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Document 32016R1376
Commission Implementing Regulation (EU) 2016/1376 of 8 August 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)
Commission Implementing Regulation (EU) 2016/1376 of 8 August 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)
Commission Implementing Regulation (EU) 2016/1376 of 8 August 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)
C/2016/5060
OJ L 224, 18.8.2016, p. 1–115
(BG, ES, CS, DA, DE, ET, EL, EN, FR, HR, IT, LV, LT, HU, MT, NL, PL, PT, RO, SK, SL, FI, SV)
In force
|
18.8.2016 |
EN |
Official Journal of the European Union |
L 224/1 |
COMMISSION IMPLEMENTING REGULATION (EU) 2016/1376
of 8 August 2016
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
|
(1) |
In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. |
|
(2) |
Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 7 July 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2016 market data. That information was published on 7 July 2016 in accordance with Article 77e(1) of Directive 2009/138/EC. |
|
(3) |
Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. |
|
(4) |
For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. |
|
(5) |
To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure, that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), |
HAS ADOPTED THIS REGULATION:
Article 1
1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2016.
2. For each relevant currency, the technical information to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
|
(a) |
the relevant risk-free rate term structures set out in Annex I; |
|
(b) |
the fundamental spreads for the calculation of the matching adjustment set out in Annex II; |
|
(c) |
for each relevant national insurance market the volatility adjustments set out in Annex III. |
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 30 June 2016.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 8 August 2016.
For the Commission
The President
Jean-Claude JUNCKER
(1) OJ L 335, 17.12.2009, p. 1.
(2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
– 0,292 % |
0,108 % |
– 0,303 % |
0,934 % |
– 0,628 % |
1,394 % |
|
2 |
– 0,304 % |
0,135 % |
– 0,314 % |
1,269 % |
– 0,547 % |
1,813 % |
|
3 |
– 0,295 % |
0,140 % |
– 0,305 % |
1,608 % |
– 0,416 % |
2,146 % |
|
4 |
– 0,251 % |
0,164 % |
– 0,261 % |
1,866 % |
– 0,268 % |
2,446 % |
|
5 |
– 0,183 % |
0,190 % |
– 0,193 % |
2,085 % |
– 0,111 % |
2,750 % |
|
6 |
– 0,091 % |
0,218 % |
– 0,101 % |
2,252 % |
0,069 % |
3,039 % |
|
7 |
0,010 % |
0,252 % |
– 0,001 % |
2,395 % |
0,243 % |
3,304 % |
|
8 |
0,116 % |
0,294 % |
0,106 % |
2,541 % |
0,402 % |
3,537 % |
|
9 |
0,219 % |
0,338 % |
0,209 % |
2,689 % |
0,542 % |
3,736 % |
|
10 |
0,324 % |
0,384 % |
0,314 % |
2,840 % |
0,656 % |
3,898 % |
|
11 |
0,412 % |
0,433 % |
0,402 % |
2,978 % |
0,824 % |
4,025 % |
|
12 |
0,489 % |
0,485 % |
0,479 % |
3,099 % |
1,022 % |
4,123 % |
|
13 |
0,560 % |
0,544 % |
0,549 % |
3,207 % |
1,220 % |
4,200 % |
|
14 |
0,619 % |
0,612 % |
0,609 % |
3,301 % |
1,407 % |
4,260 % |
|
15 |
0,661 % |
0,688 % |
0,651 % |
3,383 % |
1,578 % |
4,307 % |
|
16 |
0,685 % |
0,774 % |
0,675 % |
3,454 % |
1,733 % |
4,345 % |
|
17 |
0,702 % |
0,865 % |
0,692 % |
3,515 % |
1,872 % |
4,374 % |
|
18 |
0,720 % |
0,958 % |
0,710 % |
3,568 % |
1,998 % |
4,397 % |
|
19 |
0,746 % |
1,053 % |
0,735 % |
3,614 % |
2,112 % |
4,415 % |
|
20 |
0,783 % |
1,146 % |
0,773 % |
3,655 % |
2,214 % |
4,429 % |
|
21 |
0,834 % |
1,237 % |
0,824 % |
3,691 % |
2,308 % |
4,439 % |
|
22 |
0,896 % |
1,327 % |
0,886 % |
3,723 % |
2,393 % |
4,447 % |
|
23 |
0,964 % |
1,413 % |
0,954 % |
3,752 % |
2,471 % |
4,452 % |
|
24 |
1,036 % |
1,497 % |
1,026 % |
3,778 % |
2,542 % |
4,456 % |
|
25 |
1,110 % |
1,577 % |
1,101 % |
3,801 % |
2,608 % |
4,458 % |
|
26 |
1,186 % |
1,654 % |
1,177 % |
3,822 % |
2,669 % |
4,459 % |
|
27 |
1,261 % |
1,728 % |
1,252 % |
3,841 % |
2,725 % |
4,459 % |
|
28 |
1,335 % |
1,799 % |
1,327 % |
3,859 % |
2,777 % |
4,458 % |
|
29 |
1,408 % |
1,866 % |
1,400 % |
3,875 % |
2,826 % |
4,457 % |
|
30 |
1,479 % |
1,931 % |
1,471 % |
3,889 % |
2,871 % |
4,454 % |
|
31 |
1,548 % |
1,993 % |
1,541 % |
3,902 % |
2,914 % |
4,452 % |
|
32 |
1,616 % |
2,053 % |
1,608 % |
3,915 % |
2,954 % |
4,449 % |
|
33 |
1,681 % |
2,109 % |
1,673 % |
3,926 % |
2,991 % |
4,446 % |
|
34 |
1,743 % |
2,163 % |
1,736 % |
3,936 % |
3,027 % |
4,443 % |
|
35 |
1,804 % |
2,215 % |
1,797 % |
3,946 % |
3,060 % |
4,439 % |
|
36 |
1,862 % |
2,265 % |
1,855 % |
3,955 % |
3,092 % |
4,435 % |
|
37 |
1,918 % |
2,313 % |
1,911 % |
3,963 % |
3,121 % |
4,432 % |
|
38 |
1,972 % |
2,358 % |
1,965 % |
3,971 % |
3,150 % |
4,428 % |
|
39 |
2,024 % |
2,402 % |
2,017 % |
3,978 % |
3,176 % |
4,424 % |
|
40 |
2,074 % |
2,443 % |
2,067 % |
3,985 % |
3,202 % |
4,421 % |
|
41 |
2,122 % |
2,483 % |
2,116 % |
3,991 % |
3,226 % |
4,417 % |
|
42 |
2,168 % |
2,522 % |
2,162 % |
3,997 % |
3,249 % |
4,413 % |
|
43 |
2,212 % |
2,559 % |
2,206 % |
4,003 % |
3,271 % |
4,409 % |
|
44 |
2,255 % |
2,594 % |
2,249 % |
4,008 % |
3,292 % |
4,406 % |
|
45 |
2,296 % |
2,628 % |
2,290 % |
4,013 % |
3,312 % |
4,402 % |
|
46 |
2,335 % |
2,661 % |
2,330 % |
4,018 % |
3,332 % |
4,399 % |
|
47 |
2,373 % |
2,692 % |
2,368 % |
4,023 % |
3,350 % |
4,395 % |
|
48 |
2,410 % |
2,723 % |
2,405 % |
4,027 % |
3,368 % |
4,392 % |
|
49 |
2,445 % |
2,752 % |
2,440 % |
4,031 % |
3,385 % |
4,389 % |
|
50 |
2,479 % |
2,780 % |
2,474 % |
4,035 % |
3,401 % |
4,386 % |
|
51 |
2,512 % |
2,807 % |
2,507 % |
4,039 % |
3,416 % |
4,382 % |
|
52 |
2,543 % |
2,833 % |
2,539 % |
4,042 % |
3,431 % |
4,379 % |
|
53 |
2,574 % |
2,858 % |
2,569 % |
4,045 % |
3,446 % |
4,376 % |
|
54 |
2,603 % |
2,882 % |
2,599 % |
4,049 % |
3,460 % |
4,373 % |
|
55 |
2,632 % |
2,906 % |
2,627 % |
4,052 % |
3,473 % |
4,371 % |
|
56 |
2,659 % |
2,929 % |
2,655 % |
4,054 % |
3,486 % |
4,368 % |
|
57 |
2,686 % |
2,950 % |
2,681 % |
4,057 % |
3,499 % |
4,365 % |
|
58 |
2,711 % |
2,972 % |
2,707 % |
4,060 % |
3,511 % |
4,363 % |
|
59 |
2,736 % |
2,992 % |
2,732 % |
4,063 % |
3,522 % |
4,360 % |
|
60 |
2,760 % |
3,012 % |
2,756 % |
4,065 % |
3,534 % |
4,358 % |
|
61 |
2,784 % |
3,031 % |
2,779 % |
4,067 % |
3,544 % |
4,355 % |
|
62 |
2,806 % |
3,050 % |
2,802 % |
4,070 % |
3,555 % |
4,353 % |
|
63 |
2,828 % |
3,068 % |
2,824 % |
4,072 % |
3,565 % |
4,350 % |
|
64 |
2,849 % |
3,085 % |
2,845 % |
4,074 % |
3,575 % |
4,348 % |
|
65 |
2,870 % |
3,102 % |
2,866 % |
4,076 % |
3,585 % |
4,346 % |
|
66 |
2,890 % |
3,119 % |
2,886 % |
4,078 % |
3,594 % |
4,344 % |
|
67 |
2,909 % |
3,135 % |
2,905 % |
4,080 % |
3,603 % |
4,342 % |
|
68 |
2,928 % |
3,150 % |
2,924 % |
4,082 % |
3,612 % |
4,340 % |
|
69 |
2,946 % |
3,165 % |
2,942 % |
4,084 % |
3,620 % |
4,338 % |
|
70 |
2,964 % |
3,180 % |
2,960 % |
4,085 % |
3,629 % |
4,336 % |
|
71 |
2,981 % |
3,194 % |
2,978 % |
4,087 % |
3,637 % |
4,334 % |
|
72 |
2,998 % |
3,208 % |
2,994 % |
4,089 % |
3,644 % |
4,332 % |
|
73 |
3,014 % |
3,222 % |
3,011 % |
4,090 % |
3,652 % |
4,331 % |
|
74 |
3,030 % |
3,235 % |
3,027 % |
4,092 % |
3,659 % |
4,329 % |
|
75 |
3,046 % |
3,248 % |
3,042 % |
4,093 % |
3,667 % |
4,327 % |
|
76 |
3,061 % |
3,260 % |
3,057 % |
4,095 % |
3,674 % |
4,325 % |
|
77 |
3,076 % |
3,272 % |
3,072 % |
4,096 % |
3,680 % |
4,324 % |
|
78 |
3,090 % |
3,284 % |
3,087 % |
4,097 % |
3,687 % |
4,322 % |
|
79 |
3,104 % |
3,295 % |
3,101 % |
4,099 % |
3,693 % |
4,321 % |
|
80 |
3,117 % |
3,307 % |
3,114 % |
4,100 % |
3,700 % |
4,319 % |
|
81 |
3,131 % |
3,318 % |
3,128 % |
4,101 % |
3,706 % |
4,318 % |
|
82 |
3,144 % |
3,328 % |
3,141 % |
4,103 % |
3,712 % |
4,316 % |
|
83 |
3,156 % |
3,339 % |
3,153 % |
4,104 % |
3,718 % |
4,315 % |
|
84 |
3,169 % |
3,349 % |
3,166 % |
4,105 % |
3,724 % |
4,314 % |
|
85 |
3,181 % |
3,359 % |
3,178 % |
4,106 % |
3,729 % |
4,312 % |
|
86 |
3,193 % |
3,369 % |
3,190 % |
4,107 % |
3,735 % |
4,311 % |
|
87 |
3,204 % |
3,378 % |
3,201 % |
4,108 % |
3,740 % |
4,310 % |
|
88 |
3,215 % |
3,388 % |
3,212 % |
4,109 % |
3,745 % |
4,309 % |
|
89 |
3,226 % |
3,397 % |
3,224 % |
4,110 % |
3,750 % |
4,307 % |
|
90 |
3,237 % |
3,406 % |
3,234 % |
4,111 % |
3,755 % |
4,306 % |
|
91 |
3,248 % |
3,414 % |
3,245 % |
4,112 % |
3,760 % |
4,305 % |
|
92 |
3,258 % |
3,423 % |
3,255 % |
4,113 % |
3,765 % |
4,304 % |
|
93 |
3,268 % |
3,431 % |
3,265 % |
4,114 % |
3,770 % |
4,303 % |
|
94 |
3,278 % |
3,439 % |
3,275 % |
4,115 % |
3,774 % |
4,302 % |
|
95 |
3,288 % |
3,447 % |
3,285 % |
4,116 % |
3,779 % |
4,301 % |
|
96 |
3,297 % |
3,455 % |
3,294 % |
4,117 % |
3,783 % |
4,300 % |
|
97 |
3,306 % |
3,463 % |
3,304 % |
4,118 % |
3,787 % |
4,298 % |
|
98 |
3,315 % |
3,470 % |
3,313 % |
4,119 % |
3,791 % |
4,297 % |
|
99 |
3,324 % |
3,477 % |
3,322 % |
4,119 % |
3,796 % |
4,297 % |
|
100 |
3,333 % |
3,485 % |
3,330 % |
4,120 % |
3,800 % |
4,296 % |
|
101 |
3,342 % |
3,492 % |
3,339 % |
4,121 % |
3,804 % |
4,295 % |
|
102 |
3,350 % |
3,499 % |
3,347 % |
4,122 % |
3,807 % |
4,294 % |
|
103 |
3,358 % |
3,505 % |
3,356 % |
4,123 % |
3,811 % |
4,293 % |
|
104 |
3,366 % |
3,512 % |
3,364 % |
4,123 % |
3,815 % |
4,292 % |
|
105 |
3,374 % |
3,519 % |
3,372 % |
4,124 % |
3,819 % |
4,291 % |
|
106 |
3,382 % |
3,525 % |
3,379 % |
4,125 % |
3,822 % |
4,290 % |
|
107 |
3,389 % |
3,531 % |
3,387 % |
4,125 % |
3,826 % |
4,289 % |
|
108 |
3,397 % |
3,537 % |
3,395 % |
4,126 % |
3,829 % |
4,288 % |
|
109 |
3,404 % |
3,544 % |
3,402 % |
4,127 % |
3,833 % |
4,288 % |
|
110 |
3,412 % |
3,549 % |
3,409 % |
4,128 % |
3,836 % |
4,287 % |
|
111 |
3,419 % |
3,555 % |
3,416 % |
4,128 % |
3,839 % |
4,286 % |
|
112 |
3,426 % |
3,561 % |
3,423 % |
4,129 % |
3,842 % |
4,285 % |
|
113 |
3,432 % |
3,567 % |
3,430 % |
4,129 % |
3,846 % |
4,285 % |
|
114 |
3,439 % |
3,572 % |
3,437 % |
4,130 % |
3,849 % |
4,284 % |
|
115 |
3,446 % |
3,578 % |
3,443 % |
4,131 % |
3,852 % |
4,283 % |
|
116 |
3,452 % |
3,583 % |
3,450 % |
4,131 % |
3,855 % |
4,282 % |
|
117 |
3,459 % |
3,588 % |
3,456 % |
4,132 % |
3,858 % |
4,282 % |
|
118 |
3,465 % |
3,593 % |
3,463 % |
4,132 % |
3,861 % |
4,281 % |
|
119 |
3,471 % |
3,599 % |
3,469 % |
4,133 % |
3,863 % |
4,280 % |
|
120 |
3,477 % |
3,604 % |
3,475 % |
4,134 % |
3,866 % |
4,280 % |
|
121 |
3,483 % |
3,608 % |
3,481 % |
4,134 % |
3,869 % |
4,279 % |
|
122 |
3,489 % |
3,613 % |
3,487 % |
4,135 % |
3,872 % |
4,278 % |
|
123 |
3,495 % |
3,618 % |
3,492 % |
4,135 % |
3,874 % |
4,278 % |
|
124 |
3,500 % |
3,623 % |
3,498 % |
4,136 % |
3,877 % |
4,277 % |
|
125 |
3,506 % |
3,627 % |
3,504 % |
4,136 % |
3,880 % |
4,276 % |
|
126 |
3,511 % |
3,632 % |
3,509 % |
4,137 % |
3,882 % |
4,276 % |
|
127 |
3,517 % |
3,636 % |
3,515 % |
4,137 % |
3,885 % |
4,275 % |
|
128 |
3,522 % |
3,641 % |
3,520 % |
4,138 % |
3,887 % |
4,275 % |
|
129 |
3,527 % |
3,645 % |
3,525 % |
4,138 % |
3,889 % |
4,274 % |
|
130 |
3,532 % |
3,649 % |
3,530 % |
4,139 % |
3,892 % |
4,274 % |
|
131 |
3,538 % |
3,653 % |
3,536 % |
4,139 % |
3,894 % |
4,273 % |
|
132 |
3,543 % |
3,658 % |
3,541 % |
4,140 % |
3,897 % |
4,272 % |
|
133 |
3,547 % |
3,662 % |
3,546 % |
4,140 % |
3,899 % |
4,272 % |
|
134 |
3,552 % |
3,666 % |
3,550 % |
4,141 % |
3,901 % |
4,271 % |
|
135 |
3,557 % |
3,670 % |
3,555 % |
4,141 % |
3,903 % |
4,271 % |
|
136 |
3,562 % |
3,674 % |
3,560 % |
4,141 % |
3,905 % |
4,270 % |
|
137 |
3,566 % |
3,677 % |
3,565 % |
4,142 % |
3,908 % |
4,270 % |
|
138 |
3,571 % |
3,681 % |
3,569 % |
4,142 % |
3,910 % |
4,269 % |
|
139 |
3,576 % |
3,685 % |
3,574 % |
4,143 % |
3,912 % |
4,269 % |
|
140 |
3,580 % |
3,689 % |
3,578 % |
4,143 % |
3,914 % |
4,268 % |
|
141 |
3,584 % |
3,692 % |
3,583 % |
4,143 % |
3,916 % |
4,268 % |
|
142 |
3,589 % |
3,696 % |
3,587 % |
4,144 % |
3,918 % |
4,267 % |
|
143 |
3,593 % |
3,699 % |
3,591 % |
4,144 % |
3,920 % |
4,267 % |
|
144 |
3,597 % |
3,703 % |
3,595 % |
4,145 % |
3,922 % |
4,266 % |
|
145 |
3,601 % |
3,706 % |
3,600 % |
4,145 % |
3,924 % |
4,266 % |
|
146 |
3,605 % |
3,710 % |
3,604 % |
4,145 % |
3,926 % |
4,265 % |
|
147 |
3,609 % |
3,713 % |
3,608 % |
4,146 % |
3,927 % |
4,265 % |
|
148 |
3,613 % |
3,716 % |
3,612 % |
4,146 % |
3,929 % |
4,265 % |
|
149 |
3,617 % |
3,719 % |
3,616 % |
4,147 % |
3,931 % |
4,264 % |
|
150 |
3,621 % |
3,723 % |
3,619 % |
4,147 % |
3,933 % |
4,264 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,342 % |
0,424 % |
0,773 % |
1,569 % |
6,066 % |
0,715 % |
|
2 |
– 0,354 % |
0,361 % |
1,282 % |
1,551 % |
6,130 % |
0,785 % |
|
3 |
– 0,345 % |
0,359 % |
1,810 % |
1,695 % |
6,205 % |
0,775 % |
|
4 |
– 0,301 % |
0,394 % |
2,241 % |
1,881 % |
6,220 % |
0,795 % |
|
5 |
– 0,233 % |
0,469 % |
2,560 % |
2,116 % |
6,190 % |
0,845 % |
|
6 |
– 0,141 % |
0,542 % |
2,822 % |
2,258 % |
6,235 % |
0,928 % |
|
7 |
– 0,041 % |
0,621 % |
3,044 % |
2,443 % |
6,278 % |
1,015 % |
|
8 |
0,065 % |
0,704 % |
3,235 % |
2,623 % |
6,240 % |
1,098 % |
|
9 |
0,168 % |
0,782 % |
3,419 % |
2,797 % |
6,097 % |
1,182 % |
|
10 |
0,273 % |
0,852 % |
3,599 % |
2,878 % |
5,920 % |
1,255 % |
|
11 |
0,361 % |
0,891 % |
3,746 % |
2,933 % |
5,766 % |
1,335 % |
|
12 |
0,438 % |
0,961 % |
3,862 % |
2,984 % |
5,637 % |
1,421 % |
|
13 |
0,508 % |
0,981 % |
3,955 % |
3,032 % |
5,528 % |
1,510 % |
|
14 |
0,568 % |
1,014 % |
4,029 % |
3,076 % |
5,435 % |
1,598 % |
|
15 |
0,610 % |
1,062 % |
4,088 % |
3,118 % |
5,354 % |
1,685 % |
|
16 |
0,634 % |
1,056 % |
4,137 % |
3,157 % |
5,284 % |
1,770 % |
|
17 |
0,650 % |
1,070 % |
4,176 % |
3,193 % |
5,221 % |
1,853 % |
|
18 |
0,668 % |
1,080 % |
4,208 % |
3,228 % |
5,165 % |
1,932 % |
|
19 |
0,694 % |
1,076 % |
4,235 % |
3,260 % |
5,116 % |
2,007 % |
|
20 |
0,732 % |
1,116 % |
4,256 % |
3,291 % |
5,071 % |
2,080 % |
|
21 |
0,783 % |
1,140 % |
4,274 % |
3,320 % |
5,030 % |
2,149 % |
|
22 |
0,846 % |
1,139 % |
4,288 % |
3,348 % |
4,993 % |
2,215 % |
|
23 |
0,915 % |
1,126 % |
4,300 % |
3,374 % |
4,960 % |
2,278 % |
|
24 |
0,988 % |
1,110 % |
4,309 % |
3,399 % |
4,929 % |
2,338 % |
|
25 |
1,064 % |
1,098 % |
4,316 % |
3,423 % |
4,900 % |
2,395 % |
|
26 |
1,140 % |
1,092 % |
4,322 % |
3,445 % |
4,874 % |
2,449 % |
|
27 |
1,217 % |
1,090 % |
4,327 % |
3,466 % |
4,849 % |
2,501 % |
|
28 |
1,292 % |
1,088 % |
4,330 % |
3,487 % |
4,827 % |
2,551 % |
|
29 |
1,366 % |
1,083 % |
4,333 % |
3,506 % |
4,805 % |
2,598 % |
|
30 |
1,439 % |
1,073 % |
4,334 % |
3,525 % |
4,786 % |
2,642 % |
|
31 |
1,509 % |
1,058 % |
4,336 % |
3,542 % |
4,767 % |
2,685 % |
|
32 |
1,577 % |
1,041 % |
4,336 % |
3,559 % |
4,750 % |
2,726 % |
|
33 |
1,643 % |
1,024 % |
4,336 % |
3,576 % |
4,733 % |
2,765 % |
|
34 |
1,707 % |
1,009 % |
4,336 % |
3,591 % |
4,718 % |
2,802 % |
|
35 |
1,768 % |
0,998 % |
4,335 % |
3,606 % |
4,703 % |
2,837 % |
|
36 |
1,827 % |
0,991 % |
4,335 % |
3,620 % |
4,690 % |
2,871 % |
|
37 |
1,884 % |
0,988 % |
4,334 % |
3,634 % |
4,677 % |
2,904 % |
|
38 |
1,939 % |
0,987 % |
4,332 % |
3,647 % |
4,664 % |
2,935 % |
|
39 |
1,992 % |
0,988 % |
4,331 % |
3,659 % |
4,653 % |
2,965 % |
|
40 |
2,042 % |
0,989 % |
4,330 % |
3,671 % |
4,642 % |
2,993 % |
|
41 |
2,091 % |
0,989 % |
4,328 % |
3,683 % |
4,631 % |
3,021 % |
|
42 |
2,138 % |
0,989 % |
4,326 % |
3,694 % |
4,621 % |
3,047 % |
|
43 |
2,183 % |
0,986 % |
4,325 % |
3,705 % |
4,611 % |
3,072 % |
|
44 |
2,226 % |
0,981 % |
4,323 % |
3,715 % |
4,602 % |
3,096 % |
|
45 |
2,268 % |
0,971 % |
4,321 % |
3,725 % |
4,593 % |
3,120 % |
|
46 |
2,308 % |
0,958 % |
4,319 % |
3,734 % |
4,585 % |
3,142 % |
|
47 |
2,346 % |
0,945 % |
4,318 % |
3,744 % |
4,577 % |
3,163 % |
|
48 |
2,384 % |
0,934 % |
4,316 % |
3,752 % |
4,569 % |
3,184 % |
|
49 |
2,419 % |
0,930 % |
4,314 % |
3,761 % |
4,562 % |
3,204 % |
|
50 |
2,454 % |
0,932 % |
4,313 % |
3,769 % |
4,554 % |
3,223 % |
|
51 |
2,487 % |
0,944 % |
4,311 % |
3,777 % |
4,548 % |
3,242 % |
|
52 |
2,519 % |
0,962 % |
4,309 % |
3,785 % |
4,541 % |
3,260 % |
|
53 |
2,550 % |
0,986 % |
4,307 % |
3,792 % |
4,535 % |
3,277 % |
|
54 |
2,580 % |
1,014 % |
4,306 % |
3,800 % |
4,528 % |
3,294 % |
|
55 |
2,609 % |
1,045 % |
4,304 % |
3,807 % |
4,523 % |
3,310 % |
|
56 |
2,637 % |
1,079 % |
4,303 % |
3,813 % |
4,517 % |
3,325 % |
|
57 |
2,664 % |
1,115 % |
4,301 % |
3,820 % |
4,511 % |
3,340 % |
|
58 |
2,690 % |
1,151 % |
4,300 % |
3,826 % |
4,506 % |
3,355 % |
|
59 |
2,715 % |
1,189 % |
4,298 % |
3,832 % |
4,501 % |
3,369 % |
|
60 |
2,739 % |
1,227 % |
4,297 % |
3,838 % |
4,496 % |
3,382 % |
|
61 |
2,763 % |
1,265 % |
4,295 % |
3,844 % |
4,491 % |
3,396 % |
|
62 |
2,786 % |
1,304 % |
4,294 % |
3,850 % |
4,486 % |
3,408 % |
|
63 |
2,808 % |
1,342 % |
4,293 % |
3,855 % |
4,482 % |
3,421 % |
|
64 |
2,829 % |
1,380 % |
4,291 % |
3,860 % |
4,478 % |
3,433 % |
|
65 |
2,850 % |
1,417 % |
4,290 % |
3,865 % |
4,473 % |
3,444 % |
|
66 |
2,871 % |
1,455 % |
4,289 % |
3,870 % |
4,469 % |
3,456 % |
|
67 |
2,890 % |
1,491 % |
4,287 % |
3,875 % |
4,465 % |
3,467 % |
|
68 |
2,909 % |
1,527 % |
4,286 % |
3,880 % |
4,461 % |
3,477 % |
|
69 |
2,928 % |
1,563 % |
4,285 % |
3,884 % |
4,458 % |
3,488 % |
|
70 |
2,946 % |
1,598 % |
4,284 % |
3,889 % |
4,454 % |
3,498 % |
|
71 |
2,963 % |
1,632 % |
4,283 % |
3,893 % |
4,450 % |
3,508 % |
|
72 |
2,980 % |
1,665 % |
4,282 % |
3,897 % |
4,447 % |
3,517 % |
|
73 |
2,997 % |
1,698 % |
4,281 % |
3,901 % |
4,444 % |
3,527 % |
|
74 |
3,013 % |
1,730 % |
4,279 % |
3,905 % |
4,440 % |
3,536 % |
|
75 |
3,029 % |
1,761 % |
4,278 % |
3,909 % |
4,437 % |
3,544 % |
|
76 |
3,044 % |
1,792 % |
4,277 % |
3,913 % |
4,434 % |
3,553 % |
|
77 |
3,059 % |
1,822 % |
4,276 % |
3,917 % |
4,431 % |
3,561 % |
|
78 |
3,074 % |
1,852 % |
4,276 % |
3,920 % |
4,428 % |
3,569 % |
|
79 |
3,088 % |
1,880 % |
4,275 % |
3,924 % |
4,425 % |
3,577 % |
|
80 |
3,102 % |
1,909 % |
4,274 % |
3,927 % |
4,422 % |
3,585 % |
|
81 |
3,115 % |
1,936 % |
4,273 % |
3,931 % |
4,420 % |
3,593 % |
|
82 |
3,128 % |
1,963 % |
4,272 % |
3,934 % |
4,417 % |
3,600 % |
|
83 |
3,141 % |
1,989 % |
4,271 % |
3,937 % |
4,414 % |
3,607 % |
|
84 |
3,154 % |
2,015 % |
4,270 % |
3,940 % |
4,412 % |
3,614 % |
|
85 |
3,166 % |
2,040 % |
4,269 % |
3,943 % |
4,409 % |
3,621 % |
|
86 |
3,178 % |
2,065 % |
4,269 % |
3,946 % |
4,407 % |
3,628 % |
|
87 |
3,190 % |
2,089 % |
4,268 % |
3,949 % |
4,404 % |
3,634 % |
|
88 |
3,201 % |
2,113 % |
4,267 % |
3,952 % |
4,402 % |
3,641 % |
|
89 |
3,212 % |
2,136 % |
4,266 % |
3,955 % |
4,400 % |
3,647 % |
|
90 |
3,223 % |
2,158 % |
4,266 % |
3,957 % |
4,398 % |
3,653 % |
|
91 |
3,234 % |
2,180 % |
4,265 % |
3,960 % |
4,396 % |
3,659 % |
|
92 |
3,244 % |
2,202 % |
4,264 % |
3,963 % |
4,393 % |
3,665 % |
|
93 |
3,254 % |
2,223 % |
4,263 % |
3,965 % |
4,391 % |
3,671 % |
|
94 |
3,264 % |
2,244 % |
4,263 % |
3,968 % |
4,389 % |
3,676 % |
|
95 |
3,274 % |
2,264 % |
4,262 % |
3,970 % |
4,387 % |
3,682 % |
|
96 |
3,284 % |
2,284 % |
4,262 % |
3,972 % |
4,385 % |
3,687 % |
|
97 |
3,293 % |
2,304 % |
4,261 % |
3,975 % |
4,383 % |
3,692 % |
|
98 |
3,302 % |
2,323 % |
4,260 % |
3,977 % |
4,382 % |
3,698 % |
|
99 |
3,311 % |
2,342 % |
4,260 % |
3,979 % |
4,380 % |
3,703 % |
|
100 |
3,320 % |
2,360 % |
4,259 % |
3,982 % |
4,378 % |
3,708 % |
|
101 |
3,329 % |
2,378 % |
4,258 % |
3,984 % |
4,376 % |
3,713 % |
|
102 |
3,337 % |
2,396 % |
4,258 % |
3,986 % |
4,374 % |
3,717 % |
|
103 |
3,346 % |
2,413 % |
4,257 % |
3,988 % |
4,373 % |
3,722 % |
|
104 |
3,354 % |
2,430 % |
4,257 % |
3,990 % |
4,371 % |
3,727 % |
|
105 |
3,362 % |
2,447 % |
4,256 % |
3,992 % |
4,369 % |
3,731 % |
|
106 |
3,370 % |
2,463 % |
4,256 % |
3,994 % |
4,368 % |
3,735 % |
|
107 |
3,378 % |
2,479 % |
4,255 % |
3,996 % |
4,366 % |
3,740 % |
|
108 |
3,385 % |
2,495 % |
4,255 % |
3,998 % |
4,365 % |
3,744 % |
|
109 |
3,393 % |
2,511 % |
4,254 % |
4,000 % |
4,363 % |
3,748 % |
|
110 |
3,400 % |
2,526 % |
4,254 % |
4,001 % |
4,362 % |
3,752 % |
|
111 |
3,407 % |
2,541 % |
4,253 % |
4,003 % |
4,360 % |
3,756 % |
|
112 |
3,414 % |
2,555 % |
4,253 % |
4,005 % |
4,359 % |
3,760 % |
|
113 |
3,421 % |
2,570 % |
4,252 % |
4,007 % |
4,357 % |
3,764 % |
|
114 |
3,428 % |
2,584 % |
4,252 % |
4,008 % |
4,356 % |
3,768 % |
|
115 |
3,435 % |
2,598 % |
4,251 % |
4,010 % |
4,355 % |
3,772 % |
|
116 |
3,441 % |
2,612 % |
4,251 % |
4,012 % |
4,353 % |
3,775 % |
|
117 |
3,448 % |
2,625 % |
4,251 % |
4,013 % |
4,352 % |
3,779 % |
|
118 |
3,454 % |
2,638 % |
4,250 % |
4,015 % |
4,351 % |
3,783 % |
|
119 |
3,460 % |
2,651 % |
4,250 % |
4,016 % |
4,350 % |
3,786 % |
|
120 |
3,466 % |
2,664 % |
4,249 % |
4,018 % |
4,348 % |
3,790 % |
|
121 |
3,472 % |
2,677 % |
4,249 % |
4,019 % |
4,347 % |
3,793 % |
|
122 |
3,478 % |
2,689 % |
4,248 % |
4,021 % |
4,346 % |
3,796 % |
|
123 |
3,484 % |
2,701 % |
4,248 % |
4,022 % |
4,345 % |
3,800 % |
|
124 |
3,490 % |
2,713 % |
4,248 % |
4,024 % |
4,344 % |
3,803 % |
|
125 |
3,496 % |
2,725 % |
4,247 % |
4,025 % |
4,342 % |
3,806 % |
|
126 |
3,501 % |
2,737 % |
4,247 % |
4,027 % |
4,341 % |
3,809 % |
|
127 |
3,507 % |
2,748 % |
4,247 % |
4,028 % |
4,340 % |
3,812 % |
|
128 |
3,512 % |
2,760 % |
4,246 % |
4,029 % |
4,339 % |
3,815 % |
|
129 |
3,517 % |
2,771 % |
4,246 % |
4,031 % |
4,338 % |
3,818 % |
|
130 |
3,523 % |
2,782 % |
4,245 % |
4,032 % |
4,337 % |
3,821 % |
|
131 |
3,528 % |
2,792 % |
4,245 % |
4,033 % |
4,336 % |
3,824 % |
|
132 |
3,533 % |
2,803 % |
4,245 % |
4,034 % |
4,335 % |
3,827 % |
|
133 |
3,538 % |
2,813 % |
4,244 % |
4,036 % |
4,334 % |
3,830 % |
|
134 |
3,543 % |
2,824 % |
4,244 % |
4,037 % |
4,333 % |
3,832 % |
|
135 |
3,548 % |
2,834 % |
4,244 % |
4,038 % |
4,332 % |
3,835 % |
|
136 |
3,552 % |
2,844 % |
4,243 % |
4,039 % |
4,331 % |
3,838 % |
|
137 |
3,557 % |
2,854 % |
4,243 % |
4,040 % |
4,330 % |
3,840 % |
|
138 |
3,562 % |
2,863 % |
4,243 % |
4,042 % |
4,329 % |
3,843 % |
|
139 |
3,566 % |
2,873 % |
4,243 % |
4,043 % |
4,328 % |
3,846 % |
|
140 |
3,571 % |
2,882 % |
4,242 % |
4,044 % |
4,327 % |
3,848 % |
|
141 |
3,575 % |
2,892 % |
4,242 % |
4,045 % |
4,326 % |
3,851 % |
|
142 |
3,580 % |
2,901 % |
4,242 % |
4,046 % |
4,325 % |
3,853 % |
|
143 |
3,584 % |
2,910 % |
4,241 % |
4,047 % |
4,324 % |
3,855 % |
|
144 |
3,588 % |
2,919 % |
4,241 % |
4,048 % |
4,324 % |
3,858 % |
|
145 |
3,593 % |
2,927 % |
4,241 % |
4,049 % |
4,323 % |
3,860 % |
|
146 |
3,597 % |
2,936 % |
4,240 % |
4,050 % |
4,322 % |
3,863 % |
|
147 |
3,601 % |
2,945 % |
4,240 % |
4,051 % |
4,321 % |
3,865 % |
|
148 |
3,605 % |
2,953 % |
4,240 % |
4,052 % |
4,320 % |
3,867 % |
|
149 |
3,609 % |
2,961 % |
4,240 % |
4,053 % |
4,319 % |
3,869 % |
|
150 |
3,613 % |
2,970 % |
4,239 % |
4,054 % |
4,319 % |
3,872 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,925 % |
1,855 % |
1,239 % |
0,691 % |
3,246 % |
4,216 % |
|
2 |
– 0,963 % |
1,785 % |
1,295 % |
0,681 % |
3,246 % |
4,321 % |
|
3 |
– 0,962 % |
1,776 % |
1,376 % |
0,689 % |
3,351 % |
4,429 % |
|
4 |
– 0,924 % |
1,798 % |
1,494 % |
0,715 % |
3,458 % |
4,761 % |
|
5 |
– 0,865 % |
1,822 % |
1,577 % |
0,754 % |
3,588 % |
5,044 % |
|
6 |
– 0,805 % |
1,864 % |
1,656 % |
0,823 % |
3,708 % |
5,243 % |
|
7 |
– 0,709 % |
1,906 % |
1,729 % |
0,866 % |
3,820 % |
5,388 % |
|
8 |
– 0,631 % |
1,951 % |
1,789 % |
0,945 % |
3,957 % |
5,506 % |
|
9 |
– 0,554 % |
1,995 % |
1,848 % |
1,038 % |
4,061 % |
5,636 % |
|
10 |
– 0,497 % |
2,039 % |
1,916 % |
1,131 % |
4,092 % |
5,754 % |
|
11 |
– 0,446 % |
2,080 % |
1,993 % |
1,227 % |
4,106 % |
5,836 % |
|
12 |
– 0,393 % |
2,117 % |
2,071 % |
1,317 % |
4,117 % |
5,885 % |
|
13 |
– 0,353 % |
2,151 % |
2,140 % |
1,393 % |
4,126 % |
5,912 % |
|
14 |
– 0,291 % |
2,182 % |
2,203 % |
1,458 % |
4,134 % |
5,921 % |
|
15 |
– 0,270 % |
2,211 % |
2,264 % |
1,514 % |
4,141 % |
5,918 % |
|
16 |
– 0,248 % |
2,236 % |
2,324 % |
1,563 % |
4,147 % |
5,905 % |
|
17 |
– 0,218 % |
2,260 % |
2,382 % |
1,602 % |
4,152 % |
5,885 % |
|
18 |
– 0,188 % |
2,282 % |
2,439 % |
1,632 % |
4,156 % |
5,860 % |
|
19 |
– 0,162 % |
2,303 % |
2,494 % |
1,649 % |
4,160 % |
5,831 % |
|
20 |
– 0,143 % |
2,323 % |
2,548 % |
1,653 % |
4,163 % |
5,799 % |
|
21 |
– 0,133 % |
2,342 % |
2,599 % |
1,645 % |
4,166 % |
5,765 % |
|
22 |
– 0,126 % |
2,359 % |
2,648 % |
1,633 % |
4,169 % |
5,731 % |
|
23 |
– 0,116 % |
2,372 % |
2,695 % |
1,622 % |
4,171 % |
5,696 % |
|
24 |
– 0,099 % |
2,381 % |
2,740 % |
1,618 % |
4,173 % |
5,660 % |
|
25 |
– 0,072 % |
2,386 % |
2,783 % |
1,624 % |
4,175 % |
5,625 % |
|
26 |
– 0,033 % |
2,385 % |
2,824 % |
1,642 % |
4,177 % |
5,590 % |
|
27 |
0,014 % |
2,382 % |
2,864 % |
1,670 % |
4,178 % |
5,556 % |
|
28 |
0,067 % |
2,380 % |
2,901 % |
1,704 % |
4,180 % |
5,522 % |
|
29 |
0,125 % |
2,381 % |
2,937 % |
1,743 % |
4,181 % |
5,490 % |
|
30 |
0,185 % |
2,387 % |
2,972 % |
1,785 % |
4,182 % |
5,458 % |
|
31 |
0,247 % |
2,399 % |
3,005 % |
1,830 % |
4,183 % |
5,427 % |
|
32 |
0,309 % |
2,416 % |
3,036 % |
1,876 % |
4,184 % |
5,396 % |
|
33 |
0,371 % |
2,437 % |
3,066 % |
1,922 % |
4,185 % |
5,367 % |
|
34 |
0,433 % |
2,460 % |
3,095 % |
1,969 % |
4,186 % |
5,339 % |
|
35 |
0,494 % |
2,486 % |
3,123 % |
2,015 % |
4,187 % |
5,312 % |
|
36 |
0,553 % |
2,512 % |
3,149 % |
2,061 % |
4,187 % |
5,286 % |
|
37 |
0,612 % |
2,540 % |
3,174 % |
2,107 % |
4,188 % |
5,260 % |
|
38 |
0,668 % |
2,569 % |
3,199 % |
2,151 % |
4,189 % |
5,236 % |
|
39 |
0,723 % |
2,597 % |
3,222 % |
2,195 % |
4,189 % |
5,212 % |
|
40 |
0,777 % |
2,626 % |
3,244 % |
2,237 % |
4,190 % |
5,190 % |
|
41 |
0,829 % |
2,655 % |
3,266 % |
2,278 % |
4,190 % |
5,168 % |
|
42 |
0,879 % |
2,683 % |
3,286 % |
2,318 % |
4,191 % |
5,147 % |
|
43 |
0,928 % |
2,711 % |
3,306 % |
2,357 % |
4,191 % |
5,126 % |
|
44 |
0,975 % |
2,738 % |
3,325 % |
2,394 % |
4,192 % |
5,107 % |
|
45 |
1,020 % |
2,765 % |
3,343 % |
2,431 % |
4,192 % |
5,088 % |
|
46 |
1,064 % |
2,792 % |
3,361 % |
2,466 % |
4,192 % |
5,070 % |
|
47 |
1,107 % |
2,818 % |
3,378 % |
2,500 % |
4,193 % |
5,052 % |
|
48 |
1,148 % |
2,843 % |
3,394 % |
2,533 % |
4,193 % |
5,035 % |
|
49 |
1,187 % |
2,868 % |
3,410 % |
2,565 % |
4,193 % |
5,019 % |
|
50 |
1,226 % |
2,891 % |
3,425 % |
2,596 % |
4,193 % |
5,003 % |
|
51 |
1,263 % |
2,915 % |
3,439 % |
2,626 % |
4,194 % |
4,988 % |
|
52 |
1,298 % |
2,937 % |
3,454 % |
2,655 % |
4,194 % |
4,973 % |
|
53 |
1,333 % |
2,959 % |
3,467 % |
2,683 % |
4,194 % |
4,959 % |
|
54 |
1,366 % |
2,981 % |
3,480 % |
2,710 % |
4,194 % |
4,946 % |
|
55 |
1,399 % |
3,002 % |
3,493 % |
2,736 % |
4,194 % |
4,932 % |
|
56 |
1,430 % |
3,022 % |
3,505 % |
2,761 % |
4,195 % |
4,920 % |
|
57 |
1,460 % |
3,041 % |
3,517 % |
2,786 % |
4,195 % |
4,907 % |
|
58 |
1,489 % |
3,060 % |
3,529 % |
2,809 % |
4,195 % |
4,895 % |
|
59 |
1,518 % |
3,079 % |
3,540 % |
2,832 % |
4,195 % |
4,884 % |
|
60 |
1,545 % |
3,097 % |
3,551 % |
2,855 % |
4,195 % |
4,872 % |
|
61 |
1,572 % |
3,114 % |
3,561 % |
2,876 % |
4,195 % |
4,861 % |
|
62 |
1,598 % |
3,131 % |
3,571 % |
2,897 % |
4,196 % |
4,851 % |
|
63 |
1,623 % |
3,148 % |
3,581 % |
2,918 % |
4,196 % |
4,841 % |
|
64 |
1,647 % |
3,164 % |
3,591 % |
2,937 % |
4,196 % |
4,831 % |
|
65 |
1,670 % |
3,179 % |
3,600 % |
2,956 % |
4,196 % |
4,821 % |
|
66 |
1,693 % |
3,194 % |
3,609 % |
2,975 % |
4,196 % |
4,812 % |
|
67 |
1,715 % |
3,209 % |
3,618 % |
2,993 % |
4,196 % |
4,803 % |
|
68 |
1,737 % |
3,223 % |
3,626 % |
3,011 % |
4,196 % |
4,794 % |
|
69 |
1,758 % |
3,237 % |
3,634 % |
3,028 % |
4,196 % |
4,785 % |
|
70 |
1,778 % |
3,251 % |
3,642 % |
3,044 % |
4,196 % |
4,777 % |
|
71 |
1,798 % |
3,264 % |
3,650 % |
3,060 % |
4,196 % |
4,769 % |
|
72 |
1,817 % |
3,277 % |
3,658 % |
3,076 % |
4,196 % |
4,761 % |
|
73 |
1,836 % |
3,289 % |
3,665 % |
3,091 % |
4,197 % |
4,753 % |
|
74 |
1,854 % |
3,302 % |
3,672 % |
3,106 % |
4,197 % |
4,746 % |
|
75 |
1,872 % |
3,313 % |
3,679 % |
3,121 % |
4,197 % |
4,738 % |
|
76 |
1,890 % |
3,325 % |
3,686 % |
3,135 % |
4,197 % |
4,731 % |
|
77 |
1,906 % |
3,336 % |
3,693 % |
3,148 % |
4,197 % |
4,725 % |
|
78 |
1,923 % |
3,347 % |
3,699 % |
3,162 % |
4,197 % |
4,718 % |
|
79 |
1,939 % |
3,358 % |
3,705 % |
3,175 % |
4,197 % |
4,711 % |
|
80 |
1,955 % |
3,368 % |
3,711 % |
3,188 % |
4,197 % |
4,705 % |
|
81 |
1,970 % |
3,379 % |
3,717 % |
3,200 % |
4,197 % |
4,699 % |
|
82 |
1,985 % |
3,388 % |
3,723 % |
3,212 % |
4,197 % |
4,693 % |
|
83 |
1,999 % |
3,398 % |
3,729 % |
3,224 % |
4,197 % |
4,687 % |
|
84 |
2,014 % |
3,408 % |
3,735 % |
3,236 % |
4,197 % |
4,681 % |
|
85 |
2,027 % |
3,417 % |
3,740 % |
3,247 % |
4,197 % |
4,675 % |
|
86 |
2,041 % |
3,426 % |
3,745 % |
3,258 % |
4,197 % |
4,670 % |
|
87 |
2,054 % |
3,435 % |
3,751 % |
3,269 % |
4,197 % |
4,664 % |
|
88 |
2,067 % |
3,443 % |
3,756 % |
3,279 % |
4,197 % |
4,659 % |
|
89 |
2,080 % |
3,452 % |
3,761 % |
3,289 % |
4,197 % |
4,654 % |
|
90 |
2,092 % |
3,460 % |
3,766 % |
3,300 % |
4,197 % |
4,649 % |
|
91 |
2,104 % |
3,468 % |
3,770 % |
3,309 % |
4,197 % |
4,644 % |
|
92 |
2,116 % |
3,476 % |
3,775 % |
3,319 % |
4,198 % |
4,639 % |
|
93 |
2,128 % |
3,484 % |
3,780 % |
3,328 % |
4,198 % |
4,634 % |
|
94 |
2,139 % |
3,492 % |
3,784 % |
3,338 % |
4,198 % |
4,630 % |
|
95 |
2,150 % |
3,499 % |
3,788 % |
3,347 % |
4,198 % |
4,625 % |
|
96 |
2,161 % |
3,506 % |
3,793 % |
3,356 % |
4,198 % |
4,621 % |
|
97 |
2,172 % |
3,513 % |
3,797 % |
3,364 % |
4,198 % |
4,616 % |
|
98 |
2,182 % |
3,520 % |
3,801 % |
3,373 % |
4,198 % |
4,612 % |
|
99 |
2,192 % |
3,527 % |
3,805 % |
3,381 % |
4,198 % |
4,608 % |
|
100 |
2,202 % |
3,534 % |
3,809 % |
3,389 % |
4,198 % |
4,604 % |
|
101 |
2,212 % |
3,540 % |
3,813 % |
3,397 % |
4,198 % |
4,600 % |
|
102 |
2,222 % |
3,547 % |
3,817 % |
3,405 % |
4,198 % |
4,596 % |
|
103 |
2,231 % |
3,553 % |
3,820 % |
3,413 % |
4,198 % |
4,592 % |
|
104 |
2,241 % |
3,559 % |
3,824 % |
3,420 % |
4,198 % |
4,588 % |
|
105 |
2,250 % |
3,566 % |
3,827 % |
3,428 % |
4,198 % |
4,585 % |
|
106 |
2,259 % |
3,571 % |
3,831 % |
3,435 % |
4,198 % |
4,581 % |
|
107 |
2,267 % |
3,577 % |
3,834 % |
3,442 % |
4,198 % |
4,577 % |
|
108 |
2,276 % |
3,583 % |
3,838 % |
3,449 % |
4,198 % |
4,574 % |
|
109 |
2,284 % |
3,589 % |
3,841 % |
3,456 % |
4,198 % |
4,570 % |
|
110 |
2,293 % |
3,594 % |
3,844 % |
3,463 % |
4,198 % |
4,567 % |
|
111 |
2,301 % |
3,600 % |
3,848 % |
3,469 % |
4,198 % |
4,564 % |
|
112 |
2,309 % |
3,605 % |
3,851 % |
3,476 % |
4,198 % |
4,560 % |
|
113 |
2,317 % |
3,610 % |
3,854 % |
3,482 % |
4,198 % |
4,557 % |
|
114 |
2,324 % |
3,615 % |
3,857 % |
3,488 % |
4,198 % |
4,554 % |
|
115 |
2,332 % |
3,621 % |
3,860 % |
3,495 % |
4,198 % |
4,551 % |
|
116 |
2,339 % |
3,626 % |
3,863 % |
3,501 % |
4,198 % |
4,548 % |
|
117 |
2,347 % |
3,630 % |
3,866 % |
3,507 % |
4,198 % |
4,545 % |
|
118 |
2,354 % |
3,635 % |
3,868 % |
3,512 % |
4,198 % |
4,542 % |
|
119 |
2,361 % |
3,640 % |
3,871 % |
3,518 % |
4,198 % |
4,539 % |
|
120 |
2,368 % |
3,645 % |
3,874 % |
3,524 % |
4,198 % |
4,536 % |
|
121 |
2,375 % |
3,649 % |
3,877 % |
3,529 % |
4,198 % |
4,534 % |
|
122 |
2,382 % |
3,654 % |
3,879 % |
3,535 % |
4,198 % |
4,531 % |
|
123 |
2,388 % |
3,658 % |
3,882 % |
3,540 % |
4,198 % |
4,528 % |
|
124 |
2,395 % |
3,662 % |
3,884 % |
3,546 % |
4,198 % |
4,526 % |
|
125 |
2,401 % |
3,667 % |
3,887 % |
3,551 % |
4,198 % |
4,523 % |
|
126 |
2,407 % |
3,671 % |
3,889 % |
3,556 % |
4,198 % |
4,520 % |
|
127 |
2,414 % |
3,675 % |
3,892 % |
3,561 % |
4,198 % |
4,518 % |
|
128 |
2,420 % |
3,679 % |
3,894 % |
3,566 % |
4,198 % |
4,515 % |
|
129 |
2,426 % |
3,683 % |
3,897 % |
3,571 % |
4,198 % |
4,513 % |
|
130 |
2,432 % |
3,687 % |
3,899 % |
3,576 % |
4,198 % |
4,510 % |
|
131 |
2,438 % |
3,691 % |
3,901 % |
3,580 % |
4,198 % |
4,508 % |
|
132 |
2,443 % |
3,695 % |
3,904 % |
3,585 % |
4,198 % |
4,506 % |
|
133 |
2,449 % |
3,699 % |
3,906 % |
3,590 % |
4,198 % |
4,503 % |
|
134 |
2,455 % |
3,702 % |
3,908 % |
3,594 % |
4,198 % |
4,501 % |
|
135 |
2,460 % |
3,706 % |
3,910 % |
3,599 % |
4,198 % |
4,499 % |
|
136 |
2,466 % |
3,710 % |
3,912 % |
3,603 % |
4,198 % |
4,497 % |
|
137 |
2,471 % |
3,713 % |
3,914 % |
3,608 % |
4,198 % |
4,495 % |
|
138 |
2,476 % |
3,717 % |
3,916 % |
3,612 % |
4,198 % |
4,492 % |
|
139 |
2,481 % |
3,720 % |
3,918 % |
3,616 % |
4,198 % |
4,490 % |
|
140 |
2,486 % |
3,724 % |
3,920 % |
3,620 % |
4,198 % |
4,488 % |
|
141 |
2,491 % |
3,727 % |
3,922 % |
3,624 % |
4,198 % |
4,486 % |
|
142 |
2,496 % |
3,730 % |
3,924 % |
3,628 % |
4,198 % |
4,484 % |
|
143 |
2,501 % |
3,734 % |
3,926 % |
3,632 % |
4,198 % |
4,482 % |
|
144 |
2,506 % |
3,737 % |
3,928 % |
3,636 % |
4,199 % |
4,480 % |
|
145 |
2,511 % |
3,740 % |
3,930 % |
3,640 % |
4,199 % |
4,478 % |
|
146 |
2,516 % |
3,743 % |
3,932 % |
3,644 % |
4,199 % |
4,476 % |
|
147 |
2,520 % |
3,746 % |
3,934 % |
3,648 % |
4,199 % |
4,475 % |
|
148 |
2,525 % |
3,749 % |
3,936 % |
3,651 % |
4,199 % |
4,473 % |
|
149 |
2,529 % |
3,752 % |
3,937 % |
3,655 % |
4,199 % |
4,471 % |
|
150 |
2,534 % |
3,755 % |
3,939 % |
3,659 % |
4,199 % |
4,469 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,632 % |
6,745 % |
4,074 % |
0,258 % |
2,041 % |
7,331 % |
|
2 |
0,753 % |
6,869 % |
4,421 % |
0,325 % |
2,008 % |
7,452 % |
|
3 |
0,864 % |
6,995 % |
4,876 % |
0,387 % |
2,018 % |
7,567 % |
|
4 |
0,946 % |
7,116 % |
5,109 % |
0,445 % |
2,057 % |
7,693 % |
|
5 |
1,038 % |
7,225 % |
5,255 % |
0,504 % |
2,114 % |
7,821 % |
|
6 |
1,119 % |
7,304 % |
5,420 % |
0,565 % |
2,183 % |
7,949 % |
|
7 |
1,193 % |
7,388 % |
5,529 % |
0,627 % |
2,263 % |
8,073 % |
|
8 |
1,266 % |
7,447 % |
5,626 % |
0,690 % |
2,337 % |
8,193 % |
|
9 |
1,331 % |
7,495 % |
5,700 % |
0,755 % |
2,409 % |
8,300 % |
|
10 |
1,383 % |
7,533 % |
5,784 % |
0,820 % |
2,475 % |
8,376 % |
|
11 |
1,423 % |
7,547 % |
5,884 % |
0,900 % |
2,538 % |
8,415 % |
|
12 |
1,468 % |
7,540 % |
5,992 % |
0,991 % |
2,598 % |
8,426 % |
|
13 |
1,527 % |
7,519 % |
6,098 % |
1,088 % |
2,656 % |
8,420 % |
|
14 |
1,595 % |
7,486 % |
6,196 % |
1,187 % |
2,708 % |
8,400 % |
|
15 |
1,668 % |
7,447 % |
6,282 % |
1,286 % |
2,748 % |
8,367 % |
|
16 |
1,743 % |
7,402 % |
6,352 % |
1,384 % |
2,777 % |
8,321 % |
|
17 |
1,818 % |
7,354 % |
6,407 % |
1,478 % |
2,799 % |
8,266 % |
|
18 |
1,891 % |
7,303 % |
6,449 % |
1,570 % |
2,817 % |
8,205 % |
|
19 |
1,963 % |
7,251 % |
6,479 % |
1,658 % |
2,834 % |
8,139 % |
|
20 |
2,033 % |
7,199 % |
6,498 % |
1,742 % |
2,853 % |
8,071 % |
|
21 |
2,100 % |
7,147 % |
6,507 % |
1,822 % |
2,875 % |
8,001 % |
|
22 |
2,165 % |
7,095 % |
6,508 % |
1,899 % |
2,900 % |
7,930 % |
|
23 |
2,227 % |
7,045 % |
6,503 % |
1,973 % |
2,926 % |
7,859 % |
|
24 |
2,287 % |
6,995 % |
6,492 % |
2,042 % |
2,953 % |
7,790 % |
|
25 |
2,344 % |
6,947 % |
6,478 % |
2,109 % |
2,981 % |
7,721 % |
|
26 |
2,398 % |
6,899 % |
6,460 % |
2,172 % |
3,009 % |
7,653 % |
|
27 |
2,451 % |
6,854 % |
6,441 % |
2,233 % |
3,036 % |
7,588 % |
|
28 |
2,500 % |
6,810 % |
6,419 % |
2,290 % |
3,064 % |
7,524 % |
|
29 |
2,548 % |
6,767 % |
6,397 % |
2,345 % |
3,091 % |
7,462 % |
|
30 |
2,594 % |
6,726 % |
6,374 % |
2,397 % |
3,117 % |
7,403 % |
|
31 |
2,637 % |
6,686 % |
6,350 % |
2,447 % |
3,143 % |
7,345 % |
|
32 |
2,679 % |
6,648 % |
6,327 % |
2,494 % |
3,168 % |
7,289 % |
|
33 |
2,719 % |
6,611 % |
6,303 % |
2,540 % |
3,193 % |
7,236 % |
|
34 |
2,757 % |
6,576 % |
6,280 % |
2,583 % |
3,217 % |
7,184 % |
|
35 |
2,793 % |
6,542 % |
6,256 % |
2,624 % |
3,239 % |
7,134 % |
|
36 |
2,828 % |
6,509 % |
6,234 % |
2,664 % |
3,262 % |
7,087 % |
|
37 |
2,862 % |
6,478 % |
6,211 % |
2,702 % |
3,283 % |
7,041 % |
|
38 |
2,894 % |
6,448 % |
6,190 % |
2,738 % |
3,304 % |
6,997 % |
|
39 |
2,924 % |
6,419 % |
6,168 % |
2,772 % |
3,324 % |
6,954 % |
|
40 |
2,954 % |
6,391 % |
6,148 % |
2,805 % |
3,343 % |
6,914 % |
|
41 |
2,982 % |
6,364 % |
6,128 % |
2,837 % |
3,362 % |
6,875 % |
|
42 |
3,009 % |
6,338 % |
6,108 % |
2,868 % |
3,380 % |
6,837 % |
|
43 |
3,035 % |
6,314 % |
6,089 % |
2,897 % |
3,397 % |
6,801 % |
|
44 |
3,060 % |
6,290 % |
6,071 % |
2,925 % |
3,414 % |
6,766 % |
|
45 |
3,084 % |
6,267 % |
6,053 % |
2,952 % |
3,430 % |
6,733 % |
|
46 |
3,107 % |
6,245 % |
6,036 % |
2,978 % |
3,445 % |
6,701 % |
|
47 |
3,129 % |
6,223 % |
6,019 % |
3,003 % |
3,460 % |
6,670 % |
|
48 |
3,151 % |
6,203 % |
6,003 % |
3,027 % |
3,475 % |
6,640 % |
|
49 |
3,171 % |
6,183 % |
5,988 % |
3,050 % |
3,489 % |
6,612 % |
|
50 |
3,191 % |
6,164 % |
5,973 % |
3,072 % |
3,502 % |
6,584 % |
|
51 |
3,210 % |
6,146 % |
5,958 % |
3,094 % |
3,516 % |
6,557 % |
|
52 |
3,229 % |
6,128 % |
5,944 % |
3,114 % |
3,528 % |
6,532 % |
|
53 |
3,246 % |
6,111 % |
5,931 % |
3,134 % |
3,540 % |
6,507 % |
|
54 |
3,264 % |
6,094 % |
5,918 % |
3,153 % |
3,552 % |
6,483 % |
|
55 |
3,280 % |
6,078 % |
5,905 % |
3,172 % |
3,563 % |
6,460 % |
|
56 |
3,296 % |
6,063 % |
5,893 % |
3,190 % |
3,575 % |
6,438 % |
|
57 |
3,312 % |
6,048 % |
5,881 % |
3,207 % |
3,585 % |
6,416 % |
|
58 |
3,327 % |
6,034 % |
5,869 % |
3,224 % |
3,596 % |
6,395 % |
|
59 |
3,341 % |
6,020 % |
5,858 % |
3,240 % |
3,606 % |
6,375 % |
|
60 |
3,355 % |
6,006 % |
5,847 % |
3,256 % |
3,615 % |
6,356 % |
|
61 |
3,369 % |
5,993 % |
5,837 % |
3,271 % |
3,625 % |
6,337 % |
|
62 |
3,382 % |
5,980 % |
5,827 % |
3,286 % |
3,634 % |
6,318 % |
|
63 |
3,395 % |
5,968 % |
5,817 % |
3,300 % |
3,643 % |
6,301 % |
|
64 |
3,407 % |
5,956 % |
5,807 % |
3,314 % |
3,651 % |
6,283 % |
|
65 |
3,420 % |
5,945 % |
5,798 % |
3,328 % |
3,659 % |
6,267 % |
|
66 |
3,431 % |
5,933 % |
5,789 % |
3,341 % |
3,668 % |
6,251 % |
|
67 |
3,443 % |
5,922 % |
5,780 % |
3,354 % |
3,675 % |
6,235 % |
|
68 |
3,454 % |
5,912 % |
5,772 % |
3,366 % |
3,683 % |
6,220 % |
|
69 |
3,464 % |
5,902 % |
5,763 % |
3,378 % |
3,690 % |
6,205 % |
|
70 |
3,475 % |
5,892 % |
5,755 % |
3,390 % |
3,698 % |
6,191 % |
|
71 |
3,485 % |
5,882 % |
5,748 % |
3,401 % |
3,705 % |
6,177 % |
|
72 |
3,495 % |
5,872 % |
5,740 % |
3,412 % |
3,712 % |
6,163 % |
|
73 |
3,504 % |
5,863 % |
5,733 % |
3,423 % |
3,718 % |
6,150 % |
|
74 |
3,514 % |
5,854 % |
5,725 % |
3,433 % |
3,725 % |
6,137 % |
|
75 |
3,523 % |
5,845 % |
5,718 % |
3,443 % |
3,731 % |
6,124 % |
|
76 |
3,532 % |
5,837 % |
5,712 % |
3,453 % |
3,737 % |
6,112 % |
|
77 |
3,540 % |
5,829 % |
5,705 % |
3,463 % |
3,743 % |
6,100 % |
|
78 |
3,549 % |
5,821 % |
5,698 % |
3,472 % |
3,749 % |
6,089 % |
|
79 |
3,557 % |
5,813 % |
5,692 % |
3,481 % |
3,755 % |
6,077 % |
|
80 |
3,565 % |
5,805 % |
5,686 % |
3,490 % |
3,760 % |
6,066 % |
|
81 |
3,573 % |
5,798 % |
5,680 % |
3,499 % |
3,765 % |
6,056 % |
|
82 |
3,580 % |
5,790 % |
5,674 % |
3,507 % |
3,771 % |
6,045 % |
|
83 |
3,588 % |
5,783 % |
5,668 % |
3,516 % |
3,776 % |
6,035 % |
|
84 |
3,595 % |
5,776 % |
5,663 % |
3,524 % |
3,781 % |
6,025 % |
|
85 |
3,602 % |
5,769 % |
5,657 % |
3,532 % |
3,786 % |
6,015 % |
|
86 |
3,609 % |
5,763 % |
5,652 % |
3,540 % |
3,791 % |
6,006 % |
|
87 |
3,616 % |
5,756 % |
5,647 % |
3,547 % |
3,795 % |
5,997 % |
|
88 |
3,622 % |
5,750 % |
5,642 % |
3,554 % |
3,800 % |
5,987 % |
|
89 |
3,629 % |
5,744 % |
5,637 % |
3,562 % |
3,804 % |
5,979 % |
|
90 |
3,635 % |
5,738 % |
5,632 % |
3,569 % |
3,809 % |
5,970 % |
|
91 |
3,641 % |
5,732 % |
5,627 % |
3,576 % |
3,813 % |
5,961 % |
|
92 |
3,647 % |
5,726 % |
5,623 % |
3,582 % |
3,817 % |
5,953 % |
|
93 |
3,653 % |
5,720 % |
5,618 % |
3,589 % |
3,821 % |
5,945 % |
|
94 |
3,659 % |
5,715 % |
5,614 % |
3,596 % |
3,825 % |
5,937 % |
|
95 |
3,665 % |
5,709 % |
5,609 % |
3,602 % |
3,829 % |
5,929 % |
|
96 |
3,670 % |
5,704 % |
5,605 % |
3,608 % |
3,833 % |
5,922 % |
|
97 |
3,676 % |
5,699 % |
5,601 % |
3,614 % |
3,837 % |
5,914 % |
|
98 |
3,681 % |
5,694 % |
5,597 % |
3,620 % |
3,841 % |
5,907 % |
|
99 |
3,686 % |
5,689 % |
5,593 % |
3,626 % |
3,844 % |
5,900 % |
|
100 |
3,691 % |
5,684 % |
5,589 % |
3,632 % |
3,848 % |
5,893 % |
|
101 |
3,696 % |
5,679 % |
5,585 % |
3,637 % |
3,851 % |
5,886 % |
|
102 |
3,701 % |
5,674 % |
5,581 % |
3,643 % |
3,855 % |
5,879 % |
|
103 |
3,706 % |
5,670 % |
5,577 % |
3,648 % |
3,858 % |
5,872 % |
|
104 |
3,711 % |
5,665 % |
5,574 % |
3,653 % |
3,861 % |
5,866 % |
|
105 |
3,716 % |
5,661 % |
5,570 % |
3,659 % |
3,865 % |
5,860 % |
|
106 |
3,720 % |
5,656 % |
5,567 % |
3,664 % |
3,868 % |
5,853 % |
|
107 |
3,725 % |
5,652 % |
5,563 % |
3,669 % |
3,871 % |
5,847 % |
|
108 |
3,729 % |
5,648 % |
5,560 % |
3,674 % |
3,874 % |
5,841 % |
|
109 |
3,733 % |
5,644 % |
5,557 % |
3,678 % |
3,877 % |
5,835 % |
|
110 |
3,738 % |
5,640 % |
5,553 % |
3,683 % |
3,880 % |
5,829 % |
|
111 |
3,742 % |
5,636 % |
5,550 % |
3,688 % |
3,883 % |
5,824 % |
|
112 |
3,746 % |
5,632 % |
5,547 % |
3,692 % |
3,885 % |
5,818 % |
|
113 |
3,750 % |
5,628 % |
5,544 % |
3,697 % |
3,888 % |
5,813 % |
|
114 |
3,754 % |
5,624 % |
5,541 % |
3,701 % |
3,891 % |
5,807 % |
|
115 |
3,758 % |
5,621 % |
5,538 % |
3,706 % |
3,894 % |
5,802 % |
|
116 |
3,761 % |
5,617 % |
5,535 % |
3,710 % |
3,896 % |
5,797 % |
|
117 |
3,765 % |
5,613 % |
5,532 % |
3,714 % |
3,899 % |
5,792 % |
|
118 |
3,769 % |
5,610 % |
5,529 % |
3,718 % |
3,901 % |
5,787 % |
|
119 |
3,772 % |
5,606 % |
5,527 % |
3,722 % |
3,904 % |
5,782 % |
|
120 |
3,776 % |
5,603 % |
5,524 % |
3,726 % |
3,906 % |
5,777 % |
|
121 |
3,780 % |
5,600 % |
5,521 % |
3,730 % |
3,909 % |
5,772 % |
|
122 |
3,783 % |
5,596 % |
5,518 % |
3,734 % |
3,911 % |
5,767 % |
|
123 |
3,786 % |
5,593 % |
5,516 % |
3,738 % |
3,914 % |
5,763 % |
|
124 |
3,790 % |
5,590 % |
5,513 % |
3,741 % |
3,916 % |
5,758 % |
|
125 |
3,793 % |
5,587 % |
5,511 % |
3,745 % |
3,918 % |
5,754 % |
|
126 |
3,796 % |
5,584 % |
5,508 % |
3,749 % |
3,920 % |
5,749 % |
|
127 |
3,799 % |
5,581 % |
5,506 % |
3,752 % |
3,923 % |
5,745 % |
|
128 |
3,802 % |
5,578 % |
5,504 % |
3,756 % |
3,925 % |
5,741 % |
|
129 |
3,806 % |
5,575 % |
5,501 % |
3,759 % |
3,927 % |
5,737 % |
|
130 |
3,809 % |
5,572 % |
5,499 % |
3,763 % |
3,929 % |
5,732 % |
|
131 |
3,812 % |
5,569 % |
5,497 % |
3,766 % |
3,931 % |
5,728 % |
|
132 |
3,815 % |
5,566 % |
5,494 % |
3,769 % |
3,933 % |
5,724 % |
|
133 |
3,817 % |
5,564 % |
5,492 % |
3,772 % |
3,935 % |
5,720 % |
|
134 |
3,820 % |
5,561 % |
5,490 % |
3,776 % |
3,937 % |
5,716 % |
|
135 |
3,823 % |
5,558 % |
5,488 % |
3,779 % |
3,939 % |
5,713 % |
|
136 |
3,826 % |
5,556 % |
5,486 % |
3,782 % |
3,941 % |
5,709 % |
|
137 |
3,829 % |
5,553 % |
5,484 % |
3,785 % |
3,943 % |
5,705 % |
|
138 |
3,831 % |
5,550 % |
5,482 % |
3,788 % |
3,945 % |
5,701 % |
|
139 |
3,834 % |
5,548 % |
5,479 % |
3,791 % |
3,946 % |
5,698 % |
|
140 |
3,837 % |
5,545 % |
5,477 % |
3,794 % |
3,948 % |
5,694 % |
|
141 |
3,839 % |
5,543 % |
5,476 % |
3,797 % |
3,950 % |
5,691 % |
|
142 |
3,842 % |
5,541 % |
5,474 % |
3,799 % |
3,952 % |
5,687 % |
|
143 |
3,844 % |
5,538 % |
5,472 % |
3,802 % |
3,954 % |
5,684 % |
|
144 |
3,847 % |
5,536 % |
5,470 % |
3,805 % |
3,955 % |
5,681 % |
|
145 |
3,849 % |
5,533 % |
5,468 % |
3,808 % |
3,957 % |
5,677 % |
|
146 |
3,851 % |
5,531 % |
5,466 % |
3,810 % |
3,959 % |
5,674 % |
|
147 |
3,854 % |
5,529 % |
5,464 % |
3,813 % |
3,960 % |
5,671 % |
|
148 |
3,856 % |
5,527 % |
5,462 % |
3,816 % |
3,962 % |
5,668 % |
|
149 |
3,858 % |
5,525 % |
5,461 % |
3,818 % |
3,963 % |
5,664 % |
|
150 |
3,861 % |
5,522 % |
5,459 % |
3,821 % |
3,965 % |
5,661 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
13,072 % |
2,203 % |
3,280 % |
10,235 % |
1,096 % |
1,127 % |
|
2 |
12,277 % |
2,224 % |
3,274 % |
9,558 % |
1,236 % |
1,084 % |
|
3 |
11,951 % |
2,302 % |
3,285 % |
9,144 % |
1,377 % |
1,069 % |
|
4 |
11,928 % |
2,375 % |
3,323 % |
8,887 % |
1,500 % |
1,076 % |
|
5 |
12,037 % |
2,498 % |
3,361 % |
8,706 % |
1,596 % |
1,090 % |
|
6 |
12,145 % |
2,589 % |
3,416 % |
8,599 % |
1,695 % |
1,103 % |
|
7 |
12,162 % |
2,664 % |
3,495 % |
8,400 % |
1,791 % |
1,118 % |
|
8 |
12,084 % |
2,685 % |
3,557 % |
8,337 % |
1,865 % |
1,136 % |
|
9 |
12,058 % |
2,688 % |
3,609 % |
8,241 % |
1,942 % |
1,156 % |
|
10 |
12,085 % |
2,716 % |
3,673 % |
8,141 % |
2,012 % |
1,176 % |
|
11 |
12,076 % |
2,752 % |
3,726 % |
8,039 % |
2,063 % |
1,195 % |
|
12 |
12,023 % |
2,791 % |
3,768 % |
7,933 % |
2,104 % |
1,210 % |
|
13 |
11,937 % |
2,832 % |
3,807 % |
7,825 % |
2,146 % |
1,220 % |
|
14 |
11,827 % |
2,872 % |
3,848 % |
7,717 % |
2,182 % |
1,224 % |
|
15 |
11,699 % |
2,912 % |
3,891 % |
7,610 % |
2,209 % |
1,223 % |
|
16 |
11,557 % |
2,951 % |
3,940 % |
7,504 % |
2,224 % |
1,218 % |
|
17 |
11,407 % |
2,990 % |
3,989 % |
7,401 % |
2,234 % |
1,215 % |
|
18 |
11,251 % |
3,027 % |
4,038 % |
7,300 % |
2,243 % |
1,219 % |
|
19 |
11,092 % |
3,062 % |
4,082 % |
7,203 % |
2,255 % |
1,233 % |
|
20 |
10,931 % |
3,097 % |
4,122 % |
7,109 % |
2,272 % |
1,259 % |
|
21 |
10,771 % |
3,130 % |
4,155 % |
7,018 % |
2,297 % |
1,298 % |
|
22 |
10,613 % |
3,162 % |
4,182 % |
6,931 % |
2,328 % |
1,346 % |
|
23 |
10,458 % |
3,192 % |
4,205 % |
6,847 % |
2,362 % |
1,401 % |
|
24 |
10,306 % |
3,221 % |
4,223 % |
6,767 % |
2,400 % |
1,461 % |
|
25 |
10,158 % |
3,249 % |
4,239 % |
6,690 % |
2,438 % |
1,522 % |
|
26 |
10,015 % |
3,276 % |
4,252 % |
6,616 % |
2,478 % |
1,585 % |
|
27 |
9,876 % |
3,302 % |
4,262 % |
6,545 % |
2,518 % |
1,649 % |
|
28 |
9,743 % |
3,326 % |
4,271 % |
6,477 % |
2,557 % |
1,711 % |
|
29 |
9,614 % |
3,350 % |
4,278 % |
6,413 % |
2,597 % |
1,773 % |
|
30 |
9,490 % |
3,372 % |
4,284 % |
6,351 % |
2,635 % |
1,834 % |
|
31 |
9,371 % |
3,394 % |
4,288 % |
6,292 % |
2,673 % |
1,893 % |
|
32 |
9,257 % |
3,414 % |
4,292 % |
6,235 % |
2,710 % |
1,951 % |
|
33 |
9,148 % |
3,434 % |
4,295 % |
6,181 % |
2,746 % |
2,006 % |
|
34 |
9,043 % |
3,453 % |
4,297 % |
6,129 % |
2,780 % |
2,060 % |
|
35 |
8,942 % |
3,471 % |
4,298 % |
6,079 % |
2,814 % |
2,112 % |
|
36 |
8,846 % |
3,489 % |
4,299 % |
6,032 % |
2,847 % |
2,163 % |
|
37 |
8,754 % |
3,505 % |
4,300 % |
5,987 % |
2,878 % |
2,211 % |
|
38 |
8,666 % |
3,521 % |
4,300 % |
5,943 % |
2,908 % |
2,258 % |
|
39 |
8,581 % |
3,537 % |
4,300 % |
5,902 % |
2,938 % |
2,302 % |
|
40 |
8,500 % |
3,552 % |
4,300 % |
5,862 % |
2,966 % |
2,346 % |
|
41 |
8,423 % |
3,566 % |
4,299 % |
5,823 % |
2,993 % |
2,387 % |
|
42 |
8,348 % |
3,580 % |
4,298 % |
5,787 % |
3,019 % |
2,427 % |
|
43 |
8,277 % |
3,593 % |
4,298 % |
5,751 % |
3,045 % |
2,466 % |
|
44 |
8,209 % |
3,605 % |
4,297 % |
5,718 % |
3,069 % |
2,503 % |
|
45 |
8,143 % |
3,618 % |
4,296 % |
5,685 % |
3,092 % |
2,538 % |
|
46 |
8,080 % |
3,629 % |
4,295 % |
5,654 % |
3,115 % |
2,573 % |
|
47 |
8,020 % |
3,641 % |
4,294 % |
5,624 % |
3,137 % |
2,606 % |
|
48 |
7,961 % |
3,652 % |
4,292 % |
5,595 % |
3,158 % |
2,638 % |
|
49 |
7,905 % |
3,662 % |
4,291 % |
5,567 % |
3,178 % |
2,668 % |
|
50 |
7,852 % |
3,672 % |
4,290 % |
5,540 % |
3,198 % |
2,698 % |
|
51 |
7,800 % |
3,682 % |
4,289 % |
5,514 % |
3,217 % |
2,727 % |
|
52 |
7,750 % |
3,692 % |
4,288 % |
5,490 % |
3,235 % |
2,754 % |
|
53 |
7,702 % |
3,701 % |
4,286 % |
5,466 % |
3,253 % |
2,781 % |
|
54 |
7,655 % |
3,710 % |
4,285 % |
5,442 % |
3,270 % |
2,806 % |
|
55 |
7,611 % |
3,718 % |
4,284 % |
5,420 % |
3,286 % |
2,831 % |
|
56 |
7,568 % |
3,727 % |
4,283 % |
5,398 % |
3,302 % |
2,855 % |
|
57 |
7,526 % |
3,735 % |
4,282 % |
5,378 % |
3,317 % |
2,878 % |
|
58 |
7,486 % |
3,743 % |
4,280 % |
5,357 % |
3,332 % |
2,901 % |
|
59 |
7,447 % |
3,750 % |
4,279 % |
5,338 % |
3,347 % |
2,922 % |
|
60 |
7,409 % |
3,757 % |
4,278 % |
5,319 % |
3,361 % |
2,943 % |
|
61 |
7,373 % |
3,764 % |
4,277 % |
5,301 % |
3,374 % |
2,964 % |
|
62 |
7,337 % |
3,771 % |
4,276 % |
5,283 % |
3,387 % |
2,983 % |
|
63 |
7,303 % |
3,778 % |
4,275 % |
5,266 % |
3,400 % |
3,002 % |
|
64 |
7,270 % |
3,784 % |
4,274 % |
5,249 % |
3,413 % |
3,021 % |
|
65 |
7,238 % |
3,791 % |
4,273 % |
5,233 % |
3,425 % |
3,039 % |
|
66 |
7,207 % |
3,797 % |
4,272 % |
5,218 % |
3,436 % |
3,056 % |
|
67 |
7,177 % |
3,803 % |
4,271 % |
5,202 % |
3,447 % |
3,073 % |
|
68 |
7,148 % |
3,808 % |
4,270 % |
5,188 % |
3,458 % |
3,090 % |
|
69 |
7,119 % |
3,814 % |
4,269 % |
5,173 % |
3,469 % |
3,106 % |
|
70 |
7,091 % |
3,819 % |
4,268 % |
5,159 % |
3,479 % |
3,121 % |
|
71 |
7,065 % |
3,825 % |
4,267 % |
5,146 % |
3,489 % |
3,136 % |
|
72 |
7,039 % |
3,830 % |
4,266 % |
5,133 % |
3,499 % |
3,151 % |
|
73 |
7,013 % |
3,835 % |
4,265 % |
5,120 % |
3,509 % |
3,165 % |
|
74 |
6,988 % |
3,840 % |
4,264 % |
5,107 % |
3,518 % |
3,179 % |
|
75 |
6,964 % |
3,845 % |
4,264 % |
5,095 % |
3,527 % |
3,193 % |
|
76 |
6,941 % |
3,849 % |
4,263 % |
5,083 % |
3,536 % |
3,206 % |
|
77 |
6,918 % |
3,854 % |
4,262 % |
5,072 % |
3,545 % |
3,219 % |
|
78 |
6,896 % |
3,858 % |
4,261 % |
5,061 % |
3,553 % |
3,231 % |
|
79 |
6,874 % |
3,862 % |
4,260 % |
5,050 % |
3,561 % |
3,243 % |
|
80 |
6,853 % |
3,867 % |
4,260 % |
5,039 % |
3,569 % |
3,255 % |
|
81 |
6,833 % |
3,871 % |
4,259 % |
5,029 % |
3,577 % |
3,267 % |
|
82 |
6,813 % |
3,875 % |
4,258 % |
5,019 % |
3,584 % |
3,278 % |
|
83 |
6,793 % |
3,879 % |
4,258 % |
5,009 % |
3,592 % |
3,289 % |
|
84 |
6,774 % |
3,882 % |
4,257 % |
4,999 % |
3,599 % |
3,300 % |
|
85 |
6,755 % |
3,886 % |
4,256 % |
4,990 % |
3,606 % |
3,310 % |
|
86 |
6,737 % |
3,890 % |
4,256 % |
4,980 % |
3,613 % |
3,321 % |
|
87 |
6,719 % |
3,893 % |
4,255 % |
4,971 % |
3,620 % |
3,331 % |
|
88 |
6,702 % |
3,897 % |
4,254 % |
4,963 % |
3,626 % |
3,341 % |
|
89 |
6,685 % |
3,900 % |
4,254 % |
4,954 % |
3,633 % |
3,350 % |
|
90 |
6,668 % |
3,904 % |
4,253 % |
4,946 % |
3,639 % |
3,360 % |
|
91 |
6,652 % |
3,907 % |
4,253 % |
4,937 % |
3,645 % |
3,369 % |
|
92 |
6,636 % |
3,910 % |
4,252 % |
4,929 % |
3,651 % |
3,378 % |
|
93 |
6,621 % |
3,913 % |
4,251 % |
4,922 % |
3,657 % |
3,387 % |
|
94 |
6,606 % |
3,916 % |
4,251 % |
4,914 % |
3,663 % |
3,395 % |
|
95 |
6,591 % |
3,919 % |
4,250 % |
4,906 % |
3,668 % |
3,404 % |
|
96 |
6,576 % |
3,922 % |
4,250 % |
4,899 % |
3,674 % |
3,412 % |
|
97 |
6,562 % |
3,925 % |
4,249 % |
4,892 % |
3,679 % |
3,420 % |
|
98 |
6,548 % |
3,928 % |
4,249 % |
4,885 % |
3,685 % |
3,428 % |
|
99 |
6,534 % |
3,930 % |
4,248 % |
4,878 % |
3,690 % |
3,436 % |
|
100 |
6,521 % |
3,933 % |
4,248 % |
4,871 % |
3,695 % |
3,443 % |
|
101 |
6,508 % |
3,936 % |
4,247 % |
4,864 % |
3,700 % |
3,451 % |
|
102 |
6,495 % |
3,938 % |
4,247 % |
4,858 % |
3,705 % |
3,458 % |
|
103 |
6,482 % |
3,941 % |
4,246 % |
4,851 % |
3,709 % |
3,465 % |
|
104 |
6,470 % |
3,943 % |
4,246 % |
4,845 % |
3,714 % |
3,472 % |
|
105 |
6,457 % |
3,946 % |
4,246 % |
4,839 % |
3,719 % |
3,479 % |
|
106 |
6,445 % |
3,948 % |
4,245 % |
4,833 % |
3,723 % |
3,486 % |
|
107 |
6,434 % |
3,951 % |
4,245 % |
4,827 % |
3,728 % |
3,493 % |
|
108 |
6,422 % |
3,953 % |
4,244 % |
4,821 % |
3,732 % |
3,499 % |
|
109 |
6,411 % |
3,955 % |
4,244 % |
4,815 % |
3,736 % |
3,506 % |
|
110 |
6,400 % |
3,957 % |
4,244 % |
4,810 % |
3,741 % |
3,512 % |
|
111 |
6,389 % |
3,959 % |
4,243 % |
4,804 % |
3,745 % |
3,518 % |
|
112 |
6,378 % |
3,962 % |
4,243 % |
4,799 % |
3,749 % |
3,524 % |
|
113 |
6,368 % |
3,964 % |
4,242 % |
4,793 % |
3,753 % |
3,530 % |
|
114 |
6,358 % |
3,966 % |
4,242 % |
4,788 % |
3,757 % |
3,536 % |
|
115 |
6,347 % |
3,968 % |
4,242 % |
4,783 % |
3,761 % |
3,542 % |
|
116 |
6,338 % |
3,970 % |
4,241 % |
4,778 % |
3,764 % |
3,547 % |
|
117 |
6,328 % |
3,972 % |
4,241 % |
4,773 % |
3,768 % |
3,553 % |
|
118 |
6,318 % |
3,974 % |
4,241 % |
4,768 % |
3,772 % |
3,558 % |
|
119 |
6,309 % |
3,976 % |
4,240 % |
4,763 % |
3,775 % |
3,564 % |
|
120 |
6,299 % |
3,977 % |
4,240 % |
4,759 % |
3,779 % |
3,569 % |
|
121 |
6,290 % |
3,979 % |
4,240 % |
4,754 % |
3,782 % |
3,574 % |
|
122 |
6,281 % |
3,981 % |
4,239 % |
4,750 % |
3,786 % |
3,579 % |
|
123 |
6,272 % |
3,983 % |
4,239 % |
4,745 % |
3,789 % |
3,584 % |
|
124 |
6,264 % |
3,985 % |
4,239 % |
4,741 % |
3,792 % |
3,589 % |
|
125 |
6,255 % |
3,986 % |
4,238 % |
4,736 % |
3,796 % |
3,594 % |
|
126 |
6,247 % |
3,988 % |
4,238 % |
4,732 % |
3,799 % |
3,599 % |
|
127 |
6,239 % |
3,990 % |
4,238 % |
4,728 % |
3,802 % |
3,604 % |
|
128 |
6,230 % |
3,991 % |
4,237 % |
4,724 % |
3,805 % |
3,608 % |
|
129 |
6,222 % |
3,993 % |
4,237 % |
4,720 % |
3,808 % |
3,613 % |
|
130 |
6,214 % |
3,995 % |
4,237 % |
4,716 % |
3,811 % |
3,617 % |
|
131 |
6,207 % |
3,996 % |
4,237 % |
4,712 % |
3,814 % |
3,622 % |
|
132 |
6,199 % |
3,998 % |
4,236 % |
4,708 % |
3,817 % |
3,626 % |
|
133 |
6,191 % |
3,999 % |
4,236 % |
4,704 % |
3,820 % |
3,631 % |
|
134 |
6,184 % |
4,001 % |
4,236 % |
4,700 % |
3,823 % |
3,635 % |
|
135 |
6,177 % |
4,002 % |
4,235 % |
4,697 % |
3,826 % |
3,639 % |
|
136 |
6,169 % |
4,004 % |
4,235 % |
4,693 % |
3,828 % |
3,643 % |
|
137 |
6,162 % |
4,005 % |
4,235 % |
4,689 % |
3,831 % |
3,647 % |
|
138 |
6,155 % |
4,006 % |
4,235 % |
4,686 % |
3,834 % |
3,651 % |
|
139 |
6,148 % |
4,008 % |
4,234 % |
4,682 % |
3,836 % |
3,655 % |
|
140 |
6,142 % |
4,009 % |
4,234 % |
4,679 % |
3,839 % |
3,659 % |
|
141 |
6,135 % |
4,011 % |
4,234 % |
4,675 % |
3,841 % |
3,663 % |
|
142 |
6,128 % |
4,012 % |
4,234 % |
4,672 % |
3,844 % |
3,667 % |
|
143 |
6,122 % |
4,013 % |
4,233 % |
4,669 % |
3,846 % |
3,670 % |
|
144 |
6,115 % |
4,015 % |
4,233 % |
4,665 % |
3,849 % |
3,674 % |
|
145 |
6,109 % |
4,016 % |
4,233 % |
4,662 % |
3,851 % |
3,678 % |
|
146 |
6,103 % |
4,017 % |
4,233 % |
4,659 % |
3,854 % |
3,681 % |
|
147 |
6,097 % |
4,018 % |
4,233 % |
4,656 % |
3,856 % |
3,685 % |
|
148 |
6,091 % |
4,020 % |
4,232 % |
4,653 % |
3,858 % |
3,688 % |
|
149 |
6,085 % |
4,021 % |
4,232 % |
4,650 % |
3,861 % |
3,692 % |
|
150 |
6,079 % |
4,022 % |
4,232 % |
4,647 % |
3,863 % |
3,695 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
9,327 % |
0,576 % |
– 0,177 % |
|
2 |
9,372 % |
0,636 % |
– 0,236 % |
|
3 |
9,525 % |
0,710 % |
– 0,260 % |
|
4 |
9,579 % |
0,796 % |
– 0,262 % |
|
5 |
9,609 % |
0,888 % |
– 0,252 % |
|
6 |
9,637 % |
0,979 % |
– 0,234 % |
|
7 |
9,660 % |
1,063 % |
– 0,211 % |
|
8 |
9,675 % |
1,145 % |
– 0,188 % |
|
9 |
9,674 % |
1,217 % |
– 0,165 % |
|
10 |
9,649 % |
1,284 % |
– 0,143 % |
|
11 |
9,597 % |
1,346 % |
– 0,103 % |
|
12 |
9,526 % |
1,404 % |
– 0,098 % |
|
13 |
9,440 % |
1,451 % |
– 0,053 % |
|
14 |
9,345 % |
1,495 % |
– 0,032 % |
|
15 |
9,243 % |
1,536 % |
– 0,037 % |
|
16 |
9,138 % |
1,572 % |
0,005 % |
|
17 |
9,031 % |
1,604 % |
0,021 % |
|
18 |
8,924 % |
1,632 % |
0,035 % |
|
19 |
8,818 % |
1,657 % |
0,048 % |
|
20 |
8,713 % |
1,678 % |
0,028 % |
|
21 |
8,610 % |
1,695 % |
0,019 % |
|
22 |
8,510 % |
1,710 % |
0,025 % |
|
23 |
8,412 % |
1,723 % |
0,036 % |
|
24 |
8,318 % |
1,736 % |
0,047 % |
|
25 |
8,227 % |
1,748 % |
0,053 % |
|
26 |
8,139 % |
1,759 % |
0,051 % |
|
27 |
8,055 % |
1,770 % |
0,047 % |
|
28 |
7,973 % |
1,779 % |
0,046 % |
|
29 |
7,895 % |
1,785 % |
0,051 % |
|
30 |
7,821 % |
1,788 % |
0,066 % |
|
31 |
7,749 % |
1,788 % |
0,091 % |
|
32 |
7,680 % |
1,787 % |
0,125 % |
|
33 |
7,614 % |
1,786 % |
0,166 % |
|
34 |
7,551 % |
1,786 % |
0,211 % |
|
35 |
7,491 % |
1,788 % |
0,259 % |
|
36 |
7,433 % |
1,792 % |
0,309 % |
|
37 |
7,377 % |
1,797 % |
0,361 % |
|
38 |
7,324 % |
1,802 % |
0,413 % |
|
39 |
7,273 % |
1,803 % |
0,465 % |
|
40 |
7,225 % |
1,801 % |
0,517 % |
|
41 |
7,178 % |
1,795 % |
0,569 % |
|
42 |
7,133 % |
1,786 % |
0,619 % |
|
43 |
7,090 % |
1,776 % |
0,669 % |
|
44 |
7,048 % |
1,767 % |
0,718 % |
|
45 |
7,009 % |
1,759 % |
0,765 % |
|
46 |
6,970 % |
1,754 % |
0,812 % |
|
47 |
6,934 % |
1,752 % |
0,857 % |
|
48 |
6,898 % |
1,754 % |
0,901 % |
|
49 |
6,864 % |
1,759 % |
0,944 % |
|
50 |
6,832 % |
1,769 % |
0,985 % |
|
51 |
6,800 % |
1,783 % |
1,025 % |
|
52 |
6,770 % |
1,801 % |
1,064 % |
|
53 |
6,740 % |
1,822 % |
1,102 % |
|
54 |
6,712 % |
1,846 % |
1,139 % |
|
55 |
6,685 % |
1,870 % |
1,175 % |
|
56 |
6,658 % |
1,897 % |
1,209 % |
|
57 |
6,633 % |
1,924 % |
1,243 % |
|
58 |
6,608 % |
1,951 % |
1,275 % |
|
59 |
6,584 % |
1,980 % |
1,307 % |
|
60 |
6,561 % |
2,008 % |
1,337 % |
|
61 |
6,539 % |
2,036 % |
1,367 % |
|
62 |
6,518 % |
2,065 % |
1,396 % |
|
63 |
6,497 % |
2,093 % |
1,424 % |
|
64 |
6,476 % |
2,121 % |
1,451 % |
|
65 |
6,457 % |
2,149 % |
1,477 % |
|
66 |
6,438 % |
2,176 % |
1,503 % |
|
67 |
6,419 % |
2,203 % |
1,528 % |
|
68 |
6,401 % |
2,229 % |
1,552 % |
|
69 |
6,384 % |
2,255 % |
1,575 % |
|
70 |
6,367 % |
2,281 % |
1,598 % |
|
71 |
6,350 % |
2,306 % |
1,621 % |
|
72 |
6,334 % |
2,331 % |
1,642 % |
|
73 |
6,319 % |
2,355 % |
1,663 % |
|
74 |
6,303 % |
2,378 % |
1,684 % |
|
75 |
6,289 % |
2,401 % |
1,704 % |
|
76 |
6,274 % |
2,424 % |
1,723 % |
|
77 |
6,260 % |
2,446 % |
1,742 % |
|
78 |
6,247 % |
2,468 % |
1,761 % |
|
79 |
6,233 % |
2,489 % |
1,779 % |
|
80 |
6,220 % |
2,510 % |
1,796 % |
|
81 |
6,208 % |
2,530 % |
1,814 % |
|
82 |
6,195 % |
2,550 % |
1,830 % |
|
83 |
6,183 % |
2,569 % |
1,847 % |
|
84 |
6,172 % |
2,588 % |
1,863 % |
|
85 |
6,160 % |
2,607 % |
1,878 % |
|
86 |
6,149 % |
2,625 % |
1,894 % |
|
87 |
6,138 % |
2,643 % |
1,909 % |
|
88 |
6,127 % |
2,660 % |
1,923 % |
|
89 |
6,117 % |
2,677 % |
1,937 % |
|
90 |
6,107 % |
2,694 % |
1,951 % |
|
91 |
6,097 % |
2,710 % |
1,965 % |
|
92 |
6,087 % |
2,726 % |
1,978 % |
|
93 |
6,077 % |
2,742 % |
1,991 % |
|
94 |
6,068 % |
2,757 % |
2,004 % |
|
95 |
6,059 % |
2,772 % |
2,017 % |
|
96 |
6,050 % |
2,787 % |
2,029 % |
|
97 |
6,041 % |
2,801 % |
2,041 % |
|
98 |
6,032 % |
2,816 % |
2,053 % |
|
99 |
6,024 % |
2,829 % |
2,064 % |
|
100 |
6,016 % |
2,843 % |
2,075 % |
|
101 |
6,007 % |
2,856 % |
2,087 % |
|
102 |
6,000 % |
2,869 % |
2,097 % |
|
103 |
5,992 % |
2,882 % |
2,108 % |
|
104 |
5,984 % |
2,895 % |
2,118 % |
|
105 |
5,977 % |
2,907 % |
2,129 % |
|
106 |
5,969 % |
2,919 % |
2,139 % |
|
107 |
5,962 % |
2,931 % |
2,149 % |
|
108 |
5,955 % |
2,943 % |
2,158 % |
|
109 |
5,948 % |
2,954 % |
2,168 % |
|
110 |
5,941 % |
2,965 % |
2,177 % |
|
111 |
5,934 % |
2,977 % |
2,186 % |
|
112 |
5,928 % |
2,987 % |
2,195 % |
|
113 |
5,921 % |
2,998 % |
2,204 % |
|
114 |
5,915 % |
3,009 % |
2,213 % |
|
115 |
5,909 % |
3,019 % |
2,221 % |
|
116 |
5,903 % |
3,029 % |
2,230 % |
|
117 |
5,897 % |
3,039 % |
2,238 % |
|
118 |
5,891 % |
3,049 % |
2,246 % |
|
119 |
5,885 % |
3,058 % |
2,254 % |
|
120 |
5,879 % |
3,068 % |
2,262 % |
|
121 |
5,874 % |
3,077 % |
2,270 % |
|
122 |
5,868 % |
3,086 % |
2,277 % |
|
123 |
5,863 % |
3,095 % |
2,285 % |
|
124 |
5,857 % |
3,104 % |
2,292 % |
|
125 |
5,852 % |
3,113 % |
2,299 % |
|
126 |
5,847 % |
3,121 % |
2,306 % |
|
127 |
5,842 % |
3,130 % |
2,313 % |
|
128 |
5,837 % |
3,138 % |
2,320 % |
|
129 |
5,832 % |
3,146 % |
2,327 % |
|
130 |
5,827 % |
3,154 % |
2,334 % |
|
131 |
5,822 % |
3,162 % |
2,340 % |
|
132 |
5,817 % |
3,170 % |
2,347 % |
|
133 |
5,813 % |
3,178 % |
2,353 % |
|
134 |
5,808 % |
3,185 % |
2,360 % |
|
135 |
5,804 % |
3,193 % |
2,366 % |
|
136 |
5,799 % |
3,200 % |
2,372 % |
|
137 |
5,795 % |
3,208 % |
2,378 % |
|
138 |
5,790 % |
3,215 % |
2,384 % |
|
139 |
5,786 % |
3,222 % |
2,390 % |
|
140 |
5,782 % |
3,229 % |
2,395 % |
|
141 |
5,778 % |
3,236 % |
2,401 % |
|
142 |
5,774 % |
3,242 % |
2,407 % |
|
143 |
5,770 % |
3,249 % |
2,412 % |
|
144 |
5,766 % |
3,256 % |
2,418 % |
|
145 |
5,762 % |
3,262 % |
2,423 % |
|
146 |
5,758 % |
3,268 % |
2,428 % |
|
147 |
5,754 % |
3,275 % |
2,434 % |
|
148 |
5,750 % |
3,281 % |
2,439 % |
|
149 |
5,747 % |
3,287 % |
2,444 % |
|
150 |
5,743 % |
3,293 % |
2,449 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
|
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czech Republic |
Cyprus |
Denmark |
|
1 |
0 |
0 |
34 |
5 |
2 |
435 |
2 |
|
2 |
0 |
0 |
43 |
5 |
2 |
261 |
1 |
|
3 |
0 |
2 |
49 |
5 |
4 |
225 |
1 |
|
4 |
0 |
4 |
52 |
5 |
5 |
197 |
1 |
|
5 |
1 |
5 |
56 |
5 |
7 |
179 |
0 |
|
6 |
2 |
6 |
59 |
5 |
9 |
176 |
0 |
|
7 |
3 |
7 |
62 |
5 |
11 |
172 |
0 |
|
8 |
3 |
8 |
64 |
5 |
13 |
177 |
0 |
|
9 |
4 |
9 |
66 |
5 |
14 |
179 |
0 |
|
10 |
4 |
9 |
68 |
5 |
15 |
182 |
1 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
435 |
4 |
19 |
|
2 |
0 |
0 |
0 |
0 |
261 |
4 |
26 |
|
3 |
2 |
0 |
0 |
0 |
229 |
4 |
29 |
|
4 |
4 |
0 |
0 |
0 |
197 |
4 |
30 |
|
5 |
5 |
0 |
0 |
0 |
179 |
4 |
31 |
|
6 |
6 |
0 |
0 |
0 |
176 |
4 |
32 |
|
7 |
7 |
0 |
0 |
0 |
172 |
4 |
33 |
|
8 |
8 |
1 |
2 |
0 |
177 |
2 |
34 |
|
9 |
9 |
1 |
3 |
0 |
179 |
0 |
34 |
|
10 |
9 |
1 |
3 |
0 |
182 |
4 |
34 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Portugal |
|
1 |
6 |
6 |
6 |
0 |
19 |
0 |
28 |
|
2 |
14 |
13 |
13 |
0 |
26 |
0 |
46 |
|
3 |
18 |
16 |
16 |
0 |
29 |
0 |
51 |
|
4 |
20 |
18 |
18 |
0 |
30 |
0 |
51 |
|
5 |
22 |
20 |
20 |
0 |
31 |
0 |
54 |
|
6 |
23 |
22 |
22 |
0 |
32 |
0 |
56 |
|
7 |
24 |
23 |
23 |
0 |
33 |
0 |
56 |
|
8 |
26 |
24 |
24 |
2 |
34 |
0 |
55 |
|
9 |
27 |
25 |
25 |
3 |
34 |
1 |
52 |
|
10 |
28 |
26 |
26 |
3 |
34 |
1 |
50 |
|
Duration (in years) |
Rumania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
Liechtenstein |
|
1 |
10 |
14 |
21 |
6 |
0 |
0 |
0 |
|
2 |
19 |
18 |
25 |
13 |
0 |
0 |
0 |
|
3 |
21 |
21 |
29 |
16 |
0 |
0 |
0 |
|
4 |
23 |
23 |
34 |
18 |
0 |
0 |
0 |
|
5 |
24 |
24 |
38 |
20 |
0 |
0 |
0 |
|
6 |
26 |
25 |
41 |
22 |
0 |
0 |
0 |
|
7 |
28 |
27 |
43 |
23 |
0 |
0 |
0 |
|
8 |
29 |
28 |
44 |
24 |
0 |
0 |
0 |
|
9 |
31 |
28 |
45 |
25 |
0 |
0 |
0 |
|
10 |
28 |
28 |
44 |
26 |
0 |
0 |
0 |
|
Duration (in years) |
Norway |
Australia |
Brazil |
Canada |
Chile |
China |
Colombia |
|
1 |
0 |
0 |
12 |
0 |
17 |
0 |
10 |
|
2 |
0 |
0 |
12 |
0 |
19 |
0 |
18 |
|
3 |
0 |
0 |
12 |
0 |
18 |
1 |
30 |
|
4 |
0 |
0 |
12 |
0 |
17 |
2 |
39 |
|
5 |
0 |
0 |
12 |
0 |
16 |
3 |
41 |
|
6 |
0 |
0 |
12 |
0 |
15 |
3 |
44 |
|
7 |
0 |
0 |
12 |
0 |
14 |
4 |
47 |
|
8 |
0 |
0 |
12 |
0 |
15 |
8 |
44 |
|
9 |
0 |
0 |
12 |
0 |
16 |
6 |
41 |
|
10 |
0 |
0 |
12 |
0 |
13 |
5 |
44 |
|
Duration (in years) |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
New Zealand |
Russia |
|
1 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
2 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
3 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
4 |
0 |
9 |
0 |
0 |
10 |
0 |
1 |
|
5 |
0 |
9 |
0 |
0 |
10 |
0 |
3 |
|
6 |
0 |
9 |
0 |
0 |
10 |
0 |
6 |
|
7 |
0 |
9 |
0 |
0 |
10 |
0 |
9 |
|
8 |
0 |
9 |
0 |
0 |
10 |
0 |
13 |
|
9 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
10 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
Duration (in years) |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
United States |
|
1 |
0 |
3 |
10 |
0 |
4 |
0 |
|
2 |
0 |
7 |
13 |
0 |
4 |
0 |
|
3 |
0 |
6 |
13 |
0 |
4 |
0 |
|
4 |
0 |
5 |
14 |
0 |
4 |
0 |
|
5 |
0 |
4 |
16 |
0 |
4 |
0 |
|
6 |
0 |
4 |
16 |
0 |
4 |
0 |
|
7 |
0 |
6 |
16 |
0 |
4 |
0 |
|
8 |
0 |
7 |
16 |
0 |
4 |
0 |
|
9 |
0 |
7 |
16 |
0 |
4 |
0 |
|
10 |
0 |
8 |
16 |
0 |
4 |
0 |
2. Exposures to financial institutions
2.1. Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
22 |
49 |
131 |
245 |
597 |
1 504 |
|
2 |
6 |
22 |
49 |
131 |
245 |
597 |
1 199 |
|
3 |
7 |
24 |
49 |
122 |
241 |
594 |
965 |
|
4 |
8 |
26 |
52 |
124 |
240 |
592 |
788 |
|
5 |
10 |
29 |
57 |
126 |
239 |
592 |
653 |
|
6 |
11 |
32 |
61 |
131 |
239 |
592 |
592 |
|
7 |
12 |
34 |
63 |
133 |
239 |
592 |
592 |
|
8 |
12 |
35 |
62 |
130 |
239 |
592 |
592 |
|
9 |
12 |
36 |
62 |
129 |
239 |
592 |
592 |
|
10 |
13 |
37 |
62 |
129 |
239 |
592 |
592 |
|
11 |
13 |
38 |
62 |
129 |
239 |
592 |
592 |
|
12 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
13 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
14 |
14 |
40 |
62 |
129 |
239 |
592 |
592 |
|
15 |
14 |
39 |
62 |
129 |
239 |
592 |
592 |
|
16 |
14 |
39 |