215 |
308 |
308 |
|
18 |
58 |
80 |
93 |
124 |
214 |
307 |
307 |
|
19 |
57 |
79 |
92 |
123 |
213 |
306 |
306 |
|
20 |
56 |
78 |
91 |
122 |
212 |
306 |
306 |
|
21 |
55 |
77 |
91 |
121 |
212 |
305 |
305 |
|
22 |
54 |
76 |
90 |
120 |
211 |
304 |
304 |
|
23 |
53 |
75 |
89 |
119 |
210 |
303 |
303 |
|
24 |
52 |
74 |
88 |
118 |
209 |
302 |
302 |
|
25 |
51 |
73 |
87 |
117 |
208 |
301 |
301 |
|
26 |
50 |
72 |
86 |
116 |
207 |
300 |
300 |
|
27 |
49 |
71 |
84 |
115 |
205 |
299 |
299 |
|
28 |
48 |
70 |
83 |
114 |
204 |
298 |
298 |
|
29 |
47 |
69 |
85 |
113 |
203 |
297 |
297 |
|
30 |
46 |
68 |
87 |
112 |
202 |
296 |
296 |
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 |
19 |
26 |
50 |
174 |
306 |
2 960 |
|
2 |
6 |
21 |
28 |
52 |
176 |
341 |
2 225 |
|
3 |
7 |
23 |
32 |
58 |
171 |
353 |
1 692 |
|
4 |
7 |
24 |
35 |
62 |
169 |
352 |
1 315 |
|
5 |
9 |
27 |
39 |
64 |
169 |
343 |
1 046 |
|
6 |
10 |
29 |
41 |
67 |
169 |
330 |
850 |
|
7 |
11 |
32 |
43 |
69 |
169 |
315 |
705 |
|
8 |
11 |
32 |
43 |
71 |
168 |
299 |
593 |
|
9 |
11 |
32 |
45 |
74 |
168 |
282 |
506 |
|
10 |
10 |
32 |
46 |
75 |
167 |
266 |
436 |
|
11 |
10 |
32 |
45 |
76 |
166 |
260 |
379 |
|
12 |
10 |
32 |
45 |
75 |
166 |
259 |
332 |
|
13 |
9 |
31 |
44 |
75 |
165 |
259 |
293 |
|
14 |
9 |
31 |
44 |
75 |
165 |
258 |
260 |
|
15 |
8 |
30 |
44 |
74 |
165 |
258 |
258 |
|
16 |
8 |
30 |
47 |
73 |
164 |
257 |
257 |
|
17 |
8 |
29 |
50 |
73 |
164 |
257 |
257 |
|
18 |
8 |
29 |
53 |
73 |
164 |
257 |
257 |
|
19 |
8 |
29 |
56 |
73 |
164 |
257 |
257 |
|
20 |
9 |
30 |
58 |
73 |
164 |
257 |
257 |
|
21 |
9 |
30 |
61 |
74 |
164 |
258 |
258 |
|
22 |
10 |
30 |
64 |
74 |
164 |
258 |
258 |
|
23 |
10 |
30 |
66 |
75 |
165 |
258 |
258 |
|
24 |
10 |
30 |
69 |
77 |
165 |
258 |
258 |
|
25 |
11 |
30 |
72 |
79 |
165 |
258 |
258 |
|
26 |
11 |
30 |
74 |
82 |
165 |
258 |
258 |
|
27 |
12 |
30 |
78 |
84 |
165 |
258 |
258 |
|
28 |
12 |
30 |
80 |
87 |
165 |
258 |
258 |
|
29 |
13 |
30 |
83 |
89 |
165 |
258 |
258 |
|
30 |
13 |
30 |
86 |
91 |
165 |
258 |
258 |
3.6. Kuna
|
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 |
63 |
70 |
94 |
217 |
315 |
3 060 |
|
2 |
52 |
67 |
74 |
97 |
221 |
353 |
2 311 |
|
3 |
56 |
71 |
80 |
107 |
220 |
367 |
1 763 |
|
4 |
58 |
75 |
86 |
113 |
219 |
366 |
1 372 |
|
5 |
59 |
77 |
90 |
115 |
220 |
358 |
1 093 |
|
6 |
61 |
80 |
92 |
118 |
220 |
345 |
889 |
|
7 |
61 |
82 |
93 |
119 |
219 |
329 |
737 |
|
8 |
60 |
81 |
93 |
121 |
217 |
313 |
621 |
|
9 |
59 |
81 |
93 |
122 |
216 |
309 |
530 |
|
10 |
58 |
80 |
93 |
123 |
214 |
308 |
457 |
|
11 |
56 |
78 |
92 |
122 |
213 |
306 |
397 |
|
12 |
54 |
77 |
90 |
120 |
211 |
304 |
348 |
|
13 |
53 |
75 |
88 |
119 |
209 |
303 |
306 |
|
14 |
51 |
73 |
87 |
117 |
208 |
301 |
301 |
|
15 |
50 |
72 |
85 |
116 |
206 |
300 |
300 |
|
16 |
49 |
71 |
84 |
115 |
205 |
299 |
299 |
|
17 |
48 |
70 |
83 |
114 |
204 |
298 |
298 |
|
18 |
47 |
69 |
82 |
113 |
203 |
297 |
297 |
|
19 |
46 |
68 |
82 |
112 |
203 |
296 |
296 |
|
20 |
46 |
68 |
81 |
111 |
202 |
295 |
295 |
|
21 |
45 |
67 |
80 |
111 |
201 |
295 |
295 |
|
22 |
44 |
66 |
79 |
110 |
200 |
294 |
294 |
|
23 |
43 |
65 |
79 |
109 |
200 |
293 |
293 |
|
24 |
42 |
64 |
78 |
108 |
199 |
292 |
292 |
|
25 |
42 |
64 |
77 |
107 |
198 |
291 |
291 |
|
26 |
41 |
63 |
77 |
107 |
197 |
290 |
290 |
|
27 |
40 |
62 |
80 |
106 |
196 |
289 |
289 |
|
28 |
39 |
61 |
83 |
105 |
195 |
289 |
289 |
|
29 |
38 |
60 |
85 |
104 |
194 |
288 |
288 |
|
30 |
37 |
59 |
89 |
103 |
194 |
287 |
287 |
3.7. 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 |
14 |
21 |
45 |
169 |
307 |
2 974 |
|
2 |
0 |
14 |
21 |
45 |
169 |
342 |
2 233 |
|
3 |
1 |
15 |
24 |
50 |
163 |
354 |
1 696 |
|
4 |
1 |
16 |
27 |
54 |
161 |
352 |
1 316 |
|
5 |
2 |
18 |
30 |
56 |
161 |
343 |
1 046 |
|
6 |
2 |
21 |
33 |
59 |
161 |
330 |
850 |
|
7 |
3 |
24 |
35 |
61 |
161 |
314 |
703 |
|
8 |
3 |
24 |
36 |
64 |
161 |
298 |
592 |
|
9 |
4 |
25 |
38 |
67 |
161 |
281 |
504 |
|
10 |
4 |
26 |
39 |
69 |
161 |
264 |
434 |
|
11 |
5 |
26 |
40 |
70 |
161 |
254 |
377 |
|
12 |
5 |
26 |
40 |
70 |
161 |
254 |
330 |
|
13 |
5 |
26 |
40 |
70 |
161 |
254 |
291 |
|
14 |
6 |
26 |
41 |
70 |
161 |
254 |
258 |
|
15 |
7 |
26 |
44 |
70 |
161 |
254 |
254 |
|
16 |
7 |
26 |
47 |
70 |
161 |
254 |
254 |
|
17 |
7 |
26 |
49 |
70 |
161 |
254 |
254 |
|
18 |
8 |
26 |
51 |
70 |
161 |
254 |
254 |
|
19 |
8 |
26 |
54 |
70 |
161 |
254 |
254 |
|
20 |
9 |
26 |
57 |
70 |
161 |
254 |
254 |
|
21 |
9 |
26 |
60 |
70 |
161 |
254 |
254 |
|
22 |
9 |
26 |
62 |
71 |
161 |
254 |
254 |
|
23 |
10 |
26 |
65 |
73 |
161 |
254 |
254 |
|
24 |
10 |
26 |
68 |
75 |
161 |
254 |
254 |
|
25 |
11 |
26 |
70 |
78 |
161 |
254 |
254 |
|
26 |
11 |
26 |
74 |
80 |
161 |
254 |
254 |
|
27 |
12 |
26 |
76 |
83 |
161 |
254 |
254 |
|
28 |
12 |
27 |
79 |
85 |
161 |
254 |
254 |
|
29 |
12 |
28 |
82 |
88 |
161 |
254 |
254 |
|
30 |
13 |
28 |
84 |
90 |
161 |
254 |
254 |
3.8. 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 |
11 |
23 |
47 |
188 |
311 |
3 012 |
|
2 |
0 |
11 |
23 |
47 |
188 |
346 |
2 261 |
|
3 |
1 |
11 |
24 |
51 |
182 |
358 |
1 717 |
|
4 |
1 |
13 |
27 |
57 |
179 |
356 |
1 332 |
|
5 |
2 |
16 |
29 |
60 |
178 |
347 |
1 058 |
|
6 |
2 |
18 |
33 |
61 |
177 |
333 |
860 |
|
7 |
3 |
21 |
36 |
60 |
175 |
317 |
711 |
|
8 |
3 |
23 |
37 |
59 |
174 |
301 |
598 |
|
9 |
6 |
31 |
41 |
58 |
173 |
284 |
510 |
|
10 |
8 |
34 |
41 |
57 |
172 |
267 |
439 |
|
11 |
7 |
33 |
40 |
56 |
172 |
265 |
381 |
|
12 |
6 |
31 |
40 |
55 |
171 |
264 |
334 |
|
13 |
5 |
30 |
40 |
55 |
170 |
263 |
294 |
|
14 |
6 |
30 |
41 |
55 |
169 |
263 |
263 |
|
15 |
7 |
30 |
44 |
55 |
168 |
262 |
262 |
|
16 |
7 |
30 |
47 |
57 |
167 |
260 |
260 |
|
17 |
7 |
30 |
50 |
60 |
166 |
259 |
259 |
|
18 |
8 |
30 |
52 |
62 |
165 |
259 |
259 |
|
19 |
8 |
30 |
55 |
65 |
165 |
259 |
259 |
|
20 |
9 |
30 |
57 |
67 |
166 |
259 |
259 |
|
21 |
9 |
30 |
60 |
69 |
166 |
259 |
259 |
|
22 |
9 |
30 |
62 |
71 |
166 |
259 |
259 |
|
23 |
10 |
30 |
65 |
74 |
166 |
259 |
259 |
|
24 |
10 |
30 |
69 |
77 |
165 |
258 |
258 |
|
25 |
11 |
30 |
71 |
78 |
165 |
258 |
258 |
|
26 |
11 |
30 |
74 |
80 |
164 |
258 |
258 |
|
27 |
12 |
30 |
76 |
83 |
164 |
257 |
257 |
|
28 |
12 |
30 |
79 |
85 |
164 |
257 |
257 |
|
29 |
12 |
30 |
82 |
87 |
163 |
257 |
257 |
|
30 |
13 |
30 |
84 |
90 |
163 |
256 |
256 |
3.9. 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 |
85 |
100 |
107 |
130 |
254 |
350 |
3 029 |
|
2 |
82 |
97 |
104 |
127 |
251 |
350 |
2 290 |
|
3 |
79 |
94 |
103 |
130 |
243 |
365 |
1 750 |
|
4 |
76 |
93 |
104 |
131 |
237 |
365 |
1 364 |
|
5 |
73 |
91 |
104 |
129 |
234 |
357 |
1 087 |
|
6 |
72 |
92 |
104 |
130 |
231 |
344 |
885 |
|
7 |
71 |
91 |
102 |
129 |
228 |
328 |
733 |
|
8 |
68 |
89 |
101 |
129 |
225 |
319 |
617 |
|
9 |
66 |
87 |
100 |
129 |
223 |
316 |
527 |
|
10 |
64 |
86 |
100 |
129 |
221 |
314 |
454 |
|
11 |
63 |
85 |
98 |
128 |
219 |
312 |
395 |
|
12 |
61 |
83 |
96 |
127 |
217 |
311 |
346 |
|
13 |
59 |
81 |
95 |
125 |
216 |
309 |
309 |
|
14 |
58 |
80 |
93 |
123 |
214 |
307 |
307 |
|
15 |
56 |
78 |
92 |
122 |
212 |
306 |
306 |
|
16 |
55 |
77 |
90 |
121 |
211 |
304 |
304 |
|
17 |
54 |
76 |
89 |
120 |
210 |
303 |
303 |
|
18 |
53 |
75 |
88 |
118 |
209 |
302 |
302 |
|
19 |
52 |
74 |
87 |
118 |
208 |
301 |
301 |
|
20 |
51 |
73 |
86 |
117 |
207 |
300 |
300 |
|
21 |
50 |
72 |
85 |
116 |
206 |
300 |
300 |
|
22 |
49 |
71 |
84 |
115 |
205 |
299 |
299 |
|
23 |
48 |
70 |
83 |
114 |
204 |
298 |
298 |
|
24 |
47 |
69 |
82 |
113 |
203 |
297 |
297 |
|
25 |
46 |
68 |
81 |
112 |
202 |
296 |
296 |
|
26 |
45 |
67 |
80 |
111 |
201 |
295 |
295 |
|
27 |
44 |
66 |
79 |
110 |
200 |
294 |
294 |
|
28 |
43 |
65 |
83 |
109 |
199 |
293 |
293 |
|
29 |
42 |
64 |
85 |
108 |
198 |
292 |
292 |
|
30 |
41 |
63 |
88 |
107 |
197 |
291 |
291 |
3.10. 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 |
71 |
78 |
102 |
226 |
321 |
3 069 |
|
2 |
55 |
69 |
76 |
100 |
224 |
352 |
2 306 |
|
3 |
52 |
68 |
77 |
104 |
217 |
365 |
1 754 |
|
4 |
51 |
68 |
79 |
106 |
213 |
364 |
1 363 |
|
5 |
50 |
68 |
80 |
105 |
210 |
355 |
1 085 |
|
6 |
49 |
68 |
80 |
106 |
208 |
341 |
882 |
|
7 |
49 |
69 |
80 |
107 |
206 |
326 |
730 |
|
8 |
47 |
68 |
80 |
107 |
204 |
309 |
615 |
|
9 |
46 |
67 |
80 |
109 |
203 |
296 |
524 |
|
10 |
45 |
67 |
80 |
110 |
201 |
295 |
451 |
|
11 |
44 |
66 |
79 |
109 |
200 |
293 |
392 |
|
12 |
43 |
65 |
78 |
109 |
199 |
293 |
343 |
|
13 |
42 |
64 |
78 |
108 |
199 |
292 |
302 |
|
14 |
41 |
64 |
77 |
107 |
198 |
291 |
291 |
|
15 |
41 |
63 |
76 |
107 |
197 |
290 |
290 |
|
16 |
40 |
62 |
75 |
106 |
196 |
289 |
289 |
|
17 |
39 |
61 |
74 |
105 |
195 |
289 |
289 |
|
18 |
38 |
60 |
74 |
104 |
195 |
288 |
288 |
|
19 |
38 |
60 |
73 |
104 |
194 |
287 |
287 |
|
20 |
38 |
60 |
73 |
103 |
194 |
287 |
287 |
|
21 |
37 |
59 |
73 |
103 |
194 |
287 |
287 |
|
22 |
37 |
59 |
72 |
103 |
193 |
286 |
286 |
|
23 |
36 |
58 |
72 |
102 |
193 |
286 |
286 |
|
24 |
36 |
58 |
71 |
102 |
192 |
285 |
285 |
|
25 |
35 |
57 |
73 |
101 |
191 |
285 |
285 |
|
26 |
34 |
56 |
76 |
100 |
191 |
284 |
284 |
|
27 |
34 |
56 |
79 |
100 |
190 |
283 |
283 |
|
28 |
33 |
55 |
81 |
99 |
189 |
283 |
283 |
|
29 |
32 |
54 |
85 |
98 |
189 |
282 |
282 |
|
30 |
32 |
54 |
87 |
98 |
188 |
281 |
281 |
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 |
25 |
40 |
47 |
71 |
195 |
312 |
3 026 |
|
2 |
26 |
41 |
48 |
72 |
195 |
348 |
2 276 |
|
3 |
24 |
40 |
49 |
75 |
188 |
360 |
1 728 |
|
4 |
23 |
40 |
51 |
78 |
185 |
358 |
1 341 |
|
5 |
23 |
41 |
54 |
79 |
184 |
349 |
1 065 |
|
6 |
24 |
43 |
55 |
82 |
183 |
335 |
865 |
|
7 |
25 |
45 |
56 |
83 |
182 |
319 |
716 |
|
8 |
24 |
45 |
57 |
85 |
181 |
302 |
602 |
|
9 |
24 |
45 |
58 |
87 |
181 |
285 |
513 |
|
10 |
23 |
45 |
59 |
88 |
180 |
273 |
441 |
|
11 |
23 |
45 |
58 |
89 |
179 |
273 |
384 |
|
12 |
22 |
44 |
57 |
88 |
178 |
272 |
336 |
|
13 |
21 |
43 |
57 |
87 |
178 |
271 |
296 |
|
14 |
20 |
42 |
56 |
86 |
177 |
270 |
270 |
|
15 |
20 |
42 |
55 |
86 |
176 |
269 |
269 |
|
16 |
19 |
41 |
54 |
84 |
175 |
268 |
268 |
|
17 |
18 |
40 |
53 |
84 |
174 |
268 |
268 |
|
18 |
17 |
40 |
53 |
83 |
174 |
267 |
267 |
|
19 |
17 |
39 |
56 |
83 |
174 |
267 |
267 |
|
20 |
17 |
39 |
58 |
83 |
174 |
267 |
267 |
|
21 |
17 |
39 |
61 |
83 |
174 |
267 |
267 |
|
22 |
17 |
39 |
64 |
83 |
174 |
267 |
267 |
|
23 |
17 |
39 |
66 |
83 |
173 |
267 |
267 |
|
24 |
17 |
39 |
69 |
83 |
173 |
267 |
267 |
|
25 |
17 |
39 |
72 |
83 |
173 |
266 |
266 |
|
26 |
16 |
38 |
75 |
82 |
173 |
266 |
266 |
|
27 |
16 |
38 |
78 |
85 |
173 |
266 |
266 |
|
28 |
16 |
38 |
80 |
87 |
172 |
266 |
266 |
|
29 |
16 |
38 |
83 |
89 |
172 |
265 |
265 |
|
30 |
15 |
37 |
86 |
91 |
172 |
265 |
265 |
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 |
3 |
25 |
149 |
305 |
2 945 |
|
2 |
0 |
1 |
6 |
26 |
150 |
339 |
2 211 |
|
3 |
1 |
2 |
10 |
31 |
144 |
350 |
1 679 |
|
4 |
1 |
3 |
13 |
35 |
142 |
349 |
1 303 |
|
5 |
2 |
4 |
16 |
37 |
142 |
340 |
1 035 |
|
6 |
2 |
5 |
19 |
40 |
142 |
326 |
840 |
|
7 |
3 |
6 |
22 |
42 |
142 |
311 |
696 |
|
8 |
3 |
7 |
24 |
45 |
142 |
294 |
585 |
|
9 |
4 |
8 |
27 |
48 |
142 |
278 |
498 |
|
10 |
4 |
9 |
30 |
50 |
142 |
261 |
429 |
|
11 |
5 |
10 |
33 |
52 |
143 |
245 |
373 |
|
12 |
5 |
11 |
35 |
51 |
142 |
235 |
326 |
|
13 |
5 |
12 |
38 |
52 |
143 |
236 |
287 |
|
14 |
6 |
13 |
41 |
52 |
143 |
236 |
255 |
|
15 |
7 |
14 |
43 |
53 |
141 |
234 |
234 |
|
16 |
7 |
15 |
45 |
56 |
140 |
233 |
233 |
|
17 |
7 |
16 |
48 |
59 |
140 |
233 |
233 |
|
18 |
8 |
17 |
51 |
60 |
140 |
233 |
233 |
|
19 |
8 |
17 |
54 |
63 |
140 |
234 |
234 |
|
20 |
9 |
19 |
57 |
65 |
141 |
234 |
234 |
|
21 |
9 |
20 |
59 |
67 |
142 |
235 |
235 |
|
22 |
9 |
20 |
62 |
71 |
142 |
235 |
235 |
|
23 |
10 |
22 |
65 |
73 |
142 |
235 |
235 |
|
24 |
10 |
23 |
67 |
75 |
142 |
235 |
235 |
|
25 |
11 |
23 |
70 |
77 |
142 |
235 |
235 |
|
26 |
11 |
25 |
72 |
80 |
142 |
235 |
235 |
|
27 |
11 |
25 |
75 |
81 |
143 |
235 |
235 |
|
28 |
12 |
26 |
77 |
84 |
145 |
235 |
235 |
|
29 |
12 |
27 |
80 |
86 |
146 |
235 |
235 |
|
30 |
13 |
28 |
83 |
88 |
148 |
235 |
235 |
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 |
42 |
57 |
64 |
88 |
211 |
318 |
3 083 |
|
2 |
42 |
57 |
64 |
88 |
211 |
353 |
2 315 |
|
3 |
41 |
57 |
66 |
92 |
205 |
365 |
1 758 |
|
4 |
40 |
57 |
68 |
95 |
202 |
364 |
1 364 |
|
5 |
40 |
58 |
70 |
96 |
201 |
354 |
1 083 |
|
6 |
40 |
60 |
72 |
98 |
199 |
340 |
879 |
|
7 |
41 |
61 |
72 |
99 |
198 |
324 |
727 |
|
8 |
40 |
61 |
72 |
100 |
197 |
307 |
611 |
|
9 |
39 |
61 |
73 |
102 |
196 |
289 |
520 |
|
10 |
39 |
60 |
74 |
104 |
195 |
288 |
448 |
|
11 |
38 |
60 |
73 |
104 |
194 |
288 |
389 |
|
12 |
37 |
59 |
72 |
103 |
193 |
287 |
340 |
|
13 |
36 |
58 |
72 |
102 |
193 |
286 |
300 |
|
14 |
36 |
58 |
71 |
101 |
192 |
285 |
285 |
|
15 |
35 |
57 |
70 |
101 |
191 |
285 |
285 |
|
16 |
34 |
56 |
69 |
100 |
190 |
284 |
284 |
|
17 |
33 |
55 |
69 |
99 |
190 |
283 |
283 |
|
18 |
33 |
55 |
68 |
99 |
189 |
282 |
282 |
|
19 |
32 |
54 |
68 |
98 |
189 |
282 |
282 |
|
20 |
32 |
54 |
67 |
98 |
188 |
282 |
282 |
|
21 |
32 |
54 |
67 |
98 |
188 |
282 |
282 |
|
22 |
32 |
54 |
67 |
97 |
188 |
281 |
281 |
|
23 |
31 |
53 |
66 |
97 |
187 |
281 |
281 |
|
24 |
31 |
53 |
69 |
96 |
187 |
280 |
280 |
|
25 |
30 |
52 |
73 |
96 |
186 |
280 |
280 |
|
26 |
29 |
52 |
75 |
95 |
186 |
279 |
279 |
|
27 |
29 |
51 |
78 |
95 |
185 |
279 |
279 |
|
28 |
28 |
50 |
81 |
94 |
185 |
278 |
278 |
|
29 |
28 |
50 |
83 |
94 |
184 |
277 |
277 |
|
30 |
27 |
49 |
86 |
93 |
183 |
277 |
277 |
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 |
8 |
23 |
30 |
54 |
178 |
315 |
3 052 |
|
2 |
13 |
28 |
35 |
58 |
182 |
351 |
2 295 |
|
3 |
16 |
31 |
40 |
67 |
180 |
363 |
1 745 |
|
4 |
18 |
35 |
46 |
73 |
180 |
362 |
1 355 |
|
5 |
21 |
39 |
51 |
76 |
181 |
352 |
1 077 |
|
6 |
20 |
39 |
51 |
77 |
179 |
339 |
874 |
|
7 |
26 |
46 |
57 |
84 |
183 |
323 |
724 |
|
8 |
24 |
45 |
57 |
85 |
182 |
306 |
608 |
|
9 |
26 |
47 |
60 |
89 |
183 |
288 |
518 |
|
10 |
28 |
50 |
63 |
93 |
184 |
278 |
446 |
|
11 |
29 |
51 |
64 |
95 |
185 |
279 |
387 |
|
12 |
30 |
52 |
65 |
96 |
186 |
280 |
339 |
|
13 |
30 |
53 |
66 |
96 |
187 |
280 |
299 |
|
14 |
31 |
53 |
66 |
97 |
187 |
280 |
280 |
|
15 |
31 |
53 |
66 |
97 |
187 |
281 |
281 |
|
16 |
30 |
52 |
66 |
96 |
187 |
280 |
280 |
|
17 |
30 |
52 |
66 |
96 |
187 |
280 |
280 |
|
18 |
29 |
52 |
65 |
95 |
186 |
279 |
279 |
|
19 |
29 |
51 |
64 |
95 |
185 |
279 |
279 |
|
20 |
29 |
51 |
64 |
95 |
185 |
279 |
279 |
|
21 |
29 |
51 |
64 |
95 |
185 |
279 |
279 |
|
22 |
29 |
51 |
64 |
95 |
185 |
278 |
278 |
|
23 |
28 |
51 |
67 |
94 |
185 |
278 |
278 |
|
24 |
28 |
50 |
69 |
94 |
184 |
278 |
278 |
|
25 |
28 |
50 |
73 |
94 |
184 |
277 |
277 |
|
26 |
27 |
49 |
75 |
93 |
183 |
277 |
277 |
|
27 |
27 |
49 |
78 |
93 |
183 |
276 |
276 |
|
28 |
26 |
48 |
81 |
92 |
182 |
276 |
276 |
|
29 |
26 |
48 |
84 |
91 |
182 |
275 |
275 |
|
30 |
25 |
47 |
87 |
92 |
181 |
275 |
275 |
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 |
7 |
22 |
29 |
53 |
177 |
312 |
3 025 |
|
2 |
9 |
24 |
30 |
54 |
178 |
347 |
2 273 |
|
3 |
9 |
25 |
34 |
61 |
173 |
359 |
1 726 |
|
4 |
10 |
27 |
38 |
65 |
171 |
358 |
1 339 |
|
5 |
11 |
29 |
41 |
67 |
172 |
348 |
1 064 |
|
6 |
13 |
32 |
44 |
70 |
172 |
335 |
864 |
|
7 |
14 |
35 |
46 |
72 |
172 |
319 |
714 |
|
8 |
14 |
35 |
47 |
75 |
172 |
302 |
601 |
|
9 |
15 |
37 |
49 |
78 |
172 |
285 |
512 |
|
10 |
16 |
38 |
51 |
81 |
172 |
268 |
441 |
|
11 |
16 |
38 |
51 |
82 |
172 |
266 |
383 |
|
12 |
16 |
38 |
52 |
82 |
173 |
266 |
335 |
|
13 |
16 |
39 |
52 |
82 |
173 |
266 |
295 |
|
14 |
17 |
39 |
52 |
83 |
173 |
266 |
266 |
|
15 |
17 |
39 |
52 |
83 |
173 |
266 |
266 |
|
16 |
16 |
38 |
52 |
82 |
173 |
266 |
266 |
|
17 |
16 |
39 |
52 |
82 |
173 |
266 |
266 |
|
18 |
16 |
38 |
53 |
82 |
173 |
266 |
266 |
|
19 |
16 |
38 |
55 |
82 |
173 |
266 |
266 |
|
20 |
17 |
39 |
58 |
83 |
173 |
266 |
266 |
|
21 |
17 |
39 |
61 |
83 |
173 |
266 |
266 |
|
22 |
17 |
39 |
64 |
83 |
173 |
266 |
266 |
|
23 |
16 |
38 |
66 |
82 |
173 |
266 |
266 |
|
24 |
16 |
38 |
69 |
82 |
172 |
266 |
266 |
|
25 |
16 |
38 |
71 |
82 |
172 |
265 |
265 |
|
26 |
15 |
37 |
74 |
82 |
172 |
265 |
265 |
|
27 |
15 |
37 |
77 |
83 |
172 |
265 |
265 |
|
28 |
15 |
37 |
80 |
86 |
171 |
264 |
264 |
|
29 |
15 |
37 |
82 |
88 |
171 |
264 |
264 |
|
30 |
14 |
36 |
85 |
90 |
171 |
264 |
264 |
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 |
44 |
59 |
66 |
90 |
213 |
324 |
3 153 |
|
2 |
47 |
62 |
69 |
93 |
216 |
361 |
2 371 |
|
3 |
49 |
65 |
74 |
100 |
213 |
374 |
1 803 |
|
4 |
50 |
67 |
78 |
105 |
212 |
373 |
1 400 |
|
5 |
52 |
70 |
82 |
107 |
212 |
363 |
1 113 |
|
6 |
54 |
73 |
85 |
111 |
213 |
349 |
904 |
|
7 |
55 |
75 |
86 |
113 |
212 |
333 |
748 |
|
8 |
54 |
75 |
87 |
115 |
212 |
316 |
629 |
|
9 |
55 |
76 |
89 |
118 |
211 |
305 |
536 |
|
10 |
55 |
77 |
90 |
120 |
211 |
305 |
461 |
|
11 |
55 |
77 |
90 |
120 |
211 |
304 |
400 |
|
12 |
54 |
76 |
89 |
120 |
210 |
304 |
350 |
|
13 |
53 |
75 |
88 |
119 |
209 |
303 |
308 |
|
14 |
52 |
74 |
88 |
118 |
209 |
302 |
302 |
|
15 |
51 |
73 |
87 |
117 |
208 |
301 |
301 |
|
16 |
50 |
72 |
86 |
116 |
207 |
300 |
300 |
|
17 |
49 |
72 |
85 |
115 |
206 |
299 |
299 |
|
18 |
49 |
71 |
84 |
115 |
205 |
298 |
298 |
|
19 |
48 |
70 |
83 |
114 |
204 |
298 |
298 |
|
20 |
47 |
69 |
83 |
113 |
204 |
297 |
297 |
|
21 |
47 |
69 |
82 |
112 |
203 |
296 |
296 |
|
22 |
46 |
68 |
81 |
112 |
202 |
295 |
295 |
|
23 |
45 |
67 |
80 |
111 |
201 |
294 |
294 |
|
24 |
44 |
66 |
79 |
110 |
200 |
294 |
294 |
|
25 |
43 |
65 |
78 |
109 |
199 |
293 |
293 |
|
26 |
42 |
64 |
78 |
108 |
198 |
292 |
292 |
|
27 |
41 |
63 |
80 |
107 |
198 |
291 |
291 |
|
28 |
40 |
62 |
83 |
106 |
197 |
290 |
290 |
|
29 |
39 |
61 |
86 |
105 |
196 |
289 |
289 |
|
30 |
39 |
61 |
88 |
104 |
195 |
288 |
288 |
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 |
75 |
90 |
97 |
121 |
244 |
340 |
3 202 |
|
2 |
79 |
94 |
101 |
125 |
248 |
367 |
2 411 |
|
3 |
79 |
95 |
103 |
130 |
243 |
380 |
1 834 |
|
4 |
78 |
95 |
106 |
133 |
239 |
379 |
1 428 |
|
5 |
80 |
99 |
111 |
136 |
241 |
371 |
1 136 |
|
6 |
83 |
102 |
114 |
140 |
242 |
357 |
924 |
|
7 |
85 |
105 |
116 |
142 |
242 |
340 |
765 |
|
8 |
85 |
106 |
118 |
146 |
243 |
336 |
643 |
|
9 |
86 |
108 |
120 |
150 |
243 |
337 |
548 |
|
10 |
87 |
109 |
122 |
152 |
243 |
337 |
472 |
|
11 |
86 |
109 |
122 |
152 |
243 |
336 |
410 |
|
12 |
86 |
108 |
121 |
151 |
242 |
335 |
359 |
|
13 |
84 |
106 |
120 |
150 |
241 |
334 |
334 |
|
14 |
83 |
105 |
118 |
149 |
239 |
332 |
332 |
|
15 |
81 |
103 |
117 |
147 |
238 |
331 |
331 |
|
16 |
80 |
102 |
115 |
146 |
236 |
329 |
329 |
|
17 |
78 |
100 |
114 |
144 |
235 |
328 |
328 |
|
18 |
77 |
99 |
112 |
143 |
233 |
327 |
327 |
|
19 |
76 |
98 |
111 |
141 |
232 |
325 |
325 |
|
20 |
74 |
96 |
110 |
140 |
231 |
324 |
324 |
|
21 |
73 |
95 |
108 |
139 |
229 |
323 |
323 |
|
22 |
71 |
93 |
107 |
137 |
228 |
321 |
321 |
|
23 |
70 |
92 |
105 |
136 |
226 |
320 |
320 |
|
24 |
68 |
90 |
104 |
134 |
225 |
318 |
318 |
|
25 |
67 |
89 |
102 |
133 |
223 |
316 |
316 |
|
26 |
65 |
87 |
101 |
131 |
222 |
315 |
315 |
|
27 |
64 |
86 |
99 |
130 |
220 |
313 |
313 |
|
28 |
62 |
84 |
98 |
128 |
219 |
312 |
312 |
|
29 |
61 |
83 |
96 |
127 |
217 |
310 |
310 |
|
30 |
59 |
81 |
95 |
125 |
216 |
309 |
309 |
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 |
0 |
15 |
22 |
46 |
169 |
312 |
3 022 |
|
2 |
4 |
18 |
25 |
49 |
173 |
348 |
2 274 |
|
3 |
6 |
21 |
30 |
57 |
170 |
360 |
1 729 |
|
4 |
8 |
24 |
35 |
63 |
169 |
359 |
1 343 |
|
5 |
10 |
28 |
40 |
66 |
171 |
349 |
1 067 |
|
6 |
12 |
31 |
43 |
70 |
171 |
336 |
867 |
|
7 |
14 |
35 |
46 |
72 |
172 |
320 |
717 |
|
8 |
14 |
35 |
47 |
75 |
172 |
303 |
603 |
|
9 |
15 |
37 |
49 |
78 |
172 |
286 |
514 |
|
10 |
16 |
37 |
51 |
81 |
172 |
269 |
442 |
|
11 |
16 |
38 |
51 |
81 |
172 |
265 |
384 |
|
12 |
15 |
38 |
51 |
81 |
172 |
265 |
336 |
|
13 |
15 |
37 |
50 |
81 |
171 |
265 |
296 |
|
14 |
14 |
36 |
50 |
80 |
171 |
264 |
264 |
|
15 |
13 |
36 |
49 |
79 |
170 |
263 |
263 |
|
16 |
12 |
35 |
48 |
78 |
169 |
262 |
262 |
|
17 |
12 |
34 |
50 |
78 |
168 |
262 |
262 |
|
18 |
12 |
34 |
53 |
77 |
168 |
261 |
261 |
|
19 |
11 |
33 |
56 |
77 |
168 |
261 |
261 |
|
20 |
12 |
34 |
58 |
77 |
168 |
261 |
261 |
|
21 |
12 |
34 |
61 |
78 |
168 |
261 |
261 |
|
22 |
12 |
34 |
64 |
78 |
168 |
261 |
261 |
|
23 |
12 |
34 |
66 |
78 |
168 |
261 |
261 |
|
24 |
12 |
34 |
69 |
78 |
168 |
261 |
261 |
|
25 |
11 |
34 |
72 |
80 |
168 |
261 |
261 |
|
26 |
11 |
33 |
75 |
82 |
168 |
261 |
261 |
|
27 |
12 |
33 |
78 |
85 |
168 |
261 |
261 |
|
28 |
12 |
33 |
80 |
87 |
167 |
261 |
261 |
|
29 |
13 |
33 |
83 |
89 |
167 |
261 |
261 |
|
30 |
13 |
33 |
86 |
91 |
167 |
260 |
260 |
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 |
86 |
101 |
107 |
131 |
255 |
351 |
3 332 |
|
2 |
86 |
101 |
108 |
132 |
255 |
380 |
2 512 |
|
3 |
85 |
101 |
110 |
136 |
249 |
394 |
1 911 |
|
4 |
85 |
102 |
113 |
140 |
246 |
393 |
1 484 |
|
5 |
85 |
103 |
116 |
141 |
246 |
383 |
1 179 |
|
6 |
86 |
105 |
117 |
144 |
245 |
369 |
957 |
|
7 |
87 |
108 |
119 |
145 |
245 |
351 |
792 |
|
8 |
87 |
108 |
120 |
147 |
244 |
338 |
665 |
|
9 |
86 |
108 |
120 |
150 |
243 |
337 |
566 |
|
10 |
85 |
107 |
120 |
150 |
242 |
335 |
487 |
|
11 |
84 |
106 |
119 |
149 |
240 |
333 |
423 |
|
12 |
82 |
104 |
117 |
148 |
238 |
331 |
369 |
|
13 |
80 |
102 |
115 |
146 |
236 |
329 |
329 |
|
14 |
78 |
100 |
113 |
144 |
234 |
327 |
327 |
|
15 |
76 |
98 |
111 |
142 |
232 |
326 |
326 |
|
16 |
74 |
96 |
109 |
140 |
230 |
323 |
323 |
|
17 |
72 |
94 |
107 |
138 |
228 |
322 |
322 |
|
18 |
70 |
93 |
106 |
136 |
227 |
320 |
320 |
|
19 |
69 |
91 |
104 |
135 |
225 |
319 |
319 |
|
20 |
68 |
90 |
103 |
134 |
224 |
318 |
318 |
|
21 |
67 |
89 |
102 |
133 |
223 |
317 |
317 |
|
22 |
66 |
88 |
101 |
132 |
222 |
316 |
316 |
|
23 |
65 |
87 |
100 |
131 |
221 |
315 |
315 |
|
24 |
64 |
86 |
99 |
130 |
220 |
313 |
313 |
|
25 |
63 |
85 |
98 |
129 |
219 |
312 |
312 |
|
26 |
62 |
84 |
97 |
128 |
218 |
311 |
311 |
|
27 |
61 |
83 |
96 |
126 |
217 |
310 |
310 |
|
28 |
60 |
82 |
95 |
125 |
216 |
309 |
309 |
|
29 |
59 |
81 |
94 |
124 |
215 |
308 |
308 |
|
30 |
58 |
80 |
93 |
123 |
214 |
307 |
307 |
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 |
355 |
370 |
377 |
401 |
524 |
620 |
3 195 |
|
2 |
70 |
85 |
91 |
115 |
239 |
367 |
2 413 |
|
3 |
72 |
88 |
97 |
123 |
236 |
382 |
1 843 |
|
4 |
75 |
92 |
103 |
130 |
237 |
381 |
1 433 |
|
5 |
77 |
95 |
108 |
133 |
238 |
372 |
1 139 |
|
6 |
80 |
99 |
111 |
137 |
239 |
358 |
926 |
|
7 |
82 |
102 |
113 |
140 |
239 |
341 |
766 |
|
8 |
83 |
104 |
115 |
143 |
240 |
333 |
644 |
|
9 |
83 |
105 |
117 |
147 |
240 |
334 |
549 |
|
10 |
84 |
105 |
119 |
149 |
240 |
333 |
472 |
|
11 |
84 |
106 |
119 |
149 |
240 |
333 |
410 |
|
12 |
84 |
106 |
119 |
150 |
240 |
333 |
359 |
|
13 |
84 |
106 |
120 |
150 |
240 |
334 |
334 |
|
14 |
85 |
107 |
120 |
151 |
241 |
334 |
334 |
|
15 |
85 |
108 |
121 |
151 |
242 |
335 |
335 |
|
16 |
87 |
109 |
122 |
152 |
243 |
336 |
336 |
|
17 |
88 |
110 |
123 |
154 |
244 |
337 |
337 |
|
18 |
89 |
111 |
124 |
155 |
245 |
338 |
338 |
|
19 |
90 |
112 |
125 |
156 |
246 |
339 |
339 |
|
20 |
90 |
112 |
126 |
156 |
247 |
340 |
340 |
|
21 |
91 |
113 |
126 |
157 |
247 |
340 |
340 |
|
22 |
91 |
113 |
126 |
156 |
247 |
340 |
340 |
|
23 |
90 |
112 |
125 |
156 |
246 |
340 |
340 |
|
24 |
89 |
111 |
125 |
155 |
246 |
339 |
339 |
|
25 |
88 |
110 |
124 |
154 |
245 |
338 |
338 |
|
26 |
87 |
109 |
123 |
153 |
244 |
337 |
337 |
|
27 |
86 |
108 |
122 |
152 |
243 |
336 |
336 |
|
28 |
85 |
107 |
120 |
151 |
241 |
335 |
335 |
|
29 |
84 |
106 |
119 |
150 |
240 |
333 |
333 |
|
30 |
82 |
104 |
118 |
148 |
239 |
332 |
332 |
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 |
3 |
10 |
34 |
158 |
310 |
3 004 |
|
2 |
0 |
3 |
10 |
34 |
158 |
346 |
2 258 |
|
3 |
1 |
3 |
12 |
39 |
152 |
358 |
1 716 |
|
4 |
1 |
4 |
15 |
42 |
148 |
356 |
1 332 |
|
5 |
2 |
5 |
17 |
43 |
148 |
347 |
1 058 |
|
6 |
2 |
7 |
19 |
45 |
147 |
333 |
859 |
|
7 |
3 |
9 |
22 |
47 |
146 |
317 |
711 |
|
8 |
3 |
9 |
25 |
48 |
145 |
301 |
598 |
|
9 |
4 |
9 |
28 |
51 |
144 |
284 |
509 |
|
10 |
4 |
9 |
30 |
52 |
144 |
267 |
438 |
|
11 |
5 |
11 |
33 |
53 |
144 |
251 |
381 |
|
12 |
5 |
11 |
36 |
53 |
144 |
237 |
334 |
|
13 |
5 |
13 |
39 |
53 |
144 |
237 |
294 |
|
14 |
6 |
13 |
41 |
53 |
144 |
237 |
261 |
|
15 |
7 |
14 |
44 |
55 |
144 |
237 |
237 |
|
16 |
7 |
16 |
47 |
57 |
144 |
237 |
237 |
|
17 |
7 |
16 |
50 |
60 |
144 |
238 |
238 |
|
18 |
8 |
17 |
53 |
62 |
145 |
238 |
238 |
|
19 |
8 |
19 |
55 |
65 |
145 |
239 |
239 |
|
20 |
9 |
19 |
58 |
67 |
146 |
240 |
240 |
|
21 |
9 |
20 |
61 |
70 |
147 |
240 |
240 |
|
22 |
9 |
22 |
64 |
72 |
148 |
241 |
241 |
|
23 |
10 |
22 |
66 |
75 |
149 |
242 |
242 |
|
24 |
10 |
23 |
69 |
77 |
149 |
242 |
242 |
|
25 |
11 |
25 |
71 |
79 |
150 |
243 |
243 |
|
26 |
11 |
25 |
74 |
82 |
150 |
243 |
243 |
|
27 |
12 |
26 |
77 |
84 |
150 |
244 |
244 |
|
28 |
12 |
27 |
80 |
86 |
151 |
244 |
244 |
|
29 |
13 |
28 |
82 |
89 |
151 |
244 |
244 |
|
30 |
13 |
29 |
86 |
91 |
152 |
245 |
245 |
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 |
48 |
63 |
70 |
94 |
218 |
318 |
3 092 |
|
2 |
49 |
64 |
71 |
95 |
219 |
355 |
2 323 |
|
3 |
49 |
64 |
73 |
100 |
213 |
367 |
1 765 |
|
4 |
48 |
65 |
76 |
103 |
209 |
365 |
1 369 |
|
5 |
48 |
66 |
78 |
104 |
208 |
356 |
1 088 |
|
6 |
49 |
68 |
80 |
106 |
208 |
342 |
883 |
|
7 |
49 |
69 |
80 |
107 |
206 |
325 |
731 |
|
8 |
48 |
69 |
81 |
109 |
206 |
308 |
614 |
|
9 |
48 |
69 |
82 |
111 |
205 |
298 |
523 |
|
10 |
47 |
69 |
82 |
112 |
203 |
297 |
450 |
|
11 |
45 |
67 |
81 |
111 |
202 |
295 |
391 |
|
12 |
44 |
66 |
79 |
109 |
200 |
293 |
342 |
|
13 |
42 |
64 |
77 |
108 |
198 |
292 |
302 |
|
14 |
40 |
62 |
76 |
106 |
197 |
290 |
290 |
|
15 |
39 |
61 |
74 |
105 |
195 |
288 |
288 |
|
16 |
37 |
59 |
72 |
103 |
193 |
287 |
287 |
|
17 |
36 |
58 |
71 |
102 |
192 |
285 |
285 |
|
18 |
34 |
56 |
70 |
100 |
191 |
284 |
284 |
|
19 |
33 |
55 |
69 |
99 |
190 |
283 |
283 |
|
20 |
33 |
55 |
68 |
99 |
189 |
282 |
282 |
|
21 |
32 |
54 |
68 |
98 |
189 |
282 |
282 |
|
22 |
32 |
54 |
67 |
97 |
188 |
281 |
281 |
|
23 |
31 |
53 |
68 |
97 |
187 |
280 |
280 |
|
24 |
30 |
52 |
70 |
96 |
187 |
280 |
280 |
|
25 |
29 |
51 |
73 |
95 |
186 |
279 |
279 |
|
26 |
29 |
51 |
75 |
95 |
185 |
278 |
278 |
|
27 |
28 |
50 |
79 |
94 |
184 |
278 |
278 |
|
28 |
27 |
49 |
81 |
93 |
184 |
277 |
277 |
|
29 |
27 |
49 |
84 |
93 |
183 |
276 |
276 |
|
30 |
26 |
48 |
87 |
92 |
183 |
276 |
276 |
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 |
123 |
130 |
154 |
277 |
373 |
3 362 |
|
2 |
109 |
124 |
131 |
155 |
278 |
384 |
2 535 |
|
3 |
110 |
126 |
135 |
161 |
274 |
398 |
1 929 |
|
4 |
111 |
128 |
139 |
166 |
272 |
396 |
1 498 |
|
5 |
112 |
130 |
142 |
168 |
272 |
387 |
1 190 |
|
6 |
113 |
132 |
144 |
170 |
272 |
372 |
966 |
|
7 |
114 |
134 |
145 |
172 |
271 |
365 |
800 |
|
8 |
113 |
134 |
146 |
174 |
270 |
364 |
672 |
|
9 |
112 |
134 |
146 |
176 |
269 |
363 |
572 |
|
10 |
112 |
134 |
147 |
177 |
268 |
361 |
493 |
|
11 |
110 |
132 |
146 |
176 |
267 |
360 |
428 |
|
12 |
108 |
130 |
144 |
174 |
265 |
358 |
374 |
|
13 |
106 |
128 |
141 |
172 |
262 |
356 |
356 |
|
14 |
104 |
126 |
139 |
170 |
260 |
353 |
353 |
|
15 |
101 |
123 |
137 |
167 |
258 |
351 |
351 |
|
16 |
98 |
121 |
134 |
164 |
255 |
348 |
348 |
|
17 |
96 |
118 |
132 |
162 |
253 |
346 |
346 |
|
18 |
94 |
116 |
129 |
160 |
250 |
343 |
343 |
|
19 |
92 |
114 |
127 |
158 |
248 |
341 |
341 |
|
20 |
90 |
112 |
125 |
156 |
246 |
340 |
340 |
|
21 |
88 |
110 |
124 |
154 |
245 |
338 |
338 |
|
22 |
87 |
109 |
122 |
152 |
243 |
336 |
336 |
|
23 |
85 |
107 |
120 |
151 |
241 |
334 |
334 |
|
24 |
83 |
105 |
118 |
149 |
239 |
333 |
333 |
|
25 |
81 |
103 |
117 |
147 |
238 |
331 |
331 |
|
26 |
79 |
102 |
115 |
145 |
236 |
329 |
329 |
|
27 |
78 |
100 |
113 |
144 |
234 |
327 |
327 |
|
28 |
76 |
98 |
112 |
142 |
233 |
326 |
326 |
|
29 |
75 |
97 |
110 |
141 |
231 |
324 |
324 |
|
30 |
73 |
95 |
109 |
139 |
230 |
323 |
323 |
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 |
168 |
183 |
190 |
214 |
338 |
433 |
3 666 |
|
2 |
178 |
193 |
200 |
224 |
347 |
443 |
2 741 |
|
3 |
181 |
197 |
206 |
233 |
345 |
441 |
2 076 |
|
4 |
182 |
199 |
210 |
237 |
344 |
438 |
1 609 |
|
5 |
183 |
201 |
213 |
238 |
343 |
437 |
1 277 |
|
6 |
183 |
202 |
214 |
240 |
342 |
435 |
1 036 |
|
7 |
183 |
203 |
214 |
241 |
340 |
433 |
856 |
|
8 |
181 |
202 |
214 |
242 |
338 |
432 |
718 |
|
9 |
180 |
201 |
214 |
243 |
337 |
430 |
610 |
|
10 |
179 |
201 |
214 |
244 |
335 |
429 |
524 |
|
11 |
177 |
199 |
212 |
243 |
333 |
427 |
455 |
|
12 |
174 |
196 |
210 |
240 |
331 |
424 |
424 |
|
13 |
171 |
193 |
207 |
237 |
328 |
421 |
421 |
|
14 |
168 |
190 |
204 |
234 |
325 |
418 |
418 |
|
15 |
165 |
187 |
200 |
231 |
321 |
415 |
415 |
|
16 |
162 |
184 |
197 |
228 |
318 |
411 |
411 |
|
17 |
158 |
181 |
194 |
224 |
315 |
408 |
408 |
|
18 |
155 |
177 |
191 |
221 |
312 |
405 |
405 |
|
19 |
152 |
174 |
187 |
218 |
308 |
402 |
402 |
|
20 |
149 |
171 |
184 |
215 |
305 |
399 |
399 |
|
21 |
146 |
168 |
181 |
212 |
302 |
396 |
396 |
|
22 |
143 |
165 |
178 |
209 |
299 |
392 |
392 |
|
23 |
140 |
162 |
175 |
205 |
296 |
389 |
389 |
|
24 |
136 |
158 |
172 |
202 |
293 |
386 |
386 |
|
25 |
133 |
155 |
169 |
199 |
290 |
383 |
383 |
|
26 |
130 |
152 |
166 |
196 |
287 |
380 |
380 |
|
27 |
127 |
149 |
163 |
193 |
284 |
377 |
377 |
|
28 |
124 |
146 |
160 |
190 |
281 |
374 |
374 |
|
29 |
122 |
144 |
157 |
187 |
278 |
371 |
371 |
|
30 |
119 |
141 |
154 |
185 |
275 |
368 |
368 |
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 |
20 |
35 |
42 |
66 |
189 |
319 |
3 100 |
|
2 |
21 |
36 |
43 |
67 |
190 |
356 |
2 331 |
|
3 |
21 |
37 |
45 |
72 |
185 |
368 |
1 772 |
|
4 |
20 |
37 |
48 |
75 |
182 |
367 |
1 376 |
|
5 |
21 |
39 |
51 |
77 |
182 |
357 |
1 093 |
|
6 |
22 |
41 |
53 |
79 |
181 |
344 |
888 |
|
7 |
23 |
43 |
54 |
80 |
180 |
327 |
735 |
|
8 |
21 |
42 |
54 |
82 |
179 |
310 |
617 |
|
9 |
21 |
42 |
55 |
84 |
178 |
292 |
525 |
|
10 |
21 |
42 |
56 |
86 |
177 |
275 |
452 |
|
11 |
20 |
42 |
55 |
86 |
176 |
270 |
393 |
|
12 |
19 |
41 |
55 |
85 |
176 |
269 |
344 |
|
13 |
19 |
41 |
54 |
85 |
175 |
269 |
303 |
|
14 |
18 |
40 |
54 |
84 |
175 |
268 |
268 |
|
15 |
18 |
40 |
54 |
84 |
174 |
268 |
268 |
|
16 |
18 |
40 |
53 |
84 |
174 |
268 |
268 |
|
17 |
18 |
40 |
53 |
84 |
174 |
268 |
268 |
|
18 |
18 |
40 |
54 |
84 |
174 |
268 |
268 |
|
19 |
18 |
40 |
57 |
84 |
174 |
268 |
268 |
|
20 |
18 |
40 |
60 |
84 |
175 |
268 |
268 |
|
21 |
18 |
40 |
62 |
84 |
175 |
268 |
268 |
|
22 |
18 |
40 |
65 |
84 |
175 |
268 |
268 |
|
23 |
18 |
40 |
68 |
84 |
175 |
268 |
268 |
|
24 |
18 |
40 |
70 |
84 |
174 |
268 |
268 |
|
25 |
18 |
40 |
73 |
84 |
174 |
268 |
268 |
|
26 |
18 |
40 |
75 |
84 |
174 |
267 |
267 |
|
27 |
17 |
40 |
79 |
85 |
174 |
267 |
267 |
|
28 |
17 |
39 |
81 |
88 |
174 |
267 |
267 |
|
29 |
17 |
39 |
85 |
91 |
173 |
267 |
267 |
|
30 |
17 |
39 |
87 |
92 |
173 |
266 |
266 |
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 |
16 |
31 |
37 |
61 |
185 |
324 |
3 155 |
|
2 |
18 |
32 |
39 |
63 |
187 |
361 |
2 372 |
|
3 |
19 |
35 |
44 |
70 |
183 |
374 |
1 802 |
|
4 |
20 |
37 |
48 |
75 |
182 |
372 |
1 398 |
|
5 |
22 |
40 |
53 |
78 |
183 |
362 |
1 110 |
|
6 |
24 |
43 |
55 |
82 |
183 |
348 |
901 |
|
7 |
26 |
47 |
58 |
84 |
184 |
332 |
746 |
|
8 |
26 |
47 |
59 |
87 |
184 |
314 |
627 |
|
9 |
27 |
49 |
61 |
90 |
184 |
296 |
533 |
|
10 |
28 |
50 |
63 |
93 |
185 |
279 |
459 |
|
11 |
29 |
51 |
64 |
94 |
185 |
278 |
399 |
|
12 |
29 |
51 |
64 |
95 |
185 |
279 |
349 |
|
13 |
29 |
51 |
64 |
95 |
185 |
279 |
307 |
|
14 |
29 |
51 |
64 |
95 |
185 |
278 |
278 |
|
15 |
29 |
51 |
64 |
94 |
185 |
278 |
278 |
|
16 |
28 |
50 |
63 |
94 |
184 |
278 |
278 |
|
17 |
28 |
50 |
63 |
94 |
184 |
278 |
278 |
|
18 |
28 |
50 |
63 |
94 |
184 |
278 |
278 |
|
19 |
28 |
50 |
63 |
94 |
184 |
278 |
278 |
|
20 |
28 |
50 |
64 |
94 |
185 |
278 |
278 |
|
21 |
29 |
51 |
64 |
94 |
185 |
278 |
278 |
|
22 |
29 |
51 |
65 |
94 |
185 |
278 |
278 |
|
23 |
28 |
50 |
68 |
94 |
185 |
278 |
278 |
|
24 |
28 |
50 |
72 |
94 |
184 |
278 |
278 |
|
25 |
28 |
50 |
74 |
94 |
184 |
277 |
277 |
|
26 |
27 |
49 |
77 |
93 |
184 |
277 |
277 |
|
27 |
27 |
49 |
80 |
93 |
183 |
277 |
277 |
|
28 |
27 |
49 |
83 |
92 |
183 |
276 |
276 |
|
29 |
26 |
48 |
86 |
92 |
182 |
276 |
276 |
|
30 |
26 |
48 |
88 |
94 |
182 |
275 |
275 |
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 |
116 |
131 |
138 |
162 |
286 |
381 |
3 514 |
|
2 |
115 |
130 |
137 |
161 |
285 |
396 |
2 628 |
|
3 |
114 |
130 |
139 |
165 |
278 |
408 |
1 988 |
|
4 |
113 |
130 |
141 |
168 |
275 |
405 |
1 537 |
|
5 |
114 |
132 |
144 |
170 |
274 |
393 |
1 217 |
|
6 |
114 |
133 |
145 |
171 |
273 |
377 |
986 |
|
7 |
115 |
135 |
146 |
172 |
272 |
365 |
813 |
|
8 |
114 |
135 |
147 |
174 |
271 |
365 |
681 |
|
9 |
113 |
135 |
147 |
176 |
270 |
363 |
579 |
|
10 |
113 |
135 |
148 |
178 |
270 |
363 |
497 |
|
11 |
113 |
135 |
148 |
178 |
269 |
362 |
431 |
|
12 |
112 |
134 |
147 |
177 |
268 |
361 |
376 |
|
13 |
110 |
132 |
146 |
176 |
267 |
360 |
360 |
|
14 |
109 |
131 |
145 |
175 |
266 |
359 |
359 |
|
15 |
107 |
129 |
142 |
173 |
263 |
357 |
357 |
|
16 |
105 |
127 |
140 |
171 |
261 |
354 |
354 |
|
17 |
102 |
124 |
137 |
168 |
258 |
352 |
352 |
|
18 |
100 |
122 |
135 |
166 |
256 |
349 |
349 |
|
19 |
98 |
120 |
133 |
163 |
254 |
347 |
347 |
|
20 |
95 |
117 |
131 |
161 |
252 |
345 |
345 |
|
21 |
93 |
115 |
129 |
159 |
250 |
343 |
343 |
|
22 |
91 |
113 |
126 |
157 |
247 |
341 |
341 |
|
23 |
89 |
111 |
124 |
155 |
245 |
338 |
338 |
|
24 |
87 |
109 |
122 |
152 |
243 |
336 |
336 |
|
25 |
84 |
106 |
120 |
150 |
241 |
334 |
334 |
|
26 |
82 |
104 |
118 |
148 |
239 |
332 |
332 |
|
27 |
80 |
102 |
116 |
146 |
237 |
330 |
330 |
|
28 |
78 |
100 |
114 |
144 |
235 |
328 |
328 |
|
29 |
76 |
98 |
112 |
142 |
233 |
326 |
326 |
|
30 |
74 |
96 |
110 |
140 |
231 |
324 |
324 |
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 |
2 |
9 |
32 |
156 |
314 |
3 045 |
|
2 |
0 |
4 |
11 |
34 |
158 |
350 |
2 292 |
|
3 |
1 |
6 |
15 |
41 |
154 |
363 |
1 744 |
|
4 |
1 |
8 |
19 |
46 |
153 |
362 |
1 354 |
|
5 |
2 |
11 |
23 |
49 |
154 |
352 |
1 076 |
|
6 |
3 |
14 |
26 |
53 |
154 |
339 |
874 |
|
7 |
3 |
18 |
29 |
55 |
155 |
323 |
724 |
|
8 |
3 |
18 |
30 |
58 |
155 |
306 |
608 |
|
9 |
4 |
19 |
32 |
61 |
155 |
289 |
518 |
|
10 |
4 |
20 |
33 |
63 |
155 |
272 |
446 |
|
11 |
5 |
20 |
33 |
64 |
154 |
255 |
388 |
|
12 |
5 |
20 |
36 |
64 |
154 |
247 |
339 |
|
13 |
6 |
20 |
39 |
63 |
154 |
247 |
299 |
|
14 |
6 |
19 |
42 |
63 |
154 |
247 |
265 |
|
15 |
7 |
19 |
45 |
63 |
154 |
247 |
247 |
|
16 |
7 |
19 |
47 |
63 |
153 |
246 |
246 |
|
17 |
8 |
19 |
50 |
63 |
153 |
247 |
247 |
|
18 |
8 |
19 |
53 |
63 |
153 |
247 |
247 |
|
19 |
8 |
19 |
56 |
65 |
154 |
247 |
247 |
|
20 |
9 |
20 |
58 |
68 |
154 |
247 |
247 |
|
21 |
9 |
20 |
61 |
70 |
155 |
248 |
248 |
|
22 |
10 |
22 |
64 |
73 |
155 |
249 |
249 |
|
23 |
10 |
22 |
66 |
75 |
156 |
249 |
249 |
|
24 |
10 |
23 |
69 |
77 |
156 |
249 |
249 |
|
25 |
11 |
25 |
73 |
80 |
156 |
250 |
250 |
|
26 |
11 |
25 |
75 |
82 |
156 |
250 |
250 |
|
27 |
12 |
26 |
78 |
85 |
157 |
250 |
250 |
|
28 |
12 |
27 |
81 |
87 |
157 |
250 |
250 |
|
29 |
13 |
28 |
83 |
89 |
157 |
250 |
250 |
|
30 |
13 |
29 |
87 |
92 |
157 |
250 |
250 |
3.29. South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
30 |
44 |
51 |
75 |
199 |
314 |
3 047 |
|
2 |
30 |
45 |
52 |
76 |
199 |
350 |
2 288 |
|
3 |
28 |
44 |
53 |
80 |
192 |
361 |
1 738 |
|
4 |
27 |
44 |
55 |
82 |
189 |
360 |
1 348 |
|
5 |
27 |
45 |
58 |
83 |
188 |
350 |
1 070 |
|
6 |
30 |
50 |
62 |
88 |
189 |
336 |
868 |
|
7 |
28 |
49 |
60 |
86 |
186 |
320 |
718 |
|
8 |
33 |
54 |
65 |
93 |
190 |
303 |
603 |
|
9 |
32 |
54 |
66 |
95 |
189 |
286 |
514 |
|
10 |
26 |
48 |
61 |
91 |
183 |
276 |
442 |
|
11 |
21 |
43 |
57 |
87 |
178 |
271 |
384 |
|
12 |
18 |
40 |
53 |
84 |
174 |
267 |
336 |
|
13 |
15 |
37 |
50 |
81 |
171 |
265 |
296 |
|
14 |
13 |
35 |
48 |
79 |
169 |
263 |
263 |
|
15 |
11 |
33 |
47 |
77 |
168 |
261 |
261 |
|
16 |
10 |
32 |
47 |
76 |
166 |
259 |
259 |
|
17 |
9 |
31 |
50 |
75 |
165 |
259 |
259 |
|
18 |
8 |
30 |
53 |
74 |
165 |
258 |
258 |
|
19 |
8 |
30 |
55 |
74 |
164 |
257 |
257 |
|
20 |
9 |
30 |
58 |
74 |
164 |
258 |
258 |
|
21 |
9 |
30 |
61 |
74 |
164 |
258 |
258 |
|
22 |
9 |
30 |
64 |
74 |
164 |
258 |
258 |
|
23 |
10 |
30 |
66 |
75 |
164 |
258 |
258 |
|
24 |
10 |
30 |
69 |
77 |
164 |
258 |
258 |
|
25 |
11 |
30 |
71 |
79 |
164 |
257 |
257 |
|
26 |
11 |
30 |
74 |
82 |
164 |
257 |
257 |
|
27 |
12 |
30 |
77 |
83 |
164 |
257 |
257 |
|
28 |
12 |
30 |
80 |
86 |
164 |
257 |
257 |
|
29 |
13 |
29 |
82 |
88 |
164 |
257 |
257 |
|
30 |
13 |
29 |
85 |
90 |
164 |
257 |
257 |
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 |
181 |
195 |
202 |
226 |
350 |
445 |
3 466 |
|
2 |
178 |
193 |
200 |
224 |
347 |
443 |
2 613 |
|
3 |
173 |
189 |
198 |
225 |
338 |
433 |
1 989 |
|
4 |
170 |
187 |
197 |
225 |
331 |
425 |
1 543 |
|
5 |
166 |
184 |
196 |
222 |
327 |
420 |
1 225 |
|
6 |
163 |
182 |
194 |
221 |
322 |
416 |
994 |
|
7 |
161 |
181 |
192 |
219 |
318 |
411 |
821 |
|
8 |
157 |
178 |
189 |
217 |
314 |
407 |
689 |
|
9 |
153 |
175 |
187 |
216 |
310 |
403 |
586 |
|
10 |
149 |
171 |
185 |
214 |
306 |
399 |
504 |
|
11 |
146 |
168 |
181 |
211 |
302 |
395 |
437 |
|
12 |
142 |
164 |
177 |
208 |
298 |
391 |
391 |
|
13 |
138 |
160 |
173 |
204 |
294 |
388 |
388 |
|
14 |
134 |
156 |
170 |
200 |
291 |
384 |
384 |
|
15 |
131 |
153 |
166 |
197 |
287 |
380 |
380 |
|
16 |
127 |
150 |
163 |
193 |
284 |
377 |
377 |
|
17 |
124 |
146 |
160 |
190 |
281 |
374 |
374 |
|
18 |
121 |
144 |
157 |
187 |
278 |
371 |
371 |
|
19 |
119 |
141 |
154 |
185 |
275 |
368 |
368 |
|
20 |
116 |
138 |
152 |
182 |
273 |
366 |
366 |
|
21 |
114 |
136 |
149 |
180 |
270 |
363 |
363 |
|
22 |
111 |
133 |
146 |
177 |
267 |
361 |
361 |
|
23 |
109 |
131 |
144 |
174 |
265 |
358 |
358 |
|
24 |
106 |
128 |
142 |
172 |
263 |
356 |
356 |
|
25 |
104 |
126 |
139 |
170 |
260 |
353 |
353 |
|
26 |
101 |
123 |
137 |
167 |
258 |
351 |
351 |
|
27 |
99 |
121 |
135 |
165 |
256 |
349 |
349 |
|
28 |
97 |
119 |
132 |
163 |
253 |
347 |
347 |
|
29 |
95 |
117 |
130 |
161 |
251 |
345 |
345 |
|
30 |
93 |
115 |
128 |
159 |
249 |
343 |
343 |
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 |
15 |
27 |
55 |
174 |
312 |
3 019 |
|
2 |
0 |
15 |
27 |
55 |
174 |
347 |
2 270 |
|
3 |
1 |
17 |
29 |
58 |
171 |
359 |
1 726 |
|
4 |
1 |
20 |
32 |
63 |
170 |
358 |
1 340 |
|
5 |
2 |
22 |
37 |
69 |
171 |
349 |
1 065 |
|
6 |
3 |
26 |
40 |
70 |
172 |
335 |
865 |
|
7 |
6 |
30 |
42 |
72 |
173 |
319 |
716 |
|
8 |
8 |
34 |
46 |
74 |
173 |
303 |
602 |
|
9 |
9 |
36 |
49 |
75 |
173 |
285 |
513 |
|
10 |
10 |
38 |
51 |
76 |
173 |
269 |
441 |
|
11 |
11 |
39 |
52 |
77 |
173 |
267 |
383 |
|
12 |
11 |
40 |
53 |
78 |
174 |
267 |
336 |
|
13 |
12 |
42 |
54 |
79 |
174 |
267 |
296 |
|
14 |
13 |
42 |
54 |
79 |
174 |
267 |
267 |
|
15 |
13 |
42 |
54 |
79 |
174 |
267 |
267 |
|
16 |
13 |
42 |
54 |
79 |
173 |
267 |
267 |
|
17 |
13 |
42 |
54 |
79 |
174 |
267 |
267 |
|
18 |
13 |
42 |
54 |
79 |
174 |
267 |
267 |
|
19 |
13 |
42 |
55 |
79 |
174 |
267 |
267 |
|
20 |
13 |
42 |
58 |
79 |
174 |
267 |
267 |
|
21 |
13 |
42 |
61 |
79 |
175 |
268 |
268 |
|
22 |
13 |
42 |
64 |
79 |
175 |
268 |
268 |
|
23 |
13 |
42 |
66 |
79 |
175 |
268 |
268 |
|
24 |
13 |
42 |
69 |
79 |
175 |
268 |
268 |
|
25 |
13 |
42 |
71 |
79 |
175 |
269 |
269 |
|
26 |
13 |
42 |
74 |
82 |
175 |
269 |
269 |
|
27 |
13 |
42 |
77 |
83 |
175 |
269 |
269 |
|
28 |
13 |
42 |
80 |
86 |
175 |
268 |
268 |
|
29 |
13 |
42 |
82 |
88 |
175 |
268 |
268 |
|
30 |
13 |
42 |
85 |
91 |
175 |
268 |
268 |
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 |
3 |
13 |
134 |
308 |
2 982 |
|
2 |
0 |
1 |
6 |
17 |
133 |
343 |
2 238 |
|
3 |
1 |
2 |
10 |
20 |
126 |
354 |
1 699 |
|
4 |
1 |
3 |
13 |
23 |
122 |
352 |
1 318 |
|
5 |
2 |
4 |
16 |
26 |
122 |
343 |
1 046 |
|
6 |
2 |
5 |
19 |
29 |
121 |
329 |
849 |
|
7 |
3 |
6 |
22 |
32 |
121 |
313 |
703 |
|
8 |
3 |
7 |
25 |
35 |
121 |
297 |
590 |
|
9 |
4 |
8 |
27 |
38 |
121 |
280 |
503 |
|
10 |
4 |
9 |
30 |
41 |
122 |
263 |
433 |
|
11 |
5 |
11 |
33 |
44 |
122 |
247 |
376 |
|
12 |
5 |
11 |
36 |
46 |
122 |
232 |
329 |
|
13 |
5 |
12 |
38 |
48 |
122 |
217 |
290 |
|
14 |
6 |
13 |
41 |
51 |
123 |
216 |
256 |
|
15 |
7 |
14 |
44 |
53 |
123 |
216 |
228 |
|
16 |
7 |
15 |
46 |
56 |
123 |
217 |
217 |
|
17 |
7 |
16 |
48 |
59 |
125 |
217 |
217 |
|
18 |
8 |
17 |
51 |
62 |
128 |
218 |
218 |
|
19 |
8 |
17 |
54 |
63 |
131 |
218 |
218 |
|
20 |
9 |
19 |
57 |
65 |
132 |
219 |
219 |
|
21 |
9 |
20 |
59 |
69 |
134 |
220 |
220 |
|
22 |
9 |
20 |
62 |
71 |
136 |
220 |
220 |
|
23 |
10 |
22 |
65 |
73 |
138 |
221 |
221 |
|
24 |
10 |
23 |
67 |
75 |
139 |
221 |
221 |
|
25 |
11 |
23 |
70 |
77 |
141 |
221 |
221 |
|
26 |
11 |
25 |
72 |
80 |
142 |
222 |
222 |
|
27 |
11 |
25 |
75 |
81 |
143 |
222 |
222 |
|
28 |
12 |
26 |
78 |
84 |
145 |
222 |
222 |
|
29 |
12 |
27 |
80 |
86 |
146 |
222 |
222 |
|
30 |
13 |
28 |
83 |
88 |
148 |
222 |
222 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
18 |
|
Euro |
Belgium |
18 |
|
Euro |
Cyprus |
18 |
|
Euro |
Estonia |
18 |
|
Euro |
Finland |
18 |
|
Euro |
France |
18 |
|
Euro |
Germany |
18 |
|
Euro |
Greece |
66 |
|
Euro |
Ireland |
18 |
|
Euro |
Italy |
18 |
|
Euro |
Latvia |
18 |
|
Euro |
Lithuania |
18 |
|
Euro |
Luxembourg |
18 |
|
Euro |
Malta |
18 |
|
Euro |
Netherlands |
18 |
|
Euro |
Portugal |
18 |
|
Euro |
Slovakia |
18 |
|
Euro |
Slovenia |
18 |
|
Euro |
Spain |
18 |
|
Czech koruna |
Czech Republic |
8 |
|
Danish krone |
Denmark |
59 |
|
Forint |
Hungary |
19 |
|
Krona |
Sweden |
3 |
|
Kuna |
Croatia |
11 |
|
Lev |
Bulgaria |
40 |
|
Pound sterling |
United Kingdom |
36 |
|
Romanian leu |
Romania |
3 |
|
Zloty |
Poland |
7 |
|
Króna |
Iceland |
11 |
|
Norwegian krone |
Norway |
16 |
|
Swiss franc |
Liechtenstein |
5 |
|
Swiss franc |
Switzerland |
5 |
|
Australian dollar |
Australia |
10 |
|
Canadian dollar |
Canada |
6 |
|
US dollar |
United States |
68 |
|
Yen |
Japan |
3 |