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Document 32020R1647
Commission Implementing Regulation (EU) 2020/1647 of 9 November 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2020 until 30 December 2020 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) 2020/1647 of 9 November 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2020 until 30 December 2020 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) 2020/1647 of 9 November 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2020 until 30 December 2020 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)
OJ L 375, 10.11.2020, p. 1–91
(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
|
10.11.2020 |
EN |
Official Journal of the European Union |
L 375/1 |
COMMISSION IMPLEMENTING REGULATION (EU) 2020/1647
of 9 November 2020
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2020 until 30 December 2020 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
|
(1) |
In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. |
|
(2) |
Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 October 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2020 market data. That information was published on 5 October 2020 in accordance with Article 77e(1) of Directive 2009/138/EC. |
|
(3) |
Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. |
|
(4) |
For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. |
|
(5) |
To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), |
HAS ADOPTED THIS REGULATION:
Article 1
1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 September 2020 until 30 December 2020.
2. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
|
(a) |
the relevant risk-free rate term structures set out in Annex I; |
|
(b) |
the fundamental spreads for the calculation of the matching adjustment set out in Annex II; |
|
(c) |
for each relevant national insurance market, the volatility adjustments set out in Annex III. |
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 30 September 2020.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 9 November 2020.
For the Commission
The President
Ursula VON DER LEYEN
(1) OJ L 335, 17.12.2009, p. 1.
(2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
–0,578 % |
0,245 % |
–0,588 % |
0,722 % |
–0,152 % |
–0,089 % |
|
2 |
–0,587 % |
0,305 % |
–0,597 % |
1,022 % |
–0,152 % |
0,013 % |
|
3 |
–0,575 % |
0,366 % |
–0,585 % |
1,272 % |
–0,123 % |
0,119 % |
|
4 |
–0,555 % |
0,426 % |
–0,565 % |
1,490 % |
–0,077 % |
0,226 % |
|
5 |
–0,528 % |
0,486 % |
–0,538 % |
1,678 % |
–0,035 % |
0,334 % |
|
6 |
–0,496 % |
0,545 % |
–0,506 % |
1,842 % |
0,010 % |
0,444 % |
|
7 |
–0,458 % |
0,598 % |
–0,468 % |
1,987 % |
0,058 % |
0,554 % |
|
8 |
–0,418 % |
0,644 % |
–0,428 % |
2,107 % |
0,076 % |
0,665 % |
|
9 |
–0,375 % |
0,682 % |
–0,385 % |
2,215 % |
0,110 % |
0,777 % |
|
10 |
–0,331 % |
0,710 % |
–0,341 % |
2,309 % |
0,202 % |
0,889 % |
|
11 |
–0,295 % |
0,731 % |
–0,305 % |
2,393 % |
0,368 % |
0,998 % |
|
12 |
–0,248 % |
0,751 % |
–0,258 % |
2,470 % |
0,565 % |
1,105 % |
|
13 |
–0,216 % |
0,777 % |
–0,227 % |
2,542 % |
0,763 % |
1,206 % |
|
14 |
–0,183 % |
0,811 % |
–0,193 % |
2,610 % |
0,950 % |
1,303 % |
|
15 |
–0,149 % |
0,856 % |
–0,159 % |
2,674 % |
1,121 % |
1,396 % |
|
16 |
–0,135 % |
0,912 % |
–0,145 % |
2,737 % |
1,276 % |
1,483 % |
|
17 |
–0,130 % |
0,976 % |
–0,141 % |
2,796 % |
1,416 % |
1,566 % |
|
18 |
–0,124 % |
1,044 % |
–0,135 % |
2,853 % |
1,542 % |
1,645 % |
|
19 |
–0,108 % |
1,115 % |
–0,118 % |
2,907 % |
1,656 % |
1,719 % |
|
20 |
–0,075 % |
1,187 % |
–0,085 % |
2,959 % |
1,759 % |
1,789 % |
|
21 |
–0,025 % |
1,258 % |
–0,035 % |
3,009 % |
1,853 % |
1,855 % |
|
22 |
0,040 % |
1,329 % |
0,030 % |
3,056 % |
1,938 % |
1,918 % |
|
23 |
0,113 % |
1,398 % |
0,104 % |
3,101 % |
2,016 % |
1,978 % |
|
24 |
0,192 % |
1,465 % |
0,183 % |
3,144 % |
2,088 % |
2,035 % |
|
25 |
0,275 % |
1,530 % |
0,266 % |
3,185 % |
2,154 % |
2,088 % |
|
26 |
0,359 % |
1,593 % |
0,350 % |
3,223 % |
2,215 % |
2,139 % |
|
27 |
0,443 % |
1,654 % |
0,434 % |
3,260 % |
2,271 % |
2,187 % |
|
28 |
0,526 % |
1,712 % |
0,518 % |
3,296 % |
2,323 % |
2,233 % |
|
29 |
0,608 % |
1,768 % |
0,600 % |
3,329 % |
2,372 % |
2,277 % |
|
30 |
0,688 % |
1,822 % |
0,680 % |
3,361 % |
2,418 % |
2,318 % |
|
31 |
0,766 % |
1,874 % |
0,758 % |
3,392 % |
2,461 % |
2,358 % |
|
32 |
0,842 % |
1,923 % |
0,834 % |
3,421 % |
2,501 % |
2,396 % |
|
33 |
0,915 % |
1,971 % |
0,908 % |
3,449 % |
2,538 % |
2,431 % |
|
34 |
0,986 % |
2,016 % |
0,978 % |
3,476 % |
2,574 % |
2,466 % |
|
35 |
1,054 % |
2,060 % |
1,047 % |
3,502 % |
2,607 % |
2,498 % |
|
36 |
1,119 % |
2,102 % |
1,113 % |
3,526 % |
2,639 % |
2,530 % |
|
37 |
1,183 % |
2,142 % |
1,176 % |
3,550 % |
2,669 % |
2,560 % |
|
38 |
1,243 % |
2,180 % |
1,237 % |
3,572 % |
2,697 % |
2,588 % |
|
39 |
1,302 % |
2,217 % |
1,296 % |
3,594 % |
2,724 % |
2,616 % |
|
40 |
1,358 % |
2,252 % |
1,352 % |
3,614 % |
2,749 % |
2,642 % |
|
41 |
1,412 % |
2,286 % |
1,406 % |
3,634 % |
2,774 % |
2,667 % |
|
42 |
1,464 % |
2,319 % |
1,458 % |
3,653 % |
2,797 % |
2,691 % |
|
43 |
1,514 % |
2,350 % |
1,508 % |
3,672 % |
2,819 % |
2,714 % |
|
44 |
1,562 % |
2,380 % |
1,557 % |
3,689 % |
2,840 % |
2,736 % |
|
45 |
1,608 % |
2,409 % |
1,603 % |
3,706 % |
2,860 % |
2,758 % |
|
46 |
1,653 % |
2,437 % |
1,648 % |
3,722 % |
2,879 % |
2,778 % |
|
47 |
1,696 % |
2,463 % |
1,690 % |
3,738 % |
2,898 % |
2,798 % |
|
48 |
1,737 % |
2,489 % |
1,732 % |
3,753 % |
2,915 % |
2,817 % |
|
49 |
1,777 % |
2,514 % |
1,772 % |
3,768 % |
2,932 % |
2,835 % |
|
50 |
1,815 % |
2,538 % |
1,810 % |
3,782 % |
2,949 % |
2,853 % |
|
51 |
1,852 % |
2,561 % |
1,847 % |
3,795 % |
2,964 % |
2,870 % |
|
52 |
1,887 % |
2,583 % |
1,882 % |
3,808 % |
2,979 % |
2,886 % |
|
53 |
1,921 % |
2,604 % |
1,917 % |
3,821 % |
2,994 % |
2,902 % |
|
54 |
1,955 % |
2,625 % |
1,950 % |
3,833 % |
3,008 % |
2,917 % |
|
55 |
1,987 % |
2,645 % |
1,982 % |
3,845 % |
3,021 % |
2,932 % |
|
56 |
2,017 % |
2,664 % |
2,013 % |
3,856 % |
3,034 % |
2,946 % |
|
57 |
2,047 % |
2,683 % |
2,043 % |
3,867 % |
3,047 % |
2,960 % |
|
58 |
2,076 % |
2,701 % |
2,072 % |
3,878 % |
3,059 % |
2,974 % |
|
59 |
2,104 % |
2,719 % |
2,100 % |
3,888 % |
3,071 % |
2,986 % |
|
60 |
2,131 % |
2,736 % |
2,127 % |
3,898 % |
3,082 % |
2,999 % |
|
61 |
2,157 % |
2,752 % |
2,153 % |
3,908 % |
3,093 % |
3,011 % |
|
62 |
2,183 % |
2,768 % |
2,179 % |
3,917 % |
3,103 % |
3,023 % |
|
63 |
2,207 % |
2,783 % |
2,203 % |
3,926 % |
3,114 % |
3,034 % |
|
64 |
2,231 % |
2,798 % |
2,227 % |
3,935 % |
3,123 % |
3,045 % |
|
65 |
2,254 % |
2,813 % |
2,250 % |
3,944 % |
3,133 % |
3,056 % |
|
66 |
2,277 % |
2,827 % |
2,273 % |
3,952 % |
3,142 % |
3,066 % |
|
67 |
2,298 % |
2,840 % |
2,295 % |
3,960 % |
3,151 % |
3,076 % |
|
68 |
2,320 % |
2,854 % |
2,316 % |
3,968 % |
3,160 % |
3,086 % |
|
69 |
2,340 % |
2,867 % |
2,336 % |
3,976 % |
3,169 % |
3,096 % |
|
70 |
2,360 % |
2,879 % |
2,357 % |
3,983 % |
3,177 % |
3,105 % |
|
71 |
2,379 % |
2,891 % |
2,376 % |
3,990 % |
3,185 % |
3,114 % |
|
72 |
2,398 % |
2,903 % |
2,395 % |
3,997 % |
3,193 % |
3,123 % |
|
73 |
2,417 % |
2,915 % |
2,413 % |
4,004 % |
3,200 % |
3,131 % |
|
74 |
2,435 % |
2,926 % |
2,431 % |
4,011 % |
3,208 % |
3,140 % |
|
75 |
2,452 % |
2,937 % |
2,449 % |
4,017 % |
3,215 % |
3,148 % |
|
76 |
2,469 % |
2,947 % |
2,466 % |
4,023 % |
3,222 % |
3,156 % |
|
77 |
2,485 % |
2,958 % |
2,482 % |
4,030 % |
3,229 % |
3,163 % |
|
78 |
2,502 % |
2,968 % |
2,498 % |
4,036 % |
3,236 % |
3,171 % |
|
79 |
2,517 % |
2,978 % |
2,514 % |
4,041 % |
3,242 % |
3,178 % |
|
80 |
2,533 % |
2,987 % |
2,529 % |
4,047 % |
3,248 % |
3,185 % |
|
81 |
2,548 % |
2,997 % |
2,544 % |
4,053 % |
3,255 % |
3,192 % |
|
82 |
2,562 % |
3,006 % |
2,559 % |
4,058 % |
3,261 % |
3,199 % |
|
83 |
2,576 % |
3,015 % |
2,573 % |
4,063 % |
3,267 % |
3,205 % |
|
84 |
2,590 % |
3,023 % |
2,587 % |
4,069 % |
3,272 % |
3,212 % |
|
85 |
2,604 % |
3,032 % |
2,601 % |
4,074 % |
3,278 % |
3,218 % |
|
86 |
2,617 % |
3,040 % |
2,614 % |
4,079 % |
3,283 % |
3,224 % |
|
87 |
2,630 % |
3,048 % |
2,627 % |
4,083 % |
3,289 % |
3,230 % |
|
88 |
2,643 % |
3,056 % |
2,640 % |
4,088 % |
3,294 % |
3,236 % |
|
89 |
2,655 % |
3,064 % |
2,652 % |
4,093 % |
3,299 % |
3,242 % |
|
90 |
2,667 % |
3,072 % |
2,664 % |
4,097 % |
3,304 % |
3,248 % |
|
91 |
2,679 % |
3,079 % |
2,676 % |
4,102 % |
3,309 % |
3,253 % |
|
92 |
2,691 % |
3,086 % |
2,688 % |
4,106 % |
3,314 % |
3,258 % |
|
93 |
2,702 % |
3,093 % |
2,699 % |
4,110 % |
3,318 % |
3,264 % |
|
94 |
2,713 % |
3,100 % |
2,710 % |
4,114 % |
3,323 % |
3,269 % |
|
95 |
2,724 % |
3,107 % |
2,721 % |
4,118 % |
3,327 % |
3,274 % |
|
96 |
2,734 % |
3,114 % |
2,732 % |
4,122 % |
3,332 % |
3,279 % |
|
97 |
2,745 % |
3,120 % |
2,742 % |
4,126 % |
3,336 % |
3,284 % |
|
98 |
2,755 % |
3,127 % |
2,753 % |
4,130 % |
3,340 % |
3,288 % |
|
99 |
2,765 % |
3,133 % |
2,763 % |
4,134 % |
3,345 % |
3,293 % |
|
100 |
2,775 % |
3,139 % |
2,772 % |
4,137 % |
3,349 % |
3,298 % |
|
101 |
2,784 % |
3,145 % |
2,782 % |
4,141 % |
3,353 % |
3,302 % |
|
102 |
2,794 % |
3,151 % |
2,791 % |
4,145 % |
3,356 % |
3,307 % |
|
103 |
2,803 % |
3,157 % |
2,801 % |
4,148 % |
3,360 % |
3,311 % |
|
104 |
2,812 % |
3,163 % |
2,810 % |
4,151 % |
3,364 % |
3,315 % |
|
105 |
2,821 % |
3,168 % |
2,819 % |
4,155 % |
3,368 % |
3,319 % |
|
106 |
2,830 % |
3,174 % |
2,827 % |
4,158 % |
3,371 % |
3,323 % |
|
107 |
2,838 % |
3,179 % |
2,836 % |
4,161 % |
3,375 % |
3,327 % |
|
108 |
2,847 % |
3,184 % |
2,844 % |
4,164 % |
3,378 % |
3,331 % |
|
109 |
2,855 % |
3,190 % |
2,853 % |
4,167 % |
3,382 % |
3,335 % |
|
110 |
2,863 % |
3,195 % |
2,861 % |
4,170 % |
3,385 % |
3,339 % |
|
111 |
2,871 % |
3,200 % |
2,869 % |
4,173 % |
3,388 % |
3,342 % |
|
112 |
2,879 % |
3,205 % |
2,877 % |
4,176 % |
3,392 % |
3,346 % |
|
113 |
2,887 % |
3,209 % |
2,884 % |
4,179 % |
3,395 % |
3,350 % |
|
114 |
2,894 % |
3,214 % |
2,892 % |
4,182 % |
3,398 % |
3,353 % |
|
115 |
2,902 % |
3,219 % |
2,899 % |
4,185 % |
3,401 % |
3,357 % |
|
116 |
2,909 % |
3,223 % |
2,907 % |
4,187 % |
3,404 % |
3,360 % |
|
117 |
2,916 % |
3,228 % |
2,914 % |
4,190 % |
3,407 % |
3,363 % |
|
118 |
2,923 % |
3,232 % |
2,921 % |
4,193 % |
3,410 % |
3,367 % |
|
119 |
2,930 % |
3,237 % |
2,928 % |
4,195 % |
3,413 % |
3,370 % |
|
120 |
2,937 % |
3,241 % |
2,935 % |
4,198 % |
3,415 % |
3,373 % |
|
121 |
2,943 % |
3,245 % |
2,941 % |
4,200 % |
3,418 % |
3,376 % |
|
122 |
2,950 % |
3,249 % |
2,948 % |
4,203 % |
3,421 % |
3,379 % |
|
123 |
2,957 % |
3,253 % |
2,954 % |
4,205 % |
3,424 % |
3,382 % |
|
124 |
2,963 % |
3,257 % |
2,961 % |
4,207 % |
3,426 % |
3,385 % |
|
125 |
2,969 % |
3,261 % |
2,967 % |
4,210 % |
3,429 % |
3,388 % |
|
126 |
2,975 % |
3,265 % |
2,973 % |
4,212 % |
3,431 % |
3,391 % |
|
127 |
2,981 % |
3,269 % |
2,979 % |
4,214 % |
3,434 % |
3,394 % |
|
128 |
2,987 % |
3,273 % |
2,985 % |
4,217 % |
3,436 % |
3,396 % |
|
129 |
2,993 % |
3,276 % |
2,991 % |
4,219 % |
3,439 % |
3,399 % |
|
130 |
2,999 % |
3,280 % |
2,997 % |
4,221 % |
3,441 % |
3,402 % |
|
131 |
3,005 % |
3,283 % |
3,003 % |
4,223 % |
3,443 % |
3,405 % |
|
132 |
3,010 % |
3,287 % |
3,009 % |
4,225 % |
3,446 % |
3,407 % |
|
133 |
3,016 % |
3,290 % |
3,014 % |
4,227 % |
3,448 % |
3,410 % |
|
134 |
3,021 % |
3,294 % |
3,020 % |
4,229 % |
3,450 % |
3,412 % |
|
135 |
3,027 % |
3,297 % |
3,025 % |
4,231 % |
3,452 % |
3,415 % |
|
136 |
3,032 % |
3,301 % |
3,030 % |
4,233 % |
3,455 % |
3,417 % |
|
137 |
3,037 % |
3,304 % |
3,036 % |
4,235 % |
3,457 % |
3,420 % |
|
138 |
3,042 % |
3,307 % |
3,041 % |
4,237 % |
3,459 % |
3,422 % |
|
139 |
3,048 % |
3,310 % |
3,046 % |
4,239 % |
3,461 % |
3,424 % |
|
140 |
3,053 % |
3,313 % |
3,051 % |
4,241 % |
3,463 % |
3,427 % |
|
141 |
3,057 % |
3,316 % |
3,056 % |
4,243 % |
3,465 % |
3,429 % |
|
142 |
3,062 % |
3,320 % |
3,061 % |
4,245 % |
3,467 % |
3,431 % |
|
143 |
3,067 % |
3,323 % |
3,065 % |
4,246 % |
3,469 % |
3,433 % |
|
144 |
3,072 % |
3,326 % |
3,070 % |
4,248 % |
3,471 % |
3,436 % |
|
145 |
3,077 % |
3,328 % |
3,075 % |
4,250 % |
3,473 % |
3,438 % |
|
146 |
3,081 % |
3,331 % |
3,079 % |
4,252 % |
3,475 % |
3,440 % |
|
147 |
3,086 % |
3,334 % |
3,084 % |
4,253 % |
3,477 % |
3,442 % |
|
148 |
3,090 % |
3,337 % |
3,088 % |
4,255 % |
3,479 % |
3,444 % |
|
149 |
3,095 % |
3,340 % |
3,093 % |
4,257 % |
3,480 % |
3,446 % |
|
150 |
3,099 % |
3,342 % |
3,097 % |
4,258 % |
3,482 % |
3,448 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
–0,628 % |
–0,060 % |
2,591 % |
–0,122 % |
1,043 % |
0,216 % |
|
2 |
–0,637 % |
–0,054 % |
2,805 % |
–0,061 % |
1,357 % |
0,330 % |
|
3 |
–0,625 % |
–0,014 % |
2,980 % |
0,090 % |
1,767 % |
0,385 % |
|
4 |
–0,605 % |
0,027 % |
3,117 % |
0,303 % |
2,068 % |
0,448 % |
|
5 |
–0,578 % |
0,071 % |
3,217 % |
0,527 % |
2,276 % |
0,511 % |
|
6 |
–0,546 % |
0,112 % |
3,287 % |
0,734 % |
2,420 % |
0,562 % |
|
7 |
–0,508 % |
0,153 % |
3,333 % |
0,914 % |
2,517 % |
0,611 % |
|
8 |
–0,468 % |
0,195 % |
3,359 % |
1,059 % |
2,588 % |
0,664 % |
|
9 |
–0,426 % |
0,234 % |
3,378 % |
1,175 % |
2,649 % |
0,726 % |
|
10 |
–0,382 % |
0,271 % |
3,397 % |
1,265 % |
2,702 % |
0,798 % |
|
11 |
–0,345 % |
0,302 % |
3,414 % |
1,351 % |
2,749 % |
0,880 % |
|
12 |
–0,299 % |
0,329 % |
3,428 % |
1,436 % |
2,792 % |
0,967 % |
|
13 |
–0,267 % |
0,353 % |
3,442 % |
1,519 % |
2,832 % |
1,057 % |
|
14 |
–0,234 % |
0,374 % |
3,453 % |
1,599 % |
2,868 % |
1,147 % |
|
15 |
–0,200 % |
0,391 % |
3,464 % |
1,676 % |
2,902 % |
1,235 % |
|
16 |
–0,186 % |
0,406 % |
3,474 % |
1,749 % |
2,933 % |
1,320 % |
|
17 |
–0,182 % |
0,419 % |
3,483 % |
1,819 % |
2,962 % |
1,403 % |
|
18 |
–0,176 % |
0,429 % |
3,492 % |
1,886 % |
2,989 % |
1,482 % |
|
19 |
–0,159 % |
0,437 % |
3,500 % |
1,950 % |
3,015 % |
1,558 % |
|
20 |
–0,126 % |
0,444 % |
3,507 % |
2,010 % |
3,039 % |
1,631 % |
|
21 |
–0,075 % |
0,449 % |
3,514 % |
2,068 % |
3,062 % |
1,701 % |
|
22 |
–0,009 % |
0,452 % |
3,521 % |
2,122 % |
3,083 % |
1,767 % |
|
23 |
0,065 % |
0,454 % |
3,527 % |
2,174 % |
3,104 % |
1,830 % |
|
24 |
0,146 % |
0,455 % |
3,533 % |
2,223 % |
3,123 % |
1,890 % |
|
25 |
0,229 % |
0,454 % |
3,539 % |
2,270 % |
3,141 % |
1,947 % |
|
26 |
0,314 % |
0,453 % |
3,544 % |
2,314 % |
3,159 % |
2,001 % |
|
27 |
0,399 % |
0,452 % |
3,549 % |
2,357 % |
3,175 % |
2,053 % |
|
28 |
0,484 % |
0,450 % |
3,554 % |
2,397 % |
3,191 % |
2,102 % |
|
29 |
0,567 % |
0,449 % |
3,559 % |
2,435 % |
3,206 % |
2,149 % |
|
30 |
0,648 % |
0,449 % |
3,563 % |
2,472 % |
3,220 % |
2,194 % |
|
31 |
0,727 % |
0,449 % |
3,567 % |
2,507 % |
3,234 % |
2,237 % |
|
32 |
0,804 % |
0,450 % |
3,571 % |
2,540 % |
3,247 % |
2,278 % |
|
33 |
0,878 % |
0,450 % |
3,575 % |
2,572 % |
3,260 % |
2,316 % |
|
34 |
0,950 % |
0,449 % |
3,579 % |
2,602 % |
3,271 % |
2,354 % |
|
35 |
1,019 % |
0,448 % |
3,583 % |
2,631 % |
3,283 % |
2,389 % |
|
36 |
1,086 % |
0,444 % |
3,586 % |
2,659 % |
3,294 % |
2,423 % |
|
37 |
1,150 % |
0,439 % |
3,590 % |
2,685 % |
3,304 % |
2,455 % |
|
38 |
1,211 % |
0,432 % |
3,593 % |
2,711 % |
3,315 % |
2,487 % |
|
39 |
1,271 % |
0,423 % |
3,596 % |
2,735 % |
3,324 % |
2,516 % |
|
40 |
1,328 % |
0,411 % |
3,599 % |
2,758 % |
3,334 % |
2,545 % |
|
41 |
1,382 % |
0,396 % |
3,602 % |
2,781 % |
3,343 % |
2,572 % |
|
42 |
1,435 % |
0,380 % |
3,605 % |
2,802 % |
3,351 % |
2,598 % |
|
43 |
1,486 % |
0,366 % |
3,608 % |
2,823 % |
3,360 % |
2,624 % |
|
44 |
1,534 % |
0,355 % |
3,610 % |
2,843 % |
3,368 % |
2,648 % |
|
45 |
1,581 % |
0,347 % |
3,613 % |
2,862 % |
3,375 % |
2,671 % |
|
46 |
1,626 % |
0,343 % |
3,615 % |
2,880 % |
3,383 % |
2,693 % |
|
47 |
1,669 % |
0,344 % |
3,618 % |
2,898 % |
3,390 % |
2,715 % |
|
48 |
1,711 % |
0,350 % |
3,620 % |
2,915 % |
3,397 % |
2,735 % |
|
49 |
1,751 % |
0,362 % |
3,622 % |
2,931 % |
3,403 % |
2,755 % |
|
50 |
1,790 % |
0,380 % |
3,624 % |
2,947 % |
3,410 % |
2,775 % |
|
51 |
1,827 % |
0,403 % |
3,626 % |
2,962 % |
3,416 % |
2,793 % |
|
52 |
1,863 % |
0,432 % |
3,629 % |
2,976 % |
3,422 % |
2,811 % |
|
53 |
1,898 % |
0,464 % |
3,630 % |
2,991 % |
3,428 % |
2,828 % |
|
54 |
1,932 % |
0,499 % |
3,632 % |
3,004 % |
3,434 % |
2,845 % |
|
55 |
1,964 % |
0,535 % |
3,634 % |
3,017 % |
3,439 % |
2,861 % |
|
56 |
1,995 % |
0,574 % |
3,636 % |
3,030 % |
3,444 % |
2,876 % |
|
57 |
2,026 % |
0,613 % |
3,638 % |
3,042 % |
3,449 % |
2,891 % |
|
58 |
2,055 % |
0,653 % |
3,640 % |
3,054 % |
3,454 % |
2,906 % |
|
59 |
2,083 % |
0,693 % |
3,641 % |
3,066 % |
3,459 % |
2,920 % |
|
60 |
2,111 % |
0,734 % |
3,643 % |
3,077 % |
3,464 % |
2,933 % |
|
61 |
2,137 % |
0,774 % |
3,645 % |
3,088 % |
3,468 % |
2,947 % |
|
62 |
2,163 % |
0,814 % |
3,646 % |
3,098 % |
3,473 % |
2,959 % |
|
63 |
2,188 % |
0,854 % |
3,648 % |
3,109 % |
3,477 % |
2,972 % |
|
64 |
2,212 % |
0,894 % |
3,649 % |
3,119 % |
3,481 % |
2,984 % |
|
65 |
2,235 % |
0,932 % |
3,650 % |
3,128 % |
3,485 % |
2,995 % |
|
66 |
2,258 % |
0,971 % |
3,652 % |
3,137 % |
3,489 % |
3,007 % |
|
67 |
2,280 % |
1,008 % |
3,653 % |
3,146 % |
3,493 % |
3,018 % |
|
68 |
2,301 % |
1,045 % |
3,655 % |
3,155 % |
3,497 % |
3,028 % |
|
69 |
2,322 % |
1,081 % |
3,656 % |
3,164 % |
3,500 % |
3,039 % |
|
70 |
2,342 % |
1,117 % |
3,657 % |
3,172 % |
3,504 % |
3,049 % |
|
71 |
2,362 % |
1,151 % |
3,658 % |
3,180 % |
3,507 % |
3,059 % |
|
72 |
2,381 % |
1,185 % |
3,660 % |
3,188 % |
3,510 % |
3,068 % |
|
73 |
2,400 % |
1,219 % |
3,661 % |
3,196 % |
3,514 % |
3,077 % |
|
74 |
2,418 % |
1,251 % |
3,662 % |
3,203 % |
3,517 % |
3,086 % |
|
75 |
2,435 % |
1,283 % |
3,663 % |
3,210 % |
3,520 % |
3,095 % |
|
76 |
2,453 % |
1,314 % |
3,664 % |
3,217 % |
3,523 % |
3,104 % |
|
77 |
2,469 % |
1,345 % |
3,665 % |
3,224 % |
3,526 % |
3,112 % |
|
78 |
2,486 % |
1,375 % |
3,666 % |
3,231 % |
3,529 % |
3,120 % |
|
79 |
2,502 % |
1,404 % |
3,667 % |
3,237 % |
3,531 % |
3,128 % |
|
80 |
2,517 % |
1,432 % |
3,668 % |
3,244 % |
3,534 % |
3,136 % |
|
81 |
2,532 % |
1,460 % |
3,669 % |
3,250 % |
3,537 % |
3,143 % |
|
82 |
2,547 % |
1,487 % |
3,670 % |
3,256 % |
3,539 % |
3,151 % |
|
83 |
2,561 % |
1,514 % |
3,671 % |
3,262 % |
3,542 % |
3,158 % |
|
84 |
2,575 % |
1,540 % |
3,672 % |
3,268 % |
3,544 % |
3,165 % |
|
85 |
2,589 % |
1,565 % |
3,673 % |
3,273 % |
3,547 % |
3,172 % |
|
86 |
2,603 % |
1,590 % |
3,674 % |
3,279 % |
3,549 % |
3,179 % |
|
87 |
2,616 % |
1,615 % |
3,675 % |
3,284 % |
3,551 % |
3,185 % |
|
88 |
2,629 % |
1,639 % |
3,675 % |
3,290 % |
3,554 % |
3,192 % |
|
89 |
2,641 % |
1,662 % |
3,676 % |
3,295 % |
3,556 % |
3,198 % |
|
90 |
2,653 % |
1,685 % |
3,677 % |
3,300 % |
3,558 % |
3,204 % |
|
91 |
2,665 % |
1,707 % |
3,678 % |
3,305 % |
3,560 % |
3,210 % |
|
92 |
2,677 % |
1,729 % |
3,678 % |
3,310 % |
3,562 % |
3,216 % |
|
93 |
2,688 % |
1,751 % |
3,679 % |
3,314 % |
3,564 % |
3,221 % |
|
94 |
2,700 % |
1,772 % |
3,680 % |
3,319 % |
3,566 % |
3,227 % |
|
95 |
2,711 % |
1,792 % |
3,681 % |
3,323 % |
3,568 % |
3,233 % |
|
96 |
2,721 % |
1,812 % |
3,681 % |
3,328 % |
3,570 % |
3,238 % |
|
97 |
2,732 % |
1,832 % |
3,682 % |
3,332 % |
3,572 % |
3,243 % |
|
98 |
2,742 % |
1,851 % |
3,683 % |
3,336 % |
3,573 % |
3,248 % |
|
99 |
2,752 % |
1,870 % |
3,683 % |
3,341 % |
3,575 % |
3,253 % |
|
100 |
2,762 % |
1,889 % |
3,684 % |
3,345 % |
3,577 % |
3,258 % |
|
101 |
2,772 % |
1,907 % |
3,685 % |
3,349 % |
3,579 % |
3,263 % |
|
102 |
2,782 % |
1,925 % |
3,685 % |
3,353 % |
3,580 % |
3,268 % |
|
103 |
2,791 % |
1,943 % |
3,686 % |
3,356 % |
3,582 % |
3,273 % |
|
104 |
2,800 % |
1,960 % |
3,687 % |
3,360 % |
3,584 % |
3,277 % |
|
105 |
2,809 % |
1,977 % |
3,687 % |
3,364 % |
3,585 % |
3,282 % |
|
106 |
2,818 % |
1,993 % |
3,688 % |
3,368 % |
3,587 % |
3,286 % |
|
107 |
2,827 % |
2,010 % |
3,688 % |
3,371 % |
3,588 % |
3,290 % |
|
108 |
2,835 % |
2,026 % |
3,689 % |
3,375 % |
3,590 % |
3,295 % |
|
109 |
2,844 % |
2,041 % |
3,689 % |
3,378 % |
3,591 % |
3,299 % |
|
110 |
2,852 % |
2,057 % |
3,690 % |
3,381 % |
3,593 % |
3,303 % |
|
111 |
2,860 % |
2,072 % |
3,691 % |
3,385 % |
3,594 % |
3,307 % |
|
112 |
2,868 % |
2,087 % |
3,691 % |
3,388 % |
3,595 % |
3,311 % |
|
113 |
2,876 % |
2,101 % |
3,692 % |
3,391 % |
3,597 % |
3,315 % |
|
114 |
2,883 % |
2,116 % |
3,692 % |
3,394 % |
3,598 % |
3,319 % |
|
115 |
2,891 % |
2,130 % |
3,693 % |
3,397 % |
3,599 % |
3,322 % |
|
116 |
2,898 % |
2,143 % |
3,693 % |
3,401 % |
3,601 % |
3,326 % |
|
117 |
2,905 % |
2,157 % |
3,694 % |
3,403 % |
3,602 % |
3,330 % |
|
118 |
2,912 % |
2,170 % |
3,694 % |
3,406 % |
3,603 % |
3,333 % |
|
119 |
2,919 % |
2,184 % |
3,695 % |
3,409 % |
3,605 % |
3,337 % |
|
120 |
2,926 % |
2,197 % |
3,695 % |
3,412 % |
3,606 % |
3,340 % |
|
121 |
2,933 % |
2,209 % |
3,695 % |
3,415 % |
3,607 % |
3,343 % |
|
122 |
2,940 % |
2,222 % |
3,696 % |
3,418 % |
3,608 % |
3,347 % |
|
123 |
2,946 % |
2,234 % |
3,696 % |
3,420 % |
3,609 % |
3,350 % |
|
124 |
2,953 % |
2,246 % |
3,697 % |
3,423 % |
3,610 % |
3,353 % |
|
125 |
2,959 % |
2,258 % |
3,697 % |
3,426 % |
3,612 % |
3,356 % |
|
126 |
2,965 % |
2,270 % |
3,698 % |
3,428 % |
3,613 % |
3,360 % |
|
127 |
2,972 % |
2,282 % |
3,698 % |
3,431 % |
3,614 % |
3,363 % |
|
128 |
2,978 % |
2,293 % |
3,698 % |
3,433 % |
3,615 % |
3,366 % |
|
129 |
2,984 % |
2,304 % |
3,699 % |
3,436 % |
3,616 % |
3,369 % |
|
130 |
2,989 % |
2,315 % |
3,699 % |
3,438 % |
3,617 % |
3,372 % |
|
131 |
2,995 % |
2,326 % |
3,700 % |
3,440 % |
3,618 % |
3,374 % |
|
132 |
3,001 % |
2,337 % |
3,700 % |
3,443 % |
3,619 % |
3,377 % |
|
133 |
3,007 % |
2,347 % |
3,700 % |
3,445 % |
3,620 % |
3,380 % |
|
134 |
3,012 % |
2,358 % |
3,701 % |
3,447 % |
3,621 % |
3,383 % |
|
135 |
3,018 % |
2,368 % |
3,701 % |
3,450 % |
3,622 % |
3,386 % |
|
136 |
3,023 % |
2,378 % |
3,701 % |
3,452 % |
3,623 % |
3,388 % |
|
137 |
3,028 % |
2,388 % |
3,702 % |
3,454 % |
3,624 % |
3,391 % |
|
138 |
3,033 % |
2,398 % |
3,702 % |
3,456 % |
3,625 % |
3,393 % |
|
139 |
3,039 % |
2,408 % |
3,702 % |
3,458 % |
3,625 % |
3,396 % |
|
140 |
3,044 % |
2,417 % |
3,703 % |
3,460 % |
3,626 % |
3,399 % |
|
141 |
3,049 % |
2,426 % |
3,703 % |
3,462 % |
3,627 % |
3,401 % |
|
142 |
3,054 % |
2,436 % |
3,703 % |
3,464 % |
3,628 % |
3,404 % |
|
143 |
3,058 % |
2,445 % |
3,704 % |
3,466 % |
3,629 % |
3,406 % |
|
144 |
3,063 % |
2,454 % |
3,704 % |
3,468 % |
3,630 % |
3,408 % |
|
145 |
3,068 % |
2,463 % |
3,704 % |
3,470 % |
3,631 % |
3,411 % |
|
146 |
3,073 % |
2,472 % |
3,705 % |
3,472 % |
3,631 % |
3,413 % |
|
147 |
3,077 % |
2,480 % |
3,705 % |
3,474 % |
3,632 % |
3,415 % |
|
148 |
3,082 % |
2,489 % |
3,705 % |
3,476 % |
3,633 % |
3,418 % |
|
149 |
3,086 % |
2,497 % |
3,706 % |
3,478 % |
3,634 % |
3,420 % |
|
150 |
3,091 % |
2,505 % |
3,706 % |
3,480 % |
3,635 % |
3,422 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
–0,830 % |
0,007 % |
0,166 % |
0,305 % |
–0,149 % |
1,798 % |
|
2 |
–0,820 % |
0,025 % |
0,260 % |
0,360 % |
0,115 % |
2,342 % |
|
3 |
–0,801 % |
0,055 % |
0,371 % |
0,421 % |
0,461 % |
2,862 % |
|
4 |
–0,764 % |
0,104 % |
0,488 % |
0,501 % |
0,831 % |
3,368 % |
|
5 |
–0,709 % |
0,177 % |
0,603 % |
0,579 % |
1,187 % |
3,842 % |
|
6 |
–0,640 % |
0,272 % |
0,713 % |
0,643 % |
1,512 % |
4,285 % |
|
7 |
–0,573 % |
0,369 % |
0,816 % |
0,706 % |
1,814 % |
4,695 % |
|
8 |
–0,519 % |
0,460 % |
0,906 % |
0,774 % |
2,098 % |
5,069 % |
|
9 |
–0,481 % |
0,551 % |
0,986 % |
0,836 % |
2,355 % |
5,414 % |
|
10 |
–0,461 % |
0,645 % |
1,055 % |
0,885 % |
2,576 % |
5,743 % |
|
11 |
–0,460 % |
0,743 % |
1,117 % |
0,917 % |
2,759 % |
5,996 % |
|
12 |
–0,468 % |
0,828 % |
1,179 % |
0,938 % |
2,912 % |
6,179 % |
|
13 |
–0,480 % |
0,890 % |
1,245 % |
0,953 % |
3,041 % |
6,308 % |
|
14 |
–0,491 % |
0,936 % |
1,313 % |
0,964 % |
3,151 % |
6,396 % |
|
15 |
–0,500 % |
0,973 % |
1,383 % |
0,975 % |
3,246 % |
6,453 % |
|
16 |
–0,505 % |
1,006 % |
1,454 % |
0,987 % |
3,329 % |
6,487 % |
|
17 |
–0,504 % |
1,035 % |
1,524 % |
0,999 % |
3,403 % |
6,501 % |
|
18 |
–0,499 % |
1,059 % |
1,593 % |
1,013 % |
3,468 % |
6,502 % |
|
19 |
–0,487 % |
1,077 % |
1,660 % |
1,030 % |
3,526 % |
6,491 % |
|
20 |
–0,470 % |
1,090 % |
1,725 % |
1,048 % |
3,578 % |
6,472 % |
|
21 |
–0,447 % |
1,096 % |
1,788 % |
1,069 % |
3,624 % |
6,446 % |
|
22 |
–0,418 % |
1,099 % |
1,848 % |
1,091 % |
3,667 % |
6,416 % |
|
23 |
–0,383 % |
1,099 % |
1,906 % |
1,116 % |
3,706 % |
6,382 % |
|
24 |
–0,343 % |
1,098 % |
1,962 % |
1,143 % |
3,741 % |
6,345 % |
|
25 |
–0,296 % |
1,096 % |
2,015 % |
1,172 % |
3,774 % |
6,307 % |
|
26 |
–0,244 % |
1,093 % |
2,066 % |
1,203 % |
3,803 % |
6,268 % |
|
27 |
–0,188 % |
1,093 % |
2,115 % |
1,236 % |
3,831 % |
6,229 % |
|
28 |
–0,129 % |
1,097 % |
2,161 % |
1,271 % |
3,856 % |
6,189 % |
|
29 |
–0,068 % |
1,108 % |
2,206 % |
1,308 % |
3,880 % |
6,150 % |
|
30 |
–0,007 % |
1,125 % |
2,248 % |
1,348 % |
3,902 % |
6,111 % |
|
31 |
0,054 % |
1,150 % |
2,289 % |
1,389 % |
3,923 % |
6,073 % |
|
32 |
0,115 % |
1,181 % |
2,328 % |
1,432 % |
3,942 % |
6,035 % |
|
33 |
0,174 % |
1,217 % |
2,365 % |
1,476 % |
3,960 % |
5,999 % |
|
34 |
0,233 % |
1,256 % |
2,400 % |
1,520 % |
3,977 % |
5,963 % |
|
35 |
0,290 % |
1,296 % |
2,434 % |
1,564 % |
3,993 % |
5,929 % |
|
36 |
0,346 % |
1,339 % |
2,467 % |
1,608 % |
4,008 % |
5,895 % |
|
37 |
0,400 % |
1,382 % |
2,498 % |
1,651 % |
4,022 % |
5,863 % |
|
38 |
0,452 % |
1,426 % |
2,528 % |
1,694 % |
4,035 % |
5,832 % |
|
39 |
0,503 % |
1,469 % |
2,557 % |
1,735 % |
4,048 % |
5,802 % |
|
40 |
0,552 % |
1,512 % |
2,584 % |
1,776 % |
4,060 % |
5,772 % |
|
41 |
0,600 % |
1,555 % |
2,610 % |
1,816 % |
4,071 % |
5,744 % |
|
42 |
0,646 % |
1,597 % |
2,636 % |
1,855 % |
4,082 % |
5,717 % |
|
43 |
0,690 % |
1,639 % |
2,660 % |
1,893 % |
4,092 % |
5,691 % |
|
44 |
0,733 % |
1,679 % |
2,683 % |
1,929 % |
4,102 % |
5,666 % |
|
45 |
0,774 % |
1,719 % |
2,706 % |
1,965 % |
4,111 % |
5,641 % |
|
46 |
0,814 % |
1,757 % |
2,727 % |
2,000 % |
4,120 % |
5,618 % |
|
47 |
0,853 % |
1,795 % |
2,748 % |
2,033 % |
4,128 % |
5,595 % |
|
48 |
0,890 % |
1,831 % |
2,768 % |
2,066 % |
4,136 % |
5,573 % |
|
49 |
0,926 % |
1,867 % |
2,787 % |
2,097 % |
4,144 % |
5,552 % |
|
50 |
0,961 % |
1,901 % |
2,806 % |
2,128 % |
4,151 % |
5,532 % |
|
51 |
0,994 % |
1,935 % |
2,824 % |
2,157 % |
4,159 % |
5,512 % |
|
52 |
1,027 % |
1,967 % |
2,841 % |
2,186 % |
4,165 % |
5,493 % |
|
53 |
1,058 % |
1,999 % |
2,857 % |
2,214 % |
4,172 % |
5,475 % |
|
54 |
1,088 % |
2,029 % |
2,874 % |
2,241 % |
4,178 % |
5,457 % |
|
55 |
1,118 % |
2,059 % |
2,889 % |
2,267 % |
4,184 % |
5,440 % |
|
56 |
1,146 % |
2,088 % |
2,904 % |
2,292 % |
4,190 % |
5,424 % |
|
57 |
1,173 % |
2,116 % |
2,919 % |
2,317 % |
4,196 % |
5,408 % |
|
58 |
1,200 % |
2,143 % |
2,933 % |
2,341 % |
4,201 % |
5,392 % |
|
59 |
1,226 % |
2,169 % |
2,946 % |
2,364 % |
4,206 % |
5,377 % |
|
60 |
1,250 % |
2,195 % |
2,959 % |
2,386 % |
4,212 % |
5,363 % |
|
61 |
1,275 % |
2,219 % |
2,972 % |
2,408 % |
4,216 % |
5,349 % |
|
62 |
1,298 % |
2,243 % |
2,985 % |
2,429 % |
4,221 % |
5,335 % |
|
63 |
1,321 % |
2,267 % |
2,997 % |
2,449 % |
4,226 % |
5,322 % |
|
64 |
1,343 % |
2,289 % |
3,008 % |
2,469 % |
4,230 % |
5,309 % |
|
65 |
1,364 % |
2,311 % |
3,019 % |
2,488 % |
4,234 % |
5,297 % |
|
66 |
1,385 % |
2,333 % |
3,030 % |
2,507 % |
4,238 % |
5,285 % |
|
67 |
1,405 % |
2,353 % |
3,041 % |
2,525 % |
4,242 % |
5,273 % |
|
68 |
1,424 % |
2,374 % |
3,051 % |
2,543 % |
4,246 % |
5,262 % |
|
69 |
1,443 % |
2,393 % |
3,061 % |
2,560 % |
4,250 % |
5,251 % |
|
70 |
1,462 % |
2,412 % |
3,071 % |
2,577 % |
4,254 % |
5,240 % |
|
71 |
1,480 % |
2,431 % |
3,081 % |
2,593 % |
4,257 % |
5,229 % |
|
72 |
1,497 % |
2,449 % |
3,090 % |
2,609 % |
4,261 % |
5,219 % |
|
73 |
1,514 % |
2,467 % |
3,099 % |
2,625 % |
4,264 % |
5,209 % |
|
74 |
1,531 % |
2,484 % |
3,108 % |
2,640 % |
4,267 % |
5,200 % |
|
75 |
1,547 % |
2,500 % |
3,116 % |
2,654 % |
4,270 % |
5,191 % |
|
76 |
1,563 % |
2,517 % |
3,124 % |
2,669 % |
4,274 % |
5,181 % |
|
77 |
1,578 % |
2,533 % |
3,132 % |
2,682 % |
4,277 % |
5,173 % |
|
78 |
1,593 % |
2,548 % |
3,140 % |
2,696 % |
4,279 % |
5,164 % |
|
79 |
1,607 % |
2,563 % |
3,148 % |
2,709 % |
4,282 % |
5,156 % |
|
80 |
1,622 % |
2,578 % |
3,155 % |
2,722 % |
4,285 % |
5,147 % |
|
81 |
1,635 % |
2,592 % |
3,163 % |
2,735 % |
4,288 % |
5,139 % |
|
82 |
1,649 % |
2,606 % |
3,170 % |
2,747 % |
4,290 % |
5,132 % |
|
83 |
1,662 % |
2,620 % |
3,177 % |
2,759 % |
4,293 % |
5,124 % |
|
84 |
1,675 % |
2,633 % |
3,184 % |
2,771 % |
4,295 % |
5,116 % |
|
85 |
1,688 % |
2,646 % |
3,190 % |
2,782 % |
4,298 % |
5,109 % |
|
86 |
1,700 % |
2,659 % |
3,197 % |
2,793 % |
4,300 % |
5,102 % |
|
87 |
1,712 % |
2,672 % |
3,203 % |
2,804 % |
4,303 % |
5,095 % |
|
88 |
1,724 % |
2,684 % |
3,209 % |
2,815 % |
4,305 % |
5,088 % |
|
89 |
1,735 % |
2,696 % |
3,215 % |
2,825 % |
4,307 % |
5,082 % |
|
90 |
1,746 % |
2,707 % |
3,221 % |
2,836 % |
4,309 % |
5,075 % |
|
91 |
1,757 % |
2,719 % |
3,227 % |
2,846 % |
4,311 % |
5,069 % |
|
92 |
1,768 % |
2,730 % |
3,233 % |
2,855 % |
4,313 % |
5,063 % |
|
93 |
1,778 % |
2,741 % |
3,238 % |
2,865 % |
4,315 % |
5,057 % |
|
94 |
1,789 % |
2,751 % |
3,244 % |
2,874 % |
4,317 % |
5,051 % |
|
95 |
1,799 % |
2,762 % |
3,249 % |
2,884 % |
4,319 % |
5,045 % |
|
96 |
1,809 % |
2,772 % |
3,254 % |
2,892 % |
4,321 % |
5,039 % |
|
97 |
1,818 % |
2,782 % |
3,259 % |
2,901 % |
4,323 % |
5,034 % |
|
98 |
1,828 % |
2,792 % |
3,264 % |
2,910 % |
4,325 % |
5,028 % |
|
99 |
1,837 % |
2,802 % |
3,269 % |
2,918 % |
4,327 % |
5,023 % |
|
100 |
1,846 % |
2,811 % |
3,274 % |
2,927 % |
4,328 % |
5,018 % |
|
101 |
1,855 % |
2,820 % |
3,279 % |
2,935 % |
4,330 % |
5,012 % |
|
102 |
1,864 % |
2,829 % |
3,283 % |
2,943 % |
4,332 % |
5,007 % |
|
103 |
1,872 % |
2,838 % |
3,288 % |
2,951 % |
4,333 % |
5,003 % |
|
104 |
1,881 % |
2,847 % |
3,292 % |
2,958 % |
4,335 % |
4,998 % |
|
105 |
1,889 % |
2,856 % |
3,297 % |
2,966 % |
4,337 % |
4,993 % |
|
106 |
1,897 % |
2,864 % |
3,301 % |
2,973 % |
4,338 % |
4,988 % |
|
107 |
1,905 % |
2,872 % |
3,305 % |
2,980 % |
4,340 % |
4,984 % |
|
108 |
1,913 % |
2,880 % |
3,309 % |
2,987 % |
4,341 % |
4,979 % |
|
109 |
1,920 % |
2,888 % |
3,313 % |
2,994 % |
4,343 % |
4,975 % |
|
110 |
1,928 % |
2,896 % |
3,317 % |
3,001 % |
4,344 % |
4,970 % |
|
111 |
1,935 % |
2,904 % |
3,321 % |
3,008 % |
4,346 % |
4,966 % |
|
112 |
1,943 % |
2,911 % |
3,325 % |
3,015 % |
4,347 % |
4,962 % |
|
113 |
1,950 % |
2,919 % |
3,329 % |
3,021 % |
4,348 % |
4,958 % |
|
114 |
1,957 % |
2,926 % |
3,332 % |
3,027 % |
4,350 % |
4,954 % |
|
115 |
1,964 % |
2,933 % |
3,336 % |
3,034 % |
4,351 % |
4,950 % |
|
116 |
1,970 % |
2,940 % |
3,339 % |
3,040 % |
4,352 % |
4,946 % |
|
117 |
1,977 % |
2,947 % |
3,343 % |
3,046 % |
4,353 % |
4,942 % |
|
118 |
1,983 % |
2,954 % |
3,346 % |
3,052 % |
4,355 % |
4,938 % |
|
119 |
1,990 % |
2,960 % |
3,350 % |
3,058 % |
4,356 % |
4,935 % |
|
120 |
1,996 % |
2,967 % |
3,353 % |
3,063 % |
4,357 % |
4,931 % |
|
121 |
2,002 % |
2,973 % |
3,356 % |
3,069 % |
4,358 % |
4,928 % |
|
122 |
2,009 % |
2,980 % |
3,360 % |
3,075 % |
4,359 % |
4,924 % |
|
123 |
2,015 % |
2,986 % |
3,363 % |
3,080 % |
4,361 % |
4,921 % |
|
124 |
2,020 % |
2,992 % |
3,366 % |
3,085 % |
4,362 % |
4,917 % |
|
125 |
2,026 % |
2,998 % |
3,369 % |
3,091 % |
4,363 % |
4,914 % |
|
126 |
2,032 % |
3,004 % |
3,372 % |
3,096 % |
4,364 % |
4,911 % |
|
127 |
2,038 % |
3,010 % |
3,375 % |
3,101 % |
4,365 % |
4,907 % |
|
128 |
2,043 % |
3,016 % |
3,378 % |
3,106 % |
4,366 % |
4,904 % |
|
129 |
2,049 % |
3,021 % |
3,381 % |
3,111 % |
4,367 % |
4,901 % |
|
130 |
2,054 % |
3,027 % |
3,384 % |
3,116 % |
4,368 % |
4,898 % |
|
131 |
2,059 % |
3,032 % |
3,386 % |
3,121 % |
4,369 % |
4,895 % |
|
132 |
2,065 % |
3,038 % |
3,389 % |
3,126 % |
4,370 % |
4,892 % |
|
133 |
2,070 % |
3,043 % |
3,392 % |
3,130 % |
4,371 % |
4,889 % |
|
134 |
2,075 % |
3,048 % |
3,395 % |
3,135 % |
4,372 % |
4,886 % |
|
135 |
2,080 % |
3,054 % |
3,397 % |
3,139 % |
4,373 % |
4,883 % |
|
136 |
2,085 % |
3,059 % |
3,400 % |
3,144 % |
4,374 % |
4,880 % |
|
137 |
2,089 % |
3,064 % |
3,402 % |
3,148 % |
4,375 % |
4,878 % |
|
138 |
2,094 % |
3,069 % |
3,405 % |
3,153 % |
4,376 % |
4,875 % |
|
139 |
2,099 % |
3,074 % |
3,407 % |
3,157 % |
4,377 % |
4,872 % |
|
140 |
2,104 % |
3,078 % |
3,410 % |
3,161 % |
4,378 % |
4,869 % |
|
141 |
2,108 % |
3,083 % |
3,412 % |
3,165 % |
4,378 % |
4,867 % |
|
142 |
2,113 % |
3,088 % |
3,415 % |
3,169 % |
4,379 % |
4,864 % |
|
143 |
2,117 % |
3,092 % |
3,417 % |
3,174 % |
4,380 % |
4,862 % |
|
144 |
2,121 % |
3,097 % |
3,419 % |
3,178 % |
4,381 % |
4,859 % |
|
145 |
2,126 % |
3,102 % |
3,421 % |
3,181 % |
4,382 % |
4,857 % |
|
146 |
2,130 % |
3,106 % |
3,424 % |
3,185 % |
4,383 % |
4,854 % |
|
147 |
2,134 % |
3,110 % |
3,426 % |
3,189 % |
4,383 % |
4,852 % |
|
148 |
2,138 % |
3,115 % |
3,428 % |
3,193 % |
4,384 % |
4,849 % |
|
149 |
2,142 % |
3,119 % |
3,430 % |
3,197 % |
4,385 % |
4,847 % |
|
150 |
2,147 % |
3,123 % |
3,432 % |
3,200 % |
4,386 % |
4,845 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,255 % |
3,509 % |
4,199 % |
–0,012 % |
0,020 % |
3,004 % |
|
2 |
0,240 % |
4,108 % |
4,242 % |
0,042 % |
–0,047 % |
3,265 % |
|
3 |
0,250 % |
4,605 % |
4,405 % |
0,089 % |
–0,047 % |
3,712 % |
|
4 |
0,277 % |
5,017 % |
4,627 % |
0,130 % |
–0,020 % |
4,242 % |
|
5 |
0,321 % |
5,362 % |
4,889 % |
0,165 % |
0,030 % |
4,812 % |
|
6 |
0,379 % |
5,634 % |
5,121 % |
0,195 % |
0,100 % |
5,408 % |
|
7 |
0,441 % |
5,841 % |
5,324 % |
0,220 % |
0,183 % |
5,990 % |
|
8 |
0,500 % |
6,004 % |
5,510 % |
0,242 % |
0,267 % |
6,533 % |
|
9 |
0,552 % |
6,119 % |
5,685 % |
0,261 % |
0,346 % |
7,024 % |
|
10 |
0,596 % |
6,214 % |
5,851 % |
0,277 % |
0,413 % |
7,454 % |
|
11 |
0,633 % |
6,284 % |
6,010 % |
0,320 % |
0,464 % |
7,819 % |
|
12 |
0,668 % |
6,331 % |
6,160 % |
0,388 % |
0,506 % |
8,124 % |
|
13 |
0,706 % |
6,363 % |
6,299 % |
0,471 % |
0,544 % |
8,375 % |
|
14 |
0,752 % |
6,382 % |
6,425 % |
0,561 % |
0,581 % |
8,575 % |
|
15 |
0,806 % |
6,391 % |
6,538 % |
0,655 % |
0,619 % |
8,726 % |
|
16 |
0,869 % |
6,394 % |
6,637 % |
0,750 % |
0,659 % |
8,828 % |
|
17 |
0,939 % |
6,392 % |
6,721 % |
0,845 % |
0,703 % |
8,890 % |
|
18 |
1,012 % |
6,385 % |
6,789 % |
0,937 % |
0,752 % |
8,920 % |
|
19 |
1,087 % |
6,376 % |
6,840 % |
1,028 % |
0,804 % |
8,925 % |
|
20 |
1,162 % |
6,364 % |
6,875 % |
1,115 % |
0,862 % |
8,910 % |
|
21 |
1,236 % |
6,350 % |
6,892 % |
1,199 % |
0,925 % |
8,879 % |
|
22 |
1,309 % |
6,335 % |
6,894 % |
1,280 % |
0,991 % |
8,837 % |
|
23 |
1,380 % |
6,320 % |
6,886 % |
1,357 % |
1,059 % |
8,786 % |
|
24 |
1,448 % |
6,304 % |
6,868 % |
1,431 % |
1,127 % |
8,728 % |
|
25 |
1,515 % |
6,287 % |
6,843 % |
1,502 % |
1,195 % |
8,665 % |
|
26 |
1,579 % |
6,270 % |
6,813 % |
1,569 % |
1,262 % |
8,599 % |
|
27 |
1,641 % |
6,254 % |
6,780 % |
1,634 % |
1,328 % |
8,532 % |
|
28 |
1,700 % |
6,237 % |
6,743 % |
1,695 % |
1,392 % |
8,463 % |
|
29 |
1,757 % |
6,221 % |
6,705 % |
1,754 % |
1,454 % |
8,394 % |
|
30 |
1,811 % |
6,205 % |
6,665 % |
1,810 % |
1,515 % |
8,325 % |
|
31 |
1,863 % |
6,189 % |
6,625 % |
1,863 % |
1,573 % |
8,257 % |
|
32 |
1,913 % |
6,173 % |
6,585 % |
1,914 % |
1,629 % |
8,191 % |
|
33 |
1,961 % |
6,158 % |
6,544 % |
1,963 % |
1,683 % |
8,125 % |
|
34 |
2,007 % |
6,143 % |
6,505 % |
2,009 % |
1,735 % |
8,062 % |
|
35 |
2,051 % |
6,129 % |
6,465 % |
2,054 % |
1,785 % |
8,000 % |
|
36 |
2,093 % |
6,115 % |
6,427 % |
2,096 % |
1,833 % |
7,940 % |
|
37 |
2,133 % |
6,102 % |
6,389 % |
2,137 % |
1,879 % |
7,882 % |
|
38 |
2,172 % |
6,089 % |
6,353 % |
2,176 % |
1,923 % |
7,826 % |
|
39 |
2,209 % |
6,076 % |
6,317 % |
2,213 % |
1,966 % |
7,772 % |
|
40 |
2,245 % |
6,064 % |
6,282 % |
2,249 % |
2,007 % |
7,720 % |
|
41 |
2,279 % |
6,052 % |
6,249 % |
2,283 % |
2,046 % |
7,670 % |
|
42 |
2,312 % |
6,040 % |
6,216 % |
2,316 % |
2,084 % |
7,622 % |
|
43 |
2,343 % |
6,029 % |
6,185 % |
2,347 % |
2,120 % |
7,575 % |
|
44 |
2,373 % |
6,018 % |
6,155 % |
2,378 % |
2,155 % |
7,530 % |
|
45 |
2,402 % |
6,008 % |
6,125 % |
2,407 % |
2,189 % |
7,487 % |
|
46 |
2,430 % |
5,998 % |
6,097 % |
2,435 % |
2,221 % |
7,445 % |
|
47 |
2,457 % |
5,988 % |
6,070 % |
2,461 % |
2,252 % |
7,405 % |
|
48 |
2,483 % |
5,979 % |
6,044 % |
2,487 % |
2,282 % |
7,366 % |
|
49 |
2,508 % |
5,970 % |
6,018 % |
2,512 % |
2,311 % |
7,329 % |
|
50 |
2,532 % |
5,961 % |
5,994 % |
2,536 % |
2,339 % |
7,293 % |
|
51 |
2,555 % |
5,952 % |
5,970 % |
2,559 % |
2,366 % |
7,259 % |
|
52 |
2,577 % |
5,944 % |
5,947 % |
2,581 % |
2,392 % |
7,225 % |
|
53 |
2,599 % |
5,936 % |
5,925 % |
2,603 % |
2,417 % |
7,193 % |
|
54 |
2,620 % |
5,928 % |
5,903 % |
2,624 % |
2,441 % |
7,162 % |
|
55 |
2,640 % |
5,921 % |
5,883 % |
2,644 % |
2,464 % |
7,132 % |
|
56 |
2,659 % |
5,914 % |
5,863 % |
2,663 % |
2,487 % |
7,103 % |
|
57 |
2,678 % |
5,907 % |
5,843 % |
2,682 % |
2,508 % |
7,075 % |
|
58 |
2,696 % |
5,900 % |
5,825 % |
2,700 % |
2,529 % |
7,048 % |
|
59 |
2,714 % |
5,893 % |
5,807 % |
2,717 % |
2,550 % |
7,022 % |
|
60 |
2,731 % |
5,887 % |
5,789 % |
2,734 % |
2,570 % |
6,996 % |
|
61 |
2,747 % |
5,881 % |
5,772 % |
2,751 % |
2,589 % |
6,972 % |
|
62 |
2,763 % |
5,875 % |
5,756 % |
2,767 % |
2,607 % |
6,948 % |
|
63 |
2,779 % |
5,869 % |
5,740 % |
2,782 % |
2,625 % |
6,925 % |
|
64 |
2,794 % |
5,863 % |
5,724 % |
2,797 % |
2,642 % |
6,903 % |
|
65 |
2,808 % |
5,858 % |
5,709 % |
2,811 % |
2,659 % |
6,881 % |
|
66 |
2,822 % |
5,853 % |
5,695 % |
2,825 % |
2,676 % |
6,860 % |
|
67 |
2,836 % |
5,847 % |
5,681 % |
2,839 % |
2,692 % |
6,840 % |
|
68 |
2,849 % |
5,842 % |
5,667 % |
2,852 % |
2,707 % |
6,820 % |
|
69 |
2,862 % |
5,837 % |
5,654 % |
2,865 % |
2,722 % |
6,801 % |
|
70 |
2,875 % |
5,833 % |
5,641 % |
2,878 % |
2,737 % |
6,782 % |
|
71 |
2,887 % |
5,828 % |
5,628 % |
2,890 % |
2,751 % |
6,764 % |
|
72 |
2,899 % |
5,823 % |
5,616 % |
2,902 % |
2,764 % |
6,746 % |
|
73 |
2,911 % |
5,819 % |
5,604 % |
2,913 % |
2,778 % |
6,729 % |
|
74 |
2,922 % |
5,815 % |
5,593 % |
2,925 % |
2,791 % |
6,712 % |
|
75 |
2,933 % |
5,811 % |
5,581 % |
2,936 % |
2,804 % |
6,696 % |
|
76 |
2,943 % |
5,807 % |
5,570 % |
2,946 % |
2,816 % |
6,680 % |
|
77 |
2,954 % |
5,803 % |
5,560 % |
2,957 % |
2,828 % |
6,665 % |
|
78 |
2,964 % |
5,799 % |
5,549 % |
2,967 % |
2,840 % |
6,650 % |
|
79 |
2,974 % |
5,795 % |
5,539 % |
2,977 % |
2,851 % |
6,635 % |
|
80 |
2,984 % |
5,791 % |
5,529 % |
2,986 % |
2,862 % |
6,621 % |
|
81 |
2,993 % |
5,788 % |
5,520 % |
2,996 % |
2,873 % |
6,607 % |
|
82 |
3,002 % |
5,784 % |
5,510 % |
3,005 % |
2,884 % |
6,594 % |
|
83 |
3,011 % |
5,781 % |
5,501 % |
3,014 % |
2,894 % |
6,580 % |
|
84 |
3,020 % |
5,777 % |
5,492 % |
3,022 % |
2,904 % |
6,567 % |
|
85 |
3,028 % |
5,774 % |
5,483 % |
3,031 % |
2,914 % |
6,555 % |
|
86 |
3,037 % |
5,771 % |
5,475 % |
3,039 % |
2,924 % |
6,542 % |
|
87 |
3,045 % |
5,768 % |
5,466 % |
3,047 % |
2,934 % |
6,530 % |
|
88 |
3,053 % |
5,765 % |
5,458 % |
3,055 % |
2,943 % |
6,519 % |
|
89 |
3,061 % |
5,762 % |
5,450 % |
3,063 % |
2,952 % |
6,507 % |
|
90 |
3,068 % |
5,759 % |
5,442 % |
3,071 % |
2,961 % |
6,496 % |
|
91 |
3,076 % |
5,756 % |
5,435 % |
3,078 % |
2,969 % |
6,485 % |
|
92 |
3,083 % |
5,753 % |
5,427 % |
3,085 % |
2,978 % |
6,474 % |
|
93 |
3,090 % |
5,751 % |
5,420 % |
3,093 % |
2,986 % |
6,464 % |
|
94 |
3,097 % |
5,748 % |
5,413 % |
3,100 % |
2,994 % |
6,453 % |
|
95 |
3,104 % |
5,745 % |
5,406 % |
3,106 % |
3,002 % |
6,443 % |
|
96 |
3,111 % |
5,743 % |
5,399 % |
3,113 % |
3,010 % |
6,433 % |
|
97 |
3,117 % |
5,740 % |
5,392 % |
3,120 % |
3,017 % |
6,424 % |
|
98 |
3,124 % |
5,738 % |
5,386 % |
3,126 % |
3,025 % |
6,414 % |
|
99 |
3,130 % |
5,735 % |
5,379 % |
3,132 % |
3,032 % |
6,405 % |
|
100 |
3,136 % |
5,733 % |
5,373 % |
3,138 % |
3,039 % |
6,396 % |
|
101 |
3,142 % |
5,731 % |
5,367 % |
3,144 % |
3,046 % |
6,387 % |
|
102 |
3,148 % |
5,728 % |
5,361 % |
3,150 % |
3,053 % |
6,378 % |
|
103 |
3,154 % |
5,726 % |
5,355 % |
3,156 % |
3,060 % |
6,370 % |
|
104 |
3,160 % |
5,724 % |
5,349 % |
3,162 % |
3,067 % |
6,361 % |
|
105 |
3,165 % |
5,722 % |
5,343 % |
3,167 % |
3,073 % |
6,353 % |
|
106 |
3,171 % |
5,720 % |
5,338 % |
3,173 % |
3,079 % |
6,345 % |
|
107 |
3,176 % |
5,718 % |
5,332 % |
3,178 % |
3,086 % |
6,337 % |
|
108 |
3,182 % |
5,716 % |
5,327 % |
3,184 % |
3,092 % |
6,329 % |
|
109 |
3,187 % |
5,714 % |
5,321 % |
3,189 % |
3,098 % |
6,322 % |
|
110 |
3,192 % |
5,712 % |
5,316 % |
3,194 % |
3,104 % |
6,314 % |
|
111 |
3,197 % |
5,710 % |
5,311 % |
3,199 % |
3,109 % |
6,307 % |
|
112 |
3,202 % |
5,708 % |
5,306 % |
3,204 % |
3,115 % |
6,300 % |
|
113 |
3,207 % |
5,706 % |
5,301 % |
3,209 % |
3,121 % |
6,292 % |
|
114 |
3,212 % |
5,704 % |
5,296 % |
3,213 % |
3,126 % |
6,285 % |
|
115 |
3,216 % |
5,703 % |
5,292 % |
3,218 % |
3,132 % |
6,279 % |
|
116 |
3,221 % |
5,701 % |
5,287 % |
3,223 % |
3,137 % |
6,272 % |
|
117 |
3,225 % |
5,699 % |
5,282 % |
3,227 % |
3,142 % |
6,265 % |
|
118 |
3,230 % |
5,697 % |
5,278 % |
3,231 % |
3,147 % |
6,259 % |
|
119 |
3,234 % |
5,696 % |
5,273 % |
3,236 % |
3,152 % |
6,252 % |
|
120 |
3,238 % |
5,694 % |
5,269 % |
3,240 % |
3,157 % |
6,246 % |
|
121 |
3,243 % |
5,693 % |
5,265 % |
3,244 % |
3,162 % |
6,240 % |
|
122 |
3,247 % |
5,691 % |
5,260 % |
3,248 % |
3,167 % |
6,234 % |
|
123 |
3,251 % |
5,689 % |
5,256 % |
3,253 % |
3,172 % |
6,228 % |
|
124 |
3,255 % |
5,688 % |
5,252 % |
3,257 % |
3,176 % |
6,222 % |
|
125 |
3,259 % |
5,686 % |
5,248 % |
3,260 % |
3,181 % |
6,216 % |
|
126 |
3,263 % |
5,685 % |
5,244 % |
3,264 % |
3,186 % |
6,210 % |
|
127 |
3,266 % |
5,683 % |
5,240 % |
3,268 % |
3,190 % |
6,205 % |
|
128 |
3,270 % |
5,682 % |
5,236 % |
3,272 % |
3,194 % |
6,199 % |
|
129 |
3,274 % |
5,681 % |
5,233 % |
3,276 % |
3,199 % |
6,194 % |
|
130 |
3,278 % |
5,679 % |
5,229 % |
3,279 % |
3,203 % |
6,188 % |
|
131 |
3,281 % |
5,678 % |
5,225 % |
3,283 % |
3,207 % |
6,183 % |
|
132 |
3,285 % |
5,677 % |
5,222 % |
3,286 % |
3,211 % |
6,178 % |
|
133 |
3,288 % |
5,675 % |
5,218 % |
3,290 % |
3,215 % |
6,173 % |
|
134 |
3,292 % |
5,674 % |
5,215 % |
3,293 % |
3,219 % |
6,168 % |
|
135 |
3,295 % |
5,673 % |
5,211 % |
3,297 % |
3,223 % |
6,163 % |
|
136 |
3,298 % |
5,671 % |
5,208 % |
3,300 % |
3,227 % |
6,158 % |
|
137 |
3,302 % |
5,670 % |
5,204 % |
3,303 % |
3,231 % |
6,153 % |
|
138 |
3,305 % |
5,669 % |
5,201 % |
3,306 % |
3,234 % |
6,148 % |
|
139 |
3,308 % |
5,668 % |
5,198 % |
3,310 % |
3,238 % |
6,144 % |
|
140 |
3,311 % |
5,666 % |
5,195 % |
3,313 % |
3,242 % |
6,139 % |
|
141 |
3,314 % |
5,665 % |
5,191 % |
3,316 % |
3,245 % |
6,135 % |
|
142 |
3,317 % |
5,664 % |
5,188 % |
3,319 % |
3,249 % |
6,130 % |
|
143 |
3,320 % |
5,663 % |
5,185 % |
3,322 % |
3,252 % |
6,126 % |
|
144 |
3,323 % |
5,662 % |
5,182 % |
3,325 % |
3,256 % |
6,121 % |
|
145 |
3,326 % |
5,661 % |
5,179 % |
3,328 % |
3,259 % |
6,117 % |
|
146 |
3,329 % |
5,660 % |
5,176 % |
3,331 % |
3,263 % |
6,113 % |
|
147 |
3,332 % |
5,659 % |
5,173 % |
3,334 % |
3,266 % |
6,109 % |
|
148 |
3,335 % |
5,657 % |
5,171 % |
3,336 % |
3,269 % |
6,105 % |
|
149 |
3,338 % |
5,656 % |
5,168 % |
3,339 % |
3,272 % |
6,100 % |
|
150 |
3,340 % |
5,655 % |
5,165 % |
3,342 % |
3,276 % |
6,096 % |
|
Term to maturity (in years) |
Real |
Renminbi- yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
2,554 % |
2,137 % |
1,410 % |
3,899 % |
–0,018 % |
0,368 % |
|
2 |
4,014 % |
2,240 % |
1,571 % |
4,280 % |
0,032 % |
0,421 % |
|
3 |
5,162 % |
2,339 % |
1,730 % |
4,626 % |
0,093 % |
0,471 % |
|
4 |
6,005 % |
2,436 % |
1,864 % |
4,946 % |
0,164 % |
0,512 % |
|
5 |
6,597 % |
2,534 % |
1,983 % |
5,224 % |
0,247 % |
0,542 % |
|
6 |
7,020 % |
2,632 % |
2,095 % |
5,467 % |
0,340 % |
0,557 % |
|
7 |
7,324 % |
2,727 % |
2,208 % |
5,677 % |
0,427 % |
0,577 % |
|
8 |
7,538 % |
2,816 % |
2,325 % |
5,854 % |
0,500 % |
0,611 % |
|
9 |
7,691 % |
2,898 % |
2,445 % |
6,007 % |
0,555 % |
0,638 % |
|
10 |
7,816 % |
2,974 % |
2,570 % |
6,142 % |
0,589 % |
0,641 % |
|
11 |
7,898 % |
3,043 % |
2,696 % |
6,259 % |
0,605 % |
0,617 % |
|
12 |
7,942 % |
3,106 % |
2,823 % |
6,358 % |
0,611 % |
0,578 % |
|
13 |
7,959 % |
3,164 % |
2,947 % |
6,438 % |
0,614 % |
0,538 % |
|
14 |
7,956 % |
3,217 % |
3,068 % |
6,499 % |
0,620 % |
0,501 % |
|
15 |
7,938 % |
3,267 % |
3,187 % |
6,542 % |
0,629 % |
0,474 % |
|
16 |
7,908 % |
3,314 % |
3,303 % |
6,564 % |
0,645 % |
0,458 % |
|
17 |
7,871 % |
3,357 % |
3,413 % |
6,571 % |
0,668 % |
0,455 % |
|
18 |
7,828 % |
3,398 % |
3,515 % |
6,566 % |
0,698 % |
0,464 % |
|
19 |
7,780 % |
3,436 % |
3,606 % |
6,551 % |
0,737 % |
0,487 % |
|
20 |
7,730 % |
3,472 % |
3,684 % |
6,529 % |
0,784 % |
0,524 % |
|
21 |
7,679 % |
3,506 % |
3,749 % |
6,502 % |
0,839 % |
0,573 % |
|
22 |
7,626 % |
3,538 % |
3,801 % |
6,471 % |
0,900 % |
0,631 % |
|
23 |
7,574 % |
3,568 % |
3,844 % |
6,437 % |
0,965 % |
0,696 % |
|
24 |
7,521 % |
3,597 % |
3,878 % |
6,401 % |
1,031 % |
0,764 % |
|
25 |
7,469 % |
3,624 % |
3,906 % |
6,363 % |
1,098 % |
0,834 % |
|
26 |
7,419 % |
3,650 % |
3,928 % |
6,326 % |
1,165 % |
0,905 % |
|
27 |
7,369 % |
3,675 % |
3,945 % |
6,287 % |
1,231 % |
0,976 % |
|
28 |
7,320 % |
3,698 % |
3,959 % |
6,249 % |
1,296 % |
1,046 % |
|
29 |
7,273 % |
3,720 % |
3,969 % |
6,212 % |
1,360 % |
1,114 % |
|
30 |
7,227 % |
3,742 % |
3,977 % |
6,175 % |
1,421 % |
1,181 % |
|
31 |
7,183 % |
3,762 % |
3,982 % |
6,138 % |
1,481 % |
1,247 % |
|
32 |
7,140 % |
3,781 % |
3,986 % |
6,103 % |
1,539 % |
1,310 % |
|
33 |
7,099 % |
3,799 % |
3,988 % |
6,068 % |
1,594 % |
1,371 % |
|
34 |
7,059 % |
3,817 % |
3,990 % |
6,034 % |
1,648 % |
1,430 % |
|
35 |
7,021 % |
3,834 % |
3,990 % |
6,002 % |
1,700 % |
1,487 % |
|
36 |
6,984 % |
3,850 % |
3,989 % |
5,970 % |
1,750 % |
1,542 % |
|
37 |
6,949 % |
3,865 % |
3,988 % |
5,940 % |
1,798 % |
1,595 % |
|
38 |
6,915 % |
3,880 % |
3,986 % |
5,910 % |
1,844 % |
1,646 % |
|
39 |
6,882 % |
3,894 % |
3,984 % |
5,881 % |
1,888 % |
1,695 % |
|
40 |
6,850 % |
3,908 % |
3,981 % |
5,854 % |
1,931 % |
1,742 % |
|
41 |
6,820 % |
3,921 % |
3,979 % |
5,827 % |
1,972 % |
1,787 % |
|
42 |
6,791 % |
3,934 % |
3,976 % |
5,802 % |
2,011 % |
1,830 % |
|
43 |
6,762 % |
3,946 % |
3,972 % |
5,777 % |
2,049 % |
1,872 % |
|
44 |
6,735 % |
3,957 % |
3,969 % |
5,753 % |
2,086 % |
1,912 % |
|
45 |
6,709 % |
3,968 % |
3,966 % |
5,730 % |
2,121 % |
1,951 % |
|
46 |
6,684 % |
3,979 % |
3,963 % |
5,708 % |
2,154 % |
1,988 % |
|
47 |
6,660 % |
3,989 % |
3,959 % |
5,686 % |
2,187 % |
2,024 % |
|
48 |
6,637 % |
3,999 % |
3,956 % |
5,666 % |
2,218 % |
2,059 % |
|
49 |
6,614 % |
4,009 % |
3,953 % |
5,646 % |
2,248 % |
2,092 % |
|
50 |
6,593 % |
4,018 % |
3,949 % |
5,626 % |
2,277 % |
2,124 % |
|
51 |
6,572 % |
4,027 % |
3,946 % |
5,608 % |
2,305 % |
2,155 % |
|
52 |
6,552 % |
4,036 % |
3,943 % |
5,590 % |
2,332 % |
2,185 % |
|
53 |
6,532 % |
4,044 % |
3,940 % |
5,573 % |
2,358 % |
2,214 % |
|
54 |
6,513 % |
4,052 % |
3,937 % |
5,556 % |
2,384 % |
2,242 % |
|
55 |
6,495 % |
4,060 % |
3,934 % |
5,540 % |
2,408 % |
2,268 % |
|
56 |
6,478 % |
4,068 % |
3,931 % |
5,524 % |
2,431 % |
2,294 % |
|
57 |
6,461 % |
4,075 % |
3,928 % |
5,509 % |
2,454 % |
2,319 % |
|
58 |
6,444 % |
4,082 % |
3,925 % |
5,494 % |
2,476 % |
2,344 % |
|
59 |
6,429 % |
4,089 % |
3,922 % |
5,480 % |
2,497 % |
2,367 % |
|
60 |
6,413 % |
4,096 % |
3,920 % |
5,467 % |
2,518 % |
2,390 % |
|
61 |
6,398 % |
4,102 % |
3,917 % |
5,453 % |
2,538 % |
2,412 % |
|
62 |
6,384 % |
4,108 % |
3,914 % |
5,440 % |
2,557 % |
2,433 % |
|
63 |
6,370 % |
4,114 % |
3,912 % |
5,428 % |
2,576 % |
2,454 % |
|
64 |
6,356 % |
4,120 % |
3,909 % |
5,416 % |
2,594 % |
2,474 % |
|
65 |
6,343 % |
4,126 % |
3,907 % |
5,404 % |
2,612 % |
2,493 % |
|
66 |
6,331 % |
4,132 % |
3,905 % |
5,393 % |
2,629 % |
2,512 % |
|
67 |
6,318 % |
4,137 % |
3,903 % |
5,382 % |
2,645 % |
2,530 % |
|
68 |
6,306 % |
4,142 % |
3,900 % |
5,371 % |
2,661 % |
2,548 % |
|
69 |
6,294 % |
4,147 % |
3,898 % |
5,361 % |
2,677 % |
2,565 % |
|
70 |
6,283 % |
4,152 % |
3,896 % |
5,350 % |
2,692 % |
2,582 % |
|
71 |
6,272 % |
4,157 % |
3,894 % |
5,341 % |
2,707 % |
2,599 % |
|
72 |
6,261 % |
4,162 % |
3,892 % |
5,331 % |
2,721 % |
2,614 % |
|
73 |
6,251 % |
4,166 % |
3,890 % |
5,322 % |
2,735 % |
2,630 % |
|
74 |
6,241 % |
4,171 % |
3,888 % |
5,313 % |
2,749 % |
2,645 % |
|
75 |
6,231 % |
4,175 % |
3,887 % |
5,304 % |
2,762 % |
2,660 % |
|
76 |
6,221 % |
4,179 % |
3,885 % |
5,295 % |
2,775 % |
2,674 % |
|
77 |
6,212 % |
4,184 % |
3,883 % |
5,287 % |
2,788 % |
2,688 % |
|
78 |
6,203 % |
4,188 % |
3,881 % |
5,279 % |
2,800 % |
2,701 % |
|
79 |
6,194 % |
4,192 % |
3,880 % |
5,271 % |
2,812 % |
2,714 % |
|
80 |
6,185 % |
4,195 % |
3,878 % |
5,263 % |
2,824 % |
2,727 % |
|
81 |
6,177 % |
4,199 % |
3,877 % |
5,255 % |
2,835 % |
2,740 % |
|
82 |
6,168 % |
4,203 % |
3,875 % |
5,248 % |
2,846 % |
2,752 % |
|
83 |
6,160 % |
4,206 % |
3,873 % |
5,241 % |
2,857 % |
2,764 % |
|
84 |
6,152 % |
4,210 % |
3,872 % |
5,234 % |
2,867 % |
2,776 % |
|
85 |
6,145 % |
4,213 % |
3,871 % |
5,227 % |
2,878 % |
2,787 % |
|
86 |
6,137 % |
4,217 % |
3,869 % |
5,220 % |
2,888 % |
2,798 % |
|
87 |
6,130 % |
4,220 % |
3,868 % |
5,213 % |
2,898 % |
2,809 % |
|
88 |
6,123 % |
4,223 % |
3,866 % |
5,207 % |
2,907 % |
2,820 % |
|
89 |
6,116 % |
4,226 % |
3,865 % |
5,201 % |
2,917 % |
2,830 % |
|
90 |
6,109 % |
4,229 % |
3,864 % |
5,195 % |
2,926 % |
2,840 % |
|
91 |
6,102 % |
4,232 % |
3,863 % |
5,189 % |
2,935 % |
2,850 % |
|
92 |
6,096 % |
4,235 % |
3,861 % |
5,183 % |
2,944 % |
2,860 % |
|
93 |
6,089 % |
4,238 % |
3,860 % |
5,177 % |
2,953 % |
2,870 % |
|
94 |
6,083 % |
4,241 % |
3,859 % |
5,171 % |
2,961 % |
2,879 % |
|
95 |
6,077 % |
4,243 % |
3,858 % |
5,166 % |
2,969 % |
2,888 % |
|
96 |
6,071 % |
4,246 % |
3,857 % |
5,161 % |
2,977 % |
2,897 % |
|
97 |
6,065 % |
4,249 % |
3,856 % |
5,155 % |
2,985 % |
2,906 % |
|
98 |
6,059 % |
4,251 % |
3,855 % |
5,150 % |
2,993 % |
2,914 % |
|
99 |
6,053 % |
4,254 % |
3,854 % |
5,145 % |
3,001 % |
2,923 % |
|
100 |
6,048 % |
4,256 % |
3,853 % |
5,140 % |
3,008 % |
2,931 % |
|
101 |
6,042 % |
4,258 % |
3,852 % |
5,135 % |
3,015 % |
2,939 % |
|
102 |
6,037 % |
4,261 % |
3,851 % |
5,130 % |
3,023 % |
2,947 % |
|
103 |
6,032 % |
4,263 % |
3,850 % |
5,126 % |
3,030 % |
2,955 % |
|
104 |
6,027 % |
4,265 % |
3,849 % |
5,121 % |
3,037 % |
2,962 % |
|
105 |
6,022 % |
4,268 % |
3,848 % |
5,117 % |
3,043 % |
2,970 % |
|
106 |
6,017 % |
4,270 % |
3,847 % |
5,112 % |
3,050 % |
2,977 % |
|
107 |
6,012 % |
4,272 % |
3,846 % |
5,108 % |
3,056 % |
2,984 % |
|
108 |
6,007 % |
4,274 % |
3,845 % |
5,104 % |
3,063 % |
2,991 % |
|
109 |
6,003 % |
4,276 % |
3,844 % |
5,099 % |
3,069 % |
2,998 % |
|
110 |
5,998 % |
4,278 % |
3,843 % |
5,095 % |
3,075 % |
3,005 % |
|
111 |
5,993 % |
4,280 % |
3,842 % |
5,091 % |
3,081 % |
3,012 % |
|
112 |
5,989 % |
4,282 % |
3,842 % |
5,087 % |
3,087 % |
3,018 % |
|
113 |
5,985 % |
4,284 % |
3,841 % |
5,084 % |
3,093 % |
3,025 % |
|
114 |
5,980 % |
4,286 % |
3,840 % |
5,080 % |
3,099 % |
3,031 % |
|
115 |
5,976 % |
4,288 % |
3,839 % |
5,076 % |
3,105 % |
3,037 % |
|
116 |
5,972 % |
4,290 % |
3,838 % |
5,072 % |
3,110 % |
3,044 % |
|
117 |
5,968 % |
4,291 % |
3,838 % |
5,069 % |
3,116 % |
3,050 % |
|
118 |
5,964 % |
4,293 % |
3,837 % |
5,065 % |
3,121 % |
3,055 % |
|
119 |
5,960 % |
4,295 % |
3,836 % |
5,062 % |
3,126 % |
3,061 % |
|
120 |
5,956 % |
4,297 % |
3,835 % |
5,058 % |
3,131 % |
3,067 % |
|
121 |
5,953 % |
4,298 % |
3,835 % |
5,055 % |
3,136 % |
3,073 % |
|
122 |
5,949 % |
4,300 % |
3,834 % |
5,052 % |
3,142 % |
3,078 % |
|
123 |
5,945 % |
4,302 % |
3,833 % |
5,048 % |
3,146 % |
3,084 % |
|
124 |
5,942 % |
4,303 % |
3,833 % |
5,045 % |
3,151 % |
3,089 % |
|
125 |
5,938 % |
4,305 % |
3,832 % |
5,042 % |
3,156 % |
3,094 % |
|
126 |
5,935 % |
4,306 % |
3,831 % |
5,039 % |
3,161 % |
3,099 % |
|
127 |
5,931 % |
4,308 % |
3,831 % |
5,036 % |
3,165 % |
3,105 % |
|
128 |
5,928 % |
4,309 % |
3,830 % |
5,033 % |
3,170 % |
3,110 % |
|
129 |
5,924 % |
4,311 % |
3,829 % |
5,030 % |
3,174 % |
3,115 % |
|
130 |
5,921 % |
4,312 % |
3,829 % |
5,027 % |
3,179 % |
3,119 % |
|
131 |
5,918 % |
4,314 % |
3,828 % |
5,024 % |
3,183 % |
3,124 % |
|
132 |
5,915 % |
4,315 % |
3,828 % |
5,021 % |
3,187 % |
3,129 % |
|
133 |
5,912 % |
4,317 % |
3,827 % |
5,018 % |
3,192 % |
3,134 % |
|
134 |
5,909 % |
4,318 % |
3,827 % |
5,015 % |
3,196 % |
3,138 % |
|
135 |
5,906 % |
4,319 % |
3,826 % |
5,013 % |
3,200 % |
3,143 % |
|
136 |
5,903 % |
4,321 % |
3,825 % |
5,010 % |
3,204 % |
3,147 % |
|
137 |
5,900 % |
4,322 % |
3,825 % |
5,007 % |
3,208 % |
3,152 % |
|
138 |
5,897 % |
4,323 % |
3,824 % |
5,005 % |
3,212 % |
3,156 % |
|
139 |
5,894 % |
4,324 % |
3,824 % |
5,002 % |
3,216 % |
3,160 % |
|
140 |
5,891 % |
4,326 % |
3,823 % |
5,000 % |
3,220 % |
3,164 % |
|
141 |
5,888 % |
4,327 % |
3,823 % |
4,997 % |
3,223 % |
3,168 % |
|
142 |
5,886 % |
4,328 % |
3,822 % |
4,995 % |
3,227 % |
3,173 % |
|
143 |
5,883 % |
4,329 % |
3,822 % |
4,992 % |
3,231 % |
3,177 % |
|
144 |
5,880 % |
4,331 % |
3,821 % |
4,990 % |
3,234 % |
3,181 % |
|
145 |
5,878 % |
4,332 % |
3,821 % |
4,988 % |
3,238 % |
3,184 % |
|
146 |
5,875 % |
4,333 % |
3,820 % |
4,985 % |
3,241 % |
3,188 % |
|
147 |
5,872 % |
4,334 % |
3,820 % |
4,983 % |
3,245 % |
3,192 % |
|
148 |
5,870 % |
4,335 % |
3,819 % |
4,981 % |
3,248 % |
3,196 % |
|
149 |
5,867 % |
4,336 % |
3,819 % |
4,979 % |
3,252 % |
3,200 % |
|
150 |
5,865 % |
4,337 % |
3,818 % |
4,976 % |
3,255 % |
3,203 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
12,212 % |
0,027 % |
–0,152 % |
|
2 |
12,942 % |
0,031 % |
–0,157 % |
|
3 |
13,089 % |
0,051 % |
–0,160 % |
|
4 |
13,117 % |
0,095 % |
–0,159 % |
|
5 |
13,088 % |
0,158 % |
–0,152 % |
|
6 |
13,044 % |
0,235 % |
–0,144 % |
|
7 |
13,002 % |
0,315 % |
–0,130 % |
|
8 |
12,960 % |
0,391 % |
–0,114 % |
|
9 |
12,900 % |
0,468 % |
–0,095 % |
|
10 |
12,805 % |
0,531 % |
–0,075 % |
|
11 |
12,679 % |
0,592 % |
–0,054 % |
|
12 |
12,533 % |
0,648 % |
–0,031 % |
|
13 |
12,373 % |
0,693 % |
–0,008 % |
|
14 |
12,202 % |
0,731 % |
0,015 % |
|
15 |
12,025 % |
0,764 % |
0,040 % |
|
16 |
11,845 % |
0,795 % |
0,066 % |
|
17 |
11,664 % |
0,824 % |
0,090 % |
|
18 |
11,484 % |
0,849 % |
0,110 % |
|
19 |
11,306 % |
0,869 % |
0,125 % |
|
20 |
11,131 % |
0,885 % |
0,134 % |
|
21 |
10,960 % |
0,897 % |
0,137 % |
|
22 |
10,794 % |
0,906 % |
0,137 % |
|
23 |
10,633 % |
0,914 % |
0,137 % |
|
24 |
10,477 % |
0,923 % |
0,139 % |
|
25 |
10,327 % |
0,934 % |
0,145 % |
|
26 |
10,182 % |
0,946 % |
0,156 % |
|
27 |
10,043 % |
0,957 % |
0,173 % |
|
28 |
9,910 % |
0,963 % |
0,195 % |
|
29 |
9,782 % |
0,963 % |
0,224 % |
|
30 |
9,660 % |
0,954 % |
0,260 % |
|
31 |
9,543 % |
0,936 % |
0,303 % |
|
32 |
9,431 % |
0,913 % |
0,351 % |
|
33 |
9,324 % |
0,886 % |
0,403 % |
|
34 |
9,221 % |
0,858 % |
0,457 % |
|
35 |
9,124 % |
0,831 % |
0,513 % |
|
36 |
9,030 % |
0,807 % |
0,569 % |
|
37 |
8,940 % |
0,784 % |
0,626 % |
|
38 |
8,855 % |
0,765 % |
0,682 % |
|
39 |
8,773 % |
0,749 % |
0,737 % |
|
40 |
8,694 % |
0,737 % |
0,792 % |
|
41 |
8,619 % |
0,729 % |
0,846 % |
|
42 |
8,547 % |
0,725 % |
0,899 % |
|
43 |
8,478 % |
0,724 % |
0,950 % |
|
44 |
8,411 % |
0,726 % |
1,000 % |
|
45 |
8,348 % |
0,733 % |
1,049 % |
|
46 |
8,287 % |
0,742 % |
1,096 % |
|
47 |
8,228 % |
0,755 % |
1,142 % |
|
48 |
8,172 % |
0,772 % |
1,187 % |
|
49 |
8,118 % |
0,792 % |
1,231 % |
|
50 |
8,066 % |
0,816 % |
1,273 % |
|
51 |
8,016 % |
0,842 % |
1,313 % |
|
52 |
7,967 % |
0,872 % |
1,353 % |
|
53 |
7,921 % |
0,904 % |
1,391 % |
|
54 |
7,876 % |
0,937 % |
1,428 % |
|
55 |
7,833 % |
0,971 % |
1,464 % |
|
56 |
7,791 % |
1,007 % |
1,499 % |
|
57 |
7,751 % |
1,042 % |
1,533 % |
|
58 |
7,712 % |
1,078 % |
1,565 % |
|
59 |
7,674 % |
1,114 % |
1,597 % |
|
60 |
7,638 % |
1,149 % |
1,628 % |
|
61 |
7,603 % |
1,185 % |
1,658 % |
|
62 |
7,568 % |
1,220 % |
1,687 % |
|
63 |
7,535 % |
1,255 % |
1,715 % |
|
64 |
7,503 % |
1,289 % |
1,742 % |
|
65 |
7,472 % |
1,323 % |
1,769 % |
|
66 |
7,442 % |
1,356 % |
1,794 % |
|
67 |
7,413 % |
1,388 % |
1,819 % |
|
68 |
7,385 % |
1,420 % |
1,844 % |
|
69 |
7,357 % |
1,451 % |
1,867 % |
|
70 |
7,331 % |
1,482 % |
1,890 % |
|
71 |
7,305 % |
1,512 % |
1,913 % |
|
72 |
7,279 % |
1,541 % |
1,934 % |
|
73 |
7,255 % |
1,570 % |
1,956 % |
|
74 |
7,231 % |
1,598 % |
1,976 % |
|
75 |
7,208 % |
1,625 % |
1,996 % |
|
76 |
7,185 % |
1,652 % |
2,016 % |
|
77 |
7,163 % |
1,679 % |
2,035 % |
|
78 |
7,142 % |
1,704 % |
2,054 % |
|
79 |
7,121 % |
1,729 % |
2,072 % |
|
80 |
7,100 % |
1,754 % |
2,089 % |
|
81 |
7,080 % |
1,778 % |
2,107 % |
|
82 |
7,061 % |
1,801 % |
2,123 % |
|
83 |
7,042 % |
1,824 % |
2,140 % |
|
84 |
7,023 % |
1,847 % |
2,156 % |
|
85 |
7,005 % |
1,869 % |
2,172 % |
|
86 |
6,988 % |
1,890 % |
2,187 % |
|
87 |
6,971 % |
1,911 % |
2,202 % |
|
88 |
6,954 % |
1,932 % |
2,217 % |
|
89 |
6,937 % |
1,952 % |
2,231 % |
|
90 |
6,921 % |
1,971 % |
2,245 % |
|
91 |
6,906 % |
1,991 % |
2,259 % |
|
92 |
6,890 % |
2,010 % |
2,272 % |
|
93 |
6,875 % |
2,028 % |
2,285 % |
|
94 |
6,860 % |
2,046 % |
2,298 % |
|
95 |
6,846 % |
2,064 % |
2,311 % |
|
96 |
6,832 % |
2,081 % |
2,323 % |
|
97 |
6,818 % |
2,098 % |
2,335 % |
|
98 |
6,805 % |
2,115 % |
2,347 % |
|
99 |
6,791 % |
2,131 % |
2,358 % |
|
100 |
6,778 % |
2,147 % |
2,370 % |
|
101 |
6,766 % |
2,163 % |
2,381 % |
|
102 |
6,753 % |
2,179 % |
2,392 % |
|
103 |
6,741 % |
2,194 % |
2,402 % |
|
104 |
6,729 % |
2,208 % |
2,413 % |
|
105 |
6,717 % |
2,223 % |
2,423 % |
|
106 |
6,706 % |
2,237 % |
2,433 % |
|
107 |
6,694 % |
2,251 % |
2,443 % |
|
108 |
6,683 % |
2,265 % |
2,453 % |
|
109 |
6,672 % |
2,279 % |
2,463 % |
|
110 |
6,661 % |
2,292 % |
2,472 % |
|
111 |
6,651 % |
2,305 % |
2,481 % |
|
112 |
6,641 % |
2,318 % |
2,490 % |
|
113 |
6,630 % |
2,330 % |
2,499 % |
|
114 |
6,620 % |
2,343 % |
2,508 % |
|
115 |
6,611 % |
2,355 % |
2,516 % |
|
116 |
6,601 % |
2,367 % |
2,525 % |
|
117 |
6,592 % |
2,379 % |
2,533 % |
|
118 |
6,582 % |
2,390 % |
2,541 % |
|
119 |
6,573 % |
2,401 % |
2,549 % |
|
120 |
6,564 % |
2,413 % |
2,557 % |
|
121 |
6,555 % |
2,424 % |
2,565 % |
|
122 |
6,547 % |
2,434 % |
2,573 % |
|
123 |
6,538 % |
2,445 % |
2,580 % |
|
124 |
6,530 % |
2,455 % |
2,588 % |
|
125 |
6,521 % |
2,466 % |
2,595 % |
|
126 |
6,513 % |
2,476 % |
2,602 % |
|
127 |
6,505 % |
2,486 % |
2,609 % |
|
128 |
6,497 % |
2,496 % |
2,616 % |
|
129 |
6,490 % |
2,505 % |
2,623 % |
|
130 |
6,482 % |
2,515 % |
2,629 % |
|
131 |
6,474 % |
2,524 % |
2,636 % |
|
132 |
6,467 % |
2,533 % |
2,643 % |
|
133 |
6,460 % |
2,543 % |
2,649 % |
|
134 |
6,452 % |
2,551 % |
2,655 % |
|
135 |
6,445 % |
2,560 % |
2,662 % |
|
136 |
6,438 % |
2,569 % |
2,668 % |
|
137 |
6,432 % |
2,578 % |
2,674 % |
|
138 |
6,425 % |
2,586 % |
2,680 % |
|
139 |
6,418 % |
2,594 % |
2,686 % |
|
140 |
6,411 % |
2,603 % |
2,691 % |
|
141 |
6,405 % |
2,611 % |
2,697 % |
|
142 |
6,399 % |
2,619 % |
2,703 % |
|
143 |
6,392 % |
2,627 % |
2,708 % |
|
144 |
6,386 % |
2,634 % |
2,714 % |
|
145 |
6,380 % |
2,642 % |
2,719 % |
|
146 |
6,374 % |
2,649 % |
2,724 % |
|
147 |
6,368 % |
2,657 % |
2,730 % |
|
148 |
6,362 % |
2,664 % |
2,735 % |
|
149 |
6,356 % |
2,672 % |
2,740 % |
|
150 |
6,350 % |
2,679 % |
2,745 % |
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 |
31 |
5 |
0 |
24 |
1 |
|
2 |
0 |
0 |
38 |
5 |
0 |
40 |
0 |
|
3 |
0 |
1 |
43 |
5 |
1 |
46 |
0 |
|
4 |
0 |
2 |
46 |
5 |
3 |
47 |
0 |
|
5 |
0 |
4 |
51 |
5 |
4 |
50 |
0 |
|
6 |
1 |
5 |
53 |
5 |
6 |
52 |
0 |
|
7 |
2 |
5 |
56 |
5 |
9 |
53 |
0 |
|
8 |
2 |
6 |
58 |
5 |
11 |
53 |
0 |
|
9 |
3 |
7 |
60 |
5 |
12 |
50 |
0 |
|
10 |
3 |
8 |
62 |
5 |
13 |
50 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
385 |
4 |
16 |
|
2 |
0 |
0 |
0 |
0 |
239 |
4 |
22 |
|
3 |
1 |
0 |
0 |
0 |
212 |
4 |
24 |
|
4 |
2 |
0 |
0 |
0 |
185 |
4 |
25 |
|
5 |
4 |
0 |
0 |
0 |
170 |
4 |
27 |
|
6 |
5 |
0 |
0 |
0 |
167 |
4 |
28 |
|
7 |
5 |
0 |
0 |
0 |
164 |
4 |
29 |
|
8 |
6 |
0 |
1 |
0 |
168 |
2 |
30 |
|
9 |
7 |
0 |
2 |
0 |
170 |
1 |
30 |
|
10 |
8 |
0 |
3 |
0 |
172 |
4 |
30 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
16 |
0 |
4 |
|
2 |
14 |
11 |
11 |
0 |
22 |
0 |
4 |
|
3 |
19 |
14 |
15 |
0 |
24 |
0 |
4 |
|
4 |
22 |
16 |
17 |
0 |
25 |
0 |
4 |
|
5 |
24 |
18 |
19 |
0 |
27 |
0 |
4 |
|
6 |
25 |
19 |
20 |
0 |
28 |
0 |
4 |
|
7 |
27 |
20 |
22 |
0 |
29 |
0 |
4 |
|
8 |
28 |
22 |
23 |
1 |
30 |
0 |
4 |
|
9 |
30 |
23 |
24 |
2 |
30 |
0 |
4 |
|
10 |
31 |
23 |
25 |
2 |
30 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
24 |
9 |
12 |
18 |
5 |
0 |
0 |
|
2 |
40 |
17 |
15 |
21 |
11 |
0 |
0 |
|
3 |
46 |
19 |
18 |
25 |
15 |
0 |
0 |
|
4 |
47 |
20 |
19 |
29 |
17 |
0 |
0 |
|
5 |
50 |
21 |
20 |
33 |
19 |
0 |
0 |
|
6 |
52 |
23 |
22 |
36 |
20 |
0 |
0 |
|
7 |
53 |
24 |
23 |
38 |
22 |
0 |
0 |
|
8 |
53 |
26 |
24 |
39 |
23 |
0 |
0 |
|
9 |
50 |
27 |
24 |
40 |
24 |
0 |
0 |
|
10 |
50 |
25 |
25 |
40 |
25 |
0 |
0 |
|
Duration (in years) |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
Chile |
|
1 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
2 |
0 |
0 |
0 |
0 |
12 |
0 |
19 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
9 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
11 |
0 |
10 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
2 |
28 |
0 |
10 |
0 |
0 |
10 |
|
4 |
3 |
36 |
0 |
10 |
0 |
0 |
10 |
|
5 |
3 |
38 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
41 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
43 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
41 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
38 |
0 |
10 |
0 |
0 |
10 |
|
10 |
5 |
40 |
0 |
10 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
6 |
9 |
1 |
4 |
|
2 |
0 |
0 |
0 |
8 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
9 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
9 |
14 |
0 |
4 |
|
5 |
0 |
1 |
0 |
8 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
9 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
11 |
16 |
0 |
4 |
|
8 |
0 |
11 |
0 |
12 |
16 |
0 |
4 |
|
9 |
0 |
17 |
0 |
13 |
16 |
0 |
4 |
|
10 |
0 |
17 |
0 |
14 |
16 |
0 |
4 |
|
Duration (in years) |
United States |
|
1 |
0 |
|
2 |
0 |
|
3 |
0 |
|
4 |
0 |
|
5 |
0 |
|
6 |
0 |
|
7 |
0 |
|
8 |
0 |
|
9 |
0 |
|
10 |
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 |
20 |
44 |
117 |
231 |
545 |
1 183 |
|
2 |
6 |
20 |
44 |
117 |
231 |
545 |
952 |
|
3 |
8 |
22 |
45 |
111 |
227 |
542 |
777 |
|
4 |
9 |
25 |
48 |
113 |
226 |
541 |
643 |
|
5 |
10 |
27 |
53 |
116 |
226 |
541 |
541 |
|
6 |
11 |
29 |
57 |
121 |
226 |
541 |
541 |
|
7 |
12 |
32 |
59 |
124 |
226 |
541 |
541 |
|
8 |
12 |
32 |
58 |
122 |
226 |
541 |
541 |
|
9 |
13 |
33 |
58 |
122 |
226 |
541 |
541 |
|
10 |
13 |
35 |
59 |
122 |
226 |
541 |
541 |
|
11 |
14 |
36 |
59 |
122 |
226 |
541 |
541 |
|
12 |
14 |
36 |
59 |
122 |
226 |
541 |
541 |
|
13 |
15 |
37 |
59 |
122 |
226 |
541 |
541 |
|
14 |
15 |
37 |
59 |
122 |
226 |
541 |
541 |
|
15 |
15 |
37 |
59 |
122 |
226 |
541 |
541 |
|
16 |
15 |
37 |
59 |
122 |
226 |
541 |
541 |
|
17 |
15 |
37 |
59 |
122 |
226 |
541 |
541 |
|
18 |
15 |
37 |
59 |
122 |
226 |
541 |
541 |
|
19 |
15 |
37 |
59 |
122 |
226 |
541 |
541 |
|
20 |
16 |
37 |
59 |
122 |
226 |
541 |
541 |
|
21 |
16 |
37 |
59 |
122 |
226 |
541 |
541 |
|
22 |
17 |
37 |
59 |
122 |
226 |
541 |
541 |
|
23 |
17 |
37 |
59 |
122 |
226 |
541 |
541 |
|
24 |
18 |
37 |
59 |
122 |
226 |
541 |
541 |
|
25 |
18 |
37 |
59 |
122 |
226 |
541 |
541 |
|
26 |
20 |
37 |
59 |
122 |
226 |
541 |
541 |
|
27 |
21 |
37 |
59 |
122 |
226 |
541 |
541 |
|
28 |
21 |
37 |
59 |
122 |
226 |
541 |
541 |
|
29 |
22 |
37 |
59 |
122 |
226 |
541 |
541 |
|
30 |
22 |
37 |
59 |
122 |
226 |
541 |
541 |
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 |
14 |
27 |
52 |
125 |
238 |
553 |
1 199 |
|
2 |
16 |
29 |
54 |
127 |
240 |
554 |
965 |
|
3 |
17 |
32 |
55 |
120 |
237 |
551 |
788 |
|
4 |
18 |
34 |
57 |
122 |
235 |
550 |
653 |
|
5 |
19 |
36 |
62 |
125 |
235 |
549 |
549 |
|
6 |
19 |
38 |
65 |
129 |
234 |
549 |
549 |
|
7 |
20 |
39 |
66 |
131 |
233 |
548 |
548 |
|
8 |
19 |
39 |
65 |
129 |
233 |
547 |
547 |
|
9 |
19 |
40 |
65 |
128 |
232 |
547 |
547 |
|
10 |
19 |
40 |
64 |
127 |
232 |
546 |
546 |
|
11 |
19 |
41 |
64 |
127 |
231 |
546 |
546 |
|
12 |
19 |
41 |
64 |
126 |
231 |
545 |
545 |
|
13 |
19 |
41 |
63 |
126 |
230 |
545 |
545 |
|
14 |
18 |
41 |
62 |
125 |
230 |
544 |
544 |
|
15 |
18 |
40 |
62 |
125 |
229 |
544 |
544 |
|
16 |
17 |
40 |
61 |
124 |
229 |
543 |
543 |
|
17 |
17 |
40 |
61 |
124 |
229 |
543 |
543 |
|
18 |
17 |
40 |
61 |
124 |
228 |
543 |
543 |
|
19 |
17 |
40 |
61 |
124 |
229 |
543 |
543 |
|
20 |
18 |
40 |
62 |
125 |
229 |
543 |
543 |
|
21 |
18 |
40 |
62 |
125 |
229 |
544 |
544 |
|
22 |
18 |
41 |
62 |
125 |
229 |
544 |
544 |
|
23 |
18 |
41 |
62 |
125 |
230 |
544 |
544 |
|
24 |
18 |
41 |
62 |
125 |
230 |
544 |
544 |
|
25 |
20 |
41 |
62 |
125 |
230 |
544 |
544 |
|
26 |
20 |
41 |
62 |
125 |
230 |
544 |
544 |
|
27 |
21 |
41 |
62 |
125 |
230 |
544 |
544 |
|
28 |
21 |
41 |
62 |
125 |
230 |
544 |
544 |
|
29 |
22 |
41 |
62 |
125 |
230 |
544 |
544 |
|
30 |
22 |
41 |
62 |
125 |
229 |
544 |
544 |
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 |
20 |
44 |
117 |
231 |
545 |
1 183 |
|
2 |
6 |
20 |
44 |
117 |
231 |
545 |
952 |
|
3 |
7 |
22 |
45 |
111 |
227 |
541 |
776 |
|
4 |
9 |
25 |
48 |
113 |
226 |
540 |
643 |
|
5 |
10 |
27 |
53 |
116 |
226 |
540 |
541 |
|
6 |
11 |
29 |
57 |
121 |
226 |
540 |
540 |
|
7 |
12 |
32 |
58 |
123 |
226 |
540 |
540 |
|
8 |
12 |
32 |
58 |
122 |
226 |
540 |
540 |
|
9 |
12 |
33 |
58 |
121 |
226 |
540 |
540 |
|
10 |
13 |
34 |
58 |
121 |
226 |
540 |
540 |
|
11 |
14 |
35 |
59 |
122 |
226 |
540 |
540 |
|
12 |
14 |
36 |
59 |
122 |
226 |
540 |
540 |
|
13 |
14 |
37 |
59 |
122 |
226 |
540 |
540 |
|
14 |
15 |
37 |
59 |
122 |
226 |
540 |
540 |
|
15 |
15 |
37 |
59 |
122 |
226 |
540 |
540 |
|
16 |
15 |
37 |
59 |
122 |
226 |
540 |
540 |
|
17 |
14 |
37 |
59 |
122 |
226 |
540 |
540 |
|
18 |
14 |
37 |
59 |
122 |
226 |
540 |
540 |
|
19 |
14 |
37 |
59 |
122 |
226 |
540 |
540 |
|
20 |
16 |
37 |
59 |
122 |
226 |
540 |
540 |
|
21 |
16 |
37 |
59 |
122 |
226 |
540 |
540 |
|
22 |
17 |
37 |
59 |
122 |
226 |
540 |
540 |
|
23 |
17 |
37 |
59 |
122 |
226 |
540 |
540 |
|
24 |
18 |
37 |
59 |
122 |
226 |
540 |
540 |
|
25 |
18 |
37 |
59 |
122 |
226 |
540 |
540 |
|
26 |
20 |
37 |
59 |
122 |
226 |
540 |
540 |
|
27 |
21 |
37 |
59 |
122 |
226 |
540 |
540 |
|
28 |
21 |
37 |
59 |
122 |
226 |
540 |
540 |
|
29 |
22 |
37 |
59 |
122 |
226 |
540 |
540 |
|
30 |
22 |
37 |
59 |
122 |
226 |
540 |
540 |
2.4. Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
79 |
93 |
117 |
190 |
303 |
618 |
1 208 |
|
2 |
76 |
89 |
114 |
187 |
300 |
614 |
975 |
|
3 |
79 |
94 |
117 |
183 |
299 |
613 |
798 |
|
4 |
78 |
94 |
118 |
183 |
296 |
610 |
663 |
|
5 |
78 |
95 |
121 |
184 |
294 |
608 |
608 |
|
6 |
77 |
95 |
123 |
187 |
292 |
607 |
607 |
|
7 |
76 |
96 |
123 |
188 |
290 |
605 |
605 |
|
8 |
75 |
95 |
121 |
185 |
289 |
604 |
604 |
|
9 |
75 |
95 |
120 |
184 |
288 |
603 |
603 |
|
10 |
72 |
93 |
117 |
180 |
284 |
599 |
599 |
|
11 |
70 |
92 |
115 |
178 |
282 |
597 |
597 |
|
12 |
69 |
91 |
113 |
176 |
281 |
595 |
595 |
|
13 |
68 |
91 |
113 |
176 |
280 |
594 |
594 |
|
14 |
68 |
91 |
112 |
175 |
280 |
594 |
594 |
|
15 |
68 |
90 |
112 |
175 |
279 |
594 |
594 |
|
16 |
67 |
90 |
111 |
174 |
279 |
593 |
593 |
|
17 |
67 |
89 |
111 |
174 |
278 |
593 |
593 |
|
18 |
66 |
89 |
110 |
173 |
278 |
592 |
592 |
|
19 |
66 |
88 |
110 |
173 |
277 |
591 |
591 |
|
20 |
65 |
88 |
109 |
172 |
276 |
591 |
591 |
|
21 |
64 |
87 |
108 |
171 |
276 |
590 |
590 |
|
22 |
63 |
86 |
108 |
171 |
275 |
589 |
589 |
|
23 |
63 |
85 |
107 |
170 |
274 |
588 |
588 |
|
24 |
62 |
84 |
106 |
169 |
273 |
587 |
587 |
|
25 |
61 |
83 |
105 |
168 |
272 |
586 |
586 |
|
26 |
60 |
82 |
104 |
167 |
271 |
585 |
585 |
|
27 |
58 |
81 |
103 |
165 |
270 |
584 |
584 |
|
28 |
57 |
80 |
102 |
164 |
269 |
583 |
583 |
|
29 |
56 |
79 |
101 |
163 |
268 |
582 |
582 |
|
30 |
55 |
78 |
99 |
162 |
267 |
581 |
581 |
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 |
24 |
48 |
121 |
234 |
549 |
1 191 |
|
2 |
12 |
26 |
50 |
123 |
236 |
551 |
959 |
|
3 |
14 |
29 |
52 |
117 |
234 |
548 |
782 |
|
4 |
16 |
32 |
55 |
120 |
233 |
548 |
648 |
|
5 |
17 |
35 |
60 |
124 |
233 |
548 |
548 |
|
6 |
18 |
37 |
64 |
128 |
233 |
548 |
548 |
|
7 |
19 |
39 |
65 |
130 |
233 |
547 |
547 |
|
8 |
19 |
39 |
65 |
129 |
233 |
547 |
547 |
|
9 |
19 |
39 |
64 |
128 |
232 |
547 |
547 |
|
10 |
19 |
40 |
64 |
127 |
232 |
546 |
546 |
|
11 |
19 |
41 |
64 |
127 |
231 |
546 |
546 |
|
12 |
19 |
42 |
64 |
127 |
231 |
546 |
546 |
|
13 |
20 |
42 |
64 |
127 |
231 |
546 |
546 |
|
14 |
20 |
42 |
64 |
127 |
231 |
545 |
545 |
|
15 |
20 |
42 |
64 |
127 |
231 |
545 |
545 |
|
16 |
19 |
42 |
63 |
126 |
231 |
545 |
545 |
|
17 |
19 |
42 |
63 |
126 |
231 |
545 |
545 |
|
18 |
19 |
42 |
64 |
126 |
231 |
545 |
545 |
|
19 |
20 |
42 |
64 |
127 |
231 |
545 |
545 |
|
20 |
20 |
43 |
64 |
127 |
231 |
546 |
546 |
|
21 |
20 |
43 |
65 |
127 |
232 |
546 |
546 |
|
22 |
21 |
43 |
65 |
128 |
232 |
547 |
547 |
|
23 |
21 |
43 |
65 |
128 |
232 |
547 |
547 |
|
24 |
21 |
43 |
65 |
128 |
232 |
547 |
547 |
|
25 |
21 |
43 |
65 |
128 |
232 |
547 |
547 |
|
26 |
21 |
43 |
65 |
128 |
232 |
547 |
547 |
|
27 |
21 |
43 |
65 |
128 |
232 |
547 |
547 |
|
28 |
21 |
43 |
65 |
128 |
232 |
547 |
547 |
|
29 |
22 |
43 |
65 |
128 |
232 |
547 |
547 |
|
30 |
22 |
43 |
65 |
128 |
232 |
546 |
546 |
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 |
49 |
62 |
87 |
160 |
273 |
588 |
1 193 |
|
2 |
52 |
66 |
90 |
163 |
277 |
591 |
961 |
|
3 |
58 |
73 |
96 |
161 |
277 |
592 |
785 |
|
4 |
61 |
77 |
101 |
166 |
279 |
593 |
651 |
|
5 |
63 |
81 |
107 |
170 |
279 |
594 |
594 |
|
6 |
65 |
83 |
110 |
174 |
279 |
594 |
594 |
|
7 |
65 |
85 |
111 |
176 |
279 |
593 |
593 |
|
8 |
64 |
84 |
110 |
174 |
278 |
592 |
592 |
|
9 |
63 |
84 |
109 |
172 |
277 |
591 |
591 |
|
10 |
62 |
84 |
108 |
171 |
275 |
590 |
590 |
|
11 |
62 |
84 |
107 |
170 |
274 |
588 |
588 |
|
12 |
61 |
83 |
105 |
168 |
272 |
587 |
587 |
|
13 |
60 |
82 |
104 |
167 |
271 |
586 |
586 |
|
14 |
59 |
81 |
103 |
166 |
270 |
584 |
584 |
|
15 |
57 |
80 |
102 |
164 |
269 |
583 |
583 |
|
16 |
57 |
79 |
101 |
164 |
268 |
582 |
582 |
|
17 |
56 |
78 |
100 |
163 |
267 |
582 |
582 |
|
18 |
55 |
78 |
99 |
162 |
266 |
581 |
581 |
|
19 |
54 |
77 |
99 |
162 |
266 |
580 |
580 |
|
20 |
54 |
77 |
98 |
161 |
265 |
580 |
580 |
|
21 |
53 |
76 |
97 |
160 |
265 |
579 |
579 |
|
22 |
53 |
75 |
97 |
160 |
264 |
579 |
579 |
|
23 |
52 |
74 |
96 |
159 |
263 |
578 |
578 |
|
24 |
51 |
74 |
95 |
158 |
262 |
577 |
577 |
|
25 |
50 |
73 |
94 |
157 |
262 |
576 |
576 |
|
26 |
49 |
72 |
94 |
156 |
261 |
575 |
575 |
|
27 |
49 |
71 |
93 |
156 |
260 |
574 |
574 |
|
28 |
48 |
70 |
92 |
155 |
259 |
574 |
574 |
|
29 |
47 |
70 |
91 |
154 |
258 |
573 |
573 |
|
30 |
46 |
69 |
90 |
153 |
257 |
572 |
572 |
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 |
6 |
19 |
43 |
117 |
230 |
544 |
1 183 |
|
2 |
6 |
19 |
43 |
117 |
230 |
544 |
951 |
|
3 |
7 |
21 |
45 |
110 |
226 |
541 |
776 |
|
4 |
8 |
24 |
47 |
112 |
225 |
540 |
643 |
|
5 |
9 |
26 |
52 |
115 |
225 |
540 |
541 |
|
6 |
10 |
29 |
56 |
120 |
225 |
540 |
540 |
|
7 |
12 |
31 |
58 |
123 |
225 |
540 |
540 |
|
8 |
12 |
32 |
57 |
121 |
225 |
540 |
540 |
|
9 |
12 |
32 |
57 |
121 |
225 |
540 |
540 |
|
10 |
12 |
34 |
58 |
121 |
225 |
540 |
540 |
|
11 |
13 |
35 |
58 |
121 |
225 |
540 |
540 |
|
12 |
13 |
36 |
58 |
121 |
225 |
540 |
540 |
|
13 |
14 |
36 |
58 |
121 |
225 |
540 |
540 |
|
14 |
14 |
36 |
58 |
121 |
225 |
540 |
540 |
|
15 |
14 |
36 |
58 |
121 |
225 |
540 |
540 |
|
16 |
14 |
36 |
58 |
121 |
225 |
540 |
540 |
|
17 |
14 |
36 |
58 |
121 |
225 |
540 |
540 |
|
18 |
14 |
36 |
58 |
121 |
225 |
540 |
540 |
|
19 |
14 |
36 |
58 |
121 |
225 |
540 |
540 |
|
20 |
16 |
36 |
58 |
121 |
225 |
540 |
540 |
|
21 |
16 |
36 |
58 |
121 |
225 |
540 |
540 |
|
22 |
17 |
36 |
58 |
121 |
225 |
540 |
540 |
|
23 |
17 |
36 |
58 |
121 |
225 |
540 |
540 |
|
24 |
18 |
36 |
58 |
121 |
225 |
540 |
540 |
|
25 |
18 |
36 |
58 |
121 |
225 |
540 |
540 |
|
26 |
20 |
36 |
58 |
121 |
225 |
540 |
540 |
|
27 |
21 |
36 |
58 |
121 |
225 |
540 |
540 |
|
28 |
21 |
37 |
58 |
121 |
225 |
540 |
540 |
|
29 |
22 |
37 |
58 |
121 |
225 |
540 |
540 |
|
30 |
22 |
37 |
58 |
121 |
225 |
540 |
540 |
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 |
8 |
25 |
55 |
149 |
249 |
563 |
1 193 |
|
2 |
8 |
25 |
55 |
149 |
249 |
563 |
960 |
|
3 |
9 |
26 |
54 |
135 |
245 |
559 |
783 |
|
4 |
10 |
29 |
56 |
125 |
243 |
558 |
649 |
|
5 |
12 |
31 |
58 |
114 |
242 |
557 |
557 |
|
6 |
14 |
34 |
61 |
107 |
241 |
556 |
556 |
|
7 |
16 |
37 |
62 |
100 |
240 |
554 |
554 |
|
8 |
17 |
38 |
60 |
93 |
239 |
553 |
553 |
|
9 |
20 |
45 |
64 |
88 |
238 |
552 |
552 |
|
10 |
19 |
45 |
62 |
84 |
237 |
551 |
551 |
|
11 |
18 |
44 |
60 |
85 |
236 |
551 |
551 |
|
12 |
18 |
43 |
61 |
86 |
235 |
550 |
550 |
|
13 |
18 |
44 |
62 |
86 |
235 |
549 |
549 |
|
14 |
18 |
44 |
62 |
86 |
234 |
548 |
548 |
|
15 |
18 |
44 |
62 |
86 |
233 |
548 |
548 |
|
16 |
18 |
44 |
62 |
86 |
232 |
546 |
546 |
|
17 |
18 |
44 |
62 |
86 |
231 |
545 |
545 |
|
18 |
18 |
44 |
62 |
86 |
230 |
545 |
545 |
|
19 |
18 |
44 |
62 |
86 |
230 |
545 |
545 |
|
20 |
18 |
44 |
62 |
86 |
231 |
545 |
545 |
|
21 |
18 |
44 |
62 |
86 |
231 |
545 |
545 |
|
22 |
18 |
44 |
62 |
86 |
230 |
545 |
545 |
|
23 |
18 |
44 |
62 |
86 |
230 |
544 |
544 |
|
24 |
18 |
44 |
62 |
86 |
229 |
544 |
544 |
|
25 |
19 |
44 |
62 |
86 |
229 |
543 |
543 |
|
26 |
20 |
44 |
62 |
86 |
228 |
543 |
543 |
|
27 |
21 |
44 |
62 |
86 |
228 |
542 |
542 |
|
28 |
21 |
44 |
62 |
86 |
227 |
542 |
542 |
|
29 |
22 |
44 |
62 |
86 |
227 |
541 |
541 |
|
30 |
22 |
44 |
62 |
86 |
226 |
541 |
541 |
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 |
86 |
99 |
123 |
197 |
310 |
624 |
1 243 |
|
2 |
84 |
97 |
122 |
195 |
308 |
623 |
1 003 |
|
3 |
83 |
98 |
121 |
187 |
303 |
617 |
820 |
|
4 |
82 |
98 |
122 |
187 |
300 |
614 |
680 |
|
5 |
81 |
98 |
124 |
187 |
297 |
612 |
612 |
|
6 |
80 |
99 |
126 |
190 |
295 |
610 |
610 |
|
7 |
79 |
98 |
125 |
190 |
293 |
607 |
607 |
|
8 |
77 |
97 |
123 |
187 |
290 |
605 |
605 |
|
9 |
75 |
96 |
120 |
184 |
288 |
603 |
603 |
|
10 |
74 |
95 |
119 |
182 |
287 |
601 |
601 |
|
11 |
73 |
95 |
118 |
181 |
285 |
600 |
600 |
|
12 |
72 |
94 |
116 |
179 |
284 |
598 |
598 |
|
13 |
70 |
93 |
115 |
178 |
282 |
597 |
597 |
|
14 |
69 |
92 |
113 |
176 |
281 |
595 |
595 |
|
15 |
68 |
90 |
112 |
175 |
279 |
594 |
594 |
|
16 |
67 |
89 |
111 |
174 |
278 |
593 |
593 |
|
17 |
66 |
88 |
110 |
173 |
277 |
592 |
592 |
|
18 |
65 |
87 |
109 |
172 |
276 |
591 |
591 |
|
19 |
64 |
86 |
108 |
171 |
275 |
590 |
590 |
|
20 |
63 |
86 |
107 |
170 |
274 |
589 |
589 |
|
21 |
62 |
85 |
106 |
169 |
273 |
588 |
588 |
|
22 |
61 |
84 |
105 |
168 |
273 |
587 |
587 |
|
23 |
60 |
83 |
104 |
167 |
271 |
586 |
586 |
|
24 |
59 |
82 |
103 |
166 |
270 |
585 |
585 |
|
25 |
58 |
81 |
102 |
165 |
269 |
584 |
584 |
|
26 |
57 |
80 |
101 |
164 |
268 |
583 |
583 |
|
27 |
56 |
78 |
100 |
163 |
267 |
582 |
582 |
|
28 |
55 |
77 |
99 |
162 |
266 |
581 |
581 |
|
29 |
54 |
76 |
98 |
161 |
265 |
580 |
580 |
|
30 |
53 |
75 |
97 |
160 |
264 |
579 |
579 |
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 |
58 |
72 |
96 |
169 |
282 |
597 |
1 192 |
|
2 |
57 |
71 |
95 |
168 |
281 |
596 |
960 |
|
3 |
57 |
72 |
95 |
161 |
277 |
591 |
784 |
|
4 |
58 |
74 |
97 |
162 |
275 |
589 |
651 |
|
5 |
57 |
74 |
100 |
163 |
273 |
588 |
588 |
|
6 |
57 |
75 |
102 |
166 |
271 |
586 |
586 |
|
7 |
56 |
76 |
102 |
167 |
270 |
584 |
584 |
|
8 |
55 |
75 |
101 |
165 |
268 |
583 |
583 |
|
9 |
54 |
74 |
99 |
163 |
267 |
581 |
581 |
|
10 |
53 |
74 |
98 |
161 |
266 |
580 |
580 |
|
11 |
53 |
74 |
98 |
160 |
265 |
579 |
579 |
|
12 |
52 |
74 |
97 |
160 |
264 |
579 |
579 |
|
13 |
52 |
74 |
96 |
159 |
263 |
578 |
578 |
|
14 |
51 |
74 |
95 |
158 |
263 |
577 |
577 |
|
15 |
51 |
73 |
95 |
158 |
262 |
577 |
577 |
|
16 |
50 |
72 |
94 |
157 |
261 |
576 |
576 |
|
17 |
49 |
72 |
93 |
156 |
261 |
575 |
575 |
|
18 |
49 |
71 |
93 |
156 |
260 |
574 |
574 |
|
19 |
48 |
71 |
92 |
155 |
259 |
574 |
574 |
|
20 |
48 |
71 |
92 |
155 |
259 |
574 |
574 |
|
21 |
48 |
70 |
92 |
155 |
259 |
574 |
574 |
|
22 |
47 |
70 |
91 |
154 |
259 |
573 |
573 |
|
23 |
47 |
69 |
91 |
154 |
258 |
573 |
573 |
|
24 |
46 |
69 |
90 |
153 |
257 |
572 |
572 |
|
25 |
45 |
68 |
90 |
152 |
257 |
571 |
571 |
|
26 |
45 |
67 |
89 |
152 |
256 |
571 |
571 |
|
27 |
44 |
67 |
88 |
151 |
255 |
570 |
570 |
|
28 |
43 |
66 |
88 |
150 |
255 |
569 |
569 |
|
29 |
43 |
65 |
87 |
150 |
254 |
569 |
569 |
|
30 |
42 |
65 |
86 |
149 |
253 |
568 |
568 |
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 |
45 |
69 |
142 |
256 |
570 |
1 198 |
|
2 |
32 |
46 |
70 |
143 |
256 |
571 |
966 |
|
3 |
32 |
47 |
70 |
136 |
252 |
566 |
788 |
|
4 |
33 |
49 |
72 |
137 |
250 |
564 |
653 |
|
5 |
33 |
50 |
76 |
139 |
249 |
564 |
564 |
|
6 |
33 |
52 |
79 |
143 |
248 |
563 |
563 |
|
7 |
34 |
53 |
80 |
145 |
247 |
562 |
562 |
|
8 |
33 |
53 |
79 |
143 |
247 |
561 |
561 |
|
9 |
32 |
53 |
78 |
141 |
246 |
560 |
560 |
|
10 |
32 |
54 |
78 |
141 |
245 |
560 |
560 |
|
11 |
32 |
54 |
77 |
140 |
244 |
559 |
559 |
|
12 |
32 |
54 |
76 |
139 |
244 |
558 |
558 |
|
13 |
31 |
54 |
76 |
139 |
243 |
557 |
557 |
|
14 |
31 |
54 |
75 |
138 |
242 |
557 |
557 |
|
15 |
30 |
53 |
74 |
137 |
242 |
556 |
556 |
|
16 |
29 |
52 |
74 |
137 |
241 |
555 |
555 |
|
17 |
29 |
52 |
73 |
136 |
240 |
555 |
555 |
|
18 |
29 |
51 |
73 |
136 |
240 |
555 |
555 |
|
19 |
29 |
51 |
73 |
136 |
240 |
554 |
554 |
|
20 |
29 |
51 |
73 |
136 |
240 |
555 |
555 |
|
21 |
29 |
51 |
73 |
136 |
240 |
555 |
555 |
|
22 |
29 |
51 |
73 |
136 |
240 |
555 |
555 |
|
23 |
28 |
51 |
73 |
135 |
240 |
554 |
554 |
|
24 |
28 |
51 |
72 |
135 |
240 |
554 |
554 |
|
25 |
28 |
51 |
72 |
135 |
239 |
554 |
554 |
|
26 |
28 |
50 |
72 |
135 |
239 |
554 |
554 |
|
27 |
27 |
50 |
72 |
134 |
239 |
553 |
553 |
|
28 |
27 |
50 |
71 |
134 |
239 |
553 |
553 |
|
29 |
27 |
50 |
71 |
134 |
238 |
553 |
553 |
|
30 |
27 |
49 |
71 |
134 |
238 |
552 |
552 |
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 |
3 |
25 |
98 |
212 |
526 |
1 179 |
|
2 |
1 |
5 |
26 |
99 |
213 |
527 |
949 |
|
3 |
2 |
5 |
27 |
93 |
209 |
524 |
774 |
|
4 |
3 |
7 |
30 |
95 |
208 |
523 |
641 |
|
5 |
4 |
9 |
35 |
98 |
208 |
523 |
539 |
|
6 |
5 |
11 |
39 |
103 |
208 |
523 |
523 |
|
7 |
5 |
14 |
40 |
106 |
208 |
523 |
523 |
|
8 |
6 |
14 |
40 |
104 |
208 |
522 |
522 |
|
9 |
7 |
15 |
40 |
104 |
208 |
522 |
522 |
|
10 |
8 |
16 |
40 |
103 |
208 |
522 |
522 |
|
11 |
9 |
19 |
42 |
105 |
209 |
523 |
523 |
|
12 |
9 |
18 |
40 |
103 |
208 |
522 |
522 |
|
13 |
10 |
20 |
41 |
104 |
209 |
523 |
523 |
|
14 |
11 |
20 |
41 |
104 |
208 |
523 |
523 |
|
15 |
12 |
18 |
40 |
103 |
207 |
522 |
522 |
|
16 |
13 |
17 |
39 |
102 |
206 |
521 |
521 |
|
17 |
13 |
17 |
39 |
102 |
206 |
521 |
521 |
|
18 |
14 |
17 |
39 |
102 |
206 |
521 |
521 |
|
19 |
14 |
18 |
39 |
102 |
207 |
521 |
521 |
|
20 |
16 |
19 |
40 |
103 |
207 |
522 |
522 |
|
21 |
16 |
19 |
40 |
103 |
207 |
522 |
522 |
|
22 |
17 |
20 |
40 |
103 |
208 |
522 |
522 |
|
23 |
17 |
20 |
40 |
103 |
207 |
522 |
522 |
|
24 |
18 |
22 |
40 |
103 |
207 |
522 |
522 |
|
25 |
18 |
22 |
40 |
103 |
207 |
522 |
522 |
|
26 |
20 |
23 |
40 |
103 |
207 |
522 |
522 |
|
27 |
20 |
23 |
41 |
103 |
207 |
521 |
521 |
|
28 |
21 |
24 |
43 |
103 |
207 |
521 |
521 |
|
29 |
21 |
26 |
44 |
102 |
207 |
521 |
521 |
|
30 |
22 |
26 |
45 |
102 |
207 |
521 |
521 |
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 |
46 |
60 |
84 |
157 |
271 |
585 |
1 194 |
|
2 |
46 |
60 |
84 |
157 |
271 |
585 |
961 |
|
3 |
47 |
62 |
85 |
150 |
267 |
581 |
784 |
|
4 |
47 |
63 |
87 |
152 |
265 |
579 |
650 |
|
5 |
48 |
65 |
91 |
154 |
264 |
578 |
578 |
|
6 |
48 |
66 |
93 |
158 |
263 |
577 |
577 |
|
7 |
48 |
67 |
94 |
159 |
262 |
576 |
576 |
|
8 |
47 |
67 |
93 |
157 |
261 |
575 |
575 |
|
9 |
46 |
67 |
92 |
155 |
260 |
574 |
574 |
|
10 |
46 |
67 |
91 |
154 |
259 |
573 |
573 |
|
11 |
46 |
68 |
91 |
154 |
258 |
573 |
573 |
|
12 |
45 |
68 |
90 |
153 |
257 |
572 |
572 |
|
13 |
45 |
67 |
89 |
152 |
257 |
571 |
571 |
|
14 |
45 |
67 |
89 |
152 |
256 |
570 |
570 |
|
15 |
44 |
67 |
88 |
151 |
255 |
570 |
570 |
|
16 |
43 |
66 |
87 |
150 |
254 |
569 |
569 |
|
17 |
42 |
65 |
87 |
150 |
254 |
568 |
568 |
|
18 |
42 |
65 |
86 |
149 |
253 |
568 |
568 |
|
19 |
42 |
64 |
86 |
149 |
253 |
567 |
567 |
|
20 |
41 |
64 |
86 |
148 |
253 |
567 |
567 |
|
21 |
41 |
64 |
85 |
148 |
252 |
567 |
567 |
|
22 |
41 |
63 |
85 |
148 |
252 |
567 |
567 |
|
23 |
40 |
63 |
84 |
147 |
252 |
566 |
566 |
|
24 |
40 |
62 |
84 |
147 |
251 |
565 |
565 |
|
25 |
39 |
62 |
83 |
146 |
250 |
565 |
565 |
|
26 |
38 |
61 |
82 |
145 |
250 |
564 |
564 |
|
27 |
38 |
60 |
82 |
145 |
249 |
563 |
563 |
|
28 |
37 |
59 |
81 |
144 |
248 |
563 |
563 |
|
29 |
36 |
59 |
80 |
143 |
248 |
562 |
562 |
|
30 |
36 |
58 |
80 |
143 |
247 |
561 |
561 |
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 |
17 |
31 |
55 |
128 |
242 |
556 |
1 197 |
|
2 |
21 |
35 |
59 |
132 |
245 |
560 |
965 |
|
3 |
25 |
40 |
63 |
129 |
245 |
559 |
788 |
|
4 |
29 |
45 |
68 |
133 |
246 |
560 |
653 |
|
5 |
31 |
48 |
74 |
137 |
247 |
562 |
562 |
|
6 |
30 |
49 |
76 |
140 |
245 |
560 |
560 |
|
7 |
35 |
54 |
81 |
146 |
249 |
563 |
563 |
|
8 |
34 |
54 |
80 |
144 |
247 |
562 |
562 |
|
9 |
35 |
55 |
80 |
144 |
248 |
563 |
563 |
|
10 |
37 |
58 |
82 |
145 |
249 |
564 |
564 |
|
11 |
38 |
60 |
83 |
146 |
250 |
565 |
565 |
|
12 |
39 |
61 |
84 |
147 |
251 |
566 |
566 |
|
13 |
40 |
62 |
84 |
147 |
251 |
566 |
566 |
|
14 |
40 |
63 |
84 |
147 |
252 |
566 |
566 |
|
15 |
40 |
63 |
85 |
147 |
252 |
566 |
566 |
|
16 |
40 |
63 |
84 |
147 |
251 |
566 |
566 |
|
17 |
40 |
63 |
84 |
147 |
251 |
566 |
566 |
|
18 |
39 |
62 |
83 |
146 |
251 |
565 |
565 |
|
19 |
39 |
62 |
83 |
146 |
250 |
565 |
565 |
|
20 |
39 |
62 |
83 |
146 |
250 |
565 |
565 |
|
21 |
39 |
62 |
83 |
146 |
250 |
565 |
565 |
|
22 |
39 |
61 |
83 |
146 |
250 |
565 |
565 |
|
23 |
38 |
61 |
83 |
145 |
250 |
564 |
564 |
|
24 |
38 |
61 |
82 |
145 |
249 |
564 |
564 |
|
25 |
38 |
60 |
82 |
145 |
249 |
563 |
563 |
|
26 |
37 |
60 |
81 |
144 |
248 |
563 |
563 |
|
27 |
37 |
59 |
81 |
144 |
248 |
562 |
562 |
|
28 |
36 |
59 |
80 |
143 |
247 |
562 |
562 |
|
29 |
36 |
58 |
80 |
143 |
247 |
561 |
561 |
|
30 |
35 |
58 |
79 |
142 |
246 |
561 |
561 |
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 |
17 |
30 |
55 |
128 |
241 |
556 |
1 200 |
|
2 |
18 |
32 |
56 |
129 |
242 |
557 |
966 |
|
3 |
20 |
35 |
58 |
123 |
240 |
554 |
789 |
|
4 |
21 |
37 |
61 |
126 |
239 |
553 |
654 |
|
5 |
23 |
40 |
66 |
129 |
239 |
553 |
553 |
|
6 |
24 |
42 |
69 |
134 |
239 |
553 |
553 |
|
7 |
25 |
44 |
71 |
136 |
239 |
553 |
553 |
|
8 |
25 |
45 |
71 |
135 |
239 |
553 |
553 |
|
9 |
25 |
46 |
71 |
134 |
239 |
553 |
553 |
|
10 |
26 |
47 |
71 |
134 |
239 |
553 |
553 |
|
11 |
27 |
48 |
72 |
135 |
239 |
553 |
553 |
|
12 |
27 |
49 |
72 |
135 |
239 |
553 |
553 |
|
13 |
27 |
50 |
72 |
135 |
239 |
554 |
554 |
|
14 |
28 |
50 |
72 |
135 |
239 |
554 |
554 |
|
15 |
28 |
50 |
72 |
135 |
239 |
554 |
554 |
|
16 |
27 |
50 |
72 |
134 |
239 |
553 |
553 |
|
17 |
27 |
50 |
72 |
135 |
239 |
553 |
553 |
|
18 |
27 |
50 |
72 |
134 |
239 |
553 |
553 |
|
19 |
27 |
50 |
72 |
134 |
239 |
553 |
553 |
|
20 |
27 |
50 |
72 |
135 |
239 |
553 |
553 |
|
21 |
27 |
50 |
72 |
134 |
239 |
553 |
553 |
|
22 |
27 |
50 |
71 |
134 |
239 |
553 |
553 |
|
23 |
27 |
49 |
71 |
134 |
238 |
553 |
553 |
|
24 |
26 |
49 |
70 |
133 |
238 |
552 |
552 |
|
25 |
26 |
48 |
70 |
133 |
237 |
552 |
552 |
|
26 |
25 |
48 |
70 |
132 |
237 |
551 |
551 |
|
27 |
25 |
48 |
69 |
132 |
236 |
551 |
551 |
|
28 |
25 |
47 |
69 |
132 |
236 |
551 |
551 |
|
29 |
24 |
47 |
68 |
131 |
236 |
550 |
550 |
|
30 |
24 |
47 |
68 |
131 |
235 |
550 |
550 |
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 |
50 |
64 |
88 |
161 |
274 |
589 |
1 191 |
|
2 |
53 |
67 |
91 |
164 |
277 |
592 |
962 |
|
3 |
57 |
72 |
95 |
160 |
277 |
591 |
788 |
|
4 |
59 |
75 |
99 |
164 |
277 |
591 |
655 |
|
5 |
61 |
78 |
104 |
167 |
277 |
592 |
592 |
|
6 |
63 |
81 |
108 |
173 |
278 |
592 |
592 |
|
7 |
64 |
83 |
110 |
175 |
277 |
592 |
592 |
|
8 |
64 |
84 |
109 |
173 |
277 |
592 |
592 |
|
9 |
64 |
84 |
109 |
173 |
277 |
591 |
591 |
|
10 |
64 |
85 |
109 |
172 |
277 |
591 |
591 |
|
11 |
64 |
86 |
109 |
172 |
277 |
591 |
591 |
|
12 |
64 |
86 |
109 |
172 |
276 |
590 |
590 |
|
13 |
64 |
86 |
108 |
171 |
275 |
590 |
590 |
|
14 |
63 |
86 |
107 |
170 |
274 |
589 |
589 |
|
15 |
62 |
85 |
106 |
169 |
273 |
588 |
588 |
|
16 |
61 |
84 |
105 |
168 |
273 |
587 |
587 |
|
17 |
61 |
83 |
105 |
168 |
272 |
587 |
587 |
|
18 |
60 |
83 |
104 |
167 |
271 |
586 |
586 |
|
19 |
59 |
82 |
103 |
166 |
271 |
585 |
585 |
|
20 |
59 |
81 |
103 |
166 |
270 |
585 |
585 |
|
21 |
58 |
81 |
102 |
165 |
269 |
584 |
584 |
|
22 |
57 |
80 |
101 |
164 |
269 |
583 |
583 |
|
23 |
56 |
79 |
100 |
163 |
268 |
582 |
582 |
|
24 |
55 |
78 |
100 |
162 |
267 |
581 |
581 |
|
25 |
54 |
77 |
99 |
162 |
266 |
580 |
580 |
|
26 |
54 |
76 |
98 |
161 |
265 |
579 |
579 |
|
27 |
53 |
75 |
97 |
160 |
264 |
579 |
579 |
|
28 |
52 |
74 |
96 |
159 |
263 |
578 |
578 |
|
29 |
51 |
73 |
95 |
158 |
262 |
577 |
577 |
|
30 |
50 |
73 |
94 |
157 |
261 |
576 |
576 |
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 |
82 |
95 |
120 |
193 |
306 |
620 |
1 228 |
|
2 |
86 |
100 |
124 |
197 |
310 |
625 |
995 |
|
3 |
88 |
103 |
126 |
191 |
308 |
622 |
816 |
|
4 |
89 |
105 |
128 |
193 |
306 |
620 |
680 |
|
5 |
92 |
109 |
135 |
198 |
308 |
622 |
622 |
|
6 |
94 |
112 |
139 |
203 |
308 |
623 |
623 |
|
7 |
95 |
115 |
141 |
207 |
309 |
623 |
623 |
|
8 |
96 |
116 |
142 |
206 |
310 |
625 |
625 |
|
9 |
97 |
118 |
143 |
206 |
311 |
625 |
625 |
|
10 |
98 |
119 |
143 |
206 |
311 |
625 |
625 |
|
11 |
98 |
120 |
143 |
206 |
310 |
625 |
625 |
|
12 |
98 |
120 |
142 |
205 |
310 |
624 |
624 |
|
13 |
97 |
119 |
141 |
204 |
308 |
623 |
623 |
|
14 |
96 |
118 |
140 |
203 |
307 |
622 |
622 |
|
15 |
94 |
117 |
138 |
201 |
306 |
620 |
620 |
|
16 |
93 |
115 |
137 |
200 |
304 |
619 |
619 |
|
17 |
92 |
114 |
136 |
199 |
303 |
617 |
617 |
|
18 |
90 |
113 |
134 |
197 |
302 |
616 |
616 |
|
19 |
89 |
111 |
133 |
196 |
300 |
615 |
615 |
|
20 |
88 |
110 |
132 |
195 |
299 |
613 |
613 |
|
21 |
86 |
109 |
130 |
193 |
298 |
612 |
612 |
|
22 |
85 |
107 |
129 |
192 |
296 |
611 |
611 |
|
23 |
83 |
106 |
127 |
190 |
294 |
609 |
609 |
|
24 |
81 |
104 |
126 |
188 |
293 |
607 |
607 |
|
25 |
80 |
102 |
124 |
187 |
291 |
606 |
606 |
|
26 |
78 |
101 |
122 |
185 |
290 |
604 |
604 |
|
27 |
77 |
99 |
121 |
184 |
288 |
602 |
602 |
|
28 |
75 |
98 |
119 |
182 |
286 |
601 |
601 |
|
29 |
74 |
96 |
118 |
181 |
285 |
599 |
599 |
|
30 |
72 |
95 |
116 |
179 |
283 |
598 |
598 |
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 |
10 |
24 |
48 |
122 |
235 |
549 |
1 199 |
|
2 |
14 |
27 |
51 |
125 |
238 |
552 |
965 |
|
3 |
17 |
32 |
55 |
120 |
237 |
551 |
787 |
|
4 |
20 |
36 |
59 |
124 |
237 |
552 |
652 |
|
5 |
22 |
39 |
65 |
128 |
238 |
553 |
553 |
|
6 |
24 |
42 |
69 |
134 |
239 |
553 |
553 |
|
7 |
25 |
44 |
71 |
136 |
239 |
553 |
553 |
|
8 |
25 |
45 |
71 |
135 |
239 |
553 |
553 |
|
9 |
25 |
46 |
71 |
134 |
239 |
553 |
553 |
|
10 |
26 |
47 |
71 |
134 |
239 |
553 |
553 |
|
11 |
26 |
48 |
71 |
134 |
239 |
553 |
553 |
|
12 |
26 |
49 |
71 |
134 |
238 |
553 |
553 |
|
13 |
26 |
49 |
70 |
133 |
238 |
552 |
552 |
|
14 |
26 |
48 |
70 |
133 |
237 |
552 |
552 |
|
15 |
25 |
48 |
69 |
132 |
236 |
551 |
551 |
|
16 |
24 |
47 |
68 |
131 |
236 |
550 |
550 |
|
17 |
24 |
46 |
68 |
131 |
235 |
550 |
550 |
|
18 |
23 |
46 |
68 |
131 |
235 |
549 |
549 |
|
19 |
23 |
46 |
67 |
130 |
235 |
549 |
549 |
|
20 |
23 |
46 |
68 |
131 |
235 |
549 |
549 |
|
21 |
24 |
46 |
68 |
131 |
235 |
550 |
550 |
|
22 |
24 |
46 |
68 |
131 |
235 |
550 |
550 |
|
23 |
24 |
46 |
68 |
131 |
235 |
549 |
549 |
|
24 |
23 |
46 |
68 |
130 |
235 |
549 |
549 |
|
25 |
23 |
46 |
67 |
130 |
235 |
549 |
549 |
|
26 |
23 |
46 |
67 |
130 |
234 |
549 |
549 |
|
27 |
23 |
46 |
67 |
130 |
234 |
549 |
549 |
|
28 |
23 |
45 |
67 |
130 |
234 |
549 |
549 |
|
29 |
23 |
45 |
67 |
130 |
234 |
548 |
548 |
|
30 |
22 |
45 |
66 |
129 |
234 |
548 |
548 |
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 |
95 |
109 |
133 |
206 |
320 |
634 |
1 260 |
|
2 |
96 |
110 |
134 |
207 |
320 |
635 |
1 022 |
|
3 |
97 |
112 |
135 |
200 |
317 |
631 |
838 |
|
4 |
98 |
114 |
138 |
202 |
316 |
630 |
698 |
|
5 |
99 |
116 |
142 |
205 |
315 |
630 |
630 |
|
6 |
100 |
118 |
145 |
210 |
314 |
629 |
629 |
|
7 |
100 |
120 |
147 |
212 |
314 |
629 |
629 |
|
8 |
100 |
120 |
146 |
210 |
314 |
628 |
628 |
|
9 |
99 |
120 |
145 |
208 |
313 |
627 |
627 |
|
10 |
99 |
120 |
144 |
207 |
311 |
626 |
626 |
|
11 |
97 |
119 |
142 |
205 |
310 |
624 |
624 |
|
12 |
96 |
118 |
141 |
204 |
308 |
622 |
622 |
|
13 |
95 |
117 |
139 |
202 |
306 |
621 |
621 |
|
14 |
93 |
115 |
137 |
200 |
304 |
619 |
619 |
|
15 |
91 |
114 |
135 |
198 |
302 |
617 |
617 |
|
16 |
89 |
112 |
133 |
196 |
300 |
615 |
615 |
|
17 |
87 |
110 |
132 |
195 |
299 |
613 |
613 |
|
18 |
86 |
109 |
130 |
193 |
297 |
612 |
612 |
|
19 |
85 |
107 |
129 |
192 |
296 |
611 |
611 |
|
20 |
84 |
106 |
128 |
191 |
295 |
609 |
609 |
|
21 |
83 |
105 |
127 |
190 |
294 |
608 |
608 |
|
22 |
81 |
104 |
126 |
188 |
293 |
607 |
607 |
|
23 |
80 |
103 |
124 |
187 |
292 |
606 |
606 |
|
24 |
79 |
102 |
123 |
186 |
290 |
605 |
605 |
|
25 |
78 |
100 |
122 |
185 |
289 |
604 |
604 |
|
26 |
77 |
99 |
121 |
184 |
288 |
602 |
602 |
|
27 |
75 |
98 |
120 |
182 |
287 |
601 |
601 |
|
28 |
74 |
97 |
118 |
181 |
286 |
600 |
600 |
|
29 |
73 |
96 |
117 |
180 |
285 |
599 |
599 |
|
30 |
72 |
95 |
116 |
179 |
283 |
598 |
598 |
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 |
328 |
342 |
366 |
439 |
553 |
867 |
1 273 |
|
2 |
84 |
97 |
122 |
195 |
308 |
622 |
1 026 |
|
3 |
87 |
102 |
125 |
191 |
307 |
621 |
838 |
|
4 |
90 |
106 |
130 |
195 |
308 |
622 |
696 |
|
5 |
93 |
110 |
136 |
199 |
309 |
623 |
623 |
|
6 |
95 |
113 |
140 |
205 |
310 |
624 |
624 |
|
7 |
96 |
116 |
142 |
207 |
310 |
624 |
624 |
|
8 |
97 |
117 |
143 |
207 |
311 |
625 |
625 |
|
9 |
97 |
118 |
143 |
206 |
311 |
625 |
625 |
|
10 |
98 |
119 |
143 |
206 |
311 |
625 |
625 |
|
11 |
98 |
120 |
143 |
206 |
311 |
625 |
625 |
|
12 |
99 |
121 |
143 |
206 |
311 |
625 |
625 |
|
13 |
99 |
122 |
144 |
207 |
311 |
625 |
625 |
|
14 |
100 |
123 |
144 |
207 |
311 |
626 |
626 |
|
15 |
101 |
123 |
145 |
208 |
312 |
627 |
627 |
|
16 |
102 |
124 |
146 |
209 |
313 |
628 |
628 |
|
17 |
103 |
125 |
147 |
210 |
314 |
629 |
629 |
|
18 |
104 |
126 |
148 |
211 |
315 |
630 |
630 |
|
19 |
105 |
127 |
149 |
212 |
316 |
630 |
630 |
|
20 |
105 |
128 |
149 |
212 |
316 |
631 |
631 |
|
21 |
105 |
128 |
149 |
212 |
317 |
631 |
631 |
|
22 |
105 |
127 |
149 |
212 |
316 |
631 |
631 |
|
23 |
104 |
127 |
148 |
211 |
316 |
630 |
630 |
|
24 |
103 |
126 |
148 |
210 |
315 |
629 |
629 |
|
25 |
102 |
125 |
146 |
209 |
314 |
628 |
628 |
|
26 |
101 |
124 |
145 |
208 |
312 |
627 |
627 |
|
27 |
100 |
122 |
144 |
207 |
311 |
626 |
626 |
|
28 |
98 |
121 |
143 |
205 |
310 |
624 |
624 |
|
29 |
97 |
120 |
141 |
204 |
308 |
623 |
623 |
|
30 |
96 |
118 |
140 |
203 |
307 |
621 |
621 |
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 |
12 |
36 |
109 |
222 |
537 |
1 194 |
|
2 |
1 |
12 |
36 |
109 |
222 |
537 |
961 |
|
3 |
2 |
14 |
37 |
102 |
218 |
533 |
785 |
|
4 |
3 |
15 |
39 |
104 |
217 |
531 |
650 |
|
5 |
4 |
17 |
43 |
106 |
216 |
530 |
547 |
|
6 |
5 |
18 |
45 |
110 |
215 |
529 |
529 |
|
7 |
5 |
20 |
47 |
112 |
214 |
529 |
529 |
|
8 |
6 |
20 |
46 |
110 |
213 |
528 |
528 |
|
9 |
7 |
20 |
45 |
108 |
212 |
527 |
527 |
|
10 |
8 |
20 |
44 |
107 |
212 |
526 |
526 |
|
11 |
9 |
21 |
44 |
107 |
212 |
526 |
526 |
|
12 |
9 |
22 |
44 |
107 |
212 |
526 |
526 |
|
13 |
10 |
23 |
45 |
107 |
212 |
526 |
526 |
|
14 |
11 |
23 |
45 |
108 |
212 |
526 |
526 |
|
15 |
12 |
23 |
45 |
108 |
212 |
527 |
527 |
|
16 |
13 |
23 |
45 |
108 |
212 |
527 |
527 |
|
17 |
13 |
24 |
46 |
108 |
213 |
527 |
527 |
|
18 |
14 |
24 |
46 |
109 |
213 |
528 |
528 |
|
19 |
15 |
25 |
47 |
110 |
214 |
528 |
528 |
|
20 |
16 |
26 |
48 |
110 |
215 |
529 |
529 |
|
21 |
17 |
27 |
48 |
111 |
216 |
530 |
530 |
|
22 |
17 |
27 |
49 |
112 |
216 |
531 |
531 |
|
23 |
18 |
28 |
50 |
113 |
217 |
531 |
531 |
|
24 |
18 |
29 |
50 |
113 |
217 |
532 |
532 |
|
25 |
20 |
29 |
51 |
113 |
218 |
532 |
532 |
|
26 |
20 |
29 |
51 |
114 |
218 |
533 |
533 |
|
27 |
21 |
30 |
51 |
114 |
218 |
533 |
533 |
|
28 |
21 |
30 |
51 |
114 |
219 |
533 |
533 |
|
29 |
22 |
30 |
52 |
115 |
219 |
533 |
533 |
|
30 |
22 |
30 |
52 |
115 |
219 |
534 |
534 |
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 |
52 |
66 |
90 |
163 |
277 |
591 |
1 195 |
|
2 |
53 |
67 |
91 |
164 |
277 |
592 |
960 |
|
3 |
54 |
69 |
92 |
157 |
274 |
588 |
783 |
|
4 |
54 |
70 |
94 |
159 |
272 |
586 |
649 |
|
5 |
55 |
72 |
98 |
161 |
271 |
585 |
585 |
|
6 |
56 |
74 |
101 |
166 |
270 |
585 |
585 |
|
7 |
55 |
75 |
102 |
167 |
269 |
584 |
584 |
|
8 |
55 |
75 |
101 |
165 |
269 |
583 |
583 |
|
9 |
54 |
75 |
100 |
164 |
268 |
582 |
582 |
|
10 |
54 |
75 |
99 |
162 |
267 |
581 |
581 |
|
11 |
53 |
75 |
98 |
161 |
265 |
580 |
580 |
|
12 |
52 |
74 |
96 |
159 |
264 |
578 |
578 |
|
13 |
51 |
73 |
95 |
158 |
262 |
577 |
577 |
|
14 |
49 |
72 |
94 |
156 |
261 |
575 |
575 |
|
15 |
48 |
71 |
92 |
155 |
259 |
574 |
574 |
|
16 |
47 |
69 |
91 |
154 |
258 |
572 |
572 |
|
17 |
45 |
68 |
90 |
153 |
257 |
571 |
571 |
|
18 |
44 |
67 |
89 |
152 |
256 |
570 |
570 |
|
19 |
44 |
66 |
88 |
151 |
255 |
570 |
570 |
|
20 |
43 |
66 |
87 |
150 |
254 |
569 |
569 |
|
21 |
43 |
65 |
87 |
150 |
254 |
568 |
568 |
|
22 |
42 |
65 |
86 |
149 |
253 |
568 |
568 |
|
23 |
41 |
64 |
85 |
148 |
253 |
567 |
567 |
|
24 |
41 |
63 |
85 |
148 |
252 |
566 |
566 |
|
25 |
40 |
62 |
84 |
147 |
251 |
566 |
566 |
|
26 |
39 |
62 |
83 |
146 |
251 |
565 |
565 |
|
27 |
39 |
61 |
83 |
146 |
250 |
564 |
564 |
|
28 |
38 |
60 |
82 |
145 |
249 |
564 |
564 |
|
29 |
37 |
60 |
81 |
144 |
249 |
563 |
563 |
|
30 |
37 |
59 |
81 |
144 |
248 |
562 |
562 |
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 |
116 |
129 |
154 |
227 |
340 |
655 |
1 251 |
|
2 |
117 |
131 |
155 |
228 |
341 |
656 |
1 010 |
|
3 |
119 |
134 |
157 |
223 |
339 |
653 |
828 |
|
4 |
121 |
137 |
161 |
226 |
339 |
653 |
690 |
|
5 |
123 |
140 |
166 |
229 |
339 |
654 |
654 |
|
6 |
124 |
143 |
170 |
234 |
339 |
654 |
654 |
|
7 |
125 |
144 |
171 |
236 |
339 |
653 |
653 |
|
8 |
125 |
145 |
170 |
234 |
338 |
653 |
653 |
|
9 |
124 |
145 |
170 |
233 |
337 |
652 |
652 |
|
10 |
124 |
145 |
169 |
232 |
337 |
651 |
651 |
|
11 |
123 |
145 |
168 |
231 |
335 |
650 |
650 |
|
12 |
122 |
144 |
167 |
229 |
334 |
648 |
648 |
|
13 |
120 |
143 |
165 |
228 |
332 |
646 |
646 |
|
14 |
119 |
141 |
163 |
226 |
330 |
644 |
644 |
|
15 |
117 |
139 |
161 |
224 |
328 |
642 |
642 |
|
16 |
114 |
137 |
158 |
221 |
325 |
640 |
640 |
|
17 |
112 |
135 |
156 |
219 |
323 |
638 |
638 |
|
18 |
110 |
132 |
154 |
217 |
321 |
636 |
636 |
|
19 |
108 |
130 |
152 |
215 |
319 |
634 |
634 |
|
20 |
106 |
129 |
150 |
213 |
318 |
632 |
632 |
|
21 |
105 |
127 |
149 |
212 |
316 |
630 |
630 |
|
22 |
103 |
125 |
147 |
210 |
314 |
629 |
629 |
|
23 |
101 |
123 |
145 |
208 |
312 |
627 |
627 |
|
24 |
99 |
122 |
143 |
206 |
310 |
625 |
625 |
|
25 |
97 |
120 |
141 |
204 |
309 |
623 |
623 |
|
26 |
95 |
118 |
139 |
202 |
307 |
621 |
621 |
|
27 |
94 |
116 |
138 |
201 |
305 |
619 |
619 |
|
28 |
92 |
115 |
136 |
199 |
303 |
618 |
618 |
|
29 |
90 |
113 |
134 |
197 |
302 |
616 |
616 |
|
30 |
89 |
111 |
133 |
196 |
300 |
615 |
615 |
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 |
168 |
182 |
206 |
279 |
392 |
707 |
1 242 |
|
2 |
178 |
191 |
215 |
289 |
402 |
716 |
1 017 |
|
3 |
183 |
198 |
221 |
287 |
403 |
717 |
841 |
|
4 |
186 |
202 |
225 |
290 |
403 |
718 |
718 |
|
5 |
187 |
205 |
231 |
294 |
403 |
718 |
718 |
|
6 |
188 |
206 |
233 |
297 |
402 |
717 |
717 |
|
7 |
188 |
207 |
234 |
299 |
401 |
716 |
716 |
|
8 |
186 |
206 |
232 |
296 |
400 |
714 |
714 |
|
9 |
185 |
206 |
231 |
294 |
398 |
713 |
713 |
|
10 |
184 |
206 |
230 |
293 |
397 |
712 |
712 |
|
11 |
183 |
205 |
228 |
291 |
395 |
710 |
710 |
|
12 |
181 |
203 |
226 |
289 |
393 |
707 |
707 |
|
13 |
179 |
201 |
223 |
286 |
390 |
705 |
705 |
|
14 |
176 |
198 |
220 |
283 |
387 |
702 |
702 |
|
15 |
173 |
195 |
217 |
280 |
384 |
699 |
699 |
|
16 |
170 |
192 |
214 |
277 |
381 |
695 |
695 |
|
17 |
167 |
189 |
211 |
274 |
378 |
692 |
692 |
|
18 |
163 |
186 |
208 |
271 |
375 |
689 |
689 |
|
19 |
161 |
183 |
205 |
268 |
372 |
686 |
686 |
|
20 |
158 |
180 |
202 |
265 |
369 |
683 |
683 |
|
21 |
155 |
177 |
199 |
262 |
366 |
680 |
680 |
|
22 |
151 |
174 |
196 |
259 |
363 |
677 |
677 |
|
23 |
148 |
171 |
193 |
255 |
360 |
674 |
674 |
|
24 |
145 |
168 |
189 |
252 |
357 |
671 |
671 |
|
25 |
142 |
165 |
186 |
249 |
354 |
668 |
668 |
|
26 |
139 |
162 |
183 |
246 |
351 |
665 |
665 |
|
27 |
136 |
159 |
180 |
243 |
348 |
662 |
662 |
|
28 |
134 |
156 |
178 |
241 |
345 |
659 |
659 |
|
29 |
131 |
153 |
175 |
238 |
342 |
657 |
657 |
|
30 |
128 |
151 |
172 |
235 |
339 |
654 |
654 |
2.25. Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
45 |
69 |
142 |
255 |
570 |
1 234 |
|
2 |
32 |
45 |
70 |
143 |
256 |
571 |
995 |
|
3 |
33 |
48 |
71 |
136 |
253 |
567 |
812 |
|
4 |
34 |
50 |
73 |
138 |
251 |
566 |
674 |
|
5 |
35 |
52 |
78 |
141 |
251 |
565 |
567 |
|
6 |
35 |
53 |
81 |
145 |
250 |
565 |
565 |
|
7 |
36 |
55 |
82 |
147 |
249 |
564 |
564 |
|
8 |
35 |
55 |
80 |
145 |
248 |
563 |
563 |
|
9 |
34 |
55 |
79 |
143 |
247 |
562 |
562 |
|
10 |
34 |
55 |
79 |
142 |
247 |
561 |
561 |
|
11 |
34 |
55 |
79 |
142 |
246 |
560 |
560 |
|
12 |
33 |
56 |
78 |
141 |
245 |
560 |
560 |
|
13 |
33 |
56 |
77 |
140 |
245 |
559 |
559 |
|
14 |
33 |
55 |
77 |
140 |
244 |
559 |
559 |
|
15 |
33 |
55 |
77 |
140 |
244 |
558 |
558 |
|
16 |
32 |
55 |
77 |
139 |
244 |
558 |
558 |
|
17 |
32 |
55 |
77 |
139 |
244 |
558 |
558 |
|
18 |
32 |
55 |
77 |
139 |
244 |
558 |
558 |
|
19 |
32 |
55 |
77 |
140 |
244 |
558 |
558 |
|
20 |
33 |
55 |
77 |
140 |
244 |
558 |
558 |
|
21 |
33 |
55 |
77 |
140 |
244 |
559 |
559 |
|
22 |
33 |
55 |
77 |
140 |
244 |
558 |
558 |
|
23 |
32 |
55 |
76 |
139 |
244 |
558 |
558 |
|
24 |
32 |
55 |
76 |
139 |
243 |
558 |
558 |
|
25 |
32 |
54 |
76 |
139 |
243 |
558 |
558 |
|
26 |
32 |
54 |
76 |
139 |
243 |
557 |
557 |
|
27 |
31 |
54 |
75 |
138 |
243 |
557 |
557 |
|
28 |
31 |
54 |
75 |
138 |
242 |
557 |
557 |
|
29 |
31 |
53 |
75 |
138 |
242 |
556 |
556 |
|
30 |
30 |
53 |
74 |
137 |
242 |
556 |
556 |
2.26. Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
28 |
42 |
66 |
139 |
252 |
567 |
1 221 |
|
2 |
30 |
43 |
68 |
141 |
254 |
569 |
984 |
|
3 |
32 |
47 |
70 |
136 |
252 |
566 |
804 |
|
4 |
35 |
51 |
74 |
139 |
252 |
567 |
667 |
|
5 |
37 |
54 |
80 |
143 |
253 |
567 |
567 |
|
6 |
38 |
56 |
84 |
148 |
253 |
567 |
567 |
|
7 |
40 |
59 |
86 |
151 |
253 |
568 |
568 |
|
8 |
40 |
60 |
86 |
150 |
253 |
568 |
568 |
|
9 |
40 |
61 |
86 |
149 |
253 |
568 |
568 |
|
10 |
41 |
62 |
86 |
149 |
254 |
568 |
568 |
|
11 |
42 |
64 |
87 |
150 |
254 |
569 |
569 |
|
12 |
42 |
65 |
87 |
150 |
254 |
569 |
569 |
|
13 |
43 |
65 |
87 |
150 |
254 |
569 |
569 |
|
14 |
43 |
65 |
87 |
150 |
254 |
569 |
569 |
|
15 |
43 |
65 |
87 |
150 |
254 |
568 |
568 |
|
16 |
42 |
65 |
86 |
149 |
254 |
568 |
568 |
|
17 |
42 |
65 |
86 |
149 |
254 |
568 |
568 |
|
18 |
42 |
65 |
86 |
149 |
254 |
568 |
568 |
|
19 |
42 |
65 |
86 |
149 |
254 |
568 |
568 |
|
20 |
43 |
65 |
87 |
150 |
254 |
568 |
568 |
|
21 |
43 |
65 |
87 |
150 |
254 |
569 |
569 |
|
22 |
43 |
65 |
87 |
150 |
254 |
569 |
569 |
|
23 |
42 |
65 |
87 |
149 |
254 |
568 |
568 |
|
24 |
42 |
65 |
86 |
149 |
253 |
568 |
568 |
|
25 |
42 |
64 |
86 |
149 |
253 |
568 |
568 |
|
26 |
41 |
64 |
85 |
148 |
253 |
567 |
567 |
|
27 |
41 |
63 |
85 |
148 |
252 |
567 |
567 |
|
28 |
40 |
63 |
84 |
147 |
251 |
566 |
566 |
|
29 |
40 |
62 |
84 |
147 |
251 |
565 |
565 |
|
30 |
39 |
62 |
83 |
146 |
250 |
565 |
565 |
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 |
126 |
140 |
164 |
237 |
350 |
665 |
1 268 |
|
2 |
125 |
138 |
163 |
236 |
349 |
664 |
1 025 |
|
3 |
125 |
140 |
163 |
228 |
345 |
659 |
840 |
|
4 |
125 |
141 |
165 |
230 |
343 |
657 |
698 |
|
5 |
126 |
143 |
169 |
232 |
342 |
656 |
656 |
|
6 |
125 |
144 |
171 |
235 |
340 |
655 |
655 |
|
7 |
126 |
145 |
172 |
237 |
339 |
654 |
654 |
|
8 |
125 |
145 |
171 |
235 |
338 |
653 |
653 |
|
9 |
124 |
144 |
169 |
233 |
337 |
652 |
652 |
|
10 |
124 |
145 |
169 |
232 |
337 |
651 |
651 |
|
11 |
123 |
145 |
168 |
231 |
336 |
650 |
650 |
|
12 |
123 |
145 |
167 |
230 |
335 |
649 |
649 |
|
13 |
122 |
144 |
166 |
229 |
333 |
648 |
648 |
|
14 |
121 |
143 |
165 |
228 |
332 |
647 |
647 |
|
15 |
119 |
141 |
163 |
226 |
330 |
644 |
644 |
|
16 |
116 |
139 |
161 |
223 |
328 |
642 |
642 |
|
17 |
114 |
136 |
158 |
221 |
325 |
640 |
640 |
|
18 |
112 |
134 |
156 |
219 |
323 |
638 |
638 |
|
19 |
110 |
132 |
154 |
217 |
321 |
635 |
635 |
|
20 |
107 |
130 |
152 |
214 |
319 |
633 |
633 |
|
21 |
105 |
128 |
149 |
212 |
317 |
631 |
631 |
|
22 |
103 |
125 |
147 |
210 |
314 |
629 |
629 |
|
23 |
101 |
123 |
145 |
208 |
312 |
627 |
627 |
|
24 |
99 |
121 |
143 |
206 |
310 |
624 |
624 |
|
25 |
96 |
119 |
140 |
203 |
308 |
622 |
622 |
|
26 |
94 |
117 |
138 |
201 |
306 |
620 |
620 |
|
27 |
92 |
115 |
136 |
199 |
303 |
618 |
618 |
|
28 |
90 |
113 |
134 |
197 |
301 |
616 |
616 |
|
29 |
88 |
111 |
132 |
195 |
299 |
614 |
614 |
|
30 |
86 |
109 |
130 |
193 |
298 |
612 |
612 |
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 |
12 |
37 |
110 |
223 |
538 |
1 194 |
|
2 |
1 |
14 |
39 |
112 |
225 |
540 |
961 |
|
3 |
3 |
18 |
41 |
107 |
223 |
537 |
785 |
|
4 |
5 |
21 |
45 |
110 |
223 |
537 |
650 |
|
5 |
8 |
25 |
51 |
114 |
224 |
538 |
547 |
|
6 |
9 |
27 |
55 |
119 |
224 |
538 |
538 |
|
7 |
11 |
30 |
57 |
122 |
224 |
539 |
539 |
|
8 |
11 |
31 |
56 |
121 |
224 |
539 |
539 |
|
9 |
11 |
31 |
56 |
120 |
224 |
539 |
539 |
|
10 |
11 |
32 |
56 |
120 |
224 |
539 |
539 |
|
11 |
11 |
33 |
56 |
119 |
224 |
538 |
538 |
|
12 |
12 |
34 |
56 |
119 |
223 |
538 |
538 |
|
13 |
12 |
34 |
56 |
119 |
223 |
538 |
538 |
|
14 |
12 |
34 |
56 |
119 |
223 |
538 |
538 |
|
15 |
12 |
34 |
56 |
118 |
223 |
537 |
537 |
|
16 |
13 |
34 |
55 |
118 |
222 |
537 |
537 |
|
17 |
13 |
34 |
55 |
118 |
222 |
537 |
537 |
|
18 |
14 |
34 |
55 |
118 |
222 |
537 |
537 |
|
19 |
15 |
34 |
55 |
118 |
223 |
537 |
537 |
|
20 |
16 |
34 |
56 |
119 |
223 |
538 |
538 |
|
21 |
16 |
35 |
56 |
119 |
224 |
538 |
538 |
|
22 |
17 |
35 |
57 |
120 |
224 |
538 |
538 |
|
23 |
18 |
35 |
57 |
120 |
224 |
539 |
539 |
|
24 |
18 |
36 |
57 |
120 |
224 |
539 |
539 |
|
25 |
20 |
36 |
57 |
120 |
225 |
539 |
539 |
|
26 |
20 |
36 |
57 |
120 |
225 |
539 |
539 |
|
27 |
21 |
36 |
58 |
120 |
225 |
539 |
539 |
|
28 |
21 |
36 |
58 |
121 |
225 |
539 |
539 |
|
29 |
22 |
36 |
58 |
121 |
225 |
539 |
539 |
|
30 |
22 |
36 |
58 |
121 |
225 |
540 |
540 |
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 |
36 |
49 |
74 |
147 |
260 |
574 |
1 201 |
|
2 |
36 |
50 |
74 |
147 |
260 |
575 |
967 |
|
3 |
36 |
51 |
74 |
140 |
256 |
570 |
789 |
|
4 |
36 |
52 |
76 |
141 |
254 |
568 |
654 |
|
5 |
37 |
54 |
80 |
143 |
253 |
567 |
567 |
|
6 |
39 |
57 |
84 |
149 |
254 |
568 |
568 |
|
7 |
37 |
56 |
83 |
148 |
250 |
565 |
565 |
|
8 |
40 |
60 |
86 |
150 |
254 |
568 |
568 |
|
9 |
39 |
60 |
85 |
148 |
253 |
567 |
567 |
|
10 |
34 |
56 |
80 |
143 |
247 |
562 |
562 |
|
11 |
30 |
52 |
75 |
138 |
243 |
557 |
557 |
|
12 |
27 |
50 |
72 |
135 |
239 |
554 |
554 |
|
13 |
25 |
48 |
70 |
132 |
237 |
551 |
551 |
|
14 |
24 |
46 |
68 |
131 |
235 |
549 |
549 |
|
15 |
22 |
45 |
66 |
129 |
233 |
548 |
548 |
|
16 |
21 |
43 |
65 |
128 |
232 |
546 |
546 |
|
17 |
20 |
42 |
64 |
127 |
231 |
546 |
546 |
|
18 |
19 |
42 |
63 |
126 |
230 |
545 |
545 |
|
19 |
19 |
41 |
63 |
126 |
230 |
545 |
545 |
|
20 |
19 |
41 |
63 |
126 |
230 |
545 |
545 |
|
21 |
19 |
41 |
63 |
126 |
230 |
545 |
545 |
|
22 |
19 |
41 |
63 |
126 |
230 |
545 |
545 |
|
23 |
19 |
41 |
63 |
126 |
230 |
544 |
544 |
|
24 |
18 |
41 |
63 |
126 |
230 |
544 |
544 |
|
25 |
20 |
41 |
62 |
125 |
230 |
544 |
544 |
|
26 |
20 |
41 |
62 |
125 |
230 |
544 |
544 |
|
27 |
21 |
41 |
62 |
125 |
229 |
544 |
544 |
|
28 |
21 |
41 |
62 |
125 |
229 |
544 |
544 |
|
29 |
22 |
40 |
62 |
125 |
229 |
544 |
544 |
|
30 |
22 |
40 |
62 |
125 |
229 |
544 |
544 |
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 |
201 |
215 |
239 |
312 |
425 |
740 |
1 430 |
|
2 |
197 |
211 |
235 |
308 |
422 |
736 |
1 162 |
|
3 |
194 |
209 |
232 |
297 |
413 |
728 |
950 |
|
4 |
190 |
206 |
230 |
295 |
408 |
722 |
788 |
|
5 |
187 |
204 |
230 |
293 |
403 |
717 |
717 |
|
6 |
183 |
201 |
228 |
293 |
398 |
712 |
712 |
|
7 |
180 |
199 |
226 |
291 |
393 |
708 |
708 |
|
8 |
175 |
195 |
221 |
285 |
389 |
703 |
703 |
|
9 |
171 |
192 |
217 |
280 |
385 |
699 |
699 |
|
10 |
168 |
189 |
213 |
276 |
380 |
695 |
695 |
|
11 |
164 |
186 |
209 |
272 |
376 |
691 |
691 |
|
12 |
160 |
183 |
205 |
268 |
372 |
687 |
687 |
|
13 |
157 |
179 |
201 |
264 |
368 |
683 |
683 |
|
14 |
153 |
176 |
197 |
260 |
365 |
679 |
679 |
|
15 |
150 |
172 |
194 |
257 |
361 |
675 |
675 |
|
16 |
146 |
169 |
190 |
253 |
358 |
672 |
672 |
|
17 |
143 |
165 |
187 |
250 |
354 |
669 |
669 |
|
18 |
140 |
162 |
184 |
247 |
351 |
666 |
666 |
|
19 |
137 |
160 |
181 |
244 |
348 |
663 |
663 |
|
20 |
134 |
157 |
178 |
241 |
346 |
660 |
660 |
|
21 |
132 |
154 |
176 |
239 |
343 |
657 |
657 |
|
22 |
129 |
151 |
173 |
236 |
340 |
655 |
655 |
|
23 |
126 |
149 |
170 |
233 |
337 |
652 |
652 |
|
24 |
123 |
146 |
168 |
230 |
335 |
649 |
649 |
|
25 |
121 |
143 |
165 |
228 |
332 |
647 |
647 |
|
26 |
118 |
141 |
163 |
225 |
330 |
644 |
644 |
|
27 |
116 |
139 |
160 |
223 |
327 |
642 |
642 |
|
28 |
114 |
136 |
158 |
221 |
325 |
640 |
640 |
|
29 |
111 |
134 |
156 |
218 |
323 |
637 |
637 |
|
30 |
109 |
132 |
153 |
216 |
321 |
635 |
635 |
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 |
26 |
50 |
105 |
240 |
554 |
1 195 |
|
2 |
9 |
26 |
50 |
105 |
240 |
554 |
961 |
|
3 |
10 |
29 |
52 |
100 |
238 |
552 |
784 |
|
4 |
13 |
33 |
55 |
98 |
238 |
553 |
650 |
|
5 |
17 |
39 |
60 |
101 |
239 |
554 |
554 |
|
6 |
19 |
43 |
65 |
97 |
240 |
554 |
554 |
|
7 |
20 |
45 |
64 |
91 |
240 |
555 |
555 |
|
8 |
18 |
44 |
63 |
91 |
240 |
555 |
555 |
|
9 |
19 |
45 |
65 |
95 |
240 |
555 |
555 |
|
10 |
20 |
48 |
68 |
98 |
240 |
555 |
555 |
|
11 |
22 |
50 |
70 |
101 |
240 |
555 |
555 |
|
12 |
24 |
53 |
71 |
102 |
240 |
555 |
555 |
|
13 |
25 |
55 |
71 |
102 |
240 |
555 |
555 |
|
14 |
25 |
55 |
72 |
102 |
240 |
555 |
555 |
|
15 |
25 |
55 |
72 |
102 |
240 |
555 |
555 |
|
16 |
25 |
55 |
72 |
102 |
240 |
554 |
554 |
|
17 |
25 |
55 |
72 |
102 |
240 |
554 |
554 |
|
18 |
25 |
55 |
72 |
102 |
240 |
554 |
554 |
|
19 |
25 |
55 |
72 |
102 |
240 |
554 |
554 |
|
20 |
25 |
55 |
72 |
102 |
240 |
555 |
555 |
|
21 |
25 |
55 |
72 |
102 |
241 |
555 |
555 |
|
22 |
25 |
55 |
72 |
102 |
241 |
555 |
555 |
|
23 |
25 |
55 |
72 |
102 |
241 |
555 |
555 |
|
24 |
25 |
55 |
72 |
102 |
241 |
555 |
555 |
|
25 |
25 |
55 |
72 |
102 |
240 |
555 |
555 |
|
26 |
25 |
55 |
72 |
102 |
240 |
555 |
555 |
|
27 |
25 |
55 |
72 |
102 |
240 |
555 |
555 |
|
28 |
25 |
55 |
72 |
102 |
240 |
554 |
554 |
|
29 |
25 |
55 |
72 |
102 |
240 |
554 |
554 |
|
30 |
25 |
55 |
72 |
102 |
239 |
554 |
554 |
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 |
3 |
15 |
88 |
201 |
516 |
1 191 |
|
2 |
1 |
5 |
13 |
86 |
200 |
514 |
959 |
|
3 |
2 |
5 |
13 |
78 |
195 |
509 |
782 |
|
4 |
3 |
6 |
15 |
80 |
193 |
507 |
647 |
|
5 |
4 |
6 |
19 |
82 |
192 |
506 |
544 |
|
6 |
5 |
8 |
22 |
86 |
191 |
506 |
506 |
|
7 |
5 |
9 |
23 |
88 |
191 |
505 |
505 |
|
8 |
6 |
9 |
23 |
87 |
191 |
505 |
505 |
|
9 |
7 |
10 |
23 |
86 |
191 |
505 |
505 |
|
10 |
8 |
10 |
23 |
86 |
191 |
505 |
505 |
|
11 |
9 |
12 |
24 |
87 |
191 |
506 |
506 |
|
12 |
9 |
12 |
24 |
87 |
191 |
506 |
506 |
|
13 |
10 |
13 |
24 |
87 |
191 |
506 |
506 |
|
14 |
11 |
13 |
26 |
87 |
192 |
506 |
506 |
|
15 |
12 |
15 |
27 |
88 |
192 |
506 |
506 |
|
16 |
13 |
16 |
28 |
88 |
192 |
507 |
507 |
|
17 |
13 |
16 |
30 |
88 |
192 |
507 |
507 |
|
18 |
14 |
17 |
31 |
89 |
193 |
507 |
507 |
|
19 |
14 |
18 |
32 |
89 |
193 |
508 |
508 |
|
20 |
16 |
19 |
33 |
90 |
194 |
508 |
508 |
|
21 |
16 |
19 |
34 |
90 |
194 |
509 |
509 |
|
22 |
17 |
20 |
36 |
91 |
195 |
509 |
509 |
|
23 |
17 |
21 |
37 |
91 |
195 |
510 |
510 |
|
24 |
18 |
22 |
38 |
91 |
195 |
510 |
510 |
|
25 |
18 |
22 |
39 |
91 |
195 |
510 |
510 |
|
26 |
20 |
23 |
40 |
91 |
196 |
510 |
510 |
|
27 |
21 |
23 |
41 |
91 |
195 |
510 |
510 |
|
28 |
21 |
25 |
43 |
91 |
195 |
510 |
510 |
|
29 |
22 |
26 |
44 |
91 |
195 |
510 |
510 |
|
30 |
22 |
26 |
45 |
91 |
195 |
510 |
510 |
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 |
2 |
15 |
21 |
43 |
163 |
294 |
3 024 |
|
2 |
2 |
15 |
21 |
43 |
163 |
332 |
2 250 |
|
3 |
1 |
15 |
23 |
48 |
157 |
346 |
1 698 |
|
4 |
1 |
16 |
26 |
52 |
155 |
345 |
1 311 |
|
5 |
2 |
18 |
30 |
54 |
155 |
337 |
1 039 |
|
6 |
4 |
21 |
32 |
57 |
155 |
323 |
842 |
|
7 |
5 |
23 |
34 |
59 |
155 |
308 |
696 |
|
8 |
5 |
24 |
35 |
62 |
155 |
292 |
585 |
|
9 |
6 |
25 |
37 |
65 |
155 |
275 |
498 |
|
10 |
6 |
26 |
38 |
67 |
155 |
259 |
429 |
|
11 |
6 |
26 |
39 |
68 |
155 |
249 |
372 |
|
12 |
6 |
26 |
39 |
68 |
155 |
249 |
326 |
|
13 |
6 |
26 |
39 |
68 |
155 |
249 |
287 |
|
14 |
6 |
26 |
39 |
68 |
155 |
249 |
254 |
|
15 |
6 |
26 |
39 |
68 |
155 |
249 |
249 |
|
16 |
6 |
26 |
40 |
68 |
155 |
249 |
249 |
|
17 |
6 |
26 |
43 |
68 |
155 |
249 |
249 |
|
18 |
6 |
26 |
45 |
68 |
155 |
249 |
249 |
|
19 |
7 |
26 |
47 |
68 |
155 |
249 |
249 |
|
20 |
7 |
26 |
50 |
68 |
155 |
249 |
249 |
|
21 |
7 |
26 |
52 |
68 |
155 |
249 |
249 |
|
22 |
7 |
26 |
54 |
68 |
155 |
249 |
249 |
|
23 |
8 |
26 |
57 |
68 |
155 |
249 |
249 |
|
24 |
8 |
26 |
59 |
68 |
155 |
249 |
249 |
|
25 |
9 |
26 |
61 |
68 |
155 |
249 |
249 |
|
26 |
9 |
26 |
63 |
68 |
155 |
249 |
249 |
|
27 |
9 |
26 |
66 |
68 |
155 |
249 |
249 |
|
28 |
10 |
26 |
68 |
70 |
155 |
249 |
249 |
|
29 |
10 |
26 |
70 |
72 |
155 |
249 |
249 |
|
30 |
10 |
26 |
73 |
74 |
155 |
249 |
249 |
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 |
9 |
22 |
28 |
50 |
170 |
297 |
3 065 |
|
2 |
11 |
24 |
30 |
52 |
172 |
337 |
2 284 |
|
3 |
11 |
24 |
33 |
57 |
167 |
351 |
1 724 |
|
4 |
11 |
25 |
36 |
61 |
164 |
350 |
1 332 |
|
5 |
11 |
27 |
39 |
63 |
164 |
342 |
1 056 |
|
6 |
12 |
29 |
40 |
65 |
163 |
329 |
856 |
|
7 |
13 |
31 |
41 |
66 |
162 |
313 |
708 |
|
8 |
12 |
31 |
42 |
68 |
162 |
297 |
595 |
|
9 |
12 |
31 |
43 |
71 |
161 |
280 |
506 |
|
10 |
12 |
31 |
44 |
73 |
161 |
263 |
436 |
|
11 |
12 |
31 |
44 |
73 |
160 |
255 |
378 |
|
12 |
11 |
31 |
44 |
72 |
160 |
254 |
331 |
|
13 |
10 |
30 |
43 |
72 |
159 |
254 |
291 |
|
14 |
10 |
30 |
42 |
71 |
159 |
253 |
258 |
|
15 |
10 |
29 |
42 |
71 |
158 |
253 |
253 |
|
16 |
9 |
29 |
41 |
70 |
158 |
252 |
252 |
|
17 |
9 |
29 |
43 |
70 |
157 |
252 |
252 |
|
18 |
9 |
28 |
46 |
70 |
157 |
252 |
252 |
|
19 |
9 |
29 |
48 |
70 |
157 |
252 |
252 |
|
20 |
9 |
29 |
50 |
71 |
158 |
252 |
252 |
|
21 |
10 |
29 |
53 |
71 |
158 |
253 |
253 |
|
22 |
10 |
29 |
55 |
71 |
158 |
253 |
253 |
|
23 |
10 |
30 |
57 |
71 |
158 |
253 |
253 |
|
24 |
10 |
30 |
60 |
71 |
159 |
253 |
253 |
|
25 |
10 |
30 |
62 |
71 |
159 |
253 |
253 |
|
26 |
10 |
30 |
65 |
71 |
159 |
253 |
253 |
|
27 |
10 |
30 |
67 |
71 |
158 |
253 |
253 |
|
28 |
10 |
30 |
69 |
71 |
158 |
253 |
253 |
|
29 |
10 |
30 |
72 |
73 |
158 |
253 |
253 |
|
30 |
10 |
29 |
74 |
74 |
158 |
253 |
253 |
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 |
2 |
14 |
21 |
43 |
163 |
294 |
3 023 |
|
2 |
2 |
14 |
21 |
43 |
163 |
332 |
2 250 |
|
3 |
1 |
15 |
23 |
48 |
157 |
346 |
1 697 |
|
4 |
1 |
16 |
26 |
52 |
155 |
345 |
1 311 |
|
5 |
2 |
18 |
30 |
54 |
155 |
336 |
1 039 |
|
6 |
3 |
20 |
32 |
57 |
155 |
323 |
842 |
|
7 |
5 |
23 |
34 |
59 |
155 |
308 |
696 |
|
8 |
5 |
24 |
35 |
61 |
155 |
292 |
585 |
|
9 |
5 |
25 |
37 |
64 |
155 |
275 |
498 |
|
10 |
6 |
25 |
38 |
66 |
155 |
259 |
428 |
|
11 |
6 |
26 |
39 |
67 |
155 |
249 |
372 |
|
12 |
6 |
26 |
39 |
68 |
155 |
249 |
326 |
|
13 |
6 |
26 |
39 |
68 |
155 |
249 |
287 |
|
14 |
6 |
26 |
39 |
68 |
155 |
249 |
254 |
|
15 |
6 |
26 |
39 |
68 |
155 |
249 |
249 |
|
16 |
6 |
26 |
40 |
68 |
155 |
249 |
249 |
|
17 |
6 |
26 |
43 |
68 |
155 |
249 |
249 |
|
18 |
6 |
26 |
45 |
68 |
155 |
249 |
249 |
|
19 |
7 |
26 |
47 |
68 |
155 |
249 |
249 |
|
20 |
7 |
26 |
50 |
68 |
155 |
249 |
249 |
|
21 |
7 |
26 |
52 |
68 |
155 |
249 |
249 |
|
22 |
7 |
26 |
54 |
68 |
155 |
249 |
249 |
|
23 |
8 |
26 |
57 |
68 |
155 |
249 |
249 |
|
24 |
8 |
26 |
59 |
68 |
155 |
249 |
249 |
|
25 |
9 |
26 |
61 |
68 |
155 |
249 |
249 |
|
26 |
9 |
26 |
63 |
68 |
155 |
249 |
249 |
|
27 |
9 |
26 |
66 |
68 |
155 |
249 |
249 |
|
28 |
10 |
26 |
68 |
70 |
155 |
249 |
249 |
|
29 |
10 |
26 |
70 |
72 |
155 |
249 |
249 |
|
30 |
10 |
26 |
73 |
74 |
155 |
249 |
249 |
3.4. Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
74 |
87 |
94 |
116 |
235 |
332 |
3 089 |
|
2 |
71 |
84 |
90 |
112 |
232 |
340 |
2 309 |
|
3 |
73 |
87 |
95 |
120 |
229 |
355 |
1 747 |
|
4 |
71 |
86 |
96 |
122 |
225 |
356 |
1 352 |
|
5 |
70 |
86 |
97 |
121 |
223 |
347 |
1 073 |
|
6 |
70 |
87 |
98 |
123 |
221 |
335 |
871 |
|
7 |
69 |
87 |
98 |
123 |
219 |
319 |
721 |
|
8 |
68 |
87 |
98 |
125 |
218 |
312 |
606 |
|
9 |
68 |
87 |
99 |
127 |
217 |
311 |
516 |
|
10 |
64 |
84 |
97 |
125 |
213 |
308 |
445 |
|
11 |
62 |
82 |
95 |
123 |
211 |
305 |
386 |
|
12 |
61 |
81 |
93 |
122 |
210 |
304 |
338 |
|
13 |
60 |
80 |
93 |
122 |
209 |
303 |
303 |
|
14 |
60 |
80 |
92 |
121 |
208 |
303 |
303 |
|
15 |
59 |
79 |
92 |
121 |
208 |
303 |
303 |
|
16 |
59 |
79 |
91 |
120 |
208 |
302 |
302 |
|
17 |
59 |
78 |
91 |
120 |
207 |
302 |
302 |
|
18 |
58 |
78 |
90 |
119 |
207 |
301 |
301 |
|
19 |
57 |
77 |
90 |
119 |
206 |
300 |
300 |
|
20 |
57 |
76 |
89 |
118 |
205 |
300 |
300 |
|
21 |
56 |
76 |
88 |
117 |
205 |
299 |
299 |
|
22 |
55 |
75 |
88 |
117 |
204 |
298 |
298 |
|
23 |
54 |
74 |
87 |
116 |
203 |
297 |
297 |
|
24 |
53 |
73 |
86 |
115 |
202 |
296 |
296 |
|
25 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
26 |
51 |
71 |
84 |
113 |
200 |
294 |
294 |
|
27 |
50 |
70 |
83 |
112 |
199 |
293 |
293 |
|
28 |
49 |
69 |
82 |
110 |
198 |
292 |
292 |
|
29 |
48 |
68 |
81 |
109 |
197 |
291 |
291 |
|
30 |
47 |
67 |
80 |
108 |
196 |
290 |
290 |
3.5. Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
18 |
25 |
47 |
166 |
296 |
3 045 |
|
2 |
7 |
20 |
27 |
49 |
168 |
334 |
2 267 |
|
3 |
8 |
21 |
30 |
55 |
164 |
348 |
1 711 |
|
4 |
8 |
23 |
33 |
59 |
162 |
348 |
1 322 |
|
5 |
9 |
25 |
37 |
61 |
162 |
339 |
1 047 |
|
6 |
11 |
28 |
39 |
64 |
162 |
326 |
849 |
|
7 |
12 |
30 |
41 |
66 |
162 |
311 |
702 |
|
8 |
12 |
30 |
42 |
68 |
161 |
294 |
589 |
|
9 |
12 |
31 |
43 |
71 |
161 |
277 |
502 |
|
10 |
12 |
31 |
44 |
72 |
161 |
261 |
432 |
|
11 |
12 |
31 |
44 |
73 |
160 |
255 |
376 |
|
12 |
11 |
31 |
44 |
73 |
160 |
255 |
329 |
|
13 |
11 |
31 |
44 |
73 |
160 |
254 |
291 |
|
14 |
11 |
31 |
44 |
73 |
160 |
254 |
258 |
|
15 |
11 |
31 |
44 |
73 |
160 |
254 |
254 |
|
16 |
11 |
31 |
43 |
72 |
160 |
254 |
254 |
|
17 |
11 |
31 |
44 |
72 |
160 |
254 |
254 |
|
18 |
11 |
31 |
46 |
72 |
160 |
254 |
254 |
|
19 |
11 |
31 |
48 |
73 |
160 |
254 |
254 |
|
20 |
12 |
31 |
50 |
73 |
160 |
255 |
255 |
|
21 |
12 |
32 |
53 |
74 |
161 |
255 |
255 |
|
22 |
12 |
32 |
56 |
74 |
161 |
255 |
255 |
|
23 |
12 |
32 |
58 |
74 |
161 |
256 |
256 |
|
24 |
13 |
32 |
60 |
74 |
161 |
256 |
256 |
|
25 |
13 |
32 |
62 |
74 |
161 |
256 |
256 |
|
26 |
13 |
32 |
65 |
74 |
161 |
256 |
256 |
|
27 |
12 |
32 |
67 |
74 |
161 |
256 |
256 |
|
28 |
12 |
32 |
70 |
74 |
161 |
255 |
255 |
|
29 |
12 |
32 |
72 |
74 |
161 |
255 |
255 |
|
30 |
12 |
32 |
74 |
76 |
161 |
255 |
255 |
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 |
44 |
57 |
63 |
85 |
205 |
301 |
3 048 |
|
2 |
48 |
61 |
67 |
89 |
209 |
335 |
2 272 |
|
3 |
51 |
65 |
74 |
98 |
208 |
349 |
1 716 |
|
4 |
54 |
68 |
79 |
104 |
207 |
349 |
1 327 |
|
5 |
56 |
71 |
83 |
107 |
208 |
341 |
1 052 |
|
6 |
57 |
74 |
85 |
110 |
208 |
328 |
853 |
|
7 |
58 |
76 |
87 |
112 |
208 |
313 |
706 |
|
8 |
57 |
76 |
87 |
113 |
207 |
301 |
594 |
|
9 |
56 |
75 |
87 |
115 |
206 |
300 |
506 |
|
10 |
55 |
75 |
88 |
116 |
204 |
299 |
436 |
|
11 |
54 |
74 |
87 |
115 |
203 |
297 |
379 |
|
12 |
53 |
72 |
85 |
114 |
201 |
296 |
332 |
|
13 |
51 |
71 |
84 |
113 |
200 |
295 |
295 |
|
14 |
50 |
70 |
83 |
112 |
199 |
293 |
293 |
|
15 |
49 |
69 |
82 |
111 |
198 |
292 |
292 |
|
16 |
48 |
68 |
81 |
110 |
197 |
291 |
291 |
|
17 |
47 |
67 |
80 |
109 |
196 |
291 |
291 |
|
18 |
47 |
66 |
79 |
108 |
195 |
290 |
290 |
|
19 |
46 |
66 |
79 |
108 |
195 |
289 |
289 |
|
20 |
46 |
65 |
78 |
107 |
194 |
289 |
289 |
|
21 |
45 |
65 |
78 |
106 |
194 |
288 |
288 |
|
22 |
44 |
64 |
77 |
106 |
193 |
287 |
287 |
|
23 |
44 |
63 |
76 |
105 |
192 |
287 |
287 |
|
24 |
43 |
62 |
75 |
104 |
191 |
286 |
286 |
|
25 |
42 |
62 |
74 |
103 |
190 |
285 |
285 |
|
26 |
41 |
61 |
74 |
102 |
190 |
284 |
284 |
|
27 |
40 |
60 |
73 |
102 |
189 |
283 |
283 |
|
28 |
39 |
59 |
72 |
101 |
188 |
282 |
282 |
|
29 |
39 |
58 |
72 |
100 |
187 |
282 |
282 |
|
30 |
38 |
57 |
74 |
99 |
186 |
281 |
281 |
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 |
1 |
14 |
20 |
42 |
162 |
293 |
3 021 |
|
2 |
1 |
14 |
20 |
42 |
162 |
332 |
2 248 |
|
3 |
1 |
14 |
23 |
47 |
157 |
345 |
1 696 |
|
4 |
1 |
15 |
25 |
51 |
154 |
345 |
1 310 |
|
5 |
1 |
17 |
29 |
53 |
154 |
336 |
1 038 |
|
6 |
3 |
20 |
31 |
56 |
154 |
323 |
841 |
|
7 |
4 |
22 |
33 |
58 |
154 |
308 |
695 |
|
8 |
4 |
23 |
34 |
61 |
154 |
292 |
584 |
|
9 |
5 |
24 |
36 |
64 |
154 |
275 |
498 |
|
10 |
5 |
25 |
37 |
66 |
154 |
259 |
428 |
|
11 |
5 |
25 |
38 |
67 |
154 |
249 |
372 |
|
12 |
5 |
25 |
38 |
67 |
154 |
249 |
325 |
|
13 |
5 |
25 |
38 |
67 |
154 |
249 |
287 |
|
14 |
5 |
25 |
38 |
67 |
154 |
249 |
254 |
|
15 |
5 |
25 |
38 |
67 |
154 |
249 |
249 |
|
16 |
6 |
25 |
40 |
67 |
154 |
249 |
249 |
|
17 |
6 |
25 |
43 |
67 |
154 |
249 |
249 |
|
18 |
6 |
25 |
45 |
67 |
154 |
249 |
249 |
|
19 |
7 |
25 |
47 |
67 |
154 |
249 |
249 |
|
20 |
7 |
25 |
49 |
67 |
154 |
249 |
249 |
|
21 |
7 |
25 |
52 |
67 |
154 |
249 |
249 |
|
22 |
7 |
25 |
54 |
67 |
154 |
249 |
249 |
|
23 |
8 |
25 |
57 |
67 |
154 |
249 |
249 |
|
24 |
8 |
25 |
58 |
67 |
154 |
249 |
249 |
|
25 |
8 |
25 |
61 |
67 |
154 |
249 |
249 |
|
26 |
9 |
25 |
63 |
67 |
154 |
249 |
249 |
|
27 |
9 |
25 |
66 |
68 |
154 |
249 |
249 |
|
28 |
10 |
25 |
68 |
70 |
154 |
249 |
249 |
|
29 |
10 |
25 |
70 |
72 |
154 |
249 |
249 |
|
30 |
10 |
25 |
73 |
74 |
154 |
249 |
249 |
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 |
22 |
45 |
181 |
296 |
3 050 |
|
2 |
0 |
11 |
22 |
45 |
181 |
335 |
2 270 |
|
3 |
1 |
11 |
24 |
50 |
175 |
349 |
1 714 |
|
4 |
1 |
13 |
26 |
56 |
172 |
348 |
1 324 |
|
5 |
1 |
16 |
29 |
59 |
171 |
340 |
1 049 |
|
6 |
2 |
18 |
33 |
60 |
170 |
327 |
850 |
|
7 |
3 |
21 |
36 |
60 |
169 |
311 |
703 |
|
8 |
5 |
24 |
37 |
60 |
168 |
295 |
591 |
|
9 |
8 |
31 |
42 |
59 |
167 |
278 |
503 |
|
10 |
10 |
34 |
42 |
57 |
166 |
261 |
433 |
|
11 |
9 |
33 |
42 |
57 |
165 |
259 |
376 |
|
12 |
8 |
32 |
41 |
57 |
164 |
259 |
329 |
|
13 |
7 |
31 |
42 |
57 |
163 |
258 |
290 |
|
14 |
7 |
31 |
42 |
57 |
163 |
257 |
257 |
|
15 |
7 |
31 |
43 |
57 |
162 |
256 |
256 |
|
16 |
7 |
31 |
43 |
57 |
161 |
255 |
255 |
|
17 |
7 |
31 |
43 |
57 |
160 |
254 |
254 |
|
18 |
7 |
31 |
45 |
57 |
159 |
254 |
254 |
|
19 |
7 |
31 |
47 |
57 |
159 |
254 |
254 |
|
20 |
7 |
31 |
50 |
57 |
159 |
254 |
254 |
|
21 |
7 |
31 |
52 |
57 |
160 |
254 |
254 |
|
22 |
8 |
31 |
54 |
59 |
159 |
254 |
254 |
|
23 |
8 |
31 |
57 |
61 |
159 |
253 |
253 |
|
24 |
8 |
31 |
59 |
62 |
158 |
253 |
253 |
|
25 |
9 |
31 |
62 |
64 |
158 |
252 |
252 |
|
26 |
9 |
31 |
63 |
66 |
157 |
252 |
252 |
|
27 |
9 |
31 |
66 |
68 |
157 |
251 |
251 |
|
28 |
10 |
31 |
68 |
70 |
156 |
251 |
251 |
|
29 |
10 |
31 |
70 |
72 |
156 |
250 |
250 |
|
30 |
10 |
31 |
73 |
74 |
155 |
250 |
250 |
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 |
81 |
94 |
100 |
122 |
242 |
338 |
3 185 |
|
2 |
79 |
92 |
98 |
120 |
240 |
349 |
2 379 |
|
3 |
77 |
91 |
99 |
124 |
233 |
365 |
1 799 |
|
4 |
75 |
90 |
100 |
125 |
229 |
365 |
1 391 |
|
5 |
73 |
89 |
101 |
125 |
226 |
356 |
1 103 |
|
6 |
73 |
90 |
101 |
126 |
224 |
342 |
894 |
|
7 |
72 |
90 |
101 |
126 |
222 |
326 |
739 |
|
8 |
70 |
88 |
100 |
126 |
219 |
314 |
621 |
|
9 |
68 |
87 |
99 |
127 |
217 |
312 |
528 |
|
10 |
67 |
86 |
99 |
127 |
216 |
310 |
454 |
|
11 |
65 |
85 |
98 |
127 |
214 |
309 |
394 |
|
12 |
64 |
84 |
96 |
125 |
212 |
307 |
345 |
|
13 |
62 |
82 |
95 |
124 |
211 |
305 |
305 |
|
14 |
61 |
81 |
93 |
122 |
209 |
304 |
304 |
|
15 |
60 |
79 |
92 |
121 |
208 |
303 |
303 |
|
16 |
58 |
78 |
91 |
120 |
207 |
301 |
301 |
|
17 |
57 |
77 |
90 |
119 |
206 |
300 |
300 |
|
18 |
56 |
76 |
89 |
118 |
205 |
299 |
299 |
|
19 |
55 |
75 |
88 |
117 |
204 |
299 |
299 |
|
20 |
55 |
74 |
87 |
116 |
203 |
298 |
298 |
|
21 |
54 |
74 |
86 |
115 |
202 |
297 |
297 |
|
22 |
53 |
73 |
85 |
114 |
201 |
296 |
296 |
|
23 |
52 |
72 |
84 |
113 |
200 |
295 |
295 |
|
24 |
51 |
70 |
83 |
112 |
199 |
294 |
294 |
|
25 |
50 |
69 |
82 |
111 |
198 |
293 |
293 |
|
26 |
49 |
68 |
81 |
110 |
197 |
292 |
292 |
|
27 |
48 |
67 |
80 |
109 |
196 |
291 |
291 |
|
28 |
46 |
66 |
79 |
108 |
195 |
290 |
290 |
|
29 |
45 |
65 |
78 |
107 |
194 |
289 |
289 |
|
30 |
44 |
64 |
77 |
106 |
193 |
288 |
288 |
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 |
53 |
66 |
73 |
95 |
214 |
311 |
3 046 |
|
2 |
52 |
65 |
72 |
94 |
213 |
335 |
2 270 |
|
3 |
51 |
65 |
73 |
98 |
207 |
349 |
1 715 |
|
4 |
50 |
65 |
75 |
101 |
204 |
349 |
1 328 |
|
5 |
49 |
65 |
77 |
101 |
202 |
341 |
1 054 |
|
6 |
49 |
66 |
77 |
102 |
200 |
329 |
856 |
|
7 |
49 |
67 |
78 |
103 |
199 |
314 |
709 |
|
8 |
48 |
66 |
78 |
104 |
197 |
298 |
596 |
|
9 |
47 |
66 |
78 |
106 |
196 |
290 |
508 |
|
10 |
46 |
65 |
78 |
106 |
195 |
289 |
437 |
|
11 |
45 |
65 |
78 |
106 |
194 |
288 |
380 |
|
12 |
44 |
64 |
77 |
106 |
193 |
287 |
333 |
|
13 |
44 |
63 |
76 |
105 |
192 |
287 |
293 |
|
14 |
43 |
63 |
75 |
104 |
192 |
286 |
286 |
|
15 |
42 |
62 |
75 |
104 |
191 |
285 |
285 |
|
16 |
41 |
61 |
74 |
103 |
190 |
285 |
285 |
|
17 |
41 |
61 |
73 |
102 |
189 |
284 |
284 |
|
18 |
40 |
60 |
73 |
102 |
189 |
283 |
283 |
|
19 |
40 |
60 |
72 |
101 |
188 |
283 |
283 |
|
20 |
40 |
59 |
72 |
101 |
188 |
283 |
283 |
|
21 |
39 |
59 |
72 |
101 |
188 |
282 |
282 |
|
22 |
39 |
59 |
71 |
100 |
188 |
282 |
282 |
|
23 |
38 |
58 |
71 |
100 |
187 |
281 |
281 |
|
24 |
38 |
57 |
70 |
99 |
186 |
281 |
281 |
|
25 |
37 |
57 |
70 |
99 |
186 |
280 |
280 |
|
26 |
36 |
56 |
69 |
98 |
185 |
280 |
280 |
|
27 |
36 |
55 |
68 |
97 |
184 |
279 |
279 |
|
28 |
35 |
55 |
70 |
96 |
184 |
278 |
278 |
|
29 |
34 |
54 |
72 |
96 |
183 |
277 |
277 |
|
30 |
34 |
53 |
75 |
95 |
182 |
277 |
277 |
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 |
27 |
40 |
46 |
68 |
188 |
297 |
3 063 |
|
2 |
27 |
40 |
47 |
69 |
188 |
337 |
2 284 |
|
3 |
26 |
40 |
48 |
73 |
182 |
351 |
1 724 |
|
4 |
25 |
40 |
50 |
76 |
179 |
350 |
1 332 |
|
5 |
25 |
41 |
53 |
77 |
178 |
342 |
1 056 |
|
6 |
26 |
43 |
54 |
79 |
177 |
329 |
856 |
|
7 |
27 |
44 |
55 |
80 |
176 |
313 |
708 |
|
8 |
26 |
44 |
56 |
82 |
175 |
297 |
595 |
|
9 |
25 |
45 |
57 |
84 |
175 |
280 |
506 |
|
10 |
25 |
45 |
57 |
86 |
174 |
269 |
436 |
|
11 |
25 |
44 |
57 |
86 |
173 |
268 |
379 |
|
12 |
24 |
44 |
57 |
85 |
173 |
267 |
332 |
|
13 |
23 |
43 |
56 |
85 |
172 |
266 |
292 |
|
14 |
23 |
42 |
55 |
84 |
171 |
266 |
266 |
|
15 |
22 |
42 |
55 |
83 |
171 |
265 |
265 |
|
16 |
21 |
41 |
54 |
83 |
170 |
264 |
264 |
|
17 |
21 |
41 |
53 |
82 |
169 |
264 |
264 |
|
18 |
20 |
40 |
53 |
82 |
169 |
264 |
264 |
|
19 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
20 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
21 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
22 |
20 |
40 |
56 |
82 |
169 |
263 |
263 |
|
23 |
20 |
40 |
58 |
82 |
169 |
263 |
263 |
|
24 |
20 |
40 |
60 |
81 |
169 |
263 |
263 |
|
25 |
20 |
39 |
62 |
81 |
168 |
263 |
263 |
|
26 |
19 |
39 |
65 |
81 |
168 |
263 |
263 |
|
27 |
19 |
39 |
67 |
81 |
168 |
262 |
262 |
|
28 |
19 |
39 |
70 |
80 |
167 |
262 |
262 |
|
29 |
19 |
38 |
72 |
80 |
167 |
262 |
262 |
|
30 |
18 |
38 |
74 |
80 |
167 |
261 |
261 |
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 |
24 |
144 |
293 |
3 011 |
|
2 |
0 |
1 |
6 |
25 |
145 |
331 |
2 241 |
|
3 |
1 |
1 |
8 |
30 |
139 |
344 |
1 691 |
|
4 |
1 |
3 |
11 |
34 |
137 |
344 |
1 306 |
|
5 |
1 |
4 |
14 |
36 |
137 |
336 |
1 035 |
|
6 |
2 |
4 |
16 |
39 |
137 |
323 |
839 |
|
7 |
2 |
5 |
19 |
41 |
137 |
307 |
694 |
|
8 |
2 |
6 |
22 |
43 |
137 |
291 |
583 |
|
9 |
2 |
7 |
23 |
46 |
137 |
275 |
497 |
|
10 |
4 |
8 |
26 |
48 |
137 |
258 |
427 |
|
11 |
4 |
9 |
29 |
50 |
138 |
242 |
371 |
|
12 |
4 |
9 |
30 |
49 |
136 |
231 |
325 |
|
13 |
4 |
10 |
33 |
50 |
137 |
232 |
286 |
|
14 |
4 |
11 |
36 |
50 |
137 |
232 |
253 |
|
15 |
5 |
12 |
38 |
49 |
136 |
231 |
231 |
|
16 |
6 |
12 |
40 |
48 |
135 |
230 |
230 |
|
17 |
6 |
14 |
42 |
49 |
135 |
230 |
230 |
|
18 |
6 |
14 |
45 |
50 |
135 |
230 |
230 |
|
19 |
7 |
15 |
47 |
53 |
135 |
230 |
230 |
|
20 |
7 |
16 |
49 |
54 |
136 |
231 |
231 |
|
21 |
7 |
17 |
51 |
56 |
136 |
231 |
231 |
|
22 |
7 |
17 |
54 |
58 |
136 |
231 |
231 |
|
23 |
8 |
19 |
56 |
60 |
136 |
231 |
231 |
|
24 |
8 |
19 |
58 |
62 |
136 |
231 |
231 |
|
25 |
8 |
20 |
61 |
64 |
136 |
231 |
231 |
|
26 |
9 |
21 |
63 |
66 |
136 |
230 |
230 |
|
27 |
9 |
22 |
65 |
68 |
136 |
230 |
230 |
|
28 |
10 |
22 |
68 |
70 |
136 |
230 |
230 |
|
29 |
10 |
24 |
70 |
71 |
136 |
230 |
230 |
|
30 |
10 |
24 |
73 |
74 |
136 |
230 |
230 |
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 |
55 |
61 |
83 |
203 |
299 |
3 053 |
|
2 |
42 |
55 |
61 |
83 |
203 |
335 |
2 273 |
|
3 |
41 |
54 |
63 |
88 |
197 |
349 |
1 716 |
|
4 |
40 |
55 |
65 |
91 |
194 |
349 |
1 325 |
|
5 |
40 |
56 |
67 |
91 |
193 |
340 |
1 050 |
|
6 |
40 |
57 |
69 |
94 |
192 |
327 |
852 |
|
7 |
41 |
59 |
70 |
95 |
191 |
312 |
705 |
|
8 |
40 |
58 |
70 |
96 |
190 |
296 |
592 |
|
9 |
39 |
58 |
70 |
98 |
189 |
283 |
505 |
|
10 |
39 |
58 |
71 |
99 |
188 |
282 |
435 |
|
11 |
38 |
58 |
71 |
100 |
187 |
281 |
378 |
|
12 |
38 |
57 |
70 |
99 |
186 |
281 |
331 |
|
13 |
37 |
57 |
69 |
98 |
185 |
280 |
291 |
|
14 |
36 |
56 |
69 |
98 |
185 |
279 |
279 |
|
15 |
36 |
55 |
68 |
97 |
184 |
279 |
279 |
|
16 |
35 |
54 |
67 |
96 |
183 |
278 |
278 |
|
17 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
18 |
34 |
53 |
66 |
95 |
182 |
277 |
277 |
|
19 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
20 |
33 |
53 |
66 |
94 |
182 |
276 |
276 |
|
21 |
33 |
53 |
65 |
94 |
181 |
276 |
276 |
|
22 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
23 |
32 |
52 |
64 |
93 |
180 |
275 |
275 |
|
24 |
31 |
51 |
64 |
93 |
180 |
274 |
274 |
|
25 |
31 |
50 |
63 |
92 |
179 |
274 |
274 |
|
26 |
30 |
50 |
64 |
91 |
179 |
273 |
273 |
|
27 |
29 |
49 |
67 |
91 |
178 |
272 |
272 |
|
28 |
29 |
48 |
69 |
90 |
177 |
272 |
272 |
|
29 |
28 |
48 |
72 |
89 |
176 |
271 |
271 |
|
30 |
27 |
47 |
74 |
89 |
176 |
270 |
270 |
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 |
13 |
25 |
32 |
54 |
173 |
297 |
3 061 |
|
2 |
16 |
29 |
36 |
58 |
177 |
336 |
2 282 |
|
3 |
19 |
33 |
41 |
66 |
175 |
351 |
1 723 |
|
4 |
21 |
36 |
46 |
72 |
175 |
350 |
1 333 |
|
5 |
23 |
39 |
51 |
75 |
176 |
342 |
1 057 |
|
6 |
23 |
40 |
51 |
76 |
174 |
329 |
857 |
|
7 |
28 |
46 |
57 |
82 |
178 |
314 |
709 |
|
8 |
27 |
45 |
57 |
83 |
176 |
297 |
596 |
|
9 |
28 |
47 |
59 |
87 |
177 |
281 |
508 |
|
10 |
29 |
49 |
62 |
90 |
178 |
273 |
437 |
|
11 |
31 |
50 |
63 |
92 |
179 |
274 |
380 |
|
12 |
31 |
51 |
64 |
93 |
180 |
274 |
332 |
|
13 |
32 |
51 |
64 |
93 |
180 |
275 |
293 |
|
14 |
32 |
52 |
65 |
93 |
181 |
275 |
275 |
|
15 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
16 |
32 |
51 |
64 |
93 |
180 |
275 |
275 |
|
17 |
32 |
51 |
64 |
93 |
180 |
275 |
275 |
|
18 |
31 |
51 |
64 |
92 |
180 |
274 |
274 |
|
19 |
31 |
50 |
63 |
92 |
179 |
274 |
274 |
|
20 |
31 |
50 |
63 |
92 |
179 |
274 |
274 |
|
21 |
31 |
50 |
63 |
92 |
179 |
274 |
274 |
|
22 |
30 |
50 |
63 |
92 |
179 |
274 |
274 |
|
23 |
30 |
50 |
63 |
91 |
179 |
273 |
273 |
|
24 |
30 |
49 |
62 |
91 |
178 |
273 |
273 |
|
25 |
29 |
49 |
62 |
91 |
178 |
272 |
272 |
|
26 |
29 |
48 |
65 |
90 |
177 |
272 |
272 |
|
27 |
28 |
48 |
67 |
90 |
177 |
271 |
271 |
|
28 |
28 |
47 |
70 |
89 |
176 |
271 |
271 |
|
29 |
27 |
47 |
72 |
89 |
176 |
270 |
270 |
|
30 |
27 |
46 |
74 |
88 |
175 |
270 |
270 |
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 |
12 |
25 |
31 |
53 |
173 |
298 |
3 068 |
|
2 |
13 |
26 |
33 |
55 |
174 |
337 |
2 286 |
|
3 |
14 |
27 |
36 |
60 |
170 |
351 |
1 726 |
|
4 |
14 |
29 |
39 |
65 |
168 |
351 |
1 334 |
|
5 |
15 |
31 |
42 |
66 |
168 |
342 |
1 057 |
|
6 |
16 |
33 |
45 |
70 |
168 |
329 |
857 |
|
7 |
18 |
36 |
47 |
72 |
168 |
314 |
709 |
|
8 |
18 |
36 |
48 |
74 |
167 |
297 |
596 |
|
9 |
18 |
37 |
49 |
77 |
168 |
280 |
507 |
|
10 |
19 |
38 |
51 |
79 |
168 |
264 |
437 |
|
11 |
19 |
39 |
52 |
80 |
168 |
262 |
379 |
|
12 |
19 |
39 |
52 |
81 |
168 |
262 |
332 |
|
13 |
19 |
39 |
52 |
81 |
168 |
262 |
292 |
|
14 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
15 |
19 |
39 |
52 |
81 |
168 |
263 |
263 |
|
16 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
17 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
18 |
19 |
39 |
52 |
80 |
168 |
262 |
262 |
|
19 |
19 |
39 |
52 |
80 |
168 |
262 |
262 |
|
20 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
21 |
19 |
39 |
53 |
81 |
168 |
262 |
262 |
|
22 |
19 |
39 |
55 |
80 |
167 |
262 |
262 |
|
23 |
18 |
38 |
57 |
80 |
167 |
262 |
262 |
|
24 |
18 |
38 |
60 |
79 |
167 |
261 |
261 |
|
25 |
18 |
37 |
62 |
79 |
166 |
261 |
261 |
|
26 |
17 |
37 |
64 |
79 |
166 |
260 |
260 |
|
27 |
17 |
36 |
67 |
78 |
165 |
260 |
260 |
|
28 |
16 |
36 |
69 |
78 |
165 |
259 |
259 |
|
29 |
16 |
36 |
72 |
77 |
165 |
259 |
259 |
|
30 |
16 |
35 |
74 |
77 |
164 |
259 |
259 |
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 |
45 |
58 |
65 |
87 |
206 |
303 |
3 045 |
|
2 |
48 |
61 |
68 |
90 |
209 |
335 |
2 274 |
|
3 |
51 |
64 |
73 |
97 |
207 |
351 |
1 723 |
|
4 |
52 |
66 |
77 |
102 |
205 |
352 |
1 336 |
|
5 |
53 |
69 |
81 |
105 |
206 |
344 |
1 062 |
|
6 |
55 |
72 |
84 |
109 |
207 |
332 |
864 |
|
7 |
57 |
75 |
85 |
111 |
206 |
318 |
716 |
|
8 |
56 |
75 |
86 |
113 |
206 |
302 |
603 |
|
9 |
57 |
76 |
88 |
115 |
206 |
300 |
515 |
|
10 |
57 |
76 |
89 |
117 |
206 |
300 |
444 |
|
11 |
57 |
76 |
89 |
118 |
205 |
300 |
386 |
|
12 |
56 |
76 |
89 |
118 |
205 |
299 |
338 |
|
13 |
55 |
75 |
88 |
117 |
204 |
299 |
299 |
|
14 |
55 |
74 |
87 |
116 |
203 |
298 |
298 |
|
15 |
54 |
73 |
86 |
115 |
202 |
297 |
297 |
|
16 |
53 |
73 |
86 |
114 |
202 |
296 |
296 |
|
17 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
18 |
52 |
71 |
84 |
113 |
200 |
295 |
295 |
|
19 |
51 |
71 |
84 |
112 |
200 |
294 |
294 |
|
20 |
50 |
70 |
83 |
112 |
199 |
293 |
293 |
|
21 |
50 |
69 |
82 |
111 |
198 |
293 |
293 |
|
22 |
49 |
69 |
81 |
110 |
197 |
292 |
292 |
|
23 |
48 |
68 |
81 |
109 |
197 |
291 |
291 |
|
24 |
47 |
67 |
80 |
108 |
196 |
290 |
290 |
|
25 |
46 |
66 |
79 |
108 |
195 |
289 |
289 |
|
26 |
45 |
65 |
78 |
107 |
194 |
288 |
288 |
|
27 |
44 |
64 |
77 |
106 |
193 |
287 |
287 |
|
28 |
43 |
63 |
76 |
105 |
192 |
286 |
286 |
|
29 |
42 |
62 |
75 |
104 |
191 |
286 |
286 |
|
30 |
42 |
61 |
77 |
103 |
190 |
285 |
285 |
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 |
77 |
90 |
96 |
118 |
238 |
334 |
3 144 |
|
2 |
81 |
94 |
101 |
123 |
242 |
347 |
2 357 |
|
3 |
82 |
95 |
104 |
128 |
238 |
363 |
1 789 |
|
4 |
81 |
96 |
106 |
132 |
235 |
365 |
1 390 |
|
5 |
84 |
100 |
111 |
135 |
237 |
358 |
1 106 |
|
6 |
86 |
103 |
114 |
139 |
237 |
346 |
900 |
|
7 |
88 |
106 |
117 |
142 |
238 |
332 |
747 |
|
8 |
89 |
108 |
119 |
146 |
239 |
333 |
630 |
|
9 |
90 |
110 |
121 |
149 |
240 |
334 |
538 |
|
10 |
91 |
110 |
123 |
152 |
240 |
334 |
464 |
|
11 |
91 |
110 |
123 |
152 |
239 |
334 |
404 |
|
12 |
90 |
110 |
122 |
151 |
239 |
333 |
354 |
|
13 |
89 |
108 |
121 |
150 |
237 |
332 |
332 |
|
14 |
87 |
107 |
120 |
149 |
236 |
330 |
330 |
|
15 |
86 |
106 |
119 |
147 |
235 |
329 |
329 |
|
16 |
85 |
104 |
117 |
146 |
233 |
328 |
328 |
|
17 |
83 |
103 |
116 |
145 |
232 |
326 |
326 |
|
18 |
82 |
102 |
114 |
143 |
230 |
325 |
325 |
|
19 |
81 |
100 |
113 |
142 |
229 |
324 |
324 |
|
20 |
79 |
99 |
112 |
141 |
228 |
322 |
322 |
|
21 |
78 |
98 |
110 |
139 |
226 |
321 |
321 |
|
22 |
76 |
96 |
109 |
138 |
225 |
319 |
319 |
|
23 |
75 |
94 |
107 |
136 |
223 |
318 |
318 |
|
24 |
73 |
93 |
106 |
135 |
222 |
316 |
316 |
|
25 |
71 |
91 |
104 |
133 |
220 |
315 |
315 |
|
26 |
70 |
90 |
102 |
131 |
218 |
313 |
313 |
|
27 |
68 |
88 |
101 |
130 |
217 |
311 |
311 |
|
28 |
67 |
86 |
99 |
128 |
215 |
310 |
310 |
|
29 |
65 |
85 |
98 |
127 |
214 |
308 |
308 |
|
30 |
64 |
83 |
96 |
125 |
212 |
307 |
307 |
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 |
6 |
19 |
25 |
47 |
167 |
297 |
3 066 |
|
2 |
9 |
22 |
28 |
50 |
170 |
336 |
2 282 |
|
3 |
11 |
24 |
33 |
57 |
167 |
350 |
1 722 |
|
4 |
12 |
27 |
37 |
63 |
166 |
350 |
1 330 |
|
5 |
14 |
30 |
42 |
66 |
167 |
341 |
1 054 |
|
6 |
16 |
33 |
45 |
69 |
167 |
328 |
854 |
|
7 |
18 |
36 |
47 |
72 |
168 |
312 |
706 |
|
8 |
18 |
37 |
48 |
74 |
168 |
296 |
593 |
|
9 |
18 |
38 |
49 |
77 |
168 |
279 |
505 |
|
10 |
19 |
38 |
51 |
79 |
168 |
263 |
435 |
|
11 |
19 |
39 |
51 |
80 |
168 |
262 |
378 |
|
12 |
19 |
38 |
51 |
80 |
167 |
262 |
330 |
|
13 |
18 |
38 |
51 |
79 |
167 |
261 |
291 |
|
14 |
17 |
37 |
50 |
79 |
166 |
260 |
260 |
|
15 |
17 |
36 |
49 |
78 |
165 |
260 |
260 |
|
16 |
16 |
36 |
48 |
77 |
164 |
259 |
259 |
|
17 |
15 |
35 |
48 |
77 |
164 |
259 |
259 |
|
18 |
15 |
35 |
48 |
77 |
164 |
258 |
258 |
|
19 |
15 |
35 |
48 |
76 |
164 |
258 |
258 |
|
20 |
15 |
35 |
50 |
77 |
164 |
258 |
258 |
|
21 |
15 |
35 |
53 |
77 |
164 |
258 |
258 |
|
22 |
15 |
35 |
55 |
77 |
164 |
258 |
258 |
|
23 |
15 |
35 |
57 |
77 |
164 |
258 |
258 |
|
24 |
15 |
35 |
60 |
77 |
164 |
258 |
258 |
|
25 |
15 |
35 |
62 |
76 |
164 |
258 |
258 |
|
26 |
15 |
34 |
65 |
76 |
163 |
258 |
258 |
|
27 |
15 |
34 |
67 |
76 |
163 |
258 |
258 |
|
28 |
14 |
34 |
69 |
76 |
163 |
258 |
258 |
|
29 |
14 |
34 |
72 |
76 |
163 |
257 |
257 |
|
30 |
14 |
34 |
74 |
75 |
163 |
257 |
257 |
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 |
91 |
103 |
110 |
132 |
251 |
348 |
3 232 |
|
2 |
91 |
104 |
111 |
133 |
252 |
356 |
2 426 |
|
3 |
91 |
104 |
113 |
137 |
247 |
373 |
1 841 |
|
4 |
91 |
105 |
116 |
141 |
244 |
374 |
1 428 |
|
5 |
91 |
107 |
119 |
143 |
244 |
367 |
1 135 |
|
6 |
92 |
109 |
121 |
145 |
243 |
354 |
922 |
|
7 |
93 |
111 |
122 |
147 |
243 |
338 |
763 |
|
8 |
93 |
112 |
123 |
149 |
243 |
337 |
642 |
|
9 |
92 |
112 |
124 |
151 |
242 |
336 |
547 |
|
10 |
91 |
111 |
124 |
152 |
240 |
335 |
471 |
|
11 |
90 |
110 |
123 |
151 |
239 |
333 |
409 |
|
12 |
88 |
108 |
121 |
150 |
237 |
331 |
358 |
|
13 |
86 |
106 |
119 |
148 |
235 |
329 |
329 |
|
14 |
85 |
104 |
117 |
146 |
233 |
328 |
328 |
|
15 |
83 |
102 |
115 |
144 |
231 |
326 |
326 |
|
16 |
81 |
100 |
113 |
142 |
229 |
324 |
324 |
|
17 |
79 |
99 |
112 |
141 |
228 |
322 |
322 |
|
18 |
78 |
97 |
110 |
139 |
226 |
321 |
321 |
|
19 |
76 |
96 |
109 |
138 |
225 |
319 |
319 |
|
20 |
75 |
95 |
108 |
137 |
224 |
318 |
318 |
|
21 |
74 |
94 |
107 |
136 |
223 |
317 |
317 |
|
22 |
73 |
93 |
106 |
134 |
222 |
316 |
316 |
|
23 |
72 |
92 |
104 |
133 |
220 |
315 |
315 |
|
24 |
71 |
90 |
103 |
132 |
219 |
314 |
314 |
|
25 |
69 |
89 |
102 |
131 |
218 |
313 |
313 |
|
26 |
68 |
88 |
101 |
130 |
217 |
311 |
311 |
|
27 |
67 |
87 |
100 |
128 |
216 |
310 |
310 |
|
28 |
66 |
86 |
98 |
127 |
215 |
309 |
309 |
|
29 |
65 |
85 |
97 |
126 |
213 |
308 |
308 |
|
30 |
64 |
83 |
96 |
125 |
212 |
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 |
323 |
336 |
343 |
365 |
484 |
581 |
3 268 |
|
2 |
79 |
92 |
98 |
120 |
240 |
357 |
2 437 |
|
3 |
81 |
95 |
103 |
128 |
237 |
372 |
1 842 |
|
4 |
83 |
98 |
108 |
134 |
237 |
373 |
1 426 |
|
5 |
85 |
101 |
113 |
137 |
238 |
365 |
1 132 |
|
6 |
87 |
104 |
116 |
140 |
238 |
352 |
919 |
|
7 |
89 |
107 |
118 |
143 |
239 |
336 |
761 |
|
8 |
90 |
108 |
120 |
146 |
240 |
334 |
640 |
|
9 |
90 |
110 |
122 |
149 |
240 |
334 |
545 |
|
10 |
91 |
110 |
123 |
151 |
240 |
334 |
470 |
|
11 |
91 |
110 |
123 |
152 |
239 |
334 |
408 |
|
12 |
91 |
111 |
123 |
152 |
240 |
334 |
358 |
|
13 |
91 |
111 |
124 |
153 |
240 |
334 |
334 |
|
14 |
92 |
111 |
124 |
153 |
240 |
335 |
335 |
|
15 |
92 |
112 |
125 |
154 |
241 |
336 |
336 |
|
16 |
93 |
113 |
126 |
155 |
242 |
337 |
337 |
|
17 |
94 |
114 |
127 |
156 |
243 |
338 |
338 |
|
18 |
95 |
115 |
128 |
157 |
244 |
339 |
339 |
|
19 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
20 |
97 |
116 |
129 |
158 |
245 |
340 |
340 |
|
21 |
97 |
117 |
129 |
158 |
245 |
340 |
340 |
|
22 |
97 |
116 |
129 |
158 |
245 |
340 |
340 |
|
23 |
96 |
116 |
128 |
157 |
245 |
339 |
339 |
|
24 |
95 |
115 |
128 |
156 |
244 |
338 |
338 |
|
25 |
94 |
114 |
127 |
155 |
243 |
337 |
337 |
|
26 |
93 |
112 |
125 |
154 |
241 |
336 |
336 |
|
27 |
91 |
111 |
124 |
153 |
240 |
335 |
335 |
|
28 |
90 |
110 |
123 |
151 |
239 |
333 |
333 |
|
29 |
89 |
108 |
121 |
150 |
237 |
332 |
332 |
|
30 |
87 |
107 |
120 |
149 |
236 |
330 |
330 |
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 |
6 |
13 |
35 |
154 |
296 |
3 052 |
|
2 |
0 |
6 |
13 |
35 |
154 |
335 |
2 274 |
|
3 |
1 |
6 |
15 |
39 |
149 |
349 |
1 716 |
|
4 |
1 |
6 |
17 |
42 |
145 |
349 |
1 326 |
|
5 |
1 |
8 |
19 |
43 |
145 |
340 |
1 050 |
|
6 |
2 |
9 |
21 |
46 |
144 |
327 |
851 |
|
7 |
2 |
11 |
22 |
47 |
143 |
311 |
704 |
|
8 |
2 |
11 |
23 |
49 |
142 |
295 |
591 |
|
9 |
2 |
11 |
24 |
51 |
141 |
278 |
503 |
|
10 |
4 |
11 |
26 |
53 |
141 |
261 |
433 |
|
11 |
4 |
12 |
29 |
53 |
141 |
245 |
376 |
|
12 |
4 |
12 |
32 |
53 |
141 |
235 |
329 |
|
13 |
4 |
12 |
33 |
53 |
141 |
235 |
290 |
|
14 |
4 |
12 |
36 |
54 |
141 |
235 |
257 |
|
15 |
5 |
12 |
39 |
54 |
141 |
236 |
236 |
|
16 |
6 |
12 |
40 |
54 |
141 |
236 |
236 |
|
17 |
6 |
14 |
43 |
55 |
142 |
236 |
236 |
|
18 |
6 |
14 |
46 |
55 |
142 |
237 |
237 |
|
19 |
7 |
15 |
48 |
56 |
143 |
237 |
237 |
|
20 |
7 |
16 |
50 |
57 |
144 |
238 |
238 |
|
21 |
7 |
17 |
53 |
57 |
145 |
239 |
239 |
|
22 |
8 |
17 |
55 |
60 |
145 |
240 |
240 |
|
23 |
8 |
19 |
57 |
62 |
146 |
240 |
240 |
|
24 |
8 |
20 |
60 |
64 |
146 |
241 |
241 |
|
25 |
9 |
20 |
62 |
65 |
147 |
241 |
241 |
|
26 |
9 |
22 |
65 |
67 |
147 |
241 |
241 |
|
27 |
9 |
22 |
67 |
69 |
147 |
242 |
242 |
|
28 |
10 |
23 |
69 |
71 |
148 |
242 |
242 |
|
29 |
10 |
24 |
72 |
73 |
148 |
242 |
242 |
|
30 |
10 |
24 |
74 |
74 |
148 |
243 |
243 |
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 |
60 |
67 |
89 |
208 |
305 |
3 054 |
|
2 |
48 |
61 |
68 |
90 |
209 |
335 |
2 271 |
|
3 |
48 |
61 |
70 |
94 |
204 |
349 |
1 713 |
|
4 |
47 |
62 |
72 |
98 |
201 |
348 |
1 323 |
|
5 |
47 |
63 |
75 |
99 |
200 |
339 |
1 049 |
|
6 |
48 |
65 |
76 |
101 |
199 |
326 |
850 |
|
7 |
48 |
66 |
77 |
102 |
198 |
311 |
703 |
|
8 |
48 |
66 |
78 |
104 |
198 |
295 |
591 |
|
9 |
48 |
67 |
79 |
106 |
197 |
291 |
503 |
|
10 |
47 |
66 |
79 |
107 |
195 |
290 |
433 |
|
11 |
45 |
65 |
78 |
107 |
194 |
289 |
376 |
|
12 |
44 |
64 |
77 |
105 |
193 |
287 |
329 |
|
13 |
42 |
62 |
75 |
104 |
191 |
286 |
290 |
|
14 |
41 |
61 |
74 |
102 |
190 |
284 |
284 |
|
15 |
40 |
59 |
72 |
101 |
188 |
283 |
283 |
|
16 |
38 |
58 |
71 |
100 |
187 |
281 |
281 |
|
17 |
37 |
57 |
70 |
99 |
186 |
280 |
280 |
|
18 |
36 |
56 |
69 |
98 |
185 |
279 |
279 |
|
19 |
35 |
55 |
68 |
97 |
184 |
278 |
278 |
|
20 |
35 |
55 |
67 |
96 |
183 |
278 |
278 |
|
21 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
22 |
34 |
53 |
66 |
95 |
182 |
277 |
277 |
|
23 |
33 |
53 |
66 |
94 |
182 |
276 |
276 |
|
24 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
25 |
32 |
51 |
64 |
93 |
180 |
275 |
275 |
|
26 |
31 |
51 |
64 |
92 |
179 |
274 |
274 |
|
27 |
30 |
50 |
67 |
92 |
179 |
273 |
273 |
|
28 |
30 |
49 |
69 |
91 |
178 |
273 |
273 |
|
29 |
29 |
49 |
72 |
90 |
177 |
272 |
272 |
|
30 |
28 |
48 |
74 |
90 |
177 |
271 |
271 |
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 |
111 |
124 |
130 |
152 |
272 |
369 |
3 206 |
|
2 |
112 |
125 |
132 |
154 |
273 |
370 |
2 396 |
|
3 |
113 |
127 |
135 |
160 |
269 |
368 |
1 817 |
|
4 |
114 |
129 |
139 |
164 |
268 |
370 |
1 411 |
|
5 |
115 |
131 |
143 |
167 |
268 |
363 |
1 124 |
|
6 |
117 |
134 |
145 |
170 |
268 |
362 |
916 |
|
7 |
118 |
136 |
147 |
172 |
268 |
362 |
761 |
|
8 |
117 |
136 |
147 |
174 |
267 |
362 |
643 |
|
9 |
117 |
136 |
148 |
176 |
266 |
361 |
550 |
|
10 |
117 |
136 |
149 |
177 |
266 |
360 |
475 |
|
11 |
116 |
135 |
148 |
177 |
264 |
359 |
414 |
|
12 |
114 |
134 |
147 |
175 |
263 |
357 |
363 |
|
13 |
112 |
132 |
145 |
174 |
261 |
355 |
355 |
|
14 |
110 |
130 |
143 |
172 |
259 |
353 |
353 |
|
15 |
108 |
128 |
141 |
170 |
257 |
351 |
351 |
|
16 |
106 |
125 |
138 |
167 |
254 |
349 |
349 |
|
17 |
104 |
123 |
136 |
165 |
252 |
347 |
347 |
|
18 |
102 |
121 |
134 |
163 |
250 |
345 |
345 |
|
19 |
100 |
119 |
132 |
161 |
248 |
343 |
343 |
|
20 |
98 |
118 |
130 |
159 |
247 |
341 |
341 |
|
21 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
22 |
94 |
114 |
127 |
156 |
243 |
337 |
337 |
|
23 |
93 |
112 |
125 |
154 |
241 |
336 |
336 |
|
24 |
91 |
110 |
123 |
152 |
239 |
334 |
334 |
|
25 |
89 |
109 |
121 |
150 |
237 |
332 |
332 |
|
26 |
87 |
107 |
120 |
148 |
236 |
330 |
330 |
|
27 |
85 |
105 |
118 |
147 |
234 |
328 |
328 |
|
28 |
84 |
103 |
116 |
145 |
232 |
327 |
327 |
|
29 |
82 |
102 |
114 |
143 |
231 |
325 |
325 |
|
30 |
80 |
100 |
113 |
142 |
229 |
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 |
163 |
176 |
183 |
205 |
324 |
421 |
3 183 |
|
2 |
173 |
186 |
192 |
214 |
334 |
430 |
2 413 |
|
3 |
177 |
191 |
199 |
224 |
333 |
430 |
1 845 |
|
4 |
179 |
193 |
204 |
229 |
332 |
427 |
1 438 |
|
5 |
180 |
195 |
207 |
231 |
332 |
427 |
1 146 |
|
6 |
180 |
197 |
208 |
233 |
331 |
426 |
933 |
|
7 |
180 |
198 |
209 |
234 |
330 |
425 |
774 |
|
8 |
179 |
198 |
209 |
235 |
329 |
423 |
651 |
|
9 |
178 |
197 |
209 |
237 |
327 |
422 |
555 |
|
10 |
177 |
197 |
209 |
238 |
326 |
421 |
478 |
|
11 |
176 |
195 |
208 |
237 |
324 |
419 |
419 |
|
12 |
173 |
193 |
206 |
235 |
322 |
416 |
416 |
|
13 |
170 |
190 |
203 |
232 |
319 |
413 |
413 |
|
14 |
167 |
187 |
200 |
229 |
316 |
410 |
410 |
|
15 |
164 |
184 |
197 |
226 |
313 |
407 |
407 |
|
16 |
161 |
181 |
194 |
223 |
310 |
404 |
404 |
|
17 |
158 |
178 |
191 |
220 |
307 |
401 |
401 |
|
18 |
155 |
175 |
188 |
217 |
304 |
398 |
398 |
|
19 |
152 |
172 |
185 |
214 |
301 |
395 |
395 |
|
20 |
149 |
169 |
182 |
211 |
298 |
392 |
392 |
|
21 |
146 |
166 |
179 |
208 |
295 |
389 |
389 |
|
22 |
143 |
163 |
176 |
205 |
292 |
386 |
386 |
|
23 |
140 |
160 |
173 |
201 |
289 |
383 |
383 |
|
24 |
137 |
157 |
169 |
198 |
286 |
380 |
380 |
|
25 |
134 |
154 |
166 |
195 |
282 |
377 |
377 |
|
26 |
131 |
151 |
163 |
192 |
279 |
374 |
374 |
|
27 |
128 |
148 |
161 |
189 |
277 |
371 |
371 |
|
28 |
125 |
145 |
158 |
187 |
274 |
368 |
368 |
|
29 |
122 |
142 |
155 |
184 |
271 |
365 |
365 |
|
30 |
120 |
139 |
152 |
181 |
268 |
363 |
363 |
3.25. Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
26 |
39 |
46 |
68 |
187 |
306 |
3 161 |
|
2 |
27 |
40 |
46 |
68 |
188 |
347 |
2 358 |
|
3 |
27 |
40 |
49 |
74 |
183 |
361 |
1 781 |
|
4 |
26 |
41 |
52 |
77 |
180 |
361 |
1 377 |
|
5 |
27 |
43 |
54 |
79 |
180 |
352 |
1 091 |
|
6 |
28 |
45 |
56 |
81 |
179 |
339 |
885 |
|
7 |
28 |
46 |
57 |
82 |
178 |
323 |
732 |
|
8 |
27 |
46 |
57 |
84 |
177 |
306 |
615 |
|
9 |
27 |
46 |
58 |
86 |
176 |
289 |
524 |
|
10 |
27 |
46 |
59 |
87 |
175 |
272 |
451 |
|
11 |
26 |
46 |
59 |
87 |
175 |
269 |
392 |
|
12 |
26 |
45 |
58 |
87 |
174 |
269 |
343 |
|
13 |
25 |
45 |
58 |
86 |
174 |
268 |
302 |
|
14 |
25 |
44 |
57 |
86 |
173 |
268 |
268 |
|
15 |
24 |
44 |
57 |
86 |
173 |
267 |
267 |
|
16 |
24 |
44 |
57 |
85 |
173 |
267 |
267 |
|
17 |
24 |
44 |
57 |
85 |
173 |
267 |
267 |
|
18 |
24 |
44 |
57 |
85 |
173 |
267 |
267 |
|
19 |
24 |
44 |
57 |
86 |
173 |
267 |
267 |
|
20 |
24 |
44 |
57 |
86 |
173 |
267 |
267 |
|
21 |
24 |
44 |
57 |
86 |
173 |
267 |
267 |
|
22 |
24 |
44 |
57 |
86 |
173 |
267 |
267 |
|
23 |
24 |
44 |
60 |
85 |
173 |
267 |
267 |
|
24 |
24 |
44 |
62 |
85 |
172 |
267 |
267 |
|
25 |
24 |
43 |
65 |
85 |
172 |
267 |
267 |
|
26 |
23 |
43 |
66 |
85 |
172 |
266 |
266 |
|
27 |
23 |
43 |
69 |
84 |
171 |
266 |
266 |
|
28 |
23 |
42 |
72 |
84 |
171 |
266 |
266 |
|
29 |
22 |
42 |
74 |
84 |
171 |
265 |
265 |
|
30 |
22 |
42 |
77 |
83 |
171 |
265 |
265 |
3.26. Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
23 |
36 |
43 |
65 |
184 |
303 |
3 124 |
|
2 |
25 |
38 |
44 |
66 |
186 |
343 |
2 331 |
|
3 |
26 |
40 |
48 |
73 |
182 |
358 |
1 762 |
|
4 |
27 |
42 |
52 |
78 |
181 |
358 |
1 363 |
|
5 |
29 |
45 |
56 |
81 |
182 |
349 |
1 081 |
|
6 |
31 |
47 |
59 |
84 |
182 |
336 |
877 |
|
7 |
33 |
50 |
61 |
86 |
182 |
321 |
725 |
|
8 |
33 |
51 |
63 |
89 |
182 |
304 |
610 |
|
9 |
33 |
52 |
64 |
92 |
182 |
287 |
519 |
|
10 |
34 |
53 |
66 |
94 |
183 |
277 |
447 |
|
11 |
34 |
54 |
67 |
96 |
183 |
278 |
389 |
|
12 |
35 |
54 |
67 |
96 |
183 |
278 |
341 |
|
13 |
35 |
54 |
67 |
96 |
183 |
278 |
300 |
|
14 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
15 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
16 |
34 |
54 |
66 |
95 |
182 |
277 |
277 |
|
17 |
34 |
54 |
66 |
95 |
182 |
277 |
277 |
|
18 |
34 |
54 |
66 |
95 |
182 |
277 |
277 |
|
19 |
34 |
54 |
67 |
95 |
183 |
277 |
277 |
|
20 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
21 |
34 |
54 |
67 |
96 |
183 |
278 |
278 |
|
22 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
23 |
34 |
54 |
67 |
95 |
183 |
277 |
277 |
|
24 |
34 |
53 |
66 |
95 |
182 |
277 |
277 |
|
25 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
26 |
33 |
53 |
66 |
94 |
181 |
276 |
276 |
|
27 |
32 |
52 |
69 |
94 |
181 |
275 |
275 |
|
28 |
32 |
51 |
72 |
93 |
180 |
275 |
275 |
|
29 |
31 |
51 |
75 |
93 |
180 |
274 |
274 |
|
30 |
31 |
50 |
77 |
92 |
179 |
274 |
274 |
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 |
121 |
134 |
141 |
163 |
282 |
379 |
3 252 |
|
2 |
120 |
133 |
139 |
161 |
281 |
377 |
2 435 |
|
3 |
119 |
132 |
141 |
165 |
275 |
373 |
1 845 |
|
4 |
118 |
132 |
143 |
168 |
271 |
374 |
1 429 |
|
5 |
118 |
134 |
145 |
169 |
271 |
366 |
1 135 |
|
6 |
118 |
135 |
146 |
171 |
269 |
364 |
922 |
|
7 |
118 |
136 |
147 |
172 |
268 |
363 |
763 |
|
8 |
118 |
136 |
147 |
174 |
267 |
362 |
642 |
|
9 |
117 |
136 |
148 |
176 |
266 |
360 |
547 |
|
10 |
117 |
136 |
149 |
177 |
265 |
360 |
471 |
|
11 |
116 |
136 |
149 |
177 |
265 |
359 |
409 |
|
12 |
115 |
135 |
147 |
176 |
263 |
358 |
358 |
|
13 |
114 |
133 |
146 |
175 |
262 |
357 |
357 |
|
14 |
112 |
132 |
145 |
174 |
261 |
355 |
355 |
|
15 |
110 |
130 |
143 |
172 |
259 |
353 |
353 |
|
16 |
108 |
128 |
141 |
170 |
257 |
351 |
351 |
|
17 |
105 |
125 |
138 |
167 |
254 |
349 |
349 |
|
18 |
103 |
123 |
136 |
165 |
252 |
346 |
346 |
|
19 |
101 |
121 |
134 |
163 |
250 |
344 |
344 |
|
20 |
99 |
119 |
132 |
160 |
248 |
342 |
342 |
|
21 |
97 |
117 |
129 |
158 |
245 |
340 |
340 |
|
22 |
95 |
114 |
127 |
156 |
243 |
338 |
338 |
|
23 |
92 |
112 |
125 |
154 |
241 |
335 |
335 |
|
24 |
90 |
110 |
123 |
152 |
239 |
333 |
333 |
|
25 |
88 |
108 |
121 |
149 |
237 |
331 |
331 |
|
26 |
86 |
106 |
118 |
147 |
234 |
329 |
329 |
|
27 |
84 |
103 |
116 |
145 |
232 |
327 |
327 |
|
28 |
82 |
101 |
114 |
143 |
230 |
325 |
325 |
|
29 |
80 |
99 |
112 |
141 |
228 |
323 |
323 |
|
30 |
78 |
98 |
110 |
139 |
226 |
321 |
321 |
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 |
7 |
13 |
35 |
155 |
296 |
3 052 |
|
2 |
0 |
9 |
15 |
37 |
157 |
335 |
2 273 |
|
3 |
1 |
11 |
19 |
44 |
153 |
349 |
1 716 |
|
4 |
1 |
13 |
23 |
49 |
152 |
349 |
1 326 |
|
5 |
1 |
15 |
27 |
51 |
152 |
340 |
1 051 |
|
6 |
2 |
18 |
30 |
55 |
153 |
327 |
853 |
|
7 |
3 |
21 |
32 |
57 |
153 |
312 |
705 |
|
8 |
4 |
22 |
33 |
60 |
153 |
296 |
593 |
|
9 |
4 |
23 |
35 |
63 |
153 |
279 |
505 |
|
10 |
4 |
24 |
36 |
65 |
153 |
262 |
434 |
|
11 |
4 |
24 |
37 |
65 |
153 |
247 |
377 |
|
12 |
4 |
23 |
36 |
65 |
152 |
247 |
330 |
|
13 |
4 |
23 |
36 |
65 |
152 |
247 |
291 |
|
14 |
4 |
23 |
36 |
65 |
152 |
246 |
257 |
|
15 |
5 |
23 |
39 |
65 |
152 |
246 |
246 |
|
16 |
6 |
22 |
40 |
64 |
151 |
246 |
246 |
|
17 |
6 |
22 |
43 |
64 |
151 |
246 |
246 |
|
18 |
6 |
23 |
46 |
64 |
151 |
246 |
246 |
|
19 |
7 |
23 |
48 |
64 |
152 |
246 |
246 |
|
20 |
7 |
23 |
50 |
65 |
152 |
247 |
247 |
|
21 |
7 |
24 |
53 |
65 |
153 |
247 |
247 |
|
22 |
8 |
24 |
54 |
66 |
153 |
247 |
247 |
|
23 |
8 |
24 |
57 |
66 |
153 |
248 |
248 |
|
24 |
8 |
24 |
59 |
66 |
153 |
248 |
248 |
|
25 |
9 |
25 |
62 |
66 |
153 |
248 |
248 |
|
26 |
9 |
25 |
64 |
67 |
154 |
248 |
248 |
|
27 |
9 |
25 |
67 |
69 |
154 |
248 |
248 |
|
28 |
10 |
25 |
69 |
71 |
154 |
248 |
248 |
|
29 |
10 |
25 |
72 |
72 |
154 |
248 |
248 |
|
30 |
10 |
25 |
74 |
74 |
154 |
248 |
248 |
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 |
31 |
44 |
50 |
72 |
192 |
298 |
3 071 |
|
2 |
31 |
44 |
51 |
73 |
192 |
337 |
2 288 |
|
3 |
30 |
44 |
52 |
77 |
186 |
351 |
1 727 |
|
4 |
29 |
43 |
54 |
79 |
182 |
351 |
1 334 |
|
5 |
29 |
44 |
56 |
80 |
181 |
342 |
1 057 |
|
6 |
31 |
48 |
60 |
85 |
183 |
329 |
857 |
|
7 |
29 |
47 |
58 |
83 |
179 |
313 |
708 |
|
8 |
33 |
51 |
63 |
89 |
182 |
297 |
595 |
|
9 |
32 |
51 |
63 |
91 |
181 |
280 |
506 |
|
10 |
27 |
47 |
59 |
88 |
176 |
270 |
436 |
|
11 |
23 |
42 |
55 |
84 |
171 |
266 |
378 |
|
12 |
20 |
39 |
52 |
81 |
168 |
263 |
330 |
|
13 |
17 |
37 |
50 |
78 |
166 |
260 |
291 |
|
14 |
15 |
35 |
48 |
77 |
164 |
258 |
258 |
|
15 |
14 |
33 |
46 |
75 |
162 |
257 |
257 |
|
16 |
12 |
32 |
45 |
74 |
161 |
255 |
255 |
|
17 |
11 |
31 |
44 |
73 |
160 |
254 |
254 |
|
18 |
11 |
30 |
46 |
72 |
159 |
254 |
254 |
|
19 |
10 |
30 |
47 |
72 |
159 |
253 |
253 |
|
20 |
10 |
30 |
50 |
72 |
159 |
253 |
253 |
|
21 |
10 |
30 |
53 |
72 |
159 |
253 |
253 |
|
22 |
10 |
30 |
54 |
72 |
159 |
253 |
253 |
|
23 |
10 |
30 |
57 |
72 |
159 |
253 |
253 |
|
24 |
10 |
30 |
59 |
72 |
159 |
253 |
253 |
|
25 |
10 |
30 |
62 |
71 |
159 |
253 |
253 |
|
26 |
10 |
30 |
64 |
71 |
158 |
253 |
253 |
|
27 |
10 |
29 |
67 |
71 |
158 |
253 |
253 |
|
28 |
10 |
29 |
69 |
71 |
158 |
253 |
253 |
|
29 |
10 |
29 |
72 |
72 |
158 |
253 |
253 |
|
30 |
10 |
29 |
74 |
74 |
158 |
253 |
253 |
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 |
196 |
209 |
216 |
238 |
357 |
454 |
3 695 |
|
2 |
193 |
206 |
212 |
234 |
354 |
450 |
2 784 |
|
3 |
187 |
201 |
210 |
234 |
344 |
440 |
2 106 |
|
4 |
183 |
197 |
208 |
233 |
337 |
432 |
1 627 |
|
5 |
179 |
194 |
206 |
230 |
331 |
426 |
1 287 |
|
6 |
175 |
192 |
204 |
229 |
327 |
421 |
1 041 |
|
7 |
172 |
190 |
201 |
226 |
322 |
417 |
859 |
|
8 |
168 |
187 |
198 |
224 |
318 |
412 |
720 |
|
9 |
164 |
183 |
195 |
223 |
314 |
408 |
612 |
|
10 |
160 |
180 |
193 |
221 |
309 |
404 |
526 |
|
11 |
157 |
176 |
189 |
218 |
305 |
400 |
455 |
|
12 |
153 |
172 |
185 |
214 |
301 |
396 |
397 |
|
13 |
149 |
168 |
181 |
210 |
297 |
392 |
392 |
|
14 |
145 |
165 |
177 |
206 |
293 |
388 |
388 |
|
15 |
141 |
161 |
174 |
203 |
290 |
384 |
384 |
|
16 |
138 |
158 |
170 |
199 |
286 |
381 |
381 |
|
17 |
135 |
154 |
167 |
196 |
283 |
378 |
378 |
|
18 |
132 |
151 |
164 |
193 |
280 |
375 |
375 |
|
19 |
129 |
148 |
161 |
190 |
277 |
372 |
372 |
|
20 |
126 |
146 |
158 |
187 |
275 |
369 |
369 |
|
21 |
123 |
143 |
156 |
185 |
272 |
366 |
366 |
|
22 |
120 |
140 |
153 |
182 |
269 |
364 |
364 |
|
23 |
118 |
137 |
150 |
179 |
266 |
361 |
361 |
|
24 |
115 |
135 |
148 |
177 |
264 |
358 |
358 |
|
25 |
113 |
132 |
145 |
174 |
261 |
356 |
356 |
|
26 |
110 |
130 |
143 |
171 |
259 |
353 |
353 |
|
27 |
108 |
127 |
140 |
169 |
256 |
351 |
351 |
|
28 |
105 |
125 |
138 |
167 |
254 |
348 |
348 |
|
29 |
103 |
123 |
136 |
164 |
252 |
346 |
346 |
|
30 |
101 |
121 |
133 |
162 |
249 |
344 |
344 |
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 |
26 |
52 |
172 |
296 |
3 054 |
|
2 |
0 |
15 |
26 |
52 |
172 |
335 |
2 274 |
|
3 |
1 |
17 |
28 |
57 |
168 |
349 |
1 716 |
|
4 |
1 |
20 |
32 |
62 |
167 |
349 |
1 325 |
|
5 |
2 |
23 |
37 |
67 |
168 |
340 |
1 050 |
|
6 |
5 |
27 |
39 |
69 |
169 |
327 |
852 |
|
7 |
7 |
31 |
42 |
72 |
169 |
312 |
704 |
|
8 |
10 |
34 |
46 |
74 |
169 |
295 |
592 |
|
9 |
11 |
37 |
50 |
77 |
169 |
279 |
504 |
|
10 |
12 |
39 |
51 |
77 |
169 |
264 |
434 |
|
11 |
13 |
40 |
53 |
78 |
169 |
264 |
377 |
|
12 |
14 |
42 |
54 |
80 |
169 |
264 |
330 |
|
13 |
15 |
43 |
55 |
80 |
169 |
264 |
291 |
|
14 |
15 |
44 |
55 |
81 |
169 |
264 |
264 |
|
15 |
16 |
44 |
55 |
81 |
169 |
264 |
264 |
|
16 |
16 |
44 |
55 |
81 |
169 |
263 |
263 |
|
17 |
16 |
44 |
55 |
81 |
169 |
263 |
263 |
|
18 |
16 |
44 |
55 |
81 |
169 |
263 |
263 |
|
19 |
16 |
44 |
55 |
81 |
169 |
263 |
263 |
|
20 |
16 |
44 |
55 |
81 |
169 |
264 |
264 |
|
21 |
16 |
44 |
55 |
81 |
169 |
264 |
264 |
|
22 |
16 |
44 |
55 |
81 |
170 |
264 |
264 |
|
23 |
16 |
44 |
57 |
81 |
169 |
264 |
264 |
|
24 |
16 |
44 |
59 |
81 |
169 |
264 |
264 |
|
25 |
16 |
44 |
62 |
81 |
169 |
264 |
264 |
|
26 |
16 |
44 |
64 |
81 |
169 |
264 |
264 |
|
27 |
16 |
44 |
67 |
81 |
169 |
263 |
263 |
|
28 |
16 |
44 |
69 |
81 |
169 |
263 |
263 |
|
29 |
16 |
44 |
72 |
81 |
168 |
263 |
263 |
|
30 |
16 |
44 |
74 |
81 |
168 |
263 |
263 |
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 |
133 |
296 |
3 045 |
|
2 |
0 |
1 |
6 |
14 |
132 |
334 |
2 267 |
|
3 |
1 |
1 |
9 |
16 |
125 |
348 |
1 710 |
|
4 |
1 |
3 |
11 |
19 |
121 |
347 |
1 320 |
|
5 |
1 |
4 |
14 |
22 |
121 |
339 |
1 046 |
|
6 |
2 |
4 |
16 |
25 |
120 |
325 |
847 |
|
7 |
2 |
6 |
19 |
27 |
120 |
310 |
700 |
|
8 |
2 |
6 |
22 |
30 |
120 |
293 |
588 |
|
9 |
2 |
7 |
24 |
31 |
120 |
277 |
501 |
|
10 |
4 |
8 |
26 |
34 |
120 |
260 |
431 |
|
11 |
4 |
9 |
29 |
36 |
120 |
244 |
374 |
|
12 |
4 |
9 |
31 |
38 |
120 |
229 |
327 |
|
13 |
4 |
10 |
33 |
41 |
120 |
215 |
288 |
|
14 |
4 |
11 |
36 |
43 |
120 |
215 |
255 |
|
15 |
5 |
12 |
38 |
44 |
121 |
215 |
227 |
|
16 |
6 |
12 |
40 |
47 |
121 |
215 |
215 |
|
17 |
6 |
14 |
43 |
49 |
121 |
216 |
216 |
|
18 |
6 |
14 |
45 |
51 |
122 |
216 |
216 |
|
19 |
7 |
15 |
47 |
53 |
122 |
217 |
217 |
|
20 |
7 |
16 |
50 |
54 |
123 |
217 |
217 |
|
21 |
7 |
17 |
52 |
57 |
123 |
218 |
218 |
|
22 |
7 |
17 |
54 |
59 |
124 |
218 |
218 |
|
23 |
8 |
19 |
57 |
60 |
126 |
219 |
219 |
|
24 |
8 |
19 |
59 |
62 |
128 |
219 |
219 |
|
25 |
8 |
20 |
61 |
64 |
129 |
219 |
219 |
|
26 |
9 |
21 |
63 |
66 |
129 |
219 |
219 |
|
27 |
9 |
22 |
66 |
68 |
131 |
219 |
219 |
|
28 |
10 |
22 |
68 |
70 |
132 |
219 |
219 |
|
29 |
10 |
24 |
70 |
72 |
133 |
219 |
219 |
|
30 |
10 |
24 |
73 |
74 |
135 |
219 |
219 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
14 |
|
Euro |
Belgium |
14 |
|
Euro |
Cyprus |
14 |
|
Euro |
Estonia |
14 |
|
Euro |
Finland |
14 |
|
Euro |
France |
14 |
|
Euro |
Germany |
14 |
|
Euro |
Greece |
14 |
|
Euro |
Ireland |
14 |
|
Euro |
Italy |
14 |
|
Euro |
Latvia |
14 |
|
Euro |
Lithuania |
14 |
|
Euro |
Luxembourg |
14 |
|
Euro |
Malta |
14 |
|
Euro |
Netherlands |
14 |
|
Euro |
Portugal |
14 |
|
Euro |
Slovakia |
14 |
|
Euro |
Slovenia |
14 |
|
Euro |
Spain |
14 |
|
Czech koruna |
Czech Republic |
8 |
|
Danish krone |
Denmark |
26 |
|
Forint |
Hungary |
5 |
|
Krona |
Sweden |
15 |
|
Kuna |
Croatia |
3 |
|
Lev |
Bulgaria |
4 |
|
Pound sterling |
United Kingdom |
22 |
|
Romanian leu |
Romania |
4 |
|
Zloty |
Poland |
7 |
|
Króna |
Iceland |
6 |
|
Norwegian krone |
Norway |
30 |
|
Swiss franc |
Liechtenstein |
12 |
|
Swiss franc |
Switzerland |
12 |
|
Australian dollar |
Australia |
9 |
|
Canadian dollar |
Canada |
25 |
|
Renminbi-yuan |
China |
52 |
|
Hong Kong dollar |
Hong Kong |
7 |
|
US dollar |
United States |
43 |
|
Yen |
Japan |
12 |