|
28.2.2017 |
EN |
Official Journal of the European Union |
L 53/1 |
COMMISSION IMPLEMENTING REGULATION (EU) 2017/309
of 23 February 2017
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2016 until 30 March 2017 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 reinsurance 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 9 January 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2016 market data. That information was published on 9 January 2017 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 2016 until 30 March 2017.
2. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
|
(a) |
the relevant risk-free rate term structures set out in Annex I; |
|
(b) |
the fundamental spreads for the calculation of the matching adjustment set out in Annex II; |
|
(c) |
for each relevant national insurance market, the volatility adjustments set out in Annex III. |
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 31 December 2016.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 23 February 2017.
For the Commission
The President
Jean-Claude JUNCKER
(1) OJ L 335, 17.12.2009, p. 1.
(2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
-0,302 % |
0,057 % |
-0,312 % |
0,262 % |
-0,582 % |
0,743 % |
|
2 |
-0,261 % |
0,135 % |
-0,271 % |
0,626 % |
-0,445 % |
1,113 % |
|
3 |
-0,208 % |
0,195 % |
-0,218 % |
0,849 % |
-0,250 % |
1,564 % |
|
4 |
-0,123 % |
0,307 % |
-0,133 % |
1,340 % |
-0,050 % |
2,029 % |
|
5 |
-0,024 % |
0,405 % |
-0,034 % |
1,688 % |
0,159 % |
2,370 % |
|
6 |
0,092 % |
0,488 % |
0,081 % |
2,135 % |
0,362 % |
2,605 % |
|
7 |
0,215 % |
0,578 % |
0,205 % |
2,456 % |
0,557 % |
2,765 % |
|
8 |
0,341 % |
0,642 % |
0,330 % |
2,694 % |
0,735 % |
2,865 % |
|
9 |
0,461 % |
0,714 % |
0,451 % |
2,880 % |
0,889 % |
2,922 % |
|
10 |
0,571 % |
0,774 % |
0,561 % |
3,029 % |
1,026 % |
2,969 % |
|
11 |
0,671 % |
0,848 % |
0,660 % |
3,182 % |
1,196 % |
3,014 % |
|
12 |
0,760 % |
0,912 % |
0,750 % |
3,337 % |
1,379 % |
3,056 % |
|
13 |
0,841 % |
0,948 % |
0,830 % |
3,486 % |
1,559 % |
3,097 % |
|
14 |
0,908 % |
0,973 % |
0,897 % |
3,623 % |
1,725 % |
3,136 % |
|
15 |
0,958 % |
1,005 % |
0,948 % |
3,742 % |
1,878 % |
3,172 % |
|
16 |
0,993 % |
1,053 % |
0,982 % |
3,840 % |
2,015 % |
3,207 % |
|
17 |
1,019 % |
1,114 % |
1,009 % |
3,921 % |
2,139 % |
3,240 % |
|
18 |
1,046 % |
1,183 % |
1,035 % |
3,988 % |
2,250 % |
3,272 % |
|
19 |
1,077 % |
1,257 % |
1,066 % |
4,043 % |
2,351 % |
3,301 % |
|
20 |
1,117 % |
1,333 % |
1,107 % |
4,089 % |
2,442 % |
3,330 % |
|
21 |
1,167 % |
1,410 % |
1,157 % |
4,127 % |
2,524 % |
3,357 % |
|
22 |
1,226 % |
1,487 % |
1,216 % |
4,158 % |
2,600 % |
3,382 % |
|
23 |
1,289 % |
1,563 % |
1,279 % |
4,184 % |
2,669 % |
3,407 % |
|
24 |
1,355 % |
1,637 % |
1,346 % |
4,206 % |
2,732 % |
3,430 % |
|
25 |
1,423 % |
1,709 % |
1,414 % |
4,224 % |
2,790 % |
3,452 % |
|
26 |
1,492 % |
1,779 % |
1,482 % |
4,239 % |
2,844 % |
3,473 % |
|
27 |
1,559 % |
1,847 % |
1,550 % |
4,251 % |
2,894 % |
3,494 % |
|
28 |
1,626 % |
1,912 % |
1,618 % |
4,261 % |
2,940 % |
3,513 % |
|
29 |
1,692 % |
1,975 % |
1,683 % |
4,269 % |
2,983 % |
3,531 % |
|
30 |
1,756 % |
2,035 % |
1,748 % |
4,276 % |
3,024 % |
3,549 % |
|
31 |
1,818 % |
2,093 % |
1,810 % |
4,281 % |
3,061 % |
3,566 % |
|
32 |
1,878 % |
2,148 % |
1,871 % |
4,286 % |
3,097 % |
3,582 % |
|
33 |
1,937 % |
2,202 % |
1,929 % |
4,289 % |
3,130 % |
3,597 % |
|
34 |
1,993 % |
2,253 % |
1,985 % |
4,292 % |
3,161 % |
3,612 % |
|
35 |
2,047 % |
2,302 % |
2,040 % |
4,294 % |
3,191 % |
3,626 % |
|
36 |
2,099 % |
2,349 % |
2,092 % |
4,295 % |
3,219 % |
3,640 % |
|
37 |
2,149 % |
2,394 % |
2,143 % |
4,296 % |
3,245 % |
3,653 % |
|
38 |
2,198 % |
2,437 % |
2,191 % |
4,296 % |
3,270 % |
3,666 % |
|
39 |
2,244 % |
2,479 % |
2,238 % |
4,297 % |
3,294 % |
3,678 % |
|
40 |
2,289 % |
2,518 % |
2,283 % |
4,297 % |
3,317 % |
3,689 % |
|
41 |
2,332 % |
2,556 % |
2,326 % |
4,296 % |
3,338 % |
3,700 % |
|
42 |
2,373 % |
2,593 % |
2,367 % |
4,296 % |
3,358 % |
3,711 % |
|
43 |
2,413 % |
2,628 % |
2,407 % |
4,295 % |
3,378 % |
3,721 % |
|
44 |
2,451 % |
2,662 % |
2,446 % |
4,294 % |
3,397 % |
3,731 % |
|
45 |
2,488 % |
2,694 % |
2,483 % |
4,293 % |
3,414 % |
3,741 % |
|
46 |
2,524 % |
2,726 % |
2,518 % |
4,292 % |
3,431 % |
3,750 % |
|
47 |
2,558 % |
2,756 % |
2,552 % |
4,291 % |
3,448 % |
3,759 % |
|
48 |
2,591 % |
2,785 % |
2,585 % |
4,290 % |
3,463 % |
3,767 % |
|
49 |
2,622 % |
2,813 % |
2,617 % |
4,289 % |
3,478 % |
3,775 % |
|
50 |
2,653 % |
2,839 % |
2,648 % |
4,288 % |
3,493 % |
3,783 % |
|
51 |
2,682 % |
2,865 % |
2,677 % |
4,287 % |
3,506 % |
3,791 % |
|
52 |
2,711 % |
2,890 % |
2,706 % |
4,286 % |
3,520 % |
3,799 % |
|
53 |
2,738 % |
2,914 % |
2,733 % |
4,285 % |
3,533 % |
3,806 % |
|
54 |
2,764 % |
2,938 % |
2,760 % |
4,283 % |
3,545 % |
3,813 % |
|
55 |
2,790 % |
2,960 % |
2,785 % |
4,282 % |
3,557 % |
3,819 % |
|
56 |
2,815 % |
2,982 % |
2,810 % |
4,281 % |
3,568 % |
3,826 % |
|
57 |
2,839 % |
3,003 % |
2,834 % |
4,280 % |
3,579 % |
3,832 % |
|
58 |
2,862 % |
3,023 % |
2,857 % |
4,279 % |
3,590 % |
3,838 % |
|
59 |
2,884 % |
3,043 % |
2,880 % |
4,278 % |
3,600 % |
3,844 % |
|
60 |
2,906 % |
3,062 % |
2,901 % |
4,277 % |
3,610 % |
3,850 % |
|
61 |
2,927 % |
3,080 % |
2,922 % |
4,275 % |
3,620 % |
3,856 % |
|
62 |
2,947 % |
3,098 % |
2,943 % |
4,274 % |
3,629 % |
3,861 % |
|
63 |
2,966 % |
3,115 % |
2,962 % |
4,273 % |
3,638 % |
3,866 % |
|
64 |
2,986 % |
3,132 % |
2,982 % |
4,272 % |
3,647 % |
3,871 % |
|
65 |
3,004 % |
3,148 % |
3,000 % |
4,271 % |
3,655 % |
3,876 % |
|
66 |
3,022 % |
3,164 % |
3,018 % |
4,270 % |
3,664 % |
3,881 % |
|
67 |
3,039 % |
3,179 % |
3,036 % |
4,269 % |
3,672 % |
3,886 % |
|
68 |
3,056 % |
3,194 % |
3,053 % |
4,268 % |
3,679 % |
3,890 % |
|
69 |
3,073 % |
3,209 % |
3,069 % |
4,267 % |
3,687 % |
3,895 % |
|
70 |
3,089 % |
3,223 % |
3,085 % |
4,267 % |
3,694 % |
3,899 % |
|
71 |
3,104 % |
3,236 % |
3,101 % |
4,266 % |
3,701 % |
3,903 % |
|
72 |
3,119 % |
3,250 % |
3,116 % |
4,265 % |
3,708 % |
3,907 % |
|
73 |
3,134 % |
3,263 % |
3,131 % |
4,264 % |
3,715 % |
3,911 % |
|
74 |
3,148 % |
3,275 % |
3,145 % |
4,263 % |
3,722 % |
3,915 % |
|
75 |
3,162 % |
3,287 % |
3,159 % |
4,262 % |
3,728 % |
3,919 % |
|
76 |
3,176 % |
3,299 % |
3,172 % |
4,261 % |
3,734 % |
3,922 % |
|
77 |
3,189 % |
3,311 % |
3,186 % |
4,261 % |
3,740 % |
3,926 % |
|
78 |
3,202 % |
3,322 % |
3,199 % |
4,260 % |
3,746 % |
3,929 % |
|
79 |
3,215 % |
3,333 % |
3,211 % |
4,259 % |
3,752 % |
3,933 % |
|
80 |
3,227 % |
3,344 % |
3,224 % |
4,258 % |
3,757 % |
3,936 % |
|
81 |
3,239 % |
3,355 % |
3,236 % |
4,258 % |
3,763 % |
3,939 % |
|
82 |
3,250 % |
3,365 % |
3,247 % |
4,257 % |
3,768 % |
3,943 % |
|
83 |
3,262 % |
3,375 % |
3,259 % |
4,256 % |
3,773 % |
3,946 % |
|
84 |
3,273 % |
3,385 % |
3,270 % |
4,256 % |
3,778 % |
3,949 % |
|
85 |
3,284 % |
3,394 % |
3,281 % |
4,255 % |
3,783 % |
3,952 % |
|
86 |
3,294 % |
3,404 % |
3,291 % |
4,254 % |
3,788 % |
3,954 % |
|
87 |
3,305 % |
3,413 % |
3,302 % |
4,254 % |
3,793 % |
3,957 % |
|
88 |
3,315 % |
3,422 % |
3,312 % |
4,253 % |
3,797 % |
3,960 % |
|
89 |
3,325 % |
3,430 % |
3,322 % |
4,253 % |
3,802 % |
3,963 % |
|
90 |
3,334 % |
3,439 % |
3,332 % |
4,252 % |
3,806 % |
3,965 % |
|
91 |
3,344 % |
3,447 % |
3,341 % |
4,251 % |
3,811 % |
3,968 % |
|
92 |
3,353 % |
3,455 % |
3,350 % |
4,251 % |
3,815 % |
3,970 % |
|
93 |
3,362 % |
3,463 % |
3,359 % |
4,250 % |
3,819 % |
3,973 % |
|
94 |
3,371 % |
3,471 % |
3,368 % |
4,250 % |
3,823 % |
3,975 % |
|
95 |
3,380 % |
3,479 % |
3,377 % |
4,249 % |
3,827 % |
3,978 % |
|
96 |
3,388 % |
3,486 % |
3,386 % |
4,249 % |
3,831 % |
3,980 % |
|
97 |
3,397 % |
3,494 % |
3,394 % |
4,248 % |
3,835 % |
3,982 % |
|
98 |
3,405 % |
3,501 % |
3,402 % |
4,248 % |
3,838 % |
3,984 % |
|
99 |
3,413 % |
3,508 % |
3,410 % |
4,247 % |
3,842 % |
3,987 % |
|
100 |
3,421 % |
3,515 % |
3,418 % |
4,247 % |
3,846 % |
3,989 % |
|
101 |
3,428 % |
3,521 % |
3,426 % |
4,246 % |
3,849 % |
3,991 % |
|
102 |
3,436 % |
3,528 % |
3,433 % |
4,246 % |
3,853 % |
3,993 % |
|
103 |
3,443 % |
3,535 % |
3,441 % |
4,246 % |
3,856 % |
3,995 % |
|
104 |
3,450 % |
3,541 % |
3,448 % |
4,245 % |
3,859 % |
3,997 % |
|
105 |
3,458 % |
3,547 % |
3,455 % |
4,245 % |
3,863 % |
3,999 % |
|
106 |
3,465 % |
3,553 % |
3,462 % |
4,244 % |
3,866 % |
4,001 % |
|
107 |
3,471 % |
3,559 % |
3,469 % |
4,244 % |
3,869 % |
4,002 % |
|
108 |
3,478 % |
3,565 % |
3,476 % |
4,243 % |
3,872 % |
4,004 % |
|
109 |
3,485 % |
3,571 % |
3,482 % |
4,243 % |
3,875 % |
4,006 % |
|
110 |
3,491 % |
3,577 % |
3,489 % |
4,243 % |
3,878 % |
4,008 % |
|
111 |
3,498 % |
3,582 % |
3,495 % |
4,242 % |
3,881 % |
4,010 % |
|
112 |
3,504 % |
3,588 % |
3,502 % |
4,242 % |
3,884 % |
4,011 % |
|
113 |
3,510 % |
3,593 % |
3,508 % |
4,241 % |
3,886 % |
4,013 % |
|
114 |
3,516 % |
3,599 % |
3,514 % |
4,241 % |
3,889 % |
4,015 % |
|
115 |
3,522 % |
3,604 % |
3,520 % |
4,241 % |
3,892 % |
4,016 % |
|
116 |
3,528 % |
3,609 % |
3,526 % |
4,240 % |
3,895 % |
4,018 % |
|
117 |
3,533 % |
3,614 % |
3,531 % |
4,240 % |
3,897 % |
4,019 % |
|
118 |
3,539 % |
3,619 % |
3,537 % |
4,240 % |
3,900 % |
4,021 % |
|
119 |
3,545 % |
3,624 % |
3,542 % |
4,239 % |
3,902 % |
4,022 % |
|
120 |
3,550 % |
3,629 % |
3,548 % |
4,239 % |
3,905 % |
4,024 % |
|
121 |
3,555 % |
3,633 % |
3,553 % |
4,239 % |
3,907 % |
4,025 % |
|
122 |
3,561 % |
3,638 % |
3,559 % |
4,238 % |
3,910 % |
4,027 % |
|
123 |
3,566 % |
3,642 % |
3,564 % |
4,238 % |
3,912 % |
4,028 % |
|
124 |
3,571 % |
3,647 % |
3,569 % |
4,238 % |
3,914 % |
4,030 % |
|
125 |
3,576 % |
3,651 % |
3,574 % |
4,238 % |
3,916 % |
4,031 % |
|
126 |
3,581 % |
3,656 % |
3,579 % |
4,237 % |
3,919 % |
4,032 % |
|
127 |
3,586 % |
3,660 % |
3,584 % |
4,237 % |
3,921 % |
4,034 % |
|
128 |
3,591 % |
3,664 % |
3,589 % |
4,237 % |
3,923 % |
4,035 % |
|
129 |
3,595 % |
3,668 % |
3,593 % |
4,236 % |
3,925 % |
4,036 % |
|
130 |
3,600 % |
3,672 % |
3,598 % |
4,236 % |
3,927 % |
4,037 % |
|
131 |
3,605 % |
3,676 % |
3,603 % |
4,236 % |
3,929 % |
4,039 % |
|
132 |
3,609 % |
3,680 % |
3,607 % |
4,236 % |
3,931 % |
4,040 % |
|
133 |
3,613 % |
3,684 % |
3,612 % |
4,235 % |
3,934 % |
4,041 % |
|
134 |
3,618 % |
3,688 % |
3,616 % |
4,235 % |
3,935 % |
4,042 % |
|
135 |
3,622 % |
3,692 % |
3,620 % |
4,235 % |
3,937 % |
4,043 % |
|
136 |
3,626 % |
3,696 % |
3,624 % |
4,234 % |
3,939 % |
4,045 % |
|
137 |
3,631 % |
3,699 % |
3,629 % |
4,234 % |
3,941 % |
4,046 % |
|
138 |
3,635 % |
3,703 % |
3,633 % |
4,234 % |
3,943 % |
4,047 % |
|
139 |
3,639 % |
3,706 % |
3,637 % |
4,234 % |
3,945 % |
4,048 % |
|
140 |
3,643 % |
3,710 % |
3,641 % |
4,233 % |
3,947 % |
4,049 % |
|
141 |
3,647 % |
3,713 % |
3,645 % |
4,233 % |
3,949 % |
4,050 % |
|
142 |
3,651 % |
3,717 % |
3,649 % |
4,233 % |
3,950 % |
4,051 % |
|
143 |
3,654 % |
3,720 % |
3,653 % |
4,233 % |
3,952 % |
4,052 % |
|
144 |
3,658 % |
3,724 % |
3,656 % |
4,233 % |
3,954 % |
4,053 % |
|
145 |
3,662 % |
3,727 % |
3,660 % |
4,232 % |
3,956 % |
4,054 % |
|
146 |
3,666 % |
3,730 % |
3,664 % |
4,232 % |
3,957 % |
4,055 % |
|
147 |
3,669 % |
3,733 % |
3,667 % |
4,232 % |
3,959 % |
4,056 % |
|
148 |
3,673 % |
3,736 % |
3,671 % |
4,232 % |
3,960 % |
4,057 % |
|
149 |
3,676 % |
3,740 % |
3,675 % |
4,231 % |
3,962 % |
4,058 % |
|
150 |
3,680 % |
3,743 % |
3,678 % |
4,231 % |
3,964 % |
4,059 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
-0,352 % |
0,382 % |
0,971 % |
1,480 % |
4,871 % |
1,005 % |
|
2 |
-0,311 % |
0,439 % |
1,404 % |
1,967 % |
4,890 % |
1,186 % |
|
3 |
-0,258 % |
0,520 % |
1,831 % |
2,305 % |
4,910 % |
1,257 % |
|
4 |
-0,173 % |
0,607 % |
2,227 % |
2,583 % |
4,906 % |
1,358 % |
|
5 |
-0,074 % |
0,694 % |
2,589 % |
2,843 % |
4,892 % |
1,461 % |
|
6 |
0,041 % |
0,781 % |
2,914 % |
3,109 % |
4,880 % |
1,564 % |
|
7 |
0,165 % |
0,873 % |
3,171 % |
3,240 % |
4,872 % |
1,658 % |
|
8 |
0,290 % |
0,948 % |
3,352 % |
3,371 % |
4,865 % |
1,747 % |
|
9 |
0,411 % |
1,017 % |
3,496 % |
3,472 % |
4,855 % |
1,816 % |
|
10 |
0,520 % |
1,079 % |
3,624 % |
3,551 % |
4,843 % |
1,874 % |
|
11 |
0,619 % |
1,135 % |
3,728 % |
3,616 % |
4,830 % |
1,937 % |
|
12 |
0,709 % |
1,170 % |
3,812 % |
3,669 % |
4,816 % |
2,004 % |
|
13 |
0,789 % |
1,209 % |
3,879 % |
3,715 % |
4,801 % |
2,072 % |
|
14 |
0,856 % |
1,240 % |
3,935 % |
3,753 % |
4,786 % |
2,141 % |
|
15 |
0,907 % |
1,263 % |
3,981 % |
3,787 % |
4,772 % |
2,208 % |
|
16 |
0,941 % |
1,282 % |
4,019 % |
3,816 % |
4,757 % |
2,273 % |
|
17 |
0,967 % |
1,295 % |
4,050 % |
3,841 % |
4,743 % |
2,337 % |
|
18 |
0,993 % |
1,302 % |
4,077 % |
3,864 % |
4,729 % |
2,398 % |
|
19 |
1,025 % |
1,307 % |
4,100 % |
3,884 % |
4,715 % |
2,457 % |
|
20 |
1,065 % |
1,316 % |
4,119 % |
3,901 % |
4,702 % |
2,513 % |
|
21 |
1,116 % |
1,318 % |
4,135 % |
3,918 % |
4,689 % |
2,567 % |
|
22 |
1,175 % |
1,314 % |
4,149 % |
3,932 % |
4,677 % |
2,618 % |
|
23 |
1,240 % |
1,307 % |
4,161 % |
3,945 % |
4,665 % |
2,667 % |
|
24 |
1,307 % |
1,298 % |
4,171 % |
3,957 % |
4,653 % |
2,714 % |
|
25 |
1,376 % |
1,290 % |
4,180 % |
3,968 % |
4,642 % |
2,758 % |
|
26 |
1,446 % |
1,283 % |
4,188 % |
3,978 % |
4,631 % |
2,801 % |
|
27 |
1,515 % |
1,277 % |
4,194 % |
3,988 % |
4,620 % |
2,841 % |
|
28 |
1,583 % |
1,272 % |
4,200 % |
3,996 % |
4,610 % |
2,880 % |
|
29 |
1,650 % |
1,267 % |
4,205 % |
4,004 % |
4,600 % |
2,917 % |
|
30 |
1,715 % |
1,264 % |
4,209 % |
4,012 % |
4,591 % |
2,952 % |
|
31 |
1,778 % |
1,260 % |
4,212 % |
4,018 % |
4,581 % |
2,986 % |
|
32 |
1,839 % |
1,255 % |
4,215 % |
4,025 % |
4,573 % |
3,018 % |
|
33 |
1,899 % |
1,248 % |
4,218 % |
4,031 % |
4,564 % |
3,049 % |
|
34 |
1,956 % |
1,239 % |
4,220 % |
4,036 % |
4,556 % |
3,078 % |
|
35 |
2,011 % |
1,227 % |
4,222 % |
4,042 % |
4,548 % |
3,106 % |
|
36 |
2,064 % |
1,211 % |
4,223 % |
4,047 % |
4,540 % |
3,133 % |
|
37 |
2,115 % |
1,194 % |
4,225 % |
4,051 % |
4,533 % |
3,159 % |
|
38 |
2,165 % |
1,179 % |
4,226 % |
4,056 % |
4,526 % |
3,184 % |
|
39 |
2,212 % |
1,166 % |
4,227 % |
4,060 % |
4,519 % |
3,208 % |
|
40 |
2,257 % |
1,157 % |
4,227 % |
4,064 % |
4,512 % |
3,230 % |
|
41 |
2,301 % |
1,152 % |
4,228 % |
4,067 % |
4,506 % |
3,252 % |
|
42 |
2,343 % |
1,148 % |
4,228 % |
4,071 % |
4,499 % |
3,273 % |
|
43 |
2,384 % |
1,144 % |
4,229 % |
4,074 % |
4,493 % |
3,293 % |
|
44 |
2,423 % |
1,138 % |
4,229 % |
4,077 % |
4,488 % |
3,312 % |
|
45 |
2,460 % |
1,129 % |
4,229 % |
4,080 % |
4,482 % |
3,331 % |
|
46 |
2,496 % |
1,115 % |
4,229 % |
4,083 % |
4,477 % |
3,349 % |
|
47 |
2,531 % |
1,100 % |
4,229 % |
4,086 % |
4,471 % |
3,366 % |
|
48 |
2,564 % |
1,088 % |
4,229 % |
4,088 % |
4,466 % |
3,383 % |
|
49 |
2,596 % |
1,081 % |
4,229 % |
4,091 % |
4,461 % |
3,398 % |
|
50 |
2,627 % |
1,082 % |
4,229 % |
4,093 % |
4,457 % |
3,414 % |
|
51 |
2,657 % |
1,091 % |
4,229 % |
4,095 % |
4,452 % |
3,429 % |
|
52 |
2,686 % |
1,107 % |
4,229 % |
4,098 % |
4,448 % |
3,443 % |
|
53 |
2,714 % |
1,129 % |
4,229 % |
4,100 % |
4,443 % |
3,457 % |
|
54 |
2,741 % |
1,155 % |
4,229 % |
4,102 % |
4,439 % |
3,470 % |
|
55 |
2,767 % |
1,184 % |
4,228 % |
4,104 % |
4,435 % |
3,483 % |
|
56 |
2,792 % |
1,215 % |
4,228 % |
4,106 % |
4,431 % |
3,496 % |
|
57 |
2,816 % |
1,249 % |
4,228 % |
4,107 % |
4,427 % |
3,508 % |
|
58 |
2,840 % |
1,283 % |
4,228 % |
4,109 % |
4,424 % |
3,519 % |
|
59 |
2,862 % |
1,319 % |
4,227 % |
4,111 % |
4,420 % |
3,531 % |
|
60 |
2,884 % |
1,355 % |
4,227 % |
4,112 % |
4,416 % |
3,542 % |
|
61 |
2,905 % |
1,391 % |
4,227 % |
4,114 % |
4,413 % |
3,552 % |
|
62 |
2,926 % |
1,428 % |
4,226 % |
4,115 % |
4,410 % |
3,562 % |
|
63 |
2,946 % |
1,464 % |
4,226 % |
4,117 % |
4,407 % |
3,572 % |
|
64 |
2,965 % |
1,500 % |
4,226 % |
4,118 % |
4,403 % |
3,582 % |
|
65 |
2,984 % |
1,536 % |
4,226 % |
4,119 % |
4,400 % |
3,591 % |
|
66 |
3,002 % |
1,572 % |
4,225 % |
4,121 % |
4,397 % |
3,601 % |
|
67 |
3,020 % |
1,607 % |
4,225 % |
4,122 % |
4,395 % |
3,609 % |
|
68 |
3,037 % |
1,641 % |
4,225 % |
4,123 % |
4,392 % |
3,618 % |
|
69 |
3,054 % |
1,675 % |
4,224 % |
4,124 % |
4,389 % |
3,626 % |
|
70 |
3,070 % |
1,708 % |
4,224 % |
4,125 % |
4,387 % |
3,634 % |
|
71 |
3,086 % |
1,741 % |
4,224 % |
4,126 % |
4,384 % |
3,642 % |
|
72 |
3,101 % |
1,773 % |
4,224 % |
4,128 % |
4,381 % |
3,650 % |
|
73 |
3,116 % |
1,804 % |
4,223 % |
4,129 % |
4,379 % |
3,657 % |
|
74 |
3,131 % |
1,835 % |
4,223 % |
4,130 % |
4,377 % |
3,665 % |
|
75 |
3,145 % |
1,865 % |
4,223 % |
4,131 % |
4,374 % |
3,672 % |
|
76 |
3,159 % |
1,894 % |
4,223 % |
4,132 % |
4,372 % |
3,679 % |
|
77 |
3,172 % |
1,923 % |
4,222 % |
4,132 % |
4,370 % |
3,685 % |
|
78 |
3,185 % |
1,951 % |
4,222 % |
4,133 % |
4,368 % |
3,692 % |
|
79 |
3,198 % |
1,979 % |
4,222 % |
4,134 % |
4,366 % |
3,698 % |
|
80 |
3,211 % |
2,006 % |
4,222 % |
4,135 % |
4,364 % |
3,705 % |
|
81 |
3,223 % |
2,032 % |
4,221 % |
4,136 % |
4,362 % |
3,711 % |
|
82 |
3,235 % |
2,058 % |
4,221 % |
4,137 % |
4,360 % |
3,717 % |
|
83 |
3,246 % |
2,083 % |
4,221 % |
4,137 % |
4,358 % |
3,722 % |
|
84 |
3,258 % |
2,108 % |
4,221 % |
4,138 % |
4,356 % |
3,728 % |
|
85 |
3,269 % |
2,132 % |
4,220 % |
4,139 % |
4,354 % |
3,734 % |
|
86 |
3,279 % |
2,155 % |
4,220 % |
4,140 % |
4,352 % |
3,739 % |
|
87 |
3,290 % |
2,178 % |
4,220 % |
4,140 % |
4,351 % |
3,744 % |
|
88 |
3,300 % |
2,201 % |
4,220 % |
4,141 % |
4,349 % |
3,749 % |
|
89 |
3,310 % |
2,223 % |
4,220 % |
4,142 % |
4,347 % |
3,755 % |
|
90 |
3,320 % |
2,245 % |
4,219 % |
4,142 % |
4,346 % |
3,759 % |
|
91 |
3,330 % |
2,266 % |
4,219 % |
4,143 % |
4,344 % |
3,764 % |
|
92 |
3,339 % |
2,287 % |
4,219 % |
4,144 % |
4,342 % |
3,769 % |
|
93 |
3,348 % |
2,307 % |
4,219 % |
4,144 % |
4,341 % |
3,774 % |
|
94 |
3,357 % |
2,327 % |
4,219 % |
4,145 % |
4,339 % |
3,778 % |
|
95 |
3,366 % |
2,346 % |
4,218 % |
4,146 % |
4,338 % |
3,783 % |
|
96 |
3,375 % |
2,365 % |
4,218 % |
4,146 % |
4,337 % |
3,787 % |
|
97 |
3,383 % |
2,384 % |
4,218 % |
4,147 % |
4,335 % |
3,791 % |
|
98 |
3,392 % |
2,402 % |
4,218 % |
4,147 % |
4,334 % |
3,795 % |
|
99 |
3,400 % |
2,420 % |
4,218 % |
4,148 % |
4,332 % |
3,799 % |
|
100 |
3,408 % |
2,438 % |
4,217 % |
4,148 % |
4,331 % |
3,803 % |
|
101 |
3,416 % |
2,455 % |
4,217 % |
4,149 % |
4,330 % |
3,807 % |
|
102 |
3,423 % |
2,472 % |
4,217 % |
4,149 % |
4,329 % |
3,811 % |
|
103 |
3,431 % |
2,489 % |
4,217 % |
4,150 % |
4,327 % |
3,815 % |
|
104 |
3,438 % |
2,505 % |
4,217 % |
4,150 % |
4,326 % |
3,819 % |
|
105 |
3,445 % |
2,521 % |
4,217 % |
4,151 % |
4,325 % |
3,822 % |
|
106 |
3,452 % |
2,537 % |
4,216 % |
4,151 % |
4,324 % |
3,826 % |
|
107 |
3,459 % |
2,552 % |
4,216 % |
4,152 % |
4,323 % |
3,829 % |
|
108 |
3,466 % |
2,567 % |
4,216 % |
4,152 % |
4,321 % |
3,833 % |
|
109 |
3,473 % |
2,582 % |
4,216 % |
4,153 % |
4,320 % |
3,836 % |
|
110 |
3,480 % |
2,597 % |
4,216 % |
4,153 % |
4,319 % |
3,839 % |
|
111 |
3,486 % |
2,611 % |
4,216 % |
4,153 % |
4,318 % |
3,843 % |
|
112 |
3,492 % |
2,625 % |
4,216 % |
4,154 % |
4,317 % |
3,846 % |
|
113 |
3,499 % |
2,639 % |
4,215 % |
4,154 % |
4,316 % |
3,849 % |
|
114 |
3,505 % |
2,653 % |
4,215 % |
4,155 % |
4,315 % |
3,852 % |
|
115 |
3,511 % |
2,666 % |
4,215 % |
4,155 % |
4,314 % |
3,855 % |
|
116 |
3,517 % |
2,679 % |
4,215 % |
4,155 % |
4,313 % |
3,858 % |
|
117 |
3,522 % |
2,692 % |
4,215 % |
4,156 % |
4,312 % |
3,861 % |
|
118 |
3,528 % |
2,705 % |
4,215 % |
4,156 % |
4,311 % |
3,864 % |
|
119 |
3,534 % |
2,717 % |
4,215 % |
4,157 % |
4,310 % |
3,867 % |
|
120 |
3,539 % |
2,729 % |
4,215 % |
4,157 % |
4,309 % |
3,869 % |
|
121 |
3,545 % |
2,742 % |
4,214 % |
4,157 % |
4,308 % |
3,872 % |
|
122 |
3,550 % |
2,753 % |
4,214 % |
4,158 % |
4,307 % |
3,875 % |
|
123 |
3,555 % |
2,765 % |
4,214 % |
4,158 % |
4,307 % |
3,877 % |
|
124 |
3,561 % |
2,777 % |
4,214 % |
4,158 % |
4,306 % |
3,880 % |
|
125 |
3,566 % |
2,788 % |
4,214 % |
4,159 % |
4,305 % |
3,883 % |
|
126 |
3,571 % |
2,799 % |
4,214 % |
4,159 % |
4,304 % |
3,885 % |
|
127 |
3,576 % |
2,810 % |
4,214 % |
4,159 % |
4,303 % |
3,888 % |
|
128 |
3,581 % |
2,821 % |
4,214 % |
4,160 % |
4,302 % |
3,890 % |
|
129 |
3,585 % |
2,831 % |
4,214 % |
4,160 % |
4,302 % |
3,892 % |
|
130 |
3,590 % |
2,842 % |
4,213 % |
4,160 % |
4,301 % |
3,895 % |
|
131 |
3,595 % |
2,852 % |
4,213 % |
4,161 % |
4,300 % |
3,897 % |
|
132 |
3,599 % |
2,862 % |
4,213 % |
4,161 % |
4,299 % |
3,899 % |
|
133 |
3,604 % |
2,872 % |
4,213 % |
4,161 % |
4,299 % |
3,902 % |
|
134 |
3,608 % |
2,882 % |
4,213 % |
4,162 % |
4,298 % |
3,904 % |
|
135 |
3,613 % |
2,892 % |
4,213 % |
4,162 % |
4,297 % |
3,906 % |
|
136 |
3,617 % |
2,901 % |
4,213 % |
4,162 % |
4,296 % |
3,908 % |
|
137 |
3,621 % |
2,911 % |
4,213 % |
4,162 % |
4,296 % |
3,910 % |
|
138 |
3,625 % |
2,920 % |
4,213 % |
4,163 % |
4,295 % |
3,912 % |
|
139 |
3,629 % |
2,929 % |
4,213 % |
4,163 % |
4,294 % |
3,915 % |
|
140 |
3,633 % |
2,938 % |
4,212 % |
4,163 % |
4,294 % |
3,917 % |
|
141 |
3,637 % |
2,947 % |
4,212 % |
4,163 % |
4,293 % |
3,919 % |
|
142 |
3,641 % |
2,956 % |
4,212 % |
4,164 % |
4,292 % |
3,921 % |
|
143 |
3,645 % |
2,965 % |
4,212 % |
4,164 % |
4,292 % |
3,922 % |
|
144 |
3,649 % |
2,973 % |
4,212 % |
4,164 % |
4,291 % |
3,924 % |
|
145 |
3,653 % |
2,982 % |
4,212 % |
4,164 % |
4,290 % |
3,926 % |
|
146 |
3,657 % |
2,990 % |
4,212 % |
4,165 % |
4,290 % |
3,928 % |
|
147 |
3,660 % |
2,998 % |
4,212 % |
4,165 % |
4,289 % |
3,930 % |
|
148 |
3,664 % |
3,006 % |
4,212 % |
4,165 % |
4,289 % |
3,932 % |
|
149 |
3,668 % |
3,014 % |
4,212 % |
4,165 % |
4,288 % |
3,934 % |
|
150 |
3,671 % |
3,022 % |
4,212 % |
4,166 % |
4,287 % |
3,935 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,768 % |
1,897 % |
1,370 % |
0,774 % |
2,799 % |
5,636 % |
|
2 |
-0,703 % |
2,037 % |
1,553 % |
0,902 % |
2,789 % |
5,677 % |
|
3 |
-0,626 % |
2,180 % |
1,758 % |
1,040 % |
2,915 % |
5,925 % |
|
4 |
-0,529 % |
2,322 % |
1,960 % |
1,179 % |
3,116 % |
6,049 % |
|
5 |
-0,421 % |
2,440 % |
2,111 % |
1,269 % |
3,354 % |
6,106 % |
|
6 |
-0,297 % |
2,549 % |
2,250 % |
1,369 % |
3,538 % |
6,218 % |
|
7 |
-0,192 % |
2,635 % |
2,366 % |
1,464 % |
3,683 % |
6,331 % |
|
8 |
-0,119 % |
2,716 % |
2,450 % |
1,564 % |
3,808 % |
6,445 % |
|
9 |
-0,013 % |
2,787 % |
2,520 % |
1,665 % |
3,914 % |
6,569 % |
|
10 |
0,049 % |
2,842 % |
2,593 % |
1,786 % |
4,001 % |
6,664 % |
|
11 |
0,135 % |
2,899 % |
2,674 % |
1,871 % |
4,069 % |
6,719 % |
|
12 |
0,204 % |
2,957 % |
2,752 % |
1,941 % |
4,123 % |
6,741 % |
|
13 |
0,248 % |
3,011 % |
2,818 % |
2,019 % |
4,165 % |
6,741 % |
|
14 |
0,276 % |
3,058 % |
2,875 % |
2,097 % |
4,199 % |
6,723 % |
|
15 |
0,338 % |
3,097 % |
2,925 % |
2,164 % |
4,226 % |
6,694 % |
|
16 |
0,389 % |
3,129 % |
2,973 % |
2,213 % |
4,248 % |
6,655 % |
|
17 |
0,420 % |
3,155 % |
3,017 % |
2,245 % |
4,265 % |
6,610 % |
|
18 |
0,439 % |
3,178 % |
3,059 % |
2,264 % |
4,280 % |
6,560 % |
|
19 |
0,450 % |
3,198 % |
3,098 % |
2,270 % |
4,291 % |
6,508 % |
|
20 |
0,457 % |
3,217 % |
3,135 % |
2,265 % |
4,300 % |
6,453 % |
|
21 |
0,463 % |
3,237 % |
3,170 % |
2,251 % |
4,308 % |
6,398 % |
|
22 |
0,470 % |
3,254 % |
3,203 % |
2,233 % |
4,313 % |
6,343 % |
|
23 |
0,482 % |
3,268 % |
3,235 % |
2,212 % |
4,318 % |
6,287 % |
|
24 |
0,500 % |
3,277 % |
3,264 % |
2,193 % |
4,321 % |
6,233 % |
|
25 |
0,525 % |
3,281 % |
3,292 % |
2,176 % |
4,324 % |
6,179 % |
|
26 |
0,559 % |
3,279 % |
3,319 % |
2,163 % |
4,326 % |
6,127 % |
|
27 |
0,598 % |
3,274 % |
3,345 % |
2,155 % |
4,327 % |
6,076 % |
|
28 |
0,643 % |
3,269 % |
3,369 % |
2,153 % |
4,327 % |
6,026 % |
|
29 |
0,690 % |
3,264 % |
3,392 % |
2,157 % |
4,328 % |
5,978 % |
|
30 |
0,739 % |
3,262 % |
3,414 % |
2,167 % |
4,327 % |
5,932 % |
|
31 |
0,789 % |
3,263 % |
3,435 % |
2,183 % |
4,327 % |
5,887 % |
|
32 |
0,840 % |
3,267 % |
3,455 % |
2,204 % |
4,326 % |
5,844 % |
|
33 |
0,890 % |
3,274 % |
3,474 % |
2,229 % |
4,325 % |
5,802 % |
|
34 |
0,940 % |
3,283 % |
3,492 % |
2,257 % |
4,324 % |
5,762 % |
|
35 |
0,989 % |
3,293 % |
3,509 % |
2,287 % |
4,323 % |
5,724 % |
|
36 |
1,037 % |
3,304 % |
3,526 % |
2,318 % |
4,322 % |
5,686 % |
|
37 |
1,084 % |
3,316 % |
3,542 % |
2,350 % |
4,321 % |
5,651 % |
|
38 |
1,130 % |
3,329 % |
3,557 % |
2,383 % |
4,319 % |
5,616 % |
|
39 |
1,175 % |
3,342 % |
3,572 % |
2,416 % |
4,318 % |
5,583 % |
|
40 |
1,219 % |
3,356 % |
3,586 % |
2,448 % |
4,316 % |
5,552 % |
|
41 |
1,261 % |
3,370 % |
3,600 % |
2,481 % |
4,314 % |
5,521 % |
|
42 |
1,302 % |
3,383 % |
3,613 % |
2,513 % |
4,313 % |
5,492 % |
|
43 |
1,341 % |
3,397 % |
3,625 % |
2,545 % |
4,311 % |
5,464 % |
|
44 |
1,379 % |
3,411 % |
3,637 % |
2,576 % |
4,310 % |
5,436 % |
|
45 |
1,416 % |
3,424 % |
3,649 % |
2,606 % |
4,308 % |
5,410 % |
|
46 |
1,452 % |
3,438 % |
3,660 % |
2,636 % |
4,306 % |
5,385 % |
|
47 |
1,487 % |
3,451 % |
3,671 % |
2,665 % |
4,305 % |
5,361 % |
|
48 |
1,520 % |
3,464 % |
3,681 % |
2,693 % |
4,303 % |
5,338 % |
|
49 |
1,552 % |
3,476 % |
3,691 % |
2,721 % |
4,302 % |
5,315 % |
|
50 |
1,584 % |
3,489 % |
3,701 % |
2,747 % |
4,300 % |
5,293 % |
|
51 |
1,614 % |
3,501 % |
3,710 % |
2,773 % |
4,299 % |
5,272 % |
|
52 |
1,643 % |
3,513 % |
3,719 % |
2,799 % |
4,297 % |
5,252 % |
|
53 |
1,671 % |
3,524 % |
3,728 % |
2,823 % |
4,296 % |
5,233 % |
|
54 |
1,698 % |
3,536 % |
3,736 % |
2,847 % |
4,294 % |
5,214 % |
|
55 |
1,725 % |
3,547 % |
3,744 % |
2,870 % |
4,293 % |
5,196 % |
|
56 |
1,750 % |
3,557 % |
3,752 % |
2,893 % |
4,291 % |
5,178 % |
|
57 |
1,775 % |
3,568 % |
3,760 % |
2,915 % |
4,290 % |
5,161 % |
|
58 |
1,799 % |
3,578 % |
3,767 % |
2,936 % |
4,289 % |
5,145 % |
|
59 |
1,822 % |
3,588 % |
3,774 % |
2,956 % |
4,287 % |
5,129 % |
|
60 |
1,845 % |
3,597 % |
3,781 % |
2,976 % |
4,286 % |
5,114 % |
|
61 |
1,866 % |
3,607 % |
3,788 % |
2,996 % |
4,285 % |
5,099 % |
|
62 |
1,888 % |
3,616 % |
3,794 % |
3,014 % |
4,284 % |
5,084 % |
|
63 |
1,908 % |
3,625 % |
3,801 % |
3,033 % |
4,282 % |
5,070 % |
|
64 |
1,928 % |
3,633 % |
3,807 % |
3,051 % |
4,281 % |
5,057 % |
|
65 |
1,947 % |
3,642 % |
3,813 % |
3,068 % |
4,280 % |
5,044 % |
|
66 |
1,966 % |
3,650 % |
3,818 % |
3,085 % |
4,279 % |
5,031 % |
|
67 |
1,984 % |
3,658 % |
3,824 % |
3,101 % |
4,278 % |
5,019 % |
|
68 |
2,002 % |
3,666 % |
3,829 % |
3,117 % |
4,277 % |
5,007 % |
|
69 |
2,019 % |
3,673 % |
3,835 % |
3,132 % |
4,276 % |
4,995 % |
|
70 |
2,036 % |
3,680 % |
3,840 % |
3,147 % |
4,275 % |
4,984 % |
|
71 |
2,052 % |
3,688 % |
3,845 % |
3,162 % |
4,274 % |
4,973 % |
|
72 |
2,068 % |
3,695 % |
3,850 % |
3,176 % |
4,273 % |
4,962 % |
|
73 |
2,083 % |
3,701 % |
3,855 % |
3,190 % |
4,272 % |
4,951 % |
|
74 |
2,098 % |
3,708 % |
3,859 % |
3,203 % |
4,271 % |
4,941 % |
|
75 |
2,113 % |
3,714 % |
3,864 % |
3,217 % |
4,270 % |
4,931 % |
|
76 |
2,127 % |
3,721 % |
3,868 % |
3,229 % |
4,269 % |
4,922 % |
|
77 |
2,141 % |
3,727 % |
3,872 % |
3,242 % |
4,268 % |
4,912 % |
|
78 |
2,154 % |
3,733 % |
3,876 % |
3,254 % |
4,267 % |
4,903 % |
|
79 |
2,167 % |
3,739 % |
3,881 % |
3,266 % |
4,267 % |
4,894 % |
|
80 |
2,180 % |
3,744 % |
3,884 % |
3,278 % |
4,266 % |
4,886 % |
|
81 |
2,193 % |
3,750 % |
3,888 % |
3,289 % |
4,265 % |
4,877 % |
|
82 |
2,205 % |
3,755 % |
3,892 % |
3,300 % |
4,264 % |
4,869 % |
|
83 |
2,217 % |
3,761 % |
3,896 % |
3,311 % |
4,263 % |
4,861 % |
|
84 |
2,228 % |
3,766 % |
3,899 % |
3,321 % |
4,263 % |
4,853 % |
|
85 |
2,240 % |
3,771 % |
3,903 % |
3,331 % |
4,262 % |
4,845 % |
|
86 |
2,251 % |
3,776 % |
3,906 % |
3,341 % |
4,261 % |
4,838 % |
|
87 |
2,262 % |
3,781 % |
3,910 % |
3,351 % |
4,261 % |
4,830 % |
|
88 |
2,272 % |
3,786 % |
3,913 % |
3,361 % |
4,260 % |
4,823 % |
|
89 |
2,283 % |
3,790 % |
3,916 % |
3,370 % |
4,259 % |
4,816 % |
|
90 |
2,293 % |
3,795 % |
3,919 % |
3,379 % |
4,259 % |
4,809 % |
|
91 |
2,303 % |
3,799 % |
3,922 % |
3,388 % |
4,258 % |
4,803 % |
|
92 |
2,312 % |
3,804 % |
3,925 % |
3,397 % |
4,257 % |
4,796 % |
|
93 |
2,322 % |
3,808 % |
3,928 % |
3,406 % |
4,257 % |
4,790 % |
|
94 |
2,331 % |
3,812 % |
3,931 % |
3,414 % |
4,256 % |
4,783 % |
|
95 |
2,340 % |
3,816 % |
3,934 % |
3,422 % |
4,256 % |
4,777 % |
|
96 |
2,349 % |
3,820 % |
3,937 % |
3,431 % |
4,255 % |
4,771 % |
|
97 |
2,358 % |
3,824 % |
3,940 % |
3,438 % |
4,254 % |
4,765 % |
|
98 |
2,367 % |
3,828 % |
3,942 % |
3,446 % |
4,254 % |
4,759 % |
|
99 |
2,375 % |
3,831 % |
3,945 % |
3,454 % |
4,253 % |
4,754 % |
|
100 |
2,383 % |
3,835 % |
3,947 % |
3,461 % |
4,253 % |
4,748 % |
|
101 |
2,391 % |
3,839 % |
3,950 % |
3,468 % |
4,252 % |
4,743 % |
|
102 |
2,399 % |
3,842 % |
3,952 % |
3,476 % |
4,252 % |
4,737 % |
|
103 |
2,407 % |
3,846 % |
3,955 % |
3,483 % |
4,251 % |
4,732 % |
|
104 |
2,414 % |
3,849 % |
3,957 % |
3,489 % |
4,251 % |
4,727 % |
|
105 |
2,422 % |
3,852 % |
3,959 % |
3,496 % |
4,250 % |
4,722 % |
|
106 |
2,429 % |
3,856 % |
3,962 % |
3,503 % |
4,250 % |
4,717 % |
|
107 |
2,436 % |
3,859 % |
3,964 % |
3,509 % |
4,249 % |
4,712 % |
|
108 |
2,443 % |
3,862 % |
3,966 % |
3,516 % |
4,249 % |
4,707 % |
|
109 |
2,450 % |
3,865 % |
3,968 % |
3,522 % |
4,248 % |
4,703 % |
|
110 |
2,457 % |
3,868 % |
3,970 % |
3,528 % |
4,248 % |
4,698 % |
|
111 |
2,464 % |
3,871 % |
3,972 % |
3,534 % |
4,248 % |
4,694 % |
|
112 |
2,470 % |
3,874 % |
3,974 % |
3,540 % |
4,247 % |
4,689 % |
|
113 |
2,477 % |
3,877 % |
3,976 % |
3,546 % |
4,247 % |
4,685 % |
|
114 |
2,483 % |
3,880 % |
3,978 % |
3,552 % |
4,246 % |
4,681 % |
|
115 |
2,489 % |
3,883 % |
3,980 % |
3,557 % |
4,246 % |
4,676 % |
|
116 |
2,495 % |
3,885 % |
3,982 % |
3,563 % |
4,246 % |
4,672 % |
|
117 |
2,501 % |
3,888 % |
3,984 % |
3,568 % |
4,245 % |
4,668 % |
|
118 |
2,507 % |
3,891 % |
3,986 % |
3,574 % |
4,245 % |
4,664 % |
|
119 |
2,513 % |
3,893 % |
3,988 % |
3,579 % |
4,244 % |
4,660 % |
|
120 |
2,519 % |
3,896 % |
3,989 % |
3,584 % |
4,244 % |
4,657 % |
|
121 |
2,524 % |
3,898 % |
3,991 % |
3,589 % |
4,244 % |
4,653 % |
|
122 |
2,530 % |
3,901 % |
3,993 % |
3,594 % |
4,243 % |
4,649 % |
|
123 |
2,535 % |
3,903 % |
3,995 % |
3,599 % |
4,243 % |
4,645 % |
|
124 |
2,541 % |
3,906 % |
3,996 % |
3,604 % |
4,243 % |
4,642 % |
|
125 |
2,546 % |
3,908 % |
3,998 % |
3,608 % |
4,242 % |
4,638 % |
|
126 |
2,551 % |
3,910 % |
3,999 % |
3,613 % |
4,242 % |
4,635 % |
|
127 |
2,556 % |
3,913 % |
4,001 % |
3,618 % |
4,242 % |
4,631 % |
|
128 |
2,561 % |
3,915 % |
4,003 % |
3,622 % |
4,241 % |
4,628 % |
|
129 |
2,566 % |
3,917 % |
4,004 % |
3,627 % |
4,241 % |
4,625 % |
|
130 |
2,571 % |
3,919 % |
4,006 % |
3,631 % |
4,241 % |
4,621 % |
|
131 |
2,576 % |
3,921 % |
4,007 % |
3,636 % |
4,240 % |
4,618 % |
|
132 |
2,581 % |
3,923 % |
4,008 % |
3,640 % |
4,240 % |
4,615 % |
|
133 |
2,585 % |
3,926 % |
4,010 % |
3,644 % |
4,240 % |
4,612 % |
|
134 |
2,590 % |
3,928 % |
4,011 % |
3,648 % |
4,239 % |
4,609 % |
|
135 |
2,594 % |
3,930 % |
4,013 % |
3,652 % |
4,239 % |
4,606 % |
|
136 |
2,599 % |
3,932 % |
4,014 % |
3,656 % |
4,239 % |
4,603 % |
|
137 |
2,603 % |
3,934 % |
4,015 % |
3,660 % |
4,239 % |
4,600 % |
|
138 |
2,607 % |
3,935 % |
4,017 % |
3,664 % |
4,238 % |
4,597 % |
|
139 |
2,612 % |
3,937 % |
4,018 % |
3,668 % |
4,238 % |
4,594 % |
|
140 |
2,616 % |
3,939 % |
4,019 % |
3,672 % |
4,238 % |
4,591 % |
|
141 |
2,620 % |
3,941 % |
4,021 % |
3,675 % |
4,238 % |
4,588 % |
|
142 |
2,624 % |
3,943 % |
4,022 % |
3,679 % |
4,237 % |
4,586 % |
|
143 |
2,628 % |
3,945 % |
4,023 % |
3,683 % |
4,237 % |
4,583 % |
|
144 |
2,632 % |
3,946 % |
4,024 % |
3,686 % |
4,237 % |
4,580 % |
|
145 |
2,636 % |
3,948 % |
4,026 % |
3,690 % |
4,236 % |
4,578 % |
|
146 |
2,640 % |
3,950 % |
4,027 % |
3,693 % |
4,236 % |
4,575 % |
|
147 |
2,644 % |
3,952 % |
4,028 % |
3,697 % |
4,236 % |
4,573 % |
|
148 |
2,647 % |
3,953 % |
4,029 % |
3,700 % |
4,236 % |
4,570 % |
|
149 |
2,651 % |
3,955 % |
4,030 % |
3,704 % |
4,235 % |
4,568 % |
|
150 |
2,655 % |
3,957 % |
4,031 % |
3,707 % |
4,235 % |
4,565 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,276 % |
5,941 % |
6,878 % |
0,514 % |
1,935 % |
7,243 % |
|
2 |
1,572 % |
5,984 % |
7,121 % |
0,616 % |
2,234 % |
7,306 % |
|
3 |
1,840 % |
6,050 % |
7,311 % |
0,713 % |
2,495 % |
7,413 % |
|
4 |
2,027 % |
6,117 % |
7,461 % |
0,804 % |
2,688 % |
7,569 % |
|
5 |
2,174 % |
6,186 % |
7,542 % |
0,886 % |
2,850 % |
7,715 % |
|
6 |
2,257 % |
6,252 % |
7,644 % |
0,968 % |
2,989 % |
7,874 % |
|
7 |
2,321 % |
6,300 % |
7,748 % |
1,027 % |
3,100 % |
8,031 % |
|
8 |
2,394 % |
6,344 % |
7,829 % |
1,087 % |
3,187 % |
8,169 % |
|
9 |
2,460 % |
6,387 % |
7,894 % |
1,145 % |
3,262 % |
8,289 % |
|
10 |
2,505 % |
6,424 % |
7,955 % |
1,200 % |
3,326 % |
8,389 % |
|
11 |
2,525 % |
6,445 % |
8,018 % |
1,268 % |
3,391 % |
8,473 % |
|
12 |
2,546 % |
6,452 % |
8,082 % |
1,346 % |
3,481 % |
8,538 % |
|
13 |
2,584 % |
6,449 % |
8,148 % |
1,430 % |
3,606 % |
8,579 % |
|
14 |
2,634 % |
6,439 % |
8,214 % |
1,516 % |
3,734 % |
8,598 % |
|
15 |
2,686 % |
6,424 % |
8,282 % |
1,602 % |
3,835 % |
8,595 % |
|
16 |
2,738 % |
6,405 % |
8,352 % |
1,686 % |
3,890 % |
8,573 % |
|
17 |
2,787 % |
6,383 % |
8,425 % |
1,769 % |
3,909 % |
8,535 % |
|
18 |
2,834 % |
6,360 % |
8,494 % |
1,849 % |
3,908 % |
8,485 % |
|
19 |
2,878 % |
6,335 % |
8,554 % |
1,926 % |
3,896 % |
8,427 % |
|
20 |
2,921 % |
6,310 % |
8,600 % |
2,000 % |
3,882 % |
8,363 % |
|
21 |
2,961 % |
6,284 % |
8,627 % |
2,071 % |
3,872 % |
8,295 % |
|
22 |
3,000 % |
6,258 % |
8,632 % |
2,139 % |
3,864 % |
8,224 % |
|
23 |
3,037 % |
6,232 % |
8,620 % |
2,204 % |
3,860 % |
8,152 % |
|
24 |
3,072 % |
6,207 % |
8,592 % |
2,266 % |
3,857 % |
8,079 % |
|
25 |
3,106 % |
6,182 % |
8,553 % |
2,325 % |
3,857 % |
8,006 % |
|
26 |
3,137 % |
6,158 % |
8,506 % |
2,381 % |
3,857 % |
7,934 % |
|
27 |
3,168 % |
6,134 % |
8,452 % |
2,434 % |
3,859 % |
7,863 % |
|
28 |
3,197 % |
6,111 % |
8,393 % |
2,486 % |
3,862 % |
7,794 % |
|
29 |
3,225 % |
6,088 % |
8,331 % |
2,534 % |
3,865 % |
7,726 % |
|
30 |
3,251 % |
6,066 % |
8,266 % |
2,581 % |
3,869 % |
7,661 % |
|
31 |
3,276 % |
6,045 % |
8,201 % |
2,625 % |
3,874 % |
7,597 % |
|
32 |
3,300 % |
6,025 % |
8,135 % |
2,667 % |
3,878 % |
7,536 % |
|
33 |
3,323 % |
6,005 % |
8,069 % |
2,708 % |
3,883 % |
7,476 % |
|
34 |
3,346 % |
5,986 % |
8,004 % |
2,747 % |
3,888 % |
7,419 % |
|
35 |
3,367 % |
5,967 % |
7,941 % |
2,783 % |
3,893 % |
7,364 % |
|
36 |
3,387 % |
5,949 % |
7,878 % |
2,819 % |
3,899 % |
7,310 % |
|
37 |
3,406 % |
5,932 % |
7,817 % |
2,853 % |
3,904 % |
7,259 % |
|
38 |
3,425 % |
5,916 % |
7,757 % |
2,885 % |
3,909 % |
7,210 % |
|
39 |
3,443 % |
5,900 % |
7,699 % |
2,916 % |
3,914 % |
7,163 % |
|
40 |
3,460 % |
5,884 % |
7,643 % |
2,946 % |
3,919 % |
7,117 % |
|
41 |
3,476 % |
5,869 % |
7,589 % |
2,974 % |
3,925 % |
7,073 % |
|
42 |
3,492 % |
5,855 % |
7,536 % |
3,001 % |
3,930 % |
7,031 % |
|
43 |
3,507 % |
5,841 % |
7,486 % |
3,027 % |
3,934 % |
6,991 % |
|
44 |
3,522 % |
5,828 % |
7,437 % |
3,053 % |
3,939 % |
6,952 % |
|
45 |
3,536 % |
5,815 % |
7,390 % |
3,077 % |
3,944 % |
6,915 % |
|
46 |
3,549 % |
5,803 % |
7,344 % |
3,100 % |
3,949 % |
6,879 % |
|
47 |
3,563 % |
5,791 % |
7,300 % |
3,122 % |
3,953 % |
6,844 % |
|
48 |
3,575 % |
5,779 % |
7,258 % |
3,144 % |
3,958 % |
6,811 % |
|
49 |
3,587 % |
5,768 % |
7,217 % |
3,165 % |
3,962 % |
6,779 % |
|
50 |
3,599 % |
5,757 % |
7,177 % |
3,185 % |
3,966 % |
6,748 % |
|
51 |
3,610 % |
5,747 % |
7,139 % |
3,204 % |
3,970 % |
6,718 % |
|
52 |
3,621 % |
5,737 % |
7,102 % |
3,223 % |
3,974 % |
6,689 % |
|
53 |
3,631 % |
5,727 % |
7,067 % |
3,240 % |
3,978 % |
6,661 % |
|
54 |
3,642 % |
5,718 % |
7,033 % |
3,258 % |
3,982 % |
6,634 % |
|
55 |
3,651 % |
5,709 % |
7,000 % |
3,275 % |
3,985 % |
6,609 % |
|
56 |
3,661 % |
5,700 % |
6,968 % |
3,291 % |
3,989 % |
6,584 % |
|
57 |
3,670 % |
5,691 % |
6,937 % |
3,306 % |
3,992 % |
6,560 % |
|
58 |
3,679 % |
5,683 % |
6,907 % |
3,321 % |
3,996 % |
6,536 % |
|
59 |
3,688 % |
5,675 % |
6,878 % |
3,336 % |
3,999 % |
6,514 % |
|
60 |
3,696 % |
5,667 % |
6,850 % |
3,350 % |
4,002 % |
6,492 % |
|
61 |
3,704 % |
5,660 % |
6,823 % |
3,364 % |
4,005 % |
6,471 % |
|
62 |
3,712 % |
5,652 % |
6,797 % |
3,377 % |
4,008 % |
6,450 % |
|
63 |
3,719 % |
5,645 % |
6,771 % |
3,390 % |
4,011 % |
6,430 % |
|
64 |
3,727 % |
5,638 % |
6,747 % |
3,403 % |
4,014 % |
6,411 % |
|
65 |
3,734 % |
5,632 % |
6,723 % |
3,415 % |
4,017 % |
6,392 % |
|
66 |
3,741 % |
5,625 % |
6,700 % |
3,426 % |
4,019 % |
6,374 % |
|
67 |
3,748 % |
5,619 % |
6,677 % |
3,438 % |
4,022 % |
6,357 % |
|
68 |
3,754 % |
5,613 % |
6,655 % |
3,449 % |
4,024 % |
6,340 % |
|
69 |
3,761 % |
5,607 % |
6,634 % |
3,460 % |
4,027 % |
6,323 % |
|
70 |
3,767 % |
5,601 % |
6,614 % |
3,470 % |
4,029 % |
6,307 % |
|
71 |
3,773 % |
5,596 % |
6,594 % |
3,480 % |
4,032 % |
6,291 % |
|
72 |
3,779 % |
5,590 % |
6,574 % |
3,490 % |
4,034 % |
6,276 % |
|
73 |
3,784 % |
5,585 % |
6,555 % |
3,500 % |
4,036 % |
6,261 % |
|
74 |
3,790 % |
5,580 % |
6,537 % |
3,509 % |
4,038 % |
6,247 % |
|
75 |
3,795 % |
5,575 % |
6,519 % |
3,519 % |
4,040 % |
6,233 % |
|
76 |
3,801 % |
5,570 % |
6,501 % |
3,527 % |
4,043 % |
6,219 % |
|
77 |
3,806 % |
5,565 % |
6,484 % |
3,536 % |
4,045 % |
6,206 % |
|
78 |
3,811 % |
5,560 % |
6,468 % |
3,545 % |
4,047 % |
6,193 % |
|
79 |
3,816 % |
5,556 % |
6,452 % |
3,553 % |
4,048 % |
6,181 % |
|
80 |
3,821 % |
5,551 % |
6,436 % |
3,561 % |
4,050 % |
6,168 % |
|
81 |
3,825 % |
5,547 % |
6,421 % |
3,569 % |
4,052 % |
6,156 % |
|
82 |
3,830 % |
5,543 % |
6,406 % |
3,576 % |
4,054 % |
6,145 % |
|
83 |
3,834 % |
5,539 % |
6,391 % |
3,584 % |
4,056 % |
6,133 % |
|
84 |
3,839 % |
5,535 % |
6,377 % |
3,591 % |
4,057 % |
6,122 % |
|
85 |
3,843 % |
5,531 % |
6,363 % |
3,598 % |
4,059 % |
6,111 % |
|
86 |
3,847 % |
5,527 % |
6,349 % |
3,605 % |
4,061 % |
6,100 % |
|
87 |
3,851 % |
5,523 % |
6,336 % |
3,612 % |
4,062 % |
6,090 % |
|
88 |
3,855 % |
5,519 % |
6,323 % |
3,619 % |
4,064 % |
6,080 % |
|
89 |
3,859 % |
5,516 % |
6,310 % |
3,625 % |
4,065 % |
6,070 % |
|
90 |
3,863 % |
5,512 % |
6,298 % |
3,632 % |
4,067 % |
6,060 % |
|
91 |
3,866 % |
5,509 % |
6,286 % |
3,638 % |
4,068 % |
6,051 % |
|
92 |
3,870 % |
5,506 % |
6,274 % |
3,644 % |
4,070 % |
6,042 % |
|
93 |
3,873 % |
5,502 % |
6,262 % |
3,650 % |
4,071 % |
6,032 % |
|
94 |
3,877 % |
5,499 % |
6,251 % |
3,656 % |
4,072 % |
6,024 % |
|
95 |
3,880 % |
5,496 % |
6,240 % |
3,661 % |
4,074 % |
6,015 % |
|
96 |
3,884 % |
5,493 % |
6,229 % |
3,667 % |
4,075 % |
6,006 % |
|
97 |
3,887 % |
5,490 % |
6,218 % |
3,673 % |
4,076 % |
5,998 % |
|
98 |
3,890 % |
5,487 % |
6,208 % |
3,678 % |
4,078 % |
5,990 % |
|
99 |
3,893 % |
5,484 % |
6,198 % |
3,683 % |
4,079 % |
5,982 % |
|
100 |
3,896 % |
5,481 % |
6,188 % |
3,688 % |
4,080 % |
5,974 % |
|
101 |
3,899 % |
5,478 % |
6,178 % |
3,693 % |
4,081 % |
5,966 % |
|
102 |
3,902 % |
5,476 % |
6,168 % |
3,698 % |
4,082 % |
5,959 % |
|
103 |
3,905 % |
5,473 % |
6,159 % |
3,703 % |
4,084 % |
5,951 % |
|
104 |
3,908 % |
5,470 % |
6,150 % |
3,708 % |
4,085 % |
5,944 % |
|
105 |
3,911 % |
5,468 % |
6,140 % |
3,713 % |
4,086 % |
5,937 % |
|
106 |
3,913 % |
5,465 % |
6,132 % |
3,717 % |
4,087 % |
5,930 % |
|
107 |
3,916 % |
5,463 % |
6,123 % |
3,722 % |
4,088 % |
5,923 % |
|
108 |
3,919 % |
5,460 % |
6,114 % |
3,726 % |
4,089 % |
5,916 % |
|
109 |
3,921 % |
5,458 % |
6,106 % |
3,730 % |
4,090 % |
5,910 % |
|
110 |
3,924 % |
5,456 % |
6,098 % |
3,735 % |
4,091 % |
5,903 % |
|
111 |
3,926 % |
5,453 % |
6,089 % |
3,739 % |
4,092 % |
5,897 % |
|
112 |
3,929 % |
5,451 % |
6,081 % |
3,743 % |
4,093 % |
5,891 % |
|
113 |
3,931 % |
5,449 % |
6,074 % |
3,747 % |
4,094 % |
5,885 % |
|
114 |
3,933 % |
5,447 % |
6,066 % |
3,751 % |
4,095 % |
5,879 % |
|
115 |
3,936 % |
5,444 % |
6,058 % |
3,755 % |
4,096 % |
5,873 % |
|
116 |
3,938 % |
5,442 % |
6,051 % |
3,759 % |
4,097 % |
5,867 % |
|
117 |
3,940 % |
5,440 % |
6,044 % |
3,762 % |
4,098 % |
5,861 % |
|
118 |
3,942 % |
5,438 % |
6,036 % |
3,766 % |
4,098 % |
5,856 % |
|
119 |
3,945 % |
5,436 % |
6,029 % |
3,770 % |
4,099 % |
5,850 % |
|
120 |
3,947 % |
5,434 % |
6,022 % |
3,773 % |
4,100 % |
5,845 % |
|
121 |
3,949 % |
5,432 % |
6,016 % |
3,777 % |
4,101 % |
5,839 % |
|
122 |
3,951 % |
5,430 % |
6,009 % |
3,780 % |
4,102 % |
5,834 % |
|
123 |
3,953 % |
5,428 % |
6,002 % |
3,784 % |
4,102 % |
5,829 % |
|
124 |
3,955 % |
5,427 % |
5,996 % |
3,787 % |
4,103 % |
5,824 % |
|
125 |
3,957 % |
5,425 % |
5,989 % |
3,790 % |
4,104 % |
5,819 % |
|
126 |
3,959 % |
5,423 % |
5,983 % |
3,794 % |
4,105 % |
5,814 % |
|
127 |
3,961 % |
5,421 % |
5,977 % |
3,797 % |
4,106 % |
5,809 % |
|
128 |
3,963 % |
5,420 % |
5,971 % |
3,800 % |
4,106 % |
5,804 % |
|
129 |
3,964 % |
5,418 % |
5,965 % |
3,803 % |
4,107 % |
5,799 % |
|
130 |
3,966 % |
5,416 % |
5,959 % |
3,806 % |
4,108 % |
5,795 % |
|
131 |
3,968 % |
5,415 % |
5,953 % |
3,809 % |
4,108 % |
5,790 % |
|
132 |
3,970 % |
5,413 % |
5,947 % |
3,812 % |
4,109 % |
5,786 % |
|
133 |
3,971 % |
5,411 % |
5,942 % |
3,815 % |
4,110 % |
5,781 % |
|
134 |
3,973 % |
5,410 % |
5,936 % |
3,818 % |
4,110 % |
5,777 % |
|
135 |
3,975 % |
5,408 % |
5,931 % |
3,821 % |
4,111 % |
5,773 % |
|
136 |
3,976 % |
5,407 % |
5,925 % |
3,823 % |
4,112 % |
5,769 % |
|
137 |
3,978 % |
5,405 % |
5,920 % |
3,826 % |
4,112 % |
5,764 % |
|
138 |
3,980 % |
5,404 % |
5,915 % |
3,829 % |
4,113 % |
5,760 % |
|
139 |
3,981 % |
5,402 % |
5,910 % |
3,832 % |
4,114 % |
5,756 % |
|
140 |
3,983 % |
5,401 % |
5,905 % |
3,834 % |
4,114 % |
5,752 % |
|
141 |
3,984 % |
5,399 % |
5,900 % |
3,837 % |
4,115 % |
5,748 % |
|
142 |
3,986 % |
5,398 % |
5,895 % |
3,839 % |
4,116 % |
5,744 % |
|
143 |
3,987 % |
5,397 % |
5,890 % |
3,842 % |
4,116 % |
5,741 % |
|
144 |
3,989 % |
5,395 % |
5,885 % |
3,844 % |
4,117 % |
5,737 % |
|
145 |
3,990 % |
5,394 % |
5,880 % |
3,847 % |
4,117 % |
5,733 % |
|
146 |
3,992 % |
5,392 % |
5,876 % |
3,849 % |
4,118 % |
5,730 % |
|
147 |
3,993 % |
5,391 % |
5,871 % |
3,852 % |
4,118 % |
5,726 % |
|
148 |
3,995 % |
5,390 % |
5,866 % |
3,854 % |
4,119 % |
5,722 % |
|
149 |
3,996 % |
5,389 % |
5,862 % |
3,856 % |
4,120 % |
5,719 % |
|
150 |
3,997 % |
5,387 % |
5,857 % |
3,859 % |
4,120 % |
5,715 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
10,460 % |
3,065 % |
3,346 % |
10,115 % |
1,269 % |
1,364 % |
|
2 |
10,053 % |
3,169 % |
3,430 % |
9,440 % |
1,574 % |
1,385 % |
|
3 |
10,226 % |
3,309 % |
3,515 % |
9,133 % |
1,846 % |
1,431 % |
|
4 |
8,614 % |
3,451 % |
3,573 % |
8,906 % |
2,065 % |
1,490 % |
|
5 |
9,038 % |
3,542 % |
3,666 % |
8,741 % |
2,249 % |
1,545 % |
|
6 |
9,337 % |
3,694 % |
3,746 % |
8,594 % |
2,397 % |
1,577 % |
|
7 |
9,440 % |
3,857 % |
3,822 % |
8,480 % |
2,519 % |
1,607 % |
|
8 |
9,516 % |
3,985 % |
3,903 % |
8,388 % |
2,626 % |
1,646 % |
|
9 |
9,628 % |
4,081 % |
3,978 % |
8,304 % |
2,718 % |
1,684 % |
|
10 |
9,718 % |
4,154 % |
4,036 % |
8,216 % |
2,794 % |
1,713 % |
|
11 |
9,757 % |
4,210 % |
4,074 % |
8,121 % |
2,855 % |
1,731 % |
|
12 |
9,754 % |
4,253 % |
4,105 % |
8,018 % |
2,907 % |
1,742 % |
|
13 |
9,720 % |
4,286 % |
4,138 % |
7,913 % |
2,956 % |
1,749 % |
|
14 |
9,664 % |
4,312 % |
4,176 % |
7,806 % |
2,998 % |
1,746 % |
|
15 |
9,591 % |
4,333 % |
4,217 % |
7,699 % |
3,032 % |
1,728 % |
|
16 |
9,506 % |
4,349 % |
4,262 % |
7,593 % |
3,056 % |
1,695 % |
|
17 |
9,413 % |
4,361 % |
4,307 % |
7,489 % |
3,074 % |
1,658 % |
|
18 |
9,314 % |
4,370 % |
4,350 % |
7,387 % |
3,089 % |
1,626 % |
|
19 |
9,212 % |
4,377 % |
4,389 % |
7,289 % |
3,103 % |
1,605 % |
|
20 |
9,108 % |
4,383 % |
4,422 % |
7,193 % |
3,119 % |
1,601 % |
|
21 |
9,004 % |
4,386 % |
4,449 % |
7,100 % |
3,136 % |
1,614 % |
|
22 |
8,900 % |
4,389 % |
4,469 % |
7,011 % |
3,156 % |
1,641 % |
|
23 |
8,798 % |
4,390 % |
4,485 % |
6,925 % |
3,177 % |
1,677 % |
|
24 |
8,698 % |
4,391 % |
4,497 % |
6,843 % |
3,198 % |
1,720 % |
|
25 |
8,600 % |
4,391 % |
4,505 % |
6,764 % |
3,220 % |
1,768 % |
|
26 |
8,504 % |
4,390 % |
4,511 % |
6,688 % |
3,242 % |
1,819 % |
|
27 |
8,412 % |
4,389 % |
4,515 % |
6,615 % |
3,264 % |
1,871 % |
|
28 |
8,323 % |
4,388 % |
4,517 % |
6,546 % |
3,285 % |
1,924 % |
|
29 |
8,237 % |
4,386 % |
4,518 % |
6,479 % |
3,307 % |
1,977 % |
|
30 |
8,154 % |
4,384 % |
4,517 % |
6,416 % |
3,327 % |
2,030 % |
|
31 |
8,074 % |
4,382 % |
4,515 % |
6,355 % |
3,348 % |
2,081 % |
|
32 |
7,997 % |
4,379 % |
4,513 % |
6,296 % |
3,368 % |
2,132 % |
|
33 |
7,924 % |
4,377 % |
4,510 % |
6,241 % |
3,387 % |
2,182 % |
|
34 |
7,853 % |
4,374 % |
4,507 % |
6,187 % |
3,406 % |
2,230 % |
|
35 |
7,785 % |
4,372 % |
4,503 % |
6,136 % |
3,424 % |
2,277 % |
|
36 |
7,720 % |
4,369 % |
4,499 % |
6,087 % |
3,442 % |
2,322 % |
|
37 |
7,657 % |
4,367 % |
4,495 % |
6,041 % |
3,459 % |
2,366 % |
|
38 |
7,597 % |
4,364 % |
4,490 % |
5,996 % |
3,475 % |
2,409 % |
|
39 |
7,540 % |
4,361 % |
4,486 % |
5,953 % |
3,491 % |
2,449 % |
|
40 |
7,485 % |
4,359 % |
4,481 % |
5,912 % |
3,507 % |
2,489 % |
|
41 |
7,432 % |
4,356 % |
4,476 % |
5,872 % |
3,521 % |
2,527 % |
|
42 |
7,381 % |
4,353 % |
4,472 % |
5,834 % |
3,536 % |
2,564 % |
|
43 |
7,333 % |
4,351 % |
4,467 % |
5,798 % |
3,550 % |
2,599 % |
|
44 |
7,286 % |
4,348 % |
4,462 % |
5,763 % |
3,563 % |
2,633 % |
|
45 |
7,241 % |
4,346 % |
4,458 % |
5,730 % |
3,576 % |
2,666 % |
|
46 |
7,198 % |
4,343 % |
4,453 % |
5,697 % |
3,588 % |
2,697 % |
|
47 |
7,156 % |
4,341 % |
4,449 % |
5,666 % |
3,601 % |
2,728 % |
|
48 |
7,116 % |
4,339 % |
4,445 % |
5,637 % |
3,612 % |
2,757 % |
|
49 |
7,078 % |
4,336 % |
4,440 % |
5,608 % |
3,623 % |
2,785 % |
|
50 |
7,041 % |
4,334 % |
4,436 % |
5,580 % |
3,634 % |
2,812 % |
|
51 |
7,005 % |
4,332 % |
4,432 % |
5,554 % |
3,645 % |
2,839 % |
|
52 |
6,971 % |
4,330 % |
4,428 % |
5,528 % |
3,655 % |
2,864 % |
|
53 |
6,938 % |
4,328 % |
4,424 % |
5,503 % |
3,665 % |
2,889 % |
|
54 |
6,906 % |
4,326 % |
4,421 % |
5,480 % |
3,674 % |
2,912 % |
|
55 |
6,875 % |
4,324 % |
4,417 % |
5,457 % |
3,684 % |
2,935 % |
|
56 |
6,845 % |
4,322 % |
4,413 % |
5,434 % |
3,692 % |
2,957 % |
|
57 |
6,816 % |
4,320 % |
4,410 % |
5,413 % |
3,701 % |
2,979 % |
|
58 |
6,788 % |
4,318 % |
4,406 % |
5,392 % |
3,709 % |
2,999 % |
|
59 |
6,761 % |
4,316 % |
4,403 % |
5,372 % |
3,717 % |
3,019 % |
|
60 |
6,735 % |
4,315 % |
4,400 % |
5,352 % |
3,725 % |
3,039 % |
|
61 |
6,710 % |
4,313 % |
4,397 % |
5,334 % |
3,733 % |
3,058 % |
|
62 |
6,686 % |
4,311 % |
4,394 % |
5,315 % |
3,740 % |
3,076 % |
|
63 |
6,662 % |
4,309 % |
4,391 % |
5,298 % |
3,747 % |
3,093 % |
|
64 |
6,639 % |
4,308 % |
4,388 % |
5,281 % |
3,754 % |
3,111 % |
|
65 |
6,617 % |
4,306 % |
4,385 % |
5,264 % |
3,761 % |
3,127 % |
|
66 |
6,596 % |
4,305 % |
4,382 % |
5,248 % |
3,768 % |
3,143 % |
|
67 |
6,575 % |
4,303 % |
4,380 % |
5,232 % |
3,774 % |
3,159 % |
|
68 |
6,554 % |
4,302 % |
4,377 % |
5,217 % |
3,780 % |
3,174 % |
|
69 |
6,535 % |
4,301 % |
4,375 % |
5,202 % |
3,786 % |
3,189 % |
|
70 |
6,516 % |
4,299 % |
4,372 % |
5,188 % |
3,792 % |
3,203 % |
|
71 |
6,497 % |
4,298 % |
4,370 % |
5,174 % |
3,798 % |
3,217 % |
|
72 |
6,479 % |
4,297 % |
4,368 % |
5,160 % |
3,803 % |
3,231 % |
|
73 |
6,461 % |
4,295 % |
4,365 % |
5,147 % |
3,809 % |
3,244 % |
|
74 |
6,444 % |
4,294 % |
4,363 % |
5,134 % |
3,814 % |
3,257 % |
|
75 |
6,427 % |
4,293 % |
4,361 % |
5,122 % |
3,819 % |
3,269 % |
|
76 |
6,411 % |
4,292 % |
4,359 % |
5,110 % |
3,824 % |
3,281 % |
|
77 |
6,395 % |
4,290 % |
4,357 % |
5,098 % |
3,829 % |
3,293 % |
|
78 |
6,380 % |
4,289 % |
4,355 % |
5,086 % |
3,834 % |
3,305 % |
|
79 |
6,365 % |
4,288 % |
4,353 % |
5,075 % |
3,838 % |
3,316 % |
|
80 |
6,350 % |
4,287 % |
4,351 % |
5,064 % |
3,843 % |
3,327 % |
|
81 |
6,336 % |
4,286 % |
4,349 % |
5,053 % |
3,847 % |
3,338 % |
|
82 |
6,322 % |
4,285 % |
4,347 % |
5,043 % |
3,851 % |
3,348 % |
|
83 |
6,309 % |
4,284 % |
4,346 % |
5,033 % |
3,856 % |
3,358 % |
|
84 |
6,295 % |
4,283 % |
4,344 % |
5,023 % |
3,860 % |
3,368 % |
|
85 |
6,282 % |
4,282 % |
4,342 % |
5,013 % |
3,864 % |
3,378 % |
|
86 |
6,270 % |
4,281 % |
4,340 % |
5,004 % |
3,868 % |
3,388 % |
|
87 |
6,257 % |
4,280 % |
4,339 % |
4,994 % |
3,871 % |
3,397 % |
|
88 |
6,245 % |
4,279 % |
4,337 % |
4,985 % |
3,875 % |
3,406 % |
|
89 |
6,234 % |
4,278 % |
4,336 % |
4,976 % |
3,879 % |
3,415 % |
|
90 |
6,222 % |
4,278 % |
4,334 % |
4,968 % |
3,882 % |
3,424 % |
|
91 |
6,211 % |
4,277 % |
4,333 % |
4,959 % |
3,886 % |
3,432 % |
|
92 |
6,200 % |
4,276 % |
4,331 % |
4,951 % |
3,889 % |
3,440 % |
|
93 |
6,189 % |
4,275 % |
4,330 % |
4,943 % |
3,892 % |
3,449 % |
|
94 |
6,178 % |
4,274 % |
4,329 % |
4,935 % |
3,896 % |
3,457 % |
|
95 |
6,168 % |
4,274 % |
4,327 % |
4,927 % |
3,899 % |
3,464 % |
|
96 |
6,158 % |
4,273 % |
4,326 % |
4,920 % |
3,902 % |
3,472 % |
|
97 |
6,148 % |
4,272 % |
4,325 % |
4,912 % |
3,905 % |
3,479 % |
|
98 |
6,138 % |
4,271 % |
4,323 % |
4,905 % |
3,908 % |
3,487 % |
|
99 |
6,129 % |
4,271 % |
4,322 % |
4,898 % |
3,911 % |
3,494 % |
|
100 |
6,119 % |
4,270 % |
4,321 % |
4,891 % |
3,914 % |
3,501 % |
|
101 |
6,110 % |
4,269 % |
4,320 % |
4,884 % |
3,917 % |
3,508 % |
|
102 |
6,101 % |
4,269 % |
4,318 % |
4,877 % |
3,920 % |
3,515 % |
|
103 |
6,092 % |
4,268 % |
4,317 % |
4,871 % |
3,922 % |
3,521 % |
|
104 |
6,084 % |
4,267 % |
4,316 % |
4,864 % |
3,925 % |
3,528 % |
|
105 |
6,075 % |
4,267 % |
4,315 % |
4,858 % |
3,928 % |
3,534 % |
|
106 |
6,067 % |
4,266 % |
4,314 % |
4,852 % |
3,930 % |
3,540 % |
|
107 |
6,059 % |
4,265 % |
4,313 % |
4,845 % |
3,933 % |
3,547 % |
|
108 |
6,051 % |
4,265 % |
4,312 % |
4,839 % |
3,935 % |
3,553 % |
|
109 |
6,043 % |
4,264 % |
4,311 % |
4,834 % |
3,938 % |
3,558 % |
|
110 |
6,035 % |
4,264 % |
4,310 % |
4,828 % |
3,940 % |
3,564 % |
|
111 |
6,028 % |
4,263 % |
4,309 % |
4,822 % |
3,942 % |
3,570 % |
|
112 |
6,020 % |
4,262 % |
4,308 % |
4,817 % |
3,945 % |
3,576 % |
|
113 |
6,013 % |
4,262 % |
4,307 % |
4,811 % |
3,947 % |
3,581 % |
|
114 |
6,006 % |
4,261 % |
4,306 % |
4,806 % |
3,949 % |
3,587 % |
|
115 |
5,999 % |
4,261 % |
4,305 % |
4,800 % |
3,951 % |
3,592 % |
|
116 |
5,992 % |
4,260 % |
4,304 % |
4,795 % |
3,953 % |
3,597 % |
|
117 |
5,985 % |
4,260 % |
4,303 % |
4,790 % |
3,955 % |
3,602 % |
|
118 |
5,979 % |
4,259 % |
4,302 % |
4,785 % |
3,958 % |
3,607 % |
|
119 |
5,972 % |
4,259 % |
4,302 % |
4,780 % |
3,960 % |
3,612 % |
|
120 |
5,966 % |
4,258 % |
4,301 % |
4,775 % |
3,962 % |
3,617 % |
|
121 |
5,959 % |
4,258 % |
4,300 % |
4,771 % |
3,964 % |
3,622 % |
|
122 |
5,953 % |
4,257 % |
4,299 % |
4,766 % |
3,965 % |
3,627 % |
|
123 |
5,947 % |
4,257 % |
4,298 % |
4,761 % |
3,967 % |
3,631 % |
|
124 |
5,941 % |
4,256 % |
4,297 % |
4,757 % |
3,969 % |
3,636 % |
|
125 |
5,935 % |
4,256 % |
4,297 % |
4,752 % |
3,971 % |
3,640 % |
|
126 |
5,929 % |
4,256 % |
4,296 % |
4,748 % |
3,973 % |
3,645 % |
|
127 |
5,923 % |
4,255 % |
4,295 % |
4,744 % |
3,975 % |
3,649 % |
|
128 |
5,918 % |
4,255 % |
4,294 % |
4,739 % |
3,976 % |
3,653 % |
|
129 |
5,912 % |
4,254 % |
4,294 % |
4,735 % |
3,978 % |
3,658 % |
|
130 |
5,906 % |
4,254 % |
4,293 % |
4,731 % |
3,980 % |
3,662 % |
|
131 |
5,901 % |
4,253 % |
4,292 % |
4,727 % |
3,982 % |
3,666 % |
|
132 |
5,896 % |
4,253 % |
4,292 % |
4,723 % |
3,983 % |
3,670 % |
|
133 |
5,891 % |
4,253 % |
4,291 % |
4,719 % |
3,985 % |
3,674 % |
|
134 |
5,885 % |
4,252 % |
4,290 % |
4,715 % |
3,986 % |
3,678 % |
|
135 |
5,880 % |
4,252 % |
4,290 % |
4,711 % |
3,988 % |
3,682 % |
|
136 |
5,875 % |
4,251 % |
4,289 % |
4,708 % |
3,990 % |
3,686 % |
|
137 |
5,870 % |
4,251 % |
4,288 % |
4,704 % |
3,991 % |
3,689 % |
|
138 |
5,865 % |
4,251 % |
4,288 % |
4,700 % |
3,993 % |
3,693 % |
|
139 |
5,861 % |
4,250 % |
4,287 % |
4,697 % |
3,994 % |
3,697 % |
|
140 |
5,856 % |
4,250 % |
4,286 % |
4,693 % |
3,996 % |
3,700 % |
|
141 |
5,851 % |
4,250 % |
4,286 % |
4,689 % |
3,997 % |
3,704 % |
|
142 |
5,847 % |
4,249 % |
4,285 % |
4,686 % |
3,998 % |
3,707 % |
|
143 |
5,842 % |
4,249 % |
4,285 % |
4,683 % |
4,000 % |
3,711 % |
|
144 |
5,838 % |
4,249 % |
4,284 % |
4,679 % |
4,001 % |
3,714 % |
|
145 |
5,833 % |
4,248 % |
4,283 % |
4,676 % |
4,003 % |
3,717 % |
|
146 |
5,829 % |
4,248 % |
4,283 % |
4,673 % |
4,004 % |
3,721 % |
|
147 |
5,825 % |
4,248 % |
4,282 % |
4,669 % |
4,005 % |
3,724 % |
|
148 |
5,820 % |
4,247 % |
4,282 % |
4,666 % |
4,007 % |
3,727 % |
|
149 |
5,816 % |
4,247 % |
4,281 % |
4,663 % |
4,008 % |
3,730 % |
|
150 |
5,812 % |
4,247 % |
4,281 % |
4,660 % |
4,009 % |
3,733 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
11,155 % |
1,044 % |
-0,082 % |
|
2 |
11,232 % |
1,309 % |
-0,077 % |
|
3 |
11,440 % |
1,551 % |
-0,069 % |
|
4 |
11,392 % |
1,716 % |
-0,051 % |
|
5 |
11,399 % |
1,846 % |
-0,030 % |
|
6 |
11,292 % |
1,954 % |
-0,005 % |
|
7 |
11,177 % |
2,041 % |
0,023 % |
|
8 |
11,157 % |
2,115 % |
0,054 % |
|
9 |
11,185 % |
2,176 % |
0,087 % |
|
10 |
11,203 % |
2,229 % |
0,121 % |
|
11 |
11,180 % |
2,274 % |
0,159 % |
|
12 |
11,121 % |
2,315 % |
0,202 % |
|
13 |
11,035 % |
2,350 % |
0,249 % |
|
14 |
10,929 % |
2,378 % |
0,299 % |
|
15 |
10,810 % |
2,402 % |
0,348 % |
|
16 |
10,681 % |
2,422 % |
0,396 % |
|
17 |
10,545 % |
2,438 % |
0,441 % |
|
18 |
10,406 % |
2,452 % |
0,484 % |
|
19 |
10,265 % |
2,463 % |
0,522 % |
|
20 |
10,125 % |
2,472 % |
0,557 % |
|
21 |
9,985 % |
2,479 % |
0,588 % |
|
22 |
9,848 % |
2,484 % |
0,614 % |
|
23 |
9,713 % |
2,488 % |
0,636 % |
|
24 |
9,582 % |
2,491 % |
0,654 % |
|
25 |
9,455 % |
2,494 % |
0,668 % |
|
26 |
9,331 % |
2,495 % |
0,678 % |
|
27 |
9,212 % |
2,497 % |
0,686 % |
|
28 |
9,098 % |
2,498 % |
0,697 % |
|
29 |
8,988 % |
2,498 % |
0,711 % |
|
30 |
8,882 % |
2,498 % |
0,731 % |
|
31 |
8,780 % |
2,498 % |
0,757 % |
|
32 |
8,682 % |
2,497 % |
0,788 % |
|
33 |
8,589 % |
2,495 % |
0,823 % |
|
34 |
8,499 % |
2,494 % |
0,860 % |
|
35 |
8,414 % |
2,491 % |
0,900 % |
|
36 |
8,331 % |
2,489 % |
0,940 % |
|
37 |
8,253 % |
2,485 % |
0,981 % |
|
38 |
8,177 % |
2,482 % |
1,022 % |
|
39 |
8,105 % |
2,477 % |
1,063 % |
|
40 |
8,036 % |
2,472 % |
1,104 % |
|
41 |
7,970 % |
2,465 % |
1,144 % |
|
42 |
7,906 % |
2,459 % |
1,184 % |
|
43 |
7,845 % |
2,453 % |
1,222 % |
|
44 |
7,787 % |
2,448 % |
1,260 % |
|
45 |
7,730 % |
2,445 % |
1,297 % |
|
46 |
7,676 % |
2,444 % |
1,333 % |
|
47 |
7,625 % |
2,445 % |
1,369 % |
|
48 |
7,575 % |
2,448 % |
1,403 % |
|
49 |
7,527 % |
2,453 % |
1,436 % |
|
50 |
7,481 % |
2,462 % |
1,468 % |
|
51 |
7,436 % |
2,473 % |
1,500 % |
|
52 |
7,393 % |
2,486 % |
1,530 % |
|
53 |
7,352 % |
2,501 % |
1,560 % |
|
54 |
7,312 % |
2,518 % |
1,588 % |
|
55 |
7,274 % |
2,535 % |
1,616 % |
|
56 |
7,237 % |
2,554 % |
1,643 % |
|
57 |
7,201 % |
2,573 % |
1,669 % |
|
58 |
7,167 % |
2,592 % |
1,694 % |
|
59 |
7,133 % |
2,612 % |
1,719 % |
|
60 |
7,101 % |
2,632 % |
1,743 % |
|
61 |
7,070 % |
2,652 % |
1,766 % |
|
62 |
7,039 % |
2,672 % |
1,789 % |
|
63 |
7,010 % |
2,692 % |
1,810 % |
|
64 |
6,982 % |
2,711 % |
1,832 % |
|
65 |
6,954 % |
2,731 % |
1,852 % |
|
66 |
6,927 % |
2,750 % |
1,872 % |
|
67 |
6,902 % |
2,769 % |
1,892 % |
|
68 |
6,876 % |
2,788 % |
1,911 % |
|
69 |
6,852 % |
2,806 % |
1,929 % |
|
70 |
6,828 % |
2,825 % |
1,947 % |
|
71 |
6,805 % |
2,842 % |
1,964 % |
|
72 |
6,783 % |
2,860 % |
1,981 % |
|
73 |
6,761 % |
2,877 % |
1,998 % |
|
74 |
6,740 % |
2,894 % |
2,014 % |
|
75 |
6,719 % |
2,910 % |
2,029 % |
|
76 |
6,699 % |
2,926 % |
2,045 % |
|
77 |
6,679 % |
2,942 % |
2,060 % |
|
78 |
6,660 % |
2,958 % |
2,074 % |
|
79 |
6,642 % |
2,973 % |
2,088 % |
|
80 |
6,623 % |
2,987 % |
2,102 % |
|
81 |
6,606 % |
3,002 % |
2,115 % |
|
82 |
6,589 % |
3,016 % |
2,129 % |
|
83 |
6,572 % |
3,030 % |
2,141 % |
|
84 |
6,555 % |
3,044 % |
2,154 % |
|
85 |
6,539 % |
3,057 % |
2,166 % |
|
86 |
6,524 % |
3,070 % |
2,178 % |
|
87 |
6,508 % |
3,083 % |
2,190 % |
|
88 |
6,493 % |
3,095 % |
2,201 % |
|
89 |
6,479 % |
3,107 % |
2,212 % |
|
90 |
6,464 % |
3,119 % |
2,223 % |
|
91 |
6,450 % |
3,131 % |
2,234 % |
|
92 |
6,437 % |
3,142 % |
2,244 % |
|
93 |
6,423 % |
3,154 % |
2,255 % |
|
94 |
6,410 % |
3,165 % |
2,265 % |
|
95 |
6,397 % |
3,176 % |
2,274 % |
|
96 |
6,385 % |
3,186 % |
2,284 % |
|
97 |
6,373 % |
3,196 % |
2,293 % |
|
98 |
6,361 % |
3,207 % |
2,303 % |
|
99 |
6,349 % |
3,217 % |
2,312 % |
|
100 |
6,337 % |
3,226 % |
2,320 % |
|
101 |
6,326 % |
3,236 % |
2,329 % |
|
102 |
6,315 % |
3,245 % |
2,338 % |
|
103 |
6,304 % |
3,254 % |
2,346 % |
|
104 |
6,293 % |
3,263 % |
2,354 % |
|
105 |
6,283 % |
3,272 % |
2,362 % |
|
106 |
6,273 % |
3,281 % |
2,370 % |
|
107 |
6,263 % |
3,290 % |
2,378 % |
|
108 |
6,253 % |
3,298 % |
2,385 % |
|
109 |
6,243 % |
3,306 % |
2,393 % |
|
110 |
6,233 % |
3,314 % |
2,400 % |
|
111 |
6,224 % |
3,322 % |
2,407 % |
|
112 |
6,215 % |
3,330 % |
2,414 % |
|
113 |
6,206 % |
3,338 % |
2,421 % |
|
114 |
6,197 % |
3,345 % |
2,428 % |
|
115 |
6,188 % |
3,353 % |
2,435 % |
|
116 |
6,180 % |
3,360 % |
2,441 % |
|
117 |
6,171 % |
3,367 % |
2,448 % |
|
118 |
6,163 % |
3,374 % |
2,454 % |
|
119 |
6,155 % |
3,381 % |
2,460 % |
|
120 |
6,147 % |
3,388 % |
2,466 % |
|
121 |
6,139 % |
3,394 % |
2,472 % |
|
122 |
6,131 % |
3,401 % |
2,478 % |
|
123 |
6,124 % |
3,407 % |
2,484 % |
|
124 |
6,116 % |
3,414 % |
2,490 % |
|
125 |
6,109 % |
3,420 % |
2,496 % |
|
126 |
6,102 % |
3,426 % |
2,501 % |
|
127 |
6,094 % |
3,432 % |
2,507 % |
|
128 |
6,087 % |
3,438 % |
2,512 % |
|
129 |
6,081 % |
3,444 % |
2,517 % |
|
130 |
6,074 % |
3,450 % |
2,523 % |
|
131 |
6,067 % |
3,456 % |
2,528 % |
|
132 |
6,060 % |
3,461 % |
2,533 % |
|
133 |
6,054 % |
3,467 % |
2,538 % |
|
134 |
6,048 % |
3,472 % |
2,543 % |
|
135 |
6,041 % |
3,478 % |
2,548 % |
|
136 |
6,035 % |
3,483 % |
2,552 % |
|
137 |
6,029 % |
3,488 % |
2,557 % |
|
138 |
6,023 % |
3,493 % |
2,562 % |
|
139 |
6,017 % |
3,498 % |
2,566 % |
|
140 |
6,011 % |
3,503 % |
2,571 % |
|
141 |
6,005 % |
3,508 % |
2,575 % |
|
142 |
6,000 % |
3,513 % |
2,580 % |
|
143 |
5,994 % |
3,518 % |
2,584 % |
|
144 |
5,988 % |
3,523 % |
2,588 % |
|
145 |
5,983 % |
3,527 % |
2,593 % |
|
146 |
5,978 % |
3,532 % |
2,597 % |
|
147 |
5,972 % |
3,536 % |
2,601 % |
|
148 |
5,967 % |
3,541 % |
2,605 % |
|
149 |
5,962 % |
3,545 % |
2,609 % |
|
150 |
5,957 % |
3,550 % |
2,613 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
|
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czech Republic |
Cyprus |
Denmark |
|
1 |
0 |
0 |
34 |
5 |
1 |
28 |
2 |
|
2 |
0 |
0 |
42 |
5 |
2 |
46 |
1 |
|
3 |
0 |
2 |
48 |
5 |
4 |
51 |
1 |
|
4 |
0 |
3 |
51 |
5 |
5 |
51 |
0 |
|
5 |
1 |
5 |
56 |
5 |
7 |
54 |
0 |
|
6 |
2 |
6 |
59 |
5 |
9 |
55 |
0 |
|
7 |
3 |
6 |
62 |
5 |
11 |
57 |
0 |
|
8 |
3 |
8 |
63 |
5 |
13 |
56 |
0 |
|
9 |
4 |
8 |
65 |
5 |
14 |
52 |
0 |
|
10 |
4 |
9 |
67 |
5 |
15 |
51 |
1 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
431 |
4 |
18 |
|
2 |
0 |
0 |
0 |
0 |
261 |
4 |
26 |
|
3 |
2 |
0 |
0 |
0 |
230 |
4 |
28 |
|
4 |
3 |
0 |
0 |
0 |
198 |
4 |
30 |
|
5 |
5 |
0 |
0 |
0 |
180 |
4 |
31 |
|
6 |
6 |
0 |
0 |
0 |
177 |
4 |
32 |
|
7 |
6 |
0 |
0 |
0 |
173 |
4 |
32 |
|
8 |
8 |
1 |
2 |
0 |
178 |
2 |
33 |
|
9 |
8 |
1 |
3 |
0 |
180 |
1 |
34 |
|
10 |
9 |
1 |
3 |
0 |
182 |
4 |
34 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Portugal |
|
1 |
6 |
6 |
6 |
0 |
18 |
0 |
28 |
|
2 |
14 |
13 |
13 |
0 |
26 |
0 |
46 |
|
3 |
18 |
16 |
16 |
0 |
28 |
0 |
51 |
|
4 |
20 |
18 |
18 |
0 |
30 |
0 |
51 |
|
5 |
22 |
20 |
20 |
0 |
31 |
0 |
54 |
|
6 |
23 |
22 |
22 |
0 |
32 |
0 |
56 |
|
7 |
24 |
23 |
23 |
0 |
32 |
0 |
57 |
|
8 |
26 |
24 |
24 |
2 |
33 |
0 |
56 |
|
9 |
27 |
25 |
25 |
3 |
34 |
1 |
52 |
|
10 |
29 |
26 |
26 |
3 |
34 |
1 |
51 |
|
Duration (in years) |
Rumania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
Liechtenstein |
|
1 |
10 |
14 |
21 |
6 |
0 |
0 |
0 |
|
2 |
19 |
18 |
24 |
13 |
0 |
0 |
0 |
|
3 |
21 |
21 |
29 |
16 |
0 |
0 |
0 |
|
4 |
22 |
22 |
34 |
18 |
0 |
0 |
0 |
|
5 |
24 |
24 |
37 |
20 |
0 |
0 |
0 |
|
6 |
26 |
25 |
41 |
22 |
0 |
0 |
0 |
|
7 |
27 |
26 |
42 |
23 |
0 |
0 |
0 |
|
8 |
29 |
27 |
44 |
24 |
0 |
0 |
0 |
|
9 |
30 |
27 |
44 |
25 |
0 |
0 |
0 |
|
10 |
28 |
28 |
44 |
26 |
0 |
0 |
0 |
|
Duration (in years) |
Norway |
Australia |
Brazil |
Canada |
Chile |
China |
Colombia |
|
1 |
0 |
0 |
12 |
0 |
17 |
0 |
11 |
|
2 |
0 |
0 |
12 |
0 |
19 |
0 |
19 |
|
3 |
0 |
0 |
12 |
0 |
18 |
1 |
31 |
|
4 |
0 |
0 |
12 |
0 |
17 |
2 |
39 |
|
5 |
0 |
0 |
12 |
0 |
16 |
3 |
41 |
|
6 |
0 |
0 |
12 |
0 |
15 |
3 |
45 |
|
7 |
0 |
0 |
12 |
0 |
14 |
4 |
47 |
|
8 |
0 |
0 |
12 |
0 |
15 |
8 |
45 |
|
9 |
0 |
0 |
12 |
0 |
16 |
5 |
42 |
|
10 |
0 |
0 |
12 |
0 |
13 |
5 |
44 |
|
Duration (in years) |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
New Zealand |
Russia |
|
1 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
2 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
3 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
4 |
0 |
9 |
0 |
0 |
10 |
0 |
1 |
|
5 |
0 |
9 |
0 |
0 |
10 |
0 |
2 |
|
6 |
0 |
9 |
0 |
0 |
10 |
0 |
6 |
|
7 |
0 |
9 |
0 |
0 |
10 |
0 |
9 |
|
8 |
0 |
9 |
0 |
0 |
10 |
0 |
13 |
|
9 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
10 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
Duration (in years) |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
United States |
|
1 |
0 |
3 |
10 |
0 |
4 |
0 |
|
2 |
0 |
7 |
12 |
0 |
4 |
0 |
|
3 |
0 |
6 |
13 |
0 |
4 |
0 |
|
4 |
0 |
5 |
14 |
0 |
4 |
0 |
|
5 |
0 |
4 |
15 |
0 |
4 |
0 |
|
6 |
0 |
5 |
16 |
0 |
4 |
0 |
|
7 |
0 |
6 |
16 |
0 |
4 |
0 |
|
8 |
0 |
7 |
16 |
0 |
4 |
0 |
|
9 |
0 |
8 |
16 |
0 |
4 |
0 |
|
10 |
0 |
8 |
16 |
0 |
4 |
0 |
2. Exposures to financial institutions
2.1 Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
21 |
48 |
129 |
243 |
591 |
1 504 |
|
2 |
6 |
21 |
48 |
129 |
243 |
591 |
1 199 |
|
3 |
7 |
24 |
49 |
121 |
240 |
587 |
966 |
|
4 |
8 |
26 |
52 |
123 |
238 |
586 |
789 |
|
5 |
10 |
29 |
57 |
125 |
238 |
586 |
654 |
|
6 |
11 |
31 |
60 |
130 |
238 |
586 |
586 |
|
7 |
12 |
34 |
62 |
132 |
238 |
586 |
586 |
|
8 |
12 |
34 |
62 |
130 |
238 |
586 |
586 |
|
9 |
12 |
35 |
61 |
129 |
238 |
586 |
586 |
|
10 |
13 |
36 |
62 |
128 |
238 |
586 |
586 |
|
11 |
13 |
38 |
62 |
128 |
238 |
586 |
586 |
|
12 |
14 |
38 |
62 |
128 |
238 |
586 |
586 |
|
13 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
14 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
15 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
16 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
17 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
18 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
19 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
20 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
21 |
15 |
39 |
62 |
128 |
238 |
586 |
586 |
|
22 |
16 |
39 |
62 |
128 |
238 |
586 |
586 |
|
23 |
16 |
39 |
62 |
128 |
238 |
586 |
586 |
|
24 |
16 |
39 |
62 |
128 |
238 |
586 |
586 |
|
25 |
17 |
39 |
62 |
128 |
238 |
586 |
586 |
|
26 |
18 |
39 |
62 |
128 |
238 |
586 |
586 |
|
27 |
19 |
39 |
62 |
128 |
238 |
586 |
586 |
|
28 |
19 |
39 |
62 |
128 |
238 |
586 |
586 |
|
29 |
20 |
39 |
62 |
128 |
238 |
586 |
586 |
|
30 |
20 |
39 |
62 |
128 |
238 |
586 |
586 |
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 |
10 |
26 |
52 |
133 |
248 |
596 |
1 512 |
|
2 |
12 |
28 |
54 |
136 |
250 |
598 |
1 207 |
|
3 |
14 |
31 |
56 |
128 |
246 |
594 |
972 |
|
4 |
15 |
33 |
58 |
129 |
245 |
593 |
794 |
|
5 |
16 |
36 |
63 |
132 |
245 |
593 |
659 |
|
6 |
17 |
37 |
66 |
136 |
244 |
592 |
592 |
|
7 |
18 |
39 |
68 |
137 |
244 |
592 |
592 |
|
8 |
17 |
39 |
67 |
135 |
243 |
591 |
591 |
|
9 |
17 |
40 |
66 |
133 |
243 |
591 |
591 |
|
10 |
17 |
41 |
66 |
132 |
242 |
590 |
590 |
|
11 |
17 |
41 |
65 |
132 |
242 |
590 |
590 |
|
12 |
17 |
41 |
65 |
131 |
241 |
589 |
589 |
|
13 |
17 |
42 |
64 |
131 |
241 |
589 |
589 |
|
14 |
16 |
41 |
64 |
130 |
240 |
588 |
588 |
|
15 |
16 |
41 |
63 |
130 |
240 |
588 |
588 |
|
16 |
15 |
40 |
63 |
129 |
239 |
587 |
587 |
|
17 |
15 |
40 |
62 |
129 |
239 |
587 |
587 |
|
18 |
15 |
40 |
62 |
129 |
239 |
587 |
587 |
|
19 |
15 |
40 |
62 |
129 |
239 |
587 |
587 |
|
20 |
15 |
40 |
63 |
129 |
239 |
587 |
587 |
|
21 |
16 |
40 |
63 |
129 |
240 |
588 |
588 |
|
22 |
16 |
41 |
63 |
130 |
240 |
588 |
588 |
|
23 |
16 |
41 |
63 |
130 |
240 |
588 |
588 |
|
24 |
16 |
41 |
64 |
130 |
240 |
588 |
588 |
|
25 |
17 |
41 |
64 |
130 |
240 |
588 |
588 |
|
26 |
18 |
41 |
64 |
130 |
240 |
588 |
588 |
|
27 |
19 |
41 |
64 |
130 |
240 |
588 |
588 |
|
28 |
19 |
41 |
64 |
130 |
240 |
588 |
588 |
|
29 |
20 |
41 |
64 |
130 |
240 |
588 |
588 |
|
30 |
20 |
41 |
64 |
130 |
240 |
588 |
588 |
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 |
21 |
48 |
129 |
243 |
591 |
1 503 |
|
2 |
6 |
21 |
48 |
129 |
243 |
591 |
1 199 |
|
3 |
7 |
24 |
49 |
121 |
239 |
587 |
966 |
|
4 |
8 |
26 |
51 |
122 |
238 |
586 |
789 |
|
5 |
10 |
29 |
57 |
125 |
238 |
586 |
654 |
|
6 |
11 |
31 |
60 |
130 |
238 |
586 |
586 |
|
7 |
12 |
34 |
62 |
132 |
238 |
586 |
586 |
|
8 |
12 |
34 |
61 |
130 |
238 |
586 |
586 |
|
9 |
12 |
35 |
61 |
128 |
238 |
586 |
586 |
|
10 |
13 |
36 |
61 |
128 |
238 |
586 |
586 |
|
11 |
13 |
37 |
62 |
128 |
238 |
586 |
586 |
|
12 |
14 |
38 |
62 |
128 |
238 |
586 |
586 |
|
13 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
14 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
15 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
16 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
17 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
18 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
19 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
20 |
14 |
39 |
62 |
128 |
238 |
586 |
586 |
|
21 |
15 |
39 |
62 |
128 |
238 |
586 |
586 |
|
22 |
16 |
39 |
62 |
128 |
238 |
586 |
586 |
|
23 |
16 |
39 |
62 |
128 |
238 |
586 |
586 |
|
24 |
16 |
39 |
62 |
128 |
238 |
586 |
586 |
|
25 |
17 |
39 |
62 |
128 |
238 |
586 |
586 |
|
26 |
18 |
39 |
62 |
128 |
238 |
586 |
586 |
|
27 |
19 |
39 |
62 |
128 |
238 |
586 |
586 |
|
28 |
19 |
39 |
62 |
128 |
238 |
586 |
586 |
|
29 |
20 |
39 |
62 |
128 |
238 |
586 |
586 |
|
30 |
20 |
39 |
62 |
128 |
238 |
586 |
586 |
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 |
88 |
103 |
130 |
211 |
325 |
673 |
1 517 |
|
2 |
82 |
98 |
125 |
206 |
320 |
668 |
1 215 |
|
3 |
86 |
103 |
128 |
200 |
319 |
667 |
981 |
|
4 |
84 |
103 |
128 |
199 |
315 |
663 |
805 |
|
5 |
83 |
102 |
130 |
199 |
312 |
660 |
669 |
|
6 |
82 |
102 |
131 |
201 |
309 |
657 |
657 |
|
7 |
81 |
102 |
131 |
200 |
307 |
655 |
655 |
|
8 |
79 |
101 |
128 |
197 |
305 |
653 |
653 |
|
9 |
78 |
101 |
127 |
194 |
304 |
652 |
652 |
|
10 |
74 |
98 |
123 |
189 |
300 |
648 |
648 |
|
11 |
72 |
96 |
120 |
186 |
297 |
645 |
645 |
|
12 |
70 |
95 |
118 |
185 |
295 |
643 |
643 |
|
13 |
70 |
95 |
117 |
184 |
294 |
642 |
642 |
|
14 |
69 |
94 |
117 |
183 |
293 |
641 |
641 |
|
15 |
69 |
94 |
116 |
183 |
293 |
641 |
641 |
|
16 |
68 |
93 |
116 |
182 |
292 |
640 |
640 |
|
17 |
68 |
92 |
115 |
181 |
292 |
640 |
640 |
|
18 |
67 |
92 |
114 |
181 |
291 |
639 |
639 |
|
19 |
66 |
91 |
113 |
180 |
290 |
638 |
638 |
|
20 |
65 |
90 |
113 |
179 |
289 |
637 |
637 |
|
21 |
64 |
89 |
112 |
178 |
288 |
636 |
636 |
|
22 |
64 |
88 |
111 |
177 |
288 |
636 |
636 |
|
23 |
63 |
87 |
110 |
176 |
287 |
635 |
635 |
|
24 |
62 |
86 |
109 |
175 |
286 |
634 |
634 |
|
25 |
61 |
85 |
108 |
174 |
284 |
632 |
632 |
|
26 |
59 |
84 |
107 |
173 |
283 |
631 |
631 |
|
27 |
58 |
83 |
106 |
172 |
282 |
630 |
630 |
|
28 |
57 |
82 |
105 |
171 |
281 |
629 |
629 |
|
29 |
56 |
81 |
104 |
170 |
280 |
628 |
628 |
|
30 |
55 |
80 |
103 |
169 |
279 |
627 |
627 |
2.5 Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
10 |
25 |
52 |
133 |
247 |
595 |
1 497 |
|
2 |
12 |
27 |
54 |
135 |
249 |
597 |
1 195 |
|
3 |
14 |
31 |
56 |
128 |
247 |
594 |
965 |
|
4 |
16 |
34 |
59 |
130 |
246 |
594 |
789 |
|
5 |
17 |
37 |
65 |
133 |
246 |
594 |
655 |
|
6 |
18 |
39 |
68 |
137 |
246 |
594 |
594 |
|
7 |
19 |
41 |
69 |
139 |
245 |
593 |
593 |
|
8 |
19 |
41 |
68 |
136 |
245 |
593 |
593 |
|
9 |
18 |
41 |
67 |
135 |
244 |
592 |
592 |
|
10 |
18 |
42 |
67 |
134 |
244 |
592 |
592 |
|
11 |
18 |
43 |
67 |
133 |
243 |
591 |
591 |
|
12 |
18 |
43 |
66 |
133 |
243 |
591 |
591 |
|
13 |
18 |
43 |
66 |
132 |
242 |
590 |
590 |
|
14 |
18 |
43 |
65 |
132 |
242 |
590 |
590 |
|
15 |
18 |
43 |
65 |
132 |
242 |
590 |
590 |
|
16 |
17 |
42 |
64 |
131 |
241 |
589 |
589 |
|
17 |
17 |
42 |
64 |
131 |
241 |
589 |
589 |
|
18 |
17 |
42 |
64 |
131 |
241 |
589 |
589 |
|
19 |
17 |
42 |
64 |
131 |
241 |
589 |
589 |
|
20 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
21 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
22 |
18 |
43 |
65 |
132 |
242 |
590 |
590 |
|
23 |
18 |
43 |
65 |
132 |
242 |
590 |
590 |
|
24 |
18 |
43 |
65 |
132 |
242 |
590 |
590 |
|
25 |
18 |
43 |
65 |
132 |
242 |
590 |
590 |
|
26 |
18 |
43 |
65 |
132 |
242 |
590 |
590 |
|
27 |
19 |
43 |
65 |
132 |
242 |
590 |
590 |
|
28 |
19 |
43 |
65 |
132 |
242 |
590 |
590 |
|
29 |
20 |
43 |
65 |
132 |
242 |
590 |
590 |
|
30 |
21 |
43 |
65 |
132 |
242 |
590 |
590 |
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 |
53 |
69 |
95 |
176 |
291 |
639 |
1 529 |
|
2 |
57 |
72 |
99 |
180 |
294 |
642 |
1 224 |
|
3 |
62 |
79 |
104 |
176 |
295 |
643 |
991 |
|
4 |
66 |
84 |
109 |
180 |
296 |
644 |
813 |
|
5 |
68 |
87 |
115 |
183 |
297 |
645 |
676 |
|
6 |
69 |
89 |
118 |
188 |
296 |
644 |
644 |
|
7 |
69 |
91 |
119 |
189 |
295 |
643 |
643 |
|
8 |
68 |
90 |
118 |
186 |
294 |
642 |
642 |
|
9 |
67 |
90 |
116 |
183 |
293 |
641 |
641 |
|
10 |
66 |
89 |
114 |
181 |
291 |
639 |
639 |
|
11 |
64 |
89 |
113 |
179 |
289 |
637 |
637 |
|
12 |
63 |
88 |
111 |
178 |
288 |
636 |
636 |
|
13 |
62 |
87 |
110 |
176 |
286 |
634 |
634 |
|
14 |
61 |
86 |
108 |
175 |
285 |
633 |
633 |
|
15 |
59 |
84 |
107 |
173 |
283 |
631 |
631 |
|
16 |
58 |
83 |
106 |
172 |
282 |
630 |
630 |
|
17 |
57 |
82 |
105 |
171 |
281 |
629 |
629 |
|
18 |
56 |
81 |
104 |
170 |
280 |
628 |
628 |
|
19 |
56 |
81 |
103 |
170 |
280 |
628 |
628 |
|
20 |
55 |
80 |
102 |
169 |
279 |
627 |
627 |
|
21 |
54 |
79 |
102 |
168 |
278 |
626 |
626 |
|
22 |
53 |
78 |
101 |
167 |
277 |
625 |
625 |
|
23 |
53 |
78 |
100 |
167 |
277 |
625 |
625 |
|
24 |
52 |
77 |
99 |
166 |
276 |
624 |
624 |
|
25 |
51 |
76 |
98 |
165 |
275 |
623 |
623 |
|
26 |
50 |
75 |
97 |
164 |
274 |
622 |
622 |
|
27 |
49 |
74 |
97 |
163 |
273 |
621 |
621 |
|
28 |
48 |
73 |
96 |
162 |
272 |
620 |
620 |
|
29 |
48 |
72 |
95 |
161 |
271 |
619 |
619 |
|
30 |
47 |
72 |
94 |
161 |
271 |
619 |
619 |
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 |
5 |
20 |
47 |
128 |
242 |
591 |
1 502 |
|
2 |
5 |
20 |
47 |
128 |
242 |
591 |
1 198 |
|
3 |
6 |
23 |
48 |
120 |
239 |
587 |
965 |
|
4 |
7 |
25 |
51 |
122 |
238 |
585 |
789 |
|
5 |
9 |
28 |
56 |
124 |
237 |
585 |
654 |
|
6 |
10 |
31 |
60 |
129 |
237 |
585 |
585 |
|
7 |
11 |
33 |
61 |
131 |
237 |
585 |
585 |
|
8 |
11 |
34 |
61 |
129 |
237 |
585 |
585 |
|
9 |
11 |
34 |
61 |
128 |
237 |
585 |
585 |
|
10 |
12 |
36 |
61 |
127 |
237 |
585 |
585 |
|
11 |
12 |
37 |
61 |
127 |
237 |
585 |
585 |
|
12 |
13 |
37 |
61 |
127 |
237 |
585 |
585 |
|
13 |
13 |
38 |
61 |
127 |
237 |
585 |
585 |
|
14 |
14 |
38 |
61 |
127 |
237 |
585 |
585 |
|
15 |
13 |
38 |
61 |
127 |
237 |
585 |
585 |
|
16 |
13 |
38 |
61 |
127 |
237 |
585 |
585 |
|
17 |
13 |
38 |
61 |
127 |
237 |
585 |
585 |
|
18 |
13 |
38 |
61 |
127 |
237 |
585 |
585 |
|
19 |
13 |
38 |
61 |
127 |
237 |
585 |
585 |
|
20 |
14 |
38 |
61 |
127 |
237 |
585 |
585 |
|
21 |
15 |
38 |
61 |
127 |
237 |
585 |
585 |
|
22 |
15 |
38 |
61 |
127 |
237 |
585 |
585 |
|
23 |
16 |
38 |
61 |
127 |
237 |
585 |
585 |
|
24 |
16 |
38 |
61 |
127 |
237 |
585 |
585 |
|
25 |
17 |
38 |
61 |
127 |
237 |
585 |
585 |
|
26 |
18 |
38 |
61 |
127 |
237 |
586 |
586 |
|
27 |
19 |
38 |
61 |
127 |
237 |
586 |
586 |
|
28 |
19 |
39 |
61 |
127 |
238 |
586 |
586 |
|
29 |
19 |
39 |
61 |
127 |
238 |
586 |
586 |
|
30 |
20 |
39 |
61 |
127 |
238 |
586 |
586 |
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 |
7 |
25 |
58 |
161 |
261 |
609 |
1 520 |
|
2 |
7 |
25 |
58 |
161 |
261 |
609 |
1 213 |
|
3 |
8 |
27 |
58 |
144 |
258 |
605 |
977 |
|
4 |
9 |
30 |
59 |
132 |
256 |
604 |
798 |
|
5 |
11 |
31 |
60 |
119 |
254 |
603 |
662 |
|
6 |
13 |
35 |
63 |
110 |
253 |
601 |
601 |
|
7 |
15 |
37 |
63 |
102 |
252 |
600 |
600 |
|
8 |
16 |
38 |
61 |
94 |
251 |
599 |
599 |
|
9 |
18 |
45 |
65 |
88 |
250 |
598 |
598 |
|
10 |
17 |
44 |
62 |
84 |
249 |
597 |
597 |
|
11 |
16 |
43 |
60 |
83 |
248 |
596 |
596 |
|
12 |
16 |
43 |
60 |
83 |
248 |
596 |
596 |
|
13 |
16 |
44 |
61 |
83 |
247 |
595 |
595 |
|
14 |
16 |
44 |
61 |
83 |
246 |
594 |
594 |
|
15 |
16 |
44 |
61 |
83 |
245 |
593 |
593 |
|
16 |
16 |
44 |
61 |
83 |
244 |
592 |
592 |
|
17 |
16 |
44 |
61 |
83 |
243 |
591 |
591 |
|
18 |
16 |
44 |
61 |
83 |
242 |
590 |
590 |
|
19 |
16 |
44 |
61 |
83 |
242 |
590 |
590 |
|
20 |
16 |
44 |
61 |
83 |
243 |
591 |
591 |
|
21 |
16 |
44 |
61 |
83 |
243 |
591 |
591 |
|
22 |
16 |
44 |
61 |
83 |
243 |
591 |
591 |
|
23 |
16 |
44 |
61 |
83 |
242 |
590 |
590 |
|
24 |
16 |
44 |
61 |
83 |
242 |
590 |
590 |
|
25 |
17 |
44 |
61 |
83 |
241 |
589 |
589 |
|
26 |
18 |
44 |
61 |
83 |
241 |
589 |
589 |
|
27 |
19 |
44 |
61 |
83 |
241 |
589 |
589 |
|
28 |
19 |
44 |
61 |
83 |
240 |
588 |
588 |
|
29 |
20 |
44 |
61 |
83 |
240 |
588 |
588 |
|
30 |
20 |
44 |
61 |
83 |
240 |
588 |
588 |
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 |
89 |
105 |
131 |
212 |
327 |
675 |
1 534 |
|
2 |
86 |
102 |
129 |
210 |
324 |
672 |
1 230 |
|
3 |
85 |
102 |
127 |
199 |
318 |
665 |
995 |
|
4 |
83 |
101 |
127 |
198 |
314 |
662 |
816 |
|
5 |
82 |
101 |
129 |
197 |
310 |
658 |
678 |
|
6 |
80 |
101 |
130 |
199 |
308 |
656 |
656 |
|
7 |
79 |
100 |
129 |
198 |
305 |
653 |
653 |
|
8 |
76 |
98 |
125 |
194 |
302 |
650 |
650 |
|
9 |
74 |
97 |
123 |
190 |
300 |
648 |
648 |
|
10 |
72 |
96 |
121 |
188 |
298 |
646 |
646 |
|
11 |
71 |
95 |
119 |
186 |
296 |
644 |
644 |
|
12 |
70 |
94 |
118 |
184 |
294 |
642 |
642 |
|
13 |
68 |
93 |
116 |
182 |
292 |
640 |
640 |
|
14 |
67 |
92 |
114 |
181 |
291 |
639 |
639 |
|
15 |
65 |
90 |
113 |
179 |
289 |
637 |
637 |
|
16 |
64 |
89 |
112 |
178 |
288 |
636 |
636 |
|
17 |
63 |
88 |
110 |
177 |
287 |
635 |
635 |
|
18 |
62 |
87 |
109 |
176 |
286 |
634 |
634 |
|
19 |
61 |
86 |
108 |
175 |
285 |
633 |
633 |
|
20 |
60 |
85 |
108 |
174 |
284 |
632 |
632 |
|
21 |
59 |
84 |
107 |
173 |
283 |
631 |
631 |
|
22 |
58 |
83 |
106 |
172 |
282 |
630 |
630 |
|
23 |
57 |
82 |
105 |
171 |
281 |
629 |
629 |
|
24 |
56 |
81 |
104 |
170 |
280 |
628 |
628 |
|
25 |
55 |
80 |
103 |
169 |
279 |
627 |
627 |
|
26 |
54 |
79 |
102 |
168 |
278 |
626 |
626 |
|
27 |
53 |
78 |
101 |
167 |
277 |
625 |
625 |
|
28 |
52 |
77 |
100 |
166 |
276 |
624 |
624 |
|
29 |
51 |
76 |
99 |
165 |
275 |
623 |
623 |
|
30 |
50 |
75 |
98 |
164 |
274 |
622 |
622 |
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 |
61 |
77 |
104 |
185 |
299 |
647 |
1 546 |
|
2 |
60 |
75 |
102 |
183 |
297 |
645 |
1 240 |
|
3 |
59 |
76 |
101 |
173 |
292 |
640 |
1 003 |
|
4 |
59 |
77 |
103 |
173 |
289 |
637 |
821 |
|
5 |
58 |
78 |
106 |
174 |
287 |
635 |
682 |
|
6 |
57 |
78 |
107 |
176 |
285 |
633 |
633 |
|
7 |
57 |
78 |
107 |
176 |
283 |
631 |
631 |
|
8 |
55 |
77 |
105 |
173 |
281 |
629 |
629 |
|
9 |
53 |
76 |
103 |
170 |
279 |
627 |
627 |
|
10 |
53 |
76 |
101 |
168 |
278 |
626 |
626 |
|
11 |
52 |
76 |
101 |
167 |
277 |
625 |
625 |
|
12 |
52 |
76 |
100 |
166 |
276 |
624 |
624 |
|
13 |
51 |
76 |
99 |
165 |
275 |
623 |
623 |
|
14 |
51 |
76 |
98 |
165 |
275 |
623 |
623 |
|
15 |
50 |
75 |
98 |
164 |
274 |
622 |
622 |
|
16 |
49 |
74 |
96 |
163 |
273 |
621 |
621 |
|
17 |
48 |
73 |
96 |
162 |
272 |
620 |
620 |
|
18 |
48 |
73 |
95 |
162 |
272 |
620 |
620 |
|
19 |
47 |
72 |
95 |
161 |
271 |
619 |
619 |
|
20 |
47 |
72 |
94 |
161 |
271 |
619 |
619 |
|
21 |
47 |
72 |
94 |
161 |
271 |
619 |
619 |
|
22 |
46 |
71 |
94 |
160 |
270 |
618 |
618 |
|
23 |
46 |
71 |
93 |
160 |
270 |
618 |
618 |
|
24 |
45 |
70 |
93 |
159 |
269 |
617 |
617 |
|
25 |
44 |
69 |
92 |
158 |
268 |
616 |
616 |
|
26 |
44 |
69 |
91 |
158 |
268 |
616 |
616 |
|
27 |
43 |
68 |
91 |
157 |
267 |
615 |
615 |
|
28 |
43 |
67 |
90 |
156 |
266 |
614 |
614 |
|
29 |
42 |
67 |
89 |
156 |
266 |
614 |
614 |
|
30 |
41 |
66 |
89 |
155 |
265 |
613 |
613 |
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 |
46 |
73 |
154 |
268 |
616 |
1 535 |
|
2 |
31 |
47 |
73 |
155 |
269 |
617 |
1 227 |
|
3 |
31 |
48 |
73 |
145 |
264 |
612 |
989 |
|
4 |
32 |
50 |
75 |
146 |
262 |
610 |
808 |
|
5 |
32 |
52 |
79 |
148 |
261 |
609 |
670 |
|
6 |
33 |
53 |
82 |
151 |
260 |
608 |
608 |
|
7 |
33 |
55 |
83 |
153 |
259 |
607 |
607 |
|
8 |
32 |
54 |
82 |
150 |
258 |
606 |
606 |
|
9 |
31 |
54 |
81 |
148 |
257 |
606 |
606 |
|
10 |
31 |
55 |
80 |
147 |
257 |
605 |
605 |
|
11 |
31 |
55 |
80 |
146 |
256 |
604 |
604 |
|
12 |
31 |
55 |
79 |
145 |
255 |
603 |
603 |
|
13 |
30 |
55 |
78 |
144 |
254 |
602 |
602 |
|
14 |
30 |
55 |
77 |
144 |
254 |
602 |
602 |
|
15 |
29 |
54 |
76 |
143 |
253 |
601 |
601 |
|
16 |
28 |
53 |
75 |
142 |
252 |
600 |
600 |
|
17 |
27 |
52 |
75 |
141 |
251 |
599 |
599 |
|
18 |
27 |
52 |
74 |
141 |
251 |
599 |
599 |
|
19 |
27 |
51 |
74 |
140 |
251 |
599 |
599 |
|
20 |
27 |
52 |
74 |
141 |
251 |
599 |
599 |
|
21 |
27 |
52 |
74 |
141 |
251 |
599 |
599 |
|
22 |
27 |
52 |
74 |
140 |
251 |
599 |
599 |
|
23 |
26 |
51 |
74 |
140 |
250 |
598 |
598 |
|
24 |
26 |
51 |
74 |
140 |
250 |
598 |
598 |
|
25 |
26 |
51 |
74 |
140 |
250 |
598 |
598 |
|
26 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
27 |
26 |
51 |
73 |
139 |
250 |
598 |
598 |
|
28 |
25 |
50 |
73 |
139 |
249 |
597 |
597 |
|
29 |
25 |
50 |
73 |
139 |
249 |
597 |
597 |
|
30 |
25 |
50 |
72 |
139 |
249 |
597 |
597 |
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 |
5 |
27 |
108 |
222 |
570 |
1 493 |
|
2 |
1 |
6 |
28 |
109 |
223 |
571 |
1 191 |
|
3 |
2 |
6 |
29 |
101 |
220 |
568 |
959 |
|
4 |
2 |
8 |
32 |
103 |
219 |
567 |
784 |
|
5 |
3 |
9 |
37 |
106 |
219 |
567 |
650 |
|
6 |
4 |
12 |
41 |
110 |
219 |
567 |
567 |
|
7 |
5 |
14 |
43 |
112 |
219 |
567 |
567 |
|
8 |
6 |
15 |
42 |
110 |
219 |
567 |
567 |
|
9 |
6 |
16 |
42 |
109 |
219 |
567 |
567 |
|
10 |
7 |
17 |
42 |
109 |
219 |
567 |
567 |
|
11 |
8 |
19 |
43 |
110 |
220 |
568 |
568 |
|
12 |
9 |
18 |
42 |
108 |
218 |
566 |
566 |
|
13 |
9 |
20 |
43 |
110 |
220 |
568 |
568 |
|
14 |
10 |
20 |
43 |
109 |
219 |
567 |
567 |
|
15 |
10 |
19 |
42 |
108 |
218 |
566 |
566 |
|
16 |
12 |
18 |
40 |
107 |
217 |
565 |
565 |
|
17 |
12 |
19 |
40 |
107 |
217 |
565 |
565 |
|
18 |
13 |
19 |
41 |
107 |
217 |
565 |
565 |
|
19 |
13 |
20 |
41 |
107 |
217 |
565 |
565 |
|
20 |
14 |
21 |
42 |
108 |
218 |
566 |
566 |
|
21 |
15 |
22 |
42 |
109 |
219 |
567 |
567 |
|
22 |
15 |
23 |
42 |
109 |
219 |
567 |
567 |
|
23 |
16 |
23 |
42 |
109 |
219 |
567 |
567 |
|
24 |
16 |
25 |
43 |
109 |
219 |
567 |
567 |
|
25 |
17 |
25 |
44 |
109 |
219 |
567 |
567 |
|
26 |
18 |
26 |
46 |
109 |
219 |
567 |
567 |
|
27 |
19 |
26 |
48 |
109 |
219 |
567 |
567 |
|
28 |
19 |
28 |
49 |
109 |
219 |
567 |
567 |
|
29 |
19 |
29 |
50 |
109 |
219 |
567 |
567 |
|
30 |
20 |
29 |
51 |
109 |
219 |
567 |
567 |
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 |
47 |
63 |
90 |
171 |
285 |
633 |
1 556 |
|
2 |
47 |
63 |
90 |
171 |
285 |
633 |
1 243 |
|
3 |
48 |
65 |
90 |
162 |
281 |
628 |
1 003 |
|
4 |
48 |
66 |
92 |
163 |
279 |
626 |
820 |
|
5 |
49 |
68 |
96 |
164 |
277 |
625 |
680 |
|
6 |
49 |
69 |
98 |
168 |
276 |
624 |
624 |
|
7 |
49 |
71 |
99 |
169 |
275 |
623 |
623 |
|
8 |
48 |
70 |
97 |
165 |
274 |
622 |
622 |
|
9 |
47 |
70 |
96 |
163 |
273 |
621 |
621 |
|
10 |
46 |
70 |
95 |
162 |
272 |
620 |
620 |
|
11 |
46 |
70 |
94 |
161 |
271 |
619 |
619 |
|
12 |
46 |
70 |
94 |
160 |
270 |
618 |
618 |
|
13 |
45 |
70 |
93 |
159 |
269 |
617 |
617 |
|
14 |
45 |
70 |
92 |
159 |
269 |
617 |
617 |
|
15 |
44 |
69 |
92 |
158 |
268 |
616 |
616 |
|
16 |
43 |
68 |
91 |
157 |
267 |
615 |
615 |
|
17 |
42 |
67 |
90 |
156 |
266 |
615 |
615 |
|
18 |
42 |
67 |
89 |
156 |
266 |
614 |
614 |
|
19 |
41 |
66 |
89 |
155 |
265 |
613 |
613 |
|
20 |
41 |
66 |
89 |
155 |
265 |
613 |
613 |
|
21 |
41 |
66 |
89 |
155 |
265 |
613 |
613 |
|
22 |
41 |
66 |
88 |
155 |
265 |
613 |
613 |
|
23 |
40 |
65 |
88 |
154 |
264 |
612 |
612 |
|
24 |
40 |
65 |
87 |
154 |
264 |
612 |
612 |
|
25 |
39 |
64 |
87 |
153 |
263 |
611 |
611 |
|
26 |
39 |
64 |
86 |
153 |
263 |
611 |
611 |
|
27 |
38 |
63 |
85 |
152 |
262 |
610 |
610 |
|
28 |
37 |
62 |
85 |
151 |
261 |
609 |
609 |
|
29 |
37 |
62 |
84 |
151 |
261 |
609 |
609 |
|
30 |
36 |
61 |
84 |
150 |
260 |
608 |
608 |
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 |
14 |
30 |
56 |
138 |
252 |
600 |
1 544 |
|
2 |
18 |
34 |
61 |
142 |
256 |
604 |
1 234 |
|
3 |
23 |
40 |
65 |
137 |
256 |
603 |
996 |
|
4 |
27 |
45 |
70 |
141 |
257 |
605 |
814 |
|
5 |
30 |
49 |
77 |
145 |
258 |
606 |
676 |
|
6 |
29 |
49 |
78 |
147 |
256 |
604 |
604 |
|
7 |
34 |
56 |
84 |
154 |
260 |
608 |
608 |
|
8 |
33 |
55 |
82 |
150 |
259 |
607 |
607 |
|
9 |
34 |
57 |
83 |
150 |
260 |
608 |
608 |
|
10 |
36 |
59 |
84 |
151 |
261 |
609 |
609 |
|
11 |
37 |
62 |
86 |
152 |
262 |
610 |
610 |
|
12 |
39 |
63 |
87 |
153 |
263 |
611 |
611 |
|
13 |
40 |
64 |
87 |
154 |
264 |
612 |
612 |
|
14 |
40 |
65 |
88 |
154 |
264 |
612 |
612 |
|
15 |
40 |
65 |
88 |
154 |
264 |
612 |
612 |
|
16 |
40 |
65 |
87 |
154 |
264 |
612 |
612 |
|
17 |
40 |
64 |
87 |
154 |
264 |
612 |
612 |
|
18 |
39 |
64 |
86 |
153 |
263 |
611 |
611 |
|
19 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
20 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
21 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
22 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
23 |
38 |
63 |
85 |
152 |
262 |
610 |
610 |
|
24 |
37 |
62 |
85 |
151 |
261 |
609 |
609 |
|
25 |
37 |
62 |
84 |
151 |
261 |
609 |
609 |
|
26 |
36 |
61 |
84 |
150 |
260 |
608 |
608 |
|
27 |
36 |
61 |
83 |
150 |
260 |
608 |
608 |
|
28 |
35 |
60 |
83 |
149 |
259 |
607 |
607 |
|
29 |
35 |
60 |
82 |
149 |
259 |
607 |
607 |
|
30 |
34 |
59 |
82 |
148 |
258 |
606 |
606 |
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 |
13 |
28 |
55 |
136 |
250 |
599 |
1 529 |
|
2 |
14 |
30 |
57 |
138 |
252 |
600 |
1 221 |
|
3 |
16 |
33 |
59 |
131 |
249 |
597 |
985 |
|
4 |
18 |
36 |
62 |
133 |
249 |
596 |
805 |
|
5 |
20 |
39 |
67 |
135 |
248 |
597 |
667 |
|
6 |
21 |
42 |
71 |
140 |
249 |
597 |
597 |
|
7 |
23 |
44 |
73 |
142 |
249 |
597 |
597 |
|
8 |
23 |
45 |
72 |
140 |
249 |
597 |
597 |
|
9 |
23 |
46 |
72 |
139 |
249 |
597 |
597 |
|
10 |
24 |
47 |
72 |
139 |
249 |
597 |
597 |
|
11 |
24 |
49 |
73 |
139 |
249 |
597 |
597 |
|
12 |
25 |
50 |
73 |
139 |
250 |
598 |
598 |
|
13 |
26 |
50 |
73 |
140 |
250 |
598 |
598 |
|
14 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
15 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
16 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
17 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
18 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
19 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
20 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
21 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
22 |
26 |
51 |
73 |
140 |
250 |
598 |
598 |
|
23 |
26 |
50 |
73 |
139 |
250 |
598 |
598 |
|
24 |
25 |
50 |
73 |
139 |
249 |
597 |
597 |
|
25 |
25 |
50 |
72 |
139 |
249 |
597 |
597 |
|
26 |
25 |
50 |
72 |
139 |
249 |
597 |
597 |
|
27 |
24 |
49 |
72 |
138 |
248 |
596 |
596 |
|
28 |
24 |
49 |
71 |
138 |
248 |
596 |
596 |
|
29 |
24 |
49 |
71 |
138 |
248 |
596 |
596 |
|
30 |
24 |
48 |
71 |
137 |
247 |
595 |
595 |
2.16 Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
50 |
65 |
92 |
173 |
287 |
635 |
1 578 |
|
2 |
52 |
68 |
95 |
176 |
290 |
638 |
1 259 |
|
3 |
56 |
73 |
99 |
170 |
289 |
637 |
1 015 |
|
4 |
59 |
77 |
102 |
173 |
289 |
637 |
830 |
|
5 |
61 |
80 |
108 |
176 |
289 |
637 |
689 |
|
6 |
62 |
83 |
112 |
181 |
290 |
638 |
638 |
|
7 |
63 |
85 |
113 |
183 |
289 |
637 |
637 |
|
8 |
63 |
85 |
112 |
180 |
289 |
637 |
637 |
|
9 |
63 |
86 |
112 |
179 |
289 |
637 |
637 |
|
10 |
63 |
87 |
112 |
178 |
288 |
636 |
636 |
|
11 |
63 |
87 |
111 |
178 |
288 |
636 |
636 |
|
12 |
63 |
87 |
111 |
177 |
287 |
635 |
635 |
|
13 |
62 |
87 |
110 |
176 |
286 |
634 |
634 |
|
14 |
62 |
87 |
109 |
175 |
286 |
634 |
634 |
|
15 |
61 |
86 |
108 |
175 |
285 |
633 |
633 |
|
16 |
60 |
85 |
107 |
174 |
284 |
632 |
632 |
|
17 |
59 |
84 |
106 |
173 |
283 |
631 |
631 |
|
18 |
58 |
83 |
106 |
172 |
282 |
630 |
630 |
|
19 |
57 |
82 |
105 |
171 |
281 |
629 |
629 |
|
20 |
57 |
82 |
104 |
171 |
281 |
629 |
629 |
|
21 |
56 |
81 |
103 |
170 |
280 |
628 |
628 |
|
22 |
55 |
80 |
103 |
169 |
279 |
627 |
627 |
|
23 |
54 |
79 |
102 |
168 |
278 |
626 |
626 |
|
24 |
53 |
78 |
101 |
167 |
277 |
625 |
625 |
|
25 |
53 |
77 |
100 |
166 |
276 |
624 |
624 |
|
26 |
52 |
77 |
99 |
165 |
276 |
624 |
624 |
|
27 |
51 |
76 |
98 |
165 |
275 |
623 |
623 |
|
28 |
50 |
75 |
97 |
164 |
274 |
622 |
622 |
|
29 |
49 |
74 |
96 |
163 |
273 |
621 |
621 |
|
30 |
48 |
73 |
95 |
162 |
272 |
620 |
620 |
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 |
80 |
96 |
123 |
204 |
318 |
666 |
1 647 |
|
2 |
85 |
100 |
127 |
208 |
322 |
670 |
1 315 |
|
3 |
86 |
103 |
128 |
200 |
319 |
666 |
1 062 |
|
4 |
86 |
104 |
130 |
201 |
316 |
664 |
868 |
|
5 |
89 |
109 |
137 |
205 |
318 |
666 |
720 |
|
6 |
91 |
112 |
141 |
210 |
319 |
667 |
667 |
|
7 |
93 |
114 |
143 |
212 |
319 |
667 |
667 |
|
8 |
94 |
116 |
143 |
211 |
320 |
668 |
668 |
|
9 |
94 |
117 |
144 |
211 |
320 |
668 |
668 |
|
10 |
95 |
119 |
144 |
210 |
320 |
668 |
668 |
|
11 |
95 |
119 |
143 |
210 |
320 |
668 |
668 |
|
12 |
94 |
119 |
142 |
209 |
319 |
667 |
667 |
|
13 |
93 |
118 |
141 |
207 |
318 |
666 |
666 |
|
14 |
92 |
117 |
140 |
206 |
316 |
664 |
664 |
|
15 |
91 |
116 |
138 |
205 |
315 |
663 |
663 |
|
16 |
89 |
114 |
137 |
203 |
313 |
661 |
661 |
|
17 |
88 |
113 |
135 |
202 |
312 |
660 |
660 |
|
18 |
86 |
111 |
134 |
200 |
310 |
658 |
658 |
|
19 |
85 |
110 |
133 |
199 |
309 |
657 |
657 |
|
20 |
84 |
109 |
131 |
198 |
308 |
656 |
656 |
|
21 |
82 |
107 |
130 |
196 |
306 |
654 |
654 |
|
22 |
81 |
106 |
128 |
195 |
305 |
653 |
653 |
|
23 |
79 |
104 |
127 |
193 |
303 |
651 |
651 |
|
24 |
78 |
103 |
125 |
192 |
302 |
650 |
650 |
|
25 |
76 |
101 |
124 |
190 |
300 |
648 |
648 |
|
26 |
75 |
100 |
122 |
189 |
299 |
647 |
647 |
|
27 |
73 |
98 |
121 |
187 |
297 |
645 |
645 |
|
28 |
72 |
97 |
119 |
185 |
296 |
644 |
644 |
|
29 |
70 |
95 |
118 |
184 |
294 |
642 |
642 |
|
30 |
69 |
94 |
116 |
183 |
293 |
641 |
641 |
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 |
6 |
21 |
48 |
129 |
243 |
591 |
1 541 |
|
2 |
9 |
25 |
51 |
133 |
247 |
595 |
1 234 |
|
3 |
13 |
30 |
55 |
127 |
246 |
593 |
996 |
|
4 |
16 |
34 |
60 |
130 |
246 |
594 |
815 |
|
5 |
19 |
38 |
66 |
134 |
248 |
596 |
676 |
|
6 |
21 |
41 |
70 |
140 |
248 |
596 |
596 |
|
7 |
23 |
44 |
73 |
142 |
249 |
597 |
597 |
|
8 |
23 |
45 |
72 |
140 |
249 |
597 |
597 |
|
9 |
23 |
46 |
72 |
139 |
249 |
597 |
597 |
|
10 |
24 |
47 |
72 |
139 |
249 |
597 |
597 |
|
11 |
24 |
48 |
72 |
139 |
249 |
597 |
597 |
|
12 |
24 |
49 |
72 |
139 |
249 |
597 |
597 |
|
13 |
24 |
49 |
72 |
138 |
248 |
596 |
596 |
|
14 |
24 |
49 |
71 |
137 |
248 |
596 |
596 |
|
15 |
23 |
48 |
70 |
137 |
247 |
595 |
595 |
|
16 |
22 |
47 |
69 |
136 |
246 |
594 |
594 |
|
17 |
21 |
46 |
69 |
135 |
245 |
593 |
593 |
|
18 |
21 |
46 |
68 |
135 |
245 |
593 |
593 |
|
19 |
21 |
46 |
68 |
135 |
245 |
593 |
593 |
|
20 |
21 |
46 |
68 |
135 |
245 |
593 |
593 |
|
21 |
21 |
46 |
69 |
135 |
245 |
593 |
593 |
|
22 |
21 |
46 |
69 |
135 |
245 |
593 |
593 |
|
23 |
21 |
46 |
69 |
135 |
245 |
593 |
593 |
|
24 |
21 |
46 |
68 |
135 |
245 |
593 |
593 |
|
25 |
21 |
46 |
68 |
135 |
245 |
593 |
593 |
|
26 |
21 |
46 |
68 |
135 |
245 |
593 |
593 |
|
27 |
21 |
46 |
68 |
135 |
245 |
593 |
593 |
|
28 |
21 |
45 |
68 |
134 |
244 |
593 |
593 |
|
29 |
20 |
45 |
68 |
134 |
244 |
592 |
592 |
|
30 |
21 |
45 |
68 |
134 |
244 |
592 |
592 |
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 |
92 |
107 |
134 |
215 |
329 |
677 |
1 655 |
|
2 |
92 |
107 |
134 |
215 |
329 |
677 |
1 321 |
|
3 |
93 |
109 |
135 |
207 |
325 |
673 |
1 065 |
|
4 |
94 |
112 |
137 |
208 |
324 |
672 |
870 |
|
5 |
95 |
114 |
142 |
210 |
323 |
671 |
721 |
|
6 |
95 |
116 |
145 |
214 |
322 |
670 |
670 |
|
7 |
96 |
117 |
146 |
216 |
322 |
670 |
670 |
|
8 |
96 |
118 |
145 |
213 |
322 |
670 |
670 |
|
9 |
95 |
118 |
144 |
211 |
321 |
669 |
669 |
|
10 |
94 |
117 |
142 |
209 |
319 |
667 |
667 |
|
11 |
92 |
117 |
141 |
207 |
317 |
665 |
665 |
|
12 |
91 |
115 |
139 |
205 |
315 |
663 |
663 |
|
13 |
89 |
114 |
137 |
203 |
313 |
661 |
661 |
|
14 |
88 |
113 |
135 |
201 |
312 |
660 |
660 |
|
15 |
86 |
111 |
133 |
200 |
310 |
658 |
658 |
|
16 |
84 |
108 |
131 |
197 |
308 |
656 |
656 |
|
17 |
82 |
107 |
129 |
196 |
306 |
654 |
654 |
|
18 |
80 |
105 |
128 |
194 |
304 |
652 |
652 |
|
19 |
79 |
104 |
126 |
193 |
303 |
651 |
651 |
|
20 |
78 |
103 |
125 |
192 |
302 |
650 |
650 |
|
21 |
77 |
102 |
124 |
191 |
301 |
649 |
649 |
|
22 |
76 |
101 |
123 |
190 |
300 |
648 |
648 |
|
23 |
75 |
100 |
122 |
189 |
299 |
647 |
647 |
|
24 |
74 |
99 |
121 |
188 |
298 |
646 |
646 |
|
25 |
73 |
97 |
120 |
186 |
296 |
644 |
644 |
|
26 |
71 |
96 |
119 |
185 |
295 |
643 |
643 |
|
27 |
70 |
95 |
118 |
184 |
294 |
642 |
642 |
|
28 |
69 |
94 |
117 |
183 |
293 |
641 |
641 |
|
29 |
68 |
93 |
116 |
182 |
292 |
640 |
640 |
|
30 |
67 |
92 |
115 |
181 |
291 |
639 |
639 |
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 |
356 |
371 |
398 |
479 |
593 |
941 |
1 678 |
|
2 |
76 |
91 |
118 |
199 |
313 |
661 |
1 343 |
|
3 |
80 |
97 |
122 |
194 |
313 |
660 |
1 084 |
|
4 |
84 |
102 |
127 |
198 |
314 |
662 |
887 |
|
5 |
87 |
106 |
134 |
202 |
315 |
663 |
735 |
|
6 |
89 |
109 |
138 |
207 |
316 |
664 |
664 |
|
7 |
90 |
112 |
140 |
210 |
316 |
664 |
664 |
|
8 |
91 |
113 |
141 |
209 |
317 |
665 |
665 |
|
9 |
92 |
115 |
141 |
208 |
318 |
666 |
666 |
|
10 |
92 |
115 |
141 |
207 |
317 |
665 |
665 |
|
11 |
92 |
116 |
141 |
207 |
317 |
665 |
665 |
|
12 |
93 |
117 |
141 |
207 |
317 |
665 |
665 |
|
13 |
94 |
118 |
141 |
208 |
318 |
666 |
666 |
|
14 |
94 |
119 |
142 |
208 |
318 |
666 |
666 |
|
15 |
95 |
120 |
143 |
209 |
319 |
667 |
667 |
|
16 |
96 |
121 |
144 |
210 |
320 |
668 |
668 |
|
17 |
97 |
122 |
145 |
211 |
321 |
669 |
669 |
|
18 |
98 |
123 |
146 |
212 |
322 |
670 |
670 |
|
19 |
99 |
124 |
147 |
213 |
323 |
671 |
671 |
|
20 |
100 |
125 |
147 |
214 |
324 |
672 |
672 |
|
21 |
100 |
125 |
148 |
214 |
324 |
672 |
672 |
|
22 |
100 |
125 |
147 |
214 |
324 |
672 |
672 |
|
23 |
100 |
124 |
147 |
213 |
323 |
672 |
672 |
|
24 |
99 |
124 |
146 |
213 |
323 |
671 |
671 |
|
25 |
98 |
123 |
145 |
212 |
322 |
670 |
670 |
|
26 |
97 |
122 |
144 |
211 |
321 |
669 |
669 |
|
27 |
96 |
121 |
143 |
210 |
320 |
668 |
668 |
|
28 |
94 |
119 |
142 |
208 |
318 |
666 |
666 |
|
29 |
93 |
118 |
141 |
207 |
317 |
665 |
665 |
|
30 |
92 |
117 |
139 |
206 |
316 |
664 |
664 |
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 |
10 |
36 |
118 |
232 |
580 |
1 523 |
|
2 |
1 |
10 |
36 |
118 |
232 |
580 |
1 216 |
|
3 |
2 |
12 |
37 |
109 |
228 |
576 |
980 |
|
4 |
2 |
14 |
39 |
110 |
226 |
574 |
801 |
|
5 |
3 |
16 |
43 |
112 |
225 |
573 |
664 |
|
6 |
4 |
17 |
46 |
115 |
224 |
572 |
572 |
|
7 |
5 |
19 |
47 |
117 |
223 |
571 |
571 |
|
8 |
6 |
19 |
46 |
114 |
223 |
571 |
571 |
|
9 |
6 |
19 |
45 |
112 |
222 |
570 |
570 |
|
10 |
7 |
19 |
45 |
111 |
221 |
569 |
569 |
|
11 |
8 |
20 |
45 |
111 |
221 |
569 |
569 |
|
12 |
9 |
21 |
45 |
111 |
221 |
569 |
569 |
|
13 |
9 |
22 |
45 |
111 |
221 |
569 |
569 |
|
14 |
10 |
22 |
45 |
111 |
221 |
569 |
569 |
|
15 |
11 |
22 |
45 |
111 |
221 |
569 |
569 |
|
16 |
12 |
22 |
45 |
111 |
221 |
569 |
569 |
|
17 |
12 |
23 |
45 |
112 |
222 |
570 |
570 |
|
18 |
13 |
23 |
46 |
112 |
222 |
570 |
570 |
|
19 |
13 |
24 |
46 |
113 |
223 |
571 |
571 |
|
20 |
15 |
25 |
47 |
114 |
224 |
572 |
572 |
|
21 |
15 |
25 |
48 |
114 |
224 |
573 |
573 |
|
22 |
16 |
26 |
49 |
115 |
225 |
573 |
573 |
|
23 |
16 |
27 |
49 |
116 |
226 |
574 |
574 |
|
24 |
17 |
27 |
50 |
116 |
226 |
574 |
574 |
|
25 |
18 |
28 |
50 |
117 |
227 |
575 |
575 |
|
26 |
18 |
28 |
51 |
117 |
227 |
575 |
575 |
|
27 |
19 |
29 |
51 |
118 |
228 |
576 |
576 |
|
28 |
19 |
29 |
51 |
118 |
228 |
576 |
576 |
|
29 |
20 |
29 |
52 |
118 |
228 |
576 |
576 |
|
30 |
21 |
30 |
53 |
119 |
229 |
577 |
577 |
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 |
54 |
69 |
96 |
177 |
291 |
639 |
1 557 |
|
2 |
55 |
70 |
97 |
178 |
292 |
640 |
1 246 |
|
3 |
55 |
72 |
97 |
169 |
288 |
636 |
1 007 |
|
4 |
56 |
74 |
99 |
170 |
286 |
634 |
823 |
|
5 |
56 |
76 |
104 |
172 |
285 |
633 |
683 |
|
6 |
57 |
78 |
107 |
176 |
284 |
632 |
632 |
|
7 |
57 |
78 |
107 |
176 |
283 |
631 |
631 |
|
8 |
56 |
79 |
106 |
174 |
282 |
630 |
630 |
|
9 |
56 |
79 |
105 |
172 |
282 |
630 |
630 |
|
10 |
55 |
78 |
103 |
170 |
280 |
628 |
628 |
|
11 |
54 |
78 |
102 |
168 |
278 |
626 |
626 |
|
12 |
52 |
77 |
100 |
167 |
277 |
625 |
625 |
|
13 |
51 |
76 |
99 |
165 |
275 |
623 |
623 |
|
14 |
50 |
74 |
97 |
163 |
274 |
622 |
622 |
|
15 |
48 |
73 |
95 |
162 |
272 |
620 |
620 |
|
16 |
46 |
71 |
94 |
160 |
270 |
618 |
618 |
|
17 |
45 |
70 |
92 |
159 |
269 |
617 |
617 |
|
18 |
44 |
69 |
91 |
158 |
268 |
616 |
616 |
|
19 |
43 |
68 |
90 |
157 |
267 |
615 |
615 |
|
20 |
42 |
67 |
90 |
156 |
266 |
614 |
614 |
|
21 |
42 |
66 |
89 |
155 |
266 |
614 |
614 |
|
22 |
41 |
66 |
88 |
155 |
265 |
613 |
613 |
|
23 |
40 |
65 |
88 |
154 |
264 |
612 |
612 |
|
24 |
40 |
64 |
87 |
153 |
263 |
612 |
612 |
|
25 |
39 |
64 |
86 |
153 |
263 |
611 |
611 |
|
26 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
27 |
37 |
62 |
85 |
151 |
261 |
609 |
609 |
|
28 |
37 |
62 |
84 |
151 |
261 |
609 |
609 |
|
29 |
36 |
61 |
84 |
150 |
260 |
608 |
608 |
|
30 |
36 |
60 |
83 |
149 |
259 |
608 |
608 |
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 |
129 |
156 |
237 |
351 |
699 |
1 687 |
|
2 |
115 |
131 |
157 |
238 |
353 |
701 |
1 348 |
|
3 |
117 |
134 |
160 |
231 |
350 |
698 |
1 087 |
|
4 |
119 |
137 |
163 |
234 |
350 |
698 |
889 |
|
5 |
121 |
140 |
168 |
237 |
350 |
698 |
737 |
|
6 |
122 |
142 |
171 |
241 |
349 |
697 |
697 |
|
7 |
123 |
144 |
173 |
242 |
349 |
697 |
697 |
|
8 |
122 |
144 |
171 |
239 |
348 |
696 |
696 |
|
9 |
121 |
144 |
170 |
237 |
347 |
695 |
695 |
|
10 |
120 |
144 |
169 |
235 |
346 |
694 |
694 |
|
11 |
119 |
143 |
167 |
234 |
344 |
692 |
692 |
|
12 |
117 |
142 |
165 |
232 |
342 |
690 |
690 |
|
13 |
116 |
140 |
163 |
230 |
340 |
688 |
688 |
|
14 |
114 |
138 |
161 |
227 |
337 |
685 |
685 |
|
15 |
111 |
136 |
159 |
225 |
335 |
683 |
683 |
|
16 |
108 |
133 |
156 |
222 |
332 |
680 |
680 |
|
17 |
106 |
131 |
154 |
220 |
330 |
678 |
678 |
|
18 |
104 |
129 |
151 |
218 |
328 |
676 |
676 |
|
19 |
102 |
127 |
149 |
216 |
326 |
674 |
674 |
|
20 |
100 |
125 |
147 |
214 |
324 |
672 |
672 |
|
21 |
98 |
123 |
146 |
212 |
322 |
670 |
670 |
|
22 |
96 |
121 |
144 |
210 |
320 |
668 |
668 |
|
23 |
95 |
120 |
142 |
209 |
319 |
667 |
667 |
|
24 |
93 |
118 |
140 |
207 |
317 |
665 |
665 |
|
25 |
91 |
116 |
139 |
205 |
315 |
663 |
663 |
|
26 |
89 |
114 |
137 |
203 |
313 |
661 |
661 |
|
27 |
88 |
113 |
135 |
202 |
312 |
660 |
660 |
|
28 |
86 |
111 |
134 |
200 |
310 |
658 |
658 |
|
29 |
85 |
109 |
132 |
198 |
308 |
656 |
656 |
|
30 |
83 |
108 |
130 |
197 |
307 |
655 |
655 |
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 |
174 |
190 |
217 |
298 |
412 |
760 |
1 768 |
|
2 |
184 |
199 |
226 |
307 |
421 |
769 |
1 405 |
|
3 |
189 |
205 |
231 |
303 |
421 |
769 |
1 134 |
|
4 |
191 |
209 |
234 |
305 |
421 |
769 |
911 |
|
5 |
192 |
211 |
239 |
307 |
420 |
768 |
768 |
|
6 |
191 |
212 |
241 |
310 |
419 |
767 |
767 |
|
7 |
191 |
213 |
241 |
311 |
417 |
765 |
765 |
|
8 |
189 |
212 |
239 |
307 |
415 |
763 |
763 |
|
9 |
188 |
211 |
237 |
304 |
414 |
762 |
762 |
|
10 |
187 |
211 |
236 |
302 |
412 |
760 |
760 |
|
11 |
186 |
210 |
234 |
300 |
410 |
758 |
758 |
|
12 |
183 |
208 |
231 |
298 |
408 |
756 |
756 |
|
13 |
181 |
206 |
228 |
295 |
405 |
753 |
753 |
|
14 |
178 |
203 |
225 |
292 |
402 |
750 |
750 |
|
15 |
175 |
199 |
222 |
288 |
398 |
746 |
746 |
|
16 |
171 |
196 |
219 |
285 |
395 |
743 |
743 |
|
17 |
168 |
193 |
215 |
282 |
392 |
740 |
740 |
|
18 |
165 |
190 |
212 |
279 |
389 |
737 |
737 |
|
19 |
162 |
186 |
209 |
276 |
386 |
734 |
734 |
|
20 |
159 |
183 |
206 |
272 |
383 |
731 |
731 |
|
21 |
155 |
180 |
203 |
269 |
379 |
727 |
727 |
|
22 |
152 |
177 |
200 |
266 |
376 |
724 |
724 |
|
23 |
149 |
174 |
197 |
263 |
373 |
721 |
721 |
|
24 |
146 |
171 |
193 |
260 |
370 |
718 |
718 |
|
25 |
143 |
168 |
190 |
257 |
367 |
715 |
715 |
|
26 |
140 |
165 |
187 |
254 |
364 |
712 |
712 |
|
27 |
137 |
162 |
184 |
251 |
361 |
709 |
709 |
|
28 |
134 |
159 |
181 |
248 |
358 |
706 |
706 |
|
29 |
131 |
156 |
178 |
245 |
355 |
703 |
703 |
|
30 |
128 |
153 |
176 |
242 |
352 |
700 |
700 |
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 |
26 |
42 |
68 |
149 |
264 |
612 |
1 584 |
|
2 |
27 |
42 |
69 |
150 |
264 |
613 |
1 265 |
|
3 |
28 |
45 |
70 |
142 |
261 |
609 |
1 021 |
|
4 |
29 |
47 |
73 |
143 |
259 |
607 |
834 |
|
5 |
30 |
50 |
77 |
146 |
259 |
607 |
692 |
|
6 |
31 |
51 |
80 |
149 |
258 |
606 |
606 |
|
7 |
31 |
53 |
81 |
151 |
257 |
605 |
605 |
|
8 |
30 |
52 |
79 |
148 |
256 |
604 |
604 |
|
9 |
29 |
52 |
78 |
145 |
255 |
603 |
603 |
|
10 |
29 |
53 |
78 |
144 |
254 |
602 |
602 |
|
11 |
29 |
53 |
77 |
144 |
254 |
602 |
602 |
|
12 |
29 |
53 |
76 |
143 |
253 |
601 |
601 |
|
13 |
28 |
53 |
76 |
142 |
252 |
600 |
600 |
|
14 |
28 |
53 |
76 |
142 |
252 |
600 |
600 |
|
15 |
28 |
53 |
75 |
142 |
252 |
600 |
600 |
|
16 |
28 |
52 |
75 |
141 |
252 |
600 |
600 |
|
17 |
28 |
52 |
75 |
141 |
251 |
600 |
600 |
|
18 |
28 |
52 |
75 |
141 |
252 |
600 |
600 |
|
19 |
28 |
53 |
75 |
142 |
252 |
600 |
600 |
|
20 |
28 |
53 |
75 |
142 |
252 |
600 |
600 |
|
21 |
28 |
53 |
75 |
142 |
252 |
600 |
600 |
|
22 |
28 |
53 |
75 |
142 |
252 |
600 |
600 |
|
23 |
28 |
53 |
75 |
142 |
252 |
600 |
600 |
|
24 |
28 |
53 |
75 |
142 |
252 |
600 |
600 |
|
25 |
28 |
52 |
75 |
141 |
251 |
599 |
599 |
|
26 |
27 |
52 |
75 |
141 |
251 |
599 |
599 |
|
27 |
27 |
52 |
74 |
141 |
251 |
599 |
599 |
|
28 |
27 |
52 |
74 |
141 |
251 |
599 |
599 |
|
29 |
27 |
52 |
74 |
140 |
251 |
599 |
599 |
|
30 |
26 |
51 |
74 |
140 |
250 |
598 |
598 |
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 |
22 |
37 |
64 |
145 |
259 |
607 |
1 591 |
|
2 |
24 |
39 |
66 |
147 |
261 |
609 |
1 271 |
|
3 |
27 |
43 |
69 |
141 |
259 |
607 |
1 024 |
|
4 |
29 |
47 |
73 |
144 |
259 |
607 |
837 |
|
5 |
32 |
51 |
79 |
147 |
260 |
608 |
693 |
|
6 |
33 |
54 |
83 |
152 |
261 |
609 |
609 |
|
7 |
35 |
57 |
85 |
155 |
261 |
609 |
609 |
|
8 |
35 |
57 |
85 |
153 |
261 |
609 |
609 |
|
9 |
35 |
58 |
85 |
152 |
261 |
610 |
610 |
|
10 |
37 |
60 |
85 |
152 |
262 |
610 |
610 |
|
11 |
38 |
62 |
86 |
152 |
262 |
610 |
610 |
|
12 |
38 |
63 |
86 |
153 |
263 |
611 |
611 |
|
13 |
38 |
63 |
86 |
152 |
263 |
611 |
611 |
|
14 |
39 |
63 |
86 |
152 |
262 |
610 |
610 |
|
15 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
16 |
38 |
63 |
85 |
152 |
262 |
610 |
610 |
|
17 |
38 |
63 |
85 |
152 |
262 |
610 |
610 |
|
18 |
38 |
63 |
85 |
152 |
262 |
610 |
610 |
|
19 |
38 |
63 |
85 |
152 |
262 |
610 |
610 |
|
20 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
21 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
22 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
23 |
38 |
63 |
86 |
152 |
262 |
610 |
610 |
|
24 |
38 |
63 |
85 |
152 |
262 |
610 |
610 |
|
25 |
38 |
62 |
85 |
151 |
261 |
609 |
609 |
|
26 |
37 |
62 |
85 |
151 |
261 |
609 |
609 |
|
27 |
37 |
62 |
84 |
151 |
261 |
609 |
609 |
|
28 |
36 |
61 |
84 |
150 |
260 |
608 |
608 |
|
29 |
36 |
61 |
83 |
150 |
260 |
608 |
608 |
|
30 |
35 |
60 |
83 |
149 |
259 |
607 |
607 |
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 |
123 |
138 |
165 |
246 |
360 |
708 |
1 759 |
|
2 |
122 |
137 |
164 |
245 |
359 |
707 |
1 394 |
|
3 |
122 |
139 |
164 |
236 |
355 |
702 |
1 119 |
|
4 |
122 |
141 |
166 |
237 |
353 |
701 |
911 |
|
5 |
123 |
143 |
170 |
239 |
352 |
700 |
753 |
|
6 |
123 |
143 |
172 |
242 |
350 |
698 |
698 |
|
7 |
123 |
145 |
173 |
243 |
349 |
697 |
697 |
|
8 |
122 |
145 |
172 |
240 |
349 |
697 |
697 |
|
9 |
121 |
144 |
170 |
238 |
347 |
695 |
695 |
|
10 |
121 |
145 |
170 |
237 |
347 |
695 |
695 |
|
11 |
121 |
145 |
170 |
236 |
346 |
694 |
694 |
|
12 |
121 |
145 |
169 |
235 |
345 |
693 |
693 |
|
13 |
120 |
145 |
167 |
234 |
344 |
692 |
692 |
|
14 |
119 |
144 |
166 |
233 |
343 |
691 |
691 |
|
15 |
117 |
141 |
164 |
230 |
340 |
689 |
689 |
|
16 |
114 |
139 |
162 |
228 |
338 |
686 |
686 |
|
17 |
112 |
136 |
159 |
225 |
335 |
684 |
684 |
|
18 |
109 |
134 |
157 |
223 |
333 |
681 |
681 |
|
19 |
107 |
132 |
155 |
221 |
331 |
679 |
679 |
|
20 |
105 |
130 |
152 |
219 |
329 |
677 |
677 |
|
21 |
103 |
128 |
150 |
217 |
327 |
675 |
675 |
|
22 |
100 |
125 |
148 |
214 |
324 |
672 |
672 |
|
23 |
98 |
123 |
146 |
212 |
322 |
670 |
670 |
|
24 |
96 |
121 |
144 |
210 |
320 |
668 |
668 |
|
25 |
94 |
119 |
141 |
208 |
318 |
666 |
666 |
|
26 |
92 |
117 |
139 |
206 |
316 |
664 |
664 |
|
27 |
90 |
115 |
137 |
204 |
314 |
662 |
662 |
|
28 |
88 |
113 |
135 |
202 |
312 |
660 |
660 |
|
29 |
86 |
111 |
133 |
200 |
310 |
658 |
658 |
|
30 |
84 |
109 |
131 |
198 |
308 |
656 |
656 |
2.28 Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
8 |
35 |
116 |
230 |
578 |
1 541 |
|
2 |
1 |
10 |
37 |
118 |
232 |
580 |
1 234 |
|
3 |
2 |
14 |
40 |
112 |
230 |
578 |
996 |
|
4 |
2 |
18 |
44 |
114 |
230 |
578 |
815 |
|
5 |
3 |
22 |
50 |
118 |
231 |
579 |
677 |
|
6 |
4 |
25 |
54 |
123 |
232 |
580 |
580 |
|
7 |
6 |
28 |
56 |
126 |
232 |
580 |
580 |
|
8 |
6 |
28 |
55 |
124 |
232 |
580 |
580 |
|
9 |
6 |
29 |
55 |
122 |
232 |
580 |
580 |
|
10 |
8 |
30 |
55 |
122 |
232 |
580 |
580 |
|
11 |
8 |
31 |
55 |
122 |
232 |
580 |
580 |
|
12 |
9 |
32 |
55 |
122 |
232 |
580 |
580 |
|
13 |
9 |
32 |
55 |
121 |
231 |
579 |
579 |
|
14 |
10 |
32 |
55 |
121 |
231 |
579 |
579 |
|
15 |
11 |
32 |
55 |
121 |
231 |
579 |
579 |
|
16 |
12 |
32 |
54 |
121 |
231 |
579 |
579 |
|
17 |
12 |
32 |
54 |
121 |
231 |
579 |
579 |
|
18 |
13 |
32 |
54 |
121 |
231 |
579 |
579 |
|
19 |
13 |
32 |
54 |
121 |
231 |
579 |
579 |
|
20 |
15 |
33 |
55 |
122 |
232 |
580 |
580 |
|
21 |
15 |
33 |
56 |
122 |
232 |
580 |
580 |
|
22 |
16 |
34 |
56 |
123 |
233 |
581 |
581 |
|
23 |
16 |
34 |
56 |
123 |
233 |
581 |
581 |
|
24 |
17 |
34 |
57 |
123 |
233 |
581 |
581 |
|
25 |
18 |
34 |
57 |
123 |
234 |
582 |
582 |
|
26 |
19 |
35 |
57 |
124 |
234 |
582 |
582 |
|
27 |
19 |
35 |
57 |
124 |
234 |
582 |
582 |
|
28 |
19 |
35 |
58 |
124 |
234 |
582 |
582 |
|
29 |
20 |
35 |
58 |
124 |
234 |
582 |
582 |
|
30 |
21 |
35 |
58 |
124 |
234 |
582 |
582 |
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 |
35 |
50 |
77 |
158 |
272 |
620 |
1 543 |
|
2 |
35 |
51 |
78 |
159 |
273 |
621 |
1 231 |
|
3 |
35 |
52 |
77 |
149 |
268 |
616 |
992 |
|
4 |
36 |
54 |
79 |
150 |
266 |
614 |
810 |
|
5 |
36 |
55 |
83 |
152 |
265 |
613 |
671 |
|
6 |
39 |
59 |
88 |
158 |
266 |
614 |
614 |
|
7 |
36 |
58 |
86 |
156 |
262 |
610 |
610 |
|
8 |
40 |
63 |
90 |
158 |
267 |
615 |
615 |
|
9 |
40 |
63 |
89 |
156 |
266 |
614 |
614 |
|
10 |
34 |
58 |
83 |
149 |
259 |
607 |
607 |
|
11 |
29 |
54 |
78 |
144 |
254 |
602 |
602 |
|
12 |
26 |
51 |
74 |
141 |
251 |
599 |
599 |
|
13 |
24 |
49 |
72 |
138 |
248 |
596 |
596 |
|
14 |
22 |
47 |
70 |
136 |
246 |
594 |
594 |
|
15 |
21 |
46 |
68 |
135 |
245 |
593 |
593 |
|
16 |
19 |
44 |
66 |
133 |
243 |
591 |
591 |
|
17 |
18 |
43 |
66 |
132 |
242 |
590 |
590 |
|
18 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
19 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
20 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
21 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
22 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
23 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
24 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
25 |
17 |
42 |
65 |
131 |
241 |
589 |
589 |
|
26 |
18 |
42 |
64 |
131 |
241 |
589 |
589 |
|
27 |
19 |
42 |
64 |
131 |
241 |
589 |
589 |
|
28 |
19 |
42 |
64 |
131 |
241 |
589 |
589 |
|
29 |
20 |
42 |
64 |
131 |
241 |
589 |
589 |
|
30 |
20 |
42 |
64 |
130 |
241 |
589 |
589 |
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 |
186 |
201 |
228 |
309 |
423 |
771 |
1 785 |
|
2 |
184 |
199 |
226 |
307 |
421 |
769 |
1 427 |
|
3 |
181 |
197 |
223 |
295 |
413 |
761 |
1 153 |
|
4 |
178 |
196 |
222 |
292 |
408 |
756 |
941 |
|
5 |
175 |
195 |
222 |
291 |
404 |
752 |
779 |
|
6 |
172 |
192 |
222 |
291 |
399 |
747 |
747 |
|
7 |
169 |
191 |
219 |
289 |
395 |
743 |
743 |
|
8 |
165 |
187 |
215 |
283 |
391 |
739 |
739 |
|
9 |
161 |
184 |
210 |
277 |
387 |
735 |
735 |
|
10 |
158 |
181 |
207 |
273 |
383 |
731 |
731 |
|
11 |
154 |
179 |
203 |
269 |
379 |
727 |
727 |
|
12 |
151 |
175 |
199 |
265 |
375 |
723 |
723 |
|
13 |
148 |
172 |
195 |
262 |
372 |
720 |
720 |
|
14 |
144 |
169 |
191 |
258 |
368 |
716 |
716 |
|
15 |
141 |
165 |
188 |
254 |
364 |
712 |
712 |
|
16 |
137 |
162 |
185 |
251 |
361 |
709 |
709 |
|
17 |
134 |
159 |
182 |
248 |
358 |
706 |
706 |
|
18 |
131 |
156 |
179 |
245 |
355 |
703 |
703 |
|
19 |
129 |
153 |
176 |
242 |
352 |
701 |
701 |
|
20 |
126 |
151 |
173 |
240 |
350 |
698 |
698 |
|
21 |
123 |
148 |
171 |
237 |
347 |
695 |
695 |
|
22 |
121 |
146 |
168 |
235 |
345 |
693 |
693 |
|
23 |
118 |
143 |
166 |
232 |
342 |
690 |
690 |
|
24 |
116 |
141 |
163 |
230 |
340 |
688 |
688 |
|
25 |
114 |
138 |
161 |
227 |
337 |
685 |
685 |
|
26 |
111 |
136 |
159 |
225 |
335 |
683 |
683 |
|
27 |
109 |
134 |
156 |
223 |
333 |
681 |
681 |
|
28 |
107 |
132 |
154 |
221 |
331 |
679 |
679 |
|
29 |
105 |
130 |
152 |
219 |
329 |
677 |
677 |
|
30 |
103 |
128 |
150 |
217 |
327 |
675 |
675 |
2.31 US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
9 |
26 |
53 |
112 |
248 |
596 |
1 536 |
|
2 |
9 |
26 |
53 |
112 |
248 |
596 |
1 229 |
|
3 |
10 |
29 |
54 |
106 |
246 |
594 |
992 |
|
4 |
12 |
34 |
58 |
103 |
247 |
595 |
811 |
|
5 |
17 |
41 |
63 |
106 |
248 |
596 |
673 |
|
6 |
18 |
44 |
67 |
101 |
249 |
597 |
597 |
|
7 |
19 |
46 |
65 |
94 |
249 |
597 |
597 |
|
8 |
17 |
44 |
64 |
92 |
249 |
598 |
598 |
|
9 |
17 |
45 |
66 |
96 |
250 |
598 |
598 |
|
10 |
19 |
48 |
69 |
100 |
250 |
598 |
598 |
|
11 |
21 |
50 |
71 |
103 |
250 |
598 |
598 |
|
12 |
22 |
53 |
72 |
104 |
250 |
598 |
598 |
|
13 |
24 |
55 |
72 |
104 |
250 |
598 |
598 |
|
14 |
24 |
54 |
73 |
104 |
250 |
598 |
598 |
|
15 |
24 |
54 |
73 |
104 |
250 |
598 |
598 |
|
16 |
24 |
54 |
73 |
104 |
250 |
598 |
598 |
|
17 |
24 |
54 |
73 |
104 |
250 |
598 |
598 |
|
18 |
24 |
54 |
73 |
104 |
250 |
598 |
598 |
|
19 |
24 |
54 |
73 |
104 |
250 |
598 |
598 |
|
20 |
24 |
54 |
73 |
104 |
251 |
599 |
599 |
|
21 |
24 |
54 |
73 |
104 |
251 |
599 |
599 |
|
22 |
24 |
54 |
73 |
104 |
251 |
599 |
599 |
|
23 |
24 |
54 |
73 |
104 |
252 |
600 |
600 |
|
24 |
24 |
54 |
73 |
104 |
252 |
600 |
600 |
|
25 |
24 |
54 |
73 |
104 |
252 |
600 |
600 |
|
26 |
24 |
54 |
73 |
104 |
252 |
600 |
600 |
|
27 |
24 |
54 |
73 |
104 |
252 |
600 |
600 |
|
28 |
24 |
54 |
73 |
104 |
252 |
600 |
600 |
|
29 |
24 |
54 |
73 |
104 |
252 |
600 |
600 |
|
30 |
24 |
54 |
73 |
104 |
251 |
600 |
600 |
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 |
5 |
13 |
94 |
208 |
556 |
1 509 |
|
2 |
1 |
6 |
12 |
93 |
207 |
555 |
1 203 |
|
3 |
2 |
6 |
11 |
83 |
202 |
550 |
969 |
|
4 |
2 |
8 |
13 |
84 |
200 |
548 |
791 |
|
5 |
3 |
9 |
18 |
86 |
199 |
547 |
655 |
|
6 |
4 |
9 |
21 |
90 |
199 |
547 |
550 |
|
7 |
5 |
10 |
22 |
92 |
198 |
546 |
546 |
|
8 |
6 |
12 |
22 |
90 |
198 |
546 |
546 |
|
9 |
6 |
12 |
22 |
89 |
199 |
547 |
547 |
|
10 |
7 |
13 |
23 |
89 |
199 |
547 |
547 |
|
11 |
8 |
13 |
24 |
89 |
199 |
547 |
547 |
|
12 |
9 |
15 |
26 |
89 |
199 |
547 |
547 |
|
13 |
9 |
16 |
28 |
90 |
200 |
548 |
548 |
|
14 |
10 |
16 |
29 |
90 |
200 |
548 |
548 |
|
15 |
10 |
17 |
31 |
90 |
200 |
548 |
548 |
|
16 |
12 |
18 |
32 |
91 |
201 |
549 |
549 |
|
17 |
12 |
19 |
33 |
91 |
201 |
549 |
549 |
|
18 |
13 |
19 |
35 |
91 |
201 |
550 |
550 |
|
19 |
13 |
20 |
36 |
92 |
202 |
550 |
550 |
|
20 |
14 |
21 |
38 |
93 |
203 |
551 |
551 |
|
21 |
15 |
22 |
40 |
93 |
203 |
552 |
552 |
|
22 |
15 |
23 |
41 |
94 |
204 |
552 |
552 |
|
23 |
16 |
23 |
42 |
94 |
205 |
553 |
553 |
|
24 |
16 |
25 |
43 |
95 |
205 |
553 |
553 |
|
25 |
17 |
25 |
44 |
95 |
205 |
553 |
553 |
|
26 |
18 |
26 |
47 |
95 |
205 |
553 |
553 |
|
27 |
19 |
26 |
48 |
95 |
205 |
553 |
553 |
|
28 |
19 |
28 |
49 |
95 |
206 |
554 |
554 |
|
29 |
19 |
29 |
50 |
96 |
206 |
554 |
554 |
|
30 |
20 |
29 |
51 |
96 |
206 |
554 |
554 |
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 |
1 |
15 |
22 |
46 |
169 |
307 |
2 976 |
|
2 |
1 |
15 |
22 |
46 |
169 |
342 |
2 236 |
|
3 |
1 |
16 |
24 |
51 |
163 |
354 |
1 699 |
|
4 |
1 |
17 |
28 |
54 |
161 |
353 |
1 319 |
|
5 |
2 |
19 |
31 |
56 |
161 |
344 |
1 049 |
|
6 |
3 |
22 |
34 |
60 |
161 |
331 |
852 |
|
7 |
4 |
24 |
35 |
62 |
161 |
315 |
706 |
|
8 |
4 |
25 |
37 |
64 |
161 |
299 |
594 |
|
9 |
5 |
26 |
38 |
67 |
161 |
282 |
506 |
|
10 |
5 |
27 |
40 |
70 |
161 |
265 |
436 |
|
11 |
5 |
27 |
40 |
70 |
161 |
254 |
379 |
|
12 |
5 |
27 |
40 |
71 |
161 |
254 |
332 |
|
13 |
5 |
27 |
40 |
71 |
161 |
254 |
292 |
|
14 |
6 |
27 |
41 |
71 |
161 |
254 |
259 |
|
15 |
7 |
27 |
44 |
71 |
161 |
254 |
254 |
|
16 |
7 |
27 |
47 |
71 |
161 |
254 |
254 |
|
17 |
7 |
27 |
50 |
71 |
161 |
254 |
254 |
|
18 |
8 |
27 |
52 |
71 |
161 |
254 |
254 |
|
19 |
8 |
27 |
54 |
71 |
161 |
254 |
254 |
|
20 |
9 |
27 |
57 |
71 |
161 |
254 |
254 |
|
21 |
9 |
27 |
60 |
71 |
161 |
254 |
254 |
|
22 |
9 |
27 |
62 |
71 |
161 |
254 |
254 |
|
23 |
10 |
27 |
65 |
74 |
161 |
254 |
254 |
|
24 |
10 |
27 |
69 |
77 |
161 |
254 |
254 |
|
25 |
11 |
27 |
71 |
79 |
161 |
254 |
254 |
|
26 |
11 |
27 |
74 |
80 |
161 |
254 |
254 |
|
27 |
12 |
27 |
76 |
83 |
161 |
254 |
254 |
|
28 |
12 |
27 |
80 |
86 |
161 |
254 |
254 |
|
29 |
13 |
28 |
82 |
88 |
161 |
254 |
254 |
|
30 |
13 |
28 |
84 |
90 |
161 |
254 |
254 |
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 |
5 |
19 |
26 |
50 |
173 |
309 |
2 994 |
|
2 |
7 |
22 |
28 |
52 |
175 |
345 |
2 251 |
|
3 |
7 |
22 |
31 |
57 |
170 |
356 |
1 711 |
|
4 |
7 |
23 |
34 |
61 |
168 |
355 |
1 328 |
|
5 |
7 |
25 |
38 |
63 |
167 |
346 |
1 056 |
|
6 |
9 |
28 |
39 |
65 |
167 |
333 |
858 |
|
7 |
10 |
30 |
41 |
67 |
166 |
317 |
710 |
|
8 |
9 |
30 |
42 |
69 |
166 |
300 |
597 |
|
9 |
9 |
30 |
43 |
72 |
165 |
283 |
508 |
|
10 |
9 |
31 |
44 |
74 |
165 |
267 |
438 |
|
11 |
9 |
31 |
44 |
74 |
164 |
258 |
380 |
|
12 |
8 |
30 |
43 |
74 |
164 |
257 |
333 |
|
13 |
8 |
30 |
43 |
73 |
163 |
257 |
293 |
|
14 |
7 |
29 |
42 |
73 |
163 |
256 |
260 |
|
15 |
7 |
29 |
44 |
72 |
162 |
256 |
256 |
|
16 |
7 |
28 |
47 |
72 |
162 |
255 |
255 |
|
17 |
7 |
28 |
50 |
71 |
161 |
255 |
255 |
|
18 |
8 |
28 |
52 |
71 |
161 |
255 |
255 |
|
19 |
8 |
28 |
55 |
71 |
161 |
255 |
255 |
|
20 |
9 |
28 |
57 |
72 |
162 |
255 |
255 |
|
21 |
9 |
28 |
60 |
72 |
162 |
255 |
255 |
|
22 |
9 |
29 |
64 |
72 |
162 |
256 |
256 |
|
23 |
10 |
29 |
66 |
74 |
162 |
256 |
256 |
|
24 |
10 |
29 |
69 |
77 |
163 |
256 |
256 |
|
25 |
11 |
29 |
71 |
79 |
163 |
256 |
256 |
|
26 |
11 |
29 |
74 |
82 |
163 |
256 |
256 |
|
27 |
12 |
29 |
76 |
83 |
163 |
256 |
256 |
|
28 |
12 |
29 |
80 |
86 |
163 |
256 |
256 |
|
29 |
13 |
29 |
82 |
88 |
163 |
256 |
256 |
|
30 |
13 |
29 |
85 |
91 |
163 |
256 |
256 |
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 |
0 |
15 |
22 |
46 |
169 |
307 |
2 976 |
|
2 |
0 |
15 |
22 |
46 |
169 |
342 |
2 236 |
|
3 |
1 |
15 |
24 |
50 |
163 |
354 |
1 699 |
|
4 |
1 |
17 |
27 |
54 |
161 |
353 |
1 319 |
|
5 |
2 |
19 |
31 |
56 |
161 |
344 |
1 048 |
|
6 |
2 |
21 |
33 |
59 |
161 |
331 |
852 |
|
7 |
4 |
24 |
35 |
61 |
161 |
315 |
705 |
|
8 |
4 |
25 |
37 |
64 |
161 |
299 |
593 |
|
9 |
4 |
26 |
38 |
67 |
161 |
282 |
506 |
|
10 |
5 |
27 |
40 |
69 |
161 |
265 |
436 |
|
11 |
5 |
27 |
40 |
70 |
161 |
254 |
379 |
|
12 |
5 |
27 |
40 |
70 |
161 |
254 |
332 |
|
13 |
5 |
27 |
40 |
70 |
161 |
254 |
292 |
|
14 |
6 |
27 |
41 |
70 |
161 |
254 |
259 |
|
15 |
7 |
27 |
44 |
70 |
161 |
254 |
254 |
|
16 |
7 |
27 |
47 |
70 |
161 |
254 |
254 |
|
17 |
7 |
27 |
50 |
70 |
161 |
254 |
254 |
|
18 |
8 |
27 |
52 |
70 |
161 |
254 |
254 |
|
19 |
8 |
27 |
54 |
70 |
161 |
254 |
254 |
|
20 |
9 |
27 |
57 |
70 |
161 |
254 |
254 |
|
21 |
9 |
27 |
60 |
70 |
161 |
254 |
254 |
|
22 |
9 |
27 |
62 |
71 |
161 |
254 |
254 |
|
23 |
10 |
27 |
65 |
74 |
161 |
254 |
254 |
|
24 |
10 |
27 |
69 |
77 |
161 |
254 |
254 |
|
25 |
11 |
27 |
71 |
79 |
161 |
254 |
254 |
|
26 |
11 |
27 |
74 |
80 |
161 |
254 |
254 |
|
27 |
12 |
27 |
76 |
83 |
161 |
254 |
254 |
|
28 |
12 |
27 |
80 |
86 |
161 |
254 |
254 |
|
29 |
13 |
28 |
82 |
88 |
161 |
254 |
254 |
|
30 |
13 |
28 |
84 |
90 |
161 |
254 |
254 |
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 |
82 |
97 |
104 |
127 |
251 |
346 |
3 004 |
|
2 |
77 |
92 |
99 |
122 |
246 |
347 |
2 267 |
|
3 |
79 |
95 |
104 |
130 |
242 |
360 |
1 726 |
|
4 |
76 |
93 |
104 |
131 |
237 |
360 |
1 346 |
|
5 |
74 |
92 |
104 |
130 |
234 |
352 |
1 073 |
|
6 |
74 |
93 |
104 |
130 |
232 |
340 |
875 |
|
7 |
73 |
93 |
104 |
130 |
229 |
325 |
726 |
|
8 |
71 |
92 |
103 |
131 |
227 |
321 |
612 |
|
9 |
70 |
91 |
104 |
133 |
226 |
320 |
522 |
|
10 |
66 |
88 |
101 |
131 |
222 |
315 |
450 |
|
11 |
64 |
85 |
99 |
129 |
219 |
312 |
391 |
|
12 |
62 |
84 |
97 |
127 |
217 |
311 |
343 |
|
13 |
61 |
83 |
96 |
126 |
216 |
310 |
310 |
|
14 |
60 |
82 |
95 |
126 |
216 |
309 |
309 |
|
15 |
60 |
82 |
95 |
125 |
215 |
309 |
309 |
|
16 |
59 |
81 |
94 |
124 |
215 |
308 |
308 |
|
17 |
59 |
80 |
94 |
124 |
214 |
307 |
307 |
|
18 |
58 |
79 |
93 |
123 |
213 |
307 |
307 |
|
19 |
57 |
79 |
92 |
122 |
212 |
306 |
306 |
|
20 |
56 |
78 |
91 |
122 |
212 |
305 |
305 |
|
21 |
55 |
77 |
90 |
121 |
211 |
304 |
304 |
|
22 |
55 |
76 |
90 |
120 |
210 |
303 |
303 |
|
23 |
54 |
75 |
89 |
119 |
209 |
302 |
302 |
|
24 |
52 |
74 |
88 |
118 |
208 |
301 |
301 |
|
25 |
51 |
73 |
86 |
117 |
207 |
300 |
300 |
|
26 |
50 |
72 |
85 |
116 |
206 |
299 |
299 |
|
27 |
49 |
71 |
84 |
115 |
205 |
298 |
298 |
|
28 |
48 |
70 |
83 |
114 |
204 |
297 |
297 |
|
29 |
47 |
69 |
85 |
112 |
203 |
296 |
296 |
|
30 |
46 |
68 |
88 |
111 |
202 |
295 |
295 |
3.5 Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
19 |
26 |
50 |
173 |
306 |
2 962 |
|
2 |
6 |
21 |
28 |
52 |
175 |
341 |
2 229 |
|
3 |
7 |
23 |
31 |
58 |
170 |
354 |
1 696 |
|
4 |
8 |
24 |
35 |
62 |
168 |
353 |
1 319 |
|
5 |
9 |
26 |
39 |
64 |
168 |
344 |
1 049 |
|
6 |
10 |
29 |
41 |
67 |
168 |
331 |
854 |
|
7 |
11 |
31 |
42 |
69 |
168 |
316 |
707 |
|
8 |
11 |
31 |
43 |
71 |
167 |
300 |
595 |
|
9 |
11 |
32 |
44 |
73 |
167 |
283 |
508 |
|
10 |
11 |
32 |
45 |
75 |
166 |
267 |
438 |
|
11 |
10 |
32 |
45 |
75 |
166 |
259 |
381 |
|
12 |
10 |
32 |
45 |
75 |
165 |
259 |
334 |
|
13 |
9 |
31 |
44 |
75 |
165 |
258 |
294 |
|
14 |
9 |
31 |
44 |
74 |
164 |
258 |
261 |
|
15 |
9 |
30 |
44 |
74 |
164 |
257 |
257 |
|
16 |
8 |
30 |
47 |
73 |
163 |
257 |
257 |
|
17 |
8 |
30 |
50 |
73 |
163 |
257 |
257 |
|
18 |
8 |
29 |
53 |
73 |
163 |
257 |
257 |
|
19 |
8 |
29 |
56 |
73 |
163 |
257 |
257 |
|
20 |
9 |
30 |
58 |
73 |
164 |
257 |
257 |
|
21 |
9 |
30 |
61 |
74 |
164 |
257 |
257 |
|
22 |
10 |
30 |
64 |
74 |
164 |
257 |
257 |
|
23 |
10 |
31 |
67 |
75 |
164 |
258 |
258 |
|
24 |
10 |
31 |
69 |
77 |
164 |
258 |
258 |
|
25 |
11 |
31 |
72 |
79 |
164 |
258 |
258 |
|
26 |
11 |
31 |
75 |
82 |
164 |
258 |
258 |
|
27 |
12 |
31 |
78 |
85 |
164 |
258 |
258 |
|
28 |
12 |
31 |
80 |
87 |
164 |
258 |
258 |
|
29 |
13 |
31 |
84 |
89 |
164 |
258 |
258 |
|
30 |
13 |
30 |
86 |
91 |
164 |
258 |
258 |
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 |
48 |
62 |
69 |
93 |
216 |
312 |
3 028 |
|
2 |
52 |
66 |
73 |
97 |
220 |
349 |
2 285 |
|
3 |
55 |
71 |
80 |
106 |
219 |
363 |
1 745 |
|
4 |
58 |
74 |
85 |
112 |
218 |
364 |
1 360 |
|
5 |
59 |
77 |
89 |
115 |
219 |
356 |
1 084 |
|
6 |
61 |
80 |
91 |
118 |
219 |
342 |
882 |
|
7 |
61 |
81 |
93 |
119 |
218 |
327 |
731 |
|
8 |
60 |
81 |
93 |
120 |
217 |
310 |
615 |
|
9 |
59 |
80 |
93 |
122 |
215 |
308 |
523 |
|
10 |
58 |
79 |
93 |
122 |
213 |
307 |
451 |
|
11 |
56 |
78 |
91 |
121 |
212 |
305 |
391 |
|
12 |
55 |
76 |
90 |
120 |
210 |
304 |
343 |
|
13 |
53 |
75 |
88 |
118 |
209 |
302 |
302 |
|
14 |
52 |
73 |
87 |
117 |
207 |
300 |
300 |
|
15 |
50 |
72 |
85 |
116 |
206 |
299 |
299 |
|
16 |
49 |
71 |
84 |
115 |
205 |
298 |
298 |
|
17 |
48 |
70 |
83 |
114 |
204 |
297 |
297 |
|
18 |
47 |
69 |
82 |
113 |
203 |
296 |
296 |
|
19 |
47 |
68 |
82 |
112 |
202 |
295 |
295 |
|
20 |
46 |
68 |
81 |
111 |
201 |
295 |
295 |
|
21 |
45 |
67 |
80 |
111 |
201 |
294 |
294 |
|
22 |
44 |
66 |
79 |
110 |
200 |
293 |
293 |
|
23 |
44 |
65 |
79 |
109 |
199 |
292 |
292 |
|
24 |
43 |
64 |
78 |
108 |
198 |
292 |
292 |
|
25 |
42 |
64 |
77 |
107 |
197 |
291 |
291 |
|
26 |
41 |
63 |
76 |
106 |
196 |
290 |
290 |
|
27 |
40 |
62 |
79 |
105 |
196 |
289 |
289 |
|
28 |
39 |
61 |
81 |
105 |
195 |
288 |
288 |
|
29 |
38 |
60 |
85 |
104 |
194 |
287 |
287 |
|
30 |
38 |
59 |
87 |
103 |
193 |
286 |
286 |
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 |
0 |
14 |
21 |
45 |
168 |
307 |
2 974 |
|
2 |
0 |
14 |
21 |
45 |
168 |
342 |
2 235 |
|
3 |
1 |
15 |
24 |
50 |
162 |
354 |
1 698 |
|
4 |
1 |
16 |
27 |
54 |
160 |
353 |
1 318 |
|
5 |
2 |
18 |
30 |
55 |
160 |
344 |
1 048 |
|
6 |
2 |
21 |
33 |
59 |
160 |
330 |
851 |
|
7 |
3 |
23 |
35 |
61 |
160 |
315 |
705 |
|
8 |
3 |
24 |
36 |
63 |
160 |
298 |
593 |
|
9 |
4 |
25 |
37 |
67 |
160 |
282 |
505 |
|
10 |
4 |
26 |
39 |
69 |
160 |
265 |
435 |
|
11 |
5 |
26 |
39 |
70 |
160 |
253 |
378 |
|
12 |
5 |
26 |
39 |
70 |
160 |
253 |
331 |
|
13 |
5 |
26 |
39 |
70 |
160 |
253 |
292 |
|
14 |
6 |
26 |
41 |
70 |
160 |
253 |
259 |
|
15 |
7 |
26 |
44 |
70 |
160 |
253 |
253 |
|
16 |
7 |
26 |
47 |
70 |
160 |
253 |
253 |
|
17 |
7 |
26 |
50 |
70 |
160 |
253 |
253 |
|
18 |
8 |
26 |
52 |
70 |
160 |
253 |
253 |
|
19 |
8 |
26 |
54 |
70 |
160 |
253 |
253 |
|
20 |
9 |
26 |
57 |
70 |
160 |
253 |
253 |
|
21 |
9 |
26 |
60 |
70 |
160 |
253 |
253 |
|
22 |
9 |
26 |
62 |
71 |
160 |
253 |
253 |
|
23 |
10 |
26 |
65 |
74 |
160 |
253 |
253 |
|
24 |
10 |
26 |
68 |
77 |
160 |
253 |
253 |
|
25 |
11 |
26 |
71 |
79 |
160 |
253 |
253 |
|
26 |
11 |
26 |
74 |
80 |
160 |
253 |
253 |
|
27 |
12 |
26 |
76 |
83 |
160 |
253 |
253 |
|
28 |
12 |
27 |
80 |
86 |
160 |
253 |
253 |
|
29 |
13 |
28 |
82 |
88 |
160 |
253 |
253 |
|
30 |
13 |
28 |
84 |
90 |
160 |
253 |
253 |
3.8 Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
23 |
46 |
187 |
311 |
3 010 |
|
2 |
0 |
11 |
23 |
46 |
187 |
346 |
2 263 |
|
3 |
1 |
11 |
24 |
51 |
181 |
358 |
1 720 |
|
4 |
1 |
13 |
27 |
57 |
178 |
357 |
1 335 |
|
5 |
2 |
16 |
29 |
60 |
177 |
348 |
1 061 |
|
6 |
2 |
18 |
33 |
61 |
176 |
334 |
862 |
|
7 |
3 |
21 |
36 |
60 |
175 |
318 |
713 |
|
8 |
3 |
23 |
37 |
60 |
174 |
302 |
600 |
|
9 |
6 |
31 |
41 |
58 |
173 |
285 |
511 |
|
10 |
9 |
34 |
41 |
57 |
172 |
268 |
440 |
|
11 |
7 |
33 |
40 |
56 |
171 |
264 |
382 |
|
12 |
6 |
32 |
40 |
55 |
170 |
263 |
334 |
|
13 |
5 |
30 |
40 |
55 |
169 |
263 |
295 |
|
14 |
6 |
30 |
42 |
56 |
169 |
262 |
262 |
|
15 |
7 |
30 |
44 |
56 |
168 |
261 |
261 |
|
16 |
7 |
30 |
47 |
57 |
166 |
260 |
260 |
|
17 |
7 |
30 |
50 |
60 |
165 |
259 |
259 |
|
18 |
8 |
30 |
53 |
62 |
165 |
258 |
258 |
|
19 |
8 |
30 |
55 |
65 |
165 |
258 |
258 |
|
20 |
9 |
30 |
58 |
67 |
165 |
258 |
258 |
|
21 |
9 |
30 |
61 |
69 |
165 |
259 |
259 |
|
22 |
9 |
30 |
64 |
72 |
165 |
259 |
259 |
|
23 |
10 |
30 |
66 |
74 |
165 |
258 |
258 |
|
24 |
10 |
30 |
69 |
77 |
164 |
258 |
258 |
|
25 |
11 |
30 |
71 |
79 |
164 |
257 |
257 |
|
26 |
11 |
30 |
74 |
81 |
163 |
257 |
257 |
|
27 |
12 |
30 |
76 |
83 |
163 |
256 |
256 |
|
28 |
12 |
30 |
80 |
86 |
163 |
256 |
256 |
|
29 |
12 |
30 |
82 |
88 |
162 |
256 |
256 |
|
30 |
13 |
30 |
84 |
90 |
162 |
255 |
255 |
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 |
84 |
98 |
105 |
129 |
252 |
348 |
3 039 |
|
2 |
81 |
96 |
102 |
126 |
249 |
351 |
2 296 |
|
3 |
78 |
94 |
102 |
129 |
241 |
365 |
1 752 |
|
4 |
75 |
92 |
103 |
130 |
236 |
365 |
1 365 |
|
5 |
73 |
91 |
103 |
128 |
233 |
357 |
1 088 |
|
6 |
72 |
91 |
103 |
129 |
230 |
344 |
886 |
|
7 |
71 |
91 |
102 |
128 |
227 |
329 |
735 |
|
8 |
68 |
89 |
100 |
128 |
224 |
318 |
619 |
|
9 |
66 |
87 |
100 |
129 |
222 |
315 |
527 |
|
10 |
64 |
86 |
99 |
129 |
220 |
313 |
454 |
|
11 |
63 |
85 |
98 |
128 |
218 |
312 |
395 |
|
12 |
61 |
83 |
96 |
126 |
217 |
310 |
346 |
|
13 |
59 |
81 |
94 |
125 |
215 |
308 |
308 |
|
14 |
58 |
79 |
93 |
123 |
213 |
307 |
307 |
|
15 |
56 |
78 |
91 |
122 |
212 |
305 |
305 |
|
16 |
55 |
77 |
90 |
120 |
210 |
304 |
304 |
|
17 |
54 |
76 |
89 |
119 |
209 |
303 |
303 |
|
18 |
53 |
75 |
88 |
118 |
208 |
302 |
302 |
|
19 |
52 |
74 |
87 |
117 |
207 |
301 |
301 |
|
20 |
51 |
73 |
86 |
116 |
207 |
300 |
300 |
|
21 |
50 |
72 |
85 |
116 |
206 |
299 |
299 |
|
22 |
49 |
71 |
84 |
115 |
205 |
298 |
298 |
|
23 |
48 |
70 |
83 |
114 |
204 |
297 |
297 |
|
24 |
47 |
69 |
82 |
113 |
203 |
296 |
296 |
|
25 |
46 |
68 |
81 |
112 |
202 |
295 |
295 |
|
26 |
45 |
67 |
80 |
111 |
201 |
294 |
294 |
|
27 |
44 |
66 |
79 |
110 |
200 |
293 |
293 |
|
28 |
43 |
65 |
83 |
109 |
199 |
292 |
292 |
|
29 |
42 |
64 |
85 |
108 |
198 |
291 |
291 |
|
30 |
41 |
63 |
88 |
107 |
197 |
290 |
290 |
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 |
56 |
71 |
77 |
101 |
224 |
320 |
3 064 |
|
2 |
54 |
69 |
76 |
99 |
223 |
354 |
2 317 |
|
3 |
52 |
68 |
77 |
103 |
215 |
368 |
1 767 |
|
4 |
51 |
68 |
78 |
105 |
212 |
367 |
1 375 |
|
5 |
50 |
67 |
80 |
105 |
209 |
358 |
1 094 |
|
6 |
49 |
68 |
80 |
106 |
207 |
345 |
891 |
|
7 |
49 |
69 |
80 |
106 |
205 |
329 |
738 |
|
8 |
47 |
68 |
80 |
107 |
204 |
312 |
620 |
|
9 |
46 |
67 |
79 |
109 |
202 |
295 |
529 |
|
10 |
45 |
67 |
80 |
109 |
201 |
294 |
455 |
|
11 |
44 |
66 |
79 |
109 |
200 |
293 |
395 |
|
12 |
43 |
65 |
78 |
109 |
199 |
292 |
346 |
|
13 |
42 |
64 |
77 |
108 |
198 |
291 |
305 |
|
14 |
42 |
63 |
77 |
107 |
197 |
291 |
291 |
|
15 |
41 |
63 |
76 |
106 |
197 |
290 |
290 |
|
16 |
40 |
62 |
75 |
105 |
195 |
289 |
289 |
|
17 |
39 |
61 |
74 |
105 |
195 |
288 |
288 |
|
18 |
39 |
60 |
74 |
104 |
194 |
287 |
287 |
|
19 |
38 |
60 |
73 |
103 |
193 |
287 |
287 |
|
20 |
38 |
60 |
73 |
103 |
193 |
287 |
287 |
|
21 |
38 |
59 |
73 |
103 |
193 |
286 |
286 |
|
22 |
37 |
59 |
72 |
103 |
193 |
286 |
286 |
|
23 |
37 |
58 |
72 |
102 |
192 |
285 |
285 |
|
24 |
36 |
58 |
71 |
101 |
192 |
285 |
285 |
|
25 |
35 |
57 |
74 |
101 |
191 |
284 |
284 |
|
26 |
35 |
56 |
77 |
100 |
190 |
284 |
284 |
|
27 |
34 |
56 |
79 |
99 |
190 |
283 |
283 |
|
28 |
33 |
55 |
83 |
99 |
189 |
282 |
282 |
|
29 |
33 |
54 |
85 |
98 |
188 |
282 |
282 |
|
30 |
32 |
54 |
88 |
97 |
188 |
281 |
281 |
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 |
26 |
40 |
47 |
71 |
194 |
314 |
3 041 |
|
2 |
26 |
41 |
47 |
71 |
194 |
350 |
2 290 |
|
3 |
24 |
40 |
49 |
75 |
188 |
362 |
1 741 |
|
4 |
23 |
40 |
51 |
78 |
184 |
361 |
1 352 |
|
5 |
24 |
41 |
54 |
79 |
183 |
352 |
1 074 |
|
6 |
24 |
43 |
55 |
81 |
182 |
338 |
873 |
|
7 |
25 |
45 |
56 |
82 |
182 |
322 |
722 |
|
8 |
24 |
45 |
57 |
84 |
181 |
305 |
607 |
|
9 |
24 |
45 |
58 |
87 |
180 |
288 |
517 |
|
10 |
24 |
45 |
58 |
88 |
179 |
273 |
445 |
|
11 |
23 |
45 |
58 |
88 |
179 |
272 |
387 |
|
12 |
22 |
44 |
57 |
88 |
178 |
271 |
339 |
|
13 |
21 |
43 |
56 |
87 |
177 |
270 |
298 |
|
14 |
21 |
42 |
56 |
86 |
176 |
269 |
269 |
|
15 |
20 |
42 |
55 |
85 |
175 |
269 |
269 |
|
16 |
19 |
41 |
54 |
84 |
174 |
268 |
268 |
|
17 |
18 |
40 |
53 |
84 |
174 |
267 |
267 |
|
18 |
18 |
40 |
53 |
83 |
173 |
267 |
267 |
|
19 |
17 |
39 |
56 |
83 |
173 |
266 |
266 |
|
20 |
18 |
39 |
58 |
83 |
173 |
266 |
266 |
|
21 |
18 |
39 |
61 |
83 |
173 |
266 |
266 |
|
22 |
18 |
39 |
64 |
83 |
173 |
266 |
266 |
|
23 |
17 |
39 |
67 |
83 |
173 |
266 |
266 |
|
24 |
17 |
39 |
69 |
83 |
173 |
266 |
266 |
|
25 |
17 |
39 |
73 |
82 |
172 |
266 |
266 |
|
26 |
17 |
39 |
75 |
82 |
172 |
266 |
266 |
|
27 |
17 |
38 |
78 |
85 |
172 |
265 |
265 |
|
28 |
16 |
38 |
81 |
87 |
172 |
265 |
265 |
|
29 |
16 |
38 |
84 |
90 |
171 |
265 |
265 |
|
30 |
16 |
38 |
87 |
92 |
171 |
265 |
265 |
3.12 Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
25 |
148 |
305 |
2 953 |
|
2 |
0 |
1 |
6 |
26 |
149 |
340 |
2 220 |
|
3 |
1 |
2 |
10 |
31 |
143 |
352 |
1 687 |
|
4 |
1 |
3 |
13 |
35 |
141 |
351 |
1 310 |
|
5 |
2 |
4 |
16 |
37 |
141 |
342 |
1 041 |
|
6 |
2 |
5 |
19 |
40 |
141 |
329 |
846 |
|
7 |
3 |
6 |
22 |
42 |
141 |
313 |
701 |
|
8 |
3 |
7 |
25 |
45 |
141 |
297 |
589 |
|
9 |
4 |
8 |
27 |
48 |
141 |
280 |
502 |
|
10 |
4 |
9 |
30 |
50 |
141 |
263 |
432 |
|
11 |
5 |
11 |
33 |
52 |
142 |
248 |
376 |
|
12 |
5 |
11 |
36 |
51 |
141 |
234 |
329 |
|
13 |
5 |
12 |
38 |
52 |
142 |
235 |
290 |
|
14 |
6 |
13 |
41 |
52 |
142 |
235 |
257 |
|
15 |
7 |
14 |
44 |
54 |
140 |
234 |
234 |
|
16 |
7 |
16 |
47 |
56 |
139 |
233 |
233 |
|
17 |
7 |
16 |
48 |
59 |
139 |
233 |
233 |
|
18 |
8 |
17 |
51 |
62 |
139 |
233 |
233 |
|
19 |
8 |
18 |
54 |
64 |
140 |
233 |
233 |
|
20 |
9 |
19 |
57 |
67 |
141 |
234 |
234 |
|
21 |
9 |
20 |
60 |
69 |
141 |
234 |
234 |
|
22 |
9 |
20 |
62 |
71 |
141 |
235 |
235 |
|
23 |
10 |
22 |
65 |
73 |
141 |
235 |
235 |
|
24 |
10 |
23 |
67 |
75 |
141 |
235 |
235 |
|
25 |
11 |
23 |
70 |
78 |
142 |
235 |
235 |
|
26 |
11 |
25 |
72 |
80 |
143 |
234 |
234 |
|
27 |
12 |
25 |
76 |
82 |
145 |
234 |
234 |
|
28 |
12 |
26 |
78 |
84 |
146 |
234 |
234 |
|
29 |
12 |
27 |
81 |
87 |
147 |
234 |
234 |
|
30 |
13 |
28 |
84 |
89 |
148 |
234 |
234 |
3.13 Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
42 |
57 |
64 |
87 |
210 |
318 |
3 085 |
|
2 |
42 |
57 |
64 |
87 |
210 |
355 |
2 323 |
|
3 |
41 |
57 |
65 |
92 |
204 |
367 |
1 767 |
|
4 |
40 |
57 |
68 |
95 |
201 |
366 |
1 373 |
|
5 |
40 |
58 |
70 |
95 |
200 |
357 |
1 091 |
|
6 |
40 |
59 |
71 |
97 |
199 |
343 |
886 |
|
7 |
41 |
61 |
72 |
98 |
197 |
327 |
734 |
|
8 |
40 |
60 |
72 |
100 |
196 |
310 |
617 |
|
9 |
39 |
60 |
73 |
102 |
195 |
292 |
525 |
|
10 |
39 |
60 |
74 |
103 |
194 |
288 |
452 |
|
11 |
38 |
60 |
73 |
103 |
193 |
287 |
393 |
|
12 |
37 |
59 |
72 |
102 |
193 |
286 |
344 |
|
13 |
36 |
58 |
71 |
102 |
192 |
285 |
303 |
|
14 |
36 |
57 |
71 |
101 |
191 |
285 |
285 |
|
15 |
35 |
57 |
70 |
100 |
191 |
284 |
284 |
|
16 |
34 |
56 |
69 |
99 |
189 |
283 |
283 |
|
17 |
33 |
55 |
68 |
99 |
189 |
282 |
282 |
|
18 |
33 |
55 |
68 |
98 |
188 |
282 |
282 |
|
19 |
32 |
54 |
67 |
98 |
188 |
281 |
281 |
|
20 |
32 |
54 |
67 |
98 |
188 |
281 |
281 |
|
21 |
32 |
54 |
67 |
97 |
188 |
281 |
281 |
|
22 |
32 |
53 |
67 |
97 |
187 |
281 |
281 |
|
23 |
31 |
53 |
68 |
97 |
187 |
280 |
280 |
|
24 |
31 |
52 |
70 |
96 |
186 |
280 |
280 |
|
25 |
30 |
52 |
73 |
96 |
186 |
279 |
279 |
|
26 |
30 |
51 |
75 |
95 |
185 |
278 |
278 |
|
27 |
29 |
51 |
79 |
94 |
184 |
278 |
278 |
|
28 |
28 |
50 |
81 |
94 |
184 |
277 |
277 |
|
29 |
28 |
50 |
85 |
93 |
183 |
277 |
277 |
|
30 |
27 |
49 |
87 |
93 |
183 |
276 |
276 |
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 |
9 |
24 |
30 |
54 |
177 |
315 |
3 059 |
|
2 |
13 |
28 |
35 |
58 |
181 |
352 |
2 304 |
|
3 |
16 |
32 |
40 |
67 |
179 |
365 |
1 754 |
|
4 |
19 |
35 |
46 |
73 |
179 |
364 |
1 363 |
|
5 |
21 |
39 |
51 |
76 |
181 |
355 |
1 084 |
|
6 |
20 |
39 |
51 |
77 |
178 |
341 |
881 |
|
7 |
26 |
46 |
57 |
83 |
183 |
326 |
730 |
|
8 |
25 |
45 |
57 |
85 |
181 |
308 |
613 |
|
9 |
26 |
47 |
60 |
89 |
182 |
291 |
522 |
|
10 |
28 |
50 |
63 |
92 |
184 |
277 |
450 |
|
11 |
29 |
51 |
64 |
94 |
185 |
278 |
391 |
|
12 |
30 |
52 |
65 |
95 |
186 |
279 |
342 |
|
13 |
31 |
52 |
66 |
96 |
186 |
279 |
301 |
|
14 |
31 |
53 |
66 |
96 |
187 |
280 |
280 |
|
15 |
31 |
53 |
66 |
97 |
187 |
280 |
280 |
|
16 |
31 |
52 |
66 |
96 |
186 |
279 |
279 |
|
17 |
31 |
52 |
66 |
96 |
186 |
279 |
279 |
|
18 |
30 |
51 |
65 |
95 |
185 |
279 |
279 |
|
19 |
29 |
51 |
64 |
95 |
185 |
278 |
278 |
|
20 |
29 |
51 |
64 |
95 |
185 |
278 |
278 |
|
21 |
29 |
51 |
64 |
95 |
185 |
278 |
278 |
|
22 |
29 |
51 |
65 |
94 |
185 |
278 |
278 |
|
23 |
29 |
50 |
68 |
94 |
184 |
278 |
278 |
|
24 |
28 |
50 |
70 |
94 |
184 |
277 |
277 |
|
25 |
28 |
50 |
73 |
93 |
183 |
277 |
277 |
|
26 |
27 |
49 |
75 |
93 |
183 |
276 |
276 |
|
27 |
27 |
49 |
79 |
92 |
182 |
276 |
276 |
|
28 |
26 |
48 |
81 |
92 |
182 |
275 |
275 |
|
29 |
26 |
48 |
85 |
91 |
181 |
275 |
275 |
|
30 |
25 |
47 |
87 |
92 |
181 |
274 |
274 |
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 |
8 |
22 |
29 |
53 |
176 |
312 |
3 029 |
|
2 |
9 |
24 |
30 |
54 |
177 |
349 |
2 280 |
|
3 |
10 |
25 |
34 |
60 |
173 |
361 |
1 734 |
|
4 |
10 |
27 |
38 |
65 |
171 |
360 |
1 347 |
|
5 |
11 |
29 |
41 |
67 |
171 |
351 |
1 071 |
|
6 |
13 |
32 |
44 |
70 |
171 |
337 |
870 |
|
7 |
15 |
35 |
46 |
72 |
171 |
321 |
720 |
|
8 |
15 |
35 |
47 |
75 |
171 |
304 |
605 |
|
9 |
15 |
37 |
49 |
78 |
171 |
287 |
516 |
|
10 |
16 |
38 |
51 |
80 |
172 |
271 |
444 |
|
11 |
16 |
38 |
51 |
81 |
172 |
265 |
386 |
|
12 |
17 |
38 |
52 |
82 |
172 |
265 |
338 |
|
13 |
17 |
38 |
52 |
82 |
172 |
266 |
298 |
|
14 |
17 |
39 |
52 |
82 |
172 |
266 |
266 |
|
15 |
17 |
39 |
52 |
82 |
172 |
266 |
266 |
|
16 |
17 |
38 |
52 |
82 |
172 |
265 |
265 |
|
17 |
17 |
38 |
52 |
82 |
172 |
266 |
266 |
|
18 |
17 |
38 |
53 |
82 |
172 |
265 |
265 |
|
19 |
17 |
38 |
56 |
82 |
172 |
265 |
265 |
|
20 |
17 |
39 |
58 |
82 |
172 |
266 |
266 |
|
21 |
17 |
39 |
61 |
82 |
172 |
266 |
266 |
|
22 |
17 |
39 |
64 |
82 |
172 |
266 |
266 |
|
23 |
17 |
38 |
66 |
82 |
172 |
265 |
265 |
|
24 |
16 |
38 |
69 |
82 |
172 |
265 |
265 |
|
25 |
16 |
38 |
72 |
81 |
171 |
265 |
265 |
|
26 |
16 |
37 |
75 |
82 |
171 |
264 |
264 |
|
27 |
15 |
37 |
78 |
85 |
171 |
264 |
264 |
|
28 |
15 |
37 |
80 |
86 |
170 |
264 |
264 |
|
29 |
15 |
36 |
83 |
89 |
170 |
263 |
263 |
|
30 |
14 |
36 |
86 |
91 |
170 |
263 |
263 |
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 |
44 |
59 |
66 |
89 |
213 |
322 |
3 130 |
|
2 |
47 |
62 |
69 |
92 |
216 |
359 |
2 353 |
|
3 |
50 |
65 |
74 |
100 |
213 |
371 |
1 790 |
|
4 |
51 |
67 |
78 |
105 |
211 |
371 |
1 391 |
|
5 |
52 |
70 |
82 |
107 |
212 |
362 |
1 107 |
|
6 |
54 |
73 |
85 |
111 |
212 |
348 |
900 |
|
7 |
55 |
75 |
86 |
113 |
212 |
332 |
745 |
|
8 |
55 |
75 |
87 |
115 |
211 |
315 |
627 |
|
9 |
55 |
76 |
89 |
118 |
211 |
304 |
534 |
|
10 |
55 |
77 |
90 |
120 |
211 |
304 |
460 |
|
11 |
55 |
77 |
90 |
120 |
210 |
304 |
399 |
|
12 |
54 |
76 |
89 |
120 |
210 |
303 |
349 |
|
13 |
53 |
75 |
88 |
119 |
209 |
302 |
308 |
|
14 |
52 |
74 |
88 |
118 |
208 |
301 |
301 |
|
15 |
52 |
73 |
87 |
117 |
207 |
300 |
300 |
|
16 |
51 |
72 |
86 |
116 |
206 |
300 |
300 |
|
17 |
50 |
72 |
85 |
115 |
205 |
299 |
299 |
|
18 |
49 |
71 |
84 |
114 |
205 |
298 |
298 |
|
19 |
48 |
70 |
83 |
114 |
204 |
297 |
297 |
|
20 |
48 |
69 |
83 |
113 |
203 |
297 |
297 |
|
21 |
47 |
69 |
82 |
112 |
202 |
296 |
296 |
|
22 |
46 |
68 |
81 |
111 |
202 |
295 |
295 |
|
23 |
45 |
67 |
80 |
111 |
201 |
294 |
294 |
|
24 |
44 |
66 |
79 |
110 |
200 |
293 |
293 |
|
25 |
43 |
65 |
78 |
109 |
199 |
292 |
292 |
|
26 |
43 |
64 |
78 |
108 |
198 |
291 |
291 |
|
27 |
42 |
63 |
80 |
107 |
197 |
290 |
290 |
|
28 |
41 |
62 |
83 |
106 |
196 |
290 |
290 |
|
29 |
40 |
62 |
86 |
105 |
195 |
289 |
289 |
|
30 |
39 |
61 |
88 |
104 |
194 |
288 |
288 |
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 |
75 |
90 |
97 |
120 |
243 |
339 |
3 274 |
|
2 |
79 |
94 |
101 |
124 |
248 |
374 |
2 465 |
|
3 |
79 |
95 |
103 |
130 |
242 |
388 |
1 878 |
|
4 |
78 |
95 |
106 |
132 |
239 |
387 |
1 459 |
|
5 |
81 |
99 |
111 |
136 |
240 |
377 |
1 158 |
|
6 |
83 |
102 |
114 |
140 |
241 |
363 |
941 |
|
7 |
85 |
105 |
116 |
142 |
241 |
346 |
778 |
|
8 |
86 |
106 |
118 |
146 |
242 |
336 |
654 |
|
9 |
87 |
108 |
120 |
149 |
243 |
336 |
557 |
|
10 |
87 |
109 |
122 |
152 |
243 |
336 |
480 |
|
11 |
87 |
109 |
122 |
152 |
242 |
336 |
417 |
|
12 |
86 |
108 |
121 |
151 |
241 |
335 |
364 |
|
13 |
85 |
106 |
120 |
150 |
240 |
333 |
333 |
|
14 |
83 |
105 |
118 |
148 |
239 |
332 |
332 |
|
15 |
82 |
103 |
117 |
147 |
237 |
330 |
330 |
|
16 |
80 |
102 |
115 |
146 |
236 |
329 |
329 |
|
17 |
79 |
100 |
114 |
144 |
234 |
328 |
328 |
|
18 |
77 |
99 |
112 |
143 |
233 |
326 |
326 |
|
19 |
76 |
98 |
111 |
141 |
231 |
325 |
325 |
|
20 |
75 |
96 |
110 |
140 |
230 |
324 |
324 |
|
21 |
73 |
95 |
108 |
139 |
229 |
322 |
322 |
|
22 |
72 |
94 |
107 |
137 |
227 |
321 |
321 |
|
23 |
70 |
92 |
105 |
136 |
226 |
319 |
319 |
|
24 |
69 |
90 |
104 |
134 |
224 |
318 |
318 |
|
25 |
67 |
89 |
102 |
133 |
223 |
316 |
316 |
|
26 |
66 |
87 |
101 |
131 |
221 |
314 |
314 |
|
27 |
64 |
86 |
99 |
129 |
220 |
313 |
313 |
|
28 |
63 |
84 |
98 |
128 |
218 |
311 |
311 |
|
29 |
61 |
83 |
96 |
126 |
217 |
310 |
310 |
|
30 |
60 |
81 |
95 |
125 |
215 |
308 |
308 |
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 |
1 |
15 |
22 |
46 |
169 |
315 |
3 054 |
|
2 |
4 |
19 |
25 |
49 |
172 |
352 |
2 303 |
|
3 |
6 |
22 |
30 |
57 |
169 |
365 |
1 755 |
|
4 |
8 |
25 |
35 |
62 |
169 |
364 |
1 364 |
|
5 |
10 |
28 |
40 |
66 |
170 |
355 |
1 085 |
|
6 |
13 |
32 |
43 |
70 |
171 |
342 |
881 |
|
7 |
15 |
35 |
46 |
72 |
171 |
325 |
729 |
|
8 |
15 |
35 |
47 |
75 |
171 |
308 |
613 |
|
9 |
15 |
37 |
49 |
78 |
171 |
291 |
522 |
|
10 |
16 |
37 |
51 |
80 |
172 |
274 |
449 |
|
11 |
16 |
38 |
51 |
81 |
172 |
265 |
390 |
|
12 |
16 |
38 |
51 |
81 |
171 |
265 |
341 |
|
13 |
15 |
37 |
50 |
81 |
171 |
264 |
301 |
|
14 |
14 |
36 |
50 |
80 |
170 |
263 |
266 |
|
15 |
14 |
36 |
49 |
79 |
169 |
263 |
263 |
|
16 |
13 |
35 |
48 |
78 |
168 |
262 |
262 |
|
17 |
12 |
34 |
51 |
78 |
168 |
261 |
261 |
|
18 |
12 |
34 |
53 |
77 |
167 |
261 |
261 |
|
19 |
12 |
33 |
56 |
77 |
167 |
261 |
261 |
|
20 |
12 |
34 |
59 |
77 |
167 |
261 |
261 |
|
21 |
12 |
34 |
61 |
77 |
168 |
261 |
261 |
|
22 |
12 |
34 |
64 |
77 |
168 |
261 |
261 |
|
23 |
12 |
34 |
68 |
77 |
168 |
261 |
261 |
|
24 |
12 |
34 |
70 |
79 |
167 |
261 |
261 |
|
25 |
12 |
34 |
73 |
81 |
167 |
261 |
261 |
|
26 |
12 |
33 |
75 |
84 |
167 |
261 |
261 |
|
27 |
12 |
33 |
79 |
85 |
167 |
260 |
260 |
|
28 |
12 |
33 |
81 |
88 |
167 |
260 |
260 |
|
29 |
13 |
33 |
84 |
90 |
167 |
260 |
260 |
|
30 |
13 |
33 |
87 |
92 |
167 |
260 |
260 |
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 |
86 |
101 |
108 |
131 |
255 |
350 |
3 290 |
|
2 |
87 |
101 |
108 |
132 |
255 |
376 |
2 477 |
|
3 |
86 |
101 |
110 |
136 |
249 |
389 |
1 884 |
|
4 |
86 |
102 |
113 |
140 |
246 |
388 |
1 462 |
|
5 |
86 |
104 |
116 |
141 |
246 |
378 |
1 161 |
|
6 |
87 |
106 |
118 |
144 |
245 |
363 |
942 |
|
7 |
88 |
108 |
119 |
145 |
244 |
346 |
779 |
|
8 |
88 |
108 |
120 |
148 |
244 |
337 |
655 |
|
9 |
87 |
108 |
121 |
150 |
243 |
337 |
557 |
|
10 |
86 |
108 |
121 |
150 |
242 |
335 |
479 |
|
11 |
84 |
106 |
119 |
149 |
240 |
333 |
416 |
|
12 |
82 |
104 |
117 |
148 |
238 |
331 |
364 |
|
13 |
80 |
102 |
115 |
146 |
236 |
329 |
329 |
|
14 |
79 |
100 |
114 |
144 |
234 |
327 |
327 |
|
15 |
77 |
98 |
112 |
142 |
232 |
325 |
325 |
|
16 |
74 |
96 |
110 |
140 |
230 |
323 |
323 |
|
17 |
73 |
95 |
108 |
138 |
228 |
322 |
322 |
|
18 |
71 |
93 |
106 |
137 |
227 |
320 |
320 |
|
19 |
70 |
92 |
105 |
135 |
225 |
319 |
319 |
|
20 |
69 |
91 |
104 |
134 |
224 |
318 |
318 |
|
21 |
68 |
90 |
103 |
133 |
223 |
317 |
317 |
|
22 |
67 |
89 |
102 |
132 |
222 |
316 |
316 |
|
23 |
66 |
87 |
101 |
131 |
221 |
315 |
315 |
|
24 |
65 |
86 |
100 |
130 |
220 |
313 |
313 |
|
25 |
63 |
85 |
98 |
129 |
219 |
312 |
312 |
|
26 |
62 |
84 |
97 |
128 |
218 |
311 |
311 |
|
27 |
61 |
83 |
96 |
127 |
217 |
310 |
310 |
|
28 |
60 |
82 |
95 |
126 |
216 |
309 |
309 |
|
29 |
59 |
81 |
94 |
125 |
215 |
308 |
308 |
|
30 |
58 |
80 |
93 |
124 |
214 |
307 |
307 |
3.20 Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
351 |
365 |
372 |
396 |
519 |
615 |
3 339 |
|
2 |
70 |
85 |
92 |
115 |
239 |
382 |
2 520 |
|
3 |
73 |
88 |
97 |
124 |
236 |
396 |
1 919 |
|
4 |
76 |
92 |
103 |
130 |
236 |
395 |
1 491 |
|
5 |
78 |
96 |
108 |
133 |
238 |
385 |
1 184 |
|
6 |
80 |
99 |
111 |
137 |
238 |
370 |
961 |
|
7 |
82 |
102 |
113 |
140 |
239 |
353 |
795 |
|
8 |
83 |
104 |
116 |
143 |
240 |
334 |
668 |
|
9 |
84 |
105 |
118 |
147 |
240 |
333 |
569 |
|
10 |
84 |
106 |
119 |
149 |
240 |
333 |
490 |
|
11 |
84 |
106 |
119 |
149 |
240 |
333 |
425 |
|
12 |
84 |
106 |
119 |
150 |
240 |
333 |
372 |
|
13 |
85 |
106 |
120 |
150 |
240 |
333 |
333 |
|
14 |
85 |
107 |
120 |
151 |
241 |
334 |
334 |
|
15 |
86 |
108 |
121 |
151 |
241 |
335 |
335 |
|
16 |
87 |
109 |
122 |
152 |
242 |
336 |
336 |
|
17 |
88 |
110 |
123 |
153 |
244 |
337 |
337 |
|
18 |
89 |
111 |
124 |
155 |
245 |
338 |
338 |
|
19 |
90 |
112 |
125 |
155 |
246 |
339 |
339 |
|
20 |
91 |
113 |
126 |
156 |
246 |
340 |
340 |
|
21 |
91 |
113 |
126 |
156 |
247 |
340 |
340 |
|
22 |
91 |
113 |
126 |
156 |
246 |
340 |
340 |
|
23 |
90 |
112 |
125 |
156 |
246 |
339 |
339 |
|
24 |
90 |
111 |
125 |
155 |
245 |
339 |
339 |
|
25 |
89 |
111 |
124 |
154 |
244 |
338 |
338 |
|
26 |
88 |
109 |
123 |
153 |
243 |
337 |
337 |
|
27 |
87 |
108 |
122 |
152 |
242 |
335 |
335 |
|
28 |
85 |
107 |
120 |
151 |
241 |
334 |
334 |
|
29 |
84 |
106 |
119 |
149 |
239 |
333 |
333 |
|
30 |
83 |
104 |
118 |
148 |
238 |
332 |
332 |
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 |
4 |
10 |
34 |
157 |
311 |
3 016 |
|
2 |
0 |
4 |
10 |
34 |
157 |
347 |
2 269 |
|
3 |
1 |
4 |
13 |
39 |
151 |
359 |
1 725 |
|
4 |
1 |
4 |
15 |
42 |
148 |
358 |
1 339 |
|
5 |
2 |
5 |
18 |
43 |
147 |
349 |
1 064 |
|
6 |
2 |
7 |
19 |
45 |
146 |
335 |
865 |
|
7 |
3 |
9 |
22 |
47 |
146 |
319 |
715 |
|
8 |
3 |
9 |
25 |
49 |
145 |
302 |
601 |
|
9 |
4 |
9 |
28 |
51 |
144 |
285 |
512 |
|
10 |
4 |
10 |
30 |
52 |
144 |
268 |
441 |
|
11 |
5 |
11 |
33 |
53 |
144 |
252 |
383 |
|
12 |
5 |
11 |
36 |
53 |
143 |
237 |
335 |
|
13 |
5 |
13 |
39 |
53 |
144 |
237 |
296 |
|
14 |
6 |
13 |
42 |
54 |
144 |
237 |
262 |
|
15 |
7 |
14 |
44 |
55 |
144 |
237 |
237 |
|
16 |
7 |
16 |
47 |
57 |
144 |
237 |
237 |
|
17 |
8 |
16 |
50 |
60 |
144 |
238 |
238 |
|
18 |
8 |
17 |
53 |
63 |
145 |
238 |
238 |
|
19 |
8 |
19 |
56 |
65 |
145 |
239 |
239 |
|
20 |
9 |
19 |
58 |
68 |
146 |
239 |
239 |
|
21 |
9 |
20 |
61 |
70 |
147 |
240 |
240 |
|
22 |
10 |
22 |
64 |
72 |
148 |
241 |
241 |
|
23 |
10 |
22 |
66 |
75 |
148 |
242 |
242 |
|
24 |
10 |
23 |
69 |
77 |
149 |
242 |
242 |
|
25 |
11 |
25 |
72 |
79 |
149 |
243 |
243 |
|
26 |
11 |
25 |
75 |
82 |
150 |
243 |
243 |
|
27 |
12 |
26 |
78 |
85 |
150 |
243 |
243 |
|
28 |
12 |
27 |
80 |
87 |
150 |
244 |
244 |
|
29 |
13 |
28 |
83 |
89 |
152 |
244 |
244 |
|
30 |
13 |
29 |
86 |
91 |
152 |
244 |
244 |
3.22 New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
48 |
63 |
70 |
94 |
217 |
318 |
3 087 |
|
2 |
49 |
64 |
71 |
94 |
218 |
355 |
2 329 |
|
3 |
49 |
64 |
73 |
99 |
212 |
369 |
1 774 |
|
4 |
48 |
64 |
75 |
102 |
208 |
368 |
1 379 |
|
5 |
48 |
66 |
78 |
103 |
207 |
359 |
1 097 |
|
6 |
49 |
68 |
80 |
106 |
207 |
345 |
891 |
|
7 |
49 |
69 |
80 |
106 |
205 |
329 |
738 |
|
8 |
48 |
69 |
81 |
108 |
205 |
312 |
620 |
|
9 |
48 |
69 |
82 |
111 |
204 |
297 |
528 |
|
10 |
47 |
68 |
82 |
111 |
203 |
296 |
455 |
|
11 |
45 |
67 |
80 |
111 |
201 |
294 |
395 |
|
12 |
44 |
65 |
79 |
109 |
199 |
293 |
346 |
|
13 |
42 |
64 |
77 |
107 |
198 |
291 |
305 |
|
14 |
40 |
62 |
76 |
106 |
196 |
289 |
289 |
|
15 |
39 |
61 |
74 |
104 |
194 |
288 |
288 |
|
16 |
37 |
59 |
72 |
103 |
193 |
286 |
286 |
|
17 |
36 |
58 |
71 |
101 |
191 |
285 |
285 |
|
18 |
35 |
56 |
70 |
100 |
190 |
284 |
284 |
|
19 |
34 |
55 |
69 |
99 |
189 |
283 |
283 |
|
20 |
33 |
55 |
68 |
98 |
189 |
282 |
282 |
|
21 |
33 |
54 |
68 |
98 |
188 |
281 |
281 |
|
22 |
32 |
54 |
67 |
97 |
187 |
281 |
281 |
|
23 |
31 |
53 |
68 |
97 |
187 |
280 |
280 |
|
24 |
30 |
52 |
71 |
96 |
186 |
279 |
279 |
|
25 |
30 |
52 |
74 |
95 |
185 |
279 |
279 |
|
26 |
29 |
51 |
77 |
94 |
185 |
278 |
278 |
|
27 |
28 |
50 |
79 |
94 |
184 |
277 |
277 |
|
28 |
28 |
49 |
83 |
93 |
183 |
277 |
277 |
|
29 |
27 |
49 |
85 |
92 |
183 |
276 |
276 |
|
30 |
26 |
48 |
88 |
94 |
182 |
275 |
275 |
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 |
123 |
130 |
154 |
277 |
372 |
3 357 |
|
2 |
110 |
124 |
131 |
155 |
278 |
383 |
2 530 |
|
3 |
111 |
126 |
135 |
161 |
274 |
397 |
1 925 |
|
4 |
111 |
128 |
139 |
166 |
272 |
396 |
1 495 |
|
5 |
112 |
130 |
142 |
168 |
272 |
386 |
1 188 |
|
6 |
114 |
133 |
145 |
171 |
272 |
371 |
965 |
|
7 |
115 |
135 |
146 |
172 |
271 |
364 |
799 |
|
8 |
114 |
134 |
146 |
174 |
270 |
364 |
672 |
|
9 |
113 |
134 |
147 |
176 |
269 |
362 |
572 |
|
10 |
112 |
134 |
147 |
177 |
268 |
361 |
492 |
|
11 |
111 |
133 |
146 |
176 |
266 |
360 |
428 |
|
12 |
109 |
131 |
144 |
174 |
264 |
358 |
374 |
|
13 |
107 |
129 |
142 |
172 |
262 |
356 |
356 |
|
14 |
104 |
126 |
139 |
170 |
260 |
353 |
353 |
|
15 |
102 |
124 |
137 |
167 |
258 |
351 |
351 |
|
16 |
99 |
121 |
134 |
165 |
255 |
348 |
348 |
|
17 |
97 |
119 |
132 |
162 |
252 |
346 |
346 |
|
18 |
95 |
116 |
130 |
160 |
250 |
344 |
344 |
|
19 |
93 |
114 |
128 |
158 |
248 |
341 |
341 |
|
20 |
91 |
113 |
126 |
156 |
246 |
340 |
340 |
|
21 |
89 |
111 |
124 |
155 |
245 |
338 |
338 |
|
22 |
87 |
109 |
122 |
153 |
243 |
336 |
336 |
|
23 |
86 |
107 |
121 |
151 |
241 |
334 |
334 |
|
24 |
84 |
106 |
119 |
149 |
239 |
333 |
333 |
|
25 |
82 |
104 |
117 |
147 |
237 |
331 |
331 |
|
26 |
80 |
102 |
115 |
146 |
236 |
329 |
329 |
|
27 |
79 |
100 |
114 |
144 |
234 |
327 |
327 |
|
28 |
77 |
99 |
112 |
142 |
232 |
326 |
326 |
|
29 |
75 |
97 |
110 |
141 |
231 |
324 |
324 |
|
30 |
74 |
96 |
109 |
139 |
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 |
169 |
184 |
191 |
214 |
337 |
433 |
3 526 |
|
2 |
178 |
193 |
200 |
224 |
347 |
442 |
2 645 |
|
3 |
182 |
197 |
206 |
232 |
345 |
441 |
2 014 |
|
4 |
183 |
199 |
210 |
237 |
343 |
437 |
1 537 |
|
5 |
183 |
201 |
213 |
238 |
343 |
436 |
1 224 |
|
6 |
183 |
202 |
214 |
240 |
341 |
435 |
995 |
|
7 |
183 |
203 |
214 |
240 |
340 |
433 |
822 |
|
8 |
181 |
202 |
214 |
241 |
338 |
431 |
691 |
|
9 |
180 |
202 |
214 |
243 |
336 |
430 |
588 |
|
10 |
179 |
201 |
214 |
244 |
335 |
428 |
506 |
|
11 |
177 |
199 |
212 |
243 |
333 |
426 |
439 |
|
12 |
175 |
197 |
210 |
240 |
330 |
424 |
424 |
|
13 |
172 |
194 |
207 |
237 |
327 |
421 |
421 |
|
14 |
169 |
190 |
204 |
234 |
324 |
418 |
418 |
|
15 |
165 |
187 |
200 |
231 |
321 |
414 |
414 |
|
16 |
162 |
184 |
197 |
228 |
318 |
411 |
411 |
|
17 |
159 |
181 |
194 |
224 |
314 |
408 |
408 |
|
18 |
156 |
177 |
191 |
221 |
311 |
405 |
405 |
|
19 |
153 |
174 |
188 |
218 |
308 |
401 |
401 |
|
20 |
149 |
171 |
185 |
215 |
305 |
398 |
398 |
|
21 |
146 |
168 |
181 |
212 |
302 |
395 |
395 |
|
22 |
143 |
165 |
178 |
209 |
299 |
392 |
392 |
|
23 |
140 |
162 |
175 |
205 |
295 |
389 |
389 |
|
24 |
137 |
159 |
172 |
202 |
292 |
386 |
386 |
|
25 |
134 |
155 |
169 |
199 |
289 |
383 |
383 |
|
26 |
131 |
152 |
166 |
196 |
286 |
379 |
379 |
|
27 |
128 |
149 |
163 |
193 |
283 |
376 |
376 |
|
28 |
125 |
147 |
160 |
190 |
280 |
374 |
374 |
|
29 |
122 |
144 |
157 |
187 |
277 |
371 |
371 |
|
30 |
119 |
141 |
154 |
185 |
275 |
368 |
368 |
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 |
21 |
35 |
42 |
66 |
189 |
323 |
3 144 |
|
2 |
22 |
36 |
43 |
67 |
190 |
361 |
2 367 |
|
3 |
21 |
37 |
46 |
72 |
184 |
374 |
1 801 |
|
4 |
21 |
38 |
49 |
75 |
182 |
372 |
1 399 |
|
5 |
21 |
39 |
52 |
77 |
181 |
363 |
1 111 |
|
6 |
22 |
41 |
53 |
79 |
180 |
349 |
903 |
|
7 |
23 |
43 |
54 |
80 |
180 |
333 |
748 |
|
8 |
22 |
43 |
54 |
82 |
178 |
316 |
629 |
|
9 |
21 |
43 |
55 |
84 |
178 |
298 |
536 |
|
10 |
21 |
43 |
56 |
86 |
177 |
281 |
461 |
|
11 |
21 |
42 |
56 |
86 |
176 |
269 |
401 |
|
12 |
20 |
42 |
55 |
85 |
175 |
269 |
351 |
|
13 |
19 |
41 |
54 |
85 |
175 |
268 |
309 |
|
14 |
19 |
41 |
54 |
84 |
174 |
268 |
273 |
|
15 |
19 |
40 |
54 |
84 |
174 |
268 |
268 |
|
16 |
19 |
40 |
54 |
84 |
174 |
267 |
267 |
|
17 |
18 |
40 |
53 |
84 |
174 |
267 |
267 |
|
18 |
18 |
40 |
54 |
84 |
174 |
267 |
267 |
|
19 |
19 |
40 |
57 |
84 |
174 |
267 |
267 |
|
20 |
19 |
41 |
60 |
84 |
174 |
268 |
268 |
|
21 |
19 |
41 |
63 |
84 |
174 |
268 |
268 |
|
22 |
19 |
41 |
66 |
84 |
174 |
268 |
268 |
|
23 |
19 |
41 |
69 |
84 |
174 |
268 |
268 |
|
24 |
19 |
40 |
72 |
84 |
174 |
267 |
267 |
|
25 |
18 |
40 |
74 |
84 |
174 |
267 |
267 |
|
26 |
18 |
40 |
77 |
84 |
174 |
267 |
267 |
|
27 |
18 |
40 |
80 |
87 |
173 |
267 |
267 |
|
28 |
18 |
39 |
83 |
90 |
173 |
267 |
267 |
|
29 |
17 |
39 |
86 |
92 |
173 |
266 |
266 |
|
30 |
17 |
39 |
88 |
94 |
173 |
266 |
266 |
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 |
17 |
31 |
38 |
62 |
185 |
325 |
3 158 |
|
2 |
18 |
33 |
40 |
64 |
187 |
362 |
2 377 |
|
3 |
20 |
35 |
44 |
70 |
183 |
375 |
1 808 |
|
4 |
21 |
38 |
49 |
76 |
182 |
373 |
1 403 |
|
5 |
23 |
41 |
53 |
78 |
183 |
364 |
1 115 |
|
6 |
25 |
44 |
56 |
82 |
183 |
350 |
905 |
|
7 |
27 |
47 |
58 |
85 |
184 |
333 |
749 |
|
8 |
27 |
48 |
60 |
87 |
184 |
316 |
629 |
|
9 |
28 |
49 |
62 |
91 |
184 |
298 |
536 |
|
10 |
29 |
50 |
64 |
93 |
184 |
280 |
461 |
|
11 |
29 |
51 |
64 |
95 |
185 |
278 |
401 |
|
12 |
30 |
51 |
65 |
95 |
185 |
278 |
350 |
|
13 |
30 |
51 |
65 |
95 |
185 |
278 |
309 |
|
14 |
29 |
51 |
64 |
95 |
185 |
278 |
278 |
|
15 |
29 |
51 |
64 |
95 |
185 |
278 |
278 |
|
16 |
29 |
50 |
64 |
94 |
184 |
278 |
278 |
|
17 |
29 |
50 |
64 |
94 |
184 |
278 |
278 |
|
18 |
29 |
50 |
64 |
94 |
184 |
277 |
277 |
|
19 |
29 |
50 |
64 |
94 |
184 |
278 |
278 |
|
20 |
29 |
51 |
64 |
94 |
185 |
278 |
278 |
|
21 |
29 |
51 |
64 |
95 |
185 |
278 |
278 |
|
22 |
29 |
51 |
66 |
95 |
185 |
278 |
278 |
|
23 |
29 |
51 |
69 |
94 |
185 |
278 |
278 |
|
24 |
29 |
51 |
72 |
94 |
184 |
278 |
278 |
|
25 |
28 |
50 |
74 |
94 |
184 |
277 |
277 |
|
26 |
28 |
50 |
77 |
93 |
184 |
277 |
277 |
|
27 |
28 |
49 |
80 |
93 |
183 |
276 |
276 |
|
28 |
27 |
49 |
83 |
93 |
183 |
276 |
276 |
|
29 |
27 |
48 |
86 |
92 |
182 |
276 |
276 |
|
30 |
26 |
48 |
89 |
94 |
182 |
275 |
275 |
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 |
118 |
132 |
139 |
163 |
286 |
381 |
3 508 |
|
2 |
116 |
131 |
138 |
162 |
285 |
395 |
2 623 |
|
3 |
115 |
131 |
139 |
166 |
278 |
407 |
1 987 |
|
4 |
114 |
131 |
142 |
169 |
275 |
405 |
1 537 |
|
5 |
115 |
132 |
145 |
170 |
274 |
393 |
1 217 |
|
6 |
115 |
134 |
145 |
172 |
273 |
377 |
985 |
|
7 |
115 |
135 |
146 |
173 |
272 |
365 |
813 |
|
8 |
115 |
135 |
147 |
175 |
271 |
364 |
682 |
|
9 |
114 |
135 |
147 |
176 |
270 |
363 |
579 |
|
10 |
114 |
135 |
149 |
178 |
269 |
363 |
497 |
|
11 |
113 |
135 |
148 |
178 |
269 |
362 |
431 |
|
12 |
112 |
134 |
147 |
177 |
268 |
361 |
376 |
|
13 |
111 |
133 |
146 |
176 |
266 |
360 |
360 |
|
14 |
110 |
131 |
145 |
175 |
265 |
358 |
358 |
|
15 |
107 |
129 |
142 |
173 |
263 |
356 |
356 |
|
16 |
105 |
127 |
140 |
171 |
261 |
354 |
354 |
|
17 |
102 |
124 |
137 |
168 |
258 |
351 |
351 |
|
18 |
100 |
122 |
135 |
166 |
256 |
349 |
349 |
|
19 |
98 |
120 |
133 |
163 |
254 |
347 |
347 |
|
20 |
96 |
118 |
131 |
161 |
251 |
345 |
345 |
|
21 |
94 |
115 |
129 |
159 |
249 |
342 |
342 |
|
22 |
91 |
113 |
126 |
157 |
247 |
340 |
340 |
|
23 |
89 |
111 |
124 |
155 |
245 |
338 |
338 |
|
24 |
87 |
109 |
122 |
152 |
242 |
336 |
336 |
|
25 |
85 |
107 |
120 |
150 |
240 |
334 |
334 |
|
26 |
83 |
104 |
118 |
148 |
238 |
332 |
332 |
|
27 |
81 |
102 |
116 |
146 |
236 |
329 |
329 |
|
28 |
79 |
100 |
114 |
144 |
234 |
327 |
327 |
|
29 |
77 |
98 |
112 |
142 |
232 |
326 |
326 |
|
30 |
75 |
97 |
110 |
140 |
230 |
324 |
324 |
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 |
2 |
9 |
33 |
156 |
315 |
3 054 |
|
2 |
0 |
4 |
11 |
35 |
158 |
352 |
2 303 |
|
3 |
1 |
6 |
15 |
41 |
154 |
365 |
1 755 |
|
4 |
1 |
9 |
19 |
46 |
153 |
364 |
1 365 |
|
5 |
2 |
12 |
24 |
49 |
154 |
356 |
1 086 |
|
6 |
3 |
15 |
27 |
53 |
154 |
342 |
882 |
|
7 |
3 |
18 |
29 |
55 |
154 |
326 |
731 |
|
8 |
3 |
19 |
31 |
58 |
155 |
309 |
614 |
|
9 |
4 |
20 |
32 |
61 |
155 |
292 |
523 |
|
10 |
4 |
20 |
34 |
63 |
154 |
275 |
451 |
|
11 |
5 |
21 |
34 |
64 |
154 |
258 |
392 |
|
12 |
5 |
20 |
37 |
64 |
154 |
247 |
343 |
|
13 |
6 |
20 |
39 |
64 |
154 |
247 |
302 |
|
14 |
7 |
20 |
42 |
64 |
154 |
247 |
267 |
|
15 |
7 |
20 |
45 |
63 |
154 |
247 |
247 |
|
16 |
7 |
19 |
48 |
63 |
153 |
246 |
246 |
|
17 |
8 |
19 |
51 |
63 |
153 |
246 |
246 |
|
18 |
8 |
19 |
54 |
63 |
153 |
247 |
247 |
|
19 |
8 |
20 |
57 |
66 |
153 |
247 |
247 |
|
20 |
9 |
20 |
59 |
68 |
154 |
247 |
247 |
|
21 |
9 |
21 |
62 |
72 |
155 |
248 |
248 |
|
22 |
10 |
22 |
65 |
74 |
155 |
248 |
248 |
|
23 |
10 |
23 |
68 |
76 |
155 |
249 |
249 |
|
24 |
10 |
23 |
70 |
79 |
156 |
249 |
249 |
|
25 |
11 |
25 |
73 |
81 |
156 |
249 |
249 |
|
26 |
11 |
25 |
75 |
84 |
156 |
250 |
250 |
|
27 |
12 |
26 |
79 |
85 |
156 |
250 |
250 |
|
28 |
12 |
28 |
81 |
88 |
157 |
250 |
250 |
|
29 |
13 |
28 |
85 |
90 |
157 |
250 |
250 |
|
30 |
13 |
30 |
87 |
92 |
157 |
250 |
250 |
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 |
30 |
44 |
51 |
75 |
198 |
315 |
3 059 |
|
2 |
30 |
45 |
51 |
75 |
198 |
351 |
2 299 |
|
3 |
29 |
44 |
53 |
79 |
192 |
363 |
1 747 |
|
4 |
27 |
44 |
55 |
82 |
188 |
362 |
1 356 |
|
5 |
27 |
45 |
57 |
83 |
187 |
352 |
1 077 |
|
6 |
30 |
49 |
61 |
87 |
189 |
338 |
874 |
|
7 |
28 |
48 |
60 |
86 |
185 |
322 |
723 |
|
8 |
33 |
53 |
65 |
93 |
189 |
305 |
608 |
|
9 |
32 |
53 |
66 |
95 |
188 |
288 |
517 |
|
10 |
26 |
48 |
61 |
91 |
182 |
275 |
445 |
|
11 |
21 |
43 |
56 |
86 |
177 |
270 |
387 |
|
12 |
18 |
40 |
53 |
83 |
173 |
267 |
338 |
|
13 |
15 |
37 |
50 |
81 |
171 |
264 |
298 |
|
14 |
13 |
35 |
48 |
78 |
169 |
262 |
264 |
|
15 |
12 |
33 |
47 |
77 |
167 |
260 |
260 |
|
16 |
10 |
32 |
47 |
75 |
165 |
259 |
259 |
|
17 |
9 |
31 |
50 |
74 |
165 |
258 |
258 |
|
18 |
8 |
30 |
53 |
74 |
164 |
257 |
257 |
|
19 |
8 |
30 |
55 |
73 |
163 |
257 |
257 |
|
20 |
9 |
30 |
58 |
73 |
164 |
257 |
257 |
|
21 |
9 |
30 |
61 |
74 |
164 |
257 |
257 |
|
22 |
9 |
30 |
64 |
74 |
164 |
257 |
257 |
|
23 |
10 |
30 |
66 |
75 |
164 |
257 |
257 |
|
24 |
10 |
30 |
69 |
77 |
164 |
257 |
257 |
|
25 |
11 |
30 |
71 |
79 |
164 |
257 |
257 |
|
26 |
11 |
30 |
74 |
82 |
163 |
257 |
257 |
|
27 |
12 |
30 |
77 |
84 |
163 |
257 |
257 |
|
28 |
12 |
29 |
80 |
86 |
163 |
257 |
257 |
|
29 |
13 |
29 |
83 |
89 |
163 |
256 |
256 |
|
30 |
13 |
29 |
86 |
91 |
163 |
256 |
256 |
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 |
181 |
195 |
202 |
226 |
349 |
445 |
3 563 |
|
2 |
178 |
193 |
200 |
223 |
347 |
442 |
2 688 |
|
3 |
174 |
189 |
198 |
224 |
337 |
433 |
2 048 |
|
4 |
170 |
187 |
197 |
224 |
331 |
425 |
1 588 |
|
5 |
166 |
184 |
197 |
222 |
326 |
420 |
1 260 |
|
6 |
164 |
183 |
195 |
221 |
322 |
415 |
1 020 |
|
7 |
161 |
181 |
192 |
219 |
318 |
411 |
842 |
|
8 |
157 |
178 |
190 |
217 |
314 |
407 |
706 |
|
9 |
154 |
175 |
187 |
216 |
310 |
403 |
601 |
|
10 |
150 |
172 |
185 |
215 |
306 |
399 |
516 |
|
11 |
146 |
168 |
181 |
211 |
302 |
395 |
448 |
|
12 |
142 |
164 |
177 |
208 |
298 |
391 |
391 |
|
13 |
139 |
160 |
174 |
204 |
294 |
387 |
387 |
|
14 |
135 |
157 |
170 |
200 |
290 |
384 |
384 |
|
15 |
131 |
153 |
166 |
197 |
287 |
380 |
380 |
|
16 |
128 |
150 |
163 |
194 |
284 |
377 |
377 |
|
17 |
125 |
147 |
160 |
190 |
281 |
374 |
374 |
|
18 |
122 |
144 |
157 |
188 |
278 |
371 |
371 |
|
19 |
119 |
141 |
154 |
185 |
275 |
368 |
368 |
|
20 |
117 |
139 |
152 |
182 |
272 |
366 |
366 |
|
21 |
114 |
136 |
149 |
180 |
270 |
363 |
363 |
|
22 |
112 |
134 |
147 |
177 |
267 |
361 |
361 |
|
23 |
109 |
131 |
144 |
175 |
265 |
358 |
358 |
|
24 |
107 |
129 |
142 |
172 |
262 |
356 |
356 |
|
25 |
104 |
126 |
139 |
170 |
260 |
353 |
353 |
|
26 |
102 |
124 |
137 |
167 |
258 |
351 |
351 |
|
27 |
100 |
122 |
135 |
165 |
255 |
349 |
349 |
|
28 |
98 |
119 |
133 |
163 |
253 |
347 |
347 |
|
29 |
96 |
117 |
131 |
161 |
251 |
344 |
344 |
|
30 |
94 |
115 |
129 |
159 |
249 |
342 |
342 |
3.31 US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
15 |
27 |
54 |
173 |
314 |
3 043 |
|
2 |
0 |
15 |
27 |
54 |
173 |
351 |
2 294 |
|
3 |
1 |
17 |
29 |
58 |
170 |
364 |
1 747 |
|
4 |
1 |
20 |
32 |
63 |
169 |
363 |
1 358 |
|
5 |
2 |
23 |
37 |
69 |
170 |
354 |
1 079 |
|
6 |
3 |
26 |
40 |
70 |
171 |
340 |
877 |
|
7 |
6 |
30 |
42 |
72 |
172 |
324 |
726 |
|
8 |
8 |
34 |
46 |
74 |
172 |
307 |
610 |
|
9 |
10 |
36 |
49 |
76 |
172 |
290 |
520 |
|
10 |
11 |
38 |
51 |
76 |
172 |
273 |
447 |
|
11 |
11 |
39 |
52 |
78 |
173 |
266 |
389 |
|
12 |
12 |
41 |
54 |
79 |
173 |
266 |
340 |
|
13 |
13 |
42 |
54 |
79 |
173 |
266 |
300 |
|
14 |
13 |
43 |
55 |
79 |
173 |
266 |
266 |
|
15 |
13 |
43 |
55 |
79 |
173 |
266 |
266 |
|
16 |
13 |
43 |
55 |
79 |
173 |
266 |
266 |
|
17 |
13 |
43 |
55 |
79 |
173 |
266 |
266 |
|
18 |
13 |
43 |
55 |
79 |
173 |
266 |
266 |
|
19 |
13 |
43 |
56 |
79 |
173 |
266 |
266 |
|
20 |
13 |
43 |
58 |
79 |
173 |
267 |
267 |
|
21 |
13 |
43 |
61 |
79 |
174 |
267 |
267 |
|
22 |
13 |
43 |
64 |
79 |
174 |
267 |
267 |
|
23 |
13 |
43 |
67 |
79 |
174 |
267 |
267 |
|
24 |
13 |
43 |
69 |
79 |
174 |
268 |
268 |
|
25 |
13 |
43 |
73 |
80 |
174 |
268 |
268 |
|
26 |
13 |
43 |
75 |
82 |
174 |
268 |
268 |
|
27 |
13 |
43 |
78 |
85 |
174 |
268 |
268 |
|
28 |
13 |
43 |
81 |
87 |
174 |
268 |
268 |
|
29 |
13 |
43 |
83 |
89 |
174 |
267 |
267 |
|
30 |
13 |
43 |
86 |
92 |
174 |
267 |
267 |
3.32 Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
13 |
134 |
308 |
2 987 |
|
2 |
0 |
1 |
6 |
17 |
133 |
343 |
2 244 |
|
3 |
1 |
2 |
10 |
20 |
125 |
355 |
1 704 |
|
4 |
1 |
3 |
13 |
23 |
122 |
353 |
1 322 |
|
5 |
2 |
4 |
16 |
26 |
121 |
344 |
1 050 |
|
6 |
2 |
5 |
19 |
29 |
121 |
330 |
852 |
|
7 |
3 |
6 |
22 |
33 |
121 |
315 |
705 |
|
8 |
3 |
7 |
25 |
36 |
121 |
298 |
592 |
|
9 |
4 |
8 |
27 |
38 |
121 |
281 |
504 |
|
10 |
4 |
9 |
30 |
41 |
121 |
264 |
434 |
|
11 |
5 |
11 |
33 |
44 |
122 |
248 |
377 |
|
12 |
5 |
11 |
36 |
46 |
122 |
233 |
330 |
|
13 |
5 |
13 |
38 |
49 |
122 |
218 |
291 |
|
14 |
6 |
13 |
41 |
52 |
122 |
216 |
258 |
|
15 |
7 |
14 |
44 |
54 |
123 |
216 |
229 |
|
16 |
7 |
16 |
47 |
56 |
123 |
216 |
216 |
|
17 |
7 |
16 |
49 |
59 |
127 |
217 |
217 |
|
18 |
8 |
17 |
51 |
62 |
129 |
217 |
217 |
|
19 |
8 |
18 |
54 |
64 |
131 |
218 |
218 |
|
20 |
9 |
19 |
57 |
67 |
133 |
219 |
219 |
|
21 |
9 |
20 |
60 |
69 |
135 |
219 |
219 |
|
22 |
9 |
20 |
62 |
71 |
136 |
220 |
220 |
|
23 |
10 |
22 |
65 |
73 |
139 |
220 |
220 |
|
24 |
10 |
23 |
67 |
75 |
141 |
221 |
221 |
|
25 |
11 |
23 |
70 |
78 |
142 |
221 |
221 |
|
26 |
11 |
25 |
73 |
80 |
144 |
221 |
221 |
|
27 |
12 |
25 |
76 |
83 |
145 |
221 |
221 |
|
28 |
12 |
26 |
78 |
84 |
146 |
221 |
221 |
|
29 |
12 |
27 |
81 |
87 |
148 |
221 |
221 |
|
30 |
13 |
28 |
84 |
89 |
148 |
222 |
222 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
13 |
|
Euro |
Belgium |
13 |
|
Euro |
Cyprus |
13 |
|
Euro |
Estonia |
13 |
|
Euro |
Finland |
13 |
|
Euro |
France |
13 |
|
Euro |
Germany |
13 |
|
Euro |
Greece |
13 |
|
Euro |
Ireland |
13 |
|
Euro |
Italy |
13 |
|
Euro |
Latvia |
13 |
|
Euro |
Lithuania |
13 |
|
Euro |
Luxembourg |
13 |
|
Euro |
Malta |
13 |
|
Euro |
Netherlands |
13 |
|
Euro |
Portugal |
13 |
|
Euro |
Slovakia |
13 |
|
Euro |
Slovenia |
13 |
|
Euro |
Spain |
13 |
|
Czech koruna |
Czech Republic |
1 |
|
Danish krone |
Denmark |
51 |
|
Forint |
Hungary |
17 |
|
Krona |
Sweden |
3 |
|
Kuna |
Croatia |
10 |
|
Lev |
Bulgaria |
7 |
|
Pound sterling |
United Kingdom |
30 |
|
Romanian leu |
Romania |
-2 |
|
Zloty |
Poland |
17 |
|
Króna |
Iceland |
15 |
|
Norwegian krone |
Norway |
29 |
|
Swiss franc |
Liechtenstein |
5 |
|
Swiss franc |
Switzerland |
5 |
|
Australian dollar |
Australia |
11 |
|
Canadian dollar |
Canada |
8 |
|
US dollar |
United States |
50 |
|
Yen |
Japan |
2 |