COMMISSION IMPLEMENTING REGULATION (EU) 2020/641
of 12 May 2020
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2020 until 29 June 2020 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 |
-0,405 % |
0,665 % |
-0,415 % |
0,740 % |
0,062 % |
0,141 % |
|
2 |
-0,415 % |
0,605 % |
-0,425 % |
0,891 % |
0,036 % |
0,256 % |
|
3 |
-0,395 % |
0,601 % |
-0,405 % |
1,050 % |
0,046 % |
0,372 % |
|
4 |
-0,365 % |
0,616 % |
-0,375 % |
1,226 % |
0,066 % |
0,486 % |
|
5 |
-0,325 % |
0,630 % |
-0,335 % |
1,413 % |
0,096 % |
0,600 % |
|
6 |
-0,286 % |
0,640 % |
-0,296 % |
1,605 % |
0,131 % |
0,713 % |
|
7 |
-0,246 % |
0,645 % |
-0,256 % |
1,795 % |
0,169 % |
0,826 % |
|
8 |
-0,206 % |
0,648 % |
-0,216 % |
1,980 % |
0,179 % |
0,939 % |
|
9 |
-0,156 % |
0,648 % |
-0,166 % |
2,156 % |
0,206 % |
1,052 % |
|
10 |
-0,116 % |
0,645 % |
-0,126 % |
2,322 % |
0,291 % |
1,161 % |
|
11 |
-0,074 % |
0,642 % |
-0,084 % |
2,481 % |
0,450 % |
1,266 % |
|
12 |
-0,040 % |
0,644 % |
-0,050 % |
2,631 % |
0,642 % |
1,365 % |
|
13 |
0,005 % |
0,656 % |
-0,005 % |
2,771 % |
0,834 % |
1,459 % |
|
14 |
0,040 % |
0,680 % |
0,029 % |
2,897 % |
1,016 % |
1,549 % |
|
15 |
0,056 % |
0,719 % |
0,046 % |
3,011 % |
1,184 % |
1,633 % |
|
16 |
0,060 % |
0,771 % |
0,050 % |
3,110 % |
1,335 % |
1,712 % |
|
17 |
0,062 % |
0,834 % |
0,052 % |
3,198 % |
1,472 % |
1,787 % |
|
18 |
0,070 % |
0,903 % |
0,060 % |
3,275 % |
1,595 % |
1,858 % |
|
19 |
0,089 % |
0,975 % |
0,079 % |
3,344 % |
1,706 % |
1,925 % |
|
20 |
0,124 % |
1,049 % |
0,114 % |
3,406 % |
1,806 % |
1,988 % |
|
21 |
0,175 % |
1,123 % |
0,165 % |
3,462 % |
1,898 % |
2,048 % |
|
22 |
0,238 % |
1,196 % |
0,228 % |
3,513 % |
1,981 % |
2,104 % |
|
23 |
0,308 % |
1,268 % |
0,299 % |
3,559 % |
2,057 % |
2,158 % |
|
24 |
0,384 % |
1,339 % |
0,375 % |
3,601 % |
2,127 % |
2,208 % |
|
25 |
0,462 % |
1,407 % |
0,453 % |
3,640 % |
2,191 % |
2,256 % |
|
26 |
0,542 % |
1,473 % |
0,533 % |
3,675 % |
2,251 % |
2,302 % |
|
27 |
0,622 % |
1,537 % |
0,613 % |
3,708 % |
2,306 % |
2,345 % |
|
28 |
0,700 % |
1,599 % |
0,692 % |
3,738 % |
2,357 % |
2,386 % |
|
29 |
0,778 % |
1,658 % |
0,770 % |
3,766 % |
2,405 % |
2,425 % |
|
30 |
0,854 % |
1,714 % |
0,846 % |
3,792 % |
2,450 % |
2,462 % |
|
31 |
0,927 % |
1,769 % |
0,920 % |
3,817 % |
2,491 % |
2,498 % |
|
32 |
0,999 % |
1,821 % |
0,991 % |
3,839 % |
2,530 % |
2,532 % |
|
33 |
1,068 % |
1,871 % |
1,061 % |
3,861 % |
2,567 % |
2,564 % |
|
34 |
1,135 % |
1,919 % |
1,128 % |
3,881 % |
2,602 % |
2,594 % |
|
35 |
1,199 % |
1,965 % |
1,192 % |
3,900 % |
2,634 % |
2,624 % |
|
36 |
1,261 % |
2,010 % |
1,255 % |
3,917 % |
2,665 % |
2,652 % |
|
37 |
1,321 % |
2,052 % |
1,315 % |
3,934 % |
2,694 % |
2,679 % |
|
38 |
1,379 % |
2,092 % |
1,372 % |
3,950 % |
2,722 % |
2,704 % |
|
39 |
1,434 % |
2,131 % |
1,428 % |
3,965 % |
2,748 % |
2,729 % |
|
40 |
1,487 % |
2,169 % |
1,481 % |
3,979 % |
2,773 % |
2,752 % |
|
41 |
1,538 % |
2,205 % |
1,532 % |
3,992 % |
2,797 % |
2,775 % |
|
42 |
1,587 % |
2,239 % |
1,581 % |
4,005 % |
2,819 % |
2,796 % |
|
43 |
1,634 % |
2,272 % |
1,629 % |
4,017 % |
2,841 % |
2,817 % |
|
44 |
1,680 % |
2,304 % |
1,674 % |
4,029 % |
2,862 % |
2,837 % |
|
45 |
1,724 % |
2,334 % |
1,718 % |
4,040 % |
2,881 % |
2,856 % |
|
46 |
1,766 % |
2,364 % |
1,760 % |
4,050 % |
2,900 % |
2,875 % |
|
47 |
1,806 % |
2,392 % |
1,801 % |
4,060 % |
2,918 % |
2,892 % |
|
48 |
1,845 % |
2,419 % |
1,840 % |
4,070 % |
2,935 % |
2,910 % |
|
49 |
1,883 % |
2,445 % |
1,878 % |
4,079 % |
2,952 % |
2,926 % |
|
50 |
1,919 % |
2,470 % |
1,914 % |
4,088 % |
2,968 % |
2,942 % |
|
51 |
1,954 % |
2,495 % |
1,949 % |
4,096 % |
2,983 % |
2,957 % |
|
52 |
1,987 % |
2,518 % |
1,983 % |
4,104 % |
2,998 % |
2,972 % |
|
53 |
2,020 % |
2,541 % |
2,015 % |
4,112 % |
3,012 % |
2,986 % |
|
54 |
2,051 % |
2,563 % |
2,046 % |
4,119 % |
3,025 % |
3,000 % |
|
55 |
2,081 % |
2,584 % |
2,077 % |
4,126 % |
3,039 % |
3,013 % |
|
56 |
2,111 % |
2,604 % |
2,106 % |
4,133 % |
3,051 % |
3,026 % |
|
57 |
2,139 % |
2,624 % |
2,134 % |
4,140 % |
3,063 % |
3,038 % |
|
58 |
2,166 % |
2,643 % |
2,162 % |
4,146 % |
3,075 % |
3,050 % |
|
59 |
2,193 % |
2,661 % |
2,188 % |
4,153 % |
3,087 % |
3,062 % |
|
60 |
2,218 % |
2,679 % |
2,214 % |
4,159 % |
3,098 % |
3,073 % |
|
61 |
2,243 % |
2,697 % |
2,239 % |
4,164 % |
3,108 % |
3,084 % |
|
62 |
2,267 % |
2,713 % |
2,263 % |
4,170 % |
3,119 % |
3,095 % |
|
63 |
2,290 % |
2,730 % |
2,286 % |
4,175 % |
3,129 % |
3,105 % |
|
64 |
2,313 % |
2,745 % |
2,309 % |
4,180 % |
3,138 % |
3,115 % |
|
65 |
2,335 % |
2,761 % |
2,331 % |
4,185 % |
3,148 % |
3,124 % |
|
66 |
2,356 % |
2,776 % |
2,352 % |
4,190 % |
3,157 % |
3,134 % |
|
67 |
2,376 % |
2,790 % |
2,373 % |
4,195 % |
3,166 % |
3,143 % |
|
68 |
2,396 % |
2,804 % |
2,393 % |
4,200 % |
3,174 % |
3,152 % |
|
69 |
2,416 % |
2,818 % |
2,412 % |
4,204 % |
3,183 % |
3,160 % |
|
70 |
2,435 % |
2,831 % |
2,431 % |
4,208 % |
3,191 % |
3,169 % |
|
71 |
2,453 % |
2,844 % |
2,450 % |
4,213 % |
3,199 % |
3,177 % |
|
72 |
2,471 % |
2,856 % |
2,468 % |
4,217 % |
3,206 % |
3,185 % |
|
73 |
2,488 % |
2,868 % |
2,485 % |
4,221 % |
3,214 % |
3,192 % |
|
74 |
2,505 % |
2,880 % |
2,502 % |
4,224 % |
3,221 % |
3,200 % |
|
75 |
2,522 % |
2,892 % |
2,518 % |
4,228 % |
3,228 % |
3,207 % |
|
76 |
2,538 % |
2,903 % |
2,535 % |
4,232 % |
3,235 % |
3,214 % |
|
77 |
2,553 % |
2,914 % |
2,550 % |
4,235 % |
3,241 % |
3,221 % |
|
78 |
2,569 % |
2,924 % |
2,566 % |
4,239 % |
3,248 % |
3,228 % |
|
79 |
2,584 % |
2,935 % |
2,580 % |
4,242 % |
3,254 % |
3,234 % |
|
80 |
2,598 % |
2,945 % |
2,595 % |
4,245 % |
3,260 % |
3,241 % |
|
81 |
2,612 % |
2,955 % |
2,609 % |
4,249 % |
3,266 % |
3,247 % |
|
82 |
2,626 % |
2,965 % |
2,623 % |
4,252 % |
3,272 % |
3,253 % |
|
83 |
2,639 % |
2,974 % |
2,636 % |
4,255 % |
3,278 % |
3,259 % |
|
84 |
2,653 % |
2,983 % |
2,650 % |
4,258 % |
3,284 % |
3,265 % |
|
85 |
2,665 % |
2,992 % |
2,662 % |
4,261 % |
3,289 % |
3,271 % |
|
86 |
2,678 % |
3,001 % |
2,675 % |
4,263 % |
3,294 % |
3,276 % |
|
87 |
2,690 % |
3,009 % |
2,687 % |
4,266 % |
3,300 % |
3,282 % |
|
88 |
2,702 % |
3,018 % |
2,699 % |
4,269 % |
3,305 % |
3,287 % |
|
89 |
2,714 % |
3,026 % |
2,711 % |
4,271 % |
3,310 % |
3,292 % |
|
90 |
2,725 % |
3,034 % |
2,723 % |
4,274 % |
3,315 % |
3,297 % |
|
91 |
2,737 % |
3,042 % |
2,734 % |
4,276 % |
3,319 % |
3,302 % |
|
92 |
2,748 % |
3,050 % |
2,745 % |
4,279 % |
3,324 % |
3,307 % |
|
93 |
2,758 % |
3,057 % |
2,756 % |
4,281 % |
3,329 % |
3,312 % |
|
94 |
2,769 % |
3,064 % |
2,766 % |
4,284 % |
3,333 % |
3,316 % |
|
95 |
2,779 % |
3,072 % |
2,776 % |
4,286 % |
3,338 % |
3,321 % |
|
96 |
2,789 % |
3,079 % |
2,787 % |
4,288 % |
3,342 % |
3,325 % |
|
97 |
2,799 % |
3,086 % |
2,796 % |
4,290 % |
3,346 % |
3,330 % |
|
98 |
2,809 % |
3,092 % |
2,806 % |
4,293 % |
3,350 % |
3,334 % |
|
99 |
2,818 % |
3,099 % |
2,816 % |
4,295 % |
3,354 % |
3,338 % |
|
100 |
2,827 % |
3,105 % |
2,825 % |
4,297 % |
3,358 % |
3,342 % |
|
101 |
2,836 % |
3,112 % |
2,834 % |
4,299 % |
3,362 % |
3,346 % |
|
102 |
2,845 % |
3,118 % |
2,843 % |
4,301 % |
3,366 % |
3,350 % |
|
103 |
2,854 % |
3,124 % |
2,852 % |
4,303 % |
3,370 % |
3,354 % |
|
104 |
2,863 % |
3,130 % |
2,860 % |
4,305 % |
3,373 % |
3,358 % |
|
105 |
2,871 % |
3,136 % |
2,869 % |
4,306 % |
3,377 % |
3,362 % |
|
106 |
2,879 % |
3,142 % |
2,877 % |
4,308 % |
3,380 % |
3,365 % |
|
107 |
2,887 % |
3,147 % |
2,885 % |
4,310 % |
3,384 % |
3,369 % |
|
108 |
2,895 % |
3,153 % |
2,893 % |
4,312 % |
3,387 % |
3,372 % |
|
109 |
2,903 % |
3,158 % |
2,901 % |
4,314 % |
3,390 % |
3,376 % |
|
110 |
2,911 % |
3,164 % |
2,909 % |
4,315 % |
3,394 % |
3,379 % |
|
111 |
2,918 % |
3,169 % |
2,916 % |
4,317 % |
3,397 % |
3,383 % |
|
112 |
2,926 % |
3,174 % |
2,924 % |
4,319 % |
3,400 % |
3,386 % |
|
113 |
2,933 % |
3,179 % |
2,931 % |
4,320 % |
3,403 % |
3,389 % |
|
114 |
2,940 % |
3,184 % |
2,938 % |
4,322 % |
3,406 % |
3,392 % |
|
115 |
2,947 % |
3,189 % |
2,945 % |
4,323 % |
3,409 % |
3,395 % |
|
116 |
2,954 % |
3,194 % |
2,952 % |
4,325 % |
3,412 % |
3,398 % |
|
117 |
2,961 % |
3,199 % |
2,959 % |
4,326 % |
3,415 % |
3,401 % |
|
118 |
2,968 % |
3,203 % |
2,965 % |
4,328 % |
3,418 % |
3,404 % |
|
119 |
2,974 % |
3,208 % |
2,972 % |
4,329 % |
3,421 % |
3,407 % |
|
120 |
2,981 % |
3,213 % |
2,978 % |
4,331 % |
3,423 % |
3,410 % |
|
121 |
2,987 % |
3,217 % |
2,985 % |
4,332 % |
3,426 % |
3,413 % |
|
122 |
2,993 % |
3,221 % |
2,991 % |
4,333 % |
3,429 % |
3,416 % |
|
123 |
2,999 % |
3,226 % |
2,997 % |
4,335 % |
3,431 % |
3,418 % |
|
124 |
3,005 % |
3,230 % |
3,003 % |
4,336 % |
3,434 % |
3,421 % |
|
125 |
3,011 % |
3,234 % |
3,009 % |
4,337 % |
3,436 % |
3,424 % |
|
126 |
3,017 % |
3,238 % |
3,015 % |
4,339 % |
3,439 % |
3,426 % |
|
127 |
3,023 % |
3,242 % |
3,021 % |
4,340 % |
3,441 % |
3,429 % |
|
128 |
3,028 % |
3,246 % |
3,027 % |
4,341 % |
3,444 % |
3,431 % |
|
129 |
3,034 % |
3,250 % |
3,032 % |
4,342 % |
3,446 % |
3,434 % |
|
130 |
3,040 % |
3,254 % |
3,038 % |
4,344 % |
3,448 % |
3,436 % |
|
131 |
3,045 % |
3,258 % |
3,043 % |
4,345 % |
3,451 % |
3,439 % |
|
132 |
3,050 % |
3,261 % |
3,048 % |
4,346 % |
3,453 % |
3,441 % |
|
133 |
3,056 % |
3,265 % |
3,054 % |
4,347 % |
3,455 % |
3,443 % |
|
134 |
3,061 % |
3,269 % |
3,059 % |
4,348 % |
3,457 % |
3,446 % |
|
135 |
3,066 % |
3,272 % |
3,064 % |
4,350 % |
3,460 % |
3,448 % |
|
136 |
3,071 % |
3,276 % |
3,069 % |
4,351 % |
3,462 % |
3,450 % |
|
137 |
3,076 % |
3,279 % |
3,074 % |
4,352 % |
3,464 % |
3,452 % |
|
138 |
3,081 % |
3,282 % |
3,079 % |
4,353 % |
3,466 % |
3,454 % |
|
139 |
3,085 % |
3,286 % |
3,084 % |
4,354 % |
3,468 % |
3,457 % |
|
140 |
3,090 % |
3,289 % |
3,088 % |
4,355 % |
3,470 % |
3,459 % |
|
141 |
3,095 % |
3,292 % |
3,093 % |
4,356 % |
3,472 % |
3,461 % |
|
142 |
3,099 % |
3,296 % |
3,098 % |
4,357 % |
3,474 % |
3,463 % |
|
143 |
3,104 % |
3,299 % |
3,102 % |
4,358 % |
3,476 % |
3,465 % |
|
144 |
3,108 % |
3,302 % |
3,107 % |
4,359 % |
3,478 % |
3,467 % |
|
145 |
3,113 % |
3,305 % |
3,111 % |
4,360 % |
3,480 % |
3,469 % |
|
146 |
3,117 % |
3,308 % |
3,115 % |
4,361 % |
3,481 % |
3,471 % |
|
147 |
3,121 % |
3,311 % |
3,120 % |
4,362 % |
3,483 % |
3,472 % |
|
148 |
3,126 % |
3,314 % |
3,124 % |
4,363 % |
3,485 % |
3,474 % |
|
149 |
3,130 % |
3,317 % |
3,128 % |
4,364 % |
3,487 % |
3,476 % |
|
150 |
3,134 % |
3,320 % |
3,132 % |
4,365 % |
3,489 % |
3,478 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
-0,455 % |
0,472 % |
3,126 % |
0,651 % |
1,725 % |
0,632 % |
|
2 |
-0,465 % |
0,391 % |
3,410 % |
0,764 % |
1,823 % |
0,630 % |
|
3 |
-0,445 % |
0,386 % |
3,699 % |
0,858 % |
1,955 % |
0,628 % |
|
4 |
-0,415 % |
0,399 % |
3,986 % |
0,980 % |
2,084 % |
0,658 % |
|
5 |
-0,375 % |
0,415 % |
4,264 % |
1,122 % |
2,205 % |
0,699 % |
|
6 |
-0,336 % |
0,431 % |
4,528 % |
1,271 % |
2,322 % |
0,735 % |
|
7 |
-0,296 % |
0,446 % |
4,784 % |
1,417 % |
2,434 % |
0,774 % |
|
8 |
-0,256 % |
0,459 % |
5,034 % |
1,560 % |
2,534 % |
0,820 % |
|
9 |
-0,206 % |
0,471 % |
5,275 % |
1,701 % |
2,617 % |
0,875 % |
|
10 |
-0,166 % |
0,483 % |
5,519 % |
1,842 % |
2,687 % |
0,941 % |
|
11 |
-0,124 % |
0,493 % |
5,705 % |
1,966 % |
2,747 % |
1,016 % |
|
12 |
-0,091 % |
0,503 % |
5,832 % |
2,073 % |
2,800 % |
1,098 % |
|
13 |
-0,046 % |
0,511 % |
5,916 % |
2,167 % |
2,846 % |
1,182 % |
|
14 |
-0,011 % |
0,518 % |
5,966 % |
2,250 % |
2,888 % |
1,266 % |
|
15 |
0,005 % |
0,524 % |
5,992 % |
2,324 % |
2,926 % |
1,349 % |
|
16 |
0,009 % |
0,528 % |
5,998 % |
2,391 % |
2,960 % |
1,430 % |
|
17 |
0,011 % |
0,530 % |
5,990 % |
2,451 % |
2,992 % |
1,508 % |
|
18 |
0,019 % |
0,532 % |
5,970 % |
2,506 % |
3,021 % |
1,583 % |
|
19 |
0,038 % |
0,532 % |
5,943 % |
2,557 % |
3,048 % |
1,655 % |
|
20 |
0,073 % |
0,531 % |
5,909 % |
2,604 % |
3,072 % |
1,724 % |
|
21 |
0,125 % |
0,528 % |
5,870 % |
2,647 % |
3,096 % |
1,790 % |
|
22 |
0,188 % |
0,525 % |
5,829 % |
2,687 % |
3,118 % |
1,852 % |
|
23 |
0,260 % |
0,522 % |
5,785 % |
2,724 % |
3,138 % |
1,912 % |
|
24 |
0,337 % |
0,518 % |
5,740 % |
2,759 % |
3,157 % |
1,969 % |
|
25 |
0,417 % |
0,513 % |
5,694 % |
2,792 % |
3,175 % |
2,024 % |
|
26 |
0,497 % |
0,508 % |
5,648 % |
2,823 % |
3,192 % |
2,076 % |
|
27 |
0,578 % |
0,503 % |
5,602 % |
2,851 % |
3,208 % |
2,125 % |
|
28 |
0,658 % |
0,499 % |
5,557 % |
2,879 % |
3,224 % |
2,172 % |
|
29 |
0,737 % |
0,496 % |
5,513 % |
2,904 % |
3,238 % |
2,217 % |
|
30 |
0,814 % |
0,493 % |
5,469 % |
2,929 % |
3,252 % |
2,260 % |
|
31 |
0,889 % |
0,491 % |
5,427 % |
2,952 % |
3,265 % |
2,300 % |
|
32 |
0,961 % |
0,489 % |
5,386 % |
2,973 % |
3,278 % |
2,339 % |
|
33 |
1,031 % |
0,488 % |
5,346 % |
2,994 % |
3,290 % |
2,376 % |
|
34 |
1,099 % |
0,485 % |
5,307 % |
3,014 % |
3,301 % |
2,412 % |
|
35 |
1,164 % |
0,481 % |
5,270 % |
3,033 % |
3,312 % |
2,446 % |
|
36 |
1,227 % |
0,476 % |
5,233 % |
3,050 % |
3,322 % |
2,478 % |
|
37 |
1,288 % |
0,469 % |
5,198 % |
3,068 % |
3,332 % |
2,509 % |
|
38 |
1,346 % |
0,460 % |
5,165 % |
3,084 % |
3,342 % |
2,539 % |
|
39 |
1,402 % |
0,448 % |
5,132 % |
3,099 % |
3,351 % |
2,567 % |
|
40 |
1,456 % |
0,433 % |
5,101 % |
3,114 % |
3,360 % |
2,595 % |
|
41 |
1,508 % |
0,416 % |
5,071 % |
3,129 % |
3,368 % |
2,621 % |
|
42 |
1,558 % |
0,399 % |
5,042 % |
3,142 % |
3,377 % |
2,646 % |
|
43 |
1,606 % |
0,382 % |
5,014 % |
3,155 % |
3,384 % |
2,670 % |
|
44 |
1,652 % |
0,369 % |
4,987 % |
3,168 % |
3,392 % |
2,693 % |
|
45 |
1,696 % |
0,359 % |
4,961 % |
3,180 % |
3,399 % |
2,715 % |
|
46 |
1,739 % |
0,353 % |
4,935 % |
3,192 % |
3,406 % |
2,737 % |
|
47 |
1,780 % |
0,353 % |
4,911 % |
3,203 % |
3,413 % |
2,757 % |
|
48 |
1,819 % |
0,358 % |
4,888 % |
3,214 % |
3,419 % |
2,777 % |
|
49 |
1,857 % |
0,368 % |
4,866 % |
3,224 % |
3,426 % |
2,796 % |
|
50 |
1,894 % |
0,385 % |
4,844 % |
3,234 % |
3,432 % |
2,815 % |
|
51 |
1,929 % |
0,408 % |
4,823 % |
3,244 % |
3,437 % |
2,832 % |
|
52 |
1,963 % |
0,435 % |
4,803 % |
3,253 % |
3,443 % |
2,849 % |
|
53 |
1,996 % |
0,467 % |
4,783 % |
3,262 % |
3,448 % |
2,866 % |
|
54 |
2,028 % |
0,501 % |
4,765 % |
3,271 % |
3,454 % |
2,882 % |
|
55 |
2,059 % |
0,538 % |
4,747 % |
3,279 % |
3,459 % |
2,897 % |
|
56 |
2,088 % |
0,576 % |
4,729 % |
3,287 % |
3,464 % |
2,912 % |
|
57 |
2,117 % |
0,615 % |
4,712 % |
3,295 % |
3,469 % |
2,927 % |
|
58 |
2,145 % |
0,655 % |
4,696 % |
3,303 % |
3,473 % |
2,940 % |
|
59 |
2,171 % |
0,695 % |
4,680 % |
3,310 % |
3,478 % |
2,954 % |
|
60 |
2,197 % |
0,735 % |
4,664 % |
3,317 % |
3,482 % |
2,967 % |
|
61 |
2,222 % |
0,776 % |
4,649 % |
3,324 % |
3,486 % |
2,980 % |
|
62 |
2,247 % |
0,816 % |
4,635 % |
3,331 % |
3,490 % |
2,992 % |
|
63 |
2,270 % |
0,855 % |
4,621 % |
3,338 % |
3,494 % |
3,004 % |
|
64 |
2,293 % |
0,895 % |
4,607 % |
3,344 % |
3,498 % |
3,015 % |
|
65 |
2,315 % |
0,933 % |
4,594 % |
3,350 % |
3,502 % |
3,026 % |
|
66 |
2,337 % |
0,971 % |
4,582 % |
3,356 % |
3,506 % |
3,037 % |
|
67 |
2,358 % |
1,009 % |
4,569 % |
3,362 % |
3,509 % |
3,048 % |
|
68 |
2,378 % |
1,046 % |
4,557 % |
3,367 % |
3,513 % |
3,058 % |
|
69 |
2,398 % |
1,082 % |
4,545 % |
3,373 % |
3,516 % |
3,068 % |
|
70 |
2,417 % |
1,117 % |
4,534 % |
3,378 % |
3,519 % |
3,078 % |
|
71 |
2,436 % |
1,152 % |
4,523 % |
3,383 % |
3,522 % |
3,087 % |
|
72 |
2,454 % |
1,186 % |
4,512 % |
3,388 % |
3,525 % |
3,096 % |
|
73 |
2,471 % |
1,219 % |
4,502 % |
3,393 % |
3,529 % |
3,105 % |
|
74 |
2,488 % |
1,252 % |
4,492 % |
3,398 % |
3,531 % |
3,114 % |
|
75 |
2,505 % |
1,284 % |
4,482 % |
3,403 % |
3,534 % |
3,122 % |
|
76 |
2,521 % |
1,315 % |
4,472 % |
3,407 % |
3,537 % |
3,130 % |
|
77 |
2,537 % |
1,345 % |
4,463 % |
3,412 % |
3,540 % |
3,138 % |
|
78 |
2,553 % |
1,375 % |
4,454 % |
3,416 % |
3,542 % |
3,146 % |
|
79 |
2,568 % |
1,404 % |
4,445 % |
3,420 % |
3,545 % |
3,154 % |
|
80 |
2,582 % |
1,433 % |
4,436 % |
3,424 % |
3,548 % |
3,161 % |
|
81 |
2,597 % |
1,461 % |
4,427 % |
3,428 % |
3,550 % |
3,168 % |
|
82 |
2,611 % |
1,488 % |
4,419 % |
3,432 % |
3,552 % |
3,175 % |
|
83 |
2,624 % |
1,515 % |
4,411 % |
3,436 % |
3,555 % |
3,182 % |
|
84 |
2,638 % |
1,541 % |
4,403 % |
3,440 % |
3,557 % |
3,189 % |
|
85 |
2,651 % |
1,566 % |
4,396 % |
3,443 % |
3,559 % |
3,196 % |
|
86 |
2,663 % |
1,591 % |
4,388 % |
3,447 % |
3,562 % |
3,202 % |
|
87 |
2,676 % |
1,615 % |
4,381 % |
3,450 % |
3,564 % |
3,208 % |
|
88 |
2,688 % |
1,639 % |
4,373 % |
3,454 % |
3,566 % |
3,214 % |
|
89 |
2,700 % |
1,663 % |
4,366 % |
3,457 % |
3,568 % |
3,220 % |
|
90 |
2,711 % |
1,685 % |
4,360 % |
3,460 % |
3,570 % |
3,226 % |
|
91 |
2,723 % |
1,708 % |
4,353 % |
3,463 % |
3,572 % |
3,232 % |
|
92 |
2,734 % |
1,730 % |
4,346 % |
3,466 % |
3,574 % |
3,238 % |
|
93 |
2,745 % |
1,751 % |
4,340 % |
3,469 % |
3,576 % |
3,243 % |
|
94 |
2,755 % |
1,772 % |
4,334 % |
3,472 % |
3,577 % |
3,248 % |
|
95 |
2,766 % |
1,793 % |
4,327 % |
3,475 % |
3,579 % |
3,254 % |
|
96 |
2,776 % |
1,813 % |
4,321 % |
3,478 % |
3,581 % |
3,259 % |
|
97 |
2,786 % |
1,833 % |
4,315 % |
3,481 % |
3,583 % |
3,264 % |
|
98 |
2,796 % |
1,852 % |
4,310 % |
3,484 % |
3,584 % |
3,269 % |
|
99 |
2,805 % |
1,871 % |
4,304 % |
3,486 % |
3,586 % |
3,274 % |
|
100 |
2,815 % |
1,889 % |
4,298 % |
3,489 % |
3,588 % |
3,278 % |
|
101 |
2,824 % |
1,908 % |
4,293 % |
3,492 % |
3,589 % |
3,283 % |
|
102 |
2,833 % |
1,926 % |
4,288 % |
3,494 % |
3,591 % |
3,288 % |
|
103 |
2,842 % |
1,943 % |
4,282 % |
3,497 % |
3,592 % |
3,292 % |
|
104 |
2,851 % |
1,960 % |
4,277 % |
3,499 % |
3,594 % |
3,297 % |
|
105 |
2,859 % |
1,977 % |
4,272 % |
3,501 % |
3,595 % |
3,301 % |
|
106 |
2,868 % |
1,994 % |
4,267 % |
3,504 % |
3,597 % |
3,305 % |
|
107 |
2,876 % |
2,010 % |
4,262 % |
3,506 % |
3,598 % |
3,309 % |
|
108 |
2,884 % |
2,026 % |
4,258 % |
3,508 % |
3,600 % |
3,313 % |
|
109 |
2,892 % |
2,042 % |
4,253 % |
3,510 % |
3,601 % |
3,317 % |
|
110 |
2,900 % |
2,057 % |
4,248 % |
3,513 % |
3,602 % |
3,321 % |
|
111 |
2,907 % |
2,072 % |
4,244 % |
3,515 % |
3,604 % |
3,325 % |
|
112 |
2,915 % |
2,087 % |
4,240 % |
3,517 % |
3,605 % |
3,329 % |
|
113 |
2,922 % |
2,102 % |
4,235 % |
3,519 % |
3,606 % |
3,333 % |
|
114 |
2,929 % |
2,116 % |
4,231 % |
3,521 % |
3,608 % |
3,336 % |
|
115 |
2,936 % |
2,130 % |
4,227 % |
3,523 % |
3,609 % |
3,340 % |
|
116 |
2,943 % |
2,144 % |
4,223 % |
3,525 % |
3,610 % |
3,343 % |
|
117 |
2,950 % |
2,158 % |
4,219 % |
3,527 % |
3,611 % |
3,347 % |
|
118 |
2,957 % |
2,171 % |
4,215 % |
3,529 % |
3,612 % |
3,350 % |
|
119 |
2,964 % |
2,184 % |
4,211 % |
3,531 % |
3,614 % |
3,354 % |
|
120 |
2,970 % |
2,197 % |
4,207 % |
3,532 % |
3,615 % |
3,357 % |
|
121 |
2,977 % |
2,210 % |
4,203 % |
3,534 % |
3,616 % |
3,360 % |
|
122 |
2,983 % |
2,222 % |
4,199 % |
3,536 % |
3,617 % |
3,363 % |
|
123 |
2,989 % |
2,235 % |
4,196 % |
3,538 % |
3,618 % |
3,366 % |
|
124 |
2,995 % |
2,247 % |
4,192 % |
3,539 % |
3,619 % |
3,370 % |
|
125 |
3,001 % |
2,259 % |
4,189 % |
3,541 % |
3,620 % |
3,373 % |
|
126 |
3,007 % |
2,270 % |
4,185 % |
3,543 % |
3,621 % |
3,376 % |
|
127 |
3,013 % |
2,282 % |
4,182 % |
3,544 % |
3,622 % |
3,379 % |
|
128 |
3,019 % |
2,293 % |
4,178 % |
3,546 % |
3,623 % |
3,381 % |
|
129 |
3,024 % |
2,305 % |
4,175 % |
3,548 % |
3,624 % |
3,384 % |
|
130 |
3,030 % |
2,316 % |
4,172 % |
3,549 % |
3,625 % |
3,387 % |
|
131 |
3,035 % |
2,327 % |
4,168 % |
3,551 % |
3,626 % |
3,390 % |
|
132 |
3,041 % |
2,337 % |
4,165 % |
3,552 % |
3,627 % |
3,393 % |
|
133 |
3,046 % |
2,348 % |
4,162 % |
3,554 % |
3,628 % |
3,395 % |
|
134 |
3,051 % |
2,358 % |
4,159 % |
3,555 % |
3,629 % |
3,398 % |
|
135 |
3,056 % |
2,368 % |
4,156 % |
3,557 % |
3,630 % |
3,400 % |
|
136 |
3,062 % |
2,378 % |
4,153 % |
3,558 % |
3,631 % |
3,403 % |
|
137 |
3,067 % |
2,388 % |
4,150 % |
3,559 % |
3,632 % |
3,406 % |
|
138 |
3,072 % |
2,398 % |
4,147 % |
3,561 % |
3,632 % |
3,408 % |
|
139 |
3,076 % |
2,408 % |
4,144 % |
3,562 % |
3,633 % |
3,411 % |
|
140 |
3,081 % |
2,417 % |
4,141 % |
3,563 % |
3,634 % |
3,413 % |
|
141 |
3,086 % |
2,427 % |
4,139 % |
3,565 % |
3,635 % |
3,415 % |
|
142 |
3,091 % |
2,436 % |
4,136 % |
3,566 % |
3,636 % |
3,418 % |
|
143 |
3,095 % |
2,445 % |
4,133 % |
3,567 % |
3,636 % |
3,420 % |
|
144 |
3,100 % |
2,454 % |
4,131 % |
3,569 % |
3,637 % |
3,422 % |
|
145 |
3,104 % |
2,463 % |
4,128 % |
3,570 % |
3,638 % |
3,425 % |
|
146 |
3,109 % |
2,472 % |
4,125 % |
3,571 % |
3,639 % |
3,427 % |
|
147 |
3,113 % |
2,480 % |
4,123 % |
3,572 % |
3,640 % |
3,429 % |
|
148 |
3,117 % |
2,489 % |
4,120 % |
3,574 % |
3,640 % |
3,431 % |
|
149 |
3,121 % |
2,497 % |
4,118 % |
3,575 % |
3,641 % |
3,433 % |
|
150 |
3,126 % |
2,506 % |
4,115 % |
3,576 % |
3,642 % |
3,435 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,705 % |
0,270 % |
0,519 % |
0,524 % |
0,546 % |
4,014 % |
|
2 |
-0,745 % |
0,254 % |
0,610 % |
0,585 % |
0,897 % |
4,713 % |
|
3 |
-0,706 % |
0,273 % |
0,688 % |
0,660 % |
1,318 % |
5,297 % |
|
4 |
-0,631 % |
0,325 % |
0,768 % |
0,748 % |
1,730 % |
5,759 % |
|
5 |
-0,544 % |
0,398 % |
0,855 % |
0,793 % |
2,119 % |
6,179 % |
|
6 |
-0,454 % |
0,475 % |
0,945 % |
0,838 % |
2,465 % |
6,505 % |
|
7 |
-0,373 % |
0,549 % |
1,037 % |
0,885 % |
2,770 % |
6,774 % |
|
8 |
-0,311 % |
0,618 % |
1,129 % |
0,923 % |
3,040 % |
6,997 % |
|
9 |
-0,269 % |
0,681 % |
1,216 % |
0,953 % |
3,274 % |
7,179 % |
|
10 |
-0,250 % |
0,737 % |
1,299 % |
0,973 % |
3,468 % |
7,352 % |
|
11 |
-0,251 % |
0,786 % |
1,376 % |
0,983 % |
3,624 % |
7,474 % |
|
12 |
-0,264 % |
0,822 % |
1,443 % |
0,989 % |
3,750 % |
7,545 % |
|
13 |
-0,281 % |
0,844 % |
1,499 % |
0,993 % |
3,853 % |
7,578 % |
|
14 |
-0,299 % |
0,855 % |
1,548 % |
0,997 % |
3,938 % |
7,584 % |
|
15 |
-0,315 % |
0,861 % |
1,597 % |
1,002 % |
4,009 % |
7,568 % |
|
16 |
-0,326 % |
0,863 % |
1,649 % |
1,010 % |
4,069 % |
7,537 % |
|
17 |
-0,333 % |
0,863 % |
1,704 % |
1,020 % |
4,119 % |
7,494 % |
|
18 |
-0,333 % |
0,863 % |
1,760 % |
1,032 % |
4,162 % |
7,443 % |
|
19 |
-0,328 % |
0,863 % |
1,816 % |
1,047 % |
4,199 % |
7,385 % |
|
20 |
-0,317 % |
0,862 % |
1,871 % |
1,065 % |
4,231 % |
7,324 % |
|
21 |
-0,299 % |
0,862 % |
1,925 % |
1,085 % |
4,258 % |
7,259 % |
|
22 |
-0,275 % |
0,858 % |
1,978 % |
1,107 % |
4,282 % |
7,193 % |
|
23 |
-0,246 % |
0,848 % |
2,029 % |
1,132 % |
4,303 % |
7,127 % |
|
24 |
-0,210 % |
0,830 % |
2,078 % |
1,159 % |
4,321 % |
7,060 % |
|
25 |
-0,168 % |
0,803 % |
2,126 % |
1,188 % |
4,337 % |
6,994 % |
|
26 |
-0,120 % |
0,767 % |
2,172 % |
1,219 % |
4,351 % |
6,929 % |
|
27 |
-0,067 % |
0,730 % |
2,216 % |
1,252 % |
4,363 % |
6,866 % |
|
28 |
-0,012 % |
0,699 % |
2,259 % |
1,287 % |
4,374 % |
6,804 % |
|
29 |
0,045 % |
0,678 % |
2,299 % |
1,324 % |
4,384 % |
6,744 % |
|
30 |
0,103 % |
0,672 % |
2,338 % |
1,364 % |
4,393 % |
6,685 % |
|
31 |
0,161 % |
0,680 % |
2,376 % |
1,405 % |
4,400 % |
6,628 % |
|
32 |
0,218 % |
0,701 % |
2,412 % |
1,448 % |
4,407 % |
6,574 % |
|
33 |
0,275 % |
0,732 % |
2,446 % |
1,491 % |
4,413 % |
6,521 % |
|
34 |
0,330 % |
0,769 % |
2,479 % |
1,535 % |
4,419 % |
6,470 % |
|
35 |
0,385 % |
0,811 % |
2,511 % |
1,579 % |
4,424 % |
6,421 % |
|
36 |
0,438 % |
0,856 % |
2,541 % |
1,623 % |
4,428 % |
6,374 % |
|
37 |
0,490 % |
0,904 % |
2,570 % |
1,666 % |
4,432 % |
6,329 % |
|
38 |
0,540 % |
0,953 % |
2,598 % |
1,708 % |
4,436 % |
6,285 % |
|
39 |
0,589 % |
1,003 % |
2,625 % |
1,749 % |
4,440 % |
6,243 % |
|
40 |
0,636 % |
1,053 % |
2,651 % |
1,790 % |
4,443 % |
6,203 % |
|
41 |
0,681 % |
1,103 % |
2,675 % |
1,829 % |
4,445 % |
6,164 % |
|
42 |
0,725 % |
1,153 % |
2,699 % |
1,868 % |
4,448 % |
6,127 % |
|
43 |
0,768 % |
1,202 % |
2,722 % |
1,905 % |
4,450 % |
6,091 % |
|
44 |
0,809 % |
1,250 % |
2,744 % |
1,942 % |
4,452 % |
6,057 % |
|
45 |
0,849 % |
1,297 % |
2,765 % |
1,977 % |
4,454 % |
6,024 % |
|
46 |
0,887 % |
1,343 % |
2,785 % |
2,012 % |
4,456 % |
5,992 % |
|
47 |
0,924 % |
1,388 % |
2,804 % |
2,045 % |
4,458 % |
5,961 % |
|
48 |
0,960 % |
1,432 % |
2,823 % |
2,077 % |
4,459 % |
5,931 % |
|
49 |
0,995 % |
1,475 % |
2,841 % |
2,109 % |
4,461 % |
5,903 % |
|
50 |
1,028 % |
1,516 % |
2,859 % |
2,139 % |
4,462 % |
5,875 % |
|
51 |
1,060 % |
1,557 % |
2,876 % |
2,168 % |
4,463 % |
5,849 % |
|
52 |
1,092 % |
1,596 % |
2,892 % |
2,197 % |
4,464 % |
5,824 % |
|
53 |
1,122 % |
1,634 % |
2,908 % |
2,225 % |
4,465 % |
5,799 % |
|
54 |
1,151 % |
1,671 % |
2,923 % |
2,251 % |
4,466 % |
5,775 % |
|
55 |
1,179 % |
1,707 % |
2,937 % |
2,277 % |
4,467 % |
5,752 % |
|
56 |
1,206 % |
1,742 % |
2,952 % |
2,302 % |
4,468 % |
5,730 % |
|
57 |
1,233 % |
1,775 % |
2,965 % |
2,327 % |
4,469 % |
5,709 % |
|
58 |
1,258 % |
1,808 % |
2,979 % |
2,350 % |
4,470 % |
5,688 % |
|
59 |
1,283 % |
1,840 % |
2,991 % |
2,373 % |
4,470 % |
5,668 % |
|
60 |
1,307 % |
1,871 % |
3,004 % |
2,395 % |
4,471 % |
5,649 % |
|
61 |
1,330 % |
1,901 % |
3,016 % |
2,417 % |
4,472 % |
5,630 % |
|
62 |
1,352 % |
1,930 % |
3,027 % |
2,438 % |
4,472 % |
5,612 % |
|
63 |
1,374 % |
1,958 % |
3,039 % |
2,458 % |
4,473 % |
5,594 % |
|
64 |
1,395 % |
1,985 % |
3,050 % |
2,478 % |
4,473 % |
5,577 % |
|
65 |
1,416 % |
2,012 % |
3,060 % |
2,497 % |
4,474 % |
5,560 % |
|
66 |
1,436 % |
2,038 % |
3,071 % |
2,516 % |
4,474 % |
5,544 % |
|
67 |
1,455 % |
2,063 % |
3,081 % |
2,534 % |
4,475 % |
5,529 % |
|
68 |
1,474 % |
2,087 % |
3,090 % |
2,551 % |
4,475 % |
5,514 % |
|
69 |
1,492 % |
2,111 % |
3,100 % |
2,568 % |
4,476 % |
5,499 % |
|
70 |
1,510 % |
2,134 % |
3,109 % |
2,585 % |
4,476 % |
5,485 % |
|
71 |
1,527 % |
2,156 % |
3,118 % |
2,601 % |
4,477 % |
5,471 % |
|
72 |
1,544 % |
2,178 % |
3,127 % |
2,617 % |
4,477 % |
5,457 % |
|
73 |
1,561 % |
2,200 % |
3,135 % |
2,632 % |
4,477 % |
5,444 % |
|
74 |
1,576 % |
2,220 % |
3,144 % |
2,647 % |
4,478 % |
5,431 % |
|
75 |
1,592 % |
2,240 % |
3,152 % |
2,662 % |
4,478 % |
5,419 % |
|
76 |
1,607 % |
2,260 % |
3,159 % |
2,676 % |
4,478 % |
5,407 % |
|
77 |
1,622 % |
2,279 % |
3,167 % |
2,690 % |
4,479 % |
5,395 % |
|
78 |
1,636 % |
2,298 % |
3,174 % |
2,703 % |
4,479 % |
5,383 % |
|
79 |
1,650 % |
2,316 % |
3,182 % |
2,716 % |
4,479 % |
5,372 % |
|
80 |
1,664 % |
2,334 % |
3,189 % |
2,729 % |
4,480 % |
5,361 % |
|
81 |
1,677 % |
2,351 % |
3,196 % |
2,742 % |
4,480 % |
5,351 % |
|
82 |
1,690 % |
2,368 % |
3,202 % |
2,754 % |
4,480 % |
5,340 % |
|
83 |
1,703 % |
2,385 % |
3,209 % |
2,766 % |
4,480 % |
5,330 % |
|
84 |
1,715 % |
2,401 % |
3,215 % |
2,778 % |
4,481 % |
5,320 % |
|
85 |
1,727 % |
2,417 % |
3,222 % |
2,789 % |
4,481 % |
5,310 % |
|
86 |
1,739 % |
2,432 % |
3,228 % |
2,800 % |
4,481 % |
5,301 % |
|
87 |
1,751 % |
2,447 % |
3,234 % |
2,811 % |
4,481 % |
5,292 % |
|
88 |
1,762 % |
2,462 % |
3,240 % |
2,821 % |
4,481 % |
5,283 % |
|
89 |
1,773 % |
2,476 % |
3,245 % |
2,832 % |
4,482 % |
5,274 % |
|
90 |
1,784 % |
2,490 % |
3,251 % |
2,842 % |
4,482 % |
5,265 % |
|
91 |
1,794 % |
2,504 % |
3,256 % |
2,852 % |
4,482 % |
5,257 % |
|
92 |
1,805 % |
2,517 % |
3,262 % |
2,862 % |
4,482 % |
5,249 % |
|
93 |
1,815 % |
2,531 % |
3,267 % |
2,871 % |
4,483 % |
5,240 % |
|
94 |
1,825 % |
2,543 % |
3,272 % |
2,880 % |
4,483 % |
5,233 % |
|
95 |
1,834 % |
2,556 % |
3,277 % |
2,890 % |
4,483 % |
5,225 % |
|
96 |
1,844 % |
2,568 % |
3,282 % |
2,898 % |
4,483 % |
5,217 % |
|
97 |
1,853 % |
2,581 % |
3,287 % |
2,907 % |
4,483 % |
5,210 % |
|
98 |
1,862 % |
2,592 % |
3,292 % |
2,916 % |
4,483 % |
5,203 % |
|
99 |
1,871 % |
2,604 % |
3,296 % |
2,924 % |
4,484 % |
5,195 % |
|
100 |
1,880 % |
2,615 % |
3,301 % |
2,932 % |
4,484 % |
5,188 % |
|
101 |
1,889 % |
2,627 % |
3,305 % |
2,940 % |
4,484 % |
5,182 % |
|
102 |
1,897 % |
2,638 % |
3,309 % |
2,948 % |
4,484 % |
5,175 % |
|
103 |
1,905 % |
2,648 % |
3,314 % |
2,956 % |
4,484 % |
5,168 % |
|
104 |
1,913 % |
2,659 % |
3,318 % |
2,964 % |
4,484 % |
5,162 % |
|
105 |
1,921 % |
2,669 % |
3,322 % |
2,971 % |
4,485 % |
5,156 % |
|
106 |
1,929 % |
2,679 % |
3,326 % |
2,978 % |
4,485 % |
5,149 % |
|
107 |
1,937 % |
2,689 % |
3,330 % |
2,986 % |
4,485 % |
5,143 % |
|
108 |
1,944 % |
2,699 % |
3,334 % |
2,993 % |
4,485 % |
5,137 % |
|
109 |
1,952 % |
2,709 % |
3,338 % |
3,000 % |
4,485 % |
5,131 % |
|
110 |
1,959 % |
2,718 % |
3,341 % |
3,006 % |
4,485 % |
5,126 % |
|
111 |
1,966 % |
2,727 % |
3,345 % |
3,013 % |
4,485 % |
5,120 % |
|
112 |
1,973 % |
2,736 % |
3,349 % |
3,020 % |
4,486 % |
5,114 % |
|
113 |
1,980 % |
2,745 % |
3,352 % |
3,026 % |
4,486 % |
5,109 % |
|
114 |
1,986 % |
2,754 % |
3,356 % |
3,032 % |
4,486 % |
5,104 % |
|
115 |
1,993 % |
2,763 % |
3,359 % |
3,039 % |
4,486 % |
5,098 % |
|
116 |
2,000 % |
2,771 % |
3,363 % |
3,045 % |
4,486 % |
5,093 % |
|
117 |
2,006 % |
2,779 % |
3,366 % |
3,051 % |
4,486 % |
5,088 % |
|
118 |
2,012 % |
2,788 % |
3,369 % |
3,057 % |
4,486 % |
5,083 % |
|
119 |
2,018 % |
2,796 % |
3,372 % |
3,062 % |
4,486 % |
5,078 % |
|
120 |
2,025 % |
2,804 % |
3,375 % |
3,068 % |
4,487 % |
5,073 % |
|
121 |
2,031 % |
2,811 % |
3,378 % |
3,074 % |
4,487 % |
5,069 % |
|
122 |
2,036 % |
2,819 % |
3,382 % |
3,079 % |
4,487 % |
5,064 % |
|
123 |
2,042 % |
2,827 % |
3,385 % |
3,085 % |
4,487 % |
5,059 % |
|
124 |
2,048 % |
2,834 % |
3,387 % |
3,090 % |
4,487 % |
5,055 % |
|
125 |
2,053 % |
2,841 % |
3,390 % |
3,095 % |
4,487 % |
5,050 % |
|
126 |
2,059 % |
2,848 % |
3,393 % |
3,101 % |
4,487 % |
5,046 % |
|
127 |
2,064 % |
2,856 % |
3,396 % |
3,106 % |
4,487 % |
5,042 % |
|
128 |
2,070 % |
2,863 % |
3,399 % |
3,111 % |
4,487 % |
5,037 % |
|
129 |
2,075 % |
2,869 % |
3,401 % |
3,116 % |
4,487 % |
5,033 % |
|
130 |
2,080 % |
2,876 % |
3,404 % |
3,120 % |
4,488 % |
5,029 % |
|
131 |
2,085 % |
2,883 % |
3,407 % |
3,125 % |
4,488 % |
5,025 % |
|
132 |
2,090 % |
2,889 % |
3,409 % |
3,130 % |
4,488 % |
5,021 % |
|
133 |
2,095 % |
2,896 % |
3,412 % |
3,135 % |
4,488 % |
5,017 % |
|
134 |
2,100 % |
2,902 % |
3,414 % |
3,139 % |
4,488 % |
5,013 % |
|
135 |
2,105 % |
2,908 % |
3,417 % |
3,144 % |
4,488 % |
5,010 % |
|
136 |
2,110 % |
2,915 % |
3,419 % |
3,148 % |
4,488 % |
5,006 % |
|
137 |
2,114 % |
2,921 % |
3,422 % |
3,153 % |
4,488 % |
5,002 % |
|
138 |
2,119 % |
2,927 % |
3,424 % |
3,157 % |
4,488 % |
4,998 % |
|
139 |
2,123 % |
2,932 % |
3,427 % |
3,161 % |
4,488 % |
4,995 % |
|
140 |
2,128 % |
2,938 % |
3,429 % |
3,165 % |
4,488 % |
4,991 % |
|
141 |
2,132 % |
2,944 % |
3,431 % |
3,169 % |
4,489 % |
4,988 % |
|
142 |
2,137 % |
2,950 % |
3,433 % |
3,173 % |
4,489 % |
4,984 % |
|
143 |
2,141 % |
2,955 % |
3,436 % |
3,178 % |
4,489 % |
4,981 % |
|
144 |
2,145 % |
2,961 % |
3,438 % |
3,181 % |
4,489 % |
4,978 % |
|
145 |
2,149 % |
2,966 % |
3,440 % |
3,185 % |
4,489 % |
4,974 % |
|
146 |
2,153 % |
2,972 % |
3,442 % |
3,189 % |
4,489 % |
4,971 % |
|
147 |
2,157 % |
2,977 % |
3,444 % |
3,193 % |
4,489 % |
4,968 % |
|
148 |
2,161 % |
2,982 % |
3,446 % |
3,197 % |
4,489 % |
4,965 % |
|
149 |
2,165 % |
2,987 % |
3,448 % |
3,201 % |
4,489 % |
4,962 % |
|
150 |
2,169 % |
2,992 % |
3,450 % |
3,204 % |
4,489 % |
4,958 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,883 % |
4,505 % |
5,589 % |
0,213 % |
0,343 % |
4,722 % |
|
2 |
0,711 % |
4,794 % |
5,535 % |
0,213 % |
0,363 % |
5,000 % |
|
3 |
0,711 % |
5,115 % |
5,665 % |
0,218 % |
0,380 % |
5,449 % |
|
4 |
0,723 % |
5,456 % |
5,964 % |
0,230 % |
0,411 % |
6,041 % |
|
5 |
0,737 % |
5,767 % |
6,258 % |
0,245 % |
0,456 % |
6,676 % |
|
6 |
0,761 % |
6,034 % |
6,493 % |
0,264 % |
0,481 % |
7,304 % |
|
7 |
0,786 % |
6,228 % |
6,677 % |
0,286 % |
0,581 % |
7,890 % |
|
8 |
0,803 % |
6,368 % |
6,822 % |
0,310 % |
0,612 % |
8,415 % |
|
9 |
0,809 % |
6,469 % |
6,944 % |
0,336 % |
0,669 % |
8,864 % |
|
10 |
0,803 % |
6,537 % |
7,054 % |
0,362 % |
0,770 % |
9,223 % |
|
11 |
0,787 % |
6,580 % |
7,158 % |
0,413 % |
0,882 % |
9,483 % |
|
12 |
0,771 % |
6,605 % |
7,257 % |
0,485 % |
0,997 % |
9,664 % |
|
13 |
0,764 % |
6,617 % |
7,347 % |
0,569 % |
1,111 % |
9,781 % |
|
14 |
0,770 % |
6,619 % |
7,427 % |
0,659 % |
1,222 % |
9,850 % |
|
15 |
0,793 % |
6,614 % |
7,497 % |
0,752 % |
1,328 % |
9,878 % |
|
16 |
0,834 % |
6,604 % |
7,554 % |
0,846 % |
1,430 % |
9,874 % |
|
17 |
0,887 % |
6,590 % |
7,600 % |
0,939 % |
1,526 % |
9,845 % |
|
18 |
0,948 % |
6,574 % |
7,631 % |
1,029 % |
1,617 % |
9,797 % |
|
19 |
1,014 % |
6,555 % |
7,649 % |
1,117 % |
1,702 % |
9,734 % |
|
20 |
1,083 % |
6,534 % |
7,651 % |
1,202 % |
1,781 % |
9,660 % |
|
21 |
1,153 % |
6,513 % |
7,638 % |
1,283 % |
1,855 % |
9,579 % |
|
22 |
1,223 % |
6,491 % |
7,612 % |
1,362 % |
1,924 % |
9,491 % |
|
23 |
1,292 % |
6,469 % |
7,576 % |
1,437 % |
1,988 % |
9,401 % |
|
24 |
1,360 % |
6,447 % |
7,534 % |
1,508 % |
2,048 % |
9,308 % |
|
25 |
1,427 % |
6,425 % |
7,486 % |
1,577 % |
2,105 % |
9,214 % |
|
26 |
1,491 % |
6,403 % |
7,434 % |
1,642 % |
2,158 % |
9,120 % |
|
27 |
1,554 % |
6,382 % |
7,379 % |
1,704 % |
2,208 % |
9,028 % |
|
28 |
1,614 % |
6,361 % |
7,323 % |
1,764 % |
2,256 % |
8,937 % |
|
29 |
1,672 % |
6,340 % |
7,266 % |
1,820 % |
2,300 % |
8,848 % |
|
30 |
1,728 % |
6,320 % |
7,208 % |
1,874 % |
2,342 % |
8,761 % |
|
31 |
1,782 % |
6,300 % |
7,151 % |
1,926 % |
2,383 % |
8,676 % |
|
32 |
1,833 % |
6,282 % |
7,095 % |
1,975 % |
2,421 % |
8,594 % |
|
33 |
1,883 % |
6,263 % |
7,040 % |
2,022 % |
2,457 % |
8,515 % |
|
34 |
1,930 % |
6,245 % |
6,986 % |
2,067 % |
2,491 % |
8,438 % |
|
35 |
1,976 % |
6,228 % |
6,933 % |
2,110 % |
2,524 % |
8,365 % |
|
36 |
2,020 % |
6,212 % |
6,882 % |
2,151 % |
2,555 % |
8,294 % |
|
37 |
2,062 % |
6,195 % |
6,832 % |
2,190 % |
2,584 % |
8,225 % |
|
38 |
2,102 % |
6,180 % |
6,784 % |
2,228 % |
2,613 % |
8,159 % |
|
39 |
2,140 % |
6,165 % |
6,737 % |
2,264 % |
2,640 % |
8,096 % |
|
40 |
2,177 % |
6,150 % |
6,692 % |
2,298 % |
2,666 % |
8,036 % |
|
41 |
2,213 % |
6,136 % |
6,649 % |
2,332 % |
2,691 % |
7,977 % |
|
42 |
2,247 % |
6,123 % |
6,607 % |
2,363 % |
2,714 % |
7,921 % |
|
43 |
2,280 % |
6,110 % |
6,566 % |
2,394 % |
2,737 % |
7,867 % |
|
44 |
2,312 % |
6,097 % |
6,527 % |
2,423 % |
2,759 % |
7,815 % |
|
45 |
2,342 % |
6,085 % |
6,490 % |
2,451 % |
2,780 % |
7,765 % |
|
46 |
2,371 % |
6,073 % |
6,453 % |
2,478 % |
2,800 % |
7,717 % |
|
47 |
2,399 % |
6,062 % |
6,418 % |
2,504 % |
2,819 % |
7,671 % |
|
48 |
2,426 % |
6,051 % |
6,385 % |
2,529 % |
2,838 % |
7,627 % |
|
49 |
2,452 % |
6,041 % |
6,352 % |
2,553 % |
2,856 % |
7,584 % |
|
50 |
2,477 % |
6,030 % |
6,321 % |
2,576 % |
2,873 % |
7,543 % |
|
51 |
2,501 % |
6,020 % |
6,291 % |
2,598 % |
2,890 % |
7,504 % |
|
52 |
2,525 % |
6,011 % |
6,262 % |
2,620 % |
2,906 % |
7,465 % |
|
53 |
2,547 % |
6,002 % |
6,233 % |
2,641 % |
2,921 % |
7,428 % |
|
54 |
2,569 % |
5,993 % |
6,206 % |
2,661 % |
2,936 % |
7,393 % |
|
55 |
2,590 % |
5,984 % |
6,180 % |
2,680 % |
2,951 % |
7,359 % |
|
56 |
2,610 % |
5,976 % |
6,155 % |
2,699 % |
2,965 % |
7,326 % |
|
57 |
2,630 % |
5,968 % |
6,130 % |
2,717 % |
2,978 % |
7,294 % |
|
58 |
2,649 % |
5,960 % |
6,106 % |
2,734 % |
2,991 % |
7,263 % |
|
59 |
2,667 % |
5,952 % |
6,084 % |
2,751 % |
3,004 % |
7,233 % |
|
60 |
2,685 % |
5,945 % |
6,061 % |
2,768 % |
3,016 % |
7,204 % |
|
61 |
2,702 % |
5,938 % |
6,040 % |
2,784 % |
3,028 % |
7,176 % |
|
62 |
2,719 % |
5,931 % |
6,019 % |
2,799 % |
3,039 % |
7,149 % |
|
63 |
2,735 % |
5,924 % |
5,999 % |
2,814 % |
3,050 % |
7,122 % |
|
64 |
2,751 % |
5,918 % |
5,979 % |
2,828 % |
3,061 % |
7,097 % |
|
65 |
2,766 % |
5,911 % |
5,961 % |
2,842 % |
3,072 % |
7,072 % |
|
66 |
2,781 % |
5,905 % |
5,942 % |
2,856 % |
3,082 % |
7,048 % |
|
67 |
2,795 % |
5,899 % |
5,924 % |
2,869 % |
3,092 % |
7,025 % |
|
68 |
2,809 % |
5,893 % |
5,907 % |
2,882 % |
3,101 % |
7,003 % |
|
69 |
2,823 % |
5,888 % |
5,890 % |
2,894 % |
3,111 % |
6,981 % |
|
70 |
2,836 % |
5,882 % |
5,874 % |
2,907 % |
3,120 % |
6,960 % |
|
71 |
2,848 % |
5,877 % |
5,858 % |
2,918 % |
3,128 % |
6,939 % |
|
72 |
2,861 % |
5,872 % |
5,843 % |
2,930 % |
3,137 % |
6,919 % |
|
73 |
2,873 % |
5,867 % |
5,827 % |
2,941 % |
3,145 % |
6,899 % |
|
74 |
2,885 % |
5,862 % |
5,813 % |
2,952 % |
3,153 % |
6,880 % |
|
75 |
2,896 % |
5,857 % |
5,799 % |
2,962 % |
3,161 % |
6,862 % |
|
76 |
2,907 % |
5,852 % |
5,785 % |
2,973 % |
3,169 % |
6,844 % |
|
77 |
2,918 % |
5,848 % |
5,771 % |
2,983 % |
3,177 % |
6,826 % |
|
78 |
2,929 % |
5,843 % |
5,758 % |
2,992 % |
3,184 % |
6,809 % |
|
79 |
2,939 % |
5,839 % |
5,745 % |
3,002 % |
3,191 % |
6,792 % |
|
80 |
2,949 % |
5,835 % |
5,733 % |
3,011 % |
3,198 % |
6,776 % |
|
81 |
2,959 % |
5,830 % |
5,721 % |
3,020 % |
3,205 % |
6,760 % |
|
82 |
2,969 % |
5,826 % |
5,709 % |
3,029 % |
3,211 % |
6,745 % |
|
83 |
2,978 % |
5,823 % |
5,697 % |
3,038 % |
3,218 % |
6,730 % |
|
84 |
2,987 % |
5,819 % |
5,686 % |
3,046 % |
3,224 % |
6,715 % |
|
85 |
2,996 % |
5,815 % |
5,675 % |
3,055 % |
3,230 % |
6,701 % |
|
86 |
3,005 % |
5,811 % |
5,664 % |
3,063 % |
3,236 % |
6,687 % |
|
87 |
3,013 % |
5,808 % |
5,653 % |
3,070 % |
3,242 % |
6,673 % |
|
88 |
3,022 % |
5,804 % |
5,643 % |
3,078 % |
3,248 % |
6,660 % |
|
89 |
3,030 % |
5,801 % |
5,633 % |
3,086 % |
3,253 % |
6,646 % |
|
90 |
3,038 % |
5,797 % |
5,623 % |
3,093 % |
3,259 % |
6,634 % |
|
91 |
3,046 % |
5,794 % |
5,614 % |
3,100 % |
3,264 % |
6,621 % |
|
92 |
3,053 % |
5,791 % |
5,604 % |
3,107 % |
3,270 % |
6,609 % |
|
93 |
3,061 % |
5,788 % |
5,595 % |
3,114 % |
3,275 % |
6,597 % |
|
94 |
3,068 % |
5,785 % |
5,586 % |
3,121 % |
3,280 % |
6,585 % |
|
95 |
3,075 % |
5,782 % |
5,577 % |
3,128 % |
3,285 % |
6,574 % |
|
96 |
3,082 % |
5,779 % |
5,568 % |
3,134 % |
3,290 % |
6,562 % |
|
97 |
3,089 % |
5,776 % |
5,560 % |
3,140 % |
3,294 % |
6,551 % |
|
98 |
3,096 % |
5,773 % |
5,552 % |
3,147 % |
3,299 % |
6,541 % |
|
99 |
3,102 % |
5,770 % |
5,544 % |
3,153 % |
3,303 % |
6,530 % |
|
100 |
3,109 % |
5,768 % |
5,536 % |
3,159 % |
3,308 % |
6,520 % |
|
101 |
3,115 % |
5,765 % |
5,528 % |
3,164 % |
3,312 % |
6,510 % |
|
102 |
3,121 % |
5,762 % |
5,520 % |
3,170 % |
3,317 % |
6,500 % |
|
103 |
3,127 % |
5,760 % |
5,513 % |
3,176 % |
3,321 % |
6,490 % |
|
104 |
3,133 % |
5,757 % |
5,505 % |
3,181 % |
3,325 % |
6,480 % |
|
105 |
3,139 % |
5,755 % |
5,498 % |
3,187 % |
3,329 % |
6,471 % |
|
106 |
3,145 % |
5,753 % |
5,491 % |
3,192 % |
3,333 % |
6,462 % |
|
107 |
3,151 % |
5,750 % |
5,484 % |
3,197 % |
3,337 % |
6,453 % |
|
108 |
3,156 % |
5,748 % |
5,477 % |
3,202 % |
3,341 % |
6,444 % |
|
109 |
3,162 % |
5,746 % |
5,471 % |
3,207 % |
3,344 % |
6,435 % |
|
110 |
3,167 % |
5,743 % |
5,464 % |
3,212 % |
3,348 % |
6,427 % |
|
111 |
3,172 % |
5,741 % |
5,457 % |
3,217 % |
3,352 % |
6,418 % |
|
112 |
3,177 % |
5,739 % |
5,451 % |
3,222 % |
3,355 % |
6,410 % |
|
113 |
3,182 % |
5,737 % |
5,445 % |
3,226 % |
3,359 % |
6,402 % |
|
114 |
3,187 % |
5,735 % |
5,439 % |
3,231 % |
3,362 % |
6,394 % |
|
115 |
3,192 % |
5,733 % |
5,433 % |
3,235 % |
3,365 % |
6,386 % |
|
116 |
3,197 % |
5,731 % |
5,427 % |
3,240 % |
3,369 % |
6,379 % |
|
117 |
3,202 % |
5,729 % |
5,421 % |
3,244 % |
3,372 % |
6,371 % |
|
118 |
3,206 % |
5,727 % |
5,415 % |
3,249 % |
3,375 % |
6,364 % |
|
119 |
3,211 % |
5,725 % |
5,410 % |
3,253 % |
3,378 % |
6,356 % |
|
120 |
3,215 % |
5,723 % |
5,404 % |
3,257 % |
3,381 % |
6,349 % |
|
121 |
3,220 % |
5,721 % |
5,399 % |
3,261 % |
3,384 % |
6,342 % |
|
122 |
3,224 % |
5,719 % |
5,393 % |
3,265 % |
3,387 % |
6,335 % |
|
123 |
3,228 % |
5,718 % |
5,388 % |
3,269 % |
3,390 % |
6,328 % |
|
124 |
3,233 % |
5,716 % |
5,383 % |
3,273 % |
3,393 % |
6,322 % |
|
125 |
3,237 % |
5,714 % |
5,378 % |
3,277 % |
3,396 % |
6,315 % |
|
126 |
3,241 % |
5,712 % |
5,373 % |
3,280 % |
3,399 % |
6,309 % |
|
127 |
3,245 % |
5,711 % |
5,368 % |
3,284 % |
3,402 % |
6,302 % |
|
128 |
3,249 % |
5,709 % |
5,363 % |
3,288 % |
3,404 % |
6,296 % |
|
129 |
3,253 % |
5,707 % |
5,358 % |
3,291 % |
3,407 % |
6,290 % |
|
130 |
3,256 % |
5,706 % |
5,354 % |
3,295 % |
3,410 % |
6,284 % |
|
131 |
3,260 % |
5,704 % |
5,349 % |
3,298 % |
3,412 % |
6,278 % |
|
132 |
3,264 % |
5,703 % |
5,345 % |
3,302 % |
3,415 % |
6,272 % |
|
133 |
3,268 % |
5,701 % |
5,340 % |
3,305 % |
3,417 % |
6,266 % |
|
134 |
3,271 % |
5,700 % |
5,336 % |
3,308 % |
3,420 % |
6,260 % |
|
135 |
3,275 % |
5,698 % |
5,331 % |
3,312 % |
3,422 % |
6,254 % |
|
136 |
3,278 % |
5,697 % |
5,327 % |
3,315 % |
3,425 % |
6,249 % |
|
137 |
3,282 % |
5,695 % |
5,323 % |
3,318 % |
3,427 % |
6,243 % |
|
138 |
3,285 % |
5,694 % |
5,319 % |
3,321 % |
3,429 % |
6,238 % |
|
139 |
3,288 % |
5,693 % |
5,315 % |
3,324 % |
3,432 % |
6,233 % |
|
140 |
3,292 % |
5,691 % |
5,311 % |
3,327 % |
3,434 % |
6,227 % |
|
141 |
3,295 % |
5,690 % |
5,307 % |
3,330 % |
3,436 % |
6,222 % |
|
142 |
3,298 % |
5,688 % |
5,303 % |
3,333 % |
3,438 % |
6,217 % |
|
143 |
3,301 % |
5,687 % |
5,299 % |
3,336 % |
3,441 % |
6,212 % |
|
144 |
3,304 % |
5,686 % |
5,295 % |
3,339 % |
3,443 % |
6,207 % |
|
145 |
3,307 % |
5,685 % |
5,291 % |
3,342 % |
3,445 % |
6,202 % |
|
146 |
3,310 % |
5,683 % |
5,287 % |
3,345 % |
3,447 % |
6,197 % |
|
147 |
3,313 % |
5,682 % |
5,284 % |
3,347 % |
3,449 % |
6,193 % |
|
148 |
3,316 % |
5,681 % |
5,280 % |
3,350 % |
3,451 % |
6,188 % |
|
149 |
3,319 % |
5,680 % |
5,277 % |
3,353 % |
3,453 % |
6,183 % |
|
150 |
3,322 % |
5,678 % |
5,273 % |
3,355 % |
3,455 % |
6,179 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
3,067 % |
1,559 % |
2,196 % |
5,638 % |
0,340 % |
0,682 % |
|
2 |
4,144 % |
1,631 % |
2,359 % |
5,946 % |
0,486 % |
0,707 % |
|
3 |
5,176 % |
1,761 % |
2,545 % |
6,108 % |
0,615 % |
0,732 % |
|
4 |
5,965 % |
1,887 % |
2,691 % |
6,187 % |
0,705 % |
0,763 % |
|
5 |
6,586 % |
1,983 % |
2,819 % |
6,252 % |
0,774 % |
0,773 % |
|
6 |
7,035 % |
2,048 % |
2,929 % |
6,294 % |
0,832 % |
0,767 % |
|
7 |
7,375 % |
2,099 % |
3,028 % |
6,326 % |
0,879 % |
0,773 % |
|
8 |
7,636 % |
2,146 % |
3,126 % |
6,361 % |
0,914 % |
0,800 % |
|
9 |
7,834 % |
2,196 % |
3,219 % |
6,400 % |
0,937 % |
0,820 % |
|
10 |
8,001 % |
2,250 % |
3,312 % |
6,450 % |
0,948 % |
0,814 % |
|
11 |
8,116 % |
2,312 % |
3,407 % |
6,538 % |
0,949 % |
0,774 % |
|
12 |
8,184 % |
2,376 % |
3,502 % |
6,651 % |
0,945 % |
0,718 % |
|
13 |
8,218 % |
2,443 % |
3,593 % |
6,771 % |
0,942 % |
0,658 % |
|
14 |
8,226 % |
2,509 % |
3,679 % |
6,881 % |
0,943 % |
0,604 % |
|
15 |
8,214 % |
2,574 % |
3,757 % |
6,971 % |
0,949 % |
0,559 % |
|
16 |
8,189 % |
2,637 % |
3,826 % |
7,030 % |
0,962 % |
0,528 % |
|
17 |
8,153 % |
2,698 % |
3,886 % |
7,062 % |
0,981 % |
0,511 % |
|
18 |
8,109 % |
2,757 % |
3,937 % |
7,074 % |
1,007 % |
0,509 % |
|
19 |
8,059 % |
2,813 % |
3,980 % |
7,071 % |
1,041 % |
0,523 % |
|
20 |
8,006 % |
2,868 % |
4,015 % |
7,054 % |
1,083 % |
0,551 % |
|
21 |
7,950 % |
2,919 % |
4,043 % |
7,029 % |
1,132 % |
0,595 % |
|
22 |
7,892 % |
2,969 % |
4,064 % |
6,996 % |
1,186 % |
0,648 % |
|
23 |
7,834 % |
3,016 % |
4,080 % |
6,957 % |
1,243 % |
0,709 % |
|
24 |
7,776 % |
3,061 % |
4,092 % |
6,915 % |
1,302 % |
0,775 % |
|
25 |
7,718 % |
3,104 % |
4,101 % |
6,870 % |
1,361 % |
0,842 % |
|
26 |
7,661 % |
3,145 % |
4,106 % |
6,824 % |
1,421 % |
0,912 % |
|
27 |
7,605 % |
3,185 % |
4,110 % |
6,776 % |
1,480 % |
0,981 % |
|
28 |
7,551 % |
3,222 % |
4,111 % |
6,728 % |
1,538 % |
1,050 % |
|
29 |
7,498 % |
3,258 % |
4,111 % |
6,680 % |
1,594 % |
1,117 % |
|
30 |
7,446 % |
3,292 % |
4,109 % |
6,632 % |
1,649 % |
1,184 % |
|
31 |
7,396 % |
3,324 % |
4,107 % |
6,585 % |
1,703 % |
1,248 % |
|
32 |
7,348 % |
3,355 % |
4,104 % |
6,539 % |
1,754 % |
1,311 % |
|
33 |
7,302 % |
3,385 % |
4,100 % |
6,494 % |
1,804 % |
1,372 % |
|
34 |
7,257 % |
3,414 % |
4,096 % |
6,450 % |
1,852 % |
1,431 % |
|
35 |
7,213 % |
3,441 % |
4,091 % |
6,407 % |
1,899 % |
1,488 % |
|
36 |
7,172 % |
3,467 % |
4,086 % |
6,366 % |
1,944 % |
1,542 % |
|
37 |
7,131 % |
3,492 % |
4,081 % |
6,326 % |
1,987 % |
1,595 % |
|
38 |
7,093 % |
3,516 % |
4,076 % |
6,287 % |
2,028 % |
1,646 % |
|
39 |
7,056 % |
3,538 % |
4,071 % |
6,250 % |
2,068 % |
1,694 % |
|
40 |
7,020 % |
3,560 % |
4,065 % |
6,214 % |
2,106 % |
1,741 % |
|
41 |
6,986 % |
3,581 % |
4,060 % |
6,179 % |
2,143 % |
1,787 % |
|
42 |
6,953 % |
3,602 % |
4,054 % |
6,145 % |
2,179 % |
1,830 % |
|
43 |
6,921 % |
3,621 % |
4,049 % |
6,113 % |
2,213 % |
1,872 % |
|
44 |
6,890 % |
3,640 % |
4,044 % |
6,081 % |
2,246 % |
1,912 % |
|
45 |
6,861 % |
3,658 % |
4,039 % |
6,051 % |
2,277 % |
1,951 % |
|
46 |
6,832 % |
3,675 % |
4,034 % |
6,022 % |
2,308 % |
1,988 % |
|
47 |
6,805 % |
3,692 % |
4,028 % |
5,994 % |
2,337 % |
2,024 % |
|
48 |
6,779 % |
3,708 % |
4,024 % |
5,967 % |
2,365 % |
2,058 % |
|
49 |
6,753 % |
3,723 % |
4,019 % |
5,941 % |
2,392 % |
2,092 % |
|
50 |
6,729 % |
3,738 % |
4,014 % |
5,916 % |
2,419 % |
2,124 % |
|
51 |
6,705 % |
3,752 % |
4,009 % |
5,892 % |
2,444 % |
2,155 % |
|
52 |
6,683 % |
3,766 % |
4,005 % |
5,869 % |
2,468 % |
2,185 % |
|
53 |
6,661 % |
3,780 % |
4,001 % |
5,846 % |
2,492 % |
2,213 % |
|
54 |
6,640 % |
3,793 % |
3,996 % |
5,824 % |
2,515 % |
2,241 % |
|
55 |
6,619 % |
3,805 % |
3,992 % |
5,803 % |
2,537 % |
2,268 % |
|
56 |
6,599 % |
3,817 % |
3,988 % |
5,783 % |
2,558 % |
2,294 % |
|
57 |
6,580 % |
3,829 % |
3,984 % |
5,763 % |
2,578 % |
2,319 % |
|
58 |
6,562 % |
3,840 % |
3,981 % |
5,744 % |
2,598 % |
2,343 % |
|
59 |
6,544 % |
3,851 % |
3,977 % |
5,726 % |
2,617 % |
2,367 % |
|
60 |
6,527 % |
3,862 % |
3,973 % |
5,708 % |
2,636 % |
2,389 % |
|
61 |
6,510 % |
3,872 % |
3,970 % |
5,691 % |
2,654 % |
2,411 % |
|
62 |
6,494 % |
3,882 % |
3,966 % |
5,674 % |
2,671 % |
2,433 % |
|
63 |
6,478 % |
3,892 % |
3,963 % |
5,658 % |
2,688 % |
2,453 % |
|
64 |
6,463 % |
3,901 % |
3,960 % |
5,642 % |
2,705 % |
2,473 % |
|
65 |
6,448 % |
3,910 % |
3,957 % |
5,627 % |
2,721 % |
2,493 % |
|
66 |
6,434 % |
3,919 % |
3,954 % |
5,612 % |
2,736 % |
2,512 % |
|
67 |
6,420 % |
3,927 % |
3,951 % |
5,597 % |
2,751 % |
2,530 % |
|
68 |
6,406 % |
3,936 % |
3,948 % |
5,584 % |
2,766 % |
2,548 % |
|
69 |
6,393 % |
3,944 % |
3,945 % |
5,570 % |
2,780 % |
2,565 % |
|
70 |
6,380 % |
3,952 % |
3,942 % |
5,557 % |
2,794 % |
2,582 % |
|
71 |
6,368 % |
3,959 % |
3,940 % |
5,544 % |
2,807 % |
2,598 % |
|
72 |
6,356 % |
3,967 % |
3,937 % |
5,532 % |
2,820 % |
2,614 % |
|
73 |
6,344 % |
3,974 % |
3,934 % |
5,520 % |
2,833 % |
2,630 % |
|
74 |
6,333 % |
3,981 % |
3,932 % |
5,508 % |
2,845 % |
2,645 % |
|
75 |
6,322 % |
3,988 % |
3,930 % |
5,496 % |
2,857 % |
2,659 % |
|
76 |
6,311 % |
3,995 % |
3,927 % |
5,485 % |
2,869 % |
2,673 % |
|
77 |
6,300 % |
4,001 % |
3,925 % |
5,474 % |
2,880 % |
2,687 % |
|
78 |
6,290 % |
4,008 % |
3,923 % |
5,464 % |
2,891 % |
2,701 % |
|
79 |
6,280 % |
4,014 % |
3,921 % |
5,453 % |
2,902 % |
2,714 % |
|
80 |
6,270 % |
4,020 % |
3,918 % |
5,443 % |
2,912 % |
2,727 % |
|
81 |
6,261 % |
4,026 % |
3,916 % |
5,433 % |
2,923 % |
2,740 % |
|
82 |
6,251 % |
4,031 % |
3,914 % |
5,424 % |
2,933 % |
2,752 % |
|
83 |
6,242 % |
4,037 % |
3,912 % |
5,414 % |
2,943 % |
2,764 % |
|
84 |
6,233 % |
4,043 % |
3,910 % |
5,405 % |
2,952 % |
2,775 % |
|
85 |
6,225 % |
4,048 % |
3,909 % |
5,396 % |
2,961 % |
2,787 % |
|
86 |
6,216 % |
4,053 % |
3,907 % |
5,388 % |
2,971 % |
2,798 % |
|
87 |
6,208 % |
4,058 % |
3,905 % |
5,379 % |
2,980 % |
2,809 % |
|
88 |
6,200 % |
4,063 % |
3,903 % |
5,371 % |
2,988 % |
2,820 % |
|
89 |
6,192 % |
4,068 % |
3,901 % |
5,363 % |
2,997 % |
2,830 % |
|
90 |
6,184 % |
4,073 % |
3,900 % |
5,355 % |
3,005 % |
2,840 % |
|
91 |
6,177 % |
4,078 % |
3,898 % |
5,347 % |
3,013 % |
2,850 % |
|
92 |
6,169 % |
4,082 % |
3,896 % |
5,339 % |
3,021 % |
2,860 % |
|
93 |
6,162 % |
4,087 % |
3,895 % |
5,332 % |
3,029 % |
2,869 % |
|
94 |
6,155 % |
4,091 % |
3,893 % |
5,325 % |
3,037 % |
2,879 % |
|
95 |
6,148 % |
4,095 % |
3,892 % |
5,318 % |
3,044 % |
2,888 % |
|
96 |
6,141 % |
4,100 % |
3,890 % |
5,311 % |
3,051 % |
2,897 % |
|
97 |
6,135 % |
4,104 % |
3,889 % |
5,304 % |
3,059 % |
2,906 % |
|
98 |
6,128 % |
4,108 % |
3,888 % |
5,297 % |
3,066 % |
2,914 % |
|
99 |
6,122 % |
4,112 % |
3,886 % |
5,291 % |
3,073 % |
2,922 % |
|
100 |
6,116 % |
4,116 % |
3,885 % |
5,284 % |
3,079 % |
2,931 % |
|
101 |
6,110 % |
4,119 % |
3,883 % |
5,278 % |
3,086 % |
2,939 % |
|
102 |
6,104 % |
4,123 % |
3,882 % |
5,272 % |
3,092 % |
2,947 % |
|
103 |
6,098 % |
4,127 % |
3,881 % |
5,266 % |
3,099 % |
2,955 % |
|
104 |
6,092 % |
4,130 % |
3,880 % |
5,260 % |
3,105 % |
2,962 % |
|
105 |
6,086 % |
4,134 % |
3,878 % |
5,254 % |
3,111 % |
2,970 % |
|
106 |
6,081 % |
4,137 % |
3,877 % |
5,248 % |
3,117 % |
2,977 % |
|
107 |
6,075 % |
4,141 % |
3,876 % |
5,243 % |
3,123 % |
2,984 % |
|
108 |
6,070 % |
4,144 % |
3,875 % |
5,237 % |
3,129 % |
2,991 % |
|
109 |
6,065 % |
4,147 % |
3,874 % |
5,232 % |
3,135 % |
2,998 % |
|
110 |
6,060 % |
4,150 % |
3,873 % |
5,226 % |
3,140 % |
3,005 % |
|
111 |
6,055 % |
4,154 % |
3,871 % |
5,221 % |
3,146 % |
3,012 % |
|
112 |
6,050 % |
4,157 % |
3,870 % |
5,216 % |
3,151 % |
3,018 % |
|
113 |
6,045 % |
4,160 % |
3,869 % |
5,211 % |
3,156 % |
3,025 % |
|
114 |
6,040 % |
4,163 % |
3,868 % |
5,206 % |
3,161 % |
3,031 % |
|
115 |
6,035 % |
4,166 % |
3,867 % |
5,201 % |
3,167 % |
3,037 % |
|
116 |
6,031 % |
4,168 % |
3,866 % |
5,196 % |
3,172 % |
3,043 % |
|
117 |
6,026 % |
4,171 % |
3,865 % |
5,192 % |
3,176 % |
3,049 % |
|
118 |
6,022 % |
4,174 % |
3,864 % |
5,187 % |
3,181 % |
3,055 % |
|
119 |
6,017 % |
4,177 % |
3,863 % |
5,183 % |
3,186 % |
3,061 % |
|
120 |
6,013 % |
4,180 % |
3,862 % |
5,178 % |
3,191 % |
3,067 % |
|
121 |
6,009 % |
4,182 % |
3,861 % |
5,174 % |
3,195 % |
3,072 % |
|
122 |
6,004 % |
4,185 % |
3,860 % |
5,170 % |
3,200 % |
3,078 % |
|
123 |
6,000 % |
4,187 % |
3,860 % |
5,165 % |
3,204 % |
3,083 % |
|
124 |
5,996 % |
4,190 % |
3,859 % |
5,161 % |
3,209 % |
3,089 % |
|
125 |
5,992 % |
4,192 % |
3,858 % |
5,157 % |
3,213 % |
3,094 % |
|
126 |
5,988 % |
4,195 % |
3,857 % |
5,153 % |
3,217 % |
3,099 % |
|
127 |
5,985 % |
4,197 % |
3,856 % |
5,149 % |
3,222 % |
3,104 % |
|
128 |
5,981 % |
4,200 % |
3,855 % |
5,145 % |
3,226 % |
3,109 % |
|
129 |
5,977 % |
4,202 % |
3,854 % |
5,141 % |
3,230 % |
3,114 % |
|
130 |
5,973 % |
4,204 % |
3,854 % |
5,137 % |
3,234 % |
3,119 % |
|
131 |
5,970 % |
4,206 % |
3,853 % |
5,134 % |
3,238 % |
3,124 % |
|
132 |
5,966 % |
4,209 % |
3,852 % |
5,130 % |
3,242 % |
3,129 % |
|
133 |
5,963 % |
4,211 % |
3,851 % |
5,126 % |
3,245 % |
3,133 % |
|
134 |
5,959 % |
4,213 % |
3,851 % |
5,123 % |
3,249 % |
3,138 % |
|
135 |
5,956 % |
4,215 % |
3,850 % |
5,119 % |
3,253 % |
3,143 % |
|
136 |
5,952 % |
4,217 % |
3,849 % |
5,116 % |
3,256 % |
3,147 % |
|
137 |
5,949 % |
4,219 % |
3,848 % |
5,113 % |
3,260 % |
3,151 % |
|
138 |
5,946 % |
4,221 % |
3,848 % |
5,109 % |
3,264 % |
3,156 % |
|
139 |
5,943 % |
4,223 % |
3,847 % |
5,106 % |
3,267 % |
3,160 % |
|
140 |
5,939 % |
4,225 % |
3,846 % |
5,103 % |
3,270 % |
3,164 % |
|
141 |
5,936 % |
4,227 % |
3,846 % |
5,099 % |
3,274 % |
3,168 % |
|
142 |
5,933 % |
4,229 % |
3,845 % |
5,096 % |
3,277 % |
3,172 % |
|
143 |
5,930 % |
4,231 % |
3,844 % |
5,093 % |
3,281 % |
3,176 % |
|
144 |
5,927 % |
4,233 % |
3,844 % |
5,090 % |
3,284 % |
3,180 % |
|
145 |
5,924 % |
4,235 % |
3,843 % |
5,087 % |
3,287 % |
3,184 % |
|
146 |
5,921 % |
4,237 % |
3,842 % |
5,084 % |
3,290 % |
3,188 % |
|
147 |
5,918 % |
4,238 % |
3,842 % |
5,081 % |
3,293 % |
3,192 % |
|
148 |
5,916 % |
4,240 % |
3,841 % |
5,078 % |
3,296 % |
3,196 % |
|
149 |
5,913 % |
4,242 % |
3,840 % |
5,075 % |
3,299 % |
3,199 % |
|
150 |
5,910 % |
4,244 % |
3,840 % |
5,072 % |
3,302 % |
3,203 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
10,448 % |
0,509 % |
-0,125 % |
|
2 |
11,830 % |
0,355 % |
-0,140 % |
|
3 |
12,604 % |
0,328 % |
-0,150 % |
|
4 |
13,054 % |
0,335 % |
-0,166 % |
|
5 |
13,313 % |
0,365 % |
-0,164 % |
|
6 |
13,430 % |
0,384 % |
-0,156 % |
|
7 |
13,444 % |
0,456 % |
-0,144 % |
|
8 |
13,378 % |
0,510 % |
-0,125 % |
|
9 |
13,261 % |
0,545 % |
-0,105 % |
|
10 |
13,114 % |
0,569 % |
-0,085 % |
|
11 |
12,948 % |
0,590 % |
-0,065 % |
|
12 |
12,768 % |
0,609 % |
-0,048 % |
|
13 |
12,579 % |
0,630 % |
-0,033 % |
|
14 |
12,386 % |
0,650 % |
-0,020 % |
|
15 |
12,190 % |
0,668 % |
-0,006 % |
|
16 |
11,993 % |
0,684 % |
0,009 % |
|
17 |
11,798 % |
0,697 % |
0,024 % |
|
18 |
11,606 % |
0,707 % |
0,034 % |
|
19 |
11,418 % |
0,714 % |
0,040 % |
|
20 |
11,234 % |
0,718 % |
0,038 % |
|
21 |
11,056 % |
0,719 % |
0,029 % |
|
22 |
10,883 % |
0,719 % |
0,018 % |
|
23 |
10,716 % |
0,721 % |
0,007 % |
|
24 |
10,555 % |
0,725 % |
0,000 % |
|
25 |
10,400 % |
0,731 % |
-0,002 % |
|
26 |
10,252 % |
0,741 % |
0,002 % |
|
27 |
10,109 % |
0,750 % |
0,013 % |
|
28 |
9,973 % |
0,756 % |
0,031 % |
|
29 |
9,843 % |
0,754 % |
0,057 % |
|
30 |
9,718 % |
0,744 % |
0,091 % |
|
31 |
9,598 % |
0,724 % |
0,134 % |
|
32 |
9,484 % |
0,699 % |
0,182 % |
|
33 |
9,375 % |
0,670 % |
0,235 % |
|
34 |
9,271 % |
0,641 % |
0,291 % |
|
35 |
9,171 % |
0,612 % |
0,349 % |
|
36 |
9,076 % |
0,586 % |
0,408 % |
|
37 |
8,985 % |
0,563 % |
0,467 % |
|
38 |
8,898 % |
0,543 % |
0,526 % |
|
39 |
8,815 % |
0,528 % |
0,584 % |
|
40 |
8,735 % |
0,516 % |
0,642 % |
|
41 |
8,659 % |
0,508 % |
0,699 % |
|
42 |
8,586 % |
0,504 % |
0,754 % |
|
43 |
8,516 % |
0,504 % |
0,808 % |
|
44 |
8,449 % |
0,507 % |
0,861 % |
|
45 |
8,384 % |
0,515 % |
0,913 % |
|
46 |
8,323 % |
0,526 % |
0,963 % |
|
47 |
8,263 % |
0,541 % |
1,011 % |
|
48 |
8,206 % |
0,560 % |
1,059 % |
|
49 |
8,151 % |
0,582 % |
1,104 % |
|
50 |
8,098 % |
0,607 % |
1,149 % |
|
51 |
8,048 % |
0,637 % |
1,192 % |
|
52 |
7,999 % |
0,669 % |
1,233 % |
|
53 |
7,952 % |
0,704 % |
1,274 % |
|
54 |
7,906 % |
0,740 % |
1,313 % |
|
55 |
7,862 % |
0,777 % |
1,351 % |
|
56 |
7,820 % |
0,815 % |
1,388 % |
|
57 |
7,779 % |
0,853 % |
1,423 % |
|
58 |
7,740 % |
0,892 % |
1,458 % |
|
59 |
7,702 % |
0,930 % |
1,491 % |
|
60 |
7,665 % |
0,969 % |
1,524 % |
|
61 |
7,629 % |
1,007 % |
1,555 % |
|
62 |
7,595 % |
1,044 % |
1,586 % |
|
63 |
7,561 % |
1,082 % |
1,616 % |
|
64 |
7,529 % |
1,118 % |
1,644 % |
|
65 |
7,497 % |
1,154 % |
1,672 % |
|
66 |
7,467 % |
1,190 % |
1,699 % |
|
67 |
7,437 % |
1,225 % |
1,726 % |
|
68 |
7,409 % |
1,259 % |
1,752 % |
|
69 |
7,381 % |
1,292 % |
1,777 % |
|
70 |
7,354 % |
1,325 % |
1,801 % |
|
71 |
7,327 % |
1,357 % |
1,824 % |
|
72 |
7,302 % |
1,389 % |
1,847 % |
|
73 |
7,277 % |
1,419 % |
1,870 % |
|
74 |
7,253 % |
1,450 % |
1,891 % |
|
75 |
7,229 % |
1,479 % |
1,913 % |
|
76 |
7,206 % |
1,508 % |
1,933 % |
|
77 |
7,184 % |
1,536 % |
1,953 % |
|
78 |
7,162 % |
1,563 % |
1,973 % |
|
79 |
7,141 % |
1,590 % |
1,992 % |
|
80 |
7,120 % |
1,616 % |
2,011 % |
|
81 |
7,100 % |
1,642 % |
2,029 % |
|
82 |
7,081 % |
1,667 % |
2,047 % |
|
83 |
7,061 % |
1,692 % |
2,064 % |
|
84 |
7,043 % |
1,716 % |
2,081 % |
|
85 |
7,024 % |
1,739 % |
2,098 % |
|
86 |
7,007 % |
1,762 % |
2,114 % |
|
87 |
6,989 % |
1,784 % |
2,130 % |
|
88 |
6,972 % |
1,806 % |
2,145 % |
|
89 |
6,955 % |
1,828 % |
2,160 % |
|
90 |
6,939 % |
1,849 % |
2,175 % |
|
91 |
6,923 % |
1,869 % |
2,190 % |
|
92 |
6,908 % |
1,890 % |
2,204 % |
|
93 |
6,892 % |
1,909 % |
2,218 % |
|
94 |
6,878 % |
1,929 % |
2,231 % |
|
95 |
6,863 % |
1,948 % |
2,244 % |
|
96 |
6,849 % |
1,966 % |
2,257 % |
|
97 |
6,835 % |
1,984 % |
2,270 % |
|
98 |
6,821 % |
2,002 % |
2,283 % |
|
99 |
6,808 % |
2,020 % |
2,295 % |
|
100 |
6,794 % |
2,037 % |
2,307 % |
|
101 |
6,782 % |
2,054 % |
2,319 % |
|
102 |
6,769 % |
2,070 % |
2,330 % |
|
103 |
6,756 % |
2,086 % |
2,341 % |
|
104 |
6,744 % |
2,102 % |
2,352 % |
|
105 |
6,732 % |
2,118 % |
2,363 % |
|
106 |
6,721 % |
2,133 % |
2,374 % |
|
107 |
6,709 % |
2,148 % |
2,384 % |
|
108 |
6,698 % |
2,163 % |
2,395 % |
|
109 |
6,687 % |
2,177 % |
2,405 % |
|
110 |
6,676 % |
2,191 % |
2,415 % |
|
111 |
6,665 % |
2,205 % |
2,424 % |
|
112 |
6,655 % |
2,219 % |
2,434 % |
|
113 |
6,645 % |
2,232 % |
2,443 % |
|
114 |
6,635 % |
2,246 % |
2,453 % |
|
115 |
6,625 % |
2,259 % |
2,462 % |
|
116 |
6,615 % |
2,271 % |
2,471 % |
|
117 |
6,605 % |
2,284 % |
2,479 % |
|
118 |
6,596 % |
2,296 % |
2,488 % |
|
119 |
6,587 % |
2,308 % |
2,496 % |
|
120 |
6,578 % |
2,320 % |
2,505 % |
|
121 |
6,569 % |
2,332 % |
2,513 % |
|
122 |
6,560 % |
2,343 % |
2,521 % |
|
123 |
6,551 % |
2,355 % |
2,529 % |
|
124 |
6,543 % |
2,366 % |
2,537 % |
|
125 |
6,534 % |
2,377 % |
2,544 % |
|
126 |
6,526 % |
2,388 % |
2,552 % |
|
127 |
6,518 % |
2,399 % |
2,559 % |
|
128 |
6,510 % |
2,409 % |
2,567 % |
|
129 |
6,502 % |
2,419 % |
2,574 % |
|
130 |
6,494 % |
2,429 % |
2,581 % |
|
131 |
6,487 % |
2,440 % |
2,588 % |
|
132 |
6,479 % |
2,449 % |
2,595 % |
|
133 |
6,472 % |
2,459 % |
2,602 % |
|
134 |
6,464 % |
2,469 % |
2,608 % |
|
135 |
6,457 % |
2,478 % |
2,615 % |
|
136 |
6,450 % |
2,487 % |
2,621 % |
|
137 |
6,443 % |
2,497 % |
2,628 % |
|
138 |
6,436 % |
2,506 % |
2,634 % |
|
139 |
6,430 % |
2,514 % |
2,640 % |
|
140 |
6,423 % |
2,523 % |
2,646 % |
|
141 |
6,416 % |
2,532 % |
2,652 % |
|
142 |
6,410 % |
2,540 % |
2,658 % |
|
143 |
6,404 % |
2,549 % |
2,664 % |
|
144 |
6,397 % |
2,557 % |
2,670 % |
|
145 |
6,391 % |
2,565 % |
2,676 % |
|
146 |
6,385 % |
2,573 % |
2,681 % |
|
147 |
6,379 % |
2,581 % |
2,687 % |
|
148 |
6,373 % |
2,589 % |
2,692 % |
|
149 |
6,367 % |
2,597 % |
2,698 % |
|
150 |
6,361 % |
2,605 % |
2,703 % |
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 |
25 |
1 |
|
2 |
0 |
0 |
39 |
5 |
0 |
41 |
0 |
|
3 |
0 |
1 |
44 |
5 |
1 |
46 |
0 |
|
4 |
0 |
2 |
47 |
5 |
3 |
47 |
0 |
|
5 |
0 |
4 |
51 |
5 |
4 |
51 |
0 |
|
6 |
1 |
5 |
54 |
5 |
6 |
53 |
0 |
|
7 |
2 |
5 |
57 |
5 |
9 |
54 |
0 |
|
8 |
2 |
7 |
58 |
5 |
11 |
54 |
0 |
|
9 |
3 |
7 |
60 |
5 |
12 |
51 |
0 |
|
10 |
3 |
8 |
62 |
5 |
13 |
50 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
391 |
4 |
16 |
|
2 |
0 |
0 |
0 |
0 |
242 |
4 |
22 |
|
3 |
1 |
0 |
0 |
0 |
215 |
4 |
25 |
|
4 |
2 |
0 |
0 |
0 |
188 |
4 |
26 |
|
5 |
4 |
0 |
0 |
0 |
172 |
4 |
27 |
|
6 |
5 |
0 |
0 |
0 |
169 |
4 |
28 |
|
7 |
5 |
0 |
0 |
0 |
166 |
4 |
29 |
|
8 |
7 |
0 |
1 |
0 |
170 |
2 |
30 |
|
9 |
7 |
0 |
2 |
0 |
172 |
1 |
31 |
|
10 |
8 |
0 |
3 |
0 |
174 |
4 |
31 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
16 |
0 |
4 |
|
2 |
14 |
11 |
11 |
0 |
22 |
0 |
4 |
|
3 |
19 |
14 |
15 |
0 |
25 |
0 |
4 |
|
4 |
21 |
16 |
17 |
0 |
26 |
0 |
4 |
|
5 |
24 |
18 |
19 |
0 |
27 |
0 |
4 |
|
6 |
25 |
19 |
20 |
0 |
28 |
0 |
4 |
|
7 |
27 |
21 |
22 |
0 |
29 |
0 |
4 |
|
8 |
28 |
22 |
23 |
1 |
30 |
0 |
4 |
|
9 |
30 |
23 |
24 |
2 |
31 |
0 |
4 |
|
10 |
31 |
24 |
25 |
3 |
31 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
25 |
9 |
12 |
18 |
5 |
0 |
0 |
|
2 |
41 |
17 |
15 |
21 |
11 |
0 |
0 |
|
3 |
46 |
19 |
18 |
26 |
15 |
0 |
0 |
|
4 |
47 |
20 |
19 |
30 |
17 |
0 |
0 |
|
5 |
51 |
22 |
21 |
33 |
19 |
0 |
0 |
|
6 |
53 |
23 |
22 |
37 |
20 |
0 |
0 |
|
7 |
54 |
24 |
23 |
38 |
22 |
0 |
0 |
|
8 |
54 |
26 |
25 |
39 |
23 |
0 |
0 |
|
9 |
51 |
27 |
25 |
40 |
24 |
0 |
0 |
|
10 |
50 |
25 |
25 |
40 |
25 |
0 |
0 |
|
Duration (in years) |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
Chile |
|
1 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
2 |
0 |
0 |
0 |
0 |
12 |
0 |
19 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
9 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
11 |
0 |
10 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
1 |
29 |
0 |
10 |
0 |
0 |
10 |
|
4 |
2 |
36 |
0 |
10 |
0 |
0 |
10 |
|
5 |
2 |
38 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
41 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
43 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
41 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
38 |
0 |
10 |
0 |
0 |
10 |
|
10 |
5 |
41 |
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 |
8 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
8 |
14 |
0 |
4 |
|
5 |
0 |
1 |
0 |
7 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
8 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
10 |
15 |
0 |
4 |
|
8 |
0 |
11 |
0 |
11 |
15 |
0 |
4 |
|
9 |
0 |
17 |
0 |
11 |
15 |
0 |
4 |
|
10 |
0 |
17 |
0 |
13 |
15 |
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 |
45 |
119 |
232 |
551 |
1187 |
|
2 |
6 |
20 |
45 |
119 |
232 |
551 |
955 |
|
3 |
7 |
22 |
46 |
112 |
228 |
547 |
779 |
|
4 |
8 |
25 |
48 |
114 |
227 |
546 |
645 |
|
5 |
10 |
27 |
54 |
117 |
227 |
546 |
546 |
|
6 |
11 |
30 |
57 |
122 |
227 |
546 |
546 |
|
7 |
12 |
32 |
59 |
125 |
227 |
546 |
546 |
|
8 |
12 |
33 |
58 |
123 |
227 |
546 |
546 |
|
9 |
12 |
33 |
58 |
122 |
227 |
546 |
546 |
|
10 |
13 |
35 |
59 |
122 |
227 |
546 |
546 |
|
11 |
14 |
36 |
59 |
122 |
227 |
546 |
546 |
|
12 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
13 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
14 |
15 |
37 |
59 |
122 |
227 |
546 |
546 |
|
15 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
16 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
17 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
18 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
19 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
20 |
16 |
37 |
59 |
122 |
227 |
546 |
546 |
|
21 |
16 |
37 |
59 |
122 |
227 |
546 |
546 |
|
22 |
17 |
37 |
59 |
122 |
227 |
546 |
546 |
|
23 |
17 |
37 |
59 |
122 |
227 |
546 |
546 |
|
24 |
18 |
37 |
59 |
122 |
227 |
546 |
546 |
|
25 |
19 |
37 |
59 |
122 |
227 |
546 |
546 |
|
26 |
20 |
37 |
59 |
122 |
227 |
546 |
546 |
|
27 |
21 |
37 |
59 |
122 |
227 |
546 |
546 |
|
28 |
21 |
37 |
59 |
122 |
227 |
546 |
546 |
|
29 |
22 |
37 |
59 |
122 |
227 |
546 |
546 |
|
30 |
22 |
37 |
59 |
122 |
227 |
546 |
546 |
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 |
13 |
27 |
52 |
126 |
239 |
558 |
1207 |
|
2 |
15 |
29 |
54 |
128 |
241 |
560 |
970 |
|
3 |
17 |
32 |
55 |
121 |
238 |
556 |
791 |
|
4 |
18 |
34 |
58 |
123 |
236 |
555 |
655 |
|
5 |
19 |
36 |
62 |
126 |
236 |
554 |
554 |
|
6 |
19 |
38 |
65 |
130 |
235 |
554 |
554 |
|
7 |
20 |
39 |
66 |
132 |
234 |
553 |
553 |
|
8 |
19 |
39 |
65 |
130 |
234 |
552 |
552 |
|
9 |
19 |
40 |
65 |
129 |
233 |
552 |
552 |
|
10 |
19 |
40 |
64 |
128 |
233 |
551 |
551 |
|
11 |
19 |
41 |
64 |
127 |
232 |
551 |
551 |
|
12 |
18 |
41 |
63 |
127 |
232 |
550 |
550 |
|
13 |
18 |
41 |
63 |
126 |
231 |
550 |
550 |
|
14 |
18 |
41 |
62 |
126 |
230 |
549 |
549 |
|
15 |
17 |
40 |
62 |
125 |
230 |
549 |
549 |
|
16 |
17 |
40 |
61 |
125 |
229 |
548 |
548 |
|
17 |
17 |
40 |
61 |
125 |
229 |
548 |
548 |
|
18 |
17 |
39 |
61 |
124 |
229 |
548 |
548 |
|
19 |
17 |
39 |
61 |
125 |
229 |
548 |
548 |
|
20 |
17 |
40 |
61 |
125 |
230 |
548 |
548 |
|
21 |
17 |
40 |
62 |
125 |
230 |
549 |
549 |
|
22 |
17 |
40 |
62 |
125 |
230 |
549 |
549 |
|
23 |
18 |
41 |
62 |
126 |
230 |
549 |
549 |
|
24 |
18 |
41 |
62 |
126 |
230 |
549 |
549 |
|
25 |
20 |
41 |
62 |
126 |
230 |
549 |
549 |
|
26 |
20 |
41 |
62 |
126 |
230 |
549 |
549 |
|
27 |
21 |
41 |
62 |
126 |
230 |
549 |
549 |
|
28 |
21 |
41 |
62 |
126 |
230 |
549 |
549 |
|
29 |
22 |
41 |
62 |
126 |
230 |
549 |
549 |
|
30 |
22 |
41 |
62 |
125 |
230 |
549 |
549 |
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 |
118 |
232 |
550 |
1186 |
|
2 |
6 |
20 |
44 |
118 |
232 |
550 |
955 |
|
3 |
7 |
22 |
46 |
112 |
228 |
547 |
779 |
|
4 |
8 |
25 |
48 |
114 |
227 |
546 |
645 |
|
5 |
10 |
27 |
53 |
117 |
227 |
546 |
546 |
|
6 |
11 |
29 |
57 |
122 |
227 |
546 |
546 |
|
7 |
12 |
32 |
59 |
124 |
227 |
546 |
546 |
|
8 |
12 |
32 |
58 |
123 |
227 |
546 |
546 |
|
9 |
12 |
33 |
58 |
122 |
227 |
546 |
546 |
|
10 |
13 |
34 |
58 |
122 |
227 |
546 |
546 |
|
11 |
13 |
36 |
59 |
122 |
227 |
546 |
546 |
|
12 |
14 |
36 |
59 |
122 |
227 |
546 |
546 |
|
13 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
14 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
15 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
16 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
17 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
18 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
19 |
14 |
37 |
59 |
122 |
227 |
546 |
546 |
|
20 |
16 |
37 |
59 |
122 |
227 |
546 |
546 |
|
21 |
16 |
37 |
59 |
122 |
227 |
546 |
546 |
|
22 |
17 |
37 |
59 |
122 |
227 |
546 |
546 |
|
23 |
17 |
37 |
59 |
122 |
227 |
546 |
546 |
|
24 |
18 |
37 |
59 |
122 |
227 |
546 |
546 |
|
25 |
19 |
37 |
59 |
122 |
227 |
546 |
546 |
|
26 |
20 |
37 |
59 |
122 |
227 |
546 |
546 |
|
27 |
21 |
37 |
59 |
122 |
227 |
546 |
546 |
|
28 |
21 |
37 |
59 |
122 |
227 |
546 |
546 |
|
29 |
22 |
37 |
59 |
122 |
227 |
546 |
546 |
|
30 |
22 |
37 |
59 |
122 |
227 |
546 |
546 |
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 |
80 |
94 |
118 |
192 |
306 |
624 |
1208 |
|
2 |
76 |
90 |
115 |
189 |
302 |
621 |
974 |
|
3 |
80 |
95 |
118 |
185 |
301 |
620 |
796 |
|
4 |
79 |
95 |
119 |
185 |
298 |
616 |
660 |
|
5 |
78 |
96 |
122 |
186 |
296 |
614 |
614 |
|
6 |
78 |
96 |
124 |
189 |
294 |
612 |
612 |
|
7 |
77 |
96 |
123 |
189 |
292 |
610 |
610 |
|
8 |
76 |
96 |
122 |
187 |
291 |
609 |
609 |
|
9 |
75 |
96 |
121 |
185 |
289 |
608 |
608 |
|
10 |
72 |
93 |
117 |
181 |
286 |
605 |
605 |
|
11 |
70 |
92 |
115 |
179 |
283 |
602 |
602 |
|
12 |
69 |
91 |
114 |
177 |
282 |
601 |
601 |
|
13 |
68 |
91 |
113 |
176 |
281 |
600 |
600 |
|
14 |
68 |
91 |
113 |
176 |
281 |
599 |
599 |
|
15 |
68 |
91 |
112 |
176 |
280 |
599 |
599 |
|
16 |
67 |
90 |
112 |
175 |
280 |
598 |
598 |
|
17 |
67 |
90 |
111 |
175 |
279 |
598 |
598 |
|
18 |
66 |
89 |
111 |
174 |
279 |
597 |
597 |
|
19 |
65 |
88 |
110 |
173 |
278 |
597 |
597 |
|
20 |
65 |
88 |
109 |
173 |
277 |
596 |
596 |
|
21 |
64 |
87 |
108 |
172 |
277 |
595 |
595 |
|
22 |
63 |
86 |
108 |
171 |
276 |
595 |
595 |
|
23 |
62 |
85 |
107 |
170 |
275 |
594 |
594 |
|
24 |
61 |
84 |
106 |
169 |
274 |
593 |
593 |
|
25 |
60 |
83 |
105 |
168 |
273 |
592 |
592 |
|
26 |
59 |
82 |
104 |
167 |
272 |
591 |
591 |
|
27 |
58 |
81 |
103 |
166 |
271 |
589 |
589 |
|
28 |
57 |
80 |
102 |
165 |
270 |
588 |
588 |
|
29 |
56 |
79 |
101 |
164 |
269 |
587 |
587 |
|
30 |
55 |
78 |
99 |
163 |
268 |
586 |
586 |
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 |
122 |
236 |
554 |
1195 |
|
2 |
12 |
26 |
50 |
124 |
237 |
556 |
962 |
|
3 |
14 |
29 |
52 |
118 |
235 |
553 |
784 |
|
4 |
16 |
32 |
55 |
121 |
234 |
553 |
650 |
|
5 |
17 |
35 |
61 |
124 |
234 |
553 |
553 |
|
6 |
18 |
37 |
64 |
129 |
234 |
553 |
553 |
|
7 |
19 |
39 |
66 |
131 |
234 |
553 |
553 |
|
8 |
19 |
39 |
65 |
130 |
234 |
552 |
552 |
|
9 |
18 |
39 |
64 |
128 |
233 |
552 |
552 |
|
10 |
18 |
40 |
64 |
128 |
233 |
551 |
551 |
|
11 |
19 |
41 |
64 |
128 |
232 |
551 |
551 |
|
12 |
19 |
42 |
64 |
127 |
232 |
551 |
551 |
|
13 |
19 |
42 |
64 |
127 |
232 |
551 |
551 |
|
14 |
19 |
42 |
64 |
127 |
232 |
550 |
550 |
|
15 |
19 |
42 |
63 |
127 |
232 |
550 |
550 |
|
16 |
19 |
42 |
63 |
127 |
231 |
550 |
550 |
|
17 |
19 |
42 |
63 |
127 |
231 |
550 |
550 |
|
18 |
19 |
42 |
63 |
127 |
231 |
550 |
550 |
|
19 |
19 |
42 |
63 |
127 |
232 |
550 |
550 |
|
20 |
19 |
42 |
64 |
127 |
232 |
551 |
551 |
|
21 |
20 |
43 |
64 |
128 |
232 |
551 |
551 |
|
22 |
20 |
43 |
64 |
128 |
233 |
551 |
551 |
|
23 |
20 |
43 |
65 |
128 |
233 |
551 |
551 |
|
24 |
20 |
43 |
65 |
128 |
233 |
551 |
551 |
|
25 |
20 |
43 |
65 |
128 |
233 |
551 |
551 |
|
26 |
20 |
43 |
65 |
128 |
233 |
551 |
551 |
|
27 |
21 |
43 |
65 |
128 |
233 |
551 |
551 |
|
28 |
21 |
43 |
64 |
128 |
233 |
551 |
551 |
|
29 |
22 |
43 |
64 |
128 |
233 |
551 |
551 |
|
30 |
22 |
43 |
64 |
128 |
233 |
551 |
551 |
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 |
49 |
63 |
88 |
162 |
275 |
594 |
1197 |
|
2 |
53 |
67 |
91 |
165 |
279 |
597 |
964 |
|
3 |
58 |
73 |
97 |
163 |
279 |
598 |
788 |
|
4 |
62 |
78 |
102 |
167 |
280 |
599 |
653 |
|
5 |
64 |
81 |
108 |
171 |
281 |
600 |
600 |
|
6 |
65 |
84 |
111 |
176 |
281 |
600 |
600 |
|
7 |
66 |
85 |
112 |
178 |
281 |
599 |
599 |
|
8 |
65 |
85 |
111 |
176 |
280 |
598 |
598 |
|
9 |
64 |
85 |
110 |
174 |
278 |
597 |
597 |
|
10 |
63 |
84 |
108 |
172 |
277 |
596 |
596 |
|
11 |
62 |
84 |
107 |
171 |
275 |
594 |
594 |
|
12 |
61 |
83 |
106 |
169 |
274 |
593 |
593 |
|
13 |
60 |
83 |
104 |
168 |
273 |
591 |
591 |
|
14 |
59 |
82 |
103 |
167 |
271 |
590 |
590 |
|
15 |
58 |
80 |
102 |
165 |
270 |
589 |
589 |
|
16 |
57 |
79 |
101 |
164 |
269 |
588 |
588 |
|
17 |
56 |
79 |
100 |
164 |
268 |
587 |
587 |
|
18 |
55 |
78 |
99 |
163 |
268 |
586 |
586 |
|
19 |
54 |
77 |
99 |
162 |
267 |
586 |
586 |
|
20 |
54 |
77 |
98 |
162 |
267 |
585 |
585 |
|
21 |
53 |
76 |
98 |
161 |
266 |
585 |
585 |
|
22 |
52 |
75 |
97 |
160 |
265 |
584 |
584 |
|
23 |
52 |
75 |
96 |
160 |
264 |
583 |
583 |
|
24 |
51 |
74 |
95 |
159 |
264 |
582 |
582 |
|
25 |
50 |
73 |
94 |
158 |
263 |
581 |
581 |
|
26 |
49 |
72 |
94 |
157 |
262 |
581 |
581 |
|
27 |
48 |
71 |
93 |
156 |
261 |
580 |
580 |
|
28 |
48 |
71 |
92 |
155 |
260 |
579 |
579 |
|
29 |
47 |
70 |
91 |
155 |
259 |
578 |
578 |
|
30 |
46 |
69 |
90 |
154 |
259 |
577 |
577 |
2.7
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
19 |
44 |
118 |
231 |
550 |
1186 |
|
2 |
5 |
19 |
44 |
118 |
231 |
550 |
954 |
|
3 |
6 |
22 |
45 |
111 |
227 |
546 |
778 |
|
4 |
8 |
24 |
48 |
113 |
226 |
545 |
645 |
|
5 |
9 |
27 |
53 |
116 |
226 |
545 |
545 |
|
6 |
10 |
29 |
56 |
121 |
226 |
545 |
545 |
|
7 |
11 |
31 |
58 |
124 |
226 |
545 |
545 |
|
8 |
11 |
32 |
58 |
122 |
226 |
545 |
545 |
|
9 |
12 |
33 |
58 |
122 |
226 |
545 |
545 |
|
10 |
12 |
34 |
58 |
121 |
226 |
545 |
545 |
|
11 |
13 |
35 |
58 |
121 |
226 |
545 |
545 |
|
12 |
13 |
36 |
58 |
121 |
226 |
545 |
545 |
|
13 |
13 |
36 |
58 |
121 |
226 |
545 |
545 |
|
14 |
14 |
37 |
58 |
121 |
226 |
545 |
545 |
|
15 |
14 |
36 |
58 |
121 |
226 |
545 |
545 |
|
16 |
14 |
36 |
58 |
121 |
226 |
545 |
545 |
|
17 |
14 |
36 |
58 |
121 |
226 |
545 |
545 |
|
18 |
14 |
36 |
58 |
121 |
226 |
545 |
545 |
|
19 |
14 |
36 |
58 |
121 |
226 |
545 |
545 |
|
20 |
16 |
36 |
58 |
121 |
226 |
545 |
545 |
|
21 |
16 |
36 |
58 |
121 |
226 |
545 |
545 |
|
22 |
17 |
36 |
58 |
121 |
226 |
545 |
545 |
|
23 |
17 |
37 |
58 |
122 |
226 |
545 |
545 |
|
24 |
18 |
37 |
58 |
122 |
226 |
545 |
545 |
|
25 |
19 |
37 |
58 |
122 |
226 |
545 |
545 |
|
26 |
20 |
37 |
58 |
122 |
226 |
545 |
545 |
|
27 |
21 |
37 |
58 |
122 |
226 |
545 |
545 |
|
28 |
21 |
37 |
58 |
122 |
226 |
545 |
545 |
|
29 |
22 |
37 |
58 |
122 |
226 |
545 |
545 |
|
30 |
22 |
37 |
58 |
122 |
226 |
545 |
545 |
2.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
7 |
24 |
55 |
150 |
250 |
569 |
1203 |
|
2 |
7 |
24 |
55 |
150 |
250 |
569 |
967 |
|
3 |
8 |
26 |
55 |
136 |
246 |
565 |
789 |
|
4 |
10 |
29 |
57 |
126 |
244 |
563 |
653 |
|
5 |
11 |
31 |
58 |
114 |
243 |
562 |
562 |
|
6 |
14 |
34 |
61 |
107 |
242 |
561 |
561 |
|
7 |
16 |
37 |
62 |
100 |
241 |
560 |
560 |
|
8 |
17 |
38 |
60 |
93 |
240 |
559 |
559 |
|
9 |
20 |
45 |
64 |
87 |
239 |
558 |
558 |
|
10 |
19 |
45 |
62 |
84 |
238 |
557 |
557 |
|
11 |
18 |
44 |
60 |
84 |
237 |
556 |
556 |
|
12 |
18 |
43 |
61 |
85 |
236 |
555 |
555 |
|
13 |
18 |
44 |
61 |
85 |
236 |
554 |
554 |
|
14 |
18 |
44 |
61 |
85 |
235 |
554 |
554 |
|
15 |
18 |
44 |
61 |
85 |
234 |
553 |
553 |
|
16 |
18 |
44 |
61 |
85 |
233 |
551 |
551 |
|
17 |
18 |
44 |
61 |
85 |
232 |
550 |
550 |
|
18 |
18 |
44 |
61 |
85 |
231 |
550 |
550 |
|
19 |
18 |
44 |
61 |
85 |
231 |
550 |
550 |
|
20 |
18 |
44 |
61 |
85 |
232 |
550 |
550 |
|
21 |
18 |
44 |
61 |
85 |
232 |
550 |
550 |
|
22 |
18 |
44 |
61 |
85 |
231 |
550 |
550 |
|
23 |
18 |
44 |
61 |
85 |
231 |
550 |
550 |
|
24 |
18 |
44 |
61 |
85 |
230 |
549 |
549 |
|
25 |
19 |
44 |
61 |
85 |
230 |
548 |
548 |
|
26 |
20 |
44 |
61 |
85 |
229 |
548 |
548 |
|
27 |
21 |
44 |
61 |
85 |
229 |
547 |
547 |
|
28 |
21 |
44 |
61 |
85 |
228 |
547 |
547 |
|
29 |
22 |
44 |
61 |
85 |
228 |
547 |
547 |
|
30 |
22 |
44 |
61 |
85 |
228 |
546 |
546 |
2.9
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
86 |
100 |
124 |
198 |
312 |
630 |
1253 |
|
2 |
84 |
98 |
122 |
196 |
310 |
628 |
1012 |
|
3 |
83 |
98 |
122 |
188 |
304 |
623 |
828 |
|
4 |
82 |
99 |
122 |
188 |
301 |
620 |
688 |
|
5 |
81 |
99 |
125 |
188 |
298 |
617 |
617 |
|
6 |
80 |
99 |
126 |
191 |
296 |
615 |
615 |
|
7 |
79 |
98 |
125 |
191 |
294 |
612 |
612 |
|
8 |
76 |
97 |
123 |
187 |
291 |
610 |
610 |
|
9 |
74 |
95 |
120 |
184 |
289 |
608 |
608 |
|
10 |
73 |
95 |
119 |
183 |
287 |
606 |
606 |
|
11 |
72 |
94 |
118 |
181 |
286 |
604 |
604 |
|
12 |
71 |
94 |
116 |
179 |
284 |
603 |
603 |
|
13 |
70 |
93 |
114 |
178 |
283 |
601 |
601 |
|
14 |
69 |
91 |
113 |
176 |
281 |
600 |
600 |
|
15 |
67 |
90 |
112 |
175 |
280 |
598 |
598 |
|
16 |
66 |
89 |
110 |
174 |
279 |
597 |
597 |
|
17 |
65 |
88 |
109 |
173 |
278 |
596 |
596 |
|
18 |
64 |
87 |
108 |
172 |
277 |
595 |
595 |
|
19 |
63 |
86 |
108 |
171 |
276 |
594 |
594 |
|
20 |
62 |
85 |
107 |
170 |
275 |
594 |
594 |
|
21 |
61 |
84 |
106 |
169 |
274 |
593 |
593 |
|
22 |
60 |
83 |
105 |
168 |
273 |
592 |
592 |
|
23 |
59 |
82 |
104 |
167 |
272 |
591 |
591 |
|
24 |
58 |
81 |
103 |
166 |
271 |
590 |
590 |
|
25 |
57 |
80 |
102 |
165 |
270 |
589 |
589 |
|
26 |
56 |
79 |
101 |
164 |
269 |
588 |
588 |
|
27 |
55 |
78 |
100 |
163 |
268 |
586 |
586 |
|
28 |
54 |
77 |
99 |
162 |
267 |
585 |
585 |
|
29 |
53 |
76 |
98 |
161 |
266 |
584 |
584 |
|
30 |
52 |
75 |
97 |
160 |
265 |
583 |
583 |
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 |
59 |
73 |
97 |
171 |
284 |
603 |
1206 |
|
2 |
58 |
72 |
96 |
170 |
283 |
602 |
972 |
|
3 |
58 |
73 |
96 |
162 |
279 |
597 |
794 |
|
4 |
58 |
74 |
98 |
163 |
277 |
595 |
658 |
|
5 |
57 |
75 |
101 |
165 |
275 |
593 |
593 |
|
6 |
57 |
75 |
103 |
168 |
273 |
592 |
592 |
|
7 |
57 |
76 |
103 |
169 |
271 |
590 |
590 |
|
8 |
55 |
75 |
101 |
166 |
270 |
589 |
589 |
|
9 |
54 |
75 |
100 |
164 |
268 |
587 |
587 |
|
10 |
53 |
75 |
99 |
162 |
267 |
586 |
586 |
|
11 |
52 |
75 |
98 |
161 |
266 |
585 |
585 |
|
12 |
52 |
75 |
97 |
160 |
265 |
584 |
584 |
|
13 |
52 |
74 |
96 |
160 |
264 |
583 |
583 |
|
14 |
51 |
74 |
96 |
159 |
264 |
582 |
582 |
|
15 |
51 |
73 |
95 |
158 |
263 |
582 |
582 |
|
16 |
50 |
72 |
94 |
157 |
262 |
581 |
581 |
|
17 |
49 |
72 |
93 |
157 |
262 |
580 |
580 |
|
18 |
48 |
71 |
93 |
156 |
261 |
580 |
580 |
|
19 |
48 |
71 |
92 |
156 |
261 |
579 |
579 |
|
20 |
48 |
71 |
92 |
156 |
260 |
579 |
579 |
|
21 |
47 |
70 |
92 |
155 |
260 |
579 |
579 |
|
22 |
47 |
70 |
91 |
155 |
260 |
578 |
578 |
|
23 |
46 |
69 |
91 |
154 |
259 |
578 |
578 |
|
24 |
46 |
69 |
90 |
154 |
258 |
577 |
577 |
|
25 |
45 |
68 |
90 |
153 |
258 |
576 |
576 |
|
26 |
44 |
67 |
89 |
152 |
257 |
576 |
576 |
|
27 |
44 |
67 |
88 |
152 |
256 |
575 |
575 |
|
28 |
43 |
66 |
88 |
151 |
256 |
574 |
574 |
|
29 |
42 |
65 |
87 |
150 |
255 |
574 |
574 |
|
30 |
42 |
65 |
86 |
150 |
254 |
573 |
573 |
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 |
70 |
144 |
257 |
576 |
1206 |
|
2 |
32 |
46 |
70 |
144 |
258 |
576 |
970 |
|
3 |
32 |
47 |
71 |
137 |
253 |
572 |
792 |
|
4 |
32 |
49 |
72 |
138 |
251 |
570 |
656 |
|
5 |
33 |
51 |
77 |
140 |
250 |
569 |
569 |
|
6 |
33 |
52 |
79 |
144 |
249 |
568 |
568 |
|
7 |
34 |
53 |
80 |
146 |
249 |
567 |
567 |
|
8 |
33 |
53 |
79 |
144 |
248 |
566 |
566 |
|
9 |
32 |
53 |
78 |
142 |
247 |
566 |
566 |
|
10 |
32 |
54 |
78 |
141 |
246 |
565 |
565 |
|
11 |
32 |
54 |
77 |
141 |
246 |
564 |
564 |
|
12 |
32 |
54 |
76 |
140 |
245 |
563 |
563 |
|
13 |
31 |
54 |
76 |
139 |
244 |
563 |
563 |
|
14 |
31 |
54 |
75 |
139 |
243 |
562 |
562 |
|
15 |
30 |
53 |
74 |
138 |
243 |
561 |
561 |
|
16 |
29 |
52 |
74 |
137 |
242 |
560 |
560 |
|
17 |
29 |
52 |
73 |
137 |
241 |
560 |
560 |
|
18 |
28 |
51 |
73 |
136 |
241 |
560 |
560 |
|
19 |
28 |
51 |
73 |
136 |
241 |
559 |
559 |
|
20 |
28 |
51 |
73 |
136 |
241 |
559 |
559 |
|
21 |
28 |
51 |
73 |
136 |
241 |
559 |
559 |
|
22 |
28 |
51 |
73 |
136 |
241 |
559 |
559 |
|
23 |
28 |
51 |
72 |
136 |
241 |
559 |
559 |
|
24 |
28 |
51 |
72 |
136 |
240 |
559 |
559 |
|
25 |
27 |
50 |
72 |
135 |
240 |
559 |
559 |
|
26 |
27 |
50 |
72 |
135 |
240 |
559 |
559 |
|
27 |
27 |
50 |
71 |
135 |
240 |
558 |
558 |
|
28 |
27 |
50 |
71 |
135 |
239 |
558 |
558 |
|
29 |
26 |
49 |
71 |
134 |
239 |
558 |
558 |
|
30 |
26 |
49 |
71 |
134 |
239 |
557 |
557 |
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 |
99 |
213 |
531 |
1181 |
|
2 |
1 |
5 |
26 |
100 |
214 |
532 |
950 |
|
3 |
2 |
5 |
27 |
94 |
210 |
529 |
775 |
|
4 |
3 |
7 |
30 |
96 |
209 |
528 |
642 |
|
5 |
4 |
9 |
35 |
99 |
209 |
527 |
541 |
|
6 |
5 |
11 |
39 |
104 |
209 |
527 |
527 |
|
7 |
5 |
14 |
40 |
106 |
209 |
527 |
527 |
|
8 |
6 |
14 |
40 |
105 |
209 |
527 |
527 |
|
9 |
7 |
15 |
40 |
104 |
209 |
527 |
527 |
|
10 |
8 |
16 |
40 |
104 |
209 |
527 |
527 |
|
11 |
9 |
18 |
41 |
105 |
210 |
528 |
528 |
|
12 |
9 |
18 |
40 |
104 |
208 |
527 |
527 |
|
13 |
10 |
19 |
41 |
105 |
209 |
528 |
528 |
|
14 |
11 |
19 |
41 |
104 |
209 |
528 |
528 |
|
15 |
12 |
18 |
40 |
103 |
208 |
527 |
527 |
|
16 |
13 |
17 |
39 |
102 |
207 |
526 |
526 |
|
17 |
13 |
17 |
39 |
102 |
207 |
526 |
526 |
|
18 |
14 |
17 |
39 |
102 |
207 |
526 |
526 |
|
19 |
14 |
18 |
39 |
103 |
207 |
526 |
526 |
|
20 |
16 |
19 |
40 |
103 |
208 |
527 |
527 |
|
21 |
16 |
19 |
40 |
104 |
208 |
527 |
527 |
|
22 |
17 |
20 |
40 |
104 |
208 |
527 |
527 |
|
23 |
17 |
20 |
40 |
104 |
208 |
527 |
527 |
|
24 |
18 |
22 |
40 |
103 |
208 |
527 |
527 |
|
25 |
18 |
22 |
40 |
103 |
208 |
527 |
527 |
|
26 |
20 |
23 |
40 |
103 |
208 |
527 |
527 |
|
27 |
20 |
23 |
41 |
103 |
208 |
527 |
527 |
|
28 |
21 |
24 |
43 |
103 |
208 |
526 |
526 |
|
29 |
21 |
26 |
44 |
103 |
208 |
526 |
526 |
|
30 |
22 |
26 |
45 |
103 |
208 |
526 |
526 |
2.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
47 |
61 |
85 |
159 |
273 |
591 |
1199 |
|
2 |
47 |
61 |
85 |
159 |
273 |
591 |
965 |
|
3 |
47 |
62 |
86 |
152 |
268 |
587 |
787 |
|
4 |
48 |
64 |
88 |
153 |
266 |
585 |
652 |
|
5 |
48 |
66 |
92 |
155 |
265 |
584 |
584 |
|
6 |
48 |
67 |
94 |
159 |
264 |
583 |
583 |
|
7 |
48 |
68 |
95 |
161 |
263 |
582 |
582 |
|
8 |
47 |
68 |
93 |
158 |
262 |
581 |
581 |
|
9 |
46 |
67 |
92 |
156 |
261 |
580 |
580 |
|
10 |
46 |
68 |
92 |
155 |
260 |
579 |
579 |
|
11 |
46 |
68 |
91 |
155 |
259 |
578 |
578 |
|
12 |
45 |
68 |
90 |
154 |
259 |
577 |
577 |
|
13 |
45 |
68 |
90 |
153 |
258 |
576 |
576 |
|
14 |
45 |
67 |
89 |
152 |
257 |
576 |
576 |
|
15 |
44 |
67 |
88 |
152 |
257 |
575 |
575 |
|
16 |
43 |
66 |
87 |
151 |
256 |
574 |
574 |
|
17 |
42 |
65 |
87 |
150 |
255 |
574 |
574 |
|
18 |
42 |
65 |
86 |
150 |
255 |
573 |
573 |
|
19 |
41 |
64 |
86 |
149 |
254 |
573 |
573 |
|
20 |
41 |
64 |
86 |
149 |
254 |
573 |
573 |
|
21 |
41 |
64 |
85 |
149 |
254 |
572 |
572 |
|
22 |
41 |
64 |
85 |
149 |
253 |
572 |
572 |
|
23 |
40 |
63 |
85 |
148 |
253 |
571 |
571 |
|
24 |
40 |
62 |
84 |
147 |
252 |
571 |
571 |
|
25 |
39 |
62 |
83 |
147 |
252 |
570 |
570 |
|
26 |
38 |
61 |
83 |
146 |
251 |
570 |
570 |
|
27 |
38 |
61 |
82 |
146 |
250 |
569 |
569 |
|
28 |
37 |
60 |
81 |
145 |
250 |
568 |
568 |
|
29 |
36 |
59 |
81 |
144 |
249 |
568 |
568 |
|
30 |
36 |
59 |
80 |
144 |
248 |
567 |
567 |
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 |
129 |
243 |
561 |
1204 |
|
2 |
21 |
35 |
59 |
133 |
247 |
565 |
970 |
|
3 |
25 |
40 |
63 |
129 |
246 |
564 |
792 |
|
4 |
28 |
45 |
68 |
134 |
247 |
566 |
656 |
|
5 |
31 |
49 |
75 |
138 |
248 |
567 |
567 |
|
6 |
30 |
49 |
76 |
141 |
246 |
565 |
565 |
|
7 |
35 |
55 |
81 |
147 |
250 |
568 |
568 |
|
8 |
34 |
54 |
80 |
145 |
248 |
567 |
567 |
|
9 |
34 |
56 |
80 |
145 |
249 |
568 |
568 |
|
10 |
36 |
58 |
82 |
146 |
251 |
569 |
569 |
|
11 |
38 |
60 |
83 |
147 |
252 |
570 |
570 |
|
12 |
39 |
62 |
84 |
147 |
252 |
571 |
571 |
|
13 |
40 |
63 |
84 |
148 |
253 |
571 |
571 |
|
14 |
40 |
63 |
85 |
148 |
253 |
571 |
571 |
|
15 |
40 |
63 |
85 |
148 |
253 |
572 |
572 |
|
16 |
40 |
63 |
84 |
148 |
252 |
571 |
571 |
|
17 |
40 |
63 |
84 |
148 |
252 |
571 |
571 |
|
18 |
39 |
62 |
83 |
147 |
252 |
570 |
570 |
|
19 |
39 |
62 |
83 |
147 |
251 |
570 |
570 |
|
20 |
39 |
62 |
83 |
147 |
251 |
570 |
570 |
|
21 |
39 |
62 |
83 |
147 |
251 |
570 |
570 |
|
22 |
38 |
61 |
83 |
146 |
251 |
570 |
570 |
|
23 |
38 |
61 |
83 |
146 |
251 |
569 |
569 |
|
24 |
38 |
61 |
82 |
146 |
250 |
569 |
569 |
|
25 |
37 |
60 |
82 |
145 |
250 |
569 |
569 |
|
26 |
37 |
60 |
81 |
145 |
249 |
568 |
568 |
|
27 |
36 |
59 |
81 |
144 |
249 |
568 |
568 |
|
28 |
36 |
59 |
80 |
144 |
248 |
567 |
567 |
|
29 |
35 |
58 |
80 |
143 |
248 |
566 |
566 |
|
30 |
35 |
58 |
79 |
143 |
247 |
566 |
566 |
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 |
16 |
30 |
55 |
129 |
242 |
561 |
1204 |
|
2 |
18 |
32 |
56 |
130 |
243 |
562 |
970 |
|
3 |
20 |
35 |
58 |
124 |
241 |
559 |
792 |
|
4 |
21 |
37 |
61 |
127 |
240 |
558 |
656 |
|
5 |
23 |
40 |
66 |
130 |
240 |
558 |
558 |
|
6 |
24 |
42 |
70 |
135 |
240 |
558 |
558 |
|
7 |
25 |
44 |
71 |
137 |
240 |
558 |
558 |
|
8 |
25 |
45 |
71 |
136 |
240 |
558 |
558 |
|
9 |
25 |
46 |
71 |
135 |
240 |
558 |
558 |
|
10 |
25 |
47 |
71 |
135 |
240 |
558 |
558 |
|
11 |
26 |
48 |
72 |
135 |
240 |
558 |
558 |
|
12 |
27 |
49 |
72 |
135 |
240 |
559 |
559 |
|
13 |
27 |
50 |
72 |
135 |
240 |
559 |
559 |
|
14 |
27 |
50 |
72 |
135 |
240 |
559 |
559 |
|
15 |
27 |
50 |
72 |
135 |
240 |
559 |
559 |
|
16 |
27 |
50 |
72 |
135 |
240 |
558 |
558 |
|
17 |
27 |
50 |
72 |
135 |
240 |
558 |
558 |
|
18 |
27 |
50 |
72 |
135 |
240 |
558 |
558 |
|
19 |
27 |
50 |
71 |
135 |
240 |
558 |
558 |
|
20 |
27 |
50 |
72 |
135 |
240 |
558 |
558 |
|
21 |
27 |
50 |
72 |
135 |
240 |
558 |
558 |
|
22 |
27 |
50 |
71 |
135 |
240 |
558 |
558 |
|
23 |
26 |
49 |
71 |
134 |
239 |
558 |
558 |
|
24 |
26 |
49 |
71 |
134 |
239 |
557 |
557 |
|
25 |
26 |
49 |
70 |
134 |
238 |
557 |
557 |
|
26 |
25 |
48 |
70 |
133 |
238 |
557 |
557 |
|
27 |
25 |
48 |
69 |
133 |
237 |
556 |
556 |
|
28 |
24 |
47 |
69 |
132 |
237 |
556 |
556 |
|
29 |
24 |
47 |
68 |
132 |
237 |
555 |
555 |
|
30 |
24 |
47 |
68 |
132 |
236 |
555 |
555 |
2.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
51 |
64 |
89 |
163 |
276 |
595 |
1204 |
|
2 |
53 |
67 |
92 |
166 |
279 |
598 |
973 |
|
3 |
57 |
72 |
96 |
162 |
278 |
597 |
798 |
|
4 |
59 |
76 |
99 |
165 |
278 |
597 |
664 |
|
5 |
61 |
79 |
105 |
169 |
279 |
597 |
597 |
|
6 |
63 |
82 |
109 |
174 |
279 |
598 |
598 |
|
7 |
64 |
84 |
110 |
176 |
279 |
597 |
597 |
|
8 |
63 |
84 |
110 |
174 |
278 |
597 |
597 |
|
9 |
63 |
84 |
109 |
173 |
278 |
597 |
597 |
|
10 |
64 |
86 |
110 |
173 |
278 |
597 |
597 |
|
11 |
64 |
86 |
109 |
173 |
278 |
596 |
596 |
|
12 |
64 |
86 |
109 |
172 |
277 |
596 |
596 |
|
13 |
63 |
86 |
108 |
171 |
276 |
595 |
595 |
|
14 |
63 |
86 |
107 |
171 |
275 |
594 |
594 |
|
15 |
62 |
85 |
106 |
170 |
274 |
593 |
593 |
|
16 |
61 |
84 |
105 |
169 |
274 |
592 |
592 |
|
17 |
60 |
83 |
105 |
168 |
273 |
592 |
592 |
|
18 |
59 |
82 |
104 |
167 |
272 |
591 |
591 |
|
19 |
59 |
82 |
103 |
167 |
272 |
590 |
590 |
|
20 |
58 |
81 |
103 |
166 |
271 |
589 |
589 |
|
21 |
57 |
80 |
102 |
165 |
270 |
589 |
589 |
|
22 |
57 |
80 |
101 |
165 |
269 |
588 |
588 |
|
23 |
56 |
79 |
100 |
164 |
268 |
587 |
587 |
|
24 |
55 |
78 |
99 |
163 |
268 |
586 |
586 |
|
25 |
54 |
77 |
98 |
162 |
267 |
585 |
585 |
|
26 |
53 |
76 |
97 |
161 |
266 |
584 |
584 |
|
27 |
52 |
75 |
97 |
160 |
265 |
583 |
583 |
|
28 |
51 |
74 |
96 |
159 |
264 |
582 |
582 |
|
29 |
50 |
73 |
95 |
158 |
263 |
582 |
582 |
|
30 |
49 |
72 |
94 |
157 |
262 |
581 |
581 |
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 |
82 |
96 |
120 |
194 |
308 |
626 |
1270 |
|
2 |
86 |
100 |
125 |
199 |
312 |
631 |
1031 |
|
3 |
88 |
103 |
126 |
192 |
309 |
627 |
847 |
|
4 |
88 |
105 |
128 |
194 |
307 |
626 |
705 |
|
5 |
92 |
109 |
135 |
199 |
309 |
627 |
627 |
|
6 |
93 |
112 |
139 |
204 |
309 |
628 |
628 |
|
7 |
95 |
115 |
141 |
207 |
310 |
628 |
628 |
|
8 |
96 |
116 |
142 |
207 |
311 |
629 |
629 |
|
9 |
97 |
118 |
143 |
207 |
311 |
630 |
630 |
|
10 |
97 |
119 |
143 |
207 |
311 |
630 |
630 |
|
11 |
97 |
120 |
143 |
206 |
311 |
630 |
630 |
|
12 |
97 |
119 |
142 |
205 |
310 |
629 |
629 |
|
13 |
96 |
119 |
141 |
204 |
309 |
627 |
627 |
|
14 |
95 |
118 |
139 |
203 |
307 |
626 |
626 |
|
15 |
93 |
116 |
138 |
201 |
306 |
625 |
625 |
|
16 |
92 |
115 |
136 |
200 |
304 |
623 |
623 |
|
17 |
90 |
113 |
135 |
198 |
303 |
622 |
622 |
|
18 |
89 |
112 |
134 |
197 |
302 |
620 |
620 |
|
19 |
88 |
111 |
132 |
196 |
300 |
619 |
619 |
|
20 |
86 |
109 |
131 |
194 |
299 |
618 |
618 |
|
21 |
85 |
108 |
129 |
193 |
298 |
616 |
616 |
|
22 |
83 |
106 |
128 |
191 |
296 |
615 |
615 |
|
23 |
82 |
105 |
126 |
190 |
295 |
613 |
613 |
|
24 |
80 |
103 |
125 |
188 |
293 |
612 |
612 |
|
25 |
79 |
102 |
123 |
187 |
291 |
610 |
610 |
|
26 |
77 |
100 |
122 |
185 |
290 |
608 |
608 |
|
27 |
76 |
98 |
120 |
183 |
288 |
607 |
607 |
|
28 |
74 |
97 |
118 |
182 |
287 |
605 |
605 |
|
29 |
72 |
95 |
117 |
180 |
285 |
604 |
604 |
|
30 |
71 |
94 |
115 |
179 |
284 |
602 |
602 |
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 |
10 |
24 |
48 |
122 |
236 |
554 |
1211 |
|
2 |
13 |
27 |
52 |
125 |
239 |
557 |
972 |
|
3 |
17 |
32 |
55 |
121 |
238 |
556 |
793 |
|
4 |
19 |
36 |
59 |
125 |
238 |
557 |
657 |
|
5 |
22 |
39 |
65 |
129 |
239 |
558 |
558 |
|
6 |
23 |
42 |
69 |
134 |
240 |
558 |
558 |
|
7 |
25 |
45 |
71 |
137 |
240 |
558 |
558 |
|
8 |
25 |
45 |
71 |
136 |
240 |
558 |
558 |
|
9 |
25 |
46 |
71 |
135 |
240 |
558 |
558 |
|
10 |
26 |
47 |
71 |
135 |
240 |
558 |
558 |
|
11 |
26 |
48 |
71 |
135 |
240 |
558 |
558 |
|
12 |
26 |
49 |
71 |
135 |
239 |
558 |
558 |
|
13 |
26 |
49 |
70 |
134 |
239 |
557 |
557 |
|
14 |
25 |
48 |
70 |
133 |
238 |
557 |
557 |
|
15 |
25 |
48 |
69 |
133 |
237 |
556 |
556 |
|
16 |
24 |
47 |
68 |
132 |
236 |
555 |
555 |
|
17 |
23 |
46 |
68 |
131 |
236 |
555 |
555 |
|
18 |
23 |
46 |
68 |
131 |
236 |
554 |
554 |
|
19 |
23 |
46 |
67 |
131 |
236 |
554 |
554 |
|
20 |
23 |
46 |
67 |
131 |
236 |
554 |
554 |
|
21 |
23 |
46 |
68 |
131 |
236 |
554 |
554 |
|
22 |
23 |
46 |
68 |
131 |
236 |
554 |
554 |
|
23 |
23 |
46 |
68 |
131 |
236 |
554 |
554 |
|
24 |
23 |
46 |
67 |
131 |
236 |
554 |
554 |
|
25 |
23 |
46 |
67 |
131 |
236 |
554 |
554 |
|
26 |
23 |
46 |
67 |
131 |
235 |
554 |
554 |
|
27 |
23 |
45 |
67 |
130 |
235 |
554 |
554 |
|
28 |
22 |
45 |
67 |
130 |
235 |
554 |
554 |
|
29 |
22 |
45 |
67 |
130 |
235 |
553 |
553 |
|
30 |
22 |
45 |
66 |
130 |
235 |
553 |
553 |
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 |
134 |
208 |
321 |
640 |
1279 |
|
2 |
96 |
110 |
134 |
208 |
321 |
640 |
1034 |
|
3 |
97 |
112 |
135 |
201 |
318 |
636 |
846 |
|
4 |
98 |
114 |
138 |
203 |
316 |
635 |
704 |
|
5 |
99 |
116 |
142 |
206 |
316 |
635 |
635 |
|
6 |
99 |
118 |
145 |
210 |
315 |
634 |
634 |
|
7 |
100 |
119 |
146 |
212 |
315 |
633 |
633 |
|
8 |
100 |
120 |
146 |
211 |
314 |
633 |
633 |
|
9 |
99 |
120 |
145 |
209 |
313 |
632 |
632 |
|
10 |
98 |
119 |
143 |
207 |
312 |
631 |
631 |
|
11 |
97 |
119 |
142 |
205 |
310 |
629 |
629 |
|
12 |
95 |
118 |
140 |
204 |
308 |
627 |
627 |
|
13 |
94 |
116 |
138 |
202 |
306 |
625 |
625 |
|
14 |
92 |
115 |
136 |
200 |
305 |
623 |
623 |
|
15 |
90 |
113 |
135 |
198 |
303 |
621 |
621 |
|
16 |
88 |
111 |
133 |
196 |
301 |
619 |
619 |
|
17 |
86 |
109 |
131 |
194 |
299 |
618 |
618 |
|
18 |
85 |
108 |
129 |
193 |
298 |
616 |
616 |
|
19 |
84 |
106 |
128 |
191 |
296 |
615 |
615 |
|
20 |
83 |
105 |
127 |
190 |
295 |
614 |
614 |
|
21 |
81 |
104 |
126 |
189 |
294 |
613 |
613 |
|
22 |
80 |
103 |
125 |
188 |
293 |
612 |
612 |
|
23 |
79 |
102 |
124 |
187 |
292 |
610 |
610 |
|
24 |
78 |
101 |
122 |
186 |
291 |
609 |
609 |
|
25 |
77 |
100 |
121 |
185 |
289 |
608 |
608 |
|
26 |
76 |
99 |
120 |
183 |
288 |
607 |
607 |
|
27 |
74 |
97 |
119 |
182 |
287 |
606 |
606 |
|
28 |
73 |
96 |
118 |
181 |
286 |
605 |
605 |
|
29 |
72 |
95 |
117 |
180 |
285 |
603 |
603 |
|
30 |
71 |
94 |
116 |
179 |
284 |
602 |
602 |
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 |
333 |
346 |
371 |
445 |
558 |
877 |
1300 |
|
2 |
83 |
97 |
122 |
196 |
309 |
628 |
1046 |
|
3 |
87 |
102 |
125 |
191 |
308 |
626 |
855 |
|
4 |
90 |
106 |
130 |
196 |
309 |
627 |
710 |
|
5 |
92 |
110 |
136 |
200 |
310 |
628 |
628 |
|
6 |
94 |
113 |
140 |
205 |
310 |
629 |
629 |
|
7 |
96 |
115 |
142 |
208 |
311 |
629 |
629 |
|
8 |
96 |
117 |
143 |
207 |
311 |
630 |
630 |
|
9 |
97 |
118 |
143 |
207 |
311 |
630 |
630 |
|
10 |
97 |
119 |
143 |
206 |
311 |
630 |
630 |
|
11 |
97 |
120 |
143 |
206 |
311 |
630 |
630 |
|
12 |
98 |
121 |
143 |
206 |
311 |
630 |
630 |
|
13 |
99 |
121 |
143 |
207 |
311 |
630 |
630 |
|
14 |
99 |
122 |
144 |
207 |
312 |
631 |
631 |
|
15 |
100 |
123 |
144 |
208 |
313 |
631 |
631 |
|
16 |
101 |
124 |
145 |
209 |
314 |
632 |
632 |
|
17 |
102 |
125 |
146 |
210 |
315 |
633 |
633 |
|
18 |
103 |
126 |
147 |
211 |
316 |
634 |
634 |
|
19 |
104 |
127 |
148 |
212 |
316 |
635 |
635 |
|
20 |
104 |
127 |
149 |
212 |
317 |
636 |
636 |
|
21 |
104 |
127 |
149 |
212 |
317 |
636 |
636 |
|
22 |
104 |
127 |
149 |
212 |
317 |
635 |
635 |
|
23 |
104 |
126 |
148 |
211 |
316 |
635 |
635 |
|
24 |
103 |
126 |
147 |
211 |
315 |
634 |
634 |
|
25 |
102 |
125 |
146 |
210 |
314 |
633 |
633 |
|
26 |
100 |
123 |
145 |
208 |
313 |
632 |
632 |
|
27 |
99 |
122 |
144 |
207 |
312 |
630 |
630 |
|
28 |
98 |
121 |
142 |
206 |
310 |
629 |
629 |
|
29 |
96 |
119 |
141 |
204 |
309 |
628 |
628 |
|
30 |
95 |
118 |
139 |
203 |
308 |
626 |
626 |
2.21
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
36 |
110 |
223 |
542 |
1198 |
|
2 |
1 |
11 |
36 |
110 |
223 |
542 |
964 |
|
3 |
2 |
13 |
37 |
103 |
219 |
538 |
786 |
|
4 |
3 |
15 |
39 |
104 |
217 |
536 |
651 |
|
5 |
4 |
17 |
43 |
106 |
216 |
535 |
548 |
|
6 |
5 |
18 |
45 |
110 |
215 |
534 |
534 |
|
7 |
5 |
20 |
47 |
112 |
215 |
533 |
533 |
|
8 |
7 |
20 |
45 |
110 |
214 |
533 |
533 |
|
9 |
7 |
19 |
44 |
108 |
213 |
532 |
532 |
|
10 |
8 |
20 |
44 |
108 |
213 |
531 |
531 |
|
11 |
9 |
21 |
44 |
108 |
212 |
531 |
531 |
|
12 |
9 |
22 |
44 |
108 |
212 |
531 |
531 |
|
13 |
11 |
22 |
44 |
108 |
212 |
531 |
531 |
|
14 |
11 |
23 |
44 |
108 |
213 |
531 |
531 |
|
15 |
12 |
23 |
45 |
108 |
213 |
531 |
531 |
|
16 |
13 |
23 |
45 |
108 |
213 |
531 |
531 |
|
17 |
13 |
24 |
45 |
109 |
213 |
532 |
532 |
|
18 |
14 |
24 |
46 |
109 |
214 |
532 |
532 |
|
19 |
15 |
25 |
46 |
110 |
214 |
533 |
533 |
|
20 |
16 |
26 |
47 |
111 |
215 |
534 |
534 |
|
21 |
17 |
26 |
48 |
111 |
216 |
535 |
535 |
|
22 |
17 |
27 |
49 |
112 |
217 |
535 |
535 |
|
23 |
18 |
28 |
49 |
113 |
217 |
536 |
536 |
|
24 |
18 |
28 |
50 |
113 |
218 |
536 |
536 |
|
25 |
20 |
29 |
50 |
114 |
218 |
537 |
537 |
|
26 |
20 |
29 |
50 |
114 |
219 |
537 |
537 |
|
27 |
21 |
29 |
51 |
114 |
219 |
538 |
538 |
|
28 |
21 |
30 |
51 |
114 |
219 |
538 |
538 |
|
29 |
22 |
30 |
51 |
115 |
220 |
538 |
538 |
|
30 |
22 |
30 |
52 |
115 |
220 |
538 |
538 |
2.22
New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
53 |
67 |
91 |
165 |
278 |
597 |
1201 |
|
2 |
54 |
67 |
92 |
166 |
279 |
598 |
966 |
|
3 |
54 |
70 |
93 |
159 |
275 |
594 |
788 |
|
4 |
55 |
71 |
95 |
160 |
274 |
592 |
653 |
|
5 |
55 |
73 |
99 |
163 |
273 |
591 |
591 |
|
6 |
56 |
75 |
102 |
167 |
272 |
591 |
591 |
|
7 |
56 |
75 |
102 |
168 |
271 |
589 |
589 |
|
8 |
55 |
76 |
102 |
166 |
270 |
589 |
589 |
|
9 |
55 |
76 |
101 |
165 |
269 |
588 |
588 |
|
10 |
54 |
76 |
100 |
163 |
268 |
587 |
587 |
|
11 |
53 |
75 |
98 |
162 |
267 |
585 |
585 |
|
12 |
52 |
75 |
97 |
160 |
265 |
584 |
584 |
|
13 |
51 |
74 |
95 |
159 |
264 |
582 |
582 |
|
14 |
50 |
73 |
94 |
157 |
262 |
581 |
581 |
|
15 |
48 |
71 |
93 |
156 |
261 |
580 |
580 |
|
16 |
47 |
70 |
91 |
155 |
259 |
578 |
578 |
|
17 |
45 |
68 |
90 |
153 |
258 |
577 |
577 |
|
18 |
44 |
67 |
89 |
152 |
257 |
576 |
576 |
|
19 |
44 |
66 |
88 |
151 |
256 |
575 |
575 |
|
20 |
43 |
66 |
87 |
151 |
256 |
574 |
574 |
|
21 |
42 |
65 |
87 |
150 |
255 |
574 |
574 |
|
22 |
42 |
65 |
86 |
150 |
255 |
573 |
573 |
|
23 |
41 |
64 |
86 |
149 |
254 |
572 |
572 |
|
24 |
40 |
63 |
85 |
148 |
253 |
572 |
572 |
|
25 |
40 |
63 |
84 |
148 |
252 |
571 |
571 |
|
26 |
39 |
62 |
84 |
147 |
252 |
570 |
570 |
|
27 |
38 |
61 |
83 |
146 |
251 |
570 |
570 |
|
28 |
38 |
61 |
82 |
146 |
250 |
569 |
569 |
|
29 |
37 |
60 |
82 |
145 |
250 |
568 |
568 |
|
30 |
36 |
59 |
81 |
144 |
249 |
568 |
568 |
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 |
116 |
130 |
155 |
229 |
342 |
661 |
1283 |
|
2 |
117 |
131 |
156 |
230 |
343 |
662 |
1037 |
|
3 |
120 |
135 |
158 |
224 |
341 |
659 |
850 |
|
4 |
121 |
138 |
161 |
227 |
340 |
659 |
709 |
|
5 |
123 |
141 |
167 |
230 |
340 |
659 |
659 |
|
6 |
124 |
143 |
170 |
235 |
340 |
659 |
659 |
|
7 |
125 |
144 |
171 |
237 |
340 |
658 |
658 |
|
8 |
124 |
144 |
170 |
235 |
339 |
658 |
658 |
|
9 |
123 |
144 |
169 |
233 |
338 |
657 |
657 |
|
10 |
123 |
145 |
169 |
232 |
337 |
656 |
656 |
|
11 |
122 |
144 |
168 |
231 |
336 |
654 |
654 |
|
12 |
121 |
143 |
166 |
229 |
334 |
653 |
653 |
|
13 |
119 |
142 |
164 |
227 |
332 |
651 |
651 |
|
14 |
117 |
140 |
162 |
225 |
330 |
649 |
649 |
|
15 |
115 |
138 |
160 |
223 |
328 |
647 |
647 |
|
16 |
113 |
136 |
157 |
221 |
325 |
644 |
644 |
|
17 |
111 |
134 |
155 |
219 |
323 |
642 |
642 |
|
18 |
108 |
131 |
153 |
216 |
321 |
640 |
640 |
|
19 |
106 |
129 |
151 |
214 |
319 |
638 |
638 |
|
20 |
105 |
128 |
149 |
213 |
317 |
636 |
636 |
|
21 |
103 |
126 |
148 |
211 |
316 |
634 |
634 |
|
22 |
101 |
124 |
146 |
209 |
314 |
633 |
633 |
|
23 |
99 |
122 |
144 |
207 |
312 |
631 |
631 |
|
24 |
98 |
121 |
142 |
206 |
310 |
629 |
629 |
|
25 |
96 |
119 |
140 |
204 |
308 |
627 |
627 |
|
26 |
94 |
117 |
138 |
202 |
307 |
625 |
625 |
|
27 |
92 |
115 |
137 |
200 |
305 |
624 |
624 |
|
28 |
91 |
114 |
135 |
198 |
303 |
622 |
622 |
|
29 |
89 |
112 |
133 |
197 |
302 |
620 |
620 |
|
30 |
87 |
110 |
132 |
195 |
300 |
619 |
619 |
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 |
170 |
184 |
208 |
282 |
396 |
714 |
1252 |
|
2 |
179 |
193 |
217 |
291 |
405 |
723 |
1021 |
|
3 |
185 |
200 |
223 |
289 |
406 |
724 |
843 |
|
4 |
187 |
203 |
227 |
293 |
406 |
724 |
724 |
|
5 |
188 |
206 |
232 |
296 |
406 |
724 |
724 |
|
6 |
188 |
207 |
234 |
299 |
404 |
723 |
723 |
|
7 |
188 |
208 |
235 |
301 |
403 |
722 |
722 |
|
8 |
187 |
207 |
233 |
298 |
402 |
720 |
720 |
|
9 |
185 |
207 |
231 |
296 |
400 |
719 |
719 |
|
10 |
185 |
206 |
230 |
294 |
399 |
717 |
717 |
|
11 |
183 |
206 |
229 |
292 |
397 |
716 |
716 |
|
12 |
181 |
204 |
226 |
290 |
394 |
713 |
713 |
|
13 |
179 |
202 |
223 |
287 |
392 |
710 |
710 |
|
14 |
176 |
199 |
220 |
284 |
389 |
707 |
707 |
|
15 |
173 |
196 |
217 |
281 |
385 |
704 |
704 |
|
16 |
170 |
193 |
214 |
278 |
382 |
701 |
701 |
|
17 |
166 |
189 |
211 |
274 |
379 |
698 |
698 |
|
18 |
163 |
186 |
208 |
271 |
376 |
695 |
695 |
|
19 |
160 |
183 |
205 |
268 |
373 |
692 |
692 |
|
20 |
157 |
180 |
202 |
265 |
370 |
689 |
689 |
|
21 |
154 |
177 |
199 |
262 |
367 |
686 |
686 |
|
22 |
151 |
174 |
196 |
259 |
364 |
683 |
683 |
|
23 |
148 |
171 |
193 |
256 |
361 |
680 |
680 |
|
24 |
145 |
168 |
190 |
253 |
358 |
676 |
676 |
|
25 |
142 |
165 |
186 |
250 |
355 |
673 |
673 |
|
26 |
139 |
162 |
183 |
247 |
352 |
670 |
670 |
|
27 |
136 |
159 |
181 |
244 |
349 |
667 |
667 |
|
28 |
133 |
156 |
178 |
241 |
346 |
665 |
665 |
|
29 |
131 |
153 |
175 |
238 |
343 |
662 |
662 |
|
30 |
128 |
151 |
172 |
236 |
340 |
659 |
659 |
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 |
30 |
44 |
69 |
143 |
256 |
575 |
1223 |
|
2 |
31 |
45 |
70 |
144 |
257 |
576 |
985 |
|
3 |
32 |
48 |
71 |
137 |
254 |
572 |
805 |
|
4 |
33 |
50 |
73 |
139 |
252 |
571 |
668 |
|
5 |
34 |
52 |
78 |
142 |
251 |
570 |
570 |
|
6 |
35 |
53 |
81 |
146 |
251 |
569 |
569 |
|
7 |
35 |
55 |
82 |
147 |
250 |
569 |
569 |
|
8 |
34 |
54 |
80 |
145 |
249 |
567 |
567 |
|
9 |
33 |
54 |
79 |
143 |
248 |
567 |
567 |
|
10 |
33 |
55 |
79 |
142 |
247 |
566 |
566 |
|
11 |
33 |
55 |
78 |
142 |
246 |
565 |
565 |
|
12 |
33 |
55 |
77 |
141 |
246 |
564 |
564 |
|
13 |
32 |
55 |
77 |
140 |
245 |
564 |
564 |
|
14 |
32 |
55 |
76 |
140 |
245 |
563 |
563 |
|
15 |
32 |
55 |
76 |
140 |
244 |
563 |
563 |
|
16 |
32 |
54 |
76 |
139 |
244 |
563 |
563 |
|
17 |
31 |
54 |
76 |
139 |
244 |
563 |
563 |
|
18 |
31 |
54 |
76 |
139 |
244 |
563 |
563 |
|
19 |
32 |
54 |
76 |
139 |
244 |
563 |
563 |
|
20 |
32 |
55 |
76 |
140 |
244 |
563 |
563 |
|
21 |
32 |
55 |
76 |
140 |
244 |
563 |
563 |
|
22 |
32 |
55 |
76 |
140 |
244 |
563 |
563 |
|
23 |
31 |
54 |
76 |
139 |
244 |
563 |
563 |
|
24 |
31 |
54 |
76 |
139 |
244 |
563 |
563 |
|
25 |
31 |
54 |
75 |
139 |
244 |
562 |
562 |
|
26 |
31 |
54 |
75 |
139 |
243 |
562 |
562 |
|
27 |
30 |
53 |
75 |
138 |
243 |
562 |
562 |
|
28 |
30 |
53 |
74 |
138 |
243 |
561 |
561 |
|
29 |
30 |
53 |
74 |
138 |
242 |
561 |
561 |
|
30 |
29 |
52 |
74 |
137 |
242 |
561 |
561 |
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 |
41 |
66 |
140 |
253 |
572 |
1235 |
|
2 |
29 |
43 |
68 |
142 |
255 |
574 |
996 |
|
3 |
32 |
47 |
70 |
136 |
253 |
571 |
814 |
|
4 |
34 |
50 |
74 |
140 |
253 |
571 |
676 |
|
5 |
36 |
54 |
80 |
144 |
253 |
572 |
572 |
|
6 |
38 |
56 |
83 |
148 |
254 |
572 |
572 |
|
7 |
39 |
59 |
86 |
151 |
254 |
573 |
573 |
|
8 |
39 |
59 |
85 |
150 |
254 |
573 |
573 |
|
9 |
39 |
60 |
85 |
149 |
254 |
573 |
573 |
|
10 |
40 |
62 |
86 |
150 |
254 |
573 |
573 |
|
11 |
41 |
63 |
86 |
150 |
255 |
573 |
573 |
|
12 |
42 |
64 |
87 |
150 |
255 |
574 |
574 |
|
13 |
42 |
65 |
87 |
150 |
255 |
573 |
573 |
|
14 |
42 |
65 |
86 |
150 |
255 |
573 |
573 |
|
15 |
42 |
65 |
86 |
150 |
254 |
573 |
573 |
|
16 |
41 |
64 |
86 |
149 |
254 |
573 |
573 |
|
17 |
41 |
64 |
86 |
149 |
254 |
573 |
573 |
|
18 |
41 |
64 |
86 |
149 |
254 |
573 |
573 |
|
19 |
41 |
64 |
86 |
149 |
254 |
573 |
573 |
|
20 |
42 |
65 |
86 |
150 |
254 |
573 |
573 |
|
21 |
42 |
65 |
86 |
150 |
255 |
573 |
573 |
|
22 |
42 |
65 |
86 |
150 |
254 |
573 |
573 |
|
23 |
42 |
64 |
86 |
149 |
254 |
573 |
573 |
|
24 |
41 |
64 |
86 |
149 |
254 |
572 |
572 |
|
25 |
41 |
64 |
85 |
149 |
253 |
572 |
572 |
|
26 |
40 |
63 |
85 |
148 |
253 |
572 |
572 |
|
27 |
40 |
63 |
84 |
148 |
252 |
571 |
571 |
|
28 |
39 |
62 |
84 |
147 |
252 |
571 |
571 |
|
29 |
39 |
62 |
83 |
147 |
251 |
570 |
570 |
|
30 |
38 |
61 |
83 |
146 |
251 |
569 |
569 |
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 |
140 |
165 |
239 |
352 |
671 |
1301 |
|
2 |
125 |
139 |
163 |
237 |
351 |
669 |
1051 |
|
3 |
125 |
140 |
163 |
230 |
346 |
664 |
860 |
|
4 |
125 |
142 |
165 |
231 |
344 |
663 |
713 |
|
5 |
126 |
143 |
169 |
233 |
343 |
662 |
662 |
|
6 |
125 |
144 |
171 |
236 |
341 |
660 |
660 |
|
7 |
126 |
145 |
172 |
238 |
340 |
659 |
659 |
|
8 |
125 |
145 |
171 |
236 |
340 |
658 |
658 |
|
9 |
123 |
145 |
169 |
234 |
338 |
657 |
657 |
|
10 |
123 |
145 |
169 |
233 |
338 |
656 |
656 |
|
11 |
123 |
145 |
169 |
232 |
337 |
655 |
655 |
|
12 |
122 |
145 |
167 |
231 |
336 |
654 |
654 |
|
13 |
122 |
144 |
166 |
230 |
334 |
653 |
653 |
|
14 |
120 |
143 |
165 |
228 |
333 |
652 |
652 |
|
15 |
118 |
141 |
163 |
226 |
331 |
649 |
649 |
|
16 |
116 |
139 |
160 |
224 |
329 |
647 |
647 |
|
17 |
113 |
136 |
158 |
221 |
326 |
645 |
645 |
|
18 |
111 |
134 |
156 |
219 |
324 |
642 |
642 |
|
19 |
109 |
132 |
153 |
217 |
322 |
640 |
640 |
|
20 |
107 |
130 |
151 |
215 |
320 |
638 |
638 |
|
21 |
105 |
127 |
149 |
212 |
317 |
636 |
636 |
|
22 |
102 |
125 |
147 |
210 |
315 |
634 |
634 |
|
23 |
100 |
123 |
145 |
208 |
313 |
631 |
631 |
|
24 |
98 |
121 |
142 |
206 |
311 |
629 |
629 |
|
25 |
96 |
119 |
140 |
204 |
308 |
627 |
627 |
|
26 |
94 |
117 |
138 |
201 |
306 |
625 |
625 |
|
27 |
92 |
114 |
136 |
199 |
304 |
623 |
623 |
|
28 |
89 |
112 |
134 |
197 |
302 |
621 |
621 |
|
29 |
87 |
110 |
132 |
195 |
300 |
619 |
619 |
|
30 |
86 |
109 |
130 |
193 |
298 |
617 |
617 |
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 |
12 |
37 |
111 |
224 |
543 |
1201 |
|
2 |
1 |
14 |
39 |
112 |
226 |
545 |
968 |
|
3 |
3 |
18 |
41 |
107 |
224 |
542 |
791 |
|
4 |
5 |
21 |
45 |
110 |
224 |
542 |
655 |
|
5 |
7 |
25 |
51 |
114 |
224 |
543 |
552 |
|
6 |
9 |
27 |
55 |
120 |
225 |
543 |
543 |
|
7 |
10 |
30 |
57 |
122 |
225 |
544 |
544 |
|
8 |
10 |
30 |
56 |
121 |
225 |
544 |
544 |
|
9 |
10 |
31 |
56 |
120 |
225 |
543 |
543 |
|
10 |
11 |
32 |
56 |
120 |
225 |
543 |
543 |
|
11 |
11 |
33 |
56 |
120 |
224 |
543 |
543 |
|
12 |
11 |
34 |
56 |
119 |
224 |
543 |
543 |
|
13 |
11 |
34 |
56 |
119 |
224 |
543 |
543 |
|
14 |
11 |
34 |
55 |
119 |
224 |
542 |
542 |
|
15 |
12 |
34 |
55 |
119 |
224 |
542 |
542 |
|
16 |
13 |
33 |
55 |
118 |
223 |
542 |
542 |
|
17 |
13 |
33 |
55 |
118 |
223 |
542 |
542 |
|
18 |
14 |
33 |
55 |
118 |
223 |
542 |
542 |
|
19 |
15 |
34 |
55 |
119 |
223 |
542 |
542 |
|
20 |
16 |
34 |
56 |
119 |
224 |
543 |
543 |
|
21 |
17 |
35 |
56 |
120 |
224 |
543 |
543 |
|
22 |
17 |
35 |
56 |
120 |
225 |
543 |
543 |
|
23 |
18 |
35 |
57 |
120 |
225 |
544 |
544 |
|
24 |
18 |
35 |
57 |
120 |
225 |
544 |
544 |
|
25 |
20 |
36 |
57 |
121 |
225 |
544 |
544 |
|
26 |
20 |
36 |
57 |
121 |
225 |
544 |
544 |
|
27 |
21 |
36 |
57 |
121 |
226 |
544 |
544 |
|
28 |
21 |
36 |
57 |
121 |
226 |
544 |
544 |
|
29 |
22 |
36 |
57 |
121 |
226 |
544 |
544 |
|
30 |
22 |
36 |
58 |
121 |
226 |
544 |
544 |
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 |
50 |
74 |
148 |
261 |
580 |
1207 |
|
2 |
36 |
50 |
74 |
148 |
262 |
580 |
972 |
|
3 |
36 |
51 |
75 |
141 |
257 |
576 |
793 |
|
4 |
36 |
52 |
76 |
142 |
255 |
574 |
657 |
|
5 |
37 |
54 |
80 |
144 |
254 |
572 |
572 |
|
6 |
39 |
57 |
85 |
150 |
255 |
574 |
574 |
|
7 |
37 |
56 |
83 |
149 |
251 |
570 |
570 |
|
8 |
40 |
60 |
86 |
151 |
255 |
574 |
574 |
|
9 |
39 |
60 |
85 |
149 |
254 |
573 |
573 |
|
10 |
34 |
56 |
80 |
143 |
248 |
567 |
567 |
|
11 |
30 |
52 |
75 |
139 |
244 |
562 |
562 |
|
12 |
27 |
50 |
72 |
136 |
240 |
559 |
559 |
|
13 |
25 |
48 |
70 |
133 |
238 |
556 |
556 |
|
14 |
23 |
46 |
68 |
131 |
236 |
555 |
555 |
|
15 |
22 |
45 |
66 |
130 |
234 |
553 |
553 |
|
16 |
20 |
43 |
65 |
128 |
233 |
552 |
552 |
|
17 |
19 |
42 |
64 |
127 |
232 |
551 |
551 |
|
18 |
19 |
42 |
63 |
127 |
231 |
550 |
550 |
|
19 |
18 |
41 |
63 |
126 |
231 |
550 |
550 |
|
20 |
18 |
41 |
63 |
126 |
231 |
550 |
550 |
|
21 |
18 |
41 |
63 |
126 |
231 |
550 |
550 |
|
22 |
18 |
41 |
63 |
126 |
231 |
550 |
550 |
|
23 |
18 |
41 |
63 |
126 |
231 |
550 |
550 |
|
24 |
18 |
41 |
63 |
126 |
231 |
549 |
549 |
|
25 |
20 |
41 |
62 |
126 |
231 |
549 |
549 |
|
26 |
20 |
41 |
62 |
126 |
231 |
549 |
549 |
|
27 |
21 |
41 |
62 |
126 |
230 |
549 |
549 |
|
28 |
21 |
41 |
62 |
126 |
230 |
549 |
549 |
|
29 |
22 |
41 |
62 |
125 |
230 |
549 |
549 |
|
30 |
22 |
40 |
62 |
125 |
230 |
549 |
549 |
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 |
201 |
215 |
239 |
313 |
426 |
745 |
1395 |
|
2 |
197 |
211 |
235 |
309 |
422 |
741 |
1141 |
|
3 |
193 |
208 |
231 |
297 |
414 |
732 |
940 |
|
4 |
189 |
205 |
229 |
295 |
408 |
726 |
783 |
|
5 |
185 |
203 |
229 |
293 |
403 |
721 |
721 |
|
6 |
182 |
200 |
228 |
293 |
398 |
716 |
716 |
|
7 |
178 |
198 |
225 |
290 |
393 |
712 |
712 |
|
8 |
174 |
194 |
220 |
285 |
389 |
707 |
707 |
|
9 |
170 |
191 |
216 |
280 |
384 |
703 |
703 |
|
10 |
166 |
188 |
211 |
275 |
380 |
699 |
699 |
|
11 |
162 |
184 |
208 |
271 |
376 |
694 |
694 |
|
12 |
159 |
181 |
203 |
267 |
372 |
690 |
690 |
|
13 |
155 |
178 |
199 |
263 |
368 |
686 |
686 |
|
14 |
151 |
174 |
196 |
259 |
364 |
682 |
682 |
|
15 |
148 |
171 |
192 |
256 |
360 |
679 |
679 |
|
16 |
144 |
167 |
189 |
252 |
357 |
675 |
675 |
|
17 |
141 |
164 |
185 |
249 |
354 |
672 |
672 |
|
18 |
138 |
161 |
182 |
246 |
351 |
669 |
669 |
|
19 |
135 |
158 |
179 |
243 |
348 |
666 |
666 |
|
20 |
132 |
155 |
177 |
240 |
345 |
664 |
664 |
|
21 |
130 |
153 |
174 |
238 |
342 |
661 |
661 |
|
22 |
127 |
150 |
171 |
235 |
340 |
658 |
658 |
|
23 |
124 |
147 |
169 |
232 |
337 |
656 |
656 |
|
24 |
122 |
145 |
166 |
230 |
334 |
653 |
653 |
|
25 |
119 |
142 |
164 |
227 |
332 |
650 |
650 |
|
26 |
117 |
140 |
161 |
225 |
329 |
648 |
648 |
|
27 |
114 |
137 |
159 |
222 |
327 |
646 |
646 |
|
28 |
112 |
135 |
156 |
220 |
325 |
643 |
643 |
|
29 |
110 |
133 |
154 |
218 |
322 |
641 |
641 |
|
30 |
108 |
131 |
152 |
216 |
320 |
639 |
639 |
2.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
26 |
50 |
105 |
241 |
560 |
1204 |
|
2 |
8 |
26 |
50 |
105 |
241 |
560 |
967 |
|
3 |
10 |
29 |
52 |
101 |
239 |
558 |
788 |
|
4 |
12 |
33 |
55 |
98 |
239 |
558 |
653 |
|
5 |
16 |
40 |
61 |
101 |
240 |
559 |
559 |
|
6 |
18 |
43 |
65 |
97 |
241 |
559 |
559 |
|
7 |
19 |
45 |
64 |
91 |
241 |
560 |
560 |
|
8 |
17 |
44 |
63 |
91 |
241 |
560 |
560 |
|
9 |
18 |
45 |
65 |
94 |
241 |
560 |
560 |
|
10 |
20 |
48 |
68 |
98 |
241 |
560 |
560 |
|
11 |
22 |
50 |
70 |
101 |
241 |
560 |
560 |
|
12 |
23 |
53 |
71 |
102 |
241 |
560 |
560 |
|
13 |
25 |
54 |
71 |
102 |
241 |
560 |
560 |
|
14 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
15 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
16 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
17 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
18 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
19 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
20 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
21 |
25 |
55 |
72 |
102 |
242 |
560 |
560 |
|
22 |
25 |
55 |
72 |
102 |
242 |
560 |
560 |
|
23 |
25 |
55 |
72 |
102 |
242 |
560 |
560 |
|
24 |
25 |
55 |
72 |
102 |
242 |
560 |
560 |
|
25 |
25 |
55 |
72 |
102 |
242 |
560 |
560 |
|
26 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
27 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
28 |
25 |
55 |
72 |
102 |
241 |
560 |
560 |
|
29 |
25 |
55 |
72 |
102 |
241 |
559 |
559 |
|
30 |
25 |
55 |
72 |
102 |
241 |
559 |
559 |
2.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
14 |
88 |
202 |
520 |
1192 |
|
2 |
1 |
5 |
13 |
87 |
200 |
519 |
959 |
|
3 |
2 |
5 |
12 |
79 |
195 |
514 |
782 |
|
4 |
3 |
6 |
14 |
80 |
193 |
511 |
647 |
|
5 |
4 |
6 |
18 |
82 |
192 |
511 |
544 |
|
6 |
5 |
8 |
21 |
86 |
192 |
510 |
510 |
|
7 |
5 |
9 |
23 |
89 |
191 |
510 |
510 |
|
8 |
6 |
9 |
22 |
87 |
191 |
510 |
510 |
|
9 |
7 |
10 |
22 |
86 |
191 |
510 |
510 |
|
10 |
8 |
10 |
23 |
86 |
191 |
510 |
510 |
|
11 |
9 |
12 |
23 |
87 |
191 |
510 |
510 |
|
12 |
9 |
12 |
23 |
87 |
192 |
510 |
510 |
|
13 |
10 |
13 |
24 |
87 |
192 |
510 |
510 |
|
14 |
11 |
13 |
26 |
87 |
192 |
511 |
511 |
|
15 |
12 |
15 |
27 |
88 |
192 |
511 |
511 |
|
16 |
13 |
16 |
28 |
88 |
192 |
511 |
511 |
|
17 |
13 |
16 |
30 |
88 |
193 |
511 |
511 |
|
18 |
14 |
17 |
31 |
89 |
193 |
512 |
512 |
|
19 |
14 |
18 |
32 |
89 |
194 |
512 |
512 |
|
20 |
16 |
19 |
33 |
90 |
194 |
513 |
513 |
|
21 |
16 |
19 |
34 |
90 |
195 |
514 |
514 |
|
22 |
17 |
20 |
36 |
91 |
195 |
514 |
514 |
|
23 |
17 |
21 |
37 |
91 |
196 |
514 |
514 |
|
24 |
18 |
22 |
38 |
91 |
196 |
515 |
515 |
|
25 |
18 |
22 |
39 |
91 |
196 |
515 |
515 |
|
26 |
20 |
23 |
40 |
91 |
196 |
515 |
515 |
|
27 |
20 |
23 |
41 |
91 |
196 |
515 |
515 |
|
28 |
21 |
24 |
43 |
91 |
196 |
515 |
515 |
|
29 |
22 |
26 |
44 |
91 |
196 |
515 |
515 |
|
30 |
22 |
26 |
45 |
91 |
196 |
515 |
515 |
3.
Other exposures
3.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
15 |
21 |
43 |
163 |
294 |
3032 |
|
2 |
1 |
15 |
21 |
43 |
163 |
333 |
2257 |
|
3 |
1 |
15 |
23 |
48 |
158 |
347 |
1703 |
|
4 |
1 |
16 |
26 |
52 |
155 |
346 |
1315 |
|
5 |
2 |
18 |
30 |
54 |
155 |
338 |
1042 |
|
6 |
3 |
21 |
32 |
57 |
155 |
325 |
845 |
|
7 |
5 |
23 |
34 |
59 |
155 |
309 |
698 |
|
8 |
5 |
24 |
35 |
62 |
155 |
293 |
587 |
|
9 |
5 |
25 |
37 |
65 |
155 |
276 |
500 |
|
10 |
6 |
26 |
38 |
67 |
155 |
260 |
430 |
|
11 |
6 |
26 |
39 |
68 |
155 |
249 |
373 |
|
12 |
6 |
26 |
39 |
68 |
155 |
249 |
327 |
|
13 |
6 |
26 |
39 |
68 |
155 |
249 |
288 |
|
14 |
6 |
26 |
39 |
68 |
155 |
249 |
255 |
|
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 |
71 |
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 |
299 |
3086 |
|
2 |
10 |
24 |
30 |
52 |
172 |
338 |
2296 |
|
3 |
10 |
24 |
33 |
57 |
167 |
352 |
1732 |
|
4 |
10 |
25 |
35 |
61 |
164 |
351 |
1338 |
|
5 |
10 |
27 |
38 |
62 |
164 |
343 |
1059 |
|
6 |
11 |
28 |
40 |
65 |
163 |
329 |
859 |
|
7 |
12 |
30 |
41 |
66 |
162 |
314 |
709 |
|
8 |
12 |
31 |
42 |
68 |
162 |
297 |
596 |
|
9 |
11 |
31 |
43 |
71 |
161 |
280 |
507 |
|
10 |
11 |
31 |
44 |
73 |
161 |
263 |
436 |
|
11 |
11 |
31 |
44 |
73 |
160 |
254 |
378 |
|
12 |
10 |
30 |
43 |
72 |
160 |
254 |
331 |
|
13 |
10 |
30 |
43 |
72 |
159 |
253 |
292 |
|
14 |
9 |
29 |
42 |
71 |
159 |
253 |
258 |
|
15 |
9 |
29 |
42 |
71 |
158 |
252 |
252 |
|
16 |
8 |
28 |
41 |
70 |
158 |
252 |
252 |
|
17 |
8 |
28 |
43 |
70 |
157 |
251 |
251 |
|
18 |
8 |
28 |
46 |
70 |
157 |
251 |
251 |
|
19 |
8 |
28 |
48 |
70 |
157 |
251 |
251 |
|
20 |
8 |
29 |
50 |
70 |
158 |
252 |
252 |
|
21 |
9 |
29 |
53 |
71 |
158 |
252 |
252 |
|
22 |
9 |
29 |
55 |
71 |
158 |
252 |
252 |
|
23 |
9 |
29 |
57 |
71 |
158 |
252 |
252 |
|
24 |
9 |
29 |
60 |
71 |
158 |
252 |
252 |
|
25 |
9 |
29 |
62 |
71 |
158 |
253 |
253 |
|
26 |
9 |
29 |
65 |
71 |
158 |
253 |
253 |
|
27 |
9 |
29 |
67 |
71 |
158 |
252 |
252 |
|
28 |
10 |
29 |
69 |
71 |
158 |
252 |
252 |
|
29 |
10 |
29 |
72 |
73 |
158 |
252 |
252 |
|
30 |
10 |
29 |
74 |
74 |
158 |
252 |
252 |
3.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
14 |
21 |
43 |
163 |
294 |
3032 |
|
2 |
1 |
14 |
21 |
43 |
163 |
333 |
2256 |
|
3 |
1 |
15 |
23 |
48 |
157 |
347 |
1702 |
|
4 |
1 |
16 |
26 |
52 |
155 |
346 |
1315 |
|
5 |
2 |
18 |
30 |
54 |
155 |
338 |
1042 |
|
6 |
3 |
20 |
32 |
57 |
155 |
324 |
845 |
|
7 |
5 |
23 |
34 |
59 |
155 |
309 |
698 |
|
8 |
5 |
24 |
35 |
62 |
155 |
293 |
587 |
|
9 |
5 |
25 |
37 |
65 |
155 |
276 |
500 |
|
10 |
6 |
25 |
38 |
67 |
155 |
260 |
430 |
|
11 |
6 |
26 |
39 |
68 |
155 |
249 |
373 |
|
12 |
6 |
26 |
39 |
68 |
155 |
249 |
327 |
|
13 |
6 |
26 |
39 |
68 |
155 |
249 |
288 |
|
14 |
6 |
26 |
39 |
68 |
155 |
249 |
255 |
|
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 |
71 |
72 |
155 |
249 |
249 |
|
30 |
10 |
26 |
73 |
74 |
155 |
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 |
75 |
88 |
95 |
117 |
237 |
333 |
3090 |
|
2 |
72 |
85 |
91 |
113 |
233 |
340 |
2305 |
|
3 |
74 |
88 |
96 |
121 |
230 |
354 |
1742 |
|
4 |
72 |
86 |
97 |
122 |
226 |
354 |
1348 |
|
5 |
70 |
86 |
98 |
122 |
224 |
346 |
1070 |
|
6 |
70 |
87 |
99 |
124 |
222 |
334 |
869 |
|
7 |
70 |
88 |
99 |
124 |
220 |
318 |
719 |
|
8 |
68 |
87 |
99 |
125 |
219 |
313 |
605 |
|
9 |
68 |
87 |
99 |
127 |
218 |
312 |
516 |
|
10 |
64 |
84 |
97 |
126 |
214 |
308 |
445 |
|
11 |
62 |
82 |
95 |
124 |
211 |
305 |
387 |
|
12 |
61 |
81 |
94 |
123 |
210 |
304 |
339 |
|
13 |
60 |
80 |
93 |
122 |
209 |
303 |
303 |
|
14 |
60 |
80 |
92 |
122 |
209 |
303 |
303 |
|
15 |
59 |
79 |
92 |
121 |
208 |
303 |
303 |
|
16 |
59 |
79 |
92 |
121 |
208 |
302 |
302 |
|
17 |
58 |
78 |
91 |
120 |
207 |
302 |
302 |
|
18 |
58 |
78 |
90 |
120 |
207 |
301 |
301 |
|
19 |
57 |
77 |
90 |
119 |
206 |
300 |
300 |
|
20 |
56 |
76 |
89 |
118 |
205 |
300 |
300 |
|
21 |
56 |
76 |
88 |
118 |
205 |
299 |
299 |
|
22 |
55 |
75 |
88 |
117 |
204 |
298 |
298 |
|
23 |
54 |
74 |
87 |
116 |
203 |
297 |
297 |
|
24 |
53 |
73 |
86 |
115 |
202 |
296 |
296 |
|
25 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
26 |
51 |
71 |
84 |
113 |
200 |
294 |
294 |
|
27 |
50 |
70 |
83 |
112 |
199 |
293 |
293 |
|
28 |
49 |
69 |
82 |
111 |
198 |
292 |
292 |
|
29 |
48 |
68 |
80 |
110 |
197 |
291 |
291 |
|
30 |
47 |
67 |
79 |
109 |
196 |
290 |
290 |
3.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
18 |
25 |
47 |
167 |
297 |
3056 |
|
2 |
7 |
20 |
26 |
48 |
169 |
335 |
2274 |
|
3 |
7 |
21 |
30 |
55 |
164 |
349 |
1716 |
|
4 |
8 |
23 |
33 |
59 |
162 |
348 |
1325 |
|
5 |
9 |
25 |
37 |
61 |
162 |
340 |
1050 |
|
6 |
10 |
28 |
39 |
64 |
162 |
327 |
851 |
|
7 |
12 |
30 |
41 |
66 |
162 |
311 |
703 |
|
8 |
11 |
30 |
42 |
68 |
162 |
295 |
591 |
|
9 |
11 |
31 |
43 |
71 |
161 |
278 |
503 |
|
10 |
11 |
31 |
44 |
72 |
161 |
261 |
433 |
|
11 |
11 |
31 |
44 |
73 |
160 |
254 |
376 |
|
12 |
11 |
31 |
44 |
73 |
160 |
254 |
330 |
|
13 |
11 |
31 |
44 |
73 |
160 |
254 |
291 |
|
14 |
11 |
31 |
44 |
73 |
160 |
254 |
258 |
|
15 |
11 |
31 |
43 |
72 |
160 |
254 |
254 |
|
16 |
10 |
30 |
43 |
72 |
159 |
253 |
253 |
|
17 |
10 |
30 |
43 |
72 |
159 |
254 |
254 |
|
18 |
10 |
30 |
46 |
72 |
159 |
254 |
254 |
|
19 |
10 |
30 |
49 |
72 |
160 |
254 |
254 |
|
20 |
11 |
31 |
50 |
73 |
160 |
254 |
254 |
|
21 |
11 |
31 |
53 |
73 |
160 |
255 |
255 |
|
22 |
11 |
31 |
56 |
73 |
161 |
255 |
255 |
|
23 |
12 |
32 |
58 |
74 |
161 |
255 |
255 |
|
24 |
12 |
32 |
60 |
74 |
161 |
255 |
255 |
|
25 |
12 |
32 |
62 |
74 |
161 |
255 |
255 |
|
26 |
12 |
32 |
65 |
74 |
161 |
255 |
255 |
|
27 |
12 |
32 |
67 |
74 |
161 |
255 |
255 |
|
28 |
12 |
32 |
70 |
73 |
161 |
255 |
255 |
|
29 |
11 |
31 |
72 |
74 |
161 |
255 |
255 |
|
30 |
11 |
31 |
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 |
58 |
64 |
86 |
206 |
302 |
3060 |
|
2 |
48 |
61 |
68 |
90 |
210 |
336 |
2281 |
|
3 |
52 |
66 |
74 |
99 |
209 |
351 |
1723 |
|
4 |
54 |
69 |
79 |
105 |
208 |
350 |
1332 |
|
5 |
56 |
72 |
84 |
108 |
209 |
342 |
1056 |
|
6 |
57 |
75 |
86 |
111 |
209 |
329 |
857 |
|
7 |
58 |
77 |
87 |
113 |
209 |
314 |
709 |
|
8 |
57 |
76 |
88 |
114 |
208 |
302 |
596 |
|
9 |
56 |
76 |
88 |
116 |
206 |
300 |
508 |
|
10 |
55 |
75 |
88 |
117 |
205 |
299 |
438 |
|
11 |
54 |
74 |
87 |
116 |
203 |
298 |
380 |
|
12 |
53 |
73 |
86 |
115 |
202 |
296 |
333 |
|
13 |
51 |
71 |
84 |
113 |
201 |
295 |
295 |
|
14 |
50 |
70 |
83 |
112 |
199 |
293 |
293 |
|
15 |
49 |
69 |
82 |
111 |
198 |
292 |
292 |
|
16 |
48 |
68 |
81 |
110 |
197 |
291 |
291 |
|
17 |
47 |
67 |
80 |
109 |
196 |
291 |
291 |
|
18 |
47 |
67 |
79 |
109 |
196 |
290 |
290 |
|
19 |
46 |
66 |
79 |
108 |
195 |
289 |
289 |
|
20 |
45 |
65 |
78 |
107 |
195 |
289 |
289 |
|
21 |
45 |
65 |
78 |
107 |
194 |
288 |
288 |
|
22 |
44 |
64 |
77 |
106 |
193 |
287 |
287 |
|
23 |
43 |
63 |
76 |
105 |
192 |
286 |
286 |
|
24 |
42 |
62 |
75 |
104 |
192 |
286 |
286 |
|
25 |
42 |
62 |
74 |
104 |
191 |
285 |
285 |
|
26 |
41 |
61 |
74 |
103 |
190 |
284 |
284 |
|
27 |
40 |
60 |
73 |
102 |
189 |
283 |
283 |
|
28 |
39 |
59 |
72 |
101 |
188 |
282 |
282 |
|
29 |
38 |
58 |
72 |
100 |
187 |
282 |
282 |
|
30 |
37 |
57 |
75 |
99 |
187 |
281 |
281 |
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 |
162 |
294 |
3030 |
|
2 |
1 |
14 |
20 |
42 |
162 |
333 |
2255 |
|
3 |
1 |
14 |
22 |
47 |
157 |
346 |
1701 |
|
4 |
1 |
15 |
25 |
51 |
154 |
346 |
1314 |
|
5 |
1 |
17 |
29 |
53 |
154 |
337 |
1041 |
|
6 |
2 |
20 |
31 |
56 |
154 |
324 |
844 |
|
7 |
4 |
22 |
33 |
58 |
154 |
309 |
698 |
|
8 |
4 |
23 |
34 |
61 |
154 |
293 |
586 |
|
9 |
4 |
24 |
36 |
64 |
154 |
276 |
499 |
|
10 |
5 |
25 |
37 |
66 |
154 |
260 |
430 |
|
11 |
5 |
25 |
38 |
67 |
154 |
248 |
373 |
|
12 |
5 |
25 |
38 |
67 |
154 |
248 |
327 |
|
13 |
5 |
25 |
38 |
67 |
154 |
248 |
288 |
|
14 |
5 |
25 |
38 |
67 |
154 |
248 |
255 |
|
15 |
5 |
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 |
50 |
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 |
59 |
67 |
154 |
248 |
248 |
|
25 |
9 |
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 |
249 |
249 |
3.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
22 |
45 |
181 |
298 |
3076 |
|
2 |
0 |
11 |
22 |
45 |
181 |
337 |
2288 |
|
3 |
1 |
11 |
24 |
50 |
176 |
351 |
1726 |
|
4 |
1 |
13 |
26 |
56 |
172 |
350 |
1333 |
|
5 |
1 |
16 |
28 |
59 |
171 |
342 |
1056 |
|
6 |
2 |
18 |
33 |
60 |
170 |
328 |
856 |
|
7 |
3 |
21 |
36 |
60 |
169 |
313 |
707 |
|
8 |
5 |
24 |
37 |
60 |
168 |
296 |
594 |
|
9 |
8 |
31 |
42 |
59 |
167 |
279 |
505 |
|
10 |
10 |
34 |
42 |
57 |
166 |
262 |
435 |
|
11 |
9 |
33 |
41 |
57 |
165 |
259 |
377 |
|
12 |
8 |
32 |
41 |
56 |
164 |
258 |
330 |
|
13 |
7 |
31 |
42 |
57 |
164 |
258 |
291 |
|
14 |
7 |
31 |
42 |
57 |
163 |
257 |
257 |
|
15 |
7 |
31 |
42 |
57 |
162 |
256 |
256 |
|
16 |
7 |
31 |
43 |
57 |
161 |
255 |
255 |
|
17 |
7 |
31 |
43 |
57 |
160 |
254 |
254 |
|
18 |
7 |
31 |
46 |
57 |
159 |
253 |
253 |
|
19 |
7 |
31 |
47 |
57 |
159 |
253 |
253 |
|
20 |
7 |
31 |
50 |
57 |
160 |
254 |
254 |
|
21 |
7 |
31 |
53 |
57 |
160 |
254 |
254 |
|
22 |
8 |
31 |
54 |
59 |
160 |
254 |
254 |
|
23 |
8 |
31 |
57 |
61 |
159 |
253 |
253 |
|
24 |
8 |
31 |
59 |
62 |
158 |
253 |
253 |
|
25 |
9 |
31 |
62 |
64 |
158 |
252 |
252 |
|
26 |
9 |
31 |
64 |
66 |
157 |
251 |
251 |
|
27 |
9 |
31 |
66 |
68 |
157 |
251 |
251 |
|
28 |
10 |
31 |
68 |
70 |
156 |
251 |
251 |
|
29 |
10 |
31 |
70 |
72 |
156 |
250 |
250 |
|
30 |
10 |
31 |
73 |
74 |
156 |
250 |
250 |
3.9
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
81 |
94 |
101 |
123 |
243 |
339 |
3212 |
|
2 |
79 |
92 |
99 |
121 |
241 |
352 |
2402 |
|
3 |
77 |
91 |
99 |
124 |
234 |
368 |
1818 |
|
4 |
75 |
90 |
100 |
126 |
229 |
369 |
1408 |
|
5 |
73 |
89 |
101 |
125 |
226 |
361 |
1118 |
|
6 |
72 |
90 |
101 |
126 |
224 |
348 |
909 |
|
7 |
71 |
90 |
101 |
126 |
222 |
333 |
753 |
|
8 |
69 |
88 |
99 |
126 |
219 |
316 |
633 |
|
9 |
67 |
87 |
99 |
127 |
217 |
311 |
540 |
|
10 |
66 |
86 |
99 |
127 |
215 |
310 |
466 |
|
11 |
65 |
85 |
98 |
126 |
214 |
308 |
405 |
|
12 |
63 |
83 |
96 |
125 |
212 |
306 |
355 |
|
13 |
61 |
82 |
94 |
123 |
211 |
305 |
313 |
|
14 |
60 |
80 |
93 |
122 |
209 |
303 |
303 |
|
15 |
59 |
79 |
92 |
121 |
208 |
302 |
302 |
|
16 |
57 |
78 |
90 |
119 |
207 |
301 |
301 |
|
17 |
56 |
76 |
89 |
118 |
206 |
300 |
300 |
|
18 |
55 |
75 |
88 |
117 |
205 |
299 |
299 |
|
19 |
55 |
75 |
87 |
117 |
204 |
298 |
298 |
|
20 |
54 |
74 |
87 |
116 |
203 |
297 |
297 |
|
21 |
53 |
73 |
86 |
115 |
202 |
296 |
296 |
|
22 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
23 |
51 |
71 |
84 |
113 |
200 |
294 |
294 |
|
24 |
50 |
70 |
83 |
112 |
199 |
293 |
293 |
|
25 |
49 |
69 |
82 |
111 |
198 |
292 |
292 |
|
26 |
48 |
68 |
81 |
110 |
197 |
291 |
291 |
|
27 |
47 |
67 |
80 |
109 |
196 |
290 |
290 |
|
28 |
46 |
66 |
79 |
108 |
195 |
289 |
289 |
|
29 |
45 |
65 |
78 |
107 |
194 |
288 |
288 |
|
30 |
44 |
64 |
78 |
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 |
54 |
67 |
73 |
96 |
216 |
312 |
3086 |
|
2 |
53 |
66 |
72 |
94 |
214 |
339 |
2301 |
|
3 |
51 |
65 |
74 |
98 |
208 |
353 |
1738 |
|
4 |
50 |
65 |
76 |
101 |
205 |
353 |
1344 |
|
5 |
49 |
65 |
77 |
101 |
203 |
345 |
1066 |
|
6 |
49 |
66 |
78 |
103 |
201 |
332 |
865 |
|
7 |
49 |
67 |
78 |
103 |
199 |
317 |
716 |
|
8 |
48 |
67 |
78 |
104 |
198 |
300 |
602 |
|
9 |
47 |
66 |
78 |
106 |
196 |
290 |
513 |
|
10 |
46 |
66 |
78 |
107 |
195 |
289 |
442 |
|
11 |
45 |
65 |
78 |
107 |
194 |
288 |
384 |
|
12 |
44 |
64 |
77 |
106 |
193 |
287 |
336 |
|
13 |
43 |
63 |
76 |
105 |
193 |
287 |
296 |
|
14 |
43 |
63 |
76 |
105 |
192 |
286 |
286 |
|
15 |
42 |
62 |
75 |
104 |
191 |
285 |
285 |
|
16 |
41 |
61 |
74 |
103 |
190 |
284 |
284 |
|
17 |
40 |
60 |
73 |
102 |
190 |
284 |
284 |
|
18 |
40 |
60 |
73 |
102 |
189 |
283 |
283 |
|
19 |
39 |
59 |
72 |
101 |
189 |
283 |
283 |
|
20 |
39 |
59 |
72 |
101 |
188 |
282 |
282 |
|
21 |
39 |
59 |
72 |
101 |
188 |
282 |
282 |
|
22 |
38 |
58 |
71 |
100 |
188 |
282 |
282 |
|
23 |
38 |
58 |
71 |
100 |
187 |
281 |
281 |
|
24 |
37 |
57 |
70 |
99 |
187 |
281 |
281 |
|
25 |
37 |
57 |
70 |
99 |
186 |
280 |
280 |
|
26 |
36 |
56 |
69 |
98 |
185 |
279 |
279 |
|
27 |
35 |
55 |
68 |
97 |
184 |
279 |
279 |
|
28 |
35 |
55 |
71 |
97 |
184 |
278 |
278 |
|
29 |
34 |
54 |
73 |
96 |
183 |
277 |
277 |
|
30 |
33 |
53 |
76 |
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 |
40 |
46 |
68 |
188 |
299 |
3085 |
|
2 |
27 |
40 |
47 |
69 |
189 |
338 |
2297 |
|
3 |
26 |
40 |
48 |
73 |
183 |
352 |
1733 |
|
4 |
25 |
40 |
50 |
76 |
179 |
352 |
1338 |
|
5 |
25 |
41 |
53 |
77 |
178 |
343 |
1060 |
|
6 |
26 |
43 |
54 |
79 |
177 |
330 |
859 |
|
7 |
26 |
45 |
55 |
81 |
177 |
314 |
710 |
|
8 |
26 |
44 |
56 |
82 |
176 |
297 |
597 |
|
9 |
25 |
45 |
57 |
85 |
175 |
281 |
508 |
|
10 |
25 |
45 |
57 |
86 |
174 |
268 |
437 |
|
11 |
24 |
44 |
57 |
86 |
174 |
268 |
380 |
|
12 |
24 |
44 |
56 |
86 |
173 |
267 |
333 |
|
13 |
23 |
43 |
56 |
85 |
172 |
266 |
293 |
|
14 |
22 |
42 |
55 |
84 |
171 |
265 |
265 |
|
15 |
21 |
41 |
54 |
83 |
171 |
265 |
265 |
|
16 |
21 |
41 |
54 |
83 |
170 |
264 |
264 |
|
17 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
18 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
19 |
20 |
40 |
52 |
82 |
169 |
263 |
263 |
|
20 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
21 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
22 |
20 |
40 |
56 |
82 |
169 |
263 |
263 |
|
23 |
19 |
39 |
58 |
81 |
169 |
263 |
263 |
|
24 |
19 |
39 |
61 |
81 |
168 |
263 |
263 |
|
25 |
19 |
39 |
62 |
81 |
168 |
262 |
262 |
|
26 |
19 |
39 |
65 |
81 |
168 |
262 |
262 |
|
27 |
18 |
38 |
67 |
80 |
168 |
262 |
262 |
|
28 |
18 |
38 |
70 |
80 |
167 |
261 |
261 |
|
29 |
18 |
38 |
72 |
80 |
167 |
261 |
261 |
|
30 |
18 |
38 |
74 |
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 |
144 |
293 |
3017 |
|
2 |
0 |
1 |
6 |
25 |
145 |
331 |
2245 |
|
3 |
1 |
1 |
8 |
30 |
139 |
345 |
1694 |
|
4 |
1 |
3 |
11 |
34 |
137 |
345 |
1309 |
|
5 |
1 |
4 |
14 |
36 |
137 |
336 |
1038 |
|
6 |
2 |
4 |
16 |
39 |
137 |
323 |
842 |
|
7 |
2 |
6 |
19 |
41 |
137 |
308 |
696 |
|
8 |
2 |
6 |
22 |
43 |
137 |
292 |
585 |
|
9 |
2 |
7 |
23 |
46 |
137 |
275 |
498 |
|
10 |
4 |
8 |
26 |
48 |
137 |
259 |
429 |
|
11 |
4 |
9 |
29 |
50 |
138 |
243 |
372 |
|
12 |
4 |
9 |
30 |
49 |
136 |
231 |
326 |
|
13 |
4 |
10 |
33 |
50 |
137 |
232 |
287 |
|
14 |
4 |
11 |
36 |
50 |
137 |
231 |
254 |
|
15 |
5 |
12 |
38 |
49 |
136 |
230 |
230 |
|
16 |
6 |
12 |
40 |
48 |
135 |
229 |
229 |
|
17 |
6 |
14 |
43 |
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 |
52 |
57 |
136 |
230 |
230 |
|
22 |
7 |
17 |
54 |
59 |
136 |
231 |
231 |
|
23 |
8 |
19 |
57 |
60 |
136 |
230 |
230 |
|
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 |
136 |
230 |
230 |
|
29 |
10 |
24 |
70 |
72 |
136 |
230 |
230 |
|
30 |
10 |
24 |
73 |
74 |
136 |
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 |
55 |
62 |
84 |
204 |
300 |
3066 |
|
2 |
42 |
55 |
62 |
84 |
204 |
336 |
2282 |
|
3 |
41 |
55 |
63 |
88 |
198 |
350 |
1722 |
|
4 |
40 |
55 |
65 |
91 |
194 |
350 |
1331 |
|
5 |
40 |
56 |
68 |
92 |
193 |
341 |
1055 |
|
6 |
40 |
58 |
69 |
94 |
192 |
328 |
855 |
|
7 |
41 |
59 |
70 |
95 |
191 |
313 |
707 |
|
8 |
40 |
59 |
70 |
97 |
190 |
296 |
594 |
|
9 |
39 |
59 |
71 |
99 |
189 |
283 |
506 |
|
10 |
39 |
59 |
71 |
100 |
188 |
282 |
436 |
|
11 |
38 |
58 |
71 |
100 |
187 |
281 |
378 |
|
12 |
37 |
57 |
70 |
99 |
187 |
281 |
331 |
|
13 |
37 |
57 |
70 |
99 |
186 |
280 |
292 |
|
14 |
36 |
56 |
69 |
98 |
185 |
279 |
279 |
|
15 |
35 |
55 |
68 |
97 |
185 |
279 |
279 |
|
16 |
34 |
55 |
67 |
96 |
184 |
278 |
278 |
|
17 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
18 |
33 |
53 |
66 |
95 |
183 |
277 |
277 |
|
19 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
20 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
21 |
33 |
53 |
65 |
95 |
182 |
276 |
276 |
|
22 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
23 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
24 |
31 |
51 |
64 |
93 |
180 |
274 |
274 |
|
25 |
30 |
50 |
63 |
92 |
180 |
274 |
274 |
|
26 |
30 |
50 |
64 |
92 |
179 |
273 |
273 |
|
27 |
29 |
49 |
67 |
91 |
178 |
272 |
272 |
|
28 |
28 |
48 |
68 |
90 |
178 |
272 |
272 |
|
29 |
28 |
48 |
71 |
90 |
177 |
271 |
271 |
|
30 |
27 |
47 |
74 |
89 |
176 |
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 |
12 |
25 |
32 |
54 |
174 |
299 |
3079 |
|
2 |
16 |
29 |
36 |
58 |
178 |
338 |
2295 |
|
3 |
19 |
33 |
41 |
66 |
175 |
352 |
1733 |
|
4 |
21 |
36 |
46 |
72 |
175 |
352 |
1339 |
|
5 |
23 |
39 |
51 |
75 |
176 |
344 |
1062 |
|
6 |
22 |
40 |
51 |
76 |
174 |
331 |
861 |
|
7 |
28 |
46 |
57 |
82 |
178 |
315 |
712 |
|
8 |
26 |
45 |
57 |
83 |
177 |
299 |
599 |
|
9 |
27 |
47 |
59 |
87 |
177 |
282 |
510 |
|
10 |
29 |
49 |
62 |
90 |
179 |
273 |
439 |
|
11 |
30 |
50 |
63 |
92 |
180 |
274 |
381 |
|
12 |
31 |
51 |
64 |
93 |
180 |
274 |
334 |
|
13 |
31 |
51 |
64 |
93 |
181 |
275 |
294 |
|
14 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
15 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
16 |
31 |
51 |
64 |
93 |
180 |
275 |
275 |
|
17 |
31 |
51 |
64 |
93 |
180 |
275 |
275 |
|
18 |
31 |
51 |
63 |
93 |
180 |
274 |
274 |
|
19 |
30 |
50 |
63 |
92 |
179 |
273 |
273 |
|
20 |
30 |
50 |
63 |
92 |
179 |
274 |
274 |
|
21 |
30 |
50 |
63 |
92 |
179 |
273 |
273 |
|
22 |
30 |
50 |
63 |
92 |
179 |
273 |
273 |
|
23 |
30 |
50 |
62 |
92 |
179 |
273 |
273 |
|
24 |
29 |
49 |
62 |
91 |
178 |
272 |
272 |
|
25 |
29 |
49 |
62 |
91 |
178 |
272 |
272 |
|
26 |
28 |
48 |
65 |
90 |
177 |
272 |
272 |
|
27 |
28 |
48 |
67 |
90 |
177 |
271 |
271 |
|
28 |
27 |
47 |
70 |
89 |
176 |
270 |
270 |
|
29 |
27 |
47 |
72 |
89 |
176 |
270 |
270 |
|
30 |
26 |
46 |
75 |
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 |
299 |
3079 |
|
2 |
13 |
26 |
32 |
54 |
174 |
338 |
2294 |
|
3 |
13 |
27 |
36 |
60 |
170 |
352 |
1732 |
|
4 |
14 |
28 |
39 |
64 |
168 |
352 |
1339 |
|
5 |
14 |
30 |
42 |
66 |
168 |
343 |
1061 |
|
6 |
16 |
33 |
45 |
70 |
168 |
330 |
860 |
|
7 |
17 |
36 |
46 |
72 |
168 |
315 |
711 |
|
8 |
17 |
36 |
48 |
74 |
168 |
298 |
597 |
|
9 |
18 |
37 |
49 |
77 |
168 |
281 |
508 |
|
10 |
18 |
38 |
51 |
79 |
168 |
264 |
437 |
|
11 |
19 |
39 |
51 |
80 |
168 |
262 |
380 |
|
12 |
19 |
39 |
52 |
81 |
168 |
262 |
332 |
|
13 |
19 |
39 |
52 |
81 |
168 |
262 |
293 |
|
14 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
15 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
16 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
17 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
18 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
19 |
19 |
39 |
51 |
81 |
168 |
262 |
262 |
|
20 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
21 |
19 |
39 |
53 |
81 |
168 |
262 |
262 |
|
22 |
18 |
38 |
55 |
80 |
168 |
262 |
262 |
|
23 |
18 |
38 |
57 |
80 |
167 |
261 |
261 |
|
24 |
18 |
38 |
60 |
80 |
167 |
261 |
261 |
|
25 |
17 |
37 |
62 |
79 |
166 |
260 |
260 |
|
26 |
17 |
37 |
64 |
79 |
166 |
260 |
260 |
|
27 |
16 |
36 |
67 |
78 |
166 |
260 |
260 |
|
28 |
16 |
36 |
69 |
78 |
165 |
259 |
259 |
|
29 |
16 |
36 |
72 |
77 |
165 |
259 |
259 |
|
30 |
15 |
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 |
46 |
59 |
65 |
87 |
207 |
303 |
3080 |
|
2 |
49 |
62 |
68 |
90 |
210 |
339 |
2303 |
|
3 |
51 |
65 |
73 |
98 |
208 |
355 |
1746 |
|
4 |
52 |
67 |
77 |
103 |
206 |
356 |
1355 |
|
5 |
53 |
69 |
81 |
105 |
207 |
349 |
1077 |
|
6 |
55 |
72 |
84 |
109 |
207 |
337 |
876 |
|
7 |
57 |
75 |
86 |
111 |
207 |
322 |
726 |
|
8 |
56 |
75 |
86 |
113 |
206 |
306 |
612 |
|
9 |
56 |
76 |
88 |
116 |
206 |
300 |
522 |
|
10 |
57 |
76 |
89 |
118 |
206 |
300 |
450 |
|
11 |
56 |
76 |
89 |
118 |
206 |
300 |
391 |
|
12 |
56 |
76 |
89 |
118 |
205 |
299 |
343 |
|
13 |
55 |
75 |
88 |
117 |
204 |
298 |
302 |
|
14 |
54 |
74 |
87 |
116 |
203 |
297 |
297 |
|
15 |
53 |
73 |
86 |
115 |
202 |
297 |
297 |
|
16 |
52 |
72 |
85 |
114 |
202 |
296 |
296 |
|
17 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
18 |
51 |
71 |
84 |
113 |
200 |
294 |
294 |
|
19 |
50 |
70 |
83 |
112 |
200 |
294 |
294 |
|
20 |
50 |
70 |
83 |
112 |
199 |
293 |
293 |
|
21 |
49 |
69 |
82 |
111 |
198 |
292 |
292 |
|
22 |
48 |
68 |
81 |
110 |
197 |
291 |
291 |
|
23 |
47 |
67 |
80 |
109 |
196 |
291 |
291 |
|
24 |
46 |
66 |
79 |
108 |
196 |
290 |
290 |
|
25 |
45 |
65 |
78 |
107 |
195 |
289 |
289 |
|
26 |
45 |
65 |
77 |
106 |
194 |
288 |
288 |
|
27 |
44 |
64 |
76 |
106 |
193 |
287 |
287 |
|
28 |
43 |
63 |
76 |
105 |
192 |
286 |
286 |
|
29 |
42 |
62 |
75 |
104 |
191 |
285 |
285 |
|
30 |
41 |
61 |
77 |
103 |
190 |
284 |
284 |
3.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
77 |
90 |
97 |
119 |
239 |
335 |
3258 |
|
2 |
81 |
95 |
101 |
123 |
243 |
359 |
2449 |
|
3 |
81 |
95 |
104 |
129 |
238 |
377 |
1860 |
|
4 |
81 |
96 |
106 |
132 |
235 |
378 |
1444 |
|
5 |
83 |
100 |
111 |
135 |
237 |
371 |
1148 |
|
6 |
86 |
103 |
114 |
139 |
237 |
358 |
933 |
|
7 |
88 |
106 |
117 |
142 |
238 |
342 |
773 |
|
8 |
89 |
108 |
119 |
145 |
239 |
333 |
651 |
|
9 |
90 |
109 |
121 |
149 |
239 |
333 |
555 |
|
10 |
90 |
110 |
123 |
151 |
239 |
334 |
478 |
|
11 |
90 |
110 |
123 |
151 |
239 |
333 |
415 |
|
12 |
89 |
109 |
122 |
151 |
238 |
332 |
364 |
|
13 |
88 |
108 |
120 |
150 |
237 |
331 |
331 |
|
14 |
86 |
106 |
119 |
148 |
235 |
329 |
329 |
|
15 |
85 |
105 |
118 |
147 |
234 |
328 |
328 |
|
16 |
83 |
103 |
116 |
145 |
233 |
327 |
327 |
|
17 |
82 |
102 |
115 |
144 |
231 |
325 |
325 |
|
18 |
81 |
101 |
113 |
143 |
230 |
324 |
324 |
|
19 |
79 |
99 |
112 |
141 |
228 |
323 |
323 |
|
20 |
78 |
98 |
111 |
140 |
227 |
321 |
321 |
|
21 |
77 |
97 |
109 |
138 |
226 |
320 |
320 |
|
22 |
75 |
95 |
108 |
137 |
224 |
318 |
318 |
|
23 |
73 |
93 |
106 |
135 |
223 |
317 |
317 |
|
24 |
72 |
92 |
105 |
134 |
221 |
315 |
315 |
|
25 |
70 |
90 |
103 |
132 |
219 |
314 |
314 |
|
26 |
69 |
89 |
102 |
131 |
218 |
312 |
312 |
|
27 |
67 |
87 |
100 |
129 |
216 |
310 |
310 |
|
28 |
65 |
85 |
98 |
127 |
215 |
309 |
309 |
|
29 |
64 |
84 |
97 |
126 |
213 |
307 |
307 |
|
30 |
62 |
83 |
95 |
124 |
212 |
306 |
306 |
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 |
5 |
18 |
25 |
47 |
167 |
300 |
3097 |
|
2 |
8 |
21 |
28 |
50 |
170 |
339 |
2302 |
|
3 |
10 |
24 |
33 |
57 |
167 |
353 |
1736 |
|
4 |
12 |
27 |
37 |
63 |
166 |
352 |
1341 |
|
5 |
14 |
30 |
42 |
66 |
167 |
343 |
1062 |
|
6 |
16 |
33 |
45 |
69 |
168 |
330 |
860 |
|
7 |
18 |
36 |
47 |
72 |
168 |
314 |
711 |
|
8 |
18 |
37 |
48 |
74 |
168 |
298 |
597 |
|
9 |
18 |
37 |
49 |
77 |
168 |
281 |
508 |
|
10 |
18 |
38 |
51 |
79 |
168 |
264 |
437 |
|
11 |
18 |
38 |
51 |
80 |
168 |
262 |
379 |
|
12 |
18 |
38 |
51 |
80 |
167 |
261 |
332 |
|
13 |
18 |
38 |
50 |
80 |
167 |
261 |
292 |
|
14 |
17 |
37 |
50 |
79 |
166 |
260 |
260 |
|
15 |
16 |
36 |
49 |
78 |
165 |
259 |
259 |
|
16 |
15 |
35 |
48 |
77 |
165 |
259 |
259 |
|
17 |
15 |
35 |
48 |
77 |
164 |
258 |
258 |
|
18 |
15 |
35 |
47 |
77 |
164 |
258 |
258 |
|
19 |
14 |
34 |
48 |
76 |
164 |
258 |
258 |
|
20 |
15 |
35 |
50 |
77 |
164 |
258 |
258 |
|
21 |
15 |
35 |
53 |
77 |
164 |
258 |
258 |
|
22 |
15 |
35 |
55 |
77 |
164 |
258 |
258 |
|
23 |
15 |
35 |
57 |
77 |
164 |
258 |
258 |
|
24 |
14 |
35 |
60 |
76 |
164 |
258 |
258 |
|
25 |
14 |
34 |
62 |
76 |
164 |
258 |
258 |
|
26 |
14 |
34 |
65 |
76 |
163 |
257 |
257 |
|
27 |
14 |
34 |
67 |
76 |
163 |
257 |
257 |
|
28 |
14 |
34 |
69 |
76 |
163 |
257 |
257 |
|
29 |
14 |
34 |
72 |
76 |
163 |
257 |
257 |
|
30 |
13 |
33 |
74 |
75 |
163 |
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 |
104 |
110 |
132 |
252 |
348 |
3284 |
|
2 |
91 |
104 |
111 |
133 |
253 |
360 |
2456 |
|
3 |
90 |
104 |
113 |
137 |
247 |
376 |
1860 |
|
4 |
90 |
105 |
116 |
141 |
244 |
377 |
1442 |
|
5 |
91 |
107 |
118 |
143 |
244 |
369 |
1145 |
|
6 |
91 |
109 |
120 |
145 |
243 |
356 |
930 |
|
7 |
93 |
111 |
122 |
147 |
243 |
340 |
770 |
|
8 |
92 |
111 |
122 |
149 |
242 |
337 |
647 |
|
9 |
92 |
111 |
123 |
151 |
241 |
336 |
551 |
|
10 |
91 |
110 |
123 |
152 |
240 |
334 |
474 |
|
11 |
89 |
109 |
122 |
151 |
238 |
332 |
412 |
|
12 |
87 |
107 |
120 |
149 |
236 |
330 |
360 |
|
13 |
85 |
105 |
118 |
147 |
235 |
329 |
329 |
|
14 |
83 |
103 |
116 |
145 |
233 |
327 |
327 |
|
15 |
82 |
102 |
115 |
144 |
231 |
325 |
325 |
|
16 |
80 |
100 |
112 |
142 |
229 |
323 |
323 |
|
17 |
78 |
98 |
111 |
140 |
227 |
321 |
321 |
|
18 |
76 |
96 |
109 |
138 |
226 |
320 |
320 |
|
19 |
75 |
95 |
108 |
137 |
224 |
318 |
318 |
|
20 |
74 |
94 |
107 |
136 |
223 |
317 |
317 |
|
21 |
73 |
93 |
106 |
135 |
222 |
316 |
316 |
|
22 |
72 |
92 |
105 |
134 |
221 |
315 |
315 |
|
23 |
71 |
91 |
104 |
133 |
220 |
314 |
314 |
|
24 |
69 |
89 |
102 |
131 |
219 |
313 |
313 |
|
25 |
68 |
88 |
101 |
130 |
217 |
312 |
312 |
|
26 |
67 |
87 |
100 |
129 |
216 |
310 |
310 |
|
27 |
66 |
86 |
99 |
128 |
215 |
309 |
309 |
|
28 |
65 |
85 |
98 |
127 |
214 |
308 |
308 |
|
29 |
64 |
84 |
97 |
126 |
213 |
307 |
307 |
|
30 |
63 |
83 |
96 |
125 |
212 |
306 |
306 |
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 |
328 |
341 |
347 |
369 |
489 |
585 |
3340 |
|
2 |
78 |
91 |
98 |
120 |
240 |
364 |
2489 |
|
3 |
80 |
94 |
103 |
127 |
237 |
379 |
1881 |
|
4 |
82 |
97 |
108 |
133 |
237 |
380 |
1457 |
|
5 |
84 |
100 |
112 |
136 |
238 |
372 |
1157 |
|
6 |
86 |
104 |
115 |
140 |
238 |
359 |
939 |
|
7 |
88 |
107 |
117 |
143 |
239 |
342 |
777 |
|
8 |
89 |
108 |
119 |
146 |
239 |
333 |
653 |
|
9 |
90 |
109 |
121 |
149 |
240 |
334 |
556 |
|
10 |
90 |
110 |
122 |
151 |
239 |
333 |
479 |
|
11 |
90 |
110 |
123 |
152 |
239 |
333 |
416 |
|
12 |
90 |
110 |
123 |
152 |
239 |
333 |
364 |
|
13 |
90 |
110 |
123 |
152 |
240 |
334 |
334 |
|
14 |
91 |
111 |
124 |
153 |
240 |
334 |
334 |
|
15 |
92 |
112 |
124 |
153 |
241 |
335 |
335 |
|
16 |
92 |
112 |
125 |
154 |
242 |
336 |
336 |
|
17 |
93 |
113 |
126 |
155 |
243 |
337 |
337 |
|
18 |
94 |
114 |
127 |
156 |
244 |
338 |
338 |
|
19 |
95 |
115 |
128 |
157 |
244 |
339 |
339 |
|
20 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
21 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
22 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
23 |
95 |
115 |
128 |
157 |
244 |
338 |
338 |
|
24 |
94 |
114 |
127 |
156 |
243 |
337 |
337 |
|
25 |
93 |
113 |
126 |
155 |
242 |
336 |
336 |
|
26 |
92 |
112 |
125 |
154 |
241 |
335 |
335 |
|
27 |
91 |
111 |
124 |
153 |
240 |
334 |
334 |
|
28 |
89 |
109 |
122 |
151 |
239 |
333 |
333 |
|
29 |
88 |
108 |
121 |
150 |
237 |
331 |
331 |
|
30 |
86 |
106 |
119 |
148 |
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 |
12 |
34 |
154 |
297 |
3063 |
|
2 |
0 |
6 |
12 |
34 |
154 |
336 |
2281 |
|
3 |
1 |
6 |
14 |
39 |
149 |
350 |
1721 |
|
4 |
1 |
6 |
16 |
42 |
145 |
349 |
1329 |
|
5 |
1 |
7 |
19 |
43 |
144 |
341 |
1052 |
|
6 |
2 |
9 |
20 |
45 |
144 |
327 |
853 |
|
7 |
2 |
11 |
22 |
47 |
143 |
312 |
705 |
|
8 |
2 |
11 |
22 |
49 |
142 |
295 |
592 |
|
9 |
2 |
11 |
24 |
51 |
141 |
278 |
504 |
|
10 |
4 |
11 |
26 |
52 |
141 |
262 |
434 |
|
11 |
4 |
11 |
29 |
53 |
140 |
246 |
377 |
|
12 |
4 |
11 |
32 |
53 |
140 |
234 |
330 |
|
13 |
4 |
11 |
33 |
53 |
140 |
235 |
291 |
|
14 |
4 |
11 |
36 |
53 |
141 |
235 |
257 |
|
15 |
5 |
12 |
39 |
54 |
141 |
235 |
235 |
|
16 |
6 |
13 |
40 |
54 |
141 |
235 |
235 |
|
17 |
6 |
14 |
43 |
54 |
141 |
235 |
235 |
|
18 |
6 |
14 |
46 |
55 |
142 |
236 |
236 |
|
19 |
7 |
15 |
48 |
55 |
142 |
237 |
237 |
|
20 |
7 |
16 |
50 |
56 |
143 |
237 |
237 |
|
21 |
7 |
17 |
53 |
57 |
144 |
238 |
238 |
|
22 |
8 |
17 |
55 |
60 |
145 |
239 |
239 |
|
23 |
8 |
19 |
57 |
62 |
145 |
239 |
239 |
|
24 |
8 |
20 |
60 |
64 |
146 |
240 |
240 |
|
25 |
9 |
20 |
62 |
65 |
146 |
240 |
240 |
|
26 |
9 |
22 |
65 |
67 |
147 |
241 |
241 |
|
27 |
9 |
22 |
67 |
69 |
147 |
241 |
241 |
|
28 |
10 |
23 |
69 |
71 |
147 |
241 |
241 |
|
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 |
48 |
61 |
67 |
90 |
210 |
306 |
3070 |
|
2 |
49 |
62 |
68 |
90 |
210 |
337 |
2286 |
|
3 |
48 |
62 |
70 |
95 |
205 |
351 |
1725 |
|
4 |
47 |
62 |
73 |
98 |
202 |
350 |
1333 |
|
5 |
47 |
63 |
75 |
99 |
201 |
342 |
1056 |
|
6 |
48 |
66 |
77 |
102 |
200 |
328 |
856 |
|
7 |
49 |
67 |
78 |
103 |
199 |
313 |
708 |
|
8 |
48 |
67 |
78 |
105 |
198 |
296 |
595 |
|
9 |
48 |
67 |
79 |
107 |
198 |
292 |
506 |
|
10 |
47 |
67 |
79 |
108 |
196 |
290 |
436 |
|
11 |
45 |
65 |
78 |
107 |
195 |
289 |
379 |
|
12 |
44 |
64 |
77 |
106 |
193 |
287 |
332 |
|
13 |
43 |
63 |
75 |
104 |
192 |
286 |
292 |
|
14 |
41 |
61 |
74 |
103 |
190 |
284 |
284 |
|
15 |
40 |
60 |
73 |
102 |
189 |
283 |
283 |
|
16 |
38 |
58 |
71 |
100 |
187 |
281 |
281 |
|
17 |
37 |
57 |
70 |
99 |
186 |
280 |
280 |
|
18 |
36 |
56 |
69 |
98 |
185 |
279 |
279 |
|
19 |
35 |
55 |
68 |
97 |
184 |
278 |
278 |
|
20 |
35 |
55 |
67 |
97 |
184 |
278 |
278 |
|
21 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
22 |
33 |
53 |
66 |
95 |
183 |
277 |
277 |
|
23 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
24 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
25 |
31 |
51 |
64 |
93 |
181 |
275 |
275 |
|
26 |
31 |
51 |
65 |
93 |
180 |
274 |
274 |
|
27 |
30 |
50 |
67 |
92 |
179 |
273 |
273 |
|
28 |
29 |
49 |
70 |
91 |
178 |
273 |
273 |
|
29 |
29 |
49 |
72 |
91 |
178 |
272 |
272 |
|
30 |
28 |
48 |
74 |
90 |
177 |
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 |
125 |
131 |
153 |
273 |
369 |
3295 |
|
2 |
113 |
126 |
132 |
154 |
274 |
370 |
2464 |
|
3 |
113 |
127 |
136 |
160 |
270 |
378 |
1869 |
|
4 |
114 |
129 |
139 |
165 |
268 |
380 |
1452 |
|
5 |
115 |
131 |
143 |
167 |
268 |
373 |
1157 |
|
6 |
116 |
134 |
145 |
170 |
268 |
362 |
943 |
|
7 |
117 |
136 |
146 |
172 |
268 |
362 |
784 |
|
8 |
117 |
136 |
147 |
174 |
267 |
361 |
662 |
|
9 |
116 |
136 |
148 |
176 |
266 |
360 |
565 |
|
10 |
116 |
136 |
148 |
177 |
265 |
359 |
488 |
|
11 |
115 |
135 |
147 |
176 |
264 |
358 |
425 |
|
12 |
113 |
133 |
146 |
175 |
262 |
356 |
372 |
|
13 |
111 |
131 |
144 |
173 |
260 |
354 |
354 |
|
14 |
109 |
129 |
142 |
171 |
258 |
352 |
352 |
|
15 |
107 |
127 |
140 |
169 |
256 |
350 |
350 |
|
16 |
104 |
124 |
137 |
166 |
254 |
348 |
348 |
|
17 |
102 |
122 |
135 |
164 |
251 |
345 |
345 |
|
18 |
100 |
120 |
133 |
162 |
249 |
343 |
343 |
|
19 |
98 |
118 |
131 |
160 |
247 |
341 |
341 |
|
20 |
96 |
116 |
129 |
158 |
246 |
340 |
340 |
|
21 |
95 |
115 |
127 |
157 |
244 |
338 |
338 |
|
22 |
93 |
113 |
126 |
155 |
242 |
336 |
336 |
|
23 |
91 |
111 |
124 |
153 |
240 |
334 |
334 |
|
24 |
89 |
109 |
122 |
151 |
238 |
332 |
332 |
|
25 |
87 |
107 |
120 |
149 |
236 |
331 |
331 |
|
26 |
85 |
106 |
118 |
147 |
235 |
329 |
329 |
|
27 |
84 |
104 |
117 |
146 |
233 |
327 |
327 |
|
28 |
82 |
102 |
115 |
144 |
231 |
325 |
325 |
|
29 |
80 |
100 |
113 |
142 |
230 |
324 |
324 |
|
30 |
79 |
99 |
112 |
141 |
228 |
322 |
322 |
3.24
Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
165 |
178 |
185 |
207 |
327 |
423 |
3209 |
|
2 |
174 |
187 |
194 |
216 |
336 |
432 |
2422 |
|
3 |
178 |
192 |
201 |
225 |
335 |
431 |
1849 |
|
4 |
180 |
194 |
205 |
230 |
334 |
429 |
1441 |
|
5 |
180 |
196 |
208 |
232 |
334 |
428 |
1148 |
|
6 |
181 |
198 |
209 |
234 |
332 |
427 |
935 |
|
7 |
181 |
199 |
210 |
235 |
331 |
425 |
775 |
|
8 |
179 |
198 |
210 |
236 |
330 |
424 |
653 |
|
9 |
178 |
198 |
210 |
238 |
328 |
422 |
557 |
|
10 |
177 |
197 |
210 |
239 |
327 |
421 |
480 |
|
11 |
176 |
196 |
209 |
237 |
325 |
419 |
419 |
|
12 |
173 |
193 |
206 |
235 |
322 |
417 |
417 |
|
13 |
170 |
190 |
203 |
232 |
320 |
414 |
414 |
|
14 |
167 |
187 |
200 |
229 |
317 |
411 |
411 |
|
15 |
164 |
184 |
197 |
226 |
313 |
408 |
408 |
|
16 |
161 |
181 |
194 |
223 |
310 |
404 |
404 |
|
17 |
158 |
178 |
191 |
220 |
307 |
401 |
401 |
|
18 |
155 |
175 |
188 |
217 |
304 |
398 |
398 |
|
19 |
152 |
172 |
185 |
214 |
301 |
395 |
395 |
|
20 |
149 |
169 |
182 |
211 |
298 |
392 |
392 |
|
21 |
146 |
166 |
179 |
208 |
295 |
389 |
389 |
|
22 |
143 |
163 |
176 |
205 |
292 |
386 |
386 |
|
23 |
140 |
160 |
173 |
202 |
289 |
383 |
383 |
|
24 |
137 |
157 |
169 |
199 |
286 |
380 |
380 |
|
25 |
134 |
154 |
166 |
195 |
283 |
377 |
377 |
|
26 |
131 |
151 |
163 |
192 |
280 |
374 |
374 |
|
27 |
128 |
148 |
160 |
190 |
277 |
371 |
371 |
|
28 |
125 |
145 |
158 |
187 |
274 |
368 |
368 |
|
29 |
122 |
142 |
155 |
184 |
271 |
365 |
365 |
|
30 |
119 |
139 |
152 |
181 |
269 |
363 |
363 |
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 |
26 |
39 |
45 |
67 |
187 |
303 |
3132 |
|
2 |
26 |
40 |
46 |
68 |
188 |
343 |
2335 |
|
3 |
26 |
40 |
49 |
73 |
183 |
358 |
1764 |
|
4 |
26 |
41 |
51 |
77 |
180 |
358 |
1364 |
|
5 |
26 |
42 |
54 |
78 |
180 |
350 |
1081 |
|
6 |
27 |
44 |
56 |
81 |
179 |
336 |
877 |
|
7 |
28 |
46 |
57 |
82 |
178 |
320 |
725 |
|
8 |
27 |
46 |
57 |
83 |
177 |
303 |
609 |
|
9 |
26 |
46 |
58 |
85 |
176 |
286 |
518 |
|
10 |
26 |
46 |
58 |
87 |
175 |
269 |
446 |
|
11 |
25 |
45 |
58 |
87 |
174 |
269 |
387 |
|
12 |
25 |
45 |
57 |
87 |
174 |
268 |
339 |
|
13 |
24 |
44 |
57 |
86 |
173 |
267 |
299 |
|
14 |
24 |
44 |
56 |
85 |
173 |
267 |
267 |
|
15 |
23 |
43 |
56 |
85 |
172 |
266 |
266 |
|
16 |
23 |
43 |
56 |
85 |
172 |
266 |
266 |
|
17 |
23 |
43 |
56 |
85 |
172 |
266 |
266 |
|
18 |
23 |
43 |
56 |
85 |
172 |
266 |
266 |
|
19 |
23 |
43 |
56 |
85 |
172 |
266 |
266 |
|
20 |
23 |
43 |
56 |
85 |
172 |
266 |
266 |
|
21 |
23 |
43 |
56 |
85 |
172 |
266 |
266 |
|
22 |
23 |
43 |
57 |
85 |
172 |
266 |
266 |
|
23 |
23 |
43 |
58 |
85 |
172 |
266 |
266 |
|
24 |
23 |
43 |
61 |
85 |
172 |
266 |
266 |
|
25 |
22 |
42 |
64 |
84 |
172 |
266 |
266 |
|
26 |
22 |
42 |
66 |
84 |
171 |
265 |
265 |
|
27 |
22 |
42 |
68 |
84 |
171 |
265 |
265 |
|
28 |
22 |
42 |
71 |
84 |
171 |
265 |
265 |
|
29 |
21 |
41 |
73 |
83 |
170 |
265 |
265 |
|
30 |
21 |
41 |
76 |
83 |
170 |
264 |
264 |
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 |
23 |
36 |
42 |
64 |
184 |
306 |
3164 |
|
2 |
24 |
38 |
44 |
66 |
186 |
347 |
2362 |
|
3 |
25 |
39 |
48 |
72 |
182 |
362 |
1786 |
|
4 |
26 |
41 |
52 |
77 |
181 |
362 |
1381 |
|
5 |
28 |
44 |
56 |
80 |
182 |
354 |
1095 |
|
6 |
30 |
47 |
59 |
83 |
182 |
341 |
888 |
|
7 |
32 |
50 |
61 |
86 |
182 |
325 |
735 |
|
8 |
32 |
51 |
62 |
89 |
182 |
308 |
618 |
|
9 |
32 |
52 |
64 |
92 |
182 |
290 |
526 |
|
10 |
33 |
53 |
66 |
94 |
183 |
277 |
453 |
|
11 |
34 |
54 |
66 |
95 |
183 |
277 |
393 |
|
12 |
34 |
54 |
67 |
96 |
183 |
277 |
344 |
|
13 |
34 |
54 |
67 |
96 |
183 |
277 |
304 |
|
14 |
33 |
53 |
66 |
95 |
183 |
277 |
277 |
|
15 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
16 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
17 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
18 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
19 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
20 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
21 |
33 |
53 |
66 |
95 |
183 |
277 |
277 |
|
22 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
23 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
24 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
25 |
32 |
52 |
65 |
94 |
181 |
276 |
276 |
|
26 |
32 |
52 |
67 |
94 |
181 |
275 |
275 |
|
27 |
31 |
51 |
70 |
93 |
181 |
275 |
275 |
|
28 |
31 |
51 |
72 |
93 |
180 |
274 |
274 |
|
29 |
30 |
50 |
75 |
92 |
179 |
274 |
274 |
|
30 |
30 |
50 |
77 |
92 |
179 |
273 |
273 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
122 |
135 |
141 |
163 |
283 |
379 |
3343 |
|
2 |
120 |
133 |
140 |
162 |
282 |
378 |
2502 |
|
3 |
119 |
133 |
141 |
166 |
275 |
382 |
1892 |
|
4 |
118 |
133 |
143 |
169 |
272 |
382 |
1462 |
|
5 |
118 |
134 |
146 |
170 |
271 |
373 |
1158 |
|
6 |
118 |
135 |
146 |
171 |
269 |
364 |
938 |
|
7 |
118 |
136 |
147 |
172 |
268 |
362 |
775 |
|
8 |
117 |
136 |
148 |
174 |
268 |
362 |
651 |
|
9 |
116 |
136 |
148 |
176 |
266 |
360 |
554 |
|
10 |
116 |
136 |
149 |
177 |
266 |
360 |
477 |
|
11 |
116 |
136 |
148 |
177 |
265 |
359 |
414 |
|
12 |
114 |
134 |
147 |
176 |
264 |
358 |
362 |
|
13 |
113 |
133 |
146 |
175 |
262 |
356 |
356 |
|
14 |
112 |
132 |
145 |
174 |
261 |
355 |
355 |
|
15 |
110 |
130 |
143 |
172 |
259 |
353 |
353 |
|
16 |
108 |
128 |
140 |
169 |
257 |
351 |
351 |
|
17 |
105 |
125 |
138 |
167 |
254 |
348 |
348 |
|
18 |
103 |
123 |
136 |
165 |
252 |
346 |
346 |
|
19 |
100 |
121 |
133 |
162 |
250 |
344 |
344 |
|
20 |
98 |
118 |
131 |
160 |
248 |
342 |
342 |
|
21 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
22 |
94 |
114 |
127 |
156 |
243 |
337 |
337 |
|
23 |
92 |
112 |
125 |
154 |
241 |
335 |
335 |
|
24 |
89 |
109 |
122 |
151 |
239 |
333 |
333 |
|
25 |
87 |
107 |
120 |
149 |
236 |
331 |
331 |
|
26 |
85 |
105 |
118 |
147 |
234 |
328 |
328 |
|
27 |
83 |
103 |
116 |
145 |
232 |
326 |
326 |
|
28 |
81 |
101 |
114 |
143 |
230 |
324 |
324 |
|
29 |
79 |
99 |
112 |
141 |
228 |
322 |
322 |
|
30 |
77 |
97 |
110 |
139 |
226 |
320 |
320 |
3.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
7 |
13 |
35 |
155 |
298 |
3070 |
|
2 |
0 |
8 |
15 |
37 |
157 |
337 |
2290 |
|
3 |
1 |
10 |
19 |
43 |
153 |
352 |
1730 |
|
4 |
1 |
12 |
23 |
48 |
152 |
352 |
1337 |
|
5 |
1 |
15 |
27 |
51 |
152 |
343 |
1060 |
|
6 |
2 |
18 |
30 |
55 |
153 |
330 |
859 |
|
7 |
3 |
21 |
32 |
57 |
153 |
314 |
710 |
|
8 |
3 |
22 |
33 |
60 |
153 |
298 |
597 |
|
9 |
3 |
23 |
35 |
62 |
153 |
281 |
508 |
|
10 |
4 |
23 |
36 |
64 |
153 |
264 |
437 |
|
11 |
4 |
23 |
36 |
65 |
153 |
248 |
379 |
|
12 |
4 |
23 |
36 |
65 |
152 |
246 |
332 |
|
13 |
4 |
23 |
36 |
65 |
152 |
246 |
292 |
|
14 |
4 |
23 |
36 |
65 |
152 |
246 |
259 |
|
15 |
5 |
22 |
39 |
64 |
152 |
246 |
246 |
|
16 |
6 |
22 |
41 |
64 |
151 |
245 |
245 |
|
17 |
6 |
22 |
43 |
64 |
151 |
245 |
245 |
|
18 |
6 |
22 |
46 |
64 |
151 |
245 |
245 |
|
19 |
7 |
22 |
48 |
64 |
151 |
246 |
246 |
|
20 |
7 |
23 |
50 |
65 |
152 |
246 |
246 |
|
21 |
7 |
23 |
53 |
65 |
152 |
246 |
246 |
|
22 |
8 |
24 |
55 |
65 |
153 |
247 |
247 |
|
23 |
8 |
24 |
57 |
66 |
153 |
247 |
247 |
|
24 |
8 |
24 |
60 |
66 |
153 |
247 |
247 |
|
25 |
9 |
24 |
62 |
66 |
153 |
247 |
247 |
|
26 |
9 |
24 |
65 |
67 |
154 |
248 |
248 |
|
27 |
9 |
24 |
67 |
69 |
154 |
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 |
73 |
193 |
299 |
3087 |
|
2 |
31 |
44 |
51 |
73 |
193 |
339 |
2299 |
|
3 |
30 |
44 |
52 |
77 |
186 |
353 |
1735 |
|
4 |
29 |
44 |
54 |
80 |
183 |
352 |
1340 |
|
5 |
28 |
45 |
56 |
80 |
182 |
343 |
1062 |
|
6 |
31 |
48 |
60 |
85 |
183 |
330 |
860 |
|
7 |
29 |
47 |
58 |
83 |
179 |
314 |
711 |
|
8 |
33 |
52 |
63 |
90 |
183 |
298 |
597 |
|
9 |
32 |
52 |
64 |
91 |
182 |
281 |
508 |
|
10 |
27 |
47 |
59 |
88 |
176 |
270 |
437 |
|
11 |
22 |
42 |
55 |
84 |
172 |
266 |
379 |
|
12 |
19 |
39 |
52 |
81 |
168 |
262 |
331 |
|
13 |
17 |
37 |
50 |
79 |
166 |
260 |
292 |
|
14 |
15 |
35 |
48 |
77 |
164 |
258 |
258 |
|
15 |
13 |
33 |
46 |
75 |
162 |
257 |
257 |
|
16 |
12 |
32 |
45 |
74 |
161 |
255 |
255 |
|
17 |
11 |
31 |
44 |
73 |
160 |
254 |
254 |
|
18 |
10 |
30 |
46 |
72 |
159 |
254 |
254 |
|
19 |
10 |
30 |
47 |
72 |
159 |
253 |
253 |
|
20 |
10 |
30 |
50 |
72 |
159 |
253 |
253 |
|
21 |
10 |
30 |
53 |
72 |
159 |
253 |
253 |
|
22 |
10 |
30 |
54 |
72 |
159 |
253 |
253 |
|
23 |
10 |
30 |
57 |
72 |
159 |
253 |
253 |
|
24 |
10 |
30 |
59 |
72 |
159 |
253 |
253 |
|
25 |
10 |
30 |
62 |
72 |
159 |
253 |
253 |
|
26 |
9 |
29 |
64 |
71 |
159 |
253 |
253 |
|
27 |
9 |
29 |
67 |
71 |
159 |
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 |
196 |
209 |
215 |
237 |
357 |
454 |
3599 |
|
2 |
192 |
205 |
212 |
234 |
354 |
450 |
2730 |
|
3 |
186 |
200 |
209 |
233 |
343 |
439 |
2079 |
|
4 |
182 |
197 |
207 |
233 |
336 |
431 |
1613 |
|
5 |
177 |
193 |
205 |
229 |
331 |
425 |
1280 |
|
6 |
174 |
191 |
203 |
228 |
326 |
420 |
1038 |
|
7 |
171 |
189 |
200 |
225 |
321 |
415 |
857 |
|
8 |
166 |
185 |
197 |
223 |
317 |
411 |
719 |
|
9 |
162 |
182 |
194 |
222 |
312 |
406 |
611 |
|
10 |
159 |
178 |
191 |
220 |
308 |
402 |
524 |
|
11 |
155 |
175 |
187 |
216 |
304 |
398 |
454 |
|
12 |
150 |
171 |
183 |
212 |
300 |
394 |
396 |
|
13 |
146 |
167 |
179 |
208 |
296 |
390 |
390 |
|
14 |
143 |
163 |
176 |
205 |
292 |
386 |
386 |
|
15 |
139 |
159 |
172 |
201 |
288 |
382 |
382 |
|
16 |
136 |
156 |
169 |
198 |
285 |
379 |
379 |
|
17 |
132 |
152 |
165 |
194 |
282 |
376 |
376 |
|
18 |
129 |
149 |
162 |
191 |
279 |
373 |
373 |
|
19 |
127 |
147 |
159 |
189 |
276 |
370 |
370 |
|
20 |
124 |
144 |
157 |
186 |
273 |
367 |
367 |
|
21 |
121 |
141 |
154 |
183 |
270 |
364 |
364 |
|
22 |
118 |
138 |
151 |
180 |
268 |
362 |
362 |
|
23 |
116 |
136 |
149 |
178 |
265 |
359 |
359 |
|
24 |
113 |
133 |
146 |
175 |
262 |
356 |
356 |
|
25 |
111 |
131 |
143 |
173 |
260 |
354 |
354 |
|
26 |
108 |
128 |
141 |
170 |
257 |
351 |
351 |
|
27 |
106 |
126 |
139 |
168 |
255 |
349 |
349 |
|
28 |
103 |
123 |
136 |
165 |
253 |
347 |
347 |
|
29 |
101 |
121 |
134 |
163 |
250 |
345 |
345 |
|
30 |
99 |
119 |
132 |
161 |
248 |
342 |
342 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
26 |
52 |
172 |
299 |
3078 |
|
2 |
0 |
14 |
26 |
52 |
172 |
337 |
2288 |
|
3 |
1 |
17 |
28 |
56 |
169 |
351 |
1725 |
|
4 |
1 |
20 |
32 |
61 |
167 |
350 |
1332 |
|
5 |
2 |
23 |
36 |
67 |
168 |
341 |
1055 |
|
6 |
4 |
27 |
39 |
69 |
169 |
328 |
855 |
|
7 |
7 |
31 |
42 |
71 |
169 |
313 |
707 |
|
8 |
9 |
34 |
46 |
74 |
169 |
296 |
594 |
|
9 |
11 |
37 |
50 |
76 |
169 |
279 |
506 |
|
10 |
12 |
38 |
51 |
77 |
169 |
263 |
435 |
|
11 |
13 |
40 |
52 |
78 |
169 |
263 |
378 |
|
12 |
14 |
41 |
54 |
79 |
169 |
263 |
331 |
|
13 |
14 |
43 |
54 |
80 |
169 |
263 |
291 |
|
14 |
15 |
43 |
55 |
80 |
169 |
263 |
263 |
|
15 |
15 |
43 |
55 |
80 |
169 |
263 |
263 |
|
16 |
15 |
43 |
55 |
80 |
169 |
263 |
263 |
|
17 |
15 |
43 |
55 |
80 |
169 |
263 |
263 |
|
18 |
15 |
43 |
55 |
80 |
169 |
263 |
263 |
|
19 |
15 |
43 |
55 |
80 |
169 |
263 |
263 |
|
20 |
15 |
43 |
55 |
80 |
169 |
264 |
264 |
|
21 |
15 |
43 |
55 |
80 |
170 |
264 |
264 |
|
22 |
15 |
43 |
55 |
80 |
170 |
264 |
264 |
|
23 |
15 |
43 |
57 |
80 |
170 |
264 |
264 |
|
24 |
15 |
43 |
59 |
80 |
170 |
264 |
264 |
|
25 |
15 |
43 |
62 |
80 |
170 |
264 |
264 |
|
26 |
15 |
43 |
64 |
80 |
169 |
264 |
264 |
|
27 |
15 |
43 |
67 |
80 |
169 |
263 |
263 |
|
28 |
15 |
43 |
69 |
80 |
169 |
263 |
263 |
|
29 |
15 |
43 |
71 |
80 |
169 |
263 |
263 |
|
30 |
15 |
43 |
74 |
80 |
169 |
263 |
263 |
3.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
13 |
133 |
296 |
3046 |
|
2 |
0 |
1 |
6 |
14 |
131 |
334 |
2267 |
|
3 |
1 |
1 |
9 |
16 |
124 |
348 |
1710 |
|
4 |
1 |
3 |
11 |
19 |
121 |
347 |
1320 |
|
5 |
1 |
4 |
14 |
22 |
120 |
339 |
1046 |
|
6 |
2 |
4 |
16 |
25 |
120 |
325 |
847 |
|
7 |
2 |
6 |
19 |
27 |
119 |
310 |
700 |
|
8 |
2 |
6 |
22 |
30 |
119 |
293 |
588 |
|
9 |
2 |
7 |
24 |
31 |
119 |
277 |
501 |
|
10 |
4 |
8 |
26 |
34 |
119 |
260 |
431 |
|
11 |
4 |
9 |
29 |
36 |
119 |
244 |
374 |
|
12 |
4 |
9 |
31 |
38 |
120 |
229 |
327 |
|
13 |
4 |
10 |
33 |
41 |
120 |
214 |
288 |
|
14 |
4 |
11 |
36 |
43 |
120 |
214 |
255 |
|
15 |
5 |
12 |
38 |
44 |
120 |
214 |
227 |
|
16 |
6 |
12 |
40 |
47 |
120 |
215 |
215 |
|
17 |
6 |
14 |
43 |
49 |
121 |
215 |
215 |
|
18 |
6 |
14 |
45 |
50 |
121 |
215 |
215 |
|
19 |
7 |
15 |
47 |
53 |
122 |
216 |
216 |
|
20 |
7 |
16 |
50 |
54 |
122 |
217 |
217 |
|
21 |
7 |
17 |
52 |
57 |
123 |
217 |
217 |
|
22 |
7 |
17 |
54 |
59 |
124 |
218 |
218 |
|
23 |
8 |
19 |
57 |
60 |
126 |
218 |
218 |
|
24 |
8 |
19 |
59 |
62 |
128 |
218 |
218 |
|
25 |
8 |
20 |
61 |
64 |
129 |
218 |
218 |
|
26 |
9 |
21 |
63 |
66 |
129 |
218 |
218 |
|
27 |
9 |
22 |
66 |
68 |
131 |
218 |
218 |
|
28 |
10 |
22 |
68 |
70 |
132 |
218 |
218 |
|
29 |
10 |
24 |
70 |
72 |
133 |
218 |
218 |
|
30 |
10 |
24 |
73 |
74 |
133 |
218 |
218 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
46 |
|
Euro |
Belgium |
46 |
|
Euro |
Cyprus |
46 |
|
Euro |
Estonia |
46 |
|
Euro |
Finland |
46 |
|
Euro |
France |
46 |
|
Euro |
Germany |
46 |
|
Euro |
Greece |
46 |
|
Euro |
Ireland |
46 |
|
Euro |
Italy |
46 |
|
Euro |
Latvia |
46 |
|
Euro |
Lithuania |
46 |
|
Euro |
Luxembourg |
46 |
|
Euro |
Malta |
46 |
|
Euro |
Netherlands |
46 |
|
Euro |
Portugal |
46 |
|
Euro |
Slovakia |
46 |
|
Euro |
Slovenia |
46 |
|
Euro |
Spain |
46 |
|
Czech koruna |
Czech Republic |
37 |
|
Danish krone |
Denmark |
54 |
|
Forint |
Hungary |
12 |
|
Krona |
Sweden |
36 |
|
Kuna |
Croatia |
11 |
|
Lev |
Bulgaria |
0 |
|
Pound sterling |
United Kingdom |
50 |
|
Romanian leu |
Romania |
13 |
|
Zloty |
Poland |
24 |
|
Króna |
Iceland |
31 |
|
Norwegian krone |
Norway |
71 |
|
Swiss franc |
Liechtenstein |
32 |
|
Swiss franc |
Switzerland |
32 |
|
Australian dollar |
Australia |
23 |
|
Canadian dollar |
Canada |
51 |
|
Renminbi-yuan |
China |
79 |
|
Hong Kong dollar |
Hong Kong |
16 |
|
US dollar |
United States |
100 |
|
Yen |
Japan |
20 |
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