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Document 32022R1384
Commission Implementing Regulation (EU) 2022/1384 of 8 August 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022 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) 2022/1384 of 8 August 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022 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) 2022/1384 of 8 August 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022 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/2022/5627
OJ L 207, 9.8.2022, p. 24–114
(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
|
9.8.2022 |
EN |
Official Journal of the European Union |
L 207/24 |
COMMISSION IMPLEMENTING REGULATION (EU) 2022/1384
of 8 August 2022
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022 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 July 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2022 market data. That information was published on 5 July 2022 in accordance with Article 77e(1) of Directive 2009/138/EC. |
|
(3) |
Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. |
|
(4) |
For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. |
|
(5) |
To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), |
HAS ADOPTED THIS REGULATION:
Article 1
1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022.
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 June 2022.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 8 August 2022.
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 |
0,736 % |
6,898 % |
0,726 % |
7,171 % |
2,361 % |
0,728 % |
|
2 |
1,266 % |
6,595 % |
1,256 % |
7,702 % |
2,421 % |
1,426 % |
|
3 |
1,449 % |
6,113 % |
1,439 % |
8,015 % |
2,504 % |
1,924 % |
|
4 |
1,610 % |
5,661 % |
1,600 % |
8,220 % |
2,574 % |
2,325 % |
|
5 |
1,687 % |
5,324 % |
1,677 % |
8,313 % |
2,619 % |
2,675 % |
|
6 |
1,782 % |
5,112 % |
1,771 % |
8,337 % |
2,639 % |
3,005 % |
|
7 |
1,863 % |
4,982 % |
1,853 % |
8,309 % |
2,650 % |
3,328 % |
|
8 |
1,942 % |
4,899 % |
1,932 % |
8,240 % |
2,660 % |
3,664 % |
|
9 |
2,017 % |
4,844 % |
2,007 % |
8,143 % |
2,676 % |
3,964 % |
|
10 |
2,089 % |
4,808 % |
2,079 % |
8,036 % |
2,700 % |
4,189 % |
|
11 |
2,178 % |
4,783 % |
2,168 % |
7,926 % |
2,733 % |
4,352 % |
|
12 |
2,207 % |
4,764 % |
2,197 % |
7,831 % |
2,771 % |
4,470 % |
|
13 |
2,238 % |
4,748 % |
2,227 % |
7,756 % |
2,810 % |
4,553 % |
|
14 |
2,269 % |
4,732 % |
2,259 % |
7,704 % |
2,847 % |
4,611 % |
|
15 |
2,285 % |
4,713 % |
2,274 % |
7,678 % |
2,881 % |
4,649 % |
|
16 |
2,275 % |
4,692 % |
2,264 % |
7,646 % |
2,913 % |
4,672 % |
|
17 |
2,249 % |
4,668 % |
2,239 % |
7,602 % |
2,942 % |
4,683 % |
|
18 |
2,218 % |
4,643 % |
2,208 % |
7,549 % |
2,969 % |
4,686 % |
|
19 |
2,190 % |
4,617 % |
2,180 % |
7,489 % |
2,993 % |
4,681 % |
|
20 |
2,170 % |
4,590 % |
2,160 % |
7,425 % |
3,015 % |
4,671 % |
|
21 |
2,161 % |
4,563 % |
2,151 % |
7,358 % |
3,036 % |
4,657 % |
|
22 |
2,161 % |
4,535 % |
2,151 % |
7,290 % |
3,054 % |
4,640 % |
|
23 |
2,168 % |
4,509 % |
2,159 % |
7,221 % |
3,071 % |
4,621 % |
|
24 |
2,181 % |
4,482 % |
2,172 % |
7,152 % |
3,087 % |
4,600 % |
|
25 |
2,197 % |
4,456 % |
2,188 % |
7,083 % |
3,101 % |
4,578 % |
|
26 |
2,216 % |
4,431 % |
2,207 % |
7,016 % |
3,115 % |
4,555 % |
|
27 |
2,237 % |
4,406 % |
2,229 % |
6,950 % |
3,127 % |
4,532 % |
|
28 |
2,260 % |
4,382 % |
2,251 % |
6,886 % |
3,139 % |
4,509 % |
|
29 |
2,283 % |
4,359 % |
2,275 % |
6,823 % |
3,149 % |
4,485 % |
|
30 |
2,307 % |
4,336 % |
2,299 % |
6,762 % |
3,159 % |
4,462 % |
|
31 |
2,330 % |
4,314 % |
2,323 % |
6,704 % |
3,169 % |
4,439 % |
|
32 |
2,354 % |
4,293 % |
2,347 % |
6,647 % |
3,177 % |
4,417 % |
|
33 |
2,378 % |
4,273 % |
2,371 % |
6,592 % |
3,186 % |
4,395 % |
|
34 |
2,401 % |
4,253 % |
2,394 % |
6,540 % |
3,193 % |
4,374 % |
|
35 |
2,424 % |
4,234 % |
2,418 % |
6,489 % |
3,201 % |
4,353 % |
|
36 |
2,447 % |
4,216 % |
2,440 % |
6,440 % |
3,208 % |
4,332 % |
|
37 |
2,469 % |
4,198 % |
2,462 % |
6,393 % |
3,214 % |
4,313 % |
|
38 |
2,490 % |
4,181 % |
2,484 % |
6,348 % |
3,220 % |
4,294 % |
|
39 |
2,511 % |
4,165 % |
2,505 % |
6,304 % |
3,226 % |
4,275 % |
|
40 |
2,531 % |
4,149 % |
2,525 % |
6,262 % |
3,232 % |
4,257 % |
|
41 |
2,551 % |
4,134 % |
2,545 % |
6,222 % |
3,237 % |
4,240 % |
|
42 |
2,570 % |
4,119 % |
2,564 % |
6,184 % |
3,242 % |
4,223 % |
|
43 |
2,588 % |
4,105 % |
2,582 % |
6,147 % |
3,247 % |
4,207 % |
|
44 |
2,606 % |
4,091 % |
2,600 % |
6,111 % |
3,252 % |
4,191 % |
|
45 |
2,623 % |
4,078 % |
2,617 % |
6,077 % |
3,256 % |
4,176 % |
|
46 |
2,639 % |
4,065 % |
2,634 % |
6,043 % |
3,260 % |
4,161 % |
|
47 |
2,655 % |
4,053 % |
2,650 % |
6,012 % |
3,264 % |
4,147 % |
|
48 |
2,671 % |
4,041 % |
2,666 % |
5,981 % |
3,268 % |
4,134 % |
|
49 |
2,686 % |
4,030 % |
2,681 % |
5,952 % |
3,272 % |
4,120 % |
|
50 |
2,700 % |
4,019 % |
2,695 % |
5,923 % |
3,275 % |
4,108 % |
|
51 |
2,714 % |
4,008 % |
2,710 % |
5,896 % |
3,279 % |
4,095 % |
|
52 |
2,728 % |
3,998 % |
2,723 % |
5,869 % |
3,282 % |
4,083 % |
|
53 |
2,741 % |
3,988 % |
2,736 % |
5,844 % |
3,285 % |
4,072 % |
|
54 |
2,754 % |
3,978 % |
2,749 % |
5,819 % |
3,288 % |
4,061 % |
|
55 |
2,766 % |
3,969 % |
2,761 % |
5,796 % |
3,291 % |
4,050 % |
|
56 |
2,778 % |
3,960 % |
2,773 % |
5,773 % |
3,294 % |
4,040 % |
|
57 |
2,789 % |
3,951 % |
2,785 % |
5,750 % |
3,297 % |
4,029 % |
|
58 |
2,800 % |
3,943 % |
2,796 % |
5,729 % |
3,299 % |
4,020 % |
|
59 |
2,811 % |
3,935 % |
2,807 % |
5,708 % |
3,302 % |
4,010 % |
|
60 |
2,822 % |
3,927 % |
2,817 % |
5,688 % |
3,304 % |
4,001 % |
|
61 |
2,832 % |
3,919 % |
2,828 % |
5,669 % |
3,307 % |
3,992 % |
|
62 |
2,842 % |
3,912 % |
2,838 % |
5,650 % |
3,309 % |
3,984 % |
|
63 |
2,851 % |
3,905 % |
2,847 % |
5,632 % |
3,311 % |
3,975 % |
|
64 |
2,860 % |
3,898 % |
2,856 % |
5,614 % |
3,314 % |
3,967 % |
|
65 |
2,869 % |
3,891 % |
2,865 % |
5,597 % |
3,316 % |
3,959 % |
|
66 |
2,878 % |
3,884 % |
2,874 % |
5,580 % |
3,318 % |
3,951 % |
|
67 |
2,886 % |
3,878 % |
2,883 % |
5,564 % |
3,320 % |
3,944 % |
|
68 |
2,895 % |
3,871 % |
2,891 % |
5,549 % |
3,322 % |
3,937 % |
|
69 |
2,903 % |
3,865 % |
2,899 % |
5,533 % |
3,323 % |
3,930 % |
|
70 |
2,910 % |
3,860 % |
2,907 % |
5,519 % |
3,325 % |
3,923 % |
|
71 |
2,918 % |
3,854 % |
2,914 % |
5,504 % |
3,327 % |
3,916 % |
|
72 |
2,925 % |
3,848 % |
2,922 % |
5,490 % |
3,329 % |
3,910 % |
|
73 |
2,932 % |
3,843 % |
2,929 % |
5,477 % |
3,330 % |
3,904 % |
|
74 |
2,939 % |
3,838 % |
2,936 % |
5,463 % |
3,332 % |
3,898 % |
|
75 |
2,946 % |
3,832 % |
2,943 % |
5,450 % |
3,334 % |
3,892 % |
|
76 |
2,953 % |
3,827 % |
2,949 % |
5,438 % |
3,335 % |
3,886 % |
|
77 |
2,959 % |
3,822 % |
2,956 % |
5,426 % |
3,337 % |
3,880 % |
|
78 |
2,965 % |
3,818 % |
2,962 % |
5,414 % |
3,338 % |
3,875 % |
|
79 |
2,971 % |
3,813 % |
2,968 % |
5,402 % |
3,339 % |
3,869 % |
|
80 |
2,977 % |
3,809 % |
2,974 % |
5,391 % |
3,341 % |
3,864 % |
|
81 |
2,983 % |
3,804 % |
2,980 % |
5,380 % |
3,342 % |
3,859 % |
|
82 |
2,989 % |
3,800 % |
2,986 % |
5,369 % |
3,344 % |
3,854 % |
|
83 |
2,994 % |
3,796 % |
2,991 % |
5,359 % |
3,345 % |
3,849 % |
|
84 |
3,000 % |
3,792 % |
2,997 % |
5,348 % |
3,346 % |
3,844 % |
|
85 |
3,005 % |
3,787 % |
3,002 % |
5,338 % |
3,347 % |
3,840 % |
|
86 |
3,010 % |
3,784 % |
3,007 % |
5,329 % |
3,348 % |
3,835 % |
|
87 |
3,015 % |
3,780 % |
3,012 % |
5,319 % |
3,350 % |
3,831 % |
|
88 |
3,020 % |
3,776 % |
3,017 % |
5,310 % |
3,351 % |
3,826 % |
|
89 |
3,025 % |
3,772 % |
3,022 % |
5,300 % |
3,352 % |
3,822 % |
|
90 |
3,030 % |
3,769 % |
3,027 % |
5,292 % |
3,353 % |
3,818 % |
|
91 |
3,034 % |
3,765 % |
3,032 % |
5,283 % |
3,354 % |
3,814 % |
|
92 |
3,039 % |
3,762 % |
3,036 % |
5,274 % |
3,355 % |
3,810 % |
|
93 |
3,043 % |
3,758 % |
3,041 % |
5,266 % |
3,356 % |
3,806 % |
|
94 |
3,048 % |
3,755 % |
3,045 % |
5,258 % |
3,357 % |
3,802 % |
|
95 |
3,052 % |
3,752 % |
3,049 % |
5,250 % |
3,358 % |
3,799 % |
|
96 |
3,056 % |
3,749 % |
3,053 % |
5,242 % |
3,359 % |
3,795 % |
|
97 |
3,060 % |
3,746 % |
3,057 % |
5,234 % |
3,360 % |
3,791 % |
|
98 |
3,064 % |
3,743 % |
3,061 % |
5,227 % |
3,361 % |
3,788 % |
|
99 |
3,068 % |
3,740 % |
3,065 % |
5,219 % |
3,362 % |
3,785 % |
|
100 |
3,072 % |
3,737 % |
3,069 % |
5,212 % |
3,363 % |
3,781 % |
|
101 |
3,075 % |
3,734 % |
3,073 % |
5,205 % |
3,364 % |
3,778 % |
|
102 |
3,079 % |
3,731 % |
3,077 % |
5,198 % |
3,364 % |
3,775 % |
|
103 |
3,083 % |
3,728 % |
3,080 % |
5,191 % |
3,365 % |
3,771 % |
|
104 |
3,086 % |
3,726 % |
3,084 % |
5,185 % |
3,366 % |
3,768 % |
|
105 |
3,090 % |
3,723 % |
3,087 % |
5,178 % |
3,367 % |
3,765 % |
|
106 |
3,093 % |
3,721 % |
3,091 % |
5,172 % |
3,368 % |
3,762 % |
|
107 |
3,096 % |
3,718 % |
3,094 % |
5,165 % |
3,368 % |
3,759 % |
|
108 |
3,100 % |
3,716 % |
3,097 % |
5,159 % |
3,369 % |
3,757 % |
|
109 |
3,103 % |
3,713 % |
3,101 % |
5,153 % |
3,370 % |
3,754 % |
|
110 |
3,106 % |
3,711 % |
3,104 % |
5,147 % |
3,371 % |
3,751 % |
|
111 |
3,109 % |
3,708 % |
3,107 % |
5,141 % |
3,371 % |
3,748 % |
|
112 |
3,112 % |
3,706 % |
3,110 % |
5,136 % |
3,372 % |
3,746 % |
|
113 |
3,115 % |
3,704 % |
3,113 % |
5,130 % |
3,373 % |
3,743 % |
|
114 |
3,118 % |
3,702 % |
3,116 % |
5,124 % |
3,373 % |
3,740 % |
|
115 |
3,121 % |
3,699 % |
3,119 % |
5,119 % |
3,374 % |
3,738 % |
|
116 |
3,124 % |
3,697 % |
3,122 % |
5,114 % |
3,375 % |
3,735 % |
|
117 |
3,127 % |
3,695 % |
3,124 % |
5,108 % |
3,375 % |
3,733 % |
|
118 |
3,129 % |
3,693 % |
3,127 % |
5,103 % |
3,376 % |
3,731 % |
|
119 |
3,132 % |
3,691 % |
3,130 % |
5,098 % |
3,377 % |
3,728 % |
|
120 |
3,135 % |
3,689 % |
3,133 % |
5,093 % |
3,377 % |
3,726 % |
|
121 |
3,137 % |
3,687 % |
3,135 % |
5,088 % |
3,378 % |
3,724 % |
|
122 |
3,140 % |
3,685 % |
3,138 % |
5,083 % |
3,378 % |
3,721 % |
|
123 |
3,142 % |
3,683 % |
3,140 % |
5,079 % |
3,379 % |
3,719 % |
|
124 |
3,145 % |
3,681 % |
3,143 % |
5,074 % |
3,380 % |
3,717 % |
|
125 |
3,147 % |
3,679 % |
3,145 % |
5,069 % |
3,380 % |
3,715 % |
|
126 |
3,150 % |
3,678 % |
3,148 % |
5,065 % |
3,381 % |
3,713 % |
|
127 |
3,152 % |
3,676 % |
3,150 % |
5,060 % |
3,381 % |
3,711 % |
|
128 |
3,154 % |
3,674 % |
3,152 % |
5,056 % |
3,382 % |
3,709 % |
|
129 |
3,157 % |
3,672 % |
3,155 % |
5,052 % |
3,382 % |
3,707 % |
|
130 |
3,159 % |
3,671 % |
3,157 % |
5,047 % |
3,383 % |
3,705 % |
|
131 |
3,161 % |
3,669 % |
3,159 % |
5,043 % |
3,383 % |
3,703 % |
|
132 |
3,163 % |
3,667 % |
3,161 % |
5,039 % |
3,384 % |
3,701 % |
|
133 |
3,165 % |
3,666 % |
3,164 % |
5,035 % |
3,384 % |
3,699 % |
|
134 |
3,168 % |
3,664 % |
3,166 % |
5,031 % |
3,385 % |
3,697 % |
|
135 |
3,170 % |
3,662 % |
3,168 % |
5,027 % |
3,385 % |
3,695 % |
|
136 |
3,172 % |
3,661 % |
3,170 % |
5,023 % |
3,386 % |
3,693 % |
|
137 |
3,174 % |
3,659 % |
3,172 % |
5,019 % |
3,386 % |
3,692 % |
|
138 |
3,176 % |
3,658 % |
3,174 % |
5,016 % |
3,387 % |
3,690 % |
|
139 |
3,178 % |
3,656 % |
3,176 % |
5,012 % |
3,387 % |
3,688 % |
|
140 |
3,180 % |
3,655 % |
3,178 % |
5,008 % |
3,388 % |
3,686 % |
|
141 |
3,182 % |
3,653 % |
3,180 % |
5,005 % |
3,388 % |
3,685 % |
|
142 |
3,183 % |
3,652 % |
3,182 % |
5,001 % |
3,388 % |
3,683 % |
|
143 |
3,185 % |
3,651 % |
3,184 % |
4,997 % |
3,389 % |
3,681 % |
|
144 |
3,187 % |
3,649 % |
3,185 % |
4,994 % |
3,389 % |
3,680 % |
|
145 |
3,189 % |
3,648 % |
3,187 % |
4,991 % |
3,390 % |
3,678 % |
|
146 |
3,191 % |
3,646 % |
3,189 % |
4,987 % |
3,390 % |
3,677 % |
|
147 |
3,192 % |
3,645 % |
3,191 % |
4,984 % |
3,391 % |
3,675 % |
|
148 |
3,194 % |
3,644 % |
3,193 % |
4,981 % |
3,391 % |
3,674 % |
|
149 |
3,196 % |
3,642 % |
3,194 % |
4,977 % |
3,391 % |
3,672 % |
|
150 |
3,198 % |
3,641 % |
3,196 % |
4,974 % |
3,392 % |
3,671 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
0,686 % |
2,491 % |
8,115 % |
7,005 % |
6,143 % |
3,092 % |
|
2 |
1,216 % |
2,663 % |
8,980 % |
7,388 % |
6,308 % |
3,106 % |
|
3 |
1,399 % |
2,626 % |
8,975 % |
7,360 % |
6,326 % |
3,126 % |
|
4 |
1,560 % |
2,564 % |
8,745 % |
7,241 % |
6,231 % |
3,144 % |
|
5 |
1,637 % |
2,518 % |
8,529 % |
7,085 % |
6,057 % |
3,157 % |
|
6 |
1,731 % |
2,463 % |
8,414 % |
6,941 % |
5,856 % |
3,164 % |
|
7 |
1,812 % |
2,414 % |
8,406 % |
6,825 % |
5,660 % |
3,168 % |
|
8 |
1,891 % |
2,382 % |
8,508 % |
6,739 % |
5,486 % |
3,171 % |
|
9 |
1,967 % |
2,365 % |
8,657 % |
6,686 % |
5,341 % |
3,174 % |
|
10 |
2,039 % |
2,360 % |
8,787 % |
6,660 % |
5,220 % |
3,178 % |
|
11 |
2,127 % |
2,355 % |
8,857 % |
6,624 % |
5,116 % |
3,182 % |
|
12 |
2,156 % |
2,348 % |
8,874 % |
6,573 % |
5,026 % |
3,186 % |
|
13 |
2,187 % |
2,340 % |
8,851 % |
6,512 % |
4,946 % |
3,191 % |
|
14 |
2,219 % |
2,332 % |
8,797 % |
6,444 % |
4,874 % |
3,196 % |
|
15 |
2,234 % |
2,324 % |
8,722 % |
6,371 % |
4,810 % |
3,201 % |
|
16 |
2,223 % |
2,316 % |
8,629 % |
6,296 % |
4,751 % |
3,207 % |
|
17 |
2,198 % |
2,308 % |
8,525 % |
6,220 % |
4,698 % |
3,212 % |
|
18 |
2,167 % |
2,298 % |
8,412 % |
6,144 % |
4,648 % |
3,217 % |
|
19 |
2,139 % |
2,286 % |
8,294 % |
6,068 % |
4,603 % |
3,222 % |
|
20 |
2,120 % |
2,272 % |
8,172 % |
5,993 % |
4,560 % |
3,227 % |
|
21 |
2,111 % |
2,256 % |
8,049 % |
5,920 % |
4,521 % |
3,232 % |
|
22 |
2,113 % |
2,239 % |
7,926 % |
5,849 % |
4,484 % |
3,236 % |
|
23 |
2,121 % |
2,222 % |
7,804 % |
5,779 % |
4,449 % |
3,241 % |
|
24 |
2,135 % |
2,207 % |
7,683 % |
5,712 % |
4,417 % |
3,246 % |
|
25 |
2,152 % |
2,194 % |
7,565 % |
5,647 % |
4,386 % |
3,250 % |
|
26 |
2,172 % |
2,184 % |
7,450 % |
5,585 % |
4,357 % |
3,254 % |
|
27 |
2,194 % |
2,177 % |
7,338 % |
5,525 % |
4,330 % |
3,259 % |
|
28 |
2,218 % |
2,173 % |
7,230 % |
5,467 % |
4,304 % |
3,263 % |
|
29 |
2,242 % |
2,174 % |
7,125 % |
5,411 % |
4,279 % |
3,267 % |
|
30 |
2,267 % |
2,178 % |
7,024 % |
5,358 % |
4,256 % |
3,270 % |
|
31 |
2,292 % |
2,186 % |
6,927 % |
5,306 % |
4,234 % |
3,274 % |
|
32 |
2,317 % |
2,197 % |
6,834 % |
5,257 % |
4,213 % |
3,278 % |
|
33 |
2,342 % |
2,211 % |
6,744 % |
5,210 % |
4,193 % |
3,281 % |
|
34 |
2,366 % |
2,227 % |
6,658 % |
5,165 % |
4,174 % |
3,285 % |
|
35 |
2,390 % |
2,244 % |
6,575 % |
5,121 % |
4,156 % |
3,288 % |
|
36 |
2,413 % |
2,262 % |
6,496 % |
5,080 % |
4,138 % |
3,291 % |
|
37 |
2,436 % |
2,280 % |
6,420 % |
5,040 % |
4,122 % |
3,294 % |
|
38 |
2,458 % |
2,300 % |
6,347 % |
5,002 % |
4,106 % |
3,297 % |
|
39 |
2,480 % |
2,319 % |
6,277 % |
4,965 % |
4,091 % |
3,300 % |
|
40 |
2,501 % |
2,339 % |
6,210 % |
4,930 % |
4,076 % |
3,303 % |
|
41 |
2,521 % |
2,358 % |
6,145 % |
4,896 % |
4,062 % |
3,306 % |
|
42 |
2,540 % |
2,377 % |
6,084 % |
4,863 % |
4,049 % |
3,308 % |
|
43 |
2,559 % |
2,397 % |
6,025 % |
4,832 % |
4,036 % |
3,311 % |
|
44 |
2,578 % |
2,416 % |
5,968 % |
4,802 % |
4,023 % |
3,313 % |
|
45 |
2,596 % |
2,434 % |
5,913 % |
4,774 % |
4,011 % |
3,316 % |
|
46 |
2,613 % |
2,452 % |
5,861 % |
4,746 % |
4,000 % |
3,318 % |
|
47 |
2,629 % |
2,470 % |
5,810 % |
4,719 % |
3,989 % |
3,320 % |
|
48 |
2,645 % |
2,488 % |
5,762 % |
4,694 % |
3,978 % |
3,323 % |
|
49 |
2,661 % |
2,505 % |
5,715 % |
4,669 % |
3,968 % |
3,325 % |
|
50 |
2,676 % |
2,522 % |
5,670 % |
4,645 % |
3,958 % |
3,327 % |
|
51 |
2,690 % |
2,538 % |
5,627 % |
4,622 % |
3,949 % |
3,329 % |
|
52 |
2,704 % |
2,554 % |
5,585 % |
4,600 % |
3,939 % |
3,331 % |
|
53 |
2,718 % |
2,569 % |
5,545 % |
4,579 % |
3,931 % |
3,333 % |
|
54 |
2,731 % |
2,584 % |
5,507 % |
4,558 % |
3,922 % |
3,335 % |
|
55 |
2,744 % |
2,599 % |
5,469 % |
4,538 % |
3,914 % |
3,337 % |
|
56 |
2,756 % |
2,613 % |
5,433 % |
4,519 % |
3,906 % |
3,338 % |
|
57 |
2,768 % |
2,627 % |
5,398 % |
4,500 % |
3,898 % |
3,340 % |
|
58 |
2,779 % |
2,640 % |
5,365 % |
4,482 % |
3,890 % |
3,342 % |
|
59 |
2,790 % |
2,653 % |
5,332 % |
4,465 % |
3,883 % |
3,343 % |
|
60 |
2,801 % |
2,666 % |
5,301 % |
4,448 % |
3,876 % |
3,345 % |
|
61 |
2,812 % |
2,678 % |
5,270 % |
4,432 % |
3,869 % |
3,347 % |
|
62 |
2,822 % |
2,690 % |
5,241 % |
4,416 % |
3,863 % |
3,348 % |
|
63 |
2,831 % |
2,702 % |
5,212 % |
4,401 % |
3,856 % |
3,350 % |
|
64 |
2,841 % |
2,713 % |
5,185 % |
4,386 % |
3,850 % |
3,351 % |
|
65 |
2,850 % |
2,724 % |
5,158 % |
4,372 % |
3,844 % |
3,352 % |
|
66 |
2,859 % |
2,735 % |
5,132 % |
4,358 % |
3,838 % |
3,354 % |
|
67 |
2,868 % |
2,745 % |
5,107 % |
4,344 % |
3,832 % |
3,355 % |
|
68 |
2,876 % |
2,755 % |
5,082 % |
4,331 % |
3,827 % |
3,356 % |
|
69 |
2,885 % |
2,765 % |
5,058 % |
4,318 % |
3,821 % |
3,358 % |
|
70 |
2,893 % |
2,775 % |
5,035 % |
4,306 % |
3,816 % |
3,359 % |
|
71 |
2,900 % |
2,784 % |
5,013 % |
4,294 % |
3,811 % |
3,360 % |
|
72 |
2,908 % |
2,793 % |
4,991 % |
4,282 % |
3,806 % |
3,361 % |
|
73 |
2,915 % |
2,802 % |
4,970 % |
4,271 % |
3,801 % |
3,362 % |
|
74 |
2,923 % |
2,811 % |
4,949 % |
4,260 % |
3,796 % |
3,364 % |
|
75 |
2,930 % |
2,819 % |
4,929 % |
4,249 % |
3,792 % |
3,365 % |
|
76 |
2,936 % |
2,827 % |
4,909 % |
4,238 % |
3,787 % |
3,366 % |
|
77 |
2,943 % |
2,835 % |
4,890 % |
4,228 % |
3,783 % |
3,367 % |
|
78 |
2,949 % |
2,843 % |
4,872 % |
4,218 % |
3,779 % |
3,368 % |
|
79 |
2,956 % |
2,851 % |
4,854 % |
4,208 % |
3,775 % |
3,369 % |
|
80 |
2,962 % |
2,858 % |
4,836 % |
4,199 % |
3,771 % |
3,370 % |
|
81 |
2,968 % |
2,865 % |
4,819 % |
4,190 % |
3,767 % |
3,371 % |
|
82 |
2,974 % |
2,872 % |
4,802 % |
4,181 % |
3,763 % |
3,372 % |
|
83 |
2,980 % |
2,879 % |
4,785 % |
4,172 % |
3,759 % |
3,373 % |
|
84 |
2,985 % |
2,886 % |
4,769 % |
4,163 % |
3,755 % |
3,373 % |
|
85 |
2,991 % |
2,893 % |
4,754 % |
4,155 % |
3,752 % |
3,374 % |
|
86 |
2,996 % |
2,899 % |
4,739 % |
4,146 % |
3,748 % |
3,375 % |
|
87 |
3,001 % |
2,905 % |
4,724 % |
4,138 % |
3,745 % |
3,376 % |
|
88 |
3,006 % |
2,911 % |
4,709 % |
4,131 % |
3,742 % |
3,377 % |
|
89 |
3,011 % |
2,918 % |
4,695 % |
4,123 % |
3,738 % |
3,378 % |
|
90 |
3,016 % |
2,923 % |
4,681 % |
4,115 % |
3,735 % |
3,378 % |
|
91 |
3,021 % |
2,929 % |
4,667 % |
4,108 % |
3,732 % |
3,379 % |
|
92 |
3,025 % |
2,935 % |
4,654 % |
4,101 % |
3,729 % |
3,380 % |
|
93 |
3,030 % |
2,940 % |
4,641 % |
4,094 % |
3,726 % |
3,381 % |
|
94 |
3,034 % |
2,946 % |
4,628 % |
4,087 % |
3,723 % |
3,381 % |
|
95 |
3,039 % |
2,951 % |
4,616 % |
4,080 % |
3,720 % |
3,382 % |
|
96 |
3,043 % |
2,956 % |
4,604 % |
4,074 % |
3,717 % |
3,383 % |
|
97 |
3,047 % |
2,961 % |
4,592 % |
4,067 % |
3,715 % |
3,384 % |
|
98 |
3,051 % |
2,966 % |
4,580 % |
4,061 % |
3,712 % |
3,384 % |
|
99 |
3,055 % |
2,971 % |
4,569 % |
4,055 % |
3,709 % |
3,385 % |
|
100 |
3,059 % |
2,976 % |
4,557 % |
4,049 % |
3,707 % |
3,385 % |
|
101 |
3,063 % |
2,981 % |
4,546 % |
4,043 % |
3,704 % |
3,386 % |
|
102 |
3,067 % |
2,985 % |
4,535 % |
4,037 % |
3,702 % |
3,387 % |
|
103 |
3,071 % |
2,990 % |
4,525 % |
4,031 % |
3,699 % |
3,387 % |
|
104 |
3,074 % |
2,994 % |
4,514 % |
4,026 % |
3,697 % |
3,388 % |
|
105 |
3,078 % |
2,998 % |
4,504 % |
4,020 % |
3,694 % |
3,389 % |
|
106 |
3,081 % |
3,003 % |
4,494 % |
4,015 % |
3,692 % |
3,389 % |
|
107 |
3,085 % |
3,007 % |
4,484 % |
4,009 % |
3,690 % |
3,390 % |
|
108 |
3,088 % |
3,011 % |
4,475 % |
4,004 % |
3,688 % |
3,390 % |
|
109 |
3,092 % |
3,015 % |
4,465 % |
3,999 % |
3,685 % |
3,391 % |
|
110 |
3,095 % |
3,019 % |
4,456 % |
3,994 % |
3,683 % |
3,391 % |
|
111 |
3,098 % |
3,023 % |
4,447 % |
3,989 % |
3,681 % |
3,392 % |
|
112 |
3,101 % |
3,027 % |
4,438 % |
3,984 % |
3,679 % |
3,392 % |
|
113 |
3,104 % |
3,030 % |
4,429 % |
3,980 % |
3,677 % |
3,393 % |
|
114 |
3,107 % |
3,034 % |
4,421 % |
3,975 % |
3,675 % |
3,393 % |
|
115 |
3,110 % |
3,038 % |
4,412 % |
3,970 % |
3,673 % |
3,394 % |
|
116 |
3,113 % |
3,041 % |
4,404 % |
3,966 % |
3,671 % |
3,394 % |
|
117 |
3,116 % |
3,045 % |
4,396 % |
3,961 % |
3,669 % |
3,395 % |
|
118 |
3,119 % |
3,048 % |
4,388 % |
3,957 % |
3,667 % |
3,395 % |
|
119 |
3,122 % |
3,051 % |
4,380 % |
3,953 % |
3,666 % |
3,396 % |
|
120 |
3,124 % |
3,055 % |
4,372 % |
3,949 % |
3,664 % |
3,396 % |
|
121 |
3,127 % |
3,058 % |
4,364 % |
3,945 % |
3,662 % |
3,397 % |
|
122 |
3,130 % |
3,061 % |
4,357 % |
3,940 % |
3,660 % |
3,397 % |
|
123 |
3,132 % |
3,064 % |
4,349 % |
3,936 % |
3,659 % |
3,397 % |
|
124 |
3,135 % |
3,067 % |
4,342 % |
3,933 % |
3,657 % |
3,398 % |
|
125 |
3,137 % |
3,070 % |
4,335 % |
3,929 % |
3,655 % |
3,398 % |
|
126 |
3,140 % |
3,074 % |
4,328 % |
3,925 % |
3,654 % |
3,399 % |
|
127 |
3,142 % |
3,076 % |
4,321 % |
3,921 % |
3,652 % |
3,399 % |
|
128 |
3,145 % |
3,079 % |
4,314 % |
3,917 % |
3,650 % |
3,400 % |
|
129 |
3,147 % |
3,082 % |
4,307 % |
3,914 % |
3,649 % |
3,400 % |
|
130 |
3,149 % |
3,085 % |
4,301 % |
3,910 % |
3,647 % |
3,400 % |
|
131 |
3,152 % |
3,088 % |
4,294 % |
3,907 % |
3,646 % |
3,401 % |
|
132 |
3,154 % |
3,091 % |
4,288 % |
3,903 % |
3,644 % |
3,401 % |
|
133 |
3,156 % |
3,093 % |
4,281 % |
3,900 % |
3,643 % |
3,401 % |
|
134 |
3,158 % |
3,096 % |
4,275 % |
3,896 % |
3,641 % |
3,402 % |
|
135 |
3,160 % |
3,099 % |
4,269 % |
3,893 % |
3,640 % |
3,402 % |
|
136 |
3,163 % |
3,101 % |
4,263 % |
3,890 % |
3,639 % |
3,402 % |
|
137 |
3,165 % |
3,104 % |
4,257 % |
3,887 % |
3,637 % |
3,403 % |
|
138 |
3,167 % |
3,106 % |
4,251 % |
3,883 % |
3,636 % |
3,403 % |
|
139 |
3,169 % |
3,109 % |
4,245 % |
3,880 % |
3,635 % |
3,403 % |
|
140 |
3,171 % |
3,111 % |
4,240 % |
3,877 % |
3,633 % |
3,404 % |
|
141 |
3,173 % |
3,113 % |
4,234 % |
3,874 % |
3,632 % |
3,404 % |
|
142 |
3,175 % |
3,116 % |
4,229 % |
3,871 % |
3,631 % |
3,404 % |
|
143 |
3,177 % |
3,118 % |
4,223 % |
3,868 % |
3,629 % |
3,405 % |
|
144 |
3,179 % |
3,120 % |
4,218 % |
3,865 % |
3,628 % |
3,405 % |
|
145 |
3,180 % |
3,123 % |
4,212 % |
3,863 % |
3,627 % |
3,405 % |
|
146 |
3,182 % |
3,125 % |
4,207 % |
3,860 % |
3,626 % |
3,406 % |
|
147 |
3,184 % |
3,127 % |
4,202 % |
3,857 % |
3,625 % |
3,406 % |
|
148 |
3,186 % |
3,129 % |
4,197 % |
3,854 % |
3,623 % |
3,406 % |
|
149 |
3,188 % |
3,132 % |
4,192 % |
3,851 % |
3,622 % |
3,407 % |
|
150 |
3,189 % |
3,134 % |
4,187 % |
3,849 % |
3,621 % |
3,407 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,288 % |
3,251 % |
1,048 % |
3,391 % |
8,742 % |
9,360 % |
|
2 |
-0,068 % |
3,638 % |
1,636 % |
3,398 % |
7,278 % |
9,902 % |
|
3 |
0,119 % |
3,756 % |
2,008 % |
3,393 % |
6,626 % |
10,380 % |
|
4 |
0,280 % |
3,839 % |
2,265 % |
3,357 % |
6,350 % |
10,718 % |
|
5 |
0,423 % |
3,781 % |
2,438 % |
3,349 % |
6,259 % |
10,970 % |
|
6 |
0,550 % |
3,997 % |
2,561 % |
3,376 % |
6,261 % |
11,159 % |
|
7 |
0,666 % |
4,056 % |
2,659 % |
3,422 % |
6,304 % |
11,295 % |
|
8 |
0,769 % |
4,104 % |
2,749 % |
3,475 % |
6,364 % |
11,405 % |
|
9 |
0,860 % |
4,136 % |
2,844 % |
3,523 % |
6,434 % |
11,502 % |
|
10 |
0,939 % |
4,065 % |
2,951 % |
3,559 % |
6,505 % |
11,565 % |
|
11 |
1,004 % |
4,064 % |
3,073 % |
3,579 % |
6,549 % |
11,571 % |
|
12 |
1,055 % |
4,100 % |
3,202 % |
3,586 % |
6,568 % |
11,529 % |
|
13 |
1,094 % |
4,113 % |
3,327 % |
3,585 % |
6,567 % |
11,451 % |
|
14 |
1,120 % |
4,107 % |
3,442 % |
3,578 % |
6,553 % |
11,346 % |
|
15 |
1,142 % |
4,101 % |
3,540 % |
3,567 % |
6,529 % |
11,220 % |
|
16 |
1,167 % |
4,103 % |
3,619 % |
3,553 % |
6,498 % |
11,080 % |
|
17 |
1,194 % |
4,107 % |
3,681 % |
3,538 % |
6,462 % |
10,929 % |
|
18 |
1,222 % |
4,107 % |
3,730 % |
3,521 % |
6,422 % |
10,772 % |
|
19 |
1,252 % |
4,096 % |
3,767 % |
3,504 % |
6,380 % |
10,610 % |
|
20 |
1,282 % |
4,071 % |
3,797 % |
3,488 % |
6,336 % |
10,446 % |
|
21 |
1,312 % |
4,029 % |
3,819 % |
3,472 % |
6,292 % |
10,283 % |
|
22 |
1,341 % |
3,976 % |
3,835 % |
3,456 % |
6,248 % |
10,120 % |
|
23 |
1,370 % |
3,916 % |
3,847 % |
3,441 % |
6,203 % |
9,960 % |
|
24 |
1,399 % |
3,853 % |
3,855 % |
3,427 % |
6,160 % |
9,804 % |
|
25 |
1,427 % |
3,789 % |
3,860 % |
3,414 % |
6,117 % |
9,651 % |
|
26 |
1,453 % |
3,727 % |
3,863 % |
3,403 % |
6,075 % |
9,502 % |
|
27 |
1,479 % |
3,669 % |
3,864 % |
3,392 % |
6,034 % |
9,359 % |
|
28 |
1,505 % |
3,616 % |
3,863 % |
3,383 % |
5,994 % |
9,220 % |
|
29 |
1,529 % |
3,569 % |
3,860 % |
3,374 % |
5,955 % |
9,087 % |
|
30 |
1,552 % |
3,527 % |
3,857 % |
3,367 % |
5,918 % |
8,958 % |
|
31 |
1,575 % |
3,493 % |
3,853 % |
3,361 % |
5,882 % |
8,834 % |
|
32 |
1,597 % |
3,464 % |
3,848 % |
3,357 % |
5,847 % |
8,716 % |
|
33 |
1,618 % |
3,440 % |
3,843 % |
3,353 % |
5,813 % |
8,602 % |
|
34 |
1,638 % |
3,420 % |
3,837 % |
3,349 % |
5,781 % |
8,493 % |
|
35 |
1,657 % |
3,403 % |
3,831 % |
3,347 % |
5,750 % |
8,389 % |
|
36 |
1,676 % |
3,390 % |
3,825 % |
3,345 % |
5,719 % |
8,289 % |
|
37 |
1,694 % |
3,378 % |
3,818 % |
3,343 % |
5,691 % |
8,193 % |
|
38 |
1,711 % |
3,369 % |
3,812 % |
3,342 % |
5,663 % |
8,101 % |
|
39 |
1,728 % |
3,361 % |
3,806 % |
3,342 % |
5,636 % |
8,013 % |
|
40 |
1,744 % |
3,355 % |
3,799 % |
3,341 % |
5,610 % |
7,929 % |
|
41 |
1,760 % |
3,350 % |
3,793 % |
3,341 % |
5,585 % |
7,848 % |
|
42 |
1,774 % |
3,346 % |
3,787 % |
3,341 % |
5,561 % |
7,771 % |
|
43 |
1,789 % |
3,343 % |
3,781 % |
3,341 % |
5,538 % |
7,697 % |
|
44 |
1,803 % |
3,340 % |
3,775 % |
3,342 % |
5,516 % |
7,626 % |
|
45 |
1,816 % |
3,339 % |
3,769 % |
3,342 % |
5,495 % |
7,557 % |
|
46 |
1,829 % |
3,337 % |
3,763 % |
3,343 % |
5,475 % |
7,492 % |
|
47 |
1,841 % |
3,337 % |
3,757 % |
3,344 % |
5,455 % |
7,429 % |
|
48 |
1,853 % |
3,336 % |
3,752 % |
3,345 % |
5,436 % |
7,368 % |
|
49 |
1,864 % |
3,336 % |
3,746 % |
3,346 % |
5,417 % |
7,310 % |
|
50 |
1,876 % |
3,336 % |
3,741 % |
3,347 % |
5,400 % |
7,254 % |
|
51 |
1,886 % |
3,336 % |
3,736 % |
3,348 % |
5,382 % |
7,200 % |
|
52 |
1,897 % |
3,337 % |
3,731 % |
3,349 % |
5,366 % |
7,149 % |
|
53 |
1,907 % |
3,338 % |
3,726 % |
3,350 % |
5,350 % |
7,099 % |
|
54 |
1,916 % |
3,339 % |
3,721 % |
3,351 % |
5,335 % |
7,050 % |
|
55 |
1,926 % |
3,339 % |
3,717 % |
3,352 % |
5,320 % |
7,004 % |
|
56 |
1,935 % |
3,341 % |
3,712 % |
3,353 % |
5,305 % |
6,959 % |
|
57 |
1,943 % |
3,342 % |
3,708 % |
3,354 % |
5,291 % |
6,916 % |
|
58 |
1,952 % |
3,343 % |
3,704 % |
3,355 % |
5,278 % |
6,874 % |
|
59 |
1,960 % |
3,344 % |
3,700 % |
3,357 % |
5,265 % |
6,833 % |
|
60 |
1,968 % |
3,345 % |
3,696 % |
3,358 % |
5,252 % |
6,794 % |
|
61 |
1,976 % |
3,346 % |
3,692 % |
3,359 % |
5,240 % |
6,756 % |
|
62 |
1,983 % |
3,348 % |
3,688 % |
3,360 % |
5,228 % |
6,720 % |
|
63 |
1,991 % |
3,349 % |
3,684 % |
3,361 % |
5,217 % |
6,684 % |
|
64 |
1,998 % |
3,350 % |
3,681 % |
3,362 % |
5,206 % |
6,650 % |
|
65 |
2,004 % |
3,351 % |
3,677 % |
3,363 % |
5,195 % |
6,617 % |
|
66 |
2,011 % |
3,352 % |
3,674 % |
3,364 % |
5,184 % |
6,584 % |
|
67 |
2,018 % |
3,354 % |
3,671 % |
3,366 % |
5,174 % |
6,553 % |
|
68 |
2,024 % |
3,355 % |
3,668 % |
3,367 % |
5,164 % |
6,522 % |
|
69 |
2,030 % |
3,356 % |
3,665 % |
3,368 % |
5,155 % |
6,493 % |
|
70 |
2,036 % |
3,357 % |
3,661 % |
3,369 % |
5,145 % |
6,464 % |
|
71 |
2,042 % |
3,358 % |
3,659 % |
3,370 % |
5,136 % |
6,436 % |
|
72 |
2,047 % |
3,360 % |
3,656 % |
3,371 % |
5,128 % |
6,409 % |
|
73 |
2,053 % |
3,361 % |
3,653 % |
3,372 % |
5,119 % |
6,383 % |
|
74 |
2,058 % |
3,362 % |
3,650 % |
3,373 % |
5,111 % |
6,357 % |
|
75 |
2,063 % |
3,363 % |
3,648 % |
3,373 % |
5,102 % |
6,332 % |
|
76 |
2,068 % |
3,364 % |
3,645 % |
3,374 % |
5,095 % |
6,308 % |
|
77 |
2,073 % |
3,365 % |
3,642 % |
3,375 % |
5,087 % |
6,284 % |
|
78 |
2,078 % |
3,366 % |
3,640 % |
3,376 % |
5,079 % |
6,261 % |
|
79 |
2,083 % |
3,367 % |
3,638 % |
3,377 % |
5,072 % |
6,239 % |
|
80 |
2,087 % |
3,368 % |
3,635 % |
3,378 % |
5,065 % |
6,217 % |
|
81 |
2,092 % |
3,369 % |
3,633 % |
3,379 % |
5,058 % |
6,196 % |
|
82 |
2,096 % |
3,370 % |
3,631 % |
3,380 % |
5,051 % |
6,175 % |
|
83 |
2,100 % |
3,371 % |
3,629 % |
3,380 % |
5,044 % |
6,154 % |
|
84 |
2,104 % |
3,372 % |
3,627 % |
3,381 % |
5,038 % |
6,134 % |
|
85 |
2,109 % |
3,373 % |
3,624 % |
3,382 % |
5,032 % |
6,115 % |
|
86 |
2,112 % |
3,374 % |
3,622 % |
3,383 % |
5,025 % |
6,096 % |
|
87 |
2,116 % |
3,375 % |
3,620 % |
3,383 % |
5,019 % |
6,078 % |
|
88 |
2,120 % |
3,375 % |
3,618 % |
3,384 % |
5,013 % |
6,060 % |
|
89 |
2,124 % |
3,376 % |
3,617 % |
3,385 % |
5,008 % |
6,042 % |
|
90 |
2,127 % |
3,377 % |
3,615 % |
3,386 % |
5,002 % |
6,025 % |
|
91 |
2,131 % |
3,378 % |
3,613 % |
3,386 % |
4,996 % |
6,008 % |
|
92 |
2,134 % |
3,379 % |
3,611 % |
3,387 % |
4,991 % |
5,991 % |
|
93 |
2,138 % |
3,379 % |
3,609 % |
3,388 % |
4,986 % |
5,975 % |
|
94 |
2,141 % |
3,380 % |
3,608 % |
3,388 % |
4,981 % |
5,959 % |
|
95 |
2,144 % |
3,381 % |
3,606 % |
3,389 % |
4,976 % |
5,944 % |
|
96 |
2,148 % |
3,382 % |
3,604 % |
3,390 % |
4,971 % |
5,929 % |
|
97 |
2,151 % |
3,382 % |
3,603 % |
3,390 % |
4,966 % |
5,914 % |
|
98 |
2,154 % |
3,383 % |
3,601 % |
3,391 % |
4,961 % |
5,899 % |
|
99 |
2,157 % |
3,384 % |
3,600 % |
3,391 % |
4,956 % |
5,885 % |
|
100 |
2,160 % |
3,384 % |
3,598 % |
3,392 % |
4,952 % |
5,871 % |
|
101 |
2,162 % |
3,385 % |
3,597 % |
3,392 % |
4,947 % |
5,858 % |
|
102 |
2,165 % |
3,386 % |
3,595 % |
3,393 % |
4,943 % |
5,844 % |
|
103 |
2,168 % |
3,386 % |
3,594 % |
3,394 % |
4,939 % |
5,831 % |
|
104 |
2,171 % |
3,387 % |
3,593 % |
3,394 % |
4,934 % |
5,818 % |
|
105 |
2,173 % |
3,387 % |
3,591 % |
3,395 % |
4,930 % |
5,806 % |
|
106 |
2,176 % |
3,388 % |
3,590 % |
3,395 % |
4,926 % |
5,793 % |
|
107 |
2,179 % |
3,389 % |
3,589 % |
3,396 % |
4,922 % |
5,781 % |
|
108 |
2,181 % |
3,389 % |
3,587 % |
3,396 % |
4,918 % |
5,769 % |
|
109 |
2,184 % |
3,390 % |
3,586 % |
3,397 % |
4,914 % |
5,757 % |
|
110 |
2,186 % |
3,390 % |
3,585 % |
3,397 % |
4,911 % |
5,746 % |
|
111 |
2,188 % |
3,391 % |
3,584 % |
3,398 % |
4,907 % |
5,735 % |
|
112 |
2,191 % |
3,391 % |
3,582 % |
3,398 % |
4,903 % |
5,724 % |
|
113 |
2,193 % |
3,392 % |
3,581 % |
3,399 % |
4,900 % |
5,713 % |
|
114 |
2,195 % |
3,392 % |
3,580 % |
3,399 % |
4,896 % |
5,702 % |
|
115 |
2,197 % |
3,393 % |
3,579 % |
3,399 % |
4,893 % |
5,691 % |
|
116 |
2,200 % |
3,393 % |
3,578 % |
3,400 % |
4,889 % |
5,681 % |
|
117 |
2,202 % |
3,394 % |
3,577 % |
3,400 % |
4,886 % |
5,671 % |
|
118 |
2,204 % |
3,394 % |
3,576 % |
3,401 % |
4,883 % |
5,661 % |
|
119 |
2,206 % |
3,395 % |
3,575 % |
3,401 % |
4,879 % |
5,651 % |
|
120 |
2,208 % |
3,395 % |
3,574 % |
3,401 % |
4,876 % |
5,642 % |
|
121 |
2,210 % |
3,396 % |
3,573 % |
3,402 % |
4,873 % |
5,632 % |
|
122 |
2,212 % |
3,396 % |
3,572 % |
3,402 % |
4,870 % |
5,623 % |
|
123 |
2,214 % |
3,397 % |
3,571 % |
3,403 % |
4,867 % |
5,614 % |
|
124 |
2,216 % |
3,397 % |
3,570 % |
3,403 % |
4,864 % |
5,604 % |
|
125 |
2,218 % |
3,397 % |
3,569 % |
3,403 % |
4,861 % |
5,596 % |
|
126 |
2,219 % |
3,398 % |
3,568 % |
3,404 % |
4,858 % |
5,587 % |
|
127 |
2,221 % |
3,398 % |
3,567 % |
3,404 % |
4,856 % |
5,578 % |
|
128 |
2,223 % |
3,399 % |
3,566 % |
3,405 % |
4,853 % |
5,570 % |
|
129 |
2,225 % |
3,399 % |
3,565 % |
3,405 % |
4,850 % |
5,561 % |
|
130 |
2,227 % |
3,399 % |
3,564 % |
3,405 % |
4,847 % |
5,553 % |
|
131 |
2,228 % |
3,400 % |
3,563 % |
3,406 % |
4,845 % |
5,545 % |
|
132 |
2,230 % |
3,400 % |
3,562 % |
3,406 % |
4,842 % |
5,537 % |
|
133 |
2,232 % |
3,401 % |
3,561 % |
3,406 % |
4,839 % |
5,529 % |
|
134 |
2,233 % |
3,401 % |
3,561 % |
3,407 % |
4,837 % |
5,522 % |
|
135 |
2,235 % |
3,401 % |
3,560 % |
3,407 % |
4,834 % |
5,514 % |
|
136 |
2,236 % |
3,402 % |
3,559 % |
3,407 % |
4,832 % |
5,507 % |
|
137 |
2,238 % |
3,402 % |
3,558 % |
3,407 % |
4,830 % |
5,499 % |
|
138 |
2,239 % |
3,402 % |
3,557 % |
3,408 % |
4,827 % |
5,492 % |
|
139 |
2,241 % |
3,403 % |
3,557 % |
3,408 % |
4,825 % |
5,485 % |
|
140 |
2,242 % |
3,403 % |
3,556 % |
3,408 % |
4,822 % |
5,478 % |
|
141 |
2,244 % |
3,403 % |
3,555 % |
3,409 % |
4,820 % |
5,471 % |
|
142 |
2,245 % |
3,404 % |
3,554 % |
3,409 % |
4,818 % |
5,464 % |
|
143 |
2,247 % |
3,404 % |
3,554 % |
3,409 % |
4,816 % |
5,457 % |
|
144 |
2,248 % |
3,404 % |
3,553 % |
3,410 % |
4,813 % |
5,450 % |
|
145 |
2,250 % |
3,405 % |
3,552 % |
3,410 % |
4,811 % |
5,444 % |
|
146 |
2,251 % |
3,405 % |
3,552 % |
3,410 % |
4,809 % |
5,437 % |
|
147 |
2,252 % |
3,405 % |
3,551 % |
3,410 % |
4,807 % |
5,431 % |
|
148 |
2,254 % |
3,406 % |
3,550 % |
3,411 % |
4,805 % |
5,425 % |
|
149 |
2,255 % |
3,406 % |
3,550 % |
3,411 % |
4,803 % |
5,418 % |
|
150 |
2,256 % |
3,406 % |
3,549 % |
3,411 % |
4,801 % |
5,412 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
2,810 % |
6,255 % |
9,825 % |
0,718 % |
3,830 % |
6,478 % |
|
2 |
3,048 % |
6,703 % |
9,731 % |
0,775 % |
4,014 % |
7,351 % |
|
3 |
3,047 % |
6,973 % |
9,475 % |
0,830 % |
4,041 % |
7,790 % |
|
4 |
3,057 % |
7,149 % |
9,245 % |
0,884 % |
4,025 % |
8,094 % |
|
5 |
3,100 % |
7,273 % |
9,139 % |
0,933 % |
3,995 % |
8,375 % |
|
6 |
3,134 % |
7,374 % |
9,103 % |
0,981 % |
4,002 % |
8,664 % |
|
7 |
3,158 % |
7,445 % |
9,092 % |
1,028 % |
4,016 % |
8,947 % |
|
8 |
3,177 % |
7,506 % |
9,084 % |
1,074 % |
4,036 % |
9,192 % |
|
9 |
3,194 % |
7,564 % |
9,065 % |
1,119 % |
4,057 % |
9,396 % |
|
10 |
3,209 % |
7,614 % |
9,027 % |
1,165 % |
4,073 % |
9,563 % |
|
11 |
3,225 % |
7,641 % |
8,965 % |
1,218 % |
4,082 % |
9,693 % |
|
12 |
3,240 % |
7,645 % |
8,884 % |
1,278 % |
4,085 % |
9,790 % |
|
13 |
3,254 % |
7,633 % |
8,790 % |
1,341 % |
4,084 % |
9,856 % |
|
14 |
3,267 % |
7,610 % |
8,688 % |
1,406 % |
4,080 % |
9,894 % |
|
15 |
3,279 % |
7,578 % |
8,581 % |
1,470 % |
4,074 % |
9,902 % |
|
16 |
3,289 % |
7,541 % |
8,470 % |
1,532 % |
4,067 % |
9,883 % |
|
17 |
3,298 % |
7,499 % |
8,359 % |
1,594 % |
4,058 % |
9,842 % |
|
18 |
3,306 % |
7,455 % |
8,248 % |
1,653 % |
4,048 % |
9,784 % |
|
19 |
3,314 % |
7,410 % |
8,137 % |
1,711 % |
4,037 % |
9,714 % |
|
20 |
3,320 % |
7,363 % |
8,029 % |
1,766 % |
4,026 % |
9,634 % |
|
21 |
3,326 % |
7,316 % |
7,923 % |
1,819 % |
4,014 % |
9,547 % |
|
22 |
3,332 % |
7,270 % |
7,820 % |
1,870 % |
4,003 % |
9,456 % |
|
23 |
3,337 % |
7,223 % |
7,720 % |
1,918 % |
3,991 % |
9,363 % |
|
24 |
3,341 % |
7,178 % |
7,623 % |
1,964 % |
3,979 % |
9,268 % |
|
25 |
3,345 % |
7,134 % |
7,530 % |
2,009 % |
3,967 % |
9,173 % |
|
26 |
3,349 % |
7,090 % |
7,440 % |
2,051 % |
3,956 % |
9,079 % |
|
27 |
3,353 % |
7,048 % |
7,354 % |
2,091 % |
3,945 % |
8,986 % |
|
28 |
3,356 % |
7,008 % |
7,271 % |
2,130 % |
3,933 % |
8,894 % |
|
29 |
3,359 % |
6,968 % |
7,191 % |
2,167 % |
3,922 % |
8,805 % |
|
30 |
3,362 % |
6,930 % |
7,115 % |
2,202 % |
3,912 % |
8,719 % |
|
31 |
3,365 % |
6,893 % |
7,041 % |
2,235 % |
3,901 % |
8,635 % |
|
32 |
3,368 % |
6,858 % |
6,971 % |
2,267 % |
3,891 % |
8,553 % |
|
33 |
3,370 % |
6,824 % |
6,904 % |
2,298 % |
3,882 % |
8,475 % |
|
34 |
3,372 % |
6,791 % |
6,840 % |
2,327 % |
3,872 % |
8,399 % |
|
35 |
3,374 % |
6,759 % |
6,778 % |
2,356 % |
3,863 % |
8,326 % |
|
36 |
3,377 % |
6,729 % |
6,719 % |
2,382 % |
3,854 % |
8,256 % |
|
37 |
3,378 % |
6,700 % |
6,663 % |
2,408 % |
3,845 % |
8,188 % |
|
38 |
3,380 % |
6,672 % |
6,609 % |
2,433 % |
3,837 % |
8,123 % |
|
39 |
3,382 % |
6,645 % |
6,557 % |
2,457 % |
3,829 % |
8,061 % |
|
40 |
3,384 % |
6,619 % |
6,507 % |
2,479 % |
3,821 % |
8,001 % |
|
41 |
3,385 % |
6,593 % |
6,460 % |
2,501 % |
3,813 % |
7,943 % |
|
42 |
3,387 % |
6,569 % |
6,414 % |
2,522 % |
3,806 % |
7,888 % |
|
43 |
3,388 % |
6,546 % |
6,370 % |
2,542 % |
3,798 % |
7,834 % |
|
44 |
3,390 % |
6,524 % |
6,328 % |
2,561 % |
3,792 % |
7,783 % |
|
45 |
3,391 % |
6,502 % |
6,288 % |
2,580 % |
3,785 % |
7,734 % |
|
46 |
3,392 % |
6,482 % |
6,249 % |
2,598 % |
3,778 % |
7,687 % |
|
47 |
3,393 % |
6,462 % |
6,211 % |
2,615 % |
3,772 % |
7,641 % |
|
48 |
3,394 % |
6,443 % |
6,175 % |
2,632 % |
3,766 % |
7,598 % |
|
49 |
3,396 % |
6,424 % |
6,141 % |
2,648 % |
3,760 % |
7,555 % |
|
50 |
3,397 % |
6,406 % |
6,108 % |
2,663 % |
3,755 % |
7,515 % |
|
51 |
3,398 % |
6,389 % |
6,075 % |
2,678 % |
3,749 % |
7,476 % |
|
52 |
3,399 % |
6,372 % |
6,045 % |
2,692 % |
3,744 % |
7,438 % |
|
53 |
3,400 % |
6,356 % |
6,015 % |
2,706 % |
3,739 % |
7,402 % |
|
54 |
3,401 % |
6,341 % |
5,986 % |
2,719 % |
3,734 % |
7,367 % |
|
55 |
3,401 % |
6,326 % |
5,958 % |
2,732 % |
3,729 % |
7,333 % |
|
56 |
3,402 % |
6,311 % |
5,931 % |
2,745 % |
3,724 % |
7,300 % |
|
57 |
3,403 % |
6,297 % |
5,906 % |
2,757 % |
3,719 % |
7,269 % |
|
58 |
3,404 % |
6,284 % |
5,881 % |
2,769 % |
3,715 % |
7,238 % |
|
59 |
3,405 % |
6,271 % |
5,856 % |
2,780 % |
3,711 % |
7,209 % |
|
60 |
3,405 % |
6,258 % |
5,833 % |
2,791 % |
3,706 % |
7,180 % |
|
61 |
3,406 % |
6,246 % |
5,810 % |
2,801 % |
3,702 % |
7,153 % |
|
62 |
3,407 % |
6,234 % |
5,788 % |
2,812 % |
3,699 % |
7,126 % |
|
63 |
3,408 % |
6,222 % |
5,767 % |
2,822 % |
3,695 % |
7,100 % |
|
64 |
3,408 % |
6,211 % |
5,747 % |
2,831 % |
3,691 % |
7,075 % |
|
65 |
3,409 % |
6,200 % |
5,727 % |
2,841 % |
3,687 % |
7,051 % |
|
66 |
3,409 % |
6,189 % |
5,707 % |
2,850 % |
3,684 % |
7,027 % |
|
67 |
3,410 % |
6,179 % |
5,688 % |
2,859 % |
3,680 % |
7,004 % |
|
68 |
3,411 % |
6,169 % |
5,670 % |
2,867 % |
3,677 % |
6,982 % |
|
69 |
3,411 % |
6,160 % |
5,652 % |
2,876 % |
3,674 % |
6,960 % |
|
70 |
3,412 % |
6,150 % |
5,635 % |
2,884 % |
3,671 % |
6,939 % |
|
71 |
3,412 % |
6,141 % |
5,618 % |
2,892 % |
3,668 % |
6,919 % |
|
72 |
3,413 % |
6,132 % |
5,602 % |
2,899 % |
3,665 % |
6,899 % |
|
73 |
3,413 % |
6,124 % |
5,586 % |
2,907 % |
3,662 % |
6,880 % |
|
74 |
3,414 % |
6,115 % |
5,571 % |
2,914 % |
3,659 % |
6,861 % |
|
75 |
3,414 % |
6,107 % |
5,556 % |
2,921 % |
3,656 % |
6,843 % |
|
76 |
3,415 % |
6,099 % |
5,541 % |
2,928 % |
3,654 % |
6,825 % |
|
77 |
3,415 % |
6,091 % |
5,527 % |
2,935 % |
3,651 % |
6,808 % |
|
78 |
3,416 % |
6,084 % |
5,513 % |
2,942 % |
3,648 % |
6,791 % |
|
79 |
3,416 % |
6,076 % |
5,500 % |
2,948 % |
3,646 % |
6,775 % |
|
80 |
3,416 % |
6,069 % |
5,486 % |
2,954 % |
3,644 % |
6,759 % |
|
81 |
3,417 % |
6,062 % |
5,474 % |
2,960 % |
3,641 % |
6,743 % |
|
82 |
3,417 % |
6,055 % |
5,461 % |
2,966 % |
3,639 % |
6,728 % |
|
83 |
3,418 % |
6,048 % |
5,449 % |
2,972 % |
3,637 % |
6,713 % |
|
84 |
3,418 % |
6,042 % |
5,437 % |
2,978 % |
3,634 % |
6,698 % |
|
85 |
3,418 % |
6,035 % |
5,425 % |
2,983 % |
3,632 % |
6,684 % |
|
86 |
3,419 % |
6,029 % |
5,414 % |
2,989 % |
3,630 % |
6,670 % |
|
87 |
3,419 % |
6,023 % |
5,403 % |
2,994 % |
3,628 % |
6,657 % |
|
88 |
3,419 % |
6,017 % |
5,392 % |
2,999 % |
3,626 % |
6,644 % |
|
89 |
3,420 % |
6,011 % |
5,381 % |
3,004 % |
3,624 % |
6,631 % |
|
90 |
3,420 % |
6,006 % |
5,371 % |
3,009 % |
3,622 % |
6,618 % |
|
91 |
3,420 % |
6,000 % |
5,361 % |
3,014 % |
3,620 % |
6,606 % |
|
92 |
3,421 % |
5,995 % |
5,351 % |
3,019 % |
3,618 % |
6,594 % |
|
93 |
3,421 % |
5,989 % |
5,341 % |
3,023 % |
3,617 % |
6,582 % |
|
94 |
3,421 % |
5,984 % |
5,332 % |
3,028 % |
3,615 % |
6,570 % |
|
95 |
3,422 % |
5,979 % |
5,322 % |
3,032 % |
3,613 % |
6,559 % |
|
96 |
3,422 % |
5,974 % |
5,313 % |
3,037 % |
3,611 % |
6,548 % |
|
97 |
3,422 % |
5,969 % |
5,304 % |
3,041 % |
3,610 % |
6,537 % |
|
98 |
3,423 % |
5,964 % |
5,295 % |
3,045 % |
3,608 % |
6,526 % |
|
99 |
3,423 % |
5,960 % |
5,287 % |
3,049 % |
3,607 % |
6,516 % |
|
100 |
3,423 % |
5,955 % |
5,278 % |
3,053 % |
3,605 % |
6,506 % |
|
101 |
3,423 % |
5,951 % |
5,270 % |
3,057 % |
3,603 % |
6,496 % |
|
102 |
3,424 % |
5,946 % |
5,262 % |
3,061 % |
3,602 % |
6,486 % |
|
103 |
3,424 % |
5,942 % |
5,254 % |
3,065 % |
3,600 % |
6,476 % |
|
104 |
3,424 % |
5,937 % |
5,246 % |
3,068 % |
3,599 % |
6,467 % |
|
105 |
3,424 % |
5,933 % |
5,239 % |
3,072 % |
3,598 % |
6,458 % |
|
106 |
3,425 % |
5,929 % |
5,231 % |
3,075 % |
3,596 % |
6,449 % |
|
107 |
3,425 % |
5,925 % |
5,224 % |
3,079 % |
3,595 % |
6,440 % |
|
108 |
3,425 % |
5,921 % |
5,217 % |
3,082 % |
3,593 % |
6,431 % |
|
109 |
3,425 % |
5,917 % |
5,210 % |
3,086 % |
3,592 % |
6,422 % |
|
110 |
3,426 % |
5,914 % |
5,203 % |
3,089 % |
3,591 % |
6,414 % |
|
111 |
3,426 % |
5,910 % |
5,196 % |
3,092 % |
3,590 % |
6,406 % |
|
112 |
3,426 % |
5,906 % |
5,189 % |
3,095 % |
3,588 % |
6,398 % |
|
113 |
3,426 % |
5,903 % |
5,183 % |
3,099 % |
3,587 % |
6,390 % |
|
114 |
3,426 % |
5,899 % |
5,176 % |
3,102 % |
3,586 % |
6,382 % |
|
115 |
3,427 % |
5,896 % |
5,170 % |
3,105 % |
3,585 % |
6,374 % |
|
116 |
3,427 % |
5,892 % |
5,164 % |
3,108 % |
3,584 % |
6,366 % |
|
117 |
3,427 % |
5,889 % |
5,158 % |
3,111 % |
3,582 % |
6,359 % |
|
118 |
3,427 % |
5,885 % |
5,152 % |
3,113 % |
3,581 % |
6,352 % |
|
119 |
3,427 % |
5,882 % |
5,146 % |
3,116 % |
3,580 % |
6,345 % |
|
120 |
3,428 % |
5,879 % |
5,140 % |
3,119 % |
3,579 % |
6,337 % |
|
121 |
3,428 % |
5,876 % |
5,134 % |
3,122 % |
3,578 % |
6,331 % |
|
122 |
3,428 % |
5,873 % |
5,129 % |
3,124 % |
3,577 % |
6,324 % |
|
123 |
3,428 % |
5,870 % |
5,123 % |
3,127 % |
3,576 % |
6,317 % |
|
124 |
3,428 % |
5,867 % |
5,118 % |
3,130 % |
3,575 % |
6,310 % |
|
125 |
3,429 % |
5,864 % |
5,112 % |
3,132 % |
3,574 % |
6,304 % |
|
126 |
3,429 % |
5,861 % |
5,107 % |
3,135 % |
3,573 % |
6,297 % |
|
127 |
3,429 % |
5,858 % |
5,102 % |
3,137 % |
3,572 % |
6,291 % |
|
128 |
3,429 % |
5,855 % |
5,097 % |
3,140 % |
3,571 % |
6,285 % |
|
129 |
3,429 % |
5,853 % |
5,092 % |
3,142 % |
3,570 % |
6,279 % |
|
130 |
3,429 % |
5,850 % |
5,087 % |
3,144 % |
3,569 % |
6,273 % |
|
131 |
3,429 % |
5,847 % |
5,082 % |
3,147 % |
3,568 % |
6,267 % |
|
132 |
3,430 % |
5,845 % |
5,077 % |
3,149 % |
3,567 % |
6,261 % |
|
133 |
3,430 % |
5,842 % |
5,072 % |
3,151 % |
3,567 % |
6,255 % |
|
134 |
3,430 % |
5,839 % |
5,068 % |
3,154 % |
3,566 % |
6,250 % |
|
135 |
3,430 % |
5,837 % |
5,063 % |
3,156 % |
3,565 % |
6,244 % |
|
136 |
3,430 % |
5,834 % |
5,059 % |
3,158 % |
3,564 % |
6,239 % |
|
137 |
3,430 % |
5,832 % |
5,054 % |
3,160 % |
3,563 % |
6,233 % |
|
138 |
3,431 % |
5,830 % |
5,050 % |
3,162 % |
3,562 % |
6,228 % |
|
139 |
3,431 % |
5,827 % |
5,045 % |
3,164 % |
3,561 % |
6,223 % |
|
140 |
3,431 % |
5,825 % |
5,041 % |
3,166 % |
3,561 % |
6,217 % |
|
141 |
3,431 % |
5,823 % |
5,037 % |
3,168 % |
3,560 % |
6,212 % |
|
142 |
3,431 % |
5,820 % |
5,033 % |
3,170 % |
3,559 % |
6,207 % |
|
143 |
3,431 % |
5,818 % |
5,029 % |
3,172 % |
3,558 % |
6,202 % |
|
144 |
3,431 % |
5,816 % |
5,025 % |
3,174 % |
3,558 % |
6,197 % |
|
145 |
3,431 % |
5,814 % |
5,021 % |
3,176 % |
3,557 % |
6,193 % |
|
146 |
3,432 % |
5,811 % |
5,017 % |
3,178 % |
3,556 % |
6,188 % |
|
147 |
3,432 % |
5,809 % |
5,013 % |
3,180 % |
3,555 % |
6,183 % |
|
148 |
3,432 % |
5,807 % |
5,009 % |
3,182 % |
3,555 % |
6,179 % |
|
149 |
3,432 % |
5,805 % |
5,005 % |
3,183 % |
3,554 % |
6,174 % |
|
150 |
3,432 % |
5,803 % |
5,002 % |
3,185 % |
3,553 % |
6,169 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
13,438 % |
2,076 % |
2,973 % |
11,291 % |
2,594 % |
3,122 % |
|
2 |
12,559 % |
2,220 % |
3,292 % |
9,760 % |
2,746 % |
3,421 % |
|
3 |
12,404 % |
2,355 % |
3,594 % |
9,077 % |
2,844 % |
3,480 % |
|
4 |
12,426 % |
2,470 % |
3,859 % |
8,791 % |
2,891 % |
3,457 % |
|
5 |
12,521 % |
2,566 % |
4,039 % |
8,686 % |
2,917 % |
3,412 % |
|
6 |
12,633 % |
2,643 % |
4,160 % |
8,667 % |
2,935 % |
3,355 % |
|
7 |
12,736 % |
2,709 % |
4,250 % |
8,689 % |
2,951 % |
3,309 % |
|
8 |
12,830 % |
2,769 % |
4,324 % |
8,732 % |
2,966 % |
3,285 % |
|
9 |
12,933 % |
2,826 % |
4,398 % |
8,791 % |
2,981 % |
3,261 % |
|
10 |
13,024 % |
2,882 % |
4,477 % |
8,839 % |
2,997 % |
3,222 % |
|
11 |
13,056 % |
2,937 % |
4,558 % |
8,876 % |
3,013 % |
3,161 % |
|
12 |
13,032 % |
2,990 % |
4,637 % |
8,898 % |
3,030 % |
3,086 % |
|
13 |
12,966 % |
3,042 % |
4,711 % |
8,903 % |
3,046 % |
3,007 % |
|
14 |
12,866 % |
3,092 % |
4,781 % |
8,888 % |
3,063 % |
2,930 % |
|
15 |
12,742 % |
3,140 % |
4,846 % |
8,852 % |
3,078 % |
2,857 % |
|
16 |
12,599 % |
3,186 % |
4,904 % |
8,800 % |
3,093 % |
2,791 % |
|
17 |
12,443 % |
3,230 % |
4,955 % |
8,735 % |
3,107 % |
2,734 % |
|
18 |
12,277 % |
3,272 % |
4,998 % |
8,662 % |
3,121 % |
2,687 % |
|
19 |
12,105 % |
3,312 % |
5,031 % |
8,582 % |
3,133 % |
2,649 % |
|
20 |
11,930 % |
3,350 % |
5,053 % |
8,498 % |
3,145 % |
2,622 % |
|
21 |
11,753 % |
3,386 % |
5,063 % |
8,412 % |
3,155 % |
2,605 % |
|
22 |
11,576 % |
3,421 % |
5,062 % |
8,325 % |
3,165 % |
2,596 % |
|
23 |
11,402 % |
3,454 % |
5,054 % |
8,238 % |
3,175 % |
2,593 % |
|
24 |
11,230 % |
3,485 % |
5,040 % |
8,151 % |
3,183 % |
2,595 % |
|
25 |
11,062 % |
3,515 % |
5,021 % |
8,065 % |
3,191 % |
2,601 % |
|
26 |
10,899 % |
3,543 % |
4,998 % |
7,982 % |
3,199 % |
2,609 % |
|
27 |
10,740 % |
3,571 % |
4,973 % |
7,900 % |
3,206 % |
2,619 % |
|
28 |
10,587 % |
3,596 % |
4,946 % |
7,820 % |
3,213 % |
2,631 % |
|
29 |
10,439 % |
3,621 % |
4,917 % |
7,743 % |
3,219 % |
2,644 % |
|
30 |
10,297 % |
3,645 % |
4,888 % |
7,669 % |
3,225 % |
2,658 % |
|
31 |
10,159 % |
3,667 % |
4,858 % |
7,597 % |
3,231 % |
2,673 % |
|
32 |
10,028 % |
3,689 % |
4,828 % |
7,527 % |
3,236 % |
2,687 % |
|
33 |
9,901 % |
3,710 % |
4,798 % |
7,460 % |
3,241 % |
2,702 % |
|
34 |
9,780 % |
3,729 % |
4,769 % |
7,396 % |
3,246 % |
2,717 % |
|
35 |
9,664 % |
3,748 % |
4,740 % |
7,334 % |
3,251 % |
2,732 % |
|
36 |
9,553 % |
3,766 % |
4,712 % |
7,275 % |
3,256 % |
2,747 % |
|
37 |
9,446 % |
3,784 % |
4,684 % |
7,218 % |
3,260 % |
2,761 % |
|
38 |
9,344 % |
3,801 % |
4,657 % |
7,163 % |
3,264 % |
2,775 % |
|
39 |
9,247 % |
3,817 % |
4,630 % |
7,111 % |
3,268 % |
2,789 % |
|
40 |
9,153 % |
3,832 % |
4,605 % |
7,060 % |
3,272 % |
2,803 % |
|
41 |
9,063 % |
3,847 % |
4,580 % |
7,011 % |
3,275 % |
2,816 % |
|
42 |
8,977 % |
3,861 % |
4,556 % |
6,965 % |
3,279 % |
2,829 % |
|
43 |
8,895 % |
3,874 % |
4,532 % |
6,920 % |
3,282 % |
2,841 % |
|
44 |
8,816 % |
3,888 % |
4,510 % |
6,877 % |
3,286 % |
2,854 % |
|
45 |
8,740 % |
3,900 % |
4,488 % |
6,836 % |
3,289 % |
2,865 % |
|
46 |
8,667 % |
3,912 % |
4,467 % |
6,796 % |
3,292 % |
2,877 % |
|
47 |
8,597 % |
3,924 % |
4,446 % |
6,758 % |
3,295 % |
2,888 % |
|
48 |
8,530 % |
3,935 % |
4,427 % |
6,721 % |
3,298 % |
2,899 % |
|
49 |
8,465 % |
3,946 % |
4,408 % |
6,685 % |
3,300 % |
2,909 % |
|
50 |
8,403 % |
3,957 % |
4,389 % |
6,651 % |
3,303 % |
2,919 % |
|
51 |
8,343 % |
3,967 % |
4,372 % |
6,618 % |
3,305 % |
2,929 % |
|
52 |
8,286 % |
3,977 % |
4,354 % |
6,587 % |
3,308 % |
2,938 % |
|
53 |
8,230 % |
3,986 % |
4,338 % |
6,556 % |
3,310 % |
2,948 % |
|
54 |
8,177 % |
3,995 % |
4,322 % |
6,527 % |
3,313 % |
2,956 % |
|
55 |
8,125 % |
4,004 % |
4,306 % |
6,498 % |
3,315 % |
2,965 % |
|
56 |
8,075 % |
4,013 % |
4,291 % |
6,471 % |
3,317 % |
2,973 % |
|
57 |
8,027 % |
4,021 % |
4,277 % |
6,444 % |
3,319 % |
2,981 % |
|
58 |
7,981 % |
4,029 % |
4,263 % |
6,418 % |
3,321 % |
2,989 % |
|
59 |
7,936 % |
4,037 % |
4,249 % |
6,394 % |
3,323 % |
2,997 % |
|
60 |
7,892 % |
4,044 % |
4,236 % |
6,370 % |
3,325 % |
3,004 % |
|
61 |
7,850 % |
4,052 % |
4,223 % |
6,346 % |
3,327 % |
3,011 % |
|
62 |
7,810 % |
4,059 % |
4,211 % |
6,324 % |
3,329 % |
3,018 % |
|
63 |
7,770 % |
4,066 % |
4,199 % |
6,302 % |
3,331 % |
3,025 % |
|
64 |
7,732 % |
4,072 % |
4,187 % |
6,281 % |
3,332 % |
3,031 % |
|
65 |
7,695 % |
4,079 % |
4,176 % |
6,260 % |
3,334 % |
3,038 % |
|
66 |
7,659 % |
4,085 % |
4,165 % |
6,240 % |
3,336 % |
3,044 % |
|
67 |
7,624 % |
4,091 % |
4,154 % |
6,221 % |
3,337 % |
3,050 % |
|
68 |
7,591 % |
4,097 % |
4,144 % |
6,202 % |
3,339 % |
3,056 % |
|
69 |
7,558 % |
4,103 % |
4,134 % |
6,184 % |
3,340 % |
3,061 % |
|
70 |
7,526 % |
4,108 % |
4,124 % |
6,166 % |
3,342 % |
3,067 % |
|
71 |
7,495 % |
4,114 % |
4,115 % |
6,149 % |
3,343 % |
3,072 % |
|
72 |
7,465 % |
4,119 % |
4,105 % |
6,133 % |
3,345 % |
3,077 % |
|
73 |
7,436 % |
4,124 % |
4,096 % |
6,116 % |
3,346 % |
3,082 % |
|
74 |
7,407 % |
4,129 % |
4,088 % |
6,100 % |
3,347 % |
3,087 % |
|
75 |
7,380 % |
4,134 % |
4,079 % |
6,085 % |
3,349 % |
3,092 % |
|
76 |
7,353 % |
4,139 % |
4,071 % |
6,070 % |
3,350 % |
3,097 % |
|
77 |
7,327 % |
4,144 % |
4,063 % |
6,055 % |
3,351 % |
3,101 % |
|
78 |
7,301 % |
4,148 % |
4,055 % |
6,041 % |
3,352 % |
3,106 % |
|
79 |
7,276 % |
4,153 % |
4,047 % |
6,027 % |
3,354 % |
3,110 % |
|
80 |
7,252 % |
4,157 % |
4,040 % |
6,014 % |
3,355 % |
3,114 % |
|
81 |
7,228 % |
4,161 % |
4,032 % |
6,001 % |
3,356 % |
3,119 % |
|
82 |
7,205 % |
4,165 % |
4,025 % |
5,988 % |
3,357 % |
3,123 % |
|
83 |
7,183 % |
4,169 % |
4,018 % |
5,975 % |
3,358 % |
3,127 % |
|
84 |
7,161 % |
4,173 % |
4,012 % |
5,963 % |
3,359 % |
3,130 % |
|
85 |
7,139 % |
4,177 % |
4,005 % |
5,951 % |
3,360 % |
3,134 % |
|
86 |
7,118 % |
4,181 % |
3,999 % |
5,939 % |
3,361 % |
3,138 % |
|
87 |
7,098 % |
4,184 % |
3,992 % |
5,928 % |
3,362 % |
3,141 % |
|
88 |
7,078 % |
4,188 % |
3,986 % |
5,917 % |
3,363 % |
3,145 % |
|
89 |
7,058 % |
4,191 % |
3,980 % |
5,906 % |
3,364 % |
3,148 % |
|
90 |
7,039 % |
4,195 % |
3,974 % |
5,895 % |
3,365 % |
3,152 % |
|
91 |
7,020 % |
4,198 % |
3,968 % |
5,885 % |
3,366 % |
3,155 % |
|
92 |
7,002 % |
4,201 % |
3,963 % |
5,874 % |
3,367 % |
3,158 % |
|
93 |
6,984 % |
4,205 % |
3,957 % |
5,864 % |
3,368 % |
3,161 % |
|
94 |
6,966 % |
4,208 % |
3,952 % |
5,855 % |
3,369 % |
3,164 % |
|
95 |
6,949 % |
4,211 % |
3,946 % |
5,845 % |
3,369 % |
3,167 % |
|
96 |
6,933 % |
4,214 % |
3,941 % |
5,836 % |
3,370 % |
3,170 % |
|
97 |
6,916 % |
4,217 % |
3,936 % |
5,827 % |
3,371 % |
3,173 % |
|
98 |
6,900 % |
4,220 % |
3,931 % |
5,818 % |
3,372 % |
3,176 % |
|
99 |
6,884 % |
4,222 % |
3,926 % |
5,809 % |
3,373 % |
3,179 % |
|
100 |
6,869 % |
4,225 % |
3,922 % |
5,800 % |
3,373 % |
3,181 % |
|
101 |
6,854 % |
4,228 % |
3,917 % |
5,792 % |
3,374 % |
3,184 % |
|
102 |
6,839 % |
4,231 % |
3,912 % |
5,783 % |
3,375 % |
3,187 % |
|
103 |
6,824 % |
4,233 % |
3,908 % |
5,775 % |
3,376 % |
3,189 % |
|
104 |
6,810 % |
4,236 % |
3,903 % |
5,767 % |
3,376 % |
3,192 % |
|
105 |
6,796 % |
4,238 % |
3,899 % |
5,760 % |
3,377 % |
3,194 % |
|
106 |
6,782 % |
4,241 % |
3,895 % |
5,752 % |
3,378 % |
3,197 % |
|
107 |
6,769 % |
4,243 % |
3,891 % |
5,744 % |
3,378 % |
3,199 % |
|
108 |
6,756 % |
4,246 % |
3,887 % |
5,737 % |
3,379 % |
3,201 % |
|
109 |
6,743 % |
4,248 % |
3,883 % |
5,730 % |
3,380 % |
3,204 % |
|
110 |
6,730 % |
4,250 % |
3,879 % |
5,723 % |
3,380 % |
3,206 % |
|
111 |
6,717 % |
4,252 % |
3,875 % |
5,716 % |
3,381 % |
3,208 % |
|
112 |
6,705 % |
4,255 % |
3,871 % |
5,709 % |
3,381 % |
3,210 % |
|
113 |
6,693 % |
4,257 % |
3,867 % |
5,702 % |
3,382 % |
3,212 % |
|
114 |
6,681 % |
4,259 % |
3,864 % |
5,695 % |
3,383 % |
3,214 % |
|
115 |
6,669 % |
4,261 % |
3,860 % |
5,689 % |
3,383 % |
3,216 % |
|
116 |
6,658 % |
4,263 % |
3,856 % |
5,683 % |
3,384 % |
3,218 % |
|
117 |
6,647 % |
4,265 % |
3,853 % |
5,676 % |
3,384 % |
3,220 % |
|
118 |
6,636 % |
4,267 % |
3,850 % |
5,670 % |
3,385 % |
3,222 % |
|
119 |
6,625 % |
4,269 % |
3,846 % |
5,664 % |
3,385 % |
3,224 % |
|
120 |
6,614 % |
4,271 % |
3,843 % |
5,658 % |
3,386 % |
3,226 % |
|
121 |
6,604 % |
4,273 % |
3,840 % |
5,652 % |
3,386 % |
3,228 % |
|
122 |
6,593 % |
4,275 % |
3,836 % |
5,646 % |
3,387 % |
3,230 % |
|
123 |
6,583 % |
4,277 % |
3,833 % |
5,641 % |
3,388 % |
3,232 % |
|
124 |
6,573 % |
4,278 % |
3,830 % |
5,635 % |
3,388 % |
3,233 % |
|
125 |
6,563 % |
4,280 % |
3,827 % |
5,630 % |
3,389 % |
3,235 % |
|
126 |
6,554 % |
4,282 % |
3,824 % |
5,624 % |
3,389 % |
3,237 % |
|
127 |
6,544 % |
4,284 % |
3,821 % |
5,619 % |
3,389 % |
3,238 % |
|
128 |
6,535 % |
4,285 % |
3,818 % |
5,614 % |
3,390 % |
3,240 % |
|
129 |
6,525 % |
4,287 % |
3,815 % |
5,608 % |
3,390 % |
3,242 % |
|
130 |
6,516 % |
4,289 % |
3,813 % |
5,603 % |
3,391 % |
3,243 % |
|
131 |
6,507 % |
4,290 % |
3,810 % |
5,598 % |
3,391 % |
3,245 % |
|
132 |
6,499 % |
4,292 % |
3,807 % |
5,593 % |
3,392 % |
3,246 % |
|
133 |
6,490 % |
4,293 % |
3,804 % |
5,589 % |
3,392 % |
3,248 % |
|
134 |
6,481 % |
4,295 % |
3,802 % |
5,584 % |
3,393 % |
3,249 % |
|
135 |
6,473 % |
4,296 % |
3,799 % |
5,579 % |
3,393 % |
3,251 % |
|
136 |
6,465 % |
4,298 % |
3,797 % |
5,575 % |
3,393 % |
3,252 % |
|
137 |
6,456 % |
4,299 % |
3,794 % |
5,570 % |
3,394 % |
3,254 % |
|
138 |
6,448 % |
4,301 % |
3,792 % |
5,565 % |
3,394 % |
3,255 % |
|
139 |
6,440 % |
4,302 % |
3,789 % |
5,561 % |
3,395 % |
3,257 % |
|
140 |
6,433 % |
4,304 % |
3,787 % |
5,557 % |
3,395 % |
3,258 % |
|
141 |
6,425 % |
4,305 % |
3,784 % |
5,552 % |
3,395 % |
3,259 % |
|
142 |
6,417 % |
4,306 % |
3,782 % |
5,548 % |
3,396 % |
3,261 % |
|
143 |
6,410 % |
4,308 % |
3,780 % |
5,544 % |
3,396 % |
3,262 % |
|
144 |
6,402 % |
4,309 % |
3,777 % |
5,540 % |
3,397 % |
3,263 % |
|
145 |
6,395 % |
4,310 % |
3,775 % |
5,536 % |
3,397 % |
3,265 % |
|
146 |
6,388 % |
4,312 % |
3,773 % |
5,532 % |
3,397 % |
3,266 % |
|
147 |
6,381 % |
4,313 % |
3,771 % |
5,528 % |
3,398 % |
3,267 % |
|
148 |
6,374 % |
4,314 % |
3,768 % |
5,524 % |
3,398 % |
3,268 % |
|
149 |
6,367 % |
4,315 % |
3,766 % |
5,520 % |
3,398 % |
3,270 % |
|
150 |
6,360 % |
4,317 % |
3,764 % |
5,516 % |
3,399 % |
3,271 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
23,252 % |
3,218 % |
-0,208 % |
|
2 |
25,455 % |
3,208 % |
-0,182 % |
|
3 |
26,574 % |
3,058 % |
-0,164 % |
|
4 |
26,628 % |
3,015 % |
-0,125 % |
|
5 |
25,815 % |
2,984 % |
-0,064 % |
|
6 |
24,269 % |
2,984 % |
0,005 % |
|
7 |
22,133 % |
2,983 % |
0,068 % |
|
8 |
19,564 % |
2,983 % |
0,123 % |
|
9 |
16,695 % |
2,992 % |
0,175 % |
|
10 |
14,486 % |
3,014 % |
0,232 % |
|
11 |
12,882 % |
3,034 % |
0,296 % |
|
12 |
11,681 % |
3,052 % |
0,365 % |
|
13 |
10,760 % |
3,072 % |
0,435 % |
|
14 |
10,039 % |
3,092 % |
0,504 % |
|
15 |
9,465 % |
3,109 % |
0,570 % |
|
16 |
9,001 % |
3,121 % |
0,634 % |
|
17 |
8,622 % |
3,126 % |
0,694 % |
|
18 |
8,308 % |
3,124 % |
0,751 % |
|
19 |
8,045 % |
3,113 % |
0,803 % |
|
20 |
7,824 % |
3,093 % |
0,851 % |
|
21 |
7,635 % |
3,063 % |
0,896 % |
|
22 |
7,473 % |
3,028 % |
0,939 % |
|
23 |
7,334 % |
2,992 % |
0,979 % |
|
24 |
7,212 % |
2,958 % |
1,015 % |
|
25 |
7,106 % |
2,927 % |
1,047 % |
|
26 |
7,012 % |
2,902 % |
1,074 % |
|
27 |
6,929 % |
2,879 % |
1,100 % |
|
28 |
6,856 % |
2,854 % |
1,125 % |
|
29 |
6,790 % |
2,825 % |
1,152 % |
|
30 |
6,730 % |
2,789 % |
1,181 % |
|
31 |
6,677 % |
2,746 % |
1,214 % |
|
32 |
6,628 % |
2,697 % |
1,250 % |
|
33 |
6,584 % |
2,646 % |
1,288 % |
|
34 |
6,543 % |
2,594 % |
1,327 % |
|
35 |
6,506 % |
2,543 % |
1,366 % |
|
36 |
6,471 % |
2,494 % |
1,407 % |
|
37 |
6,440 % |
2,447 % |
1,447 % |
|
38 |
6,410 % |
2,403 % |
1,486 % |
|
39 |
6,383 % |
2,363 % |
1,526 % |
|
40 |
6,357 % |
2,326 % |
1,565 % |
|
41 |
6,333 % |
2,293 % |
1,603 % |
|
42 |
6,311 % |
2,264 % |
1,640 % |
|
43 |
6,290 % |
2,238 % |
1,676 % |
|
44 |
6,270 % |
2,216 % |
1,712 % |
|
45 |
6,251 % |
2,198 % |
1,746 % |
|
46 |
6,233 % |
2,183 % |
1,780 % |
|
47 |
6,216 % |
2,171 % |
1,812 % |
|
48 |
6,200 % |
2,163 % |
1,844 % |
|
49 |
6,185 % |
2,159 % |
1,875 % |
|
50 |
6,171 % |
2,157 % |
1,905 % |
|
51 |
6,157 % |
2,159 % |
1,934 % |
|
52 |
6,144 % |
2,164 % |
1,962 % |
|
53 |
6,131 % |
2,170 % |
1,989 % |
|
54 |
6,119 % |
2,179 % |
2,015 % |
|
55 |
6,107 % |
2,189 % |
2,041 % |
|
56 |
6,096 % |
2,200 % |
2,066 % |
|
57 |
6,085 % |
2,212 % |
2,090 % |
|
58 |
6,075 % |
2,225 % |
2,113 % |
|
59 |
6,065 % |
2,238 % |
2,136 % |
|
60 |
6,055 % |
2,251 % |
2,158 % |
|
61 |
6,046 % |
2,265 % |
2,179 % |
|
62 |
6,037 % |
2,280 % |
2,200 % |
|
63 |
6,028 % |
2,294 % |
2,220 % |
|
64 |
6,020 % |
2,308 % |
2,240 % |
|
65 |
6,012 % |
2,322 % |
2,259 % |
|
66 |
6,004 % |
2,336 % |
2,277 % |
|
67 |
5,996 % |
2,350 % |
2,295 % |
|
68 |
5,989 % |
2,364 % |
2,312 % |
|
69 |
5,982 % |
2,378 % |
2,329 % |
|
70 |
5,975 % |
2,392 % |
2,346 % |
|
71 |
5,968 % |
2,405 % |
2,362 % |
|
72 |
5,961 % |
2,418 % |
2,377 % |
|
73 |
5,955 % |
2,431 % |
2,393 % |
|
74 |
5,949 % |
2,444 % |
2,407 % |
|
75 |
5,943 % |
2,456 % |
2,422 % |
|
76 |
5,937 % |
2,469 % |
2,436 % |
|
77 |
5,931 % |
2,481 % |
2,449 % |
|
78 |
5,926 % |
2,492 % |
2,463 % |
|
79 |
5,920 % |
2,504 % |
2,476 % |
|
80 |
5,915 % |
2,515 % |
2,489 % |
|
81 |
5,910 % |
2,526 % |
2,501 % |
|
82 |
5,905 % |
2,537 % |
2,513 % |
|
83 |
5,900 % |
2,548 % |
2,525 % |
|
84 |
5,895 % |
2,558 % |
2,536 % |
|
85 |
5,891 % |
2,569 % |
2,548 % |
|
86 |
5,886 % |
2,579 % |
2,559 % |
|
87 |
5,882 % |
2,588 % |
2,569 % |
|
88 |
5,877 % |
2,598 % |
2,580 % |
|
89 |
5,873 % |
2,607 % |
2,590 % |
|
90 |
5,869 % |
2,617 % |
2,600 % |
|
91 |
5,865 % |
2,626 % |
2,610 % |
|
92 |
5,861 % |
2,634 % |
2,620 % |
|
93 |
5,857 % |
2,643 % |
2,629 % |
|
94 |
5,853 % |
2,652 % |
2,638 % |
|
95 |
5,849 % |
2,660 % |
2,647 % |
|
96 |
5,846 % |
2,668 % |
2,656 % |
|
97 |
5,842 % |
2,676 % |
2,665 % |
|
98 |
5,839 % |
2,684 % |
2,673 % |
|
99 |
5,835 % |
2,691 % |
2,682 % |
|
100 |
5,832 % |
2,699 % |
2,690 % |
|
101 |
5,829 % |
2,706 % |
2,698 % |
|
102 |
5,825 % |
2,714 % |
2,706 % |
|
103 |
5,822 % |
2,721 % |
2,713 % |
|
104 |
5,819 % |
2,728 % |
2,721 % |
|
105 |
5,816 % |
2,735 % |
2,728 % |
|
106 |
5,813 % |
2,741 % |
2,735 % |
|
107 |
5,810 % |
2,748 % |
2,743 % |
|
108 |
5,807 % |
2,754 % |
2,750 % |
|
109 |
5,804 % |
2,761 % |
2,756 % |
|
110 |
5,802 % |
2,767 % |
2,763 % |
|
111 |
5,799 % |
2,773 % |
2,770 % |
|
112 |
5,796 % |
2,779 % |
2,776 % |
|
113 |
5,794 % |
2,785 % |
2,783 % |
|
114 |
5,791 % |
2,791 % |
2,789 % |
|
115 |
5,788 % |
2,796 % |
2,795 % |
|
116 |
5,786 % |
2,802 % |
2,801 % |
|
117 |
5,784 % |
2,808 % |
2,807 % |
|
118 |
5,781 % |
2,813 % |
2,813 % |
|
119 |
5,779 % |
2,818 % |
2,819 % |
|
120 |
5,776 % |
2,824 % |
2,824 % |
|
121 |
5,774 % |
2,829 % |
2,830 % |
|
122 |
5,772 % |
2,834 % |
2,835 % |
|
123 |
5,770 % |
2,839 % |
2,841 % |
|
124 |
5,768 % |
2,844 % |
2,846 % |
|
125 |
5,765 % |
2,849 % |
2,851 % |
|
126 |
5,763 % |
2,853 % |
2,856 % |
|
127 |
5,761 % |
2,858 % |
2,861 % |
|
128 |
5,759 % |
2,863 % |
2,866 % |
|
129 |
5,757 % |
2,867 % |
2,871 % |
|
130 |
5,755 % |
2,872 % |
2,876 % |
|
131 |
5,753 % |
2,876 % |
2,881 % |
|
132 |
5,751 % |
2,880 % |
2,886 % |
|
133 |
5,749 % |
2,885 % |
2,890 % |
|
134 |
5,748 % |
2,889 % |
2,895 % |
|
135 |
5,746 % |
2,893 % |
2,899 % |
|
136 |
5,744 % |
2,897 % |
2,904 % |
|
137 |
5,742 % |
2,901 % |
2,908 % |
|
138 |
5,740 % |
2,905 % |
2,912 % |
|
139 |
5,739 % |
2,909 % |
2,916 % |
|
140 |
5,737 % |
2,913 % |
2,921 % |
|
141 |
5,735 % |
2,917 % |
2,925 % |
|
142 |
5,734 % |
2,920 % |
2,929 % |
|
143 |
5,732 % |
2,924 % |
2,933 % |
|
144 |
5,730 % |
2,928 % |
2,937 % |
|
145 |
5,729 % |
2,931 % |
2,941 % |
|
146 |
5,727 % |
2,935 % |
2,944 % |
|
147 |
5,726 % |
2,938 % |
2,948 % |
|
148 |
5,724 % |
2,942 % |
2,952 % |
|
149 |
5,723 % |
2,945 % |
2,956 % |
|
150 |
5,721 % |
2,949 % |
2,959 % |
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 |
29 |
5 |
0 |
23 |
0 |
|
2 |
0 |
0 |
36 |
5 |
0 |
38 |
0 |
|
3 |
0 |
0 |
41 |
5 |
0 |
43 |
0 |
|
4 |
0 |
2 |
44 |
5 |
2 |
44 |
0 |
|
5 |
0 |
3 |
48 |
5 |
3 |
47 |
0 |
|
6 |
0 |
4 |
51 |
5 |
6 |
49 |
0 |
|
7 |
1 |
5 |
53 |
5 |
8 |
51 |
0 |
|
8 |
2 |
6 |
55 |
5 |
10 |
50 |
0 |
|
9 |
3 |
7 |
57 |
5 |
11 |
48 |
0 |
|
10 |
3 |
7 |
58 |
5 |
12 |
47 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
361 |
4 |
14 |
|
2 |
0 |
0 |
0 |
0 |
225 |
4 |
20 |
|
3 |
0 |
0 |
0 |
0 |
200 |
4 |
22 |
|
4 |
2 |
0 |
0 |
0 |
175 |
4 |
23 |
|
5 |
3 |
0 |
0 |
0 |
161 |
4 |
25 |
|
6 |
4 |
0 |
0 |
0 |
159 |
4 |
26 |
|
7 |
5 |
0 |
0 |
0 |
156 |
4 |
27 |
|
8 |
6 |
0 |
1 |
0 |
160 |
3 |
28 |
|
9 |
7 |
0 |
2 |
0 |
162 |
1 |
28 |
|
10 |
7 |
0 |
3 |
0 |
164 |
4 |
28 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
4 |
5 |
0 |
14 |
0 |
4 |
|
2 |
14 |
10 |
10 |
0 |
20 |
0 |
4 |
|
3 |
18 |
13 |
14 |
0 |
22 |
0 |
4 |
|
4 |
21 |
14 |
16 |
0 |
23 |
0 |
4 |
|
5 |
23 |
16 |
18 |
0 |
25 |
0 |
4 |
|
6 |
25 |
18 |
19 |
0 |
26 |
0 |
4 |
|
7 |
27 |
19 |
21 |
0 |
27 |
0 |
4 |
|
8 |
28 |
20 |
22 |
0 |
28 |
0 |
4 |
|
9 |
30 |
21 |
23 |
1 |
28 |
0 |
4 |
|
10 |
31 |
22 |
24 |
2 |
28 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
23 |
9 |
11 |
16 |
5 |
0 |
0 |
|
2 |
38 |
16 |
14 |
19 |
10 |
0 |
0 |
|
3 |
43 |
18 |
16 |
23 |
14 |
0 |
0 |
|
4 |
44 |
19 |
17 |
27 |
16 |
0 |
0 |
|
5 |
47 |
20 |
19 |
31 |
18 |
0 |
0 |
|
6 |
49 |
21 |
20 |
34 |
19 |
0 |
0 |
|
7 |
51 |
23 |
21 |
35 |
21 |
0 |
0 |
|
8 |
50 |
24 |
23 |
37 |
22 |
0 |
0 |
|
9 |
48 |
25 |
23 |
37 |
23 |
0 |
0 |
|
10 |
47 |
23 |
23 |
37 |
24 |
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 |
17 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
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 |
1 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
2 |
27 |
0 |
10 |
0 |
0 |
10 |
|
4 |
3 |
34 |
0 |
10 |
0 |
0 |
10 |
|
5 |
3 |
36 |
0 |
10 |
0 |
0 |
10 |
|
6 |
4 |
39 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
41 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
39 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
36 |
0 |
10 |
1 |
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 |
10 |
11 |
0 |
4 |
|
3 |
0 |
0 |
0 |
11 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
11 |
14 |
0 |
4 |
|
5 |
0 |
2 |
0 |
12 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
13 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
15 |
16 |
0 |
4 |
|
8 |
0 |
11 |
0 |
17 |
16 |
0 |
4 |
|
9 |
0 |
17 |
0 |
18 |
16 |
0 |
4 |
|
10 |
0 |
17 |
0 |
20 |
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 |
19 |
42 |
112 |
224 |
520 |
1 241 |
|
2 |
7 |
19 |
42 |
112 |
224 |
520 |
1 000 |
|
3 |
8 |
22 |
44 |
106 |
220 |
516 |
815 |
|
4 |
9 |
24 |
47 |
108 |
219 |
515 |
674 |
|
5 |
10 |
26 |
51 |
111 |
219 |
515 |
566 |
|
6 |
11 |
29 |
55 |
116 |
219 |
515 |
515 |
|
7 |
13 |
31 |
57 |
119 |
219 |
515 |
515 |
|
8 |
13 |
31 |
57 |
118 |
219 |
515 |
515 |
|
9 |
13 |
32 |
57 |
117 |
219 |
515 |
515 |
|
10 |
13 |
33 |
57 |
117 |
219 |
515 |
515 |
|
11 |
14 |
35 |
57 |
117 |
219 |
515 |
515 |
|
12 |
14 |
35 |
57 |
117 |
219 |
515 |
515 |
|
13 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
14 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
15 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
16 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
17 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
18 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
19 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
20 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
21 |
17 |
36 |
57 |
117 |
219 |
515 |
515 |
|
22 |
17 |
36 |
57 |
117 |
219 |
515 |
515 |
|
23 |
18 |
36 |
57 |
117 |
219 |
515 |
515 |
|
24 |
19 |
36 |
57 |
117 |
219 |
515 |
515 |
|
25 |
19 |
36 |
57 |
117 |
219 |
515 |
515 |
|
26 |
20 |
36 |
57 |
117 |
219 |
515 |
515 |
|
27 |
20 |
36 |
57 |
117 |
219 |
515 |
515 |
|
28 |
21 |
36 |
57 |
117 |
219 |
515 |
515 |
|
29 |
22 |
36 |
57 |
117 |
219 |
515 |
515 |
|
30 |
23 |
36 |
57 |
117 |
219 |
515 |
515 |
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 |
17 |
29 |
52 |
122 |
234 |
530 |
1 361 |
|
2 |
18 |
31 |
54 |
123 |
236 |
531 |
1 088 |
|
3 |
20 |
34 |
56 |
118 |
232 |
528 |
879 |
|
4 |
20 |
36 |
58 |
120 |
231 |
527 |
722 |
|
5 |
21 |
37 |
62 |
122 |
230 |
526 |
603 |
|
6 |
22 |
39 |
65 |
126 |
230 |
525 |
525 |
|
7 |
22 |
40 |
66 |
128 |
229 |
524 |
524 |
|
8 |
21 |
40 |
65 |
127 |
228 |
524 |
524 |
|
9 |
21 |
41 |
65 |
125 |
228 |
523 |
523 |
|
10 |
21 |
41 |
65 |
125 |
227 |
523 |
523 |
|
11 |
21 |
42 |
64 |
125 |
227 |
522 |
522 |
|
12 |
21 |
42 |
64 |
124 |
226 |
522 |
522 |
|
13 |
21 |
42 |
63 |
123 |
225 |
521 |
521 |
|
14 |
20 |
42 |
63 |
123 |
225 |
520 |
520 |
|
15 |
20 |
41 |
62 |
122 |
224 |
520 |
520 |
|
16 |
19 |
41 |
62 |
122 |
224 |
520 |
520 |
|
17 |
19 |
41 |
62 |
122 |
224 |
519 |
519 |
|
18 |
19 |
41 |
62 |
122 |
224 |
519 |
519 |
|
19 |
19 |
41 |
62 |
122 |
224 |
519 |
519 |
|
20 |
20 |
41 |
62 |
122 |
224 |
520 |
520 |
|
21 |
20 |
41 |
62 |
123 |
225 |
520 |
520 |
|
22 |
20 |
42 |
63 |
123 |
225 |
520 |
520 |
|
23 |
20 |
42 |
63 |
123 |
225 |
520 |
520 |
|
24 |
20 |
42 |
63 |
123 |
225 |
520 |
520 |
|
25 |
20 |
42 |
63 |
123 |
225 |
520 |
520 |
|
26 |
20 |
42 |
63 |
123 |
225 |
520 |
520 |
|
27 |
22 |
42 |
62 |
123 |
225 |
520 |
520 |
|
28 |
22 |
41 |
62 |
123 |
225 |
520 |
520 |
|
29 |
23 |
41 |
62 |
122 |
224 |
520 |
520 |
|
30 |
23 |
41 |
62 |
122 |
224 |
520 |
520 |
2.3. Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
19 |
42 |
111 |
224 |
519 |
1 241 |
|
2 |
6 |
19 |
42 |
111 |
224 |
519 |
1 000 |
|
3 |
7 |
21 |
44 |
106 |
220 |
516 |
814 |
|
4 |
9 |
24 |
46 |
108 |
219 |
515 |
674 |
|
5 |
10 |
26 |
51 |
111 |
219 |
515 |
566 |
|
6 |
11 |
28 |
55 |
116 |
219 |
515 |
515 |
|
7 |
12 |
31 |
56 |
119 |
219 |
515 |
515 |
|
8 |
12 |
31 |
56 |
118 |
219 |
515 |
515 |
|
9 |
13 |
32 |
56 |
117 |
219 |
515 |
515 |
|
10 |
13 |
33 |
57 |
117 |
219 |
515 |
515 |
|
11 |
14 |
34 |
57 |
117 |
219 |
515 |
515 |
|
12 |
14 |
35 |
57 |
117 |
219 |
515 |
515 |
|
13 |
14 |
36 |
57 |
117 |
219 |
515 |
515 |
|
14 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
15 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
16 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
17 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
18 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
19 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
20 |
15 |
36 |
57 |
117 |
219 |
515 |
515 |
|
21 |
17 |
36 |
57 |
117 |
219 |
515 |
515 |
|
22 |
17 |
36 |
57 |
117 |
219 |
515 |
515 |
|
23 |
18 |
36 |
57 |
117 |
219 |
515 |
515 |
|
24 |
18 |
36 |
57 |
117 |
219 |
515 |
515 |
|
25 |
19 |
36 |
57 |
117 |
219 |
515 |
515 |
|
26 |
20 |
36 |
57 |
117 |
219 |
515 |
515 |
|
27 |
20 |
36 |
57 |
117 |
219 |
515 |
515 |
|
28 |
21 |
36 |
57 |
117 |
219 |
515 |
515 |
|
29 |
22 |
36 |
57 |
117 |
219 |
515 |
515 |
|
30 |
23 |
36 |
57 |
117 |
219 |
515 |
515 |
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 |
113 |
182 |
295 |
590 |
1 367 |
|
2 |
74 |
87 |
110 |
179 |
292 |
587 |
1103 |
|
3 |
78 |
92 |
114 |
176 |
291 |
586 |
899 |
|
4 |
77 |
92 |
115 |
177 |
288 |
584 |
744 |
|
5 |
77 |
93 |
118 |
178 |
286 |
582 |
625 |
|
6 |
77 |
94 |
120 |
181 |
285 |
580 |
580 |
|
7 |
76 |
94 |
120 |
182 |
283 |
578 |
578 |
|
8 |
75 |
94 |
119 |
180 |
282 |
577 |
577 |
|
9 |
74 |
94 |
118 |
179 |
281 |
577 |
577 |
|
10 |
72 |
92 |
115 |
175 |
278 |
573 |
573 |
|
11 |
70 |
91 |
113 |
173 |
275 |
571 |
571 |
|
12 |
69 |
90 |
112 |
172 |
274 |
570 |
570 |
|
13 |
69 |
90 |
111 |
171 |
273 |
569 |
569 |
|
14 |
69 |
90 |
111 |
171 |
273 |
569 |
569 |
|
15 |
68 |
90 |
111 |
171 |
273 |
568 |
568 |
|
16 |
68 |
89 |
110 |
170 |
272 |
568 |
568 |
|
17 |
67 |
89 |
110 |
170 |
272 |
568 |
568 |
|
18 |
67 |
88 |
109 |
169 |
271 |
567 |
567 |
|
19 |
66 |
88 |
109 |
169 |
271 |
566 |
566 |
|
20 |
66 |
87 |
108 |
168 |
270 |
566 |
566 |
|
21 |
65 |
86 |
107 |
168 |
270 |
565 |
565 |
|
22 |
64 |
86 |
107 |
167 |
269 |
564 |
564 |
|
23 |
63 |
85 |
106 |
166 |
268 |
564 |
564 |
|
24 |
62 |
84 |
105 |
165 |
267 |
563 |
563 |
|
25 |
61 |
83 |
104 |
164 |
266 |
562 |
562 |
|
26 |
60 |
82 |
103 |
163 |
265 |
561 |
561 |
|
27 |
59 |
81 |
102 |
162 |
264 |
560 |
560 |
|
28 |
58 |
80 |
101 |
161 |
263 |
558 |
558 |
|
29 |
57 |
79 |
100 |
160 |
262 |
557 |
557 |
|
30 |
56 |
78 |
99 |
159 |
261 |
556 |
556 |
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 |
11 |
23 |
47 |
116 |
228 |
524 |
1 272 |
|
2 |
12 |
25 |
48 |
117 |
230 |
525 |
1 020 |
|
3 |
14 |
28 |
50 |
113 |
227 |
523 |
829 |
|
4 |
16 |
31 |
54 |
115 |
227 |
522 |
685 |
|
5 |
18 |
34 |
59 |
119 |
227 |
522 |
575 |
|
6 |
19 |
36 |
62 |
124 |
227 |
522 |
522 |
|
7 |
20 |
38 |
64 |
126 |
226 |
522 |
522 |
|
8 |
19 |
38 |
63 |
124 |
226 |
522 |
522 |
|
9 |
19 |
39 |
63 |
123 |
226 |
521 |
521 |
|
10 |
19 |
39 |
63 |
123 |
225 |
521 |
521 |
|
11 |
20 |
40 |
63 |
123 |
225 |
521 |
521 |
|
12 |
20 |
41 |
63 |
123 |
225 |
521 |
521 |
|
13 |
20 |
42 |
63 |
123 |
225 |
521 |
521 |
|
14 |
21 |
42 |
63 |
123 |
225 |
521 |
521 |
|
15 |
21 |
42 |
63 |
123 |
225 |
521 |
521 |
|
16 |
21 |
42 |
63 |
123 |
225 |
521 |
521 |
|
17 |
21 |
42 |
63 |
123 |
225 |
521 |
521 |
|
18 |
21 |
42 |
63 |
123 |
225 |
521 |
521 |
|
19 |
21 |
43 |
64 |
124 |
226 |
521 |
521 |
|
20 |
22 |
43 |
64 |
124 |
226 |
522 |
522 |
|
21 |
22 |
43 |
64 |
125 |
227 |
522 |
522 |
|
22 |
22 |
44 |
65 |
125 |
227 |
522 |
522 |
|
23 |
22 |
44 |
65 |
125 |
227 |
523 |
523 |
|
24 |
22 |
44 |
65 |
125 |
227 |
523 |
523 |
|
25 |
22 |
44 |
65 |
125 |
227 |
523 |
523 |
|
26 |
22 |
44 |
65 |
125 |
227 |
523 |
523 |
|
27 |
22 |
44 |
65 |
125 |
227 |
523 |
523 |
|
28 |
22 |
44 |
65 |
125 |
227 |
522 |
522 |
|
29 |
22 |
44 |
65 |
125 |
227 |
522 |
522 |
|
30 |
23 |
43 |
64 |
125 |
227 |
522 |
522 |
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 |
46 |
59 |
82 |
151 |
264 |
559 |
1 241 |
|
2 |
50 |
63 |
86 |
155 |
267 |
563 |
1002 |
|
3 |
55 |
69 |
91 |
153 |
268 |
563 |
819 |
|
4 |
58 |
74 |
96 |
158 |
269 |
565 |
679 |
|
5 |
61 |
77 |
102 |
162 |
270 |
565 |
572 |
|
6 |
62 |
79 |
105 |
167 |
270 |
566 |
566 |
|
7 |
63 |
81 |
107 |
169 |
270 |
565 |
565 |
|
8 |
62 |
81 |
106 |
167 |
269 |
564 |
564 |
|
9 |
61 |
81 |
105 |
166 |
268 |
563 |
563 |
|
10 |
61 |
81 |
104 |
164 |
267 |
562 |
562 |
|
11 |
60 |
81 |
103 |
163 |
265 |
561 |
561 |
|
12 |
59 |
80 |
102 |
162 |
264 |
560 |
560 |
|
13 |
58 |
80 |
101 |
161 |
263 |
559 |
559 |
|
14 |
57 |
79 |
100 |
160 |
262 |
558 |
558 |
|
15 |
56 |
78 |
99 |
159 |
261 |
557 |
557 |
|
16 |
56 |
77 |
98 |
158 |
260 |
556 |
556 |
|
17 |
55 |
76 |
97 |
158 |
260 |
555 |
555 |
|
18 |
54 |
76 |
97 |
157 |
259 |
555 |
555 |
|
19 |
54 |
75 |
96 |
157 |
259 |
554 |
554 |
|
20 |
54 |
75 |
96 |
156 |
258 |
554 |
554 |
|
21 |
53 |
74 |
95 |
155 |
258 |
553 |
553 |
|
22 |
52 |
74 |
95 |
155 |
257 |
552 |
552 |
|
23 |
52 |
73 |
94 |
154 |
256 |
552 |
552 |
|
24 |
51 |
72 |
93 |
153 |
255 |
551 |
551 |
|
25 |
50 |
71 |
92 |
152 |
255 |
550 |
550 |
|
26 |
49 |
71 |
92 |
152 |
254 |
549 |
549 |
|
27 |
48 |
70 |
91 |
151 |
253 |
549 |
549 |
|
28 |
48 |
69 |
90 |
150 |
252 |
548 |
548 |
|
29 |
47 |
68 |
89 |
149 |
251 |
547 |
547 |
|
30 |
46 |
67 |
88 |
148 |
251 |
546 |
546 |
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 |
111 |
223 |
519 |
1 240 |
|
2 |
6 |
19 |
42 |
111 |
223 |
519 |
999 |
|
3 |
7 |
21 |
43 |
105 |
220 |
515 |
814 |
|
4 |
8 |
23 |
46 |
107 |
219 |
514 |
673 |
|
5 |
9 |
26 |
51 |
111 |
218 |
514 |
565 |
|
6 |
10 |
28 |
54 |
115 |
218 |
514 |
514 |
|
7 |
12 |
30 |
56 |
118 |
218 |
514 |
514 |
|
8 |
12 |
31 |
56 |
117 |
218 |
514 |
514 |
|
9 |
12 |
31 |
56 |
116 |
218 |
514 |
514 |
|
10 |
12 |
33 |
56 |
116 |
218 |
514 |
514 |
|
11 |
13 |
34 |
56 |
116 |
218 |
514 |
514 |
|
12 |
13 |
34 |
56 |
116 |
218 |
514 |
514 |
|
13 |
14 |
35 |
56 |
116 |
218 |
514 |
514 |
|
14 |
14 |
35 |
56 |
116 |
218 |
514 |
514 |
|
15 |
14 |
35 |
56 |
116 |
218 |
514 |
514 |
|
16 |
14 |
35 |
56 |
116 |
218 |
514 |
514 |
|
17 |
14 |
35 |
56 |
116 |
218 |
514 |
514 |
|
18 |
14 |
35 |
56 |
116 |
218 |
514 |
514 |
|
19 |
15 |
35 |
56 |
116 |
218 |
514 |
514 |
|
20 |
15 |
35 |
56 |
116 |
218 |
514 |
514 |
|
21 |
17 |
35 |
56 |
116 |
218 |
514 |
514 |
|
22 |
17 |
35 |
56 |
116 |
218 |
514 |
514 |
|
23 |
18 |
35 |
56 |
116 |
218 |
514 |
514 |
|
24 |
18 |
35 |
56 |
116 |
219 |
514 |
514 |
|
25 |
19 |
35 |
56 |
116 |
219 |
514 |
514 |
|
26 |
20 |
35 |
56 |
117 |
219 |
514 |
514 |
|
27 |
20 |
35 |
56 |
117 |
219 |
514 |
514 |
|
28 |
21 |
35 |
56 |
117 |
219 |
514 |
514 |
|
29 |
22 |
35 |
56 |
117 |
219 |
514 |
514 |
|
30 |
23 |
35 |
56 |
117 |
219 |
514 |
514 |
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 |
52 |
141 |
242 |
538 |
1 275 |
|
2 |
8 |
24 |
52 |
141 |
242 |
538 |
1 023 |
|
3 |
9 |
26 |
52 |
129 |
238 |
534 |
831 |
|
4 |
10 |
28 |
54 |
120 |
237 |
532 |
686 |
|
5 |
12 |
30 |
56 |
110 |
235 |
531 |
575 |
|
6 |
14 |
33 |
59 |
104 |
234 |
530 |
530 |
|
7 |
16 |
36 |
60 |
98 |
233 |
529 |
529 |
|
8 |
18 |
38 |
59 |
91 |
232 |
528 |
528 |
|
9 |
20 |
44 |
62 |
86 |
231 |
527 |
527 |
|
10 |
20 |
44 |
60 |
84 |
230 |
526 |
526 |
|
11 |
19 |
43 |
59 |
84 |
230 |
525 |
525 |
|
12 |
18 |
43 |
60 |
86 |
229 |
524 |
524 |
|
13 |
18 |
43 |
60 |
86 |
228 |
524 |
524 |
|
14 |
19 |
43 |
60 |
86 |
227 |
523 |
523 |
|
15 |
19 |
43 |
60 |
86 |
227 |
522 |
522 |
|
16 |
19 |
43 |
60 |
86 |
225 |
521 |
521 |
|
17 |
19 |
43 |
60 |
86 |
224 |
520 |
520 |
|
18 |
19 |
43 |
60 |
86 |
224 |
520 |
520 |
|
19 |
19 |
43 |
60 |
86 |
224 |
519 |
519 |
|
20 |
19 |
43 |
60 |
86 |
224 |
520 |
520 |
|
21 |
19 |
43 |
60 |
86 |
224 |
520 |
520 |
|
22 |
19 |
43 |
60 |
86 |
224 |
520 |
520 |
|
23 |
19 |
43 |
60 |
86 |
223 |
519 |
519 |
|
24 |
19 |
43 |
60 |
86 |
223 |
518 |
518 |
|
25 |
19 |
43 |
60 |
86 |
222 |
518 |
518 |
|
26 |
20 |
43 |
60 |
86 |
222 |
517 |
517 |
|
27 |
20 |
43 |
60 |
86 |
221 |
517 |
517 |
|
28 |
21 |
43 |
60 |
86 |
220 |
516 |
516 |
|
29 |
22 |
43 |
60 |
86 |
220 |
516 |
516 |
|
30 |
23 |
43 |
60 |
86 |
219 |
515 |
515 |
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 |
97 |
120 |
189 |
302 |
597 |
1 386 |
|
2 |
83 |
96 |
119 |
188 |
300 |
596 |
1 122 |
|
3 |
83 |
97 |
119 |
181 |
296 |
591 |
913 |
|
4 |
82 |
97 |
120 |
182 |
293 |
588 |
752 |
|
5 |
81 |
97 |
122 |
182 |
290 |
586 |
629 |
|
6 |
81 |
98 |
124 |
185 |
289 |
584 |
584 |
|
7 |
80 |
98 |
124 |
186 |
286 |
582 |
582 |
|
8 |
77 |
96 |
121 |
183 |
284 |
580 |
580 |
|
9 |
76 |
95 |
119 |
180 |
282 |
578 |
578 |
|
10 |
75 |
95 |
118 |
179 |
281 |
576 |
576 |
|
11 |
74 |
95 |
117 |
177 |
279 |
575 |
575 |
|
12 |
73 |
94 |
116 |
176 |
278 |
574 |
574 |
|
13 |
72 |
93 |
114 |
174 |
276 |
572 |
572 |
|
14 |
71 |
92 |
113 |
173 |
275 |
571 |
571 |
|
15 |
69 |
91 |
112 |
172 |
274 |
569 |
569 |
|
16 |
68 |
90 |
111 |
171 |
273 |
568 |
568 |
|
17 |
67 |
89 |
110 |
170 |
272 |
567 |
567 |
|
18 |
66 |
88 |
109 |
169 |
271 |
566 |
566 |
|
19 |
65 |
87 |
108 |
168 |
270 |
566 |
566 |
|
20 |
65 |
86 |
107 |
167 |
269 |
565 |
565 |
|
21 |
64 |
85 |
106 |
166 |
268 |
564 |
564 |
|
22 |
63 |
84 |
105 |
165 |
267 |
563 |
563 |
|
23 |
62 |
83 |
104 |
164 |
266 |
562 |
562 |
|
24 |
61 |
82 |
103 |
163 |
265 |
561 |
561 |
|
25 |
59 |
81 |
102 |
162 |
264 |
560 |
560 |
|
26 |
58 |
80 |
101 |
161 |
263 |
559 |
559 |
|
27 |
57 |
79 |
100 |
160 |
262 |
557 |
557 |
|
28 |
56 |
78 |
99 |
159 |
261 |
556 |
556 |
|
29 |
55 |
77 |
98 |
158 |
260 |
555 |
555 |
|
30 |
54 |
76 |
97 |
157 |
259 |
554 |
554 |
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 |
162 |
274 |
570 |
1 364 |
|
2 |
56 |
69 |
92 |
161 |
274 |
569 |
1 098 |
|
3 |
57 |
71 |
93 |
155 |
269 |
565 |
892 |
|
4 |
57 |
72 |
95 |
156 |
268 |
563 |
736 |
|
5 |
57 |
73 |
98 |
158 |
266 |
562 |
616 |
|
6 |
57 |
74 |
100 |
161 |
264 |
560 |
560 |
|
7 |
56 |
74 |
100 |
162 |
263 |
559 |
559 |
|
8 |
55 |
74 |
99 |
160 |
262 |
557 |
557 |
|
9 |
54 |
73 |
98 |
158 |
260 |
556 |
556 |
|
10 |
53 |
73 |
97 |
157 |
259 |
555 |
555 |
|
11 |
53 |
74 |
96 |
156 |
258 |
554 |
554 |
|
12 |
53 |
74 |
96 |
156 |
258 |
553 |
553 |
|
13 |
52 |
74 |
95 |
155 |
257 |
553 |
553 |
|
14 |
52 |
73 |
94 |
154 |
256 |
552 |
552 |
|
15 |
51 |
73 |
94 |
154 |
256 |
552 |
552 |
|
16 |
50 |
72 |
93 |
153 |
255 |
551 |
551 |
|
17 |
50 |
71 |
92 |
153 |
255 |
550 |
550 |
|
18 |
49 |
71 |
92 |
152 |
254 |
550 |
550 |
|
19 |
49 |
70 |
91 |
152 |
254 |
549 |
549 |
|
20 |
49 |
70 |
91 |
151 |
253 |
549 |
549 |
|
21 |
49 |
70 |
91 |
151 |
253 |
549 |
549 |
|
22 |
48 |
70 |
91 |
151 |
253 |
548 |
548 |
|
23 |
48 |
69 |
90 |
150 |
252 |
548 |
548 |
|
24 |
47 |
68 |
89 |
150 |
252 |
547 |
547 |
|
25 |
46 |
68 |
89 |
149 |
251 |
546 |
546 |
|
26 |
46 |
67 |
88 |
148 |
250 |
546 |
546 |
|
27 |
45 |
66 |
87 |
147 |
249 |
545 |
545 |
|
28 |
44 |
66 |
87 |
147 |
249 |
544 |
544 |
|
29 |
44 |
65 |
86 |
146 |
248 |
544 |
544 |
|
30 |
43 |
64 |
85 |
145 |
247 |
543 |
543 |
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 |
32 |
44 |
67 |
137 |
249 |
545 |
1 287 |
|
2 |
32 |
45 |
68 |
137 |
250 |
545 |
1 031 |
|
3 |
33 |
47 |
69 |
131 |
245 |
541 |
838 |
|
4 |
33 |
48 |
71 |
132 |
244 |
539 |
692 |
|
5 |
34 |
50 |
75 |
135 |
243 |
538 |
580 |
|
6 |
34 |
51 |
77 |
139 |
242 |
538 |
538 |
|
7 |
34 |
52 |
78 |
140 |
241 |
537 |
537 |
|
8 |
33 |
52 |
78 |
139 |
240 |
536 |
536 |
|
9 |
33 |
52 |
77 |
137 |
240 |
535 |
535 |
|
10 |
33 |
53 |
76 |
137 |
239 |
535 |
535 |
|
11 |
33 |
53 |
76 |
136 |
238 |
534 |
534 |
|
12 |
32 |
54 |
75 |
136 |
238 |
533 |
533 |
|
13 |
32 |
53 |
75 |
135 |
237 |
533 |
533 |
|
14 |
32 |
53 |
74 |
134 |
236 |
532 |
532 |
|
15 |
31 |
53 |
74 |
134 |
236 |
531 |
531 |
|
16 |
30 |
52 |
73 |
133 |
235 |
531 |
531 |
|
17 |
30 |
52 |
73 |
133 |
235 |
530 |
530 |
|
18 |
30 |
51 |
72 |
132 |
234 |
530 |
530 |
|
19 |
30 |
51 |
72 |
132 |
234 |
530 |
530 |
|
20 |
30 |
51 |
72 |
132 |
234 |
530 |
530 |
|
21 |
30 |
51 |
72 |
132 |
234 |
530 |
530 |
|
22 |
30 |
51 |
72 |
132 |
234 |
530 |
530 |
|
23 |
30 |
51 |
72 |
132 |
234 |
530 |
530 |
|
24 |
29 |
51 |
72 |
132 |
234 |
530 |
530 |
|
25 |
29 |
51 |
72 |
132 |
234 |
529 |
529 |
|
26 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
27 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
28 |
28 |
50 |
71 |
131 |
233 |
528 |
528 |
|
29 |
28 |
49 |
70 |
130 |
233 |
528 |
528 |
|
30 |
28 |
49 |
70 |
130 |
232 |
528 |
528 |
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 |
24 |
93 |
206 |
501 |
1 221 |
|
2 |
1 |
5 |
25 |
94 |
207 |
502 |
981 |
|
3 |
2 |
5 |
27 |
89 |
203 |
499 |
798 |
|
4 |
2 |
7 |
29 |
91 |
202 |
498 |
660 |
|
5 |
4 |
9 |
34 |
94 |
202 |
498 |
555 |
|
6 |
4 |
11 |
38 |
99 |
202 |
498 |
498 |
|
7 |
5 |
14 |
39 |
102 |
202 |
498 |
498 |
|
8 |
7 |
14 |
39 |
100 |
202 |
498 |
498 |
|
9 |
7 |
15 |
39 |
100 |
202 |
498 |
498 |
|
10 |
8 |
16 |
40 |
100 |
202 |
498 |
498 |
|
11 |
9 |
18 |
41 |
101 |
203 |
499 |
499 |
|
12 |
9 |
18 |
40 |
100 |
202 |
497 |
497 |
|
13 |
10 |
19 |
40 |
101 |
203 |
498 |
498 |
|
14 |
11 |
19 |
40 |
100 |
202 |
498 |
498 |
|
15 |
12 |
18 |
39 |
99 |
201 |
497 |
497 |
|
16 |
13 |
17 |
38 |
98 |
200 |
496 |
496 |
|
17 |
13 |
17 |
38 |
98 |
200 |
496 |
496 |
|
18 |
14 |
17 |
38 |
98 |
200 |
496 |
496 |
|
19 |
14 |
18 |
39 |
99 |
201 |
496 |
496 |
|
20 |
15 |
18 |
39 |
99 |
201 |
497 |
497 |
|
21 |
16 |
19 |
39 |
100 |
202 |
497 |
497 |
|
22 |
17 |
20 |
39 |
100 |
202 |
497 |
497 |
|
23 |
18 |
21 |
39 |
99 |
202 |
497 |
497 |
|
24 |
18 |
21 |
39 |
99 |
201 |
497 |
497 |
|
25 |
19 |
22 |
39 |
99 |
201 |
497 |
497 |
|
26 |
19 |
23 |
39 |
99 |
201 |
497 |
497 |
|
27 |
20 |
23 |
39 |
99 |
201 |
496 |
496 |
|
28 |
20 |
25 |
40 |
99 |
201 |
496 |
496 |
|
29 |
21 |
25 |
41 |
99 |
201 |
496 |
496 |
|
30 |
23 |
26 |
42 |
99 |
201 |
496 |
496 |
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 |
45 |
58 |
81 |
150 |
263 |
558 |
1 290 |
|
2 |
45 |
58 |
81 |
150 |
263 |
558 |
1 038 |
|
3 |
46 |
60 |
82 |
144 |
259 |
554 |
845 |
|
4 |
47 |
62 |
84 |
146 |
257 |
553 |
698 |
|
5 |
47 |
63 |
88 |
148 |
256 |
552 |
585 |
|
6 |
47 |
64 |
91 |
152 |
255 |
551 |
551 |
|
7 |
48 |
66 |
92 |
154 |
254 |
550 |
550 |
|
8 |
47 |
65 |
91 |
152 |
253 |
549 |
549 |
|
9 |
46 |
65 |
90 |
150 |
253 |
548 |
548 |
|
10 |
46 |
66 |
89 |
150 |
252 |
547 |
547 |
|
11 |
46 |
66 |
89 |
149 |
251 |
547 |
547 |
|
12 |
45 |
66 |
88 |
148 |
250 |
546 |
546 |
|
13 |
45 |
66 |
88 |
148 |
250 |
545 |
545 |
|
14 |
45 |
66 |
87 |
147 |
249 |
545 |
545 |
|
15 |
44 |
65 |
86 |
147 |
249 |
544 |
544 |
|
16 |
43 |
65 |
86 |
146 |
248 |
543 |
543 |
|
17 |
43 |
64 |
85 |
145 |
247 |
543 |
543 |
|
18 |
42 |
64 |
85 |
145 |
247 |
542 |
542 |
|
19 |
42 |
63 |
84 |
144 |
246 |
542 |
542 |
|
20 |
42 |
63 |
84 |
144 |
246 |
542 |
542 |
|
21 |
41 |
63 |
84 |
144 |
246 |
542 |
542 |
|
22 |
41 |
62 |
83 |
143 |
245 |
541 |
541 |
|
23 |
40 |
62 |
83 |
143 |
245 |
541 |
541 |
|
24 |
40 |
61 |
82 |
142 |
244 |
540 |
540 |
|
25 |
39 |
60 |
81 |
142 |
244 |
539 |
539 |
|
26 |
38 |
60 |
81 |
141 |
243 |
538 |
538 |
|
27 |
38 |
59 |
80 |
140 |
242 |
538 |
538 |
|
28 |
37 |
58 |
79 |
139 |
241 |
537 |
537 |
|
29 |
36 |
57 |
78 |
139 |
241 |
536 |
536 |
|
30 |
35 |
57 |
78 |
138 |
240 |
536 |
536 |
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 |
123 |
235 |
531 |
1 247 |
|
2 |
21 |
34 |
57 |
126 |
239 |
534 |
1006 |
|
3 |
25 |
39 |
61 |
123 |
238 |
533 |
821 |
|
4 |
29 |
44 |
66 |
128 |
239 |
535 |
680 |
|
5 |
31 |
48 |
73 |
133 |
241 |
536 |
571 |
|
6 |
31 |
48 |
74 |
136 |
239 |
534 |
534 |
|
7 |
35 |
53 |
79 |
141 |
242 |
538 |
538 |
|
8 |
34 |
53 |
78 |
139 |
241 |
537 |
537 |
|
9 |
35 |
55 |
79 |
140 |
242 |
537 |
537 |
|
10 |
37 |
57 |
81 |
141 |
243 |
539 |
539 |
|
11 |
38 |
59 |
82 |
142 |
244 |
540 |
540 |
|
12 |
40 |
61 |
82 |
143 |
245 |
540 |
540 |
|
13 |
40 |
62 |
83 |
143 |
245 |
541 |
541 |
|
14 |
41 |
62 |
83 |
143 |
245 |
541 |
541 |
|
15 |
41 |
62 |
83 |
143 |
246 |
541 |
541 |
|
16 |
41 |
62 |
83 |
143 |
245 |
541 |
541 |
|
17 |
41 |
62 |
83 |
143 |
245 |
541 |
541 |
|
18 |
40 |
61 |
82 |
143 |
245 |
540 |
540 |
|
19 |
40 |
61 |
82 |
142 |
244 |
540 |
540 |
|
20 |
40 |
61 |
82 |
142 |
244 |
540 |
540 |
|
21 |
40 |
61 |
82 |
142 |
244 |
540 |
540 |
|
22 |
40 |
61 |
82 |
142 |
244 |
540 |
540 |
|
23 |
39 |
61 |
82 |
142 |
244 |
539 |
539 |
|
24 |
39 |
60 |
81 |
141 |
243 |
539 |
539 |
|
25 |
38 |
60 |
81 |
141 |
243 |
539 |
539 |
|
26 |
38 |
59 |
80 |
140 |
242 |
538 |
538 |
|
27 |
37 |
59 |
80 |
140 |
242 |
538 |
538 |
|
28 |
37 |
58 |
79 |
139 |
241 |
537 |
537 |
|
29 |
36 |
58 |
79 |
139 |
241 |
536 |
536 |
|
30 |
36 |
57 |
78 |
138 |
240 |
536 |
536 |
2.15. Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
18 |
31 |
54 |
123 |
235 |
531 |
1 292 |
|
2 |
19 |
32 |
55 |
124 |
237 |
532 |
1 036 |
|
3 |
21 |
35 |
57 |
119 |
234 |
529 |
841 |
|
4 |
23 |
38 |
60 |
122 |
233 |
529 |
694 |
|
5 |
24 |
40 |
65 |
125 |
233 |
529 |
582 |
|
6 |
25 |
42 |
69 |
130 |
233 |
529 |
529 |
|
7 |
26 |
44 |
70 |
132 |
233 |
529 |
529 |
|
8 |
26 |
45 |
70 |
131 |
233 |
529 |
529 |
|
9 |
26 |
46 |
70 |
131 |
233 |
529 |
529 |
|
10 |
27 |
47 |
71 |
131 |
233 |
529 |
529 |
|
11 |
28 |
48 |
71 |
131 |
233 |
529 |
529 |
|
12 |
28 |
49 |
71 |
131 |
233 |
529 |
529 |
|
13 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
14 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
15 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
16 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
17 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
18 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
19 |
28 |
50 |
71 |
131 |
233 |
529 |
529 |
|
20 |
29 |
50 |
71 |
131 |
233 |
529 |
529 |
|
21 |
28 |
50 |
71 |
131 |
233 |
529 |
529 |
|
22 |
28 |
50 |
71 |
131 |
233 |
528 |
528 |
|
23 |
28 |
49 |
70 |
130 |
232 |
528 |
528 |
|
24 |
27 |
49 |
70 |
130 |
232 |
527 |
527 |
|
25 |
27 |
48 |
69 |
129 |
231 |
527 |
527 |
|
26 |
26 |
48 |
69 |
129 |
231 |
527 |
527 |
|
27 |
26 |
47 |
68 |
128 |
230 |
526 |
526 |
|
28 |
26 |
47 |
68 |
128 |
230 |
526 |
526 |
|
29 |
25 |
47 |
67 |
128 |
230 |
525 |
525 |
|
30 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
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 |
51 |
64 |
87 |
156 |
269 |
564 |
1 398 |
|
2 |
54 |
67 |
90 |
159 |
272 |
567 |
1103 |
|
3 |
58 |
72 |
94 |
156 |
271 |
566 |
889 |
|
4 |
60 |
75 |
98 |
160 |
271 |
566 |
732 |
|
5 |
62 |
79 |
104 |
164 |
271 |
567 |
613 |
|
6 |
64 |
81 |
108 |
169 |
272 |
568 |
568 |
|
7 |
65 |
83 |
109 |
171 |
272 |
568 |
568 |
|
8 |
65 |
84 |
109 |
170 |
272 |
567 |
567 |
|
9 |
65 |
85 |
109 |
170 |
272 |
567 |
567 |
|
10 |
66 |
86 |
109 |
170 |
272 |
567 |
567 |
|
11 |
66 |
87 |
109 |
169 |
271 |
567 |
567 |
|
12 |
66 |
87 |
109 |
169 |
271 |
567 |
567 |
|
13 |
65 |
87 |
108 |
168 |
270 |
566 |
566 |
|
14 |
65 |
86 |
107 |
167 |
269 |
565 |
565 |
|
15 |
64 |
86 |
106 |
167 |
269 |
564 |
564 |
|
16 |
63 |
85 |
106 |
166 |
268 |
564 |
564 |
|
17 |
63 |
84 |
105 |
165 |
267 |
563 |
563 |
|
18 |
62 |
84 |
105 |
165 |
267 |
562 |
562 |
|
19 |
62 |
83 |
104 |
164 |
266 |
562 |
562 |
|
20 |
61 |
82 |
103 |
163 |
266 |
561 |
561 |
|
21 |
60 |
82 |
103 |
163 |
265 |
560 |
560 |
|
22 |
59 |
81 |
102 |
162 |
264 |
560 |
560 |
|
23 |
59 |
80 |
101 |
161 |
263 |
559 |
559 |
|
24 |
58 |
79 |
100 |
160 |
262 |
558 |
558 |
|
25 |
57 |
78 |
99 |
159 |
261 |
557 |
557 |
|
26 |
56 |
77 |
98 |
158 |
260 |
556 |
556 |
|
27 |
55 |
76 |
97 |
157 |
259 |
555 |
555 |
|
28 |
54 |
75 |
96 |
156 |
258 |
554 |
554 |
|
29 |
53 |
74 |
95 |
155 |
257 |
553 |
553 |
|
30 |
52 |
73 |
94 |
155 |
257 |
552 |
552 |
2.17. Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
82 |
95 |
118 |
187 |
299 |
595 |
1 411 |
|
2 |
87 |
100 |
123 |
192 |
304 |
600 |
1 138 |
|
3 |
89 |
103 |
125 |
187 |
302 |
597 |
930 |
|
4 |
90 |
106 |
128 |
190 |
301 |
597 |
771 |
|
5 |
94 |
110 |
135 |
195 |
303 |
599 |
649 |
|
6 |
96 |
113 |
139 |
201 |
304 |
600 |
600 |
|
7 |
98 |
116 |
142 |
204 |
305 |
600 |
600 |
|
8 |
99 |
118 |
143 |
204 |
306 |
602 |
602 |
|
9 |
100 |
120 |
144 |
205 |
307 |
602 |
602 |
|
10 |
101 |
121 |
145 |
205 |
307 |
603 |
603 |
|
11 |
101 |
122 |
145 |
205 |
307 |
602 |
602 |
|
12 |
101 |
122 |
144 |
204 |
306 |
602 |
602 |
|
13 |
100 |
121 |
143 |
203 |
305 |
600 |
600 |
|
14 |
99 |
120 |
141 |
202 |
304 |
599 |
599 |
|
15 |
98 |
119 |
140 |
200 |
302 |
598 |
598 |
|
16 |
96 |
118 |
139 |
199 |
301 |
596 |
596 |
|
17 |
95 |
116 |
137 |
197 |
300 |
595 |
595 |
|
18 |
94 |
115 |
136 |
196 |
298 |
594 |
594 |
|
19 |
92 |
114 |
135 |
195 |
297 |
592 |
592 |
|
20 |
91 |
112 |
133 |
193 |
296 |
591 |
591 |
|
21 |
89 |
111 |
132 |
192 |
294 |
590 |
590 |
|
22 |
88 |
109 |
130 |
190 |
293 |
588 |
588 |
|
23 |
86 |
108 |
129 |
189 |
291 |
586 |
586 |
|
24 |
85 |
106 |
127 |
187 |
289 |
585 |
585 |
|
25 |
83 |
104 |
125 |
186 |
288 |
583 |
583 |
|
26 |
81 |
103 |
124 |
184 |
286 |
581 |
581 |
|
27 |
80 |
101 |
122 |
182 |
284 |
580 |
580 |
|
28 |
78 |
99 |
120 |
181 |
283 |
578 |
578 |
|
29 |
77 |
98 |
119 |
179 |
281 |
577 |
577 |
|
30 |
75 |
96 |
117 |
177 |
279 |
575 |
575 |
2.18. Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
12 |
25 |
48 |
117 |
229 |
525 |
1 281 |
|
2 |
15 |
27 |
51 |
120 |
232 |
528 |
1 029 |
|
3 |
18 |
32 |
54 |
116 |
231 |
526 |
836 |
|
4 |
21 |
36 |
58 |
120 |
231 |
527 |
691 |
|
5 |
23 |
39 |
64 |
124 |
232 |
528 |
579 |
|
6 |
25 |
42 |
68 |
129 |
233 |
528 |
528 |
|
7 |
26 |
44 |
70 |
132 |
233 |
528 |
528 |
|
8 |
26 |
45 |
70 |
131 |
233 |
528 |
528 |
|
9 |
26 |
46 |
70 |
131 |
233 |
528 |
528 |
|
10 |
27 |
47 |
70 |
131 |
233 |
528 |
528 |
|
11 |
27 |
48 |
70 |
131 |
233 |
528 |
528 |
|
12 |
27 |
48 |
70 |
130 |
232 |
528 |
528 |
|
13 |
27 |
48 |
70 |
130 |
232 |
527 |
527 |
|
14 |
27 |
48 |
69 |
129 |
231 |
527 |
527 |
|
15 |
26 |
47 |
68 |
128 |
231 |
526 |
526 |
|
16 |
25 |
47 |
68 |
128 |
230 |
525 |
525 |
|
17 |
25 |
46 |
67 |
127 |
230 |
525 |
525 |
|
18 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
|
19 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
|
20 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
|
21 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
|
22 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
|
23 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
|
24 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
|
25 |
25 |
46 |
67 |
127 |
229 |
525 |
525 |
|
26 |
24 |
46 |
67 |
127 |
229 |
524 |
524 |
|
27 |
24 |
46 |
66 |
127 |
229 |
524 |
524 |
|
28 |
24 |
45 |
66 |
126 |
228 |
524 |
524 |
|
29 |
24 |
45 |
66 |
126 |
228 |
524 |
524 |
|
30 |
23 |
45 |
66 |
126 |
228 |
524 |
524 |
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 |
131 |
200 |
312 |
608 |
1 349 |
|
2 |
96 |
109 |
132 |
201 |
313 |
609 |
1 087 |
|
3 |
97 |
111 |
134 |
196 |
310 |
606 |
886 |
|
4 |
99 |
114 |
137 |
198 |
310 |
605 |
733 |
|
5 |
100 |
117 |
142 |
202 |
310 |
605 |
616 |
|
6 |
101 |
118 |
145 |
206 |
309 |
605 |
605 |
|
7 |
102 |
120 |
146 |
208 |
309 |
604 |
604 |
|
8 |
102 |
121 |
146 |
207 |
309 |
604 |
604 |
|
9 |
101 |
121 |
145 |
206 |
308 |
604 |
604 |
|
10 |
100 |
121 |
144 |
204 |
307 |
602 |
602 |
|
11 |
99 |
120 |
143 |
203 |
305 |
601 |
601 |
|
12 |
98 |
119 |
141 |
201 |
303 |
599 |
599 |
|
13 |
97 |
118 |
139 |
200 |
302 |
597 |
597 |
|
14 |
95 |
117 |
138 |
198 |
300 |
595 |
595 |
|
15 |
94 |
115 |
136 |
196 |
298 |
594 |
594 |
|
16 |
92 |
113 |
134 |
194 |
296 |
592 |
592 |
|
17 |
90 |
112 |
133 |
193 |
295 |
590 |
590 |
|
18 |
89 |
110 |
131 |
191 |
293 |
589 |
589 |
|
19 |
87 |
109 |
130 |
190 |
292 |
588 |
588 |
|
20 |
86 |
108 |
129 |
189 |
291 |
587 |
587 |
|
21 |
85 |
107 |
128 |
188 |
290 |
585 |
585 |
|
22 |
84 |
106 |
127 |
187 |
289 |
584 |
584 |
|
23 |
83 |
104 |
125 |
185 |
288 |
583 |
583 |
|
24 |
82 |
103 |
124 |
184 |
286 |
582 |
582 |
|
25 |
80 |
102 |
123 |
183 |
285 |
581 |
581 |
|
26 |
79 |
101 |
122 |
182 |
284 |
579 |
579 |
|
27 |
78 |
99 |
120 |
181 |
283 |
578 |
578 |
|
28 |
77 |
98 |
119 |
179 |
281 |
577 |
577 |
|
29 |
76 |
97 |
118 |
178 |
280 |
576 |
576 |
|
30 |
75 |
96 |
117 |
177 |
279 |
575 |
575 |
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 |
314 |
327 |
350 |
419 |
531 |
827 |
1 420 |
|
2 |
86 |
99 |
122 |
191 |
304 |
599 |
1 138 |
|
3 |
90 |
104 |
126 |
188 |
303 |
598 |
922 |
|
4 |
93 |
108 |
131 |
192 |
304 |
599 |
760 |
|
5 |
95 |
112 |
137 |
197 |
305 |
600 |
637 |
|
6 |
97 |
114 |
141 |
202 |
305 |
601 |
601 |
|
7 |
99 |
117 |
143 |
205 |
306 |
601 |
601 |
|
8 |
99 |
118 |
143 |
205 |
306 |
602 |
602 |
|
9 |
100 |
119 |
144 |
204 |
307 |
602 |
602 |
|
10 |
100 |
120 |
144 |
204 |
306 |
602 |
602 |
|
11 |
101 |
121 |
144 |
204 |
306 |
602 |
602 |
|
12 |
101 |
122 |
144 |
204 |
306 |
602 |
602 |
|
13 |
102 |
123 |
145 |
205 |
307 |
602 |
602 |
|
14 |
103 |
124 |
145 |
205 |
307 |
603 |
603 |
|
15 |
103 |
125 |
146 |
206 |
308 |
604 |
604 |
|
16 |
104 |
126 |
147 |
207 |
309 |
604 |
604 |
|
17 |
105 |
127 |
148 |
208 |
310 |
605 |
605 |
|
18 |
106 |
128 |
149 |
209 |
311 |
606 |
606 |
|
19 |
107 |
128 |
149 |
209 |
311 |
607 |
607 |
|
20 |
107 |
129 |
150 |
210 |
312 |
608 |
608 |
|
21 |
107 |
129 |
150 |
210 |
312 |
608 |
608 |
|
22 |
107 |
128 |
149 |
210 |
312 |
607 |
607 |
|
23 |
106 |
128 |
149 |
209 |
311 |
606 |
606 |
|
24 |
105 |
127 |
148 |
208 |
310 |
606 |
606 |
|
25 |
104 |
126 |
147 |
207 |
309 |
604 |
604 |
|
26 |
103 |
124 |
145 |
205 |
308 |
603 |
603 |
|
27 |
102 |
123 |
144 |
204 |
306 |
602 |
602 |
|
28 |
100 |
122 |
143 |
203 |
305 |
600 |
600 |
|
29 |
99 |
120 |
141 |
201 |
303 |
599 |
599 |
|
30 |
97 |
119 |
140 |
200 |
302 |
597 |
597 |
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 |
35 |
104 |
217 |
512 |
1 241 |
|
2 |
1 |
12 |
35 |
104 |
217 |
512 |
994 |
|
3 |
2 |
14 |
36 |
98 |
213 |
508 |
808 |
|
4 |
2 |
16 |
38 |
100 |
211 |
507 |
668 |
|
5 |
4 |
17 |
42 |
102 |
210 |
506 |
560 |
|
6 |
4 |
19 |
45 |
106 |
209 |
505 |
505 |
|
7 |
5 |
20 |
46 |
108 |
209 |
504 |
504 |
|
8 |
7 |
20 |
45 |
106 |
208 |
504 |
504 |
|
9 |
7 |
20 |
44 |
105 |
207 |
503 |
503 |
|
10 |
8 |
21 |
44 |
104 |
206 |
502 |
502 |
|
11 |
9 |
21 |
44 |
104 |
206 |
502 |
502 |
|
12 |
9 |
22 |
44 |
104 |
206 |
502 |
502 |
|
13 |
10 |
23 |
44 |
104 |
206 |
502 |
502 |
|
14 |
11 |
23 |
44 |
105 |
207 |
502 |
502 |
|
15 |
12 |
24 |
45 |
105 |
207 |
503 |
503 |
|
16 |
13 |
24 |
45 |
105 |
207 |
503 |
503 |
|
17 |
13 |
24 |
45 |
106 |
208 |
503 |
503 |
|
18 |
14 |
25 |
46 |
106 |
208 |
504 |
504 |
|
19 |
15 |
26 |
47 |
107 |
209 |
504 |
504 |
|
20 |
15 |
27 |
48 |
108 |
210 |
505 |
505 |
|
21 |
17 |
27 |
48 |
109 |
211 |
506 |
506 |
|
22 |
17 |
28 |
49 |
109 |
211 |
507 |
507 |
|
23 |
18 |
29 |
50 |
110 |
212 |
507 |
507 |
|
24 |
18 |
29 |
50 |
110 |
212 |
508 |
508 |
|
25 |
19 |
29 |
50 |
111 |
213 |
508 |
508 |
|
26 |
20 |
30 |
51 |
111 |
213 |
508 |
508 |
|
27 |
20 |
30 |
51 |
111 |
213 |
509 |
509 |
|
28 |
21 |
30 |
51 |
111 |
213 |
509 |
509 |
|
29 |
22 |
31 |
51 |
112 |
214 |
509 |
509 |
|
30 |
23 |
31 |
52 |
112 |
214 |
509 |
509 |
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 |
87 |
156 |
269 |
564 |
1301 |
|
2 |
52 |
65 |
88 |
157 |
270 |
565 |
1 045 |
|
3 |
53 |
67 |
89 |
151 |
266 |
561 |
849 |
|
4 |
54 |
69 |
91 |
153 |
264 |
560 |
701 |
|
5 |
54 |
71 |
95 |
156 |
263 |
559 |
588 |
|
6 |
55 |
72 |
98 |
160 |
263 |
559 |
559 |
|
7 |
55 |
73 |
99 |
161 |
262 |
557 |
557 |
|
8 |
54 |
73 |
99 |
160 |
261 |
557 |
557 |
|
9 |
54 |
74 |
98 |
158 |
261 |
556 |
556 |
|
10 |
53 |
73 |
97 |
157 |
259 |
555 |
555 |
|
11 |
53 |
73 |
96 |
156 |
258 |
554 |
554 |
|
12 |
52 |
73 |
94 |
155 |
257 |
552 |
552 |
|
13 |
51 |
72 |
93 |
153 |
255 |
551 |
551 |
|
14 |
49 |
71 |
92 |
152 |
254 |
550 |
550 |
|
15 |
48 |
70 |
91 |
151 |
253 |
548 |
548 |
|
16 |
47 |
68 |
89 |
149 |
251 |
547 |
547 |
|
17 |
46 |
67 |
88 |
148 |
250 |
546 |
546 |
|
18 |
45 |
66 |
87 |
147 |
249 |
545 |
545 |
|
19 |
44 |
66 |
87 |
147 |
249 |
544 |
544 |
|
20 |
44 |
65 |
86 |
146 |
248 |
544 |
544 |
|
21 |
43 |
65 |
86 |
146 |
248 |
543 |
543 |
|
22 |
43 |
64 |
85 |
145 |
247 |
543 |
543 |
|
23 |
42 |
63 |
84 |
144 |
246 |
542 |
542 |
|
24 |
41 |
63 |
84 |
144 |
246 |
541 |
541 |
|
25 |
41 |
62 |
83 |
143 |
245 |
541 |
541 |
|
26 |
40 |
61 |
82 |
142 |
244 |
540 |
540 |
|
27 |
39 |
61 |
82 |
142 |
244 |
539 |
539 |
|
28 |
38 |
60 |
81 |
141 |
243 |
539 |
539 |
|
29 |
38 |
59 |
80 |
140 |
242 |
538 |
538 |
|
30 |
37 |
59 |
80 |
140 |
242 |
537 |
537 |
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 |
114 |
127 |
150 |
219 |
332 |
627 |
1 353 |
|
2 |
116 |
129 |
152 |
221 |
333 |
629 |
1 096 |
|
3 |
119 |
133 |
155 |
217 |
331 |
627 |
895 |
|
4 |
121 |
136 |
159 |
220 |
332 |
627 |
742 |
|
5 |
123 |
139 |
164 |
224 |
332 |
628 |
628 |
|
6 |
125 |
142 |
168 |
229 |
333 |
628 |
628 |
|
7 |
126 |
144 |
170 |
232 |
333 |
628 |
628 |
|
8 |
126 |
144 |
170 |
231 |
332 |
628 |
628 |
|
9 |
125 |
145 |
169 |
230 |
332 |
628 |
628 |
|
10 |
125 |
146 |
169 |
229 |
331 |
627 |
627 |
|
11 |
125 |
146 |
168 |
229 |
331 |
626 |
626 |
|
12 |
124 |
145 |
167 |
227 |
329 |
625 |
625 |
|
13 |
123 |
144 |
165 |
226 |
328 |
623 |
623 |
|
14 |
121 |
143 |
164 |
224 |
326 |
622 |
622 |
|
15 |
120 |
141 |
162 |
222 |
324 |
620 |
620 |
|
16 |
117 |
139 |
160 |
220 |
322 |
617 |
617 |
|
17 |
115 |
137 |
158 |
218 |
320 |
616 |
616 |
|
18 |
113 |
135 |
156 |
216 |
318 |
614 |
614 |
|
19 |
112 |
133 |
154 |
214 |
316 |
612 |
612 |
|
20 |
110 |
131 |
152 |
212 |
314 |
610 |
610 |
|
21 |
108 |
130 |
151 |
211 |
313 |
608 |
608 |
|
22 |
106 |
128 |
149 |
209 |
311 |
607 |
607 |
|
23 |
105 |
126 |
147 |
207 |
309 |
605 |
605 |
|
24 |
103 |
124 |
145 |
205 |
307 |
603 |
603 |
|
25 |
101 |
122 |
143 |
203 |
305 |
601 |
601 |
|
26 |
99 |
120 |
141 |
201 |
304 |
599 |
599 |
|
27 |
97 |
119 |
140 |
200 |
302 |
597 |
597 |
|
28 |
95 |
117 |
138 |
198 |
300 |
596 |
596 |
|
29 |
94 |
115 |
136 |
196 |
298 |
594 |
594 |
|
30 |
92 |
114 |
134 |
195 |
297 |
592 |
592 |
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 |
167 |
180 |
203 |
272 |
384 |
680 |
1 494 |
|
2 |
176 |
189 |
212 |
281 |
394 |
689 |
1 187 |
|
3 |
182 |
196 |
218 |
280 |
395 |
690 |
963 |
|
4 |
185 |
200 |
222 |
284 |
395 |
691 |
795 |
|
5 |
187 |
203 |
228 |
288 |
396 |
691 |
691 |
|
6 |
187 |
204 |
230 |
292 |
395 |
690 |
690 |
|
7 |
187 |
205 |
231 |
293 |
394 |
689 |
689 |
|
8 |
186 |
205 |
230 |
291 |
393 |
688 |
688 |
|
9 |
185 |
204 |
229 |
289 |
391 |
687 |
687 |
|
10 |
184 |
204 |
228 |
288 |
390 |
686 |
686 |
|
11 |
183 |
204 |
226 |
287 |
389 |
684 |
684 |
|
12 |
181 |
202 |
224 |
284 |
386 |
682 |
682 |
|
13 |
179 |
200 |
222 |
282 |
384 |
679 |
679 |
|
14 |
176 |
198 |
219 |
279 |
381 |
676 |
676 |
|
15 |
173 |
195 |
216 |
276 |
378 |
673 |
673 |
|
16 |
170 |
192 |
213 |
273 |
375 |
671 |
671 |
|
17 |
167 |
189 |
210 |
270 |
372 |
668 |
668 |
|
18 |
164 |
186 |
207 |
267 |
369 |
665 |
665 |
|
19 |
162 |
183 |
204 |
264 |
366 |
662 |
662 |
|
20 |
159 |
180 |
201 |
261 |
363 |
659 |
659 |
|
21 |
156 |
177 |
198 |
258 |
360 |
656 |
656 |
|
22 |
153 |
174 |
195 |
255 |
357 |
653 |
653 |
|
23 |
150 |
171 |
192 |
252 |
354 |
650 |
650 |
|
24 |
146 |
168 |
189 |
249 |
351 |
647 |
647 |
|
25 |
143 |
165 |
186 |
246 |
348 |
644 |
644 |
|
26 |
140 |
162 |
183 |
243 |
345 |
641 |
641 |
|
27 |
138 |
159 |
180 |
240 |
342 |
638 |
638 |
|
28 |
135 |
156 |
177 |
237 |
339 |
635 |
635 |
|
29 |
132 |
153 |
174 |
234 |
336 |
632 |
632 |
|
30 |
129 |
151 |
172 |
232 |
334 |
629 |
629 |
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 |
33 |
45 |
68 |
138 |
250 |
546 |
1 267 |
|
2 |
33 |
46 |
69 |
138 |
251 |
546 |
1 017 |
|
3 |
35 |
49 |
71 |
133 |
247 |
543 |
827 |
|
4 |
36 |
51 |
73 |
135 |
246 |
542 |
684 |
|
5 |
37 |
53 |
78 |
138 |
246 |
541 |
574 |
|
6 |
37 |
54 |
80 |
142 |
245 |
541 |
541 |
|
7 |
37 |
56 |
82 |
144 |
244 |
540 |
540 |
|
8 |
36 |
55 |
80 |
142 |
243 |
539 |
539 |
|
9 |
36 |
55 |
80 |
140 |
242 |
538 |
538 |
|
10 |
36 |
56 |
79 |
139 |
242 |
537 |
537 |
|
11 |
36 |
56 |
79 |
139 |
241 |
537 |
537 |
|
12 |
35 |
56 |
78 |
138 |
240 |
536 |
536 |
|
13 |
35 |
56 |
78 |
138 |
240 |
536 |
536 |
|
14 |
35 |
56 |
77 |
137 |
240 |
535 |
535 |
|
15 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
16 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
17 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
18 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
19 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
20 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
21 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
22 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
23 |
35 |
56 |
77 |
137 |
239 |
535 |
535 |
|
24 |
34 |
56 |
77 |
137 |
239 |
535 |
535 |
|
25 |
34 |
55 |
76 |
137 |
239 |
534 |
534 |
|
26 |
34 |
55 |
76 |
136 |
238 |
534 |
534 |
|
27 |
33 |
55 |
76 |
136 |
238 |
534 |
534 |
|
28 |
33 |
54 |
75 |
136 |
238 |
533 |
533 |
|
29 |
33 |
54 |
75 |
135 |
237 |
533 |
533 |
|
30 |
32 |
54 |
75 |
135 |
237 |
532 |
532 |
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 |
30 |
43 |
66 |
135 |
247 |
543 |
1 284 |
|
2 |
31 |
44 |
67 |
136 |
249 |
544 |
1 033 |
|
3 |
34 |
48 |
70 |
132 |
247 |
542 |
842 |
|
4 |
36 |
51 |
74 |
136 |
247 |
543 |
697 |
|
5 |
39 |
55 |
80 |
140 |
248 |
543 |
586 |
|
6 |
40 |
57 |
83 |
145 |
248 |
544 |
544 |
|
7 |
42 |
60 |
86 |
148 |
248 |
544 |
544 |
|
8 |
42 |
61 |
86 |
147 |
249 |
544 |
544 |
|
9 |
42 |
62 |
86 |
146 |
249 |
544 |
544 |
|
10 |
43 |
63 |
87 |
147 |
249 |
545 |
545 |
|
11 |
44 |
65 |
87 |
147 |
250 |
545 |
545 |
|
12 |
45 |
66 |
87 |
148 |
250 |
545 |
545 |
|
13 |
45 |
66 |
87 |
148 |
250 |
545 |
545 |
|
14 |
45 |
66 |
87 |
148 |
250 |
545 |
545 |
|
15 |
45 |
66 |
87 |
147 |
250 |
545 |
545 |
|
16 |
45 |
66 |
87 |
147 |
249 |
545 |
545 |
|
17 |
45 |
66 |
87 |
147 |
249 |
545 |
545 |
|
18 |
45 |
66 |
87 |
147 |
249 |
545 |
545 |
|
19 |
45 |
66 |
87 |
148 |
250 |
545 |
545 |
|
20 |
45 |
67 |
88 |
148 |
250 |
545 |
545 |
|
21 |
45 |
67 |
88 |
148 |
250 |
546 |
546 |
|
22 |
45 |
67 |
88 |
148 |
250 |
545 |
545 |
|
23 |
45 |
66 |
87 |
148 |
250 |
545 |
545 |
|
24 |
45 |
66 |
87 |
147 |
249 |
545 |
545 |
|
25 |
44 |
66 |
87 |
147 |
249 |
544 |
544 |
|
26 |
44 |
65 |
86 |
146 |
248 |
544 |
544 |
|
27 |
43 |
65 |
85 |
146 |
248 |
543 |
543 |
|
28 |
43 |
64 |
85 |
145 |
247 |
543 |
543 |
|
29 |
42 |
63 |
84 |
144 |
246 |
542 |
542 |
|
30 |
41 |
63 |
84 |
144 |
246 |
541 |
541 |
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 |
127 |
140 |
163 |
232 |
345 |
640 |
1 450 |
|
2 |
126 |
139 |
162 |
231 |
343 |
639 |
1 143 |
|
3 |
126 |
140 |
162 |
224 |
339 |
634 |
922 |
|
4 |
127 |
142 |
164 |
226 |
337 |
633 |
759 |
|
5 |
127 |
143 |
168 |
228 |
336 |
632 |
635 |
|
6 |
127 |
144 |
170 |
232 |
335 |
630 |
630 |
|
7 |
127 |
145 |
171 |
233 |
334 |
629 |
629 |
|
8 |
126 |
145 |
170 |
231 |
333 |
629 |
629 |
|
9 |
125 |
145 |
169 |
230 |
332 |
627 |
627 |
|
10 |
125 |
145 |
169 |
229 |
331 |
627 |
627 |
|
11 |
125 |
146 |
168 |
229 |
331 |
626 |
626 |
|
12 |
124 |
145 |
167 |
227 |
329 |
625 |
625 |
|
13 |
123 |
145 |
166 |
226 |
328 |
624 |
624 |
|
14 |
122 |
144 |
165 |
225 |
327 |
623 |
623 |
|
15 |
120 |
142 |
163 |
223 |
325 |
621 |
621 |
|
16 |
118 |
140 |
161 |
221 |
323 |
619 |
619 |
|
17 |
116 |
137 |
158 |
218 |
320 |
616 |
616 |
|
18 |
114 |
135 |
156 |
216 |
318 |
614 |
614 |
|
19 |
112 |
133 |
154 |
214 |
316 |
612 |
612 |
|
20 |
110 |
131 |
152 |
212 |
314 |
610 |
610 |
|
21 |
107 |
129 |
150 |
210 |
312 |
608 |
608 |
|
22 |
105 |
127 |
148 |
208 |
310 |
605 |
605 |
|
23 |
103 |
124 |
145 |
206 |
308 |
603 |
603 |
|
24 |
101 |
122 |
143 |
203 |
305 |
601 |
601 |
|
25 |
99 |
120 |
141 |
201 |
303 |
599 |
599 |
|
26 |
96 |
118 |
139 |
199 |
301 |
597 |
597 |
|
27 |
94 |
116 |
137 |
197 |
299 |
595 |
595 |
|
28 |
92 |
114 |
135 |
195 |
297 |
592 |
592 |
|
29 |
90 |
112 |
133 |
193 |
295 |
590 |
590 |
|
30 |
88 |
110 |
131 |
191 |
293 |
589 |
589 |
2.28. Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
14 |
37 |
106 |
218 |
514 |
1 277 |
|
2 |
3 |
15 |
39 |
108 |
220 |
516 |
1 025 |
|
3 |
5 |
19 |
41 |
103 |
218 |
513 |
834 |
|
4 |
7 |
22 |
45 |
107 |
218 |
514 |
689 |
|
5 |
10 |
26 |
51 |
111 |
219 |
514 |
578 |
|
6 |
11 |
28 |
54 |
116 |
219 |
515 |
515 |
|
7 |
13 |
31 |
57 |
119 |
219 |
515 |
515 |
|
8 |
13 |
31 |
57 |
118 |
219 |
515 |
515 |
|
9 |
13 |
32 |
56 |
117 |
219 |
515 |
515 |
|
10 |
13 |
33 |
57 |
117 |
219 |
515 |
515 |
|
11 |
13 |
34 |
57 |
117 |
219 |
514 |
514 |
|
12 |
13 |
34 |
56 |
116 |
219 |
514 |
514 |
|
13 |
13 |
35 |
56 |
116 |
218 |
514 |
514 |
|
14 |
13 |
35 |
56 |
116 |
218 |
514 |
514 |
|
15 |
13 |
35 |
56 |
116 |
218 |
513 |
513 |
|
16 |
13 |
34 |
55 |
115 |
217 |
513 |
513 |
|
17 |
14 |
34 |
55 |
115 |
218 |
513 |
513 |
|
18 |
14 |
34 |
55 |
116 |
218 |
513 |
513 |
|
19 |
15 |
35 |
56 |
116 |
218 |
513 |
513 |
|
20 |
16 |
35 |
56 |
116 |
218 |
514 |
514 |
|
21 |
17 |
35 |
56 |
117 |
219 |
514 |
514 |
|
22 |
18 |
36 |
57 |
117 |
219 |
515 |
515 |
|
23 |
18 |
36 |
57 |
117 |
219 |
515 |
515 |
|
24 |
19 |
36 |
57 |
117 |
219 |
515 |
515 |
|
25 |
19 |
36 |
57 |
117 |
219 |
515 |
515 |
|
26 |
20 |
36 |
57 |
117 |
219 |
515 |
515 |
|
27 |
20 |
36 |
57 |
118 |
220 |
515 |
515 |
|
28 |
22 |
36 |
57 |
118 |
220 |
515 |
515 |
|
29 |
22 |
36 |
57 |
118 |
220 |
515 |
515 |
|
30 |
23 |
37 |
57 |
118 |
220 |
515 |
515 |
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 |
141 |
253 |
549 |
1 287 |
|
2 |
36 |
49 |
72 |
141 |
254 |
549 |
1 035 |
|
3 |
36 |
50 |
72 |
135 |
249 |
545 |
842 |
|
4 |
37 |
52 |
74 |
136 |
247 |
543 |
695 |
|
5 |
37 |
53 |
78 |
138 |
246 |
542 |
582 |
|
6 |
39 |
56 |
82 |
144 |
247 |
543 |
543 |
|
7 |
37 |
55 |
81 |
143 |
244 |
539 |
539 |
|
8 |
40 |
59 |
84 |
145 |
247 |
542 |
542 |
|
9 |
39 |
59 |
83 |
144 |
246 |
541 |
541 |
|
10 |
35 |
55 |
78 |
138 |
241 |
536 |
536 |
|
11 |
31 |
52 |
74 |
134 |
236 |
532 |
532 |
|
12 |
28 |
49 |
71 |
131 |
233 |
529 |
529 |
|
13 |
26 |
47 |
69 |
129 |
231 |
526 |
526 |
|
14 |
24 |
46 |
67 |
127 |
229 |
525 |
525 |
|
15 |
23 |
44 |
65 |
125 |
228 |
523 |
523 |
|
16 |
22 |
43 |
64 |
124 |
226 |
522 |
522 |
|
17 |
21 |
42 |
63 |
123 |
225 |
521 |
521 |
|
18 |
20 |
41 |
62 |
123 |
225 |
520 |
520 |
|
19 |
20 |
41 |
62 |
122 |
224 |
520 |
520 |
|
20 |
20 |
41 |
62 |
122 |
224 |
520 |
520 |
|
21 |
20 |
41 |
62 |
122 |
224 |
520 |
520 |
|
22 |
20 |
41 |
62 |
122 |
224 |
520 |
520 |
|
23 |
20 |
41 |
62 |
122 |
224 |
520 |
520 |
|
24 |
19 |
41 |
62 |
122 |
224 |
520 |
520 |
|
25 |
19 |
41 |
62 |
122 |
224 |
519 |
519 |
|
26 |
20 |
41 |
62 |
122 |
224 |
519 |
519 |
|
27 |
20 |
40 |
61 |
122 |
224 |
519 |
519 |
|
28 |
21 |
40 |
61 |
121 |
223 |
519 |
519 |
|
29 |
22 |
40 |
61 |
121 |
223 |
519 |
519 |
|
30 |
23 |
40 |
61 |
121 |
223 |
519 |
519 |
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 |
210 |
223 |
246 |
315 |
427 |
723 |
1702 |
|
2 |
207 |
220 |
243 |
312 |
424 |
720 |
1 397 |
|
3 |
204 |
218 |
240 |
302 |
416 |
712 |
1 150 |
|
4 |
200 |
215 |
238 |
300 |
411 |
706 |
952 |
|
5 |
197 |
213 |
238 |
298 |
406 |
701 |
794 |
|
6 |
193 |
210 |
236 |
298 |
401 |
697 |
697 |
|
7 |
190 |
208 |
234 |
296 |
396 |
692 |
692 |
|
8 |
185 |
204 |
229 |
290 |
392 |
688 |
688 |
|
9 |
181 |
200 |
225 |
285 |
388 |
683 |
683 |
|
10 |
177 |
197 |
221 |
281 |
383 |
679 |
679 |
|
11 |
173 |
194 |
217 |
277 |
379 |
675 |
675 |
|
12 |
170 |
191 |
213 |
273 |
375 |
670 |
670 |
|
13 |
166 |
187 |
208 |
269 |
371 |
666 |
666 |
|
14 |
162 |
183 |
204 |
265 |
367 |
662 |
662 |
|
15 |
158 |
180 |
201 |
261 |
363 |
659 |
659 |
|
16 |
155 |
176 |
197 |
257 |
359 |
655 |
655 |
|
17 |
151 |
173 |
194 |
254 |
356 |
652 |
652 |
|
18 |
148 |
170 |
191 |
251 |
353 |
648 |
648 |
|
19 |
145 |
167 |
188 |
248 |
350 |
645 |
645 |
|
20 |
142 |
164 |
185 |
245 |
347 |
643 |
643 |
|
21 |
139 |
161 |
182 |
242 |
344 |
640 |
640 |
|
22 |
137 |
158 |
179 |
239 |
341 |
637 |
637 |
|
23 |
134 |
155 |
176 |
236 |
338 |
634 |
634 |
|
24 |
131 |
152 |
173 |
233 |
335 |
631 |
631 |
|
25 |
128 |
149 |
170 |
231 |
333 |
628 |
628 |
|
26 |
125 |
147 |
168 |
228 |
330 |
626 |
626 |
|
27 |
123 |
144 |
165 |
225 |
327 |
623 |
623 |
|
28 |
120 |
142 |
163 |
223 |
325 |
620 |
620 |
|
29 |
118 |
139 |
160 |
220 |
322 |
618 |
618 |
|
30 |
116 |
137 |
158 |
218 |
320 |
616 |
616 |
2.31. US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
25 |
48 |
101 |
234 |
530 |
1 289 |
|
2 |
8 |
25 |
48 |
101 |
234 |
530 |
1 033 |
|
3 |
10 |
28 |
50 |
97 |
232 |
528 |
838 |
|
4 |
12 |
32 |
54 |
95 |
232 |
528 |
691 |
|
5 |
16 |
38 |
59 |
98 |
233 |
529 |
579 |
|
6 |
18 |
42 |
63 |
95 |
234 |
529 |
529 |
|
7 |
19 |
44 |
63 |
89 |
234 |
530 |
530 |
|
8 |
18 |
43 |
62 |
89 |
234 |
530 |
530 |
|
9 |
19 |
45 |
64 |
93 |
234 |
530 |
530 |
|
10 |
21 |
48 |
67 |
96 |
234 |
530 |
530 |
|
11 |
23 |
50 |
68 |
99 |
234 |
530 |
530 |
|
12 |
24 |
52 |
69 |
100 |
234 |
530 |
530 |
|
13 |
26 |
54 |
70 |
100 |
234 |
530 |
530 |
|
14 |
26 |
54 |
71 |
100 |
234 |
530 |
530 |
|
15 |
26 |
55 |
71 |
100 |
234 |
530 |
530 |
|
16 |
26 |
55 |
71 |
100 |
234 |
529 |
529 |
|
17 |
26 |
55 |
71 |
100 |
234 |
529 |
529 |
|
18 |
26 |
55 |
71 |
100 |
234 |
529 |
529 |
|
19 |
26 |
55 |
71 |
100 |
234 |
530 |
530 |
|
20 |
26 |
55 |
71 |
100 |
234 |
530 |
530 |
|
21 |
26 |
55 |
71 |
100 |
234 |
530 |
530 |
|
22 |
26 |
55 |
71 |
100 |
234 |
530 |
530 |
|
23 |
26 |
55 |
71 |
100 |
234 |
530 |
530 |
|
24 |
26 |
55 |
71 |
100 |
234 |
530 |
530 |
|
25 |
26 |
55 |
71 |
100 |
234 |
530 |
530 |
|
26 |
26 |
55 |
71 |
100 |
234 |
529 |
529 |
|
27 |
26 |
55 |
71 |
100 |
233 |
529 |
529 |
|
28 |
26 |
55 |
71 |
100 |
233 |
529 |
529 |
|
29 |
26 |
55 |
71 |
100 |
233 |
528 |
528 |
|
30 |
26 |
55 |
71 |
100 |
232 |
528 |
528 |
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 |
84 |
197 |
492 |
1 223 |
|
2 |
1 |
5 |
14 |
83 |
195 |
491 |
980 |
|
3 |
2 |
5 |
14 |
76 |
190 |
486 |
796 |
|
4 |
2 |
6 |
15 |
77 |
188 |
484 |
657 |
|
5 |
4 |
6 |
19 |
79 |
187 |
483 |
551 |
|
6 |
4 |
7 |
22 |
84 |
187 |
482 |
482 |
|
7 |
5 |
9 |
24 |
86 |
186 |
482 |
482 |
|
8 |
7 |
9 |
24 |
85 |
186 |
482 |
482 |
|
9 |
7 |
10 |
23 |
84 |
186 |
482 |
482 |
|
10 |
8 |
10 |
24 |
84 |
186 |
482 |
482 |
|
11 |
8 |
11 |
24 |
84 |
186 |
482 |
482 |
|
12 |
9 |
13 |
24 |
85 |
187 |
482 |
482 |
|
13 |
10 |
13 |
24 |
85 |
187 |
482 |
482 |
|
14 |
11 |
14 |
25 |
85 |
187 |
483 |
483 |
|
15 |
12 |
14 |
25 |
85 |
187 |
483 |
483 |
|
16 |
13 |
15 |
26 |
85 |
187 |
483 |
483 |
|
17 |
13 |
16 |
27 |
86 |
188 |
483 |
483 |
|
18 |
14 |
17 |
28 |
86 |
188 |
484 |
484 |
|
19 |
14 |
18 |
30 |
87 |
189 |
484 |
484 |
|
20 |
15 |
18 |
31 |
87 |
189 |
485 |
485 |
|
21 |
16 |
19 |
32 |
88 |
190 |
485 |
485 |
|
22 |
17 |
20 |
33 |
88 |
190 |
486 |
486 |
|
23 |
18 |
21 |
34 |
88 |
190 |
486 |
486 |
|
24 |
18 |
21 |
36 |
88 |
190 |
486 |
486 |
|
25 |
19 |
22 |
37 |
88 |
190 |
486 |
486 |
|
26 |
19 |
22 |
38 |
88 |
190 |
486 |
486 |
|
27 |
20 |
23 |
39 |
88 |
190 |
486 |
486 |
|
28 |
20 |
25 |
40 |
88 |
190 |
486 |
486 |
|
29 |
21 |
25 |
41 |
88 |
190 |
486 |
486 |
|
30 |
22 |
26 |
42 |
88 |
190 |
486 |
486 |
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 |
14 |
21 |
42 |
159 |
297 |
3 056 |
|
2 |
2 |
14 |
21 |
42 |
159 |
340 |
2 295 |
|
3 |
2 |
15 |
23 |
47 |
154 |
355 |
1 739 |
|
4 |
2 |
16 |
26 |
50 |
152 |
356 |
1 347 |
|
5 |
3 |
18 |
29 |
52 |
152 |
348 |
1 070 |
|
6 |
4 |
20 |
31 |
55 |
152 |
335 |
869 |
|
7 |
6 |
22 |
33 |
57 |
152 |
320 |
719 |
|
8 |
6 |
23 |
34 |
60 |
152 |
303 |
605 |
|
9 |
6 |
24 |
36 |
63 |
152 |
286 |
516 |
|
10 |
6 |
25 |
37 |
65 |
152 |
269 |
444 |
|
11 |
7 |
25 |
38 |
66 |
152 |
253 |
386 |
|
12 |
7 |
26 |
38 |
66 |
152 |
245 |
338 |
|
13 |
7 |
26 |
38 |
66 |
152 |
245 |
298 |
|
14 |
7 |
26 |
38 |
66 |
152 |
245 |
264 |
|
15 |
7 |
26 |
40 |
66 |
152 |
245 |
245 |
|
16 |
7 |
26 |
42 |
66 |
152 |
245 |
245 |
|
17 |
7 |
26 |
44 |
66 |
152 |
245 |
245 |
|
18 |
7 |
26 |
47 |
66 |
152 |
245 |
245 |
|
19 |
7 |
26 |
50 |
66 |
152 |
245 |
245 |
|
20 |
7 |
26 |
51 |
66 |
152 |
245 |
245 |
|
21 |
7 |
26 |
54 |
66 |
152 |
245 |
245 |
|
22 |
8 |
26 |
57 |
66 |
152 |
245 |
245 |
|
23 |
8 |
26 |
59 |
66 |
152 |
245 |
245 |
|
24 |
9 |
26 |
62 |
66 |
152 |
245 |
245 |
|
25 |
10 |
26 |
63 |
66 |
152 |
245 |
245 |
|
26 |
10 |
26 |
66 |
67 |
152 |
245 |
245 |
|
27 |
11 |
26 |
68 |
69 |
152 |
245 |
245 |
|
28 |
11 |
26 |
71 |
71 |
152 |
245 |
245 |
|
29 |
11 |
26 |
73 |
73 |
152 |
245 |
245 |
|
30 |
12 |
26 |
76 |
75 |
152 |
245 |
245 |
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 |
12 |
24 |
31 |
52 |
169 |
324 |
3 372 |
|
2 |
14 |
26 |
32 |
54 |
171 |
368 |
2511 |
|
3 |
14 |
27 |
35 |
58 |
166 |
382 |
1 889 |
|
4 |
13 |
27 |
37 |
62 |
163 |
380 |
1 454 |
|
5 |
14 |
29 |
40 |
63 |
163 |
369 |
1 148 |
|
6 |
14 |
30 |
41 |
66 |
162 |
354 |
929 |
|
7 |
15 |
32 |
43 |
67 |
161 |
337 |
766 |
|
8 |
15 |
32 |
43 |
69 |
160 |
319 |
643 |
|
9 |
14 |
32 |
44 |
71 |
160 |
300 |
547 |
|
10 |
14 |
33 |
45 |
73 |
159 |
282 |
470 |
|
11 |
14 |
33 |
45 |
73 |
159 |
265 |
408 |
|
12 |
13 |
32 |
45 |
72 |
158 |
252 |
357 |
|
13 |
13 |
32 |
44 |
72 |
158 |
251 |
314 |
|
14 |
12 |
31 |
44 |
71 |
157 |
251 |
278 |
|
15 |
12 |
31 |
43 |
71 |
157 |
250 |
250 |
|
16 |
12 |
30 |
44 |
70 |
156 |
250 |
250 |
|
17 |
11 |
30 |
47 |
70 |
156 |
250 |
250 |
|
18 |
11 |
30 |
49 |
70 |
156 |
249 |
249 |
|
19 |
11 |
30 |
51 |
70 |
156 |
250 |
250 |
|
20 |
12 |
31 |
54 |
71 |
157 |
250 |
250 |
|
21 |
12 |
31 |
57 |
71 |
157 |
250 |
250 |
|
22 |
12 |
31 |
59 |
71 |
157 |
250 |
250 |
|
23 |
12 |
31 |
61 |
71 |
157 |
250 |
250 |
|
24 |
12 |
31 |
63 |
71 |
157 |
250 |
250 |
|
25 |
12 |
31 |
66 |
71 |
157 |
250 |
250 |
|
26 |
12 |
31 |
68 |
71 |
157 |
250 |
250 |
|
27 |
12 |
31 |
71 |
72 |
157 |
250 |
250 |
|
28 |
12 |
31 |
73 |
74 |
157 |
250 |
250 |
|
29 |
12 |
31 |
77 |
76 |
157 |
250 |
250 |
|
30 |
12 |
31 |
79 |
78 |
157 |
250 |
250 |
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 |
20 |
42 |
159 |
296 |
3 056 |
|
2 |
2 |
14 |
20 |
42 |
159 |
340 |
2 294 |
|
3 |
2 |
14 |
23 |
46 |
154 |
355 |
1 738 |
|
4 |
2 |
15 |
26 |
50 |
151 |
356 |
1 347 |
|
5 |
3 |
17 |
29 |
52 |
151 |
348 |
1 069 |
|
6 |
4 |
20 |
31 |
55 |
151 |
335 |
869 |
|
7 |
5 |
22 |
33 |
57 |
151 |
319 |
719 |
|
8 |
6 |
23 |
34 |
60 |
151 |
303 |
605 |
|
9 |
6 |
24 |
36 |
63 |
151 |
286 |
515 |
|
10 |
6 |
25 |
37 |
65 |
151 |
269 |
444 |
|
11 |
7 |
25 |
38 |
65 |
151 |
253 |
386 |
|
12 |
7 |
25 |
38 |
66 |
151 |
245 |
338 |
|
13 |
7 |
26 |
38 |
66 |
151 |
245 |
298 |
|
14 |
7 |
26 |
38 |
66 |
151 |
245 |
264 |
|
15 |
7 |
26 |
40 |
66 |
151 |
245 |
245 |
|
16 |
7 |
26 |
42 |
66 |
151 |
245 |
245 |
|
17 |
7 |
26 |
44 |
66 |
151 |
245 |
245 |
|
18 |
7 |
26 |
47 |
66 |
151 |
245 |
245 |
|
19 |
7 |
26 |
50 |
66 |
151 |
245 |
245 |
|
20 |
7 |
26 |
51 |
66 |
151 |
245 |
245 |
|
21 |
7 |
26 |
54 |
66 |
151 |
245 |
245 |
|
22 |
8 |
26 |
57 |
66 |
151 |
245 |
245 |
|
23 |
8 |
26 |
59 |
66 |
151 |
245 |
245 |
|
24 |
8 |
26 |
62 |
66 |
151 |
245 |
245 |
|
25 |
10 |
26 |
63 |
66 |
151 |
245 |
245 |
|
26 |
10 |
26 |
66 |
67 |
151 |
245 |
245 |
|
27 |
11 |
26 |
68 |
69 |
151 |
245 |
245 |
|
28 |
11 |
26 |
71 |
71 |
151 |
245 |
245 |
|
29 |
11 |
26 |
73 |
73 |
151 |
245 |
245 |
|
30 |
12 |
26 |
76 |
75 |
151 |
245 |
245 |
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 |
91 |
112 |
230 |
326 |
3 386 |
|
2 |
70 |
82 |
88 |
109 |
227 |
373 |
2 546 |
|
3 |
72 |
85 |
93 |
117 |
224 |
391 |
1 933 |
|
4 |
70 |
84 |
94 |
119 |
220 |
392 |
1 498 |
|
5 |
69 |
84 |
96 |
119 |
218 |
384 |
1 189 |
|
6 |
69 |
85 |
96 |
121 |
217 |
369 |
964 |
|
7 |
69 |
86 |
96 |
121 |
215 |
352 |
797 |
|
8 |
68 |
86 |
97 |
122 |
214 |
333 |
669 |
|
9 |
68 |
86 |
97 |
124 |
213 |
314 |
569 |
|
10 |
65 |
83 |
96 |
123 |
210 |
303 |
489 |
|
11 |
63 |
81 |
94 |
122 |
208 |
301 |
424 |
|
12 |
62 |
80 |
93 |
121 |
206 |
300 |
371 |
|
13 |
61 |
80 |
92 |
120 |
206 |
299 |
326 |
|
14 |
61 |
79 |
92 |
120 |
205 |
299 |
299 |
|
15 |
60 |
79 |
92 |
119 |
205 |
299 |
299 |
|
16 |
60 |
79 |
91 |
119 |
205 |
298 |
298 |
|
17 |
60 |
78 |
91 |
118 |
204 |
298 |
298 |
|
18 |
59 |
78 |
90 |
118 |
204 |
297 |
297 |
|
19 |
58 |
77 |
90 |
117 |
203 |
297 |
297 |
|
20 |
58 |
77 |
89 |
117 |
203 |
296 |
296 |
|
21 |
57 |
76 |
88 |
116 |
202 |
295 |
295 |
|
22 |
56 |
75 |
88 |
115 |
201 |
295 |
295 |
|
23 |
56 |
74 |
87 |
114 |
200 |
294 |
294 |
|
24 |
55 |
73 |
86 |
113 |
199 |
293 |
293 |
|
25 |
54 |
72 |
85 |
112 |
198 |
292 |
292 |
|
26 |
53 |
71 |
84 |
111 |
197 |
291 |
291 |
|
27 |
52 |
70 |
83 |
110 |
196 |
290 |
290 |
|
28 |
50 |
69 |
82 |
109 |
195 |
289 |
289 |
|
29 |
49 |
68 |
81 |
108 |
194 |
288 |
288 |
|
30 |
48 |
67 |
82 |
107 |
193 |
287 |
287 |
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 |
163 |
304 |
3 138 |
|
2 |
8 |
20 |
26 |
47 |
165 |
346 |
2 344 |
|
3 |
8 |
21 |
30 |
53 |
161 |
361 |
1 773 |
|
4 |
9 |
23 |
33 |
57 |
159 |
362 |
1 373 |
|
5 |
10 |
25 |
36 |
60 |
159 |
353 |
1 089 |
|
6 |
12 |
27 |
39 |
63 |
159 |
340 |
884 |
|
7 |
13 |
30 |
40 |
65 |
159 |
324 |
731 |
|
8 |
12 |
30 |
41 |
67 |
158 |
307 |
614 |
|
9 |
12 |
30 |
42 |
69 |
158 |
289 |
523 |
|
10 |
12 |
31 |
43 |
71 |
158 |
272 |
450 |
|
11 |
13 |
31 |
44 |
71 |
157 |
256 |
391 |
|
12 |
13 |
31 |
44 |
72 |
157 |
251 |
342 |
|
13 |
13 |
31 |
44 |
72 |
157 |
251 |
302 |
|
14 |
13 |
32 |
44 |
72 |
157 |
251 |
267 |
|
15 |
13 |
32 |
44 |
72 |
158 |
251 |
251 |
|
16 |
13 |
31 |
44 |
72 |
157 |
251 |
251 |
|
17 |
13 |
32 |
45 |
72 |
158 |
251 |
251 |
|
18 |
13 |
32 |
47 |
72 |
158 |
251 |
251 |
|
19 |
13 |
32 |
50 |
72 |
158 |
251 |
251 |
|
20 |
14 |
33 |
53 |
73 |
159 |
252 |
252 |
|
21 |
14 |
33 |
55 |
73 |
159 |
252 |
252 |
|
22 |
14 |
33 |
57 |
73 |
159 |
253 |
253 |
|
23 |
15 |
33 |
59 |
73 |
159 |
253 |
253 |
|
24 |
15 |
33 |
62 |
74 |
159 |
253 |
253 |
|
25 |
15 |
33 |
65 |
74 |
159 |
253 |
253 |
|
26 |
15 |
33 |
67 |
73 |
159 |
253 |
253 |
|
27 |
14 |
33 |
69 |
73 |
159 |
253 |
253 |
|
28 |
14 |
33 |
72 |
73 |
159 |
252 |
252 |
|
29 |
14 |
33 |
74 |
75 |
159 |
252 |
252 |
|
30 |
14 |
33 |
77 |
76 |
159 |
252 |
252 |
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 |
42 |
54 |
60 |
82 |
199 |
296 |
3 056 |
|
2 |
46 |
58 |
64 |
85 |
203 |
340 |
2 299 |
|
3 |
49 |
62 |
70 |
94 |
201 |
357 |
1 748 |
|
4 |
51 |
65 |
75 |
100 |
201 |
359 |
1 359 |
|
5 |
53 |
68 |
79 |
103 |
202 |
352 |
1 082 |
|
6 |
55 |
71 |
82 |
106 |
202 |
340 |
881 |
|
7 |
56 |
73 |
83 |
108 |
202 |
325 |
731 |
|
8 |
55 |
73 |
84 |
109 |
201 |
309 |
617 |
|
9 |
55 |
73 |
84 |
111 |
200 |
294 |
527 |
|
10 |
54 |
72 |
85 |
112 |
199 |
292 |
455 |
|
11 |
53 |
72 |
84 |
112 |
198 |
291 |
396 |
|
12 |
52 |
70 |
83 |
111 |
196 |
290 |
347 |
|
13 |
51 |
69 |
82 |
110 |
195 |
289 |
306 |
|
14 |
50 |
68 |
81 |
108 |
194 |
288 |
288 |
|
15 |
49 |
67 |
80 |
108 |
193 |
287 |
287 |
|
16 |
48 |
67 |
79 |
107 |
193 |
286 |
286 |
|
17 |
47 |
66 |
78 |
106 |
192 |
285 |
285 |
|
18 |
47 |
65 |
78 |
106 |
191 |
285 |
285 |
|
19 |
46 |
65 |
77 |
105 |
191 |
284 |
284 |
|
20 |
46 |
64 |
77 |
105 |
190 |
284 |
284 |
|
21 |
45 |
64 |
76 |
104 |
190 |
283 |
283 |
|
22 |
44 |
63 |
76 |
103 |
189 |
283 |
283 |
|
23 |
44 |
62 |
75 |
103 |
188 |
282 |
282 |
|
24 |
43 |
62 |
74 |
102 |
188 |
281 |
281 |
|
25 |
42 |
61 |
73 |
101 |
187 |
280 |
280 |
|
26 |
41 |
60 |
72 |
100 |
186 |
279 |
279 |
|
27 |
40 |
59 |
72 |
99 |
185 |
279 |
279 |
|
28 |
40 |
58 |
73 |
99 |
184 |
278 |
278 |
|
29 |
39 |
58 |
76 |
98 |
184 |
277 |
277 |
|
30 |
38 |
57 |
78 |
97 |
183 |
276 |
276 |
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 |
13 |
20 |
41 |
158 |
296 |
3 054 |
|
2 |
1 |
13 |
20 |
41 |
158 |
339 |
2 293 |
|
3 |
1 |
14 |
22 |
46 |
153 |
355 |
1 737 |
|
4 |
1 |
15 |
25 |
49 |
151 |
356 |
1 346 |
|
5 |
2 |
17 |
28 |
51 |
151 |
348 |
1 069 |
|
6 |
3 |
19 |
30 |
54 |
151 |
335 |
868 |
|
7 |
5 |
22 |
32 |
57 |
151 |
319 |
719 |
|
8 |
5 |
22 |
33 |
59 |
151 |
303 |
604 |
|
9 |
5 |
23 |
35 |
62 |
151 |
286 |
515 |
|
10 |
6 |
24 |
36 |
64 |
151 |
269 |
444 |
|
11 |
6 |
25 |
37 |
65 |
151 |
253 |
386 |
|
12 |
6 |
25 |
37 |
65 |
151 |
244 |
338 |
|
13 |
6 |
25 |
37 |
65 |
151 |
244 |
298 |
|
14 |
6 |
25 |
37 |
65 |
151 |
244 |
264 |
|
15 |
6 |
25 |
40 |
65 |
151 |
244 |
244 |
|
16 |
6 |
25 |
42 |
65 |
151 |
244 |
244 |
|
17 |
6 |
25 |
44 |
65 |
151 |
244 |
244 |
|
18 |
6 |
25 |
47 |
65 |
151 |
244 |
244 |
|
19 |
7 |
25 |
50 |
65 |
151 |
244 |
244 |
|
20 |
7 |
25 |
51 |
65 |
151 |
244 |
244 |
|
21 |
7 |
25 |
54 |
65 |
151 |
244 |
244 |
|
22 |
8 |
25 |
57 |
65 |
151 |
244 |
244 |
|
23 |
8 |
25 |
59 |
65 |
151 |
244 |
244 |
|
24 |
8 |
25 |
61 |
65 |
151 |
244 |
244 |
|
25 |
10 |
25 |
63 |
65 |
151 |
244 |
244 |
|
26 |
10 |
25 |
66 |
67 |
151 |
244 |
244 |
|
27 |
11 |
25 |
68 |
69 |
151 |
244 |
244 |
|
28 |
11 |
25 |
71 |
71 |
151 |
244 |
244 |
|
29 |
11 |
25 |
73 |
73 |
151 |
244 |
244 |
|
30 |
12 |
26 |
76 |
75 |
151 |
244 |
244 |
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 |
44 |
177 |
304 |
3 145 |
|
2 |
0 |
11 |
22 |
44 |
177 |
347 |
2 352 |
|
3 |
1 |
11 |
23 |
49 |
172 |
362 |
1 777 |
|
4 |
1 |
13 |
26 |
54 |
169 |
362 |
1 374 |
|
5 |
1 |
16 |
28 |
58 |
168 |
353 |
1 089 |
|
6 |
2 |
18 |
32 |
59 |
167 |
339 |
883 |
|
7 |
3 |
21 |
36 |
59 |
166 |
323 |
730 |
|
8 |
6 |
24 |
37 |
59 |
164 |
306 |
613 |
|
9 |
8 |
30 |
41 |
58 |
164 |
288 |
522 |
|
10 |
11 |
34 |
42 |
57 |
163 |
271 |
449 |
|
11 |
10 |
33 |
41 |
57 |
162 |
255 |
390 |
|
12 |
9 |
32 |
41 |
57 |
161 |
254 |
341 |
|
13 |
8 |
31 |
42 |
57 |
160 |
254 |
300 |
|
14 |
8 |
31 |
42 |
58 |
160 |
253 |
266 |
|
15 |
8 |
31 |
43 |
58 |
159 |
252 |
252 |
|
16 |
8 |
31 |
43 |
58 |
158 |
251 |
251 |
|
17 |
8 |
31 |
44 |
58 |
157 |
250 |
250 |
|
18 |
8 |
31 |
47 |
58 |
156 |
250 |
250 |
|
19 |
8 |
31 |
50 |
58 |
156 |
250 |
250 |
|
20 |
8 |
31 |
51 |
58 |
156 |
250 |
250 |
|
21 |
8 |
31 |
54 |
58 |
156 |
250 |
250 |
|
22 |
8 |
31 |
57 |
60 |
156 |
250 |
250 |
|
23 |
9 |
31 |
59 |
62 |
156 |
249 |
249 |
|
24 |
9 |
31 |
62 |
63 |
155 |
248 |
248 |
|
25 |
10 |
31 |
64 |
65 |
154 |
248 |
248 |
|
26 |
10 |
31 |
67 |
67 |
154 |
247 |
247 |
|
27 |
11 |
31 |
69 |
69 |
153 |
247 |
247 |
|
28 |
11 |
31 |
72 |
71 |
153 |
246 |
246 |
|
29 |
11 |
31 |
74 |
73 |
152 |
246 |
246 |
|
30 |
12 |
31 |
76 |
75 |
152 |
245 |
245 |
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 |
98 |
120 |
237 |
332 |
3 435 |
|
2 |
79 |
91 |
97 |
118 |
236 |
380 |
2 594 |
|
3 |
77 |
90 |
98 |
122 |
229 |
397 |
1 963 |
|
4 |
75 |
89 |
99 |
124 |
225 |
396 |
1515 |
|
5 |
74 |
89 |
100 |
123 |
223 |
386 |
1 199 |
|
6 |
73 |
89 |
100 |
125 |
221 |
371 |
971 |
|
7 |
73 |
90 |
100 |
125 |
219 |
353 |
802 |
|
8 |
71 |
88 |
99 |
125 |
217 |
335 |
674 |
|
9 |
69 |
87 |
99 |
126 |
215 |
316 |
575 |
|
10 |
68 |
86 |
99 |
126 |
213 |
307 |
495 |
|
11 |
67 |
85 |
98 |
126 |
212 |
305 |
430 |
|
12 |
65 |
84 |
97 |
124 |
210 |
304 |
376 |
|
13 |
64 |
83 |
95 |
123 |
209 |
302 |
331 |
|
14 |
63 |
81 |
94 |
122 |
207 |
301 |
301 |
|
15 |
61 |
80 |
93 |
120 |
206 |
299 |
299 |
|
16 |
60 |
79 |
91 |
119 |
205 |
298 |
298 |
|
17 |
59 |
78 |
90 |
118 |
204 |
297 |
297 |
|
18 |
58 |
77 |
90 |
117 |
203 |
297 |
297 |
|
19 |
58 |
76 |
89 |
116 |
202 |
296 |
296 |
|
20 |
57 |
75 |
88 |
116 |
201 |
295 |
295 |
|
21 |
56 |
75 |
87 |
115 |
201 |
294 |
294 |
|
22 |
55 |
74 |
86 |
114 |
200 |
293 |
293 |
|
23 |
54 |
73 |
85 |
113 |
198 |
292 |
292 |
|
24 |
53 |
71 |
84 |
112 |
197 |
291 |
291 |
|
25 |
52 |
70 |
83 |
111 |
196 |
290 |
290 |
|
26 |
51 |
69 |
82 |
109 |
195 |
289 |
289 |
|
27 |
49 |
68 |
81 |
108 |
194 |
288 |
288 |
|
28 |
48 |
67 |
80 |
107 |
193 |
286 |
286 |
|
29 |
47 |
66 |
80 |
106 |
192 |
285 |
285 |
|
30 |
46 |
65 |
82 |
105 |
191 |
284 |
284 |
3.10. Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
53 |
65 |
71 |
92 |
210 |
325 |
3 377 |
|
2 |
52 |
64 |
70 |
91 |
209 |
372 |
2 535 |
|
3 |
51 |
64 |
72 |
96 |
203 |
388 |
1 917 |
|
4 |
50 |
64 |
74 |
98 |
200 |
388 |
1 481 |
|
5 |
49 |
64 |
76 |
99 |
198 |
378 |
1 172 |
|
6 |
49 |
65 |
76 |
101 |
197 |
363 |
949 |
|
7 |
49 |
66 |
77 |
101 |
195 |
346 |
784 |
|
8 |
48 |
66 |
77 |
102 |
194 |
327 |
658 |
|
9 |
47 |
65 |
77 |
104 |
193 |
308 |
559 |
|
10 |
46 |
65 |
77 |
105 |
192 |
290 |
481 |
|
11 |
46 |
65 |
77 |
105 |
191 |
284 |
417 |
|
12 |
45 |
64 |
76 |
104 |
190 |
283 |
365 |
|
13 |
45 |
63 |
76 |
104 |
189 |
283 |
321 |
|
14 |
44 |
63 |
75 |
103 |
189 |
282 |
284 |
|
15 |
43 |
62 |
75 |
102 |
188 |
282 |
282 |
|
16 |
43 |
61 |
74 |
102 |
187 |
281 |
281 |
|
17 |
42 |
61 |
73 |
101 |
187 |
280 |
280 |
|
18 |
42 |
60 |
73 |
101 |
186 |
280 |
280 |
|
19 |
41 |
60 |
72 |
100 |
186 |
279 |
279 |
|
20 |
41 |
60 |
72 |
100 |
186 |
279 |
279 |
|
21 |
41 |
59 |
72 |
100 |
185 |
279 |
279 |
|
22 |
40 |
59 |
71 |
99 |
185 |
278 |
278 |
|
23 |
40 |
58 |
71 |
99 |
184 |
278 |
278 |
|
24 |
39 |
58 |
70 |
98 |
184 |
277 |
277 |
|
25 |
38 |
57 |
70 |
97 |
183 |
277 |
277 |
|
26 |
38 |
57 |
70 |
97 |
182 |
276 |
276 |
|
27 |
37 |
56 |
72 |
96 |
182 |
275 |
275 |
|
28 |
36 |
55 |
75 |
95 |
181 |
274 |
274 |
|
29 |
36 |
54 |
78 |
95 |
180 |
274 |
274 |
|
30 |
35 |
54 |
80 |
94 |
180 |
273 |
273 |
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 |
184 |
307 |
3 175 |
|
2 |
28 |
40 |
46 |
67 |
185 |
349 |
2 371 |
|
3 |
27 |
40 |
48 |
71 |
179 |
365 |
1 793 |
|
4 |
26 |
40 |
50 |
74 |
176 |
365 |
1 387 |
|
5 |
26 |
41 |
52 |
76 |
175 |
356 |
1 100 |
|
6 |
27 |
43 |
54 |
78 |
174 |
343 |
892 |
|
7 |
27 |
44 |
55 |
79 |
173 |
327 |
738 |
|
8 |
27 |
44 |
55 |
81 |
173 |
309 |
620 |
|
9 |
26 |
44 |
56 |
83 |
172 |
292 |
528 |
|
10 |
26 |
45 |
57 |
84 |
171 |
274 |
454 |
|
11 |
26 |
44 |
57 |
85 |
171 |
264 |
394 |
|
12 |
25 |
44 |
56 |
84 |
170 |
263 |
345 |
|
13 |
24 |
43 |
56 |
83 |
169 |
263 |
304 |
|
14 |
24 |
43 |
55 |
83 |
169 |
262 |
269 |
|
15 |
23 |
42 |
55 |
82 |
168 |
261 |
261 |
|
16 |
23 |
41 |
54 |
82 |
167 |
261 |
261 |
|
17 |
22 |
41 |
54 |
81 |
167 |
260 |
260 |
|
18 |
22 |
41 |
53 |
81 |
167 |
260 |
260 |
|
19 |
22 |
41 |
53 |
81 |
167 |
260 |
260 |
|
20 |
22 |
41 |
53 |
81 |
167 |
260 |
260 |
|
21 |
22 |
41 |
55 |
81 |
167 |
260 |
260 |
|
22 |
22 |
41 |
58 |
81 |
167 |
260 |
260 |
|
23 |
22 |
41 |
59 |
81 |
166 |
260 |
260 |
|
24 |
22 |
40 |
62 |
80 |
166 |
260 |
260 |
|
25 |
21 |
40 |
65 |
80 |
166 |
259 |
259 |
|
26 |
21 |
40 |
67 |
80 |
166 |
259 |
259 |
|
27 |
21 |
39 |
70 |
80 |
165 |
259 |
259 |
|
28 |
20 |
39 |
72 |
79 |
165 |
259 |
259 |
|
29 |
20 |
39 |
74 |
79 |
165 |
258 |
258 |
|
30 |
20 |
39 |
78 |
79 |
164 |
258 |
258 |
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 |
141 |
292 |
3005 |
|
2 |
0 |
1 |
6 |
24 |
142 |
333 |
2 247 |
|
3 |
1 |
1 |
8 |
29 |
137 |
348 |
1702 |
|
4 |
1 |
3 |
11 |
33 |
134 |
349 |
1 319 |
|
5 |
1 |
4 |
15 |
35 |
134 |
341 |
1 048 |
|
6 |
2 |
4 |
17 |
38 |
134 |
329 |
851 |
|
7 |
2 |
6 |
19 |
40 |
134 |
314 |
705 |
|
8 |
2 |
6 |
21 |
43 |
134 |
297 |
593 |
|
9 |
4 |
7 |
24 |
46 |
134 |
281 |
506 |
|
10 |
4 |
8 |
27 |
47 |
134 |
264 |
436 |
|
11 |
4 |
9 |
30 |
49 |
135 |
248 |
379 |
|
12 |
4 |
9 |
31 |
48 |
134 |
233 |
332 |
|
13 |
4 |
11 |
34 |
49 |
135 |
228 |
292 |
|
14 |
5 |
11 |
37 |
49 |
135 |
228 |
259 |
|
15 |
6 |
13 |
39 |
48 |
134 |
227 |
231 |
|
16 |
6 |
13 |
41 |
47 |
133 |
226 |
226 |
|
17 |
6 |
14 |
44 |
49 |
133 |
226 |
226 |
|
18 |
6 |
15 |
46 |
51 |
133 |
226 |
226 |
|
19 |
7 |
16 |
48 |
53 |
133 |
226 |
226 |
|
20 |
7 |
16 |
51 |
55 |
134 |
227 |
227 |
|
21 |
7 |
18 |
53 |
57 |
134 |
227 |
227 |
|
22 |
8 |
19 |
55 |
59 |
134 |
227 |
227 |
|
23 |
8 |
19 |
58 |
61 |
134 |
227 |
227 |
|
24 |
8 |
21 |
60 |
63 |
134 |
227 |
227 |
|
25 |
9 |
21 |
63 |
65 |
133 |
227 |
227 |
|
26 |
9 |
22 |
66 |
67 |
135 |
227 |
227 |
|
27 |
10 |
23 |
68 |
69 |
136 |
227 |
227 |
|
28 |
10 |
24 |
70 |
70 |
138 |
226 |
226 |
|
29 |
10 |
24 |
73 |
73 |
138 |
226 |
226 |
|
30 |
11 |
26 |
75 |
75 |
140 |
226 |
226 |
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 |
59 |
80 |
198 |
308 |
3 183 |
|
2 |
41 |
53 |
59 |
80 |
198 |
352 |
2 387 |
|
3 |
40 |
53 |
61 |
85 |
192 |
368 |
1 808 |
|
4 |
39 |
53 |
63 |
88 |
189 |
368 |
1 400 |
|
5 |
39 |
54 |
66 |
89 |
188 |
359 |
1109 |
|
6 |
40 |
56 |
67 |
91 |
187 |
347 |
902 |
|
7 |
41 |
58 |
68 |
93 |
187 |
331 |
746 |
|
8 |
40 |
57 |
68 |
94 |
186 |
313 |
627 |
|
9 |
39 |
57 |
69 |
96 |
185 |
296 |
534 |
|
10 |
39 |
57 |
70 |
97 |
184 |
278 |
459 |
|
11 |
39 |
57 |
70 |
97 |
183 |
277 |
399 |
|
12 |
38 |
57 |
69 |
97 |
183 |
276 |
349 |
|
13 |
37 |
56 |
68 |
96 |
182 |
275 |
308 |
|
14 |
37 |
55 |
68 |
96 |
181 |
275 |
275 |
|
15 |
36 |
55 |
67 |
95 |
181 |
274 |
274 |
|
16 |
35 |
54 |
67 |
94 |
180 |
273 |
273 |
|
17 |
35 |
54 |
66 |
94 |
180 |
273 |
273 |
|
18 |
34 |
53 |
66 |
93 |
179 |
272 |
272 |
|
19 |
34 |
53 |
65 |
93 |
179 |
272 |
272 |
|
20 |
34 |
53 |
65 |
93 |
178 |
272 |
272 |
|
21 |
34 |
52 |
65 |
92 |
178 |
272 |
272 |
|
22 |
33 |
52 |
64 |
92 |
178 |
271 |
271 |
|
23 |
32 |
51 |
64 |
91 |
177 |
271 |
271 |
|
24 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
25 |
31 |
50 |
66 |
90 |
176 |
269 |
269 |
|
26 |
30 |
49 |
68 |
89 |
175 |
269 |
269 |
|
27 |
30 |
48 |
71 |
89 |
174 |
268 |
268 |
|
28 |
29 |
48 |
73 |
88 |
174 |
267 |
267 |
|
29 |
28 |
47 |
75 |
87 |
173 |
266 |
266 |
|
30 |
28 |
46 |
78 |
86 |
172 |
266 |
266 |
3.14. Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
13 |
25 |
32 |
53 |
170 |
298 |
3 072 |
|
2 |
17 |
29 |
35 |
57 |
174 |
341 |
2308 |
|
3 |
19 |
32 |
40 |
64 |
172 |
358 |
1 753 |
|
4 |
22 |
35 |
46 |
70 |
171 |
359 |
1 360 |
|
5 |
24 |
39 |
50 |
73 |
173 |
352 |
1 081 |
|
6 |
24 |
39 |
51 |
75 |
171 |
339 |
878 |
|
7 |
28 |
45 |
56 |
80 |
174 |
323 |
727 |
|
8 |
27 |
45 |
56 |
82 |
173 |
306 |
612 |
|
9 |
29 |
47 |
58 |
85 |
174 |
289 |
521 |
|
10 |
30 |
49 |
61 |
88 |
175 |
272 |
449 |
|
11 |
31 |
50 |
63 |
90 |
176 |
270 |
391 |
|
12 |
32 |
51 |
63 |
91 |
177 |
270 |
342 |
|
13 |
33 |
51 |
64 |
92 |
177 |
271 |
302 |
|
14 |
33 |
52 |
64 |
92 |
178 |
271 |
271 |
|
15 |
33 |
52 |
64 |
92 |
178 |
271 |
271 |
|
16 |
33 |
51 |
64 |
92 |
177 |
271 |
271 |
|
17 |
33 |
52 |
64 |
92 |
177 |
271 |
271 |
|
18 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
19 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
20 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
21 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
22 |
32 |
50 |
63 |
91 |
176 |
270 |
270 |
|
23 |
31 |
50 |
63 |
90 |
176 |
270 |
270 |
|
24 |
31 |
50 |
62 |
90 |
176 |
269 |
269 |
|
25 |
31 |
49 |
65 |
89 |
175 |
269 |
269 |
|
26 |
30 |
49 |
67 |
89 |
175 |
268 |
268 |
|
27 |
30 |
48 |
70 |
88 |
174 |
268 |
268 |
|
28 |
29 |
48 |
72 |
88 |
174 |
267 |
267 |
|
29 |
28 |
47 |
75 |
87 |
173 |
267 |
267 |
|
30 |
28 |
47 |
78 |
87 |
173 |
266 |
266 |
3.15. Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
14 |
26 |
32 |
53 |
171 |
308 |
3 190 |
|
2 |
15 |
27 |
33 |
54 |
172 |
351 |
2 382 |
|
3 |
15 |
28 |
36 |
60 |
167 |
366 |
1801 |
|
4 |
16 |
29 |
39 |
64 |
165 |
366 |
1 392 |
|
5 |
16 |
31 |
43 |
66 |
165 |
357 |
1104 |
|
6 |
18 |
34 |
45 |
69 |
165 |
344 |
895 |
|
7 |
19 |
36 |
47 |
71 |
165 |
328 |
741 |
|
8 |
19 |
37 |
48 |
74 |
165 |
311 |
623 |
|
9 |
20 |
38 |
49 |
76 |
165 |
293 |
530 |
|
10 |
20 |
39 |
51 |
79 |
165 |
276 |
457 |
|
11 |
21 |
39 |
52 |
79 |
165 |
259 |
397 |
|
12 |
21 |
39 |
52 |
80 |
166 |
259 |
347 |
|
13 |
21 |
40 |
52 |
80 |
166 |
259 |
306 |
|
14 |
21 |
40 |
52 |
80 |
166 |
259 |
271 |
|
15 |
21 |
40 |
52 |
80 |
166 |
259 |
259 |
|
16 |
21 |
39 |
52 |
80 |
165 |
259 |
259 |
|
17 |
21 |
39 |
52 |
80 |
165 |
259 |
259 |
|
18 |
21 |
39 |
52 |
80 |
165 |
259 |
259 |
|
19 |
21 |
39 |
52 |
80 |
165 |
259 |
259 |
|
20 |
21 |
39 |
53 |
80 |
165 |
259 |
259 |
|
21 |
21 |
39 |
55 |
80 |
165 |
259 |
259 |
|
22 |
20 |
39 |
58 |
79 |
165 |
258 |
258 |
|
23 |
20 |
39 |
61 |
79 |
165 |
258 |
258 |
|
24 |
19 |
38 |
62 |
78 |
164 |
258 |
258 |
|
25 |
19 |
38 |
65 |
78 |
164 |
257 |
257 |
|
26 |
19 |
37 |
67 |
77 |
163 |
257 |
257 |
|
27 |
18 |
37 |
70 |
77 |
163 |
256 |
256 |
|
28 |
18 |
36 |
72 |
77 |
162 |
256 |
256 |
|
29 |
17 |
36 |
75 |
76 |
162 |
255 |
255 |
|
30 |
17 |
36 |
78 |
77 |
162 |
255 |
255 |
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 |
47 |
59 |
65 |
86 |
204 |
333 |
3 469 |
|
2 |
50 |
62 |
68 |
89 |
207 |
372 |
2 551 |
|
3 |
52 |
65 |
73 |
97 |
204 |
386 |
1 914 |
|
4 |
53 |
67 |
77 |
102 |
203 |
384 |
1 475 |
|
5 |
55 |
70 |
81 |
104 |
204 |
374 |
1 167 |
|
6 |
57 |
73 |
84 |
108 |
204 |
360 |
946 |
|
7 |
58 |
75 |
86 |
110 |
204 |
343 |
782 |
|
8 |
58 |
76 |
87 |
112 |
204 |
325 |
657 |
|
9 |
58 |
77 |
88 |
115 |
204 |
307 |
559 |
|
10 |
59 |
77 |
90 |
117 |
204 |
297 |
481 |
|
11 |
59 |
78 |
90 |
118 |
204 |
297 |
418 |
|
12 |
58 |
77 |
90 |
117 |
203 |
297 |
366 |
|
13 |
58 |
77 |
89 |
117 |
202 |
296 |
322 |
|
14 |
57 |
76 |
88 |
116 |
202 |
295 |
295 |
|
15 |
56 |
75 |
87 |
115 |
201 |
294 |
294 |
|
16 |
56 |
74 |
87 |
114 |
200 |
294 |
294 |
|
17 |
55 |
74 |
86 |
114 |
200 |
293 |
293 |
|
18 |
54 |
73 |
85 |
113 |
199 |
292 |
292 |
|
19 |
54 |
72 |
85 |
113 |
198 |
292 |
292 |
|
20 |
53 |
72 |
84 |
112 |
198 |
291 |
291 |
|
21 |
52 |
71 |
84 |
111 |
197 |
290 |
290 |
|
22 |
52 |
70 |
83 |
110 |
196 |
290 |
290 |
|
23 |
51 |
69 |
82 |
110 |
195 |
289 |
289 |
|
24 |
50 |
68 |
81 |
109 |
194 |
288 |
288 |
|
25 |
49 |
68 |
80 |
108 |
193 |
287 |
287 |
|
26 |
48 |
67 |
79 |
107 |
193 |
286 |
286 |
|
27 |
47 |
66 |
78 |
106 |
192 |
285 |
285 |
|
28 |
46 |
65 |
77 |
105 |
191 |
284 |
284 |
|
29 |
45 |
64 |
78 |
104 |
190 |
283 |
283 |
|
30 |
44 |
63 |
81 |
103 |
189 |
282 |
282 |
3.17. Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
77 |
89 |
96 |
117 |
234 |
336 |
3501 |
|
2 |
82 |
94 |
101 |
122 |
239 |
385 |
2 635 |
|
3 |
83 |
96 |
104 |
128 |
235 |
404 |
2004 |
|
4 |
83 |
97 |
107 |
132 |
233 |
406 |
1 555 |
|
5 |
86 |
101 |
113 |
136 |
235 |
398 |
1 236 |
|
6 |
89 |
105 |
116 |
140 |
236 |
384 |
1004 |
|
7 |
91 |
108 |
118 |
143 |
237 |
367 |
831 |
|
8 |
92 |
110 |
121 |
147 |
238 |
348 |
699 |
|
9 |
94 |
112 |
123 |
150 |
239 |
332 |
595 |
|
10 |
94 |
113 |
125 |
152 |
239 |
333 |
512 |
|
11 |
94 |
113 |
125 |
153 |
239 |
332 |
445 |
|
12 |
94 |
112 |
125 |
152 |
238 |
332 |
389 |
|
13 |
92 |
111 |
124 |
151 |
237 |
331 |
342 |
|
14 |
91 |
110 |
122 |
150 |
236 |
329 |
329 |
|
15 |
90 |
109 |
121 |
149 |
234 |
328 |
328 |
|
16 |
88 |
107 |
120 |
147 |
233 |
327 |
327 |
|
17 |
87 |
106 |
118 |
146 |
232 |
325 |
325 |
|
18 |
86 |
105 |
117 |
145 |
230 |
324 |
324 |
|
19 |
84 |
103 |
116 |
143 |
229 |
323 |
323 |
|
20 |
83 |
102 |
114 |
142 |
228 |
321 |
321 |
|
21 |
82 |
100 |
113 |
141 |
226 |
320 |
320 |
|
22 |
80 |
99 |
111 |
139 |
225 |
318 |
318 |
|
23 |
78 |
97 |
110 |
137 |
223 |
317 |
317 |
|
24 |
77 |
96 |
108 |
136 |
221 |
315 |
315 |
|
25 |
75 |
94 |
106 |
134 |
220 |
313 |
313 |
|
26 |
73 |
92 |
105 |
132 |
218 |
312 |
312 |
|
27 |
72 |
91 |
103 |
131 |
216 |
310 |
310 |
|
28 |
70 |
89 |
101 |
129 |
215 |
308 |
308 |
|
29 |
69 |
87 |
100 |
128 |
213 |
307 |
307 |
|
30 |
67 |
86 |
98 |
126 |
212 |
305 |
305 |
3.18. Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
7 |
19 |
26 |
47 |
164 |
306 |
3 161 |
|
2 |
10 |
22 |
29 |
50 |
167 |
349 |
2 366 |
|
3 |
12 |
25 |
33 |
57 |
164 |
364 |
1 789 |
|
4 |
13 |
27 |
37 |
62 |
163 |
364 |
1 384 |
|
5 |
15 |
30 |
42 |
65 |
164 |
356 |
1 098 |
|
6 |
17 |
33 |
44 |
69 |
165 |
342 |
891 |
|
7 |
19 |
36 |
46 |
71 |
165 |
326 |
737 |
|
8 |
19 |
37 |
48 |
73 |
165 |
309 |
619 |
|
9 |
20 |
38 |
49 |
76 |
165 |
292 |
527 |
|
10 |
20 |
38 |
51 |
78 |
165 |
274 |
454 |
|
11 |
20 |
39 |
51 |
79 |
165 |
258 |
394 |
|
12 |
20 |
39 |
51 |
79 |
165 |
258 |
345 |
|
13 |
19 |
38 |
51 |
78 |
164 |
257 |
304 |
|
14 |
19 |
37 |
50 |
78 |
163 |
257 |
269 |
|
15 |
18 |
37 |
49 |
77 |
163 |
256 |
256 |
|
16 |
17 |
36 |
49 |
76 |
162 |
255 |
255 |
|
17 |
17 |
36 |
48 |
76 |
162 |
255 |
255 |
|
18 |
17 |
36 |
48 |
76 |
162 |
255 |
255 |
|
19 |
17 |
35 |
50 |
76 |
161 |
255 |
255 |
|
20 |
17 |
36 |
53 |
76 |
162 |
255 |
255 |
|
21 |
17 |
36 |
55 |
76 |
162 |
255 |
255 |
|
22 |
17 |
36 |
58 |
76 |
162 |
255 |
255 |
|
23 |
17 |
36 |
59 |
76 |
162 |
255 |
255 |
|
24 |
17 |
36 |
62 |
76 |
161 |
255 |
255 |
|
25 |
17 |
35 |
65 |
76 |
161 |
255 |
255 |
|
26 |
16 |
35 |
67 |
75 |
161 |
255 |
255 |
|
27 |
16 |
35 |
70 |
75 |
161 |
254 |
254 |
|
28 |
16 |
35 |
72 |
75 |
161 |
254 |
254 |
|
29 |
16 |
35 |
74 |
75 |
160 |
254 |
254 |
|
30 |
16 |
34 |
78 |
77 |
160 |
254 |
254 |
3.19. Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
91 |
103 |
109 |
130 |
247 |
343 |
3 338 |
|
2 |
92 |
104 |
110 |
131 |
249 |
368 |
2507 |
|
3 |
92 |
104 |
113 |
136 |
244 |
385 |
1902 |
|
4 |
92 |
106 |
116 |
140 |
242 |
386 |
1 474 |
|
5 |
93 |
108 |
119 |
142 |
242 |
378 |
1 170 |
|
6 |
94 |
110 |
121 |
145 |
241 |
364 |
950 |
|
7 |
95 |
112 |
122 |
147 |
241 |
347 |
786 |
|
8 |
95 |
113 |
124 |
149 |
241 |
334 |
661 |
|
9 |
95 |
113 |
124 |
151 |
240 |
334 |
563 |
|
10 |
94 |
112 |
125 |
152 |
239 |
332 |
484 |
|
11 |
92 |
111 |
124 |
151 |
237 |
331 |
421 |
|
12 |
91 |
110 |
122 |
150 |
236 |
329 |
368 |
|
13 |
89 |
108 |
120 |
148 |
234 |
327 |
327 |
|
14 |
87 |
106 |
119 |
146 |
232 |
325 |
325 |
|
15 |
86 |
104 |
117 |
145 |
230 |
324 |
324 |
|
16 |
84 |
103 |
115 |
143 |
228 |
322 |
322 |
|
17 |
82 |
101 |
114 |
141 |
227 |
320 |
320 |
|
18 |
81 |
100 |
112 |
140 |
226 |
319 |
319 |
|
19 |
80 |
98 |
111 |
138 |
224 |
318 |
318 |
|
20 |
79 |
97 |
110 |
137 |
223 |
317 |
317 |
|
21 |
77 |
96 |
109 |
136 |
222 |
316 |
316 |
|
22 |
76 |
95 |
107 |
135 |
221 |
314 |
314 |
|
23 |
75 |
94 |
106 |
134 |
220 |
313 |
313 |
|
24 |
74 |
93 |
105 |
133 |
219 |
312 |
312 |
|
25 |
73 |
91 |
104 |
132 |
217 |
311 |
311 |
|
26 |
71 |
90 |
103 |
130 |
216 |
309 |
309 |
|
27 |
70 |
89 |
101 |
129 |
215 |
308 |
308 |
|
28 |
69 |
88 |
100 |
128 |
214 |
307 |
307 |
|
29 |
68 |
87 |
99 |
127 |
213 |
306 |
306 |
|
30 |
67 |
86 |
98 |
126 |
211 |
305 |
305 |
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 |
309 |
321 |
328 |
349 |
466 |
561 |
3 526 |
|
2 |
82 |
94 |
100 |
122 |
239 |
384 |
2 635 |
|
3 |
84 |
97 |
105 |
129 |
236 |
400 |
1 988 |
|
4 |
86 |
100 |
110 |
134 |
236 |
400 |
1 534 |
|
5 |
88 |
103 |
114 |
137 |
237 |
390 |
1214 |
|
6 |
90 |
106 |
117 |
141 |
237 |
375 |
984 |
|
7 |
92 |
109 |
119 |
144 |
238 |
357 |
813 |
|
8 |
93 |
110 |
121 |
147 |
239 |
338 |
682 |
|
9 |
93 |
111 |
123 |
150 |
239 |
332 |
580 |
|
10 |
93 |
112 |
124 |
152 |
239 |
332 |
499 |
|
11 |
94 |
112 |
125 |
153 |
239 |
332 |
433 |
|
12 |
94 |
113 |
125 |
153 |
239 |
332 |
378 |
|
13 |
94 |
113 |
125 |
153 |
239 |
332 |
333 |
|
14 |
95 |
114 |
126 |
154 |
240 |
333 |
333 |
|
15 |
96 |
114 |
127 |
154 |
240 |
334 |
334 |
|
16 |
96 |
115 |
128 |
155 |
241 |
335 |
335 |
|
17 |
97 |
116 |
129 |
156 |
242 |
335 |
335 |
|
18 |
98 |
117 |
129 |
157 |
243 |
336 |
336 |
|
19 |
99 |
118 |
130 |
158 |
244 |
337 |
337 |
|
20 |
100 |
118 |
131 |
158 |
244 |
338 |
338 |
|
21 |
100 |
118 |
131 |
158 |
244 |
338 |
338 |
|
22 |
99 |
118 |
130 |
158 |
244 |
337 |
337 |
|
23 |
98 |
117 |
130 |
157 |
243 |
337 |
337 |
|
24 |
98 |
116 |
129 |
156 |
242 |
336 |
336 |
|
25 |
96 |
115 |
128 |
155 |
241 |
334 |
334 |
|
26 |
95 |
114 |
126 |
154 |
240 |
333 |
333 |
|
27 |
94 |
112 |
125 |
153 |
238 |
332 |
332 |
|
28 |
92 |
111 |
123 |
151 |
237 |
330 |
330 |
|
29 |
91 |
110 |
122 |
150 |
236 |
329 |
329 |
|
30 |
89 |
108 |
121 |
148 |
234 |
327 |
327 |
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 |
14 |
35 |
152 |
296 |
3 055 |
|
2 |
0 |
7 |
13 |
34 |
152 |
337 |
2 281 |
|
3 |
1 |
7 |
15 |
39 |
146 |
352 |
1 725 |
|
4 |
1 |
7 |
17 |
42 |
143 |
353 |
1 335 |
|
5 |
1 |
8 |
20 |
43 |
142 |
344 |
1 059 |
|
6 |
2 |
10 |
21 |
45 |
142 |
331 |
860 |
|
7 |
2 |
12 |
22 |
47 |
141 |
316 |
712 |
|
8 |
2 |
12 |
23 |
49 |
140 |
299 |
598 |
|
9 |
4 |
12 |
24 |
50 |
139 |
282 |
510 |
|
10 |
4 |
12 |
27 |
52 |
139 |
266 |
439 |
|
11 |
4 |
12 |
30 |
53 |
139 |
249 |
381 |
|
12 |
4 |
13 |
31 |
53 |
139 |
234 |
334 |
|
13 |
4 |
13 |
34 |
53 |
139 |
232 |
294 |
|
14 |
5 |
13 |
37 |
53 |
139 |
232 |
261 |
|
15 |
6 |
13 |
40 |
53 |
139 |
233 |
233 |
|
16 |
6 |
13 |
41 |
54 |
139 |
233 |
233 |
|
17 |
6 |
14 |
44 |
54 |
140 |
233 |
233 |
|
18 |
6 |
15 |
47 |
55 |
140 |
234 |
234 |
|
19 |
7 |
16 |
49 |
55 |
141 |
235 |
235 |
|
20 |
7 |
17 |
51 |
56 |
142 |
235 |
235 |
|
21 |
7 |
18 |
54 |
57 |
143 |
236 |
236 |
|
22 |
8 |
19 |
56 |
60 |
143 |
237 |
237 |
|
23 |
8 |
19 |
58 |
61 |
144 |
237 |
237 |
|
24 |
8 |
21 |
61 |
63 |
144 |
238 |
238 |
|
25 |
9 |
21 |
63 |
65 |
145 |
238 |
238 |
|
26 |
9 |
22 |
66 |
67 |
145 |
239 |
239 |
|
27 |
10 |
23 |
68 |
69 |
145 |
239 |
239 |
|
28 |
10 |
24 |
71 |
71 |
146 |
239 |
239 |
|
29 |
10 |
25 |
73 |
73 |
146 |
239 |
239 |
|
30 |
11 |
26 |
75 |
75 |
146 |
240 |
240 |
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 |
65 |
86 |
204 |
310 |
3213 |
|
2 |
48 |
60 |
66 |
87 |
205 |
354 |
2 404 |
|
3 |
47 |
60 |
68 |
92 |
199 |
370 |
1 818 |
|
4 |
47 |
60 |
71 |
95 |
196 |
370 |
1 406 |
|
5 |
47 |
62 |
73 |
96 |
196 |
361 |
1 115 |
|
6 |
48 |
64 |
75 |
99 |
195 |
347 |
904 |
|
7 |
48 |
65 |
75 |
100 |
194 |
331 |
748 |
|
8 |
48 |
65 |
76 |
102 |
194 |
313 |
628 |
|
9 |
47 |
65 |
77 |
104 |
193 |
296 |
535 |
|
10 |
47 |
65 |
77 |
105 |
192 |
285 |
460 |
|
11 |
45 |
64 |
77 |
104 |
190 |
284 |
400 |
|
12 |
44 |
63 |
75 |
103 |
189 |
282 |
350 |
|
13 |
43 |
62 |
74 |
102 |
188 |
281 |
308 |
|
14 |
42 |
60 |
73 |
100 |
186 |
280 |
280 |
|
15 |
40 |
59 |
72 |
99 |
185 |
278 |
278 |
|
16 |
39 |
58 |
70 |
98 |
184 |
277 |
277 |
|
17 |
38 |
57 |
69 |
97 |
183 |
276 |
276 |
|
18 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
19 |
36 |
55 |
67 |
95 |
181 |
274 |
274 |
|
20 |
36 |
55 |
67 |
95 |
180 |
274 |
274 |
|
21 |
35 |
54 |
66 |
94 |
180 |
273 |
273 |
|
22 |
35 |
53 |
66 |
94 |
179 |
273 |
273 |
|
23 |
34 |
53 |
65 |
93 |
179 |
272 |
272 |
|
24 |
33 |
52 |
65 |
92 |
178 |
271 |
271 |
|
25 |
33 |
51 |
66 |
92 |
177 |
271 |
271 |
|
26 |
32 |
51 |
68 |
91 |
177 |
270 |
270 |
|
27 |
31 |
50 |
71 |
90 |
176 |
269 |
269 |
|
28 |
31 |
49 |
73 |
89 |
175 |
269 |
269 |
|
29 |
30 |
49 |
76 |
89 |
175 |
268 |
268 |
|
30 |
29 |
48 |
78 |
88 |
174 |
267 |
267 |
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 |
122 |
128 |
150 |
267 |
362 |
3 350 |
|
2 |
111 |
123 |
130 |
151 |
268 |
371 |
2529 |
|
3 |
113 |
126 |
134 |
157 |
265 |
390 |
1 922 |
|
4 |
114 |
128 |
138 |
162 |
264 |
391 |
1 492 |
|
5 |
116 |
130 |
142 |
165 |
264 |
383 |
1 186 |
|
6 |
117 |
133 |
144 |
169 |
265 |
370 |
965 |
|
7 |
119 |
136 |
146 |
171 |
265 |
358 |
800 |
|
8 |
119 |
136 |
147 |
173 |
265 |
358 |
674 |
|
9 |
119 |
137 |
148 |
175 |
264 |
358 |
574 |
|
10 |
119 |
137 |
149 |
177 |
264 |
357 |
495 |
|
11 |
118 |
137 |
149 |
177 |
263 |
356 |
430 |
|
12 |
117 |
135 |
148 |
176 |
261 |
355 |
377 |
|
13 |
115 |
134 |
146 |
174 |
260 |
353 |
353 |
|
14 |
114 |
132 |
145 |
172 |
258 |
352 |
352 |
|
15 |
112 |
130 |
143 |
171 |
256 |
350 |
350 |
|
16 |
109 |
128 |
141 |
168 |
254 |
348 |
348 |
|
17 |
108 |
126 |
139 |
166 |
252 |
346 |
346 |
|
18 |
106 |
124 |
137 |
164 |
250 |
344 |
344 |
|
19 |
104 |
122 |
135 |
163 |
248 |
342 |
342 |
|
20 |
102 |
121 |
133 |
161 |
247 |
340 |
340 |
|
21 |
100 |
119 |
132 |
159 |
245 |
338 |
338 |
|
22 |
99 |
117 |
130 |
157 |
243 |
337 |
337 |
|
23 |
97 |
115 |
128 |
156 |
241 |
335 |
335 |
|
24 |
95 |
114 |
126 |
154 |
239 |
333 |
333 |
|
25 |
93 |
112 |
124 |
152 |
238 |
331 |
331 |
|
26 |
91 |
110 |
122 |
150 |
236 |
329 |
329 |
|
27 |
89 |
108 |
120 |
148 |
234 |
327 |
327 |
|
28 |
88 |
106 |
119 |
146 |
232 |
326 |
326 |
|
29 |
86 |
105 |
117 |
145 |
231 |
324 |
324 |
|
30 |
84 |
103 |
115 |
143 |
229 |
322 |
322 |
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 |
162 |
175 |
181 |
202 |
319 |
415 |
3 721 |
|
2 |
172 |
184 |
190 |
211 |
329 |
424 |
2 760 |
|
3 |
176 |
189 |
197 |
221 |
328 |
423 |
2 084 |
|
4 |
178 |
192 |
202 |
226 |
328 |
422 |
1 611 |
|
5 |
179 |
194 |
205 |
229 |
328 |
421 |
1 277 |
|
6 |
180 |
195 |
207 |
231 |
327 |
420 |
1 036 |
|
7 |
180 |
197 |
207 |
232 |
326 |
419 |
857 |
|
8 |
179 |
196 |
208 |
233 |
325 |
418 |
720 |
|
9 |
178 |
196 |
208 |
235 |
324 |
417 |
613 |
|
10 |
178 |
196 |
208 |
236 |
323 |
416 |
527 |
|
11 |
176 |
195 |
207 |
235 |
321 |
414 |
458 |
|
12 |
174 |
193 |
205 |
233 |
319 |
412 |
412 |
|
13 |
171 |
190 |
202 |
230 |
316 |
409 |
409 |
|
14 |
168 |
187 |
200 |
227 |
313 |
407 |
407 |
|
15 |
165 |
184 |
197 |
224 |
310 |
404 |
404 |
|
16 |
163 |
181 |
194 |
221 |
307 |
401 |
401 |
|
17 |
160 |
178 |
191 |
218 |
304 |
398 |
398 |
|
18 |
157 |
175 |
188 |
216 |
301 |
395 |
395 |
|
19 |
154 |
172 |
185 |
213 |
298 |
392 |
392 |
|
20 |
151 |
170 |
182 |
210 |
295 |
389 |
389 |
|
21 |
148 |
167 |
179 |
207 |
293 |
386 |
386 |
|
22 |
145 |
164 |
176 |
204 |
289 |
383 |
383 |
|
23 |
142 |
160 |
173 |
201 |
286 |
380 |
380 |
|
24 |
139 |
157 |
170 |
197 |
283 |
377 |
377 |
|
25 |
136 |
154 |
167 |
194 |
280 |
374 |
374 |
|
26 |
133 |
151 |
164 |
191 |
277 |
371 |
371 |
|
27 |
130 |
148 |
161 |
189 |
274 |
368 |
368 |
|
28 |
127 |
146 |
158 |
186 |
271 |
365 |
365 |
|
29 |
124 |
143 |
155 |
183 |
269 |
362 |
362 |
|
30 |
121 |
140 |
153 |
180 |
266 |
360 |
360 |
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 |
47 |
68 |
185 |
303 |
3 124 |
|
2 |
29 |
41 |
47 |
69 |
186 |
345 |
2 335 |
|
3 |
29 |
41 |
50 |
73 |
181 |
360 |
1 768 |
|
4 |
28 |
42 |
52 |
77 |
178 |
361 |
1 369 |
|
5 |
29 |
44 |
55 |
79 |
178 |
353 |
1 087 |
|
6 |
30 |
46 |
57 |
81 |
177 |
340 |
882 |
|
7 |
30 |
47 |
58 |
82 |
176 |
324 |
730 |
|
8 |
30 |
47 |
58 |
84 |
175 |
307 |
614 |
|
9 |
29 |
47 |
59 |
86 |
175 |
290 |
523 |
|
10 |
29 |
47 |
60 |
87 |
174 |
273 |
451 |
|
11 |
28 |
47 |
60 |
87 |
173 |
267 |
392 |
|
12 |
28 |
47 |
59 |
87 |
173 |
266 |
343 |
|
13 |
28 |
46 |
59 |
86 |
172 |
266 |
302 |
|
14 |
27 |
46 |
58 |
86 |
172 |
265 |
268 |
|
15 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
16 |
27 |
45 |
58 |
86 |
171 |
265 |
265 |
|
17 |
27 |
45 |
58 |
86 |
171 |
265 |
265 |
|
18 |
27 |
46 |
58 |
86 |
171 |
265 |
265 |
|
19 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
20 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
21 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
22 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
23 |
27 |
45 |
59 |
86 |
171 |
265 |
265 |
|
24 |
27 |
45 |
62 |
85 |
171 |
265 |
265 |
|
25 |
26 |
45 |
65 |
85 |
171 |
264 |
264 |
|
26 |
26 |
45 |
67 |
85 |
171 |
264 |
264 |
|
27 |
26 |
44 |
70 |
84 |
170 |
264 |
264 |
|
28 |
25 |
44 |
72 |
84 |
170 |
263 |
263 |
|
29 |
25 |
44 |
74 |
84 |
169 |
263 |
263 |
|
30 |
24 |
43 |
78 |
83 |
169 |
263 |
263 |
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 |
44 |
65 |
182 |
307 |
3 169 |
|
2 |
27 |
39 |
45 |
67 |
184 |
350 |
2 375 |
|
3 |
28 |
41 |
49 |
73 |
180 |
367 |
1802 |
|
4 |
29 |
43 |
53 |
78 |
179 |
368 |
1 398 |
|
5 |
31 |
46 |
57 |
81 |
180 |
360 |
1 110 |
|
6 |
33 |
49 |
60 |
84 |
180 |
347 |
902 |
|
7 |
35 |
52 |
62 |
87 |
181 |
331 |
747 |
|
8 |
35 |
52 |
63 |
89 |
181 |
314 |
628 |
|
9 |
35 |
54 |
65 |
92 |
181 |
296 |
535 |
|
10 |
36 |
55 |
67 |
95 |
181 |
279 |
461 |
|
11 |
37 |
56 |
68 |
96 |
182 |
275 |
401 |
|
12 |
37 |
56 |
68 |
96 |
182 |
275 |
351 |
|
13 |
37 |
56 |
68 |
96 |
182 |
275 |
309 |
|
14 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
15 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
16 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
17 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
18 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
19 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
20 |
37 |
56 |
69 |
96 |
182 |
276 |
276 |
|
21 |
38 |
56 |
69 |
96 |
182 |
276 |
276 |
|
22 |
37 |
56 |
69 |
96 |
182 |
276 |
276 |
|
23 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
24 |
37 |
56 |
68 |
96 |
181 |
275 |
275 |
|
25 |
36 |
55 |
67 |
95 |
181 |
274 |
274 |
|
26 |
36 |
55 |
69 |
95 |
180 |
274 |
274 |
|
27 |
35 |
54 |
71 |
94 |
180 |
273 |
273 |
|
28 |
35 |
53 |
73 |
94 |
179 |
273 |
273 |
|
29 |
34 |
53 |
77 |
93 |
179 |
272 |
272 |
|
30 |
33 |
52 |
79 |
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 |
123 |
135 |
141 |
162 |
280 |
375 |
3605 |
|
2 |
122 |
134 |
140 |
161 |
279 |
386 |
2 652 |
|
3 |
120 |
133 |
141 |
165 |
272 |
399 |
1 990 |
|
4 |
119 |
133 |
143 |
168 |
269 |
398 |
1 533 |
|
5 |
120 |
134 |
146 |
169 |
269 |
388 |
1213 |
|
6 |
120 |
136 |
147 |
171 |
267 |
373 |
983 |
|
7 |
120 |
137 |
148 |
172 |
266 |
360 |
812 |
|
8 |
119 |
137 |
148 |
174 |
265 |
359 |
682 |
|
9 |
119 |
137 |
148 |
175 |
264 |
358 |
580 |
|
10 |
118 |
137 |
149 |
177 |
264 |
357 |
499 |
|
11 |
118 |
137 |
149 |
177 |
263 |
356 |
433 |
|
12 |
117 |
136 |
148 |
176 |
262 |
355 |
379 |
|
13 |
116 |
135 |
147 |
175 |
260 |
354 |
354 |
|
14 |
115 |
133 |
146 |
173 |
259 |
353 |
353 |
|
15 |
113 |
131 |
144 |
171 |
257 |
351 |
351 |
|
16 |
111 |
129 |
142 |
169 |
255 |
349 |
349 |
|
17 |
108 |
127 |
139 |
167 |
253 |
346 |
346 |
|
18 |
106 |
125 |
137 |
165 |
251 |
344 |
344 |
|
19 |
104 |
123 |
135 |
163 |
249 |
342 |
342 |
|
20 |
102 |
121 |
133 |
161 |
246 |
340 |
340 |
|
21 |
100 |
118 |
131 |
158 |
244 |
338 |
338 |
|
22 |
97 |
116 |
129 |
156 |
242 |
335 |
335 |
|
23 |
95 |
114 |
126 |
154 |
240 |
333 |
333 |
|
24 |
93 |
112 |
124 |
152 |
238 |
331 |
331 |
|
25 |
91 |
110 |
122 |
150 |
235 |
329 |
329 |
|
26 |
89 |
107 |
120 |
148 |
233 |
327 |
327 |
|
27 |
87 |
105 |
118 |
145 |
231 |
325 |
325 |
|
28 |
84 |
103 |
116 |
143 |
229 |
323 |
323 |
|
29 |
82 |
101 |
114 |
141 |
227 |
321 |
321 |
|
30 |
81 |
99 |
112 |
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 |
15 |
36 |
153 |
305 |
3 150 |
|
2 |
0 |
10 |
17 |
38 |
155 |
347 |
2 355 |
|
3 |
1 |
12 |
20 |
44 |
151 |
363 |
1 783 |
|
4 |
1 |
14 |
24 |
49 |
150 |
363 |
1 380 |
|
5 |
2 |
17 |
28 |
52 |
151 |
355 |
1 094 |
|
6 |
4 |
20 |
31 |
55 |
151 |
341 |
888 |
|
7 |
6 |
23 |
33 |
57 |
152 |
325 |
734 |
|
8 |
6 |
23 |
34 |
60 |
152 |
308 |
617 |
|
9 |
6 |
24 |
36 |
63 |
152 |
291 |
525 |
|
10 |
6 |
25 |
37 |
64 |
151 |
273 |
452 |
|
11 |
6 |
25 |
37 |
65 |
151 |
257 |
393 |
|
12 |
6 |
25 |
37 |
65 |
151 |
244 |
344 |
|
13 |
6 |
25 |
37 |
65 |
151 |
244 |
303 |
|
14 |
6 |
24 |
37 |
64 |
150 |
244 |
268 |
|
15 |
6 |
24 |
40 |
64 |
150 |
244 |
244 |
|
16 |
6 |
24 |
43 |
64 |
150 |
243 |
243 |
|
17 |
6 |
24 |
45 |
64 |
150 |
243 |
243 |
|
18 |
6 |
24 |
47 |
64 |
150 |
243 |
243 |
|
19 |
7 |
24 |
50 |
64 |
150 |
243 |
243 |
|
20 |
7 |
25 |
53 |
65 |
150 |
244 |
244 |
|
21 |
7 |
25 |
55 |
65 |
151 |
244 |
244 |
|
22 |
9 |
25 |
57 |
65 |
151 |
245 |
245 |
|
23 |
9 |
25 |
59 |
66 |
151 |
245 |
245 |
|
24 |
10 |
26 |
62 |
66 |
152 |
245 |
245 |
|
25 |
10 |
26 |
65 |
67 |
152 |
245 |
245 |
|
26 |
10 |
26 |
67 |
69 |
152 |
245 |
245 |
|
27 |
11 |
26 |
70 |
71 |
152 |
245 |
245 |
|
28 |
11 |
26 |
72 |
73 |
152 |
245 |
245 |
|
29 |
11 |
26 |
74 |
75 |
152 |
245 |
245 |
|
30 |
12 |
26 |
77 |
76 |
152 |
245 |
245 |
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 |
188 |
307 |
3 177 |
|
2 |
32 |
44 |
50 |
71 |
189 |
351 |
2 380 |
|
3 |
30 |
43 |
52 |
75 |
183 |
367 |
1801 |
|
4 |
29 |
43 |
53 |
78 |
179 |
367 |
1 393 |
|
5 |
29 |
44 |
56 |
79 |
178 |
358 |
1104 |
|
6 |
32 |
48 |
59 |
83 |
179 |
344 |
895 |
|
7 |
30 |
47 |
57 |
82 |
176 |
327 |
740 |
|
8 |
33 |
51 |
62 |
87 |
179 |
310 |
621 |
|
9 |
33 |
51 |
62 |
89 |
178 |
292 |
529 |
|
10 |
28 |
46 |
59 |
86 |
173 |
275 |
455 |
|
11 |
24 |
42 |
55 |
83 |
169 |
262 |
395 |
|
12 |
21 |
39 |
52 |
80 |
165 |
259 |
345 |
|
13 |
18 |
37 |
50 |
77 |
163 |
256 |
304 |
|
14 |
17 |
35 |
48 |
75 |
161 |
255 |
269 |
|
15 |
15 |
34 |
46 |
74 |
160 |
253 |
253 |
|
16 |
14 |
32 |
45 |
73 |
158 |
252 |
252 |
|
17 |
13 |
32 |
45 |
72 |
158 |
251 |
251 |
|
18 |
12 |
31 |
47 |
71 |
157 |
250 |
250 |
|
19 |
12 |
31 |
50 |
71 |
157 |
250 |
250 |
|
20 |
12 |
31 |
52 |
71 |
157 |
250 |
250 |
|
21 |
12 |
31 |
55 |
71 |
157 |
250 |
250 |
|
22 |
12 |
31 |
57 |
71 |
157 |
250 |
250 |
|
23 |
12 |
30 |
59 |
71 |
156 |
250 |
250 |
|
24 |
12 |
30 |
62 |
71 |
156 |
250 |
250 |
|
25 |
11 |
30 |
64 |
70 |
156 |
250 |
250 |
|
26 |
11 |
30 |
67 |
70 |
156 |
249 |
249 |
|
27 |
11 |
30 |
69 |
70 |
156 |
249 |
249 |
|
28 |
11 |
30 |
72 |
72 |
156 |
249 |
249 |
|
29 |
11 |
30 |
74 |
74 |
156 |
249 |
249 |
|
30 |
12 |
29 |
77 |
76 |
155 |
249 |
249 |
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 |
205 |
218 |
224 |
245 |
362 |
458 |
4 274 |
|
2 |
203 |
215 |
221 |
242 |
360 |
470 |
3 282 |
|
3 |
198 |
211 |
219 |
242 |
350 |
497 |
2514 |
|
4 |
193 |
207 |
217 |
242 |
343 |
499 |
1 947 |
|
5 |
189 |
204 |
215 |
239 |
338 |
485 |
1 532 |
|
6 |
186 |
202 |
213 |
237 |
333 |
461 |
1 225 |
|
7 |
183 |
200 |
210 |
235 |
329 |
431 |
993 |
|
8 |
178 |
196 |
207 |
233 |
324 |
418 |
814 |
|
9 |
174 |
192 |
204 |
231 |
320 |
413 |
675 |
|
10 |
170 |
189 |
201 |
229 |
315 |
409 |
568 |
|
11 |
166 |
185 |
197 |
225 |
311 |
405 |
485 |
|
12 |
162 |
181 |
193 |
221 |
307 |
400 |
418 |
|
13 |
158 |
177 |
189 |
217 |
303 |
396 |
396 |
|
14 |
154 |
173 |
185 |
213 |
299 |
392 |
392 |
|
15 |
151 |
169 |
182 |
209 |
295 |
389 |
389 |
|
16 |
147 |
166 |
178 |
206 |
292 |
385 |
385 |
|
17 |
144 |
162 |
175 |
203 |
288 |
382 |
382 |
|
18 |
140 |
159 |
172 |
199 |
285 |
379 |
379 |
|
19 |
137 |
156 |
169 |
196 |
282 |
376 |
376 |
|
20 |
135 |
153 |
166 |
193 |
279 |
373 |
373 |
|
21 |
132 |
150 |
163 |
190 |
276 |
370 |
370 |
|
22 |
129 |
147 |
160 |
188 |
273 |
367 |
367 |
|
23 |
126 |
145 |
157 |
185 |
270 |
364 |
364 |
|
24 |
123 |
142 |
154 |
182 |
268 |
361 |
361 |
|
25 |
120 |
139 |
151 |
179 |
265 |
358 |
358 |
|
26 |
118 |
136 |
149 |
176 |
262 |
356 |
356 |
|
27 |
115 |
134 |
146 |
174 |
260 |
353 |
353 |
|
28 |
112 |
131 |
144 |
171 |
257 |
351 |
351 |
|
29 |
110 |
129 |
141 |
169 |
255 |
348 |
348 |
|
30 |
108 |
126 |
139 |
167 |
252 |
346 |
346 |
3.31. US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
25 |
51 |
169 |
308 |
3 182 |
|
2 |
0 |
14 |
25 |
51 |
169 |
350 |
2 375 |
|
3 |
1 |
17 |
28 |
55 |
166 |
365 |
1 792 |
|
4 |
1 |
20 |
31 |
60 |
164 |
364 |
1 386 |
|
5 |
3 |
23 |
36 |
66 |
165 |
356 |
1 098 |
|
6 |
5 |
26 |
39 |
68 |
166 |
342 |
891 |
|
7 |
8 |
30 |
42 |
70 |
166 |
326 |
736 |
|
8 |
10 |
34 |
45 |
74 |
166 |
309 |
619 |
|
9 |
12 |
37 |
49 |
76 |
166 |
291 |
527 |
|
10 |
13 |
39 |
51 |
77 |
166 |
274 |
453 |
|
11 |
14 |
40 |
52 |
78 |
166 |
260 |
394 |
|
12 |
15 |
42 |
54 |
79 |
166 |
260 |
345 |
|
13 |
16 |
43 |
54 |
80 |
166 |
260 |
304 |
|
14 |
16 |
44 |
55 |
80 |
166 |
260 |
269 |
|
15 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
16 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
17 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
18 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
19 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
20 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
21 |
17 |
44 |
55 |
80 |
167 |
260 |
260 |
|
22 |
17 |
44 |
57 |
80 |
167 |
260 |
260 |
|
23 |
17 |
44 |
59 |
80 |
167 |
260 |
260 |
|
24 |
17 |
44 |
62 |
80 |
166 |
260 |
260 |
|
25 |
17 |
44 |
64 |
80 |
166 |
260 |
260 |
|
26 |
17 |
44 |
67 |
80 |
166 |
259 |
259 |
|
27 |
17 |
44 |
69 |
80 |
166 |
259 |
259 |
|
28 |
17 |
44 |
72 |
80 |
165 |
259 |
259 |
|
29 |
17 |
44 |
74 |
80 |
165 |
258 |
258 |
|
30 |
17 |
44 |
77 |
80 |
165 |
258 |
258 |
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 |
292 |
3 009 |
|
2 |
0 |
1 |
6 |
13 |
130 |
333 |
2 245 |
|
3 |
1 |
1 |
8 |
16 |
124 |
347 |
1 697 |
|
4 |
1 |
3 |
11 |
19 |
120 |
347 |
1 313 |
|
5 |
1 |
4 |
13 |
21 |
120 |
339 |
1 042 |
|
6 |
2 |
4 |
16 |
24 |
119 |
326 |
846 |
|
7 |
2 |
6 |
19 |
26 |
119 |
311 |
700 |
|
8 |
2 |
6 |
21 |
29 |
119 |
295 |
589 |
|
9 |
4 |
7 |
24 |
31 |
119 |
278 |
502 |
|
10 |
4 |
8 |
27 |
33 |
119 |
262 |
432 |
|
11 |
4 |
9 |
28 |
36 |
119 |
246 |
376 |
|
12 |
4 |
9 |
31 |
38 |
119 |
231 |
329 |
|
13 |
4 |
11 |
34 |
40 |
119 |
216 |
290 |
|
14 |
5 |
11 |
36 |
42 |
119 |
213 |
257 |
|
15 |
6 |
13 |
38 |
44 |
119 |
213 |
229 |
|
16 |
6 |
13 |
41 |
46 |
120 |
213 |
213 |
|
17 |
6 |
14 |
43 |
49 |
120 |
213 |
213 |
|
18 |
6 |
15 |
46 |
51 |
120 |
214 |
214 |
|
19 |
7 |
16 |
48 |
52 |
122 |
214 |
214 |
|
20 |
7 |
16 |
51 |
55 |
124 |
215 |
215 |
|
21 |
7 |
18 |
53 |
57 |
126 |
215 |
215 |
|
22 |
8 |
18 |
55 |
58 |
128 |
216 |
216 |
|
23 |
8 |
19 |
58 |
61 |
129 |
216 |
216 |
|
24 |
8 |
21 |
60 |
63 |
131 |
216 |
216 |
|
25 |
9 |
21 |
63 |
65 |
133 |
216 |
216 |
|
26 |
9 |
22 |
64 |
66 |
134 |
216 |
216 |
|
27 |
10 |
23 |
67 |
68 |
135 |
216 |
216 |
|
28 |
10 |
24 |
69 |
70 |
136 |
216 |
216 |
|
29 |
10 |
24 |
72 |
72 |
138 |
216 |
216 |
|
30 |
11 |
26 |
74 |
73 |
138 |
216 |
216 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
25 |
|
Euro |
Belgium |
25 |
|
Euro |
Cyprus |
25 |
|
Euro |
Estonia |
25 |
|
Euro |
Finland |
25 |
|
Euro |
France |
25 |
|
Euro |
Germany |
25 |
|
Euro |
Greece |
25 |
|
Euro |
Ireland |
25 |
|
Euro |
Italy |
25 |
|
Euro |
Latvia |
25 |
|
Euro |
Lithuania |
25 |
|
Euro |
Luxembourg |
25 |
|
Euro |
Malta |
25 |
|
Euro |
Netherlands |
25 |
|
Euro |
Portugal |
25 |
|
Euro |
Slovakia |
25 |
|
Euro |
Slovenia |
25 |
|
Euro |
Spain |
25 |
|
Czech koruna |
Czech Republic |
32 |
|
Danish krone |
Denmark |
33 |
|
Forint |
Hungary |
18 |
|
Krona |
Sweden |
19 |
|
Kuna |
Croatia |
5 |
|
Lev |
Bulgaria |
-0 |
|
Pound sterling |
United Kingdom |
26 |
|
Romanian leu |
Romania |
13 |
|
Zloty |
Poland |
32 |
|
Króna |
Iceland |
12 |
|
Norwegian krone |
Norway |
52 |
|
Swiss franc |
Liechtenstein |
-2 |
|
Swiss franc |
Switzerland |
-2 |
|
Australian dollar |
Australia |
35 |
|
Canadian dollar |
Canada |
54 |
|
Renminbi-yuan |
China |
28 |
|
Hong Kong dollar |
Hong Kong |
8 |
|
US dollar |
United States |
61 |
|
Yen |
Japan |
6 |