COMMISSION IMPLEMENTING REGULATION (EU) 2022/732
of 12 May 2022
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2022 until 29 June 2022 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)
Article 1
Article 2
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 |
–0,175 % |
5,516 % |
–0,185 % |
5,955 % |
1,116 % |
0,104 % |
|
2 |
0,436 % |
5,279 % |
0,426 % |
6,139 % |
1,269 % |
0,429 % |
|
3 |
0,703 % |
4,915 % |
0,693 % |
6,227 % |
1,477 % |
0,747 % |
|
4 |
0,829 % |
4,568 % |
0,819 % |
6,271 % |
1,643 % |
1,070 % |
|
5 |
0,895 % |
4,293 % |
0,885 % |
6,250 % |
1,734 % |
1,376 % |
|
6 |
0,943 % |
4,100 % |
0,933 % |
6,203 % |
1,757 % |
1,671 % |
|
7 |
0,983 % |
3,964 % |
0,973 % |
6,136 % |
1,755 % |
1,959 % |
|
8 |
1,025 % |
3,865 % |
1,015 % |
6,054 % |
1,757 % |
2,254 % |
|
9 |
1,067 % |
3,793 % |
1,057 % |
5,964 % |
1,776 % |
2,520 % |
|
10 |
1,109 % |
3,741 % |
1,099 % |
5,875 % |
1,820 % |
2,731 % |
|
11 |
1,143 % |
3,704 % |
1,133 % |
5,792 % |
1,894 % |
2,895 % |
|
12 |
1,170 % |
3,679 % |
1,160 % |
5,725 % |
1,980 % |
3,024 % |
|
13 |
1,193 % |
3,660 % |
1,183 % |
5,678 % |
2,068 % |
3,127 % |
|
14 |
1,208 % |
3,646 % |
1,198 % |
5,651 % |
2,151 % |
3,210 % |
|
15 |
1,208 % |
3,635 % |
1,198 % |
5,649 % |
2,229 % |
3,277 % |
|
16 |
1,193 % |
3,625 % |
1,183 % |
5,646 % |
2,300 % |
3,332 % |
|
17 |
1,172 % |
3,617 % |
1,162 % |
5,638 % |
2,364 % |
3,376 % |
|
18 |
1,153 % |
3,609 % |
1,143 % |
5,625 % |
2,422 % |
3,413 % |
|
19 |
1,143 % |
3,602 % |
1,133 % |
5,609 % |
2,475 % |
3,443 % |
|
20 |
1,144 % |
3,596 % |
1,134 % |
5,591 % |
2,523 % |
3,468 % |
|
21 |
1,160 % |
3,590 % |
1,150 % |
5,571 % |
2,566 % |
3,488 % |
|
22 |
1,186 % |
3,584 % |
1,176 % |
5,550 % |
2,606 % |
3,505 % |
|
23 |
1,220 % |
3,579 % |
1,210 % |
5,528 % |
2,643 % |
3,519 % |
|
24 |
1,259 % |
3,575 % |
1,250 % |
5,506 % |
2,676 % |
3,530 % |
|
25 |
1,302 % |
3,571 % |
1,293 % |
5,484 % |
2,707 % |
3,539 % |
|
26 |
1,347 % |
3,567 % |
1,338 % |
5,461 % |
2,735 % |
3,547 % |
|
27 |
1,393 % |
3,563 % |
1,384 % |
5,439 % |
2,762 % |
3,553 % |
|
28 |
1,440 % |
3,559 % |
1,431 % |
5,417 % |
2,786 % |
3,557 % |
|
29 |
1,486 % |
3,556 % |
1,478 % |
5,396 % |
2,809 % |
3,561 % |
|
30 |
1,533 % |
3,553 % |
1,525 % |
5,375 % |
2,830 % |
3,564 % |
|
31 |
1,578 % |
3,550 % |
1,571 % |
5,354 % |
2,850 % |
3,565 % |
|
32 |
1,623 % |
3,548 % |
1,616 % |
5,334 % |
2,869 % |
3,567 % |
|
33 |
1,667 % |
3,545 % |
1,660 % |
5,315 % |
2,886 % |
3,568 % |
|
34 |
1,709 % |
3,543 % |
1,702 % |
5,296 % |
2,903 % |
3,568 % |
|
35 |
1,750 % |
3,540 % |
1,744 % |
5,278 % |
2,919 % |
3,568 % |
|
36 |
1,790 % |
3,538 % |
1,784 % |
5,260 % |
2,933 % |
3,568 % |
|
37 |
1,829 % |
3,536 % |
1,822 % |
5,243 % |
2,947 % |
3,567 % |
|
38 |
1,866 % |
3,534 % |
1,860 % |
5,226 % |
2,960 % |
3,567 % |
|
39 |
1,902 % |
3,532 % |
1,896 % |
5,210 % |
2,973 % |
3,566 % |
|
40 |
1,937 % |
3,530 % |
1,931 % |
5,195 % |
2,985 % |
3,565 % |
|
41 |
1,970 % |
3,528 % |
1,965 % |
5,180 % |
2,996 % |
3,564 % |
|
42 |
2,003 % |
3,527 % |
1,997 % |
5,165 % |
3,007 % |
3,562 % |
|
43 |
2,034 % |
3,525 % |
2,028 % |
5,151 % |
3,017 % |
3,561 % |
|
44 |
2,064 % |
3,524 % |
2,058 % |
5,138 % |
3,027 % |
3,560 % |
|
45 |
2,093 % |
3,522 % |
2,087 % |
5,125 % |
3,036 % |
3,558 % |
|
46 |
2,121 % |
3,521 % |
2,115 % |
5,112 % |
3,045 % |
3,557 % |
|
47 |
2,147 % |
3,519 % |
2,142 % |
5,100 % |
3,054 % |
3,555 % |
|
48 |
2,173 % |
3,518 % |
2,168 % |
5,089 % |
3,062 % |
3,554 % |
|
49 |
2,198 % |
3,517 % |
2,193 % |
5,077 % |
3,070 % |
3,552 % |
|
50 |
2,222 % |
3,515 % |
2,217 % |
5,066 % |
3,078 % |
3,551 % |
|
51 |
2,246 % |
3,514 % |
2,241 % |
5,056 % |
3,085 % |
3,549 % |
|
52 |
2,268 % |
3,513 % |
2,263 % |
5,046 % |
3,092 % |
3,548 % |
|
53 |
2,290 % |
3,512 % |
2,285 % |
5,036 % |
3,099 % |
3,547 % |
|
54 |
2,311 % |
3,511 % |
2,306 % |
5,026 % |
3,105 % |
3,545 % |
|
55 |
2,331 % |
3,510 % |
2,326 % |
5,017 % |
3,112 % |
3,544 % |
|
56 |
2,350 % |
3,509 % |
2,346 % |
5,008 % |
3,118 % |
3,542 % |
|
57 |
2,369 % |
3,508 % |
2,365 % |
4,999 % |
3,123 % |
3,541 % |
|
58 |
2,388 % |
3,507 % |
2,383 % |
4,991 % |
3,129 % |
3,540 % |
|
59 |
2,405 % |
3,506 % |
2,401 % |
4,983 % |
3,134 % |
3,538 % |
|
60 |
2,422 % |
3,505 % |
2,418 % |
4,975 % |
3,140 % |
3,537 % |
|
61 |
2,439 % |
3,504 % |
2,435 % |
4,967 % |
3,145 % |
3,536 % |
|
62 |
2,455 % |
3,504 % |
2,451 % |
4,960 % |
3,150 % |
3,534 % |
|
63 |
2,471 % |
3,503 % |
2,467 % |
4,953 % |
3,154 % |
3,533 % |
|
64 |
2,486 % |
3,502 % |
2,482 % |
4,946 % |
3,159 % |
3,532 % |
|
65 |
2,501 % |
3,501 % |
2,497 % |
4,939 % |
3,164 % |
3,531 % |
|
66 |
2,515 % |
3,500 % |
2,511 % |
4,932 % |
3,168 % |
3,530 % |
|
67 |
2,529 % |
3,500 % |
2,525 % |
4,926 % |
3,172 % |
3,529 % |
|
68 |
2,542 % |
3,499 % |
2,538 % |
4,920 % |
3,176 % |
3,528 % |
|
69 |
2,555 % |
3,498 % |
2,552 % |
4,914 % |
3,180 % |
3,527 % |
|
70 |
2,568 % |
3,498 % |
2,564 % |
4,908 % |
3,184 % |
3,525 % |
|
71 |
2,580 % |
3,497 % |
2,577 % |
4,902 % |
3,188 % |
3,524 % |
|
72 |
2,592 % |
3,496 % |
2,589 % |
4,897 % |
3,191 % |
3,523 % |
|
73 |
2,604 % |
3,496 % |
2,600 % |
4,891 % |
3,195 % |
3,523 % |
|
74 |
2,615 % |
3,495 % |
2,612 % |
4,886 % |
3,198 % |
3,522 % |
|
75 |
2,626 % |
3,495 % |
2,623 % |
4,881 % |
3,202 % |
3,521 % |
|
76 |
2,637 % |
3,494 % |
2,634 % |
4,876 % |
3,205 % |
3,520 % |
|
77 |
2,648 % |
3,494 % |
2,644 % |
4,871 % |
3,208 % |
3,519 % |
|
78 |
2,658 % |
3,493 % |
2,655 % |
4,866 % |
3,211 % |
3,518 % |
|
79 |
2,668 % |
3,492 % |
2,665 % |
4,862 % |
3,214 % |
3,517 % |
|
80 |
2,677 % |
3,492 % |
2,674 % |
4,857 % |
3,217 % |
3,516 % |
|
81 |
2,687 % |
3,491 % |
2,684 % |
4,853 % |
3,220 % |
3,516 % |
|
82 |
2,696 % |
3,491 % |
2,693 % |
4,848 % |
3,223 % |
3,515 % |
|
83 |
2,705 % |
3,490 % |
2,702 % |
4,844 % |
3,226 % |
3,514 % |
|
84 |
2,714 % |
3,490 % |
2,711 % |
4,840 % |
3,228 % |
3,513 % |
|
85 |
2,723 % |
3,490 % |
2,720 % |
4,836 % |
3,231 % |
3,513 % |
|
86 |
2,731 % |
3,489 % |
2,728 % |
4,832 % |
3,233 % |
3,512 % |
|
87 |
2,739 % |
3,489 % |
2,737 % |
4,828 % |
3,236 % |
3,511 % |
|
88 |
2,747 % |
3,488 % |
2,745 % |
4,825 % |
3,238 % |
3,510 % |
|
89 |
2,755 % |
3,488 % |
2,753 % |
4,821 % |
3,241 % |
3,510 % |
|
90 |
2,763 % |
3,487 % |
2,760 % |
4,817 % |
3,243 % |
3,509 % |
|
91 |
2,770 % |
3,487 % |
2,768 % |
4,814 % |
3,245 % |
3,508 % |
|
92 |
2,778 % |
3,487 % |
2,775 % |
4,810 % |
3,248 % |
3,508 % |
|
93 |
2,785 % |
3,486 % |
2,782 % |
4,807 % |
3,250 % |
3,507 % |
|
94 |
2,792 % |
3,486 % |
2,789 % |
4,804 % |
3,252 % |
3,507 % |
|
95 |
2,799 % |
3,485 % |
2,796 % |
4,801 % |
3,254 % |
3,506 % |
|
96 |
2,806 % |
3,485 % |
2,803 % |
4,798 % |
3,256 % |
3,505 % |
|
97 |
2,812 % |
3,485 % |
2,810 % |
4,794 % |
3,258 % |
3,505 % |
|
98 |
2,819 % |
3,484 % |
2,816 % |
4,791 % |
3,260 % |
3,504 % |
|
99 |
2,825 % |
3,484 % |
2,823 % |
4,789 % |
3,262 % |
3,504 % |
|
100 |
2,831 % |
3,484 % |
2,829 % |
4,786 % |
3,264 % |
3,503 % |
|
101 |
2,838 % |
3,483 % |
2,835 % |
4,783 % |
3,266 % |
3,503 % |
|
102 |
2,844 % |
3,483 % |
2,841 % |
4,780 % |
3,267 % |
3,502 % |
|
103 |
2,849 % |
3,483 % |
2,847 % |
4,777 % |
3,269 % |
3,502 % |
|
104 |
2,855 % |
3,482 % |
2,853 % |
4,775 % |
3,271 % |
3,501 % |
|
105 |
2,861 % |
3,482 % |
2,858 % |
4,772 % |
3,273 % |
3,501 % |
|
106 |
2,866 % |
3,482 % |
2,864 % |
4,769 % |
3,274 % |
3,500 % |
|
107 |
2,872 % |
3,482 % |
2,869 % |
4,767 % |
3,276 % |
3,500 % |
|
108 |
2,877 % |
3,481 % |
2,875 % |
4,764 % |
3,277 % |
3,499 % |
|
109 |
2,882 % |
3,481 % |
2,880 % |
4,762 % |
3,279 % |
3,499 % |
|
110 |
2,888 % |
3,481 % |
2,885 % |
4,760 % |
3,281 % |
3,498 % |
|
111 |
2,893 % |
3,480 % |
2,890 % |
4,757 % |
3,282 % |
3,498 % |
|
112 |
2,898 % |
3,480 % |
2,895 % |
4,755 % |
3,284 % |
3,498 % |
|
113 |
2,902 % |
3,480 % |
2,900 % |
4,753 % |
3,285 % |
3,497 % |
|
114 |
2,907 % |
3,480 % |
2,905 % |
4,751 % |
3,287 % |
3,497 % |
|
115 |
2,912 % |
3,479 % |
2,910 % |
4,748 % |
3,288 % |
3,496 % |
|
116 |
2,917 % |
3,479 % |
2,914 % |
4,746 % |
3,289 % |
3,496 % |
|
117 |
2,921 % |
3,479 % |
2,919 % |
4,744 % |
3,291 % |
3,496 % |
|
118 |
2,926 % |
3,479 % |
2,923 % |
4,742 % |
3,292 % |
3,495 % |
|
119 |
2,930 % |
3,478 % |
2,928 % |
4,740 % |
3,293 % |
3,495 % |
|
120 |
2,934 % |
3,478 % |
2,932 % |
4,738 % |
3,295 % |
3,494 % |
|
121 |
2,939 % |
3,478 % |
2,936 % |
4,736 % |
3,296 % |
3,494 % |
|
122 |
2,943 % |
3,478 % |
2,941 % |
4,734 % |
3,297 % |
3,494 % |
|
123 |
2,947 % |
3,477 % |
2,945 % |
4,732 % |
3,299 % |
3,493 % |
|
124 |
2,951 % |
3,477 % |
2,949 % |
4,730 % |
3,300 % |
3,493 % |
|
125 |
2,955 % |
3,477 % |
2,953 % |
4,728 % |
3,301 % |
3,493 % |
|
126 |
2,959 % |
3,477 % |
2,957 % |
4,727 % |
3,302 % |
3,492 % |
|
127 |
2,963 % |
3,477 % |
2,961 % |
4,725 % |
3,303 % |
3,492 % |
|
128 |
2,966 % |
3,476 % |
2,965 % |
4,723 % |
3,304 % |
3,492 % |
|
129 |
2,970 % |
3,476 % |
2,968 % |
4,721 % |
3,306 % |
3,491 % |
|
130 |
2,974 % |
3,476 % |
2,972 % |
4,720 % |
3,307 % |
3,491 % |
|
131 |
2,977 % |
3,476 % |
2,976 % |
4,718 % |
3,308 % |
3,491 % |
|
132 |
2,981 % |
3,476 % |
2,979 % |
4,716 % |
3,309 % |
3,490 % |
|
133 |
2,985 % |
3,475 % |
2,983 % |
4,715 % |
3,310 % |
3,490 % |
|
134 |
2,988 % |
3,475 % |
2,986 % |
4,713 % |
3,311 % |
3,490 % |
|
135 |
2,991 % |
3,475 % |
2,990 % |
4,712 % |
3,312 % |
3,489 % |
|
136 |
2,995 % |
3,475 % |
2,993 % |
4,710 % |
3,313 % |
3,489 % |
|
137 |
2,998 % |
3,475 % |
2,996 % |
4,708 % |
3,314 % |
3,489 % |
|
138 |
3,001 % |
3,474 % |
3,000 % |
4,707 % |
3,315 % |
3,489 % |
|
139 |
3,005 % |
3,474 % |
3,003 % |
4,705 % |
3,316 % |
3,488 % |
|
140 |
3,008 % |
3,474 % |
3,006 % |
4,704 % |
3,317 % |
3,488 % |
|
141 |
3,011 % |
3,474 % |
3,009 % |
4,702 % |
3,318 % |
3,488 % |
|
142 |
3,014 % |
3,474 % |
3,012 % |
4,701 % |
3,319 % |
3,487 % |
|
143 |
3,017 % |
3,474 % |
3,015 % |
4,700 % |
3,320 % |
3,487 % |
|
144 |
3,020 % |
3,473 % |
3,018 % |
4,698 % |
3,321 % |
3,487 % |
|
145 |
3,023 % |
3,473 % |
3,021 % |
4,697 % |
3,321 % |
3,487 % |
|
146 |
3,026 % |
3,473 % |
3,024 % |
4,696 % |
3,322 % |
3,486 % |
|
147 |
3,029 % |
3,473 % |
3,027 % |
4,694 % |
3,323 % |
3,486 % |
|
148 |
3,032 % |
3,473 % |
3,030 % |
4,693 % |
3,324 % |
3,486 % |
|
149 |
3,034 % |
3,473 % |
3,033 % |
4,692 % |
3,325 % |
3,486 % |
|
150 |
3,037 % |
3,473 % |
3,036 % |
4,690 % |
3,326 % |
3,485 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
–0,225 % |
1,632 % |
4,325 % |
4,881 % |
4,750 % |
2,312 % |
|
2 |
0,386 % |
2,024 % |
5,133 % |
5,372 % |
4,902 % |
2,417 % |
|
3 |
0,653 % |
2,028 % |
5,570 % |
5,515 % |
4,994 % |
2,563 % |
|
4 |
0,779 % |
1,960 % |
5,815 % |
5,501 % |
5,040 % |
2,680 % |
|
5 |
0,845 % |
1,891 % |
5,944 % |
5,396 % |
5,054 % |
2,740 % |
|
6 |
0,892 % |
1,816 % |
6,014 % |
5,275 % |
5,049 % |
2,745 % |
|
7 |
0,933 % |
1,750 % |
6,046 % |
5,165 % |
5,032 % |
2,723 % |
|
8 |
0,975 % |
1,703 % |
6,050 % |
5,080 % |
5,006 % |
2,693 % |
|
9 |
1,017 % |
1,671 % |
6,034 % |
5,025 % |
4,974 % |
2,666 % |
|
10 |
1,058 % |
1,651 % |
6,003 % |
4,998 % |
4,938 % |
2,647 % |
|
11 |
1,093 % |
1,633 % |
5,959 % |
4,972 % |
4,900 % |
2,639 % |
|
12 |
1,120 % |
1,617 % |
5,908 % |
4,941 % |
4,861 % |
2,639 % |
|
13 |
1,143 % |
1,602 % |
5,851 % |
4,908 % |
4,822 % |
2,645 % |
|
14 |
1,157 % |
1,588 % |
5,791 % |
4,873 % |
4,782 % |
2,655 % |
|
15 |
1,157 % |
1,576 % |
5,729 % |
4,836 % |
4,744 % |
2,667 % |
|
16 |
1,142 % |
1,566 % |
5,667 % |
4,800 % |
4,706 % |
2,681 % |
|
17 |
1,121 % |
1,556 % |
5,605 % |
4,763 % |
4,669 % |
2,697 % |
|
18 |
1,103 % |
1,544 % |
5,543 % |
4,727 % |
4,633 % |
2,713 % |
|
19 |
1,092 % |
1,530 % |
5,483 % |
4,692 % |
4,598 % |
2,730 % |
|
20 |
1,094 % |
1,512 % |
5,424 % |
4,657 % |
4,565 % |
2,746 % |
|
21 |
1,110 % |
1,492 % |
5,366 % |
4,624 % |
4,533 % |
2,763 % |
|
22 |
1,137 % |
1,470 % |
5,311 % |
4,591 % |
4,501 % |
2,780 % |
|
23 |
1,172 % |
1,450 % |
5,257 % |
4,559 % |
4,471 % |
2,796 % |
|
24 |
1,213 % |
1,432 % |
5,205 % |
4,529 % |
4,443 % |
2,812 % |
|
25 |
1,257 % |
1,418 % |
5,155 % |
4,499 % |
4,415 % |
2,828 % |
|
26 |
1,303 % |
1,409 % |
5,106 % |
4,471 % |
4,388 % |
2,843 % |
|
27 |
1,350 % |
1,404 % |
5,060 % |
4,443 % |
4,363 % |
2,858 % |
|
28 |
1,398 % |
1,405 % |
5,015 % |
4,417 % |
4,338 % |
2,873 % |
|
29 |
1,446 % |
1,412 % |
4,973 % |
4,392 % |
4,315 % |
2,887 % |
|
30 |
1,493 % |
1,424 % |
4,932 % |
4,367 % |
4,292 % |
2,900 % |
|
31 |
1,540 % |
1,443 % |
4,892 % |
4,344 % |
4,271 % |
2,914 % |
|
32 |
1,586 % |
1,465 % |
4,854 % |
4,321 % |
4,250 % |
2,926 % |
|
33 |
1,631 % |
1,492 % |
4,818 % |
4,299 % |
4,230 % |
2,939 % |
|
34 |
1,674 % |
1,520 % |
4,783 % |
4,279 % |
4,211 % |
2,950 % |
|
35 |
1,716 % |
1,551 % |
4,750 % |
4,259 % |
4,192 % |
2,962 % |
|
36 |
1,757 % |
1,582 % |
4,718 % |
4,239 % |
4,174 % |
2,973 % |
|
37 |
1,796 % |
1,615 % |
4,687 % |
4,221 % |
4,157 % |
2,983 % |
|
38 |
1,834 % |
1,648 % |
4,658 % |
4,203 % |
4,141 % |
2,994 % |
|
39 |
1,871 % |
1,680 % |
4,630 % |
4,186 % |
4,125 % |
3,004 % |
|
40 |
1,907 % |
1,713 % |
4,602 % |
4,169 % |
4,110 % |
3,013 % |
|
41 |
1,941 % |
1,746 % |
4,576 % |
4,154 % |
4,096 % |
3,022 % |
|
42 |
1,974 % |
1,778 % |
4,551 % |
4,138 % |
4,082 % |
3,031 % |
|
43 |
2,006 % |
1,809 % |
4,527 % |
4,124 % |
4,068 % |
3,040 % |
|
44 |
2,036 % |
1,840 % |
4,504 % |
4,109 % |
4,055 % |
3,048 % |
|
45 |
2,066 % |
1,870 % |
4,482 % |
4,096 % |
4,043 % |
3,056 % |
|
46 |
2,094 % |
1,900 % |
4,461 % |
4,083 % |
4,031 % |
3,064 % |
|
47 |
2,121 % |
1,929 % |
4,440 % |
4,070 % |
4,019 % |
3,071 % |
|
48 |
2,148 % |
1,957 % |
4,420 % |
4,058 % |
4,008 % |
3,079 % |
|
49 |
2,173 % |
1,984 % |
4,401 % |
4,046 % |
3,997 % |
3,086 % |
|
50 |
2,198 % |
2,011 % |
4,382 % |
4,035 % |
3,987 % |
3,092 % |
|
51 |
2,222 % |
2,036 % |
4,365 % |
4,024 % |
3,977 % |
3,099 % |
|
52 |
2,245 % |
2,061 % |
4,348 % |
4,013 % |
3,967 % |
3,105 % |
|
53 |
2,267 % |
2,086 % |
4,331 % |
4,003 % |
3,958 % |
3,111 % |
|
54 |
2,288 % |
2,109 % |
4,315 % |
3,993 % |
3,949 % |
3,117 % |
|
55 |
2,309 % |
2,132 % |
4,300 % |
3,983 % |
3,940 % |
3,123 % |
|
56 |
2,329 % |
2,155 % |
4,285 % |
3,974 % |
3,932 % |
3,129 % |
|
57 |
2,348 % |
2,176 % |
4,270 % |
3,965 % |
3,923 % |
3,134 % |
|
58 |
2,366 % |
2,197 % |
4,256 % |
3,957 % |
3,915 % |
3,139 % |
|
59 |
2,385 % |
2,218 % |
4,243 % |
3,948 % |
3,908 % |
3,144 % |
|
60 |
2,402 % |
2,238 % |
4,230 % |
3,940 % |
3,900 % |
3,149 % |
|
61 |
2,419 % |
2,257 % |
4,217 % |
3,932 % |
3,893 % |
3,154 % |
|
62 |
2,435 % |
2,275 % |
4,205 % |
3,924 % |
3,886 % |
3,159 % |
|
63 |
2,451 % |
2,294 % |
4,193 % |
3,917 % |
3,879 % |
3,163 % |
|
64 |
2,467 % |
2,311 % |
4,181 % |
3,910 % |
3,873 % |
3,167 % |
|
65 |
2,482 % |
2,328 % |
4,170 % |
3,903 % |
3,866 % |
3,172 % |
|
66 |
2,496 % |
2,345 % |
4,159 % |
3,896 % |
3,860 % |
3,176 % |
|
67 |
2,510 % |
2,361 % |
4,149 % |
3,889 % |
3,854 % |
3,180 % |
|
68 |
2,524 % |
2,377 % |
4,138 % |
3,883 % |
3,848 % |
3,184 % |
|
69 |
2,537 % |
2,392 % |
4,128 % |
3,877 % |
3,842 % |
3,187 % |
|
70 |
2,550 % |
2,407 % |
4,119 % |
3,871 % |
3,837 % |
3,191 % |
|
71 |
2,563 % |
2,422 % |
4,109 % |
3,865 % |
3,831 % |
3,195 % |
|
72 |
2,575 % |
2,436 % |
4,100 % |
3,859 % |
3,826 % |
3,198 % |
|
73 |
2,587 % |
2,449 % |
4,091 % |
3,854 % |
3,821 % |
3,202 % |
|
74 |
2,599 % |
2,463 % |
4,083 % |
3,848 % |
3,816 % |
3,205 % |
|
75 |
2,610 % |
2,476 % |
4,074 % |
3,843 % |
3,811 % |
3,208 % |
|
76 |
2,621 % |
2,488 % |
4,066 % |
3,838 % |
3,806 % |
3,211 % |
|
77 |
2,632 % |
2,501 % |
4,058 % |
3,833 % |
3,802 % |
3,214 % |
|
78 |
2,642 % |
2,513 % |
4,050 % |
3,828 % |
3,797 % |
3,217 % |
|
79 |
2,652 % |
2,525 % |
4,043 % |
3,823 % |
3,793 % |
3,220 % |
|
80 |
2,662 % |
2,536 % |
4,035 % |
3,818 % |
3,789 % |
3,223 % |
|
81 |
2,672 % |
2,547 % |
4,028 % |
3,814 % |
3,784 % |
3,226 % |
|
82 |
2,681 % |
2,558 % |
4,021 % |
3,809 % |
3,780 % |
3,229 % |
|
83 |
2,690 % |
2,569 % |
4,014 % |
3,805 % |
3,776 % |
3,231 % |
|
84 |
2,699 % |
2,579 % |
4,007 % |
3,801 % |
3,773 % |
3,234 % |
|
85 |
2,708 % |
2,589 % |
4,001 % |
3,797 % |
3,769 % |
3,236 % |
|
86 |
2,717 % |
2,599 % |
3,994 % |
3,793 % |
3,765 % |
3,239 % |
|
87 |
2,725 % |
2,609 % |
3,988 % |
3,789 % |
3,761 % |
3,241 % |
|
88 |
2,733 % |
2,619 % |
3,982 % |
3,785 % |
3,758 % |
3,244 % |
|
89 |
2,741 % |
2,628 % |
3,976 % |
3,781 % |
3,754 % |
3,246 % |
|
90 |
2,749 % |
2,637 % |
3,970 % |
3,778 % |
3,751 % |
3,248 % |
|
91 |
2,757 % |
2,646 % |
3,964 % |
3,774 % |
3,748 % |
3,250 % |
|
92 |
2,764 % |
2,655 % |
3,959 % |
3,770 % |
3,745 % |
3,252 % |
|
93 |
2,772 % |
2,663 % |
3,953 % |
3,767 % |
3,741 % |
3,255 % |
|
94 |
2,779 % |
2,671 % |
3,948 % |
3,764 % |
3,738 % |
3,257 % |
|
95 |
2,786 % |
2,680 % |
3,943 % |
3,760 % |
3,735 % |
3,259 % |
|
96 |
2,793 % |
2,688 % |
3,938 % |
3,757 % |
3,732 % |
3,261 % |
|
97 |
2,800 % |
2,695 % |
3,933 % |
3,754 % |
3,729 % |
3,263 % |
|
98 |
2,806 % |
2,703 % |
3,928 % |
3,751 % |
3,726 % |
3,265 % |
|
99 |
2,813 % |
2,711 % |
3,923 % |
3,748 % |
3,724 % |
3,266 % |
|
100 |
2,819 % |
2,718 % |
3,918 % |
3,745 % |
3,721 % |
3,268 % |
|
101 |
2,825 % |
2,725 % |
3,913 % |
3,742 % |
3,718 % |
3,270 % |
|
102 |
2,831 % |
2,732 % |
3,909 % |
3,739 % |
3,716 % |
3,272 % |
|
103 |
2,837 % |
2,739 % |
3,904 % |
3,736 % |
3,713 % |
3,274 % |
|
104 |
2,843 % |
2,746 % |
3,900 % |
3,733 % |
3,711 % |
3,275 % |
|
105 |
2,849 % |
2,753 % |
3,896 % |
3,731 % |
3,708 % |
3,277 % |
|
106 |
2,855 % |
2,759 % |
3,891 % |
3,728 % |
3,706 % |
3,279 % |
|
107 |
2,860 % |
2,766 % |
3,887 % |
3,725 % |
3,703 % |
3,280 % |
|
108 |
2,866 % |
2,772 % |
3,883 % |
3,723 % |
3,701 % |
3,282 % |
|
109 |
2,871 % |
2,778 % |
3,879 % |
3,720 % |
3,699 % |
3,283 % |
|
110 |
2,876 % |
2,784 % |
3,875 % |
3,718 % |
3,696 % |
3,285 % |
|
111 |
2,881 % |
2,790 % |
3,872 % |
3,716 % |
3,694 % |
3,286 % |
|
112 |
2,887 % |
2,796 % |
3,868 % |
3,713 % |
3,692 % |
3,288 % |
|
113 |
2,892 % |
2,802 % |
3,864 % |
3,711 % |
3,690 % |
3,289 % |
|
114 |
2,896 % |
2,808 % |
3,860 % |
3,709 % |
3,688 % |
3,291 % |
|
115 |
2,901 % |
2,813 % |
3,857 % |
3,706 % |
3,686 % |
3,292 % |
|
116 |
2,906 % |
2,819 % |
3,853 % |
3,704 % |
3,684 % |
3,293 % |
|
117 |
2,911 % |
2,824 % |
3,850 % |
3,702 % |
3,682 % |
3,295 % |
|
118 |
2,915 % |
2,829 % |
3,847 % |
3,700 % |
3,680 % |
3,296 % |
|
119 |
2,920 % |
2,835 % |
3,843 % |
3,698 % |
3,678 % |
3,297 % |
|
120 |
2,924 % |
2,840 % |
3,840 % |
3,696 % |
3,676 % |
3,298 % |
|
121 |
2,928 % |
2,845 % |
3,837 % |
3,694 % |
3,674 % |
3,300 % |
|
122 |
2,933 % |
2,850 % |
3,833 % |
3,692 % |
3,672 % |
3,301 % |
|
123 |
2,937 % |
2,854 % |
3,830 % |
3,690 % |
3,670 % |
3,302 % |
|
124 |
2,941 % |
2,859 % |
3,827 % |
3,688 % |
3,668 % |
3,303 % |
|
125 |
2,945 % |
2,864 % |
3,824 % |
3,686 % |
3,667 % |
3,305 % |
|
126 |
2,949 % |
2,869 % |
3,821 % |
3,684 % |
3,665 % |
3,306 % |
|
127 |
2,953 % |
2,873 % |
3,818 % |
3,682 % |
3,663 % |
3,307 % |
|
128 |
2,957 % |
2,878 % |
3,815 % |
3,680 % |
3,662 % |
3,308 % |
|
129 |
2,961 % |
2,882 % |
3,813 % |
3,678 % |
3,660 % |
3,309 % |
|
130 |
2,964 % |
2,886 % |
3,810 % |
3,677 % |
3,658 % |
3,310 % |
|
131 |
2,968 % |
2,891 % |
3,807 % |
3,675 % |
3,657 % |
3,311 % |
|
132 |
2,972 % |
2,895 % |
3,804 % |
3,673 % |
3,655 % |
3,312 % |
|
133 |
2,975 % |
2,899 % |
3,802 % |
3,672 % |
3,654 % |
3,313 % |
|
134 |
2,979 % |
2,903 % |
3,799 % |
3,670 % |
3,652 % |
3,314 % |
|
135 |
2,982 % |
2,907 % |
3,796 % |
3,668 % |
3,651 % |
3,315 % |
|
136 |
2,986 % |
2,911 % |
3,794 % |
3,667 % |
3,649 % |
3,316 % |
|
137 |
2,989 % |
2,915 % |
3,791 % |
3,665 % |
3,648 % |
3,317 % |
|
138 |
2,992 % |
2,919 % |
3,789 % |
3,664 % |
3,646 % |
3,318 % |
|
139 |
2,996 % |
2,923 % |
3,787 % |
3,662 % |
3,645 % |
3,319 % |
|
140 |
2,999 % |
2,927 % |
3,784 % |
3,660 % |
3,643 % |
3,320 % |
|
141 |
3,002 % |
2,930 % |
3,782 % |
3,659 % |
3,642 % |
3,321 % |
|
142 |
3,005 % |
2,934 % |
3,779 % |
3,657 % |
3,641 % |
3,322 % |
|
143 |
3,008 % |
2,938 % |
3,777 % |
3,656 % |
3,639 % |
3,323 % |
|
144 |
3,011 % |
2,941 % |
3,775 % |
3,655 % |
3,638 % |
3,324 % |
|
145 |
3,015 % |
2,945 % |
3,773 % |
3,653 % |
3,637 % |
3,325 % |
|
146 |
3,017 % |
2,948 % |
3,770 % |
3,652 % |
3,636 % |
3,325 % |
|
147 |
3,020 % |
2,951 % |
3,768 % |
3,650 % |
3,634 % |
3,326 % |
|
148 |
3,023 % |
2,955 % |
3,766 % |
3,649 % |
3,633 % |
3,327 % |
|
149 |
3,026 % |
2,958 % |
3,764 % |
3,648 % |
3,632 % |
3,328 % |
|
150 |
3,029 % |
2,961 % |
3,762 % |
3,646 % |
3,631 % |
3,329 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
–0,647 % |
1,236 % |
0,373 % |
2,513 % |
7,120 % |
8,015 % |
|
2 |
–0,319 % |
2,224 % |
0,604 % |
2,612 % |
6,994 % |
8,350 % |
|
3 |
–0,110 % |
2,620 % |
0,870 % |
2,716 % |
6,800 % |
8,710 % |
|
4 |
0,028 % |
2,787 % |
1,129 % |
2,708 % |
6,592 % |
8,950 % |
|
5 |
0,133 % |
2,872 % |
1,357 % |
2,691 % |
6,422 % |
9,137 % |
|
6 |
0,220 % |
2,941 % |
1,563 % |
2,692 % |
6,290 % |
9,284 % |
|
7 |
0,298 % |
2,986 % |
1,747 % |
2,706 % |
6,190 % |
9,398 % |
|
8 |
0,368 % |
3,020 % |
1,912 % |
2,730 % |
6,119 % |
9,501 % |
|
9 |
0,432 % |
3,037 % |
2,059 % |
2,754 % |
6,070 % |
9,604 % |
|
10 |
0,489 % |
3,051 % |
2,191 % |
2,773 % |
6,036 % |
9,681 % |
|
11 |
0,537 % |
3,068 % |
2,308 % |
2,782 % |
6,003 % |
9,707 % |
|
12 |
0,576 % |
3,081 % |
2,411 % |
2,785 % |
5,966 % |
9,690 % |
|
13 |
0,605 % |
3,087 % |
2,503 % |
2,784 % |
5,929 % |
9,641 % |
|
14 |
0,623 % |
3,087 % |
2,584 % |
2,781 % |
5,890 % |
9,569 % |
|
15 |
0,640 % |
3,082 % |
2,654 % |
2,776 % |
5,852 % |
9,481 % |
|
16 |
0,664 % |
3,072 % |
2,715 % |
2,770 % |
5,814 % |
9,380 % |
|
17 |
0,695 % |
3,060 % |
2,769 % |
2,764 % |
5,777 % |
9,270 % |
|
18 |
0,730 % |
3,044 % |
2,816 % |
2,759 % |
5,740 % |
9,155 % |
|
19 |
0,768 % |
3,025 % |
2,857 % |
2,754 % |
5,705 % |
9,037 % |
|
20 |
0,808 % |
3,004 % |
2,894 % |
2,750 % |
5,670 % |
8,917 % |
|
21 |
0,848 % |
2,979 % |
2,927 % |
2,747 % |
5,637 % |
8,797 % |
|
22 |
0,889 % |
2,952 % |
2,956 % |
2,745 % |
5,605 % |
8,678 % |
|
23 |
0,929 % |
2,925 % |
2,983 % |
2,744 % |
5,573 % |
8,561 % |
|
24 |
0,969 % |
2,896 % |
3,007 % |
2,744 % |
5,543 % |
8,446 % |
|
25 |
1,008 % |
2,868 % |
3,029 % |
2,745 % |
5,515 % |
8,334 % |
|
26 |
1,046 % |
2,840 % |
3,049 % |
2,747 % |
5,487 % |
8,226 % |
|
27 |
1,083 % |
2,813 % |
3,067 % |
2,750 % |
5,460 % |
8,120 % |
|
28 |
1,119 % |
2,790 % |
3,084 % |
2,754 % |
5,434 % |
8,019 % |
|
29 |
1,154 % |
2,770 % |
3,099 % |
2,760 % |
5,410 % |
7,921 % |
|
30 |
1,188 % |
2,755 % |
3,113 % |
2,766 % |
5,386 % |
7,826 % |
|
31 |
1,220 % |
2,745 % |
3,127 % |
2,773 % |
5,363 % |
7,736 % |
|
32 |
1,251 % |
2,740 % |
3,139 % |
2,782 % |
5,341 % |
7,648 % |
|
33 |
1,281 % |
2,737 % |
3,150 % |
2,791 % |
5,320 % |
7,565 % |
|
34 |
1,310 % |
2,738 % |
3,161 % |
2,800 % |
5,300 % |
7,485 % |
|
35 |
1,338 % |
2,741 % |
3,170 % |
2,810 % |
5,281 % |
7,408 % |
|
36 |
1,364 % |
2,745 % |
3,180 % |
2,820 % |
5,262 % |
7,334 % |
|
37 |
1,390 % |
2,751 % |
3,188 % |
2,830 % |
5,244 % |
7,263 % |
|
38 |
1,415 % |
2,758 % |
3,196 % |
2,841 % |
5,227 % |
7,195 % |
|
39 |
1,438 % |
2,766 % |
3,204 % |
2,851 % |
5,211 % |
7,130 % |
|
40 |
1,461 % |
2,774 % |
3,211 % |
2,861 % |
5,195 % |
7,068 % |
|
41 |
1,483 % |
2,783 % |
3,218 % |
2,871 % |
5,179 % |
7,008 % |
|
42 |
1,504 % |
2,793 % |
3,224 % |
2,881 % |
5,165 % |
6,951 % |
|
43 |
1,525 % |
2,802 % |
3,230 % |
2,891 % |
5,151 % |
6,896 % |
|
44 |
1,544 % |
2,812 % |
3,236 % |
2,901 % |
5,137 % |
6,843 % |
|
45 |
1,563 % |
2,822 % |
3,241 % |
2,911 % |
5,124 % |
6,792 % |
|
46 |
1,581 % |
2,832 % |
3,246 % |
2,920 % |
5,111 % |
6,744 % |
|
47 |
1,599 % |
2,842 % |
3,251 % |
2,929 % |
5,099 % |
6,697 % |
|
48 |
1,615 % |
2,852 % |
3,256 % |
2,938 % |
5,087 % |
6,652 % |
|
49 |
1,632 % |
2,862 % |
3,260 % |
2,947 % |
5,076 % |
6,609 % |
|
50 |
1,647 % |
2,871 % |
3,264 % |
2,956 % |
5,065 % |
6,567 % |
|
51 |
1,662 % |
2,881 % |
3,268 % |
2,964 % |
5,054 % |
6,527 % |
|
52 |
1,677 % |
2,890 % |
3,272 % |
2,972 % |
5,044 % |
6,488 % |
|
53 |
1,691 % |
2,899 % |
3,276 % |
2,980 % |
5,034 % |
6,451 % |
|
54 |
1,705 % |
2,908 % |
3,279 % |
2,988 % |
5,025 % |
6,415 % |
|
55 |
1,718 % |
2,917 % |
3,283 % |
2,996 % |
5,015 % |
6,380 % |
|
56 |
1,731 % |
2,925 % |
3,286 % |
3,003 % |
5,006 % |
6,346 % |
|
57 |
1,743 % |
2,933 % |
3,289 % |
3,010 % |
4,998 % |
6,314 % |
|
58 |
1,755 % |
2,942 % |
3,292 % |
3,017 % |
4,989 % |
6,283 % |
|
59 |
1,766 % |
2,950 % |
3,295 % |
3,024 % |
4,981 % |
6,253 % |
|
60 |
1,778 % |
2,957 % |
3,298 % |
3,031 % |
4,973 % |
6,223 % |
|
61 |
1,788 % |
2,965 % |
3,300 % |
3,037 % |
4,966 % |
6,195 % |
|
62 |
1,799 % |
2,972 % |
3,303 % |
3,043 % |
4,958 % |
6,168 % |
|
63 |
1,809 % |
2,979 % |
3,305 % |
3,049 % |
4,951 % |
6,141 % |
|
64 |
1,819 % |
2,986 % |
3,308 % |
3,055 % |
4,944 % |
6,115 % |
|
65 |
1,829 % |
2,993 % |
3,310 % |
3,061 % |
4,938 % |
6,090 % |
|
66 |
1,838 % |
3,000 % |
3,312 % |
3,067 % |
4,931 % |
6,066 % |
|
67 |
1,847 % |
3,006 % |
3,315 % |
3,072 % |
4,925 % |
6,043 % |
|
68 |
1,856 % |
3,013 % |
3,317 % |
3,078 % |
4,918 % |
6,020 % |
|
69 |
1,864 % |
3,019 % |
3,319 % |
3,083 % |
4,912 % |
5,998 % |
|
70 |
1,873 % |
3,025 % |
3,321 % |
3,088 % |
4,907 % |
5,976 % |
|
71 |
1,881 % |
3,031 % |
3,322 % |
3,093 % |
4,901 % |
5,955 % |
|
72 |
1,888 % |
3,036 % |
3,324 % |
3,098 % |
4,895 % |
5,935 % |
|
73 |
1,896 % |
3,042 % |
3,326 % |
3,102 % |
4,890 % |
5,915 % |
|
74 |
1,903 % |
3,047 % |
3,328 % |
3,107 % |
4,885 % |
5,896 % |
|
75 |
1,911 % |
3,053 % |
3,329 % |
3,111 % |
4,880 % |
5,877 % |
|
76 |
1,918 % |
3,058 % |
3,331 % |
3,116 % |
4,875 % |
5,859 % |
|
77 |
1,925 % |
3,063 % |
3,333 % |
3,120 % |
4,870 % |
5,841 % |
|
78 |
1,931 % |
3,068 % |
3,334 % |
3,124 % |
4,865 % |
5,824 % |
|
79 |
1,938 % |
3,072 % |
3,336 % |
3,128 % |
4,861 % |
5,807 % |
|
80 |
1,944 % |
3,077 % |
3,337 % |
3,132 % |
4,856 % |
5,791 % |
|
81 |
1,950 % |
3,082 % |
3,339 % |
3,136 % |
4,852 % |
5,775 % |
|
82 |
1,957 % |
3,086 % |
3,340 % |
3,140 % |
4,847 % |
5,759 % |
|
83 |
1,962 % |
3,090 % |
3,341 % |
3,144 % |
4,843 % |
5,744 % |
|
84 |
1,968 % |
3,095 % |
3,343 % |
3,147 % |
4,839 % |
5,729 % |
|
85 |
1,974 % |
3,099 % |
3,344 % |
3,151 % |
4,835 % |
5,714 % |
|
86 |
1,979 % |
3,103 % |
3,345 % |
3,154 % |
4,831 % |
5,700 % |
|
87 |
1,985 % |
3,107 % |
3,346 % |
3,158 % |
4,827 % |
5,686 % |
|
88 |
1,990 % |
3,111 % |
3,348 % |
3,161 % |
4,824 % |
5,673 % |
|
89 |
1,995 % |
3,115 % |
3,349 % |
3,164 % |
4,820 % |
5,660 % |
|
90 |
2,000 % |
3,118 % |
3,350 % |
3,167 % |
4,817 % |
5,647 % |
|
91 |
2,005 % |
3,122 % |
3,351 % |
3,170 % |
4,813 % |
5,634 % |
|
92 |
2,010 % |
3,125 % |
3,352 % |
3,173 % |
4,810 % |
5,622 % |
|
93 |
2,015 % |
3,129 % |
3,353 % |
3,176 % |
4,806 % |
5,609 % |
|
94 |
2,019 % |
3,132 % |
3,354 % |
3,179 % |
4,803 % |
5,598 % |
|
95 |
2,024 % |
3,136 % |
3,355 % |
3,182 % |
4,800 % |
5,586 % |
|
96 |
2,028 % |
3,139 % |
3,356 % |
3,185 % |
4,797 % |
5,575 % |
|
97 |
2,033 % |
3,142 % |
3,357 % |
3,188 % |
4,794 % |
5,563 % |
|
98 |
2,037 % |
3,145 % |
3,358 % |
3,190 % |
4,791 % |
5,553 % |
|
99 |
2,041 % |
3,148 % |
3,359 % |
3,193 % |
4,788 % |
5,542 % |
|
100 |
2,045 % |
3,151 % |
3,360 % |
3,195 % |
4,785 % |
5,531 % |
|
101 |
2,049 % |
3,154 % |
3,361 % |
3,198 % |
4,782 % |
5,521 % |
|
102 |
2,053 % |
3,157 % |
3,362 % |
3,200 % |
4,779 % |
5,511 % |
|
103 |
2,057 % |
3,160 % |
3,363 % |
3,203 % |
4,777 % |
5,501 % |
|
104 |
2,061 % |
3,163 % |
3,364 % |
3,205 % |
4,774 % |
5,492 % |
|
105 |
2,064 % |
3,166 % |
3,364 % |
3,207 % |
4,771 % |
5,482 % |
|
106 |
2,068 % |
3,168 % |
3,365 % |
3,210 % |
4,769 % |
5,473 % |
|
107 |
2,072 % |
3,171 % |
3,366 % |
3,212 % |
4,766 % |
5,464 % |
|
108 |
2,075 % |
3,173 % |
3,367 % |
3,214 % |
4,764 % |
5,455 % |
|
109 |
2,078 % |
3,176 % |
3,368 % |
3,216 % |
4,761 % |
5,446 % |
|
110 |
2,082 % |
3,178 % |
3,368 % |
3,218 % |
4,759 % |
5,437 % |
|
111 |
2,085 % |
3,181 % |
3,369 % |
3,221 % |
4,757 % |
5,429 % |
|
112 |
2,088 % |
3,183 % |
3,370 % |
3,223 % |
4,754 % |
5,420 % |
|
113 |
2,092 % |
3,186 % |
3,370 % |
3,225 % |
4,752 % |
5,412 % |
|
114 |
2,095 % |
3,188 % |
3,371 % |
3,227 % |
4,750 % |
5,404 % |
|
115 |
2,098 % |
3,190 % |
3,372 % |
3,229 % |
4,748 % |
5,396 % |
|
116 |
2,101 % |
3,192 % |
3,373 % |
3,230 % |
4,746 % |
5,389 % |
|
117 |
2,104 % |
3,195 % |
3,373 % |
3,232 % |
4,743 % |
5,381 % |
|
118 |
2,107 % |
3,197 % |
3,374 % |
3,234 % |
4,741 % |
5,373 % |
|
119 |
2,110 % |
3,199 % |
3,374 % |
3,236 % |
4,739 % |
5,366 % |
|
120 |
2,112 % |
3,201 % |
3,375 % |
3,238 % |
4,737 % |
5,359 % |
|
121 |
2,115 % |
3,203 % |
3,376 % |
3,239 % |
4,735 % |
5,352 % |
|
122 |
2,118 % |
3,205 % |
3,376 % |
3,241 % |
4,733 % |
5,345 % |
|
123 |
2,121 % |
3,207 % |
3,377 % |
3,243 % |
4,732 % |
5,338 % |
|
124 |
2,123 % |
3,209 % |
3,378 % |
3,245 % |
4,730 % |
5,331 % |
|
125 |
2,126 % |
3,211 % |
3,378 % |
3,246 % |
4,728 % |
5,324 % |
|
126 |
2,129 % |
3,213 % |
3,379 % |
3,248 % |
4,726 % |
5,318 % |
|
127 |
2,131 % |
3,215 % |
3,379 % |
3,249 % |
4,724 % |
5,311 % |
|
128 |
2,134 % |
3,217 % |
3,380 % |
3,251 % |
4,722 % |
5,305 % |
|
129 |
2,136 % |
3,218 % |
3,380 % |
3,253 % |
4,721 % |
5,299 % |
|
130 |
2,138 % |
3,220 % |
3,381 % |
3,254 % |
4,719 % |
5,292 % |
|
131 |
2,141 % |
3,222 % |
3,381 % |
3,256 % |
4,717 % |
5,286 % |
|
132 |
2,143 % |
3,224 % |
3,382 % |
3,257 % |
4,716 % |
5,280 % |
|
133 |
2,145 % |
3,225 % |
3,382 % |
3,258 % |
4,714 % |
5,275 % |
|
134 |
2,148 % |
3,227 % |
3,383 % |
3,260 % |
4,713 % |
5,269 % |
|
135 |
2,150 % |
3,229 % |
3,383 % |
3,261 % |
4,711 % |
5,263 % |
|
136 |
2,152 % |
3,230 % |
3,384 % |
3,263 % |
4,709 % |
5,257 % |
|
137 |
2,154 % |
3,232 % |
3,384 % |
3,264 % |
4,708 % |
5,252 % |
|
138 |
2,156 % |
3,233 % |
3,385 % |
3,265 % |
4,706 % |
5,246 % |
|
139 |
2,159 % |
3,235 % |
3,385 % |
3,267 % |
4,705 % |
5,241 % |
|
140 |
2,161 % |
3,237 % |
3,386 % |
3,268 % |
4,703 % |
5,236 % |
|
141 |
2,163 % |
3,238 % |
3,386 % |
3,269 % |
4,702 % |
5,230 % |
|
142 |
2,165 % |
3,240 % |
3,387 % |
3,271 % |
4,701 % |
5,225 % |
|
143 |
2,167 % |
3,241 % |
3,387 % |
3,272 % |
4,699 % |
5,220 % |
|
144 |
2,169 % |
3,242 % |
3,388 % |
3,273 % |
4,698 % |
5,215 % |
|
145 |
2,171 % |
3,244 % |
3,388 % |
3,274 % |
4,696 % |
5,210 % |
|
146 |
2,172 % |
3,245 % |
3,388 % |
3,275 % |
4,695 % |
5,205 % |
|
147 |
2,174 % |
3,247 % |
3,389 % |
3,277 % |
4,694 % |
5,201 % |
|
148 |
2,176 % |
3,248 % |
3,389 % |
3,278 % |
4,692 % |
5,196 % |
|
149 |
2,178 % |
3,249 % |
3,390 % |
3,279 % |
4,691 % |
5,191 % |
|
150 |
2,180 % |
3,251 % |
3,390 % |
3,280 % |
4,690 % |
5,186 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,439 % |
4,477 % |
8,403 % |
0,582 % |
2,705 % |
5,296 % |
|
2 |
2,125 % |
5,097 % |
8,717 % |
0,616 % |
3,220 % |
6,049 % |
|
3 |
2,268 % |
5,604 % |
8,663 % |
0,647 % |
3,324 % |
6,454 % |
|
4 |
2,276 % |
6,031 % |
8,514 % |
0,677 % |
3,346 % |
6,782 % |
|
5 |
2,275 % |
6,358 % |
8,402 % |
0,708 % |
3,344 % |
7,111 % |
|
6 |
2,279 % |
6,611 % |
8,347 % |
0,738 % |
3,346 % |
7,428 % |
|
7 |
2,288 % |
6,805 % |
8,321 % |
0,766 % |
3,346 % |
7,706 % |
|
8 |
2,299 % |
6,952 % |
8,300 % |
0,794 % |
3,343 % |
7,946 % |
|
9 |
2,312 % |
7,063 % |
8,274 % |
0,818 % |
3,338 % |
8,152 % |
|
10 |
2,327 % |
7,151 % |
8,233 % |
0,841 % |
3,331 % |
8,322 % |
|
11 |
2,342 % |
7,207 % |
8,174 % |
0,881 % |
3,321 % |
8,458 % |
|
12 |
2,359 % |
7,237 % |
8,101 % |
0,935 % |
3,309 % |
8,563 % |
|
13 |
2,377 % |
7,248 % |
8,020 % |
0,997 % |
3,297 % |
8,639 % |
|
14 |
2,397 % |
7,245 % |
7,932 % |
1,064 % |
3,284 % |
8,689 % |
|
15 |
2,418 % |
7,232 % |
7,841 % |
1,134 % |
3,272 % |
8,714 % |
|
16 |
2,441 % |
7,212 % |
7,749 % |
1,203 % |
3,262 % |
8,714 % |
|
17 |
2,464 % |
7,186 % |
7,656 % |
1,273 % |
3,252 % |
8,695 % |
|
18 |
2,488 % |
7,156 % |
7,564 % |
1,340 % |
3,244 % |
8,662 % |
|
19 |
2,513 % |
7,123 % |
7,473 % |
1,406 % |
3,238 % |
8,617 % |
|
20 |
2,537 % |
7,088 % |
7,383 % |
1,470 % |
3,233 % |
8,564 % |
|
21 |
2,561 % |
7,052 % |
7,297 % |
1,532 % |
3,230 % |
8,506 % |
|
22 |
2,584 % |
7,016 % |
7,212 % |
1,591 % |
3,228 % |
8,443 % |
|
23 |
2,607 % |
6,979 % |
7,130 % |
1,648 % |
3,227 % |
8,378 % |
|
24 |
2,629 % |
6,943 % |
7,052 % |
1,702 % |
3,227 % |
8,311 % |
|
25 |
2,651 % |
6,907 % |
6,976 % |
1,754 % |
3,228 % |
8,243 % |
|
26 |
2,672 % |
6,872 % |
6,902 % |
1,804 % |
3,230 % |
8,176 % |
|
27 |
2,692 % |
6,837 % |
6,832 % |
1,851 % |
3,231 % |
8,109 % |
|
28 |
2,711 % |
6,804 % |
6,764 % |
1,897 % |
3,234 % |
8,043 % |
|
29 |
2,730 % |
6,771 % |
6,700 % |
1,940 % |
3,236 % |
7,978 % |
|
30 |
2,748 % |
6,739 % |
6,638 % |
1,982 % |
3,239 % |
7,915 % |
|
31 |
2,766 % |
6,708 % |
6,578 % |
2,022 % |
3,242 % |
7,854 % |
|
32 |
2,782 % |
6,678 % |
6,521 % |
2,060 % |
3,245 % |
7,794 % |
|
33 |
2,798 % |
6,649 % |
6,466 % |
2,096 % |
3,248 % |
7,737 % |
|
34 |
2,814 % |
6,621 % |
6,414 % |
2,131 % |
3,251 % |
7,681 % |
|
35 |
2,829 % |
6,594 % |
6,364 % |
2,164 % |
3,254 % |
7,627 % |
|
36 |
2,844 % |
6,568 % |
6,316 % |
2,196 % |
3,257 % |
7,575 % |
|
37 |
2,857 % |
6,543 % |
6,270 % |
2,226 % |
3,261 % |
7,525 % |
|
38 |
2,871 % |
6,519 % |
6,226 % |
2,255 % |
3,264 % |
7,477 % |
|
39 |
2,884 % |
6,496 % |
6,183 % |
2,283 % |
3,267 % |
7,431 % |
|
40 |
2,896 % |
6,474 % |
6,143 % |
2,310 % |
3,270 % |
7,386 % |
|
41 |
2,908 % |
6,452 % |
6,104 % |
2,336 % |
3,273 % |
7,344 % |
|
42 |
2,920 % |
6,431 % |
6,067 % |
2,360 % |
3,276 % |
7,302 % |
|
43 |
2,931 % |
6,411 % |
6,031 % |
2,384 % |
3,279 % |
7,263 % |
|
44 |
2,941 % |
6,392 % |
5,996 % |
2,407 % |
3,282 % |
7,224 % |
|
45 |
2,952 % |
6,374 % |
5,963 % |
2,429 % |
3,285 % |
7,188 % |
|
46 |
2,962 % |
6,356 % |
5,931 % |
2,450 % |
3,288 % |
7,152 % |
|
47 |
2,971 % |
6,339 % |
5,901 % |
2,470 % |
3,291 % |
7,118 % |
|
48 |
2,980 % |
6,322 % |
5,871 % |
2,490 % |
3,293 % |
7,086 % |
|
49 |
2,989 % |
6,306 % |
5,843 % |
2,508 % |
3,296 % |
7,054 % |
|
50 |
2,998 % |
6,290 % |
5,816 % |
2,527 % |
3,299 % |
7,024 % |
|
51 |
3,006 % |
6,275 % |
5,789 % |
2,544 % |
3,301 % |
6,994 % |
|
52 |
3,015 % |
6,261 % |
5,764 % |
2,561 % |
3,304 % |
6,966 % |
|
53 |
3,022 % |
6,247 % |
5,740 % |
2,577 % |
3,306 % |
6,939 % |
|
54 |
3,030 % |
6,234 % |
5,716 % |
2,593 % |
3,308 % |
6,912 % |
|
55 |
3,037 % |
6,221 % |
5,693 % |
2,608 % |
3,311 % |
6,887 % |
|
56 |
3,044 % |
6,208 % |
5,671 % |
2,623 % |
3,313 % |
6,862 % |
|
57 |
3,051 % |
6,196 % |
5,650 % |
2,637 % |
3,315 % |
6,838 % |
|
58 |
3,058 % |
6,184 % |
5,629 % |
2,651 % |
3,317 % |
6,816 % |
|
59 |
3,064 % |
6,173 % |
5,609 % |
2,664 % |
3,319 % |
6,793 % |
|
60 |
3,070 % |
6,161 % |
5,590 % |
2,677 % |
3,321 % |
6,772 % |
|
61 |
3,076 % |
6,151 % |
5,572 % |
2,689 % |
3,323 % |
6,751 % |
|
62 |
3,082 % |
6,140 % |
5,554 % |
2,701 % |
3,325 % |
6,731 % |
|
63 |
3,088 % |
6,130 % |
5,536 % |
2,713 % |
3,327 % |
6,711 % |
|
64 |
3,094 % |
6,121 % |
5,519 % |
2,725 % |
3,329 % |
6,692 % |
|
65 |
3,099 % |
6,111 % |
5,503 % |
2,736 % |
3,330 % |
6,674 % |
|
66 |
3,104 % |
6,102 % |
5,487 % |
2,746 % |
3,332 % |
6,656 % |
|
67 |
3,109 % |
6,093 % |
5,471 % |
2,757 % |
3,334 % |
6,639 % |
|
68 |
3,114 % |
6,084 % |
5,456 % |
2,767 % |
3,335 % |
6,622 % |
|
69 |
3,119 % |
6,076 % |
5,442 % |
2,777 % |
3,337 % |
6,606 % |
|
70 |
3,124 % |
6,068 % |
5,427 % |
2,786 % |
3,339 % |
6,590 % |
|
71 |
3,128 % |
6,060 % |
5,414 % |
2,795 % |
3,340 % |
6,575 % |
|
72 |
3,133 % |
6,052 % |
5,400 % |
2,804 % |
3,342 % |
6,560 % |
|
73 |
3,137 % |
6,044 % |
5,387 % |
2,813 % |
3,343 % |
6,545 % |
|
74 |
3,141 % |
6,037 % |
5,375 % |
2,822 % |
3,344 % |
6,531 % |
|
75 |
3,145 % |
6,030 % |
5,362 % |
2,830 % |
3,346 % |
6,517 % |
|
76 |
3,149 % |
6,023 % |
5,350 % |
2,838 % |
3,347 % |
6,504 % |
|
77 |
3,153 % |
6,016 % |
5,338 % |
2,846 % |
3,348 % |
6,491 % |
|
78 |
3,157 % |
6,010 % |
5,327 % |
2,854 % |
3,350 % |
6,478 % |
|
79 |
3,160 % |
6,003 % |
5,316 % |
2,861 % |
3,351 % |
6,465 % |
|
80 |
3,164 % |
5,997 % |
5,305 % |
2,869 % |
3,352 % |
6,453 % |
|
81 |
3,168 % |
5,991 % |
5,294 % |
2,876 % |
3,353 % |
6,442 % |
|
82 |
3,171 % |
5,985 % |
5,284 % |
2,883 % |
3,354 % |
6,430 % |
|
83 |
3,174 % |
5,979 % |
5,274 % |
2,889 % |
3,356 % |
6,419 % |
|
84 |
3,178 % |
5,973 % |
5,264 % |
2,896 % |
3,357 % |
6,408 % |
|
85 |
3,181 % |
5,968 % |
5,255 % |
2,903 % |
3,358 % |
6,397 % |
|
86 |
3,184 % |
5,962 % |
5,245 % |
2,909 % |
3,359 % |
6,387 % |
|
87 |
3,187 % |
5,957 % |
5,236 % |
2,915 % |
3,360 % |
6,376 % |
|
88 |
3,190 % |
5,952 % |
5,227 % |
2,921 % |
3,361 % |
6,366 % |
|
89 |
3,193 % |
5,946 % |
5,218 % |
2,927 % |
3,362 % |
6,357 % |
|
90 |
3,196 % |
5,942 % |
5,210 % |
2,933 % |
3,363 % |
6,347 % |
|
91 |
3,198 % |
5,937 % |
5,201 % |
2,939 % |
3,364 % |
6,338 % |
|
92 |
3,201 % |
5,932 % |
5,193 % |
2,944 % |
3,365 % |
6,329 % |
|
93 |
3,204 % |
5,927 % |
5,185 % |
2,950 % |
3,366 % |
6,320 % |
|
94 |
3,206 % |
5,923 % |
5,177 % |
2,955 % |
3,367 % |
6,311 % |
|
95 |
3,209 % |
5,918 % |
5,170 % |
2,960 % |
3,367 % |
6,302 % |
|
96 |
3,211 % |
5,914 % |
5,162 % |
2,965 % |
3,368 % |
6,294 % |
|
97 |
3,214 % |
5,910 % |
5,155 % |
2,970 % |
3,369 % |
6,286 % |
|
98 |
3,216 % |
5,905 % |
5,148 % |
2,975 % |
3,370 % |
6,278 % |
|
99 |
3,219 % |
5,901 % |
5,140 % |
2,980 % |
3,371 % |
6,270 % |
|
100 |
3,221 % |
5,897 % |
5,134 % |
2,984 % |
3,372 % |
6,262 % |
|
101 |
3,223 % |
5,893 % |
5,127 % |
2,989 % |
3,372 % |
6,254 % |
|
102 |
3,225 % |
5,890 % |
5,120 % |
2,994 % |
3,373 % |
6,247 % |
|
103 |
3,228 % |
5,886 % |
5,114 % |
2,998 % |
3,374 % |
6,240 % |
|
104 |
3,230 % |
5,882 % |
5,107 % |
3,002 % |
3,375 % |
6,233 % |
|
105 |
3,232 % |
5,878 % |
5,101 % |
3,007 % |
3,375 % |
6,226 % |
|
106 |
3,234 % |
5,875 % |
5,095 % |
3,011 % |
3,376 % |
6,219 % |
|
107 |
3,236 % |
5,871 % |
5,089 % |
3,015 % |
3,377 % |
6,212 % |
|
108 |
3,238 % |
5,868 % |
5,083 % |
3,019 % |
3,377 % |
6,205 % |
|
109 |
3,240 % |
5,864 % |
5,077 % |
3,023 % |
3,378 % |
6,199 % |
|
110 |
3,242 % |
5,861 % |
5,071 % |
3,027 % |
3,379 % |
6,193 % |
|
111 |
3,244 % |
5,858 % |
5,066 % |
3,031 % |
3,379 % |
6,186 % |
|
112 |
3,245 % |
5,855 % |
5,060 % |
3,034 % |
3,380 % |
6,180 % |
|
113 |
3,247 % |
5,852 % |
5,055 % |
3,038 % |
3,381 % |
6,174 % |
|
114 |
3,249 % |
5,848 % |
5,049 % |
3,042 % |
3,381 % |
6,168 % |
|
115 |
3,251 % |
5,845 % |
5,044 % |
3,045 % |
3,382 % |
6,162 % |
|
116 |
3,253 % |
5,842 % |
5,039 % |
3,049 % |
3,382 % |
6,157 % |
|
117 |
3,254 % |
5,840 % |
5,034 % |
3,052 % |
3,383 % |
6,151 % |
|
118 |
3,256 % |
5,837 % |
5,029 % |
3,055 % |
3,383 % |
6,145 % |
|
119 |
3,258 % |
5,834 % |
5,024 % |
3,059 % |
3,384 % |
6,140 % |
|
120 |
3,259 % |
5,831 % |
5,019 % |
3,062 % |
3,385 % |
6,135 % |
|
121 |
3,261 % |
5,828 % |
5,015 % |
3,065 % |
3,385 % |
6,129 % |
|
122 |
3,262 % |
5,826 % |
5,010 % |
3,068 % |
3,386 % |
6,124 % |
|
123 |
3,264 % |
5,823 % |
5,005 % |
3,071 % |
3,386 % |
6,119 % |
|
124 |
3,265 % |
5,820 % |
5,001 % |
3,074 % |
3,387 % |
6,114 % |
|
125 |
3,267 % |
5,818 % |
4,996 % |
3,077 % |
3,387 % |
6,109 % |
|
126 |
3,268 % |
5,815 % |
4,992 % |
3,080 % |
3,388 % |
6,104 % |
|
127 |
3,270 % |
5,813 % |
4,988 % |
3,083 % |
3,388 % |
6,100 % |
|
128 |
3,271 % |
5,810 % |
4,984 % |
3,086 % |
3,389 % |
6,095 % |
|
129 |
3,272 % |
5,808 % |
4,979 % |
3,089 % |
3,389 % |
6,090 % |
|
130 |
3,274 % |
5,806 % |
4,975 % |
3,092 % |
3,390 % |
6,086 % |
|
131 |
3,275 % |
5,803 % |
4,971 % |
3,094 % |
3,390 % |
6,081 % |
|
132 |
3,276 % |
5,801 % |
4,967 % |
3,097 % |
3,391 % |
6,077 % |
|
133 |
3,278 % |
5,799 % |
4,964 % |
3,100 % |
3,391 % |
6,072 % |
|
134 |
3,279 % |
5,796 % |
4,960 % |
3,102 % |
3,391 % |
6,068 % |
|
135 |
3,280 % |
5,794 % |
4,956 % |
3,105 % |
3,392 % |
6,064 % |
|
136 |
3,282 % |
5,792 % |
4,952 % |
3,107 % |
3,392 % |
6,060 % |
|
137 |
3,283 % |
5,790 % |
4,948 % |
3,110 % |
3,393 % |
6,056 % |
|
138 |
3,284 % |
5,788 % |
4,945 % |
3,112 % |
3,393 % |
6,052 % |
|
139 |
3,285 % |
5,786 % |
4,941 % |
3,115 % |
3,393 % |
6,048 % |
|
140 |
3,286 % |
5,784 % |
4,938 % |
3,117 % |
3,394 % |
6,044 % |
|
141 |
3,288 % |
5,782 % |
4,934 % |
3,120 % |
3,394 % |
6,040 % |
|
142 |
3,289 % |
5,780 % |
4,931 % |
3,122 % |
3,395 % |
6,036 % |
|
143 |
3,290 % |
5,778 % |
4,928 % |
3,124 % |
3,395 % |
6,032 % |
|
144 |
3,291 % |
5,776 % |
4,924 % |
3,126 % |
3,395 % |
6,029 % |
|
145 |
3,292 % |
5,774 % |
4,921 % |
3,129 % |
3,396 % |
6,025 % |
|
146 |
3,293 % |
5,772 % |
4,918 % |
3,131 % |
3,396 % |
6,021 % |
|
147 |
3,294 % |
5,770 % |
4,915 % |
3,133 % |
3,397 % |
6,018 % |
|
148 |
3,295 % |
5,768 % |
4,911 % |
3,135 % |
3,397 % |
6,014 % |
|
149 |
3,296 % |
5,766 % |
4,908 % |
3,137 % |
3,397 % |
6,011 % |
|
150 |
3,297 % |
5,765 % |
4,905 % |
3,139 % |
3,398 % |
6,007 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
12,215 % |
2,107 % |
2,056 % |
13,401 % |
1,449 % |
2,052 % |
|
2 |
11,252 % |
2,179 % |
2,658 % |
12,137 % |
2,022 % |
2,492 % |
|
3 |
10,902 % |
2,293 % |
3,065 % |
11,592 % |
2,201 % |
2,634 % |
|
4 |
10,802 % |
2,408 % |
3,343 % |
11,279 % |
2,288 % |
2,661 % |
|
5 |
10,855 % |
2,493 % |
3,536 % |
11,098 % |
2,340 % |
2,649 % |
|
6 |
11,003 % |
2,562 % |
3,686 % |
10,997 % |
2,359 % |
2,631 % |
|
7 |
11,203 % |
2,624 % |
3,808 % |
10,945 % |
2,362 % |
2,620 % |
|
8 |
11,457 % |
2,684 % |
3,909 % |
10,930 % |
2,359 % |
2,615 % |
|
9 |
11,744 % |
2,741 % |
3,995 % |
10,950 % |
2,357 % |
2,607 % |
|
10 |
12,030 % |
2,798 % |
4,074 % |
10,973 % |
2,359 % |
2,588 % |
|
11 |
12,231 % |
2,855 % |
4,148 % |
10,996 % |
2,365 % |
2,554 % |
|
12 |
12,345 % |
2,910 % |
4,217 % |
11,019 % |
2,376 % |
2,512 % |
|
13 |
12,393 % |
2,965 % |
4,284 % |
11,038 % |
2,390 % |
2,468 % |
|
14 |
12,388 % |
3,017 % |
4,348 % |
11,037 % |
2,406 % |
2,426 % |
|
15 |
12,344 % |
3,068 % |
4,411 % |
11,004 % |
2,423 % |
2,387 % |
|
16 |
12,267 % |
3,116 % |
4,472 % |
10,941 % |
2,442 % |
2,354 % |
|
17 |
12,166 % |
3,162 % |
4,530 % |
10,855 % |
2,461 % |
2,328 % |
|
18 |
12,047 % |
3,207 % |
4,582 % |
10,753 % |
2,481 % |
2,308 % |
|
19 |
11,913 % |
3,249 % |
4,625 % |
10,638 % |
2,502 % |
2,295 % |
|
20 |
11,769 % |
3,289 % |
4,658 % |
10,515 % |
2,523 % |
2,290 % |
|
21 |
11,619 % |
3,327 % |
4,678 % |
10,386 % |
2,544 % |
2,293 % |
|
22 |
11,465 % |
3,364 % |
4,689 % |
10,252 % |
2,566 % |
2,301 % |
|
23 |
11,308 % |
3,398 % |
4,692 % |
10,118 % |
2,587 % |
2,313 % |
|
24 |
11,152 % |
3,431 % |
4,688 % |
9,983 % |
2,609 % |
2,329 % |
|
25 |
10,996 % |
3,463 % |
4,679 % |
9,849 % |
2,629 % |
2,346 % |
|
26 |
10,843 % |
3,493 % |
4,667 % |
9,717 % |
2,650 % |
2,366 % |
|
27 |
10,693 % |
3,522 % |
4,651 % |
9,587 % |
2,670 % |
2,386 % |
|
28 |
10,547 % |
3,549 % |
4,633 % |
9,461 % |
2,689 % |
2,407 % |
|
29 |
10,404 % |
3,575 % |
4,614 % |
9,339 % |
2,708 % |
2,429 % |
|
30 |
10,266 % |
3,600 % |
4,593 % |
9,220 % |
2,726 % |
2,451 % |
|
31 |
10,133 % |
3,624 % |
4,572 % |
9,105 % |
2,743 % |
2,472 % |
|
32 |
10,005 % |
3,647 % |
4,550 % |
8,994 % |
2,760 % |
2,494 % |
|
33 |
9,881 % |
3,669 % |
4,528 % |
8,887 % |
2,777 % |
2,515 % |
|
34 |
9,762 % |
3,689 % |
4,506 % |
8,785 % |
2,793 % |
2,535 % |
|
35 |
9,648 % |
3,709 % |
4,484 % |
8,686 % |
2,808 % |
2,556 % |
|
36 |
9,538 % |
3,729 % |
4,462 % |
8,591 % |
2,823 % |
2,575 % |
|
37 |
9,433 % |
3,747 % |
4,441 % |
8,500 % |
2,837 % |
2,595 % |
|
38 |
9,332 % |
3,765 % |
4,420 % |
8,413 % |
2,851 % |
2,613 % |
|
39 |
9,235 % |
3,781 % |
4,399 % |
8,329 % |
2,864 % |
2,631 % |
|
40 |
9,142 % |
3,798 % |
4,379 % |
8,249 % |
2,877 % |
2,649 % |
|
41 |
9,053 % |
3,813 % |
4,360 % |
8,172 % |
2,889 % |
2,666 % |
|
42 |
8,967 % |
3,828 % |
4,341 % |
8,098 % |
2,901 % |
2,683 % |
|
43 |
8,885 % |
3,842 % |
4,322 % |
8,027 % |
2,912 % |
2,698 % |
|
44 |
8,807 % |
3,856 % |
4,304 % |
7,959 % |
2,923 % |
2,714 % |
|
45 |
8,731 % |
3,870 % |
4,287 % |
7,893 % |
2,934 % |
2,729 % |
|
46 |
8,658 % |
3,882 % |
4,270 % |
7,830 % |
2,944 % |
2,743 % |
|
47 |
8,589 % |
3,895 % |
4,254 % |
7,770 % |
2,954 % |
2,757 % |
|
48 |
8,522 % |
3,907 % |
4,239 % |
7,712 % |
2,964 % |
2,771 % |
|
49 |
8,457 % |
3,918 % |
4,223 % |
7,656 % |
2,973 % |
2,784 % |
|
50 |
8,395 % |
3,929 % |
4,209 % |
7,602 % |
2,982 % |
2,796 % |
|
51 |
8,336 % |
3,940 % |
4,194 % |
7,550 % |
2,991 % |
2,808 % |
|
52 |
8,278 % |
3,950 % |
4,181 % |
7,500 % |
2,999 % |
2,820 % |
|
53 |
8,223 % |
3,960 % |
4,167 % |
7,452 % |
3,007 % |
2,832 % |
|
54 |
8,170 % |
3,970 % |
4,154 % |
7,406 % |
3,015 % |
2,843 % |
|
55 |
8,118 % |
3,979 % |
4,142 % |
7,361 % |
3,023 % |
2,853 % |
|
56 |
8,068 % |
3,988 % |
4,130 % |
7,318 % |
3,030 % |
2,864 % |
|
57 |
8,020 % |
3,997 % |
4,118 % |
7,276 % |
3,037 % |
2,874 % |
|
58 |
7,974 % |
4,005 % |
4,107 % |
7,236 % |
3,044 % |
2,883 % |
|
59 |
7,929 % |
4,013 % |
4,096 % |
7,197 % |
3,051 % |
2,893 % |
|
60 |
7,886 % |
4,021 % |
4,085 % |
7,159 % |
3,057 % |
2,902 % |
|
61 |
7,844 % |
4,029 % |
4,075 % |
7,123 % |
3,063 % |
2,910 % |
|
62 |
7,804 % |
4,036 % |
4,065 % |
7,088 % |
3,069 % |
2,919 % |
|
63 |
7,764 % |
4,044 % |
4,055 % |
7,054 % |
3,075 % |
2,927 % |
|
64 |
7,726 % |
4,051 % |
4,046 % |
7,021 % |
3,081 % |
2,935 % |
|
65 |
7,689 % |
4,057 % |
4,037 % |
6,988 % |
3,087 % |
2,943 % |
|
66 |
7,654 % |
4,064 % |
4,028 % |
6,957 % |
3,092 % |
2,951 % |
|
67 |
7,619 % |
4,070 % |
4,020 % |
6,927 % |
3,097 % |
2,958 % |
|
68 |
7,585 % |
4,077 % |
4,011 % |
6,898 % |
3,102 % |
2,965 % |
|
69 |
7,553 % |
4,083 % |
4,003 % |
6,869 % |
3,107 % |
2,972 % |
|
70 |
7,521 % |
4,089 % |
3,995 % |
6,842 % |
3,112 % |
2,979 % |
|
71 |
7,490 % |
4,094 % |
3,988 % |
6,815 % |
3,117 % |
2,986 % |
|
72 |
7,460 % |
4,100 % |
3,980 % |
6,789 % |
3,121 % |
2,992 % |
|
73 |
7,431 % |
4,105 % |
3,973 % |
6,763 % |
3,126 % |
2,998 % |
|
74 |
7,402 % |
4,111 % |
3,966 % |
6,739 % |
3,130 % |
3,004 % |
|
75 |
7,375 % |
4,116 % |
3,959 % |
6,715 % |
3,134 % |
3,010 % |
|
76 |
7,348 % |
4,121 % |
3,952 % |
6,691 % |
3,139 % |
3,016 % |
|
77 |
7,322 % |
4,126 % |
3,946 % |
6,669 % |
3,143 % |
3,021 % |
|
78 |
7,296 % |
4,130 % |
3,939 % |
6,646 % |
3,146 % |
3,027 % |
|
79 |
7,271 % |
4,135 % |
3,933 % |
6,625 % |
3,150 % |
3,032 % |
|
80 |
7,247 % |
4,140 % |
3,927 % |
6,604 % |
3,154 % |
3,037 % |
|
81 |
7,224 % |
4,144 % |
3,921 % |
6,583 % |
3,158 % |
3,043 % |
|
82 |
7,200 % |
4,148 % |
3,915 % |
6,563 % |
3,161 % |
3,047 % |
|
83 |
7,178 % |
4,152 % |
3,910 % |
6,543 % |
3,165 % |
3,052 % |
|
84 |
7,156 % |
4,157 % |
3,904 % |
6,524 % |
3,168 % |
3,057 % |
|
85 |
7,135 % |
4,161 % |
3,899 % |
6,506 % |
3,171 % |
3,062 % |
|
86 |
7,114 % |
4,165 % |
3,894 % |
6,487 % |
3,175 % |
3,066 % |
|
87 |
7,093 % |
4,168 % |
3,889 % |
6,470 % |
3,178 % |
3,071 % |
|
88 |
7,073 % |
4,172 % |
3,884 % |
6,452 % |
3,181 % |
3,075 % |
|
89 |
7,054 % |
4,176 % |
3,879 % |
6,435 % |
3,184 % |
3,079 % |
|
90 |
7,035 % |
4,179 % |
3,874 % |
6,419 % |
3,187 % |
3,083 % |
|
91 |
7,016 % |
4,183 % |
3,869 % |
6,402 % |
3,190 % |
3,087 % |
|
92 |
6,998 % |
4,186 % |
3,865 % |
6,386 % |
3,192 % |
3,091 % |
|
93 |
6,980 % |
4,190 % |
3,860 % |
6,371 % |
3,195 % |
3,095 % |
|
94 |
6,962 % |
4,193 % |
3,856 % |
6,356 % |
3,198 % |
3,099 % |
|
95 |
6,945 % |
4,196 % |
3,852 % |
6,341 % |
3,201 % |
3,102 % |
|
96 |
6,929 % |
4,199 % |
3,847 % |
6,326 % |
3,203 % |
3,106 % |
|
97 |
6,912 % |
4,202 % |
3,843 % |
6,312 % |
3,206 % |
3,110 % |
|
98 |
6,896 % |
4,205 % |
3,839 % |
6,298 % |
3,208 % |
3,113 % |
|
99 |
6,880 % |
4,208 % |
3,835 % |
6,284 % |
3,211 % |
3,116 % |
|
100 |
6,865 % |
4,211 % |
3,832 % |
6,271 % |
3,213 % |
3,120 % |
|
101 |
6,850 % |
4,214 % |
3,828 % |
6,258 % |
3,215 % |
3,123 % |
|
102 |
6,835 % |
4,217 % |
3,824 % |
6,245 % |
3,218 % |
3,126 % |
|
103 |
6,821 % |
4,220 % |
3,820 % |
6,232 % |
3,220 % |
3,129 % |
|
104 |
6,806 % |
4,222 % |
3,817 % |
6,220 % |
3,222 % |
3,132 % |
|
105 |
6,792 % |
4,225 % |
3,813 % |
6,208 % |
3,224 % |
3,135 % |
|
106 |
6,779 % |
4,228 % |
3,810 % |
6,196 % |
3,226 % |
3,138 % |
|
107 |
6,765 % |
4,230 % |
3,807 % |
6,184 % |
3,228 % |
3,141 % |
|
108 |
6,752 % |
4,233 % |
3,803 % |
6,172 % |
3,231 % |
3,144 % |
|
109 |
6,739 % |
4,235 % |
3,800 % |
6,161 % |
3,233 % |
3,147 % |
|
110 |
6,726 % |
4,238 % |
3,797 % |
6,150 % |
3,234 % |
3,150 % |
|
111 |
6,714 % |
4,240 % |
3,794 % |
6,139 % |
3,236 % |
3,152 % |
|
112 |
6,702 % |
4,242 % |
3,791 % |
6,129 % |
3,238 % |
3,155 % |
|
113 |
6,690 % |
4,245 % |
3,788 % |
6,118 % |
3,240 % |
3,158 % |
|
114 |
6,678 % |
4,247 % |
3,785 % |
6,108 % |
3,242 % |
3,160 % |
|
115 |
6,666 % |
4,249 % |
3,782 % |
6,098 % |
3,244 % |
3,163 % |
|
116 |
6,655 % |
4,251 % |
3,779 % |
6,088 % |
3,246 % |
3,165 % |
|
117 |
6,644 % |
4,253 % |
3,776 % |
6,078 % |
3,247 % |
3,168 % |
|
118 |
6,633 % |
4,255 % |
3,773 % |
6,068 % |
3,249 % |
3,170 % |
|
119 |
6,622 % |
4,257 % |
3,771 % |
6,059 % |
3,251 % |
3,172 % |
|
120 |
6,611 % |
4,259 % |
3,768 % |
6,050 % |
3,252 % |
3,175 % |
|
121 |
6,601 % |
4,261 % |
3,765 % |
6,040 % |
3,254 % |
3,177 % |
|
122 |
6,590 % |
4,263 % |
3,763 % |
6,031 % |
3,256 % |
3,179 % |
|
123 |
6,580 % |
4,265 % |
3,760 % |
6,023 % |
3,257 % |
3,181 % |
|
124 |
6,570 % |
4,267 % |
3,758 % |
6,014 % |
3,259 % |
3,184 % |
|
125 |
6,560 % |
4,269 % |
3,755 % |
6,005 % |
3,260 % |
3,186 % |
|
126 |
6,551 % |
4,271 % |
3,753 % |
5,997 % |
3,262 % |
3,188 % |
|
127 |
6,541 % |
4,273 % |
3,750 % |
5,989 % |
3,263 % |
3,190 % |
|
128 |
6,532 % |
4,274 % |
3,748 % |
5,981 % |
3,265 % |
3,192 % |
|
129 |
6,523 % |
4,276 % |
3,746 % |
5,972 % |
3,266 % |
3,194 % |
|
130 |
6,513 % |
4,278 % |
3,743 % |
5,965 % |
3,268 % |
3,196 % |
|
131 |
6,505 % |
4,280 % |
3,741 % |
5,957 % |
3,269 % |
3,198 % |
|
132 |
6,496 % |
4,281 % |
3,739 % |
5,949 % |
3,270 % |
3,200 % |
|
133 |
6,487 % |
4,283 % |
3,737 % |
5,942 % |
3,272 % |
3,202 % |
|
134 |
6,479 % |
4,285 % |
3,735 % |
5,934 % |
3,273 % |
3,203 % |
|
135 |
6,470 % |
4,286 % |
3,733 % |
5,927 % |
3,274 % |
3,205 % |
|
136 |
6,462 % |
4,288 % |
3,730 % |
5,920 % |
3,276 % |
3,207 % |
|
137 |
6,454 % |
4,289 % |
3,728 % |
5,913 % |
3,277 % |
3,209 % |
|
138 |
6,446 % |
4,291 % |
3,726 % |
5,905 % |
3,278 % |
3,211 % |
|
139 |
6,438 % |
4,292 % |
3,724 % |
5,899 % |
3,279 % |
3,212 % |
|
140 |
6,430 % |
4,294 % |
3,722 % |
5,892 % |
3,281 % |
3,214 % |
|
141 |
6,422 % |
4,295 % |
3,720 % |
5,885 % |
3,282 % |
3,216 % |
|
142 |
6,415 % |
4,297 % |
3,719 % |
5,878 % |
3,283 % |
3,217 % |
|
143 |
6,407 % |
4,298 % |
3,717 % |
5,872 % |
3,284 % |
3,219 % |
|
144 |
6,400 % |
4,299 % |
3,715 % |
5,866 % |
3,285 % |
3,221 % |
|
145 |
6,393 % |
4,301 % |
3,713 % |
5,859 % |
3,286 % |
3,222 % |
|
146 |
6,385 % |
4,302 % |
3,711 % |
5,853 % |
3,288 % |
3,224 % |
|
147 |
6,378 % |
4,304 % |
3,709 % |
5,847 % |
3,289 % |
3,225 % |
|
148 |
6,371 % |
4,305 % |
3,708 % |
5,841 % |
3,290 % |
3,227 % |
|
149 |
6,364 % |
4,306 % |
3,706 % |
5,835 % |
3,291 % |
3,228 % |
|
150 |
6,358 % |
4,307 % |
3,704 % |
5,829 % |
3,292 % |
3,230 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
23,470 % |
1,865 % |
–0,180 % |
|
2 |
25,231 % |
2,491 % |
–0,152 % |
|
3 |
25,914 % |
2,581 % |
–0,131 % |
|
4 |
26,243 % |
2,518 % |
–0,105 % |
|
5 |
26,225 % |
2,427 % |
–0,072 % |
|
6 |
26,025 % |
2,387 % |
–0,035 % |
|
7 |
25,685 % |
2,360 % |
0,004 % |
|
8 |
25,261 % |
2,364 % |
0,043 % |
|
9 |
24,809 % |
2,314 % |
0,084 % |
|
10 |
24,377 % |
2,300 % |
0,127 % |
|
11 |
23,963 % |
2,303 % |
0,173 % |
|
12 |
23,559 % |
2,313 % |
0,223 % |
|
13 |
23,159 % |
2,326 % |
0,275 % |
|
14 |
22,758 % |
2,336 % |
0,329 % |
|
15 |
22,354 % |
2,338 % |
0,383 % |
|
16 |
21,947 % |
2,329 % |
0,436 % |
|
17 |
21,536 % |
2,314 % |
0,488 % |
|
18 |
21,123 % |
2,296 % |
0,537 % |
|
19 |
20,707 % |
2,281 % |
0,581 % |
|
20 |
20,292 % |
2,269 % |
0,621 % |
|
21 |
19,878 % |
2,263 % |
0,657 % |
|
22 |
19,468 % |
2,259 % |
0,689 % |
|
23 |
19,064 % |
2,254 % |
0,716 % |
|
24 |
18,667 % |
2,246 % |
0,739 % |
|
25 |
18,278 % |
2,234 % |
0,758 % |
|
26 |
17,900 % |
2,217 % |
0,771 % |
|
27 |
17,533 % |
2,195 % |
0,783 % |
|
28 |
17,178 % |
2,169 % |
0,797 % |
|
29 |
16,835 % |
2,139 % |
0,814 % |
|
30 |
16,505 % |
2,107 % |
0,837 % |
|
31 |
16,187 % |
2,072 % |
0,867 % |
|
32 |
15,883 % |
2,037 % |
0,902 % |
|
33 |
15,591 % |
2,002 % |
0,940 % |
|
34 |
15,311 % |
1,968 % |
0,981 % |
|
35 |
15,044 % |
1,936 % |
1,025 % |
|
36 |
14,789 % |
1,906 % |
1,069 % |
|
37 |
14,544 % |
1,879 % |
1,113 % |
|
38 |
14,311 % |
1,854 % |
1,158 % |
|
39 |
14,087 % |
1,833 % |
1,203 % |
|
40 |
13,874 % |
1,815 % |
1,247 % |
|
41 |
13,670 % |
1,799 % |
1,291 % |
|
42 |
13,474 % |
1,787 % |
1,334 % |
|
43 |
13,288 % |
1,777 % |
1,375 % |
|
44 |
13,109 % |
1,770 % |
1,416 % |
|
45 |
12,937 % |
1,766 % |
1,456 % |
|
46 |
12,773 % |
1,764 % |
1,495 % |
|
47 |
12,616 % |
1,765 % |
1,533 % |
|
48 |
12,465 % |
1,769 % |
1,570 % |
|
49 |
12,320 % |
1,775 % |
1,606 % |
|
50 |
12,181 % |
1,783 % |
1,641 % |
|
51 |
12,047 % |
1,794 % |
1,675 % |
|
52 |
11,918 % |
1,808 % |
1,707 % |
|
53 |
11,794 % |
1,822 % |
1,739 % |
|
54 |
11,675 % |
1,838 % |
1,770 % |
|
55 |
11,560 % |
1,855 % |
1,800 % |
|
56 |
11,449 % |
1,873 % |
1,829 % |
|
57 |
11,342 % |
1,892 % |
1,857 % |
|
58 |
11,239 % |
1,910 % |
1,884 % |
|
59 |
11,140 % |
1,929 % |
1,910 % |
|
60 |
11,043 % |
1,948 % |
1,936 % |
|
61 |
10,950 % |
1,968 % |
1,961 % |
|
62 |
10,860 % |
1,987 % |
1,985 % |
|
63 |
10,773 % |
2,006 % |
2,009 % |
|
64 |
10,689 % |
2,025 % |
2,031 % |
|
65 |
10,607 % |
2,043 % |
2,054 % |
|
66 |
10,528 % |
2,062 % |
2,075 % |
|
67 |
10,452 % |
2,080 % |
2,096 % |
|
68 |
10,377 % |
2,098 % |
2,116 % |
|
69 |
10,305 % |
2,116 % |
2,136 % |
|
70 |
10,235 % |
2,133 % |
2,155 % |
|
71 |
10,167 % |
2,150 % |
2,174 % |
|
72 |
10,100 % |
2,167 % |
2,192 % |
|
73 |
10,036 % |
2,183 % |
2,210 % |
|
74 |
9,974 % |
2,199 % |
2,227 % |
|
75 |
9,913 % |
2,215 % |
2,244 % |
|
76 |
9,853 % |
2,230 % |
2,260 % |
|
77 |
9,796 % |
2,246 % |
2,276 % |
|
78 |
9,740 % |
2,260 % |
2,292 % |
|
79 |
9,685 % |
2,275 % |
2,307 % |
|
80 |
9,632 % |
2,289 % |
2,322 % |
|
81 |
9,580 % |
2,303 % |
2,336 % |
|
82 |
9,529 % |
2,316 % |
2,350 % |
|
83 |
9,479 % |
2,330 % |
2,364 % |
|
84 |
9,431 % |
2,343 % |
2,377 % |
|
85 |
9,384 % |
2,355 % |
2,390 % |
|
86 |
9,338 % |
2,368 % |
2,403 % |
|
87 |
9,293 % |
2,380 % |
2,416 % |
|
88 |
9,249 % |
2,392 % |
2,428 % |
|
89 |
9,207 % |
2,404 % |
2,440 % |
|
90 |
9,165 % |
2,415 % |
2,452 % |
|
91 |
9,124 % |
2,426 % |
2,463 % |
|
92 |
9,084 % |
2,437 % |
2,474 % |
|
93 |
9,045 % |
2,448 % |
2,485 % |
|
94 |
9,006 % |
2,459 % |
2,496 % |
|
95 |
8,969 % |
2,469 % |
2,507 % |
|
96 |
8,932 % |
2,479 % |
2,517 % |
|
97 |
8,896 % |
2,489 % |
2,527 % |
|
98 |
8,861 % |
2,499 % |
2,537 % |
|
99 |
8,826 % |
2,508 % |
2,546 % |
|
100 |
8,793 % |
2,518 % |
2,556 % |
|
101 |
8,759 % |
2,527 % |
2,565 % |
|
102 |
8,727 % |
2,536 % |
2,574 % |
|
103 |
8,695 % |
2,545 % |
2,583 % |
|
104 |
8,664 % |
2,553 % |
2,592 % |
|
105 |
8,633 % |
2,562 % |
2,601 % |
|
106 |
8,603 % |
2,570 % |
2,609 % |
|
107 |
8,574 % |
2,578 % |
2,617 % |
|
108 |
8,545 % |
2,586 % |
2,626 % |
|
109 |
8,517 % |
2,594 % |
2,634 % |
|
110 |
8,489 % |
2,602 % |
2,641 % |
|
111 |
8,462 % |
2,609 % |
2,649 % |
|
112 |
8,435 % |
2,617 % |
2,657 % |
|
113 |
8,409 % |
2,624 % |
2,664 % |
|
114 |
8,383 % |
2,631 % |
2,671 % |
|
115 |
8,357 % |
2,639 % |
2,679 % |
|
116 |
8,332 % |
2,646 % |
2,686 % |
|
117 |
8,308 % |
2,652 % |
2,693 % |
|
118 |
8,284 % |
2,659 % |
2,699 % |
|
119 |
8,260 % |
2,666 % |
2,706 % |
|
120 |
8,237 % |
2,672 % |
2,713 % |
|
121 |
8,214 % |
2,679 % |
2,719 % |
|
122 |
8,191 % |
2,685 % |
2,726 % |
|
123 |
8,169 % |
2,691 % |
2,732 % |
|
124 |
8,147 % |
2,697 % |
2,738 % |
|
125 |
8,126 % |
2,703 % |
2,744 % |
|
126 |
8,105 % |
2,709 % |
2,750 % |
|
127 |
8,084 % |
2,715 % |
2,756 % |
|
128 |
8,064 % |
2,721 % |
2,762 % |
|
129 |
8,044 % |
2,726 % |
2,767 % |
|
130 |
8,024 % |
2,732 % |
2,773 % |
|
131 |
8,004 % |
2,737 % |
2,779 % |
|
132 |
7,985 % |
2,743 % |
2,784 % |
|
133 |
7,966 % |
2,748 % |
2,789 % |
|
134 |
7,948 % |
2,753 % |
2,795 % |
|
135 |
7,929 % |
2,758 % |
2,800 % |
|
136 |
7,911 % |
2,763 % |
2,805 % |
|
137 |
7,893 % |
2,768 % |
2,810 % |
|
138 |
7,876 % |
2,773 % |
2,815 % |
|
139 |
7,859 % |
2,778 % |
2,820 % |
|
140 |
7,841 % |
2,783 % |
2,825 % |
|
141 |
7,825 % |
2,788 % |
2,830 % |
|
142 |
7,808 % |
2,792 % |
2,834 % |
|
143 |
7,792 % |
2,797 % |
2,839 % |
|
144 |
7,776 % |
2,801 % |
2,843 % |
|
145 |
7,760 % |
2,806 % |
2,848 % |
|
146 |
7,744 % |
2,810 % |
2,852 % |
|
147 |
7,729 % |
2,815 % |
2,857 % |
|
148 |
7,714 % |
2,819 % |
2,861 % |
|
149 |
7,699 % |
2,823 % |
2,865 % |
|
150 |
7,684 % |
2,827 % |
2,870 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
1.
Exposures to central governments and central banks
|
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czech Republic |
Cyprus |
Denmark |
|
1 |
0 |
0 |
30 |
5 |
0 |
23 |
0 |
|
2 |
0 |
0 |
37 |
5 |
0 |
38 |
0 |
|
3 |
0 |
0 |
42 |
5 |
0 |
43 |
0 |
|
4 |
0 |
2 |
44 |
5 |
2 |
44 |
0 |
|
5 |
0 |
3 |
48 |
5 |
4 |
47 |
0 |
|
6 |
0 |
4 |
51 |
5 |
6 |
50 |
0 |
|
7 |
1 |
5 |
54 |
5 |
8 |
51 |
0 |
|
8 |
2 |
6 |
55 |
5 |
10 |
51 |
0 |
|
9 |
3 |
7 |
57 |
5 |
11 |
48 |
0 |
|
10 |
3 |
8 |
59 |
5 |
12 |
48 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
364 |
4 |
15 |
|
2 |
0 |
0 |
0 |
0 |
227 |
4 |
20 |
|
3 |
0 |
0 |
0 |
0 |
202 |
4 |
23 |
|
4 |
2 |
0 |
0 |
0 |
177 |
4 |
24 |
|
5 |
3 |
0 |
0 |
0 |
162 |
4 |
25 |
|
6 |
4 |
0 |
0 |
0 |
160 |
4 |
26 |
|
7 |
5 |
0 |
0 |
0 |
157 |
4 |
27 |
|
8 |
6 |
0 |
1 |
0 |
161 |
3 |
28 |
|
9 |
7 |
0 |
2 |
0 |
163 |
1 |
28 |
|
10 |
8 |
0 |
3 |
0 |
165 |
4 |
29 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
4 |
5 |
0 |
15 |
0 |
4 |
|
2 |
14 |
10 |
11 |
0 |
20 |
0 |
4 |
|
3 |
18 |
13 |
14 |
0 |
23 |
0 |
4 |
|
4 |
21 |
15 |
16 |
0 |
24 |
0 |
4 |
|
5 |
23 |
16 |
18 |
0 |
25 |
0 |
4 |
|
6 |
25 |
18 |
19 |
0 |
26 |
0 |
4 |
|
7 |
27 |
19 |
21 |
0 |
27 |
0 |
4 |
|
8 |
28 |
20 |
22 |
0 |
28 |
0 |
4 |
|
9 |
30 |
21 |
24 |
1 |
28 |
0 |
4 |
|
10 |
31 |
22 |
24 |
2 |
29 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
23 |
9 |
11 |
17 |
5 |
0 |
0 |
|
2 |
38 |
16 |
14 |
20 |
11 |
0 |
0 |
|
3 |
43 |
18 |
16 |
24 |
14 |
0 |
0 |
|
4 |
44 |
19 |
18 |
28 |
16 |
0 |
0 |
|
5 |
47 |
20 |
19 |
31 |
18 |
0 |
0 |
|
6 |
50 |
22 |
20 |
34 |
19 |
0 |
0 |
|
7 |
51 |
23 |
22 |
36 |
21 |
0 |
0 |
|
8 |
51 |
24 |
23 |
37 |
22 |
0 |
0 |
|
9 |
48 |
26 |
23 |
38 |
24 |
0 |
0 |
|
10 |
48 |
23 |
23 |
38 |
24 |
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 |
18 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
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 |
15 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
12 |
0 |
10 |
0 |
0 |
9 |
|
2 |
1 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
2 |
28 |
0 |
10 |
0 |
0 |
10 |
|
4 |
3 |
35 |
0 |
10 |
0 |
0 |
10 |
|
5 |
3 |
36 |
0 |
10 |
0 |
0 |
10 |
|
6 |
4 |
39 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
41 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
39 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
37 |
0 |
10 |
0 |
0 |
10 |
|
10 |
5 |
39 |
0 |
10 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
7 |
9 |
1 |
4 |
|
2 |
0 |
0 |
0 |
9 |
11 |
0 |
4 |
|
3 |
0 |
0 |
0 |
11 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
11 |
14 |
0 |
4 |
|
5 |
0 |
2 |
0 |
11 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
13 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
15 |
16 |
0 |
4 |
|
8 |
0 |
11 |
0 |
17 |
16 |
0 |
4 |
|
9 |
0 |
17 |
0 |
18 |
16 |
0 |
4 |
|
10 |
0 |
17 |
0 |
19 |
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 |
7 |
20 |
43 |
112 |
225 |
523 |
1 223 |
|
2 |
7 |
20 |
43 |
112 |
225 |
523 |
987 |
|
3 |
8 |
22 |
44 |
106 |
221 |
519 |
805 |
|
4 |
9 |
24 |
47 |
109 |
220 |
518 |
665 |
|
5 |
10 |
27 |
52 |
112 |
220 |
518 |
559 |
|
6 |
11 |
29 |
55 |
117 |
220 |
518 |
518 |
|
7 |
13 |
31 |
57 |
119 |
220 |
518 |
518 |
|
8 |
13 |
31 |
57 |
118 |
220 |
518 |
518 |
|
9 |
13 |
32 |
57 |
118 |
220 |
518 |
518 |
|
10 |
13 |
34 |
57 |
118 |
220 |
518 |
518 |
|
11 |
14 |
35 |
57 |
118 |
220 |
518 |
518 |
|
12 |
14 |
35 |
57 |
118 |
220 |
518 |
518 |
|
13 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
14 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
15 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
16 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
17 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
18 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
19 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
20 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
21 |
16 |
36 |
57 |
118 |
220 |
518 |
518 |
|
22 |
17 |
36 |
57 |
118 |
220 |
518 |
518 |
|
23 |
18 |
36 |
57 |
118 |
220 |
518 |
518 |
|
24 |
18 |
36 |
57 |
118 |
220 |
518 |
518 |
|
25 |
19 |
36 |
57 |
118 |
220 |
518 |
518 |
|
26 |
19 |
36 |
57 |
118 |
220 |
518 |
518 |
|
27 |
20 |
36 |
57 |
118 |
220 |
518 |
518 |
|
28 |
20 |
36 |
57 |
118 |
220 |
518 |
518 |
|
29 |
21 |
36 |
57 |
118 |
220 |
518 |
518 |
|
30 |
23 |
36 |
57 |
118 |
220 |
518 |
518 |
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 tep 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
16 |
29 |
52 |
121 |
234 |
532 |
1 334 |
|
2 |
18 |
31 |
54 |
123 |
236 |
534 |
1 066 |
|
3 |
19 |
33 |
55 |
118 |
232 |
530 |
863 |
|
4 |
20 |
35 |
58 |
120 |
231 |
529 |
710 |
|
5 |
21 |
37 |
62 |
123 |
230 |
529 |
593 |
|
6 |
21 |
38 |
65 |
126 |
230 |
528 |
528 |
|
7 |
22 |
40 |
66 |
128 |
229 |
527 |
527 |
|
8 |
21 |
40 |
65 |
127 |
228 |
527 |
527 |
|
9 |
21 |
40 |
65 |
126 |
228 |
526 |
526 |
|
10 |
21 |
41 |
64 |
125 |
227 |
525 |
525 |
|
11 |
21 |
41 |
64 |
125 |
227 |
525 |
525 |
|
12 |
20 |
42 |
63 |
124 |
226 |
524 |
524 |
|
13 |
20 |
42 |
63 |
123 |
226 |
524 |
524 |
|
14 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
15 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
16 |
19 |
40 |
61 |
122 |
224 |
522 |
522 |
|
17 |
19 |
40 |
61 |
122 |
224 |
522 |
522 |
|
18 |
19 |
40 |
61 |
122 |
224 |
522 |
522 |
|
19 |
19 |
40 |
61 |
122 |
224 |
522 |
522 |
|
20 |
19 |
41 |
62 |
122 |
224 |
523 |
523 |
|
21 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
22 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
23 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
24 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
25 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
26 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
27 |
21 |
41 |
62 |
123 |
225 |
523 |
523 |
|
28 |
22 |
41 |
62 |
123 |
225 |
523 |
523 |
|
29 |
23 |
41 |
62 |
123 |
225 |
523 |
523 |
|
30 |
23 |
41 |
62 |
123 |
225 |
523 |
523 |
2.3.
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
19 |
43 |
112 |
224 |
522 |
1 223 |
|
2 |
6 |
19 |
43 |
112 |
224 |
522 |
987 |
|
3 |
7 |
22 |
44 |
106 |
221 |
519 |
804 |
|
4 |
9 |
24 |
46 |
109 |
220 |
518 |
665 |
|
5 |
10 |
26 |
51 |
112 |
220 |
518 |
558 |
|
6 |
11 |
28 |
55 |
116 |
220 |
518 |
518 |
|
7 |
12 |
31 |
57 |
119 |
220 |
518 |
518 |
|
8 |
12 |
31 |
56 |
118 |
220 |
518 |
518 |
|
9 |
13 |
32 |
56 |
117 |
220 |
518 |
518 |
|
10 |
13 |
33 |
57 |
117 |
220 |
518 |
518 |
|
11 |
14 |
34 |
57 |
118 |
220 |
518 |
518 |
|
12 |
14 |
35 |
57 |
118 |
220 |
518 |
518 |
|
13 |
14 |
36 |
57 |
118 |
220 |
518 |
518 |
|
14 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
15 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
16 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
17 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
18 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
19 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
20 |
15 |
36 |
57 |
118 |
220 |
518 |
518 |
|
21 |
16 |
36 |
57 |
118 |
220 |
518 |
518 |
|
22 |
17 |
36 |
57 |
118 |
220 |
518 |
518 |
|
23 |
18 |
36 |
57 |
118 |
220 |
518 |
518 |
|
24 |
18 |
36 |
57 |
118 |
220 |
518 |
518 |
|
25 |
19 |
36 |
57 |
118 |
220 |
518 |
518 |
|
26 |
19 |
36 |
57 |
118 |
220 |
518 |
518 |
|
27 |
20 |
36 |
57 |
118 |
220 |
518 |
518 |
|
28 |
20 |
36 |
57 |
118 |
220 |
518 |
518 |
|
29 |
21 |
36 |
57 |
118 |
220 |
518 |
518 |
|
30 |
23 |
36 |
57 |
118 |
220 |
518 |
518 |
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 |
77 |
90 |
113 |
183 |
295 |
593 |
1 343 |
|
2 |
74 |
87 |
110 |
180 |
292 |
590 |
1 079 |
|
3 |
78 |
92 |
114 |
177 |
291 |
589 |
877 |
|
4 |
77 |
92 |
115 |
177 |
288 |
586 |
725 |
|
5 |
77 |
93 |
118 |
178 |
286 |
585 |
608 |
|
6 |
76 |
94 |
120 |
182 |
285 |
583 |
583 |
|
7 |
76 |
94 |
120 |
182 |
283 |
581 |
581 |
|
8 |
75 |
94 |
119 |
180 |
282 |
580 |
580 |
|
9 |
74 |
94 |
118 |
179 |
281 |
579 |
579 |
|
10 |
71 |
92 |
115 |
176 |
278 |
576 |
576 |
|
11 |
70 |
90 |
113 |
174 |
276 |
574 |
574 |
|
12 |
69 |
90 |
112 |
172 |
274 |
573 |
573 |
|
13 |
68 |
90 |
111 |
172 |
274 |
572 |
572 |
|
14 |
68 |
90 |
111 |
171 |
273 |
572 |
572 |
|
15 |
68 |
90 |
111 |
171 |
273 |
571 |
571 |
|
16 |
68 |
89 |
110 |
171 |
273 |
571 |
571 |
|
17 |
67 |
89 |
110 |
170 |
272 |
570 |
570 |
|
18 |
67 |
88 |
109 |
170 |
272 |
570 |
570 |
|
19 |
66 |
87 |
108 |
169 |
271 |
569 |
569 |
|
20 |
65 |
87 |
108 |
168 |
271 |
569 |
569 |
|
21 |
65 |
86 |
107 |
168 |
270 |
568 |
568 |
|
22 |
64 |
86 |
107 |
167 |
269 |
567 |
567 |
|
23 |
63 |
85 |
106 |
166 |
268 |
566 |
566 |
|
24 |
62 |
84 |
105 |
165 |
267 |
565 |
565 |
|
25 |
61 |
83 |
104 |
164 |
266 |
564 |
564 |
|
26 |
60 |
82 |
103 |
163 |
265 |
563 |
563 |
|
27 |
59 |
81 |
102 |
162 |
264 |
562 |
562 |
|
28 |
58 |
80 |
101 |
161 |
263 |
561 |
561 |
|
29 |
57 |
79 |
100 |
160 |
262 |
560 |
560 |
|
30 |
56 |
78 |
99 |
159 |
261 |
559 |
559 |
2.5.
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
10 |
23 |
47 |
116 |
228 |
527 |
1 248 |
|
2 |
12 |
25 |
48 |
118 |
230 |
528 |
1 002 |
|
3 |
14 |
28 |
51 |
113 |
228 |
526 |
816 |
|
4 |
16 |
31 |
54 |
116 |
227 |
525 |
675 |
|
5 |
18 |
34 |
59 |
119 |
227 |
525 |
566 |
|
6 |
19 |
36 |
62 |
124 |
227 |
525 |
525 |
|
7 |
20 |
38 |
64 |
126 |
227 |
525 |
525 |
|
8 |
19 |
38 |
63 |
125 |
227 |
525 |
525 |
|
9 |
19 |
39 |
63 |
124 |
226 |
524 |
524 |
|
10 |
19 |
39 |
63 |
124 |
226 |
524 |
524 |
|
11 |
20 |
40 |
63 |
124 |
226 |
524 |
524 |
|
12 |
20 |
41 |
63 |
124 |
226 |
524 |
524 |
|
13 |
20 |
42 |
63 |
124 |
226 |
524 |
524 |
|
14 |
21 |
42 |
63 |
124 |
226 |
524 |
524 |
|
15 |
21 |
42 |
63 |
124 |
226 |
524 |
524 |
|
16 |
20 |
42 |
63 |
123 |
226 |
524 |
524 |
|
17 |
21 |
42 |
63 |
124 |
226 |
524 |
524 |
|
18 |
21 |
42 |
63 |
124 |
226 |
524 |
524 |
|
19 |
21 |
43 |
64 |
124 |
226 |
524 |
524 |
|
20 |
22 |
43 |
64 |
125 |
227 |
525 |
525 |
|
21 |
22 |
43 |
64 |
125 |
227 |
525 |
525 |
|
22 |
22 |
44 |
65 |
125 |
227 |
525 |
525 |
|
23 |
22 |
44 |
65 |
125 |
227 |
526 |
526 |
|
24 |
22 |
44 |
65 |
125 |
227 |
526 |
526 |
|
25 |
22 |
44 |
65 |
125 |
227 |
526 |
526 |
|
26 |
22 |
44 |
65 |
125 |
227 |
526 |
526 |
|
27 |
22 |
44 |
65 |
125 |
227 |
525 |
525 |
|
28 |
22 |
44 |
65 |
125 |
227 |
525 |
525 |
|
29 |
22 |
44 |
65 |
125 |
227 |
525 |
525 |
|
30 |
23 |
43 |
64 |
125 |
227 |
525 |
525 |
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 |
47 |
60 |
83 |
152 |
265 |
563 |
1 229 |
|
2 |
50 |
63 |
87 |
156 |
268 |
566 |
988 |
|
3 |
56 |
70 |
92 |
154 |
269 |
567 |
806 |
|
4 |
59 |
74 |
97 |
159 |
270 |
568 |
667 |
|
5 |
61 |
77 |
102 |
163 |
271 |
569 |
569 |
|
6 |
62 |
80 |
106 |
168 |
271 |
569 |
569 |
|
7 |
63 |
81 |
107 |
170 |
270 |
569 |
569 |
|
8 |
62 |
81 |
106 |
168 |
270 |
568 |
568 |
|
9 |
61 |
81 |
105 |
166 |
269 |
567 |
567 |
|
10 |
61 |
81 |
104 |
165 |
267 |
566 |
566 |
|
11 |
60 |
81 |
104 |
164 |
266 |
564 |
564 |
|
12 |
59 |
80 |
102 |
163 |
265 |
563 |
563 |
|
13 |
58 |
80 |
101 |
162 |
264 |
562 |
562 |
|
14 |
57 |
79 |
100 |
160 |
263 |
561 |
561 |
|
15 |
57 |
78 |
99 |
160 |
262 |
560 |
560 |
|
16 |
56 |
77 |
98 |
159 |
261 |
559 |
559 |
|
17 |
55 |
77 |
98 |
158 |
260 |
558 |
558 |
|
18 |
54 |
76 |
97 |
158 |
260 |
558 |
558 |
|
19 |
54 |
75 |
97 |
157 |
259 |
557 |
557 |
|
20 |
54 |
75 |
96 |
157 |
259 |
557 |
557 |
|
21 |
53 |
74 |
95 |
156 |
258 |
556 |
556 |
|
22 |
52 |
74 |
95 |
155 |
257 |
556 |
556 |
|
23 |
52 |
73 |
94 |
155 |
257 |
555 |
555 |
|
24 |
51 |
72 |
93 |
154 |
256 |
554 |
554 |
|
25 |
50 |
71 |
92 |
153 |
255 |
553 |
553 |
|
26 |
49 |
71 |
92 |
152 |
254 |
552 |
552 |
|
27 |
48 |
70 |
91 |
151 |
253 |
552 |
552 |
|
28 |
48 |
69 |
90 |
151 |
253 |
551 |
551 |
|
29 |
47 |
68 |
89 |
150 |
252 |
550 |
550 |
|
30 |
46 |
67 |
88 |
149 |
251 |
549 |
549 |
2.7.
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
19 |
42 |
111 |
224 |
522 |
1 222 |
|
2 |
6 |
19 |
42 |
111 |
224 |
522 |
986 |
|
3 |
7 |
21 |
43 |
106 |
220 |
518 |
804 |
|
4 |
8 |
23 |
46 |
108 |
219 |
517 |
665 |
|
5 |
9 |
26 |
51 |
111 |
219 |
517 |
558 |
|
6 |
10 |
28 |
54 |
116 |
219 |
517 |
517 |
|
7 |
12 |
30 |
56 |
118 |
219 |
517 |
517 |
|
8 |
12 |
31 |
56 |
117 |
219 |
517 |
517 |
|
9 |
12 |
31 |
56 |
117 |
219 |
517 |
517 |
|
10 |
12 |
33 |
56 |
117 |
219 |
517 |
517 |
|
11 |
13 |
34 |
56 |
117 |
219 |
517 |
517 |
|
12 |
13 |
35 |
56 |
117 |
219 |
517 |
517 |
|
13 |
14 |
35 |
56 |
117 |
219 |
517 |
517 |
|
14 |
14 |
35 |
56 |
117 |
219 |
517 |
517 |
|
15 |
14 |
35 |
56 |
117 |
219 |
517 |
517 |
|
16 |
14 |
35 |
56 |
117 |
219 |
517 |
517 |
|
17 |
14 |
35 |
56 |
117 |
219 |
517 |
517 |
|
18 |
14 |
35 |
56 |
117 |
219 |
517 |
517 |
|
19 |
14 |
35 |
56 |
117 |
219 |
517 |
517 |
|
20 |
15 |
35 |
56 |
117 |
219 |
517 |
517 |
|
21 |
16 |
35 |
56 |
117 |
219 |
517 |
517 |
|
22 |
17 |
35 |
56 |
117 |
219 |
517 |
517 |
|
23 |
18 |
35 |
56 |
117 |
219 |
517 |
517 |
|
24 |
18 |
35 |
56 |
117 |
219 |
517 |
517 |
|
25 |
19 |
35 |
56 |
117 |
219 |
517 |
517 |
|
26 |
19 |
36 |
56 |
117 |
219 |
517 |
517 |
|
27 |
20 |
36 |
57 |
117 |
219 |
517 |
517 |
|
28 |
20 |
36 |
57 |
117 |
219 |
517 |
517 |
|
29 |
21 |
36 |
57 |
117 |
219 |
517 |
517 |
|
30 |
23 |
36 |
57 |
117 |
219 |
517 |
517 |
2.8.
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
24 |
53 |
142 |
242 |
541 |
1 258 |
|
2 |
8 |
24 |
53 |
142 |
242 |
541 |
1 013 |
|
3 |
9 |
26 |
52 |
129 |
239 |
537 |
823 |
|
4 |
10 |
28 |
55 |
121 |
237 |
535 |
679 |
|
5 |
12 |
30 |
56 |
111 |
236 |
534 |
569 |
|
6 |
14 |
33 |
59 |
104 |
235 |
533 |
533 |
|
7 |
16 |
36 |
60 |
98 |
234 |
532 |
532 |
|
8 |
17 |
38 |
59 |
92 |
233 |
531 |
531 |
|
9 |
20 |
44 |
62 |
86 |
232 |
530 |
530 |
|
10 |
19 |
44 |
60 |
84 |
231 |
529 |
529 |
|
11 |
19 |
43 |
59 |
84 |
230 |
528 |
528 |
|
12 |
18 |
43 |
60 |
86 |
229 |
528 |
528 |
|
13 |
18 |
43 |
60 |
86 |
229 |
527 |
527 |
|
14 |
18 |
43 |
60 |
86 |
228 |
526 |
526 |
|
15 |
18 |
43 |
60 |
86 |
227 |
525 |
525 |
|
16 |
19 |
43 |
60 |
86 |
226 |
524 |
524 |
|
17 |
19 |
43 |
60 |
86 |
225 |
523 |
523 |
|
18 |
19 |
43 |
60 |
86 |
225 |
523 |
523 |
|
19 |
19 |
43 |
60 |
86 |
224 |
523 |
523 |
|
20 |
19 |
43 |
60 |
86 |
225 |
523 |
523 |
|
21 |
19 |
43 |
60 |
86 |
225 |
523 |
523 |
|
22 |
19 |
43 |
60 |
86 |
225 |
523 |
523 |
|
23 |
19 |
43 |
60 |
86 |
224 |
522 |
522 |
|
24 |
19 |
43 |
60 |
86 |
223 |
521 |
521 |
|
25 |
19 |
43 |
60 |
86 |
223 |
521 |
521 |
|
26 |
19 |
43 |
60 |
86 |
222 |
520 |
520 |
|
27 |
20 |
43 |
60 |
86 |
222 |
520 |
520 |
|
28 |
21 |
43 |
60 |
86 |
221 |
519 |
519 |
|
29 |
21 |
43 |
60 |
86 |
221 |
519 |
519 |
|
30 |
23 |
43 |
60 |
86 |
220 |
518 |
518 |
2.9.
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
84 |
97 |
120 |
190 |
302 |
600 |
1 311 |
|
2 |
83 |
96 |
119 |
188 |
301 |
599 |
1 060 |
|
3 |
83 |
97 |
119 |
181 |
296 |
594 |
866 |
|
4 |
82 |
97 |
120 |
182 |
293 |
591 |
717 |
|
5 |
81 |
97 |
122 |
183 |
291 |
589 |
603 |
|
6 |
80 |
98 |
124 |
186 |
289 |
587 |
587 |
|
7 |
79 |
97 |
123 |
186 |
287 |
585 |
585 |
|
8 |
77 |
96 |
121 |
183 |
284 |
583 |
583 |
|
9 |
75 |
95 |
119 |
180 |
283 |
581 |
581 |
|
10 |
74 |
95 |
118 |
179 |
281 |
579 |
579 |
|
11 |
74 |
94 |
117 |
178 |
280 |
578 |
578 |
|
12 |
72 |
94 |
116 |
176 |
278 |
576 |
576 |
|
13 |
71 |
93 |
114 |
175 |
277 |
575 |
575 |
|
14 |
70 |
92 |
113 |
173 |
275 |
573 |
573 |
|
15 |
69 |
90 |
111 |
172 |
274 |
572 |
572 |
|
16 |
68 |
89 |
110 |
171 |
273 |
571 |
571 |
|
17 |
67 |
88 |
109 |
170 |
272 |
570 |
570 |
|
18 |
66 |
87 |
108 |
169 |
271 |
569 |
569 |
|
19 |
65 |
87 |
108 |
168 |
270 |
568 |
568 |
|
20 |
64 |
86 |
107 |
167 |
269 |
568 |
568 |
|
21 |
63 |
85 |
106 |
166 |
268 |
567 |
567 |
|
22 |
62 |
84 |
105 |
165 |
268 |
566 |
566 |
|
23 |
61 |
83 |
104 |
164 |
266 |
565 |
565 |
|
24 |
60 |
82 |
103 |
163 |
265 |
564 |
564 |
|
25 |
59 |
81 |
102 |
162 |
264 |
562 |
562 |
|
26 |
58 |
80 |
101 |
161 |
263 |
561 |
561 |
|
27 |
57 |
79 |
100 |
160 |
262 |
560 |
560 |
|
28 |
56 |
78 |
98 |
159 |
261 |
559 |
559 |
|
29 |
55 |
76 |
97 |
158 |
260 |
558 |
558 |
|
30 |
54 |
75 |
96 |
157 |
259 |
557 |
557 |
2.10.
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
57 |
70 |
93 |
162 |
275 |
573 |
1 322 |
|
2 |
56 |
69 |
92 |
162 |
274 |
572 |
1 065 |
|
3 |
56 |
70 |
93 |
155 |
270 |
568 |
867 |
|
4 |
57 |
72 |
95 |
157 |
268 |
566 |
716 |
|
5 |
57 |
73 |
98 |
158 |
266 |
564 |
600 |
|
6 |
56 |
73 |
100 |
161 |
265 |
563 |
563 |
|
7 |
56 |
74 |
100 |
163 |
263 |
562 |
562 |
|
8 |
55 |
74 |
99 |
160 |
262 |
560 |
560 |
|
9 |
53 |
73 |
97 |
158 |
261 |
559 |
559 |
|
10 |
53 |
73 |
97 |
157 |
260 |
558 |
558 |
|
11 |
53 |
73 |
96 |
157 |
259 |
557 |
557 |
|
12 |
52 |
73 |
95 |
156 |
258 |
556 |
556 |
|
13 |
52 |
73 |
95 |
155 |
257 |
555 |
555 |
|
14 |
52 |
73 |
94 |
155 |
257 |
555 |
555 |
|
15 |
51 |
73 |
94 |
154 |
256 |
554 |
554 |
|
16 |
50 |
72 |
93 |
153 |
255 |
553 |
553 |
|
17 |
50 |
71 |
92 |
153 |
255 |
553 |
553 |
|
18 |
49 |
71 |
92 |
152 |
254 |
552 |
552 |
|
19 |
49 |
70 |
91 |
152 |
254 |
552 |
552 |
|
20 |
49 |
70 |
91 |
152 |
254 |
552 |
552 |
|
21 |
48 |
70 |
91 |
151 |
253 |
552 |
552 |
|
22 |
48 |
69 |
90 |
151 |
253 |
551 |
551 |
|
23 |
47 |
69 |
90 |
150 |
252 |
551 |
551 |
|
24 |
47 |
68 |
89 |
150 |
252 |
550 |
550 |
|
25 |
46 |
68 |
89 |
149 |
251 |
549 |
549 |
|
26 |
45 |
67 |
88 |
148 |
250 |
549 |
549 |
|
27 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
28 |
44 |
65 |
86 |
147 |
249 |
547 |
547 |
|
29 |
43 |
65 |
86 |
146 |
248 |
547 |
547 |
|
30 |
43 |
64 |
85 |
146 |
248 |
546 |
546 |
2.11.
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
44 |
68 |
137 |
249 |
548 |
1 271 |
|
2 |
32 |
45 |
68 |
138 |
250 |
548 |
1 020 |
|
3 |
33 |
47 |
69 |
131 |
246 |
544 |
830 |
|
4 |
33 |
48 |
71 |
133 |
244 |
542 |
686 |
|
5 |
34 |
50 |
75 |
135 |
243 |
541 |
576 |
|
6 |
34 |
51 |
77 |
139 |
243 |
541 |
541 |
|
7 |
34 |
53 |
79 |
141 |
242 |
540 |
540 |
|
8 |
33 |
52 |
78 |
139 |
241 |
539 |
539 |
|
9 |
33 |
53 |
77 |
138 |
240 |
538 |
538 |
|
10 |
33 |
53 |
77 |
137 |
239 |
538 |
538 |
|
11 |
33 |
54 |
76 |
137 |
239 |
537 |
537 |
|
12 |
32 |
54 |
76 |
136 |
238 |
536 |
536 |
|
13 |
32 |
54 |
75 |
135 |
237 |
536 |
536 |
|
14 |
32 |
53 |
74 |
135 |
237 |
535 |
535 |
|
15 |
31 |
53 |
74 |
134 |
236 |
534 |
534 |
|
16 |
30 |
52 |
73 |
133 |
236 |
534 |
534 |
|
17 |
30 |
52 |
73 |
133 |
235 |
533 |
533 |
|
18 |
30 |
51 |
72 |
133 |
235 |
533 |
533 |
|
19 |
30 |
51 |
72 |
133 |
235 |
533 |
533 |
|
20 |
30 |
51 |
72 |
133 |
235 |
533 |
533 |
|
21 |
30 |
51 |
72 |
133 |
235 |
533 |
533 |
|
22 |
30 |
51 |
72 |
133 |
235 |
533 |
533 |
|
23 |
30 |
51 |
72 |
133 |
235 |
533 |
533 |
|
24 |
29 |
51 |
72 |
132 |
234 |
533 |
533 |
|
25 |
29 |
51 |
72 |
132 |
234 |
532 |
532 |
|
26 |
29 |
50 |
71 |
132 |
234 |
532 |
532 |
|
27 |
29 |
50 |
71 |
132 |
234 |
532 |
532 |
|
28 |
28 |
50 |
71 |
131 |
233 |
531 |
531 |
|
29 |
28 |
49 |
70 |
131 |
233 |
531 |
531 |
|
30 |
28 |
49 |
70 |
131 |
233 |
531 |
531 |
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 |
24 |
94 |
206 |
504 |
1 214 |
|
2 |
1 |
5 |
25 |
95 |
207 |
505 |
976 |
|
3 |
2 |
5 |
27 |
89 |
204 |
502 |
795 |
|
4 |
2 |
7 |
29 |
92 |
203 |
501 |
657 |
|
5 |
4 |
9 |
34 |
95 |
203 |
501 |
552 |
|
6 |
4 |
11 |
38 |
99 |
203 |
501 |
501 |
|
7 |
5 |
14 |
40 |
102 |
203 |
501 |
501 |
|
8 |
7 |
14 |
39 |
101 |
203 |
501 |
501 |
|
9 |
7 |
15 |
39 |
100 |
203 |
501 |
501 |
|
10 |
8 |
16 |
40 |
100 |
203 |
501 |
501 |
|
11 |
9 |
18 |
41 |
101 |
204 |
502 |
502 |
|
12 |
9 |
18 |
40 |
100 |
202 |
500 |
500 |
|
13 |
10 |
19 |
41 |
101 |
203 |
501 |
501 |
|
14 |
11 |
19 |
40 |
101 |
203 |
501 |
501 |
|
15 |
12 |
18 |
39 |
100 |
202 |
500 |
500 |
|
16 |
13 |
17 |
38 |
99 |
201 |
499 |
499 |
|
17 |
13 |
17 |
38 |
99 |
201 |
499 |
499 |
|
18 |
14 |
17 |
38 |
99 |
201 |
499 |
499 |
|
19 |
14 |
18 |
39 |
99 |
201 |
499 |
499 |
|
20 |
15 |
18 |
39 |
100 |
202 |
500 |
500 |
|
21 |
16 |
19 |
39 |
100 |
202 |
500 |
500 |
|
22 |
17 |
20 |
39 |
100 |
202 |
500 |
500 |
|
23 |
18 |
21 |
39 |
100 |
202 |
500 |
500 |
|
24 |
18 |
21 |
39 |
100 |
202 |
500 |
500 |
|
25 |
19 |
22 |
39 |
100 |
202 |
500 |
500 |
|
26 |
19 |
22 |
39 |
99 |
201 |
500 |
500 |
|
27 |
20 |
23 |
39 |
99 |
201 |
500 |
500 |
|
28 |
20 |
25 |
40 |
99 |
201 |
499 |
499 |
|
29 |
21 |
25 |
41 |
99 |
201 |
499 |
499 |
|
30 |
22 |
26 |
42 |
99 |
201 |
499 |
499 |
2.13.
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
45 |
58 |
81 |
151 |
263 |
561 |
1 251 |
|
2 |
45 |
58 |
81 |
151 |
263 |
561 |
1 014 |
|
3 |
46 |
60 |
82 |
145 |
259 |
557 |
828 |
|
4 |
47 |
62 |
84 |
146 |
258 |
556 |
685 |
|
5 |
47 |
63 |
88 |
149 |
257 |
555 |
575 |
|
6 |
47 |
65 |
91 |
153 |
256 |
554 |
554 |
|
7 |
48 |
66 |
92 |
154 |
255 |
553 |
553 |
|
8 |
47 |
66 |
91 |
152 |
254 |
552 |
552 |
|
9 |
46 |
66 |
90 |
151 |
253 |
551 |
551 |
|
10 |
46 |
66 |
89 |
150 |
252 |
551 |
551 |
|
11 |
46 |
66 |
89 |
150 |
252 |
550 |
550 |
|
12 |
45 |
66 |
88 |
149 |
251 |
549 |
549 |
|
13 |
45 |
66 |
88 |
148 |
250 |
548 |
548 |
|
14 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
15 |
44 |
66 |
87 |
147 |
249 |
547 |
547 |
|
16 |
43 |
65 |
86 |
146 |
248 |
546 |
546 |
|
17 |
43 |
64 |
85 |
146 |
248 |
546 |
546 |
|
18 |
42 |
64 |
85 |
145 |
247 |
545 |
545 |
|
19 |
42 |
63 |
84 |
145 |
247 |
545 |
545 |
|
20 |
42 |
63 |
84 |
145 |
247 |
545 |
545 |
|
21 |
41 |
63 |
84 |
144 |
246 |
545 |
545 |
|
22 |
41 |
62 |
83 |
144 |
246 |
544 |
544 |
|
23 |
40 |
62 |
83 |
143 |
245 |
544 |
544 |
|
24 |
40 |
61 |
82 |
143 |
245 |
543 |
543 |
|
25 |
39 |
61 |
82 |
142 |
244 |
542 |
542 |
|
26 |
38 |
60 |
81 |
141 |
243 |
542 |
542 |
|
27 |
38 |
59 |
80 |
141 |
243 |
541 |
541 |
|
28 |
37 |
58 |
79 |
140 |
242 |
540 |
540 |
|
29 |
36 |
58 |
79 |
139 |
241 |
539 |
539 |
|
30 |
35 |
57 |
78 |
138 |
240 |
539 |
539 |
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 |
18 |
31 |
54 |
123 |
236 |
534 |
1 234 |
|
2 |
21 |
34 |
57 |
127 |
239 |
537 |
991 |
|
3 |
25 |
39 |
62 |
124 |
239 |
537 |
808 |
|
4 |
29 |
44 |
67 |
129 |
240 |
538 |
669 |
|
5 |
32 |
48 |
73 |
133 |
241 |
539 |
562 |
|
6 |
31 |
48 |
74 |
136 |
239 |
538 |
538 |
|
7 |
35 |
54 |
80 |
142 |
243 |
541 |
541 |
|
8 |
34 |
53 |
78 |
140 |
242 |
540 |
540 |
|
9 |
35 |
55 |
79 |
140 |
242 |
541 |
541 |
|
10 |
37 |
57 |
81 |
141 |
244 |
542 |
542 |
|
11 |
39 |
59 |
82 |
143 |
245 |
543 |
543 |
|
12 |
40 |
61 |
83 |
143 |
245 |
543 |
543 |
|
13 |
40 |
62 |
83 |
144 |
246 |
544 |
544 |
|
14 |
41 |
62 |
83 |
144 |
246 |
544 |
544 |
|
15 |
41 |
62 |
83 |
144 |
246 |
544 |
544 |
|
16 |
41 |
62 |
83 |
144 |
246 |
544 |
544 |
|
17 |
41 |
62 |
83 |
144 |
246 |
544 |
544 |
|
18 |
40 |
62 |
83 |
143 |
245 |
543 |
543 |
|
19 |
40 |
61 |
82 |
143 |
245 |
543 |
543 |
|
20 |
40 |
61 |
82 |
143 |
245 |
543 |
543 |
|
21 |
40 |
61 |
82 |
143 |
245 |
543 |
543 |
|
22 |
40 |
61 |
82 |
143 |
245 |
543 |
543 |
|
23 |
39 |
61 |
82 |
142 |
244 |
542 |
542 |
|
24 |
39 |
60 |
81 |
142 |
244 |
542 |
542 |
|
25 |
38 |
60 |
81 |
141 |
243 |
542 |
542 |
|
26 |
38 |
59 |
80 |
141 |
243 |
541 |
541 |
|
27 |
37 |
59 |
80 |
140 |
242 |
541 |
541 |
|
28 |
37 |
58 |
79 |
140 |
242 |
540 |
540 |
|
29 |
36 |
58 |
79 |
139 |
241 |
540 |
540 |
|
30 |
36 |
57 |
78 |
139 |
241 |
539 |
539 |
2.15.
Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit qualitystep 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
18 |
31 |
54 |
123 |
236 |
534 |
1 275 |
|
2 |
19 |
32 |
55 |
124 |
237 |
535 |
1 023 |
|
3 |
21 |
35 |
57 |
120 |
234 |
532 |
832 |
|
4 |
22 |
38 |
60 |
122 |
234 |
532 |
687 |
|
5 |
24 |
40 |
65 |
126 |
234 |
532 |
576 |
|
6 |
25 |
42 |
69 |
130 |
234 |
532 |
532 |
|
7 |
26 |
44 |
70 |
133 |
233 |
532 |
532 |
|
8 |
26 |
45 |
70 |
132 |
233 |
532 |
532 |
|
9 |
26 |
46 |
70 |
131 |
233 |
532 |
532 |
|
10 |
27 |
47 |
71 |
131 |
234 |
532 |
532 |
|
11 |
28 |
48 |
71 |
132 |
234 |
532 |
532 |
|
12 |
28 |
49 |
71 |
132 |
234 |
532 |
532 |
|
13 |
28 |
50 |
71 |
132 |
234 |
532 |
532 |
|
14 |
29 |
50 |
71 |
132 |
234 |
532 |
532 |
|
15 |
29 |
50 |
71 |
132 |
234 |
532 |
532 |
|
16 |
28 |
50 |
71 |
131 |
234 |
532 |
532 |
|
17 |
28 |
50 |
71 |
132 |
234 |
532 |
532 |
|
18 |
28 |
50 |
71 |
131 |
234 |
532 |
532 |
|
19 |
28 |
50 |
71 |
131 |
233 |
532 |
532 |
|
20 |
28 |
50 |
71 |
132 |
234 |
532 |
532 |
|
21 |
28 |
50 |
71 |
131 |
234 |
532 |
532 |
|
22 |
28 |
50 |
71 |
131 |
233 |
531 |
531 |
|
23 |
28 |
49 |
70 |
131 |
233 |
531 |
531 |
|
24 |
27 |
49 |
70 |
130 |
232 |
530 |
530 |
|
25 |
27 |
48 |
69 |
130 |
232 |
530 |
530 |
|
26 |
26 |
48 |
69 |
129 |
231 |
530 |
530 |
|
27 |
26 |
47 |
68 |
129 |
231 |
529 |
529 |
|
28 |
25 |
47 |
68 |
128 |
231 |
529 |
529 |
|
29 |
25 |
47 |
67 |
128 |
230 |
528 |
528 |
|
30 |
25 |
46 |
67 |
128 |
230 |
528 |
528 |
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 |
51 |
63 |
87 |
156 |
268 |
567 |
1 366 |
|
2 |
54 |
66 |
90 |
159 |
272 |
570 |
1 093 |
|
3 |
58 |
72 |
94 |
156 |
271 |
569 |
887 |
|
4 |
60 |
75 |
98 |
160 |
271 |
569 |
731 |
|
5 |
62 |
78 |
103 |
164 |
272 |
570 |
612 |
|
6 |
64 |
81 |
107 |
169 |
272 |
571 |
571 |
|
7 |
65 |
83 |
109 |
172 |
272 |
570 |
570 |
|
8 |
65 |
84 |
109 |
170 |
272 |
570 |
570 |
|
9 |
65 |
84 |
109 |
170 |
272 |
570 |
570 |
|
10 |
65 |
86 |
109 |
170 |
272 |
570 |
570 |
|
11 |
66 |
86 |
109 |
170 |
272 |
570 |
570 |
|
12 |
66 |
87 |
109 |
169 |
271 |
569 |
569 |
|
13 |
65 |
87 |
108 |
168 |
270 |
569 |
569 |
|
14 |
65 |
86 |
107 |
168 |
270 |
568 |
568 |
|
15 |
64 |
85 |
106 |
167 |
269 |
567 |
567 |
|
16 |
63 |
85 |
106 |
166 |
268 |
566 |
566 |
|
17 |
62 |
84 |
105 |
166 |
268 |
566 |
566 |
|
18 |
62 |
83 |
104 |
165 |
267 |
565 |
565 |
|
19 |
61 |
83 |
104 |
164 |
266 |
565 |
565 |
|
20 |
61 |
82 |
103 |
164 |
266 |
564 |
564 |
|
21 |
60 |
81 |
102 |
163 |
265 |
563 |
563 |
|
22 |
59 |
81 |
102 |
162 |
264 |
562 |
562 |
|
23 |
58 |
80 |
101 |
161 |
263 |
562 |
562 |
|
24 |
57 |
79 |
100 |
160 |
262 |
561 |
561 |
|
25 |
56 |
78 |
99 |
159 |
262 |
560 |
560 |
|
26 |
55 |
77 |
98 |
158 |
261 |
559 |
559 |
|
27 |
55 |
76 |
97 |
158 |
260 |
558 |
558 |
|
28 |
54 |
75 |
96 |
157 |
259 |
557 |
557 |
|
29 |
53 |
74 |
95 |
156 |
258 |
556 |
556 |
|
30 |
52 |
73 |
94 |
155 |
257 |
555 |
555 |
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 |
94 |
117 |
187 |
299 |
597 |
1 384 |
|
2 |
86 |
99 |
122 |
192 |
304 |
602 |
1 114 |
|
3 |
89 |
103 |
125 |
187 |
302 |
600 |
909 |
|
4 |
90 |
105 |
128 |
190 |
301 |
599 |
753 |
|
5 |
93 |
110 |
135 |
195 |
303 |
601 |
632 |
|
6 |
95 |
113 |
139 |
201 |
304 |
602 |
602 |
|
7 |
97 |
116 |
142 |
204 |
305 |
603 |
603 |
|
8 |
98 |
117 |
143 |
204 |
306 |
604 |
604 |
|
9 |
100 |
119 |
144 |
204 |
307 |
605 |
605 |
|
10 |
100 |
121 |
144 |
205 |
307 |
605 |
605 |
|
11 |
101 |
121 |
144 |
205 |
307 |
605 |
605 |
|
12 |
100 |
121 |
143 |
204 |
306 |
604 |
604 |
|
13 |
100 |
121 |
142 |
203 |
305 |
603 |
603 |
|
14 |
98 |
120 |
141 |
201 |
303 |
602 |
602 |
|
15 |
97 |
119 |
140 |
200 |
302 |
600 |
600 |
|
16 |
96 |
117 |
138 |
199 |
301 |
599 |
599 |
|
17 |
94 |
116 |
137 |
197 |
299 |
598 |
598 |
|
18 |
93 |
115 |
136 |
196 |
298 |
596 |
596 |
|
19 |
92 |
113 |
134 |
195 |
297 |
595 |
595 |
|
20 |
90 |
112 |
133 |
193 |
296 |
594 |
594 |
|
21 |
89 |
110 |
131 |
192 |
294 |
592 |
592 |
|
22 |
87 |
109 |
130 |
190 |
293 |
591 |
591 |
|
23 |
86 |
107 |
128 |
189 |
291 |
589 |
589 |
|
24 |
84 |
106 |
127 |
187 |
289 |
587 |
587 |
|
25 |
82 |
104 |
125 |
185 |
288 |
586 |
586 |
|
26 |
81 |
102 |
123 |
184 |
286 |
584 |
584 |
|
27 |
79 |
101 |
122 |
182 |
284 |
582 |
582 |
|
28 |
78 |
99 |
120 |
181 |
283 |
581 |
581 |
|
29 |
76 |
98 |
118 |
179 |
281 |
579 |
579 |
|
30 |
74 |
96 |
117 |
177 |
280 |
578 |
578 |
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 |
11 |
24 |
48 |
117 |
229 |
527 |
1 254 |
|
2 |
14 |
27 |
50 |
120 |
232 |
530 |
1 013 |
|
3 |
18 |
32 |
54 |
116 |
231 |
529 |
825 |
|
4 |
20 |
36 |
58 |
120 |
232 |
530 |
681 |
|
5 |
23 |
39 |
64 |
125 |
233 |
531 |
571 |
|
6 |
24 |
42 |
68 |
130 |
233 |
531 |
531 |
|
7 |
26 |
44 |
70 |
133 |
233 |
531 |
531 |
|
8 |
26 |
45 |
70 |
132 |
233 |
531 |
531 |
|
9 |
26 |
46 |
70 |
131 |
233 |
531 |
531 |
|
10 |
27 |
47 |
70 |
131 |
233 |
531 |
531 |
|
11 |
27 |
48 |
70 |
131 |
233 |
531 |
531 |
|
12 |
27 |
48 |
70 |
131 |
233 |
531 |
531 |
|
13 |
27 |
48 |
70 |
130 |
232 |
530 |
530 |
|
14 |
26 |
48 |
69 |
129 |
232 |
530 |
530 |
|
15 |
26 |
47 |
68 |
129 |
231 |
529 |
529 |
|
16 |
25 |
47 |
68 |
128 |
230 |
528 |
528 |
|
17 |
25 |
46 |
67 |
128 |
230 |
528 |
528 |
|
18 |
25 |
46 |
67 |
128 |
230 |
528 |
528 |
|
19 |
24 |
46 |
67 |
127 |
230 |
528 |
528 |
|
20 |
25 |
46 |
67 |
128 |
230 |
528 |
528 |
|
21 |
25 |
46 |
67 |
128 |
230 |
528 |
528 |
|
22 |
25 |
46 |
67 |
128 |
230 |
528 |
528 |
|
23 |
25 |
46 |
67 |
128 |
230 |
528 |
528 |
|
24 |
25 |
46 |
67 |
128 |
230 |
528 |
528 |
|
25 |
24 |
46 |
67 |
127 |
229 |
528 |
528 |
|
26 |
24 |
46 |
67 |
127 |
229 |
527 |
527 |
|
27 |
24 |
46 |
66 |
127 |
229 |
527 |
527 |
|
28 |
24 |
45 |
66 |
127 |
229 |
527 |
527 |
|
29 |
24 |
45 |
66 |
127 |
229 |
527 |
527 |
|
30 |
23 |
45 |
66 |
126 |
228 |
527 |
527 |
2.19.
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
95 |
108 |
131 |
201 |
313 |
611 |
1 314 |
|
2 |
96 |
109 |
132 |
202 |
314 |
612 |
1 060 |
|
3 |
97 |
111 |
134 |
196 |
311 |
609 |
867 |
|
4 |
99 |
114 |
137 |
199 |
310 |
608 |
719 |
|
5 |
100 |
117 |
142 |
202 |
310 |
608 |
608 |
|
6 |
101 |
118 |
145 |
206 |
310 |
608 |
608 |
|
7 |
102 |
120 |
146 |
209 |
309 |
607 |
607 |
|
8 |
102 |
121 |
146 |
207 |
309 |
607 |
607 |
|
9 |
101 |
121 |
145 |
206 |
308 |
606 |
606 |
|
10 |
100 |
121 |
144 |
205 |
307 |
605 |
605 |
|
11 |
99 |
120 |
143 |
203 |
305 |
604 |
604 |
|
12 |
98 |
119 |
141 |
202 |
304 |
602 |
602 |
|
13 |
97 |
118 |
139 |
200 |
302 |
600 |
600 |
|
14 |
95 |
117 |
138 |
198 |
300 |
598 |
598 |
|
15 |
93 |
115 |
136 |
196 |
298 |
597 |
597 |
|
16 |
91 |
113 |
134 |
194 |
297 |
595 |
595 |
|
17 |
90 |
111 |
132 |
193 |
295 |
593 |
593 |
|
18 |
88 |
110 |
131 |
191 |
294 |
592 |
592 |
|
19 |
87 |
109 |
130 |
190 |
292 |
590 |
590 |
|
20 |
86 |
108 |
129 |
189 |
291 |
589 |
589 |
|
21 |
85 |
107 |
128 |
188 |
290 |
588 |
588 |
|
22 |
84 |
105 |
126 |
187 |
289 |
587 |
587 |
|
23 |
83 |
104 |
125 |
186 |
288 |
586 |
586 |
|
24 |
81 |
103 |
124 |
184 |
287 |
585 |
585 |
|
25 |
80 |
102 |
123 |
183 |
285 |
583 |
583 |
|
26 |
79 |
101 |
121 |
182 |
284 |
582 |
582 |
|
27 |
78 |
99 |
120 |
181 |
283 |
581 |
581 |
|
28 |
77 |
98 |
119 |
180 |
282 |
580 |
580 |
|
29 |
76 |
97 |
118 |
178 |
281 |
579 |
579 |
|
30 |
74 |
96 |
117 |
177 |
279 |
578 |
578 |
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 |
315 |
328 |
352 |
421 |
533 |
831 |
1 392 |
|
2 |
86 |
99 |
122 |
191 |
304 |
602 |
1 120 |
|
3 |
89 |
103 |
125 |
188 |
303 |
601 |
910 |
|
4 |
93 |
108 |
130 |
192 |
304 |
602 |
750 |
|
5 |
95 |
111 |
136 |
197 |
305 |
603 |
629 |
|
6 |
97 |
114 |
140 |
202 |
305 |
603 |
603 |
|
7 |
98 |
117 |
143 |
205 |
306 |
604 |
604 |
|
8 |
99 |
118 |
143 |
205 |
306 |
605 |
605 |
|
9 |
99 |
119 |
143 |
204 |
307 |
605 |
605 |
|
10 |
100 |
120 |
144 |
204 |
307 |
605 |
605 |
|
11 |
100 |
121 |
144 |
204 |
306 |
605 |
605 |
|
12 |
101 |
122 |
144 |
205 |
307 |
605 |
605 |
|
13 |
102 |
123 |
144 |
205 |
307 |
605 |
605 |
|
14 |
102 |
124 |
145 |
205 |
307 |
606 |
606 |
|
15 |
103 |
125 |
146 |
206 |
308 |
606 |
606 |
|
16 |
104 |
126 |
147 |
207 |
309 |
607 |
607 |
|
17 |
105 |
126 |
148 |
208 |
310 |
608 |
608 |
|
18 |
106 |
127 |
148 |
209 |
311 |
609 |
609 |
|
19 |
107 |
128 |
149 |
210 |
312 |
610 |
610 |
|
20 |
107 |
129 |
150 |
210 |
312 |
610 |
610 |
|
21 |
107 |
129 |
150 |
210 |
312 |
611 |
611 |
|
22 |
107 |
128 |
149 |
210 |
312 |
610 |
610 |
|
23 |
106 |
128 |
149 |
209 |
311 |
609 |
609 |
|
24 |
105 |
127 |
148 |
208 |
310 |
609 |
609 |
|
25 |
104 |
126 |
147 |
207 |
309 |
607 |
607 |
|
26 |
103 |
124 |
145 |
206 |
308 |
606 |
606 |
|
27 |
102 |
123 |
144 |
205 |
307 |
605 |
605 |
|
28 |
100 |
122 |
143 |
203 |
305 |
603 |
603 |
|
29 |
99 |
120 |
141 |
202 |
304 |
602 |
602 |
|
30 |
97 |
119 |
140 |
200 |
302 |
600 |
600 |
2.21.
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
12 |
35 |
105 |
217 |
515 |
1 238 |
|
2 |
1 |
12 |
35 |
105 |
217 |
515 |
992 |
|
3 |
2 |
14 |
36 |
99 |
213 |
511 |
806 |
|
4 |
2 |
16 |
38 |
100 |
212 |
510 |
666 |
|
5 |
4 |
17 |
42 |
103 |
211 |
509 |
558 |
|
6 |
4 |
19 |
45 |
107 |
210 |
508 |
508 |
|
7 |
5 |
20 |
46 |
109 |
209 |
507 |
507 |
|
8 |
7 |
20 |
45 |
107 |
208 |
507 |
507 |
|
9 |
7 |
20 |
44 |
105 |
207 |
506 |
506 |
|
10 |
8 |
21 |
44 |
105 |
207 |
505 |
505 |
|
11 |
9 |
22 |
44 |
105 |
207 |
505 |
505 |
|
12 |
9 |
22 |
44 |
105 |
207 |
505 |
505 |
|
13 |
10 |
23 |
44 |
105 |
207 |
505 |
505 |
|
14 |
11 |
24 |
45 |
105 |
207 |
505 |
505 |
|
15 |
12 |
24 |
45 |
105 |
207 |
506 |
506 |
|
16 |
13 |
24 |
45 |
105 |
208 |
506 |
506 |
|
17 |
13 |
24 |
46 |
106 |
208 |
506 |
506 |
|
18 |
14 |
25 |
46 |
107 |
209 |
507 |
507 |
|
19 |
15 |
26 |
47 |
107 |
209 |
507 |
507 |
|
20 |
15 |
27 |
48 |
108 |
210 |
508 |
508 |
|
21 |
16 |
27 |
48 |
109 |
211 |
509 |
509 |
|
22 |
17 |
28 |
49 |
110 |
212 |
510 |
510 |
|
23 |
18 |
29 |
50 |
110 |
212 |
510 |
510 |
|
24 |
18 |
29 |
50 |
111 |
213 |
511 |
511 |
|
25 |
19 |
29 |
50 |
111 |
213 |
511 |
511 |
|
26 |
19 |
30 |
51 |
111 |
213 |
511 |
511 |
|
27 |
20 |
30 |
51 |
112 |
214 |
512 |
512 |
|
28 |
21 |
30 |
51 |
112 |
214 |
512 |
512 |
|
29 |
22 |
31 |
51 |
112 |
214 |
512 |
512 |
|
30 |
23 |
31 |
52 |
112 |
214 |
512 |
512 |
2.22.
New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
51 |
64 |
87 |
157 |
269 |
567 |
1 279 |
|
2 |
52 |
65 |
88 |
158 |
270 |
568 |
1 031 |
|
3 |
53 |
67 |
89 |
152 |
267 |
564 |
839 |
|
4 |
54 |
69 |
92 |
154 |
265 |
563 |
693 |
|
5 |
54 |
71 |
96 |
156 |
264 |
562 |
581 |
|
6 |
55 |
72 |
99 |
160 |
264 |
562 |
562 |
|
7 |
55 |
73 |
99 |
162 |
262 |
560 |
560 |
|
8 |
55 |
73 |
99 |
160 |
262 |
560 |
560 |
|
9 |
54 |
74 |
98 |
159 |
261 |
559 |
559 |
|
10 |
53 |
74 |
97 |
158 |
260 |
558 |
558 |
|
11 |
53 |
73 |
96 |
157 |
259 |
557 |
557 |
|
12 |
52 |
73 |
95 |
155 |
257 |
555 |
555 |
|
13 |
51 |
72 |
93 |
154 |
256 |
554 |
554 |
|
14 |
49 |
71 |
92 |
152 |
255 |
553 |
553 |
|
15 |
48 |
70 |
91 |
151 |
253 |
551 |
551 |
|
16 |
47 |
68 |
89 |
150 |
252 |
550 |
550 |
|
17 |
46 |
67 |
88 |
149 |
251 |
549 |
549 |
|
18 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
19 |
44 |
66 |
87 |
147 |
249 |
547 |
547 |
|
20 |
44 |
65 |
86 |
147 |
249 |
547 |
547 |
|
21 |
43 |
65 |
86 |
146 |
248 |
546 |
546 |
|
22 |
42 |
64 |
85 |
146 |
248 |
546 |
546 |
|
23 |
42 |
63 |
84 |
145 |
247 |
545 |
545 |
|
24 |
41 |
63 |
84 |
144 |
246 |
544 |
544 |
|
25 |
40 |
62 |
83 |
143 |
246 |
544 |
544 |
|
26 |
40 |
61 |
82 |
143 |
245 |
543 |
543 |
|
27 |
39 |
61 |
82 |
142 |
244 |
542 |
542 |
|
28 |
38 |
60 |
81 |
141 |
244 |
542 |
542 |
|
29 |
38 |
59 |
80 |
141 |
243 |
541 |
541 |
|
30 |
37 |
59 |
80 |
140 |
242 |
540 |
540 |
2.23.
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
114 |
127 |
151 |
220 |
332 |
630 |
1 330 |
|
2 |
116 |
129 |
152 |
222 |
334 |
632 |
1 075 |
|
3 |
119 |
133 |
155 |
217 |
332 |
630 |
878 |
|
4 |
121 |
136 |
159 |
221 |
332 |
630 |
728 |
|
5 |
123 |
139 |
164 |
225 |
333 |
631 |
631 |
|
6 |
125 |
142 |
168 |
230 |
333 |
631 |
631 |
|
7 |
126 |
144 |
170 |
232 |
333 |
631 |
631 |
|
8 |
125 |
144 |
170 |
231 |
333 |
631 |
631 |
|
9 |
125 |
145 |
169 |
230 |
332 |
631 |
631 |
|
10 |
125 |
146 |
169 |
230 |
332 |
630 |
630 |
|
11 |
125 |
146 |
168 |
229 |
331 |
629 |
629 |
|
12 |
124 |
145 |
167 |
227 |
330 |
628 |
628 |
|
13 |
123 |
144 |
165 |
226 |
328 |
626 |
626 |
|
14 |
121 |
143 |
164 |
224 |
326 |
624 |
624 |
|
15 |
119 |
141 |
162 |
222 |
324 |
623 |
623 |
|
16 |
117 |
139 |
160 |
220 |
322 |
620 |
620 |
|
17 |
115 |
137 |
158 |
218 |
320 |
618 |
618 |
|
18 |
113 |
135 |
156 |
216 |
318 |
616 |
616 |
|
19 |
111 |
133 |
154 |
214 |
316 |
614 |
614 |
|
20 |
110 |
131 |
152 |
213 |
315 |
613 |
613 |
|
21 |
108 |
129 |
150 |
211 |
313 |
611 |
611 |
|
22 |
106 |
128 |
149 |
209 |
311 |
609 |
609 |
|
23 |
104 |
126 |
147 |
207 |
309 |
607 |
607 |
|
24 |
102 |
124 |
145 |
205 |
307 |
606 |
606 |
|
25 |
100 |
122 |
143 |
203 |
306 |
604 |
604 |
|
26 |
99 |
120 |
141 |
202 |
304 |
602 |
602 |
|
27 |
97 |
118 |
139 |
200 |
302 |
600 |
600 |
|
28 |
95 |
117 |
138 |
198 |
300 |
598 |
598 |
|
29 |
93 |
115 |
136 |
196 |
298 |
597 |
597 |
|
30 |
92 |
113 |
134 |
195 |
297 |
595 |
595 |
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 |
166 |
179 |
203 |
272 |
384 |
682 |
1 469 |
|
2 |
176 |
189 |
212 |
282 |
394 |
692 |
1 166 |
|
3 |
182 |
196 |
218 |
281 |
395 |
693 |
944 |
|
4 |
185 |
200 |
223 |
285 |
396 |
694 |
778 |
|
5 |
187 |
203 |
228 |
288 |
396 |
694 |
694 |
|
6 |
187 |
204 |
230 |
292 |
395 |
693 |
693 |
|
7 |
187 |
205 |
231 |
294 |
394 |
692 |
692 |
|
8 |
186 |
205 |
230 |
291 |
393 |
691 |
691 |
|
9 |
185 |
204 |
229 |
290 |
392 |
690 |
690 |
|
10 |
184 |
204 |
228 |
289 |
391 |
689 |
689 |
|
11 |
183 |
204 |
226 |
287 |
389 |
687 |
687 |
|
12 |
181 |
202 |
224 |
285 |
387 |
685 |
685 |
|
13 |
179 |
200 |
221 |
282 |
384 |
682 |
682 |
|
14 |
176 |
198 |
219 |
279 |
381 |
679 |
679 |
|
15 |
173 |
195 |
216 |
276 |
378 |
676 |
676 |
|
16 |
170 |
192 |
213 |
273 |
375 |
673 |
673 |
|
17 |
167 |
189 |
210 |
270 |
372 |
670 |
670 |
|
18 |
164 |
186 |
207 |
267 |
369 |
668 |
668 |
|
19 |
161 |
183 |
204 |
264 |
366 |
665 |
665 |
|
20 |
158 |
180 |
201 |
261 |
364 |
662 |
662 |
|
21 |
155 |
177 |
198 |
258 |
361 |
659 |
659 |
|
22 |
152 |
174 |
195 |
255 |
357 |
656 |
656 |
|
23 |
149 |
171 |
192 |
252 |
354 |
653 |
653 |
|
24 |
146 |
168 |
189 |
249 |
351 |
649 |
649 |
|
25 |
143 |
165 |
186 |
246 |
348 |
646 |
646 |
|
26 |
140 |
162 |
183 |
243 |
345 |
643 |
643 |
|
27 |
137 |
159 |
180 |
240 |
342 |
641 |
641 |
|
28 |
134 |
156 |
177 |
237 |
340 |
638 |
638 |
|
29 |
132 |
153 |
174 |
235 |
337 |
635 |
635 |
|
30 |
129 |
151 |
172 |
232 |
334 |
632 |
632 |
2.25.
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
32 |
45 |
69 |
138 |
250 |
549 |
1 267 |
|
2 |
33 |
46 |
69 |
139 |
251 |
549 |
1 016 |
|
3 |
35 |
49 |
71 |
133 |
248 |
546 |
827 |
|
4 |
36 |
51 |
73 |
135 |
247 |
545 |
683 |
|
5 |
37 |
53 |
78 |
138 |
246 |
544 |
574 |
|
6 |
37 |
54 |
81 |
142 |
246 |
544 |
544 |
|
7 |
37 |
56 |
82 |
144 |
245 |
543 |
543 |
|
8 |
36 |
55 |
81 |
142 |
244 |
542 |
542 |
|
9 |
36 |
55 |
80 |
141 |
243 |
541 |
541 |
|
10 |
36 |
56 |
79 |
140 |
242 |
540 |
540 |
|
11 |
36 |
56 |
79 |
139 |
242 |
540 |
540 |
|
12 |
35 |
56 |
78 |
139 |
241 |
539 |
539 |
|
13 |
35 |
57 |
78 |
138 |
240 |
539 |
539 |
|
14 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
15 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
16 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
17 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
18 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
19 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
20 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
21 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
22 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
23 |
35 |
56 |
77 |
138 |
240 |
538 |
538 |
|
24 |
34 |
56 |
77 |
137 |
239 |
538 |
538 |
|
25 |
34 |
55 |
76 |
137 |
239 |
537 |
537 |
|
26 |
34 |
55 |
76 |
137 |
239 |
537 |
537 |
|
27 |
33 |
55 |
76 |
136 |
238 |
537 |
537 |
|
28 |
33 |
54 |
75 |
136 |
238 |
536 |
536 |
|
29 |
33 |
54 |
75 |
136 |
238 |
536 |
536 |
|
30 |
32 |
54 |
75 |
135 |
237 |
535 |
535 |
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 |
29 |
42 |
66 |
135 |
247 |
546 |
1 266 |
|
2 |
31 |
44 |
67 |
137 |
249 |
547 |
1 022 |
|
3 |
34 |
48 |
70 |
133 |
247 |
545 |
834 |
|
4 |
36 |
51 |
74 |
136 |
247 |
545 |
691 |
|
5 |
38 |
55 |
80 |
140 |
248 |
546 |
581 |
|
6 |
40 |
57 |
83 |
145 |
248 |
547 |
547 |
|
7 |
41 |
60 |
86 |
148 |
249 |
547 |
547 |
|
8 |
42 |
60 |
86 |
147 |
249 |
547 |
547 |
|
9 |
42 |
62 |
86 |
147 |
249 |
547 |
547 |
|
10 |
43 |
63 |
87 |
147 |
249 |
548 |
548 |
|
11 |
44 |
65 |
87 |
148 |
250 |
548 |
548 |
|
12 |
44 |
66 |
87 |
148 |
250 |
548 |
548 |
|
13 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
14 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
15 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
16 |
44 |
66 |
87 |
147 |
250 |
548 |
548 |
|
17 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
18 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
19 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
20 |
45 |
67 |
88 |
148 |
250 |
548 |
548 |
|
21 |
45 |
67 |
88 |
148 |
250 |
548 |
548 |
|
22 |
45 |
67 |
88 |
148 |
250 |
548 |
548 |
|
23 |
45 |
66 |
87 |
148 |
250 |
548 |
548 |
|
24 |
44 |
66 |
87 |
147 |
249 |
548 |
548 |
|
25 |
44 |
65 |
86 |
147 |
249 |
547 |
547 |
|
26 |
43 |
65 |
86 |
146 |
249 |
547 |
547 |
|
27 |
43 |
64 |
85 |
146 |
248 |
546 |
546 |
|
28 |
42 |
64 |
85 |
145 |
247 |
546 |
546 |
|
29 |
42 |
63 |
84 |
145 |
247 |
545 |
545 |
|
30 |
41 |
63 |
84 |
144 |
246 |
544 |
544 |
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 tep 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
127 |
140 |
163 |
232 |
345 |
643 |
1 493 |
|
2 |
126 |
139 |
162 |
231 |
344 |
642 |
1 182 |
|
3 |
126 |
140 |
162 |
225 |
339 |
637 |
955 |
|
4 |
126 |
141 |
164 |
226 |
337 |
636 |
786 |
|
5 |
127 |
143 |
168 |
229 |
337 |
635 |
657 |
|
6 |
127 |
144 |
170 |
232 |
335 |
633 |
633 |
|
7 |
127 |
145 |
171 |
233 |
334 |
632 |
632 |
|
8 |
126 |
145 |
170 |
232 |
333 |
632 |
632 |
|
9 |
125 |
145 |
169 |
230 |
332 |
630 |
630 |
|
10 |
125 |
145 |
169 |
229 |
332 |
630 |
630 |
|
11 |
125 |
146 |
168 |
229 |
331 |
629 |
629 |
|
12 |
124 |
145 |
167 |
228 |
330 |
628 |
628 |
|
13 |
123 |
145 |
166 |
226 |
329 |
627 |
627 |
|
14 |
122 |
144 |
165 |
225 |
327 |
625 |
625 |
|
15 |
120 |
142 |
163 |
223 |
325 |
623 |
623 |
|
16 |
118 |
140 |
161 |
221 |
323 |
621 |
621 |
|
17 |
116 |
137 |
158 |
219 |
321 |
619 |
619 |
|
18 |
113 |
135 |
156 |
217 |
319 |
617 |
617 |
|
19 |
111 |
133 |
154 |
214 |
317 |
615 |
615 |
|
20 |
109 |
131 |
152 |
212 |
314 |
613 |
613 |
|
21 |
107 |
129 |
150 |
210 |
312 |
610 |
610 |
|
22 |
105 |
126 |
147 |
208 |
310 |
608 |
608 |
|
23 |
103 |
124 |
145 |
206 |
308 |
606 |
606 |
|
24 |
100 |
122 |
143 |
204 |
306 |
604 |
604 |
|
25 |
98 |
120 |
141 |
201 |
303 |
602 |
602 |
|
26 |
96 |
118 |
139 |
199 |
301 |
599 |
599 |
|
27 |
94 |
116 |
137 |
197 |
299 |
597 |
597 |
|
28 |
92 |
114 |
134 |
195 |
297 |
595 |
595 |
|
29 |
90 |
112 |
132 |
193 |
295 |
593 |
593 |
|
30 |
88 |
110 |
131 |
191 |
293 |
591 |
591 |
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 |
13 |
36 |
106 |
218 |
516 |
1 255 |
|
2 |
2 |
15 |
38 |
108 |
220 |
518 |
1 012 |
|
3 |
5 |
19 |
41 |
104 |
218 |
516 |
824 |
|
4 |
7 |
22 |
45 |
107 |
218 |
516 |
681 |
|
5 |
9 |
26 |
51 |
111 |
219 |
517 |
572 |
|
6 |
11 |
28 |
54 |
116 |
219 |
518 |
518 |
|
7 |
12 |
31 |
57 |
119 |
220 |
518 |
518 |
|
8 |
12 |
31 |
56 |
118 |
220 |
518 |
518 |
|
9 |
12 |
32 |
56 |
117 |
220 |
518 |
518 |
|
10 |
13 |
33 |
57 |
117 |
219 |
518 |
518 |
|
11 |
13 |
34 |
57 |
117 |
219 |
517 |
517 |
|
12 |
13 |
34 |
56 |
117 |
219 |
517 |
517 |
|
13 |
13 |
35 |
56 |
117 |
219 |
517 |
517 |
|
14 |
13 |
35 |
56 |
116 |
218 |
517 |
517 |
|
15 |
13 |
35 |
56 |
116 |
218 |
516 |
516 |
|
16 |
13 |
34 |
55 |
116 |
218 |
516 |
516 |
|
17 |
13 |
34 |
55 |
116 |
218 |
516 |
516 |
|
18 |
14 |
34 |
55 |
116 |
218 |
516 |
516 |
|
19 |
15 |
34 |
55 |
116 |
218 |
516 |
516 |
|
20 |
15 |
35 |
56 |
116 |
219 |
517 |
517 |
|
21 |
17 |
35 |
56 |
117 |
219 |
517 |
517 |
|
22 |
17 |
36 |
57 |
117 |
219 |
517 |
517 |
|
23 |
18 |
36 |
57 |
117 |
219 |
518 |
518 |
|
24 |
19 |
36 |
57 |
118 |
220 |
518 |
518 |
|
25 |
19 |
36 |
57 |
118 |
220 |
518 |
518 |
|
26 |
20 |
36 |
57 |
118 |
220 |
518 |
518 |
|
27 |
20 |
36 |
57 |
118 |
220 |
518 |
518 |
|
28 |
21 |
36 |
57 |
118 |
220 |
518 |
518 |
|
29 |
22 |
36 |
57 |
118 |
220 |
518 |
518 |
|
30 |
23 |
36 |
57 |
118 |
220 |
518 |
518 |
2.29.
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
36 |
49 |
72 |
141 |
254 |
552 |
1 266 |
|
2 |
36 |
49 |
72 |
142 |
254 |
552 |
1 020 |
|
3 |
36 |
50 |
73 |
135 |
250 |
548 |
830 |
|
4 |
37 |
52 |
74 |
136 |
248 |
546 |
686 |
|
5 |
37 |
53 |
78 |
139 |
247 |
545 |
575 |
|
6 |
39 |
56 |
83 |
144 |
248 |
546 |
546 |
|
7 |
37 |
55 |
81 |
144 |
244 |
542 |
542 |
|
8 |
40 |
59 |
84 |
146 |
247 |
546 |
546 |
|
9 |
39 |
59 |
83 |
144 |
246 |
545 |
545 |
|
10 |
35 |
55 |
78 |
139 |
241 |
539 |
539 |
|
11 |
31 |
52 |
74 |
135 |
237 |
535 |
535 |
|
12 |
28 |
49 |
71 |
132 |
234 |
532 |
532 |
|
13 |
26 |
47 |
69 |
129 |
231 |
529 |
529 |
|
14 |
24 |
46 |
67 |
127 |
229 |
528 |
528 |
|
15 |
23 |
44 |
65 |
126 |
228 |
526 |
526 |
|
16 |
21 |
43 |
64 |
124 |
227 |
525 |
525 |
|
17 |
21 |
42 |
63 |
124 |
226 |
524 |
524 |
|
18 |
20 |
42 |
63 |
123 |
225 |
523 |
523 |
|
19 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
20 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
21 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
22 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
23 |
20 |
41 |
62 |
123 |
225 |
523 |
523 |
|
24 |
19 |
41 |
62 |
122 |
225 |
523 |
523 |
|
25 |
19 |
41 |
62 |
122 |
224 |
523 |
523 |
|
26 |
20 |
41 |
62 |
122 |
224 |
522 |
522 |
|
27 |
20 |
41 |
61 |
122 |
224 |
522 |
522 |
|
28 |
21 |
40 |
61 |
122 |
224 |
522 |
522 |
|
29 |
22 |
40 |
61 |
122 |
224 |
522 |
522 |
|
30 |
23 |
40 |
61 |
122 |
224 |
522 |
522 |
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 |
208 |
221 |
244 |
314 |
426 |
724 |
1 706 |
|
2 |
205 |
218 |
241 |
311 |
423 |
721 |
1 395 |
|
3 |
202 |
216 |
238 |
300 |
415 |
713 |
1 144 |
|
4 |
198 |
213 |
236 |
298 |
409 |
708 |
949 |
|
5 |
195 |
211 |
236 |
296 |
404 |
703 |
796 |
|
6 |
191 |
208 |
235 |
296 |
400 |
698 |
698 |
|
7 |
188 |
206 |
232 |
294 |
395 |
693 |
693 |
|
8 |
183 |
202 |
228 |
289 |
391 |
689 |
689 |
|
9 |
179 |
199 |
223 |
284 |
387 |
685 |
685 |
|
10 |
176 |
196 |
219 |
280 |
382 |
680 |
680 |
|
11 |
172 |
193 |
215 |
276 |
378 |
676 |
676 |
|
12 |
168 |
189 |
211 |
272 |
374 |
672 |
672 |
|
13 |
165 |
186 |
207 |
268 |
370 |
668 |
668 |
|
14 |
161 |
182 |
203 |
264 |
366 |
664 |
664 |
|
15 |
157 |
179 |
200 |
260 |
362 |
660 |
660 |
|
16 |
154 |
175 |
196 |
257 |
359 |
657 |
657 |
|
17 |
150 |
172 |
193 |
253 |
355 |
654 |
654 |
|
18 |
147 |
169 |
190 |
250 |
352 |
650 |
650 |
|
19 |
144 |
166 |
187 |
247 |
349 |
647 |
647 |
|
20 |
141 |
163 |
184 |
244 |
346 |
645 |
645 |
|
21 |
138 |
160 |
181 |
241 |
344 |
642 |
642 |
|
22 |
136 |
157 |
178 |
239 |
341 |
639 |
639 |
|
23 |
133 |
154 |
175 |
236 |
338 |
636 |
636 |
|
24 |
130 |
151 |
172 |
233 |
335 |
633 |
633 |
|
25 |
127 |
149 |
170 |
230 |
332 |
630 |
630 |
|
26 |
125 |
146 |
167 |
228 |
330 |
628 |
628 |
|
27 |
122 |
143 |
164 |
225 |
327 |
625 |
625 |
|
28 |
120 |
141 |
162 |
223 |
325 |
623 |
623 |
|
29 |
117 |
139 |
160 |
220 |
322 |
620 |
620 |
|
30 |
115 |
136 |
157 |
218 |
320 |
618 |
618 |
2.31.
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
9 |
25 |
48 |
102 |
234 |
532 |
1 263 |
|
2 |
9 |
25 |
48 |
102 |
234 |
532 |
1 019 |
|
3 |
10 |
28 |
50 |
97 |
232 |
530 |
829 |
|
4 |
12 |
33 |
54 |
95 |
233 |
531 |
684 |
|
5 |
16 |
38 |
59 |
98 |
234 |
532 |
573 |
|
6 |
18 |
42 |
63 |
95 |
234 |
532 |
532 |
|
7 |
19 |
44 |
63 |
90 |
235 |
533 |
533 |
|
8 |
18 |
43 |
62 |
89 |
235 |
533 |
533 |
|
9 |
19 |
45 |
64 |
93 |
235 |
533 |
533 |
|
10 |
21 |
48 |
67 |
96 |
235 |
533 |
533 |
|
11 |
22 |
50 |
68 |
99 |
235 |
533 |
533 |
|
12 |
24 |
52 |
70 |
100 |
235 |
533 |
533 |
|
13 |
26 |
54 |
70 |
100 |
235 |
533 |
533 |
|
14 |
26 |
54 |
71 |
100 |
235 |
533 |
533 |
|
15 |
26 |
55 |
71 |
101 |
235 |
533 |
533 |
|
16 |
26 |
55 |
71 |
101 |
234 |
532 |
532 |
|
17 |
26 |
55 |
71 |
101 |
234 |
533 |
533 |
|
18 |
26 |
55 |
71 |
101 |
234 |
532 |
532 |
|
19 |
26 |
55 |
71 |
101 |
234 |
533 |
533 |
|
20 |
26 |
55 |
71 |
101 |
235 |
533 |
533 |
|
21 |
26 |
55 |
71 |
101 |
235 |
533 |
533 |
|
22 |
26 |
55 |
71 |
101 |
235 |
533 |
533 |
|
23 |
26 |
55 |
71 |
101 |
235 |
533 |
533 |
|
24 |
26 |
55 |
71 |
101 |
235 |
533 |
533 |
|
25 |
26 |
55 |
71 |
101 |
234 |
533 |
533 |
|
26 |
26 |
55 |
71 |
101 |
234 |
532 |
532 |
|
27 |
26 |
55 |
71 |
101 |
234 |
532 |
532 |
|
28 |
26 |
55 |
71 |
101 |
234 |
532 |
532 |
|
29 |
26 |
55 |
71 |
101 |
233 |
532 |
532 |
|
30 |
26 |
55 |
71 |
101 |
233 |
531 |
531 |
2.32.
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
15 |
85 |
197 |
495 |
1 223 |
|
2 |
1 |
5 |
14 |
83 |
196 |
494 |
980 |
|
3 |
2 |
5 |
14 |
76 |
191 |
489 |
796 |
|
4 |
2 |
6 |
15 |
77 |
189 |
487 |
657 |
|
5 |
4 |
6 |
19 |
80 |
188 |
486 |
552 |
|
6 |
4 |
7 |
22 |
84 |
187 |
485 |
485 |
|
7 |
5 |
9 |
24 |
86 |
187 |
485 |
485 |
|
8 |
7 |
9 |
24 |
85 |
187 |
485 |
485 |
|
9 |
7 |
10 |
23 |
84 |
187 |
485 |
485 |
|
10 |
8 |
10 |
24 |
84 |
187 |
485 |
485 |
|
11 |
8 |
11 |
24 |
85 |
187 |
485 |
485 |
|
12 |
9 |
13 |
24 |
85 |
187 |
485 |
485 |
|
13 |
10 |
13 |
25 |
85 |
187 |
485 |
485 |
|
14 |
11 |
14 |
25 |
85 |
187 |
486 |
486 |
|
15 |
12 |
14 |
25 |
86 |
188 |
486 |
486 |
|
16 |
13 |
15 |
26 |
86 |
188 |
486 |
486 |
|
17 |
13 |
16 |
27 |
86 |
188 |
486 |
486 |
|
18 |
14 |
17 |
28 |
87 |
189 |
487 |
487 |
|
19 |
14 |
18 |
30 |
87 |
189 |
487 |
487 |
|
20 |
15 |
18 |
31 |
88 |
190 |
488 |
488 |
|
21 |
16 |
19 |
32 |
88 |
190 |
488 |
488 |
|
22 |
17 |
20 |
33 |
88 |
190 |
489 |
489 |
|
23 |
18 |
21 |
34 |
89 |
191 |
489 |
489 |
|
24 |
18 |
21 |
35 |
89 |
191 |
489 |
489 |
|
25 |
19 |
22 |
37 |
89 |
191 |
489 |
489 |
|
26 |
19 |
22 |
38 |
89 |
191 |
489 |
489 |
|
27 |
20 |
23 |
39 |
89 |
191 |
489 |
489 |
|
28 |
20 |
25 |
40 |
89 |
191 |
489 |
489 |
|
29 |
21 |
25 |
41 |
88 |
191 |
489 |
489 |
|
30 |
22 |
26 |
42 |
88 |
191 |
489 |
489 |
3.
Other exposures
3.1.
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
2 |
14 |
21 |
42 |
159 |
292 |
3 011 |
|
2 |
2 |
14 |
21 |
42 |
159 |
335 |
2 262 |
|
3 |
2 |
15 |
23 |
47 |
154 |
351 |
1 716 |
|
4 |
2 |
16 |
26 |
50 |
152 |
352 |
1 329 |
|
5 |
3 |
18 |
29 |
52 |
152 |
344 |
1 055 |
|
6 |
4 |
20 |
31 |
55 |
152 |
331 |
857 |
|
7 |
6 |
23 |
33 |
58 |
152 |
315 |
709 |
|
8 |
6 |
23 |
34 |
60 |
152 |
299 |
596 |
|
9 |
6 |
24 |
36 |
63 |
152 |
282 |
508 |
|
10 |
6 |
25 |
37 |
65 |
152 |
265 |
437 |
|
11 |
7 |
26 |
38 |
66 |
152 |
249 |
380 |
|
12 |
7 |
26 |
38 |
66 |
152 |
245 |
333 |
|
13 |
7 |
26 |
38 |
66 |
152 |
245 |
293 |
|
14 |
7 |
26 |
38 |
66 |
152 |
245 |
260 |
|
15 |
7 |
26 |
39 |
66 |
152 |
245 |
245 |
|
16 |
7 |
26 |
41 |
66 |
152 |
245 |
245 |
|
17 |
7 |
26 |
44 |
66 |
152 |
245 |
245 |
|
18 |
7 |
26 |
46 |
66 |
152 |
245 |
245 |
|
19 |
7 |
26 |
48 |
66 |
152 |
245 |
245 |
|
20 |
7 |
26 |
51 |
66 |
152 |
245 |
245 |
|
21 |
7 |
26 |
54 |
66 |
152 |
245 |
245 |
|
22 |
8 |
26 |
55 |
66 |
152 |
245 |
245 |
|
23 |
8 |
26 |
58 |
66 |
152 |
245 |
245 |
|
24 |
8 |
26 |
60 |
66 |
152 |
245 |
245 |
|
25 |
9 |
26 |
63 |
66 |
152 |
245 |
245 |
|
26 |
9 |
26 |
65 |
67 |
152 |
245 |
245 |
|
27 |
10 |
26 |
68 |
69 |
152 |
245 |
245 |
|
28 |
10 |
26 |
70 |
71 |
152 |
245 |
245 |
|
29 |
10 |
26 |
73 |
73 |
152 |
245 |
245 |
|
30 |
11 |
26 |
75 |
75 |
152 |
245 |
245 |
3.2.
Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
11 |
24 |
30 |
51 |
169 |
318 |
3 300 |
|
2 |
13 |
25 |
32 |
53 |
170 |
361 |
2 458 |
|
3 |
13 |
26 |
34 |
58 |
166 |
375 |
1 851 |
|
4 |
13 |
27 |
37 |
61 |
163 |
374 |
1 426 |
|
5 |
13 |
28 |
40 |
63 |
162 |
364 |
1 127 |
|
6 |
14 |
30 |
41 |
65 |
162 |
349 |
912 |
|
7 |
15 |
32 |
42 |
67 |
161 |
332 |
753 |
|
8 |
14 |
32 |
43 |
69 |
160 |
314 |
632 |
|
9 |
14 |
32 |
44 |
71 |
160 |
296 |
537 |
|
10 |
14 |
32 |
45 |
72 |
159 |
278 |
462 |
|
11 |
14 |
32 |
45 |
73 |
159 |
261 |
401 |
|
12 |
13 |
32 |
44 |
72 |
158 |
252 |
351 |
|
13 |
13 |
31 |
44 |
72 |
157 |
251 |
309 |
|
14 |
12 |
31 |
43 |
71 |
157 |
251 |
273 |
|
15 |
12 |
30 |
43 |
71 |
157 |
250 |
250 |
|
16 |
11 |
30 |
43 |
70 |
156 |
250 |
250 |
|
17 |
11 |
30 |
46 |
70 |
156 |
250 |
250 |
|
18 |
11 |
30 |
48 |
70 |
156 |
250 |
250 |
|
19 |
11 |
30 |
51 |
70 |
156 |
250 |
250 |
|
20 |
11 |
30 |
53 |
71 |
156 |
250 |
250 |
|
21 |
12 |
31 |
55 |
71 |
157 |
250 |
250 |
|
22 |
12 |
31 |
58 |
71 |
157 |
250 |
250 |
|
23 |
12 |
31 |
61 |
71 |
157 |
251 |
251 |
|
24 |
12 |
31 |
63 |
71 |
157 |
251 |
251 |
|
25 |
12 |
31 |
66 |
71 |
157 |
251 |
251 |
|
26 |
12 |
31 |
68 |
71 |
157 |
251 |
251 |
|
27 |
12 |
31 |
71 |
71 |
157 |
250 |
250 |
|
28 |
12 |
31 |
73 |
73 |
157 |
250 |
250 |
|
29 |
12 |
31 |
75 |
75 |
157 |
250 |
250 |
|
30 |
12 |
30 |
78 |
77 |
157 |
250 |
250 |
3.3.
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
2 |
14 |
21 |
42 |
159 |
292 |
3 010 |
|
2 |
2 |
14 |
21 |
42 |
159 |
335 |
2 262 |
|
3 |
2 |
15 |
23 |
47 |
154 |
351 |
1 715 |
|
4 |
2 |
15 |
26 |
50 |
152 |
352 |
1 329 |
|
5 |
3 |
17 |
29 |
52 |
152 |
344 |
1 055 |
|
6 |
4 |
20 |
31 |
55 |
152 |
331 |
856 |
|
7 |
5 |
22 |
33 |
57 |
152 |
315 |
709 |
|
8 |
6 |
23 |
34 |
60 |
152 |
299 |
596 |
|
9 |
6 |
24 |
36 |
63 |
152 |
282 |
508 |
|
10 |
6 |
25 |
37 |
65 |
152 |
265 |
437 |
|
11 |
7 |
25 |
38 |
66 |
152 |
249 |
380 |
|
12 |
7 |
25 |
38 |
66 |
152 |
245 |
333 |
|
13 |
7 |
26 |
38 |
66 |
152 |
245 |
293 |
|
14 |
7 |
26 |
38 |
66 |
152 |
245 |
260 |
|
15 |
7 |
26 |
39 |
66 |
152 |
245 |
245 |
|
16 |
7 |
26 |
41 |
66 |
152 |
245 |
245 |
|
17 |
7 |
26 |
44 |
66 |
152 |
245 |
245 |
|
18 |
7 |
26 |
46 |
66 |
152 |
245 |
245 |
|
19 |
7 |
26 |
48 |
66 |
152 |
245 |
245 |
|
20 |
7 |
26 |
51 |
66 |
152 |
245 |
245 |
|
21 |
7 |
26 |
54 |
66 |
152 |
245 |
245 |
|
22 |
8 |
26 |
55 |
66 |
152 |
245 |
245 |
|
23 |
8 |
26 |
58 |
66 |
152 |
245 |
245 |
|
24 |
8 |
26 |
60 |
66 |
152 |
245 |
245 |
|
25 |
9 |
26 |
63 |
66 |
152 |
245 |
245 |
|
26 |
9 |
26 |
65 |
67 |
152 |
245 |
245 |
|
27 |
10 |
26 |
68 |
69 |
152 |
245 |
245 |
|
28 |
10 |
26 |
70 |
71 |
152 |
245 |
245 |
|
29 |
10 |
26 |
73 |
73 |
152 |
245 |
245 |
|
30 |
11 |
26 |
75 |
75 |
152 |
245 |
245 |
3.4.
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
73 |
85 |
91 |
112 |
230 |
325 |
3 322 |
|
2 |
70 |
82 |
88 |
109 |
227 |
365 |
2 488 |
|
3 |
72 |
85 |
93 |
117 |
224 |
382 |
1 883 |
|
4 |
70 |
84 |
94 |
119 |
220 |
382 |
1 457 |
|
5 |
69 |
84 |
95 |
119 |
218 |
373 |
1 155 |
|
6 |
69 |
85 |
96 |
120 |
217 |
359 |
936 |
|
7 |
69 |
86 |
96 |
121 |
215 |
342 |
773 |
|
8 |
68 |
86 |
97 |
122 |
214 |
323 |
649 |
|
9 |
67 |
86 |
97 |
124 |
213 |
307 |
552 |
|
10 |
65 |
83 |
95 |
123 |
210 |
304 |
475 |
|
11 |
63 |
81 |
94 |
122 |
208 |
301 |
412 |
|
12 |
61 |
80 |
93 |
121 |
206 |
300 |
360 |
|
13 |
61 |
80 |
92 |
120 |
206 |
299 |
317 |
|
14 |
60 |
79 |
92 |
119 |
205 |
299 |
299 |
|
15 |
60 |
79 |
91 |
119 |
205 |
299 |
299 |
|
16 |
60 |
78 |
91 |
119 |
205 |
298 |
298 |
|
17 |
59 |
78 |
91 |
118 |
204 |
298 |
298 |
|
18 |
59 |
78 |
90 |
118 |
204 |
297 |
297 |
|
19 |
58 |
77 |
89 |
117 |
203 |
297 |
297 |
|
20 |
58 |
76 |
89 |
117 |
203 |
296 |
296 |
|
21 |
57 |
76 |
88 |
116 |
202 |
295 |
295 |
|
22 |
56 |
75 |
87 |
115 |
201 |
295 |
295 |
|
23 |
55 |
74 |
86 |
114 |
200 |
294 |
294 |
|
24 |
54 |
73 |
86 |
113 |
199 |
293 |
293 |
|
25 |
53 |
72 |
85 |
112 |
198 |
292 |
292 |
|
26 |
52 |
71 |
83 |
111 |
197 |
291 |
291 |
|
27 |
51 |
70 |
82 |
110 |
196 |
290 |
290 |
|
28 |
50 |
69 |
81 |
109 |
195 |
289 |
289 |
|
29 |
49 |
68 |
80 |
108 |
194 |
288 |
288 |
|
30 |
48 |
67 |
80 |
107 |
193 |
287 |
287 |
3.5.
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
18 |
25 |
46 |
163 |
298 |
3 075 |
|
2 |
8 |
20 |
26 |
48 |
165 |
340 |
2 298 |
|
3 |
8 |
21 |
30 |
53 |
161 |
356 |
1 742 |
|
4 |
9 |
23 |
33 |
58 |
159 |
356 |
1 350 |
|
5 |
10 |
25 |
36 |
60 |
159 |
348 |
1 071 |
|
6 |
11 |
27 |
39 |
63 |
159 |
335 |
869 |
|
7 |
13 |
30 |
40 |
65 |
159 |
319 |
719 |
|
8 |
12 |
30 |
41 |
67 |
159 |
302 |
604 |
|
9 |
12 |
31 |
42 |
69 |
158 |
285 |
515 |
|
10 |
12 |
31 |
43 |
71 |
158 |
268 |
443 |
|
11 |
13 |
31 |
44 |
72 |
158 |
252 |
385 |
|
12 |
13 |
31 |
44 |
72 |
158 |
251 |
337 |
|
13 |
13 |
31 |
44 |
72 |
158 |
251 |
298 |
|
14 |
13 |
31 |
44 |
72 |
158 |
251 |
264 |
|
15 |
13 |
32 |
44 |
72 |
158 |
251 |
251 |
|
16 |
13 |
31 |
44 |
72 |
157 |
251 |
251 |
|
17 |
13 |
32 |
44 |
72 |
158 |
251 |
251 |
|
18 |
13 |
32 |
47 |
72 |
158 |
251 |
251 |
|
19 |
13 |
32 |
50 |
72 |
158 |
252 |
252 |
|
20 |
14 |
32 |
51 |
73 |
159 |
252 |
252 |
|
21 |
14 |
33 |
54 |
73 |
159 |
253 |
253 |
|
22 |
14 |
33 |
57 |
73 |
159 |
253 |
253 |
|
23 |
14 |
33 |
59 |
74 |
159 |
253 |
253 |
|
24 |
14 |
33 |
62 |
74 |
159 |
253 |
253 |
|
25 |
14 |
33 |
64 |
74 |
159 |
253 |
253 |
|
26 |
14 |
33 |
67 |
74 |
159 |
253 |
253 |
|
27 |
14 |
33 |
69 |
73 |
159 |
253 |
253 |
|
28 |
14 |
33 |
72 |
73 |
159 |
253 |
253 |
|
29 |
14 |
33 |
74 |
73 |
159 |
253 |
253 |
|
30 |
14 |
33 |
77 |
75 |
159 |
253 |
253 |
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 |
42 |
55 |
61 |
82 |
200 |
295 |
3 025 |
|
2 |
46 |
58 |
65 |
86 |
203 |
335 |
2 265 |
|
3 |
50 |
63 |
71 |
95 |
202 |
352 |
1 718 |
|
4 |
52 |
66 |
76 |
100 |
202 |
353 |
1 334 |
|
5 |
54 |
68 |
80 |
103 |
203 |
346 |
1 062 |
|
6 |
55 |
71 |
82 |
106 |
203 |
334 |
864 |
|
7 |
56 |
73 |
84 |
108 |
202 |
319 |
717 |
|
8 |
55 |
73 |
84 |
110 |
202 |
303 |
604 |
|
9 |
55 |
73 |
85 |
112 |
201 |
294 |
516 |
|
10 |
54 |
73 |
85 |
112 |
199 |
293 |
445 |
|
11 |
53 |
72 |
84 |
112 |
198 |
292 |
388 |
|
12 |
52 |
71 |
83 |
111 |
197 |
290 |
340 |
|
13 |
51 |
69 |
82 |
110 |
196 |
289 |
300 |
|
14 |
50 |
68 |
81 |
109 |
195 |
288 |
288 |
|
15 |
49 |
67 |
80 |
108 |
194 |
287 |
287 |
|
16 |
48 |
67 |
79 |
107 |
193 |
286 |
286 |
|
17 |
47 |
66 |
78 |
106 |
192 |
286 |
286 |
|
18 |
47 |
65 |
78 |
106 |
192 |
285 |
285 |
|
19 |
46 |
65 |
77 |
105 |
191 |
285 |
285 |
|
20 |
46 |
64 |
77 |
105 |
191 |
284 |
284 |
|
21 |
45 |
64 |
76 |
104 |
190 |
284 |
284 |
|
22 |
44 |
63 |
76 |
104 |
189 |
283 |
283 |
|
23 |
44 |
62 |
75 |
103 |
189 |
282 |
282 |
|
24 |
43 |
62 |
74 |
102 |
188 |
281 |
281 |
|
25 |
42 |
61 |
73 |
101 |
187 |
281 |
281 |
|
26 |
41 |
60 |
72 |
100 |
186 |
280 |
280 |
|
27 |
40 |
59 |
72 |
100 |
185 |
279 |
279 |
|
28 |
40 |
58 |
72 |
99 |
185 |
278 |
278 |
|
29 |
39 |
58 |
74 |
98 |
184 |
277 |
277 |
|
30 |
38 |
57 |
77 |
97 |
183 |
277 |
277 |
3.7.
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
13 |
20 |
41 |
159 |
292 |
3 008 |
|
2 |
1 |
13 |
20 |
41 |
159 |
335 |
2 260 |
|
3 |
1 |
14 |
22 |
46 |
153 |
351 |
1 714 |
|
4 |
1 |
15 |
25 |
50 |
151 |
352 |
1 328 |
|
5 |
2 |
17 |
28 |
52 |
151 |
343 |
1 054 |
|
6 |
3 |
19 |
30 |
55 |
151 |
330 |
856 |
|
7 |
5 |
22 |
32 |
57 |
151 |
315 |
708 |
|
8 |
5 |
22 |
33 |
59 |
151 |
299 |
596 |
|
9 |
5 |
23 |
35 |
62 |
151 |
282 |
508 |
|
10 |
6 |
24 |
37 |
64 |
151 |
265 |
437 |
|
11 |
6 |
25 |
37 |
65 |
151 |
249 |
380 |
|
12 |
6 |
25 |
37 |
65 |
151 |
245 |
333 |
|
13 |
6 |
25 |
37 |
65 |
151 |
245 |
293 |
|
14 |
6 |
25 |
37 |
65 |
151 |
245 |
260 |
|
15 |
6 |
25 |
39 |
65 |
151 |
245 |
245 |
|
16 |
6 |
25 |
41 |
65 |
151 |
245 |
245 |
|
17 |
6 |
25 |
44 |
65 |
151 |
245 |
245 |
|
18 |
6 |
25 |
46 |
65 |
151 |
245 |
245 |
|
19 |
7 |
25 |
48 |
65 |
151 |
245 |
245 |
|
20 |
7 |
25 |
51 |
65 |
151 |
245 |
245 |
|
21 |
7 |
25 |
53 |
65 |
151 |
245 |
245 |
|
22 |
8 |
25 |
55 |
65 |
151 |
245 |
245 |
|
23 |
8 |
25 |
58 |
65 |
151 |
245 |
245 |
|
24 |
8 |
25 |
60 |
65 |
151 |
245 |
245 |
|
25 |
9 |
25 |
63 |
65 |
151 |
245 |
245 |
|
26 |
9 |
25 |
65 |
67 |
151 |
245 |
245 |
|
27 |
10 |
25 |
68 |
69 |
151 |
245 |
245 |
|
28 |
10 |
25 |
70 |
71 |
151 |
245 |
245 |
|
29 |
10 |
25 |
73 |
73 |
151 |
245 |
245 |
|
30 |
11 |
26 |
75 |
75 |
151 |
245 |
245 |
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 |
177 |
301 |
3 101 |
|
2 |
0 |
11 |
22 |
45 |
177 |
344 |
2 325 |
|
3 |
1 |
11 |
23 |
49 |
172 |
359 |
1 758 |
|
4 |
1 |
13 |
26 |
55 |
169 |
358 |
1 359 |
|
5 |
1 |
16 |
28 |
58 |
168 |
350 |
1 077 |
|
6 |
2 |
18 |
32 |
59 |
167 |
336 |
873 |
|
7 |
3 |
21 |
36 |
59 |
166 |
320 |
721 |
|
8 |
5 |
24 |
37 |
59 |
165 |
303 |
606 |
|
9 |
8 |
30 |
41 |
58 |
164 |
285 |
516 |
|
10 |
11 |
33 |
41 |
57 |
163 |
268 |
444 |
|
11 |
10 |
33 |
41 |
56 |
162 |
256 |
385 |
|
12 |
9 |
32 |
41 |
56 |
161 |
255 |
337 |
|
13 |
8 |
31 |
42 |
57 |
161 |
254 |
297 |
|
14 |
8 |
31 |
42 |
57 |
160 |
254 |
263 |
|
15 |
8 |
31 |
43 |
57 |
159 |
253 |
253 |
|
16 |
8 |
31 |
43 |
57 |
158 |
251 |
251 |
|
17 |
8 |
31 |
44 |
57 |
157 |
251 |
251 |
|
18 |
8 |
31 |
47 |
57 |
156 |
250 |
250 |
|
19 |
8 |
31 |
49 |
57 |
156 |
250 |
250 |
|
20 |
8 |
31 |
51 |
57 |
157 |
250 |
250 |
|
21 |
8 |
31 |
54 |
57 |
157 |
250 |
250 |
|
22 |
8 |
31 |
56 |
60 |
156 |
250 |
250 |
|
23 |
8 |
31 |
58 |
61 |
156 |
250 |
250 |
|
24 |
8 |
31 |
61 |
63 |
155 |
249 |
249 |
|
25 |
9 |
31 |
63 |
65 |
155 |
248 |
248 |
|
26 |
10 |
31 |
66 |
67 |
154 |
248 |
248 |
|
27 |
11 |
31 |
68 |
69 |
154 |
247 |
247 |
|
28 |
11 |
31 |
70 |
71 |
153 |
247 |
247 |
|
29 |
11 |
31 |
73 |
73 |
153 |
246 |
246 |
|
30 |
11 |
31 |
75 |
75 |
152 |
246 |
246 |
3.9.
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
80 |
92 |
98 |
120 |
237 |
332 |
3 238 |
|
2 |
78 |
91 |
97 |
118 |
236 |
359 |
2 441 |
|
3 |
77 |
90 |
98 |
122 |
229 |
377 |
1 856 |
|
4 |
75 |
89 |
99 |
123 |
225 |
379 |
1 439 |
|
5 |
73 |
88 |
100 |
123 |
223 |
370 |
1 143 |
|
6 |
73 |
89 |
100 |
124 |
221 |
357 |
928 |
|
7 |
72 |
89 |
100 |
124 |
219 |
340 |
768 |
|
8 |
70 |
88 |
99 |
125 |
216 |
322 |
645 |
|
9 |
69 |
87 |
98 |
126 |
214 |
308 |
549 |
|
10 |
68 |
86 |
99 |
126 |
213 |
307 |
472 |
|
11 |
66 |
85 |
98 |
126 |
212 |
305 |
410 |
|
12 |
65 |
84 |
96 |
124 |
210 |
304 |
359 |
|
13 |
64 |
82 |
95 |
123 |
209 |
302 |
316 |
|
14 |
62 |
81 |
94 |
121 |
207 |
301 |
301 |
|
15 |
61 |
80 |
92 |
120 |
206 |
300 |
300 |
|
16 |
60 |
79 |
91 |
119 |
205 |
298 |
298 |
|
17 |
59 |
78 |
90 |
118 |
204 |
297 |
297 |
|
18 |
58 |
77 |
89 |
117 |
203 |
297 |
297 |
|
19 |
57 |
76 |
88 |
116 |
202 |
296 |
296 |
|
20 |
56 |
75 |
88 |
116 |
201 |
295 |
295 |
|
21 |
55 |
74 |
87 |
115 |
200 |
294 |
294 |
|
22 |
55 |
73 |
86 |
114 |
199 |
293 |
293 |
|
23 |
53 |
72 |
85 |
113 |
198 |
292 |
292 |
|
24 |
52 |
71 |
84 |
112 |
197 |
291 |
291 |
|
25 |
51 |
70 |
83 |
110 |
196 |
290 |
290 |
|
26 |
50 |
69 |
81 |
109 |
195 |
289 |
289 |
|
27 |
49 |
68 |
80 |
108 |
194 |
288 |
288 |
|
28 |
48 |
67 |
79 |
107 |
193 |
287 |
287 |
|
29 |
47 |
66 |
78 |
106 |
192 |
286 |
286 |
|
30 |
46 |
65 |
79 |
105 |
191 |
285 |
285 |
3.10.
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
52 |
64 |
71 |
92 |
209 |
315 |
3 267 |
|
2 |
51 |
64 |
70 |
91 |
209 |
361 |
2 454 |
|
3 |
50 |
63 |
72 |
95 |
203 |
378 |
1 859 |
|
4 |
50 |
63 |
74 |
98 |
200 |
378 |
1 438 |
|
5 |
49 |
64 |
75 |
99 |
198 |
368 |
1 139 |
|
6 |
49 |
65 |
76 |
100 |
197 |
354 |
923 |
|
7 |
49 |
66 |
77 |
101 |
195 |
337 |
762 |
|
8 |
48 |
65 |
76 |
102 |
194 |
319 |
640 |
|
9 |
47 |
65 |
77 |
104 |
193 |
300 |
544 |
|
10 |
46 |
65 |
77 |
105 |
191 |
285 |
468 |
|
11 |
46 |
64 |
77 |
105 |
191 |
284 |
406 |
|
12 |
45 |
64 |
76 |
104 |
190 |
283 |
355 |
|
13 |
44 |
63 |
76 |
103 |
189 |
283 |
313 |
|
14 |
44 |
62 |
75 |
103 |
189 |
282 |
282 |
|
15 |
43 |
62 |
74 |
102 |
188 |
282 |
282 |
|
16 |
42 |
61 |
74 |
101 |
187 |
281 |
281 |
|
17 |
42 |
61 |
73 |
101 |
187 |
280 |
280 |
|
18 |
41 |
60 |
73 |
100 |
186 |
280 |
280 |
|
19 |
41 |
60 |
72 |
100 |
186 |
279 |
279 |
|
20 |
41 |
59 |
72 |
100 |
186 |
279 |
279 |
|
21 |
40 |
59 |
72 |
100 |
185 |
279 |
279 |
|
22 |
40 |
59 |
71 |
99 |
185 |
279 |
279 |
|
23 |
39 |
58 |
71 |
99 |
184 |
278 |
278 |
|
24 |
39 |
58 |
70 |
98 |
184 |
277 |
277 |
|
25 |
38 |
57 |
69 |
97 |
183 |
277 |
277 |
|
26 |
37 |
56 |
69 |
97 |
182 |
276 |
276 |
|
27 |
37 |
56 |
71 |
96 |
182 |
275 |
275 |
|
28 |
36 |
55 |
73 |
95 |
181 |
275 |
275 |
|
29 |
35 |
54 |
77 |
94 |
180 |
274 |
274 |
|
30 |
35 |
53 |
79 |
94 |
180 |
273 |
273 |
3.11.
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
27 |
39 |
46 |
67 |
184 |
304 |
3 135 |
|
2 |
28 |
40 |
46 |
68 |
185 |
346 |
2 343 |
|
3 |
27 |
40 |
48 |
72 |
179 |
362 |
1 774 |
|
4 |
26 |
40 |
50 |
74 |
176 |
362 |
1 374 |
|
5 |
26 |
41 |
52 |
76 |
175 |
354 |
1 090 |
|
6 |
27 |
43 |
54 |
78 |
174 |
340 |
885 |
|
7 |
27 |
44 |
55 |
79 |
174 |
324 |
731 |
|
8 |
27 |
44 |
55 |
81 |
173 |
307 |
614 |
|
9 |
26 |
44 |
56 |
83 |
172 |
289 |
523 |
|
10 |
26 |
45 |
57 |
85 |
171 |
272 |
450 |
|
11 |
26 |
44 |
57 |
85 |
171 |
264 |
391 |
|
12 |
25 |
44 |
56 |
84 |
170 |
264 |
342 |
|
13 |
24 |
43 |
56 |
84 |
169 |
263 |
301 |
|
14 |
24 |
43 |
55 |
83 |
169 |
262 |
267 |
|
15 |
23 |
42 |
55 |
82 |
168 |
262 |
262 |
|
16 |
23 |
41 |
54 |
82 |
167 |
261 |
261 |
|
17 |
22 |
41 |
54 |
81 |
167 |
261 |
261 |
|
18 |
22 |
41 |
53 |
81 |
167 |
261 |
261 |
|
19 |
22 |
41 |
53 |
81 |
167 |
260 |
260 |
|
20 |
22 |
41 |
53 |
81 |
167 |
260 |
260 |
|
21 |
22 |
41 |
54 |
81 |
167 |
260 |
260 |
|
22 |
22 |
41 |
57 |
81 |
167 |
260 |
260 |
|
23 |
22 |
40 |
59 |
81 |
167 |
260 |
260 |
|
24 |
21 |
40 |
62 |
81 |
166 |
260 |
260 |
|
25 |
21 |
40 |
64 |
80 |
166 |
260 |
260 |
|
26 |
21 |
40 |
67 |
80 |
166 |
259 |
259 |
|
27 |
21 |
39 |
69 |
80 |
166 |
259 |
259 |
|
28 |
20 |
39 |
72 |
79 |
165 |
259 |
259 |
|
29 |
20 |
39 |
74 |
79 |
165 |
259 |
259 |
|
30 |
20 |
38 |
77 |
79 |
165 |
258 |
258 |
3.12.
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
24 |
141 |
290 |
2 987 |
|
2 |
0 |
1 |
6 |
25 |
142 |
332 |
2 236 |
|
3 |
1 |
1 |
8 |
29 |
137 |
347 |
1 695 |
|
4 |
1 |
3 |
11 |
33 |
135 |
348 |
1 313 |
|
5 |
1 |
4 |
14 |
35 |
135 |
340 |
1 043 |
|
6 |
2 |
4 |
16 |
38 |
135 |
327 |
847 |
|
7 |
2 |
6 |
19 |
40 |
135 |
312 |
701 |
|
8 |
2 |
6 |
21 |
43 |
135 |
296 |
590 |
|
9 |
4 |
7 |
24 |
46 |
135 |
279 |
503 |
|
10 |
4 |
8 |
27 |
48 |
135 |
263 |
433 |
|
11 |
4 |
9 |
29 |
49 |
136 |
247 |
376 |
|
12 |
4 |
9 |
31 |
48 |
134 |
231 |
330 |
|
13 |
4 |
11 |
34 |
49 |
135 |
229 |
290 |
|
14 |
5 |
11 |
37 |
49 |
135 |
228 |
257 |
|
15 |
6 |
13 |
38 |
48 |
134 |
227 |
229 |
|
16 |
6 |
13 |
41 |
47 |
133 |
226 |
226 |
|
17 |
6 |
14 |
43 |
49 |
133 |
226 |
226 |
|
18 |
6 |
15 |
46 |
51 |
133 |
226 |
226 |
|
19 |
7 |
16 |
48 |
52 |
133 |
227 |
227 |
|
20 |
7 |
16 |
51 |
55 |
134 |
227 |
227 |
|
21 |
7 |
18 |
53 |
57 |
134 |
228 |
228 |
|
22 |
8 |
18 |
55 |
58 |
134 |
228 |
228 |
|
23 |
8 |
19 |
58 |
61 |
134 |
228 |
228 |
|
24 |
8 |
21 |
60 |
63 |
134 |
227 |
227 |
|
25 |
9 |
21 |
63 |
65 |
134 |
227 |
227 |
|
26 |
9 |
22 |
64 |
66 |
134 |
227 |
227 |
|
27 |
10 |
23 |
67 |
68 |
135 |
227 |
227 |
|
28 |
10 |
24 |
69 |
70 |
136 |
227 |
227 |
|
29 |
10 |
24 |
72 |
72 |
138 |
227 |
227 |
|
30 |
11 |
26 |
75 |
73 |
138 |
227 |
227 |
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 |
41 |
53 |
59 |
80 |
198 |
299 |
3 081 |
|
2 |
41 |
53 |
59 |
81 |
198 |
344 |
2 327 |
|
3 |
40 |
53 |
61 |
85 |
193 |
361 |
1 768 |
|
4 |
39 |
53 |
63 |
88 |
190 |
362 |
1 370 |
|
5 |
40 |
54 |
66 |
89 |
189 |
354 |
1 088 |
|
6 |
40 |
56 |
67 |
91 |
188 |
341 |
883 |
|
7 |
41 |
58 |
68 |
93 |
187 |
325 |
731 |
|
8 |
40 |
57 |
68 |
94 |
186 |
308 |
615 |
|
9 |
39 |
57 |
69 |
96 |
185 |
290 |
524 |
|
10 |
39 |
58 |
70 |
97 |
184 |
278 |
451 |
|
11 |
39 |
57 |
70 |
98 |
184 |
277 |
392 |
|
12 |
38 |
57 |
69 |
97 |
183 |
276 |
343 |
|
13 |
37 |
56 |
69 |
96 |
182 |
276 |
302 |
|
14 |
37 |
55 |
68 |
96 |
182 |
275 |
275 |
|
15 |
36 |
55 |
67 |
95 |
181 |
275 |
275 |
|
16 |
35 |
54 |
67 |
94 |
180 |
274 |
274 |
|
17 |
35 |
54 |
66 |
94 |
180 |
273 |
273 |
|
18 |
34 |
53 |
66 |
93 |
179 |
273 |
273 |
|
19 |
34 |
53 |
65 |
93 |
179 |
272 |
272 |
|
20 |
34 |
53 |
65 |
93 |
179 |
272 |
272 |
|
21 |
33 |
52 |
65 |
93 |
178 |
272 |
272 |
|
22 |
33 |
52 |
64 |
92 |
178 |
272 |
272 |
|
23 |
32 |
51 |
64 |
92 |
177 |
271 |
271 |
|
24 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
25 |
31 |
50 |
64 |
90 |
176 |
270 |
270 |
|
26 |
30 |
49 |
67 |
90 |
175 |
269 |
269 |
|
27 |
30 |
48 |
69 |
89 |
175 |
268 |
268 |
|
28 |
29 |
48 |
72 |
88 |
174 |
267 |
267 |
|
29 |
28 |
47 |
74 |
87 |
173 |
267 |
267 |
|
30 |
27 |
46 |
77 |
87 |
172 |
266 |
266 |
3.14.
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
13 |
26 |
32 |
53 |
171 |
295 |
3 038 |
|
2 |
17 |
29 |
35 |
57 |
174 |
336 |
2 272 |
|
3 |
19 |
32 |
41 |
64 |
172 |
352 |
1 723 |
|
4 |
22 |
36 |
46 |
70 |
172 |
353 |
1 337 |
|
5 |
24 |
39 |
50 |
74 |
173 |
346 |
1 063 |
|
6 |
24 |
40 |
51 |
75 |
171 |
333 |
864 |
|
7 |
28 |
45 |
56 |
80 |
175 |
318 |
716 |
|
8 |
27 |
45 |
56 |
82 |
174 |
302 |
603 |
|
9 |
29 |
47 |
58 |
85 |
174 |
286 |
514 |
|
10 |
30 |
49 |
61 |
89 |
176 |
269 |
443 |
|
11 |
31 |
50 |
63 |
91 |
177 |
270 |
386 |
|
12 |
32 |
51 |
63 |
91 |
177 |
271 |
338 |
|
13 |
33 |
51 |
64 |
92 |
178 |
271 |
298 |
|
14 |
33 |
52 |
64 |
92 |
178 |
271 |
271 |
|
15 |
33 |
52 |
64 |
92 |
178 |
272 |
272 |
|
16 |
33 |
51 |
64 |
92 |
178 |
271 |
271 |
|
17 |
33 |
52 |
64 |
92 |
178 |
271 |
271 |
|
18 |
32 |
51 |
63 |
91 |
177 |
271 |
271 |
|
19 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
20 |
32 |
51 |
63 |
91 |
177 |
271 |
271 |
|
21 |
32 |
51 |
63 |
91 |
177 |
270 |
270 |
|
22 |
32 |
50 |
63 |
91 |
177 |
270 |
270 |
|
23 |
31 |
50 |
63 |
90 |
176 |
270 |
270 |
|
24 |
31 |
50 |
62 |
90 |
176 |
269 |
269 |
|
25 |
30 |
49 |
64 |
90 |
175 |
269 |
269 |
|
26 |
30 |
49 |
67 |
89 |
175 |
268 |
268 |
|
27 |
29 |
48 |
69 |
89 |
174 |
268 |
268 |
|
28 |
29 |
48 |
72 |
88 |
174 |
267 |
267 |
|
29 |
28 |
47 |
74 |
87 |
173 |
267 |
267 |
|
30 |
28 |
47 |
77 |
87 |
173 |
266 |
266 |
3.15.
Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
13 |
25 |
32 |
53 |
170 |
304 |
3 146 |
|
2 |
14 |
27 |
33 |
54 |
172 |
347 |
2 351 |
|
3 |
15 |
28 |
36 |
60 |
167 |
362 |
1 779 |
|
4 |
15 |
29 |
39 |
64 |
165 |
363 |
1 376 |
|
5 |
16 |
31 |
43 |
66 |
165 |
354 |
1 091 |
|
6 |
18 |
34 |
45 |
69 |
165 |
340 |
885 |
|
7 |
19 |
36 |
47 |
71 |
165 |
324 |
732 |
|
8 |
19 |
37 |
48 |
74 |
165 |
307 |
615 |
|
9 |
20 |
38 |
49 |
76 |
165 |
290 |
524 |
|
10 |
20 |
39 |
51 |
79 |
165 |
273 |
451 |
|
11 |
20 |
39 |
52 |
80 |
166 |
259 |
392 |
|
12 |
21 |
39 |
52 |
80 |
166 |
259 |
343 |
|
13 |
21 |
40 |
52 |
80 |
166 |
259 |
302 |
|
14 |
21 |
40 |
52 |
80 |
166 |
259 |
267 |
|
15 |
21 |
40 |
52 |
80 |
166 |
259 |
259 |
|
16 |
21 |
39 |
52 |
80 |
165 |
259 |
259 |
|
17 |
21 |
39 |
52 |
80 |
166 |
259 |
259 |
|
18 |
21 |
39 |
52 |
80 |
165 |
259 |
259 |
|
19 |
20 |
39 |
52 |
80 |
165 |
259 |
259 |
|
20 |
21 |
39 |
52 |
80 |
166 |
259 |
259 |
|
21 |
21 |
39 |
54 |
80 |
165 |
259 |
259 |
|
22 |
20 |
39 |
57 |
79 |
165 |
259 |
259 |
|
23 |
20 |
39 |
59 |
79 |
165 |
258 |
258 |
|
24 |
19 |
38 |
62 |
78 |
164 |
258 |
258 |
|
25 |
19 |
38 |
64 |
78 |
164 |
257 |
257 |
|
26 |
18 |
37 |
67 |
77 |
163 |
257 |
257 |
|
27 |
18 |
37 |
69 |
77 |
163 |
256 |
256 |
|
28 |
17 |
36 |
72 |
77 |
162 |
256 |
256 |
|
29 |
17 |
36 |
74 |
76 |
162 |
256 |
256 |
|
30 |
17 |
36 |
77 |
76 |
162 |
255 |
255 |
3.16.
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
46 |
58 |
65 |
86 |
203 |
325 |
3 383 |
|
2 |
49 |
61 |
68 |
89 |
206 |
370 |
2 525 |
|
3 |
52 |
65 |
73 |
97 |
204 |
385 |
1 906 |
|
4 |
53 |
67 |
77 |
102 |
203 |
385 |
1 470 |
|
5 |
55 |
69 |
81 |
104 |
204 |
375 |
1 163 |
|
6 |
57 |
73 |
84 |
108 |
204 |
360 |
942 |
|
7 |
58 |
75 |
85 |
110 |
204 |
343 |
778 |
|
8 |
58 |
75 |
87 |
112 |
204 |
324 |
653 |
|
9 |
58 |
76 |
88 |
115 |
204 |
305 |
555 |
|
10 |
59 |
77 |
90 |
117 |
204 |
298 |
477 |
|
11 |
59 |
77 |
90 |
118 |
204 |
297 |
414 |
|
12 |
58 |
77 |
89 |
117 |
203 |
297 |
362 |
|
13 |
57 |
76 |
89 |
117 |
202 |
296 |
319 |
|
14 |
57 |
76 |
88 |
116 |
202 |
295 |
295 |
|
15 |
56 |
75 |
87 |
115 |
201 |
295 |
295 |
|
16 |
55 |
74 |
87 |
114 |
200 |
294 |
294 |
|
17 |
55 |
73 |
86 |
114 |
200 |
293 |
293 |
|
18 |
54 |
73 |
85 |
113 |
199 |
293 |
293 |
|
19 |
53 |
72 |
85 |
113 |
198 |
292 |
292 |
|
20 |
53 |
72 |
84 |
112 |
198 |
291 |
291 |
|
21 |
52 |
71 |
83 |
111 |
197 |
291 |
291 |
|
22 |
51 |
70 |
83 |
110 |
196 |
290 |
290 |
|
23 |
50 |
69 |
82 |
109 |
195 |
289 |
289 |
|
24 |
49 |
68 |
81 |
109 |
194 |
288 |
288 |
|
25 |
49 |
67 |
80 |
108 |
193 |
287 |
287 |
|
26 |
48 |
66 |
79 |
107 |
193 |
286 |
286 |
|
27 |
47 |
65 |
78 |
106 |
192 |
285 |
285 |
|
28 |
46 |
64 |
77 |
105 |
191 |
284 |
284 |
|
29 |
45 |
64 |
77 |
104 |
190 |
283 |
283 |
|
30 |
44 |
63 |
80 |
103 |
189 |
282 |
282 |
3.17.
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
77 |
89 |
95 |
117 |
234 |
330 |
3 430 |
|
2 |
82 |
94 |
100 |
122 |
239 |
377 |
2 574 |
|
3 |
83 |
96 |
104 |
128 |
235 |
395 |
1 955 |
|
4 |
83 |
97 |
107 |
131 |
233 |
396 |
1 516 |
|
5 |
86 |
101 |
112 |
135 |
235 |
388 |
1 204 |
|
6 |
88 |
104 |
115 |
140 |
236 |
374 |
977 |
|
7 |
90 |
107 |
118 |
142 |
237 |
357 |
809 |
|
8 |
92 |
109 |
120 |
146 |
238 |
339 |
680 |
|
9 |
93 |
111 |
123 |
150 |
239 |
332 |
579 |
|
10 |
94 |
112 |
125 |
152 |
239 |
333 |
499 |
|
11 |
94 |
112 |
125 |
153 |
239 |
332 |
433 |
|
12 |
93 |
112 |
124 |
152 |
238 |
331 |
379 |
|
13 |
92 |
111 |
123 |
151 |
237 |
330 |
333 |
|
14 |
90 |
109 |
122 |
150 |
235 |
329 |
329 |
|
15 |
89 |
108 |
120 |
148 |
234 |
328 |
328 |
|
16 |
88 |
107 |
119 |
147 |
233 |
326 |
326 |
|
17 |
86 |
105 |
118 |
146 |
231 |
325 |
325 |
|
18 |
85 |
104 |
116 |
144 |
230 |
324 |
324 |
|
19 |
84 |
103 |
115 |
143 |
229 |
322 |
322 |
|
20 |
82 |
101 |
114 |
142 |
227 |
321 |
321 |
|
21 |
81 |
100 |
112 |
140 |
226 |
320 |
320 |
|
22 |
80 |
98 |
111 |
139 |
224 |
318 |
318 |
|
23 |
78 |
97 |
109 |
137 |
223 |
316 |
316 |
|
24 |
76 |
95 |
107 |
135 |
221 |
315 |
315 |
|
25 |
75 |
93 |
106 |
134 |
220 |
313 |
313 |
|
26 |
73 |
92 |
104 |
132 |
218 |
311 |
311 |
|
27 |
71 |
90 |
103 |
130 |
216 |
310 |
310 |
|
28 |
70 |
88 |
101 |
129 |
215 |
308 |
308 |
|
29 |
68 |
87 |
99 |
127 |
213 |
307 |
307 |
|
30 |
67 |
85 |
98 |
126 |
211 |
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 |
7 |
19 |
26 |
47 |
164 |
300 |
3 091 |
|
2 |
10 |
22 |
29 |
50 |
167 |
344 |
2 326 |
|
3 |
12 |
25 |
33 |
57 |
164 |
360 |
1 762 |
|
4 |
13 |
27 |
37 |
62 |
163 |
360 |
1 363 |
|
5 |
15 |
30 |
42 |
65 |
164 |
351 |
1 081 |
|
6 |
17 |
33 |
44 |
69 |
165 |
338 |
877 |
|
7 |
19 |
36 |
46 |
71 |
165 |
322 |
726 |
|
8 |
19 |
37 |
48 |
73 |
165 |
305 |
610 |
|
9 |
19 |
38 |
49 |
76 |
165 |
288 |
519 |
|
10 |
20 |
38 |
51 |
78 |
165 |
271 |
447 |
|
11 |
20 |
39 |
51 |
79 |
165 |
259 |
388 |
|
12 |
20 |
39 |
51 |
79 |
165 |
258 |
340 |
|
13 |
19 |
38 |
51 |
78 |
164 |
258 |
299 |
|
14 |
19 |
37 |
50 |
78 |
164 |
257 |
265 |
|
15 |
18 |
37 |
49 |
77 |
163 |
257 |
257 |
|
16 |
17 |
36 |
48 |
76 |
162 |
256 |
256 |
|
17 |
17 |
36 |
48 |
76 |
162 |
255 |
255 |
|
18 |
17 |
35 |
48 |
76 |
162 |
255 |
255 |
|
19 |
17 |
35 |
50 |
76 |
162 |
255 |
255 |
|
20 |
17 |
36 |
52 |
76 |
162 |
255 |
255 |
|
21 |
17 |
36 |
54 |
76 |
162 |
255 |
255 |
|
22 |
17 |
36 |
57 |
76 |
162 |
255 |
255 |
|
23 |
17 |
36 |
59 |
76 |
162 |
255 |
255 |
|
24 |
17 |
35 |
62 |
76 |
162 |
255 |
255 |
|
25 |
16 |
35 |
64 |
76 |
161 |
255 |
255 |
|
26 |
16 |
35 |
67 |
75 |
161 |
255 |
255 |
|
27 |
16 |
35 |
69 |
75 |
161 |
255 |
255 |
|
28 |
16 |
35 |
72 |
75 |
161 |
254 |
254 |
|
29 |
16 |
34 |
74 |
75 |
161 |
254 |
254 |
|
30 |
15 |
34 |
77 |
75 |
160 |
254 |
254 |
3.19.
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
90 |
103 |
109 |
130 |
248 |
343 |
3 246 |
|
2 |
92 |
104 |
110 |
131 |
249 |
359 |
2 442 |
|
3 |
91 |
104 |
113 |
136 |
244 |
378 |
1 857 |
|
4 |
92 |
106 |
116 |
140 |
242 |
380 |
1 443 |
|
5 |
93 |
108 |
119 |
142 |
242 |
372 |
1 148 |
|
6 |
94 |
110 |
121 |
145 |
242 |
359 |
934 |
|
7 |
95 |
112 |
122 |
147 |
241 |
343 |
774 |
|
8 |
95 |
113 |
124 |
149 |
241 |
335 |
651 |
|
9 |
94 |
113 |
124 |
151 |
240 |
334 |
555 |
|
10 |
94 |
112 |
125 |
152 |
239 |
333 |
478 |
|
11 |
92 |
111 |
123 |
151 |
237 |
331 |
415 |
|
12 |
91 |
109 |
122 |
150 |
236 |
329 |
364 |
|
13 |
89 |
108 |
120 |
148 |
234 |
327 |
327 |
|
14 |
87 |
106 |
118 |
146 |
232 |
326 |
326 |
|
15 |
85 |
104 |
117 |
145 |
230 |
324 |
324 |
|
16 |
84 |
102 |
115 |
143 |
228 |
322 |
322 |
|
17 |
82 |
101 |
113 |
141 |
227 |
321 |
321 |
|
18 |
81 |
99 |
112 |
140 |
226 |
319 |
319 |
|
19 |
79 |
98 |
111 |
138 |
224 |
318 |
318 |
|
20 |
78 |
97 |
109 |
137 |
223 |
317 |
317 |
|
21 |
77 |
96 |
108 |
136 |
222 |
316 |
316 |
|
22 |
76 |
95 |
107 |
135 |
221 |
315 |
315 |
|
23 |
75 |
94 |
106 |
134 |
220 |
313 |
313 |
|
24 |
74 |
92 |
105 |
133 |
218 |
312 |
312 |
|
25 |
72 |
91 |
104 |
131 |
217 |
311 |
311 |
|
26 |
71 |
90 |
102 |
130 |
216 |
310 |
310 |
|
27 |
70 |
89 |
101 |
129 |
215 |
308 |
308 |
|
28 |
69 |
88 |
100 |
128 |
214 |
307 |
307 |
|
29 |
68 |
86 |
99 |
127 |
213 |
306 |
306 |
|
30 |
66 |
85 |
98 |
126 |
211 |
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 |
311 |
323 |
330 |
351 |
468 |
564 |
3 451 |
|
2 |
81 |
93 |
100 |
121 |
238 |
379 |
2 589 |
|
3 |
83 |
96 |
104 |
128 |
236 |
395 |
1 958 |
|
4 |
85 |
99 |
109 |
134 |
235 |
395 |
1 512 |
|
5 |
87 |
102 |
114 |
137 |
237 |
385 |
1 197 |
|
6 |
89 |
105 |
117 |
141 |
237 |
370 |
970 |
|
7 |
91 |
108 |
119 |
143 |
238 |
353 |
801 |
|
8 |
92 |
110 |
121 |
147 |
238 |
334 |
673 |
|
9 |
93 |
111 |
123 |
150 |
239 |
332 |
572 |
|
10 |
93 |
112 |
124 |
152 |
238 |
332 |
492 |
|
11 |
93 |
112 |
125 |
152 |
238 |
332 |
427 |
|
12 |
94 |
112 |
125 |
153 |
239 |
332 |
373 |
|
13 |
94 |
113 |
125 |
153 |
239 |
333 |
333 |
|
14 |
94 |
113 |
126 |
154 |
239 |
333 |
333 |
|
15 |
95 |
114 |
126 |
154 |
240 |
334 |
334 |
|
16 |
96 |
115 |
127 |
155 |
241 |
335 |
335 |
|
17 |
97 |
116 |
128 |
156 |
242 |
336 |
336 |
|
18 |
98 |
117 |
129 |
157 |
243 |
337 |
337 |
|
19 |
99 |
118 |
130 |
158 |
244 |
337 |
337 |
|
20 |
99 |
118 |
131 |
158 |
244 |
338 |
338 |
|
21 |
99 |
118 |
131 |
158 |
244 |
338 |
338 |
|
22 |
99 |
118 |
130 |
158 |
244 |
338 |
338 |
|
23 |
98 |
117 |
130 |
157 |
243 |
337 |
337 |
|
24 |
97 |
116 |
129 |
156 |
242 |
336 |
336 |
|
25 |
96 |
115 |
127 |
155 |
241 |
335 |
335 |
|
26 |
95 |
114 |
126 |
154 |
240 |
334 |
334 |
|
27 |
94 |
112 |
125 |
153 |
239 |
332 |
332 |
|
28 |
92 |
111 |
123 |
151 |
237 |
331 |
331 |
|
29 |
91 |
110 |
122 |
150 |
236 |
329 |
329 |
|
30 |
89 |
108 |
121 |
148 |
234 |
328 |
328 |
3.21.
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
7 |
13 |
35 |
152 |
296 |
3 048 |
|
2 |
0 |
7 |
13 |
35 |
152 |
337 |
2 275 |
|
3 |
1 |
7 |
15 |
39 |
147 |
351 |
1 720 |
|
4 |
1 |
7 |
17 |
42 |
143 |
352 |
1 331 |
|
5 |
1 |
8 |
20 |
43 |
143 |
343 |
1 056 |
|
6 |
2 |
10 |
21 |
45 |
142 |
330 |
857 |
|
7 |
2 |
12 |
22 |
47 |
141 |
315 |
709 |
|
8 |
2 |
12 |
23 |
49 |
140 |
298 |
596 |
|
9 |
4 |
12 |
24 |
50 |
139 |
281 |
508 |
|
10 |
4 |
12 |
27 |
52 |
139 |
264 |
437 |
|
11 |
4 |
12 |
30 |
53 |
139 |
248 |
380 |
|
12 |
4 |
13 |
31 |
53 |
139 |
233 |
333 |
|
13 |
4 |
13 |
34 |
53 |
139 |
232 |
293 |
|
14 |
5 |
13 |
37 |
53 |
139 |
233 |
260 |
|
15 |
6 |
13 |
39 |
54 |
139 |
233 |
233 |
|
16 |
6 |
13 |
41 |
54 |
140 |
233 |
233 |
|
17 |
6 |
14 |
44 |
54 |
140 |
234 |
234 |
|
18 |
6 |
15 |
46 |
55 |
141 |
234 |
234 |
|
19 |
7 |
16 |
48 |
55 |
141 |
235 |
235 |
|
20 |
7 |
16 |
51 |
56 |
142 |
236 |
236 |
|
21 |
7 |
18 |
54 |
57 |
143 |
237 |
237 |
|
22 |
8 |
19 |
55 |
59 |
144 |
237 |
237 |
|
23 |
8 |
19 |
58 |
61 |
144 |
238 |
238 |
|
24 |
8 |
21 |
61 |
63 |
145 |
238 |
238 |
|
25 |
9 |
21 |
63 |
65 |
145 |
239 |
239 |
|
26 |
9 |
22 |
66 |
67 |
145 |
239 |
239 |
|
27 |
10 |
23 |
68 |
69 |
146 |
239 |
239 |
|
28 |
10 |
24 |
70 |
71 |
146 |
239 |
239 |
|
29 |
10 |
25 |
73 |
73 |
146 |
240 |
240 |
|
30 |
11 |
26 |
75 |
75 |
146 |
240 |
240 |
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 |
47 |
59 |
65 |
87 |
204 |
305 |
3 155 |
|
2 |
48 |
60 |
66 |
87 |
205 |
350 |
2 370 |
|
3 |
47 |
60 |
68 |
92 |
200 |
366 |
1 794 |
|
4 |
47 |
60 |
71 |
95 |
197 |
366 |
1 388 |
|
5 |
47 |
62 |
73 |
96 |
196 |
357 |
1 101 |
|
6 |
48 |
64 |
75 |
99 |
196 |
343 |
893 |
|
7 |
48 |
65 |
75 |
100 |
194 |
327 |
739 |
|
8 |
48 |
65 |
76 |
102 |
194 |
310 |
621 |
|
9 |
47 |
66 |
77 |
104 |
193 |
292 |
528 |
|
10 |
47 |
65 |
78 |
105 |
192 |
286 |
455 |
|
11 |
46 |
64 |
77 |
105 |
191 |
284 |
395 |
|
12 |
44 |
63 |
75 |
103 |
189 |
283 |
345 |
|
13 |
43 |
62 |
74 |
102 |
188 |
281 |
304 |
|
14 |
42 |
60 |
73 |
101 |
186 |
280 |
280 |
|
15 |
40 |
59 |
72 |
99 |
185 |
279 |
279 |
|
16 |
39 |
58 |
70 |
98 |
184 |
277 |
277 |
|
17 |
38 |
57 |
69 |
97 |
183 |
276 |
276 |
|
18 |
37 |
56 |
68 |
96 |
182 |
276 |
276 |
|
19 |
36 |
55 |
67 |
95 |
181 |
275 |
275 |
|
20 |
36 |
55 |
67 |
95 |
181 |
274 |
274 |
|
21 |
35 |
54 |
66 |
94 |
180 |
274 |
274 |
|
22 |
35 |
53 |
66 |
94 |
180 |
273 |
273 |
|
23 |
34 |
53 |
65 |
93 |
179 |
272 |
272 |
|
24 |
33 |
52 |
65 |
92 |
178 |
272 |
272 |
|
25 |
33 |
51 |
65 |
92 |
177 |
271 |
271 |
|
26 |
32 |
51 |
67 |
91 |
177 |
270 |
270 |
|
27 |
31 |
50 |
70 |
90 |
176 |
270 |
270 |
|
28 |
31 |
49 |
72 |
90 |
175 |
269 |
269 |
|
29 |
30 |
49 |
74 |
89 |
175 |
268 |
268 |
|
30 |
29 |
48 |
78 |
88 |
174 |
268 |
268 |
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 |
122 |
129 |
150 |
267 |
363 |
3 288 |
|
2 |
112 |
124 |
130 |
151 |
269 |
364 |
2 478 |
|
3 |
113 |
126 |
134 |
158 |
265 |
382 |
1 883 |
|
4 |
114 |
128 |
138 |
163 |
264 |
384 |
1 462 |
|
5 |
116 |
130 |
142 |
165 |
265 |
376 |
1 163 |
|
6 |
117 |
133 |
144 |
169 |
265 |
363 |
946 |
|
7 |
119 |
136 |
146 |
171 |
265 |
359 |
785 |
|
8 |
119 |
136 |
147 |
173 |
265 |
358 |
661 |
|
9 |
119 |
137 |
148 |
175 |
264 |
358 |
564 |
|
10 |
118 |
137 |
149 |
177 |
264 |
357 |
486 |
|
11 |
118 |
137 |
149 |
177 |
263 |
356 |
422 |
|
12 |
117 |
135 |
148 |
176 |
261 |
355 |
370 |
|
13 |
115 |
134 |
146 |
174 |
260 |
354 |
354 |
|
14 |
113 |
132 |
144 |
172 |
258 |
352 |
352 |
|
15 |
111 |
130 |
143 |
170 |
256 |
350 |
350 |
|
16 |
109 |
128 |
140 |
168 |
254 |
348 |
348 |
|
17 |
107 |
126 |
138 |
166 |
252 |
346 |
346 |
|
18 |
105 |
124 |
136 |
164 |
250 |
344 |
344 |
|
19 |
103 |
122 |
135 |
162 |
248 |
342 |
342 |
|
20 |
102 |
121 |
133 |
161 |
247 |
340 |
340 |
|
21 |
100 |
119 |
131 |
159 |
245 |
339 |
339 |
|
22 |
98 |
117 |
129 |
157 |
243 |
337 |
337 |
|
23 |
96 |
115 |
128 |
155 |
241 |
335 |
335 |
|
24 |
94 |
113 |
126 |
154 |
239 |
333 |
333 |
|
25 |
93 |
111 |
124 |
152 |
237 |
331 |
331 |
|
26 |
91 |
110 |
122 |
150 |
236 |
329 |
329 |
|
27 |
89 |
108 |
120 |
148 |
234 |
327 |
327 |
|
28 |
87 |
106 |
118 |
146 |
232 |
326 |
326 |
|
29 |
85 |
104 |
117 |
145 |
230 |
324 |
324 |
|
30 |
84 |
103 |
115 |
143 |
229 |
322 |
322 |
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 |
162 |
174 |
181 |
202 |
319 |
415 |
3 655 |
|
2 |
172 |
184 |
190 |
211 |
329 |
424 |
2 707 |
|
3 |
176 |
189 |
197 |
221 |
328 |
424 |
2 039 |
|
4 |
178 |
192 |
202 |
226 |
328 |
422 |
1 575 |
|
5 |
179 |
194 |
205 |
229 |
328 |
422 |
1 248 |
|
6 |
180 |
196 |
207 |
231 |
327 |
421 |
1 013 |
|
7 |
180 |
197 |
207 |
232 |
326 |
420 |
838 |
|
8 |
179 |
196 |
208 |
233 |
325 |
419 |
705 |
|
9 |
178 |
196 |
208 |
235 |
324 |
417 |
602 |
|
10 |
177 |
196 |
208 |
236 |
323 |
416 |
519 |
|
11 |
176 |
195 |
207 |
235 |
321 |
415 |
451 |
|
12 |
174 |
192 |
205 |
233 |
319 |
412 |
412 |
|
13 |
171 |
190 |
202 |
230 |
316 |
410 |
410 |
|
14 |
168 |
187 |
199 |
227 |
313 |
407 |
407 |
|
15 |
165 |
184 |
196 |
224 |
310 |
404 |
404 |
|
16 |
162 |
181 |
194 |
221 |
307 |
401 |
401 |
|
17 |
159 |
178 |
191 |
218 |
304 |
398 |
398 |
|
18 |
156 |
175 |
188 |
215 |
301 |
395 |
395 |
|
19 |
153 |
172 |
185 |
213 |
298 |
392 |
392 |
|
20 |
151 |
169 |
182 |
210 |
295 |
389 |
389 |
|
21 |
148 |
166 |
179 |
207 |
292 |
386 |
386 |
|
22 |
144 |
163 |
176 |
204 |
289 |
383 |
383 |
|
23 |
141 |
160 |
173 |
201 |
286 |
380 |
380 |
|
24 |
138 |
157 |
170 |
197 |
283 |
377 |
377 |
|
25 |
135 |
154 |
167 |
194 |
280 |
374 |
374 |
|
26 |
132 |
151 |
164 |
191 |
277 |
371 |
371 |
|
27 |
129 |
148 |
161 |
188 |
274 |
368 |
368 |
|
28 |
127 |
145 |
158 |
186 |
271 |
365 |
365 |
|
29 |
124 |
143 |
155 |
183 |
269 |
362 |
362 |
|
30 |
121 |
140 |
152 |
180 |
266 |
360 |
360 |
3.25.
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
28 |
40 |
47 |
68 |
185 |
303 |
3 125 |
|
2 |
29 |
41 |
47 |
69 |
186 |
345 |
2 334 |
|
3 |
29 |
42 |
50 |
74 |
181 |
360 |
1 767 |
|
4 |
28 |
42 |
52 |
77 |
179 |
361 |
1 368 |
|
5 |
29 |
44 |
55 |
79 |
178 |
352 |
1 086 |
|
6 |
30 |
46 |
57 |
81 |
177 |
339 |
882 |
|
7 |
31 |
47 |
58 |
82 |
177 |
323 |
730 |
|
8 |
30 |
47 |
58 |
84 |
176 |
307 |
613 |
|
9 |
29 |
47 |
59 |
86 |
175 |
289 |
523 |
|
10 |
29 |
47 |
60 |
87 |
174 |
272 |
450 |
|
11 |
28 |
47 |
60 |
87 |
174 |
267 |
391 |
|
12 |
28 |
47 |
59 |
87 |
173 |
267 |
342 |
|
13 |
27 |
46 |
59 |
87 |
172 |
266 |
302 |
|
14 |
27 |
46 |
58 |
86 |
172 |
266 |
267 |
|
15 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
16 |
27 |
45 |
58 |
86 |
172 |
265 |
265 |
|
17 |
27 |
45 |
58 |
86 |
172 |
265 |
265 |
|
18 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
19 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
20 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
21 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
22 |
27 |
46 |
58 |
86 |
172 |
265 |
265 |
|
23 |
27 |
45 |
59 |
86 |
172 |
265 |
265 |
|
24 |
26 |
45 |
62 |
85 |
171 |
265 |
265 |
|
25 |
26 |
45 |
65 |
85 |
171 |
265 |
265 |
|
26 |
26 |
45 |
67 |
85 |
171 |
264 |
264 |
|
27 |
25 |
44 |
70 |
85 |
170 |
264 |
264 |
|
28 |
25 |
44 |
72 |
84 |
170 |
264 |
264 |
|
29 |
25 |
43 |
74 |
84 |
170 |
263 |
263 |
|
30 |
24 |
43 |
78 |
83 |
169 |
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 |
25 |
37 |
44 |
65 |
182 |
302 |
3 123 |
|
2 |
27 |
39 |
45 |
67 |
184 |
347 |
2 347 |
|
3 |
28 |
41 |
49 |
73 |
180 |
364 |
1 783 |
|
4 |
29 |
43 |
53 |
78 |
179 |
365 |
1 384 |
|
5 |
31 |
46 |
57 |
81 |
180 |
357 |
1 100 |
|
6 |
33 |
49 |
60 |
84 |
180 |
344 |
894 |
|
7 |
35 |
52 |
62 |
87 |
181 |
329 |
740 |
|
8 |
35 |
52 |
63 |
89 |
181 |
312 |
623 |
|
9 |
35 |
53 |
65 |
92 |
181 |
294 |
531 |
|
10 |
36 |
55 |
67 |
95 |
181 |
277 |
457 |
|
11 |
37 |
55 |
68 |
96 |
182 |
275 |
397 |
|
12 |
37 |
56 |
68 |
96 |
182 |
276 |
348 |
|
13 |
37 |
56 |
68 |
96 |
182 |
276 |
307 |
|
14 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
15 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
16 |
37 |
55 |
68 |
96 |
181 |
275 |
275 |
|
17 |
37 |
55 |
68 |
96 |
182 |
275 |
275 |
|
18 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
19 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
20 |
37 |
56 |
68 |
96 |
182 |
276 |
276 |
|
21 |
37 |
56 |
69 |
96 |
182 |
276 |
276 |
|
22 |
37 |
56 |
68 |
96 |
182 |
276 |
276 |
|
23 |
37 |
56 |
68 |
96 |
182 |
275 |
275 |
|
24 |
36 |
55 |
68 |
96 |
181 |
275 |
275 |
|
25 |
36 |
55 |
67 |
95 |
181 |
275 |
275 |
|
26 |
35 |
54 |
68 |
95 |
180 |
274 |
274 |
|
27 |
35 |
54 |
71 |
94 |
180 |
273 |
273 |
|
28 |
34 |
53 |
73 |
93 |
179 |
273 |
273 |
|
29 |
34 |
53 |
76 |
93 |
179 |
272 |
272 |
|
30 |
33 |
52 |
78 |
92 |
178 |
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 |
122 |
135 |
141 |
162 |
280 |
375 |
3 719 |
|
2 |
121 |
133 |
140 |
161 |
278 |
398 |
2 747 |
|
3 |
120 |
133 |
141 |
165 |
272 |
413 |
2 065 |
|
4 |
119 |
133 |
143 |
168 |
269 |
412 |
1 591 |
|
5 |
119 |
134 |
146 |
169 |
268 |
401 |
1 258 |
|
6 |
119 |
135 |
146 |
171 |
267 |
386 |
1 018 |
|
7 |
120 |
137 |
147 |
172 |
266 |
367 |
840 |
|
8 |
119 |
137 |
148 |
174 |
265 |
359 |
705 |
|
9 |
118 |
137 |
148 |
175 |
264 |
358 |
600 |
|
10 |
118 |
137 |
149 |
177 |
264 |
357 |
516 |
|
11 |
118 |
136 |
149 |
177 |
263 |
356 |
448 |
|
12 |
117 |
135 |
148 |
176 |
262 |
355 |
391 |
|
13 |
116 |
134 |
147 |
175 |
260 |
354 |
354 |
|
14 |
114 |
133 |
146 |
173 |
259 |
353 |
353 |
|
15 |
112 |
131 |
143 |
171 |
257 |
351 |
351 |
|
16 |
110 |
129 |
141 |
169 |
255 |
349 |
349 |
|
17 |
108 |
126 |
139 |
167 |
253 |
346 |
346 |
|
18 |
106 |
124 |
137 |
165 |
251 |
344 |
344 |
|
19 |
104 |
122 |
135 |
163 |
248 |
342 |
342 |
|
20 |
101 |
120 |
133 |
161 |
246 |
340 |
340 |
|
21 |
99 |
118 |
130 |
158 |
244 |
338 |
338 |
|
22 |
97 |
116 |
128 |
156 |
242 |
336 |
336 |
|
23 |
95 |
114 |
126 |
154 |
240 |
333 |
333 |
|
24 |
93 |
111 |
124 |
152 |
238 |
331 |
331 |
|
25 |
90 |
109 |
122 |
150 |
235 |
329 |
329 |
|
26 |
88 |
107 |
120 |
147 |
233 |
327 |
327 |
|
27 |
86 |
105 |
117 |
145 |
231 |
325 |
325 |
|
28 |
84 |
103 |
115 |
143 |
229 |
323 |
323 |
|
29 |
82 |
101 |
113 |
141 |
227 |
321 |
321 |
|
30 |
80 |
99 |
111 |
139 |
225 |
319 |
319 |
3.28.
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
8 |
14 |
36 |
153 |
300 |
3 092 |
|
2 |
0 |
10 |
16 |
38 |
155 |
343 |
2 323 |
|
3 |
1 |
12 |
20 |
44 |
151 |
359 |
1 760 |
|
4 |
1 |
14 |
24 |
49 |
150 |
360 |
1 363 |
|
5 |
2 |
17 |
28 |
51 |
151 |
351 |
1 082 |
|
6 |
4 |
20 |
31 |
55 |
151 |
338 |
878 |
|
7 |
5 |
22 |
33 |
57 |
152 |
322 |
726 |
|
8 |
6 |
23 |
34 |
60 |
152 |
305 |
610 |
|
9 |
6 |
24 |
36 |
63 |
152 |
288 |
520 |
|
10 |
6 |
25 |
37 |
64 |
151 |
271 |
447 |
|
11 |
6 |
25 |
37 |
65 |
151 |
254 |
388 |
|
12 |
6 |
25 |
37 |
65 |
151 |
244 |
340 |
|
13 |
6 |
24 |
37 |
65 |
151 |
244 |
299 |
|
14 |
5 |
24 |
37 |
64 |
150 |
244 |
265 |
|
15 |
6 |
24 |
40 |
64 |
150 |
244 |
244 |
|
16 |
6 |
24 |
43 |
64 |
150 |
243 |
243 |
|
17 |
6 |
24 |
44 |
64 |
150 |
243 |
243 |
|
18 |
6 |
24 |
47 |
64 |
150 |
243 |
243 |
|
19 |
7 |
24 |
50 |
64 |
150 |
244 |
244 |
|
20 |
7 |
24 |
52 |
65 |
151 |
244 |
244 |
|
21 |
7 |
25 |
54 |
65 |
151 |
245 |
245 |
|
22 |
8 |
25 |
57 |
65 |
151 |
245 |
245 |
|
23 |
9 |
25 |
59 |
66 |
151 |
245 |
245 |
|
24 |
9 |
25 |
62 |
66 |
152 |
245 |
245 |
|
25 |
10 |
26 |
64 |
66 |
152 |
245 |
245 |
|
26 |
10 |
26 |
67 |
68 |
152 |
245 |
245 |
|
27 |
11 |
26 |
69 |
70 |
152 |
245 |
245 |
|
28 |
11 |
26 |
72 |
72 |
152 |
246 |
246 |
|
29 |
11 |
26 |
74 |
73 |
152 |
246 |
246 |
|
30 |
12 |
26 |
77 |
75 |
152 |
246 |
246 |
3.29.
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
43 |
50 |
71 |
188 |
302 |
3 122 |
|
2 |
32 |
44 |
50 |
71 |
189 |
346 |
2 342 |
|
3 |
30 |
43 |
52 |
75 |
183 |
362 |
1 774 |
|
4 |
29 |
43 |
53 |
78 |
180 |
362 |
1 373 |
|
5 |
29 |
44 |
56 |
79 |
178 |
353 |
1 089 |
|
6 |
32 |
48 |
59 |
83 |
179 |
340 |
883 |
|
7 |
30 |
47 |
57 |
82 |
176 |
324 |
730 |
|
8 |
33 |
51 |
62 |
88 |
179 |
307 |
614 |
|
9 |
33 |
51 |
62 |
89 |
178 |
289 |
522 |
|
10 |
28 |
46 |
59 |
86 |
173 |
272 |
449 |
|
11 |
24 |
42 |
55 |
83 |
169 |
262 |
390 |
|
12 |
21 |
39 |
52 |
80 |
166 |
259 |
341 |
|
13 |
18 |
37 |
50 |
77 |
163 |
257 |
300 |
|
14 |
16 |
35 |
48 |
76 |
161 |
255 |
266 |
|
15 |
15 |
34 |
46 |
74 |
160 |
254 |
254 |
|
16 |
14 |
32 |
45 |
73 |
159 |
252 |
252 |
|
17 |
13 |
32 |
44 |
72 |
158 |
251 |
251 |
|
18 |
12 |
31 |
47 |
71 |
157 |
251 |
251 |
|
19 |
12 |
31 |
50 |
71 |
157 |
250 |
250 |
|
20 |
12 |
31 |
52 |
71 |
157 |
250 |
250 |
|
21 |
12 |
31 |
54 |
71 |
157 |
250 |
250 |
|
22 |
12 |
31 |
57 |
71 |
157 |
250 |
250 |
|
23 |
12 |
30 |
59 |
71 |
157 |
250 |
250 |
|
24 |
12 |
30 |
62 |
71 |
156 |
250 |
250 |
|
25 |
11 |
30 |
64 |
70 |
156 |
250 |
250 |
|
26 |
11 |
30 |
67 |
70 |
156 |
250 |
250 |
|
27 |
11 |
30 |
69 |
70 |
156 |
250 |
250 |
|
28 |
11 |
30 |
72 |
71 |
156 |
249 |
249 |
|
29 |
11 |
30 |
74 |
73 |
156 |
249 |
249 |
|
30 |
12 |
29 |
76 |
75 |
156 |
249 |
249 |
3.30.
Turkish lira
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
204 |
216 |
222 |
243 |
361 |
456 |
4 286 |
|
2 |
201 |
213 |
219 |
240 |
358 |
469 |
3 277 |
|
3 |
196 |
209 |
217 |
241 |
348 |
494 |
2 501 |
|
4 |
191 |
205 |
215 |
240 |
341 |
497 |
1 940 |
|
5 |
187 |
202 |
213 |
237 |
336 |
486 |
1 537 |
|
6 |
184 |
200 |
211 |
235 |
332 |
468 |
1 242 |
|
7 |
181 |
198 |
208 |
233 |
327 |
445 |
1 023 |
|
8 |
177 |
194 |
205 |
231 |
323 |
421 |
855 |
|
9 |
173 |
191 |
202 |
230 |
318 |
412 |
724 |
|
10 |
169 |
187 |
200 |
227 |
314 |
408 |
620 |
|
11 |
165 |
184 |
196 |
224 |
310 |
404 |
535 |
|
12 |
161 |
180 |
192 |
220 |
306 |
399 |
466 |
|
13 |
157 |
176 |
188 |
216 |
302 |
395 |
408 |
|
14 |
153 |
172 |
184 |
212 |
298 |
392 |
392 |
|
15 |
149 |
168 |
181 |
208 |
294 |
388 |
388 |
|
16 |
146 |
165 |
177 |
205 |
291 |
384 |
384 |
|
17 |
142 |
161 |
174 |
202 |
287 |
381 |
381 |
|
18 |
139 |
158 |
171 |
198 |
284 |
378 |
378 |
|
19 |
136 |
155 |
168 |
195 |
281 |
375 |
375 |
|
20 |
133 |
152 |
165 |
193 |
278 |
372 |
372 |
|
21 |
131 |
149 |
162 |
190 |
275 |
369 |
369 |
|
22 |
128 |
146 |
159 |
187 |
273 |
366 |
366 |
|
23 |
125 |
144 |
156 |
184 |
270 |
363 |
363 |
|
24 |
122 |
141 |
153 |
181 |
267 |
361 |
361 |
|
25 |
119 |
138 |
151 |
178 |
264 |
358 |
358 |
|
26 |
117 |
135 |
148 |
176 |
262 |
355 |
355 |
|
27 |
114 |
133 |
145 |
173 |
259 |
353 |
353 |
|
28 |
112 |
130 |
143 |
171 |
257 |
350 |
350 |
|
29 |
109 |
128 |
140 |
168 |
254 |
348 |
348 |
|
30 |
107 |
126 |
138 |
166 |
252 |
345 |
345 |
3.31.
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
25 |
51 |
169 |
302 |
3 113 |
|
2 |
0 |
14 |
25 |
51 |
169 |
346 |
2 341 |
|
3 |
1 |
17 |
28 |
55 |
166 |
362 |
1 772 |
|
4 |
1 |
20 |
31 |
60 |
165 |
361 |
1 370 |
|
5 |
3 |
23 |
36 |
66 |
166 |
352 |
1 085 |
|
6 |
5 |
26 |
39 |
68 |
166 |
339 |
880 |
|
7 |
8 |
30 |
42 |
70 |
166 |
323 |
728 |
|
8 |
10 |
34 |
45 |
74 |
167 |
306 |
612 |
|
9 |
12 |
37 |
49 |
76 |
167 |
288 |
520 |
|
10 |
13 |
39 |
51 |
77 |
167 |
271 |
448 |
|
11 |
14 |
40 |
52 |
78 |
167 |
260 |
389 |
|
12 |
15 |
42 |
53 |
79 |
167 |
260 |
340 |
|
13 |
16 |
43 |
54 |
80 |
167 |
260 |
300 |
|
14 |
16 |
44 |
55 |
80 |
167 |
260 |
265 |
|
15 |
16 |
44 |
55 |
80 |
167 |
260 |
260 |
|
16 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
17 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
18 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
19 |
17 |
44 |
55 |
80 |
166 |
260 |
260 |
|
20 |
17 |
44 |
55 |
80 |
167 |
260 |
260 |
|
21 |
17 |
44 |
55 |
80 |
167 |
260 |
260 |
|
22 |
17 |
44 |
57 |
80 |
167 |
260 |
260 |
|
23 |
17 |
44 |
59 |
80 |
167 |
260 |
260 |
|
24 |
17 |
44 |
62 |
80 |
167 |
260 |
260 |
|
25 |
17 |
44 |
64 |
80 |
166 |
260 |
260 |
|
26 |
17 |
44 |
67 |
80 |
166 |
260 |
260 |
|
27 |
17 |
44 |
68 |
80 |
166 |
260 |
260 |
|
28 |
17 |
44 |
72 |
80 |
166 |
259 |
259 |
|
29 |
17 |
44 |
74 |
80 |
165 |
259 |
259 |
|
30 |
17 |
44 |
76 |
80 |
165 |
259 |
259 |
3.32.
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
14 |
132 |
292 |
3 010 |
|
2 |
0 |
1 |
6 |
13 |
130 |
333 |
2 246 |
|
3 |
1 |
1 |
8 |
16 |
124 |
347 |
1 698 |
|
4 |
1 |
3 |
11 |
19 |
120 |
347 |
1 314 |
|
5 |
1 |
4 |
13 |
21 |
120 |
339 |
1 042 |
|
6 |
2 |
4 |
16 |
24 |
119 |
326 |
846 |
|
7 |
2 |
6 |
19 |
26 |
119 |
311 |
700 |
|
8 |
2 |
6 |
21 |
29 |
119 |
294 |
589 |
|
9 |
4 |
7 |
24 |
31 |
119 |
278 |
501 |
|
10 |
4 |
8 |
27 |
33 |
119 |
261 |
432 |
|
11 |
4 |
9 |
28 |
36 |
119 |
245 |
375 |
|
12 |
4 |
9 |
31 |
38 |
119 |
230 |
329 |
|
13 |
4 |
11 |
34 |
40 |
119 |
216 |
290 |
|
14 |
5 |
11 |
36 |
42 |
119 |
213 |
257 |
|
15 |
6 |
13 |
38 |
44 |
120 |
213 |
229 |
|
16 |
6 |
13 |
41 |
46 |
120 |
213 |
213 |
|
17 |
6 |
14 |
43 |
49 |
120 |
214 |
214 |
|
18 |
6 |
15 |
46 |
50 |
121 |
214 |
214 |
|
19 |
7 |
16 |
48 |
52 |
122 |
215 |
215 |
|
20 |
7 |
16 |
50 |
54 |
124 |
215 |
215 |
|
21 |
7 |
18 |
53 |
56 |
126 |
216 |
216 |
|
22 |
8 |
18 |
55 |
58 |
128 |
216 |
216 |
|
23 |
8 |
19 |
58 |
60 |
129 |
216 |
216 |
|
24 |
8 |
20 |
60 |
63 |
130 |
216 |
216 |
|
25 |
9 |
21 |
62 |
64 |
132 |
216 |
216 |
|
26 |
9 |
22 |
64 |
66 |
133 |
216 |
216 |
|
27 |
9 |
23 |
67 |
68 |
134 |
216 |
216 |
|
28 |
10 |
24 |
69 |
69 |
136 |
216 |
216 |
|
29 |
10 |
24 |
72 |
71 |
137 |
216 |
216 |
|
30 |
11 |
25 |
74 |
73 |
138 |
216 |
216 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
6 |
|
Euro |
Belgium |
6 |
|
Euro |
Cyprus |
6 |
|
Euro |
Estonia |
6 |
|
Euro |
Finland |
6 |
|
Euro |
France |
6 |
|
Euro |
Germany |
6 |
|
Euro |
Greece |
6 |
|
Euro |
Ireland |
6 |
|
Euro |
Italy |
6 |
|
Euro |
Latvia |
6 |
|
Euro |
Lithuania |
6 |
|
Euro |
Luxembourg |
6 |
|
Euro |
Malta |
6 |
|
Euro |
Netherlands |
6 |
|
Euro |
Portugal |
6 |
|
Euro |
Slovakia |
6 |
|
Euro |
Slovenia |
6 |
|
Euro |
Spain |
6 |
|
Czech koruna |
Czech Republic |
20 |
|
Danish krone |
Denmark |
48 |
|
Forint |
Hungary |
12 |
|
Krona |
Sweden |
9 |
|
Kuna |
Croatia |
0 |
|
Lev |
Bulgaria |
–12 |
|
Pound sterling |
United Kingdom |
11 |
|
Romanian leu |
Romania |
6 |
|
Zloty |
Poland |
22 |
|
Króna |
Iceland |
–5 |
|
Norwegian krone |
Norway |
34 |
|
Swiss franc |
Liechtenstein |
–1 |
|
Swiss franc |
Switzerland |
–1 |
|
Australian dollar |
Australia |
17 |
|
Canadian dollar |
Canada |
37 |
|
Renminbi-yuan |
China |
25 |
|
Hong Kong dollar |
Hong Kong |
2 |
|
US dollar |
United States |
34 |
|
Yen |
Japan |
1 |
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