|
8.2.2019 |
EN |
Official Journal of the European Union |
L 37/22 |
COMMISSION IMPLEMENTING REGULATION (EU) 2019/228
of 7 February 2019
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2018 until 30 March 2019 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
|
(1) |
In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. |
|
(2) |
Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2018 market data. That information was published on 9 January 2019 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 2018 until 30 March 2019.
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 2018.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 7 February 2019.
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 |
– 0,333 % |
1,961 % |
– 0,343 % |
0,438 % |
– 0,178 % |
0,083 % |
|
2 |
– 0,275 % |
1,910 % |
– 0,285 % |
1,030 % |
– 0,043 % |
0,277 % |
|
3 |
– 0,177 % |
1,841 % |
– 0,187 % |
1,591 % |
0,106 % |
0,545 % |
|
4 |
– 0,046 % |
1,769 % |
– 0,056 % |
1,994 % |
0,257 % |
0,857 % |
|
5 |
0,099 % |
1,708 % |
0,088 % |
2,235 % |
0,404 % |
1,136 % |
|
6 |
0,238 % |
1,664 % |
0,228 % |
2,422 % |
0,564 % |
1,383 % |
|
7 |
0,372 % |
1,636 % |
0,362 % |
2,649 % |
0,707 % |
1,609 % |
|
8 |
0,499 % |
1,630 % |
0,489 % |
2,820 % |
0,833 % |
1,819 % |
|
9 |
0,618 % |
1,637 % |
0,608 % |
2,964 % |
0,946 % |
2,013 % |
|
10 |
0,726 % |
1,652 % |
0,716 % |
3,125 % |
1,042 % |
2,176 % |
|
11 |
0,822 % |
1,674 % |
0,812 % |
3,262 % |
1,184 % |
2,312 % |
|
12 |
0,909 % |
1,697 % |
0,899 % |
3,373 % |
1,350 % |
2,428 % |
|
13 |
0,987 % |
1,719 % |
0,977 % |
3,464 % |
1,517 % |
2,528 % |
|
14 |
1,054 % |
1,743 % |
1,043 % |
3,540 % |
1,675 % |
2,615 % |
|
15 |
1,105 % |
1,774 % |
1,095 % |
3,605 % |
1,820 % |
2,692 % |
|
16 |
1,143 % |
1,814 % |
1,133 % |
3,661 % |
1,951 % |
2,760 % |
|
17 |
1,173 % |
1,860 % |
1,163 % |
3,710 % |
2,070 % |
2,822 % |
|
18 |
1,202 % |
1,911 % |
1,192 % |
3,753 % |
2,177 % |
2,878 % |
|
19 |
1,235 % |
1,964 % |
1,225 % |
3,791 % |
2,273 % |
2,929 % |
|
20 |
1,275 % |
2,018 % |
1,264 % |
3,825 % |
2,361 % |
2,975 % |
|
21 |
1,322 % |
2,072 % |
1,312 % |
3,855 % |
2,440 % |
3,018 % |
|
22 |
1,376 % |
2,126 % |
1,366 % |
3,883 % |
2,513 % |
3,057 % |
|
23 |
1,434 % |
2,179 % |
1,424 % |
3,907 % |
2,579 % |
3,093 % |
|
24 |
1,494 % |
2,230 % |
1,485 % |
3,930 % |
2,640 % |
3,127 % |
|
25 |
1,555 % |
2,281 % |
1,546 % |
3,950 % |
2,696 % |
3,159 % |
|
26 |
1,617 % |
2,329 % |
1,608 % |
3,968 % |
2,747 % |
3,188 % |
|
27 |
1,678 % |
2,376 % |
1,669 % |
3,986 % |
2,795 % |
3,216 % |
|
28 |
1,738 % |
2,422 % |
1,729 % |
4,001 % |
2,840 % |
3,242 % |
|
29 |
1,797 % |
2,466 % |
1,788 % |
4,016 % |
2,881 % |
3,266 % |
|
30 |
1,854 % |
2,508 % |
1,846 % |
4,029 % |
2,920 % |
3,289 % |
|
31 |
1,910 % |
2,548 % |
1,902 % |
4,041 % |
2,956 % |
3,311 % |
|
32 |
1,964 % |
2,587 % |
1,956 % |
4,053 % |
2,990 % |
3,331 % |
|
33 |
2,016 % |
2,624 % |
2,008 % |
4,063 % |
3,022 % |
3,351 % |
|
34 |
2,066 % |
2,660 % |
2,059 % |
4,073 % |
3,052 % |
3,369 % |
|
35 |
2,115 % |
2,695 % |
2,108 % |
4,083 % |
3,081 % |
3,387 % |
|
36 |
2,162 % |
2,728 % |
2,154 % |
4,091 % |
3,108 % |
3,404 % |
|
37 |
2,207 % |
2,759 % |
2,200 % |
4,100 % |
3,133 % |
3,419 % |
|
38 |
2,250 % |
2,790 % |
2,243 % |
4,107 % |
3,157 % |
3,435 % |
|
39 |
2,292 % |
2,819 % |
2,285 % |
4,114 % |
3,180 % |
3,449 % |
|
40 |
2,332 % |
2,847 % |
2,325 % |
4,121 % |
3,201 % |
3,463 % |
|
41 |
2,370 % |
2,874 % |
2,364 % |
4,128 % |
3,222 % |
3,476 % |
|
42 |
2,407 % |
2,900 % |
2,401 % |
4,134 % |
3,242 % |
3,489 % |
|
43 |
2,443 % |
2,925 % |
2,437 % |
4,139 % |
3,260 % |
3,501 % |
|
44 |
2,477 % |
2,949 % |
2,472 % |
4,145 % |
3,278 % |
3,513 % |
|
45 |
2,510 % |
2,972 % |
2,505 % |
4,150 % |
3,295 % |
3,524 % |
|
46 |
2,542 % |
2,994 % |
2,537 % |
4,155 % |
3,312 % |
3,535 % |
|
47 |
2,573 % |
3,016 % |
2,567 % |
4,160 % |
3,327 % |
3,545 % |
|
48 |
2,602 % |
3,036 % |
2,597 % |
4,164 % |
3,342 % |
3,555 % |
|
49 |
2,631 % |
3,056 % |
2,626 % |
4,168 % |
3,357 % |
3,565 % |
|
50 |
2,658 % |
3,075 % |
2,653 % |
4,172 % |
3,371 % |
3,574 % |
|
51 |
2,685 % |
3,094 % |
2,680 % |
4,176 % |
3,384 % |
3,583 % |
|
52 |
2,710 % |
3,111 % |
2,705 % |
4,180 % |
3,397 % |
3,591 % |
|
53 |
2,735 % |
3,129 % |
2,730 % |
4,183 % |
3,409 % |
3,600 % |
|
54 |
2,759 % |
3,145 % |
2,754 % |
4,187 % |
3,421 % |
3,608 % |
|
55 |
2,782 % |
3,161 % |
2,777 % |
4,190 % |
3,432 % |
3,616 % |
|
56 |
2,804 % |
3,177 % |
2,799 % |
4,193 % |
3,443 % |
3,623 % |
|
57 |
2,825 % |
3,192 % |
2,821 % |
4,196 % |
3,454 % |
3,630 % |
|
58 |
2,846 % |
3,206 % |
2,841 % |
4,199 % |
3,464 % |
3,637 % |
|
59 |
2,866 % |
3,220 % |
2,862 % |
4,202 % |
3,474 % |
3,644 % |
|
60 |
2,885 % |
3,234 % |
2,881 % |
4,204 % |
3,484 % |
3,651 % |
|
61 |
2,904 % |
3,247 % |
2,900 % |
4,207 % |
3,493 % |
3,657 % |
|
62 |
2,923 % |
3,260 % |
2,918 % |
4,209 % |
3,502 % |
3,663 % |
|
63 |
2,940 % |
3,272 % |
2,936 % |
4,212 % |
3,510 % |
3,669 % |
|
64 |
2,957 % |
3,284 % |
2,953 % |
4,214 % |
3,519 % |
3,675 % |
|
65 |
2,974 % |
3,296 % |
2,970 % |
4,216 % |
3,527 % |
3,681 % |
|
66 |
2,990 % |
3,307 % |
2,986 % |
4,218 % |
3,535 % |
3,686 % |
|
67 |
3,006 % |
3,318 % |
3,002 % |
4,220 % |
3,543 % |
3,691 % |
|
68 |
3,021 % |
3,329 % |
3,017 % |
4,222 % |
3,550 % |
3,697 % |
|
69 |
3,036 % |
3,339 % |
3,032 % |
4,224 % |
3,557 % |
3,702 % |
|
70 |
3,050 % |
3,349 % |
3,046 % |
4,226 % |
3,564 % |
3,707 % |
|
71 |
3,064 % |
3,359 % |
3,061 % |
4,228 % |
3,571 % |
3,711 % |
|
72 |
3,078 % |
3,368 % |
3,074 % |
4,230 % |
3,578 % |
3,716 % |
|
73 |
3,091 % |
3,378 % |
3,087 % |
4,231 % |
3,584 % |
3,720 % |
|
74 |
3,104 % |
3,387 % |
3,100 % |
4,233 % |
3,590 % |
3,725 % |
|
75 |
3,116 % |
3,396 % |
3,113 % |
4,235 % |
3,597 % |
3,729 % |
|
76 |
3,129 % |
3,404 % |
3,125 % |
4,236 % |
3,603 % |
3,733 % |
|
77 |
3,140 % |
3,412 % |
3,137 % |
4,238 % |
3,608 % |
3,737 % |
|
78 |
3,152 % |
3,421 % |
3,149 % |
4,239 % |
3,614 % |
3,741 % |
|
79 |
3,163 % |
3,429 % |
3,160 % |
4,241 % |
3,619 % |
3,745 % |
|
80 |
3,174 % |
3,436 % |
3,171 % |
4,242 % |
3,625 % |
3,749 % |
|
81 |
3,185 % |
3,444 % |
3,182 % |
4,243 % |
3,630 % |
3,753 % |
|
82 |
3,196 % |
3,451 % |
3,193 % |
4,245 % |
3,635 % |
3,756 % |
|
83 |
3,206 % |
3,458 % |
3,203 % |
4,246 % |
3,640 % |
3,760 % |
|
84 |
3,216 % |
3,465 % |
3,213 % |
4,247 % |
3,645 % |
3,763 % |
|
85 |
3,226 % |
3,472 % |
3,223 % |
4,249 % |
3,650 % |
3,767 % |
|
86 |
3,235 % |
3,479 % |
3,232 % |
4,250 % |
3,654 % |
3,770 % |
|
87 |
3,245 % |
3,485 % |
3,242 % |
4,251 % |
3,659 % |
3,773 % |
|
88 |
3,254 % |
3,492 % |
3,251 % |
4,252 % |
3,663 % |
3,776 % |
|
89 |
3,263 % |
3,498 % |
3,260 % |
4,253 % |
3,668 % |
3,779 % |
|
90 |
3,271 % |
3,504 % |
3,268 % |
4,254 % |
3,672 % |
3,782 % |
|
91 |
3,280 % |
3,510 % |
3,277 % |
4,255 % |
3,676 % |
3,785 % |
|
92 |
3,288 % |
3,516 % |
3,285 % |
4,256 % |
3,680 % |
3,788 % |
|
93 |
3,296 % |
3,522 % |
3,294 % |
4,257 % |
3,684 % |
3,791 % |
|
94 |
3,304 % |
3,527 % |
3,302 % |
4,258 % |
3,688 % |
3,793 % |
|
95 |
3,312 % |
3,533 % |
3,309 % |
4,259 % |
3,692 % |
3,796 % |
|
96 |
3,320 % |
3,538 % |
3,317 % |
4,260 % |
3,696 % |
3,799 % |
|
97 |
3,327 % |
3,543 % |
3,325 % |
4,261 % |
3,699 % |
3,801 % |
|
98 |
3,335 % |
3,549 % |
3,332 % |
4,262 % |
3,703 % |
3,804 % |
|
99 |
3,342 % |
3,554 % |
3,339 % |
4,263 % |
3,706 % |
3,806 % |
|
100 |
3,349 % |
3,559 % |
3,346 % |
4,264 % |
3,710 % |
3,809 % |
|
101 |
3,356 % |
3,563 % |
3,353 % |
4,265 % |
3,713 % |
3,811 % |
|
102 |
3,363 % |
3,568 % |
3,360 % |
4,266 % |
3,716 % |
3,814 % |
|
103 |
3,369 % |
3,573 % |
3,367 % |
4,267 % |
3,720 % |
3,816 % |
|
104 |
3,376 % |
3,577 % |
3,373 % |
4,267 % |
3,723 % |
3,818 % |
|
105 |
3,382 % |
3,582 % |
3,380 % |
4,268 % |
3,726 % |
3,820 % |
|
106 |
3,388 % |
3,586 % |
3,386 % |
4,269 % |
3,729 % |
3,822 % |
|
107 |
3,395 % |
3,591 % |
3,392 % |
4,270 % |
3,732 % |
3,825 % |
|
108 |
3,401 % |
3,595 % |
3,398 % |
4,270 % |
3,735 % |
3,827 % |
|
109 |
3,407 % |
3,599 % |
3,404 % |
4,271 % |
3,738 % |
3,829 % |
|
110 |
3,412 % |
3,603 % |
3,410 % |
4,272 % |
3,741 % |
3,831 % |
|
111 |
3,418 % |
3,607 % |
3,416 % |
4,273 % |
3,743 % |
3,833 % |
|
112 |
3,424 % |
3,611 % |
3,421 % |
4,273 % |
3,746 % |
3,835 % |
|
113 |
3,429 % |
3,615 % |
3,427 % |
4,274 % |
3,749 % |
3,836 % |
|
114 |
3,435 % |
3,619 % |
3,432 % |
4,275 % |
3,751 % |
3,838 % |
|
115 |
3,440 % |
3,623 % |
3,438 % |
4,275 % |
3,754 % |
3,840 % |
|
116 |
3,445 % |
3,626 % |
3,443 % |
4,276 % |
3,757 % |
3,842 % |
|
117 |
3,450 % |
3,630 % |
3,448 % |
4,277 % |
3,759 % |
3,844 % |
|
118 |
3,456 % |
3,633 % |
3,453 % |
4,277 % |
3,762 % |
3,846 % |
|
119 |
3,461 % |
3,637 % |
3,458 % |
4,278 % |
3,764 % |
3,847 % |
|
120 |
3,465 % |
3,640 % |
3,463 % |
4,278 % |
3,766 % |
3,849 % |
|
121 |
3,470 % |
3,644 % |
3,468 % |
4,279 % |
3,769 % |
3,851 % |
|
122 |
3,475 % |
3,647 % |
3,473 % |
4,280 % |
3,771 % |
3,852 % |
|
123 |
3,480 % |
3,650 % |
3,478 % |
4,280 % |
3,773 % |
3,854 % |
|
124 |
3,484 % |
3,654 % |
3,482 % |
4,281 % |
3,776 % |
3,855 % |
|
125 |
3,489 % |
3,657 % |
3,487 % |
4,281 % |
3,778 % |
3,857 % |
|
126 |
3,493 % |
3,660 % |
3,491 % |
4,282 % |
3,780 % |
3,858 % |
|
127 |
3,498 % |
3,663 % |
3,495 % |
4,282 % |
3,782 % |
3,860 % |
|
128 |
3,502 % |
3,666 % |
3,500 % |
4,283 % |
3,784 % |
3,861 % |
|
129 |
3,506 % |
3,669 % |
3,504 % |
4,283 % |
3,786 % |
3,863 % |
|
130 |
3,510 % |
3,672 % |
3,508 % |
4,284 % |
3,788 % |
3,864 % |
|
131 |
3,514 % |
3,675 % |
3,512 % |
4,284 % |
3,790 % |
3,866 % |
|
132 |
3,518 % |
3,678 % |
3,516 % |
4,285 % |
3,792 % |
3,867 % |
|
133 |
3,522 % |
3,680 % |
3,520 % |
4,285 % |
3,794 % |
3,869 % |
|
134 |
3,526 % |
3,683 % |
3,524 % |
4,286 % |
3,796 % |
3,870 % |
|
135 |
3,530 % |
3,686 % |
3,528 % |
4,286 % |
3,798 % |
3,871 % |
|
136 |
3,534 % |
3,688 % |
3,532 % |
4,287 % |
3,800 % |
3,873 % |
|
137 |
3,538 % |
3,691 % |
3,536 % |
4,287 % |
3,802 % |
3,874 % |
|
138 |
3,541 % |
3,694 % |
3,540 % |
4,288 % |
3,803 % |
3,875 % |
|
139 |
3,545 % |
3,696 % |
3,543 % |
4,288 % |
3,805 % |
3,876 % |
|
140 |
3,549 % |
3,699 % |
3,547 % |
4,289 % |
3,807 % |
3,878 % |
|
141 |
3,552 % |
3,701 % |
3,550 % |
4,289 % |
3,809 % |
3,879 % |
|
142 |
3,556 % |
3,704 % |
3,554 % |
4,290 % |
3,810 % |
3,880 % |
|
143 |
3,559 % |
3,706 % |
3,557 % |
4,290 % |
3,812 % |
3,881 % |
|
144 |
3,563 % |
3,709 % |
3,561 % |
4,290 % |
3,814 % |
3,882 % |
|
145 |
3,566 % |
3,711 % |
3,564 % |
4,291 % |
3,815 % |
3,884 % |
|
146 |
3,569 % |
3,713 % |
3,567 % |
4,291 % |
3,817 % |
3,885 % |
|
147 |
3,573 % |
3,715 % |
3,571 % |
4,292 % |
3,818 % |
3,886 % |
|
148 |
3,576 % |
3,718 % |
3,574 % |
4,292 % |
3,820 % |
3,887 % |
|
149 |
3,579 % |
3,720 % |
3,577 % |
4,292 % |
3,822 % |
3,888 % |
|
150 |
3,582 % |
3,722 % |
3,580 % |
4,293 % |
3,823 % |
3,889 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,383 % |
0,981 % |
3,384 % |
0,936 % |
4,912 % |
1,247 % |
|
2 |
– 0,325 % |
1,062 % |
3,716 % |
1,325 % |
5,030 % |
1,436 % |
|
3 |
– 0,227 % |
1,124 % |
3,944 % |
1,668 % |
5,185 % |
1,538 % |
|
4 |
– 0,096 % |
1,170 % |
4,118 % |
1,898 % |
5,271 % |
1,627 % |
|
5 |
0,048 % |
1,204 % |
4,245 % |
2,127 % |
5,313 % |
1,706 % |
|
6 |
0,188 % |
1,236 % |
4,349 % |
2,315 % |
5,333 % |
1,781 % |
|
7 |
0,322 % |
1,262 % |
4,448 % |
2,477 % |
5,340 % |
1,852 % |
|
8 |
0,449 % |
1,288 % |
4,550 % |
2,604 % |
5,337 % |
1,917 % |
|
9 |
0,567 % |
1,315 % |
4,661 % |
2,724 % |
5,324 % |
1,976 % |
|
10 |
0,675 % |
1,342 % |
4,793 % |
2,770 % |
5,304 % |
2,026 % |
|
11 |
0,771 % |
1,366 % |
4,899 % |
2,802 % |
5,280 % |
2,080 % |
|
12 |
0,858 % |
1,386 % |
4,973 % |
2,836 % |
5,253 % |
2,137 % |
|
13 |
0,936 % |
1,403 % |
5,024 % |
2,871 % |
5,224 % |
2,196 % |
|
14 |
1,002 % |
1,417 % |
5,058 % |
2,905 % |
5,195 % |
2,254 % |
|
15 |
1,054 % |
1,429 % |
5,078 % |
2,939 % |
5,165 % |
2,312 % |
|
16 |
1,091 % |
1,439 % |
5,088 % |
2,973 % |
5,135 % |
2,368 % |
|
17 |
1,121 % |
1,447 % |
5,091 % |
3,005 % |
5,106 % |
2,422 % |
|
18 |
1,150 % |
1,454 % |
5,087 % |
3,037 % |
5,077 % |
2,475 % |
|
19 |
1,183 % |
1,460 % |
5,079 % |
3,067 % |
5,049 % |
2,525 % |
|
20 |
1,223 % |
1,463 % |
5,067 % |
3,096 % |
5,021 % |
2,573 % |
|
21 |
1,271 % |
1,465 % |
5,053 % |
3,124 % |
4,994 % |
2,620 % |
|
22 |
1,326 % |
1,466 % |
5,037 % |
3,151 % |
4,968 % |
2,664 % |
|
23 |
1,385 % |
1,466 % |
5,020 % |
3,177 % |
4,943 % |
2,706 % |
|
24 |
1,446 % |
1,466 % |
5,001 % |
3,202 % |
4,919 % |
2,747 % |
|
25 |
1,508 % |
1,464 % |
4,982 % |
3,226 % |
4,896 % |
2,785 % |
|
26 |
1,571 % |
1,463 % |
4,963 % |
3,249 % |
4,873 % |
2,822 % |
|
27 |
1,633 % |
1,461 % |
4,943 % |
3,271 % |
4,851 % |
2,857 % |
|
28 |
1,694 % |
1,458 % |
4,924 % |
3,292 % |
4,830 % |
2,891 % |
|
29 |
1,754 % |
1,456 % |
4,904 % |
3,312 % |
4,810 % |
2,923 % |
|
30 |
1,813 % |
1,453 % |
4,885 % |
3,331 % |
4,791 % |
2,953 % |
|
31 |
1,870 % |
1,450 % |
4,866 % |
3,350 % |
4,772 % |
2,983 % |
|
32 |
1,925 % |
1,447 % |
4,848 % |
3,367 % |
4,754 % |
3,011 % |
|
33 |
1,978 % |
1,444 % |
4,830 % |
3,384 % |
4,737 % |
3,038 % |
|
34 |
2,029 % |
1,441 % |
4,812 % |
3,400 % |
4,720 % |
3,063 % |
|
35 |
2,079 % |
1,440 % |
4,795 % |
3,416 % |
4,704 % |
3,088 % |
|
36 |
2,126 % |
1,438 % |
4,778 % |
3,431 % |
4,689 % |
3,111 % |
|
37 |
2,172 % |
1,436 % |
4,762 % |
3,446 % |
4,674 % |
3,134 % |
|
38 |
2,216 % |
1,433 % |
4,747 % |
3,459 % |
4,660 % |
3,155 % |
|
39 |
2,259 % |
1,427 % |
4,732 % |
3,473 % |
4,646 % |
3,176 % |
|
40 |
2,300 % |
1,419 % |
4,717 % |
3,485 % |
4,633 % |
3,196 % |
|
41 |
2,339 % |
1,408 % |
4,703 % |
3,498 % |
4,620 % |
3,215 % |
|
42 |
2,377 % |
1,396 % |
4,689 % |
3,510 % |
4,608 % |
3,233 % |
|
43 |
2,413 % |
1,384 % |
4,676 % |
3,521 % |
4,597 % |
3,251 % |
|
44 |
2,448 % |
1,373 % |
4,663 % |
3,532 % |
4,585 % |
3,268 % |
|
45 |
2,482 % |
1,365 % |
4,650 % |
3,542 % |
4,574 % |
3,284 % |
|
46 |
2,514 % |
1,360 % |
4,638 % |
3,553 % |
4,564 % |
3,300 % |
|
47 |
2,546 % |
1,359 % |
4,627 % |
3,563 % |
4,554 % |
3,315 % |
|
48 |
2,576 % |
1,362 % |
4,616 % |
3,572 % |
4,544 % |
3,329 % |
|
49 |
2,605 % |
1,370 % |
4,605 % |
3,581 % |
4,534 % |
3,343 % |
|
50 |
2,632 % |
1,382 % |
4,594 % |
3,590 % |
4,525 % |
3,357 % |
|
51 |
2,659 % |
1,398 % |
4,584 % |
3,598 % |
4,516 % |
3,370 % |
|
52 |
2,685 % |
1,419 % |
4,574 % |
3,607 % |
4,508 % |
3,383 % |
|
53 |
2,710 % |
1,443 % |
4,565 % |
3,615 % |
4,499 % |
3,395 % |
|
54 |
2,735 % |
1,469 % |
4,556 % |
3,622 % |
4,492 % |
3,406 % |
|
55 |
2,758 % |
1,497 % |
4,547 % |
3,630 % |
4,484 % |
3,418 % |
|
56 |
2,781 % |
1,526 % |
4,538 % |
3,637 % |
4,476 % |
3,429 % |
|
57 |
2,803 % |
1,557 % |
4,530 % |
3,644 % |
4,469 % |
3,439 % |
|
58 |
2,824 % |
1,587 % |
4,522 % |
3,651 % |
4,462 % |
3,450 % |
|
59 |
2,844 % |
1,619 % |
4,514 % |
3,657 % |
4,455 % |
3,460 % |
|
60 |
2,864 % |
1,650 % |
4,507 % |
3,664 % |
4,449 % |
3,469 % |
|
61 |
2,883 % |
1,682 % |
4,499 % |
3,670 % |
4,442 % |
3,479 % |
|
62 |
2,902 % |
1,713 % |
4,492 % |
3,676 % |
4,436 % |
3,488 % |
|
63 |
2,920 % |
1,744 % |
4,485 % |
3,682 % |
4,430 % |
3,496 % |
|
64 |
2,937 % |
1,775 % |
4,478 % |
3,687 % |
4,424 % |
3,505 % |
|
65 |
2,954 % |
1,805 % |
4,472 % |
3,693 % |
4,419 % |
3,513 % |
|
66 |
2,971 % |
1,836 % |
4,466 % |
3,698 % |
4,413 % |
3,521 % |
|
67 |
2,986 % |
1,865 % |
4,460 % |
3,703 % |
4,408 % |
3,529 % |
|
68 |
3,002 % |
1,894 % |
4,454 % |
3,708 % |
4,403 % |
3,537 % |
|
69 |
3,017 % |
1,923 % |
4,448 % |
3,713 % |
4,398 % |
3,544 % |
|
70 |
3,032 % |
1,951 % |
4,442 % |
3,718 % |
4,393 % |
3,551 % |
|
71 |
3,046 % |
1,978 % |
4,437 % |
3,722 % |
4,388 % |
3,558 % |
|
72 |
3,060 % |
2,005 % |
4,431 % |
3,727 % |
4,383 % |
3,565 % |
|
73 |
3,073 % |
2,032 % |
4,426 % |
3,731 % |
4,379 % |
3,571 % |
|
74 |
3,086 % |
2,058 % |
4,421 % |
3,736 % |
4,374 % |
3,578 % |
|
75 |
3,099 % |
2,083 % |
4,416 % |
3,740 % |
4,370 % |
3,584 % |
|
76 |
3,112 % |
2,108 % |
4,411 % |
3,744 % |
4,366 % |
3,590 % |
|
77 |
3,124 % |
2,132 % |
4,407 % |
3,748 % |
4,362 % |
3,596 % |
|
78 |
3,135 % |
2,156 % |
4,402 % |
3,752 % |
4,358 % |
3,602 % |
|
79 |
3,147 % |
2,179 % |
4,398 % |
3,755 % |
4,354 % |
3,607 % |
|
80 |
3,158 % |
2,202 % |
4,393 % |
3,759 % |
4,350 % |
3,613 % |
|
81 |
3,169 % |
2,224 % |
4,389 % |
3,762 % |
4,346 % |
3,618 % |
|
82 |
3,180 % |
2,246 % |
4,385 % |
3,766 % |
4,343 % |
3,624 % |
|
83 |
3,190 % |
2,267 % |
4,381 % |
3,769 % |
4,339 % |
3,629 % |
|
84 |
3,200 % |
2,288 % |
4,377 % |
3,773 % |
4,336 % |
3,634 % |
|
85 |
3,210 % |
2,308 % |
4,373 % |
3,776 % |
4,332 % |
3,639 % |
|
86 |
3,220 % |
2,328 % |
4,369 % |
3,779 % |
4,329 % |
3,643 % |
|
87 |
3,230 % |
2,347 % |
4,366 % |
3,782 % |
4,326 % |
3,648 % |
|
88 |
3,239 % |
2,366 % |
4,362 % |
3,785 % |
4,323 % |
3,653 % |
|
89 |
3,248 % |
2,385 % |
4,359 % |
3,788 % |
4,320 % |
3,657 % |
|
90 |
3,257 % |
2,403 % |
4,355 % |
3,791 % |
4,317 % |
3,661 % |
|
91 |
3,266 % |
2,421 % |
4,352 % |
3,794 % |
4,314 % |
3,666 % |
|
92 |
3,274 % |
2,438 % |
4,349 % |
3,797 % |
4,311 % |
3,670 % |
|
93 |
3,282 % |
2,456 % |
4,345 % |
3,799 % |
4,308 % |
3,674 % |
|
94 |
3,290 % |
2,472 % |
4,342 % |
3,802 % |
4,305 % |
3,678 % |
|
95 |
3,298 % |
2,489 % |
4,339 % |
3,805 % |
4,303 % |
3,682 % |
|
96 |
3,306 % |
2,505 % |
4,336 % |
3,807 % |
4,300 % |
3,686 % |
|
97 |
3,314 % |
2,521 % |
4,333 % |
3,810 % |
4,298 % |
3,689 % |
|
98 |
3,321 % |
2,536 % |
4,330 % |
3,812 % |
4,295 % |
3,693 % |
|
99 |
3,329 % |
2,551 % |
4,327 % |
3,815 % |
4,293 % |
3,697 % |
|
100 |
3,336 % |
2,566 % |
4,325 % |
3,817 % |
4,290 % |
3,700 % |
|
101 |
3,343 % |
2,581 % |
4,322 % |
3,819 % |
4,288 % |
3,704 % |
|
102 |
3,350 % |
2,595 % |
4,319 % |
3,821 % |
4,285 % |
3,707 % |
|
103 |
3,357 % |
2,609 % |
4,317 % |
3,824 % |
4,283 % |
3,710 % |
|
104 |
3,363 % |
2,623 % |
4,314 % |
3,826 % |
4,281 % |
3,714 % |
|
105 |
3,370 % |
2,636 % |
4,312 % |
3,828 % |
4,279 % |
3,717 % |
|
106 |
3,376 % |
2,649 % |
4,309 % |
3,830 % |
4,277 % |
3,720 % |
|
107 |
3,382 % |
2,662 % |
4,307 % |
3,832 % |
4,274 % |
3,723 % |
|
108 |
3,389 % |
2,675 % |
4,304 % |
3,834 % |
4,272 % |
3,726 % |
|
109 |
3,395 % |
2,688 % |
4,302 % |
3,836 % |
4,270 % |
3,729 % |
|
110 |
3,401 % |
2,700 % |
4,300 % |
3,838 % |
4,268 % |
3,732 % |
|
111 |
3,406 % |
2,712 % |
4,297 % |
3,840 % |
4,266 % |
3,735 % |
|
112 |
3,412 % |
2,724 % |
4,295 % |
3,842 % |
4,264 % |
3,737 % |
|
113 |
3,418 % |
2,736 % |
4,293 % |
3,844 % |
4,262 % |
3,740 % |
|
114 |
3,423 % |
2,747 % |
4,291 % |
3,845 % |
4,261 % |
3,743 % |
|
115 |
3,429 % |
2,758 % |
4,289 % |
3,847 % |
4,259 % |
3,746 % |
|
116 |
3,434 % |
2,769 % |
4,287 % |
3,849 % |
4,257 % |
3,748 % |
|
117 |
3,439 % |
2,780 % |
4,285 % |
3,851 % |
4,255 % |
3,751 % |
|
118 |
3,445 % |
2,791 % |
4,283 % |
3,852 % |
4,253 % |
3,753 % |
|
119 |
3,450 % |
2,801 % |
4,281 % |
3,854 % |
4,252 % |
3,756 % |
|
120 |
3,455 % |
2,812 % |
4,279 % |
3,856 % |
4,250 % |
3,758 % |
|
121 |
3,459 % |
2,822 % |
4,277 % |
3,857 % |
4,248 % |
3,761 % |
|
122 |
3,464 % |
2,832 % |
4,275 % |
3,859 % |
4,247 % |
3,763 % |
|
123 |
3,469 % |
2,842 % |
4,273 % |
3,860 % |
4,245 % |
3,765 % |
|
124 |
3,474 % |
2,851 % |
4,271 % |
3,862 % |
4,244 % |
3,768 % |
|
125 |
3,478 % |
2,861 % |
4,270 % |
3,863 % |
4,242 % |
3,770 % |
|
126 |
3,483 % |
2,870 % |
4,268 % |
3,865 % |
4,241 % |
3,772 % |
|
127 |
3,487 % |
2,880 % |
4,266 % |
3,866 % |
4,239 % |
3,774 % |
|
128 |
3,492 % |
2,889 % |
4,265 % |
3,868 % |
4,238 % |
3,777 % |
|
129 |
3,496 % |
2,898 % |
4,263 % |
3,869 % |
4,236 % |
3,779 % |
|
130 |
3,500 % |
2,906 % |
4,261 % |
3,871 % |
4,235 % |
3,781 % |
|
131 |
3,504 % |
2,915 % |
4,260 % |
3,872 % |
4,233 % |
3,783 % |
|
132 |
3,509 % |
2,924 % |
4,258 % |
3,873 % |
4,232 % |
3,785 % |
|
133 |
3,513 % |
2,932 % |
4,256 % |
3,875 % |
4,230 % |
3,787 % |
|
134 |
3,517 % |
2,940 % |
4,255 % |
3,876 % |
4,229 % |
3,789 % |
|
135 |
3,521 % |
2,949 % |
4,253 % |
3,877 % |
4,228 % |
3,791 % |
|
136 |
3,524 % |
2,957 % |
4,252 % |
3,879 % |
4,227 % |
3,793 % |
|
137 |
3,528 % |
2,965 % |
4,250 % |
3,880 % |
4,225 % |
3,794 % |
|
138 |
3,532 % |
2,972 % |
4,249 % |
3,881 % |
4,224 % |
3,796 % |
|
139 |
3,536 % |
2,980 % |
4,248 % |
3,882 % |
4,223 % |
3,798 % |
|
140 |
3,539 % |
2,988 % |
4,246 % |
3,883 % |
4,221 % |
3,800 % |
|
141 |
3,543 % |
2,995 % |
4,245 % |
3,885 % |
4,220 % |
3,802 % |
|
142 |
3,547 % |
3,003 % |
4,243 % |
3,886 % |
4,219 % |
3,803 % |
|
143 |
3,550 % |
3,010 % |
4,242 % |
3,887 % |
4,218 % |
3,805 % |
|
144 |
3,554 % |
3,017 % |
4,241 % |
3,888 % |
4,217 % |
3,807 % |
|
145 |
3,557 % |
3,024 % |
4,239 % |
3,889 % |
4,216 % |
3,809 % |
|
146 |
3,560 % |
3,031 % |
4,238 % |
3,890 % |
4,214 % |
3,810 % |
|
147 |
3,564 % |
3,038 % |
4,237 % |
3,891 % |
4,213 % |
3,812 % |
|
148 |
3,567 % |
3,045 % |
4,235 % |
3,892 % |
4,212 % |
3,813 % |
|
149 |
3,570 % |
3,052 % |
4,234 % |
3,893 % |
4,211 % |
3,815 % |
|
150 |
3,573 % |
3,058 % |
4,233 % |
3,895 % |
4,210 % |
3,817 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,745 % |
1,830 % |
1,612 % |
2,082 % |
2,899 % |
4,514 % |
|
2 |
– 0,670 % |
1,787 % |
1,693 % |
2,066 % |
3,083 % |
4,945 % |
|
3 |
– 0,573 % |
1,784 % |
1,795 % |
2,069 % |
3,259 % |
5,231 % |
|
4 |
– 0,466 % |
1,843 % |
1,873 % |
2,083 % |
3,402 % |
5,530 % |
|
5 |
– 0,354 % |
1,929 % |
1,919 % |
2,110 % |
3,501 % |
5,772 % |
|
6 |
– 0,237 % |
2,017 % |
1,984 % |
2,145 % |
3,591 % |
5,996 % |
|
7 |
– 0,051 % |
2,099 % |
2,057 % |
2,186 % |
3,678 % |
6,231 % |
|
8 |
– 0,008 % |
2,169 % |
2,123 % |
2,228 % |
3,762 % |
6,417 % |
|
9 |
0,119 % |
2,234 % |
2,182 % |
2,267 % |
3,839 % |
6,537 % |
|
10 |
0,216 % |
2,294 % |
2,235 % |
2,313 % |
3,905 % |
6,659 % |
|
11 |
0,351 % |
2,349 % |
2,282 % |
2,352 % |
3,959 % |
6,745 % |
|
12 |
0,376 % |
2,396 % |
2,323 % |
2,386 % |
4,004 % |
6,793 % |
|
13 |
0,494 % |
2,436 % |
2,359 % |
2,418 % |
4,041 % |
6,813 % |
|
14 |
0,490 % |
2,469 % |
2,394 % |
2,448 % |
4,072 % |
6,812 % |
|
15 |
0,529 % |
2,495 % |
2,430 % |
2,475 % |
4,099 % |
6,795 % |
|
16 |
0,580 % |
2,515 % |
2,468 % |
2,497 % |
4,122 % |
6,767 % |
|
17 |
0,622 % |
2,530 % |
2,508 % |
2,515 % |
4,142 % |
6,731 % |
|
18 |
0,654 % |
2,543 % |
2,548 % |
2,529 % |
4,159 % |
6,688 % |
|
19 |
0,677 % |
2,555 % |
2,589 % |
2,537 % |
4,174 % |
6,641 % |
|
20 |
0,691 % |
2,567 % |
2,629 % |
2,540 % |
4,188 % |
6,591 % |
|
21 |
0,696 % |
2,578 % |
2,669 % |
2,538 % |
4,200 % |
6,540 % |
|
22 |
0,697 % |
2,586 % |
2,707 % |
2,534 % |
4,210 % |
6,488 % |
|
23 |
0,700 % |
2,590 % |
2,745 % |
2,528 % |
4,220 % |
6,435 % |
|
24 |
0,707 % |
2,588 % |
2,781 % |
2,523 % |
4,228 % |
6,382 % |
|
25 |
0,721 % |
2,578 % |
2,816 % |
2,518 % |
4,236 % |
6,330 % |
|
26 |
0,744 % |
2,560 % |
2,850 % |
2,516 % |
4,243 % |
6,279 % |
|
27 |
0,773 % |
2,539 % |
2,883 % |
2,517 % |
4,249 % |
6,229 % |
|
28 |
0,807 % |
2,519 % |
2,914 % |
2,521 % |
4,255 % |
6,181 % |
|
29 |
0,845 % |
2,503 % |
2,945 % |
2,528 % |
4,261 % |
6,133 % |
|
30 |
0,885 % |
2,494 % |
2,974 % |
2,539 % |
4,265 % |
6,087 % |
|
31 |
0,926 % |
2,492 % |
3,002 % |
2,553 % |
4,270 % |
6,043 % |
|
32 |
0,969 % |
2,497 % |
3,028 % |
2,571 % |
4,274 % |
6,000 % |
|
33 |
1,011 % |
2,507 % |
3,054 % |
2,590 % |
4,277 % |
5,958 % |
|
34 |
1,054 % |
2,521 % |
3,079 % |
2,612 % |
4,281 % |
5,918 % |
|
35 |
1,096 % |
2,538 % |
3,103 % |
2,634 % |
4,284 % |
5,880 % |
|
36 |
1,137 % |
2,557 % |
3,125 % |
2,657 % |
4,287 % |
5,843 % |
|
37 |
1,178 % |
2,578 % |
3,147 % |
2,681 % |
4,290 % |
5,807 % |
|
38 |
1,218 % |
2,600 % |
3,168 % |
2,705 % |
4,292 % |
5,773 % |
|
39 |
1,257 % |
2,623 % |
3,188 % |
2,729 % |
4,295 % |
5,740 % |
|
40 |
1,295 % |
2,647 % |
3,208 % |
2,753 % |
4,297 % |
5,708 % |
|
41 |
1,332 % |
2,670 % |
3,226 % |
2,777 % |
4,299 % |
5,677 % |
|
42 |
1,367 % |
2,694 % |
3,244 % |
2,800 % |
4,301 % |
5,648 % |
|
43 |
1,402 % |
2,718 % |
3,262 % |
2,823 % |
4,302 % |
5,620 % |
|
44 |
1,436 % |
2,741 % |
3,278 % |
2,846 % |
4,304 % |
5,592 % |
|
45 |
1,468 % |
2,765 % |
3,294 % |
2,868 % |
4,306 % |
5,566 % |
|
46 |
1,500 % |
2,788 % |
3,310 % |
2,890 % |
4,307 % |
5,541 % |
|
47 |
1,530 % |
2,810 % |
3,324 % |
2,911 % |
4,309 % |
5,516 % |
|
48 |
1,560 % |
2,832 % |
3,339 % |
2,932 % |
4,310 % |
5,493 % |
|
49 |
1,588 % |
2,854 % |
3,353 % |
2,952 % |
4,311 % |
5,470 % |
|
50 |
1,616 % |
2,875 % |
3,366 % |
2,972 % |
4,312 % |
5,449 % |
|
51 |
1,642 % |
2,896 % |
3,379 % |
2,991 % |
4,313 % |
5,428 % |
|
52 |
1,668 % |
2,916 % |
3,391 % |
3,009 % |
4,314 % |
5,407 % |
|
53 |
1,693 % |
2,935 % |
3,403 % |
3,027 % |
4,315 % |
5,388 % |
|
54 |
1,717 % |
2,954 % |
3,415 % |
3,045 % |
4,316 % |
5,369 % |
|
55 |
1,741 % |
2,973 % |
3,426 % |
3,062 % |
4,317 % |
5,351 % |
|
56 |
1,763 % |
2,991 % |
3,437 % |
3,079 % |
4,318 % |
5,333 % |
|
57 |
1,785 % |
3,008 % |
3,447 % |
3,095 % |
4,319 % |
5,316 % |
|
58 |
1,806 % |
3,025 % |
3,457 % |
3,110 % |
4,319 % |
5,300 % |
|
59 |
1,827 % |
3,042 % |
3,467 % |
3,126 % |
4,320 % |
5,284 % |
|
60 |
1,847 % |
3,058 % |
3,477 % |
3,140 % |
4,321 % |
5,268 % |
|
61 |
1,866 % |
3,074 % |
3,486 % |
3,155 % |
4,321 % |
5,253 % |
|
62 |
1,885 % |
3,089 % |
3,495 % |
3,169 % |
4,322 % |
5,239 % |
|
63 |
1,903 % |
3,104 % |
3,503 % |
3,182 % |
4,323 % |
5,225 % |
|
64 |
1,921 % |
3,118 % |
3,512 % |
3,195 % |
4,323 % |
5,211 % |
|
65 |
1,938 % |
3,132 % |
3,520 % |
3,208 % |
4,324 % |
5,198 % |
|
66 |
1,954 % |
3,145 % |
3,528 % |
3,221 % |
4,324 % |
5,185 % |
|
67 |
1,971 % |
3,159 % |
3,536 % |
3,233 % |
4,325 % |
5,173 % |
|
68 |
1,986 % |
3,171 % |
3,543 % |
3,244 % |
4,325 % |
5,161 % |
|
69 |
2,002 % |
3,184 % |
3,550 % |
3,256 % |
4,326 % |
5,149 % |
|
70 |
2,016 % |
3,196 % |
3,557 % |
3,267 % |
4,326 % |
5,137 % |
|
71 |
2,031 % |
3,208 % |
3,564 % |
3,278 % |
4,327 % |
5,126 % |
|
72 |
2,045 % |
3,219 % |
3,571 % |
3,288 % |
4,327 % |
5,116 % |
|
73 |
2,058 % |
3,231 % |
3,577 % |
3,299 % |
4,327 % |
5,105 % |
|
74 |
2,072 % |
3,242 % |
3,584 % |
3,309 % |
4,328 % |
5,095 % |
|
75 |
2,085 % |
3,252 % |
3,590 % |
3,319 % |
4,328 % |
5,085 % |
|
76 |
2,097 % |
3,263 % |
3,596 % |
3,328 % |
4,328 % |
5,075 % |
|
77 |
2,110 % |
3,273 % |
3,602 % |
3,337 % |
4,329 % |
5,066 % |
|
78 |
2,122 % |
3,283 % |
3,608 % |
3,346 % |
4,329 % |
5,057 % |
|
79 |
2,133 % |
3,292 % |
3,613 % |
3,355 % |
4,329 % |
5,048 % |
|
80 |
2,145 % |
3,302 % |
3,619 % |
3,364 % |
4,330 % |
5,039 % |
|
81 |
2,156 % |
3,311 % |
3,624 % |
3,372 % |
4,330 % |
5,030 % |
|
82 |
2,167 % |
3,320 % |
3,629 % |
3,380 % |
4,330 % |
5,022 % |
|
83 |
2,177 % |
3,329 % |
3,634 % |
3,388 % |
4,331 % |
5,014 % |
|
84 |
2,187 % |
3,337 % |
3,639 % |
3,396 % |
4,331 % |
5,006 % |
|
85 |
2,198 % |
3,345 % |
3,644 % |
3,404 % |
4,331 % |
4,998 % |
|
86 |
2,207 % |
3,354 % |
3,649 % |
3,411 % |
4,331 % |
4,991 % |
|
87 |
2,217 % |
3,362 % |
3,653 % |
3,419 % |
4,332 % |
4,983 % |
|
88 |
2,226 % |
3,369 % |
3,658 % |
3,426 % |
4,332 % |
4,976 % |
|
89 |
2,236 % |
3,377 % |
3,662 % |
3,433 % |
4,332 % |
4,969 % |
|
90 |
2,245 % |
3,384 % |
3,666 % |
3,440 % |
4,332 % |
4,962 % |
|
91 |
2,254 % |
3,392 % |
3,670 % |
3,446 % |
4,332 % |
4,955 % |
|
92 |
2,262 % |
3,399 % |
3,675 % |
3,453 % |
4,333 % |
4,949 % |
|
93 |
2,271 % |
3,406 % |
3,679 % |
3,459 % |
4,333 % |
4,942 % |
|
94 |
2,279 % |
3,413 % |
3,683 % |
3,466 % |
4,333 % |
4,936 % |
|
95 |
2,287 % |
3,419 % |
3,686 % |
3,472 % |
4,333 % |
4,930 % |
|
96 |
2,295 % |
3,426 % |
3,690 % |
3,478 % |
4,333 % |
4,924 % |
|
97 |
2,303 % |
3,432 % |
3,694 % |
3,484 % |
4,334 % |
4,918 % |
|
98 |
2,310 % |
3,439 % |
3,698 % |
3,489 % |
4,334 % |
4,912 % |
|
99 |
2,318 % |
3,445 % |
3,701 % |
3,495 % |
4,334 % |
4,906 % |
|
100 |
2,325 % |
3,451 % |
3,705 % |
3,500 % |
4,334 % |
4,901 % |
|
101 |
2,332 % |
3,457 % |
3,708 % |
3,506 % |
4,334 % |
4,895 % |
|
102 |
2,339 % |
3,462 % |
3,711 % |
3,511 % |
4,335 % |
4,890 % |
|
103 |
2,346 % |
3,468 % |
3,715 % |
3,516 % |
4,335 % |
4,885 % |
|
104 |
2,353 % |
3,474 % |
3,718 % |
3,522 % |
4,335 % |
4,880 % |
|
105 |
2,359 % |
3,479 % |
3,721 % |
3,527 % |
4,335 % |
4,875 % |
|
106 |
2,366 % |
3,485 % |
3,724 % |
3,531 % |
4,335 % |
4,870 % |
|
107 |
2,372 % |
3,490 % |
3,727 % |
3,536 % |
4,335 % |
4,865 % |
|
108 |
2,378 % |
3,495 % |
3,730 % |
3,541 % |
4,335 % |
4,860 % |
|
109 |
2,385 % |
3,500 % |
3,733 % |
3,546 % |
4,336 % |
4,855 % |
|
110 |
2,391 % |
3,505 % |
3,736 % |
3,550 % |
4,336 % |
4,851 % |
|
111 |
2,397 % |
3,510 % |
3,739 % |
3,555 % |
4,336 % |
4,846 % |
|
112 |
2,402 % |
3,515 % |
3,742 % |
3,559 % |
4,336 % |
4,842 % |
|
113 |
2,408 % |
3,519 % |
3,744 % |
3,564 % |
4,336 % |
4,837 % |
|
114 |
2,414 % |
3,524 % |
3,747 % |
3,568 % |
4,336 % |
4,833 % |
|
115 |
2,419 % |
3,529 % |
3,750 % |
3,572 % |
4,336 % |
4,829 % |
|
116 |
2,425 % |
3,533 % |
3,752 % |
3,576 % |
4,336 % |
4,825 % |
|
117 |
2,430 % |
3,538 % |
3,755 % |
3,580 % |
4,337 % |
4,821 % |
|
118 |
2,435 % |
3,542 % |
3,757 % |
3,584 % |
4,337 % |
4,817 % |
|
119 |
2,440 % |
3,546 % |
3,760 % |
3,588 % |
4,337 % |
4,813 % |
|
120 |
2,445 % |
3,550 % |
3,762 % |
3,592 % |
4,337 % |
4,809 % |
|
121 |
2,450 % |
3,554 % |
3,764 % |
3,596 % |
4,337 % |
4,805 % |
|
122 |
2,455 % |
3,559 % |
3,767 % |
3,599 % |
4,337 % |
4,801 % |
|
123 |
2,460 % |
3,563 % |
3,769 % |
3,603 % |
4,337 % |
4,798 % |
|
124 |
2,465 % |
3,566 % |
3,771 % |
3,607 % |
4,337 % |
4,794 % |
|
125 |
2,470 % |
3,570 % |
3,774 % |
3,610 % |
4,337 % |
4,790 % |
|
126 |
2,474 % |
3,574 % |
3,776 % |
3,614 % |
4,338 % |
4,787 % |
|
127 |
2,479 % |
3,578 % |
3,778 % |
3,617 % |
4,338 % |
4,783 % |
|
128 |
2,483 % |
3,582 % |
3,780 % |
3,620 % |
4,338 % |
4,780 % |
|
129 |
2,487 % |
3,585 % |
3,782 % |
3,624 % |
4,338 % |
4,777 % |
|
130 |
2,492 % |
3,589 % |
3,784 % |
3,627 % |
4,338 % |
4,773 % |
|
131 |
2,496 % |
3,592 % |
3,786 % |
3,630 % |
4,338 % |
4,770 % |
|
132 |
2,500 % |
3,596 % |
3,788 % |
3,633 % |
4,338 % |
4,767 % |
|
133 |
2,504 % |
3,599 % |
3,790 % |
3,637 % |
4,338 % |
4,764 % |
|
134 |
2,508 % |
3,602 % |
3,792 % |
3,640 % |
4,338 % |
4,761 % |
|
135 |
2,512 % |
3,606 % |
3,794 % |
3,643 % |
4,338 % |
4,758 % |
|
136 |
2,516 % |
3,609 % |
3,796 % |
3,646 % |
4,339 % |
4,755 % |
|
137 |
2,520 % |
3,612 % |
3,798 % |
3,649 % |
4,339 % |
4,752 % |
|
138 |
2,524 % |
3,615 % |
3,800 % |
3,651 % |
4,339 % |
4,749 % |
|
139 |
2,528 % |
3,619 % |
3,801 % |
3,654 % |
4,339 % |
4,746 % |
|
140 |
2,532 % |
3,622 % |
3,803 % |
3,657 % |
4,339 % |
4,743 % |
|
141 |
2,535 % |
3,625 % |
3,805 % |
3,660 % |
4,339 % |
4,740 % |
|
142 |
2,539 % |
3,628 % |
3,807 % |
3,663 % |
4,339 % |
4,738 % |
|
143 |
2,542 % |
3,631 % |
3,808 % |
3,665 % |
4,339 % |
4,735 % |
|
144 |
2,546 % |
3,633 % |
3,810 % |
3,668 % |
4,339 % |
4,732 % |
|
145 |
2,549 % |
3,636 % |
3,812 % |
3,671 % |
4,339 % |
4,730 % |
|
146 |
2,553 % |
3,639 % |
3,813 % |
3,673 % |
4,339 % |
4,727 % |
|
147 |
2,556 % |
3,642 % |
3,815 % |
3,676 % |
4,339 % |
4,724 % |
|
148 |
2,560 % |
3,645 % |
3,816 % |
3,678 % |
4,339 % |
4,722 % |
|
149 |
2,563 % |
3,647 % |
3,818 % |
3,681 % |
4,340 % |
4,719 % |
|
150 |
2,566 % |
3,650 % |
3,820 % |
3,683 % |
4,340 % |
4,717 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,812 % |
6,698 % |
8,796 % |
0,451 % |
1,826 % |
7,068 % |
|
2 |
1,863 % |
6,796 % |
8,577 % |
0,502 % |
1,829 % |
7,175 % |
|
3 |
1,900 % |
6,897 % |
8,537 % |
0,555 % |
1,893 % |
7,298 % |
|
4 |
1,941 % |
6,986 % |
8,570 % |
0,610 % |
1,978 % |
7,429 % |
|
5 |
1,967 % |
7,062 % |
8,549 % |
0,646 % |
2,079 % |
7,569 % |
|
6 |
1,992 % |
7,132 % |
8,594 % |
0,677 % |
2,190 % |
7,723 % |
|
7 |
2,020 % |
7,183 % |
8,678 % |
0,700 % |
2,294 % |
7,872 % |
|
8 |
2,053 % |
7,237 % |
8,763 % |
0,728 % |
2,388 % |
8,014 % |
|
9 |
2,089 % |
7,288 % |
8,845 % |
0,758 % |
2,474 % |
8,139 % |
|
10 |
2,129 % |
7,334 % |
8,925 % |
0,790 % |
2,556 % |
8,250 % |
|
11 |
2,168 % |
7,358 % |
9,004 % |
0,844 % |
2,628 % |
8,352 % |
|
12 |
2,189 % |
7,361 % |
9,083 % |
0,916 % |
2,691 % |
8,447 % |
|
13 |
2,185 % |
7,349 % |
9,164 % |
0,998 % |
2,748 % |
8,536 % |
|
14 |
2,171 % |
7,327 % |
9,249 % |
1,086 % |
2,800 % |
8,609 % |
|
15 |
2,162 % |
7,297 % |
9,339 % |
1,176 % |
2,843 % |
8,659 % |
|
16 |
2,168 % |
7,262 % |
9,435 % |
1,266 % |
2,880 % |
8,680 % |
|
17 |
2,186 % |
7,223 % |
9,530 % |
1,355 % |
2,911 % |
8,677 % |
|
18 |
2,213 % |
7,182 % |
9,614 % |
1,442 % |
2,938 % |
8,655 % |
|
19 |
2,245 % |
7,139 % |
9,681 % |
1,527 % |
2,964 % |
8,619 % |
|
20 |
2,281 % |
7,096 % |
9,722 % |
1,608 % |
2,990 % |
8,572 % |
|
21 |
2,319 % |
7,052 % |
9,732 % |
1,686 % |
3,015 % |
8,518 % |
|
22 |
2,359 % |
7,008 % |
9,715 % |
1,761 % |
3,040 % |
8,457 % |
|
23 |
2,400 % |
6,965 % |
9,678 % |
1,833 % |
3,066 % |
8,392 % |
|
24 |
2,440 % |
6,923 % |
9,624 % |
1,901 % |
3,090 % |
8,325 % |
|
25 |
2,481 % |
6,881 % |
9,557 % |
1,967 % |
3,115 % |
8,257 % |
|
26 |
2,520 % |
6,841 % |
9,480 % |
2,029 % |
3,138 % |
8,187 % |
|
27 |
2,559 % |
6,802 % |
9,396 % |
2,089 % |
3,162 % |
8,118 % |
|
28 |
2,598 % |
6,764 % |
9,308 % |
2,145 % |
3,184 % |
8,050 % |
|
29 |
2,635 % |
6,727 % |
9,217 % |
2,200 % |
3,206 % |
7,982 % |
|
30 |
2,671 % |
6,692 % |
9,124 % |
2,251 % |
3,227 % |
7,916 % |
|
31 |
2,705 % |
6,657 % |
9,030 % |
2,301 % |
3,247 % |
7,852 % |
|
32 |
2,739 % |
6,624 % |
8,937 % |
2,348 % |
3,267 % |
7,789 % |
|
33 |
2,771 % |
6,592 % |
8,845 % |
2,393 % |
3,286 % |
7,728 % |
|
34 |
2,803 % |
6,562 % |
8,755 % |
2,436 % |
3,304 % |
7,669 % |
|
35 |
2,833 % |
6,532 % |
8,666 % |
2,477 % |
3,321 % |
7,612 % |
|
36 |
2,862 % |
6,504 % |
8,580 % |
2,516 % |
3,338 % |
7,557 % |
|
37 |
2,890 % |
6,476 % |
8,496 % |
2,554 % |
3,355 % |
7,504 % |
|
38 |
2,917 % |
6,450 % |
8,415 % |
2,590 % |
3,371 % |
7,453 % |
|
39 |
2,943 % |
6,425 % |
8,337 % |
2,624 % |
3,386 % |
7,404 % |
|
40 |
2,968 % |
6,400 % |
8,261 % |
2,657 % |
3,400 % |
7,356 % |
|
41 |
2,992 % |
6,377 % |
8,188 % |
2,689 % |
3,414 % |
7,311 % |
|
42 |
3,015 % |
6,354 % |
8,117 % |
2,720 % |
3,428 % |
7,267 % |
|
43 |
3,037 % |
6,333 % |
8,049 % |
2,749 % |
3,441 % |
7,225 % |
|
44 |
3,058 % |
6,312 % |
7,983 % |
2,777 % |
3,454 % |
7,184 % |
|
45 |
3,079 % |
6,292 % |
7,920 % |
2,804 % |
3,466 % |
7,145 % |
|
46 |
3,099 % |
6,272 % |
7,860 % |
2,829 % |
3,478 % |
7,107 % |
|
47 |
3,118 % |
6,253 % |
7,801 % |
2,854 % |
3,489 % |
7,071 % |
|
48 |
3,136 % |
6,235 % |
7,745 % |
2,878 % |
3,500 % |
7,036 % |
|
49 |
3,154 % |
6,218 % |
7,691 % |
2,901 % |
3,510 % |
7,002 % |
|
50 |
3,171 % |
6,201 % |
7,638 % |
2,924 % |
3,520 % |
6,970 % |
|
51 |
3,188 % |
6,185 % |
7,588 % |
2,945 % |
3,530 % |
6,939 % |
|
52 |
3,204 % |
6,170 % |
7,539 % |
2,966 % |
3,540 % |
6,909 % |
|
53 |
3,219 % |
6,155 % |
7,493 % |
2,985 % |
3,549 % |
6,880 % |
|
54 |
3,234 % |
6,140 % |
7,447 % |
3,005 % |
3,558 % |
6,852 % |
|
55 |
3,249 % |
6,126 % |
7,404 % |
3,023 % |
3,567 % |
6,824 % |
|
56 |
3,263 % |
6,112 % |
7,362 % |
3,041 % |
3,575 % |
6,798 % |
|
57 |
3,276 % |
6,099 % |
7,321 % |
3,059 % |
3,583 % |
6,773 % |
|
58 |
3,289 % |
6,086 % |
7,282 % |
3,075 % |
3,591 % |
6,749 % |
|
59 |
3,302 % |
6,074 % |
7,244 % |
3,092 % |
3,598 % |
6,725 % |
|
60 |
3,314 % |
6,062 % |
7,207 % |
3,107 % |
3,606 % |
6,702 % |
|
61 |
3,326 % |
6,051 % |
7,171 % |
3,123 % |
3,613 % |
6,680 % |
|
62 |
3,337 % |
6,039 % |
7,137 % |
3,137 % |
3,620 % |
6,659 % |
|
63 |
3,349 % |
6,029 % |
7,104 % |
3,152 % |
3,626 % |
6,638 % |
|
64 |
3,359 % |
6,018 % |
7,071 % |
3,165 % |
3,633 % |
6,618 % |
|
65 |
3,370 % |
6,008 % |
7,040 % |
3,179 % |
3,639 % |
6,598 % |
|
66 |
3,380 % |
5,998 % |
7,010 % |
3,192 % |
3,645 % |
6,579 % |
|
67 |
3,390 % |
5,988 % |
6,980 % |
3,205 % |
3,651 % |
6,561 % |
|
68 |
3,400 % |
5,979 % |
6,952 % |
3,217 % |
3,657 % |
6,543 % |
|
69 |
3,409 % |
5,970 % |
6,924 % |
3,229 % |
3,663 % |
6,526 % |
|
70 |
3,418 % |
5,961 % |
6,897 % |
3,241 % |
3,668 % |
6,509 % |
|
71 |
3,427 % |
5,953 % |
6,871 % |
3,252 % |
3,673 % |
6,492 % |
|
72 |
3,435 % |
5,944 % |
6,845 % |
3,263 % |
3,679 % |
6,476 % |
|
73 |
3,444 % |
5,936 % |
6,820 % |
3,274 % |
3,684 % |
6,461 % |
|
74 |
3,452 % |
5,928 % |
6,796 % |
3,284 % |
3,688 % |
6,446 % |
|
75 |
3,460 % |
5,920 % |
6,773 % |
3,294 % |
3,693 % |
6,431 % |
|
76 |
3,468 % |
5,913 % |
6,750 % |
3,304 % |
3,698 % |
6,417 % |
|
77 |
3,475 % |
5,906 % |
6,728 % |
3,314 % |
3,702 % |
6,403 % |
|
78 |
3,482 % |
5,898 % |
6,706 % |
3,323 % |
3,707 % |
6,389 % |
|
79 |
3,490 % |
5,892 % |
6,685 % |
3,332 % |
3,711 % |
6,376 % |
|
80 |
3,497 % |
5,885 % |
6,664 % |
3,341 % |
3,715 % |
6,363 % |
|
81 |
3,503 % |
5,878 % |
6,644 % |
3,350 % |
3,720 % |
6,351 % |
|
82 |
3,510 % |
5,872 % |
6,625 % |
3,358 % |
3,724 % |
6,339 % |
|
83 |
3,516 % |
5,865 % |
6,606 % |
3,367 % |
3,727 % |
6,327 % |
|
84 |
3,523 % |
5,859 % |
6,587 % |
3,375 % |
3,731 % |
6,315 % |
|
85 |
3,529 % |
5,853 % |
6,569 % |
3,383 % |
3,735 % |
6,304 % |
|
86 |
3,535 % |
5,847 % |
6,551 % |
3,390 % |
3,739 % |
6,292 % |
|
87 |
3,541 % |
5,842 % |
6,534 % |
3,398 % |
3,742 % |
6,281 % |
|
88 |
3,547 % |
5,836 % |
6,517 % |
3,405 % |
3,746 % |
6,271 % |
|
89 |
3,552 % |
5,831 % |
6,500 % |
3,413 % |
3,749 % |
6,260 % |
|
90 |
3,558 % |
5,825 % |
6,484 % |
3,420 % |
3,752 % |
6,250 % |
|
91 |
3,563 % |
5,820 % |
6,468 % |
3,426 % |
3,756 % |
6,240 % |
|
92 |
3,568 % |
5,815 % |
6,452 % |
3,433 % |
3,759 % |
6,231 % |
|
93 |
3,574 % |
5,810 % |
6,437 % |
3,440 % |
3,762 % |
6,221 % |
|
94 |
3,579 % |
5,805 % |
6,422 % |
3,446 % |
3,765 % |
6,212 % |
|
95 |
3,584 % |
5,800 % |
6,408 % |
3,453 % |
3,768 % |
6,203 % |
|
96 |
3,588 % |
5,796 % |
6,394 % |
3,459 % |
3,771 % |
6,194 % |
|
97 |
3,593 % |
5,791 % |
6,380 % |
3,465 % |
3,774 % |
6,185 % |
|
98 |
3,598 % |
5,786 % |
6,366 % |
3,471 % |
3,777 % |
6,177 % |
|
99 |
3,602 % |
5,782 % |
6,353 % |
3,477 % |
3,779 % |
6,168 % |
|
100 |
3,607 % |
5,778 % |
6,340 % |
3,482 % |
3,782 % |
6,160 % |
|
101 |
3,611 % |
5,773 % |
6,327 % |
3,488 % |
3,785 % |
6,152 % |
|
102 |
3,616 % |
5,769 % |
6,314 % |
3,494 % |
3,787 % |
6,144 % |
|
103 |
3,620 % |
5,765 % |
6,302 % |
3,499 % |
3,790 % |
6,136 % |
|
104 |
3,624 % |
5,761 % |
6,290 % |
3,504 % |
3,792 % |
6,129 % |
|
105 |
3,628 % |
5,757 % |
6,278 % |
3,509 % |
3,795 % |
6,121 % |
|
106 |
3,632 % |
5,753 % |
6,266 % |
3,514 % |
3,797 % |
6,114 % |
|
107 |
3,636 % |
5,750 % |
6,255 % |
3,519 % |
3,800 % |
6,107 % |
|
108 |
3,640 % |
5,746 % |
6,244 % |
3,524 % |
3,802 % |
6,100 % |
|
109 |
3,643 % |
5,742 % |
6,233 % |
3,529 % |
3,804 % |
6,093 % |
|
110 |
3,647 % |
5,739 % |
6,222 % |
3,534 % |
3,806 % |
6,086 % |
|
111 |
3,651 % |
5,735 % |
6,211 % |
3,539 % |
3,809 % |
6,079 % |
|
112 |
3,654 % |
5,732 % |
6,201 % |
3,543 % |
3,811 % |
6,073 % |
|
113 |
3,658 % |
5,728 % |
6,190 % |
3,548 % |
3,813 % |
6,066 % |
|
114 |
3,661 % |
5,725 % |
6,180 % |
3,552 % |
3,815 % |
6,060 % |
|
115 |
3,665 % |
5,722 % |
6,170 % |
3,556 % |
3,817 % |
6,054 % |
|
116 |
3,668 % |
5,719 % |
6,161 % |
3,561 % |
3,819 % |
6,048 % |
|
117 |
3,671 % |
5,715 % |
6,151 % |
3,565 % |
3,821 % |
6,042 % |
|
118 |
3,674 % |
5,712 % |
6,142 % |
3,569 % |
3,823 % |
6,036 % |
|
119 |
3,678 % |
5,709 % |
6,133 % |
3,573 % |
3,825 % |
6,030 % |
|
120 |
3,681 % |
5,706 % |
6,124 % |
3,577 % |
3,827 % |
6,025 % |
|
121 |
3,684 % |
5,703 % |
6,115 % |
3,581 % |
3,829 % |
6,019 % |
|
122 |
3,687 % |
5,700 % |
6,106 % |
3,585 % |
3,830 % |
6,013 % |
|
123 |
3,690 % |
5,698 % |
6,097 % |
3,588 % |
3,832 % |
6,008 % |
|
124 |
3,693 % |
5,695 % |
6,089 % |
3,592 % |
3,834 % |
6,003 % |
|
125 |
3,695 % |
5,692 % |
6,080 % |
3,596 % |
3,836 % |
5,997 % |
|
126 |
3,698 % |
5,689 % |
6,072 % |
3,599 % |
3,837 % |
5,992 % |
|
127 |
3,701 % |
5,687 % |
6,064 % |
3,603 % |
3,839 % |
5,987 % |
|
128 |
3,704 % |
5,684 % |
6,056 % |
3,606 % |
3,841 % |
5,982 % |
|
129 |
3,706 % |
5,681 % |
6,048 % |
3,610 % |
3,842 % |
5,977 % |
|
130 |
3,709 % |
5,679 % |
6,041 % |
3,613 % |
3,844 % |
5,972 % |
|
131 |
3,712 % |
5,676 % |
6,033 % |
3,616 % |
3,845 % |
5,968 % |
|
132 |
3,714 % |
5,674 % |
6,026 % |
3,620 % |
3,847 % |
5,963 % |
|
133 |
3,717 % |
5,671 % |
6,018 % |
3,623 % |
3,848 % |
5,958 % |
|
134 |
3,719 % |
5,669 % |
6,011 % |
3,626 % |
3,850 % |
5,954 % |
|
135 |
3,722 % |
5,667 % |
6,004 % |
3,629 % |
3,851 % |
5,949 % |
|
136 |
3,724 % |
5,664 % |
5,997 % |
3,632 % |
3,853 % |
5,945 % |
|
137 |
3,726 % |
5,662 % |
5,990 % |
3,635 % |
3,854 % |
5,941 % |
|
138 |
3,729 % |
5,660 % |
5,983 % |
3,638 % |
3,856 % |
5,936 % |
|
139 |
3,731 % |
5,658 % |
5,976 % |
3,641 % |
3,857 % |
5,932 % |
|
140 |
3,733 % |
5,655 % |
5,970 % |
3,644 % |
3,859 % |
5,928 % |
|
141 |
3,736 % |
5,653 % |
5,963 % |
3,647 % |
3,860 % |
5,924 % |
|
142 |
3,738 % |
5,651 % |
5,957 % |
3,650 % |
3,861 % |
5,920 % |
|
143 |
3,740 % |
5,649 % |
5,950 % |
3,653 % |
3,863 % |
5,916 % |
|
144 |
3,742 % |
5,647 % |
5,944 % |
3,656 % |
3,864 % |
5,912 % |
|
145 |
3,744 % |
5,645 % |
5,938 % |
3,658 % |
3,865 % |
5,908 % |
|
146 |
3,746 % |
5,643 % |
5,932 % |
3,661 % |
3,866 % |
5,904 % |
|
147 |
3,748 % |
5,641 % |
5,926 % |
3,664 % |
3,868 % |
5,900 % |
|
148 |
3,750 % |
5,639 % |
5,920 % |
3,666 % |
3,869 % |
5,897 % |
|
149 |
3,752 % |
5,637 % |
5,914 % |
3,669 % |
3,870 % |
5,893 % |
|
150 |
3,754 % |
5,635 % |
5,908 % |
3,671 % |
3,871 % |
5,889 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
6,349 % |
2,486 % |
3,495 % |
9,220 % |
1,715 % |
1,766 % |
|
2 |
7,061 % |
2,524 % |
3,500 % |
9,346 % |
1,704 % |
1,708 % |
|
3 |
7,724 % |
2,620 % |
3,522 % |
9,333 % |
1,704 % |
1,674 % |
|
4 |
8,293 % |
2,703 % |
3,597 % |
9,263 % |
1,737 % |
1,667 % |
|
5 |
8,607 % |
2,780 % |
3,635 % |
9,193 % |
1,791 % |
1,662 % |
|
6 |
8,817 % |
2,871 % |
3,695 % |
9,120 % |
1,843 % |
1,665 % |
|
7 |
8,938 % |
2,951 % |
3,775 % |
9,059 % |
1,894 % |
1,675 % |
|
8 |
9,028 % |
3,007 % |
3,864 % |
9,011 % |
1,947 % |
1,692 % |
|
9 |
9,025 % |
3,047 % |
3,947 % |
8,963 % |
2,002 % |
1,709 % |
|
10 |
9,022 % |
3,083 % |
4,015 % |
8,903 % |
2,061 % |
1,724 % |
|
11 |
9,001 % |
3,119 % |
4,066 % |
8,824 % |
2,123 % |
1,735 % |
|
12 |
8,958 % |
3,156 % |
4,110 % |
8,731 % |
2,187 % |
1,746 % |
|
13 |
8,899 % |
3,193 % |
4,156 % |
8,628 % |
2,249 % |
1,757 % |
|
14 |
8,829 % |
3,229 % |
4,206 % |
8,520 % |
2,303 % |
1,762 % |
|
15 |
8,753 % |
3,264 % |
4,262 % |
8,408 % |
2,345 % |
1,759 % |
|
16 |
8,671 % |
3,298 % |
4,323 % |
8,294 % |
2,373 % |
1,744 % |
|
17 |
8,587 % |
3,331 % |
4,386 % |
8,181 % |
2,392 % |
1,726 % |
|
18 |
8,501 % |
3,362 % |
4,445 % |
8,068 % |
2,407 % |
1,712 % |
|
19 |
8,415 % |
3,392 % |
4,498 % |
7,958 % |
2,423 % |
1,706 % |
|
20 |
8,329 % |
3,421 % |
4,543 % |
7,849 % |
2,442 % |
1,712 % |
|
21 |
8,245 % |
3,449 % |
4,577 % |
7,744 % |
2,466 % |
1,731 % |
|
22 |
8,163 % |
3,476 % |
4,602 % |
7,642 % |
2,493 % |
1,760 % |
|
23 |
8,082 % |
3,501 % |
4,620 % |
7,543 % |
2,523 % |
1,796 % |
|
24 |
8,004 % |
3,526 % |
4,632 % |
7,447 % |
2,555 % |
1,837 % |
|
25 |
7,928 % |
3,549 % |
4,639 % |
7,356 % |
2,588 % |
1,882 % |
|
26 |
7,855 % |
3,571 % |
4,643 % |
7,267 % |
2,621 % |
1,928 % |
|
27 |
7,785 % |
3,593 % |
4,643 % |
7,182 % |
2,654 % |
1,975 % |
|
28 |
7,717 % |
3,613 % |
4,642 % |
7,101 % |
2,687 % |
2,023 % |
|
29 |
7,651 % |
3,633 % |
4,638 % |
7,023 % |
2,719 % |
2,071 % |
|
30 |
7,588 % |
3,652 % |
4,632 % |
6,948 % |
2,751 % |
2,118 % |
|
31 |
7,528 % |
3,670 % |
4,626 % |
6,877 % |
2,782 % |
2,164 % |
|
32 |
7,470 % |
3,687 % |
4,618 % |
6,808 % |
2,813 % |
2,210 % |
|
33 |
7,414 % |
3,703 % |
4,610 % |
6,743 % |
2,842 % |
2,254 % |
|
34 |
7,361 % |
3,719 % |
4,601 % |
6,680 % |
2,871 % |
2,297 % |
|
35 |
7,310 % |
3,734 % |
4,592 % |
6,620 % |
2,899 % |
2,339 % |
|
36 |
7,261 % |
3,749 % |
4,583 % |
6,562 % |
2,926 % |
2,379 % |
|
37 |
7,214 % |
3,763 % |
4,573 % |
6,507 % |
2,951 % |
2,418 % |
|
38 |
7,169 % |
3,776 % |
4,564 % |
6,455 % |
2,976 % |
2,455 % |
|
39 |
7,126 % |
3,789 % |
4,554 % |
6,404 % |
3,001 % |
2,492 % |
|
40 |
7,084 % |
3,802 % |
4,545 % |
6,356 % |
3,024 % |
2,527 % |
|
41 |
7,045 % |
3,814 % |
4,536 % |
6,309 % |
3,046 % |
2,560 % |
|
42 |
7,006 % |
3,825 % |
4,527 % |
6,265 % |
3,068 % |
2,593 % |
|
43 |
6,970 % |
3,836 % |
4,517 % |
6,222 % |
3,089 % |
2,624 % |
|
44 |
6,934 % |
3,847 % |
4,509 % |
6,181 % |
3,109 % |
2,655 % |
|
45 |
6,901 % |
3,857 % |
4,500 % |
6,141 % |
3,129 % |
2,684 % |
|
46 |
6,868 % |
3,867 % |
4,492 % |
6,104 % |
3,147 % |
2,712 % |
|
47 |
6,837 % |
3,876 % |
4,483 % |
6,067 % |
3,165 % |
2,739 % |
|
48 |
6,806 % |
3,886 % |
4,475 % |
6,032 % |
3,183 % |
2,765 % |
|
49 |
6,777 % |
3,894 % |
4,467 % |
5,998 % |
3,200 % |
2,790 % |
|
50 |
6,749 % |
3,903 % |
4,460 % |
5,966 % |
3,216 % |
2,814 % |
|
51 |
6,722 % |
3,911 % |
4,452 % |
5,935 % |
3,231 % |
2,838 % |
|
52 |
6,697 % |
3,919 % |
4,445 % |
5,905 % |
3,247 % |
2,860 % |
|
53 |
6,671 % |
3,927 % |
4,438 % |
5,876 % |
3,261 % |
2,882 % |
|
54 |
6,647 % |
3,935 % |
4,431 % |
5,848 % |
3,275 % |
2,903 % |
|
55 |
6,624 % |
3,942 % |
4,425 % |
5,821 % |
3,289 % |
2,923 % |
|
56 |
6,601 % |
3,949 % |
4,418 % |
5,794 % |
3,302 % |
2,943 % |
|
57 |
6,580 % |
3,956 % |
4,412 % |
5,769 % |
3,315 % |
2,962 % |
|
58 |
6,559 % |
3,962 % |
4,406 % |
5,745 % |
3,328 % |
2,981 % |
|
59 |
6,538 % |
3,968 % |
4,400 % |
5,721 % |
3,339 % |
2,998 % |
|
60 |
6,518 % |
3,975 % |
4,395 % |
5,698 % |
3,351 % |
3,016 % |
|
61 |
6,499 % |
3,981 % |
4,389 % |
5,676 % |
3,362 % |
3,032 % |
|
62 |
6,481 % |
3,986 % |
4,384 % |
5,655 % |
3,373 % |
3,049 % |
|
63 |
6,463 % |
3,992 % |
4,379 % |
5,634 % |
3,384 % |
3,064 % |
|
64 |
6,446 % |
3,998 % |
4,374 % |
5,614 % |
3,394 % |
3,079 % |
|
65 |
6,429 % |
4,003 % |
4,369 % |
5,595 % |
3,404 % |
3,094 % |
|
66 |
6,412 % |
4,008 % |
4,364 % |
5,576 % |
3,414 % |
3,109 % |
|
67 |
6,396 % |
4,013 % |
4,359 % |
5,557 % |
3,423 % |
3,123 % |
|
68 |
6,381 % |
4,018 % |
4,355 % |
5,540 % |
3,432 % |
3,136 % |
|
69 |
6,366 % |
4,023 % |
4,351 % |
5,522 % |
3,441 % |
3,149 % |
|
70 |
6,352 % |
4,027 % |
4,346 % |
5,506 % |
3,450 % |
3,162 % |
|
71 |
6,337 % |
4,032 % |
4,342 % |
5,489 % |
3,458 % |
3,174 % |
|
72 |
6,324 % |
4,036 % |
4,338 % |
5,473 % |
3,466 % |
3,186 % |
|
73 |
6,310 % |
4,040 % |
4,334 % |
5,458 % |
3,474 % |
3,198 % |
|
74 |
6,297 % |
4,044 % |
4,330 % |
5,443 % |
3,482 % |
3,210 % |
|
75 |
6,285 % |
4,048 % |
4,327 % |
5,428 % |
3,490 % |
3,221 % |
|
76 |
6,272 % |
4,052 % |
4,323 % |
5,414 % |
3,497 % |
3,232 % |
|
77 |
6,260 % |
4,056 % |
4,320 % |
5,400 % |
3,504 % |
3,242 % |
|
78 |
6,249 % |
4,060 % |
4,316 % |
5,387 % |
3,511 % |
3,253 % |
|
79 |
6,237 % |
4,064 % |
4,313 % |
5,374 % |
3,518 % |
3,263 % |
|
80 |
6,226 % |
4,067 % |
4,309 % |
5,361 % |
3,524 % |
3,272 % |
|
81 |
6,215 % |
4,071 % |
4,306 % |
5,348 % |
3,531 % |
3,282 % |
|
82 |
6,205 % |
4,074 % |
4,303 % |
5,336 % |
3,537 % |
3,291 % |
|
83 |
6,194 % |
4,077 % |
4,300 % |
5,324 % |
3,543 % |
3,300 % |
|
84 |
6,184 % |
4,081 % |
4,297 % |
5,312 % |
3,549 % |
3,309 % |
|
85 |
6,174 % |
4,084 % |
4,294 % |
5,301 % |
3,555 % |
3,318 % |
|
86 |
6,165 % |
4,087 % |
4,291 % |
5,290 % |
3,561 % |
3,326 % |
|
87 |
6,155 % |
4,090 % |
4,289 % |
5,279 % |
3,567 % |
3,335 % |
|
88 |
6,146 % |
4,093 % |
4,286 % |
5,268 % |
3,572 % |
3,343 % |
|
89 |
6,137 % |
4,096 % |
4,283 % |
5,258 % |
3,577 % |
3,351 % |
|
90 |
6,128 % |
4,098 % |
4,281 % |
5,248 % |
3,583 % |
3,358 % |
|
91 |
6,120 % |
4,101 % |
4,278 % |
5,238 % |
3,588 % |
3,366 % |
|
92 |
6,111 % |
4,104 % |
4,276 % |
5,228 % |
3,593 % |
3,373 % |
|
93 |
6,103 % |
4,106 % |
4,273 % |
5,219 % |
3,598 % |
3,381 % |
|
94 |
6,095 % |
4,109 % |
4,271 % |
5,210 % |
3,602 % |
3,388 % |
|
95 |
6,087 % |
4,112 % |
4,269 % |
5,201 % |
3,607 % |
3,395 % |
|
96 |
6,080 % |
4,114 % |
4,266 % |
5,192 % |
3,612 % |
3,401 % |
|
97 |
6,072 % |
4,116 % |
4,264 % |
5,183 % |
3,616 % |
3,408 % |
|
98 |
6,065 % |
4,119 % |
4,262 % |
5,174 % |
3,621 % |
3,415 % |
|
99 |
6,057 % |
4,121 % |
4,260 % |
5,166 % |
3,625 % |
3,421 % |
|
100 |
6,050 % |
4,123 % |
4,258 % |
5,158 % |
3,629 % |
3,427 % |
|
101 |
6,043 % |
4,126 % |
4,256 % |
5,150 % |
3,633 % |
3,434 % |
|
102 |
6,037 % |
4,128 % |
4,254 % |
5,142 % |
3,637 % |
3,440 % |
|
103 |
6,030 % |
4,130 % |
4,252 % |
5,134 % |
3,641 % |
3,445 % |
|
104 |
6,023 % |
4,132 % |
4,250 % |
5,127 % |
3,645 % |
3,451 % |
|
105 |
6,017 % |
4,134 % |
4,248 % |
5,119 % |
3,649 % |
3,457 % |
|
106 |
6,011 % |
4,136 % |
4,246 % |
5,112 % |
3,653 % |
3,462 % |
|
107 |
6,004 % |
4,138 % |
4,244 % |
5,105 % |
3,657 % |
3,468 % |
|
108 |
5,998 % |
4,140 % |
4,242 % |
5,098 % |
3,660 % |
3,473 % |
|
109 |
5,992 % |
4,142 % |
4,240 % |
5,091 % |
3,664 % |
3,479 % |
|
110 |
5,986 % |
4,144 % |
4,239 % |
5,084 % |
3,667 % |
3,484 % |
|
111 |
5,981 % |
4,146 % |
4,237 % |
5,078 % |
3,671 % |
3,489 % |
|
112 |
5,975 % |
4,148 % |
4,235 % |
5,071 % |
3,674 % |
3,494 % |
|
113 |
5,970 % |
4,149 % |
4,234 % |
5,065 % |
3,678 % |
3,499 % |
|
114 |
5,964 % |
4,151 % |
4,232 % |
5,058 % |
3,681 % |
3,504 % |
|
115 |
5,959 % |
4,153 % |
4,230 % |
5,052 % |
3,684 % |
3,508 % |
|
116 |
5,953 % |
4,155 % |
4,229 % |
5,046 % |
3,687 % |
3,513 % |
|
117 |
5,948 % |
4,156 % |
4,227 % |
5,040 % |
3,690 % |
3,518 % |
|
118 |
5,943 % |
4,158 % |
4,226 % |
5,034 % |
3,693 % |
3,522 % |
|
119 |
5,938 % |
4,160 % |
4,224 % |
5,028 % |
3,696 % |
3,527 % |
|
120 |
5,933 % |
4,161 % |
4,223 % |
5,023 % |
3,699 % |
3,531 % |
|
121 |
5,928 % |
4,163 % |
4,222 % |
5,017 % |
3,702 % |
3,535 % |
|
122 |
5,924 % |
4,164 % |
4,220 % |
5,012 % |
3,705 % |
3,539 % |
|
123 |
5,919 % |
4,166 % |
4,219 % |
5,006 % |
3,708 % |
3,543 % |
|
124 |
5,914 % |
4,167 % |
4,217 % |
5,001 % |
3,711 % |
3,548 % |
|
125 |
5,910 % |
4,169 % |
4,216 % |
4,996 % |
3,713 % |
3,552 % |
|
126 |
5,905 % |
4,170 % |
4,215 % |
4,991 % |
3,716 % |
3,556 % |
|
127 |
5,901 % |
4,172 % |
4,213 % |
4,986 % |
3,719 % |
3,559 % |
|
128 |
5,897 % |
4,173 % |
4,212 % |
4,981 % |
3,721 % |
3,563 % |
|
129 |
5,893 % |
4,174 % |
4,211 % |
4,976 % |
3,724 % |
3,567 % |
|
130 |
5,888 % |
4,176 % |
4,210 % |
4,971 % |
3,726 % |
3,571 % |
|
131 |
5,884 % |
4,177 % |
4,208 % |
4,966 % |
3,729 % |
3,574 % |
|
132 |
5,880 % |
4,178 % |
4,207 % |
4,961 % |
3,731 % |
3,578 % |
|
133 |
5,876 % |
4,180 % |
4,206 % |
4,957 % |
3,733 % |
3,581 % |
|
134 |
5,872 % |
4,181 % |
4,205 % |
4,952 % |
3,736 % |
3,585 % |
|
135 |
5,868 % |
4,182 % |
4,204 % |
4,948 % |
3,738 % |
3,588 % |
|
136 |
5,865 % |
4,183 % |
4,203 % |
4,943 % |
3,740 % |
3,592 % |
|
137 |
5,861 % |
4,185 % |
4,201 % |
4,939 % |
3,743 % |
3,595 % |
|
138 |
5,857 % |
4,186 % |
4,200 % |
4,935 % |
3,745 % |
3,598 % |
|
139 |
5,853 % |
4,187 % |
4,199 % |
4,931 % |
3,747 % |
3,602 % |
|
140 |
5,850 % |
4,188 % |
4,198 % |
4,926 % |
3,749 % |
3,605 % |
|
141 |
5,846 % |
4,189 % |
4,197 % |
4,922 % |
3,751 % |
3,608 % |
|
142 |
5,843 % |
4,190 % |
4,196 % |
4,918 % |
3,753 % |
3,611 % |
|
143 |
5,839 % |
4,192 % |
4,195 % |
4,914 % |
3,756 % |
3,614 % |
|
144 |
5,836 % |
4,193 % |
4,194 % |
4,910 % |
3,758 % |
3,617 % |
|
145 |
5,833 % |
4,194 % |
4,193 % |
4,906 % |
3,760 % |
3,620 % |
|
146 |
5,829 % |
4,195 % |
4,192 % |
4,903 % |
3,762 % |
3,623 % |
|
147 |
5,826 % |
4,196 % |
4,191 % |
4,899 % |
3,764 % |
3,626 % |
|
148 |
5,823 % |
4,197 % |
4,190 % |
4,895 % |
3,765 % |
3,629 % |
|
149 |
5,820 % |
4,198 % |
4,189 % |
4,891 % |
3,767 % |
3,632 % |
|
150 |
5,816 % |
4,199 % |
4,188 % |
4,888 % |
3,769 % |
3,634 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
21,800 % |
2,593 % |
– 0,091 % |
|
2 |
19,421 % |
2,491 % |
– 0,092 % |
|
3 |
18,795 % |
2,422 % |
– 0,094 % |
|
4 |
17,703 % |
2,400 % |
– 0,090 % |
|
5 |
16,309 % |
2,402 % |
– 0,079 % |
|
6 |
15,898 % |
2,427 % |
– 0,060 % |
|
7 |
15,751 % |
2,461 % |
– 0,034 % |
|
8 |
15,214 % |
2,492 % |
– 0,003 % |
|
9 |
14,433 % |
2,526 % |
0,034 % |
|
10 |
13,642 % |
2,551 % |
0,074 % |
|
11 |
12,965 % |
2,586 % |
0,115 % |
|
12 |
12,397 % |
2,601 % |
0,156 % |
|
13 |
11,912 % |
2,618 % |
0,198 % |
|
14 |
11,492 % |
2,639 % |
0,240 % |
|
15 |
11,125 % |
2,659 % |
0,280 % |
|
16 |
10,800 % |
2,673 % |
0,319 % |
|
17 |
10,510 % |
2,683 % |
0,357 % |
|
18 |
10,251 % |
2,690 % |
0,392 % |
|
19 |
10,016 % |
2,695 % |
0,426 % |
|
20 |
9,803 % |
2,698 % |
0,458 % |
|
21 |
9,608 % |
2,699 % |
0,487 % |
|
22 |
9,430 % |
2,699 % |
0,514 % |
|
23 |
9,266 % |
2,698 % |
0,537 % |
|
24 |
9,114 % |
2,698 % |
0,557 % |
|
25 |
8,974 % |
2,697 % |
0,572 % |
|
26 |
8,843 % |
2,697 % |
0,583 % |
|
27 |
8,721 % |
2,696 % |
0,593 % |
|
28 |
8,607 % |
2,695 % |
0,606 % |
|
29 |
8,501 % |
2,694 % |
0,622 % |
|
30 |
8,401 % |
2,692 % |
0,645 % |
|
31 |
8,307 % |
2,689 % |
0,674 % |
|
32 |
8,218 % |
2,686 % |
0,709 % |
|
33 |
8,135 % |
2,682 % |
0,748 % |
|
34 |
8,056 % |
2,677 % |
0,790 % |
|
35 |
7,981 % |
2,672 % |
0,833 % |
|
36 |
7,910 % |
2,666 % |
0,878 % |
|
37 |
7,843 % |
2,659 % |
0,923 % |
|
38 |
7,779 % |
2,652 % |
0,969 % |
|
39 |
7,718 % |
2,643 % |
1,014 % |
|
40 |
7,660 % |
2,634 % |
1,059 % |
|
41 |
7,605 % |
2,623 % |
1,103 % |
|
42 |
7,552 % |
2,612 % |
1,147 % |
|
43 |
7,502 % |
2,602 % |
1,190 % |
|
44 |
7,453 % |
2,593 % |
1,231 % |
|
45 |
7,407 % |
2,585 % |
1,272 % |
|
46 |
7,363 % |
2,579 % |
1,312 % |
|
47 |
7,321 % |
2,575 % |
1,350 % |
|
48 |
7,280 % |
2,574 % |
1,388 % |
|
49 |
7,241 % |
2,575 % |
1,424 % |
|
50 |
7,203 % |
2,579 % |
1,459 % |
|
51 |
7,167 % |
2,585 % |
1,494 % |
|
52 |
7,132 % |
2,594 % |
1,527 % |
|
53 |
7,099 % |
2,605 % |
1,559 % |
|
54 |
7,067 % |
2,617 % |
1,591 % |
|
55 |
7,036 % |
2,631 % |
1,621 % |
|
56 |
7,005 % |
2,645 % |
1,651 % |
|
57 |
6,976 % |
2,660 % |
1,679 % |
|
58 |
6,948 % |
2,676 % |
1,707 % |
|
59 |
6,921 % |
2,692 % |
1,734 % |
|
60 |
6,895 % |
2,708 % |
1,760 % |
|
61 |
6,870 % |
2,724 % |
1,785 % |
|
62 |
6,845 % |
2,741 % |
1,810 % |
|
63 |
6,822 % |
2,758 % |
1,834 % |
|
64 |
6,798 % |
2,774 % |
1,857 % |
|
65 |
6,776 % |
2,790 % |
1,879 % |
|
66 |
6,755 % |
2,807 % |
1,901 % |
|
67 |
6,734 % |
2,823 % |
1,922 % |
|
68 |
6,713 % |
2,838 % |
1,943 % |
|
69 |
6,693 % |
2,854 % |
1,963 % |
|
70 |
6,674 % |
2,869 % |
1,983 % |
|
71 |
6,655 % |
2,885 % |
2,002 % |
|
72 |
6,637 % |
2,899 % |
2,020 % |
|
73 |
6,619 % |
2,914 % |
2,038 % |
|
74 |
6,602 % |
2,928 % |
2,056 % |
|
75 |
6,585 % |
2,942 % |
2,073 % |
|
76 |
6,569 % |
2,956 % |
2,089 % |
|
77 |
6,553 % |
2,970 % |
2,105 % |
|
78 |
6,538 % |
2,983 % |
2,121 % |
|
79 |
6,523 % |
2,996 % |
2,137 % |
|
80 |
6,508 % |
3,008 % |
2,152 % |
|
81 |
6,494 % |
3,021 % |
2,166 % |
|
82 |
6,480 % |
3,033 % |
2,181 % |
|
83 |
6,466 % |
3,045 % |
2,195 % |
|
84 |
6,453 % |
3,056 % |
2,208 % |
|
85 |
6,440 % |
3,068 % |
2,222 % |
|
86 |
6,427 % |
3,079 % |
2,235 % |
|
87 |
6,414 % |
3,090 % |
2,247 % |
|
88 |
6,402 % |
3,101 % |
2,260 % |
|
89 |
6,390 % |
3,111 % |
2,272 % |
|
90 |
6,379 % |
3,121 % |
2,284 % |
|
91 |
6,367 % |
3,131 % |
2,296 % |
|
92 |
6,356 % |
3,141 % |
2,307 % |
|
93 |
6,345 % |
3,151 % |
2,318 % |
|
94 |
6,335 % |
3,160 % |
2,329 % |
|
95 |
6,324 % |
3,170 % |
2,340 % |
|
96 |
6,314 % |
3,179 % |
2,350 % |
|
97 |
6,304 % |
3,188 % |
2,361 % |
|
98 |
6,294 % |
3,196 % |
2,371 % |
|
99 |
6,285 % |
3,205 % |
2,380 % |
|
100 |
6,275 % |
3,213 % |
2,390 % |
|
101 |
6,266 % |
3,221 % |
2,400 % |
|
102 |
6,257 % |
3,230 % |
2,409 % |
|
103 |
6,248 % |
3,237 % |
2,418 % |
|
104 |
6,240 % |
3,245 % |
2,427 % |
|
105 |
6,231 % |
3,253 % |
2,436 % |
|
106 |
6,223 % |
3,260 % |
2,444 % |
|
107 |
6,215 % |
3,268 % |
2,453 % |
|
108 |
6,207 % |
3,275 % |
2,461 % |
|
109 |
6,199 % |
3,282 % |
2,469 % |
|
110 |
6,191 % |
3,289 % |
2,477 % |
|
111 |
6,183 % |
3,296 % |
2,485 % |
|
112 |
6,176 % |
3,302 % |
2,492 % |
|
113 |
6,169 % |
3,309 % |
2,500 % |
|
114 |
6,161 % |
3,315 % |
2,507 % |
|
115 |
6,154 % |
3,322 % |
2,515 % |
|
116 |
6,147 % |
3,328 % |
2,522 % |
|
117 |
6,141 % |
3,334 % |
2,529 % |
|
118 |
6,134 % |
3,340 % |
2,536 % |
|
119 |
6,127 % |
3,346 % |
2,543 % |
|
120 |
6,121 % |
3,352 % |
2,549 % |
|
121 |
6,114 % |
3,358 % |
2,556 % |
|
122 |
6,108 % |
3,363 % |
2,562 % |
|
123 |
6,102 % |
3,369 % |
2,569 % |
|
124 |
6,096 % |
3,374 % |
2,575 % |
|
125 |
6,090 % |
3,380 % |
2,581 % |
|
126 |
6,084 % |
3,385 % |
2,587 % |
|
127 |
6,078 % |
3,390 % |
2,593 % |
|
128 |
6,072 % |
3,396 % |
2,599 % |
|
129 |
6,067 % |
3,401 % |
2,605 % |
|
130 |
6,061 % |
3,406 % |
2,611 % |
|
131 |
6,056 % |
3,410 % |
2,616 % |
|
132 |
6,050 % |
3,415 % |
2,622 % |
|
133 |
6,045 % |
3,420 % |
2,627 % |
|
134 |
6,040 % |
3,425 % |
2,633 % |
|
135 |
6,035 % |
3,429 % |
2,638 % |
|
136 |
6,030 % |
3,434 % |
2,643 % |
|
137 |
6,025 % |
3,438 % |
2,648 % |
|
138 |
6,020 % |
3,443 % |
2,653 % |
|
139 |
6,015 % |
3,447 % |
2,658 % |
|
140 |
6,010 % |
3,451 % |
2,663 % |
|
141 |
6,006 % |
3,456 % |
2,668 % |
|
142 |
6,001 % |
3,460 % |
2,673 % |
|
143 |
5,996 % |
3,464 % |
2,678 % |
|
144 |
5,992 % |
3,468 % |
2,682 % |
|
145 |
5,987 % |
3,472 % |
2,687 % |
|
146 |
5,983 % |
3,476 % |
2,692 % |
|
147 |
5,979 % |
3,480 % |
2,696 % |
|
148 |
5,974 % |
3,484 % |
2,700 % |
|
149 |
5,970 % |
3,488 % |
2,705 % |
|
150 |
5,966 % |
3,491 % |
2,709 % |
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 |
32 |
5 |
0 |
26 |
1 |
|
2 |
0 |
0 |
40 |
5 |
0 |
43 |
0 |
|
3 |
0 |
1 |
45 |
5 |
2 |
48 |
0 |
|
4 |
0 |
3 |
48 |
5 |
3 |
49 |
0 |
|
5 |
0 |
4 |
53 |
5 |
5 |
52 |
0 |
|
6 |
1 |
5 |
56 |
5 |
7 |
55 |
0 |
|
7 |
2 |
6 |
59 |
5 |
9 |
56 |
0 |
|
8 |
3 |
7 |
60 |
5 |
12 |
55 |
0 |
|
9 |
3 |
8 |
62 |
5 |
13 |
52 |
0 |
|
10 |
3 |
8 |
64 |
5 |
14 |
51 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
408 |
4 |
17 |
|
2 |
0 |
0 |
0 |
0 |
252 |
4 |
24 |
|
3 |
1 |
0 |
0 |
0 |
223 |
4 |
26 |
|
4 |
3 |
0 |
0 |
0 |
194 |
4 |
27 |
|
5 |
4 |
0 |
0 |
0 |
177 |
4 |
28 |
|
6 |
5 |
0 |
0 |
0 |
174 |
4 |
30 |
|
7 |
6 |
0 |
0 |
0 |
170 |
4 |
30 |
|
8 |
7 |
0 |
1 |
0 |
175 |
2 |
31 |
|
9 |
8 |
1 |
2 |
0 |
177 |
1 |
32 |
|
10 |
8 |
0 |
3 |
0 |
179 |
4 |
32 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
17 |
0 |
4 |
|
2 |
14 |
11 |
12 |
0 |
24 |
0 |
4 |
|
3 |
18 |
15 |
15 |
0 |
26 |
0 |
4 |
|
4 |
21 |
17 |
17 |
0 |
27 |
0 |
4 |
|
5 |
23 |
19 |
19 |
0 |
28 |
0 |
4 |
|
6 |
24 |
20 |
21 |
0 |
30 |
0 |
4 |
|
7 |
26 |
22 |
22 |
0 |
30 |
0 |
4 |
|
8 |
27 |
23 |
24 |
1 |
31 |
0 |
4 |
|
9 |
29 |
24 |
25 |
2 |
32 |
0 |
4 |
|
10 |
30 |
24 |
25 |
3 |
32 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
26 |
9 |
12 |
19 |
5 |
0 |
0 |
|
2 |
43 |
17 |
16 |
22 |
12 |
0 |
0 |
|
3 |
48 |
20 |
19 |
27 |
15 |
0 |
0 |
|
4 |
49 |
21 |
20 |
31 |
17 |
0 |
0 |
|
5 |
52 |
23 |
22 |
35 |
19 |
0 |
0 |
|
6 |
55 |
24 |
23 |
38 |
21 |
0 |
0 |
|
7 |
56 |
25 |
24 |
40 |
22 |
0 |
0 |
|
8 |
55 |
27 |
26 |
41 |
24 |
0 |
0 |
|
9 |
52 |
29 |
26 |
42 |
25 |
0 |
0 |
|
10 |
51 |
26 |
26 |
42 |
25 |
0 |
0 |
|
Duration (in years) |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
Chile |
|
1 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
2 |
0 |
0 |
0 |
0 |
12 |
0 |
19 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
9 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
11 |
0 |
10 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
1 |
29 |
0 |
10 |
0 |
0 |
9 |
|
4 |
2 |
37 |
0 |
10 |
0 |
0 |
10 |
|
5 |
2 |
39 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
43 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
45 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
42 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
40 |
0 |
10 |
1 |
0 |
9 |
|
10 |
5 |
42 |
0 |
10 |
1 |
0 |
9 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
5 |
10 |
0 |
4 |
|
2 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
7 |
14 |
0 |
4 |
|
5 |
0 |
1 |
0 |
6 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
6 |
15 |
0 |
4 |
|
7 |
0 |
8 |
0 |
8 |
16 |
0 |
4 |
|
8 |
0 |
12 |
0 |
9 |
16 |
0 |
4 |
|
9 |
0 |
18 |
0 |
9 |
16 |
0 |
4 |
|
10 |
0 |
18 |
0 |
10 |
16 |
0 |
4 |
|
Duration (in years) |
United States |
|
1 |
0 |
|
2 |
0 |
|
3 |
0 |
|
4 |
0 |
|
5 |
0 |
|
6 |
0 |
|
7 |
0 |
|
8 |
0 |
|
9 |
0 |
|
10 |
0 |
2. Exposures to financial institutions
2.1 Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
20 |
46 |
122 |
236 |
566 |
1 182 |
|
2 |
6 |
20 |
46 |
122 |
236 |
566 |
970 |
|
3 |
7 |
23 |
47 |
115 |
232 |
562 |
803 |
|
4 |
8 |
25 |
49 |
117 |
231 |
561 |
673 |
|
5 |
10 |
28 |
55 |
120 |
231 |
561 |
571 |
|
6 |
11 |
30 |
58 |
125 |
231 |
561 |
561 |
|
7 |
12 |
33 |
60 |
127 |
231 |
561 |
561 |
|
8 |
12 |
33 |
60 |
126 |
231 |
561 |
561 |
|
9 |
12 |
34 |
59 |
125 |
231 |
561 |
561 |
|
10 |
13 |
35 |
60 |
125 |
231 |
561 |
561 |
|
11 |
13 |
36 |
60 |
125 |
231 |
561 |
561 |
|
12 |
14 |
37 |
60 |
125 |
231 |
561 |
561 |
|
13 |
14 |
38 |
60 |
125 |
231 |
561 |
561 |
|
14 |
14 |
38 |
60 |
125 |
231 |
561 |
561 |
|
15 |
14 |
38 |
60 |
125 |
231 |
561 |
561 |
|
16 |
14 |
38 |
60 |
125 |
231 |
561 |
561 |
|
17 |
14 |
38 |
60 |
125 |
231 |
561 |
561 |
|
18 |
14 |
38 |
60 |
125 |
231 |
561 |
561 |
|
19 |
14 |
38 |
60 |
125 |
231 |
561 |
561 |
|
20 |
15 |
38 |
60 |
125 |
231 |
561 |
561 |
|
21 |
15 |
38 |
60 |
125 |
231 |
561 |
561 |
|
22 |
16 |
38 |
60 |
125 |
231 |
561 |
561 |
|
23 |
17 |
38 |
60 |
125 |
231 |
561 |
561 |
|
24 |
18 |
38 |
60 |
125 |
231 |
561 |
561 |
|
25 |
18 |
38 |
60 |
125 |
231 |
561 |
561 |
|
26 |
19 |
38 |
60 |
125 |
231 |
561 |
561 |
|
27 |
20 |
38 |
60 |
125 |
231 |
561 |
561 |
|
28 |
21 |
38 |
60 |
125 |
231 |
561 |
561 |
|
29 |
21 |
38 |
60 |
125 |
231 |
561 |
561 |
|
30 |
22 |
38 |
60 |
125 |
231 |
561 |
561 |
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 |
11 |
26 |
51 |
128 |
242 |
571 |
1 225 |
|
2 |
14 |
28 |
53 |
130 |
244 |
573 |
1 004 |
|
3 |
15 |
31 |
55 |
123 |
240 |
570 |
830 |
|
4 |
16 |
33 |
57 |
125 |
239 |
568 |
694 |
|
5 |
17 |
35 |
62 |
128 |
239 |
568 |
587 |
|
6 |
18 |
37 |
65 |
132 |
238 |
567 |
567 |
|
7 |
18 |
39 |
66 |
134 |
237 |
567 |
567 |
|
8 |
18 |
39 |
65 |
132 |
237 |
566 |
566 |
|
9 |
17 |
39 |
65 |
130 |
236 |
566 |
566 |
|
10 |
18 |
40 |
64 |
130 |
236 |
565 |
565 |
|
11 |
18 |
41 |
64 |
129 |
235 |
565 |
565 |
|
12 |
17 |
41 |
64 |
128 |
235 |
564 |
564 |
|
13 |
17 |
41 |
63 |
128 |
234 |
564 |
564 |
|
14 |
17 |
41 |
62 |
127 |
234 |
563 |
563 |
|
15 |
16 |
40 |
62 |
127 |
233 |
563 |
563 |
|
16 |
16 |
40 |
61 |
126 |
233 |
562 |
562 |
|
17 |
16 |
39 |
61 |
126 |
232 |
562 |
562 |
|
18 |
15 |
39 |
61 |
126 |
232 |
562 |
562 |
|
19 |
15 |
39 |
61 |
126 |
232 |
562 |
562 |
|
20 |
16 |
40 |
61 |
126 |
233 |
562 |
562 |
|
21 |
16 |
40 |
62 |
127 |
233 |
563 |
563 |
|
22 |
17 |
40 |
62 |
127 |
233 |
563 |
563 |
|
23 |
18 |
40 |
62 |
127 |
233 |
563 |
563 |
|
24 |
18 |
40 |
62 |
127 |
234 |
563 |
563 |
|
25 |
19 |
41 |
62 |
127 |
234 |
563 |
563 |
|
26 |
19 |
41 |
62 |
127 |
234 |
563 |
563 |
|
27 |
21 |
41 |
62 |
127 |
234 |
563 |
563 |
|
28 |
21 |
41 |
62 |
127 |
234 |
563 |
563 |
|
29 |
21 |
41 |
62 |
127 |
234 |
563 |
563 |
|
30 |
22 |
40 |
62 |
127 |
234 |
563 |
563 |
2.3 Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
20 |
46 |
122 |
236 |
565 |
1 182 |
|
2 |
6 |
20 |
46 |
122 |
236 |
565 |
970 |
|
3 |
7 |
23 |
47 |
115 |
232 |
561 |
803 |
|
4 |
8 |
25 |
49 |
117 |
231 |
560 |
673 |
|
5 |
10 |
28 |
55 |
120 |
231 |
560 |
571 |
|
6 |
11 |
30 |
58 |
125 |
231 |
560 |
560 |
|
7 |
12 |
32 |
60 |
127 |
231 |
560 |
560 |
|
8 |
12 |
33 |
59 |
126 |
231 |
560 |
560 |
|
9 |
12 |
34 |
59 |
125 |
231 |
560 |
560 |
|
10 |
13 |
35 |
59 |
124 |
231 |
560 |
560 |
|
11 |
13 |
36 |
60 |
124 |
231 |
560 |
560 |
|
12 |
14 |
37 |
60 |
124 |
231 |
560 |
560 |
|
13 |
14 |
38 |
60 |
124 |
231 |
560 |
560 |
|
14 |
14 |
38 |
60 |
124 |
231 |
560 |
560 |
|
15 |
14 |
38 |
60 |
124 |
231 |
560 |
560 |
|
16 |
14 |
38 |
60 |
124 |
231 |
560 |
560 |
|
17 |
14 |
38 |
60 |
124 |
231 |
560 |
560 |
|
18 |
14 |
38 |
60 |
124 |
231 |
560 |
560 |
|
19 |
14 |
38 |
60 |
124 |
231 |
560 |
560 |
|
20 |
15 |
38 |
60 |
124 |
231 |
560 |
560 |
|
21 |
15 |
38 |
60 |
124 |
231 |
560 |
560 |
|
22 |
16 |
38 |
60 |
124 |
231 |
560 |
560 |
|
23 |
17 |
38 |
60 |
124 |
231 |
560 |
560 |
|
24 |
18 |
38 |
60 |
125 |
231 |
560 |
560 |
|
25 |
18 |
38 |
60 |
125 |
231 |
560 |
560 |
|
26 |
19 |
38 |
60 |
125 |
231 |
560 |
560 |
|
27 |
20 |
38 |
60 |
125 |
231 |
560 |
560 |
|
28 |
21 |
38 |
60 |
125 |
231 |
560 |
560 |
|
29 |
21 |
38 |
60 |
125 |
231 |
560 |
560 |
|
30 |
22 |
38 |
60 |
125 |
231 |
560 |
560 |
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 |
83 |
97 |
123 |
199 |
313 |
642 |
1 196 |
|
2 |
79 |
93 |
118 |
195 |
309 |
638 |
988 |
|
3 |
82 |
98 |
122 |
190 |
308 |
637 |
823 |
|
4 |
81 |
98 |
122 |
190 |
304 |
633 |
692 |
|
5 |
80 |
98 |
125 |
190 |
301 |
631 |
631 |
|
6 |
79 |
99 |
126 |
193 |
299 |
629 |
629 |
|
7 |
78 |
99 |
126 |
193 |
297 |
627 |
627 |
|
8 |
77 |
98 |
124 |
191 |
296 |
625 |
625 |
|
9 |
76 |
98 |
123 |
188 |
295 |
624 |
624 |
|
10 |
72 |
95 |
119 |
184 |
291 |
620 |
620 |
|
11 |
70 |
93 |
117 |
182 |
288 |
617 |
617 |
|
12 |
69 |
93 |
115 |
180 |
287 |
616 |
616 |
|
13 |
69 |
92 |
114 |
179 |
286 |
615 |
615 |
|
14 |
68 |
92 |
114 |
179 |
285 |
615 |
615 |
|
15 |
68 |
92 |
114 |
178 |
285 |
614 |
614 |
|
16 |
67 |
91 |
113 |
178 |
284 |
614 |
614 |
|
17 |
67 |
91 |
112 |
177 |
284 |
613 |
613 |
|
18 |
66 |
90 |
112 |
177 |
283 |
612 |
612 |
|
19 |
65 |
89 |
111 |
176 |
282 |
612 |
612 |
|
20 |
65 |
88 |
110 |
175 |
282 |
611 |
611 |
|
21 |
64 |
88 |
110 |
174 |
281 |
610 |
610 |
|
22 |
63 |
87 |
109 |
174 |
280 |
609 |
609 |
|
23 |
62 |
86 |
108 |
173 |
279 |
608 |
608 |
|
24 |
61 |
85 |
107 |
172 |
278 |
607 |
607 |
|
25 |
60 |
84 |
106 |
171 |
277 |
606 |
606 |
|
26 |
59 |
83 |
105 |
169 |
276 |
605 |
605 |
|
27 |
58 |
82 |
104 |
168 |
275 |
604 |
604 |
|
28 |
57 |
81 |
103 |
167 |
274 |
603 |
603 |
|
29 |
56 |
80 |
101 |
166 |
273 |
602 |
602 |
|
30 |
55 |
79 |
100 |
165 |
272 |
601 |
601 |
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 |
9 |
24 |
49 |
126 |
240 |
569 |
1 185 |
|
2 |
11 |
26 |
51 |
128 |
242 |
571 |
973 |
|
3 |
14 |
29 |
53 |
122 |
239 |
568 |
807 |
|
4 |
15 |
32 |
57 |
124 |
238 |
568 |
676 |
|
5 |
17 |
35 |
62 |
127 |
238 |
568 |
573 |
|
6 |
18 |
37 |
65 |
132 |
238 |
568 |
568 |
|
7 |
19 |
39 |
67 |
134 |
238 |
567 |
567 |
|
8 |
18 |
40 |
66 |
132 |
238 |
567 |
567 |
|
9 |
18 |
40 |
65 |
131 |
237 |
566 |
566 |
|
10 |
18 |
41 |
65 |
130 |
237 |
566 |
566 |
|
11 |
18 |
41 |
65 |
130 |
236 |
566 |
566 |
|
12 |
18 |
42 |
65 |
129 |
236 |
565 |
565 |
|
13 |
19 |
42 |
64 |
129 |
236 |
565 |
565 |
|
14 |
18 |
42 |
64 |
129 |
235 |
565 |
565 |
|
15 |
18 |
42 |
64 |
129 |
235 |
565 |
565 |
|
16 |
18 |
41 |
63 |
128 |
235 |
564 |
564 |
|
17 |
18 |
41 |
63 |
128 |
235 |
564 |
564 |
|
18 |
18 |
41 |
63 |
128 |
235 |
564 |
564 |
|
19 |
18 |
41 |
63 |
128 |
235 |
564 |
564 |
|
20 |
18 |
42 |
64 |
129 |
235 |
564 |
564 |
|
21 |
19 |
42 |
64 |
129 |
235 |
565 |
565 |
|
22 |
19 |
43 |
64 |
129 |
236 |
565 |
565 |
|
23 |
19 |
43 |
64 |
129 |
236 |
565 |
565 |
|
24 |
19 |
43 |
65 |
129 |
236 |
565 |
565 |
|
25 |
19 |
43 |
65 |
129 |
236 |
565 |
565 |
|
26 |
19 |
43 |
65 |
129 |
236 |
565 |
565 |
|
27 |
20 |
43 |
65 |
129 |
236 |
565 |
565 |
|
28 |
21 |
43 |
64 |
129 |
236 |
565 |
565 |
|
29 |
21 |
43 |
64 |
129 |
236 |
565 |
565 |
|
30 |
22 |
43 |
64 |
129 |
236 |
565 |
565 |
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 |
51 |
65 |
90 |
167 |
281 |
610 |
1 190 |
|
2 |
54 |
69 |
94 |
171 |
285 |
614 |
978 |
|
3 |
60 |
76 |
100 |
168 |
285 |
614 |
812 |
|
4 |
63 |
80 |
105 |
172 |
286 |
616 |
682 |
|
5 |
66 |
84 |
111 |
176 |
287 |
616 |
616 |
|
6 |
67 |
86 |
114 |
181 |
287 |
616 |
616 |
|
7 |
67 |
88 |
115 |
183 |
286 |
616 |
616 |
|
8 |
66 |
87 |
114 |
180 |
285 |
615 |
615 |
|
9 |
65 |
87 |
112 |
178 |
284 |
613 |
613 |
|
10 |
64 |
86 |
111 |
176 |
282 |
612 |
612 |
|
11 |
63 |
86 |
109 |
174 |
281 |
610 |
610 |
|
12 |
62 |
85 |
108 |
173 |
279 |
609 |
609 |
|
13 |
61 |
84 |
106 |
171 |
278 |
607 |
607 |
|
14 |
60 |
83 |
105 |
170 |
276 |
606 |
606 |
|
15 |
58 |
82 |
104 |
169 |
275 |
605 |
605 |
|
16 |
57 |
81 |
103 |
168 |
274 |
603 |
603 |
|
17 |
56 |
80 |
102 |
167 |
273 |
603 |
603 |
|
18 |
56 |
79 |
101 |
166 |
272 |
602 |
602 |
|
19 |
55 |
79 |
100 |
165 |
272 |
601 |
601 |
|
20 |
54 |
78 |
100 |
165 |
271 |
601 |
601 |
|
21 |
54 |
77 |
99 |
164 |
270 |
600 |
600 |
|
22 |
53 |
77 |
98 |
163 |
270 |
599 |
599 |
|
23 |
52 |
76 |
98 |
162 |
269 |
598 |
598 |
|
24 |
51 |
75 |
97 |
162 |
268 |
597 |
597 |
|
25 |
50 |
74 |
96 |
161 |
267 |
597 |
597 |
|
26 |
49 |
73 |
95 |
160 |
266 |
596 |
596 |
|
27 |
49 |
72 |
94 |
159 |
265 |
595 |
595 |
|
28 |
48 |
72 |
93 |
158 |
265 |
594 |
594 |
|
29 |
47 |
71 |
93 |
157 |
264 |
593 |
593 |
|
30 |
46 |
70 |
92 |
157 |
263 |
592 |
592 |
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 |
45 |
122 |
235 |
565 |
1 181 |
|
2 |
5 |
20 |
45 |
122 |
235 |
565 |
969 |
|
3 |
6 |
22 |
46 |
114 |
232 |
561 |
803 |
|
4 |
7 |
24 |
49 |
116 |
230 |
560 |
673 |
|
5 |
9 |
27 |
54 |
119 |
230 |
560 |
570 |
|
6 |
10 |
29 |
57 |
124 |
230 |
560 |
560 |
|
7 |
11 |
32 |
59 |
126 |
230 |
560 |
560 |
|
8 |
11 |
32 |
59 |
125 |
230 |
560 |
560 |
|
9 |
11 |
33 |
59 |
124 |
230 |
560 |
560 |
|
10 |
12 |
34 |
59 |
124 |
230 |
560 |
560 |
|
11 |
12 |
35 |
59 |
124 |
230 |
560 |
560 |
|
12 |
13 |
36 |
59 |
124 |
230 |
560 |
560 |
|
13 |
13 |
37 |
59 |
124 |
230 |
560 |
560 |
|
14 |
13 |
37 |
59 |
124 |
230 |
560 |
560 |
|
15 |
13 |
37 |
59 |
124 |
230 |
560 |
560 |
|
16 |
13 |
37 |
59 |
124 |
230 |
560 |
560 |
|
17 |
13 |
37 |
59 |
124 |
230 |
560 |
560 |
|
18 |
14 |
37 |
59 |
124 |
230 |
560 |
560 |
|
19 |
14 |
37 |
59 |
124 |
230 |
560 |
560 |
|
20 |
15 |
37 |
59 |
124 |
230 |
560 |
560 |
|
21 |
15 |
37 |
59 |
124 |
230 |
560 |
560 |
|
22 |
16 |
37 |
59 |
124 |
230 |
560 |
560 |
|
23 |
17 |
37 |
59 |
124 |
230 |
560 |
560 |
|
24 |
18 |
37 |
59 |
124 |
230 |
560 |
560 |
|
25 |
18 |
37 |
59 |
124 |
230 |
560 |
560 |
|
26 |
19 |
37 |
59 |
124 |
230 |
560 |
560 |
|
27 |
20 |
37 |
59 |
124 |
230 |
560 |
560 |
|
28 |
21 |
37 |
59 |
124 |
230 |
560 |
560 |
|
29 |
21 |
37 |
59 |
124 |
230 |
560 |
560 |
|
30 |
22 |
37 |
59 |
124 |
230 |
560 |
560 |
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 |
56 |
154 |
254 |
584 |
1 206 |
|
2 |
7 |
25 |
56 |
154 |
254 |
584 |
990 |
|
3 |
8 |
27 |
56 |
139 |
250 |
579 |
820 |
|
4 |
10 |
29 |
57 |
128 |
248 |
578 |
687 |
|
5 |
11 |
31 |
58 |
116 |
247 |
577 |
582 |
|
6 |
14 |
34 |
62 |
108 |
246 |
575 |
575 |
|
7 |
16 |
37 |
62 |
101 |
245 |
574 |
574 |
|
8 |
16 |
38 |
61 |
93 |
244 |
573 |
573 |
|
9 |
19 |
45 |
64 |
87 |
243 |
572 |
572 |
|
10 |
19 |
45 |
62 |
84 |
242 |
571 |
571 |
|
11 |
17 |
44 |
60 |
83 |
241 |
570 |
570 |
|
12 |
17 |
44 |
61 |
84 |
240 |
570 |
570 |
|
13 |
17 |
44 |
61 |
84 |
240 |
569 |
569 |
|
14 |
17 |
44 |
61 |
84 |
239 |
568 |
568 |
|
15 |
17 |
44 |
61 |
84 |
238 |
567 |
567 |
|
16 |
17 |
44 |
61 |
84 |
236 |
566 |
566 |
|
17 |
17 |
44 |
61 |
84 |
236 |
565 |
565 |
|
18 |
17 |
44 |
61 |
84 |
235 |
564 |
564 |
|
19 |
17 |
44 |
61 |
84 |
235 |
564 |
564 |
|
20 |
17 |
44 |
61 |
84 |
235 |
565 |
565 |
|
21 |
17 |
44 |
61 |
84 |
236 |
565 |
565 |
|
22 |
17 |
44 |
61 |
84 |
235 |
565 |
565 |
|
23 |
17 |
44 |
61 |
84 |
235 |
564 |
564 |
|
24 |
18 |
44 |
61 |
84 |
234 |
564 |
564 |
|
25 |
18 |
44 |
61 |
84 |
234 |
563 |
563 |
|
26 |
19 |
44 |
61 |
84 |
233 |
563 |
563 |
|
27 |
20 |
44 |
61 |
84 |
233 |
562 |
562 |
|
28 |
21 |
44 |
61 |
84 |
233 |
562 |
562 |
|
29 |
21 |
44 |
61 |
84 |
232 |
562 |
562 |
|
30 |
22 |
44 |
61 |
84 |
232 |
561 |
561 |
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 |
86 |
101 |
126 |
203 |
317 |
646 |
1 251 |
|
2 |
84 |
99 |
124 |
201 |
314 |
644 |
1 031 |
|
3 |
83 |
99 |
123 |
191 |
309 |
638 |
855 |
|
4 |
82 |
99 |
123 |
191 |
305 |
635 |
717 |
|
5 |
81 |
99 |
126 |
191 |
302 |
632 |
632 |
|
6 |
80 |
99 |
127 |
194 |
300 |
629 |
629 |
|
7 |
78 |
99 |
126 |
193 |
297 |
627 |
627 |
|
8 |
76 |
97 |
123 |
189 |
295 |
624 |
624 |
|
9 |
73 |
95 |
121 |
186 |
292 |
622 |
622 |
|
10 |
72 |
95 |
119 |
184 |
291 |
620 |
620 |
|
11 |
71 |
94 |
118 |
183 |
289 |
618 |
618 |
|
12 |
70 |
93 |
116 |
181 |
287 |
617 |
617 |
|
13 |
69 |
92 |
114 |
179 |
286 |
615 |
615 |
|
14 |
67 |
91 |
113 |
178 |
284 |
614 |
614 |
|
15 |
66 |
90 |
111 |
176 |
283 |
612 |
612 |
|
16 |
65 |
88 |
110 |
175 |
282 |
611 |
611 |
|
17 |
64 |
87 |
109 |
174 |
280 |
610 |
610 |
|
18 |
63 |
86 |
108 |
173 |
279 |
609 |
609 |
|
19 |
62 |
85 |
107 |
172 |
279 |
608 |
608 |
|
20 |
61 |
85 |
106 |
171 |
278 |
607 |
607 |
|
21 |
60 |
84 |
106 |
170 |
277 |
606 |
606 |
|
22 |
59 |
83 |
105 |
169 |
276 |
605 |
605 |
|
23 |
58 |
82 |
104 |
168 |
275 |
604 |
604 |
|
24 |
57 |
81 |
103 |
167 |
274 |
603 |
603 |
|
25 |
56 |
80 |
102 |
166 |
273 |
602 |
602 |
|
26 |
55 |
79 |
101 |
165 |
272 |
601 |
601 |
|
27 |
54 |
78 |
100 |
164 |
271 |
600 |
600 |
|
28 |
53 |
77 |
99 |
163 |
270 |
599 |
599 |
|
29 |
52 |
76 |
98 |
162 |
269 |
598 |
598 |
|
30 |
51 |
75 |
97 |
161 |
268 |
597 |
597 |
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 |
60 |
74 |
99 |
176 |
290 |
619 |
1 205 |
|
2 |
58 |
73 |
98 |
175 |
288 |
618 |
993 |
|
3 |
58 |
74 |
98 |
166 |
284 |
613 |
825 |
|
4 |
58 |
75 |
100 |
167 |
281 |
611 |
693 |
|
5 |
58 |
76 |
103 |
168 |
279 |
609 |
609 |
|
6 |
57 |
76 |
104 |
171 |
277 |
607 |
607 |
|
7 |
57 |
77 |
104 |
172 |
276 |
605 |
605 |
|
8 |
55 |
76 |
103 |
169 |
274 |
603 |
603 |
|
9 |
53 |
75 |
101 |
166 |
272 |
602 |
602 |
|
10 |
53 |
75 |
100 |
165 |
271 |
601 |
601 |
|
11 |
52 |
75 |
99 |
164 |
270 |
600 |
600 |
|
12 |
52 |
75 |
98 |
163 |
269 |
599 |
599 |
|
13 |
51 |
75 |
97 |
162 |
268 |
598 |
598 |
|
14 |
51 |
75 |
97 |
161 |
268 |
597 |
597 |
|
15 |
50 |
74 |
96 |
161 |
267 |
597 |
597 |
|
16 |
49 |
73 |
95 |
160 |
266 |
595 |
595 |
|
17 |
49 |
72 |
94 |
159 |
265 |
595 |
595 |
|
18 |
48 |
72 |
94 |
158 |
265 |
594 |
594 |
|
19 |
47 |
71 |
93 |
158 |
264 |
594 |
594 |
|
20 |
47 |
71 |
93 |
158 |
264 |
593 |
593 |
|
21 |
47 |
71 |
93 |
157 |
264 |
593 |
593 |
|
22 |
46 |
70 |
92 |
157 |
263 |
593 |
593 |
|
23 |
46 |
70 |
92 |
156 |
263 |
592 |
592 |
|
24 |
45 |
69 |
91 |
156 |
262 |
592 |
592 |
|
25 |
45 |
69 |
90 |
155 |
262 |
591 |
591 |
|
26 |
44 |
68 |
90 |
154 |
261 |
590 |
590 |
|
27 |
43 |
67 |
89 |
154 |
260 |
590 |
590 |
|
28 |
43 |
66 |
88 |
153 |
260 |
589 |
589 |
|
29 |
42 |
66 |
88 |
152 |
259 |
588 |
588 |
|
30 |
41 |
65 |
87 |
152 |
258 |
588 |
588 |
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 |
45 |
71 |
147 |
261 |
590 |
1 211 |
|
2 |
31 |
46 |
71 |
148 |
262 |
591 |
996 |
|
3 |
31 |
47 |
71 |
140 |
257 |
586 |
825 |
|
4 |
32 |
49 |
73 |
141 |
255 |
584 |
691 |
|
5 |
32 |
51 |
77 |
143 |
254 |
583 |
586 |
|
6 |
33 |
52 |
80 |
147 |
253 |
582 |
582 |
|
7 |
33 |
54 |
81 |
148 |
252 |
581 |
581 |
|
8 |
32 |
53 |
80 |
146 |
251 |
581 |
581 |
|
9 |
32 |
53 |
79 |
144 |
250 |
580 |
580 |
|
10 |
31 |
54 |
78 |
143 |
250 |
579 |
579 |
|
11 |
31 |
54 |
78 |
143 |
249 |
578 |
578 |
|
12 |
31 |
54 |
77 |
142 |
248 |
578 |
578 |
|
13 |
30 |
54 |
76 |
141 |
247 |
577 |
577 |
|
14 |
30 |
54 |
75 |
140 |
247 |
576 |
576 |
|
15 |
29 |
53 |
75 |
140 |
246 |
575 |
575 |
|
16 |
28 |
52 |
74 |
139 |
245 |
575 |
575 |
|
17 |
28 |
52 |
73 |
138 |
245 |
574 |
574 |
|
18 |
27 |
51 |
73 |
138 |
244 |
574 |
574 |
|
19 |
27 |
51 |
73 |
138 |
244 |
573 |
573 |
|
20 |
27 |
51 |
73 |
138 |
244 |
573 |
573 |
|
21 |
27 |
51 |
73 |
138 |
244 |
573 |
573 |
|
22 |
27 |
51 |
73 |
138 |
244 |
573 |
573 |
|
23 |
27 |
51 |
73 |
137 |
244 |
573 |
573 |
|
24 |
27 |
51 |
72 |
137 |
244 |
573 |
573 |
|
25 |
27 |
50 |
72 |
137 |
243 |
573 |
573 |
|
26 |
26 |
50 |
72 |
137 |
243 |
573 |
573 |
|
27 |
26 |
50 |
72 |
136 |
243 |
572 |
572 |
|
28 |
26 |
50 |
71 |
136 |
243 |
572 |
572 |
|
29 |
26 |
49 |
71 |
136 |
242 |
572 |
572 |
|
30 |
25 |
49 |
71 |
136 |
242 |
572 |
572 |
2.12 Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
26 |
102 |
216 |
546 |
1 174 |
|
2 |
1 |
5 |
27 |
103 |
217 |
547 |
964 |
|
3 |
2 |
5 |
28 |
96 |
214 |
543 |
798 |
|
4 |
3 |
6 |
31 |
98 |
212 |
542 |
669 |
|
5 |
4 |
9 |
36 |
101 |
212 |
542 |
567 |
|
6 |
4 |
11 |
39 |
106 |
212 |
542 |
542 |
|
7 |
5 |
14 |
41 |
108 |
212 |
542 |
542 |
|
8 |
6 |
14 |
41 |
107 |
212 |
542 |
542 |
|
9 |
7 |
15 |
40 |
106 |
212 |
542 |
542 |
|
10 |
8 |
16 |
41 |
106 |
212 |
542 |
542 |
|
11 |
8 |
18 |
42 |
107 |
213 |
543 |
543 |
|
12 |
9 |
18 |
41 |
105 |
212 |
541 |
541 |
|
13 |
10 |
20 |
42 |
106 |
213 |
542 |
542 |
|
14 |
11 |
20 |
41 |
106 |
213 |
542 |
542 |
|
15 |
11 |
18 |
40 |
105 |
211 |
541 |
541 |
|
16 |
12 |
17 |
39 |
104 |
210 |
540 |
540 |
|
17 |
12 |
17 |
39 |
104 |
210 |
540 |
540 |
|
18 |
14 |
17 |
39 |
104 |
211 |
540 |
540 |
|
19 |
14 |
19 |
40 |
104 |
211 |
540 |
540 |
|
20 |
15 |
19 |
40 |
105 |
211 |
541 |
541 |
|
21 |
15 |
20 |
41 |
105 |
212 |
541 |
541 |
|
22 |
16 |
20 |
41 |
106 |
212 |
541 |
541 |
|
23 |
17 |
22 |
41 |
106 |
212 |
541 |
541 |
|
24 |
18 |
22 |
41 |
105 |
212 |
541 |
541 |
|
25 |
18 |
23 |
42 |
105 |
212 |
541 |
541 |
|
26 |
19 |
23 |
43 |
105 |
212 |
541 |
541 |
|
27 |
19 |
25 |
45 |
105 |
212 |
541 |
541 |
|
28 |
21 |
25 |
46 |
105 |
212 |
541 |
541 |
|
29 |
21 |
26 |
47 |
105 |
212 |
541 |
541 |
|
30 |
22 |
27 |
48 |
105 |
212 |
541 |
541 |
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 |
62 |
87 |
164 |
277 |
607 |
1 222 |
|
2 |
47 |
62 |
87 |
164 |
277 |
607 |
1 002 |
|
3 |
48 |
64 |
88 |
156 |
273 |
602 |
829 |
|
4 |
48 |
65 |
89 |
157 |
271 |
601 |
694 |
|
5 |
49 |
67 |
94 |
159 |
270 |
599 |
599 |
|
6 |
49 |
68 |
96 |
162 |
269 |
598 |
598 |
|
7 |
49 |
69 |
97 |
164 |
268 |
597 |
597 |
|
8 |
48 |
69 |
95 |
161 |
267 |
596 |
596 |
|
9 |
47 |
69 |
94 |
159 |
266 |
595 |
595 |
|
10 |
46 |
69 |
93 |
158 |
265 |
594 |
594 |
|
11 |
46 |
69 |
92 |
157 |
264 |
593 |
593 |
|
12 |
46 |
69 |
92 |
157 |
263 |
592 |
592 |
|
13 |
45 |
69 |
91 |
156 |
262 |
592 |
592 |
|
14 |
45 |
68 |
90 |
155 |
262 |
591 |
591 |
|
15 |
44 |
68 |
90 |
154 |
261 |
590 |
590 |
|
16 |
43 |
67 |
89 |
154 |
260 |
589 |
589 |
|
17 |
43 |
66 |
88 |
153 |
259 |
589 |
589 |
|
18 |
42 |
66 |
88 |
152 |
259 |
588 |
588 |
|
19 |
41 |
65 |
87 |
152 |
258 |
588 |
588 |
|
20 |
41 |
65 |
87 |
152 |
258 |
588 |
588 |
|
21 |
41 |
65 |
87 |
152 |
258 |
587 |
587 |
|
22 |
41 |
65 |
86 |
151 |
258 |
587 |
587 |
|
23 |
40 |
64 |
86 |
151 |
257 |
587 |
587 |
|
24 |
40 |
64 |
85 |
150 |
257 |
586 |
586 |
|
25 |
39 |
63 |
85 |
150 |
256 |
585 |
585 |
|
26 |
39 |
62 |
84 |
149 |
255 |
585 |
585 |
|
27 |
38 |
62 |
83 |
148 |
255 |
584 |
584 |
|
28 |
37 |
61 |
83 |
148 |
254 |
583 |
583 |
|
29 |
37 |
60 |
82 |
147 |
253 |
583 |
583 |
|
30 |
36 |
60 |
82 |
146 |
253 |
582 |
582 |
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 |
16 |
30 |
56 |
132 |
246 |
575 |
1 218 |
|
2 |
20 |
34 |
60 |
136 |
250 |
579 |
1 000 |
|
3 |
24 |
40 |
64 |
132 |
249 |
579 |
829 |
|
4 |
28 |
45 |
69 |
136 |
251 |
580 |
694 |
|
5 |
30 |
49 |
75 |
141 |
252 |
581 |
588 |
|
6 |
29 |
49 |
77 |
143 |
250 |
579 |
579 |
|
7 |
34 |
55 |
82 |
150 |
253 |
583 |
583 |
|
8 |
33 |
54 |
81 |
147 |
252 |
582 |
582 |
|
9 |
34 |
56 |
81 |
147 |
253 |
582 |
582 |
|
10 |
36 |
58 |
83 |
148 |
254 |
584 |
584 |
|
11 |
38 |
61 |
84 |
149 |
255 |
585 |
585 |
|
12 |
39 |
62 |
85 |
150 |
256 |
586 |
586 |
|
13 |
40 |
63 |
85 |
150 |
257 |
586 |
586 |
|
14 |
40 |
64 |
86 |
150 |
257 |
586 |
586 |
|
15 |
40 |
64 |
86 |
151 |
257 |
586 |
586 |
|
16 |
40 |
63 |
85 |
150 |
256 |
586 |
586 |
|
17 |
40 |
63 |
85 |
150 |
256 |
586 |
586 |
|
18 |
39 |
63 |
84 |
149 |
256 |
585 |
585 |
|
19 |
38 |
62 |
84 |
149 |
255 |
585 |
585 |
|
20 |
38 |
62 |
84 |
149 |
255 |
585 |
585 |
|
21 |
38 |
62 |
84 |
149 |
255 |
585 |
585 |
|
22 |
38 |
62 |
84 |
149 |
255 |
584 |
584 |
|
23 |
38 |
62 |
83 |
148 |
255 |
584 |
584 |
|
24 |
37 |
61 |
83 |
148 |
254 |
584 |
584 |
|
25 |
37 |
61 |
83 |
147 |
254 |
583 |
583 |
|
26 |
36 |
60 |
82 |
147 |
253 |
583 |
583 |
|
27 |
36 |
60 |
82 |
146 |
253 |
582 |
582 |
|
28 |
35 |
59 |
81 |
146 |
252 |
582 |
582 |
|
29 |
35 |
59 |
80 |
145 |
252 |
581 |
581 |
|
30 |
34 |
58 |
80 |
145 |
251 |
581 |
581 |
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 |
15 |
29 |
55 |
131 |
245 |
574 |
1 227 |
|
2 |
16 |
31 |
56 |
133 |
246 |
576 |
1 006 |
|
3 |
18 |
34 |
58 |
126 |
244 |
573 |
833 |
|
4 |
20 |
37 |
61 |
129 |
243 |
572 |
697 |
|
5 |
21 |
40 |
66 |
132 |
243 |
572 |
590 |
|
6 |
22 |
42 |
70 |
136 |
243 |
572 |
572 |
|
7 |
24 |
44 |
72 |
139 |
243 |
572 |
572 |
|
8 |
24 |
45 |
71 |
137 |
243 |
572 |
572 |
|
9 |
24 |
46 |
71 |
136 |
243 |
572 |
572 |
|
10 |
24 |
47 |
71 |
136 |
243 |
572 |
572 |
|
11 |
25 |
48 |
72 |
137 |
243 |
572 |
572 |
|
12 |
26 |
49 |
72 |
137 |
243 |
573 |
573 |
|
13 |
26 |
50 |
72 |
137 |
243 |
573 |
573 |
|
14 |
27 |
50 |
72 |
137 |
243 |
573 |
573 |
|
15 |
27 |
50 |
72 |
137 |
243 |
573 |
573 |
|
16 |
26 |
50 |
72 |
137 |
243 |
573 |
573 |
|
17 |
26 |
50 |
72 |
137 |
243 |
573 |
573 |
|
18 |
26 |
50 |
72 |
137 |
243 |
573 |
573 |
|
19 |
26 |
50 |
72 |
137 |
243 |
572 |
572 |
|
20 |
26 |
50 |
72 |
137 |
243 |
573 |
573 |
|
21 |
26 |
50 |
72 |
137 |
243 |
573 |
573 |
|
22 |
26 |
50 |
72 |
137 |
243 |
572 |
572 |
|
23 |
26 |
50 |
71 |
136 |
243 |
572 |
572 |
|
24 |
25 |
49 |
71 |
136 |
242 |
572 |
572 |
|
25 |
25 |
49 |
71 |
135 |
242 |
571 |
571 |
|
26 |
25 |
48 |
70 |
135 |
242 |
571 |
571 |
|
27 |
24 |
48 |
70 |
135 |
241 |
571 |
571 |
|
28 |
24 |
48 |
70 |
134 |
241 |
570 |
570 |
|
29 |
24 |
47 |
69 |
134 |
240 |
570 |
570 |
|
30 |
23 |
47 |
69 |
134 |
240 |
570 |
570 |
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 |
90 |
167 |
280 |
610 |
1 242 |
|
2 |
53 |
68 |
93 |
170 |
283 |
613 |
1 021 |
|
3 |
57 |
73 |
97 |
165 |
282 |
612 |
847 |
|
4 |
59 |
76 |
101 |
168 |
282 |
612 |
710 |
|
5 |
61 |
79 |
106 |
171 |
283 |
612 |
612 |
|
6 |
63 |
82 |
110 |
177 |
283 |
612 |
612 |
|
7 |
64 |
84 |
112 |
179 |
283 |
612 |
612 |
|
8 |
63 |
84 |
111 |
177 |
282 |
612 |
612 |
|
9 |
63 |
85 |
110 |
176 |
282 |
611 |
611 |
|
10 |
63 |
86 |
110 |
175 |
282 |
611 |
611 |
|
11 |
64 |
87 |
110 |
175 |
281 |
611 |
611 |
|
12 |
63 |
87 |
109 |
174 |
281 |
610 |
610 |
|
13 |
63 |
86 |
109 |
173 |
280 |
609 |
609 |
|
14 |
62 |
86 |
108 |
172 |
279 |
608 |
608 |
|
15 |
61 |
85 |
107 |
172 |
278 |
607 |
607 |
|
16 |
60 |
84 |
106 |
171 |
277 |
607 |
607 |
|
17 |
59 |
83 |
105 |
170 |
276 |
606 |
606 |
|
18 |
59 |
83 |
104 |
169 |
276 |
605 |
605 |
|
19 |
58 |
82 |
104 |
168 |
275 |
604 |
604 |
|
20 |
57 |
81 |
103 |
168 |
274 |
604 |
604 |
|
21 |
57 |
80 |
102 |
167 |
274 |
603 |
603 |
|
22 |
56 |
80 |
101 |
166 |
273 |
602 |
602 |
|
23 |
55 |
79 |
101 |
165 |
272 |
601 |
601 |
|
24 |
54 |
78 |
100 |
164 |
271 |
600 |
600 |
|
25 |
53 |
77 |
99 |
164 |
270 |
599 |
599 |
|
26 |
52 |
76 |
98 |
163 |
269 |
598 |
598 |
|
27 |
51 |
75 |
97 |
162 |
268 |
598 |
598 |
|
28 |
50 |
74 |
96 |
161 |
267 |
597 |
597 |
|
29 |
50 |
73 |
95 |
160 |
266 |
596 |
596 |
|
30 |
49 |
72 |
94 |
159 |
265 |
595 |
595 |
2.17 Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
81 |
96 |
121 |
198 |
312 |
641 |
1 273 |
|
2 |
86 |
100 |
125 |
202 |
316 |
645 |
1 050 |
|
3 |
87 |
103 |
127 |
195 |
312 |
642 |
872 |
|
4 |
87 |
104 |
129 |
196 |
311 |
640 |
732 |
|
5 |
91 |
109 |
136 |
201 |
312 |
641 |
641 |
|
6 |
92 |
112 |
140 |
206 |
313 |
642 |
642 |
|
7 |
94 |
114 |
142 |
209 |
313 |
642 |
642 |
|
8 |
95 |
116 |
142 |
208 |
314 |
643 |
643 |
|
9 |
95 |
117 |
143 |
208 |
314 |
644 |
644 |
|
10 |
96 |
118 |
143 |
208 |
314 |
644 |
644 |
|
11 |
96 |
119 |
142 |
207 |
314 |
643 |
643 |
|
12 |
95 |
119 |
142 |
206 |
313 |
642 |
642 |
|
13 |
95 |
118 |
140 |
205 |
312 |
641 |
641 |
|
14 |
93 |
117 |
139 |
204 |
310 |
639 |
639 |
|
15 |
92 |
116 |
137 |
202 |
309 |
638 |
638 |
|
16 |
90 |
114 |
136 |
201 |
307 |
637 |
637 |
|
17 |
89 |
113 |
134 |
199 |
306 |
635 |
635 |
|
18 |
87 |
111 |
133 |
198 |
304 |
634 |
634 |
|
19 |
86 |
110 |
132 |
197 |
303 |
632 |
632 |
|
20 |
85 |
109 |
130 |
195 |
302 |
631 |
631 |
|
21 |
83 |
107 |
129 |
194 |
300 |
630 |
630 |
|
22 |
82 |
106 |
128 |
192 |
299 |
628 |
628 |
|
23 |
80 |
104 |
126 |
191 |
297 |
627 |
627 |
|
24 |
79 |
103 |
124 |
189 |
296 |
625 |
625 |
|
25 |
77 |
101 |
123 |
188 |
294 |
623 |
623 |
|
26 |
76 |
99 |
121 |
186 |
292 |
622 |
622 |
|
27 |
74 |
98 |
120 |
184 |
291 |
620 |
620 |
|
28 |
73 |
96 |
118 |
183 |
289 |
619 |
619 |
|
29 |
71 |
95 |
117 |
181 |
288 |
617 |
617 |
|
30 |
70 |
93 |
115 |
180 |
286 |
616 |
616 |
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 |
8 |
23 |
48 |
125 |
238 |
568 |
1 222 |
|
2 |
11 |
26 |
51 |
128 |
242 |
571 |
1 003 |
|
3 |
15 |
31 |
55 |
123 |
240 |
570 |
830 |
|
4 |
18 |
35 |
59 |
127 |
241 |
570 |
695 |
|
5 |
21 |
39 |
66 |
131 |
242 |
571 |
589 |
|
6 |
22 |
42 |
70 |
136 |
243 |
572 |
572 |
|
7 |
24 |
44 |
72 |
139 |
243 |
572 |
572 |
|
8 |
24 |
45 |
71 |
138 |
243 |
572 |
572 |
|
9 |
24 |
46 |
71 |
137 |
243 |
572 |
572 |
|
10 |
25 |
47 |
72 |
137 |
243 |
572 |
572 |
|
11 |
25 |
48 |
72 |
136 |
243 |
572 |
572 |
|
12 |
25 |
49 |
71 |
136 |
243 |
572 |
572 |
|
13 |
25 |
49 |
71 |
136 |
242 |
571 |
571 |
|
14 |
25 |
48 |
70 |
135 |
241 |
571 |
571 |
|
15 |
24 |
48 |
69 |
134 |
241 |
570 |
570 |
|
16 |
23 |
47 |
68 |
133 |
240 |
569 |
569 |
|
17 |
22 |
46 |
68 |
133 |
239 |
569 |
569 |
|
18 |
22 |
46 |
68 |
133 |
239 |
568 |
568 |
|
19 |
22 |
46 |
67 |
132 |
239 |
568 |
568 |
|
20 |
22 |
46 |
68 |
132 |
239 |
568 |
568 |
|
21 |
22 |
46 |
68 |
133 |
239 |
568 |
568 |
|
22 |
22 |
46 |
68 |
133 |
239 |
568 |
568 |
|
23 |
22 |
46 |
68 |
133 |
239 |
568 |
568 |
|
24 |
22 |
46 |
68 |
132 |
239 |
568 |
568 |
|
25 |
22 |
46 |
68 |
132 |
239 |
568 |
568 |
|
26 |
22 |
46 |
67 |
132 |
239 |
568 |
568 |
|
27 |
22 |
45 |
67 |
132 |
238 |
568 |
568 |
|
28 |
21 |
45 |
67 |
132 |
238 |
568 |
568 |
|
29 |
21 |
45 |
67 |
132 |
238 |
568 |
568 |
|
30 |
22 |
45 |
67 |
131 |
238 |
567 |
567 |
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 |
94 |
109 |
134 |
210 |
324 |
654 |
1 315 |
|
2 |
94 |
109 |
134 |
211 |
325 |
654 |
1 080 |
|
3 |
95 |
111 |
135 |
203 |
321 |
650 |
895 |
|
4 |
96 |
113 |
137 |
205 |
319 |
648 |
750 |
|
5 |
97 |
115 |
142 |
207 |
318 |
648 |
648 |
|
6 |
97 |
117 |
145 |
211 |
318 |
647 |
647 |
|
7 |
98 |
119 |
146 |
213 |
317 |
646 |
646 |
|
8 |
98 |
119 |
145 |
211 |
317 |
646 |
646 |
|
9 |
97 |
119 |
144 |
210 |
316 |
645 |
645 |
|
10 |
96 |
118 |
143 |
208 |
314 |
644 |
644 |
|
11 |
95 |
118 |
141 |
206 |
312 |
642 |
642 |
|
12 |
93 |
117 |
139 |
204 |
311 |
640 |
640 |
|
13 |
92 |
115 |
137 |
202 |
309 |
638 |
638 |
|
14 |
90 |
114 |
135 |
200 |
307 |
636 |
636 |
|
15 |
88 |
112 |
134 |
198 |
305 |
634 |
634 |
|
16 |
86 |
110 |
131 |
196 |
303 |
632 |
632 |
|
17 |
84 |
108 |
130 |
195 |
301 |
631 |
631 |
|
18 |
83 |
106 |
128 |
193 |
300 |
629 |
629 |
|
19 |
81 |
105 |
127 |
192 |
298 |
628 |
628 |
|
20 |
80 |
104 |
126 |
191 |
297 |
627 |
627 |
|
21 |
79 |
103 |
125 |
190 |
296 |
626 |
626 |
|
22 |
78 |
102 |
124 |
189 |
295 |
624 |
624 |
|
23 |
77 |
101 |
123 |
187 |
294 |
623 |
623 |
|
24 |
76 |
100 |
121 |
186 |
293 |
622 |
622 |
|
25 |
75 |
98 |
120 |
185 |
292 |
621 |
621 |
|
26 |
74 |
97 |
119 |
184 |
290 |
620 |
620 |
|
27 |
72 |
96 |
118 |
183 |
289 |
619 |
619 |
|
28 |
71 |
95 |
117 |
182 |
288 |
618 |
618 |
|
29 |
70 |
94 |
116 |
181 |
287 |
616 |
616 |
|
30 |
69 |
93 |
115 |
180 |
286 |
615 |
615 |
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 |
341 |
356 |
381 |
458 |
572 |
901 |
1 355 |
|
2 |
80 |
95 |
120 |
197 |
310 |
640 |
1 110 |
|
3 |
84 |
100 |
124 |
192 |
309 |
639 |
919 |
|
4 |
87 |
104 |
129 |
196 |
311 |
640 |
769 |
|
5 |
90 |
108 |
135 |
200 |
312 |
641 |
651 |
|
6 |
92 |
111 |
139 |
206 |
312 |
642 |
642 |
|
7 |
93 |
114 |
141 |
209 |
312 |
642 |
642 |
|
8 |
94 |
115 |
142 |
208 |
313 |
643 |
643 |
|
9 |
94 |
116 |
142 |
207 |
313 |
643 |
643 |
|
10 |
95 |
117 |
142 |
207 |
313 |
643 |
643 |
|
11 |
95 |
118 |
142 |
207 |
313 |
642 |
642 |
|
12 |
96 |
119 |
142 |
207 |
313 |
642 |
642 |
|
13 |
96 |
120 |
142 |
207 |
313 |
643 |
643 |
|
14 |
97 |
121 |
143 |
207 |
314 |
643 |
643 |
|
15 |
98 |
122 |
143 |
208 |
315 |
644 |
644 |
|
16 |
99 |
122 |
144 |
209 |
316 |
645 |
645 |
|
17 |
100 |
123 |
145 |
210 |
317 |
646 |
646 |
|
18 |
101 |
125 |
146 |
211 |
318 |
647 |
647 |
|
19 |
102 |
125 |
147 |
212 |
319 |
648 |
648 |
|
20 |
102 |
126 |
148 |
213 |
319 |
649 |
649 |
|
21 |
102 |
126 |
148 |
213 |
319 |
649 |
649 |
|
22 |
102 |
126 |
148 |
213 |
319 |
648 |
648 |
|
23 |
102 |
125 |
147 |
212 |
319 |
648 |
648 |
|
24 |
101 |
125 |
146 |
211 |
318 |
647 |
647 |
|
25 |
100 |
124 |
145 |
210 |
317 |
646 |
646 |
|
26 |
99 |
123 |
144 |
209 |
316 |
645 |
645 |
|
27 |
97 |
121 |
143 |
208 |
314 |
644 |
644 |
|
28 |
96 |
120 |
142 |
207 |
313 |
642 |
642 |
|
29 |
95 |
119 |
140 |
205 |
312 |
641 |
641 |
|
30 |
93 |
117 |
139 |
204 |
310 |
640 |
640 |
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 |
11 |
36 |
112 |
226 |
556 |
1 196 |
|
2 |
1 |
10 |
36 |
112 |
226 |
556 |
982 |
|
3 |
2 |
12 |
36 |
105 |
222 |
551 |
813 |
|
4 |
3 |
14 |
38 |
106 |
220 |
549 |
681 |
|
5 |
4 |
16 |
43 |
108 |
219 |
549 |
576 |
|
6 |
4 |
17 |
45 |
112 |
218 |
548 |
548 |
|
7 |
5 |
19 |
47 |
114 |
218 |
547 |
547 |
|
8 |
7 |
19 |
45 |
112 |
217 |
546 |
546 |
|
9 |
7 |
19 |
44 |
110 |
216 |
545 |
545 |
|
10 |
8 |
20 |
44 |
109 |
215 |
545 |
545 |
|
11 |
8 |
20 |
44 |
109 |
215 |
545 |
545 |
|
12 |
9 |
21 |
44 |
109 |
215 |
545 |
545 |
|
13 |
10 |
22 |
44 |
109 |
215 |
545 |
545 |
|
14 |
11 |
22 |
44 |
109 |
215 |
545 |
545 |
|
15 |
11 |
23 |
44 |
109 |
216 |
545 |
545 |
|
16 |
12 |
23 |
44 |
109 |
216 |
545 |
545 |
|
17 |
12 |
23 |
45 |
110 |
216 |
545 |
545 |
|
18 |
14 |
23 |
45 |
110 |
217 |
546 |
546 |
|
19 |
15 |
24 |
46 |
111 |
217 |
547 |
547 |
|
20 |
15 |
25 |
47 |
112 |
218 |
547 |
547 |
|
21 |
16 |
26 |
48 |
112 |
219 |
548 |
548 |
|
22 |
17 |
26 |
48 |
113 |
220 |
549 |
549 |
|
23 |
17 |
27 |
49 |
114 |
220 |
550 |
550 |
|
24 |
18 |
28 |
49 |
114 |
221 |
550 |
550 |
|
25 |
18 |
28 |
50 |
115 |
221 |
550 |
550 |
|
26 |
19 |
28 |
50 |
115 |
221 |
551 |
551 |
|
27 |
20 |
29 |
51 |
115 |
222 |
551 |
551 |
|
28 |
21 |
29 |
51 |
116 |
222 |
552 |
552 |
|
29 |
21 |
29 |
51 |
116 |
222 |
552 |
552 |
|
30 |
22 |
30 |
51 |
116 |
223 |
552 |
552 |
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 |
53 |
68 |
93 |
170 |
283 |
613 |
1 222 |
|
2 |
54 |
69 |
94 |
171 |
284 |
614 |
1 002 |
|
3 |
55 |
71 |
95 |
163 |
280 |
610 |
830 |
|
4 |
55 |
72 |
97 |
164 |
279 |
608 |
695 |
|
5 |
56 |
74 |
101 |
166 |
277 |
607 |
607 |
|
6 |
57 |
76 |
104 |
171 |
277 |
606 |
606 |
|
7 |
56 |
77 |
104 |
172 |
275 |
605 |
605 |
|
8 |
56 |
77 |
103 |
170 |
275 |
604 |
604 |
|
9 |
55 |
77 |
102 |
168 |
274 |
604 |
604 |
|
10 |
54 |
77 |
101 |
166 |
273 |
602 |
602 |
|
11 |
53 |
76 |
100 |
165 |
271 |
601 |
601 |
|
12 |
52 |
76 |
98 |
163 |
270 |
599 |
599 |
|
13 |
51 |
75 |
97 |
162 |
268 |
597 |
597 |
|
14 |
50 |
73 |
95 |
160 |
267 |
596 |
596 |
|
15 |
48 |
72 |
94 |
159 |
265 |
595 |
595 |
|
16 |
47 |
70 |
92 |
157 |
263 |
593 |
593 |
|
17 |
45 |
69 |
91 |
156 |
262 |
592 |
592 |
|
18 |
44 |
68 |
90 |
155 |
261 |
591 |
591 |
|
19 |
43 |
67 |
89 |
154 |
260 |
590 |
590 |
|
20 |
43 |
67 |
88 |
153 |
260 |
589 |
589 |
|
21 |
42 |
66 |
88 |
153 |
259 |
589 |
589 |
|
22 |
42 |
65 |
87 |
152 |
259 |
588 |
588 |
|
23 |
41 |
65 |
87 |
151 |
258 |
587 |
587 |
|
24 |
40 |
64 |
86 |
151 |
257 |
587 |
587 |
|
25 |
40 |
63 |
85 |
150 |
256 |
586 |
586 |
|
26 |
39 |
63 |
84 |
149 |
256 |
585 |
585 |
|
27 |
38 |
62 |
84 |
149 |
255 |
584 |
584 |
|
28 |
37 |
61 |
83 |
148 |
254 |
584 |
584 |
|
29 |
37 |
61 |
82 |
147 |
254 |
583 |
583 |
|
30 |
36 |
60 |
82 |
147 |
253 |
582 |
582 |
2.23 Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
115 |
130 |
155 |
232 |
346 |
675 |
1 322 |
|
2 |
116 |
131 |
156 |
233 |
347 |
676 |
1 086 |
|
3 |
119 |
135 |
159 |
227 |
344 |
673 |
901 |
|
4 |
121 |
138 |
162 |
229 |
344 |
673 |
755 |
|
5 |
122 |
140 |
167 |
233 |
344 |
673 |
673 |
|
6 |
123 |
142 |
170 |
237 |
343 |
673 |
673 |
|
7 |
124 |
144 |
172 |
239 |
343 |
672 |
672 |
|
8 |
123 |
144 |
170 |
237 |
342 |
671 |
671 |
|
9 |
122 |
144 |
169 |
235 |
341 |
670 |
670 |
|
10 |
121 |
144 |
168 |
233 |
340 |
669 |
669 |
|
11 |
121 |
144 |
167 |
232 |
338 |
668 |
668 |
|
12 |
119 |
143 |
165 |
230 |
337 |
666 |
666 |
|
13 |
117 |
141 |
163 |
228 |
335 |
664 |
664 |
|
14 |
116 |
139 |
161 |
226 |
332 |
662 |
662 |
|
15 |
113 |
137 |
159 |
224 |
330 |
659 |
659 |
|
16 |
111 |
134 |
156 |
221 |
327 |
657 |
657 |
|
17 |
108 |
132 |
154 |
219 |
325 |
655 |
655 |
|
18 |
106 |
130 |
152 |
217 |
323 |
652 |
652 |
|
19 |
104 |
128 |
150 |
215 |
321 |
650 |
650 |
|
20 |
102 |
126 |
148 |
213 |
319 |
649 |
649 |
|
21 |
101 |
124 |
146 |
211 |
318 |
647 |
647 |
|
22 |
99 |
123 |
144 |
209 |
316 |
645 |
645 |
|
23 |
97 |
121 |
143 |
207 |
314 |
643 |
643 |
|
24 |
95 |
119 |
141 |
206 |
312 |
642 |
642 |
|
25 |
93 |
117 |
139 |
204 |
310 |
640 |
640 |
|
26 |
92 |
115 |
137 |
202 |
309 |
638 |
638 |
|
27 |
90 |
114 |
136 |
200 |
307 |
636 |
636 |
|
28 |
88 |
112 |
134 |
199 |
305 |
635 |
635 |
|
29 |
87 |
111 |
132 |
197 |
304 |
633 |
633 |
|
30 |
85 |
109 |
131 |
196 |
302 |
631 |
631 |
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 |
172 |
187 |
212 |
289 |
403 |
732 |
1 308 |
|
2 |
182 |
196 |
222 |
298 |
412 |
741 |
1 082 |
|
3 |
187 |
203 |
227 |
295 |
412 |
742 |
903 |
|
4 |
189 |
206 |
231 |
298 |
412 |
742 |
761 |
|
5 |
190 |
209 |
235 |
301 |
412 |
741 |
741 |
|
6 |
190 |
210 |
238 |
304 |
411 |
740 |
740 |
|
7 |
190 |
210 |
238 |
305 |
409 |
738 |
738 |
|
8 |
188 |
210 |
236 |
302 |
407 |
737 |
737 |
|
9 |
187 |
209 |
234 |
300 |
406 |
735 |
735 |
|
10 |
186 |
209 |
233 |
298 |
405 |
734 |
734 |
|
11 |
185 |
208 |
231 |
296 |
403 |
732 |
732 |
|
12 |
183 |
206 |
229 |
294 |
400 |
729 |
729 |
|
13 |
180 |
204 |
226 |
291 |
397 |
726 |
726 |
|
14 |
177 |
201 |
223 |
287 |
394 |
723 |
723 |
|
15 |
174 |
198 |
219 |
284 |
391 |
720 |
720 |
|
16 |
171 |
194 |
216 |
281 |
388 |
717 |
717 |
|
17 |
167 |
191 |
213 |
278 |
384 |
714 |
714 |
|
18 |
164 |
188 |
210 |
275 |
381 |
711 |
711 |
|
19 |
161 |
185 |
207 |
272 |
378 |
707 |
707 |
|
20 |
158 |
182 |
204 |
269 |
375 |
704 |
704 |
|
21 |
155 |
179 |
201 |
266 |
372 |
701 |
701 |
|
22 |
152 |
176 |
198 |
262 |
369 |
698 |
698 |
|
23 |
149 |
173 |
194 |
259 |
366 |
695 |
695 |
|
24 |
146 |
169 |
191 |
256 |
362 |
692 |
692 |
|
25 |
143 |
166 |
188 |
253 |
359 |
689 |
689 |
|
26 |
139 |
163 |
185 |
250 |
356 |
686 |
686 |
|
27 |
137 |
160 |
182 |
247 |
353 |
683 |
683 |
|
28 |
134 |
157 |
179 |
244 |
350 |
680 |
680 |
|
29 |
131 |
155 |
176 |
241 |
348 |
677 |
677 |
|
30 |
128 |
152 |
174 |
239 |
345 |
674 |
674 |
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 |
29 |
43 |
69 |
145 |
259 |
588 |
1 234 |
|
2 |
30 |
44 |
70 |
146 |
260 |
589 |
1 013 |
|
3 |
31 |
47 |
71 |
139 |
256 |
585 |
839 |
|
4 |
32 |
49 |
73 |
141 |
255 |
584 |
703 |
|
5 |
33 |
51 |
78 |
143 |
254 |
584 |
596 |
|
6 |
33 |
52 |
80 |
147 |
253 |
583 |
583 |
|
7 |
33 |
54 |
81 |
149 |
252 |
582 |
582 |
|
8 |
32 |
53 |
80 |
146 |
251 |
581 |
581 |
|
9 |
31 |
53 |
79 |
144 |
250 |
580 |
580 |
|
10 |
31 |
54 |
78 |
143 |
250 |
579 |
579 |
|
11 |
31 |
54 |
78 |
142 |
249 |
578 |
578 |
|
12 |
31 |
54 |
77 |
142 |
248 |
578 |
578 |
|
13 |
31 |
54 |
76 |
141 |
248 |
577 |
577 |
|
14 |
30 |
54 |
76 |
141 |
247 |
577 |
577 |
|
15 |
30 |
54 |
76 |
140 |
247 |
576 |
576 |
|
16 |
30 |
53 |
75 |
140 |
247 |
576 |
576 |
|
17 |
30 |
53 |
75 |
140 |
247 |
576 |
576 |
|
18 |
30 |
53 |
75 |
140 |
247 |
576 |
576 |
|
19 |
30 |
53 |
75 |
140 |
247 |
576 |
576 |
|
20 |
30 |
54 |
75 |
140 |
247 |
576 |
576 |
|
21 |
30 |
54 |
76 |
140 |
247 |
576 |
576 |
|
22 |
30 |
54 |
75 |
140 |
247 |
576 |
576 |
|
23 |
30 |
53 |
75 |
140 |
247 |
576 |
576 |
|
24 |
30 |
53 |
75 |
140 |
246 |
576 |
576 |
|
25 |
29 |
53 |
75 |
140 |
246 |
576 |
576 |
|
26 |
29 |
53 |
75 |
139 |
246 |
575 |
575 |
|
27 |
29 |
53 |
74 |
139 |
246 |
575 |
575 |
|
28 |
28 |
52 |
74 |
139 |
245 |
575 |
575 |
|
29 |
28 |
52 |
74 |
139 |
245 |
574 |
574 |
|
30 |
28 |
52 |
73 |
138 |
245 |
574 |
574 |
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 |
25 |
40 |
65 |
142 |
255 |
585 |
1 253 |
|
2 |
27 |
42 |
67 |
144 |
257 |
587 |
1 028 |
|
3 |
30 |
45 |
69 |
138 |
255 |
584 |
851 |
|
4 |
32 |
49 |
73 |
141 |
255 |
584 |
713 |
|
5 |
34 |
53 |
79 |
145 |
256 |
585 |
604 |
|
6 |
36 |
55 |
83 |
150 |
256 |
585 |
585 |
|
7 |
37 |
58 |
85 |
153 |
256 |
586 |
586 |
|
8 |
37 |
59 |
85 |
151 |
256 |
586 |
586 |
|
9 |
38 |
59 |
85 |
150 |
257 |
586 |
586 |
|
10 |
39 |
61 |
85 |
150 |
257 |
586 |
586 |
|
11 |
39 |
63 |
86 |
151 |
257 |
587 |
587 |
|
12 |
40 |
63 |
86 |
151 |
257 |
587 |
587 |
|
13 |
40 |
64 |
86 |
151 |
257 |
587 |
587 |
|
14 |
40 |
64 |
86 |
151 |
257 |
587 |
587 |
|
15 |
40 |
64 |
86 |
151 |
257 |
586 |
586 |
|
16 |
40 |
63 |
85 |
150 |
257 |
586 |
586 |
|
17 |
40 |
63 |
85 |
150 |
257 |
586 |
586 |
|
18 |
40 |
63 |
85 |
150 |
257 |
586 |
586 |
|
19 |
40 |
63 |
85 |
150 |
257 |
586 |
586 |
|
20 |
40 |
64 |
86 |
150 |
257 |
586 |
586 |
|
21 |
40 |
64 |
86 |
151 |
257 |
586 |
586 |
|
22 |
40 |
64 |
86 |
151 |
257 |
586 |
586 |
|
23 |
40 |
64 |
86 |
150 |
257 |
586 |
586 |
|
24 |
40 |
63 |
85 |
150 |
257 |
586 |
586 |
|
25 |
39 |
63 |
85 |
150 |
256 |
586 |
586 |
|
26 |
39 |
63 |
84 |
149 |
256 |
585 |
585 |
|
27 |
38 |
62 |
84 |
149 |
255 |
585 |
585 |
|
28 |
38 |
62 |
83 |
148 |
255 |
584 |
584 |
|
29 |
37 |
61 |
83 |
148 |
254 |
584 |
584 |
|
30 |
37 |
61 |
82 |
147 |
254 |
583 |
583 |
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 |
125 |
140 |
165 |
242 |
356 |
685 |
1 363 |
|
2 |
124 |
139 |
164 |
240 |
354 |
684 |
1 121 |
|
3 |
124 |
140 |
164 |
232 |
349 |
679 |
928 |
|
4 |
124 |
141 |
165 |
233 |
347 |
677 |
777 |
|
5 |
125 |
143 |
170 |
235 |
346 |
676 |
676 |
|
6 |
124 |
144 |
172 |
238 |
345 |
674 |
674 |
|
7 |
124 |
145 |
172 |
240 |
343 |
673 |
673 |
|
8 |
124 |
145 |
171 |
237 |
343 |
672 |
672 |
|
9 |
122 |
144 |
170 |
235 |
341 |
671 |
671 |
|
10 |
122 |
145 |
169 |
234 |
341 |
670 |
670 |
|
11 |
122 |
145 |
169 |
233 |
340 |
669 |
669 |
|
12 |
121 |
145 |
167 |
232 |
339 |
668 |
668 |
|
13 |
120 |
144 |
166 |
231 |
337 |
667 |
667 |
|
14 |
119 |
143 |
165 |
230 |
336 |
665 |
665 |
|
15 |
117 |
141 |
163 |
227 |
334 |
663 |
663 |
|
16 |
115 |
139 |
160 |
225 |
332 |
661 |
661 |
|
17 |
112 |
136 |
158 |
222 |
329 |
658 |
658 |
|
18 |
110 |
134 |
155 |
220 |
327 |
656 |
656 |
|
19 |
108 |
131 |
153 |
218 |
325 |
654 |
654 |
|
20 |
105 |
129 |
151 |
216 |
322 |
652 |
652 |
|
21 |
103 |
127 |
149 |
214 |
320 |
649 |
649 |
|
22 |
101 |
125 |
147 |
211 |
318 |
647 |
647 |
|
23 |
99 |
123 |
144 |
209 |
316 |
645 |
645 |
|
24 |
97 |
120 |
142 |
207 |
313 |
643 |
643 |
|
25 |
94 |
118 |
140 |
205 |
311 |
641 |
641 |
|
26 |
92 |
116 |
138 |
203 |
309 |
639 |
639 |
|
27 |
90 |
114 |
136 |
201 |
307 |
636 |
636 |
|
28 |
88 |
112 |
134 |
199 |
305 |
634 |
634 |
|
29 |
86 |
110 |
132 |
197 |
303 |
632 |
632 |
|
30 |
84 |
108 |
130 |
195 |
301 |
631 |
631 |
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 |
10 |
36 |
112 |
226 |
555 |
1 220 |
|
2 |
1 |
13 |
38 |
114 |
228 |
558 |
1 000 |
|
3 |
2 |
16 |
40 |
109 |
226 |
555 |
828 |
|
4 |
3 |
20 |
44 |
112 |
226 |
555 |
693 |
|
5 |
5 |
23 |
50 |
115 |
227 |
556 |
587 |
|
6 |
7 |
26 |
54 |
121 |
227 |
556 |
556 |
|
7 |
8 |
29 |
56 |
124 |
227 |
557 |
557 |
|
8 |
8 |
30 |
56 |
122 |
227 |
557 |
557 |
|
9 |
8 |
30 |
56 |
121 |
227 |
557 |
557 |
|
10 |
9 |
31 |
56 |
121 |
227 |
557 |
557 |
|
11 |
9 |
32 |
56 |
120 |
227 |
556 |
556 |
|
12 |
10 |
33 |
55 |
120 |
227 |
556 |
556 |
|
13 |
10 |
33 |
55 |
120 |
226 |
556 |
556 |
|
14 |
11 |
33 |
55 |
120 |
226 |
556 |
556 |
|
15 |
12 |
33 |
55 |
120 |
226 |
555 |
555 |
|
16 |
12 |
33 |
54 |
119 |
226 |
555 |
555 |
|
17 |
14 |
33 |
54 |
119 |
226 |
555 |
555 |
|
18 |
14 |
33 |
54 |
119 |
226 |
555 |
555 |
|
19 |
15 |
33 |
55 |
119 |
226 |
555 |
555 |
|
20 |
15 |
33 |
55 |
120 |
227 |
556 |
556 |
|
21 |
16 |
34 |
56 |
121 |
227 |
556 |
556 |
|
22 |
17 |
34 |
56 |
121 |
227 |
557 |
557 |
|
23 |
18 |
35 |
56 |
121 |
228 |
557 |
557 |
|
24 |
18 |
35 |
57 |
121 |
228 |
557 |
557 |
|
25 |
19 |
35 |
57 |
122 |
228 |
558 |
558 |
|
26 |
19 |
35 |
57 |
122 |
228 |
558 |
558 |
|
27 |
21 |
35 |
57 |
122 |
228 |
558 |
558 |
|
28 |
21 |
36 |
57 |
122 |
229 |
558 |
558 |
|
29 |
21 |
36 |
57 |
122 |
229 |
558 |
558 |
|
30 |
22 |
36 |
57 |
122 |
229 |
558 |
558 |
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 |
75 |
152 |
265 |
595 |
1 221 |
|
2 |
36 |
50 |
76 |
152 |
266 |
595 |
1 001 |
|
3 |
36 |
52 |
76 |
144 |
261 |
590 |
828 |
|
4 |
36 |
53 |
77 |
145 |
259 |
588 |
693 |
|
5 |
36 |
55 |
81 |
147 |
258 |
587 |
587 |
|
6 |
39 |
58 |
86 |
153 |
259 |
588 |
588 |
|
7 |
36 |
57 |
84 |
152 |
255 |
585 |
585 |
|
8 |
40 |
61 |
88 |
154 |
259 |
588 |
588 |
|
9 |
39 |
61 |
86 |
152 |
258 |
587 |
587 |
|
10 |
34 |
56 |
81 |
146 |
252 |
582 |
582 |
|
11 |
30 |
53 |
76 |
141 |
247 |
577 |
577 |
|
12 |
27 |
50 |
73 |
138 |
244 |
573 |
573 |
|
13 |
24 |
48 |
70 |
135 |
241 |
571 |
571 |
|
14 |
23 |
46 |
68 |
133 |
240 |
569 |
569 |
|
15 |
21 |
45 |
67 |
132 |
238 |
567 |
567 |
|
16 |
20 |
43 |
65 |
130 |
236 |
566 |
566 |
|
17 |
19 |
42 |
64 |
129 |
236 |
565 |
565 |
|
18 |
18 |
42 |
64 |
128 |
235 |
564 |
564 |
|
19 |
18 |
41 |
63 |
128 |
235 |
564 |
564 |
|
20 |
18 |
41 |
63 |
128 |
235 |
564 |
564 |
|
21 |
18 |
42 |
63 |
128 |
235 |
564 |
564 |
|
22 |
18 |
42 |
63 |
128 |
235 |
564 |
564 |
|
23 |
18 |
41 |
63 |
128 |
235 |
564 |
564 |
|
24 |
18 |
41 |
63 |
128 |
235 |
564 |
564 |
|
25 |
19 |
41 |
63 |
128 |
234 |
564 |
564 |
|
26 |
19 |
41 |
63 |
128 |
234 |
564 |
564 |
|
27 |
20 |
41 |
63 |
128 |
234 |
564 |
564 |
|
28 |
21 |
41 |
63 |
128 |
234 |
563 |
563 |
|
29 |
21 |
41 |
63 |
127 |
234 |
563 |
563 |
|
30 |
22 |
41 |
63 |
127 |
234 |
563 |
563 |
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 |
194 |
209 |
234 |
311 |
424 |
754 |
1 617 |
|
2 |
191 |
206 |
231 |
307 |
421 |
751 |
1 298 |
|
3 |
187 |
203 |
227 |
296 |
413 |
742 |
1 068 |
|
4 |
184 |
201 |
226 |
293 |
407 |
737 |
885 |
|
5 |
181 |
199 |
226 |
291 |
402 |
732 |
739 |
|
6 |
177 |
196 |
224 |
291 |
397 |
727 |
727 |
|
7 |
174 |
194 |
222 |
289 |
393 |
722 |
722 |
|
8 |
169 |
191 |
217 |
283 |
388 |
718 |
718 |
|
9 |
165 |
187 |
213 |
278 |
384 |
714 |
714 |
|
10 |
162 |
184 |
209 |
274 |
380 |
709 |
709 |
|
11 |
158 |
181 |
205 |
269 |
376 |
705 |
705 |
|
12 |
155 |
178 |
201 |
265 |
372 |
701 |
701 |
|
13 |
151 |
175 |
197 |
261 |
368 |
697 |
697 |
|
14 |
147 |
171 |
193 |
258 |
364 |
694 |
694 |
|
15 |
144 |
168 |
189 |
254 |
361 |
690 |
690 |
|
16 |
140 |
164 |
186 |
251 |
357 |
687 |
687 |
|
17 |
137 |
161 |
183 |
248 |
354 |
684 |
684 |
|
18 |
134 |
158 |
180 |
245 |
351 |
681 |
681 |
|
19 |
131 |
155 |
177 |
242 |
348 |
678 |
678 |
|
20 |
129 |
153 |
174 |
239 |
346 |
675 |
675 |
|
21 |
126 |
150 |
172 |
237 |
343 |
672 |
672 |
|
22 |
124 |
147 |
169 |
234 |
340 |
670 |
670 |
|
23 |
121 |
145 |
167 |
231 |
338 |
667 |
667 |
|
24 |
118 |
142 |
164 |
229 |
335 |
665 |
665 |
|
25 |
116 |
140 |
162 |
226 |
333 |
662 |
662 |
|
26 |
114 |
137 |
159 |
224 |
330 |
660 |
660 |
|
27 |
111 |
135 |
157 |
222 |
328 |
658 |
658 |
|
28 |
109 |
133 |
155 |
219 |
326 |
655 |
655 |
|
29 |
107 |
131 |
152 |
217 |
324 |
653 |
653 |
|
30 |
105 |
129 |
150 |
215 |
322 |
651 |
651 |
2.31 US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
26 |
51 |
108 |
244 |
573 |
1 236 |
|
2 |
8 |
26 |
51 |
108 |
244 |
573 |
1 013 |
|
3 |
9 |
29 |
53 |
102 |
242 |
571 |
838 |
|
4 |
12 |
34 |
56 |
100 |
242 |
572 |
701 |
|
5 |
16 |
40 |
61 |
103 |
243 |
573 |
593 |
|
6 |
18 |
43 |
65 |
99 |
244 |
573 |
573 |
|
7 |
19 |
45 |
64 |
92 |
244 |
574 |
574 |
|
8 |
17 |
44 |
64 |
91 |
244 |
574 |
574 |
|
9 |
17 |
45 |
66 |
95 |
245 |
574 |
574 |
|
10 |
19 |
48 |
68 |
99 |
245 |
574 |
574 |
|
11 |
21 |
50 |
70 |
102 |
245 |
574 |
574 |
|
12 |
23 |
53 |
71 |
103 |
245 |
574 |
574 |
|
13 |
24 |
54 |
72 |
103 |
245 |
574 |
574 |
|
14 |
24 |
55 |
72 |
103 |
245 |
574 |
574 |
|
15 |
24 |
55 |
72 |
103 |
245 |
574 |
574 |
|
16 |
24 |
55 |
72 |
103 |
244 |
574 |
574 |
|
17 |
24 |
55 |
72 |
103 |
244 |
574 |
574 |
|
18 |
24 |
55 |
72 |
103 |
244 |
574 |
574 |
|
19 |
24 |
55 |
72 |
103 |
244 |
574 |
574 |
|
20 |
24 |
55 |
72 |
103 |
245 |
574 |
574 |
|
21 |
24 |
55 |
72 |
103 |
245 |
575 |
575 |
|
22 |
24 |
55 |
72 |
103 |
245 |
575 |
575 |
|
23 |
24 |
55 |
72 |
103 |
245 |
575 |
575 |
|
24 |
24 |
55 |
72 |
103 |
245 |
575 |
575 |
|
25 |
24 |
55 |
72 |
103 |
245 |
575 |
575 |
|
26 |
24 |
55 |
72 |
103 |
245 |
575 |
575 |
|
27 |
24 |
55 |
72 |
103 |
245 |
575 |
575 |
|
28 |
24 |
55 |
72 |
103 |
245 |
574 |
574 |
|
29 |
24 |
55 |
72 |
103 |
245 |
574 |
574 |
|
30 |
24 |
55 |
72 |
103 |
245 |
574 |
574 |
2.32 Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
14 |
90 |
204 |
533 |
1 186 |
|
2 |
1 |
5 |
12 |
89 |
203 |
532 |
973 |
|
3 |
2 |
5 |
12 |
80 |
197 |
527 |
805 |
|
4 |
3 |
6 |
13 |
81 |
195 |
524 |
673 |
|
5 |
4 |
7 |
18 |
83 |
194 |
524 |
570 |
|
6 |
4 |
8 |
21 |
87 |
194 |
523 |
523 |
|
7 |
5 |
8 |
22 |
90 |
194 |
523 |
523 |
|
8 |
6 |
9 |
22 |
88 |
193 |
523 |
523 |
|
9 |
7 |
11 |
22 |
87 |
194 |
523 |
523 |
|
10 |
8 |
11 |
22 |
87 |
194 |
523 |
523 |
|
11 |
8 |
12 |
23 |
87 |
194 |
523 |
523 |
|
12 |
9 |
12 |
24 |
88 |
194 |
523 |
523 |
|
13 |
10 |
14 |
26 |
88 |
194 |
524 |
524 |
|
14 |
11 |
14 |
27 |
88 |
195 |
524 |
524 |
|
15 |
11 |
15 |
29 |
88 |
195 |
524 |
524 |
|
16 |
12 |
16 |
30 |
89 |
195 |
524 |
524 |
|
17 |
12 |
17 |
31 |
89 |
195 |
525 |
525 |
|
18 |
14 |
17 |
33 |
89 |
196 |
525 |
525 |
|
19 |
14 |
19 |
34 |
90 |
196 |
526 |
526 |
|
20 |
15 |
19 |
35 |
91 |
197 |
527 |
527 |
|
21 |
15 |
20 |
36 |
91 |
198 |
527 |
527 |
|
22 |
16 |
20 |
38 |
92 |
198 |
528 |
528 |
|
23 |
17 |
22 |
39 |
92 |
199 |
528 |
528 |
|
24 |
18 |
22 |
41 |
92 |
199 |
528 |
528 |
|
25 |
18 |
23 |
42 |
93 |
199 |
528 |
528 |
|
26 |
19 |
23 |
43 |
93 |
199 |
529 |
529 |
|
27 |
19 |
25 |
45 |
93 |
199 |
529 |
529 |
|
28 |
21 |
25 |
46 |
93 |
199 |
529 |
529 |
|
29 |
21 |
26 |
47 |
93 |
199 |
529 |
529 |
|
30 |
22 |
26 |
48 |
93 |
199 |
529 |
529 |
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 |
21 |
44 |
165 |
303 |
3 036 |
|
2 |
1 |
15 |
21 |
44 |
165 |
339 |
2 253 |
|
3 |
1 |
15 |
24 |
49 |
160 |
352 |
1 697 |
|
4 |
1 |
16 |
27 |
53 |
157 |
350 |
1 311 |
|
5 |
2 |
18 |
30 |
55 |
157 |
341 |
1 039 |
|
6 |
3 |
21 |
33 |
58 |
157 |
328 |
844 |
|
7 |
5 |
24 |
34 |
60 |
157 |
312 |
698 |
|
8 |
5 |
24 |
36 |
63 |
157 |
296 |
587 |
|
9 |
5 |
25 |
37 |
66 |
157 |
279 |
501 |
|
10 |
5 |
26 |
39 |
68 |
157 |
263 |
432 |
|
11 |
6 |
26 |
39 |
68 |
157 |
250 |
375 |
|
12 |
6 |
26 |
39 |
69 |
157 |
250 |
329 |
|
13 |
6 |
26 |
39 |
69 |
157 |
250 |
290 |
|
14 |
6 |
26 |
39 |
69 |
157 |
250 |
257 |
|
15 |
6 |
26 |
40 |
69 |
157 |
250 |
250 |
|
16 |
8 |
26 |
43 |
69 |
157 |
250 |
250 |
|
17 |
8 |
26 |
46 |
69 |
157 |
250 |
250 |
|
18 |
8 |
26 |
48 |
69 |
157 |
250 |
250 |
|
19 |
9 |
26 |
50 |
69 |
157 |
250 |
250 |
|
20 |
9 |
26 |
53 |
69 |
157 |
250 |
250 |
|
21 |
9 |
26 |
55 |
69 |
157 |
250 |
250 |
|
22 |
10 |
26 |
58 |
69 |
157 |
250 |
250 |
|
23 |
10 |
26 |
61 |
69 |
157 |
250 |
250 |
|
24 |
12 |
26 |
63 |
69 |
157 |
250 |
250 |
|
25 |
12 |
26 |
66 |
69 |
157 |
250 |
250 |
|
26 |
12 |
26 |
68 |
71 |
157 |
250 |
250 |
|
27 |
13 |
26 |
71 |
74 |
157 |
250 |
250 |
|
28 |
13 |
26 |
73 |
76 |
157 |
250 |
250 |
|
29 |
13 |
26 |
75 |
77 |
157 |
250 |
250 |
|
30 |
14 |
27 |
78 |
79 |
157 |
250 |
250 |
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 |
7 |
20 |
27 |
49 |
171 |
313 |
3 152 |
|
2 |
9 |
22 |
29 |
51 |
173 |
351 |
2 338 |
|
3 |
8 |
23 |
32 |
57 |
168 |
363 |
1 758 |
|
4 |
8 |
24 |
35 |
60 |
165 |
360 |
1 355 |
|
5 |
9 |
26 |
38 |
62 |
164 |
350 |
1 071 |
|
6 |
10 |
28 |
39 |
65 |
164 |
336 |
868 |
|
7 |
11 |
30 |
41 |
66 |
163 |
319 |
717 |
|
8 |
10 |
30 |
41 |
68 |
163 |
302 |
602 |
|
9 |
10 |
30 |
43 |
71 |
162 |
285 |
512 |
|
10 |
10 |
31 |
44 |
73 |
162 |
267 |
441 |
|
11 |
10 |
31 |
44 |
73 |
161 |
254 |
383 |
|
12 |
9 |
30 |
43 |
72 |
161 |
253 |
335 |
|
13 |
9 |
29 |
42 |
72 |
160 |
253 |
295 |
|
14 |
8 |
29 |
42 |
71 |
160 |
252 |
262 |
|
15 |
8 |
28 |
41 |
71 |
159 |
252 |
252 |
|
16 |
8 |
28 |
44 |
70 |
158 |
251 |
251 |
|
17 |
8 |
28 |
46 |
70 |
158 |
251 |
251 |
|
18 |
8 |
28 |
49 |
70 |
158 |
251 |
251 |
|
19 |
9 |
28 |
51 |
70 |
158 |
251 |
251 |
|
20 |
9 |
28 |
54 |
70 |
159 |
251 |
251 |
|
21 |
9 |
28 |
56 |
71 |
159 |
252 |
252 |
|
22 |
10 |
29 |
58 |
71 |
159 |
252 |
252 |
|
23 |
11 |
29 |
61 |
71 |
159 |
252 |
252 |
|
24 |
12 |
29 |
63 |
71 |
159 |
252 |
252 |
|
25 |
12 |
29 |
66 |
71 |
159 |
252 |
252 |
|
26 |
12 |
29 |
68 |
72 |
159 |
252 |
252 |
|
27 |
13 |
29 |
71 |
74 |
159 |
252 |
252 |
|
28 |
13 |
29 |
74 |
76 |
159 |
252 |
252 |
|
29 |
14 |
29 |
77 |
79 |
159 |
252 |
252 |
|
30 |
14 |
29 |
79 |
81 |
159 |
252 |
252 |
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 |
1 |
15 |
21 |
44 |
165 |
303 |
3 035 |
|
2 |
1 |
15 |
21 |
44 |
165 |
339 |
2 252 |
|
3 |
1 |
15 |
23 |
49 |
159 |
351 |
1 697 |
|
4 |
1 |
16 |
26 |
52 |
157 |
350 |
1 311 |
|
5 |
2 |
18 |
30 |
54 |
157 |
341 |
1 039 |
|
6 |
3 |
21 |
32 |
58 |
157 |
328 |
843 |
|
7 |
4 |
23 |
34 |
60 |
157 |
312 |
698 |
|
8 |
4 |
24 |
36 |
62 |
157 |
296 |
587 |
|
9 |
5 |
25 |
37 |
65 |
157 |
279 |
501 |
|
10 |
5 |
26 |
39 |
67 |
157 |
263 |
432 |
|
11 |
5 |
26 |
39 |
68 |
157 |
250 |
375 |
|
12 |
6 |
26 |
39 |
69 |
157 |
250 |
329 |
|
13 |
6 |
26 |
39 |
69 |
157 |
250 |
290 |
|
14 |
6 |
26 |
39 |
69 |
157 |
250 |
257 |
|
15 |
6 |
26 |
40 |
69 |
157 |
250 |
250 |
|
16 |
8 |
26 |
43 |
69 |
157 |
250 |
250 |
|
17 |
8 |
26 |
46 |
69 |
157 |
250 |
250 |
|
18 |
8 |
26 |
47 |
69 |
157 |
250 |
250 |
|
19 |
9 |
26 |
50 |
69 |
157 |
250 |
250 |
|
20 |
9 |
26 |
53 |
69 |
157 |
250 |
250 |
|
21 |
9 |
26 |
55 |
69 |
157 |
250 |
250 |
|
22 |
10 |
26 |
58 |
69 |
157 |
250 |
250 |
|
23 |
10 |
26 |
61 |
69 |
157 |
250 |
250 |
|
24 |
12 |
26 |
63 |
69 |
157 |
250 |
250 |
|
25 |
12 |
26 |
66 |
69 |
157 |
250 |
250 |
|
26 |
12 |
26 |
68 |
71 |
157 |
250 |
250 |
|
27 |
13 |
26 |
71 |
74 |
157 |
250 |
250 |
|
28 |
13 |
26 |
73 |
76 |
157 |
250 |
250 |
|
29 |
13 |
26 |
75 |
77 |
157 |
250 |
250 |
|
30 |
14 |
27 |
78 |
79 |
157 |
250 |
250 |
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 |
78 |
92 |
98 |
121 |
242 |
337 |
3 075 |
|
2 |
74 |
87 |
94 |
117 |
238 |
346 |
2 297 |
|
3 |
76 |
90 |
99 |
124 |
235 |
360 |
1 740 |
|
4 |
73 |
89 |
99 |
125 |
230 |
360 |
1 348 |
|
5 |
72 |
88 |
100 |
125 |
227 |
352 |
1 070 |
|
6 |
71 |
89 |
101 |
126 |
225 |
338 |
869 |
|
7 |
71 |
90 |
100 |
126 |
223 |
323 |
720 |
|
8 |
69 |
89 |
100 |
127 |
222 |
314 |
606 |
|
9 |
68 |
89 |
101 |
129 |
220 |
313 |
517 |
|
10 |
65 |
86 |
99 |
127 |
217 |
309 |
446 |
|
11 |
62 |
83 |
96 |
125 |
214 |
307 |
388 |
|
12 |
61 |
82 |
95 |
124 |
212 |
305 |
340 |
|
13 |
60 |
81 |
94 |
123 |
212 |
304 |
304 |
|
14 |
60 |
80 |
93 |
123 |
211 |
304 |
304 |
|
15 |
59 |
80 |
93 |
122 |
211 |
304 |
304 |
|
16 |
59 |
79 |
92 |
122 |
210 |
303 |
303 |
|
17 |
58 |
79 |
92 |
121 |
210 |
302 |
302 |
|
18 |
57 |
78 |
91 |
121 |
209 |
302 |
302 |
|
19 |
57 |
77 |
90 |
120 |
208 |
301 |
301 |
|
20 |
56 |
77 |
90 |
119 |
207 |
300 |
300 |
|
21 |
55 |
76 |
89 |
118 |
207 |
300 |
300 |
|
22 |
54 |
75 |
88 |
118 |
206 |
299 |
299 |
|
23 |
53 |
74 |
87 |
117 |
205 |
298 |
298 |
|
24 |
52 |
73 |
86 |
116 |
204 |
297 |
297 |
|
25 |
51 |
72 |
85 |
115 |
203 |
296 |
296 |
|
26 |
50 |
71 |
84 |
114 |
202 |
295 |
295 |
|
27 |
49 |
70 |
83 |
112 |
201 |
294 |
294 |
|
28 |
48 |
69 |
82 |
111 |
200 |
292 |
292 |
|
29 |
47 |
68 |
81 |
110 |
199 |
291 |
291 |
|
30 |
46 |
67 |
81 |
109 |
198 |
290 |
290 |
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 |
18 |
25 |
47 |
169 |
304 |
3 044 |
|
2 |
6 |
20 |
27 |
49 |
171 |
340 |
2 261 |
|
3 |
7 |
22 |
30 |
55 |
166 |
353 |
1 704 |
|
4 |
8 |
23 |
34 |
60 |
164 |
352 |
1 317 |
|
5 |
9 |
25 |
37 |
62 |
164 |
343 |
1 044 |
|
6 |
10 |
28 |
40 |
65 |
164 |
329 |
848 |
|
7 |
11 |
30 |
41 |
67 |
164 |
314 |
702 |
|
8 |
11 |
31 |
42 |
69 |
163 |
297 |
590 |
|
9 |
11 |
31 |
43 |
72 |
163 |
280 |
503 |
|
10 |
11 |
31 |
44 |
73 |
162 |
264 |
434 |
|
11 |
11 |
31 |
44 |
74 |
162 |
255 |
377 |
|
12 |
10 |
31 |
44 |
73 |
162 |
255 |
331 |
|
13 |
10 |
31 |
44 |
73 |
161 |
254 |
292 |
|
14 |
10 |
30 |
43 |
73 |
161 |
254 |
259 |
|
15 |
10 |
30 |
43 |
73 |
161 |
254 |
254 |
|
16 |
9 |
30 |
43 |
72 |
160 |
253 |
253 |
|
17 |
9 |
30 |
46 |
72 |
160 |
253 |
253 |
|
18 |
9 |
30 |
49 |
72 |
160 |
253 |
253 |
|
19 |
9 |
30 |
51 |
72 |
160 |
253 |
253 |
|
20 |
9 |
30 |
53 |
73 |
161 |
254 |
254 |
|
21 |
10 |
31 |
56 |
73 |
161 |
254 |
254 |
|
22 |
10 |
31 |
58 |
73 |
161 |
254 |
254 |
|
23 |
11 |
31 |
61 |
73 |
162 |
254 |
254 |
|
24 |
12 |
31 |
64 |
73 |
162 |
254 |
254 |
|
25 |
12 |
31 |
66 |
73 |
162 |
255 |
255 |
|
26 |
12 |
31 |
69 |
73 |
162 |
255 |
255 |
|
27 |
13 |
31 |
71 |
74 |
162 |
254 |
254 |
|
28 |
13 |
31 |
73 |
76 |
162 |
254 |
254 |
|
29 |
14 |
31 |
77 |
78 |
162 |
254 |
254 |
|
30 |
14 |
31 |
79 |
81 |
161 |
254 |
254 |
3.6 Kuna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
46 |
59 |
66 |
89 |
210 |
305 |
3 057 |
|
2 |
50 |
63 |
70 |
92 |
214 |
342 |
2 272 |
|
3 |
53 |
68 |
76 |
102 |
212 |
355 |
1 715 |
|
4 |
56 |
71 |
82 |
108 |
212 |
355 |
1 328 |
|
5 |
57 |
74 |
86 |
110 |
213 |
346 |
1 054 |
|
6 |
59 |
77 |
88 |
114 |
213 |
333 |
857 |
|
7 |
60 |
79 |
90 |
115 |
212 |
318 |
710 |
|
8 |
59 |
78 |
90 |
117 |
211 |
304 |
598 |
|
9 |
58 |
78 |
90 |
118 |
210 |
302 |
510 |
|
10 |
56 |
77 |
90 |
119 |
208 |
301 |
440 |
|
11 |
55 |
76 |
89 |
118 |
207 |
299 |
383 |
|
12 |
54 |
74 |
87 |
117 |
205 |
298 |
335 |
|
13 |
52 |
73 |
86 |
115 |
204 |
296 |
296 |
|
14 |
51 |
72 |
85 |
114 |
202 |
295 |
295 |
|
15 |
50 |
70 |
83 |
113 |
201 |
294 |
294 |
|
16 |
49 |
69 |
82 |
112 |
200 |
293 |
293 |
|
17 |
48 |
68 |
81 |
111 |
199 |
292 |
292 |
|
18 |
47 |
68 |
81 |
110 |
198 |
291 |
291 |
|
19 |
46 |
67 |
80 |
109 |
198 |
290 |
290 |
|
20 |
46 |
66 |
79 |
109 |
197 |
290 |
290 |
|
21 |
45 |
66 |
79 |
108 |
196 |
289 |
289 |
|
22 |
44 |
65 |
78 |
107 |
196 |
288 |
288 |
|
23 |
43 |
64 |
77 |
106 |
195 |
288 |
288 |
|
24 |
42 |
63 |
76 |
106 |
194 |
287 |
287 |
|
25 |
42 |
62 |
75 |
105 |
193 |
286 |
286 |
|
26 |
41 |
61 |
74 |
104 |
192 |
285 |
285 |
|
27 |
40 |
61 |
74 |
103 |
191 |
284 |
284 |
|
28 |
39 |
60 |
75 |
102 |
190 |
283 |
283 |
|
29 |
38 |
59 |
77 |
101 |
190 |
282 |
282 |
|
30 |
37 |
58 |
79 |
101 |
189 |
282 |
282 |
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 |
20 |
43 |
164 |
303 |
3 033 |
|
2 |
0 |
14 |
20 |
43 |
164 |
339 |
2 251 |
|
3 |
1 |
14 |
23 |
48 |
159 |
351 |
1 696 |
|
4 |
1 |
15 |
26 |
52 |
156 |
350 |
1 310 |
|
5 |
2 |
17 |
29 |
54 |
156 |
341 |
1 038 |
|
6 |
2 |
20 |
32 |
57 |
156 |
327 |
843 |
|
7 |
4 |
23 |
34 |
59 |
156 |
312 |
698 |
|
8 |
4 |
23 |
35 |
62 |
156 |
296 |
587 |
|
9 |
4 |
24 |
36 |
65 |
156 |
279 |
500 |
|
10 |
4 |
25 |
38 |
67 |
156 |
262 |
431 |
|
11 |
5 |
25 |
38 |
68 |
156 |
249 |
375 |
|
12 |
6 |
25 |
38 |
68 |
156 |
249 |
329 |
|
13 |
6 |
25 |
38 |
68 |
156 |
249 |
290 |
|
14 |
6 |
25 |
38 |
68 |
156 |
249 |
257 |
|
15 |
6 |
25 |
40 |
68 |
156 |
249 |
249 |
|
16 |
8 |
25 |
43 |
68 |
156 |
249 |
249 |
|
17 |
8 |
25 |
46 |
68 |
156 |
249 |
249 |
|
18 |
8 |
25 |
47 |
68 |
156 |
249 |
249 |
|
19 |
9 |
25 |
50 |
68 |
156 |
249 |
249 |
|
20 |
9 |
25 |
53 |
68 |
156 |
249 |
249 |
|
21 |
9 |
25 |
55 |
68 |
156 |
249 |
249 |
|
22 |
10 |
25 |
58 |
68 |
156 |
249 |
249 |
|
23 |
10 |
25 |
61 |
68 |
156 |
249 |
249 |
|
24 |
12 |
25 |
63 |
68 |
156 |
249 |
249 |
|
25 |
12 |
25 |
66 |
69 |
156 |
249 |
249 |
|
26 |
12 |
25 |
68 |
71 |
156 |
249 |
249 |
|
27 |
13 |
25 |
71 |
74 |
156 |
249 |
249 |
|
28 |
13 |
26 |
73 |
76 |
156 |
249 |
249 |
|
29 |
13 |
26 |
75 |
77 |
156 |
249 |
249 |
|
30 |
14 |
27 |
78 |
79 |
156 |
249 |
249 |
3.8 Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
22 |
45 |
183 |
309 |
3 102 |
|
2 |
0 |
11 |
22 |
45 |
183 |
346 |
2 304 |
|
3 |
1 |
11 |
24 |
50 |
177 |
359 |
1 735 |
|
4 |
1 |
13 |
26 |
56 |
174 |
357 |
1 339 |
|
5 |
2 |
16 |
29 |
59 |
173 |
347 |
1 060 |
|
6 |
2 |
18 |
33 |
60 |
172 |
333 |
859 |
|
7 |
3 |
21 |
36 |
60 |
171 |
317 |
710 |
|
8 |
4 |
23 |
37 |
60 |
170 |
300 |
597 |
|
9 |
7 |
31 |
42 |
58 |
169 |
283 |
508 |
|
10 |
9 |
34 |
41 |
57 |
168 |
266 |
438 |
|
11 |
8 |
33 |
41 |
56 |
167 |
260 |
380 |
|
12 |
7 |
32 |
41 |
56 |
166 |
259 |
333 |
|
13 |
6 |
31 |
41 |
56 |
165 |
258 |
293 |
|
14 |
6 |
31 |
41 |
56 |
165 |
257 |
260 |
|
15 |
6 |
31 |
42 |
56 |
164 |
257 |
257 |
|
16 |
8 |
31 |
43 |
56 |
162 |
255 |
255 |
|
17 |
8 |
31 |
46 |
56 |
161 |
254 |
254 |
|
18 |
8 |
31 |
48 |
56 |
161 |
254 |
254 |
|
19 |
9 |
31 |
51 |
57 |
161 |
254 |
254 |
|
20 |
9 |
31 |
53 |
59 |
161 |
254 |
254 |
|
21 |
9 |
31 |
55 |
61 |
161 |
254 |
254 |
|
22 |
10 |
31 |
58 |
64 |
161 |
254 |
254 |
|
23 |
10 |
31 |
61 |
66 |
161 |
254 |
254 |
|
24 |
12 |
31 |
63 |
67 |
160 |
253 |
253 |
|
25 |
12 |
31 |
66 |
70 |
160 |
252 |
252 |
|
26 |
12 |
31 |
68 |
72 |
159 |
252 |
252 |
|
27 |
13 |
31 |
71 |
74 |
159 |
252 |
252 |
|
28 |
13 |
31 |
73 |
76 |
158 |
251 |
251 |
|
29 |
13 |
31 |
75 |
77 |
158 |
251 |
251 |
|
30 |
14 |
31 |
78 |
79 |
158 |
250 |
250 |
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 |
82 |
95 |
102 |
124 |
246 |
341 |
3 225 |
|
2 |
79 |
93 |
100 |
122 |
243 |
360 |
2 404 |
|
3 |
77 |
91 |
100 |
125 |
236 |
374 |
1 814 |
|
4 |
74 |
90 |
101 |
127 |
231 |
373 |
1 402 |
|
5 |
72 |
89 |
101 |
126 |
228 |
363 |
1 111 |
|
6 |
72 |
90 |
101 |
127 |
226 |
349 |
901 |
|
7 |
71 |
90 |
101 |
126 |
223 |
332 |
745 |
|
8 |
68 |
88 |
99 |
126 |
221 |
315 |
627 |
|
9 |
66 |
86 |
99 |
127 |
218 |
311 |
534 |
|
10 |
65 |
85 |
98 |
127 |
216 |
309 |
460 |
|
11 |
63 |
84 |
97 |
126 |
215 |
308 |
400 |
|
12 |
62 |
82 |
95 |
125 |
213 |
306 |
350 |
|
13 |
60 |
81 |
94 |
123 |
211 |
304 |
309 |
|
14 |
59 |
79 |
92 |
122 |
210 |
303 |
303 |
|
15 |
57 |
78 |
91 |
120 |
209 |
301 |
301 |
|
16 |
56 |
77 |
90 |
119 |
207 |
300 |
300 |
|
17 |
55 |
76 |
89 |
118 |
206 |
299 |
299 |
|
18 |
54 |
75 |
88 |
117 |
205 |
298 |
298 |
|
19 |
53 |
74 |
87 |
116 |
204 |
297 |
297 |
|
20 |
52 |
73 |
86 |
115 |
204 |
296 |
296 |
|
21 |
51 |
72 |
85 |
114 |
203 |
296 |
296 |
|
22 |
50 |
71 |
84 |
114 |
202 |
295 |
295 |
|
23 |
49 |
70 |
83 |
112 |
201 |
294 |
294 |
|
24 |
48 |
69 |
82 |
111 |
200 |
293 |
293 |
|
25 |
47 |
68 |
81 |
110 |
199 |
291 |
291 |
|
26 |
46 |
67 |
80 |
109 |
198 |
290 |
290 |
|
27 |
45 |
66 |
79 |
108 |
197 |
289 |
289 |
|
28 |
44 |
65 |
78 |
107 |
196 |
288 |
288 |
|
29 |
43 |
64 |
80 |
106 |
195 |
287 |
287 |
|
30 |
42 |
63 |
82 |
105 |
194 |
287 |
287 |
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 |
55 |
68 |
75 |
98 |
219 |
314 |
3 100 |
|
2 |
53 |
67 |
74 |
96 |
217 |
347 |
2 310 |
|
3 |
52 |
66 |
75 |
100 |
211 |
361 |
1 746 |
|
4 |
51 |
66 |
77 |
103 |
207 |
360 |
1 350 |
|
5 |
49 |
66 |
78 |
103 |
205 |
351 |
1 071 |
|
6 |
49 |
67 |
79 |
104 |
203 |
338 |
870 |
|
7 |
49 |
68 |
79 |
104 |
201 |
322 |
720 |
|
8 |
47 |
67 |
79 |
105 |
200 |
305 |
606 |
|
9 |
46 |
66 |
79 |
107 |
198 |
291 |
517 |
|
10 |
45 |
66 |
79 |
108 |
197 |
290 |
445 |
|
11 |
45 |
65 |
78 |
107 |
196 |
289 |
387 |
|
12 |
44 |
64 |
77 |
107 |
195 |
288 |
338 |
|
13 |
43 |
64 |
77 |
106 |
194 |
287 |
298 |
|
14 |
42 |
63 |
76 |
105 |
194 |
286 |
286 |
|
15 |
42 |
62 |
75 |
105 |
193 |
286 |
286 |
|
16 |
40 |
61 |
74 |
104 |
192 |
285 |
285 |
|
17 |
40 |
61 |
74 |
103 |
191 |
284 |
284 |
|
18 |
39 |
60 |
73 |
102 |
191 |
283 |
283 |
|
19 |
39 |
59 |
72 |
102 |
190 |
283 |
283 |
|
20 |
39 |
59 |
72 |
102 |
190 |
283 |
283 |
|
21 |
38 |
59 |
72 |
101 |
190 |
282 |
282 |
|
22 |
38 |
59 |
72 |
101 |
189 |
282 |
282 |
|
23 |
37 |
58 |
71 |
100 |
189 |
281 |
281 |
|
24 |
37 |
57 |
70 |
100 |
188 |
281 |
281 |
|
25 |
36 |
57 |
70 |
99 |
187 |
280 |
280 |
|
26 |
35 |
56 |
70 |
99 |
187 |
280 |
280 |
|
27 |
35 |
55 |
72 |
98 |
186 |
279 |
279 |
|
28 |
34 |
55 |
75 |
97 |
185 |
278 |
278 |
|
29 |
33 |
54 |
77 |
96 |
185 |
278 |
278 |
|
30 |
33 |
53 |
80 |
96 |
184 |
277 |
277 |
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 |
46 |
69 |
190 |
310 |
3 116 |
|
2 |
26 |
40 |
47 |
69 |
191 |
348 |
2 317 |
|
3 |
25 |
40 |
48 |
73 |
184 |
361 |
1 746 |
|
4 |
24 |
40 |
50 |
76 |
180 |
359 |
1 348 |
|
5 |
24 |
41 |
53 |
77 |
180 |
350 |
1 068 |
|
6 |
25 |
43 |
54 |
80 |
179 |
336 |
866 |
|
7 |
25 |
44 |
55 |
81 |
178 |
320 |
716 |
|
8 |
25 |
44 |
56 |
83 |
177 |
303 |
602 |
|
9 |
24 |
45 |
57 |
85 |
176 |
285 |
513 |
|
10 |
24 |
45 |
58 |
86 |
176 |
268 |
442 |
|
11 |
23 |
44 |
57 |
86 |
175 |
268 |
384 |
|
12 |
23 |
43 |
56 |
86 |
174 |
267 |
336 |
|
13 |
22 |
43 |
56 |
85 |
173 |
266 |
296 |
|
14 |
21 |
42 |
55 |
84 |
173 |
265 |
265 |
|
15 |
20 |
41 |
54 |
84 |
172 |
265 |
265 |
|
16 |
20 |
40 |
53 |
83 |
171 |
264 |
264 |
|
17 |
19 |
40 |
53 |
82 |
170 |
263 |
263 |
|
18 |
19 |
39 |
52 |
82 |
170 |
263 |
263 |
|
19 |
18 |
39 |
52 |
82 |
170 |
263 |
263 |
|
20 |
18 |
39 |
54 |
82 |
170 |
263 |
263 |
|
21 |
18 |
39 |
57 |
82 |
170 |
263 |
263 |
|
22 |
18 |
39 |
59 |
82 |
170 |
263 |
263 |
|
23 |
18 |
39 |
61 |
81 |
170 |
263 |
263 |
|
24 |
18 |
39 |
64 |
81 |
169 |
262 |
262 |
|
25 |
18 |
39 |
66 |
81 |
169 |
262 |
262 |
|
26 |
18 |
38 |
70 |
81 |
169 |
262 |
262 |
|
27 |
17 |
38 |
72 |
81 |
169 |
262 |
262 |
|
28 |
17 |
38 |
74 |
80 |
168 |
261 |
261 |
|
29 |
17 |
38 |
77 |
80 |
168 |
261 |
261 |
|
30 |
17 |
37 |
79 |
81 |
168 |
261 |
261 |
3.12 Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
24 |
145 |
301 |
3 015 |
|
2 |
0 |
1 |
6 |
25 |
146 |
337 |
2 238 |
|
3 |
1 |
2 |
9 |
30 |
141 |
349 |
1 686 |
|
4 |
1 |
3 |
11 |
34 |
138 |
348 |
1 302 |
|
5 |
2 |
4 |
14 |
36 |
138 |
339 |
1 032 |
|
6 |
2 |
4 |
17 |
39 |
138 |
325 |
837 |
|
7 |
3 |
6 |
19 |
41 |
138 |
310 |
693 |
|
8 |
4 |
6 |
22 |
44 |
138 |
294 |
583 |
|
9 |
4 |
8 |
25 |
47 |
138 |
277 |
497 |
|
10 |
4 |
8 |
28 |
49 |
138 |
261 |
428 |
|
11 |
4 |
10 |
30 |
51 |
139 |
245 |
373 |
|
12 |
6 |
10 |
32 |
49 |
138 |
231 |
326 |
|
13 |
6 |
12 |
35 |
50 |
139 |
232 |
288 |
|
14 |
6 |
12 |
37 |
50 |
139 |
231 |
255 |
|
15 |
6 |
14 |
40 |
49 |
137 |
230 |
230 |
|
16 |
8 |
14 |
43 |
49 |
136 |
229 |
229 |
|
17 |
8 |
15 |
45 |
52 |
136 |
229 |
229 |
|
18 |
8 |
16 |
47 |
54 |
136 |
229 |
229 |
|
19 |
9 |
17 |
50 |
56 |
137 |
229 |
229 |
|
20 |
9 |
18 |
53 |
59 |
137 |
230 |
230 |
|
21 |
9 |
19 |
55 |
60 |
138 |
231 |
231 |
|
22 |
10 |
20 |
57 |
62 |
138 |
231 |
231 |
|
23 |
10 |
20 |
59 |
64 |
138 |
231 |
231 |
|
24 |
10 |
22 |
62 |
66 |
138 |
231 |
231 |
|
25 |
12 |
22 |
64 |
68 |
138 |
230 |
230 |
|
26 |
12 |
24 |
67 |
70 |
138 |
230 |
230 |
|
27 |
13 |
24 |
69 |
72 |
137 |
230 |
230 |
|
28 |
13 |
25 |
72 |
74 |
139 |
230 |
230 |
|
29 |
13 |
26 |
74 |
77 |
139 |
230 |
230 |
|
30 |
14 |
27 |
78 |
79 |
141 |
230 |
230 |
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 |
56 |
63 |
85 |
206 |
313 |
3 146 |
|
2 |
42 |
56 |
63 |
85 |
206 |
350 |
2 333 |
|
3 |
41 |
56 |
64 |
90 |
200 |
362 |
1 756 |
|
4 |
40 |
56 |
67 |
92 |
197 |
361 |
1 355 |
|
5 |
40 |
57 |
69 |
93 |
196 |
351 |
1 073 |
|
6 |
41 |
58 |
70 |
95 |
195 |
337 |
870 |
|
7 |
41 |
60 |
71 |
97 |
194 |
321 |
720 |
|
8 |
40 |
60 |
71 |
98 |
192 |
304 |
605 |
|
9 |
39 |
60 |
72 |
100 |
191 |
287 |
515 |
|
10 |
39 |
60 |
72 |
101 |
191 |
283 |
444 |
|
11 |
38 |
59 |
72 |
101 |
190 |
282 |
386 |
|
12 |
37 |
58 |
71 |
101 |
189 |
282 |
338 |
|
13 |
37 |
57 |
70 |
100 |
188 |
281 |
298 |
|
14 |
36 |
57 |
70 |
99 |
187 |
280 |
280 |
|
15 |
35 |
56 |
69 |
99 |
187 |
280 |
280 |
|
16 |
34 |
55 |
68 |
98 |
186 |
279 |
279 |
|
17 |
34 |
55 |
68 |
97 |
185 |
278 |
278 |
|
18 |
33 |
54 |
67 |
96 |
185 |
277 |
277 |
|
19 |
33 |
54 |
67 |
96 |
184 |
277 |
277 |
|
20 |
33 |
53 |
66 |
96 |
184 |
277 |
277 |
|
21 |
32 |
53 |
66 |
96 |
184 |
277 |
277 |
|
22 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
23 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
24 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
25 |
30 |
51 |
66 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
69 |
93 |
181 |
274 |
274 |
|
27 |
29 |
50 |
72 |
92 |
181 |
273 |
273 |
|
28 |
28 |
49 |
74 |
92 |
180 |
273 |
273 |
|
29 |
28 |
49 |
77 |
91 |
179 |
272 |
272 |
|
30 |
27 |
48 |
79 |
90 |
179 |
271 |
271 |
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 |
11 |
24 |
31 |
54 |
175 |
312 |
3 134 |
|
2 |
15 |
29 |
35 |
58 |
179 |
350 |
2 328 |
|
3 |
17 |
32 |
41 |
66 |
177 |
362 |
1 754 |
|
4 |
20 |
35 |
46 |
72 |
176 |
361 |
1 354 |
|
5 |
22 |
39 |
51 |
75 |
178 |
351 |
1 072 |
|
6 |
21 |
39 |
51 |
76 |
176 |
337 |
869 |
|
7 |
27 |
46 |
57 |
82 |
179 |
321 |
719 |
|
8 |
26 |
45 |
57 |
84 |
178 |
304 |
604 |
|
9 |
27 |
47 |
59 |
87 |
179 |
286 |
515 |
|
10 |
29 |
49 |
62 |
91 |
180 |
273 |
443 |
|
11 |
30 |
51 |
64 |
93 |
181 |
274 |
385 |
|
12 |
31 |
51 |
64 |
94 |
182 |
275 |
337 |
|
13 |
31 |
52 |
65 |
94 |
182 |
275 |
297 |
|
14 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
15 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
16 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
17 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
18 |
30 |
51 |
64 |
93 |
181 |
274 |
274 |
|
19 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
20 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
21 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
22 |
29 |
50 |
63 |
93 |
181 |
274 |
274 |
|
23 |
29 |
50 |
63 |
92 |
180 |
273 |
273 |
|
24 |
29 |
49 |
65 |
92 |
180 |
273 |
273 |
|
25 |
28 |
49 |
67 |
91 |
180 |
272 |
272 |
|
26 |
28 |
48 |
70 |
91 |
179 |
272 |
272 |
|
27 |
27 |
48 |
72 |
90 |
179 |
271 |
271 |
|
28 |
27 |
47 |
75 |
90 |
178 |
271 |
271 |
|
29 |
26 |
47 |
77 |
89 |
178 |
270 |
270 |
|
30 |
26 |
46 |
79 |
89 |
177 |
270 |
270 |
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 |
10 |
24 |
30 |
53 |
174 |
314 |
3 158 |
|
2 |
11 |
25 |
31 |
54 |
175 |
352 |
2 343 |
|
3 |
12 |
26 |
35 |
60 |
171 |
364 |
1 764 |
|
4 |
12 |
28 |
38 |
64 |
169 |
362 |
1 360 |
|
5 |
13 |
30 |
42 |
66 |
169 |
352 |
1 077 |
|
6 |
14 |
32 |
44 |
69 |
169 |
338 |
873 |
|
7 |
16 |
35 |
46 |
71 |
169 |
322 |
722 |
|
8 |
16 |
36 |
47 |
74 |
168 |
304 |
606 |
|
9 |
17 |
37 |
49 |
77 |
169 |
287 |
516 |
|
10 |
17 |
38 |
51 |
79 |
169 |
270 |
445 |
|
11 |
17 |
38 |
51 |
80 |
169 |
262 |
386 |
|
12 |
18 |
38 |
51 |
81 |
169 |
262 |
338 |
|
13 |
18 |
38 |
51 |
81 |
169 |
262 |
298 |
|
14 |
18 |
39 |
52 |
81 |
169 |
262 |
264 |
|
15 |
18 |
39 |
52 |
81 |
169 |
262 |
262 |
|
16 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
17 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
18 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
19 |
17 |
38 |
51 |
81 |
169 |
262 |
262 |
|
20 |
18 |
38 |
54 |
81 |
169 |
262 |
262 |
|
21 |
18 |
38 |
57 |
81 |
169 |
262 |
262 |
|
22 |
17 |
38 |
59 |
81 |
169 |
262 |
262 |
|
23 |
17 |
38 |
62 |
80 |
169 |
261 |
261 |
|
24 |
17 |
38 |
64 |
80 |
168 |
261 |
261 |
|
25 |
16 |
37 |
66 |
80 |
168 |
261 |
261 |
|
26 |
16 |
37 |
70 |
79 |
167 |
260 |
260 |
|
27 |
16 |
36 |
72 |
79 |
167 |
260 |
260 |
|
28 |
15 |
36 |
74 |
78 |
167 |
259 |
259 |
|
29 |
15 |
36 |
77 |
79 |
166 |
259 |
259 |
|
30 |
15 |
35 |
79 |
81 |
166 |
259 |
259 |
3.16 Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
45 |
59 |
66 |
88 |
209 |
318 |
3 200 |
|
2 |
48 |
62 |
68 |
91 |
212 |
357 |
2 381 |
|
3 |
51 |
65 |
74 |
99 |
210 |
370 |
1 796 |
|
4 |
51 |
67 |
78 |
104 |
208 |
369 |
1 387 |
|
5 |
53 |
70 |
82 |
106 |
208 |
359 |
1 099 |
|
6 |
55 |
73 |
84 |
110 |
209 |
345 |
891 |
|
7 |
56 |
75 |
86 |
111 |
209 |
329 |
737 |
|
8 |
56 |
75 |
87 |
114 |
208 |
311 |
620 |
|
9 |
56 |
76 |
88 |
116 |
208 |
301 |
528 |
|
10 |
56 |
77 |
90 |
118 |
208 |
300 |
455 |
|
11 |
56 |
77 |
90 |
119 |
207 |
300 |
395 |
|
12 |
55 |
76 |
89 |
118 |
206 |
299 |
346 |
|
13 |
54 |
75 |
88 |
117 |
206 |
298 |
305 |
|
14 |
53 |
74 |
87 |
117 |
205 |
298 |
298 |
|
15 |
52 |
73 |
86 |
116 |
204 |
297 |
297 |
|
16 |
52 |
72 |
85 |
115 |
203 |
296 |
296 |
|
17 |
51 |
72 |
85 |
114 |
202 |
295 |
295 |
|
18 |
50 |
71 |
84 |
113 |
201 |
294 |
294 |
|
19 |
49 |
70 |
83 |
113 |
201 |
294 |
294 |
|
20 |
49 |
69 |
82 |
112 |
200 |
293 |
293 |
|
21 |
48 |
69 |
82 |
111 |
199 |
292 |
292 |
|
22 |
47 |
68 |
81 |
110 |
199 |
291 |
291 |
|
23 |
46 |
67 |
80 |
109 |
198 |
290 |
290 |
|
24 |
45 |
66 |
79 |
109 |
197 |
290 |
290 |
|
25 |
44 |
65 |
78 |
108 |
196 |
289 |
289 |
|
26 |
43 |
64 |
77 |
107 |
195 |
288 |
288 |
|
27 |
43 |
63 |
76 |
106 |
194 |
287 |
287 |
|
28 |
42 |
62 |
76 |
105 |
193 |
286 |
286 |
|
29 |
41 |
62 |
78 |
104 |
192 |
285 |
285 |
|
30 |
40 |
61 |
82 |
103 |
191 |
284 |
284 |
3.17 Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
76 |
90 |
97 |
119 |
241 |
336 |
3 284 |
|
2 |
81 |
94 |
101 |
124 |
245 |
366 |
2 451 |
|
3 |
80 |
95 |
104 |
129 |
240 |
381 |
1 851 |
|
4 |
80 |
95 |
106 |
132 |
236 |
380 |
1 432 |
|
5 |
82 |
99 |
111 |
135 |
238 |
371 |
1 136 |
|
6 |
84 |
102 |
114 |
139 |
238 |
357 |
923 |
|
7 |
86 |
105 |
116 |
142 |
239 |
341 |
764 |
|
8 |
87 |
107 |
118 |
145 |
240 |
332 |
643 |
|
9 |
88 |
108 |
121 |
149 |
240 |
333 |
548 |
|
10 |
89 |
109 |
122 |
151 |
240 |
333 |
472 |
|
11 |
88 |
109 |
122 |
151 |
240 |
332 |
410 |
|
12 |
87 |
108 |
121 |
150 |
239 |
331 |
359 |
|
13 |
86 |
107 |
120 |
149 |
237 |
330 |
330 |
|
14 |
84 |
105 |
118 |
148 |
236 |
329 |
329 |
|
15 |
83 |
104 |
117 |
146 |
234 |
327 |
327 |
|
16 |
82 |
102 |
115 |
145 |
233 |
326 |
326 |
|
17 |
80 |
101 |
114 |
143 |
232 |
324 |
324 |
|
18 |
79 |
100 |
113 |
142 |
230 |
323 |
323 |
|
19 |
77 |
98 |
111 |
141 |
229 |
322 |
322 |
|
20 |
76 |
97 |
110 |
139 |
228 |
320 |
320 |
|
21 |
75 |
95 |
108 |
138 |
226 |
319 |
319 |
|
22 |
73 |
94 |
107 |
136 |
225 |
317 |
317 |
|
23 |
72 |
92 |
105 |
135 |
223 |
316 |
316 |
|
24 |
70 |
91 |
104 |
133 |
221 |
314 |
314 |
|
25 |
68 |
89 |
102 |
132 |
220 |
313 |
313 |
|
26 |
67 |
88 |
101 |
130 |
218 |
311 |
311 |
|
27 |
65 |
86 |
99 |
129 |
217 |
310 |
310 |
|
28 |
64 |
85 |
98 |
127 |
215 |
308 |
308 |
|
29 |
62 |
83 |
96 |
125 |
214 |
307 |
307 |
|
30 |
61 |
82 |
95 |
124 |
212 |
305 |
305 |
3.18 Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
3 |
17 |
23 |
46 |
167 |
313 |
3 145 |
|
2 |
7 |
20 |
27 |
49 |
171 |
350 |
2 335 |
|
3 |
8 |
23 |
32 |
57 |
168 |
363 |
1 758 |
|
4 |
10 |
26 |
36 |
62 |
167 |
361 |
1 356 |
|
5 |
12 |
29 |
41 |
65 |
168 |
351 |
1 074 |
|
6 |
14 |
32 |
44 |
69 |
168 |
337 |
870 |
|
7 |
16 |
35 |
46 |
72 |
169 |
321 |
719 |
|
8 |
16 |
36 |
48 |
74 |
169 |
304 |
605 |
|
9 |
17 |
37 |
49 |
77 |
169 |
286 |
515 |
|
10 |
17 |
38 |
51 |
80 |
169 |
269 |
443 |
|
11 |
17 |
38 |
51 |
80 |
169 |
262 |
385 |
|
12 |
17 |
38 |
51 |
80 |
168 |
261 |
337 |
|
13 |
16 |
37 |
50 |
80 |
168 |
261 |
297 |
|
14 |
16 |
37 |
50 |
79 |
167 |
260 |
263 |
|
15 |
15 |
36 |
49 |
78 |
167 |
259 |
259 |
|
16 |
14 |
35 |
48 |
77 |
166 |
258 |
258 |
|
17 |
14 |
35 |
48 |
77 |
165 |
258 |
258 |
|
18 |
13 |
34 |
49 |
77 |
165 |
258 |
258 |
|
19 |
13 |
34 |
51 |
76 |
165 |
257 |
257 |
|
20 |
13 |
34 |
54 |
77 |
165 |
258 |
258 |
|
21 |
13 |
34 |
57 |
77 |
165 |
258 |
258 |
|
22 |
13 |
34 |
58 |
77 |
165 |
258 |
258 |
|
23 |
13 |
34 |
61 |
77 |
165 |
258 |
258 |
|
24 |
13 |
34 |
64 |
77 |
165 |
258 |
258 |
|
25 |
13 |
34 |
66 |
76 |
165 |
257 |
257 |
|
26 |
13 |
34 |
69 |
76 |
164 |
257 |
257 |
|
27 |
13 |
34 |
72 |
76 |
164 |
257 |
257 |
|
28 |
13 |
33 |
74 |
76 |
164 |
257 |
257 |
|
29 |
14 |
33 |
77 |
79 |
164 |
257 |
257 |
|
30 |
14 |
33 |
79 |
81 |
164 |
257 |
257 |
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 |
89 |
103 |
109 |
132 |
253 |
348 |
3 399 |
|
2 |
89 |
103 |
110 |
132 |
254 |
377 |
2 528 |
|
3 |
89 |
103 |
112 |
137 |
248 |
391 |
1 906 |
|
4 |
88 |
104 |
114 |
140 |
245 |
389 |
1 471 |
|
5 |
89 |
105 |
117 |
142 |
244 |
379 |
1 165 |
|
6 |
89 |
107 |
119 |
144 |
243 |
364 |
944 |
|
7 |
90 |
109 |
120 |
146 |
243 |
346 |
780 |
|
8 |
90 |
110 |
121 |
148 |
243 |
335 |
655 |
|
9 |
90 |
110 |
122 |
150 |
242 |
334 |
558 |
|
10 |
88 |
109 |
122 |
151 |
240 |
333 |
480 |
|
11 |
87 |
108 |
121 |
150 |
238 |
331 |
417 |
|
12 |
85 |
106 |
119 |
148 |
236 |
329 |
365 |
|
13 |
83 |
104 |
117 |
146 |
234 |
327 |
327 |
|
14 |
81 |
102 |
115 |
144 |
233 |
325 |
325 |
|
15 |
79 |
100 |
113 |
142 |
231 |
324 |
324 |
|
16 |
77 |
98 |
111 |
140 |
229 |
321 |
321 |
|
17 |
76 |
96 |
109 |
139 |
227 |
320 |
320 |
|
18 |
74 |
95 |
108 |
137 |
225 |
318 |
318 |
|
19 |
73 |
93 |
106 |
136 |
224 |
317 |
317 |
|
20 |
72 |
92 |
105 |
135 |
223 |
316 |
316 |
|
21 |
71 |
91 |
104 |
134 |
222 |
315 |
315 |
|
22 |
69 |
90 |
103 |
133 |
221 |
314 |
314 |
|
23 |
68 |
89 |
102 |
131 |
220 |
312 |
312 |
|
24 |
67 |
88 |
101 |
130 |
219 |
311 |
311 |
|
25 |
66 |
87 |
100 |
129 |
217 |
310 |
310 |
|
26 |
65 |
86 |
99 |
128 |
216 |
309 |
309 |
|
27 |
64 |
84 |
97 |
127 |
215 |
308 |
308 |
|
28 |
63 |
83 |
96 |
126 |
214 |
307 |
307 |
|
29 |
61 |
82 |
95 |
125 |
213 |
306 |
306 |
|
30 |
60 |
81 |
94 |
124 |
212 |
305 |
305 |
3.20 Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
337 |
350 |
357 |
379 |
501 |
596 |
3 510 |
|
2 |
75 |
89 |
96 |
118 |
239 |
387 |
2 604 |
|
3 |
77 |
92 |
101 |
126 |
236 |
400 |
1 960 |
|
4 |
80 |
95 |
106 |
132 |
236 |
398 |
1 511 |
|
5 |
82 |
98 |
110 |
135 |
237 |
387 |
1 195 |
|
6 |
84 |
102 |
114 |
139 |
238 |
372 |
968 |
|
7 |
86 |
105 |
116 |
141 |
238 |
354 |
800 |
|
8 |
87 |
106 |
118 |
145 |
239 |
336 |
672 |
|
9 |
87 |
107 |
120 |
148 |
239 |
332 |
572 |
|
10 |
87 |
108 |
121 |
150 |
239 |
332 |
493 |
|
11 |
87 |
108 |
121 |
150 |
239 |
332 |
428 |
|
12 |
87 |
108 |
121 |
151 |
239 |
332 |
375 |
|
13 |
88 |
109 |
122 |
151 |
239 |
332 |
332 |
|
14 |
88 |
109 |
122 |
151 |
240 |
333 |
333 |
|
15 |
89 |
110 |
123 |
152 |
240 |
333 |
333 |
|
16 |
90 |
111 |
124 |
153 |
241 |
334 |
334 |
|
17 |
91 |
112 |
125 |
154 |
242 |
335 |
335 |
|
18 |
92 |
113 |
126 |
155 |
243 |
336 |
336 |
|
19 |
93 |
114 |
127 |
156 |
244 |
337 |
337 |
|
20 |
94 |
114 |
127 |
157 |
245 |
338 |
338 |
|
21 |
94 |
114 |
127 |
157 |
245 |
338 |
338 |
|
22 |
93 |
114 |
127 |
157 |
245 |
338 |
338 |
|
23 |
93 |
114 |
127 |
156 |
244 |
337 |
337 |
|
24 |
92 |
113 |
126 |
155 |
244 |
336 |
336 |
|
25 |
91 |
112 |
125 |
154 |
243 |
335 |
335 |
|
26 |
90 |
111 |
124 |
153 |
241 |
334 |
334 |
|
27 |
89 |
110 |
123 |
152 |
240 |
333 |
333 |
|
28 |
87 |
108 |
121 |
151 |
239 |
332 |
332 |
|
29 |
86 |
107 |
120 |
149 |
237 |
330 |
330 |
|
30 |
85 |
105 |
118 |
148 |
236 |
329 |
329 |
3.21 New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
5 |
11 |
34 |
155 |
306 |
3 075 |
|
2 |
0 |
5 |
11 |
34 |
155 |
343 |
2 282 |
|
3 |
1 |
5 |
13 |
38 |
149 |
356 |
1 719 |
|
4 |
1 |
5 |
16 |
41 |
146 |
354 |
1 326 |
|
5 |
2 |
6 |
18 |
42 |
145 |
344 |
1 050 |
|
6 |
2 |
8 |
20 |
45 |
144 |
330 |
851 |
|
7 |
3 |
10 |
21 |
46 |
144 |
314 |
704 |
|
8 |
4 |
10 |
22 |
48 |
143 |
297 |
592 |
|
9 |
4 |
10 |
25 |
50 |
142 |
280 |
504 |
|
10 |
4 |
10 |
28 |
52 |
141 |
264 |
434 |
|
11 |
5 |
10 |
31 |
53 |
141 |
247 |
377 |
|
12 |
6 |
10 |
33 |
53 |
141 |
234 |
330 |
|
13 |
6 |
12 |
35 |
53 |
141 |
234 |
291 |
|
14 |
6 |
12 |
38 |
53 |
141 |
234 |
258 |
|
15 |
6 |
14 |
40 |
53 |
141 |
234 |
234 |
|
16 |
8 |
14 |
43 |
53 |
141 |
234 |
234 |
|
17 |
8 |
15 |
46 |
54 |
142 |
235 |
235 |
|
18 |
8 |
16 |
48 |
54 |
142 |
235 |
235 |
|
19 |
9 |
17 |
50 |
57 |
143 |
236 |
236 |
|
20 |
9 |
19 |
53 |
59 |
144 |
237 |
237 |
|
21 |
9 |
19 |
56 |
62 |
145 |
238 |
238 |
|
22 |
10 |
20 |
58 |
64 |
145 |
238 |
238 |
|
23 |
10 |
21 |
61 |
65 |
146 |
239 |
239 |
|
24 |
12 |
22 |
63 |
67 |
146 |
239 |
239 |
|
25 |
12 |
22 |
66 |
70 |
147 |
240 |
240 |
|
26 |
12 |
24 |
68 |
72 |
147 |
240 |
240 |
|
27 |
13 |
25 |
71 |
74 |
148 |
240 |
240 |
|
28 |
13 |
26 |
73 |
76 |
148 |
241 |
241 |
|
29 |
14 |
27 |
76 |
78 |
148 |
241 |
241 |
|
30 |
14 |
27 |
79 |
80 |
149 |
241 |
241 |
3.22 New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
48 |
62 |
69 |
91 |
212 |
313 |
3 145 |
|
2 |
49 |
63 |
69 |
92 |
213 |
350 |
2 334 |
|
3 |
48 |
63 |
72 |
97 |
208 |
363 |
1 758 |
|
4 |
48 |
63 |
74 |
100 |
204 |
361 |
1 357 |
|
5 |
48 |
64 |
76 |
101 |
203 |
352 |
1 075 |
|
6 |
49 |
67 |
78 |
104 |
203 |
338 |
872 |
|
7 |
49 |
68 |
79 |
104 |
201 |
322 |
722 |
|
8 |
48 |
68 |
80 |
106 |
201 |
305 |
607 |
|
9 |
48 |
68 |
80 |
109 |
200 |
293 |
517 |
|
10 |
47 |
68 |
81 |
109 |
199 |
291 |
445 |
|
11 |
46 |
66 |
79 |
109 |
197 |
290 |
387 |
|
12 |
44 |
65 |
78 |
107 |
195 |
288 |
339 |
|
13 |
42 |
63 |
76 |
106 |
194 |
287 |
299 |
|
14 |
41 |
62 |
75 |
104 |
192 |
285 |
285 |
|
15 |
40 |
60 |
73 |
103 |
191 |
284 |
284 |
|
16 |
38 |
59 |
72 |
101 |
189 |
282 |
282 |
|
17 |
37 |
57 |
70 |
100 |
188 |
281 |
281 |
|
18 |
36 |
56 |
69 |
99 |
187 |
280 |
280 |
|
19 |
35 |
55 |
68 |
98 |
186 |
279 |
279 |
|
20 |
34 |
55 |
68 |
97 |
186 |
278 |
278 |
|
21 |
34 |
54 |
67 |
97 |
185 |
278 |
278 |
|
22 |
33 |
54 |
67 |
96 |
184 |
277 |
277 |
|
23 |
32 |
53 |
66 |
95 |
184 |
276 |
276 |
|
24 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
25 |
31 |
52 |
67 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
70 |
93 |
182 |
274 |
274 |
|
27 |
29 |
50 |
72 |
93 |
181 |
274 |
274 |
|
28 |
29 |
50 |
75 |
92 |
180 |
273 |
273 |
|
29 |
28 |
49 |
77 |
91 |
180 |
272 |
272 |
|
30 |
27 |
48 |
80 |
91 |
179 |
272 |
272 |
3.23 Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
110 |
124 |
131 |
153 |
275 |
369 |
3 418 |
|
2 |
112 |
125 |
132 |
154 |
276 |
379 |
2 543 |
|
3 |
112 |
127 |
135 |
161 |
271 |
393 |
1 918 |
|
4 |
113 |
128 |
139 |
165 |
269 |
391 |
1 481 |
|
5 |
114 |
131 |
143 |
167 |
269 |
381 |
1 173 |
|
6 |
115 |
133 |
145 |
170 |
269 |
367 |
952 |
|
7 |
116 |
135 |
146 |
172 |
269 |
361 |
787 |
|
8 |
115 |
135 |
146 |
173 |
268 |
361 |
662 |
|
9 |
115 |
135 |
147 |
175 |
267 |
360 |
564 |
|
10 |
114 |
135 |
148 |
176 |
266 |
359 |
486 |
|
11 |
113 |
134 |
147 |
176 |
264 |
357 |
422 |
|
12 |
111 |
132 |
145 |
174 |
262 |
355 |
370 |
|
13 |
109 |
130 |
143 |
172 |
260 |
353 |
353 |
|
14 |
107 |
127 |
140 |
170 |
258 |
351 |
351 |
|
15 |
104 |
125 |
138 |
168 |
256 |
349 |
349 |
|
16 |
102 |
123 |
136 |
165 |
253 |
346 |
346 |
|
17 |
100 |
120 |
133 |
163 |
251 |
344 |
344 |
|
18 |
97 |
118 |
131 |
161 |
249 |
342 |
342 |
|
19 |
95 |
116 |
129 |
159 |
247 |
340 |
340 |
|
20 |
94 |
114 |
127 |
157 |
245 |
338 |
338 |
|
21 |
92 |
113 |
126 |
155 |
243 |
336 |
336 |
|
22 |
90 |
111 |
124 |
153 |
242 |
334 |
334 |
|
23 |
88 |
109 |
122 |
152 |
240 |
333 |
333 |
|
24 |
87 |
107 |
120 |
150 |
238 |
331 |
331 |
|
25 |
85 |
105 |
118 |
148 |
236 |
329 |
329 |
|
26 |
83 |
104 |
117 |
146 |
234 |
327 |
327 |
|
27 |
81 |
102 |
115 |
144 |
233 |
325 |
325 |
|
28 |
80 |
100 |
113 |
143 |
231 |
324 |
324 |
|
29 |
78 |
99 |
112 |
141 |
229 |
322 |
322 |
|
30 |
76 |
97 |
110 |
140 |
228 |
321 |
321 |
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 |
168 |
181 |
188 |
210 |
332 |
427 |
3 380 |
|
2 |
177 |
191 |
197 |
220 |
341 |
436 |
2 532 |
|
3 |
180 |
195 |
204 |
229 |
340 |
434 |
1 921 |
|
4 |
182 |
197 |
208 |
234 |
338 |
432 |
1 490 |
|
5 |
182 |
199 |
211 |
235 |
338 |
431 |
1 183 |
|
6 |
182 |
200 |
212 |
237 |
336 |
429 |
961 |
|
7 |
182 |
201 |
212 |
238 |
335 |
428 |
795 |
|
8 |
181 |
201 |
212 |
239 |
333 |
426 |
668 |
|
9 |
180 |
200 |
212 |
240 |
332 |
425 |
568 |
|
10 |
179 |
199 |
212 |
241 |
330 |
423 |
489 |
|
11 |
177 |
198 |
211 |
240 |
328 |
421 |
425 |
|
12 |
174 |
195 |
208 |
238 |
326 |
419 |
419 |
|
13 |
171 |
192 |
205 |
235 |
323 |
416 |
416 |
|
14 |
168 |
189 |
202 |
232 |
320 |
413 |
413 |
|
15 |
165 |
186 |
199 |
228 |
317 |
409 |
409 |
|
16 |
162 |
183 |
196 |
225 |
313 |
406 |
406 |
|
17 |
159 |
180 |
193 |
222 |
310 |
403 |
403 |
|
18 |
156 |
176 |
189 |
219 |
307 |
400 |
400 |
|
19 |
153 |
173 |
186 |
216 |
304 |
397 |
397 |
|
20 |
149 |
170 |
183 |
213 |
301 |
394 |
394 |
|
21 |
146 |
167 |
180 |
210 |
298 |
391 |
391 |
|
22 |
143 |
164 |
177 |
206 |
295 |
387 |
387 |
|
23 |
140 |
161 |
174 |
203 |
291 |
384 |
384 |
|
24 |
137 |
158 |
171 |
200 |
288 |
381 |
381 |
|
25 |
134 |
155 |
168 |
197 |
285 |
378 |
378 |
|
26 |
131 |
151 |
164 |
194 |
282 |
375 |
375 |
|
27 |
128 |
149 |
162 |
191 |
279 |
372 |
372 |
|
28 |
125 |
146 |
159 |
188 |
276 |
369 |
369 |
|
29 |
122 |
143 |
156 |
185 |
273 |
366 |
366 |
|
30 |
119 |
140 |
153 |
183 |
271 |
364 |
364 |
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 |
24 |
38 |
44 |
67 |
188 |
316 |
3 179 |
|
2 |
25 |
38 |
45 |
68 |
189 |
354 |
2 360 |
|
3 |
24 |
39 |
47 |
73 |
183 |
367 |
1 779 |
|
4 |
24 |
40 |
50 |
76 |
180 |
365 |
1 373 |
|
5 |
24 |
41 |
53 |
78 |
180 |
356 |
1 087 |
|
6 |
25 |
43 |
55 |
80 |
179 |
342 |
882 |
|
7 |
26 |
45 |
56 |
81 |
178 |
325 |
729 |
|
8 |
25 |
44 |
56 |
83 |
177 |
308 |
613 |
|
9 |
24 |
44 |
57 |
85 |
176 |
290 |
522 |
|
10 |
24 |
44 |
57 |
86 |
175 |
273 |
449 |
|
11 |
23 |
44 |
57 |
86 |
175 |
268 |
390 |
|
12 |
23 |
43 |
56 |
86 |
174 |
267 |
342 |
|
13 |
22 |
43 |
56 |
85 |
173 |
266 |
301 |
|
14 |
22 |
42 |
55 |
85 |
173 |
266 |
267 |
|
15 |
21 |
42 |
55 |
84 |
173 |
265 |
265 |
|
16 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
17 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
18 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
19 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
20 |
21 |
42 |
55 |
84 |
173 |
265 |
265 |
|
21 |
21 |
42 |
57 |
84 |
173 |
265 |
265 |
|
22 |
21 |
42 |
60 |
84 |
173 |
265 |
265 |
|
23 |
21 |
42 |
62 |
84 |
172 |
265 |
265 |
|
24 |
21 |
42 |
65 |
84 |
172 |
265 |
265 |
|
25 |
21 |
41 |
67 |
84 |
172 |
265 |
265 |
|
26 |
20 |
41 |
70 |
83 |
172 |
265 |
265 |
|
27 |
20 |
41 |
72 |
83 |
171 |
264 |
264 |
|
28 |
20 |
41 |
75 |
83 |
171 |
264 |
264 |
|
29 |
19 |
40 |
78 |
83 |
171 |
264 |
264 |
|
30 |
19 |
40 |
80 |
82 |
171 |
263 |
263 |
3.26 Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
20 |
34 |
41 |
63 |
184 |
321 |
3 231 |
|
2 |
22 |
36 |
42 |
65 |
186 |
359 |
2 399 |
|
3 |
23 |
38 |
46 |
71 |
182 |
372 |
1 806 |
|
4 |
24 |
40 |
50 |
76 |
181 |
370 |
1 394 |
|
5 |
26 |
43 |
55 |
79 |
182 |
360 |
1 104 |
|
6 |
28 |
46 |
57 |
83 |
182 |
346 |
895 |
|
7 |
30 |
49 |
60 |
85 |
182 |
329 |
740 |
|
8 |
30 |
50 |
61 |
88 |
182 |
312 |
622 |
|
9 |
30 |
51 |
63 |
91 |
182 |
294 |
530 |
|
10 |
31 |
52 |
65 |
93 |
183 |
277 |
456 |
|
11 |
32 |
52 |
65 |
95 |
183 |
276 |
396 |
|
12 |
32 |
53 |
66 |
95 |
183 |
276 |
347 |
|
13 |
32 |
53 |
66 |
95 |
183 |
276 |
306 |
|
14 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
15 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
16 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
17 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
18 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
19 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
20 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
21 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
22 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
23 |
31 |
52 |
65 |
94 |
183 |
275 |
275 |
|
24 |
31 |
52 |
66 |
94 |
182 |
275 |
275 |
|
25 |
31 |
51 |
69 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
71 |
93 |
182 |
274 |
274 |
|
27 |
30 |
50 |
74 |
93 |
181 |
274 |
274 |
|
28 |
29 |
50 |
76 |
92 |
181 |
273 |
273 |
|
29 |
29 |
49 |
79 |
92 |
180 |
273 |
273 |
|
30 |
28 |
49 |
82 |
91 |
180 |
272 |
272 |
3.27 Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
120 |
134 |
141 |
163 |
285 |
379 |
3 533 |
|
2 |
119 |
133 |
139 |
162 |
283 |
390 |
2 631 |
|
3 |
117 |
132 |
141 |
166 |
276 |
404 |
1 981 |
|
4 |
116 |
132 |
143 |
169 |
273 |
402 |
1 527 |
|
5 |
116 |
133 |
145 |
170 |
272 |
391 |
1 207 |
|
6 |
116 |
134 |
146 |
171 |
270 |
375 |
976 |
|
7 |
117 |
136 |
147 |
172 |
269 |
362 |
806 |
|
8 |
116 |
136 |
147 |
174 |
268 |
361 |
676 |
|
9 |
115 |
135 |
147 |
176 |
267 |
360 |
575 |
|
10 |
115 |
135 |
148 |
177 |
266 |
359 |
494 |
|
11 |
114 |
135 |
148 |
177 |
266 |
358 |
429 |
|
12 |
113 |
134 |
147 |
176 |
264 |
357 |
374 |
|
13 |
112 |
133 |
146 |
175 |
263 |
356 |
356 |
|
14 |
110 |
131 |
144 |
174 |
262 |
355 |
355 |
|
15 |
108 |
129 |
142 |
171 |
260 |
352 |
352 |
|
16 |
106 |
127 |
140 |
169 |
257 |
350 |
350 |
|
17 |
103 |
124 |
137 |
166 |
255 |
348 |
348 |
|
18 |
101 |
122 |
135 |
164 |
253 |
345 |
345 |
|
19 |
99 |
120 |
133 |
162 |
250 |
343 |
343 |
|
20 |
97 |
118 |
131 |
160 |
248 |
341 |
341 |
|
21 |
94 |
115 |
128 |
158 |
246 |
339 |
339 |
|
22 |
92 |
113 |
126 |
155 |
244 |
336 |
336 |
|
23 |
90 |
111 |
124 |
153 |
241 |
334 |
334 |
|
24 |
88 |
109 |
122 |
151 |
239 |
332 |
332 |
|
25 |
86 |
106 |
119 |
149 |
237 |
330 |
330 |
|
26 |
84 |
104 |
117 |
147 |
235 |
328 |
328 |
|
27 |
81 |
102 |
115 |
145 |
233 |
326 |
326 |
|
28 |
79 |
100 |
113 |
143 |
231 |
324 |
324 |
|
29 |
77 |
98 |
111 |
141 |
229 |
322 |
322 |
|
30 |
76 |
96 |
109 |
139 |
227 |
320 |
320 |
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 |
5 |
11 |
34 |
155 |
312 |
3 140 |
|
2 |
0 |
7 |
13 |
36 |
157 |
350 |
2 329 |
|
3 |
1 |
9 |
17 |
42 |
153 |
362 |
1 753 |
|
4 |
1 |
11 |
21 |
47 |
152 |
360 |
1 352 |
|
5 |
2 |
14 |
26 |
50 |
152 |
350 |
1 071 |
|
6 |
2 |
17 |
28 |
54 |
153 |
336 |
868 |
|
7 |
3 |
20 |
31 |
56 |
153 |
320 |
718 |
|
8 |
4 |
21 |
32 |
59 |
153 |
303 |
603 |
|
9 |
4 |
21 |
33 |
62 |
153 |
286 |
514 |
|
10 |
4 |
22 |
35 |
64 |
153 |
269 |
443 |
|
11 |
5 |
22 |
35 |
64 |
153 |
252 |
385 |
|
12 |
6 |
22 |
35 |
64 |
152 |
245 |
337 |
|
13 |
6 |
22 |
36 |
64 |
152 |
245 |
297 |
|
14 |
6 |
21 |
38 |
64 |
152 |
245 |
263 |
|
15 |
6 |
21 |
41 |
64 |
152 |
245 |
245 |
|
16 |
8 |
21 |
44 |
63 |
151 |
244 |
244 |
|
17 |
8 |
21 |
46 |
63 |
152 |
244 |
244 |
|
18 |
8 |
21 |
49 |
63 |
152 |
244 |
244 |
|
19 |
9 |
21 |
51 |
64 |
152 |
245 |
245 |
|
20 |
9 |
22 |
54 |
64 |
152 |
245 |
245 |
|
21 |
9 |
22 |
57 |
65 |
153 |
246 |
246 |
|
22 |
10 |
23 |
59 |
65 |
153 |
246 |
246 |
|
23 |
11 |
23 |
61 |
66 |
154 |
246 |
246 |
|
24 |
12 |
23 |
64 |
68 |
154 |
247 |
247 |
|
25 |
12 |
23 |
66 |
71 |
154 |
247 |
247 |
|
26 |
12 |
24 |
69 |
72 |
154 |
247 |
247 |
|
27 |
13 |
25 |
72 |
74 |
154 |
247 |
247 |
|
28 |
13 |
26 |
74 |
76 |
154 |
247 |
247 |
|
29 |
14 |
27 |
77 |
79 |
154 |
247 |
247 |
|
30 |
14 |
28 |
79 |
81 |
155 |
247 |
247 |
3.29 South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
30 |
44 |
51 |
73 |
194 |
313 |
3 142 |
|
2 |
31 |
44 |
51 |
74 |
195 |
350 |
2 330 |
|
3 |
29 |
44 |
52 |
78 |
188 |
362 |
1 753 |
|
4 |
28 |
44 |
54 |
80 |
185 |
360 |
1 352 |
|
5 |
28 |
45 |
57 |
81 |
184 |
350 |
1 070 |
|
6 |
31 |
49 |
60 |
86 |
185 |
336 |
867 |
|
7 |
29 |
48 |
59 |
84 |
181 |
319 |
716 |
|
8 |
33 |
52 |
64 |
91 |
185 |
302 |
602 |
|
9 |
32 |
52 |
64 |
93 |
184 |
285 |
512 |
|
10 |
26 |
47 |
60 |
89 |
178 |
271 |
441 |
|
11 |
22 |
43 |
56 |
85 |
173 |
266 |
383 |
|
12 |
18 |
39 |
52 |
82 |
170 |
263 |
335 |
|
13 |
16 |
37 |
50 |
79 |
167 |
260 |
295 |
|
14 |
14 |
35 |
48 |
77 |
165 |
258 |
262 |
|
15 |
12 |
33 |
46 |
76 |
164 |
257 |
257 |
|
16 |
11 |
32 |
45 |
74 |
162 |
255 |
255 |
|
17 |
10 |
31 |
46 |
73 |
161 |
254 |
254 |
|
18 |
9 |
30 |
48 |
73 |
161 |
254 |
254 |
|
19 |
9 |
30 |
51 |
72 |
160 |
253 |
253 |
|
20 |
9 |
30 |
54 |
72 |
160 |
253 |
253 |
|
21 |
9 |
30 |
56 |
72 |
160 |
253 |
253 |
|
22 |
10 |
30 |
58 |
72 |
160 |
253 |
253 |
|
23 |
11 |
30 |
61 |
72 |
160 |
253 |
253 |
|
24 |
12 |
30 |
63 |
72 |
160 |
253 |
253 |
|
25 |
12 |
30 |
66 |
72 |
160 |
253 |
253 |
|
26 |
12 |
29 |
68 |
72 |
160 |
253 |
253 |
|
27 |
13 |
29 |
71 |
74 |
160 |
253 |
253 |
|
28 |
13 |
29 |
73 |
76 |
160 |
253 |
253 |
|
29 |
14 |
29 |
77 |
78 |
160 |
253 |
253 |
|
30 |
14 |
29 |
79 |
80 |
160 |
252 |
252 |
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 |
189 |
203 |
210 |
232 |
353 |
448 |
4 237 |
|
2 |
186 |
200 |
206 |
229 |
350 |
449 |
3 087 |
|
3 |
181 |
196 |
204 |
229 |
340 |
462 |
2 310 |
|
4 |
177 |
192 |
203 |
229 |
333 |
455 |
1 761 |
|
5 |
172 |
189 |
201 |
226 |
328 |
436 |
1 373 |
|
6 |
169 |
187 |
199 |
224 |
323 |
417 |
1 106 |
|
7 |
166 |
185 |
196 |
222 |
319 |
411 |
910 |
|
8 |
162 |
182 |
193 |
220 |
314 |
407 |
759 |
|
9 |
158 |
178 |
190 |
219 |
310 |
403 |
640 |
|
10 |
154 |
175 |
188 |
217 |
306 |
399 |
546 |
|
11 |
150 |
171 |
184 |
213 |
302 |
395 |
470 |
|
12 |
146 |
167 |
180 |
209 |
298 |
391 |
409 |
|
13 |
142 |
163 |
176 |
206 |
294 |
387 |
387 |
|
14 |
139 |
159 |
172 |
202 |
290 |
383 |
383 |
|
15 |
135 |
156 |
169 |
198 |
286 |
379 |
379 |
|
16 |
132 |
152 |
165 |
195 |
283 |
376 |
376 |
|
17 |
129 |
149 |
162 |
192 |
280 |
373 |
373 |
|
18 |
126 |
146 |
159 |
189 |
277 |
370 |
370 |
|
19 |
123 |
143 |
156 |
186 |
274 |
367 |
367 |
|
20 |
120 |
141 |
154 |
183 |
271 |
364 |
364 |
|
21 |
117 |
138 |
151 |
181 |
269 |
362 |
362 |
|
22 |
115 |
136 |
149 |
178 |
266 |
359 |
359 |
|
23 |
112 |
133 |
146 |
175 |
264 |
356 |
356 |
|
24 |
110 |
130 |
143 |
173 |
261 |
354 |
354 |
|
25 |
107 |
128 |
141 |
170 |
259 |
351 |
351 |
|
26 |
105 |
126 |
139 |
168 |
256 |
349 |
349 |
|
27 |
103 |
123 |
136 |
166 |
254 |
347 |
347 |
|
28 |
100 |
121 |
134 |
163 |
252 |
345 |
345 |
|
29 |
98 |
119 |
132 |
161 |
250 |
342 |
342 |
|
30 |
96 |
117 |
130 |
159 |
247 |
340 |
340 |
3.31 US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
26 |
53 |
173 |
316 |
3 185 |
|
2 |
0 |
14 |
26 |
53 |
173 |
354 |
2 361 |
|
3 |
1 |
17 |
28 |
57 |
169 |
366 |
1 775 |
|
4 |
1 |
20 |
32 |
62 |
168 |
364 |
1 369 |
|
5 |
2 |
23 |
37 |
68 |
169 |
354 |
1 083 |
|
6 |
4 |
26 |
39 |
69 |
170 |
340 |
878 |
|
7 |
6 |
30 |
42 |
71 |
170 |
323 |
726 |
|
8 |
9 |
34 |
46 |
74 |
170 |
306 |
610 |
|
9 |
10 |
37 |
49 |
76 |
170 |
288 |
519 |
|
10 |
11 |
38 |
51 |
76 |
170 |
271 |
447 |
|
11 |
12 |
40 |
52 |
78 |
170 |
263 |
388 |
|
12 |
13 |
41 |
54 |
79 |
171 |
263 |
340 |
|
13 |
14 |
42 |
54 |
79 |
170 |
263 |
299 |
|
14 |
14 |
43 |
55 |
80 |
170 |
263 |
265 |
|
15 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
16 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
17 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
18 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
19 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
20 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
21 |
14 |
43 |
57 |
80 |
171 |
264 |
264 |
|
22 |
14 |
43 |
59 |
80 |
171 |
264 |
264 |
|
23 |
14 |
43 |
62 |
80 |
171 |
264 |
264 |
|
24 |
14 |
43 |
65 |
80 |
171 |
264 |
264 |
|
25 |
14 |
43 |
67 |
80 |
171 |
264 |
264 |
|
26 |
14 |
43 |
70 |
80 |
171 |
264 |
264 |
|
27 |
14 |
43 |
72 |
80 |
171 |
264 |
264 |
|
28 |
14 |
43 |
74 |
80 |
171 |
264 |
264 |
|
29 |
14 |
43 |
77 |
80 |
171 |
263 |
263 |
|
30 |
14 |
43 |
79 |
81 |
170 |
263 |
263 |
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 |
12 |
133 |
304 |
3 048 |
|
2 |
0 |
1 |
6 |
14 |
132 |
340 |
2 260 |
|
3 |
1 |
2 |
9 |
17 |
124 |
352 |
1 701 |
|
4 |
1 |
3 |
12 |
20 |
121 |
350 |
1 312 |
|
5 |
2 |
4 |
15 |
23 |
120 |
341 |
1 039 |
|
6 |
2 |
4 |
17 |
26 |
120 |
327 |
842 |
|
7 |
3 |
6 |
19 |
28 |
119 |
311 |
696 |
|
8 |
4 |
6 |
22 |
30 |
119 |
294 |
585 |
|
9 |
4 |
8 |
25 |
33 |
119 |
277 |
498 |
|
10 |
4 |
8 |
28 |
35 |
119 |
261 |
429 |
|
11 |
4 |
10 |
30 |
38 |
120 |
245 |
373 |
|
12 |
6 |
10 |
32 |
40 |
120 |
229 |
326 |
|
13 |
6 |
12 |
35 |
42 |
120 |
215 |
288 |
|
14 |
6 |
12 |
37 |
46 |
120 |
213 |
255 |
|
15 |
6 |
14 |
40 |
47 |
121 |
214 |
227 |
|
16 |
8 |
14 |
43 |
49 |
121 |
214 |
214 |
|
17 |
8 |
15 |
45 |
52 |
121 |
214 |
214 |
|
18 |
8 |
16 |
47 |
54 |
122 |
215 |
215 |
|
19 |
9 |
17 |
50 |
56 |
124 |
215 |
215 |
|
20 |
9 |
17 |
53 |
59 |
127 |
216 |
216 |
|
21 |
9 |
19 |
55 |
60 |
128 |
216 |
216 |
|
22 |
10 |
20 |
57 |
62 |
130 |
217 |
217 |
|
23 |
10 |
20 |
59 |
64 |
131 |
217 |
217 |
|
24 |
10 |
22 |
62 |
66 |
133 |
218 |
218 |
|
25 |
12 |
22 |
64 |
68 |
135 |
218 |
218 |
|
26 |
12 |
24 |
67 |
70 |
136 |
218 |
218 |
|
27 |
13 |
24 |
69 |
72 |
137 |
218 |
218 |
|
28 |
13 |
25 |
72 |
74 |
138 |
218 |
218 |
|
29 |
13 |
26 |
74 |
77 |
139 |
218 |
218 |
|
30 |
14 |
27 |
76 |
79 |
141 |
218 |
218 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
24 |
|
Euro |
Belgium |
24 |
|
Euro |
Cyprus |
24 |
|
Euro |
Estonia |
24 |
|
Euro |
Finland |
24 |
|
Euro |
France |
24 |
|
Euro |
Germany |
24 |
|
Euro |
Greece |
24 |
|
Euro |
Ireland |
24 |
|
Euro |
Italy |
24 |
|
Euro |
Latvia |
24 |
|
Euro |
Lithuania |
24 |
|
Euro |
Luxembourg |
24 |
|
Euro |
Malta |
24 |
|
Euro |
Netherlands |
24 |
|
Euro |
Portugal |
24 |
|
Euro |
Slovakia |
24 |
|
Euro |
Slovenia |
24 |
|
Euro |
Spain |
24 |
|
Czech koruna |
Czech Republic |
17 |
|
Danish krone |
Denmark |
45 |
|
Forint |
Hungary |
5 |
|
Krona |
Sweden |
12 |
|
Kuna |
Croatia |
12 |
|
Lev |
Bulgaria |
– 2 |
|
Pound sterling |
United Kingdom |
27 |
|
Romanian leu |
Romania |
5 |
|
Zloty |
Poland |
9 |
|
Króna |
Iceland |
28 |
|
Norwegian krone |
Norway |
42 |
|
Swiss franc |
Liechtenstein |
4 |
|
Swiss franc |
Switzerland |
4 |
|
Australian dollar |
Australia |
13 |
|
Canadian dollar |
Canada |
27 |
|
US dollar |
United States |
56 |
|
Yen |
Japan |
3 |