COMMISSION IMPLEMENTING REGULATION (EU) 2022/186
of 10 February 2022
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2021 until 30 March 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
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
-0,585 % |
4,635 % |
-0,595 % |
3,491 % |
-0,011 % |
-0,184 % |
|
2 |
-0,395 % |
4,380 % |
-0,405 % |
3,943 % |
0,197 % |
-0,066 % |
|
3 |
-0,246 % |
4,133 % |
-0,256 % |
4,130 % |
0,388 % |
0,013 % |
|
4 |
-0,145 % |
3,911 % |
-0,155 % |
4,227 % |
0,517 % |
0,092 % |
|
5 |
-0,084 % |
3,714 % |
-0,094 % |
4,291 % |
0,613 % |
0,186 % |
|
6 |
-0,026 % |
3,539 % |
-0,036 % |
4,338 % |
0,657 % |
0,296 % |
|
7 |
0,030 % |
3,390 % |
0,020 % |
4,371 % |
0,684 % |
0,419 % |
|
8 |
0,088 % |
3,266 % |
0,078 % |
4,395 % |
0,722 % |
0,552 % |
|
9 |
0,147 % |
3,167 % |
0,137 % |
4,418 % |
0,783 % |
0,691 % |
|
10 |
0,205 % |
3,092 % |
0,195 % |
4,433 % |
0,881 % |
0,823 % |
|
11 |
0,252 % |
3,038 % |
0,242 % |
4,449 % |
1,020 % |
0,946 % |
|
12 |
0,301 % |
3,001 % |
0,291 % |
4,469 % |
1,174 % |
1,061 % |
|
13 |
0,345 % |
2,977 % |
0,335 % |
4,493 % |
1,326 % |
1,168 % |
|
14 |
0,379 % |
2,962 % |
0,369 % |
4,522 % |
1,468 % |
1,268 % |
|
15 |
0,399 % |
2,954 % |
0,388 % |
4,557 % |
1,598 % |
1,361 % |
|
16 |
0,405 % |
2,951 % |
0,395 % |
4,587 % |
1,716 % |
1,449 % |
|
17 |
0,408 % |
2,953 % |
0,397 % |
4,612 % |
1,823 % |
1,531 % |
|
18 |
0,414 % |
2,957 % |
0,403 % |
4,631 % |
1,919 % |
1,608 % |
|
19 |
0,428 % |
2,964 % |
0,418 % |
4,646 % |
2,005 % |
1,680 % |
|
20 |
0,456 % |
2,973 % |
0,446 % |
4,658 % |
2,084 % |
1,748 % |
|
21 |
0,497 % |
2,982 % |
0,487 % |
4,667 % |
2,155 % |
1,813 % |
|
22 |
0,549 % |
2,993 % |
0,540 % |
4,675 % |
2,220 % |
1,873 % |
|
23 |
0,609 % |
3,004 % |
0,599 % |
4,680 % |
2,280 % |
1,930 % |
|
24 |
0,672 % |
3,016 % |
0,663 % |
4,684 % |
2,334 % |
1,984 % |
|
25 |
0,739 % |
3,028 % |
0,730 % |
4,686 % |
2,384 % |
2,035 % |
|
26 |
0,807 % |
3,040 % |
0,798 % |
4,688 % |
2,431 % |
2,084 % |
|
27 |
0,874 % |
3,052 % |
0,866 % |
4,689 % |
2,474 % |
2,129 % |
|
28 |
0,942 % |
3,063 % |
0,933 % |
4,689 % |
2,514 % |
2,173 % |
|
29 |
1,008 % |
3,075 % |
1,000 % |
4,689 % |
2,551 % |
2,214 % |
|
30 |
1,073 % |
3,087 % |
1,066 % |
4,688 % |
2,586 % |
2,253 % |
|
31 |
1,137 % |
3,098 % |
1,129 % |
4,686 % |
2,619 % |
2,291 % |
|
32 |
1,199 % |
3,109 % |
1,191 % |
4,685 % |
2,649 % |
2,326 % |
|
33 |
1,258 % |
3,120 % |
1,251 % |
4,683 % |
2,678 % |
2,360 % |
|
34 |
1,316 % |
3,130 % |
1,309 % |
4,681 % |
2,705 % |
2,392 % |
|
35 |
1,372 % |
3,140 % |
1,365 % |
4,679 % |
2,730 % |
2,423 % |
|
36 |
1,426 % |
3,150 % |
1,419 % |
4,676 % |
2,754 % |
2,453 % |
|
37 |
1,478 % |
3,160 % |
1,471 % |
4,674 % |
2,777 % |
2,481 % |
|
38 |
1,528 % |
3,169 % |
1,521 % |
4,671 % |
2,799 % |
2,508 % |
|
39 |
1,576 % |
3,178 % |
1,569 % |
4,669 % |
2,819 % |
2,533 % |
|
40 |
1,622 % |
3,187 % |
1,616 % |
4,666 % |
2,839 % |
2,558 % |
|
41 |
1,666 % |
3,196 % |
1,660 % |
4,664 % |
2,857 % |
2,582 % |
|
42 |
1,709 % |
3,204 % |
1,703 % |
4,661 % |
2,875 % |
2,604 % |
|
43 |
1,750 % |
3,212 % |
1,744 % |
4,658 % |
2,892 % |
2,626 % |
|
44 |
1,790 % |
3,220 % |
1,784 % |
4,656 % |
2,908 % |
2,647 % |
|
45 |
1,828 % |
3,227 % |
1,822 % |
4,653 % |
2,923 % |
2,667 % |
|
46 |
1,864 % |
3,234 % |
1,859 % |
4,651 % |
2,938 % |
2,686 % |
|
47 |
1,900 % |
3,241 % |
1,895 % |
4,648 % |
2,952 % |
2,705 % |
|
48 |
1,934 % |
3,248 % |
1,929 % |
4,646 % |
2,965 % |
2,723 % |
|
49 |
1,967 % |
3,255 % |
1,962 % |
4,644 % |
2,978 % |
2,740 % |
|
50 |
1,998 % |
3,261 % |
1,993 % |
4,641 % |
2,990 % |
2,756 % |
|
51 |
2,029 % |
3,267 % |
2,024 % |
4,639 % |
3,002 % |
2,772 % |
|
52 |
2,058 % |
3,273 % |
2,053 % |
4,637 % |
3,014 % |
2,788 % |
|
53 |
2,086 % |
3,279 % |
2,082 % |
4,635 % |
3,025 % |
2,803 % |
|
54 |
2,114 % |
3,284 % |
2,109 % |
4,632 % |
3,035 % |
2,817 % |
|
55 |
2,140 % |
3,290 % |
2,136 % |
4,630 % |
3,046 % |
2,831 % |
|
56 |
2,166 % |
3,295 % |
2,161 % |
4,628 % |
3,056 % |
2,844 % |
|
57 |
2,190 % |
3,300 % |
2,186 % |
4,626 % |
3,065 % |
2,857 % |
|
58 |
2,214 % |
3,305 % |
2,210 % |
4,624 % |
3,074 % |
2,870 % |
|
59 |
2,237 % |
3,310 % |
2,233 % |
4,622 % |
3,083 % |
2,882 % |
|
60 |
2,260 % |
3,315 % |
2,256 % |
4,621 % |
3,092 % |
2,894 % |
|
61 |
2,282 % |
3,319 % |
2,277 % |
4,619 % |
3,100 % |
2,905 % |
|
62 |
2,303 % |
3,323 % |
2,299 % |
4,617 % |
3,108 % |
2,916 % |
|
63 |
2,323 % |
3,328 % |
2,319 % |
4,615 % |
3,116 % |
2,927 % |
|
64 |
2,343 % |
3,332 % |
2,339 % |
4,614 % |
3,123 % |
2,937 % |
|
65 |
2,362 % |
3,336 % |
2,358 % |
4,612 % |
3,131 % |
2,947 % |
|
66 |
2,380 % |
3,340 % |
2,377 % |
4,610 % |
3,138 % |
2,957 % |
|
67 |
2,398 % |
3,344 % |
2,395 % |
4,609 % |
3,145 % |
2,966 % |
|
68 |
2,416 % |
3,347 % |
2,412 % |
4,607 % |
3,151 % |
2,976 % |
|
69 |
2,433 % |
3,351 % |
2,429 % |
4,606 % |
3,158 % |
2,985 % |
|
70 |
2,449 % |
3,354 % |
2,446 % |
4,604 % |
3,164 % |
2,993 % |
|
71 |
2,466 % |
3,358 % |
2,462 % |
4,603 % |
3,170 % |
3,002 % |
|
72 |
2,481 % |
3,361 % |
2,478 % |
4,601 % |
3,176 % |
3,010 % |
|
73 |
2,496 % |
3,364 % |
2,493 % |
4,600 % |
3,182 % |
3,018 % |
|
74 |
2,511 % |
3,367 % |
2,508 % |
4,599 % |
3,188 % |
3,026 % |
|
75 |
2,526 % |
3,370 % |
2,522 % |
4,598 % |
3,193 % |
3,033 % |
|
76 |
2,540 % |
3,373 % |
2,536 % |
4,596 % |
3,199 % |
3,041 % |
|
77 |
2,553 % |
3,376 % |
2,550 % |
4,595 % |
3,204 % |
3,048 % |
|
78 |
2,567 % |
3,379 % |
2,563 % |
4,594 % |
3,209 % |
3,055 % |
|
79 |
2,580 % |
3,382 % |
2,577 % |
4,593 % |
3,214 % |
3,062 % |
|
80 |
2,592 % |
3,385 % |
2,589 % |
4,592 % |
3,219 % |
3,069 % |
|
81 |
2,605 % |
3,387 % |
2,602 % |
4,590 % |
3,223 % |
3,075 % |
|
82 |
2,617 % |
3,390 % |
2,614 % |
4,589 % |
3,228 % |
3,082 % |
|
83 |
2,629 % |
3,392 % |
2,626 % |
4,588 % |
3,232 % |
3,088 % |
|
84 |
2,640 % |
3,395 % |
2,637 % |
4,587 % |
3,237 % |
3,094 % |
|
85 |
2,651 % |
3,397 % |
2,648 % |
4,586 % |
3,241 % |
3,100 % |
|
86 |
2,662 % |
3,400 % |
2,659 % |
4,585 % |
3,245 % |
3,106 % |
|
87 |
2,673 % |
3,402 % |
2,670 % |
4,584 % |
3,249 % |
3,111 % |
|
88 |
2,684 % |
3,404 % |
2,681 % |
4,583 % |
3,253 % |
3,117 % |
|
89 |
2,694 % |
3,406 % |
2,691 % |
4,582 % |
3,257 % |
3,122 % |
|
90 |
2,704 % |
3,408 % |
2,701 % |
4,582 % |
3,261 % |
3,127 % |
|
91 |
2,714 % |
3,411 % |
2,711 % |
4,581 % |
3,265 % |
3,133 % |
|
92 |
2,723 % |
3,413 % |
2,720 % |
4,580 % |
3,268 % |
3,138 % |
|
93 |
2,733 % |
3,415 % |
2,730 % |
4,579 % |
3,272 % |
3,143 % |
|
94 |
2,742 % |
3,417 % |
2,739 % |
4,578 % |
3,275 % |
3,147 % |
|
95 |
2,751 % |
3,419 % |
2,748 % |
4,577 % |
3,279 % |
3,152 % |
|
96 |
2,760 % |
3,420 % |
2,757 % |
4,576 % |
3,282 % |
3,157 % |
|
97 |
2,768 % |
3,422 % |
2,766 % |
4,576 % |
3,285 % |
3,161 % |
|
98 |
2,777 % |
3,424 % |
2,774 % |
4,575 % |
3,289 % |
3,166 % |
|
99 |
2,785 % |
3,426 % |
2,782 % |
4,574 % |
3,292 % |
3,170 % |
|
100 |
2,793 % |
3,428 % |
2,791 % |
4,573 % |
3,295 % |
3,175 % |
|
101 |
2,801 % |
3,429 % |
2,799 % |
4,573 % |
3,298 % |
3,179 % |
|
102 |
2,809 % |
3,431 % |
2,806 % |
4,572 % |
3,301 % |
3,183 % |
|
103 |
2,816 % |
3,433 % |
2,814 % |
4,571 % |
3,304 % |
3,187 % |
|
104 |
2,824 % |
3,434 % |
2,822 % |
4,571 % |
3,306 % |
3,191 % |
|
105 |
2,831 % |
3,436 % |
2,829 % |
4,570 % |
3,309 % |
3,195 % |
|
106 |
2,839 % |
3,437 % |
2,836 % |
4,569 % |
3,312 % |
3,199 % |
|
107 |
2,846 % |
3,439 % |
2,843 % |
4,569 % |
3,315 % |
3,202 % |
|
108 |
2,853 % |
3,440 % |
2,850 % |
4,568 % |
3,317 % |
3,206 % |
|
109 |
2,859 % |
3,442 % |
2,857 % |
4,567 % |
3,320 % |
3,210 % |
|
110 |
2,866 % |
3,443 % |
2,864 % |
4,567 % |
3,322 % |
3,213 % |
|
111 |
2,873 % |
3,445 % |
2,870 % |
4,566 % |
3,325 % |
3,217 % |
|
112 |
2,879 % |
3,446 % |
2,877 % |
4,566 % |
3,327 % |
3,220 % |
|
113 |
2,886 % |
3,447 % |
2,883 % |
4,565 % |
3,330 % |
3,223 % |
|
114 |
2,892 % |
3,449 % |
2,890 % |
4,564 % |
3,332 % |
3,227 % |
|
115 |
2,898 % |
3,450 % |
2,896 % |
4,564 % |
3,335 % |
3,230 % |
|
116 |
2,904 % |
3,451 % |
2,902 % |
4,563 % |
3,337 % |
3,233 % |
|
117 |
2,910 % |
3,453 % |
2,908 % |
4,563 % |
3,339 % |
3,236 % |
|
118 |
2,916 % |
3,454 % |
2,914 % |
4,562 % |
3,341 % |
3,239 % |
|
119 |
2,921 % |
3,455 % |
2,919 % |
4,562 % |
3,343 % |
3,242 % |
|
120 |
2,927 % |
3,456 % |
2,925 % |
4,561 % |
3,346 % |
3,245 % |
|
121 |
2,933 % |
3,457 % |
2,931 % |
4,561 % |
3,348 % |
3,248 % |
|
122 |
2,938 % |
3,459 % |
2,936 % |
4,560 % |
3,350 % |
3,251 % |
|
123 |
2,943 % |
3,460 % |
2,941 % |
4,560 % |
3,352 % |
3,254 % |
|
124 |
2,949 % |
3,461 % |
2,947 % |
4,559 % |
3,354 % |
3,257 % |
|
125 |
2,954 % |
3,462 % |
2,952 % |
4,559 % |
3,356 % |
3,259 % |
|
126 |
2,959 % |
3,463 % |
2,957 % |
4,558 % |
3,358 % |
3,262 % |
|
127 |
2,964 % |
3,464 % |
2,962 % |
4,558 % |
3,360 % |
3,265 % |
|
128 |
2,969 % |
3,465 % |
2,967 % |
4,557 % |
3,361 % |
3,267 % |
|
129 |
2,974 % |
3,466 % |
2,972 % |
4,557 % |
3,363 % |
3,270 % |
|
130 |
2,979 % |
3,467 % |
2,977 % |
4,556 % |
3,365 % |
3,273 % |
|
131 |
2,983 % |
3,468 % |
2,982 % |
4,556 % |
3,367 % |
3,275 % |
|
132 |
2,988 % |
3,469 % |
2,986 % |
4,556 % |
3,369 % |
3,278 % |
|
133 |
2,993 % |
3,470 % |
2,991 % |
4,555 % |
3,370 % |
3,280 % |
|
134 |
2,997 % |
3,471 % |
2,995 % |
4,555 % |
3,372 % |
3,282 % |
|
135 |
3,002 % |
3,472 % |
3,000 % |
4,554 % |
3,374 % |
3,285 % |
|
136 |
3,006 % |
3,473 % |
3,004 % |
4,554 % |
3,375 % |
3,287 % |
|
137 |
3,010 % |
3,474 % |
3,009 % |
4,554 % |
3,377 % |
3,289 % |
|
138 |
3,015 % |
3,475 % |
3,013 % |
4,553 % |
3,379 % |
3,292 % |
|
139 |
3,019 % |
3,476 % |
3,017 % |
4,553 % |
3,380 % |
3,294 % |
|
140 |
3,023 % |
3,477 % |
3,021 % |
4,552 % |
3,382 % |
3,296 % |
|
141 |
3,027 % |
3,478 % |
3,025 % |
4,552 % |
3,383 % |
3,298 % |
|
142 |
3,031 % |
3,479 % |
3,029 % |
4,552 % |
3,385 % |
3,300 % |
|
143 |
3,035 % |
3,479 % |
3,033 % |
4,551 % |
3,386 % |
3,302 % |
|
144 |
3,039 % |
3,480 % |
3,037 % |
4,551 % |
3,388 % |
3,304 % |
|
145 |
3,043 % |
3,481 % |
3,041 % |
4,551 % |
3,389 % |
3,306 % |
|
146 |
3,047 % |
3,482 % |
3,045 % |
4,550 % |
3,391 % |
3,308 % |
|
147 |
3,050 % |
3,483 % |
3,049 % |
4,550 % |
3,392 % |
3,310 % |
|
148 |
3,054 % |
3,483 % |
3,052 % |
4,550 % |
3,394 % |
3,312 % |
|
149 |
3,058 % |
3,484 % |
3,056 % |
4,549 % |
3,395 % |
3,314 % |
|
150 |
3,061 % |
3,485 % |
3,060 % |
4,549 % |
3,396 % |
3,316 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
-0,635 % |
0,781 % |
3,931 % |
2,656 % |
3,130 % |
1,140 % |
|
2 |
-0,445 % |
1,103 % |
4,342 % |
3,379 % |
3,371 % |
1,519 % |
|
3 |
-0,296 % |
1,203 % |
4,520 % |
3,603 % |
3,547 % |
1,689 % |
|
4 |
-0,196 % |
1,213 % |
4,608 % |
3,702 % |
3,671 % |
1,755 % |
|
5 |
-0,134 % |
1,196 % |
4,680 % |
3,734 % |
3,774 % |
1,778 % |
|
6 |
-0,076 % |
1,168 % |
4,753 % |
3,718 % |
3,866 % |
1,781 % |
|
7 |
-0,020 % |
1,140 % |
4,827 % |
3,676 % |
3,945 % |
1,778 % |
|
8 |
0,037 % |
1,123 % |
4,906 % |
3,630 % |
4,006 % |
1,779 % |
|
9 |
0,097 % |
1,115 % |
4,990 % |
3,596 % |
4,048 % |
1,789 % |
|
10 |
0,155 % |
1,111 % |
5,069 % |
3,574 % |
4,076 % |
1,809 % |
|
11 |
0,201 % |
1,107 % |
5,122 % |
3,556 % |
4,093 % |
1,840 % |
|
12 |
0,250 % |
1,103 % |
5,151 % |
3,543 % |
4,104 % |
1,879 % |
|
13 |
0,295 % |
1,097 % |
5,162 % |
3,533 % |
4,109 % |
1,921 % |
|
14 |
0,328 % |
1,090 % |
5,161 % |
3,525 % |
4,110 % |
1,966 % |
|
15 |
0,348 % |
1,082 % |
5,151 % |
3,519 % |
4,109 % |
2,012 % |
|
16 |
0,354 % |
1,072 % |
5,133 % |
3,514 % |
4,105 % |
2,059 % |
|
17 |
0,356 % |
1,063 % |
5,111 % |
3,511 % |
4,099 % |
2,104 % |
|
18 |
0,362 % |
1,056 % |
5,085 % |
3,508 % |
4,093 % |
2,149 % |
|
19 |
0,377 % |
1,051 % |
5,056 % |
3,506 % |
4,085 % |
2,193 % |
|
20 |
0,405 % |
1,050 % |
5,025 % |
3,504 % |
4,077 % |
2,235 % |
|
21 |
0,447 % |
1,052 % |
4,994 % |
3,503 % |
4,068 % |
2,276 % |
|
22 |
0,500 % |
1,055 % |
4,962 % |
3,503 % |
4,060 % |
2,315 % |
|
23 |
0,561 % |
1,059 % |
4,930 % |
3,503 % |
4,050 % |
2,353 % |
|
24 |
0,625 % |
1,060 % |
4,897 % |
3,503 % |
4,041 % |
2,389 % |
|
25 |
0,693 % |
1,060 % |
4,865 % |
3,503 % |
4,032 % |
2,424 % |
|
26 |
0,762 % |
1,056 % |
4,834 % |
3,503 % |
4,023 % |
2,457 % |
|
27 |
0,831 % |
1,048 % |
4,803 % |
3,504 % |
4,014 % |
2,489 % |
|
28 |
0,900 % |
1,035 % |
4,773 % |
3,505 % |
4,005 % |
2,520 % |
|
29 |
0,967 % |
1,018 % |
4,744 % |
3,506 % |
3,996 % |
2,549 % |
|
30 |
1,034 % |
0,995 % |
4,716 % |
3,507 % |
3,988 % |
2,577 % |
|
31 |
1,098 % |
0,967 % |
4,688 % |
3,508 % |
3,979 % |
2,604 % |
|
32 |
1,161 % |
0,936 % |
4,661 % |
3,509 % |
3,971 % |
2,630 % |
|
33 |
1,222 % |
0,905 % |
4,636 % |
3,510 % |
3,963 % |
2,655 % |
|
34 |
1,280 % |
0,874 % |
4,611 % |
3,511 % |
3,955 % |
2,678 % |
|
35 |
1,337 % |
0,846 % |
4,587 % |
3,512 % |
3,948 % |
2,701 % |
|
36 |
1,392 % |
0,820 % |
4,563 % |
3,513 % |
3,941 % |
2,723 % |
|
37 |
1,444 % |
0,797 % |
4,541 % |
3,514 % |
3,933 % |
2,744 % |
|
38 |
1,495 % |
0,778 % |
4,519 % |
3,516 % |
3,927 % |
2,764 % |
|
39 |
1,544 % |
0,763 % |
4,499 % |
3,517 % |
3,920 % |
2,783 % |
|
40 |
1,591 % |
0,751 % |
4,479 % |
3,518 % |
3,913 % |
2,801 % |
|
41 |
1,636 % |
0,743 % |
4,459 % |
3,519 % |
3,907 % |
2,819 % |
|
42 |
1,680 % |
0,738 % |
4,441 % |
3,520 % |
3,901 % |
2,836 % |
|
43 |
1,721 % |
0,737 % |
4,423 % |
3,521 % |
3,895 % |
2,852 % |
|
44 |
1,762 % |
0,739 % |
4,405 % |
3,523 % |
3,889 % |
2,868 % |
|
45 |
1,800 % |
0,745 % |
4,389 % |
3,524 % |
3,884 % |
2,883 % |
|
46 |
1,838 % |
0,754 % |
4,373 % |
3,525 % |
3,878 % |
2,898 % |
|
47 |
1,873 % |
0,767 % |
4,357 % |
3,526 % |
3,873 % |
2,912 % |
|
48 |
1,908 % |
0,782 % |
4,342 % |
3,527 % |
3,868 % |
2,926 % |
|
49 |
1,941 % |
0,801 % |
4,328 % |
3,528 % |
3,863 % |
2,939 % |
|
50 |
1,973 % |
0,823 % |
4,314 % |
3,529 % |
3,858 % |
2,951 % |
|
51 |
2,004 % |
0,849 % |
4,300 % |
3,530 % |
3,854 % |
2,963 % |
|
52 |
2,034 % |
0,877 % |
4,287 % |
3,531 % |
3,849 % |
2,975 % |
|
53 |
2,063 % |
0,907 % |
4,275 % |
3,532 % |
3,845 % |
2,987 % |
|
54 |
2,091 % |
0,938 % |
4,263 % |
3,533 % |
3,841 % |
2,997 % |
|
55 |
2,118 % |
0,970 % |
4,251 % |
3,534 % |
3,837 % |
3,008 % |
|
56 |
2,144 % |
1,003 % |
4,239 % |
3,535 % |
3,833 % |
3,018 % |
|
57 |
2,169 % |
1,037 % |
4,228 % |
3,536 % |
3,829 % |
3,028 % |
|
58 |
2,193 % |
1,071 % |
4,218 % |
3,537 % |
3,825 % |
3,038 % |
|
59 |
2,216 % |
1,104 % |
4,208 % |
3,538 % |
3,821 % |
3,047 % |
|
60 |
2,239 % |
1,138 % |
4,198 % |
3,539 % |
3,818 % |
3,056 % |
|
61 |
2,261 % |
1,171 % |
4,188 % |
3,539 % |
3,815 % |
3,065 % |
|
62 |
2,282 % |
1,205 % |
4,179 % |
3,540 % |
3,811 % |
3,073 % |
|
63 |
2,303 % |
1,237 % |
4,169 % |
3,541 % |
3,808 % |
3,082 % |
|
64 |
2,323 % |
1,270 % |
4,161 % |
3,542 % |
3,805 % |
3,090 % |
|
65 |
2,343 % |
1,301 % |
4,152 % |
3,543 % |
3,802 % |
3,097 % |
|
66 |
2,361 % |
1,333 % |
4,144 % |
3,543 % |
3,799 % |
3,105 % |
|
67 |
2,380 % |
1,363 % |
4,136 % |
3,544 % |
3,796 % |
3,112 % |
|
68 |
2,398 % |
1,394 % |
4,128 % |
3,545 % |
3,793 % |
3,119 % |
|
69 |
2,415 % |
1,423 % |
4,120 % |
3,546 % |
3,790 % |
3,126 % |
|
70 |
2,432 % |
1,452 % |
4,113 % |
3,546 % |
3,788 % |
3,133 % |
|
71 |
2,448 % |
1,480 % |
4,106 % |
3,547 % |
3,785 % |
3,139 % |
|
72 |
2,464 % |
1,508 % |
4,099 % |
3,548 % |
3,783 % |
3,146 % |
|
73 |
2,479 % |
1,535 % |
4,092 % |
3,548 % |
3,780 % |
3,152 % |
|
74 |
2,494 % |
1,562 % |
4,085 % |
3,549 % |
3,778 % |
3,158 % |
|
75 |
2,509 % |
1,588 % |
4,079 % |
3,549 % |
3,775 % |
3,164 % |
|
76 |
2,523 % |
1,613 % |
4,073 % |
3,550 % |
3,773 % |
3,169 % |
|
77 |
2,537 % |
1,638 % |
4,066 % |
3,551 % |
3,771 % |
3,175 % |
|
78 |
2,551 % |
1,662 % |
4,060 % |
3,551 % |
3,769 % |
3,180 % |
|
79 |
2,564 % |
1,686 % |
4,055 % |
3,552 % |
3,767 % |
3,186 % |
|
80 |
2,577 % |
1,710 % |
4,049 % |
3,552 % |
3,765 % |
3,191 % |
|
81 |
2,589 % |
1,732 % |
4,043 % |
3,553 % |
3,763 % |
3,196 % |
|
82 |
2,602 % |
1,754 % |
4,038 % |
3,553 % |
3,761 % |
3,201 % |
|
83 |
2,614 % |
1,776 % |
4,033 % |
3,554 % |
3,759 % |
3,205 % |
|
84 |
2,625 % |
1,797 % |
4,028 % |
3,555 % |
3,757 % |
3,210 % |
|
85 |
2,637 % |
1,818 % |
4,022 % |
3,555 % |
3,755 % |
3,215 % |
|
86 |
2,648 % |
1,839 % |
4,018 % |
3,556 % |
3,753 % |
3,219 % |
|
87 |
2,659 % |
1,858 % |
4,013 % |
3,556 % |
3,752 % |
3,224 % |
|
88 |
2,669 % |
1,878 % |
4,008 % |
3,556 % |
3,750 % |
3,228 % |
|
89 |
2,680 % |
1,897 % |
4,003 % |
3,557 % |
3,748 % |
3,232 % |
|
90 |
2,690 % |
1,916 % |
3,999 % |
3,557 % |
3,746 % |
3,236 % |
|
91 |
2,700 % |
1,934 % |
3,995 % |
3,558 % |
3,745 % |
3,240 % |
|
92 |
2,710 % |
1,952 % |
3,990 % |
3,558 % |
3,743 % |
3,244 % |
|
93 |
2,719 % |
1,969 % |
3,986 % |
3,559 % |
3,742 % |
3,248 % |
|
94 |
2,728 % |
1,986 % |
3,982 % |
3,559 % |
3,740 % |
3,251 % |
|
95 |
2,738 % |
2,003 % |
3,978 % |
3,560 % |
3,739 % |
3,255 % |
|
96 |
2,747 % |
2,020 % |
3,974 % |
3,560 % |
3,737 % |
3,259 % |
|
97 |
2,755 % |
2,036 % |
3,970 % |
3,560 % |
3,736 % |
3,262 % |
|
98 |
2,764 % |
2,052 % |
3,966 % |
3,561 % |
3,735 % |
3,266 % |
|
99 |
2,772 % |
2,067 % |
3,963 % |
3,561 % |
3,733 % |
3,269 % |
|
100 |
2,781 % |
2,082 % |
3,959 % |
3,562 % |
3,732 % |
3,272 % |
|
101 |
2,789 % |
2,097 % |
3,955 % |
3,562 % |
3,731 % |
3,276 % |
|
102 |
2,797 % |
2,112 % |
3,952 % |
3,562 % |
3,729 % |
3,279 % |
|
103 |
2,804 % |
2,126 % |
3,949 % |
3,563 % |
3,728 % |
3,282 % |
|
104 |
2,812 % |
2,140 % |
3,945 % |
3,563 % |
3,727 % |
3,285 % |
|
105 |
2,819 % |
2,154 % |
3,942 % |
3,563 % |
3,726 % |
3,288 % |
|
106 |
2,827 % |
2,167 % |
3,939 % |
3,564 % |
3,724 % |
3,291 % |
|
107 |
2,834 % |
2,181 % |
3,936 % |
3,564 % |
3,723 % |
3,294 % |
|
108 |
2,841 % |
2,194 % |
3,932 % |
3,564 % |
3,722 % |
3,297 % |
|
109 |
2,848 % |
2,207 % |
3,929 % |
3,565 % |
3,721 % |
3,299 % |
|
110 |
2,855 % |
2,219 % |
3,926 % |
3,565 % |
3,720 % |
3,302 % |
|
111 |
2,861 % |
2,231 % |
3,923 % |
3,565 % |
3,719 % |
3,305 % |
|
112 |
2,868 % |
2,244 % |
3,921 % |
3,566 % |
3,718 % |
3,307 % |
|
113 |
2,874 % |
2,256 % |
3,918 % |
3,566 % |
3,717 % |
3,310 % |
|
114 |
2,881 % |
2,267 % |
3,915 % |
3,566 % |
3,716 % |
3,312 % |
|
115 |
2,887 % |
2,279 % |
3,912 % |
3,566 % |
3,715 % |
3,315 % |
|
116 |
2,893 % |
2,290 % |
3,909 % |
3,567 % |
3,714 % |
3,317 % |
|
117 |
2,899 % |
2,301 % |
3,907 % |
3,567 % |
3,713 % |
3,320 % |
|
118 |
2,905 % |
2,312 % |
3,904 % |
3,567 % |
3,712 % |
3,322 % |
|
119 |
2,911 % |
2,323 % |
3,902 % |
3,568 % |
3,711 % |
3,325 % |
|
120 |
2,917 % |
2,333 % |
3,899 % |
3,568 % |
3,710 % |
3,327 % |
|
121 |
2,922 % |
2,344 % |
3,897 % |
3,568 % |
3,709 % |
3,329 % |
|
122 |
2,928 % |
2,354 % |
3,894 % |
3,568 % |
3,708 % |
3,331 % |
|
123 |
2,933 % |
2,364 % |
3,892 % |
3,569 % |
3,707 % |
3,334 % |
|
124 |
2,939 % |
2,374 % |
3,889 % |
3,569 % |
3,706 % |
3,336 % |
|
125 |
2,944 % |
2,384 % |
3,887 % |
3,569 % |
3,706 % |
3,338 % |
|
126 |
2,949 % |
2,393 % |
3,885 % |
3,569 % |
3,705 % |
3,340 % |
|
127 |
2,954 % |
2,403 % |
3,883 % |
3,570 % |
3,704 % |
3,342 % |
|
128 |
2,959 % |
2,412 % |
3,880 % |
3,570 % |
3,703 % |
3,344 % |
|
129 |
2,964 % |
2,421 % |
3,878 % |
3,570 % |
3,702 % |
3,346 % |
|
130 |
2,969 % |
2,430 % |
3,876 % |
3,570 % |
3,701 % |
3,348 % |
|
131 |
2,974 % |
2,439 % |
3,874 % |
3,571 % |
3,701 % |
3,350 % |
|
132 |
2,979 % |
2,448 % |
3,872 % |
3,571 % |
3,700 % |
3,352 % |
|
133 |
2,983 % |
2,457 % |
3,870 % |
3,571 % |
3,699 % |
3,354 % |
|
134 |
2,988 % |
2,465 % |
3,868 % |
3,571 % |
3,698 % |
3,355 % |
|
135 |
2,992 % |
2,473 % |
3,866 % |
3,571 % |
3,698 % |
3,357 % |
|
136 |
2,997 % |
2,482 % |
3,864 % |
3,572 % |
3,697 % |
3,359 % |
|
137 |
3,001 % |
2,490 % |
3,862 % |
3,572 % |
3,696 % |
3,361 % |
|
138 |
3,006 % |
2,498 % |
3,860 % |
3,572 % |
3,696 % |
3,362 % |
|
139 |
3,010 % |
2,506 % |
3,858 % |
3,572 % |
3,695 % |
3,364 % |
|
140 |
3,014 % |
2,513 % |
3,856 % |
3,572 % |
3,694 % |
3,366 % |
|
141 |
3,018 % |
2,521 % |
3,855 % |
3,573 % |
3,694 % |
3,367 % |
|
142 |
3,022 % |
2,529 % |
3,853 % |
3,573 % |
3,693 % |
3,369 % |
|
143 |
3,026 % |
2,536 % |
3,851 % |
3,573 % |
3,692 % |
3,371 % |
|
144 |
3,030 % |
2,543 % |
3,849 % |
3,573 % |
3,692 % |
3,372 % |
|
145 |
3,034 % |
2,551 % |
3,847 % |
3,573 % |
3,691 % |
3,374 % |
|
146 |
3,038 % |
2,558 % |
3,846 % |
3,574 % |
3,690 % |
3,375 % |
|
147 |
3,042 % |
2,565 % |
3,844 % |
3,574 % |
3,690 % |
3,377 % |
|
148 |
3,046 % |
2,572 % |
3,842 % |
3,574 % |
3,689 % |
3,378 % |
|
149 |
3,049 % |
2,579 % |
3,841 % |
3,574 % |
3,689 % |
3,380 % |
|
150 |
3,053 % |
2,585 % |
3,839 % |
3,574 % |
3,688 % |
3,381 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,802 % |
0,359 % |
0,361 % |
1,210 % |
4,625 % |
4,195 % |
|
2 |
-0,588 % |
0,884 % |
0,555 % |
1,403 % |
5,059 % |
5,619 % |
|
3 |
-0,482 % |
1,259 % |
0,776 % |
1,622 % |
5,298 % |
6,615 % |
|
4 |
-0,408 % |
1,459 % |
0,983 % |
1,691 % |
5,416 % |
7,232 % |
|
5 |
-0,331 % |
1,582 % |
1,171 % |
1,686 % |
5,478 % |
7,604 % |
|
6 |
-0,244 % |
1,679 % |
1,340 % |
1,699 % |
5,511 % |
7,831 % |
|
7 |
-0,161 % |
1,762 % |
1,494 % |
1,733 % |
5,534 % |
7,970 % |
|
8 |
-0,091 % |
1,825 % |
1,642 % |
1,778 % |
5,555 % |
8,074 % |
|
9 |
-0,040 % |
1,872 % |
1,783 % |
1,822 % |
5,573 % |
8,139 % |
|
10 |
-0,010 % |
1,918 % |
1,920 % |
1,854 % |
5,583 % |
8,182 % |
|
11 |
0,001 % |
1,958 % |
2,055 % |
1,872 % |
5,583 % |
8,191 % |
|
12 |
-0,001 % |
1,992 % |
2,188 % |
1,879 % |
5,576 % |
8,171 % |
|
13 |
-0,008 % |
2,019 % |
2,318 % |
1,880 % |
5,563 % |
8,130 % |
|
14 |
-0,018 % |
2,042 % |
2,439 % |
1,877 % |
5,547 % |
8,073 % |
|
15 |
-0,026 % |
2,059 % |
2,549 % |
1,874 % |
5,528 % |
8,006 % |
|
16 |
-0,033 % |
2,070 % |
2,643 % |
1,870 % |
5,508 % |
7,931 % |
|
17 |
-0,036 % |
2,078 % |
2,724 % |
1,867 % |
5,486 % |
7,851 % |
|
18 |
-0,034 % |
2,082 % |
2,795 % |
1,866 % |
5,464 % |
7,768 % |
|
19 |
-0,029 % |
2,082 % |
2,856 % |
1,866 % |
5,441 % |
7,684 % |
|
20 |
-0,018 % |
2,080 % |
2,910 % |
1,868 % |
5,418 % |
7,599 % |
|
21 |
-0,003 % |
2,075 % |
2,957 % |
1,872 % |
5,395 % |
7,514 % |
|
22 |
0,017 % |
2,067 % |
2,999 % |
1,878 % |
5,373 % |
7,431 % |
|
23 |
0,042 % |
2,056 % |
3,036 % |
1,887 % |
5,351 % |
7,349 % |
|
24 |
0,072 % |
2,042 % |
3,070 % |
1,897 % |
5,330 % |
7,269 % |
|
25 |
0,107 % |
2,024 % |
3,100 % |
1,909 % |
5,309 % |
7,192 % |
|
26 |
0,147 % |
2,004 % |
3,127 % |
1,924 % |
5,288 % |
7,116 % |
|
27 |
0,191 % |
1,983 % |
3,151 % |
1,940 % |
5,268 % |
7,043 % |
|
28 |
0,237 % |
1,965 % |
3,173 % |
1,958 % |
5,249 % |
6,973 % |
|
29 |
0,285 % |
1,953 % |
3,193 % |
1,978 % |
5,231 % |
6,905 % |
|
30 |
0,334 % |
1,947 % |
3,211 % |
2,000 % |
5,213 % |
6,840 % |
|
31 |
0,382 % |
1,949 % |
3,228 % |
2,024 % |
5,195 % |
6,777 % |
|
32 |
0,431 % |
1,957 % |
3,243 % |
2,050 % |
5,178 % |
6,717 % |
|
33 |
0,479 % |
1,970 % |
3,258 % |
2,076 % |
5,162 % |
6,659 % |
|
34 |
0,526 % |
1,986 % |
3,271 % |
2,103 % |
5,147 % |
6,603 % |
|
35 |
0,572 % |
2,006 % |
3,283 % |
2,131 % |
5,131 % |
6,550 % |
|
36 |
0,617 % |
2,027 % |
3,294 % |
2,158 % |
5,117 % |
6,499 % |
|
37 |
0,661 % |
2,051 % |
3,304 % |
2,185 % |
5,103 % |
6,450 % |
|
38 |
0,704 % |
2,075 % |
3,314 % |
2,212 % |
5,089 % |
6,402 % |
|
39 |
0,745 % |
2,100 % |
3,323 % |
2,239 % |
5,076 % |
6,357 % |
|
40 |
0,785 % |
2,125 % |
3,331 % |
2,265 % |
5,064 % |
6,314 % |
|
41 |
0,824 % |
2,151 % |
3,339 % |
2,291 % |
5,052 % |
6,272 % |
|
42 |
0,862 % |
2,176 % |
3,347 % |
2,316 % |
5,040 % |
6,232 % |
|
43 |
0,898 % |
2,201 % |
3,354 % |
2,341 % |
5,029 % |
6,194 % |
|
44 |
0,933 % |
2,227 % |
3,360 % |
2,365 % |
5,018 % |
6,157 % |
|
45 |
0,967 % |
2,251 % |
3,367 % |
2,389 % |
5,007 % |
6,121 % |
|
46 |
1,000 % |
2,276 % |
3,372 % |
2,412 % |
4,997 % |
6,087 % |
|
47 |
1,031 % |
2,299 % |
3,378 % |
2,434 % |
4,987 % |
6,055 % |
|
48 |
1,062 % |
2,323 % |
3,383 % |
2,455 % |
4,978 % |
6,023 % |
|
49 |
1,092 % |
2,346 % |
3,388 % |
2,476 % |
4,969 % |
5,993 % |
|
50 |
1,120 % |
2,368 % |
3,393 % |
2,497 % |
4,960 % |
5,963 % |
|
51 |
1,148 % |
2,390 % |
3,397 % |
2,517 % |
4,951 % |
5,935 % |
|
52 |
1,175 % |
2,411 % |
3,402 % |
2,536 % |
4,943 % |
5,908 % |
|
53 |
1,200 % |
2,431 % |
3,406 % |
2,554 % |
4,935 % |
5,882 % |
|
54 |
1,225 % |
2,451 % |
3,410 % |
2,572 % |
4,927 % |
5,856 % |
|
55 |
1,250 % |
2,471 % |
3,414 % |
2,590 % |
4,920 % |
5,832 % |
|
56 |
1,273 % |
2,490 % |
3,417 % |
2,607 % |
4,913 % |
5,808 % |
|
57 |
1,296 % |
2,508 % |
3,421 % |
2,624 % |
4,906 % |
5,786 % |
|
58 |
1,317 % |
2,526 % |
3,424 % |
2,640 % |
4,899 % |
5,763 % |
|
59 |
1,339 % |
2,543 % |
3,427 % |
2,655 % |
4,892 % |
5,742 % |
|
60 |
1,359 % |
2,560 % |
3,430 % |
2,670 % |
4,886 % |
5,722 % |
|
61 |
1,379 % |
2,577 % |
3,433 % |
2,685 % |
4,880 % |
5,702 % |
|
62 |
1,399 % |
2,593 % |
3,436 % |
2,699 % |
4,874 % |
5,682 % |
|
63 |
1,417 % |
2,608 % |
3,439 % |
2,713 % |
4,868 % |
5,663 % |
|
64 |
1,435 % |
2,623 % |
3,441 % |
2,727 % |
4,862 % |
5,645 % |
|
65 |
1,453 % |
2,638 % |
3,444 % |
2,740 % |
4,857 % |
5,628 % |
|
66 |
1,470 % |
2,652 % |
3,446 % |
2,753 % |
4,852 % |
5,611 % |
|
67 |
1,487 % |
2,666 % |
3,449 % |
2,765 % |
4,846 % |
5,594 % |
|
68 |
1,503 % |
2,679 % |
3,451 % |
2,777 % |
4,841 % |
5,578 % |
|
69 |
1,519 % |
2,692 % |
3,453 % |
2,789 % |
4,837 % |
5,562 % |
|
70 |
1,534 % |
2,705 % |
3,455 % |
2,800 % |
4,832 % |
5,547 % |
|
71 |
1,549 % |
2,718 % |
3,457 % |
2,811 % |
4,827 % |
5,532 % |
|
72 |
1,563 % |
2,730 % |
3,460 % |
2,822 % |
4,823 % |
5,518 % |
|
73 |
1,577 % |
2,742 % |
3,461 % |
2,832 % |
4,818 % |
5,504 % |
|
74 |
1,591 % |
2,753 % |
3,463 % |
2,843 % |
4,814 % |
5,490 % |
|
75 |
1,604 % |
2,764 % |
3,465 % |
2,853 % |
4,810 % |
5,477 % |
|
76 |
1,617 % |
2,775 % |
3,467 % |
2,862 % |
4,806 % |
5,464 % |
|
77 |
1,630 % |
2,786 % |
3,469 % |
2,872 % |
4,802 % |
5,452 % |
|
78 |
1,643 % |
2,796 % |
3,471 % |
2,881 % |
4,798 % |
5,439 % |
|
79 |
1,655 % |
2,806 % |
3,472 % |
2,890 % |
4,794 % |
5,427 % |
|
80 |
1,666 % |
2,816 % |
3,474 % |
2,899 % |
4,791 % |
5,416 % |
|
81 |
1,678 % |
2,826 % |
3,475 % |
2,907 % |
4,787 % |
5,404 % |
|
82 |
1,689 % |
2,835 % |
3,477 % |
2,916 % |
4,783 % |
5,393 % |
|
83 |
1,700 % |
2,844 % |
3,478 % |
2,924 % |
4,780 % |
5,383 % |
|
84 |
1,710 % |
2,853 % |
3,480 % |
2,932 % |
4,777 % |
5,372 % |
|
85 |
1,721 % |
2,862 % |
3,481 % |
2,940 % |
4,774 % |
5,362 % |
|
86 |
1,731 % |
2,870 % |
3,483 % |
2,947 % |
4,770 % |
5,352 % |
|
87 |
1,741 % |
2,879 % |
3,484 % |
2,955 % |
4,767 % |
5,342 % |
|
88 |
1,751 % |
2,887 % |
3,485 % |
2,962 % |
4,764 % |
5,332 % |
|
89 |
1,760 % |
2,895 % |
3,487 % |
2,969 % |
4,761 % |
5,323 % |
|
90 |
1,770 % |
2,903 % |
3,488 % |
2,976 % |
4,758 % |
5,314 % |
|
91 |
1,779 % |
2,910 % |
3,489 % |
2,983 % |
4,756 % |
5,305 % |
|
92 |
1,787 % |
2,918 % |
3,490 % |
2,990 % |
4,753 % |
5,296 % |
|
93 |
1,796 % |
2,925 % |
3,492 % |
2,996 % |
4,750 % |
5,287 % |
|
94 |
1,805 % |
2,932 % |
3,493 % |
3,003 % |
4,747 % |
5,279 % |
|
95 |
1,813 % |
2,939 % |
3,494 % |
3,009 % |
4,745 % |
5,271 % |
|
96 |
1,821 % |
2,946 % |
3,495 % |
3,015 % |
4,742 % |
5,263 % |
|
97 |
1,829 % |
2,953 % |
3,496 % |
3,021 % |
4,740 % |
5,255 % |
|
98 |
1,837 % |
2,959 % |
3,497 % |
3,027 % |
4,737 % |
5,247 % |
|
99 |
1,845 % |
2,966 % |
3,498 % |
3,033 % |
4,735 % |
5,239 % |
|
100 |
1,852 % |
2,972 % |
3,499 % |
3,038 % |
4,733 % |
5,232 % |
|
101 |
1,860 % |
2,978 % |
3,500 % |
3,044 % |
4,730 % |
5,225 % |
|
102 |
1,867 % |
2,984 % |
3,501 % |
3,049 % |
4,728 % |
5,218 % |
|
103 |
1,874 % |
2,990 % |
3,502 % |
3,055 % |
4,726 % |
5,211 % |
|
104 |
1,881 % |
2,996 % |
3,503 % |
3,060 % |
4,724 % |
5,204 % |
|
105 |
1,888 % |
3,002 % |
3,504 % |
3,065 % |
4,721 % |
5,197 % |
|
106 |
1,894 % |
3,007 % |
3,505 % |
3,070 % |
4,719 % |
5,190 % |
|
107 |
1,901 % |
3,013 % |
3,506 % |
3,075 % |
4,717 % |
5,184 % |
|
108 |
1,907 % |
3,018 % |
3,507 % |
3,080 % |
4,715 % |
5,178 % |
|
109 |
1,914 % |
3,024 % |
3,508 % |
3,085 % |
4,713 % |
5,171 % |
|
110 |
1,920 % |
3,029 % |
3,508 % |
3,089 % |
4,711 % |
5,165 % |
|
111 |
1,926 % |
3,034 % |
3,509 % |
3,094 % |
4,709 % |
5,159 % |
|
112 |
1,932 % |
3,039 % |
3,510 % |
3,098 % |
4,708 % |
5,153 % |
|
113 |
1,938 % |
3,044 % |
3,511 % |
3,103 % |
4,706 % |
5,148 % |
|
114 |
1,944 % |
3,049 % |
3,512 % |
3,107 % |
4,704 % |
5,142 % |
|
115 |
1,949 % |
3,054 % |
3,512 % |
3,112 % |
4,702 % |
5,136 % |
|
116 |
1,955 % |
3,058 % |
3,513 % |
3,116 % |
4,700 % |
5,131 % |
|
117 |
1,961 % |
3,063 % |
3,514 % |
3,120 % |
4,699 % |
5,125 % |
|
118 |
1,966 % |
3,068 % |
3,515 % |
3,124 % |
4,697 % |
5,120 % |
|
119 |
1,971 % |
3,072 % |
3,515 % |
3,128 % |
4,695 % |
5,115 % |
|
120 |
1,976 % |
3,076 % |
3,516 % |
3,132 % |
4,694 % |
5,110 % |
|
121 |
1,982 % |
3,081 % |
3,517 % |
3,136 % |
4,692 % |
5,105 % |
|
122 |
1,987 % |
3,085 % |
3,517 % |
3,139 % |
4,691 % |
5,100 % |
|
123 |
1,992 % |
3,089 % |
3,518 % |
3,143 % |
4,689 % |
5,095 % |
|
124 |
1,997 % |
3,093 % |
3,519 % |
3,147 % |
4,687 % |
5,090 % |
|
125 |
2,001 % |
3,097 % |
3,519 % |
3,150 % |
4,686 % |
5,085 % |
|
126 |
2,006 % |
3,101 % |
3,520 % |
3,154 % |
4,685 % |
5,081 % |
|
127 |
2,011 % |
3,105 % |
3,521 % |
3,158 % |
4,683 % |
5,076 % |
|
128 |
2,015 % |
3,109 % |
3,521 % |
3,161 % |
4,682 % |
5,071 % |
|
129 |
2,020 % |
3,113 % |
3,522 % |
3,164 % |
4,680 % |
5,067 % |
|
130 |
2,024 % |
3,117 % |
3,522 % |
3,168 % |
4,679 % |
5,063 % |
|
131 |
2,029 % |
3,120 % |
3,523 % |
3,171 % |
4,677 % |
5,058 % |
|
132 |
2,033 % |
3,124 % |
3,524 % |
3,174 % |
4,676 % |
5,054 % |
|
133 |
2,037 % |
3,127 % |
3,524 % |
3,177 % |
4,675 % |
5,050 % |
|
134 |
2,041 % |
3,131 % |
3,525 % |
3,181 % |
4,673 % |
5,046 % |
|
135 |
2,046 % |
3,134 % |
3,525 % |
3,184 % |
4,672 % |
5,042 % |
|
136 |
2,050 % |
3,138 % |
3,526 % |
3,187 % |
4,671 % |
5,038 % |
|
137 |
2,054 % |
3,141 % |
3,526 % |
3,190 % |
4,670 % |
5,034 % |
|
138 |
2,058 % |
3,145 % |
3,527 % |
3,193 % |
4,668 % |
5,030 % |
|
139 |
2,061 % |
3,148 % |
3,528 % |
3,196 % |
4,667 % |
5,026 % |
|
140 |
2,065 % |
3,151 % |
3,528 % |
3,199 % |
4,666 % |
5,022 % |
|
141 |
2,069 % |
3,154 % |
3,529 % |
3,201 % |
4,665 % |
5,019 % |
|
142 |
2,073 % |
3,157 % |
3,529 % |
3,204 % |
4,664 % |
5,015 % |
|
143 |
2,076 % |
3,160 % |
3,530 % |
3,207 % |
4,663 % |
5,011 % |
|
144 |
2,080 % |
3,164 % |
3,530 % |
3,210 % |
4,661 % |
5,008 % |
|
145 |
2,084 % |
3,167 % |
3,531 % |
3,212 % |
4,660 % |
5,004 % |
|
146 |
2,087 % |
3,169 % |
3,531 % |
3,215 % |
4,659 % |
5,001 % |
|
147 |
2,091 % |
3,172 % |
3,531 % |
3,218 % |
4,658 % |
4,997 % |
|
148 |
2,094 % |
3,175 % |
3,532 % |
3,220 % |
4,657 % |
4,994 % |
|
149 |
2,098 % |
3,178 % |
3,532 % |
3,223 % |
4,656 % |
4,991 % |
|
150 |
2,101 % |
3,181 % |
3,533 % |
3,225 % |
4,655 % |
4,987 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,421 % |
4,214 % |
6,851 % |
0,324 % |
1,649 % |
4,498 % |
|
2 |
0,825 % |
4,815 % |
7,281 % |
0,357 % |
2,086 % |
5,254 % |
|
3 |
1,048 % |
5,271 % |
7,355 % |
0,389 % |
2,338 % |
5,677 % |
|
4 |
1,166 % |
5,644 % |
7,362 % |
0,419 % |
2,436 % |
6,007 % |
|
5 |
1,242 % |
5,925 % |
7,353 % |
0,448 % |
2,476 % |
6,323 % |
|
6 |
1,301 % |
6,144 % |
7,355 % |
0,477 % |
2,501 % |
6,636 % |
|
7 |
1,350 % |
6,318 % |
7,371 % |
0,505 % |
2,522 % |
6,937 % |
|
8 |
1,391 % |
6,459 % |
7,402 % |
0,531 % |
2,537 % |
7,215 % |
|
9 |
1,428 % |
6,578 % |
7,448 % |
0,557 % |
2,550 % |
7,467 % |
|
10 |
1,460 % |
6,687 % |
7,511 % |
0,581 % |
2,569 % |
7,691 % |
|
11 |
1,490 % |
6,766 % |
7,589 % |
0,626 % |
2,580 % |
7,886 % |
|
12 |
1,519 % |
6,817 % |
7,676 % |
0,689 % |
2,584 % |
8,051 % |
|
13 |
1,550 % |
6,846 % |
7,764 % |
0,762 % |
2,585 % |
8,186 % |
|
14 |
1,584 % |
6,861 % |
7,849 % |
0,841 % |
2,585 % |
8,291 % |
|
15 |
1,623 % |
6,864 % |
7,928 % |
0,922 % |
2,585 % |
8,364 % |
|
16 |
1,666 % |
6,859 % |
7,996 % |
1,004 % |
2,585 % |
8,406 % |
|
17 |
1,713 % |
6,847 % |
8,053 % |
1,086 % |
2,588 % |
8,422 % |
|
18 |
1,761 % |
6,830 % |
8,095 % |
1,165 % |
2,593 % |
8,418 % |
|
19 |
1,810 % |
6,810 % |
8,121 % |
1,243 % |
2,600 % |
8,398 % |
|
20 |
1,859 % |
6,787 % |
8,128 % |
1,317 % |
2,610 % |
8,366 % |
|
21 |
1,908 % |
6,762 % |
8,116 % |
1,390 % |
2,624 % |
8,325 % |
|
22 |
1,955 % |
6,736 % |
8,087 % |
1,459 % |
2,639 % |
8,278 % |
|
23 |
2,001 % |
6,710 % |
8,046 % |
1,525 % |
2,656 % |
8,226 % |
|
24 |
2,046 % |
6,682 % |
7,996 % |
1,589 % |
2,674 % |
8,170 % |
|
25 |
2,090 % |
6,655 % |
7,938 % |
1,649 % |
2,693 % |
8,112 % |
|
26 |
2,132 % |
6,628 % |
7,875 % |
1,707 % |
2,712 % |
8,053 % |
|
27 |
2,172 % |
6,602 % |
7,808 % |
1,763 % |
2,731 % |
7,994 % |
|
28 |
2,211 % |
6,575 % |
7,740 % |
1,816 % |
2,750 % |
7,934 % |
|
29 |
2,248 % |
6,550 % |
7,670 % |
1,866 % |
2,769 % |
7,875 % |
|
30 |
2,284 % |
6,524 % |
7,600 % |
1,914 % |
2,788 % |
7,817 % |
|
31 |
2,319 % |
6,500 % |
7,530 % |
1,960 % |
2,806 % |
7,761 % |
|
32 |
2,352 % |
6,476 % |
7,460 % |
2,004 % |
2,825 % |
7,705 % |
|
33 |
2,384 % |
6,453 % |
7,392 % |
2,046 % |
2,842 % |
7,651 % |
|
34 |
2,414 % |
6,430 % |
7,326 % |
2,086 % |
2,859 % |
7,599 % |
|
35 |
2,444 % |
6,409 % |
7,261 % |
2,125 % |
2,876 % |
7,548 % |
|
36 |
2,472 % |
6,388 % |
7,198 % |
2,162 % |
2,892 % |
7,499 % |
|
37 |
2,499 % |
6,367 % |
7,137 % |
2,197 % |
2,908 % |
7,451 % |
|
38 |
2,525 % |
6,348 % |
7,077 % |
2,230 % |
2,923 % |
7,406 % |
|
39 |
2,549 % |
6,329 % |
7,020 % |
2,263 % |
2,938 % |
7,361 % |
|
40 |
2,573 % |
6,311 % |
6,965 % |
2,294 % |
2,952 % |
7,319 % |
|
41 |
2,596 % |
6,293 % |
6,911 % |
2,323 % |
2,966 % |
7,278 % |
|
42 |
2,618 % |
6,276 % |
6,860 % |
2,352 % |
2,979 % |
7,238 % |
|
43 |
2,639 % |
6,260 % |
6,810 % |
2,379 % |
2,992 % |
7,200 % |
|
44 |
2,660 % |
6,244 % |
6,762 % |
2,405 % |
3,004 % |
7,164 % |
|
45 |
2,679 % |
6,228 % |
6,716 % |
2,430 % |
3,016 % |
7,128 % |
|
46 |
2,698 % |
6,214 % |
6,672 % |
2,455 % |
3,028 % |
7,094 % |
|
47 |
2,717 % |
6,199 % |
6,629 % |
2,478 % |
3,039 % |
7,062 % |
|
48 |
2,734 % |
6,186 % |
6,588 % |
2,500 % |
3,050 % |
7,030 % |
|
49 |
2,751 % |
6,172 % |
6,548 % |
2,522 % |
3,061 % |
7,000 % |
|
50 |
2,767 % |
6,160 % |
6,510 % |
2,543 % |
3,071 % |
6,970 % |
|
51 |
2,783 % |
6,147 % |
6,473 % |
2,563 % |
3,081 % |
6,942 % |
|
52 |
2,798 % |
6,135 % |
6,437 % |
2,582 % |
3,090 % |
6,915 % |
|
53 |
2,813 % |
6,124 % |
6,403 % |
2,601 % |
3,099 % |
6,888 % |
|
54 |
2,827 % |
6,113 % |
6,370 % |
2,619 % |
3,108 % |
6,863 % |
|
55 |
2,841 % |
6,102 % |
6,338 % |
2,636 % |
3,117 % |
6,839 % |
|
56 |
2,854 % |
6,091 % |
6,307 % |
2,653 % |
3,125 % |
6,815 % |
|
57 |
2,867 % |
6,081 % |
6,277 % |
2,669 % |
3,133 % |
6,792 % |
|
58 |
2,879 % |
6,071 % |
6,248 % |
2,685 % |
3,141 % |
6,770 % |
|
59 |
2,891 % |
6,062 % |
6,220 % |
2,700 % |
3,148 % |
6,748 % |
|
60 |
2,903 % |
6,053 % |
6,193 % |
2,715 % |
3,156 % |
6,728 % |
|
61 |
2,914 % |
6,044 % |
6,167 % |
2,729 % |
3,163 % |
6,708 % |
|
62 |
2,925 % |
6,035 % |
6,142 % |
2,743 % |
3,170 % |
6,688 % |
|
63 |
2,935 % |
6,027 % |
6,117 % |
2,757 % |
3,176 % |
6,669 % |
|
64 |
2,945 % |
6,019 % |
6,093 % |
2,770 % |
3,183 % |
6,651 % |
|
65 |
2,955 % |
6,011 % |
6,070 % |
2,782 % |
3,189 % |
6,633 % |
|
66 |
2,965 % |
6,003 % |
6,048 % |
2,795 % |
3,195 % |
6,616 % |
|
67 |
2,974 % |
5,996 % |
6,026 % |
2,806 % |
3,201 % |
6,599 % |
|
68 |
2,984 % |
5,988 % |
6,005 % |
2,818 % |
3,207 % |
6,583 % |
|
69 |
2,992 % |
5,981 % |
5,985 % |
2,829 % |
3,213 % |
6,568 % |
|
70 |
3,001 % |
5,974 % |
5,965 % |
2,840 % |
3,218 % |
6,552 % |
|
71 |
3,009 % |
5,968 % |
5,946 % |
2,851 % |
3,223 % |
6,537 % |
|
72 |
3,017 % |
5,961 % |
5,927 % |
2,861 % |
3,229 % |
6,523 % |
|
73 |
3,025 % |
5,955 % |
5,908 % |
2,871 % |
3,234 % |
6,509 % |
|
74 |
3,033 % |
5,949 % |
5,891 % |
2,881 % |
3,239 % |
6,495 % |
|
75 |
3,041 % |
5,943 % |
5,873 % |
2,890 % |
3,243 % |
6,482 % |
|
76 |
3,048 % |
5,937 % |
5,857 % |
2,900 % |
3,248 % |
6,469 % |
|
77 |
3,055 % |
5,931 % |
5,840 % |
2,909 % |
3,253 % |
6,456 % |
|
78 |
3,062 % |
5,926 % |
5,824 % |
2,918 % |
3,257 % |
6,444 % |
|
79 |
3,069 % |
5,921 % |
5,809 % |
2,926 % |
3,261 % |
6,432 % |
|
80 |
3,075 % |
5,915 % |
5,793 % |
2,935 % |
3,266 % |
6,420 % |
|
81 |
3,082 % |
5,910 % |
5,779 % |
2,943 % |
3,270 % |
6,409 % |
|
82 |
3,088 % |
5,905 % |
5,764 % |
2,951 % |
3,274 % |
6,398 % |
|
83 |
3,094 % |
5,900 % |
5,750 % |
2,959 % |
3,278 % |
6,387 % |
|
84 |
3,100 % |
5,895 % |
5,736 % |
2,966 % |
3,281 % |
6,376 % |
|
85 |
3,106 % |
5,891 % |
5,723 % |
2,974 % |
3,285 % |
6,366 % |
|
86 |
3,112 % |
5,886 % |
5,710 % |
2,981 % |
3,289 % |
6,356 % |
|
87 |
3,117 % |
5,882 % |
5,697 % |
2,988 % |
3,292 % |
6,346 % |
|
88 |
3,123 % |
5,878 % |
5,684 % |
2,995 % |
3,296 % |
6,336 % |
|
89 |
3,128 % |
5,873 % |
5,672 % |
3,002 % |
3,299 % |
6,327 % |
|
90 |
3,133 % |
5,869 % |
5,660 % |
3,008 % |
3,303 % |
6,318 % |
|
91 |
3,139 % |
5,865 % |
5,648 % |
3,015 % |
3,306 % |
6,309 % |
|
92 |
3,144 % |
5,861 % |
5,637 % |
3,021 % |
3,309 % |
6,300 % |
|
93 |
3,148 % |
5,857 % |
5,626 % |
3,027 % |
3,312 % |
6,291 % |
|
94 |
3,153 % |
5,853 % |
5,615 % |
3,033 % |
3,315 % |
6,283 % |
|
95 |
3,158 % |
5,850 % |
5,604 % |
3,039 % |
3,318 % |
6,275 % |
|
96 |
3,163 % |
5,846 % |
5,594 % |
3,045 % |
3,321 % |
6,266 % |
|
97 |
3,167 % |
5,842 % |
5,583 % |
3,051 % |
3,324 % |
6,258 % |
|
98 |
3,171 % |
5,839 % |
5,573 % |
3,056 % |
3,327 % |
6,251 % |
|
99 |
3,176 % |
5,836 % |
5,563 % |
3,062 % |
3,330 % |
6,243 % |
|
100 |
3,180 % |
5,832 % |
5,554 % |
3,067 % |
3,332 % |
6,236 % |
|
101 |
3,184 % |
5,829 % |
5,544 % |
3,072 % |
3,335 % |
6,228 % |
|
102 |
3,188 % |
5,826 % |
5,535 % |
3,078 % |
3,337 % |
6,221 % |
|
103 |
3,192 % |
5,822 % |
5,526 % |
3,083 % |
3,340 % |
6,214 % |
|
104 |
3,196 % |
5,819 % |
5,517 % |
3,088 % |
3,343 % |
6,207 % |
|
105 |
3,200 % |
5,816 % |
5,508 % |
3,093 % |
3,345 % |
6,201 % |
|
106 |
3,204 % |
5,813 % |
5,499 % |
3,097 % |
3,347 % |
6,194 % |
|
107 |
3,207 % |
5,810 % |
5,491 % |
3,102 % |
3,350 % |
6,187 % |
|
108 |
3,211 % |
5,808 % |
5,483 % |
3,107 % |
3,352 % |
6,181 % |
|
109 |
3,215 % |
5,805 % |
5,475 % |
3,111 % |
3,354 % |
6,175 % |
|
110 |
3,218 % |
5,802 % |
5,467 % |
3,116 % |
3,357 % |
6,169 % |
|
111 |
3,222 % |
5,799 % |
5,459 % |
3,120 % |
3,359 % |
6,163 % |
|
112 |
3,225 % |
5,797 % |
5,451 % |
3,124 % |
3,361 % |
6,157 % |
|
113 |
3,228 % |
5,794 % |
5,444 % |
3,128 % |
3,363 % |
6,151 % |
|
114 |
3,231 % |
5,791 % |
5,436 % |
3,132 % |
3,365 % |
6,145 % |
|
115 |
3,235 % |
5,789 % |
5,429 % |
3,137 % |
3,367 % |
6,139 % |
|
116 |
3,238 % |
5,786 % |
5,422 % |
3,141 % |
3,369 % |
6,134 % |
|
117 |
3,241 % |
5,784 % |
5,415 % |
3,144 % |
3,371 % |
6,128 % |
|
118 |
3,244 % |
5,781 % |
5,408 % |
3,148 % |
3,373 % |
6,123 % |
|
119 |
3,247 % |
5,779 % |
5,401 % |
3,152 % |
3,375 % |
6,118 % |
|
120 |
3,250 % |
5,777 % |
5,394 % |
3,156 % |
3,377 % |
6,113 % |
|
121 |
3,253 % |
5,774 % |
5,388 % |
3,159 % |
3,379 % |
6,108 % |
|
122 |
3,256 % |
5,772 % |
5,381 % |
3,163 % |
3,380 % |
6,103 % |
|
123 |
3,258 % |
5,770 % |
5,375 % |
3,167 % |
3,382 % |
6,098 % |
|
124 |
3,261 % |
5,768 % |
5,368 % |
3,170 % |
3,384 % |
6,093 % |
|
125 |
3,264 % |
5,766 % |
5,362 % |
3,174 % |
3,386 % |
6,088 % |
|
126 |
3,266 % |
5,764 % |
5,356 % |
3,177 % |
3,387 % |
6,083 % |
|
127 |
3,269 % |
5,761 % |
5,350 % |
3,180 % |
3,389 % |
6,079 % |
|
128 |
3,272 % |
5,759 % |
5,344 % |
3,184 % |
3,391 % |
6,074 % |
|
129 |
3,274 % |
5,757 % |
5,339 % |
3,187 % |
3,392 % |
6,070 % |
|
130 |
3,277 % |
5,755 % |
5,333 % |
3,190 % |
3,394 % |
6,065 % |
|
131 |
3,279 % |
5,753 % |
5,327 % |
3,193 % |
3,396 % |
6,061 % |
|
132 |
3,282 % |
5,752 % |
5,322 % |
3,196 % |
3,397 % |
6,057 % |
|
133 |
3,284 % |
5,750 % |
5,316 % |
3,199 % |
3,399 % |
6,053 % |
|
134 |
3,286 % |
5,748 % |
5,311 % |
3,202 % |
3,400 % |
6,049 % |
|
135 |
3,289 % |
5,746 % |
5,306 % |
3,205 % |
3,402 % |
6,044 % |
|
136 |
3,291 % |
5,744 % |
5,300 % |
3,208 % |
3,403 % |
6,040 % |
|
137 |
3,293 % |
5,742 % |
5,295 % |
3,211 % |
3,404 % |
6,036 % |
|
138 |
3,295 % |
5,741 % |
5,290 % |
3,214 % |
3,406 % |
6,033 % |
|
139 |
3,298 % |
5,739 % |
5,285 % |
3,216 % |
3,407 % |
6,029 % |
|
140 |
3,300 % |
5,737 % |
5,280 % |
3,219 % |
3,409 % |
6,025 % |
|
141 |
3,302 % |
5,735 % |
5,275 % |
3,222 % |
3,410 % |
6,021 % |
|
142 |
3,304 % |
5,734 % |
5,271 % |
3,225 % |
3,411 % |
6,018 % |
|
143 |
3,306 % |
5,732 % |
5,266 % |
3,227 % |
3,413 % |
6,014 % |
|
144 |
3,308 % |
5,731 % |
5,261 % |
3,230 % |
3,414 % |
6,010 % |
|
145 |
3,310 % |
5,729 % |
5,257 % |
3,232 % |
3,415 % |
6,007 % |
|
146 |
3,312 % |
5,727 % |
5,252 % |
3,235 % |
3,417 % |
6,003 % |
|
147 |
3,314 % |
5,726 % |
5,248 % |
3,237 % |
3,418 % |
6,000 % |
|
148 |
3,316 % |
5,724 % |
5,243 % |
3,240 % |
3,419 % |
5,997 % |
|
149 |
3,318 % |
5,723 % |
5,239 % |
3,242 % |
3,420 % |
5,993 % |
|
150 |
3,320 % |
5,721 % |
5,235 % |
3,244 % |
3,421 % |
5,990 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
11,236 % |
2,117 % |
1,922 % |
7,776 % |
0,461 % |
1,491 % |
|
2 |
9,864 % |
2,189 % |
2,496 % |
8,041 % |
0,879 % |
1,677 % |
|
3 |
8,865 % |
2,288 % |
2,819 % |
8,135 % |
1,083 % |
1,733 % |
|
4 |
8,431 % |
2,386 % |
3,008 % |
8,144 % |
1,271 % |
1,751 % |
|
5 |
8,320 % |
2,472 % |
3,157 % |
8,132 % |
1,421 % |
1,751 % |
|
6 |
8,408 % |
2,545 % |
3,293 % |
8,114 % |
1,509 % |
1,744 % |
|
7 |
8,623 % |
2,610 % |
3,417 % |
8,097 % |
1,559 % |
1,748 % |
|
8 |
8,946 % |
2,671 % |
3,528 % |
8,087 % |
1,587 % |
1,764 % |
|
9 |
9,318 % |
2,730 % |
3,630 % |
8,079 % |
1,602 % |
1,776 % |
|
10 |
9,717 % |
2,788 % |
3,716 % |
8,074 % |
1,609 % |
1,768 % |
|
11 |
10,023 % |
2,846 % |
3,793 % |
8,077 % |
1,612 % |
1,738 % |
|
12 |
10,231 % |
2,902 % |
3,863 % |
8,083 % |
1,614 % |
1,695 % |
|
13 |
10,364 % |
2,957 % |
3,926 % |
8,087 % |
1,617 % |
1,648 % |
|
14 |
10,437 % |
3,010 % |
3,984 % |
8,084 % |
1,622 % |
1,603 % |
|
15 |
10,466 % |
3,061 % |
4,041 % |
8,068 % |
1,631 % |
1,565 % |
|
16 |
10,458 % |
3,110 % |
4,096 % |
8,036 % |
1,643 % |
1,534 % |
|
17 |
10,423 % |
3,157 % |
4,150 % |
7,992 % |
1,660 % |
1,513 % |
|
18 |
10,367 % |
3,201 % |
4,198 % |
7,938 % |
1,680 % |
1,502 % |
|
19 |
10,294 % |
3,244 % |
4,240 % |
7,877 % |
1,706 % |
1,502 % |
|
20 |
10,210 % |
3,284 % |
4,274 % |
7,812 % |
1,735 % |
1,512 % |
|
21 |
10,116 % |
3,323 % |
4,299 % |
7,744 % |
1,769 % |
1,533 % |
|
22 |
10,016 % |
3,359 % |
4,315 % |
7,674 % |
1,806 % |
1,562 % |
|
23 |
9,912 % |
3,394 % |
4,325 % |
7,603 % |
1,845 % |
1,596 % |
|
24 |
9,806 % |
3,427 % |
4,330 % |
7,532 % |
1,885 % |
1,634 % |
|
25 |
9,700 % |
3,459 % |
4,331 % |
7,462 % |
1,926 % |
1,674 % |
|
26 |
9,593 % |
3,489 % |
4,329 % |
7,392 % |
1,966 % |
1,716 % |
|
27 |
9,487 % |
3,518 % |
4,324 % |
7,324 % |
2,006 % |
1,758 % |
|
28 |
9,383 % |
3,546 % |
4,317 % |
7,258 % |
2,046 % |
1,801 % |
|
29 |
9,282 % |
3,572 % |
4,309 % |
7,194 % |
2,085 % |
1,843 % |
|
30 |
9,183 % |
3,597 % |
4,299 % |
7,131 % |
2,122 % |
1,885 % |
|
31 |
9,086 % |
3,621 % |
4,289 % |
7,071 % |
2,159 % |
1,926 % |
|
32 |
8,993 % |
3,644 % |
4,278 % |
7,012 % |
2,194 % |
1,966 % |
|
33 |
8,903 % |
3,666 % |
4,266 % |
6,956 % |
2,229 % |
2,005 % |
|
34 |
8,816 % |
3,687 % |
4,254 % |
6,901 % |
2,262 % |
2,043 % |
|
35 |
8,732 % |
3,707 % |
4,242 % |
6,849 % |
2,294 % |
2,080 % |
|
36 |
8,652 % |
3,726 % |
4,230 % |
6,798 % |
2,325 % |
2,116 % |
|
37 |
8,574 % |
3,744 % |
4,218 % |
6,750 % |
2,355 % |
2,150 % |
|
38 |
8,499 % |
3,762 % |
4,206 % |
6,703 % |
2,384 % |
2,184 % |
|
39 |
8,428 % |
3,779 % |
4,194 % |
6,659 % |
2,412 % |
2,216 % |
|
40 |
8,359 % |
3,795 % |
4,182 % |
6,615 % |
2,438 % |
2,247 % |
|
41 |
8,293 % |
3,811 % |
4,171 % |
6,574 % |
2,464 % |
2,277 % |
|
42 |
8,229 % |
3,826 % |
4,159 % |
6,534 % |
2,489 % |
2,305 % |
|
43 |
8,168 % |
3,840 % |
4,148 % |
6,496 % |
2,513 % |
2,333 % |
|
44 |
8,109 % |
3,854 % |
4,138 % |
6,459 % |
2,536 % |
2,360 % |
|
45 |
8,053 % |
3,867 % |
4,127 % |
6,424 % |
2,558 % |
2,386 % |
|
46 |
7,999 % |
3,880 % |
4,117 % |
6,390 % |
2,579 % |
2,411 % |
|
47 |
7,947 % |
3,893 % |
4,107 % |
6,357 % |
2,600 % |
2,435 % |
|
48 |
7,896 % |
3,905 % |
4,098 % |
6,325 % |
2,619 % |
2,458 % |
|
49 |
7,848 % |
3,916 % |
4,088 % |
6,295 % |
2,638 % |
2,480 % |
|
50 |
7,802 % |
3,927 % |
4,079 % |
6,266 % |
2,657 % |
2,501 % |
|
51 |
7,757 % |
3,938 % |
4,070 % |
6,238 % |
2,675 % |
2,522 % |
|
52 |
7,714 % |
3,948 % |
4,062 % |
6,210 % |
2,692 % |
2,542 % |
|
53 |
7,672 % |
3,958 % |
4,054 % |
6,184 % |
2,708 % |
2,562 % |
|
54 |
7,632 % |
3,968 % |
4,046 % |
6,159 % |
2,724 % |
2,580 % |
|
55 |
7,593 % |
3,977 % |
4,038 % |
6,134 % |
2,740 % |
2,598 % |
|
56 |
7,556 % |
3,986 % |
4,030 % |
6,111 % |
2,755 % |
2,616 % |
|
57 |
7,520 % |
3,995 % |
4,023 % |
6,088 % |
2,769 % |
2,633 % |
|
58 |
7,485 % |
4,004 % |
4,016 % |
6,066 % |
2,783 % |
2,649 % |
|
59 |
7,451 % |
4,012 % |
4,009 % |
6,044 % |
2,797 % |
2,665 % |
|
60 |
7,419 % |
4,020 % |
4,003 % |
6,024 % |
2,810 % |
2,680 % |
|
61 |
7,387 % |
4,027 % |
3,996 % |
6,004 % |
2,823 % |
2,695 % |
|
62 |
7,357 % |
4,035 % |
3,990 % |
5,984 % |
2,835 % |
2,710 % |
|
63 |
7,327 % |
4,042 % |
3,984 % |
5,966 % |
2,847 % |
2,724 % |
|
64 |
7,298 % |
4,049 % |
3,978 % |
5,947 % |
2,859 % |
2,737 % |
|
65 |
7,270 % |
4,056 % |
3,972 % |
5,930 % |
2,870 % |
2,750 % |
|
66 |
7,243 % |
4,062 % |
3,967 % |
5,913 % |
2,881 % |
2,763 % |
|
67 |
7,217 % |
4,069 % |
3,961 % |
5,896 % |
2,892 % |
2,775 % |
|
68 |
7,192 % |
4,075 % |
3,956 % |
5,880 % |
2,902 % |
2,787 % |
|
69 |
7,167 % |
4,081 % |
3,951 % |
5,864 % |
2,912 % |
2,799 % |
|
70 |
7,143 % |
4,087 % |
3,946 % |
5,849 % |
2,922 % |
2,810 % |
|
71 |
7,120 % |
4,093 % |
3,941 % |
5,834 % |
2,931 % |
2,821 % |
|
72 |
7,097 % |
4,098 % |
3,936 % |
5,820 % |
2,941 % |
2,832 % |
|
73 |
7,075 % |
4,104 % |
3,932 % |
5,806 % |
2,949 % |
2,843 % |
|
74 |
7,054 % |
4,109 % |
3,927 % |
5,792 % |
2,958 % |
2,853 % |
|
75 |
7,033 % |
4,114 % |
3,923 % |
5,779 % |
2,967 % |
2,863 % |
|
76 |
7,013 % |
4,119 % |
3,919 % |
5,766 % |
2,975 % |
2,872 % |
|
77 |
6,993 % |
4,124 % |
3,915 % |
5,753 % |
2,983 % |
2,882 % |
|
78 |
6,974 % |
4,129 % |
3,910 % |
5,741 % |
2,991 % |
2,891 % |
|
79 |
6,955 % |
4,134 % |
3,907 % |
5,729 % |
2,999 % |
2,900 % |
|
80 |
6,937 % |
4,138 % |
3,903 % |
5,717 % |
3,006 % |
2,909 % |
|
81 |
6,919 % |
4,143 % |
3,899 % |
5,706 % |
3,013 % |
2,917 % |
|
82 |
6,901 % |
4,147 % |
3,895 % |
5,695 % |
3,021 % |
2,925 % |
|
83 |
6,884 % |
4,151 % |
3,892 % |
5,684 % |
3,027 % |
2,933 % |
|
84 |
6,868 % |
4,155 % |
3,888 % |
5,674 % |
3,034 % |
2,941 % |
|
85 |
6,852 % |
4,159 % |
3,885 % |
5,663 % |
3,041 % |
2,949 % |
|
86 |
6,836 % |
4,163 % |
3,882 % |
5,653 % |
3,047 % |
2,957 % |
|
87 |
6,820 % |
4,167 % |
3,878 % |
5,643 % |
3,054 % |
2,964 % |
|
88 |
6,805 % |
4,171 % |
3,875 % |
5,634 % |
3,060 % |
2,971 % |
|
89 |
6,790 % |
4,175 % |
3,872 % |
5,624 % |
3,066 % |
2,978 % |
|
90 |
6,776 % |
4,178 % |
3,869 % |
5,615 % |
3,072 % |
2,985 % |
|
91 |
6,762 % |
4,182 % |
3,866 % |
5,606 % |
3,078 % |
2,992 % |
|
92 |
6,748 % |
4,185 % |
3,863 % |
5,597 % |
3,083 % |
2,998 % |
|
93 |
6,735 % |
4,189 % |
3,860 % |
5,589 % |
3,089 % |
3,005 % |
|
94 |
6,721 % |
4,192 % |
3,858 % |
5,580 % |
3,094 % |
3,011 % |
|
95 |
6,709 % |
4,195 % |
3,855 % |
5,572 % |
3,100 % |
3,017 % |
|
96 |
6,696 % |
4,198 % |
3,852 % |
5,564 % |
3,105 % |
3,023 % |
|
97 |
6,683 % |
4,201 % |
3,850 % |
5,556 % |
3,110 % |
3,029 % |
|
98 |
6,671 % |
4,205 % |
3,847 % |
5,548 % |
3,115 % |
3,035 % |
|
99 |
6,659 % |
4,207 % |
3,845 % |
5,541 % |
3,120 % |
3,041 % |
|
100 |
6,648 % |
4,210 % |
3,842 % |
5,533 % |
3,125 % |
3,046 % |
|
101 |
6,636 % |
4,213 % |
3,840 % |
5,526 % |
3,129 % |
3,052 % |
|
102 |
6,625 % |
4,216 % |
3,837 % |
5,519 % |
3,134 % |
3,057 % |
|
103 |
6,614 % |
4,219 % |
3,835 % |
5,512 % |
3,138 % |
3,062 % |
|
104 |
6,603 % |
4,222 % |
3,833 % |
5,505 % |
3,143 % |
3,068 % |
|
105 |
6,593 % |
4,224 % |
3,831 % |
5,498 % |
3,147 % |
3,073 % |
|
106 |
6,582 % |
4,227 % |
3,828 % |
5,492 % |
3,151 % |
3,078 % |
|
107 |
6,572 % |
4,229 % |
3,826 % |
5,485 % |
3,156 % |
3,083 % |
|
108 |
6,562 % |
4,232 % |
3,824 % |
5,479 % |
3,160 % |
3,087 % |
|
109 |
6,553 % |
4,234 % |
3,822 % |
5,473 % |
3,164 % |
3,092 % |
|
110 |
6,543 % |
4,237 % |
3,820 % |
5,466 % |
3,168 % |
3,097 % |
|
111 |
6,533 % |
4,239 % |
3,818 % |
5,460 % |
3,172 % |
3,101 % |
|
112 |
6,524 % |
4,241 % |
3,816 % |
5,454 % |
3,175 % |
3,106 % |
|
113 |
6,515 % |
4,244 % |
3,814 % |
5,449 % |
3,179 % |
3,110 % |
|
114 |
6,506 % |
4,246 % |
3,812 % |
5,443 % |
3,183 % |
3,114 % |
|
115 |
6,497 % |
4,248 % |
3,811 % |
5,437 % |
3,186 % |
3,118 % |
|
116 |
6,489 % |
4,250 % |
3,809 % |
5,432 % |
3,190 % |
3,123 % |
|
117 |
6,480 % |
4,252 % |
3,807 % |
5,426 % |
3,193 % |
3,127 % |
|
118 |
6,472 % |
4,255 % |
3,805 % |
5,421 % |
3,197 % |
3,131 % |
|
119 |
6,464 % |
4,257 % |
3,803 % |
5,416 % |
3,200 % |
3,135 % |
|
120 |
6,456 % |
4,259 % |
3,802 % |
5,411 % |
3,204 % |
3,138 % |
|
121 |
6,448 % |
4,261 % |
3,800 % |
5,406 % |
3,207 % |
3,142 % |
|
122 |
6,440 % |
4,263 % |
3,798 % |
5,401 % |
3,210 % |
3,146 % |
|
123 |
6,432 % |
4,264 % |
3,797 % |
5,396 % |
3,213 % |
3,150 % |
|
124 |
6,425 % |
4,266 % |
3,795 % |
5,391 % |
3,216 % |
3,153 % |
|
125 |
6,417 % |
4,268 % |
3,794 % |
5,386 % |
3,219 % |
3,157 % |
|
126 |
6,410 % |
4,270 % |
3,792 % |
5,382 % |
3,222 % |
3,160 % |
|
127 |
6,403 % |
4,272 % |
3,791 % |
5,377 % |
3,225 % |
3,164 % |
|
128 |
6,396 % |
4,274 % |
3,789 % |
5,372 % |
3,228 % |
3,167 % |
|
129 |
6,389 % |
4,275 % |
3,788 % |
5,368 % |
3,231 % |
3,171 % |
|
130 |
6,382 % |
4,277 % |
3,786 % |
5,364 % |
3,234 % |
3,174 % |
|
131 |
6,375 % |
4,279 % |
3,785 % |
5,359 % |
3,237 % |
3,177 % |
|
132 |
6,368 % |
4,281 % |
3,783 % |
5,355 % |
3,240 % |
3,180 % |
|
133 |
6,362 % |
4,282 % |
3,782 % |
5,351 % |
3,242 % |
3,183 % |
|
134 |
6,355 % |
4,284 % |
3,781 % |
5,347 % |
3,245 % |
3,187 % |
|
135 |
6,349 % |
4,285 % |
3,779 % |
5,343 % |
3,248 % |
3,190 % |
|
136 |
6,343 % |
4,287 % |
3,778 % |
5,339 % |
3,250 % |
3,193 % |
|
137 |
6,337 % |
4,289 % |
3,777 % |
5,335 % |
3,253 % |
3,196 % |
|
138 |
6,330 % |
4,290 % |
3,775 % |
5,331 % |
3,255 % |
3,199 % |
|
139 |
6,324 % |
4,292 % |
3,774 % |
5,327 % |
3,258 % |
3,201 % |
|
140 |
6,319 % |
4,293 % |
3,773 % |
5,323 % |
3,260 % |
3,204 % |
|
141 |
6,313 % |
4,295 % |
3,772 % |
5,320 % |
3,263 % |
3,207 % |
|
142 |
6,307 % |
4,296 % |
3,770 % |
5,316 % |
3,265 % |
3,210 % |
|
143 |
6,301 % |
4,297 % |
3,769 % |
5,312 % |
3,267 % |
3,213 % |
|
144 |
6,296 % |
4,299 % |
3,768 % |
5,309 % |
3,270 % |
3,215 % |
|
145 |
6,290 % |
4,300 % |
3,767 % |
5,305 % |
3,272 % |
3,218 % |
|
146 |
6,285 % |
4,302 % |
3,766 % |
5,302 % |
3,274 % |
3,220 % |
|
147 |
6,279 % |
4,303 % |
3,765 % |
5,298 % |
3,276 % |
3,223 % |
|
148 |
6,274 % |
4,304 % |
3,764 % |
5,295 % |
3,278 % |
3,226 % |
|
149 |
6,269 % |
4,306 % |
3,762 % |
5,292 % |
3,281 % |
3,228 % |
|
150 |
6,264 % |
4,307 % |
3,761 % |
5,288 % |
3,283 % |
3,231 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
21,637 % |
0,440 % |
-0,079 % |
|
2 |
23,211 % |
0,835 % |
-0,076 % |
|
3 |
24,354 % |
1,077 % |
-0,082 % |
|
4 |
25,019 % |
1,185 % |
-0,072 % |
|
5 |
25,350 % |
1,276 % |
-0,064 % |
|
6 |
25,393 % |
1,332 % |
-0,049 % |
|
7 |
25,218 % |
1,383 % |
-0,034 % |
|
8 |
24,908 % |
1,433 % |
-0,013 % |
|
9 |
24,586 % |
1,461 % |
0,010 % |
|
10 |
24,271 % |
1,495 % |
0,033 % |
|
11 |
23,956 % |
1,523 % |
0,055 % |
|
12 |
23,635 % |
1,545 % |
0,079 % |
|
13 |
23,306 % |
1,566 % |
0,105 % |
|
14 |
22,966 % |
1,588 % |
0,133 % |
|
15 |
22,615 % |
1,607 % |
0,160 % |
|
16 |
22,253 % |
1,624 % |
0,187 % |
|
17 |
21,879 % |
1,638 % |
0,214 % |
|
18 |
21,497 % |
1,650 % |
0,240 % |
|
19 |
21,106 % |
1,659 % |
0,266 % |
|
20 |
20,710 % |
1,666 % |
0,291 % |
|
21 |
20,310 % |
1,669 % |
0,316 % |
|
22 |
19,910 % |
1,671 % |
0,339 % |
|
23 |
19,512 % |
1,672 % |
0,360 % |
|
24 |
19,117 % |
1,673 % |
0,379 % |
|
25 |
18,728 % |
1,674 % |
0,393 % |
|
26 |
18,347 % |
1,676 % |
0,405 % |
|
27 |
17,975 % |
1,675 % |
0,417 % |
|
28 |
17,613 % |
1,670 % |
0,431 % |
|
29 |
17,263 % |
1,659 % |
0,451 % |
|
30 |
16,924 % |
1,641 % |
0,477 % |
|
31 |
16,598 % |
1,616 % |
0,512 % |
|
32 |
16,284 % |
1,585 % |
0,552 % |
|
33 |
15,983 % |
1,552 % |
0,597 % |
|
34 |
15,694 % |
1,519 % |
0,644 % |
|
35 |
15,418 % |
1,486 % |
0,694 % |
|
36 |
15,153 % |
1,454 % |
0,745 % |
|
37 |
14,899 % |
1,426 % |
0,796 % |
|
38 |
14,657 % |
1,400 % |
0,847 % |
|
39 |
14,425 % |
1,377 % |
0,898 % |
|
40 |
14,203 % |
1,358 % |
0,949 % |
|
41 |
13,991 % |
1,342 % |
0,999 % |
|
42 |
13,788 % |
1,330 % |
1,048 % |
|
43 |
13,594 % |
1,321 % |
1,096 % |
|
44 |
13,408 % |
1,316 % |
1,142 % |
|
45 |
13,229 % |
1,313 % |
1,188 % |
|
46 |
13,059 % |
1,315 % |
1,232 % |
|
47 |
12,895 % |
1,319 % |
1,275 % |
|
48 |
12,738 % |
1,327 % |
1,317 % |
|
49 |
12,587 % |
1,338 % |
1,358 % |
|
50 |
12,442 % |
1,352 % |
1,398 % |
|
51 |
12,303 % |
1,369 % |
1,436 % |
|
52 |
12,169 % |
1,389 % |
1,473 % |
|
53 |
12,040 % |
1,411 % |
1,509 % |
|
54 |
11,916 % |
1,434 % |
1,544 % |
|
55 |
11,796 % |
1,458 % |
1,578 % |
|
56 |
11,681 % |
1,484 % |
1,611 % |
|
57 |
11,570 % |
1,510 % |
1,642 % |
|
58 |
11,463 % |
1,536 % |
1,673 % |
|
59 |
11,359 % |
1,562 % |
1,703 % |
|
60 |
11,259 % |
1,589 % |
1,732 % |
|
61 |
11,162 % |
1,616 % |
1,760 % |
|
62 |
11,069 % |
1,642 % |
1,788 % |
|
63 |
10,978 % |
1,668 % |
1,814 % |
|
64 |
10,891 % |
1,694 % |
1,840 % |
|
65 |
10,806 % |
1,720 % |
1,865 % |
|
66 |
10,723 % |
1,745 % |
1,889 % |
|
67 |
10,644 % |
1,770 % |
1,913 % |
|
68 |
10,566 % |
1,794 % |
1,936 % |
|
69 |
10,491 % |
1,818 % |
1,958 % |
|
70 |
10,418 % |
1,841 % |
1,980 % |
|
71 |
10,347 % |
1,864 % |
2,001 % |
|
72 |
10,279 % |
1,887 % |
2,022 % |
|
73 |
10,212 % |
1,909 % |
2,042 % |
|
74 |
10,147 % |
1,931 % |
2,061 % |
|
75 |
10,083 % |
1,952 % |
2,080 % |
|
76 |
10,022 % |
1,973 % |
2,099 % |
|
77 |
9,962 % |
1,993 % |
2,117 % |
|
78 |
9,904 % |
2,013 % |
2,134 % |
|
79 |
9,847 % |
2,032 % |
2,151 % |
|
80 |
9,791 % |
2,051 % |
2,168 % |
|
81 |
9,737 % |
2,070 % |
2,184 % |
|
82 |
9,685 % |
2,088 % |
2,200 % |
|
83 |
9,633 % |
2,106 % |
2,216 % |
|
84 |
9,583 % |
2,123 % |
2,231 % |
|
85 |
9,534 % |
2,140 % |
2,246 % |
|
86 |
9,486 % |
2,157 % |
2,260 % |
|
87 |
9,440 % |
2,173 % |
2,274 % |
|
88 |
9,394 % |
2,189 % |
2,288 % |
|
89 |
9,349 % |
2,205 % |
2,302 % |
|
90 |
9,306 % |
2,220 % |
2,315 % |
|
91 |
9,263 % |
2,235 % |
2,328 % |
|
92 |
9,222 % |
2,249 % |
2,341 % |
|
93 |
9,181 % |
2,264 % |
2,353 % |
|
94 |
9,141 % |
2,278 % |
2,365 % |
|
95 |
9,102 % |
2,292 % |
2,377 % |
|
96 |
9,064 % |
2,305 % |
2,389 % |
|
97 |
9,027 % |
2,318 % |
2,400 % |
|
98 |
8,990 % |
2,331 % |
2,411 % |
|
99 |
8,954 % |
2,344 % |
2,422 % |
|
100 |
8,919 % |
2,356 % |
2,433 % |
|
101 |
8,885 % |
2,369 % |
2,443 % |
|
102 |
8,851 % |
2,381 % |
2,454 % |
|
103 |
8,818 % |
2,392 % |
2,464 % |
|
104 |
8,786 % |
2,404 % |
2,474 % |
|
105 |
8,754 % |
2,415 % |
2,483 % |
|
106 |
8,723 % |
2,426 % |
2,493 % |
|
107 |
8,692 % |
2,437 % |
2,502 % |
|
108 |
8,662 % |
2,448 % |
2,511 % |
|
109 |
8,633 % |
2,458 % |
2,521 % |
|
110 |
8,604 % |
2,469 % |
2,529 % |
|
111 |
8,576 % |
2,479 % |
2,538 % |
|
112 |
8,548 % |
2,489 % |
2,547 % |
|
113 |
8,520 % |
2,499 % |
2,555 % |
|
114 |
8,493 % |
2,508 % |
2,563 % |
|
115 |
8,467 % |
2,518 % |
2,571 % |
|
116 |
8,441 % |
2,527 % |
2,579 % |
|
117 |
8,416 % |
2,536 % |
2,587 % |
|
118 |
8,391 % |
2,545 % |
2,595 % |
|
119 |
8,366 % |
2,554 % |
2,602 % |
|
120 |
8,342 % |
2,562 % |
2,610 % |
|
121 |
8,318 % |
2,571 % |
2,617 % |
|
122 |
8,295 % |
2,579 % |
2,624 % |
|
123 |
8,272 % |
2,588 % |
2,632 % |
|
124 |
8,249 % |
2,596 % |
2,638 % |
|
125 |
8,227 % |
2,604 % |
2,645 % |
|
126 |
8,205 % |
2,612 % |
2,652 % |
|
127 |
8,183 % |
2,619 % |
2,659 % |
|
128 |
8,162 % |
2,627 % |
2,665 % |
|
129 |
8,141 % |
2,635 % |
2,672 % |
|
130 |
8,120 % |
2,642 % |
2,678 % |
|
131 |
8,100 % |
2,649 % |
2,684 % |
|
132 |
8,080 % |
2,656 % |
2,690 % |
|
133 |
8,061 % |
2,663 % |
2,697 % |
|
134 |
8,041 % |
2,670 % |
2,703 % |
|
135 |
8,022 % |
2,677 % |
2,708 % |
|
136 |
8,004 % |
2,684 % |
2,714 % |
|
137 |
7,985 % |
2,691 % |
2,720 % |
|
138 |
7,967 % |
2,697 % |
2,726 % |
|
139 |
7,949 % |
2,704 % |
2,731 % |
|
140 |
7,931 % |
2,710 % |
2,737 % |
|
141 |
7,914 % |
2,716 % |
2,742 % |
|
142 |
7,897 % |
2,723 % |
2,747 % |
|
143 |
7,880 % |
2,729 % |
2,753 % |
|
144 |
7,863 % |
2,735 % |
2,758 % |
|
145 |
7,846 % |
2,741 % |
2,763 % |
|
146 |
7,830 % |
2,746 % |
2,768 % |
|
147 |
7,814 % |
2,752 % |
2,773 % |
|
148 |
7,798 % |
2,758 % |
2,778 % |
|
149 |
7,783 % |
2,764 % |
2,783 % |
|
150 |
7,767 % |
2,769 % |
2,787 % |
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 |
1 |
44 |
0 |
|
4 |
0 |
2 |
45 |
5 |
2 |
45 |
0 |
|
5 |
0 |
3 |
49 |
5 |
4 |
48 |
0 |
|
6 |
1 |
4 |
52 |
5 |
6 |
50 |
0 |
|
7 |
1 |
5 |
54 |
5 |
8 |
51 |
0 |
|
8 |
2 |
6 |
56 |
5 |
10 |
51 |
0 |
|
9 |
3 |
7 |
58 |
5 |
11 |
49 |
0 |
|
10 |
3 |
8 |
59 |
5 |
13 |
48 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
368 |
4 |
15 |
|
2 |
0 |
0 |
0 |
0 |
229 |
4 |
21 |
|
3 |
0 |
0 |
0 |
0 |
203 |
4 |
23 |
|
4 |
2 |
0 |
0 |
0 |
178 |
4 |
24 |
|
5 |
3 |
0 |
0 |
0 |
163 |
4 |
25 |
|
6 |
4 |
0 |
0 |
0 |
161 |
4 |
26 |
|
7 |
5 |
0 |
0 |
0 |
158 |
4 |
27 |
|
8 |
6 |
0 |
1 |
0 |
162 |
3 |
28 |
|
9 |
7 |
0 |
2 |
0 |
164 |
1 |
29 |
|
10 |
8 |
0 |
3 |
0 |
166 |
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 |
21 |
0 |
4 |
|
3 |
18 |
13 |
14 |
0 |
23 |
0 |
4 |
|
4 |
21 |
15 |
16 |
0 |
24 |
0 |
4 |
|
5 |
24 |
17 |
18 |
0 |
25 |
0 |
4 |
|
6 |
25 |
18 |
20 |
0 |
26 |
0 |
4 |
|
7 |
27 |
19 |
21 |
0 |
27 |
0 |
4 |
|
8 |
28 |
21 |
23 |
0 |
28 |
0 |
4 |
|
9 |
30 |
22 |
24 |
1 |
29 |
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 |
44 |
18 |
17 |
24 |
14 |
0 |
0 |
|
4 |
45 |
19 |
18 |
28 |
16 |
0 |
0 |
|
5 |
48 |
20 |
19 |
31 |
18 |
0 |
0 |
|
6 |
50 |
22 |
20 |
34 |
20 |
0 |
0 |
|
7 |
51 |
23 |
22 |
36 |
21 |
0 |
0 |
|
8 |
51 |
25 |
23 |
37 |
23 |
0 |
0 |
|
9 |
49 |
26 |
23 |
38 |
24 |
0 |
0 |
|
10 |
48 |
24 |
24 |
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 |
37 |
0 |
10 |
0 |
0 |
10 |
|
6 |
4 |
40 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
41 |
0 |
10 |
0 |
0 |
10 |
|
8 |
8 |
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 |
12 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
14 |
16 |
0 |
4 |
|
8 |
0 |
11 |
0 |
16 |
16 |
0 |
4 |
|
9 |
0 |
17 |
0 |
17 |
16 |
0 |
4 |
|
10 |
0 |
17 |
0 |
18 |
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 |
113 |
225 |
526 |
1 205 |
|
2 |
7 |
20 |
43 |
113 |
225 |
526 |
971 |
|
3 |
8 |
22 |
44 |
107 |
222 |
522 |
792 |
|
4 |
9 |
24 |
47 |
109 |
221 |
522 |
656 |
|
5 |
10 |
27 |
52 |
113 |
221 |
522 |
552 |
|
6 |
11 |
29 |
55 |
117 |
221 |
522 |
522 |
|
7 |
13 |
31 |
57 |
120 |
221 |
522 |
522 |
|
8 |
13 |
32 |
57 |
119 |
221 |
522 |
522 |
|
9 |
13 |
32 |
57 |
118 |
221 |
522 |
522 |
|
10 |
13 |
34 |
57 |
118 |
221 |
522 |
522 |
|
11 |
14 |
35 |
57 |
118 |
221 |
522 |
522 |
|
12 |
14 |
36 |
58 |
118 |
221 |
522 |
522 |
|
13 |
15 |
36 |
58 |
118 |
221 |
522 |
522 |
|
14 |
15 |
36 |
58 |
118 |
221 |
522 |
522 |
|
15 |
15 |
36 |
58 |
118 |
221 |
522 |
522 |
|
16 |
15 |
36 |
58 |
118 |
221 |
522 |
522 |
|
17 |
15 |
36 |
58 |
118 |
221 |
522 |
522 |
|
18 |
15 |
36 |
58 |
118 |
221 |
522 |
522 |
|
19 |
15 |
36 |
58 |
118 |
221 |
522 |
522 |
|
20 |
15 |
36 |
58 |
118 |
221 |
522 |
522 |
|
21 |
16 |
36 |
58 |
118 |
221 |
522 |
522 |
|
22 |
17 |
36 |
58 |
118 |
221 |
522 |
522 |
|
23 |
17 |
36 |
58 |
118 |
221 |
522 |
522 |
|
24 |
18 |
36 |
58 |
118 |
221 |
522 |
522 |
|
25 |
18 |
36 |
58 |
118 |
221 |
522 |
522 |
|
26 |
19 |
36 |
58 |
118 |
221 |
522 |
522 |
|
27 |
19 |
36 |
58 |
118 |
221 |
522 |
522 |
|
28 |
21 |
36 |
58 |
118 |
221 |
522 |
522 |
|
29 |
21 |
36 |
58 |
118 |
221 |
522 |
522 |
|
30 |
22 |
36 |
58 |
118 |
221 |
522 |
522 |
2.2.
Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
15 |
28 |
51 |
121 |
234 |
535 |
1 305 |
|
2 |
17 |
30 |
53 |
123 |
236 |
537 |
1 047 |
|
3 |
18 |
33 |
55 |
118 |
233 |
533 |
851 |
|
4 |
19 |
35 |
57 |
120 |
231 |
532 |
702 |
|
5 |
20 |
37 |
62 |
123 |
231 |
532 |
588 |
|
6 |
21 |
38 |
65 |
127 |
230 |
531 |
531 |
|
7 |
21 |
40 |
66 |
129 |
229 |
530 |
530 |
|
8 |
21 |
40 |
65 |
127 |
229 |
530 |
530 |
|
9 |
20 |
40 |
64 |
126 |
228 |
529 |
529 |
|
10 |
20 |
41 |
64 |
125 |
228 |
529 |
529 |
|
11 |
20 |
41 |
64 |
125 |
227 |
528 |
528 |
|
12 |
20 |
41 |
63 |
124 |
227 |
527 |
527 |
|
13 |
20 |
41 |
63 |
124 |
226 |
527 |
527 |
|
14 |
20 |
41 |
62 |
123 |
225 |
526 |
526 |
|
15 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
16 |
19 |
40 |
61 |
122 |
225 |
525 |
525 |
|
17 |
19 |
40 |
61 |
122 |
224 |
525 |
525 |
|
18 |
18 |
40 |
61 |
122 |
224 |
525 |
525 |
|
19 |
19 |
40 |
61 |
122 |
225 |
525 |
525 |
|
20 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
21 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
22 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
23 |
20 |
41 |
62 |
123 |
225 |
526 |
526 |
|
24 |
20 |
41 |
62 |
123 |
226 |
526 |
526 |
|
25 |
20 |
41 |
62 |
123 |
225 |
526 |
526 |
|
26 |
20 |
41 |
62 |
123 |
225 |
526 |
526 |
|
27 |
21 |
41 |
62 |
123 |
225 |
526 |
526 |
|
28 |
21 |
41 |
62 |
123 |
225 |
526 |
526 |
|
29 |
22 |
41 |
62 |
123 |
225 |
526 |
526 |
|
30 |
22 |
41 |
62 |
123 |
225 |
526 |
526 |
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 |
113 |
225 |
526 |
1 205 |
|
2 |
6 |
19 |
43 |
113 |
225 |
526 |
971 |
|
3 |
7 |
22 |
44 |
107 |
222 |
522 |
792 |
|
4 |
9 |
24 |
47 |
109 |
221 |
521 |
656 |
|
5 |
10 |
26 |
52 |
112 |
221 |
521 |
551 |
|
6 |
11 |
29 |
55 |
117 |
221 |
521 |
521 |
|
7 |
12 |
31 |
57 |
120 |
221 |
521 |
521 |
|
8 |
12 |
31 |
57 |
119 |
221 |
521 |
521 |
|
9 |
13 |
32 |
57 |
118 |
221 |
521 |
521 |
|
10 |
13 |
34 |
57 |
118 |
221 |
521 |
521 |
|
11 |
14 |
35 |
57 |
118 |
221 |
521 |
521 |
|
12 |
14 |
35 |
57 |
118 |
221 |
521 |
521 |
|
13 |
14 |
36 |
57 |
118 |
221 |
521 |
521 |
|
14 |
15 |
36 |
57 |
118 |
221 |
521 |
521 |
|
15 |
15 |
36 |
57 |
118 |
221 |
521 |
521 |
|
16 |
15 |
36 |
57 |
118 |
221 |
521 |
521 |
|
17 |
15 |
36 |
57 |
118 |
221 |
521 |
521 |
|
18 |
15 |
36 |
57 |
118 |
221 |
521 |
521 |
|
19 |
15 |
36 |
57 |
118 |
221 |
521 |
521 |
|
20 |
15 |
36 |
57 |
118 |
221 |
521 |
521 |
|
21 |
16 |
36 |
57 |
118 |
221 |
521 |
521 |
|
22 |
17 |
36 |
57 |
118 |
221 |
521 |
521 |
|
23 |
17 |
36 |
57 |
118 |
221 |
521 |
521 |
|
24 |
18 |
36 |
57 |
118 |
221 |
521 |
521 |
|
25 |
18 |
36 |
57 |
118 |
221 |
521 |
521 |
|
26 |
19 |
36 |
57 |
118 |
221 |
521 |
521 |
|
27 |
19 |
36 |
57 |
118 |
221 |
521 |
521 |
|
28 |
21 |
36 |
57 |
118 |
221 |
521 |
521 |
|
29 |
21 |
36 |
57 |
118 |
221 |
521 |
521 |
|
30 |
22 |
36 |
57 |
118 |
221 |
521 |
521 |
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 |
296 |
596 |
1 283 |
|
2 |
74 |
87 |
110 |
180 |
293 |
593 |
1 038 |
|
3 |
78 |
92 |
114 |
177 |
292 |
593 |
848 |
|
4 |
77 |
92 |
115 |
178 |
289 |
590 |
702 |
|
5 |
77 |
93 |
118 |
179 |
287 |
588 |
590 |
|
6 |
76 |
94 |
120 |
182 |
286 |
586 |
586 |
|
7 |
76 |
94 |
120 |
183 |
284 |
585 |
585 |
|
8 |
75 |
94 |
119 |
181 |
283 |
584 |
584 |
|
9 |
74 |
94 |
118 |
179 |
282 |
583 |
583 |
|
10 |
71 |
92 |
115 |
176 |
279 |
579 |
579 |
|
11 |
69 |
90 |
113 |
174 |
276 |
577 |
577 |
|
12 |
69 |
90 |
112 |
173 |
275 |
576 |
576 |
|
13 |
68 |
90 |
111 |
172 |
274 |
575 |
575 |
|
14 |
68 |
90 |
111 |
172 |
274 |
575 |
575 |
|
15 |
68 |
89 |
111 |
171 |
274 |
575 |
575 |
|
16 |
67 |
89 |
110 |
171 |
273 |
574 |
574 |
|
17 |
67 |
89 |
110 |
171 |
273 |
574 |
574 |
|
18 |
66 |
88 |
109 |
170 |
272 |
573 |
573 |
|
19 |
66 |
87 |
108 |
169 |
272 |
572 |
572 |
|
20 |
65 |
87 |
108 |
169 |
271 |
572 |
572 |
|
21 |
65 |
86 |
107 |
168 |
271 |
571 |
571 |
|
22 |
64 |
85 |
107 |
167 |
270 |
571 |
571 |
|
23 |
63 |
85 |
106 |
167 |
269 |
570 |
570 |
|
24 |
62 |
84 |
105 |
166 |
268 |
569 |
569 |
|
25 |
61 |
83 |
104 |
165 |
267 |
568 |
568 |
|
26 |
60 |
82 |
103 |
164 |
266 |
567 |
567 |
|
27 |
59 |
81 |
102 |
163 |
265 |
566 |
566 |
|
28 |
58 |
80 |
101 |
161 |
264 |
565 |
565 |
|
29 |
57 |
79 |
100 |
160 |
263 |
564 |
564 |
|
30 |
56 |
77 |
99 |
159 |
262 |
563 |
563 |
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 |
117 |
229 |
530 |
1 216 |
|
2 |
12 |
25 |
48 |
119 |
231 |
532 |
980 |
|
3 |
14 |
28 |
51 |
114 |
228 |
529 |
800 |
|
4 |
16 |
31 |
54 |
117 |
228 |
529 |
663 |
|
5 |
18 |
34 |
59 |
120 |
228 |
529 |
557 |
|
6 |
19 |
36 |
62 |
125 |
228 |
529 |
529 |
|
7 |
20 |
38 |
64 |
127 |
228 |
529 |
529 |
|
8 |
19 |
38 |
64 |
125 |
227 |
528 |
528 |
|
9 |
19 |
39 |
63 |
124 |
227 |
528 |
528 |
|
10 |
19 |
40 |
63 |
124 |
227 |
527 |
527 |
|
11 |
20 |
41 |
63 |
124 |
226 |
527 |
527 |
|
12 |
20 |
41 |
63 |
124 |
226 |
527 |
527 |
|
13 |
20 |
42 |
63 |
124 |
226 |
527 |
527 |
|
14 |
20 |
42 |
63 |
124 |
226 |
527 |
527 |
|
15 |
21 |
42 |
63 |
124 |
226 |
527 |
527 |
|
16 |
20 |
42 |
63 |
124 |
226 |
527 |
527 |
|
17 |
20 |
42 |
63 |
124 |
226 |
527 |
527 |
|
18 |
21 |
42 |
63 |
124 |
227 |
527 |
527 |
|
19 |
21 |
42 |
64 |
125 |
227 |
528 |
528 |
|
20 |
21 |
43 |
64 |
125 |
227 |
528 |
528 |
|
21 |
22 |
43 |
64 |
125 |
228 |
528 |
528 |
|
22 |
22 |
44 |
65 |
126 |
228 |
529 |
529 |
|
23 |
22 |
44 |
65 |
126 |
228 |
529 |
529 |
|
24 |
22 |
44 |
65 |
126 |
228 |
529 |
529 |
|
25 |
22 |
44 |
65 |
126 |
228 |
529 |
529 |
|
26 |
22 |
44 |
65 |
126 |
228 |
529 |
529 |
|
27 |
22 |
44 |
65 |
126 |
228 |
529 |
529 |
|
28 |
22 |
44 |
65 |
126 |
228 |
529 |
529 |
|
29 |
22 |
44 |
65 |
125 |
228 |
529 |
529 |
|
30 |
22 |
43 |
64 |
125 |
228 |
528 |
528 |
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 |
84 |
154 |
266 |
567 |
1 213 |
|
2 |
51 |
64 |
87 |
157 |
270 |
570 |
976 |
|
3 |
56 |
70 |
92 |
155 |
270 |
571 |
796 |
|
4 |
59 |
75 |
97 |
160 |
271 |
572 |
659 |
|
5 |
62 |
78 |
103 |
164 |
272 |
573 |
573 |
|
6 |
63 |
80 |
107 |
169 |
272 |
573 |
573 |
|
7 |
63 |
82 |
108 |
171 |
272 |
572 |
572 |
|
8 |
63 |
82 |
107 |
169 |
271 |
572 |
572 |
|
9 |
62 |
81 |
106 |
167 |
270 |
570 |
570 |
|
10 |
61 |
81 |
105 |
166 |
268 |
569 |
569 |
|
11 |
60 |
81 |
104 |
165 |
267 |
568 |
568 |
|
12 |
59 |
81 |
103 |
164 |
266 |
567 |
567 |
|
13 |
59 |
80 |
101 |
162 |
265 |
565 |
565 |
|
14 |
58 |
79 |
100 |
161 |
264 |
564 |
564 |
|
15 |
57 |
78 |
99 |
160 |
263 |
563 |
563 |
|
16 |
56 |
77 |
99 |
160 |
262 |
563 |
563 |
|
17 |
55 |
77 |
98 |
159 |
261 |
562 |
562 |
|
18 |
55 |
76 |
97 |
158 |
261 |
561 |
561 |
|
19 |
54 |
76 |
97 |
158 |
260 |
561 |
561 |
|
20 |
54 |
75 |
96 |
157 |
260 |
560 |
560 |
|
21 |
53 |
75 |
96 |
157 |
259 |
560 |
560 |
|
22 |
52 |
74 |
95 |
156 |
258 |
559 |
559 |
|
23 |
52 |
73 |
94 |
155 |
257 |
558 |
558 |
|
24 |
51 |
72 |
94 |
154 |
257 |
558 |
558 |
|
25 |
50 |
72 |
93 |
154 |
256 |
557 |
557 |
|
26 |
49 |
71 |
92 |
153 |
255 |
556 |
556 |
|
27 |
48 |
70 |
91 |
152 |
254 |
555 |
555 |
|
28 |
48 |
69 |
90 |
151 |
253 |
554 |
554 |
|
29 |
47 |
68 |
89 |
150 |
253 |
553 |
553 |
|
30 |
46 |
68 |
89 |
150 |
252 |
553 |
553 |
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 |
112 |
224 |
525 |
1 204 |
|
2 |
6 |
19 |
42 |
112 |
224 |
525 |
970 |
|
3 |
7 |
21 |
43 |
106 |
221 |
522 |
792 |
|
4 |
8 |
23 |
46 |
109 |
220 |
521 |
656 |
|
5 |
9 |
26 |
51 |
112 |
220 |
521 |
551 |
|
6 |
10 |
28 |
54 |
116 |
220 |
521 |
521 |
|
7 |
12 |
30 |
56 |
119 |
220 |
521 |
521 |
|
8 |
12 |
31 |
56 |
118 |
220 |
521 |
521 |
|
9 |
12 |
32 |
56 |
117 |
220 |
521 |
521 |
|
10 |
12 |
33 |
56 |
117 |
220 |
521 |
521 |
|
11 |
13 |
34 |
57 |
118 |
220 |
521 |
521 |
|
12 |
13 |
35 |
57 |
118 |
220 |
521 |
521 |
|
13 |
14 |
35 |
57 |
118 |
220 |
521 |
521 |
|
14 |
14 |
36 |
57 |
118 |
220 |
521 |
521 |
|
15 |
14 |
36 |
57 |
118 |
220 |
521 |
521 |
|
16 |
14 |
36 |
57 |
118 |
220 |
521 |
521 |
|
17 |
14 |
35 |
57 |
118 |
220 |
521 |
521 |
|
18 |
14 |
36 |
57 |
118 |
220 |
521 |
521 |
|
19 |
14 |
36 |
57 |
118 |
220 |
521 |
521 |
|
20 |
15 |
36 |
57 |
118 |
220 |
521 |
521 |
|
21 |
16 |
36 |
57 |
118 |
220 |
521 |
521 |
|
22 |
17 |
36 |
57 |
118 |
220 |
521 |
521 |
|
23 |
17 |
36 |
57 |
118 |
220 |
521 |
521 |
|
24 |
18 |
36 |
57 |
118 |
220 |
521 |
521 |
|
25 |
18 |
36 |
57 |
118 |
220 |
521 |
521 |
|
26 |
19 |
36 |
57 |
118 |
220 |
521 |
521 |
|
27 |
19 |
36 |
57 |
118 |
220 |
521 |
521 |
|
28 |
21 |
36 |
57 |
118 |
220 |
521 |
521 |
|
29 |
21 |
36 |
57 |
118 |
220 |
521 |
521 |
|
30 |
22 |
36 |
57 |
118 |
220 |
521 |
521 |
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 |
143 |
243 |
544 |
1 231 |
|
2 |
8 |
24 |
53 |
143 |
243 |
544 |
994 |
|
3 |
9 |
26 |
53 |
130 |
240 |
540 |
811 |
|
4 |
10 |
28 |
55 |
121 |
238 |
539 |
671 |
|
5 |
12 |
30 |
56 |
111 |
237 |
538 |
563 |
|
6 |
14 |
34 |
59 |
105 |
236 |
537 |
537 |
|
7 |
16 |
36 |
61 |
98 |
235 |
535 |
535 |
|
8 |
17 |
38 |
59 |
92 |
234 |
534 |
534 |
|
9 |
20 |
44 |
62 |
87 |
233 |
533 |
533 |
|
10 |
19 |
44 |
61 |
84 |
232 |
533 |
533 |
|
11 |
18 |
43 |
59 |
84 |
231 |
532 |
532 |
|
12 |
18 |
43 |
60 |
86 |
230 |
531 |
531 |
|
13 |
18 |
43 |
61 |
86 |
229 |
530 |
530 |
|
14 |
18 |
43 |
61 |
86 |
229 |
530 |
530 |
|
15 |
18 |
43 |
61 |
86 |
228 |
529 |
529 |
|
16 |
18 |
43 |
61 |
86 |
227 |
527 |
527 |
|
17 |
18 |
43 |
61 |
86 |
226 |
527 |
527 |
|
18 |
18 |
43 |
61 |
86 |
225 |
526 |
526 |
|
19 |
18 |
43 |
61 |
86 |
225 |
526 |
526 |
|
20 |
18 |
43 |
61 |
86 |
226 |
526 |
526 |
|
21 |
18 |
43 |
61 |
86 |
226 |
526 |
526 |
|
22 |
18 |
43 |
61 |
86 |
225 |
526 |
526 |
|
23 |
18 |
43 |
61 |
86 |
225 |
526 |
526 |
|
24 |
18 |
43 |
61 |
86 |
224 |
525 |
525 |
|
25 |
18 |
43 |
61 |
86 |
224 |
524 |
524 |
|
26 |
19 |
43 |
61 |
86 |
223 |
524 |
524 |
|
27 |
19 |
43 |
61 |
86 |
222 |
523 |
523 |
|
28 |
21 |
43 |
61 |
86 |
222 |
523 |
523 |
|
29 |
21 |
43 |
61 |
86 |
221 |
522 |
522 |
|
30 |
22 |
43 |
61 |
86 |
221 |
522 |
522 |
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 |
121 |
191 |
303 |
604 |
1 292 |
|
2 |
83 |
96 |
119 |
189 |
302 |
602 |
1 044 |
|
3 |
82 |
97 |
119 |
182 |
297 |
597 |
853 |
|
4 |
82 |
97 |
120 |
182 |
294 |
595 |
706 |
|
5 |
81 |
97 |
122 |
183 |
291 |
592 |
594 |
|
6 |
80 |
98 |
124 |
186 |
290 |
590 |
590 |
|
7 |
79 |
97 |
124 |
186 |
287 |
588 |
588 |
|
8 |
77 |
96 |
121 |
183 |
285 |
586 |
586 |
|
9 |
75 |
95 |
119 |
181 |
283 |
584 |
584 |
|
10 |
74 |
95 |
118 |
179 |
282 |
582 |
582 |
|
11 |
73 |
94 |
117 |
178 |
280 |
581 |
581 |
|
12 |
72 |
94 |
115 |
176 |
279 |
579 |
579 |
|
13 |
71 |
93 |
114 |
175 |
277 |
578 |
578 |
|
14 |
70 |
92 |
113 |
174 |
276 |
577 |
577 |
|
15 |
69 |
90 |
111 |
172 |
275 |
575 |
575 |
|
16 |
68 |
89 |
110 |
171 |
273 |
574 |
574 |
|
17 |
66 |
88 |
109 |
170 |
272 |
573 |
573 |
|
18 |
66 |
87 |
108 |
169 |
272 |
572 |
572 |
|
19 |
65 |
86 |
107 |
168 |
271 |
572 |
572 |
|
20 |
64 |
86 |
107 |
168 |
270 |
571 |
571 |
|
21 |
63 |
85 |
106 |
167 |
269 |
570 |
570 |
|
22 |
62 |
84 |
105 |
166 |
268 |
569 |
569 |
|
23 |
61 |
83 |
104 |
165 |
267 |
568 |
568 |
|
24 |
60 |
82 |
103 |
164 |
266 |
567 |
567 |
|
25 |
59 |
81 |
102 |
163 |
265 |
566 |
566 |
|
26 |
58 |
79 |
101 |
161 |
264 |
565 |
565 |
|
27 |
57 |
78 |
99 |
160 |
263 |
563 |
563 |
|
28 |
56 |
77 |
98 |
159 |
262 |
562 |
562 |
|
29 |
55 |
76 |
97 |
158 |
261 |
561 |
561 |
|
30 |
54 |
75 |
96 |
157 |
260 |
560 |
560 |
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 |
56 |
70 |
93 |
163 |
275 |
576 |
1 267 |
|
2 |
56 |
69 |
92 |
162 |
275 |
575 |
1 028 |
|
3 |
56 |
70 |
93 |
156 |
270 |
571 |
840 |
|
4 |
57 |
72 |
95 |
157 |
269 |
569 |
696 |
|
5 |
56 |
73 |
98 |
159 |
267 |
568 |
585 |
|
6 |
56 |
73 |
100 |
162 |
265 |
566 |
566 |
|
7 |
56 |
74 |
100 |
163 |
264 |
565 |
565 |
|
8 |
54 |
74 |
99 |
161 |
263 |
564 |
564 |
|
9 |
53 |
73 |
97 |
159 |
261 |
562 |
562 |
|
10 |
53 |
73 |
97 |
158 |
260 |
561 |
561 |
|
11 |
52 |
73 |
96 |
157 |
259 |
560 |
560 |
|
12 |
52 |
73 |
95 |
156 |
259 |
559 |
559 |
|
13 |
52 |
73 |
95 |
156 |
258 |
559 |
559 |
|
14 |
51 |
73 |
94 |
155 |
257 |
558 |
558 |
|
15 |
51 |
72 |
94 |
154 |
257 |
558 |
558 |
|
16 |
50 |
72 |
93 |
154 |
256 |
557 |
557 |
|
17 |
49 |
71 |
92 |
153 |
255 |
556 |
556 |
|
18 |
49 |
71 |
92 |
153 |
255 |
556 |
556 |
|
19 |
48 |
70 |
91 |
152 |
254 |
555 |
555 |
|
20 |
48 |
70 |
91 |
152 |
254 |
555 |
555 |
|
21 |
48 |
70 |
91 |
152 |
254 |
555 |
555 |
|
22 |
48 |
69 |
90 |
151 |
254 |
554 |
554 |
|
23 |
47 |
69 |
90 |
151 |
253 |
554 |
554 |
|
24 |
47 |
68 |
89 |
150 |
252 |
553 |
553 |
|
25 |
46 |
68 |
89 |
149 |
252 |
553 |
553 |
|
26 |
45 |
67 |
88 |
149 |
251 |
552 |
552 |
|
27 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
28 |
44 |
65 |
86 |
147 |
250 |
550 |
550 |
|
29 |
43 |
65 |
86 |
147 |
249 |
550 |
550 |
|
30 |
42 |
64 |
85 |
146 |
248 |
549 |
549 |
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 |
138 |
250 |
551 |
1 238 |
|
2 |
32 |
45 |
69 |
139 |
251 |
552 |
1 000 |
|
3 |
32 |
47 |
69 |
132 |
247 |
547 |
816 |
|
4 |
33 |
48 |
71 |
133 |
245 |
546 |
676 |
|
5 |
34 |
50 |
75 |
136 |
244 |
545 |
568 |
|
6 |
34 |
51 |
78 |
140 |
243 |
544 |
544 |
|
7 |
34 |
53 |
79 |
142 |
242 |
543 |
543 |
|
8 |
33 |
52 |
78 |
140 |
242 |
542 |
542 |
|
9 |
33 |
53 |
77 |
138 |
241 |
542 |
542 |
|
10 |
33 |
53 |
77 |
138 |
240 |
541 |
541 |
|
11 |
33 |
54 |
76 |
137 |
240 |
540 |
540 |
|
12 |
32 |
54 |
76 |
137 |
239 |
540 |
540 |
|
13 |
32 |
54 |
75 |
136 |
238 |
539 |
539 |
|
14 |
32 |
53 |
74 |
135 |
238 |
538 |
538 |
|
15 |
31 |
53 |
74 |
135 |
237 |
538 |
538 |
|
16 |
30 |
52 |
73 |
134 |
236 |
537 |
537 |
|
17 |
30 |
52 |
73 |
134 |
236 |
537 |
537 |
|
18 |
30 |
51 |
72 |
133 |
236 |
536 |
536 |
|
19 |
30 |
51 |
72 |
133 |
235 |
536 |
536 |
|
20 |
30 |
51 |
72 |
133 |
236 |
536 |
536 |
|
21 |
30 |
51 |
72 |
133 |
236 |
536 |
536 |
|
22 |
30 |
51 |
72 |
133 |
236 |
536 |
536 |
|
23 |
29 |
51 |
72 |
133 |
235 |
536 |
536 |
|
24 |
29 |
51 |
72 |
133 |
235 |
536 |
536 |
|
25 |
29 |
51 |
72 |
133 |
235 |
536 |
536 |
|
26 |
29 |
50 |
71 |
132 |
235 |
535 |
535 |
|
27 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
28 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
29 |
28 |
49 |
70 |
131 |
234 |
534 |
534 |
|
30 |
27 |
49 |
70 |
131 |
233 |
534 |
534 |
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 |
25 |
95 |
207 |
508 |
1 201 |
|
2 |
1 |
5 |
25 |
96 |
208 |
509 |
968 |
|
3 |
2 |
5 |
27 |
90 |
205 |
505 |
790 |
|
4 |
2 |
7 |
30 |
92 |
204 |
504 |
654 |
|
5 |
4 |
9 |
35 |
95 |
203 |
504 |
549 |
|
6 |
4 |
11 |
38 |
100 |
203 |
504 |
504 |
|
7 |
5 |
14 |
40 |
103 |
203 |
504 |
504 |
|
8 |
6 |
14 |
40 |
102 |
203 |
504 |
504 |
|
9 |
7 |
15 |
40 |
101 |
203 |
504 |
504 |
|
10 |
8 |
16 |
40 |
101 |
203 |
504 |
504 |
|
11 |
8 |
18 |
41 |
102 |
204 |
505 |
505 |
|
12 |
9 |
18 |
40 |
101 |
203 |
504 |
504 |
|
13 |
10 |
19 |
41 |
102 |
204 |
505 |
505 |
|
14 |
10 |
19 |
40 |
101 |
204 |
504 |
504 |
|
15 |
12 |
18 |
39 |
100 |
202 |
503 |
503 |
|
16 |
12 |
17 |
38 |
99 |
202 |
502 |
502 |
|
17 |
13 |
17 |
38 |
99 |
202 |
502 |
502 |
|
18 |
14 |
17 |
38 |
99 |
202 |
502 |
502 |
|
19 |
14 |
18 |
39 |
100 |
202 |
503 |
503 |
|
20 |
15 |
18 |
39 |
100 |
202 |
503 |
503 |
|
21 |
15 |
20 |
40 |
100 |
203 |
504 |
504 |
|
22 |
17 |
20 |
40 |
101 |
203 |
504 |
504 |
|
23 |
17 |
21 |
39 |
100 |
203 |
503 |
503 |
|
24 |
18 |
21 |
39 |
100 |
202 |
503 |
503 |
|
25 |
18 |
22 |
39 |
100 |
202 |
503 |
503 |
|
26 |
19 |
23 |
39 |
100 |
202 |
503 |
503 |
|
27 |
19 |
24 |
41 |
100 |
202 |
503 |
503 |
|
28 |
21 |
24 |
42 |
100 |
202 |
503 |
503 |
|
29 |
21 |
25 |
43 |
100 |
202 |
503 |
503 |
|
30 |
22 |
26 |
44 |
100 |
202 |
503 |
503 |
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 |
82 |
152 |
264 |
565 |
1 223 |
|
2 |
45 |
58 |
82 |
152 |
264 |
565 |
990 |
|
3 |
46 |
60 |
83 |
146 |
260 |
561 |
810 |
|
4 |
47 |
62 |
85 |
147 |
259 |
559 |
672 |
|
5 |
47 |
64 |
89 |
150 |
258 |
558 |
565 |
|
6 |
47 |
65 |
91 |
153 |
257 |
557 |
557 |
|
7 |
48 |
66 |
92 |
155 |
256 |
557 |
557 |
|
8 |
47 |
66 |
91 |
153 |
255 |
556 |
556 |
|
9 |
46 |
66 |
90 |
151 |
254 |
555 |
555 |
|
10 |
46 |
66 |
90 |
151 |
253 |
554 |
554 |
|
11 |
46 |
67 |
89 |
150 |
252 |
553 |
553 |
|
12 |
45 |
67 |
89 |
149 |
252 |
553 |
553 |
|
13 |
45 |
66 |
88 |
149 |
251 |
552 |
552 |
|
14 |
45 |
66 |
87 |
148 |
250 |
551 |
551 |
|
15 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
16 |
43 |
65 |
86 |
147 |
249 |
550 |
550 |
|
17 |
43 |
64 |
85 |
146 |
249 |
549 |
549 |
|
18 |
42 |
64 |
85 |
146 |
248 |
549 |
549 |
|
19 |
42 |
63 |
84 |
145 |
248 |
548 |
548 |
|
20 |
42 |
63 |
84 |
145 |
248 |
548 |
548 |
|
21 |
41 |
63 |
84 |
145 |
247 |
548 |
548 |
|
22 |
41 |
62 |
84 |
145 |
247 |
548 |
548 |
|
23 |
40 |
62 |
83 |
144 |
246 |
547 |
547 |
|
24 |
40 |
61 |
82 |
143 |
246 |
546 |
546 |
|
25 |
39 |
61 |
82 |
143 |
245 |
546 |
546 |
|
26 |
38 |
60 |
81 |
142 |
244 |
545 |
545 |
|
27 |
38 |
59 |
80 |
141 |
243 |
544 |
544 |
|
28 |
37 |
58 |
80 |
140 |
243 |
544 |
544 |
|
29 |
36 |
58 |
79 |
140 |
242 |
543 |
543 |
|
30 |
35 |
57 |
78 |
139 |
241 |
542 |
542 |
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 |
124 |
236 |
537 |
1 223 |
|
2 |
21 |
34 |
58 |
128 |
240 |
541 |
986 |
|
3 |
25 |
40 |
62 |
125 |
240 |
540 |
805 |
|
4 |
29 |
44 |
67 |
129 |
241 |
542 |
668 |
|
5 |
32 |
48 |
73 |
134 |
242 |
543 |
562 |
|
6 |
31 |
48 |
75 |
137 |
240 |
541 |
541 |
|
7 |
35 |
54 |
80 |
143 |
244 |
544 |
544 |
|
8 |
34 |
53 |
79 |
140 |
242 |
543 |
543 |
|
9 |
35 |
55 |
79 |
141 |
243 |
544 |
544 |
|
10 |
37 |
57 |
81 |
142 |
244 |
545 |
545 |
|
11 |
39 |
59 |
82 |
143 |
245 |
546 |
546 |
|
12 |
40 |
61 |
83 |
144 |
246 |
547 |
547 |
|
13 |
40 |
62 |
83 |
144 |
246 |
547 |
547 |
|
14 |
41 |
62 |
83 |
144 |
247 |
548 |
548 |
|
15 |
41 |
63 |
84 |
145 |
247 |
548 |
548 |
|
16 |
40 |
62 |
83 |
144 |
246 |
547 |
547 |
|
17 |
41 |
62 |
83 |
144 |
246 |
547 |
547 |
|
18 |
40 |
62 |
83 |
144 |
246 |
547 |
547 |
|
19 |
40 |
61 |
82 |
143 |
246 |
546 |
546 |
|
20 |
40 |
61 |
82 |
143 |
246 |
546 |
546 |
|
21 |
40 |
61 |
82 |
143 |
246 |
546 |
546 |
|
22 |
39 |
61 |
82 |
143 |
245 |
546 |
546 |
|
23 |
39 |
61 |
82 |
143 |
245 |
546 |
546 |
|
24 |
39 |
60 |
81 |
142 |
245 |
545 |
545 |
|
25 |
38 |
60 |
81 |
142 |
244 |
545 |
545 |
|
26 |
38 |
59 |
80 |
141 |
244 |
544 |
544 |
|
27 |
37 |
59 |
80 |
141 |
243 |
544 |
544 |
|
28 |
37 |
58 |
79 |
140 |
243 |
543 |
543 |
|
29 |
36 |
58 |
79 |
140 |
242 |
543 |
543 |
|
30 |
36 |
57 |
78 |
139 |
242 |
542 |
542 |
2.15.
Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
17 |
30 |
54 |
124 |
236 |
537 |
1 239 |
|
2 |
19 |
32 |
55 |
125 |
237 |
538 |
999 |
|
3 |
21 |
35 |
57 |
120 |
235 |
536 |
816 |
|
4 |
22 |
38 |
60 |
123 |
234 |
535 |
675 |
|
5 |
24 |
40 |
65 |
126 |
234 |
535 |
567 |
|
6 |
25 |
42 |
69 |
131 |
234 |
535 |
535 |
|
7 |
26 |
44 |
70 |
133 |
234 |
535 |
535 |
|
8 |
26 |
45 |
70 |
132 |
234 |
535 |
535 |
|
9 |
26 |
46 |
70 |
132 |
234 |
535 |
535 |
|
10 |
27 |
47 |
71 |
132 |
234 |
535 |
535 |
|
11 |
27 |
48 |
71 |
132 |
234 |
535 |
535 |
|
12 |
28 |
49 |
71 |
132 |
234 |
535 |
535 |
|
13 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
14 |
29 |
50 |
71 |
132 |
234 |
535 |
535 |
|
15 |
29 |
50 |
71 |
132 |
234 |
535 |
535 |
|
16 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
17 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
18 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
19 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
20 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
21 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
22 |
28 |
50 |
71 |
132 |
234 |
535 |
535 |
|
23 |
28 |
49 |
70 |
131 |
233 |
534 |
534 |
|
24 |
27 |
49 |
70 |
131 |
233 |
534 |
534 |
|
25 |
27 |
48 |
69 |
130 |
233 |
533 |
533 |
|
26 |
26 |
48 |
69 |
130 |
232 |
533 |
533 |
|
27 |
26 |
47 |
68 |
129 |
232 |
532 |
532 |
|
28 |
25 |
47 |
68 |
129 |
231 |
532 |
532 |
|
29 |
25 |
47 |
68 |
129 |
231 |
532 |
532 |
|
30 |
25 |
46 |
67 |
128 |
230 |
531 |
531 |
2.16.
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
50 |
63 |
86 |
156 |
269 |
569 |
1 305 |
|
2 |
53 |
66 |
89 |
159 |
272 |
572 |
1 055 |
|
3 |
57 |
71 |
94 |
157 |
271 |
572 |
863 |
|
4 |
60 |
75 |
98 |
160 |
272 |
572 |
715 |
|
5 |
62 |
78 |
103 |
164 |
272 |
573 |
601 |
|
6 |
63 |
81 |
107 |
169 |
273 |
574 |
574 |
|
7 |
65 |
83 |
109 |
172 |
273 |
574 |
574 |
|
8 |
64 |
83 |
109 |
171 |
273 |
573 |
573 |
|
9 |
64 |
84 |
109 |
170 |
272 |
573 |
573 |
|
10 |
65 |
85 |
109 |
170 |
272 |
573 |
573 |
|
11 |
65 |
86 |
109 |
170 |
272 |
573 |
573 |
|
12 |
65 |
87 |
108 |
169 |
272 |
572 |
572 |
|
13 |
65 |
86 |
108 |
169 |
271 |
572 |
572 |
|
14 |
64 |
86 |
107 |
168 |
270 |
571 |
571 |
|
15 |
64 |
85 |
106 |
167 |
269 |
570 |
570 |
|
16 |
63 |
84 |
106 |
166 |
269 |
570 |
570 |
|
17 |
62 |
84 |
105 |
166 |
268 |
569 |
569 |
|
18 |
62 |
83 |
104 |
165 |
267 |
568 |
568 |
|
19 |
61 |
83 |
104 |
165 |
267 |
568 |
568 |
|
20 |
60 |
82 |
103 |
164 |
266 |
567 |
567 |
|
21 |
60 |
81 |
102 |
163 |
266 |
566 |
566 |
|
22 |
59 |
80 |
101 |
162 |
265 |
566 |
566 |
|
23 |
58 |
80 |
101 |
162 |
264 |
565 |
565 |
|
24 |
57 |
79 |
100 |
161 |
263 |
564 |
564 |
|
25 |
56 |
78 |
99 |
160 |
262 |
563 |
563 |
|
26 |
55 |
77 |
98 |
159 |
261 |
562 |
562 |
|
27 |
54 |
76 |
97 |
158 |
260 |
561 |
561 |
|
28 |
53 |
75 |
96 |
157 |
259 |
560 |
560 |
|
29 |
52 |
74 |
95 |
156 |
258 |
559 |
559 |
|
30 |
51 |
73 |
94 |
155 |
257 |
558 |
558 |
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 |
300 |
600 |
1 297 |
|
2 |
86 |
99 |
122 |
192 |
305 |
605 |
1 061 |
|
3 |
88 |
102 |
125 |
188 |
302 |
603 |
875 |
|
4 |
89 |
105 |
127 |
190 |
301 |
602 |
729 |
|
5 |
93 |
109 |
134 |
195 |
303 |
604 |
615 |
|
6 |
95 |
112 |
139 |
201 |
304 |
605 |
605 |
|
7 |
97 |
115 |
141 |
204 |
305 |
606 |
606 |
|
8 |
98 |
117 |
142 |
204 |
306 |
607 |
607 |
|
9 |
99 |
119 |
143 |
204 |
307 |
608 |
608 |
|
10 |
100 |
120 |
144 |
205 |
307 |
608 |
608 |
|
11 |
100 |
121 |
144 |
205 |
307 |
608 |
608 |
|
12 |
100 |
121 |
143 |
204 |
306 |
607 |
607 |
|
13 |
99 |
120 |
142 |
203 |
305 |
606 |
606 |
|
14 |
98 |
119 |
141 |
201 |
304 |
605 |
605 |
|
15 |
96 |
118 |
139 |
200 |
302 |
603 |
603 |
|
16 |
95 |
117 |
138 |
199 |
301 |
602 |
602 |
|
17 |
94 |
115 |
137 |
197 |
300 |
601 |
601 |
|
18 |
92 |
114 |
135 |
196 |
298 |
599 |
599 |
|
19 |
91 |
113 |
134 |
195 |
297 |
598 |
598 |
|
20 |
90 |
111 |
133 |
193 |
296 |
597 |
597 |
|
21 |
88 |
110 |
131 |
192 |
294 |
595 |
595 |
|
22 |
87 |
108 |
130 |
191 |
293 |
594 |
594 |
|
23 |
85 |
107 |
128 |
189 |
291 |
592 |
592 |
|
24 |
84 |
105 |
126 |
187 |
290 |
590 |
590 |
|
25 |
82 |
104 |
125 |
186 |
288 |
589 |
589 |
|
26 |
80 |
102 |
123 |
184 |
286 |
587 |
587 |
|
27 |
79 |
100 |
121 |
182 |
285 |
585 |
585 |
|
28 |
77 |
99 |
120 |
181 |
283 |
584 |
584 |
|
29 |
76 |
97 |
118 |
179 |
281 |
582 |
582 |
|
30 |
74 |
96 |
117 |
178 |
280 |
581 |
581 |
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 |
118 |
230 |
531 |
1 224 |
|
2 |
14 |
27 |
51 |
121 |
233 |
534 |
989 |
|
3 |
18 |
32 |
54 |
117 |
232 |
532 |
808 |
|
4 |
20 |
36 |
58 |
121 |
232 |
533 |
669 |
|
5 |
23 |
39 |
64 |
125 |
233 |
534 |
563 |
|
6 |
24 |
42 |
68 |
130 |
234 |
535 |
535 |
|
7 |
26 |
44 |
70 |
133 |
234 |
535 |
535 |
|
8 |
26 |
45 |
70 |
132 |
234 |
535 |
535 |
|
9 |
26 |
46 |
70 |
131 |
234 |
535 |
535 |
|
10 |
26 |
47 |
70 |
131 |
234 |
535 |
535 |
|
11 |
27 |
48 |
71 |
132 |
234 |
535 |
535 |
|
12 |
27 |
48 |
70 |
131 |
233 |
534 |
534 |
|
13 |
27 |
48 |
70 |
131 |
233 |
534 |
534 |
|
14 |
26 |
48 |
69 |
130 |
232 |
533 |
533 |
|
15 |
26 |
47 |
68 |
129 |
232 |
532 |
532 |
|
16 |
25 |
47 |
68 |
129 |
231 |
532 |
532 |
|
17 |
25 |
46 |
67 |
128 |
231 |
531 |
531 |
|
18 |
24 |
46 |
67 |
128 |
230 |
531 |
531 |
|
19 |
24 |
46 |
67 |
128 |
230 |
531 |
531 |
|
20 |
24 |
46 |
67 |
128 |
230 |
531 |
531 |
|
21 |
25 |
46 |
67 |
128 |
231 |
531 |
531 |
|
22 |
25 |
46 |
67 |
128 |
231 |
531 |
531 |
|
23 |
25 |
46 |
67 |
128 |
230 |
531 |
531 |
|
24 |
24 |
46 |
67 |
128 |
230 |
531 |
531 |
|
25 |
24 |
46 |
67 |
128 |
230 |
531 |
531 |
|
26 |
24 |
46 |
67 |
128 |
230 |
531 |
531 |
|
27 |
24 |
45 |
67 |
127 |
230 |
531 |
531 |
|
28 |
24 |
45 |
66 |
127 |
230 |
530 |
530 |
|
29 |
23 |
45 |
66 |
127 |
229 |
530 |
530 |
|
30 |
23 |
45 |
66 |
127 |
229 |
530 |
530 |
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 |
314 |
614 |
1 297 |
|
2 |
96 |
109 |
132 |
202 |
315 |
615 |
1 051 |
|
3 |
97 |
112 |
134 |
197 |
312 |
612 |
861 |
|
4 |
99 |
114 |
137 |
199 |
311 |
612 |
715 |
|
5 |
100 |
117 |
142 |
202 |
311 |
611 |
611 |
|
6 |
101 |
118 |
145 |
207 |
310 |
611 |
611 |
|
7 |
102 |
120 |
146 |
209 |
310 |
611 |
611 |
|
8 |
101 |
121 |
146 |
208 |
310 |
611 |
611 |
|
9 |
101 |
121 |
145 |
206 |
309 |
610 |
610 |
|
10 |
100 |
120 |
144 |
205 |
308 |
608 |
608 |
|
11 |
99 |
120 |
143 |
204 |
306 |
607 |
607 |
|
12 |
98 |
119 |
141 |
202 |
304 |
605 |
605 |
|
13 |
96 |
118 |
139 |
200 |
302 |
603 |
603 |
|
14 |
95 |
116 |
137 |
198 |
301 |
601 |
601 |
|
15 |
93 |
115 |
136 |
197 |
299 |
600 |
600 |
|
16 |
91 |
113 |
134 |
195 |
297 |
598 |
598 |
|
17 |
90 |
111 |
132 |
193 |
295 |
596 |
596 |
|
18 |
88 |
110 |
131 |
192 |
294 |
595 |
595 |
|
19 |
87 |
108 |
129 |
190 |
293 |
593 |
593 |
|
20 |
86 |
107 |
128 |
189 |
292 |
592 |
592 |
|
21 |
85 |
106 |
127 |
188 |
291 |
591 |
591 |
|
22 |
83 |
105 |
126 |
187 |
289 |
590 |
590 |
|
23 |
82 |
104 |
125 |
186 |
288 |
589 |
589 |
|
24 |
81 |
103 |
124 |
185 |
287 |
588 |
588 |
|
25 |
80 |
101 |
123 |
183 |
286 |
587 |
587 |
|
26 |
79 |
100 |
121 |
182 |
285 |
585 |
585 |
|
27 |
77 |
99 |
120 |
181 |
283 |
584 |
584 |
|
28 |
76 |
98 |
119 |
180 |
282 |
583 |
583 |
|
29 |
75 |
97 |
118 |
179 |
281 |
582 |
582 |
|
30 |
74 |
96 |
117 |
178 |
280 |
581 |
581 |
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 |
317 |
330 |
354 |
424 |
536 |
837 |
1 349 |
|
2 |
85 |
98 |
122 |
192 |
304 |
605 |
1 091 |
|
3 |
89 |
103 |
125 |
188 |
303 |
603 |
890 |
|
4 |
92 |
107 |
130 |
193 |
304 |
605 |
737 |
|
5 |
95 |
111 |
136 |
197 |
305 |
606 |
619 |
|
6 |
96 |
114 |
140 |
202 |
306 |
606 |
606 |
|
7 |
98 |
116 |
142 |
205 |
306 |
607 |
607 |
|
8 |
99 |
118 |
143 |
205 |
307 |
608 |
608 |
|
9 |
99 |
119 |
143 |
205 |
307 |
608 |
608 |
|
10 |
99 |
120 |
143 |
204 |
307 |
608 |
608 |
|
11 |
100 |
121 |
144 |
205 |
307 |
608 |
608 |
|
12 |
101 |
122 |
144 |
205 |
307 |
608 |
608 |
|
13 |
101 |
123 |
144 |
205 |
307 |
608 |
608 |
|
14 |
102 |
124 |
145 |
206 |
308 |
609 |
609 |
|
15 |
103 |
124 |
145 |
206 |
309 |
609 |
609 |
|
16 |
104 |
125 |
146 |
207 |
310 |
610 |
610 |
|
17 |
105 |
126 |
147 |
208 |
311 |
611 |
611 |
|
18 |
106 |
127 |
148 |
209 |
312 |
612 |
612 |
|
19 |
106 |
128 |
149 |
210 |
312 |
613 |
613 |
|
20 |
107 |
129 |
150 |
211 |
313 |
614 |
614 |
|
21 |
107 |
129 |
150 |
211 |
313 |
614 |
614 |
|
22 |
107 |
128 |
149 |
210 |
313 |
613 |
613 |
|
23 |
106 |
128 |
149 |
210 |
312 |
613 |
613 |
|
24 |
105 |
127 |
148 |
209 |
311 |
612 |
612 |
|
25 |
104 |
126 |
147 |
208 |
310 |
611 |
611 |
|
26 |
103 |
124 |
145 |
206 |
309 |
609 |
609 |
|
27 |
101 |
123 |
144 |
205 |
307 |
608 |
608 |
|
28 |
100 |
122 |
143 |
204 |
306 |
607 |
607 |
|
29 |
99 |
120 |
141 |
202 |
304 |
605 |
605 |
|
30 |
97 |
119 |
140 |
201 |
303 |
604 |
604 |
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 |
106 |
218 |
519 |
1 222 |
|
2 |
1 |
12 |
35 |
106 |
218 |
519 |
983 |
|
3 |
2 |
14 |
36 |
99 |
214 |
515 |
801 |
|
4 |
2 |
16 |
38 |
101 |
212 |
513 |
663 |
|
5 |
4 |
17 |
42 |
103 |
211 |
512 |
557 |
|
6 |
4 |
19 |
45 |
107 |
211 |
511 |
511 |
|
7 |
5 |
20 |
46 |
109 |
210 |
511 |
511 |
|
8 |
6 |
20 |
45 |
107 |
209 |
510 |
510 |
|
9 |
7 |
20 |
44 |
106 |
208 |
509 |
509 |
|
10 |
8 |
21 |
44 |
105 |
208 |
508 |
508 |
|
11 |
8 |
22 |
44 |
105 |
207 |
508 |
508 |
|
12 |
9 |
22 |
44 |
105 |
207 |
508 |
508 |
|
13 |
10 |
23 |
44 |
105 |
208 |
508 |
508 |
|
14 |
11 |
23 |
45 |
105 |
208 |
509 |
509 |
|
15 |
12 |
24 |
45 |
106 |
208 |
509 |
509 |
|
16 |
12 |
24 |
45 |
106 |
208 |
509 |
509 |
|
17 |
13 |
24 |
46 |
106 |
209 |
510 |
510 |
|
18 |
14 |
25 |
46 |
107 |
209 |
510 |
510 |
|
19 |
14 |
26 |
47 |
108 |
210 |
511 |
511 |
|
20 |
15 |
27 |
48 |
109 |
211 |
512 |
512 |
|
21 |
16 |
27 |
48 |
109 |
212 |
512 |
512 |
|
22 |
17 |
28 |
49 |
110 |
212 |
513 |
513 |
|
23 |
17 |
29 |
50 |
111 |
213 |
514 |
514 |
|
24 |
18 |
29 |
50 |
111 |
213 |
514 |
514 |
|
25 |
18 |
29 |
50 |
111 |
214 |
514 |
514 |
|
26 |
19 |
30 |
51 |
112 |
214 |
515 |
515 |
|
27 |
20 |
30 |
51 |
112 |
214 |
515 |
515 |
|
28 |
21 |
30 |
51 |
112 |
214 |
515 |
515 |
|
29 |
22 |
30 |
52 |
112 |
215 |
516 |
516 |
|
30 |
22 |
31 |
52 |
113 |
215 |
516 |
516 |
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 |
88 |
158 |
270 |
571 |
1 248 |
|
2 |
52 |
65 |
89 |
159 |
271 |
572 |
1 009 |
|
3 |
53 |
67 |
90 |
153 |
267 |
568 |
824 |
|
4 |
54 |
69 |
92 |
154 |
266 |
566 |
683 |
|
5 |
54 |
71 |
96 |
157 |
265 |
566 |
574 |
|
6 |
55 |
72 |
99 |
161 |
264 |
565 |
565 |
|
7 |
55 |
73 |
99 |
162 |
263 |
564 |
564 |
|
8 |
55 |
74 |
99 |
161 |
263 |
564 |
564 |
|
9 |
54 |
74 |
98 |
160 |
262 |
563 |
563 |
|
10 |
53 |
74 |
97 |
158 |
261 |
562 |
562 |
|
11 |
53 |
74 |
96 |
157 |
259 |
560 |
560 |
|
12 |
52 |
73 |
95 |
156 |
258 |
559 |
559 |
|
13 |
51 |
72 |
93 |
154 |
257 |
557 |
557 |
|
14 |
49 |
71 |
92 |
153 |
255 |
556 |
556 |
|
15 |
48 |
70 |
91 |
152 |
254 |
555 |
555 |
|
16 |
47 |
68 |
89 |
150 |
253 |
553 |
553 |
|
17 |
46 |
67 |
88 |
149 |
252 |
552 |
552 |
|
18 |
45 |
66 |
88 |
148 |
251 |
552 |
552 |
|
19 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
20 |
44 |
65 |
86 |
147 |
249 |
550 |
550 |
|
21 |
43 |
65 |
86 |
147 |
249 |
550 |
550 |
|
22 |
42 |
64 |
85 |
146 |
248 |
549 |
549 |
|
23 |
42 |
63 |
84 |
145 |
248 |
548 |
548 |
|
24 |
41 |
63 |
84 |
145 |
247 |
548 |
548 |
|
25 |
40 |
62 |
83 |
144 |
246 |
547 |
547 |
|
26 |
40 |
61 |
82 |
143 |
246 |
546 |
546 |
|
27 |
39 |
61 |
82 |
143 |
245 |
546 |
546 |
|
28 |
38 |
60 |
81 |
142 |
244 |
545 |
545 |
|
29 |
38 |
59 |
80 |
141 |
244 |
544 |
544 |
|
30 |
37 |
59 |
80 |
141 |
243 |
544 |
544 |
2.23.
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
115 |
128 |
151 |
221 |
333 |
634 |
1 303 |
|
2 |
116 |
129 |
152 |
222 |
335 |
635 |
1 057 |
|
3 |
119 |
133 |
155 |
218 |
333 |
634 |
866 |
|
4 |
121 |
136 |
159 |
222 |
333 |
634 |
719 |
|
5 |
123 |
139 |
165 |
225 |
334 |
634 |
634 |
|
6 |
124 |
142 |
168 |
230 |
334 |
635 |
635 |
|
7 |
126 |
144 |
170 |
233 |
334 |
635 |
635 |
|
8 |
125 |
144 |
170 |
232 |
333 |
634 |
634 |
|
9 |
125 |
145 |
169 |
231 |
333 |
634 |
634 |
|
10 |
125 |
145 |
169 |
230 |
332 |
633 |
633 |
|
11 |
125 |
146 |
168 |
229 |
331 |
632 |
632 |
|
12 |
124 |
145 |
167 |
228 |
330 |
631 |
631 |
|
13 |
122 |
144 |
165 |
226 |
328 |
629 |
629 |
|
14 |
121 |
142 |
164 |
224 |
327 |
628 |
628 |
|
15 |
119 |
141 |
162 |
223 |
325 |
626 |
626 |
|
16 |
117 |
138 |
159 |
220 |
323 |
623 |
623 |
|
17 |
115 |
136 |
157 |
218 |
321 |
621 |
621 |
|
18 |
113 |
134 |
155 |
216 |
319 |
619 |
619 |
|
19 |
111 |
132 |
154 |
214 |
317 |
618 |
618 |
|
20 |
109 |
131 |
152 |
213 |
315 |
616 |
616 |
|
21 |
107 |
129 |
150 |
211 |
313 |
614 |
614 |
|
22 |
106 |
127 |
148 |
209 |
312 |
612 |
612 |
|
23 |
104 |
125 |
146 |
207 |
310 |
610 |
610 |
|
24 |
102 |
124 |
145 |
206 |
308 |
609 |
609 |
|
25 |
100 |
122 |
143 |
204 |
306 |
607 |
607 |
|
26 |
98 |
120 |
141 |
202 |
304 |
605 |
605 |
|
27 |
96 |
118 |
139 |
200 |
302 |
603 |
603 |
|
28 |
95 |
116 |
137 |
198 |
301 |
601 |
601 |
|
29 |
93 |
115 |
136 |
197 |
299 |
600 |
600 |
|
30 |
91 |
113 |
134 |
195 |
297 |
598 |
598 |
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 |
202 |
273 |
385 |
686 |
1 436 |
|
2 |
176 |
189 |
212 |
282 |
395 |
695 |
1 139 |
|
3 |
182 |
196 |
218 |
281 |
396 |
697 |
918 |
|
4 |
185 |
200 |
223 |
285 |
397 |
697 |
756 |
|
5 |
186 |
203 |
228 |
289 |
397 |
698 |
698 |
|
6 |
187 |
204 |
231 |
293 |
396 |
697 |
697 |
|
7 |
187 |
205 |
231 |
294 |
395 |
696 |
696 |
|
8 |
186 |
205 |
230 |
292 |
394 |
695 |
695 |
|
9 |
185 |
204 |
229 |
290 |
393 |
693 |
693 |
|
10 |
184 |
204 |
228 |
289 |
391 |
692 |
692 |
|
11 |
183 |
204 |
226 |
287 |
390 |
690 |
690 |
|
12 |
181 |
202 |
224 |
285 |
387 |
688 |
688 |
|
13 |
179 |
200 |
221 |
282 |
385 |
685 |
685 |
|
14 |
176 |
197 |
219 |
279 |
382 |
683 |
683 |
|
15 |
173 |
194 |
216 |
276 |
379 |
680 |
680 |
|
16 |
170 |
191 |
213 |
274 |
376 |
677 |
677 |
|
17 |
167 |
188 |
210 |
271 |
373 |
674 |
674 |
|
18 |
164 |
186 |
207 |
268 |
370 |
671 |
671 |
|
19 |
161 |
183 |
204 |
265 |
367 |
668 |
668 |
|
20 |
158 |
180 |
201 |
262 |
364 |
665 |
665 |
|
21 |
155 |
177 |
198 |
259 |
361 |
662 |
662 |
|
22 |
152 |
174 |
195 |
256 |
358 |
659 |
659 |
|
23 |
149 |
171 |
192 |
253 |
355 |
656 |
656 |
|
24 |
146 |
168 |
189 |
250 |
352 |
653 |
653 |
|
25 |
143 |
165 |
186 |
246 |
349 |
650 |
650 |
|
26 |
140 |
162 |
183 |
244 |
346 |
647 |
647 |
|
27 |
137 |
159 |
180 |
241 |
343 |
644 |
644 |
|
28 |
134 |
156 |
177 |
238 |
340 |
641 |
641 |
|
29 |
131 |
153 |
174 |
235 |
337 |
638 |
638 |
|
30 |
129 |
150 |
171 |
232 |
335 |
635 |
635 |
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 |
139 |
251 |
552 |
1 257 |
|
2 |
33 |
46 |
70 |
140 |
252 |
553 |
1 011 |
|
3 |
34 |
49 |
71 |
134 |
249 |
549 |
825 |
|
4 |
35 |
51 |
73 |
136 |
247 |
548 |
683 |
|
5 |
36 |
53 |
78 |
139 |
247 |
548 |
574 |
|
6 |
37 |
54 |
81 |
143 |
246 |
547 |
547 |
|
7 |
37 |
56 |
82 |
145 |
245 |
546 |
546 |
|
8 |
36 |
55 |
81 |
142 |
244 |
545 |
545 |
|
9 |
36 |
55 |
80 |
141 |
244 |
544 |
544 |
|
10 |
35 |
56 |
79 |
140 |
243 |
544 |
544 |
|
11 |
35 |
56 |
79 |
140 |
242 |
543 |
543 |
|
12 |
35 |
56 |
78 |
139 |
242 |
542 |
542 |
|
13 |
35 |
56 |
78 |
139 |
241 |
542 |
542 |
|
14 |
35 |
56 |
77 |
138 |
241 |
541 |
541 |
|
15 |
34 |
56 |
77 |
138 |
240 |
541 |
541 |
|
16 |
34 |
56 |
77 |
138 |
240 |
541 |
541 |
|
17 |
34 |
56 |
77 |
138 |
240 |
541 |
541 |
|
18 |
34 |
56 |
77 |
138 |
240 |
541 |
541 |
|
19 |
34 |
56 |
77 |
138 |
240 |
541 |
541 |
|
20 |
35 |
56 |
77 |
138 |
240 |
541 |
541 |
|
21 |
35 |
56 |
77 |
138 |
240 |
541 |
541 |
|
22 |
34 |
56 |
77 |
138 |
240 |
541 |
541 |
|
23 |
34 |
56 |
77 |
138 |
240 |
541 |
541 |
|
24 |
34 |
56 |
77 |
138 |
240 |
541 |
541 |
|
25 |
34 |
55 |
76 |
137 |
240 |
540 |
540 |
|
26 |
33 |
55 |
76 |
137 |
239 |
540 |
540 |
|
27 |
33 |
55 |
76 |
137 |
239 |
540 |
540 |
|
28 |
33 |
54 |
75 |
136 |
239 |
539 |
539 |
|
29 |
32 |
54 |
75 |
136 |
238 |
539 |
539 |
|
30 |
32 |
54 |
75 |
136 |
238 |
539 |
539 |
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 |
136 |
248 |
549 |
1 253 |
|
2 |
31 |
44 |
67 |
137 |
250 |
551 |
1 014 |
|
3 |
34 |
48 |
70 |
133 |
248 |
548 |
830 |
|
4 |
36 |
51 |
74 |
136 |
248 |
549 |
688 |
|
5 |
38 |
55 |
80 |
141 |
249 |
549 |
579 |
|
6 |
40 |
57 |
83 |
145 |
249 |
550 |
550 |
|
7 |
41 |
60 |
86 |
149 |
249 |
550 |
550 |
|
8 |
41 |
60 |
86 |
148 |
249 |
550 |
550 |
|
9 |
42 |
61 |
86 |
147 |
250 |
550 |
550 |
|
10 |
43 |
63 |
86 |
148 |
250 |
551 |
551 |
|
11 |
44 |
64 |
87 |
148 |
250 |
551 |
551 |
|
12 |
44 |
65 |
87 |
148 |
251 |
551 |
551 |
|
13 |
44 |
66 |
87 |
148 |
251 |
551 |
551 |
|
14 |
45 |
66 |
87 |
148 |
250 |
551 |
551 |
|
15 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
16 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
17 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
18 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
19 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
20 |
45 |
66 |
87 |
148 |
251 |
551 |
551 |
|
21 |
45 |
66 |
88 |
148 |
251 |
552 |
552 |
|
22 |
45 |
66 |
87 |
148 |
251 |
551 |
551 |
|
23 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
24 |
44 |
66 |
87 |
148 |
250 |
551 |
551 |
|
25 |
44 |
65 |
86 |
147 |
249 |
550 |
550 |
|
26 |
43 |
65 |
86 |
147 |
249 |
550 |
550 |
|
27 |
43 |
64 |
85 |
146 |
248 |
549 |
549 |
|
28 |
42 |
64 |
85 |
146 |
248 |
549 |
549 |
|
29 |
41 |
63 |
84 |
145 |
247 |
548 |
548 |
|
30 |
41 |
62 |
83 |
144 |
247 |
547 |
547 |
2.27.
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
126 |
139 |
162 |
232 |
345 |
645 |
1 367 |
|
2 |
125 |
138 |
161 |
231 |
344 |
644 |
1 104 |
|
3 |
125 |
139 |
161 |
224 |
339 |
640 |
901 |
|
4 |
125 |
141 |
164 |
226 |
337 |
638 |
745 |
|
5 |
126 |
143 |
168 |
228 |
337 |
637 |
637 |
|
6 |
126 |
143 |
170 |
232 |
335 |
636 |
636 |
|
7 |
126 |
144 |
171 |
233 |
334 |
635 |
635 |
|
8 |
125 |
144 |
170 |
232 |
333 |
634 |
634 |
|
9 |
124 |
144 |
168 |
230 |
332 |
633 |
633 |
|
10 |
124 |
145 |
168 |
229 |
332 |
633 |
633 |
|
11 |
124 |
145 |
168 |
229 |
331 |
632 |
632 |
|
12 |
123 |
145 |
167 |
228 |
330 |
631 |
631 |
|
13 |
123 |
144 |
165 |
226 |
329 |
629 |
629 |
|
14 |
122 |
143 |
164 |
225 |
327 |
628 |
628 |
|
15 |
119 |
141 |
162 |
223 |
325 |
626 |
626 |
|
16 |
117 |
139 |
160 |
221 |
323 |
624 |
624 |
|
17 |
115 |
137 |
158 |
219 |
321 |
622 |
622 |
|
18 |
113 |
134 |
156 |
216 |
319 |
620 |
620 |
|
19 |
111 |
132 |
154 |
214 |
317 |
618 |
618 |
|
20 |
109 |
130 |
151 |
212 |
315 |
615 |
615 |
|
21 |
106 |
128 |
149 |
210 |
312 |
613 |
613 |
|
22 |
104 |
126 |
147 |
208 |
310 |
611 |
611 |
|
23 |
102 |
124 |
145 |
206 |
308 |
609 |
609 |
|
24 |
100 |
122 |
143 |
204 |
306 |
607 |
607 |
|
25 |
98 |
119 |
140 |
201 |
304 |
604 |
604 |
|
26 |
96 |
117 |
138 |
199 |
301 |
602 |
602 |
|
27 |
93 |
115 |
136 |
197 |
299 |
600 |
600 |
|
28 |
91 |
113 |
134 |
195 |
297 |
598 |
598 |
|
29 |
89 |
111 |
132 |
193 |
295 |
596 |
596 |
|
30 |
88 |
109 |
130 |
191 |
293 |
594 |
594 |
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 |
107 |
219 |
520 |
1 225 |
|
2 |
2 |
15 |
38 |
109 |
221 |
522 |
990 |
|
3 |
5 |
19 |
41 |
104 |
219 |
519 |
809 |
|
4 |
7 |
22 |
45 |
107 |
219 |
520 |
670 |
|
5 |
9 |
25 |
51 |
111 |
219 |
520 |
564 |
|
6 |
11 |
28 |
54 |
117 |
220 |
521 |
521 |
|
7 |
12 |
30 |
57 |
119 |
220 |
521 |
521 |
|
8 |
12 |
31 |
56 |
118 |
220 |
521 |
521 |
|
9 |
12 |
32 |
56 |
118 |
220 |
521 |
521 |
|
10 |
13 |
33 |
56 |
118 |
220 |
521 |
521 |
|
11 |
13 |
34 |
57 |
117 |
220 |
521 |
521 |
|
12 |
13 |
34 |
56 |
117 |
219 |
520 |
520 |
|
13 |
13 |
35 |
56 |
117 |
219 |
520 |
520 |
|
14 |
13 |
35 |
56 |
117 |
219 |
520 |
520 |
|
15 |
13 |
34 |
56 |
116 |
219 |
520 |
520 |
|
16 |
13 |
34 |
55 |
116 |
218 |
519 |
519 |
|
17 |
13 |
34 |
55 |
116 |
218 |
519 |
519 |
|
18 |
14 |
34 |
55 |
116 |
218 |
519 |
519 |
|
19 |
14 |
34 |
55 |
116 |
219 |
519 |
519 |
|
20 |
15 |
35 |
56 |
117 |
219 |
520 |
520 |
|
21 |
16 |
35 |
56 |
117 |
220 |
520 |
520 |
|
22 |
17 |
36 |
57 |
118 |
220 |
521 |
521 |
|
23 |
17 |
36 |
57 |
118 |
220 |
521 |
521 |
|
24 |
18 |
36 |
57 |
118 |
220 |
521 |
521 |
|
25 |
19 |
36 |
57 |
118 |
220 |
521 |
521 |
|
26 |
19 |
36 |
57 |
118 |
220 |
521 |
521 |
|
27 |
21 |
36 |
57 |
118 |
220 |
521 |
521 |
|
28 |
21 |
36 |
57 |
118 |
221 |
521 |
521 |
|
29 |
22 |
36 |
57 |
118 |
221 |
521 |
521 |
|
30 |
22 |
36 |
57 |
118 |
221 |
521 |
521 |
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 |
142 |
254 |
555 |
1 245 |
|
2 |
36 |
49 |
72 |
143 |
255 |
556 |
1 003 |
|
3 |
36 |
50 |
73 |
136 |
250 |
551 |
818 |
|
4 |
36 |
52 |
74 |
137 |
248 |
549 |
677 |
|
5 |
37 |
53 |
78 |
139 |
247 |
548 |
568 |
|
6 |
39 |
56 |
83 |
145 |
248 |
549 |
549 |
|
7 |
37 |
55 |
81 |
144 |
245 |
546 |
546 |
|
8 |
40 |
59 |
84 |
146 |
248 |
549 |
549 |
|
9 |
39 |
59 |
83 |
145 |
247 |
548 |
548 |
|
10 |
34 |
55 |
78 |
139 |
242 |
543 |
543 |
|
11 |
31 |
52 |
74 |
135 |
238 |
538 |
538 |
|
12 |
28 |
49 |
71 |
132 |
234 |
535 |
535 |
|
13 |
26 |
47 |
69 |
130 |
232 |
533 |
533 |
|
14 |
24 |
46 |
67 |
128 |
230 |
531 |
531 |
|
15 |
23 |
44 |
65 |
126 |
229 |
529 |
529 |
|
16 |
21 |
43 |
64 |
125 |
227 |
528 |
528 |
|
17 |
20 |
42 |
63 |
124 |
226 |
527 |
527 |
|
18 |
20 |
41 |
63 |
124 |
226 |
527 |
527 |
|
19 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
20 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
21 |
20 |
41 |
62 |
123 |
225 |
526 |
526 |
|
22 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
23 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
24 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
25 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
26 |
19 |
41 |
62 |
123 |
225 |
526 |
526 |
|
27 |
21 |
41 |
62 |
122 |
225 |
526 |
526 |
|
28 |
21 |
40 |
61 |
122 |
225 |
525 |
525 |
|
29 |
22 |
40 |
61 |
122 |
224 |
525 |
525 |
|
30 |
22 |
40 |
61 |
122 |
224 |
525 |
525 |
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 |
206 |
219 |
243 |
313 |
425 |
726 |
1 652 |
|
2 |
203 |
216 |
239 |
309 |
422 |
723 |
1 354 |
|
3 |
199 |
214 |
236 |
299 |
414 |
714 |
1 118 |
|
4 |
196 |
211 |
234 |
297 |
408 |
709 |
932 |
|
5 |
193 |
209 |
234 |
295 |
403 |
704 |
786 |
|
6 |
189 |
206 |
233 |
295 |
398 |
699 |
699 |
|
7 |
186 |
204 |
230 |
293 |
394 |
695 |
695 |
|
8 |
181 |
200 |
226 |
288 |
389 |
690 |
690 |
|
9 |
177 |
197 |
221 |
283 |
385 |
686 |
686 |
|
10 |
174 |
194 |
217 |
279 |
381 |
682 |
682 |
|
11 |
170 |
191 |
214 |
275 |
377 |
678 |
678 |
|
12 |
166 |
188 |
210 |
270 |
373 |
674 |
674 |
|
13 |
163 |
184 |
206 |
266 |
369 |
670 |
670 |
|
14 |
159 |
181 |
202 |
263 |
365 |
666 |
666 |
|
15 |
155 |
177 |
198 |
259 |
361 |
662 |
662 |
|
16 |
152 |
174 |
195 |
256 |
358 |
659 |
659 |
|
17 |
149 |
170 |
191 |
252 |
355 |
655 |
655 |
|
18 |
145 |
167 |
188 |
249 |
351 |
652 |
652 |
|
19 |
142 |
164 |
185 |
246 |
348 |
649 |
649 |
|
20 |
140 |
161 |
182 |
243 |
346 |
646 |
646 |
|
21 |
137 |
158 |
180 |
240 |
343 |
644 |
644 |
|
22 |
134 |
156 |
177 |
238 |
340 |
641 |
641 |
|
23 |
131 |
153 |
174 |
235 |
337 |
638 |
638 |
|
24 |
128 |
150 |
171 |
232 |
334 |
635 |
635 |
|
25 |
126 |
147 |
168 |
229 |
332 |
632 |
632 |
|
26 |
123 |
145 |
166 |
227 |
329 |
630 |
630 |
|
27 |
121 |
142 |
163 |
224 |
326 |
627 |
627 |
|
28 |
118 |
140 |
161 |
222 |
324 |
625 |
625 |
|
29 |
116 |
137 |
158 |
219 |
322 |
623 |
623 |
|
30 |
114 |
135 |
156 |
217 |
319 |
620 |
620 |
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 |
235 |
536 |
1 225 |
|
2 |
9 |
25 |
48 |
102 |
235 |
536 |
989 |
|
3 |
10 |
28 |
50 |
98 |
233 |
534 |
808 |
|
4 |
13 |
33 |
54 |
96 |
233 |
534 |
670 |
|
5 |
16 |
39 |
59 |
99 |
234 |
535 |
563 |
|
6 |
18 |
42 |
63 |
95 |
235 |
536 |
536 |
|
7 |
19 |
44 |
63 |
90 |
235 |
536 |
536 |
|
8 |
18 |
43 |
62 |
89 |
235 |
536 |
536 |
|
9 |
19 |
45 |
64 |
93 |
235 |
536 |
536 |
|
10 |
21 |
48 |
67 |
97 |
235 |
536 |
536 |
|
11 |
22 |
50 |
69 |
99 |
235 |
536 |
536 |
|
12 |
24 |
52 |
70 |
100 |
235 |
536 |
536 |
|
13 |
25 |
54 |
70 |
101 |
235 |
536 |
536 |
|
14 |
26 |
54 |
71 |
101 |
235 |
536 |
536 |
|
15 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
16 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
17 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
18 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
19 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
20 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
21 |
26 |
55 |
71 |
101 |
236 |
536 |
536 |
|
22 |
26 |
55 |
71 |
101 |
236 |
536 |
536 |
|
23 |
26 |
55 |
71 |
101 |
236 |
536 |
536 |
|
24 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
25 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
26 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
27 |
26 |
55 |
71 |
101 |
235 |
536 |
536 |
|
28 |
26 |
55 |
71 |
101 |
235 |
535 |
535 |
|
29 |
26 |
55 |
71 |
101 |
234 |
535 |
535 |
|
30 |
26 |
55 |
71 |
101 |
234 |
535 |
535 |
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 |
498 |
1 215 |
|
2 |
1 |
5 |
14 |
84 |
196 |
497 |
977 |
|
3 |
2 |
5 |
14 |
77 |
191 |
492 |
795 |
|
4 |
2 |
6 |
15 |
78 |
189 |
490 |
658 |
|
5 |
4 |
7 |
19 |
80 |
188 |
489 |
553 |
|
6 |
4 |
7 |
22 |
84 |
188 |
489 |
489 |
|
7 |
5 |
9 |
24 |
87 |
187 |
488 |
488 |
|
8 |
6 |
9 |
23 |
85 |
187 |
488 |
488 |
|
9 |
7 |
10 |
23 |
85 |
187 |
488 |
488 |
|
10 |
8 |
11 |
24 |
85 |
187 |
488 |
488 |
|
11 |
8 |
11 |
24 |
85 |
187 |
488 |
488 |
|
12 |
9 |
13 |
24 |
85 |
188 |
488 |
488 |
|
13 |
10 |
13 |
24 |
85 |
188 |
488 |
488 |
|
14 |
10 |
14 |
25 |
86 |
188 |
489 |
489 |
|
15 |
12 |
14 |
26 |
86 |
188 |
489 |
489 |
|
16 |
12 |
16 |
27 |
86 |
188 |
489 |
489 |
|
17 |
13 |
16 |
29 |
86 |
189 |
490 |
490 |
|
18 |
14 |
17 |
30 |
87 |
189 |
490 |
490 |
|
19 |
14 |
18 |
31 |
87 |
190 |
490 |
490 |
|
20 |
15 |
18 |
32 |
88 |
190 |
491 |
491 |
|
21 |
15 |
20 |
34 |
88 |
191 |
491 |
491 |
|
22 |
17 |
20 |
35 |
89 |
191 |
492 |
492 |
|
23 |
17 |
21 |
36 |
89 |
191 |
492 |
492 |
|
24 |
18 |
21 |
37 |
89 |
191 |
492 |
492 |
|
25 |
18 |
22 |
38 |
89 |
191 |
492 |
492 |
|
26 |
19 |
23 |
39 |
89 |
191 |
492 |
492 |
|
27 |
19 |
24 |
41 |
89 |
191 |
492 |
492 |
|
28 |
21 |
25 |
42 |
89 |
191 |
492 |
492 |
|
29 |
21 |
25 |
43 |
89 |
191 |
492 |
492 |
|
30 |
22 |
26 |
44 |
89 |
191 |
492 |
492 |
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 |
160 |
300 |
3 174 |
|
2 |
2 |
14 |
21 |
42 |
160 |
345 |
2 360 |
|
3 |
2 |
15 |
23 |
47 |
155 |
362 |
1 777 |
|
4 |
2 |
16 |
26 |
51 |
152 |
362 |
1 369 |
|
5 |
3 |
18 |
29 |
53 |
152 |
354 |
1 082 |
|
6 |
4 |
20 |
31 |
56 |
152 |
341 |
875 |
|
7 |
6 |
23 |
33 |
58 |
152 |
324 |
722 |
|
8 |
6 |
23 |
34 |
60 |
152 |
307 |
606 |
|
9 |
6 |
24 |
36 |
63 |
152 |
290 |
515 |
|
10 |
6 |
25 |
38 |
65 |
152 |
272 |
442 |
|
11 |
7 |
26 |
38 |
66 |
152 |
256 |
384 |
|
12 |
7 |
26 |
38 |
66 |
152 |
246 |
335 |
|
13 |
7 |
26 |
38 |
66 |
152 |
246 |
295 |
|
14 |
7 |
26 |
38 |
66 |
152 |
246 |
261 |
|
15 |
7 |
26 |
38 |
66 |
152 |
246 |
246 |
|
16 |
7 |
26 |
41 |
66 |
152 |
246 |
246 |
|
17 |
7 |
26 |
43 |
66 |
152 |
246 |
246 |
|
18 |
7 |
26 |
46 |
66 |
152 |
246 |
246 |
|
19 |
7 |
26 |
48 |
66 |
152 |
246 |
246 |
|
20 |
7 |
26 |
50 |
66 |
152 |
246 |
246 |
|
21 |
7 |
26 |
53 |
66 |
152 |
246 |
246 |
|
22 |
8 |
26 |
55 |
66 |
152 |
246 |
246 |
|
23 |
8 |
26 |
57 |
66 |
152 |
246 |
246 |
|
24 |
8 |
26 |
59 |
66 |
152 |
246 |
246 |
|
25 |
9 |
26 |
62 |
66 |
152 |
246 |
246 |
|
26 |
9 |
26 |
65 |
68 |
152 |
246 |
246 |
|
27 |
10 |
26 |
67 |
70 |
152 |
246 |
246 |
|
28 |
10 |
26 |
69 |
72 |
152 |
246 |
246 |
|
29 |
10 |
26 |
72 |
74 |
152 |
246 |
246 |
|
30 |
11 |
26 |
74 |
75 |
152 |
246 |
246 |
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 |
23 |
29 |
51 |
168 |
324 |
3 455 |
|
2 |
13 |
25 |
31 |
53 |
170 |
371 |
2 560 |
|
3 |
12 |
26 |
34 |
58 |
165 |
387 |
1 919 |
|
4 |
12 |
26 |
36 |
61 |
163 |
386 |
1 473 |
|
5 |
13 |
28 |
39 |
63 |
162 |
376 |
1 160 |
|
6 |
13 |
30 |
41 |
65 |
162 |
361 |
936 |
|
7 |
14 |
31 |
42 |
66 |
161 |
343 |
770 |
|
8 |
14 |
31 |
42 |
68 |
160 |
324 |
644 |
|
9 |
14 |
32 |
44 |
71 |
160 |
305 |
546 |
|
10 |
13 |
32 |
45 |
72 |
159 |
286 |
468 |
|
11 |
13 |
32 |
45 |
73 |
159 |
268 |
406 |
|
12 |
13 |
32 |
44 |
72 |
158 |
252 |
354 |
|
13 |
12 |
31 |
44 |
72 |
158 |
251 |
311 |
|
14 |
12 |
31 |
43 |
71 |
157 |
251 |
275 |
|
15 |
11 |
30 |
43 |
71 |
157 |
250 |
250 |
|
16 |
11 |
30 |
43 |
70 |
156 |
250 |
250 |
|
17 |
11 |
30 |
45 |
70 |
156 |
250 |
250 |
|
18 |
11 |
29 |
47 |
70 |
156 |
250 |
250 |
|
19 |
11 |
30 |
50 |
70 |
156 |
250 |
250 |
|
20 |
11 |
30 |
53 |
70 |
156 |
250 |
250 |
|
21 |
11 |
30 |
55 |
71 |
157 |
251 |
251 |
|
22 |
11 |
30 |
57 |
71 |
157 |
251 |
251 |
|
23 |
12 |
31 |
60 |
71 |
157 |
251 |
251 |
|
24 |
12 |
31 |
62 |
71 |
157 |
251 |
251 |
|
25 |
12 |
31 |
65 |
71 |
157 |
251 |
251 |
|
26 |
12 |
31 |
67 |
71 |
157 |
251 |
251 |
|
27 |
12 |
30 |
70 |
73 |
157 |
251 |
251 |
|
28 |
11 |
30 |
72 |
75 |
157 |
251 |
251 |
|
29 |
11 |
30 |
75 |
77 |
157 |
251 |
251 |
|
30 |
11 |
30 |
77 |
79 |
157 |
251 |
251 |
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 |
160 |
300 |
3 173 |
|
2 |
2 |
14 |
21 |
42 |
160 |
345 |
2 360 |
|
3 |
1 |
15 |
23 |
47 |
154 |
362 |
1 777 |
|
4 |
2 |
16 |
26 |
50 |
152 |
362 |
1 369 |
|
5 |
2 |
17 |
29 |
52 |
152 |
354 |
1 082 |
|
6 |
4 |
20 |
31 |
56 |
152 |
340 |
875 |
|
7 |
5 |
23 |
33 |
58 |
152 |
324 |
722 |
|
8 |
5 |
23 |
34 |
60 |
152 |
307 |
605 |
|
9 |
6 |
24 |
36 |
63 |
152 |
290 |
515 |
|
10 |
6 |
25 |
37 |
65 |
152 |
272 |
442 |
|
11 |
7 |
25 |
38 |
66 |
152 |
255 |
384 |
|
12 |
7 |
26 |
38 |
66 |
152 |
246 |
335 |
|
13 |
7 |
26 |
38 |
66 |
152 |
246 |
295 |
|
14 |
7 |
26 |
38 |
66 |
152 |
246 |
261 |
|
15 |
7 |
26 |
38 |
66 |
152 |
246 |
246 |
|
16 |
7 |
26 |
41 |
66 |
152 |
246 |
246 |
|
17 |
7 |
26 |
43 |
66 |
152 |
246 |
246 |
|
18 |
7 |
26 |
46 |
66 |
152 |
246 |
246 |
|
19 |
7 |
26 |
48 |
66 |
152 |
246 |
246 |
|
20 |
7 |
26 |
50 |
66 |
152 |
246 |
246 |
|
21 |
7 |
26 |
53 |
66 |
152 |
246 |
246 |
|
22 |
8 |
26 |
55 |
66 |
152 |
246 |
246 |
|
23 |
8 |
26 |
57 |
66 |
152 |
246 |
246 |
|
24 |
8 |
26 |
59 |
66 |
152 |
246 |
246 |
|
25 |
9 |
26 |
62 |
66 |
152 |
246 |
246 |
|
26 |
9 |
26 |
65 |
68 |
152 |
246 |
246 |
|
27 |
10 |
26 |
67 |
70 |
152 |
246 |
246 |
|
28 |
10 |
26 |
69 |
72 |
152 |
246 |
246 |
|
29 |
10 |
26 |
72 |
74 |
152 |
246 |
246 |
|
30 |
11 |
26 |
74 |
75 |
152 |
246 |
246 |
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 |
326 |
3 393 |
|
2 |
69 |
82 |
88 |
109 |
227 |
368 |
2 534 |
|
3 |
72 |
85 |
93 |
117 |
225 |
386 |
1 910 |
|
4 |
70 |
84 |
94 |
119 |
221 |
387 |
1 471 |
|
5 |
69 |
84 |
96 |
119 |
219 |
378 |
1 162 |
|
6 |
69 |
85 |
96 |
121 |
217 |
364 |
939 |
|
7 |
69 |
86 |
96 |
121 |
215 |
347 |
775 |
|
8 |
68 |
86 |
97 |
122 |
214 |
328 |
649 |
|
9 |
67 |
86 |
97 |
124 |
214 |
310 |
551 |
|
10 |
64 |
83 |
95 |
123 |
210 |
304 |
474 |
|
11 |
62 |
81 |
94 |
122 |
208 |
302 |
410 |
|
12 |
61 |
80 |
93 |
121 |
207 |
300 |
358 |
|
13 |
60 |
79 |
92 |
120 |
206 |
300 |
315 |
|
14 |
60 |
79 |
92 |
120 |
206 |
299 |
299 |
|
15 |
60 |
79 |
91 |
119 |
205 |
299 |
299 |
|
16 |
59 |
78 |
91 |
119 |
205 |
299 |
299 |
|
17 |
59 |
78 |
90 |
118 |
204 |
298 |
298 |
|
18 |
58 |
77 |
90 |
118 |
204 |
298 |
298 |
|
19 |
58 |
77 |
89 |
117 |
203 |
297 |
297 |
|
20 |
57 |
76 |
89 |
117 |
203 |
297 |
297 |
|
21 |
57 |
76 |
88 |
116 |
202 |
296 |
296 |
|
22 |
56 |
75 |
87 |
115 |
201 |
295 |
295 |
|
23 |
55 |
74 |
86 |
114 |
200 |
294 |
294 |
|
24 |
54 |
73 |
85 |
113 |
199 |
293 |
293 |
|
25 |
53 |
72 |
84 |
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 |
79 |
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 |
164 |
303 |
3 204 |
|
2 |
8 |
20 |
26 |
48 |
165 |
348 |
2 384 |
|
3 |
8 |
21 |
30 |
54 |
161 |
365 |
1 796 |
|
4 |
9 |
23 |
33 |
58 |
159 |
366 |
1 384 |
|
5 |
10 |
25 |
36 |
60 |
160 |
358 |
1 094 |
|
6 |
11 |
27 |
39 |
63 |
160 |
344 |
885 |
|
7 |
13 |
30 |
40 |
65 |
159 |
328 |
730 |
|
8 |
12 |
30 |
41 |
67 |
159 |
310 |
612 |
|
9 |
12 |
31 |
42 |
69 |
159 |
293 |
520 |
|
10 |
12 |
31 |
43 |
71 |
158 |
275 |
447 |
|
11 |
12 |
31 |
44 |
72 |
158 |
258 |
388 |
|
12 |
12 |
31 |
44 |
72 |
158 |
252 |
340 |
|
13 |
12 |
31 |
44 |
72 |
158 |
252 |
299 |
|
14 |
12 |
31 |
44 |
72 |
158 |
252 |
265 |
|
15 |
13 |
31 |
44 |
72 |
158 |
252 |
252 |
|
16 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
|
17 |
13 |
31 |
44 |
72 |
158 |
252 |
252 |
|
18 |
13 |
32 |
47 |
72 |
158 |
252 |
252 |
|
19 |
13 |
32 |
49 |
72 |
158 |
252 |
252 |
|
20 |
13 |
32 |
51 |
73 |
159 |
253 |
253 |
|
21 |
14 |
33 |
54 |
73 |
159 |
253 |
253 |
|
22 |
14 |
33 |
56 |
73 |
159 |
253 |
253 |
|
23 |
14 |
33 |
58 |
74 |
160 |
253 |
253 |
|
24 |
14 |
33 |
61 |
74 |
160 |
253 |
253 |
|
25 |
14 |
33 |
63 |
74 |
160 |
253 |
253 |
|
26 |
14 |
33 |
66 |
74 |
160 |
253 |
253 |
|
27 |
14 |
33 |
68 |
74 |
160 |
253 |
253 |
|
28 |
14 |
33 |
71 |
74 |
159 |
253 |
253 |
|
29 |
14 |
33 |
73 |
75 |
159 |
253 |
253 |
|
30 |
14 |
33 |
76 |
77 |
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 |
43 |
55 |
61 |
83 |
200 |
302 |
3 195 |
|
2 |
46 |
59 |
65 |
86 |
204 |
347 |
2 374 |
|
3 |
50 |
63 |
71 |
95 |
203 |
363 |
1 786 |
|
4 |
52 |
66 |
76 |
101 |
203 |
364 |
1 376 |
|
5 |
54 |
69 |
80 |
104 |
204 |
355 |
1 087 |
|
6 |
55 |
72 |
83 |
107 |
204 |
342 |
880 |
|
7 |
57 |
74 |
84 |
109 |
203 |
326 |
726 |
|
8 |
56 |
73 |
85 |
110 |
202 |
309 |
610 |
|
9 |
55 |
73 |
85 |
112 |
201 |
295 |
519 |
|
10 |
54 |
73 |
85 |
113 |
200 |
294 |
446 |
|
11 |
53 |
72 |
85 |
113 |
199 |
293 |
387 |
|
12 |
52 |
71 |
83 |
111 |
197 |
291 |
339 |
|
13 |
51 |
70 |
82 |
110 |
196 |
290 |
298 |
|
14 |
50 |
69 |
81 |
109 |
195 |
289 |
289 |
|
15 |
49 |
68 |
80 |
108 |
194 |
288 |
288 |
|
16 |
48 |
67 |
79 |
107 |
193 |
287 |
287 |
|
17 |
47 |
66 |
79 |
107 |
193 |
287 |
287 |
|
18 |
47 |
66 |
78 |
106 |
192 |
286 |
286 |
|
19 |
46 |
65 |
78 |
106 |
192 |
285 |
285 |
|
20 |
46 |
65 |
77 |
105 |
191 |
285 |
285 |
|
21 |
45 |
64 |
76 |
104 |
190 |
284 |
284 |
|
22 |
44 |
63 |
76 |
104 |
190 |
284 |
284 |
|
23 |
44 |
63 |
75 |
103 |
189 |
283 |
283 |
|
24 |
43 |
62 |
74 |
102 |
188 |
282 |
282 |
|
25 |
42 |
61 |
73 |
101 |
187 |
281 |
281 |
|
26 |
41 |
60 |
73 |
101 |
187 |
280 |
280 |
|
27 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
|
28 |
40 |
58 |
71 |
99 |
185 |
279 |
279 |
|
29 |
39 |
58 |
73 |
98 |
184 |
278 |
278 |
|
30 |
38 |
57 |
76 |
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 |
14 |
20 |
41 |
159 |
300 |
3 171 |
|
2 |
1 |
14 |
20 |
41 |
159 |
345 |
2 358 |
|
3 |
1 |
14 |
22 |
46 |
154 |
361 |
1 775 |
|
4 |
1 |
15 |
25 |
50 |
151 |
362 |
1 368 |
|
5 |
2 |
17 |
28 |
52 |
151 |
354 |
1 081 |
|
6 |
3 |
19 |
30 |
55 |
151 |
340 |
874 |
|
7 |
5 |
22 |
32 |
57 |
151 |
324 |
721 |
|
8 |
5 |
23 |
34 |
59 |
151 |
307 |
605 |
|
9 |
5 |
23 |
35 |
62 |
151 |
289 |
514 |
|
10 |
6 |
24 |
37 |
64 |
151 |
272 |
442 |
|
11 |
6 |
25 |
37 |
65 |
151 |
255 |
383 |
|
12 |
6 |
25 |
37 |
65 |
151 |
245 |
335 |
|
13 |
6 |
25 |
37 |
65 |
151 |
245 |
295 |
|
14 |
6 |
25 |
37 |
65 |
151 |
245 |
261 |
|
15 |
6 |
25 |
38 |
65 |
151 |
245 |
245 |
|
16 |
6 |
25 |
41 |
65 |
151 |
245 |
245 |
|
17 |
6 |
25 |
43 |
65 |
151 |
245 |
245 |
|
18 |
6 |
25 |
46 |
65 |
151 |
245 |
245 |
|
19 |
7 |
25 |
48 |
65 |
151 |
245 |
245 |
|
20 |
7 |
25 |
50 |
65 |
151 |
245 |
245 |
|
21 |
7 |
25 |
53 |
65 |
151 |
245 |
245 |
|
22 |
8 |
25 |
55 |
65 |
151 |
245 |
245 |
|
23 |
8 |
25 |
57 |
65 |
151 |
245 |
245 |
|
24 |
8 |
25 |
59 |
65 |
151 |
245 |
245 |
|
25 |
9 |
25 |
62 |
66 |
151 |
245 |
245 |
|
26 |
9 |
25 |
64 |
68 |
151 |
245 |
245 |
|
27 |
10 |
25 |
67 |
70 |
151 |
245 |
245 |
|
28 |
10 |
25 |
69 |
72 |
151 |
245 |
245 |
|
29 |
10 |
25 |
72 |
74 |
152 |
245 |
245 |
|
30 |
11 |
25 |
74 |
75 |
152 |
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 |
178 |
306 |
3 246 |
|
2 |
0 |
11 |
22 |
45 |
178 |
353 |
2 419 |
|
3 |
1 |
11 |
23 |
49 |
172 |
370 |
1 821 |
|
4 |
1 |
13 |
26 |
55 |
169 |
370 |
1 401 |
|
5 |
1 |
16 |
28 |
58 |
168 |
361 |
1 106 |
|
6 |
2 |
18 |
32 |
60 |
167 |
347 |
894 |
|
7 |
3 |
21 |
36 |
60 |
166 |
331 |
737 |
|
8 |
5 |
23 |
37 |
59 |
165 |
313 |
617 |
|
9 |
8 |
30 |
41 |
58 |
164 |
295 |
524 |
|
10 |
11 |
34 |
41 |
57 |
163 |
277 |
450 |
|
11 |
10 |
33 |
41 |
56 |
163 |
260 |
390 |
|
12 |
9 |
32 |
41 |
56 |
162 |
256 |
341 |
|
13 |
8 |
31 |
42 |
57 |
161 |
255 |
300 |
|
14 |
8 |
31 |
42 |
57 |
160 |
254 |
265 |
|
15 |
8 |
31 |
43 |
57 |
159 |
253 |
253 |
|
16 |
8 |
31 |
43 |
57 |
158 |
252 |
252 |
|
17 |
8 |
31 |
44 |
57 |
157 |
251 |
251 |
|
18 |
8 |
31 |
46 |
57 |
157 |
251 |
251 |
|
19 |
8 |
31 |
48 |
57 |
157 |
251 |
251 |
|
20 |
8 |
31 |
51 |
57 |
157 |
251 |
251 |
|
21 |
8 |
31 |
53 |
59 |
157 |
251 |
251 |
|
22 |
8 |
31 |
55 |
61 |
157 |
251 |
251 |
|
23 |
8 |
31 |
58 |
63 |
156 |
250 |
250 |
|
24 |
9 |
31 |
61 |
65 |
156 |
250 |
250 |
|
25 |
9 |
31 |
62 |
67 |
155 |
249 |
249 |
|
26 |
9 |
31 |
65 |
68 |
155 |
248 |
248 |
|
27 |
10 |
31 |
67 |
70 |
154 |
248 |
248 |
|
28 |
10 |
31 |
70 |
73 |
153 |
247 |
247 |
|
29 |
10 |
31 |
72 |
75 |
153 |
247 |
247 |
|
30 |
11 |
31 |
74 |
76 |
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 |
333 |
3 417 |
|
2 |
78 |
91 |
97 |
118 |
236 |
370 |
2 551 |
|
3 |
76 |
90 |
98 |
122 |
229 |
388 |
1 922 |
|
4 |
75 |
89 |
99 |
124 |
225 |
389 |
1 481 |
|
5 |
73 |
88 |
100 |
123 |
223 |
380 |
1 170 |
|
6 |
73 |
89 |
100 |
125 |
221 |
366 |
946 |
|
7 |
72 |
89 |
100 |
124 |
219 |
349 |
780 |
|
8 |
70 |
88 |
99 |
125 |
217 |
331 |
654 |
|
9 |
68 |
87 |
98 |
126 |
215 |
312 |
556 |
|
10 |
67 |
86 |
98 |
126 |
213 |
307 |
478 |
|
11 |
66 |
85 |
98 |
126 |
212 |
306 |
414 |
|
12 |
65 |
84 |
96 |
124 |
210 |
304 |
362 |
|
13 |
63 |
82 |
95 |
123 |
209 |
303 |
318 |
|
14 |
62 |
81 |
93 |
121 |
207 |
301 |
301 |
|
15 |
61 |
80 |
92 |
120 |
206 |
300 |
300 |
|
16 |
60 |
78 |
91 |
119 |
205 |
299 |
299 |
|
17 |
59 |
77 |
90 |
118 |
204 |
298 |
298 |
|
18 |
58 |
77 |
89 |
117 |
203 |
297 |
297 |
|
19 |
57 |
76 |
88 |
116 |
202 |
296 |
296 |
|
20 |
56 |
75 |
87 |
115 |
201 |
295 |
295 |
|
21 |
55 |
74 |
87 |
115 |
201 |
294 |
294 |
|
22 |
54 |
73 |
86 |
114 |
200 |
293 |
293 |
|
23 |
53 |
72 |
85 |
113 |
199 |
292 |
292 |
|
24 |
52 |
71 |
83 |
111 |
197 |
291 |
291 |
|
25 |
51 |
70 |
82 |
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 |
210 |
315 |
3 347 |
|
2 |
51 |
64 |
70 |
91 |
209 |
365 |
2 508 |
|
3 |
50 |
63 |
72 |
95 |
203 |
383 |
1 891 |
|
4 |
49 |
63 |
74 |
98 |
200 |
384 |
1 457 |
|
5 |
49 |
64 |
75 |
99 |
198 |
375 |
1 151 |
|
6 |
49 |
65 |
76 |
100 |
197 |
361 |
930 |
|
7 |
49 |
66 |
76 |
101 |
196 |
343 |
766 |
|
8 |
48 |
65 |
76 |
102 |
194 |
325 |
642 |
|
9 |
47 |
65 |
77 |
104 |
193 |
306 |
545 |
|
10 |
46 |
65 |
77 |
105 |
192 |
287 |
468 |
|
11 |
45 |
64 |
77 |
105 |
191 |
285 |
405 |
|
12 |
45 |
64 |
76 |
104 |
190 |
284 |
354 |
|
13 |
44 |
63 |
75 |
103 |
189 |
283 |
311 |
|
14 |
43 |
62 |
75 |
103 |
189 |
283 |
283 |
|
15 |
43 |
62 |
74 |
102 |
188 |
282 |
282 |
|
16 |
42 |
61 |
73 |
101 |
187 |
281 |
281 |
|
17 |
42 |
60 |
73 |
101 |
187 |
281 |
281 |
|
18 |
41 |
60 |
72 |
100 |
186 |
280 |
280 |
|
19 |
41 |
59 |
72 |
100 |
186 |
280 |
280 |
|
20 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
|
21 |
40 |
59 |
72 |
100 |
186 |
279 |
279 |
|
22 |
40 |
59 |
71 |
99 |
185 |
279 |
279 |
|
23 |
39 |
58 |
71 |
99 |
185 |
278 |
278 |
|
24 |
39 |
57 |
70 |
98 |
184 |
278 |
278 |
|
25 |
38 |
57 |
69 |
97 |
183 |
277 |
277 |
|
26 |
37 |
56 |
69 |
97 |
183 |
276 |
276 |
|
27 |
37 |
55 |
70 |
96 |
182 |
276 |
276 |
|
28 |
36 |
55 |
72 |
95 |
181 |
275 |
275 |
|
29 |
35 |
54 |
75 |
95 |
181 |
274 |
274 |
|
30 |
34 |
53 |
77 |
94 |
180 |
274 |
274 |
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 |
185 |
308 |
3 266 |
|
2 |
28 |
40 |
46 |
68 |
185 |
355 |
2 435 |
|
3 |
27 |
40 |
48 |
72 |
179 |
372 |
1 834 |
|
4 |
26 |
40 |
50 |
75 |
176 |
373 |
1 413 |
|
5 |
26 |
41 |
52 |
76 |
176 |
364 |
1 116 |
|
6 |
27 |
43 |
54 |
78 |
175 |
350 |
902 |
|
7 |
27 |
44 |
55 |
79 |
174 |
334 |
744 |
|
8 |
27 |
44 |
55 |
81 |
173 |
316 |
623 |
|
9 |
26 |
44 |
56 |
83 |
172 |
297 |
529 |
|
10 |
26 |
45 |
57 |
85 |
172 |
280 |
455 |
|
11 |
26 |
44 |
57 |
85 |
171 |
265 |
394 |
|
12 |
25 |
44 |
56 |
84 |
170 |
264 |
344 |
|
13 |
24 |
43 |
56 |
84 |
170 |
264 |
303 |
|
14 |
24 |
43 |
55 |
83 |
169 |
263 |
268 |
|
15 |
23 |
42 |
55 |
83 |
169 |
262 |
262 |
|
16 |
22 |
41 |
54 |
82 |
168 |
262 |
262 |
|
17 |
22 |
41 |
53 |
82 |
167 |
261 |
261 |
|
18 |
22 |
41 |
53 |
81 |
167 |
261 |
261 |
|
19 |
22 |
41 |
53 |
81 |
167 |
261 |
261 |
|
20 |
22 |
41 |
53 |
81 |
167 |
261 |
261 |
|
21 |
22 |
41 |
54 |
81 |
167 |
261 |
261 |
|
22 |
22 |
41 |
57 |
81 |
167 |
261 |
261 |
|
23 |
21 |
40 |
58 |
81 |
167 |
261 |
261 |
|
24 |
21 |
40 |
61 |
81 |
167 |
261 |
261 |
|
25 |
21 |
40 |
64 |
80 |
166 |
260 |
260 |
|
26 |
21 |
40 |
66 |
80 |
166 |
260 |
260 |
|
27 |
20 |
39 |
69 |
80 |
166 |
260 |
260 |
|
28 |
20 |
39 |
71 |
80 |
166 |
259 |
259 |
|
29 |
20 |
39 |
73 |
79 |
165 |
259 |
259 |
|
30 |
19 |
38 |
76 |
79 |
165 |
259 |
259 |
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 |
299 |
3 162 |
|
2 |
0 |
1 |
6 |
25 |
142 |
344 |
2 352 |
|
3 |
1 |
1 |
9 |
30 |
137 |
360 |
1 770 |
|
4 |
1 |
3 |
11 |
33 |
135 |
361 |
1 363 |
|
5 |
1 |
4 |
14 |
35 |
135 |
353 |
1 078 |
|
6 |
2 |
4 |
16 |
38 |
135 |
339 |
872 |
|
7 |
2 |
6 |
19 |
41 |
135 |
323 |
720 |
|
8 |
2 |
6 |
22 |
43 |
135 |
306 |
604 |
|
9 |
3 |
7 |
24 |
46 |
135 |
289 |
513 |
|
10 |
4 |
8 |
26 |
48 |
135 |
271 |
441 |
|
11 |
4 |
9 |
29 |
50 |
136 |
255 |
382 |
|
12 |
4 |
10 |
31 |
49 |
135 |
238 |
334 |
|
13 |
4 |
10 |
34 |
49 |
135 |
229 |
294 |
|
14 |
4 |
12 |
36 |
49 |
135 |
229 |
260 |
|
15 |
5 |
12 |
38 |
48 |
134 |
228 |
231 |
|
16 |
6 |
13 |
41 |
48 |
133 |
227 |
227 |
|
17 |
6 |
14 |
43 |
50 |
133 |
227 |
227 |
|
18 |
6 |
15 |
45 |
52 |
133 |
227 |
227 |
|
19 |
7 |
15 |
47 |
54 |
133 |
227 |
227 |
|
20 |
7 |
17 |
50 |
56 |
134 |
228 |
228 |
|
21 |
7 |
17 |
52 |
58 |
134 |
228 |
228 |
|
22 |
8 |
18 |
54 |
60 |
134 |
228 |
228 |
|
23 |
8 |
18 |
57 |
61 |
134 |
228 |
228 |
|
24 |
8 |
20 |
59 |
64 |
134 |
228 |
228 |
|
25 |
9 |
20 |
62 |
66 |
134 |
228 |
228 |
|
26 |
9 |
21 |
64 |
68 |
135 |
228 |
228 |
|
27 |
10 |
23 |
67 |
69 |
137 |
227 |
227 |
|
28 |
10 |
23 |
68 |
71 |
138 |
227 |
227 |
|
29 |
10 |
24 |
71 |
73 |
139 |
227 |
227 |
|
30 |
11 |
25 |
74 |
75 |
141 |
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 |
60 |
81 |
199 |
305 |
3 224 |
|
2 |
41 |
53 |
60 |
81 |
199 |
351 |
2 408 |
|
3 |
40 |
53 |
61 |
85 |
193 |
370 |
1 818 |
|
4 |
39 |
53 |
64 |
88 |
190 |
371 |
1 403 |
|
5 |
40 |
55 |
66 |
89 |
189 |
363 |
1 109 |
|
6 |
40 |
56 |
67 |
92 |
188 |
349 |
897 |
|
7 |
41 |
58 |
68 |
93 |
187 |
333 |
741 |
|
8 |
40 |
58 |
69 |
94 |
186 |
315 |
621 |
|
9 |
39 |
58 |
69 |
96 |
186 |
297 |
528 |
|
10 |
39 |
58 |
70 |
98 |
185 |
280 |
454 |
|
11 |
38 |
57 |
70 |
98 |
184 |
278 |
393 |
|
12 |
38 |
57 |
69 |
97 |
183 |
277 |
344 |
|
13 |
37 |
56 |
69 |
97 |
183 |
276 |
302 |
|
14 |
37 |
56 |
68 |
96 |
182 |
276 |
276 |
|
15 |
36 |
55 |
67 |
95 |
181 |
275 |
275 |
|
16 |
35 |
54 |
67 |
95 |
181 |
274 |
274 |
|
17 |
35 |
54 |
66 |
94 |
180 |
274 |
274 |
|
18 |
34 |
53 |
66 |
94 |
180 |
274 |
274 |
|
19 |
34 |
53 |
65 |
93 |
179 |
273 |
273 |
|
20 |
34 |
53 |
65 |
93 |
179 |
273 |
273 |
|
21 |
33 |
52 |
65 |
93 |
179 |
273 |
273 |
|
22 |
33 |
52 |
64 |
92 |
178 |
272 |
272 |
|
23 |
32 |
51 |
64 |
92 |
178 |
272 |
272 |
|
24 |
32 |
51 |
63 |
91 |
177 |
271 |
271 |
|
25 |
31 |
50 |
63 |
90 |
176 |
270 |
270 |
|
26 |
30 |
49 |
66 |
90 |
176 |
270 |
270 |
|
27 |
30 |
49 |
68 |
89 |
175 |
269 |
269 |
|
28 |
29 |
48 |
71 |
88 |
174 |
268 |
268 |
|
29 |
28 |
47 |
73 |
88 |
174 |
267 |
267 |
|
30 |
27 |
46 |
76 |
87 |
173 |
267 |
267 |
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 |
305 |
3 224 |
|
2 |
17 |
29 |
36 |
57 |
175 |
350 |
2 398 |
|
3 |
19 |
32 |
41 |
65 |
172 |
367 |
1 807 |
|
4 |
22 |
36 |
46 |
71 |
172 |
368 |
1 394 |
|
5 |
24 |
39 |
50 |
74 |
174 |
361 |
1 103 |
|
6 |
24 |
40 |
51 |
75 |
172 |
347 |
893 |
|
7 |
28 |
46 |
56 |
81 |
175 |
331 |
738 |
|
8 |
27 |
45 |
56 |
82 |
174 |
314 |
619 |
|
9 |
28 |
47 |
58 |
86 |
175 |
297 |
527 |
|
10 |
30 |
49 |
61 |
89 |
176 |
279 |
453 |
|
11 |
31 |
50 |
63 |
91 |
177 |
271 |
393 |
|
12 |
32 |
51 |
64 |
92 |
178 |
271 |
344 |
|
13 |
32 |
51 |
64 |
92 |
178 |
272 |
303 |
|
14 |
33 |
52 |
64 |
92 |
178 |
272 |
272 |
|
15 |
33 |
52 |
64 |
92 |
178 |
272 |
272 |
|
16 |
33 |
51 |
64 |
92 |
178 |
272 |
272 |
|
17 |
33 |
52 |
64 |
92 |
178 |
272 |
272 |
|
18 |
32 |
51 |
63 |
91 |
177 |
271 |
271 |
|
19 |
32 |
51 |
63 |
91 |
177 |
271 |
271 |
|
20 |
32 |
51 |
63 |
91 |
177 |
271 |
271 |
|
21 |
32 |
51 |
63 |
91 |
177 |
271 |
271 |
|
22 |
31 |
50 |
63 |
91 |
177 |
271 |
271 |
|
23 |
31 |
50 |
63 |
91 |
177 |
270 |
270 |
|
24 |
31 |
50 |
62 |
90 |
176 |
270 |
270 |
|
25 |
30 |
49 |
64 |
90 |
176 |
270 |
270 |
|
26 |
30 |
49 |
66 |
89 |
175 |
269 |
269 |
|
27 |
29 |
48 |
69 |
89 |
175 |
269 |
269 |
|
28 |
29 |
48 |
71 |
88 |
174 |
268 |
268 |
|
29 |
28 |
47 |
74 |
88 |
174 |
267 |
267 |
|
30 |
28 |
47 |
77 |
87 |
173 |
267 |
267 |
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 |
171 |
308 |
3 269 |
|
2 |
14 |
26 |
33 |
54 |
172 |
354 |
2 433 |
|
3 |
15 |
28 |
36 |
60 |
168 |
372 |
1 833 |
|
4 |
15 |
29 |
39 |
64 |
166 |
373 |
1 412 |
|
5 |
16 |
31 |
43 |
66 |
166 |
364 |
1 115 |
|
6 |
18 |
34 |
45 |
69 |
166 |
350 |
901 |
|
7 |
19 |
36 |
47 |
71 |
166 |
333 |
743 |
|
8 |
19 |
37 |
48 |
74 |
166 |
316 |
623 |
|
9 |
19 |
38 |
49 |
77 |
166 |
298 |
529 |
|
10 |
20 |
39 |
51 |
79 |
166 |
280 |
455 |
|
11 |
20 |
39 |
52 |
80 |
166 |
262 |
394 |
|
12 |
20 |
39 |
52 |
80 |
166 |
260 |
344 |
|
13 |
21 |
39 |
52 |
80 |
166 |
260 |
303 |
|
14 |
21 |
39 |
52 |
80 |
166 |
260 |
268 |
|
15 |
21 |
40 |
52 |
80 |
166 |
260 |
260 |
|
16 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
17 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
18 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
19 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
20 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
21 |
20 |
39 |
54 |
80 |
166 |
260 |
260 |
|
22 |
20 |
39 |
57 |
79 |
165 |
259 |
259 |
|
23 |
20 |
39 |
58 |
79 |
165 |
259 |
259 |
|
24 |
19 |
38 |
61 |
79 |
165 |
258 |
258 |
|
25 |
19 |
38 |
63 |
78 |
164 |
258 |
258 |
|
26 |
18 |
37 |
66 |
78 |
164 |
257 |
257 |
|
27 |
18 |
37 |
68 |
77 |
163 |
257 |
257 |
|
28 |
17 |
36 |
71 |
77 |
163 |
257 |
257 |
|
29 |
17 |
36 |
73 |
76 |
162 |
256 |
256 |
|
30 |
17 |
35 |
76 |
77 |
162 |
256 |
256 |
3.16.
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
45 |
58 |
64 |
85 |
203 |
324 |
3 455 |
|
2 |
49 |
61 |
67 |
89 |
206 |
374 |
2 581 |
|
3 |
51 |
64 |
72 |
96 |
204 |
393 |
1 946 |
|
4 |
52 |
66 |
77 |
101 |
203 |
394 |
1 499 |
|
5 |
54 |
69 |
81 |
104 |
204 |
385 |
1 184 |
|
6 |
56 |
72 |
83 |
108 |
204 |
370 |
957 |
|
7 |
58 |
75 |
85 |
110 |
204 |
353 |
789 |
|
8 |
57 |
75 |
86 |
112 |
204 |
334 |
661 |
|
9 |
58 |
76 |
88 |
115 |
204 |
315 |
562 |
|
10 |
58 |
77 |
89 |
117 |
204 |
298 |
482 |
|
11 |
58 |
77 |
90 |
118 |
204 |
298 |
418 |
|
12 |
58 |
77 |
89 |
117 |
203 |
297 |
365 |
|
13 |
57 |
76 |
89 |
117 |
203 |
296 |
321 |
|
14 |
56 |
75 |
88 |
116 |
202 |
296 |
296 |
|
15 |
56 |
74 |
87 |
115 |
201 |
295 |
295 |
|
16 |
55 |
74 |
86 |
114 |
200 |
294 |
294 |
|
17 |
54 |
73 |
86 |
114 |
200 |
293 |
293 |
|
18 |
54 |
72 |
85 |
113 |
199 |
293 |
293 |
|
19 |
53 |
72 |
84 |
112 |
198 |
292 |
292 |
|
20 |
52 |
71 |
84 |
112 |
198 |
292 |
292 |
|
21 |
52 |
71 |
83 |
111 |
197 |
291 |
291 |
|
22 |
51 |
70 |
82 |
110 |
196 |
290 |
290 |
|
23 |
50 |
69 |
81 |
109 |
195 |
289 |
289 |
|
24 |
49 |
68 |
80 |
108 |
194 |
288 |
288 |
|
25 |
48 |
67 |
80 |
108 |
194 |
287 |
287 |
|
26 |
47 |
66 |
79 |
107 |
193 |
286 |
286 |
|
27 |
46 |
65 |
78 |
106 |
192 |
285 |
285 |
|
28 |
45 |
64 |
77 |
105 |
191 |
285 |
285 |
|
29 |
44 |
63 |
77 |
104 |
190 |
284 |
284 |
|
30 |
43 |
62 |
80 |
103 |
189 |
283 |
283 |
3.17.
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
76 |
89 |
95 |
116 |
234 |
330 |
3 431 |
|
2 |
81 |
94 |
100 |
121 |
239 |
376 |
2 593 |
|
3 |
82 |
95 |
103 |
127 |
235 |
399 |
1 972 |
|
4 |
82 |
96 |
106 |
131 |
233 |
403 |
1 528 |
|
5 |
85 |
100 |
112 |
135 |
235 |
395 |
1 211 |
|
6 |
88 |
104 |
115 |
139 |
236 |
381 |
981 |
|
7 |
90 |
107 |
117 |
142 |
236 |
364 |
810 |
|
8 |
91 |
109 |
120 |
146 |
238 |
345 |
680 |
|
9 |
92 |
111 |
122 |
149 |
239 |
332 |
578 |
|
10 |
93 |
112 |
124 |
152 |
239 |
333 |
496 |
|
11 |
93 |
112 |
124 |
152 |
238 |
332 |
430 |
|
12 |
92 |
111 |
124 |
152 |
238 |
332 |
376 |
|
13 |
91 |
110 |
123 |
151 |
237 |
330 |
330 |
|
14 |
90 |
109 |
121 |
149 |
235 |
329 |
329 |
|
15 |
88 |
107 |
120 |
148 |
234 |
328 |
328 |
|
16 |
87 |
106 |
119 |
147 |
233 |
326 |
326 |
|
17 |
86 |
105 |
117 |
145 |
231 |
325 |
325 |
|
18 |
85 |
103 |
116 |
144 |
230 |
324 |
324 |
|
19 |
83 |
102 |
115 |
143 |
229 |
322 |
322 |
|
20 |
82 |
101 |
113 |
141 |
227 |
321 |
321 |
|
21 |
80 |
99 |
112 |
140 |
226 |
320 |
320 |
|
22 |
79 |
98 |
110 |
138 |
224 |
318 |
318 |
|
23 |
77 |
96 |
109 |
137 |
223 |
317 |
317 |
|
24 |
76 |
95 |
107 |
135 |
221 |
315 |
315 |
|
25 |
74 |
93 |
105 |
133 |
219 |
313 |
313 |
|
26 |
72 |
91 |
104 |
132 |
218 |
312 |
312 |
|
27 |
71 |
90 |
102 |
130 |
216 |
310 |
310 |
|
28 |
69 |
88 |
101 |
129 |
215 |
308 |
308 |
|
29 |
68 |
86 |
99 |
127 |
213 |
307 |
307 |
|
30 |
66 |
85 |
97 |
125 |
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 |
25 |
47 |
164 |
305 |
3 227 |
|
2 |
10 |
22 |
28 |
50 |
167 |
351 |
2 407 |
|
3 |
12 |
25 |
33 |
57 |
164 |
369 |
1 814 |
|
4 |
13 |
27 |
37 |
62 |
164 |
370 |
1 398 |
|
5 |
15 |
30 |
42 |
65 |
165 |
361 |
1 105 |
|
6 |
17 |
33 |
44 |
69 |
165 |
347 |
894 |
|
7 |
19 |
36 |
46 |
71 |
165 |
331 |
737 |
|
8 |
19 |
37 |
48 |
74 |
166 |
313 |
618 |
|
9 |
19 |
38 |
49 |
76 |
166 |
296 |
525 |
|
10 |
20 |
38 |
51 |
78 |
166 |
278 |
451 |
|
11 |
20 |
39 |
51 |
79 |
165 |
261 |
391 |
|
12 |
20 |
38 |
51 |
79 |
165 |
259 |
342 |
|
13 |
19 |
38 |
50 |
79 |
164 |
258 |
301 |
|
14 |
18 |
37 |
50 |
78 |
164 |
258 |
266 |
|
15 |
18 |
37 |
49 |
77 |
163 |
257 |
257 |
|
16 |
17 |
36 |
48 |
76 |
162 |
256 |
256 |
|
17 |
17 |
36 |
48 |
76 |
162 |
256 |
256 |
|
18 |
16 |
35 |
48 |
76 |
162 |
256 |
256 |
|
19 |
16 |
35 |
49 |
76 |
162 |
256 |
256 |
|
20 |
17 |
35 |
51 |
76 |
162 |
256 |
256 |
|
21 |
17 |
36 |
54 |
76 |
162 |
256 |
256 |
|
22 |
17 |
36 |
56 |
76 |
162 |
256 |
256 |
|
23 |
17 |
35 |
58 |
76 |
162 |
256 |
256 |
|
24 |
16 |
35 |
61 |
76 |
162 |
256 |
256 |
|
25 |
16 |
35 |
63 |
76 |
162 |
256 |
256 |
|
26 |
16 |
35 |
66 |
76 |
162 |
255 |
255 |
|
27 |
16 |
35 |
68 |
75 |
161 |
255 |
255 |
|
28 |
16 |
35 |
71 |
75 |
161 |
255 |
255 |
|
29 |
15 |
34 |
73 |
75 |
161 |
255 |
255 |
|
30 |
15 |
34 |
76 |
77 |
161 |
255 |
255 |
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 |
344 |
3 432 |
|
2 |
91 |
104 |
110 |
131 |
249 |
372 |
2 569 |
|
3 |
91 |
104 |
113 |
137 |
244 |
392 |
1 941 |
|
4 |
92 |
106 |
116 |
141 |
242 |
395 |
1 500 |
|
5 |
93 |
108 |
119 |
142 |
242 |
387 |
1 188 |
|
6 |
94 |
110 |
121 |
145 |
242 |
373 |
962 |
|
7 |
95 |
112 |
122 |
147 |
241 |
356 |
794 |
|
8 |
95 |
112 |
123 |
149 |
241 |
338 |
666 |
|
9 |
94 |
112 |
124 |
151 |
240 |
334 |
567 |
|
10 |
93 |
112 |
124 |
152 |
239 |
333 |
487 |
|
11 |
92 |
111 |
123 |
151 |
237 |
331 |
422 |
|
12 |
90 |
109 |
122 |
150 |
236 |
330 |
369 |
|
13 |
89 |
107 |
120 |
148 |
234 |
328 |
328 |
|
14 |
87 |
106 |
118 |
146 |
232 |
326 |
326 |
|
15 |
85 |
104 |
116 |
144 |
230 |
324 |
324 |
|
16 |
83 |
102 |
115 |
143 |
229 |
322 |
322 |
|
17 |
82 |
101 |
113 |
141 |
227 |
321 |
321 |
|
18 |
80 |
99 |
112 |
140 |
226 |
319 |
319 |
|
19 |
79 |
98 |
110 |
138 |
224 |
318 |
318 |
|
20 |
78 |
97 |
109 |
137 |
223 |
317 |
317 |
|
21 |
77 |
96 |
108 |
136 |
222 |
316 |
316 |
|
22 |
76 |
94 |
107 |
135 |
221 |
315 |
315 |
|
23 |
74 |
93 |
106 |
134 |
220 |
314 |
314 |
|
24 |
73 |
92 |
105 |
133 |
219 |
312 |
312 |
|
25 |
72 |
91 |
103 |
131 |
217 |
311 |
311 |
|
26 |
71 |
90 |
102 |
130 |
216 |
310 |
310 |
|
27 |
69 |
88 |
101 |
129 |
215 |
309 |
309 |
|
28 |
68 |
87 |
100 |
128 |
214 |
308 |
308 |
|
29 |
67 |
86 |
99 |
127 |
213 |
306 |
306 |
|
30 |
66 |
85 |
97 |
125 |
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 |
313 |
325 |
331 |
353 |
470 |
566 |
3 578 |
|
2 |
81 |
93 |
99 |
121 |
238 |
386 |
2 674 |
|
3 |
83 |
96 |
104 |
128 |
236 |
405 |
2 013 |
|
4 |
85 |
99 |
109 |
134 |
235 |
406 |
1 549 |
|
5 |
87 |
102 |
113 |
137 |
237 |
396 |
1 223 |
|
6 |
89 |
105 |
116 |
141 |
237 |
381 |
988 |
|
7 |
91 |
108 |
119 |
143 |
238 |
363 |
814 |
|
8 |
92 |
109 |
121 |
146 |
238 |
344 |
682 |
|
9 |
92 |
111 |
122 |
150 |
239 |
332 |
579 |
|
10 |
93 |
111 |
124 |
151 |
238 |
332 |
497 |
|
11 |
93 |
112 |
124 |
152 |
238 |
332 |
431 |
|
12 |
93 |
112 |
125 |
153 |
239 |
332 |
377 |
|
13 |
93 |
112 |
125 |
153 |
239 |
333 |
333 |
|
14 |
94 |
113 |
125 |
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 |
117 |
130 |
158 |
244 |
338 |
338 |
|
20 |
99 |
118 |
130 |
158 |
244 |
338 |
338 |
|
21 |
99 |
118 |
131 |
159 |
245 |
338 |
338 |
|
22 |
99 |
118 |
130 |
158 |
244 |
338 |
338 |
|
23 |
98 |
117 |
129 |
157 |
243 |
337 |
337 |
|
24 |
97 |
116 |
129 |
157 |
243 |
336 |
336 |
|
25 |
96 |
115 |
127 |
155 |
241 |
335 |
335 |
|
26 |
95 |
114 |
126 |
154 |
240 |
334 |
334 |
|
27 |
93 |
112 |
125 |
153 |
239 |
333 |
333 |
|
28 |
92 |
111 |
123 |
151 |
237 |
331 |
331 |
|
29 |
91 |
109 |
122 |
150 |
236 |
330 |
330 |
|
30 |
89 |
108 |
121 |
149 |
235 |
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 |
304 |
3 222 |
|
2 |
0 |
7 |
13 |
35 |
152 |
349 |
2 392 |
|
3 |
1 |
7 |
15 |
39 |
147 |
365 |
1 798 |
|
4 |
1 |
7 |
17 |
42 |
144 |
366 |
1 385 |
|
5 |
1 |
8 |
20 |
43 |
143 |
357 |
1 093 |
|
6 |
2 |
10 |
21 |
46 |
142 |
343 |
884 |
|
7 |
2 |
12 |
22 |
47 |
141 |
327 |
729 |
|
8 |
2 |
12 |
23 |
49 |
141 |
310 |
611 |
|
9 |
3 |
12 |
25 |
51 |
140 |
292 |
519 |
|
10 |
4 |
12 |
26 |
52 |
139 |
274 |
446 |
|
11 |
4 |
12 |
29 |
53 |
139 |
257 |
387 |
|
12 |
4 |
12 |
32 |
53 |
139 |
241 |
338 |
|
13 |
4 |
13 |
34 |
53 |
139 |
233 |
297 |
|
14 |
4 |
13 |
37 |
53 |
139 |
233 |
263 |
|
15 |
6 |
13 |
38 |
54 |
140 |
233 |
234 |
|
16 |
6 |
13 |
41 |
54 |
140 |
234 |
234 |
|
17 |
6 |
14 |
44 |
54 |
140 |
234 |
234 |
|
18 |
6 |
15 |
46 |
55 |
141 |
235 |
235 |
|
19 |
7 |
15 |
48 |
55 |
141 |
235 |
235 |
|
20 |
7 |
17 |
51 |
57 |
142 |
236 |
236 |
|
21 |
7 |
17 |
53 |
59 |
143 |
237 |
237 |
|
22 |
8 |
18 |
55 |
61 |
144 |
238 |
238 |
|
23 |
8 |
20 |
58 |
63 |
144 |
238 |
238 |
|
24 |
9 |
20 |
61 |
65 |
145 |
239 |
239 |
|
25 |
9 |
21 |
63 |
67 |
145 |
239 |
239 |
|
26 |
9 |
21 |
65 |
69 |
146 |
239 |
239 |
|
27 |
10 |
23 |
67 |
71 |
146 |
240 |
240 |
|
28 |
10 |
23 |
70 |
73 |
146 |
240 |
240 |
|
29 |
11 |
24 |
72 |
75 |
146 |
240 |
240 |
|
30 |
11 |
25 |
76 |
77 |
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 |
311 |
3 293 |
|
2 |
48 |
60 |
66 |
88 |
205 |
358 |
2 458 |
|
3 |
47 |
60 |
69 |
92 |
200 |
376 |
1 853 |
|
4 |
47 |
61 |
71 |
95 |
197 |
377 |
1 428 |
|
5 |
47 |
62 |
73 |
97 |
196 |
368 |
1 128 |
|
6 |
48 |
64 |
75 |
99 |
196 |
354 |
912 |
|
7 |
48 |
65 |
76 |
100 |
195 |
337 |
752 |
|
8 |
48 |
65 |
76 |
102 |
194 |
319 |
630 |
|
9 |
47 |
66 |
77 |
105 |
194 |
301 |
535 |
|
10 |
47 |
65 |
78 |
105 |
192 |
286 |
460 |
|
11 |
45 |
64 |
77 |
105 |
191 |
285 |
399 |
|
12 |
44 |
63 |
76 |
104 |
190 |
283 |
348 |
|
13 |
43 |
62 |
74 |
102 |
188 |
282 |
306 |
|
14 |
41 |
60 |
73 |
101 |
187 |
281 |
281 |
|
15 |
40 |
59 |
72 |
100 |
186 |
279 |
279 |
|
16 |
39 |
58 |
70 |
98 |
184 |
278 |
278 |
|
17 |
38 |
57 |
69 |
97 |
183 |
277 |
277 |
|
18 |
37 |
56 |
68 |
96 |
182 |
276 |
276 |
|
19 |
36 |
55 |
67 |
95 |
181 |
275 |
275 |
|
20 |
36 |
54 |
67 |
95 |
181 |
275 |
275 |
|
21 |
35 |
54 |
66 |
94 |
180 |
274 |
274 |
|
22 |
34 |
53 |
66 |
94 |
180 |
274 |
274 |
|
23 |
34 |
53 |
65 |
93 |
179 |
273 |
273 |
|
24 |
33 |
52 |
65 |
93 |
179 |
272 |
272 |
|
25 |
32 |
51 |
64 |
92 |
178 |
272 |
272 |
|
26 |
32 |
51 |
66 |
91 |
177 |
271 |
271 |
|
27 |
31 |
50 |
69 |
90 |
176 |
270 |
270 |
|
28 |
30 |
49 |
71 |
90 |
176 |
270 |
270 |
|
29 |
30 |
49 |
73 |
89 |
175 |
269 |
269 |
|
30 |
29 |
48 |
77 |
89 |
175 |
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 |
268 |
363 |
3 448 |
|
2 |
112 |
124 |
130 |
152 |
269 |
375 |
2 585 |
|
3 |
113 |
126 |
134 |
158 |
266 |
395 |
1 953 |
|
4 |
114 |
128 |
138 |
163 |
264 |
397 |
1 509 |
|
5 |
115 |
130 |
142 |
165 |
265 |
389 |
1 195 |
|
6 |
117 |
133 |
144 |
169 |
265 |
375 |
969 |
|
7 |
119 |
136 |
146 |
171 |
265 |
359 |
801 |
|
8 |
118 |
136 |
147 |
173 |
265 |
359 |
673 |
|
9 |
118 |
137 |
148 |
176 |
265 |
358 |
573 |
|
10 |
118 |
137 |
149 |
177 |
264 |
358 |
493 |
|
11 |
117 |
136 |
149 |
177 |
263 |
357 |
428 |
|
12 |
116 |
135 |
148 |
176 |
262 |
355 |
374 |
|
13 |
115 |
134 |
146 |
174 |
260 |
354 |
354 |
|
14 |
113 |
132 |
144 |
172 |
258 |
352 |
352 |
|
15 |
111 |
130 |
142 |
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 |
134 |
162 |
248 |
342 |
342 |
|
20 |
101 |
120 |
133 |
161 |
247 |
340 |
340 |
|
21 |
99 |
118 |
131 |
159 |
245 |
339 |
339 |
|
22 |
98 |
117 |
129 |
157 |
243 |
337 |
337 |
|
23 |
96 |
115 |
127 |
155 |
241 |
335 |
335 |
|
24 |
94 |
113 |
125 |
153 |
239 |
333 |
333 |
|
25 |
92 |
111 |
123 |
152 |
237 |
331 |
331 |
|
26 |
90 |
109 |
122 |
150 |
236 |
330 |
330 |
|
27 |
88 |
107 |
120 |
148 |
234 |
328 |
328 |
|
28 |
87 |
106 |
118 |
146 |
232 |
326 |
326 |
|
29 |
85 |
104 |
116 |
144 |
230 |
324 |
324 |
|
30 |
83 |
102 |
115 |
143 |
229 |
323 |
323 |
3.24.
Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
162 |
174 |
180 |
202 |
319 |
415 |
3 827 |
|
2 |
171 |
184 |
190 |
211 |
329 |
425 |
2 806 |
|
3 |
176 |
189 |
197 |
221 |
329 |
424 |
2 088 |
|
4 |
178 |
192 |
202 |
227 |
328 |
423 |
1 598 |
|
5 |
179 |
194 |
205 |
229 |
328 |
422 |
1 258 |
|
6 |
179 |
196 |
207 |
231 |
328 |
421 |
1 016 |
|
7 |
180 |
197 |
208 |
232 |
327 |
420 |
838 |
|
8 |
179 |
196 |
208 |
233 |
325 |
419 |
704 |
|
9 |
178 |
196 |
208 |
235 |
324 |
418 |
599 |
|
10 |
177 |
196 |
208 |
236 |
323 |
417 |
516 |
|
11 |
176 |
195 |
207 |
235 |
321 |
415 |
448 |
|
12 |
173 |
192 |
205 |
233 |
319 |
413 |
413 |
|
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 |
193 |
221 |
307 |
401 |
401 |
|
17 |
159 |
178 |
190 |
218 |
304 |
398 |
398 |
|
18 |
156 |
175 |
187 |
215 |
301 |
395 |
395 |
|
19 |
153 |
172 |
184 |
212 |
298 |
392 |
392 |
|
20 |
150 |
169 |
182 |
210 |
296 |
389 |
389 |
|
21 |
147 |
166 |
179 |
207 |
293 |
386 |
386 |
|
22 |
144 |
163 |
176 |
204 |
290 |
383 |
383 |
|
23 |
141 |
160 |
172 |
200 |
286 |
380 |
380 |
|
24 |
138 |
157 |
169 |
197 |
283 |
377 |
377 |
|
25 |
135 |
154 |
166 |
194 |
280 |
374 |
374 |
|
26 |
132 |
151 |
163 |
191 |
277 |
371 |
371 |
|
27 |
129 |
148 |
160 |
188 |
274 |
368 |
368 |
|
28 |
126 |
145 |
158 |
186 |
272 |
365 |
365 |
|
29 |
123 |
142 |
155 |
183 |
269 |
363 |
363 |
|
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 |
46 |
68 |
185 |
313 |
3 318 |
|
2 |
29 |
41 |
47 |
69 |
186 |
359 |
2 466 |
|
3 |
28 |
42 |
50 |
74 |
181 |
376 |
1 856 |
|
4 |
28 |
42 |
52 |
77 |
179 |
377 |
1 430 |
|
5 |
29 |
44 |
55 |
79 |
178 |
368 |
1 130 |
|
6 |
30 |
46 |
57 |
81 |
178 |
354 |
914 |
|
7 |
30 |
47 |
58 |
82 |
177 |
338 |
754 |
|
8 |
29 |
47 |
58 |
84 |
176 |
320 |
632 |
|
9 |
29 |
47 |
59 |
86 |
175 |
302 |
537 |
|
10 |
29 |
47 |
60 |
87 |
174 |
284 |
461 |
|
11 |
28 |
47 |
60 |
88 |
174 |
268 |
400 |
|
12 |
28 |
47 |
59 |
87 |
173 |
267 |
350 |
|
13 |
27 |
46 |
59 |
87 |
173 |
266 |
308 |
|
14 |
27 |
46 |
58 |
86 |
172 |
266 |
272 |
|
15 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
16 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
17 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
18 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
19 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
20 |
27 |
46 |
58 |
86 |
172 |
266 |
266 |
|
21 |
27 |
46 |
58 |
86 |
172 |
266 |
266 |
|
22 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
23 |
26 |
45 |
60 |
86 |
172 |
266 |
266 |
|
24 |
26 |
45 |
62 |
85 |
171 |
265 |
265 |
|
25 |
26 |
45 |
65 |
85 |
171 |
265 |
265 |
|
26 |
25 |
44 |
67 |
85 |
171 |
265 |
265 |
|
27 |
25 |
44 |
70 |
85 |
170 |
264 |
264 |
|
28 |
25 |
44 |
72 |
84 |
170 |
264 |
264 |
|
29 |
24 |
43 |
75 |
84 |
170 |
264 |
264 |
|
30 |
24 |
43 |
77 |
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 |
43 |
65 |
182 |
312 |
3 308 |
|
2 |
27 |
39 |
45 |
67 |
184 |
360 |
2 473 |
|
3 |
28 |
41 |
49 |
73 |
181 |
378 |
1 866 |
|
4 |
29 |
43 |
53 |
78 |
179 |
380 |
1 439 |
|
5 |
31 |
46 |
57 |
81 |
180 |
371 |
1 138 |
|
6 |
32 |
48 |
60 |
84 |
180 |
358 |
921 |
|
7 |
34 |
51 |
62 |
86 |
181 |
341 |
761 |
|
8 |
34 |
52 |
63 |
89 |
181 |
323 |
638 |
|
9 |
35 |
53 |
65 |
92 |
181 |
305 |
543 |
|
10 |
36 |
54 |
67 |
94 |
182 |
287 |
466 |
|
11 |
36 |
55 |
68 |
96 |
182 |
276 |
404 |
|
12 |
37 |
56 |
68 |
96 |
182 |
276 |
354 |
|
13 |
37 |
56 |
68 |
96 |
182 |
276 |
311 |
|
14 |
37 |
55 |
68 |
96 |
182 |
276 |
276 |
|
15 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
16 |
36 |
55 |
68 |
96 |
182 |
275 |
275 |
|
17 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
18 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
19 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
20 |
37 |
56 |
68 |
96 |
182 |
276 |
276 |
|
21 |
37 |
56 |
68 |
96 |
182 |
276 |
276 |
|
22 |
37 |
56 |
68 |
96 |
182 |
276 |
276 |
|
23 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
24 |
36 |
55 |
68 |
96 |
182 |
275 |
275 |
|
25 |
36 |
55 |
67 |
95 |
181 |
275 |
275 |
|
26 |
35 |
54 |
68 |
95 |
181 |
274 |
274 |
|
27 |
35 |
53 |
70 |
94 |
180 |
274 |
274 |
|
28 |
34 |
53 |
73 |
93 |
179 |
273 |
273 |
|
29 |
33 |
52 |
75 |
93 |
179 |
273 |
273 |
|
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 |
121 |
134 |
140 |
161 |
279 |
375 |
3 630 |
|
2 |
120 |
133 |
139 |
160 |
278 |
390 |
2 709 |
|
3 |
119 |
132 |
140 |
164 |
272 |
409 |
2 039 |
|
4 |
118 |
132 |
142 |
167 |
269 |
410 |
1 569 |
|
5 |
118 |
134 |
145 |
168 |
268 |
401 |
1 238 |
|
6 |
119 |
135 |
146 |
170 |
267 |
385 |
1 000 |
|
7 |
119 |
136 |
147 |
171 |
266 |
367 |
824 |
|
8 |
118 |
136 |
147 |
173 |
265 |
359 |
690 |
|
9 |
118 |
136 |
148 |
175 |
264 |
358 |
585 |
|
10 |
117 |
136 |
149 |
176 |
263 |
357 |
502 |
|
11 |
117 |
136 |
148 |
176 |
263 |
356 |
435 |
|
12 |
116 |
135 |
147 |
175 |
261 |
355 |
380 |
|
13 |
115 |
134 |
146 |
174 |
260 |
354 |
354 |
|
14 |
114 |
132 |
145 |
173 |
259 |
353 |
353 |
|
15 |
111 |
130 |
143 |
171 |
257 |
351 |
351 |
|
16 |
109 |
128 |
141 |
169 |
255 |
349 |
349 |
|
17 |
107 |
126 |
138 |
166 |
252 |
346 |
346 |
|
18 |
105 |
124 |
136 |
164 |
250 |
344 |
344 |
|
19 |
103 |
122 |
134 |
162 |
248 |
342 |
342 |
|
20 |
101 |
120 |
132 |
160 |
246 |
340 |
340 |
|
21 |
98 |
117 |
130 |
158 |
244 |
338 |
338 |
|
22 |
96 |
115 |
128 |
156 |
242 |
336 |
336 |
|
23 |
94 |
113 |
126 |
154 |
240 |
333 |
333 |
|
24 |
92 |
111 |
123 |
151 |
237 |
331 |
331 |
|
25 |
90 |
109 |
121 |
149 |
235 |
329 |
329 |
|
26 |
88 |
107 |
119 |
147 |
233 |
327 |
327 |
|
27 |
85 |
104 |
117 |
145 |
231 |
325 |
325 |
|
28 |
83 |
102 |
115 |
143 |
229 |
323 |
323 |
|
29 |
81 |
100 |
113 |
141 |
227 |
321 |
321 |
|
30 |
80 |
98 |
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 |
305 |
3 229 |
|
2 |
0 |
10 |
16 |
38 |
155 |
351 |
2 409 |
|
3 |
1 |
12 |
20 |
44 |
151 |
369 |
1 815 |
|
4 |
1 |
14 |
24 |
49 |
150 |
370 |
1 400 |
|
5 |
1 |
16 |
28 |
51 |
151 |
362 |
1 107 |
|
6 |
3 |
19 |
31 |
55 |
151 |
348 |
896 |
|
7 |
5 |
22 |
33 |
57 |
152 |
332 |
739 |
|
8 |
5 |
23 |
34 |
60 |
152 |
314 |
620 |
|
9 |
6 |
24 |
35 |
63 |
152 |
296 |
526 |
|
10 |
6 |
24 |
37 |
64 |
152 |
278 |
452 |
|
11 |
6 |
25 |
37 |
65 |
151 |
261 |
392 |
|
12 |
6 |
24 |
37 |
65 |
151 |
245 |
342 |
|
13 |
5 |
24 |
37 |
65 |
151 |
245 |
301 |
|
14 |
5 |
24 |
37 |
65 |
150 |
244 |
266 |
|
15 |
6 |
24 |
40 |
64 |
150 |
244 |
244 |
|
16 |
6 |
23 |
41 |
64 |
150 |
244 |
244 |
|
17 |
6 |
23 |
44 |
64 |
150 |
244 |
244 |
|
18 |
7 |
23 |
47 |
64 |
150 |
244 |
244 |
|
19 |
7 |
24 |
49 |
64 |
150 |
244 |
244 |
|
20 |
7 |
24 |
51 |
65 |
151 |
245 |
245 |
|
21 |
7 |
25 |
54 |
65 |
151 |
245 |
245 |
|
22 |
8 |
25 |
56 |
65 |
151 |
245 |
245 |
|
23 |
8 |
25 |
58 |
66 |
152 |
245 |
245 |
|
24 |
9 |
25 |
61 |
66 |
152 |
246 |
246 |
|
25 |
9 |
25 |
63 |
68 |
152 |
246 |
246 |
|
26 |
9 |
25 |
66 |
70 |
152 |
246 |
246 |
|
27 |
10 |
26 |
68 |
72 |
152 |
246 |
246 |
|
28 |
10 |
26 |
71 |
73 |
152 |
246 |
246 |
|
29 |
11 |
26 |
73 |
75 |
152 |
246 |
246 |
|
30 |
11 |
26 |
76 |
77 |
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 |
189 |
310 |
3 284 |
|
2 |
32 |
44 |
50 |
72 |
189 |
356 |
2 444 |
|
3 |
30 |
43 |
52 |
76 |
183 |
373 |
1 838 |
|
4 |
29 |
43 |
53 |
78 |
180 |
373 |
1 415 |
|
5 |
29 |
44 |
56 |
79 |
179 |
364 |
1 117 |
|
6 |
32 |
48 |
59 |
83 |
180 |
350 |
903 |
|
7 |
30 |
47 |
57 |
82 |
177 |
334 |
744 |
|
8 |
33 |
51 |
62 |
88 |
180 |
316 |
624 |
|
9 |
33 |
51 |
63 |
90 |
179 |
298 |
530 |
|
10 |
28 |
46 |
59 |
86 |
174 |
280 |
455 |
|
11 |
24 |
42 |
55 |
83 |
169 |
263 |
394 |
|
12 |
20 |
39 |
52 |
80 |
166 |
260 |
344 |
|
13 |
18 |
37 |
50 |
78 |
164 |
257 |
302 |
|
14 |
16 |
35 |
48 |
76 |
162 |
256 |
267 |
|
15 |
15 |
34 |
46 |
74 |
160 |
254 |
254 |
|
16 |
13 |
32 |
45 |
73 |
159 |
253 |
253 |
|
17 |
13 |
31 |
44 |
72 |
158 |
252 |
252 |
|
18 |
12 |
31 |
47 |
71 |
157 |
251 |
251 |
|
19 |
12 |
30 |
49 |
71 |
157 |
251 |
251 |
|
20 |
12 |
30 |
51 |
71 |
157 |
251 |
251 |
|
21 |
12 |
30 |
54 |
71 |
157 |
251 |
251 |
|
22 |
12 |
30 |
56 |
71 |
157 |
251 |
251 |
|
23 |
11 |
30 |
58 |
71 |
157 |
251 |
251 |
|
24 |
11 |
30 |
61 |
71 |
157 |
251 |
251 |
|
25 |
11 |
30 |
63 |
71 |
157 |
250 |
250 |
|
26 |
11 |
30 |
66 |
70 |
156 |
250 |
250 |
|
27 |
11 |
30 |
68 |
71 |
156 |
250 |
250 |
|
28 |
11 |
30 |
71 |
73 |
156 |
250 |
250 |
|
29 |
11 |
30 |
73 |
75 |
156 |
250 |
250 |
|
30 |
11 |
29 |
76 |
77 |
156 |
250 |
250 |
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 |
202 |
214 |
221 |
242 |
360 |
455 |
4 446 |
|
2 |
199 |
211 |
217 |
239 |
356 |
476 |
3 376 |
|
3 |
193 |
207 |
215 |
239 |
346 |
506 |
2 572 |
|
4 |
189 |
203 |
213 |
238 |
340 |
511 |
1 991 |
|
5 |
185 |
200 |
211 |
235 |
335 |
502 |
1 574 |
|
6 |
182 |
198 |
209 |
233 |
330 |
484 |
1 271 |
|
7 |
179 |
196 |
206 |
231 |
325 |
461 |
1 044 |
|
8 |
174 |
192 |
203 |
229 |
321 |
436 |
871 |
|
9 |
171 |
189 |
200 |
228 |
317 |
411 |
737 |
|
10 |
167 |
185 |
198 |
226 |
313 |
406 |
630 |
|
11 |
163 |
182 |
194 |
222 |
308 |
402 |
544 |
|
12 |
159 |
178 |
190 |
218 |
304 |
398 |
473 |
|
13 |
155 |
174 |
186 |
214 |
300 |
394 |
414 |
|
14 |
151 |
170 |
182 |
210 |
296 |
390 |
390 |
|
15 |
147 |
166 |
179 |
207 |
293 |
387 |
387 |
|
16 |
144 |
163 |
175 |
203 |
289 |
383 |
383 |
|
17 |
141 |
160 |
172 |
200 |
286 |
380 |
380 |
|
18 |
138 |
156 |
169 |
197 |
283 |
377 |
377 |
|
19 |
135 |
153 |
166 |
194 |
280 |
374 |
374 |
|
20 |
132 |
151 |
163 |
191 |
277 |
371 |
371 |
|
21 |
129 |
148 |
160 |
188 |
274 |
368 |
368 |
|
22 |
126 |
145 |
157 |
185 |
271 |
365 |
365 |
|
23 |
123 |
142 |
155 |
183 |
269 |
362 |
362 |
|
24 |
120 |
139 |
152 |
180 |
266 |
360 |
360 |
|
25 |
118 |
137 |
149 |
177 |
263 |
357 |
357 |
|
26 |
115 |
134 |
147 |
175 |
261 |
354 |
354 |
|
27 |
113 |
132 |
144 |
172 |
258 |
352 |
352 |
|
28 |
110 |
129 |
142 |
170 |
256 |
349 |
349 |
|
29 |
108 |
127 |
139 |
167 |
253 |
347 |
347 |
|
30 |
106 |
124 |
137 |
165 |
251 |
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 |
305 |
3 228 |
|
2 |
0 |
14 |
25 |
51 |
169 |
351 |
2 407 |
|
3 |
1 |
17 |
28 |
55 |
166 |
369 |
1 815 |
|
4 |
1 |
20 |
31 |
61 |
165 |
370 |
1 398 |
|
5 |
3 |
23 |
36 |
66 |
166 |
361 |
1 105 |
|
6 |
5 |
26 |
39 |
68 |
166 |
348 |
894 |
|
7 |
8 |
30 |
42 |
71 |
167 |
331 |
738 |
|
8 |
10 |
34 |
45 |
74 |
167 |
314 |
618 |
|
9 |
12 |
37 |
49 |
76 |
167 |
296 |
526 |
|
10 |
13 |
39 |
51 |
77 |
167 |
278 |
452 |
|
11 |
14 |
40 |
52 |
78 |
167 |
261 |
391 |
|
12 |
15 |
42 |
54 |
79 |
167 |
261 |
342 |
|
13 |
16 |
43 |
54 |
80 |
167 |
261 |
301 |
|
14 |
16 |
44 |
55 |
80 |
167 |
261 |
266 |
|
15 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
16 |
16 |
44 |
55 |
80 |
167 |
260 |
260 |
|
17 |
16 |
44 |
55 |
80 |
167 |
260 |
260 |
|
18 |
16 |
44 |
55 |
80 |
167 |
260 |
260 |
|
19 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
20 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
21 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
22 |
16 |
44 |
56 |
80 |
167 |
261 |
261 |
|
23 |
16 |
44 |
58 |
80 |
167 |
261 |
261 |
|
24 |
16 |
44 |
61 |
80 |
167 |
261 |
261 |
|
25 |
16 |
44 |
63 |
80 |
167 |
261 |
261 |
|
26 |
16 |
44 |
66 |
80 |
167 |
260 |
260 |
|
27 |
16 |
44 |
68 |
80 |
166 |
260 |
260 |
|
28 |
16 |
44 |
71 |
80 |
166 |
260 |
260 |
|
29 |
16 |
44 |
73 |
80 |
166 |
260 |
260 |
|
30 |
16 |
44 |
75 |
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 |
303 |
3 200 |
|
2 |
0 |
1 |
6 |
14 |
131 |
347 |
2 375 |
|
3 |
1 |
1 |
9 |
17 |
124 |
363 |
1 785 |
|
4 |
1 |
3 |
11 |
20 |
121 |
363 |
1 374 |
|
5 |
1 |
4 |
14 |
22 |
120 |
354 |
1 085 |
|
6 |
2 |
4 |
16 |
25 |
119 |
341 |
877 |
|
7 |
2 |
6 |
19 |
27 |
119 |
324 |
723 |
|
8 |
2 |
6 |
22 |
30 |
119 |
307 |
606 |
|
9 |
3 |
7 |
24 |
33 |
119 |
289 |
515 |
|
10 |
4 |
8 |
26 |
35 |
119 |
272 |
442 |
|
11 |
4 |
9 |
29 |
37 |
119 |
255 |
384 |
|
12 |
4 |
10 |
31 |
39 |
119 |
239 |
335 |
|
13 |
4 |
10 |
34 |
41 |
119 |
224 |
295 |
|
14 |
4 |
12 |
36 |
43 |
119 |
213 |
261 |
|
15 |
6 |
12 |
38 |
45 |
120 |
214 |
232 |
|
16 |
6 |
13 |
41 |
48 |
120 |
214 |
214 |
|
17 |
6 |
14 |
43 |
50 |
120 |
214 |
214 |
|
18 |
6 |
15 |
46 |
52 |
123 |
215 |
215 |
|
19 |
7 |
15 |
48 |
54 |
125 |
215 |
215 |
|
20 |
7 |
17 |
50 |
56 |
127 |
216 |
216 |
|
21 |
7 |
17 |
53 |
58 |
128 |
216 |
216 |
|
22 |
8 |
18 |
55 |
60 |
130 |
216 |
216 |
|
23 |
8 |
18 |
57 |
62 |
132 |
217 |
217 |
|
24 |
8 |
20 |
59 |
64 |
133 |
217 |
217 |
|
25 |
9 |
20 |
62 |
66 |
135 |
217 |
217 |
|
26 |
9 |
21 |
64 |
68 |
137 |
217 |
217 |
|
27 |
10 |
23 |
67 |
70 |
138 |
217 |
217 |
|
28 |
10 |
23 |
69 |
71 |
139 |
217 |
217 |
|
29 |
10 |
24 |
72 |
73 |
140 |
217 |
217 |
|
30 |
11 |
25 |
74 |
75 |
141 |
217 |
217 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
3 |
|
Euro |
Belgium |
3 |
|
Euro |
Cyprus |
3 |
|
Euro |
Estonia |
3 |
|
Euro |
Finland |
3 |
|
Euro |
France |
3 |
|
Euro |
Germany |
3 |
|
Euro |
Greece |
3 |
|
Euro |
Ireland |
3 |
|
Euro |
Italy |
3 |
|
Euro |
Latvia |
3 |
|
Euro |
Lithuania |
3 |
|
Euro |
Luxembourg |
3 |
|
Euro |
Malta |
3 |
|
Euro |
Netherlands |
3 |
|
Euro |
Portugal |
3 |
|
Euro |
Slovakia |
3 |
|
Euro |
Slovenia |
3 |
|
Euro |
Spain |
3 |
|
Czech koruna |
Czech Republic |
21 |
|
Danish krone |
Denmark |
47 |
|
Forint |
Hungary |
8 |
|
Krona |
Sweden |
11 |
|
Kuna |
Croatia |
-0 |
|
Lev |
Bulgaria |
-4 |
|
Pound sterling |
United Kingdom |
3 |
|
Romanian leu |
Romania |
5 |
|
Zloty |
Poland |
17 |
|
Króna |
Iceland |
-7 |
|
Norwegian krone |
Norway |
32 |
|
Swiss franc |
Liechtenstein |
4 |
|
Swiss franc |
Switzerland |
4 |
|
Australian dollar |
Australia |
15 |
|
Canadian dollar |
Canada |
39 |
|
Renminbi-yuan |
China |
34 |
|
Hong Kong dollar |
Hong Kong |
2 |
|
US dollar |
United States |
23 |
|
Yen |
Japan |
4 |
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