COMMISSION IMPLEMENTING REGULATION (EU) 2018/1699
of 9 November 2018
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2018 until 30 December 2018 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 |
– 0,342 % |
1,885 % |
– 0,352 % |
0,342 % |
– 0,358 % |
0,090 % |
|
2 |
– 0,207 % |
2,128 % |
– 0,217 % |
1,402 % |
– 0,110 % |
0,293 % |
|
3 |
– 0,032 % |
2,214 % |
– 0,042 % |
1,958 % |
0,116 % |
0,608 % |
|
4 |
0,136 % |
2,271 % |
0,126 % |
2,427 % |
0,320 % |
0,984 % |
|
5 |
0,292 % |
2,305 % |
0,282 % |
2,710 % |
0,514 % |
1,277 % |
|
6 |
0,439 % |
2,319 % |
0,429 % |
2,900 % |
0,682 % |
1,504 % |
|
7 |
0,571 % |
2,324 % |
0,561 % |
3,157 % |
0,830 % |
1,697 % |
|
8 |
0,691 % |
2,326 % |
0,681 % |
3,358 % |
0,961 % |
1,870 % |
|
9 |
0,803 % |
2,331 % |
0,793 % |
3,515 % |
1,080 % |
2,028 % |
|
10 |
0,907 % |
2,340 % |
0,897 % |
3,603 % |
1,186 % |
2,164 % |
|
11 |
0,998 % |
2,341 % |
0,987 % |
3,669 % |
1,330 % |
2,280 % |
|
12 |
1,077 % |
2,334 % |
1,067 % |
3,726 % |
1,491 % |
2,381 % |
|
13 |
1,150 % |
2,324 % |
1,139 % |
3,776 % |
1,651 % |
2,470 % |
|
14 |
1,212 % |
2,318 % |
1,202 % |
3,819 % |
1,801 % |
2,549 % |
|
15 |
1,262 % |
2,320 % |
1,252 % |
3,858 % |
1,939 % |
2,620 % |
|
16 |
1,299 % |
2,334 % |
1,288 % |
3,891 % |
2,063 % |
2,685 % |
|
17 |
1,329 % |
2,356 % |
1,318 % |
3,920 % |
2,175 % |
2,743 % |
|
18 |
1,358 % |
2,384 % |
1,347 % |
3,946 % |
2,277 % |
2,797 % |
|
19 |
1,390 % |
2,416 % |
1,379 % |
3,970 % |
2,368 % |
2,847 % |
|
20 |
1,428 % |
2,451 % |
1,417 % |
3,990 % |
2,451 % |
2,893 % |
|
21 |
1,473 % |
2,487 % |
1,463 % |
4,009 % |
2,526 % |
2,935 % |
|
22 |
1,524 % |
2,525 % |
1,514 % |
4,026 % |
2,595 % |
2,975 % |
|
23 |
1,579 % |
2,562 % |
1,569 % |
4,041 % |
2,657 % |
3,012 % |
|
24 |
1,636 % |
2,599 % |
1,626 % |
4,055 % |
2,715 % |
3,047 % |
|
25 |
1,694 % |
2,636 % |
1,684 % |
4,068 % |
2,768 % |
3,079 % |
|
26 |
1,751 % |
2,672 % |
1,742 % |
4,080 % |
2,817 % |
3,110 % |
|
27 |
1,809 % |
2,708 % |
1,800 % |
4,091 % |
2,862 % |
3,139 % |
|
28 |
1,865 % |
2,742 % |
1,857 % |
4,101 % |
2,904 % |
3,166 % |
|
29 |
1,921 % |
2,776 % |
1,912 % |
4,111 % |
2,944 % |
3,192 % |
|
30 |
1,975 % |
2,808 % |
1,967 % |
4,119 % |
2,980 % |
3,216 % |
|
31 |
2,027 % |
2,839 % |
2,019 % |
4,127 % |
3,015 % |
3,239 % |
|
32 |
2,078 % |
2,870 % |
2,070 % |
4,135 % |
3,047 % |
3,261 % |
|
33 |
2,127 % |
2,899 % |
2,120 % |
4,142 % |
3,077 % |
3,282 % |
|
34 |
2,175 % |
2,927 % |
2,167 % |
4,149 % |
3,106 % |
3,302 % |
|
35 |
2,221 % |
2,954 % |
2,213 % |
4,155 % |
3,133 % |
3,321 % |
|
36 |
2,265 % |
2,980 % |
2,258 % |
4,161 % |
3,158 % |
3,339 % |
|
37 |
2,307 % |
3,005 % |
2,300 % |
4,166 % |
3,182 % |
3,356 % |
|
38 |
2,348 % |
3,029 % |
2,341 % |
4,171 % |
3,205 % |
3,373 % |
|
39 |
2,387 % |
3,053 % |
2,381 % |
4,176 % |
3,226 % |
3,389 % |
|
40 |
2,425 % |
3,075 % |
2,419 % |
4,181 % |
3,247 % |
3,404 % |
|
41 |
2,462 % |
3,096 % |
2,455 % |
4,185 % |
3,266 % |
3,418 % |
|
42 |
2,497 % |
3,117 % |
2,491 % |
4,190 % |
3,285 % |
3,432 % |
|
43 |
2,530 % |
3,137 % |
2,524 % |
4,194 % |
3,303 % |
3,446 % |
|
44 |
2,563 % |
3,156 % |
2,557 % |
4,197 % |
3,320 % |
3,458 % |
|
45 |
2,594 % |
3,175 % |
2,588 % |
4,201 % |
3,336 % |
3,471 % |
|
46 |
2,624 % |
3,193 % |
2,618 % |
4,204 % |
3,351 % |
3,483 % |
|
47 |
2,653 % |
3,210 % |
2,647 % |
4,208 % |
3,366 % |
3,494 % |
|
48 |
2,681 % |
3,227 % |
2,675 % |
4,211 % |
3,380 % |
3,505 % |
|
49 |
2,708 % |
3,243 % |
2,702 % |
4,214 % |
3,394 % |
3,515 % |
|
50 |
2,734 % |
3,258 % |
2,728 % |
4,217 % |
3,407 % |
3,526 % |
|
51 |
2,759 % |
3,273 % |
2,754 % |
4,220 % |
3,419 % |
3,535 % |
|
52 |
2,783 % |
3,287 % |
2,778 % |
4,222 % |
3,432 % |
3,545 % |
|
53 |
2,806 % |
3,301 % |
2,801 % |
4,225 % |
3,443 % |
3,554 % |
|
54 |
2,828 % |
3,315 % |
2,824 % |
4,227 % |
3,454 % |
3,563 % |
|
55 |
2,850 % |
3,328 % |
2,845 % |
4,230 % |
3,465 % |
3,571 % |
|
56 |
2,871 % |
3,340 % |
2,867 % |
4,232 % |
3,476 % |
3,580 % |
|
57 |
2,891 % |
3,352 % |
2,887 % |
4,234 % |
3,486 % |
3,588 % |
|
58 |
2,911 % |
3,364 % |
2,907 % |
4,236 % |
3,495 % |
3,595 % |
|
59 |
2,930 % |
3,375 % |
2,926 % |
4,238 % |
3,505 % |
3,603 % |
|
60 |
2,948 % |
3,386 % |
2,944 % |
4,240 % |
3,514 % |
3,610 % |
|
61 |
2,966 % |
3,397 % |
2,962 % |
4,242 % |
3,523 % |
3,617 % |
|
62 |
2,983 % |
3,407 % |
2,979 % |
4,244 % |
3,531 % |
3,624 % |
|
63 |
3,000 % |
3,418 % |
2,996 % |
4,245 % |
3,539 % |
3,631 % |
|
64 |
3,016 % |
3,427 % |
3,012 % |
4,247 % |
3,547 % |
3,637 % |
|
65 |
3,032 % |
3,437 % |
3,028 % |
4,249 % |
3,555 % |
3,643 % |
|
66 |
3,047 % |
3,446 % |
3,044 % |
4,250 % |
3,562 % |
3,649 % |
|
67 |
3,062 % |
3,455 % |
3,058 % |
4,252 % |
3,570 % |
3,655 % |
|
68 |
3,077 % |
3,463 % |
3,073 % |
4,253 % |
3,577 % |
3,661 % |
|
69 |
3,091 % |
3,472 % |
3,087 % |
4,255 % |
3,584 % |
3,667 % |
|
70 |
3,104 % |
3,480 % |
3,101 % |
4,256 % |
3,590 % |
3,672 % |
|
71 |
3,117 % |
3,488 % |
3,114 % |
4,258 % |
3,597 % |
3,677 % |
|
72 |
3,130 % |
3,496 % |
3,127 % |
4,259 % |
3,603 % |
3,682 % |
|
73 |
3,143 % |
3,503 % |
3,139 % |
4,260 % |
3,609 % |
3,687 % |
|
74 |
3,155 % |
3,511 % |
3,152 % |
4,261 % |
3,615 % |
3,692 % |
|
75 |
3,167 % |
3,518 % |
3,163 % |
4,263 % |
3,621 % |
3,697 % |
|
76 |
3,178 % |
3,525 % |
3,175 % |
4,264 % |
3,626 % |
3,701 % |
|
77 |
3,190 % |
3,532 % |
3,186 % |
4,265 % |
3,632 % |
3,706 % |
|
78 |
3,201 % |
3,538 % |
3,197 % |
4,266 % |
3,637 % |
3,710 % |
|
79 |
3,211 % |
3,545 % |
3,208 % |
4,267 % |
3,643 % |
3,715 % |
|
80 |
3,222 % |
3,551 % |
3,219 % |
4,268 % |
3,648 % |
3,719 % |
|
81 |
3,232 % |
3,557 % |
3,229 % |
4,269 % |
3,653 % |
3,723 % |
|
82 |
3,242 % |
3,563 % |
3,239 % |
4,270 % |
3,657 % |
3,727 % |
|
83 |
3,252 % |
3,569 % |
3,248 % |
4,271 % |
3,662 % |
3,731 % |
|
84 |
3,261 % |
3,575 % |
3,258 % |
4,272 % |
3,667 % |
3,734 % |
|
85 |
3,270 % |
3,580 % |
3,267 % |
4,273 % |
3,671 % |
3,738 % |
|
86 |
3,279 % |
3,586 % |
3,276 % |
4,274 % |
3,676 % |
3,742 % |
|
87 |
3,288 % |
3,591 % |
3,285 % |
4,275 % |
3,680 % |
3,745 % |
|
88 |
3,297 % |
3,596 % |
3,294 % |
4,276 % |
3,684 % |
3,749 % |
|
89 |
3,305 % |
3,601 % |
3,302 % |
4,277 % |
3,688 % |
3,752 % |
|
90 |
3,313 % |
3,606 % |
3,311 % |
4,277 % |
3,692 % |
3,755 % |
|
91 |
3,321 % |
3,611 % |
3,319 % |
4,278 % |
3,696 % |
3,759 % |
|
92 |
3,329 % |
3,616 % |
3,327 % |
4,279 % |
3,700 % |
3,762 % |
|
93 |
3,337 % |
3,620 % |
3,334 % |
4,280 % |
3,704 % |
3,765 % |
|
94 |
3,345 % |
3,625 % |
3,342 % |
4,281 % |
3,707 % |
3,768 % |
|
95 |
3,352 % |
3,629 % |
3,349 % |
4,281 % |
3,711 % |
3,771 % |
|
96 |
3,359 % |
3,634 % |
3,357 % |
4,282 % |
3,715 % |
3,774 % |
|
97 |
3,366 % |
3,638 % |
3,364 % |
4,283 % |
3,718 % |
3,776 % |
|
98 |
3,373 % |
3,642 % |
3,371 % |
4,283 % |
3,721 % |
3,779 % |
|
99 |
3,380 % |
3,646 % |
3,378 % |
4,284 % |
3,725 % |
3,782 % |
|
100 |
3,387 % |
3,650 % |
3,384 % |
4,285 % |
3,728 % |
3,785 % |
|
101 |
3,393 % |
3,654 % |
3,391 % |
4,285 % |
3,731 % |
3,787 % |
|
102 |
3,400 % |
3,658 % |
3,397 % |
4,286 % |
3,734 % |
3,790 % |
|
103 |
3,406 % |
3,662 % |
3,404 % |
4,287 % |
3,737 % |
3,792 % |
|
104 |
3,412 % |
3,666 % |
3,410 % |
4,287 % |
3,740 % |
3,795 % |
|
105 |
3,418 % |
3,669 % |
3,416 % |
4,288 % |
3,743 % |
3,797 % |
|
106 |
3,424 % |
3,673 % |
3,422 % |
4,289 % |
3,746 % |
3,800 % |
|
107 |
3,430 % |
3,676 % |
3,428 % |
4,289 % |
3,749 % |
3,802 % |
|
108 |
3,436 % |
3,680 % |
3,433 % |
4,290 % |
3,752 % |
3,804 % |
|
109 |
3,441 % |
3,683 % |
3,439 % |
4,290 % |
3,755 % |
3,807 % |
|
110 |
3,447 % |
3,687 % |
3,445 % |
4,291 % |
3,757 % |
3,809 % |
|
111 |
3,452 % |
3,690 % |
3,450 % |
4,291 % |
3,760 % |
3,811 % |
|
112 |
3,458 % |
3,693 % |
3,455 % |
4,292 % |
3,762 % |
3,813 % |
|
113 |
3,463 % |
3,696 % |
3,461 % |
4,292 % |
3,765 % |
3,815 % |
|
114 |
3,468 % |
3,699 % |
3,466 % |
4,293 % |
3,767 % |
3,817 % |
|
115 |
3,473 % |
3,702 % |
3,471 % |
4,293 % |
3,770 % |
3,819 % |
|
116 |
3,478 % |
3,705 % |
3,476 % |
4,294 % |
3,772 % |
3,821 % |
|
117 |
3,483 % |
3,708 % |
3,481 % |
4,294 % |
3,775 % |
3,823 % |
|
118 |
3,488 % |
3,711 % |
3,486 % |
4,295 % |
3,777 % |
3,825 % |
|
119 |
3,492 % |
3,714 % |
3,490 % |
4,295 % |
3,779 % |
3,827 % |
|
120 |
3,497 % |
3,717 % |
3,495 % |
4,296 % |
3,782 % |
3,829 % |
|
121 |
3,502 % |
3,720 % |
3,499 % |
4,296 % |
3,784 % |
3,831 % |
|
122 |
3,506 % |
3,722 % |
3,504 % |
4,297 % |
3,786 % |
3,832 % |
|
123 |
3,511 % |
3,725 % |
3,508 % |
4,297 % |
3,788 % |
3,834 % |
|
124 |
3,515 % |
3,728 % |
3,513 % |
4,298 % |
3,790 % |
3,836 % |
|
125 |
3,519 % |
3,730 % |
3,517 % |
4,298 % |
3,792 % |
3,838 % |
|
126 |
3,523 % |
3,733 % |
3,521 % |
4,298 % |
3,794 % |
3,839 % |
|
127 |
3,527 % |
3,735 % |
3,525 % |
4,299 % |
3,796 % |
3,841 % |
|
128 |
3,532 % |
3,738 % |
3,530 % |
4,299 % |
3,798 % |
3,843 % |
|
129 |
3,536 % |
3,740 % |
3,534 % |
4,300 % |
3,800 % |
3,844 % |
|
130 |
3,539 % |
3,742 % |
3,537 % |
4,300 % |
3,802 % |
3,846 % |
|
131 |
3,543 % |
3,745 % |
3,541 % |
4,300 % |
3,804 % |
3,847 % |
|
132 |
3,547 % |
3,747 % |
3,545 % |
4,301 % |
3,806 % |
3,849 % |
|
133 |
3,551 % |
3,749 % |
3,549 % |
4,301 % |
3,808 % |
3,850 % |
|
134 |
3,555 % |
3,752 % |
3,553 % |
4,301 % |
3,810 % |
3,852 % |
|
135 |
3,558 % |
3,754 % |
3,556 % |
4,302 % |
3,811 % |
3,853 % |
|
136 |
3,562 % |
3,756 % |
3,560 % |
4,302 % |
3,813 % |
3,855 % |
|
137 |
3,566 % |
3,758 % |
3,564 % |
4,302 % |
3,815 % |
3,856 % |
|
138 |
3,569 % |
3,760 % |
3,567 % |
4,303 % |
3,817 % |
3,858 % |
|
139 |
3,572 % |
3,762 % |
3,571 % |
4,303 % |
3,818 % |
3,859 % |
|
140 |
3,576 % |
3,764 % |
3,574 % |
4,304 % |
3,820 % |
3,860 % |
|
141 |
3,579 % |
3,766 % |
3,577 % |
4,304 % |
3,822 % |
3,862 % |
|
142 |
3,583 % |
3,768 % |
3,581 % |
4,304 % |
3,823 % |
3,863 % |
|
143 |
3,586 % |
3,770 % |
3,584 % |
4,304 % |
3,825 % |
3,864 % |
|
144 |
3,589 % |
3,772 % |
3,587 % |
4,305 % |
3,826 % |
3,866 % |
|
145 |
3,592 % |
3,774 % |
3,590 % |
4,305 % |
3,828 % |
3,867 % |
|
146 |
3,595 % |
3,776 % |
3,594 % |
4,305 % |
3,829 % |
3,868 % |
|
147 |
3,598 % |
3,778 % |
3,597 % |
4,306 % |
3,831 % |
3,869 % |
|
148 |
3,601 % |
3,780 % |
3,600 % |
4,306 % |
3,832 % |
3,871 % |
|
149 |
3,604 % |
3,782 % |
3,603 % |
4,306 % |
3,834 % |
3,872 % |
|
150 |
3,607 % |
3,783 % |
3,606 % |
4,307 % |
3,835 % |
3,873 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,392 % |
0,896 % |
3,301 % |
1,181 % |
5,017 % |
1,172 % |
|
2 |
– 0,257 % |
1,057 % |
3,681 % |
1,436 % |
5,140 % |
1,452 % |
|
3 |
– 0,082 % |
1,185 % |
3,963 % |
1,741 % |
5,305 % |
1,640 % |
|
4 |
0,086 % |
1,279 % |
4,154 % |
2,220 % |
5,410 % |
1,780 % |
|
5 |
0,241 % |
1,354 % |
4,278 % |
2,472 % |
5,482 % |
1,901 % |
|
6 |
0,388 % |
1,410 % |
4,382 % |
2,734 % |
5,543 % |
1,981 % |
|
7 |
0,520 % |
1,459 % |
4,495 % |
2,929 % |
5,601 % |
2,054 % |
|
8 |
0,641 % |
1,501 % |
4,628 % |
3,079 % |
5,643 % |
2,117 % |
|
9 |
0,752 % |
1,540 % |
4,768 % |
3,159 % |
5,661 % |
2,173 % |
|
10 |
0,856 % |
1,573 % |
4,891 % |
3,172 % |
5,661 % |
2,221 % |
|
11 |
0,946 % |
1,602 % |
4,980 % |
3,179 % |
5,649 % |
2,270 % |
|
12 |
1,026 % |
1,625 % |
5,042 % |
3,190 % |
5,628 % |
2,323 % |
|
13 |
1,098 % |
1,645 % |
5,083 % |
3,205 % |
5,601 % |
2,376 % |
|
14 |
1,161 % |
1,659 % |
5,108 % |
3,222 % |
5,570 % |
2,428 % |
|
15 |
1,210 % |
1,670 % |
5,121 % |
3,240 % |
5,537 % |
2,480 % |
|
16 |
1,247 % |
1,679 % |
5,126 % |
3,258 % |
5,502 % |
2,531 % |
|
17 |
1,277 % |
1,687 % |
5,123 % |
3,278 % |
5,466 % |
2,579 % |
|
18 |
1,305 % |
1,692 % |
5,116 % |
3,297 % |
5,430 % |
2,626 % |
|
19 |
1,337 % |
1,695 % |
5,105 % |
3,316 % |
5,394 % |
2,672 % |
|
20 |
1,376 % |
1,696 % |
5,090 % |
3,335 % |
5,358 % |
2,715 % |
|
21 |
1,422 % |
1,695 % |
5,074 % |
3,354 % |
5,323 % |
2,756 % |
|
22 |
1,474 % |
1,693 % |
5,056 % |
3,372 % |
5,289 % |
2,796 % |
|
23 |
1,530 % |
1,690 % |
5,037 % |
3,389 % |
5,256 % |
2,834 % |
|
24 |
1,588 % |
1,687 % |
5,017 % |
3,407 % |
5,223 % |
2,870 % |
|
25 |
1,646 % |
1,683 % |
4,996 % |
3,423 % |
5,192 % |
2,905 % |
|
26 |
1,706 % |
1,679 % |
4,976 % |
3,439 % |
5,161 % |
2,938 % |
|
27 |
1,764 % |
1,674 % |
4,955 % |
3,455 % |
5,132 % |
2,970 % |
|
28 |
1,822 % |
1,670 % |
4,935 % |
3,470 % |
5,103 % |
3,000 % |
|
29 |
1,878 % |
1,664 % |
4,915 % |
3,484 % |
5,076 % |
3,029 % |
|
30 |
1,934 % |
1,659 % |
4,895 % |
3,498 % |
5,049 % |
3,056 % |
|
31 |
1,987 % |
1,652 % |
4,876 % |
3,512 % |
5,024 % |
3,082 % |
|
32 |
2,039 % |
1,646 % |
4,857 % |
3,525 % |
4,999 % |
3,108 % |
|
33 |
2,089 % |
1,641 % |
4,838 % |
3,537 % |
4,976 % |
3,132 % |
|
34 |
2,138 % |
1,635 % |
4,820 % |
3,549 % |
4,953 % |
3,155 % |
|
35 |
2,184 % |
1,631 % |
4,803 % |
3,561 % |
4,931 % |
3,177 % |
|
36 |
2,229 % |
1,628 % |
4,786 % |
3,572 % |
4,910 % |
3,198 % |
|
37 |
2,273 % |
1,624 % |
4,769 % |
3,583 % |
4,890 % |
3,219 % |
|
38 |
2,314 % |
1,619 % |
4,754 % |
3,593 % |
4,871 % |
3,238 % |
|
39 |
2,355 % |
1,613 % |
4,738 % |
3,603 % |
4,852 % |
3,257 % |
|
40 |
2,393 % |
1,605 % |
4,723 % |
3,613 % |
4,834 % |
3,275 % |
|
41 |
2,430 % |
1,594 % |
4,709 % |
3,622 % |
4,817 % |
3,292 % |
|
42 |
2,466 % |
1,582 % |
4,695 % |
3,631 % |
4,800 % |
3,308 % |
|
43 |
2,500 % |
1,571 % |
4,682 % |
3,639 % |
4,784 % |
3,324 % |
|
44 |
2,534 % |
1,561 % |
4,669 % |
3,648 % |
4,768 % |
3,340 % |
|
45 |
2,565 % |
1,554 % |
4,656 % |
3,656 % |
4,754 % |
3,354 % |
|
46 |
2,596 % |
1,549 % |
4,644 % |
3,664 % |
4,739 % |
3,369 % |
|
47 |
2,626 % |
1,548 % |
4,632 % |
3,671 % |
4,725 % |
3,382 % |
|
48 |
2,654 % |
1,551 % |
4,621 % |
3,678 % |
4,712 % |
3,395 % |
|
49 |
2,681 % |
1,558 % |
4,610 % |
3,685 % |
4,699 % |
3,408 % |
|
50 |
2,708 % |
1,569 % |
4,599 % |
3,692 % |
4,687 % |
3,420 % |
|
51 |
2,733 % |
1,584 % |
4,589 % |
3,699 % |
4,675 % |
3,432 % |
|
52 |
2,758 % |
1,603 % |
4,579 % |
3,705 % |
4,663 % |
3,444 % |
|
53 |
2,782 % |
1,625 % |
4,570 % |
3,711 % |
4,652 % |
3,455 % |
|
54 |
2,805 % |
1,649 % |
4,560 % |
3,717 % |
4,641 % |
3,465 % |
|
55 |
2,827 % |
1,675 % |
4,551 % |
3,723 % |
4,631 % |
3,475 % |
|
56 |
2,848 % |
1,702 % |
4,543 % |
3,728 % |
4,621 % |
3,485 % |
|
57 |
2,869 % |
1,730 % |
4,534 % |
3,734 % |
4,611 % |
3,495 % |
|
58 |
2,889 % |
1,758 % |
4,526 % |
3,739 % |
4,601 % |
3,504 % |
|
59 |
2,908 % |
1,787 % |
4,518 % |
3,744 % |
4,592 % |
3,513 % |
|
60 |
2,927 % |
1,816 % |
4,511 % |
3,749 % |
4,583 % |
3,522 % |
|
61 |
2,945 % |
1,845 % |
4,503 % |
3,754 % |
4,575 % |
3,531 % |
|
62 |
2,963 % |
1,874 % |
4,496 % |
3,758 % |
4,566 % |
3,539 % |
|
63 |
2,980 % |
1,903 % |
4,489 % |
3,763 % |
4,558 % |
3,547 % |
|
64 |
2,996 % |
1,932 % |
4,482 % |
3,767 % |
4,551 % |
3,554 % |
|
65 |
3,012 % |
1,960 % |
4,476 % |
3,771 % |
4,543 % |
3,562 % |
|
66 |
3,028 % |
1,988 % |
4,469 % |
3,775 % |
4,536 % |
3,569 % |
|
67 |
3,043 % |
2,015 % |
4,463 % |
3,779 % |
4,528 % |
3,576 % |
|
68 |
3,058 % |
2,043 % |
4,457 % |
3,783 % |
4,521 % |
3,583 % |
|
69 |
3,072 % |
2,069 % |
4,451 % |
3,787 % |
4,515 % |
3,590 % |
|
70 |
3,086 % |
2,095 % |
4,446 % |
3,791 % |
4,508 % |
3,596 % |
|
71 |
3,099 % |
2,121 % |
4,440 % |
3,794 % |
4,502 % |
3,603 % |
|
72 |
3,112 % |
2,146 % |
4,435 % |
3,798 % |
4,495 % |
3,609 % |
|
73 |
3,125 % |
2,170 % |
4,429 % |
3,801 % |
4,489 % |
3,615 % |
|
74 |
3,137 % |
2,194 % |
4,424 % |
3,805 % |
4,483 % |
3,621 % |
|
75 |
3,150 % |
2,218 % |
4,419 % |
3,808 % |
4,478 % |
3,626 % |
|
76 |
3,161 % |
2,241 % |
4,415 % |
3,811 % |
4,472 % |
3,632 % |
|
77 |
3,173 % |
2,264 % |
4,410 % |
3,814 % |
4,467 % |
3,637 % |
|
78 |
3,184 % |
2,286 % |
4,405 % |
3,817 % |
4,461 % |
3,643 % |
|
79 |
3,195 % |
2,307 % |
4,401 % |
3,820 % |
4,456 % |
3,648 % |
|
80 |
3,206 % |
2,328 % |
4,396 % |
3,823 % |
4,451 % |
3,653 % |
|
81 |
3,216 % |
2,349 % |
4,392 % |
3,826 % |
4,446 % |
3,658 % |
|
82 |
3,226 % |
2,369 % |
4,388 % |
3,828 % |
4,441 % |
3,662 % |
|
83 |
3,236 % |
2,389 % |
4,384 % |
3,831 % |
4,436 % |
3,667 % |
|
84 |
3,246 % |
2,408 % |
4,380 % |
3,834 % |
4,432 % |
3,671 % |
|
85 |
3,255 % |
2,427 % |
4,376 % |
3,836 % |
4,427 % |
3,676 % |
|
86 |
3,264 % |
2,446 % |
4,372 % |
3,839 % |
4,423 % |
3,680 % |
|
87 |
3,273 % |
2,464 % |
4,369 % |
3,841 % |
4,419 % |
3,684 % |
|
88 |
3,282 % |
2,482 % |
4,365 % |
3,843 % |
4,415 % |
3,689 % |
|
89 |
3,291 % |
2,499 % |
4,361 % |
3,846 % |
4,410 % |
3,693 % |
|
90 |
3,299 % |
2,516 % |
4,358 % |
3,848 % |
4,406 % |
3,697 % |
|
91 |
3,307 % |
2,533 % |
4,355 % |
3,850 % |
4,402 % |
3,700 % |
|
92 |
3,315 % |
2,549 % |
4,351 % |
3,852 % |
4,399 % |
3,704 % |
|
93 |
3,323 % |
2,565 % |
4,348 % |
3,854 % |
4,395 % |
3,708 % |
|
94 |
3,331 % |
2,580 % |
4,345 % |
3,856 % |
4,391 % |
3,712 % |
|
95 |
3,338 % |
2,596 % |
4,342 % |
3,859 % |
4,388 % |
3,715 % |
|
96 |
3,346 % |
2,611 % |
4,339 % |
3,861 % |
4,384 % |
3,719 % |
|
97 |
3,353 % |
2,625 % |
4,336 % |
3,862 % |
4,381 % |
3,722 % |
|
98 |
3,360 % |
2,640 % |
4,333 % |
3,864 % |
4,377 % |
3,725 % |
|
99 |
3,367 % |
2,654 % |
4,330 % |
3,866 % |
4,374 % |
3,729 % |
|
100 |
3,374 % |
2,668 % |
4,327 % |
3,868 % |
4,371 % |
3,732 % |
|
101 |
3,381 % |
2,681 % |
4,324 % |
3,870 % |
4,368 % |
3,735 % |
|
102 |
3,387 % |
2,695 % |
4,322 % |
3,872 % |
4,364 % |
3,738 % |
|
103 |
3,393 % |
2,708 % |
4,319 % |
3,873 % |
4,361 % |
3,741 % |
|
104 |
3,400 % |
2,721 % |
4,316 % |
3,875 % |
4,358 % |
3,744 % |
|
105 |
3,406 % |
2,733 % |
4,314 % |
3,877 % |
4,355 % |
3,747 % |
|
106 |
3,412 % |
2,745 % |
4,311 % |
3,878 % |
4,353 % |
3,750 % |
|
107 |
3,418 % |
2,758 % |
4,309 % |
3,880 % |
4,350 % |
3,753 % |
|
108 |
3,424 % |
2,769 % |
4,307 % |
3,882 % |
4,347 % |
3,755 % |
|
109 |
3,429 % |
2,781 % |
4,304 % |
3,883 % |
4,344 % |
3,758 % |
|
110 |
3,435 % |
2,793 % |
4,302 % |
3,885 % |
4,342 % |
3,761 % |
|
111 |
3,441 % |
2,804 % |
4,300 % |
3,886 % |
4,339 % |
3,763 % |
|
112 |
3,446 % |
2,815 % |
4,297 % |
3,888 % |
4,336 % |
3,766 % |
|
113 |
3,451 % |
2,826 % |
4,295 % |
3,889 % |
4,334 % |
3,768 % |
|
114 |
3,457 % |
2,836 % |
4,293 % |
3,890 % |
4,331 % |
3,771 % |
|
115 |
3,462 % |
2,847 % |
4,291 % |
3,892 % |
4,329 % |
3,773 % |
|
116 |
3,467 % |
2,857 % |
4,289 % |
3,893 % |
4,326 % |
3,776 % |
|
117 |
3,472 % |
2,867 % |
4,287 % |
3,894 % |
4,324 % |
3,778 % |
|
118 |
3,477 % |
2,877 % |
4,285 % |
3,896 % |
4,322 % |
3,780 % |
|
119 |
3,481 % |
2,887 % |
4,283 % |
3,897 % |
4,319 % |
3,783 % |
|
120 |
3,486 % |
2,897 % |
4,281 % |
3,898 % |
4,317 % |
3,785 % |
|
121 |
3,491 % |
2,906 % |
4,279 % |
3,900 % |
4,315 % |
3,787 % |
|
122 |
3,495 % |
2,915 % |
4,277 % |
3,901 % |
4,313 % |
3,789 % |
|
123 |
3,500 % |
2,925 % |
4,275 % |
3,902 % |
4,311 % |
3,791 % |
|
124 |
3,504 % |
2,934 % |
4,273 % |
3,903 % |
4,309 % |
3,793 % |
|
125 |
3,509 % |
2,943 % |
4,272 % |
3,904 % |
4,307 % |
3,795 % |
|
126 |
3,513 % |
2,951 % |
4,270 % |
3,906 % |
4,304 % |
3,797 % |
|
127 |
3,517 % |
2,960 % |
4,268 % |
3,907 % |
4,302 % |
3,799 % |
|
128 |
3,521 % |
2,968 % |
4,266 % |
3,908 % |
4,301 % |
3,801 % |
|
129 |
3,525 % |
2,977 % |
4,265 % |
3,909 % |
4,299 % |
3,803 % |
|
130 |
3,529 % |
2,985 % |
4,263 % |
3,910 % |
4,297 % |
3,805 % |
|
131 |
3,533 % |
2,993 % |
4,261 % |
3,911 % |
4,295 % |
3,807 % |
|
132 |
3,537 % |
3,001 % |
4,260 % |
3,912 % |
4,293 % |
3,809 % |
|
133 |
3,541 % |
3,009 % |
4,258 % |
3,913 % |
4,291 % |
3,811 % |
|
134 |
3,545 % |
3,017 % |
4,257 % |
3,914 % |
4,289 % |
3,812 % |
|
135 |
3,549 % |
3,024 % |
4,255 % |
3,915 % |
4,288 % |
3,814 % |
|
136 |
3,552 % |
3,032 % |
4,254 % |
3,916 % |
4,286 % |
3,816 % |
|
137 |
3,556 % |
3,039 % |
4,252 % |
3,917 % |
4,284 % |
3,818 % |
|
138 |
3,560 % |
3,046 % |
4,251 % |
3,918 % |
4,282 % |
3,819 % |
|
139 |
3,563 % |
3,054 % |
4,249 % |
3,919 % |
4,281 % |
3,821 % |
|
140 |
3,567 % |
3,061 % |
4,248 % |
3,920 % |
4,279 % |
3,823 % |
|
141 |
3,570 % |
3,068 % |
4,246 % |
3,921 % |
4,277 % |
3,824 % |
|
142 |
3,573 % |
3,075 % |
4,245 % |
3,922 % |
4,276 % |
3,826 % |
|
143 |
3,577 % |
3,081 % |
4,244 % |
3,923 % |
4,274 % |
3,827 % |
|
144 |
3,580 % |
3,088 % |
4,242 % |
3,924 % |
4,273 % |
3,829 % |
|
145 |
3,583 % |
3,095 % |
4,241 % |
3,924 % |
4,271 % |
3,830 % |
|
146 |
3,586 % |
3,101 % |
4,240 % |
3,925 % |
4,270 % |
3,832 % |
|
147 |
3,590 % |
3,108 % |
4,238 % |
3,926 % |
4,268 % |
3,833 % |
|
148 |
3,593 % |
3,114 % |
4,237 % |
3,927 % |
4,267 % |
3,835 % |
|
149 |
3,596 % |
3,120 % |
4,236 % |
3,928 % |
4,265 % |
3,836 % |
|
150 |
3,599 % |
3,126 % |
4,235 % |
3,929 % |
4,264 % |
3,838 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,747 % |
1,859 % |
1,425 % |
2,171 % |
2,986 % |
4,169 % |
|
2 |
– 0,609 % |
1,941 % |
1,664 % |
2,377 % |
3,386 % |
4,882 % |
|
3 |
– 0,433 % |
2,029 % |
1,869 % |
2,457 % |
3,605 % |
5,310 % |
|
4 |
– 0,256 % |
2,116 % |
2,030 % |
2,501 % |
3,769 % |
5,614 % |
|
5 |
– 0,126 % |
2,219 % |
2,144 % |
2,529 % |
3,882 % |
5,902 % |
|
6 |
0,008 % |
2,319 % |
2,236 % |
2,560 % |
3,981 % |
6,117 % |
|
7 |
0,145 % |
2,409 % |
2,318 % |
2,578 % |
4,074 % |
6,350 % |
|
8 |
0,261 % |
2,489 % |
2,397 % |
2,601 % |
4,158 % |
6,553 % |
|
9 |
0,348 % |
2,556 % |
2,467 % |
2,630 % |
4,230 % |
6,676 % |
|
10 |
0,450 % |
2,617 % |
2,524 % |
2,653 % |
4,290 % |
6,795 % |
|
11 |
0,518 % |
2,672 % |
2,569 % |
2,672 % |
4,337 % |
6,877 % |
|
12 |
0,591 % |
2,719 % |
2,606 % |
2,693 % |
4,373 % |
6,921 % |
|
13 |
0,656 % |
2,760 % |
2,642 % |
2,716 % |
4,401 % |
6,937 % |
|
14 |
0,717 % |
2,793 % |
2,678 % |
2,738 % |
4,423 % |
6,931 % |
|
15 |
0,772 % |
2,819 % |
2,714 % |
2,755 % |
4,441 % |
6,911 % |
|
16 |
0,819 % |
2,837 % |
2,750 % |
2,767 % |
4,455 % |
6,879 % |
|
17 |
0,857 % |
2,850 % |
2,786 % |
2,772 % |
4,466 % |
6,839 % |
|
18 |
0,886 % |
2,859 % |
2,822 % |
2,773 % |
4,474 % |
6,793 % |
|
19 |
0,909 % |
2,865 % |
2,857 % |
2,770 % |
4,481 % |
6,742 % |
|
20 |
0,926 % |
2,869 % |
2,891 % |
2,764 % |
4,486 % |
6,689 % |
|
21 |
0,937 % |
2,872 % |
2,925 % |
2,754 % |
4,490 % |
6,634 % |
|
22 |
0,946 % |
2,872 % |
2,957 % |
2,743 % |
4,493 % |
6,579 % |
|
23 |
0,956 % |
2,869 % |
2,988 % |
2,732 % |
4,495 % |
6,523 % |
|
24 |
0,970 % |
2,863 % |
3,018 % |
2,722 % |
4,496 % |
6,468 % |
|
25 |
0,988 % |
2,853 % |
3,047 % |
2,714 % |
4,496 % |
6,413 % |
|
26 |
1,012 % |
2,840 % |
3,074 % |
2,708 % |
4,496 % |
6,359 % |
|
27 |
1,042 % |
2,825 % |
3,101 % |
2,705 % |
4,496 % |
6,307 % |
|
28 |
1,074 % |
2,813 % |
3,127 % |
2,706 % |
4,495 % |
6,256 % |
|
29 |
1,109 % |
2,803 % |
3,151 % |
2,710 % |
4,494 % |
6,206 % |
|
30 |
1,146 % |
2,798 % |
3,175 % |
2,717 % |
4,493 % |
6,158 % |
|
31 |
1,183 % |
2,799 % |
3,197 % |
2,728 % |
4,492 % |
6,111 % |
|
32 |
1,221 % |
2,804 % |
3,219 % |
2,742 % |
4,490 % |
6,066 % |
|
33 |
1,259 % |
2,813 % |
3,240 % |
2,758 % |
4,489 % |
6,023 % |
|
34 |
1,297 % |
2,824 % |
3,260 % |
2,775 % |
4,487 % |
5,981 % |
|
35 |
1,334 % |
2,838 % |
3,279 % |
2,794 % |
4,485 % |
5,941 % |
|
36 |
1,371 % |
2,854 % |
3,297 % |
2,814 % |
4,483 % |
5,902 % |
|
37 |
1,406 % |
2,870 % |
3,315 % |
2,834 % |
4,481 % |
5,865 % |
|
38 |
1,441 % |
2,888 % |
3,332 % |
2,855 % |
4,479 % |
5,829 % |
|
39 |
1,476 % |
2,906 % |
3,348 % |
2,875 % |
4,478 % |
5,795 % |
|
40 |
1,509 % |
2,925 % |
3,364 % |
2,896 % |
4,476 % |
5,762 % |
|
41 |
1,541 % |
2,943 % |
3,379 % |
2,917 % |
4,474 % |
5,730 % |
|
42 |
1,572 % |
2,962 % |
3,393 % |
2,937 % |
4,472 % |
5,699 % |
|
43 |
1,603 % |
2,981 % |
3,407 % |
2,957 % |
4,470 % |
5,670 % |
|
44 |
1,632 % |
3,000 % |
3,421 % |
2,977 % |
4,468 % |
5,641 % |
|
45 |
1,661 % |
3,018 % |
3,434 % |
2,997 % |
4,466 % |
5,614 % |
|
46 |
1,688 % |
3,036 % |
3,446 % |
3,016 % |
4,464 % |
5,588 % |
|
47 |
1,715 % |
3,054 % |
3,458 % |
3,035 % |
4,463 % |
5,562 % |
|
48 |
1,741 % |
3,072 % |
3,470 % |
3,053 % |
4,461 % |
5,538 % |
|
49 |
1,766 % |
3,089 % |
3,481 % |
3,071 % |
4,459 % |
5,514 % |
|
50 |
1,790 % |
3,106 % |
3,492 % |
3,088 % |
4,457 % |
5,492 % |
|
51 |
1,813 % |
3,122 % |
3,502 % |
3,105 % |
4,456 % |
5,470 % |
|
52 |
1,836 % |
3,138 % |
3,512 % |
3,121 % |
4,454 % |
5,449 % |
|
53 |
1,858 % |
3,153 % |
3,522 % |
3,137 % |
4,452 % |
5,429 % |
|
54 |
1,879 % |
3,169 % |
3,531 % |
3,153 % |
4,451 % |
5,409 % |
|
55 |
1,900 % |
3,183 % |
3,541 % |
3,168 % |
4,449 % |
5,390 % |
|
56 |
1,919 % |
3,198 % |
3,549 % |
3,183 % |
4,448 % |
5,372 % |
|
57 |
1,939 % |
3,212 % |
3,558 % |
3,197 % |
4,446 % |
5,354 % |
|
58 |
1,957 % |
3,225 % |
3,566 % |
3,211 % |
4,445 % |
5,337 % |
|
59 |
1,975 % |
3,239 % |
3,574 % |
3,225 % |
4,443 % |
5,320 % |
|
60 |
1,993 % |
3,251 % |
3,582 % |
3,238 % |
4,442 % |
5,304 % |
|
61 |
2,010 % |
3,264 % |
3,589 % |
3,251 % |
4,441 % |
5,289 % |
|
62 |
2,026 % |
3,276 % |
3,597 % |
3,263 % |
4,439 % |
5,273 % |
|
63 |
2,042 % |
3,288 % |
3,604 % |
3,275 % |
4,438 % |
5,259 % |
|
64 |
2,058 % |
3,300 % |
3,610 % |
3,287 % |
4,437 % |
5,245 % |
|
65 |
2,073 % |
3,311 % |
3,617 % |
3,298 % |
4,436 % |
5,231 % |
|
66 |
2,087 % |
3,322 % |
3,624 % |
3,309 % |
4,434 % |
5,218 % |
|
67 |
2,101 % |
3,332 % |
3,630 % |
3,320 % |
4,433 % |
5,205 % |
|
68 |
2,115 % |
3,343 % |
3,636 % |
3,331 % |
4,432 % |
5,192 % |
|
69 |
2,129 % |
3,353 % |
3,642 % |
3,341 % |
4,431 % |
5,180 % |
|
70 |
2,142 % |
3,362 % |
3,648 % |
3,351 % |
4,430 % |
5,168 % |
|
71 |
2,154 % |
3,372 % |
3,653 % |
3,360 % |
4,429 % |
5,157 % |
|
72 |
2,167 % |
3,381 % |
3,659 % |
3,370 % |
4,428 % |
5,145 % |
|
73 |
2,179 % |
3,390 % |
3,664 % |
3,379 % |
4,427 % |
5,134 % |
|
74 |
2,190 % |
3,399 % |
3,669 % |
3,388 % |
4,426 % |
5,124 % |
|
75 |
2,202 % |
3,408 % |
3,674 % |
3,397 % |
4,425 % |
5,114 % |
|
76 |
2,213 % |
3,416 % |
3,679 % |
3,405 % |
4,424 % |
5,103 % |
|
77 |
2,224 % |
3,424 % |
3,684 % |
3,413 % |
4,423 % |
5,094 % |
|
78 |
2,234 % |
3,432 % |
3,688 % |
3,421 % |
4,422 % |
5,084 % |
|
79 |
2,244 % |
3,440 % |
3,693 % |
3,429 % |
4,421 % |
5,075 % |
|
80 |
2,254 % |
3,447 % |
3,697 % |
3,437 % |
4,420 % |
5,066 % |
|
81 |
2,264 % |
3,455 % |
3,702 % |
3,445 % |
4,420 % |
5,057 % |
|
82 |
2,274 % |
3,462 % |
3,706 % |
3,452 % |
4,419 % |
5,048 % |
|
83 |
2,283 % |
3,469 % |
3,710 % |
3,459 % |
4,418 % |
5,040 % |
|
84 |
2,292 % |
3,476 % |
3,714 % |
3,466 % |
4,417 % |
5,032 % |
|
85 |
2,301 % |
3,482 % |
3,718 % |
3,473 % |
4,416 % |
5,024 % |
|
86 |
2,310 % |
3,489 % |
3,722 % |
3,480 % |
4,416 % |
5,016 % |
|
87 |
2,318 % |
3,495 % |
3,726 % |
3,486 % |
4,415 % |
5,008 % |
|
88 |
2,326 % |
3,502 % |
3,729 % |
3,492 % |
4,414 % |
5,001 % |
|
89 |
2,334 % |
3,508 % |
3,733 % |
3,499 % |
4,413 % |
4,993 % |
|
90 |
2,342 % |
3,514 % |
3,736 % |
3,505 % |
4,413 % |
4,986 % |
|
91 |
2,350 % |
3,520 % |
3,740 % |
3,511 % |
4,412 % |
4,979 % |
|
92 |
2,358 % |
3,525 % |
3,743 % |
3,517 % |
4,411 % |
4,972 % |
|
93 |
2,365 % |
3,531 % |
3,747 % |
3,522 % |
4,411 % |
4,965 % |
|
94 |
2,372 % |
3,537 % |
3,750 % |
3,528 % |
4,410 % |
4,959 % |
|
95 |
2,379 % |
3,542 % |
3,753 % |
3,533 % |
4,409 % |
4,952 % |
|
96 |
2,386 % |
3,547 % |
3,756 % |
3,539 % |
4,409 % |
4,946 % |
|
97 |
2,393 % |
3,552 % |
3,759 % |
3,544 % |
4,408 % |
4,940 % |
|
98 |
2,400 % |
3,557 % |
3,762 % |
3,549 % |
4,408 % |
4,934 % |
|
99 |
2,406 % |
3,562 % |
3,765 % |
3,554 % |
4,407 % |
4,928 % |
|
100 |
2,413 % |
3,567 % |
3,768 % |
3,559 % |
4,407 % |
4,922 % |
|
101 |
2,419 % |
3,572 % |
3,771 % |
3,564 % |
4,406 % |
4,917 % |
|
102 |
2,425 % |
3,577 % |
3,773 % |
3,569 % |
4,405 % |
4,911 % |
|
103 |
2,431 % |
3,581 % |
3,776 % |
3,573 % |
4,405 % |
4,906 % |
|
104 |
2,437 % |
3,586 % |
3,779 % |
3,578 % |
4,404 % |
4,900 % |
|
105 |
2,443 % |
3,590 % |
3,781 % |
3,582 % |
4,404 % |
4,895 % |
|
106 |
2,449 % |
3,595 % |
3,784 % |
3,587 % |
4,403 % |
4,890 % |
|
107 |
2,454 % |
3,599 % |
3,786 % |
3,591 % |
4,403 % |
4,885 % |
|
108 |
2,460 % |
3,603 % |
3,789 % |
3,595 % |
4,402 % |
4,880 % |
|
109 |
2,465 % |
3,607 % |
3,791 % |
3,600 % |
4,402 % |
4,875 % |
|
110 |
2,471 % |
3,611 % |
3,793 % |
3,604 % |
4,401 % |
4,870 % |
|
111 |
2,476 % |
3,615 % |
3,796 % |
3,608 % |
4,401 % |
4,865 % |
|
112 |
2,481 % |
3,619 % |
3,798 % |
3,612 % |
4,400 % |
4,861 % |
|
113 |
2,486 % |
3,623 % |
3,800 % |
3,615 % |
4,400 % |
4,856 % |
|
114 |
2,491 % |
3,626 % |
3,802 % |
3,619 % |
4,400 % |
4,852 % |
|
115 |
2,496 % |
3,630 % |
3,804 % |
3,623 % |
4,399 % |
4,847 % |
|
116 |
2,500 % |
3,634 % |
3,807 % |
3,627 % |
4,399 % |
4,843 % |
|
117 |
2,505 % |
3,637 % |
3,809 % |
3,630 % |
4,398 % |
4,839 % |
|
118 |
2,510 % |
3,641 % |
3,811 % |
3,634 % |
4,398 % |
4,835 % |
|
119 |
2,514 % |
3,644 % |
3,813 % |
3,637 % |
4,398 % |
4,831 % |
|
120 |
2,519 % |
3,648 % |
3,815 % |
3,641 % |
4,397 % |
4,827 % |
|
121 |
2,523 % |
3,651 % |
3,817 % |
3,644 % |
4,397 % |
4,823 % |
|
122 |
2,527 % |
3,654 % |
3,819 % |
3,647 % |
4,396 % |
4,819 % |
|
123 |
2,532 % |
3,657 % |
3,820 % |
3,651 % |
4,396 % |
4,815 % |
|
124 |
2,536 % |
3,661 % |
3,822 % |
3,654 % |
4,396 % |
4,811 % |
|
125 |
2,540 % |
3,664 % |
3,824 % |
3,657 % |
4,395 % |
4,808 % |
|
126 |
2,544 % |
3,667 % |
3,826 % |
3,660 % |
4,395 % |
4,804 % |
|
127 |
2,548 % |
3,670 % |
3,828 % |
3,663 % |
4,395 % |
4,800 % |
|
128 |
2,552 % |
3,673 % |
3,829 % |
3,666 % |
4,394 % |
4,797 % |
|
129 |
2,556 % |
3,676 % |
3,831 % |
3,669 % |
4,394 % |
4,793 % |
|
130 |
2,560 % |
3,678 % |
3,833 % |
3,672 % |
4,394 % |
4,790 % |
|
131 |
2,563 % |
3,681 % |
3,834 % |
3,675 % |
4,393 % |
4,787 % |
|
132 |
2,567 % |
3,684 % |
3,836 % |
3,678 % |
4,393 % |
4,783 % |
|
133 |
2,571 % |
3,687 % |
3,838 % |
3,681 % |
4,393 % |
4,780 % |
|
134 |
2,574 % |
3,690 % |
3,839 % |
3,683 % |
4,392 % |
4,777 % |
|
135 |
2,578 % |
3,692 % |
3,841 % |
3,686 % |
4,392 % |
4,774 % |
|
136 |
2,581 % |
3,695 % |
3,842 % |
3,689 % |
4,392 % |
4,770 % |
|
137 |
2,585 % |
3,697 % |
3,844 % |
3,691 % |
4,391 % |
4,767 % |
|
138 |
2,588 % |
3,700 % |
3,845 % |
3,694 % |
4,391 % |
4,764 % |
|
139 |
2,591 % |
3,702 % |
3,847 % |
3,697 % |
4,391 % |
4,761 % |
|
140 |
2,594 % |
3,705 % |
3,848 % |
3,699 % |
4,390 % |
4,758 % |
|
141 |
2,598 % |
3,707 % |
3,850 % |
3,702 % |
4,390 % |
4,756 % |
|
142 |
2,601 % |
3,710 % |
3,851 % |
3,704 % |
4,390 % |
4,753 % |
|
143 |
2,604 % |
3,712 % |
3,853 % |
3,706 % |
4,390 % |
4,750 % |
|
144 |
2,607 % |
3,715 % |
3,854 % |
3,709 % |
4,389 % |
4,747 % |
|
145 |
2,610 % |
3,717 % |
3,855 % |
3,711 % |
4,389 % |
4,744 % |
|
146 |
2,613 % |
3,719 % |
3,857 % |
3,713 % |
4,389 % |
4,742 % |
|
147 |
2,616 % |
3,721 % |
3,858 % |
3,716 % |
4,388 % |
4,739 % |
|
148 |
2,619 % |
3,724 % |
3,859 % |
3,718 % |
4,388 % |
4,736 % |
|
149 |
2,622 % |
3,726 % |
3,860 % |
3,720 % |
4,388 % |
4,734 % |
|
150 |
2,625 % |
3,728 % |
3,862 % |
3,722 % |
4,388 % |
4,731 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
2,351 % |
7,533 % |
8,048 % |
0,382 % |
1,843 % |
7,088 % |
|
2 |
2,568 % |
7,680 % |
7,858 % |
0,465 % |
1,917 % |
7,362 % |
|
3 |
2,685 % |
7,803 % |
7,772 % |
0,539 % |
2,027 % |
7,563 % |
|
4 |
2,739 % |
7,887 % |
7,796 % |
0,596 % |
2,153 % |
7,703 % |
|
5 |
2,797 % |
7,945 % |
7,842 % |
0,639 % |
2,283 % |
7,911 % |
|
6 |
2,826 % |
7,984 % |
7,906 % |
0,673 % |
2,412 % |
8,071 % |
|
7 |
2,837 % |
8,011 % |
7,988 % |
0,696 % |
2,535 % |
8,231 % |
|
8 |
2,845 % |
8,033 % |
8,081 % |
0,727 % |
2,645 % |
8,384 % |
|
9 |
2,859 % |
8,047 % |
8,176 % |
0,766 % |
2,752 % |
8,506 % |
|
10 |
2,882 % |
8,056 % |
8,262 % |
0,804 % |
2,836 % |
8,594 % |
|
11 |
2,913 % |
8,044 % |
8,334 % |
0,862 % |
2,906 % |
8,691 % |
|
12 |
2,940 % |
8,015 % |
8,397 % |
0,937 % |
2,969 % |
8,787 % |
|
13 |
2,953 % |
7,975 % |
8,453 % |
1,021 % |
3,025 % |
8,866 % |
|
14 |
2,960 % |
7,925 % |
8,505 % |
1,110 % |
3,074 % |
8,921 % |
|
15 |
2,967 % |
7,871 % |
8,556 % |
1,200 % |
3,116 % |
8,950 % |
|
16 |
2,978 % |
7,812 % |
8,606 % |
1,290 % |
3,152 % |
8,953 % |
|
17 |
2,994 % |
7,751 % |
8,652 % |
1,379 % |
3,182 % |
8,933 % |
|
18 |
3,012 % |
7,689 % |
8,688 % |
1,466 % |
3,209 % |
8,897 % |
|
19 |
3,032 % |
7,627 % |
8,710 % |
1,550 % |
3,234 % |
8,848 % |
|
20 |
3,054 % |
7,565 % |
8,714 % |
1,631 % |
3,257 % |
8,789 % |
|
21 |
3,076 % |
7,504 % |
8,700 % |
1,708 % |
3,279 % |
8,724 % |
|
22 |
3,098 % |
7,444 % |
8,668 % |
1,783 % |
3,300 % |
8,654 % |
|
23 |
3,121 % |
7,386 % |
8,624 % |
1,854 % |
3,321 % |
8,580 % |
|
24 |
3,143 % |
7,329 % |
8,571 % |
1,922 % |
3,341 % |
8,505 % |
|
25 |
3,165 % |
7,274 % |
8,510 % |
1,987 % |
3,360 % |
8,429 % |
|
26 |
3,187 % |
7,221 % |
8,444 % |
2,049 % |
3,379 % |
8,353 % |
|
27 |
3,208 % |
7,169 % |
8,374 % |
2,108 % |
3,396 % |
8,277 % |
|
28 |
3,229 % |
7,119 % |
8,302 % |
2,164 % |
3,413 % |
8,203 % |
|
29 |
3,249 % |
7,071 % |
8,229 % |
2,218 % |
3,430 % |
8,130 % |
|
30 |
3,268 % |
7,025 % |
8,156 % |
2,269 % |
3,446 % |
8,059 % |
|
31 |
3,287 % |
6,981 % |
8,083 % |
2,318 % |
3,461 % |
7,990 % |
|
32 |
3,306 % |
6,939 % |
8,011 % |
2,365 % |
3,475 % |
7,922 % |
|
33 |
3,323 % |
6,898 % |
7,940 % |
2,409 % |
3,489 % |
7,857 % |
|
34 |
3,341 % |
6,859 % |
7,871 % |
2,452 % |
3,503 % |
7,795 % |
|
35 |
3,357 % |
6,821 % |
7,804 % |
2,493 % |
3,516 % |
7,734 % |
|
36 |
3,373 % |
6,785 % |
7,738 % |
2,531 % |
3,528 % |
7,675 % |
|
37 |
3,388 % |
6,750 % |
7,675 % |
2,569 % |
3,540 % |
7,619 % |
|
38 |
3,403 % |
6,717 % |
7,613 % |
2,604 % |
3,551 % |
7,565 % |
|
39 |
3,418 % |
6,685 % |
7,554 % |
2,638 % |
3,562 % |
7,513 % |
|
40 |
3,431 % |
6,654 % |
7,496 % |
2,671 % |
3,573 % |
7,463 % |
|
41 |
3,445 % |
6,624 % |
7,441 % |
2,703 % |
3,583 % |
7,414 % |
|
42 |
3,458 % |
6,596 % |
7,388 % |
2,733 % |
3,593 % |
7,368 % |
|
43 |
3,470 % |
6,569 % |
7,336 % |
2,761 % |
3,603 % |
7,323 % |
|
44 |
3,482 % |
6,543 % |
7,287 % |
2,789 % |
3,612 % |
7,280 % |
|
45 |
3,493 % |
6,517 % |
7,239 % |
2,816 % |
3,621 % |
7,239 % |
|
46 |
3,505 % |
6,493 % |
7,193 % |
2,841 % |
3,629 % |
7,199 % |
|
47 |
3,515 % |
6,470 % |
7,149 % |
2,866 % |
3,637 % |
7,161 % |
|
48 |
3,526 % |
6,447 % |
7,106 % |
2,890 % |
3,645 % |
7,124 % |
|
49 |
3,536 % |
6,425 % |
7,065 % |
2,913 % |
3,653 % |
7,089 % |
|
50 |
3,545 % |
6,405 % |
7,025 % |
2,935 % |
3,660 % |
7,055 % |
|
51 |
3,555 % |
6,384 % |
6,987 % |
2,956 % |
3,668 % |
7,022 % |
|
52 |
3,564 % |
6,365 % |
6,950 % |
2,976 % |
3,675 % |
6,990 % |
|
53 |
3,573 % |
6,346 % |
6,915 % |
2,996 % |
3,681 % |
6,959 % |
|
54 |
3,581 % |
6,328 % |
6,880 % |
3,015 % |
3,688 % |
6,930 % |
|
55 |
3,589 % |
6,311 % |
6,847 % |
3,033 % |
3,694 % |
6,901 % |
|
56 |
3,597 % |
6,294 % |
6,815 % |
3,051 % |
3,700 % |
6,874 % |
|
57 |
3,605 % |
6,277 % |
6,784 % |
3,068 % |
3,706 % |
6,847 % |
|
58 |
3,612 % |
6,261 % |
6,754 % |
3,085 % |
3,712 % |
6,822 % |
|
59 |
3,619 % |
6,246 % |
6,726 % |
3,101 % |
3,717 % |
6,797 % |
|
60 |
3,626 % |
6,231 % |
6,698 % |
3,117 % |
3,723 % |
6,773 % |
|
61 |
3,633 % |
6,217 % |
6,671 % |
3,132 % |
3,728 % |
6,749 % |
|
62 |
3,640 % |
6,203 % |
6,644 % |
3,146 % |
3,733 % |
6,727 % |
|
63 |
3,646 % |
6,190 % |
6,619 % |
3,160 % |
3,738 % |
6,705 % |
|
64 |
3,652 % |
6,177 % |
6,594 % |
3,174 % |
3,742 % |
6,684 % |
|
65 |
3,658 % |
6,164 % |
6,570 % |
3,187 % |
3,747 % |
6,663 % |
|
66 |
3,664 % |
6,152 % |
6,547 % |
3,200 % |
3,751 % |
6,643 % |
|
67 |
3,670 % |
6,140 % |
6,525 % |
3,213 % |
3,756 % |
6,624 % |
|
68 |
3,675 % |
6,128 % |
6,503 % |
3,225 % |
3,760 % |
6,605 % |
|
69 |
3,681 % |
6,117 % |
6,482 % |
3,237 % |
3,764 % |
6,587 % |
|
70 |
3,686 % |
6,106 % |
6,461 % |
3,249 % |
3,768 % |
6,569 % |
|
71 |
3,691 % |
6,095 % |
6,441 % |
3,260 % |
3,772 % |
6,552 % |
|
72 |
3,696 % |
6,085 % |
6,422 % |
3,271 % |
3,776 % |
6,535 % |
|
73 |
3,701 % |
6,075 % |
6,403 % |
3,281 % |
3,780 % |
6,519 % |
|
74 |
3,705 % |
6,065 % |
6,385 % |
3,292 % |
3,783 % |
6,503 % |
|
75 |
3,710 % |
6,056 % |
6,367 % |
3,302 % |
3,787 % |
6,487 % |
|
76 |
3,714 % |
6,046 % |
6,349 % |
3,311 % |
3,790 % |
6,472 % |
|
77 |
3,719 % |
6,037 % |
6,332 % |
3,321 % |
3,794 % |
6,458 % |
|
78 |
3,723 % |
6,028 % |
6,316 % |
3,330 % |
3,797 % |
6,443 % |
|
79 |
3,727 % |
6,020 % |
6,300 % |
3,339 % |
3,800 % |
6,430 % |
|
80 |
3,731 % |
6,011 % |
6,284 % |
3,348 % |
3,803 % |
6,416 % |
|
81 |
3,735 % |
6,003 % |
6,269 % |
3,357 % |
3,806 % |
6,403 % |
|
82 |
3,739 % |
5,995 % |
6,254 % |
3,365 % |
3,809 % |
6,390 % |
|
83 |
3,742 % |
5,987 % |
6,239 % |
3,373 % |
3,812 % |
6,377 % |
|
84 |
3,746 % |
5,980 % |
6,225 % |
3,381 % |
3,815 % |
6,365 % |
|
85 |
3,750 % |
5,972 % |
6,211 % |
3,389 % |
3,817 % |
6,353 % |
|
86 |
3,753 % |
5,965 % |
6,198 % |
3,397 % |
3,820 % |
6,341 % |
|
87 |
3,757 % |
5,958 % |
6,184 % |
3,404 % |
3,823 % |
6,330 % |
|
88 |
3,760 % |
5,951 % |
6,171 % |
3,412 % |
3,825 % |
6,319 % |
|
89 |
3,763 % |
5,944 % |
6,159 % |
3,419 % |
3,828 % |
6,308 % |
|
90 |
3,766 % |
5,938 % |
6,146 % |
3,426 % |
3,830 % |
6,297 % |
|
91 |
3,769 % |
5,931 % |
6,134 % |
3,433 % |
3,833 % |
6,287 % |
|
92 |
3,772 % |
5,925 % |
6,122 % |
3,439 % |
3,835 % |
6,276 % |
|
93 |
3,775 % |
5,919 % |
6,111 % |
3,446 % |
3,837 % |
6,266 % |
|
94 |
3,778 % |
5,913 % |
6,099 % |
3,452 % |
3,840 % |
6,257 % |
|
95 |
3,781 % |
5,907 % |
6,088 % |
3,458 % |
3,842 % |
6,247 % |
|
96 |
3,784 % |
5,901 % |
6,077 % |
3,465 % |
3,844 % |
6,238 % |
|
97 |
3,787 % |
5,895 % |
6,067 % |
3,471 % |
3,846 % |
6,228 % |
|
98 |
3,789 % |
5,890 % |
6,056 % |
3,477 % |
3,848 % |
6,219 % |
|
99 |
3,792 % |
5,884 % |
6,046 % |
3,482 % |
3,850 % |
6,211 % |
|
100 |
3,795 % |
5,879 % |
6,036 % |
3,488 % |
3,852 % |
6,202 % |
|
101 |
3,797 % |
5,874 % |
6,026 % |
3,494 % |
3,854 % |
6,194 % |
|
102 |
3,800 % |
5,868 % |
6,017 % |
3,499 % |
3,856 % |
6,185 % |
|
103 |
3,802 % |
5,863 % |
6,007 % |
3,504 % |
3,858 % |
6,177 % |
|
104 |
3,804 % |
5,858 % |
5,998 % |
3,510 % |
3,860 % |
6,169 % |
|
105 |
3,807 % |
5,854 % |
5,989 % |
3,515 % |
3,862 % |
6,161 % |
|
106 |
3,809 % |
5,849 % |
5,980 % |
3,520 % |
3,863 % |
6,154 % |
|
107 |
3,811 % |
5,844 % |
5,971 % |
3,525 % |
3,865 % |
6,146 % |
|
108 |
3,813 % |
5,840 % |
5,963 % |
3,530 % |
3,867 % |
6,139 % |
|
109 |
3,816 % |
5,835 % |
5,954 % |
3,534 % |
3,869 % |
6,131 % |
|
110 |
3,818 % |
5,831 % |
5,946 % |
3,539 % |
3,870 % |
6,124 % |
|
111 |
3,820 % |
5,826 % |
5,938 % |
3,544 % |
3,872 % |
6,117 % |
|
112 |
3,822 % |
5,822 % |
5,930 % |
3,548 % |
3,873 % |
6,110 % |
|
113 |
3,824 % |
5,818 % |
5,922 % |
3,552 % |
3,875 % |
6,104 % |
|
114 |
3,826 % |
5,814 % |
5,915 % |
3,557 % |
3,876 % |
6,097 % |
|
115 |
3,828 % |
5,810 % |
5,907 % |
3,561 % |
3,878 % |
6,090 % |
|
116 |
3,830 % |
5,806 % |
5,900 % |
3,565 % |
3,879 % |
6,084 % |
|
117 |
3,832 % |
5,802 % |
5,892 % |
3,569 % |
3,881 % |
6,078 % |
|
118 |
3,833 % |
5,798 % |
5,885 % |
3,574 % |
3,882 % |
6,072 % |
|
119 |
3,835 % |
5,794 % |
5,878 % |
3,578 % |
3,884 % |
6,066 % |
|
120 |
3,837 % |
5,791 % |
5,871 % |
3,581 % |
3,885 % |
6,060 % |
|
121 |
3,839 % |
5,787 % |
5,864 % |
3,585 % |
3,886 % |
6,054 % |
|
122 |
3,841 % |
5,783 % |
5,858 % |
3,589 % |
3,888 % |
6,048 % |
|
123 |
3,842 % |
5,780 % |
5,851 % |
3,593 % |
3,889 % |
6,042 % |
|
124 |
3,844 % |
5,776 % |
5,845 % |
3,597 % |
3,890 % |
6,037 % |
|
125 |
3,846 % |
5,773 % |
5,838 % |
3,600 % |
3,892 % |
6,031 % |
|
126 |
3,847 % |
5,770 % |
5,832 % |
3,604 % |
3,893 % |
6,026 % |
|
127 |
3,849 % |
5,766 % |
5,826 % |
3,607 % |
3,894 % |
6,020 % |
|
128 |
3,850 % |
5,763 % |
5,820 % |
3,611 % |
3,895 % |
6,015 % |
|
129 |
3,852 % |
5,760 % |
5,814 % |
3,614 % |
3,897 % |
6,010 % |
|
130 |
3,853 % |
5,757 % |
5,808 % |
3,617 % |
3,898 % |
6,005 % |
|
131 |
3,855 % |
5,753 % |
5,802 % |
3,621 % |
3,899 % |
6,000 % |
|
132 |
3,856 % |
5,750 % |
5,796 % |
3,624 % |
3,900 % |
5,995 % |
|
133 |
3,858 % |
5,747 % |
5,791 % |
3,627 % |
3,901 % |
5,990 % |
|
134 |
3,859 % |
5,744 % |
5,785 % |
3,630 % |
3,902 % |
5,985 % |
|
135 |
3,861 % |
5,741 % |
5,780 % |
3,633 % |
3,903 % |
5,980 % |
|
136 |
3,862 % |
5,739 % |
5,774 % |
3,636 % |
3,905 % |
5,976 % |
|
137 |
3,863 % |
5,736 % |
5,769 % |
3,639 % |
3,906 % |
5,971 % |
|
138 |
3,865 % |
5,733 % |
5,764 % |
3,642 % |
3,907 % |
5,967 % |
|
139 |
3,866 % |
5,730 % |
5,759 % |
3,645 % |
3,908 % |
5,962 % |
|
140 |
3,867 % |
5,727 % |
5,753 % |
3,648 % |
3,909 % |
5,958 % |
|
141 |
3,869 % |
5,725 % |
5,748 % |
3,651 % |
3,910 % |
5,954 % |
|
142 |
3,870 % |
5,722 % |
5,744 % |
3,654 % |
3,911 % |
5,949 % |
|
143 |
3,871 % |
5,720 % |
5,739 % |
3,657 % |
3,912 % |
5,945 % |
|
144 |
3,873 % |
5,717 % |
5,734 % |
3,659 % |
3,913 % |
5,941 % |
|
145 |
3,874 % |
5,714 % |
5,729 % |
3,662 % |
3,914 % |
5,937 % |
|
146 |
3,875 % |
5,712 % |
5,724 % |
3,665 % |
3,914 % |
5,933 % |
|
147 |
3,876 % |
5,709 % |
5,720 % |
3,667 % |
3,915 % |
5,929 % |
|
148 |
3,877 % |
5,707 % |
5,715 % |
3,670 % |
3,916 % |
5,925 % |
|
149 |
3,878 % |
5,705 % |
5,711 % |
3,672 % |
3,917 % |
5,921 % |
|
150 |
3,880 % |
5,702 % |
5,706 % |
3,675 % |
3,918 % |
5,917 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
7,491 % |
2,712 % |
3,521 % |
8,590 % |
1,782 % |
1,767 % |
|
2 |
8,911 % |
2,826 % |
3,536 % |
8,966 % |
1,974 % |
1,854 % |
|
3 |
9,812 % |
2,961 % |
3,574 % |
8,906 % |
2,092 % |
1,897 % |
|
4 |
10,535 % |
3,077 % |
3,622 % |
8,882 % |
2,175 % |
1,931 % |
|
5 |
10,946 % |
3,160 % |
3,666 % |
8,846 % |
2,250 % |
1,957 % |
|
6 |
11,215 % |
3,241 % |
3,724 % |
8,821 % |
2,321 % |
1,971 % |
|
7 |
11,384 % |
3,310 % |
3,795 % |
8,797 % |
2,388 % |
1,986 % |
|
8 |
11,503 % |
3,358 % |
3,872 % |
8,785 % |
2,448 % |
2,006 % |
|
9 |
11,589 % |
3,393 % |
3,948 % |
8,772 % |
2,503 % |
2,031 % |
|
10 |
11,655 % |
3,422 % |
4,017 % |
8,744 % |
2,554 % |
2,056 % |
|
11 |
11,671 % |
3,451 % |
4,077 % |
8,691 % |
2,603 % |
2,081 % |
|
12 |
11,640 % |
3,479 % |
4,132 % |
8,618 % |
2,653 % |
2,100 % |
|
13 |
11,574 % |
3,506 % |
4,183 % |
8,532 % |
2,706 % |
2,111 % |
|
14 |
11,482 % |
3,532 % |
4,235 % |
8,438 % |
2,755 % |
2,114 % |
|
15 |
11,371 % |
3,558 % |
4,291 % |
8,337 % |
2,794 % |
2,112 % |
|
16 |
11,247 % |
3,582 % |
4,351 % |
8,233 % |
2,822 % |
2,106 % |
|
17 |
11,112 % |
3,606 % |
4,412 % |
8,127 % |
2,842 % |
2,101 % |
|
18 |
10,972 % |
3,628 % |
4,469 % |
8,021 % |
2,857 % |
2,099 % |
|
19 |
10,827 % |
3,650 % |
4,521 % |
7,915 % |
2,872 % |
2,104 % |
|
20 |
10,681 % |
3,671 % |
4,564 % |
7,812 % |
2,887 % |
2,116 % |
|
21 |
10,535 % |
3,691 % |
4,596 % |
7,710 % |
2,906 % |
2,137 % |
|
22 |
10,390 % |
3,710 % |
4,620 % |
7,611 % |
2,926 % |
2,165 % |
|
23 |
10,247 % |
3,728 % |
4,637 % |
7,515 % |
2,948 % |
2,197 % |
|
24 |
10,107 % |
3,745 % |
4,648 % |
7,422 % |
2,971 % |
2,233 % |
|
25 |
9,971 % |
3,762 % |
4,655 % |
7,332 % |
2,994 % |
2,271 % |
|
26 |
9,839 % |
3,778 % |
4,658 % |
7,246 % |
3,018 % |
2,309 % |
|
27 |
9,711 % |
3,793 % |
4,657 % |
7,162 % |
3,041 % |
2,349 % |
|
28 |
9,587 % |
3,807 % |
4,655 % |
7,082 % |
3,065 % |
2,388 % |
|
29 |
9,468 % |
3,821 % |
4,651 % |
7,005 % |
3,088 % |
2,427 % |
|
30 |
9,353 % |
3,835 % |
4,645 % |
6,932 % |
3,110 % |
2,466 % |
|
31 |
9,243 % |
3,848 % |
4,638 % |
6,861 % |
3,132 % |
2,504 % |
|
32 |
9,137 % |
3,860 % |
4,630 % |
6,793 % |
3,154 % |
2,541 % |
|
33 |
9,035 % |
3,872 % |
4,621 % |
6,728 % |
3,175 % |
2,577 % |
|
34 |
8,938 % |
3,883 % |
4,612 % |
6,666 % |
3,195 % |
2,612 % |
|
35 |
8,844 % |
3,894 % |
4,603 % |
6,607 % |
3,215 % |
2,646 % |
|
36 |
8,755 % |
3,905 % |
4,593 % |
6,550 % |
3,234 % |
2,679 % |
|
37 |
8,669 % |
3,915 % |
4,583 % |
6,495 % |
3,252 % |
2,710 % |
|
38 |
8,587 % |
3,925 % |
4,573 % |
6,443 % |
3,270 % |
2,741 % |
|
39 |
8,509 % |
3,934 % |
4,564 % |
6,393 % |
3,287 % |
2,771 % |
|
40 |
8,433 % |
3,943 % |
4,554 % |
6,345 % |
3,304 % |
2,799 % |
|
41 |
8,361 % |
3,952 % |
4,544 % |
6,298 % |
3,320 % |
2,827 % |
|
42 |
8,292 % |
3,960 % |
4,535 % |
6,254 % |
3,335 % |
2,853 % |
|
43 |
8,225 % |
3,968 % |
4,526 % |
6,212 % |
3,350 % |
2,879 % |
|
44 |
8,162 % |
3,976 % |
4,517 % |
6,171 % |
3,365 % |
2,904 % |
|
45 |
8,100 % |
3,983 % |
4,508 % |
6,132 % |
3,379 % |
2,927 % |
|
46 |
8,042 % |
3,991 % |
4,499 % |
6,094 % |
3,392 % |
2,950 % |
|
47 |
7,985 % |
3,998 % |
4,491 % |
6,058 % |
3,405 % |
2,972 % |
|
48 |
7,931 % |
4,004 % |
4,483 % |
6,023 % |
3,418 % |
2,994 % |
|
49 |
7,879 % |
4,011 % |
4,475 % |
5,990 % |
3,430 % |
3,014 % |
|
50 |
7,829 % |
4,017 % |
4,467 % |
5,957 % |
3,442 % |
3,034 % |
|
51 |
7,780 % |
4,023 % |
4,459 % |
5,926 % |
3,453 % |
3,053 % |
|
52 |
7,734 % |
4,029 % |
4,452 % |
5,896 % |
3,464 % |
3,072 % |
|
53 |
7,689 % |
4,035 % |
4,445 % |
5,867 % |
3,474 % |
3,090 % |
|
54 |
7,645 % |
4,040 % |
4,438 % |
5,840 % |
3,485 % |
3,107 % |
|
55 |
7,604 % |
4,046 % |
4,431 % |
5,813 % |
3,495 % |
3,124 % |
|
56 |
7,563 % |
4,051 % |
4,425 % |
5,787 % |
3,504 % |
3,140 % |
|
57 |
7,524 % |
4,056 % |
4,419 % |
5,762 % |
3,514 % |
3,155 % |
|
58 |
7,487 % |
4,061 % |
4,412 % |
5,737 % |
3,523 % |
3,171 % |
|
59 |
7,451 % |
4,065 % |
4,406 % |
5,714 % |
3,531 % |
3,185 % |
|
60 |
7,415 % |
4,070 % |
4,401 % |
5,691 % |
3,540 % |
3,199 % |
|
61 |
7,381 % |
4,074 % |
4,395 % |
5,669 % |
3,548 % |
3,213 % |
|
62 |
7,348 % |
4,079 % |
4,390 % |
5,648 % |
3,556 % |
3,226 % |
|
63 |
7,317 % |
4,083 % |
4,384 % |
5,627 % |
3,563 % |
3,239 % |
|
64 |
7,286 % |
4,087 % |
4,379 % |
5,607 % |
3,571 % |
3,252 % |
|
65 |
7,256 % |
4,091 % |
4,374 % |
5,588 % |
3,578 % |
3,264 % |
|
66 |
7,227 % |
4,095 % |
4,369 % |
5,569 % |
3,585 % |
3,276 % |
|
67 |
7,198 % |
4,098 % |
4,365 % |
5,551 % |
3,592 % |
3,287 % |
|
68 |
7,171 % |
4,102 % |
4,360 % |
5,533 % |
3,599 % |
3,298 % |
|
69 |
7,144 % |
4,105 % |
4,356 % |
5,516 % |
3,605 % |
3,309 % |
|
70 |
7,119 % |
4,109 % |
4,351 % |
5,499 % |
3,612 % |
3,320 % |
|
71 |
7,094 % |
4,112 % |
4,347 % |
5,483 % |
3,618 % |
3,330 % |
|
72 |
7,069 % |
4,115 % |
4,343 % |
5,467 % |
3,624 % |
3,340 % |
|
73 |
7,045 % |
4,119 % |
4,339 % |
5,452 % |
3,629 % |
3,349 % |
|
74 |
7,022 % |
4,122 % |
4,335 % |
5,437 % |
3,635 % |
3,359 % |
|
75 |
7,000 % |
4,125 % |
4,331 % |
5,423 % |
3,641 % |
3,368 % |
|
76 |
6,978 % |
4,128 % |
4,328 % |
5,408 % |
3,646 % |
3,377 % |
|
77 |
6,957 % |
4,130 % |
4,324 % |
5,395 % |
3,651 % |
3,386 % |
|
78 |
6,936 % |
4,133 % |
4,321 % |
5,381 % |
3,656 % |
3,394 % |
|
79 |
6,916 % |
4,136 % |
4,317 % |
5,368 % |
3,661 % |
3,402 % |
|
80 |
6,896 % |
4,139 % |
4,314 % |
5,355 % |
3,666 % |
3,410 % |
|
81 |
6,877 % |
4,141 % |
4,311 % |
5,343 % |
3,671 % |
3,418 % |
|
82 |
6,858 % |
4,144 % |
4,307 % |
5,331 % |
3,675 % |
3,426 % |
|
83 |
6,840 % |
4,146 % |
4,304 % |
5,319 % |
3,680 % |
3,433 % |
|
84 |
6,822 % |
4,148 % |
4,301 % |
5,307 % |
3,684 % |
3,441 % |
|
85 |
6,805 % |
4,151 % |
4,298 % |
5,296 % |
3,688 % |
3,448 % |
|
86 |
6,788 % |
4,153 % |
4,295 % |
5,285 % |
3,693 % |
3,455 % |
|
87 |
6,771 % |
4,155 % |
4,293 % |
5,274 % |
3,697 % |
3,462 % |
|
88 |
6,755 % |
4,158 % |
4,290 % |
5,264 % |
3,701 % |
3,468 % |
|
89 |
6,739 % |
4,160 % |
4,287 % |
5,253 % |
3,705 % |
3,475 % |
|
90 |
6,723 % |
4,162 % |
4,285 % |
5,243 % |
3,708 % |
3,481 % |
|
91 |
6,708 % |
4,164 % |
4,282 % |
5,233 % |
3,712 % |
3,487 % |
|
92 |
6,693 % |
4,166 % |
4,279 % |
5,224 % |
3,716 % |
3,494 % |
|
93 |
6,679 % |
4,168 % |
4,277 % |
5,214 % |
3,719 % |
3,500 % |
|
94 |
6,664 % |
4,170 % |
4,275 % |
5,205 % |
3,723 % |
3,505 % |
|
95 |
6,651 % |
4,172 % |
4,272 % |
5,196 % |
3,726 % |
3,511 % |
|
96 |
6,637 % |
4,174 % |
4,270 % |
5,187 % |
3,730 % |
3,517 % |
|
97 |
6,624 % |
4,175 % |
4,268 % |
5,178 % |
3,733 % |
3,522 % |
|
98 |
6,611 % |
4,177 % |
4,265 % |
5,170 % |
3,736 % |
3,528 % |
|
99 |
6,598 % |
4,179 % |
4,263 % |
5,162 % |
3,739 % |
3,533 % |
|
100 |
6,585 % |
4,181 % |
4,261 % |
5,154 % |
3,743 % |
3,538 % |
|
101 |
6,573 % |
4,182 % |
4,259 % |
5,146 % |
3,746 % |
3,543 % |
|
102 |
6,561 % |
4,184 % |
4,257 % |
5,138 % |
3,749 % |
3,548 % |
|
103 |
6,549 % |
4,185 % |
4,255 % |
5,130 % |
3,751 % |
3,553 % |
|
104 |
6,537 % |
4,187 % |
4,253 % |
5,123 % |
3,754 % |
3,558 % |
|
105 |
6,526 % |
4,189 % |
4,251 % |
5,115 % |
3,757 % |
3,562 % |
|
106 |
6,515 % |
4,190 % |
4,249 % |
5,108 % |
3,760 % |
3,567 % |
|
107 |
6,504 % |
4,192 % |
4,247 % |
5,101 % |
3,763 % |
3,571 % |
|
108 |
6,493 % |
4,193 % |
4,245 % |
5,094 % |
3,765 % |
3,576 % |
|
109 |
6,483 % |
4,195 % |
4,244 % |
5,087 % |
3,768 % |
3,580 % |
|
110 |
6,472 % |
4,196 % |
4,242 % |
5,080 % |
3,770 % |
3,584 % |
|
111 |
6,462 % |
4,197 % |
4,240 % |
5,074 % |
3,773 % |
3,589 % |
|
112 |
6,452 % |
4,199 % |
4,238 % |
5,067 % |
3,775 % |
3,593 % |
|
113 |
6,442 % |
4,200 % |
4,237 % |
5,061 % |
3,778 % |
3,597 % |
|
114 |
6,433 % |
4,201 % |
4,235 % |
5,055 % |
3,780 % |
3,601 % |
|
115 |
6,423 % |
4,203 % |
4,234 % |
5,048 % |
3,783 % |
3,605 % |
|
116 |
6,414 % |
4,204 % |
4,232 % |
5,042 % |
3,785 % |
3,608 % |
|
117 |
6,405 % |
4,205 % |
4,230 % |
5,036 % |
3,787 % |
3,612 % |
|
118 |
6,396 % |
4,206 % |
4,229 % |
5,031 % |
3,789 % |
3,616 % |
|
119 |
6,387 % |
4,208 % |
4,227 % |
5,025 % |
3,792 % |
3,620 % |
|
120 |
6,378 % |
4,209 % |
4,226 % |
5,019 % |
3,794 % |
3,623 % |
|
121 |
6,370 % |
4,210 % |
4,224 % |
5,014 % |
3,796 % |
3,627 % |
|
122 |
6,361 % |
4,211 % |
4,223 % |
5,008 % |
3,798 % |
3,630 % |
|
123 |
6,353 % |
4,212 % |
4,222 % |
5,003 % |
3,800 % |
3,633 % |
|
124 |
6,345 % |
4,213 % |
4,220 % |
4,998 % |
3,802 % |
3,637 % |
|
125 |
6,337 % |
4,214 % |
4,219 % |
4,992 % |
3,804 % |
3,640 % |
|
126 |
6,329 % |
4,215 % |
4,218 % |
4,987 % |
3,806 % |
3,643 % |
|
127 |
6,321 % |
4,217 % |
4,216 % |
4,982 % |
3,808 % |
3,647 % |
|
128 |
6,314 % |
4,218 % |
4,215 % |
4,977 % |
3,810 % |
3,650 % |
|
129 |
6,306 % |
4,219 % |
4,214 % |
4,972 % |
3,812 % |
3,653 % |
|
130 |
6,299 % |
4,220 % |
4,212 % |
4,968 % |
3,813 % |
3,656 % |
|
131 |
6,292 % |
4,221 % |
4,211 % |
4,963 % |
3,815 % |
3,659 % |
|
132 |
6,284 % |
4,222 % |
4,210 % |
4,958 % |
3,817 % |
3,662 % |
|
133 |
6,277 % |
4,223 % |
4,209 % |
4,954 % |
3,819 % |
3,665 % |
|
134 |
6,270 % |
4,223 % |
4,208 % |
4,949 % |
3,820 % |
3,668 % |
|
135 |
6,264 % |
4,224 % |
4,206 % |
4,945 % |
3,822 % |
3,670 % |
|
136 |
6,257 % |
4,225 % |
4,205 % |
4,940 % |
3,824 % |
3,673 % |
|
137 |
6,250 % |
4,226 % |
4,204 % |
4,936 % |
3,825 % |
3,676 % |
|
138 |
6,244 % |
4,227 % |
4,203 % |
4,932 % |
3,827 % |
3,679 % |
|
139 |
6,237 % |
4,228 % |
4,202 % |
4,927 % |
3,829 % |
3,681 % |
|
140 |
6,231 % |
4,229 % |
4,201 % |
4,923 % |
3,830 % |
3,684 % |
|
141 |
6,225 % |
4,230 % |
4,200 % |
4,919 % |
3,832 % |
3,687 % |
|
142 |
6,218 % |
4,231 % |
4,199 % |
4,915 % |
3,833 % |
3,689 % |
|
143 |
6,212 % |
4,231 % |
4,198 % |
4,911 % |
3,835 % |
3,692 % |
|
144 |
6,206 % |
4,232 % |
4,197 % |
4,907 % |
3,836 % |
3,694 % |
|
145 |
6,200 % |
4,233 % |
4,196 % |
4,904 % |
3,838 % |
3,697 % |
|
146 |
6,194 % |
4,234 % |
4,195 % |
4,900 % |
3,839 % |
3,699 % |
|
147 |
6,189 % |
4,235 % |
4,194 % |
4,896 % |
3,841 % |
3,701 % |
|
148 |
6,183 % |
4,235 % |
4,193 % |
4,892 % |
3,842 % |
3,704 % |
|
149 |
6,177 % |
4,236 % |
4,192 % |
4,889 % |
3,844 % |
3,706 % |
|
150 |
6,172 % |
4,237 % |
4,191 % |
4,885 % |
3,845 % |
3,708 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
29,780 % |
2,642 % |
– 0,066 % |
|
2 |
27,665 % |
2,853 % |
– 0,043 % |
|
3 |
26,359 % |
2,914 % |
– 0,016 % |
|
4 |
24,110 % |
2,931 % |
0,015 % |
|
5 |
21,332 % |
2,935 % |
0,049 % |
|
6 |
20,252 % |
2,941 % |
0,086 % |
|
7 |
19,674 % |
2,952 % |
0,128 % |
|
8 |
18,507 % |
2,963 % |
0,170 % |
|
9 |
17,017 % |
2,976 % |
0,211 % |
|
10 |
15,601 % |
2,989 % |
0,254 % |
|
11 |
14,441 % |
3,004 % |
0,299 % |
|
12 |
13,502 % |
3,011 % |
0,344 % |
|
13 |
12,729 % |
3,018 % |
0,388 % |
|
14 |
12,083 % |
3,025 % |
0,432 % |
|
15 |
11,536 % |
3,031 % |
0,474 % |
|
16 |
11,069 % |
3,034 % |
0,516 % |
|
17 |
10,665 % |
3,037 % |
0,555 % |
|
18 |
10,313 % |
3,038 % |
0,593 % |
|
19 |
10,003 % |
3,037 % |
0,628 % |
|
20 |
9,730 % |
3,036 % |
0,662 % |
|
21 |
9,487 % |
3,033 % |
0,693 % |
|
22 |
9,269 % |
3,029 % |
0,722 % |
|
23 |
9,073 % |
3,025 % |
0,747 % |
|
24 |
8,896 % |
3,020 % |
0,768 % |
|
25 |
8,735 % |
3,015 % |
0,786 % |
|
26 |
8,588 % |
3,010 % |
0,800 % |
|
27 |
8,454 % |
3,004 % |
0,813 % |
|
28 |
8,331 % |
2,999 % |
0,828 % |
|
29 |
8,217 % |
2,994 % |
0,846 % |
|
30 |
8,112 % |
2,989 % |
0,869 % |
|
31 |
8,015 % |
2,984 % |
0,897 % |
|
32 |
7,925 % |
2,980 % |
0,930 % |
|
33 |
7,840 % |
2,975 % |
0,967 % |
|
34 |
7,761 % |
2,970 % |
1,006 % |
|
35 |
7,687 % |
2,965 % |
1,046 % |
|
36 |
7,618 % |
2,959 % |
1,087 % |
|
37 |
7,553 % |
2,952 % |
1,129 % |
|
38 |
7,492 % |
2,944 % |
1,170 % |
|
39 |
7,434 % |
2,935 % |
1,212 % |
|
40 |
7,379 % |
2,924 % |
1,253 % |
|
41 |
7,327 % |
2,912 % |
1,294 % |
|
42 |
7,278 % |
2,900 % |
1,333 % |
|
43 |
7,231 % |
2,888 % |
1,372 % |
|
44 |
7,187 % |
2,877 % |
1,410 % |
|
45 |
7,144 % |
2,867 % |
1,448 % |
|
46 |
7,104 % |
2,858 % |
1,484 % |
|
47 |
7,066 % |
2,852 % |
1,519 % |
|
48 |
7,029 % |
2,848 % |
1,553 % |
|
49 |
6,993 % |
2,846 % |
1,587 % |
|
50 |
6,960 % |
2,846 % |
1,619 % |
|
51 |
6,927 % |
2,849 % |
1,650 % |
|
52 |
6,896 % |
2,855 % |
1,681 % |
|
53 |
6,867 % |
2,862 % |
1,710 % |
|
54 |
6,838 % |
2,870 % |
1,739 % |
|
55 |
6,810 % |
2,880 % |
1,767 % |
|
56 |
6,784 % |
2,891 % |
1,794 % |
|
57 |
6,758 % |
2,902 % |
1,820 % |
|
58 |
6,733 % |
2,914 % |
1,845 % |
|
59 |
6,710 % |
2,927 % |
1,870 % |
|
60 |
6,687 % |
2,940 % |
1,894 % |
|
61 |
6,664 % |
2,953 % |
1,917 % |
|
62 |
6,643 % |
2,966 % |
1,939 % |
|
63 |
6,622 % |
2,979 % |
1,961 % |
|
64 |
6,602 % |
2,992 % |
1,982 % |
|
65 |
6,583 % |
3,005 % |
2,003 % |
|
66 |
6,564 % |
3,019 % |
2,023 % |
|
67 |
6,545 % |
3,032 % |
2,042 % |
|
68 |
6,528 % |
3,045 % |
2,061 % |
|
69 |
6,510 % |
3,057 % |
2,080 % |
|
70 |
6,494 % |
3,070 % |
2,097 % |
|
71 |
6,477 % |
3,082 % |
2,115 % |
|
72 |
6,462 % |
3,094 % |
2,132 % |
|
73 |
6,446 % |
3,106 % |
2,148 % |
|
74 |
6,431 % |
3,118 % |
2,164 % |
|
75 |
6,417 % |
3,130 % |
2,180 % |
|
76 |
6,403 % |
3,141 % |
2,195 % |
|
77 |
6,389 % |
3,152 % |
2,210 % |
|
78 |
6,376 % |
3,163 % |
2,225 % |
|
79 |
6,363 % |
3,174 % |
2,239 % |
|
80 |
6,350 % |
3,184 % |
2,252 % |
|
81 |
6,337 % |
3,194 % |
2,266 % |
|
82 |
6,325 % |
3,205 % |
2,279 % |
|
83 |
6,313 % |
3,214 % |
2,292 % |
|
84 |
6,302 % |
3,224 % |
2,304 % |
|
85 |
6,291 % |
3,233 % |
2,317 % |
|
86 |
6,280 % |
3,243 % |
2,329 % |
|
87 |
6,269 % |
3,252 % |
2,340 % |
|
88 |
6,258 % |
3,261 % |
2,352 % |
|
89 |
6,248 % |
3,269 % |
2,363 % |
|
90 |
6,238 % |
3,278 % |
2,374 % |
|
91 |
6,228 % |
3,286 % |
2,384 % |
|
92 |
6,219 % |
3,294 % |
2,395 % |
|
93 |
6,209 % |
3,302 % |
2,405 % |
|
94 |
6,200 % |
3,310 % |
2,415 % |
|
95 |
6,191 % |
3,318 % |
2,425 % |
|
96 |
6,182 % |
3,325 % |
2,434 % |
|
97 |
6,174 % |
3,333 % |
2,444 % |
|
98 |
6,165 % |
3,340 % |
2,453 % |
|
99 |
6,157 % |
3,347 % |
2,462 % |
|
100 |
6,149 % |
3,354 % |
2,471 % |
|
101 |
6,141 % |
3,361 % |
2,479 % |
|
102 |
6,133 % |
3,368 % |
2,488 % |
|
103 |
6,126 % |
3,374 % |
2,496 % |
|
104 |
6,118 % |
3,381 % |
2,504 % |
|
105 |
6,111 % |
3,387 % |
2,513 % |
|
106 |
6,104 % |
3,393 % |
2,520 % |
|
107 |
6,096 % |
3,399 % |
2,528 % |
|
108 |
6,090 % |
3,405 % |
2,536 % |
|
109 |
6,083 % |
3,411 % |
2,543 % |
|
110 |
6,076 % |
3,417 % |
2,550 % |
|
111 |
6,070 % |
3,423 % |
2,558 % |
|
112 |
6,063 % |
3,428 % |
2,565 % |
|
113 |
6,057 % |
3,434 % |
2,572 % |
|
114 |
6,051 % |
3,439 % |
2,578 % |
|
115 |
6,044 % |
3,444 % |
2,585 % |
|
116 |
6,038 % |
3,450 % |
2,592 % |
|
117 |
6,032 % |
3,455 % |
2,598 % |
|
118 |
6,027 % |
3,460 % |
2,604 % |
|
119 |
6,021 % |
3,465 % |
2,611 % |
|
120 |
6,015 % |
3,470 % |
2,617 % |
|
121 |
6,010 % |
3,474 % |
2,623 % |
|
122 |
6,004 % |
3,479 % |
2,629 % |
|
123 |
5,999 % |
3,484 % |
2,635 % |
|
124 |
5,994 % |
3,488 % |
2,640 % |
|
125 |
5,989 % |
3,493 % |
2,646 % |
|
126 |
5,984 % |
3,497 % |
2,652 % |
|
127 |
5,979 % |
3,502 % |
2,657 % |
|
128 |
5,974 % |
3,506 % |
2,662 % |
|
129 |
5,969 % |
3,510 % |
2,668 % |
|
130 |
5,964 % |
3,514 % |
2,673 % |
|
131 |
5,959 % |
3,518 % |
2,678 % |
|
132 |
5,955 % |
3,522 % |
2,683 % |
|
133 |
5,950 % |
3,526 % |
2,688 % |
|
134 |
5,946 % |
3,530 % |
2,693 % |
|
135 |
5,941 % |
3,534 % |
2,698 % |
|
136 |
5,937 % |
3,538 % |
2,703 % |
|
137 |
5,933 % |
3,541 % |
2,708 % |
|
138 |
5,928 % |
3,545 % |
2,712 % |
|
139 |
5,924 % |
3,549 % |
2,717 % |
|
140 |
5,920 % |
3,552 % |
2,721 % |
|
141 |
5,916 % |
3,556 % |
2,726 % |
|
142 |
5,912 % |
3,559 % |
2,730 % |
|
143 |
5,908 % |
3,563 % |
2,734 % |
|
144 |
5,904 % |
3,566 % |
2,739 % |
|
145 |
5,900 % |
3,569 % |
2,743 % |
|
146 |
5,897 % |
3,573 % |
2,747 % |
|
147 |
5,893 % |
3,576 % |
2,751 % |
|
148 |
5,889 % |
3,579 % |
2,755 % |
|
149 |
5,886 % |
3,582 % |
2,759 % |
|
150 |
5,882 % |
3,585 % |
2,763 % |
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 |
33 |
5 |
0 |
26 |
1 |
|
2 |
0 |
0 |
40 |
5 |
0 |
43 |
1 |
|
3 |
0 |
1 |
46 |
5 |
2 |
49 |
0 |
|
4 |
0 |
3 |
49 |
5 |
4 |
50 |
0 |
|
5 |
0 |
4 |
53 |
5 |
5 |
53 |
0 |
|
6 |
1 |
5 |
56 |
5 |
7 |
55 |
0 |
|
7 |
2 |
6 |
59 |
5 |
9 |
56 |
0 |
|
8 |
3 |
7 |
61 |
5 |
12 |
55 |
0 |
|
9 |
3 |
8 |
63 |
5 |
13 |
52 |
0 |
|
10 |
4 |
8 |
65 |
5 |
14 |
52 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
411 |
4 |
17 |
|
2 |
0 |
0 |
0 |
0 |
253 |
4 |
24 |
|
3 |
1 |
0 |
0 |
0 |
224 |
4 |
26 |
|
4 |
3 |
0 |
0 |
0 |
194 |
4 |
27 |
|
5 |
4 |
0 |
0 |
0 |
177 |
4 |
29 |
|
6 |
5 |
0 |
0 |
0 |
174 |
4 |
30 |
|
7 |
6 |
0 |
0 |
0 |
171 |
4 |
31 |
|
8 |
7 |
0 |
1 |
0 |
175 |
2 |
32 |
|
9 |
8 |
1 |
2 |
0 |
177 |
1 |
32 |
|
10 |
8 |
1 |
3 |
0 |
179 |
4 |
32 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
17 |
0 |
4 |
|
2 |
14 |
12 |
12 |
0 |
24 |
0 |
4 |
|
3 |
18 |
15 |
15 |
0 |
26 |
0 |
4 |
|
4 |
20 |
17 |
17 |
0 |
27 |
0 |
4 |
|
5 |
22 |
19 |
19 |
0 |
29 |
0 |
4 |
|
6 |
24 |
20 |
21 |
0 |
30 |
0 |
4 |
|
7 |
25 |
22 |
22 |
0 |
31 |
0 |
4 |
|
8 |
27 |
23 |
24 |
1 |
32 |
0 |
4 |
|
9 |
28 |
24 |
25 |
2 |
32 |
0 |
4 |
|
10 |
29 |
25 |
25 |
3 |
32 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
26 |
9 |
13 |
20 |
5 |
0 |
0 |
|
2 |
43 |
18 |
17 |
23 |
12 |
0 |
0 |
|
3 |
49 |
20 |
19 |
27 |
15 |
0 |
0 |
|
4 |
50 |
21 |
20 |
32 |
17 |
0 |
0 |
|
5 |
53 |
23 |
22 |
35 |
19 |
0 |
0 |
|
6 |
55 |
24 |
23 |
38 |
21 |
0 |
0 |
|
7 |
56 |
26 |
25 |
40 |
22 |
0 |
0 |
|
8 |
55 |
27 |
26 |
41 |
24 |
0 |
0 |
|
9 |
52 |
29 |
26 |
42 |
25 |
0 |
0 |
|
10 |
52 |
26 |
26 |
42 |
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 |
30 |
0 |
10 |
0 |
0 |
9 |
|
4 |
2 |
38 |
0 |
10 |
0 |
0 |
10 |
|
5 |
2 |
39 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
43 |
0 |
10 |
0 |
0 |
10 |
|
7 |
3 |
45 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
43 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
40 |
0 |
10 |
1 |
0 |
10 |
|
10 |
5 |
42 |
0 |
10 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
4 |
10 |
0 |
4 |
|
2 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
6 |
14 |
0 |
4 |
|
5 |
0 |
2 |
0 |
5 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
6 |
15 |
0 |
4 |
|
7 |
0 |
8 |
0 |
8 |
16 |
0 |
4 |
|
8 |
0 |
12 |
0 |
9 |
16 |
0 |
4 |
|
9 |
0 |
18 |
0 |
9 |
16 |
0 |
4 |
|
10 |
0 |
18 |
0 |
10 |
16 |
0 |
4 |
|
Duration (in years) |
United States |
|
1 |
0 |
|
2 |
0 |
|
3 |
0 |
|
4 |
0 |
|
5 |
0 |
|
6 |
0 |
|
7 |
0 |
|
8 |
0 |
|
9 |
0 |
|
10 |
0 |
2.
Exposures to financial institutions
2.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
21 |
46 |
123 |
237 |
568 |
1 182 |
|
2 |
6 |
21 |
46 |
123 |
237 |
568 |
971 |
|
3 |
7 |
23 |
47 |
116 |
233 |
565 |
805 |
|
4 |
8 |
25 |
50 |
118 |
232 |
563 |
675 |
|
5 |
10 |
28 |
55 |
120 |
232 |
563 |
572 |
|
6 |
11 |
30 |
58 |
125 |
232 |
563 |
563 |
|
7 |
12 |
33 |
60 |
128 |
232 |
563 |
563 |
|
8 |
12 |
33 |
60 |
126 |
232 |
563 |
563 |
|
9 |
12 |
34 |
60 |
125 |
232 |
563 |
563 |
|
10 |
13 |
35 |
60 |
125 |
232 |
563 |
563 |
|
11 |
13 |
36 |
60 |
125 |
232 |
563 |
563 |
|
12 |
14 |
37 |
60 |
125 |
232 |
563 |
563 |
|
13 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
14 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
15 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
16 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
17 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
18 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
19 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
20 |
15 |
38 |
60 |
125 |
232 |
563 |
563 |
|
21 |
15 |
38 |
60 |
125 |
232 |
563 |
563 |
|
22 |
16 |
38 |
60 |
125 |
232 |
563 |
563 |
|
23 |
17 |
38 |
60 |
125 |
232 |
563 |
563 |
|
24 |
18 |
38 |
60 |
125 |
232 |
563 |
563 |
|
25 |
18 |
38 |
60 |
125 |
232 |
563 |
563 |
|
26 |
19 |
38 |
60 |
125 |
232 |
563 |
563 |
|
27 |
20 |
38 |
60 |
125 |
232 |
563 |
563 |
|
28 |
21 |
38 |
60 |
125 |
232 |
563 |
563 |
|
29 |
21 |
38 |
60 |
125 |
232 |
563 |
563 |
|
30 |
22 |
38 |
60 |
125 |
232 |
563 |
563 |
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 |
11 |
26 |
51 |
128 |
242 |
574 |
1 223 |
|
2 |
13 |
28 |
53 |
130 |
244 |
576 |
1 006 |
|
3 |
15 |
31 |
55 |
123 |
241 |
572 |
834 |
|
4 |
16 |
33 |
57 |
125 |
240 |
571 |
698 |
|
5 |
17 |
35 |
62 |
128 |
239 |
571 |
591 |
|
6 |
17 |
37 |
65 |
132 |
238 |
570 |
570 |
|
7 |
18 |
39 |
66 |
134 |
238 |
569 |
569 |
|
8 |
18 |
39 |
65 |
132 |
237 |
569 |
569 |
|
9 |
17 |
39 |
65 |
130 |
237 |
569 |
569 |
|
10 |
17 |
40 |
64 |
130 |
236 |
568 |
568 |
|
11 |
17 |
41 |
64 |
129 |
236 |
568 |
568 |
|
12 |
17 |
41 |
64 |
129 |
235 |
567 |
567 |
|
13 |
17 |
41 |
63 |
128 |
235 |
566 |
566 |
|
14 |
17 |
41 |
62 |
127 |
234 |
566 |
566 |
|
15 |
16 |
40 |
62 |
127 |
234 |
565 |
565 |
|
16 |
16 |
40 |
61 |
126 |
233 |
565 |
565 |
|
17 |
15 |
39 |
61 |
126 |
233 |
565 |
565 |
|
18 |
15 |
39 |
61 |
126 |
233 |
565 |
565 |
|
19 |
15 |
39 |
61 |
126 |
233 |
565 |
565 |
|
20 |
16 |
40 |
62 |
127 |
233 |
565 |
565 |
|
21 |
16 |
40 |
62 |
127 |
234 |
565 |
565 |
|
22 |
17 |
40 |
62 |
127 |
234 |
565 |
565 |
|
23 |
18 |
40 |
62 |
127 |
234 |
566 |
566 |
|
24 |
18 |
40 |
62 |
127 |
234 |
566 |
566 |
|
25 |
19 |
41 |
62 |
127 |
234 |
566 |
566 |
|
26 |
19 |
41 |
62 |
127 |
234 |
566 |
566 |
|
27 |
21 |
41 |
62 |
127 |
234 |
566 |
566 |
|
28 |
21 |
41 |
62 |
127 |
234 |
566 |
566 |
|
29 |
22 |
41 |
62 |
127 |
234 |
566 |
566 |
|
30 |
22 |
41 |
62 |
127 |
234 |
566 |
566 |
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 |
46 |
123 |
237 |
568 |
1 182 |
|
2 |
6 |
20 |
46 |
123 |
237 |
568 |
970 |
|
3 |
7 |
23 |
47 |
116 |
233 |
564 |
805 |
|
4 |
8 |
25 |
50 |
117 |
232 |
563 |
675 |
|
5 |
9 |
28 |
55 |
120 |
232 |
563 |
572 |
|
6 |
11 |
30 |
58 |
125 |
232 |
563 |
563 |
|
7 |
12 |
33 |
60 |
128 |
232 |
563 |
563 |
|
8 |
12 |
33 |
60 |
126 |
232 |
563 |
563 |
|
9 |
12 |
34 |
59 |
125 |
232 |
563 |
563 |
|
10 |
13 |
35 |
60 |
125 |
232 |
563 |
563 |
|
11 |
13 |
36 |
60 |
125 |
232 |
563 |
563 |
|
12 |
14 |
37 |
60 |
125 |
232 |
563 |
563 |
|
13 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
14 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
15 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
16 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
17 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
18 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
19 |
14 |
38 |
60 |
125 |
232 |
563 |
563 |
|
20 |
15 |
38 |
60 |
125 |
232 |
563 |
563 |
|
21 |
15 |
38 |
60 |
125 |
232 |
563 |
563 |
|
22 |
16 |
38 |
60 |
125 |
232 |
563 |
563 |
|
23 |
17 |
38 |
60 |
125 |
232 |
563 |
563 |
|
24 |
18 |
38 |
60 |
125 |
232 |
563 |
563 |
|
25 |
18 |
38 |
60 |
125 |
232 |
563 |
563 |
|
26 |
19 |
38 |
60 |
125 |
232 |
563 |
563 |
|
27 |
20 |
38 |
60 |
125 |
232 |
563 |
563 |
|
28 |
21 |
38 |
60 |
125 |
232 |
563 |
563 |
|
29 |
21 |
38 |
60 |
125 |
232 |
563 |
563 |
|
30 |
22 |
38 |
60 |
125 |
232 |
563 |
563 |
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 |
83 |
98 |
123 |
201 |
314 |
646 |
1 194 |
|
2 |
79 |
94 |
119 |
196 |
310 |
642 |
992 |
|
3 |
83 |
99 |
123 |
191 |
309 |
640 |
827 |
|
4 |
81 |
98 |
123 |
191 |
305 |
637 |
696 |
|
5 |
80 |
99 |
125 |
191 |
302 |
634 |
634 |
|
6 |
79 |
99 |
127 |
194 |
300 |
632 |
632 |
|
7 |
78 |
99 |
126 |
194 |
298 |
630 |
630 |
|
8 |
77 |
98 |
125 |
191 |
297 |
628 |
628 |
|
9 |
76 |
98 |
123 |
189 |
295 |
627 |
627 |
|
10 |
73 |
95 |
120 |
185 |
292 |
623 |
623 |
|
11 |
70 |
94 |
117 |
182 |
289 |
620 |
620 |
|
12 |
69 |
93 |
116 |
181 |
287 |
619 |
619 |
|
13 |
69 |
93 |
115 |
180 |
286 |
618 |
618 |
|
14 |
69 |
92 |
114 |
179 |
286 |
618 |
618 |
|
15 |
68 |
92 |
114 |
179 |
286 |
617 |
617 |
|
16 |
67 |
91 |
113 |
178 |
285 |
617 |
617 |
|
17 |
67 |
91 |
113 |
178 |
284 |
616 |
616 |
|
18 |
66 |
90 |
112 |
177 |
284 |
615 |
615 |
|
19 |
65 |
89 |
111 |
176 |
283 |
615 |
615 |
|
20 |
65 |
89 |
110 |
176 |
282 |
614 |
614 |
|
21 |
64 |
88 |
110 |
175 |
282 |
613 |
613 |
|
22 |
63 |
87 |
109 |
174 |
281 |
612 |
612 |
|
23 |
62 |
86 |
108 |
173 |
280 |
611 |
611 |
|
24 |
61 |
85 |
107 |
172 |
279 |
610 |
610 |
|
25 |
60 |
84 |
106 |
171 |
278 |
609 |
609 |
|
26 |
59 |
83 |
105 |
170 |
277 |
608 |
608 |
|
27 |
58 |
82 |
104 |
169 |
276 |
607 |
607 |
|
28 |
57 |
81 |
103 |
168 |
274 |
606 |
606 |
|
29 |
56 |
80 |
102 |
167 |
273 |
605 |
605 |
|
30 |
55 |
79 |
101 |
166 |
272 |
604 |
604 |
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 |
9 |
24 |
50 |
127 |
240 |
572 |
1 181 |
|
2 |
11 |
26 |
51 |
129 |
242 |
574 |
972 |
|
3 |
13 |
29 |
54 |
122 |
240 |
571 |
806 |
|
4 |
15 |
32 |
57 |
125 |
239 |
571 |
676 |
|
5 |
17 |
35 |
62 |
128 |
239 |
571 |
574 |
|
6 |
18 |
38 |
66 |
132 |
239 |
571 |
571 |
|
7 |
19 |
40 |
67 |
135 |
239 |
570 |
570 |
|
8 |
18 |
40 |
66 |
133 |
238 |
570 |
570 |
|
9 |
18 |
40 |
66 |
131 |
238 |
569 |
569 |
|
10 |
18 |
41 |
65 |
131 |
237 |
569 |
569 |
|
11 |
18 |
42 |
65 |
130 |
237 |
569 |
569 |
|
12 |
18 |
42 |
65 |
130 |
236 |
568 |
568 |
|
13 |
19 |
42 |
64 |
129 |
236 |
568 |
568 |
|
14 |
18 |
42 |
64 |
129 |
236 |
568 |
568 |
|
15 |
18 |
42 |
64 |
129 |
236 |
567 |
567 |
|
16 |
18 |
42 |
63 |
128 |
235 |
567 |
567 |
|
17 |
18 |
41 |
63 |
128 |
235 |
567 |
567 |
|
18 |
18 |
41 |
63 |
128 |
235 |
567 |
567 |
|
19 |
18 |
42 |
63 |
128 |
235 |
567 |
567 |
|
20 |
18 |
42 |
64 |
129 |
236 |
567 |
567 |
|
21 |
18 |
42 |
64 |
129 |
236 |
568 |
568 |
|
22 |
19 |
43 |
64 |
129 |
236 |
568 |
568 |
|
23 |
19 |
43 |
65 |
130 |
236 |
568 |
568 |
|
24 |
19 |
43 |
65 |
130 |
236 |
568 |
568 |
|
25 |
19 |
43 |
65 |
130 |
236 |
568 |
568 |
|
26 |
19 |
43 |
65 |
130 |
236 |
568 |
568 |
|
27 |
20 |
43 |
65 |
130 |
236 |
568 |
568 |
|
28 |
21 |
43 |
65 |
130 |
236 |
568 |
568 |
|
29 |
21 |
43 |
64 |
129 |
236 |
568 |
568 |
|
30 |
22 |
43 |
64 |
129 |
236 |
568 |
568 |
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 |
51 |
66 |
91 |
168 |
282 |
613 |
1 190 |
|
2 |
55 |
69 |
95 |
172 |
286 |
617 |
978 |
|
3 |
60 |
76 |
100 |
169 |
286 |
618 |
812 |
|
4 |
64 |
81 |
105 |
173 |
287 |
619 |
683 |
|
5 |
66 |
84 |
111 |
177 |
288 |
620 |
620 |
|
6 |
67 |
87 |
115 |
181 |
288 |
620 |
620 |
|
7 |
68 |
88 |
116 |
183 |
287 |
619 |
619 |
|
8 |
66 |
88 |
114 |
181 |
286 |
618 |
618 |
|
9 |
65 |
87 |
113 |
178 |
285 |
616 |
616 |
|
10 |
64 |
87 |
111 |
176 |
283 |
615 |
615 |
|
11 |
63 |
86 |
110 |
175 |
282 |
613 |
613 |
|
12 |
62 |
86 |
108 |
173 |
280 |
612 |
612 |
|
13 |
61 |
85 |
107 |
172 |
279 |
610 |
610 |
|
14 |
60 |
84 |
105 |
170 |
277 |
609 |
609 |
|
15 |
58 |
82 |
104 |
169 |
276 |
608 |
608 |
|
16 |
57 |
81 |
103 |
168 |
275 |
607 |
607 |
|
17 |
56 |
80 |
102 |
167 |
274 |
606 |
606 |
|
18 |
56 |
80 |
101 |
166 |
273 |
605 |
605 |
|
19 |
55 |
79 |
101 |
166 |
272 |
604 |
604 |
|
20 |
54 |
78 |
100 |
165 |
272 |
604 |
604 |
|
21 |
54 |
78 |
99 |
164 |
271 |
603 |
603 |
|
22 |
53 |
77 |
99 |
164 |
270 |
602 |
602 |
|
23 |
52 |
76 |
98 |
163 |
270 |
601 |
601 |
|
24 |
51 |
75 |
97 |
162 |
269 |
600 |
600 |
|
25 |
50 |
74 |
96 |
161 |
268 |
600 |
600 |
|
26 |
50 |
73 |
95 |
160 |
267 |
599 |
599 |
|
27 |
49 |
73 |
94 |
159 |
266 |
598 |
598 |
|
28 |
48 |
72 |
94 |
159 |
265 |
597 |
597 |
|
29 |
47 |
71 |
93 |
158 |
265 |
596 |
596 |
|
30 |
46 |
70 |
92 |
157 |
264 |
595 |
595 |
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 |
20 |
45 |
122 |
236 |
568 |
1 181 |
|
2 |
5 |
20 |
45 |
122 |
236 |
568 |
970 |
|
3 |
6 |
22 |
46 |
115 |
232 |
564 |
804 |
|
4 |
7 |
24 |
49 |
117 |
231 |
563 |
674 |
|
5 |
9 |
27 |
54 |
120 |
231 |
563 |
572 |
|
6 |
10 |
29 |
58 |
124 |
231 |
563 |
563 |
|
7 |
11 |
32 |
59 |
127 |
231 |
563 |
563 |
|
8 |
11 |
32 |
59 |
125 |
231 |
563 |
563 |
|
9 |
11 |
33 |
59 |
124 |
231 |
563 |
563 |
|
10 |
12 |
35 |
59 |
124 |
231 |
563 |
563 |
|
11 |
12 |
36 |
59 |
124 |
231 |
563 |
563 |
|
12 |
13 |
36 |
59 |
124 |
231 |
563 |
563 |
|
13 |
13 |
37 |
59 |
124 |
231 |
563 |
563 |
|
14 |
13 |
37 |
59 |
124 |
231 |
563 |
563 |
|
15 |
13 |
37 |
59 |
124 |
231 |
563 |
563 |
|
16 |
13 |
37 |
59 |
124 |
231 |
563 |
563 |
|
17 |
13 |
37 |
59 |
124 |
231 |
563 |
563 |
|
18 |
14 |
37 |
59 |
124 |
231 |
563 |
563 |
|
19 |
14 |
37 |
59 |
124 |
231 |
563 |
563 |
|
20 |
15 |
37 |
59 |
124 |
231 |
563 |
563 |
|
21 |
15 |
37 |
59 |
124 |
231 |
563 |
563 |
|
22 |
16 |
37 |
59 |
124 |
231 |
563 |
563 |
|
23 |
17 |
37 |
59 |
124 |
231 |
563 |
563 |
|
24 |
18 |
37 |
59 |
124 |
231 |
563 |
563 |
|
25 |
18 |
37 |
59 |
124 |
231 |
563 |
563 |
|
26 |
19 |
37 |
59 |
124 |
231 |
563 |
563 |
|
27 |
20 |
37 |
59 |
124 |
231 |
563 |
563 |
|
28 |
21 |
37 |
59 |
124 |
231 |
563 |
563 |
|
29 |
21 |
37 |
59 |
124 |
231 |
563 |
563 |
|
30 |
22 |
37 |
59 |
124 |
231 |
563 |
563 |
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 |
25 |
56 |
155 |
255 |
586 |
1 205 |
|
2 |
7 |
25 |
56 |
155 |
255 |
586 |
990 |
|
3 |
8 |
27 |
56 |
139 |
251 |
582 |
820 |
|
4 |
10 |
29 |
58 |
128 |
249 |
581 |
687 |
|
5 |
11 |
31 |
58 |
116 |
248 |
579 |
582 |
|
6 |
14 |
34 |
62 |
108 |
247 |
578 |
578 |
|
7 |
16 |
37 |
62 |
101 |
246 |
577 |
577 |
|
8 |
16 |
38 |
61 |
93 |
244 |
576 |
576 |
|
9 |
19 |
45 |
64 |
87 |
243 |
575 |
575 |
|
10 |
18 |
45 |
62 |
84 |
243 |
574 |
574 |
|
11 |
17 |
44 |
60 |
83 |
242 |
573 |
573 |
|
12 |
17 |
43 |
61 |
84 |
241 |
573 |
573 |
|
13 |
17 |
44 |
61 |
84 |
240 |
572 |
572 |
|
14 |
17 |
44 |
61 |
84 |
239 |
571 |
571 |
|
15 |
17 |
44 |
61 |
84 |
239 |
570 |
570 |
|
16 |
17 |
44 |
61 |
84 |
237 |
569 |
569 |
|
17 |
17 |
44 |
61 |
84 |
236 |
568 |
568 |
|
18 |
17 |
44 |
61 |
84 |
236 |
567 |
567 |
|
19 |
17 |
44 |
61 |
84 |
236 |
567 |
567 |
|
20 |
17 |
44 |
61 |
84 |
236 |
568 |
568 |
|
21 |
17 |
44 |
61 |
84 |
236 |
568 |
568 |
|
22 |
17 |
44 |
61 |
84 |
236 |
568 |
568 |
|
23 |
18 |
44 |
61 |
84 |
236 |
567 |
567 |
|
24 |
18 |
44 |
61 |
84 |
235 |
567 |
567 |
|
25 |
18 |
44 |
61 |
84 |
235 |
566 |
566 |
|
26 |
19 |
44 |
61 |
84 |
234 |
566 |
566 |
|
27 |
20 |
44 |
61 |
84 |
234 |
565 |
565 |
|
28 |
21 |
44 |
61 |
84 |
233 |
565 |
565 |
|
29 |
21 |
44 |
61 |
84 |
233 |
564 |
564 |
|
30 |
22 |
44 |
61 |
84 |
232 |
564 |
564 |
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 |
87 |
101 |
127 |
204 |
317 |
649 |
1 250 |
|
2 |
84 |
99 |
124 |
202 |
315 |
647 |
1 030 |
|
3 |
83 |
99 |
123 |
192 |
309 |
641 |
855 |
|
4 |
82 |
99 |
124 |
192 |
306 |
637 |
718 |
|
5 |
81 |
99 |
126 |
192 |
303 |
634 |
634 |
|
6 |
80 |
99 |
127 |
194 |
301 |
632 |
632 |
|
7 |
78 |
99 |
126 |
194 |
298 |
630 |
630 |
|
8 |
76 |
97 |
123 |
190 |
295 |
627 |
627 |
|
9 |
73 |
95 |
121 |
186 |
293 |
625 |
625 |
|
10 |
72 |
95 |
119 |
184 |
291 |
623 |
623 |
|
11 |
71 |
94 |
118 |
183 |
290 |
621 |
621 |
|
12 |
70 |
93 |
116 |
181 |
288 |
619 |
619 |
|
13 |
69 |
92 |
114 |
179 |
286 |
618 |
618 |
|
14 |
67 |
91 |
113 |
178 |
285 |
616 |
616 |
|
15 |
66 |
90 |
111 |
177 |
283 |
615 |
615 |
|
16 |
65 |
88 |
110 |
175 |
282 |
614 |
614 |
|
17 |
63 |
87 |
109 |
174 |
281 |
613 |
613 |
|
18 |
62 |
86 |
108 |
173 |
280 |
612 |
612 |
|
19 |
62 |
85 |
107 |
172 |
279 |
611 |
611 |
|
20 |
61 |
85 |
106 |
171 |
278 |
610 |
610 |
|
21 |
60 |
84 |
106 |
171 |
277 |
609 |
609 |
|
22 |
59 |
83 |
105 |
170 |
276 |
608 |
608 |
|
23 |
58 |
82 |
104 |
169 |
275 |
607 |
607 |
|
24 |
57 |
81 |
103 |
168 |
274 |
606 |
606 |
|
25 |
56 |
80 |
102 |
167 |
273 |
605 |
605 |
|
26 |
55 |
79 |
101 |
166 |
272 |
604 |
604 |
|
27 |
54 |
78 |
100 |
165 |
271 |
603 |
603 |
|
28 |
53 |
77 |
99 |
164 |
270 |
602 |
602 |
|
29 |
52 |
76 |
98 |
163 |
269 |
601 |
601 |
|
30 |
51 |
75 |
97 |
162 |
268 |
600 |
600 |
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 |
60 |
74 |
100 |
177 |
291 |
622 |
1 210 |
|
2 |
58 |
73 |
99 |
176 |
289 |
621 |
995 |
|
3 |
58 |
74 |
98 |
167 |
284 |
616 |
827 |
|
4 |
58 |
75 |
100 |
168 |
282 |
614 |
696 |
|
5 |
58 |
76 |
103 |
169 |
280 |
612 |
612 |
|
6 |
57 |
77 |
105 |
171 |
278 |
610 |
610 |
|
7 |
57 |
77 |
105 |
172 |
276 |
608 |
608 |
|
8 |
55 |
76 |
103 |
169 |
275 |
606 |
606 |
|
9 |
53 |
75 |
101 |
167 |
273 |
605 |
605 |
|
10 |
53 |
75 |
100 |
165 |
272 |
603 |
603 |
|
11 |
52 |
75 |
99 |
164 |
271 |
602 |
602 |
|
12 |
52 |
75 |
98 |
163 |
270 |
602 |
602 |
|
13 |
51 |
75 |
97 |
162 |
269 |
601 |
601 |
|
14 |
51 |
75 |
97 |
162 |
268 |
600 |
600 |
|
15 |
50 |
74 |
96 |
161 |
268 |
599 |
599 |
|
16 |
49 |
73 |
95 |
160 |
267 |
598 |
598 |
|
17 |
49 |
72 |
94 |
159 |
266 |
598 |
598 |
|
18 |
48 |
72 |
94 |
159 |
265 |
597 |
597 |
|
19 |
47 |
71 |
93 |
158 |
265 |
597 |
597 |
|
20 |
47 |
71 |
93 |
158 |
265 |
596 |
596 |
|
21 |
47 |
71 |
93 |
158 |
264 |
596 |
596 |
|
22 |
46 |
70 |
92 |
157 |
264 |
596 |
596 |
|
23 |
46 |
70 |
92 |
157 |
263 |
595 |
595 |
|
24 |
45 |
69 |
91 |
156 |
263 |
595 |
595 |
|
25 |
45 |
69 |
90 |
155 |
262 |
594 |
594 |
|
26 |
44 |
68 |
90 |
155 |
262 |
593 |
593 |
|
27 |
43 |
67 |
89 |
154 |
261 |
593 |
593 |
|
28 |
43 |
67 |
88 |
153 |
260 |
592 |
592 |
|
29 |
42 |
66 |
88 |
153 |
259 |
591 |
591 |
|
30 |
41 |
65 |
87 |
152 |
259 |
590 |
590 |
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 |
71 |
148 |
262 |
593 |
1 210 |
|
2 |
31 |
46 |
71 |
148 |
262 |
594 |
996 |
|
3 |
31 |
47 |
71 |
140 |
257 |
589 |
826 |
|
4 |
32 |
49 |
73 |
141 |
255 |
587 |
692 |
|
5 |
32 |
51 |
78 |
143 |
254 |
586 |
587 |
|
6 |
33 |
52 |
80 |
147 |
254 |
585 |
585 |
|
7 |
33 |
54 |
81 |
149 |
253 |
584 |
584 |
|
8 |
32 |
53 |
80 |
146 |
252 |
583 |
583 |
|
9 |
31 |
53 |
79 |
145 |
251 |
583 |
583 |
|
10 |
31 |
54 |
78 |
144 |
250 |
582 |
582 |
|
11 |
31 |
54 |
78 |
143 |
250 |
581 |
581 |
|
12 |
31 |
54 |
77 |
142 |
249 |
581 |
581 |
|
13 |
30 |
54 |
76 |
141 |
248 |
580 |
580 |
|
14 |
30 |
54 |
76 |
141 |
247 |
579 |
579 |
|
15 |
29 |
53 |
75 |
140 |
247 |
578 |
578 |
|
16 |
28 |
52 |
74 |
139 |
246 |
577 |
577 |
|
17 |
28 |
52 |
73 |
138 |
245 |
577 |
577 |
|
18 |
27 |
51 |
73 |
138 |
245 |
576 |
576 |
|
19 |
27 |
51 |
73 |
138 |
245 |
576 |
576 |
|
20 |
27 |
51 |
73 |
138 |
245 |
576 |
576 |
|
21 |
27 |
51 |
73 |
138 |
245 |
576 |
576 |
|
22 |
27 |
51 |
73 |
138 |
245 |
576 |
576 |
|
23 |
27 |
51 |
73 |
138 |
244 |
576 |
576 |
|
24 |
27 |
51 |
72 |
137 |
244 |
576 |
576 |
|
25 |
27 |
50 |
72 |
137 |
244 |
576 |
576 |
|
26 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
27 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
28 |
26 |
50 |
71 |
136 |
243 |
575 |
575 |
|
29 |
26 |
49 |
71 |
136 |
243 |
575 |
575 |
|
30 |
25 |
49 |
71 |
136 |
243 |
574 |
574 |
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 |
26 |
103 |
217 |
548 |
1 174 |
|
2 |
1 |
5 |
27 |
104 |
218 |
549 |
964 |
|
3 |
2 |
5 |
28 |
97 |
214 |
546 |
800 |
|
4 |
3 |
6 |
31 |
99 |
213 |
545 |
670 |
|
5 |
4 |
9 |
36 |
102 |
213 |
544 |
568 |
|
6 |
4 |
11 |
39 |
106 |
213 |
544 |
544 |
|
7 |
5 |
14 |
41 |
109 |
213 |
544 |
544 |
|
8 |
6 |
14 |
41 |
107 |
213 |
544 |
544 |
|
9 |
7 |
15 |
41 |
106 |
213 |
544 |
544 |
|
10 |
8 |
16 |
41 |
106 |
213 |
544 |
544 |
|
11 |
8 |
19 |
42 |
107 |
214 |
545 |
545 |
|
12 |
9 |
18 |
41 |
106 |
212 |
544 |
544 |
|
13 |
10 |
20 |
42 |
107 |
213 |
545 |
545 |
|
14 |
11 |
20 |
42 |
107 |
213 |
545 |
545 |
|
15 |
11 |
18 |
40 |
105 |
212 |
544 |
544 |
|
16 |
12 |
17 |
39 |
104 |
211 |
543 |
543 |
|
17 |
12 |
17 |
39 |
104 |
211 |
543 |
543 |
|
18 |
14 |
17 |
39 |
104 |
211 |
543 |
543 |
|
19 |
14 |
19 |
40 |
105 |
211 |
543 |
543 |
|
20 |
15 |
19 |
40 |
105 |
212 |
544 |
544 |
|
21 |
15 |
20 |
41 |
106 |
212 |
544 |
544 |
|
22 |
16 |
20 |
41 |
106 |
213 |
544 |
544 |
|
23 |
17 |
22 |
41 |
106 |
213 |
544 |
544 |
|
24 |
18 |
22 |
41 |
106 |
212 |
544 |
544 |
|
25 |
18 |
23 |
42 |
106 |
212 |
544 |
544 |
|
26 |
19 |
23 |
43 |
106 |
212 |
544 |
544 |
|
27 |
19 |
25 |
45 |
105 |
212 |
544 |
544 |
|
28 |
21 |
25 |
46 |
105 |
212 |
544 |
544 |
|
29 |
21 |
26 |
47 |
105 |
212 |
544 |
544 |
|
30 |
22 |
27 |
48 |
105 |
212 |
544 |
544 |
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 |
62 |
87 |
164 |
278 |
610 |
1 223 |
|
2 |
47 |
62 |
87 |
164 |
278 |
610 |
1 004 |
|
3 |
48 |
64 |
88 |
156 |
274 |
605 |
832 |
|
4 |
48 |
65 |
90 |
158 |
272 |
603 |
697 |
|
5 |
49 |
67 |
94 |
159 |
271 |
602 |
602 |
|
6 |
49 |
68 |
96 |
163 |
269 |
601 |
601 |
|
7 |
49 |
69 |
97 |
164 |
268 |
600 |
600 |
|
8 |
48 |
69 |
95 |
162 |
267 |
599 |
599 |
|
9 |
47 |
69 |
94 |
160 |
266 |
598 |
598 |
|
10 |
46 |
69 |
93 |
159 |
265 |
597 |
597 |
|
11 |
46 |
69 |
93 |
158 |
264 |
596 |
596 |
|
12 |
46 |
69 |
92 |
157 |
264 |
595 |
595 |
|
13 |
45 |
69 |
91 |
156 |
263 |
595 |
595 |
|
14 |
45 |
69 |
90 |
155 |
262 |
594 |
594 |
|
15 |
44 |
68 |
90 |
155 |
262 |
593 |
593 |
|
16 |
43 |
67 |
89 |
154 |
261 |
592 |
592 |
|
17 |
43 |
66 |
88 |
153 |
260 |
592 |
592 |
|
18 |
42 |
66 |
88 |
153 |
260 |
591 |
591 |
|
19 |
42 |
65 |
87 |
152 |
259 |
591 |
591 |
|
20 |
41 |
65 |
87 |
152 |
259 |
591 |
591 |
|
21 |
41 |
65 |
87 |
152 |
259 |
590 |
590 |
|
22 |
41 |
65 |
87 |
152 |
258 |
590 |
590 |
|
23 |
40 |
64 |
86 |
151 |
258 |
589 |
589 |
|
24 |
40 |
64 |
86 |
151 |
257 |
589 |
589 |
|
25 |
39 |
63 |
85 |
150 |
257 |
588 |
588 |
|
26 |
39 |
63 |
84 |
149 |
256 |
588 |
588 |
|
27 |
38 |
62 |
84 |
149 |
255 |
587 |
587 |
|
28 |
37 |
61 |
83 |
148 |
255 |
586 |
586 |
|
29 |
37 |
61 |
82 |
147 |
254 |
586 |
586 |
|
30 |
36 |
60 |
82 |
147 |
254 |
585 |
585 |
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 |
15 |
30 |
56 |
133 |
246 |
578 |
1 215 |
|
2 |
20 |
34 |
60 |
137 |
250 |
582 |
999 |
|
3 |
24 |
40 |
64 |
133 |
250 |
581 |
829 |
|
4 |
27 |
45 |
69 |
137 |
251 |
583 |
695 |
|
5 |
30 |
49 |
76 |
141 |
252 |
584 |
589 |
|
6 |
29 |
49 |
77 |
144 |
250 |
582 |
582 |
|
7 |
34 |
55 |
82 |
150 |
254 |
586 |
586 |
|
8 |
33 |
54 |
81 |
147 |
253 |
584 |
584 |
|
9 |
34 |
56 |
81 |
147 |
254 |
585 |
585 |
|
10 |
36 |
59 |
83 |
148 |
255 |
587 |
587 |
|
11 |
38 |
61 |
84 |
149 |
256 |
588 |
588 |
|
12 |
39 |
62 |
85 |
150 |
257 |
588 |
588 |
|
13 |
40 |
63 |
85 |
150 |
257 |
589 |
589 |
|
14 |
40 |
64 |
86 |
151 |
258 |
589 |
589 |
|
15 |
40 |
64 |
86 |
151 |
258 |
589 |
589 |
|
16 |
40 |
63 |
85 |
150 |
257 |
589 |
589 |
|
17 |
40 |
63 |
85 |
150 |
257 |
589 |
589 |
|
18 |
39 |
63 |
85 |
150 |
256 |
588 |
588 |
|
19 |
38 |
62 |
84 |
149 |
256 |
588 |
588 |
|
20 |
38 |
62 |
84 |
149 |
256 |
588 |
588 |
|
21 |
38 |
62 |
84 |
149 |
256 |
588 |
588 |
|
22 |
38 |
62 |
84 |
149 |
256 |
587 |
587 |
|
23 |
38 |
62 |
84 |
149 |
255 |
587 |
587 |
|
24 |
37 |
61 |
83 |
148 |
255 |
587 |
587 |
|
25 |
37 |
61 |
83 |
148 |
254 |
586 |
586 |
|
26 |
36 |
60 |
82 |
147 |
254 |
586 |
586 |
|
27 |
36 |
60 |
82 |
147 |
253 |
585 |
585 |
|
28 |
35 |
59 |
81 |
146 |
253 |
585 |
585 |
|
29 |
35 |
59 |
81 |
146 |
252 |
584 |
584 |
|
30 |
34 |
58 |
80 |
145 |
252 |
584 |
584 |
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 |
14 |
29 |
55 |
132 |
245 |
577 |
1 229 |
|
2 |
16 |
30 |
56 |
133 |
247 |
578 |
1 010 |
|
3 |
18 |
34 |
58 |
127 |
244 |
575 |
837 |
|
4 |
19 |
37 |
61 |
129 |
243 |
575 |
701 |
|
5 |
21 |
39 |
66 |
132 |
243 |
575 |
594 |
|
6 |
22 |
42 |
70 |
137 |
243 |
575 |
575 |
|
7 |
23 |
44 |
72 |
139 |
243 |
575 |
575 |
|
8 |
23 |
45 |
71 |
138 |
243 |
575 |
575 |
|
9 |
24 |
46 |
71 |
137 |
243 |
575 |
575 |
|
10 |
24 |
47 |
71 |
137 |
243 |
575 |
575 |
|
11 |
25 |
48 |
72 |
137 |
244 |
575 |
575 |
|
12 |
26 |
49 |
72 |
137 |
244 |
575 |
575 |
|
13 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
14 |
26 |
50 |
72 |
137 |
244 |
576 |
576 |
|
15 |
26 |
50 |
72 |
137 |
244 |
576 |
576 |
|
16 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
17 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
18 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
19 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
20 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
21 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
22 |
26 |
50 |
72 |
137 |
244 |
575 |
575 |
|
23 |
26 |
50 |
72 |
137 |
243 |
575 |
575 |
|
24 |
25 |
49 |
71 |
136 |
243 |
575 |
575 |
|
25 |
25 |
49 |
71 |
136 |
243 |
574 |
574 |
|
26 |
25 |
49 |
70 |
135 |
242 |
574 |
574 |
|
27 |
24 |
48 |
70 |
135 |
242 |
573 |
573 |
|
28 |
24 |
48 |
70 |
135 |
241 |
573 |
573 |
|
29 |
24 |
48 |
69 |
134 |
241 |
573 |
573 |
|
30 |
23 |
47 |
69 |
134 |
241 |
572 |
572 |
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 |
90 |
167 |
281 |
613 |
1 244 |
|
2 |
53 |
68 |
93 |
170 |
284 |
616 |
1 025 |
|
3 |
57 |
73 |
97 |
166 |
283 |
614 |
851 |
|
4 |
59 |
76 |
101 |
168 |
283 |
614 |
714 |
|
5 |
61 |
79 |
106 |
172 |
283 |
615 |
615 |
|
6 |
63 |
82 |
110 |
177 |
284 |
615 |
615 |
|
7 |
64 |
84 |
112 |
179 |
283 |
615 |
615 |
|
8 |
63 |
84 |
111 |
177 |
283 |
614 |
614 |
|
9 |
63 |
85 |
110 |
176 |
283 |
614 |
614 |
|
10 |
63 |
86 |
110 |
176 |
282 |
614 |
614 |
|
11 |
63 |
87 |
110 |
175 |
282 |
614 |
614 |
|
12 |
63 |
87 |
109 |
174 |
281 |
613 |
613 |
|
13 |
63 |
87 |
109 |
174 |
280 |
612 |
612 |
|
14 |
62 |
86 |
108 |
173 |
279 |
611 |
611 |
|
15 |
61 |
85 |
107 |
172 |
279 |
610 |
610 |
|
16 |
60 |
84 |
106 |
171 |
278 |
609 |
609 |
|
17 |
59 |
83 |
105 |
170 |
277 |
609 |
609 |
|
18 |
59 |
83 |
104 |
169 |
276 |
608 |
608 |
|
19 |
58 |
82 |
104 |
169 |
275 |
607 |
607 |
|
20 |
57 |
81 |
103 |
168 |
275 |
606 |
606 |
|
21 |
57 |
80 |
102 |
167 |
274 |
606 |
606 |
|
22 |
56 |
80 |
101 |
167 |
273 |
605 |
605 |
|
23 |
55 |
79 |
101 |
166 |
272 |
604 |
604 |
|
24 |
54 |
78 |
100 |
165 |
271 |
603 |
603 |
|
25 |
53 |
77 |
99 |
164 |
271 |
602 |
602 |
|
26 |
52 |
76 |
98 |
163 |
270 |
601 |
601 |
|
27 |
51 |
75 |
97 |
162 |
269 |
600 |
600 |
|
28 |
50 |
74 |
96 |
161 |
268 |
599 |
599 |
|
29 |
49 |
73 |
95 |
160 |
267 |
599 |
599 |
|
30 |
49 |
73 |
94 |
159 |
266 |
598 |
598 |
2.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
81 |
96 |
121 |
198 |
312 |
644 |
1 266 |
|
2 |
85 |
100 |
126 |
203 |
316 |
648 |
1 048 |
|
3 |
87 |
103 |
127 |
196 |
313 |
644 |
872 |
|
4 |
87 |
104 |
129 |
197 |
311 |
643 |
732 |
|
5 |
90 |
109 |
136 |
201 |
313 |
644 |
644 |
|
6 |
92 |
112 |
140 |
207 |
313 |
645 |
645 |
|
7 |
94 |
114 |
142 |
209 |
313 |
645 |
645 |
|
8 |
94 |
116 |
142 |
209 |
314 |
646 |
646 |
|
9 |
95 |
117 |
143 |
208 |
315 |
646 |
646 |
|
10 |
96 |
118 |
143 |
208 |
315 |
646 |
646 |
|
11 |
96 |
119 |
142 |
207 |
314 |
646 |
646 |
|
12 |
95 |
119 |
141 |
207 |
313 |
645 |
645 |
|
13 |
94 |
118 |
140 |
205 |
312 |
644 |
644 |
|
14 |
93 |
117 |
139 |
204 |
311 |
642 |
642 |
|
15 |
92 |
115 |
137 |
202 |
309 |
641 |
641 |
|
16 |
90 |
114 |
136 |
201 |
308 |
639 |
639 |
|
17 |
89 |
113 |
134 |
199 |
306 |
638 |
638 |
|
18 |
87 |
111 |
133 |
198 |
305 |
636 |
636 |
|
19 |
86 |
110 |
132 |
197 |
303 |
635 |
635 |
|
20 |
85 |
109 |
130 |
195 |
302 |
634 |
634 |
|
21 |
83 |
107 |
129 |
194 |
301 |
632 |
632 |
|
22 |
82 |
106 |
127 |
192 |
299 |
631 |
631 |
|
23 |
80 |
104 |
126 |
191 |
298 |
629 |
629 |
|
24 |
79 |
103 |
124 |
189 |
296 |
628 |
628 |
|
25 |
77 |
101 |
123 |
188 |
295 |
626 |
626 |
|
26 |
75 |
99 |
121 |
186 |
293 |
625 |
625 |
|
27 |
74 |
98 |
120 |
185 |
291 |
623 |
623 |
|
28 |
72 |
96 |
118 |
183 |
290 |
622 |
622 |
|
29 |
71 |
95 |
117 |
182 |
288 |
620 |
620 |
|
30 |
69 |
93 |
115 |
180 |
287 |
619 |
619 |
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 |
8 |
22 |
48 |
125 |
239 |
570 |
1 232 |
|
2 |
11 |
26 |
51 |
128 |
242 |
574 |
1 013 |
|
3 |
15 |
30 |
55 |
123 |
241 |
572 |
840 |
|
4 |
18 |
35 |
59 |
127 |
241 |
573 |
703 |
|
5 |
20 |
39 |
66 |
131 |
242 |
574 |
596 |
|
6 |
22 |
42 |
70 |
137 |
243 |
575 |
575 |
|
7 |
24 |
44 |
72 |
139 |
243 |
575 |
575 |
|
8 |
24 |
45 |
71 |
138 |
243 |
575 |
575 |
|
9 |
24 |
46 |
71 |
137 |
243 |
575 |
575 |
|
10 |
24 |
47 |
72 |
137 |
243 |
575 |
575 |
|
11 |
25 |
48 |
72 |
137 |
243 |
575 |
575 |
|
12 |
25 |
49 |
71 |
136 |
243 |
575 |
575 |
|
13 |
25 |
49 |
71 |
136 |
243 |
574 |
574 |
|
14 |
24 |
48 |
70 |
135 |
242 |
573 |
573 |
|
15 |
24 |
48 |
69 |
134 |
241 |
573 |
573 |
|
16 |
23 |
47 |
68 |
133 |
240 |
572 |
572 |
|
17 |
22 |
46 |
68 |
133 |
240 |
571 |
571 |
|
18 |
22 |
46 |
68 |
133 |
239 |
571 |
571 |
|
19 |
22 |
46 |
67 |
132 |
239 |
571 |
571 |
|
20 |
22 |
46 |
68 |
133 |
239 |
571 |
571 |
|
21 |
22 |
46 |
68 |
133 |
240 |
571 |
571 |
|
22 |
22 |
46 |
68 |
133 |
240 |
571 |
571 |
|
23 |
22 |
46 |
68 |
133 |
240 |
571 |
571 |
|
24 |
22 |
46 |
68 |
133 |
239 |
571 |
571 |
|
25 |
22 |
46 |
67 |
133 |
239 |
571 |
571 |
|
26 |
22 |
46 |
67 |
132 |
239 |
571 |
571 |
|
27 |
21 |
45 |
67 |
132 |
239 |
571 |
571 |
|
28 |
21 |
45 |
67 |
132 |
239 |
570 |
570 |
|
29 |
22 |
45 |
67 |
132 |
239 |
570 |
570 |
|
30 |
22 |
45 |
67 |
132 |
238 |
570 |
570 |
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 |
94 |
108 |
134 |
211 |
324 |
656 |
1 331 |
|
2 |
94 |
109 |
134 |
211 |
325 |
656 |
1 094 |
|
3 |
95 |
111 |
135 |
203 |
321 |
652 |
907 |
|
4 |
96 |
113 |
137 |
205 |
319 |
651 |
760 |
|
5 |
97 |
115 |
142 |
207 |
319 |
650 |
650 |
|
6 |
97 |
116 |
145 |
211 |
318 |
650 |
650 |
|
7 |
98 |
118 |
146 |
213 |
317 |
649 |
649 |
|
8 |
97 |
119 |
145 |
212 |
317 |
649 |
649 |
|
9 |
96 |
118 |
144 |
210 |
316 |
648 |
648 |
|
10 |
95 |
118 |
143 |
208 |
315 |
646 |
646 |
|
11 |
94 |
117 |
141 |
206 |
313 |
644 |
644 |
|
12 |
93 |
116 |
139 |
204 |
311 |
642 |
642 |
|
13 |
91 |
115 |
137 |
202 |
309 |
641 |
641 |
|
14 |
90 |
113 |
135 |
200 |
307 |
639 |
639 |
|
15 |
88 |
112 |
133 |
198 |
305 |
637 |
637 |
|
16 |
86 |
109 |
131 |
196 |
303 |
635 |
635 |
|
17 |
84 |
108 |
130 |
195 |
301 |
633 |
633 |
|
18 |
82 |
106 |
128 |
193 |
300 |
632 |
632 |
|
19 |
81 |
105 |
127 |
192 |
298 |
630 |
630 |
|
20 |
80 |
104 |
126 |
191 |
297 |
629 |
629 |
|
21 |
79 |
103 |
125 |
190 |
296 |
628 |
628 |
|
22 |
78 |
102 |
124 |
189 |
295 |
627 |
627 |
|
23 |
77 |
101 |
122 |
187 |
294 |
626 |
626 |
|
24 |
75 |
99 |
121 |
186 |
293 |
625 |
625 |
|
25 |
74 |
98 |
120 |
185 |
292 |
623 |
623 |
|
26 |
73 |
97 |
119 |
184 |
291 |
622 |
622 |
|
27 |
72 |
96 |
118 |
183 |
290 |
621 |
621 |
|
28 |
71 |
95 |
117 |
182 |
288 |
620 |
620 |
|
29 |
70 |
94 |
116 |
181 |
287 |
619 |
619 |
|
30 |
69 |
93 |
115 |
180 |
286 |
618 |
618 |
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 |
343 |
358 |
383 |
460 |
574 |
906 |
1 341 |
|
2 |
79 |
94 |
120 |
197 |
310 |
642 |
1 098 |
|
3 |
83 |
99 |
123 |
192 |
309 |
641 |
908 |
|
4 |
87 |
104 |
128 |
196 |
311 |
642 |
760 |
|
5 |
89 |
108 |
135 |
200 |
312 |
643 |
644 |
|
6 |
91 |
111 |
139 |
206 |
312 |
644 |
644 |
|
7 |
93 |
113 |
141 |
209 |
313 |
644 |
644 |
|
8 |
94 |
115 |
141 |
208 |
313 |
645 |
645 |
|
9 |
94 |
116 |
141 |
207 |
314 |
645 |
645 |
|
10 |
94 |
117 |
141 |
206 |
313 |
645 |
645 |
|
11 |
95 |
118 |
141 |
206 |
313 |
645 |
645 |
|
12 |
95 |
119 |
141 |
206 |
313 |
645 |
645 |
|
13 |
96 |
120 |
142 |
207 |
313 |
645 |
645 |
|
14 |
97 |
120 |
142 |
207 |
314 |
646 |
646 |
|
15 |
97 |
121 |
143 |
208 |
315 |
646 |
646 |
|
16 |
98 |
122 |
144 |
209 |
316 |
647 |
647 |
|
17 |
99 |
123 |
145 |
210 |
317 |
648 |
648 |
|
18 |
100 |
124 |
146 |
211 |
318 |
649 |
649 |
|
19 |
101 |
125 |
147 |
212 |
319 |
650 |
650 |
|
20 |
102 |
126 |
148 |
213 |
319 |
651 |
651 |
|
21 |
102 |
126 |
148 |
213 |
320 |
651 |
651 |
|
22 |
102 |
126 |
147 |
213 |
319 |
651 |
651 |
|
23 |
101 |
125 |
147 |
212 |
319 |
650 |
650 |
|
24 |
100 |
124 |
146 |
211 |
318 |
650 |
650 |
|
25 |
99 |
123 |
145 |
210 |
317 |
649 |
649 |
|
26 |
98 |
122 |
144 |
209 |
316 |
647 |
647 |
|
27 |
97 |
121 |
143 |
208 |
315 |
646 |
646 |
|
28 |
96 |
120 |
142 |
207 |
313 |
645 |
645 |
|
29 |
94 |
118 |
140 |
205 |
312 |
644 |
644 |
|
30 |
93 |
117 |
139 |
204 |
311 |
642 |
642 |
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 |
10 |
36 |
113 |
227 |
558 |
1 195 |
|
2 |
1 |
10 |
36 |
113 |
227 |
558 |
981 |
|
3 |
2 |
12 |
36 |
105 |
223 |
554 |
812 |
|
4 |
3 |
14 |
38 |
106 |
221 |
552 |
680 |
|
5 |
4 |
16 |
43 |
108 |
220 |
551 |
576 |
|
6 |
4 |
17 |
45 |
112 |
219 |
550 |
550 |
|
7 |
5 |
19 |
47 |
114 |
218 |
550 |
550 |
|
8 |
7 |
19 |
45 |
112 |
217 |
549 |
549 |
|
9 |
7 |
19 |
44 |
110 |
216 |
548 |
548 |
|
10 |
8 |
20 |
44 |
109 |
216 |
548 |
548 |
|
11 |
8 |
20 |
44 |
109 |
216 |
547 |
547 |
|
12 |
9 |
21 |
44 |
109 |
216 |
547 |
547 |
|
13 |
10 |
22 |
44 |
109 |
216 |
547 |
547 |
|
14 |
11 |
22 |
44 |
109 |
216 |
548 |
548 |
|
15 |
11 |
23 |
44 |
109 |
216 |
548 |
548 |
|
16 |
12 |
23 |
44 |
109 |
216 |
548 |
548 |
|
17 |
12 |
23 |
45 |
110 |
217 |
548 |
548 |
|
18 |
14 |
23 |
45 |
110 |
217 |
549 |
549 |
|
19 |
15 |
24 |
46 |
111 |
218 |
549 |
549 |
|
20 |
15 |
25 |
47 |
112 |
219 |
550 |
550 |
|
21 |
16 |
26 |
48 |
113 |
219 |
551 |
551 |
|
22 |
17 |
26 |
48 |
113 |
220 |
552 |
552 |
|
23 |
18 |
27 |
49 |
114 |
221 |
552 |
552 |
|
24 |
18 |
28 |
49 |
114 |
221 |
553 |
553 |
|
25 |
18 |
28 |
50 |
115 |
222 |
553 |
553 |
|
26 |
19 |
28 |
50 |
115 |
222 |
554 |
554 |
|
27 |
20 |
29 |
51 |
116 |
222 |
554 |
554 |
|
28 |
21 |
29 |
51 |
116 |
223 |
554 |
554 |
|
29 |
21 |
29 |
51 |
116 |
223 |
555 |
555 |
|
30 |
22 |
30 |
51 |
116 |
223 |
555 |
555 |
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 |
68 |
93 |
170 |
284 |
616 |
1 222 |
|
2 |
54 |
69 |
94 |
171 |
285 |
617 |
1 003 |
|
3 |
55 |
71 |
95 |
164 |
281 |
613 |
831 |
|
4 |
56 |
73 |
97 |
165 |
279 |
611 |
697 |
|
5 |
56 |
74 |
101 |
167 |
278 |
610 |
610 |
|
6 |
57 |
76 |
104 |
171 |
278 |
609 |
609 |
|
7 |
56 |
77 |
105 |
172 |
276 |
608 |
608 |
|
8 |
56 |
77 |
104 |
170 |
276 |
607 |
607 |
|
9 |
55 |
77 |
103 |
168 |
275 |
607 |
607 |
|
10 |
54 |
77 |
102 |
167 |
273 |
605 |
605 |
|
11 |
53 |
77 |
100 |
165 |
272 |
604 |
604 |
|
12 |
52 |
76 |
99 |
164 |
270 |
602 |
602 |
|
13 |
51 |
75 |
97 |
162 |
269 |
600 |
600 |
|
14 |
50 |
74 |
95 |
160 |
267 |
599 |
599 |
|
15 |
48 |
72 |
94 |
159 |
266 |
597 |
597 |
|
16 |
47 |
70 |
92 |
157 |
264 |
596 |
596 |
|
17 |
45 |
69 |
91 |
156 |
263 |
595 |
595 |
|
18 |
44 |
68 |
90 |
155 |
262 |
593 |
593 |
|
19 |
43 |
67 |
89 |
154 |
261 |
593 |
593 |
|
20 |
43 |
67 |
89 |
154 |
260 |
592 |
592 |
|
21 |
42 |
66 |
88 |
153 |
260 |
591 |
591 |
|
22 |
42 |
66 |
87 |
152 |
259 |
591 |
591 |
|
23 |
41 |
65 |
87 |
152 |
258 |
590 |
590 |
|
24 |
40 |
64 |
86 |
151 |
258 |
589 |
589 |
|
25 |
40 |
63 |
85 |
150 |
257 |
589 |
589 |
|
26 |
39 |
63 |
85 |
150 |
256 |
588 |
588 |
|
27 |
38 |
62 |
84 |
149 |
256 |
587 |
587 |
|
28 |
37 |
61 |
83 |
148 |
255 |
587 |
587 |
|
29 |
37 |
61 |
83 |
148 |
254 |
586 |
586 |
|
30 |
36 |
60 |
82 |
147 |
254 |
585 |
585 |
2.23
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
115 |
130 |
155 |
232 |
346 |
678 |
1 322 |
|
2 |
116 |
131 |
156 |
233 |
347 |
679 |
1 089 |
|
3 |
119 |
134 |
159 |
227 |
345 |
676 |
903 |
|
4 |
120 |
137 |
162 |
230 |
344 |
676 |
757 |
|
5 |
122 |
140 |
167 |
233 |
344 |
676 |
676 |
|
6 |
123 |
142 |
170 |
237 |
344 |
675 |
675 |
|
7 |
123 |
144 |
172 |
239 |
343 |
675 |
675 |
|
8 |
123 |
144 |
170 |
237 |
342 |
674 |
674 |
|
9 |
122 |
144 |
169 |
235 |
341 |
673 |
673 |
|
10 |
121 |
144 |
168 |
234 |
340 |
672 |
672 |
|
11 |
120 |
143 |
167 |
232 |
339 |
670 |
670 |
|
12 |
119 |
142 |
165 |
230 |
337 |
669 |
669 |
|
13 |
117 |
141 |
163 |
228 |
335 |
666 |
666 |
|
14 |
115 |
139 |
161 |
226 |
333 |
664 |
664 |
|
15 |
113 |
137 |
159 |
224 |
330 |
662 |
662 |
|
16 |
110 |
134 |
156 |
221 |
328 |
659 |
659 |
|
17 |
108 |
132 |
154 |
219 |
326 |
657 |
657 |
|
18 |
106 |
130 |
152 |
217 |
323 |
655 |
655 |
|
19 |
104 |
128 |
149 |
214 |
321 |
653 |
653 |
|
20 |
102 |
126 |
148 |
213 |
320 |
651 |
651 |
|
21 |
100 |
124 |
146 |
211 |
318 |
649 |
649 |
|
22 |
98 |
122 |
144 |
209 |
316 |
648 |
648 |
|
23 |
97 |
121 |
142 |
207 |
314 |
646 |
646 |
|
24 |
95 |
119 |
141 |
206 |
312 |
644 |
644 |
|
25 |
93 |
117 |
139 |
204 |
311 |
642 |
642 |
|
26 |
91 |
115 |
137 |
202 |
309 |
640 |
640 |
|
27 |
90 |
114 |
135 |
200 |
307 |
639 |
639 |
|
28 |
88 |
112 |
134 |
199 |
305 |
637 |
637 |
|
29 |
86 |
110 |
132 |
197 |
304 |
636 |
636 |
|
30 |
85 |
109 |
131 |
196 |
302 |
634 |
634 |
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 |
173 |
187 |
213 |
290 |
404 |
735 |
1 330 |
|
2 |
182 |
197 |
222 |
299 |
413 |
745 |
1 110 |
|
3 |
187 |
203 |
227 |
296 |
413 |
745 |
928 |
|
4 |
189 |
207 |
231 |
299 |
413 |
745 |
784 |
|
5 |
191 |
209 |
236 |
301 |
413 |
744 |
744 |
|
6 |
190 |
210 |
238 |
305 |
411 |
743 |
743 |
|
7 |
190 |
211 |
238 |
306 |
410 |
741 |
741 |
|
8 |
188 |
210 |
236 |
303 |
408 |
740 |
740 |
|
9 |
187 |
209 |
235 |
300 |
407 |
738 |
738 |
|
10 |
186 |
209 |
233 |
299 |
405 |
737 |
737 |
|
11 |
185 |
208 |
231 |
297 |
403 |
735 |
735 |
|
12 |
183 |
206 |
229 |
294 |
401 |
732 |
732 |
|
13 |
180 |
204 |
226 |
291 |
398 |
729 |
729 |
|
14 |
177 |
201 |
223 |
288 |
395 |
726 |
726 |
|
15 |
174 |
198 |
220 |
285 |
391 |
723 |
723 |
|
16 |
171 |
195 |
216 |
281 |
388 |
720 |
720 |
|
17 |
167 |
191 |
213 |
278 |
385 |
717 |
717 |
|
18 |
164 |
188 |
210 |
275 |
382 |
714 |
714 |
|
19 |
161 |
185 |
207 |
272 |
379 |
710 |
710 |
|
20 |
158 |
182 |
204 |
269 |
376 |
707 |
707 |
|
21 |
155 |
179 |
201 |
266 |
373 |
704 |
704 |
|
22 |
152 |
176 |
198 |
263 |
369 |
701 |
701 |
|
23 |
149 |
173 |
195 |
260 |
366 |
698 |
698 |
|
24 |
146 |
170 |
191 |
256 |
363 |
695 |
695 |
|
25 |
143 |
166 |
188 |
253 |
360 |
692 |
692 |
|
26 |
139 |
163 |
185 |
250 |
357 |
689 |
689 |
|
27 |
137 |
160 |
182 |
247 |
354 |
686 |
686 |
|
28 |
134 |
158 |
179 |
244 |
351 |
683 |
683 |
|
29 |
131 |
155 |
177 |
242 |
348 |
680 |
680 |
|
30 |
128 |
152 |
174 |
239 |
346 |
677 |
677 |
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 |
28 |
43 |
69 |
146 |
259 |
591 |
1 239 |
|
2 |
29 |
44 |
70 |
147 |
260 |
592 |
1 017 |
|
3 |
31 |
46 |
71 |
139 |
257 |
588 |
843 |
|
4 |
31 |
49 |
73 |
141 |
255 |
587 |
707 |
|
5 |
32 |
51 |
78 |
143 |
255 |
586 |
599 |
|
6 |
33 |
52 |
80 |
147 |
254 |
585 |
585 |
|
7 |
33 |
54 |
81 |
149 |
253 |
585 |
585 |
|
8 |
32 |
53 |
80 |
146 |
252 |
583 |
583 |
|
9 |
31 |
53 |
79 |
144 |
251 |
582 |
582 |
|
10 |
31 |
54 |
78 |
143 |
250 |
582 |
582 |
|
11 |
31 |
54 |
77 |
143 |
249 |
581 |
581 |
|
12 |
31 |
54 |
77 |
142 |
249 |
580 |
580 |
|
13 |
30 |
54 |
76 |
141 |
248 |
580 |
580 |
|
14 |
30 |
54 |
76 |
141 |
248 |
579 |
579 |
|
15 |
30 |
54 |
75 |
140 |
247 |
579 |
579 |
|
16 |
30 |
53 |
75 |
140 |
247 |
579 |
579 |
|
17 |
29 |
53 |
75 |
140 |
247 |
579 |
579 |
|
18 |
29 |
53 |
75 |
140 |
247 |
579 |
579 |
|
19 |
30 |
53 |
75 |
140 |
247 |
579 |
579 |
|
20 |
30 |
54 |
75 |
140 |
247 |
579 |
579 |
|
21 |
30 |
54 |
75 |
140 |
247 |
579 |
579 |
|
22 |
30 |
54 |
75 |
140 |
247 |
579 |
579 |
|
23 |
30 |
53 |
75 |
140 |
247 |
579 |
579 |
|
24 |
29 |
53 |
75 |
140 |
247 |
578 |
578 |
|
25 |
29 |
53 |
75 |
140 |
247 |
578 |
578 |
|
26 |
29 |
53 |
75 |
140 |
246 |
578 |
578 |
|
27 |
29 |
53 |
74 |
139 |
246 |
578 |
578 |
|
28 |
28 |
52 |
74 |
139 |
246 |
577 |
577 |
|
29 |
28 |
52 |
74 |
139 |
246 |
577 |
577 |
|
30 |
28 |
52 |
73 |
138 |
245 |
577 |
577 |
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 |
25 |
39 |
65 |
142 |
256 |
587 |
1 254 |
|
2 |
27 |
41 |
67 |
144 |
257 |
589 |
1 029 |
|
3 |
29 |
45 |
69 |
138 |
255 |
587 |
852 |
|
4 |
32 |
49 |
73 |
141 |
255 |
587 |
713 |
|
5 |
34 |
52 |
79 |
145 |
256 |
588 |
604 |
|
6 |
35 |
55 |
83 |
150 |
256 |
588 |
588 |
|
7 |
37 |
58 |
85 |
153 |
257 |
588 |
588 |
|
8 |
37 |
58 |
85 |
151 |
257 |
588 |
588 |
|
9 |
37 |
59 |
85 |
150 |
257 |
589 |
589 |
|
10 |
38 |
61 |
85 |
151 |
257 |
589 |
589 |
|
11 |
39 |
62 |
86 |
151 |
258 |
589 |
589 |
|
12 |
40 |
63 |
86 |
151 |
258 |
589 |
589 |
|
13 |
40 |
64 |
86 |
151 |
258 |
589 |
589 |
|
14 |
40 |
64 |
86 |
151 |
258 |
589 |
589 |
|
15 |
40 |
64 |
86 |
151 |
257 |
589 |
589 |
|
16 |
39 |
63 |
85 |
150 |
257 |
589 |
589 |
|
17 |
39 |
63 |
85 |
150 |
257 |
589 |
589 |
|
18 |
39 |
63 |
85 |
150 |
257 |
589 |
589 |
|
19 |
39 |
63 |
85 |
150 |
257 |
589 |
589 |
|
20 |
40 |
64 |
86 |
151 |
257 |
589 |
589 |
|
21 |
40 |
64 |
86 |
151 |
257 |
589 |
589 |
|
22 |
40 |
64 |
86 |
151 |
257 |
589 |
589 |
|
23 |
40 |
64 |
85 |
150 |
257 |
589 |
589 |
|
24 |
39 |
63 |
85 |
150 |
257 |
589 |
589 |
|
25 |
39 |
63 |
85 |
150 |
257 |
588 |
588 |
|
26 |
39 |
63 |
84 |
149 |
256 |
588 |
588 |
|
27 |
38 |
62 |
84 |
149 |
256 |
587 |
587 |
|
28 |
38 |
62 |
83 |
148 |
255 |
587 |
587 |
|
29 |
37 |
61 |
83 |
148 |
255 |
586 |
586 |
|
30 |
37 |
61 |
82 |
147 |
254 |
586 |
586 |
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 |
125 |
140 |
165 |
242 |
356 |
687 |
1 351 |
|
2 |
123 |
138 |
164 |
241 |
354 |
686 |
1 114 |
|
3 |
123 |
139 |
163 |
232 |
350 |
681 |
922 |
|
4 |
124 |
141 |
165 |
233 |
348 |
679 |
772 |
|
5 |
124 |
143 |
170 |
235 |
347 |
678 |
678 |
|
6 |
124 |
143 |
172 |
238 |
345 |
677 |
677 |
|
7 |
124 |
145 |
172 |
240 |
344 |
675 |
675 |
|
8 |
123 |
145 |
171 |
237 |
343 |
675 |
675 |
|
9 |
122 |
144 |
169 |
235 |
342 |
673 |
673 |
|
10 |
122 |
145 |
169 |
234 |
341 |
673 |
673 |
|
11 |
122 |
145 |
168 |
234 |
340 |
672 |
672 |
|
12 |
121 |
145 |
167 |
232 |
339 |
671 |
671 |
|
13 |
120 |
144 |
166 |
231 |
338 |
669 |
669 |
|
14 |
119 |
143 |
165 |
230 |
336 |
668 |
668 |
|
15 |
117 |
141 |
162 |
228 |
334 |
666 |
666 |
|
16 |
115 |
139 |
160 |
225 |
332 |
664 |
664 |
|
17 |
112 |
136 |
158 |
223 |
329 |
661 |
661 |
|
18 |
110 |
134 |
155 |
220 |
327 |
659 |
659 |
|
19 |
107 |
131 |
153 |
218 |
325 |
657 |
657 |
|
20 |
105 |
129 |
151 |
216 |
323 |
654 |
654 |
|
21 |
103 |
127 |
149 |
214 |
321 |
652 |
652 |
|
22 |
101 |
125 |
147 |
212 |
318 |
650 |
650 |
|
23 |
99 |
123 |
144 |
209 |
316 |
648 |
648 |
|
24 |
96 |
120 |
142 |
207 |
314 |
646 |
646 |
|
25 |
94 |
118 |
140 |
205 |
312 |
643 |
643 |
|
26 |
92 |
116 |
138 |
203 |
310 |
641 |
641 |
|
27 |
90 |
114 |
136 |
201 |
308 |
639 |
639 |
|
28 |
88 |
112 |
134 |
199 |
306 |
637 |
637 |
|
29 |
86 |
110 |
132 |
197 |
304 |
635 |
635 |
|
30 |
84 |
108 |
130 |
195 |
302 |
633 |
633 |
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 |
10 |
36 |
113 |
226 |
558 |
1 221 |
|
2 |
1 |
12 |
38 |
115 |
228 |
560 |
1 004 |
|
3 |
2 |
16 |
40 |
109 |
226 |
558 |
832 |
|
4 |
3 |
20 |
44 |
112 |
226 |
558 |
697 |
|
5 |
5 |
23 |
50 |
116 |
227 |
559 |
591 |
|
6 |
6 |
26 |
54 |
121 |
227 |
559 |
559 |
|
7 |
8 |
29 |
56 |
124 |
228 |
559 |
559 |
|
8 |
8 |
29 |
56 |
122 |
228 |
559 |
559 |
|
9 |
8 |
30 |
56 |
121 |
228 |
559 |
559 |
|
10 |
8 |
31 |
56 |
121 |
228 |
559 |
559 |
|
11 |
9 |
32 |
55 |
121 |
227 |
559 |
559 |
|
12 |
10 |
33 |
55 |
120 |
227 |
559 |
559 |
|
13 |
10 |
33 |
55 |
120 |
227 |
558 |
558 |
|
14 |
11 |
33 |
55 |
120 |
227 |
558 |
558 |
|
15 |
12 |
33 |
55 |
120 |
226 |
558 |
558 |
|
16 |
12 |
32 |
54 |
119 |
226 |
558 |
558 |
|
17 |
14 |
32 |
54 |
119 |
226 |
558 |
558 |
|
18 |
14 |
32 |
54 |
119 |
226 |
558 |
558 |
|
19 |
15 |
33 |
55 |
120 |
226 |
558 |
558 |
|
20 |
15 |
33 |
55 |
120 |
227 |
559 |
559 |
|
21 |
16 |
34 |
56 |
121 |
227 |
559 |
559 |
|
22 |
17 |
34 |
56 |
121 |
228 |
559 |
559 |
|
23 |
18 |
34 |
56 |
121 |
228 |
560 |
560 |
|
24 |
18 |
35 |
57 |
122 |
228 |
560 |
560 |
|
25 |
19 |
35 |
57 |
122 |
229 |
560 |
560 |
|
26 |
19 |
35 |
57 |
122 |
229 |
560 |
560 |
|
27 |
21 |
35 |
57 |
122 |
229 |
561 |
561 |
|
28 |
21 |
35 |
57 |
122 |
229 |
561 |
561 |
|
29 |
22 |
36 |
57 |
122 |
229 |
561 |
561 |
|
30 |
22 |
36 |
57 |
122 |
229 |
561 |
561 |
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 |
35 |
50 |
75 |
152 |
266 |
598 |
1 221 |
|
2 |
36 |
50 |
76 |
153 |
267 |
598 |
1 002 |
|
3 |
36 |
52 |
76 |
144 |
262 |
593 |
830 |
|
4 |
36 |
53 |
77 |
145 |
260 |
591 |
695 |
|
5 |
36 |
55 |
81 |
147 |
258 |
590 |
590 |
|
6 |
39 |
58 |
86 |
153 |
260 |
591 |
591 |
|
7 |
36 |
57 |
84 |
152 |
256 |
588 |
588 |
|
8 |
40 |
61 |
88 |
154 |
260 |
591 |
591 |
|
9 |
39 |
61 |
87 |
152 |
259 |
590 |
590 |
|
10 |
34 |
57 |
81 |
146 |
253 |
585 |
585 |
|
11 |
30 |
53 |
76 |
141 |
248 |
580 |
580 |
|
12 |
27 |
50 |
73 |
138 |
245 |
576 |
576 |
|
13 |
24 |
48 |
70 |
135 |
242 |
574 |
574 |
|
14 |
23 |
47 |
68 |
133 |
240 |
572 |
572 |
|
15 |
21 |
45 |
67 |
132 |
239 |
570 |
570 |
|
16 |
20 |
43 |
65 |
130 |
237 |
569 |
569 |
|
17 |
19 |
43 |
64 |
129 |
236 |
568 |
568 |
|
18 |
18 |
42 |
64 |
129 |
236 |
567 |
567 |
|
19 |
18 |
41 |
63 |
128 |
235 |
567 |
567 |
|
20 |
18 |
42 |
63 |
128 |
235 |
567 |
567 |
|
21 |
18 |
42 |
63 |
128 |
235 |
567 |
567 |
|
22 |
18 |
42 |
63 |
128 |
235 |
567 |
567 |
|
23 |
18 |
42 |
63 |
128 |
235 |
567 |
567 |
|
24 |
18 |
42 |
63 |
128 |
235 |
567 |
567 |
|
25 |
19 |
41 |
63 |
128 |
235 |
567 |
567 |
|
26 |
19 |
41 |
63 |
128 |
235 |
567 |
567 |
|
27 |
21 |
41 |
63 |
128 |
235 |
566 |
566 |
|
28 |
21 |
41 |
63 |
128 |
235 |
566 |
566 |
|
29 |
21 |
41 |
63 |
128 |
235 |
566 |
566 |
|
30 |
22 |
41 |
63 |
128 |
234 |
566 |
566 |
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 |
192 |
206 |
232 |
309 |
423 |
754 |
1 786 |
|
2 |
189 |
204 |
229 |
306 |
420 |
752 |
1 441 |
|
3 |
186 |
202 |
226 |
294 |
412 |
743 |
1 180 |
|
4 |
183 |
200 |
224 |
292 |
406 |
738 |
969 |
|
5 |
179 |
198 |
225 |
290 |
401 |
733 |
800 |
|
6 |
176 |
195 |
223 |
290 |
397 |
728 |
728 |
|
7 |
173 |
193 |
221 |
288 |
392 |
724 |
724 |
|
8 |
168 |
190 |
216 |
283 |
388 |
720 |
720 |
|
9 |
164 |
186 |
212 |
277 |
384 |
716 |
716 |
|
10 |
161 |
183 |
208 |
273 |
380 |
711 |
711 |
|
11 |
157 |
180 |
204 |
269 |
376 |
707 |
707 |
|
12 |
154 |
177 |
200 |
265 |
372 |
703 |
703 |
|
13 |
150 |
174 |
196 |
261 |
368 |
699 |
699 |
|
14 |
147 |
170 |
192 |
257 |
364 |
696 |
696 |
|
15 |
143 |
167 |
189 |
254 |
361 |
692 |
692 |
|
16 |
140 |
164 |
185 |
250 |
357 |
689 |
689 |
|
17 |
136 |
160 |
182 |
247 |
354 |
686 |
686 |
|
18 |
134 |
157 |
179 |
244 |
351 |
683 |
683 |
|
19 |
131 |
155 |
176 |
242 |
348 |
680 |
680 |
|
20 |
128 |
152 |
174 |
239 |
346 |
677 |
677 |
|
21 |
125 |
149 |
171 |
236 |
343 |
675 |
675 |
|
22 |
123 |
147 |
169 |
234 |
340 |
672 |
672 |
|
23 |
120 |
144 |
166 |
231 |
338 |
669 |
669 |
|
24 |
118 |
142 |
164 |
229 |
335 |
667 |
667 |
|
25 |
115 |
139 |
161 |
226 |
333 |
665 |
665 |
|
26 |
113 |
137 |
159 |
224 |
330 |
662 |
662 |
|
27 |
111 |
135 |
156 |
221 |
328 |
660 |
660 |
|
28 |
109 |
132 |
154 |
219 |
326 |
658 |
658 |
|
29 |
106 |
130 |
152 |
217 |
324 |
655 |
655 |
|
30 |
104 |
128 |
150 |
215 |
322 |
653 |
653 |
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 |
51 |
108 |
244 |
576 |
1 237 |
|
2 |
8 |
26 |
51 |
108 |
244 |
576 |
1 018 |
|
3 |
9 |
29 |
53 |
103 |
242 |
574 |
843 |
|
4 |
12 |
34 |
56 |
100 |
243 |
574 |
706 |
|
5 |
16 |
40 |
61 |
103 |
244 |
575 |
597 |
|
6 |
18 |
43 |
65 |
99 |
244 |
576 |
576 |
|
7 |
19 |
45 |
64 |
92 |
245 |
576 |
576 |
|
8 |
17 |
44 |
64 |
91 |
245 |
577 |
577 |
|
9 |
17 |
45 |
66 |
95 |
245 |
577 |
577 |
|
10 |
19 |
48 |
68 |
99 |
245 |
577 |
577 |
|
11 |
21 |
50 |
70 |
102 |
245 |
577 |
577 |
|
12 |
23 |
53 |
71 |
103 |
245 |
577 |
577 |
|
13 |
24 |
54 |
72 |
103 |
245 |
577 |
577 |
|
14 |
24 |
55 |
72 |
103 |
245 |
577 |
577 |
|
15 |
24 |
55 |
72 |
103 |
245 |
577 |
577 |
|
16 |
24 |
55 |
72 |
103 |
245 |
576 |
576 |
|
17 |
24 |
55 |
72 |
103 |
245 |
577 |
577 |
|
18 |
24 |
55 |
72 |
103 |
245 |
577 |
577 |
|
19 |
24 |
55 |
72 |
103 |
245 |
577 |
577 |
|
20 |
24 |
55 |
72 |
103 |
245 |
577 |
577 |
|
21 |
24 |
55 |
72 |
103 |
246 |
577 |
577 |
|
22 |
24 |
55 |
72 |
103 |
246 |
578 |
578 |
|
23 |
24 |
55 |
72 |
103 |
246 |
578 |
578 |
|
24 |
24 |
55 |
72 |
103 |
246 |
578 |
578 |
|
25 |
24 |
55 |
72 |
103 |
246 |
578 |
578 |
|
26 |
24 |
55 |
72 |
103 |
246 |
577 |
577 |
|
27 |
24 |
55 |
72 |
103 |
246 |
577 |
577 |
|
28 |
24 |
55 |
72 |
103 |
246 |
577 |
577 |
|
29 |
24 |
55 |
72 |
103 |
245 |
577 |
577 |
|
30 |
24 |
55 |
72 |
103 |
245 |
577 |
577 |
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 |
13 |
91 |
204 |
536 |
1 187 |
|
2 |
1 |
5 |
12 |
89 |
203 |
534 |
973 |
|
3 |
2 |
5 |
12 |
80 |
198 |
529 |
806 |
|
4 |
3 |
6 |
13 |
81 |
195 |
527 |
674 |
|
5 |
4 |
7 |
18 |
83 |
195 |
526 |
571 |
|
6 |
4 |
8 |
21 |
88 |
194 |
526 |
526 |
|
7 |
5 |
8 |
22 |
90 |
194 |
526 |
526 |
|
8 |
6 |
9 |
22 |
88 |
194 |
525 |
525 |
|
9 |
7 |
11 |
22 |
87 |
194 |
526 |
526 |
|
10 |
8 |
11 |
22 |
87 |
194 |
526 |
526 |
|
11 |
8 |
12 |
23 |
87 |
194 |
526 |
526 |
|
12 |
9 |
12 |
24 |
88 |
194 |
526 |
526 |
|
13 |
10 |
14 |
26 |
88 |
195 |
526 |
526 |
|
14 |
11 |
14 |
27 |
88 |
195 |
527 |
527 |
|
15 |
11 |
15 |
29 |
89 |
195 |
527 |
527 |
|
16 |
12 |
16 |
30 |
89 |
195 |
527 |
527 |
|
17 |
12 |
17 |
31 |
89 |
196 |
528 |
528 |
|
18 |
14 |
17 |
33 |
90 |
196 |
528 |
528 |
|
19 |
14 |
19 |
34 |
90 |
197 |
529 |
529 |
|
20 |
15 |
19 |
35 |
91 |
198 |
529 |
529 |
|
21 |
15 |
20 |
36 |
91 |
198 |
530 |
530 |
|
22 |
16 |
20 |
38 |
92 |
199 |
530 |
530 |
|
23 |
17 |
22 |
40 |
92 |
199 |
531 |
531 |
|
24 |
18 |
22 |
41 |
93 |
199 |
531 |
531 |
|
25 |
18 |
23 |
42 |
93 |
200 |
531 |
531 |
|
26 |
19 |
23 |
43 |
93 |
200 |
531 |
531 |
|
27 |
19 |
25 |
45 |
93 |
200 |
531 |
531 |
|
28 |
21 |
25 |
46 |
93 |
200 |
531 |
531 |
|
29 |
21 |
26 |
47 |
93 |
200 |
532 |
532 |
|
30 |
22 |
27 |
48 |
93 |
200 |
532 |
532 |
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 |
44 |
165 |
303 |
3 035 |
|
2 |
1 |
15 |
21 |
44 |
165 |
340 |
2 254 |
|
3 |
1 |
15 |
24 |
49 |
160 |
352 |
1 700 |
|
4 |
1 |
16 |
27 |
53 |
157 |
351 |
1 314 |
|
5 |
2 |
18 |
30 |
55 |
157 |
342 |
1 042 |
|
6 |
3 |
21 |
33 |
58 |
157 |
329 |
846 |
|
7 |
4 |
24 |
35 |
60 |
157 |
313 |
700 |
|
8 |
5 |
24 |
36 |
63 |
157 |
297 |
589 |
|
9 |
5 |
25 |
37 |
66 |
157 |
280 |
502 |
|
10 |
5 |
26 |
39 |
68 |
157 |
263 |
433 |
|
11 |
5 |
26 |
39 |
69 |
157 |
250 |
376 |
|
12 |
6 |
26 |
39 |
69 |
157 |
250 |
330 |
|
13 |
6 |
26 |
39 |
69 |
157 |
250 |
291 |
|
14 |
6 |
26 |
39 |
69 |
157 |
250 |
258 |
|
15 |
6 |
26 |
40 |
69 |
157 |
250 |
250 |
|
16 |
8 |
26 |
43 |
69 |
157 |
250 |
250 |
|
17 |
8 |
26 |
46 |
69 |
157 |
250 |
250 |
|
18 |
8 |
26 |
48 |
69 |
157 |
250 |
250 |
|
19 |
9 |
26 |
50 |
69 |
157 |
250 |
250 |
|
20 |
9 |
26 |
53 |
69 |
157 |
250 |
250 |
|
21 |
9 |
26 |
55 |
69 |
157 |
250 |
250 |
|
22 |
10 |
26 |
58 |
69 |
157 |
250 |
250 |
|
23 |
10 |
26 |
61 |
69 |
157 |
250 |
250 |
|
24 |
12 |
26 |
63 |
69 |
157 |
250 |
250 |
|
25 |
12 |
26 |
66 |
69 |
157 |
250 |
250 |
|
26 |
12 |
26 |
68 |
72 |
157 |
250 |
250 |
|
27 |
13 |
26 |
71 |
74 |
157 |
250 |
250 |
|
28 |
13 |
26 |
73 |
76 |
157 |
250 |
250 |
|
29 |
14 |
26 |
76 |
78 |
157 |
250 |
250 |
|
30 |
14 |
27 |
78 |
79 |
157 |
250 |
250 |
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 |
6 |
20 |
26 |
49 |
171 |
313 |
3 148 |
|
2 |
8 |
22 |
29 |
51 |
173 |
352 |
2 343 |
|
3 |
8 |
23 |
31 |
57 |
167 |
364 |
1 765 |
|
4 |
8 |
24 |
34 |
60 |
165 |
363 |
1 363 |
|
5 |
9 |
25 |
37 |
62 |
164 |
353 |
1 079 |
|
6 |
9 |
28 |
39 |
65 |
164 |
339 |
874 |
|
7 |
11 |
30 |
41 |
66 |
163 |
322 |
723 |
|
8 |
10 |
30 |
41 |
68 |
163 |
305 |
607 |
|
9 |
10 |
30 |
42 |
71 |
162 |
287 |
517 |
|
10 |
10 |
31 |
44 |
72 |
162 |
270 |
445 |
|
11 |
10 |
31 |
44 |
73 |
161 |
254 |
386 |
|
12 |
9 |
30 |
43 |
72 |
161 |
254 |
338 |
|
13 |
8 |
29 |
42 |
72 |
160 |
253 |
298 |
|
14 |
8 |
29 |
42 |
71 |
160 |
253 |
264 |
|
15 |
8 |
28 |
41 |
71 |
159 |
252 |
252 |
|
16 |
8 |
28 |
44 |
70 |
159 |
251 |
251 |
|
17 |
8 |
28 |
46 |
70 |
158 |
251 |
251 |
|
18 |
8 |
27 |
49 |
70 |
158 |
251 |
251 |
|
19 |
9 |
27 |
51 |
70 |
158 |
251 |
251 |
|
20 |
9 |
28 |
54 |
70 |
159 |
252 |
252 |
|
21 |
9 |
28 |
57 |
71 |
159 |
252 |
252 |
|
22 |
10 |
28 |
59 |
71 |
159 |
252 |
252 |
|
23 |
11 |
29 |
62 |
71 |
159 |
252 |
252 |
|
24 |
12 |
29 |
65 |
71 |
160 |
252 |
252 |
|
25 |
12 |
29 |
67 |
71 |
160 |
252 |
252 |
|
26 |
12 |
29 |
70 |
73 |
160 |
252 |
252 |
|
27 |
13 |
29 |
72 |
74 |
160 |
252 |
252 |
|
28 |
13 |
29 |
74 |
77 |
160 |
252 |
252 |
|
29 |
14 |
29 |
77 |
79 |
160 |
252 |
252 |
|
30 |
14 |
29 |
79 |
81 |
160 |
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 |
15 |
21 |
44 |
165 |
303 |
3 035 |
|
2 |
1 |
15 |
21 |
44 |
165 |
340 |
2 254 |
|
3 |
1 |
15 |
24 |
49 |
160 |
352 |
1 700 |
|
4 |
1 |
16 |
27 |
53 |
157 |
351 |
1 314 |
|
5 |
2 |
18 |
30 |
54 |
157 |
342 |
1 042 |
|
6 |
3 |
21 |
32 |
58 |
157 |
329 |
845 |
|
7 |
4 |
23 |
34 |
60 |
157 |
313 |
700 |
|
8 |
4 |
24 |
36 |
62 |
157 |
297 |
589 |
|
9 |
5 |
25 |
37 |
66 |
157 |
280 |
502 |
|
10 |
5 |
26 |
39 |
68 |
157 |
263 |
433 |
|
11 |
5 |
26 |
39 |
68 |
157 |
250 |
376 |
|
12 |
6 |
26 |
39 |
69 |
157 |
250 |
329 |
|
13 |
6 |
26 |
39 |
69 |
157 |
250 |
290 |
|
14 |
6 |
26 |
39 |
69 |
157 |
250 |
258 |
|
15 |
6 |
26 |
40 |
69 |
157 |
250 |
250 |
|
16 |
8 |
26 |
43 |
69 |
157 |
250 |
250 |
|
17 |
8 |
26 |
46 |
69 |
157 |
250 |
250 |
|
18 |
8 |
26 |
48 |
69 |
157 |
250 |
250 |
|
19 |
9 |
26 |
50 |
69 |
157 |
250 |
250 |
|
20 |
9 |
26 |
53 |
69 |
157 |
250 |
250 |
|
21 |
9 |
26 |
55 |
69 |
157 |
250 |
250 |
|
22 |
10 |
26 |
58 |
69 |
157 |
250 |
250 |
|
23 |
10 |
26 |
61 |
69 |
157 |
250 |
250 |
|
24 |
12 |
26 |
63 |
69 |
157 |
250 |
250 |
|
25 |
12 |
26 |
66 |
69 |
157 |
250 |
250 |
|
26 |
12 |
26 |
68 |
72 |
157 |
250 |
250 |
|
27 |
13 |
26 |
71 |
74 |
157 |
250 |
250 |
|
28 |
13 |
26 |
73 |
76 |
157 |
250 |
250 |
|
29 |
13 |
26 |
76 |
78 |
157 |
250 |
250 |
|
30 |
14 |
27 |
78 |
79 |
157 |
250 |
250 |
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 |
78 |
92 |
99 |
121 |
243 |
338 |
3 070 |
|
2 |
74 |
88 |
94 |
117 |
238 |
347 |
2 307 |
|
3 |
76 |
91 |
99 |
125 |
235 |
362 |
1 748 |
|
4 |
73 |
89 |
100 |
126 |
230 |
362 |
1 355 |
|
5 |
72 |
89 |
101 |
125 |
228 |
354 |
1 077 |
|
6 |
71 |
89 |
101 |
126 |
226 |
340 |
874 |
|
7 |
71 |
90 |
101 |
126 |
223 |
325 |
725 |
|
8 |
69 |
89 |
101 |
128 |
222 |
315 |
610 |
|
9 |
69 |
89 |
101 |
129 |
221 |
314 |
521 |
|
10 |
65 |
86 |
99 |
128 |
217 |
310 |
449 |
|
11 |
63 |
83 |
96 |
126 |
214 |
307 |
390 |
|
12 |
61 |
82 |
95 |
124 |
213 |
306 |
341 |
|
13 |
60 |
81 |
94 |
124 |
212 |
305 |
305 |
|
14 |
60 |
81 |
94 |
123 |
211 |
304 |
304 |
|
15 |
59 |
80 |
93 |
123 |
211 |
304 |
304 |
|
16 |
59 |
80 |
93 |
122 |
210 |
303 |
303 |
|
17 |
58 |
79 |
92 |
121 |
210 |
303 |
303 |
|
18 |
57 |
78 |
91 |
121 |
209 |
302 |
302 |
|
19 |
57 |
77 |
90 |
120 |
208 |
301 |
301 |
|
20 |
56 |
77 |
90 |
119 |
208 |
301 |
301 |
|
21 |
55 |
76 |
89 |
119 |
207 |
300 |
300 |
|
22 |
54 |
75 |
88 |
118 |
206 |
299 |
299 |
|
23 |
53 |
74 |
87 |
117 |
205 |
298 |
298 |
|
24 |
52 |
73 |
86 |
116 |
204 |
297 |
297 |
|
25 |
51 |
72 |
85 |
115 |
203 |
296 |
296 |
|
26 |
50 |
71 |
84 |
114 |
202 |
295 |
295 |
|
27 |
49 |
70 |
83 |
113 |
201 |
294 |
294 |
|
28 |
48 |
69 |
82 |
112 |
200 |
293 |
293 |
|
29 |
47 |
68 |
81 |
110 |
199 |
292 |
292 |
|
30 |
46 |
67 |
81 |
109 |
198 |
291 |
291 |
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 |
48 |
169 |
303 |
3 035 |
|
2 |
6 |
20 |
27 |
49 |
171 |
340 |
2 257 |
|
3 |
7 |
22 |
30 |
55 |
166 |
353 |
1 703 |
|
4 |
7 |
23 |
34 |
60 |
164 |
352 |
1 317 |
|
5 |
9 |
25 |
37 |
62 |
164 |
343 |
1 045 |
|
6 |
10 |
28 |
40 |
65 |
164 |
330 |
848 |
|
7 |
11 |
30 |
41 |
67 |
164 |
314 |
702 |
|
8 |
11 |
31 |
42 |
69 |
164 |
298 |
591 |
|
9 |
11 |
31 |
43 |
72 |
163 |
281 |
504 |
|
10 |
11 |
32 |
44 |
73 |
163 |
264 |
434 |
|
11 |
11 |
31 |
44 |
74 |
162 |
255 |
378 |
|
12 |
10 |
31 |
44 |
74 |
162 |
255 |
331 |
|
13 |
10 |
31 |
44 |
73 |
162 |
254 |
292 |
|
14 |
10 |
30 |
43 |
73 |
161 |
254 |
259 |
|
15 |
9 |
30 |
43 |
73 |
161 |
254 |
254 |
|
16 |
9 |
30 |
43 |
72 |
161 |
253 |
253 |
|
17 |
9 |
30 |
46 |
72 |
161 |
253 |
253 |
|
18 |
9 |
30 |
49 |
72 |
161 |
253 |
253 |
|
19 |
9 |
30 |
51 |
72 |
161 |
253 |
253 |
|
20 |
9 |
30 |
53 |
73 |
161 |
254 |
254 |
|
21 |
10 |
31 |
56 |
73 |
161 |
254 |
254 |
|
22 |
10 |
31 |
58 |
73 |
162 |
254 |
254 |
|
23 |
11 |
31 |
61 |
73 |
162 |
255 |
255 |
|
24 |
12 |
31 |
64 |
73 |
162 |
255 |
255 |
|
25 |
12 |
31 |
66 |
73 |
162 |
255 |
255 |
|
26 |
12 |
31 |
69 |
73 |
162 |
255 |
255 |
|
27 |
13 |
31 |
71 |
74 |
162 |
255 |
255 |
|
28 |
13 |
31 |
73 |
76 |
162 |
255 |
255 |
|
29 |
14 |
31 |
77 |
79 |
162 |
255 |
255 |
|
30 |
14 |
31 |
79 |
81 |
162 |
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 |
46 |
60 |
66 |
89 |
210 |
305 |
3 057 |
|
2 |
50 |
64 |
70 |
93 |
214 |
342 |
2 273 |
|
3 |
54 |
68 |
77 |
102 |
213 |
355 |
1 717 |
|
4 |
56 |
72 |
82 |
108 |
213 |
355 |
1 330 |
|
5 |
58 |
74 |
86 |
111 |
214 |
347 |
1 056 |
|
6 |
59 |
77 |
89 |
114 |
213 |
334 |
858 |
|
7 |
60 |
79 |
90 |
116 |
213 |
318 |
711 |
|
8 |
59 |
79 |
90 |
117 |
212 |
304 |
598 |
|
9 |
58 |
78 |
90 |
119 |
210 |
303 |
510 |
|
10 |
57 |
77 |
90 |
119 |
209 |
301 |
440 |
|
11 |
55 |
76 |
89 |
118 |
207 |
300 |
383 |
|
12 |
54 |
75 |
88 |
117 |
205 |
298 |
335 |
|
13 |
52 |
73 |
86 |
116 |
204 |
297 |
297 |
|
14 |
51 |
72 |
85 |
114 |
203 |
295 |
295 |
|
15 |
50 |
71 |
84 |
113 |
201 |
294 |
294 |
|
16 |
49 |
69 |
82 |
112 |
200 |
293 |
293 |
|
17 |
48 |
69 |
82 |
111 |
199 |
292 |
292 |
|
18 |
47 |
68 |
81 |
110 |
199 |
291 |
291 |
|
19 |
46 |
67 |
80 |
110 |
198 |
291 |
291 |
|
20 |
46 |
66 |
79 |
109 |
197 |
290 |
290 |
|
21 |
45 |
66 |
79 |
108 |
197 |
289 |
289 |
|
22 |
44 |
65 |
78 |
108 |
196 |
289 |
289 |
|
23 |
43 |
64 |
77 |
107 |
195 |
288 |
288 |
|
24 |
42 |
63 |
76 |
106 |
194 |
287 |
287 |
|
25 |
42 |
63 |
76 |
105 |
193 |
286 |
286 |
|
26 |
41 |
62 |
75 |
104 |
192 |
285 |
285 |
|
27 |
40 |
61 |
74 |
103 |
192 |
284 |
284 |
|
28 |
39 |
60 |
75 |
102 |
191 |
284 |
284 |
|
29 |
38 |
59 |
77 |
102 |
190 |
283 |
283 |
|
30 |
37 |
58 |
79 |
101 |
189 |
282 |
282 |
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 |
43 |
165 |
303 |
3 033 |
|
2 |
0 |
14 |
20 |
43 |
165 |
339 |
2 253 |
|
3 |
1 |
14 |
23 |
48 |
159 |
352 |
1 699 |
|
4 |
1 |
15 |
26 |
52 |
156 |
351 |
1 313 |
|
5 |
2 |
17 |
29 |
54 |
156 |
342 |
1 041 |
|
6 |
2 |
20 |
32 |
57 |
156 |
328 |
845 |
|
7 |
4 |
23 |
34 |
59 |
156 |
313 |
699 |
|
8 |
4 |
23 |
35 |
62 |
156 |
296 |
588 |
|
9 |
4 |
24 |
36 |
65 |
156 |
280 |
502 |
|
10 |
4 |
25 |
38 |
67 |
156 |
263 |
432 |
|
11 |
5 |
25 |
38 |
68 |
156 |
249 |
376 |
|
12 |
6 |
25 |
38 |
68 |
156 |
249 |
329 |
|
13 |
6 |
25 |
38 |
68 |
156 |
249 |
290 |
|
14 |
6 |
25 |
38 |
68 |
156 |
249 |
257 |
|
15 |
6 |
25 |
40 |
68 |
156 |
249 |
249 |
|
16 |
8 |
25 |
43 |
68 |
156 |
249 |
249 |
|
17 |
8 |
25 |
46 |
68 |
156 |
249 |
249 |
|
18 |
8 |
25 |
48 |
68 |
156 |
249 |
249 |
|
19 |
9 |
25 |
50 |
68 |
156 |
249 |
249 |
|
20 |
9 |
25 |
53 |
68 |
156 |
249 |
249 |
|
21 |
9 |
25 |
55 |
68 |
156 |
249 |
249 |
|
22 |
10 |
25 |
58 |
68 |
156 |
249 |
249 |
|
23 |
10 |
26 |
61 |
68 |
156 |
249 |
249 |
|
24 |
12 |
26 |
63 |
68 |
156 |
249 |
249 |
|
25 |
12 |
26 |
66 |
69 |
156 |
249 |
249 |
|
26 |
12 |
26 |
68 |
71 |
156 |
249 |
249 |
|
27 |
13 |
26 |
71 |
74 |
156 |
249 |
249 |
|
28 |
13 |
26 |
73 |
76 |
156 |
249 |
249 |
|
29 |
13 |
26 |
76 |
77 |
156 |
249 |
249 |
|
30 |
14 |
27 |
78 |
79 |
156 |
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 |
183 |
309 |
3 098 |
|
2 |
0 |
11 |
22 |
45 |
183 |
346 |
2 303 |
|
3 |
1 |
11 |
24 |
50 |
178 |
359 |
1 736 |
|
4 |
1 |
13 |
26 |
56 |
174 |
357 |
1 340 |
|
5 |
2 |
16 |
29 |
59 |
173 |
348 |
1 062 |
|
6 |
2 |
18 |
33 |
60 |
172 |
334 |
861 |
|
7 |
3 |
21 |
36 |
60 |
171 |
318 |
712 |
|
8 |
4 |
23 |
37 |
60 |
170 |
301 |
598 |
|
9 |
7 |
31 |
42 |
58 |
169 |
284 |
510 |
|
10 |
9 |
34 |
41 |
57 |
168 |
267 |
439 |
|
11 |
8 |
33 |
41 |
56 |
167 |
260 |
381 |
|
12 |
7 |
32 |
41 |
56 |
166 |
259 |
334 |
|
13 |
6 |
31 |
41 |
56 |
166 |
258 |
294 |
|
14 |
6 |
31 |
41 |
56 |
165 |
258 |
260 |
|
15 |
6 |
31 |
41 |
56 |
164 |
257 |
257 |
|
16 |
8 |
31 |
43 |
56 |
163 |
255 |
255 |
|
17 |
8 |
31 |
46 |
56 |
162 |
254 |
254 |
|
18 |
8 |
31 |
48 |
56 |
161 |
254 |
254 |
|
19 |
9 |
31 |
51 |
57 |
161 |
254 |
254 |
|
20 |
9 |
31 |
53 |
59 |
161 |
254 |
254 |
|
21 |
9 |
31 |
56 |
62 |
162 |
254 |
254 |
|
22 |
10 |
31 |
58 |
64 |
161 |
254 |
254 |
|
23 |
11 |
31 |
61 |
66 |
161 |
254 |
254 |
|
24 |
12 |
31 |
63 |
68 |
161 |
253 |
253 |
|
25 |
12 |
31 |
66 |
70 |
160 |
253 |
253 |
|
26 |
12 |
31 |
68 |
72 |
160 |
252 |
252 |
|
27 |
13 |
31 |
71 |
74 |
159 |
252 |
252 |
|
28 |
13 |
31 |
73 |
76 |
159 |
252 |
252 |
|
29 |
13 |
31 |
75 |
77 |
158 |
251 |
251 |
|
30 |
14 |
31 |
78 |
80 |
158 |
251 |
251 |
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 |
82 |
95 |
102 |
125 |
246 |
341 |
3 221 |
|
2 |
79 |
93 |
100 |
122 |
244 |
360 |
2 402 |
|
3 |
77 |
91 |
100 |
125 |
236 |
374 |
1 814 |
|
4 |
74 |
90 |
101 |
127 |
231 |
373 |
1 402 |
|
5 |
72 |
89 |
101 |
126 |
228 |
363 |
1 111 |
|
6 |
72 |
90 |
101 |
127 |
226 |
349 |
901 |
|
7 |
71 |
90 |
101 |
126 |
223 |
332 |
746 |
|
8 |
68 |
88 |
99 |
126 |
221 |
315 |
627 |
|
9 |
66 |
86 |
99 |
127 |
218 |
311 |
535 |
|
10 |
65 |
85 |
98 |
127 |
217 |
309 |
461 |
|
11 |
63 |
84 |
97 |
126 |
215 |
308 |
400 |
|
12 |
62 |
82 |
95 |
125 |
213 |
306 |
351 |
|
13 |
60 |
81 |
94 |
123 |
212 |
304 |
309 |
|
14 |
58 |
79 |
92 |
122 |
210 |
303 |
303 |
|
15 |
57 |
78 |
91 |
120 |
209 |
302 |
302 |
|
16 |
56 |
77 |
90 |
119 |
207 |
300 |
300 |
|
17 |
55 |
76 |
89 |
118 |
206 |
299 |
299 |
|
18 |
54 |
75 |
88 |
117 |
205 |
298 |
298 |
|
19 |
53 |
74 |
87 |
116 |
204 |
297 |
297 |
|
20 |
52 |
73 |
86 |
115 |
204 |
297 |
297 |
|
21 |
51 |
72 |
85 |
114 |
203 |
296 |
296 |
|
22 |
50 |
71 |
84 |
113 |
202 |
295 |
295 |
|
23 |
49 |
70 |
83 |
112 |
201 |
294 |
294 |
|
24 |
48 |
69 |
82 |
111 |
200 |
293 |
293 |
|
25 |
47 |
68 |
81 |
110 |
199 |
292 |
292 |
|
26 |
46 |
67 |
80 |
109 |
198 |
291 |
291 |
|
27 |
45 |
66 |
79 |
108 |
197 |
290 |
290 |
|
28 |
44 |
65 |
78 |
107 |
196 |
289 |
289 |
|
29 |
43 |
64 |
80 |
106 |
195 |
288 |
288 |
|
30 |
42 |
63 |
82 |
105 |
194 |
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 |
55 |
69 |
75 |
98 |
219 |
314 |
3 112 |
|
2 |
54 |
67 |
74 |
97 |
218 |
348 |
2 316 |
|
3 |
52 |
67 |
75 |
100 |
211 |
362 |
1 749 |
|
4 |
51 |
66 |
77 |
103 |
207 |
362 |
1 356 |
|
5 |
49 |
66 |
78 |
103 |
205 |
353 |
1 077 |
|
6 |
49 |
67 |
79 |
104 |
203 |
340 |
875 |
|
7 |
49 |
68 |
79 |
105 |
202 |
324 |
725 |
|
8 |
47 |
67 |
79 |
106 |
200 |
307 |
610 |
|
9 |
46 |
67 |
79 |
107 |
199 |
291 |
520 |
|
10 |
45 |
66 |
79 |
108 |
197 |
290 |
447 |
|
11 |
44 |
65 |
78 |
108 |
196 |
289 |
389 |
|
12 |
44 |
64 |
77 |
107 |
195 |
288 |
340 |
|
13 |
43 |
64 |
77 |
106 |
195 |
287 |
300 |
|
14 |
42 |
63 |
76 |
106 |
194 |
287 |
287 |
|
15 |
41 |
62 |
75 |
105 |
193 |
286 |
286 |
|
16 |
40 |
61 |
74 |
104 |
192 |
285 |
285 |
|
17 |
40 |
61 |
74 |
103 |
192 |
284 |
284 |
|
18 |
39 |
60 |
73 |
103 |
191 |
284 |
284 |
|
19 |
39 |
59 |
72 |
102 |
190 |
283 |
283 |
|
20 |
38 |
59 |
72 |
102 |
190 |
283 |
283 |
|
21 |
38 |
59 |
72 |
102 |
190 |
283 |
283 |
|
22 |
38 |
59 |
72 |
101 |
189 |
282 |
282 |
|
23 |
37 |
58 |
71 |
101 |
189 |
282 |
282 |
|
24 |
37 |
57 |
70 |
100 |
188 |
281 |
281 |
|
25 |
36 |
57 |
70 |
99 |
188 |
280 |
280 |
|
26 |
35 |
56 |
70 |
99 |
187 |
280 |
280 |
|
27 |
35 |
55 |
72 |
98 |
186 |
279 |
279 |
|
28 |
34 |
55 |
75 |
97 |
186 |
278 |
278 |
|
29 |
33 |
54 |
78 |
97 |
185 |
278 |
278 |
|
30 |
33 |
53 |
80 |
96 |
184 |
277 |
277 |
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 |
69 |
190 |
310 |
3 112 |
|
2 |
26 |
40 |
47 |
69 |
191 |
348 |
2 316 |
|
3 |
25 |
40 |
48 |
73 |
184 |
361 |
1 747 |
|
4 |
24 |
40 |
50 |
76 |
181 |
360 |
1 350 |
|
5 |
24 |
41 |
53 |
77 |
180 |
351 |
1 070 |
|
6 |
25 |
43 |
54 |
80 |
179 |
337 |
868 |
|
7 |
25 |
45 |
55 |
81 |
178 |
321 |
718 |
|
8 |
25 |
44 |
56 |
83 |
177 |
303 |
603 |
|
9 |
24 |
45 |
57 |
85 |
177 |
286 |
514 |
|
10 |
24 |
45 |
58 |
86 |
176 |
269 |
443 |
|
11 |
23 |
44 |
57 |
87 |
175 |
268 |
385 |
|
12 |
23 |
43 |
56 |
86 |
174 |
267 |
337 |
|
13 |
22 |
43 |
56 |
85 |
174 |
266 |
297 |
|
14 |
21 |
42 |
55 |
84 |
173 |
266 |
266 |
|
15 |
20 |
41 |
54 |
84 |
172 |
265 |
265 |
|
16 |
19 |
40 |
53 |
83 |
171 |
264 |
264 |
|
17 |
19 |
40 |
53 |
82 |
171 |
264 |
264 |
|
18 |
19 |
39 |
52 |
82 |
170 |
263 |
263 |
|
19 |
18 |
39 |
52 |
82 |
170 |
263 |
263 |
|
20 |
18 |
39 |
54 |
82 |
170 |
263 |
263 |
|
21 |
18 |
39 |
57 |
82 |
170 |
263 |
263 |
|
22 |
18 |
39 |
59 |
82 |
170 |
263 |
263 |
|
23 |
18 |
39 |
62 |
82 |
170 |
263 |
263 |
|
24 |
18 |
39 |
65 |
81 |
170 |
263 |
263 |
|
25 |
18 |
39 |
67 |
81 |
169 |
262 |
262 |
|
26 |
17 |
38 |
70 |
81 |
169 |
262 |
262 |
|
27 |
17 |
38 |
72 |
81 |
169 |
262 |
262 |
|
28 |
17 |
38 |
75 |
80 |
169 |
262 |
262 |
|
29 |
17 |
38 |
77 |
80 |
168 |
261 |
261 |
|
30 |
16 |
37 |
79 |
81 |
168 |
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 |
145 |
301 |
3 015 |
|
2 |
0 |
1 |
6 |
25 |
146 |
337 |
2 239 |
|
3 |
1 |
2 |
9 |
30 |
141 |
350 |
1 689 |
|
4 |
1 |
3 |
11 |
34 |
138 |
349 |
1 305 |
|
5 |
2 |
4 |
15 |
36 |
138 |
340 |
1 035 |
|
6 |
2 |
4 |
17 |
39 |
138 |
326 |
840 |
|
7 |
3 |
6 |
19 |
41 |
138 |
311 |
695 |
|
8 |
4 |
6 |
22 |
44 |
138 |
295 |
585 |
|
9 |
4 |
8 |
25 |
47 |
138 |
278 |
498 |
|
10 |
4 |
9 |
28 |
49 |
138 |
262 |
430 |
|
11 |
4 |
10 |
30 |
51 |
139 |
246 |
373 |
|
12 |
6 |
10 |
32 |
49 |
138 |
231 |
327 |
|
13 |
6 |
12 |
35 |
51 |
139 |
232 |
288 |
|
14 |
6 |
12 |
38 |
50 |
139 |
232 |
256 |
|
15 |
6 |
14 |
40 |
49 |
137 |
230 |
230 |
|
16 |
8 |
14 |
43 |
50 |
136 |
229 |
229 |
|
17 |
8 |
15 |
46 |
52 |
136 |
229 |
229 |
|
18 |
8 |
16 |
47 |
54 |
136 |
229 |
229 |
|
19 |
9 |
17 |
50 |
56 |
137 |
230 |
230 |
|
20 |
9 |
18 |
53 |
59 |
137 |
230 |
230 |
|
21 |
9 |
19 |
55 |
60 |
138 |
231 |
231 |
|
22 |
10 |
20 |
58 |
62 |
138 |
231 |
231 |
|
23 |
10 |
20 |
60 |
65 |
138 |
231 |
231 |
|
24 |
11 |
22 |
62 |
67 |
138 |
231 |
231 |
|
25 |
12 |
22 |
65 |
69 |
138 |
231 |
231 |
|
26 |
12 |
24 |
67 |
71 |
138 |
231 |
231 |
|
27 |
13 |
24 |
69 |
72 |
138 |
230 |
230 |
|
28 |
13 |
25 |
72 |
74 |
139 |
230 |
230 |
|
29 |
13 |
26 |
75 |
77 |
140 |
230 |
230 |
|
30 |
14 |
27 |
78 |
79 |
141 |
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 |
56 |
63 |
85 |
207 |
313 |
3 147 |
|
2 |
42 |
56 |
63 |
85 |
207 |
351 |
2 337 |
|
3 |
41 |
56 |
64 |
90 |
201 |
364 |
1 761 |
|
4 |
40 |
56 |
67 |
93 |
197 |
362 |
1 359 |
|
5 |
40 |
57 |
69 |
93 |
196 |
352 |
1 077 |
|
6 |
41 |
59 |
70 |
96 |
195 |
339 |
874 |
|
7 |
41 |
60 |
71 |
97 |
194 |
322 |
723 |
|
8 |
40 |
60 |
71 |
98 |
193 |
305 |
608 |
|
9 |
39 |
60 |
72 |
100 |
192 |
288 |
518 |
|
10 |
39 |
60 |
73 |
101 |
191 |
284 |
446 |
|
11 |
38 |
59 |
72 |
101 |
190 |
283 |
387 |
|
12 |
37 |
58 |
71 |
101 |
189 |
282 |
339 |
|
13 |
37 |
58 |
71 |
100 |
188 |
281 |
299 |
|
14 |
36 |
57 |
70 |
99 |
188 |
280 |
280 |
|
15 |
35 |
56 |
69 |
99 |
187 |
280 |
280 |
|
16 |
34 |
55 |
68 |
98 |
186 |
279 |
279 |
|
17 |
34 |
55 |
68 |
97 |
186 |
278 |
278 |
|
18 |
33 |
54 |
67 |
97 |
185 |
278 |
278 |
|
19 |
33 |
54 |
67 |
96 |
185 |
277 |
277 |
|
20 |
33 |
54 |
67 |
96 |
184 |
277 |
277 |
|
21 |
32 |
53 |
66 |
96 |
184 |
277 |
277 |
|
22 |
32 |
53 |
66 |
95 |
184 |
277 |
277 |
|
23 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
24 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
25 |
30 |
51 |
67 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
70 |
93 |
182 |
274 |
274 |
|
27 |
29 |
50 |
72 |
93 |
181 |
274 |
274 |
|
28 |
29 |
49 |
74 |
92 |
180 |
273 |
273 |
|
29 |
28 |
49 |
77 |
91 |
180 |
272 |
272 |
|
30 |
27 |
48 |
79 |
91 |
179 |
272 |
272 |
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 |
11 |
24 |
31 |
54 |
175 |
311 |
3 125 |
|
2 |
15 |
28 |
35 |
58 |
179 |
349 |
2 325 |
|
3 |
17 |
32 |
41 |
66 |
177 |
362 |
1 754 |
|
4 |
20 |
35 |
46 |
72 |
177 |
361 |
1 355 |
|
5 |
22 |
39 |
51 |
75 |
178 |
352 |
1 074 |
|
6 |
21 |
39 |
51 |
76 |
176 |
338 |
871 |
|
7 |
27 |
46 |
57 |
82 |
179 |
322 |
721 |
|
8 |
25 |
45 |
57 |
84 |
178 |
305 |
606 |
|
9 |
27 |
47 |
59 |
87 |
179 |
287 |
516 |
|
10 |
28 |
49 |
62 |
91 |
180 |
273 |
445 |
|
11 |
30 |
51 |
64 |
93 |
181 |
274 |
386 |
|
12 |
30 |
51 |
64 |
94 |
182 |
275 |
338 |
|
13 |
31 |
52 |
65 |
94 |
183 |
275 |
298 |
|
14 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
15 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
16 |
31 |
52 |
65 |
94 |
183 |
275 |
275 |
|
17 |
31 |
52 |
65 |
94 |
183 |
275 |
275 |
|
18 |
30 |
51 |
64 |
93 |
182 |
275 |
275 |
|
19 |
30 |
51 |
64 |
93 |
181 |
274 |
274 |
|
20 |
30 |
51 |
64 |
93 |
181 |
274 |
274 |
|
21 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
22 |
29 |
50 |
63 |
93 |
181 |
274 |
274 |
|
23 |
29 |
50 |
63 |
92 |
181 |
274 |
274 |
|
24 |
29 |
49 |
65 |
92 |
180 |
273 |
273 |
|
25 |
28 |
49 |
67 |
92 |
180 |
273 |
273 |
|
26 |
28 |
49 |
70 |
91 |
179 |
272 |
272 |
|
27 |
27 |
48 |
72 |
91 |
179 |
272 |
272 |
|
28 |
27 |
48 |
75 |
90 |
178 |
271 |
271 |
|
29 |
26 |
47 |
77 |
89 |
178 |
271 |
271 |
|
30 |
26 |
46 |
80 |
89 |
177 |
270 |
270 |
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 |
10 |
23 |
30 |
53 |
174 |
314 |
3 163 |
|
2 |
11 |
25 |
31 |
54 |
175 |
353 |
2 353 |
|
3 |
11 |
26 |
35 |
60 |
171 |
366 |
1 773 |
|
4 |
12 |
27 |
38 |
64 |
169 |
364 |
1 368 |
|
5 |
13 |
30 |
42 |
66 |
169 |
354 |
1 083 |
|
6 |
14 |
32 |
44 |
69 |
169 |
340 |
878 |
|
7 |
16 |
35 |
46 |
71 |
169 |
324 |
726 |
|
8 |
16 |
36 |
47 |
74 |
169 |
306 |
610 |
|
9 |
16 |
37 |
49 |
77 |
169 |
289 |
519 |
|
10 |
17 |
38 |
51 |
79 |
169 |
271 |
447 |
|
11 |
17 |
38 |
51 |
80 |
169 |
262 |
388 |
|
12 |
17 |
38 |
51 |
81 |
169 |
262 |
340 |
|
13 |
17 |
38 |
51 |
81 |
169 |
262 |
299 |
|
14 |
18 |
38 |
51 |
81 |
169 |
262 |
265 |
|
15 |
18 |
39 |
52 |
81 |
169 |
262 |
262 |
|
16 |
17 |
38 |
51 |
81 |
169 |
262 |
262 |
|
17 |
17 |
38 |
51 |
81 |
169 |
262 |
262 |
|
18 |
17 |
38 |
51 |
81 |
169 |
262 |
262 |
|
19 |
17 |
38 |
51 |
81 |
169 |
262 |
262 |
|
20 |
18 |
38 |
54 |
81 |
169 |
262 |
262 |
|
21 |
18 |
38 |
57 |
81 |
169 |
262 |
262 |
|
22 |
17 |
38 |
59 |
81 |
169 |
262 |
262 |
|
23 |
17 |
38 |
62 |
80 |
169 |
262 |
262 |
|
24 |
17 |
38 |
65 |
80 |
168 |
261 |
261 |
|
25 |
16 |
37 |
67 |
80 |
168 |
261 |
261 |
|
26 |
16 |
37 |
70 |
79 |
168 |
260 |
260 |
|
27 |
15 |
36 |
72 |
79 |
167 |
260 |
260 |
|
28 |
15 |
36 |
74 |
78 |
167 |
260 |
260 |
|
29 |
15 |
36 |
77 |
79 |
167 |
259 |
259 |
|
30 |
14 |
35 |
79 |
81 |
166 |
259 |
259 |
3.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
45 |
59 |
65 |
88 |
210 |
318 |
3 205 |
|
2 |
48 |
62 |
68 |
91 |
212 |
358 |
2 390 |
|
3 |
50 |
65 |
74 |
99 |
210 |
372 |
1 804 |
|
4 |
51 |
67 |
78 |
104 |
208 |
371 |
1 394 |
|
5 |
53 |
70 |
82 |
106 |
209 |
361 |
1 105 |
|
6 |
55 |
73 |
84 |
110 |
209 |
347 |
896 |
|
7 |
56 |
75 |
86 |
112 |
209 |
330 |
741 |
|
8 |
56 |
75 |
87 |
114 |
208 |
313 |
623 |
|
9 |
56 |
76 |
88 |
116 |
208 |
301 |
531 |
|
10 |
56 |
77 |
90 |
118 |
208 |
301 |
457 |
|
11 |
56 |
77 |
90 |
119 |
207 |
300 |
397 |
|
12 |
55 |
76 |
89 |
118 |
207 |
300 |
348 |
|
13 |
54 |
75 |
88 |
117 |
206 |
299 |
306 |
|
14 |
53 |
74 |
87 |
117 |
205 |
298 |
298 |
|
15 |
52 |
73 |
86 |
116 |
204 |
297 |
297 |
|
16 |
51 |
72 |
85 |
115 |
203 |
296 |
296 |
|
17 |
51 |
72 |
85 |
114 |
202 |
295 |
295 |
|
18 |
50 |
71 |
84 |
113 |
202 |
294 |
294 |
|
19 |
49 |
70 |
83 |
113 |
201 |
294 |
294 |
|
20 |
49 |
69 |
82 |
112 |
200 |
293 |
293 |
|
21 |
48 |
69 |
82 |
111 |
200 |
292 |
292 |
|
22 |
47 |
68 |
81 |
110 |
199 |
292 |
292 |
|
23 |
46 |
67 |
80 |
109 |
198 |
291 |
291 |
|
24 |
45 |
66 |
79 |
109 |
197 |
290 |
290 |
|
25 |
44 |
65 |
78 |
108 |
196 |
289 |
289 |
|
26 |
43 |
64 |
77 |
107 |
195 |
288 |
288 |
|
27 |
42 |
63 |
76 |
106 |
194 |
287 |
287 |
|
28 |
42 |
62 |
76 |
105 |
193 |
286 |
286 |
|
29 |
41 |
62 |
79 |
104 |
192 |
285 |
285 |
|
30 |
40 |
61 |
82 |
103 |
191 |
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 |
76 |
90 |
97 |
119 |
241 |
336 |
3 266 |
|
2 |
80 |
94 |
101 |
124 |
245 |
366 |
2 446 |
|
3 |
80 |
95 |
104 |
129 |
240 |
381 |
1 850 |
|
4 |
79 |
95 |
106 |
132 |
236 |
380 |
1 432 |
|
5 |
82 |
99 |
111 |
135 |
238 |
371 |
1 137 |
|
6 |
84 |
102 |
114 |
139 |
239 |
357 |
923 |
|
7 |
86 |
105 |
116 |
142 |
239 |
341 |
765 |
|
8 |
87 |
107 |
118 |
145 |
240 |
332 |
643 |
|
9 |
88 |
108 |
120 |
149 |
240 |
333 |
548 |
|
10 |
88 |
109 |
122 |
151 |
240 |
333 |
472 |
|
11 |
88 |
109 |
122 |
151 |
240 |
332 |
411 |
|
12 |
87 |
108 |
121 |
150 |
239 |
332 |
360 |
|
13 |
86 |
107 |
120 |
149 |
237 |
330 |
330 |
|
14 |
84 |
105 |
118 |
148 |
236 |
329 |
329 |
|
15 |
83 |
104 |
117 |
146 |
234 |
327 |
327 |
|
16 |
81 |
102 |
115 |
145 |
233 |
326 |
326 |
|
17 |
80 |
101 |
114 |
143 |
232 |
324 |
324 |
|
18 |
79 |
99 |
112 |
142 |
230 |
323 |
323 |
|
19 |
77 |
98 |
111 |
141 |
229 |
322 |
322 |
|
20 |
76 |
97 |
110 |
139 |
228 |
320 |
320 |
|
21 |
74 |
95 |
108 |
138 |
226 |
319 |
319 |
|
22 |
73 |
94 |
107 |
136 |
225 |
318 |
318 |
|
23 |
71 |
92 |
105 |
135 |
223 |
316 |
316 |
|
24 |
70 |
91 |
104 |
133 |
222 |
314 |
314 |
|
25 |
68 |
89 |
102 |
132 |
220 |
313 |
313 |
|
26 |
67 |
88 |
101 |
130 |
218 |
311 |
311 |
|
27 |
65 |
86 |
99 |
128 |
217 |
310 |
310 |
|
28 |
64 |
84 |
97 |
127 |
215 |
308 |
308 |
|
29 |
62 |
83 |
96 |
125 |
214 |
307 |
307 |
|
30 |
61 |
81 |
94 |
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 |
3 |
17 |
23 |
46 |
167 |
315 |
3 172 |
|
2 |
6 |
20 |
27 |
49 |
171 |
354 |
2 360 |
|
3 |
8 |
23 |
31 |
57 |
167 |
367 |
1 779 |
|
4 |
10 |
26 |
36 |
62 |
167 |
365 |
1 373 |
|
5 |
12 |
29 |
41 |
65 |
168 |
356 |
1 087 |
|
6 |
14 |
32 |
44 |
69 |
168 |
341 |
881 |
|
7 |
16 |
35 |
46 |
72 |
169 |
325 |
728 |
|
8 |
16 |
36 |
47 |
74 |
169 |
307 |
612 |
|
9 |
17 |
37 |
49 |
77 |
169 |
290 |
521 |
|
10 |
17 |
38 |
51 |
80 |
169 |
272 |
448 |
|
11 |
17 |
38 |
51 |
80 |
169 |
262 |
390 |
|
12 |
17 |
38 |
51 |
80 |
169 |
261 |
341 |
|
13 |
16 |
37 |
50 |
80 |
168 |
261 |
300 |
|
14 |
16 |
36 |
49 |
79 |
167 |
260 |
266 |
|
15 |
15 |
36 |
49 |
78 |
167 |
259 |
259 |
|
16 |
14 |
35 |
48 |
77 |
166 |
259 |
259 |
|
17 |
14 |
34 |
47 |
77 |
165 |
258 |
258 |
|
18 |
13 |
34 |
50 |
77 |
165 |
258 |
258 |
|
19 |
13 |
34 |
52 |
76 |
165 |
258 |
258 |
|
20 |
13 |
34 |
54 |
76 |
165 |
258 |
258 |
|
21 |
13 |
34 |
57 |
77 |
165 |
258 |
258 |
|
22 |
13 |
34 |
60 |
77 |
165 |
258 |
258 |
|
23 |
13 |
34 |
62 |
77 |
165 |
258 |
258 |
|
24 |
13 |
34 |
65 |
76 |
165 |
258 |
258 |
|
25 |
13 |
34 |
67 |
76 |
165 |
258 |
258 |
|
26 |
13 |
34 |
70 |
76 |
165 |
257 |
257 |
|
27 |
13 |
34 |
72 |
76 |
164 |
257 |
257 |
|
28 |
13 |
33 |
75 |
78 |
164 |
257 |
257 |
|
29 |
14 |
33 |
77 |
79 |
164 |
257 |
257 |
|
30 |
14 |
33 |
80 |
82 |
164 |
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 |
89 |
102 |
109 |
132 |
253 |
348 |
3 443 |
|
2 |
89 |
103 |
109 |
132 |
253 |
381 |
2 563 |
|
3 |
88 |
103 |
111 |
137 |
248 |
396 |
1 933 |
|
4 |
88 |
104 |
114 |
140 |
245 |
394 |
1 492 |
|
5 |
88 |
105 |
117 |
142 |
244 |
384 |
1 181 |
|
6 |
89 |
107 |
119 |
144 |
243 |
368 |
957 |
|
7 |
90 |
109 |
120 |
146 |
243 |
351 |
790 |
|
8 |
90 |
110 |
121 |
148 |
243 |
335 |
664 |
|
9 |
89 |
110 |
122 |
150 |
242 |
334 |
565 |
|
10 |
88 |
109 |
122 |
151 |
240 |
333 |
486 |
|
11 |
86 |
107 |
120 |
150 |
238 |
331 |
422 |
|
12 |
85 |
105 |
118 |
148 |
236 |
329 |
369 |
|
13 |
83 |
104 |
117 |
146 |
234 |
327 |
327 |
|
14 |
81 |
102 |
115 |
144 |
232 |
325 |
325 |
|
15 |
79 |
100 |
113 |
142 |
231 |
323 |
323 |
|
16 |
77 |
98 |
111 |
140 |
229 |
321 |
321 |
|
17 |
75 |
96 |
109 |
139 |
227 |
320 |
320 |
|
18 |
74 |
94 |
107 |
137 |
225 |
318 |
318 |
|
19 |
72 |
93 |
106 |
136 |
224 |
317 |
317 |
|
20 |
71 |
92 |
105 |
135 |
223 |
316 |
316 |
|
21 |
70 |
91 |
104 |
133 |
222 |
315 |
315 |
|
22 |
69 |
90 |
103 |
132 |
221 |
314 |
314 |
|
23 |
68 |
89 |
102 |
131 |
220 |
312 |
312 |
|
24 |
67 |
88 |
101 |
130 |
218 |
311 |
311 |
|
25 |
66 |
86 |
99 |
129 |
217 |
310 |
310 |
|
26 |
64 |
85 |
98 |
128 |
216 |
309 |
309 |
|
27 |
63 |
84 |
97 |
127 |
215 |
308 |
308 |
|
28 |
62 |
83 |
96 |
126 |
214 |
307 |
307 |
|
29 |
61 |
82 |
95 |
124 |
213 |
306 |
306 |
|
30 |
60 |
81 |
94 |
123 |
212 |
305 |
305 |
3.20
Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
338 |
352 |
359 |
381 |
503 |
598 |
3 470 |
|
2 |
75 |
88 |
95 |
118 |
239 |
383 |
2 574 |
|
3 |
77 |
91 |
100 |
125 |
236 |
396 |
1 936 |
|
4 |
79 |
95 |
105 |
131 |
236 |
394 |
1 493 |
|
5 |
81 |
98 |
110 |
134 |
237 |
383 |
1 182 |
|
6 |
83 |
101 |
113 |
138 |
238 |
368 |
958 |
|
7 |
85 |
104 |
115 |
141 |
238 |
351 |
791 |
|
8 |
86 |
106 |
117 |
144 |
239 |
332 |
665 |
|
9 |
87 |
107 |
119 |
147 |
239 |
332 |
566 |
|
10 |
87 |
107 |
120 |
149 |
239 |
332 |
488 |
|
11 |
87 |
108 |
121 |
150 |
239 |
331 |
424 |
|
12 |
87 |
108 |
121 |
150 |
239 |
331 |
371 |
|
13 |
87 |
108 |
121 |
151 |
239 |
332 |
332 |
|
14 |
88 |
109 |
122 |
151 |
239 |
332 |
332 |
|
15 |
88 |
109 |
122 |
152 |
240 |
333 |
333 |
|
16 |
89 |
110 |
123 |
153 |
241 |
334 |
334 |
|
17 |
90 |
111 |
124 |
154 |
242 |
335 |
335 |
|
18 |
92 |
112 |
125 |
155 |
243 |
336 |
336 |
|
19 |
92 |
113 |
126 |
156 |
244 |
337 |
337 |
|
20 |
93 |
114 |
127 |
156 |
245 |
338 |
338 |
|
21 |
93 |
114 |
127 |
157 |
245 |
338 |
338 |
|
22 |
93 |
114 |
127 |
156 |
245 |
338 |
338 |
|
23 |
92 |
113 |
126 |
156 |
244 |
337 |
337 |
|
24 |
92 |
113 |
126 |
155 |
243 |
336 |
336 |
|
25 |
91 |
112 |
125 |
154 |
242 |
335 |
335 |
|
26 |
90 |
110 |
123 |
153 |
241 |
334 |
334 |
|
27 |
88 |
109 |
122 |
152 |
240 |
333 |
333 |
|
28 |
87 |
108 |
121 |
150 |
239 |
332 |
332 |
|
29 |
86 |
107 |
120 |
149 |
237 |
330 |
330 |
|
30 |
84 |
105 |
118 |
148 |
236 |
329 |
329 |
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 |
11 |
34 |
155 |
306 |
3 072 |
|
2 |
0 |
5 |
11 |
34 |
155 |
343 |
2 281 |
|
3 |
1 |
5 |
13 |
38 |
149 |
355 |
1 718 |
|
4 |
1 |
5 |
15 |
41 |
146 |
354 |
1 326 |
|
5 |
2 |
6 |
18 |
42 |
145 |
344 |
1 050 |
|
6 |
2 |
8 |
20 |
45 |
144 |
330 |
851 |
|
7 |
3 |
10 |
21 |
46 |
144 |
314 |
704 |
|
8 |
4 |
10 |
22 |
48 |
143 |
297 |
591 |
|
9 |
4 |
10 |
25 |
50 |
142 |
280 |
504 |
|
10 |
4 |
10 |
28 |
52 |
141 |
264 |
434 |
|
11 |
5 |
10 |
31 |
53 |
141 |
247 |
377 |
|
12 |
6 |
10 |
33 |
53 |
141 |
234 |
330 |
|
13 |
6 |
12 |
35 |
53 |
141 |
234 |
291 |
|
14 |
6 |
12 |
38 |
53 |
141 |
234 |
258 |
|
15 |
6 |
14 |
40 |
53 |
142 |
234 |
234 |
|
16 |
8 |
14 |
43 |
53 |
142 |
234 |
234 |
|
17 |
8 |
15 |
46 |
54 |
142 |
235 |
235 |
|
18 |
8 |
16 |
48 |
54 |
142 |
235 |
235 |
|
19 |
9 |
17 |
50 |
57 |
143 |
236 |
236 |
|
20 |
9 |
19 |
53 |
59 |
144 |
237 |
237 |
|
21 |
9 |
19 |
56 |
62 |
145 |
238 |
238 |
|
22 |
10 |
20 |
58 |
64 |
145 |
238 |
238 |
|
23 |
10 |
21 |
61 |
65 |
146 |
239 |
239 |
|
24 |
12 |
22 |
63 |
67 |
147 |
239 |
239 |
|
25 |
12 |
22 |
66 |
70 |
147 |
240 |
240 |
|
26 |
12 |
24 |
68 |
72 |
147 |
240 |
240 |
|
27 |
13 |
25 |
71 |
74 |
148 |
241 |
241 |
|
28 |
13 |
26 |
73 |
76 |
148 |
241 |
241 |
|
29 |
14 |
27 |
76 |
78 |
148 |
241 |
241 |
|
30 |
14 |
27 |
79 |
80 |
149 |
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 |
62 |
69 |
91 |
213 |
313 |
3 146 |
|
2 |
49 |
63 |
70 |
92 |
214 |
351 |
2 337 |
|
3 |
49 |
63 |
72 |
97 |
208 |
363 |
1 761 |
|
4 |
48 |
63 |
74 |
100 |
205 |
362 |
1 360 |
|
5 |
48 |
65 |
77 |
101 |
204 |
353 |
1 078 |
|
6 |
49 |
67 |
78 |
104 |
203 |
339 |
874 |
|
7 |
49 |
68 |
79 |
104 |
202 |
323 |
724 |
|
8 |
48 |
68 |
80 |
107 |
201 |
306 |
609 |
|
9 |
48 |
68 |
80 |
109 |
200 |
293 |
519 |
|
10 |
47 |
68 |
81 |
109 |
199 |
292 |
447 |
|
11 |
46 |
67 |
79 |
109 |
197 |
290 |
388 |
|
12 |
44 |
65 |
78 |
107 |
196 |
289 |
340 |
|
13 |
42 |
63 |
76 |
106 |
194 |
287 |
300 |
|
14 |
41 |
62 |
75 |
104 |
193 |
285 |
285 |
|
15 |
40 |
60 |
73 |
103 |
191 |
284 |
284 |
|
16 |
38 |
59 |
72 |
101 |
190 |
282 |
282 |
|
17 |
37 |
58 |
71 |
100 |
188 |
281 |
281 |
|
18 |
36 |
56 |
69 |
99 |
187 |
280 |
280 |
|
19 |
35 |
55 |
68 |
98 |
186 |
279 |
279 |
|
20 |
34 |
55 |
68 |
97 |
186 |
279 |
279 |
|
21 |
33 |
54 |
67 |
97 |
185 |
278 |
278 |
|
22 |
33 |
54 |
67 |
96 |
185 |
277 |
277 |
|
23 |
32 |
53 |
66 |
95 |
184 |
277 |
277 |
|
24 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
25 |
31 |
52 |
67 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
70 |
93 |
182 |
275 |
275 |
|
27 |
29 |
50 |
72 |
93 |
181 |
274 |
274 |
|
28 |
29 |
50 |
75 |
92 |
180 |
273 |
273 |
|
29 |
28 |
49 |
77 |
91 |
180 |
273 |
273 |
|
30 |
27 |
48 |
80 |
91 |
179 |
272 |
272 |
3.23
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
110 |
124 |
131 |
153 |
275 |
370 |
3 419 |
|
2 |
111 |
125 |
132 |
154 |
276 |
380 |
2 549 |
|
3 |
112 |
127 |
135 |
160 |
271 |
394 |
1 924 |
|
4 |
113 |
128 |
139 |
165 |
269 |
393 |
1 486 |
|
5 |
114 |
131 |
143 |
167 |
270 |
383 |
1 178 |
|
6 |
115 |
133 |
145 |
170 |
269 |
368 |
956 |
|
7 |
116 |
135 |
146 |
171 |
269 |
361 |
791 |
|
8 |
115 |
135 |
146 |
173 |
268 |
361 |
665 |
|
9 |
114 |
135 |
147 |
175 |
267 |
360 |
566 |
|
10 |
114 |
135 |
147 |
176 |
266 |
359 |
488 |
|
11 |
112 |
133 |
146 |
176 |
264 |
357 |
424 |
|
12 |
111 |
132 |
145 |
174 |
262 |
355 |
371 |
|
13 |
109 |
129 |
142 |
172 |
260 |
353 |
353 |
|
14 |
106 |
127 |
140 |
170 |
258 |
351 |
351 |
|
15 |
104 |
125 |
138 |
167 |
256 |
349 |
349 |
|
16 |
101 |
122 |
135 |
165 |
253 |
346 |
346 |
|
17 |
99 |
120 |
133 |
163 |
251 |
344 |
344 |
|
18 |
97 |
118 |
131 |
160 |
249 |
342 |
342 |
|
19 |
95 |
116 |
129 |
158 |
247 |
340 |
340 |
|
20 |
93 |
114 |
127 |
157 |
245 |
338 |
338 |
|
21 |
92 |
112 |
125 |
155 |
243 |
336 |
336 |
|
22 |
90 |
111 |
124 |
153 |
241 |
334 |
334 |
|
23 |
88 |
109 |
122 |
151 |
240 |
332 |
332 |
|
24 |
86 |
107 |
120 |
149 |
238 |
331 |
331 |
|
25 |
84 |
105 |
118 |
148 |
236 |
329 |
329 |
|
26 |
83 |
103 |
116 |
146 |
234 |
327 |
327 |
|
27 |
81 |
102 |
115 |
144 |
233 |
325 |
325 |
|
28 |
79 |
100 |
113 |
143 |
231 |
324 |
324 |
|
29 |
78 |
98 |
111 |
141 |
229 |
322 |
322 |
|
30 |
76 |
97 |
110 |
139 |
228 |
321 |
321 |
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 |
168 |
182 |
188 |
211 |
332 |
427 |
3 441 |
|
2 |
177 |
191 |
197 |
220 |
342 |
436 |
2 599 |
|
3 |
181 |
195 |
204 |
229 |
340 |
435 |
1 977 |
|
4 |
182 |
197 |
208 |
234 |
339 |
432 |
1 537 |
|
5 |
182 |
199 |
211 |
236 |
338 |
431 |
1 221 |
|
6 |
182 |
200 |
212 |
237 |
337 |
430 |
992 |
|
7 |
183 |
202 |
213 |
238 |
335 |
428 |
821 |
|
8 |
181 |
201 |
212 |
239 |
334 |
426 |
690 |
|
9 |
180 |
200 |
212 |
241 |
332 |
425 |
588 |
|
10 |
179 |
200 |
212 |
241 |
331 |
424 |
506 |
|
11 |
177 |
198 |
211 |
240 |
329 |
422 |
440 |
|
12 |
174 |
195 |
208 |
238 |
326 |
419 |
419 |
|
13 |
172 |
192 |
205 |
235 |
323 |
416 |
416 |
|
14 |
168 |
189 |
202 |
232 |
320 |
413 |
413 |
|
15 |
165 |
186 |
199 |
229 |
317 |
410 |
410 |
|
16 |
162 |
183 |
196 |
225 |
314 |
407 |
407 |
|
17 |
159 |
180 |
193 |
222 |
310 |
403 |
403 |
|
18 |
156 |
176 |
189 |
219 |
307 |
400 |
400 |
|
19 |
152 |
173 |
186 |
216 |
304 |
397 |
397 |
|
20 |
149 |
170 |
183 |
213 |
301 |
394 |
394 |
|
21 |
146 |
167 |
180 |
210 |
298 |
391 |
391 |
|
22 |
143 |
164 |
177 |
207 |
295 |
388 |
388 |
|
23 |
140 |
161 |
174 |
203 |
292 |
385 |
385 |
|
24 |
137 |
158 |
171 |
200 |
289 |
381 |
381 |
|
25 |
134 |
155 |
168 |
197 |
285 |
378 |
378 |
|
26 |
131 |
152 |
165 |
194 |
282 |
375 |
375 |
|
27 |
128 |
149 |
162 |
191 |
279 |
372 |
372 |
|
28 |
125 |
146 |
159 |
188 |
277 |
369 |
369 |
|
29 |
122 |
143 |
156 |
185 |
274 |
367 |
367 |
|
30 |
119 |
140 |
153 |
183 |
271 |
364 |
364 |
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 |
24 |
37 |
44 |
67 |
188 |
317 |
3 191 |
|
2 |
24 |
38 |
45 |
68 |
189 |
355 |
2 371 |
|
3 |
24 |
39 |
47 |
73 |
183 |
369 |
1 788 |
|
4 |
24 |
39 |
50 |
76 |
181 |
367 |
1 381 |
|
5 |
24 |
41 |
53 |
77 |
180 |
358 |
1 094 |
|
6 |
25 |
43 |
55 |
80 |
179 |
343 |
887 |
|
7 |
26 |
45 |
56 |
81 |
178 |
327 |
733 |
|
8 |
24 |
44 |
56 |
83 |
177 |
309 |
616 |
|
9 |
24 |
44 |
56 |
85 |
176 |
292 |
525 |
|
10 |
24 |
44 |
57 |
86 |
175 |
274 |
452 |
|
11 |
23 |
44 |
57 |
86 |
175 |
268 |
392 |
|
12 |
22 |
43 |
56 |
86 |
174 |
267 |
343 |
|
13 |
22 |
43 |
56 |
85 |
173 |
266 |
303 |
|
14 |
21 |
42 |
55 |
85 |
173 |
266 |
268 |
|
15 |
21 |
42 |
55 |
84 |
173 |
265 |
265 |
|
16 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
17 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
18 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
19 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
20 |
21 |
42 |
55 |
84 |
173 |
265 |
265 |
|
21 |
21 |
42 |
57 |
84 |
173 |
265 |
265 |
|
22 |
21 |
42 |
60 |
84 |
173 |
265 |
265 |
|
23 |
21 |
42 |
62 |
84 |
172 |
265 |
265 |
|
24 |
21 |
41 |
65 |
84 |
172 |
265 |
265 |
|
25 |
20 |
41 |
67 |
84 |
172 |
265 |
265 |
|
26 |
20 |
41 |
70 |
83 |
172 |
265 |
265 |
|
27 |
20 |
41 |
72 |
83 |
172 |
264 |
264 |
|
28 |
20 |
40 |
76 |
83 |
171 |
264 |
264 |
|
29 |
19 |
40 |
78 |
83 |
171 |
264 |
264 |
|
30 |
19 |
40 |
81 |
82 |
171 |
263 |
263 |
3.26
Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
20 |
34 |
40 |
63 |
184 |
321 |
3 232 |
|
2 |
22 |
35 |
42 |
65 |
186 |
359 |
2 400 |
|
3 |
23 |
37 |
46 |
71 |
182 |
372 |
1 807 |
|
4 |
24 |
40 |
50 |
76 |
181 |
370 |
1 395 |
|
5 |
26 |
42 |
54 |
79 |
182 |
360 |
1 104 |
|
6 |
27 |
45 |
57 |
82 |
182 |
346 |
895 |
|
7 |
29 |
49 |
60 |
85 |
182 |
329 |
740 |
|
8 |
30 |
49 |
61 |
88 |
182 |
312 |
622 |
|
9 |
30 |
50 |
62 |
91 |
182 |
294 |
530 |
|
10 |
31 |
52 |
65 |
93 |
183 |
277 |
456 |
|
11 |
31 |
52 |
65 |
95 |
183 |
276 |
396 |
|
12 |
32 |
52 |
65 |
95 |
183 |
276 |
347 |
|
13 |
31 |
52 |
65 |
95 |
183 |
276 |
306 |
|
14 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
15 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
16 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
17 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
18 |
31 |
51 |
64 |
94 |
182 |
275 |
275 |
|
19 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
20 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
21 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
22 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
23 |
31 |
52 |
65 |
94 |
183 |
275 |
275 |
|
24 |
31 |
51 |
66 |
94 |
182 |
275 |
275 |
|
25 |
30 |
51 |
69 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
71 |
93 |
182 |
274 |
274 |
|
27 |
29 |
50 |
74 |
93 |
181 |
274 |
274 |
|
28 |
29 |
50 |
76 |
92 |
181 |
273 |
273 |
|
29 |
28 |
49 |
79 |
92 |
180 |
273 |
273 |
|
30 |
28 |
49 |
82 |
91 |
180 |
272 |
272 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
120 |
134 |
140 |
163 |
284 |
379 |
3 499 |
|
2 |
119 |
132 |
139 |
162 |
283 |
388 |
2 613 |
|
3 |
117 |
132 |
140 |
165 |
276 |
402 |
1 967 |
|
4 |
116 |
132 |
142 |
168 |
273 |
400 |
1 516 |
|
5 |
116 |
133 |
145 |
169 |
272 |
389 |
1 199 |
|
6 |
116 |
134 |
146 |
171 |
270 |
373 |
971 |
|
7 |
117 |
136 |
147 |
172 |
269 |
362 |
802 |
|
8 |
116 |
135 |
147 |
174 |
268 |
361 |
673 |
|
9 |
115 |
135 |
147 |
176 |
267 |
360 |
572 |
|
10 |
115 |
135 |
148 |
177 |
267 |
359 |
492 |
|
11 |
114 |
135 |
148 |
177 |
266 |
359 |
427 |
|
12 |
113 |
134 |
147 |
176 |
264 |
357 |
373 |
|
13 |
112 |
132 |
145 |
175 |
263 |
356 |
356 |
|
14 |
110 |
131 |
144 |
174 |
262 |
355 |
355 |
|
15 |
108 |
129 |
142 |
171 |
260 |
353 |
353 |
|
16 |
106 |
127 |
140 |
169 |
258 |
350 |
350 |
|
17 |
103 |
124 |
137 |
166 |
255 |
348 |
348 |
|
18 |
101 |
122 |
135 |
164 |
253 |
345 |
345 |
|
19 |
99 |
120 |
133 |
162 |
250 |
343 |
343 |
|
20 |
97 |
117 |
130 |
160 |
248 |
341 |
341 |
|
21 |
94 |
115 |
128 |
158 |
246 |
339 |
339 |
|
22 |
92 |
113 |
126 |
155 |
244 |
337 |
337 |
|
23 |
90 |
111 |
124 |
153 |
242 |
334 |
334 |
|
24 |
88 |
109 |
122 |
151 |
239 |
332 |
332 |
|
25 |
85 |
106 |
119 |
149 |
237 |
330 |
330 |
|
26 |
83 |
104 |
117 |
147 |
235 |
328 |
328 |
|
27 |
81 |
102 |
115 |
145 |
233 |
326 |
326 |
|
28 |
79 |
100 |
113 |
143 |
231 |
324 |
324 |
|
29 |
77 |
98 |
111 |
141 |
229 |
322 |
322 |
|
30 |
75 |
96 |
109 |
139 |
227 |
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 |
4 |
11 |
34 |
155 |
313 |
3 143 |
|
2 |
0 |
6 |
13 |
36 |
157 |
351 |
2 338 |
|
3 |
1 |
8 |
17 |
42 |
153 |
364 |
1 762 |
|
4 |
1 |
10 |
21 |
47 |
151 |
362 |
1 360 |
|
5 |
2 |
13 |
25 |
50 |
152 |
353 |
1 077 |
|
6 |
2 |
16 |
28 |
53 |
153 |
339 |
874 |
|
7 |
3 |
19 |
30 |
56 |
153 |
322 |
723 |
|
8 |
4 |
20 |
32 |
59 |
153 |
305 |
607 |
|
9 |
4 |
21 |
33 |
62 |
153 |
288 |
517 |
|
10 |
4 |
22 |
35 |
64 |
153 |
271 |
445 |
|
11 |
5 |
22 |
35 |
64 |
153 |
254 |
387 |
|
12 |
6 |
22 |
35 |
64 |
152 |
245 |
339 |
|
13 |
6 |
21 |
37 |
64 |
152 |
245 |
299 |
|
14 |
6 |
21 |
39 |
64 |
152 |
245 |
265 |
|
15 |
8 |
21 |
41 |
64 |
152 |
245 |
245 |
|
16 |
8 |
21 |
44 |
63 |
151 |
244 |
244 |
|
17 |
8 |
21 |
47 |
63 |
152 |
244 |
244 |
|
18 |
8 |
21 |
49 |
63 |
152 |
244 |
244 |
|
19 |
9 |
21 |
51 |
63 |
152 |
245 |
245 |
|
20 |
9 |
21 |
54 |
64 |
152 |
245 |
245 |
|
21 |
10 |
22 |
57 |
64 |
153 |
246 |
246 |
|
22 |
10 |
22 |
60 |
65 |
153 |
246 |
246 |
|
23 |
11 |
23 |
62 |
67 |
154 |
246 |
246 |
|
24 |
12 |
23 |
65 |
69 |
154 |
247 |
247 |
|
25 |
12 |
24 |
67 |
71 |
154 |
247 |
247 |
|
26 |
12 |
24 |
70 |
73 |
154 |
247 |
247 |
|
27 |
13 |
25 |
72 |
75 |
154 |
247 |
247 |
|
28 |
13 |
26 |
75 |
77 |
154 |
247 |
247 |
|
29 |
14 |
27 |
77 |
79 |
155 |
247 |
247 |
|
30 |
14 |
28 |
80 |
81 |
155 |
247 |
247 |
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 |
30 |
44 |
51 |
73 |
195 |
313 |
3 142 |
|
2 |
31 |
44 |
51 |
74 |
195 |
350 |
2 334 |
|
3 |
29 |
44 |
52 |
78 |
189 |
363 |
1 758 |
|
4 |
28 |
44 |
54 |
80 |
185 |
361 |
1 356 |
|
5 |
28 |
45 |
57 |
81 |
184 |
351 |
1 074 |
|
6 |
31 |
49 |
60 |
86 |
185 |
337 |
870 |
|
7 |
29 |
48 |
59 |
84 |
181 |
321 |
719 |
|
8 |
33 |
52 |
64 |
91 |
185 |
303 |
604 |
|
9 |
32 |
52 |
64 |
93 |
184 |
286 |
514 |
|
10 |
26 |
47 |
60 |
89 |
178 |
271 |
443 |
|
11 |
22 |
43 |
56 |
85 |
174 |
266 |
385 |
|
12 |
18 |
39 |
52 |
82 |
170 |
263 |
337 |
|
13 |
16 |
37 |
50 |
79 |
168 |
260 |
297 |
|
14 |
14 |
35 |
48 |
77 |
166 |
258 |
263 |
|
15 |
12 |
33 |
46 |
76 |
164 |
257 |
257 |
|
16 |
11 |
32 |
45 |
74 |
162 |
255 |
255 |
|
17 |
10 |
31 |
46 |
73 |
162 |
254 |
254 |
|
18 |
9 |
30 |
49 |
73 |
161 |
254 |
254 |
|
19 |
9 |
30 |
51 |
72 |
161 |
253 |
253 |
|
20 |
9 |
30 |
54 |
72 |
161 |
253 |
253 |
|
21 |
9 |
30 |
57 |
72 |
161 |
254 |
254 |
|
22 |
10 |
30 |
58 |
72 |
161 |
254 |
254 |
|
23 |
11 |
30 |
61 |
72 |
161 |
253 |
253 |
|
24 |
12 |
30 |
63 |
72 |
161 |
253 |
253 |
|
25 |
12 |
30 |
66 |
72 |
160 |
253 |
253 |
|
26 |
12 |
29 |
68 |
72 |
160 |
253 |
253 |
|
27 |
13 |
29 |
71 |
74 |
160 |
253 |
253 |
|
28 |
13 |
29 |
74 |
76 |
160 |
253 |
253 |
|
29 |
14 |
29 |
77 |
79 |
160 |
253 |
253 |
|
30 |
14 |
29 |
79 |
81 |
160 |
253 |
253 |
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 |
187 |
201 |
207 |
230 |
351 |
452 |
4 713 |
|
2 |
184 |
198 |
204 |
227 |
348 |
497 |
3 456 |
|
3 |
179 |
194 |
202 |
228 |
339 |
508 |
2 574 |
|
4 |
175 |
191 |
201 |
227 |
332 |
496 |
1 944 |
|
5 |
171 |
188 |
200 |
224 |
327 |
470 |
1 497 |
|
6 |
168 |
186 |
198 |
223 |
322 |
446 |
1 197 |
|
7 |
165 |
184 |
195 |
221 |
318 |
421 |
981 |
|
8 |
161 |
181 |
192 |
219 |
314 |
406 |
813 |
|
9 |
157 |
177 |
190 |
218 |
309 |
402 |
681 |
|
10 |
153 |
174 |
187 |
216 |
305 |
398 |
577 |
|
11 |
149 |
170 |
183 |
213 |
301 |
394 |
494 |
|
12 |
145 |
166 |
179 |
209 |
297 |
390 |
427 |
|
13 |
141 |
162 |
175 |
205 |
293 |
386 |
386 |
|
14 |
138 |
159 |
172 |
201 |
289 |
382 |
382 |
|
15 |
134 |
155 |
168 |
198 |
286 |
379 |
379 |
|
16 |
131 |
152 |
165 |
194 |
283 |
375 |
375 |
|
17 |
128 |
149 |
162 |
191 |
279 |
372 |
372 |
|
18 |
125 |
146 |
159 |
188 |
276 |
369 |
369 |
|
19 |
122 |
143 |
156 |
185 |
274 |
367 |
367 |
|
20 |
119 |
140 |
153 |
183 |
271 |
364 |
364 |
|
21 |
117 |
138 |
151 |
180 |
268 |
361 |
361 |
|
22 |
114 |
135 |
148 |
177 |
266 |
359 |
359 |
|
23 |
112 |
132 |
145 |
175 |
263 |
356 |
356 |
|
24 |
109 |
130 |
143 |
172 |
261 |
354 |
354 |
|
25 |
107 |
127 |
140 |
170 |
258 |
351 |
351 |
|
26 |
104 |
125 |
138 |
168 |
256 |
349 |
349 |
|
27 |
102 |
123 |
136 |
165 |
254 |
346 |
346 |
|
28 |
100 |
121 |
134 |
163 |
251 |
344 |
344 |
|
29 |
98 |
118 |
131 |
161 |
249 |
342 |
342 |
|
30 |
95 |
116 |
129 |
159 |
247 |
340 |
340 |
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 |
53 |
173 |
317 |
3 187 |
|
2 |
0 |
14 |
26 |
53 |
173 |
356 |
2 371 |
|
3 |
1 |
17 |
28 |
57 |
169 |
368 |
1 786 |
|
4 |
1 |
19 |
32 |
62 |
168 |
367 |
1 378 |
|
5 |
2 |
22 |
37 |
68 |
169 |
357 |
1 091 |
|
6 |
4 |
26 |
39 |
69 |
170 |
342 |
884 |
|
7 |
6 |
30 |
42 |
72 |
170 |
325 |
730 |
|
8 |
9 |
34 |
46 |
74 |
170 |
308 |
614 |
|
9 |
10 |
37 |
49 |
76 |
170 |
290 |
522 |
|
10 |
11 |
38 |
51 |
76 |
170 |
273 |
450 |
|
11 |
12 |
40 |
52 |
78 |
171 |
263 |
390 |
|
12 |
13 |
41 |
54 |
79 |
171 |
263 |
342 |
|
13 |
14 |
42 |
54 |
79 |
171 |
263 |
301 |
|
14 |
14 |
43 |
55 |
80 |
171 |
263 |
267 |
|
15 |
14 |
43 |
55 |
80 |
171 |
263 |
263 |
|
16 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
17 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
18 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
19 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
20 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
21 |
14 |
43 |
57 |
80 |
171 |
264 |
264 |
|
22 |
14 |
43 |
60 |
80 |
171 |
264 |
264 |
|
23 |
14 |
43 |
62 |
80 |
171 |
264 |
264 |
|
24 |
14 |
43 |
65 |
80 |
171 |
264 |
264 |
|
25 |
14 |
43 |
67 |
80 |
171 |
264 |
264 |
|
26 |
14 |
43 |
70 |
80 |
171 |
264 |
264 |
|
27 |
14 |
43 |
72 |
80 |
171 |
264 |
264 |
|
28 |
14 |
43 |
75 |
80 |
171 |
264 |
264 |
|
29 |
14 |
43 |
77 |
80 |
171 |
264 |
264 |
|
30 |
14 |
43 |
80 |
81 |
171 |
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 |
11 |
133 |
304 |
3 049 |
|
2 |
0 |
1 |
6 |
14 |
131 |
341 |
2 262 |
|
3 |
1 |
2 |
9 |
17 |
124 |
352 |
1 703 |
|
4 |
1 |
3 |
12 |
20 |
121 |
351 |
1 314 |
|
5 |
2 |
4 |
15 |
23 |
120 |
341 |
1 040 |
|
6 |
2 |
5 |
17 |
26 |
120 |
327 |
843 |
|
7 |
3 |
6 |
19 |
29 |
119 |
312 |
697 |
|
8 |
4 |
6 |
22 |
30 |
119 |
295 |
586 |
|
9 |
4 |
8 |
25 |
33 |
119 |
278 |
499 |
|
10 |
4 |
9 |
28 |
36 |
120 |
261 |
430 |
|
11 |
4 |
10 |
30 |
38 |
120 |
245 |
374 |
|
12 |
6 |
10 |
32 |
40 |
120 |
230 |
327 |
|
13 |
6 |
12 |
35 |
43 |
120 |
216 |
288 |
|
14 |
6 |
12 |
38 |
46 |
120 |
213 |
256 |
|
15 |
6 |
14 |
40 |
48 |
121 |
214 |
228 |
|
16 |
8 |
14 |
43 |
49 |
121 |
214 |
214 |
|
17 |
8 |
15 |
45 |
52 |
121 |
214 |
214 |
|
18 |
8 |
16 |
47 |
54 |
122 |
215 |
215 |
|
19 |
9 |
17 |
50 |
56 |
125 |
215 |
215 |
|
20 |
9 |
17 |
53 |
59 |
127 |
216 |
216 |
|
21 |
9 |
19 |
55 |
60 |
128 |
216 |
216 |
|
22 |
10 |
20 |
57 |
62 |
130 |
217 |
217 |
|
23 |
10 |
20 |
59 |
64 |
131 |
217 |
217 |
|
24 |
11 |
22 |
62 |
66 |
134 |
218 |
218 |
|
25 |
12 |
22 |
65 |
68 |
135 |
218 |
218 |
|
26 |
12 |
24 |
67 |
70 |
136 |
218 |
218 |
|
27 |
13 |
24 |
69 |
72 |
138 |
218 |
218 |
|
28 |
13 |
25 |
72 |
74 |
139 |
218 |
218 |
|
29 |
13 |
26 |
74 |
77 |
139 |
218 |
218 |
|
30 |
14 |
27 |
78 |
79 |
141 |
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 |
13 |
|
Euro |
Belgium |
13 |
|
Euro |
Cyprus |
13 |
|
Euro |
Estonia |
13 |
|
Euro |
Finland |
13 |
|
Euro |
France |
13 |
|
Euro |
Germany |
13 |
|
Euro |
Greece |
13 |
|
Euro |
Ireland |
13 |
|
Euro |
Italy |
13 |
|
Euro |
Latvia |
13 |
|
Euro |
Lithuania |
13 |
|
Euro |
Luxembourg |
13 |
|
Euro |
Malta |
13 |
|
Euro |
Netherlands |
13 |
|
Euro |
Portugal |
13 |
|
Euro |
Slovakia |
13 |
|
Euro |
Slovenia |
13 |
|
Euro |
Spain |
13 |
|
Czech koruna |
Czech Republic |
8 |
|
Danish krone |
Denmark |
31 |
|
Forint |
Hungary |
3 |
|
Krona |
Sweden |
5 |
|
Kuna |
Croatia |
7 |
|
Lev |
Bulgaria |
– 9 |
|
Pound sterling |
United Kingdom |
21 |
|
Romanian leu |
Romania |
2 |
|
Zloty |
Poland |
6 |
|
Króna |
Iceland |
16 |
|
Norwegian krone |
Norway |
30 |
|
Swiss franc |
Liechtenstein |
0 |
|
Swiss franc |
Switzerland |
0 |
|
Australian dollar |
Australia |
10 |
|
Canadian dollar |
Canada |
23 |
|
US dollar |
United States |
33 |
|
Yen |
Japan |
1 |
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