COMMISSION IMPLEMENTING REGULATION (EU) 2021/178
of 8 February 2021
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2020 until 30 March 2021 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
Article 1
Article 2
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
-0,623% |
0,385% |
-0,633% |
0,286% |
-0,144% |
-0,258% |
|
2 |
-0,624% |
0,606% |
-0,634% |
0,530% |
-0,117% |
-0,078% |
|
3 |
-0,608% |
0,790% |
-0,618% |
0,771% |
-0,071% |
0,065% |
|
4 |
-0,587% |
0,927% |
-0,597% |
0,996% |
-0,020% |
0,164% |
|
5 |
-0,558% |
1,020% |
-0,568% |
1,198% |
0,033% |
0,249% |
|
6 |
-0,527% |
1,076% |
-0,537% |
1,381% |
0,085% |
0,337% |
|
7 |
-0,486% |
1,113% |
-0,496% |
1,545% |
0,139% |
0,435% |
|
8 |
-0,445% |
1,141% |
-0,455% |
1,690% |
0,162% |
0,546% |
|
9 |
-0,404% |
1,167% |
-0,415% |
1,819% |
0,199% |
0,668% |
|
10 |
-0,367% |
1,193% |
-0,377% |
1,928% |
0,291% |
0,790% |
|
11 |
-0,320% |
1,223% |
-0,330% |
2,015% |
0,453% |
0,909% |
|
12 |
-0,275% |
1,256% |
-0,285% |
2,087% |
0,646% |
1,022% |
|
13 |
-0,263% |
1,294% |
-0,273% |
2,150% |
0,839% |
1,130% |
|
14 |
-0,205% |
1,337% |
-0,215% |
2,209% |
1,021% |
1,232% |
|
15 |
-0,174% |
1,386% |
-0,185% |
2,269% |
1,188% |
1,329% |
|
16 |
-0,166% |
1,440% |
-0,176% |
2,330% |
1,339% |
1,420% |
|
17 |
-0,161% |
1,499% |
-0,171% |
2,392% |
1,476% |
1,507% |
|
18 |
-0,151% |
1,558% |
-0,162% |
2,453% |
1,598% |
1,589% |
|
19 |
-0,130% |
1,619% |
-0,140% |
2,514% |
1,709% |
1,666% |
|
20 |
-0,093% |
1,679% |
-0,103% |
2,573% |
1,810% |
1,738% |
|
21 |
-0,038% |
1,738% |
-0,048% |
2,631% |
1,901% |
1,807% |
|
22 |
0,029% |
1,796% |
0,019% |
2,687% |
1,984% |
1,872% |
|
23 |
0,105% |
1,852% |
0,095% |
2,741% |
2,060% |
1,934% |
|
24 |
0,186% |
1,907% |
0,176% |
2,792% |
2,130% |
1,992% |
|
25 |
0,270% |
1,960% |
0,260% |
2,842% |
2,194% |
2,047% |
|
26 |
0,354% |
2,010% |
0,346% |
2,890% |
2,254% |
2,100% |
|
27 |
0,439% |
2,059% |
0,431% |
2,936% |
2,309% |
2,150% |
|
28 |
0,523% |
2,106% |
0,515% |
2,980% |
2,360% |
2,197% |
|
29 |
0,606% |
2,151% |
0,598% |
3,022% |
2,407% |
2,242% |
|
30 |
0,686% |
2,194% |
0,678% |
3,062% |
2,452% |
2,284% |
|
31 |
0,765% |
2,236% |
0,757% |
3,100% |
2,493% |
2,325% |
|
32 |
0,841% |
2,275% |
0,833% |
3,137% |
2,532% |
2,364% |
|
33 |
0,914% |
2,314% |
0,907% |
3,173% |
2,569% |
2,400% |
|
34 |
0,985% |
2,350% |
0,978% |
3,206% |
2,604% |
2,436% |
|
35 |
1,053% |
2,385% |
1,046% |
3,239% |
2,636% |
2,469% |
|
36 |
1,119% |
2,418% |
1,112% |
3,270% |
2,667% |
2,501% |
|
37 |
1,182% |
2,451% |
1,176% |
3,299% |
2,696% |
2,532% |
|
38 |
1,243% |
2,481% |
1,237% |
3,328% |
2,724% |
2,561% |
|
39 |
1,302% |
2,511% |
1,296% |
3,355% |
2,750% |
2,589% |
|
40 |
1,358% |
2,539% |
1,352% |
3,381% |
2,775% |
2,616% |
|
41 |
1,412% |
2,567% |
1,406% |
3,407% |
2,798% |
2,642% |
|
42 |
1,464% |
2,593% |
1,458% |
3,431% |
2,821% |
2,667% |
|
43 |
1,514% |
2,618% |
1,508% |
3,454% |
2,843% |
2,690% |
|
44 |
1,562% |
2,642% |
1,557% |
3,476% |
2,863% |
2,713% |
|
45 |
1,608% |
2,665% |
1,603% |
3,498% |
2,883% |
2,735% |
|
46 |
1,653% |
2,688% |
1,648% |
3,518% |
2,901% |
2,756% |
|
47 |
1,696% |
2,709% |
1,690% |
3,538% |
2,919% |
2,776% |
|
48 |
1,737% |
2,730% |
1,732% |
3,557% |
2,937% |
2,796% |
|
49 |
1,777% |
2,750% |
1,772% |
3,576% |
2,953% |
2,814% |
|
50 |
1,815% |
2,769% |
1,810% |
3,594% |
2,969% |
2,832% |
|
51 |
1,852% |
2,788% |
1,847% |
3,611% |
2,984% |
2,850% |
|
52 |
1,887% |
2,806% |
1,882% |
3,627% |
2,999% |
2,867% |
|
53 |
1,922% |
2,823% |
1,917% |
3,643% |
3,013% |
2,883% |
|
54 |
1,955% |
2,840% |
1,950% |
3,659% |
3,027% |
2,898% |
|
55 |
1,987% |
2,856% |
1,982% |
3,674% |
3,040% |
2,913% |
|
56 |
2,018% |
2,871% |
2,013% |
3,688% |
3,053% |
2,928% |
|
57 |
2,047% |
2,887% |
2,043% |
3,702% |
3,065% |
2,942% |
|
58 |
2,076% |
2,901% |
2,072% |
3,715% |
3,076% |
2,956% |
|
59 |
2,104% |
2,915% |
2,100% |
3,728% |
3,088% |
2,969% |
|
60 |
2,131% |
2,929% |
2,127% |
3,741% |
3,099% |
2,982% |
|
61 |
2,157% |
2,942% |
2,153% |
3,753% |
3,109% |
2,994% |
|
62 |
2,183% |
2,955% |
2,179% |
3,765% |
3,120% |
3,006% |
|
63 |
2,207% |
2,967% |
2,203% |
3,777% |
3,130% |
3,018% |
|
64 |
2,231% |
2,980% |
2,227% |
3,788% |
3,139% |
3,029% |
|
65 |
2,254% |
2,991% |
2,250% |
3,799% |
3,149% |
3,040% |
|
66 |
2,277% |
3,003% |
2,273% |
3,809% |
3,158% |
3,051% |
|
67 |
2,298% |
3,014% |
2,295% |
3,819% |
3,167% |
3,061% |
|
68 |
2,320% |
3,024% |
2,316% |
3,829% |
3,175% |
3,071% |
|
69 |
2,340% |
3,035% |
2,337% |
3,839% |
3,184% |
3,081% |
|
70 |
2,360% |
3,045% |
2,357% |
3,848% |
3,192% |
3,090% |
|
71 |
2,380% |
3,055% |
2,376% |
3,857% |
3,199% |
3,099% |
|
72 |
2,398% |
3,064% |
2,395% |
3,866% |
3,207% |
3,108% |
|
73 |
2,417% |
3,074% |
2,413% |
3,875% |
3,215% |
3,117% |
|
74 |
2,435% |
3,083% |
2,431% |
3,883% |
3,222% |
3,126% |
|
75 |
2,452% |
3,092% |
2,449% |
3,891% |
3,229% |
3,134% |
|
76 |
2,469% |
3,100% |
2,466% |
3,899% |
3,236% |
3,142% |
|
77 |
2,486% |
3,109% |
2,482% |
3,907% |
3,242% |
3,150% |
|
78 |
2,502% |
3,117% |
2,498% |
3,915% |
3,249% |
3,157% |
|
79 |
2,517% |
3,125% |
2,514% |
3,922% |
3,255% |
3,165% |
|
80 |
2,533% |
3,133% |
2,530% |
3,929% |
3,261% |
3,172% |
|
81 |
2,548% |
3,140% |
2,545% |
3,936% |
3,267% |
3,179% |
|
82 |
2,562% |
3,148% |
2,559% |
3,943% |
3,273% |
3,186% |
|
83 |
2,576% |
3,155% |
2,573% |
3,950% |
3,279% |
3,193% |
|
84 |
2,590% |
3,162% |
2,587% |
3,956% |
3,284% |
3,200% |
|
85 |
2,604% |
3,169% |
2,601% |
3,963% |
3,290% |
3,206% |
|
86 |
2,617% |
3,175% |
2,614% |
3,969% |
3,295% |
3,212% |
|
87 |
2,630% |
3,182% |
2,627% |
3,975% |
3,300% |
3,218% |
|
88 |
2,643% |
3,188% |
2,640% |
3,981% |
3,306% |
3,224% |
|
89 |
2,655% |
3,195% |
2,652% |
3,987% |
3,311% |
3,230% |
|
90 |
2,667% |
3,201% |
2,664% |
3,992% |
3,315% |
3,236% |
|
91 |
2,679% |
3,207% |
2,676% |
3,998% |
3,320% |
3,242% |
|
92 |
2,691% |
3,213% |
2,688% |
4,003% |
3,325% |
3,247% |
|
93 |
2,702% |
3,219% |
2,699% |
4,009% |
3,329% |
3,253% |
|
94 |
2,713% |
3,224% |
2,710% |
4,014% |
3,334% |
3,258% |
|
95 |
2,724% |
3,230% |
2,721% |
4,019% |
3,338% |
3,263% |
|
96 |
2,735% |
3,235% |
2,732% |
4,024% |
3,343% |
3,268% |
|
97 |
2,745% |
3,240% |
2,742% |
4,029% |
3,347% |
3,273% |
|
98 |
2,755% |
3,246% |
2,753% |
4,034% |
3,351% |
3,278% |
|
99 |
2,765% |
3,251% |
2,763% |
4,038% |
3,355% |
3,283% |
|
100 |
2,775% |
3,256% |
2,772% |
4,043% |
3,359% |
3,287% |
|
101 |
2,785% |
3,261% |
2,782% |
4,048% |
3,363% |
3,292% |
|
102 |
2,794% |
3,265% |
2,792% |
4,052% |
3,366% |
3,296% |
|
103 |
2,803% |
3,270% |
2,801% |
4,056% |
3,370% |
3,301% |
|
104 |
2,812% |
3,275% |
2,810% |
4,061% |
3,374% |
3,305% |
|
105 |
2,821% |
3,279% |
2,819% |
4,065% |
3,377% |
3,309% |
|
106 |
2,830% |
3,284% |
2,828% |
4,069% |
3,381% |
3,313% |
|
107 |
2,838% |
3,288% |
2,836% |
4,073% |
3,384% |
3,318% |
|
108 |
2,847% |
3,292% |
2,845% |
4,077% |
3,388% |
3,322% |
|
109 |
2,855% |
3,296% |
2,853% |
4,081% |
3,391% |
3,325% |
|
110 |
2,863% |
3,300% |
2,861% |
4,084% |
3,394% |
3,329% |
|
111 |
2,871% |
3,305% |
2,869% |
4,088% |
3,398% |
3,333% |
|
112 |
2,879% |
3,309% |
2,877% |
4,092% |
3,401% |
3,337% |
|
113 |
2,887% |
3,312% |
2,884% |
4,095% |
3,404% |
3,340% |
|
114 |
2,894% |
3,316% |
2,892% |
4,099% |
3,407% |
3,344% |
|
115 |
2,902% |
3,320% |
2,899% |
4,103% |
3,410% |
3,348% |
|
116 |
2,909% |
3,324% |
2,907% |
4,106% |
3,413% |
3,351% |
|
117 |
2,916% |
3,327% |
2,914% |
4,109% |
3,416% |
3,354% |
|
118 |
2,923% |
3,331% |
2,921% |
4,113% |
3,418% |
3,358% |
|
119 |
2,930% |
3,334% |
2,928% |
4,116% |
3,421% |
3,361% |
|
120 |
2,937% |
3,338% |
2,935% |
4,119% |
3,424% |
3,364% |
|
121 |
2,943% |
3,341% |
2,941% |
4,122% |
3,427% |
3,367% |
|
122 |
2,950% |
3,345% |
2,948% |
4,125% |
3,429% |
3,371% |
|
123 |
2,957% |
3,348% |
2,955% |
4,128% |
3,432% |
3,374% |
|
124 |
2,963% |
3,351% |
2,961% |
4,131% |
3,434% |
3,377% |
|
125 |
2,969% |
3,354% |
2,967% |
4,134% |
3,437% |
3,380% |
|
126 |
2,975% |
3,357% |
2,973% |
4,137% |
3,439% |
3,383% |
|
127 |
2,981% |
3,361% |
2,979% |
4,140% |
3,442% |
3,386% |
|
128 |
2,987% |
3,364% |
2,985% |
4,143% |
3,444% |
3,388% |
|
129 |
2,993% |
3,367% |
2,991% |
4,146% |
3,447% |
3,391% |
|
130 |
2,999% |
3,370% |
2,997% |
4,148% |
3,449% |
3,394% |
|
131 |
3,005% |
3,372% |
3,003% |
4,151% |
3,451% |
3,397% |
|
132 |
3,010% |
3,375% |
3,009% |
4,154% |
3,454% |
3,399% |
|
133 |
3,016% |
3,378% |
3,014% |
4,156% |
3,456% |
3,402% |
|
134 |
3,021% |
3,381% |
3,020% |
4,159% |
3,458% |
3,405% |
|
135 |
3,027% |
3,384% |
3,025% |
4,161% |
3,460% |
3,407% |
|
136 |
3,032% |
3,386% |
3,030% |
4,164% |
3,462% |
3,410% |
|
137 |
3,037% |
3,389% |
3,036% |
4,166% |
3,464% |
3,412% |
|
138 |
3,043% |
3,392% |
3,041% |
4,169% |
3,466% |
3,415% |
|
139 |
3,048% |
3,394% |
3,046% |
4,171% |
3,468% |
3,417% |
|
140 |
3,053% |
3,397% |
3,051% |
4,173% |
3,470% |
3,419% |
|
141 |
3,058% |
3,399% |
3,056% |
4,176% |
3,472% |
3,422% |
|
142 |
3,062% |
3,402% |
3,061% |
4,178% |
3,474% |
3,424% |
|
143 |
3,067% |
3,404% |
3,065% |
4,180% |
3,476% |
3,426% |
|
144 |
3,072% |
3,406% |
3,070% |
4,182% |
3,478% |
3,428% |
|
145 |
3,077% |
3,409% |
3,075% |
4,185% |
3,480% |
3,431% |
|
146 |
3,081% |
3,411% |
3,079% |
4,187% |
3,482% |
3,433% |
|
147 |
3,086% |
3,413% |
3,084% |
4,189% |
3,484% |
3,435% |
|
148 |
3,090% |
3,416% |
3,088% |
4,191% |
3,486% |
3,437% |
|
149 |
3,095% |
3,418% |
3,093% |
4,193% |
3,487% |
3,439% |
|
150 |
3,099% |
3,420% |
3,097% |
4,195% |
3,489% |
3,441% |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
-0,673% |
-0,110% |
2,285% |
-0,150% |
0,967% |
0,308% |
|
2 |
-0,674% |
-0,079% |
2,361% |
-0,071% |
1,287% |
0,485% |
|
3 |
-0,658% |
-0,019% |
2,435% |
0,073% |
1,710% |
0,616% |
|
4 |
-0,637% |
0,035% |
2,511% |
0,247% |
2,045% |
0,748% |
|
5 |
-0,608% |
0,083% |
2,581% |
0,425% |
2,313% |
0,859% |
|
6 |
-0,577% |
0,128% |
2,651% |
0,599% |
2,545% |
0,940% |
|
7 |
-0,536% |
0,171% |
2,722% |
0,760% |
2,748% |
1,006% |
|
8 |
-0,495% |
0,212% |
2,794% |
0,911% |
2,918% |
1,068% |
|
9 |
-0,455% |
0,251% |
2,865% |
1,054% |
3,050% |
1,131% |
|
10 |
-0,418% |
0,289% |
2,939% |
1,190% |
3,154% |
1,200% |
|
11 |
-0,370% |
0,321% |
3,004% |
1,313% |
3,237% |
1,274% |
|
12 |
-0,325% |
0,349% |
3,058% |
1,427% |
3,304% |
1,352% |
|
13 |
-0,313% |
0,374% |
3,104% |
1,530% |
3,360% |
1,430% |
|
14 |
-0,255% |
0,396% |
3,144% |
1,626% |
3,406% |
1,508% |
|
15 |
-0,225% |
0,415% |
3,178% |
1,714% |
3,445% |
1,583% |
|
16 |
-0,217% |
0,431% |
3,209% |
1,796% |
3,478% |
1,657% |
|
17 |
-0,212% |
0,444% |
3,236% |
1,873% |
3,507% |
1,728% |
|
18 |
-0,203% |
0,455% |
3,261% |
1,944% |
3,531% |
1,796% |
|
19 |
-0,181% |
0,463% |
3,283% |
2,011% |
3,553% |
1,861% |
|
20 |
-0,143% |
0,469% |
3,303% |
2,074% |
3,571% |
1,923% |
|
21 |
-0,088% |
0,473% |
3,322% |
2,132% |
3,587% |
1,982% |
|
22 |
-0,020% |
0,476% |
3,338% |
2,188% |
3,601% |
2,038% |
|
23 |
0,057% |
0,477% |
3,354% |
2,240% |
3,614% |
2,092% |
|
24 |
0,139% |
0,477% |
3,368% |
2,289% |
3,625% |
2,144% |
|
25 |
0,224% |
0,476% |
3,381% |
2,335% |
3,635% |
2,192% |
|
26 |
0,310% |
0,475% |
3,394% |
2,379% |
3,644% |
2,239% |
|
27 |
0,396% |
0,473% |
3,405% |
2,420% |
3,652% |
2,283% |
|
28 |
0,481% |
0,471% |
3,416% |
2,460% |
3,659% |
2,325% |
|
29 |
0,565% |
0,469% |
3,426% |
2,497% |
3,665% |
2,366% |
|
30 |
0,646% |
0,468% |
3,436% |
2,533% |
3,671% |
2,404% |
|
31 |
0,726% |
0,468% |
3,445% |
2,566% |
3,676% |
2,441% |
|
32 |
0,803% |
0,467% |
3,453% |
2,598% |
3,681% |
2,476% |
|
33 |
0,877% |
0,465% |
3,461% |
2,629% |
3,685% |
2,509% |
|
34 |
0,949% |
0,463% |
3,469% |
2,658% |
3,689% |
2,541% |
|
35 |
1,018% |
0,459% |
3,476% |
2,686% |
3,692% |
2,571% |
|
36 |
1,085% |
0,454% |
3,483% |
2,713% |
3,696% |
2,601% |
|
37 |
1,149% |
0,447% |
3,489% |
2,738% |
3,698% |
2,629% |
|
38 |
1,211% |
0,437% |
3,495% |
2,762% |
3,701% |
2,655% |
|
39 |
1,270% |
0,426% |
3,501% |
2,785% |
3,704% |
2,681% |
|
40 |
1,327% |
0,411% |
3,507% |
2,808% |
3,706% |
2,706% |
|
41 |
1,382% |
0,394% |
3,512% |
2,829% |
3,708% |
2,729% |
|
42 |
1,435% |
0,376% |
3,517% |
2,849% |
3,710% |
2,752% |
|
43 |
1,485% |
0,359% |
3,522% |
2,869% |
3,712% |
2,773% |
|
44 |
1,534% |
0,345% |
3,527% |
2,888% |
3,713% |
2,794% |
|
45 |
1,581% |
0,335% |
3,531% |
2,906% |
3,715% |
2,814% |
|
46 |
1,626% |
0,330% |
3,536% |
2,923% |
3,716% |
2,834% |
|
47 |
1,669% |
0,329% |
3,540% |
2,940% |
3,717% |
2,852% |
|
48 |
1,711% |
0,334% |
3,544% |
2,956% |
3,719% |
2,870% |
|
49 |
1,751% |
0,345% |
3,548% |
2,972% |
3,720% |
2,887% |
|
50 |
1,790% |
0,362% |
3,552% |
2,987% |
3,721% |
2,904% |
|
51 |
1,827% |
0,385% |
3,555% |
3,001% |
3,722% |
2,920% |
|
52 |
1,863% |
0,413% |
3,559% |
3,015% |
3,723% |
2,935% |
|
53 |
1,898% |
0,444% |
3,562% |
3,028% |
3,723% |
2,950% |
|
54 |
1,932% |
0,479% |
3,565% |
3,041% |
3,724% |
2,965% |
|
55 |
1,964% |
0,516% |
3,569% |
3,054% |
3,725% |
2,978% |
|
56 |
1,995% |
0,554% |
3,572% |
3,066% |
3,726% |
2,992% |
|
57 |
2,026% |
0,594% |
3,575% |
3,078% |
3,726% |
3,005% |
|
58 |
2,055% |
0,634% |
3,578% |
3,089% |
3,727% |
3,017% |
|
59 |
2,083% |
0,674% |
3,580% |
3,100% |
3,728% |
3,030% |
|
60 |
2,110% |
0,715% |
3,583% |
3,111% |
3,728% |
3,041% |
|
61 |
2,137% |
0,755% |
3,586% |
3,121% |
3,729% |
3,053% |
|
62 |
2,163% |
0,796% |
3,588% |
3,131% |
3,729% |
3,064% |
|
63 |
2,188% |
0,836% |
3,591% |
3,141% |
3,730% |
3,075% |
|
64 |
2,212% |
0,875% |
3,593% |
3,150% |
3,730% |
3,085% |
|
65 |
2,235% |
0,914% |
3,595% |
3,159% |
3,730% |
3,095% |
|
66 |
2,258% |
0,953% |
3,597% |
3,168% |
3,731% |
3,105% |
|
67 |
2,280% |
0,990% |
3,600% |
3,177% |
3,731% |
3,114% |
|
68 |
2,301% |
1,028% |
3,602% |
3,185% |
3,732% |
3,124% |
|
69 |
2,322% |
1,064% |
3,604% |
3,193% |
3,732% |
3,133% |
|
70 |
2,342% |
1,100% |
3,606% |
3,201% |
3,732% |
3,141% |
|
71 |
2,362% |
1,135% |
3,608% |
3,208% |
3,733% |
3,150% |
|
72 |
2,381% |
1,169% |
3,610% |
3,216% |
3,733% |
3,158% |
|
73 |
2,400% |
1,202% |
3,612% |
3,223% |
3,733% |
3,166% |
|
74 |
2,418% |
1,235% |
3,613% |
3,230% |
3,733% |
3,174% |
|
75 |
2,435% |
1,267% |
3,615% |
3,237% |
3,734% |
3,182% |
|
76 |
2,453% |
1,299% |
3,617% |
3,244% |
3,734% |
3,189% |
|
77 |
2,469% |
1,329% |
3,619% |
3,250% |
3,734% |
3,196% |
|
78 |
2,486% |
1,359% |
3,620% |
3,257% |
3,735% |
3,203% |
|
79 |
2,502% |
1,389% |
3,622% |
3,263% |
3,735% |
3,210% |
|
80 |
2,517% |
1,417% |
3,623% |
3,269% |
3,735% |
3,217% |
|
81 |
2,532% |
1,445% |
3,625% |
3,275% |
3,735% |
3,224% |
|
82 |
2,547% |
1,473% |
3,626% |
3,281% |
3,735% |
3,230% |
|
83 |
2,561% |
1,500% |
3,628% |
3,286% |
3,736% |
3,236% |
|
84 |
2,575% |
1,526% |
3,629% |
3,292% |
3,736% |
3,242% |
|
85 |
2,589% |
1,551% |
3,631% |
3,297% |
3,736% |
3,248% |
|
86 |
2,603% |
1,576% |
3,632% |
3,302% |
3,736% |
3,254% |
|
87 |
2,616% |
1,601% |
3,633% |
3,308% |
3,736% |
3,260% |
|
88 |
2,628% |
1,625% |
3,635% |
3,313% |
3,737% |
3,265% |
|
89 |
2,641% |
1,648% |
3,636% |
3,317% |
3,737% |
3,271% |
|
90 |
2,653% |
1,671% |
3,637% |
3,322% |
3,737% |
3,276% |
|
91 |
2,665% |
1,694% |
3,638% |
3,327% |
3,737% |
3,281% |
|
92 |
2,677% |
1,716% |
3,640% |
3,331% |
3,737% |
3,286% |
|
93 |
2,688% |
1,738% |
3,641% |
3,336% |
3,737% |
3,291% |
|
94 |
2,700% |
1,759% |
3,642% |
3,340% |
3,737% |
3,296% |
|
95 |
2,711% |
1,779% |
3,643% |
3,345% |
3,738% |
3,301% |
|
96 |
2,721% |
1,800% |
3,644% |
3,349% |
3,738% |
3,306% |
|
97 |
2,732% |
1,820% |
3,645% |
3,353% |
3,738% |
3,310% |
|
98 |
2,742% |
1,839% |
3,646% |
3,357% |
3,738% |
3,315% |
|
99 |
2,752% |
1,858% |
3,647% |
3,361% |
3,738% |
3,319% |
|
100 |
2,762% |
1,877% |
3,648% |
3,365% |
3,738% |
3,323% |
|
101 |
2,772% |
1,895% |
3,649% |
3,369% |
3,738% |
3,327% |
|
102 |
2,782% |
1,913% |
3,650% |
3,372% |
3,738% |
3,332% |
|
103 |
2,791% |
1,931% |
3,651% |
3,376% |
3,739% |
3,336% |
|
104 |
2,800% |
1,948% |
3,652% |
3,380% |
3,739% |
3,340% |
|
105 |
2,809% |
1,965% |
3,653% |
3,383% |
3,739% |
3,344% |
|
106 |
2,818% |
1,982% |
3,654% |
3,387% |
3,739% |
3,347% |
|
107 |
2,827% |
1,998% |
3,655% |
3,390% |
3,739% |
3,351% |
|
108 |
2,835% |
2,014% |
3,656% |
3,393% |
3,739% |
3,355% |
|
109 |
2,844% |
2,030% |
3,657% |
3,397% |
3,739% |
3,358% |
|
110 |
2,852% |
2,046% |
3,657% |
3,400% |
3,739% |
3,362% |
|
111 |
2,860% |
2,061% |
3,658% |
3,403% |
3,739% |
3,365% |
|
112 |
2,868% |
2,076% |
3,659% |
3,406% |
3,740% |
3,369% |
|
113 |
2,876% |
2,090% |
3,660% |
3,409% |
3,740% |
3,372% |
|
114 |
2,883% |
2,105% |
3,661% |
3,412% |
3,740% |
3,376% |
|
115 |
2,891% |
2,119% |
3,661% |
3,415% |
3,740% |
3,379% |
|
116 |
2,898% |
2,133% |
3,662% |
3,418% |
3,740% |
3,382% |
|
117 |
2,905% |
2,147% |
3,663% |
3,421% |
3,740% |
3,385% |
|
118 |
2,912% |
2,160% |
3,664% |
3,423% |
3,740% |
3,388% |
|
119 |
2,919% |
2,174% |
3,664% |
3,426% |
3,740% |
3,391% |
|
120 |
2,926% |
2,187% |
3,665% |
3,429% |
3,740% |
3,394% |
|
121 |
2,933% |
2,199% |
3,666% |
3,432% |
3,740% |
3,397% |
|
122 |
2,940% |
2,212% |
3,667% |
3,434% |
3,740% |
3,400% |
|
123 |
2,946% |
2,224% |
3,667% |
3,437% |
3,741% |
3,403% |
|
124 |
2,953% |
2,237% |
3,668% |
3,439% |
3,741% |
3,406% |
|
125 |
2,959% |
2,249% |
3,668% |
3,442% |
3,741% |
3,408% |
|
126 |
2,965% |
2,260% |
3,669% |
3,444% |
3,741% |
3,411% |
|
127 |
2,972% |
2,272% |
3,670% |
3,447% |
3,741% |
3,414% |
|
128 |
2,978% |
2,284% |
3,670% |
3,449% |
3,741% |
3,416% |
|
129 |
2,984% |
2,295% |
3,671% |
3,451% |
3,741% |
3,419% |
|
130 |
2,989% |
2,306% |
3,672% |
3,454% |
3,741% |
3,422% |
|
131 |
2,995% |
2,317% |
3,672% |
3,456% |
3,741% |
3,424% |
|
132 |
3,001% |
2,328% |
3,673% |
3,458% |
3,741% |
3,427% |
|
133 |
3,007% |
2,338% |
3,673% |
3,460% |
3,741% |
3,429% |
|
134 |
3,012% |
2,349% |
3,674% |
3,462% |
3,741% |
3,431% |
|
135 |
3,018% |
2,359% |
3,675% |
3,465% |
3,741% |
3,434% |
|
136 |
3,023% |
2,369% |
3,675% |
3,467% |
3,741% |
3,436% |
|
137 |
3,028% |
2,379% |
3,676% |
3,469% |
3,741% |
3,438% |
|
138 |
3,033% |
2,389% |
3,676% |
3,471% |
3,742% |
3,441% |
|
139 |
3,039% |
2,399% |
3,677% |
3,473% |
3,742% |
3,443% |
|
140 |
3,044% |
2,408% |
3,677% |
3,475% |
3,742% |
3,445% |
|
141 |
3,049% |
2,418% |
3,678% |
3,477% |
3,742% |
3,447% |
|
142 |
3,054% |
2,427% |
3,678% |
3,479% |
3,742% |
3,449% |
|
143 |
3,058% |
2,436% |
3,679% |
3,481% |
3,742% |
3,451% |
|
144 |
3,063% |
2,445% |
3,679% |
3,482% |
3,742% |
3,453% |
|
145 |
3,068% |
2,454% |
3,680% |
3,484% |
3,742% |
3,456% |
|
146 |
3,073% |
2,463% |
3,680% |
3,486% |
3,742% |
3,458% |
|
147 |
3,077% |
2,472% |
3,681% |
3,488% |
3,742% |
3,460% |
|
148 |
3,082% |
2,481% |
3,681% |
3,490% |
3,742% |
3,461% |
|
149 |
3,086% |
2,489% |
3,682% |
3,491% |
3,742% |
3,463% |
|
150 |
3,091% |
2,497% |
3,682% |
3,493% |
3,742% |
3,465% |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,830% |
-0,061% |
0,050% |
0,236% |
-0,111% |
1,560% |
|
2 |
-0,810% |
-0,011% |
0,119% |
0,310% |
0,185% |
2,282% |
|
3 |
-0,777% |
0,065% |
0,216% |
0,400% |
0,520% |
2,887% |
|
4 |
-0,728% |
0,165% |
0,331% |
0,513% |
0,864% |
3,408% |
|
5 |
-0,662% |
0,287% |
0,457% |
0,621% |
1,190% |
3,846% |
|
6 |
-0,586% |
0,420% |
0,587% |
0,716% |
1,492% |
4,231% |
|
7 |
-0,513% |
0,551% |
0,715% |
0,807% |
1,784% |
4,580% |
|
8 |
-0,453% |
0,677% |
0,834% |
0,894% |
2,070% |
4,896% |
|
9 |
-0,410% |
0,795% |
0,941% |
0,971% |
2,335% |
5,201% |
|
10 |
-0,386% |
0,902% |
1,033% |
1,031% |
2,565% |
5,484% |
|
11 |
-0,380% |
1,000% |
1,114% |
1,074% |
2,756% |
5,701% |
|
12 |
-0,384% |
1,085% |
1,185% |
1,104% |
2,914% |
5,857% |
|
13 |
-0,392% |
1,157% |
1,246% |
1,126% |
3,048% |
5,968% |
|
14 |
-0,400% |
1,218% |
1,303% |
1,144% |
3,162% |
6,044% |
|
15 |
-0,406% |
1,268% |
1,361% |
1,160% |
3,260% |
6,095% |
|
16 |
-0,409% |
1,309% |
1,423% |
1,176% |
3,346% |
6,125% |
|
17 |
-0,407% |
1,344% |
1,486% |
1,192% |
3,421% |
6,139% |
|
18 |
-0,400% |
1,374% |
1,550% |
1,209% |
3,487% |
6,141% |
|
19 |
-0,387% |
1,400% |
1,614% |
1,227% |
3,546% |
6,134% |
|
20 |
-0,370% |
1,424% |
1,676% |
1,246% |
3,599% |
6,120% |
|
21 |
-0,347% |
1,446% |
1,737% |
1,267% |
3,647% |
6,100% |
|
22 |
-0,318% |
1,464% |
1,797% |
1,290% |
3,690% |
6,077% |
|
23 |
-0,284% |
1,478% |
1,854% |
1,314% |
3,729% |
6,050% |
|
24 |
-0,245% |
1,486% |
1,910% |
1,340% |
3,764% |
6,021% |
|
25 |
-0,200% |
1,488% |
1,963% |
1,368% |
3,797% |
5,991% |
|
26 |
-0,149% |
1,484% |
2,015% |
1,397% |
3,827% |
5,960% |
|
27 |
-0,094% |
1,478% |
2,064% |
1,428% |
3,854% |
5,928% |
|
28 |
-0,037% |
1,473% |
2,111% |
1,461% |
3,880% |
5,896% |
|
29 |
0,022% |
1,473% |
2,157% |
1,496% |
3,903% |
5,864% |
|
30 |
0,081% |
1,480% |
2,200% |
1,532% |
3,925% |
5,833% |
|
31 |
0,140% |
1,495% |
2,242% |
1,571% |
3,946% |
5,802% |
|
32 |
0,198% |
1,516% |
2,281% |
1,610% |
3,965% |
5,772% |
|
33 |
0,256% |
1,542% |
2,319% |
1,651% |
3,982% |
5,742% |
|
34 |
0,313% |
1,572% |
2,356% |
1,691% |
3,999% |
5,713% |
|
35 |
0,368% |
1,605% |
2,391% |
1,732% |
4,015% |
5,685% |
|
36 |
0,422% |
1,639% |
2,424% |
1,772% |
4,029% |
5,658% |
|
37 |
0,474% |
1,675% |
2,456% |
1,812% |
4,043% |
5,631% |
|
38 |
0,525% |
1,711% |
2,487% |
1,851% |
4,056% |
5,606% |
|
39 |
0,574% |
1,748% |
2,517% |
1,890% |
4,068% |
5,581% |
|
40 |
0,621% |
1,784% |
2,545% |
1,927% |
4,080% |
5,557% |
|
41 |
0,667% |
1,821% |
2,572% |
1,964% |
4,091% |
5,534% |
|
42 |
0,712% |
1,857% |
2,598% |
1,999% |
4,101% |
5,512% |
|
43 |
0,755% |
1,892% |
2,623% |
2,034% |
4,111% |
5,490% |
|
44 |
0,796% |
1,927% |
2,647% |
2,068% |
4,121% |
5,469% |
|
45 |
0,836% |
1,961% |
2,670% |
2,101% |
4,130% |
5,449% |
|
46 |
0,875% |
1,995% |
2,693% |
2,133% |
4,138% |
5,430% |
|
47 |
0,912% |
2,027% |
2,714% |
2,164% |
4,147% |
5,411% |
|
48 |
0,948% |
2,059% |
2,735% |
2,194% |
4,154% |
5,393% |
|
49 |
0,983% |
2,090% |
2,755% |
2,223% |
4,162% |
5,376% |
|
50 |
1,017% |
2,120% |
2,774% |
2,251% |
4,169% |
5,359% |
|
51 |
1,049% |
2,149% |
2,792% |
2,278% |
4,176% |
5,343% |
|
52 |
1,081% |
2,178% |
2,810% |
2,305% |
4,182% |
5,327% |
|
53 |
1,111% |
2,205% |
2,827% |
2,330% |
4,189% |
5,312% |
|
54 |
1,140% |
2,232% |
2,844% |
2,355% |
4,195% |
5,297% |
|
55 |
1,169% |
2,258% |
2,860% |
2,379% |
4,200% |
5,283% |
|
56 |
1,196% |
2,284% |
2,876% |
2,403% |
4,206% |
5,269% |
|
57 |
1,223% |
2,308% |
2,891% |
2,425% |
4,211% |
5,256% |
|
58 |
1,248% |
2,332% |
2,905% |
2,447% |
4,217% |
5,243% |
|
59 |
1,273% |
2,355% |
2,919% |
2,469% |
4,222% |
5,231% |
|
60 |
1,297% |
2,377% |
2,933% |
2,489% |
4,226% |
5,219% |
|
61 |
1,321% |
2,399% |
2,946% |
2,509% |
4,231% |
5,207% |
|
62 |
1,343% |
2,420% |
2,959% |
2,529% |
4,236% |
5,196% |
|
63 |
1,365% |
2,441% |
2,971% |
2,548% |
4,240% |
5,185% |
|
64 |
1,387% |
2,461% |
2,983% |
2,566% |
4,244% |
5,174% |
|
65 |
1,407% |
2,480% |
2,995% |
2,584% |
4,248% |
5,164% |
|
66 |
1,427% |
2,499% |
3,006% |
2,601% |
4,252% |
5,154% |
|
67 |
1,447% |
2,517% |
3,017% |
2,618% |
4,256% |
5,144% |
|
68 |
1,466% |
2,535% |
3,028% |
2,634% |
4,260% |
5,135% |
|
69 |
1,484% |
2,553% |
3,038% |
2,650% |
4,263% |
5,125% |
|
70 |
1,502% |
2,569% |
3,048% |
2,666% |
4,267% |
5,117% |
|
71 |
1,519% |
2,586% |
3,058% |
2,681% |
4,270% |
5,108% |
|
72 |
1,536% |
2,602% |
3,068% |
2,695% |
4,273% |
5,099% |
|
73 |
1,553% |
2,617% |
3,077% |
2,710% |
4,276% |
5,091% |
|
74 |
1,569% |
2,632% |
3,086% |
2,724% |
4,279% |
5,083% |
|
75 |
1,584% |
2,647% |
3,095% |
2,737% |
4,282% |
5,075% |
|
76 |
1,600% |
2,662% |
3,103% |
2,750% |
4,285% |
5,068% |
|
77 |
1,614% |
2,676% |
3,112% |
2,763% |
4,288% |
5,061% |
|
78 |
1,629% |
2,689% |
3,120% |
2,776% |
4,291% |
5,053% |
|
79 |
1,643% |
2,703% |
3,128% |
2,788% |
4,294% |
5,046% |
|
80 |
1,657% |
2,716% |
3,135% |
2,800% |
4,296% |
5,039% |
|
81 |
1,670% |
2,728% |
3,143% |
2,811% |
4,299% |
5,033% |
|
82 |
1,683% |
2,741% |
3,150% |
2,823% |
4,301% |
5,026% |
|
83 |
1,696% |
2,753% |
3,158% |
2,834% |
4,304% |
5,020% |
|
84 |
1,708% |
2,764% |
3,165% |
2,845% |
4,306% |
5,014% |
|
85 |
1,721% |
2,776% |
3,171% |
2,855% |
4,308% |
5,008% |
|
86 |
1,733% |
2,787% |
3,178% |
2,866% |
4,311% |
5,002% |
|
87 |
1,744% |
2,798% |
3,185% |
2,876% |
4,313% |
4,996% |
|
88 |
1,756% |
2,809% |
3,191% |
2,886% |
4,315% |
4,990% |
|
89 |
1,767% |
2,819% |
3,197% |
2,895% |
4,317% |
4,985% |
|
90 |
1,778% |
2,830% |
3,203% |
2,905% |
4,319% |
4,979% |
|
91 |
1,788% |
2,840% |
3,209% |
2,914% |
4,321% |
4,974% |
|
92 |
1,799% |
2,850% |
3,215% |
2,923% |
4,323% |
4,969% |
|
93 |
1,809% |
2,859% |
3,221% |
2,932% |
4,325% |
4,964% |
|
94 |
1,819% |
2,869% |
3,227% |
2,941% |
4,327% |
4,959% |
|
95 |
1,828% |
2,878% |
3,232% |
2,949% |
4,329% |
4,954% |
|
96 |
1,838% |
2,887% |
3,238% |
2,957% |
4,331% |
4,949% |
|
97 |
1,847% |
2,896% |
3,243% |
2,965% |
4,332% |
4,945% |
|
98 |
1,857% |
2,905% |
3,248% |
2,973% |
4,334% |
4,940% |
|
99 |
1,866% |
2,913% |
3,253% |
2,981% |
4,336% |
4,936% |
|
100 |
1,874% |
2,921% |
3,258% |
2,989% |
4,337% |
4,931% |
|
101 |
1,883% |
2,930% |
3,263% |
2,996% |
4,339% |
4,927% |
|
102 |
1,891% |
2,938% |
3,268% |
3,004% |
4,341% |
4,923% |
|
103 |
1,900% |
2,945% |
3,272% |
3,011% |
4,342% |
4,919% |
|
104 |
1,908% |
2,953% |
3,277% |
3,018% |
4,344% |
4,915% |
|
105 |
1,916% |
2,961% |
3,281% |
3,025% |
4,345% |
4,911% |
|
106 |
1,924% |
2,968% |
3,286% |
3,032% |
4,347% |
4,907% |
|
107 |
1,931% |
2,975% |
3,290% |
3,038% |
4,348% |
4,903% |
|
108 |
1,939% |
2,983% |
3,294% |
3,045% |
4,349% |
4,899% |
|
109 |
1,946% |
2,990% |
3,299% |
3,051% |
4,351% |
4,896% |
|
110 |
1,954% |
2,996% |
3,303% |
3,058% |
4,352% |
4,892% |
|
111 |
1,961% |
3,003% |
3,307% |
3,064% |
4,354% |
4,889% |
|
112 |
1,968% |
3,010% |
3,311% |
3,070% |
4,355% |
4,885% |
|
113 |
1,975% |
3,016% |
3,314% |
3,076% |
4,356% |
4,882% |
|
114 |
1,981% |
3,023% |
3,318% |
3,082% |
4,357% |
4,878% |
|
115 |
1,988% |
3,029% |
3,322% |
3,088% |
4,359% |
4,875% |
|
116 |
1,995% |
3,035% |
3,326% |
3,094% |
4,360% |
4,872% |
|
117 |
2,001% |
3,041% |
3,329% |
3,099% |
4,361% |
4,869% |
|
118 |
2,007% |
3,047% |
3,333% |
3,105% |
4,362% |
4,866% |
|
119 |
2,014% |
3,053% |
3,336% |
3,110% |
4,363% |
4,862% |
|
120 |
2,020% |
3,059% |
3,340% |
3,115% |
4,365% |
4,859% |
|
121 |
2,026% |
3,065% |
3,343% |
3,121% |
4,366% |
4,856% |
|
122 |
2,032% |
3,070% |
3,347% |
3,126% |
4,367% |
4,854% |
|
123 |
2,038% |
3,076% |
3,350% |
3,131% |
4,368% |
4,851% |
|
124 |
2,043% |
3,081% |
3,353% |
3,136% |
4,369% |
4,848% |
|
125 |
2,049% |
3,087% |
3,356% |
3,141% |
4,370% |
4,845% |
|
126 |
2,054% |
3,092% |
3,359% |
3,145% |
4,371% |
4,842% |
|
127 |
2,060% |
3,097% |
3,362% |
3,150% |
4,372% |
4,840% |
|
128 |
2,065% |
3,102% |
3,365% |
3,155% |
4,373% |
4,837% |
|
129 |
2,071% |
3,107% |
3,368% |
3,159% |
4,374% |
4,834% |
|
130 |
2,076% |
3,112% |
3,371% |
3,164% |
4,375% |
4,832% |
|
131 |
2,081% |
3,117% |
3,374% |
3,168% |
4,376% |
4,829% |
|
132 |
2,086% |
3,122% |
3,377% |
3,173% |
4,377% |
4,827% |
|
133 |
2,091% |
3,126% |
3,380% |
3,177% |
4,378% |
4,824% |
|
134 |
2,096% |
3,131% |
3,383% |
3,181% |
4,379% |
4,822% |
|
135 |
2,101% |
3,136% |
3,385% |
3,186% |
4,380% |
4,819% |
|
136 |
2,105% |
3,140% |
3,388% |
3,190% |
4,381% |
4,817% |
|
137 |
2,110% |
3,145% |
3,391% |
3,194% |
4,381% |
4,815% |
|
138 |
2,115% |
3,149% |
3,393% |
3,198% |
4,382% |
4,812% |
|
139 |
2,119% |
3,153% |
3,396% |
3,202% |
4,383% |
4,810% |
|
140 |
2,124% |
3,157% |
3,398% |
3,206% |
4,384% |
4,808% |
|
141 |
2,128% |
3,162% |
3,401% |
3,210% |
4,385% |
4,806% |
|
142 |
2,133% |
3,166% |
3,403% |
3,213% |
4,386% |
4,804% |
|
143 |
2,137% |
3,170% |
3,406% |
3,217% |
4,386% |
4,802% |
|
144 |
2,141% |
3,174% |
3,408% |
3,221% |
4,387% |
4,799% |
|
145 |
2,145% |
3,178% |
3,410% |
3,224% |
4,388% |
4,797% |
|
146 |
2,149% |
3,182% |
3,413% |
3,228% |
4,389% |
4,795% |
|
147 |
2,154% |
3,186% |
3,415% |
3,232% |
4,389% |
4,793% |
|
148 |
2,158% |
3,189% |
3,417% |
3,235% |
4,390% |
4,791% |
|
149 |
2,161% |
3,193% |
3,420% |
3,239% |
4,391% |
4,789% |
|
150 |
2,165% |
3,197% |
3,422% |
3,242% |
4,392% |
4,787% |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,130% |
3,247% |
3,976% |
0,010% |
0,160% |
3,034% |
|
2 |
0,140% |
3,702% |
3,992% |
0,026% |
0,188% |
3,222% |
|
3 |
0,185% |
4,152% |
4,144% |
0,044% |
0,263% |
3,637% |
|
4 |
0,247% |
4,594% |
4,309% |
0,064% |
0,346% |
4,089% |
|
5 |
0,321% |
4,987% |
4,477% |
0,085% |
0,445% |
4,565% |
|
6 |
0,405% |
5,316% |
4,656% |
0,107% |
0,544% |
5,070% |
|
7 |
0,490% |
5,586% |
4,831% |
0,129% |
0,641% |
5,570% |
|
8 |
0,568% |
5,785% |
4,995% |
0,151% |
0,734% |
6,045% |
|
9 |
0,639% |
5,943% |
5,148% |
0,173% |
0,822% |
6,485% |
|
10 |
0,700% |
6,063% |
5,294% |
0,193% |
0,900% |
6,885% |
|
11 |
0,752% |
6,150% |
5,434% |
0,241% |
0,968% |
7,242% |
|
12 |
0,801% |
6,211% |
5,567% |
0,313% |
1,028% |
7,556% |
|
13 |
0,851% |
6,254% |
5,690% |
0,399% |
1,084% |
7,827% |
|
14 |
0,905% |
6,283% |
5,802% |
0,493% |
1,137% |
8,051% |
|
15 |
0,964% |
6,301% |
5,903% |
0,590% |
1,188% |
8,227% |
|
16 |
1,030% |
6,310% |
5,991% |
0,688% |
1,239% |
8,352% |
|
17 |
1,101% |
6,314% |
6,067% |
0,786% |
1,291% |
8,435% |
|
18 |
1,173% |
6,313% |
6,130% |
0,881% |
1,342% |
8,485% |
|
19 |
1,246% |
6,308% |
6,179% |
0,974% |
1,396% |
8,508% |
|
20 |
1,318% |
6,300% |
6,214% |
1,063% |
1,450% |
8,510% |
|
21 |
1,389% |
6,290% |
6,235% |
1,149% |
1,506% |
8,495% |
|
22 |
1,459% |
6,279% |
6,244% |
1,232% |
1,564% |
8,468% |
|
23 |
1,526% |
6,266% |
6,245% |
1,311% |
1,621% |
8,431% |
|
24 |
1,591% |
6,252% |
6,238% |
1,387% |
1,677% |
8,386% |
|
25 |
1,654% |
6,238% |
6,225% |
1,459% |
1,733% |
8,335% |
|
26 |
1,714% |
6,224% |
6,208% |
1,528% |
1,787% |
8,281% |
|
27 |
1,772% |
6,209% |
6,188% |
1,594% |
1,840% |
8,224% |
|
28 |
1,828% |
6,194% |
6,165% |
1,657% |
1,891% |
8,165% |
|
29 |
1,881% |
6,179% |
6,140% |
1,717% |
1,940% |
8,106% |
|
30 |
1,932% |
6,165% |
6,115% |
1,774% |
1,988% |
8,046% |
|
31 |
1,981% |
6,150% |
6,088% |
1,828% |
2,034% |
7,987% |
|
32 |
2,028% |
6,136% |
6,061% |
1,880% |
2,078% |
7,929% |
|
33 |
2,073% |
6,122% |
6,034% |
1,930% |
2,120% |
7,871% |
|
34 |
2,116% |
6,109% |
6,007% |
1,977% |
2,161% |
7,815% |
|
35 |
2,157% |
6,095% |
5,980% |
2,023% |
2,201% |
7,760% |
|
36 |
2,197% |
6,082% |
5,954% |
2,066% |
2,238% |
7,707% |
|
37 |
2,235% |
6,070% |
5,928% |
2,107% |
2,275% |
7,655% |
|
38 |
2,271% |
6,058% |
5,902% |
2,147% |
2,309% |
7,605% |
|
39 |
2,305% |
6,046% |
5,877% |
2,185% |
2,343% |
7,557% |
|
40 |
2,339% |
6,034% |
5,853% |
2,221% |
2,375% |
7,510% |
|
41 |
2,371% |
6,023% |
5,830% |
2,256% |
2,406% |
7,465% |
|
42 |
2,401% |
6,012% |
5,807% |
2,290% |
2,436% |
7,422% |
|
43 |
2,431% |
6,002% |
5,785% |
2,322% |
2,464% |
7,380% |
|
44 |
2,459% |
5,992% |
5,763% |
2,353% |
2,492% |
7,339% |
|
45 |
2,486% |
5,982% |
5,743% |
2,382% |
2,518% |
7,300% |
|
46 |
2,513% |
5,973% |
5,723% |
2,411% |
2,543% |
7,263% |
|
47 |
2,538% |
5,963% |
5,703% |
2,438% |
2,568% |
7,227% |
|
48 |
2,562% |
5,955% |
5,684% |
2,464% |
2,592% |
7,192% |
|
49 |
2,585% |
5,946% |
5,666% |
2,490% |
2,614% |
7,158% |
|
50 |
2,608% |
5,938% |
5,649% |
2,514% |
2,636% |
7,126% |
|
51 |
2,630% |
5,930% |
5,632% |
2,538% |
2,657% |
7,094% |
|
52 |
2,650% |
5,922% |
5,615% |
2,560% |
2,678% |
7,064% |
|
53 |
2,671% |
5,914% |
5,600% |
2,582% |
2,697% |
7,035% |
|
54 |
2,690% |
5,907% |
5,584% |
2,603% |
2,716% |
7,007% |
|
55 |
2,709% |
5,900% |
5,569% |
2,624% |
2,735% |
6,980% |
|
56 |
2,727% |
5,893% |
5,555% |
2,643% |
2,752% |
6,953% |
|
57 |
2,745% |
5,886% |
5,541% |
2,662% |
2,770% |
6,928% |
|
58 |
2,762% |
5,880% |
5,528% |
2,681% |
2,786% |
6,904% |
|
59 |
2,778% |
5,874% |
5,515% |
2,699% |
2,802% |
6,880% |
|
60 |
2,794% |
5,868% |
5,502% |
2,716% |
2,818% |
6,857% |
|
61 |
2,810% |
5,862% |
5,490% |
2,733% |
2,833% |
6,835% |
|
62 |
2,825% |
5,856% |
5,478% |
2,749% |
2,847% |
6,813% |
|
63 |
2,839% |
5,851% |
5,467% |
2,764% |
2,861% |
6,792% |
|
64 |
2,853% |
5,845% |
5,456% |
2,780% |
2,875% |
6,772% |
|
65 |
2,867% |
5,840% |
5,445% |
2,794% |
2,889% |
6,753% |
|
66 |
2,880% |
5,835% |
5,434% |
2,809% |
2,901% |
6,734% |
|
67 |
2,893% |
5,830% |
5,424% |
2,823% |
2,914% |
6,715% |
|
68 |
2,905% |
5,825% |
5,414% |
2,836% |
2,926% |
6,697% |
|
69 |
2,917% |
5,821% |
5,405% |
2,849% |
2,938% |
6,680% |
|
70 |
2,929% |
5,816% |
5,395% |
2,862% |
2,950% |
6,663% |
|
71 |
2,941% |
5,812% |
5,386% |
2,874% |
2,961% |
6,646% |
|
72 |
2,952% |
5,807% |
5,377% |
2,887% |
2,972% |
6,630% |
|
73 |
2,963% |
5,803% |
5,369% |
2,898% |
2,982% |
6,615% |
|
74 |
2,973% |
5,799% |
5,360% |
2,910% |
2,992% |
6,600% |
|
75 |
2,984% |
5,795% |
5,352% |
2,921% |
3,003% |
6,585% |
|
76 |
2,994% |
5,791% |
5,344% |
2,932% |
3,012% |
6,571% |
|
77 |
3,003% |
5,787% |
5,337% |
2,942% |
3,022% |
6,557% |
|
78 |
3,013% |
5,784% |
5,329% |
2,953% |
3,031% |
6,543% |
|
79 |
3,022% |
5,780% |
5,322% |
2,963% |
3,040% |
6,530% |
|
80 |
3,031% |
5,777% |
5,315% |
2,972% |
3,049% |
6,517% |
|
81 |
3,040% |
5,773% |
5,308% |
2,982% |
3,058% |
6,504% |
|
82 |
3,049% |
5,770% |
5,301% |
2,991% |
3,066% |
6,492% |
|
83 |
3,057% |
5,767% |
5,294% |
3,000% |
3,074% |
6,480% |
|
84 |
3,065% |
5,764% |
5,288% |
3,009% |
3,082% |
6,468% |
|
85 |
3,073% |
5,760% |
5,281% |
3,018% |
3,090% |
6,457% |
|
86 |
3,081% |
5,757% |
5,275% |
3,026% |
3,098% |
6,446% |
|
87 |
3,089% |
5,755% |
5,269% |
3,035% |
3,105% |
6,435% |
|
88 |
3,096% |
5,752% |
5,263% |
3,043% |
3,112% |
6,424% |
|
89 |
3,104% |
5,749% |
5,257% |
3,051% |
3,120% |
6,414% |
|
90 |
3,111% |
5,746% |
5,252% |
3,058% |
3,127% |
6,404% |
|
91 |
3,118% |
5,743% |
5,246% |
3,066% |
3,133% |
6,394% |
|
92 |
3,125% |
5,741% |
5,241% |
3,073% |
3,140% |
6,384% |
|
93 |
3,131% |
5,738% |
5,236% |
3,081% |
3,147% |
6,374% |
|
94 |
3,138% |
5,736% |
5,230% |
3,088% |
3,153% |
6,365% |
|
95 |
3,144% |
5,733% |
5,225% |
3,095% |
3,159% |
6,356% |
|
96 |
3,151% |
5,731% |
5,220% |
3,101% |
3,165% |
6,347% |
|
97 |
3,157% |
5,728% |
5,215% |
3,108% |
3,171% |
6,338% |
|
98 |
3,163% |
5,726% |
5,211% |
3,115% |
3,177% |
6,329% |
|
99 |
3,169% |
5,724% |
5,206% |
3,121% |
3,183% |
6,321% |
|
100 |
3,175% |
5,721% |
5,201% |
3,127% |
3,189% |
6,313% |
|
101 |
3,180% |
5,719% |
5,197% |
3,133% |
3,194% |
6,305% |
|
102 |
3,186% |
5,717% |
5,193% |
3,140% |
3,200% |
6,297% |
|
103 |
3,191% |
5,715% |
5,188% |
3,145% |
3,205% |
6,289% |
|
104 |
3,197% |
5,713% |
5,184% |
3,151% |
3,210% |
6,281% |
|
105 |
3,202% |
5,711% |
5,180% |
3,157% |
3,215% |
6,274% |
|
106 |
3,207% |
5,709% |
5,176% |
3,162% |
3,220% |
6,267% |
|
107 |
3,212% |
5,707% |
5,172% |
3,168% |
3,225% |
6,259% |
|
108 |
3,217% |
5,705% |
5,168% |
3,173% |
3,230% |
6,252% |
|
109 |
3,222% |
5,703% |
5,164% |
3,179% |
3,235% |
6,245% |
|
110 |
3,227% |
5,701% |
5,160% |
3,184% |
3,240% |
6,239% |
|
111 |
3,231% |
5,699% |
5,157% |
3,189% |
3,244% |
6,232% |
|
112 |
3,236% |
5,698% |
5,153% |
3,194% |
3,249% |
6,225% |
|
113 |
3,241% |
5,696% |
5,149% |
3,199% |
3,253% |
6,219% |
|
114 |
3,245% |
5,694% |
5,146% |
3,204% |
3,257% |
6,213% |
|
115 |
3,249% |
5,693% |
5,142% |
3,208% |
3,262% |
6,206% |
|
116 |
3,254% |
5,691% |
5,139% |
3,213% |
3,266% |
6,200% |
|
117 |
3,258% |
5,689% |
5,136% |
3,218% |
3,270% |
6,194% |
|
118 |
3,262% |
5,688% |
5,132% |
3,222% |
3,274% |
6,188% |
|
119 |
3,266% |
5,686% |
5,129% |
3,226% |
3,278% |
6,183% |
|
120 |
3,270% |
5,685% |
5,126% |
3,231% |
3,282% |
6,177% |
|
121 |
3,274% |
5,683% |
5,123% |
3,235% |
3,286% |
6,171% |
|
122 |
3,278% |
5,681% |
5,120% |
3,239% |
3,290% |
6,166% |
|
123 |
3,282% |
5,680% |
5,117% |
3,243% |
3,293% |
6,160% |
|
124 |
3,286% |
5,679% |
5,114% |
3,248% |
3,297% |
6,155% |
|
125 |
3,289% |
5,677% |
5,111% |
3,252% |
3,301% |
6,150% |
|
126 |
3,293% |
5,676% |
5,108% |
3,256% |
3,304% |
6,145% |
|
127 |
3,297% |
5,674% |
5,105% |
3,259% |
3,308% |
6,139% |
|
128 |
3,300% |
5,673% |
5,103% |
3,263% |
3,311% |
6,134% |
|
129 |
3,304% |
5,672% |
5,100% |
3,267% |
3,315% |
6,130% |
|
130 |
3,307% |
5,670% |
5,097% |
3,271% |
3,318% |
6,125% |
|
131 |
3,310% |
5,669% |
5,094% |
3,274% |
3,321% |
6,120% |
|
132 |
3,314% |
5,668% |
5,092% |
3,278% |
3,325% |
6,115% |
|
133 |
3,317% |
5,666% |
5,089% |
3,281% |
3,328% |
6,111% |
|
134 |
3,320% |
5,665% |
5,087% |
3,285% |
3,331% |
6,106% |
|
135 |
3,323% |
5,664% |
5,084% |
3,288% |
3,334% |
6,101% |
|
136 |
3,327% |
5,663% |
5,082% |
3,292% |
3,337% |
6,097% |
|
137 |
3,330% |
5,662% |
5,079% |
3,295% |
3,340% |
6,093% |
|
138 |
3,333% |
5,660% |
5,077% |
3,298% |
3,343% |
6,088% |
|
139 |
3,336% |
5,659% |
5,075% |
3,302% |
3,346% |
6,084% |
|
140 |
3,339% |
5,658% |
5,072% |
3,305% |
3,349% |
6,080% |
|
141 |
3,342% |
5,657% |
5,070% |
3,308% |
3,352% |
6,076% |
|
142 |
3,344% |
5,656% |
5,068% |
3,311% |
3,354% |
6,072% |
|
143 |
3,347% |
5,655% |
5,065% |
3,314% |
3,357% |
6,068% |
|
144 |
3,350% |
5,654% |
5,063% |
3,317% |
3,360% |
6,064% |
|
145 |
3,353% |
5,653% |
5,061% |
3,320% |
3,363% |
6,060% |
|
146 |
3,355% |
5,652% |
5,059% |
3,323% |
3,365% |
6,056% |
|
147 |
3,358% |
5,651% |
5,057% |
3,326% |
3,368% |
6,052% |
|
148 |
3,361% |
5,650% |
5,055% |
3,329% |
3,370% |
6,049% |
|
149 |
3,363% |
5,649% |
5,053% |
3,332% |
3,373% |
6,045% |
|
150 |
3,366% |
5,648% |
5,051% |
3,334% |
3,375% |
6,041% |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
2,604% |
2,147% |
1,413% |
3,491% |
0,000% |
0,383% |
|
2 |
3,922% |
2,250% |
1,519% |
4,070% |
0,038% |
0,504% |
|
3 |
4,786% |
2,339% |
1,630% |
4,487% |
0,095% |
0,602% |
|
4 |
5,328% |
2,424% |
1,754% |
4,827% |
0,180% |
0,699% |
|
5 |
5,732% |
2,512% |
1,877% |
5,098% |
0,286% |
0,770% |
|
6 |
6,053% |
2,605% |
2,004% |
5,318% |
0,404% |
0,811% |
|
7 |
6,327% |
2,697% |
2,139% |
5,499% |
0,516% |
0,846% |
|
8 |
6,581% |
2,784% |
2,284% |
5,648% |
0,611% |
0,888% |
|
9 |
6,800% |
2,866% |
2,437% |
5,777% |
0,683% |
0,921% |
|
10 |
7,010% |
2,942% |
2,597% |
5,902% |
0,731% |
0,934% |
|
11 |
7,168% |
3,011% |
2,752% |
6,035% |
0,756% |
0,923% |
|
12 |
7,276% |
3,074% |
2,897% |
6,171% |
0,768% |
0,901% |
|
13 |
7,346% |
3,132% |
3,030% |
6,298% |
0,775% |
0,875% |
|
14 |
7,389% |
3,187% |
3,151% |
6,410% |
0,782% |
0,853% |
|
15 |
7,410% |
3,237% |
3,262% |
6,498% |
0,792% |
0,836% |
|
16 |
7,416% |
3,285% |
3,363% |
6,558% |
0,806% |
0,829% |
|
17 |
7,409% |
3,329% |
3,453% |
6,595% |
0,827% |
0,831% |
|
18 |
7,392% |
3,370% |
3,533% |
6,613% |
0,856% |
0,843% |
|
19 |
7,369% |
3,410% |
3,602% |
6,616% |
0,891% |
0,866% |
|
20 |
7,341% |
3,446% |
3,662% |
6,609% |
0,935% |
0,900% |
|
21 |
7,308% |
3,481% |
3,711% |
6,592% |
0,987% |
0,944% |
|
22 |
7,274% |
3,514% |
3,751% |
6,569% |
1,044% |
0,996% |
|
23 |
7,237% |
3,545% |
3,784% |
6,541% |
1,105% |
1,053% |
|
24 |
7,199% |
3,574% |
3,811% |
6,510% |
1,167% |
1,113% |
|
25 |
7,160% |
3,602% |
3,833% |
6,475% |
1,230% |
1,175% |
|
26 |
7,122% |
3,629% |
3,851% |
6,439% |
1,293% |
1,237% |
|
27 |
7,083% |
3,654% |
3,865% |
6,402% |
1,356% |
1,299% |
|
28 |
7,045% |
3,678% |
3,877% |
6,364% |
1,417% |
1,361% |
|
29 |
7,008% |
3,701% |
3,886% |
6,326% |
1,477% |
1,421% |
|
30 |
6,971% |
3,722% |
3,893% |
6,288% |
1,535% |
1,480% |
|
31 |
6,936% |
3,743% |
3,898% |
6,250% |
1,592% |
1,537% |
|
32 |
6,901% |
3,763% |
3,902% |
6,213% |
1,646% |
1,592% |
|
33 |
6,867% |
3,782% |
3,905% |
6,177% |
1,699% |
1,646% |
|
34 |
6,834% |
3,800% |
3,907% |
6,141% |
1,750% |
1,698% |
|
35 |
6,803% |
3,817% |
3,908% |
6,107% |
1,799% |
1,748% |
|
36 |
6,772% |
3,834% |
3,909% |
6,073% |
1,847% |
1,796% |
|
37 |
6,742% |
3,849% |
3,909% |
6,040% |
1,892% |
1,843% |
|
38 |
6,714% |
3,865% |
3,908% |
6,009% |
1,936% |
1,888% |
|
39 |
6,686% |
3,879% |
3,907% |
5,978% |
1,978% |
1,931% |
|
40 |
6,659% |
3,893% |
3,906% |
5,948% |
2,018% |
1,972% |
|
41 |
6,634% |
3,906% |
3,905% |
5,920% |
2,057% |
2,012% |
|
42 |
6,609% |
3,919% |
3,903% |
5,892% |
2,095% |
2,051% |
|
43 |
6,585% |
3,932% |
3,902% |
5,866% |
2,131% |
2,088% |
|
44 |
6,562% |
3,944% |
3,900% |
5,840% |
2,165% |
2,123% |
|
45 |
6,540% |
3,955% |
3,898% |
5,815% |
2,199% |
2,157% |
|
46 |
6,519% |
3,966% |
3,896% |
5,791% |
2,231% |
2,190% |
|
47 |
6,498% |
3,977% |
3,894% |
5,768% |
2,262% |
2,222% |
|
48 |
6,478% |
3,987% |
3,892% |
5,746% |
2,292% |
2,252% |
|
49 |
6,459% |
3,997% |
3,890% |
5,724% |
2,320% |
2,282% |
|
50 |
6,440% |
4,006% |
3,888% |
5,703% |
2,348% |
2,310% |
|
51 |
6,422% |
4,016% |
3,885% |
5,683% |
2,374% |
2,338% |
|
52 |
6,405% |
4,024% |
3,883% |
5,664% |
2,400% |
2,364% |
|
53 |
6,389% |
4,033% |
3,881% |
5,645% |
2,425% |
2,389% |
|
54 |
6,372% |
4,041% |
3,879% |
5,627% |
2,449% |
2,414% |
|
55 |
6,357% |
4,049% |
3,877% |
5,610% |
2,472% |
2,438% |
|
56 |
6,342% |
4,057% |
3,875% |
5,593% |
2,494% |
2,461% |
|
57 |
6,327% |
4,065% |
3,873% |
5,577% |
2,516% |
2,483% |
|
58 |
6,313% |
4,072% |
3,872% |
5,561% |
2,537% |
2,504% |
|
59 |
6,300% |
4,079% |
3,870% |
5,546% |
2,557% |
2,525% |
|
60 |
6,286% |
4,086% |
3,868% |
5,531% |
2,577% |
2,545% |
|
61 |
6,274% |
4,092% |
3,866% |
5,516% |
2,596% |
2,565% |
|
62 |
6,261% |
4,099% |
3,864% |
5,502% |
2,614% |
2,584% |
|
63 |
6,249% |
4,105% |
3,863% |
5,489% |
2,632% |
2,602% |
|
64 |
6,238% |
4,111% |
3,861% |
5,476% |
2,649% |
2,620% |
|
65 |
6,226% |
4,117% |
3,859% |
5,463% |
2,666% |
2,637% |
|
66 |
6,215% |
4,123% |
3,858% |
5,451% |
2,682% |
2,654% |
|
67 |
6,205% |
4,128% |
3,856% |
5,439% |
2,698% |
2,670% |
|
68 |
6,194% |
4,133% |
3,855% |
5,427% |
2,713% |
2,686% |
|
69 |
6,184% |
4,139% |
3,853% |
5,416% |
2,728% |
2,701% |
|
70 |
6,175% |
4,144% |
3,852% |
5,405% |
2,743% |
2,716% |
|
71 |
6,165% |
4,149% |
3,850% |
5,395% |
2,757% |
2,730% |
|
72 |
6,156% |
4,154% |
3,849% |
5,384% |
2,770% |
2,744% |
|
73 |
6,147% |
4,158% |
3,848% |
5,374% |
2,784% |
2,758% |
|
74 |
6,138% |
4,163% |
3,847% |
5,364% |
2,797% |
2,771% |
|
75 |
6,130% |
4,167% |
3,845% |
5,355% |
2,809% |
2,784% |
|
76 |
6,121% |
4,172% |
3,844% |
5,346% |
2,822% |
2,797% |
|
77 |
6,113% |
4,176% |
3,843% |
5,337% |
2,834% |
2,809% |
|
78 |
6,105% |
4,180% |
3,842% |
5,328% |
2,845% |
2,821% |
|
79 |
6,098% |
4,184% |
3,841% |
5,319% |
2,857% |
2,833% |
|
80 |
6,090% |
4,188% |
3,839% |
5,311% |
2,868% |
2,844% |
|
81 |
6,083% |
4,192% |
3,838% |
5,303% |
2,879% |
2,855% |
|
82 |
6,076% |
4,195% |
3,837% |
5,295% |
2,889% |
2,866% |
|
83 |
6,069% |
4,199% |
3,836% |
5,287% |
2,900% |
2,877% |
|
84 |
6,062% |
4,203% |
3,835% |
5,279% |
2,910% |
2,887% |
|
85 |
6,056% |
4,206% |
3,834% |
5,272% |
2,920% |
2,897% |
|
86 |
6,049% |
4,210% |
3,833% |
5,265% |
2,929% |
2,907% |
|
87 |
6,043% |
4,213% |
3,832% |
5,257% |
2,939% |
2,917% |
|
88 |
6,037% |
4,216% |
3,831% |
5,251% |
2,948% |
2,926% |
|
89 |
6,031% |
4,219% |
3,830% |
5,244% |
2,957% |
2,935% |
|
90 |
6,025% |
4,222% |
3,830% |
5,237% |
2,965% |
2,944% |
|
91 |
6,019% |
4,225% |
3,829% |
5,231% |
2,974% |
2,953% |
|
92 |
6,013% |
4,228% |
3,828% |
5,224% |
2,982% |
2,962% |
|
93 |
6,008% |
4,231% |
3,827% |
5,218% |
2,991% |
2,970% |
|
94 |
6,002% |
4,234% |
3,826% |
5,212% |
2,999% |
2,979% |
|
95 |
5,997% |
4,237% |
3,825% |
5,206% |
3,007% |
2,987% |
|
96 |
5,992% |
4,240% |
3,825% |
5,200% |
3,014% |
2,995% |
|
97 |
5,987% |
4,242% |
3,824% |
5,195% |
3,022% |
3,002% |
|
98 |
5,982% |
4,245% |
3,823% |
5,189% |
3,029% |
3,010% |
|
99 |
5,977% |
4,248% |
3,822% |
5,184% |
3,037% |
3,017% |
|
100 |
5,972% |
4,250% |
3,822% |
5,178% |
3,044% |
3,025% |
|
101 |
5,967% |
4,253% |
3,821% |
5,173% |
3,051% |
3,032% |
|
102 |
5,963% |
4,255% |
3,820% |
5,168% |
3,057% |
3,039% |
|
103 |
5,958% |
4,257% |
3,819% |
5,163% |
3,064% |
3,046% |
|
104 |
5,954% |
4,260% |
3,819% |
5,158% |
3,071% |
3,052% |
|
105 |
5,950% |
4,262% |
3,818% |
5,153% |
3,077% |
3,059% |
|
106 |
5,945% |
4,264% |
3,818% |
5,148% |
3,083% |
3,066% |
|
107 |
5,941% |
4,266% |
3,817% |
5,144% |
3,090% |
3,072% |
|
108 |
5,937% |
4,269% |
3,816% |
5,139% |
3,096% |
3,078% |
|
109 |
5,933% |
4,271% |
3,816% |
5,135% |
3,102% |
3,084% |
|
110 |
5,929% |
4,273% |
3,815% |
5,130% |
3,108% |
3,090% |
|
111 |
5,925% |
4,275% |
3,814% |
5,126% |
3,113% |
3,096% |
|
112 |
5,921% |
4,277% |
3,814% |
5,122% |
3,119% |
3,102% |
|
113 |
5,918% |
4,279% |
3,813% |
5,117% |
3,125% |
3,108% |
|
114 |
5,914% |
4,281% |
3,813% |
5,113% |
3,130% |
3,113% |
|
115 |
5,910% |
4,283% |
3,812% |
5,109% |
3,135% |
3,119% |
|
116 |
5,907% |
4,284% |
3,812% |
5,105% |
3,141% |
3,124% |
|
117 |
5,903% |
4,286% |
3,811% |
5,101% |
3,146% |
3,130% |
|
118 |
5,900% |
4,288% |
3,811% |
5,098% |
3,151% |
3,135% |
|
119 |
5,897% |
4,290% |
3,810% |
5,094% |
3,156% |
3,140% |
|
120 |
5,893% |
4,292% |
3,810% |
5,090% |
3,161% |
3,145% |
|
121 |
5,890% |
4,293% |
3,809% |
5,086% |
3,166% |
3,150% |
|
122 |
5,887% |
4,295% |
3,809% |
5,083% |
3,171% |
3,155% |
|
123 |
5,884% |
4,297% |
3,808% |
5,079% |
3,175% |
3,160% |
|
124 |
5,881% |
4,298% |
3,808% |
5,076% |
3,180% |
3,165% |
|
125 |
5,877% |
4,300% |
3,807% |
5,072% |
3,185% |
3,169% |
|
126 |
5,874% |
4,302% |
3,807% |
5,069% |
3,189% |
3,174% |
|
127 |
5,872% |
4,303% |
3,806% |
5,066% |
3,193% |
3,178% |
|
128 |
5,869% |
4,305% |
3,806% |
5,063% |
3,198% |
3,183% |
|
129 |
5,866% |
4,306% |
3,805% |
5,059% |
3,202% |
3,187% |
|
130 |
5,863% |
4,308% |
3,805% |
5,056% |
3,206% |
3,192% |
|
131 |
5,860% |
4,309% |
3,805% |
5,053% |
3,210% |
3,196% |
|
132 |
5,857% |
4,311% |
3,804% |
5,050% |
3,214% |
3,200% |
|
133 |
5,855% |
4,312% |
3,804% |
5,047% |
3,218% |
3,204% |
|
134 |
5,852% |
4,313% |
3,803% |
5,044% |
3,222% |
3,208% |
|
135 |
5,849% |
4,315% |
3,803% |
5,041% |
3,226% |
3,212% |
|
136 |
5,847% |
4,316% |
3,803% |
5,038% |
3,230% |
3,216% |
|
137 |
5,844% |
4,317% |
3,802% |
5,035% |
3,234% |
3,220% |
|
138 |
5,842% |
4,319% |
3,802% |
5,033% |
3,238% |
3,224% |
|
139 |
5,839% |
4,320% |
3,801% |
5,030% |
3,241% |
3,228% |
|
140 |
5,837% |
4,321% |
3,801% |
5,027% |
3,245% |
3,231% |
|
141 |
5,835% |
4,323% |
3,801% |
5,024% |
3,249% |
3,235% |
|
142 |
5,832% |
4,324% |
3,800% |
5,022% |
3,252% |
3,239% |
|
143 |
5,830% |
4,325% |
3,800% |
5,019% |
3,256% |
3,242% |
|
144 |
5,828% |
4,326% |
3,800% |
5,017% |
3,259% |
3,246% |
|
145 |
5,825% |
4,328% |
3,799% |
5,014% |
3,262% |
3,249% |
|
146 |
5,823% |
4,329% |
3,799% |
5,012% |
3,266% |
3,253% |
|
147 |
5,821% |
4,330% |
3,799% |
5,009% |
3,269% |
3,256% |
|
148 |
5,819% |
4,331% |
3,798% |
5,007% |
3,272% |
3,259% |
|
149 |
5,817% |
4,332% |
3,798% |
5,004% |
3,275% |
3,263% |
|
150 |
5,814% |
4,333% |
3,798% |
5,002% |
3,279% |
3,266% |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
15,049% |
0,023% |
-0,151% |
|
2 |
14,368% |
0,028% |
-0,151% |
|
3 |
13,669% |
0,070% |
-0,152% |
|
4 |
13,128% |
0,155% |
-0,145% |
|
5 |
12,713% |
0,260% |
-0,137% |
|
6 |
12,431% |
0,376% |
-0,128% |
|
7 |
12,279% |
0,489% |
-0,113% |
|
8 |
12,241% |
0,594% |
-0,094% |
|
9 |
12,232% |
0,687% |
-0,073% |
|
10 |
12,187% |
0,769% |
-0,049% |
|
11 |
12,103% |
0,845% |
-0,024% |
|
12 |
11,993% |
0,914% |
0,001% |
|
13 |
11,864% |
0,970% |
0,028% |
|
14 |
11,721% |
1,016% |
0,057% |
|
15 |
11,569% |
1,056% |
0,086% |
|
16 |
11,411% |
1,089% |
0,115% |
|
17 |
11,251% |
1,118% |
0,143% |
|
18 |
11,089% |
1,143% |
0,167% |
|
19 |
10,928% |
1,164% |
0,186% |
|
20 |
10,769% |
1,180% |
0,198% |
|
21 |
10,613% |
1,194% |
0,204% |
|
22 |
10,461% |
1,205% |
0,207% |
|
23 |
10,312% |
1,216% |
0,210% |
|
24 |
10,169% |
1,227% |
0,214% |
|
25 |
10,030% |
1,240% |
0,223% |
|
26 |
9,896% |
1,254% |
0,235% |
|
27 |
9,767% |
1,266% |
0,252% |
|
28 |
9,643% |
1,274% |
0,276% |
|
29 |
9,524% |
1,277% |
0,305% |
|
30 |
9,410% |
1,271% |
0,341% |
|
31 |
9,301% |
1,257% |
0,383% |
|
32 |
9,196% |
1,238% |
0,431% |
|
33 |
9,096% |
1,215% |
0,481% |
|
34 |
9,000% |
1,192% |
0,534% |
|
35 |
8,909% |
1,168% |
0,588% |
|
36 |
8,821% |
1,146% |
0,643% |
|
37 |
8,737% |
1,127% |
0,699% |
|
38 |
8,657% |
1,109% |
0,753% |
|
39 |
8,580% |
1,095% |
0,808% |
|
40 |
8,506% |
1,084% |
0,861% |
|
41 |
8,436% |
1,076% |
0,913% |
|
42 |
8,368% |
1,071% |
0,965% |
|
43 |
8,303% |
1,069% |
1,015% |
|
44 |
8,241% |
1,071% |
1,064% |
|
45 |
8,181% |
1,076% |
1,111% |
|
46 |
8,124% |
1,083% |
1,157% |
|
47 |
8,069% |
1,094% |
1,202% |
|
48 |
8,016% |
1,108% |
1,246% |
|
49 |
7,965% |
1,125% |
1,288% |
|
50 |
7,916% |
1,145% |
1,329% |
|
51 |
7,869% |
1,169% |
1,369% |
|
52 |
7,824% |
1,194% |
1,407% |
|
53 |
7,780% |
1,222% |
1,444% |
|
54 |
7,738% |
1,251% |
1,481% |
|
55 |
7,697% |
1,281% |
1,516% |
|
56 |
7,658% |
1,312% |
1,549% |
|
57 |
7,620% |
1,343% |
1,582% |
|
58 |
7,583% |
1,374% |
1,614% |
|
59 |
7,548% |
1,406% |
1,645% |
|
60 |
7,514% |
1,437% |
1,675% |
|
61 |
7,480% |
1,468% |
1,704% |
|
62 |
7,448% |
1,499% |
1,732% |
|
63 |
7,417% |
1,530% |
1,760% |
|
64 |
7,387% |
1,560% |
1,786% |
|
65 |
7,358% |
1,590% |
1,812% |
|
66 |
7,330% |
1,619% |
1,837% |
|
67 |
7,302% |
1,648% |
1,862% |
|
68 |
7,275% |
1,676% |
1,885% |
|
69 |
7,250% |
1,704% |
1,908% |
|
70 |
7,224% |
1,731% |
1,931% |
|
71 |
7,200% |
1,758% |
1,953% |
|
72 |
7,176% |
1,784% |
1,974% |
|
73 |
7,153% |
1,809% |
1,995% |
|
74 |
7,131% |
1,834% |
2,015% |
|
75 |
7,109% |
1,859% |
2,034% |
|
76 |
7,087% |
1,883% |
2,053% |
|
77 |
7,067% |
1,906% |
2,072% |
|
78 |
7,046% |
1,929% |
2,090% |
|
79 |
7,027% |
1,951% |
2,108% |
|
80 |
7,008% |
1,973% |
2,125% |
|
81 |
6,989% |
1,994% |
2,142% |
|
82 |
6,971% |
2,015% |
2,158% |
|
83 |
6,953% |
2,036% |
2,174% |
|
84 |
6,935% |
2,056% |
2,190% |
|
85 |
6,918% |
2,075% |
2,205% |
|
86 |
6,902% |
2,094% |
2,220% |
|
87 |
6,885% |
2,113% |
2,235% |
|
88 |
6,870% |
2,131% |
2,249% |
|
89 |
6,854% |
2,149% |
2,263% |
|
90 |
6,839% |
2,167% |
2,277% |
|
91 |
6,824% |
2,184% |
2,290% |
|
92 |
6,810% |
2,201% |
2,303% |
|
93 |
6,796% |
2,217% |
2,316% |
|
94 |
6,782% |
2,233% |
2,328% |
|
95 |
6,768% |
2,249% |
2,341% |
|
96 |
6,755% |
2,264% |
2,353% |
|
97 |
6,742% |
2,280% |
2,364% |
|
98 |
6,729% |
2,294% |
2,376% |
|
99 |
6,717% |
2,309% |
2,387% |
|
100 |
6,704% |
2,323% |
2,398% |
|
101 |
6,692% |
2,337% |
2,409% |
|
102 |
6,681% |
2,351% |
2,420% |
|
103 |
6,669% |
2,365% |
2,430% |
|
104 |
6,658% |
2,378% |
2,440% |
|
105 |
6,647% |
2,391% |
2,451% |
|
106 |
6,636% |
2,403% |
2,460% |
|
107 |
6,625% |
2,416% |
2,470% |
|
108 |
6,615% |
2,428% |
2,480% |
|
109 |
6,604% |
2,440% |
2,489% |
|
110 |
6,594% |
2,452% |
2,498% |
|
111 |
6,584% |
2,464% |
2,507% |
|
112 |
6,575% |
2,475% |
2,516% |
|
113 |
6,565% |
2,486% |
2,524% |
|
114 |
6,556% |
2,497% |
2,533% |
|
115 |
6,546% |
2,508% |
2,541% |
|
116 |
6,537% |
2,519% |
2,550% |
|
117 |
6,529% |
2,529% |
2,558% |
|
118 |
6,520% |
2,539% |
2,566% |
|
119 |
6,511% |
2,550% |
2,573% |
|
120 |
6,503% |
2,560% |
2,581% |
|
121 |
6,494% |
2,569% |
2,589% |
|
122 |
6,486% |
2,579% |
2,596% |
|
123 |
6,478% |
2,588% |
2,603% |
|
124 |
6,470% |
2,598% |
2,611% |
|
125 |
6,462% |
2,607% |
2,618% |
|
126 |
6,455% |
2,616% |
2,625% |
|
127 |
6,447% |
2,625% |
2,632% |
|
128 |
6,440% |
2,634% |
2,638% |
|
129 |
6,432% |
2,642% |
2,645% |
|
130 |
6,425% |
2,651% |
2,652% |
|
131 |
6,418% |
2,659% |
2,658% |
|
132 |
6,411% |
2,667% |
2,664% |
|
133 |
6,404% |
2,675% |
2,671% |
|
134 |
6,397% |
2,683% |
2,677% |
|
135 |
6,391% |
2,691% |
2,683% |
|
136 |
6,384% |
2,699% |
2,689% |
|
137 |
6,378% |
2,706% |
2,695% |
|
138 |
6,371% |
2,714% |
2,701% |
|
139 |
6,365% |
2,721% |
2,706% |
|
140 |
6,359% |
2,729% |
2,712% |
|
141 |
6,353% |
2,736% |
2,717% |
|
142 |
6,347% |
2,743% |
2,723% |
|
143 |
6,341% |
2,750% |
2,728% |
|
144 |
6,335% |
2,757% |
2,734% |
|
145 |
6,329% |
2,764% |
2,739% |
|
146 |
6,323% |
2,771% |
2,744% |
|
147 |
6,318% |
2,777% |
2,749% |
|
148 |
6,312% |
2,784% |
2,754% |
|
149 |
6,307% |
2,790% |
2,759% |
|
150 |
6,301% |
2,797% |
2,764% |
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 |
31 |
5 |
0 |
24 |
1 |
|
2 |
0 |
0 |
38 |
5 |
0 |
40 |
0 |
|
3 |
0 |
1 |
43 |
5 |
1 |
45 |
0 |
|
4 |
0 |
2 |
46 |
5 |
3 |
46 |
0 |
|
5 |
0 |
3 |
50 |
5 |
4 |
50 |
0 |
|
6 |
1 |
4 |
53 |
5 |
6 |
52 |
0 |
|
7 |
2 |
5 |
56 |
5 |
8 |
53 |
0 |
|
8 |
2 |
6 |
58 |
5 |
11 |
53 |
0 |
|
9 |
3 |
7 |
59 |
5 |
12 |
50 |
0 |
|
10 |
3 |
8 |
61 |
5 |
13 |
49 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
381 |
4 |
15 |
|
2 |
0 |
0 |
0 |
0 |
237 |
4 |
22 |
|
3 |
1 |
0 |
0 |
0 |
210 |
4 |
24 |
|
4 |
2 |
0 |
0 |
0 |
184 |
4 |
25 |
|
5 |
3 |
0 |
0 |
0 |
168 |
4 |
26 |
|
6 |
4 |
0 |
0 |
0 |
166 |
4 |
28 |
|
7 |
5 |
0 |
0 |
0 |
163 |
4 |
28 |
|
8 |
6 |
0 |
1 |
0 |
167 |
2 |
29 |
|
9 |
7 |
0 |
2 |
0 |
169 |
1 |
30 |
|
10 |
8 |
0 |
3 |
0 |
171 |
4 |
30 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
15 |
0 |
4 |
|
2 |
14 |
10 |
11 |
0 |
22 |
0 |
4 |
|
3 |
19 |
14 |
15 |
0 |
24 |
0 |
4 |
|
4 |
22 |
15 |
16 |
0 |
25 |
0 |
4 |
|
5 |
24 |
17 |
19 |
0 |
26 |
0 |
4 |
|
6 |
25 |
19 |
20 |
0 |
28 |
0 |
4 |
|
7 |
27 |
20 |
22 |
0 |
28 |
0 |
4 |
|
8 |
28 |
21 |
23 |
1 |
29 |
0 |
4 |
|
9 |
30 |
22 |
24 |
2 |
30 |
0 |
4 |
|
10 |
31 |
23 |
25 |
2 |
30 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
24 |
9 |
12 |
18 |
5 |
0 |
0 |
|
2 |
40 |
16 |
15 |
21 |
11 |
0 |
0 |
|
3 |
45 |
19 |
17 |
25 |
15 |
0 |
0 |
|
4 |
46 |
20 |
19 |
29 |
16 |
0 |
0 |
|
5 |
50 |
21 |
20 |
33 |
19 |
0 |
0 |
|
6 |
52 |
22 |
21 |
36 |
20 |
0 |
0 |
|
7 |
53 |
24 |
23 |
37 |
22 |
0 |
0 |
|
8 |
53 |
25 |
24 |
39 |
23 |
0 |
0 |
|
9 |
50 |
27 |
24 |
39 |
24 |
0 |
0 |
|
10 |
49 |
24 |
25 |
39 |
25 |
0 |
0 |
|
Duration (in years) |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
Chile |
|
1 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
2 |
0 |
0 |
0 |
0 |
12 |
0 |
19 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
9 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
11 |
0 |
10 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
2 |
28 |
0 |
10 |
0 |
0 |
10 |
|
4 |
3 |
36 |
0 |
10 |
0 |
0 |
10 |
|
5 |
3 |
37 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
41 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
42 |
0 |
10 |
0 |
0 |
10 |
|
8 |
8 |
40 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
38 |
0 |
10 |
0 |
0 |
10 |
|
10 |
5 |
40 |
0 |
10 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
6 |
9 |
1 |
4 |
|
2 |
0 |
0 |
0 |
8 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
9 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
9 |
14 |
0 |
4 |
|
5 |
0 |
1 |
0 |
9 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
10 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
12 |
16 |
0 |
4 |
|
8 |
0 |
11 |
0 |
13 |
16 |
0 |
4 |
|
9 |
0 |
17 |
0 |
14 |
16 |
0 |
4 |
|
10 |
0 |
17 |
0 |
15 |
16 |
0 |
4 |
|
Duration (in years) |
United States |
|
1 |
0 |
|
2 |
0 |
|
3 |
0 |
|
4 |
0 |
|
5 |
0 |
|
6 |
0 |
|
7 |
0 |
|
8 |
0 |
|
9 |
0 |
|
10 |
0 |
2.
Exposures to financial institutions
2.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
20 |
44 |
117 |
230 |
542 |
1183 |
|
2 |
6 |
20 |
44 |
117 |
230 |
542 |
952 |
|
3 |
8 |
22 |
45 |
110 |
226 |
538 |
776 |
|
4 |
9 |
25 |
48 |
112 |
225 |
537 |
643 |
|
5 |
10 |
27 |
53 |
116 |
225 |
537 |
541 |
|
6 |
11 |
29 |
56 |
120 |
225 |
537 |
537 |
|
7 |
12 |
32 |
58 |
123 |
225 |
537 |
537 |
|
8 |
12 |
32 |
58 |
122 |
225 |
537 |
537 |
|
9 |
13 |
33 |
58 |
121 |
225 |
537 |
537 |
|
10 |
13 |
34 |
58 |
121 |
225 |
537 |
537 |
|
11 |
14 |
36 |
59 |
121 |
225 |
537 |
537 |
|
12 |
14 |
36 |
59 |
121 |
225 |
537 |
537 |
|
13 |
15 |
37 |
59 |
121 |
225 |
537 |
537 |
|
14 |
15 |
37 |
59 |
121 |
225 |
537 |
537 |
|
15 |
15 |
37 |
59 |
121 |
225 |
537 |
537 |
|
16 |
15 |
37 |
59 |
121 |
225 |
537 |
537 |
|
17 |
15 |
37 |
59 |
121 |
225 |
537 |
537 |
|
18 |
15 |
37 |
59 |
121 |
225 |
537 |
537 |
|
19 |
15 |
37 |
59 |
121 |
225 |
537 |
537 |
|
20 |
16 |
37 |
59 |
121 |
225 |
537 |
537 |
|
21 |
16 |
37 |
59 |
121 |
225 |
537 |
537 |
|
22 |
17 |
37 |
59 |
121 |
225 |
537 |
537 |
|
23 |
17 |
37 |
59 |
121 |
225 |
537 |
537 |
|
24 |
18 |
37 |
59 |
121 |
225 |
537 |
537 |
|
25 |
18 |
37 |
59 |
121 |
225 |
537 |
537 |
|
26 |
20 |
37 |
59 |
121 |
225 |
537 |
537 |
|
27 |
21 |
37 |
59 |
121 |
225 |
537 |
537 |
|
28 |
21 |
37 |
59 |
121 |
225 |
537 |
537 |
|
29 |
22 |
37 |
59 |
121 |
225 |
537 |
537 |
|
30 |
22 |
37 |
59 |
121 |
225 |
537 |
537 |
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 |
14 |
27 |
51 |
124 |
237 |
549 |
1201 |
|
2 |
16 |
29 |
53 |
126 |
239 |
551 |
969 |
|
3 |
17 |
32 |
55 |
120 |
236 |
548 |
792 |
|
4 |
18 |
34 |
57 |
122 |
235 |
547 |
657 |
|
5 |
19 |
36 |
62 |
125 |
234 |
546 |
553 |
|
6 |
20 |
38 |
65 |
129 |
233 |
545 |
545 |
|
7 |
20 |
39 |
66 |
131 |
233 |
545 |
545 |
|
8 |
19 |
39 |
65 |
129 |
232 |
544 |
544 |
|
9 |
19 |
40 |
65 |
128 |
232 |
544 |
544 |
|
10 |
19 |
40 |
64 |
127 |
231 |
543 |
543 |
|
11 |
19 |
41 |
64 |
127 |
231 |
543 |
543 |
|
12 |
19 |
41 |
63 |
126 |
230 |
542 |
542 |
|
13 |
19 |
41 |
63 |
125 |
229 |
541 |
541 |
|
14 |
19 |
41 |
62 |
125 |
229 |
541 |
541 |
|
15 |
18 |
40 |
62 |
125 |
228 |
540 |
540 |
|
16 |
17 |
40 |
61 |
124 |
228 |
540 |
540 |
|
17 |
17 |
40 |
61 |
124 |
228 |
540 |
540 |
|
18 |
17 |
40 |
61 |
124 |
228 |
540 |
540 |
|
19 |
17 |
40 |
61 |
124 |
228 |
540 |
540 |
|
20 |
18 |
40 |
62 |
124 |
228 |
540 |
540 |
|
21 |
18 |
40 |
62 |
125 |
229 |
540 |
540 |
|
22 |
18 |
41 |
62 |
125 |
229 |
541 |
541 |
|
23 |
18 |
41 |
62 |
125 |
229 |
541 |
541 |
|
24 |
19 |
41 |
62 |
125 |
229 |
541 |
541 |
|
25 |
20 |
41 |
62 |
125 |
229 |
541 |
541 |
|
26 |
20 |
41 |
62 |
125 |
229 |
541 |
541 |
|
27 |
21 |
41 |
62 |
125 |
229 |
541 |
541 |
|
28 |
21 |
41 |
62 |
125 |
229 |
541 |
541 |
|
29 |
22 |
41 |
62 |
125 |
229 |
541 |
541 |
|
30 |
22 |
41 |
62 |
125 |
229 |
541 |
541 |
2.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
20 |
44 |
117 |
230 |
542 |
1182 |
|
2 |
6 |
20 |
44 |
117 |
230 |
542 |
951 |
|
3 |
7 |
22 |
45 |
110 |
226 |
538 |
776 |
|
4 |
9 |
24 |
48 |
112 |
225 |
537 |
643 |
|
5 |
10 |
27 |
53 |
115 |
225 |
537 |
541 |
|
6 |
11 |
29 |
56 |
120 |
225 |
537 |
537 |
|
7 |
12 |
31 |
58 |
123 |
225 |
537 |
537 |
|
8 |
12 |
32 |
58 |
122 |
225 |
537 |
537 |
|
9 |
12 |
33 |
58 |
121 |
225 |
537 |
537 |
|
10 |
13 |
34 |
58 |
121 |
225 |
537 |
537 |
|
11 |
14 |
35 |
58 |
121 |
225 |
537 |
537 |
|
12 |
14 |
36 |
58 |
121 |
225 |
537 |
537 |
|
13 |
14 |
37 |
58 |
121 |
225 |
537 |
537 |
|
14 |
15 |
37 |
58 |
121 |
225 |
537 |
537 |
|
15 |
15 |
37 |
58 |
121 |
225 |
537 |
537 |
|
16 |
15 |
37 |
58 |
121 |
225 |
537 |
537 |
|
17 |
15 |
37 |
58 |
121 |
225 |
537 |
537 |
|
18 |
15 |
37 |
58 |
121 |
225 |
537 |
537 |
|
19 |
15 |
37 |
58 |
121 |
225 |
537 |
537 |
|
20 |
16 |
37 |
58 |
121 |
225 |
537 |
537 |
|
21 |
16 |
37 |
58 |
121 |
225 |
537 |
537 |
|
22 |
17 |
37 |
58 |
121 |
225 |
537 |
537 |
|
23 |
17 |
37 |
58 |
121 |
225 |
537 |
537 |
|
24 |
18 |
37 |
58 |
121 |
225 |
537 |
537 |
|
25 |
18 |
37 |
58 |
121 |
225 |
537 |
537 |
|
26 |
20 |
37 |
58 |
121 |
225 |
537 |
537 |
|
27 |
21 |
37 |
58 |
121 |
225 |
537 |
537 |
|
28 |
21 |
37 |
58 |
121 |
225 |
537 |
537 |
|
29 |
22 |
37 |
58 |
121 |
225 |
537 |
537 |
|
30 |
22 |
37 |
58 |
121 |
225 |
537 |
537 |
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 |
79 |
92 |
116 |
189 |
302 |
614 |
1200 |
|
2 |
75 |
89 |
113 |
185 |
299 |
610 |
968 |
|
3 |
79 |
94 |
117 |
182 |
298 |
610 |
792 |
|
4 |
78 |
94 |
117 |
182 |
295 |
607 |
658 |
|
5 |
78 |
95 |
120 |
183 |
292 |
604 |
604 |
|
6 |
77 |
95 |
122 |
186 |
291 |
603 |
603 |
|
7 |
76 |
95 |
122 |
187 |
289 |
601 |
601 |
|
8 |
75 |
95 |
121 |
184 |
288 |
600 |
600 |
|
9 |
74 |
95 |
120 |
183 |
287 |
599 |
599 |
|
10 |
71 |
93 |
117 |
179 |
283 |
595 |
595 |
|
11 |
70 |
91 |
114 |
177 |
281 |
593 |
593 |
|
12 |
69 |
91 |
113 |
176 |
280 |
592 |
592 |
|
13 |
68 |
91 |
112 |
175 |
279 |
591 |
591 |
|
14 |
68 |
90 |
112 |
175 |
278 |
590 |
590 |
|
15 |
68 |
90 |
112 |
174 |
278 |
590 |
590 |
|
16 |
67 |
90 |
111 |
174 |
278 |
590 |
590 |
|
17 |
67 |
89 |
111 |
173 |
277 |
589 |
589 |
|
18 |
66 |
89 |
110 |
173 |
277 |
589 |
589 |
|
19 |
66 |
88 |
109 |
172 |
276 |
588 |
588 |
|
20 |
65 |
87 |
109 |
171 |
275 |
587 |
587 |
|
21 |
64 |
87 |
108 |
171 |
275 |
587 |
587 |
|
22 |
63 |
86 |
107 |
170 |
274 |
586 |
586 |
|
23 |
63 |
85 |
106 |
169 |
273 |
585 |
585 |
|
24 |
62 |
84 |
106 |
168 |
272 |
584 |
584 |
|
25 |
61 |
83 |
104 |
167 |
271 |
583 |
583 |
|
26 |
60 |
82 |
103 |
166 |
270 |
582 |
582 |
|
27 |
59 |
81 |
102 |
165 |
269 |
581 |
581 |
|
28 |
57 |
80 |
101 |
164 |
268 |
580 |
580 |
|
29 |
56 |
79 |
100 |
163 |
267 |
579 |
579 |
|
30 |
55 |
78 |
99 |
162 |
266 |
578 |
578 |
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 |
24 |
48 |
120 |
234 |
545 |
1192 |
|
2 |
12 |
25 |
50 |
122 |
235 |
547 |
959 |
|
3 |
14 |
29 |
52 |
117 |
233 |
545 |
783 |
|
4 |
16 |
32 |
55 |
119 |
232 |
544 |
648 |
|
5 |
17 |
34 |
60 |
123 |
232 |
544 |
546 |
|
6 |
18 |
37 |
64 |
128 |
232 |
544 |
544 |
|
7 |
19 |
38 |
65 |
130 |
232 |
544 |
544 |
|
8 |
19 |
39 |
65 |
128 |
232 |
544 |
544 |
|
9 |
19 |
39 |
64 |
127 |
231 |
543 |
543 |
|
10 |
19 |
40 |
64 |
127 |
231 |
543 |
543 |
|
11 |
19 |
41 |
64 |
127 |
231 |
542 |
542 |
|
12 |
20 |
42 |
64 |
126 |
230 |
542 |
542 |
|
13 |
20 |
42 |
64 |
126 |
230 |
542 |
542 |
|
14 |
20 |
42 |
64 |
126 |
230 |
542 |
542 |
|
15 |
20 |
42 |
64 |
126 |
230 |
542 |
542 |
|
16 |
19 |
42 |
63 |
126 |
230 |
542 |
542 |
|
17 |
20 |
42 |
64 |
126 |
230 |
542 |
542 |
|
18 |
20 |
42 |
64 |
126 |
230 |
542 |
542 |
|
19 |
20 |
42 |
64 |
126 |
230 |
542 |
542 |
|
20 |
20 |
43 |
64 |
127 |
231 |
543 |
543 |
|
21 |
21 |
43 |
65 |
127 |
231 |
543 |
543 |
|
22 |
21 |
43 |
65 |
127 |
231 |
543 |
543 |
|
23 |
21 |
43 |
65 |
128 |
232 |
543 |
543 |
|
24 |
21 |
44 |
65 |
128 |
232 |
544 |
544 |
|
25 |
21 |
44 |
65 |
128 |
232 |
544 |
544 |
|
26 |
21 |
44 |
65 |
128 |
232 |
544 |
544 |
|
27 |
21 |
43 |
65 |
128 |
231 |
543 |
543 |
|
28 |
21 |
43 |
65 |
127 |
231 |
543 |
543 |
|
29 |
22 |
43 |
65 |
127 |
231 |
543 |
543 |
|
30 |
22 |
43 |
65 |
127 |
231 |
543 |
543 |
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 |
48 |
62 |
86 |
159 |
272 |
584 |
1189 |
|
2 |
52 |
66 |
90 |
162 |
276 |
587 |
959 |
|
3 |
57 |
72 |
95 |
160 |
276 |
588 |
784 |
|
4 |
61 |
77 |
100 |
165 |
277 |
589 |
650 |
|
5 |
63 |
80 |
106 |
169 |
278 |
590 |
590 |
|
6 |
64 |
82 |
109 |
173 |
278 |
590 |
590 |
|
7 |
65 |
84 |
111 |
175 |
278 |
590 |
590 |
|
8 |
64 |
84 |
110 |
173 |
277 |
589 |
589 |
|
9 |
63 |
84 |
108 |
171 |
275 |
587 |
587 |
|
10 |
62 |
83 |
107 |
170 |
274 |
586 |
586 |
|
11 |
61 |
83 |
106 |
169 |
273 |
585 |
585 |
|
12 |
60 |
83 |
105 |
167 |
271 |
583 |
583 |
|
13 |
59 |
82 |
104 |
166 |
270 |
582 |
582 |
|
14 |
58 |
81 |
102 |
165 |
269 |
581 |
581 |
|
15 |
57 |
80 |
101 |
164 |
268 |
580 |
580 |
|
16 |
56 |
79 |
100 |
163 |
267 |
579 |
579 |
|
17 |
56 |
78 |
100 |
162 |
266 |
578 |
578 |
|
18 |
55 |
77 |
99 |
162 |
265 |
577 |
577 |
|
19 |
54 |
77 |
98 |
161 |
265 |
577 |
577 |
|
20 |
54 |
76 |
98 |
160 |
264 |
576 |
576 |
|
21 |
53 |
76 |
97 |
160 |
264 |
576 |
576 |
|
22 |
53 |
75 |
97 |
159 |
263 |
575 |
575 |
|
23 |
52 |
74 |
96 |
158 |
262 |
574 |
574 |
|
24 |
51 |
73 |
95 |
158 |
261 |
573 |
573 |
|
25 |
50 |
73 |
94 |
157 |
261 |
573 |
573 |
|
26 |
49 |
72 |
93 |
156 |
260 |
572 |
572 |
|
27 |
49 |
71 |
92 |
155 |
259 |
571 |
571 |
|
28 |
48 |
70 |
92 |
154 |
258 |
570 |
570 |
|
29 |
47 |
69 |
91 |
153 |
257 |
569 |
569 |
|
30 |
46 |
69 |
90 |
153 |
257 |
568 |
568 |
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 |
43 |
116 |
229 |
541 |
1182 |
|
2 |
6 |
19 |
43 |
116 |
229 |
541 |
951 |
|
3 |
7 |
21 |
44 |
109 |
225 |
537 |
776 |
|
4 |
8 |
24 |
47 |
112 |
224 |
536 |
642 |
|
5 |
9 |
26 |
52 |
115 |
224 |
536 |
540 |
|
6 |
10 |
28 |
56 |
120 |
224 |
536 |
536 |
|
7 |
12 |
31 |
57 |
122 |
224 |
536 |
536 |
|
8 |
12 |
31 |
57 |
121 |
224 |
536 |
536 |
|
9 |
12 |
32 |
57 |
120 |
224 |
536 |
536 |
|
10 |
12 |
33 |
57 |
120 |
224 |
536 |
536 |
|
11 |
13 |
35 |
58 |
120 |
224 |
536 |
536 |
|
12 |
13 |
35 |
58 |
120 |
224 |
536 |
536 |
|
13 |
14 |
36 |
58 |
120 |
224 |
536 |
536 |
|
14 |
14 |
36 |
58 |
120 |
224 |
536 |
536 |
|
15 |
14 |
36 |
58 |
120 |
224 |
536 |
536 |
|
16 |
14 |
36 |
58 |
120 |
224 |
536 |
536 |
|
17 |
14 |
36 |
58 |
120 |
224 |
536 |
536 |
|
18 |
14 |
36 |
58 |
120 |
224 |
536 |
536 |
|
19 |
14 |
36 |
58 |
120 |
224 |
536 |
536 |
|
20 |
16 |
36 |
58 |
120 |
224 |
536 |
536 |
|
21 |
16 |
36 |
58 |
120 |
224 |
536 |
536 |
|
22 |
17 |
36 |
58 |
120 |
224 |
536 |
536 |
|
23 |
17 |
36 |
58 |
120 |
224 |
536 |
536 |
|
24 |
18 |
36 |
58 |
120 |
224 |
536 |
536 |
|
25 |
18 |
36 |
58 |
120 |
224 |
536 |
536 |
|
26 |
20 |
36 |
58 |
120 |
224 |
536 |
536 |
|
27 |
21 |
36 |
58 |
120 |
224 |
536 |
536 |
|
28 |
21 |
36 |
58 |
120 |
224 |
536 |
536 |
|
29 |
22 |
36 |
58 |
120 |
224 |
536 |
536 |
|
30 |
22 |
36 |
58 |
120 |
224 |
536 |
536 |
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 |
54 |
148 |
248 |
560 |
1192 |
|
2 |
8 |
24 |
54 |
148 |
248 |
560 |
960 |
|
3 |
9 |
26 |
54 |
134 |
244 |
556 |
783 |
|
4 |
10 |
29 |
56 |
124 |
242 |
554 |
649 |
|
5 |
12 |
31 |
57 |
113 |
241 |
553 |
553 |
|
6 |
14 |
34 |
61 |
107 |
240 |
552 |
552 |
|
7 |
16 |
37 |
62 |
100 |
239 |
551 |
551 |
|
8 |
17 |
38 |
60 |
93 |
238 |
550 |
550 |
|
9 |
20 |
45 |
63 |
88 |
237 |
549 |
549 |
|
10 |
19 |
44 |
61 |
84 |
236 |
548 |
548 |
|
11 |
18 |
43 |
60 |
85 |
235 |
547 |
547 |
|
12 |
18 |
43 |
61 |
86 |
234 |
546 |
546 |
|
13 |
18 |
43 |
61 |
86 |
234 |
546 |
546 |
|
14 |
18 |
44 |
61 |
86 |
233 |
545 |
545 |
|
15 |
18 |
44 |
61 |
86 |
232 |
544 |
544 |
|
16 |
18 |
44 |
61 |
86 |
231 |
543 |
543 |
|
17 |
18 |
44 |
61 |
86 |
230 |
542 |
542 |
|
18 |
18 |
44 |
61 |
86 |
229 |
541 |
541 |
|
19 |
18 |
44 |
61 |
86 |
229 |
541 |
541 |
|
20 |
18 |
44 |
61 |
86 |
230 |
542 |
542 |
|
21 |
18 |
44 |
61 |
86 |
230 |
542 |
542 |
|
22 |
18 |
44 |
61 |
86 |
229 |
541 |
541 |
|
23 |
18 |
44 |
61 |
86 |
229 |
541 |
541 |
|
24 |
18 |
44 |
61 |
86 |
228 |
540 |
540 |
|
25 |
19 |
44 |
61 |
86 |
228 |
540 |
540 |
|
26 |
20 |
44 |
61 |
86 |
227 |
539 |
539 |
|
27 |
21 |
44 |
61 |
86 |
227 |
539 |
539 |
|
28 |
21 |
44 |
61 |
86 |
226 |
538 |
538 |
|
29 |
22 |
44 |
61 |
86 |
226 |
538 |
538 |
|
30 |
22 |
44 |
61 |
86 |
225 |
537 |
537 |
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 |
85 |
99 |
123 |
196 |
309 |
621 |
1237 |
|
2 |
84 |
97 |
121 |
194 |
307 |
619 |
997 |
|
3 |
83 |
98 |
121 |
186 |
302 |
614 |
814 |
|
4 |
82 |
98 |
122 |
186 |
299 |
611 |
675 |
|
5 |
81 |
98 |
124 |
187 |
296 |
608 |
608 |
|
6 |
80 |
98 |
125 |
189 |
294 |
606 |
606 |
|
7 |
79 |
98 |
125 |
190 |
292 |
604 |
604 |
|
8 |
77 |
97 |
122 |
186 |
289 |
601 |
601 |
|
9 |
75 |
95 |
120 |
183 |
287 |
599 |
599 |
|
10 |
74 |
95 |
119 |
182 |
286 |
598 |
598 |
|
11 |
73 |
95 |
118 |
180 |
284 |
596 |
596 |
|
12 |
72 |
94 |
116 |
179 |
283 |
595 |
595 |
|
13 |
71 |
93 |
115 |
177 |
281 |
593 |
593 |
|
14 |
69 |
92 |
113 |
176 |
280 |
592 |
592 |
|
15 |
68 |
90 |
112 |
174 |
278 |
590 |
590 |
|
16 |
67 |
89 |
111 |
173 |
277 |
589 |
589 |
|
17 |
66 |
88 |
110 |
172 |
276 |
588 |
588 |
|
18 |
65 |
87 |
109 |
171 |
275 |
587 |
587 |
|
19 |
64 |
86 |
108 |
171 |
274 |
586 |
586 |
|
20 |
63 |
86 |
107 |
170 |
274 |
586 |
586 |
|
21 |
62 |
85 |
106 |
169 |
273 |
585 |
585 |
|
22 |
61 |
84 |
105 |
168 |
272 |
584 |
584 |
|
23 |
60 |
83 |
104 |
167 |
271 |
583 |
583 |
|
24 |
59 |
82 |
103 |
166 |
270 |
582 |
582 |
|
25 |
58 |
81 |
102 |
165 |
269 |
581 |
581 |
|
26 |
57 |
80 |
101 |
164 |
268 |
579 |
579 |
|
27 |
56 |
78 |
100 |
163 |
266 |
578 |
578 |
|
28 |
55 |
77 |
99 |
162 |
265 |
577 |
577 |
|
29 |
54 |
76 |
98 |
160 |
264 |
576 |
576 |
|
30 |
53 |
75 |
97 |
159 |
263 |
575 |
575 |
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 |
58 |
71 |
95 |
168 |
281 |
593 |
1191 |
|
2 |
57 |
70 |
94 |
167 |
280 |
592 |
960 |
|
3 |
57 |
72 |
95 |
160 |
276 |
587 |
784 |
|
4 |
57 |
73 |
97 |
161 |
274 |
586 |
650 |
|
5 |
57 |
74 |
100 |
162 |
272 |
584 |
584 |
|
6 |
56 |
74 |
102 |
166 |
270 |
582 |
582 |
|
7 |
56 |
75 |
102 |
167 |
269 |
581 |
581 |
|
8 |
55 |
75 |
100 |
164 |
267 |
579 |
579 |
|
9 |
53 |
74 |
99 |
162 |
266 |
578 |
578 |
|
10 |
53 |
74 |
98 |
161 |
265 |
577 |
577 |
|
11 |
53 |
74 |
97 |
160 |
264 |
576 |
576 |
|
12 |
52 |
74 |
96 |
159 |
263 |
575 |
575 |
|
13 |
52 |
74 |
96 |
158 |
262 |
574 |
574 |
|
14 |
51 |
74 |
95 |
158 |
262 |
574 |
574 |
|
15 |
51 |
73 |
95 |
157 |
261 |
573 |
573 |
|
16 |
50 |
72 |
94 |
156 |
260 |
572 |
572 |
|
17 |
49 |
72 |
93 |
156 |
260 |
572 |
572 |
|
18 |
49 |
71 |
93 |
155 |
259 |
571 |
571 |
|
19 |
48 |
71 |
92 |
155 |
259 |
571 |
571 |
|
20 |
48 |
70 |
92 |
155 |
258 |
570 |
570 |
|
21 |
48 |
70 |
92 |
154 |
258 |
570 |
570 |
|
22 |
47 |
70 |
91 |
154 |
258 |
570 |
570 |
|
23 |
47 |
69 |
91 |
153 |
257 |
569 |
569 |
|
24 |
46 |
69 |
90 |
153 |
257 |
569 |
569 |
|
25 |
46 |
68 |
89 |
152 |
256 |
568 |
568 |
|
26 |
45 |
67 |
89 |
151 |
255 |
567 |
567 |
|
27 |
44 |
67 |
88 |
151 |
255 |
567 |
567 |
|
28 |
43 |
66 |
87 |
150 |
254 |
566 |
566 |
|
29 |
43 |
65 |
87 |
149 |
253 |
565 |
565 |
|
30 |
42 |
65 |
86 |
149 |
252 |
564 |
564 |
2.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
45 |
69 |
142 |
255 |
567 |
1200 |
|
2 |
32 |
46 |
70 |
142 |
255 |
567 |
968 |
|
3 |
32 |
47 |
70 |
135 |
251 |
563 |
791 |
|
4 |
33 |
48 |
72 |
136 |
249 |
561 |
656 |
|
5 |
33 |
50 |
76 |
139 |
248 |
560 |
560 |
|
6 |
33 |
52 |
79 |
143 |
247 |
559 |
559 |
|
7 |
34 |
53 |
80 |
144 |
246 |
558 |
558 |
|
8 |
33 |
53 |
79 |
142 |
246 |
558 |
558 |
|
9 |
32 |
53 |
78 |
141 |
245 |
557 |
557 |
|
10 |
32 |
54 |
77 |
140 |
244 |
556 |
556 |
|
11 |
32 |
54 |
77 |
140 |
244 |
556 |
556 |
|
12 |
32 |
54 |
76 |
139 |
243 |
555 |
555 |
|
13 |
32 |
54 |
76 |
138 |
242 |
554 |
554 |
|
14 |
31 |
53 |
75 |
138 |
241 |
553 |
553 |
|
15 |
31 |
53 |
74 |
137 |
241 |
553 |
553 |
|
16 |
30 |
52 |
74 |
136 |
240 |
552 |
552 |
|
17 |
29 |
52 |
73 |
136 |
240 |
552 |
552 |
|
18 |
29 |
51 |
73 |
135 |
239 |
551 |
551 |
|
19 |
29 |
51 |
73 |
135 |
239 |
551 |
551 |
|
20 |
29 |
51 |
73 |
135 |
239 |
551 |
551 |
|
21 |
29 |
51 |
73 |
135 |
239 |
551 |
551 |
|
22 |
29 |
51 |
73 |
135 |
239 |
551 |
551 |
|
23 |
29 |
51 |
73 |
135 |
239 |
551 |
551 |
|
24 |
28 |
51 |
72 |
135 |
239 |
551 |
551 |
|
25 |
28 |
51 |
72 |
135 |
239 |
551 |
551 |
|
26 |
28 |
50 |
72 |
134 |
238 |
550 |
550 |
|
27 |
28 |
50 |
72 |
134 |
238 |
550 |
550 |
|
28 |
27 |
50 |
71 |
134 |
238 |
550 |
550 |
|
29 |
27 |
49 |
71 |
134 |
237 |
549 |
549 |
|
30 |
27 |
49 |
71 |
133 |
237 |
549 |
549 |
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 |
98 |
211 |
523 |
1179 |
|
2 |
1 |
5 |
26 |
99 |
212 |
524 |
949 |
|
3 |
2 |
5 |
27 |
92 |
208 |
520 |
774 |
|
4 |
3 |
7 |
30 |
95 |
207 |
519 |
641 |
|
5 |
4 |
9 |
35 |
98 |
207 |
519 |
540 |
|
6 |
5 |
11 |
39 |
103 |
207 |
519 |
519 |
|
7 |
5 |
14 |
40 |
105 |
207 |
519 |
519 |
|
8 |
6 |
14 |
40 |
104 |
207 |
519 |
519 |
|
9 |
7 |
15 |
40 |
103 |
207 |
519 |
519 |
|
10 |
8 |
16 |
40 |
103 |
207 |
519 |
519 |
|
11 |
9 |
19 |
42 |
104 |
208 |
520 |
520 |
|
12 |
9 |
18 |
40 |
103 |
207 |
519 |
519 |
|
13 |
10 |
19 |
41 |
104 |
208 |
520 |
520 |
|
14 |
11 |
20 |
41 |
104 |
208 |
520 |
520 |
|
15 |
12 |
18 |
40 |
102 |
206 |
518 |
518 |
|
16 |
13 |
17 |
39 |
101 |
205 |
517 |
517 |
|
17 |
13 |
17 |
39 |
101 |
205 |
517 |
517 |
|
18 |
14 |
17 |
39 |
102 |
205 |
517 |
517 |
|
19 |
14 |
18 |
39 |
102 |
206 |
518 |
518 |
|
20 |
16 |
19 |
40 |
102 |
206 |
518 |
518 |
|
21 |
16 |
19 |
40 |
103 |
207 |
519 |
519 |
|
22 |
17 |
20 |
40 |
103 |
207 |
519 |
519 |
|
23 |
17 |
20 |
40 |
103 |
207 |
519 |
519 |
|
24 |
18 |
22 |
40 |
103 |
206 |
518 |
518 |
|
25 |
18 |
22 |
40 |
102 |
206 |
518 |
518 |
|
26 |
20 |
23 |
40 |
102 |
206 |
518 |
518 |
|
27 |
20 |
23 |
41 |
102 |
206 |
518 |
518 |
|
28 |
21 |
24 |
43 |
102 |
206 |
518 |
518 |
|
29 |
21 |
26 |
44 |
102 |
206 |
518 |
518 |
|
30 |
22 |
26 |
45 |
102 |
206 |
518 |
518 |
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 |
46 |
60 |
84 |
156 |
270 |
582 |
1193 |
|
2 |
46 |
60 |
84 |
156 |
270 |
582 |
961 |
|
3 |
47 |
62 |
84 |
150 |
266 |
577 |
784 |
|
4 |
47 |
63 |
86 |
151 |
264 |
576 |
650 |
|
5 |
48 |
65 |
90 |
153 |
263 |
575 |
575 |
|
6 |
48 |
66 |
93 |
157 |
262 |
574 |
574 |
|
7 |
48 |
67 |
94 |
158 |
261 |
573 |
573 |
|
8 |
47 |
67 |
92 |
156 |
260 |
572 |
572 |
|
9 |
46 |
67 |
92 |
155 |
259 |
571 |
571 |
|
10 |
46 |
67 |
91 |
154 |
258 |
570 |
570 |
|
11 |
46 |
67 |
90 |
153 |
257 |
569 |
569 |
|
12 |
45 |
67 |
90 |
152 |
256 |
568 |
568 |
|
13 |
45 |
67 |
89 |
152 |
256 |
567 |
567 |
|
14 |
45 |
67 |
88 |
151 |
255 |
567 |
567 |
|
15 |
44 |
66 |
88 |
150 |
254 |
566 |
566 |
|
16 |
43 |
65 |
87 |
150 |
253 |
565 |
565 |
|
17 |
42 |
65 |
86 |
149 |
253 |
565 |
565 |
|
18 |
42 |
64 |
86 |
148 |
252 |
564 |
564 |
|
19 |
42 |
64 |
85 |
148 |
252 |
564 |
564 |
|
20 |
41 |
64 |
85 |
148 |
252 |
564 |
564 |
|
21 |
41 |
63 |
85 |
148 |
252 |
564 |
564 |
|
22 |
41 |
63 |
85 |
147 |
251 |
563 |
563 |
|
23 |
40 |
63 |
84 |
147 |
251 |
563 |
563 |
|
24 |
40 |
62 |
84 |
146 |
250 |
562 |
562 |
|
25 |
39 |
61 |
83 |
145 |
249 |
561 |
561 |
|
26 |
38 |
61 |
82 |
145 |
249 |
561 |
561 |
|
27 |
38 |
60 |
81 |
144 |
248 |
560 |
560 |
|
28 |
37 |
59 |
81 |
143 |
247 |
559 |
559 |
|
29 |
36 |
59 |
80 |
143 |
247 |
559 |
559 |
|
30 |
36 |
58 |
79 |
142 |
246 |
558 |
558 |
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 |
17 |
31 |
55 |
127 |
241 |
553 |
1195 |
|
2 |
21 |
35 |
59 |
131 |
244 |
556 |
963 |
|
3 |
25 |
40 |
63 |
128 |
244 |
556 |
786 |
|
4 |
29 |
44 |
68 |
132 |
245 |
557 |
652 |
|
5 |
31 |
48 |
74 |
137 |
246 |
558 |
558 |
|
6 |
30 |
48 |
76 |
140 |
244 |
556 |
556 |
|
7 |
35 |
54 |
81 |
146 |
248 |
560 |
560 |
|
8 |
34 |
54 |
79 |
143 |
247 |
558 |
558 |
|
9 |
35 |
55 |
80 |
143 |
247 |
559 |
559 |
|
10 |
37 |
58 |
82 |
144 |
249 |
561 |
561 |
|
11 |
38 |
60 |
83 |
146 |
250 |
561 |
561 |
|
12 |
39 |
61 |
84 |
146 |
250 |
562 |
562 |
|
13 |
40 |
62 |
84 |
147 |
251 |
562 |
562 |
|
14 |
40 |
63 |
84 |
147 |
251 |
563 |
563 |
|
15 |
41 |
63 |
84 |
147 |
251 |
563 |
563 |
|
16 |
40 |
62 |
84 |
147 |
250 |
562 |
562 |
|
17 |
40 |
62 |
84 |
147 |
250 |
562 |
562 |
|
18 |
39 |
62 |
83 |
146 |
250 |
562 |
562 |
|
19 |
39 |
61 |
83 |
146 |
250 |
561 |
561 |
|
20 |
39 |
61 |
83 |
146 |
250 |
562 |
562 |
|
21 |
39 |
61 |
83 |
146 |
249 |
561 |
561 |
|
22 |
39 |
61 |
83 |
145 |
249 |
561 |
561 |
|
23 |
39 |
61 |
82 |
145 |
249 |
561 |
561 |
|
24 |
38 |
60 |
82 |
145 |
249 |
560 |
560 |
|
25 |
38 |
60 |
82 |
144 |
248 |
560 |
560 |
|
26 |
37 |
60 |
81 |
144 |
248 |
560 |
560 |
|
27 |
37 |
59 |
81 |
143 |
247 |
559 |
559 |
|
28 |
36 |
59 |
80 |
143 |
247 |
558 |
558 |
|
29 |
36 |
58 |
80 |
142 |
246 |
558 |
558 |
|
30 |
35 |
58 |
79 |
142 |
245 |
557 |
557 |
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 |
127 |
240 |
552 |
1199 |
|
2 |
18 |
32 |
56 |
128 |
241 |
553 |
965 |
|
3 |
20 |
35 |
58 |
123 |
239 |
551 |
788 |
|
4 |
22 |
37 |
61 |
125 |
238 |
550 |
654 |
|
5 |
23 |
40 |
66 |
128 |
238 |
550 |
550 |
|
6 |
24 |
42 |
69 |
133 |
238 |
550 |
550 |
|
7 |
25 |
44 |
71 |
136 |
238 |
550 |
550 |
|
8 |
25 |
45 |
71 |
134 |
238 |
550 |
550 |
|
9 |
25 |
46 |
71 |
134 |
238 |
550 |
550 |
|
10 |
26 |
47 |
71 |
134 |
238 |
550 |
550 |
|
11 |
27 |
48 |
71 |
134 |
238 |
550 |
550 |
|
12 |
27 |
49 |
72 |
134 |
238 |
550 |
550 |
|
13 |
28 |
50 |
72 |
134 |
238 |
550 |
550 |
|
14 |
28 |
50 |
72 |
134 |
238 |
550 |
550 |
|
15 |
28 |
50 |
72 |
134 |
238 |
550 |
550 |
|
16 |
28 |
50 |
71 |
134 |
238 |
550 |
550 |
|
17 |
28 |
50 |
72 |
134 |
238 |
550 |
550 |
|
18 |
28 |
50 |
71 |
134 |
238 |
550 |
550 |
|
19 |
27 |
50 |
71 |
134 |
238 |
550 |
550 |
|
20 |
28 |
50 |
72 |
134 |
238 |
550 |
550 |
|
21 |
28 |
50 |
71 |
134 |
238 |
550 |
550 |
|
22 |
27 |
50 |
71 |
134 |
238 |
550 |
550 |
|
23 |
27 |
49 |
71 |
133 |
237 |
549 |
549 |
|
24 |
26 |
49 |
70 |
133 |
237 |
549 |
549 |
|
25 |
26 |
48 |
70 |
133 |
236 |
548 |
548 |
|
26 |
26 |
48 |
69 |
132 |
236 |
548 |
548 |
|
27 |
25 |
48 |
69 |
132 |
236 |
548 |
548 |
|
28 |
25 |
47 |
69 |
131 |
235 |
547 |
547 |
|
29 |
24 |
47 |
68 |
131 |
235 |
547 |
547 |
|
30 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
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 |
87 |
160 |
273 |
585 |
1192 |
|
2 |
53 |
66 |
90 |
163 |
276 |
588 |
963 |
|
3 |
57 |
71 |
94 |
159 |
275 |
587 |
788 |
|
4 |
59 |
75 |
98 |
163 |
276 |
587 |
655 |
|
5 |
61 |
78 |
104 |
167 |
276 |
588 |
588 |
|
6 |
63 |
81 |
108 |
172 |
277 |
589 |
589 |
|
7 |
64 |
83 |
110 |
174 |
276 |
588 |
588 |
|
8 |
63 |
83 |
109 |
173 |
276 |
588 |
588 |
|
9 |
64 |
84 |
109 |
172 |
276 |
588 |
588 |
|
10 |
64 |
85 |
109 |
172 |
276 |
588 |
588 |
|
11 |
64 |
86 |
109 |
172 |
276 |
588 |
588 |
|
12 |
64 |
86 |
109 |
171 |
275 |
587 |
587 |
|
13 |
64 |
86 |
108 |
170 |
274 |
586 |
586 |
|
14 |
63 |
85 |
107 |
170 |
273 |
585 |
585 |
|
15 |
62 |
85 |
106 |
169 |
273 |
585 |
585 |
|
16 |
62 |
84 |
105 |
168 |
272 |
584 |
584 |
|
17 |
61 |
83 |
105 |
167 |
271 |
583 |
583 |
|
18 |
60 |
83 |
104 |
167 |
271 |
583 |
583 |
|
19 |
60 |
82 |
103 |
166 |
270 |
582 |
582 |
|
20 |
59 |
81 |
103 |
165 |
269 |
581 |
581 |
|
21 |
58 |
81 |
102 |
165 |
269 |
581 |
581 |
|
22 |
57 |
80 |
101 |
164 |
268 |
580 |
580 |
|
23 |
57 |
79 |
100 |
163 |
267 |
579 |
579 |
|
24 |
56 |
78 |
100 |
162 |
266 |
578 |
578 |
|
25 |
55 |
77 |
99 |
161 |
265 |
577 |
577 |
|
26 |
54 |
76 |
98 |
160 |
264 |
576 |
576 |
|
27 |
53 |
75 |
97 |
159 |
263 |
575 |
575 |
|
28 |
52 |
74 |
96 |
158 |
262 |
574 |
574 |
|
29 |
51 |
73 |
95 |
158 |
261 |
573 |
573 |
|
30 |
50 |
73 |
94 |
157 |
261 |
573 |
573 |
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 |
95 |
119 |
192 |
305 |
617 |
1223 |
|
2 |
86 |
99 |
124 |
196 |
309 |
621 |
993 |
|
3 |
88 |
102 |
125 |
190 |
306 |
618 |
816 |
|
4 |
89 |
104 |
128 |
192 |
305 |
617 |
680 |
|
5 |
92 |
109 |
135 |
197 |
307 |
619 |
619 |
|
6 |
94 |
112 |
139 |
203 |
308 |
620 |
620 |
|
7 |
95 |
115 |
141 |
206 |
308 |
620 |
620 |
|
8 |
97 |
116 |
142 |
206 |
309 |
621 |
621 |
|
9 |
98 |
118 |
143 |
206 |
310 |
622 |
622 |
|
10 |
98 |
119 |
143 |
206 |
310 |
622 |
622 |
|
11 |
98 |
120 |
143 |
206 |
310 |
622 |
622 |
|
12 |
98 |
120 |
142 |
205 |
309 |
621 |
621 |
|
13 |
97 |
120 |
141 |
204 |
308 |
620 |
620 |
|
14 |
96 |
118 |
140 |
203 |
306 |
618 |
618 |
|
15 |
95 |
117 |
139 |
201 |
305 |
617 |
617 |
|
16 |
93 |
116 |
137 |
200 |
304 |
616 |
616 |
|
17 |
92 |
114 |
136 |
198 |
302 |
614 |
614 |
|
18 |
91 |
113 |
135 |
197 |
301 |
613 |
613 |
|
19 |
89 |
112 |
133 |
196 |
300 |
612 |
612 |
|
20 |
88 |
110 |
132 |
194 |
298 |
610 |
610 |
|
21 |
87 |
109 |
130 |
193 |
297 |
609 |
609 |
|
22 |
85 |
107 |
129 |
192 |
295 |
607 |
607 |
|
23 |
83 |
106 |
127 |
190 |
294 |
606 |
606 |
|
24 |
82 |
104 |
126 |
188 |
292 |
604 |
604 |
|
25 |
80 |
103 |
124 |
187 |
291 |
603 |
603 |
|
26 |
79 |
101 |
123 |
185 |
289 |
601 |
601 |
|
27 |
77 |
99 |
121 |
183 |
287 |
599 |
599 |
|
28 |
75 |
98 |
119 |
182 |
286 |
598 |
598 |
|
29 |
74 |
96 |
118 |
180 |
284 |
596 |
596 |
|
30 |
72 |
95 |
116 |
179 |
283 |
595 |
595 |
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 |
121 |
234 |
546 |
1197 |
|
2 |
14 |
27 |
51 |
124 |
237 |
549 |
963 |
|
3 |
17 |
32 |
55 |
120 |
236 |
548 |
786 |
|
4 |
20 |
36 |
59 |
123 |
236 |
548 |
651 |
|
5 |
22 |
39 |
65 |
128 |
237 |
549 |
549 |
|
6 |
24 |
42 |
69 |
133 |
238 |
550 |
550 |
|
7 |
25 |
44 |
71 |
136 |
238 |
550 |
550 |
|
8 |
25 |
45 |
71 |
135 |
238 |
550 |
550 |
|
9 |
25 |
46 |
71 |
134 |
238 |
550 |
550 |
|
10 |
26 |
47 |
71 |
134 |
238 |
550 |
550 |
|
11 |
26 |
48 |
71 |
134 |
238 |
550 |
550 |
|
12 |
27 |
49 |
71 |
134 |
237 |
549 |
549 |
|
13 |
26 |
49 |
70 |
133 |
237 |
549 |
549 |
|
14 |
26 |
48 |
70 |
132 |
236 |
548 |
548 |
|
15 |
25 |
48 |
69 |
132 |
236 |
547 |
547 |
|
16 |
24 |
47 |
68 |
131 |
235 |
547 |
547 |
|
17 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
|
18 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
|
19 |
23 |
46 |
67 |
130 |
234 |
546 |
546 |
|
20 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
|
21 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
|
22 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
|
23 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
|
24 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
|
25 |
23 |
46 |
67 |
130 |
234 |
546 |
546 |
|
26 |
23 |
46 |
67 |
130 |
234 |
546 |
546 |
|
27 |
23 |
46 |
67 |
130 |
234 |
545 |
545 |
|
28 |
23 |
45 |
67 |
129 |
233 |
545 |
545 |
|
29 |
23 |
45 |
67 |
129 |
233 |
545 |
545 |
|
30 |
23 |
45 |
66 |
129 |
233 |
545 |
545 |
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 |
109 |
133 |
205 |
318 |
630 |
1255 |
|
2 |
96 |
109 |
133 |
206 |
319 |
631 |
1016 |
|
3 |
97 |
112 |
135 |
200 |
316 |
627 |
833 |
|
4 |
98 |
114 |
137 |
202 |
315 |
627 |
694 |
|
5 |
99 |
116 |
142 |
205 |
314 |
626 |
626 |
|
6 |
100 |
118 |
145 |
209 |
314 |
626 |
626 |
|
7 |
101 |
120 |
146 |
211 |
313 |
625 |
625 |
|
8 |
100 |
120 |
146 |
210 |
313 |
625 |
625 |
|
9 |
100 |
120 |
145 |
208 |
312 |
624 |
624 |
|
10 |
99 |
120 |
144 |
207 |
311 |
623 |
623 |
|
11 |
98 |
119 |
143 |
205 |
309 |
621 |
621 |
|
12 |
96 |
118 |
141 |
203 |
307 |
619 |
619 |
|
13 |
95 |
117 |
139 |
202 |
305 |
617 |
617 |
|
14 |
93 |
116 |
137 |
200 |
304 |
616 |
616 |
|
15 |
92 |
114 |
135 |
198 |
302 |
614 |
614 |
|
16 |
89 |
112 |
133 |
196 |
300 |
612 |
612 |
|
17 |
88 |
110 |
132 |
194 |
298 |
610 |
610 |
|
18 |
86 |
109 |
130 |
193 |
297 |
609 |
609 |
|
19 |
85 |
107 |
129 |
192 |
295 |
607 |
607 |
|
20 |
84 |
106 |
128 |
191 |
294 |
606 |
606 |
|
21 |
83 |
105 |
127 |
189 |
293 |
605 |
605 |
|
22 |
82 |
104 |
126 |
188 |
292 |
604 |
604 |
|
23 |
81 |
103 |
125 |
187 |
291 |
603 |
603 |
|
24 |
79 |
102 |
123 |
186 |
290 |
602 |
602 |
|
25 |
78 |
101 |
122 |
185 |
289 |
601 |
601 |
|
26 |
77 |
99 |
121 |
183 |
287 |
599 |
599 |
|
27 |
76 |
98 |
120 |
182 |
286 |
598 |
598 |
|
28 |
75 |
97 |
119 |
181 |
285 |
597 |
597 |
|
29 |
74 |
96 |
117 |
180 |
284 |
596 |
596 |
|
30 |
73 |
95 |
116 |
179 |
283 |
595 |
595 |
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 |
326 |
339 |
363 |
436 |
549 |
861 |
1269 |
|
2 |
84 |
97 |
121 |
194 |
307 |
619 |
1022 |
|
3 |
87 |
102 |
125 |
190 |
306 |
618 |
835 |
|
4 |
91 |
107 |
130 |
194 |
307 |
619 |
693 |
|
5 |
93 |
110 |
136 |
199 |
308 |
620 |
620 |
|
6 |
95 |
113 |
140 |
204 |
309 |
621 |
621 |
|
7 |
96 |
116 |
142 |
207 |
309 |
621 |
621 |
|
8 |
97 |
117 |
143 |
207 |
310 |
622 |
622 |
|
9 |
98 |
118 |
143 |
206 |
310 |
622 |
622 |
|
10 |
98 |
119 |
143 |
206 |
310 |
622 |
622 |
|
11 |
99 |
120 |
143 |
206 |
310 |
622 |
622 |
|
12 |
99 |
121 |
143 |
206 |
310 |
622 |
622 |
|
13 |
100 |
122 |
144 |
206 |
310 |
622 |
622 |
|
14 |
100 |
123 |
144 |
207 |
311 |
623 |
623 |
|
15 |
101 |
124 |
145 |
208 |
312 |
623 |
623 |
|
16 |
102 |
124 |
146 |
209 |
312 |
624 |
624 |
|
17 |
103 |
125 |
147 |
210 |
313 |
625 |
625 |
|
18 |
104 |
126 |
148 |
211 |
314 |
626 |
626 |
|
19 |
105 |
127 |
149 |
211 |
315 |
627 |
627 |
|
20 |
105 |
128 |
149 |
212 |
316 |
628 |
628 |
|
21 |
105 |
128 |
149 |
212 |
316 |
628 |
628 |
|
22 |
105 |
128 |
149 |
212 |
316 |
628 |
628 |
|
23 |
105 |
127 |
148 |
211 |
315 |
627 |
627 |
|
24 |
104 |
126 |
148 |
210 |
314 |
626 |
626 |
|
25 |
103 |
125 |
146 |
209 |
313 |
625 |
625 |
|
26 |
101 |
124 |
145 |
208 |
312 |
624 |
624 |
|
27 |
100 |
122 |
144 |
207 |
310 |
622 |
622 |
|
28 |
99 |
121 |
143 |
205 |
309 |
621 |
621 |
|
29 |
97 |
120 |
141 |
204 |
308 |
620 |
620 |
|
30 |
96 |
118 |
140 |
202 |
306 |
618 |
618 |
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 |
36 |
108 |
222 |
533 |
1194 |
|
2 |
1 |
12 |
36 |
108 |
222 |
533 |
961 |
|
3 |
2 |
14 |
37 |
102 |
218 |
530 |
784 |
|
4 |
3 |
15 |
39 |
103 |
216 |
528 |
650 |
|
5 |
4 |
17 |
43 |
105 |
215 |
527 |
546 |
|
6 |
5 |
18 |
45 |
109 |
214 |
526 |
526 |
|
7 |
5 |
20 |
47 |
111 |
214 |
525 |
525 |
|
8 |
6 |
20 |
46 |
109 |
213 |
525 |
525 |
|
9 |
7 |
20 |
45 |
108 |
212 |
524 |
524 |
|
10 |
8 |
20 |
44 |
107 |
211 |
523 |
523 |
|
11 |
9 |
21 |
45 |
107 |
211 |
523 |
523 |
|
12 |
9 |
22 |
45 |
107 |
211 |
523 |
523 |
|
13 |
10 |
23 |
45 |
107 |
211 |
523 |
523 |
|
14 |
11 |
23 |
45 |
107 |
211 |
523 |
523 |
|
15 |
12 |
24 |
45 |
108 |
212 |
524 |
524 |
|
16 |
13 |
24 |
45 |
108 |
212 |
524 |
524 |
|
17 |
13 |
24 |
46 |
108 |
212 |
524 |
524 |
|
18 |
14 |
25 |
46 |
109 |
213 |
525 |
525 |
|
19 |
15 |
25 |
47 |
109 |
213 |
525 |
525 |
|
20 |
16 |
26 |
48 |
110 |
214 |
526 |
526 |
|
21 |
16 |
27 |
49 |
111 |
215 |
527 |
527 |
|
22 |
17 |
28 |
49 |
112 |
216 |
528 |
528 |
|
23 |
18 |
28 |
50 |
112 |
216 |
528 |
528 |
|
24 |
18 |
29 |
50 |
113 |
217 |
529 |
529 |
|
25 |
20 |
29 |
51 |
113 |
217 |
529 |
529 |
|
26 |
20 |
29 |
51 |
114 |
217 |
529 |
529 |
|
27 |
21 |
30 |
51 |
114 |
218 |
530 |
530 |
|
28 |
21 |
30 |
52 |
114 |
218 |
530 |
530 |
|
29 |
22 |
30 |
52 |
114 |
218 |
530 |
530 |
|
30 |
22 |
31 |
52 |
115 |
219 |
530 |
530 |
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 |
52 |
66 |
90 |
162 |
275 |
587 |
1197 |
|
2 |
53 |
66 |
90 |
163 |
276 |
588 |
964 |
|
3 |
54 |
68 |
91 |
156 |
272 |
584 |
787 |
|
4 |
54 |
70 |
93 |
158 |
271 |
583 |
652 |
|
5 |
55 |
72 |
98 |
160 |
270 |
582 |
582 |
|
6 |
55 |
74 |
101 |
165 |
269 |
581 |
581 |
|
7 |
55 |
74 |
101 |
166 |
268 |
580 |
580 |
|
8 |
55 |
75 |
100 |
164 |
267 |
579 |
579 |
|
9 |
54 |
75 |
100 |
163 |
267 |
579 |
579 |
|
10 |
54 |
75 |
99 |
161 |
265 |
577 |
577 |
|
11 |
53 |
74 |
98 |
160 |
264 |
576 |
576 |
|
12 |
52 |
74 |
96 |
159 |
263 |
575 |
575 |
|
13 |
51 |
73 |
95 |
157 |
261 |
573 |
573 |
|
14 |
49 |
72 |
93 |
156 |
260 |
572 |
572 |
|
15 |
48 |
70 |
92 |
155 |
258 |
570 |
570 |
|
16 |
46 |
69 |
90 |
153 |
257 |
569 |
569 |
|
17 |
45 |
68 |
89 |
152 |
256 |
568 |
568 |
|
18 |
44 |
67 |
88 |
151 |
255 |
567 |
567 |
|
19 |
44 |
66 |
88 |
150 |
254 |
566 |
566 |
|
20 |
43 |
65 |
87 |
150 |
254 |
565 |
565 |
|
21 |
43 |
65 |
86 |
149 |
253 |
565 |
565 |
|
22 |
42 |
64 |
86 |
148 |
252 |
564 |
564 |
|
23 |
41 |
64 |
85 |
148 |
252 |
564 |
564 |
|
24 |
41 |
63 |
85 |
147 |
251 |
563 |
563 |
|
25 |
40 |
62 |
84 |
146 |
250 |
562 |
562 |
|
26 |
39 |
62 |
83 |
146 |
250 |
562 |
562 |
|
27 |
39 |
61 |
82 |
145 |
249 |
561 |
561 |
|
28 |
38 |
60 |
82 |
144 |
248 |
560 |
560 |
|
29 |
37 |
60 |
81 |
144 |
248 |
560 |
560 |
|
30 |
37 |
59 |
81 |
143 |
247 |
559 |
559 |
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 |
129 |
153 |
226 |
339 |
651 |
1251 |
|
2 |
117 |
130 |
154 |
227 |
340 |
652 |
1010 |
|
3 |
119 |
134 |
157 |
222 |
338 |
650 |
827 |
|
4 |
121 |
137 |
160 |
225 |
338 |
650 |
689 |
|
5 |
123 |
140 |
166 |
229 |
338 |
650 |
650 |
|
6 |
124 |
142 |
169 |
233 |
338 |
650 |
650 |
|
7 |
125 |
144 |
171 |
236 |
338 |
650 |
650 |
|
8 |
125 |
145 |
170 |
234 |
337 |
649 |
649 |
|
9 |
124 |
145 |
170 |
233 |
337 |
649 |
649 |
|
10 |
124 |
145 |
169 |
232 |
336 |
648 |
648 |
|
11 |
123 |
145 |
168 |
231 |
335 |
647 |
647 |
|
12 |
122 |
144 |
167 |
229 |
333 |
645 |
645 |
|
13 |
121 |
143 |
165 |
227 |
331 |
643 |
643 |
|
14 |
119 |
141 |
163 |
226 |
329 |
641 |
641 |
|
15 |
117 |
139 |
161 |
224 |
327 |
639 |
639 |
|
16 |
115 |
137 |
159 |
221 |
325 |
637 |
637 |
|
17 |
113 |
135 |
157 |
219 |
323 |
635 |
635 |
|
18 |
111 |
133 |
154 |
217 |
321 |
633 |
633 |
|
19 |
109 |
131 |
152 |
215 |
319 |
631 |
631 |
|
20 |
107 |
129 |
151 |
213 |
317 |
629 |
629 |
|
21 |
105 |
128 |
149 |
212 |
316 |
628 |
628 |
|
22 |
103 |
126 |
147 |
210 |
314 |
626 |
626 |
|
23 |
102 |
124 |
145 |
208 |
312 |
624 |
624 |
|
24 |
100 |
122 |
144 |
206 |
310 |
622 |
622 |
|
25 |
98 |
120 |
142 |
204 |
308 |
620 |
620 |
|
26 |
96 |
118 |
140 |
202 |
306 |
618 |
618 |
|
27 |
94 |
117 |
138 |
201 |
305 |
617 |
617 |
|
28 |
93 |
115 |
136 |
199 |
303 |
615 |
615 |
|
29 |
91 |
113 |
135 |
197 |
301 |
613 |
613 |
|
30 |
89 |
112 |
133 |
196 |
300 |
612 |
612 |
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 |
167 |
181 |
205 |
277 |
391 |
702 |
1243 |
|
2 |
177 |
190 |
214 |
287 |
400 |
712 |
1016 |
|
3 |
183 |
197 |
220 |
285 |
401 |
713 |
838 |
|
4 |
185 |
201 |
225 |
289 |
402 |
714 |
714 |
|
5 |
187 |
204 |
230 |
293 |
402 |
714 |
714 |
|
6 |
187 |
205 |
232 |
296 |
401 |
713 |
713 |
|
7 |
187 |
206 |
233 |
298 |
400 |
712 |
712 |
|
8 |
186 |
206 |
231 |
295 |
398 |
710 |
710 |
|
9 |
185 |
205 |
230 |
293 |
397 |
709 |
709 |
|
10 |
184 |
205 |
229 |
292 |
396 |
708 |
708 |
|
11 |
183 |
204 |
228 |
290 |
394 |
706 |
706 |
|
12 |
181 |
203 |
225 |
288 |
392 |
704 |
704 |
|
13 |
178 |
201 |
222 |
285 |
389 |
701 |
701 |
|
14 |
176 |
198 |
219 |
282 |
386 |
698 |
698 |
|
15 |
173 |
195 |
216 |
279 |
383 |
695 |
695 |
|
16 |
169 |
192 |
213 |
276 |
380 |
692 |
692 |
|
17 |
166 |
189 |
210 |
273 |
377 |
689 |
689 |
|
18 |
163 |
186 |
207 |
270 |
374 |
686 |
686 |
|
19 |
160 |
183 |
204 |
267 |
371 |
683 |
683 |
|
20 |
158 |
180 |
201 |
264 |
368 |
680 |
680 |
|
21 |
155 |
177 |
198 |
261 |
365 |
677 |
677 |
|
22 |
151 |
174 |
195 |
258 |
362 |
674 |
674 |
|
23 |
148 |
171 |
192 |
255 |
359 |
671 |
671 |
|
24 |
145 |
168 |
189 |
252 |
356 |
668 |
668 |
|
25 |
142 |
165 |
186 |
249 |
353 |
665 |
665 |
|
26 |
139 |
162 |
183 |
246 |
350 |
662 |
662 |
|
27 |
136 |
159 |
180 |
243 |
347 |
659 |
659 |
|
28 |
134 |
156 |
177 |
240 |
344 |
656 |
656 |
|
29 |
131 |
153 |
175 |
237 |
341 |
653 |
653 |
|
30 |
128 |
151 |
172 |
235 |
339 |
650 |
650 |
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 |
31 |
45 |
69 |
141 |
255 |
566 |
1234 |
|
2 |
32 |
46 |
70 |
142 |
255 |
567 |
995 |
|
3 |
33 |
48 |
71 |
136 |
252 |
564 |
812 |
|
4 |
34 |
50 |
74 |
138 |
251 |
563 |
673 |
|
5 |
35 |
52 |
78 |
141 |
250 |
562 |
567 |
|
6 |
36 |
54 |
81 |
145 |
249 |
561 |
561 |
|
7 |
36 |
55 |
82 |
147 |
249 |
561 |
561 |
|
8 |
35 |
55 |
81 |
144 |
248 |
560 |
560 |
|
9 |
34 |
55 |
80 |
143 |
247 |
559 |
559 |
|
10 |
34 |
55 |
79 |
142 |
246 |
558 |
558 |
|
11 |
34 |
56 |
79 |
141 |
245 |
557 |
557 |
|
12 |
34 |
56 |
78 |
141 |
245 |
557 |
557 |
|
13 |
34 |
56 |
78 |
140 |
244 |
556 |
556 |
|
14 |
33 |
56 |
77 |
140 |
244 |
556 |
556 |
|
15 |
33 |
55 |
77 |
140 |
243 |
555 |
555 |
|
16 |
33 |
55 |
77 |
139 |
243 |
555 |
555 |
|
17 |
33 |
55 |
77 |
139 |
243 |
555 |
555 |
|
18 |
33 |
55 |
77 |
139 |
243 |
555 |
555 |
|
19 |
33 |
55 |
77 |
139 |
243 |
555 |
555 |
|
20 |
33 |
55 |
77 |
140 |
243 |
555 |
555 |
|
21 |
33 |
55 |
77 |
140 |
243 |
555 |
555 |
|
22 |
33 |
55 |
77 |
139 |
243 |
555 |
555 |
|
23 |
33 |
55 |
77 |
139 |
243 |
555 |
555 |
|
24 |
33 |
55 |
76 |
139 |
243 |
555 |
555 |
|
25 |
32 |
55 |
76 |
139 |
243 |
555 |
555 |
|
26 |
32 |
54 |
76 |
138 |
242 |
554 |
554 |
|
27 |
32 |
54 |
76 |
138 |
242 |
554 |
554 |
|
28 |
31 |
54 |
75 |
138 |
242 |
554 |
554 |
|
29 |
31 |
53 |
75 |
137 |
241 |
553 |
553 |
|
30 |
31 |
53 |
75 |
137 |
241 |
553 |
553 |
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 |
28 |
42 |
66 |
139 |
252 |
564 |
1221 |
|
2 |
30 |
44 |
68 |
140 |
253 |
565 |
984 |
|
3 |
33 |
47 |
70 |
135 |
251 |
563 |
803 |
|
4 |
35 |
51 |
74 |
139 |
251 |
563 |
666 |
|
5 |
37 |
54 |
80 |
143 |
252 |
564 |
564 |
|
6 |
38 |
56 |
84 |
148 |
252 |
564 |
564 |
|
7 |
40 |
59 |
86 |
150 |
253 |
565 |
565 |
|
8 |
40 |
60 |
86 |
149 |
253 |
565 |
565 |
|
9 |
40 |
61 |
86 |
149 |
253 |
565 |
565 |
|
10 |
41 |
62 |
86 |
149 |
253 |
565 |
565 |
|
11 |
42 |
64 |
87 |
150 |
254 |
565 |
565 |
|
12 |
43 |
65 |
87 |
150 |
254 |
566 |
566 |
|
13 |
43 |
65 |
87 |
150 |
254 |
566 |
566 |
|
14 |
43 |
65 |
87 |
150 |
253 |
565 |
565 |
|
15 |
43 |
65 |
87 |
149 |
253 |
565 |
565 |
|
16 |
43 |
65 |
86 |
149 |
253 |
565 |
565 |
|
17 |
43 |
65 |
86 |
149 |
253 |
565 |
565 |
|
18 |
43 |
65 |
87 |
149 |
253 |
565 |
565 |
|
19 |
43 |
65 |
87 |
149 |
253 |
565 |
565 |
|
20 |
43 |
65 |
87 |
150 |
253 |
565 |
565 |
|
21 |
43 |
65 |
87 |
150 |
254 |
566 |
566 |
|
22 |
43 |
65 |
87 |
150 |
253 |
565 |
565 |
|
23 |
43 |
65 |
87 |
149 |
253 |
565 |
565 |
|
24 |
42 |
65 |
86 |
149 |
253 |
565 |
565 |
|
25 |
42 |
64 |
86 |
149 |
252 |
564 |
564 |
|
26 |
42 |
64 |
85 |
148 |
252 |
564 |
564 |
|
27 |
41 |
63 |
85 |
148 |
251 |
563 |
563 |
|
28 |
40 |
63 |
84 |
147 |
251 |
563 |
563 |
|
29 |
40 |
62 |
84 |
146 |
250 |
562 |
562 |
|
30 |
39 |
62 |
83 |
146 |
250 |
562 |
562 |
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 |
163 |
236 |
349 |
661 |
1260 |
|
2 |
125 |
138 |
162 |
235 |
348 |
660 |
1021 |
|
3 |
125 |
139 |
162 |
227 |
343 |
655 |
837 |
|
4 |
125 |
141 |
164 |
229 |
342 |
653 |
696 |
|
5 |
126 |
143 |
168 |
231 |
341 |
653 |
653 |
|
6 |
125 |
143 |
170 |
234 |
339 |
651 |
651 |
|
7 |
126 |
145 |
171 |
236 |
338 |
650 |
650 |
|
8 |
125 |
145 |
170 |
234 |
337 |
649 |
649 |
|
9 |
124 |
144 |
169 |
232 |
336 |
648 |
648 |
|
10 |
124 |
145 |
169 |
232 |
336 |
648 |
648 |
|
11 |
124 |
145 |
168 |
231 |
335 |
647 |
647 |
|
12 |
123 |
145 |
167 |
230 |
334 |
646 |
646 |
|
13 |
122 |
144 |
166 |
229 |
332 |
644 |
644 |
|
14 |
121 |
143 |
165 |
227 |
331 |
643 |
643 |
|
15 |
119 |
141 |
163 |
225 |
329 |
641 |
641 |
|
16 |
117 |
139 |
161 |
223 |
327 |
639 |
639 |
|
17 |
114 |
136 |
158 |
220 |
324 |
636 |
636 |
|
18 |
112 |
134 |
156 |
218 |
322 |
634 |
634 |
|
19 |
110 |
132 |
154 |
216 |
320 |
632 |
632 |
|
20 |
108 |
130 |
152 |
214 |
318 |
630 |
630 |
|
21 |
105 |
128 |
149 |
212 |
316 |
628 |
628 |
|
22 |
103 |
126 |
147 |
210 |
314 |
626 |
626 |
|
23 |
101 |
123 |
145 |
207 |
311 |
623 |
623 |
|
24 |
99 |
121 |
143 |
205 |
309 |
621 |
621 |
|
25 |
97 |
119 |
141 |
203 |
307 |
619 |
619 |
|
26 |
95 |
117 |
138 |
201 |
305 |
617 |
617 |
|
27 |
92 |
115 |
136 |
199 |
303 |
615 |
615 |
|
28 |
90 |
113 |
134 |
197 |
301 |
613 |
613 |
|
29 |
88 |
111 |
132 |
195 |
299 |
611 |
611 |
|
30 |
86 |
109 |
130 |
193 |
297 |
609 |
609 |
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 |
37 |
109 |
222 |
534 |
1194 |
|
2 |
1 |
15 |
39 |
111 |
224 |
536 |
961 |
|
3 |
3 |
18 |
41 |
106 |
222 |
534 |
785 |
|
4 |
6 |
22 |
45 |
109 |
222 |
534 |
650 |
|
5 |
8 |
25 |
51 |
113 |
223 |
535 |
547 |
|
6 |
9 |
27 |
55 |
119 |
223 |
535 |
535 |
|
7 |
11 |
30 |
57 |
121 |
224 |
536 |
536 |
|
8 |
11 |
31 |
56 |
120 |
224 |
536 |
536 |
|
9 |
11 |
32 |
56 |
119 |
223 |
535 |
535 |
|
10 |
11 |
33 |
56 |
119 |
223 |
535 |
535 |
|
11 |
12 |
33 |
57 |
119 |
223 |
535 |
535 |
|
12 |
12 |
34 |
56 |
119 |
223 |
535 |
535 |
|
13 |
12 |
34 |
56 |
119 |
222 |
534 |
534 |
|
14 |
12 |
34 |
56 |
118 |
222 |
534 |
534 |
|
15 |
12 |
34 |
56 |
118 |
222 |
534 |
534 |
|
16 |
13 |
34 |
55 |
118 |
222 |
534 |
534 |
|
17 |
13 |
34 |
55 |
118 |
222 |
534 |
534 |
|
18 |
14 |
34 |
55 |
118 |
222 |
534 |
534 |
|
19 |
15 |
34 |
55 |
118 |
222 |
534 |
534 |
|
20 |
16 |
34 |
56 |
119 |
222 |
534 |
534 |
|
21 |
16 |
35 |
56 |
119 |
223 |
535 |
535 |
|
22 |
17 |
35 |
57 |
119 |
223 |
535 |
535 |
|
23 |
18 |
35 |
57 |
120 |
223 |
535 |
535 |
|
24 |
18 |
36 |
57 |
120 |
224 |
536 |
536 |
|
25 |
20 |
36 |
57 |
120 |
224 |
536 |
536 |
|
26 |
20 |
36 |
57 |
120 |
224 |
536 |
536 |
|
27 |
21 |
36 |
58 |
120 |
224 |
536 |
536 |
|
28 |
21 |
36 |
58 |
120 |
224 |
536 |
536 |
|
29 |
22 |
36 |
58 |
120 |
224 |
536 |
536 |
|
30 |
22 |
36 |
58 |
120 |
224 |
536 |
536 |
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 |
73 |
146 |
259 |
571 |
1201 |
|
2 |
36 |
50 |
74 |
146 |
259 |
571 |
968 |
|
3 |
36 |
51 |
74 |
139 |
255 |
567 |
791 |
|
4 |
36 |
52 |
75 |
140 |
253 |
565 |
655 |
|
5 |
37 |
54 |
79 |
142 |
252 |
564 |
564 |
|
6 |
39 |
57 |
84 |
148 |
253 |
565 |
565 |
|
7 |
37 |
56 |
82 |
147 |
249 |
561 |
561 |
|
8 |
40 |
60 |
86 |
149 |
253 |
565 |
565 |
|
9 |
39 |
60 |
84 |
148 |
252 |
564 |
564 |
|
10 |
34 |
55 |
79 |
142 |
246 |
558 |
558 |
|
11 |
30 |
52 |
75 |
138 |
242 |
554 |
554 |
|
12 |
27 |
50 |
72 |
134 |
238 |
550 |
550 |
|
13 |
25 |
48 |
69 |
132 |
236 |
548 |
548 |
|
14 |
24 |
46 |
68 |
130 |
234 |
546 |
546 |
|
15 |
22 |
45 |
66 |
129 |
233 |
544 |
544 |
|
16 |
21 |
43 |
65 |
127 |
231 |
543 |
543 |
|
17 |
20 |
42 |
64 |
126 |
230 |
542 |
542 |
|
18 |
19 |
42 |
63 |
126 |
230 |
542 |
542 |
|
19 |
19 |
41 |
63 |
125 |
229 |
541 |
541 |
|
20 |
19 |
41 |
63 |
125 |
229 |
541 |
541 |
|
21 |
19 |
41 |
63 |
125 |
229 |
541 |
541 |
|
22 |
19 |
41 |
63 |
125 |
229 |
541 |
541 |
|
23 |
19 |
41 |
63 |
125 |
229 |
541 |
541 |
|
24 |
19 |
41 |
63 |
125 |
229 |
541 |
541 |
|
25 |
20 |
41 |
62 |
125 |
229 |
541 |
541 |
|
26 |
20 |
41 |
62 |
125 |
229 |
541 |
541 |
|
27 |
21 |
41 |
62 |
125 |
229 |
541 |
541 |
|
28 |
21 |
41 |
62 |
125 |
229 |
540 |
540 |
|
29 |
22 |
40 |
62 |
124 |
228 |
540 |
540 |
|
30 |
22 |
40 |
62 |
124 |
228 |
540 |
540 |
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 |
202 |
215 |
239 |
312 |
425 |
737 |
1487 |
|
2 |
198 |
212 |
236 |
308 |
421 |
733 |
1190 |
|
3 |
194 |
209 |
232 |
297 |
413 |
725 |
965 |
|
4 |
191 |
207 |
230 |
295 |
407 |
719 |
795 |
|
5 |
187 |
204 |
230 |
293 |
402 |
714 |
714 |
|
6 |
184 |
202 |
229 |
293 |
397 |
709 |
709 |
|
7 |
180 |
199 |
226 |
291 |
393 |
705 |
705 |
|
8 |
176 |
196 |
222 |
285 |
389 |
701 |
701 |
|
9 |
172 |
192 |
217 |
280 |
384 |
696 |
696 |
|
10 |
168 |
189 |
213 |
276 |
380 |
692 |
692 |
|
11 |
165 |
186 |
210 |
272 |
376 |
688 |
688 |
|
12 |
161 |
183 |
206 |
268 |
372 |
684 |
684 |
|
13 |
158 |
180 |
202 |
264 |
368 |
680 |
680 |
|
14 |
154 |
176 |
198 |
260 |
364 |
676 |
676 |
|
15 |
150 |
173 |
194 |
257 |
361 |
673 |
673 |
|
16 |
147 |
169 |
191 |
253 |
357 |
669 |
669 |
|
17 |
144 |
166 |
188 |
250 |
354 |
666 |
666 |
|
18 |
141 |
163 |
185 |
247 |
351 |
663 |
663 |
|
19 |
138 |
160 |
182 |
244 |
348 |
660 |
660 |
|
20 |
135 |
157 |
179 |
241 |
345 |
657 |
657 |
|
21 |
132 |
155 |
176 |
239 |
343 |
655 |
655 |
|
22 |
129 |
152 |
173 |
236 |
340 |
652 |
652 |
|
23 |
127 |
149 |
171 |
233 |
337 |
649 |
649 |
|
24 |
124 |
147 |
168 |
231 |
335 |
646 |
646 |
|
25 |
122 |
144 |
165 |
228 |
332 |
644 |
644 |
|
26 |
119 |
141 |
163 |
226 |
329 |
641 |
641 |
|
27 |
117 |
139 |
160 |
223 |
327 |
639 |
639 |
|
28 |
114 |
137 |
158 |
221 |
325 |
637 |
637 |
|
29 |
112 |
134 |
156 |
218 |
322 |
634 |
634 |
|
30 |
110 |
132 |
154 |
216 |
320 |
632 |
632 |
2.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
9 |
26 |
50 |
105 |
239 |
551 |
1195 |
|
2 |
9 |
26 |
50 |
105 |
239 |
551 |
961 |
|
3 |
10 |
29 |
52 |
100 |
237 |
549 |
784 |
|
4 |
13 |
33 |
55 |
98 |
237 |
549 |
650 |
|
5 |
17 |
39 |
60 |
100 |
238 |
550 |
550 |
|
6 |
19 |
43 |
64 |
97 |
239 |
551 |
551 |
|
7 |
20 |
45 |
64 |
91 |
239 |
551 |
551 |
|
8 |
18 |
44 |
63 |
91 |
239 |
551 |
551 |
|
9 |
19 |
45 |
65 |
94 |
239 |
551 |
551 |
|
10 |
21 |
48 |
68 |
98 |
239 |
551 |
551 |
|
11 |
22 |
50 |
69 |
101 |
239 |
551 |
551 |
|
12 |
24 |
53 |
71 |
102 |
239 |
551 |
551 |
|
13 |
25 |
55 |
71 |
102 |
239 |
551 |
551 |
|
14 |
25 |
55 |
72 |
102 |
239 |
551 |
551 |
|
15 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
16 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
17 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
18 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
19 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
20 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
21 |
26 |
55 |
72 |
102 |
240 |
552 |
552 |
|
22 |
26 |
55 |
72 |
102 |
240 |
552 |
552 |
|
23 |
26 |
55 |
72 |
102 |
240 |
552 |
552 |
|
24 |
26 |
55 |
72 |
102 |
240 |
552 |
552 |
|
25 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
26 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
27 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
28 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
29 |
26 |
55 |
72 |
102 |
239 |
551 |
551 |
|
30 |
26 |
55 |
72 |
102 |
238 |
550 |
550 |
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 |
87 |
200 |
512 |
1191 |
|
2 |
1 |
5 |
13 |
86 |
199 |
511 |
959 |
|
3 |
2 |
5 |
13 |
78 |
194 |
506 |
782 |
|
4 |
3 |
6 |
15 |
79 |
192 |
504 |
647 |
|
5 |
4 |
6 |
19 |
82 |
191 |
503 |
544 |
|
6 |
5 |
8 |
22 |
86 |
191 |
503 |
503 |
|
7 |
5 |
9 |
24 |
88 |
190 |
502 |
502 |
|
8 |
6 |
9 |
23 |
87 |
190 |
502 |
502 |
|
9 |
7 |
10 |
23 |
86 |
190 |
502 |
502 |
|
10 |
8 |
10 |
24 |
86 |
190 |
502 |
502 |
|
11 |
9 |
12 |
24 |
87 |
190 |
502 |
502 |
|
12 |
9 |
12 |
24 |
87 |
191 |
503 |
503 |
|
13 |
10 |
13 |
24 |
87 |
191 |
503 |
503 |
|
14 |
11 |
13 |
26 |
87 |
191 |
503 |
503 |
|
15 |
12 |
15 |
27 |
87 |
191 |
503 |
503 |
|
16 |
13 |
16 |
28 |
88 |
191 |
503 |
503 |
|
17 |
13 |
16 |
30 |
88 |
192 |
504 |
504 |
|
18 |
14 |
17 |
31 |
88 |
192 |
504 |
504 |
|
19 |
14 |
18 |
32 |
89 |
193 |
505 |
505 |
|
20 |
16 |
19 |
33 |
89 |
193 |
505 |
505 |
|
21 |
16 |
19 |
34 |
90 |
194 |
506 |
506 |
|
22 |
17 |
20 |
36 |
90 |
194 |
506 |
506 |
|
23 |
17 |
21 |
37 |
91 |
195 |
507 |
507 |
|
24 |
18 |
22 |
38 |
91 |
195 |
507 |
507 |
|
25 |
19 |
22 |
39 |
91 |
195 |
507 |
507 |
|
26 |
20 |
23 |
40 |
91 |
195 |
507 |
507 |
|
27 |
21 |
23 |
41 |
91 |
195 |
507 |
507 |
|
28 |
21 |
25 |
43 |
91 |
195 |
507 |
507 |
|
29 |
22 |
26 |
44 |
91 |
195 |
507 |
507 |
|
30 |
22 |
26 |
45 |
91 |
195 |
507 |
507 |
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 |
15 |
21 |
43 |
162 |
293 |
3021 |
|
2 |
2 |
15 |
21 |
43 |
162 |
332 |
2249 |
|
3 |
1 |
15 |
23 |
48 |
157 |
346 |
1697 |
|
4 |
1 |
16 |
26 |
52 |
155 |
345 |
1310 |
|
5 |
2 |
18 |
30 |
54 |
155 |
336 |
1038 |
|
6 |
4 |
20 |
32 |
57 |
155 |
323 |
842 |
|
7 |
5 |
23 |
34 |
59 |
155 |
308 |
696 |
|
8 |
5 |
24 |
35 |
61 |
155 |
292 |
585 |
|
9 |
6 |
25 |
37 |
64 |
155 |
275 |
498 |
|
10 |
6 |
26 |
38 |
66 |
155 |
259 |
428 |
|
11 |
6 |
26 |
39 |
67 |
155 |
249 |
372 |
|
12 |
6 |
26 |
39 |
68 |
155 |
249 |
326 |
|
13 |
6 |
26 |
39 |
68 |
155 |
249 |
287 |
|
14 |
6 |
26 |
39 |
68 |
155 |
249 |
254 |
|
15 |
6 |
26 |
39 |
68 |
155 |
249 |
249 |
|
16 |
6 |
26 |
40 |
68 |
155 |
249 |
249 |
|
17 |
6 |
26 |
43 |
68 |
155 |
249 |
249 |
|
18 |
6 |
26 |
45 |
68 |
155 |
249 |
249 |
|
19 |
7 |
26 |
47 |
68 |
155 |
249 |
249 |
|
20 |
7 |
26 |
50 |
68 |
155 |
249 |
249 |
|
21 |
7 |
26 |
52 |
68 |
155 |
249 |
249 |
|
22 |
7 |
26 |
54 |
68 |
155 |
249 |
249 |
|
23 |
8 |
26 |
57 |
68 |
155 |
249 |
249 |
|
24 |
8 |
26 |
59 |
68 |
155 |
249 |
249 |
|
25 |
9 |
26 |
61 |
68 |
155 |
249 |
249 |
|
26 |
9 |
26 |
63 |
68 |
155 |
249 |
249 |
|
27 |
9 |
26 |
66 |
68 |
155 |
249 |
249 |
|
28 |
10 |
26 |
68 |
70 |
155 |
249 |
249 |
|
29 |
10 |
26 |
70 |
72 |
155 |
249 |
249 |
|
30 |
10 |
26 |
73 |
74 |
155 |
249 |
249 |
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 |
9 |
22 |
28 |
50 |
170 |
298 |
3072 |
|
2 |
11 |
24 |
30 |
52 |
172 |
338 |
2293 |
|
3 |
11 |
25 |
33 |
57 |
167 |
353 |
1734 |
|
4 |
11 |
25 |
36 |
61 |
164 |
353 |
1341 |
|
5 |
11 |
27 |
39 |
63 |
163 |
344 |
1063 |
|
6 |
12 |
29 |
40 |
65 |
163 |
331 |
862 |
|
7 |
13 |
31 |
41 |
66 |
162 |
315 |
713 |
|
8 |
12 |
31 |
42 |
68 |
162 |
299 |
599 |
|
9 |
12 |
31 |
43 |
71 |
161 |
282 |
510 |
|
10 |
12 |
32 |
44 |
72 |
161 |
265 |
439 |
|
11 |
12 |
31 |
44 |
73 |
160 |
255 |
381 |
|
12 |
11 |
31 |
44 |
72 |
159 |
254 |
333 |
|
13 |
11 |
30 |
43 |
72 |
159 |
253 |
293 |
|
14 |
10 |
30 |
43 |
71 |
158 |
253 |
260 |
|
15 |
10 |
29 |
42 |
71 |
158 |
252 |
252 |
|
16 |
9 |
29 |
42 |
70 |
157 |
252 |
252 |
|
17 |
9 |
29 |
43 |
70 |
157 |
252 |
252 |
|
18 |
9 |
29 |
46 |
70 |
157 |
252 |
252 |
|
19 |
9 |
29 |
49 |
70 |
157 |
252 |
252 |
|
20 |
10 |
29 |
50 |
71 |
158 |
252 |
252 |
|
21 |
10 |
29 |
53 |
71 |
158 |
252 |
252 |
|
22 |
10 |
30 |
56 |
71 |
158 |
253 |
253 |
|
23 |
10 |
30 |
58 |
71 |
158 |
253 |
253 |
|
24 |
10 |
30 |
61 |
71 |
158 |
253 |
253 |
|
25 |
10 |
30 |
62 |
71 |
158 |
253 |
253 |
|
26 |
10 |
30 |
65 |
71 |
158 |
253 |
253 |
|
27 |
10 |
30 |
67 |
71 |
158 |
253 |
253 |
|
28 |
10 |
30 |
70 |
72 |
158 |
253 |
253 |
|
29 |
10 |
30 |
72 |
74 |
158 |
253 |
253 |
|
30 |
10 |
30 |
74 |
76 |
158 |
253 |
253 |
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 |
43 |
162 |
293 |
3021 |
|
2 |
2 |
14 |
21 |
43 |
162 |
332 |
2248 |
|
3 |
1 |
15 |
23 |
48 |
157 |
345 |
1696 |
|
4 |
1 |
16 |
26 |
51 |
154 |
345 |
1310 |
|
5 |
2 |
18 |
29 |
53 |
154 |
336 |
1038 |
|
6 |
4 |
20 |
32 |
57 |
154 |
323 |
841 |
|
7 |
5 |
23 |
34 |
59 |
154 |
308 |
696 |
|
8 |
5 |
24 |
35 |
61 |
154 |
292 |
584 |
|
9 |
6 |
25 |
36 |
64 |
154 |
275 |
498 |
|
10 |
6 |
25 |
38 |
66 |
154 |
259 |
428 |
|
11 |
6 |
26 |
39 |
67 |
154 |
249 |
372 |
|
12 |
6 |
26 |
39 |
67 |
154 |
249 |
326 |
|
13 |
6 |
26 |
39 |
67 |
154 |
249 |
287 |
|
14 |
6 |
26 |
39 |
67 |
154 |
249 |
254 |
|
15 |
6 |
26 |
39 |
67 |
154 |
249 |
249 |
|
16 |
6 |
26 |
40 |
67 |
154 |
249 |
249 |
|
17 |
6 |
26 |
43 |
67 |
154 |
249 |
249 |
|
18 |
6 |
26 |
45 |
67 |
154 |
249 |
249 |
|
19 |
7 |
26 |
47 |
67 |
154 |
249 |
249 |
|
20 |
7 |
26 |
49 |
67 |
154 |
249 |
249 |
|
21 |
7 |
26 |
52 |
67 |
154 |
249 |
249 |
|
22 |
7 |
26 |
54 |
67 |
154 |
249 |
249 |
|
23 |
8 |
26 |
57 |
67 |
154 |
249 |
249 |
|
24 |
8 |
26 |
58 |
67 |
154 |
249 |
249 |
|
25 |
9 |
26 |
61 |
67 |
154 |
249 |
249 |
|
26 |
9 |
26 |
63 |
67 |
154 |
249 |
249 |
|
27 |
9 |
26 |
66 |
68 |
154 |
249 |
249 |
|
28 |
10 |
26 |
68 |
70 |
154 |
249 |
249 |
|
29 |
10 |
26 |
70 |
72 |
154 |
249 |
249 |
|
30 |
10 |
26 |
73 |
74 |
154 |
249 |
249 |
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 |
74 |
87 |
93 |
115 |
234 |
331 |
3067 |
|
2 |
71 |
83 |
90 |
112 |
231 |
338 |
2290 |
|
3 |
73 |
86 |
95 |
119 |
228 |
353 |
1733 |
|
4 |
71 |
85 |
96 |
121 |
224 |
353 |
1342 |
|
5 |
70 |
85 |
97 |
121 |
222 |
345 |
1065 |
|
6 |
69 |
86 |
98 |
122 |
220 |
332 |
864 |
|
7 |
69 |
87 |
98 |
123 |
218 |
317 |
716 |
|
8 |
68 |
86 |
98 |
124 |
217 |
312 |
602 |
|
9 |
67 |
86 |
98 |
126 |
216 |
311 |
513 |
|
10 |
64 |
84 |
96 |
125 |
213 |
307 |
442 |
|
11 |
62 |
82 |
95 |
123 |
210 |
305 |
384 |
|
12 |
61 |
80 |
93 |
122 |
209 |
304 |
336 |
|
13 |
60 |
80 |
93 |
121 |
208 |
303 |
303 |
|
14 |
60 |
79 |
92 |
121 |
208 |
302 |
302 |
|
15 |
60 |
79 |
92 |
121 |
208 |
302 |
302 |
|
16 |
59 |
79 |
91 |
120 |
207 |
302 |
302 |
|
17 |
59 |
78 |
91 |
120 |
207 |
301 |
301 |
|
18 |
58 |
78 |
90 |
119 |
206 |
301 |
301 |
|
19 |
57 |
77 |
90 |
118 |
205 |
300 |
300 |
|
20 |
57 |
76 |
89 |
118 |
205 |
299 |
299 |
|
21 |
56 |
76 |
88 |
117 |
204 |
299 |
299 |
|
22 |
55 |
75 |
88 |
116 |
203 |
298 |
298 |
|
23 |
54 |
74 |
87 |
115 |
202 |
297 |
297 |
|
24 |
53 |
73 |
86 |
114 |
201 |
296 |
296 |
|
25 |
52 |
72 |
85 |
113 |
200 |
295 |
295 |
|
26 |
51 |
71 |
84 |
112 |
199 |
294 |
294 |
|
27 |
50 |
70 |
83 |
111 |
198 |
293 |
293 |
|
28 |
49 |
69 |
82 |
110 |
197 |
292 |
292 |
|
29 |
48 |
68 |
81 |
109 |
196 |
291 |
291 |
|
30 |
47 |
67 |
79 |
108 |
195 |
290 |
290 |
3.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
18 |
25 |
47 |
166 |
296 |
3045 |
|
2 |
7 |
20 |
27 |
48 |
168 |
334 |
2268 |
|
3 |
8 |
21 |
30 |
54 |
164 |
348 |
1712 |
|
4 |
8 |
23 |
33 |
59 |
162 |
348 |
1323 |
|
5 |
9 |
25 |
37 |
61 |
162 |
339 |
1048 |
|
6 |
11 |
28 |
39 |
64 |
162 |
326 |
850 |
|
7 |
12 |
30 |
41 |
66 |
161 |
311 |
702 |
|
8 |
12 |
30 |
42 |
68 |
161 |
294 |
590 |
|
9 |
12 |
31 |
43 |
70 |
161 |
278 |
502 |
|
10 |
12 |
31 |
44 |
72 |
160 |
261 |
433 |
|
11 |
12 |
31 |
44 |
73 |
160 |
254 |
376 |
|
12 |
12 |
31 |
44 |
73 |
160 |
254 |
330 |
|
13 |
12 |
31 |
44 |
73 |
160 |
254 |
291 |
|
14 |
12 |
31 |
44 |
73 |
160 |
254 |
258 |
|
15 |
12 |
31 |
44 |
73 |
160 |
254 |
254 |
|
16 |
11 |
31 |
44 |
72 |
159 |
254 |
254 |
|
17 |
11 |
31 |
44 |
72 |
159 |
254 |
254 |
|
18 |
11 |
31 |
46 |
72 |
160 |
254 |
254 |
|
19 |
12 |
31 |
48 |
73 |
160 |
254 |
254 |
|
20 |
12 |
32 |
50 |
73 |
160 |
255 |
255 |
|
21 |
12 |
32 |
53 |
74 |
161 |
255 |
255 |
|
22 |
13 |
32 |
56 |
74 |
161 |
255 |
255 |
|
23 |
13 |
32 |
58 |
74 |
161 |
255 |
255 |
|
24 |
13 |
32 |
60 |
74 |
161 |
256 |
256 |
|
25 |
13 |
32 |
62 |
74 |
161 |
256 |
256 |
|
26 |
13 |
32 |
65 |
74 |
161 |
255 |
255 |
|
27 |
13 |
32 |
67 |
74 |
161 |
255 |
255 |
|
28 |
13 |
32 |
70 |
74 |
161 |
255 |
255 |
|
29 |
13 |
32 |
72 |
74 |
161 |
255 |
255 |
|
30 |
13 |
32 |
74 |
76 |
161 |
255 |
255 |
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 |
44 |
57 |
63 |
85 |
204 |
301 |
3040 |
|
2 |
48 |
60 |
67 |
89 |
208 |
335 |
2268 |
|
3 |
51 |
65 |
73 |
98 |
207 |
349 |
1714 |
|
4 |
53 |
68 |
78 |
104 |
207 |
349 |
1325 |
|
5 |
55 |
71 |
83 |
107 |
208 |
340 |
1050 |
|
6 |
57 |
74 |
85 |
110 |
208 |
327 |
852 |
|
7 |
58 |
76 |
86 |
111 |
207 |
312 |
705 |
|
8 |
57 |
75 |
87 |
113 |
206 |
301 |
592 |
|
9 |
56 |
75 |
87 |
115 |
205 |
299 |
505 |
|
10 |
55 |
75 |
87 |
115 |
204 |
298 |
435 |
|
11 |
54 |
74 |
86 |
115 |
202 |
297 |
378 |
|
12 |
53 |
72 |
85 |
114 |
201 |
295 |
331 |
|
13 |
51 |
71 |
84 |
112 |
199 |
294 |
294 |
|
14 |
50 |
70 |
82 |
111 |
198 |
293 |
293 |
|
15 |
49 |
69 |
81 |
110 |
197 |
292 |
292 |
|
16 |
48 |
68 |
81 |
109 |
196 |
291 |
291 |
|
17 |
47 |
67 |
80 |
109 |
196 |
290 |
290 |
|
18 |
47 |
66 |
79 |
108 |
195 |
289 |
289 |
|
19 |
46 |
66 |
79 |
107 |
194 |
289 |
289 |
|
20 |
46 |
65 |
78 |
107 |
194 |
288 |
288 |
|
21 |
45 |
65 |
77 |
106 |
193 |
288 |
288 |
|
22 |
44 |
64 |
77 |
105 |
192 |
287 |
287 |
|
23 |
44 |
63 |
76 |
105 |
192 |
286 |
286 |
|
24 |
43 |
62 |
75 |
104 |
191 |
285 |
285 |
|
25 |
42 |
62 |
74 |
103 |
190 |
285 |
285 |
|
26 |
41 |
61 |
73 |
102 |
189 |
284 |
284 |
|
27 |
40 |
60 |
73 |
101 |
188 |
283 |
283 |
|
28 |
39 |
59 |
72 |
101 |
188 |
282 |
282 |
|
29 |
39 |
58 |
72 |
100 |
187 |
281 |
281 |
|
30 |
38 |
57 |
74 |
99 |
186 |
280 |
280 |
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 |
42 |
161 |
293 |
3019 |
|
2 |
1 |
14 |
20 |
42 |
161 |
332 |
2247 |
|
3 |
1 |
14 |
23 |
47 |
156 |
345 |
1695 |
|
4 |
1 |
15 |
25 |
51 |
154 |
345 |
1309 |
|
5 |
1 |
17 |
29 |
53 |
154 |
336 |
1037 |
|
6 |
3 |
20 |
31 |
56 |
154 |
323 |
841 |
|
7 |
4 |
22 |
33 |
58 |
154 |
308 |
695 |
|
8 |
5 |
23 |
34 |
61 |
154 |
291 |
584 |
|
9 |
5 |
24 |
36 |
63 |
154 |
275 |
497 |
|
10 |
5 |
25 |
37 |
66 |
154 |
259 |
428 |
|
11 |
6 |
25 |
38 |
66 |
154 |
248 |
372 |
|
12 |
6 |
25 |
38 |
67 |
154 |
248 |
325 |
|
13 |
6 |
25 |
38 |
67 |
154 |
248 |
286 |
|
14 |
6 |
25 |
38 |
67 |
154 |
248 |
254 |
|
15 |
6 |
25 |
38 |
67 |
154 |
248 |
248 |
|
16 |
6 |
25 |
40 |
67 |
154 |
248 |
248 |
|
17 |
6 |
25 |
43 |
67 |
154 |
248 |
248 |
|
18 |
6 |
25 |
45 |
67 |
154 |
248 |
248 |
|
19 |
7 |
25 |
47 |
67 |
154 |
248 |
248 |
|
20 |
7 |
25 |
49 |
67 |
154 |
248 |
248 |
|
21 |
7 |
25 |
52 |
67 |
154 |
248 |
248 |
|
22 |
7 |
25 |
54 |
67 |
154 |
248 |
248 |
|
23 |
8 |
25 |
57 |
67 |
154 |
248 |
248 |
|
24 |
8 |
25 |
58 |
67 |
154 |
248 |
248 |
|
25 |
8 |
25 |
61 |
67 |
154 |
248 |
248 |
|
26 |
9 |
25 |
63 |
67 |
154 |
248 |
248 |
|
27 |
9 |
25 |
66 |
68 |
154 |
248 |
248 |
|
28 |
10 |
25 |
68 |
70 |
154 |
248 |
248 |
|
29 |
10 |
25 |
70 |
72 |
154 |
248 |
248 |
|
30 |
10 |
25 |
73 |
74 |
154 |
248 |
248 |
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 |
180 |
296 |
3047 |
|
2 |
0 |
11 |
22 |
45 |
180 |
335 |
2269 |
|
3 |
1 |
11 |
24 |
50 |
175 |
349 |
1713 |
|
4 |
1 |
13 |
26 |
56 |
172 |
348 |
1324 |
|
5 |
1 |
16 |
28 |
59 |
171 |
340 |
1049 |
|
6 |
2 |
18 |
33 |
60 |
169 |
327 |
850 |
|
7 |
3 |
21 |
36 |
60 |
168 |
311 |
703 |
|
8 |
5 |
24 |
37 |
60 |
167 |
295 |
591 |
|
9 |
8 |
31 |
42 |
59 |
166 |
278 |
503 |
|
10 |
10 |
34 |
42 |
57 |
165 |
261 |
433 |
|
11 |
9 |
33 |
42 |
57 |
165 |
259 |
376 |
|
12 |
8 |
32 |
41 |
57 |
164 |
258 |
329 |
|
13 |
7 |
31 |
42 |
57 |
163 |
258 |
290 |
|
14 |
7 |
31 |
42 |
57 |
162 |
257 |
257 |
|
15 |
7 |
31 |
43 |
57 |
162 |
256 |
256 |
|
16 |
8 |
31 |
43 |
57 |
160 |
255 |
255 |
|
17 |
8 |
31 |
43 |
57 |
159 |
254 |
254 |
|
18 |
8 |
31 |
45 |
57 |
159 |
253 |
253 |
|
19 |
8 |
31 |
47 |
57 |
159 |
253 |
253 |
|
20 |
8 |
31 |
50 |
57 |
159 |
254 |
254 |
|
21 |
8 |
31 |
52 |
57 |
159 |
254 |
254 |
|
22 |
8 |
31 |
54 |
59 |
159 |
253 |
253 |
|
23 |
8 |
31 |
57 |
61 |
158 |
253 |
253 |
|
24 |
8 |
31 |
59 |
62 |
158 |
252 |
252 |
|
25 |
9 |
31 |
62 |
64 |
157 |
252 |
252 |
|
26 |
9 |
31 |
63 |
66 |
157 |
251 |
251 |
|
27 |
9 |
31 |
66 |
68 |
156 |
251 |
251 |
|
28 |
10 |
31 |
68 |
70 |
156 |
250 |
250 |
|
29 |
10 |
31 |
70 |
72 |
155 |
250 |
250 |
|
30 |
10 |
31 |
73 |
74 |
155 |
249 |
249 |
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 |
81 |
93 |
100 |
122 |
241 |
337 |
3169 |
|
2 |
79 |
92 |
98 |
120 |
239 |
347 |
2363 |
|
3 |
77 |
90 |
99 |
123 |
232 |
362 |
1784 |
|
4 |
75 |
89 |
100 |
125 |
228 |
362 |
1379 |
|
5 |
73 |
89 |
101 |
125 |
226 |
353 |
1093 |
|
6 |
73 |
90 |
101 |
126 |
224 |
339 |
886 |
|
7 |
72 |
90 |
100 |
125 |
221 |
323 |
732 |
|
8 |
70 |
88 |
99 |
126 |
219 |
313 |
615 |
|
9 |
68 |
87 |
99 |
127 |
217 |
311 |
524 |
|
10 |
67 |
86 |
99 |
127 |
215 |
310 |
451 |
|
11 |
66 |
85 |
98 |
126 |
214 |
308 |
392 |
|
12 |
64 |
84 |
96 |
125 |
212 |
307 |
343 |
|
13 |
62 |
82 |
95 |
124 |
211 |
305 |
305 |
|
14 |
61 |
81 |
93 |
122 |
209 |
304 |
304 |
|
15 |
60 |
79 |
92 |
121 |
208 |
302 |
302 |
|
16 |
59 |
78 |
91 |
120 |
207 |
301 |
301 |
|
17 |
58 |
77 |
90 |
119 |
206 |
300 |
300 |
|
18 |
57 |
76 |
89 |
118 |
205 |
299 |
299 |
|
19 |
56 |
75 |
88 |
117 |
204 |
298 |
298 |
|
20 |
55 |
75 |
87 |
116 |
203 |
298 |
298 |
|
21 |
54 |
74 |
86 |
115 |
202 |
297 |
297 |
|
22 |
53 |
73 |
85 |
114 |
201 |
296 |
296 |
|
23 |
52 |
72 |
84 |
113 |
200 |
295 |
295 |
|
24 |
51 |
71 |
83 |
112 |
199 |
294 |
294 |
|
25 |
50 |
69 |
82 |
111 |
198 |
293 |
293 |
|
26 |
49 |
68 |
81 |
110 |
197 |
291 |
291 |
|
27 |
48 |
67 |
80 |
109 |
196 |
290 |
290 |
|
28 |
47 |
66 |
79 |
108 |
195 |
289 |
289 |
|
29 |
46 |
65 |
78 |
107 |
194 |
288 |
288 |
|
30 |
45 |
64 |
77 |
106 |
193 |
287 |
287 |
3.10
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
53 |
66 |
72 |
94 |
213 |
310 |
3045 |
|
2 |
52 |
65 |
71 |
93 |
213 |
335 |
2269 |
|
3 |
51 |
64 |
73 |
97 |
206 |
349 |
1715 |
|
4 |
50 |
64 |
75 |
100 |
203 |
349 |
1327 |
|
5 |
49 |
65 |
76 |
100 |
201 |
341 |
1053 |
|
6 |
49 |
66 |
77 |
102 |
200 |
328 |
855 |
|
7 |
49 |
67 |
78 |
103 |
198 |
313 |
707 |
|
8 |
48 |
66 |
77 |
104 |
197 |
297 |
595 |
|
9 |
47 |
66 |
77 |
105 |
195 |
290 |
507 |
|
10 |
46 |
65 |
78 |
106 |
194 |
289 |
437 |
|
11 |
45 |
65 |
77 |
106 |
193 |
288 |
380 |
|
12 |
44 |
64 |
77 |
105 |
192 |
287 |
333 |
|
13 |
44 |
63 |
76 |
105 |
192 |
286 |
293 |
|
14 |
43 |
63 |
75 |
104 |
191 |
286 |
286 |
|
15 |
42 |
62 |
75 |
103 |
191 |
285 |
285 |
|
16 |
41 |
61 |
74 |
103 |
190 |
284 |
284 |
|
17 |
41 |
61 |
73 |
102 |
189 |
284 |
284 |
|
18 |
40 |
60 |
73 |
101 |
188 |
283 |
283 |
|
19 |
40 |
59 |
72 |
101 |
188 |
283 |
283 |
|
20 |
40 |
59 |
72 |
101 |
188 |
282 |
282 |
|
21 |
39 |
59 |
72 |
101 |
188 |
282 |
282 |
|
22 |
39 |
59 |
71 |
100 |
187 |
282 |
282 |
|
23 |
39 |
58 |
71 |
100 |
187 |
281 |
281 |
|
24 |
38 |
57 |
70 |
99 |
186 |
281 |
281 |
|
25 |
37 |
57 |
70 |
98 |
185 |
280 |
280 |
|
26 |
37 |
56 |
69 |
98 |
185 |
279 |
279 |
|
27 |
36 |
55 |
68 |
97 |
184 |
278 |
278 |
|
28 |
35 |
55 |
70 |
96 |
183 |
278 |
278 |
|
29 |
35 |
54 |
72 |
96 |
183 |
277 |
277 |
|
30 |
34 |
53 |
75 |
95 |
182 |
276 |
276 |
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 |
68 |
187 |
298 |
3068 |
|
2 |
27 |
40 |
47 |
69 |
188 |
337 |
2289 |
|
3 |
26 |
40 |
48 |
73 |
182 |
352 |
1730 |
|
4 |
25 |
40 |
50 |
75 |
178 |
352 |
1338 |
|
5 |
25 |
41 |
53 |
77 |
178 |
343 |
1061 |
|
6 |
26 |
43 |
54 |
79 |
177 |
330 |
860 |
|
7 |
27 |
44 |
55 |
80 |
176 |
315 |
711 |
|
8 |
26 |
44 |
56 |
82 |
175 |
298 |
598 |
|
9 |
26 |
45 |
56 |
84 |
174 |
281 |
509 |
|
10 |
25 |
45 |
57 |
86 |
174 |
268 |
438 |
|
11 |
25 |
44 |
57 |
86 |
173 |
268 |
381 |
|
12 |
24 |
44 |
57 |
85 |
172 |
267 |
333 |
|
13 |
23 |
43 |
56 |
85 |
172 |
266 |
294 |
|
14 |
23 |
42 |
55 |
84 |
171 |
265 |
265 |
|
15 |
22 |
42 |
55 |
83 |
170 |
265 |
265 |
|
16 |
21 |
41 |
54 |
82 |
170 |
264 |
264 |
|
17 |
21 |
41 |
53 |
82 |
169 |
264 |
264 |
|
18 |
21 |
40 |
53 |
82 |
169 |
263 |
263 |
|
19 |
21 |
40 |
53 |
82 |
169 |
263 |
263 |
|
20 |
21 |
40 |
53 |
82 |
169 |
263 |
263 |
|
21 |
21 |
40 |
53 |
82 |
169 |
263 |
263 |
|
22 |
21 |
40 |
56 |
82 |
169 |
263 |
263 |
|
23 |
20 |
40 |
58 |
81 |
169 |
263 |
263 |
|
24 |
20 |
40 |
61 |
81 |
168 |
263 |
263 |
|
25 |
20 |
40 |
62 |
81 |
168 |
263 |
263 |
|
26 |
20 |
39 |
65 |
81 |
168 |
262 |
262 |
|
27 |
19 |
39 |
67 |
80 |
167 |
262 |
262 |
|
28 |
19 |
39 |
70 |
80 |
167 |
262 |
262 |
|
29 |
19 |
38 |
72 |
80 |
167 |
261 |
261 |
|
30 |
19 |
38 |
75 |
80 |
167 |
261 |
261 |
3.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
24 |
143 |
293 |
3011 |
|
2 |
0 |
1 |
6 |
25 |
144 |
331 |
2241 |
|
3 |
1 |
1 |
8 |
30 |
139 |
345 |
1691 |
|
4 |
1 |
3 |
11 |
34 |
137 |
344 |
1307 |
|
5 |
1 |
4 |
14 |
36 |
137 |
336 |
1036 |
|
6 |
2 |
4 |
16 |
39 |
137 |
323 |
840 |
|
7 |
2 |
5 |
19 |
41 |
137 |
308 |
695 |
|
8 |
2 |
6 |
22 |
43 |
137 |
291 |
584 |
|
9 |
2 |
7 |
23 |
46 |
137 |
275 |
497 |
|
10 |
4 |
8 |
26 |
48 |
137 |
259 |
428 |
|
11 |
4 |
9 |
29 |
50 |
138 |
243 |
371 |
|
12 |
4 |
9 |
30 |
49 |
136 |
231 |
325 |
|
13 |
4 |
10 |
33 |
50 |
137 |
232 |
286 |
|
14 |
4 |
11 |
36 |
50 |
137 |
231 |
253 |
|
15 |
5 |
12 |
38 |
49 |
136 |
230 |
230 |
|
16 |
6 |
12 |
40 |
48 |
135 |
229 |
229 |
|
17 |
6 |
14 |
42 |
49 |
135 |
229 |
229 |
|
18 |
6 |
14 |
45 |
50 |
135 |
229 |
229 |
|
19 |
7 |
15 |
47 |
53 |
135 |
230 |
230 |
|
20 |
7 |
16 |
49 |
54 |
136 |
230 |
230 |
|
21 |
7 |
17 |
51 |
57 |
136 |
231 |
231 |
|
22 |
7 |
17 |
54 |
59 |
136 |
231 |
231 |
|
23 |
8 |
19 |
57 |
60 |
136 |
231 |
231 |
|
24 |
8 |
19 |
58 |
62 |
136 |
230 |
230 |
|
25 |
8 |
20 |
61 |
64 |
136 |
230 |
230 |
|
26 |
9 |
21 |
63 |
66 |
136 |
230 |
230 |
|
27 |
9 |
22 |
66 |
68 |
136 |
230 |
230 |
|
28 |
10 |
22 |
68 |
70 |
135 |
230 |
230 |
|
29 |
10 |
24 |
70 |
72 |
135 |
230 |
230 |
|
30 |
10 |
24 |
73 |
74 |
135 |
230 |
230 |
3.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
42 |
54 |
61 |
83 |
202 |
298 |
3050 |
|
2 |
42 |
54 |
61 |
83 |
202 |
335 |
2272 |
|
3 |
41 |
54 |
63 |
87 |
196 |
349 |
1715 |
|
4 |
40 |
54 |
65 |
90 |
193 |
349 |
1326 |
|
5 |
40 |
55 |
67 |
91 |
192 |
341 |
1051 |
|
6 |
40 |
57 |
68 |
93 |
191 |
328 |
853 |
|
7 |
41 |
59 |
69 |
94 |
190 |
313 |
706 |
|
8 |
40 |
58 |
70 |
96 |
189 |
296 |
594 |
|
9 |
39 |
58 |
70 |
98 |
188 |
283 |
506 |
|
10 |
39 |
58 |
71 |
99 |
187 |
282 |
436 |
|
11 |
38 |
58 |
71 |
99 |
186 |
281 |
379 |
|
12 |
38 |
57 |
70 |
99 |
186 |
280 |
332 |
|
13 |
37 |
56 |
69 |
98 |
185 |
279 |
292 |
|
14 |
36 |
56 |
69 |
97 |
184 |
279 |
279 |
|
15 |
36 |
55 |
68 |
97 |
184 |
278 |
278 |
|
16 |
35 |
54 |
67 |
96 |
183 |
277 |
277 |
|
17 |
34 |
54 |
67 |
95 |
182 |
277 |
277 |
|
18 |
34 |
53 |
66 |
95 |
182 |
276 |
276 |
|
19 |
33 |
53 |
66 |
94 |
181 |
276 |
276 |
|
20 |
33 |
53 |
65 |
94 |
181 |
276 |
276 |
|
21 |
33 |
52 |
65 |
94 |
181 |
275 |
275 |
|
22 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
23 |
32 |
51 |
64 |
93 |
180 |
275 |
275 |
|
24 |
31 |
51 |
64 |
92 |
179 |
274 |
274 |
|
25 |
31 |
50 |
63 |
92 |
179 |
273 |
273 |
|
26 |
30 |
50 |
65 |
91 |
178 |
273 |
273 |
|
27 |
29 |
49 |
67 |
90 |
177 |
272 |
272 |
|
28 |
29 |
48 |
69 |
90 |
177 |
271 |
271 |
|
29 |
28 |
47 |
72 |
89 |
176 |
270 |
270 |
|
30 |
27 |
47 |
74 |
88 |
175 |
270 |
270 |
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 |
25 |
32 |
54 |
173 |
296 |
3055 |
|
2 |
16 |
29 |
36 |
58 |
177 |
336 |
2276 |
|
3 |
19 |
33 |
41 |
65 |
175 |
350 |
1719 |
|
4 |
21 |
36 |
46 |
71 |
174 |
350 |
1329 |
|
5 |
23 |
39 |
51 |
75 |
176 |
341 |
1054 |
|
6 |
23 |
40 |
51 |
76 |
174 |
329 |
855 |
|
7 |
28 |
46 |
56 |
81 |
177 |
313 |
708 |
|
8 |
27 |
45 |
56 |
83 |
176 |
297 |
595 |
|
9 |
28 |
47 |
59 |
86 |
177 |
280 |
507 |
|
10 |
30 |
49 |
62 |
90 |
178 |
272 |
437 |
|
11 |
31 |
50 |
63 |
92 |
179 |
273 |
379 |
|
12 |
31 |
51 |
64 |
93 |
180 |
274 |
332 |
|
13 |
32 |
51 |
64 |
93 |
180 |
274 |
293 |
|
14 |
32 |
52 |
64 |
93 |
180 |
275 |
275 |
|
15 |
32 |
52 |
65 |
93 |
180 |
275 |
275 |
|
16 |
32 |
51 |
64 |
93 |
180 |
274 |
274 |
|
17 |
32 |
51 |
64 |
93 |
180 |
274 |
274 |
|
18 |
31 |
51 |
63 |
92 |
179 |
274 |
274 |
|
19 |
31 |
50 |
63 |
92 |
179 |
273 |
273 |
|
20 |
31 |
50 |
63 |
92 |
179 |
273 |
273 |
|
21 |
31 |
50 |
63 |
92 |
179 |
273 |
273 |
|
22 |
31 |
50 |
63 |
92 |
179 |
273 |
273 |
|
23 |
30 |
50 |
63 |
91 |
178 |
273 |
273 |
|
24 |
30 |
49 |
62 |
91 |
178 |
272 |
272 |
|
25 |
29 |
49 |
62 |
90 |
177 |
272 |
272 |
|
26 |
29 |
48 |
65 |
90 |
177 |
271 |
271 |
|
27 |
28 |
48 |
67 |
89 |
176 |
271 |
271 |
|
28 |
28 |
47 |
70 |
89 |
176 |
270 |
270 |
|
29 |
27 |
47 |
72 |
88 |
175 |
270 |
270 |
|
30 |
27 |
46 |
74 |
88 |
175 |
269 |
269 |
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 |
12 |
25 |
31 |
53 |
173 |
297 |
3065 |
|
2 |
13 |
26 |
33 |
55 |
174 |
337 |
2284 |
|
3 |
14 |
27 |
36 |
60 |
169 |
351 |
1725 |
|
4 |
14 |
29 |
39 |
64 |
167 |
351 |
1333 |
|
5 |
15 |
31 |
42 |
66 |
167 |
342 |
1057 |
|
6 |
17 |
33 |
45 |
70 |
167 |
329 |
858 |
|
7 |
18 |
36 |
47 |
72 |
167 |
314 |
709 |
|
8 |
18 |
36 |
48 |
74 |
167 |
297 |
596 |
|
9 |
18 |
37 |
49 |
77 |
167 |
281 |
508 |
|
10 |
19 |
38 |
51 |
79 |
167 |
264 |
437 |
|
11 |
19 |
39 |
52 |
80 |
167 |
262 |
380 |
|
12 |
19 |
39 |
52 |
80 |
168 |
262 |
332 |
|
13 |
20 |
39 |
52 |
81 |
168 |
262 |
293 |
|
14 |
20 |
39 |
52 |
81 |
168 |
262 |
262 |
|
15 |
20 |
39 |
52 |
81 |
168 |
262 |
262 |
|
16 |
19 |
39 |
52 |
80 |
167 |
262 |
262 |
|
17 |
19 |
39 |
52 |
80 |
167 |
262 |
262 |
|
18 |
19 |
39 |
52 |
80 |
167 |
262 |
262 |
|
19 |
19 |
39 |
52 |
80 |
167 |
262 |
262 |
|
20 |
19 |
39 |
52 |
80 |
167 |
262 |
262 |
|
21 |
19 |
39 |
53 |
80 |
167 |
262 |
262 |
|
22 |
19 |
39 |
55 |
80 |
167 |
262 |
262 |
|
23 |
19 |
38 |
57 |
80 |
167 |
261 |
261 |
|
24 |
18 |
38 |
60 |
79 |
166 |
261 |
261 |
|
25 |
18 |
37 |
62 |
79 |
166 |
260 |
260 |
|
26 |
17 |
37 |
65 |
78 |
165 |
260 |
260 |
|
27 |
17 |
36 |
67 |
78 |
165 |
259 |
259 |
|
28 |
16 |
36 |
69 |
78 |
165 |
259 |
259 |
|
29 |
16 |
36 |
72 |
77 |
164 |
259 |
259 |
|
30 |
16 |
35 |
74 |
77 |
164 |
258 |
258 |
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 |
86 |
206 |
302 |
3047 |
|
2 |
48 |
61 |
67 |
89 |
209 |
336 |
2277 |
|
3 |
50 |
64 |
73 |
97 |
206 |
351 |
1724 |
|
4 |
52 |
66 |
77 |
102 |
205 |
352 |
1337 |
|
5 |
53 |
69 |
81 |
105 |
205 |
344 |
1062 |
|
6 |
55 |
72 |
83 |
108 |
206 |
332 |
864 |
|
7 |
57 |
74 |
85 |
110 |
206 |
318 |
716 |
|
8 |
56 |
75 |
86 |
112 |
206 |
302 |
603 |
|
9 |
57 |
76 |
88 |
115 |
205 |
300 |
515 |
|
10 |
57 |
76 |
89 |
117 |
205 |
300 |
444 |
|
11 |
57 |
76 |
89 |
118 |
205 |
300 |
386 |
|
12 |
56 |
76 |
89 |
117 |
204 |
299 |
338 |
|
13 |
56 |
75 |
88 |
117 |
204 |
298 |
298 |
|
14 |
55 |
74 |
87 |
116 |
203 |
297 |
297 |
|
15 |
54 |
74 |
86 |
115 |
202 |
297 |
297 |
|
16 |
53 |
73 |
86 |
114 |
201 |
296 |
296 |
|
17 |
53 |
72 |
85 |
114 |
201 |
295 |
295 |
|
18 |
52 |
71 |
84 |
113 |
200 |
295 |
295 |
|
19 |
51 |
71 |
84 |
112 |
199 |
294 |
294 |
|
20 |
51 |
70 |
83 |
112 |
199 |
293 |
293 |
|
21 |
50 |
70 |
82 |
111 |
198 |
293 |
293 |
|
22 |
49 |
69 |
81 |
110 |
197 |
292 |
292 |
|
23 |
48 |
68 |
81 |
109 |
196 |
291 |
291 |
|
24 |
47 |
67 |
80 |
108 |
195 |
290 |
290 |
|
25 |
46 |
66 |
79 |
108 |
195 |
289 |
289 |
|
26 |
46 |
65 |
78 |
107 |
194 |
288 |
288 |
|
27 |
45 |
64 |
77 |
106 |
193 |
287 |
287 |
|
28 |
44 |
63 |
76 |
105 |
192 |
286 |
286 |
|
29 |
43 |
62 |
75 |
104 |
191 |
285 |
285 |
|
30 |
42 |
61 |
77 |
103 |
190 |
285 |
285 |
3.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
77 |
90 |
96 |
118 |
237 |
334 |
3132 |
|
2 |
81 |
94 |
100 |
122 |
242 |
346 |
2353 |
|
3 |
81 |
95 |
104 |
128 |
237 |
363 |
1788 |
|
4 |
81 |
96 |
106 |
131 |
234 |
365 |
1389 |
|
5 |
84 |
100 |
111 |
135 |
236 |
358 |
1105 |
|
6 |
86 |
103 |
114 |
139 |
237 |
346 |
899 |
|
7 |
88 |
106 |
117 |
142 |
238 |
332 |
746 |
|
8 |
90 |
108 |
119 |
145 |
239 |
333 |
628 |
|
9 |
91 |
110 |
122 |
149 |
239 |
334 |
536 |
|
10 |
91 |
111 |
123 |
151 |
240 |
334 |
463 |
|
11 |
91 |
111 |
123 |
152 |
239 |
334 |
403 |
|
12 |
90 |
110 |
123 |
151 |
238 |
333 |
353 |
|
13 |
89 |
109 |
121 |
150 |
237 |
332 |
332 |
|
14 |
88 |
107 |
120 |
149 |
236 |
330 |
330 |
|
15 |
86 |
106 |
119 |
147 |
234 |
329 |
329 |
|
16 |
85 |
105 |
117 |
146 |
233 |
328 |
328 |
|
17 |
84 |
103 |
116 |
145 |
232 |
326 |
326 |
|
18 |
82 |
102 |
115 |
143 |
230 |
325 |
325 |
|
19 |
81 |
101 |
113 |
142 |
229 |
324 |
324 |
|
20 |
80 |
99 |
112 |
141 |
228 |
322 |
322 |
|
21 |
78 |
98 |
111 |
139 |
226 |
321 |
321 |
|
22 |
77 |
96 |
109 |
138 |
225 |
319 |
319 |
|
23 |
75 |
95 |
108 |
136 |
223 |
318 |
318 |
|
24 |
74 |
93 |
106 |
135 |
222 |
316 |
316 |
|
25 |
72 |
92 |
104 |
133 |
220 |
315 |
315 |
|
26 |
70 |
90 |
103 |
131 |
218 |
313 |
313 |
|
27 |
69 |
88 |
101 |
130 |
217 |
311 |
311 |
|
28 |
67 |
87 |
99 |
128 |
215 |
310 |
310 |
|
29 |
66 |
85 |
98 |
127 |
214 |
308 |
308 |
|
30 |
64 |
84 |
96 |
125 |
212 |
307 |
307 |
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 |
6 |
19 |
25 |
47 |
166 |
297 |
3059 |
|
2 |
9 |
22 |
28 |
50 |
169 |
336 |
2278 |
|
3 |
11 |
24 |
33 |
57 |
166 |
350 |
1719 |
|
4 |
12 |
27 |
37 |
63 |
166 |
349 |
1328 |
|
5 |
14 |
30 |
42 |
66 |
167 |
341 |
1053 |
|
6 |
16 |
33 |
45 |
69 |
167 |
328 |
854 |
|
7 |
18 |
36 |
47 |
72 |
167 |
313 |
706 |
|
8 |
18 |
37 |
48 |
74 |
167 |
296 |
594 |
|
9 |
19 |
38 |
49 |
77 |
167 |
279 |
505 |
|
10 |
19 |
38 |
51 |
79 |
167 |
263 |
435 |
|
11 |
19 |
39 |
51 |
80 |
167 |
262 |
378 |
|
12 |
19 |
38 |
51 |
80 |
167 |
261 |
331 |
|
13 |
18 |
38 |
51 |
79 |
166 |
261 |
291 |
|
14 |
18 |
37 |
50 |
79 |
166 |
260 |
260 |
|
15 |
17 |
36 |
49 |
78 |
165 |
259 |
259 |
|
16 |
16 |
36 |
48 |
77 |
164 |
259 |
259 |
|
17 |
16 |
35 |
48 |
77 |
164 |
258 |
258 |
|
18 |
15 |
35 |
48 |
76 |
163 |
258 |
258 |
|
19 |
15 |
35 |
48 |
76 |
163 |
258 |
258 |
|
20 |
15 |
35 |
50 |
76 |
164 |
258 |
258 |
|
21 |
16 |
35 |
53 |
77 |
164 |
258 |
258 |
|
22 |
16 |
35 |
56 |
77 |
164 |
258 |
258 |
|
23 |
15 |
35 |
57 |
77 |
164 |
258 |
258 |
|
24 |
15 |
35 |
60 |
76 |
163 |
258 |
258 |
|
25 |
15 |
35 |
62 |
76 |
163 |
258 |
258 |
|
26 |
15 |
35 |
65 |
76 |
163 |
258 |
258 |
|
27 |
15 |
34 |
67 |
76 |
163 |
257 |
257 |
|
28 |
15 |
34 |
69 |
76 |
163 |
257 |
257 |
|
29 |
14 |
34 |
72 |
76 |
163 |
257 |
257 |
|
30 |
14 |
34 |
74 |
75 |
162 |
257 |
257 |
3.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
90 |
103 |
110 |
132 |
251 |
347 |
3218 |
|
2 |
91 |
104 |
110 |
132 |
252 |
354 |
2411 |
|
3 |
91 |
104 |
113 |
137 |
246 |
371 |
1829 |
|
4 |
91 |
105 |
116 |
141 |
244 |
372 |
1419 |
|
5 |
91 |
107 |
119 |
143 |
244 |
364 |
1128 |
|
6 |
92 |
109 |
121 |
145 |
243 |
352 |
917 |
|
7 |
94 |
111 |
122 |
147 |
243 |
337 |
760 |
|
8 |
93 |
112 |
123 |
149 |
243 |
337 |
639 |
|
9 |
93 |
112 |
124 |
151 |
242 |
336 |
545 |
|
10 |
92 |
111 |
124 |
152 |
240 |
335 |
469 |
|
11 |
90 |
110 |
123 |
151 |
239 |
333 |
408 |
|
12 |
89 |
108 |
121 |
150 |
237 |
331 |
357 |
|
13 |
87 |
106 |
119 |
148 |
235 |
329 |
329 |
|
14 |
85 |
105 |
117 |
146 |
233 |
328 |
328 |
|
15 |
83 |
103 |
116 |
144 |
231 |
326 |
326 |
|
16 |
81 |
101 |
114 |
142 |
229 |
324 |
324 |
|
17 |
80 |
99 |
112 |
141 |
228 |
322 |
322 |
|
18 |
78 |
98 |
111 |
139 |
226 |
321 |
321 |
|
19 |
77 |
96 |
109 |
138 |
225 |
319 |
319 |
|
20 |
76 |
95 |
108 |
137 |
224 |
318 |
318 |
|
21 |
75 |
94 |
107 |
136 |
223 |
317 |
317 |
|
22 |
74 |
93 |
106 |
135 |
222 |
316 |
316 |
|
23 |
72 |
92 |
105 |
133 |
220 |
315 |
315 |
|
24 |
71 |
91 |
103 |
132 |
219 |
314 |
314 |
|
25 |
70 |
89 |
102 |
131 |
218 |
313 |
313 |
|
26 |
69 |
88 |
101 |
130 |
217 |
311 |
311 |
|
27 |
68 |
87 |
100 |
129 |
216 |
310 |
310 |
|
28 |
66 |
86 |
99 |
127 |
215 |
309 |
309 |
|
29 |
65 |
85 |
98 |
126 |
213 |
308 |
308 |
|
30 |
64 |
84 |
97 |
125 |
212 |
307 |
307 |
3.20
Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
321 |
334 |
340 |
362 |
482 |
578 |
3256 |
|
2 |
79 |
92 |
98 |
120 |
240 |
356 |
2427 |
|
3 |
81 |
95 |
103 |
128 |
237 |
371 |
1835 |
|
4 |
83 |
98 |
108 |
134 |
236 |
371 |
1419 |
|
5 |
85 |
101 |
113 |
137 |
238 |
363 |
1126 |
|
6 |
87 |
104 |
116 |
140 |
238 |
349 |
913 |
|
7 |
89 |
107 |
118 |
143 |
239 |
333 |
756 |
|
8 |
90 |
109 |
120 |
146 |
239 |
334 |
636 |
|
9 |
91 |
110 |
122 |
149 |
240 |
334 |
542 |
|
10 |
91 |
110 |
123 |
151 |
239 |
334 |
466 |
|
11 |
91 |
111 |
123 |
152 |
239 |
334 |
405 |
|
12 |
91 |
111 |
124 |
152 |
239 |
334 |
355 |
|
13 |
92 |
111 |
124 |
153 |
240 |
334 |
334 |
|
14 |
92 |
112 |
124 |
153 |
240 |
335 |
335 |
|
15 |
93 |
112 |
125 |
154 |
241 |
335 |
335 |
|
16 |
94 |
113 |
126 |
155 |
242 |
336 |
336 |
|
17 |
95 |
114 |
127 |
156 |
243 |
337 |
337 |
|
18 |
96 |
115 |
128 |
157 |
244 |
338 |
338 |
|
19 |
97 |
116 |
129 |
158 |
245 |
339 |
339 |
|
20 |
97 |
117 |
129 |
158 |
245 |
340 |
340 |
|
21 |
97 |
117 |
130 |
158 |
245 |
340 |
340 |
|
22 |
97 |
116 |
129 |
158 |
245 |
340 |
340 |
|
23 |
96 |
116 |
129 |
157 |
244 |
339 |
339 |
|
24 |
95 |
115 |
128 |
156 |
243 |
338 |
338 |
|
25 |
94 |
114 |
127 |
155 |
242 |
337 |
337 |
|
26 |
93 |
113 |
125 |
154 |
241 |
336 |
336 |
|
27 |
92 |
111 |
124 |
153 |
240 |
334 |
334 |
|
28 |
90 |
110 |
123 |
151 |
239 |
333 |
333 |
|
29 |
89 |
109 |
121 |
150 |
237 |
332 |
332 |
|
30 |
88 |
107 |
120 |
149 |
236 |
330 |
330 |
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 |
6 |
13 |
35 |
154 |
296 |
3053 |
|
2 |
0 |
6 |
13 |
35 |
154 |
335 |
2273 |
|
3 |
1 |
6 |
15 |
39 |
148 |
349 |
1715 |
|
4 |
1 |
7 |
17 |
42 |
145 |
348 |
1325 |
|
5 |
1 |
8 |
19 |
43 |
144 |
340 |
1049 |
|
6 |
2 |
9 |
21 |
46 |
144 |
327 |
851 |
|
7 |
2 |
11 |
22 |
47 |
143 |
311 |
703 |
|
8 |
2 |
11 |
23 |
49 |
142 |
294 |
590 |
|
9 |
2 |
11 |
24 |
51 |
141 |
278 |
503 |
|
10 |
4 |
12 |
26 |
53 |
141 |
261 |
432 |
|
11 |
4 |
12 |
29 |
53 |
141 |
245 |
376 |
|
12 |
4 |
12 |
31 |
53 |
140 |
235 |
329 |
|
13 |
4 |
12 |
33 |
54 |
141 |
235 |
290 |
|
14 |
4 |
12 |
36 |
54 |
141 |
235 |
257 |
|
15 |
5 |
12 |
39 |
54 |
141 |
236 |
236 |
|
16 |
6 |
13 |
40 |
54 |
141 |
236 |
236 |
|
17 |
6 |
14 |
43 |
55 |
142 |
236 |
236 |
|
18 |
6 |
14 |
46 |
55 |
142 |
237 |
237 |
|
19 |
7 |
15 |
48 |
56 |
143 |
237 |
237 |
|
20 |
7 |
16 |
50 |
57 |
144 |
238 |
238 |
|
21 |
7 |
17 |
53 |
57 |
144 |
239 |
239 |
|
22 |
8 |
17 |
54 |
59 |
145 |
240 |
240 |
|
23 |
8 |
19 |
57 |
62 |
146 |
240 |
240 |
|
24 |
8 |
20 |
60 |
63 |
146 |
241 |
241 |
|
25 |
9 |
20 |
62 |
65 |
147 |
241 |
241 |
|
26 |
9 |
22 |
65 |
67 |
147 |
241 |
241 |
|
27 |
9 |
22 |
67 |
69 |
147 |
242 |
242 |
|
28 |
10 |
23 |
69 |
71 |
147 |
242 |
242 |
|
29 |
10 |
24 |
72 |
73 |
148 |
242 |
242 |
|
30 |
10 |
24 |
74 |
74 |
148 |
242 |
242 |
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 |
60 |
67 |
88 |
208 |
304 |
3061 |
|
2 |
48 |
61 |
67 |
89 |
209 |
336 |
2279 |
|
3 |
47 |
61 |
70 |
94 |
203 |
350 |
1721 |
|
4 |
47 |
61 |
72 |
97 |
200 |
350 |
1330 |
|
5 |
47 |
63 |
74 |
98 |
199 |
341 |
1055 |
|
6 |
48 |
65 |
76 |
101 |
199 |
328 |
855 |
|
7 |
48 |
66 |
77 |
102 |
197 |
313 |
708 |
|
8 |
48 |
66 |
77 |
104 |
197 |
297 |
595 |
|
9 |
47 |
66 |
78 |
106 |
196 |
291 |
507 |
|
10 |
46 |
66 |
79 |
107 |
195 |
289 |
436 |
|
11 |
45 |
65 |
78 |
106 |
193 |
288 |
379 |
|
12 |
44 |
63 |
76 |
105 |
192 |
287 |
332 |
|
13 |
42 |
62 |
75 |
104 |
191 |
285 |
292 |
|
14 |
41 |
61 |
73 |
102 |
189 |
284 |
284 |
|
15 |
40 |
59 |
72 |
101 |
188 |
282 |
282 |
|
16 |
38 |
58 |
71 |
99 |
186 |
281 |
281 |
|
17 |
37 |
57 |
70 |
98 |
185 |
280 |
280 |
|
18 |
36 |
56 |
69 |
97 |
184 |
279 |
279 |
|
19 |
35 |
55 |
68 |
96 |
183 |
278 |
278 |
|
20 |
35 |
54 |
67 |
96 |
183 |
277 |
277 |
|
21 |
34 |
54 |
67 |
95 |
182 |
277 |
277 |
|
22 |
34 |
53 |
66 |
95 |
182 |
276 |
276 |
|
23 |
33 |
53 |
65 |
94 |
181 |
276 |
276 |
|
24 |
32 |
52 |
65 |
93 |
180 |
275 |
275 |
|
25 |
32 |
51 |
64 |
93 |
180 |
274 |
274 |
|
26 |
31 |
51 |
65 |
92 |
179 |
274 |
274 |
|
27 |
30 |
50 |
67 |
91 |
178 |
273 |
273 |
|
28 |
30 |
49 |
69 |
91 |
178 |
272 |
272 |
|
29 |
29 |
49 |
72 |
90 |
177 |
272 |
272 |
|
30 |
28 |
48 |
74 |
89 |
176 |
271 |
271 |
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 |
111 |
124 |
130 |
152 |
271 |
368 |
3207 |
|
2 |
112 |
125 |
131 |
153 |
272 |
369 |
2395 |
|
3 |
113 |
127 |
135 |
159 |
269 |
368 |
1816 |
|
4 |
114 |
128 |
139 |
164 |
267 |
369 |
1409 |
|
5 |
115 |
131 |
143 |
167 |
267 |
362 |
1121 |
|
6 |
117 |
133 |
145 |
170 |
268 |
362 |
913 |
|
7 |
118 |
136 |
147 |
172 |
267 |
362 |
758 |
|
8 |
118 |
136 |
147 |
174 |
267 |
361 |
640 |
|
9 |
117 |
136 |
148 |
176 |
266 |
361 |
547 |
|
10 |
117 |
136 |
149 |
177 |
265 |
360 |
472 |
|
11 |
116 |
136 |
148 |
177 |
264 |
359 |
411 |
|
12 |
115 |
134 |
147 |
176 |
263 |
357 |
361 |
|
13 |
113 |
132 |
145 |
174 |
261 |
355 |
355 |
|
14 |
111 |
130 |
143 |
172 |
259 |
353 |
353 |
|
15 |
109 |
128 |
141 |
170 |
257 |
351 |
351 |
|
16 |
106 |
126 |
139 |
167 |
254 |
349 |
349 |
|
17 |
104 |
124 |
137 |
165 |
252 |
347 |
347 |
|
18 |
102 |
122 |
135 |
163 |
250 |
345 |
345 |
|
19 |
100 |
120 |
133 |
161 |
248 |
343 |
343 |
|
20 |
99 |
118 |
131 |
160 |
247 |
341 |
341 |
|
21 |
97 |
116 |
129 |
158 |
245 |
340 |
340 |
|
22 |
95 |
115 |
127 |
156 |
243 |
338 |
338 |
|
23 |
93 |
113 |
126 |
154 |
241 |
336 |
336 |
|
24 |
91 |
111 |
124 |
152 |
239 |
334 |
334 |
|
25 |
90 |
109 |
122 |
151 |
238 |
332 |
332 |
|
26 |
88 |
107 |
120 |
149 |
236 |
330 |
330 |
|
27 |
86 |
106 |
118 |
147 |
234 |
329 |
329 |
|
28 |
84 |
104 |
117 |
145 |
232 |
327 |
327 |
|
29 |
83 |
102 |
115 |
144 |
231 |
325 |
325 |
|
30 |
81 |
101 |
113 |
142 |
229 |
324 |
324 |
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 |
163 |
175 |
182 |
204 |
323 |
419 |
3185 |
|
2 |
172 |
185 |
191 |
213 |
333 |
429 |
2411 |
|
3 |
176 |
190 |
198 |
223 |
332 |
429 |
1838 |
|
4 |
178 |
193 |
203 |
228 |
331 |
426 |
1428 |
|
5 |
179 |
195 |
206 |
230 |
331 |
426 |
1136 |
|
6 |
180 |
196 |
208 |
233 |
330 |
425 |
924 |
|
7 |
180 |
198 |
209 |
234 |
329 |
424 |
765 |
|
8 |
179 |
197 |
208 |
235 |
328 |
422 |
644 |
|
9 |
178 |
197 |
209 |
236 |
327 |
421 |
550 |
|
10 |
177 |
196 |
209 |
237 |
325 |
420 |
474 |
|
11 |
175 |
195 |
208 |
236 |
324 |
418 |
418 |
|
12 |
173 |
193 |
205 |
234 |
321 |
416 |
416 |
|
13 |
170 |
190 |
203 |
231 |
318 |
413 |
413 |
|
14 |
167 |
187 |
200 |
228 |
315 |
410 |
410 |
|
15 |
164 |
184 |
197 |
225 |
312 |
407 |
407 |
|
16 |
161 |
181 |
194 |
222 |
309 |
404 |
404 |
|
17 |
158 |
178 |
191 |
219 |
306 |
401 |
401 |
|
18 |
155 |
175 |
188 |
216 |
303 |
398 |
398 |
|
19 |
152 |
172 |
185 |
213 |
300 |
395 |
395 |
|
20 |
149 |
169 |
182 |
210 |
297 |
392 |
392 |
|
21 |
146 |
166 |
179 |
207 |
294 |
389 |
389 |
|
22 |
143 |
163 |
176 |
204 |
291 |
386 |
386 |
|
23 |
140 |
160 |
172 |
201 |
288 |
383 |
383 |
|
24 |
137 |
157 |
169 |
198 |
285 |
380 |
380 |
|
25 |
134 |
154 |
166 |
195 |
282 |
377 |
377 |
|
26 |
131 |
151 |
163 |
192 |
279 |
374 |
374 |
|
27 |
128 |
148 |
160 |
189 |
276 |
371 |
371 |
|
28 |
125 |
145 |
158 |
186 |
273 |
368 |
368 |
|
29 |
123 |
142 |
155 |
184 |
271 |
365 |
365 |
|
30 |
120 |
139 |
152 |
181 |
268 |
362 |
362 |
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 |
27 |
39 |
46 |
68 |
187 |
306 |
3162 |
|
2 |
27 |
40 |
47 |
69 |
188 |
347 |
2358 |
|
3 |
27 |
41 |
49 |
74 |
183 |
361 |
1781 |
|
4 |
27 |
41 |
52 |
77 |
180 |
361 |
1377 |
|
5 |
27 |
43 |
55 |
79 |
180 |
352 |
1091 |
|
6 |
28 |
45 |
56 |
81 |
179 |
339 |
885 |
|
7 |
29 |
47 |
57 |
82 |
178 |
323 |
732 |
|
8 |
28 |
46 |
58 |
84 |
177 |
306 |
615 |
|
9 |
27 |
46 |
58 |
86 |
176 |
289 |
524 |
|
10 |
27 |
46 |
59 |
87 |
175 |
272 |
451 |
|
11 |
27 |
46 |
59 |
88 |
175 |
269 |
392 |
|
12 |
26 |
46 |
58 |
87 |
174 |
269 |
343 |
|
13 |
25 |
45 |
58 |
87 |
174 |
268 |
302 |
|
14 |
25 |
45 |
57 |
86 |
173 |
268 |
268 |
|
15 |
25 |
44 |
57 |
86 |
173 |
267 |
267 |
|
16 |
25 |
44 |
57 |
86 |
173 |
267 |
267 |
|
17 |
25 |
44 |
57 |
86 |
173 |
267 |
267 |
|
18 |
25 |
44 |
57 |
86 |
173 |
267 |
267 |
|
19 |
25 |
44 |
57 |
86 |
173 |
267 |
267 |
|
20 |
25 |
44 |
57 |
86 |
173 |
267 |
267 |
|
21 |
25 |
44 |
57 |
86 |
173 |
267 |
267 |
|
22 |
25 |
44 |
57 |
86 |
173 |
267 |
267 |
|
23 |
25 |
44 |
60 |
86 |
173 |
267 |
267 |
|
24 |
24 |
44 |
62 |
85 |
172 |
267 |
267 |
|
25 |
24 |
44 |
65 |
85 |
172 |
267 |
267 |
|
26 |
24 |
43 |
66 |
85 |
172 |
266 |
266 |
|
27 |
23 |
43 |
69 |
84 |
171 |
266 |
266 |
|
28 |
23 |
43 |
72 |
84 |
171 |
266 |
266 |
|
29 |
23 |
42 |
74 |
84 |
171 |
265 |
265 |
|
30 |
22 |
42 |
77 |
83 |
170 |
265 |
265 |
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 |
24 |
36 |
43 |
65 |
184 |
303 |
3124 |
|
2 |
25 |
38 |
45 |
67 |
186 |
343 |
2330 |
|
3 |
26 |
40 |
48 |
73 |
182 |
357 |
1760 |
|
4 |
27 |
42 |
52 |
78 |
181 |
357 |
1361 |
|
5 |
29 |
45 |
57 |
81 |
181 |
349 |
1079 |
|
6 |
31 |
48 |
59 |
84 |
182 |
336 |
875 |
|
7 |
33 |
51 |
61 |
86 |
182 |
320 |
724 |
|
8 |
33 |
51 |
63 |
89 |
182 |
304 |
609 |
|
9 |
33 |
52 |
64 |
92 |
182 |
287 |
519 |
|
10 |
34 |
54 |
66 |
94 |
183 |
277 |
447 |
|
11 |
35 |
54 |
67 |
96 |
183 |
277 |
389 |
|
12 |
35 |
55 |
67 |
96 |
183 |
278 |
341 |
|
13 |
35 |
54 |
67 |
96 |
183 |
278 |
300 |
|
14 |
35 |
54 |
67 |
96 |
183 |
277 |
277 |
|
15 |
35 |
54 |
67 |
96 |
183 |
277 |
277 |
|
16 |
34 |
54 |
67 |
95 |
182 |
277 |
277 |
|
17 |
34 |
54 |
67 |
95 |
182 |
277 |
277 |
|
18 |
34 |
54 |
67 |
95 |
182 |
277 |
277 |
|
19 |
34 |
54 |
67 |
95 |
183 |
277 |
277 |
|
20 |
35 |
54 |
67 |
96 |
183 |
277 |
277 |
|
21 |
35 |
54 |
67 |
96 |
183 |
277 |
277 |
|
22 |
35 |
54 |
67 |
96 |
183 |
277 |
277 |
|
23 |
35 |
54 |
67 |
96 |
183 |
277 |
277 |
|
24 |
34 |
54 |
67 |
95 |
182 |
277 |
277 |
|
25 |
34 |
53 |
66 |
95 |
182 |
276 |
276 |
|
26 |
33 |
53 |
66 |
94 |
181 |
276 |
276 |
|
27 |
33 |
52 |
69 |
94 |
181 |
275 |
275 |
|
28 |
32 |
52 |
71 |
93 |
180 |
275 |
275 |
|
29 |
32 |
51 |
74 |
93 |
180 |
274 |
274 |
|
30 |
31 |
51 |
77 |
92 |
179 |
274 |
274 |
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 |
162 |
282 |
378 |
3231 |
|
2 |
120 |
133 |
139 |
161 |
280 |
377 |
2425 |
|
3 |
118 |
132 |
140 |
165 |
274 |
372 |
1839 |
|
4 |
118 |
132 |
143 |
168 |
271 |
373 |
1425 |
|
5 |
118 |
133 |
145 |
169 |
270 |
365 |
1132 |
|
6 |
118 |
134 |
146 |
171 |
269 |
363 |
919 |
|
7 |
118 |
136 |
147 |
172 |
268 |
362 |
761 |
|
8 |
118 |
136 |
147 |
174 |
267 |
361 |
640 |
|
9 |
117 |
136 |
148 |
175 |
266 |
360 |
545 |
|
10 |
117 |
136 |
149 |
177 |
265 |
360 |
469 |
|
11 |
116 |
136 |
148 |
177 |
264 |
359 |
408 |
|
12 |
115 |
135 |
147 |
176 |
263 |
358 |
358 |
|
13 |
114 |
133 |
146 |
175 |
262 |
356 |
356 |
|
14 |
113 |
132 |
145 |
174 |
261 |
355 |
355 |
|
15 |
110 |
130 |
143 |
171 |
259 |
353 |
353 |
|
16 |
108 |
128 |
141 |
169 |
256 |
351 |
351 |
|
17 |
106 |
125 |
138 |
167 |
254 |
348 |
348 |
|
18 |
104 |
123 |
136 |
165 |
252 |
346 |
346 |
|
19 |
102 |
121 |
134 |
163 |
250 |
344 |
344 |
|
20 |
99 |
119 |
132 |
160 |
248 |
342 |
342 |
|
21 |
97 |
117 |
129 |
158 |
245 |
340 |
340 |
|
22 |
95 |
115 |
127 |
156 |
243 |
338 |
338 |
|
23 |
93 |
112 |
125 |
154 |
241 |
335 |
335 |
|
24 |
91 |
110 |
123 |
152 |
239 |
333 |
333 |
|
25 |
88 |
108 |
121 |
149 |
236 |
331 |
331 |
|
26 |
86 |
106 |
119 |
147 |
234 |
329 |
329 |
|
27 |
84 |
104 |
116 |
145 |
232 |
327 |
327 |
|
28 |
82 |
102 |
114 |
143 |
230 |
325 |
325 |
|
29 |
80 |
100 |
112 |
141 |
228 |
323 |
323 |
|
30 |
78 |
98 |
111 |
139 |
226 |
321 |
321 |
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 |
7 |
14 |
36 |
155 |
296 |
3053 |
|
2 |
0 |
9 |
16 |
37 |
157 |
335 |
2274 |
|
3 |
1 |
11 |
19 |
44 |
153 |
349 |
1716 |
|
4 |
1 |
13 |
23 |
49 |
151 |
349 |
1327 |
|
5 |
1 |
16 |
27 |
51 |
152 |
341 |
1052 |
|
6 |
2 |
19 |
30 |
55 |
153 |
328 |
853 |
|
7 |
4 |
21 |
32 |
57 |
153 |
313 |
706 |
|
8 |
4 |
22 |
34 |
60 |
153 |
296 |
593 |
|
9 |
4 |
23 |
35 |
63 |
153 |
279 |
505 |
|
10 |
4 |
24 |
36 |
65 |
153 |
263 |
435 |
|
11 |
4 |
24 |
37 |
65 |
152 |
247 |
378 |
|
12 |
4 |
24 |
36 |
65 |
152 |
247 |
331 |
|
13 |
4 |
23 |
36 |
65 |
152 |
246 |
291 |
|
14 |
4 |
23 |
36 |
65 |
152 |
246 |
258 |
|
15 |
5 |
23 |
39 |
64 |
152 |
246 |
246 |
|
16 |
6 |
23 |
40 |
64 |
151 |
246 |
246 |
|
17 |
6 |
23 |
43 |
64 |
151 |
246 |
246 |
|
18 |
6 |
23 |
46 |
64 |
151 |
246 |
246 |
|
19 |
7 |
23 |
48 |
64 |
151 |
246 |
246 |
|
20 |
7 |
23 |
50 |
65 |
152 |
246 |
246 |
|
21 |
7 |
24 |
53 |
65 |
152 |
247 |
247 |
|
22 |
8 |
24 |
54 |
66 |
153 |
247 |
247 |
|
23 |
8 |
24 |
57 |
66 |
153 |
247 |
247 |
|
24 |
8 |
25 |
60 |
66 |
153 |
248 |
248 |
|
25 |
9 |
25 |
62 |
66 |
153 |
248 |
248 |
|
26 |
9 |
25 |
64 |
67 |
153 |
248 |
248 |
|
27 |
9 |
25 |
67 |
69 |
153 |
248 |
248 |
|
28 |
10 |
25 |
69 |
71 |
154 |
248 |
248 |
|
29 |
10 |
25 |
72 |
73 |
154 |
248 |
248 |
|
30 |
10 |
25 |
74 |
74 |
154 |
248 |
248 |
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 |
44 |
50 |
72 |
191 |
298 |
3072 |
|
2 |
31 |
44 |
51 |
72 |
192 |
338 |
2291 |
|
3 |
30 |
44 |
52 |
76 |
186 |
352 |
1730 |
|
4 |
29 |
43 |
54 |
79 |
182 |
352 |
1337 |
|
5 |
29 |
44 |
56 |
80 |
181 |
343 |
1060 |
|
6 |
31 |
48 |
59 |
84 |
182 |
330 |
859 |
|
7 |
29 |
47 |
58 |
83 |
179 |
314 |
710 |
|
8 |
33 |
51 |
63 |
89 |
182 |
298 |
597 |
|
9 |
32 |
51 |
63 |
91 |
181 |
281 |
508 |
|
10 |
27 |
47 |
59 |
87 |
176 |
270 |
437 |
|
11 |
23 |
42 |
55 |
84 |
171 |
266 |
379 |
|
12 |
20 |
39 |
52 |
81 |
168 |
262 |
332 |
|
13 |
17 |
37 |
50 |
78 |
165 |
260 |
292 |
|
14 |
15 |
35 |
48 |
76 |
163 |
258 |
258 |
|
15 |
14 |
33 |
46 |
75 |
162 |
256 |
256 |
|
16 |
12 |
32 |
45 |
73 |
160 |
255 |
255 |
|
17 |
12 |
31 |
44 |
73 |
160 |
254 |
254 |
|
18 |
11 |
30 |
46 |
72 |
159 |
254 |
254 |
|
19 |
11 |
30 |
48 |
72 |
159 |
253 |
253 |
|
20 |
11 |
30 |
50 |
72 |
159 |
253 |
253 |
|
21 |
11 |
30 |
53 |
72 |
159 |
253 |
253 |
|
22 |
11 |
30 |
55 |
72 |
159 |
253 |
253 |
|
23 |
10 |
30 |
57 |
71 |
159 |
253 |
253 |
|
24 |
10 |
30 |
60 |
71 |
158 |
253 |
253 |
|
25 |
10 |
30 |
62 |
71 |
158 |
253 |
253 |
|
26 |
10 |
30 |
64 |
71 |
158 |
253 |
253 |
|
27 |
10 |
30 |
67 |
71 |
158 |
253 |
253 |
|
28 |
10 |
29 |
69 |
71 |
158 |
252 |
252 |
|
29 |
10 |
29 |
72 |
72 |
158 |
252 |
252 |
|
30 |
10 |
29 |
74 |
74 |
158 |
252 |
252 |
3.30
Turkish lira
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
197 |
210 |
216 |
238 |
357 |
454 |
3852 |
|
2 |
193 |
206 |
213 |
235 |
354 |
450 |
2860 |
|
3 |
188 |
202 |
210 |
235 |
344 |
440 |
2145 |
|
4 |
184 |
198 |
208 |
234 |
337 |
432 |
1646 |
|
5 |
179 |
195 |
207 |
231 |
332 |
426 |
1297 |
|
6 |
176 |
193 |
204 |
229 |
327 |
421 |
1046 |
|
7 |
173 |
191 |
202 |
227 |
322 |
417 |
862 |
|
8 |
169 |
187 |
199 |
225 |
318 |
413 |
722 |
|
9 |
165 |
184 |
196 |
224 |
314 |
408 |
613 |
|
10 |
161 |
181 |
193 |
222 |
310 |
404 |
527 |
|
11 |
157 |
177 |
190 |
218 |
306 |
400 |
456 |
|
12 |
153 |
173 |
186 |
214 |
301 |
396 |
398 |
|
13 |
149 |
169 |
182 |
210 |
297 |
392 |
392 |
|
14 |
146 |
165 |
178 |
207 |
294 |
388 |
388 |
|
15 |
142 |
162 |
174 |
203 |
290 |
385 |
385 |
|
16 |
139 |
158 |
171 |
200 |
287 |
381 |
381 |
|
17 |
135 |
155 |
168 |
196 |
283 |
378 |
378 |
|
18 |
132 |
152 |
165 |
193 |
280 |
375 |
375 |
|
19 |
129 |
149 |
162 |
191 |
278 |
372 |
372 |
|
20 |
127 |
146 |
159 |
188 |
275 |
369 |
369 |
|
21 |
124 |
144 |
156 |
185 |
272 |
367 |
367 |
|
22 |
121 |
141 |
154 |
182 |
269 |
364 |
364 |
|
23 |
119 |
138 |
151 |
180 |
267 |
361 |
361 |
|
24 |
116 |
135 |
148 |
177 |
264 |
358 |
358 |
|
25 |
113 |
133 |
146 |
174 |
261 |
356 |
356 |
|
26 |
111 |
130 |
143 |
172 |
259 |
353 |
353 |
|
27 |
108 |
128 |
141 |
169 |
256 |
351 |
351 |
|
28 |
106 |
126 |
138 |
167 |
254 |
349 |
349 |
|
29 |
104 |
123 |
136 |
165 |
252 |
346 |
346 |
|
30 |
102 |
121 |
134 |
163 |
250 |
344 |
344 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
15 |
26 |
52 |
171 |
296 |
3054 |
|
2 |
0 |
15 |
26 |
52 |
171 |
335 |
2274 |
|
3 |
1 |
17 |
28 |
56 |
168 |
349 |
1716 |
|
4 |
1 |
20 |
32 |
62 |
167 |
349 |
1326 |
|
5 |
3 |
23 |
36 |
67 |
168 |
340 |
1051 |
|
6 |
5 |
27 |
39 |
69 |
168 |
328 |
853 |
|
7 |
8 |
31 |
42 |
71 |
169 |
312 |
706 |
|
8 |
10 |
34 |
46 |
74 |
169 |
296 |
593 |
|
9 |
12 |
37 |
50 |
76 |
169 |
279 |
505 |
|
10 |
13 |
39 |
51 |
77 |
169 |
263 |
435 |
|
11 |
13 |
40 |
53 |
78 |
169 |
263 |
378 |
|
12 |
14 |
42 |
54 |
80 |
169 |
263 |
331 |
|
13 |
15 |
43 |
55 |
80 |
169 |
263 |
292 |
|
14 |
16 |
44 |
55 |
81 |
169 |
263 |
263 |
|
15 |
16 |
44 |
55 |
81 |
169 |
263 |
263 |
|
16 |
16 |
44 |
55 |
81 |
168 |
263 |
263 |
|
17 |
16 |
44 |
55 |
81 |
168 |
263 |
263 |
|
18 |
16 |
44 |
55 |
81 |
168 |
263 |
263 |
|
19 |
16 |
44 |
55 |
81 |
169 |
263 |
263 |
|
20 |
16 |
44 |
55 |
81 |
169 |
263 |
263 |
|
21 |
16 |
44 |
55 |
81 |
169 |
264 |
264 |
|
22 |
16 |
44 |
55 |
81 |
169 |
264 |
264 |
|
23 |
16 |
44 |
57 |
81 |
169 |
264 |
264 |
|
24 |
16 |
44 |
60 |
81 |
169 |
264 |
264 |
|
25 |
16 |
44 |
62 |
81 |
169 |
263 |
263 |
|
26 |
16 |
44 |
65 |
81 |
169 |
263 |
263 |
|
27 |
16 |
44 |
67 |
81 |
169 |
263 |
263 |
|
28 |
16 |
44 |
69 |
81 |
168 |
263 |
263 |
|
29 |
16 |
44 |
72 |
81 |
168 |
262 |
262 |
|
30 |
16 |
44 |
74 |
81 |
168 |
262 |
262 |
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 |
133 |
296 |
3045 |
|
2 |
0 |
1 |
6 |
14 |
132 |
334 |
2267 |
|
3 |
1 |
1 |
9 |
16 |
125 |
348 |
1710 |
|
4 |
1 |
3 |
11 |
19 |
121 |
347 |
1321 |
|
5 |
1 |
4 |
14 |
22 |
121 |
339 |
1046 |
|
6 |
2 |
4 |
16 |
25 |
120 |
325 |
848 |
|
7 |
2 |
6 |
19 |
27 |
120 |
310 |
700 |
|
8 |
2 |
6 |
22 |
30 |
120 |
293 |
588 |
|
9 |
2 |
7 |
24 |
31 |
120 |
277 |
501 |
|
10 |
4 |
8 |
26 |
34 |
120 |
260 |
431 |
|
11 |
4 |
9 |
29 |
36 |
120 |
244 |
374 |
|
12 |
4 |
9 |
31 |
38 |
120 |
229 |
327 |
|
13 |
4 |
10 |
33 |
41 |
120 |
215 |
288 |
|
14 |
4 |
11 |
36 |
43 |
120 |
215 |
255 |
|
15 |
5 |
12 |
38 |
44 |
121 |
215 |
227 |
|
16 |
6 |
12 |
40 |
47 |
121 |
215 |
215 |
|
17 |
6 |
14 |
43 |
49 |
121 |
216 |
216 |
|
18 |
6 |
14 |
45 |
51 |
122 |
216 |
216 |
|
19 |
7 |
15 |
47 |
53 |
122 |
217 |
217 |
|
20 |
7 |
16 |
50 |
54 |
123 |
217 |
217 |
|
21 |
7 |
17 |
52 |
57 |
123 |
218 |
218 |
|
22 |
7 |
17 |
54 |
59 |
124 |
218 |
218 |
|
23 |
8 |
19 |
57 |
60 |
126 |
219 |
219 |
|
24 |
8 |
19 |
59 |
62 |
128 |
219 |
219 |
|
25 |
9 |
20 |
61 |
64 |
129 |
219 |
219 |
|
26 |
9 |
21 |
63 |
66 |
131 |
219 |
219 |
|
27 |
9 |
22 |
66 |
68 |
131 |
219 |
219 |
|
28 |
10 |
22 |
68 |
70 |
132 |
219 |
219 |
|
29 |
10 |
24 |
70 |
72 |
133 |
219 |
219 |
|
30 |
10 |
24 |
73 |
74 |
135 |
219 |
219 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
7 |
|
Euro |
Belgium |
7 |
|
Euro |
Cyprus |
7 |
|
Euro |
Estonia |
7 |
|
Euro |
Finland |
7 |
|
Euro |
France |
7 |
|
Euro |
Germany |
7 |
|
Euro |
Greece |
7 |
|
Euro |
Ireland |
7 |
|
Euro |
Italy |
7 |
|
Euro |
Latvia |
7 |
|
Euro |
Lithuania |
7 |
|
Euro |
Luxembourg |
7 |
|
Euro |
Malta |
7 |
|
Euro |
Netherlands |
7 |
|
Euro |
Portugal |
7 |
|
Euro |
Slovakia |
7 |
|
Euro |
Slovenia |
7 |
|
Euro |
Spain |
7 |
|
Czech koruna |
Czech Republic |
10 |
|
Danish krone |
Denmark |
21 |
|
Forint |
Hungary |
2 |
|
Krona |
Sweden |
13 |
|
Kuna |
Croatia |
2 |
|
Lev |
Bulgaria |
5 |
|
Pound sterling |
United Kingdom |
11 |
|
Romanian leu |
Romania |
1 |
|
Zloty |
Poland |
4 |
|
Króna |
Iceland |
1 |
|
Norwegian krone |
Norway |
30 |
|
Swiss franc |
Liechtenstein |
9 |
|
Swiss franc |
Switzerland |
9 |
|
Australian dollar |
Australia |
6 |
|
Canadian dollar |
Canada |
22 |
|
Renminbi-yuan |
China |
47 |
|
Hong Kong dollar |
Hong Kong |
5 |
|
US dollar |
United States |
27 |
|
Yen |
Japan |
9 |
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