|
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 |