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Document 32021R1964
Commission Implementing Regulation (EU) 2021/1964 of 11 November 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 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) 2021/1964 of 11 November 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 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) 2021/1964 of 11 November 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)
C/2021/7951
OJ L 400, 12.11.2021, p. 52–147
(BG, ES, CS, DA, DE, ET, EL, EN, FR, GA, HR, IT, LV, LT, HU, MT, NL, PL, PT, RO, SK, SL, FI, SV)
In force
12.11.2021 |
EN |
Official Journal of the European Union |
L 400/52 |
COMMISSION IMPLEMENTING REGULATION (EU) 2021/1964
of 11 November 2021
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 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 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2021 market data. That information was published on 5 October 2021 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 2021 until 30 December 2021.
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 2021.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 11 November 2021.
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 |
-0,595 % |
2,325 % |
-0,605 % |
1,411 % |
-0,092 % |
-0,194 % |
2 |
-0,525 % |
2,609 % |
-0,535 % |
1,804 % |
0,017 % |
-0,115 % |
3 |
-0,445 % |
2,671 % |
-0,455 % |
2,108 % |
0,148 % |
-0,071 % |
4 |
-0,366 % |
2,637 % |
-0,376 % |
2,360 % |
0,283 % |
-0,028 % |
5 |
-0,286 % |
2,573 % |
-0,296 % |
2,560 % |
0,409 % |
0,037 % |
6 |
-0,206 % |
2,503 % |
-0,216 % |
2,723 % |
0,488 % |
0,135 % |
7 |
-0,145 % |
2,438 % |
-0,155 % |
2,856 % |
0,549 % |
0,269 % |
8 |
-0,069 % |
2,387 % |
-0,079 % |
2,963 % |
0,614 % |
0,437 % |
9 |
0,001 % |
2,350 % |
-0,009 % |
3,050 % |
0,697 % |
0,635 % |
10 |
0,066 % |
2,330 % |
0,056 % |
3,124 % |
0,810 % |
0,816 % |
11 |
0,118 % |
2,326 % |
0,108 % |
3,185 % |
0,959 % |
0,975 % |
12 |
0,180 % |
2,333 % |
0,170 % |
3,245 % |
1,120 % |
1,115 % |
13 |
0,237 % |
2,349 % |
0,226 % |
3,306 % |
1,277 % |
1,240 % |
14 |
0,281 % |
2,369 % |
0,271 % |
3,373 % |
1,423 % |
1,353 % |
15 |
0,311 % |
2,393 % |
0,301 % |
3,448 % |
1,556 % |
1,456 % |
16 |
0,328 % |
2,419 % |
0,317 % |
3,517 % |
1,677 % |
1,550 % |
17 |
0,339 % |
2,447 % |
0,328 % |
3,578 % |
1,786 % |
1,637 % |
18 |
0,352 % |
2,476 % |
0,342 % |
3,632 % |
1,884 % |
1,716 % |
19 |
0,374 % |
2,504 % |
0,364 % |
3,681 % |
1,972 % |
1,790 % |
20 |
0,407 % |
2,533 % |
0,397 % |
3,724 % |
2,052 % |
1,859 % |
21 |
0,453 % |
2,561 % |
0,443 % |
3,763 % |
2,125 % |
1,923 % |
22 |
0,509 % |
2,589 % |
0,499 % |
3,798 % |
2,191 % |
1,982 % |
23 |
0,571 % |
2,616 % |
0,562 % |
3,831 % |
2,252 % |
2,038 % |
24 |
0,638 % |
2,642 % |
0,628 % |
3,860 % |
2,308 % |
2,091 % |
25 |
0,706 % |
2,668 % |
0,697 % |
3,887 % |
2,359 % |
2,140 % |
26 |
0,776 % |
2,692 % |
0,767 % |
3,912 % |
2,407 % |
2,187 % |
27 |
0,846 % |
2,716 % |
0,837 % |
3,935 % |
2,451 % |
2,231 % |
28 |
0,915 % |
2,739 % |
0,906 % |
3,957 % |
2,491 % |
2,272 % |
29 |
0,982 % |
2,761 % |
0,974 % |
3,976 % |
2,529 % |
2,311 % |
30 |
1,049 % |
2,783 % |
1,041 % |
3,995 % |
2,565 % |
2,348 % |
31 |
1,113 % |
2,803 % |
1,105 % |
4,012 % |
2,598 % |
2,384 % |
32 |
1,176 % |
2,823 % |
1,168 % |
4,028 % |
2,629 % |
2,417 % |
33 |
1,236 % |
2,842 % |
1,229 % |
4,043 % |
2,659 % |
2,449 % |
34 |
1,295 % |
2,861 % |
1,288 % |
4,057 % |
2,686 % |
2,479 % |
35 |
1,351 % |
2,878 % |
1,344 % |
4,071 % |
2,712 % |
2,508 % |
36 |
1,406 % |
2,895 % |
1,399 % |
4,083 % |
2,737 % |
2,535 % |
37 |
1,458 % |
2,912 % |
1,452 % |
4,095 % |
2,760 % |
2,562 % |
38 |
1,509 % |
2,927 % |
1,502 % |
4,106 % |
2,782 % |
2,587 % |
39 |
1,557 % |
2,942 % |
1,551 % |
4,117 % |
2,803 % |
2,611 % |
40 |
1,604 % |
2,957 % |
1,598 % |
4,127 % |
2,823 % |
2,634 % |
41 |
1,649 % |
2,971 % |
1,643 % |
4,136 % |
2,842 % |
2,656 % |
42 |
1,692 % |
2,985 % |
1,686 % |
4,145 % |
2,860 % |
2,677 % |
43 |
1,734 % |
2,998 % |
1,728 % |
4,154 % |
2,877 % |
2,697 % |
44 |
1,774 % |
3,010 % |
1,768 % |
4,162 % |
2,893 % |
2,716 % |
45 |
1,812 % |
3,022 % |
1,807 % |
4,170 % |
2,909 % |
2,735 % |
46 |
1,849 % |
3,034 % |
1,844 % |
4,178 % |
2,924 % |
2,753 % |
47 |
1,885 % |
3,045 % |
1,879 % |
4,185 % |
2,938 % |
2,770 % |
48 |
1,919 % |
3,056 % |
1,914 % |
4,191 % |
2,952 % |
2,787 % |
49 |
1,952 % |
3,066 % |
1,947 % |
4,198 % |
2,965 % |
2,803 % |
50 |
1,984 % |
3,076 % |
1,979 % |
4,204 % |
2,978 % |
2,818 % |
51 |
2,015 % |
3,086 % |
2,010 % |
4,210 % |
2,990 % |
2,833 % |
52 |
2,044 % |
3,095 % |
2,040 % |
4,216 % |
3,002 % |
2,847 % |
53 |
2,073 % |
3,105 % |
2,068 % |
4,222 % |
3,013 % |
2,861 % |
54 |
2,101 % |
3,113 % |
2,096 % |
4,227 % |
3,024 % |
2,874 % |
55 |
2,127 % |
3,122 % |
2,123 % |
4,232 % |
3,034 % |
2,887 % |
56 |
2,153 % |
3,130 % |
2,149 % |
4,237 % |
3,044 % |
2,899 % |
57 |
2,178 % |
3,138 % |
2,174 % |
4,242 % |
3,054 % |
2,911 % |
58 |
2,202 % |
3,146 % |
2,198 % |
4,246 % |
3,063 % |
2,923 % |
59 |
2,225 % |
3,153 % |
2,221 % |
4,251 % |
3,072 % |
2,934 % |
60 |
2,248 % |
3,160 % |
2,244 % |
4,255 % |
3,081 % |
2,945 % |
61 |
2,270 % |
3,168 % |
2,266 % |
4,259 % |
3,090 % |
2,956 % |
62 |
2,291 % |
3,174 % |
2,287 % |
4,263 % |
3,098 % |
2,966 % |
63 |
2,312 % |
3,181 % |
2,308 % |
4,267 % |
3,106 % |
2,976 % |
64 |
2,332 % |
3,187 % |
2,328 % |
4,271 % |
3,114 % |
2,985 % |
65 |
2,351 % |
3,194 % |
2,347 % |
4,274 % |
3,121 % |
2,995 % |
66 |
2,370 % |
3,200 % |
2,366 % |
4,278 % |
3,128 % |
3,004 % |
67 |
2,388 % |
3,206 % |
2,384 % |
4,281 % |
3,135 % |
3,013 % |
68 |
2,405 % |
3,211 % |
2,402 % |
4,284 % |
3,142 % |
3,021 % |
69 |
2,423 % |
3,217 % |
2,419 % |
4,288 % |
3,149 % |
3,029 % |
70 |
2,439 % |
3,222 % |
2,436 % |
4,291 % |
3,155 % |
3,037 % |
71 |
2,456 % |
3,227 % |
2,452 % |
4,294 % |
3,161 % |
3,045 % |
72 |
2,471 % |
3,233 % |
2,468 % |
4,297 % |
3,167 % |
3,053 % |
73 |
2,487 % |
3,238 % |
2,483 % |
4,299 % |
3,173 % |
3,060 % |
74 |
2,502 % |
3,242 % |
2,498 % |
4,302 % |
3,179 % |
3,068 % |
75 |
2,516 % |
3,247 % |
2,513 % |
4,305 % |
3,185 % |
3,075 % |
76 |
2,530 % |
3,252 % |
2,527 % |
4,307 % |
3,190 % |
3,081 % |
77 |
2,544 % |
3,256 % |
2,541 % |
4,310 % |
3,195 % |
3,088 % |
78 |
2,558 % |
3,261 % |
2,554 % |
4,312 % |
3,201 % |
3,095 % |
79 |
2,571 % |
3,265 % |
2,567 % |
4,315 % |
3,206 % |
3,101 % |
80 |
2,583 % |
3,269 % |
2,580 % |
4,317 % |
3,211 % |
3,107 % |
81 |
2,596 % |
3,273 % |
2,593 % |
4,320 % |
3,215 % |
3,113 % |
82 |
2,608 % |
3,277 % |
2,605 % |
4,322 % |
3,220 % |
3,119 % |
83 |
2,620 % |
3,281 % |
2,617 % |
4,324 % |
3,225 % |
3,125 % |
84 |
2,632 % |
3,285 % |
2,629 % |
4,326 % |
3,229 % |
3,131 % |
85 |
2,643 % |
3,288 % |
2,640 % |
4,328 % |
3,233 % |
3,136 % |
86 |
2,654 % |
3,292 % |
2,651 % |
4,330 % |
3,238 % |
3,141 % |
87 |
2,665 % |
3,296 % |
2,662 % |
4,332 % |
3,242 % |
3,147 % |
88 |
2,675 % |
3,299 % |
2,673 % |
4,334 % |
3,246 % |
3,152 % |
89 |
2,686 % |
3,302 % |
2,683 % |
4,336 % |
3,250 % |
3,157 % |
90 |
2,696 % |
3,306 % |
2,693 % |
4,338 % |
3,254 % |
3,162 % |
91 |
2,706 % |
3,309 % |
2,703 % |
4,340 % |
3,258 % |
3,167 % |
92 |
2,715 % |
3,312 % |
2,713 % |
4,341 % |
3,261 % |
3,171 % |
93 |
2,725 % |
3,315 % |
2,722 % |
4,343 % |
3,265 % |
3,176 % |
94 |
2,734 % |
3,318 % |
2,732 % |
4,345 % |
3,269 % |
3,180 % |
95 |
2,743 % |
3,321 % |
2,741 % |
4,346 % |
3,272 % |
3,185 % |
96 |
2,752 % |
3,324 % |
2,750 % |
4,348 % |
3,275 % |
3,189 % |
97 |
2,761 % |
3,327 % |
2,758 % |
4,350 % |
3,279 % |
3,193 % |
98 |
2,769 % |
3,330 % |
2,767 % |
4,351 % |
3,282 % |
3,197 % |
99 |
2,778 % |
3,332 % |
2,775 % |
4,353 % |
3,285 % |
3,201 % |
100 |
2,786 % |
3,335 % |
2,783 % |
4,354 % |
3,288 % |
3,205 % |
101 |
2,794 % |
3,338 % |
2,791 % |
4,356 % |
3,291 % |
3,209 % |
102 |
2,802 % |
3,340 % |
2,799 % |
4,357 % |
3,294 % |
3,213 % |
103 |
2,810 % |
3,343 % |
2,807 % |
4,358 % |
3,297 % |
3,217 % |
104 |
2,817 % |
3,345 % |
2,815 % |
4,360 % |
3,300 % |
3,221 % |
105 |
2,825 % |
3,348 % |
2,822 % |
4,361 % |
3,303 % |
3,224 % |
106 |
2,832 % |
3,350 % |
2,829 % |
4,362 % |
3,306 % |
3,228 % |
107 |
2,839 % |
3,352 % |
2,837 % |
4,364 % |
3,309 % |
3,231 % |
108 |
2,846 % |
3,355 % |
2,844 % |
4,365 % |
3,311 % |
3,235 % |
109 |
2,853 % |
3,357 % |
2,851 % |
4,366 % |
3,314 % |
3,238 % |
110 |
2,860 % |
3,359 % |
2,857 % |
4,367 % |
3,317 % |
3,241 % |
111 |
2,866 % |
3,361 % |
2,864 % |
4,369 % |
3,319 % |
3,244 % |
112 |
2,873 % |
3,363 % |
2,871 % |
4,370 % |
3,322 % |
3,248 % |
113 |
2,879 % |
3,365 % |
2,877 % |
4,371 % |
3,324 % |
3,251 % |
114 |
2,886 % |
3,368 % |
2,883 % |
4,372 % |
3,327 % |
3,254 % |
115 |
2,892 % |
3,370 % |
2,890 % |
4,373 % |
3,329 % |
3,257 % |
116 |
2,898 % |
3,372 % |
2,896 % |
4,374 % |
3,331 % |
3,260 % |
117 |
2,904 % |
3,373 % |
2,902 % |
4,375 % |
3,334 % |
3,263 % |
118 |
2,910 % |
3,375 % |
2,908 % |
4,376 % |
3,336 % |
3,266 % |
119 |
2,915 % |
3,377 % |
2,913 % |
4,377 % |
3,338 % |
3,268 % |
120 |
2,921 % |
3,379 % |
2,919 % |
4,378 % |
3,340 % |
3,271 % |
121 |
2,927 % |
3,381 % |
2,925 % |
4,379 % |
3,342 % |
3,274 % |
122 |
2,932 % |
3,383 % |
2,930 % |
4,380 % |
3,345 % |
3,276 % |
123 |
2,938 % |
3,384 % |
2,936 % |
4,381 % |
3,347 % |
3,279 % |
124 |
2,943 % |
3,386 % |
2,941 % |
4,382 % |
3,349 % |
3,282 % |
125 |
2,948 % |
3,388 % |
2,946 % |
4,383 % |
3,351 % |
3,284 % |
126 |
2,953 % |
3,390 % |
2,951 % |
4,384 % |
3,353 % |
3,287 % |
127 |
2,958 % |
3,391 % |
2,956 % |
4,385 % |
3,355 % |
3,289 % |
128 |
2,963 % |
3,393 % |
2,961 % |
4,386 % |
3,356 % |
3,292 % |
129 |
2,968 % |
3,395 % |
2,966 % |
4,387 % |
3,358 % |
3,294 % |
130 |
2,973 % |
3,396 % |
2,971 % |
4,388 % |
3,360 % |
3,296 % |
131 |
2,978 % |
3,398 % |
2,976 % |
4,389 % |
3,362 % |
3,299 % |
132 |
2,983 % |
3,399 % |
2,981 % |
4,390 % |
3,364 % |
3,301 % |
133 |
2,987 % |
3,401 % |
2,985 % |
4,390 % |
3,366 % |
3,303 % |
134 |
2,992 % |
3,402 % |
2,990 % |
4,391 % |
3,367 % |
3,305 % |
135 |
2,996 % |
3,404 % |
2,994 % |
4,392 % |
3,369 % |
3,308 % |
136 |
3,001 % |
3,405 % |
2,999 % |
4,393 % |
3,371 % |
3,310 % |
137 |
3,005 % |
3,406 % |
3,003 % |
4,394 % |
3,372 % |
3,312 % |
138 |
3,009 % |
3,408 % |
3,008 % |
4,394 % |
3,374 % |
3,314 % |
139 |
3,014 % |
3,409 % |
3,012 % |
4,395 % |
3,376 % |
3,316 % |
140 |
3,018 % |
3,411 % |
3,016 % |
4,396 % |
3,377 % |
3,318 % |
141 |
3,022 % |
3,412 % |
3,020 % |
4,397 % |
3,379 % |
3,320 % |
142 |
3,026 % |
3,413 % |
3,024 % |
4,397 % |
3,380 % |
3,322 % |
143 |
3,030 % |
3,415 % |
3,028 % |
4,398 % |
3,382 % |
3,324 % |
144 |
3,034 % |
3,416 % |
3,032 % |
4,399 % |
3,384 % |
3,326 % |
145 |
3,038 % |
3,417 % |
3,036 % |
4,399 % |
3,385 % |
3,328 % |
146 |
3,042 % |
3,418 % |
3,040 % |
4,400 % |
3,386 % |
3,330 % |
147 |
3,046 % |
3,420 % |
3,044 % |
4,401 % |
3,388 % |
3,331 % |
148 |
3,049 % |
3,421 % |
3,048 % |
4,401 % |
3,389 % |
3,333 % |
149 |
3,053 % |
3,422 % |
3,051 % |
4,402 % |
3,391 % |
3,335 % |
150 |
3,057 % |
3,423 % |
3,055 % |
4,403 % |
3,392 % |
3,337 % |
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
1 |
-0,645 % |
0,354 % |
2,502 % |
0,090 % |
2,332 % |
0,859 % |
2 |
-0,575 % |
0,628 % |
2,861 % |
0,586 % |
2,689 % |
1,232 % |
3 |
-0,496 % |
0,757 % |
3,142 % |
0,891 % |
2,960 % |
1,440 % |
4 |
-0,416 % |
0,842 % |
3,375 % |
1,141 % |
3,168 % |
1,556 % |
5 |
-0,336 % |
0,902 % |
3,559 % |
1,353 % |
3,347 % |
1,628 % |
6 |
-0,256 % |
0,946 % |
3,712 % |
1,539 % |
3,507 % |
1,673 % |
7 |
-0,195 % |
0,998 % |
3,840 % |
1,702 % |
3,643 % |
1,707 % |
8 |
-0,119 % |
1,027 % |
3,947 % |
1,848 % |
3,751 % |
1,739 % |
9 |
-0,049 % |
1,059 % |
4,037 % |
1,979 % |
3,829 % |
1,773 % |
10 |
0,015 % |
1,101 % |
4,119 % |
2,099 % |
3,885 % |
1,812 % |
11 |
0,068 % |
1,133 % |
4,180 % |
2,202 % |
3,926 % |
1,856 % |
12 |
0,129 % |
1,154 % |
4,223 % |
2,290 % |
3,955 % |
1,904 % |
13 |
0,186 % |
1,168 % |
4,252 % |
2,367 % |
3,975 % |
1,954 % |
14 |
0,230 % |
1,177 % |
4,271 % |
2,434 % |
3,989 % |
2,004 % |
15 |
0,260 % |
1,184 % |
4,282 % |
2,494 % |
3,998 % |
2,053 % |
16 |
0,276 % |
1,188 % |
4,287 % |
2,547 % |
4,004 % |
2,101 % |
17 |
0,287 % |
1,192 % |
4,287 % |
2,595 % |
4,006 % |
2,149 % |
18 |
0,301 % |
1,196 % |
4,284 % |
2,639 % |
4,006 % |
2,194 % |
19 |
0,322 % |
1,201 % |
4,279 % |
2,679 % |
4,005 % |
2,238 % |
20 |
0,356 % |
1,206 % |
4,271 % |
2,715 % |
4,002 % |
2,280 % |
21 |
0,403 % |
1,211 % |
4,262 % |
2,749 % |
3,998 % |
2,321 % |
22 |
0,459 % |
1,217 % |
4,252 % |
2,780 % |
3,993 % |
2,360 % |
23 |
0,523 % |
1,220 % |
4,241 % |
2,810 % |
3,988 % |
2,397 % |
24 |
0,590 % |
1,222 % |
4,229 % |
2,837 % |
3,982 % |
2,432 % |
25 |
0,660 % |
1,220 % |
4,217 % |
2,862 % |
3,976 % |
2,466 % |
26 |
0,731 % |
1,215 % |
4,205 % |
2,886 % |
3,969 % |
2,499 % |
27 |
0,802 % |
1,207 % |
4,193 % |
2,908 % |
3,963 % |
2,530 % |
28 |
0,872 % |
1,194 % |
4,180 % |
2,929 % |
3,956 % |
2,560 % |
29 |
0,941 % |
1,176 % |
4,168 % |
2,948 % |
3,949 % |
2,588 % |
30 |
1,008 % |
1,153 % |
4,156 % |
2,967 % |
3,942 % |
2,616 % |
31 |
1,074 % |
1,126 % |
4,144 % |
2,985 % |
3,936 % |
2,642 % |
32 |
1,138 % |
1,096 % |
4,132 % |
3,001 % |
3,929 % |
2,666 % |
33 |
1,199 % |
1,065 % |
4,121 % |
3,017 % |
3,923 % |
2,690 % |
34 |
1,259 % |
1,036 % |
4,109 % |
3,032 % |
3,916 % |
2,713 % |
35 |
1,316 % |
1,008 % |
4,098 % |
3,047 % |
3,910 % |
2,735 % |
36 |
1,372 % |
0,983 % |
4,088 % |
3,061 % |
3,904 % |
2,756 % |
37 |
1,425 % |
0,960 % |
4,077 % |
3,074 % |
3,898 % |
2,776 % |
38 |
1,476 % |
0,942 % |
4,067 % |
3,086 % |
3,892 % |
2,795 % |
39 |
1,525 % |
0,926 % |
4,057 % |
3,098 % |
3,886 % |
2,814 % |
40 |
1,573 % |
0,914 % |
4,048 % |
3,109 % |
3,880 % |
2,832 % |
41 |
1,619 % |
0,906 % |
4,039 % |
3,120 % |
3,875 % |
2,849 % |
42 |
1,662 % |
0,901 % |
4,030 % |
3,131 % |
3,870 % |
2,865 % |
43 |
1,705 % |
0,899 % |
4,021 % |
3,141 % |
3,864 % |
2,881 % |
44 |
1,745 % |
0,901 % |
4,013 % |
3,151 % |
3,859 % |
2,896 % |
45 |
1,784 % |
0,906 % |
4,004 % |
3,160 % |
3,855 % |
2,911 % |
46 |
1,822 % |
0,914 % |
3,997 % |
3,169 % |
3,850 % |
2,925 % |
47 |
1,858 % |
0,925 % |
3,989 % |
3,177 % |
3,845 % |
2,938 % |
48 |
1,893 % |
0,939 % |
3,982 % |
3,186 % |
3,841 % |
2,951 % |
49 |
1,927 % |
0,957 % |
3,974 % |
3,194 % |
3,836 % |
2,964 % |
50 |
1,959 % |
0,977 % |
3,968 % |
3,201 % |
3,832 % |
2,976 % |
51 |
1,990 % |
1,001 % |
3,961 % |
3,209 % |
3,828 % |
2,988 % |
52 |
2,020 % |
1,027 % |
3,954 % |
3,216 % |
3,824 % |
2,999 % |
53 |
2,049 % |
1,055 % |
3,948 % |
3,223 % |
3,820 % |
3,010 % |
54 |
2,077 % |
1,084 % |
3,942 % |
3,229 % |
3,817 % |
3,020 % |
55 |
2,105 % |
1,114 % |
3,936 % |
3,236 % |
3,813 % |
3,030 % |
56 |
2,131 % |
1,145 % |
3,930 % |
3,242 % |
3,809 % |
3,040 % |
57 |
2,156 % |
1,177 % |
3,925 % |
3,248 % |
3,806 % |
3,050 % |
58 |
2,181 % |
1,208 % |
3,919 % |
3,254 % |
3,803 % |
3,059 % |
59 |
2,204 % |
1,240 % |
3,914 % |
3,260 % |
3,799 % |
3,068 % |
60 |
2,227 % |
1,272 % |
3,909 % |
3,265 % |
3,796 % |
3,077 % |
61 |
2,249 % |
1,303 % |
3,904 % |
3,270 % |
3,793 % |
3,085 % |
62 |
2,271 % |
1,335 % |
3,899 % |
3,276 % |
3,790 % |
3,093 % |
63 |
2,292 % |
1,365 % |
3,895 % |
3,281 % |
3,787 % |
3,101 % |
64 |
2,312 % |
1,396 % |
3,890 % |
3,285 % |
3,784 % |
3,109 % |
65 |
2,331 % |
1,426 % |
3,886 % |
3,290 % |
3,782 % |
3,116 % |
66 |
2,351 % |
1,455 % |
3,882 % |
3,295 % |
3,779 % |
3,123 % |
67 |
2,369 % |
1,484 % |
3,878 % |
3,299 % |
3,777 % |
3,130 % |
68 |
2,387 % |
1,513 % |
3,874 % |
3,304 % |
3,774 % |
3,137 % |
69 |
2,404 % |
1,541 % |
3,870 % |
3,308 % |
3,772 % |
3,144 % |
70 |
2,421 % |
1,568 % |
3,866 % |
3,312 % |
3,769 % |
3,150 % |
71 |
2,438 % |
1,595 % |
3,862 % |
3,316 % |
3,767 % |
3,157 % |
72 |
2,454 % |
1,621 % |
3,859 % |
3,320 % |
3,765 % |
3,163 % |
73 |
2,469 % |
1,647 % |
3,855 % |
3,323 % |
3,762 % |
3,169 % |
74 |
2,485 % |
1,672 % |
3,852 % |
3,327 % |
3,760 % |
3,174 % |
75 |
2,499 % |
1,696 % |
3,848 % |
3,331 % |
3,758 % |
3,180 % |
76 |
2,514 % |
1,720 % |
3,845 % |
3,334 % |
3,756 % |
3,186 % |
77 |
2,528 % |
1,744 % |
3,842 % |
3,338 % |
3,754 % |
3,191 % |
78 |
2,541 % |
1,767 % |
3,839 % |
3,341 % |
3,752 % |
3,196 % |
79 |
2,555 % |
1,789 % |
3,836 % |
3,344 % |
3,750 % |
3,201 % |
80 |
2,568 % |
1,811 % |
3,833 % |
3,347 % |
3,748 % |
3,206 % |
81 |
2,580 % |
1,833 % |
3,830 % |
3,350 % |
3,747 % |
3,211 % |
82 |
2,593 % |
1,854 % |
3,827 % |
3,353 % |
3,745 % |
3,216 % |
83 |
2,605 % |
1,874 % |
3,825 % |
3,356 % |
3,743 % |
3,220 % |
84 |
2,617 % |
1,894 % |
3,822 % |
3,359 % |
3,741 % |
3,225 % |
85 |
2,628 % |
1,914 % |
3,819 % |
3,362 % |
3,740 % |
3,229 % |
86 |
2,639 % |
1,933 % |
3,817 % |
3,365 % |
3,738 % |
3,233 % |
87 |
2,650 % |
1,952 % |
3,814 % |
3,367 % |
3,737 % |
3,238 % |
88 |
2,661 % |
1,971 % |
3,812 % |
3,370 % |
3,735 % |
3,242 % |
89 |
2,672 % |
1,989 % |
3,809 % |
3,373 % |
3,733 % |
3,246 % |
90 |
2,682 % |
2,006 % |
3,807 % |
3,375 % |
3,732 % |
3,250 % |
91 |
2,692 % |
2,024 % |
3,805 % |
3,378 % |
3,731 % |
3,254 % |
92 |
2,702 % |
2,040 % |
3,803 % |
3,380 % |
3,729 % |
3,257 % |
93 |
2,711 % |
2,057 % |
3,800 % |
3,382 % |
3,728 % |
3,261 % |
94 |
2,721 % |
2,073 % |
3,798 % |
3,385 % |
3,726 % |
3,265 % |
95 |
2,730 % |
2,089 % |
3,796 % |
3,387 % |
3,725 % |
3,268 % |
96 |
2,739 % |
2,105 % |
3,794 % |
3,389 % |
3,724 % |
3,272 % |
97 |
2,748 % |
2,120 % |
3,792 % |
3,391 % |
3,722 % |
3,275 % |
98 |
2,757 % |
2,135 % |
3,790 % |
3,393 % |
3,721 % |
3,278 % |
99 |
2,765 % |
2,150 % |
3,788 % |
3,396 % |
3,720 % |
3,281 % |
100 |
2,773 % |
2,164 % |
3,786 % |
3,398 % |
3,719 % |
3,285 % |
101 |
2,781 % |
2,178 % |
3,785 % |
3,400 % |
3,718 % |
3,288 % |
102 |
2,789 % |
2,192 % |
3,783 % |
3,401 % |
3,717 % |
3,291 % |
103 |
2,797 % |
2,205 % |
3,781 % |
3,403 % |
3,715 % |
3,294 % |
104 |
2,805 % |
2,219 % |
3,779 % |
3,405 % |
3,714 % |
3,297 % |
105 |
2,813 % |
2,232 % |
3,778 % |
3,407 % |
3,713 % |
3,300 % |
106 |
2,820 % |
2,245 % |
3,776 % |
3,409 % |
3,712 % |
3,302 % |
107 |
2,827 % |
2,257 % |
3,774 % |
3,411 % |
3,711 % |
3,305 % |
108 |
2,834 % |
2,270 % |
3,773 % |
3,412 % |
3,710 % |
3,308 % |
109 |
2,841 % |
2,282 % |
3,771 % |
3,414 % |
3,709 % |
3,311 % |
110 |
2,848 % |
2,294 % |
3,769 % |
3,416 % |
3,708 % |
3,313 % |
111 |
2,855 % |
2,305 % |
3,768 % |
3,418 % |
3,707 % |
3,316 % |
112 |
2,862 % |
2,317 % |
3,766 % |
3,419 % |
3,706 % |
3,318 % |
113 |
2,868 % |
2,328 % |
3,765 % |
3,421 % |
3,705 % |
3,321 % |
114 |
2,874 % |
2,339 % |
3,764 % |
3,422 % |
3,704 % |
3,323 % |
115 |
2,881 % |
2,350 % |
3,762 % |
3,424 % |
3,703 % |
3,326 % |
116 |
2,887 % |
2,361 % |
3,761 % |
3,425 % |
3,702 % |
3,328 % |
117 |
2,893 % |
2,371 % |
3,759 % |
3,427 % |
3,702 % |
3,330 % |
118 |
2,899 % |
2,382 % |
3,758 % |
3,428 % |
3,701 % |
3,333 % |
119 |
2,905 % |
2,392 % |
3,757 % |
3,430 % |
3,700 % |
3,335 % |
120 |
2,911 % |
2,402 % |
3,755 % |
3,431 % |
3,699 % |
3,337 % |
121 |
2,916 % |
2,412 % |
3,754 % |
3,433 % |
3,698 % |
3,339 % |
122 |
2,922 % |
2,421 % |
3,753 % |
3,434 % |
3,697 % |
3,341 % |
123 |
2,927 % |
2,431 % |
3,752 % |
3,435 % |
3,697 % |
3,344 % |
124 |
2,933 % |
2,440 % |
3,750 % |
3,437 % |
3,696 % |
3,346 % |
125 |
2,938 % |
2,449 % |
3,749 % |
3,438 % |
3,695 % |
3,348 % |
126 |
2,943 % |
2,458 % |
3,748 % |
3,439 % |
3,694 % |
3,350 % |
127 |
2,948 % |
2,467 % |
3,747 % |
3,440 % |
3,694 % |
3,352 % |
128 |
2,954 % |
2,476 % |
3,746 % |
3,442 % |
3,693 % |
3,354 % |
129 |
2,959 % |
2,485 % |
3,744 % |
3,443 % |
3,692 % |
3,355 % |
130 |
2,963 % |
2,493 % |
3,743 % |
3,444 % |
3,691 % |
3,357 % |
131 |
2,968 % |
2,502 % |
3,742 % |
3,445 % |
3,691 % |
3,359 % |
132 |
2,973 % |
2,510 % |
3,741 % |
3,447 % |
3,690 % |
3,361 % |
133 |
2,978 % |
2,518 % |
3,740 % |
3,448 % |
3,689 % |
3,363 % |
134 |
2,982 % |
2,526 % |
3,739 % |
3,449 % |
3,689 % |
3,365 % |
135 |
2,987 % |
2,534 % |
3,738 % |
3,450 % |
3,688 % |
3,366 % |
136 |
2,991 % |
2,542 % |
3,737 % |
3,451 % |
3,687 % |
3,368 % |
137 |
2,996 % |
2,550 % |
3,736 % |
3,452 % |
3,687 % |
3,370 % |
138 |
3,000 % |
2,557 % |
3,735 % |
3,453 % |
3,686 % |
3,371 % |
139 |
3,005 % |
2,565 % |
3,734 % |
3,454 % |
3,686 % |
3,373 % |
140 |
3,009 % |
2,572 % |
3,733 % |
3,455 % |
3,685 % |
3,375 % |
141 |
3,013 % |
2,579 % |
3,732 % |
3,456 % |
3,684 % |
3,376 % |
142 |
3,017 % |
2,586 % |
3,731 % |
3,457 % |
3,684 % |
3,378 % |
143 |
3,021 % |
2,594 % |
3,730 % |
3,458 % |
3,683 % |
3,379 % |
144 |
3,025 % |
2,600 % |
3,729 % |
3,459 % |
3,683 % |
3,381 % |
145 |
3,029 % |
2,607 % |
3,729 % |
3,460 % |
3,682 % |
3,382 % |
146 |
3,033 % |
2,614 % |
3,728 % |
3,461 % |
3,681 % |
3,384 % |
147 |
3,037 % |
2,621 % |
3,727 % |
3,462 % |
3,681 % |
3,385 % |
148 |
3,041 % |
2,627 % |
3,726 % |
3,463 % |
3,680 % |
3,387 % |
149 |
3,044 % |
2,634 % |
3,725 % |
3,464 % |
3,680 % |
3,388 % |
150 |
3,048 % |
2,640 % |
3,724 % |
3,465 % |
3,679 % |
3,390 % |
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
1 |
-0,780 % |
-0,001 % |
0,477 % |
0,616 % |
3,403 % |
2,840 % |
2 |
-0,695 % |
0,214 % |
0,432 % |
0,831 % |
4,232 % |
4,188 % |
3 |
-0,600 % |
0,465 % |
0,614 % |
1,104 % |
4,622 % |
5,196 % |
4 |
-0,500 % |
0,703 % |
0,855 % |
1,309 % |
4,856 % |
5,905 % |
5 |
-0,394 % |
0,911 % |
1,077 % |
1,446 % |
5,021 % |
6,402 % |
6 |
-0,287 % |
1,072 % |
1,270 % |
1,549 % |
5,148 % |
6,763 % |
7 |
-0,189 % |
1,231 % |
1,437 % |
1,640 % |
5,256 % |
7,038 % |
8 |
-0,106 % |
1,362 % |
1,585 % |
1,727 % |
5,352 % |
7,260 % |
9 |
-0,041 % |
1,471 % |
1,720 % |
1,805 % |
5,433 % |
7,455 % |
10 |
0,005 % |
1,564 % |
1,846 % |
1,870 % |
5,495 % |
7,615 % |
11 |
0,033 % |
1,663 % |
1,961 % |
1,922 % |
5,534 % |
7,719 % |
12 |
0,048 % |
1,749 % |
2,066 % |
1,963 % |
5,557 % |
7,774 % |
13 |
0,058 % |
1,808 % |
2,165 % |
1,997 % |
5,568 % |
7,794 % |
14 |
0,064 % |
1,846 % |
2,256 % |
2,026 % |
5,570 % |
7,788 % |
15 |
0,070 % |
1,874 % |
2,338 % |
2,052 % |
5,565 % |
7,762 % |
16 |
0,076 % |
1,897 % |
2,411 % |
2,075 % |
5,555 % |
7,721 % |
17 |
0,085 % |
1,917 % |
2,476 % |
2,096 % |
5,541 % |
7,669 % |
18 |
0,095 % |
1,933 % |
2,533 % |
2,116 % |
5,525 % |
7,610 % |
19 |
0,109 % |
1,945 % |
2,585 % |
2,135 % |
5,507 % |
7,545 % |
20 |
0,126 % |
1,953 % |
2,632 % |
2,154 % |
5,488 % |
7,476 % |
21 |
0,147 % |
1,957 % |
2,674 % |
2,173 % |
5,467 % |
7,406 % |
22 |
0,171 % |
1,957 % |
2,713 % |
2,191 % |
5,447 % |
7,334 % |
23 |
0,199 % |
1,953 % |
2,749 % |
2,210 % |
5,425 % |
7,262 % |
24 |
0,231 % |
1,946 % |
2,782 % |
2,228 % |
5,404 % |
7,190 % |
25 |
0,267 % |
1,935 % |
2,812 % |
2,247 % |
5,383 % |
7,120 % |
26 |
0,306 % |
1,921 % |
2,840 % |
2,267 % |
5,363 % |
7,050 % |
27 |
0,349 % |
1,908 % |
2,866 % |
2,286 % |
5,342 % |
6,983 % |
28 |
0,394 % |
1,897 % |
2,890 % |
2,307 % |
5,322 % |
6,917 % |
29 |
0,439 % |
1,890 % |
2,913 % |
2,327 % |
5,302 % |
6,853 % |
30 |
0,485 % |
1,890 % |
2,934 % |
2,349 % |
5,283 % |
6,791 % |
31 |
0,531 % |
1,896 % |
2,954 % |
2,371 % |
5,265 % |
6,731 % |
32 |
0,577 % |
1,908 % |
2,973 % |
2,393 % |
5,247 % |
6,673 % |
33 |
0,622 % |
1,924 % |
2,991 % |
2,416 % |
5,229 % |
6,617 % |
34 |
0,666 % |
1,944 % |
3,008 % |
2,438 % |
5,212 % |
6,564 % |
35 |
0,709 % |
1,966 % |
3,024 % |
2,461 % |
5,196 % |
6,512 % |
36 |
0,751 % |
1,990 % |
3,039 % |
2,483 % |
5,180 % |
6,462 % |
37 |
0,792 % |
2,015 % |
3,053 % |
2,505 % |
5,165 % |
6,415 % |
38 |
0,832 % |
2,040 % |
3,067 % |
2,526 % |
5,150 % |
6,369 % |
39 |
0,871 % |
2,067 % |
3,080 % |
2,547 % |
5,136 % |
6,325 % |
40 |
0,908 % |
2,093 % |
3,092 % |
2,568 % |
5,122 % |
6,282 % |
41 |
0,944 % |
2,120 % |
3,104 % |
2,588 % |
5,108 % |
6,242 % |
42 |
0,979 % |
2,146 % |
3,115 % |
2,608 % |
5,096 % |
6,203 % |
43 |
1,013 % |
2,173 % |
3,125 % |
2,627 % |
5,083 % |
6,165 % |
44 |
1,046 % |
2,199 % |
3,136 % |
2,645 % |
5,071 % |
6,129 % |
45 |
1,077 % |
2,224 % |
3,146 % |
2,664 % |
5,060 % |
6,094 % |
46 |
1,108 % |
2,249 % |
3,155 % |
2,681 % |
5,048 % |
6,061 % |
47 |
1,137 % |
2,274 % |
3,164 % |
2,698 % |
5,038 % |
6,029 % |
48 |
1,166 % |
2,298 % |
3,173 % |
2,715 % |
5,027 % |
5,998 % |
49 |
1,194 % |
2,321 % |
3,181 % |
2,731 % |
5,017 % |
5,968 % |
50 |
1,220 % |
2,344 % |
3,189 % |
2,747 % |
5,007 % |
5,939 % |
51 |
1,246 % |
2,366 % |
3,197 % |
2,762 % |
4,998 % |
5,911 % |
52 |
1,271 % |
2,388 % |
3,204 % |
2,777 % |
4,989 % |
5,885 % |
53 |
1,295 % |
2,409 % |
3,211 % |
2,791 % |
4,980 % |
5,859 % |
54 |
1,318 % |
2,429 % |
3,218 % |
2,805 % |
4,971 % |
5,834 % |
55 |
1,341 % |
2,449 % |
3,225 % |
2,819 % |
4,963 % |
5,810 % |
56 |
1,362 % |
2,469 % |
3,232 % |
2,832 % |
4,955 % |
5,787 % |
57 |
1,384 % |
2,487 % |
3,238 % |
2,845 % |
4,947 % |
5,764 % |
58 |
1,404 % |
2,506 % |
3,244 % |
2,857 % |
4,940 % |
5,743 % |
59 |
1,424 % |
2,523 % |
3,250 % |
2,869 % |
4,933 % |
5,722 % |
60 |
1,443 % |
2,541 % |
3,255 % |
2,881 % |
4,926 % |
5,701 % |
61 |
1,461 % |
2,557 % |
3,261 % |
2,892 % |
4,919 % |
5,682 % |
62 |
1,479 % |
2,574 % |
3,266 % |
2,903 % |
4,912 % |
5,663 % |
63 |
1,497 % |
2,589 % |
3,271 % |
2,914 % |
4,906 % |
5,644 % |
64 |
1,514 % |
2,605 % |
3,276 % |
2,924 % |
4,899 % |
5,626 % |
65 |
1,530 % |
2,620 % |
3,281 % |
2,934 % |
4,893 % |
5,609 % |
66 |
1,546 % |
2,634 % |
3,286 % |
2,944 % |
4,888 % |
5,592 % |
67 |
1,562 % |
2,648 % |
3,290 % |
2,953 % |
4,882 % |
5,576 % |
68 |
1,577 % |
2,662 % |
3,295 % |
2,963 % |
4,876 % |
5,560 % |
69 |
1,592 % |
2,675 % |
3,299 % |
2,972 % |
4,871 % |
5,545 % |
70 |
1,606 % |
2,688 % |
3,303 % |
2,980 % |
4,866 % |
5,530 % |
71 |
1,620 % |
2,701 % |
3,308 % |
2,989 % |
4,860 % |
5,515 % |
72 |
1,633 % |
2,713 % |
3,311 % |
2,997 % |
4,856 % |
5,501 % |
73 |
1,646 % |
2,725 % |
3,315 % |
3,006 % |
4,851 % |
5,487 % |
74 |
1,659 % |
2,737 % |
3,319 % |
3,013 % |
4,846 % |
5,474 % |
75 |
1,672 % |
2,748 % |
3,323 % |
3,021 % |
4,841 % |
5,461 % |
76 |
1,684 % |
2,760 % |
3,326 % |
3,029 % |
4,837 % |
5,448 % |
77 |
1,695 % |
2,770 % |
3,330 % |
3,036 % |
4,833 % |
5,436 % |
78 |
1,707 % |
2,781 % |
3,333 % |
3,043 % |
4,828 % |
5,424 % |
79 |
1,718 % |
2,791 % |
3,337 % |
3,050 % |
4,824 % |
5,412 % |
80 |
1,729 % |
2,801 % |
3,340 % |
3,057 % |
4,820 % |
5,401 % |
81 |
1,740 % |
2,811 % |
3,343 % |
3,064 % |
4,816 % |
5,390 % |
82 |
1,750 % |
2,821 % |
3,346 % |
3,070 % |
4,812 % |
5,379 % |
83 |
1,760 % |
2,830 % |
3,349 % |
3,076 % |
4,809 % |
5,368 % |
84 |
1,770 % |
2,839 % |
3,352 % |
3,083 % |
4,805 % |
5,358 % |
85 |
1,780 % |
2,848 % |
3,355 % |
3,089 % |
4,801 % |
5,348 % |
86 |
1,790 % |
2,857 % |
3,358 % |
3,095 % |
4,798 % |
5,338 % |
87 |
1,799 % |
2,865 % |
3,361 % |
3,100 % |
4,794 % |
5,328 % |
88 |
1,808 % |
2,873 % |
3,363 % |
3,106 % |
4,791 % |
5,319 % |
89 |
1,817 % |
2,881 % |
3,366 % |
3,111 % |
4,788 % |
5,309 % |
90 |
1,825 % |
2,889 % |
3,368 % |
3,117 % |
4,785 % |
5,300 % |
91 |
1,834 % |
2,897 % |
3,371 % |
3,122 % |
4,781 % |
5,291 % |
92 |
1,842 % |
2,905 % |
3,373 % |
3,127 % |
4,778 % |
5,283 % |
93 |
1,850 % |
2,912 % |
3,376 % |
3,132 % |
4,775 % |
5,274 % |
94 |
1,858 % |
2,920 % |
3,378 % |
3,137 % |
4,772 % |
5,266 % |
95 |
1,866 % |
2,927 % |
3,380 % |
3,142 % |
4,770 % |
5,258 % |
96 |
1,874 % |
2,934 % |
3,383 % |
3,147 % |
4,767 % |
5,250 % |
97 |
1,881 % |
2,941 % |
3,385 % |
3,152 % |
4,764 % |
5,242 % |
98 |
1,888 % |
2,947 % |
3,387 % |
3,156 % |
4,761 % |
5,235 % |
99 |
1,896 % |
2,954 % |
3,389 % |
3,161 % |
4,759 % |
5,227 % |
100 |
1,903 % |
2,960 % |
3,391 % |
3,165 % |
4,756 % |
5,220 % |
101 |
1,910 % |
2,967 % |
3,393 % |
3,169 % |
4,754 % |
5,213 % |
102 |
1,916 % |
2,973 % |
3,395 % |
3,173 % |
4,751 % |
5,206 % |
103 |
1,923 % |
2,979 % |
3,397 % |
3,178 % |
4,749 % |
5,199 % |
104 |
1,929 % |
2,985 % |
3,399 % |
3,182 % |
4,746 % |
5,192 % |
105 |
1,936 % |
2,991 % |
3,401 % |
3,186 % |
4,744 % |
5,186 % |
106 |
1,942 % |
2,996 % |
3,403 % |
3,190 % |
4,742 % |
5,179 % |
107 |
1,948 % |
3,002 % |
3,405 % |
3,193 % |
4,739 % |
5,173 % |
108 |
1,954 % |
3,007 % |
3,407 % |
3,197 % |
4,737 % |
5,167 % |
109 |
1,960 % |
3,013 % |
3,409 % |
3,201 % |
4,735 % |
5,160 % |
110 |
1,966 % |
3,018 % |
3,410 % |
3,204 % |
4,733 % |
5,154 % |
111 |
1,972 % |
3,023 % |
3,412 % |
3,208 % |
4,731 % |
5,148 % |
112 |
1,977 % |
3,029 % |
3,414 % |
3,211 % |
4,729 % |
5,143 % |
113 |
1,983 % |
3,034 % |
3,415 % |
3,215 % |
4,727 % |
5,137 % |
114 |
1,988 % |
3,039 % |
3,417 % |
3,218 % |
4,725 % |
5,131 % |
115 |
1,993 % |
3,043 % |
3,418 % |
3,222 % |
4,723 % |
5,126 % |
116 |
1,999 % |
3,048 % |
3,420 % |
3,225 % |
4,721 % |
5,120 % |
117 |
2,004 % |
3,053 % |
3,422 % |
3,228 % |
4,719 % |
5,115 % |
118 |
2,009 % |
3,058 % |
3,423 % |
3,231 % |
4,717 % |
5,110 % |
119 |
2,014 % |
3,062 % |
3,425 % |
3,234 % |
4,715 % |
5,105 % |
120 |
2,019 % |
3,067 % |
3,426 % |
3,237 % |
4,713 % |
5,100 % |
121 |
2,023 % |
3,071 % |
3,427 % |
3,240 % |
4,712 % |
5,095 % |
122 |
2,028 % |
3,075 % |
3,429 % |
3,243 % |
4,710 % |
5,090 % |
123 |
2,033 % |
3,080 % |
3,430 % |
3,246 % |
4,708 % |
5,085 % |
124 |
2,037 % |
3,084 % |
3,432 % |
3,249 % |
4,707 % |
5,080 % |
125 |
2,042 % |
3,088 % |
3,433 % |
3,252 % |
4,705 % |
5,076 % |
126 |
2,046 % |
3,092 % |
3,434 % |
3,255 % |
4,703 % |
5,071 % |
127 |
2,050 % |
3,096 % |
3,436 % |
3,257 % |
4,702 % |
5,067 % |
128 |
2,055 % |
3,100 % |
3,437 % |
3,260 % |
4,700 % |
5,062 % |
129 |
2,059 % |
3,104 % |
3,438 % |
3,263 % |
4,699 % |
5,058 % |
130 |
2,063 % |
3,107 % |
3,439 % |
3,265 % |
4,697 % |
5,053 % |
131 |
2,067 % |
3,111 % |
3,441 % |
3,268 % |
4,695 % |
5,049 % |
132 |
2,071 % |
3,115 % |
3,442 % |
3,270 % |
4,694 % |
5,045 % |
133 |
2,075 % |
3,119 % |
3,443 % |
3,273 % |
4,693 % |
5,041 % |
134 |
2,079 % |
3,122 % |
3,444 % |
3,275 % |
4,691 % |
5,037 % |
135 |
2,083 % |
3,126 % |
3,445 % |
3,278 % |
4,690 % |
5,033 % |
136 |
2,087 % |
3,129 % |
3,446 % |
3,280 % |
4,688 % |
5,029 % |
137 |
2,090 % |
3,133 % |
3,448 % |
3,282 % |
4,687 % |
5,025 % |
138 |
2,094 % |
3,136 % |
3,449 % |
3,285 % |
4,686 % |
5,021 % |
139 |
2,098 % |
3,139 % |
3,450 % |
3,287 % |
4,684 % |
5,018 % |
140 |
2,101 % |
3,143 % |
3,451 % |
3,289 % |
4,683 % |
5,014 % |
141 |
2,105 % |
3,146 % |
3,452 % |
3,291 % |
4,682 % |
5,010 % |
142 |
2,108 % |
3,149 % |
3,453 % |
3,293 % |
4,680 % |
5,007 % |
143 |
2,112 % |
3,152 % |
3,454 % |
3,296 % |
4,679 % |
5,003 % |
144 |
2,115 % |
3,155 % |
3,455 % |
3,298 % |
4,678 % |
4,999 % |
145 |
2,119 % |
3,158 % |
3,456 % |
3,300 % |
4,677 % |
4,996 % |
146 |
2,122 % |
3,161 % |
3,457 % |
3,302 % |
4,675 % |
4,993 % |
147 |
2,125 % |
3,164 % |
3,458 % |
3,304 % |
4,674 % |
4,989 % |
148 |
2,128 % |
3,167 % |
3,459 % |
3,306 % |
4,673 % |
4,986 % |
149 |
2,131 % |
3,170 % |
3,460 % |
3,308 % |
4,672 % |
4,983 % |
150 |
2,135 % |
3,173 % |
3,461 % |
3,310 % |
4,671 % |
4,979 % |
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
1 |
0,120 % |
3,648 % |
5,672 % |
0,128 % |
0,990 % |
3,889 % |
2 |
0,311 % |
4,273 % |
6,249 % |
0,159 % |
1,337 % |
4,639 % |
3 |
0,573 % |
4,792 % |
6,616 % |
0,187 % |
1,549 % |
5,213 % |
4 |
0,801 % |
5,227 % |
6,831 % |
0,214 % |
1,690 % |
5,689 % |
5 |
0,982 % |
5,573 % |
6,993 % |
0,238 % |
1,799 % |
6,120 % |
6 |
1,122 % |
5,844 % |
7,113 % |
0,260 % |
1,890 % |
6,523 % |
7 |
1,234 % |
6,061 % |
7,209 % |
0,280 % |
1,974 % |
6,898 % |
8 |
1,325 % |
6,224 % |
7,296 % |
0,298 % |
2,051 % |
7,242 % |
9 |
1,400 % |
6,364 % |
7,384 % |
0,315 % |
2,124 % |
7,557 % |
10 |
1,462 % |
6,483 % |
7,480 % |
0,332 % |
2,192 % |
7,842 % |
11 |
1,513 % |
6,569 % |
7,585 % |
0,374 % |
2,248 % |
8,099 % |
12 |
1,559 % |
6,627 % |
7,695 % |
0,438 % |
2,293 % |
8,325 % |
13 |
1,601 % |
6,664 % |
7,804 % |
0,515 % |
2,331 % |
8,518 % |
14 |
1,644 % |
6,685 % |
7,906 % |
0,599 % |
2,364 % |
8,673 % |
15 |
1,689 % |
6,694 % |
8,000 % |
0,687 % |
2,394 % |
8,789 % |
16 |
1,737 % |
6,695 % |
8,082 % |
0,776 % |
2,421 % |
8,862 % |
17 |
1,786 % |
6,689 % |
8,150 % |
0,864 % |
2,447 % |
8,901 % |
18 |
1,835 % |
6,677 % |
8,203 % |
0,951 % |
2,472 % |
8,913 % |
19 |
1,885 % |
6,662 % |
8,237 % |
1,036 % |
2,497 % |
8,902 % |
20 |
1,934 % |
6,644 % |
8,251 % |
1,117 % |
2,522 % |
8,876 % |
21 |
1,981 % |
6,625 % |
8,244 % |
1,196 % |
2,547 % |
8,836 % |
22 |
2,028 % |
6,603 % |
8,218 % |
1,272 % |
2,573 % |
8,786 % |
23 |
2,073 % |
6,581 % |
8,179 % |
1,344 % |
2,598 % |
8,730 % |
24 |
2,117 % |
6,558 % |
8,129 % |
1,414 % |
2,623 % |
8,668 % |
25 |
2,159 % |
6,535 % |
8,071 % |
1,480 % |
2,648 % |
8,602 % |
26 |
2,199 % |
6,512 % |
8,008 % |
1,543 % |
2,672 % |
8,534 % |
27 |
2,238 % |
6,489 % |
7,940 % |
1,604 % |
2,695 % |
8,465 % |
28 |
2,276 % |
6,466 % |
7,869 % |
1,661 % |
2,718 % |
8,396 % |
29 |
2,312 % |
6,444 % |
7,797 % |
1,717 % |
2,740 % |
8,327 % |
30 |
2,346 % |
6,422 % |
7,725 % |
1,769 % |
2,762 % |
8,258 % |
31 |
2,379 % |
6,400 % |
7,652 % |
1,819 % |
2,782 % |
8,191 % |
32 |
2,411 % |
6,379 % |
7,580 % |
1,867 % |
2,802 % |
8,125 % |
33 |
2,441 % |
6,359 % |
7,510 % |
1,913 % |
2,822 % |
8,061 % |
34 |
2,470 % |
6,339 % |
7,441 % |
1,957 % |
2,840 % |
7,998 % |
35 |
2,498 % |
6,319 % |
7,373 % |
1,999 % |
2,858 % |
7,938 % |
36 |
2,525 % |
6,301 % |
7,307 % |
2,039 % |
2,875 % |
7,879 % |
37 |
2,551 % |
6,283 % |
7,244 % |
2,077 % |
2,892 % |
7,822 % |
38 |
2,575 % |
6,265 % |
7,182 % |
2,114 % |
2,908 % |
7,767 % |
39 |
2,599 % |
6,248 % |
7,122 % |
2,149 % |
2,923 % |
7,715 % |
40 |
2,622 % |
6,232 % |
7,064 % |
2,182 % |
2,938 % |
7,664 % |
41 |
2,644 % |
6,216 % |
7,009 % |
2,215 % |
2,953 % |
7,615 % |
42 |
2,665 % |
6,201 % |
6,955 % |
2,245 % |
2,966 % |
7,567 % |
43 |
2,685 % |
6,186 % |
6,903 % |
2,275 % |
2,980 % |
7,522 % |
44 |
2,704 % |
6,172 % |
6,853 % |
2,304 % |
2,993 % |
7,478 % |
45 |
2,723 % |
6,158 % |
6,805 % |
2,331 % |
3,005 % |
7,436 % |
46 |
2,741 % |
6,145 % |
6,759 % |
2,357 % |
3,017 % |
7,395 % |
47 |
2,758 % |
6,132 % |
6,714 % |
2,383 % |
3,029 % |
7,356 % |
48 |
2,775 % |
6,120 % |
6,671 % |
2,407 % |
3,040 % |
7,319 % |
49 |
2,791 % |
6,108 % |
6,630 % |
2,431 % |
3,050 % |
7,282 % |
50 |
2,807 % |
6,097 % |
6,590 % |
2,453 % |
3,061 % |
7,247 % |
51 |
2,821 % |
6,085 % |
6,551 % |
2,475 % |
3,071 % |
7,214 % |
52 |
2,836 % |
6,075 % |
6,514 % |
2,496 % |
3,080 % |
7,181 % |
53 |
2,850 % |
6,064 % |
6,478 % |
2,516 % |
3,090 % |
7,150 % |
54 |
2,863 % |
6,054 % |
6,444 % |
2,536 % |
3,099 % |
7,119 % |
55 |
2,876 % |
6,044 % |
6,410 % |
2,555 % |
3,108 % |
7,090 % |
56 |
2,889 % |
6,035 % |
6,378 % |
2,573 % |
3,116 % |
7,062 % |
57 |
2,901 % |
6,026 % |
6,347 % |
2,591 % |
3,124 % |
7,035 % |
58 |
2,913 % |
6,017 % |
6,317 % |
2,608 % |
3,132 % |
7,008 % |
59 |
2,924 % |
6,008 % |
6,288 % |
2,624 % |
3,140 % |
6,983 % |
60 |
2,935 % |
6,000 % |
6,260 % |
2,640 % |
3,148 % |
6,958 % |
61 |
2,946 % |
5,992 % |
6,232 % |
2,656 % |
3,155 % |
6,934 % |
62 |
2,956 % |
5,984 % |
6,206 % |
2,671 % |
3,162 % |
6,911 % |
63 |
2,966 % |
5,977 % |
6,181 % |
2,685 % |
3,169 % |
6,889 % |
64 |
2,976 % |
5,969 % |
6,156 % |
2,700 % |
3,175 % |
6,867 % |
65 |
2,986 % |
5,962 % |
6,132 % |
2,713 % |
3,182 % |
6,846 % |
66 |
2,995 % |
5,955 % |
6,108 % |
2,727 % |
3,188 % |
6,825 % |
67 |
3,004 % |
5,949 % |
6,086 % |
2,739 % |
3,194 % |
6,805 % |
68 |
3,012 % |
5,942 % |
6,064 % |
2,752 % |
3,200 % |
6,786 % |
69 |
3,021 % |
5,936 % |
6,043 % |
2,764 % |
3,206 % |
6,767 % |
70 |
3,029 % |
5,929 % |
6,022 % |
2,776 % |
3,211 % |
6,749 % |
71 |
3,037 % |
5,923 % |
6,002 % |
2,788 % |
3,217 % |
6,732 % |
72 |
3,045 % |
5,918 % |
5,982 % |
2,799 % |
3,222 % |
6,714 % |
73 |
3,052 % |
5,912 % |
5,963 % |
2,810 % |
3,227 % |
6,698 % |
74 |
3,060 % |
5,906 % |
5,945 % |
2,820 % |
3,232 % |
6,682 % |
75 |
3,067 % |
5,901 % |
5,927 % |
2,831 % |
3,237 % |
6,666 % |
76 |
3,074 % |
5,896 % |
5,909 % |
2,841 % |
3,242 % |
6,650 % |
77 |
3,081 % |
5,891 % |
5,892 % |
2,850 % |
3,246 % |
6,635 % |
78 |
3,087 % |
5,886 % |
5,875 % |
2,860 % |
3,251 % |
6,621 % |
79 |
3,094 % |
5,881 % |
5,859 % |
2,869 % |
3,255 % |
6,606 % |
80 |
3,100 % |
5,876 % |
5,843 % |
2,878 % |
3,259 % |
6,593 % |
81 |
3,106 % |
5,871 % |
5,828 % |
2,887 % |
3,264 % |
6,579 % |
82 |
3,112 % |
5,867 % |
5,813 % |
2,896 % |
3,268 % |
6,566 % |
83 |
3,118 % |
5,862 % |
5,798 % |
2,904 % |
3,272 % |
6,553 % |
84 |
3,124 % |
5,858 % |
5,784 % |
2,913 % |
3,275 % |
6,540 % |
85 |
3,129 % |
5,854 % |
5,770 % |
2,921 % |
3,279 % |
6,528 % |
86 |
3,135 % |
5,850 % |
5,756 % |
2,929 % |
3,283 % |
6,516 % |
87 |
3,140 % |
5,846 % |
5,743 % |
2,936 % |
3,287 % |
6,504 % |
88 |
3,145 % |
5,842 % |
5,730 % |
2,944 % |
3,290 % |
6,493 % |
89 |
3,150 % |
5,838 % |
5,717 % |
2,951 % |
3,294 % |
6,482 % |
90 |
3,155 % |
5,834 % |
5,704 % |
2,958 % |
3,297 % |
6,471 % |
91 |
3,160 % |
5,831 % |
5,692 % |
2,965 % |
3,300 % |
6,460 % |
92 |
3,165 % |
5,827 % |
5,680 % |
2,972 % |
3,304 % |
6,449 % |
93 |
3,170 % |
5,823 % |
5,669 % |
2,979 % |
3,307 % |
6,439 % |
94 |
3,174 % |
5,820 % |
5,657 % |
2,985 % |
3,310 % |
6,429 % |
95 |
3,179 % |
5,817 % |
5,646 % |
2,992 % |
3,313 % |
6,419 % |
96 |
3,183 % |
5,813 % |
5,635 % |
2,998 % |
3,316 % |
6,410 % |
97 |
3,187 % |
5,810 % |
5,624 % |
3,004 % |
3,319 % |
6,400 % |
98 |
3,192 % |
5,807 % |
5,614 % |
3,010 % |
3,322 % |
6,391 % |
99 |
3,196 % |
5,804 % |
5,603 % |
3,016 % |
3,324 % |
6,382 % |
100 |
3,200 % |
5,801 % |
5,593 % |
3,022 % |
3,327 % |
6,373 % |
101 |
3,204 % |
5,798 % |
5,584 % |
3,028 % |
3,330 % |
6,364 % |
102 |
3,208 % |
5,795 % |
5,574 % |
3,034 % |
3,333 % |
6,356 % |
103 |
3,211 % |
5,792 % |
5,564 % |
3,039 % |
3,335 % |
6,348 % |
104 |
3,215 % |
5,789 % |
5,555 % |
3,044 % |
3,338 % |
6,339 % |
105 |
3,219 % |
5,786 % |
5,546 % |
3,050 % |
3,340 % |
6,331 % |
106 |
3,222 % |
5,784 % |
5,537 % |
3,055 % |
3,343 % |
6,324 % |
107 |
3,226 % |
5,781 % |
5,528 % |
3,060 % |
3,345 % |
6,316 % |
108 |
3,229 % |
5,778 % |
5,519 % |
3,065 % |
3,347 % |
6,308 % |
109 |
3,233 % |
5,776 % |
5,511 % |
3,070 % |
3,350 % |
6,301 % |
110 |
3,236 % |
5,773 % |
5,503 % |
3,075 % |
3,352 % |
6,293 % |
111 |
3,239 % |
5,771 % |
5,495 % |
3,079 % |
3,354 % |
6,286 % |
112 |
3,243 % |
5,768 % |
5,487 % |
3,084 % |
3,356 % |
6,279 % |
113 |
3,246 % |
5,766 % |
5,479 % |
3,089 % |
3,359 % |
6,272 % |
114 |
3,249 % |
5,764 % |
5,471 % |
3,093 % |
3,361 % |
6,266 % |
115 |
3,252 % |
5,761 % |
5,463 % |
3,097 % |
3,363 % |
6,259 % |
116 |
3,255 % |
5,759 % |
5,456 % |
3,102 % |
3,365 % |
6,252 % |
117 |
3,258 % |
5,757 % |
5,448 % |
3,106 % |
3,367 % |
6,246 % |
118 |
3,261 % |
5,755 % |
5,441 % |
3,110 % |
3,369 % |
6,239 % |
119 |
3,263 % |
5,753 % |
5,434 % |
3,114 % |
3,371 % |
6,233 % |
120 |
3,266 % |
5,751 % |
5,427 % |
3,118 % |
3,373 % |
6,227 % |
121 |
3,269 % |
5,748 % |
5,420 % |
3,122 % |
3,375 % |
6,221 % |
122 |
3,272 % |
5,746 % |
5,414 % |
3,126 % |
3,376 % |
6,215 % |
123 |
3,274 % |
5,744 % |
5,407 % |
3,130 % |
3,378 % |
6,209 % |
124 |
3,277 % |
5,742 % |
5,400 % |
3,134 % |
3,380 % |
6,204 % |
125 |
3,280 % |
5,741 % |
5,394 % |
3,138 % |
3,382 % |
6,198 % |
126 |
3,282 % |
5,739 % |
5,388 % |
3,141 % |
3,383 % |
6,192 % |
127 |
3,285 % |
5,737 % |
5,381 % |
3,145 % |
3,385 % |
6,187 % |
128 |
3,287 % |
5,735 % |
5,375 % |
3,148 % |
3,387 % |
6,182 % |
129 |
3,290 % |
5,733 % |
5,369 % |
3,152 % |
3,388 % |
6,176 % |
130 |
3,292 % |
5,731 % |
5,363 % |
3,155 % |
3,390 % |
6,171 % |
131 |
3,294 % |
5,730 % |
5,357 % |
3,159 % |
3,392 % |
6,166 % |
132 |
3,297 % |
5,728 % |
5,352 % |
3,162 % |
3,393 % |
6,161 % |
133 |
3,299 % |
5,726 % |
5,346 % |
3,165 % |
3,395 % |
6,156 % |
134 |
3,301 % |
5,724 % |
5,340 % |
3,169 % |
3,396 % |
6,151 % |
135 |
3,303 % |
5,723 % |
5,335 % |
3,172 % |
3,398 % |
6,146 % |
136 |
3,305 % |
5,721 % |
5,330 % |
3,175 % |
3,399 % |
6,141 % |
137 |
3,308 % |
5,719 % |
5,324 % |
3,178 % |
3,401 % |
6,137 % |
138 |
3,310 % |
5,718 % |
5,319 % |
3,181 % |
3,402 % |
6,132 % |
139 |
3,312 % |
5,716 % |
5,314 % |
3,184 % |
3,404 % |
6,127 % |
140 |
3,314 % |
5,715 % |
5,309 % |
3,187 % |
3,405 % |
6,123 % |
141 |
3,316 % |
5,713 % |
5,304 % |
3,190 % |
3,406 % |
6,119 % |
142 |
3,318 % |
5,712 % |
5,299 % |
3,193 % |
3,408 % |
6,114 % |
143 |
3,320 % |
5,710 % |
5,294 % |
3,196 % |
3,409 % |
6,110 % |
144 |
3,322 % |
5,709 % |
5,289 % |
3,198 % |
3,410 % |
6,106 % |
145 |
3,324 % |
5,707 % |
5,284 % |
3,201 % |
3,412 % |
6,101 % |
146 |
3,326 % |
5,706 % |
5,279 % |
3,204 % |
3,413 % |
6,097 % |
147 |
3,328 % |
5,704 % |
5,275 % |
3,207 % |
3,414 % |
6,093 % |
148 |
3,329 % |
5,703 % |
5,270 % |
3,209 % |
3,416 % |
6,089 % |
149 |
3,331 % |
5,702 % |
5,266 % |
3,212 % |
3,417 % |
6,085 % |
150 |
3,333 % |
5,700 % |
5,261 % |
3,214 % |
3,418 % |
6,081 % |
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
1 |
8,451 % |
2,162 % |
1,642 % |
6,830 % |
0,200 % |
1,254 % |
2 |
9,187 % |
2,229 % |
1,993 % |
6,848 % |
0,469 % |
1,460 % |
3 |
9,707 % |
2,340 % |
2,342 % |
6,871 % |
0,787 % |
1,575 % |
4 |
10,078 % |
2,450 % |
2,627 % |
6,881 % |
1,034 % |
1,670 % |
5 |
10,359 % |
2,544 % |
2,854 % |
6,896 % |
1,220 % |
1,722 % |
6 |
10,574 % |
2,619 % |
3,043 % |
6,915 % |
1,363 % |
1,749 % |
7 |
10,733 % |
2,682 % |
3,202 % |
6,941 % |
1,475 % |
1,773 % |
8 |
10,854 % |
2,740 % |
3,338 % |
6,974 % |
1,563 % |
1,800 % |
9 |
10,959 % |
2,795 % |
3,459 % |
7,010 % |
1,631 % |
1,822 % |
10 |
11,039 % |
2,849 % |
3,575 % |
7,048 % |
1,682 % |
1,831 % |
11 |
11,067 % |
2,903 % |
3,681 % |
7,094 % |
1,718 % |
1,824 % |
12 |
11,049 % |
2,957 % |
3,782 % |
7,142 % |
1,745 % |
1,809 % |
13 |
10,998 % |
3,009 % |
3,878 % |
7,186 % |
1,767 % |
1,791 % |
14 |
10,922 % |
3,060 % |
3,971 % |
7,220 % |
1,786 % |
1,774 % |
15 |
10,827 % |
3,108 % |
4,059 % |
7,239 % |
1,805 % |
1,760 % |
16 |
10,720 % |
3,155 % |
4,141 % |
7,241 % |
1,825 % |
1,751 % |
17 |
10,603 % |
3,200 % |
4,215 % |
7,227 % |
1,846 % |
1,749 % |
18 |
10,481 % |
3,242 % |
4,281 % |
7,203 % |
1,869 % |
1,752 % |
19 |
10,354 % |
3,283 % |
4,337 % |
7,170 % |
1,895 % |
1,762 % |
20 |
10,226 % |
3,322 % |
4,381 % |
7,131 % |
1,925 % |
1,779 % |
21 |
10,098 % |
3,359 % |
4,414 % |
7,088 % |
1,957 % |
1,803 % |
22 |
9,970 % |
3,394 % |
4,436 % |
7,041 % |
1,991 % |
1,833 % |
23 |
9,845 % |
3,428 % |
4,450 % |
6,993 % |
2,027 % |
1,865 % |
24 |
9,722 % |
3,460 % |
4,458 % |
6,943 % |
2,064 % |
1,900 % |
25 |
9,602 % |
3,491 % |
4,460 % |
6,892 % |
2,101 % |
1,937 % |
26 |
9,486 % |
3,520 % |
4,458 % |
6,842 % |
2,137 % |
1,974 % |
27 |
9,373 % |
3,547 % |
4,453 % |
6,792 % |
2,173 % |
2,012 % |
28 |
9,264 % |
3,574 % |
4,446 % |
6,743 % |
2,209 % |
2,049 % |
29 |
9,159 % |
3,599 % |
4,436 % |
6,695 % |
2,243 % |
2,086 % |
30 |
9,057 % |
3,624 % |
4,425 % |
6,647 % |
2,277 % |
2,122 % |
31 |
8,960 % |
3,647 % |
4,412 % |
6,601 % |
2,310 % |
2,158 % |
32 |
8,867 % |
3,669 % |
4,399 % |
6,557 % |
2,342 % |
2,193 % |
33 |
8,777 % |
3,690 % |
4,385 % |
6,513 % |
2,372 % |
2,226 % |
34 |
8,691 % |
3,710 % |
4,371 % |
6,471 % |
2,402 % |
2,259 % |
35 |
8,608 % |
3,730 % |
4,356 % |
6,431 % |
2,431 % |
2,291 % |
36 |
8,529 % |
3,748 % |
4,342 % |
6,392 % |
2,458 % |
2,321 % |
37 |
8,454 % |
3,766 % |
4,327 % |
6,354 % |
2,485 % |
2,351 % |
38 |
8,381 % |
3,783 % |
4,313 % |
6,318 % |
2,511 % |
2,380 % |
39 |
8,311 % |
3,800 % |
4,299 % |
6,283 % |
2,535 % |
2,407 % |
40 |
8,245 % |
3,816 % |
4,285 % |
6,249 % |
2,559 % |
2,434 % |
41 |
8,181 % |
3,831 % |
4,271 % |
6,216 % |
2,582 % |
2,459 % |
42 |
8,119 % |
3,845 % |
4,258 % |
6,185 % |
2,604 % |
2,484 % |
43 |
8,060 % |
3,859 % |
4,245 % |
6,155 % |
2,625 % |
2,508 % |
44 |
8,004 % |
3,873 % |
4,232 % |
6,126 % |
2,646 % |
2,531 % |
45 |
7,950 % |
3,886 % |
4,220 % |
6,098 % |
2,666 % |
2,553 % |
46 |
7,897 % |
3,898 % |
4,207 % |
6,071 % |
2,685 % |
2,575 % |
47 |
7,847 % |
3,910 % |
4,196 % |
6,045 % |
2,703 % |
2,595 % |
48 |
7,799 % |
3,922 % |
4,184 % |
6,020 % |
2,721 % |
2,615 % |
49 |
7,753 % |
3,933 % |
4,173 % |
5,996 % |
2,738 % |
2,634 % |
50 |
7,708 % |
3,944 % |
4,163 % |
5,973 % |
2,754 % |
2,653 % |
51 |
7,665 % |
3,954 % |
4,152 % |
5,950 % |
2,770 % |
2,671 % |
52 |
7,624 % |
3,964 % |
4,142 % |
5,929 % |
2,786 % |
2,688 % |
53 |
7,584 % |
3,974 % |
4,132 % |
5,908 % |
2,801 % |
2,704 % |
54 |
7,545 % |
3,983 % |
4,123 % |
5,887 % |
2,815 % |
2,721 % |
55 |
7,508 % |
3,992 % |
4,114 % |
5,868 % |
2,829 % |
2,736 % |
56 |
7,472 % |
4,001 % |
4,105 % |
5,849 % |
2,842 % |
2,751 % |
57 |
7,438 % |
4,009 % |
4,096 % |
5,831 % |
2,855 % |
2,766 % |
58 |
7,404 % |
4,018 % |
4,088 % |
5,813 % |
2,868 % |
2,780 % |
59 |
7,372 % |
4,026 % |
4,080 % |
5,796 % |
2,880 % |
2,793 % |
60 |
7,341 % |
4,033 % |
4,072 % |
5,780 % |
2,892 % |
2,807 % |
61 |
7,310 % |
4,041 % |
4,065 % |
5,764 % |
2,903 % |
2,819 % |
62 |
7,281 % |
4,048 % |
4,057 % |
5,748 % |
2,914 % |
2,832 % |
63 |
7,253 % |
4,055 % |
4,050 % |
5,733 % |
2,925 % |
2,844 % |
64 |
7,225 % |
4,062 % |
4,043 % |
5,719 % |
2,935 % |
2,856 % |
65 |
7,199 % |
4,068 % |
4,036 % |
5,705 % |
2,945 % |
2,867 % |
66 |
7,173 % |
4,075 % |
4,030 % |
5,691 % |
2,955 % |
2,878 % |
67 |
7,148 % |
4,081 % |
4,023 % |
5,678 % |
2,965 % |
2,889 % |
68 |
7,123 % |
4,087 % |
4,017 % |
5,665 % |
2,974 % |
2,899 % |
69 |
7,100 % |
4,093 % |
4,011 % |
5,652 % |
2,983 % |
2,909 % |
70 |
7,077 % |
4,099 % |
4,005 % |
5,640 % |
2,992 % |
2,919 % |
71 |
7,054 % |
4,104 % |
4,000 % |
5,628 % |
3,000 % |
2,928 % |
72 |
7,033 % |
4,110 % |
3,994 % |
5,617 % |
3,009 % |
2,938 % |
73 |
7,012 % |
4,115 % |
3,989 % |
5,606 % |
3,017 % |
2,947 % |
74 |
6,991 % |
4,120 % |
3,984 % |
5,595 % |
3,024 % |
2,955 % |
75 |
6,971 % |
4,125 % |
3,979 % |
5,584 % |
3,032 % |
2,964 % |
76 |
6,951 % |
4,130 % |
3,974 % |
5,574 % |
3,039 % |
2,972 % |
77 |
6,933 % |
4,135 % |
3,969 % |
5,564 % |
3,047 % |
2,980 % |
78 |
6,914 % |
4,140 % |
3,964 % |
5,554 % |
3,054 % |
2,988 % |
79 |
6,896 % |
4,144 % |
3,959 % |
5,544 % |
3,061 % |
2,996 % |
80 |
6,878 % |
4,149 % |
3,955 % |
5,535 % |
3,067 % |
3,003 % |
81 |
6,861 % |
4,153 % |
3,950 % |
5,526 % |
3,074 % |
3,011 % |
82 |
6,845 % |
4,157 % |
3,946 % |
5,517 % |
3,080 % |
3,018 % |
83 |
6,828 % |
4,161 % |
3,942 % |
5,508 % |
3,086 % |
3,025 % |
84 |
6,812 % |
4,165 % |
3,938 % |
5,500 % |
3,093 % |
3,032 % |
85 |
6,797 % |
4,169 % |
3,934 % |
5,492 % |
3,099 % |
3,038 % |
86 |
6,782 % |
4,173 % |
3,930 % |
5,484 % |
3,104 % |
3,045 % |
87 |
6,767 % |
4,177 % |
3,926 % |
5,476 % |
3,110 % |
3,051 % |
88 |
6,752 % |
4,180 % |
3,923 % |
5,468 % |
3,116 % |
3,057 % |
89 |
6,738 % |
4,184 % |
3,919 % |
5,460 % |
3,121 % |
3,064 % |
90 |
6,724 % |
4,187 % |
3,915 % |
5,453 % |
3,126 % |
3,069 % |
91 |
6,711 % |
4,191 % |
3,912 % |
5,446 % |
3,131 % |
3,075 % |
92 |
6,698 % |
4,194 % |
3,909 % |
5,439 % |
3,137 % |
3,081 % |
93 |
6,685 % |
4,197 % |
3,905 % |
5,432 % |
3,142 % |
3,087 % |
94 |
6,672 % |
4,201 % |
3,902 % |
5,425 % |
3,146 % |
3,092 % |
95 |
6,660 % |
4,204 % |
3,899 % |
5,419 % |
3,151 % |
3,097 % |
96 |
6,648 % |
4,207 % |
3,896 % |
5,412 % |
3,156 % |
3,103 % |
97 |
6,636 % |
4,210 % |
3,893 % |
5,406 % |
3,160 % |
3,108 % |
98 |
6,624 % |
4,213 % |
3,890 % |
5,400 % |
3,165 % |
3,113 % |
99 |
6,613 % |
4,216 % |
3,887 % |
5,394 % |
3,169 % |
3,118 % |
100 |
6,601 % |
4,219 % |
3,884 % |
5,388 % |
3,174 % |
3,122 % |
101 |
6,590 % |
4,221 % |
3,881 % |
5,382 % |
3,178 % |
3,127 % |
102 |
6,580 % |
4,224 % |
3,878 % |
5,376 % |
3,182 % |
3,132 % |
103 |
6,569 % |
4,227 % |
3,876 % |
5,370 % |
3,186 % |
3,136 % |
104 |
6,559 % |
4,229 % |
3,873 % |
5,365 % |
3,190 % |
3,141 % |
105 |
6,549 % |
4,232 % |
3,870 % |
5,360 % |
3,194 % |
3,145 % |
106 |
6,539 % |
4,234 % |
3,868 % |
5,354 % |
3,198 % |
3,149 % |
107 |
6,529 % |
4,237 % |
3,865 % |
5,349 % |
3,201 % |
3,154 % |
108 |
6,519 % |
4,239 % |
3,863 % |
5,344 % |
3,205 % |
3,158 % |
109 |
6,510 % |
4,242 % |
3,860 % |
5,339 % |
3,209 % |
3,162 % |
110 |
6,501 % |
4,244 % |
3,858 % |
5,334 % |
3,212 % |
3,166 % |
111 |
6,492 % |
4,246 % |
3,856 % |
5,329 % |
3,216 % |
3,170 % |
112 |
6,483 % |
4,249 % |
3,853 % |
5,325 % |
3,219 % |
3,173 % |
113 |
6,474 % |
4,251 % |
3,851 % |
5,320 % |
3,223 % |
3,177 % |
114 |
6,466 % |
4,253 % |
3,849 % |
5,315 % |
3,226 % |
3,181 % |
115 |
6,457 % |
4,255 % |
3,847 % |
5,311 % |
3,229 % |
3,185 % |
116 |
6,449 % |
4,257 % |
3,845 % |
5,306 % |
3,232 % |
3,188 % |
117 |
6,441 % |
4,259 % |
3,843 % |
5,302 % |
3,235 % |
3,192 % |
118 |
6,433 % |
4,261 % |
3,841 % |
5,298 % |
3,238 % |
3,195 % |
119 |
6,425 % |
4,263 % |
3,838 % |
5,294 % |
3,242 % |
3,198 % |
120 |
6,417 % |
4,265 % |
3,837 % |
5,289 % |
3,245 % |
3,202 % |
121 |
6,409 % |
4,267 % |
3,835 % |
5,285 % |
3,247 % |
3,205 % |
122 |
6,402 % |
4,269 % |
3,833 % |
5,281 % |
3,250 % |
3,208 % |
123 |
6,395 % |
4,271 % |
3,831 % |
5,277 % |
3,253 % |
3,212 % |
124 |
6,387 % |
4,273 % |
3,829 % |
5,274 % |
3,256 % |
3,215 % |
125 |
6,380 % |
4,275 % |
3,827 % |
5,270 % |
3,259 % |
3,218 % |
126 |
6,373 % |
4,277 % |
3,825 % |
5,266 % |
3,261 % |
3,221 % |
127 |
6,366 % |
4,278 % |
3,823 % |
5,262 % |
3,264 % |
3,224 % |
128 |
6,359 % |
4,280 % |
3,822 % |
5,259 % |
3,267 % |
3,227 % |
129 |
6,353 % |
4,282 % |
3,820 % |
5,255 % |
3,269 % |
3,230 % |
130 |
6,346 % |
4,283 % |
3,818 % |
5,252 % |
3,272 % |
3,232 % |
131 |
6,340 % |
4,285 % |
3,817 % |
5,248 % |
3,274 % |
3,235 % |
132 |
6,333 % |
4,287 % |
3,815 % |
5,245 % |
3,277 % |
3,238 % |
133 |
6,327 % |
4,288 % |
3,813 % |
5,242 % |
3,279 % |
3,241 % |
134 |
6,321 % |
4,290 % |
3,812 % |
5,238 % |
3,282 % |
3,243 % |
135 |
6,315 % |
4,291 % |
3,810 % |
5,235 % |
3,284 % |
3,246 % |
136 |
6,309 % |
4,293 % |
3,809 % |
5,232 % |
3,286 % |
3,249 % |
137 |
6,303 % |
4,295 % |
3,807 % |
5,229 % |
3,289 % |
3,251 % |
138 |
6,297 % |
4,296 % |
3,806 % |
5,225 % |
3,291 % |
3,254 % |
139 |
6,291 % |
4,297 % |
3,804 % |
5,222 % |
3,293 % |
3,256 % |
140 |
6,286 % |
4,299 % |
3,803 % |
5,219 % |
3,295 % |
3,259 % |
141 |
6,280 % |
4,300 % |
3,801 % |
5,216 % |
3,297 % |
3,261 % |
142 |
6,274 % |
4,302 % |
3,800 % |
5,213 % |
3,299 % |
3,263 % |
143 |
6,269 % |
4,303 % |
3,798 % |
5,211 % |
3,302 % |
3,266 % |
144 |
6,264 % |
4,304 % |
3,797 % |
5,208 % |
3,304 % |
3,268 % |
145 |
6,258 % |
4,306 % |
3,796 % |
5,205 % |
3,306 % |
3,270 % |
146 |
6,253 % |
4,307 % |
3,794 % |
5,202 % |
3,308 % |
3,273 % |
147 |
6,248 % |
4,308 % |
3,793 % |
5,199 % |
3,310 % |
3,275 % |
148 |
6,243 % |
4,310 % |
3,792 % |
5,197 % |
3,312 % |
3,277 % |
149 |
6,238 % |
4,311 % |
3,790 % |
5,194 % |
3,314 % |
3,279 % |
150 |
6,233 % |
4,312 % |
3,789 % |
5,191 % |
3,316 % |
3,281 % |
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
1 |
17,721 % |
0,072 % |
-0,109 % |
2 |
17,964 % |
0,282 % |
-0,092 % |
3 |
18,231 % |
0,555 % |
-0,086 % |
4 |
18,400 % |
0,783 % |
-0,081 % |
5 |
18,498 % |
0,965 % |
-0,073 % |
6 |
18,528 % |
1,105 % |
-0,060 % |
7 |
18,506 % |
1,217 % |
-0,045 % |
8 |
18,441 % |
1,304 % |
-0,028 % |
9 |
18,326 % |
1,376 % |
-0,008 % |
10 |
18,168 % |
1,434 % |
0,014 % |
11 |
17,977 % |
1,489 % |
0,036 % |
12 |
17,759 % |
1,537 % |
0,060 % |
13 |
17,519 % |
1,574 % |
0,087 % |
14 |
17,263 % |
1,603 % |
0,114 % |
15 |
16,992 % |
1,629 % |
0,141 % |
16 |
16,712 % |
1,654 % |
0,167 % |
17 |
16,425 % |
1,676 % |
0,192 % |
18 |
16,133 % |
1,696 % |
0,216 % |
19 |
15,840 % |
1,713 % |
0,240 % |
20 |
15,547 % |
1,725 % |
0,264 % |
21 |
15,257 % |
1,733 % |
0,289 % |
22 |
14,971 % |
1,739 % |
0,311 % |
23 |
14,691 % |
1,743 % |
0,332 % |
24 |
14,417 % |
1,746 % |
0,350 % |
25 |
14,151 % |
1,750 % |
0,363 % |
26 |
13,893 % |
1,753 % |
0,374 % |
27 |
13,644 % |
1,756 % |
0,384 % |
28 |
13,404 % |
1,754 % |
0,397 % |
29 |
13,173 % |
1,748 % |
0,415 % |
30 |
12,951 % |
1,737 % |
0,441 % |
31 |
12,738 % |
1,718 % |
0,474 % |
32 |
12,534 % |
1,696 % |
0,514 % |
33 |
12,339 % |
1,672 % |
0,559 % |
34 |
12,153 % |
1,646 % |
0,607 % |
35 |
11,974 % |
1,622 % |
0,656 % |
36 |
11,803 % |
1,598 % |
0,708 % |
37 |
11,640 % |
1,576 % |
0,759 % |
38 |
11,484 % |
1,557 % |
0,811 % |
39 |
11,334 % |
1,540 % |
0,863 % |
40 |
11,192 % |
1,526 % |
0,914 % |
41 |
11,055 % |
1,514 % |
0,965 % |
42 |
10,924 % |
1,506 % |
1,014 % |
43 |
10,799 % |
1,500 % |
1,063 % |
44 |
10,679 % |
1,497 % |
1,110 % |
45 |
10,564 % |
1,497 % |
1,156 % |
46 |
10,454 % |
1,500 % |
1,201 % |
47 |
10,348 % |
1,505 % |
1,245 % |
48 |
10,246 % |
1,513 % |
1,287 % |
49 |
10,149 % |
1,524 % |
1,329 % |
50 |
10,055 % |
1,537 % |
1,369 % |
51 |
9,965 % |
1,554 % |
1,407 % |
52 |
9,878 % |
1,572 % |
1,445 % |
53 |
9,794 % |
1,592 % |
1,482 % |
54 |
9,714 % |
1,614 % |
1,517 % |
55 |
9,636 % |
1,637 % |
1,551 % |
56 |
9,561 % |
1,660 % |
1,585 % |
57 |
9,489 % |
1,684 % |
1,617 % |
58 |
9,419 % |
1,708 % |
1,648 % |
59 |
9,352 % |
1,732 % |
1,678 % |
60 |
9,287 % |
1,756 % |
1,708 % |
61 |
9,224 % |
1,781 % |
1,736 % |
62 |
9,163 % |
1,805 % |
1,764 % |
63 |
9,104 % |
1,829 % |
1,791 % |
64 |
9,047 % |
1,852 % |
1,817 % |
65 |
8,991 % |
1,876 % |
1,843 % |
66 |
8,938 % |
1,899 % |
1,867 % |
67 |
8,886 % |
1,921 % |
1,891 % |
68 |
8,835 % |
1,944 % |
1,914 % |
69 |
8,786 % |
1,966 % |
1,937 % |
70 |
8,738 % |
1,987 % |
1,959 % |
71 |
8,692 % |
2,008 % |
1,980 % |
72 |
8,647 % |
2,029 % |
2,001 % |
73 |
8,603 % |
2,049 % |
2,022 % |
74 |
8,561 % |
2,069 % |
2,041 % |
75 |
8,520 % |
2,088 % |
2,061 % |
76 |
8,479 % |
2,107 % |
2,079 % |
77 |
8,440 % |
2,126 % |
2,098 % |
78 |
8,402 % |
2,144 % |
2,115 % |
79 |
8,365 % |
2,162 % |
2,133 % |
80 |
8,328 % |
2,179 % |
2,150 % |
81 |
8,293 % |
2,196 % |
2,166 % |
82 |
8,258 % |
2,213 % |
2,182 % |
83 |
8,225 % |
2,229 % |
2,198 % |
84 |
8,192 % |
2,245 % |
2,213 % |
85 |
8,160 % |
2,261 % |
2,228 % |
86 |
8,129 % |
2,276 % |
2,243 % |
87 |
8,098 % |
2,291 % |
2,257 % |
88 |
8,068 % |
2,306 % |
2,272 % |
89 |
8,039 % |
2,320 % |
2,285 % |
90 |
8,010 % |
2,334 % |
2,299 % |
91 |
7,982 % |
2,348 % |
2,312 % |
92 |
7,955 % |
2,361 % |
2,325 % |
93 |
7,928 % |
2,374 % |
2,337 % |
94 |
7,902 % |
2,387 % |
2,349 % |
95 |
7,877 % |
2,400 % |
2,361 % |
96 |
7,852 % |
2,412 % |
2,373 % |
97 |
7,827 % |
2,424 % |
2,385 % |
98 |
7,803 % |
2,436 % |
2,396 % |
99 |
7,780 % |
2,448 % |
2,407 % |
100 |
7,757 % |
2,459 % |
2,418 % |
101 |
7,734 % |
2,470 % |
2,429 % |
102 |
7,712 % |
2,481 % |
2,439 % |
103 |
7,690 % |
2,492 % |
2,449 % |
104 |
7,669 % |
2,503 % |
2,460 % |
105 |
7,648 % |
2,513 % |
2,469 % |
106 |
7,628 % |
2,523 % |
2,479 % |
107 |
7,608 % |
2,533 % |
2,489 % |
108 |
7,588 % |
2,543 % |
2,498 % |
109 |
7,569 % |
2,553 % |
2,507 % |
110 |
7,550 % |
2,562 % |
2,516 % |
111 |
7,531 % |
2,572 % |
2,525 % |
112 |
7,513 % |
2,581 % |
2,533 % |
113 |
7,495 % |
2,590 % |
2,542 % |
114 |
7,477 % |
2,598 % |
2,550 % |
115 |
7,460 % |
2,607 % |
2,559 % |
116 |
7,443 % |
2,616 % |
2,567 % |
117 |
7,426 % |
2,624 % |
2,575 % |
118 |
7,409 % |
2,632 % |
2,582 % |
119 |
7,393 % |
2,640 % |
2,590 % |
120 |
7,377 % |
2,648 % |
2,598 % |
121 |
7,362 % |
2,656 % |
2,605 % |
122 |
7,346 % |
2,664 % |
2,612 % |
123 |
7,331 % |
2,671 % |
2,620 % |
124 |
7,316 % |
2,679 % |
2,627 % |
125 |
7,302 % |
2,686 % |
2,634 % |
126 |
7,287 % |
2,693 % |
2,640 % |
127 |
7,273 % |
2,701 % |
2,647 % |
128 |
7,259 % |
2,708 % |
2,654 % |
129 |
7,245 % |
2,714 % |
2,660 % |
130 |
7,232 % |
2,721 % |
2,667 % |
131 |
7,218 % |
2,728 % |
2,673 % |
132 |
7,205 % |
2,734 % |
2,679 % |
133 |
7,192 % |
2,741 % |
2,685 % |
134 |
7,180 % |
2,747 % |
2,692 % |
135 |
7,167 % |
2,754 % |
2,697 % |
136 |
7,155 % |
2,760 % |
2,703 % |
137 |
7,143 % |
2,766 % |
2,709 % |
138 |
7,131 % |
2,772 % |
2,715 % |
139 |
7,119 % |
2,778 % |
2,721 % |
140 |
7,107 % |
2,784 % |
2,726 % |
141 |
7,096 % |
2,789 % |
2,732 % |
142 |
7,084 % |
2,795 % |
2,737 % |
143 |
7,073 % |
2,801 % |
2,742 % |
144 |
7,062 % |
2,806 % |
2,747 % |
145 |
7,051 % |
2,812 % |
2,753 % |
146 |
7,041 % |
2,817 % |
2,758 % |
147 |
7,030 % |
2,822 % |
2,763 % |
148 |
7,020 % |
2,828 % |
2,768 % |
149 |
7,009 % |
2,833 % |
2,773 % |
150 |
6,999 % |
2,838 % |
2,777 % |
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 |
30 |
5 |
0 |
23 |
1 |
2 |
0 |
0 |
37 |
5 |
0 |
39 |
0 |
3 |
0 |
0 |
42 |
5 |
1 |
44 |
0 |
4 |
0 |
2 |
45 |
5 |
2 |
45 |
0 |
5 |
0 |
3 |
49 |
5 |
4 |
48 |
0 |
6 |
1 |
4 |
52 |
5 |
6 |
51 |
0 |
7 |
1 |
5 |
55 |
5 |
8 |
52 |
0 |
8 |
2 |
6 |
56 |
5 |
10 |
52 |
0 |
9 |
3 |
7 |
58 |
5 |
12 |
49 |
0 |
10 |
3 |
8 |
60 |
5 |
13 |
48 |
0 |
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
1 |
0 |
0 |
0 |
0 |
371 |
4 |
15 |
2 |
0 |
0 |
0 |
0 |
231 |
4 |
21 |
3 |
0 |
0 |
0 |
0 |
205 |
4 |
23 |
4 |
2 |
0 |
0 |
0 |
179 |
4 |
24 |
5 |
3 |
0 |
0 |
0 |
165 |
4 |
25 |
6 |
4 |
0 |
0 |
0 |
162 |
4 |
27 |
7 |
5 |
0 |
0 |
0 |
159 |
4 |
28 |
8 |
6 |
0 |
1 |
0 |
163 |
3 |
29 |
9 |
7 |
0 |
2 |
0 |
165 |
1 |
29 |
10 |
8 |
0 |
3 |
0 |
167 |
4 |
29 |
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
1 |
6 |
4 |
5 |
0 |
15 |
0 |
4 |
2 |
14 |
10 |
11 |
0 |
21 |
0 |
4 |
3 |
18 |
13 |
14 |
0 |
23 |
0 |
4 |
4 |
21 |
15 |
16 |
0 |
24 |
0 |
4 |
5 |
24 |
17 |
18 |
0 |
25 |
0 |
4 |
6 |
25 |
18 |
20 |
0 |
27 |
0 |
4 |
7 |
27 |
20 |
21 |
0 |
28 |
0 |
4 |
8 |
28 |
21 |
23 |
0 |
29 |
0 |
4 |
9 |
30 |
22 |
24 |
1 |
29 |
0 |
4 |
10 |
31 |
23 |
25 |
2 |
29 |
0 |
4 |
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
1 |
23 |
9 |
11 |
17 |
5 |
0 |
0 |
2 |
39 |
16 |
15 |
20 |
11 |
0 |
0 |
3 |
44 |
18 |
17 |
24 |
14 |
0 |
0 |
4 |
45 |
19 |
18 |
28 |
16 |
0 |
0 |
5 |
48 |
21 |
19 |
32 |
18 |
0 |
0 |
6 |
51 |
22 |
21 |
35 |
20 |
0 |
0 |
7 |
52 |
23 |
22 |
36 |
21 |
0 |
0 |
8 |
52 |
25 |
23 |
38 |
23 |
0 |
0 |
9 |
49 |
26 |
24 |
38 |
24 |
0 |
0 |
10 |
48 |
24 |
24 |
38 |
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 |
18 |
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 |
15 |
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
1 |
0 |
12 |
0 |
10 |
0 |
0 |
9 |
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
3 |
2 |
28 |
0 |
10 |
0 |
0 |
10 |
4 |
3 |
35 |
0 |
10 |
0 |
0 |
10 |
5 |
3 |
37 |
0 |
10 |
0 |
0 |
10 |
6 |
3 |
40 |
0 |
10 |
0 |
0 |
10 |
7 |
4 |
42 |
0 |
10 |
0 |
0 |
10 |
8 |
8 |
40 |
0 |
10 |
0 |
0 |
10 |
9 |
5 |
37 |
0 |
10 |
0 |
0 |
10 |
10 |
5 |
39 |
0 |
10 |
1 |
0 |
10 |
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
1 |
0 |
0 |
0 |
7 |
9 |
1 |
4 |
2 |
0 |
0 |
0 |
9 |
12 |
0 |
4 |
3 |
0 |
0 |
0 |
10 |
12 |
0 |
4 |
4 |
0 |
0 |
0 |
10 |
14 |
0 |
4 |
5 |
0 |
2 |
0 |
10 |
15 |
0 |
4 |
6 |
0 |
5 |
0 |
12 |
15 |
0 |
4 |
7 |
0 |
7 |
0 |
14 |
16 |
0 |
4 |
8 |
0 |
11 |
0 |
15 |
16 |
0 |
4 |
9 |
0 |
17 |
0 |
16 |
16 |
0 |
4 |
10 |
0 |
17 |
0 |
18 |
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 |
7 |
20 |
43 |
114 |
226 |
530 |
1 205 |
2 |
7 |
20 |
43 |
114 |
226 |
530 |
969 |
3 |
8 |
22 |
44 |
108 |
223 |
526 |
790 |
4 |
9 |
24 |
47 |
110 |
222 |
525 |
654 |
5 |
10 |
27 |
52 |
113 |
222 |
525 |
550 |
6 |
11 |
29 |
55 |
118 |
222 |
525 |
525 |
7 |
13 |
31 |
57 |
121 |
222 |
525 |
525 |
8 |
13 |
32 |
57 |
120 |
222 |
525 |
525 |
9 |
13 |
33 |
57 |
119 |
222 |
525 |
525 |
10 |
13 |
34 |
57 |
119 |
222 |
525 |
525 |
11 |
14 |
35 |
58 |
119 |
222 |
525 |
525 |
12 |
14 |
36 |
58 |
119 |
222 |
525 |
525 |
13 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
14 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
15 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
16 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
17 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
18 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
19 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
20 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
21 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
22 |
17 |
37 |
58 |
119 |
222 |
525 |
525 |
23 |
17 |
37 |
58 |
119 |
222 |
525 |
525 |
24 |
18 |
37 |
58 |
119 |
222 |
525 |
525 |
25 |
18 |
37 |
58 |
119 |
222 |
525 |
525 |
26 |
19 |
37 |
58 |
119 |
222 |
525 |
525 |
27 |
19 |
37 |
58 |
119 |
222 |
525 |
525 |
28 |
21 |
37 |
58 |
119 |
222 |
525 |
525 |
29 |
21 |
37 |
58 |
119 |
222 |
525 |
525 |
30 |
22 |
37 |
58 |
119 |
222 |
525 |
525 |
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 |
28 |
51 |
122 |
234 |
538 |
1 261 |
2 |
16 |
30 |
53 |
124 |
236 |
540 |
1 017 |
3 |
18 |
32 |
55 |
118 |
233 |
537 |
830 |
4 |
19 |
34 |
57 |
120 |
232 |
536 |
686 |
5 |
20 |
36 |
62 |
123 |
231 |
535 |
576 |
6 |
20 |
38 |
64 |
127 |
231 |
534 |
534 |
7 |
21 |
39 |
66 |
129 |
230 |
534 |
534 |
8 |
20 |
39 |
65 |
127 |
229 |
533 |
533 |
9 |
20 |
40 |
64 |
126 |
229 |
533 |
533 |
10 |
20 |
41 |
64 |
126 |
228 |
532 |
532 |
11 |
20 |
41 |
64 |
125 |
228 |
531 |
531 |
12 |
20 |
41 |
63 |
125 |
227 |
531 |
531 |
13 |
20 |
41 |
63 |
124 |
227 |
530 |
530 |
14 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
15 |
19 |
41 |
62 |
123 |
226 |
529 |
529 |
16 |
18 |
40 |
61 |
123 |
225 |
529 |
529 |
17 |
18 |
40 |
61 |
123 |
225 |
529 |
529 |
18 |
18 |
40 |
61 |
123 |
225 |
529 |
529 |
19 |
18 |
40 |
61 |
123 |
225 |
529 |
529 |
20 |
19 |
40 |
62 |
123 |
226 |
529 |
529 |
21 |
19 |
41 |
62 |
123 |
226 |
529 |
529 |
22 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
23 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
24 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
25 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
26 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
27 |
21 |
41 |
62 |
124 |
226 |
530 |
530 |
28 |
21 |
41 |
62 |
124 |
226 |
530 |
530 |
29 |
22 |
41 |
62 |
123 |
226 |
530 |
530 |
30 |
22 |
41 |
62 |
123 |
226 |
530 |
530 |
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 |
43 |
114 |
226 |
530 |
1 205 |
2 |
6 |
20 |
43 |
114 |
226 |
530 |
969 |
3 |
7 |
22 |
44 |
108 |
223 |
526 |
790 |
4 |
9 |
24 |
47 |
110 |
222 |
525 |
654 |
5 |
10 |
27 |
52 |
113 |
222 |
525 |
550 |
6 |
11 |
29 |
55 |
118 |
222 |
525 |
525 |
7 |
12 |
31 |
57 |
120 |
222 |
525 |
525 |
8 |
12 |
32 |
57 |
119 |
222 |
525 |
525 |
9 |
13 |
32 |
57 |
119 |
222 |
525 |
525 |
10 |
13 |
34 |
57 |
119 |
222 |
525 |
525 |
11 |
14 |
35 |
58 |
119 |
222 |
525 |
525 |
12 |
14 |
36 |
58 |
119 |
222 |
525 |
525 |
13 |
14 |
36 |
58 |
119 |
222 |
525 |
525 |
14 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
15 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
16 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
17 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
18 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
19 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
20 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
21 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
22 |
17 |
36 |
58 |
119 |
222 |
525 |
525 |
23 |
17 |
36 |
58 |
119 |
222 |
525 |
525 |
24 |
18 |
36 |
58 |
119 |
222 |
525 |
525 |
25 |
18 |
36 |
58 |
119 |
222 |
525 |
525 |
26 |
19 |
36 |
58 |
119 |
222 |
525 |
525 |
27 |
19 |
36 |
58 |
119 |
222 |
525 |
525 |
28 |
21 |
36 |
58 |
119 |
222 |
525 |
525 |
29 |
21 |
37 |
58 |
119 |
222 |
525 |
525 |
30 |
22 |
37 |
58 |
119 |
222 |
525 |
525 |
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 |
77 |
90 |
114 |
185 |
297 |
601 |
1 243 |
2 |
74 |
87 |
111 |
181 |
294 |
597 |
1 004 |
3 |
78 |
92 |
115 |
178 |
293 |
597 |
821 |
4 |
77 |
93 |
116 |
179 |
290 |
594 |
681 |
5 |
77 |
93 |
119 |
180 |
288 |
592 |
592 |
6 |
76 |
94 |
120 |
183 |
287 |
590 |
590 |
7 |
76 |
94 |
120 |
184 |
285 |
588 |
588 |
8 |
75 |
94 |
119 |
182 |
284 |
587 |
587 |
9 |
74 |
94 |
118 |
180 |
283 |
587 |
587 |
10 |
71 |
92 |
115 |
177 |
280 |
583 |
583 |
11 |
69 |
90 |
113 |
175 |
277 |
581 |
581 |
12 |
69 |
90 |
112 |
173 |
276 |
580 |
580 |
13 |
68 |
90 |
111 |
173 |
275 |
579 |
579 |
14 |
68 |
90 |
111 |
172 |
275 |
579 |
579 |
15 |
68 |
90 |
111 |
172 |
275 |
578 |
578 |
16 |
67 |
89 |
110 |
172 |
274 |
578 |
578 |
17 |
67 |
89 |
110 |
171 |
274 |
577 |
577 |
18 |
66 |
88 |
109 |
171 |
273 |
577 |
577 |
19 |
66 |
87 |
109 |
170 |
273 |
576 |
576 |
20 |
65 |
87 |
108 |
169 |
272 |
576 |
576 |
21 |
64 |
86 |
107 |
169 |
271 |
575 |
575 |
22 |
64 |
85 |
107 |
168 |
271 |
574 |
574 |
23 |
63 |
85 |
106 |
167 |
270 |
573 |
573 |
24 |
62 |
84 |
105 |
166 |
269 |
572 |
572 |
25 |
61 |
83 |
104 |
165 |
268 |
571 |
571 |
26 |
60 |
82 |
103 |
164 |
267 |
570 |
570 |
27 |
59 |
81 |
102 |
163 |
266 |
569 |
569 |
28 |
58 |
80 |
101 |
162 |
265 |
568 |
568 |
29 |
57 |
79 |
100 |
161 |
264 |
567 |
567 |
30 |
56 |
78 |
99 |
160 |
263 |
566 |
566 |
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 |
47 |
118 |
230 |
534 |
1 214 |
2 |
12 |
25 |
49 |
119 |
232 |
535 |
978 |
3 |
14 |
29 |
51 |
115 |
229 |
533 |
798 |
4 |
16 |
31 |
54 |
117 |
229 |
532 |
661 |
5 |
18 |
34 |
59 |
121 |
229 |
533 |
556 |
6 |
19 |
36 |
63 |
125 |
229 |
533 |
533 |
7 |
20 |
38 |
64 |
128 |
229 |
532 |
532 |
8 |
19 |
38 |
64 |
126 |
228 |
532 |
532 |
9 |
19 |
39 |
63 |
125 |
228 |
532 |
532 |
10 |
19 |
40 |
63 |
125 |
228 |
531 |
531 |
11 |
19 |
41 |
63 |
125 |
227 |
531 |
531 |
12 |
20 |
41 |
63 |
125 |
227 |
531 |
531 |
13 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
14 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
15 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
16 |
20 |
42 |
63 |
124 |
227 |
531 |
531 |
17 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
18 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
19 |
21 |
42 |
64 |
125 |
228 |
531 |
531 |
20 |
21 |
43 |
64 |
125 |
228 |
532 |
532 |
21 |
21 |
43 |
64 |
126 |
228 |
532 |
532 |
22 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
23 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
24 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
25 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
26 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
27 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
28 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
29 |
22 |
43 |
65 |
126 |
229 |
532 |
532 |
30 |
22 |
43 |
64 |
126 |
228 |
532 |
532 |
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 |
48 |
61 |
84 |
155 |
267 |
571 |
1 212 |
2 |
51 |
64 |
88 |
159 |
271 |
575 |
976 |
3 |
56 |
71 |
93 |
157 |
272 |
575 |
795 |
4 |
60 |
75 |
98 |
161 |
273 |
576 |
658 |
5 |
62 |
79 |
104 |
165 |
274 |
577 |
577 |
6 |
63 |
81 |
107 |
170 |
274 |
577 |
577 |
7 |
64 |
82 |
109 |
172 |
273 |
577 |
577 |
8 |
63 |
82 |
108 |
170 |
272 |
576 |
576 |
9 |
62 |
82 |
106 |
168 |
271 |
575 |
575 |
10 |
61 |
82 |
106 |
167 |
270 |
573 |
573 |
11 |
61 |
82 |
105 |
166 |
268 |
572 |
572 |
12 |
60 |
81 |
103 |
165 |
267 |
571 |
571 |
13 |
59 |
81 |
102 |
163 |
266 |
570 |
570 |
14 |
58 |
80 |
101 |
162 |
265 |
568 |
568 |
15 |
57 |
79 |
100 |
161 |
264 |
567 |
567 |
16 |
56 |
78 |
99 |
160 |
263 |
567 |
567 |
17 |
55 |
77 |
98 |
160 |
262 |
566 |
566 |
18 |
55 |
76 |
98 |
159 |
262 |
565 |
565 |
19 |
54 |
76 |
97 |
159 |
261 |
565 |
565 |
20 |
54 |
75 |
97 |
158 |
261 |
564 |
564 |
21 |
53 |
75 |
96 |
157 |
260 |
564 |
564 |
22 |
52 |
74 |
95 |
157 |
259 |
563 |
563 |
23 |
52 |
73 |
95 |
156 |
259 |
562 |
562 |
24 |
51 |
73 |
94 |
155 |
258 |
561 |
561 |
25 |
50 |
72 |
93 |
154 |
257 |
561 |
561 |
26 |
49 |
71 |
92 |
154 |
256 |
560 |
560 |
27 |
48 |
70 |
91 |
153 |
255 |
559 |
559 |
28 |
48 |
69 |
91 |
152 |
255 |
558 |
558 |
29 |
47 |
69 |
90 |
151 |
254 |
557 |
557 |
30 |
46 |
68 |
89 |
150 |
253 |
557 |
557 |
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 |
42 |
113 |
226 |
529 |
1 204 |
2 |
6 |
19 |
42 |
113 |
226 |
529 |
969 |
3 |
7 |
21 |
44 |
107 |
222 |
525 |
790 |
4 |
8 |
23 |
46 |
109 |
221 |
525 |
654 |
5 |
9 |
26 |
51 |
113 |
221 |
524 |
550 |
6 |
10 |
28 |
55 |
117 |
221 |
524 |
524 |
7 |
12 |
30 |
56 |
120 |
221 |
524 |
524 |
8 |
12 |
31 |
56 |
119 |
221 |
524 |
524 |
9 |
12 |
32 |
56 |
118 |
221 |
524 |
524 |
10 |
12 |
33 |
57 |
118 |
221 |
524 |
524 |
11 |
13 |
34 |
57 |
118 |
221 |
524 |
524 |
12 |
13 |
35 |
57 |
118 |
221 |
524 |
524 |
13 |
14 |
35 |
57 |
118 |
221 |
524 |
524 |
14 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
15 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
16 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
17 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
18 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
19 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
20 |
15 |
36 |
57 |
118 |
221 |
524 |
524 |
21 |
15 |
36 |
57 |
118 |
221 |
524 |
524 |
22 |
17 |
36 |
57 |
118 |
221 |
524 |
524 |
23 |
17 |
36 |
57 |
118 |
221 |
524 |
524 |
24 |
18 |
36 |
57 |
118 |
221 |
524 |
524 |
25 |
18 |
36 |
57 |
118 |
221 |
525 |
525 |
26 |
19 |
36 |
57 |
118 |
221 |
525 |
525 |
27 |
19 |
36 |
57 |
118 |
221 |
525 |
525 |
28 |
21 |
36 |
57 |
118 |
221 |
525 |
525 |
29 |
21 |
36 |
57 |
118 |
221 |
525 |
525 |
30 |
22 |
36 |
57 |
118 |
221 |
525 |
525 |
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 |
24 |
53 |
145 |
244 |
548 |
1 223 |
2 |
8 |
24 |
53 |
145 |
244 |
548 |
986 |
3 |
9 |
26 |
53 |
131 |
241 |
544 |
805 |
4 |
10 |
28 |
55 |
122 |
239 |
542 |
667 |
5 |
12 |
30 |
57 |
112 |
238 |
541 |
560 |
6 |
14 |
34 |
60 |
105 |
237 |
540 |
540 |
7 |
16 |
36 |
61 |
99 |
236 |
539 |
539 |
8 |
17 |
38 |
60 |
92 |
235 |
538 |
538 |
9 |
20 |
45 |
63 |
87 |
234 |
537 |
537 |
10 |
19 |
44 |
61 |
84 |
233 |
536 |
536 |
11 |
18 |
43 |
60 |
84 |
232 |
536 |
536 |
12 |
18 |
43 |
60 |
86 |
231 |
535 |
535 |
13 |
18 |
43 |
61 |
86 |
230 |
534 |
534 |
14 |
18 |
43 |
61 |
86 |
230 |
533 |
533 |
15 |
18 |
43 |
61 |
86 |
229 |
532 |
532 |
16 |
18 |
43 |
61 |
86 |
228 |
531 |
531 |
17 |
18 |
43 |
61 |
86 |
227 |
530 |
530 |
18 |
18 |
43 |
61 |
86 |
226 |
530 |
530 |
19 |
18 |
43 |
61 |
86 |
226 |
530 |
530 |
20 |
18 |
43 |
61 |
86 |
226 |
530 |
530 |
21 |
18 |
43 |
61 |
86 |
227 |
530 |
530 |
22 |
18 |
43 |
61 |
86 |
226 |
530 |
530 |
23 |
18 |
43 |
61 |
86 |
226 |
529 |
529 |
24 |
18 |
43 |
61 |
86 |
225 |
529 |
529 |
25 |
18 |
43 |
61 |
86 |
225 |
528 |
528 |
26 |
19 |
43 |
61 |
86 |
224 |
528 |
528 |
27 |
19 |
43 |
61 |
86 |
223 |
527 |
527 |
28 |
21 |
43 |
61 |
86 |
223 |
527 |
527 |
29 |
21 |
43 |
61 |
86 |
222 |
526 |
526 |
30 |
22 |
43 |
61 |
86 |
222 |
526 |
526 |
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 |
84 |
98 |
121 |
192 |
304 |
608 |
1 264 |
2 |
83 |
96 |
120 |
190 |
303 |
606 |
1 021 |
3 |
82 |
97 |
119 |
183 |
298 |
601 |
835 |
4 |
82 |
97 |
120 |
183 |
295 |
598 |
692 |
5 |
81 |
97 |
123 |
184 |
292 |
596 |
596 |
6 |
80 |
98 |
124 |
187 |
290 |
594 |
594 |
7 |
79 |
97 |
124 |
187 |
288 |
592 |
592 |
8 |
77 |
96 |
121 |
184 |
286 |
590 |
590 |
9 |
75 |
95 |
119 |
181 |
284 |
587 |
587 |
10 |
74 |
95 |
118 |
180 |
282 |
586 |
586 |
11 |
73 |
94 |
117 |
178 |
281 |
585 |
585 |
12 |
72 |
93 |
115 |
177 |
279 |
583 |
583 |
13 |
71 |
93 |
114 |
175 |
278 |
582 |
582 |
14 |
70 |
91 |
113 |
174 |
277 |
580 |
580 |
15 |
68 |
90 |
111 |
173 |
275 |
579 |
579 |
16 |
67 |
89 |
110 |
172 |
274 |
578 |
578 |
17 |
66 |
88 |
109 |
171 |
273 |
577 |
577 |
18 |
65 |
87 |
108 |
170 |
272 |
576 |
576 |
19 |
64 |
86 |
107 |
169 |
271 |
575 |
575 |
20 |
64 |
85 |
107 |
168 |
271 |
574 |
574 |
21 |
63 |
85 |
106 |
167 |
270 |
573 |
573 |
22 |
62 |
84 |
105 |
166 |
269 |
572 |
572 |
23 |
61 |
83 |
104 |
165 |
268 |
571 |
571 |
24 |
60 |
82 |
103 |
164 |
267 |
570 |
570 |
25 |
59 |
80 |
102 |
163 |
266 |
569 |
569 |
26 |
58 |
79 |
101 |
162 |
264 |
568 |
568 |
27 |
57 |
78 |
99 |
161 |
263 |
567 |
567 |
28 |
55 |
77 |
98 |
160 |
262 |
566 |
566 |
29 |
54 |
76 |
97 |
159 |
261 |
565 |
565 |
30 |
53 |
75 |
96 |
158 |
260 |
564 |
564 |
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 |
57 |
70 |
93 |
164 |
276 |
580 |
1 218 |
2 |
56 |
69 |
92 |
163 |
276 |
579 |
985 |
3 |
56 |
70 |
93 |
156 |
271 |
575 |
806 |
4 |
57 |
72 |
95 |
158 |
270 |
573 |
668 |
5 |
56 |
73 |
98 |
160 |
268 |
572 |
572 |
6 |
56 |
73 |
100 |
163 |
266 |
570 |
570 |
7 |
56 |
74 |
101 |
164 |
265 |
569 |
569 |
8 |
54 |
74 |
99 |
161 |
264 |
567 |
567 |
9 |
53 |
73 |
98 |
159 |
262 |
566 |
566 |
10 |
53 |
73 |
97 |
158 |
261 |
565 |
565 |
11 |
52 |
73 |
96 |
158 |
260 |
564 |
564 |
12 |
52 |
74 |
96 |
157 |
259 |
563 |
563 |
13 |
52 |
73 |
95 |
156 |
259 |
562 |
562 |
14 |
51 |
73 |
94 |
156 |
258 |
562 |
562 |
15 |
51 |
73 |
94 |
155 |
258 |
561 |
561 |
16 |
50 |
72 |
93 |
154 |
257 |
560 |
560 |
17 |
49 |
71 |
92 |
154 |
256 |
560 |
560 |
18 |
49 |
71 |
92 |
153 |
256 |
559 |
559 |
19 |
48 |
70 |
91 |
153 |
255 |
559 |
559 |
20 |
48 |
70 |
91 |
153 |
255 |
559 |
559 |
21 |
48 |
70 |
91 |
152 |
255 |
559 |
559 |
22 |
47 |
69 |
91 |
152 |
254 |
558 |
558 |
23 |
47 |
69 |
90 |
151 |
254 |
558 |
558 |
24 |
46 |
68 |
89 |
151 |
253 |
557 |
557 |
25 |
46 |
68 |
89 |
150 |
253 |
556 |
556 |
26 |
45 |
67 |
88 |
149 |
252 |
556 |
556 |
27 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
28 |
44 |
65 |
87 |
148 |
251 |
554 |
554 |
29 |
43 |
65 |
86 |
147 |
250 |
554 |
554 |
30 |
42 |
64 |
85 |
147 |
249 |
553 |
553 |
2.11 Norwegian krone
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
31 |
44 |
68 |
139 |
251 |
555 |
1 233 |
2 |
32 |
45 |
69 |
140 |
252 |
555 |
995 |
3 |
32 |
47 |
69 |
133 |
248 |
551 |
813 |
4 |
33 |
48 |
71 |
134 |
246 |
549 |
674 |
5 |
33 |
50 |
75 |
137 |
245 |
549 |
566 |
6 |
34 |
51 |
78 |
141 |
244 |
548 |
548 |
7 |
34 |
53 |
79 |
142 |
243 |
547 |
547 |
8 |
33 |
53 |
78 |
140 |
242 |
546 |
546 |
9 |
33 |
53 |
77 |
139 |
242 |
545 |
545 |
10 |
33 |
53 |
77 |
138 |
241 |
545 |
545 |
11 |
33 |
54 |
76 |
138 |
240 |
544 |
544 |
12 |
32 |
54 |
76 |
137 |
240 |
543 |
543 |
13 |
32 |
54 |
75 |
136 |
239 |
543 |
543 |
14 |
32 |
53 |
74 |
136 |
238 |
542 |
542 |
15 |
31 |
53 |
74 |
135 |
238 |
541 |
541 |
16 |
30 |
52 |
73 |
135 |
237 |
541 |
541 |
17 |
30 |
52 |
73 |
134 |
237 |
540 |
540 |
18 |
29 |
51 |
73 |
134 |
236 |
540 |
540 |
19 |
29 |
51 |
72 |
134 |
236 |
540 |
540 |
20 |
29 |
51 |
72 |
134 |
236 |
540 |
540 |
21 |
29 |
51 |
73 |
134 |
236 |
540 |
540 |
22 |
29 |
51 |
72 |
134 |
236 |
540 |
540 |
23 |
29 |
51 |
72 |
134 |
236 |
540 |
540 |
24 |
29 |
51 |
72 |
133 |
236 |
540 |
540 |
25 |
29 |
51 |
72 |
133 |
236 |
539 |
539 |
26 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
27 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
28 |
28 |
50 |
71 |
132 |
235 |
538 |
538 |
29 |
28 |
49 |
71 |
132 |
235 |
538 |
538 |
30 |
27 |
49 |
70 |
132 |
234 |
538 |
538 |
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 |
95 |
208 |
511 |
1 201 |
2 |
1 |
5 |
26 |
96 |
209 |
512 |
967 |
3 |
2 |
5 |
27 |
91 |
205 |
509 |
788 |
4 |
2 |
7 |
30 |
93 |
204 |
508 |
653 |
5 |
4 |
9 |
35 |
96 |
204 |
508 |
549 |
6 |
4 |
11 |
38 |
101 |
204 |
508 |
508 |
7 |
5 |
14 |
40 |
103 |
204 |
508 |
508 |
8 |
6 |
14 |
40 |
102 |
204 |
508 |
508 |
9 |
7 |
15 |
40 |
101 |
204 |
508 |
508 |
10 |
8 |
16 |
40 |
101 |
204 |
508 |
508 |
11 |
8 |
18 |
41 |
103 |
205 |
509 |
509 |
12 |
9 |
18 |
40 |
101 |
204 |
507 |
507 |
13 |
10 |
19 |
41 |
102 |
205 |
508 |
508 |
14 |
10 |
19 |
41 |
102 |
205 |
508 |
508 |
15 |
12 |
18 |
39 |
101 |
203 |
507 |
507 |
16 |
12 |
17 |
39 |
100 |
202 |
506 |
506 |
17 |
13 |
17 |
38 |
100 |
202 |
506 |
506 |
18 |
14 |
17 |
39 |
100 |
203 |
506 |
506 |
19 |
14 |
18 |
39 |
100 |
203 |
506 |
506 |
20 |
15 |
18 |
39 |
101 |
203 |
507 |
507 |
21 |
15 |
20 |
40 |
101 |
204 |
507 |
507 |
22 |
17 |
20 |
40 |
101 |
204 |
507 |
507 |
23 |
17 |
21 |
40 |
101 |
204 |
507 |
507 |
24 |
18 |
21 |
39 |
101 |
203 |
507 |
507 |
25 |
18 |
22 |
39 |
101 |
203 |
507 |
507 |
26 |
19 |
23 |
39 |
101 |
203 |
507 |
507 |
27 |
19 |
24 |
41 |
100 |
203 |
507 |
507 |
28 |
21 |
24 |
42 |
100 |
203 |
506 |
506 |
29 |
21 |
25 |
43 |
100 |
203 |
506 |
506 |
30 |
22 |
26 |
44 |
100 |
203 |
506 |
506 |
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 |
59 |
82 |
153 |
265 |
569 |
1 216 |
2 |
46 |
59 |
82 |
153 |
265 |
569 |
980 |
3 |
46 |
61 |
83 |
147 |
261 |
565 |
801 |
4 |
47 |
62 |
85 |
148 |
260 |
563 |
664 |
5 |
47 |
64 |
89 |
150 |
259 |
562 |
562 |
6 |
47 |
65 |
92 |
154 |
258 |
561 |
561 |
7 |
48 |
66 |
92 |
156 |
257 |
561 |
561 |
8 |
47 |
66 |
91 |
154 |
256 |
560 |
560 |
9 |
46 |
66 |
90 |
152 |
255 |
559 |
559 |
10 |
46 |
66 |
90 |
151 |
254 |
558 |
558 |
11 |
46 |
67 |
90 |
151 |
253 |
557 |
557 |
12 |
45 |
67 |
89 |
150 |
253 |
556 |
556 |
13 |
45 |
67 |
88 |
150 |
252 |
556 |
556 |
14 |
45 |
66 |
88 |
149 |
251 |
555 |
555 |
15 |
44 |
66 |
87 |
148 |
251 |
555 |
555 |
16 |
43 |
65 |
86 |
147 |
250 |
554 |
554 |
17 |
43 |
64 |
86 |
147 |
250 |
553 |
553 |
18 |
42 |
64 |
85 |
147 |
249 |
553 |
553 |
19 |
42 |
63 |
85 |
146 |
249 |
552 |
552 |
20 |
42 |
63 |
85 |
146 |
248 |
552 |
552 |
21 |
41 |
63 |
84 |
146 |
248 |
552 |
552 |
22 |
41 |
63 |
84 |
145 |
248 |
551 |
551 |
23 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
24 |
40 |
61 |
83 |
144 |
247 |
550 |
550 |
25 |
39 |
61 |
82 |
143 |
246 |
550 |
550 |
26 |
38 |
60 |
81 |
143 |
245 |
549 |
549 |
27 |
38 |
59 |
81 |
142 |
244 |
548 |
548 |
28 |
37 |
59 |
80 |
141 |
244 |
547 |
547 |
29 |
36 |
58 |
79 |
140 |
243 |
547 |
547 |
30 |
35 |
57 |
78 |
140 |
242 |
546 |
546 |
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 |
18 |
31 |
54 |
125 |
237 |
541 |
1 225 |
2 |
21 |
35 |
58 |
129 |
241 |
545 |
985 |
3 |
25 |
40 |
62 |
126 |
241 |
544 |
804 |
4 |
29 |
44 |
67 |
130 |
242 |
545 |
667 |
5 |
32 |
48 |
73 |
135 |
243 |
547 |
561 |
6 |
31 |
48 |
75 |
137 |
241 |
545 |
545 |
7 |
35 |
54 |
80 |
143 |
244 |
548 |
548 |
8 |
34 |
53 |
79 |
141 |
243 |
547 |
547 |
9 |
35 |
55 |
79 |
141 |
244 |
548 |
548 |
10 |
37 |
57 |
81 |
143 |
245 |
549 |
549 |
11 |
38 |
60 |
82 |
144 |
246 |
550 |
550 |
12 |
39 |
61 |
83 |
144 |
247 |
551 |
551 |
13 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
14 |
41 |
62 |
84 |
145 |
248 |
551 |
551 |
15 |
41 |
63 |
84 |
145 |
248 |
551 |
551 |
16 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
17 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
18 |
40 |
62 |
83 |
144 |
247 |
550 |
550 |
19 |
39 |
61 |
83 |
144 |
246 |
550 |
550 |
20 |
40 |
61 |
83 |
144 |
246 |
550 |
550 |
21 |
39 |
61 |
82 |
144 |
246 |
550 |
550 |
22 |
39 |
61 |
82 |
144 |
246 |
550 |
550 |
23 |
39 |
61 |
82 |
143 |
246 |
549 |
549 |
24 |
39 |
60 |
82 |
143 |
245 |
549 |
549 |
25 |
38 |
60 |
81 |
142 |
245 |
549 |
549 |
26 |
38 |
59 |
81 |
142 |
244 |
548 |
548 |
27 |
37 |
59 |
80 |
141 |
244 |
548 |
548 |
28 |
37 |
58 |
80 |
141 |
243 |
547 |
547 |
29 |
36 |
58 |
79 |
140 |
243 |
547 |
547 |
30 |
35 |
57 |
78 |
140 |
242 |
546 |
546 |
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 |
54 |
125 |
237 |
541 |
1 228 |
2 |
18 |
32 |
55 |
126 |
238 |
542 |
990 |
3 |
21 |
35 |
57 |
121 |
236 |
539 |
809 |
4 |
22 |
37 |
60 |
123 |
235 |
539 |
671 |
5 |
23 |
40 |
65 |
127 |
235 |
539 |
564 |
6 |
25 |
42 |
69 |
131 |
235 |
539 |
539 |
7 |
26 |
44 |
71 |
134 |
235 |
539 |
539 |
8 |
26 |
45 |
70 |
133 |
235 |
538 |
538 |
9 |
26 |
46 |
70 |
132 |
235 |
539 |
539 |
10 |
27 |
47 |
71 |
132 |
235 |
539 |
539 |
11 |
27 |
48 |
71 |
133 |
235 |
539 |
539 |
12 |
28 |
49 |
71 |
133 |
235 |
539 |
539 |
13 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
14 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
15 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
16 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
17 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
18 |
28 |
50 |
71 |
132 |
235 |
539 |
539 |
19 |
28 |
50 |
71 |
132 |
235 |
539 |
539 |
20 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
21 |
28 |
50 |
71 |
132 |
235 |
539 |
539 |
22 |
28 |
50 |
71 |
132 |
235 |
538 |
538 |
23 |
27 |
49 |
70 |
132 |
234 |
538 |
538 |
24 |
27 |
49 |
70 |
131 |
234 |
538 |
538 |
25 |
26 |
48 |
69 |
131 |
233 |
537 |
537 |
26 |
26 |
48 |
69 |
130 |
233 |
537 |
537 |
27 |
26 |
47 |
69 |
130 |
233 |
536 |
536 |
28 |
25 |
47 |
68 |
130 |
232 |
536 |
536 |
29 |
25 |
47 |
68 |
129 |
232 |
535 |
535 |
30 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
2.16 Chilean peso
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
49 |
63 |
86 |
157 |
269 |
573 |
1 281 |
2 |
53 |
66 |
89 |
160 |
272 |
576 |
1 041 |
3 |
57 |
71 |
93 |
157 |
272 |
575 |
852 |
4 |
59 |
75 |
97 |
160 |
272 |
576 |
707 |
5 |
61 |
78 |
103 |
164 |
273 |
576 |
595 |
6 |
63 |
81 |
107 |
170 |
273 |
577 |
577 |
7 |
64 |
83 |
109 |
172 |
273 |
577 |
577 |
8 |
64 |
83 |
109 |
171 |
273 |
577 |
577 |
9 |
64 |
84 |
108 |
170 |
273 |
577 |
577 |
10 |
65 |
85 |
109 |
170 |
273 |
577 |
577 |
11 |
65 |
86 |
109 |
170 |
273 |
576 |
576 |
12 |
65 |
86 |
108 |
170 |
272 |
576 |
576 |
13 |
64 |
86 |
108 |
169 |
272 |
575 |
575 |
14 |
64 |
86 |
107 |
168 |
271 |
574 |
574 |
15 |
63 |
85 |
106 |
167 |
270 |
574 |
574 |
16 |
62 |
84 |
105 |
167 |
269 |
573 |
573 |
17 |
62 |
83 |
105 |
166 |
269 |
572 |
572 |
18 |
61 |
83 |
104 |
165 |
268 |
572 |
572 |
19 |
60 |
82 |
103 |
165 |
267 |
571 |
571 |
20 |
60 |
82 |
103 |
164 |
267 |
570 |
570 |
21 |
59 |
81 |
102 |
164 |
266 |
570 |
570 |
22 |
58 |
80 |
101 |
163 |
265 |
569 |
569 |
23 |
57 |
79 |
100 |
162 |
264 |
568 |
568 |
24 |
57 |
78 |
100 |
161 |
263 |
567 |
567 |
25 |
56 |
77 |
99 |
160 |
263 |
566 |
566 |
26 |
55 |
77 |
98 |
159 |
262 |
565 |
565 |
27 |
54 |
76 |
97 |
158 |
261 |
564 |
564 |
28 |
53 |
75 |
96 |
157 |
260 |
563 |
563 |
29 |
52 |
74 |
95 |
156 |
259 |
562 |
562 |
30 |
51 |
73 |
94 |
155 |
258 |
562 |
562 |
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 |
81 |
94 |
118 |
188 |
301 |
604 |
1 271 |
2 |
86 |
99 |
122 |
193 |
305 |
609 |
1 038 |
3 |
88 |
102 |
125 |
188 |
303 |
606 |
856 |
4 |
89 |
104 |
127 |
190 |
302 |
605 |
714 |
5 |
92 |
109 |
134 |
195 |
304 |
607 |
607 |
6 |
94 |
112 |
139 |
201 |
305 |
608 |
608 |
7 |
96 |
115 |
141 |
204 |
305 |
609 |
609 |
8 |
97 |
117 |
142 |
205 |
307 |
610 |
610 |
9 |
98 |
118 |
143 |
205 |
308 |
611 |
611 |
10 |
99 |
120 |
144 |
205 |
308 |
611 |
611 |
11 |
100 |
121 |
143 |
205 |
307 |
611 |
611 |
12 |
99 |
121 |
143 |
204 |
307 |
610 |
610 |
13 |
98 |
120 |
142 |
203 |
306 |
609 |
609 |
14 |
97 |
119 |
140 |
202 |
304 |
608 |
608 |
15 |
96 |
118 |
139 |
200 |
303 |
607 |
607 |
16 |
95 |
116 |
138 |
199 |
302 |
605 |
605 |
17 |
93 |
115 |
136 |
198 |
300 |
604 |
604 |
18 |
92 |
114 |
135 |
196 |
299 |
603 |
603 |
19 |
91 |
112 |
134 |
195 |
298 |
601 |
601 |
20 |
89 |
111 |
132 |
194 |
296 |
600 |
600 |
21 |
88 |
110 |
131 |
192 |
295 |
598 |
598 |
22 |
86 |
108 |
129 |
191 |
293 |
597 |
597 |
23 |
85 |
107 |
128 |
189 |
292 |
595 |
595 |
24 |
83 |
105 |
126 |
188 |
290 |
594 |
594 |
25 |
81 |
103 |
124 |
186 |
288 |
592 |
592 |
26 |
80 |
102 |
123 |
184 |
287 |
590 |
590 |
27 |
78 |
100 |
121 |
183 |
285 |
589 |
589 |
28 |
77 |
98 |
120 |
181 |
284 |
587 |
587 |
29 |
75 |
97 |
118 |
179 |
282 |
586 |
586 |
30 |
74 |
95 |
117 |
178 |
281 |
584 |
584 |
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 |
11 |
24 |
48 |
118 |
231 |
534 |
1 218 |
2 |
14 |
27 |
51 |
121 |
234 |
537 |
982 |
3 |
17 |
32 |
54 |
118 |
233 |
536 |
802 |
4 |
20 |
36 |
58 |
121 |
233 |
537 |
665 |
5 |
23 |
39 |
64 |
126 |
234 |
538 |
560 |
6 |
24 |
42 |
68 |
131 |
235 |
538 |
538 |
7 |
26 |
44 |
70 |
134 |
235 |
538 |
538 |
8 |
26 |
45 |
70 |
133 |
235 |
538 |
538 |
9 |
26 |
46 |
70 |
132 |
235 |
538 |
538 |
10 |
26 |
47 |
71 |
132 |
235 |
538 |
538 |
11 |
27 |
48 |
71 |
132 |
235 |
538 |
538 |
12 |
27 |
48 |
70 |
132 |
234 |
538 |
538 |
13 |
27 |
48 |
70 |
131 |
234 |
537 |
537 |
14 |
26 |
48 |
69 |
131 |
233 |
537 |
537 |
15 |
26 |
47 |
69 |
130 |
233 |
536 |
536 |
16 |
25 |
47 |
68 |
129 |
232 |
535 |
535 |
17 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
18 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
19 |
24 |
46 |
67 |
128 |
231 |
535 |
535 |
20 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
21 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
22 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
23 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
24 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
25 |
24 |
46 |
67 |
128 |
231 |
535 |
535 |
26 |
24 |
46 |
67 |
128 |
231 |
534 |
534 |
27 |
24 |
45 |
67 |
128 |
231 |
534 |
534 |
28 |
23 |
45 |
66 |
128 |
230 |
534 |
534 |
29 |
23 |
45 |
66 |
128 |
230 |
534 |
534 |
30 |
23 |
45 |
66 |
127 |
230 |
534 |
534 |
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 |
108 |
132 |
202 |
315 |
618 |
1 286 |
2 |
96 |
109 |
133 |
203 |
316 |
619 |
1 042 |
3 |
97 |
112 |
134 |
198 |
312 |
616 |
854 |
4 |
99 |
114 |
137 |
200 |
312 |
615 |
710 |
5 |
100 |
117 |
142 |
203 |
311 |
615 |
615 |
6 |
101 |
118 |
145 |
207 |
311 |
615 |
615 |
7 |
101 |
120 |
146 |
210 |
311 |
614 |
614 |
8 |
101 |
121 |
146 |
208 |
310 |
614 |
614 |
9 |
101 |
121 |
145 |
207 |
310 |
613 |
613 |
10 |
100 |
120 |
144 |
205 |
308 |
612 |
612 |
11 |
99 |
120 |
143 |
204 |
307 |
610 |
610 |
12 |
97 |
119 |
141 |
202 |
305 |
608 |
608 |
13 |
96 |
118 |
139 |
201 |
303 |
607 |
607 |
14 |
94 |
116 |
137 |
199 |
301 |
605 |
605 |
15 |
93 |
114 |
136 |
197 |
300 |
603 |
603 |
16 |
91 |
112 |
134 |
195 |
298 |
601 |
601 |
17 |
89 |
111 |
132 |
194 |
296 |
600 |
600 |
18 |
88 |
109 |
131 |
192 |
295 |
598 |
598 |
19 |
86 |
108 |
129 |
191 |
293 |
597 |
597 |
20 |
85 |
107 |
128 |
190 |
292 |
596 |
596 |
21 |
84 |
106 |
127 |
189 |
291 |
595 |
595 |
22 |
83 |
105 |
126 |
187 |
290 |
594 |
594 |
23 |
82 |
104 |
125 |
186 |
289 |
592 |
592 |
24 |
81 |
102 |
124 |
185 |
288 |
591 |
591 |
25 |
79 |
101 |
122 |
184 |
286 |
590 |
590 |
26 |
78 |
100 |
121 |
183 |
285 |
589 |
589 |
27 |
77 |
99 |
120 |
181 |
284 |
588 |
588 |
28 |
76 |
98 |
119 |
180 |
283 |
586 |
586 |
29 |
75 |
97 |
118 |
179 |
282 |
585 |
585 |
30 |
74 |
95 |
117 |
178 |
281 |
584 |
584 |
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 |
319 |
332 |
356 |
427 |
539 |
843 |
1 326 |
2 |
85 |
98 |
121 |
192 |
304 |
608 |
1 074 |
3 |
88 |
102 |
125 |
188 |
303 |
607 |
879 |
4 |
92 |
107 |
130 |
193 |
305 |
608 |
729 |
5 |
94 |
111 |
136 |
197 |
306 |
609 |
614 |
6 |
96 |
113 |
140 |
203 |
306 |
610 |
610 |
7 |
97 |
116 |
142 |
206 |
307 |
610 |
610 |
8 |
98 |
117 |
143 |
205 |
307 |
611 |
611 |
9 |
99 |
119 |
143 |
205 |
308 |
611 |
611 |
10 |
99 |
120 |
143 |
205 |
307 |
611 |
611 |
11 |
100 |
121 |
143 |
205 |
307 |
611 |
611 |
12 |
100 |
122 |
144 |
205 |
308 |
611 |
611 |
13 |
101 |
123 |
144 |
205 |
308 |
612 |
612 |
14 |
102 |
123 |
145 |
206 |
308 |
612 |
612 |
15 |
102 |
124 |
145 |
207 |
309 |
613 |
613 |
16 |
103 |
125 |
146 |
208 |
310 |
614 |
614 |
17 |
104 |
126 |
147 |
209 |
311 |
615 |
615 |
18 |
105 |
127 |
148 |
210 |
312 |
616 |
616 |
19 |
106 |
128 |
149 |
210 |
313 |
617 |
617 |
20 |
107 |
128 |
150 |
211 |
313 |
617 |
617 |
21 |
107 |
128 |
150 |
211 |
314 |
617 |
617 |
22 |
106 |
128 |
149 |
211 |
313 |
617 |
617 |
23 |
106 |
127 |
149 |
210 |
313 |
616 |
616 |
24 |
105 |
126 |
148 |
209 |
312 |
615 |
615 |
25 |
104 |
125 |
147 |
208 |
311 |
614 |
614 |
26 |
102 |
124 |
145 |
207 |
309 |
613 |
613 |
27 |
101 |
123 |
144 |
205 |
308 |
612 |
612 |
28 |
100 |
121 |
143 |
204 |
307 |
610 |
610 |
29 |
98 |
120 |
141 |
203 |
305 |
609 |
609 |
30 |
97 |
119 |
140 |
201 |
304 |
607 |
607 |
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 |
106 |
219 |
522 |
1 219 |
2 |
1 |
12 |
36 |
106 |
219 |
522 |
980 |
3 |
2 |
14 |
36 |
100 |
215 |
518 |
799 |
4 |
2 |
16 |
38 |
101 |
213 |
517 |
661 |
5 |
4 |
17 |
43 |
104 |
212 |
516 |
555 |
6 |
4 |
19 |
45 |
108 |
211 |
515 |
515 |
7 |
5 |
20 |
46 |
110 |
211 |
514 |
514 |
8 |
6 |
20 |
45 |
108 |
210 |
514 |
514 |
9 |
7 |
20 |
44 |
106 |
209 |
513 |
513 |
10 |
8 |
21 |
44 |
106 |
208 |
512 |
512 |
11 |
8 |
22 |
44 |
106 |
208 |
512 |
512 |
12 |
9 |
22 |
44 |
106 |
208 |
512 |
512 |
13 |
10 |
23 |
44 |
106 |
208 |
512 |
512 |
14 |
11 |
23 |
45 |
106 |
209 |
512 |
512 |
15 |
12 |
24 |
45 |
106 |
209 |
512 |
512 |
16 |
12 |
24 |
45 |
106 |
209 |
513 |
513 |
17 |
13 |
24 |
46 |
107 |
210 |
513 |
513 |
18 |
14 |
25 |
46 |
107 |
210 |
514 |
514 |
19 |
14 |
26 |
47 |
108 |
211 |
514 |
514 |
20 |
15 |
26 |
48 |
109 |
212 |
515 |
515 |
21 |
16 |
27 |
48 |
110 |
212 |
516 |
516 |
22 |
17 |
28 |
49 |
110 |
213 |
517 |
517 |
23 |
17 |
28 |
50 |
111 |
214 |
517 |
517 |
24 |
18 |
29 |
50 |
111 |
214 |
518 |
518 |
25 |
18 |
29 |
50 |
112 |
214 |
518 |
518 |
26 |
19 |
30 |
51 |
112 |
215 |
518 |
518 |
27 |
19 |
30 |
51 |
112 |
215 |
519 |
519 |
28 |
21 |
30 |
51 |
113 |
215 |
519 |
519 |
29 |
21 |
30 |
52 |
113 |
216 |
519 |
519 |
30 |
22 |
31 |
52 |
113 |
216 |
519 |
519 |
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 |
51 |
64 |
88 |
159 |
271 |
575 |
1 235 |
2 |
52 |
65 |
89 |
160 |
272 |
576 |
997 |
3 |
53 |
67 |
90 |
153 |
268 |
572 |
815 |
4 |
54 |
69 |
92 |
155 |
267 |
570 |
675 |
5 |
54 |
71 |
96 |
158 |
266 |
569 |
569 |
6 |
55 |
73 |
99 |
162 |
265 |
569 |
569 |
7 |
55 |
74 |
100 |
163 |
264 |
568 |
568 |
8 |
55 |
74 |
99 |
162 |
264 |
567 |
567 |
9 |
54 |
74 |
98 |
160 |
263 |
567 |
567 |
10 |
53 |
74 |
98 |
159 |
262 |
565 |
565 |
11 |
53 |
74 |
96 |
158 |
260 |
564 |
564 |
12 |
52 |
73 |
95 |
156 |
259 |
563 |
563 |
13 |
51 |
72 |
94 |
155 |
258 |
561 |
561 |
14 |
49 |
71 |
92 |
154 |
256 |
560 |
560 |
15 |
48 |
70 |
91 |
152 |
255 |
559 |
559 |
16 |
47 |
68 |
90 |
151 |
254 |
557 |
557 |
17 |
46 |
67 |
89 |
150 |
253 |
556 |
556 |
18 |
45 |
66 |
88 |
149 |
252 |
555 |
555 |
19 |
44 |
66 |
87 |
148 |
251 |
554 |
554 |
20 |
43 |
65 |
86 |
148 |
250 |
554 |
554 |
21 |
43 |
65 |
86 |
147 |
250 |
553 |
553 |
22 |
42 |
64 |
85 |
147 |
249 |
553 |
553 |
23 |
42 |
63 |
85 |
146 |
249 |
552 |
552 |
24 |
41 |
63 |
84 |
145 |
248 |
551 |
551 |
25 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
26 |
40 |
61 |
83 |
144 |
246 |
550 |
550 |
27 |
39 |
61 |
82 |
143 |
246 |
549 |
549 |
28 |
38 |
60 |
81 |
143 |
245 |
549 |
549 |
29 |
38 |
59 |
81 |
142 |
244 |
548 |
548 |
30 |
37 |
59 |
80 |
141 |
244 |
547 |
547 |
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 |
115 |
128 |
151 |
222 |
335 |
638 |
1 291 |
2 |
116 |
129 |
153 |
223 |
336 |
639 |
1 048 |
3 |
119 |
133 |
156 |
219 |
334 |
637 |
859 |
4 |
121 |
136 |
159 |
222 |
334 |
638 |
715 |
5 |
123 |
140 |
165 |
226 |
334 |
638 |
638 |
6 |
124 |
142 |
168 |
231 |
335 |
638 |
638 |
7 |
125 |
144 |
170 |
234 |
335 |
638 |
638 |
8 |
125 |
144 |
170 |
232 |
334 |
638 |
638 |
9 |
125 |
145 |
169 |
231 |
334 |
637 |
637 |
10 |
125 |
145 |
169 |
230 |
333 |
637 |
637 |
11 |
124 |
145 |
168 |
230 |
332 |
636 |
636 |
12 |
123 |
145 |
167 |
228 |
331 |
634 |
634 |
13 |
122 |
144 |
165 |
227 |
329 |
633 |
633 |
14 |
120 |
142 |
163 |
225 |
327 |
631 |
631 |
15 |
118 |
140 |
161 |
223 |
325 |
629 |
629 |
16 |
116 |
138 |
159 |
221 |
323 |
627 |
627 |
17 |
114 |
136 |
157 |
219 |
321 |
625 |
625 |
18 |
112 |
134 |
155 |
217 |
319 |
623 |
623 |
19 |
110 |
132 |
153 |
215 |
317 |
621 |
621 |
20 |
109 |
130 |
152 |
213 |
316 |
619 |
619 |
21 |
107 |
129 |
150 |
211 |
314 |
617 |
617 |
22 |
105 |
127 |
148 |
209 |
312 |
616 |
616 |
23 |
103 |
125 |
146 |
208 |
310 |
614 |
614 |
24 |
101 |
123 |
144 |
206 |
308 |
612 |
612 |
25 |
100 |
121 |
143 |
204 |
306 |
610 |
610 |
26 |
98 |
120 |
141 |
202 |
305 |
608 |
608 |
27 |
96 |
118 |
139 |
200 |
303 |
606 |
606 |
28 |
94 |
116 |
137 |
199 |
301 |
605 |
605 |
29 |
93 |
114 |
135 |
197 |
299 |
603 |
603 |
30 |
91 |
113 |
134 |
195 |
298 |
601 |
601 |
2.24 Real
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
166 |
179 |
202 |
273 |
386 |
689 |
1 380 |
2 |
176 |
189 |
212 |
283 |
395 |
699 |
1 120 |
3 |
182 |
196 |
219 |
282 |
397 |
700 |
919 |
4 |
185 |
200 |
223 |
286 |
398 |
701 |
763 |
5 |
186 |
203 |
228 |
290 |
398 |
701 |
701 |
6 |
187 |
204 |
231 |
293 |
397 |
701 |
701 |
7 |
187 |
205 |
232 |
295 |
396 |
700 |
700 |
8 |
185 |
205 |
230 |
293 |
395 |
698 |
698 |
9 |
184 |
204 |
229 |
291 |
393 |
697 |
697 |
10 |
184 |
204 |
228 |
290 |
392 |
696 |
696 |
11 |
183 |
204 |
227 |
288 |
391 |
694 |
694 |
12 |
181 |
202 |
224 |
286 |
388 |
692 |
692 |
13 |
178 |
200 |
222 |
283 |
385 |
689 |
689 |
14 |
176 |
197 |
219 |
280 |
383 |
686 |
686 |
15 |
173 |
194 |
216 |
277 |
380 |
683 |
683 |
16 |
170 |
191 |
213 |
274 |
377 |
680 |
680 |
17 |
167 |
188 |
210 |
271 |
374 |
677 |
677 |
18 |
164 |
185 |
207 |
268 |
371 |
674 |
674 |
19 |
161 |
183 |
204 |
265 |
368 |
671 |
671 |
20 |
158 |
180 |
201 |
262 |
365 |
668 |
668 |
21 |
155 |
177 |
198 |
259 |
362 |
665 |
665 |
22 |
152 |
174 |
195 |
256 |
359 |
662 |
662 |
23 |
149 |
171 |
192 |
253 |
356 |
659 |
659 |
24 |
146 |
167 |
189 |
250 |
353 |
656 |
656 |
25 |
143 |
164 |
186 |
247 |
350 |
653 |
653 |
26 |
140 |
161 |
183 |
244 |
347 |
650 |
650 |
27 |
137 |
159 |
180 |
241 |
344 |
647 |
647 |
28 |
134 |
156 |
177 |
238 |
341 |
644 |
644 |
29 |
131 |
153 |
174 |
236 |
338 |
642 |
642 |
30 |
129 |
150 |
171 |
233 |
335 |
639 |
639 |
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 |
32 |
45 |
69 |
139 |
252 |
555 |
1 257 |
2 |
33 |
46 |
70 |
140 |
253 |
556 |
1 012 |
3 |
34 |
49 |
71 |
135 |
249 |
553 |
826 |
4 |
35 |
51 |
74 |
136 |
248 |
552 |
684 |
5 |
36 |
53 |
78 |
139 |
248 |
551 |
575 |
6 |
37 |
54 |
81 |
143 |
247 |
551 |
551 |
7 |
37 |
56 |
82 |
145 |
246 |
550 |
550 |
8 |
36 |
55 |
81 |
143 |
245 |
549 |
549 |
9 |
35 |
55 |
80 |
142 |
244 |
548 |
548 |
10 |
35 |
56 |
79 |
141 |
244 |
547 |
547 |
11 |
35 |
56 |
79 |
140 |
243 |
547 |
547 |
12 |
35 |
56 |
78 |
140 |
242 |
546 |
546 |
13 |
35 |
56 |
78 |
139 |
242 |
545 |
545 |
14 |
34 |
56 |
77 |
139 |
241 |
545 |
545 |
15 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
16 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
17 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
18 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
19 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
20 |
34 |
56 |
77 |
139 |
241 |
545 |
545 |
21 |
34 |
56 |
77 |
139 |
241 |
545 |
545 |
22 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
23 |
34 |
56 |
77 |
138 |
241 |
544 |
544 |
24 |
34 |
55 |
77 |
138 |
241 |
544 |
544 |
25 |
33 |
55 |
76 |
138 |
240 |
544 |
544 |
26 |
33 |
55 |
76 |
137 |
240 |
544 |
544 |
27 |
33 |
55 |
76 |
137 |
240 |
543 |
543 |
28 |
32 |
54 |
75 |
137 |
239 |
543 |
543 |
29 |
32 |
54 |
75 |
136 |
239 |
543 |
543 |
30 |
32 |
53 |
75 |
136 |
239 |
542 |
542 |
2.26 Ringgit
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
29 |
42 |
66 |
136 |
249 |
552 |
1 247 |
2 |
31 |
44 |
67 |
138 |
251 |
554 |
1 007 |
3 |
33 |
48 |
70 |
134 |
249 |
552 |
824 |
4 |
36 |
51 |
74 |
137 |
249 |
552 |
684 |
5 |
38 |
54 |
80 |
141 |
249 |
553 |
576 |
6 |
39 |
57 |
83 |
146 |
250 |
553 |
553 |
7 |
41 |
59 |
86 |
149 |
250 |
554 |
554 |
8 |
41 |
60 |
86 |
148 |
250 |
554 |
554 |
9 |
41 |
61 |
86 |
148 |
250 |
554 |
554 |
10 |
42 |
63 |
86 |
148 |
251 |
554 |
554 |
11 |
43 |
64 |
87 |
148 |
251 |
555 |
555 |
12 |
44 |
65 |
87 |
149 |
251 |
555 |
555 |
13 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
14 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
15 |
44 |
66 |
87 |
148 |
251 |
555 |
555 |
16 |
44 |
66 |
87 |
148 |
251 |
554 |
554 |
17 |
44 |
66 |
87 |
148 |
251 |
554 |
554 |
18 |
44 |
66 |
87 |
148 |
251 |
554 |
554 |
19 |
44 |
66 |
87 |
148 |
251 |
555 |
555 |
20 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
21 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
22 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
23 |
44 |
66 |
87 |
148 |
251 |
555 |
555 |
24 |
44 |
65 |
87 |
148 |
251 |
554 |
554 |
25 |
43 |
65 |
86 |
148 |
250 |
554 |
554 |
26 |
43 |
65 |
86 |
147 |
250 |
553 |
553 |
27 |
42 |
64 |
85 |
147 |
249 |
553 |
553 |
28 |
42 |
63 |
85 |
146 |
249 |
552 |
552 |
29 |
41 |
63 |
84 |
145 |
248 |
552 |
552 |
30 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
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 |
139 |
162 |
233 |
345 |
649 |
1 348 |
2 |
124 |
138 |
161 |
232 |
344 |
648 |
1 085 |
3 |
125 |
139 |
162 |
225 |
340 |
643 |
885 |
4 |
125 |
141 |
164 |
227 |
338 |
642 |
732 |
5 |
126 |
142 |
168 |
229 |
337 |
641 |
641 |
6 |
126 |
143 |
170 |
232 |
336 |
640 |
640 |
7 |
126 |
144 |
171 |
234 |
335 |
639 |
639 |
8 |
125 |
144 |
170 |
232 |
334 |
638 |
638 |
9 |
124 |
144 |
168 |
230 |
333 |
637 |
637 |
10 |
124 |
145 |
168 |
230 |
333 |
636 |
636 |
11 |
124 |
145 |
168 |
229 |
332 |
635 |
635 |
12 |
123 |
145 |
167 |
228 |
331 |
634 |
634 |
13 |
122 |
144 |
166 |
227 |
329 |
633 |
633 |
14 |
121 |
143 |
164 |
226 |
328 |
632 |
632 |
15 |
119 |
141 |
162 |
224 |
326 |
630 |
630 |
16 |
117 |
139 |
160 |
222 |
324 |
628 |
628 |
17 |
115 |
136 |
158 |
219 |
322 |
625 |
625 |
18 |
113 |
134 |
156 |
217 |
319 |
623 |
623 |
19 |
110 |
132 |
153 |
215 |
317 |
621 |
621 |
20 |
108 |
130 |
151 |
213 |
315 |
619 |
619 |
21 |
106 |
128 |
149 |
211 |
313 |
617 |
617 |
22 |
104 |
126 |
147 |
208 |
311 |
615 |
615 |
23 |
102 |
124 |
145 |
206 |
309 |
612 |
612 |
24 |
100 |
121 |
143 |
204 |
306 |
610 |
610 |
25 |
97 |
119 |
140 |
202 |
304 |
608 |
608 |
26 |
95 |
117 |
138 |
200 |
302 |
606 |
606 |
27 |
93 |
115 |
136 |
198 |
300 |
604 |
604 |
28 |
91 |
113 |
134 |
195 |
298 |
602 |
602 |
29 |
89 |
111 |
132 |
193 |
296 |
600 |
600 |
30 |
87 |
109 |
130 |
192 |
294 |
598 |
598 |
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 |
13 |
37 |
107 |
220 |
523 |
1 220 |
2 |
2 |
15 |
38 |
109 |
222 |
525 |
984 |
3 |
4 |
19 |
41 |
105 |
219 |
523 |
805 |
4 |
7 |
22 |
45 |
108 |
220 |
523 |
668 |
5 |
9 |
25 |
51 |
112 |
220 |
524 |
562 |
6 |
10 |
28 |
54 |
117 |
221 |
524 |
524 |
7 |
12 |
30 |
57 |
120 |
221 |
525 |
525 |
8 |
12 |
31 |
56 |
119 |
221 |
525 |
525 |
9 |
12 |
32 |
56 |
118 |
221 |
525 |
525 |
10 |
12 |
33 |
56 |
118 |
221 |
524 |
524 |
11 |
13 |
34 |
56 |
118 |
220 |
524 |
524 |
12 |
13 |
34 |
56 |
118 |
220 |
524 |
524 |
13 |
13 |
34 |
56 |
117 |
220 |
524 |
524 |
14 |
13 |
35 |
56 |
117 |
220 |
523 |
523 |
15 |
13 |
34 |
56 |
117 |
219 |
523 |
523 |
16 |
13 |
34 |
55 |
117 |
219 |
523 |
523 |
17 |
13 |
34 |
55 |
117 |
219 |
523 |
523 |
18 |
14 |
34 |
55 |
117 |
219 |
523 |
523 |
19 |
14 |
34 |
55 |
117 |
219 |
523 |
523 |
20 |
15 |
35 |
56 |
117 |
220 |
523 |
523 |
21 |
16 |
35 |
56 |
118 |
220 |
524 |
524 |
22 |
17 |
35 |
57 |
118 |
221 |
524 |
524 |
23 |
18 |
36 |
57 |
118 |
221 |
524 |
524 |
24 |
18 |
36 |
57 |
118 |
221 |
525 |
525 |
25 |
19 |
36 |
57 |
119 |
221 |
525 |
525 |
26 |
19 |
36 |
57 |
119 |
221 |
525 |
525 |
27 |
21 |
36 |
57 |
119 |
221 |
525 |
525 |
28 |
21 |
36 |
57 |
119 |
221 |
525 |
525 |
29 |
22 |
36 |
57 |
119 |
221 |
525 |
525 |
30 |
22 |
36 |
57 |
119 |
221 |
525 |
525 |
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 |
72 |
143 |
255 |
559 |
1 240 |
2 |
36 |
49 |
73 |
143 |
256 |
559 |
1 000 |
3 |
36 |
51 |
73 |
137 |
251 |
555 |
816 |
4 |
36 |
52 |
75 |
138 |
249 |
553 |
675 |
5 |
37 |
53 |
79 |
140 |
248 |
552 |
568 |
6 |
39 |
56 |
83 |
146 |
249 |
553 |
553 |
7 |
37 |
55 |
82 |
145 |
246 |
550 |
550 |
8 |
40 |
59 |
85 |
147 |
249 |
553 |
553 |
9 |
39 |
59 |
84 |
145 |
248 |
552 |
552 |
10 |
34 |
55 |
79 |
140 |
243 |
547 |
547 |
11 |
31 |
52 |
75 |
136 |
238 |
542 |
542 |
12 |
28 |
49 |
71 |
133 |
235 |
539 |
539 |
13 |
26 |
47 |
69 |
130 |
233 |
536 |
536 |
14 |
24 |
46 |
67 |
128 |
231 |
535 |
535 |
15 |
23 |
44 |
66 |
127 |
230 |
533 |
533 |
16 |
21 |
43 |
64 |
126 |
228 |
532 |
532 |
17 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
18 |
20 |
41 |
63 |
124 |
227 |
530 |
530 |
19 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
20 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
21 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
22 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
23 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
24 |
19 |
41 |
62 |
123 |
226 |
530 |
530 |
25 |
19 |
41 |
62 |
123 |
226 |
530 |
530 |
26 |
19 |
41 |
62 |
123 |
226 |
529 |
529 |
27 |
21 |
41 |
62 |
123 |
226 |
529 |
529 |
28 |
21 |
40 |
62 |
123 |
225 |
529 |
529 |
29 |
22 |
40 |
61 |
123 |
225 |
529 |
529 |
30 |
22 |
40 |
61 |
123 |
225 |
529 |
529 |
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 |
205 |
218 |
242 |
312 |
425 |
728 |
1 570 |
2 |
201 |
215 |
238 |
309 |
421 |
725 |
1 268 |
3 |
198 |
212 |
235 |
298 |
413 |
716 |
1 038 |
4 |
194 |
210 |
233 |
296 |
407 |
711 |
860 |
5 |
191 |
207 |
233 |
294 |
402 |
706 |
723 |
6 |
187 |
205 |
231 |
294 |
397 |
701 |
701 |
7 |
184 |
202 |
229 |
292 |
393 |
697 |
697 |
8 |
179 |
199 |
224 |
286 |
389 |
692 |
692 |
9 |
175 |
195 |
220 |
282 |
384 |
688 |
688 |
10 |
172 |
192 |
216 |
277 |
380 |
684 |
684 |
11 |
168 |
189 |
212 |
274 |
376 |
680 |
680 |
12 |
165 |
186 |
208 |
269 |
372 |
676 |
676 |
13 |
161 |
183 |
204 |
265 |
368 |
672 |
672 |
14 |
157 |
179 |
200 |
262 |
364 |
668 |
668 |
15 |
154 |
175 |
197 |
258 |
361 |
664 |
664 |
16 |
150 |
172 |
193 |
255 |
357 |
661 |
661 |
17 |
147 |
169 |
190 |
251 |
354 |
657 |
657 |
18 |
144 |
166 |
187 |
248 |
351 |
654 |
654 |
19 |
141 |
163 |
184 |
245 |
348 |
651 |
651 |
20 |
138 |
160 |
181 |
242 |
345 |
649 |
649 |
21 |
135 |
157 |
178 |
240 |
342 |
646 |
646 |
22 |
132 |
154 |
175 |
237 |
339 |
643 |
643 |
23 |
130 |
151 |
173 |
234 |
337 |
640 |
640 |
24 |
127 |
149 |
170 |
231 |
334 |
638 |
638 |
25 |
124 |
146 |
167 |
229 |
331 |
635 |
635 |
26 |
122 |
144 |
165 |
226 |
329 |
632 |
632 |
27 |
119 |
141 |
162 |
224 |
326 |
630 |
630 |
28 |
117 |
139 |
160 |
221 |
324 |
627 |
627 |
29 |
115 |
136 |
158 |
219 |
321 |
625 |
625 |
30 |
112 |
134 |
155 |
217 |
319 |
623 |
623 |
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 |
25 |
49 |
103 |
236 |
539 |
1 218 |
2 |
9 |
25 |
49 |
103 |
236 |
539 |
981 |
3 |
10 |
28 |
51 |
98 |
234 |
537 |
802 |
4 |
13 |
33 |
54 |
96 |
234 |
538 |
665 |
5 |
17 |
39 |
59 |
99 |
235 |
539 |
560 |
6 |
18 |
42 |
64 |
96 |
236 |
539 |
539 |
7 |
20 |
44 |
63 |
90 |
236 |
540 |
540 |
8 |
18 |
43 |
63 |
90 |
236 |
540 |
540 |
9 |
19 |
45 |
65 |
93 |
236 |
540 |
540 |
10 |
21 |
48 |
67 |
97 |
236 |
540 |
540 |
11 |
22 |
50 |
69 |
100 |
236 |
540 |
540 |
12 |
24 |
52 |
70 |
101 |
236 |
540 |
540 |
13 |
25 |
54 |
71 |
101 |
236 |
540 |
540 |
14 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
15 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
16 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
17 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
18 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
19 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
20 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
21 |
26 |
55 |
71 |
101 |
237 |
540 |
540 |
22 |
26 |
55 |
71 |
101 |
237 |
540 |
540 |
23 |
26 |
55 |
71 |
101 |
237 |
540 |
540 |
24 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
25 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
26 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
27 |
26 |
55 |
71 |
101 |
236 |
539 |
539 |
28 |
26 |
55 |
71 |
101 |
236 |
539 |
539 |
29 |
26 |
55 |
71 |
101 |
235 |
539 |
539 |
30 |
26 |
55 |
71 |
101 |
235 |
538 |
538 |
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 |
86 |
198 |
502 |
1 214 |
2 |
1 |
5 |
14 |
84 |
197 |
500 |
976 |
3 |
2 |
5 |
13 |
77 |
192 |
495 |
795 |
4 |
2 |
6 |
15 |
78 |
190 |
493 |
658 |
5 |
4 |
7 |
19 |
81 |
189 |
493 |
553 |
6 |
4 |
7 |
22 |
85 |
188 |
492 |
492 |
7 |
5 |
9 |
24 |
87 |
188 |
492 |
492 |
8 |
6 |
9 |
23 |
86 |
188 |
492 |
492 |
9 |
7 |
10 |
23 |
85 |
188 |
492 |
492 |
10 |
8 |
11 |
24 |
85 |
188 |
492 |
492 |
11 |
8 |
11 |
24 |
86 |
188 |
492 |
492 |
12 |
9 |
13 |
24 |
86 |
188 |
492 |
492 |
13 |
10 |
13 |
24 |
86 |
188 |
492 |
492 |
14 |
10 |
14 |
25 |
86 |
189 |
492 |
492 |
15 |
12 |
14 |
26 |
86 |
189 |
493 |
493 |
16 |
12 |
16 |
27 |
86 |
189 |
493 |
493 |
17 |
13 |
16 |
29 |
87 |
189 |
493 |
493 |
18 |
14 |
17 |
30 |
87 |
190 |
493 |
493 |
19 |
14 |
18 |
31 |
88 |
190 |
494 |
494 |
20 |
15 |
18 |
32 |
88 |
191 |
495 |
495 |
21 |
15 |
20 |
34 |
89 |
191 |
495 |
495 |
22 |
17 |
20 |
35 |
89 |
192 |
495 |
495 |
23 |
17 |
21 |
36 |
89 |
192 |
496 |
496 |
24 |
18 |
21 |
37 |
90 |
192 |
496 |
496 |
25 |
18 |
22 |
38 |
90 |
192 |
496 |
496 |
26 |
19 |
23 |
39 |
90 |
192 |
496 |
496 |
27 |
19 |
24 |
41 |
90 |
192 |
496 |
496 |
28 |
21 |
25 |
42 |
89 |
192 |
496 |
496 |
29 |
21 |
25 |
43 |
89 |
192 |
496 |
496 |
30 |
22 |
26 |
44 |
89 |
192 |
496 |
496 |
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 |
42 |
160 |
300 |
3 173 |
2 |
2 |
15 |
21 |
42 |
160 |
344 |
2 356 |
3 |
2 |
15 |
23 |
47 |
155 |
361 |
1 772 |
4 |
2 |
16 |
26 |
51 |
153 |
361 |
1 365 |
5 |
3 |
18 |
29 |
53 |
153 |
353 |
1 079 |
6 |
4 |
20 |
32 |
56 |
153 |
340 |
873 |
7 |
6 |
23 |
33 |
58 |
153 |
324 |
720 |
8 |
6 |
24 |
35 |
61 |
153 |
306 |
604 |
9 |
6 |
24 |
36 |
63 |
153 |
289 |
514 |
10 |
6 |
25 |
38 |
66 |
153 |
272 |
442 |
11 |
7 |
26 |
38 |
66 |
153 |
255 |
383 |
12 |
7 |
26 |
38 |
67 |
153 |
247 |
335 |
13 |
7 |
26 |
38 |
67 |
153 |
247 |
294 |
14 |
7 |
26 |
38 |
67 |
153 |
247 |
260 |
15 |
7 |
26 |
38 |
67 |
153 |
247 |
247 |
16 |
7 |
26 |
41 |
67 |
153 |
247 |
247 |
17 |
7 |
26 |
43 |
67 |
153 |
247 |
247 |
18 |
7 |
26 |
46 |
67 |
153 |
247 |
247 |
19 |
7 |
26 |
48 |
67 |
153 |
247 |
247 |
20 |
7 |
26 |
50 |
67 |
153 |
247 |
247 |
21 |
7 |
26 |
53 |
67 |
153 |
247 |
247 |
22 |
8 |
26 |
55 |
67 |
153 |
247 |
247 |
23 |
8 |
26 |
57 |
67 |
153 |
247 |
247 |
24 |
8 |
26 |
59 |
67 |
153 |
247 |
247 |
25 |
9 |
26 |
62 |
67 |
153 |
247 |
247 |
26 |
9 |
26 |
64 |
68 |
153 |
247 |
247 |
27 |
10 |
26 |
67 |
70 |
153 |
247 |
247 |
28 |
10 |
26 |
69 |
72 |
153 |
247 |
247 |
29 |
10 |
26 |
72 |
74 |
153 |
247 |
247 |
30 |
11 |
26 |
74 |
75 |
153 |
247 |
247 |
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 |
10 |
22 |
29 |
50 |
168 |
314 |
3 329 |
2 |
12 |
24 |
31 |
52 |
170 |
361 |
2 481 |
3 |
12 |
25 |
33 |
57 |
165 |
378 |
1 867 |
4 |
12 |
26 |
36 |
61 |
163 |
378 |
1 436 |
5 |
12 |
27 |
39 |
63 |
162 |
369 |
1 133 |
6 |
13 |
29 |
41 |
65 |
162 |
355 |
915 |
7 |
14 |
31 |
42 |
66 |
161 |
337 |
754 |
8 |
13 |
31 |
42 |
68 |
160 |
319 |
631 |
9 |
13 |
32 |
43 |
71 |
160 |
301 |
536 |
10 |
13 |
32 |
44 |
72 |
160 |
282 |
460 |
11 |
13 |
32 |
44 |
73 |
159 |
265 |
399 |
12 |
12 |
31 |
44 |
72 |
158 |
252 |
348 |
13 |
12 |
31 |
43 |
72 |
158 |
252 |
306 |
14 |
11 |
30 |
43 |
71 |
157 |
251 |
271 |
15 |
11 |
30 |
42 |
71 |
157 |
251 |
251 |
16 |
10 |
29 |
42 |
70 |
156 |
250 |
250 |
17 |
10 |
29 |
44 |
70 |
156 |
250 |
250 |
18 |
10 |
29 |
47 |
70 |
156 |
250 |
250 |
19 |
10 |
29 |
50 |
70 |
156 |
250 |
250 |
20 |
11 |
30 |
51 |
70 |
157 |
251 |
251 |
21 |
11 |
30 |
54 |
71 |
157 |
251 |
251 |
22 |
11 |
30 |
57 |
71 |
157 |
251 |
251 |
23 |
11 |
30 |
59 |
71 |
157 |
251 |
251 |
24 |
11 |
30 |
62 |
71 |
157 |
251 |
251 |
25 |
11 |
30 |
64 |
71 |
157 |
251 |
251 |
26 |
11 |
30 |
66 |
71 |
157 |
251 |
251 |
27 |
11 |
30 |
69 |
72 |
157 |
251 |
251 |
28 |
11 |
30 |
71 |
74 |
157 |
251 |
251 |
29 |
11 |
30 |
73 |
76 |
157 |
251 |
251 |
30 |
11 |
30 |
77 |
78 |
157 |
251 |
251 |
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 |
42 |
160 |
300 |
3 173 |
2 |
2 |
14 |
21 |
42 |
160 |
344 |
2 356 |
3 |
1 |
15 |
23 |
47 |
155 |
361 |
1 772 |
4 |
1 |
16 |
26 |
51 |
153 |
361 |
1 365 |
5 |
2 |
18 |
29 |
53 |
153 |
353 |
1 079 |
6 |
4 |
20 |
31 |
56 |
153 |
340 |
873 |
7 |
5 |
23 |
33 |
58 |
153 |
324 |
720 |
8 |
5 |
23 |
34 |
60 |
153 |
306 |
604 |
9 |
6 |
24 |
36 |
63 |
153 |
289 |
514 |
10 |
6 |
25 |
38 |
65 |
153 |
272 |
441 |
11 |
6 |
25 |
38 |
66 |
153 |
255 |
383 |
12 |
7 |
26 |
38 |
66 |
153 |
247 |
335 |
13 |
7 |
26 |
38 |
66 |
153 |
247 |
294 |
14 |
7 |
26 |
38 |
66 |
153 |
247 |
260 |
15 |
7 |
26 |
38 |
66 |
153 |
247 |
247 |
16 |
7 |
26 |
41 |
66 |
153 |
247 |
247 |
17 |
7 |
26 |
43 |
66 |
153 |
247 |
247 |
18 |
7 |
26 |
46 |
66 |
153 |
247 |
247 |
19 |
7 |
26 |
48 |
66 |
153 |
247 |
247 |
20 |
7 |
26 |
50 |
66 |
153 |
247 |
247 |
21 |
7 |
26 |
53 |
66 |
153 |
247 |
247 |
22 |
8 |
26 |
55 |
66 |
153 |
247 |
247 |
23 |
8 |
26 |
57 |
66 |
153 |
247 |
247 |
24 |
8 |
26 |
59 |
66 |
153 |
247 |
247 |
25 |
9 |
26 |
62 |
66 |
153 |
247 |
247 |
26 |
9 |
26 |
64 |
68 |
153 |
247 |
247 |
27 |
10 |
26 |
67 |
70 |
153 |
247 |
247 |
28 |
10 |
26 |
69 |
72 |
153 |
247 |
247 |
29 |
10 |
26 |
72 |
74 |
153 |
247 |
247 |
30 |
11 |
26 |
74 |
75 |
153 |
247 |
247 |
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 |
73 |
85 |
92 |
113 |
231 |
327 |
3 280 |
2 |
70 |
82 |
88 |
110 |
228 |
356 |
2 447 |
3 |
72 |
85 |
93 |
117 |
225 |
375 |
1 846 |
4 |
70 |
84 |
94 |
119 |
221 |
376 |
1 425 |
5 |
69 |
84 |
96 |
119 |
219 |
368 |
1 127 |
6 |
69 |
85 |
96 |
121 |
218 |
355 |
913 |
7 |
69 |
86 |
97 |
121 |
216 |
338 |
753 |
8 |
68 |
86 |
97 |
123 |
215 |
321 |
632 |
9 |
67 |
86 |
97 |
125 |
214 |
308 |
537 |
10 |
64 |
83 |
96 |
123 |
211 |
305 |
462 |
11 |
62 |
81 |
94 |
122 |
208 |
302 |
401 |
12 |
61 |
80 |
93 |
121 |
207 |
301 |
350 |
13 |
60 |
79 |
92 |
120 |
206 |
300 |
308 |
14 |
60 |
79 |
92 |
120 |
206 |
300 |
300 |
15 |
60 |
79 |
91 |
120 |
206 |
300 |
300 |
16 |
59 |
78 |
91 |
119 |
205 |
299 |
299 |
17 |
59 |
78 |
90 |
119 |
205 |
299 |
299 |
18 |
58 |
77 |
90 |
118 |
204 |
298 |
298 |
19 |
58 |
77 |
89 |
117 |
204 |
298 |
298 |
20 |
57 |
76 |
89 |
117 |
203 |
297 |
297 |
21 |
56 |
75 |
88 |
116 |
202 |
297 |
297 |
22 |
56 |
75 |
87 |
115 |
202 |
296 |
296 |
23 |
55 |
74 |
86 |
115 |
201 |
295 |
295 |
24 |
54 |
73 |
85 |
114 |
200 |
294 |
294 |
25 |
53 |
72 |
84 |
113 |
199 |
293 |
293 |
26 |
52 |
71 |
83 |
112 |
198 |
292 |
292 |
27 |
51 |
70 |
82 |
111 |
197 |
291 |
291 |
28 |
50 |
69 |
81 |
109 |
196 |
290 |
290 |
29 |
49 |
68 |
80 |
108 |
195 |
289 |
289 |
30 |
48 |
67 |
79 |
107 |
194 |
288 |
288 |
3.5 Krona
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
6 |
18 |
25 |
46 |
164 |
302 |
3 200 |
2 |
8 |
20 |
26 |
48 |
166 |
347 |
2 377 |
3 |
8 |
21 |
30 |
54 |
162 |
364 |
1 790 |
4 |
9 |
23 |
33 |
58 |
160 |
365 |
1 379 |
5 |
10 |
25 |
37 |
60 |
160 |
357 |
1 091 |
6 |
11 |
28 |
39 |
63 |
160 |
343 |
882 |
7 |
13 |
30 |
40 |
65 |
160 |
327 |
728 |
8 |
12 |
30 |
41 |
67 |
159 |
310 |
611 |
9 |
12 |
31 |
42 |
70 |
159 |
292 |
519 |
10 |
12 |
31 |
44 |
71 |
159 |
275 |
446 |
11 |
12 |
31 |
44 |
72 |
158 |
258 |
388 |
12 |
12 |
31 |
44 |
72 |
158 |
252 |
339 |
13 |
12 |
31 |
44 |
72 |
158 |
252 |
299 |
14 |
12 |
31 |
44 |
72 |
158 |
252 |
264 |
15 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
16 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
17 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
18 |
12 |
31 |
46 |
72 |
158 |
252 |
252 |
19 |
13 |
32 |
49 |
72 |
159 |
253 |
253 |
20 |
13 |
32 |
51 |
73 |
159 |
253 |
253 |
21 |
13 |
33 |
54 |
73 |
160 |
254 |
254 |
22 |
14 |
33 |
56 |
74 |
160 |
254 |
254 |
23 |
14 |
33 |
58 |
74 |
160 |
254 |
254 |
24 |
14 |
33 |
61 |
74 |
160 |
254 |
254 |
25 |
14 |
33 |
63 |
74 |
160 |
254 |
254 |
26 |
14 |
33 |
66 |
74 |
160 |
254 |
254 |
27 |
14 |
33 |
68 |
74 |
160 |
254 |
254 |
28 |
14 |
33 |
71 |
74 |
160 |
254 |
254 |
29 |
14 |
33 |
73 |
75 |
160 |
254 |
254 |
30 |
13 |
33 |
76 |
77 |
160 |
254 |
254 |
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 |
43 |
55 |
62 |
83 |
201 |
302 |
3 194 |
2 |
47 |
59 |
65 |
87 |
205 |
346 |
2 372 |
3 |
50 |
64 |
72 |
96 |
204 |
363 |
1 784 |
4 |
53 |
67 |
77 |
102 |
204 |
363 |
1 374 |
5 |
54 |
70 |
81 |
105 |
205 |
355 |
1 085 |
6 |
56 |
72 |
83 |
108 |
205 |
341 |
878 |
7 |
57 |
74 |
85 |
109 |
204 |
326 |
725 |
8 |
56 |
74 |
85 |
111 |
203 |
309 |
609 |
9 |
55 |
74 |
85 |
113 |
202 |
296 |
518 |
10 |
54 |
73 |
86 |
114 |
201 |
295 |
446 |
11 |
53 |
72 |
85 |
113 |
200 |
294 |
387 |
12 |
52 |
71 |
84 |
112 |
198 |
292 |
339 |
13 |
51 |
70 |
83 |
111 |
197 |
291 |
298 |
14 |
50 |
69 |
81 |
110 |
196 |
290 |
290 |
15 |
49 |
68 |
80 |
109 |
195 |
289 |
289 |
16 |
48 |
67 |
80 |
108 |
194 |
288 |
288 |
17 |
47 |
66 |
79 |
107 |
193 |
287 |
287 |
18 |
47 |
66 |
78 |
107 |
193 |
287 |
287 |
19 |
46 |
65 |
78 |
106 |
192 |
286 |
286 |
20 |
46 |
65 |
77 |
105 |
192 |
286 |
286 |
21 |
45 |
64 |
77 |
105 |
191 |
285 |
285 |
22 |
44 |
63 |
76 |
104 |
190 |
284 |
284 |
23 |
44 |
63 |
75 |
103 |
190 |
284 |
284 |
24 |
43 |
62 |
74 |
103 |
189 |
283 |
283 |
25 |
42 |
61 |
74 |
102 |
188 |
282 |
282 |
26 |
41 |
60 |
73 |
101 |
187 |
281 |
281 |
27 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
28 |
40 |
59 |
71 |
99 |
186 |
280 |
280 |
29 |
39 |
58 |
73 |
99 |
185 |
279 |
279 |
30 |
38 |
57 |
76 |
98 |
184 |
278 |
278 |
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 |
41 |
160 |
300 |
3 170 |
2 |
1 |
14 |
20 |
41 |
160 |
344 |
2 354 |
3 |
1 |
14 |
22 |
46 |
154 |
360 |
1 771 |
4 |
1 |
15 |
25 |
50 |
152 |
361 |
1 364 |
5 |
2 |
17 |
28 |
52 |
152 |
353 |
1 078 |
6 |
3 |
19 |
31 |
55 |
152 |
339 |
872 |
7 |
5 |
22 |
32 |
57 |
152 |
323 |
720 |
8 |
5 |
23 |
34 |
60 |
152 |
306 |
604 |
9 |
5 |
24 |
35 |
63 |
152 |
289 |
513 |
10 |
5 |
24 |
37 |
65 |
152 |
271 |
441 |
11 |
6 |
25 |
37 |
65 |
152 |
255 |
383 |
12 |
6 |
25 |
38 |
66 |
152 |
246 |
334 |
13 |
6 |
25 |
38 |
66 |
152 |
246 |
294 |
14 |
6 |
25 |
37 |
66 |
152 |
246 |
260 |
15 |
6 |
25 |
38 |
66 |
152 |
246 |
246 |
16 |
6 |
25 |
41 |
66 |
152 |
246 |
246 |
17 |
6 |
25 |
43 |
66 |
152 |
246 |
246 |
18 |
6 |
25 |
46 |
66 |
152 |
246 |
246 |
19 |
7 |
25 |
48 |
66 |
152 |
246 |
246 |
20 |
7 |
25 |
50 |
66 |
152 |
246 |
246 |
21 |
7 |
25 |
53 |
66 |
152 |
246 |
246 |
22 |
8 |
25 |
55 |
66 |
152 |
246 |
246 |
23 |
8 |
25 |
57 |
66 |
152 |
246 |
246 |
24 |
8 |
25 |
59 |
66 |
152 |
246 |
246 |
25 |
9 |
25 |
62 |
66 |
152 |
246 |
246 |
26 |
9 |
25 |
64 |
68 |
152 |
246 |
246 |
27 |
10 |
25 |
67 |
70 |
152 |
246 |
246 |
28 |
10 |
25 |
69 |
72 |
152 |
246 |
246 |
29 |
10 |
25 |
72 |
74 |
152 |
246 |
246 |
30 |
11 |
25 |
74 |
75 |
152 |
246 |
246 |
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 |
178 |
305 |
3 224 |
2 |
0 |
11 |
22 |
45 |
178 |
350 |
2 400 |
3 |
1 |
11 |
23 |
49 |
173 |
367 |
1 807 |
4 |
1 |
13 |
26 |
55 |
170 |
368 |
1 392 |
5 |
1 |
16 |
28 |
59 |
169 |
359 |
1 100 |
6 |
2 |
18 |
33 |
60 |
168 |
346 |
889 |
7 |
3 |
21 |
36 |
60 |
167 |
329 |
734 |
8 |
5 |
24 |
37 |
59 |
166 |
312 |
615 |
9 |
8 |
30 |
42 |
58 |
165 |
294 |
523 |
10 |
11 |
34 |
42 |
57 |
164 |
276 |
449 |
11 |
10 |
33 |
41 |
57 |
163 |
259 |
389 |
12 |
9 |
32 |
41 |
56 |
162 |
256 |
340 |
13 |
8 |
31 |
42 |
57 |
162 |
256 |
299 |
14 |
8 |
31 |
42 |
57 |
161 |
255 |
265 |
15 |
8 |
31 |
43 |
57 |
160 |
254 |
254 |
16 |
8 |
31 |
43 |
57 |
159 |
253 |
253 |
17 |
8 |
31 |
44 |
57 |
158 |
252 |
252 |
18 |
8 |
31 |
46 |
57 |
157 |
251 |
251 |
19 |
8 |
31 |
48 |
57 |
157 |
251 |
251 |
20 |
8 |
31 |
51 |
57 |
158 |
252 |
252 |
21 |
8 |
31 |
53 |
59 |
158 |
252 |
252 |
22 |
8 |
31 |
55 |
61 |
157 |
251 |
251 |
23 |
8 |
31 |
58 |
63 |
157 |
251 |
251 |
24 |
9 |
31 |
61 |
65 |
156 |
250 |
250 |
25 |
9 |
31 |
62 |
67 |
156 |
250 |
250 |
26 |
9 |
31 |
65 |
68 |
155 |
249 |
249 |
27 |
10 |
31 |
67 |
70 |
155 |
249 |
249 |
28 |
10 |
31 |
70 |
73 |
154 |
248 |
248 |
29 |
11 |
31 |
72 |
75 |
154 |
248 |
248 |
30 |
11 |
31 |
74 |
76 |
153 |
247 |
247 |
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 |
80 |
92 |
99 |
120 |
238 |
334 |
3 339 |
2 |
78 |
91 |
97 |
119 |
237 |
362 |
2 490 |
3 |
76 |
90 |
98 |
122 |
230 |
380 |
1 878 |
4 |
75 |
89 |
99 |
124 |
226 |
382 |
1 449 |
5 |
73 |
88 |
100 |
123 |
223 |
374 |
1 146 |
6 |
73 |
89 |
100 |
125 |
222 |
360 |
928 |
7 |
72 |
89 |
100 |
124 |
219 |
343 |
766 |
8 |
70 |
88 |
99 |
125 |
217 |
326 |
643 |
9 |
68 |
87 |
98 |
126 |
215 |
309 |
546 |
10 |
67 |
86 |
98 |
126 |
213 |
308 |
469 |
11 |
66 |
85 |
97 |
126 |
212 |
306 |
407 |
12 |
64 |
83 |
96 |
124 |
210 |
305 |
356 |
13 |
63 |
82 |
95 |
123 |
209 |
303 |
313 |
14 |
62 |
81 |
93 |
121 |
208 |
302 |
302 |
15 |
60 |
79 |
92 |
120 |
206 |
300 |
300 |
16 |
59 |
78 |
91 |
119 |
205 |
299 |
299 |
17 |
58 |
77 |
90 |
118 |
204 |
298 |
298 |
18 |
57 |
76 |
89 |
117 |
203 |
297 |
297 |
19 |
56 |
75 |
88 |
116 |
202 |
297 |
297 |
20 |
56 |
75 |
87 |
115 |
202 |
296 |
296 |
21 |
55 |
74 |
86 |
115 |
201 |
295 |
295 |
22 |
54 |
73 |
85 |
114 |
200 |
294 |
294 |
23 |
53 |
72 |
84 |
113 |
199 |
293 |
293 |
24 |
52 |
71 |
83 |
112 |
198 |
292 |
292 |
25 |
51 |
70 |
82 |
110 |
197 |
291 |
291 |
26 |
49 |
69 |
81 |
109 |
196 |
290 |
290 |
27 |
48 |
68 |
80 |
108 |
195 |
289 |
289 |
28 |
47 |
66 |
79 |
107 |
193 |
288 |
288 |
29 |
46 |
65 |
78 |
106 |
192 |
286 |
286 |
30 |
45 |
64 |
78 |
105 |
191 |
285 |
285 |
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 |
52 |
65 |
71 |
92 |
210 |
306 |
3 209 |
2 |
51 |
64 |
70 |
92 |
210 |
350 |
2 396 |
3 |
50 |
63 |
72 |
96 |
204 |
368 |
1 808 |
4 |
49 |
63 |
74 |
99 |
201 |
369 |
1 395 |
5 |
49 |
64 |
75 |
99 |
199 |
361 |
1 104 |
6 |
49 |
65 |
76 |
101 |
197 |
348 |
894 |
7 |
49 |
66 |
77 |
101 |
196 |
332 |
739 |
8 |
48 |
65 |
77 |
102 |
195 |
315 |
620 |
9 |
46 |
65 |
77 |
104 |
193 |
297 |
528 |
10 |
46 |
65 |
77 |
105 |
192 |
286 |
454 |
11 |
45 |
64 |
77 |
105 |
191 |
285 |
394 |
12 |
44 |
64 |
76 |
104 |
191 |
285 |
344 |
13 |
44 |
63 |
75 |
104 |
190 |
284 |
303 |
14 |
43 |
62 |
75 |
103 |
189 |
283 |
283 |
15 |
43 |
62 |
74 |
103 |
189 |
283 |
283 |
16 |
42 |
61 |
73 |
102 |
188 |
282 |
282 |
17 |
41 |
60 |
73 |
101 |
187 |
281 |
281 |
18 |
41 |
60 |
72 |
101 |
187 |
281 |
281 |
19 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
20 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
21 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
22 |
39 |
59 |
71 |
99 |
186 |
280 |
280 |
23 |
39 |
58 |
71 |
99 |
185 |
279 |
279 |
24 |
38 |
57 |
70 |
98 |
184 |
278 |
278 |
25 |
38 |
57 |
69 |
98 |
184 |
278 |
278 |
26 |
37 |
56 |
69 |
97 |
183 |
277 |
277 |
27 |
36 |
55 |
69 |
96 |
182 |
276 |
276 |
28 |
36 |
55 |
71 |
95 |
182 |
276 |
276 |
29 |
35 |
54 |
74 |
95 |
181 |
275 |
275 |
30 |
34 |
53 |
76 |
94 |
180 |
274 |
274 |
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 |
39 |
46 |
67 |
185 |
307 |
3 250 |
2 |
28 |
40 |
46 |
68 |
186 |
353 |
2 424 |
3 |
26 |
40 |
48 |
72 |
180 |
371 |
1 826 |
4 |
26 |
40 |
50 |
75 |
177 |
372 |
1 408 |
5 |
26 |
41 |
52 |
76 |
176 |
363 |
1 112 |
6 |
26 |
43 |
54 |
78 |
175 |
350 |
899 |
7 |
27 |
44 |
55 |
80 |
174 |
333 |
742 |
8 |
26 |
44 |
55 |
81 |
174 |
315 |
622 |
9 |
26 |
45 |
56 |
84 |
173 |
297 |
528 |
10 |
26 |
45 |
57 |
85 |
172 |
279 |
454 |
11 |
25 |
44 |
57 |
85 |
172 |
266 |
394 |
12 |
25 |
44 |
56 |
85 |
171 |
265 |
344 |
13 |
24 |
43 |
56 |
84 |
170 |
264 |
303 |
14 |
23 |
43 |
55 |
83 |
170 |
264 |
268 |
15 |
23 |
42 |
55 |
83 |
169 |
263 |
263 |
16 |
22 |
41 |
54 |
82 |
168 |
262 |
262 |
17 |
22 |
41 |
53 |
82 |
168 |
262 |
262 |
18 |
21 |
41 |
53 |
81 |
168 |
262 |
262 |
19 |
21 |
40 |
53 |
81 |
167 |
261 |
261 |
20 |
21 |
40 |
53 |
81 |
167 |
262 |
262 |
21 |
21 |
41 |
54 |
81 |
168 |
262 |
262 |
22 |
21 |
40 |
57 |
81 |
167 |
261 |
261 |
23 |
21 |
40 |
58 |
81 |
167 |
261 |
261 |
24 |
21 |
40 |
61 |
81 |
167 |
261 |
261 |
25 |
21 |
40 |
64 |
81 |
167 |
261 |
261 |
26 |
20 |
40 |
66 |
80 |
167 |
261 |
261 |
27 |
20 |
39 |
69 |
80 |
166 |
260 |
260 |
28 |
20 |
39 |
71 |
80 |
166 |
260 |
260 |
29 |
20 |
39 |
73 |
79 |
166 |
260 |
260 |
30 |
19 |
38 |
76 |
79 |
165 |
259 |
259 |
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 |
142 |
299 |
3 163 |
2 |
0 |
1 |
6 |
25 |
143 |
343 |
2 349 |
3 |
1 |
1 |
8 |
30 |
138 |
360 |
1 767 |
4 |
1 |
3 |
11 |
33 |
135 |
360 |
1 362 |
5 |
1 |
4 |
14 |
35 |
135 |
352 |
1 077 |
6 |
2 |
4 |
16 |
39 |
135 |
339 |
871 |
7 |
2 |
6 |
19 |
41 |
135 |
323 |
719 |
8 |
2 |
6 |
22 |
43 |
135 |
306 |
603 |
9 |
3 |
7 |
24 |
46 |
135 |
289 |
513 |
10 |
4 |
8 |
26 |
48 |
135 |
271 |
441 |
11 |
4 |
9 |
29 |
50 |
136 |
255 |
382 |
12 |
4 |
10 |
31 |
49 |
135 |
238 |
334 |
13 |
4 |
10 |
34 |
50 |
136 |
230 |
294 |
14 |
4 |
12 |
36 |
49 |
136 |
230 |
260 |
15 |
5 |
12 |
38 |
48 |
134 |
229 |
231 |
16 |
6 |
13 |
41 |
48 |
134 |
228 |
228 |
17 |
6 |
14 |
43 |
50 |
133 |
228 |
228 |
18 |
6 |
15 |
45 |
52 |
134 |
228 |
228 |
19 |
7 |
15 |
47 |
54 |
134 |
228 |
228 |
20 |
7 |
17 |
50 |
56 |
134 |
228 |
228 |
21 |
7 |
17 |
53 |
58 |
135 |
229 |
229 |
22 |
8 |
18 |
54 |
60 |
135 |
229 |
229 |
23 |
8 |
18 |
57 |
61 |
135 |
229 |
229 |
24 |
8 |
20 |
59 |
64 |
134 |
229 |
229 |
25 |
9 |
20 |
62 |
66 |
134 |
228 |
228 |
26 |
9 |
21 |
64 |
68 |
136 |
228 |
228 |
27 |
10 |
23 |
67 |
70 |
137 |
228 |
228 |
28 |
10 |
23 |
69 |
71 |
138 |
228 |
228 |
29 |
10 |
24 |
72 |
73 |
139 |
228 |
228 |
30 |
11 |
25 |
74 |
75 |
141 |
228 |
228 |
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 |
41 |
53 |
60 |
81 |
199 |
303 |
3 205 |
2 |
41 |
54 |
60 |
81 |
199 |
348 |
2 384 |
3 |
40 |
53 |
62 |
86 |
194 |
365 |
1 797 |
4 |
40 |
54 |
64 |
89 |
191 |
367 |
1 387 |
5 |
40 |
55 |
66 |
90 |
190 |
359 |
1 098 |
6 |
40 |
56 |
68 |
92 |
189 |
346 |
889 |
7 |
41 |
58 |
69 |
93 |
188 |
330 |
734 |
8 |
40 |
58 |
69 |
95 |
187 |
313 |
616 |
9 |
39 |
58 |
69 |
97 |
186 |
295 |
524 |
10 |
39 |
58 |
70 |
98 |
185 |
279 |
451 |
11 |
38 |
57 |
70 |
98 |
185 |
279 |
391 |
12 |
38 |
57 |
69 |
98 |
184 |
278 |
342 |
13 |
37 |
56 |
69 |
97 |
183 |
277 |
301 |
14 |
36 |
56 |
68 |
96 |
183 |
277 |
277 |
15 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
16 |
35 |
54 |
67 |
95 |
181 |
275 |
275 |
17 |
35 |
54 |
66 |
94 |
181 |
275 |
275 |
18 |
34 |
53 |
66 |
94 |
180 |
274 |
274 |
19 |
34 |
53 |
65 |
94 |
180 |
274 |
274 |
20 |
33 |
53 |
65 |
93 |
180 |
274 |
274 |
21 |
33 |
52 |
65 |
93 |
179 |
273 |
273 |
22 |
33 |
52 |
64 |
93 |
179 |
273 |
273 |
23 |
32 |
51 |
64 |
92 |
178 |
272 |
272 |
24 |
32 |
51 |
63 |
91 |
178 |
272 |
272 |
25 |
31 |
50 |
63 |
91 |
177 |
271 |
271 |
26 |
30 |
49 |
66 |
90 |
176 |
270 |
270 |
27 |
29 |
49 |
68 |
89 |
176 |
270 |
270 |
28 |
29 |
48 |
71 |
89 |
175 |
269 |
269 |
29 |
28 |
47 |
73 |
88 |
174 |
268 |
268 |
30 |
27 |
46 |
76 |
87 |
173 |
268 |
268 |
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 |
26 |
32 |
53 |
171 |
305 |
3 230 |
2 |
17 |
29 |
36 |
57 |
175 |
349 |
2 396 |
3 |
19 |
33 |
41 |
65 |
173 |
366 |
1 804 |
4 |
22 |
36 |
46 |
71 |
173 |
368 |
1 392 |
5 |
24 |
39 |
51 |
74 |
174 |
360 |
1 102 |
6 |
23 |
40 |
51 |
75 |
172 |
347 |
892 |
7 |
28 |
46 |
56 |
81 |
176 |
331 |
737 |
8 |
27 |
45 |
56 |
82 |
174 |
314 |
619 |
9 |
28 |
47 |
58 |
86 |
175 |
296 |
526 |
10 |
30 |
49 |
61 |
89 |
176 |
279 |
453 |
11 |
31 |
50 |
63 |
91 |
177 |
271 |
393 |
12 |
32 |
51 |
64 |
92 |
178 |
272 |
344 |
13 |
32 |
51 |
64 |
92 |
178 |
272 |
302 |
14 |
33 |
52 |
64 |
92 |
179 |
273 |
273 |
15 |
33 |
52 |
64 |
93 |
179 |
273 |
273 |
16 |
32 |
51 |
64 |
92 |
178 |
272 |
272 |
17 |
32 |
51 |
64 |
92 |
178 |
273 |
273 |
18 |
32 |
51 |
63 |
92 |
178 |
272 |
272 |
19 |
31 |
51 |
63 |
91 |
178 |
272 |
272 |
20 |
32 |
51 |
63 |
91 |
178 |
272 |
272 |
21 |
31 |
51 |
63 |
91 |
178 |
272 |
272 |
22 |
31 |
50 |
63 |
91 |
177 |
271 |
271 |
23 |
31 |
50 |
63 |
91 |
177 |
271 |
271 |
24 |
30 |
50 |
62 |
90 |
177 |
271 |
271 |
25 |
30 |
49 |
64 |
90 |
176 |
270 |
270 |
26 |
30 |
49 |
66 |
89 |
176 |
270 |
270 |
27 |
29 |
48 |
69 |
89 |
175 |
269 |
269 |
28 |
28 |
48 |
71 |
88 |
175 |
269 |
269 |
29 |
28 |
47 |
73 |
88 |
174 |
268 |
268 |
30 |
27 |
46 |
76 |
87 |
173 |
268 |
268 |
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 |
13 |
25 |
31 |
53 |
171 |
306 |
3 237 |
2 |
14 |
26 |
33 |
54 |
172 |
351 |
2 409 |
3 |
14 |
28 |
36 |
60 |
168 |
369 |
1 817 |
4 |
15 |
29 |
39 |
64 |
166 |
370 |
1 401 |
5 |
16 |
31 |
42 |
66 |
166 |
362 |
1 108 |
6 |
17 |
34 |
45 |
69 |
166 |
349 |
897 |
7 |
19 |
36 |
47 |
71 |
166 |
332 |
740 |
8 |
19 |
37 |
48 |
74 |
166 |
315 |
621 |
9 |
19 |
38 |
49 |
77 |
166 |
297 |
528 |
10 |
20 |
39 |
51 |
79 |
166 |
279 |
454 |
11 |
20 |
39 |
52 |
80 |
166 |
262 |
393 |
12 |
20 |
39 |
52 |
80 |
166 |
260 |
344 |
13 |
20 |
39 |
52 |
80 |
166 |
260 |
302 |
14 |
20 |
39 |
52 |
80 |
166 |
260 |
267 |
15 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
16 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
17 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
18 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
19 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
20 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
21 |
20 |
39 |
54 |
80 |
166 |
260 |
260 |
22 |
20 |
39 |
57 |
80 |
166 |
260 |
260 |
23 |
19 |
38 |
58 |
79 |
165 |
259 |
259 |
24 |
19 |
38 |
61 |
79 |
165 |
259 |
259 |
25 |
18 |
38 |
63 |
78 |
165 |
259 |
259 |
26 |
18 |
37 |
66 |
78 |
164 |
258 |
258 |
27 |
18 |
37 |
68 |
77 |
164 |
258 |
258 |
28 |
17 |
36 |
71 |
77 |
163 |
257 |
257 |
29 |
17 |
36 |
73 |
77 |
163 |
257 |
257 |
30 |
16 |
35 |
76 |
77 |
162 |
256 |
256 |
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 |
57 |
64 |
85 |
203 |
319 |
3 388 |
2 |
48 |
60 |
67 |
88 |
206 |
369 |
2 542 |
3 |
51 |
64 |
72 |
96 |
204 |
388 |
1 920 |
4 |
52 |
66 |
76 |
101 |
203 |
390 |
1 482 |
5 |
54 |
69 |
80 |
104 |
204 |
382 |
1 172 |
6 |
56 |
72 |
83 |
108 |
204 |
368 |
948 |
7 |
57 |
74 |
85 |
110 |
204 |
351 |
782 |
8 |
57 |
75 |
86 |
112 |
204 |
332 |
656 |
9 |
57 |
76 |
87 |
115 |
204 |
314 |
558 |
10 |
58 |
77 |
89 |
117 |
204 |
298 |
479 |
11 |
58 |
77 |
89 |
117 |
204 |
298 |
416 |
12 |
57 |
76 |
89 |
117 |
203 |
297 |
363 |
13 |
57 |
76 |
88 |
116 |
203 |
297 |
319 |
14 |
56 |
75 |
87 |
116 |
202 |
296 |
296 |
15 |
55 |
74 |
87 |
115 |
201 |
295 |
295 |
16 |
54 |
73 |
86 |
114 |
200 |
294 |
294 |
17 |
54 |
73 |
85 |
114 |
200 |
294 |
294 |
18 |
53 |
72 |
85 |
113 |
199 |
293 |
293 |
19 |
52 |
71 |
84 |
112 |
198 |
293 |
293 |
20 |
52 |
71 |
83 |
112 |
198 |
292 |
292 |
21 |
51 |
70 |
83 |
111 |
197 |
291 |
291 |
22 |
50 |
69 |
82 |
110 |
196 |
290 |
290 |
23 |
49 |
68 |
81 |
109 |
195 |
290 |
290 |
24 |
48 |
68 |
80 |
108 |
195 |
289 |
289 |
25 |
48 |
67 |
79 |
107 |
194 |
288 |
288 |
26 |
47 |
66 |
78 |
106 |
193 |
287 |
287 |
27 |
46 |
65 |
77 |
106 |
192 |
286 |
286 |
28 |
45 |
64 |
76 |
105 |
191 |
285 |
285 |
29 |
44 |
63 |
76 |
104 |
190 |
284 |
284 |
30 |
43 |
62 |
80 |
103 |
189 |
283 |
283 |
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 |
76 |
89 |
95 |
117 |
235 |
330 |
3 357 |
2 |
81 |
94 |
100 |
121 |
239 |
368 |
2 534 |
3 |
82 |
95 |
103 |
127 |
235 |
391 |
1 928 |
4 |
82 |
96 |
106 |
131 |
233 |
395 |
1 495 |
5 |
85 |
100 |
111 |
135 |
235 |
388 |
1 187 |
6 |
87 |
103 |
115 |
139 |
236 |
375 |
963 |
7 |
89 |
107 |
117 |
142 |
237 |
358 |
796 |
8 |
91 |
108 |
120 |
146 |
238 |
340 |
669 |
9 |
92 |
110 |
122 |
149 |
239 |
333 |
569 |
10 |
92 |
111 |
124 |
152 |
239 |
333 |
490 |
11 |
92 |
111 |
124 |
152 |
239 |
333 |
425 |
12 |
92 |
111 |
123 |
152 |
238 |
332 |
371 |
13 |
91 |
110 |
122 |
150 |
237 |
331 |
331 |
14 |
89 |
108 |
121 |
149 |
235 |
329 |
329 |
15 |
88 |
107 |
120 |
148 |
234 |
328 |
328 |
16 |
87 |
106 |
118 |
146 |
233 |
327 |
327 |
17 |
85 |
104 |
117 |
145 |
231 |
325 |
325 |
18 |
84 |
103 |
116 |
144 |
230 |
324 |
324 |
19 |
83 |
102 |
114 |
142 |
229 |
323 |
323 |
20 |
81 |
100 |
113 |
141 |
227 |
321 |
321 |
21 |
80 |
99 |
112 |
140 |
226 |
320 |
320 |
22 |
78 |
97 |
110 |
138 |
224 |
318 |
318 |
23 |
77 |
96 |
108 |
137 |
223 |
317 |
317 |
24 |
75 |
94 |
107 |
135 |
221 |
315 |
315 |
25 |
73 |
93 |
105 |
133 |
220 |
314 |
314 |
26 |
72 |
91 |
103 |
132 |
218 |
312 |
312 |
27 |
70 |
89 |
102 |
130 |
216 |
310 |
310 |
28 |
69 |
88 |
100 |
128 |
215 |
309 |
309 |
29 |
67 |
86 |
99 |
127 |
213 |
307 |
307 |
30 |
66 |
85 |
97 |
125 |
212 |
306 |
306 |
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 |
7 |
19 |
25 |
47 |
165 |
303 |
3 211 |
2 |
10 |
22 |
28 |
50 |
168 |
349 |
2 388 |
3 |
11 |
25 |
33 |
57 |
165 |
366 |
1 801 |
4 |
13 |
27 |
37 |
62 |
164 |
367 |
1 389 |
5 |
15 |
30 |
42 |
65 |
165 |
359 |
1 099 |
6 |
17 |
33 |
44 |
69 |
166 |
346 |
890 |
7 |
19 |
36 |
46 |
71 |
166 |
330 |
735 |
8 |
19 |
37 |
48 |
74 |
166 |
313 |
616 |
9 |
19 |
38 |
49 |
77 |
166 |
295 |
524 |
10 |
19 |
38 |
51 |
79 |
166 |
277 |
450 |
11 |
20 |
39 |
51 |
79 |
166 |
260 |
391 |
12 |
19 |
38 |
51 |
79 |
165 |
260 |
341 |
13 |
19 |
38 |
50 |
79 |
165 |
259 |
300 |
14 |
18 |
37 |
50 |
78 |
164 |
258 |
266 |
15 |
18 |
37 |
49 |
77 |
164 |
258 |
258 |
16 |
17 |
36 |
48 |
77 |
163 |
257 |
257 |
17 |
16 |
36 |
48 |
76 |
163 |
257 |
257 |
18 |
16 |
35 |
48 |
76 |
162 |
256 |
256 |
19 |
16 |
35 |
49 |
76 |
162 |
256 |
256 |
20 |
16 |
35 |
51 |
76 |
162 |
256 |
256 |
21 |
16 |
35 |
54 |
76 |
162 |
256 |
256 |
22 |
16 |
35 |
56 |
76 |
162 |
256 |
256 |
23 |
16 |
35 |
58 |
76 |
162 |
256 |
256 |
24 |
16 |
35 |
61 |
76 |
162 |
256 |
256 |
25 |
16 |
35 |
63 |
76 |
162 |
256 |
256 |
26 |
16 |
35 |
66 |
76 |
162 |
256 |
256 |
27 |
16 |
35 |
68 |
75 |
162 |
256 |
256 |
28 |
15 |
34 |
71 |
75 |
161 |
256 |
256 |
29 |
15 |
34 |
73 |
75 |
161 |
255 |
255 |
30 |
15 |
34 |
76 |
77 |
161 |
255 |
255 |
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 |
90 |
103 |
109 |
131 |
249 |
345 |
3 401 |
2 |
91 |
104 |
110 |
132 |
250 |
369 |
2 546 |
3 |
91 |
104 |
113 |
137 |
245 |
389 |
1 925 |
4 |
91 |
106 |
116 |
141 |
243 |
392 |
1 489 |
5 |
92 |
107 |
119 |
143 |
243 |
384 |
1 180 |
6 |
93 |
110 |
121 |
145 |
242 |
371 |
956 |
7 |
94 |
112 |
122 |
147 |
242 |
354 |
790 |
8 |
94 |
112 |
123 |
149 |
242 |
336 |
663 |
9 |
94 |
112 |
124 |
151 |
241 |
335 |
564 |
10 |
93 |
112 |
124 |
152 |
239 |
333 |
485 |
11 |
92 |
111 |
123 |
151 |
238 |
332 |
420 |
12 |
90 |
109 |
122 |
150 |
236 |
330 |
367 |
13 |
88 |
107 |
120 |
148 |
234 |
328 |
328 |
14 |
86 |
105 |
118 |
146 |
232 |
326 |
326 |
15 |
85 |
104 |
116 |
144 |
231 |
325 |
325 |
16 |
83 |
102 |
114 |
142 |
229 |
323 |
323 |
17 |
81 |
100 |
113 |
141 |
227 |
321 |
321 |
18 |
80 |
99 |
111 |
139 |
226 |
320 |
320 |
19 |
78 |
97 |
110 |
138 |
224 |
318 |
318 |
20 |
77 |
96 |
109 |
137 |
223 |
317 |
317 |
21 |
76 |
95 |
108 |
136 |
222 |
316 |
316 |
22 |
75 |
94 |
107 |
135 |
221 |
315 |
315 |
23 |
74 |
93 |
105 |
134 |
220 |
314 |
314 |
24 |
73 |
92 |
104 |
132 |
219 |
313 |
313 |
25 |
71 |
90 |
103 |
131 |
217 |
311 |
311 |
26 |
70 |
89 |
102 |
130 |
216 |
310 |
310 |
27 |
69 |
88 |
101 |
129 |
215 |
309 |
309 |
28 |
68 |
87 |
99 |
128 |
214 |
308 |
308 |
29 |
67 |
86 |
98 |
127 |
213 |
307 |
307 |
30 |
66 |
85 |
97 |
125 |
212 |
306 |
306 |
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 |
315 |
327 |
334 |
355 |
473 |
569 |
3 513 |
2 |
80 |
93 |
99 |
120 |
238 |
380 |
2 629 |
3 |
82 |
95 |
104 |
128 |
236 |
400 |
1 985 |
4 |
84 |
98 |
109 |
134 |
236 |
402 |
1 531 |
5 |
86 |
102 |
113 |
137 |
237 |
393 |
1 211 |
6 |
88 |
105 |
116 |
140 |
237 |
379 |
979 |
7 |
90 |
108 |
118 |
143 |
238 |
361 |
808 |
8 |
91 |
109 |
120 |
146 |
238 |
342 |
677 |
9 |
92 |
110 |
122 |
149 |
239 |
333 |
576 |
10 |
92 |
111 |
123 |
151 |
239 |
333 |
495 |
11 |
92 |
111 |
124 |
152 |
239 |
333 |
429 |
12 |
93 |
112 |
124 |
152 |
239 |
333 |
375 |
13 |
93 |
112 |
125 |
153 |
239 |
333 |
333 |
14 |
94 |
113 |
125 |
153 |
240 |
334 |
334 |
15 |
94 |
113 |
126 |
154 |
240 |
334 |
334 |
16 |
95 |
114 |
127 |
155 |
241 |
335 |
335 |
17 |
96 |
115 |
128 |
156 |
242 |
336 |
336 |
18 |
97 |
116 |
129 |
157 |
243 |
337 |
337 |
19 |
98 |
117 |
130 |
158 |
244 |
338 |
338 |
20 |
98 |
118 |
130 |
158 |
245 |
339 |
339 |
21 |
99 |
118 |
130 |
158 |
245 |
339 |
339 |
22 |
98 |
117 |
130 |
158 |
244 |
338 |
338 |
23 |
98 |
117 |
129 |
157 |
244 |
338 |
338 |
24 |
97 |
116 |
128 |
156 |
243 |
337 |
337 |
25 |
96 |
115 |
127 |
155 |
242 |
336 |
336 |
26 |
94 |
113 |
126 |
154 |
240 |
334 |
334 |
27 |
93 |
112 |
125 |
153 |
239 |
333 |
333 |
28 |
92 |
111 |
123 |
151 |
238 |
332 |
332 |
29 |
90 |
109 |
122 |
150 |
236 |
330 |
330 |
30 |
89 |
108 |
120 |
149 |
235 |
329 |
329 |
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 |
7 |
13 |
35 |
153 |
303 |
3 211 |
2 |
0 |
7 |
13 |
35 |
153 |
348 |
2 384 |
3 |
1 |
7 |
15 |
39 |
147 |
364 |
1 792 |
4 |
1 |
7 |
17 |
42 |
144 |
365 |
1 380 |
5 |
1 |
8 |
20 |
43 |
143 |
356 |
1 090 |
6 |
2 |
10 |
21 |
46 |
142 |
342 |
881 |
7 |
2 |
12 |
22 |
47 |
142 |
326 |
727 |
8 |
2 |
12 |
23 |
49 |
141 |
309 |
609 |
9 |
3 |
12 |
25 |
51 |
140 |
291 |
517 |
10 |
4 |
12 |
26 |
52 |
140 |
273 |
444 |
11 |
4 |
12 |
29 |
53 |
139 |
256 |
385 |
12 |
4 |
12 |
32 |
53 |
139 |
240 |
337 |
13 |
4 |
12 |
34 |
53 |
139 |
234 |
296 |
14 |
4 |
13 |
37 |
53 |
140 |
234 |
262 |
15 |
6 |
13 |
38 |
54 |
140 |
234 |
234 |
16 |
6 |
13 |
41 |
54 |
140 |
234 |
234 |
17 |
6 |
14 |
44 |
54 |
141 |
235 |
235 |
18 |
6 |
15 |
46 |
55 |
141 |
235 |
235 |
19 |
7 |
15 |
48 |
56 |
142 |
236 |
236 |
20 |
7 |
17 |
51 |
57 |
143 |
237 |
237 |
21 |
7 |
17 |
53 |
59 |
143 |
238 |
238 |
22 |
8 |
18 |
55 |
61 |
144 |
238 |
238 |
23 |
8 |
19 |
58 |
63 |
145 |
239 |
239 |
24 |
9 |
20 |
61 |
65 |
145 |
239 |
239 |
25 |
9 |
21 |
62 |
66 |
145 |
240 |
240 |
26 |
9 |
21 |
65 |
68 |
146 |
240 |
240 |
27 |
10 |
23 |
67 |
70 |
146 |
240 |
240 |
28 |
10 |
23 |
70 |
73 |
146 |
240 |
240 |
29 |
11 |
24 |
72 |
75 |
147 |
241 |
241 |
30 |
11 |
25 |
74 |
77 |
147 |
241 |
241 |
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 |
47 |
59 |
66 |
87 |
205 |
307 |
3 258 |
2 |
48 |
60 |
67 |
88 |
206 |
354 |
2 428 |
3 |
47 |
60 |
69 |
93 |
201 |
371 |
1 830 |
4 |
47 |
61 |
71 |
96 |
198 |
373 |
1 411 |
5 |
47 |
62 |
73 |
97 |
197 |
364 |
1 115 |
6 |
48 |
64 |
75 |
100 |
197 |
351 |
902 |
7 |
48 |
65 |
76 |
100 |
195 |
334 |
744 |
8 |
48 |
66 |
77 |
103 |
195 |
317 |
624 |
9 |
47 |
66 |
77 |
105 |
194 |
299 |
531 |
10 |
46 |
65 |
78 |
106 |
193 |
287 |
456 |
11 |
45 |
64 |
77 |
105 |
192 |
286 |
396 |
12 |
44 |
63 |
76 |
104 |
190 |
284 |
346 |
13 |
43 |
62 |
74 |
103 |
189 |
283 |
304 |
14 |
41 |
60 |
73 |
101 |
187 |
281 |
281 |
15 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
16 |
39 |
58 |
70 |
98 |
185 |
279 |
279 |
17 |
38 |
57 |
69 |
97 |
184 |
278 |
278 |
18 |
37 |
56 |
68 |
96 |
183 |
277 |
277 |
19 |
36 |
55 |
67 |
96 |
182 |
276 |
276 |
20 |
35 |
54 |
67 |
95 |
181 |
275 |
275 |
21 |
35 |
54 |
66 |
95 |
181 |
275 |
275 |
22 |
34 |
53 |
66 |
94 |
180 |
274 |
274 |
23 |
34 |
53 |
65 |
93 |
180 |
274 |
274 |
24 |
33 |
52 |
65 |
93 |
179 |
273 |
273 |
25 |
32 |
51 |
64 |
92 |
178 |
272 |
272 |
26 |
31 |
51 |
66 |
91 |
178 |
272 |
272 |
27 |
31 |
50 |
69 |
91 |
177 |
271 |
271 |
28 |
30 |
49 |
71 |
90 |
176 |
270 |
270 |
29 |
29 |
49 |
73 |
89 |
176 |
270 |
270 |
30 |
29 |
48 |
76 |
89 |
175 |
269 |
269 |
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 |
110 |
123 |
129 |
151 |
269 |
364 |
3 414 |
2 |
112 |
124 |
130 |
152 |
270 |
371 |
2 560 |
3 |
113 |
126 |
134 |
158 |
266 |
392 |
1 937 |
4 |
114 |
128 |
138 |
163 |
265 |
394 |
1 499 |
5 |
115 |
131 |
142 |
166 |
266 |
387 |
1 188 |
6 |
117 |
133 |
145 |
169 |
266 |
374 |
964 |
7 |
118 |
136 |
146 |
171 |
266 |
360 |
798 |
8 |
118 |
136 |
147 |
173 |
265 |
359 |
671 |
9 |
118 |
137 |
148 |
176 |
265 |
359 |
572 |
10 |
118 |
137 |
149 |
177 |
264 |
358 |
492 |
11 |
117 |
136 |
149 |
177 |
263 |
357 |
428 |
12 |
116 |
135 |
147 |
176 |
262 |
356 |
374 |
13 |
114 |
133 |
146 |
174 |
260 |
354 |
354 |
14 |
112 |
131 |
144 |
172 |
258 |
352 |
352 |
15 |
110 |
130 |
142 |
170 |
257 |
351 |
351 |
16 |
108 |
127 |
140 |
168 |
254 |
348 |
348 |
17 |
106 |
125 |
138 |
166 |
252 |
346 |
346 |
18 |
104 |
123 |
136 |
164 |
250 |
344 |
344 |
19 |
102 |
121 |
134 |
162 |
248 |
342 |
342 |
20 |
101 |
120 |
132 |
160 |
247 |
341 |
341 |
21 |
99 |
118 |
131 |
159 |
245 |
339 |
339 |
22 |
97 |
116 |
129 |
157 |
243 |
337 |
337 |
23 |
95 |
114 |
127 |
155 |
241 |
335 |
335 |
24 |
93 |
112 |
125 |
153 |
239 |
333 |
333 |
25 |
91 |
111 |
123 |
151 |
238 |
332 |
332 |
26 |
90 |
109 |
121 |
149 |
236 |
330 |
330 |
27 |
88 |
107 |
119 |
148 |
234 |
328 |
328 |
28 |
86 |
105 |
118 |
146 |
232 |
326 |
326 |
29 |
84 |
104 |
116 |
144 |
231 |
325 |
325 |
30 |
83 |
102 |
114 |
143 |
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 |
161 |
174 |
180 |
202 |
320 |
415 |
3 668 |
2 |
171 |
184 |
190 |
211 |
329 |
425 |
2 752 |
3 |
176 |
189 |
197 |
221 |
329 |
425 |
2 082 |
4 |
177 |
192 |
202 |
227 |
329 |
423 |
1 608 |
5 |
179 |
194 |
205 |
229 |
329 |
423 |
1 273 |
6 |
179 |
196 |
207 |
231 |
328 |
422 |
1 030 |
7 |
180 |
197 |
208 |
232 |
327 |
421 |
850 |
8 |
179 |
196 |
208 |
234 |
326 |
420 |
713 |
9 |
178 |
196 |
208 |
235 |
325 |
419 |
606 |
10 |
177 |
196 |
208 |
236 |
323 |
417 |
520 |
11 |
175 |
194 |
207 |
235 |
322 |
416 |
451 |
12 |
173 |
192 |
205 |
233 |
319 |
413 |
413 |
13 |
170 |
190 |
202 |
230 |
317 |
411 |
411 |
14 |
168 |
187 |
199 |
227 |
314 |
408 |
408 |
15 |
165 |
184 |
196 |
224 |
311 |
405 |
405 |
16 |
162 |
181 |
193 |
221 |
308 |
402 |
402 |
17 |
159 |
178 |
190 |
218 |
305 |
399 |
399 |
18 |
156 |
175 |
187 |
215 |
302 |
396 |
396 |
19 |
153 |
172 |
184 |
213 |
299 |
393 |
393 |
20 |
150 |
169 |
181 |
210 |
296 |
390 |
390 |
21 |
147 |
166 |
178 |
207 |
293 |
387 |
387 |
22 |
144 |
163 |
175 |
204 |
290 |
384 |
384 |
23 |
141 |
160 |
172 |
201 |
287 |
381 |
381 |
24 |
138 |
157 |
169 |
197 |
284 |
378 |
378 |
25 |
135 |
154 |
166 |
194 |
281 |
375 |
375 |
26 |
132 |
151 |
163 |
191 |
278 |
372 |
372 |
27 |
129 |
148 |
160 |
189 |
275 |
369 |
369 |
28 |
126 |
145 |
157 |
186 |
272 |
366 |
366 |
29 |
123 |
142 |
155 |
183 |
269 |
363 |
363 |
30 |
120 |
140 |
152 |
180 |
267 |
361 |
361 |
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 |
28 |
40 |
46 |
68 |
186 |
313 |
3 321 |
2 |
28 |
41 |
47 |
69 |
187 |
359 |
2 468 |
3 |
28 |
41 |
50 |
74 |
182 |
376 |
1 857 |
4 |
28 |
42 |
52 |
77 |
179 |
377 |
1 431 |
5 |
28 |
44 |
55 |
79 |
179 |
369 |
1 131 |
6 |
29 |
45 |
57 |
81 |
178 |
355 |
915 |
7 |
30 |
47 |
58 |
83 |
177 |
338 |
754 |
8 |
29 |
47 |
58 |
84 |
176 |
320 |
633 |
9 |
29 |
47 |
59 |
86 |
175 |
302 |
538 |
10 |
28 |
47 |
60 |
87 |
175 |
284 |
462 |
11 |
28 |
47 |
59 |
88 |
174 |
268 |
400 |
12 |
27 |
46 |
59 |
87 |
173 |
267 |
350 |
13 |
27 |
46 |
58 |
87 |
173 |
267 |
308 |
14 |
26 |
45 |
58 |
86 |
172 |
266 |
272 |
15 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
16 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
17 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
18 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
19 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
20 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
21 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
22 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
23 |
26 |
45 |
60 |
86 |
172 |
266 |
266 |
24 |
26 |
45 |
62 |
85 |
172 |
266 |
266 |
25 |
25 |
44 |
65 |
85 |
171 |
265 |
265 |
26 |
25 |
44 |
67 |
85 |
171 |
265 |
265 |
27 |
25 |
44 |
70 |
85 |
171 |
265 |
265 |
28 |
24 |
43 |
72 |
84 |
170 |
264 |
264 |
29 |
24 |
43 |
75 |
84 |
170 |
264 |
264 |
30 |
24 |
43 |
77 |
83 |
170 |
264 |
264 |
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 |
25 |
37 |
43 |
65 |
183 |
310 |
3 293 |
2 |
26 |
39 |
45 |
67 |
185 |
357 |
2 455 |
3 |
27 |
41 |
49 |
73 |
181 |
376 |
1 853 |
4 |
28 |
43 |
53 |
78 |
180 |
378 |
1 430 |
5 |
30 |
45 |
57 |
80 |
180 |
370 |
1 132 |
6 |
32 |
48 |
59 |
84 |
181 |
356 |
917 |
7 |
34 |
51 |
62 |
86 |
181 |
340 |
757 |
8 |
34 |
52 |
63 |
89 |
181 |
322 |
635 |
9 |
35 |
53 |
65 |
92 |
181 |
304 |
540 |
10 |
35 |
54 |
67 |
94 |
182 |
286 |
465 |
11 |
36 |
55 |
68 |
96 |
182 |
276 |
403 |
12 |
36 |
55 |
68 |
96 |
182 |
276 |
353 |
13 |
36 |
55 |
68 |
96 |
182 |
276 |
310 |
14 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
15 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
16 |
36 |
55 |
67 |
96 |
182 |
276 |
276 |
17 |
36 |
55 |
67 |
96 |
182 |
276 |
276 |
18 |
36 |
55 |
67 |
96 |
182 |
276 |
276 |
19 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
20 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
21 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
22 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
23 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
24 |
36 |
55 |
67 |
95 |
182 |
276 |
276 |
25 |
35 |
54 |
67 |
95 |
181 |
275 |
275 |
26 |
35 |
54 |
68 |
94 |
181 |
275 |
275 |
27 |
34 |
53 |
70 |
94 |
180 |
274 |
274 |
28 |
34 |
53 |
73 |
93 |
180 |
274 |
274 |
29 |
33 |
52 |
75 |
93 |
179 |
273 |
273 |
30 |
32 |
51 |
78 |
92 |
178 |
272 |
272 |
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 |
133 |
140 |
161 |
279 |
375 |
3 577 |
2 |
120 |
132 |
139 |
160 |
278 |
384 |
2 661 |
3 |
119 |
132 |
140 |
164 |
272 |
402 |
2 001 |
4 |
118 |
132 |
142 |
167 |
269 |
403 |
1 540 |
5 |
118 |
133 |
145 |
168 |
268 |
394 |
1 215 |
6 |
118 |
134 |
146 |
170 |
267 |
379 |
982 |
7 |
119 |
136 |
147 |
171 |
266 |
361 |
809 |
8 |
118 |
136 |
147 |
173 |
265 |
359 |
678 |
9 |
117 |
136 |
147 |
175 |
264 |
358 |
576 |
10 |
117 |
136 |
149 |
176 |
264 |
358 |
494 |
11 |
117 |
136 |
148 |
176 |
263 |
357 |
428 |
12 |
116 |
135 |
147 |
175 |
262 |
356 |
374 |
13 |
114 |
134 |
146 |
174 |
261 |
355 |
355 |
14 |
113 |
132 |
145 |
173 |
259 |
353 |
353 |
15 |
111 |
130 |
143 |
171 |
257 |
351 |
351 |
16 |
109 |
128 |
141 |
169 |
255 |
349 |
349 |
17 |
107 |
126 |
138 |
166 |
253 |
347 |
347 |
18 |
104 |
124 |
136 |
164 |
251 |
345 |
345 |
19 |
102 |
122 |
134 |
162 |
249 |
343 |
343 |
20 |
100 |
119 |
132 |
160 |
246 |
340 |
340 |
21 |
98 |
117 |
130 |
158 |
244 |
338 |
338 |
22 |
96 |
115 |
128 |
156 |
242 |
336 |
336 |
23 |
94 |
113 |
125 |
154 |
240 |
334 |
334 |
24 |
92 |
111 |
123 |
151 |
238 |
332 |
332 |
25 |
89 |
108 |
121 |
149 |
235 |
329 |
329 |
26 |
87 |
106 |
119 |
147 |
233 |
327 |
327 |
27 |
85 |
104 |
117 |
145 |
231 |
325 |
325 |
28 |
83 |
102 |
115 |
143 |
229 |
323 |
323 |
29 |
81 |
100 |
113 |
141 |
227 |
321 |
321 |
30 |
79 |
98 |
111 |
139 |
225 |
319 |
319 |
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 |
8 |
14 |
36 |
154 |
304 |
3 215 |
2 |
0 |
10 |
16 |
38 |
156 |
349 |
2 394 |
3 |
1 |
11 |
20 |
44 |
152 |
367 |
1 806 |
4 |
1 |
13 |
24 |
49 |
151 |
369 |
1 394 |
5 |
1 |
16 |
28 |
51 |
151 |
361 |
1 103 |
6 |
3 |
19 |
30 |
55 |
152 |
347 |
893 |
7 |
5 |
22 |
33 |
57 |
152 |
331 |
737 |
8 |
5 |
23 |
34 |
60 |
152 |
314 |
618 |
9 |
5 |
24 |
35 |
63 |
152 |
296 |
526 |
10 |
5 |
24 |
37 |
64 |
152 |
278 |
452 |
11 |
5 |
24 |
37 |
65 |
152 |
261 |
392 |
12 |
5 |
24 |
37 |
65 |
151 |
245 |
342 |
13 |
5 |
24 |
37 |
65 |
151 |
245 |
301 |
14 |
5 |
24 |
37 |
65 |
151 |
245 |
266 |
15 |
6 |
24 |
40 |
64 |
151 |
245 |
245 |
16 |
6 |
23 |
41 |
64 |
150 |
244 |
244 |
17 |
6 |
23 |
44 |
64 |
150 |
244 |
244 |
18 |
7 |
23 |
47 |
64 |
150 |
244 |
244 |
19 |
7 |
23 |
49 |
64 |
150 |
244 |
244 |
20 |
7 |
24 |
51 |
65 |
151 |
245 |
245 |
21 |
7 |
24 |
54 |
65 |
151 |
245 |
245 |
22 |
8 |
25 |
56 |
65 |
152 |
246 |
246 |
23 |
8 |
25 |
58 |
66 |
152 |
246 |
246 |
24 |
9 |
25 |
61 |
66 |
152 |
246 |
246 |
25 |
9 |
25 |
63 |
68 |
152 |
246 |
246 |
26 |
9 |
25 |
66 |
70 |
152 |
246 |
246 |
27 |
10 |
25 |
68 |
72 |
152 |
246 |
246 |
28 |
10 |
25 |
71 |
73 |
152 |
246 |
246 |
29 |
11 |
25 |
73 |
75 |
152 |
247 |
247 |
30 |
11 |
25 |
76 |
77 |
152 |
247 |
247 |
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 |
43 |
50 |
71 |
189 |
309 |
3 272 |
2 |
32 |
44 |
50 |
72 |
190 |
355 |
2 435 |
3 |
30 |
43 |
52 |
76 |
184 |
372 |
1 833 |
4 |
29 |
43 |
54 |
78 |
180 |
373 |
1 412 |
5 |
29 |
44 |
56 |
79 |
179 |
364 |
1 115 |
6 |
32 |
48 |
59 |
84 |
180 |
350 |
902 |
7 |
30 |
47 |
58 |
82 |
177 |
333 |
744 |
8 |
33 |
51 |
62 |
88 |
180 |
316 |
623 |
9 |
32 |
51 |
63 |
90 |
179 |
298 |
530 |
10 |
28 |
46 |
59 |
87 |
174 |
280 |
455 |
11 |
23 |
42 |
55 |
83 |
170 |
264 |
394 |
12 |
20 |
39 |
52 |
80 |
166 |
260 |
344 |
13 |
18 |
37 |
50 |
78 |
164 |
258 |
303 |
14 |
16 |
35 |
48 |
76 |
162 |
256 |
267 |
15 |
15 |
34 |
46 |
74 |
161 |
255 |
255 |
16 |
13 |
32 |
45 |
73 |
159 |
253 |
253 |
17 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
18 |
12 |
31 |
47 |
71 |
158 |
252 |
252 |
19 |
11 |
30 |
49 |
71 |
157 |
251 |
251 |
20 |
11 |
30 |
51 |
71 |
157 |
251 |
251 |
21 |
11 |
30 |
54 |
71 |
157 |
251 |
251 |
22 |
11 |
30 |
56 |
71 |
157 |
251 |
251 |
23 |
11 |
30 |
58 |
71 |
157 |
251 |
251 |
24 |
11 |
30 |
61 |
71 |
157 |
251 |
251 |
25 |
11 |
30 |
63 |
71 |
157 |
251 |
251 |
26 |
11 |
30 |
66 |
71 |
157 |
251 |
251 |
27 |
11 |
30 |
68 |
72 |
157 |
251 |
251 |
28 |
10 |
30 |
71 |
73 |
157 |
251 |
251 |
29 |
11 |
29 |
73 |
75 |
156 |
250 |
250 |
30 |
11 |
29 |
76 |
77 |
156 |
250 |
250 |
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 |
201 |
213 |
219 |
241 |
359 |
455 |
4 208 |
2 |
197 |
209 |
216 |
237 |
355 |
451 |
3 149 |
3 |
192 |
205 |
213 |
237 |
345 |
470 |
2 377 |
4 |
187 |
201 |
212 |
236 |
338 |
472 |
1 831 |
5 |
183 |
198 |
210 |
233 |
333 |
462 |
1 445 |
6 |
180 |
196 |
207 |
232 |
329 |
444 |
1 166 |
7 |
177 |
194 |
205 |
229 |
324 |
424 |
960 |
8 |
173 |
190 |
202 |
227 |
320 |
414 |
802 |
9 |
169 |
187 |
199 |
226 |
316 |
410 |
680 |
10 |
165 |
184 |
196 |
224 |
311 |
405 |
582 |
11 |
161 |
180 |
193 |
221 |
307 |
401 |
503 |
12 |
157 |
176 |
189 |
217 |
303 |
397 |
438 |
13 |
153 |
172 |
185 |
213 |
299 |
393 |
393 |
14 |
149 |
168 |
181 |
209 |
295 |
389 |
389 |
15 |
146 |
165 |
177 |
205 |
292 |
386 |
386 |
16 |
142 |
161 |
174 |
202 |
288 |
382 |
382 |
17 |
139 |
158 |
171 |
199 |
285 |
379 |
379 |
18 |
136 |
155 |
167 |
196 |
282 |
376 |
376 |
19 |
133 |
152 |
164 |
193 |
279 |
373 |
373 |
20 |
130 |
149 |
162 |
190 |
276 |
370 |
370 |
21 |
127 |
146 |
159 |
187 |
273 |
367 |
367 |
22 |
124 |
143 |
156 |
184 |
270 |
365 |
365 |
23 |
122 |
141 |
153 |
181 |
268 |
362 |
362 |
24 |
119 |
138 |
151 |
179 |
265 |
359 |
359 |
25 |
116 |
135 |
148 |
176 |
262 |
356 |
356 |
26 |
114 |
133 |
145 |
174 |
260 |
354 |
354 |
27 |
111 |
130 |
143 |
171 |
257 |
351 |
351 |
28 |
109 |
128 |
140 |
169 |
255 |
349 |
349 |
29 |
106 |
126 |
138 |
166 |
253 |
347 |
347 |
30 |
104 |
123 |
136 |
164 |
250 |
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 |
14 |
26 |
51 |
170 |
303 |
3 208 |
2 |
0 |
14 |
26 |
51 |
170 |
348 |
2 387 |
3 |
1 |
17 |
28 |
56 |
166 |
366 |
1 800 |
4 |
1 |
20 |
31 |
61 |
165 |
367 |
1 389 |
5 |
3 |
23 |
36 |
66 |
166 |
359 |
1 099 |
6 |
5 |
27 |
39 |
68 |
167 |
346 |
889 |
7 |
8 |
31 |
42 |
71 |
167 |
330 |
734 |
8 |
10 |
34 |
45 |
74 |
167 |
313 |
616 |
9 |
12 |
37 |
49 |
76 |
167 |
295 |
524 |
10 |
13 |
39 |
51 |
77 |
167 |
277 |
450 |
11 |
14 |
40 |
52 |
78 |
167 |
262 |
390 |
12 |
15 |
42 |
54 |
79 |
167 |
261 |
341 |
13 |
16 |
43 |
54 |
80 |
167 |
261 |
300 |
14 |
16 |
44 |
55 |
80 |
167 |
261 |
265 |
15 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
16 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
17 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
18 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
19 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
20 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
21 |
16 |
44 |
55 |
80 |
168 |
262 |
262 |
22 |
16 |
44 |
56 |
80 |
168 |
262 |
262 |
23 |
16 |
44 |
58 |
80 |
168 |
262 |
262 |
24 |
16 |
44 |
61 |
80 |
168 |
262 |
262 |
25 |
16 |
44 |
63 |
80 |
167 |
261 |
261 |
26 |
16 |
44 |
66 |
80 |
167 |
261 |
261 |
27 |
16 |
44 |
68 |
80 |
167 |
261 |
261 |
28 |
16 |
44 |
71 |
80 |
167 |
261 |
261 |
29 |
16 |
44 |
73 |
80 |
166 |
260 |
260 |
30 |
16 |
44 |
75 |
80 |
166 |
260 |
260 |
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 |
14 |
132 |
302 |
3 199 |
2 |
0 |
1 |
6 |
14 |
131 |
347 |
2 374 |
3 |
1 |
1 |
9 |
17 |
124 |
363 |
1 784 |
4 |
1 |
3 |
11 |
20 |
121 |
363 |
1 373 |
5 |
1 |
4 |
14 |
22 |
120 |
354 |
1 084 |
6 |
2 |
4 |
16 |
25 |
120 |
341 |
877 |
7 |
2 |
6 |
19 |
27 |
119 |
324 |
723 |
8 |
2 |
6 |
22 |
30 |
119 |
307 |
606 |
9 |
3 |
7 |
24 |
33 |
119 |
289 |
515 |
10 |
4 |
8 |
26 |
35 |
119 |
272 |
442 |
11 |
4 |
9 |
29 |
37 |
119 |
255 |
383 |
12 |
4 |
10 |
31 |
39 |
119 |
239 |
335 |
13 |
4 |
10 |
34 |
41 |
119 |
224 |
295 |
14 |
4 |
12 |
36 |
43 |
120 |
214 |
261 |
15 |
6 |
12 |
38 |
45 |
120 |
214 |
232 |
16 |
6 |
13 |
41 |
48 |
120 |
214 |
214 |
17 |
6 |
14 |
43 |
50 |
121 |
215 |
215 |
18 |
6 |
15 |
45 |
52 |
123 |
215 |
215 |
19 |
7 |
15 |
48 |
54 |
125 |
215 |
215 |
20 |
7 |
17 |
50 |
56 |
127 |
216 |
216 |
21 |
7 |
17 |
53 |
58 |
128 |
217 |
217 |
22 |
8 |
18 |
55 |
60 |
130 |
217 |
217 |
23 |
8 |
18 |
57 |
62 |
132 |
217 |
217 |
24 |
8 |
20 |
59 |
64 |
133 |
217 |
217 |
25 |
9 |
20 |
62 |
66 |
134 |
217 |
217 |
26 |
9 |
21 |
64 |
68 |
137 |
217 |
217 |
27 |
10 |
23 |
67 |
70 |
138 |
217 |
217 |
28 |
10 |
23 |
69 |
71 |
138 |
217 |
217 |
29 |
10 |
24 |
72 |
73 |
140 |
217 |
217 |
30 |
11 |
25 |
74 |
75 |
141 |
217 |
217 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency |
National insurance market |
Volatility adjustment (in bps) |
Euro |
Austria |
3 |
Euro |
Belgium |
3 |
Euro |
Cyprus |
3 |
Euro |
Estonia |
3 |
Euro |
Finland |
3 |
Euro |
France |
3 |
Euro |
Germany |
3 |
Euro |
Greece |
3 |
Euro |
Ireland |
3 |
Euro |
Italy |
3 |
Euro |
Latvia |
3 |
Euro |
Lithuania |
3 |
Euro |
Luxembourg |
3 |
Euro |
Malta |
3 |
Euro |
Netherlands |
3 |
Euro |
Portugal |
3 |
Euro |
Slovakia |
3 |
Euro |
Slovenia |
3 |
Euro |
Spain |
3 |
Czech koruna |
Czech Republic |
14 |
Danish krone |
Denmark |
55 |
Forint |
Hungary |
4 |
Krona |
Sweden |
10 |
Kuna |
Croatia |
0 |
Lev |
Bulgaria |
-7 |
Pound sterling |
United Kingdom |
5 |
Romanian leu |
Romania |
1 |
Zloty |
Poland |
5 |
Króna |
Iceland |
-6 |
Norwegian krone |
Norway |
33 |
Swiss franc |
Liechtenstein |
8 |
Swiss franc |
Switzerland |
8 |
Australian dollar |
Australia |
8 |
Canadian dollar |
Canada |
38 |
Renminbi-yuan |
China |
36 |
Hong Kong dollar |
Hong Kong |
2 |
US dollar |
United States |
23 |
Yen |
Japan |
6 |