|
10.2.2023 |
EN |
Official Journal of the European Union |
L 41/77 |
COMMISSION IMPLEMENTING REGULATION (EU) 2023/266
of 9 February 2023
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2022 until 30 March 2023 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 January 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2022 market data. That information was published on 5 January 2023 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 31 December 2022 until 30 March 2023.
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 interest 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 31 December 2022.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 9 February 2023.
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 |
3,176 % |
6,512 % |
3,166 % |
13,655 % |
3,474 % |
2,494 % |
|
2 |
3,295 % |
6,226 % |
3,285 % |
12,506 % |
3,414 % |
2,829 % |
|
3 |
3,203 % |
5,777 % |
3,193 % |
11,342 % |
3,323 % |
3,038 % |
|
4 |
3,152 % |
5,361 % |
3,142 % |
10,379 % |
3,236 % |
3,195 % |
|
5 |
3,131 % |
5,054 % |
3,121 % |
9,665 % |
3,163 % |
3,348 % |
|
6 |
3,110 % |
4,866 % |
3,100 % |
9,171 % |
3,104 % |
3,512 % |
|
7 |
3,091 % |
4,754 % |
3,081 % |
8,857 % |
3,060 % |
3,684 % |
|
8 |
3,086 % |
4,682 % |
3,076 % |
8,686 % |
3,030 % |
3,867 % |
|
9 |
3,088 % |
4,635 % |
3,078 % |
8,622 % |
3,013 % |
4,030 % |
|
10 |
3,092 % |
4,602 % |
3,082 % |
8,609 % |
3,010 % |
4,151 % |
|
11 |
3,100 % |
4,576 % |
3,090 % |
8,625 % |
3,019 % |
4,236 % |
|
12 |
3,085 % |
4,553 % |
3,075 % |
8,635 % |
3,035 % |
4,295 % |
|
13 |
3,071 % |
4,532 % |
3,061 % |
8,624 % |
3,055 % |
4,335 % |
|
14 |
3,053 % |
4,512 % |
3,043 % |
8,585 % |
3,075 % |
4,360 % |
|
15 |
3,022 % |
4,491 % |
3,012 % |
8,510 % |
3,095 % |
4,375 % |
|
16 |
2,974 % |
4,469 % |
2,964 % |
8,422 % |
3,114 % |
4,381 % |
|
17 |
2,916 % |
4,446 % |
2,906 % |
8,328 % |
3,131 % |
4,382 % |
|
18 |
2,859 % |
4,423 % |
2,849 % |
8,231 % |
3,147 % |
4,377 % |
|
19 |
2,807 % |
4,399 % |
2,797 % |
8,133 % |
3,162 % |
4,368 % |
|
20 |
2,765 % |
4,376 % |
2,755 % |
8,035 % |
3,176 % |
4,357 % |
|
21 |
2,735 % |
4,352 % |
2,725 % |
7,937 % |
3,189 % |
4,344 % |
|
22 |
2,715 % |
4,330 % |
2,705 % |
7,840 % |
3,200 % |
4,329 % |
|
23 |
2,703 % |
4,307 % |
2,693 % |
7,746 % |
3,211 % |
4,313 % |
|
24 |
2,697 % |
4,285 % |
2,688 % |
7,654 % |
3,221 % |
4,297 % |
|
25 |
2,695 % |
4,264 % |
2,687 % |
7,564 % |
3,230 % |
4,280 % |
|
26 |
2,698 % |
4,243 % |
2,689 % |
7,477 % |
3,238 % |
4,262 % |
|
27 |
2,703 % |
4,223 % |
2,695 % |
7,393 % |
3,246 % |
4,245 % |
|
28 |
2,711 % |
4,203 % |
2,703 % |
7,312 % |
3,253 % |
4,228 % |
|
29 |
2,720 % |
4,184 % |
2,712 % |
7,234 % |
3,260 % |
4,210 % |
|
30 |
2,730 % |
4,166 % |
2,723 % |
7,159 % |
3,266 % |
4,193 % |
|
31 |
2,742 % |
4,149 % |
2,734 % |
7,087 % |
3,272 % |
4,177 % |
|
32 |
2,753 % |
4,132 % |
2,746 % |
7,018 % |
3,278 % |
4,160 % |
|
33 |
2,766 % |
4,115 % |
2,759 % |
6,952 % |
3,283 % |
4,145 % |
|
34 |
2,778 % |
4,100 % |
2,772 % |
6,888 % |
3,288 % |
4,129 % |
|
35 |
2,791 % |
4,084 % |
2,784 % |
6,827 % |
3,293 % |
4,114 % |
|
36 |
2,804 % |
4,070 % |
2,797 % |
6,768 % |
3,297 % |
4,099 % |
|
37 |
2,816 % |
4,055 % |
2,810 % |
6,712 % |
3,301 % |
4,085 % |
|
38 |
2,829 % |
4,042 % |
2,823 % |
6,659 % |
3,305 % |
4,071 % |
|
39 |
2,841 % |
4,029 % |
2,835 % |
6,607 % |
3,309 % |
4,058 % |
|
40 |
2,853 % |
4,016 % |
2,848 % |
6,557 % |
3,312 % |
4,045 % |
|
41 |
2,865 % |
4,004 % |
2,860 % |
6,510 % |
3,316 % |
4,032 % |
|
42 |
2,877 % |
3,992 % |
2,871 % |
6,464 % |
3,319 % |
4,020 % |
|
43 |
2,888 % |
3,981 % |
2,883 % |
6,421 % |
3,322 % |
4,008 % |
|
44 |
2,899 % |
3,970 % |
2,894 % |
6,378 % |
3,325 % |
3,997 % |
|
45 |
2,910 % |
3,959 % |
2,905 % |
6,338 % |
3,328 % |
3,986 % |
|
46 |
2,920 % |
3,949 % |
2,915 % |
6,299 % |
3,330 % |
3,975 % |
|
47 |
2,931 % |
3,939 % |
2,925 % |
6,262 % |
3,333 % |
3,965 % |
|
48 |
2,940 % |
3,930 % |
2,935 % |
6,226 % |
3,335 % |
3,955 % |
|
49 |
2,950 % |
3,921 % |
2,945 % |
6,191 % |
3,338 % |
3,945 % |
|
50 |
2,959 % |
3,912 % |
2,954 % |
6,158 % |
3,340 % |
3,936 % |
|
51 |
2,968 % |
3,903 % |
2,963 % |
6,126 % |
3,342 % |
3,927 % |
|
52 |
2,977 % |
3,895 % |
2,972 % |
6,095 % |
3,344 % |
3,918 % |
|
53 |
2,985 % |
3,887 % |
2,981 % |
6,065 % |
3,346 % |
3,910 % |
|
54 |
2,993 % |
3,879 % |
2,989 % |
6,037 % |
3,348 % |
3,902 % |
|
55 |
3,001 % |
3,872 % |
2,997 % |
6,009 % |
3,350 % |
3,894 % |
|
56 |
3,009 % |
3,864 % |
3,005 % |
5,982 % |
3,352 % |
3,886 % |
|
57 |
3,016 % |
3,857 % |
3,012 % |
5,956 % |
3,353 % |
3,879 % |
|
58 |
3,024 % |
3,850 % |
3,020 % |
5,931 % |
3,355 % |
3,872 % |
|
59 |
3,031 % |
3,844 % |
3,027 % |
5,907 % |
3,357 % |
3,865 % |
|
60 |
3,037 % |
3,837 % |
3,033 % |
5,884 % |
3,358 % |
3,858 % |
|
61 |
3,044 % |
3,831 % |
3,040 % |
5,861 % |
3,360 % |
3,851 % |
|
62 |
3,050 % |
3,825 % |
3,047 % |
5,839 % |
3,361 % |
3,845 % |
|
63 |
3,057 % |
3,819 % |
3,053 % |
5,818 % |
3,363 % |
3,839 % |
|
64 |
3,063 % |
3,814 % |
3,059 % |
5,797 % |
3,364 % |
3,833 % |
|
65 |
3,069 % |
3,808 % |
3,065 % |
5,777 % |
3,365 % |
3,827 % |
|
66 |
3,074 % |
3,803 % |
3,071 % |
5,758 % |
3,367 % |
3,821 % |
|
67 |
3,080 % |
3,798 % |
3,076 % |
5,739 % |
3,368 % |
3,816 % |
|
68 |
3,085 % |
3,793 % |
3,082 % |
5,721 % |
3,369 % |
3,811 % |
|
69 |
3,090 % |
3,788 % |
3,087 % |
5,703 % |
3,370 % |
3,805 % |
|
70 |
3,095 % |
3,783 % |
3,092 % |
5,686 % |
3,371 % |
3,800 % |
|
71 |
3,100 % |
3,778 % |
3,097 % |
5,669 % |
3,372 % |
3,795 % |
|
72 |
3,105 % |
3,774 % |
3,102 % |
5,653 % |
3,373 % |
3,791 % |
|
73 |
3,110 % |
3,769 % |
3,107 % |
5,637 % |
3,375 % |
3,786 % |
|
74 |
3,114 % |
3,765 % |
3,111 % |
5,621 % |
3,376 % |
3,782 % |
|
75 |
3,119 % |
3,761 % |
3,116 % |
5,606 % |
3,377 % |
3,777 % |
|
76 |
3,123 % |
3,757 % |
3,120 % |
5,592 % |
3,377 % |
3,773 % |
|
77 |
3,127 % |
3,753 % |
3,124 % |
5,578 % |
3,378 % |
3,769 % |
|
78 |
3,132 % |
3,749 % |
3,128 % |
5,564 % |
3,379 % |
3,765 % |
|
79 |
3,136 % |
3,745 % |
3,133 % |
5,550 % |
3,380 % |
3,761 % |
|
80 |
3,139 % |
3,742 % |
3,136 % |
5,537 % |
3,381 % |
3,757 % |
|
81 |
3,143 % |
3,738 % |
3,140 % |
5,524 % |
3,382 % |
3,753 % |
|
82 |
3,147 % |
3,735 % |
3,144 % |
5,512 % |
3,383 % |
3,749 % |
|
83 |
3,151 % |
3,731 % |
3,148 % |
5,499 % |
3,384 % |
3,746 % |
|
84 |
3,154 % |
3,728 % |
3,151 % |
5,487 % |
3,384 % |
3,742 % |
|
85 |
3,158 % |
3,725 % |
3,155 % |
5,476 % |
3,385 % |
3,739 % |
|
86 |
3,161 % |
3,721 % |
3,158 % |
5,464 % |
3,386 % |
3,735 % |
|
87 |
3,164 % |
3,718 % |
3,162 % |
5,453 % |
3,387 % |
3,732 % |
|
88 |
3,168 % |
3,715 % |
3,165 % |
5,442 % |
3,387 % |
3,729 % |
|
89 |
3,171 % |
3,712 % |
3,168 % |
5,432 % |
3,388 % |
3,726 % |
|
90 |
3,174 % |
3,709 % |
3,171 % |
5,421 % |
3,389 % |
3,723 % |
|
91 |
3,177 % |
3,706 % |
3,174 % |
5,411 % |
3,389 % |
3,720 % |
|
92 |
3,180 % |
3,704 % |
3,177 % |
5,401 % |
3,390 % |
3,717 % |
|
93 |
3,183 % |
3,701 % |
3,180 % |
5,391 % |
3,391 % |
3,714 % |
|
94 |
3,186 % |
3,698 % |
3,183 % |
5,382 % |
3,391 % |
3,711 % |
|
95 |
3,188 % |
3,696 % |
3,186 % |
5,373 % |
3,392 % |
3,708 % |
|
96 |
3,191 % |
3,693 % |
3,189 % |
5,363 % |
3,393 % |
3,706 % |
|
97 |
3,194 % |
3,691 % |
3,191 % |
5,355 % |
3,393 % |
3,703 % |
|
98 |
3,196 % |
3,688 % |
3,194 % |
5,346 % |
3,394 % |
3,700 % |
|
99 |
3,199 % |
3,686 % |
3,197 % |
5,337 % |
3,394 % |
3,698 % |
|
100 |
3,201 % |
3,683 % |
3,199 % |
5,329 % |
3,395 % |
3,695 % |
|
101 |
3,204 % |
3,681 % |
3,202 % |
5,321 % |
3,395 % |
3,693 % |
|
102 |
3,206 % |
3,679 % |
3,204 % |
5,312 % |
3,396 % |
3,691 % |
|
103 |
3,209 % |
3,677 % |
3,206 % |
5,305 % |
3,396 % |
3,688 % |
|
104 |
3,211 % |
3,674 % |
3,209 % |
5,297 % |
3,397 % |
3,686 % |
|
105 |
3,213 % |
3,672 % |
3,211 % |
5,289 % |
3,398 % |
3,684 % |
|
106 |
3,215 % |
3,670 % |
3,213 % |
5,282 % |
3,398 % |
3,682 % |
|
107 |
3,218 % |
3,668 % |
3,215 % |
5,274 % |
3,398 % |
3,679 % |
|
108 |
3,220 % |
3,666 % |
3,218 % |
5,267 % |
3,399 % |
3,677 % |
|
109 |
3,222 % |
3,664 % |
3,220 % |
5,260 % |
3,399 % |
3,675 % |
|
110 |
3,224 % |
3,662 % |
3,222 % |
5,253 % |
3,400 % |
3,673 % |
|
111 |
3,226 % |
3,660 % |
3,224 % |
5,246 % |
3,400 % |
3,671 % |
|
112 |
3,228 % |
3,658 % |
3,226 % |
5,240 % |
3,401 % |
3,669 % |
|
113 |
3,230 % |
3,657 % |
3,228 % |
5,233 % |
3,401 % |
3,667 % |
|
114 |
3,232 % |
3,655 % |
3,230 % |
5,227 % |
3,402 % |
3,665 % |
|
115 |
3,234 % |
3,653 % |
3,232 % |
5,220 % |
3,402 % |
3,663 % |
|
116 |
3,236 % |
3,651 % |
3,234 % |
5,214 % |
3,402 % |
3,662 % |
|
117 |
3,237 % |
3,649 % |
3,235 % |
5,208 % |
3,403 % |
3,660 % |
|
118 |
3,239 % |
3,648 % |
3,237 % |
5,202 % |
3,403 % |
3,658 % |
|
119 |
3,241 % |
3,646 % |
3,239 % |
5,196 % |
3,404 % |
3,656 % |
|
120 |
3,243 % |
3,644 % |
3,241 % |
5,190 % |
3,404 % |
3,655 % |
|
121 |
3,245 % |
3,643 % |
3,243 % |
5,184 % |
3,404 % |
3,653 % |
|
122 |
3,246 % |
3,641 % |
3,244 % |
5,179 % |
3,405 % |
3,651 % |
|
123 |
3,248 % |
3,640 % |
3,246 % |
5,173 % |
3,405 % |
3,650 % |
|
124 |
3,249 % |
3,638 % |
3,248 % |
5,168 % |
3,406 % |
3,648 % |
|
125 |
3,251 % |
3,637 % |
3,249 % |
5,163 % |
3,406 % |
3,646 % |
|
126 |
3,253 % |
3,635 % |
3,251 % |
5,157 % |
3,406 % |
3,645 % |
|
127 |
3,254 % |
3,634 % |
3,252 % |
5,152 % |
3,407 % |
3,643 % |
|
128 |
3,256 % |
3,632 % |
3,254 % |
5,147 % |
3,407 % |
3,642 % |
|
129 |
3,257 % |
3,631 % |
3,255 % |
5,142 % |
3,407 % |
3,640 % |
|
130 |
3,259 % |
3,629 % |
3,257 % |
5,137 % |
3,408 % |
3,639 % |
|
131 |
3,260 % |
3,628 % |
3,258 % |
5,132 % |
3,408 % |
3,637 % |
|
132 |
3,262 % |
3,627 % |
3,260 % |
5,127 % |
3,408 % |
3,636 % |
|
133 |
3,263 % |
3,625 % |
3,261 % |
5,123 % |
3,409 % |
3,635 % |
|
134 |
3,264 % |
3,624 % |
3,263 % |
5,118 % |
3,409 % |
3,633 % |
|
135 |
3,266 % |
3,623 % |
3,264 % |
5,113 % |
3,409 % |
3,632 % |
|
136 |
3,267 % |
3,622 % |
3,265 % |
5,109 % |
3,409 % |
3,630 % |
|
137 |
3,268 % |
3,620 % |
3,267 % |
5,104 % |
3,410 % |
3,629 % |
|
138 |
3,270 % |
3,619 % |
3,268 % |
5,100 % |
3,410 % |
3,628 % |
|
139 |
3,271 % |
3,618 % |
3,269 % |
5,096 % |
3,410 % |
3,627 % |
|
140 |
3,272 % |
3,617 % |
3,271 % |
5,091 % |
3,411 % |
3,625 % |
|
141 |
3,274 % |
3,615 % |
3,272 % |
5,087 % |
3,411 % |
3,624 % |
|
142 |
3,275 % |
3,614 % |
3,273 % |
5,083 % |
3,411 % |
3,623 % |
|
143 |
3,276 % |
3,613 % |
3,274 % |
5,079 % |
3,411 % |
3,622 % |
|
144 |
3,277 % |
3,612 % |
3,276 % |
5,075 % |
3,412 % |
3,620 % |
|
145 |
3,278 % |
3,611 % |
3,277 % |
5,071 % |
3,412 % |
3,619 % |
|
146 |
3,280 % |
3,610 % |
3,278 % |
5,067 % |
3,412 % |
3,618 % |
|
147 |
3,281 % |
3,609 % |
3,279 % |
5,063 % |
3,413 % |
3,617 % |
|
148 |
3,282 % |
3,608 % |
3,280 % |
5,059 % |
3,413 % |
3,616 % |
|
149 |
3,283 % |
3,607 % |
3,281 % |
5,056 % |
3,413 % |
3,615 % |
|
150 |
3,284 % |
3,606 % |
3,283 % |
5,052 % |
3,413 % |
3,614 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
3,126 % |
4,460 % |
6,975 % |
6,401 % |
6,849 % |
3,456 % |
|
2 |
3,245 % |
4,470 % |
7,091 % |
6,602 % |
6,785 % |
3,384 % |
|
3 |
3,153 % |
4,326 % |
7,246 % |
6,719 % |
6,685 % |
3,281 % |
|
4 |
3,103 % |
4,177 % |
7,437 % |
6,751 % |
6,580 % |
3,195 % |
|
5 |
3,081 % |
4,062 % |
7,638 % |
6,744 % |
6,479 % |
3,146 % |
|
6 |
3,060 % |
3,952 % |
7,835 % |
6,722 % |
6,381 % |
3,134 % |
|
7 |
3,041 % |
3,859 % |
8,024 % |
6,693 % |
6,286 % |
3,142 % |
|
8 |
3,036 % |
3,795 % |
8,225 % |
6,669 % |
6,193 % |
3,158 % |
|
9 |
3,038 % |
3,748 % |
8,413 % |
6,658 % |
6,102 % |
3,178 % |
|
10 |
3,042 % |
3,710 % |
8,556 % |
6,648 % |
6,012 % |
3,196 % |
|
11 |
3,050 % |
3,683 % |
8,635 % |
6,621 % |
5,925 % |
3,212 % |
|
12 |
3,035 % |
3,663 % |
8,660 % |
6,576 % |
5,841 % |
3,226 % |
|
13 |
3,021 % |
3,647 % |
8,644 % |
6,519 % |
5,759 % |
3,238 % |
|
14 |
3,003 % |
3,633 % |
8,598 % |
6,454 % |
5,681 % |
3,248 % |
|
15 |
2,972 % |
3,619 % |
8,529 % |
6,385 % |
5,606 % |
3,257 % |
|
16 |
2,924 % |
3,604 % |
8,443 % |
6,311 % |
5,534 % |
3,266 % |
|
17 |
2,867 % |
3,589 % |
8,345 % |
6,237 % |
5,465 % |
3,273 % |
|
18 |
2,809 % |
3,572 % |
8,238 % |
6,161 % |
5,399 % |
3,280 % |
|
19 |
2,758 % |
3,554 % |
8,126 % |
6,086 % |
5,336 % |
3,286 % |
|
20 |
2,716 % |
3,535 % |
8,010 % |
6,012 % |
5,275 % |
3,292 % |
|
21 |
2,687 % |
3,514 % |
7,892 % |
5,939 % |
5,218 % |
3,297 % |
|
22 |
2,668 % |
3,493 % |
7,774 % |
5,868 % |
5,162 % |
3,302 % |
|
23 |
2,657 % |
3,471 % |
7,657 % |
5,799 % |
5,110 % |
3,307 % |
|
24 |
2,652 % |
3,451 % |
7,541 % |
5,731 % |
5,059 % |
3,311 % |
|
25 |
2,652 % |
3,431 % |
7,428 % |
5,666 % |
5,011 % |
3,315 % |
|
26 |
2,655 % |
3,412 % |
7,317 % |
5,604 % |
4,966 % |
3,319 % |
|
27 |
2,662 % |
3,395 % |
7,210 % |
5,543 % |
4,922 % |
3,322 % |
|
28 |
2,670 % |
3,380 % |
7,105 % |
5,485 % |
4,880 % |
3,326 % |
|
29 |
2,681 % |
3,366 % |
7,004 % |
5,429 % |
4,840 % |
3,329 % |
|
30 |
2,692 % |
3,355 % |
6,907 % |
5,375 % |
4,802 % |
3,332 % |
|
31 |
2,704 % |
3,345 % |
6,813 % |
5,323 % |
4,765 % |
3,335 % |
|
32 |
2,717 % |
3,337 % |
6,723 % |
5,274 % |
4,730 % |
3,338 % |
|
33 |
2,731 % |
3,331 % |
6,637 % |
5,226 % |
4,697 % |
3,340 % |
|
34 |
2,744 % |
3,326 % |
6,554 % |
5,181 % |
4,665 % |
3,343 % |
|
35 |
2,758 % |
3,321 % |
6,474 % |
5,137 % |
4,634 % |
3,345 % |
|
36 |
2,771 % |
3,318 % |
6,397 % |
5,095 % |
4,605 % |
3,347 % |
|
37 |
2,785 % |
3,316 % |
6,324 % |
5,055 % |
4,577 % |
3,350 % |
|
38 |
2,798 % |
3,314 % |
6,253 % |
5,016 % |
4,550 % |
3,352 % |
|
39 |
2,811 % |
3,313 % |
6,186 % |
4,979 % |
4,524 % |
3,354 % |
|
40 |
2,824 % |
3,312 % |
6,121 % |
4,944 % |
4,499 % |
3,356 % |
|
41 |
2,836 % |
3,311 % |
6,059 % |
4,910 % |
4,475 % |
3,358 % |
|
42 |
2,849 % |
3,311 % |
5,999 % |
4,877 % |
4,453 % |
3,359 % |
|
43 |
2,861 % |
3,312 % |
5,942 % |
4,845 % |
4,431 % |
3,361 % |
|
44 |
2,872 % |
3,312 % |
5,887 % |
4,815 % |
4,410 % |
3,363 % |
|
45 |
2,884 % |
3,313 % |
5,834 % |
4,786 % |
4,389 % |
3,365 % |
|
46 |
2,895 % |
3,314 % |
5,784 % |
4,758 % |
4,370 % |
3,366 % |
|
47 |
2,905 % |
3,315 % |
5,735 % |
4,731 % |
4,351 % |
3,368 % |
|
48 |
2,916 % |
3,316 % |
5,688 % |
4,705 % |
4,333 % |
3,369 % |
|
49 |
2,926 % |
3,317 % |
5,643 % |
4,680 % |
4,316 % |
3,370 % |
|
50 |
2,935 % |
3,318 % |
5,599 % |
4,656 % |
4,299 % |
3,372 % |
|
51 |
2,945 % |
3,320 % |
5,558 % |
4,633 % |
4,283 % |
3,373 % |
|
52 |
2,954 % |
3,321 % |
5,517 % |
4,611 % |
4,267 % |
3,374 % |
|
53 |
2,963 % |
3,323 % |
5,479 % |
4,589 % |
4,252 % |
3,376 % |
|
54 |
2,971 % |
3,324 % |
5,441 % |
4,569 % |
4,238 % |
3,377 % |
|
55 |
2,980 % |
3,326 % |
5,405 % |
4,548 % |
4,224 % |
3,378 % |
|
56 |
2,988 % |
3,327 % |
5,370 % |
4,529 % |
4,210 % |
3,379 % |
|
57 |
2,996 % |
3,329 % |
5,336 % |
4,510 % |
4,197 % |
3,380 % |
|
58 |
3,003 % |
3,330 % |
5,304 % |
4,492 % |
4,184 % |
3,381 % |
|
59 |
3,010 % |
3,332 % |
5,272 % |
4,475 % |
4,172 % |
3,382 % |
|
60 |
3,018 % |
3,333 % |
5,242 % |
4,458 % |
4,160 % |
3,383 % |
|
61 |
3,024 % |
3,335 % |
5,212 % |
4,441 % |
4,149 % |
3,384 % |
|
62 |
3,031 % |
3,336 % |
5,184 % |
4,425 % |
4,137 % |
3,385 % |
|
63 |
3,038 % |
3,338 % |
5,156 % |
4,410 % |
4,127 % |
3,386 % |
|
64 |
3,044 % |
3,339 % |
5,130 % |
4,395 % |
4,116 % |
3,387 % |
|
65 |
3,050 % |
3,341 % |
5,104 % |
4,380 % |
4,106 % |
3,388 % |
|
66 |
3,056 % |
3,342 % |
5,078 % |
4,366 % |
4,096 % |
3,389 % |
|
67 |
3,062 % |
3,343 % |
5,054 % |
4,353 % |
4,086 % |
3,390 % |
|
68 |
3,068 % |
3,345 % |
5,030 % |
4,339 % |
4,077 % |
3,391 % |
|
69 |
3,073 % |
3,346 % |
5,007 % |
4,326 % |
4,068 % |
3,391 % |
|
70 |
3,078 % |
3,347 % |
4,985 % |
4,314 % |
4,059 % |
3,392 % |
|
71 |
3,084 % |
3,349 % |
4,963 % |
4,302 % |
4,051 % |
3,393 % |
|
72 |
3,089 % |
3,350 % |
4,942 % |
4,290 % |
4,042 % |
3,394 % |
|
73 |
3,094 % |
3,351 % |
4,921 % |
4,278 % |
4,034 % |
3,394 % |
|
74 |
3,098 % |
3,353 % |
4,901 % |
4,267 % |
4,026 % |
3,395 % |
|
75 |
3,103 % |
3,354 % |
4,882 % |
4,256 % |
4,019 % |
3,396 % |
|
76 |
3,108 % |
3,355 % |
4,863 % |
4,246 % |
4,011 % |
3,397 % |
|
77 |
3,112 % |
3,356 % |
4,845 % |
4,235 % |
4,004 % |
3,397 % |
|
78 |
3,116 % |
3,357 % |
4,827 % |
4,225 % |
3,997 % |
3,398 % |
|
79 |
3,120 % |
3,358 % |
4,809 % |
4,215 % |
3,990 % |
3,398 % |
|
80 |
3,125 % |
3,359 % |
4,792 % |
4,206 % |
3,983 % |
3,399 % |
|
81 |
3,129 % |
3,361 % |
4,775 % |
4,196 % |
3,977 % |
3,400 % |
|
82 |
3,132 % |
3,362 % |
4,759 % |
4,187 % |
3,970 % |
3,400 % |
|
83 |
3,136 % |
3,363 % |
4,743 % |
4,178 % |
3,964 % |
3,401 % |
|
84 |
3,140 % |
3,364 % |
4,728 % |
4,170 % |
3,958 % |
3,401 % |
|
85 |
3,144 % |
3,365 % |
4,713 % |
4,161 % |
3,952 % |
3,402 % |
|
86 |
3,147 % |
3,366 % |
4,698 % |
4,153 % |
3,946 % |
3,402 % |
|
87 |
3,151 % |
3,366 % |
4,683 % |
4,145 % |
3,940 % |
3,403 % |
|
88 |
3,154 % |
3,367 % |
4,669 % |
4,137 % |
3,935 % |
3,404 % |
|
89 |
3,157 % |
3,368 % |
4,655 % |
4,129 % |
3,929 % |
3,404 % |
|
90 |
3,161 % |
3,369 % |
4,642 % |
4,122 % |
3,924 % |
3,405 % |
|
91 |
3,164 % |
3,370 % |
4,629 % |
4,114 % |
3,919 % |
3,405 % |
|
92 |
3,167 % |
3,371 % |
4,616 % |
4,107 % |
3,914 % |
3,405 % |
|
93 |
3,170 % |
3,372 % |
4,603 % |
4,100 % |
3,909 % |
3,406 % |
|
94 |
3,173 % |
3,373 % |
4,591 % |
4,093 % |
3,904 % |
3,406 % |
|
95 |
3,176 % |
3,373 % |
4,579 % |
4,086 % |
3,899 % |
3,407 % |
|
96 |
3,179 % |
3,374 % |
4,567 % |
4,080 % |
3,894 % |
3,407 % |
|
97 |
3,181 % |
3,375 % |
4,556 % |
4,073 % |
3,890 % |
3,408 % |
|
98 |
3,184 % |
3,376 % |
4,544 % |
4,067 % |
3,885 % |
3,408 % |
|
99 |
3,187 % |
3,376 % |
4,533 % |
4,060 % |
3,881 % |
3,409 % |
|
100 |
3,189 % |
3,377 % |
4,522 % |
4,054 % |
3,876 % |
3,409 % |
|
101 |
3,192 % |
3,378 % |
4,512 % |
4,048 % |
3,872 % |
3,409 % |
|
102 |
3,195 % |
3,379 % |
4,501 % |
4,042 % |
3,868 % |
3,410 % |
|
103 |
3,197 % |
3,379 % |
4,491 % |
4,037 % |
3,864 % |
3,410 % |
|
104 |
3,199 % |
3,380 % |
4,481 % |
4,031 % |
3,860 % |
3,411 % |
|
105 |
3,202 % |
3,381 % |
4,471 % |
4,025 % |
3,856 % |
3,411 % |
|
106 |
3,204 % |
3,381 % |
4,461 % |
4,020 % |
3,852 % |
3,411 % |
|
107 |
3,206 % |
3,382 % |
4,452 % |
4,015 % |
3,849 % |
3,412 % |
|
108 |
3,209 % |
3,383 % |
4,442 % |
4,009 % |
3,845 % |
3,412 % |
|
109 |
3,211 % |
3,383 % |
4,433 % |
4,004 % |
3,841 % |
3,412 % |
|
110 |
3,213 % |
3,384 % |
4,424 % |
3,999 % |
3,838 % |
3,413 % |
|
111 |
3,215 % |
3,384 % |
4,415 % |
3,994 % |
3,834 % |
3,413 % |
|
112 |
3,217 % |
3,385 % |
4,407 % |
3,989 % |
3,831 % |
3,413 % |
|
113 |
3,219 % |
3,386 % |
4,398 % |
3,985 % |
3,827 % |
3,414 % |
|
114 |
3,221 % |
3,386 % |
4,390 % |
3,980 % |
3,824 % |
3,414 % |
|
115 |
3,223 % |
3,387 % |
4,382 % |
3,975 % |
3,821 % |
3,414 % |
|
116 |
3,225 % |
3,387 % |
4,374 % |
3,971 % |
3,818 % |
3,415 % |
|
117 |
3,227 % |
3,388 % |
4,366 % |
3,966 % |
3,814 % |
3,415 % |
|
118 |
3,229 % |
3,388 % |
4,358 % |
3,962 % |
3,811 % |
3,415 % |
|
119 |
3,231 % |
3,389 % |
4,350 % |
3,958 % |
3,808 % |
3,415 % |
|
120 |
3,233 % |
3,389 % |
4,343 % |
3,953 % |
3,805 % |
3,416 % |
|
121 |
3,235 % |
3,390 % |
4,335 % |
3,949 % |
3,802 % |
3,416 % |
|
122 |
3,236 % |
3,390 % |
4,328 % |
3,945 % |
3,799 % |
3,416 % |
|
123 |
3,238 % |
3,391 % |
4,321 % |
3,941 % |
3,797 % |
3,417 % |
|
124 |
3,240 % |
3,391 % |
4,314 % |
3,937 % |
3,794 % |
3,417 % |
|
125 |
3,242 % |
3,392 % |
4,307 % |
3,933 % |
3,791 % |
3,417 % |
|
126 |
3,243 % |
3,392 % |
4,300 % |
3,929 % |
3,788 % |
3,417 % |
|
127 |
3,245 % |
3,393 % |
4,293 % |
3,926 % |
3,786 % |
3,418 % |
|
128 |
3,246 % |
3,393 % |
4,287 % |
3,922 % |
3,783 % |
3,418 % |
|
129 |
3,248 % |
3,393 % |
4,280 % |
3,918 % |
3,780 % |
3,418 % |
|
130 |
3,250 % |
3,394 % |
4,274 % |
3,915 % |
3,778 % |
3,418 % |
|
131 |
3,251 % |
3,394 % |
4,267 % |
3,911 % |
3,775 % |
3,419 % |
|
132 |
3,253 % |
3,395 % |
4,261 % |
3,907 % |
3,773 % |
3,419 % |
|
133 |
3,254 % |
3,395 % |
4,255 % |
3,904 % |
3,770 % |
3,419 % |
|
134 |
3,256 % |
3,396 % |
4,249 % |
3,901 % |
3,768 % |
3,419 % |
|
135 |
3,257 % |
3,396 % |
4,243 % |
3,897 % |
3,766 % |
3,419 % |
|
136 |
3,258 % |
3,396 % |
4,237 % |
3,894 % |
3,763 % |
3,420 % |
|
137 |
3,260 % |
3,397 % |
4,232 % |
3,891 % |
3,761 % |
3,420 % |
|
138 |
3,261 % |
3,397 % |
4,226 % |
3,888 % |
3,759 % |
3,420 % |
|
139 |
3,263 % |
3,398 % |
4,220 % |
3,884 % |
3,757 % |
3,420 % |
|
140 |
3,264 % |
3,398 % |
4,215 % |
3,881 % |
3,754 % |
3,421 % |
|
141 |
3,265 % |
3,398 % |
4,209 % |
3,878 % |
3,752 % |
3,421 % |
|
142 |
3,266 % |
3,399 % |
4,204 % |
3,875 % |
3,750 % |
3,421 % |
|
143 |
3,268 % |
3,399 % |
4,199 % |
3,872 % |
3,748 % |
3,421 % |
|
144 |
3,269 % |
3,399 % |
4,193 % |
3,869 % |
3,746 % |
3,421 % |
|
145 |
3,270 % |
3,400 % |
4,188 % |
3,866 % |
3,744 % |
3,422 % |
|
146 |
3,271 % |
3,400 % |
4,183 % |
3,864 % |
3,742 % |
3,422 % |
|
147 |
3,273 % |
3,400 % |
4,178 % |
3,861 % |
3,740 % |
3,422 % |
|
148 |
3,274 % |
3,401 % |
4,173 % |
3,858 % |
3,738 % |
3,422 % |
|
149 |
3,275 % |
3,401 % |
4,168 % |
3,855 % |
3,736 % |
3,422 % |
|
150 |
3,276 % |
3,401 % |
4,164 % |
3,852 % |
3,734 % |
3,423 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
1,055 % |
3,984 % |
1,185 % |
4,610 % |
8,944 % |
11,268 % |
|
2 |
1,154 % |
4,138 % |
1,454 % |
4,314 % |
7,171 % |
11,852 % |
|
3 |
1,226 % |
4,096 % |
1,632 % |
3,917 % |
6,257 % |
12,229 % |
|
4 |
1,286 % |
4,097 % |
1,766 % |
3,661 % |
5,804 % |
12,491 % |
|
5 |
1,336 % |
4,166 % |
1,889 % |
3,520 % |
5,552 % |
12,656 % |
|
6 |
1,378 % |
4,262 % |
2,019 % |
3,467 % |
5,400 % |
12,759 % |
|
7 |
1,413 % |
4,338 % |
2,161 % |
3,463 % |
5,301 % |
12,824 % |
|
8 |
1,444 % |
4,406 % |
2,313 % |
3,482 % |
5,233 % |
12,867 % |
|
9 |
1,468 % |
4,464 % |
2,466 % |
3,508 % |
5,185 % |
12,893 % |
|
10 |
1,489 % |
4,506 % |
2,616 % |
3,530 % |
5,151 % |
12,887 % |
|
11 |
1,505 % |
4,543 % |
2,759 % |
3,543 % |
5,122 % |
12,832 % |
|
12 |
1,516 % |
4,571 % |
2,891 % |
3,548 % |
5,097 % |
12,736 % |
|
13 |
1,523 % |
4,588 % |
3,011 % |
3,547 % |
5,073 % |
12,610 % |
|
14 |
1,523 % |
4,595 % |
3,116 % |
3,543 % |
5,052 % |
12,460 % |
|
15 |
1,524 % |
4,595 % |
3,206 % |
3,537 % |
5,032 % |
12,293 % |
|
16 |
1,529 % |
4,586 % |
3,280 % |
3,529 % |
5,014 % |
12,114 % |
|
17 |
1,539 % |
4,570 % |
3,340 % |
3,519 % |
4,996 % |
11,926 % |
|
18 |
1,551 % |
4,543 % |
3,389 % |
3,509 % |
4,980 % |
11,733 % |
|
19 |
1,566 % |
4,506 % |
3,429 % |
3,499 % |
4,965 % |
11,538 % |
|
20 |
1,583 % |
4,457 % |
3,462 % |
3,489 % |
4,951 % |
11,342 % |
|
21 |
1,600 % |
4,397 % |
3,489 % |
3,479 % |
4,938 % |
11,147 % |
|
22 |
1,618 % |
4,329 % |
3,511 % |
3,469 % |
4,925 % |
10,955 % |
|
23 |
1,636 % |
4,257 % |
3,529 % |
3,459 % |
4,913 % |
10,767 % |
|
24 |
1,655 % |
4,183 % |
3,544 % |
3,450 % |
4,901 % |
10,583 % |
|
25 |
1,673 % |
4,110 % |
3,556 % |
3,442 % |
4,890 % |
10,404 % |
|
26 |
1,691 % |
4,038 % |
3,565 % |
3,434 % |
4,880 % |
10,231 % |
|
27 |
1,709 % |
3,971 % |
3,573 % |
3,427 % |
4,870 % |
10,064 % |
|
28 |
1,727 % |
3,908 % |
3,579 % |
3,421 % |
4,860 % |
9,903 % |
|
29 |
1,744 % |
3,852 % |
3,583 % |
3,415 % |
4,851 % |
9,748 % |
|
30 |
1,761 % |
3,802 % |
3,587 % |
3,411 % |
4,842 % |
9,599 % |
|
31 |
1,777 % |
3,759 % |
3,589 % |
3,406 % |
4,834 % |
9,456 % |
|
32 |
1,793 % |
3,723 % |
3,591 % |
3,403 % |
4,826 % |
9,319 % |
|
33 |
1,808 % |
3,691 % |
3,592 % |
3,400 % |
4,818 % |
9,187 % |
|
34 |
1,823 % |
3,664 % |
3,592 % |
3,397 % |
4,811 % |
9,062 % |
|
35 |
1,837 % |
3,641 % |
3,592 % |
3,395 % |
4,804 % |
8,941 % |
|
36 |
1,851 % |
3,621 % |
3,592 % |
3,393 % |
4,797 % |
8,826 % |
|
37 |
1,864 % |
3,604 % |
3,591 % |
3,392 % |
4,791 % |
8,716 % |
|
38 |
1,877 % |
3,588 % |
3,590 % |
3,391 % |
4,784 % |
8,610 % |
|
39 |
1,890 % |
3,575 % |
3,589 % |
3,390 % |
4,778 % |
8,509 % |
|
40 |
1,902 % |
3,564 % |
3,588 % |
3,389 % |
4,772 % |
8,413 % |
|
41 |
1,914 % |
3,554 % |
3,586 % |
3,389 % |
4,767 % |
8,320 % |
|
42 |
1,925 % |
3,545 % |
3,585 % |
3,388 % |
4,761 % |
8,231 % |
|
43 |
1,936 % |
3,537 % |
3,583 % |
3,388 % |
4,756 % |
8,146 % |
|
44 |
1,946 % |
3,531 % |
3,581 % |
3,388 % |
4,751 % |
8,065 % |
|
45 |
1,956 % |
3,525 % |
3,580 % |
3,388 % |
4,746 % |
7,987 % |
|
46 |
1,966 % |
3,519 % |
3,578 % |
3,388 % |
4,741 % |
7,912 % |
|
47 |
1,976 % |
3,515 % |
3,576 % |
3,388 % |
4,737 % |
7,839 % |
|
48 |
1,985 % |
3,511 % |
3,574 % |
3,388 % |
4,732 % |
7,770 % |
|
49 |
1,994 % |
3,507 % |
3,572 % |
3,389 % |
4,728 % |
7,704 % |
|
50 |
2,002 % |
3,504 % |
3,570 % |
3,389 % |
4,724 % |
7,640 % |
|
51 |
2,010 % |
3,501 % |
3,569 % |
3,389 % |
4,720 % |
7,578 % |
|
52 |
2,018 % |
3,498 % |
3,567 % |
3,390 % |
4,716 % |
7,519 % |
|
53 |
2,026 % |
3,496 % |
3,565 % |
3,390 % |
4,712 % |
7,462 % |
|
54 |
2,034 % |
3,494 % |
3,563 % |
3,391 % |
4,709 % |
7,406 % |
|
55 |
2,041 % |
3,492 % |
3,562 % |
3,391 % |
4,705 % |
7,353 % |
|
56 |
2,048 % |
3,490 % |
3,560 % |
3,392 % |
4,702 % |
7,302 % |
|
57 |
2,055 % |
3,489 % |
3,558 % |
3,392 % |
4,699 % |
7,253 % |
|
58 |
2,061 % |
3,487 % |
3,557 % |
3,393 % |
4,695 % |
7,205 % |
|
59 |
2,068 % |
3,486 % |
3,555 % |
3,393 % |
4,692 % |
7,159 % |
|
60 |
2,074 % |
3,485 % |
3,553 % |
3,394 % |
4,689 % |
7,114 % |
|
61 |
2,080 % |
3,484 % |
3,552 % |
3,395 % |
4,686 % |
7,071 % |
|
62 |
2,086 % |
3,483 % |
3,550 % |
3,395 % |
4,683 % |
7,029 % |
|
63 |
2,091 % |
3,482 % |
3,549 % |
3,396 % |
4,681 % |
6,988 % |
|
64 |
2,097 % |
3,481 % |
3,547 % |
3,396 % |
4,678 % |
6,949 % |
|
65 |
2,102 % |
3,480 % |
3,546 % |
3,397 % |
4,675 % |
6,911 % |
|
66 |
2,107 % |
3,480 % |
3,545 % |
3,398 % |
4,673 % |
6,874 % |
|
67 |
2,112 % |
3,479 % |
3,543 % |
3,398 % |
4,670 % |
6,838 % |
|
68 |
2,117 % |
3,478 % |
3,542 % |
3,399 % |
4,668 % |
6,804 % |
|
69 |
2,122 % |
3,478 % |
3,541 % |
3,399 % |
4,666 % |
6,770 % |
|
70 |
2,126 % |
3,477 % |
3,540 % |
3,400 % |
4,663 % |
6,737 % |
|
71 |
2,131 % |
3,477 % |
3,538 % |
3,400 % |
4,661 % |
6,706 % |
|
72 |
2,135 % |
3,476 % |
3,537 % |
3,401 % |
4,659 % |
6,675 % |
|
73 |
2,140 % |
3,476 % |
3,536 % |
3,402 % |
4,657 % |
6,645 % |
|
74 |
2,144 % |
3,475 % |
3,535 % |
3,402 % |
4,655 % |
6,615 % |
|
75 |
2,148 % |
3,475 % |
3,534 % |
3,403 % |
4,653 % |
6,587 % |
|
76 |
2,152 % |
3,474 % |
3,533 % |
3,403 % |
4,651 % |
6,559 % |
|
77 |
2,156 % |
3,474 % |
3,532 % |
3,404 % |
4,649 % |
6,532 % |
|
78 |
2,159 % |
3,474 % |
3,531 % |
3,404 % |
4,647 % |
6,506 % |
|
79 |
2,163 % |
3,473 % |
3,530 % |
3,405 % |
4,645 % |
6,480 % |
|
80 |
2,167 % |
3,473 % |
3,529 % |
3,405 % |
4,643 % |
6,455 % |
|
81 |
2,170 % |
3,473 % |
3,528 % |
3,406 % |
4,642 % |
6,431 % |
|
82 |
2,173 % |
3,472 % |
3,527 % |
3,406 % |
4,640 % |
6,407 % |
|
83 |
2,177 % |
3,472 % |
3,526 % |
3,407 % |
4,638 % |
6,384 % |
|
84 |
2,180 % |
3,472 % |
3,525 % |
3,407 % |
4,637 % |
6,361 % |
|
85 |
2,183 % |
3,471 % |
3,524 % |
3,408 % |
4,635 % |
6,339 % |
|
86 |
2,186 % |
3,471 % |
3,523 % |
3,408 % |
4,633 % |
6,318 % |
|
87 |
2,189 % |
3,471 % |
3,522 % |
3,408 % |
4,632 % |
6,297 % |
|
88 |
2,192 % |
3,471 % |
3,522 % |
3,409 % |
4,630 % |
6,276 % |
|
89 |
2,195 % |
3,470 % |
3,521 % |
3,409 % |
4,629 % |
6,256 % |
|
90 |
2,198 % |
3,470 % |
3,520 % |
3,410 % |
4,628 % |
6,236 % |
|
91 |
2,201 % |
3,470 % |
3,519 % |
3,410 % |
4,626 % |
6,217 % |
|
92 |
2,203 % |
3,470 % |
3,518 % |
3,411 % |
4,625 % |
6,198 % |
|
93 |
2,206 % |
3,470 % |
3,518 % |
3,411 % |
4,623 % |
6,180 % |
|
94 |
2,209 % |
3,469 % |
3,517 % |
3,411 % |
4,622 % |
6,162 % |
|
95 |
2,211 % |
3,469 % |
3,516 % |
3,412 % |
4,621 % |
6,144 % |
|
96 |
2,214 % |
3,469 % |
3,516 % |
3,412 % |
4,620 % |
6,127 % |
|
97 |
2,216 % |
3,469 % |
3,515 % |
3,413 % |
4,618 % |
6,110 % |
|
98 |
2,218 % |
3,468 % |
3,514 % |
3,413 % |
4,617 % |
6,093 % |
|
99 |
2,221 % |
3,468 % |
3,514 % |
3,413 % |
4,616 % |
6,077 % |
|
100 |
2,223 % |
3,468 % |
3,513 % |
3,414 % |
4,615 % |
6,061 % |
|
101 |
2,225 % |
3,468 % |
3,512 % |
3,414 % |
4,614 % |
6,046 % |
|
102 |
2,227 % |
3,468 % |
3,512 % |
3,414 % |
4,613 % |
6,030 % |
|
103 |
2,230 % |
3,468 % |
3,511 % |
3,415 % |
4,612 % |
6,016 % |
|
104 |
2,232 % |
3,467 % |
3,511 % |
3,415 % |
4,610 % |
6,001 % |
|
105 |
2,234 % |
3,467 % |
3,510 % |
3,415 % |
4,609 % |
5,986 % |
|
106 |
2,236 % |
3,467 % |
3,509 % |
3,416 % |
4,608 % |
5,972 % |
|
107 |
2,238 % |
3,467 % |
3,509 % |
3,416 % |
4,607 % |
5,958 % |
|
108 |
2,240 % |
3,467 % |
3,508 % |
3,416 % |
4,606 % |
5,945 % |
|
109 |
2,242 % |
3,467 % |
3,508 % |
3,417 % |
4,605 % |
5,932 % |
|
110 |
2,244 % |
3,466 % |
3,507 % |
3,417 % |
4,604 % |
5,918 % |
|
111 |
2,246 % |
3,466 % |
3,507 % |
3,417 % |
4,604 % |
5,906 % |
|
112 |
2,247 % |
3,466 % |
3,506 % |
3,417 % |
4,603 % |
5,893 % |
|
113 |
2,249 % |
3,466 % |
3,506 % |
3,418 % |
4,602 % |
5,881 % |
|
114 |
2,251 % |
3,466 % |
3,505 % |
3,418 % |
4,601 % |
5,868 % |
|
115 |
2,253 % |
3,466 % |
3,505 % |
3,418 % |
4,600 % |
5,856 % |
|
116 |
2,254 % |
3,466 % |
3,504 % |
3,419 % |
4,599 % |
5,845 % |
|
117 |
2,256 % |
3,465 % |
3,504 % |
3,419 % |
4,598 % |
5,833 % |
|
118 |
2,258 % |
3,465 % |
3,503 % |
3,419 % |
4,597 % |
5,822 % |
|
119 |
2,259 % |
3,465 % |
3,503 % |
3,419 % |
4,597 % |
5,810 % |
|
120 |
2,261 % |
3,465 % |
3,503 % |
3,420 % |
4,596 % |
5,799 % |
|
121 |
2,262 % |
3,465 % |
3,502 % |
3,420 % |
4,595 % |
5,789 % |
|
122 |
2,264 % |
3,465 % |
3,502 % |
3,420 % |
4,594 % |
5,778 % |
|
123 |
2,265 % |
3,465 % |
3,501 % |
3,420 % |
4,593 % |
5,768 % |
|
124 |
2,267 % |
3,465 % |
3,501 % |
3,421 % |
4,593 % |
5,757 % |
|
125 |
2,268 % |
3,464 % |
3,500 % |
3,421 % |
4,592 % |
5,747 % |
|
126 |
2,270 % |
3,464 % |
3,500 % |
3,421 % |
4,591 % |
5,737 % |
|
127 |
2,271 % |
3,464 % |
3,500 % |
3,421 % |
4,590 % |
5,727 % |
|
128 |
2,273 % |
3,464 % |
3,499 % |
3,421 % |
4,590 % |
5,718 % |
|
129 |
2,274 % |
3,464 % |
3,499 % |
3,422 % |
4,589 % |
5,708 % |
|
130 |
2,275 % |
3,464 % |
3,498 % |
3,422 % |
4,588 % |
5,699 % |
|
131 |
2,277 % |
3,464 % |
3,498 % |
3,422 % |
4,588 % |
5,690 % |
|
132 |
2,278 % |
3,464 % |
3,498 % |
3,422 % |
4,587 % |
5,681 % |
|
133 |
2,279 % |
3,464 % |
3,497 % |
3,423 % |
4,586 % |
5,672 % |
|
134 |
2,281 % |
3,463 % |
3,497 % |
3,423 % |
4,586 % |
5,663 % |
|
135 |
2,282 % |
3,463 % |
3,497 % |
3,423 % |
4,585 % |
5,654 % |
|
136 |
2,283 % |
3,463 % |
3,496 % |
3,423 % |
4,585 % |
5,646 % |
|
137 |
2,284 % |
3,463 % |
3,496 % |
3,423 % |
4,584 % |
5,637 % |
|
138 |
2,285 % |
3,463 % |
3,496 % |
3,424 % |
4,583 % |
5,629 % |
|
139 |
2,287 % |
3,463 % |
3,495 % |
3,424 % |
4,583 % |
5,621 % |
|
140 |
2,288 % |
3,463 % |
3,495 % |
3,424 % |
4,582 % |
5,613 % |
|
141 |
2,289 % |
3,463 % |
3,495 % |
3,424 % |
4,582 % |
5,605 % |
|
142 |
2,290 % |
3,463 % |
3,494 % |
3,424 % |
4,581 % |
5,597 % |
|
143 |
2,291 % |
3,463 % |
3,494 % |
3,424 % |
4,580 % |
5,589 % |
|
144 |
2,292 % |
3,463 % |
3,494 % |
3,425 % |
4,580 % |
5,582 % |
|
145 |
2,293 % |
3,462 % |
3,493 % |
3,425 % |
4,579 % |
5,574 % |
|
146 |
2,294 % |
3,462 % |
3,493 % |
3,425 % |
4,579 % |
5,567 % |
|
147 |
2,296 % |
3,462 % |
3,493 % |
3,425 % |
4,578 % |
5,560 % |
|
148 |
2,297 % |
3,462 % |
3,493 % |
3,425 % |
4,578 % |
5,552 % |
|
149 |
2,298 % |
3,462 % |
3,492 % |
3,425 % |
4,577 % |
5,545 % |
|
150 |
2,299 % |
3,462 % |
3,492 % |
3,426 % |
4,577 % |
5,538 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
4,854 % |
6,813 % |
11,265 % |
0,896 % |
5,488 % |
7,756 % |
|
2 |
4,505 % |
7,015 % |
10,052 % |
0,971 % |
5,340 % |
7,834 % |
|
3 |
4,207 % |
7,128 % |
9,256 % |
1,030 % |
5,082 % |
7,982 % |
|
4 |
4,026 % |
7,212 % |
8,955 % |
1,080 % |
4,894 % |
8,159 % |
|
5 |
3,964 % |
7,257 % |
8,872 % |
1,122 % |
4,787 % |
8,418 % |
|
6 |
3,915 % |
7,291 % |
8,853 % |
1,156 % |
4,752 % |
8,701 % |
|
7 |
3,867 % |
7,322 % |
8,853 % |
1,183 % |
4,735 % |
9,025 % |
|
8 |
3,827 % |
7,349 % |
8,851 % |
1,206 % |
4,728 % |
9,288 % |
|
9 |
3,799 % |
7,374 % |
8,837 % |
1,223 % |
4,729 % |
9,486 % |
|
10 |
3,784 % |
7,401 % |
8,802 % |
1,236 % |
4,738 % |
9,639 % |
|
11 |
3,783 % |
7,410 % |
8,744 % |
1,265 % |
4,751 % |
9,759 % |
|
12 |
3,789 % |
7,404 % |
8,668 % |
1,306 % |
4,767 % |
9,849 % |
|
13 |
3,800 % |
7,385 % |
8,580 % |
1,355 % |
4,783 % |
9,911 % |
|
14 |
3,811 % |
7,359 % |
8,484 % |
1,409 % |
4,798 % |
9,945 % |
|
15 |
3,820 % |
7,327 % |
8,382 % |
1,465 % |
4,811 % |
9,951 % |
|
16 |
3,826 % |
7,290 % |
8,278 % |
1,522 % |
4,820 % |
9,929 % |
|
17 |
3,829 % |
7,251 % |
8,172 % |
1,579 % |
4,826 % |
9,886 % |
|
18 |
3,829 % |
7,211 % |
8,066 % |
1,635 % |
4,828 % |
9,826 % |
|
19 |
3,828 % |
7,169 % |
7,962 % |
1,690 % |
4,825 % |
9,753 % |
|
20 |
3,826 % |
7,127 % |
7,859 % |
1,743 % |
4,817 % |
9,672 % |
|
21 |
3,823 % |
7,085 % |
7,758 % |
1,795 % |
4,804 % |
9,584 % |
|
22 |
3,818 % |
7,044 % |
7,660 % |
1,845 % |
4,787 % |
9,491 % |
|
23 |
3,814 % |
7,003 % |
7,565 % |
1,893 % |
4,766 % |
9,397 % |
|
24 |
3,808 % |
6,964 % |
7,474 % |
1,939 % |
4,744 % |
9,300 % |
|
25 |
3,803 % |
6,925 % |
7,385 % |
1,983 % |
4,720 % |
9,204 % |
|
26 |
3,797 % |
6,887 % |
7,300 % |
2,025 % |
4,695 % |
9,109 % |
|
27 |
3,791 % |
6,850 % |
7,218 % |
2,065 % |
4,670 % |
9,015 % |
|
28 |
3,785 % |
6,815 % |
7,139 % |
2,104 % |
4,644 % |
8,923 % |
|
29 |
3,779 % |
6,781 % |
7,063 % |
2,141 % |
4,618 % |
8,832 % |
|
30 |
3,772 % |
6,748 % |
6,990 % |
2,177 % |
4,592 % |
8,745 % |
|
31 |
3,766 % |
6,716 % |
6,921 % |
2,211 % |
4,566 % |
8,660 % |
|
32 |
3,760 % |
6,685 % |
6,854 % |
2,243 % |
4,541 % |
8,578 % |
|
33 |
3,754 % |
6,655 % |
6,790 % |
2,274 % |
4,516 % |
8,499 % |
|
34 |
3,748 % |
6,627 % |
6,729 % |
2,304 % |
4,492 % |
8,422 % |
|
35 |
3,742 % |
6,599 % |
6,671 % |
2,333 % |
4,468 % |
8,348 % |
|
36 |
3,736 % |
6,573 % |
6,615 % |
2,360 % |
4,445 % |
8,278 % |
|
37 |
3,731 % |
6,547 % |
6,561 % |
2,386 % |
4,423 % |
8,209 % |
|
38 |
3,725 % |
6,523 % |
6,509 % |
2,412 % |
4,401 % |
8,144 % |
|
39 |
3,720 % |
6,500 % |
6,460 % |
2,436 % |
4,380 % |
8,081 % |
|
40 |
3,715 % |
6,477 % |
6,413 % |
2,459 % |
4,360 % |
8,020 % |
|
41 |
3,710 % |
6,455 % |
6,367 % |
2,481 % |
4,340 % |
7,962 % |
|
42 |
3,705 % |
6,434 % |
6,324 % |
2,502 % |
4,321 % |
7,906 % |
|
43 |
3,700 % |
6,414 % |
6,282 % |
2,523 % |
4,303 % |
7,853 % |
|
44 |
3,695 % |
6,395 % |
6,242 % |
2,543 % |
4,285 % |
7,801 % |
|
45 |
3,691 % |
6,376 % |
6,203 % |
2,562 % |
4,268 % |
7,752 % |
|
46 |
3,686 % |
6,358 % |
6,166 % |
2,580 % |
4,251 % |
7,704 % |
|
47 |
3,682 % |
6,341 % |
6,131 % |
2,597 % |
4,235 % |
7,658 % |
|
48 |
3,678 % |
6,324 % |
6,097 % |
2,614 % |
4,220 % |
7,614 % |
|
49 |
3,673 % |
6,308 % |
6,064 % |
2,631 % |
4,205 % |
7,571 % |
|
50 |
3,670 % |
6,292 % |
6,032 % |
2,646 % |
4,191 % |
7,531 % |
|
51 |
3,666 % |
6,277 % |
6,001 % |
2,661 % |
4,177 % |
7,491 % |
|
52 |
3,662 % |
6,263 % |
5,972 % |
2,676 % |
4,163 % |
7,453 % |
|
53 |
3,658 % |
6,249 % |
5,943 % |
2,690 % |
4,150 % |
7,417 % |
|
54 |
3,655 % |
6,235 % |
5,916 % |
2,704 % |
4,138 % |
7,381 % |
|
55 |
3,651 % |
6,222 % |
5,890 % |
2,717 % |
4,125 % |
7,347 % |
|
56 |
3,648 % |
6,210 % |
5,864 % |
2,730 % |
4,114 % |
7,314 % |
|
57 |
3,645 % |
6,197 % |
5,839 % |
2,742 % |
4,102 % |
7,283 % |
|
58 |
3,642 % |
6,186 % |
5,815 % |
2,754 % |
4,091 % |
7,252 % |
|
59 |
3,639 % |
6,174 % |
5,792 % |
2,766 % |
4,080 % |
7,222 % |
|
60 |
3,636 % |
6,163 % |
5,770 % |
2,777 % |
4,070 % |
7,193 % |
|
61 |
3,633 % |
6,152 % |
5,748 % |
2,788 % |
4,060 % |
7,166 % |
|
62 |
3,630 % |
6,142 % |
5,728 % |
2,798 % |
4,050 % |
7,139 % |
|
63 |
3,627 % |
6,132 % |
5,707 % |
2,808 % |
4,041 % |
7,113 % |
|
64 |
3,625 % |
6,122 % |
5,688 % |
2,818 % |
4,032 % |
7,087 % |
|
65 |
3,622 % |
6,113 % |
5,669 % |
2,828 % |
4,023 % |
7,063 % |
|
66 |
3,619 % |
6,103 % |
5,650 % |
2,837 % |
4,014 % |
7,039 % |
|
67 |
3,617 % |
6,094 % |
5,632 % |
2,846 % |
4,006 % |
7,016 % |
|
68 |
3,615 % |
6,086 % |
5,615 % |
2,855 % |
3,998 % |
6,994 % |
|
69 |
3,612 % |
6,077 % |
5,598 % |
2,864 % |
3,990 % |
6,972 % |
|
70 |
3,610 % |
6,069 % |
5,581 % |
2,872 % |
3,982 % |
6,951 % |
|
71 |
3,608 % |
6,061 % |
5,565 % |
2,880 % |
3,975 % |
6,930 % |
|
72 |
3,606 % |
6,053 % |
5,550 % |
2,888 % |
3,967 % |
6,910 % |
|
73 |
3,604 % |
6,046 % |
5,535 % |
2,895 % |
3,960 % |
6,891 % |
|
74 |
3,602 % |
6,038 % |
5,520 % |
2,903 % |
3,953 % |
6,872 % |
|
75 |
3,600 % |
6,031 % |
5,506 % |
2,910 % |
3,947 % |
6,853 % |
|
76 |
3,598 % |
6,024 % |
5,492 % |
2,917 % |
3,940 % |
6,836 % |
|
77 |
3,596 % |
6,017 % |
5,478 % |
2,924 % |
3,934 % |
6,818 % |
|
78 |
3,594 % |
6,011 % |
5,465 % |
2,931 % |
3,928 % |
6,801 % |
|
79 |
3,592 % |
6,004 % |
5,452 % |
2,937 % |
3,922 % |
6,785 % |
|
80 |
3,590 % |
5,998 % |
5,439 % |
2,944 % |
3,916 % |
6,768 % |
|
81 |
3,589 % |
5,992 % |
5,427 % |
2,950 % |
3,910 % |
6,753 % |
|
82 |
3,587 % |
5,986 % |
5,415 % |
2,956 % |
3,904 % |
6,737 % |
|
83 |
3,585 % |
5,980 % |
5,404 % |
2,962 % |
3,899 % |
6,722 % |
|
84 |
3,584 % |
5,974 % |
5,392 % |
2,968 % |
3,894 % |
6,708 % |
|
85 |
3,582 % |
5,969 % |
5,381 % |
2,973 % |
3,888 % |
6,693 % |
|
86 |
3,581 % |
5,963 % |
5,370 % |
2,979 % |
3,883 % |
6,679 % |
|
87 |
3,579 % |
5,958 % |
5,360 % |
2,984 % |
3,878 % |
6,666 % |
|
88 |
3,578 % |
5,953 % |
5,349 % |
2,989 % |
3,873 % |
6,653 % |
|
89 |
3,576 % |
5,948 % |
5,339 % |
2,995 % |
3,869 % |
6,639 % |
|
90 |
3,575 % |
5,943 % |
5,329 % |
3,000 % |
3,864 % |
6,627 % |
|
91 |
3,574 % |
5,938 % |
5,319 % |
3,005 % |
3,859 % |
6,614 % |
|
92 |
3,572 % |
5,933 % |
5,310 % |
3,009 % |
3,855 % |
6,602 % |
|
93 |
3,571 % |
5,928 % |
5,301 % |
3,014 % |
3,851 % |
6,590 % |
|
94 |
3,570 % |
5,924 % |
5,292 % |
3,019 % |
3,846 % |
6,579 % |
|
95 |
3,568 % |
5,919 % |
5,283 % |
3,023 % |
3,842 % |
6,567 % |
|
96 |
3,567 % |
5,915 % |
5,274 % |
3,028 % |
3,838 % |
6,556 % |
|
97 |
3,566 % |
5,911 % |
5,265 % |
3,032 % |
3,834 % |
6,545 % |
|
98 |
3,565 % |
5,906 % |
5,257 % |
3,036 % |
3,830 % |
6,534 % |
|
99 |
3,564 % |
5,902 % |
5,249 % |
3,040 % |
3,826 % |
6,524 % |
|
100 |
3,562 % |
5,898 % |
5,241 % |
3,045 % |
3,822 % |
6,514 % |
|
101 |
3,561 % |
5,894 % |
5,233 % |
3,049 % |
3,819 % |
6,503 % |
|
102 |
3,560 % |
5,890 % |
5,225 % |
3,053 % |
3,815 % |
6,494 % |
|
103 |
3,559 % |
5,887 % |
5,218 % |
3,056 % |
3,812 % |
6,484 % |
|
104 |
3,558 % |
5,883 % |
5,210 % |
3,060 % |
3,808 % |
6,474 % |
|
105 |
3,557 % |
5,879 % |
5,203 % |
3,064 % |
3,805 % |
6,465 % |
|
106 |
3,556 % |
5,876 % |
5,196 % |
3,067 % |
3,801 % |
6,456 % |
|
107 |
3,555 % |
5,872 % |
5,189 % |
3,071 % |
3,798 % |
6,447 % |
|
108 |
3,554 % |
5,869 % |
5,182 % |
3,075 % |
3,795 % |
6,438 % |
|
109 |
3,553 % |
5,865 % |
5,175 % |
3,078 % |
3,792 % |
6,429 % |
|
110 |
3,552 % |
5,862 % |
5,169 % |
3,081 % |
3,789 % |
6,421 % |
|
111 |
3,551 % |
5,859 % |
5,162 % |
3,085 % |
3,786 % |
6,413 % |
|
112 |
3,550 % |
5,856 % |
5,156 % |
3,088 % |
3,783 % |
6,404 % |
|
113 |
3,550 % |
5,852 % |
5,150 % |
3,091 % |
3,780 % |
6,396 % |
|
114 |
3,549 % |
5,849 % |
5,143 % |
3,094 % |
3,777 % |
6,389 % |
|
115 |
3,548 % |
5,846 % |
5,137 % |
3,097 % |
3,774 % |
6,381 % |
|
116 |
3,547 % |
5,843 % |
5,131 % |
3,100 % |
3,771 % |
6,373 % |
|
117 |
3,546 % |
5,840 % |
5,126 % |
3,103 % |
3,768 % |
6,366 % |
|
118 |
3,545 % |
5,837 % |
5,120 % |
3,106 % |
3,766 % |
6,358 % |
|
119 |
3,545 % |
5,835 % |
5,114 % |
3,109 % |
3,763 % |
6,351 % |
|
120 |
3,544 % |
5,832 % |
5,109 % |
3,112 % |
3,760 % |
6,344 % |
|
121 |
3,543 % |
5,829 % |
5,103 % |
3,115 % |
3,758 % |
6,337 % |
|
122 |
3,542 % |
5,826 % |
5,098 % |
3,118 % |
3,755 % |
6,330 % |
|
123 |
3,541 % |
5,824 % |
5,093 % |
3,120 % |
3,753 % |
6,323 % |
|
124 |
3,541 % |
5,821 % |
5,087 % |
3,123 % |
3,750 % |
6,317 % |
|
125 |
3,540 % |
5,819 % |
5,082 % |
3,126 % |
3,748 % |
6,310 % |
|
126 |
3,539 % |
5,816 % |
5,077 % |
3,128 % |
3,746 % |
6,304 % |
|
127 |
3,539 % |
5,814 % |
5,072 % |
3,131 % |
3,743 % |
6,297 % |
|
128 |
3,538 % |
5,811 % |
5,067 % |
3,133 % |
3,741 % |
6,291 % |
|
129 |
3,537 % |
5,809 % |
5,063 % |
3,136 % |
3,739 % |
6,285 % |
|
130 |
3,537 % |
5,806 % |
5,058 % |
3,138 % |
3,736 % |
6,279 % |
|
131 |
3,536 % |
5,804 % |
5,053 % |
3,140 % |
3,734 % |
6,273 % |
|
132 |
3,535 % |
5,802 % |
5,049 % |
3,143 % |
3,732 % |
6,267 % |
|
133 |
3,535 % |
5,799 % |
5,044 % |
3,145 % |
3,730 % |
6,261 % |
|
134 |
3,534 % |
5,797 % |
5,040 % |
3,147 % |
3,728 % |
6,255 % |
|
135 |
3,533 % |
5,795 % |
5,035 % |
3,150 % |
3,726 % |
6,250 % |
|
136 |
3,533 % |
5,793 % |
5,031 % |
3,152 % |
3,724 % |
6,244 % |
|
137 |
3,532 % |
5,791 % |
5,027 % |
3,154 % |
3,722 % |
6,239 % |
|
138 |
3,532 % |
5,788 % |
5,023 % |
3,156 % |
3,720 % |
6,233 % |
|
139 |
3,531 % |
5,786 % |
5,018 % |
3,158 % |
3,718 % |
6,228 % |
|
140 |
3,530 % |
5,784 % |
5,014 % |
3,160 % |
3,716 % |
6,223 % |
|
141 |
3,530 % |
5,782 % |
5,010 % |
3,162 % |
3,714 % |
6,218 % |
|
142 |
3,529 % |
5,780 % |
5,006 % |
3,164 % |
3,712 % |
6,213 % |
|
143 |
3,529 % |
5,778 % |
5,002 % |
3,166 % |
3,710 % |
6,208 % |
|
144 |
3,528 % |
5,776 % |
4,999 % |
3,168 % |
3,709 % |
6,203 % |
|
145 |
3,528 % |
5,775 % |
4,995 % |
3,170 % |
3,707 % |
6,198 % |
|
146 |
3,527 % |
5,773 % |
4,991 % |
3,172 % |
3,705 % |
6,193 % |
|
147 |
3,527 % |
5,771 % |
4,987 % |
3,174 % |
3,703 % |
6,188 % |
|
148 |
3,526 % |
5,769 % |
4,984 % |
3,176 % |
3,702 % |
6,184 % |
|
149 |
3,526 % |
5,767 % |
4,980 % |
3,178 % |
3,700 % |
6,179 % |
|
150 |
3,525 % |
5,765 % |
4,977 % |
3,180 % |
3,698 % |
6,175 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
13,115 % |
2,097 % |
3,367 % |
10,194 % |
4,156 % |
3,921 % |
|
2 |
12,615 % |
2,292 % |
3,595 % |
8,858 % |
3,717 % |
3,769 % |
|
3 |
12,526 % |
2,458 % |
3,705 % |
8,718 % |
3,537 % |
3,647 % |
|
4 |
12,550 % |
2,595 % |
3,791 % |
8,990 % |
3,448 % |
3,584 % |
|
5 |
12,607 % |
2,701 % |
3,864 % |
9,351 % |
3,391 % |
3,525 % |
|
6 |
12,655 % |
2,784 % |
3,924 % |
9,696 % |
3,352 % |
3,482 % |
|
7 |
12,690 % |
2,854 % |
3,972 % |
9,994 % |
3,324 % |
3,456 % |
|
8 |
12,722 % |
2,916 % |
4,016 % |
10,248 % |
3,305 % |
3,444 % |
|
9 |
12,733 % |
2,974 % |
4,052 % |
10,433 % |
3,291 % |
3,434 % |
|
10 |
12,746 % |
3,028 % |
4,090 % |
10,564 % |
3,283 % |
3,419 % |
|
11 |
12,719 % |
3,081 % |
4,131 % |
10,645 % |
3,280 % |
3,394 % |
|
12 |
12,649 % |
3,131 % |
4,175 % |
10,683 % |
3,280 % |
3,364 % |
|
13 |
12,547 % |
3,180 % |
4,221 % |
10,683 % |
3,281 % |
3,330 % |
|
14 |
12,421 % |
3,226 % |
4,270 % |
10,651 % |
3,284 % |
3,297 % |
|
15 |
12,278 % |
3,270 % |
4,322 % |
10,591 % |
3,289 % |
3,265 % |
|
16 |
12,122 % |
3,312 % |
4,378 % |
10,508 % |
3,293 % |
3,235 % |
|
17 |
11,959 % |
3,352 % |
4,434 % |
10,410 % |
3,298 % |
3,208 % |
|
18 |
11,789 % |
3,390 % |
4,486 % |
10,300 % |
3,303 % |
3,185 % |
|
19 |
11,617 % |
3,426 % |
4,531 % |
10,181 % |
3,308 % |
3,165 % |
|
20 |
11,445 % |
3,461 % |
4,567 % |
10,057 % |
3,312 % |
3,150 % |
|
21 |
11,273 % |
3,493 % |
4,590 % |
9,930 % |
3,317 % |
3,139 % |
|
22 |
11,103 % |
3,524 % |
4,603 % |
9,801 % |
3,321 % |
3,131 % |
|
23 |
10,937 % |
3,554 % |
4,608 % |
9,673 % |
3,324 % |
3,126 % |
|
24 |
10,774 % |
3,582 % |
4,607 % |
9,545 % |
3,328 % |
3,123 % |
|
25 |
10,616 % |
3,609 % |
4,601 % |
9,419 % |
3,331 % |
3,122 % |
|
26 |
10,463 % |
3,635 % |
4,591 % |
9,296 % |
3,334 % |
3,122 % |
|
27 |
10,315 % |
3,659 % |
4,577 % |
9,176 % |
3,337 % |
3,124 % |
|
28 |
10,172 % |
3,682 % |
4,562 % |
9,059 % |
3,340 % |
3,126 % |
|
29 |
10,035 % |
3,705 % |
4,544 % |
8,946 % |
3,343 % |
3,129 % |
|
30 |
9,902 % |
3,726 % |
4,526 % |
8,837 % |
3,345 % |
3,133 % |
|
31 |
9,776 % |
3,746 % |
4,506 % |
8,732 % |
3,348 % |
3,137 % |
|
32 |
9,654 % |
3,766 % |
4,486 % |
8,631 % |
3,350 % |
3,141 % |
|
33 |
9,538 % |
3,784 % |
4,466 % |
8,533 % |
3,352 % |
3,146 % |
|
34 |
9,426 % |
3,802 % |
4,446 % |
8,440 % |
3,355 % |
3,150 % |
|
35 |
9,319 % |
3,819 % |
4,425 % |
8,350 % |
3,357 % |
3,155 % |
|
36 |
9,217 % |
3,835 % |
4,405 % |
8,263 % |
3,359 % |
3,160 % |
|
37 |
9,119 % |
3,851 % |
4,385 % |
8,181 % |
3,361 % |
3,165 % |
|
38 |
9,025 % |
3,866 % |
4,366 % |
8,101 % |
3,362 % |
3,170 % |
|
39 |
8,935 % |
3,881 % |
4,346 % |
8,025 % |
3,364 % |
3,175 % |
|
40 |
8,849 % |
3,894 % |
4,328 % |
7,952 % |
3,366 % |
3,180 % |
|
41 |
8,767 % |
3,908 % |
4,309 % |
7,882 % |
3,367 % |
3,185 % |
|
42 |
8,688 % |
3,921 % |
4,292 % |
7,815 % |
3,369 % |
3,190 % |
|
43 |
8,612 % |
3,933 % |
4,274 % |
7,750 % |
3,371 % |
3,194 % |
|
44 |
8,539 % |
3,945 % |
4,258 % |
7,688 % |
3,372 % |
3,199 % |
|
45 |
8,470 % |
3,956 % |
4,241 % |
7,629 % |
3,373 % |
3,203 % |
|
46 |
8,403 % |
3,967 % |
4,226 % |
7,572 % |
3,375 % |
3,208 % |
|
47 |
8,338 % |
3,978 % |
4,210 % |
7,517 % |
3,376 % |
3,212 % |
|
48 |
8,277 % |
3,988 % |
4,195 % |
7,464 % |
3,377 % |
3,216 % |
|
49 |
8,217 % |
3,998 % |
4,181 % |
7,413 % |
3,379 % |
3,220 % |
|
50 |
8,160 % |
4,007 % |
4,167 % |
7,365 % |
3,380 % |
3,224 % |
|
51 |
8,105 % |
4,016 % |
4,154 % |
7,317 % |
3,381 % |
3,228 % |
|
52 |
8,052 % |
4,025 % |
4,141 % |
7,272 % |
3,382 % |
3,232 % |
|
53 |
8,001 % |
4,034 % |
4,128 % |
7,228 % |
3,383 % |
3,236 % |
|
54 |
7,952 % |
4,042 % |
4,116 % |
7,186 % |
3,384 % |
3,239 % |
|
55 |
7,904 % |
4,050 % |
4,104 % |
7,146 % |
3,385 % |
3,243 % |
|
56 |
7,859 % |
4,058 % |
4,093 % |
7,106 % |
3,386 % |
3,246 % |
|
57 |
7,814 % |
4,065 % |
4,082 % |
7,068 % |
3,387 % |
3,250 % |
|
58 |
7,772 % |
4,073 % |
4,071 % |
7,032 % |
3,388 % |
3,253 % |
|
59 |
7,730 % |
4,080 % |
4,061 % |
6,996 % |
3,389 % |
3,256 % |
|
60 |
7,691 % |
4,086 % |
4,051 % |
6,962 % |
3,390 % |
3,259 % |
|
61 |
7,652 % |
4,093 % |
4,041 % |
6,929 % |
3,391 % |
3,262 % |
|
62 |
7,615 % |
4,099 % |
4,032 % |
6,897 % |
3,392 % |
3,265 % |
|
63 |
7,578 % |
4,106 % |
4,023 % |
6,866 % |
3,393 % |
3,268 % |
|
64 |
7,543 % |
4,112 % |
4,014 % |
6,836 % |
3,393 % |
3,270 % |
|
65 |
7,509 % |
4,117 % |
4,005 % |
6,807 % |
3,394 % |
3,273 % |
|
66 |
7,476 % |
4,123 % |
3,997 % |
6,778 % |
3,395 % |
3,276 % |
|
67 |
7,444 % |
4,129 % |
3,989 % |
6,751 % |
3,396 % |
3,278 % |
|
68 |
7,413 % |
4,134 % |
3,981 % |
6,724 % |
3,397 % |
3,281 % |
|
69 |
7,383 % |
4,139 % |
3,973 % |
6,698 % |
3,397 % |
3,283 % |
|
70 |
7,354 % |
4,144 % |
3,966 % |
6,673 % |
3,398 % |
3,285 % |
|
71 |
7,325 % |
4,149 % |
3,959 % |
6,649 % |
3,399 % |
3,288 % |
|
72 |
7,298 % |
4,154 % |
3,951 % |
6,625 % |
3,399 % |
3,290 % |
|
73 |
7,271 % |
4,159 % |
3,945 % |
6,602 % |
3,400 % |
3,292 % |
|
74 |
7,245 % |
4,163 % |
3,938 % |
6,579 % |
3,401 % |
3,294 % |
|
75 |
7,219 % |
4,168 % |
3,931 % |
6,558 % |
3,401 % |
3,296 % |
|
76 |
7,194 % |
4,172 % |
3,925 % |
6,536 % |
3,402 % |
3,298 % |
|
77 |
7,170 % |
4,176 % |
3,919 % |
6,516 % |
3,402 % |
3,300 % |
|
78 |
7,147 % |
4,180 % |
3,913 % |
6,495 % |
3,403 % |
3,302 % |
|
79 |
7,124 % |
4,184 % |
3,907 % |
6,476 % |
3,403 % |
3,304 % |
|
80 |
7,101 % |
4,188 % |
3,901 % |
6,456 % |
3,404 % |
3,306 % |
|
81 |
7,080 % |
4,192 % |
3,896 % |
6,438 % |
3,405 % |
3,307 % |
|
82 |
7,058 % |
4,196 % |
3,890 % |
6,419 % |
3,405 % |
3,309 % |
|
83 |
7,038 % |
4,200 % |
3,885 % |
6,402 % |
3,406 % |
3,311 % |
|
84 |
7,017 % |
4,203 % |
3,880 % |
6,384 % |
3,406 % |
3,312 % |
|
85 |
6,998 % |
4,207 % |
3,875 % |
6,367 % |
3,407 % |
3,314 % |
|
86 |
6,978 % |
4,210 % |
3,870 % |
6,351 % |
3,407 % |
3,316 % |
|
87 |
6,960 % |
4,213 % |
3,865 % |
6,334 % |
3,408 % |
3,317 % |
|
88 |
6,941 % |
4,217 % |
3,860 % |
6,319 % |
3,408 % |
3,319 % |
|
89 |
6,923 % |
4,220 % |
3,856 % |
6,303 % |
3,408 % |
3,320 % |
|
90 |
6,905 % |
4,223 % |
3,851 % |
6,288 % |
3,409 % |
3,322 % |
|
91 |
6,888 % |
4,226 % |
3,847 % |
6,273 % |
3,409 % |
3,323 % |
|
92 |
6,871 % |
4,229 % |
3,842 % |
6,259 % |
3,410 % |
3,324 % |
|
93 |
6,855 % |
4,232 % |
3,838 % |
6,245 % |
3,410 % |
3,326 % |
|
94 |
6,839 % |
4,235 % |
3,834 % |
6,231 % |
3,411 % |
3,327 % |
|
95 |
6,823 % |
4,237 % |
3,830 % |
6,217 % |
3,411 % |
3,328 % |
|
96 |
6,808 % |
4,240 % |
3,826 % |
6,204 % |
3,411 % |
3,330 % |
|
97 |
6,792 % |
4,243 % |
3,822 % |
6,191 % |
3,412 % |
3,331 % |
|
98 |
6,778 % |
4,245 % |
3,818 % |
6,178 % |
3,412 % |
3,332 % |
|
99 |
6,763 % |
4,248 % |
3,815 % |
6,166 % |
3,413 % |
3,333 % |
|
100 |
6,749 % |
4,250 % |
3,811 % |
6,153 % |
3,413 % |
3,334 % |
|
101 |
6,735 % |
4,253 % |
3,807 % |
6,142 % |
3,413 % |
3,335 % |
|
102 |
6,721 % |
4,255 % |
3,804 % |
6,130 % |
3,414 % |
3,337 % |
|
103 |
6,708 % |
4,258 % |
3,800 % |
6,118 % |
3,414 % |
3,338 % |
|
104 |
6,695 % |
4,260 % |
3,797 % |
6,107 % |
3,414 % |
3,339 % |
|
105 |
6,682 % |
4,262 % |
3,794 % |
6,096 % |
3,415 % |
3,340 % |
|
106 |
6,669 % |
4,265 % |
3,791 % |
6,085 % |
3,415 % |
3,341 % |
|
107 |
6,657 % |
4,267 % |
3,787 % |
6,074 % |
3,415 % |
3,342 % |
|
108 |
6,645 % |
4,269 % |
3,784 % |
6,064 % |
3,416 % |
3,343 % |
|
109 |
6,633 % |
4,271 % |
3,781 % |
6,054 % |
3,416 % |
3,344 % |
|
110 |
6,621 % |
4,273 % |
3,778 % |
6,044 % |
3,416 % |
3,345 % |
|
111 |
6,609 % |
4,275 % |
3,775 % |
6,034 % |
3,417 % |
3,346 % |
|
112 |
6,598 % |
4,277 % |
3,772 % |
6,024 % |
3,417 % |
3,347 % |
|
113 |
6,587 % |
4,279 % |
3,769 % |
6,014 % |
3,417 % |
3,348 % |
|
114 |
6,576 % |
4,281 % |
3,767 % |
6,005 % |
3,417 % |
3,349 % |
|
115 |
6,565 % |
4,283 % |
3,764 % |
5,996 % |
3,418 % |
3,349 % |
|
116 |
6,555 % |
4,285 % |
3,761 % |
5,987 % |
3,418 % |
3,350 % |
|
117 |
6,545 % |
4,287 % |
3,758 % |
5,978 % |
3,418 % |
3,351 % |
|
118 |
6,534 % |
4,288 % |
3,756 % |
5,969 % |
3,418 % |
3,352 % |
|
119 |
6,524 % |
4,290 % |
3,753 % |
5,960 % |
3,419 % |
3,353 % |
|
120 |
6,514 % |
4,292 % |
3,751 % |
5,952 % |
3,419 % |
3,354 % |
|
121 |
6,505 % |
4,294 % |
3,748 % |
5,944 % |
3,419 % |
3,354 % |
|
122 |
6,495 % |
4,295 % |
3,746 % |
5,935 % |
3,420 % |
3,355 % |
|
123 |
6,486 % |
4,297 % |
3,743 % |
5,927 % |
3,420 % |
3,356 % |
|
124 |
6,477 % |
4,299 % |
3,741 % |
5,919 % |
3,420 % |
3,357 % |
|
125 |
6,468 % |
4,300 % |
3,739 % |
5,912 % |
3,420 % |
3,357 % |
|
126 |
6,459 % |
4,302 % |
3,736 % |
5,904 % |
3,420 % |
3,358 % |
|
127 |
6,450 % |
4,303 % |
3,734 % |
5,896 % |
3,421 % |
3,359 % |
|
128 |
6,441 % |
4,305 % |
3,732 % |
5,889 % |
3,421 % |
3,360 % |
|
129 |
6,433 % |
4,306 % |
3,730 % |
5,882 % |
3,421 % |
3,360 % |
|
130 |
6,424 % |
4,308 % |
3,728 % |
5,875 % |
3,421 % |
3,361 % |
|
131 |
6,416 % |
4,309 % |
3,725 % |
5,867 % |
3,422 % |
3,362 % |
|
132 |
6,408 % |
4,311 % |
3,723 % |
5,860 % |
3,422 % |
3,362 % |
|
133 |
6,400 % |
4,312 % |
3,721 % |
5,854 % |
3,422 % |
3,363 % |
|
134 |
6,392 % |
4,314 % |
3,719 % |
5,847 % |
3,422 % |
3,364 % |
|
135 |
6,384 % |
4,315 % |
3,717 % |
5,840 % |
3,422 % |
3,364 % |
|
136 |
6,377 % |
4,316 % |
3,715 % |
5,834 % |
3,423 % |
3,365 % |
|
137 |
6,369 % |
4,318 % |
3,713 % |
5,827 % |
3,423 % |
3,366 % |
|
138 |
6,362 % |
4,319 % |
3,711 % |
5,821 % |
3,423 % |
3,366 % |
|
139 |
6,355 % |
4,320 % |
3,710 % |
5,814 % |
3,423 % |
3,367 % |
|
140 |
6,347 % |
4,322 % |
3,708 % |
5,808 % |
3,423 % |
3,367 % |
|
141 |
6,340 % |
4,323 % |
3,706 % |
5,802 % |
3,424 % |
3,368 % |
|
142 |
6,333 % |
4,324 % |
3,704 % |
5,796 % |
3,424 % |
3,369 % |
|
143 |
6,326 % |
4,325 % |
3,702 % |
5,790 % |
3,424 % |
3,369 % |
|
144 |
6,320 % |
4,327 % |
3,701 % |
5,784 % |
3,424 % |
3,370 % |
|
145 |
6,313 % |
4,328 % |
3,699 % |
5,779 % |
3,424 % |
3,370 % |
|
146 |
6,306 % |
4,329 % |
3,697 % |
5,773 % |
3,424 % |
3,371 % |
|
147 |
6,300 % |
4,330 % |
3,695 % |
5,767 % |
3,425 % |
3,371 % |
|
148 |
6,293 % |
4,331 % |
3,694 % |
5,762 % |
3,425 % |
3,372 % |
|
149 |
6,287 % |
4,332 % |
3,692 % |
5,756 % |
3,425 % |
3,372 % |
|
150 |
6,281 % |
4,334 % |
3,691 % |
5,751 % |
3,425 % |
3,373 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
12,324 % |
5,074 % |
-0,102 % |
|
2 |
9,703 % |
4,658 % |
-0,068 % |
|
3 |
8,788 % |
4,259 % |
-0,025 % |
|
4 |
8,474 % |
4,048 % |
0,061 % |
|
5 |
8,461 % |
3,949 % |
0,162 % |
|
6 |
8,630 % |
3,878 % |
0,254 % |
|
7 |
8,952 % |
3,822 % |
0,325 % |
|
8 |
9,362 % |
3,783 % |
0,377 % |
|
9 |
9,840 % |
3,742 % |
0,426 % |
|
10 |
10,213 % |
3,749 % |
0,491 % |
|
11 |
10,466 % |
3,744 % |
0,578 % |
|
12 |
10,630 % |
3,728 % |
0,679 % |
|
13 |
10,724 % |
3,717 % |
0,784 % |
|
14 |
10,766 % |
3,711 % |
0,882 % |
|
15 |
10,767 % |
3,706 % |
0,971 % |
|
16 |
10,736 % |
3,699 % |
1,048 % |
|
17 |
10,680 % |
3,689 % |
1,115 % |
|
18 |
10,606 % |
3,674 % |
1,172 % |
|
19 |
10,517 % |
3,654 % |
1,221 % |
|
20 |
10,419 % |
3,627 % |
1,263 % |
|
21 |
10,313 % |
3,593 % |
1,302 % |
|
22 |
10,202 % |
3,556 % |
1,338 % |
|
23 |
10,089 % |
3,517 % |
1,371 % |
|
24 |
9,974 % |
3,480 % |
1,402 % |
|
25 |
9,859 % |
3,444 % |
1,430 % |
|
26 |
9,745 % |
3,411 % |
1,456 % |
|
27 |
9,633 % |
3,379 % |
1,480 % |
|
28 |
9,523 % |
3,346 % |
1,504 % |
|
29 |
9,416 % |
3,310 % |
1,529 % |
|
30 |
9,312 % |
3,270 % |
1,556 % |
|
31 |
9,211 % |
3,225 % |
1,585 % |
|
32 |
9,114 % |
3,177 % |
1,617 % |
|
33 |
9,020 % |
3,127 % |
1,649 % |
|
34 |
8,929 % |
3,077 % |
1,682 % |
|
35 |
8,842 % |
3,028 % |
1,716 % |
|
36 |
8,758 % |
2,981 % |
1,750 % |
|
37 |
8,677 % |
2,936 % |
1,783 % |
|
38 |
8,600 % |
2,893 % |
1,817 % |
|
39 |
8,525 % |
2,854 % |
1,850 % |
|
40 |
8,454 % |
2,817 % |
1,882 % |
|
41 |
8,385 % |
2,784 % |
1,914 % |
|
42 |
8,319 % |
2,754 % |
1,945 % |
|
43 |
8,256 % |
2,727 % |
1,975 % |
|
44 |
8,195 % |
2,703 % |
2,004 % |
|
45 |
8,137 % |
2,683 % |
2,033 % |
|
46 |
8,081 % |
2,665 % |
2,061 % |
|
47 |
8,027 % |
2,650 % |
2,088 % |
|
48 |
7,975 % |
2,638 % |
2,115 % |
|
49 |
7,925 % |
2,630 % |
2,140 % |
|
50 |
7,877 % |
2,623 % |
2,165 % |
|
51 |
7,831 % |
2,620 % |
2,189 % |
|
52 |
7,786 % |
2,619 % |
2,213 % |
|
53 |
7,743 % |
2,620 % |
2,235 % |
|
54 |
7,702 % |
2,623 % |
2,257 % |
|
55 |
7,662 % |
2,626 % |
2,279 % |
|
56 |
7,623 % |
2,631 % |
2,299 % |
|
57 |
7,586 % |
2,637 % |
2,319 % |
|
58 |
7,550 % |
2,644 % |
2,339 % |
|
59 |
7,515 % |
2,651 % |
2,358 % |
|
60 |
7,481 % |
2,658 % |
2,376 % |
|
61 |
7,449 % |
2,666 % |
2,394 % |
|
62 |
7,417 % |
2,675 % |
2,411 % |
|
63 |
7,387 % |
2,683 % |
2,428 % |
|
64 |
7,357 % |
2,692 % |
2,444 % |
|
65 |
7,328 % |
2,701 % |
2,460 % |
|
66 |
7,300 % |
2,709 % |
2,476 % |
|
67 |
7,273 % |
2,718 % |
2,491 % |
|
68 |
7,247 % |
2,727 % |
2,505 % |
|
69 |
7,222 % |
2,736 % |
2,519 % |
|
70 |
7,197 % |
2,744 % |
2,533 % |
|
71 |
7,173 % |
2,753 % |
2,547 % |
|
72 |
7,149 % |
2,761 % |
2,560 % |
|
73 |
7,127 % |
2,770 % |
2,572 % |
|
74 |
7,104 % |
2,778 % |
2,585 % |
|
75 |
7,083 % |
2,786 % |
2,597 % |
|
76 |
7,062 % |
2,794 % |
2,609 % |
|
77 |
7,042 % |
2,802 % |
2,620 % |
|
78 |
7,022 % |
2,810 % |
2,631 % |
|
79 |
7,002 % |
2,817 % |
2,642 % |
|
80 |
6,983 % |
2,825 % |
2,653 % |
|
81 |
6,965 % |
2,832 % |
2,663 % |
|
82 |
6,947 % |
2,839 % |
2,673 % |
|
83 |
6,929 % |
2,846 % |
2,683 % |
|
84 |
6,912 % |
2,853 % |
2,693 % |
|
85 |
6,896 % |
2,860 % |
2,702 % |
|
86 |
6,879 % |
2,867 % |
2,712 % |
|
87 |
6,863 % |
2,873 % |
2,721 % |
|
88 |
6,848 % |
2,879 % |
2,729 % |
|
89 |
6,832 % |
2,886 % |
2,738 % |
|
90 |
6,818 % |
2,892 % |
2,746 % |
|
91 |
6,803 % |
2,898 % |
2,755 % |
|
92 |
6,789 % |
2,904 % |
2,763 % |
|
93 |
6,775 % |
2,909 % |
2,771 % |
|
94 |
6,761 % |
2,915 % |
2,778 % |
|
95 |
6,748 % |
2,921 % |
2,786 % |
|
96 |
6,735 % |
2,926 % |
2,793 % |
|
97 |
6,722 % |
2,931 % |
2,801 % |
|
98 |
6,709 % |
2,937 % |
2,808 % |
|
99 |
6,697 % |
2,942 % |
2,815 % |
|
100 |
6,685 % |
2,947 % |
2,821 % |
|
101 |
6,673 % |
2,952 % |
2,828 % |
|
102 |
6,662 % |
2,957 % |
2,835 % |
|
103 |
6,650 % |
2,961 % |
2,841 % |
|
104 |
6,639 % |
2,966 % |
2,847 % |
|
105 |
6,628 % |
2,971 % |
2,854 % |
|
106 |
6,618 % |
2,975 % |
2,860 % |
|
107 |
6,607 % |
2,980 % |
2,866 % |
|
108 |
6,597 % |
2,984 % |
2,872 % |
|
109 |
6,587 % |
2,988 % |
2,877 % |
|
110 |
6,577 % |
2,992 % |
2,883 % |
|
111 |
6,567 % |
2,996 % |
2,888 % |
|
112 |
6,557 % |
3,000 % |
2,894 % |
|
113 |
6,548 % |
3,004 % |
2,899 % |
|
114 |
6,539 % |
3,008 % |
2,905 % |
|
115 |
6,530 % |
3,012 % |
2,910 % |
|
116 |
6,521 % |
3,016 % |
2,915 % |
|
117 |
6,512 % |
3,020 % |
2,920 % |
|
118 |
6,503 % |
3,023 % |
2,925 % |
|
119 |
6,495 % |
3,027 % |
2,929 % |
|
120 |
6,487 % |
3,030 % |
2,934 % |
|
121 |
6,478 % |
3,034 % |
2,939 % |
|
122 |
6,470 % |
3,037 % |
2,943 % |
|
123 |
6,462 % |
3,041 % |
2,948 % |
|
124 |
6,455 % |
3,044 % |
2,952 % |
|
125 |
6,447 % |
3,047 % |
2,957 % |
|
126 |
6,439 % |
3,050 % |
2,961 % |
|
127 |
6,432 % |
3,053 % |
2,965 % |
|
128 |
6,425 % |
3,056 % |
2,970 % |
|
129 |
6,418 % |
3,060 % |
2,974 % |
|
130 |
6,410 % |
3,063 % |
2,978 % |
|
131 |
6,403 % |
3,065 % |
2,982 % |
|
132 |
6,397 % |
3,068 % |
2,986 % |
|
133 |
6,390 % |
3,071 % |
2,989 % |
|
134 |
6,383 % |
3,074 % |
2,993 % |
|
135 |
6,377 % |
3,077 % |
2,997 % |
|
136 |
6,370 % |
3,080 % |
3,001 % |
|
137 |
6,364 % |
3,082 % |
3,004 % |
|
138 |
6,357 % |
3,085 % |
3,008 % |
|
139 |
6,351 % |
3,088 % |
3,011 % |
|
140 |
6,345 % |
3,090 % |
3,015 % |
|
141 |
6,339 % |
3,093 % |
3,018 % |
|
142 |
6,333 % |
3,095 % |
3,022 % |
|
143 |
6,327 % |
3,098 % |
3,025 % |
|
144 |
6,322 % |
3,100 % |
3,028 % |
|
145 |
6,316 % |
3,103 % |
3,032 % |
|
146 |
6,310 % |
3,105 % |
3,035 % |
|
147 |
6,305 % |
3,107 % |
3,038 % |
|
148 |
6,299 % |
3,110 % |
3,041 % |
|
149 |
6,294 % |
3,112 % |
3,044 % |
|
150 |
6,289 % |
3,114 % |
3,047 % |
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 |
28 |
5 |
0 |
22 |
0 |
|
2 |
0 |
0 |
36 |
5 |
0 |
36 |
0 |
|
3 |
0 |
0 |
41 |
5 |
0 |
41 |
0 |
|
4 |
0 |
1 |
44 |
5 |
2 |
43 |
0 |
|
5 |
0 |
3 |
48 |
5 |
3 |
46 |
0 |
|
6 |
0 |
4 |
50 |
5 |
5 |
48 |
0 |
|
7 |
1 |
4 |
53 |
5 |
8 |
50 |
0 |
|
8 |
2 |
6 |
55 |
4 |
10 |
50 |
0 |
|
9 |
2 |
7 |
56 |
5 |
11 |
47 |
0 |
|
10 |
3 |
7 |
58 |
5 |
12 |
47 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
354 |
4 |
14 |
|
2 |
0 |
0 |
0 |
0 |
221 |
4 |
19 |
|
3 |
0 |
0 |
0 |
0 |
197 |
4 |
22 |
|
4 |
1 |
0 |
0 |
0 |
173 |
4 |
23 |
|
5 |
3 |
0 |
0 |
0 |
159 |
4 |
24 |
|
6 |
4 |
0 |
0 |
0 |
156 |
4 |
25 |
|
7 |
4 |
0 |
0 |
0 |
154 |
4 |
26 |
|
8 |
6 |
0 |
1 |
0 |
158 |
3 |
27 |
|
9 |
7 |
0 |
2 |
0 |
160 |
1 |
27 |
|
10 |
7 |
0 |
3 |
0 |
162 |
4 |
28 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
4 |
4 |
0 |
14 |
0 |
4 |
|
2 |
14 |
9 |
10 |
0 |
19 |
0 |
4 |
|
3 |
18 |
12 |
13 |
0 |
22 |
0 |
4 |
|
4 |
21 |
14 |
15 |
0 |
23 |
0 |
4 |
|
5 |
23 |
16 |
17 |
0 |
24 |
0 |
4 |
|
6 |
25 |
17 |
19 |
0 |
25 |
0 |
4 |
|
7 |
27 |
18 |
21 |
0 |
26 |
0 |
4 |
|
8 |
28 |
20 |
22 |
0 |
27 |
0 |
4 |
|
9 |
30 |
21 |
23 |
1 |
27 |
0 |
4 |
|
10 |
32 |
21 |
24 |
2 |
28 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
22 |
8 |
11 |
15 |
4 |
0 |
0 |
|
2 |
36 |
15 |
13 |
18 |
10 |
0 |
0 |
|
3 |
41 |
17 |
16 |
22 |
13 |
0 |
0 |
|
4 |
43 |
18 |
17 |
27 |
15 |
0 |
0 |
|
5 |
46 |
20 |
18 |
30 |
17 |
0 |
0 |
|
6 |
48 |
21 |
20 |
33 |
19 |
0 |
0 |
|
7 |
50 |
22 |
21 |
35 |
21 |
0 |
0 |
|
8 |
50 |
24 |
22 |
36 |
22 |
0 |
0 |
|
9 |
47 |
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 |
16 |
|
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 |
14 |
|
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 |
8 |
|
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 |
38 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
40 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
38 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
36 |
0 |
10 |
1 |
0 |
10 |
|
10 |
5 |
38 |
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 |
12 |
13 |
0 |
4 |
|
5 |
0 |
2 |
0 |
13 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
14 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
16 |
15 |
0 |
4 |
|
8 |
0 |
11 |
0 |
18 |
15 |
0 |
4 |
|
9 |
0 |
16 |
0 |
19 |
15 |
0 |
4 |
|
10 |
0 |
16 |
0 |
21 |
15 |
0 |
4 |
|
Duration (in years) |
United States |
|
1 |
0 |
|
2 |
0 |
|
3 |
0 |
|
4 |
0 |
|
5 |
0 |
|
6 |
0 |
|
7 |
0 |
|
8 |
0 |
|
9 |
0 |
|
10 |
0 |
2. Exposures to financial institutions
2.1 Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
19 |
42 |
111 |
224 |
514 |
1 288 |
|
2 |
6 |
19 |
42 |
111 |
224 |
514 |
1 034 |
|
3 |
8 |
21 |
44 |
105 |
221 |
511 |
839 |
|
4 |
9 |
24 |
46 |
108 |
220 |
510 |
692 |
|
5 |
10 |
26 |
51 |
111 |
220 |
510 |
580 |
|
6 |
11 |
28 |
55 |
115 |
220 |
510 |
510 |
|
7 |
12 |
31 |
57 |
118 |
220 |
510 |
510 |
|
8 |
12 |
31 |
56 |
117 |
220 |
510 |
510 |
|
9 |
13 |
32 |
56 |
116 |
220 |
510 |
510 |
|
10 |
13 |
33 |
57 |
116 |
220 |
510 |
510 |
|
11 |
14 |
34 |
57 |
117 |
220 |
510 |
510 |
|
12 |
14 |
35 |
57 |
117 |
220 |
510 |
510 |
|
13 |
15 |
36 |
57 |
117 |
220 |
510 |
510 |
|
14 |
15 |
36 |
57 |
117 |
220 |
510 |
510 |
|
15 |
15 |
36 |
57 |
117 |
220 |
510 |
510 |
|
16 |
15 |
36 |
57 |
117 |
220 |
510 |
510 |
|
17 |
15 |
36 |
57 |
117 |
220 |
510 |
510 |
|
18 |
15 |
36 |
57 |
117 |
220 |
510 |
510 |
|
19 |
15 |
36 |
57 |
117 |
220 |
510 |
510 |
|
20 |
15 |
36 |
57 |
117 |
220 |
510 |
510 |
|
21 |
17 |
36 |
57 |
117 |
220 |
510 |
510 |
|
22 |
18 |
36 |
57 |
117 |
220 |
510 |
510 |
|
23 |
18 |
36 |
57 |
117 |
220 |
510 |
510 |
|
24 |
19 |
36 |
57 |
117 |
220 |
510 |
510 |
|
25 |
19 |
36 |
57 |
117 |
220 |
510 |
510 |
|
26 |
20 |
36 |
57 |
117 |
220 |
510 |
510 |
|
27 |
20 |
36 |
57 |
117 |
220 |
510 |
510 |
|
28 |
21 |
36 |
57 |
117 |
220 |
510 |
510 |
|
29 |
22 |
36 |
57 |
117 |
220 |
510 |
510 |
|
30 |
23 |
36 |
57 |
117 |
220 |
510 |
510 |
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 |
18 |
31 |
53 |
122 |
235 |
526 |
1 354 |
|
2 |
19 |
32 |
55 |
123 |
237 |
527 |
1 082 |
|
3 |
20 |
34 |
56 |
118 |
233 |
523 |
875 |
|
4 |
21 |
36 |
59 |
120 |
232 |
522 |
719 |
|
5 |
22 |
38 |
63 |
123 |
231 |
521 |
601 |
|
6 |
22 |
39 |
66 |
126 |
230 |
521 |
521 |
|
7 |
23 |
41 |
67 |
128 |
230 |
520 |
520 |
|
8 |
22 |
41 |
66 |
126 |
229 |
519 |
519 |
|
9 |
21 |
41 |
65 |
125 |
228 |
519 |
519 |
|
10 |
21 |
42 |
65 |
125 |
228 |
518 |
518 |
|
11 |
21 |
42 |
65 |
124 |
227 |
517 |
517 |
|
12 |
21 |
42 |
64 |
124 |
227 |
517 |
517 |
|
13 |
21 |
42 |
64 |
123 |
226 |
516 |
516 |
|
14 |
21 |
42 |
63 |
123 |
226 |
516 |
516 |
|
15 |
20 |
42 |
63 |
122 |
225 |
515 |
515 |
|
16 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
17 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
18 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
19 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
20 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
21 |
20 |
42 |
63 |
122 |
225 |
515 |
515 |
|
22 |
21 |
42 |
63 |
122 |
225 |
516 |
516 |
|
23 |
21 |
42 |
63 |
123 |
226 |
516 |
516 |
|
24 |
21 |
42 |
63 |
123 |
226 |
516 |
516 |
|
25 |
21 |
42 |
63 |
122 |
225 |
516 |
516 |
|
26 |
21 |
42 |
63 |
122 |
225 |
516 |
516 |
|
27 |
22 |
42 |
63 |
122 |
225 |
515 |
515 |
|
28 |
22 |
42 |
63 |
122 |
225 |
515 |
515 |
|
29 |
23 |
42 |
63 |
122 |
225 |
515 |
515 |
|
30 |
23 |
41 |
63 |
122 |
225 |
515 |
515 |
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 |
110 |
224 |
514 |
1 288 |
|
2 |
6 |
19 |
42 |
110 |
224 |
514 |
1 033 |
|
3 |
7 |
21 |
43 |
105 |
220 |
510 |
839 |
|
4 |
9 |
24 |
46 |
107 |
219 |
510 |
692 |
|
5 |
10 |
26 |
51 |
111 |
219 |
510 |
580 |
|
6 |
11 |
28 |
54 |
115 |
219 |
510 |
510 |
|
7 |
12 |
30 |
56 |
118 |
219 |
510 |
510 |
|
8 |
12 |
31 |
56 |
117 |
219 |
510 |
510 |
|
9 |
12 |
32 |
56 |
116 |
219 |
510 |
510 |
|
10 |
13 |
33 |
57 |
116 |
219 |
510 |
510 |
|
11 |
14 |
34 |
57 |
116 |
219 |
510 |
510 |
|
12 |
14 |
35 |
57 |
116 |
219 |
510 |
510 |
|
13 |
14 |
35 |
57 |
116 |
219 |
510 |
510 |
|
14 |
15 |
36 |
57 |
116 |
219 |
510 |
510 |
|
15 |
15 |
36 |
57 |
116 |
219 |
510 |
510 |
|
16 |
15 |
36 |
57 |
116 |
219 |
510 |
510 |
|
17 |
14 |
36 |
57 |
116 |
219 |
510 |
510 |
|
18 |
15 |
36 |
57 |
116 |
219 |
510 |
510 |
|
19 |
15 |
36 |
57 |
116 |
219 |
510 |
510 |
|
20 |
15 |
36 |
57 |
116 |
219 |
510 |
510 |
|
21 |
17 |
36 |
57 |
116 |
219 |
510 |
510 |
|
22 |
18 |
36 |
57 |
116 |
219 |
510 |
510 |
|
23 |
18 |
36 |
57 |
116 |
219 |
510 |
510 |
|
24 |
19 |
36 |
57 |
116 |
219 |
510 |
510 |
|
25 |
19 |
36 |
57 |
116 |
219 |
510 |
510 |
|
26 |
20 |
36 |
57 |
116 |
219 |
510 |
510 |
|
27 |
20 |
36 |
57 |
116 |
219 |
510 |
510 |
|
28 |
21 |
36 |
57 |
116 |
219 |
510 |
510 |
|
29 |
22 |
36 |
57 |
116 |
219 |
510 |
510 |
|
30 |
23 |
36 |
57 |
116 |
219 |
510 |
510 |
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 |
78 |
91 |
114 |
183 |
296 |
586 |
1 499 |
|
2 |
75 |
88 |
111 |
179 |
293 |
583 |
1 188 |
|
3 |
79 |
93 |
115 |
177 |
292 |
582 |
954 |
|
4 |
78 |
93 |
116 |
177 |
289 |
579 |
779 |
|
5 |
78 |
94 |
119 |
178 |
287 |
577 |
648 |
|
6 |
77 |
95 |
121 |
182 |
286 |
576 |
576 |
|
7 |
77 |
95 |
121 |
182 |
284 |
574 |
574 |
|
8 |
76 |
95 |
120 |
180 |
283 |
573 |
573 |
|
9 |
75 |
94 |
119 |
179 |
282 |
572 |
572 |
|
10 |
72 |
92 |
116 |
175 |
279 |
569 |
569 |
|
11 |
71 |
91 |
114 |
173 |
276 |
567 |
567 |
|
12 |
70 |
91 |
113 |
172 |
275 |
565 |
565 |
|
13 |
69 |
91 |
112 |
171 |
274 |
565 |
565 |
|
14 |
69 |
90 |
112 |
171 |
274 |
564 |
564 |
|
15 |
69 |
90 |
111 |
171 |
274 |
564 |
564 |
|
16 |
68 |
90 |
111 |
170 |
273 |
563 |
563 |
|
17 |
68 |
89 |
110 |
170 |
273 |
563 |
563 |
|
18 |
68 |
89 |
110 |
169 |
272 |
563 |
563 |
|
19 |
67 |
88 |
109 |
169 |
272 |
562 |
562 |
|
20 |
66 |
88 |
109 |
168 |
271 |
561 |
561 |
|
21 |
66 |
87 |
108 |
168 |
271 |
561 |
561 |
|
22 |
65 |
86 |
107 |
167 |
270 |
560 |
560 |
|
23 |
64 |
85 |
106 |
166 |
269 |
559 |
559 |
|
24 |
63 |
84 |
105 |
165 |
268 |
558 |
558 |
|
25 |
62 |
83 |
104 |
164 |
267 |
557 |
557 |
|
26 |
61 |
82 |
103 |
163 |
266 |
556 |
556 |
|
27 |
60 |
81 |
102 |
162 |
265 |
555 |
555 |
|
28 |
59 |
80 |
101 |
161 |
264 |
554 |
554 |
|
29 |
58 |
79 |
100 |
160 |
263 |
553 |
553 |
|
30 |
57 |
78 |
99 |
159 |
262 |
552 |
552 |
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 |
24 |
46 |
115 |
228 |
518 |
1 294 |
|
2 |
12 |
25 |
48 |
116 |
230 |
520 |
1 036 |
|
3 |
14 |
28 |
50 |
112 |
227 |
517 |
841 |
|
4 |
16 |
31 |
54 |
115 |
227 |
517 |
694 |
|
5 |
18 |
34 |
59 |
118 |
227 |
517 |
581 |
|
6 |
19 |
36 |
62 |
123 |
227 |
517 |
517 |
|
7 |
20 |
38 |
64 |
125 |
227 |
517 |
517 |
|
8 |
19 |
38 |
63 |
124 |
226 |
516 |
516 |
|
9 |
19 |
38 |
63 |
123 |
226 |
516 |
516 |
|
10 |
19 |
39 |
63 |
122 |
225 |
516 |
516 |
|
11 |
20 |
40 |
63 |
122 |
225 |
516 |
516 |
|
12 |
20 |
41 |
63 |
122 |
225 |
515 |
515 |
|
13 |
20 |
41 |
63 |
122 |
225 |
515 |
515 |
|
14 |
21 |
42 |
63 |
122 |
225 |
516 |
516 |
|
15 |
21 |
42 |
63 |
122 |
226 |
516 |
516 |
|
16 |
21 |
42 |
63 |
122 |
225 |
516 |
516 |
|
17 |
21 |
42 |
63 |
123 |
226 |
516 |
516 |
|
18 |
21 |
42 |
63 |
123 |
226 |
516 |
516 |
|
19 |
21 |
42 |
64 |
123 |
226 |
516 |
516 |
|
20 |
22 |
43 |
64 |
124 |
227 |
517 |
517 |
|
21 |
22 |
43 |
64 |
124 |
227 |
517 |
517 |
|
22 |
22 |
44 |
65 |
124 |
227 |
517 |
517 |
|
23 |
23 |
44 |
65 |
124 |
227 |
518 |
518 |
|
24 |
23 |
44 |
65 |
124 |
227 |
518 |
518 |
|
25 |
23 |
44 |
65 |
124 |
227 |
518 |
518 |
|
26 |
23 |
44 |
65 |
124 |
227 |
517 |
517 |
|
27 |
22 |
44 |
65 |
124 |
227 |
517 |
517 |
|
28 |
22 |
44 |
65 |
124 |
227 |
517 |
517 |
|
29 |
22 |
44 |
65 |
124 |
227 |
517 |
517 |
|
30 |
23 |
43 |
64 |
124 |
227 |
517 |
517 |
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 |
45 |
58 |
81 |
149 |
263 |
553 |
1 275 |
|
2 |
49 |
62 |
85 |
153 |
267 |
557 |
1 025 |
|
3 |
54 |
68 |
90 |
152 |
267 |
557 |
835 |
|
4 |
58 |
73 |
95 |
156 |
268 |
558 |
691 |
|
5 |
60 |
76 |
101 |
160 |
269 |
559 |
580 |
|
6 |
61 |
78 |
105 |
165 |
269 |
560 |
560 |
|
7 |
62 |
80 |
106 |
168 |
269 |
559 |
559 |
|
8 |
61 |
80 |
105 |
166 |
268 |
559 |
559 |
|
9 |
61 |
80 |
104 |
164 |
268 |
558 |
558 |
|
10 |
60 |
80 |
104 |
163 |
266 |
557 |
557 |
|
11 |
59 |
80 |
103 |
162 |
265 |
555 |
555 |
|
12 |
59 |
80 |
102 |
161 |
264 |
554 |
554 |
|
13 |
58 |
79 |
100 |
160 |
263 |
553 |
553 |
|
14 |
57 |
78 |
99 |
159 |
262 |
552 |
552 |
|
15 |
56 |
77 |
99 |
158 |
261 |
551 |
551 |
|
16 |
55 |
77 |
98 |
157 |
260 |
550 |
550 |
|
17 |
55 |
76 |
97 |
157 |
260 |
550 |
550 |
|
18 |
54 |
76 |
97 |
156 |
259 |
549 |
549 |
|
19 |
54 |
75 |
96 |
156 |
259 |
549 |
549 |
|
20 |
53 |
75 |
96 |
155 |
258 |
548 |
548 |
|
21 |
53 |
74 |
95 |
155 |
258 |
548 |
548 |
|
22 |
52 |
73 |
94 |
154 |
257 |
547 |
547 |
|
23 |
51 |
73 |
94 |
153 |
256 |
546 |
546 |
|
24 |
51 |
72 |
93 |
153 |
256 |
546 |
546 |
|
25 |
50 |
71 |
92 |
152 |
255 |
545 |
545 |
|
26 |
49 |
70 |
91 |
151 |
254 |
544 |
544 |
|
27 |
48 |
70 |
91 |
150 |
253 |
543 |
543 |
|
28 |
47 |
69 |
90 |
149 |
252 |
542 |
542 |
|
29 |
47 |
68 |
89 |
148 |
251 |
542 |
542 |
|
30 |
46 |
67 |
88 |
148 |
251 |
541 |
541 |
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 |
18 |
41 |
110 |
223 |
513 |
1 287 |
|
2 |
6 |
18 |
41 |
110 |
223 |
513 |
1 033 |
|
3 |
7 |
21 |
43 |
104 |
220 |
510 |
838 |
|
4 |
8 |
23 |
46 |
107 |
219 |
509 |
692 |
|
5 |
9 |
25 |
50 |
110 |
219 |
509 |
580 |
|
6 |
10 |
28 |
54 |
115 |
219 |
509 |
509 |
|
7 |
12 |
30 |
56 |
117 |
219 |
509 |
509 |
|
8 |
12 |
30 |
56 |
116 |
219 |
509 |
509 |
|
9 |
12 |
31 |
56 |
116 |
219 |
509 |
509 |
|
10 |
12 |
32 |
56 |
116 |
219 |
509 |
509 |
|
11 |
13 |
33 |
56 |
116 |
219 |
509 |
509 |
|
12 |
13 |
34 |
56 |
116 |
219 |
509 |
509 |
|
13 |
14 |
35 |
56 |
116 |
219 |
509 |
509 |
|
14 |
14 |
35 |
56 |
116 |
219 |
509 |
509 |
|
15 |
14 |
35 |
56 |
116 |
219 |
509 |
509 |
|
16 |
14 |
35 |
56 |
116 |
219 |
509 |
509 |
|
17 |
14 |
35 |
56 |
116 |
219 |
509 |
509 |
|
18 |
14 |
35 |
56 |
116 |
219 |
509 |
509 |
|
19 |
15 |
35 |
56 |
116 |
219 |
509 |
509 |
|
20 |
15 |
35 |
56 |
116 |
219 |
509 |
509 |
|
21 |
17 |
35 |
56 |
116 |
219 |
509 |
509 |
|
22 |
18 |
35 |
56 |
116 |
219 |
509 |
509 |
|
23 |
18 |
35 |
56 |
116 |
219 |
509 |
509 |
|
24 |
19 |
35 |
56 |
116 |
219 |
509 |
509 |
|
25 |
19 |
35 |
56 |
116 |
219 |
509 |
509 |
|
26 |
20 |
35 |
56 |
116 |
219 |
509 |
509 |
|
27 |
20 |
35 |
56 |
116 |
219 |
509 |
509 |
|
28 |
21 |
35 |
56 |
116 |
219 |
509 |
509 |
|
29 |
22 |
35 |
56 |
116 |
219 |
509 |
509 |
|
30 |
23 |
35 |
56 |
116 |
219 |
509 |
509 |
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 |
140 |
242 |
532 |
1 313 |
|
2 |
8 |
24 |
52 |
140 |
242 |
532 |
1 053 |
|
3 |
9 |
26 |
52 |
128 |
239 |
529 |
854 |
|
4 |
10 |
28 |
54 |
119 |
237 |
527 |
704 |
|
5 |
12 |
30 |
56 |
110 |
236 |
526 |
590 |
|
6 |
14 |
34 |
59 |
104 |
235 |
525 |
525 |
|
7 |
16 |
36 |
60 |
98 |
234 |
524 |
524 |
|
8 |
18 |
38 |
59 |
92 |
232 |
523 |
523 |
|
9 |
20 |
44 |
62 |
87 |
231 |
522 |
522 |
|
10 |
20 |
44 |
61 |
84 |
231 |
521 |
521 |
|
11 |
19 |
43 |
60 |
85 |
230 |
520 |
520 |
|
12 |
19 |
43 |
60 |
87 |
229 |
519 |
519 |
|
13 |
19 |
43 |
61 |
87 |
228 |
518 |
518 |
|
14 |
19 |
43 |
61 |
87 |
228 |
518 |
518 |
|
15 |
19 |
43 |
61 |
87 |
227 |
517 |
517 |
|
16 |
19 |
43 |
61 |
87 |
226 |
516 |
516 |
|
17 |
19 |
44 |
61 |
87 |
225 |
515 |
515 |
|
18 |
19 |
44 |
61 |
87 |
224 |
514 |
514 |
|
19 |
19 |
44 |
61 |
87 |
224 |
514 |
514 |
|
20 |
19 |
44 |
61 |
87 |
224 |
515 |
515 |
|
21 |
19 |
44 |
61 |
87 |
225 |
515 |
515 |
|
22 |
19 |
44 |
61 |
87 |
224 |
514 |
514 |
|
23 |
19 |
44 |
61 |
87 |
224 |
514 |
514 |
|
24 |
19 |
44 |
61 |
87 |
223 |
513 |
513 |
|
25 |
19 |
44 |
61 |
87 |
222 |
513 |
513 |
|
26 |
20 |
44 |
61 |
87 |
222 |
512 |
512 |
|
27 |
20 |
44 |
61 |
87 |
221 |
511 |
511 |
|
28 |
22 |
44 |
61 |
87 |
221 |
511 |
511 |
|
29 |
23 |
44 |
61 |
87 |
220 |
510 |
510 |
|
30 |
23 |
44 |
61 |
87 |
220 |
510 |
510 |
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 |
592 |
1 363 |
|
2 |
83 |
96 |
119 |
187 |
301 |
591 |
1 094 |
|
3 |
83 |
97 |
119 |
181 |
296 |
586 |
891 |
|
4 |
83 |
98 |
120 |
181 |
293 |
584 |
737 |
|
5 |
82 |
98 |
123 |
182 |
291 |
581 |
619 |
|
6 |
81 |
98 |
124 |
185 |
289 |
580 |
580 |
|
7 |
80 |
98 |
124 |
186 |
287 |
577 |
577 |
|
8 |
78 |
97 |
122 |
183 |
285 |
575 |
575 |
|
9 |
76 |
96 |
120 |
180 |
283 |
573 |
573 |
|
10 |
75 |
95 |
119 |
179 |
282 |
572 |
572 |
|
11 |
75 |
95 |
118 |
177 |
280 |
570 |
570 |
|
12 |
73 |
94 |
116 |
176 |
279 |
569 |
569 |
|
13 |
72 |
93 |
115 |
174 |
277 |
568 |
568 |
|
14 |
71 |
92 |
113 |
173 |
276 |
566 |
566 |
|
15 |
70 |
91 |
112 |
172 |
275 |
565 |
565 |
|
16 |
69 |
90 |
111 |
171 |
274 |
564 |
564 |
|
17 |
68 |
89 |
110 |
170 |
273 |
563 |
563 |
|
18 |
67 |
88 |
109 |
169 |
272 |
562 |
562 |
|
19 |
66 |
87 |
108 |
168 |
271 |
561 |
561 |
|
20 |
65 |
86 |
108 |
167 |
270 |
560 |
560 |
|
21 |
64 |
86 |
107 |
166 |
269 |
559 |
559 |
|
22 |
63 |
85 |
106 |
165 |
268 |
558 |
558 |
|
23 |
62 |
83 |
105 |
164 |
267 |
557 |
557 |
|
24 |
61 |
82 |
103 |
163 |
266 |
556 |
556 |
|
25 |
60 |
81 |
102 |
162 |
265 |
555 |
555 |
|
26 |
59 |
80 |
101 |
161 |
264 |
554 |
554 |
|
27 |
58 |
79 |
100 |
160 |
263 |
553 |
553 |
|
28 |
57 |
78 |
99 |
159 |
262 |
552 |
552 |
|
29 |
56 |
77 |
98 |
157 |
261 |
551 |
551 |
|
30 |
55 |
76 |
97 |
156 |
259 |
550 |
550 |
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 |
161 |
275 |
565 |
1 352 |
|
2 |
57 |
69 |
92 |
161 |
274 |
564 |
1 086 |
|
3 |
57 |
71 |
93 |
155 |
270 |
560 |
884 |
|
4 |
58 |
73 |
95 |
156 |
268 |
558 |
730 |
|
5 |
57 |
74 |
98 |
158 |
267 |
557 |
612 |
|
6 |
57 |
74 |
100 |
161 |
265 |
555 |
555 |
|
7 |
57 |
75 |
101 |
162 |
264 |
554 |
554 |
|
8 |
55 |
74 |
99 |
160 |
263 |
553 |
553 |
|
9 |
54 |
74 |
98 |
158 |
261 |
551 |
551 |
|
10 |
54 |
74 |
97 |
157 |
260 |
550 |
550 |
|
11 |
53 |
74 |
97 |
156 |
259 |
549 |
549 |
|
12 |
53 |
74 |
96 |
155 |
258 |
549 |
549 |
|
13 |
53 |
74 |
95 |
155 |
258 |
548 |
548 |
|
14 |
52 |
74 |
95 |
154 |
257 |
547 |
547 |
|
15 |
52 |
73 |
94 |
154 |
257 |
547 |
547 |
|
16 |
51 |
72 |
93 |
153 |
256 |
546 |
546 |
|
17 |
50 |
72 |
93 |
152 |
255 |
545 |
545 |
|
18 |
50 |
71 |
92 |
152 |
255 |
545 |
545 |
|
19 |
49 |
71 |
92 |
151 |
254 |
544 |
544 |
|
20 |
49 |
71 |
92 |
151 |
254 |
544 |
544 |
|
21 |
49 |
70 |
91 |
151 |
254 |
544 |
544 |
|
22 |
49 |
70 |
91 |
150 |
253 |
544 |
544 |
|
23 |
48 |
69 |
90 |
150 |
253 |
543 |
543 |
|
24 |
47 |
69 |
90 |
149 |
252 |
542 |
542 |
|
25 |
47 |
68 |
89 |
149 |
252 |
542 |
542 |
|
26 |
46 |
67 |
88 |
148 |
251 |
541 |
541 |
|
27 |
45 |
67 |
88 |
147 |
250 |
540 |
540 |
|
28 |
45 |
66 |
87 |
146 |
249 |
540 |
540 |
|
29 |
44 |
65 |
86 |
146 |
249 |
539 |
539 |
|
30 |
43 |
64 |
85 |
145 |
248 |
538 |
538 |
2.11 Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
44 |
67 |
136 |
249 |
539 |
1 294 |
|
2 |
32 |
45 |
68 |
136 |
250 |
540 |
1 036 |
|
3 |
32 |
46 |
68 |
130 |
245 |
535 |
840 |
|
4 |
33 |
48 |
70 |
132 |
244 |
534 |
693 |
|
5 |
34 |
50 |
75 |
134 |
243 |
533 |
581 |
|
6 |
34 |
51 |
77 |
138 |
242 |
532 |
532 |
|
7 |
34 |
52 |
78 |
140 |
241 |
531 |
531 |
|
8 |
33 |
52 |
77 |
138 |
240 |
531 |
531 |
|
9 |
33 |
52 |
77 |
137 |
240 |
530 |
530 |
|
10 |
33 |
53 |
76 |
136 |
239 |
529 |
529 |
|
11 |
33 |
53 |
76 |
135 |
238 |
529 |
529 |
|
12 |
32 |
53 |
75 |
135 |
238 |
528 |
528 |
|
13 |
32 |
53 |
75 |
134 |
237 |
527 |
527 |
|
14 |
32 |
53 |
74 |
133 |
236 |
527 |
527 |
|
15 |
31 |
52 |
73 |
133 |
236 |
526 |
526 |
|
16 |
30 |
52 |
73 |
132 |
235 |
525 |
525 |
|
17 |
30 |
51 |
72 |
132 |
235 |
525 |
525 |
|
18 |
30 |
51 |
72 |
132 |
235 |
525 |
525 |
|
19 |
30 |
51 |
72 |
132 |
235 |
525 |
525 |
|
20 |
30 |
51 |
72 |
132 |
235 |
525 |
525 |
|
21 |
30 |
51 |
72 |
132 |
235 |
525 |
525 |
|
22 |
30 |
51 |
72 |
132 |
235 |
525 |
525 |
|
23 |
30 |
51 |
72 |
131 |
234 |
525 |
525 |
|
24 |
29 |
51 |
72 |
131 |
234 |
524 |
524 |
|
25 |
29 |
50 |
71 |
131 |
234 |
524 |
524 |
|
26 |
29 |
50 |
71 |
131 |
234 |
524 |
524 |
|
27 |
29 |
50 |
71 |
130 |
233 |
524 |
524 |
|
28 |
28 |
50 |
71 |
130 |
233 |
523 |
523 |
|
29 |
28 |
49 |
70 |
130 |
233 |
523 |
523 |
|
30 |
28 |
49 |
70 |
129 |
232 |
523 |
523 |
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 |
4 |
24 |
92 |
206 |
496 |
1 247 |
|
2 |
1 |
5 |
25 |
93 |
207 |
497 |
1 000 |
|
3 |
2 |
5 |
26 |
88 |
203 |
493 |
813 |
|
4 |
2 |
6 |
29 |
90 |
202 |
492 |
672 |
|
5 |
4 |
9 |
34 |
93 |
202 |
492 |
564 |
|
6 |
4 |
11 |
37 |
98 |
202 |
492 |
492 |
|
7 |
5 |
13 |
39 |
101 |
202 |
492 |
492 |
|
8 |
7 |
14 |
39 |
100 |
202 |
492 |
492 |
|
9 |
7 |
15 |
39 |
99 |
202 |
492 |
492 |
|
10 |
8 |
16 |
39 |
99 |
202 |
492 |
492 |
|
11 |
9 |
18 |
41 |
100 |
203 |
493 |
493 |
|
12 |
9 |
17 |
39 |
99 |
202 |
492 |
492 |
|
13 |
11 |
19 |
40 |
100 |
203 |
493 |
493 |
|
14 |
12 |
19 |
40 |
99 |
202 |
493 |
493 |
|
15 |
12 |
18 |
39 |
98 |
201 |
491 |
491 |
|
16 |
13 |
17 |
38 |
97 |
200 |
491 |
491 |
|
17 |
13 |
17 |
38 |
97 |
200 |
491 |
491 |
|
18 |
14 |
17 |
38 |
98 |
201 |
491 |
491 |
|
19 |
15 |
18 |
38 |
98 |
201 |
491 |
491 |
|
20 |
15 |
18 |
39 |
98 |
201 |
492 |
492 |
|
21 |
17 |
19 |
39 |
99 |
202 |
492 |
492 |
|
22 |
17 |
20 |
39 |
99 |
202 |
492 |
492 |
|
23 |
18 |
21 |
39 |
99 |
202 |
492 |
492 |
|
24 |
18 |
22 |
39 |
99 |
202 |
492 |
492 |
|
25 |
19 |
22 |
39 |
98 |
201 |
492 |
492 |
|
26 |
20 |
23 |
39 |
98 |
201 |
491 |
491 |
|
27 |
20 |
23 |
39 |
98 |
201 |
491 |
491 |
|
28 |
21 |
25 |
40 |
98 |
201 |
491 |
491 |
|
29 |
22 |
25 |
41 |
98 |
201 |
491 |
491 |
|
30 |
23 |
26 |
42 |
98 |
201 |
491 |
491 |
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 |
80 |
149 |
262 |
553 |
1 304 |
|
2 |
45 |
58 |
81 |
149 |
263 |
553 |
1 047 |
|
3 |
46 |
60 |
82 |
143 |
259 |
549 |
850 |
|
4 |
46 |
61 |
84 |
145 |
257 |
547 |
702 |
|
5 |
47 |
63 |
88 |
147 |
256 |
546 |
589 |
|
6 |
47 |
64 |
90 |
151 |
255 |
545 |
545 |
|
7 |
47 |
65 |
91 |
153 |
254 |
545 |
545 |
|
8 |
46 |
65 |
90 |
151 |
254 |
544 |
544 |
|
9 |
46 |
65 |
90 |
150 |
253 |
543 |
543 |
|
10 |
46 |
66 |
89 |
149 |
252 |
542 |
542 |
|
11 |
45 |
66 |
89 |
148 |
251 |
541 |
541 |
|
12 |
45 |
66 |
88 |
147 |
251 |
541 |
541 |
|
13 |
45 |
66 |
87 |
147 |
250 |
540 |
540 |
|
14 |
44 |
66 |
87 |
146 |
249 |
539 |
539 |
|
15 |
44 |
65 |
86 |
146 |
249 |
539 |
539 |
|
16 |
43 |
64 |
85 |
145 |
248 |
538 |
538 |
|
17 |
43 |
64 |
85 |
145 |
248 |
538 |
538 |
|
18 |
42 |
63 |
85 |
144 |
247 |
537 |
537 |
|
19 |
42 |
63 |
84 |
144 |
247 |
537 |
537 |
|
20 |
42 |
63 |
84 |
143 |
246 |
537 |
537 |
|
21 |
41 |
63 |
84 |
143 |
246 |
536 |
536 |
|
22 |
41 |
62 |
83 |
143 |
246 |
536 |
536 |
|
23 |
40 |
62 |
83 |
142 |
245 |
535 |
535 |
|
24 |
40 |
61 |
82 |
141 |
244 |
535 |
535 |
|
25 |
39 |
60 |
81 |
141 |
244 |
534 |
534 |
|
26 |
38 |
59 |
81 |
140 |
243 |
533 |
533 |
|
27 |
37 |
59 |
80 |
139 |
242 |
532 |
532 |
|
28 |
37 |
58 |
79 |
139 |
242 |
532 |
532 |
|
29 |
36 |
57 |
78 |
138 |
241 |
531 |
531 |
|
30 |
35 |
57 |
78 |
137 |
240 |
530 |
530 |
2.14 Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
17 |
30 |
53 |
121 |
235 |
525 |
1 250 |
|
2 |
21 |
34 |
56 |
125 |
238 |
529 |
1 004 |
|
3 |
25 |
39 |
61 |
122 |
238 |
528 |
817 |
|
4 |
28 |
43 |
66 |
127 |
239 |
529 |
676 |
|
5 |
31 |
47 |
72 |
132 |
240 |
531 |
568 |
|
6 |
30 |
48 |
74 |
135 |
239 |
529 |
529 |
|
7 |
35 |
53 |
79 |
140 |
242 |
532 |
532 |
|
8 |
34 |
53 |
78 |
138 |
241 |
531 |
531 |
|
9 |
35 |
54 |
79 |
139 |
242 |
532 |
532 |
|
10 |
37 |
57 |
80 |
140 |
243 |
533 |
533 |
|
11 |
38 |
59 |
81 |
141 |
244 |
534 |
534 |
|
12 |
39 |
60 |
82 |
142 |
245 |
535 |
535 |
|
13 |
40 |
61 |
82 |
142 |
245 |
535 |
535 |
|
14 |
41 |
62 |
83 |
142 |
245 |
535 |
535 |
|
15 |
41 |
62 |
83 |
143 |
246 |
536 |
536 |
|
16 |
40 |
62 |
83 |
142 |
245 |
535 |
535 |
|
17 |
40 |
62 |
83 |
142 |
245 |
535 |
535 |
|
18 |
40 |
61 |
82 |
142 |
245 |
535 |
535 |
|
19 |
40 |
61 |
82 |
142 |
245 |
535 |
535 |
|
20 |
40 |
61 |
82 |
142 |
245 |
535 |
535 |
|
21 |
40 |
61 |
82 |
142 |
245 |
535 |
535 |
|
22 |
40 |
61 |
82 |
141 |
244 |
535 |
535 |
|
23 |
39 |
60 |
82 |
141 |
244 |
534 |
534 |
|
24 |
39 |
60 |
81 |
141 |
244 |
534 |
534 |
|
25 |
38 |
60 |
81 |
140 |
243 |
533 |
533 |
|
26 |
38 |
59 |
80 |
140 |
243 |
533 |
533 |
|
27 |
37 |
59 |
80 |
139 |
242 |
532 |
532 |
|
28 |
37 |
58 |
79 |
139 |
242 |
532 |
532 |
|
29 |
36 |
58 |
79 |
138 |
241 |
531 |
531 |
|
30 |
36 |
57 |
78 |
138 |
241 |
531 |
531 |
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 |
122 |
236 |
526 |
1 316 |
|
2 |
19 |
32 |
55 |
123 |
237 |
527 |
1 051 |
|
3 |
21 |
35 |
57 |
119 |
234 |
524 |
850 |
|
4 |
23 |
38 |
60 |
122 |
234 |
524 |
700 |
|
5 |
24 |
40 |
65 |
125 |
233 |
524 |
586 |
|
6 |
25 |
42 |
69 |
129 |
233 |
524 |
524 |
|
7 |
26 |
44 |
70 |
132 |
233 |
523 |
523 |
|
8 |
26 |
45 |
70 |
131 |
233 |
523 |
523 |
|
9 |
26 |
46 |
70 |
130 |
233 |
523 |
523 |
|
10 |
27 |
47 |
71 |
130 |
233 |
524 |
524 |
|
11 |
28 |
48 |
71 |
130 |
233 |
524 |
524 |
|
12 |
28 |
49 |
71 |
131 |
234 |
524 |
524 |
|
13 |
29 |
50 |
71 |
131 |
234 |
524 |
524 |
|
14 |
29 |
50 |
71 |
131 |
234 |
524 |
524 |
|
15 |
29 |
50 |
71 |
131 |
234 |
524 |
524 |
|
16 |
29 |
50 |
71 |
130 |
233 |
524 |
524 |
|
17 |
29 |
50 |
71 |
130 |
233 |
524 |
524 |
|
18 |
29 |
50 |
71 |
130 |
233 |
524 |
524 |
|
19 |
28 |
50 |
71 |
130 |
233 |
523 |
523 |
|
20 |
29 |
50 |
71 |
130 |
233 |
524 |
524 |
|
21 |
28 |
50 |
71 |
130 |
233 |
523 |
523 |
|
22 |
28 |
49 |
71 |
130 |
233 |
523 |
523 |
|
23 |
28 |
49 |
70 |
130 |
233 |
523 |
523 |
|
24 |
27 |
49 |
70 |
129 |
232 |
522 |
522 |
|
25 |
27 |
48 |
69 |
129 |
232 |
522 |
522 |
|
26 |
26 |
48 |
69 |
128 |
231 |
521 |
521 |
|
27 |
26 |
47 |
68 |
128 |
231 |
521 |
521 |
|
28 |
26 |
47 |
68 |
127 |
230 |
520 |
520 |
|
29 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
30 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
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 |
53 |
65 |
88 |
157 |
270 |
560 |
1 402 |
|
2 |
55 |
68 |
91 |
159 |
273 |
563 |
1 102 |
|
3 |
58 |
72 |
94 |
156 |
271 |
561 |
886 |
|
4 |
61 |
76 |
98 |
159 |
272 |
562 |
727 |
|
5 |
63 |
79 |
104 |
163 |
272 |
562 |
608 |
|
6 |
64 |
81 |
108 |
168 |
273 |
563 |
563 |
|
7 |
65 |
84 |
110 |
171 |
273 |
563 |
563 |
|
8 |
65 |
84 |
109 |
170 |
272 |
562 |
562 |
|
9 |
65 |
85 |
109 |
169 |
272 |
562 |
562 |
|
10 |
66 |
86 |
109 |
169 |
272 |
562 |
562 |
|
11 |
66 |
87 |
109 |
169 |
272 |
562 |
562 |
|
12 |
66 |
87 |
109 |
168 |
271 |
561 |
561 |
|
13 |
66 |
87 |
108 |
168 |
271 |
561 |
561 |
|
14 |
65 |
86 |
107 |
167 |
270 |
560 |
560 |
|
15 |
64 |
86 |
107 |
166 |
269 |
559 |
559 |
|
16 |
64 |
85 |
106 |
165 |
268 |
559 |
559 |
|
17 |
63 |
84 |
105 |
165 |
268 |
558 |
558 |
|
18 |
62 |
84 |
105 |
164 |
267 |
557 |
557 |
|
19 |
62 |
83 |
104 |
164 |
267 |
557 |
557 |
|
20 |
61 |
82 |
104 |
163 |
266 |
556 |
556 |
|
21 |
60 |
82 |
103 |
162 |
265 |
555 |
555 |
|
22 |
60 |
81 |
102 |
161 |
265 |
555 |
555 |
|
23 |
59 |
80 |
101 |
161 |
264 |
554 |
554 |
|
24 |
58 |
79 |
100 |
160 |
263 |
553 |
553 |
|
25 |
57 |
78 |
99 |
159 |
262 |
552 |
552 |
|
26 |
56 |
77 |
98 |
158 |
261 |
551 |
551 |
|
27 |
55 |
76 |
97 |
157 |
260 |
550 |
550 |
|
28 |
54 |
75 |
96 |
156 |
259 |
549 |
549 |
|
29 |
53 |
75 |
96 |
155 |
258 |
548 |
548 |
|
30 |
52 |
74 |
95 |
154 |
257 |
547 |
547 |
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 |
83 |
96 |
119 |
187 |
301 |
591 |
1 450 |
|
2 |
88 |
101 |
124 |
192 |
306 |
596 |
1 170 |
|
3 |
91 |
105 |
127 |
188 |
304 |
594 |
955 |
|
4 |
92 |
107 |
130 |
191 |
303 |
593 |
791 |
|
5 |
96 |
112 |
137 |
196 |
305 |
595 |
665 |
|
6 |
98 |
115 |
141 |
202 |
306 |
596 |
596 |
|
7 |
100 |
118 |
144 |
205 |
307 |
597 |
597 |
|
8 |
101 |
119 |
145 |
205 |
308 |
598 |
598 |
|
9 |
102 |
121 |
146 |
206 |
309 |
599 |
599 |
|
10 |
103 |
123 |
146 |
206 |
309 |
599 |
599 |
|
11 |
103 |
123 |
146 |
206 |
309 |
599 |
599 |
|
12 |
102 |
123 |
145 |
205 |
308 |
598 |
598 |
|
13 |
102 |
123 |
144 |
204 |
307 |
597 |
597 |
|
14 |
100 |
122 |
143 |
202 |
305 |
595 |
595 |
|
15 |
99 |
120 |
141 |
201 |
304 |
594 |
594 |
|
16 |
98 |
119 |
140 |
200 |
303 |
593 |
593 |
|
17 |
96 |
118 |
139 |
198 |
301 |
591 |
591 |
|
18 |
95 |
116 |
137 |
197 |
300 |
590 |
590 |
|
19 |
94 |
115 |
136 |
196 |
299 |
589 |
589 |
|
20 |
92 |
114 |
135 |
194 |
297 |
587 |
587 |
|
21 |
91 |
112 |
133 |
193 |
296 |
586 |
586 |
|
22 |
89 |
111 |
132 |
191 |
294 |
584 |
584 |
|
23 |
88 |
109 |
130 |
189 |
292 |
583 |
583 |
|
24 |
86 |
107 |
128 |
188 |
291 |
581 |
581 |
|
25 |
84 |
105 |
127 |
186 |
289 |
579 |
579 |
|
26 |
83 |
104 |
125 |
184 |
287 |
578 |
578 |
|
27 |
81 |
102 |
123 |
183 |
286 |
576 |
576 |
|
28 |
79 |
100 |
122 |
181 |
284 |
574 |
574 |
|
29 |
78 |
99 |
120 |
179 |
282 |
573 |
573 |
|
30 |
76 |
97 |
118 |
178 |
281 |
571 |
571 |
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 |
116 |
230 |
520 |
1 321 |
|
2 |
15 |
28 |
51 |
119 |
233 |
523 |
1 054 |
|
3 |
18 |
32 |
54 |
116 |
231 |
521 |
854 |
|
4 |
21 |
36 |
58 |
120 |
232 |
522 |
703 |
|
5 |
23 |
39 |
64 |
124 |
233 |
523 |
589 |
|
6 |
25 |
42 |
68 |
129 |
233 |
523 |
523 |
|
7 |
26 |
44 |
70 |
132 |
233 |
523 |
523 |
|
8 |
26 |
45 |
70 |
131 |
233 |
523 |
523 |
|
9 |
26 |
46 |
70 |
130 |
233 |
523 |
523 |
|
10 |
27 |
47 |
70 |
130 |
233 |
523 |
523 |
|
11 |
27 |
48 |
70 |
130 |
233 |
523 |
523 |
|
12 |
27 |
48 |
70 |
130 |
233 |
523 |
523 |
|
13 |
27 |
48 |
70 |
129 |
232 |
522 |
522 |
|
14 |
27 |
48 |
69 |
128 |
231 |
522 |
522 |
|
15 |
26 |
47 |
68 |
128 |
231 |
521 |
521 |
|
16 |
25 |
47 |
68 |
127 |
230 |
520 |
520 |
|
17 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
18 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
19 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
20 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
21 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
22 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
23 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
24 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
25 |
25 |
46 |
67 |
127 |
230 |
520 |
520 |
|
26 |
25 |
46 |
67 |
126 |
229 |
520 |
520 |
|
27 |
24 |
46 |
67 |
126 |
229 |
519 |
519 |
|
28 |
24 |
45 |
66 |
126 |
229 |
519 |
519 |
|
29 |
24 |
45 |
66 |
126 |
229 |
519 |
519 |
|
30 |
24 |
45 |
66 |
125 |
228 |
519 |
519 |
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 |
130 |
199 |
312 |
602 |
1 360 |
|
2 |
96 |
109 |
131 |
200 |
313 |
604 |
1 093 |
|
3 |
97 |
111 |
133 |
195 |
310 |
600 |
889 |
|
4 |
99 |
114 |
137 |
198 |
310 |
600 |
735 |
|
5 |
100 |
117 |
141 |
201 |
310 |
600 |
617 |
|
6 |
101 |
118 |
144 |
205 |
309 |
600 |
600 |
|
7 |
102 |
120 |
146 |
208 |
309 |
599 |
599 |
|
8 |
102 |
121 |
146 |
206 |
309 |
599 |
599 |
|
9 |
101 |
121 |
145 |
205 |
308 |
598 |
598 |
|
10 |
101 |
121 |
144 |
204 |
307 |
597 |
597 |
|
11 |
100 |
120 |
143 |
202 |
305 |
596 |
596 |
|
12 |
98 |
119 |
141 |
201 |
304 |
594 |
594 |
|
13 |
97 |
118 |
139 |
199 |
302 |
592 |
592 |
|
14 |
95 |
117 |
138 |
197 |
300 |
590 |
590 |
|
15 |
94 |
115 |
136 |
196 |
299 |
589 |
589 |
|
16 |
92 |
113 |
134 |
194 |
297 |
587 |
587 |
|
17 |
90 |
112 |
133 |
192 |
295 |
585 |
585 |
|
18 |
89 |
110 |
131 |
191 |
294 |
584 |
584 |
|
19 |
88 |
109 |
130 |
190 |
293 |
583 |
583 |
|
20 |
87 |
108 |
129 |
189 |
292 |
582 |
582 |
|
21 |
86 |
107 |
128 |
187 |
290 |
581 |
581 |
|
22 |
84 |
106 |
127 |
186 |
289 |
579 |
579 |
|
23 |
83 |
105 |
126 |
185 |
288 |
578 |
578 |
|
24 |
82 |
103 |
124 |
184 |
287 |
577 |
577 |
|
25 |
81 |
102 |
123 |
183 |
286 |
576 |
576 |
|
26 |
80 |
101 |
122 |
181 |
284 |
575 |
575 |
|
27 |
78 |
100 |
121 |
180 |
283 |
573 |
573 |
|
28 |
77 |
98 |
120 |
179 |
282 |
572 |
572 |
|
29 |
76 |
97 |
118 |
178 |
281 |
571 |
571 |
|
30 |
75 |
96 |
117 |
177 |
280 |
570 |
570 |
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 |
310 |
323 |
346 |
414 |
528 |
818 |
1 450 |
|
2 |
87 |
100 |
123 |
191 |
305 |
595 |
1 147 |
|
3 |
91 |
104 |
126 |
188 |
304 |
594 |
924 |
|
4 |
94 |
109 |
131 |
192 |
305 |
595 |
760 |
|
5 |
96 |
112 |
137 |
197 |
305 |
596 |
637 |
|
6 |
98 |
115 |
141 |
202 |
306 |
596 |
596 |
|
7 |
99 |
117 |
143 |
205 |
306 |
596 |
596 |
|
8 |
100 |
119 |
144 |
205 |
307 |
597 |
597 |
|
9 |
100 |
120 |
144 |
204 |
307 |
597 |
597 |
|
10 |
101 |
121 |
144 |
204 |
307 |
597 |
597 |
|
11 |
101 |
122 |
144 |
204 |
307 |
597 |
597 |
|
12 |
102 |
123 |
145 |
204 |
307 |
597 |
597 |
|
13 |
102 |
123 |
145 |
204 |
307 |
598 |
598 |
|
14 |
103 |
124 |
145 |
205 |
308 |
598 |
598 |
|
15 |
104 |
125 |
146 |
206 |
309 |
599 |
599 |
|
16 |
105 |
126 |
147 |
206 |
309 |
600 |
600 |
|
17 |
105 |
127 |
148 |
207 |
310 |
600 |
600 |
|
18 |
106 |
128 |
149 |
208 |
311 |
601 |
601 |
|
19 |
107 |
128 |
149 |
209 |
312 |
602 |
602 |
|
20 |
108 |
129 |
150 |
209 |
312 |
603 |
603 |
|
21 |
108 |
129 |
150 |
209 |
312 |
603 |
603 |
|
22 |
107 |
128 |
149 |
209 |
312 |
602 |
602 |
|
23 |
106 |
128 |
149 |
208 |
311 |
601 |
601 |
|
24 |
105 |
127 |
148 |
207 |
310 |
600 |
600 |
|
25 |
104 |
126 |
147 |
206 |
309 |
599 |
599 |
|
26 |
103 |
124 |
145 |
205 |
308 |
598 |
598 |
|
27 |
102 |
123 |
144 |
203 |
306 |
597 |
597 |
|
28 |
100 |
121 |
143 |
202 |
305 |
595 |
595 |
|
29 |
99 |
120 |
141 |
201 |
304 |
594 |
594 |
|
30 |
97 |
119 |
140 |
199 |
302 |
592 |
592 |
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 |
103 |
217 |
507 |
1 244 |
|
2 |
1 |
12 |
35 |
103 |
217 |
507 |
997 |
|
3 |
2 |
14 |
36 |
97 |
213 |
503 |
811 |
|
4 |
2 |
15 |
38 |
99 |
211 |
501 |
670 |
|
5 |
4 |
17 |
42 |
101 |
210 |
500 |
562 |
|
6 |
4 |
18 |
45 |
105 |
209 |
500 |
500 |
|
7 |
5 |
20 |
46 |
107 |
209 |
499 |
499 |
|
8 |
7 |
20 |
45 |
106 |
208 |
498 |
498 |
|
9 |
7 |
20 |
44 |
104 |
207 |
497 |
497 |
|
10 |
8 |
20 |
44 |
103 |
207 |
497 |
497 |
|
11 |
9 |
21 |
44 |
103 |
206 |
497 |
497 |
|
12 |
9 |
22 |
44 |
103 |
206 |
497 |
497 |
|
13 |
10 |
23 |
44 |
104 |
207 |
497 |
497 |
|
14 |
11 |
23 |
44 |
104 |
207 |
497 |
497 |
|
15 |
12 |
24 |
45 |
104 |
207 |
497 |
497 |
|
16 |
13 |
24 |
45 |
104 |
207 |
497 |
497 |
|
17 |
13 |
24 |
45 |
105 |
208 |
498 |
498 |
|
18 |
14 |
25 |
46 |
106 |
209 |
499 |
499 |
|
19 |
15 |
26 |
47 |
106 |
209 |
499 |
499 |
|
20 |
15 |
26 |
48 |
107 |
210 |
500 |
500 |
|
21 |
17 |
27 |
48 |
108 |
211 |
501 |
501 |
|
22 |
17 |
28 |
49 |
109 |
212 |
502 |
502 |
|
23 |
18 |
28 |
50 |
109 |
212 |
502 |
502 |
|
24 |
18 |
29 |
50 |
110 |
213 |
503 |
503 |
|
25 |
19 |
29 |
50 |
110 |
213 |
503 |
503 |
|
26 |
20 |
30 |
51 |
110 |
213 |
503 |
503 |
|
27 |
20 |
30 |
51 |
110 |
213 |
504 |
504 |
|
28 |
21 |
30 |
51 |
111 |
214 |
504 |
504 |
|
29 |
22 |
30 |
51 |
111 |
214 |
504 |
504 |
|
30 |
23 |
31 |
52 |
111 |
214 |
504 |
504 |
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 |
155 |
269 |
559 |
1 334 |
|
2 |
52 |
65 |
88 |
156 |
270 |
560 |
1 067 |
|
3 |
53 |
67 |
89 |
150 |
266 |
556 |
865 |
|
4 |
53 |
68 |
91 |
152 |
264 |
554 |
712 |
|
5 |
54 |
70 |
95 |
155 |
263 |
554 |
597 |
|
6 |
55 |
72 |
98 |
159 |
263 |
553 |
553 |
|
7 |
55 |
73 |
99 |
160 |
262 |
552 |
552 |
|
8 |
54 |
73 |
98 |
159 |
261 |
551 |
551 |
|
9 |
54 |
73 |
98 |
157 |
261 |
551 |
551 |
|
10 |
53 |
73 |
97 |
156 |
259 |
550 |
550 |
|
11 |
52 |
73 |
96 |
155 |
258 |
548 |
548 |
|
12 |
51 |
72 |
94 |
154 |
257 |
547 |
547 |
|
13 |
50 |
71 |
93 |
152 |
255 |
546 |
546 |
|
14 |
49 |
70 |
92 |
151 |
254 |
544 |
544 |
|
15 |
48 |
69 |
90 |
150 |
253 |
543 |
543 |
|
16 |
47 |
68 |
89 |
149 |
252 |
542 |
542 |
|
17 |
46 |
67 |
88 |
148 |
251 |
541 |
541 |
|
18 |
45 |
66 |
87 |
147 |
250 |
540 |
540 |
|
19 |
44 |
65 |
86 |
146 |
249 |
539 |
539 |
|
20 |
44 |
65 |
86 |
146 |
249 |
539 |
539 |
|
21 |
43 |
64 |
86 |
145 |
248 |
538 |
538 |
|
22 |
43 |
64 |
85 |
144 |
247 |
538 |
538 |
|
23 |
42 |
63 |
84 |
144 |
247 |
537 |
537 |
|
24 |
41 |
63 |
84 |
143 |
246 |
536 |
536 |
|
25 |
41 |
62 |
83 |
142 |
245 |
536 |
536 |
|
26 |
40 |
61 |
82 |
142 |
245 |
535 |
535 |
|
27 |
39 |
60 |
82 |
141 |
244 |
534 |
534 |
|
28 |
39 |
60 |
81 |
140 |
243 |
534 |
534 |
|
29 |
38 |
59 |
80 |
140 |
243 |
533 |
533 |
|
30 |
37 |
59 |
80 |
139 |
242 |
532 |
532 |
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 |
218 |
332 |
622 |
1 379 |
|
2 |
115 |
128 |
151 |
220 |
333 |
623 |
1 106 |
|
3 |
118 |
132 |
154 |
216 |
331 |
621 |
901 |
|
4 |
121 |
136 |
158 |
220 |
332 |
622 |
745 |
|
5 |
123 |
139 |
164 |
224 |
332 |
622 |
627 |
|
6 |
125 |
142 |
168 |
229 |
333 |
623 |
623 |
|
7 |
126 |
144 |
170 |
231 |
333 |
623 |
623 |
|
8 |
126 |
144 |
170 |
230 |
333 |
623 |
623 |
|
9 |
126 |
145 |
169 |
229 |
332 |
623 |
623 |
|
10 |
126 |
146 |
169 |
229 |
332 |
622 |
622 |
|
11 |
125 |
146 |
169 |
228 |
331 |
621 |
621 |
|
12 |
124 |
145 |
167 |
227 |
330 |
620 |
620 |
|
13 |
123 |
144 |
166 |
225 |
328 |
618 |
618 |
|
14 |
122 |
143 |
164 |
224 |
327 |
617 |
617 |
|
15 |
120 |
141 |
162 |
222 |
325 |
615 |
615 |
|
16 |
118 |
139 |
160 |
220 |
323 |
613 |
613 |
|
17 |
116 |
137 |
158 |
218 |
321 |
611 |
611 |
|
18 |
114 |
135 |
156 |
216 |
319 |
609 |
609 |
|
19 |
112 |
133 |
155 |
214 |
317 |
607 |
607 |
|
20 |
111 |
132 |
153 |
212 |
315 |
606 |
606 |
|
21 |
109 |
130 |
151 |
211 |
314 |
604 |
604 |
|
22 |
107 |
128 |
149 |
209 |
312 |
602 |
602 |
|
23 |
105 |
126 |
148 |
207 |
310 |
600 |
600 |
|
24 |
103 |
125 |
146 |
205 |
308 |
598 |
598 |
|
25 |
101 |
123 |
144 |
203 |
306 |
596 |
596 |
|
26 |
100 |
121 |
142 |
201 |
304 |
595 |
595 |
|
27 |
98 |
119 |
140 |
200 |
303 |
593 |
593 |
|
28 |
96 |
117 |
138 |
198 |
301 |
591 |
591 |
|
29 |
94 |
116 |
137 |
196 |
299 |
589 |
589 |
|
30 |
93 |
114 |
135 |
195 |
298 |
588 |
588 |
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 |
271 |
385 |
675 |
1 487 |
|
2 |
176 |
189 |
212 |
280 |
394 |
684 |
1 187 |
|
3 |
182 |
196 |
218 |
279 |
395 |
685 |
964 |
|
4 |
185 |
200 |
222 |
283 |
395 |
685 |
796 |
|
5 |
186 |
202 |
227 |
287 |
396 |
686 |
686 |
|
6 |
187 |
204 |
230 |
291 |
395 |
685 |
685 |
|
7 |
187 |
205 |
231 |
292 |
394 |
684 |
684 |
|
8 |
186 |
204 |
230 |
290 |
393 |
683 |
683 |
|
9 |
185 |
204 |
229 |
289 |
392 |
682 |
682 |
|
10 |
184 |
204 |
228 |
287 |
391 |
681 |
681 |
|
11 |
183 |
204 |
226 |
286 |
389 |
679 |
679 |
|
12 |
181 |
202 |
224 |
284 |
387 |
677 |
677 |
|
13 |
179 |
200 |
222 |
281 |
384 |
674 |
674 |
|
14 |
176 |
198 |
219 |
278 |
381 |
671 |
671 |
|
15 |
173 |
195 |
216 |
275 |
378 |
668 |
668 |
|
16 |
171 |
192 |
213 |
272 |
375 |
666 |
666 |
|
17 |
168 |
189 |
210 |
269 |
372 |
663 |
663 |
|
18 |
165 |
186 |
207 |
267 |
370 |
660 |
660 |
|
19 |
162 |
183 |
204 |
264 |
367 |
657 |
657 |
|
20 |
159 |
180 |
201 |
261 |
364 |
654 |
654 |
|
21 |
156 |
177 |
198 |
258 |
361 |
651 |
651 |
|
22 |
153 |
174 |
195 |
255 |
358 |
648 |
648 |
|
23 |
150 |
171 |
192 |
252 |
355 |
645 |
645 |
|
24 |
147 |
168 |
189 |
249 |
352 |
642 |
642 |
|
25 |
144 |
165 |
186 |
245 |
349 |
639 |
639 |
|
26 |
141 |
162 |
183 |
243 |
346 |
636 |
636 |
|
27 |
138 |
159 |
180 |
240 |
343 |
633 |
633 |
|
28 |
135 |
156 |
177 |
237 |
340 |
630 |
630 |
|
29 |
132 |
153 |
175 |
234 |
337 |
627 |
627 |
|
30 |
130 |
151 |
172 |
231 |
334 |
625 |
625 |
2.25 Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
32 |
45 |
68 |
136 |
250 |
540 |
1 267 |
|
2 |
33 |
46 |
69 |
137 |
250 |
541 |
1 017 |
|
3 |
34 |
48 |
70 |
132 |
247 |
537 |
828 |
|
4 |
35 |
50 |
73 |
134 |
246 |
536 |
685 |
|
5 |
36 |
52 |
77 |
137 |
246 |
536 |
575 |
|
6 |
37 |
54 |
80 |
141 |
245 |
535 |
535 |
|
7 |
37 |
55 |
81 |
143 |
244 |
534 |
534 |
|
8 |
36 |
55 |
80 |
141 |
243 |
533 |
533 |
|
9 |
35 |
55 |
79 |
139 |
242 |
533 |
533 |
|
10 |
35 |
55 |
79 |
139 |
242 |
532 |
532 |
|
11 |
35 |
56 |
79 |
138 |
241 |
531 |
531 |
|
12 |
35 |
56 |
78 |
138 |
241 |
531 |
531 |
|
13 |
35 |
56 |
78 |
137 |
240 |
530 |
530 |
|
14 |
35 |
56 |
77 |
137 |
240 |
530 |
530 |
|
15 |
35 |
56 |
77 |
136 |
239 |
530 |
530 |
|
16 |
35 |
56 |
77 |
136 |
239 |
529 |
529 |
|
17 |
35 |
56 |
77 |
136 |
239 |
530 |
530 |
|
18 |
35 |
56 |
77 |
136 |
239 |
530 |
530 |
|
19 |
35 |
56 |
77 |
137 |
240 |
530 |
530 |
|
20 |
35 |
56 |
77 |
137 |
240 |
530 |
530 |
|
21 |
35 |
56 |
77 |
137 |
240 |
530 |
530 |
|
22 |
35 |
56 |
77 |
137 |
240 |
530 |
530 |
|
23 |
35 |
56 |
77 |
136 |
239 |
530 |
530 |
|
24 |
34 |
56 |
77 |
136 |
239 |
529 |
529 |
|
25 |
34 |
55 |
76 |
136 |
239 |
529 |
529 |
|
26 |
34 |
55 |
76 |
136 |
239 |
529 |
529 |
|
27 |
33 |
55 |
76 |
135 |
238 |
528 |
528 |
|
28 |
33 |
54 |
75 |
135 |
238 |
528 |
528 |
|
29 |
33 |
54 |
75 |
135 |
238 |
528 |
528 |
|
30 |
32 |
54 |
75 |
134 |
237 |
527 |
527 |
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 |
42 |
65 |
134 |
247 |
537 |
1 292 |
|
2 |
31 |
44 |
67 |
135 |
249 |
539 |
1 038 |
|
3 |
34 |
48 |
70 |
132 |
247 |
537 |
844 |
|
4 |
37 |
52 |
74 |
135 |
247 |
537 |
698 |
|
5 |
39 |
55 |
80 |
139 |
248 |
538 |
586 |
|
6 |
40 |
57 |
83 |
144 |
248 |
538 |
538 |
|
7 |
42 |
60 |
86 |
147 |
249 |
539 |
539 |
|
8 |
42 |
61 |
86 |
146 |
249 |
539 |
539 |
|
9 |
42 |
62 |
86 |
146 |
249 |
539 |
539 |
|
10 |
43 |
63 |
87 |
146 |
249 |
540 |
540 |
|
11 |
44 |
65 |
87 |
147 |
250 |
540 |
540 |
|
12 |
45 |
66 |
88 |
147 |
250 |
540 |
540 |
|
13 |
45 |
66 |
88 |
147 |
250 |
540 |
540 |
|
14 |
45 |
66 |
87 |
147 |
250 |
540 |
540 |
|
15 |
45 |
66 |
87 |
147 |
250 |
540 |
540 |
|
16 |
45 |
66 |
87 |
147 |
250 |
540 |
540 |
|
17 |
45 |
66 |
87 |
147 |
250 |
540 |
540 |
|
18 |
45 |
66 |
87 |
147 |
250 |
540 |
540 |
|
19 |
45 |
66 |
88 |
147 |
250 |
540 |
540 |
|
20 |
46 |
67 |
88 |
147 |
250 |
541 |
541 |
|
21 |
46 |
67 |
88 |
148 |
251 |
541 |
541 |
|
22 |
46 |
67 |
88 |
147 |
250 |
541 |
541 |
|
23 |
45 |
67 |
88 |
147 |
250 |
540 |
540 |
|
24 |
45 |
66 |
87 |
147 |
250 |
540 |
540 |
|
25 |
44 |
66 |
87 |
146 |
249 |
539 |
539 |
|
26 |
44 |
65 |
86 |
146 |
249 |
539 |
539 |
|
27 |
43 |
65 |
86 |
145 |
248 |
538 |
538 |
|
28 |
43 |
64 |
85 |
145 |
248 |
538 |
538 |
|
29 |
42 |
63 |
84 |
144 |
247 |
537 |
537 |
|
30 |
42 |
63 |
84 |
143 |
246 |
537 |
537 |
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 |
231 |
345 |
635 |
1 428 |
|
2 |
126 |
139 |
162 |
230 |
344 |
634 |
1 128 |
|
3 |
126 |
140 |
162 |
224 |
339 |
629 |
915 |
|
4 |
127 |
142 |
164 |
225 |
337 |
628 |
757 |
|
5 |
127 |
143 |
168 |
228 |
337 |
627 |
637 |
|
6 |
127 |
144 |
170 |
231 |
335 |
625 |
625 |
|
7 |
127 |
145 |
171 |
233 |
334 |
624 |
624 |
|
8 |
126 |
145 |
170 |
231 |
334 |
624 |
624 |
|
9 |
125 |
145 |
169 |
229 |
332 |
623 |
623 |
|
10 |
125 |
146 |
169 |
229 |
332 |
622 |
622 |
|
11 |
125 |
146 |
169 |
228 |
331 |
621 |
621 |
|
12 |
125 |
146 |
167 |
227 |
330 |
620 |
620 |
|
13 |
124 |
145 |
166 |
226 |
329 |
619 |
619 |
|
14 |
123 |
144 |
165 |
225 |
328 |
618 |
618 |
|
15 |
121 |
142 |
163 |
223 |
326 |
616 |
616 |
|
16 |
119 |
140 |
161 |
221 |
324 |
614 |
614 |
|
17 |
116 |
138 |
159 |
218 |
321 |
611 |
611 |
|
18 |
114 |
136 |
157 |
216 |
319 |
609 |
609 |
|
19 |
112 |
134 |
155 |
214 |
317 |
607 |
607 |
|
20 |
110 |
131 |
153 |
212 |
315 |
605 |
605 |
|
21 |
108 |
129 |
150 |
210 |
313 |
603 |
603 |
|
22 |
106 |
127 |
148 |
208 |
311 |
601 |
601 |
|
23 |
104 |
125 |
146 |
205 |
308 |
599 |
599 |
|
24 |
101 |
123 |
144 |
203 |
306 |
596 |
596 |
|
25 |
99 |
120 |
142 |
201 |
304 |
594 |
594 |
|
26 |
97 |
118 |
139 |
199 |
302 |
592 |
592 |
|
27 |
95 |
116 |
137 |
197 |
300 |
590 |
590 |
|
28 |
93 |
114 |
135 |
195 |
298 |
588 |
588 |
|
29 |
91 |
112 |
133 |
193 |
296 |
586 |
586 |
|
30 |
89 |
110 |
131 |
191 |
294 |
584 |
584 |
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 |
105 |
219 |
509 |
1 307 |
|
2 |
3 |
16 |
39 |
107 |
221 |
511 |
1 042 |
|
3 |
6 |
19 |
41 |
103 |
219 |
509 |
845 |
|
4 |
8 |
23 |
45 |
107 |
219 |
509 |
697 |
|
5 |
10 |
26 |
51 |
111 |
219 |
509 |
584 |
|
6 |
11 |
29 |
55 |
116 |
220 |
510 |
510 |
|
7 |
13 |
31 |
57 |
118 |
220 |
510 |
510 |
|
8 |
13 |
32 |
57 |
117 |
220 |
510 |
510 |
|
9 |
13 |
32 |
57 |
117 |
220 |
510 |
510 |
|
10 |
13 |
33 |
57 |
116 |
220 |
510 |
510 |
|
11 |
14 |
34 |
57 |
116 |
219 |
510 |
510 |
|
12 |
14 |
35 |
57 |
116 |
219 |
509 |
509 |
|
13 |
14 |
35 |
56 |
116 |
219 |
509 |
509 |
|
14 |
14 |
35 |
56 |
116 |
219 |
509 |
509 |
|
15 |
14 |
35 |
56 |
115 |
218 |
509 |
509 |
|
16 |
13 |
34 |
56 |
115 |
218 |
508 |
508 |
|
17 |
14 |
34 |
56 |
115 |
218 |
508 |
508 |
|
18 |
14 |
35 |
56 |
115 |
218 |
508 |
508 |
|
19 |
15 |
35 |
56 |
115 |
218 |
508 |
508 |
|
20 |
16 |
35 |
56 |
116 |
219 |
509 |
509 |
|
21 |
17 |
36 |
57 |
116 |
219 |
509 |
509 |
|
22 |
18 |
36 |
57 |
117 |
220 |
510 |
510 |
|
23 |
18 |
36 |
57 |
117 |
220 |
510 |
510 |
|
24 |
19 |
36 |
57 |
117 |
220 |
510 |
510 |
|
25 |
19 |
36 |
57 |
117 |
220 |
510 |
510 |
|
26 |
20 |
36 |
58 |
117 |
220 |
510 |
510 |
|
27 |
20 |
37 |
58 |
117 |
220 |
510 |
510 |
|
28 |
22 |
37 |
58 |
117 |
220 |
510 |
510 |
|
29 |
22 |
37 |
58 |
117 |
220 |
510 |
510 |
|
30 |
23 |
37 |
58 |
117 |
220 |
510 |
510 |
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 |
48 |
71 |
140 |
253 |
543 |
1 303 |
|
2 |
36 |
49 |
72 |
140 |
254 |
544 |
1 042 |
|
3 |
36 |
50 |
72 |
134 |
249 |
539 |
845 |
|
4 |
36 |
51 |
74 |
135 |
247 |
537 |
697 |
|
5 |
37 |
53 |
78 |
137 |
246 |
536 |
584 |
|
6 |
39 |
56 |
82 |
143 |
247 |
537 |
537 |
|
7 |
37 |
55 |
81 |
142 |
244 |
534 |
534 |
|
8 |
40 |
59 |
84 |
144 |
247 |
537 |
537 |
|
9 |
39 |
58 |
83 |
143 |
246 |
536 |
536 |
|
10 |
34 |
54 |
78 |
138 |
241 |
531 |
531 |
|
11 |
31 |
51 |
74 |
133 |
236 |
527 |
527 |
|
12 |
28 |
49 |
71 |
130 |
233 |
524 |
524 |
|
13 |
26 |
47 |
69 |
128 |
231 |
521 |
521 |
|
14 |
24 |
46 |
67 |
126 |
229 |
519 |
519 |
|
15 |
23 |
44 |
65 |
125 |
228 |
518 |
518 |
|
16 |
22 |
43 |
64 |
123 |
226 |
517 |
517 |
|
17 |
21 |
42 |
63 |
123 |
226 |
516 |
516 |
|
18 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
19 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
20 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
21 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
22 |
20 |
41 |
62 |
122 |
225 |
515 |
515 |
|
23 |
20 |
41 |
62 |
121 |
224 |
515 |
515 |
|
24 |
20 |
41 |
62 |
121 |
224 |
515 |
515 |
|
25 |
19 |
41 |
62 |
121 |
224 |
514 |
514 |
|
26 |
20 |
41 |
62 |
121 |
224 |
514 |
514 |
|
27 |
20 |
40 |
61 |
121 |
224 |
514 |
514 |
|
28 |
22 |
40 |
61 |
121 |
224 |
514 |
514 |
|
29 |
22 |
40 |
61 |
121 |
224 |
514 |
514 |
|
30 |
23 |
40 |
61 |
120 |
223 |
514 |
514 |
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 |
211 |
224 |
246 |
315 |
428 |
719 |
1 471 |
|
2 |
207 |
220 |
243 |
312 |
425 |
715 |
1 146 |
|
3 |
204 |
218 |
240 |
301 |
417 |
707 |
922 |
|
4 |
201 |
216 |
238 |
299 |
411 |
702 |
758 |
|
5 |
197 |
213 |
238 |
298 |
406 |
696 |
696 |
|
6 |
193 |
210 |
237 |
297 |
401 |
692 |
692 |
|
7 |
190 |
208 |
234 |
295 |
397 |
687 |
687 |
|
8 |
185 |
204 |
230 |
290 |
393 |
683 |
683 |
|
9 |
181 |
201 |
225 |
285 |
388 |
678 |
678 |
|
10 |
178 |
198 |
221 |
281 |
384 |
674 |
674 |
|
11 |
174 |
195 |
217 |
277 |
380 |
670 |
670 |
|
12 |
170 |
191 |
213 |
273 |
376 |
666 |
666 |
|
13 |
167 |
188 |
209 |
269 |
372 |
662 |
662 |
|
14 |
163 |
184 |
205 |
265 |
368 |
658 |
658 |
|
15 |
159 |
181 |
202 |
261 |
364 |
654 |
654 |
|
16 |
156 |
177 |
198 |
258 |
361 |
651 |
651 |
|
17 |
153 |
174 |
195 |
254 |
357 |
648 |
648 |
|
18 |
149 |
171 |
192 |
251 |
354 |
644 |
644 |
|
19 |
146 |
168 |
189 |
248 |
351 |
641 |
641 |
|
20 |
143 |
165 |
186 |
245 |
348 |
638 |
638 |
|
21 |
141 |
162 |
183 |
242 |
345 |
636 |
636 |
|
22 |
138 |
159 |
180 |
239 |
342 |
633 |
633 |
|
23 |
135 |
156 |
177 |
237 |
340 |
630 |
630 |
|
24 |
132 |
153 |
174 |
234 |
337 |
627 |
627 |
|
25 |
129 |
150 |
171 |
231 |
334 |
624 |
624 |
|
26 |
126 |
148 |
169 |
228 |
331 |
621 |
621 |
|
27 |
124 |
145 |
166 |
226 |
329 |
619 |
619 |
|
28 |
121 |
143 |
164 |
223 |
326 |
616 |
616 |
|
29 |
119 |
140 |
161 |
221 |
324 |
614 |
614 |
|
30 |
117 |
138 |
159 |
218 |
321 |
612 |
612 |
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 |
100 |
235 |
525 |
1 325 |
|
2 |
8 |
25 |
48 |
100 |
235 |
525 |
1 057 |
|
3 |
10 |
28 |
50 |
97 |
233 |
523 |
855 |
|
4 |
12 |
32 |
54 |
95 |
233 |
523 |
704 |
|
5 |
16 |
38 |
59 |
98 |
234 |
524 |
590 |
|
6 |
18 |
42 |
63 |
95 |
234 |
524 |
524 |
|
7 |
19 |
44 |
63 |
90 |
234 |
525 |
525 |
|
8 |
18 |
43 |
62 |
89 |
234 |
525 |
525 |
|
9 |
19 |
45 |
64 |
92 |
234 |
525 |
525 |
|
10 |
21 |
48 |
67 |
96 |
234 |
525 |
525 |
|
11 |
23 |
50 |
68 |
99 |
234 |
525 |
525 |
|
12 |
24 |
52 |
69 |
100 |
234 |
525 |
525 |
|
13 |
26 |
54 |
70 |
100 |
234 |
525 |
525 |
|
14 |
26 |
54 |
71 |
100 |
234 |
524 |
524 |
|
15 |
26 |
55 |
71 |
100 |
234 |
524 |
524 |
|
16 |
26 |
55 |
71 |
100 |
234 |
524 |
524 |
|
17 |
26 |
55 |
71 |
100 |
234 |
524 |
524 |
|
18 |
26 |
55 |
71 |
100 |
234 |
524 |
524 |
|
19 |
26 |
55 |
71 |
100 |
234 |
524 |
524 |
|
20 |
26 |
55 |
71 |
100 |
234 |
525 |
525 |
|
21 |
26 |
55 |
71 |
100 |
235 |
525 |
525 |
|
22 |
26 |
55 |
71 |
100 |
235 |
525 |
525 |
|
23 |
26 |
55 |
71 |
100 |
235 |
525 |
525 |
|
24 |
26 |
55 |
71 |
100 |
234 |
525 |
525 |
|
25 |
26 |
55 |
71 |
100 |
234 |
524 |
524 |
|
26 |
26 |
55 |
71 |
100 |
234 |
524 |
524 |
|
27 |
26 |
55 |
71 |
100 |
234 |
524 |
524 |
|
28 |
26 |
55 |
71 |
100 |
233 |
523 |
523 |
|
29 |
26 |
55 |
71 |
100 |
233 |
523 |
523 |
|
30 |
26 |
55 |
71 |
100 |
233 |
523 |
523 |
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 |
83 |
197 |
487 |
1 225 |
|
2 |
1 |
5 |
13 |
82 |
195 |
485 |
981 |
|
3 |
2 |
5 |
13 |
75 |
190 |
480 |
797 |
|
4 |
2 |
6 |
15 |
76 |
188 |
478 |
659 |
|
5 |
4 |
6 |
19 |
79 |
187 |
478 |
553 |
|
6 |
4 |
7 |
22 |
83 |
187 |
477 |
477 |
|
7 |
5 |
9 |
24 |
85 |
187 |
477 |
477 |
|
8 |
7 |
9 |
23 |
84 |
187 |
477 |
477 |
|
9 |
7 |
10 |
23 |
83 |
186 |
477 |
477 |
|
10 |
8 |
10 |
24 |
83 |
187 |
477 |
477 |
|
11 |
9 |
11 |
24 |
84 |
187 |
477 |
477 |
|
12 |
9 |
13 |
24 |
84 |
187 |
477 |
477 |
|
13 |
10 |
13 |
24 |
84 |
187 |
477 |
477 |
|
14 |
11 |
14 |
25 |
84 |
187 |
477 |
477 |
|
15 |
12 |
14 |
25 |
85 |
188 |
478 |
478 |
|
16 |
13 |
15 |
26 |
85 |
188 |
478 |
478 |
|
17 |
13 |
16 |
27 |
85 |
188 |
478 |
478 |
|
18 |
14 |
17 |
28 |
86 |
189 |
479 |
479 |
|
19 |
14 |
18 |
30 |
86 |
189 |
479 |
479 |
|
20 |
15 |
18 |
31 |
87 |
190 |
480 |
480 |
|
21 |
16 |
19 |
32 |
87 |
190 |
480 |
480 |
|
22 |
17 |
20 |
33 |
87 |
190 |
481 |
481 |
|
23 |
18 |
21 |
34 |
88 |
191 |
481 |
481 |
|
24 |
18 |
21 |
36 |
88 |
191 |
481 |
481 |
|
25 |
19 |
22 |
37 |
88 |
191 |
481 |
481 |
|
26 |
19 |
23 |
38 |
88 |
191 |
481 |
481 |
|
27 |
20 |
23 |
39 |
88 |
191 |
481 |
481 |
|
28 |
20 |
25 |
40 |
88 |
191 |
481 |
481 |
|
29 |
21 |
25 |
41 |
88 |
191 |
481 |
481 |
|
30 |
22 |
26 |
42 |
88 |
191 |
481 |
481 |
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 |
20 |
42 |
159 |
307 |
3 179 |
|
2 |
2 |
14 |
20 |
42 |
159 |
350 |
2 377 |
|
3 |
2 |
14 |
23 |
46 |
154 |
365 |
1 795 |
|
4 |
2 |
15 |
26 |
50 |
151 |
365 |
1 388 |
|
5 |
3 |
17 |
29 |
52 |
151 |
356 |
1 100 |
|
6 |
4 |
20 |
31 |
55 |
151 |
343 |
892 |
|
7 |
6 |
22 |
33 |
57 |
151 |
326 |
737 |
|
8 |
6 |
23 |
34 |
60 |
151 |
309 |
620 |
|
9 |
6 |
24 |
36 |
63 |
151 |
291 |
528 |
|
10 |
6 |
25 |
37 |
64 |
151 |
274 |
454 |
|
11 |
7 |
25 |
38 |
65 |
151 |
257 |
394 |
|
12 |
7 |
25 |
38 |
66 |
151 |
245 |
345 |
|
13 |
7 |
26 |
38 |
66 |
151 |
245 |
304 |
|
14 |
7 |
26 |
38 |
66 |
151 |
245 |
269 |
|
15 |
7 |
26 |
40 |
66 |
151 |
245 |
245 |
|
16 |
7 |
26 |
43 |
66 |
151 |
245 |
245 |
|
17 |
7 |
26 |
45 |
66 |
151 |
245 |
245 |
|
18 |
7 |
26 |
47 |
66 |
151 |
245 |
245 |
|
19 |
7 |
26 |
50 |
66 |
151 |
245 |
245 |
|
20 |
7 |
26 |
52 |
66 |
151 |
245 |
245 |
|
21 |
7 |
26 |
55 |
66 |
151 |
245 |
245 |
|
22 |
9 |
26 |
57 |
66 |
151 |
245 |
245 |
|
23 |
9 |
26 |
59 |
66 |
151 |
245 |
245 |
|
24 |
10 |
26 |
62 |
66 |
151 |
245 |
245 |
|
25 |
10 |
26 |
64 |
67 |
151 |
245 |
245 |
|
26 |
10 |
26 |
67 |
68 |
151 |
245 |
245 |
|
27 |
11 |
26 |
69 |
70 |
151 |
245 |
245 |
|
28 |
11 |
26 |
72 |
72 |
151 |
245 |
245 |
|
29 |
11 |
26 |
74 |
74 |
151 |
245 |
245 |
|
30 |
12 |
26 |
77 |
76 |
151 |
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 |
13 |
25 |
32 |
53 |
170 |
323 |
3 351 |
|
2 |
15 |
27 |
33 |
54 |
172 |
366 |
2 496 |
|
3 |
14 |
27 |
36 |
59 |
167 |
380 |
1 878 |
|
4 |
14 |
28 |
38 |
63 |
164 |
378 |
1 446 |
|
5 |
14 |
29 |
40 |
64 |
163 |
368 |
1 143 |
|
6 |
15 |
31 |
42 |
66 |
162 |
353 |
924 |
|
7 |
16 |
32 |
43 |
67 |
161 |
336 |
763 |
|
8 |
15 |
32 |
44 |
69 |
161 |
318 |
640 |
|
9 |
15 |
33 |
44 |
71 |
160 |
299 |
545 |
|
10 |
15 |
33 |
46 |
73 |
160 |
281 |
468 |
|
11 |
14 |
33 |
45 |
73 |
159 |
264 |
406 |
|
12 |
14 |
33 |
45 |
73 |
158 |
252 |
355 |
|
13 |
13 |
32 |
45 |
72 |
158 |
251 |
313 |
|
14 |
13 |
32 |
44 |
71 |
157 |
251 |
277 |
|
15 |
13 |
31 |
44 |
71 |
157 |
250 |
250 |
|
16 |
12 |
31 |
44 |
71 |
156 |
250 |
250 |
|
17 |
12 |
31 |
46 |
71 |
156 |
250 |
250 |
|
18 |
12 |
31 |
48 |
71 |
156 |
250 |
250 |
|
19 |
12 |
31 |
51 |
71 |
156 |
250 |
250 |
|
20 |
12 |
31 |
54 |
71 |
157 |
250 |
250 |
|
21 |
13 |
31 |
57 |
71 |
157 |
250 |
250 |
|
22 |
13 |
31 |
58 |
71 |
157 |
251 |
251 |
|
23 |
13 |
32 |
61 |
71 |
157 |
251 |
251 |
|
24 |
13 |
32 |
63 |
71 |
157 |
251 |
251 |
|
25 |
13 |
32 |
66 |
71 |
157 |
251 |
251 |
|
26 |
13 |
31 |
68 |
71 |
157 |
251 |
251 |
|
27 |
13 |
31 |
71 |
72 |
157 |
250 |
250 |
|
28 |
13 |
31 |
73 |
73 |
157 |
250 |
250 |
|
29 |
13 |
31 |
76 |
75 |
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 |
41 |
159 |
307 |
3 179 |
|
2 |
2 |
14 |
20 |
41 |
159 |
350 |
2 376 |
|
3 |
1 |
14 |
23 |
46 |
153 |
365 |
1 795 |
|
4 |
1 |
15 |
25 |
50 |
151 |
365 |
1 388 |
|
5 |
2 |
17 |
29 |
52 |
151 |
356 |
1 100 |
|
6 |
4 |
20 |
31 |
55 |
151 |
343 |
892 |
|
7 |
5 |
22 |
33 |
57 |
151 |
326 |
737 |
|
8 |
6 |
23 |
34 |
60 |
151 |
309 |
620 |
|
9 |
6 |
24 |
35 |
62 |
151 |
291 |
527 |
|
10 |
6 |
25 |
37 |
64 |
151 |
274 |
454 |
|
11 |
7 |
25 |
38 |
65 |
151 |
257 |
394 |
|
12 |
7 |
25 |
38 |
65 |
151 |
244 |
345 |
|
13 |
7 |
25 |
38 |
65 |
151 |
244 |
304 |
|
14 |
7 |
25 |
38 |
65 |
151 |
244 |
269 |
|
15 |
7 |
25 |
40 |
65 |
151 |
244 |
244 |
|
16 |
7 |
25 |
43 |
65 |
151 |
244 |
244 |
|
17 |
7 |
25 |
45 |
65 |
151 |
244 |
244 |
|
18 |
7 |
25 |
47 |
65 |
151 |
244 |
244 |
|
19 |
7 |
25 |
50 |
65 |
151 |
244 |
244 |
|
20 |
7 |
25 |
52 |
65 |
151 |
244 |
244 |
|
21 |
7 |
25 |
55 |
65 |
151 |
244 |
244 |
|
22 |
9 |
25 |
57 |
65 |
151 |
244 |
244 |
|
23 |
9 |
25 |
59 |
65 |
151 |
244 |
244 |
|
24 |
10 |
25 |
62 |
65 |
151 |
244 |
244 |
|
25 |
10 |
25 |
64 |
67 |
151 |
244 |
244 |
|
26 |
10 |
25 |
67 |
68 |
151 |
245 |
245 |
|
27 |
11 |
25 |
69 |
70 |
151 |
245 |
245 |
|
28 |
11 |
25 |
72 |
72 |
151 |
245 |
245 |
|
29 |
11 |
25 |
74 |
74 |
151 |
245 |
245 |
|
30 |
12 |
26 |
77 |
76 |
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 |
74 |
86 |
92 |
114 |
231 |
356 |
3 733 |
|
2 |
71 |
83 |
89 |
110 |
228 |
400 |
2 761 |
|
3 |
73 |
86 |
94 |
118 |
225 |
413 |
2 063 |
|
4 |
71 |
85 |
95 |
120 |
221 |
408 |
1 579 |
|
5 |
70 |
85 |
96 |
120 |
219 |
395 |
1 242 |
|
6 |
70 |
86 |
97 |
121 |
218 |
378 |
1 001 |
|
7 |
70 |
87 |
97 |
122 |
216 |
359 |
824 |
|
8 |
69 |
86 |
97 |
123 |
215 |
339 |
690 |
|
9 |
68 |
86 |
98 |
125 |
214 |
319 |
586 |
|
10 |
66 |
84 |
96 |
124 |
210 |
304 |
504 |
|
11 |
64 |
82 |
95 |
122 |
208 |
301 |
437 |
|
12 |
62 |
81 |
94 |
121 |
207 |
300 |
382 |
|
13 |
62 |
80 |
93 |
120 |
206 |
300 |
336 |
|
14 |
61 |
80 |
93 |
120 |
206 |
299 |
299 |
|
15 |
61 |
80 |
92 |
120 |
206 |
299 |
299 |
|
16 |
61 |
79 |
92 |
119 |
205 |
298 |
298 |
|
17 |
60 |
79 |
91 |
119 |
205 |
298 |
298 |
|
18 |
60 |
78 |
91 |
118 |
204 |
298 |
298 |
|
19 |
59 |
78 |
90 |
118 |
204 |
297 |
297 |
|
20 |
59 |
77 |
90 |
117 |
203 |
296 |
296 |
|
21 |
58 |
77 |
89 |
117 |
202 |
296 |
296 |
|
22 |
57 |
76 |
88 |
116 |
202 |
295 |
295 |
|
23 |
56 |
75 |
87 |
115 |
201 |
294 |
294 |
|
24 |
55 |
74 |
86 |
114 |
200 |
293 |
293 |
|
25 |
54 |
73 |
85 |
113 |
199 |
292 |
292 |
|
26 |
53 |
72 |
84 |
112 |
198 |
291 |
291 |
|
27 |
52 |
71 |
83 |
111 |
197 |
290 |
290 |
|
28 |
51 |
70 |
82 |
110 |
196 |
289 |
289 |
|
29 |
50 |
69 |
81 |
109 |
195 |
288 |
288 |
|
30 |
49 |
68 |
83 |
108 |
194 |
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 |
309 |
3 195 |
|
2 |
8 |
20 |
26 |
47 |
165 |
351 |
2 383 |
|
3 |
8 |
21 |
29 |
53 |
160 |
366 |
1 800 |
|
4 |
9 |
23 |
33 |
57 |
159 |
366 |
1 391 |
|
5 |
10 |
25 |
36 |
60 |
159 |
357 |
1 102 |
|
6 |
11 |
27 |
38 |
63 |
159 |
343 |
893 |
|
7 |
13 |
29 |
40 |
64 |
158 |
326 |
738 |
|
8 |
12 |
30 |
41 |
66 |
158 |
309 |
620 |
|
9 |
12 |
30 |
42 |
69 |
158 |
291 |
528 |
|
10 |
12 |
31 |
43 |
70 |
157 |
274 |
454 |
|
11 |
13 |
31 |
44 |
71 |
157 |
257 |
394 |
|
12 |
13 |
31 |
44 |
71 |
157 |
250 |
345 |
|
13 |
13 |
31 |
44 |
71 |
157 |
250 |
304 |
|
14 |
13 |
31 |
44 |
71 |
157 |
251 |
269 |
|
15 |
13 |
32 |
44 |
71 |
157 |
251 |
251 |
|
16 |
13 |
31 |
44 |
71 |
157 |
250 |
250 |
|
17 |
13 |
32 |
45 |
72 |
157 |
251 |
251 |
|
18 |
13 |
32 |
47 |
72 |
158 |
251 |
251 |
|
19 |
13 |
32 |
50 |
72 |
158 |
251 |
251 |
|
20 |
14 |
33 |
53 |
73 |
158 |
252 |
252 |
|
21 |
14 |
33 |
55 |
73 |
159 |
252 |
252 |
|
22 |
15 |
33 |
58 |
73 |
159 |
252 |
252 |
|
23 |
15 |
33 |
59 |
73 |
159 |
252 |
252 |
|
24 |
15 |
33 |
62 |
73 |
159 |
253 |
253 |
|
25 |
15 |
33 |
65 |
73 |
159 |
253 |
253 |
|
26 |
15 |
33 |
67 |
73 |
159 |
252 |
252 |
|
27 |
15 |
33 |
70 |
73 |
159 |
252 |
252 |
|
28 |
15 |
33 |
72 |
73 |
159 |
252 |
252 |
|
29 |
14 |
33 |
74 |
75 |
159 |
252 |
252 |
|
30 |
14 |
33 |
78 |
77 |
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 |
41 |
53 |
59 |
80 |
198 |
304 |
3 145 |
|
2 |
44 |
56 |
63 |
84 |
201 |
348 |
2 357 |
|
3 |
48 |
61 |
69 |
93 |
200 |
364 |
1 786 |
|
4 |
50 |
64 |
74 |
99 |
200 |
365 |
1 384 |
|
5 |
52 |
67 |
78 |
102 |
201 |
357 |
1 099 |
|
6 |
54 |
70 |
81 |
105 |
201 |
344 |
893 |
|
7 |
55 |
72 |
82 |
107 |
201 |
328 |
740 |
|
8 |
55 |
72 |
83 |
109 |
200 |
312 |
623 |
|
9 |
54 |
72 |
84 |
110 |
199 |
294 |
531 |
|
10 |
53 |
72 |
84 |
111 |
198 |
292 |
458 |
|
11 |
52 |
71 |
84 |
111 |
197 |
290 |
398 |
|
12 |
51 |
70 |
83 |
110 |
196 |
289 |
349 |
|
13 |
50 |
69 |
81 |
109 |
195 |
288 |
307 |
|
14 |
49 |
68 |
80 |
108 |
194 |
287 |
287 |
|
15 |
48 |
67 |
79 |
107 |
193 |
286 |
286 |
|
16 |
48 |
66 |
79 |
106 |
192 |
285 |
285 |
|
17 |
47 |
66 |
78 |
106 |
192 |
285 |
285 |
|
18 |
47 |
65 |
78 |
105 |
191 |
284 |
284 |
|
19 |
46 |
65 |
77 |
105 |
191 |
284 |
284 |
|
20 |
46 |
64 |
77 |
104 |
190 |
283 |
283 |
|
21 |
45 |
64 |
76 |
104 |
190 |
283 |
283 |
|
22 |
44 |
63 |
75 |
103 |
189 |
282 |
282 |
|
23 |
44 |
62 |
75 |
102 |
188 |
281 |
281 |
|
24 |
43 |
62 |
74 |
101 |
187 |
281 |
281 |
|
25 |
42 |
61 |
73 |
101 |
187 |
280 |
280 |
|
26 |
41 |
60 |
72 |
100 |
186 |
279 |
279 |
|
27 |
40 |
59 |
72 |
99 |
185 |
278 |
278 |
|
28 |
40 |
58 |
73 |
98 |
184 |
277 |
277 |
|
29 |
39 |
58 |
76 |
97 |
183 |
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 |
307 |
3 177 |
|
2 |
1 |
13 |
20 |
41 |
158 |
350 |
2 375 |
|
3 |
1 |
13 |
22 |
45 |
153 |
365 |
1 794 |
|
4 |
1 |
15 |
25 |
49 |
150 |
365 |
1 387 |
|
5 |
2 |
16 |
28 |
51 |
150 |
356 |
1 099 |
|
6 |
3 |
19 |
30 |
54 |
150 |
342 |
891 |
|
7 |
5 |
21 |
32 |
56 |
150 |
326 |
737 |
|
8 |
5 |
22 |
33 |
59 |
150 |
309 |
619 |
|
9 |
5 |
23 |
35 |
62 |
150 |
291 |
527 |
|
10 |
6 |
24 |
36 |
64 |
150 |
274 |
454 |
|
11 |
6 |
24 |
37 |
64 |
150 |
257 |
394 |
|
12 |
6 |
25 |
37 |
65 |
150 |
244 |
345 |
|
13 |
6 |
25 |
37 |
65 |
150 |
244 |
303 |
|
14 |
6 |
25 |
38 |
65 |
150 |
244 |
269 |
|
15 |
6 |
25 |
40 |
65 |
150 |
244 |
244 |
|
16 |
6 |
25 |
43 |
65 |
150 |
244 |
244 |
|
17 |
6 |
25 |
45 |
65 |
150 |
244 |
244 |
|
18 |
6 |
25 |
47 |
65 |
150 |
244 |
244 |
|
19 |
7 |
25 |
50 |
65 |
150 |
244 |
244 |
|
20 |
7 |
25 |
52 |
65 |
150 |
244 |
244 |
|
21 |
7 |
25 |
55 |
65 |
150 |
244 |
244 |
|
22 |
9 |
25 |
57 |
65 |
150 |
244 |
244 |
|
23 |
9 |
25 |
59 |
65 |
151 |
244 |
244 |
|
24 |
9 |
25 |
62 |
65 |
151 |
244 |
244 |
|
25 |
10 |
25 |
64 |
67 |
151 |
244 |
244 |
|
26 |
10 |
25 |
67 |
68 |
151 |
244 |
244 |
|
27 |
11 |
25 |
69 |
70 |
151 |
244 |
244 |
|
28 |
11 |
25 |
72 |
72 |
151 |
244 |
244 |
|
29 |
11 |
25 |
74 |
73 |
151 |
244 |
244 |
|
30 |
12 |
26 |
77 |
76 |
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 |
10 |
22 |
44 |
177 |
313 |
3 245 |
|
2 |
0 |
10 |
22 |
44 |
177 |
356 |
2 424 |
|
3 |
1 |
10 |
23 |
49 |
172 |
372 |
1 830 |
|
4 |
1 |
13 |
26 |
54 |
169 |
371 |
1 413 |
|
5 |
1 |
16 |
28 |
58 |
168 |
362 |
1 119 |
|
6 |
2 |
18 |
32 |
59 |
166 |
347 |
906 |
|
7 |
4 |
21 |
36 |
60 |
165 |
331 |
749 |
|
8 |
6 |
24 |
37 |
59 |
164 |
313 |
628 |
|
9 |
9 |
30 |
42 |
58 |
163 |
295 |
535 |
|
10 |
11 |
34 |
42 |
57 |
162 |
277 |
460 |
|
11 |
10 |
33 |
42 |
57 |
162 |
260 |
399 |
|
12 |
9 |
32 |
42 |
57 |
161 |
254 |
349 |
|
13 |
8 |
31 |
42 |
58 |
160 |
253 |
307 |
|
14 |
8 |
31 |
43 |
58 |
159 |
253 |
272 |
|
15 |
8 |
31 |
43 |
58 |
159 |
252 |
252 |
|
16 |
8 |
31 |
43 |
58 |
157 |
251 |
251 |
|
17 |
9 |
31 |
46 |
58 |
157 |
250 |
250 |
|
18 |
9 |
31 |
48 |
58 |
156 |
249 |
249 |
|
19 |
9 |
31 |
50 |
58 |
156 |
249 |
249 |
|
20 |
9 |
31 |
53 |
58 |
156 |
250 |
250 |
|
21 |
9 |
31 |
55 |
59 |
156 |
250 |
250 |
|
22 |
9 |
31 |
58 |
61 |
156 |
249 |
249 |
|
23 |
9 |
31 |
61 |
63 |
156 |
249 |
249 |
|
24 |
10 |
32 |
63 |
65 |
155 |
248 |
248 |
|
25 |
10 |
32 |
66 |
67 |
154 |
248 |
248 |
|
26 |
10 |
32 |
67 |
69 |
154 |
247 |
247 |
|
27 |
11 |
32 |
71 |
71 |
153 |
246 |
246 |
|
28 |
11 |
32 |
73 |
73 |
153 |
246 |
246 |
|
29 |
11 |
32 |
75 |
75 |
152 |
245 |
245 |
|
30 |
12 |
32 |
78 |
77 |
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 |
99 |
120 |
237 |
332 |
3 376 |
|
2 |
79 |
91 |
97 |
118 |
236 |
370 |
2 526 |
|
3 |
77 |
90 |
98 |
122 |
229 |
387 |
1 914 |
|
4 |
75 |
89 |
99 |
124 |
225 |
388 |
1 483 |
|
5 |
74 |
89 |
100 |
124 |
223 |
380 |
1 178 |
|
6 |
74 |
90 |
101 |
125 |
221 |
366 |
957 |
|
7 |
73 |
90 |
100 |
125 |
219 |
350 |
793 |
|
8 |
71 |
89 |
100 |
125 |
217 |
332 |
667 |
|
9 |
70 |
88 |
99 |
126 |
215 |
314 |
569 |
|
10 |
69 |
87 |
99 |
127 |
214 |
307 |
490 |
|
11 |
68 |
86 |
99 |
126 |
212 |
305 |
426 |
|
12 |
66 |
85 |
97 |
125 |
211 |
304 |
373 |
|
13 |
65 |
83 |
96 |
123 |
209 |
302 |
328 |
|
14 |
63 |
82 |
94 |
122 |
208 |
301 |
301 |
|
15 |
62 |
81 |
93 |
121 |
207 |
300 |
300 |
|
16 |
61 |
80 |
92 |
120 |
205 |
299 |
299 |
|
17 |
60 |
79 |
91 |
119 |
204 |
298 |
298 |
|
18 |
59 |
78 |
90 |
118 |
204 |
297 |
297 |
|
19 |
58 |
77 |
89 |
117 |
203 |
296 |
296 |
|
20 |
57 |
76 |
89 |
116 |
202 |
295 |
295 |
|
21 |
57 |
75 |
88 |
115 |
201 |
294 |
294 |
|
22 |
56 |
74 |
87 |
114 |
200 |
293 |
293 |
|
23 |
54 |
73 |
86 |
113 |
199 |
292 |
292 |
|
24 |
53 |
72 |
84 |
112 |
198 |
291 |
291 |
|
25 |
52 |
71 |
83 |
111 |
197 |
290 |
290 |
|
26 |
51 |
70 |
82 |
110 |
196 |
289 |
289 |
|
27 |
50 |
69 |
81 |
109 |
194 |
288 |
288 |
|
28 |
49 |
68 |
80 |
108 |
193 |
287 |
287 |
|
29 |
48 |
67 |
80 |
106 |
192 |
286 |
286 |
|
30 |
47 |
66 |
82 |
105 |
191 |
285 |
285 |
3.10 Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
53 |
65 |
71 |
92 |
210 |
322 |
3 346 |
|
2 |
52 |
64 |
71 |
92 |
209 |
368 |
2 506 |
|
3 |
51 |
64 |
72 |
96 |
203 |
384 |
1 898 |
|
4 |
50 |
64 |
74 |
99 |
200 |
385 |
1 468 |
|
5 |
50 |
65 |
76 |
99 |
199 |
376 |
1 164 |
|
6 |
50 |
65 |
77 |
101 |
197 |
361 |
944 |
|
7 |
50 |
67 |
77 |
102 |
196 |
344 |
780 |
|
8 |
49 |
66 |
77 |
103 |
194 |
326 |
655 |
|
9 |
48 |
66 |
77 |
104 |
193 |
307 |
557 |
|
10 |
47 |
65 |
78 |
105 |
192 |
289 |
479 |
|
11 |
46 |
65 |
77 |
105 |
191 |
284 |
416 |
|
12 |
46 |
64 |
77 |
104 |
190 |
284 |
364 |
|
13 |
45 |
64 |
76 |
104 |
190 |
283 |
320 |
|
14 |
45 |
63 |
76 |
103 |
189 |
282 |
283 |
|
15 |
44 |
63 |
75 |
103 |
188 |
282 |
282 |
|
16 |
43 |
62 |
74 |
102 |
188 |
281 |
281 |
|
17 |
43 |
61 |
74 |
101 |
187 |
280 |
280 |
|
18 |
42 |
61 |
73 |
101 |
187 |
280 |
280 |
|
19 |
42 |
60 |
73 |
100 |
186 |
279 |
279 |
|
20 |
42 |
60 |
73 |
100 |
186 |
279 |
279 |
|
21 |
41 |
60 |
72 |
100 |
186 |
279 |
279 |
|
22 |
41 |
59 |
72 |
99 |
185 |
279 |
279 |
|
23 |
40 |
59 |
71 |
99 |
185 |
278 |
278 |
|
24 |
40 |
58 |
71 |
98 |
184 |
277 |
277 |
|
25 |
39 |
58 |
70 |
97 |
183 |
277 |
277 |
|
26 |
38 |
57 |
70 |
97 |
183 |
276 |
276 |
|
27 |
38 |
56 |
72 |
96 |
182 |
275 |
275 |
|
28 |
37 |
55 |
75 |
95 |
181 |
274 |
274 |
|
29 |
36 |
55 |
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 |
45 |
67 |
184 |
309 |
3 194 |
|
2 |
28 |
40 |
46 |
67 |
184 |
351 |
2 382 |
|
3 |
26 |
39 |
48 |
71 |
179 |
366 |
1 799 |
|
4 |
26 |
39 |
50 |
74 |
175 |
366 |
1 390 |
|
5 |
26 |
41 |
52 |
75 |
175 |
357 |
1 102 |
|
6 |
27 |
42 |
54 |
78 |
174 |
343 |
893 |
|
7 |
27 |
44 |
55 |
79 |
173 |
327 |
739 |
|
8 |
27 |
44 |
55 |
81 |
172 |
309 |
621 |
|
9 |
26 |
44 |
56 |
83 |
172 |
292 |
528 |
|
10 |
26 |
44 |
57 |
84 |
171 |
274 |
455 |
|
11 |
26 |
44 |
57 |
84 |
170 |
264 |
395 |
|
12 |
25 |
44 |
56 |
84 |
170 |
263 |
346 |
|
13 |
24 |
43 |
56 |
83 |
169 |
262 |
304 |
|
14 |
24 |
42 |
55 |
82 |
168 |
262 |
270 |
|
15 |
23 |
42 |
54 |
82 |
168 |
261 |
261 |
|
16 |
23 |
41 |
54 |
81 |
167 |
260 |
260 |
|
17 |
22 |
41 |
53 |
81 |
167 |
260 |
260 |
|
18 |
22 |
41 |
53 |
81 |
167 |
260 |
260 |
|
19 |
22 |
41 |
53 |
81 |
166 |
260 |
260 |
|
20 |
22 |
41 |
53 |
81 |
167 |
260 |
260 |
|
21 |
22 |
41 |
55 |
81 |
167 |
260 |
260 |
|
22 |
22 |
41 |
58 |
81 |
166 |
260 |
260 |
|
23 |
22 |
41 |
59 |
80 |
166 |
260 |
260 |
|
24 |
22 |
40 |
62 |
80 |
166 |
259 |
259 |
|
25 |
21 |
40 |
65 |
80 |
166 |
259 |
259 |
|
26 |
21 |
40 |
67 |
80 |
166 |
259 |
259 |
|
27 |
21 |
39 |
70 |
79 |
165 |
259 |
259 |
|
28 |
21 |
39 |
72 |
79 |
165 |
258 |
258 |
|
29 |
20 |
39 |
74 |
79 |
165 |
258 |
258 |
|
30 |
20 |
39 |
78 |
78 |
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 |
4 |
23 |
140 |
298 |
3 072 |
|
2 |
0 |
1 |
6 |
24 |
141 |
339 |
2 295 |
|
3 |
1 |
1 |
9 |
29 |
136 |
354 |
1 736 |
|
4 |
1 |
3 |
12 |
33 |
134 |
355 |
1 344 |
|
5 |
1 |
4 |
15 |
35 |
134 |
346 |
1 066 |
|
6 |
2 |
4 |
17 |
38 |
134 |
333 |
865 |
|
7 |
2 |
6 |
20 |
40 |
134 |
318 |
716 |
|
8 |
2 |
6 |
22 |
42 |
134 |
301 |
602 |
|
9 |
4 |
7 |
24 |
45 |
134 |
284 |
513 |
|
10 |
4 |
9 |
27 |
47 |
134 |
267 |
441 |
|
11 |
4 |
9 |
30 |
49 |
135 |
251 |
383 |
|
12 |
4 |
9 |
32 |
48 |
134 |
235 |
336 |
|
13 |
4 |
11 |
34 |
49 |
134 |
228 |
296 |
|
14 |
5 |
11 |
37 |
48 |
134 |
228 |
262 |
|
15 |
6 |
13 |
40 |
47 |
133 |
226 |
233 |
|
16 |
6 |
13 |
41 |
48 |
132 |
226 |
226 |
|
17 |
6 |
14 |
44 |
49 |
132 |
226 |
226 |
|
18 |
6 |
15 |
47 |
51 |
132 |
226 |
226 |
|
19 |
7 |
16 |
49 |
54 |
133 |
226 |
226 |
|
20 |
7 |
16 |
51 |
55 |
133 |
227 |
227 |
|
21 |
7 |
18 |
54 |
57 |
134 |
227 |
227 |
|
22 |
8 |
19 |
56 |
60 |
134 |
227 |
227 |
|
23 |
8 |
19 |
58 |
61 |
134 |
227 |
227 |
|
24 |
8 |
21 |
61 |
63 |
133 |
227 |
227 |
|
25 |
9 |
21 |
63 |
65 |
134 |
226 |
226 |
|
26 |
9 |
22 |
66 |
67 |
135 |
226 |
226 |
|
27 |
10 |
23 |
68 |
69 |
136 |
226 |
226 |
|
28 |
10 |
24 |
70 |
71 |
138 |
226 |
226 |
|
29 |
10 |
25 |
73 |
73 |
139 |
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 |
40 |
52 |
59 |
80 |
197 |
311 |
3 221 |
|
2 |
40 |
52 |
59 |
80 |
197 |
355 |
2 409 |
|
3 |
40 |
52 |
61 |
84 |
192 |
370 |
1 821 |
|
4 |
39 |
53 |
63 |
88 |
189 |
370 |
1 409 |
|
5 |
39 |
54 |
65 |
89 |
188 |
362 |
1 117 |
|
6 |
40 |
56 |
67 |
91 |
187 |
348 |
907 |
|
7 |
40 |
57 |
68 |
92 |
186 |
332 |
751 |
|
8 |
40 |
57 |
68 |
94 |
185 |
315 |
631 |
|
9 |
39 |
57 |
69 |
96 |
185 |
297 |
538 |
|
10 |
39 |
57 |
70 |
97 |
184 |
280 |
463 |
|
11 |
38 |
57 |
69 |
97 |
183 |
276 |
402 |
|
12 |
38 |
56 |
69 |
96 |
182 |
276 |
352 |
|
13 |
37 |
56 |
68 |
96 |
182 |
275 |
310 |
|
14 |
37 |
55 |
68 |
95 |
181 |
274 |
274 |
|
15 |
36 |
55 |
67 |
95 |
181 |
274 |
274 |
|
16 |
35 |
54 |
66 |
94 |
180 |
273 |
273 |
|
17 |
35 |
54 |
66 |
93 |
179 |
273 |
273 |
|
18 |
34 |
53 |
66 |
93 |
179 |
272 |
272 |
|
19 |
34 |
53 |
65 |
93 |
178 |
272 |
272 |
|
20 |
34 |
52 |
65 |
92 |
178 |
272 |
272 |
|
21 |
34 |
52 |
65 |
92 |
178 |
271 |
271 |
|
22 |
33 |
52 |
64 |
92 |
178 |
271 |
271 |
|
23 |
33 |
51 |
64 |
91 |
177 |
270 |
270 |
|
24 |
32 |
51 |
63 |
90 |
176 |
270 |
270 |
|
25 |
31 |
50 |
66 |
90 |
176 |
269 |
269 |
|
26 |
30 |
49 |
68 |
89 |
175 |
268 |
268 |
|
27 |
30 |
48 |
71 |
88 |
174 |
267 |
267 |
|
28 |
29 |
48 |
73 |
87 |
173 |
267 |
267 |
|
29 |
28 |
47 |
76 |
87 |
173 |
266 |
266 |
|
30 |
27 |
46 |
78 |
86 |
172 |
265 |
265 |
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 |
31 |
52 |
170 |
299 |
3 079 |
|
2 |
16 |
28 |
35 |
56 |
173 |
341 |
2 304 |
|
3 |
19 |
32 |
40 |
64 |
171 |
356 |
1 746 |
|
4 |
21 |
35 |
45 |
70 |
171 |
357 |
1 352 |
|
5 |
23 |
38 |
50 |
73 |
172 |
349 |
1 074 |
|
6 |
23 |
39 |
50 |
74 |
170 |
336 |
872 |
|
7 |
28 |
45 |
55 |
80 |
174 |
321 |
723 |
|
8 |
27 |
44 |
55 |
81 |
173 |
304 |
608 |
|
9 |
28 |
46 |
58 |
85 |
174 |
288 |
519 |
|
10 |
30 |
48 |
61 |
88 |
175 |
271 |
447 |
|
11 |
31 |
50 |
62 |
90 |
176 |
269 |
389 |
|
12 |
32 |
50 |
63 |
91 |
176 |
270 |
341 |
|
13 |
32 |
51 |
63 |
91 |
177 |
270 |
301 |
|
14 |
33 |
51 |
64 |
91 |
177 |
270 |
270 |
|
15 |
33 |
52 |
64 |
91 |
177 |
271 |
271 |
|
16 |
33 |
51 |
64 |
91 |
177 |
270 |
270 |
|
17 |
33 |
51 |
64 |
91 |
177 |
270 |
270 |
|
18 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
19 |
32 |
51 |
63 |
91 |
176 |
270 |
270 |
|
20 |
32 |
51 |
63 |
91 |
176 |
270 |
270 |
|
21 |
32 |
51 |
63 |
91 |
176 |
270 |
270 |
|
22 |
32 |
50 |
63 |
90 |
176 |
269 |
269 |
|
23 |
31 |
50 |
63 |
90 |
176 |
269 |
269 |
|
24 |
31 |
50 |
62 |
90 |
175 |
269 |
269 |
|
25 |
31 |
49 |
65 |
89 |
175 |
268 |
268 |
|
26 |
30 |
49 |
67 |
89 |
175 |
268 |
268 |
|
27 |
30 |
48 |
70 |
88 |
174 |
267 |
267 |
|
28 |
29 |
48 |
72 |
88 |
173 |
267 |
267 |
|
29 |
29 |
47 |
74 |
87 |
173 |
266 |
266 |
|
30 |
28 |
47 |
77 |
87 |
172 |
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 |
314 |
3 253 |
|
2 |
15 |
27 |
33 |
54 |
172 |
356 |
2 421 |
|
3 |
15 |
28 |
36 |
60 |
167 |
370 |
1 822 |
|
4 |
16 |
29 |
39 |
64 |
165 |
369 |
1 405 |
|
5 |
16 |
31 |
43 |
66 |
165 |
359 |
1 112 |
|
6 |
18 |
34 |
45 |
69 |
165 |
345 |
901 |
|
7 |
19 |
36 |
47 |
71 |
165 |
329 |
745 |
|
8 |
19 |
37 |
48 |
73 |
165 |
311 |
626 |
|
9 |
20 |
38 |
49 |
76 |
165 |
294 |
533 |
|
10 |
20 |
39 |
51 |
78 |
165 |
276 |
459 |
|
11 |
21 |
39 |
52 |
79 |
165 |
259 |
398 |
|
12 |
21 |
39 |
52 |
79 |
165 |
259 |
348 |
|
13 |
21 |
40 |
52 |
80 |
165 |
259 |
307 |
|
14 |
21 |
40 |
52 |
80 |
165 |
259 |
272 |
|
15 |
21 |
40 |
52 |
80 |
165 |
259 |
259 |
|
16 |
21 |
39 |
52 |
79 |
165 |
258 |
258 |
|
17 |
21 |
39 |
52 |
79 |
165 |
259 |
259 |
|
18 |
21 |
39 |
52 |
79 |
165 |
259 |
259 |
|
19 |
21 |
39 |
52 |
79 |
165 |
258 |
258 |
|
20 |
21 |
39 |
53 |
79 |
165 |
259 |
259 |
|
21 |
21 |
39 |
55 |
79 |
165 |
258 |
258 |
|
22 |
20 |
39 |
58 |
79 |
165 |
258 |
258 |
|
23 |
20 |
39 |
61 |
79 |
164 |
258 |
258 |
|
24 |
20 |
38 |
63 |
78 |
164 |
257 |
257 |
|
25 |
19 |
38 |
65 |
78 |
164 |
257 |
257 |
|
26 |
19 |
37 |
67 |
77 |
163 |
256 |
256 |
|
27 |
18 |
37 |
70 |
77 |
163 |
256 |
256 |
|
28 |
18 |
36 |
73 |
76 |
162 |
255 |
255 |
|
29 |
17 |
36 |
75 |
76 |
162 |
255 |
255 |
|
30 |
17 |
36 |
78 |
77 |
161 |
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 |
48 |
60 |
67 |
88 |
205 |
334 |
3 479 |
|
2 |
50 |
62 |
69 |
90 |
207 |
372 |
2 550 |
|
3 |
52 |
65 |
74 |
97 |
205 |
384 |
1 908 |
|
4 |
54 |
67 |
77 |
102 |
203 |
382 |
1 467 |
|
5 |
55 |
70 |
81 |
105 |
204 |
371 |
1 159 |
|
6 |
57 |
73 |
84 |
108 |
204 |
356 |
938 |
|
7 |
59 |
75 |
86 |
110 |
204 |
339 |
774 |
|
8 |
58 |
76 |
87 |
112 |
204 |
321 |
649 |
|
9 |
59 |
77 |
88 |
115 |
204 |
302 |
552 |
|
10 |
59 |
77 |
90 |
117 |
204 |
297 |
475 |
|
11 |
59 |
78 |
90 |
118 |
204 |
297 |
412 |
|
12 |
59 |
77 |
90 |
117 |
203 |
296 |
360 |
|
13 |
58 |
77 |
89 |
117 |
202 |
296 |
317 |
|
14 |
57 |
76 |
88 |
116 |
202 |
295 |
295 |
|
15 |
57 |
75 |
88 |
115 |
201 |
294 |
294 |
|
16 |
56 |
75 |
87 |
114 |
200 |
294 |
294 |
|
17 |
55 |
74 |
86 |
114 |
200 |
293 |
293 |
|
18 |
55 |
73 |
86 |
113 |
199 |
292 |
292 |
|
19 |
54 |
73 |
85 |
113 |
198 |
292 |
292 |
|
20 |
53 |
72 |
84 |
112 |
198 |
291 |
291 |
|
21 |
53 |
71 |
84 |
111 |
197 |
290 |
290 |
|
22 |
52 |
71 |
83 |
110 |
196 |
290 |
290 |
|
23 |
51 |
70 |
82 |
110 |
195 |
289 |
289 |
|
24 |
50 |
69 |
81 |
109 |
195 |
288 |
288 |
|
25 |
49 |
68 |
80 |
108 |
194 |
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 |
77 |
104 |
190 |
283 |
283 |
|
30 |
45 |
63 |
79 |
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 |
79 |
91 |
97 |
118 |
235 |
345 |
3 603 |
|
2 |
84 |
96 |
102 |
123 |
240 |
395 |
2 714 |
|
3 |
85 |
97 |
106 |
129 |
237 |
415 |
2 062 |
|
4 |
85 |
99 |
109 |
133 |
235 |
416 |
1 599 |
|
5 |
88 |
103 |
114 |
138 |
237 |
408 |
1 270 |
|
6 |
90 |
106 |
117 |
142 |
238 |
393 |
1 030 |
|
7 |
93 |
109 |
120 |
144 |
238 |
375 |
852 |
|
8 |
94 |
111 |
122 |
148 |
240 |
355 |
716 |
|
9 |
95 |
113 |
125 |
152 |
240 |
335 |
609 |
|
10 |
96 |
114 |
127 |
154 |
241 |
334 |
524 |
|
11 |
96 |
114 |
127 |
154 |
240 |
334 |
454 |
|
12 |
95 |
114 |
126 |
154 |
240 |
333 |
397 |
|
13 |
94 |
113 |
125 |
153 |
238 |
332 |
349 |
|
14 |
93 |
111 |
124 |
151 |
237 |
330 |
330 |
|
15 |
91 |
110 |
122 |
150 |
236 |
329 |
329 |
|
16 |
90 |
109 |
121 |
149 |
234 |
328 |
328 |
|
17 |
89 |
107 |
120 |
147 |
233 |
326 |
326 |
|
18 |
87 |
106 |
118 |
146 |
232 |
325 |
325 |
|
19 |
86 |
105 |
117 |
145 |
230 |
324 |
324 |
|
20 |
85 |
103 |
116 |
143 |
229 |
322 |
322 |
|
21 |
83 |
102 |
114 |
142 |
228 |
321 |
321 |
|
22 |
82 |
100 |
113 |
140 |
226 |
319 |
319 |
|
23 |
80 |
98 |
111 |
138 |
224 |
318 |
318 |
|
24 |
78 |
97 |
109 |
137 |
223 |
316 |
316 |
|
25 |
76 |
95 |
108 |
135 |
221 |
314 |
314 |
|
26 |
75 |
93 |
106 |
133 |
219 |
312 |
312 |
|
27 |
73 |
92 |
104 |
132 |
218 |
311 |
311 |
|
28 |
71 |
90 |
103 |
130 |
216 |
309 |
309 |
|
29 |
70 |
88 |
101 |
128 |
214 |
308 |
308 |
|
30 |
68 |
87 |
99 |
127 |
213 |
306 |
306 |
3.18 Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
20 |
26 |
47 |
165 |
315 |
3 265 |
|
2 |
10 |
22 |
29 |
50 |
167 |
357 |
2 429 |
|
3 |
12 |
25 |
33 |
57 |
164 |
371 |
1 830 |
|
4 |
14 |
27 |
38 |
62 |
163 |
370 |
1 413 |
|
5 |
16 |
30 |
42 |
65 |
164 |
361 |
1 119 |
|
6 |
18 |
33 |
44 |
69 |
165 |
347 |
907 |
|
7 |
19 |
36 |
46 |
71 |
165 |
331 |
749 |
|
8 |
19 |
37 |
48 |
73 |
165 |
313 |
629 |
|
9 |
20 |
38 |
49 |
76 |
165 |
295 |
535 |
|
10 |
20 |
38 |
51 |
78 |
165 |
277 |
461 |
|
11 |
20 |
39 |
51 |
79 |
165 |
260 |
400 |
|
12 |
20 |
39 |
51 |
79 |
164 |
258 |
350 |
|
13 |
20 |
38 |
51 |
78 |
164 |
257 |
308 |
|
14 |
19 |
38 |
50 |
77 |
163 |
257 |
273 |
|
15 |
18 |
37 |
49 |
77 |
163 |
256 |
256 |
|
16 |
18 |
36 |
49 |
76 |
162 |
255 |
255 |
|
17 |
17 |
36 |
48 |
76 |
162 |
255 |
255 |
|
18 |
17 |
36 |
48 |
76 |
162 |
255 |
255 |
|
19 |
17 |
36 |
51 |
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 |
61 |
76 |
162 |
255 |
255 |
|
24 |
17 |
36 |
63 |
76 |
162 |
255 |
255 |
|
25 |
17 |
36 |
66 |
76 |
161 |
255 |
255 |
|
26 |
17 |
35 |
68 |
75 |
161 |
254 |
254 |
|
27 |
17 |
35 |
71 |
75 |
161 |
254 |
254 |
|
28 |
16 |
35 |
73 |
75 |
161 |
254 |
254 |
|
29 |
16 |
35 |
76 |
75 |
161 |
254 |
254 |
|
30 |
16 |
35 |
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 |
90 |
102 |
109 |
130 |
247 |
342 |
3 367 |
|
2 |
91 |
103 |
110 |
131 |
248 |
370 |
2 522 |
|
3 |
91 |
104 |
113 |
136 |
243 |
387 |
1 910 |
|
4 |
92 |
106 |
116 |
140 |
242 |
387 |
1 479 |
|
5 |
93 |
108 |
119 |
142 |
242 |
378 |
1 173 |
|
6 |
94 |
110 |
121 |
145 |
241 |
364 |
951 |
|
7 |
95 |
112 |
122 |
147 |
241 |
347 |
787 |
|
8 |
95 |
113 |
124 |
149 |
241 |
334 |
661 |
|
9 |
95 |
113 |
124 |
151 |
240 |
333 |
563 |
|
10 |
94 |
112 |
125 |
152 |
239 |
332 |
484 |
|
11 |
93 |
111 |
124 |
151 |
237 |
330 |
420 |
|
12 |
91 |
110 |
122 |
150 |
236 |
329 |
368 |
|
13 |
89 |
108 |
120 |
148 |
234 |
327 |
327 |
|
14 |
88 |
106 |
119 |
146 |
232 |
325 |
325 |
|
15 |
86 |
105 |
117 |
145 |
230 |
324 |
324 |
|
16 |
84 |
103 |
115 |
143 |
229 |
322 |
322 |
|
17 |
83 |
101 |
114 |
141 |
227 |
320 |
320 |
|
18 |
81 |
100 |
112 |
140 |
226 |
319 |
319 |
|
19 |
80 |
99 |
111 |
138 |
224 |
318 |
318 |
|
20 |
79 |
98 |
110 |
137 |
223 |
317 |
317 |
|
21 |
78 |
97 |
109 |
136 |
222 |
316 |
316 |
|
22 |
77 |
95 |
108 |
135 |
221 |
314 |
314 |
|
23 |
75 |
94 |
107 |
134 |
220 |
313 |
313 |
|
24 |
74 |
93 |
105 |
133 |
219 |
312 |
312 |
|
25 |
73 |
92 |
104 |
132 |
217 |
311 |
311 |
|
26 |
72 |
90 |
103 |
130 |
216 |
310 |
310 |
|
27 |
71 |
89 |
102 |
129 |
215 |
308 |
308 |
|
28 |
69 |
88 |
101 |
128 |
214 |
307 |
307 |
|
29 |
68 |
87 |
99 |
127 |
213 |
306 |
306 |
|
30 |
67 |
86 |
98 |
126 |
212 |
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 |
306 |
318 |
324 |
345 |
462 |
557 |
3 603 |
|
2 |
83 |
95 |
101 |
122 |
240 |
387 |
2 660 |
|
3 |
84 |
97 |
106 |
129 |
237 |
400 |
1 995 |
|
4 |
86 |
100 |
110 |
135 |
236 |
399 |
1 537 |
|
5 |
88 |
103 |
115 |
138 |
237 |
389 |
1 216 |
|
6 |
90 |
106 |
117 |
142 |
238 |
374 |
985 |
|
7 |
92 |
109 |
120 |
144 |
238 |
356 |
814 |
|
8 |
93 |
111 |
122 |
147 |
239 |
337 |
683 |
|
9 |
94 |
112 |
123 |
150 |
239 |
332 |
581 |
|
10 |
94 |
112 |
125 |
152 |
239 |
332 |
499 |
|
11 |
94 |
113 |
125 |
153 |
239 |
332 |
433 |
|
12 |
94 |
113 |
126 |
153 |
239 |
332 |
378 |
|
13 |
95 |
113 |
126 |
153 |
239 |
333 |
333 |
|
14 |
95 |
114 |
126 |
154 |
240 |
333 |
333 |
|
15 |
96 |
115 |
127 |
155 |
240 |
334 |
334 |
|
16 |
97 |
115 |
128 |
155 |
241 |
335 |
335 |
|
17 |
98 |
116 |
129 |
156 |
242 |
335 |
335 |
|
18 |
99 |
117 |
130 |
157 |
243 |
336 |
336 |
|
19 |
99 |
118 |
130 |
158 |
244 |
337 |
337 |
|
20 |
100 |
118 |
131 |
158 |
244 |
337 |
337 |
|
21 |
100 |
118 |
131 |
158 |
244 |
337 |
337 |
|
22 |
99 |
118 |
130 |
158 |
244 |
337 |
337 |
|
23 |
99 |
117 |
130 |
157 |
243 |
336 |
336 |
|
24 |
98 |
116 |
129 |
156 |
242 |
335 |
335 |
|
25 |
97 |
115 |
128 |
155 |
241 |
334 |
334 |
|
26 |
95 |
114 |
126 |
154 |
240 |
333 |
333 |
|
27 |
94 |
112 |
125 |
152 |
238 |
332 |
332 |
|
28 |
92 |
111 |
123 |
151 |
237 |
330 |
330 |
|
29 |
91 |
110 |
122 |
150 |
235 |
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 |
13 |
34 |
152 |
297 |
3 064 |
|
2 |
0 |
6 |
13 |
34 |
151 |
338 |
2 288 |
|
3 |
1 |
7 |
15 |
39 |
146 |
353 |
1 731 |
|
4 |
1 |
7 |
17 |
42 |
143 |
354 |
1 339 |
|
5 |
1 |
8 |
19 |
43 |
142 |
345 |
1 063 |
|
6 |
2 |
10 |
21 |
45 |
141 |
332 |
862 |
|
7 |
2 |
12 |
22 |
47 |
141 |
317 |
713 |
|
8 |
2 |
12 |
23 |
48 |
140 |
300 |
600 |
|
9 |
4 |
12 |
24 |
50 |
139 |
283 |
511 |
|
10 |
4 |
12 |
27 |
52 |
138 |
266 |
440 |
|
11 |
4 |
12 |
30 |
52 |
138 |
250 |
382 |
|
12 |
4 |
12 |
31 |
52 |
138 |
234 |
334 |
|
13 |
4 |
13 |
34 |
53 |
138 |
232 |
295 |
|
14 |
5 |
13 |
37 |
53 |
139 |
232 |
261 |
|
15 |
6 |
13 |
40 |
53 |
139 |
232 |
233 |
|
16 |
6 |
13 |
41 |
53 |
139 |
232 |
232 |
|
17 |
6 |
14 |
44 |
54 |
140 |
233 |
233 |
|
18 |
6 |
15 |
47 |
54 |
140 |
234 |
234 |
|
19 |
7 |
16 |
49 |
55 |
141 |
234 |
234 |
|
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 |
238 |
238 |
|
27 |
11 |
23 |
68 |
69 |
145 |
239 |
239 |
|
28 |
11 |
24 |
71 |
71 |
146 |
239 |
239 |
|
29 |
10 |
25 |
73 |
73 |
146 |
239 |
239 |
|
30 |
11 |
26 |
75 |
75 |
146 |
239 |
239 |
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 |
46 |
59 |
65 |
86 |
203 |
318 |
3 298 |
|
2 |
47 |
59 |
66 |
87 |
204 |
361 |
2 460 |
|
3 |
47 |
60 |
68 |
92 |
199 |
376 |
1 855 |
|
4 |
46 |
60 |
70 |
95 |
196 |
375 |
1 431 |
|
5 |
46 |
61 |
73 |
96 |
195 |
366 |
1 133 |
|
6 |
47 |
63 |
74 |
99 |
195 |
352 |
919 |
|
7 |
48 |
64 |
75 |
99 |
194 |
335 |
759 |
|
8 |
47 |
65 |
76 |
101 |
193 |
317 |
638 |
|
9 |
47 |
65 |
77 |
104 |
192 |
299 |
543 |
|
10 |
46 |
65 |
77 |
104 |
191 |
285 |
467 |
|
11 |
45 |
64 |
76 |
104 |
190 |
283 |
405 |
|
12 |
44 |
63 |
75 |
103 |
189 |
282 |
355 |
|
13 |
43 |
61 |
74 |
101 |
187 |
280 |
312 |
|
14 |
41 |
60 |
73 |
100 |
186 |
279 |
279 |
|
15 |
40 |
59 |
71 |
99 |
185 |
278 |
278 |
|
16 |
39 |
58 |
70 |
97 |
183 |
277 |
277 |
|
17 |
38 |
57 |
69 |
97 |
182 |
276 |
276 |
|
18 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
19 |
36 |
55 |
67 |
95 |
181 |
274 |
274 |
|
20 |
36 |
55 |
67 |
94 |
180 |
274 |
274 |
|
21 |
35 |
54 |
66 |
94 |
180 |
273 |
273 |
|
22 |
35 |
53 |
66 |
93 |
179 |
273 |
273 |
|
23 |
34 |
53 |
65 |
93 |
179 |
272 |
272 |
|
24 |
33 |
52 |
65 |
92 |
178 |
271 |
271 |
|
25 |
33 |
51 |
66 |
91 |
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 |
268 |
268 |
|
29 |
30 |
49 |
77 |
89 |
175 |
268 |
268 |
|
30 |
29 |
48 |
79 |
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 |
109 |
121 |
128 |
149 |
266 |
361 |
3 417 |
|
2 |
111 |
123 |
129 |
151 |
268 |
374 |
2 556 |
|
3 |
112 |
125 |
133 |
157 |
264 |
391 |
1 937 |
|
4 |
114 |
127 |
137 |
162 |
263 |
392 |
1 500 |
|
5 |
115 |
130 |
141 |
165 |
264 |
384 |
1 192 |
|
6 |
117 |
133 |
144 |
169 |
265 |
371 |
969 |
|
7 |
119 |
136 |
146 |
171 |
265 |
358 |
804 |
|
8 |
119 |
136 |
147 |
173 |
265 |
358 |
677 |
|
9 |
119 |
137 |
149 |
175 |
264 |
358 |
577 |
|
10 |
119 |
137 |
150 |
177 |
264 |
357 |
497 |
|
11 |
118 |
137 |
149 |
177 |
263 |
356 |
432 |
|
12 |
117 |
136 |
148 |
176 |
262 |
355 |
379 |
|
13 |
116 |
134 |
147 |
174 |
260 |
353 |
353 |
|
14 |
114 |
133 |
145 |
173 |
258 |
352 |
352 |
|
15 |
112 |
131 |
143 |
171 |
257 |
350 |
350 |
|
16 |
110 |
129 |
141 |
169 |
255 |
348 |
348 |
|
17 |
108 |
127 |
139 |
167 |
253 |
346 |
346 |
|
18 |
106 |
125 |
137 |
165 |
251 |
344 |
344 |
|
19 |
104 |
123 |
136 |
163 |
249 |
342 |
342 |
|
20 |
103 |
121 |
134 |
161 |
247 |
341 |
341 |
|
21 |
101 |
120 |
132 |
160 |
246 |
339 |
339 |
|
22 |
99 |
118 |
130 |
158 |
244 |
337 |
337 |
|
23 |
97 |
116 |
129 |
156 |
242 |
335 |
335 |
|
24 |
96 |
114 |
127 |
154 |
240 |
333 |
333 |
|
25 |
94 |
112 |
125 |
152 |
238 |
331 |
331 |
|
26 |
92 |
111 |
123 |
150 |
236 |
330 |
330 |
|
27 |
90 |
109 |
121 |
149 |
234 |
328 |
328 |
|
28 |
88 |
107 |
119 |
147 |
233 |
326 |
326 |
|
29 |
87 |
105 |
118 |
145 |
231 |
324 |
324 |
|
30 |
85 |
104 |
116 |
144 |
229 |
323 |
323 |
3.24 Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
163 |
175 |
181 |
202 |
320 |
415 |
3 703 |
|
2 |
171 |
184 |
190 |
211 |
328 |
423 |
2 758 |
|
3 |
176 |
188 |
197 |
220 |
328 |
423 |
2 084 |
|
4 |
177 |
191 |
201 |
226 |
327 |
421 |
1 612 |
|
5 |
179 |
193 |
205 |
228 |
327 |
421 |
1 278 |
|
6 |
179 |
195 |
206 |
231 |
327 |
420 |
1 036 |
|
7 |
180 |
197 |
207 |
232 |
326 |
419 |
856 |
|
8 |
179 |
196 |
207 |
233 |
325 |
418 |
719 |
|
9 |
178 |
196 |
208 |
235 |
324 |
417 |
611 |
|
10 |
178 |
196 |
208 |
236 |
322 |
416 |
526 |
|
11 |
176 |
195 |
207 |
235 |
321 |
414 |
456 |
|
12 |
174 |
193 |
205 |
233 |
319 |
412 |
412 |
|
13 |
171 |
190 |
203 |
230 |
316 |
409 |
409 |
|
14 |
169 |
187 |
200 |
227 |
313 |
406 |
406 |
|
15 |
166 |
184 |
197 |
224 |
310 |
403 |
403 |
|
16 |
163 |
181 |
194 |
221 |
307 |
400 |
400 |
|
17 |
160 |
178 |
191 |
218 |
304 |
398 |
398 |
|
18 |
157 |
176 |
188 |
215 |
301 |
395 |
395 |
|
19 |
154 |
173 |
185 |
213 |
298 |
392 |
392 |
|
20 |
151 |
170 |
182 |
210 |
296 |
389 |
389 |
|
21 |
148 |
167 |
179 |
207 |
293 |
386 |
386 |
|
22 |
145 |
164 |
176 |
204 |
290 |
383 |
383 |
|
23 |
142 |
161 |
173 |
201 |
286 |
380 |
380 |
|
24 |
139 |
158 |
170 |
198 |
283 |
377 |
377 |
|
25 |
136 |
155 |
167 |
194 |
280 |
374 |
374 |
|
26 |
133 |
152 |
164 |
191 |
277 |
371 |
371 |
|
27 |
130 |
149 |
161 |
189 |
274 |
368 |
368 |
|
28 |
127 |
146 |
158 |
186 |
272 |
365 |
365 |
|
29 |
124 |
143 |
155 |
183 |
269 |
362 |
362 |
|
30 |
122 |
140 |
153 |
180 |
266 |
359 |
359 |
3.25 Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
28 |
40 |
46 |
67 |
184 |
303 |
3 125 |
|
2 |
28 |
40 |
47 |
68 |
185 |
345 |
2 337 |
|
3 |
28 |
41 |
49 |
73 |
180 |
361 |
1 770 |
|
4 |
28 |
42 |
52 |
77 |
178 |
362 |
1 371 |
|
5 |
29 |
43 |
55 |
78 |
177 |
353 |
1 089 |
|
6 |
29 |
45 |
56 |
81 |
177 |
340 |
884 |
|
7 |
30 |
47 |
57 |
82 |
176 |
325 |
732 |
|
8 |
29 |
47 |
58 |
83 |
175 |
308 |
615 |
|
9 |
29 |
47 |
58 |
85 |
174 |
290 |
524 |
|
10 |
29 |
47 |
59 |
87 |
174 |
273 |
451 |
|
11 |
28 |
47 |
59 |
87 |
173 |
266 |
392 |
|
12 |
28 |
46 |
59 |
86 |
172 |
266 |
343 |
|
13 |
27 |
46 |
59 |
86 |
172 |
265 |
303 |
|
14 |
27 |
46 |
58 |
86 |
171 |
265 |
268 |
|
15 |
27 |
45 |
58 |
85 |
171 |
265 |
265 |
|
16 |
27 |
45 |
58 |
85 |
171 |
264 |
264 |
|
17 |
27 |
45 |
58 |
85 |
171 |
264 |
264 |
|
18 |
27 |
46 |
58 |
85 |
171 |
265 |
265 |
|
19 |
27 |
46 |
58 |
86 |
171 |
265 |
265 |
|
20 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
21 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
22 |
27 |
46 |
58 |
86 |
171 |
265 |
265 |
|
23 |
27 |
46 |
60 |
85 |
171 |
265 |
265 |
|
24 |
27 |
45 |
62 |
85 |
171 |
264 |
264 |
|
25 |
26 |
45 |
65 |
85 |
171 |
264 |
264 |
|
26 |
26 |
45 |
67 |
85 |
170 |
264 |
264 |
|
27 |
26 |
44 |
70 |
84 |
170 |
263 |
263 |
|
28 |
25 |
44 |
72 |
84 |
170 |
263 |
263 |
|
29 |
25 |
44 |
74 |
84 |
169 |
263 |
263 |
|
30 |
25 |
43 |
78 |
83 |
169 |
262 |
262 |
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 |
308 |
3 189 |
|
2 |
27 |
39 |
45 |
66 |
184 |
352 |
2 387 |
|
3 |
28 |
41 |
49 |
73 |
180 |
368 |
1 807 |
|
4 |
29 |
43 |
53 |
78 |
179 |
368 |
1 399 |
|
5 |
31 |
46 |
57 |
81 |
180 |
360 |
1 110 |
|
6 |
33 |
49 |
60 |
84 |
180 |
346 |
901 |
|
7 |
35 |
52 |
62 |
87 |
181 |
330 |
746 |
|
8 |
35 |
52 |
63 |
89 |
181 |
313 |
627 |
|
9 |
36 |
54 |
65 |
92 |
181 |
295 |
534 |
|
10 |
36 |
55 |
67 |
94 |
181 |
278 |
460 |
|
11 |
37 |
56 |
68 |
96 |
182 |
275 |
399 |
|
12 |
37 |
56 |
68 |
96 |
182 |
275 |
349 |
|
13 |
37 |
56 |
69 |
96 |
182 |
275 |
308 |
|
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 |
69 |
96 |
182 |
275 |
275 |
|
20 |
38 |
56 |
69 |
96 |
182 |
276 |
276 |
|
21 |
38 |
57 |
69 |
96 |
182 |
276 |
276 |
|
22 |
38 |
56 |
69 |
96 |
182 |
276 |
276 |
|
23 |
38 |
56 |
69 |
96 |
182 |
275 |
275 |
|
24 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
25 |
37 |
55 |
68 |
95 |
181 |
274 |
274 |
|
26 |
36 |
55 |
68 |
95 |
181 |
274 |
274 |
|
27 |
36 |
54 |
71 |
94 |
180 |
273 |
273 |
|
28 |
35 |
54 |
73 |
94 |
179 |
273 |
273 |
|
29 |
34 |
53 |
76 |
93 |
179 |
272 |
272 |
|
30 |
34 |
52 |
78 |
92 |
178 |
271 |
271 |
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 |
163 |
280 |
375 |
3 546 |
|
2 |
121 |
133 |
140 |
161 |
278 |
381 |
2 613 |
|
3 |
120 |
133 |
141 |
165 |
272 |
397 |
1 972 |
|
4 |
119 |
133 |
143 |
168 |
269 |
398 |
1 528 |
|
5 |
120 |
134 |
146 |
169 |
268 |
390 |
1 215 |
|
6 |
120 |
136 |
147 |
171 |
267 |
376 |
988 |
|
7 |
120 |
137 |
148 |
172 |
266 |
360 |
819 |
|
8 |
120 |
137 |
148 |
174 |
265 |
359 |
689 |
|
9 |
119 |
137 |
148 |
175 |
264 |
358 |
588 |
|
10 |
119 |
137 |
150 |
177 |
264 |
357 |
506 |
|
11 |
118 |
137 |
149 |
177 |
263 |
356 |
440 |
|
12 |
117 |
136 |
148 |
176 |
262 |
355 |
385 |
|
13 |
116 |
135 |
147 |
175 |
261 |
354 |
354 |
|
14 |
115 |
134 |
146 |
174 |
259 |
353 |
353 |
|
15 |
113 |
132 |
144 |
172 |
257 |
351 |
351 |
|
16 |
111 |
130 |
142 |
170 |
255 |
349 |
349 |
|
17 |
109 |
127 |
140 |
167 |
253 |
346 |
346 |
|
18 |
107 |
125 |
138 |
165 |
251 |
344 |
344 |
|
19 |
105 |
123 |
136 |
163 |
249 |
342 |
342 |
|
20 |
102 |
121 |
134 |
161 |
247 |
340 |
340 |
|
21 |
100 |
119 |
131 |
159 |
245 |
338 |
338 |
|
22 |
98 |
117 |
129 |
157 |
242 |
336 |
336 |
|
23 |
96 |
114 |
127 |
154 |
240 |
334 |
334 |
|
24 |
94 |
112 |
125 |
152 |
238 |
331 |
331 |
|
25 |
91 |
110 |
122 |
150 |
236 |
329 |
329 |
|
26 |
89 |
108 |
120 |
148 |
234 |
327 |
327 |
|
27 |
87 |
106 |
118 |
146 |
232 |
325 |
325 |
|
28 |
85 |
104 |
116 |
144 |
230 |
323 |
323 |
|
29 |
83 |
102 |
114 |
142 |
228 |
321 |
321 |
|
30 |
81 |
100 |
112 |
140 |
226 |
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 |
9 |
15 |
36 |
154 |
312 |
3 230 |
|
2 |
0 |
11 |
17 |
38 |
155 |
353 |
2 399 |
|
3 |
1 |
12 |
21 |
44 |
152 |
368 |
1 810 |
|
4 |
1 |
14 |
25 |
49 |
150 |
367 |
1 398 |
|
5 |
2 |
17 |
28 |
52 |
151 |
358 |
1 108 |
|
6 |
4 |
20 |
31 |
55 |
151 |
344 |
898 |
|
7 |
6 |
23 |
33 |
58 |
152 |
328 |
742 |
|
8 |
6 |
23 |
35 |
60 |
152 |
310 |
623 |
|
9 |
6 |
24 |
36 |
63 |
152 |
293 |
530 |
|
10 |
7 |
25 |
37 |
65 |
151 |
275 |
456 |
|
11 |
7 |
25 |
38 |
65 |
151 |
258 |
396 |
|
12 |
6 |
25 |
37 |
65 |
151 |
244 |
347 |
|
13 |
6 |
25 |
37 |
65 |
151 |
244 |
305 |
|
14 |
6 |
25 |
38 |
65 |
150 |
244 |
270 |
|
15 |
6 |
24 |
40 |
64 |
150 |
244 |
244 |
|
16 |
6 |
24 |
43 |
64 |
150 |
243 |
243 |
|
17 |
6 |
24 |
46 |
64 |
150 |
243 |
243 |
|
18 |
7 |
24 |
48 |
64 |
150 |
243 |
243 |
|
19 |
7 |
24 |
50 |
64 |
150 |
243 |
243 |
|
20 |
7 |
25 |
53 |
65 |
151 |
244 |
244 |
|
21 |
7 |
25 |
55 |
65 |
151 |
244 |
244 |
|
22 |
9 |
26 |
58 |
65 |
151 |
245 |
245 |
|
23 |
9 |
26 |
60 |
66 |
152 |
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 |
75 |
75 |
152 |
245 |
245 |
|
30 |
12 |
26 |
78 |
77 |
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 |
311 |
3 217 |
|
2 |
31 |
43 |
50 |
71 |
188 |
353 |
2 398 |
|
3 |
30 |
43 |
51 |
75 |
182 |
368 |
1 811 |
|
4 |
29 |
43 |
53 |
78 |
179 |
368 |
1 399 |
|
5 |
29 |
44 |
55 |
79 |
178 |
359 |
1 109 |
|
6 |
32 |
47 |
58 |
83 |
179 |
345 |
899 |
|
7 |
30 |
47 |
57 |
82 |
176 |
328 |
743 |
|
8 |
33 |
50 |
61 |
87 |
179 |
311 |
624 |
|
9 |
32 |
50 |
62 |
89 |
178 |
293 |
531 |
|
10 |
28 |
46 |
58 |
86 |
173 |
276 |
457 |
|
11 |
24 |
42 |
55 |
82 |
168 |
262 |
397 |
|
12 |
21 |
39 |
52 |
79 |
165 |
259 |
347 |
|
13 |
18 |
37 |
49 |
77 |
163 |
256 |
305 |
|
14 |
17 |
35 |
48 |
75 |
161 |
254 |
270 |
|
15 |
15 |
34 |
46 |
74 |
160 |
253 |
253 |
|
16 |
14 |
32 |
45 |
72 |
158 |
251 |
251 |
|
17 |
13 |
32 |
45 |
72 |
157 |
251 |
251 |
|
18 |
12 |
31 |
48 |
71 |
157 |
250 |
250 |
|
19 |
12 |
31 |
50 |
71 |
156 |
250 |
250 |
|
20 |
12 |
31 |
53 |
71 |
156 |
250 |
250 |
|
21 |
12 |
31 |
55 |
71 |
156 |
250 |
250 |
|
22 |
12 |
31 |
58 |
71 |
156 |
250 |
250 |
|
23 |
12 |
31 |
59 |
70 |
156 |
250 |
250 |
|
24 |
12 |
30 |
62 |
70 |
156 |
249 |
249 |
|
25 |
12 |
30 |
65 |
70 |
156 |
249 |
249 |
|
26 |
11 |
30 |
67 |
70 |
156 |
249 |
249 |
|
27 |
11 |
30 |
69 |
71 |
156 |
249 |
249 |
|
28 |
11 |
30 |
72 |
73 |
156 |
249 |
249 |
|
29 |
11 |
30 |
74 |
75 |
155 |
249 |
249 |
|
30 |
12 |
30 |
78 |
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 |
206 |
218 |
225 |
246 |
363 |
458 |
3 660 |
|
2 |
203 |
215 |
222 |
243 |
360 |
455 |
2 661 |
|
3 |
198 |
211 |
219 |
243 |
350 |
445 |
1 991 |
|
4 |
193 |
207 |
217 |
242 |
343 |
437 |
1 533 |
|
5 |
189 |
204 |
215 |
239 |
338 |
431 |
1 214 |
|
6 |
186 |
202 |
213 |
237 |
333 |
427 |
985 |
|
7 |
183 |
200 |
210 |
235 |
329 |
422 |
816 |
|
8 |
179 |
196 |
207 |
233 |
324 |
418 |
687 |
|
9 |
175 |
193 |
204 |
231 |
320 |
413 |
587 |
|
10 |
171 |
189 |
202 |
229 |
316 |
409 |
507 |
|
11 |
167 |
186 |
198 |
226 |
312 |
405 |
441 |
|
12 |
163 |
182 |
194 |
222 |
308 |
401 |
401 |
|
13 |
159 |
178 |
190 |
218 |
304 |
397 |
397 |
|
14 |
155 |
174 |
186 |
214 |
300 |
393 |
393 |
|
15 |
152 |
170 |
183 |
210 |
296 |
389 |
389 |
|
16 |
148 |
167 |
179 |
207 |
293 |
386 |
386 |
|
17 |
145 |
163 |
176 |
203 |
289 |
382 |
382 |
|
18 |
142 |
160 |
173 |
200 |
286 |
379 |
379 |
|
19 |
139 |
157 |
170 |
197 |
283 |
376 |
376 |
|
20 |
136 |
154 |
167 |
194 |
280 |
373 |
373 |
|
21 |
133 |
151 |
164 |
191 |
277 |
370 |
370 |
|
22 |
130 |
148 |
161 |
188 |
274 |
368 |
368 |
|
23 |
127 |
146 |
158 |
186 |
271 |
365 |
365 |
|
24 |
124 |
143 |
155 |
183 |
269 |
362 |
362 |
|
25 |
121 |
140 |
152 |
180 |
266 |
359 |
359 |
|
26 |
119 |
137 |
150 |
177 |
263 |
356 |
356 |
|
27 |
116 |
135 |
147 |
175 |
260 |
354 |
354 |
|
28 |
114 |
132 |
145 |
172 |
258 |
351 |
351 |
|
29 |
111 |
130 |
142 |
170 |
256 |
349 |
349 |
|
30 |
109 |
127 |
140 |
167 |
253 |
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 |
50 |
169 |
316 |
3 277 |
|
2 |
0 |
14 |
25 |
50 |
169 |
358 |
2 436 |
|
3 |
1 |
16 |
28 |
55 |
166 |
372 |
1 833 |
|
4 |
1 |
20 |
31 |
60 |
165 |
371 |
1 414 |
|
5 |
3 |
23 |
36 |
66 |
165 |
361 |
1 120 |
|
6 |
5 |
27 |
39 |
68 |
166 |
347 |
907 |
|
7 |
8 |
30 |
42 |
70 |
166 |
331 |
750 |
|
8 |
11 |
34 |
45 |
74 |
166 |
313 |
629 |
|
9 |
12 |
37 |
49 |
76 |
166 |
295 |
535 |
|
10 |
14 |
39 |
51 |
77 |
166 |
277 |
461 |
|
11 |
15 |
41 |
52 |
78 |
166 |
260 |
400 |
|
12 |
15 |
42 |
54 |
79 |
166 |
260 |
350 |
|
13 |
16 |
43 |
54 |
80 |
166 |
260 |
308 |
|
14 |
17 |
44 |
55 |
80 |
166 |
259 |
273 |
|
15 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
16 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
17 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
18 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
19 |
17 |
44 |
55 |
80 |
166 |
259 |
259 |
|
20 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
21 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
22 |
17 |
44 |
58 |
80 |
166 |
260 |
260 |
|
23 |
17 |
44 |
61 |
80 |
166 |
260 |
260 |
|
24 |
17 |
44 |
63 |
80 |
166 |
259 |
259 |
|
25 |
17 |
44 |
66 |
80 |
166 |
259 |
259 |
|
26 |
17 |
44 |
68 |
80 |
166 |
259 |
259 |
|
27 |
17 |
44 |
71 |
80 |
165 |
259 |
259 |
|
28 |
17 |
44 |
73 |
80 |
165 |
258 |
258 |
|
29 |
17 |
44 |
75 |
80 |
165 |
258 |
258 |
|
30 |
17 |
44 |
78 |
80 |
164 |
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 |
131 |
293 |
3 014 |
|
2 |
0 |
1 |
6 |
13 |
130 |
333 |
2 249 |
|
3 |
1 |
1 |
8 |
16 |
123 |
348 |
1 701 |
|
4 |
1 |
3 |
11 |
19 |
120 |
348 |
1 317 |
|
5 |
1 |
4 |
15 |
21 |
119 |
340 |
1 045 |
|
6 |
2 |
4 |
16 |
24 |
119 |
327 |
849 |
|
7 |
2 |
6 |
19 |
27 |
119 |
312 |
703 |
|
8 |
2 |
6 |
21 |
29 |
118 |
296 |
591 |
|
9 |
4 |
7 |
24 |
31 |
118 |
279 |
504 |
|
10 |
4 |
8 |
27 |
33 |
118 |
263 |
434 |
|
11 |
4 |
9 |
30 |
36 |
118 |
247 |
377 |
|
12 |
4 |
9 |
31 |
38 |
119 |
232 |
330 |
|
13 |
4 |
11 |
34 |
40 |
119 |
217 |
291 |
|
14 |
5 |
11 |
37 |
42 |
119 |
212 |
258 |
|
15 |
6 |
13 |
39 |
44 |
119 |
213 |
230 |
|
16 |
6 |
13 |
41 |
46 |
120 |
213 |
213 |
|
17 |
6 |
14 |
44 |
49 |
120 |
213 |
213 |
|
18 |
6 |
15 |
46 |
51 |
120 |
214 |
214 |
|
19 |
7 |
16 |
48 |
53 |
123 |
214 |
214 |
|
20 |
7 |
16 |
51 |
55 |
125 |
215 |
215 |
|
21 |
7 |
18 |
53 |
57 |
126 |
215 |
215 |
|
22 |
8 |
19 |
55 |
58 |
129 |
216 |
216 |
|
23 |
8 |
19 |
58 |
61 |
130 |
216 |
216 |
|
24 |
8 |
21 |
60 |
63 |
132 |
216 |
216 |
|
25 |
9 |
21 |
63 |
65 |
133 |
216 |
216 |
|
26 |
9 |
22 |
65 |
67 |
135 |
216 |
216 |
|
27 |
10 |
23 |
68 |
68 |
136 |
216 |
216 |
|
28 |
10 |
24 |
70 |
70 |
137 |
216 |
216 |
|
29 |
10 |
24 |
73 |
72 |
138 |
216 |
216 |
|
30 |
11 |
26 |
75 |
75 |
140 |
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 |
19 |
|
Euro |
Belgium |
19 |
|
Euro |
Cyprus |
19 |
|
Euro |
Estonia |
19 |
|
Euro |
Finland |
19 |
|
Euro |
France |
19 |
|
Euro |
Germany |
19 |
|
Euro |
Greece |
19 |
|
Euro |
Ireland |
19 |
|
Euro |
Italy |
19 |
|
Euro |
Latvia |
19 |
|
Euro |
Lithuania |
19 |
|
Euro |
Luxembourg |
19 |
|
Euro |
Malta |
19 |
|
Euro |
Netherlands |
19 |
|
Euro |
Portugal |
19 |
|
Euro |
Slovakia |
19 |
|
Euro |
Slovenia |
19 |
|
Euro |
Spain |
19 |
|
Czech koruna |
Czech Republic |
24 |
|
Danish krone |
Denmark |
15 |
|
Forint |
Hungary |
20 |
|
Krona |
Sweden |
-3 |
|
Kuna |
Croatia |
-1 |
|
Lev |
Bulgaria |
35 |
|
Pound sterling |
United Kingdom |
24 |
|
Romanian leu |
Romania |
5 |
|
Zloty |
Poland |
17 |
|
Króna |
Iceland |
-6 |
|
Norwegian krone |
Norway |
5 |
|
Swiss franc |
Liechtenstein |
-3 |
|
Swiss franc |
Switzerland |
-3 |
|
Australian dollar |
Australia |
5 |
|
Canadian dollar |
Canada |
10 |
|
Renminbi-yuan |
China |
6 |
|
Hong Kong dollar |
Hong Kong |
3 |
|
US dollar |
United States |
52 |
|
Yen |
Japan |
2 |