COMMISSION IMPLEMENTING REGULATION (EU) 2020/193
of 12 February 2020
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2019 until 30 March 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 |
-0,421 % |
2,146 % |
-0,431 % |
0,017 % |
0,087 % |
-0,044 % |
|
2 |
-0,391 % |
2,163 % |
-0,401 % |
0,153 % |
0,128 % |
0,034 % |
|
3 |
-0,338 % |
2,094 % |
-0,348 % |
0,382 % |
0,170 % |
0,076 % |
|
4 |
-0,285 % |
2,041 % |
-0,295 % |
0,740 % |
0,226 % |
0,105 % |
|
5 |
-0,229 % |
1,955 % |
-0,240 % |
0,955 % |
0,291 % |
0,185 % |
|
6 |
-0,164 % |
1,868 % |
-0,174 % |
1,121 % |
0,356 % |
0,285 % |
|
7 |
-0,084 % |
1,778 % |
-0,094 % |
1,412 % |
0,420 % |
0,378 % |
|
8 |
-0,018 % |
1,705 % |
-0,028 % |
1,631 % |
0,481 % |
0,453 % |
|
9 |
0,047 % |
1,648 % |
0,037 % |
1,803 % |
0,540 % |
0,516 % |
|
10 |
0,113 % |
1,611 % |
0,103 % |
1,939 % |
0,596 % |
0,594 % |
|
11 |
0,164 % |
1,593 % |
0,154 % |
2,078 % |
0,728 % |
0,687 % |
|
12 |
0,213 % |
1,595 % |
0,203 % |
2,222 % |
0,902 % |
0,786 % |
|
13 |
0,268 % |
1,614 % |
0,258 % |
2,363 % |
1,084 % |
0,887 % |
|
14 |
0,321 % |
1,647 % |
0,311 % |
2,495 % |
1,258 % |
0,989 % |
|
15 |
0,362 % |
1,689 % |
0,352 % |
2,616 % |
1,418 % |
1,089 % |
|
16 |
0,389 % |
1,737 % |
0,379 % |
2,723 % |
1,564 % |
1,186 % |
|
17 |
0,409 % |
1,789 % |
0,398 % |
2,818 % |
1,696 % |
1,279 % |
|
18 |
0,431 % |
1,844 % |
0,420 % |
2,903 % |
1,815 % |
1,369 % |
|
19 |
0,460 % |
1,899 % |
0,449 % |
2,980 % |
1,923 % |
1,455 % |
|
20 |
0,500 % |
1,954 % |
0,490 % |
3,049 % |
2,020 % |
1,537 % |
|
21 |
0,553 % |
2,008 % |
0,543 % |
3,113 % |
2,108 % |
1,615 % |
|
22 |
0,616 % |
2,062 % |
0,606 % |
3,170 % |
2,189 % |
1,690 % |
|
23 |
0,685 % |
2,114 % |
0,675 % |
3,224 % |
2,262 % |
1,761 % |
|
24 |
0,758 % |
2,164 % |
0,748 % |
3,273 % |
2,330 % |
1,828 % |
|
25 |
0,833 % |
2,213 % |
0,823 % |
3,318 % |
2,392 % |
1,893 % |
|
26 |
0,908 % |
2,261 % |
0,899 % |
3,360 % |
2,450 % |
1,954 % |
|
27 |
0,983 % |
2,306 % |
0,974 % |
3,399 % |
2,503 % |
2,012 % |
|
28 |
1,057 % |
2,350 % |
1,049 % |
3,435 % |
2,553 % |
2,067 % |
|
29 |
1,130 % |
2,392 % |
1,121 % |
3,469 % |
2,599 % |
2,120 % |
|
30 |
1,201 % |
2,432 % |
1,193 % |
3,501 % |
2,642 % |
2,170 % |
|
31 |
1,270 % |
2,471 % |
1,262 % |
3,532 % |
2,682 % |
2,218 % |
|
32 |
1,336 % |
2,508 % |
1,329 % |
3,560 % |
2,720 % |
2,264 % |
|
33 |
1,401 % |
2,544 % |
1,393 % |
3,587 % |
2,756 % |
2,307 % |
|
34 |
1,463 % |
2,578 % |
1,456 % |
3,612 % |
2,789 % |
2,349 % |
|
35 |
1,523 % |
2,611 % |
1,516 % |
3,636 % |
2,821 % |
2,388 % |
|
36 |
1,581 % |
2,643 % |
1,574 % |
3,658 % |
2,851 % |
2,426 % |
|
37 |
1,637 % |
2,673 % |
1,630 % |
3,680 % |
2,879 % |
2,462 % |
|
38 |
1,690 % |
2,702 % |
1,684 % |
3,700 % |
2,906 % |
2,497 % |
|
39 |
1,742 % |
2,730 % |
1,735 % |
3,720 % |
2,931 % |
2,530 % |
|
40 |
1,791 % |
2,756 % |
1,785 % |
3,738 % |
2,955 % |
2,562 % |
|
41 |
1,839 % |
2,782 % |
1,833 % |
3,756 % |
2,978 % |
2,592 % |
|
42 |
1,884 % |
2,807 % |
1,879 % |
3,773 % |
3,000 % |
2,622 % |
|
43 |
1,928 % |
2,830 % |
1,923 % |
3,789 % |
3,021 % |
2,650 % |
|
44 |
1,971 % |
2,853 % |
1,965 % |
3,804 % |
3,041 % |
2,677 % |
|
45 |
2,011 % |
2,875 % |
2,006 % |
3,819 % |
3,060 % |
2,702 % |
|
46 |
2,051 % |
2,896 % |
2,045 % |
3,833 % |
3,078 % |
2,727 % |
|
47 |
2,088 % |
2,917 % |
2,083 % |
3,847 % |
3,095 % |
2,751 % |
|
48 |
2,125 % |
2,936 % |
2,119 % |
3,860 % |
3,112 % |
2,774 % |
|
49 |
2,160 % |
2,955 % |
2,154 % |
3,873 % |
3,128 % |
2,796 % |
|
50 |
2,193 % |
2,973 % |
2,188 % |
3,885 % |
3,143 % |
2,818 % |
|
51 |
2,226 % |
2,991 % |
2,221 % |
3,897 % |
3,158 % |
2,838 % |
|
52 |
2,257 % |
3,008 % |
2,252 % |
3,908 % |
3,172 % |
2,858 % |
|
53 |
2,287 % |
3,024 % |
2,283 % |
3,919 % |
3,186 % |
2,877 % |
|
54 |
2,316 % |
3,040 % |
2,312 % |
3,929 % |
3,199 % |
2,896 % |
|
55 |
2,345 % |
3,055 % |
2,340 % |
3,939 % |
3,212 % |
2,914 % |
|
56 |
2,372 % |
3,070 % |
2,367 % |
3,949 % |
3,224 % |
2,931 % |
|
57 |
2,398 % |
3,084 % |
2,394 % |
3,958 % |
3,236 % |
2,947 % |
|
58 |
2,424 % |
3,098 % |
2,419 % |
3,967 % |
3,247 % |
2,964 % |
|
59 |
2,448 % |
3,111 % |
2,444 % |
3,976 % |
3,258 % |
2,979 % |
|
60 |
2,472 % |
3,124 % |
2,468 % |
3,985 % |
3,269 % |
2,994 % |
|
61 |
2,495 % |
3,136 % |
2,491 % |
3,993 % |
3,279 % |
3,009 % |
|
62 |
2,518 % |
3,149 % |
2,514 % |
4,001 % |
3,289 % |
3,023 % |
|
63 |
2,539 % |
3,160 % |
2,535 % |
4,009 % |
3,299 % |
3,037 % |
|
64 |
2,560 % |
3,172 % |
2,556 % |
4,016 % |
3,308 % |
3,050 % |
|
65 |
2,581 % |
3,183 % |
2,577 % |
4,024 % |
3,318 % |
3,063 % |
|
66 |
2,601 % |
3,194 % |
2,597 % |
4,031 % |
3,326 % |
3,076 % |
|
67 |
2,620 % |
3,204 % |
2,616 % |
4,038 % |
3,335 % |
3,088 % |
|
68 |
2,638 % |
3,214 % |
2,635 % |
4,044 % |
3,343 % |
3,100 % |
|
69 |
2,657 % |
3,224 % |
2,653 % |
4,051 % |
3,351 % |
3,111 % |
|
70 |
2,674 % |
3,234 % |
2,671 % |
4,057 % |
3,359 % |
3,122 % |
|
71 |
2,691 % |
3,243 % |
2,688 % |
4,063 % |
3,367 % |
3,133 % |
|
72 |
2,708 % |
3,252 % |
2,704 % |
4,069 % |
3,374 % |
3,144 % |
|
73 |
2,724 % |
3,261 % |
2,721 % |
4,075 % |
3,381 % |
3,154 % |
|
74 |
2,740 % |
3,269 % |
2,736 % |
4,081 % |
3,388 % |
3,164 % |
|
75 |
2,755 % |
3,278 % |
2,752 % |
4,086 % |
3,395 % |
3,174 % |
|
76 |
2,770 % |
3,286 % |
2,767 % |
4,092 % |
3,402 % |
3,183 % |
|
77 |
2,785 % |
3,294 % |
2,782 % |
4,097 % |
3,408 % |
3,192 % |
|
78 |
2,799 % |
3,301 % |
2,796 % |
4,102 % |
3,414 % |
3,201 % |
|
79 |
2,813 % |
3,309 % |
2,810 % |
4,107 % |
3,421 % |
3,210 % |
|
80 |
2,826 % |
3,316 % |
2,823 % |
4,112 % |
3,427 % |
3,219 % |
|
81 |
2,840 % |
3,324 % |
2,836 % |
4,117 % |
3,432 % |
3,227 % |
|
82 |
2,852 % |
3,331 % |
2,849 % |
4,121 % |
3,438 % |
3,235 % |
|
83 |
2,865 % |
3,337 % |
2,862 % |
4,126 % |
3,444 % |
3,243 % |
|
84 |
2,877 % |
3,344 % |
2,874 % |
4,130 % |
3,449 % |
3,251 % |
|
85 |
2,889 % |
3,351 % |
2,886 % |
4,134 % |
3,454 % |
3,259 % |
|
86 |
2,901 % |
3,357 % |
2,898 % |
4,139 % |
3,459 % |
3,266 % |
|
87 |
2,912 % |
3,363 % |
2,909 % |
4,143 % |
3,465 % |
3,273 % |
|
88 |
2,923 % |
3,369 % |
2,921 % |
4,147 % |
3,469 % |
3,281 % |
|
89 |
2,934 % |
3,375 % |
2,932 % |
4,151 % |
3,474 % |
3,287 % |
|
90 |
2,945 % |
3,381 % |
2,942 % |
4,155 % |
3,479 % |
3,294 % |
|
91 |
2,956 % |
3,387 % |
2,953 % |
4,158 % |
3,484 % |
3,301 % |
|
92 |
2,966 % |
3,392 % |
2,963 % |
4,162 % |
3,488 % |
3,307 % |
|
93 |
2,976 % |
3,398 % |
2,973 % |
4,166 % |
3,493 % |
3,314 % |
|
94 |
2,986 % |
3,403 % |
2,983 % |
4,169 % |
3,497 % |
3,320 % |
|
95 |
2,995 % |
3,408 % |
2,992 % |
4,173 % |
3,501 % |
3,326 % |
|
96 |
3,005 % |
3,413 % |
3,002 % |
4,176 % |
3,505 % |
3,332 % |
|
97 |
3,014 % |
3,418 % |
3,011 % |
4,179 % |
3,509 % |
3,338 % |
|
98 |
3,023 % |
3,423 % |
3,020 % |
4,183 % |
3,513 % |
3,344 % |
|
99 |
3,032 % |
3,428 % |
3,029 % |
4,186 % |
3,517 % |
3,349 % |
|
100 |
3,040 % |
3,433 % |
3,038 % |
4,189 % |
3,521 % |
3,355 % |
|
101 |
3,049 % |
3,437 % |
3,046 % |
4,192 % |
3,525 % |
3,360 % |
|
102 |
3,057 % |
3,442 % |
3,054 % |
4,195 % |
3,528 % |
3,365 % |
|
103 |
3,065 % |
3,446 % |
3,063 % |
4,198 % |
3,532 % |
3,370 % |
|
104 |
3,073 % |
3,451 % |
3,071 % |
4,201 % |
3,536 % |
3,376 % |
|
105 |
3,081 % |
3,455 % |
3,079 % |
4,204 % |
3,539 % |
3,381 % |
|
106 |
3,089 % |
3,459 % |
3,086 % |
4,207 % |
3,542 % |
3,385 % |
|
107 |
3,096 % |
3,463 % |
3,094 % |
4,209 % |
3,546 % |
3,390 % |
|
108 |
3,104 % |
3,467 % |
3,101 % |
4,212 % |
3,549 % |
3,395 % |
|
109 |
3,111 % |
3,471 % |
3,109 % |
4,215 % |
3,552 % |
3,400 % |
|
110 |
3,118 % |
3,475 % |
3,116 % |
4,217 % |
3,555 % |
3,404 % |
|
111 |
3,125 % |
3,479 % |
3,123 % |
4,220 % |
3,559 % |
3,409 % |
|
112 |
3,132 % |
3,483 % |
3,130 % |
4,222 % |
3,562 % |
3,413 % |
|
113 |
3,139 % |
3,486 % |
3,136 % |
4,225 % |
3,565 % |
3,417 % |
|
114 |
3,145 % |
3,490 % |
3,143 % |
4,227 % |
3,567 % |
3,421 % |
|
115 |
3,152 % |
3,494 % |
3,150 % |
4,229 % |
3,570 % |
3,426 % |
|
116 |
3,158 % |
3,497 % |
3,156 % |
4,232 % |
3,573 % |
3,430 % |
|
117 |
3,165 % |
3,500 % |
3,162 % |
4,234 % |
3,576 % |
3,434 % |
|
118 |
3,171 % |
3,504 % |
3,169 % |
4,236 % |
3,579 % |
3,438 % |
|
119 |
3,177 % |
3,507 % |
3,175 % |
4,238 % |
3,581 % |
3,441 % |
|
120 |
3,183 % |
3,510 % |
3,181 % |
4,241 % |
3,584 % |
3,445 % |
|
121 |
3,189 % |
3,514 % |
3,187 % |
4,243 % |
3,587 % |
3,449 % |
|
122 |
3,195 % |
3,517 % |
3,193 % |
4,245 % |
3,589 % |
3,453 % |
|
123 |
3,200 % |
3,520 % |
3,198 % |
4,247 % |
3,592 % |
3,456 % |
|
124 |
3,206 % |
3,523 % |
3,204 % |
4,249 % |
3,594 % |
3,460 % |
|
125 |
3,212 % |
3,526 % |
3,210 % |
4,251 % |
3,597 % |
3,463 % |
|
126 |
3,217 % |
3,529 % |
3,215 % |
4,253 % |
3,599 % |
3,467 % |
|
127 |
3,222 % |
3,532 % |
3,220 % |
4,255 % |
3,601 % |
3,470 % |
|
128 |
3,228 % |
3,535 % |
3,226 % |
4,257 % |
3,604 % |
3,474 % |
|
129 |
3,233 % |
3,538 % |
3,231 % |
4,259 % |
3,606 % |
3,477 % |
|
130 |
3,238 % |
3,540 % |
3,236 % |
4,261 % |
3,608 % |
3,480 % |
|
131 |
3,243 % |
3,543 % |
3,241 % |
4,262 % |
3,611 % |
3,483 % |
|
132 |
3,248 % |
3,546 % |
3,246 % |
4,264 % |
3,613 % |
3,487 % |
|
133 |
3,253 % |
3,548 % |
3,251 % |
4,266 % |
3,615 % |
3,490 % |
|
134 |
3,258 % |
3,551 % |
3,256 % |
4,268 % |
3,617 % |
3,493 % |
|
135 |
3,262 % |
3,554 % |
3,261 % |
4,269 % |
3,619 % |
3,496 % |
|
136 |
3,267 % |
3,556 % |
3,265 % |
4,271 % |
3,621 % |
3,499 % |
|
137 |
3,272 % |
3,559 % |
3,270 % |
4,273 % |
3,623 % |
3,502 % |
|
138 |
3,276 % |
3,561 % |
3,274 % |
4,274 % |
3,625 % |
3,505 % |
|
139 |
3,281 % |
3,564 % |
3,279 % |
4,276 % |
3,627 % |
3,507 % |
|
140 |
3,285 % |
3,566 % |
3,283 % |
4,278 % |
3,629 % |
3,510 % |
|
141 |
3,289 % |
3,568 % |
3,288 % |
4,279 % |
3,631 % |
3,513 % |
|
142 |
3,294 % |
3,571 % |
3,292 % |
4,281 % |
3,633 % |
3,516 % |
|
143 |
3,298 % |
3,573 % |
3,296 % |
4,282 % |
3,635 % |
3,518 % |
|
144 |
3,302 % |
3,575 % |
3,300 % |
4,284 % |
3,637 % |
3,521 % |
|
145 |
3,306 % |
3,578 % |
3,304 % |
4,285 % |
3,638 % |
3,524 % |
|
146 |
3,310 % |
3,580 % |
3,309 % |
4,287 % |
3,640 % |
3,526 % |
|
147 |
3,314 % |
3,582 % |
3,313 % |
4,288 % |
3,642 % |
3,529 % |
|
148 |
3,318 % |
3,584 % |
3,317 % |
4,290 % |
3,644 % |
3,531 % |
|
149 |
3,322 % |
3,586 % |
3,320 % |
4,291 % |
3,646 % |
3,534 % |
|
150 |
3,326 % |
3,588 % |
3,324 % |
4,292 % |
3,647 % |
3,536 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
-0,471 % |
0,716 % |
3,446 % |
1,022 % |
2,928 % |
1,783 % |
|
2 |
-0,441 % |
0,690 % |
3,550 % |
1,405 % |
3,040 % |
1,886 % |
|
3 |
-0,388 % |
0,715 % |
3,659 % |
1,553 % |
3,180 % |
1,888 % |
|
4 |
-0,336 % |
0,749 % |
3,764 % |
1,633 % |
3,245 % |
1,893 % |
|
5 |
-0,280 % |
0,778 % |
3,866 % |
1,733 % |
3,270 % |
1,906 % |
|
6 |
-0,214 % |
0,807 % |
3,975 % |
1,866 % |
3,285 % |
1,919 % |
|
7 |
-0,134 % |
0,836 % |
4,092 % |
1,923 % |
3,300 % |
1,932 % |
|
8 |
-0,068 % |
0,859 % |
4,217 % |
1,996 % |
3,315 % |
1,945 % |
|
9 |
-0,003 % |
0,886 % |
4,348 % |
2,026 % |
3,331 % |
1,961 % |
|
10 |
0,062 % |
0,914 % |
4,487 % |
2,028 % |
3,347 % |
1,974 % |
|
11 |
0,113 % |
0,936 % |
4,595 % |
2,041 % |
3,363 % |
1,999 % |
|
12 |
0,162 % |
0,956 % |
4,672 % |
2,067 % |
3,378 % |
2,035 % |
|
13 |
0,218 % |
0,972 % |
4,727 % |
2,102 % |
3,393 % |
2,077 % |
|
14 |
0,270 % |
0,984 % |
4,764 % |
2,143 % |
3,407 % |
2,123 % |
|
15 |
0,311 % |
0,996 % |
4,788 % |
2,187 % |
3,421 % |
2,171 % |
|
16 |
0,337 % |
1,006 % |
4,802 % |
2,232 % |
3,435 % |
2,219 % |
|
17 |
0,357 % |
1,013 % |
4,809 % |
2,278 % |
3,448 % |
2,268 % |
|
18 |
0,379 % |
1,018 % |
4,809 % |
2,324 % |
3,461 % |
2,316 % |
|
19 |
0,408 % |
1,020 % |
4,805 % |
2,369 % |
3,473 % |
2,363 % |
|
20 |
0,449 % |
1,021 % |
4,797 % |
2,414 % |
3,484 % |
2,409 % |
|
21 |
0,503 % |
1,021 % |
4,787 % |
2,457 % |
3,495 % |
2,453 % |
|
22 |
0,566 % |
1,021 % |
4,774 % |
2,499 % |
3,506 % |
2,496 % |
|
23 |
0,637 % |
1,020 % |
4,760 % |
2,539 % |
3,517 % |
2,537 % |
|
24 |
0,710 % |
1,019 % |
4,745 % |
2,578 % |
3,526 % |
2,577 % |
|
25 |
0,786 % |
1,018 % |
4,729 % |
2,616 % |
3,536 % |
2,615 % |
|
26 |
0,863 % |
1,015 % |
4,713 % |
2,652 % |
3,545 % |
2,651 % |
|
27 |
0,939 % |
1,013 % |
4,696 % |
2,686 % |
3,554 % |
2,686 % |
|
28 |
1,014 % |
1,010 % |
4,680 % |
2,720 % |
3,562 % |
2,720 % |
|
29 |
1,088 % |
1,007 % |
4,663 % |
2,752 % |
3,571 % |
2,752 % |
|
30 |
1,160 % |
1,004 % |
4,646 % |
2,782 % |
3,578 % |
2,783 % |
|
31 |
1,230 % |
1,001 % |
4,630 % |
2,811 % |
3,586 % |
2,812 % |
|
32 |
1,298 % |
0,997 % |
4,614 % |
2,840 % |
3,593 % |
2,840 % |
|
33 |
1,364 % |
0,995 % |
4,598 % |
2,867 % |
3,600 % |
2,867 % |
|
34 |
1,427 % |
0,992 % |
4,583 % |
2,892 % |
3,607 % |
2,893 % |
|
35 |
1,488 % |
0,990 % |
4,568 % |
2,917 % |
3,614 % |
2,918 % |
|
36 |
1,547 % |
0,989 % |
4,553 % |
2,941 % |
3,620 % |
2,942 % |
|
37 |
1,603 % |
0,987 % |
4,539 % |
2,964 % |
3,626 % |
2,965 % |
|
38 |
1,657 % |
0,983 % |
4,525 % |
2,986 % |
3,632 % |
2,987 % |
|
39 |
1,710 % |
0,977 % |
4,512 % |
3,007 % |
3,637 % |
3,008 % |
|
40 |
1,760 % |
0,968 % |
4,499 % |
3,027 % |
3,643 % |
3,028 % |
|
41 |
1,808 % |
0,955 % |
4,486 % |
3,046 % |
3,648 % |
3,048 % |
|
42 |
1,855 % |
0,940 % |
4,474 % |
3,065 % |
3,653 % |
3,066 % |
|
43 |
1,899 % |
0,926 % |
4,462 % |
3,083 % |
3,658 % |
3,084 % |
|
44 |
1,942 % |
0,914 % |
4,451 % |
3,100 % |
3,663 % |
3,101 % |
|
45 |
1,984 % |
0,905 % |
4,440 % |
3,117 % |
3,667 % |
3,118 % |
|
46 |
2,023 % |
0,899 % |
4,429 % |
3,133 % |
3,672 % |
3,134 % |
|
47 |
2,062 % |
0,898 % |
4,419 % |
3,148 % |
3,676 % |
3,149 % |
|
48 |
2,098 % |
0,901 % |
4,409 % |
3,163 % |
3,680 % |
3,164 % |
|
49 |
2,134 % |
0,909 % |
4,399 % |
3,177 % |
3,684 % |
3,178 % |
|
50 |
2,168 % |
0,923 % |
4,390 % |
3,191 % |
3,688 % |
3,192 % |
|
51 |
2,201 % |
0,942 % |
4,381 % |
3,205 % |
3,692 % |
3,206 % |
|
52 |
2,233 % |
0,965 % |
4,372 % |
3,217 % |
3,695 % |
3,218 % |
|
53 |
2,264 % |
0,992 % |
4,363 % |
3,230 % |
3,699 % |
3,231 % |
|
54 |
2,293 % |
1,022 % |
4,355 % |
3,242 % |
3,702 % |
3,243 % |
|
55 |
2,322 % |
1,054 % |
4,347 % |
3,254 % |
3,706 % |
3,254 % |
|
56 |
2,349 % |
1,087 % |
4,339 % |
3,265 % |
3,709 % |
3,266 % |
|
57 |
2,376 % |
1,121 % |
4,332 % |
3,276 % |
3,712 % |
3,276 % |
|
58 |
2,402 % |
1,155 % |
4,325 % |
3,286 % |
3,715 % |
3,287 % |
|
59 |
2,427 % |
1,191 % |
4,318 % |
3,296 % |
3,718 % |
3,297 % |
|
60 |
2,451 % |
1,226 % |
4,311 % |
3,306 % |
3,721 % |
3,307 % |
|
61 |
2,475 % |
1,261 % |
4,304 % |
3,316 % |
3,723 % |
3,316 % |
|
62 |
2,497 % |
1,296 % |
4,298 % |
3,325 % |
3,726 % |
3,326 % |
|
63 |
2,519 % |
1,331 % |
4,292 % |
3,334 % |
3,729 % |
3,335 % |
|
64 |
2,541 % |
1,366 % |
4,286 % |
3,343 % |
3,731 % |
3,343 % |
|
65 |
2,561 % |
1,400 % |
4,280 % |
3,351 % |
3,734 % |
3,352 % |
|
66 |
2,581 % |
1,434 % |
4,274 % |
3,359 % |
3,736 % |
3,360 % |
|
67 |
2,601 % |
1,467 % |
4,269 % |
3,367 % |
3,739 % |
3,368 % |
|
68 |
2,620 % |
1,499 % |
4,263 % |
3,375 % |
3,741 % |
3,376 % |
|
69 |
2,638 % |
1,531 % |
4,258 % |
3,382 % |
3,743 % |
3,383 % |
|
70 |
2,656 % |
1,563 % |
4,253 % |
3,390 % |
3,745 % |
3,391 % |
|
71 |
2,673 % |
1,593 % |
4,248 % |
3,397 % |
3,747 % |
3,398 % |
|
72 |
2,690 % |
1,624 % |
4,243 % |
3,404 % |
3,749 % |
3,405 % |
|
73 |
2,707 % |
1,653 % |
4,239 % |
3,411 % |
3,751 % |
3,411 % |
|
74 |
2,723 % |
1,682 % |
4,234 % |
3,417 % |
3,753 % |
3,418 % |
|
75 |
2,738 % |
1,710 % |
4,230 % |
3,424 % |
3,755 % |
3,424 % |
|
76 |
2,754 % |
1,738 % |
4,225 % |
3,430 % |
3,757 % |
3,430 % |
|
77 |
2,768 % |
1,765 % |
4,221 % |
3,436 % |
3,759 % |
3,436 % |
|
78 |
2,783 % |
1,791 % |
4,217 % |
3,442 % |
3,761 % |
3,442 % |
|
79 |
2,797 % |
1,817 % |
4,213 % |
3,448 % |
3,762 % |
3,448 % |
|
80 |
2,811 % |
1,842 % |
4,209 % |
3,453 % |
3,764 % |
3,454 % |
|
81 |
2,824 % |
1,867 % |
4,205 % |
3,459 % |
3,766 % |
3,459 % |
|
82 |
2,837 % |
1,891 % |
4,202 % |
3,464 % |
3,767 % |
3,465 % |
|
83 |
2,850 % |
1,915 % |
4,198 % |
3,469 % |
3,769 % |
3,470 % |
|
84 |
2,862 % |
1,938 % |
4,194 % |
3,474 % |
3,770 % |
3,475 % |
|
85 |
2,874 % |
1,961 % |
4,191 % |
3,479 % |
3,772 % |
3,480 % |
|
86 |
2,886 % |
1,983 % |
4,188 % |
3,484 % |
3,773 % |
3,485 % |
|
87 |
2,898 % |
2,004 % |
4,184 % |
3,489 % |
3,775 % |
3,490 % |
|
88 |
2,909 % |
2,026 % |
4,181 % |
3,494 % |
3,776 % |
3,494 % |
|
89 |
2,920 % |
2,046 % |
4,178 % |
3,498 % |
3,778 % |
3,499 % |
|
90 |
2,931 % |
2,067 % |
4,175 % |
3,503 % |
3,779 % |
3,503 % |
|
91 |
2,942 % |
2,087 % |
4,172 % |
3,507 % |
3,780 % |
3,507 % |
|
92 |
2,952 % |
2,106 % |
4,169 % |
3,511 % |
3,782 % |
3,512 % |
|
93 |
2,962 % |
2,125 % |
4,166 % |
3,515 % |
3,783 % |
3,516 % |
|
94 |
2,972 % |
2,144 % |
4,163 % |
3,519 % |
3,784 % |
3,520 % |
|
95 |
2,982 % |
2,162 % |
4,160 % |
3,523 % |
3,785 % |
3,524 % |
|
96 |
2,991 % |
2,180 % |
4,158 % |
3,527 % |
3,786 % |
3,528 % |
|
97 |
3,001 % |
2,197 % |
4,155 % |
3,531 % |
3,788 % |
3,532 % |
|
98 |
3,010 % |
2,215 % |
4,152 % |
3,535 % |
3,789 % |
3,535 % |
|
99 |
3,019 % |
2,231 % |
4,150 % |
3,539 % |
3,790 % |
3,539 % |
|
100 |
3,027 % |
2,248 % |
4,147 % |
3,542 % |
3,791 % |
3,543 % |
|
101 |
3,036 % |
2,264 % |
4,145 % |
3,546 % |
3,792 % |
3,546 % |
|
102 |
3,045 % |
2,280 % |
4,142 % |
3,549 % |
3,793 % |
3,550 % |
|
103 |
3,053 % |
2,296 % |
4,140 % |
3,553 % |
3,794 % |
3,553 % |
|
104 |
3,061 % |
2,311 % |
4,138 % |
3,556 % |
3,795 % |
3,556 % |
|
105 |
3,069 % |
2,326 % |
4,136 % |
3,559 % |
3,796 % |
3,560 % |
|
106 |
3,077 % |
2,341 % |
4,133 % |
3,562 % |
3,797 % |
3,563 % |
|
107 |
3,084 % |
2,355 % |
4,131 % |
3,566 % |
3,798 % |
3,566 % |
|
108 |
3,092 % |
2,369 % |
4,129 % |
3,569 % |
3,799 % |
3,569 % |
|
109 |
3,099 % |
2,383 % |
4,127 % |
3,572 % |
3,800 % |
3,572 % |
|
110 |
3,106 % |
2,397 % |
4,125 % |
3,575 % |
3,801 % |
3,575 % |
|
111 |
3,114 % |
2,410 % |
4,123 % |
3,578 % |
3,802 % |
3,578 % |
|
112 |
3,121 % |
2,424 % |
4,121 % |
3,581 % |
3,803 % |
3,581 % |
|
113 |
3,127 % |
2,437 % |
4,119 % |
3,583 % |
3,803 % |
3,584 % |
|
114 |
3,134 % |
2,449 % |
4,117 % |
3,586 % |
3,804 % |
3,587 % |
|
115 |
3,141 % |
2,462 % |
4,115 % |
3,589 % |
3,805 % |
3,589 % |
|
116 |
3,147 % |
2,474 % |
4,113 % |
3,592 % |
3,806 % |
3,592 % |
|
117 |
3,154 % |
2,486 % |
4,111 % |
3,594 % |
3,807 % |
3,595 % |
|
118 |
3,160 % |
2,498 % |
4,110 % |
3,597 % |
3,808 % |
3,597 % |
|
119 |
3,166 % |
2,510 % |
4,108 % |
3,599 % |
3,808 % |
3,600 % |
|
120 |
3,172 % |
2,521 % |
4,106 % |
3,602 % |
3,809 % |
3,602 % |
|
121 |
3,178 % |
2,533 % |
4,104 % |
3,604 % |
3,810 % |
3,605 % |
|
122 |
3,184 % |
2,544 % |
4,103 % |
3,607 % |
3,811 % |
3,607 % |
|
123 |
3,190 % |
2,555 % |
4,101 % |
3,609 % |
3,811 % |
3,609 % |
|
124 |
3,196 % |
2,565 % |
4,099 % |
3,611 % |
3,812 % |
3,612 % |
|
125 |
3,201 % |
2,576 % |
4,098 % |
3,614 % |
3,813 % |
3,614 % |
|
126 |
3,207 % |
2,587 % |
4,096 % |
3,616 % |
3,813 % |
3,616 % |
|
127 |
3,212 % |
2,597 % |
4,095 % |
3,618 % |
3,814 % |
3,619 % |
|
128 |
3,218 % |
2,607 % |
4,093 % |
3,620 % |
3,815 % |
3,621 % |
|
129 |
3,223 % |
2,617 % |
4,092 % |
3,623 % |
3,815 % |
3,623 % |
|
130 |
3,228 % |
2,627 % |
4,090 % |
3,625 % |
3,816 % |
3,625 % |
|
131 |
3,233 % |
2,636 % |
4,089 % |
3,627 % |
3,817 % |
3,627 % |
|
132 |
3,238 % |
2,646 % |
4,087 % |
3,629 % |
3,817 % |
3,629 % |
|
133 |
3,243 % |
2,655 % |
4,086 % |
3,631 % |
3,818 % |
3,631 % |
|
134 |
3,248 % |
2,664 % |
4,085 % |
3,633 % |
3,819 % |
3,633 % |
|
135 |
3,253 % |
2,674 % |
4,083 % |
3,635 % |
3,819 % |
3,635 % |
|
136 |
3,258 % |
2,683 % |
4,082 % |
3,637 % |
3,820 % |
3,637 % |
|
137 |
3,262 % |
2,691 % |
4,080 % |
3,639 % |
3,820 % |
3,639 % |
|
138 |
3,267 % |
2,700 % |
4,079 % |
3,641 % |
3,821 % |
3,641 % |
|
139 |
3,272 % |
2,709 % |
4,078 % |
3,642 % |
3,822 % |
3,643 % |
|
140 |
3,276 % |
2,717 % |
4,077 % |
3,644 % |
3,822 % |
3,645 % |
|
141 |
3,280 % |
2,725 % |
4,075 % |
3,646 % |
3,823 % |
3,646 % |
|
142 |
3,285 % |
2,734 % |
4,074 % |
3,648 % |
3,823 % |
3,648 % |
|
143 |
3,289 % |
2,742 % |
4,073 % |
3,650 % |
3,824 % |
3,650 % |
|
144 |
3,293 % |
2,750 % |
4,072 % |
3,651 % |
3,824 % |
3,652 % |
|
145 |
3,297 % |
2,758 % |
4,071 % |
3,653 % |
3,825 % |
3,653 % |
|
146 |
3,302 % |
2,765 % |
4,069 % |
3,655 % |
3,825 % |
3,655 % |
|
147 |
3,306 % |
2,773 % |
4,068 % |
3,656 % |
3,826 % |
3,657 % |
|
148 |
3,310 % |
2,781 % |
4,067 % |
3,658 % |
3,826 % |
3,658 % |
|
149 |
3,314 % |
2,788 % |
4,066 % |
3,660 % |
3,827 % |
3,660 % |
|
150 |
3,318 % |
2,796 % |
4,065 % |
3,661 % |
3,827 % |
3,662 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,733 % |
0,767 % |
1,053 % |
1,876 % |
1,546 % |
4,050 % |
|
2 |
-0,706 % |
0,783 % |
1,078 % |
1,866 % |
1,582 % |
4,532 % |
|
3 |
-0,650 % |
0,822 % |
1,103 % |
1,880 % |
1,725 % |
4,794 % |
|
4 |
-0,598 % |
0,916 % |
1,170 % |
1,896 % |
1,917 % |
4,962 % |
|
5 |
-0,524 % |
0,981 % |
1,211 % |
1,913 % |
2,111 % |
5,155 % |
|
6 |
-0,469 % |
1,054 % |
1,272 % |
1,932 % |
2,296 % |
5,389 % |
|
7 |
-0,407 % |
1,131 % |
1,330 % |
1,954 % |
2,464 % |
5,620 % |
|
8 |
-0,342 % |
1,203 % |
1,368 % |
1,979 % |
2,612 % |
5,809 % |
|
9 |
-0,281 % |
1,271 % |
1,396 % |
2,007 % |
2,742 % |
5,988 % |
|
10 |
-0,199 % |
1,334 % |
1,424 % |
2,035 % |
2,854 % |
6,143 % |
|
11 |
-0,172 % |
1,396 % |
1,454 % |
2,063 % |
2,951 % |
6,252 % |
|
12 |
-0,122 % |
1,453 % |
1,477 % |
2,091 % |
3,036 % |
6,322 % |
|
13 |
-0,081 % |
1,505 % |
1,489 % |
2,116 % |
3,111 % |
6,363 % |
|
14 |
-0,041 % |
1,551 % |
1,500 % |
2,140 % |
3,179 % |
6,382 % |
|
15 |
-0,006 % |
1,589 % |
1,519 % |
2,163 % |
3,239 % |
6,386 % |
|
16 |
0,024 % |
1,620 % |
1,551 % |
2,185 % |
3,294 % |
6,377 % |
|
17 |
0,050 % |
1,646 % |
1,592 % |
2,203 % |
3,345 % |
6,359 % |
|
18 |
0,070 % |
1,668 % |
1,639 % |
2,215 % |
3,391 % |
6,334 % |
|
19 |
0,082 % |
1,687 % |
1,691 % |
2,221 % |
3,434 % |
6,305 % |
|
20 |
0,087 % |
1,706 % |
1,744 % |
2,218 % |
3,473 % |
6,272 % |
|
21 |
0,084 % |
1,723 % |
1,799 % |
2,207 % |
3,510 % |
6,236 % |
|
22 |
0,079 % |
1,737 % |
1,854 % |
2,191 % |
3,545 % |
6,199 % |
|
23 |
0,077 % |
1,746 % |
1,909 % |
2,173 % |
3,577 % |
6,161 % |
|
24 |
0,083 % |
1,750 % |
1,962 % |
2,155 % |
3,607 % |
6,122 % |
|
25 |
0,098 % |
1,748 % |
2,015 % |
2,139 % |
3,636 % |
6,084 % |
|
26 |
0,124 % |
1,739 % |
2,066 % |
2,127 % |
3,662 % |
6,045 % |
|
27 |
0,160 % |
1,728 % |
2,116 % |
2,119 % |
3,688 % |
6,007 % |
|
28 |
0,201 % |
1,718 % |
2,164 % |
2,115 % |
3,711 % |
5,970 % |
|
29 |
0,247 % |
1,714 % |
2,210 % |
2,117 % |
3,734 % |
5,934 % |
|
30 |
0,296 % |
1,717 % |
2,255 % |
2,124 % |
3,756 % |
5,898 % |
|
31 |
0,346 % |
1,728 % |
2,298 % |
2,137 % |
3,776 % |
5,864 % |
|
32 |
0,398 % |
1,746 % |
2,339 % |
2,155 % |
3,795 % |
5,830 % |
|
33 |
0,450 % |
1,770 % |
2,379 % |
2,175 % |
3,814 % |
5,798 % |
|
34 |
0,502 % |
1,797 % |
2,417 % |
2,199 % |
3,831 % |
5,766 % |
|
35 |
0,553 % |
1,827 % |
2,454 % |
2,224 % |
3,848 % |
5,736 % |
|
36 |
0,604 % |
1,859 % |
2,489 % |
2,251 % |
3,864 % |
5,707 % |
|
37 |
0,653 % |
1,893 % |
2,523 % |
2,278 % |
3,879 % |
5,679 % |
|
38 |
0,701 % |
1,927 % |
2,555 % |
2,306 % |
3,894 % |
5,651 % |
|
39 |
0,749 % |
1,962 % |
2,586 % |
2,334 % |
3,908 % |
5,625 % |
|
40 |
0,795 % |
1,997 % |
2,616 % |
2,362 % |
3,922 % |
5,600 % |
|
41 |
0,839 % |
2,031 % |
2,645 % |
2,390 % |
3,934 % |
5,575 % |
|
42 |
0,882 % |
2,066 % |
2,673 % |
2,418 % |
3,947 % |
5,552 % |
|
43 |
0,924 % |
2,100 % |
2,700 % |
2,445 % |
3,959 % |
5,529 % |
|
44 |
0,965 % |
2,133 % |
2,725 % |
2,472 % |
3,970 % |
5,507 % |
|
45 |
1,004 % |
2,166 % |
2,750 % |
2,499 % |
3,981 % |
5,486 % |
|
46 |
1,042 % |
2,198 % |
2,773 % |
2,525 % |
3,991 % |
5,466 % |
|
47 |
1,079 % |
2,230 % |
2,796 % |
2,550 % |
4,002 % |
5,446 % |
|
48 |
1,114 % |
2,261 % |
2,818 % |
2,574 % |
4,011 % |
5,428 % |
|
49 |
1,149 % |
2,291 % |
2,839 % |
2,598 % |
4,021 % |
5,409 % |
|
50 |
1,182 % |
2,320 % |
2,860 % |
2,622 % |
4,030 % |
5,392 % |
|
51 |
1,214 % |
2,348 % |
2,880 % |
2,645 % |
4,039 % |
5,375 % |
|
52 |
1,245 % |
2,375 % |
2,899 % |
2,667 % |
4,047 % |
5,359 % |
|
53 |
1,275 % |
2,402 % |
2,917 % |
2,688 % |
4,055 % |
5,343 % |
|
54 |
1,304 % |
2,428 % |
2,935 % |
2,709 % |
4,063 % |
5,328 % |
|
55 |
1,332 % |
2,453 % |
2,952 % |
2,729 % |
4,071 % |
5,313 % |
|
56 |
1,359 % |
2,478 % |
2,968 % |
2,749 % |
4,078 % |
5,299 % |
|
57 |
1,385 % |
2,502 % |
2,984 % |
2,768 % |
4,085 % |
5,285 % |
|
58 |
1,411 % |
2,525 % |
3,000 % |
2,787 % |
4,092 % |
5,271 % |
|
59 |
1,435 % |
2,547 % |
3,015 % |
2,805 % |
4,099 % |
5,259 % |
|
60 |
1,459 % |
2,569 % |
3,029 % |
2,822 % |
4,105 % |
5,246 % |
|
61 |
1,482 % |
2,590 % |
3,043 % |
2,840 % |
4,112 % |
5,234 % |
|
62 |
1,505 % |
2,610 % |
3,057 % |
2,856 % |
4,118 % |
5,222 % |
|
63 |
1,527 % |
2,630 % |
3,070 % |
2,872 % |
4,124 % |
5,211 % |
|
64 |
1,548 % |
2,650 % |
3,083 % |
2,888 % |
4,129 % |
5,200 % |
|
65 |
1,568 % |
2,668 % |
3,095 % |
2,903 % |
4,135 % |
5,189 % |
|
66 |
1,588 % |
2,687 % |
3,107 % |
2,918 % |
4,140 % |
5,179 % |
|
67 |
1,608 % |
2,705 % |
3,119 % |
2,932 % |
4,146 % |
5,169 % |
|
68 |
1,626 % |
2,722 % |
3,131 % |
2,946 % |
4,151 % |
5,159 % |
|
69 |
1,645 % |
2,739 % |
3,142 % |
2,960 % |
4,156 % |
5,149 % |
|
70 |
1,662 % |
2,755 % |
3,152 % |
2,973 % |
4,161 % |
5,140 % |
|
71 |
1,680 % |
2,771 % |
3,163 % |
2,986 % |
4,165 % |
5,131 % |
|
72 |
1,696 % |
2,786 % |
3,173 % |
2,998 % |
4,170 % |
5,122 % |
|
73 |
1,713 % |
2,801 % |
3,183 % |
3,010 % |
4,174 % |
5,114 % |
|
74 |
1,729 % |
2,816 % |
3,193 % |
3,022 % |
4,179 % |
5,105 % |
|
75 |
1,744 % |
2,830 % |
3,202 % |
3,034 % |
4,183 % |
5,097 % |
|
76 |
1,759 % |
2,844 % |
3,211 % |
3,045 % |
4,187 % |
5,090 % |
|
77 |
1,774 % |
2,858 % |
3,220 % |
3,056 % |
4,191 % |
5,082 % |
|
78 |
1,788 % |
2,871 % |
3,229 % |
3,067 % |
4,195 % |
5,074 % |
|
79 |
1,802 % |
2,884 % |
3,237 % |
3,077 % |
4,199 % |
5,067 % |
|
80 |
1,816 % |
2,897 % |
3,245 % |
3,088 % |
4,203 % |
5,060 % |
|
81 |
1,829 % |
2,909 % |
3,253 % |
3,098 % |
4,206 % |
5,053 % |
|
82 |
1,842 % |
2,921 % |
3,261 % |
3,107 % |
4,210 % |
5,046 % |
|
83 |
1,855 % |
2,933 % |
3,269 % |
3,117 % |
4,213 % |
5,040 % |
|
84 |
1,867 % |
2,944 % |
3,276 % |
3,126 % |
4,217 % |
5,033 % |
|
85 |
1,879 % |
2,955 % |
3,284 % |
3,135 % |
4,220 % |
5,027 % |
|
86 |
1,891 % |
2,966 % |
3,291 % |
3,144 % |
4,223 % |
5,021 % |
|
87 |
1,903 % |
2,977 % |
3,298 % |
3,153 % |
4,226 % |
5,015 % |
|
88 |
1,914 % |
2,987 % |
3,305 % |
3,161 % |
4,229 % |
5,009 % |
|
89 |
1,925 % |
2,998 % |
3,311 % |
3,169 % |
4,233 % |
5,003 % |
|
90 |
1,936 % |
3,007 % |
3,318 % |
3,177 % |
4,235 % |
4,998 % |
|
91 |
1,946 % |
3,017 % |
3,324 % |
3,185 % |
4,238 % |
4,992 % |
|
92 |
1,957 % |
3,027 % |
3,330 % |
3,193 % |
4,241 % |
4,987 % |
|
93 |
1,967 % |
3,036 % |
3,336 % |
3,201 % |
4,244 % |
4,982 % |
|
94 |
1,977 % |
3,045 % |
3,342 % |
3,208 % |
4,247 % |
4,977 % |
|
95 |
1,986 % |
3,054 % |
3,348 % |
3,215 % |
4,249 % |
4,972 % |
|
96 |
1,996 % |
3,063 % |
3,354 % |
3,222 % |
4,252 % |
4,967 % |
|
97 |
2,005 % |
3,072 % |
3,360 % |
3,229 % |
4,254 % |
4,962 % |
|
98 |
2,014 % |
3,080 % |
3,365 % |
3,236 % |
4,257 % |
4,957 % |
|
99 |
2,023 % |
3,088 % |
3,371 % |
3,243 % |
4,259 % |
4,952 % |
|
100 |
2,032 % |
3,096 % |
3,376 % |
3,249 % |
4,262 % |
4,948 % |
|
101 |
2,040 % |
3,104 % |
3,381 % |
3,256 % |
4,264 % |
4,943 % |
|
102 |
2,049 % |
3,112 % |
3,386 % |
3,262 % |
4,266 % |
4,939 % |
|
103 |
2,057 % |
3,120 % |
3,391 % |
3,268 % |
4,269 % |
4,935 % |
|
104 |
2,065 % |
3,127 % |
3,396 % |
3,274 % |
4,271 % |
4,931 % |
|
105 |
2,073 % |
3,134 % |
3,401 % |
3,280 % |
4,273 % |
4,927 % |
|
106 |
2,081 % |
3,142 % |
3,405 % |
3,286 % |
4,275 % |
4,922 % |
|
107 |
2,088 % |
3,149 % |
3,410 % |
3,292 % |
4,277 % |
4,919 % |
|
108 |
2,096 % |
3,156 % |
3,415 % |
3,297 % |
4,279 % |
4,915 % |
|
109 |
2,103 % |
3,162 % |
3,419 % |
3,303 % |
4,281 % |
4,911 % |
|
110 |
2,110 % |
3,169 % |
3,423 % |
3,308 % |
4,283 % |
4,907 % |
|
111 |
2,117 % |
3,176 % |
3,428 % |
3,314 % |
4,285 % |
4,903 % |
|
112 |
2,124 % |
3,182 % |
3,432 % |
3,319 % |
4,287 % |
4,900 % |
|
113 |
2,131 % |
3,188 % |
3,436 % |
3,324 % |
4,289 % |
4,896 % |
|
114 |
2,138 % |
3,195 % |
3,440 % |
3,329 % |
4,291 % |
4,893 % |
|
115 |
2,145 % |
3,201 % |
3,444 % |
3,334 % |
4,293 % |
4,889 % |
|
116 |
2,151 % |
3,207 % |
3,448 % |
3,339 % |
4,295 % |
4,886 % |
|
117 |
2,157 % |
3,213 % |
3,452 % |
3,344 % |
4,296 % |
4,883 % |
|
118 |
2,164 % |
3,219 % |
3,456 % |
3,348 % |
4,298 % |
4,879 % |
|
119 |
2,170 % |
3,224 % |
3,459 % |
3,353 % |
4,300 % |
4,876 % |
|
120 |
2,176 % |
3,230 % |
3,463 % |
3,357 % |
4,301 % |
4,873 % |
|
121 |
2,182 % |
3,235 % |
3,467 % |
3,362 % |
4,303 % |
4,870 % |
|
122 |
2,188 % |
3,241 % |
3,470 % |
3,366 % |
4,305 % |
4,867 % |
|
123 |
2,193 % |
3,246 % |
3,474 % |
3,371 % |
4,306 % |
4,864 % |
|
124 |
2,199 % |
3,251 % |
3,477 % |
3,375 % |
4,308 % |
4,861 % |
|
125 |
2,205 % |
3,257 % |
3,480 % |
3,379 % |
4,309 % |
4,858 % |
|
126 |
2,210 % |
3,262 % |
3,484 % |
3,383 % |
4,311 % |
4,855 % |
|
127 |
2,216 % |
3,267 % |
3,487 % |
3,387 % |
4,312 % |
4,853 % |
|
128 |
2,221 % |
3,272 % |
3,490 % |
3,391 % |
4,314 % |
4,850 % |
|
129 |
2,226 % |
3,276 % |
3,493 % |
3,395 % |
4,315 % |
4,847 % |
|
130 |
2,231 % |
3,281 % |
3,497 % |
3,399 % |
4,317 % |
4,844 % |
|
131 |
2,236 % |
3,286 % |
3,500 % |
3,403 % |
4,318 % |
4,842 % |
|
132 |
2,241 % |
3,291 % |
3,503 % |
3,407 % |
4,319 % |
4,839 % |
|
133 |
2,246 % |
3,295 % |
3,506 % |
3,410 % |
4,321 % |
4,837 % |
|
134 |
2,251 % |
3,300 % |
3,509 % |
3,414 % |
4,322 % |
4,834 % |
|
135 |
2,256 % |
3,304 % |
3,511 % |
3,418 % |
4,323 % |
4,832 % |
|
136 |
2,261 % |
3,308 % |
3,514 % |
3,421 % |
4,325 % |
4,829 % |
|
137 |
2,265 % |
3,313 % |
3,517 % |
3,425 % |
4,326 % |
4,827 % |
|
138 |
2,270 % |
3,317 % |
3,520 % |
3,428 % |
4,327 % |
4,824 % |
|
139 |
2,275 % |
3,321 % |
3,523 % |
3,431 % |
4,329 % |
4,822 % |
|
140 |
2,279 % |
3,325 % |
3,525 % |
3,435 % |
4,330 % |
4,820 % |
|
141 |
2,283 % |
3,329 % |
3,528 % |
3,438 % |
4,331 % |
4,817 % |
|
142 |
2,288 % |
3,333 % |
3,531 % |
3,441 % |
4,332 % |
4,815 % |
|
143 |
2,292 % |
3,337 % |
3,533 % |
3,445 % |
4,333 % |
4,813 % |
|
144 |
2,296 % |
3,341 % |
3,536 % |
3,448 % |
4,335 % |
4,811 % |
|
145 |
2,300 % |
3,345 % |
3,538 % |
3,451 % |
4,336 % |
4,809 % |
|
146 |
2,304 % |
3,349 % |
3,541 % |
3,454 % |
4,337 % |
4,807 % |
|
147 |
2,308 % |
3,353 % |
3,543 % |
3,457 % |
4,338 % |
4,804 % |
|
148 |
2,312 % |
3,356 % |
3,546 % |
3,460 % |
4,339 % |
4,802 % |
|
149 |
2,316 % |
3,360 % |
3,548 % |
3,463 % |
4,340 % |
4,800 % |
|
150 |
2,320 % |
3,364 % |
3,550 % |
3,466 % |
4,341 % |
4,798 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
2,000 % |
5,474 % |
6,846 % |
0,398 % |
1,132 % |
6,408 % |
|
2 |
1,882 % |
5,793 % |
6,505 % |
0,405 % |
1,154 % |
6,380 % |
|
3 |
1,845 % |
6,059 % |
6,397 % |
0,436 % |
1,206 % |
6,477 % |
|
4 |
1,841 % |
6,271 % |
6,401 % |
0,464 % |
1,271 % |
6,615 % |
|
5 |
1,831 % |
6,444 % |
6,440 % |
0,485 % |
1,344 % |
6,805 % |
|
6 |
1,843 % |
6,593 % |
6,497 % |
0,513 % |
1,421 % |
7,016 % |
|
7 |
1,863 % |
6,700 % |
6,554 % |
0,533 % |
1,499 % |
7,224 % |
|
8 |
1,882 % |
6,777 % |
6,603 % |
0,555 % |
1,573 % |
7,382 % |
|
9 |
1,898 % |
6,826 % |
6,650 % |
0,571 % |
1,641 % |
7,572 % |
|
10 |
1,912 % |
6,862 % |
6,700 % |
0,584 % |
1,698 % |
7,755 % |
|
11 |
1,924 % |
6,881 % |
6,758 % |
0,624 % |
1,762 % |
7,896 % |
|
12 |
1,928 % |
6,886 % |
6,820 % |
0,687 % |
1,827 % |
8,015 % |
|
13 |
1,925 % |
6,880 % |
6,881 % |
0,764 % |
1,885 % |
8,130 % |
|
14 |
1,922 % |
6,866 % |
6,939 % |
0,849 % |
1,936 % |
8,233 % |
|
15 |
1,928 % |
6,847 % |
6,993 % |
0,937 % |
1,980 % |
8,311 % |
|
16 |
1,945 % |
6,825 % |
7,042 % |
1,027 % |
2,016 % |
8,358 % |
|
17 |
1,973 % |
6,800 % |
7,082 % |
1,117 % |
2,049 % |
8,379 % |
|
18 |
2,007 % |
6,773 % |
7,114 % |
1,205 % |
2,080 % |
8,379 % |
|
19 |
2,045 % |
6,744 % |
7,134 % |
1,291 % |
2,112 % |
8,362 % |
|
20 |
2,086 % |
6,716 % |
7,142 % |
1,374 % |
2,145 % |
8,333 % |
|
21 |
2,129 % |
6,687 % |
7,137 % |
1,454 % |
2,181 % |
8,295 % |
|
22 |
2,172 % |
6,658 % |
7,121 % |
1,531 % |
2,219 % |
8,250 % |
|
23 |
2,216 % |
6,629 % |
7,098 % |
1,604 % |
2,258 % |
8,200 % |
|
24 |
2,259 % |
6,601 % |
7,068 % |
1,675 % |
2,298 % |
8,146 % |
|
25 |
2,302 % |
6,573 % |
7,033 % |
1,742 % |
2,337 % |
8,089 % |
|
26 |
2,344 % |
6,546 % |
6,995 % |
1,807 % |
2,376 % |
8,032 % |
|
27 |
2,384 % |
6,519 % |
6,955 % |
1,868 % |
2,415 % |
7,973 % |
|
28 |
2,424 % |
6,494 % |
6,913 % |
1,927 % |
2,452 % |
7,915 % |
|
29 |
2,462 % |
6,469 % |
6,870 % |
1,983 % |
2,489 % |
7,857 % |
|
30 |
2,499 % |
6,445 % |
6,827 % |
2,037 % |
2,524 % |
7,800 % |
|
31 |
2,535 % |
6,421 % |
6,784 % |
2,088 % |
2,559 % |
7,744 % |
|
32 |
2,570 % |
6,399 % |
6,741 % |
2,137 % |
2,592 % |
7,689 % |
|
33 |
2,603 % |
6,377 % |
6,699 % |
2,183 % |
2,624 % |
7,636 % |
|
34 |
2,635 % |
6,356 % |
6,657 % |
2,228 % |
2,655 % |
7,584 % |
|
35 |
2,666 % |
6,335 % |
6,617 % |
2,271 % |
2,685 % |
7,533 % |
|
36 |
2,695 % |
6,316 % |
6,578 % |
2,311 % |
2,714 % |
7,485 % |
|
37 |
2,724 % |
6,297 % |
6,539 % |
2,350 % |
2,742 % |
7,438 % |
|
38 |
2,751 % |
6,279 % |
6,502 % |
2,388 % |
2,769 % |
7,392 % |
|
39 |
2,778 % |
6,261 % |
6,466 % |
2,423 % |
2,794 % |
7,348 % |
|
40 |
2,803 % |
6,244 % |
6,431 % |
2,457 % |
2,819 % |
7,306 % |
|
41 |
2,827 % |
6,228 % |
6,397 % |
2,490 % |
2,843 % |
7,266 % |
|
42 |
2,851 % |
6,213 % |
6,364 % |
2,522 % |
2,866 % |
7,226 % |
|
43 |
2,874 % |
6,197 % |
6,333 % |
2,552 % |
2,888 % |
7,189 % |
|
44 |
2,895 % |
6,183 % |
6,302 % |
2,581 % |
2,910 % |
7,152 % |
|
45 |
2,916 % |
6,169 % |
6,273 % |
2,609 % |
2,930 % |
7,117 % |
|
46 |
2,936 % |
6,155 % |
6,245 % |
2,636 % |
2,950 % |
7,083 % |
|
47 |
2,956 % |
6,142 % |
6,217 % |
2,661 % |
2,969 % |
7,051 % |
|
48 |
2,974 % |
6,130 % |
6,191 % |
2,686 % |
2,988 % |
7,020 % |
|
49 |
2,993 % |
6,117 % |
6,166 % |
2,710 % |
3,005 % |
6,990 % |
|
50 |
3,010 % |
6,106 % |
6,141 % |
2,733 % |
3,023 % |
6,960 % |
|
51 |
3,027 % |
6,094 % |
6,117 % |
2,755 % |
3,039 % |
6,932 % |
|
52 |
3,043 % |
6,083 % |
6,094 % |
2,777 % |
3,055 % |
6,905 % |
|
53 |
3,059 % |
6,073 % |
6,072 % |
2,797 % |
3,070 % |
6,879 % |
|
54 |
3,074 % |
6,062 % |
6,051 % |
2,817 % |
3,085 % |
6,854 % |
|
55 |
3,088 % |
6,053 % |
6,030 % |
2,837 % |
3,100 % |
6,830 % |
|
56 |
3,102 % |
6,043 % |
6,010 % |
2,855 % |
3,114 % |
6,806 % |
|
57 |
3,116 % |
6,034 % |
5,991 % |
2,873 % |
3,127 % |
6,783 % |
|
58 |
3,129 % |
6,025 % |
5,973 % |
2,891 % |
3,140 % |
6,761 % |
|
59 |
3,142 % |
6,016 % |
5,954 % |
2,907 % |
3,153 % |
6,740 % |
|
60 |
3,155 % |
6,008 % |
5,937 % |
2,924 % |
3,165 % |
6,719 % |
|
61 |
3,167 % |
5,999 % |
5,920 % |
2,939 % |
3,177 % |
6,699 % |
|
62 |
3,178 % |
5,991 % |
5,904 % |
2,955 % |
3,188 % |
6,680 % |
|
63 |
3,190 % |
5,984 % |
5,888 % |
2,970 % |
3,199 % |
6,661 % |
|
64 |
3,200 % |
5,976 % |
5,872 % |
2,984 % |
3,210 % |
6,643 % |
|
65 |
3,211 % |
5,969 % |
5,857 % |
2,998 % |
3,221 % |
6,626 % |
|
66 |
3,221 % |
5,962 % |
5,843 % |
3,011 % |
3,231 % |
6,609 % |
|
67 |
3,231 % |
5,955 % |
5,829 % |
3,024 % |
3,241 % |
6,592 % |
|
68 |
3,241 % |
5,949 % |
5,815 % |
3,037 % |
3,250 % |
6,576 % |
|
69 |
3,251 % |
5,942 % |
5,802 % |
3,050 % |
3,260 % |
6,560 % |
|
70 |
3,260 % |
5,936 % |
5,789 % |
3,062 % |
3,269 % |
6,545 % |
|
71 |
3,269 % |
5,930 % |
5,777 % |
3,073 % |
3,278 % |
6,530 % |
|
72 |
3,277 % |
5,924 % |
5,764 % |
3,085 % |
3,286 % |
6,516 % |
|
73 |
3,286 % |
5,918 % |
5,752 % |
3,096 % |
3,295 % |
6,502 % |
|
74 |
3,294 % |
5,912 % |
5,741 % |
3,107 % |
3,303 % |
6,489 % |
|
75 |
3,302 % |
5,907 % |
5,730 % |
3,117 % |
3,311 % |
6,475 % |
|
76 |
3,310 % |
5,902 % |
5,719 % |
3,127 % |
3,318 % |
6,462 % |
|
77 |
3,318 % |
5,896 % |
5,708 % |
3,137 % |
3,326 % |
6,450 % |
|
78 |
3,325 % |
5,891 % |
5,698 % |
3,147 % |
3,333 % |
6,438 % |
|
79 |
3,332 % |
5,886 % |
5,688 % |
3,157 % |
3,340 % |
6,426 % |
|
80 |
3,339 % |
5,882 % |
5,678 % |
3,166 % |
3,347 % |
6,414 % |
|
81 |
3,346 % |
5,877 % |
5,668 % |
3,175 % |
3,354 % |
6,403 % |
|
82 |
3,353 % |
5,872 % |
5,659 % |
3,184 % |
3,361 % |
6,392 % |
|
83 |
3,360 % |
5,868 % |
5,650 % |
3,192 % |
3,367 % |
6,381 % |
|
84 |
3,366 % |
5,863 % |
5,641 % |
3,201 % |
3,373 % |
6,370 % |
|
85 |
3,372 % |
5,859 % |
5,632 % |
3,209 % |
3,380 % |
6,360 % |
|
86 |
3,378 % |
5,855 % |
5,623 % |
3,217 % |
3,386 % |
6,350 % |
|
87 |
3,384 % |
5,851 % |
5,615 % |
3,225 % |
3,392 % |
6,340 % |
|
88 |
3,390 % |
5,847 % |
5,607 % |
3,232 % |
3,397 % |
6,331 % |
|
89 |
3,396 % |
5,843 % |
5,599 % |
3,240 % |
3,403 % |
6,321 % |
|
90 |
3,401 % |
5,839 % |
5,591 % |
3,247 % |
3,408 % |
6,312 % |
|
91 |
3,407 % |
5,835 % |
5,583 % |
3,254 % |
3,414 % |
6,303 % |
|
92 |
3,412 % |
5,832 % |
5,576 % |
3,261 % |
3,419 % |
6,295 % |
|
93 |
3,417 % |
5,828 % |
5,569 % |
3,268 % |
3,424 % |
6,286 % |
|
94 |
3,423 % |
5,825 % |
5,562 % |
3,275 % |
3,429 % |
6,278 % |
|
95 |
3,428 % |
5,821 % |
5,555 % |
3,281 % |
3,434 % |
6,269 % |
|
96 |
3,433 % |
5,818 % |
5,548 % |
3,288 % |
3,439 % |
6,261 % |
|
97 |
3,437 % |
5,815 % |
5,541 % |
3,294 % |
3,444 % |
6,253 % |
|
98 |
3,442 % |
5,811 % |
5,534 % |
3,300 % |
3,448 % |
6,246 % |
|
99 |
3,447 % |
5,808 % |
5,528 % |
3,306 % |
3,453 % |
6,238 % |
|
100 |
3,451 % |
5,805 % |
5,522 % |
3,312 % |
3,457 % |
6,231 % |
|
101 |
3,456 % |
5,802 % |
5,516 % |
3,318 % |
3,462 % |
6,223 % |
|
102 |
3,460 % |
5,799 % |
5,510 % |
3,324 % |
3,466 % |
6,216 % |
|
103 |
3,464 % |
5,796 % |
5,504 % |
3,329 % |
3,470 % |
6,209 % |
|
104 |
3,468 % |
5,794 % |
5,498 % |
3,335 % |
3,474 % |
6,203 % |
|
105 |
3,473 % |
5,791 % |
5,492 % |
3,340 % |
3,479 % |
6,196 % |
|
106 |
3,477 % |
5,788 % |
5,486 % |
3,345 % |
3,482 % |
6,189 % |
|
107 |
3,480 % |
5,785 % |
5,481 % |
3,350 % |
3,486 % |
6,183 % |
|
108 |
3,484 % |
5,783 % |
5,476 % |
3,356 % |
3,490 % |
6,176 % |
|
109 |
3,488 % |
5,780 % |
5,470 % |
3,361 % |
3,494 % |
6,170 % |
|
110 |
3,492 % |
5,777 % |
5,465 % |
3,365 % |
3,498 % |
6,164 % |
|
111 |
3,496 % |
5,775 % |
5,460 % |
3,370 % |
3,501 % |
6,158 % |
|
112 |
3,499 % |
5,773 % |
5,455 % |
3,375 % |
3,505 % |
6,152 % |
|
113 |
3,503 % |
5,770 % |
5,450 % |
3,380 % |
3,508 % |
6,146 % |
|
114 |
3,506 % |
5,768 % |
5,445 % |
3,384 % |
3,512 % |
6,141 % |
|
115 |
3,510 % |
5,765 % |
5,440 % |
3,389 % |
3,515 % |
6,135 % |
|
116 |
3,513 % |
5,763 % |
5,436 % |
3,393 % |
3,518 % |
6,130 % |
|
117 |
3,516 % |
5,761 % |
5,431 % |
3,397 % |
3,522 % |
6,124 % |
|
118 |
3,520 % |
5,759 % |
5,427 % |
3,402 % |
3,525 % |
6,119 % |
|
119 |
3,523 % |
5,756 % |
5,422 % |
3,406 % |
3,528 % |
6,114 % |
|
120 |
3,526 % |
5,754 % |
5,418 % |
3,410 % |
3,531 % |
6,109 % |
|
121 |
3,529 % |
5,752 % |
5,414 % |
3,414 % |
3,534 % |
6,104 % |
|
122 |
3,532 % |
5,750 % |
5,409 % |
3,418 % |
3,537 % |
6,099 % |
|
123 |
3,535 % |
5,748 % |
5,405 % |
3,422 % |
3,540 % |
6,094 % |
|
124 |
3,538 % |
5,746 % |
5,401 % |
3,426 % |
3,543 % |
6,089 % |
|
125 |
3,541 % |
5,744 % |
5,397 % |
3,429 % |
3,546 % |
6,084 % |
|
126 |
3,544 % |
5,742 % |
5,393 % |
3,433 % |
3,549 % |
6,080 % |
|
127 |
3,546 % |
5,740 % |
5,389 % |
3,437 % |
3,551 % |
6,075 % |
|
128 |
3,549 % |
5,738 % |
5,385 % |
3,440 % |
3,554 % |
6,070 % |
|
129 |
3,552 % |
5,737 % |
5,382 % |
3,444 % |
3,557 % |
6,066 % |
|
130 |
3,555 % |
5,735 % |
5,378 % |
3,448 % |
3,559 % |
6,062 % |
|
131 |
3,557 % |
5,733 % |
5,374 % |
3,451 % |
3,562 % |
6,057 % |
|
132 |
3,560 % |
5,731 % |
5,371 % |
3,454 % |
3,565 % |
6,053 % |
|
133 |
3,562 % |
5,729 % |
5,367 % |
3,458 % |
3,567 % |
6,049 % |
|
134 |
3,565 % |
5,728 % |
5,364 % |
3,461 % |
3,570 % |
6,045 % |
|
135 |
3,567 % |
5,726 % |
5,360 % |
3,464 % |
3,572 % |
6,041 % |
|
136 |
3,570 % |
5,724 % |
5,357 % |
3,467 % |
3,574 % |
6,037 % |
|
137 |
3,572 % |
5,723 % |
5,353 % |
3,471 % |
3,577 % |
6,033 % |
|
138 |
3,575 % |
5,721 % |
5,350 % |
3,474 % |
3,579 % |
6,029 % |
|
139 |
3,577 % |
5,720 % |
5,347 % |
3,477 % |
3,581 % |
6,025 % |
|
140 |
3,579 % |
5,718 % |
5,344 % |
3,480 % |
3,584 % |
6,021 % |
|
141 |
3,581 % |
5,716 % |
5,341 % |
3,483 % |
3,586 % |
6,018 % |
|
142 |
3,584 % |
5,715 % |
5,337 % |
3,486 % |
3,588 % |
6,014 % |
|
143 |
3,586 % |
5,713 % |
5,334 % |
3,489 % |
3,590 % |
6,010 % |
|
144 |
3,588 % |
5,712 % |
5,331 % |
3,491 % |
3,592 % |
6,007 % |
|
145 |
3,590 % |
5,710 % |
5,328 % |
3,494 % |
3,595 % |
6,003 % |
|
146 |
3,592 % |
5,709 % |
5,325 % |
3,497 % |
3,597 % |
6,000 % |
|
147 |
3,594 % |
5,708 % |
5,323 % |
3,500 % |
3,599 % |
5,997 % |
|
148 |
3,597 % |
5,706 % |
5,320 % |
3,502 % |
3,601 % |
5,993 % |
|
149 |
3,599 % |
5,705 % |
5,317 % |
3,505 % |
3,603 % |
5,990 % |
|
150 |
3,601 % |
5,703 % |
5,314 % |
3,508 % |
3,605 % |
5,987 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
4,224 % |
2,447 % |
3,159 % |
6,200 % |
1,323 % |
1,311 % |
|
2 |
4,921 % |
2,520 % |
3,149 % |
6,097 % |
1,305 % |
1,235 % |
|
3 |
5,460 % |
2,598 % |
3,167 % |
6,109 % |
1,317 % |
1,230 % |
|
4 |
5,873 % |
2,709 % |
3,194 % |
6,197 % |
1,355 % |
1,241 % |
|
5 |
6,121 % |
2,799 % |
3,227 % |
6,241 % |
1,394 % |
1,241 % |
|
6 |
6,299 % |
2,874 % |
3,246 % |
6,392 % |
1,445 % |
1,243 % |
|
7 |
6,427 % |
2,940 % |
3,253 % |
6,522 % |
1,496 % |
1,251 % |
|
8 |
6,512 % |
2,999 % |
3,255 % |
6,646 % |
1,541 % |
1,265 % |
|
9 |
6,579 % |
3,055 % |
3,267 % |
6,758 % |
1,580 % |
1,280 % |
|
10 |
6,631 % |
3,107 % |
3,299 % |
6,842 % |
1,614 % |
1,293 % |
|
11 |
6,664 % |
3,157 % |
3,355 % |
6,889 % |
1,642 % |
1,303 % |
|
12 |
6,681 % |
3,205 % |
3,414 % |
6,907 % |
1,667 % |
1,309 % |
|
13 |
6,686 % |
3,251 % |
3,463 % |
6,904 % |
1,687 % |
1,311 % |
|
14 |
6,683 % |
3,295 % |
3,503 % |
6,886 % |
1,702 % |
1,305 % |
|
15 |
6,673 % |
3,337 % |
3,537 % |
6,857 % |
1,712 % |
1,286 % |
|
16 |
6,659 % |
3,377 % |
3,568 % |
6,819 % |
1,718 % |
1,257 % |
|
17 |
6,641 % |
3,414 % |
3,596 % |
6,776 % |
1,723 % |
1,226 % |
|
18 |
6,621 % |
3,450 % |
3,621 % |
6,728 % |
1,731 % |
1,201 % |
|
19 |
6,599 % |
3,484 % |
3,644 % |
6,678 % |
1,745 % |
1,188 % |
|
20 |
6,576 % |
3,517 % |
3,664 % |
6,627 % |
1,766 % |
1,190 % |
|
21 |
6,553 % |
3,547 % |
3,682 % |
6,574 % |
1,795 % |
1,210 % |
|
22 |
6,529 % |
3,577 % |
3,698 % |
6,522 % |
1,830 % |
1,242 % |
|
23 |
6,505 % |
3,605 % |
3,712 % |
6,470 % |
1,870 % |
1,283 % |
|
24 |
6,481 % |
3,631 % |
3,725 % |
6,418 % |
1,912 % |
1,331 % |
|
25 |
6,458 % |
3,657 % |
3,736 % |
6,368 % |
1,956 % |
1,382 % |
|
26 |
6,434 % |
3,681 % |
3,746 % |
6,318 % |
2,000 % |
1,436 % |
|
27 |
6,412 % |
3,704 % |
3,755 % |
6,270 % |
2,045 % |
1,492 % |
|
28 |
6,389 % |
3,726 % |
3,764 % |
6,224 % |
2,089 % |
1,548 % |
|
29 |
6,368 % |
3,747 % |
3,771 % |
6,179 % |
2,133 % |
1,604 % |
|
30 |
6,347 % |
3,767 % |
3,778 % |
6,135 % |
2,176 % |
1,659 % |
|
31 |
6,326 % |
3,786 % |
3,784 % |
6,093 % |
2,219 % |
1,713 % |
|
32 |
6,307 % |
3,804 % |
3,790 % |
6,052 % |
2,260 % |
1,766 % |
|
33 |
6,287 % |
3,822 % |
3,795 % |
6,013 % |
2,299 % |
1,818 % |
|
34 |
6,269 % |
3,839 % |
3,800 % |
5,975 % |
2,338 % |
1,868 % |
|
35 |
6,251 % |
3,855 % |
3,805 % |
5,939 % |
2,375 % |
1,917 % |
|
36 |
6,234 % |
3,870 % |
3,809 % |
5,904 % |
2,411 % |
1,964 % |
|
37 |
6,217 % |
3,885 % |
3,812 % |
5,870 % |
2,446 % |
2,009 % |
|
38 |
6,201 % |
3,899 % |
3,816 % |
5,838 % |
2,480 % |
2,053 % |
|
39 |
6,185 % |
3,913 % |
3,819 % |
5,807 % |
2,512 % |
2,095 % |
|
40 |
6,170 % |
3,926 % |
3,822 % |
5,777 % |
2,543 % |
2,136 % |
|
41 |
6,156 % |
3,938 % |
3,825 % |
5,748 % |
2,573 % |
2,175 % |
|
42 |
6,142 % |
3,950 % |
3,828 % |
5,720 % |
2,602 % |
2,213 % |
|
43 |
6,128 % |
3,962 % |
3,830 % |
5,694 % |
2,630 % |
2,250 % |
|
44 |
6,115 % |
3,973 % |
3,832 % |
5,668 % |
2,657 % |
2,285 % |
|
45 |
6,103 % |
3,984 % |
3,835 % |
5,644 % |
2,683 % |
2,319 % |
|
46 |
6,091 % |
3,994 % |
3,837 % |
5,620 % |
2,708 % |
2,351 % |
|
47 |
6,079 % |
4,005 % |
3,838 % |
5,597 % |
2,732 % |
2,383 % |
|
48 |
6,068 % |
4,014 % |
3,840 % |
5,575 % |
2,755 % |
2,413 % |
|
49 |
6,057 % |
4,023 % |
3,842 % |
5,554 % |
2,778 % |
2,442 % |
|
50 |
6,046 % |
4,032 % |
3,844 % |
5,533 % |
2,799 % |
2,470 % |
|
51 |
6,036 % |
4,041 % |
3,845 % |
5,514 % |
2,820 % |
2,497 % |
|
52 |
6,026 % |
4,050 % |
3,846 % |
5,495 % |
2,840 % |
2,523 % |
|
53 |
6,017 % |
4,058 % |
3,848 % |
5,476 % |
2,860 % |
2,549 % |
|
54 |
6,007 % |
4,065 % |
3,849 % |
5,458 % |
2,878 % |
2,573 % |
|
55 |
5,999 % |
4,073 % |
3,850 % |
5,441 % |
2,896 % |
2,597 % |
|
56 |
5,990 % |
4,080 % |
3,851 % |
5,425 % |
2,914 % |
2,619 % |
|
57 |
5,982 % |
4,087 % |
3,852 % |
5,409 % |
2,931 % |
2,642 % |
|
58 |
5,973 % |
4,094 % |
3,853 % |
5,393 % |
2,947 % |
2,663 % |
|
59 |
5,966 % |
4,101 % |
3,854 % |
5,378 % |
2,963 % |
2,683 % |
|
60 |
5,958 % |
4,107 % |
3,855 % |
5,364 % |
2,978 % |
2,703 % |
|
61 |
5,951 % |
4,114 % |
3,856 % |
5,350 % |
2,993 % |
2,723 % |
|
62 |
5,944 % |
4,120 % |
3,857 % |
5,336 % |
3,008 % |
2,742 % |
|
63 |
5,937 % |
4,126 % |
3,858 % |
5,323 % |
3,022 % |
2,760 % |
|
64 |
5,930 % |
4,131 % |
3,859 % |
5,310 % |
3,035 % |
2,777 % |
|
65 |
5,923 % |
4,137 % |
3,859 % |
5,298 % |
3,048 % |
2,794 % |
|
66 |
5,917 % |
4,142 % |
3,860 % |
5,286 % |
3,061 % |
2,811 % |
|
67 |
5,911 % |
4,148 % |
3,861 % |
5,274 % |
3,074 % |
2,827 % |
|
68 |
5,905 % |
4,153 % |
3,862 % |
5,263 % |
3,086 % |
2,843 % |
|
69 |
5,899 % |
4,158 % |
3,862 % |
5,252 % |
3,097 % |
2,858 % |
|
70 |
5,893 % |
4,162 % |
3,863 % |
5,241 % |
3,109 % |
2,873 % |
|
71 |
5,888 % |
4,167 % |
3,863 % |
5,230 % |
3,120 % |
2,887 % |
|
72 |
5,883 % |
4,172 % |
3,864 % |
5,220 % |
3,131 % |
2,901 % |
|
73 |
5,877 % |
4,176 % |
3,865 % |
5,210 % |
3,141 % |
2,915 % |
|
74 |
5,872 % |
4,180 % |
3,865 % |
5,201 % |
3,151 % |
2,928 % |
|
75 |
5,867 % |
4,185 % |
3,866 % |
5,191 % |
3,161 % |
2,941 % |
|
76 |
5,863 % |
4,189 % |
3,866 % |
5,182 % |
3,171 % |
2,953 % |
|
77 |
5,858 % |
4,193 % |
3,867 % |
5,173 % |
3,180 % |
2,966 % |
|
78 |
5,853 % |
4,197 % |
3,867 % |
5,165 % |
3,189 % |
2,977 % |
|
79 |
5,849 % |
4,201 % |
3,868 % |
5,156 % |
3,198 % |
2,989 % |
|
80 |
5,844 % |
4,204 % |
3,868 % |
5,148 % |
3,207 % |
3,000 % |
|
81 |
5,840 % |
4,208 % |
3,868 % |
5,140 % |
3,216 % |
3,011 % |
|
82 |
5,836 % |
4,211 % |
3,869 % |
5,132 % |
3,224 % |
3,022 % |
|
83 |
5,832 % |
4,215 % |
3,869 % |
5,125 % |
3,232 % |
3,033 % |
|
84 |
5,828 % |
4,218 % |
3,870 % |
5,117 % |
3,240 % |
3,043 % |
|
85 |
5,824 % |
4,222 % |
3,870 % |
5,110 % |
3,248 % |
3,053 % |
|
86 |
5,820 % |
4,225 % |
3,870 % |
5,103 % |
3,255 % |
3,063 % |
|
87 |
5,817 % |
4,228 % |
3,871 % |
5,096 % |
3,263 % |
3,072 % |
|
88 |
5,813 % |
4,231 % |
3,871 % |
5,089 % |
3,270 % |
3,082 % |
|
89 |
5,810 % |
4,234 % |
3,871 % |
5,082 % |
3,277 % |
3,091 % |
|
90 |
5,806 % |
4,237 % |
3,872 % |
5,076 % |
3,284 % |
3,100 % |
|
91 |
5,803 % |
4,240 % |
3,872 % |
5,070 % |
3,291 % |
3,109 % |
|
92 |
5,800 % |
4,243 % |
3,872 % |
5,063 % |
3,297 % |
3,117 % |
|
93 |
5,796 % |
4,245 % |
3,873 % |
5,057 % |
3,304 % |
3,126 % |
|
94 |
5,793 % |
4,248 % |
3,873 % |
5,051 % |
3,310 % |
3,134 % |
|
95 |
5,790 % |
4,251 % |
3,873 % |
5,046 % |
3,316 % |
3,142 % |
|
96 |
5,787 % |
4,253 % |
3,874 % |
5,040 % |
3,322 % |
3,150 % |
|
97 |
5,784 % |
4,256 % |
3,874 % |
5,034 % |
3,328 % |
3,157 % |
|
98 |
5,781 % |
4,258 % |
3,874 % |
5,029 % |
3,334 % |
3,165 % |
|
99 |
5,778 % |
4,261 % |
3,874 % |
5,024 % |
3,340 % |
3,172 % |
|
100 |
5,776 % |
4,263 % |
3,875 % |
5,018 % |
3,345 % |
3,180 % |
|
101 |
5,773 % |
4,265 % |
3,875 % |
5,013 % |
3,351 % |
3,187 % |
|
102 |
5,770 % |
4,268 % |
3,875 % |
5,008 % |
3,356 % |
3,194 % |
|
103 |
5,768 % |
4,270 % |
3,875 % |
5,003 % |
3,361 % |
3,201 % |
|
104 |
5,765 % |
4,272 % |
3,876 % |
4,998 % |
3,367 % |
3,207 % |
|
105 |
5,762 % |
4,274 % |
3,876 % |
4,994 % |
3,372 % |
3,214 % |
|
106 |
5,760 % |
4,277 % |
3,876 % |
4,989 % |
3,377 % |
3,220 % |
|
107 |
5,758 % |
4,279 % |
3,876 % |
4,984 % |
3,381 % |
3,227 % |
|
108 |
5,755 % |
4,281 % |
3,877 % |
4,980 % |
3,386 % |
3,233 % |
|
109 |
5,753 % |
4,283 % |
3,877 % |
4,975 % |
3,391 % |
3,239 % |
|
110 |
5,751 % |
4,285 % |
3,877 % |
4,971 % |
3,396 % |
3,245 % |
|
111 |
5,748 % |
4,287 % |
3,877 % |
4,967 % |
3,400 % |
3,251 % |
|
112 |
5,746 % |
4,288 % |
3,877 % |
4,963 % |
3,405 % |
3,257 % |
|
113 |
5,744 % |
4,290 % |
3,878 % |
4,959 % |
3,409 % |
3,262 % |
|
114 |
5,742 % |
4,292 % |
3,878 % |
4,954 % |
3,413 % |
3,268 % |
|
115 |
5,740 % |
4,294 % |
3,878 % |
4,951 % |
3,417 % |
3,273 % |
|
116 |
5,738 % |
4,296 % |
3,878 % |
4,947 % |
3,422 % |
3,279 % |
|
117 |
5,736 % |
4,298 % |
3,878 % |
4,943 % |
3,426 % |
3,284 % |
|
118 |
5,734 % |
4,299 % |
3,879 % |
4,939 % |
3,430 % |
3,289 % |
|
119 |
5,732 % |
4,301 % |
3,879 % |
4,935 % |
3,434 % |
3,294 % |
|
120 |
5,730 % |
4,303 % |
3,879 % |
4,932 % |
3,438 % |
3,299 % |
|
121 |
5,728 % |
4,304 % |
3,879 % |
4,928 % |
3,441 % |
3,304 % |
|
122 |
5,726 % |
4,306 % |
3,879 % |
4,925 % |
3,445 % |
3,309 % |
|
123 |
5,724 % |
4,307 % |
3,879 % |
4,921 % |
3,449 % |
3,314 % |
|
124 |
5,722 % |
4,309 % |
3,880 % |
4,918 % |
3,452 % |
3,319 % |
|
125 |
5,720 % |
4,310 % |
3,880 % |
4,914 % |
3,456 % |
3,323 % |
|
126 |
5,719 % |
4,312 % |
3,880 % |
4,911 % |
3,459 % |
3,328 % |
|
127 |
5,717 % |
4,313 % |
3,880 % |
4,908 % |
3,463 % |
3,332 % |
|
128 |
5,715 % |
4,315 % |
3,880 % |
4,905 % |
3,466 % |
3,337 % |
|
129 |
5,714 % |
4,316 % |
3,880 % |
4,902 % |
3,470 % |
3,341 % |
|
130 |
5,712 % |
4,318 % |
3,881 % |
4,898 % |
3,473 % |
3,345 % |
|
131 |
5,710 % |
4,319 % |
3,881 % |
4,895 % |
3,476 % |
3,350 % |
|
132 |
5,709 % |
4,320 % |
3,881 % |
4,892 % |
3,479 % |
3,354 % |
|
133 |
5,707 % |
4,322 % |
3,881 % |
4,889 % |
3,483 % |
3,358 % |
|
134 |
5,706 % |
4,323 % |
3,881 % |
4,887 % |
3,486 % |
3,362 % |
|
135 |
5,704 % |
4,324 % |
3,881 % |
4,884 % |
3,489 % |
3,366 % |
|
136 |
5,703 % |
4,326 % |
3,881 % |
4,881 % |
3,492 % |
3,370 % |
|
137 |
5,701 % |
4,327 % |
3,882 % |
4,878 % |
3,495 % |
3,374 % |
|
138 |
5,700 % |
4,328 % |
3,882 % |
4,875 % |
3,498 % |
3,378 % |
|
139 |
5,698 % |
4,330 % |
3,882 % |
4,873 % |
3,501 % |
3,381 % |
|
140 |
5,697 % |
4,331 % |
3,882 % |
4,870 % |
3,503 % |
3,385 % |
|
141 |
5,695 % |
4,332 % |
3,882 % |
4,867 % |
3,506 % |
3,389 % |
|
142 |
5,694 % |
4,333 % |
3,882 % |
4,865 % |
3,509 % |
3,392 % |
|
143 |
5,693 % |
4,334 % |
3,882 % |
4,862 % |
3,512 % |
3,396 % |
|
144 |
5,691 % |
4,335 % |
3,882 % |
4,860 % |
3,514 % |
3,399 % |
|
145 |
5,690 % |
4,337 % |
3,883 % |
4,857 % |
3,517 % |
3,403 % |
|
146 |
5,689 % |
4,338 % |
3,883 % |
4,855 % |
3,520 % |
3,406 % |
|
147 |
5,687 % |
4,339 % |
3,883 % |
4,852 % |
3,522 % |
3,409 % |
|
148 |
5,686 % |
4,340 % |
3,883 % |
4,850 % |
3,525 % |
3,413 % |
|
149 |
5,685 % |
4,341 % |
3,883 % |
4,848 % |
3,527 % |
3,416 % |
|
150 |
5,684 % |
4,342 % |
3,883 % |
4,845 % |
3,530 % |
3,419 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
12,485 % |
1,654 % |
-0,085 % |
|
2 |
12,590 % |
1,572 % |
-0,085 % |
|
3 |
12,482 % |
1,565 % |
-0,090 % |
|
4 |
12,525 % |
1,583 % |
-0,079 % |
|
5 |
12,204 % |
1,606 % |
-0,069 % |
|
6 |
11,978 % |
1,641 % |
-0,068 % |
|
7 |
11,788 % |
1,678 % |
-0,051 % |
|
8 |
11,515 % |
1,711 % |
-0,031 % |
|
9 |
11,199 % |
1,748 % |
-0,009 % |
|
10 |
10,887 % |
1,782 % |
0,014 % |
|
11 |
10,606 % |
1,814 % |
0,041 % |
|
12 |
10,355 % |
1,844 % |
0,069 % |
|
13 |
10,128 % |
1,869 % |
0,094 % |
|
14 |
9,921 % |
1,889 % |
0,116 % |
|
15 |
9,730 % |
1,907 % |
0,137 % |
|
16 |
9,554 % |
1,923 % |
0,158 % |
|
17 |
9,390 % |
1,938 % |
0,177 % |
|
18 |
9,238 % |
1,950 % |
0,196 % |
|
19 |
9,095 % |
1,961 % |
0,213 % |
|
20 |
8,962 % |
1,970 % |
0,229 % |
|
21 |
8,837 % |
1,976 % |
0,244 % |
|
22 |
8,719 % |
1,980 % |
0,257 % |
|
23 |
8,608 % |
1,983 % |
0,268 % |
|
24 |
8,503 % |
1,986 % |
0,276 % |
|
25 |
8,405 % |
1,988 % |
0,281 % |
|
26 |
8,311 % |
1,990 % |
0,284 % |
|
27 |
8,223 % |
1,992 % |
0,288 % |
|
28 |
8,139 % |
1,993 % |
0,296 % |
|
29 |
8,060 % |
1,994 % |
0,310 % |
|
30 |
7,985 % |
1,995 % |
0,333 % |
|
31 |
7,913 % |
1,995 % |
0,365 % |
|
32 |
7,845 % |
1,994 % |
0,405 % |
|
33 |
7,781 % |
1,993 % |
0,450 % |
|
34 |
7,719 % |
1,990 % |
0,498 % |
|
35 |
7,661 % |
1,987 % |
0,549 % |
|
36 |
7,605 % |
1,982 % |
0,602 % |
|
37 |
7,551 % |
1,976 % |
0,655 % |
|
38 |
7,501 % |
1,968 % |
0,708 % |
|
39 |
7,452 % |
1,959 % |
0,762 % |
|
40 |
7,405 % |
1,947 % |
0,815 % |
|
41 |
7,361 % |
1,934 % |
0,867 % |
|
42 |
7,318 % |
1,919 % |
0,918 % |
|
43 |
7,277 % |
1,906 % |
0,969 % |
|
44 |
7,238 % |
1,893 % |
1,018 % |
|
45 |
7,201 % |
1,883 % |
1,066 % |
|
46 |
7,165 % |
1,876 % |
1,112 % |
|
47 |
7,130 % |
1,871 % |
1,158 % |
|
48 |
7,097 % |
1,870 % |
1,202 % |
|
49 |
7,065 % |
1,872 % |
1,245 % |
|
50 |
7,034 % |
1,878 % |
1,286 % |
|
51 |
7,004 % |
1,889 % |
1,326 % |
|
52 |
6,976 % |
1,902 % |
1,366 % |
|
53 |
6,948 % |
1,918 % |
1,403 % |
|
54 |
6,921 % |
1,936 % |
1,440 % |
|
55 |
6,896 % |
1,956 % |
1,476 % |
|
56 |
6,871 % |
1,976 % |
1,510 % |
|
57 |
6,847 % |
1,998 % |
1,544 % |
|
58 |
6,824 % |
2,020 % |
1,576 % |
|
59 |
6,802 % |
2,043 % |
1,608 % |
|
60 |
6,780 % |
2,066 % |
1,639 % |
|
61 |
6,759 % |
2,090 % |
1,668 % |
|
62 |
6,739 % |
2,113 % |
1,697 % |
|
63 |
6,719 % |
2,136 % |
1,725 % |
|
64 |
6,700 % |
2,159 % |
1,752 % |
|
65 |
6,682 % |
2,182 % |
1,778 % |
|
66 |
6,664 % |
2,205 % |
1,804 % |
|
67 |
6,646 % |
2,227 % |
1,829 % |
|
68 |
6,629 % |
2,249 % |
1,853 % |
|
69 |
6,613 % |
2,270 % |
1,877 % |
|
70 |
6,597 % |
2,292 % |
1,899 % |
|
71 |
6,582 % |
2,313 % |
1,922 % |
|
72 |
6,567 % |
2,333 % |
1,943 % |
|
73 |
6,552 % |
2,353 % |
1,964 % |
|
74 |
6,538 % |
2,373 % |
1,985 % |
|
75 |
6,524 % |
2,392 % |
2,005 % |
|
76 |
6,510 % |
2,411 % |
2,024 % |
|
77 |
6,497 % |
2,429 % |
2,043 % |
|
78 |
6,484 % |
2,448 % |
2,062 % |
|
79 |
6,472 % |
2,465 % |
2,080 % |
|
80 |
6,460 % |
2,483 % |
2,097 % |
|
81 |
6,448 % |
2,500 % |
2,115 % |
|
82 |
6,436 % |
2,516 % |
2,131 % |
|
83 |
6,425 % |
2,532 % |
2,148 % |
|
84 |
6,414 % |
2,548 % |
2,164 % |
|
85 |
6,403 % |
2,564 % |
2,179 % |
|
86 |
6,392 % |
2,579 % |
2,195 % |
|
87 |
6,382 % |
2,594 % |
2,209 % |
|
88 |
6,372 % |
2,609 % |
2,224 % |
|
89 |
6,362 % |
2,623 % |
2,238 % |
|
90 |
6,353 % |
2,637 % |
2,252 % |
|
91 |
6,343 % |
2,651 % |
2,266 % |
|
92 |
6,334 % |
2,664 % |
2,279 % |
|
93 |
6,325 % |
2,677 % |
2,292 % |
|
94 |
6,316 % |
2,690 % |
2,305 % |
|
95 |
6,308 % |
2,703 % |
2,317 % |
|
96 |
6,299 % |
2,715 % |
2,330 % |
|
97 |
6,291 % |
2,727 % |
2,342 % |
|
98 |
6,283 % |
2,739 % |
2,353 % |
|
99 |
6,275 % |
2,751 % |
2,365 % |
|
100 |
6,267 % |
2,762 % |
2,376 % |
|
101 |
6,259 % |
2,773 % |
2,387 % |
|
102 |
6,252 % |
2,784 % |
2,398 % |
|
103 |
6,245 % |
2,795 % |
2,409 % |
|
104 |
6,237 % |
2,805 % |
2,419 % |
|
105 |
6,230 % |
2,816 % |
2,429 % |
|
106 |
6,224 % |
2,826 % |
2,439 % |
|
107 |
6,217 % |
2,836 % |
2,449 % |
|
108 |
6,210 % |
2,846 % |
2,459 % |
|
109 |
6,204 % |
2,855 % |
2,469 % |
|
110 |
6,197 % |
2,865 % |
2,478 % |
|
111 |
6,191 % |
2,874 % |
2,487 % |
|
112 |
6,185 % |
2,883 % |
2,496 % |
|
113 |
6,179 % |
2,892 % |
2,505 % |
|
114 |
6,173 % |
2,901 % |
2,514 % |
|
115 |
6,167 % |
2,909 % |
2,522 % |
|
116 |
6,161 % |
2,918 % |
2,530 % |
|
117 |
6,155 % |
2,926 % |
2,539 % |
|
118 |
6,150 % |
2,935 % |
2,547 % |
|
119 |
6,144 % |
2,943 % |
2,555 % |
|
120 |
6,139 % |
2,951 % |
2,563 % |
|
121 |
6,134 % |
2,958 % |
2,570 % |
|
122 |
6,128 % |
2,966 % |
2,578 % |
|
123 |
6,123 % |
2,974 % |
2,585 % |
|
124 |
6,118 % |
2,981 % |
2,593 % |
|
125 |
6,113 % |
2,988 % |
2,600 % |
|
126 |
6,108 % |
2,996 % |
2,607 % |
|
127 |
6,104 % |
3,003 % |
2,614 % |
|
128 |
6,099 % |
3,010 % |
2,621 % |
|
129 |
6,094 % |
3,017 % |
2,628 % |
|
130 |
6,090 % |
3,023 % |
2,634 % |
|
131 |
6,085 % |
3,030 % |
2,641 % |
|
132 |
6,081 % |
3,036 % |
2,647 % |
|
133 |
6,076 % |
3,043 % |
2,654 % |
|
134 |
6,072 % |
3,049 % |
2,660 % |
|
135 |
6,068 % |
3,056 % |
2,666 % |
|
136 |
6,063 % |
3,062 % |
2,672 % |
|
137 |
6,059 % |
3,068 % |
2,678 % |
|
138 |
6,055 % |
3,074 % |
2,684 % |
|
139 |
6,051 % |
3,080 % |
2,690 % |
|
140 |
6,047 % |
3,086 % |
2,696 % |
|
141 |
6,043 % |
3,091 % |
2,702 % |
|
142 |
6,040 % |
3,097 % |
2,707 % |
|
143 |
6,036 % |
3,103 % |
2,713 % |
|
144 |
6,032 % |
3,108 % |
2,718 % |
|
145 |
6,028 % |
3,114 % |
2,724 % |
|
146 |
6,025 % |
3,119 % |
2,729 % |
|
147 |
6,021 % |
3,124 % |
2,734 % |
|
148 |
6,018 % |
3,130 % |
2,739 % |
|
149 |
6,014 % |
3,135 % |
2,744 % |
|
150 |
6,011 % |
3,140 % |
2,749 % |
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 |
47 |
0 |
|
4 |
0 |
2 |
47 |
5 |
3 |
48 |
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 |
59 |
5 |
11 |
54 |
0 |
|
9 |
3 |
8 |
61 |
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 |
395 |
4 |
16 |
|
2 |
0 |
0 |
0 |
0 |
244 |
4 |
23 |
|
3 |
1 |
0 |
0 |
0 |
217 |
4 |
25 |
|
4 |
2 |
0 |
0 |
0 |
189 |
4 |
26 |
|
5 |
4 |
0 |
0 |
0 |
173 |
4 |
27 |
|
6 |
5 |
0 |
0 |
0 |
170 |
4 |
29 |
|
7 |
5 |
0 |
0 |
0 |
167 |
4 |
29 |
|
8 |
7 |
0 |
1 |
0 |
171 |
2 |
30 |
|
9 |
8 |
0 |
2 |
0 |
173 |
1 |
31 |
|
10 |
8 |
0 |
3 |
0 |
175 |
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 |
23 |
0 |
4 |
|
3 |
19 |
14 |
15 |
0 |
25 |
0 |
4 |
|
4 |
21 |
16 |
17 |
0 |
26 |
0 |
4 |
|
5 |
23 |
18 |
19 |
0 |
27 |
0 |
4 |
|
6 |
25 |
19 |
20 |
0 |
29 |
0 |
4 |
|
7 |
26 |
21 |
22 |
0 |
29 |
0 |
4 |
|
8 |
28 |
22 |
23 |
1 |
30 |
0 |
4 |
|
9 |
29 |
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 |
16 |
22 |
11 |
0 |
0 |
|
3 |
47 |
19 |
18 |
26 |
15 |
0 |
0 |
|
4 |
48 |
20 |
19 |
30 |
17 |
0 |
0 |
|
5 |
51 |
22 |
21 |
34 |
19 |
0 |
0 |
|
6 |
53 |
23 |
22 |
37 |
20 |
0 |
0 |
|
7 |
54 |
25 |
24 |
38 |
22 |
0 |
0 |
|
8 |
54 |
26 |
25 |
40 |
23 |
0 |
0 |
|
9 |
51 |
28 |
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 |
37 |
0 |
10 |
0 |
0 |
10 |
|
5 |
2 |
38 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
42 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
43 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
41 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
39 |
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 |
10 |
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 |
9 |
15 |
0 |
4 |
|
8 |
0 |
11 |
0 |
10 |
15 |
0 |
4 |
|
9 |
0 |
17 |
0 |
11 |
15 |
0 |
4 |
|
10 |
0 |
17 |
0 |
12 |
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 |
233 |
554 |
1242 |
|
2 |
6 |
20 |
45 |
119 |
233 |
554 |
1001 |
|
3 |
7 |
22 |
46 |
112 |
229 |
550 |
817 |
|
4 |
8 |
25 |
49 |
115 |
228 |
549 |
676 |
|
5 |
10 |
27 |
54 |
118 |
228 |
549 |
568 |
|
6 |
11 |
30 |
57 |
123 |
228 |
549 |
549 |
|
7 |
12 |
32 |
59 |
125 |
228 |
549 |
549 |
|
8 |
12 |
33 |
59 |
124 |
228 |
549 |
549 |
|
9 |
12 |
34 |
59 |
123 |
228 |
549 |
549 |
|
10 |
13 |
35 |
59 |
123 |
228 |
549 |
549 |
|
11 |
13 |
36 |
59 |
123 |
228 |
549 |
549 |
|
12 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
13 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
14 |
14 |
38 |
59 |
123 |
228 |
549 |
549 |
|
15 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
16 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
17 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
18 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
19 |
15 |
37 |
59 |
123 |
228 |
549 |
549 |
|
20 |
16 |
37 |
59 |
123 |
228 |
549 |
549 |
|
21 |
16 |
37 |
59 |
123 |
228 |
549 |
549 |
|
22 |
17 |
37 |
59 |
123 |
228 |
549 |
549 |
|
23 |
17 |
37 |
59 |
123 |
228 |
549 |
549 |
|
24 |
19 |
37 |
59 |
123 |
228 |
549 |
549 |
|
25 |
19 |
37 |
59 |
123 |
228 |
549 |
549 |
|
26 |
20 |
37 |
59 |
123 |
228 |
549 |
549 |
|
27 |
20 |
38 |
59 |
123 |
228 |
549 |
549 |
|
28 |
21 |
38 |
59 |
123 |
228 |
549 |
549 |
|
29 |
21 |
38 |
59 |
123 |
228 |
549 |
549 |
|
30 |
23 |
38 |
59 |
123 |
228 |
549 |
549 |
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 |
240 |
561 |
1293 |
|
2 |
15 |
29 |
54 |
128 |
241 |
563 |
1042 |
|
3 |
16 |
31 |
55 |
122 |
238 |
559 |
849 |
|
4 |
17 |
34 |
57 |
123 |
237 |
558 |
702 |
|
5 |
18 |
36 |
62 |
126 |
236 |
557 |
589 |
|
6 |
19 |
37 |
65 |
130 |
236 |
557 |
557 |
|
7 |
19 |
39 |
66 |
132 |
235 |
556 |
556 |
|
8 |
19 |
39 |
65 |
130 |
234 |
555 |
555 |
|
9 |
18 |
39 |
65 |
129 |
234 |
555 |
555 |
|
10 |
18 |
40 |
64 |
128 |
233 |
554 |
554 |
|
11 |
18 |
41 |
64 |
128 |
233 |
554 |
554 |
|
12 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
13 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
14 |
18 |
41 |
62 |
126 |
231 |
552 |
552 |
|
15 |
17 |
40 |
62 |
126 |
231 |
552 |
552 |
|
16 |
17 |
40 |
61 |
125 |
230 |
551 |
551 |
|
17 |
16 |
39 |
61 |
125 |
230 |
551 |
551 |
|
18 |
16 |
39 |
61 |
125 |
230 |
551 |
551 |
|
19 |
16 |
39 |
61 |
125 |
230 |
551 |
551 |
|
20 |
17 |
40 |
61 |
125 |
230 |
551 |
551 |
|
21 |
17 |
40 |
62 |
126 |
231 |
552 |
552 |
|
22 |
17 |
40 |
62 |
126 |
231 |
552 |
552 |
|
23 |
18 |
40 |
62 |
126 |
231 |
552 |
552 |
|
24 |
19 |
41 |
62 |
126 |
231 |
552 |
552 |
|
25 |
19 |
41 |
62 |
126 |
231 |
552 |
552 |
|
26 |
20 |
41 |
62 |
126 |
231 |
552 |
552 |
|
27 |
20 |
41 |
62 |
126 |
231 |
552 |
552 |
|
28 |
21 |
41 |
62 |
126 |
231 |
552 |
552 |
|
29 |
22 |
41 |
62 |
126 |
231 |
552 |
552 |
|
30 |
23 |
40 |
62 |
126 |
231 |
552 |
552 |
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 |
45 |
119 |
233 |
554 |
1242 |
|
2 |
6 |
20 |
45 |
119 |
233 |
554 |
1001 |
|
3 |
7 |
22 |
46 |
112 |
229 |
550 |
817 |
|
4 |
8 |
25 |
48 |
114 |
228 |
549 |
676 |
|
5 |
10 |
27 |
54 |
118 |
228 |
549 |
568 |
|
6 |
11 |
30 |
57 |
122 |
228 |
549 |
549 |
|
7 |
12 |
32 |
59 |
125 |
228 |
549 |
549 |
|
8 |
12 |
33 |
58 |
124 |
228 |
549 |
549 |
|
9 |
12 |
33 |
58 |
123 |
228 |
549 |
549 |
|
10 |
13 |
35 |
59 |
123 |
228 |
549 |
549 |
|
11 |
13 |
36 |
59 |
123 |
228 |
549 |
549 |
|
12 |
14 |
36 |
59 |
123 |
228 |
549 |
549 |
|
13 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
14 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
15 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
16 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
17 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
18 |
14 |
37 |
59 |
123 |
228 |
549 |
549 |
|
19 |
15 |
37 |
59 |
123 |
228 |
549 |
549 |
|
20 |
16 |
37 |
59 |
123 |
228 |
549 |
549 |
|
21 |
16 |
37 |
59 |
123 |
228 |
549 |
549 |
|
22 |
17 |
37 |
59 |
123 |
228 |
549 |
549 |
|
23 |
17 |
37 |
59 |
123 |
228 |
549 |
549 |
|
24 |
19 |
37 |
59 |
123 |
228 |
549 |
549 |
|
25 |
19 |
37 |
59 |
123 |
228 |
549 |
549 |
|
26 |
20 |
37 |
59 |
123 |
228 |
549 |
549 |
|
27 |
20 |
37 |
59 |
123 |
228 |
549 |
549 |
|
28 |
21 |
37 |
59 |
123 |
228 |
549 |
549 |
|
29 |
21 |
37 |
59 |
123 |
228 |
549 |
549 |
|
30 |
23 |
37 |
59 |
123 |
228 |
549 |
549 |
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 |
95 |
119 |
194 |
307 |
628 |
1251 |
|
2 |
77 |
91 |
115 |
190 |
303 |
624 |
1009 |
|
3 |
80 |
96 |
119 |
186 |
302 |
623 |
825 |
|
4 |
79 |
96 |
120 |
186 |
299 |
620 |
686 |
|
5 |
79 |
96 |
123 |
187 |
297 |
618 |
618 |
|
6 |
78 |
97 |
124 |
190 |
295 |
616 |
616 |
|
7 |
77 |
97 |
124 |
190 |
293 |
614 |
614 |
|
8 |
76 |
96 |
122 |
187 |
292 |
613 |
613 |
|
9 |
75 |
96 |
121 |
186 |
290 |
612 |
612 |
|
10 |
72 |
94 |
118 |
182 |
287 |
608 |
608 |
|
11 |
70 |
92 |
115 |
179 |
284 |
605 |
605 |
|
12 |
69 |
92 |
114 |
178 |
283 |
604 |
604 |
|
13 |
68 |
91 |
113 |
177 |
282 |
603 |
603 |
|
14 |
68 |
91 |
113 |
177 |
282 |
603 |
603 |
|
15 |
68 |
91 |
112 |
176 |
281 |
602 |
602 |
|
16 |
67 |
90 |
112 |
176 |
281 |
602 |
602 |
|
17 |
67 |
90 |
111 |
175 |
280 |
601 |
601 |
|
18 |
66 |
89 |
111 |
175 |
280 |
601 |
601 |
|
19 |
65 |
88 |
110 |
174 |
279 |
600 |
600 |
|
20 |
65 |
88 |
109 |
173 |
278 |
599 |
599 |
|
21 |
64 |
87 |
109 |
172 |
277 |
598 |
598 |
|
22 |
63 |
86 |
108 |
172 |
277 |
598 |
598 |
|
23 |
62 |
85 |
107 |
171 |
276 |
597 |
597 |
|
24 |
61 |
84 |
106 |
170 |
275 |
596 |
596 |
|
25 |
60 |
83 |
105 |
169 |
274 |
595 |
595 |
|
26 |
59 |
82 |
104 |
168 |
273 |
594 |
594 |
|
27 |
58 |
81 |
103 |
167 |
272 |
593 |
593 |
|
28 |
57 |
80 |
102 |
165 |
270 |
592 |
592 |
|
29 |
56 |
79 |
101 |
164 |
269 |
590 |
590 |
|
30 |
55 |
78 |
100 |
163 |
268 |
589 |
589 |
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 |
123 |
236 |
557 |
1252 |
|
2 |
12 |
26 |
50 |
125 |
238 |
559 |
1009 |
|
3 |
14 |
29 |
52 |
119 |
236 |
556 |
824 |
|
4 |
15 |
32 |
56 |
122 |
235 |
556 |
682 |
|
5 |
17 |
35 |
61 |
125 |
235 |
556 |
573 |
|
6 |
18 |
37 |
64 |
130 |
235 |
556 |
556 |
|
7 |
19 |
39 |
66 |
132 |
235 |
556 |
556 |
|
8 |
19 |
39 |
65 |
130 |
234 |
555 |
555 |
|
9 |
18 |
39 |
65 |
129 |
234 |
555 |
555 |
|
10 |
18 |
40 |
64 |
128 |
233 |
554 |
554 |
|
11 |
19 |
41 |
64 |
128 |
233 |
554 |
554 |
|
12 |
19 |
42 |
64 |
128 |
233 |
554 |
554 |
|
13 |
19 |
42 |
64 |
128 |
233 |
554 |
554 |
|
14 |
19 |
42 |
64 |
127 |
232 |
553 |
553 |
|
15 |
19 |
42 |
63 |
127 |
232 |
553 |
553 |
|
16 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
17 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
18 |
18 |
42 |
63 |
127 |
232 |
553 |
553 |
|
19 |
19 |
42 |
63 |
127 |
232 |
553 |
553 |
|
20 |
19 |
42 |
64 |
128 |
233 |
554 |
554 |
|
21 |
19 |
42 |
64 |
128 |
233 |
554 |
554 |
|
22 |
20 |
43 |
64 |
128 |
233 |
554 |
554 |
|
23 |
20 |
43 |
64 |
128 |
233 |
554 |
554 |
|
24 |
20 |
43 |
65 |
128 |
233 |
554 |
554 |
|
25 |
20 |
43 |
65 |
128 |
233 |
554 |
554 |
|
26 |
20 |
43 |
65 |
128 |
233 |
554 |
554 |
|
27 |
20 |
43 |
64 |
128 |
233 |
554 |
554 |
|
28 |
21 |
43 |
64 |
128 |
233 |
554 |
554 |
|
29 |
22 |
43 |
64 |
128 |
233 |
554 |
554 |
|
30 |
23 |
43 |
64 |
128 |
233 |
554 |
554 |
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 |
163 |
276 |
597 |
1250 |
|
2 |
53 |
67 |
92 |
166 |
280 |
601 |
1008 |
|
3 |
58 |
74 |
97 |
164 |
280 |
601 |
822 |
|
4 |
62 |
78 |
102 |
168 |
282 |
603 |
681 |
|
5 |
64 |
82 |
108 |
172 |
282 |
603 |
603 |
|
6 |
65 |
84 |
112 |
177 |
282 |
603 |
603 |
|
7 |
66 |
86 |
113 |
179 |
282 |
603 |
603 |
|
8 |
65 |
85 |
111 |
177 |
281 |
602 |
602 |
|
9 |
64 |
85 |
110 |
174 |
279 |
600 |
600 |
|
10 |
63 |
85 |
109 |
173 |
278 |
599 |
599 |
|
11 |
62 |
84 |
108 |
171 |
276 |
597 |
597 |
|
12 |
61 |
84 |
106 |
170 |
275 |
596 |
596 |
|
13 |
60 |
83 |
105 |
169 |
274 |
595 |
595 |
|
14 |
59 |
82 |
103 |
167 |
272 |
593 |
593 |
|
15 |
58 |
81 |
102 |
166 |
271 |
592 |
592 |
|
16 |
57 |
80 |
101 |
165 |
270 |
591 |
591 |
|
17 |
56 |
79 |
101 |
164 |
269 |
590 |
590 |
|
18 |
55 |
78 |
100 |
164 |
269 |
590 |
590 |
|
19 |
54 |
78 |
99 |
163 |
268 |
589 |
589 |
|
20 |
54 |
77 |
99 |
162 |
267 |
588 |
588 |
|
21 |
53 |
76 |
98 |
162 |
267 |
588 |
588 |
|
22 |
52 |
76 |
97 |
161 |
266 |
587 |
587 |
|
23 |
52 |
75 |
96 |
160 |
265 |
586 |
586 |
|
24 |
51 |
74 |
96 |
159 |
264 |
585 |
585 |
|
25 |
50 |
73 |
95 |
159 |
264 |
585 |
585 |
|
26 |
49 |
72 |
94 |
158 |
263 |
584 |
584 |
|
27 |
48 |
71 |
93 |
157 |
262 |
583 |
583 |
|
28 |
48 |
71 |
92 |
156 |
261 |
582 |
582 |
|
29 |
47 |
70 |
91 |
155 |
260 |
581 |
581 |
|
30 |
46 |
69 |
91 |
154 |
259 |
580 |
580 |
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 |
232 |
553 |
1241 |
|
2 |
5 |
19 |
44 |
118 |
232 |
553 |
1000 |
|
3 |
6 |
22 |
45 |
112 |
228 |
549 |
816 |
|
4 |
8 |
24 |
48 |
114 |
227 |
548 |
676 |
|
5 |
9 |
27 |
53 |
117 |
227 |
548 |
568 |
|
6 |
10 |
29 |
56 |
122 |
227 |
548 |
548 |
|
7 |
11 |
31 |
58 |
124 |
227 |
548 |
548 |
|
8 |
11 |
32 |
58 |
123 |
227 |
548 |
548 |
|
9 |
11 |
33 |
58 |
122 |
227 |
548 |
548 |
|
10 |
12 |
34 |
58 |
122 |
227 |
548 |
548 |
|
11 |
13 |
35 |
58 |
122 |
227 |
548 |
548 |
|
12 |
13 |
36 |
58 |
122 |
227 |
548 |
548 |
|
13 |
13 |
36 |
58 |
122 |
227 |
548 |
548 |
|
14 |
14 |
37 |
58 |
122 |
227 |
548 |
548 |
|
15 |
13 |
37 |
58 |
122 |
227 |
548 |
548 |
|
16 |
13 |
37 |
58 |
122 |
227 |
548 |
548 |
|
17 |
13 |
37 |
58 |
122 |
227 |
548 |
548 |
|
18 |
13 |
37 |
58 |
122 |
227 |
548 |
548 |
|
19 |
15 |
37 |
58 |
122 |
227 |
548 |
548 |
|
20 |
16 |
37 |
58 |
122 |
227 |
548 |
548 |
|
21 |
16 |
37 |
58 |
122 |
227 |
548 |
548 |
|
22 |
17 |
37 |
58 |
122 |
227 |
548 |
548 |
|
23 |
17 |
37 |
58 |
122 |
227 |
548 |
548 |
|
24 |
19 |
37 |
58 |
122 |
227 |
548 |
548 |
|
25 |
19 |
37 |
58 |
122 |
227 |
548 |
548 |
|
26 |
20 |
37 |
58 |
122 |
227 |
548 |
548 |
|
27 |
20 |
37 |
58 |
122 |
227 |
548 |
548 |
|
28 |
21 |
37 |
58 |
122 |
227 |
548 |
548 |
|
29 |
21 |
37 |
58 |
122 |
227 |
548 |
548 |
|
30 |
23 |
37 |
58 |
122 |
227 |
548 |
548 |
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 |
151 |
251 |
572 |
1265 |
|
2 |
7 |
24 |
55 |
151 |
251 |
572 |
1019 |
|
3 |
8 |
26 |
55 |
136 |
247 |
568 |
831 |
|
4 |
10 |
29 |
57 |
126 |
245 |
566 |
688 |
|
5 |
11 |
31 |
58 |
115 |
244 |
565 |
578 |
|
6 |
14 |
34 |
61 |
107 |
243 |
564 |
564 |
|
7 |
16 |
37 |
62 |
100 |
242 |
563 |
563 |
|
8 |
17 |
38 |
60 |
93 |
241 |
562 |
562 |
|
9 |
20 |
45 |
64 |
87 |
240 |
561 |
561 |
|
10 |
19 |
45 |
62 |
84 |
239 |
560 |
560 |
|
11 |
18 |
44 |
60 |
84 |
238 |
559 |
559 |
|
12 |
18 |
43 |
61 |
85 |
237 |
558 |
558 |
|
13 |
18 |
44 |
61 |
85 |
236 |
557 |
557 |
|
14 |
18 |
44 |
61 |
85 |
236 |
557 |
557 |
|
15 |
18 |
44 |
61 |
85 |
235 |
556 |
556 |
|
16 |
18 |
44 |
61 |
85 |
233 |
554 |
554 |
|
17 |
18 |
44 |
61 |
85 |
232 |
554 |
554 |
|
18 |
18 |
44 |
61 |
85 |
232 |
553 |
553 |
|
19 |
18 |
44 |
61 |
85 |
232 |
553 |
553 |
|
20 |
18 |
44 |
61 |
85 |
232 |
553 |
553 |
|
21 |
18 |
44 |
61 |
85 |
232 |
553 |
553 |
|
22 |
18 |
44 |
61 |
85 |
232 |
553 |
553 |
|
23 |
18 |
44 |
61 |
85 |
232 |
553 |
553 |
|
24 |
19 |
44 |
61 |
85 |
231 |
552 |
552 |
|
25 |
19 |
44 |
61 |
85 |
231 |
552 |
552 |
|
26 |
20 |
44 |
61 |
85 |
230 |
551 |
551 |
|
27 |
20 |
44 |
61 |
85 |
230 |
551 |
551 |
|
28 |
21 |
44 |
61 |
85 |
229 |
550 |
550 |
|
29 |
21 |
44 |
61 |
85 |
229 |
550 |
550 |
|
30 |
23 |
44 |
61 |
85 |
228 |
549 |
549 |
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 |
199 |
312 |
633 |
1319 |
|
2 |
84 |
98 |
123 |
197 |
311 |
632 |
1064 |
|
3 |
83 |
98 |
122 |
188 |
305 |
626 |
869 |
|
4 |
82 |
99 |
122 |
188 |
302 |
623 |
720 |
|
5 |
81 |
99 |
125 |
189 |
299 |
620 |
620 |
|
6 |
80 |
99 |
126 |
192 |
297 |
618 |
618 |
|
7 |
79 |
98 |
125 |
192 |
294 |
615 |
615 |
|
8 |
76 |
97 |
123 |
188 |
292 |
613 |
613 |
|
9 |
74 |
95 |
120 |
185 |
290 |
611 |
611 |
|
10 |
73 |
95 |
119 |
183 |
288 |
609 |
609 |
|
11 |
72 |
94 |
118 |
181 |
286 |
607 |
607 |
|
12 |
71 |
94 |
116 |
180 |
285 |
606 |
606 |
|
13 |
70 |
93 |
114 |
178 |
283 |
604 |
604 |
|
14 |
68 |
91 |
113 |
177 |
282 |
603 |
603 |
|
15 |
67 |
90 |
112 |
175 |
280 |
601 |
601 |
|
16 |
66 |
89 |
110 |
174 |
279 |
600 |
600 |
|
17 |
65 |
88 |
109 |
173 |
278 |
599 |
599 |
|
18 |
64 |
87 |
108 |
172 |
277 |
598 |
598 |
|
19 |
63 |
86 |
107 |
171 |
276 |
597 |
597 |
|
20 |
62 |
85 |
107 |
170 |
275 |
596 |
596 |
|
21 |
61 |
84 |
106 |
170 |
274 |
596 |
596 |
|
22 |
60 |
83 |
105 |
169 |
274 |
595 |
595 |
|
23 |
59 |
82 |
104 |
168 |
273 |
594 |
594 |
|
24 |
58 |
81 |
103 |
166 |
271 |
593 |
593 |
|
25 |
57 |
80 |
102 |
165 |
270 |
591 |
591 |
|
26 |
56 |
79 |
101 |
164 |
269 |
590 |
590 |
|
27 |
55 |
78 |
100 |
163 |
268 |
589 |
589 |
|
28 |
54 |
77 |
98 |
162 |
267 |
588 |
588 |
|
29 |
53 |
76 |
97 |
161 |
266 |
587 |
587 |
|
30 |
52 |
75 |
97 |
160 |
265 |
586 |
586 |
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 |
172 |
285 |
606 |
1271 |
|
2 |
58 |
72 |
96 |
171 |
284 |
605 |
1029 |
|
3 |
58 |
73 |
96 |
163 |
280 |
601 |
841 |
|
4 |
58 |
74 |
98 |
164 |
278 |
598 |
696 |
|
5 |
58 |
75 |
101 |
165 |
276 |
597 |
597 |
|
6 |
57 |
76 |
103 |
168 |
274 |
595 |
595 |
|
7 |
56 |
76 |
103 |
169 |
272 |
593 |
593 |
|
8 |
55 |
75 |
101 |
167 |
271 |
592 |
592 |
|
9 |
53 |
75 |
100 |
164 |
269 |
590 |
590 |
|
10 |
53 |
75 |
99 |
163 |
268 |
589 |
589 |
|
11 |
52 |
75 |
98 |
162 |
267 |
588 |
588 |
|
12 |
52 |
75 |
97 |
161 |
266 |
587 |
587 |
|
13 |
52 |
75 |
96 |
160 |
265 |
586 |
586 |
|
14 |
51 |
74 |
96 |
160 |
265 |
586 |
586 |
|
15 |
50 |
73 |
95 |
159 |
264 |
585 |
585 |
|
16 |
49 |
72 |
94 |
158 |
263 |
584 |
584 |
|
17 |
49 |
72 |
93 |
157 |
262 |
583 |
583 |
|
18 |
48 |
71 |
93 |
157 |
262 |
583 |
583 |
|
19 |
48 |
71 |
92 |
156 |
261 |
582 |
582 |
|
20 |
47 |
71 |
92 |
156 |
261 |
582 |
582 |
|
21 |
47 |
70 |
92 |
156 |
261 |
582 |
582 |
|
22 |
47 |
70 |
91 |
155 |
260 |
581 |
581 |
|
23 |
46 |
69 |
91 |
155 |
260 |
581 |
581 |
|
24 |
46 |
69 |
90 |
154 |
259 |
580 |
580 |
|
25 |
45 |
68 |
90 |
153 |
258 |
579 |
579 |
|
26 |
44 |
67 |
89 |
153 |
258 |
579 |
579 |
|
27 |
44 |
67 |
88 |
152 |
257 |
578 |
578 |
|
28 |
43 |
66 |
88 |
151 |
256 |
577 |
577 |
|
29 |
42 |
65 |
87 |
151 |
256 |
577 |
577 |
|
30 |
42 |
65 |
86 |
150 |
255 |
576 |
576 |
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 |
258 |
579 |
1286 |
|
2 |
32 |
46 |
71 |
145 |
259 |
580 |
1037 |
|
3 |
32 |
47 |
71 |
137 |
254 |
575 |
846 |
|
4 |
32 |
49 |
73 |
138 |
252 |
573 |
700 |
|
5 |
33 |
51 |
77 |
141 |
251 |
572 |
588 |
|
6 |
33 |
52 |
79 |
145 |
250 |
571 |
571 |
|
7 |
34 |
53 |
80 |
146 |
249 |
570 |
570 |
|
8 |
33 |
53 |
79 |
144 |
248 |
569 |
569 |
|
9 |
32 |
53 |
78 |
143 |
248 |
569 |
569 |
|
10 |
32 |
54 |
78 |
142 |
247 |
568 |
568 |
|
11 |
32 |
54 |
77 |
141 |
246 |
567 |
567 |
|
12 |
31 |
54 |
77 |
140 |
245 |
566 |
566 |
|
13 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
14 |
30 |
54 |
75 |
139 |
244 |
565 |
565 |
|
15 |
30 |
53 |
74 |
138 |
243 |
564 |
564 |
|
16 |
29 |
52 |
74 |
137 |
242 |
563 |
563 |
|
17 |
28 |
51 |
73 |
137 |
242 |
563 |
563 |
|
18 |
28 |
51 |
73 |
137 |
242 |
563 |
563 |
|
19 |
28 |
51 |
72 |
136 |
241 |
562 |
562 |
|
20 |
28 |
51 |
73 |
136 |
241 |
562 |
562 |
|
21 |
28 |
51 |
73 |
136 |
241 |
562 |
562 |
|
22 |
28 |
51 |
73 |
136 |
241 |
562 |
562 |
|
23 |
28 |
51 |
72 |
136 |
241 |
562 |
562 |
|
24 |
27 |
51 |
72 |
136 |
241 |
562 |
562 |
|
25 |
27 |
50 |
72 |
136 |
241 |
562 |
562 |
|
26 |
27 |
50 |
72 |
135 |
240 |
562 |
562 |
|
27 |
27 |
50 |
71 |
135 |
240 |
561 |
561 |
|
28 |
26 |
50 |
71 |
135 |
240 |
561 |
561 |
|
29 |
26 |
49 |
71 |
135 |
240 |
561 |
561 |
|
30 |
26 |
49 |
71 |
134 |
239 |
560 |
560 |
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 |
100 |
213 |
534 |
1236 |
|
2 |
1 |
5 |
26 |
101 |
214 |
535 |
996 |
|
3 |
2 |
5 |
27 |
94 |
211 |
532 |
813 |
|
4 |
3 |
6 |
30 |
96 |
210 |
531 |
673 |
|
5 |
4 |
9 |
35 |
99 |
209 |
531 |
566 |
|
6 |
4 |
11 |
39 |
104 |
209 |
530 |
530 |
|
7 |
5 |
14 |
41 |
107 |
209 |
530 |
530 |
|
8 |
7 |
14 |
40 |
105 |
209 |
530 |
530 |
|
9 |
7 |
15 |
40 |
104 |
209 |
530 |
530 |
|
10 |
8 |
16 |
40 |
104 |
209 |
530 |
530 |
|
11 |
8 |
18 |
42 |
105 |
210 |
531 |
531 |
|
12 |
9 |
18 |
40 |
104 |
209 |
530 |
530 |
|
13 |
11 |
19 |
41 |
105 |
210 |
531 |
531 |
|
14 |
11 |
19 |
41 |
105 |
210 |
531 |
531 |
|
15 |
12 |
18 |
40 |
104 |
209 |
530 |
530 |
|
16 |
12 |
17 |
39 |
103 |
208 |
529 |
529 |
|
17 |
13 |
17 |
39 |
103 |
208 |
529 |
529 |
|
18 |
13 |
17 |
39 |
103 |
208 |
529 |
529 |
|
19 |
15 |
18 |
39 |
103 |
208 |
529 |
529 |
|
20 |
15 |
18 |
40 |
104 |
209 |
530 |
530 |
|
21 |
16 |
19 |
40 |
104 |
209 |
530 |
530 |
|
22 |
17 |
20 |
40 |
104 |
209 |
530 |
530 |
|
23 |
17 |
21 |
40 |
104 |
209 |
530 |
530 |
|
24 |
19 |
21 |
40 |
104 |
209 |
530 |
530 |
|
25 |
19 |
22 |
40 |
104 |
209 |
530 |
530 |
|
26 |
20 |
24 |
41 |
104 |
209 |
530 |
530 |
|
27 |
20 |
24 |
42 |
104 |
209 |
530 |
530 |
|
28 |
21 |
25 |
44 |
103 |
208 |
530 |
530 |
|
29 |
21 |
25 |
46 |
103 |
208 |
529 |
529 |
|
30 |
22 |
26 |
47 |
103 |
208 |
529 |
529 |
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 |
86 |
160 |
274 |
595 |
1266 |
|
2 |
47 |
61 |
86 |
160 |
274 |
595 |
1020 |
|
3 |
47 |
63 |
86 |
153 |
269 |
590 |
832 |
|
4 |
48 |
64 |
88 |
154 |
267 |
588 |
689 |
|
5 |
48 |
66 |
92 |
156 |
266 |
587 |
587 |
|
6 |
48 |
67 |
94 |
160 |
265 |
586 |
586 |
|
7 |
48 |
68 |
95 |
161 |
264 |
585 |
585 |
|
8 |
47 |
68 |
94 |
159 |
263 |
584 |
584 |
|
9 |
46 |
68 |
93 |
157 |
262 |
583 |
583 |
|
10 |
46 |
68 |
92 |
156 |
261 |
582 |
582 |
|
11 |
46 |
68 |
91 |
155 |
260 |
581 |
581 |
|
12 |
45 |
68 |
91 |
154 |
259 |
580 |
580 |
|
13 |
45 |
68 |
90 |
154 |
259 |
580 |
580 |
|
14 |
45 |
68 |
89 |
153 |
258 |
579 |
579 |
|
15 |
44 |
67 |
89 |
152 |
257 |
578 |
578 |
|
16 |
43 |
66 |
88 |
151 |
256 |
577 |
577 |
|
17 |
42 |
65 |
87 |
151 |
256 |
577 |
577 |
|
18 |
42 |
65 |
87 |
150 |
255 |
576 |
576 |
|
19 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
20 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
21 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
22 |
41 |
64 |
85 |
149 |
254 |
575 |
575 |
|
23 |
40 |
63 |
85 |
149 |
254 |
575 |
575 |
|
24 |
40 |
63 |
84 |
148 |
253 |
574 |
574 |
|
25 |
39 |
62 |
84 |
147 |
252 |
573 |
573 |
|
26 |
38 |
61 |
83 |
147 |
252 |
573 |
573 |
|
27 |
38 |
61 |
82 |
146 |
251 |
572 |
572 |
|
28 |
37 |
60 |
82 |
145 |
250 |
571 |
571 |
|
29 |
36 |
59 |
81 |
145 |
250 |
571 |
571 |
|
30 |
36 |
59 |
80 |
144 |
249 |
570 |
570 |
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 |
130 |
243 |
564 |
1271 |
|
2 |
21 |
35 |
59 |
134 |
247 |
568 |
1025 |
|
3 |
25 |
40 |
63 |
130 |
247 |
567 |
836 |
|
4 |
28 |
45 |
68 |
134 |
248 |
569 |
692 |
|
5 |
31 |
49 |
75 |
139 |
249 |
570 |
582 |
|
6 |
30 |
49 |
76 |
142 |
247 |
568 |
568 |
|
7 |
35 |
55 |
82 |
148 |
250 |
572 |
572 |
|
8 |
33 |
54 |
80 |
145 |
249 |
570 |
570 |
|
9 |
34 |
56 |
81 |
145 |
250 |
571 |
571 |
|
10 |
36 |
58 |
82 |
146 |
251 |
572 |
572 |
|
11 |
38 |
60 |
83 |
147 |
252 |
573 |
573 |
|
12 |
39 |
62 |
84 |
148 |
253 |
574 |
574 |
|
13 |
40 |
63 |
84 |
148 |
253 |
574 |
574 |
|
14 |
40 |
63 |
85 |
149 |
254 |
575 |
575 |
|
15 |
40 |
63 |
85 |
149 |
254 |
575 |
575 |
|
16 |
40 |
63 |
84 |
148 |
253 |
574 |
574 |
|
17 |
40 |
63 |
84 |
148 |
253 |
574 |
574 |
|
18 |
39 |
62 |
84 |
147 |
252 |
573 |
573 |
|
19 |
39 |
62 |
83 |
147 |
252 |
573 |
573 |
|
20 |
39 |
62 |
83 |
147 |
252 |
573 |
573 |
|
21 |
38 |
62 |
83 |
147 |
252 |
573 |
573 |
|
22 |
38 |
61 |
83 |
147 |
252 |
573 |
573 |
|
23 |
38 |
61 |
83 |
146 |
251 |
572 |
572 |
|
24 |
38 |
61 |
82 |
146 |
251 |
572 |
572 |
|
25 |
37 |
60 |
82 |
146 |
251 |
572 |
572 |
|
26 |
37 |
60 |
81 |
145 |
250 |
571 |
571 |
|
27 |
36 |
59 |
81 |
145 |
250 |
571 |
571 |
|
28 |
36 |
59 |
80 |
144 |
249 |
570 |
570 |
|
29 |
35 |
58 |
80 |
144 |
249 |
570 |
570 |
|
30 |
35 |
58 |
79 |
143 |
248 |
569 |
569 |
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 |
243 |
564 |
1287 |
|
2 |
17 |
31 |
56 |
130 |
244 |
565 |
1037 |
|
3 |
19 |
35 |
58 |
125 |
241 |
562 |
846 |
|
4 |
21 |
37 |
61 |
127 |
240 |
561 |
700 |
|
5 |
22 |
40 |
66 |
130 |
240 |
561 |
588 |
|
6 |
23 |
42 |
70 |
135 |
240 |
561 |
561 |
|
7 |
24 |
44 |
71 |
137 |
240 |
561 |
561 |
|
8 |
24 |
45 |
71 |
136 |
240 |
561 |
561 |
|
9 |
25 |
46 |
71 |
135 |
240 |
561 |
561 |
|
10 |
25 |
47 |
71 |
135 |
240 |
561 |
561 |
|
11 |
26 |
48 |
72 |
135 |
240 |
561 |
561 |
|
12 |
26 |
49 |
72 |
135 |
240 |
562 |
562 |
|
13 |
27 |
50 |
72 |
136 |
241 |
562 |
562 |
|
14 |
27 |
50 |
72 |
136 |
241 |
562 |
562 |
|
15 |
27 |
50 |
72 |
136 |
241 |
562 |
562 |
|
16 |
27 |
50 |
72 |
135 |
240 |
561 |
561 |
|
17 |
27 |
50 |
72 |
135 |
240 |
562 |
562 |
|
18 |
27 |
50 |
72 |
135 |
240 |
561 |
561 |
|
19 |
27 |
50 |
72 |
135 |
240 |
561 |
561 |
|
20 |
27 |
50 |
72 |
135 |
240 |
562 |
562 |
|
21 |
27 |
50 |
72 |
135 |
240 |
561 |
561 |
|
22 |
27 |
50 |
71 |
135 |
240 |
561 |
561 |
|
23 |
26 |
49 |
71 |
135 |
240 |
561 |
561 |
|
24 |
26 |
49 |
71 |
134 |
239 |
560 |
560 |
|
25 |
25 |
49 |
70 |
134 |
239 |
560 |
560 |
|
26 |
25 |
48 |
70 |
134 |
239 |
560 |
560 |
|
27 |
25 |
48 |
69 |
133 |
238 |
559 |
559 |
|
28 |
24 |
47 |
69 |
133 |
238 |
559 |
559 |
|
29 |
24 |
47 |
69 |
132 |
237 |
558 |
558 |
|
30 |
24 |
47 |
68 |
132 |
237 |
558 |
558 |
2.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
50 |
65 |
89 |
164 |
277 |
598 |
1281 |
|
2 |
53 |
67 |
92 |
166 |
280 |
601 |
1033 |
|
3 |
57 |
72 |
96 |
163 |
279 |
600 |
844 |
|
4 |
59 |
76 |
100 |
166 |
279 |
600 |
700 |
|
5 |
61 |
79 |
105 |
169 |
279 |
600 |
600 |
|
6 |
63 |
82 |
109 |
174 |
280 |
601 |
601 |
|
7 |
64 |
84 |
111 |
177 |
280 |
601 |
601 |
|
8 |
63 |
84 |
110 |
175 |
279 |
600 |
600 |
|
9 |
63 |
84 |
109 |
174 |
279 |
600 |
600 |
|
10 |
64 |
86 |
110 |
174 |
279 |
600 |
600 |
|
11 |
64 |
86 |
109 |
173 |
278 |
599 |
599 |
|
12 |
64 |
86 |
109 |
173 |
278 |
599 |
599 |
|
13 |
63 |
86 |
108 |
172 |
277 |
598 |
598 |
|
14 |
62 |
86 |
107 |
171 |
276 |
597 |
597 |
|
15 |
62 |
85 |
106 |
170 |
275 |
596 |
596 |
|
16 |
61 |
84 |
105 |
169 |
274 |
595 |
595 |
|
17 |
60 |
83 |
105 |
168 |
273 |
595 |
595 |
|
18 |
59 |
82 |
104 |
168 |
273 |
594 |
594 |
|
19 |
59 |
82 |
103 |
167 |
272 |
593 |
593 |
|
20 |
58 |
81 |
103 |
166 |
271 |
592 |
592 |
|
21 |
57 |
80 |
102 |
166 |
271 |
592 |
592 |
|
22 |
56 |
79 |
101 |
165 |
270 |
591 |
591 |
|
23 |
55 |
79 |
100 |
164 |
269 |
590 |
590 |
|
24 |
55 |
78 |
99 |
163 |
268 |
589 |
589 |
|
25 |
54 |
77 |
98 |
162 |
267 |
588 |
588 |
|
26 |
53 |
76 |
97 |
161 |
266 |
587 |
587 |
|
27 |
52 |
75 |
96 |
160 |
265 |
586 |
586 |
|
28 |
51 |
74 |
96 |
159 |
264 |
585 |
585 |
|
29 |
50 |
73 |
95 |
159 |
263 |
585 |
585 |
|
30 |
49 |
72 |
94 |
158 |
263 |
584 |
584 |
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 |
195 |
308 |
629 |
1331 |
|
2 |
86 |
100 |
125 |
199 |
313 |
634 |
1079 |
|
3 |
88 |
103 |
126 |
193 |
309 |
630 |
883 |
|
4 |
88 |
105 |
128 |
194 |
308 |
629 |
732 |
|
5 |
91 |
109 |
135 |
199 |
309 |
630 |
630 |
|
6 |
93 |
112 |
139 |
205 |
310 |
631 |
631 |
|
7 |
95 |
114 |
141 |
208 |
310 |
631 |
631 |
|
8 |
96 |
116 |
142 |
207 |
311 |
632 |
632 |
|
9 |
96 |
117 |
143 |
207 |
312 |
633 |
633 |
|
10 |
97 |
119 |
143 |
207 |
312 |
633 |
633 |
|
11 |
97 |
119 |
142 |
206 |
311 |
632 |
632 |
|
12 |
96 |
119 |
142 |
205 |
310 |
631 |
631 |
|
13 |
96 |
118 |
140 |
204 |
309 |
630 |
630 |
|
14 |
94 |
117 |
139 |
203 |
308 |
629 |
629 |
|
15 |
93 |
116 |
137 |
201 |
306 |
627 |
627 |
|
16 |
91 |
114 |
136 |
200 |
305 |
626 |
626 |
|
17 |
90 |
113 |
135 |
198 |
303 |
625 |
625 |
|
18 |
89 |
112 |
133 |
197 |
302 |
623 |
623 |
|
19 |
87 |
110 |
132 |
196 |
301 |
622 |
622 |
|
20 |
86 |
109 |
131 |
194 |
299 |
620 |
620 |
|
21 |
85 |
108 |
129 |
193 |
298 |
619 |
619 |
|
22 |
83 |
106 |
128 |
192 |
297 |
618 |
618 |
|
23 |
81 |
105 |
126 |
190 |
295 |
616 |
616 |
|
24 |
80 |
103 |
125 |
188 |
293 |
614 |
614 |
|
25 |
78 |
101 |
123 |
187 |
292 |
613 |
613 |
|
26 |
77 |
100 |
121 |
185 |
290 |
611 |
611 |
|
27 |
75 |
98 |
120 |
184 |
289 |
610 |
610 |
|
28 |
74 |
97 |
118 |
182 |
287 |
608 |
608 |
|
29 |
72 |
95 |
117 |
181 |
286 |
607 |
607 |
|
30 |
71 |
94 |
115 |
179 |
284 |
605 |
605 |
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 |
123 |
236 |
557 |
1290 |
|
2 |
13 |
27 |
51 |
126 |
239 |
560 |
1038 |
|
3 |
16 |
31 |
55 |
121 |
238 |
559 |
846 |
|
4 |
19 |
35 |
59 |
125 |
239 |
560 |
700 |
|
5 |
22 |
39 |
65 |
129 |
240 |
561 |
588 |
|
6 |
23 |
42 |
69 |
135 |
240 |
561 |
561 |
|
7 |
25 |
44 |
71 |
138 |
240 |
561 |
561 |
|
8 |
25 |
45 |
71 |
136 |
240 |
561 |
561 |
|
9 |
25 |
46 |
71 |
135 |
240 |
561 |
561 |
|
10 |
25 |
47 |
71 |
135 |
240 |
561 |
561 |
|
11 |
26 |
48 |
71 |
135 |
240 |
561 |
561 |
|
12 |
26 |
49 |
71 |
135 |
240 |
561 |
561 |
|
13 |
26 |
49 |
70 |
134 |
239 |
560 |
560 |
|
14 |
25 |
48 |
70 |
134 |
239 |
560 |
560 |
|
15 |
24 |
48 |
69 |
133 |
238 |
559 |
559 |
|
16 |
24 |
47 |
68 |
132 |
237 |
558 |
558 |
|
17 |
23 |
46 |
68 |
132 |
237 |
558 |
558 |
|
18 |
23 |
46 |
67 |
131 |
236 |
557 |
557 |
|
19 |
23 |
46 |
67 |
131 |
236 |
557 |
557 |
|
20 |
23 |
46 |
67 |
131 |
236 |
557 |
557 |
|
21 |
23 |
46 |
68 |
131 |
236 |
557 |
557 |
|
22 |
23 |
46 |
68 |
131 |
236 |
557 |
557 |
|
23 |
23 |
46 |
68 |
131 |
236 |
557 |
557 |
|
24 |
23 |
46 |
67 |
131 |
236 |
557 |
557 |
|
25 |
23 |
46 |
67 |
131 |
236 |
557 |
557 |
|
26 |
22 |
46 |
67 |
131 |
236 |
557 |
557 |
|
27 |
22 |
45 |
67 |
131 |
236 |
557 |
557 |
|
28 |
22 |
45 |
67 |
131 |
236 |
557 |
557 |
|
29 |
22 |
45 |
67 |
130 |
235 |
556 |
556 |
|
30 |
23 |
45 |
66 |
130 |
235 |
556 |
556 |
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 |
322 |
643 |
1359 |
|
2 |
95 |
110 |
134 |
209 |
322 |
643 |
1100 |
|
3 |
96 |
112 |
135 |
202 |
318 |
639 |
900 |
|
4 |
97 |
114 |
138 |
204 |
317 |
638 |
747 |
|
5 |
98 |
116 |
142 |
206 |
316 |
637 |
637 |
|
6 |
99 |
118 |
145 |
210 |
316 |
637 |
637 |
|
7 |
99 |
119 |
146 |
212 |
315 |
636 |
636 |
|
8 |
99 |
120 |
146 |
211 |
315 |
636 |
636 |
|
9 |
98 |
120 |
145 |
209 |
314 |
635 |
635 |
|
10 |
97 |
119 |
143 |
207 |
312 |
633 |
633 |
|
11 |
96 |
119 |
142 |
206 |
311 |
632 |
632 |
|
12 |
95 |
118 |
140 |
204 |
309 |
630 |
630 |
|
13 |
93 |
116 |
138 |
202 |
307 |
628 |
628 |
|
14 |
92 |
115 |
136 |
200 |
305 |
626 |
626 |
|
15 |
90 |
113 |
134 |
198 |
303 |
624 |
624 |
|
16 |
88 |
111 |
132 |
196 |
301 |
622 |
622 |
|
17 |
86 |
109 |
131 |
195 |
300 |
621 |
621 |
|
18 |
84 |
108 |
129 |
193 |
298 |
619 |
619 |
|
19 |
83 |
106 |
128 |
192 |
297 |
618 |
618 |
|
20 |
82 |
105 |
127 |
191 |
296 |
617 |
617 |
|
21 |
81 |
104 |
126 |
189 |
294 |
616 |
616 |
|
22 |
80 |
103 |
125 |
188 |
293 |
614 |
614 |
|
23 |
79 |
102 |
123 |
187 |
292 |
613 |
613 |
|
24 |
77 |
101 |
122 |
186 |
291 |
612 |
612 |
|
25 |
76 |
99 |
121 |
185 |
290 |
611 |
611 |
|
26 |
75 |
98 |
120 |
184 |
289 |
610 |
610 |
|
27 |
74 |
97 |
119 |
182 |
287 |
608 |
608 |
|
28 |
73 |
96 |
117 |
181 |
286 |
607 |
607 |
|
29 |
72 |
95 |
116 |
180 |
285 |
606 |
606 |
|
30 |
71 |
94 |
115 |
179 |
284 |
605 |
605 |
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 |
334 |
348 |
373 |
448 |
561 |
882 |
1387 |
|
2 |
83 |
97 |
121 |
196 |
309 |
630 |
1114 |
|
3 |
86 |
101 |
125 |
191 |
308 |
629 |
908 |
|
4 |
90 |
106 |
130 |
196 |
309 |
630 |
751 |
|
5 |
92 |
110 |
136 |
200 |
310 |
631 |
631 |
|
6 |
94 |
112 |
140 |
205 |
311 |
632 |
632 |
|
7 |
95 |
115 |
142 |
208 |
311 |
632 |
632 |
|
8 |
96 |
116 |
142 |
208 |
312 |
633 |
633 |
|
9 |
96 |
118 |
143 |
207 |
312 |
633 |
633 |
|
10 |
97 |
118 |
143 |
207 |
312 |
633 |
633 |
|
11 |
97 |
119 |
143 |
206 |
311 |
632 |
632 |
|
12 |
98 |
120 |
143 |
207 |
312 |
633 |
633 |
|
13 |
98 |
121 |
143 |
207 |
312 |
633 |
633 |
|
14 |
99 |
122 |
144 |
207 |
312 |
633 |
633 |
|
15 |
100 |
123 |
144 |
208 |
313 |
634 |
634 |
|
16 |
100 |
124 |
145 |
209 |
314 |
635 |
635 |
|
17 |
101 |
125 |
146 |
210 |
315 |
636 |
636 |
|
18 |
102 |
126 |
147 |
211 |
316 |
637 |
637 |
|
19 |
103 |
126 |
148 |
212 |
317 |
638 |
638 |
|
20 |
104 |
127 |
149 |
212 |
317 |
638 |
638 |
|
21 |
104 |
127 |
149 |
213 |
318 |
639 |
639 |
|
22 |
104 |
127 |
148 |
212 |
317 |
638 |
638 |
|
23 |
103 |
126 |
148 |
212 |
317 |
638 |
638 |
|
24 |
102 |
125 |
147 |
211 |
316 |
637 |
637 |
|
25 |
101 |
124 |
146 |
210 |
315 |
636 |
636 |
|
26 |
100 |
123 |
145 |
209 |
314 |
635 |
635 |
|
27 |
99 |
122 |
143 |
207 |
312 |
633 |
633 |
|
28 |
97 |
121 |
142 |
206 |
311 |
632 |
632 |
|
29 |
96 |
119 |
141 |
205 |
310 |
631 |
631 |
|
30 |
95 |
118 |
139 |
203 |
308 |
629 |
629 |
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 |
224 |
545 |
1258 |
|
2 |
1 |
11 |
36 |
110 |
224 |
545 |
1014 |
|
3 |
2 |
13 |
36 |
103 |
220 |
541 |
827 |
|
4 |
3 |
15 |
38 |
104 |
218 |
539 |
685 |
|
5 |
4 |
16 |
43 |
107 |
217 |
538 |
575 |
|
6 |
5 |
18 |
45 |
111 |
216 |
537 |
537 |
|
7 |
5 |
19 |
46 |
113 |
215 |
536 |
536 |
|
8 |
7 |
19 |
45 |
110 |
215 |
536 |
536 |
|
9 |
7 |
19 |
44 |
109 |
213 |
535 |
535 |
|
10 |
8 |
20 |
44 |
108 |
213 |
534 |
534 |
|
11 |
8 |
21 |
44 |
108 |
213 |
534 |
534 |
|
12 |
9 |
22 |
44 |
108 |
213 |
534 |
534 |
|
13 |
11 |
22 |
44 |
108 |
213 |
534 |
534 |
|
14 |
11 |
23 |
44 |
108 |
213 |
534 |
534 |
|
15 |
12 |
23 |
44 |
108 |
213 |
534 |
534 |
|
16 |
12 |
23 |
44 |
108 |
213 |
534 |
534 |
|
17 |
13 |
23 |
45 |
109 |
214 |
535 |
535 |
|
18 |
15 |
24 |
45 |
109 |
214 |
535 |
535 |
|
19 |
15 |
24 |
46 |
110 |
215 |
536 |
536 |
|
20 |
16 |
25 |
47 |
111 |
216 |
537 |
537 |
|
21 |
16 |
26 |
48 |
112 |
217 |
538 |
538 |
|
22 |
17 |
27 |
48 |
112 |
217 |
538 |
538 |
|
23 |
17 |
27 |
49 |
113 |
218 |
539 |
539 |
|
24 |
19 |
28 |
49 |
113 |
218 |
539 |
539 |
|
25 |
19 |
28 |
50 |
114 |
219 |
540 |
540 |
|
26 |
20 |
29 |
50 |
114 |
219 |
540 |
540 |
|
27 |
20 |
29 |
51 |
114 |
219 |
540 |
540 |
|
28 |
21 |
29 |
51 |
115 |
220 |
541 |
541 |
|
29 |
22 |
30 |
51 |
115 |
220 |
541 |
541 |
|
30 |
23 |
30 |
51 |
115 |
220 |
541 |
541 |
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 |
166 |
279 |
600 |
1273 |
|
2 |
54 |
68 |
92 |
167 |
280 |
601 |
1026 |
|
3 |
55 |
70 |
93 |
160 |
276 |
597 |
837 |
|
4 |
55 |
71 |
95 |
161 |
275 |
596 |
693 |
|
5 |
56 |
73 |
99 |
163 |
274 |
595 |
595 |
|
6 |
56 |
75 |
102 |
168 |
273 |
594 |
594 |
|
7 |
56 |
76 |
103 |
169 |
272 |
593 |
593 |
|
8 |
55 |
76 |
102 |
167 |
271 |
592 |
592 |
|
9 |
55 |
76 |
101 |
165 |
270 |
591 |
591 |
|
10 |
54 |
76 |
100 |
164 |
269 |
590 |
590 |
|
11 |
53 |
75 |
99 |
163 |
268 |
589 |
589 |
|
12 |
52 |
75 |
97 |
161 |
266 |
587 |
587 |
|
13 |
51 |
74 |
96 |
160 |
264 |
586 |
586 |
|
14 |
50 |
73 |
94 |
158 |
263 |
584 |
584 |
|
15 |
48 |
71 |
93 |
157 |
262 |
583 |
583 |
|
16 |
47 |
70 |
91 |
155 |
260 |
581 |
581 |
|
17 |
45 |
69 |
90 |
154 |
259 |
580 |
580 |
|
18 |
44 |
67 |
89 |
153 |
258 |
579 |
579 |
|
19 |
43 |
67 |
88 |
152 |
257 |
578 |
578 |
|
20 |
43 |
66 |
88 |
151 |
256 |
578 |
578 |
|
21 |
42 |
65 |
87 |
151 |
256 |
577 |
577 |
|
22 |
42 |
65 |
86 |
150 |
255 |
576 |
576 |
|
23 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
24 |
40 |
63 |
85 |
149 |
254 |
575 |
575 |
|
25 |
40 |
63 |
84 |
148 |
253 |
574 |
574 |
|
26 |
39 |
62 |
84 |
147 |
252 |
574 |
574 |
|
27 |
38 |
61 |
83 |
147 |
252 |
573 |
573 |
|
28 |
38 |
61 |
82 |
146 |
251 |
572 |
572 |
|
29 |
37 |
60 |
82 |
145 |
250 |
572 |
572 |
|
30 |
36 |
59 |
81 |
145 |
250 |
571 |
571 |
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 |
343 |
664 |
1378 |
|
2 |
117 |
131 |
156 |
230 |
344 |
665 |
1111 |
|
3 |
119 |
135 |
158 |
225 |
341 |
662 |
907 |
|
4 |
121 |
138 |
162 |
228 |
341 |
662 |
752 |
|
5 |
123 |
141 |
167 |
231 |
341 |
662 |
662 |
|
6 |
124 |
143 |
170 |
235 |
341 |
662 |
662 |
|
7 |
125 |
144 |
171 |
237 |
340 |
661 |
661 |
|
8 |
124 |
144 |
170 |
235 |
339 |
660 |
660 |
|
9 |
123 |
144 |
169 |
234 |
339 |
660 |
660 |
|
10 |
123 |
144 |
169 |
233 |
338 |
659 |
659 |
|
11 |
122 |
144 |
167 |
231 |
336 |
657 |
657 |
|
12 |
120 |
143 |
166 |
229 |
334 |
655 |
655 |
|
13 |
119 |
142 |
164 |
227 |
332 |
654 |
654 |
|
14 |
117 |
140 |
162 |
225 |
330 |
651 |
651 |
|
15 |
115 |
138 |
159 |
223 |
328 |
649 |
649 |
|
16 |
112 |
135 |
157 |
221 |
326 |
647 |
647 |
|
17 |
110 |
133 |
155 |
219 |
324 |
645 |
645 |
|
18 |
108 |
131 |
153 |
216 |
321 |
642 |
642 |
|
19 |
106 |
129 |
151 |
214 |
319 |
640 |
640 |
|
20 |
104 |
127 |
149 |
213 |
318 |
639 |
639 |
|
21 |
102 |
126 |
147 |
211 |
316 |
637 |
637 |
|
22 |
101 |
124 |
145 |
209 |
314 |
635 |
635 |
|
23 |
99 |
122 |
143 |
207 |
312 |
633 |
633 |
|
24 |
97 |
120 |
142 |
205 |
310 |
632 |
632 |
|
25 |
95 |
118 |
140 |
204 |
309 |
630 |
630 |
|
26 |
93 |
116 |
138 |
202 |
307 |
628 |
628 |
|
27 |
92 |
115 |
136 |
200 |
305 |
626 |
626 |
|
28 |
90 |
113 |
135 |
198 |
303 |
625 |
625 |
|
29 |
88 |
111 |
133 |
197 |
302 |
623 |
623 |
|
30 |
87 |
110 |
131 |
195 |
300 |
621 |
621 |
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 |
209 |
284 |
397 |
718 |
1334 |
|
2 |
180 |
194 |
218 |
293 |
406 |
727 |
1084 |
|
3 |
185 |
200 |
224 |
290 |
407 |
728 |
890 |
|
4 |
188 |
204 |
228 |
294 |
407 |
728 |
740 |
|
5 |
189 |
207 |
233 |
297 |
407 |
728 |
728 |
|
6 |
189 |
207 |
235 |
300 |
406 |
727 |
727 |
|
7 |
189 |
208 |
235 |
302 |
404 |
725 |
725 |
|
8 |
187 |
208 |
234 |
299 |
403 |
724 |
724 |
|
9 |
186 |
207 |
232 |
296 |
401 |
722 |
722 |
|
10 |
185 |
207 |
231 |
295 |
400 |
721 |
721 |
|
11 |
184 |
206 |
229 |
293 |
398 |
719 |
719 |
|
12 |
182 |
204 |
227 |
290 |
395 |
717 |
717 |
|
13 |
179 |
202 |
224 |
288 |
393 |
714 |
714 |
|
14 |
176 |
199 |
221 |
285 |
390 |
711 |
711 |
|
15 |
173 |
196 |
218 |
281 |
386 |
707 |
707 |
|
16 |
170 |
193 |
214 |
278 |
383 |
704 |
704 |
|
17 |
167 |
190 |
211 |
275 |
380 |
701 |
701 |
|
18 |
164 |
187 |
208 |
272 |
377 |
698 |
698 |
|
19 |
160 |
184 |
205 |
269 |
374 |
695 |
695 |
|
20 |
158 |
181 |
202 |
266 |
371 |
692 |
692 |
|
21 |
154 |
178 |
199 |
263 |
368 |
689 |
689 |
|
22 |
151 |
174 |
196 |
260 |
365 |
686 |
686 |
|
23 |
148 |
171 |
193 |
257 |
362 |
683 |
683 |
|
24 |
145 |
168 |
190 |
254 |
359 |
680 |
680 |
|
25 |
142 |
165 |
187 |
251 |
356 |
677 |
677 |
|
26 |
139 |
162 |
184 |
248 |
353 |
674 |
674 |
|
27 |
136 |
159 |
181 |
245 |
350 |
671 |
671 |
|
28 |
133 |
156 |
178 |
242 |
347 |
668 |
668 |
|
29 |
131 |
154 |
175 |
239 |
344 |
665 |
665 |
|
30 |
128 |
151 |
172 |
236 |
341 |
662 |
662 |
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 |
257 |
578 |
1299 |
|
2 |
31 |
45 |
70 |
144 |
258 |
579 |
1048 |
|
3 |
32 |
47 |
71 |
137 |
254 |
575 |
855 |
|
4 |
33 |
49 |
73 |
139 |
253 |
574 |
709 |
|
5 |
34 |
52 |
78 |
142 |
252 |
573 |
596 |
|
6 |
34 |
53 |
80 |
146 |
251 |
572 |
572 |
|
7 |
35 |
54 |
81 |
148 |
250 |
571 |
571 |
|
8 |
34 |
54 |
80 |
145 |
249 |
570 |
570 |
|
9 |
33 |
54 |
79 |
143 |
248 |
569 |
569 |
|
10 |
33 |
54 |
78 |
143 |
248 |
569 |
569 |
|
11 |
32 |
55 |
78 |
142 |
247 |
568 |
568 |
|
12 |
32 |
55 |
77 |
141 |
246 |
567 |
567 |
|
13 |
32 |
55 |
77 |
141 |
246 |
567 |
567 |
|
14 |
32 |
55 |
76 |
140 |
245 |
566 |
566 |
|
15 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
16 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
17 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
18 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
19 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
20 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
21 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
22 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
23 |
31 |
54 |
76 |
140 |
245 |
566 |
566 |
|
24 |
31 |
54 |
75 |
139 |
244 |
565 |
565 |
|
25 |
31 |
54 |
75 |
139 |
244 |
565 |
565 |
|
26 |
30 |
53 |
75 |
139 |
244 |
565 |
565 |
|
27 |
30 |
53 |
75 |
138 |
243 |
565 |
565 |
|
28 |
30 |
53 |
74 |
138 |
243 |
564 |
564 |
|
29 |
29 |
52 |
74 |
138 |
243 |
564 |
564 |
|
30 |
29 |
52 |
74 |
138 |
243 |
564 |
564 |
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 |
27 |
41 |
66 |
140 |
254 |
575 |
1313 |
|
2 |
29 |
43 |
67 |
142 |
255 |
576 |
1058 |
|
3 |
31 |
47 |
70 |
137 |
253 |
574 |
863 |
|
4 |
34 |
50 |
74 |
140 |
253 |
574 |
715 |
|
5 |
36 |
54 |
80 |
144 |
254 |
575 |
600 |
|
6 |
37 |
56 |
83 |
149 |
254 |
575 |
575 |
|
7 |
39 |
59 |
86 |
152 |
254 |
576 |
576 |
|
8 |
39 |
59 |
85 |
150 |
254 |
576 |
576 |
|
9 |
39 |
60 |
85 |
150 |
255 |
576 |
576 |
|
10 |
40 |
62 |
86 |
150 |
255 |
576 |
576 |
|
11 |
41 |
63 |
86 |
150 |
255 |
576 |
576 |
|
12 |
41 |
64 |
87 |
150 |
255 |
576 |
576 |
|
13 |
42 |
65 |
86 |
150 |
255 |
576 |
576 |
|
14 |
42 |
65 |
86 |
150 |
255 |
576 |
576 |
|
15 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
16 |
41 |
64 |
86 |
149 |
254 |
575 |
575 |
|
17 |
41 |
64 |
86 |
149 |
254 |
576 |
576 |
|
18 |
41 |
64 |
86 |
149 |
254 |
575 |
575 |
|
19 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
20 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
21 |
41 |
65 |
86 |
150 |
255 |
576 |
576 |
|
22 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
23 |
41 |
64 |
86 |
150 |
255 |
576 |
576 |
|
24 |
41 |
64 |
85 |
149 |
254 |
575 |
575 |
|
25 |
40 |
64 |
85 |
149 |
254 |
575 |
575 |
|
26 |
40 |
63 |
85 |
148 |
253 |
574 |
574 |
|
27 |
39 |
63 |
84 |
148 |
253 |
574 |
574 |
|
28 |
39 |
62 |
84 |
147 |
252 |
573 |
573 |
|
29 |
38 |
62 |
83 |
147 |
252 |
573 |
573 |
|
30 |
38 |
61 |
83 |
146 |
251 |
572 |
572 |
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 |
353 |
674 |
1374 |
|
2 |
125 |
139 |
164 |
238 |
352 |
673 |
1107 |
|
3 |
125 |
140 |
164 |
230 |
347 |
668 |
903 |
|
4 |
125 |
142 |
165 |
231 |
345 |
666 |
748 |
|
5 |
126 |
143 |
170 |
234 |
344 |
665 |
665 |
|
6 |
125 |
144 |
171 |
237 |
342 |
663 |
663 |
|
7 |
125 |
145 |
172 |
238 |
341 |
662 |
662 |
|
8 |
125 |
145 |
171 |
236 |
340 |
661 |
661 |
|
9 |
123 |
145 |
170 |
234 |
339 |
660 |
660 |
|
10 |
123 |
145 |
169 |
233 |
338 |
659 |
659 |
|
11 |
123 |
145 |
169 |
232 |
337 |
659 |
659 |
|
12 |
122 |
145 |
167 |
231 |
336 |
657 |
657 |
|
13 |
121 |
144 |
166 |
230 |
335 |
656 |
656 |
|
14 |
120 |
143 |
165 |
229 |
334 |
655 |
655 |
|
15 |
118 |
141 |
163 |
226 |
331 |
652 |
652 |
|
16 |
116 |
139 |
160 |
224 |
329 |
650 |
650 |
|
17 |
113 |
136 |
158 |
222 |
327 |
648 |
648 |
|
18 |
111 |
134 |
156 |
219 |
324 |
645 |
645 |
|
19 |
109 |
132 |
153 |
217 |
322 |
643 |
643 |
|
20 |
107 |
130 |
151 |
215 |
320 |
641 |
641 |
|
21 |
104 |
127 |
149 |
213 |
318 |
639 |
639 |
|
22 |
102 |
125 |
147 |
211 |
316 |
637 |
637 |
|
23 |
100 |
123 |
144 |
208 |
313 |
634 |
634 |
|
24 |
98 |
121 |
142 |
206 |
311 |
632 |
632 |
|
25 |
95 |
119 |
140 |
204 |
309 |
630 |
630 |
|
26 |
93 |
116 |
138 |
202 |
307 |
628 |
628 |
|
27 |
91 |
114 |
136 |
200 |
305 |
626 |
626 |
|
28 |
89 |
112 |
134 |
198 |
303 |
624 |
624 |
|
29 |
87 |
110 |
132 |
196 |
301 |
622 |
622 |
|
30 |
85 |
108 |
130 |
194 |
299 |
620 |
620 |
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 |
36 |
111 |
224 |
545 |
1277 |
|
2 |
1 |
14 |
38 |
113 |
226 |
547 |
1028 |
|
3 |
2 |
17 |
41 |
107 |
224 |
545 |
839 |
|
4 |
4 |
21 |
45 |
111 |
224 |
545 |
694 |
|
5 |
7 |
24 |
51 |
115 |
225 |
546 |
583 |
|
6 |
8 |
27 |
54 |
120 |
225 |
546 |
546 |
|
7 |
10 |
30 |
57 |
123 |
225 |
546 |
546 |
|
8 |
10 |
30 |
56 |
121 |
225 |
546 |
546 |
|
9 |
10 |
31 |
56 |
120 |
225 |
546 |
546 |
|
10 |
10 |
32 |
56 |
120 |
225 |
546 |
546 |
|
11 |
10 |
33 |
56 |
120 |
225 |
546 |
546 |
|
12 |
11 |
33 |
56 |
120 |
225 |
546 |
546 |
|
13 |
11 |
34 |
56 |
119 |
224 |
545 |
545 |
|
14 |
11 |
34 |
55 |
119 |
224 |
545 |
545 |
|
15 |
12 |
34 |
55 |
119 |
224 |
545 |
545 |
|
16 |
13 |
33 |
55 |
119 |
224 |
545 |
545 |
|
17 |
13 |
33 |
55 |
119 |
224 |
545 |
545 |
|
18 |
15 |
33 |
55 |
119 |
224 |
545 |
545 |
|
19 |
15 |
33 |
55 |
119 |
224 |
545 |
545 |
|
20 |
16 |
34 |
56 |
119 |
224 |
545 |
545 |
|
21 |
16 |
34 |
56 |
120 |
225 |
546 |
546 |
|
22 |
17 |
35 |
56 |
120 |
225 |
546 |
546 |
|
23 |
18 |
35 |
57 |
120 |
225 |
546 |
546 |
|
24 |
19 |
35 |
57 |
121 |
226 |
547 |
547 |
|
25 |
19 |
35 |
57 |
121 |
226 |
547 |
547 |
|
26 |
20 |
36 |
57 |
121 |
226 |
547 |
547 |
|
27 |
20 |
36 |
57 |
121 |
226 |
547 |
547 |
|
28 |
21 |
36 |
57 |
121 |
226 |
547 |
547 |
|
29 |
22 |
36 |
57 |
121 |
226 |
547 |
547 |
|
30 |
23 |
36 |
58 |
121 |
226 |
547 |
547 |
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 |
149 |
262 |
583 |
1276 |
|
2 |
36 |
50 |
75 |
149 |
263 |
584 |
1027 |
|
3 |
36 |
51 |
75 |
141 |
258 |
579 |
838 |
|
4 |
36 |
53 |
76 |
142 |
256 |
577 |
693 |
|
5 |
36 |
54 |
80 |
144 |
254 |
576 |
582 |
|
6 |
39 |
57 |
85 |
150 |
256 |
577 |
577 |
|
7 |
36 |
56 |
83 |
149 |
252 |
573 |
573 |
|
8 |
40 |
60 |
86 |
152 |
256 |
577 |
577 |
|
9 |
39 |
60 |
85 |
150 |
255 |
576 |
576 |
|
10 |
34 |
56 |
80 |
144 |
249 |
570 |
570 |
|
11 |
30 |
52 |
75 |
139 |
244 |
565 |
565 |
|
12 |
27 |
50 |
72 |
136 |
241 |
562 |
562 |
|
13 |
25 |
48 |
70 |
133 |
238 |
560 |
560 |
|
14 |
23 |
46 |
68 |
132 |
237 |
558 |
558 |
|
15 |
22 |
45 |
66 |
130 |
235 |
556 |
556 |
|
16 |
20 |
43 |
65 |
129 |
234 |
555 |
555 |
|
17 |
19 |
42 |
64 |
128 |
233 |
554 |
554 |
|
18 |
19 |
42 |
63 |
127 |
232 |
553 |
553 |
|
19 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
20 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
21 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
22 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
23 |
18 |
41 |
63 |
127 |
232 |
553 |
553 |
|
24 |
19 |
41 |
63 |
126 |
231 |
553 |
553 |
|
25 |
19 |
41 |
63 |
126 |
231 |
552 |
552 |
|
26 |
20 |
41 |
62 |
126 |
231 |
552 |
552 |
|
27 |
20 |
41 |
62 |
126 |
231 |
552 |
552 |
|
28 |
21 |
41 |
62 |
126 |
231 |
552 |
552 |
|
29 |
22 |
41 |
62 |
126 |
231 |
552 |
552 |
|
30 |
23 |
40 |
62 |
126 |
231 |
552 |
552 |
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 |
200 |
214 |
239 |
314 |
427 |
748 |
1503 |
|
2 |
196 |
210 |
235 |
310 |
423 |
744 |
1215 |
|
3 |
192 |
208 |
231 |
298 |
414 |
735 |
991 |
|
4 |
189 |
205 |
229 |
295 |
408 |
729 |
821 |
|
5 |
185 |
203 |
229 |
293 |
403 |
724 |
724 |
|
6 |
181 |
200 |
227 |
293 |
398 |
719 |
719 |
|
7 |
178 |
197 |
224 |
291 |
393 |
714 |
714 |
|
8 |
173 |
194 |
220 |
285 |
389 |
710 |
710 |
|
9 |
169 |
190 |
215 |
280 |
384 |
706 |
706 |
|
10 |
165 |
187 |
211 |
275 |
380 |
701 |
701 |
|
11 |
162 |
184 |
207 |
271 |
376 |
697 |
697 |
|
12 |
158 |
181 |
203 |
267 |
372 |
693 |
693 |
|
13 |
154 |
177 |
199 |
263 |
368 |
689 |
689 |
|
14 |
151 |
174 |
195 |
259 |
364 |
685 |
685 |
|
15 |
147 |
170 |
192 |
255 |
360 |
682 |
682 |
|
16 |
144 |
167 |
188 |
252 |
357 |
678 |
678 |
|
17 |
140 |
163 |
185 |
249 |
354 |
675 |
675 |
|
18 |
137 |
160 |
182 |
246 |
351 |
672 |
672 |
|
19 |
134 |
158 |
179 |
243 |
348 |
669 |
669 |
|
20 |
132 |
155 |
176 |
240 |
345 |
666 |
666 |
|
21 |
129 |
152 |
174 |
238 |
342 |
664 |
664 |
|
22 |
126 |
149 |
171 |
235 |
340 |
661 |
661 |
|
23 |
124 |
147 |
168 |
232 |
337 |
658 |
658 |
|
24 |
121 |
144 |
166 |
230 |
335 |
656 |
656 |
|
25 |
119 |
142 |
163 |
227 |
332 |
653 |
653 |
|
26 |
116 |
139 |
161 |
225 |
330 |
651 |
651 |
|
27 |
114 |
137 |
158 |
222 |
327 |
648 |
648 |
|
28 |
111 |
135 |
156 |
220 |
325 |
646 |
646 |
|
29 |
109 |
132 |
154 |
218 |
323 |
644 |
644 |
|
30 |
107 |
130 |
152 |
216 |
321 |
642 |
642 |
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 |
106 |
242 |
563 |
1283 |
|
2 |
8 |
26 |
50 |
106 |
242 |
563 |
1033 |
|
3 |
10 |
29 |
52 |
101 |
240 |
561 |
842 |
|
4 |
12 |
33 |
56 |
98 |
240 |
561 |
697 |
|
5 |
16 |
40 |
61 |
101 |
241 |
562 |
586 |
|
6 |
18 |
43 |
65 |
98 |
241 |
563 |
563 |
|
7 |
19 |
45 |
64 |
91 |
242 |
563 |
563 |
|
8 |
17 |
44 |
63 |
91 |
242 |
563 |
563 |
|
9 |
18 |
45 |
65 |
94 |
242 |
563 |
563 |
|
10 |
20 |
48 |
68 |
98 |
242 |
563 |
563 |
|
11 |
21 |
50 |
70 |
101 |
242 |
563 |
563 |
|
12 |
23 |
53 |
71 |
102 |
242 |
563 |
563 |
|
13 |
25 |
54 |
71 |
102 |
242 |
563 |
563 |
|
14 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
15 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
16 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
17 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
18 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
19 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
20 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
21 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
22 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
23 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
24 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
25 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
26 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
27 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
28 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
29 |
25 |
55 |
72 |
102 |
242 |
563 |
563 |
|
30 |
25 |
55 |
72 |
102 |
241 |
562 |
562 |
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 |
523 |
1249 |
|
2 |
1 |
5 |
13 |
87 |
201 |
522 |
1006 |
|
3 |
2 |
5 |
12 |
79 |
195 |
516 |
820 |
|
4 |
3 |
6 |
14 |
80 |
193 |
514 |
679 |
|
5 |
4 |
6 |
18 |
82 |
192 |
513 |
570 |
|
6 |
5 |
8 |
21 |
87 |
192 |
513 |
513 |
|
7 |
5 |
9 |
23 |
89 |
192 |
513 |
513 |
|
8 |
7 |
9 |
22 |
87 |
191 |
513 |
513 |
|
9 |
7 |
10 |
22 |
87 |
191 |
513 |
513 |
|
10 |
8 |
11 |
23 |
87 |
192 |
513 |
513 |
|
11 |
8 |
12 |
23 |
87 |
192 |
513 |
513 |
|
12 |
9 |
12 |
24 |
87 |
192 |
513 |
513 |
|
13 |
11 |
13 |
25 |
87 |
192 |
513 |
513 |
|
14 |
11 |
14 |
26 |
87 |
192 |
513 |
513 |
|
15 |
12 |
15 |
28 |
88 |
193 |
514 |
514 |
|
16 |
12 |
15 |
29 |
88 |
193 |
514 |
514 |
|
17 |
13 |
16 |
30 |
88 |
193 |
514 |
514 |
|
18 |
13 |
17 |
32 |
89 |
194 |
515 |
515 |
|
19 |
15 |
18 |
33 |
89 |
194 |
515 |
515 |
|
20 |
16 |
18 |
34 |
90 |
195 |
516 |
516 |
|
21 |
16 |
20 |
35 |
90 |
195 |
516 |
516 |
|
22 |
17 |
20 |
37 |
91 |
196 |
517 |
517 |
|
23 |
17 |
21 |
38 |
91 |
196 |
517 |
517 |
|
24 |
19 |
21 |
39 |
91 |
196 |
517 |
517 |
|
25 |
19 |
22 |
40 |
92 |
197 |
518 |
518 |
|
26 |
20 |
24 |
41 |
92 |
197 |
518 |
518 |
|
27 |
20 |
24 |
42 |
92 |
197 |
518 |
518 |
|
28 |
21 |
25 |
45 |
92 |
197 |
518 |
518 |
|
29 |
21 |
25 |
46 |
92 |
197 |
518 |
518 |
|
30 |
23 |
26 |
47 |
92 |
197 |
518 |
518 |
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 |
297 |
3046 |
|
2 |
1 |
15 |
21 |
43 |
163 |
335 |
2260 |
|
3 |
1 |
15 |
23 |
48 |
158 |
348 |
1701 |
|
4 |
1 |
16 |
26 |
52 |
155 |
347 |
1313 |
|
5 |
2 |
18 |
30 |
54 |
155 |
338 |
1039 |
|
6 |
3 |
21 |
32 |
57 |
155 |
325 |
843 |
|
7 |
5 |
23 |
34 |
59 |
155 |
309 |
697 |
|
8 |
5 |
24 |
35 |
62 |
155 |
293 |
586 |
|
9 |
5 |
25 |
37 |
65 |
155 |
276 |
499 |
|
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 |
42 |
68 |
155 |
249 |
249 |
|
17 |
6 |
26 |
44 |
68 |
155 |
249 |
249 |
|
18 |
6 |
26 |
46 |
68 |
155 |
249 |
249 |
|
19 |
7 |
26 |
49 |
68 |
155 |
249 |
249 |
|
20 |
7 |
26 |
52 |
68 |
155 |
249 |
249 |
|
21 |
7 |
26 |
53 |
68 |
155 |
249 |
249 |
|
22 |
8 |
26 |
56 |
68 |
155 |
249 |
249 |
|
23 |
8 |
26 |
58 |
68 |
155 |
249 |
249 |
|
24 |
8 |
26 |
61 |
68 |
155 |
249 |
249 |
|
25 |
9 |
26 |
63 |
68 |
155 |
249 |
249 |
|
26 |
9 |
26 |
66 |
68 |
155 |
249 |
249 |
|
27 |
9 |
26 |
68 |
70 |
155 |
249 |
249 |
|
28 |
10 |
26 |
71 |
72 |
155 |
249 |
249 |
|
29 |
10 |
26 |
73 |
74 |
155 |
249 |
249 |
|
30 |
11 |
26 |
76 |
75 |
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 |
8 |
21 |
28 |
50 |
170 |
309 |
3177 |
|
2 |
10 |
23 |
30 |
52 |
172 |
348 |
2358 |
|
3 |
10 |
24 |
32 |
57 |
167 |
361 |
1774 |
|
4 |
10 |
25 |
35 |
61 |
164 |
360 |
1367 |
|
5 |
10 |
26 |
38 |
62 |
164 |
350 |
1080 |
|
6 |
11 |
28 |
40 |
65 |
163 |
336 |
874 |
|
7 |
12 |
30 |
41 |
66 |
162 |
319 |
722 |
|
8 |
11 |
30 |
42 |
68 |
162 |
302 |
605 |
|
9 |
11 |
31 |
43 |
71 |
161 |
284 |
515 |
|
10 |
11 |
31 |
44 |
72 |
161 |
267 |
443 |
|
11 |
11 |
31 |
44 |
73 |
160 |
254 |
384 |
|
12 |
10 |
30 |
43 |
72 |
160 |
254 |
336 |
|
13 |
10 |
30 |
43 |
72 |
159 |
253 |
296 |
|
14 |
9 |
29 |
42 |
71 |
159 |
252 |
262 |
|
15 |
9 |
29 |
42 |
71 |
158 |
252 |
252 |
|
16 |
8 |
28 |
43 |
70 |
158 |
251 |
251 |
|
17 |
8 |
28 |
45 |
70 |
157 |
251 |
251 |
|
18 |
8 |
28 |
48 |
70 |
157 |
251 |
251 |
|
19 |
8 |
28 |
50 |
70 |
157 |
251 |
251 |
|
20 |
8 |
28 |
53 |
70 |
158 |
252 |
252 |
|
21 |
8 |
29 |
55 |
71 |
158 |
252 |
252 |
|
22 |
9 |
29 |
57 |
71 |
158 |
252 |
252 |
|
23 |
9 |
29 |
60 |
71 |
158 |
252 |
252 |
|
24 |
9 |
29 |
62 |
71 |
158 |
252 |
252 |
|
25 |
9 |
29 |
65 |
71 |
158 |
252 |
252 |
|
26 |
9 |
29 |
67 |
71 |
158 |
252 |
252 |
|
27 |
10 |
29 |
70 |
72 |
158 |
252 |
252 |
|
28 |
10 |
29 |
72 |
74 |
158 |
252 |
252 |
|
29 |
10 |
29 |
75 |
75 |
158 |
252 |
252 |
|
30 |
11 |
29 |
77 |
77 |
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 |
297 |
3045 |
|
2 |
1 |
14 |
21 |
43 |
163 |
335 |
2259 |
|
3 |
1 |
15 |
23 |
48 |
158 |
348 |
1701 |
|
4 |
1 |
16 |
26 |
52 |
155 |
347 |
1312 |
|
5 |
2 |
18 |
30 |
54 |
155 |
338 |
1039 |
|
6 |
3 |
20 |
32 |
57 |
155 |
325 |
843 |
|
7 |
5 |
23 |
34 |
59 |
155 |
309 |
697 |
|
8 |
5 |
24 |
35 |
62 |
155 |
293 |
586 |
|
9 |
5 |
25 |
37 |
65 |
155 |
276 |
499 |
|
10 |
5 |
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 |
42 |
68 |
155 |
249 |
249 |
|
17 |
6 |
26 |
44 |
68 |
155 |
249 |
249 |
|
18 |
6 |
26 |
46 |
68 |
155 |
249 |
249 |
|
19 |
7 |
26 |
49 |
68 |
155 |
249 |
249 |
|
20 |
7 |
26 |
52 |
68 |
155 |
249 |
249 |
|
21 |
7 |
26 |
53 |
68 |
155 |
249 |
249 |
|
22 |
8 |
26 |
56 |
68 |
155 |
249 |
249 |
|
23 |
8 |
26 |
58 |
68 |
155 |
249 |
249 |
|
24 |
8 |
26 |
61 |
68 |
155 |
249 |
249 |
|
25 |
9 |
26 |
63 |
68 |
155 |
249 |
249 |
|
26 |
9 |
26 |
66 |
68 |
155 |
249 |
249 |
|
27 |
9 |
26 |
68 |
70 |
155 |
249 |
249 |
|
28 |
10 |
26 |
71 |
72 |
155 |
249 |
249 |
|
29 |
10 |
26 |
73 |
74 |
155 |
249 |
249 |
|
30 |
11 |
26 |
76 |
75 |
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 |
76 |
89 |
95 |
118 |
238 |
334 |
3068 |
|
2 |
72 |
85 |
92 |
114 |
234 |
338 |
2279 |
|
3 |
74 |
88 |
97 |
121 |
231 |
352 |
1720 |
|
4 |
72 |
87 |
97 |
123 |
226 |
352 |
1331 |
|
5 |
71 |
87 |
99 |
123 |
224 |
344 |
1056 |
|
6 |
70 |
88 |
99 |
124 |
222 |
331 |
857 |
|
7 |
70 |
88 |
99 |
124 |
220 |
316 |
710 |
|
8 |
69 |
88 |
99 |
126 |
219 |
313 |
598 |
|
9 |
68 |
87 |
99 |
128 |
218 |
312 |
510 |
|
10 |
65 |
85 |
97 |
126 |
214 |
308 |
440 |
|
11 |
62 |
82 |
95 |
124 |
212 |
306 |
382 |
|
12 |
61 |
81 |
94 |
123 |
210 |
304 |
335 |
|
13 |
60 |
80 |
93 |
122 |
210 |
303 |
303 |
|
14 |
60 |
80 |
93 |
122 |
209 |
303 |
303 |
|
15 |
59 |
79 |
92 |
121 |
209 |
303 |
303 |
|
16 |
59 |
79 |
92 |
121 |
208 |
302 |
302 |
|
17 |
58 |
78 |
91 |
120 |
208 |
302 |
302 |
|
18 |
57 |
78 |
91 |
120 |
207 |
301 |
301 |
|
19 |
57 |
77 |
90 |
119 |
206 |
300 |
300 |
|
20 |
56 |
76 |
89 |
118 |
206 |
300 |
300 |
|
21 |
55 |
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 |
48 |
69 |
82 |
111 |
198 |
292 |
292 |
|
29 |
47 |
68 |
80 |
110 |
197 |
291 |
291 |
|
30 |
46 |
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 |
300 |
3071 |
|
2 |
7 |
20 |
26 |
49 |
169 |
338 |
2279 |
|
3 |
7 |
21 |
30 |
55 |
164 |
351 |
1716 |
|
4 |
8 |
23 |
33 |
59 |
162 |
350 |
1324 |
|
5 |
9 |
25 |
37 |
61 |
163 |
341 |
1049 |
|
6 |
10 |
28 |
39 |
64 |
163 |
328 |
850 |
|
7 |
12 |
30 |
41 |
66 |
162 |
312 |
703 |
|
8 |
11 |
30 |
42 |
68 |
162 |
295 |
591 |
|
9 |
11 |
31 |
43 |
71 |
161 |
278 |
503 |
|
10 |
11 |
31 |
44 |
73 |
161 |
262 |
433 |
|
11 |
11 |
31 |
44 |
73 |
161 |
254 |
377 |
|
12 |
11 |
31 |
44 |
73 |
160 |
254 |
330 |
|
13 |
11 |
31 |
44 |
73 |
160 |
254 |
291 |
|
14 |
10 |
31 |
43 |
73 |
160 |
254 |
258 |
|
15 |
10 |
30 |
43 |
72 |
160 |
254 |
254 |
|
16 |
10 |
30 |
43 |
72 |
159 |
253 |
253 |
|
17 |
10 |
30 |
45 |
72 |
159 |
253 |
253 |
|
18 |
10 |
30 |
48 |
72 |
159 |
253 |
253 |
|
19 |
10 |
30 |
49 |
72 |
160 |
254 |
254 |
|
20 |
11 |
31 |
52 |
73 |
160 |
254 |
254 |
|
21 |
11 |
31 |
55 |
73 |
160 |
254 |
254 |
|
22 |
11 |
31 |
57 |
73 |
161 |
255 |
255 |
|
23 |
11 |
31 |
60 |
73 |
161 |
255 |
255 |
|
24 |
11 |
31 |
62 |
74 |
161 |
255 |
255 |
|
25 |
11 |
31 |
65 |
74 |
161 |
255 |
255 |
|
26 |
11 |
31 |
67 |
74 |
161 |
255 |
255 |
|
27 |
11 |
31 |
70 |
73 |
161 |
255 |
255 |
|
28 |
11 |
31 |
72 |
74 |
161 |
255 |
255 |
|
29 |
11 |
31 |
75 |
75 |
161 |
255 |
255 |
|
30 |
11 |
31 |
77 |
77 |
161 |
254 |
254 |
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 |
45 |
58 |
64 |
86 |
207 |
303 |
3065 |
|
2 |
48 |
62 |
68 |
90 |
210 |
337 |
2275 |
|
3 |
52 |
66 |
75 |
99 |
209 |
350 |
1713 |
|
4 |
54 |
69 |
80 |
106 |
209 |
349 |
1321 |
|
5 |
56 |
72 |
84 |
108 |
210 |
340 |
1047 |
|
6 |
58 |
75 |
87 |
112 |
210 |
327 |
849 |
|
7 |
59 |
77 |
88 |
113 |
209 |
312 |
702 |
|
8 |
58 |
77 |
88 |
115 |
208 |
302 |
590 |
|
9 |
57 |
76 |
88 |
116 |
207 |
301 |
503 |
|
10 |
56 |
76 |
88 |
117 |
205 |
299 |
433 |
|
11 |
54 |
75 |
87 |
116 |
204 |
298 |
376 |
|
12 |
53 |
73 |
86 |
115 |
203 |
296 |
330 |
|
13 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
14 |
50 |
70 |
83 |
112 |
200 |
294 |
294 |
|
15 |
49 |
69 |
82 |
111 |
199 |
293 |
293 |
|
16 |
48 |
68 |
81 |
110 |
198 |
292 |
292 |
|
17 |
47 |
67 |
80 |
110 |
197 |
291 |
291 |
|
18 |
47 |
67 |
80 |
109 |
196 |
290 |
290 |
|
19 |
46 |
66 |
79 |
108 |
196 |
289 |
289 |
|
20 |
45 |
66 |
78 |
108 |
195 |
289 |
289 |
|
21 |
45 |
65 |
78 |
107 |
194 |
288 |
288 |
|
22 |
44 |
64 |
77 |
106 |
194 |
287 |
287 |
|
23 |
43 |
63 |
76 |
105 |
193 |
287 |
287 |
|
24 |
42 |
63 |
75 |
105 |
192 |
286 |
286 |
|
25 |
42 |
62 |
75 |
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 |
189 |
282 |
282 |
|
29 |
38 |
58 |
74 |
100 |
188 |
282 |
282 |
|
30 |
37 |
58 |
77 |
100 |
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 |
0 |
14 |
20 |
42 |
162 |
297 |
3043 |
|
2 |
0 |
14 |
20 |
42 |
162 |
335 |
2258 |
|
3 |
1 |
14 |
22 |
47 |
157 |
348 |
1700 |
|
4 |
1 |
15 |
25 |
51 |
155 |
347 |
1312 |
|
5 |
1 |
17 |
29 |
53 |
155 |
338 |
1039 |
|
6 |
2 |
20 |
31 |
56 |
155 |
325 |
842 |
|
7 |
4 |
22 |
33 |
58 |
155 |
309 |
696 |
|
8 |
4 |
23 |
34 |
61 |
155 |
293 |
585 |
|
9 |
4 |
24 |
36 |
64 |
155 |
276 |
499 |
|
10 |
5 |
25 |
38 |
66 |
155 |
260 |
429 |
|
11 |
5 |
25 |
38 |
67 |
155 |
248 |
373 |
|
12 |
5 |
25 |
38 |
67 |
155 |
248 |
327 |
|
13 |
5 |
25 |
38 |
67 |
155 |
248 |
288 |
|
14 |
5 |
25 |
38 |
67 |
155 |
248 |
255 |
|
15 |
5 |
25 |
39 |
67 |
155 |
248 |
248 |
|
16 |
5 |
25 |
42 |
67 |
155 |
248 |
248 |
|
17 |
6 |
25 |
44 |
67 |
155 |
248 |
248 |
|
18 |
6 |
25 |
46 |
67 |
154 |
248 |
248 |
|
19 |
7 |
25 |
49 |
67 |
154 |
248 |
248 |
|
20 |
7 |
25 |
52 |
67 |
155 |
248 |
248 |
|
21 |
7 |
25 |
53 |
67 |
155 |
248 |
248 |
|
22 |
8 |
25 |
56 |
67 |
155 |
248 |
248 |
|
23 |
8 |
25 |
58 |
67 |
155 |
248 |
248 |
|
24 |
8 |
25 |
61 |
67 |
155 |
248 |
248 |
|
25 |
9 |
25 |
63 |
67 |
155 |
248 |
248 |
|
26 |
9 |
25 |
66 |
68 |
155 |
248 |
248 |
|
27 |
9 |
25 |
68 |
70 |
155 |
248 |
248 |
|
28 |
10 |
25 |
71 |
72 |
155 |
249 |
249 |
|
29 |
10 |
25 |
73 |
74 |
155 |
249 |
249 |
|
30 |
11 |
25 |
75 |
75 |
155 |
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 |
302 |
3103 |
|
2 |
0 |
11 |
22 |
45 |
181 |
341 |
2302 |
|
3 |
1 |
11 |
23 |
50 |
176 |
354 |
1733 |
|
4 |
1 |
13 |
26 |
56 |
173 |
353 |
1336 |
|
5 |
1 |
16 |
28 |
59 |
172 |
344 |
1058 |
|
6 |
2 |
18 |
33 |
60 |
170 |
330 |
857 |
|
7 |
2 |
21 |
36 |
60 |
169 |
314 |
708 |
|
8 |
4 |
24 |
37 |
60 |
168 |
297 |
595 |
|
9 |
7 |
31 |
42 |
59 |
167 |
280 |
507 |
|
10 |
10 |
34 |
42 |
57 |
166 |
263 |
436 |
|
11 |
9 |
33 |
41 |
57 |
165 |
259 |
379 |
|
12 |
8 |
32 |
41 |
56 |
165 |
258 |
331 |
|
13 |
7 |
31 |
41 |
57 |
164 |
258 |
292 |
|
14 |
7 |
31 |
42 |
57 |
163 |
257 |
258 |
|
15 |
7 |
31 |
42 |
57 |
162 |
256 |
256 |
|
16 |
7 |
31 |
42 |
57 |
161 |
255 |
255 |
|
17 |
7 |
31 |
45 |
57 |
160 |
254 |
254 |
|
18 |
7 |
31 |
47 |
57 |
159 |
253 |
253 |
|
19 |
7 |
31 |
49 |
57 |
159 |
253 |
253 |
|
20 |
7 |
31 |
52 |
57 |
160 |
254 |
254 |
|
21 |
7 |
31 |
54 |
59 |
160 |
254 |
254 |
|
22 |
8 |
31 |
57 |
61 |
160 |
254 |
254 |
|
23 |
8 |
31 |
59 |
63 |
159 |
253 |
253 |
|
24 |
8 |
31 |
61 |
64 |
159 |
253 |
253 |
|
25 |
9 |
31 |
64 |
66 |
158 |
252 |
252 |
|
26 |
9 |
31 |
66 |
68 |
158 |
251 |
251 |
|
27 |
9 |
31 |
68 |
70 |
157 |
251 |
251 |
|
28 |
10 |
31 |
71 |
72 |
157 |
251 |
251 |
|
29 |
10 |
31 |
73 |
74 |
156 |
250 |
250 |
|
30 |
11 |
31 |
76 |
76 |
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 |
3244 |
|
2 |
79 |
92 |
99 |
121 |
241 |
356 |
2412 |
|
3 |
77 |
91 |
99 |
124 |
234 |
370 |
1817 |
|
4 |
75 |
90 |
100 |
126 |
229 |
369 |
1403 |
|
5 |
73 |
89 |
101 |
125 |
227 |
360 |
1111 |
|
6 |
72 |
90 |
101 |
126 |
224 |
346 |
901 |
|
7 |
71 |
90 |
100 |
126 |
222 |
330 |
745 |
|
8 |
69 |
88 |
99 |
126 |
219 |
313 |
626 |
|
9 |
67 |
87 |
99 |
127 |
217 |
311 |
534 |
|
10 |
66 |
86 |
99 |
127 |
216 |
309 |
460 |
|
11 |
64 |
85 |
97 |
126 |
214 |
308 |
400 |
|
12 |
63 |
83 |
96 |
125 |
212 |
306 |
350 |
|
13 |
61 |
81 |
94 |
123 |
211 |
305 |
308 |
|
14 |
60 |
80 |
93 |
122 |
209 |
303 |
303 |
|
15 |
58 |
78 |
91 |
121 |
208 |
302 |
302 |
|
16 |
57 |
77 |
90 |
119 |
207 |
301 |
301 |
|
17 |
56 |
76 |
89 |
118 |
206 |
299 |
299 |
|
18 |
55 |
75 |
88 |
117 |
205 |
299 |
299 |
|
19 |
54 |
74 |
87 |
116 |
204 |
298 |
298 |
|
20 |
53 |
74 |
86 |
116 |
203 |
297 |
297 |
|
21 |
52 |
73 |
86 |
115 |
202 |
296 |
296 |
|
22 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
23 |
50 |
71 |
84 |
113 |
200 |
294 |
294 |
|
24 |
49 |
70 |
83 |
112 |
199 |
293 |
293 |
|
25 |
48 |
69 |
81 |
111 |
198 |
292 |
292 |
|
26 |
47 |
68 |
80 |
110 |
197 |
291 |
291 |
|
27 |
46 |
66 |
79 |
109 |
196 |
290 |
290 |
|
28 |
45 |
65 |
78 |
108 |
195 |
289 |
289 |
|
29 |
44 |
64 |
77 |
107 |
194 |
288 |
288 |
|
30 |
43 |
63 |
80 |
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 |
74 |
96 |
216 |
312 |
3119 |
|
2 |
53 |
66 |
73 |
95 |
215 |
344 |
2325 |
|
3 |
51 |
66 |
74 |
99 |
209 |
358 |
1753 |
|
4 |
50 |
65 |
76 |
101 |
205 |
357 |
1353 |
|
5 |
49 |
66 |
77 |
102 |
203 |
348 |
1072 |
|
6 |
49 |
66 |
78 |
103 |
201 |
335 |
870 |
|
7 |
49 |
67 |
78 |
104 |
200 |
319 |
719 |
|
8 |
48 |
67 |
78 |
105 |
198 |
302 |
604 |
|
9 |
46 |
66 |
78 |
106 |
197 |
290 |
514 |
|
10 |
46 |
66 |
78 |
107 |
195 |
289 |
443 |
|
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 |
42 |
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 |
103 |
190 |
284 |
284 |
|
18 |
40 |
60 |
73 |
102 |
189 |
283 |
283 |
|
19 |
39 |
59 |
72 |
101 |
189 |
283 |
283 |
|
20 |
39 |
59 |
72 |
101 |
189 |
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 |
36 |
57 |
69 |
99 |
186 |
280 |
280 |
|
26 |
36 |
56 |
69 |
98 |
185 |
279 |
279 |
|
27 |
35 |
55 |
70 |
97 |
185 |
279 |
279 |
|
28 |
34 |
55 |
72 |
97 |
184 |
278 |
278 |
|
29 |
34 |
54 |
75 |
96 |
183 |
277 |
277 |
|
30 |
33 |
53 |
78 |
95 |
183 |
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 |
26 |
40 |
46 |
68 |
188 |
307 |
3158 |
|
2 |
27 |
40 |
47 |
69 |
189 |
347 |
2346 |
|
3 |
26 |
40 |
48 |
73 |
183 |
360 |
1766 |
|
4 |
25 |
40 |
50 |
76 |
179 |
359 |
1362 |
|
5 |
25 |
41 |
53 |
77 |
178 |
350 |
1078 |
|
6 |
25 |
43 |
54 |
79 |
178 |
336 |
873 |
|
7 |
26 |
45 |
55 |
81 |
177 |
320 |
721 |
|
8 |
25 |
44 |
56 |
82 |
176 |
302 |
606 |
|
9 |
25 |
45 |
57 |
85 |
175 |
285 |
516 |
|
10 |
25 |
45 |
57 |
86 |
174 |
268 |
444 |
|
11 |
24 |
44 |
57 |
86 |
174 |
268 |
385 |
|
12 |
23 |
43 |
56 |
86 |
173 |
267 |
337 |
|
13 |
23 |
43 |
56 |
85 |
172 |
266 |
297 |
|
14 |
22 |
42 |
55 |
84 |
171 |
265 |
265 |
|
15 |
21 |
41 |
54 |
83 |
171 |
265 |
265 |
|
16 |
20 |
40 |
53 |
83 |
170 |
264 |
264 |
|
17 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
18 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
19 |
19 |
39 |
52 |
82 |
169 |
263 |
263 |
|
20 |
19 |
40 |
53 |
82 |
169 |
263 |
263 |
|
21 |
19 |
40 |
56 |
82 |
169 |
263 |
263 |
|
22 |
19 |
39 |
57 |
82 |
169 |
263 |
263 |
|
23 |
19 |
39 |
60 |
81 |
169 |
263 |
263 |
|
24 |
19 |
39 |
62 |
81 |
169 |
262 |
262 |
|
25 |
19 |
39 |
65 |
81 |
168 |
262 |
262 |
|
26 |
18 |
39 |
67 |
81 |
168 |
262 |
262 |
|
27 |
18 |
38 |
70 |
80 |
168 |
262 |
262 |
|
28 |
18 |
38 |
72 |
80 |
167 |
261 |
261 |
|
29 |
18 |
38 |
75 |
80 |
167 |
261 |
261 |
|
30 |
17 |
38 |
78 |
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 |
296 |
3030 |
|
2 |
0 |
1 |
6 |
25 |
145 |
334 |
2248 |
|
3 |
1 |
1 |
9 |
30 |
140 |
346 |
1692 |
|
4 |
1 |
3 |
11 |
34 |
137 |
345 |
1306 |
|
5 |
1 |
4 |
14 |
36 |
137 |
337 |
1034 |
|
6 |
2 |
4 |
16 |
39 |
137 |
323 |
838 |
|
7 |
2 |
6 |
19 |
41 |
137 |
308 |
693 |
|
8 |
2 |
6 |
22 |
43 |
137 |
291 |
583 |
|
9 |
2 |
7 |
25 |
46 |
137 |
275 |
496 |
|
10 |
4 |
8 |
27 |
48 |
137 |
259 |
427 |
|
11 |
4 |
9 |
29 |
50 |
138 |
243 |
371 |
|
12 |
4 |
10 |
32 |
49 |
137 |
230 |
325 |
|
13 |
4 |
10 |
35 |
50 |
138 |
231 |
286 |
|
14 |
4 |
11 |
36 |
50 |
137 |
231 |
254 |
|
15 |
5 |
12 |
39 |
49 |
136 |
230 |
230 |
|
16 |
5 |
12 |
42 |
48 |
135 |
229 |
229 |
|
17 |
6 |
14 |
44 |
49 |
135 |
229 |
229 |
|
18 |
6 |
15 |
46 |
52 |
135 |
229 |
229 |
|
19 |
7 |
15 |
49 |
53 |
136 |
229 |
229 |
|
20 |
7 |
17 |
51 |
56 |
136 |
230 |
230 |
|
21 |
7 |
17 |
53 |
58 |
137 |
230 |
230 |
|
22 |
8 |
18 |
56 |
59 |
137 |
231 |
231 |
|
23 |
8 |
18 |
58 |
62 |
137 |
230 |
230 |
|
24 |
8 |
20 |
61 |
64 |
136 |
230 |
230 |
|
25 |
9 |
20 |
62 |
66 |
136 |
230 |
230 |
|
26 |
9 |
21 |
65 |
68 |
136 |
230 |
230 |
|
27 |
9 |
22 |
67 |
70 |
136 |
230 |
230 |
|
28 |
10 |
23 |
70 |
71 |
136 |
230 |
230 |
|
29 |
10 |
23 |
72 |
73 |
136 |
230 |
230 |
|
30 |
10 |
25 |
75 |
75 |
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 |
303 |
3106 |
|
2 |
42 |
55 |
62 |
84 |
204 |
341 |
2305 |
|
3 |
41 |
55 |
64 |
88 |
198 |
354 |
1735 |
|
4 |
40 |
55 |
66 |
91 |
195 |
354 |
1339 |
|
5 |
40 |
56 |
68 |
92 |
194 |
345 |
1061 |
|
6 |
40 |
58 |
69 |
94 |
193 |
331 |
860 |
|
7 |
41 |
59 |
70 |
95 |
192 |
315 |
711 |
|
8 |
40 |
59 |
70 |
97 |
190 |
299 |
598 |
|
9 |
39 |
59 |
71 |
99 |
189 |
283 |
509 |
|
10 |
39 |
59 |
72 |
100 |
189 |
282 |
438 |
|
11 |
38 |
58 |
71 |
100 |
188 |
282 |
381 |
|
12 |
37 |
58 |
70 |
100 |
187 |
281 |
333 |
|
13 |
37 |
57 |
70 |
99 |
186 |
280 |
294 |
|
14 |
36 |
56 |
69 |
98 |
186 |
279 |
279 |
|
15 |
35 |
56 |
68 |
98 |
185 |
279 |
279 |
|
16 |
34 |
55 |
67 |
97 |
184 |
278 |
278 |
|
17 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
18 |
33 |
54 |
66 |
96 |
183 |
277 |
277 |
|
19 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
20 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
21 |
32 |
53 |
66 |
95 |
182 |
276 |
276 |
|
22 |
32 |
52 |
65 |
94 |
182 |
276 |
276 |
|
23 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
24 |
31 |
51 |
64 |
93 |
181 |
274 |
274 |
|
25 |
30 |
51 |
65 |
93 |
180 |
274 |
274 |
|
26 |
30 |
50 |
67 |
92 |
179 |
273 |
273 |
|
27 |
29 |
49 |
70 |
91 |
179 |
273 |
273 |
|
28 |
28 |
49 |
72 |
91 |
178 |
272 |
272 |
|
29 |
28 |
48 |
74 |
90 |
177 |
271 |
271 |
|
30 |
27 |
47 |
77 |
89 |
177 |
271 |
271 |
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 |
304 |
3121 |
|
2 |
16 |
29 |
36 |
58 |
178 |
343 |
2316 |
|
3 |
18 |
32 |
41 |
66 |
175 |
356 |
1743 |
|
4 |
21 |
36 |
46 |
72 |
175 |
355 |
1345 |
|
5 |
23 |
39 |
51 |
75 |
177 |
346 |
1065 |
|
6 |
22 |
40 |
51 |
76 |
174 |
332 |
863 |
|
7 |
27 |
46 |
57 |
82 |
178 |
316 |
714 |
|
8 |
26 |
45 |
57 |
83 |
177 |
299 |
600 |
|
9 |
27 |
47 |
59 |
87 |
177 |
282 |
510 |
|
10 |
29 |
49 |
62 |
90 |
179 |
273 |
439 |
|
11 |
30 |
50 |
63 |
92 |
180 |
274 |
382 |
|
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 |
181 |
275 |
275 |
|
17 |
31 |
51 |
64 |
93 |
181 |
275 |
275 |
|
18 |
30 |
51 |
63 |
93 |
180 |
274 |
274 |
|
19 |
30 |
50 |
63 |
92 |
180 |
274 |
274 |
|
20 |
30 |
50 |
63 |
92 |
180 |
274 |
274 |
|
21 |
30 |
50 |
63 |
92 |
180 |
273 |
273 |
|
22 |
30 |
50 |
63 |
92 |
179 |
273 |
273 |
|
23 |
29 |
50 |
62 |
92 |
179 |
273 |
273 |
|
24 |
29 |
49 |
62 |
91 |
179 |
272 |
272 |
|
25 |
29 |
49 |
65 |
91 |
178 |
272 |
272 |
|
26 |
28 |
48 |
67 |
90 |
178 |
272 |
272 |
|
27 |
28 |
48 |
70 |
90 |
177 |
271 |
271 |
|
28 |
27 |
47 |
72 |
89 |
177 |
271 |
271 |
|
29 |
27 |
47 |
75 |
89 |
176 |
270 |
270 |
|
30 |
26 |
46 |
77 |
88 |
176 |
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 |
11 |
25 |
31 |
53 |
173 |
308 |
3163 |
|
2 |
13 |
26 |
32 |
54 |
175 |
347 |
2347 |
|
3 |
13 |
27 |
35 |
60 |
170 |
360 |
1767 |
|
4 |
13 |
28 |
39 |
64 |
168 |
359 |
1362 |
|
5 |
14 |
30 |
42 |
66 |
168 |
350 |
1078 |
|
6 |
16 |
33 |
45 |
70 |
168 |
336 |
873 |
|
7 |
17 |
36 |
46 |
72 |
168 |
320 |
722 |
|
8 |
17 |
36 |
48 |
74 |
168 |
302 |
606 |
|
9 |
17 |
37 |
49 |
77 |
168 |
285 |
516 |
|
10 |
18 |
38 |
51 |
79 |
168 |
268 |
444 |
|
11 |
18 |
38 |
51 |
80 |
168 |
262 |
386 |
|
12 |
18 |
39 |
52 |
81 |
168 |
262 |
337 |
|
13 |
19 |
39 |
52 |
81 |
168 |
262 |
297 |
|
14 |
19 |
39 |
52 |
81 |
168 |
262 |
263 |
|
15 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
16 |
18 |
39 |
51 |
81 |
168 |
262 |
262 |
|
17 |
18 |
39 |
52 |
81 |
168 |
262 |
262 |
|
18 |
18 |
39 |
51 |
81 |
168 |
262 |
262 |
|
19 |
18 |
38 |
51 |
81 |
168 |
262 |
262 |
|
20 |
18 |
39 |
53 |
81 |
168 |
262 |
262 |
|
21 |
18 |
39 |
55 |
81 |
168 |
262 |
262 |
|
22 |
18 |
38 |
57 |
80 |
168 |
262 |
262 |
|
23 |
18 |
38 |
60 |
80 |
167 |
261 |
261 |
|
24 |
17 |
38 |
62 |
80 |
167 |
261 |
261 |
|
25 |
17 |
37 |
65 |
79 |
167 |
260 |
260 |
|
26 |
17 |
37 |
67 |
79 |
166 |
260 |
260 |
|
27 |
16 |
36 |
70 |
78 |
166 |
260 |
260 |
|
28 |
16 |
36 |
72 |
78 |
165 |
259 |
259 |
|
29 |
15 |
36 |
75 |
78 |
165 |
259 |
259 |
|
30 |
15 |
35 |
77 |
77 |
165 |
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 |
88 |
208 |
306 |
3146 |
|
2 |
49 |
62 |
68 |
90 |
211 |
345 |
2335 |
|
3 |
51 |
65 |
73 |
98 |
208 |
359 |
1760 |
|
4 |
52 |
67 |
77 |
103 |
206 |
359 |
1360 |
|
5 |
53 |
69 |
81 |
105 |
207 |
350 |
1079 |
|
6 |
55 |
72 |
84 |
109 |
207 |
337 |
875 |
|
7 |
56 |
75 |
86 |
111 |
207 |
321 |
724 |
|
8 |
56 |
75 |
86 |
113 |
207 |
305 |
609 |
|
9 |
56 |
76 |
88 |
116 |
206 |
300 |
519 |
|
10 |
56 |
76 |
89 |
118 |
206 |
300 |
447 |
|
11 |
56 |
76 |
89 |
118 |
206 |
300 |
389 |
|
12 |
56 |
76 |
89 |
118 |
205 |
299 |
340 |
|
13 |
55 |
75 |
88 |
117 |
204 |
298 |
300 |
|
14 |
54 |
74 |
87 |
116 |
203 |
297 |
297 |
|
15 |
53 |
73 |
86 |
115 |
203 |
296 |
296 |
|
16 |
52 |
72 |
85 |
114 |
202 |
296 |
296 |
|
17 |
51 |
72 |
85 |
114 |
201 |
295 |
295 |
|
18 |
51 |
71 |
84 |
113 |
200 |
294 |
294 |
|
19 |
50 |
70 |
83 |
112 |
200 |
294 |
294 |
|
20 |
49 |
70 |
82 |
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 |
197 |
290 |
290 |
|
24 |
46 |
66 |
79 |
108 |
196 |
290 |
290 |
|
25 |
45 |
65 |
78 |
107 |
195 |
289 |
289 |
|
26 |
44 |
64 |
77 |
106 |
194 |
288 |
288 |
|
27 |
43 |
63 |
76 |
106 |
193 |
287 |
287 |
|
28 |
42 |
63 |
75 |
105 |
192 |
286 |
286 |
|
29 |
41 |
62 |
76 |
104 |
191 |
285 |
285 |
|
30 |
41 |
61 |
78 |
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 |
3275 |
|
2 |
81 |
94 |
101 |
123 |
243 |
360 |
2446 |
|
3 |
81 |
95 |
104 |
129 |
238 |
376 |
1847 |
|
4 |
81 |
96 |
106 |
132 |
235 |
375 |
1427 |
|
5 |
83 |
99 |
111 |
135 |
237 |
366 |
1131 |
|
6 |
85 |
103 |
114 |
139 |
238 |
353 |
918 |
|
7 |
87 |
106 |
116 |
142 |
238 |
337 |
760 |
|
8 |
88 |
107 |
119 |
145 |
239 |
333 |
640 |
|
9 |
89 |
109 |
121 |
149 |
239 |
333 |
545 |
|
10 |
90 |
110 |
122 |
151 |
239 |
333 |
470 |
|
11 |
89 |
109 |
122 |
151 |
239 |
333 |
408 |
|
12 |
88 |
109 |
121 |
151 |
238 |
332 |
357 |
|
13 |
87 |
107 |
120 |
149 |
237 |
331 |
331 |
|
14 |
86 |
106 |
119 |
148 |
235 |
329 |
329 |
|
15 |
84 |
104 |
117 |
146 |
234 |
328 |
328 |
|
16 |
83 |
103 |
116 |
145 |
232 |
326 |
326 |
|
17 |
81 |
102 |
115 |
144 |
231 |
325 |
325 |
|
18 |
80 |
100 |
113 |
142 |
230 |
324 |
324 |
|
19 |
79 |
99 |
112 |
141 |
228 |
322 |
322 |
|
20 |
77 |
98 |
110 |
140 |
227 |
321 |
321 |
|
21 |
76 |
96 |
109 |
138 |
226 |
319 |
319 |
|
22 |
74 |
95 |
108 |
137 |
224 |
318 |
318 |
|
23 |
73 |
93 |
106 |
135 |
222 |
316 |
316 |
|
24 |
71 |
92 |
104 |
134 |
221 |
315 |
315 |
|
25 |
70 |
90 |
103 |
132 |
219 |
313 |
313 |
|
26 |
68 |
88 |
101 |
130 |
218 |
312 |
312 |
|
27 |
67 |
87 |
100 |
129 |
216 |
310 |
310 |
|
28 |
65 |
85 |
98 |
127 |
215 |
308 |
308 |
|
29 |
63 |
84 |
97 |
126 |
213 |
307 |
307 |
|
30 |
62 |
82 |
95 |
124 |
212 |
305 |
305 |
3.18
Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
18 |
25 |
47 |
167 |
308 |
3169 |
|
2 |
8 |
21 |
28 |
50 |
170 |
347 |
2349 |
|
3 |
10 |
24 |
32 |
57 |
167 |
360 |
1767 |
|
4 |
11 |
27 |
37 |
63 |
166 |
359 |
1362 |
|
5 |
13 |
30 |
42 |
66 |
167 |
349 |
1078 |
|
6 |
15 |
33 |
44 |
69 |
168 |
335 |
873 |
|
7 |
17 |
36 |
46 |
72 |
168 |
319 |
721 |
|
8 |
17 |
36 |
48 |
74 |
168 |
302 |
606 |
|
9 |
18 |
37 |
49 |
77 |
168 |
285 |
516 |
|
10 |
18 |
38 |
51 |
79 |
168 |
268 |
444 |
|
11 |
18 |
38 |
51 |
80 |
168 |
262 |
385 |
|
12 |
18 |
38 |
51 |
80 |
167 |
261 |
337 |
|
13 |
17 |
37 |
50 |
80 |
167 |
261 |
297 |
|
14 |
17 |
37 |
50 |
79 |
166 |
260 |
263 |
|
15 |
16 |
36 |
49 |
78 |
165 |
259 |
259 |
|
16 |
15 |
35 |
48 |
77 |
165 |
258 |
258 |
|
17 |
15 |
35 |
48 |
77 |
164 |
258 |
258 |
|
18 |
14 |
34 |
48 |
77 |
164 |
258 |
258 |
|
19 |
14 |
34 |
50 |
76 |
164 |
258 |
258 |
|
20 |
14 |
34 |
53 |
77 |
164 |
258 |
258 |
|
21 |
14 |
35 |
55 |
77 |
164 |
258 |
258 |
|
22 |
14 |
35 |
57 |
77 |
164 |
258 |
258 |
|
23 |
14 |
35 |
60 |
77 |
164 |
258 |
258 |
|
24 |
14 |
34 |
62 |
76 |
164 |
258 |
258 |
|
25 |
14 |
34 |
65 |
76 |
164 |
258 |
258 |
|
26 |
14 |
34 |
67 |
76 |
163 |
257 |
257 |
|
27 |
14 |
34 |
70 |
76 |
163 |
257 |
257 |
|
28 |
14 |
34 |
72 |
76 |
163 |
257 |
257 |
|
29 |
13 |
34 |
75 |
76 |
163 |
257 |
257 |
|
30 |
13 |
33 |
77 |
77 |
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 |
103 |
110 |
132 |
252 |
348 |
3350 |
|
2 |
91 |
104 |
110 |
133 |
253 |
367 |
2498 |
|
3 |
90 |
104 |
113 |
137 |
247 |
383 |
1886 |
|
4 |
90 |
105 |
115 |
141 |
244 |
383 |
1458 |
|
5 |
90 |
106 |
118 |
142 |
244 |
373 |
1155 |
|
6 |
91 |
108 |
120 |
145 |
243 |
359 |
937 |
|
7 |
92 |
110 |
121 |
147 |
243 |
342 |
775 |
|
8 |
92 |
111 |
122 |
149 |
242 |
336 |
651 |
|
9 |
91 |
111 |
123 |
151 |
241 |
335 |
554 |
|
10 |
90 |
110 |
123 |
151 |
240 |
334 |
477 |
|
11 |
89 |
109 |
122 |
151 |
238 |
332 |
414 |
|
12 |
87 |
107 |
120 |
149 |
236 |
330 |
362 |
|
13 |
85 |
105 |
118 |
147 |
234 |
328 |
328 |
|
14 |
83 |
103 |
116 |
145 |
233 |
326 |
326 |
|
15 |
81 |
101 |
114 |
143 |
231 |
325 |
325 |
|
16 |
79 |
99 |
112 |
141 |
229 |
323 |
323 |
|
17 |
77 |
98 |
111 |
140 |
227 |
321 |
321 |
|
18 |
76 |
96 |
109 |
138 |
225 |
319 |
319 |
|
19 |
75 |
95 |
108 |
137 |
224 |
318 |
318 |
|
20 |
74 |
94 |
107 |
136 |
223 |
317 |
317 |
|
21 |
72 |
93 |
106 |
135 |
222 |
316 |
316 |
|
22 |
71 |
91 |
104 |
134 |
221 |
315 |
315 |
|
23 |
70 |
90 |
103 |
132 |
220 |
314 |
314 |
|
24 |
69 |
89 |
102 |
131 |
218 |
312 |
312 |
|
25 |
68 |
88 |
101 |
130 |
217 |
311 |
311 |
|
26 |
67 |
87 |
100 |
129 |
216 |
310 |
310 |
|
27 |
65 |
86 |
98 |
128 |
215 |
309 |
309 |
|
28 |
64 |
84 |
97 |
127 |
214 |
308 |
308 |
|
29 |
63 |
83 |
96 |
125 |
213 |
307 |
307 |
|
30 |
62 |
82 |
95 |
124 |
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 |
330 |
343 |
349 |
371 |
492 |
588 |
3423 |
|
2 |
78 |
91 |
98 |
120 |
240 |
371 |
2534 |
|
3 |
80 |
94 |
102 |
127 |
237 |
385 |
1905 |
|
4 |
82 |
97 |
107 |
133 |
237 |
384 |
1469 |
|
5 |
84 |
100 |
112 |
136 |
238 |
374 |
1162 |
|
6 |
86 |
103 |
115 |
140 |
238 |
360 |
941 |
|
7 |
88 |
106 |
117 |
142 |
238 |
343 |
778 |
|
8 |
89 |
108 |
119 |
146 |
239 |
333 |
653 |
|
9 |
89 |
109 |
121 |
149 |
239 |
333 |
556 |
|
10 |
89 |
109 |
122 |
151 |
239 |
333 |
478 |
|
11 |
89 |
110 |
122 |
151 |
239 |
333 |
415 |
|
12 |
89 |
110 |
123 |
152 |
239 |
333 |
363 |
|
13 |
90 |
110 |
123 |
152 |
239 |
333 |
333 |
|
14 |
90 |
110 |
123 |
153 |
240 |
334 |
334 |
|
15 |
91 |
111 |
124 |
153 |
241 |
334 |
334 |
|
16 |
92 |
112 |
125 |
154 |
242 |
335 |
335 |
|
17 |
93 |
113 |
126 |
155 |
243 |
336 |
336 |
|
18 |
94 |
114 |
127 |
156 |
244 |
337 |
337 |
|
19 |
95 |
115 |
128 |
157 |
244 |
338 |
338 |
|
20 |
95 |
116 |
128 |
158 |
245 |
339 |
339 |
|
21 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
22 |
95 |
115 |
128 |
157 |
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 |
90 |
110 |
123 |
152 |
240 |
334 |
334 |
|
28 |
89 |
109 |
122 |
151 |
238 |
332 |
332 |
|
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 |
5 |
12 |
34 |
154 |
301 |
3087 |
|
2 |
0 |
5 |
12 |
34 |
154 |
339 |
2290 |
|
3 |
1 |
6 |
14 |
39 |
149 |
352 |
1724 |
|
4 |
1 |
6 |
16 |
42 |
145 |
351 |
1330 |
|
5 |
1 |
7 |
19 |
43 |
144 |
342 |
1053 |
|
6 |
2 |
9 |
20 |
45 |
144 |
328 |
853 |
|
7 |
2 |
11 |
22 |
47 |
143 |
313 |
705 |
|
8 |
2 |
11 |
22 |
49 |
142 |
296 |
592 |
|
9 |
2 |
10 |
25 |
51 |
141 |
279 |
504 |
|
10 |
4 |
11 |
27 |
52 |
141 |
262 |
434 |
|
11 |
4 |
11 |
30 |
53 |
140 |
246 |
377 |
|
12 |
4 |
11 |
32 |
53 |
140 |
234 |
330 |
|
13 |
4 |
11 |
35 |
53 |
140 |
234 |
291 |
|
14 |
4 |
12 |
38 |
53 |
141 |
234 |
258 |
|
15 |
5 |
12 |
39 |
54 |
141 |
235 |
235 |
|
16 |
5 |
13 |
42 |
54 |
141 |
235 |
235 |
|
17 |
6 |
14 |
45 |
54 |
141 |
235 |
235 |
|
18 |
6 |
15 |
47 |
54 |
142 |
236 |
236 |
|
19 |
7 |
15 |
49 |
55 |
142 |
236 |
236 |
|
20 |
7 |
17 |
52 |
56 |
143 |
237 |
237 |
|
21 |
7 |
17 |
54 |
59 |
144 |
238 |
238 |
|
22 |
8 |
18 |
57 |
61 |
145 |
239 |
239 |
|
23 |
8 |
19 |
60 |
63 |
145 |
239 |
239 |
|
24 |
8 |
20 |
61 |
65 |
146 |
240 |
240 |
|
25 |
9 |
20 |
64 |
66 |
146 |
240 |
240 |
|
26 |
9 |
22 |
66 |
68 |
147 |
241 |
241 |
|
27 |
9 |
22 |
69 |
71 |
147 |
241 |
241 |
|
28 |
10 |
23 |
71 |
73 |
147 |
241 |
241 |
|
29 |
10 |
24 |
74 |
75 |
148 |
241 |
241 |
|
30 |
11 |
25 |
77 |
77 |
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 |
68 |
90 |
210 |
306 |
3125 |
|
2 |
49 |
62 |
69 |
91 |
211 |
343 |
2319 |
|
3 |
48 |
62 |
71 |
95 |
205 |
356 |
1746 |
|
4 |
47 |
63 |
73 |
99 |
202 |
356 |
1347 |
|
5 |
47 |
64 |
75 |
100 |
201 |
346 |
1067 |
|
6 |
48 |
66 |
77 |
102 |
201 |
333 |
865 |
|
7 |
49 |
67 |
78 |
103 |
199 |
317 |
715 |
|
8 |
48 |
67 |
79 |
105 |
199 |
300 |
601 |
|
9 |
48 |
67 |
79 |
107 |
198 |
292 |
512 |
|
10 |
47 |
67 |
80 |
108 |
197 |
290 |
441 |
|
11 |
45 |
66 |
79 |
108 |
195 |
289 |
383 |
|
12 |
44 |
64 |
77 |
106 |
194 |
287 |
335 |
|
13 |
42 |
63 |
76 |
105 |
192 |
286 |
295 |
|
14 |
41 |
61 |
74 |
103 |
191 |
284 |
284 |
|
15 |
40 |
60 |
73 |
102 |
189 |
283 |
283 |
|
16 |
38 |
58 |
71 |
100 |
188 |
282 |
282 |
|
17 |
37 |
57 |
70 |
99 |
187 |
280 |
280 |
|
18 |
36 |
56 |
69 |
98 |
185 |
279 |
279 |
|
19 |
35 |
55 |
68 |
97 |
185 |
278 |
278 |
|
20 |
34 |
55 |
68 |
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 |
65 |
93 |
181 |
275 |
275 |
|
26 |
30 |
51 |
67 |
93 |
180 |
274 |
274 |
|
27 |
30 |
50 |
70 |
92 |
179 |
273 |
273 |
|
28 |
29 |
49 |
72 |
91 |
179 |
273 |
273 |
|
29 |
28 |
49 |
75 |
91 |
178 |
272 |
272 |
|
30 |
28 |
48 |
77 |
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 |
3399 |
|
2 |
112 |
126 |
132 |
154 |
274 |
371 |
2525 |
|
3 |
113 |
127 |
136 |
160 |
270 |
385 |
1903 |
|
4 |
114 |
129 |
139 |
165 |
268 |
385 |
1469 |
|
5 |
115 |
131 |
143 |
167 |
269 |
376 |
1164 |
|
6 |
116 |
133 |
145 |
170 |
268 |
362 |
945 |
|
7 |
117 |
136 |
146 |
172 |
268 |
362 |
782 |
|
8 |
116 |
136 |
147 |
173 |
267 |
361 |
657 |
|
9 |
116 |
136 |
148 |
176 |
266 |
360 |
560 |
|
10 |
115 |
135 |
148 |
177 |
265 |
359 |
483 |
|
11 |
114 |
134 |
147 |
176 |
264 |
358 |
420 |
|
12 |
112 |
133 |
145 |
175 |
262 |
356 |
367 |
|
13 |
110 |
131 |
144 |
173 |
260 |
354 |
354 |
|
14 |
108 |
129 |
141 |
171 |
258 |
352 |
352 |
|
15 |
106 |
126 |
139 |
168 |
256 |
350 |
350 |
|
16 |
104 |
124 |
137 |
166 |
253 |
347 |
347 |
|
17 |
102 |
122 |
135 |
164 |
251 |
345 |
345 |
|
18 |
99 |
120 |
132 |
162 |
249 |
343 |
343 |
|
19 |
97 |
118 |
130 |
160 |
247 |
341 |
341 |
|
20 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
21 |
94 |
114 |
127 |
156 |
244 |
337 |
337 |
|
22 |
92 |
112 |
125 |
154 |
242 |
336 |
336 |
|
23 |
90 |
110 |
123 |
153 |
240 |
334 |
334 |
|
24 |
88 |
109 |
122 |
151 |
238 |
332 |
332 |
|
25 |
87 |
107 |
120 |
149 |
236 |
330 |
330 |
|
26 |
85 |
105 |
118 |
147 |
234 |
328 |
328 |
|
27 |
83 |
103 |
116 |
145 |
233 |
327 |
327 |
|
28 |
81 |
102 |
115 |
144 |
231 |
325 |
325 |
|
29 |
80 |
100 |
113 |
142 |
229 |
323 |
323 |
|
30 |
78 |
98 |
111 |
140 |
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 |
166 |
179 |
185 |
207 |
328 |
424 |
3284 |
|
2 |
175 |
188 |
195 |
217 |
337 |
433 |
2459 |
|
3 |
179 |
193 |
201 |
226 |
336 |
432 |
1863 |
|
4 |
180 |
195 |
206 |
231 |
335 |
429 |
1443 |
|
5 |
181 |
197 |
209 |
233 |
334 |
428 |
1145 |
|
6 |
181 |
198 |
210 |
235 |
333 |
427 |
929 |
|
7 |
181 |
200 |
210 |
236 |
332 |
426 |
768 |
|
8 |
180 |
199 |
210 |
237 |
330 |
424 |
646 |
|
9 |
179 |
198 |
210 |
238 |
329 |
423 |
550 |
|
10 |
178 |
198 |
211 |
239 |
327 |
421 |
473 |
|
11 |
176 |
196 |
209 |
238 |
326 |
419 |
419 |
|
12 |
173 |
194 |
207 |
236 |
323 |
417 |
417 |
|
13 |
171 |
191 |
204 |
233 |
320 |
414 |
414 |
|
14 |
168 |
188 |
201 |
230 |
317 |
411 |
411 |
|
15 |
164 |
185 |
197 |
227 |
314 |
408 |
408 |
|
16 |
161 |
181 |
194 |
223 |
311 |
405 |
405 |
|
17 |
158 |
178 |
191 |
220 |
308 |
402 |
402 |
|
18 |
155 |
175 |
188 |
217 |
305 |
398 |
398 |
|
19 |
152 |
172 |
185 |
214 |
302 |
395 |
395 |
|
20 |
149 |
169 |
182 |
211 |
299 |
392 |
392 |
|
21 |
146 |
166 |
179 |
208 |
296 |
389 |
389 |
|
22 |
143 |
163 |
176 |
205 |
292 |
386 |
386 |
|
23 |
140 |
160 |
173 |
202 |
289 |
383 |
383 |
|
24 |
137 |
157 |
170 |
199 |
286 |
380 |
380 |
|
25 |
133 |
154 |
167 |
196 |
283 |
377 |
377 |
|
26 |
130 |
151 |
164 |
193 |
280 |
374 |
374 |
|
27 |
128 |
148 |
161 |
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 |
25 |
38 |
45 |
67 |
187 |
310 |
3192 |
|
2 |
26 |
39 |
46 |
68 |
188 |
350 |
2371 |
|
3 |
26 |
40 |
48 |
73 |
183 |
364 |
1787 |
|
4 |
25 |
40 |
51 |
77 |
180 |
363 |
1379 |
|
5 |
26 |
42 |
54 |
78 |
180 |
354 |
1092 |
|
6 |
27 |
44 |
55 |
80 |
179 |
340 |
885 |
|
7 |
27 |
46 |
57 |
82 |
178 |
324 |
732 |
|
8 |
26 |
45 |
57 |
83 |
177 |
307 |
615 |
|
9 |
26 |
45 |
57 |
85 |
176 |
289 |
524 |
|
10 |
25 |
45 |
58 |
87 |
175 |
272 |
451 |
|
11 |
25 |
45 |
58 |
87 |
174 |
268 |
392 |
|
12 |
24 |
44 |
57 |
86 |
174 |
268 |
343 |
|
13 |
24 |
44 |
57 |
86 |
173 |
267 |
302 |
|
14 |
23 |
43 |
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 |
59 |
85 |
172 |
266 |
266 |
|
23 |
22 |
43 |
61 |
85 |
172 |
266 |
266 |
|
24 |
22 |
42 |
64 |
85 |
172 |
266 |
266 |
|
25 |
22 |
42 |
66 |
84 |
172 |
265 |
265 |
|
26 |
22 |
42 |
69 |
84 |
171 |
265 |
265 |
|
27 |
21 |
42 |
71 |
84 |
171 |
265 |
265 |
|
28 |
21 |
41 |
74 |
83 |
171 |
265 |
265 |
|
29 |
21 |
41 |
76 |
83 |
170 |
264 |
264 |
|
30 |
20 |
41 |
78 |
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 |
22 |
36 |
42 |
64 |
184 |
314 |
3229 |
|
2 |
24 |
37 |
44 |
66 |
186 |
354 |
2397 |
|
3 |
25 |
39 |
48 |
72 |
182 |
367 |
1805 |
|
4 |
26 |
41 |
52 |
77 |
181 |
366 |
1392 |
|
5 |
28 |
44 |
56 |
80 |
181 |
357 |
1101 |
|
6 |
29 |
47 |
58 |
83 |
182 |
343 |
892 |
|
7 |
31 |
50 |
61 |
86 |
182 |
326 |
737 |
|
8 |
31 |
51 |
62 |
88 |
182 |
308 |
619 |
|
9 |
32 |
52 |
64 |
92 |
182 |
291 |
527 |
|
10 |
33 |
53 |
65 |
94 |
182 |
276 |
453 |
|
11 |
33 |
53 |
66 |
95 |
183 |
277 |
394 |
|
12 |
33 |
53 |
66 |
96 |
183 |
277 |
345 |
|
13 |
33 |
53 |
66 |
95 |
183 |
277 |
303 |
|
14 |
33 |
53 |
66 |
95 |
183 |
276 |
276 |
|
15 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
16 |
32 |
53 |
65 |
95 |
182 |
276 |
276 |
|
17 |
32 |
53 |
66 |
95 |
182 |
276 |
276 |
|
18 |
32 |
53 |
65 |
95 |
182 |
276 |
276 |
|
19 |
32 |
53 |
66 |
95 |
182 |
276 |
276 |
|
20 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
21 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
22 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
23 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
24 |
32 |
52 |
65 |
95 |
182 |
276 |
276 |
|
25 |
32 |
52 |
66 |
94 |
181 |
275 |
275 |
|
26 |
31 |
52 |
69 |
94 |
181 |
275 |
275 |
|
27 |
31 |
51 |
71 |
93 |
180 |
274 |
274 |
|
28 |
30 |
51 |
74 |
93 |
180 |
274 |
274 |
|
29 |
30 |
50 |
76 |
92 |
179 |
273 |
273 |
|
30 |
29 |
50 |
79 |
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 |
284 |
379 |
3388 |
|
2 |
120 |
133 |
140 |
162 |
282 |
378 |
2515 |
|
3 |
119 |
133 |
141 |
166 |
276 |
383 |
1894 |
|
4 |
118 |
133 |
143 |
169 |
272 |
383 |
1461 |
|
5 |
118 |
134 |
146 |
170 |
271 |
373 |
1156 |
|
6 |
117 |
135 |
146 |
171 |
270 |
364 |
937 |
|
7 |
118 |
136 |
147 |
173 |
269 |
363 |
775 |
|
8 |
117 |
136 |
148 |
174 |
268 |
362 |
651 |
|
9 |
116 |
136 |
148 |
176 |
266 |
360 |
555 |
|
10 |
116 |
136 |
149 |
177 |
266 |
360 |
478 |
|
11 |
115 |
136 |
148 |
177 |
265 |
359 |
415 |
|
12 |
114 |
134 |
147 |
176 |
264 |
358 |
363 |
|
13 |
113 |
133 |
146 |
175 |
263 |
356 |
356 |
|
14 |
112 |
132 |
145 |
174 |
261 |
355 |
355 |
|
15 |
109 |
130 |
142 |
172 |
259 |
353 |
353 |
|
16 |
107 |
127 |
140 |
169 |
257 |
351 |
351 |
|
17 |
105 |
125 |
138 |
167 |
254 |
348 |
348 |
|
18 |
102 |
123 |
135 |
165 |
252 |
346 |
346 |
|
19 |
100 |
120 |
133 |
162 |
250 |
344 |
344 |
|
20 |
98 |
118 |
131 |
160 |
248 |
341 |
341 |
|
21 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
22 |
93 |
114 |
127 |
156 |
243 |
337 |
337 |
|
23 |
91 |
111 |
124 |
154 |
241 |
335 |
335 |
|
24 |
89 |
109 |
122 |
151 |
239 |
333 |
333 |
|
25 |
87 |
107 |
120 |
149 |
236 |
330 |
330 |
|
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 |
6 |
13 |
35 |
155 |
305 |
3134 |
|
2 |
0 |
8 |
15 |
37 |
157 |
344 |
2325 |
|
3 |
1 |
10 |
18 |
43 |
153 |
357 |
1750 |
|
4 |
1 |
12 |
22 |
48 |
151 |
356 |
1350 |
|
5 |
1 |
15 |
27 |
51 |
152 |
347 |
1069 |
|
6 |
2 |
18 |
29 |
54 |
153 |
333 |
866 |
|
7 |
2 |
21 |
32 |
57 |
153 |
317 |
716 |
|
8 |
2 |
22 |
33 |
59 |
153 |
300 |
602 |
|
9 |
3 |
22 |
34 |
62 |
153 |
283 |
512 |
|
10 |
4 |
23 |
36 |
64 |
153 |
266 |
441 |
|
11 |
4 |
23 |
36 |
65 |
152 |
250 |
383 |
|
12 |
4 |
23 |
36 |
65 |
152 |
246 |
335 |
|
13 |
4 |
23 |
35 |
65 |
152 |
246 |
295 |
|
14 |
4 |
22 |
38 |
64 |
152 |
246 |
261 |
|
15 |
5 |
22 |
40 |
64 |
152 |
245 |
245 |
|
16 |
6 |
22 |
42 |
64 |
151 |
245 |
245 |
|
17 |
6 |
22 |
45 |
64 |
151 |
245 |
245 |
|
18 |
6 |
22 |
48 |
64 |
151 |
245 |
245 |
|
19 |
7 |
22 |
50 |
64 |
151 |
245 |
245 |
|
20 |
7 |
23 |
52 |
65 |
152 |
246 |
246 |
|
21 |
7 |
23 |
55 |
65 |
152 |
246 |
246 |
|
22 |
8 |
23 |
57 |
65 |
153 |
247 |
247 |
|
23 |
8 |
24 |
60 |
66 |
153 |
247 |
247 |
|
24 |
8 |
24 |
62 |
66 |
153 |
247 |
247 |
|
25 |
9 |
24 |
65 |
68 |
153 |
247 |
247 |
|
26 |
9 |
24 |
67 |
70 |
154 |
247 |
247 |
|
27 |
9 |
24 |
70 |
72 |
154 |
248 |
248 |
|
28 |
10 |
24 |
72 |
73 |
154 |
248 |
248 |
|
29 |
10 |
24 |
75 |
75 |
154 |
248 |
248 |
|
30 |
11 |
25 |
77 |
77 |
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 |
305 |
3134 |
|
2 |
31 |
44 |
51 |
73 |
193 |
344 |
2323 |
|
3 |
30 |
44 |
52 |
77 |
187 |
357 |
1748 |
|
4 |
29 |
44 |
54 |
80 |
183 |
356 |
1348 |
|
5 |
28 |
45 |
56 |
81 |
182 |
346 |
1067 |
|
6 |
31 |
48 |
60 |
85 |
183 |
332 |
864 |
|
7 |
29 |
47 |
58 |
84 |
180 |
316 |
714 |
|
8 |
33 |
52 |
63 |
90 |
183 |
299 |
600 |
|
9 |
32 |
52 |
64 |
92 |
182 |
282 |
510 |
|
10 |
27 |
47 |
60 |
88 |
177 |
270 |
439 |
|
11 |
22 |
42 |
55 |
84 |
172 |
266 |
381 |
|
12 |
19 |
39 |
52 |
81 |
169 |
262 |
334 |
|
13 |
16 |
37 |
50 |
79 |
166 |
260 |
294 |
|
14 |
15 |
35 |
48 |
77 |
164 |
258 |
260 |
|
15 |
13 |
33 |
46 |
75 |
163 |
257 |
257 |
|
16 |
12 |
32 |
45 |
74 |
161 |
255 |
255 |
|
17 |
11 |
31 |
45 |
73 |
160 |
254 |
254 |
|
18 |
10 |
30 |
48 |
72 |
160 |
253 |
253 |
|
19 |
10 |
30 |
49 |
72 |
159 |
253 |
253 |
|
20 |
10 |
30 |
52 |
72 |
159 |
253 |
253 |
|
21 |
10 |
30 |
54 |
72 |
159 |
253 |
253 |
|
22 |
10 |
30 |
57 |
72 |
159 |
253 |
253 |
|
23 |
10 |
30 |
60 |
72 |
159 |
253 |
253 |
|
24 |
9 |
30 |
62 |
72 |
159 |
253 |
253 |
|
25 |
9 |
30 |
64 |
72 |
159 |
253 |
253 |
|
26 |
9 |
29 |
66 |
71 |
159 |
253 |
253 |
|
27 |
9 |
29 |
69 |
71 |
159 |
253 |
253 |
|
28 |
10 |
29 |
71 |
73 |
159 |
252 |
252 |
|
29 |
10 |
29 |
74 |
75 |
158 |
252 |
252 |
|
30 |
11 |
29 |
77 |
77 |
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 |
358 |
454 |
3728 |
|
2 |
192 |
205 |
211 |
233 |
354 |
450 |
2779 |
|
3 |
186 |
200 |
209 |
233 |
343 |
439 |
2091 |
|
4 |
181 |
196 |
207 |
232 |
336 |
430 |
1613 |
|
5 |
177 |
193 |
205 |
229 |
331 |
424 |
1271 |
|
6 |
173 |
191 |
202 |
227 |
326 |
419 |
1026 |
|
7 |
170 |
189 |
200 |
225 |
321 |
415 |
845 |
|
8 |
166 |
185 |
196 |
223 |
316 |
410 |
707 |
|
9 |
162 |
182 |
193 |
222 |
312 |
406 |
600 |
|
10 |
158 |
178 |
191 |
219 |
308 |
402 |
514 |
|
11 |
154 |
174 |
187 |
216 |
304 |
397 |
444 |
|
12 |
150 |
170 |
183 |
212 |
299 |
393 |
393 |
|
13 |
146 |
166 |
179 |
208 |
295 |
389 |
389 |
|
14 |
142 |
162 |
175 |
204 |
292 |
386 |
386 |
|
15 |
138 |
159 |
172 |
201 |
288 |
382 |
382 |
|
16 |
135 |
155 |
168 |
197 |
285 |
379 |
379 |
|
17 |
132 |
152 |
165 |
194 |
281 |
375 |
375 |
|
18 |
129 |
149 |
162 |
191 |
278 |
372 |
372 |
|
19 |
126 |
146 |
159 |
188 |
275 |
369 |
369 |
|
20 |
123 |
143 |
156 |
185 |
273 |
367 |
367 |
|
21 |
120 |
141 |
154 |
183 |
270 |
364 |
364 |
|
22 |
118 |
138 |
151 |
180 |
267 |
361 |
361 |
|
23 |
115 |
135 |
148 |
177 |
265 |
359 |
359 |
|
24 |
113 |
133 |
146 |
175 |
262 |
356 |
356 |
|
25 |
110 |
130 |
143 |
172 |
260 |
353 |
353 |
|
26 |
108 |
128 |
141 |
170 |
257 |
351 |
351 |
|
27 |
105 |
125 |
138 |
167 |
255 |
349 |
349 |
|
28 |
103 |
123 |
136 |
165 |
252 |
346 |
346 |
|
29 |
101 |
121 |
134 |
163 |
250 |
344 |
344 |
|
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 |
307 |
3151 |
|
2 |
0 |
14 |
26 |
52 |
172 |
345 |
2336 |
|
3 |
1 |
17 |
28 |
56 |
169 |
359 |
1758 |
|
4 |
1 |
20 |
32 |
61 |
167 |
357 |
1356 |
|
5 |
2 |
23 |
36 |
67 |
168 |
348 |
1073 |
|
6 |
4 |
26 |
39 |
69 |
169 |
334 |
869 |
|
7 |
7 |
30 |
42 |
71 |
169 |
318 |
719 |
|
8 |
9 |
34 |
46 |
74 |
169 |
301 |
604 |
|
9 |
11 |
37 |
49 |
76 |
169 |
284 |
514 |
|
10 |
12 |
38 |
51 |
77 |
170 |
267 |
442 |
|
11 |
13 |
40 |
52 |
78 |
170 |
263 |
384 |
|
12 |
13 |
41 |
54 |
79 |
170 |
263 |
336 |
|
13 |
14 |
43 |
54 |
80 |
170 |
263 |
296 |
|
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 |
170 |
263 |
263 |
|
21 |
15 |
43 |
55 |
80 |
170 |
264 |
264 |
|
22 |
15 |
43 |
57 |
80 |
170 |
264 |
264 |
|
23 |
15 |
43 |
60 |
80 |
170 |
264 |
264 |
|
24 |
15 |
43 |
62 |
80 |
170 |
264 |
264 |
|
25 |
15 |
43 |
65 |
80 |
170 |
264 |
264 |
|
26 |
15 |
43 |
67 |
80 |
170 |
264 |
264 |
|
27 |
15 |
43 |
70 |
80 |
170 |
263 |
263 |
|
28 |
15 |
43 |
72 |
80 |
169 |
263 |
263 |
|
29 |
15 |
43 |
74 |
80 |
169 |
263 |
263 |
|
30 |
15 |
43 |
77 |
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 |
12 |
133 |
299 |
3063 |
|
2 |
0 |
1 |
6 |
14 |
131 |
337 |
2272 |
|
3 |
1 |
1 |
9 |
17 |
124 |
350 |
1709 |
|
4 |
1 |
3 |
11 |
19 |
121 |
348 |
1318 |
|
5 |
1 |
4 |
15 |
22 |
120 |
339 |
1043 |
|
6 |
2 |
4 |
16 |
25 |
119 |
326 |
845 |
|
7 |
2 |
6 |
19 |
28 |
119 |
310 |
698 |
|
8 |
2 |
6 |
22 |
30 |
119 |
293 |
587 |
|
9 |
2 |
7 |
25 |
32 |
119 |
276 |
500 |
|
10 |
4 |
8 |
27 |
34 |
119 |
260 |
430 |
|
11 |
4 |
9 |
29 |
37 |
119 |
244 |
373 |
|
12 |
4 |
10 |
32 |
39 |
119 |
229 |
327 |
|
13 |
4 |
10 |
35 |
41 |
120 |
214 |
288 |
|
14 |
4 |
11 |
36 |
43 |
120 |
214 |
255 |
|
15 |
5 |
12 |
39 |
46 |
120 |
214 |
227 |
|
16 |
5 |
12 |
42 |
48 |
120 |
214 |
214 |
|
17 |
6 |
14 |
44 |
49 |
121 |
215 |
215 |
|
18 |
6 |
15 |
46 |
52 |
121 |
215 |
215 |
|
19 |
7 |
15 |
49 |
54 |
122 |
216 |
216 |
|
20 |
7 |
17 |
52 |
56 |
122 |
216 |
216 |
|
21 |
7 |
17 |
53 |
58 |
124 |
217 |
217 |
|
22 |
8 |
18 |
56 |
59 |
125 |
217 |
217 |
|
23 |
8 |
18 |
58 |
62 |
127 |
218 |
218 |
|
24 |
8 |
20 |
61 |
64 |
129 |
218 |
218 |
|
25 |
9 |
20 |
63 |
66 |
130 |
218 |
218 |
|
26 |
9 |
21 |
66 |
68 |
130 |
218 |
218 |
|
27 |
9 |
22 |
68 |
70 |
132 |
218 |
218 |
|
28 |
10 |
23 |
71 |
71 |
133 |
218 |
218 |
|
29 |
10 |
23 |
73 |
73 |
134 |
218 |
218 |
|
30 |
10 |
25 |
75 |
75 |
135 |
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 |
7 |
|
Euro |
Belgium |
7 |
|
Euro |
Cyprus |
7 |
|
Euro |
Estonia |
7 |
|
Euro |
Finland |
7 |
|
Euro |
France |
7 |
|
Euro |
Germany |
7 |
|
Euro |
Greece |
7 |
|
Euro |
Ireland |
7 |
|
Euro |
Italy |
7 |
|
Euro |
Latvia |
7 |
|
Euro |
Lithuania |
7 |
|
Euro |
Luxembourg |
7 |
|
Euro |
Malta |
7 |
|
Euro |
Netherlands |
7 |
|
Euro |
Portugal |
7 |
|
Euro |
Slovakia |
7 |
|
Euro |
Slovenia |
7 |
|
Euro |
Spain |
7 |
|
Czech koruna |
Czech Republic |
13 |
|
Danish krone |
Denmark |
20 |
|
Forint |
Hungary |
1 |
|
Krona |
Sweden |
10 |
|
Kuna |
Croatia |
0 |
|
Lev |
Bulgaria |
-2 |
|
Pound sterling |
United Kingdom |
15 |
|
Romanian leu |
Romania |
3 |
|
Zloty |
Poland |
8 |
|
Króna |
Iceland |
-1 |
|
Norwegian krone |
Norway |
40 |
|
Swiss franc |
Liechtenstein |
5 |
|
Swiss franc |
Switzerland |
5 |
|
Australian dollar |
Australia |
8 |
|
Canadian dollar |
Canada |
33 |
|
US dollar |
United States |
29 |
|
Yen |
Japan |
2 |
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