COMMISSION IMPLEMENTING REGULATION (EU) 2018/165
of 31 January 2018
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2017 until 30 March 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 |
– 0,358 % |
0,980 % |
– 0,368 % |
0,005 % |
– 0,458 % |
0,200 % |
|
2 |
– 0,250 % |
1,216 % |
– 0,260 % |
0,323 % |
– 0,247 % |
0,480 % |
|
3 |
– 0,088 % |
1,352 % |
– 0,098 % |
0,531 % |
– 0,022 % |
0,752 % |
|
4 |
0,069 % |
1,454 % |
0,059 % |
0,845 % |
0,198 % |
1,023 % |
|
5 |
0,209 % |
1,526 % |
0,199 % |
1,075 % |
0,397 % |
1,356 % |
|
6 |
0,347 % |
1,577 % |
0,337 % |
1,392 % |
0,584 % |
1,684 % |
|
7 |
0,469 % |
1,622 % |
0,459 % |
1,620 % |
0,743 % |
1,958 % |
|
8 |
0,585 % |
1,668 % |
0,575 % |
1,789 % |
0,886 % |
2,155 % |
|
9 |
0,695 % |
1,716 % |
0,685 % |
1,922 % |
1,015 % |
2,278 % |
|
10 |
0,802 % |
1,760 % |
0,792 % |
2,059 % |
1,123 % |
2,377 % |
|
11 |
0,897 % |
1,804 % |
0,887 % |
2,232 % |
1,272 % |
2,466 % |
|
12 |
0,982 % |
1,843 % |
0,971 % |
2,424 % |
1,445 % |
2,547 % |
|
13 |
1,059 % |
1,877 % |
1,048 % |
2,619 % |
1,616 % |
2,620 % |
|
14 |
1,125 % |
1,911 % |
1,114 % |
2,804 % |
1,778 % |
2,687 % |
|
15 |
1,177 % |
1,949 % |
1,167 % |
2,969 % |
1,926 % |
2,749 % |
|
16 |
1,217 % |
1,995 % |
1,206 % |
3,109 % |
2,060 % |
2,807 % |
|
17 |
1,249 % |
2,045 % |
1,238 % |
3,228 % |
2,181 % |
2,860 % |
|
18 |
1,280 % |
2,098 % |
1,270 % |
3,329 % |
2,290 % |
2,910 % |
|
19 |
1,316 % |
2,152 % |
1,305 % |
3,415 % |
2,389 % |
2,956 % |
|
20 |
1,357 % |
2,207 % |
1,347 % |
3,489 % |
2,478 % |
3,000 % |
|
21 |
1,408 % |
2,262 % |
1,397 % |
3,552 % |
2,559 % |
3,041 % |
|
22 |
1,464 % |
2,316 % |
1,454 % |
3,608 % |
2,633 % |
3,080 % |
|
23 |
1,524 % |
2,368 % |
1,514 % |
3,656 % |
2,700 % |
3,116 % |
|
24 |
1,586 % |
2,420 % |
1,576 % |
3,698 % |
2,762 % |
3,151 % |
|
25 |
1,649 % |
2,470 % |
1,640 % |
3,735 % |
2,819 % |
3,183 % |
|
26 |
1,713 % |
2,518 % |
1,703 % |
3,767 % |
2,872 % |
3,214 % |
|
27 |
1,775 % |
2,564 % |
1,766 % |
3,796 % |
2,921 % |
3,243 % |
|
28 |
1,837 % |
2,609 % |
1,828 % |
3,822 % |
2,966 % |
3,271 % |
|
29 |
1,897 % |
2,652 % |
1,889 % |
3,844 % |
3,009 % |
3,297 % |
|
30 |
1,956 % |
2,693 % |
1,948 % |
3,865 % |
3,048 % |
3,322 % |
|
31 |
2,013 % |
2,733 % |
2,005 % |
3,883 % |
3,085 % |
3,346 % |
|
32 |
2,069 % |
2,771 % |
2,061 % |
3,899 % |
3,120 % |
3,368 % |
|
33 |
2,122 % |
2,808 % |
2,114 % |
3,914 % |
3,152 % |
3,390 % |
|
34 |
2,174 % |
2,843 % |
2,166 % |
3,927 % |
3,183 % |
3,411 % |
|
35 |
2,223 % |
2,877 % |
2,216 % |
3,939 % |
3,212 % |
3,430 % |
|
36 |
2,271 % |
2,909 % |
2,264 % |
3,950 % |
3,239 % |
3,449 % |
|
37 |
2,317 % |
2,940 % |
2,310 % |
3,960 % |
3,265 % |
3,467 % |
|
38 |
2,362 % |
2,970 % |
2,355 % |
3,970 % |
3,289 % |
3,485 % |
|
39 |
2,404 % |
2,998 % |
2,398 % |
3,978 % |
3,313 % |
3,501 % |
|
40 |
2,445 % |
3,026 % |
2,439 % |
3,986 % |
3,335 % |
3,517 % |
|
41 |
2,485 % |
3,052 % |
2,478 % |
3,993 % |
3,356 % |
3,532 % |
|
42 |
2,523 % |
3,077 % |
2,516 % |
4,000 % |
3,376 % |
3,547 % |
|
43 |
2,559 % |
3,102 % |
2,553 % |
4,006 % |
3,395 % |
3,561 % |
|
44 |
2,594 % |
3,125 % |
2,588 % |
4,012 % |
3,413 % |
3,574 % |
|
45 |
2,628 % |
3,147 % |
2,622 % |
4,017 % |
3,431 % |
3,587 % |
|
46 |
2,660 % |
3,169 % |
2,655 % |
4,022 % |
3,447 % |
3,600 % |
|
47 |
2,692 % |
3,190 % |
2,686 % |
4,027 % |
3,463 % |
3,612 % |
|
48 |
2,722 % |
3,210 % |
2,717 % |
4,031 % |
3,478 % |
3,623 % |
|
49 |
2,751 % |
3,229 % |
2,746 % |
4,035 % |
3,493 % |
3,635 % |
|
50 |
2,779 % |
3,248 % |
2,774 % |
4,039 % |
3,507 % |
3,645 % |
|
51 |
2,806 % |
3,266 % |
2,801 % |
4,043 % |
3,521 % |
3,656 % |
|
52 |
2,832 % |
3,284 % |
2,827 % |
4,046 % |
3,534 % |
3,666 % |
|
53 |
2,857 % |
3,300 % |
2,852 % |
4,050 % |
3,546 % |
3,675 % |
|
54 |
2,881 % |
3,317 % |
2,877 % |
4,053 % |
3,558 % |
3,685 % |
|
55 |
2,905 % |
3,332 % |
2,900 % |
4,056 % |
3,570 % |
3,694 % |
|
56 |
2,928 % |
3,347 % |
2,923 % |
4,059 % |
3,581 % |
3,703 % |
|
57 |
2,949 % |
3,362 % |
2,945 % |
4,062 % |
3,592 % |
3,711 % |
|
58 |
2,971 % |
3,376 % |
2,966 % |
4,064 % |
3,603 % |
3,719 % |
|
59 |
2,991 % |
3,390 % |
2,987 % |
4,067 % |
3,613 % |
3,727 % |
|
60 |
3,011 % |
3,403 % |
3,007 % |
4,069 % |
3,622 % |
3,735 % |
|
61 |
3,030 % |
3,416 % |
3,026 % |
4,071 % |
3,632 % |
3,742 % |
|
62 |
3,049 % |
3,428 % |
3,045 % |
4,074 % |
3,641 % |
3,749 % |
|
63 |
3,067 % |
3,440 % |
3,063 % |
4,076 % |
3,650 % |
3,756 % |
|
64 |
3,084 % |
3,452 % |
3,080 % |
4,078 % |
3,658 % |
3,763 % |
|
65 |
3,101 % |
3,464 % |
3,097 % |
4,080 % |
3,667 % |
3,770 % |
|
66 |
3,118 % |
3,475 % |
3,114 % |
4,082 % |
3,675 % |
3,776 % |
|
67 |
3,134 % |
3,485 % |
3,130 % |
4,084 % |
3,683 % |
3,783 % |
|
68 |
3,149 % |
3,496 % |
3,146 % |
4,085 % |
3,690 % |
3,789 % |
|
69 |
3,164 % |
3,506 % |
3,161 % |
4,087 % |
3,698 % |
3,794 % |
|
70 |
3,179 % |
3,516 % |
3,175 % |
4,089 % |
3,705 % |
3,800 % |
|
71 |
3,193 % |
3,525 % |
3,190 % |
4,090 % |
3,712 % |
3,806 % |
|
72 |
3,207 % |
3,534 % |
3,204 % |
4,092 % |
3,718 % |
3,811 % |
|
73 |
3,221 % |
3,544 % |
3,217 % |
4,093 % |
3,725 % |
3,816 % |
|
74 |
3,234 % |
3,552 % |
3,230 % |
4,095 % |
3,731 % |
3,822 % |
|
75 |
3,247 % |
3,561 % |
3,243 % |
4,096 % |
3,738 % |
3,827 % |
|
76 |
3,259 % |
3,569 % |
3,256 % |
4,098 % |
3,744 % |
3,831 % |
|
77 |
3,271 % |
3,577 % |
3,268 % |
4,099 % |
3,750 % |
3,836 % |
|
78 |
3,283 % |
3,585 % |
3,280 % |
4,100 % |
3,755 % |
3,841 % |
|
79 |
3,295 % |
3,593 % |
3,291 % |
4,102 % |
3,761 % |
3,845 % |
|
80 |
3,306 % |
3,601 % |
3,303 % |
4,103 % |
3,766 % |
3,850 % |
|
81 |
3,317 % |
3,608 % |
3,314 % |
4,104 % |
3,772 % |
3,854 % |
|
82 |
3,328 % |
3,615 % |
3,325 % |
4,105 % |
3,777 % |
3,858 % |
|
83 |
3,338 % |
3,622 % |
3,335 % |
4,106 % |
3,782 % |
3,862 % |
|
84 |
3,348 % |
3,629 % |
3,345 % |
4,108 % |
3,787 % |
3,866 % |
|
85 |
3,358 % |
3,636 % |
3,355 % |
4,109 % |
3,792 % |
3,870 % |
|
86 |
3,368 % |
3,642 % |
3,365 % |
4,110 % |
3,797 % |
3,874 % |
|
87 |
3,378 % |
3,649 % |
3,375 % |
4,111 % |
3,801 % |
3,878 % |
|
88 |
3,387 % |
3,655 % |
3,384 % |
4,112 % |
3,806 % |
3,881 % |
|
89 |
3,396 % |
3,661 % |
3,393 % |
4,113 % |
3,810 % |
3,885 % |
|
90 |
3,405 % |
3,667 % |
3,402 % |
4,114 % |
3,815 % |
3,888 % |
|
91 |
3,414 % |
3,673 % |
3,411 % |
4,115 % |
3,819 % |
3,892 % |
|
92 |
3,422 % |
3,679 % |
3,419 % |
4,116 % |
3,823 % |
3,895 % |
|
93 |
3,430 % |
3,684 % |
3,428 % |
4,117 % |
3,827 % |
3,898 % |
|
94 |
3,439 % |
3,690 % |
3,436 % |
4,117 % |
3,831 % |
3,902 % |
|
95 |
3,447 % |
3,695 % |
3,444 % |
4,118 % |
3,835 % |
3,905 % |
|
96 |
3,454 % |
3,700 % |
3,452 % |
4,119 % |
3,839 % |
3,908 % |
|
97 |
3,462 % |
3,705 % |
3,459 % |
4,120 % |
3,842 % |
3,911 % |
|
98 |
3,470 % |
3,710 % |
3,467 % |
4,121 % |
3,846 % |
3,914 % |
|
99 |
3,477 % |
3,715 % |
3,474 % |
4,122 % |
3,850 % |
3,917 % |
|
100 |
3,484 % |
3,720 % |
3,482 % |
4,122 % |
3,853 % |
3,919 % |
|
101 |
3,491 % |
3,725 % |
3,489 % |
4,123 % |
3,856 % |
3,922 % |
|
102 |
3,498 % |
3,730 % |
3,496 % |
4,124 % |
3,860 % |
3,925 % |
|
103 |
3,505 % |
3,734 % |
3,502 % |
4,125 % |
3,863 % |
3,928 % |
|
104 |
3,512 % |
3,739 % |
3,509 % |
4,125 % |
3,866 % |
3,930 % |
|
105 |
3,518 % |
3,743 % |
3,516 % |
4,126 % |
3,870 % |
3,933 % |
|
106 |
3,525 % |
3,747 % |
3,522 % |
4,127 % |
3,873 % |
3,935 % |
|
107 |
3,531 % |
3,751 % |
3,528 % |
4,127 % |
3,876 % |
3,938 % |
|
108 |
3,537 % |
3,756 % |
3,535 % |
4,128 % |
3,879 % |
3,940 % |
|
109 |
3,543 % |
3,760 % |
3,541 % |
4,129 % |
3,882 % |
3,943 % |
|
110 |
3,549 % |
3,764 % |
3,547 % |
4,129 % |
3,885 % |
3,945 % |
|
111 |
3,555 % |
3,768 % |
3,553 % |
4,130 % |
3,887 % |
3,947 % |
|
112 |
3,561 % |
3,771 % |
3,558 % |
4,131 % |
3,890 % |
3,949 % |
|
113 |
3,566 % |
3,775 % |
3,564 % |
4,131 % |
3,893 % |
3,952 % |
|
114 |
3,572 % |
3,779 % |
3,569 % |
4,132 % |
3,896 % |
3,954 % |
|
115 |
3,577 % |
3,783 % |
3,575 % |
4,133 % |
3,898 % |
3,956 % |
|
116 |
3,583 % |
3,786 % |
3,580 % |
4,133 % |
3,901 % |
3,958 % |
|
117 |
3,588 % |
3,790 % |
3,586 % |
4,134 % |
3,903 % |
3,960 % |
|
118 |
3,593 % |
3,793 % |
3,591 % |
4,134 % |
3,906 % |
3,962 % |
|
119 |
3,598 % |
3,797 % |
3,596 % |
4,135 % |
3,908 % |
3,964 % |
|
120 |
3,603 % |
3,800 % |
3,601 % |
4,135 % |
3,911 % |
3,966 % |
|
121 |
3,608 % |
3,803 % |
3,606 % |
4,136 % |
3,913 % |
3,968 % |
|
122 |
3,613 % |
3,807 % |
3,611 % |
4,136 % |
3,916 % |
3,970 % |
|
123 |
3,618 % |
3,810 % |
3,615 % |
4,137 % |
3,918 % |
3,972 % |
|
124 |
3,622 % |
3,813 % |
3,620 % |
4,137 % |
3,920 % |
3,974 % |
|
125 |
3,627 % |
3,816 % |
3,625 % |
4,138 % |
3,922 % |
3,976 % |
|
126 |
3,631 % |
3,819 % |
3,629 % |
4,138 % |
3,925 % |
3,977 % |
|
127 |
3,636 % |
3,822 % |
3,634 % |
4,139 % |
3,927 % |
3,979 % |
|
128 |
3,640 % |
3,825 % |
3,638 % |
4,139 % |
3,929 % |
3,981 % |
|
129 |
3,645 % |
3,828 % |
3,643 % |
4,140 % |
3,931 % |
3,982 % |
|
130 |
3,649 % |
3,831 % |
3,647 % |
4,140 % |
3,933 % |
3,984 % |
|
131 |
3,653 % |
3,834 % |
3,651 % |
4,141 % |
3,935 % |
3,986 % |
|
132 |
3,657 % |
3,836 % |
3,655 % |
4,141 % |
3,937 % |
3,987 % |
|
133 |
3,661 % |
3,839 % |
3,659 % |
4,142 % |
3,939 % |
3,989 % |
|
134 |
3,665 % |
3,842 % |
3,663 % |
4,142 % |
3,941 % |
3,991 % |
|
135 |
3,669 % |
3,844 % |
3,667 % |
4,143 % |
3,943 % |
3,992 % |
|
136 |
3,673 % |
3,847 % |
3,671 % |
4,143 % |
3,945 % |
3,994 % |
|
137 |
3,677 % |
3,850 % |
3,675 % |
4,143 % |
3,947 % |
3,995 % |
|
138 |
3,681 % |
3,852 % |
3,679 % |
4,144 % |
3,948 % |
3,997 % |
|
139 |
3,684 % |
3,855 % |
3,683 % |
4,144 % |
3,950 % |
3,998 % |
|
140 |
3,688 % |
3,857 % |
3,686 % |
4,145 % |
3,952 % |
4,000 % |
|
141 |
3,692 % |
3,859 % |
3,690 % |
4,145 % |
3,954 % |
4,001 % |
|
142 |
3,695 % |
3,862 % |
3,694 % |
4,145 % |
3,956 % |
4,002 % |
|
143 |
3,699 % |
3,864 % |
3,697 % |
4,146 % |
3,957 % |
4,004 % |
|
144 |
3,702 % |
3,867 % |
3,701 % |
4,146 % |
3,959 % |
4,005 % |
|
145 |
3,706 % |
3,869 % |
3,704 % |
4,146 % |
3,961 % |
4,006 % |
|
146 |
3,709 % |
3,871 % |
3,707 % |
4,147 % |
3,962 % |
4,008 % |
|
147 |
3,712 % |
3,873 % |
3,711 % |
4,147 % |
3,964 % |
4,009 % |
|
148 |
3,716 % |
3,876 % |
3,714 % |
4,148 % |
3,965 % |
4,010 % |
|
149 |
3,719 % |
3,878 % |
3,717 % |
4,148 % |
3,967 % |
4,012 % |
|
150 |
3,722 % |
3,880 % |
3,720 % |
4,148 % |
3,969 % |
4,013 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,408 % |
0,555 % |
2,433 % |
1,401 % |
4,667 % |
0,785 % |
|
2 |
– 0,300 % |
0,684 % |
3,003 % |
1,655 % |
4,680 % |
1,031 % |
|
3 |
– 0,138 % |
0,788 % |
3,381 % |
1,929 % |
4,700 % |
1,183 % |
|
4 |
0,019 % |
0,866 % |
3,648 % |
2,240 % |
4,722 % |
1,320 % |
|
5 |
0,159 % |
0,937 % |
3,856 % |
2,568 % |
4,746 % |
1,451 % |
|
6 |
0,296 % |
0,997 % |
4,004 % |
2,737 % |
4,773 % |
1,551 % |
|
7 |
0,419 % |
1,050 % |
4,110 % |
2,955 % |
4,801 % |
1,645 % |
|
8 |
0,534 % |
1,098 % |
4,190 % |
3,104 % |
4,823 % |
1,734 % |
|
9 |
0,645 % |
1,144 % |
4,266 % |
3,203 % |
4,835 % |
1,802 % |
|
10 |
0,751 % |
1,188 % |
4,334 % |
3,213 % |
4,839 % |
1,866 % |
|
11 |
0,846 % |
1,226 % |
4,386 % |
3,213 % |
4,838 % |
1,934 % |
|
12 |
0,930 % |
1,259 % |
4,425 % |
3,220 % |
4,833 % |
2,005 % |
|
13 |
1,007 % |
1,285 % |
4,454 % |
3,233 % |
4,825 % |
2,076 % |
|
14 |
1,073 % |
1,308 % |
4,476 % |
3,249 % |
4,816 % |
2,146 % |
|
15 |
1,126 % |
1,330 % |
4,491 % |
3,268 % |
4,805 % |
2,215 % |
|
16 |
1,165 % |
1,345 % |
4,503 % |
3,288 % |
4,794 % |
2,281 % |
|
17 |
1,197 % |
1,358 % |
4,510 % |
3,309 % |
4,782 % |
2,346 % |
|
18 |
1,228 % |
1,368 % |
4,515 % |
3,330 % |
4,769 % |
2,407 % |
|
19 |
1,263 % |
1,375 % |
4,518 % |
3,352 % |
4,757 % |
2,466 % |
|
20 |
1,305 % |
1,378 % |
4,519 % |
3,373 % |
4,744 % |
2,523 % |
|
21 |
1,356 % |
1,379 % |
4,519 % |
3,394 % |
4,731 % |
2,577 % |
|
22 |
1,413 % |
1,376 % |
4,517 % |
3,415 % |
4,719 % |
2,628 % |
|
23 |
1,474 % |
1,373 % |
4,515 % |
3,436 % |
4,707 % |
2,677 % |
|
24 |
1,538 % |
1,369 % |
4,512 % |
3,455 % |
4,695 % |
2,724 % |
|
25 |
1,602 % |
1,365 % |
4,508 % |
3,475 % |
4,683 % |
2,768 % |
|
26 |
1,667 % |
1,361 % |
4,504 % |
3,493 % |
4,672 % |
2,810 % |
|
27 |
1,731 % |
1,356 % |
4,500 % |
3,511 % |
4,660 % |
2,851 % |
|
28 |
1,793 % |
1,351 % |
4,495 % |
3,529 % |
4,650 % |
2,889 % |
|
29 |
1,855 % |
1,346 % |
4,491 % |
3,546 % |
4,639 % |
2,926 % |
|
30 |
1,915 % |
1,340 % |
4,486 % |
3,562 % |
4,629 % |
2,961 % |
|
31 |
1,973 % |
1,333 % |
4,481 % |
3,578 % |
4,619 % |
2,995 % |
|
32 |
2,029 % |
1,325 % |
4,476 % |
3,593 % |
4,609 % |
3,027 % |
|
33 |
2,084 % |
1,316 % |
4,471 % |
3,607 % |
4,600 % |
3,057 % |
|
34 |
2,136 % |
1,306 % |
4,466 % |
3,621 % |
4,591 % |
3,087 % |
|
35 |
2,187 % |
1,295 % |
4,461 % |
3,635 % |
4,583 % |
3,115 % |
|
36 |
2,236 % |
1,283 % |
4,456 % |
3,648 % |
4,574 % |
3,141 % |
|
37 |
2,283 % |
1,271 % |
4,451 % |
3,660 % |
4,566 % |
3,167 % |
|
38 |
2,328 % |
1,260 % |
4,447 % |
3,673 % |
4,558 % |
3,191 % |
|
39 |
2,371 % |
1,250 % |
4,442 % |
3,684 % |
4,551 % |
3,215 % |
|
40 |
2,413 % |
1,241 % |
4,438 % |
3,695 % |
4,543 % |
3,237 % |
|
41 |
2,453 % |
1,235 % |
4,433 % |
3,706 % |
4,536 % |
3,259 % |
|
42 |
2,492 % |
1,229 % |
4,429 % |
3,717 % |
4,529 % |
3,280 % |
|
43 |
2,529 % |
1,222 % |
4,425 % |
3,727 % |
4,523 % |
3,300 % |
|
44 |
2,565 % |
1,214 % |
4,421 % |
3,736 % |
4,516 % |
3,319 % |
|
45 |
2,599 % |
1,203 % |
4,417 % |
3,746 % |
4,510 % |
3,337 % |
|
46 |
2,632 % |
1,190 % |
4,413 % |
3,755 % |
4,504 % |
3,355 % |
|
47 |
2,664 % |
1,178 % |
4,409 % |
3,763 % |
4,498 % |
3,372 % |
|
48 |
2,695 % |
1,168 % |
4,405 % |
3,772 % |
4,493 % |
3,389 % |
|
49 |
2,725 % |
1,164 % |
4,401 % |
3,780 % |
4,487 % |
3,404 % |
|
50 |
2,753 % |
1,166 % |
4,398 % |
3,788 % |
4,482 % |
3,420 % |
|
51 |
2,781 % |
1,177 % |
4,395 % |
3,795 % |
4,477 % |
3,434 % |
|
52 |
2,807 % |
1,193 % |
4,391 % |
3,803 % |
4,472 % |
3,449 % |
|
53 |
2,833 % |
1,215 % |
4,388 % |
3,810 % |
4,467 % |
3,462 % |
|
54 |
2,857 % |
1,241 % |
4,385 % |
3,817 % |
4,463 % |
3,476 % |
|
55 |
2,881 % |
1,270 % |
4,382 % |
3,823 % |
4,458 % |
3,488 % |
|
56 |
2,904 % |
1,301 % |
4,379 % |
3,830 % |
4,454 % |
3,501 % |
|
57 |
2,927 % |
1,333 % |
4,376 % |
3,836 % |
4,450 % |
3,513 % |
|
58 |
2,948 % |
1,367 % |
4,373 % |
3,842 % |
4,446 % |
3,524 % |
|
59 |
2,969 % |
1,402 % |
4,370 % |
3,848 % |
4,442 % |
3,536 % |
|
60 |
2,989 % |
1,437 % |
4,368 % |
3,854 % |
4,438 % |
3,546 % |
|
61 |
3,009 % |
1,473 % |
4,365 % |
3,859 % |
4,434 % |
3,557 % |
|
62 |
3,028 % |
1,508 % |
4,363 % |
3,864 % |
4,430 % |
3,567 % |
|
63 |
3,046 % |
1,543 % |
4,360 % |
3,870 % |
4,427 % |
3,577 % |
|
64 |
3,064 % |
1,579 % |
4,358 % |
3,875 % |
4,424 % |
3,587 % |
|
65 |
3,081 % |
1,613 % |
4,355 % |
3,880 % |
4,420 % |
3,596 % |
|
66 |
3,098 % |
1,648 % |
4,353 % |
3,884 % |
4,417 % |
3,605 % |
|
67 |
3,115 % |
1,682 % |
4,351 % |
3,889 % |
4,414 % |
3,614 % |
|
68 |
3,130 % |
1,715 % |
4,349 % |
3,893 % |
4,411 % |
3,622 % |
|
69 |
3,146 % |
1,748 % |
4,347 % |
3,898 % |
4,408 % |
3,631 % |
|
70 |
3,161 % |
1,780 % |
4,345 % |
3,902 % |
4,405 % |
3,639 % |
|
71 |
3,175 % |
1,812 % |
4,343 % |
3,906 % |
4,402 % |
3,646 % |
|
72 |
3,189 % |
1,843 % |
4,341 % |
3,910 % |
4,399 % |
3,654 % |
|
73 |
3,203 % |
1,874 % |
4,339 % |
3,914 % |
4,397 % |
3,661 % |
|
74 |
3,216 % |
1,903 % |
4,337 % |
3,918 % |
4,394 % |
3,669 % |
|
75 |
3,229 % |
1,933 % |
4,335 % |
3,922 % |
4,391 % |
3,676 % |
|
76 |
3,242 % |
1,961 % |
4,334 % |
3,925 % |
4,389 % |
3,683 % |
|
77 |
3,255 % |
1,989 % |
4,332 % |
3,929 % |
4,386 % |
3,689 % |
|
78 |
3,267 % |
2,016 % |
4,330 % |
3,932 % |
4,384 % |
3,696 % |
|
79 |
3,278 % |
2,043 % |
4,329 % |
3,936 % |
4,382 % |
3,702 % |
|
80 |
3,290 % |
2,069 % |
4,327 % |
3,939 % |
4,380 % |
3,708 % |
|
81 |
3,301 % |
2,095 % |
4,325 % |
3,942 % |
4,377 % |
3,714 % |
|
82 |
3,312 % |
2,120 % |
4,324 % |
3,945 % |
4,375 % |
3,720 % |
|
83 |
3,323 % |
2,144 % |
4,322 % |
3,948 % |
4,373 % |
3,726 % |
|
84 |
3,333 % |
2,168 % |
4,321 % |
3,951 % |
4,371 % |
3,732 % |
|
85 |
3,343 % |
2,192 % |
4,320 % |
3,954 % |
4,369 % |
3,737 % |
|
86 |
3,353 % |
2,215 % |
4,318 % |
3,957 % |
4,367 % |
3,742 % |
|
87 |
3,363 % |
2,237 % |
4,317 % |
3,960 % |
4,365 % |
3,748 % |
|
88 |
3,372 % |
2,259 % |
4,316 % |
3,962 % |
4,363 % |
3,753 % |
|
89 |
3,381 % |
2,280 % |
4,314 % |
3,965 % |
4,362 % |
3,758 % |
|
90 |
3,390 % |
2,301 % |
4,313 % |
3,968 % |
4,360 % |
3,763 % |
|
91 |
3,399 % |
2,322 % |
4,312 % |
3,970 % |
4,358 % |
3,768 % |
|
92 |
3,408 % |
2,342 % |
4,311 % |
3,973 % |
4,356 % |
3,772 % |
|
93 |
3,416 % |
2,362 % |
4,309 % |
3,975 % |
4,355 % |
3,777 % |
|
94 |
3,425 % |
2,381 % |
4,308 % |
3,978 % |
4,353 % |
3,781 % |
|
95 |
3,433 % |
2,400 % |
4,307 % |
3,980 % |
4,351 % |
3,786 % |
|
96 |
3,441 % |
2,419 % |
4,306 % |
3,982 % |
4,350 % |
3,790 % |
|
97 |
3,449 % |
2,437 % |
4,305 % |
3,984 % |
4,348 % |
3,794 % |
|
98 |
3,456 % |
2,455 % |
4,304 % |
3,987 % |
4,347 % |
3,798 % |
|
99 |
3,464 % |
2,472 % |
4,303 % |
3,989 % |
4,345 % |
3,802 % |
|
100 |
3,471 % |
2,489 % |
4,302 % |
3,991 % |
4,344 % |
3,806 % |
|
101 |
3,478 % |
2,506 % |
4,301 % |
3,993 % |
4,342 % |
3,810 % |
|
102 |
3,485 % |
2,522 % |
4,300 % |
3,995 % |
4,341 % |
3,814 % |
|
103 |
3,492 % |
2,539 % |
4,299 % |
3,997 % |
4,340 % |
3,818 % |
|
104 |
3,499 % |
2,554 % |
4,298 % |
3,999 % |
4,338 % |
3,821 % |
|
105 |
3,506 % |
2,570 % |
4,297 % |
4,001 % |
4,337 % |
3,825 % |
|
106 |
3,512 % |
2,585 % |
4,296 % |
4,003 % |
4,336 % |
3,829 % |
|
107 |
3,519 % |
2,600 % |
4,295 % |
4,005 % |
4,334 % |
3,832 % |
|
108 |
3,525 % |
2,615 % |
4,294 % |
4,006 % |
4,333 % |
3,835 % |
|
109 |
3,531 % |
2,629 % |
4,293 % |
4,008 % |
4,332 % |
3,839 % |
|
110 |
3,537 % |
2,643 % |
4,293 % |
4,010 % |
4,331 % |
3,842 % |
|
111 |
3,543 % |
2,657 % |
4,292 % |
4,012 % |
4,330 % |
3,845 % |
|
112 |
3,549 % |
2,671 % |
4,291 % |
4,013 % |
4,328 % |
3,848 % |
|
113 |
3,555 % |
2,684 % |
4,290 % |
4,015 % |
4,327 % |
3,852 % |
|
114 |
3,560 % |
2,698 % |
4,289 % |
4,017 % |
4,326 % |
3,855 % |
|
115 |
3,566 % |
2,711 % |
4,289 % |
4,018 % |
4,325 % |
3,858 % |
|
116 |
3,571 % |
2,723 % |
4,288 % |
4,020 % |
4,324 % |
3,861 % |
|
117 |
3,577 % |
2,736 % |
4,287 % |
4,021 % |
4,323 % |
3,863 % |
|
118 |
3,582 % |
2,748 % |
4,286 % |
4,023 % |
4,322 % |
3,866 % |
|
119 |
3,587 % |
2,760 % |
4,286 % |
4,024 % |
4,321 % |
3,869 % |
|
120 |
3,592 % |
2,772 % |
4,285 % |
4,026 % |
4,320 % |
3,872 % |
|
121 |
3,597 % |
2,784 % |
4,284 % |
4,027 % |
4,319 % |
3,875 % |
|
122 |
3,602 % |
2,795 % |
4,283 % |
4,029 % |
4,318 % |
3,877 % |
|
123 |
3,607 % |
2,807 % |
4,283 % |
4,030 % |
4,317 % |
3,880 % |
|
124 |
3,612 % |
2,818 % |
4,282 % |
4,031 % |
4,316 % |
3,882 % |
|
125 |
3,616 % |
2,829 % |
4,281 % |
4,033 % |
4,315 % |
3,885 % |
|
126 |
3,621 % |
2,840 % |
4,281 % |
4,034 % |
4,314 % |
3,887 % |
|
127 |
3,626 % |
2,850 % |
4,280 % |
4,035 % |
4,313 % |
3,890 % |
|
128 |
3,630 % |
2,861 % |
4,280 % |
4,037 % |
4,312 % |
3,892 % |
|
129 |
3,635 % |
2,871 % |
4,279 % |
4,038 % |
4,312 % |
3,895 % |
|
130 |
3,639 % |
2,881 % |
4,278 % |
4,039 % |
4,311 % |
3,897 % |
|
131 |
3,643 % |
2,891 % |
4,278 % |
4,040 % |
4,310 % |
3,899 % |
|
132 |
3,647 % |
2,901 % |
4,277 % |
4,042 % |
4,309 % |
3,902 % |
|
133 |
3,651 % |
2,911 % |
4,277 % |
4,043 % |
4,308 % |
3,904 % |
|
134 |
3,656 % |
2,920 % |
4,276 % |
4,044 % |
4,307 % |
3,906 % |
|
135 |
3,660 % |
2,930 % |
4,275 % |
4,045 % |
4,307 % |
3,908 % |
|
136 |
3,664 % |
2,939 % |
4,275 % |
4,046 % |
4,306 % |
3,910 % |
|
137 |
3,667 % |
2,948 % |
4,274 % |
4,047 % |
4,305 % |
3,912 % |
|
138 |
3,671 % |
2,957 % |
4,274 % |
4,048 % |
4,304 % |
3,915 % |
|
139 |
3,675 % |
2,966 % |
4,273 % |
4,049 % |
4,303 % |
3,917 % |
|
140 |
3,679 % |
2,975 % |
4,273 % |
4,051 % |
4,303 % |
3,919 % |
|
141 |
3,683 % |
2,984 % |
4,272 % |
4,052 % |
4,302 % |
3,921 % |
|
142 |
3,686 % |
2,992 % |
4,272 % |
4,053 % |
4,301 % |
3,923 % |
|
143 |
3,690 % |
3,001 % |
4,271 % |
4,054 % |
4,301 % |
3,925 % |
|
144 |
3,693 % |
3,009 % |
4,271 % |
4,055 % |
4,300 % |
3,926 % |
|
145 |
3,697 % |
3,017 % |
4,270 % |
4,056 % |
4,299 % |
3,928 % |
|
146 |
3,700 % |
3,025 % |
4,270 % |
4,057 % |
4,299 % |
3,930 % |
|
147 |
3,704 % |
3,033 % |
4,269 % |
4,058 % |
4,298 % |
3,932 % |
|
148 |
3,707 % |
3,041 % |
4,269 % |
4,059 % |
4,297 % |
3,934 % |
|
149 |
3,710 % |
3,049 % |
4,268 % |
4,060 % |
4,297 % |
3,936 % |
|
150 |
3,714 % |
3,056 % |
4,268 % |
4,061 % |
4,296 % |
3,937 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,723 % |
1,828 % |
1,154 % |
1,641 % |
2,388 % |
4,385 % |
|
2 |
– 0,584 % |
1,992 % |
1,371 % |
1,866 % |
2,713 % |
4,724 % |
|
3 |
– 0,455 % |
2,129 % |
1,555 % |
1,970 % |
3,068 % |
5,155 % |
|
4 |
– 0,339 % |
2,229 % |
1,731 % |
2,029 % |
3,332 % |
5,438 % |
|
5 |
– 0,242 % |
2,315 % |
1,866 % |
2,066 % |
3,525 % |
5,693 % |
|
6 |
– 0,151 % |
2,397 % |
1,966 % |
2,093 % |
3,696 % |
5,901 % |
|
7 |
– 0,056 % |
2,461 % |
2,055 % |
2,123 % |
3,855 % |
6,099 % |
|
8 |
0,029 % |
2,527 % |
2,142 % |
2,153 % |
4,001 % |
6,304 % |
|
9 |
0,109 % |
2,583 % |
2,219 % |
2,185 % |
4,129 % |
6,442 % |
|
10 |
0,184 % |
2,639 % |
2,281 % |
2,222 % |
4,234 % |
6,515 % |
|
11 |
0,239 % |
2,691 % |
2,324 % |
2,263 % |
4,314 % |
6,549 % |
|
12 |
0,293 % |
2,739 % |
2,356 % |
2,302 % |
4,375 % |
6,558 % |
|
13 |
0,349 % |
2,786 % |
2,384 % |
2,336 % |
4,421 % |
6,548 % |
|
14 |
0,409 % |
2,830 % |
2,412 % |
2,365 % |
4,456 % |
6,525 % |
|
15 |
0,435 % |
2,866 % |
2,444 % |
2,394 % |
4,482 % |
6,492 % |
|
16 |
0,461 % |
2,895 % |
2,480 % |
2,421 % |
4,502 % |
6,452 % |
|
17 |
0,492 % |
2,918 % |
2,519 % |
2,445 % |
4,516 % |
6,407 % |
|
18 |
0,523 % |
2,938 % |
2,560 % |
2,462 % |
4,527 % |
6,359 % |
|
19 |
0,549 % |
2,956 % |
2,602 % |
2,471 % |
4,534 % |
6,309 % |
|
20 |
0,568 % |
2,973 % |
2,644 % |
2,469 % |
4,538 % |
6,258 % |
|
21 |
0,578 % |
2,989 % |
2,686 % |
2,457 % |
4,540 % |
6,206 % |
|
22 |
0,585 % |
3,004 % |
2,727 % |
2,439 % |
4,541 % |
6,154 % |
|
23 |
0,592 % |
3,015 % |
2,768 % |
2,418 % |
4,540 % |
6,103 % |
|
24 |
0,605 % |
3,022 % |
2,807 % |
2,397 % |
4,538 % |
6,053 % |
|
25 |
0,625 % |
3,023 % |
2,845 % |
2,378 % |
4,535 % |
6,004 % |
|
26 |
0,653 % |
3,017 % |
2,882 % |
2,362 % |
4,532 % |
5,956 % |
|
27 |
0,689 % |
3,009 % |
2,918 % |
2,351 % |
4,528 % |
5,909 % |
|
28 |
0,729 % |
3,001 % |
2,952 % |
2,346 % |
4,524 % |
5,864 % |
|
29 |
0,772 % |
2,994 % |
2,985 % |
2,346 % |
4,519 % |
5,820 % |
|
30 |
0,818 % |
2,991 % |
3,017 % |
2,352 % |
4,514 % |
5,778 % |
|
31 |
0,865 % |
2,994 % |
3,048 % |
2,364 % |
4,509 % |
5,737 % |
|
32 |
0,913 % |
3,000 % |
3,077 % |
2,382 % |
4,504 % |
5,698 % |
|
33 |
0,961 % |
3,009 % |
3,105 % |
2,403 % |
4,499 % |
5,660 % |
|
34 |
1,009 % |
3,021 % |
3,133 % |
2,427 % |
4,493 % |
5,623 % |
|
35 |
1,056 % |
3,035 % |
3,159 % |
2,453 % |
4,488 % |
5,588 % |
|
36 |
1,102 % |
3,050 % |
3,184 % |
2,480 % |
4,483 % |
5,555 % |
|
37 |
1,147 % |
3,067 % |
3,208 % |
2,509 % |
4,478 % |
5,522 % |
|
38 |
1,192 % |
3,084 % |
3,231 % |
2,537 % |
4,472 % |
5,491 % |
|
39 |
1,235 % |
3,101 % |
3,253 % |
2,567 % |
4,467 % |
5,461 % |
|
40 |
1,277 % |
3,119 % |
3,275 % |
2,596 % |
4,462 % |
5,432 % |
|
41 |
1,317 % |
3,137 % |
3,295 % |
2,625 % |
4,458 % |
5,404 % |
|
42 |
1,357 % |
3,156 % |
3,315 % |
2,654 % |
4,453 % |
5,378 % |
|
43 |
1,395 % |
3,174 % |
3,334 % |
2,683 % |
4,448 % |
5,352 % |
|
44 |
1,432 % |
3,192 % |
3,352 % |
2,711 % |
4,444 % |
5,327 % |
|
45 |
1,468 % |
3,209 % |
3,370 % |
2,739 % |
4,439 % |
5,304 % |
|
46 |
1,502 % |
3,227 % |
3,387 % |
2,765 % |
4,435 % |
5,281 % |
|
47 |
1,536 % |
3,244 % |
3,403 % |
2,792 % |
4,431 % |
5,259 % |
|
48 |
1,568 % |
3,261 % |
3,419 % |
2,818 % |
4,426 % |
5,238 % |
|
49 |
1,600 % |
3,277 % |
3,434 % |
2,843 % |
4,422 % |
5,217 % |
|
50 |
1,630 % |
3,293 % |
3,449 % |
2,867 % |
4,419 % |
5,197 % |
|
51 |
1,659 % |
3,309 % |
3,463 % |
2,891 % |
4,415 % |
5,178 % |
|
52 |
1,688 % |
3,324 % |
3,476 % |
2,914 % |
4,411 % |
5,160 % |
|
53 |
1,715 % |
3,339 % |
3,490 % |
2,936 % |
4,407 % |
5,142 % |
|
54 |
1,741 % |
3,354 % |
3,502 % |
2,958 % |
4,404 % |
5,125 % |
|
55 |
1,767 % |
3,368 % |
3,515 % |
2,979 % |
4,401 % |
5,109 % |
|
56 |
1,792 % |
3,382 % |
3,527 % |
3,000 % |
4,397 % |
5,093 % |
|
57 |
1,816 % |
3,395 % |
3,538 % |
3,020 % |
4,394 % |
5,077 % |
|
58 |
1,839 % |
3,408 % |
3,549 % |
3,039 % |
4,391 % |
5,062 % |
|
59 |
1,862 % |
3,421 % |
3,560 % |
3,058 % |
4,388 % |
5,048 % |
|
60 |
1,883 % |
3,433 % |
3,570 % |
3,076 % |
4,385 % |
5,034 % |
|
61 |
1,905 % |
3,445 % |
3,581 % |
3,094 % |
4,382 % |
5,020 % |
|
62 |
1,925 % |
3,457 % |
3,590 % |
3,111 % |
4,379 % |
5,007 % |
|
63 |
1,945 % |
3,468 % |
3,600 % |
3,128 % |
4,377 % |
4,994 % |
|
64 |
1,964 % |
3,479 % |
3,609 % |
3,145 % |
4,374 % |
4,982 % |
|
65 |
1,983 % |
3,490 % |
3,618 % |
3,160 % |
4,371 % |
4,970 % |
|
66 |
2,001 % |
3,501 % |
3,627 % |
3,176 % |
4,369 % |
4,958 % |
|
67 |
2,019 % |
3,511 % |
3,635 % |
3,191 % |
4,366 % |
4,947 % |
|
68 |
2,036 % |
3,521 % |
3,643 % |
3,205 % |
4,364 % |
4,936 % |
|
69 |
2,053 % |
3,530 % |
3,651 % |
3,220 % |
4,362 % |
4,926 % |
|
70 |
2,069 % |
3,540 % |
3,659 % |
3,233 % |
4,359 % |
4,915 % |
|
71 |
2,085 % |
3,549 % |
3,667 % |
3,247 % |
4,357 % |
4,905 % |
|
72 |
2,100 % |
3,558 % |
3,674 % |
3,260 % |
4,355 % |
4,895 % |
|
73 |
2,115 % |
3,566 % |
3,681 % |
3,273 % |
4,353 % |
4,886 % |
|
74 |
2,129 % |
3,575 % |
3,688 % |
3,285 % |
4,351 % |
4,877 % |
|
75 |
2,144 % |
3,583 % |
3,695 % |
3,297 % |
4,349 % |
4,867 % |
|
76 |
2,157 % |
3,591 % |
3,702 % |
3,309 % |
4,347 % |
4,859 % |
|
77 |
2,171 % |
3,599 % |
3,708 % |
3,320 % |
4,345 % |
4,850 % |
|
78 |
2,184 % |
3,606 % |
3,714 % |
3,331 % |
4,343 % |
4,842 % |
|
79 |
2,197 % |
3,614 % |
3,720 % |
3,342 % |
4,342 % |
4,834 % |
|
80 |
2,209 % |
3,621 % |
3,726 % |
3,353 % |
4,340 % |
4,826 % |
|
81 |
2,221 % |
3,628 % |
3,732 % |
3,363 % |
4,338 % |
4,818 % |
|
82 |
2,233 % |
3,635 % |
3,738 % |
3,373 % |
4,336 % |
4,810 % |
|
83 |
2,245 % |
3,642 % |
3,743 % |
3,383 % |
4,335 % |
4,803 % |
|
84 |
2,256 % |
3,649 % |
3,749 % |
3,393 % |
4,333 % |
4,796 % |
|
85 |
2,267 % |
3,655 % |
3,754 % |
3,402 % |
4,332 % |
4,789 % |
|
86 |
2,278 % |
3,661 % |
3,759 % |
3,412 % |
4,330 % |
4,782 % |
|
87 |
2,288 % |
3,667 % |
3,764 % |
3,421 % |
4,329 % |
4,775 % |
|
88 |
2,299 % |
3,673 % |
3,769 % |
3,429 % |
4,327 % |
4,769 % |
|
89 |
2,309 % |
3,679 % |
3,774 % |
3,438 % |
4,326 % |
4,762 % |
|
90 |
2,319 % |
3,685 % |
3,779 % |
3,446 % |
4,324 % |
4,756 % |
|
91 |
2,328 % |
3,691 % |
3,783 % |
3,455 % |
4,323 % |
4,750 % |
|
92 |
2,338 % |
3,696 % |
3,788 % |
3,463 % |
4,322 % |
4,744 % |
|
93 |
2,347 % |
3,702 % |
3,792 % |
3,471 % |
4,320 % |
4,738 % |
|
94 |
2,356 % |
3,707 % |
3,797 % |
3,478 % |
4,319 % |
4,732 % |
|
95 |
2,365 % |
3,712 % |
3,801 % |
3,486 % |
4,318 % |
4,727 % |
|
96 |
2,374 % |
3,717 % |
3,805 % |
3,493 % |
4,317 % |
4,721 % |
|
97 |
2,382 % |
3,722 % |
3,809 % |
3,501 % |
4,315 % |
4,716 % |
|
98 |
2,390 % |
3,727 % |
3,813 % |
3,508 % |
4,314 % |
4,711 % |
|
99 |
2,399 % |
3,732 % |
3,817 % |
3,515 % |
4,313 % |
4,705 % |
|
100 |
2,406 % |
3,736 % |
3,821 % |
3,522 % |
4,312 % |
4,700 % |
|
101 |
2,414 % |
3,741 % |
3,825 % |
3,528 % |
4,311 % |
4,695 % |
|
102 |
2,422 % |
3,746 % |
3,828 % |
3,535 % |
4,310 % |
4,691 % |
|
103 |
2,430 % |
3,750 % |
3,832 % |
3,541 % |
4,309 % |
4,686 % |
|
104 |
2,437 % |
3,754 % |
3,835 % |
3,548 % |
4,308 % |
4,681 % |
|
105 |
2,444 % |
3,758 % |
3,839 % |
3,554 % |
4,307 % |
4,676 % |
|
106 |
2,451 % |
3,763 % |
3,842 % |
3,560 % |
4,306 % |
4,672 % |
|
107 |
2,458 % |
3,767 % |
3,846 % |
3,566 % |
4,305 % |
4,668 % |
|
108 |
2,465 % |
3,771 % |
3,849 % |
3,572 % |
4,304 % |
4,663 % |
|
109 |
2,472 % |
3,775 % |
3,852 % |
3,577 % |
4,303 % |
4,659 % |
|
110 |
2,478 % |
3,778 % |
3,855 % |
3,583 % |
4,302 % |
4,655 % |
|
111 |
2,485 % |
3,782 % |
3,858 % |
3,589 % |
4,301 % |
4,651 % |
|
112 |
2,491 % |
3,786 % |
3,861 % |
3,594 % |
4,300 % |
4,647 % |
|
113 |
2,497 % |
3,790 % |
3,864 % |
3,599 % |
4,299 % |
4,643 % |
|
114 |
2,504 % |
3,793 % |
3,867 % |
3,605 % |
4,298 % |
4,639 % |
|
115 |
2,510 % |
3,797 % |
3,870 % |
3,610 % |
4,297 % |
4,635 % |
|
116 |
2,516 % |
3,800 % |
3,873 % |
3,615 % |
4,297 % |
4,631 % |
|
117 |
2,521 % |
3,804 % |
3,876 % |
3,620 % |
4,296 % |
4,628 % |
|
118 |
2,527 % |
3,807 % |
3,879 % |
3,625 % |
4,295 % |
4,624 % |
|
119 |
2,533 % |
3,810 % |
3,881 % |
3,630 % |
4,294 % |
4,620 % |
|
120 |
2,538 % |
3,814 % |
3,884 % |
3,634 % |
4,293 % |
4,617 % |
|
121 |
2,544 % |
3,817 % |
3,887 % |
3,639 % |
4,293 % |
4,613 % |
|
122 |
2,549 % |
3,820 % |
3,889 % |
3,644 % |
4,292 % |
4,610 % |
|
123 |
2,554 % |
3,823 % |
3,892 % |
3,648 % |
4,291 % |
4,607 % |
|
124 |
2,560 % |
3,826 % |
3,894 % |
3,652 % |
4,290 % |
4,603 % |
|
125 |
2,565 % |
3,829 % |
3,897 % |
3,657 % |
4,290 % |
4,600 % |
|
126 |
2,570 % |
3,832 % |
3,899 % |
3,661 % |
4,289 % |
4,597 % |
|
127 |
2,575 % |
3,835 % |
3,901 % |
3,665 % |
4,288 % |
4,594 % |
|
128 |
2,580 % |
3,838 % |
3,904 % |
3,670 % |
4,288 % |
4,591 % |
|
129 |
2,584 % |
3,840 % |
3,906 % |
3,674 % |
4,287 % |
4,588 % |
|
130 |
2,589 % |
3,843 % |
3,908 % |
3,678 % |
4,286 % |
4,585 % |
|
131 |
2,594 % |
3,846 % |
3,910 % |
3,682 % |
4,286 % |
4,582 % |
|
132 |
2,598 % |
3,849 % |
3,913 % |
3,686 % |
4,285 % |
4,579 % |
|
133 |
2,603 % |
3,851 % |
3,915 % |
3,689 % |
4,284 % |
4,576 % |
|
134 |
2,607 % |
3,854 % |
3,917 % |
3,693 % |
4,284 % |
4,573 % |
|
135 |
2,612 % |
3,856 % |
3,919 % |
3,697 % |
4,283 % |
4,570 % |
|
136 |
2,616 % |
3,859 % |
3,921 % |
3,701 % |
4,282 % |
4,568 % |
|
137 |
2,620 % |
3,861 % |
3,923 % |
3,704 % |
4,282 % |
4,565 % |
|
138 |
2,624 % |
3,864 % |
3,925 % |
3,708 % |
4,281 % |
4,562 % |
|
139 |
2,629 % |
3,866 % |
3,927 % |
3,711 % |
4,281 % |
4,560 % |
|
140 |
2,633 % |
3,869 % |
3,929 % |
3,715 % |
4,280 % |
4,557 % |
|
141 |
2,637 % |
3,871 % |
3,931 % |
3,718 % |
4,279 % |
4,555 % |
|
142 |
2,641 % |
3,873 % |
3,933 % |
3,722 % |
4,279 % |
4,552 % |
|
143 |
2,644 % |
3,876 % |
3,935 % |
3,725 % |
4,278 % |
4,550 % |
|
144 |
2,648 % |
3,878 % |
3,937 % |
3,728 % |
4,278 % |
4,547 % |
|
145 |
2,652 % |
3,880 % |
3,938 % |
3,732 % |
4,277 % |
4,545 % |
|
146 |
2,656 % |
3,882 % |
3,940 % |
3,735 % |
4,277 % |
4,542 % |
|
147 |
2,660 % |
3,884 % |
3,942 % |
3,738 % |
4,276 % |
4,540 % |
|
148 |
2,663 % |
3,887 % |
3,944 % |
3,741 % |
4,276 % |
4,538 % |
|
149 |
2,667 % |
3,889 % |
3,945 % |
3,744 % |
4,275 % |
4,536 % |
|
150 |
2,670 % |
3,891 % |
3,947 % |
3,747 % |
4,275 % |
4,533 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,463 % |
6,473 % |
8,017 % |
0,306 % |
1,930 % |
6,771 % |
|
2 |
1,714 % |
6,646 % |
7,955 % |
0,396 % |
2,112 % |
6,789 % |
|
3 |
1,869 % |
6,811 % |
7,808 % |
0,471 % |
2,301 % |
6,923 % |
|
4 |
1,919 % |
6,969 % |
7,773 % |
0,539 % |
2,471 % |
7,090 % |
|
5 |
2,045 % |
7,105 % |
7,757 % |
0,607 % |
2,603 % |
7,250 % |
|
6 |
2,096 % |
7,228 % |
7,786 % |
0,685 % |
2,731 % |
7,417 % |
|
7 |
2,112 % |
7,316 % |
7,834 % |
0,741 % |
2,859 % |
7,584 % |
|
8 |
2,139 % |
7,403 % |
7,876 % |
0,807 % |
2,943 % |
7,744 % |
|
9 |
2,175 % |
7,475 % |
7,913 % |
0,871 % |
3,022 % |
7,894 % |
|
10 |
2,214 % |
7,531 % |
7,948 % |
0,935 % |
3,098 % |
8,026 % |
|
11 |
2,252 % |
7,559 % |
7,985 % |
1,013 % |
3,171 % |
8,136 % |
|
12 |
2,292 % |
7,563 % |
8,022 % |
1,101 % |
3,236 % |
8,222 % |
|
13 |
2,336 % |
7,549 % |
8,061 % |
1,195 % |
3,292 % |
8,288 % |
|
14 |
2,382 % |
7,522 % |
8,101 % |
1,291 % |
3,340 % |
8,333 % |
|
15 |
2,431 % |
7,487 % |
8,143 % |
1,386 % |
3,382 % |
8,354 % |
|
16 |
2,480 % |
7,445 % |
8,187 % |
1,480 % |
3,418 % |
8,353 % |
|
17 |
2,529 % |
7,399 % |
8,227 % |
1,571 % |
3,449 % |
8,333 % |
|
18 |
2,578 % |
7,350 % |
8,260 % |
1,659 % |
3,477 % |
8,299 % |
|
19 |
2,626 % |
7,299 % |
8,281 % |
1,743 % |
3,502 % |
8,254 % |
|
20 |
2,673 % |
7,247 % |
8,288 % |
1,825 % |
3,525 % |
8,202 % |
|
21 |
2,718 % |
7,195 % |
8,277 % |
1,902 % |
3,547 % |
8,144 % |
|
22 |
2,762 % |
7,144 % |
8,253 % |
1,976 % |
3,568 % |
8,082 % |
|
23 |
2,804 % |
7,092 % |
8,217 % |
2,047 % |
3,587 % |
8,018 % |
|
24 |
2,845 % |
7,042 % |
8,173 % |
2,114 % |
3,606 % |
7,952 % |
|
25 |
2,884 % |
6,993 % |
8,123 % |
2,178 % |
3,623 % |
7,886 % |
|
26 |
2,921 % |
6,945 % |
8,068 % |
2,240 % |
3,640 % |
7,819 % |
|
27 |
2,957 % |
6,899 % |
8,011 % |
2,298 % |
3,655 % |
7,754 % |
|
28 |
2,991 % |
6,853 % |
7,951 % |
2,353 % |
3,670 % |
7,689 % |
|
29 |
3,024 % |
6,810 % |
7,890 % |
2,406 % |
3,684 % |
7,626 % |
|
30 |
3,056 % |
6,768 % |
7,829 % |
2,456 % |
3,698 % |
7,564 % |
|
31 |
3,086 % |
6,727 % |
7,769 % |
2,505 % |
3,711 % |
7,504 % |
|
32 |
3,115 % |
6,688 % |
7,709 % |
2,550 % |
3,723 % |
7,446 % |
|
33 |
3,143 % |
6,650 % |
7,649 % |
2,594 % |
3,735 % |
7,389 % |
|
34 |
3,169 % |
6,614 % |
7,592 % |
2,636 % |
3,747 % |
7,335 % |
|
35 |
3,195 % |
6,579 % |
7,535 % |
2,676 % |
3,757 % |
7,282 % |
|
36 |
3,219 % |
6,546 % |
7,480 % |
2,714 % |
3,768 % |
7,232 % |
|
37 |
3,242 % |
6,514 % |
7,427 % |
2,750 % |
3,778 % |
7,183 % |
|
38 |
3,265 % |
6,483 % |
7,375 % |
2,785 % |
3,787 % |
7,136 % |
|
39 |
3,286 % |
6,453 % |
7,325 % |
2,819 % |
3,797 % |
7,090 % |
|
40 |
3,307 % |
6,424 % |
7,277 % |
2,851 % |
3,805 % |
7,047 % |
|
41 |
3,327 % |
6,397 % |
7,230 % |
2,881 % |
3,814 % |
7,005 % |
|
42 |
3,346 % |
6,370 % |
7,185 % |
2,911 % |
3,822 % |
6,964 % |
|
43 |
3,365 % |
6,345 % |
7,142 % |
2,939 % |
3,830 % |
6,926 % |
|
44 |
3,382 % |
6,320 % |
7,100 % |
2,966 % |
3,837 % |
6,888 % |
|
45 |
3,399 % |
6,296 % |
7,060 % |
2,992 % |
3,845 % |
6,852 % |
|
46 |
3,416 % |
6,274 % |
7,021 % |
3,017 % |
3,852 % |
6,818 % |
|
47 |
3,431 % |
6,252 % |
6,984 % |
3,041 % |
3,859 % |
6,784 % |
|
48 |
3,447 % |
6,231 % |
6,948 % |
3,065 % |
3,865 % |
6,752 % |
|
49 |
3,461 % |
6,210 % |
6,913 % |
3,087 % |
3,871 % |
6,721 % |
|
50 |
3,475 % |
6,191 % |
6,879 % |
3,109 % |
3,878 % |
6,692 % |
|
51 |
3,489 % |
6,172 % |
6,847 % |
3,129 % |
3,883 % |
6,663 % |
|
52 |
3,502 % |
6,154 % |
6,816 % |
3,149 % |
3,889 % |
6,635 % |
|
53 |
3,515 % |
6,136 % |
6,786 % |
3,169 % |
3,895 % |
6,609 % |
|
54 |
3,527 % |
6,119 % |
6,756 % |
3,187 % |
3,900 % |
6,583 % |
|
55 |
3,539 % |
6,103 % |
6,728 % |
3,205 % |
3,905 % |
6,558 % |
|
56 |
3,551 % |
6,087 % |
6,701 % |
3,223 % |
3,910 % |
6,534 % |
|
57 |
3,562 % |
6,072 % |
6,675 % |
3,239 % |
3,915 % |
6,511 % |
|
58 |
3,572 % |
6,057 % |
6,650 % |
3,256 % |
3,920 % |
6,488 % |
|
59 |
3,583 % |
6,042 % |
6,625 % |
3,271 % |
3,924 % |
6,466 % |
|
60 |
3,593 % |
6,028 % |
6,602 % |
3,287 % |
3,929 % |
6,445 % |
|
61 |
3,603 % |
6,015 % |
6,579 % |
3,301 % |
3,933 % |
6,425 % |
|
62 |
3,612 % |
6,002 % |
6,556 % |
3,316 % |
3,937 % |
6,405 % |
|
63 |
3,621 % |
5,989 % |
6,535 % |
3,329 % |
3,941 % |
6,386 % |
|
64 |
3,630 % |
5,977 % |
6,514 % |
3,343 % |
3,945 % |
6,368 % |
|
65 |
3,639 % |
5,965 % |
6,494 % |
3,356 % |
3,949 % |
6,350 % |
|
66 |
3,647 % |
5,954 % |
6,474 % |
3,369 % |
3,953 % |
6,332 % |
|
67 |
3,655 % |
5,942 % |
6,455 % |
3,381 % |
3,956 % |
6,315 % |
|
68 |
3,663 % |
5,931 % |
6,436 % |
3,393 % |
3,960 % |
6,299 % |
|
69 |
3,671 % |
5,921 % |
6,418 % |
3,404 % |
3,963 % |
6,283 % |
|
70 |
3,678 % |
5,911 % |
6,401 % |
3,416 % |
3,966 % |
6,267 % |
|
71 |
3,686 % |
5,901 % |
6,384 % |
3,427 % |
3,970 % |
6,252 % |
|
72 |
3,693 % |
5,891 % |
6,367 % |
3,437 % |
3,973 % |
6,238 % |
|
73 |
3,700 % |
5,881 % |
6,351 % |
3,448 % |
3,976 % |
6,223 % |
|
74 |
3,706 % |
5,872 % |
6,336 % |
3,458 % |
3,979 % |
6,209 % |
|
75 |
3,713 % |
5,863 % |
6,321 % |
3,468 % |
3,982 % |
6,196 % |
|
76 |
3,719 % |
5,855 % |
6,306 % |
3,477 % |
3,984 % |
6,183 % |
|
77 |
3,725 % |
5,846 % |
6,291 % |
3,486 % |
3,987 % |
6,170 % |
|
78 |
3,732 % |
5,838 % |
6,277 % |
3,496 % |
3,990 % |
6,158 % |
|
79 |
3,737 % |
5,830 % |
6,264 % |
3,504 % |
3,993 % |
6,145 % |
|
80 |
3,743 % |
5,822 % |
6,250 % |
3,513 % |
3,995 % |
6,134 % |
|
81 |
3,749 % |
5,814 % |
6,237 % |
3,522 % |
3,998 % |
6,122 % |
|
82 |
3,754 % |
5,807 % |
6,225 % |
3,530 % |
4,000 % |
6,111 % |
|
83 |
3,760 % |
5,799 % |
6,212 % |
3,538 % |
4,002 % |
6,100 % |
|
84 |
3,765 % |
5,792 % |
6,200 % |
3,546 % |
4,005 % |
6,089 % |
|
85 |
3,770 % |
5,785 % |
6,188 % |
3,553 % |
4,007 % |
6,078 % |
|
86 |
3,775 % |
5,778 % |
6,177 % |
3,561 % |
4,009 % |
6,068 % |
|
87 |
3,780 % |
5,772 % |
6,165 % |
3,568 % |
4,011 % |
6,058 % |
|
88 |
3,785 % |
5,765 % |
6,154 % |
3,575 % |
4,014 % |
6,048 % |
|
89 |
3,789 % |
5,759 % |
6,144 % |
3,582 % |
4,016 % |
6,039 % |
|
90 |
3,794 % |
5,753 % |
6,133 % |
3,589 % |
4,018 % |
6,029 % |
|
91 |
3,798 % |
5,746 % |
6,123 % |
3,596 % |
4,020 % |
6,020 % |
|
92 |
3,803 % |
5,741 % |
6,113 % |
3,602 % |
4,022 % |
6,011 % |
|
93 |
3,807 % |
5,735 % |
6,103 % |
3,609 % |
4,023 % |
6,003 % |
|
94 |
3,811 % |
5,729 % |
6,093 % |
3,615 % |
4,025 % |
5,994 % |
|
95 |
3,815 % |
5,723 % |
6,084 % |
3,621 % |
4,027 % |
5,986 % |
|
96 |
3,819 % |
5,718 % |
6,075 % |
3,627 % |
4,029 % |
5,977 % |
|
97 |
3,823 % |
5,713 % |
6,065 % |
3,633 % |
4,031 % |
5,969 % |
|
98 |
3,827 % |
5,707 % |
6,057 % |
3,639 % |
4,032 % |
5,961 % |
|
99 |
3,831 % |
5,702 % |
6,048 % |
3,644 % |
4,034 % |
5,954 % |
|
100 |
3,834 % |
5,697 % |
6,039 % |
3,650 % |
4,036 % |
5,946 % |
|
101 |
3,838 % |
5,692 % |
6,031 % |
3,655 % |
4,037 % |
5,939 % |
|
102 |
3,841 % |
5,687 % |
6,023 % |
3,661 % |
4,039 % |
5,932 % |
|
103 |
3,845 % |
5,683 % |
6,015 % |
3,666 % |
4,041 % |
5,924 % |
|
104 |
3,848 % |
5,678 % |
6,007 % |
3,671 % |
4,042 % |
5,917 % |
|
105 |
3,852 % |
5,673 % |
5,999 % |
3,676 % |
4,044 % |
5,911 % |
|
106 |
3,855 % |
5,669 % |
5,992 % |
3,681 % |
4,045 % |
5,904 % |
|
107 |
3,858 % |
5,665 % |
5,984 % |
3,686 % |
4,046 % |
5,897 % |
|
108 |
3,861 % |
5,660 % |
5,977 % |
3,691 % |
4,048 % |
5,891 % |
|
109 |
3,864 % |
5,656 % |
5,970 % |
3,695 % |
4,049 % |
5,884 % |
|
110 |
3,867 % |
5,652 % |
5,963 % |
3,700 % |
4,051 % |
5,878 % |
|
111 |
3,870 % |
5,648 % |
5,956 % |
3,704 % |
4,052 % |
5,872 % |
|
112 |
3,873 % |
5,644 % |
5,949 % |
3,709 % |
4,053 % |
5,866 % |
|
113 |
3,876 % |
5,640 % |
5,942 % |
3,713 % |
4,055 % |
5,860 % |
|
114 |
3,879 % |
5,636 % |
5,936 % |
3,717 % |
4,056 % |
5,854 % |
|
115 |
3,882 % |
5,632 % |
5,930 % |
3,722 % |
4,057 % |
5,849 % |
|
116 |
3,885 % |
5,628 % |
5,923 % |
3,726 % |
4,058 % |
5,843 % |
|
117 |
3,887 % |
5,625 % |
5,917 % |
3,730 % |
4,060 % |
5,837 % |
|
118 |
3,890 % |
5,621 % |
5,911 % |
3,734 % |
4,061 % |
5,832 % |
|
119 |
3,893 % |
5,618 % |
5,905 % |
3,738 % |
4,062 % |
5,827 % |
|
120 |
3,895 % |
5,614 % |
5,899 % |
3,741 % |
4,063 % |
5,821 % |
|
121 |
3,898 % |
5,611 % |
5,893 % |
3,745 % |
4,064 % |
5,816 % |
|
122 |
3,900 % |
5,607 % |
5,888 % |
3,749 % |
4,065 % |
5,811 % |
|
123 |
3,903 % |
5,604 % |
5,882 % |
3,753 % |
4,066 % |
5,806 % |
|
124 |
3,905 % |
5,601 % |
5,876 % |
3,756 % |
4,068 % |
5,801 % |
|
125 |
3,907 % |
5,598 % |
5,871 % |
3,760 % |
4,069 % |
5,797 % |
|
126 |
3,910 % |
5,594 % |
5,866 % |
3,763 % |
4,070 % |
5,792 % |
|
127 |
3,912 % |
5,591 % |
5,860 % |
3,767 % |
4,071 % |
5,787 % |
|
128 |
3,914 % |
5,588 % |
5,855 % |
3,770 % |
4,072 % |
5,783 % |
|
129 |
3,916 % |
5,585 % |
5,850 % |
3,773 % |
4,073 % |
5,778 % |
|
130 |
3,919 % |
5,582 % |
5,845 % |
3,777 % |
4,074 % |
5,774 % |
|
131 |
3,921 % |
5,579 % |
5,840 % |
3,780 % |
4,075 % |
5,769 % |
|
132 |
3,923 % |
5,576 % |
5,835 % |
3,783 % |
4,076 % |
5,765 % |
|
133 |
3,925 % |
5,574 % |
5,831 % |
3,786 % |
4,076 % |
5,761 % |
|
134 |
3,927 % |
5,571 % |
5,826 % |
3,789 % |
4,077 % |
5,756 % |
|
135 |
3,929 % |
5,568 % |
5,821 % |
3,792 % |
4,078 % |
5,752 % |
|
136 |
3,931 % |
5,565 % |
5,817 % |
3,795 % |
4,079 % |
5,748 % |
|
137 |
3,933 % |
5,563 % |
5,812 % |
3,798 % |
4,080 % |
5,744 % |
|
138 |
3,935 % |
5,560 % |
5,808 % |
3,801 % |
4,081 % |
5,740 % |
|
139 |
3,937 % |
5,557 % |
5,803 % |
3,804 % |
4,082 % |
5,736 % |
|
140 |
3,939 % |
5,555 % |
5,799 % |
3,807 % |
4,083 % |
5,732 % |
|
141 |
3,940 % |
5,552 % |
5,795 % |
3,810 % |
4,083 % |
5,729 % |
|
142 |
3,942 % |
5,550 % |
5,790 % |
3,812 % |
4,084 % |
5,725 % |
|
143 |
3,944 % |
5,547 % |
5,786 % |
3,815 % |
4,085 % |
5,721 % |
|
144 |
3,946 % |
5,545 % |
5,782 % |
3,818 % |
4,086 % |
5,718 % |
|
145 |
3,948 % |
5,543 % |
5,778 % |
3,820 % |
4,087 % |
5,714 % |
|
146 |
3,949 % |
5,540 % |
5,774 % |
3,823 % |
4,087 % |
5,711 % |
|
147 |
3,951 % |
5,538 % |
5,770 % |
3,826 % |
4,088 % |
5,707 % |
|
148 |
3,953 % |
5,536 % |
5,766 % |
3,828 % |
4,089 % |
5,704 % |
|
149 |
3,954 % |
5,533 % |
5,763 % |
3,831 % |
4,090 % |
5,700 % |
|
150 |
3,956 % |
5,531 % |
5,759 % |
3,833 % |
4,090 % |
5,697 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
6,754 % |
3,628 % |
3,449 % |
7,470 % |
1,254 % |
1,739 % |
|
2 |
7,718 % |
3,670 % |
3,501 % |
7,315 % |
1,439 % |
1,911 % |
|
3 |
8,626 % |
3,759 % |
3,554 % |
7,252 % |
1,562 % |
1,980 % |
|
4 |
9,164 % |
3,857 % |
3,589 % |
7,232 % |
1,666 % |
2,016 % |
|
5 |
9,491 % |
3,935 % |
3,640 % |
7,210 % |
1,750 % |
2,047 % |
|
6 |
9,752 % |
3,974 % |
3,697 % |
7,188 % |
1,838 % |
2,064 % |
|
7 |
9,941 % |
3,993 % |
3,752 % |
7,190 % |
1,918 % |
2,075 % |
|
8 |
10,051 % |
4,007 % |
3,802 % |
7,200 % |
1,982 % |
2,088 % |
|
9 |
10,136 % |
4,018 % |
3,852 % |
7,203 % |
2,040 % |
2,104 % |
|
10 |
10,204 % |
4,028 % |
3,902 % |
7,192 % |
2,099 % |
2,124 % |
|
11 |
10,227 % |
4,036 % |
3,955 % |
7,161 % |
2,160 % |
2,145 % |
|
12 |
10,209 % |
4,043 % |
4,005 % |
7,115 % |
2,216 % |
2,162 % |
|
13 |
10,160 % |
4,049 % |
4,052 % |
7,060 % |
2,259 % |
2,173 % |
|
14 |
10,089 % |
4,054 % |
4,098 % |
6,998 % |
2,291 % |
2,177 % |
|
15 |
10,002 % |
4,060 % |
4,144 % |
6,931 % |
2,315 % |
2,174 % |
|
16 |
9,904 % |
4,064 % |
4,193 % |
6,862 % |
2,333 % |
2,167 % |
|
17 |
9,797 % |
4,069 % |
4,241 % |
6,792 % |
2,348 % |
2,160 % |
|
18 |
9,686 % |
4,073 % |
4,287 % |
6,721 % |
2,363 % |
2,157 % |
|
19 |
9,571 % |
4,076 % |
4,328 % |
6,651 % |
2,381 % |
2,161 % |
|
20 |
9,455 % |
4,080 % |
4,363 % |
6,582 % |
2,404 % |
2,173 % |
|
21 |
9,340 % |
4,083 % |
4,392 % |
6,514 % |
2,432 % |
2,194 % |
|
22 |
9,225 % |
4,086 % |
4,414 % |
6,447 % |
2,464 % |
2,223 % |
|
23 |
9,112 % |
4,089 % |
4,432 % |
6,383 % |
2,499 % |
2,257 % |
|
24 |
9,001 % |
4,092 % |
4,445 % |
6,321 % |
2,536 % |
2,294 % |
|
25 |
8,894 % |
4,095 % |
4,455 % |
6,260 % |
2,573 % |
2,333 % |
|
26 |
8,789 % |
4,097 % |
4,463 % |
6,202 % |
2,611 % |
2,374 % |
|
27 |
8,688 % |
4,100 % |
4,468 % |
6,146 % |
2,648 % |
2,415 % |
|
28 |
8,590 % |
4,102 % |
4,471 % |
6,092 % |
2,686 % |
2,457 % |
|
29 |
8,496 % |
4,104 % |
4,473 % |
6,040 % |
2,722 % |
2,498 % |
|
30 |
8,405 % |
4,106 % |
4,474 % |
5,990 % |
2,758 % |
2,538 % |
|
31 |
8,317 % |
4,108 % |
4,474 % |
5,942 % |
2,794 % |
2,578 % |
|
32 |
8,234 % |
4,110 % |
4,472 % |
5,896 % |
2,828 % |
2,617 % |
|
33 |
8,153 % |
4,112 % |
4,471 % |
5,852 % |
2,861 % |
2,655 % |
|
34 |
8,076 % |
4,114 % |
4,468 % |
5,810 % |
2,893 % |
2,692 % |
|
35 |
8,002 % |
4,116 % |
4,465 % |
5,770 % |
2,924 % |
2,728 % |
|
36 |
7,931 % |
4,117 % |
4,462 % |
5,731 % |
2,954 % |
2,762 % |
|
37 |
7,863 % |
4,119 % |
4,459 % |
5,693 % |
2,983 % |
2,795 % |
|
38 |
7,798 % |
4,120 % |
4,455 % |
5,658 % |
3,011 % |
2,828 % |
|
39 |
7,735 % |
4,122 % |
4,452 % |
5,623 % |
3,038 % |
2,859 % |
|
40 |
7,675 % |
4,123 % |
4,448 % |
5,590 % |
3,064 % |
2,889 % |
|
41 |
7,618 % |
4,125 % |
4,444 % |
5,559 % |
3,089 % |
2,918 % |
|
42 |
7,563 % |
4,126 % |
4,440 % |
5,528 % |
3,113 % |
2,946 % |
|
43 |
7,510 % |
4,128 % |
4,436 % |
5,499 % |
3,136 % |
2,972 % |
|
44 |
7,459 % |
4,129 % |
4,432 % |
5,471 % |
3,159 % |
2,998 % |
|
45 |
7,410 % |
4,130 % |
4,428 % |
5,444 % |
3,180 % |
3,023 % |
|
46 |
7,363 % |
4,131 % |
4,424 % |
5,418 % |
3,201 % |
3,047 % |
|
47 |
7,318 % |
4,132 % |
4,421 % |
5,393 % |
3,221 % |
3,071 % |
|
48 |
7,275 % |
4,134 % |
4,417 % |
5,369 % |
3,240 % |
3,093 % |
|
49 |
7,233 % |
4,135 % |
4,413 % |
5,346 % |
3,259 % |
3,115 % |
|
50 |
7,193 % |
4,136 % |
4,410 % |
5,324 % |
3,277 % |
3,135 % |
|
51 |
7,154 % |
4,137 % |
4,406 % |
5,302 % |
3,294 % |
3,155 % |
|
52 |
7,117 % |
4,138 % |
4,403 % |
5,281 % |
3,311 % |
3,175 % |
|
53 |
7,081 % |
4,139 % |
4,399 % |
5,261 % |
3,328 % |
3,194 % |
|
54 |
7,046 % |
4,140 % |
4,396 % |
5,242 % |
3,343 % |
3,212 % |
|
55 |
7,013 % |
4,141 % |
4,393 % |
5,223 % |
3,358 % |
3,229 % |
|
56 |
6,980 % |
4,142 % |
4,390 % |
5,205 % |
3,373 % |
3,246 % |
|
57 |
6,949 % |
4,142 % |
4,387 % |
5,188 % |
3,387 % |
3,263 % |
|
58 |
6,919 % |
4,143 % |
4,384 % |
5,171 % |
3,401 % |
3,278 % |
|
59 |
6,890 % |
4,144 % |
4,381 % |
5,155 % |
3,414 % |
3,294 % |
|
60 |
6,862 % |
4,145 % |
4,378 % |
5,139 % |
3,427 % |
3,309 % |
|
61 |
6,835 % |
4,146 % |
4,375 % |
5,123 % |
3,440 % |
3,323 % |
|
62 |
6,808 % |
4,147 % |
4,372 % |
5,109 % |
3,452 % |
3,337 % |
|
63 |
6,783 % |
4,147 % |
4,370 % |
5,094 % |
3,463 % |
3,351 % |
|
64 |
6,758 % |
4,148 % |
4,367 % |
5,080 % |
3,475 % |
3,364 % |
|
65 |
6,734 % |
4,149 % |
4,365 % |
5,067 % |
3,486 % |
3,376 % |
|
66 |
6,710 % |
4,149 % |
4,362 % |
5,054 % |
3,496 % |
3,389 % |
|
67 |
6,688 % |
4,150 % |
4,360 % |
5,041 % |
3,507 % |
3,401 % |
|
68 |
6,666 % |
4,151 % |
4,358 % |
5,029 % |
3,517 % |
3,412 % |
|
69 |
6,644 % |
4,151 % |
4,355 % |
5,017 % |
3,527 % |
3,424 % |
|
70 |
6,624 % |
4,152 % |
4,353 % |
5,005 % |
3,536 % |
3,435 % |
|
71 |
6,603 % |
4,153 % |
4,351 % |
4,994 % |
3,546 % |
3,445 % |
|
72 |
6,584 % |
4,153 % |
4,349 % |
4,983 % |
3,555 % |
3,456 % |
|
73 |
6,565 % |
4,154 % |
4,347 % |
4,972 % |
3,563 % |
3,466 % |
|
74 |
6,546 % |
4,154 % |
4,345 % |
4,961 % |
3,572 % |
3,476 % |
|
75 |
6,528 % |
4,155 % |
4,343 % |
4,951 % |
3,580 % |
3,485 % |
|
76 |
6,511 % |
4,156 % |
4,341 % |
4,941 % |
3,588 % |
3,495 % |
|
77 |
6,494 % |
4,156 % |
4,340 % |
4,932 % |
3,596 % |
3,504 % |
|
78 |
6,477 % |
4,157 % |
4,338 % |
4,922 % |
3,604 % |
3,513 % |
|
79 |
6,461 % |
4,157 % |
4,336 % |
4,913 % |
3,611 % |
3,521 % |
|
80 |
6,445 % |
4,158 % |
4,334 % |
4,904 % |
3,619 % |
3,530 % |
|
81 |
6,429 % |
4,158 % |
4,333 % |
4,896 % |
3,626 % |
3,538 % |
|
82 |
6,414 % |
4,159 % |
4,331 % |
4,887 % |
3,633 % |
3,546 % |
|
83 |
6,400 % |
4,159 % |
4,330 % |
4,879 % |
3,640 % |
3,554 % |
|
84 |
6,385 % |
4,160 % |
4,328 % |
4,871 % |
3,646 % |
3,562 % |
|
85 |
6,371 % |
4,160 % |
4,327 % |
4,863 % |
3,653 % |
3,569 % |
|
86 |
6,358 % |
4,160 % |
4,325 % |
4,855 % |
3,659 % |
3,576 % |
|
87 |
6,344 % |
4,161 % |
4,324 % |
4,848 % |
3,665 % |
3,584 % |
|
88 |
6,331 % |
4,161 % |
4,322 % |
4,840 % |
3,671 % |
3,591 % |
|
89 |
6,318 % |
4,162 % |
4,321 % |
4,833 % |
3,677 % |
3,597 % |
|
90 |
6,306 % |
4,162 % |
4,320 % |
4,826 % |
3,683 % |
3,604 % |
|
91 |
6,294 % |
4,162 % |
4,318 % |
4,819 % |
3,689 % |
3,611 % |
|
92 |
6,282 % |
4,163 % |
4,317 % |
4,812 % |
3,694 % |
3,617 % |
|
93 |
6,270 % |
4,163 % |
4,316 % |
4,806 % |
3,700 % |
3,623 % |
|
94 |
6,259 % |
4,164 % |
4,314 % |
4,799 % |
3,705 % |
3,629 % |
|
95 |
6,247 % |
4,164 % |
4,313 % |
4,793 % |
3,710 % |
3,635 % |
|
96 |
6,236 % |
4,164 % |
4,312 % |
4,787 % |
3,715 % |
3,641 % |
|
97 |
6,226 % |
4,165 % |
4,311 % |
4,781 % |
3,720 % |
3,647 % |
|
98 |
6,215 % |
4,165 % |
4,310 % |
4,775 % |
3,725 % |
3,653 % |
|
99 |
6,205 % |
4,165 % |
4,309 % |
4,769 % |
3,730 % |
3,658 % |
|
100 |
6,195 % |
4,166 % |
4,308 % |
4,763 % |
3,735 % |
3,663 % |
|
101 |
6,185 % |
4,166 % |
4,307 % |
4,758 % |
3,739 % |
3,669 % |
|
102 |
6,175 % |
4,166 % |
4,305 % |
4,752 % |
3,744 % |
3,674 % |
|
103 |
6,166 % |
4,167 % |
4,304 % |
4,747 % |
3,748 % |
3,679 % |
|
104 |
6,156 % |
4,167 % |
4,303 % |
4,741 % |
3,753 % |
3,684 % |
|
105 |
6,147 % |
4,167 % |
4,302 % |
4,736 % |
3,757 % |
3,689 % |
|
106 |
6,138 % |
4,168 % |
4,301 % |
4,731 % |
3,761 % |
3,694 % |
|
107 |
6,129 % |
4,168 % |
4,301 % |
4,726 % |
3,765 % |
3,698 % |
|
108 |
6,121 % |
4,168 % |
4,300 % |
4,721 % |
3,769 % |
3,703 % |
|
109 |
6,112 % |
4,169 % |
4,299 % |
4,717 % |
3,773 % |
3,708 % |
|
110 |
6,104 % |
4,169 % |
4,298 % |
4,712 % |
3,777 % |
3,712 % |
|
111 |
6,096 % |
4,169 % |
4,297 % |
4,707 % |
3,781 % |
3,716 % |
|
112 |
6,088 % |
4,169 % |
4,296 % |
4,703 % |
3,784 % |
3,721 % |
|
113 |
6,080 % |
4,170 % |
4,295 % |
4,698 % |
3,788 % |
3,725 % |
|
114 |
6,072 % |
4,170 % |
4,294 % |
4,694 % |
3,792 % |
3,729 % |
|
115 |
6,064 % |
4,170 % |
4,294 % |
4,690 % |
3,795 % |
3,733 % |
|
116 |
6,057 % |
4,170 % |
4,293 % |
4,685 % |
3,799 % |
3,737 % |
|
117 |
6,050 % |
4,171 % |
4,292 % |
4,681 % |
3,802 % |
3,741 % |
|
118 |
6,042 % |
4,171 % |
4,291 % |
4,677 % |
3,806 % |
3,745 % |
|
119 |
6,035 % |
4,171 % |
4,290 % |
4,673 % |
3,809 % |
3,749 % |
|
120 |
6,028 % |
4,171 % |
4,290 % |
4,669 % |
3,812 % |
3,753 % |
|
121 |
6,021 % |
4,172 % |
4,289 % |
4,665 % |
3,815 % |
3,756 % |
|
122 |
6,015 % |
4,172 % |
4,288 % |
4,661 % |
3,818 % |
3,760 % |
|
123 |
6,008 % |
4,172 % |
4,287 % |
4,658 % |
3,822 % |
3,764 % |
|
124 |
6,001 % |
4,172 % |
4,287 % |
4,654 % |
3,825 % |
3,767 % |
|
125 |
5,995 % |
4,172 % |
4,286 % |
4,650 % |
3,828 % |
3,771 % |
|
126 |
5,989 % |
4,173 % |
4,285 % |
4,647 % |
3,831 % |
3,774 % |
|
127 |
5,982 % |
4,173 % |
4,285 % |
4,643 % |
3,833 % |
3,777 % |
|
128 |
5,976 % |
4,173 % |
4,284 % |
4,640 % |
3,836 % |
3,781 % |
|
129 |
5,970 % |
4,173 % |
4,283 % |
4,636 % |
3,839 % |
3,784 % |
|
130 |
5,964 % |
4,174 % |
4,283 % |
4,633 % |
3,842 % |
3,787 % |
|
131 |
5,959 % |
4,174 % |
4,282 % |
4,630 % |
3,845 % |
3,790 % |
|
132 |
5,953 % |
4,174 % |
4,281 % |
4,626 % |
3,847 % |
3,793 % |
|
133 |
5,947 % |
4,174 % |
4,281 % |
4,623 % |
3,850 % |
3,796 % |
|
134 |
5,941 % |
4,174 % |
4,280 % |
4,620 % |
3,853 % |
3,799 % |
|
135 |
5,936 % |
4,175 % |
4,280 % |
4,617 % |
3,855 % |
3,802 % |
|
136 |
5,931 % |
4,175 % |
4,279 % |
4,614 % |
3,858 % |
3,805 % |
|
137 |
5,925 % |
4,175 % |
4,279 % |
4,611 % |
3,860 % |
3,808 % |
|
138 |
5,920 % |
4,175 % |
4,278 % |
4,608 % |
3,863 % |
3,811 % |
|
139 |
5,915 % |
4,175 % |
4,277 % |
4,605 % |
3,865 % |
3,814 % |
|
140 |
5,910 % |
4,175 % |
4,277 % |
4,602 % |
3,867 % |
3,816 % |
|
141 |
5,905 % |
4,176 % |
4,276 % |
4,599 % |
3,870 % |
3,819 % |
|
142 |
5,900 % |
4,176 % |
4,276 % |
4,596 % |
3,872 % |
3,822 % |
|
143 |
5,895 % |
4,176 % |
4,275 % |
4,593 % |
3,874 % |
3,824 % |
|
144 |
5,890 % |
4,176 % |
4,275 % |
4,591 % |
3,877 % |
3,827 % |
|
145 |
5,885 % |
4,176 % |
4,274 % |
4,588 % |
3,879 % |
3,830 % |
|
146 |
5,880 % |
4,176 % |
4,274 % |
4,585 % |
3,881 % |
3,832 % |
|
147 |
5,876 % |
4,177 % |
4,273 % |
4,583 % |
3,883 % |
3,835 % |
|
148 |
5,871 % |
4,177 % |
4,273 % |
4,580 % |
3,885 % |
3,837 % |
|
149 |
5,867 % |
4,177 % |
4,272 % |
4,578 % |
3,887 % |
3,840 % |
|
150 |
5,862 % |
4,177 % |
4,272 % |
4,575 % |
3,890 % |
3,842 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
14,200 % |
1,808 % |
– 0,072 % |
|
2 |
13,581 % |
1,990 % |
– 0,056 % |
|
3 |
13,191 % |
2,083 % |
– 0,041 % |
|
4 |
12,669 % |
2,126 % |
– 0,024 % |
|
5 |
12,184 % |
2,160 % |
– 0,001 % |
|
6 |
11,841 % |
2,194 % |
0,026 % |
|
7 |
11,574 % |
2,230 % |
0,056 % |
|
8 |
11,329 % |
2,263 % |
0,089 % |
|
9 |
11,096 % |
2,294 % |
0,123 % |
|
10 |
10,874 % |
2,325 % |
0,160 % |
|
11 |
10,663 % |
2,353 % |
0,201 % |
|
12 |
10,462 % |
2,376 % |
0,245 % |
|
13 |
10,270 % |
2,395 % |
0,289 % |
|
14 |
10,087 % |
2,411 % |
0,334 % |
|
15 |
9,912 % |
2,426 % |
0,377 % |
|
16 |
9,745 % |
2,439 % |
0,419 % |
|
17 |
9,585 % |
2,451 % |
0,459 % |
|
18 |
9,432 % |
2,461 % |
0,497 % |
|
19 |
9,287 % |
2,469 % |
0,534 % |
|
20 |
9,148 % |
2,475 % |
0,568 % |
|
21 |
9,016 % |
2,479 % |
0,600 % |
|
22 |
8,890 % |
2,482 % |
0,629 % |
|
23 |
8,770 % |
2,483 % |
0,655 % |
|
24 |
8,655 % |
2,483 % |
0,677 % |
|
25 |
8,546 % |
2,482 % |
0,695 % |
|
26 |
8,442 % |
2,481 % |
0,710 % |
|
27 |
8,344 % |
2,480 % |
0,723 % |
|
28 |
8,250 % |
2,479 % |
0,737 % |
|
29 |
8,160 % |
2,477 % |
0,755 % |
|
30 |
8,074 % |
2,476 % |
0,777 % |
|
31 |
7,993 % |
2,475 % |
0,805 % |
|
32 |
7,915 % |
2,475 % |
0,837 % |
|
33 |
7,841 % |
2,473 % |
0,873 % |
|
34 |
7,771 % |
2,472 % |
0,911 % |
|
35 |
7,703 % |
2,470 % |
0,950 % |
|
36 |
7,639 % |
2,466 % |
0,990 % |
|
37 |
7,577 % |
2,462 % |
1,031 % |
|
38 |
7,518 % |
2,457 % |
1,071 % |
|
39 |
7,462 % |
2,449 % |
1,112 % |
|
40 |
7,408 % |
2,440 % |
1,152 % |
|
41 |
7,356 % |
2,429 % |
1,191 % |
|
42 |
7,307 % |
2,418 % |
1,230 % |
|
43 |
7,260 % |
2,407 % |
1,268 % |
|
44 |
7,214 % |
2,397 % |
1,305 % |
|
45 |
7,171 % |
2,388 % |
1,342 % |
|
46 |
7,129 % |
2,382 % |
1,377 % |
|
47 |
7,089 % |
2,379 % |
1,411 % |
|
48 |
7,050 % |
2,378 % |
1,445 % |
|
49 |
7,013 % |
2,380 % |
1,477 % |
|
50 |
6,977 % |
2,386 % |
1,509 % |
|
51 |
6,942 % |
2,395 % |
1,539 % |
|
52 |
6,909 % |
2,407 % |
1,569 % |
|
53 |
6,877 % |
2,422 % |
1,598 % |
|
54 |
6,846 % |
2,438 % |
1,626 % |
|
55 |
6,817 % |
2,455 % |
1,653 % |
|
56 |
6,788 % |
2,473 % |
1,679 % |
|
57 |
6,760 % |
2,493 % |
1,705 % |
|
58 |
6,733 % |
2,513 % |
1,730 % |
|
59 |
6,707 % |
2,533 % |
1,754 % |
|
60 |
6,682 % |
2,554 % |
1,777 % |
|
61 |
6,658 % |
2,574 % |
1,800 % |
|
62 |
6,634 % |
2,595 % |
1,822 % |
|
63 |
6,612 % |
2,616 % |
1,843 % |
|
64 |
6,589 % |
2,636 % |
1,864 % |
|
65 |
6,568 % |
2,657 % |
1,884 % |
|
66 |
6,547 % |
2,677 % |
1,903 % |
|
67 |
6,527 % |
2,697 % |
1,922 % |
|
68 |
6,508 % |
2,716 % |
1,941 % |
|
69 |
6,489 % |
2,736 % |
1,959 % |
|
70 |
6,470 % |
2,755 % |
1,976 % |
|
71 |
6,452 % |
2,773 % |
1,993 % |
|
72 |
6,435 % |
2,792 % |
2,010 % |
|
73 |
6,418 % |
2,810 % |
2,026 % |
|
74 |
6,401 % |
2,827 % |
2,042 % |
|
75 |
6,385 % |
2,845 % |
2,057 % |
|
76 |
6,369 % |
2,862 % |
2,072 % |
|
77 |
6,354 % |
2,878 % |
2,086 % |
|
78 |
6,339 % |
2,894 % |
2,100 % |
|
79 |
6,325 % |
2,910 % |
2,114 % |
|
80 |
6,311 % |
2,926 % |
2,128 % |
|
81 |
6,297 % |
2,941 % |
2,141 % |
|
82 |
6,283 % |
2,956 % |
2,154 % |
|
83 |
6,270 % |
2,971 % |
2,166 % |
|
84 |
6,258 % |
2,985 % |
2,178 % |
|
85 |
6,245 % |
2,999 % |
2,190 % |
|
86 |
6,233 % |
3,013 % |
2,202 % |
|
87 |
6,221 % |
3,026 % |
2,213 % |
|
88 |
6,209 % |
3,039 % |
2,224 % |
|
89 |
6,198 % |
3,052 % |
2,235 % |
|
90 |
6,187 % |
3,064 % |
2,246 % |
|
91 |
6,176 % |
3,077 % |
2,256 % |
|
92 |
6,165 % |
3,089 % |
2,267 % |
|
93 |
6,155 % |
3,101 % |
2,277 % |
|
94 |
6,145 % |
3,112 % |
2,286 % |
|
95 |
6,135 % |
3,123 % |
2,296 % |
|
96 |
6,125 % |
3,135 % |
2,305 % |
|
97 |
6,115 % |
3,145 % |
2,315 % |
|
98 |
6,106 % |
3,156 % |
2,324 % |
|
99 |
6,097 % |
3,167 % |
2,332 % |
|
100 |
6,088 % |
3,177 % |
2,341 % |
|
101 |
6,079 % |
3,187 % |
2,349 % |
|
102 |
6,070 % |
3,197 % |
2,358 % |
|
103 |
6,062 % |
3,206 % |
2,366 % |
|
104 |
6,053 % |
3,216 % |
2,374 % |
|
105 |
6,045 % |
3,225 % |
2,382 % |
|
106 |
6,037 % |
3,234 % |
2,389 % |
|
107 |
6,029 % |
3,243 % |
2,397 % |
|
108 |
6,022 % |
3,252 % |
2,404 % |
|
109 |
6,014 % |
3,261 % |
2,412 % |
|
110 |
6,007 % |
3,269 % |
2,419 % |
|
111 |
5,999 % |
3,278 % |
2,426 % |
|
112 |
5,992 % |
3,286 % |
2,433 % |
|
113 |
5,985 % |
3,294 % |
2,439 % |
|
114 |
5,978 % |
3,302 % |
2,446 % |
|
115 |
5,971 % |
3,310 % |
2,453 % |
|
116 |
5,965 % |
3,317 % |
2,459 % |
|
117 |
5,958 % |
3,325 % |
2,465 % |
|
118 |
5,952 % |
3,332 % |
2,472 % |
|
119 |
5,945 % |
3,339 % |
2,478 % |
|
120 |
5,939 % |
3,346 % |
2,484 % |
|
121 |
5,933 % |
3,353 % |
2,490 % |
|
122 |
5,927 % |
3,360 % |
2,495 % |
|
123 |
5,921 % |
3,367 % |
2,501 % |
|
124 |
5,915 % |
3,374 % |
2,507 % |
|
125 |
5,910 % |
3,380 % |
2,512 % |
|
126 |
5,904 % |
3,387 % |
2,518 % |
|
127 |
5,898 % |
3,393 % |
2,523 % |
|
128 |
5,893 % |
3,400 % |
2,528 % |
|
129 |
5,887 % |
3,406 % |
2,533 % |
|
130 |
5,882 % |
3,412 % |
2,539 % |
|
131 |
5,877 % |
3,418 % |
2,544 % |
|
132 |
5,872 % |
3,424 % |
2,549 % |
|
133 |
5,867 % |
3,430 % |
2,553 % |
|
134 |
5,862 % |
3,435 % |
2,558 % |
|
135 |
5,857 % |
3,441 % |
2,563 % |
|
136 |
5,852 % |
3,447 % |
2,568 % |
|
137 |
5,847 % |
3,452 % |
2,572 % |
|
138 |
5,843 % |
3,457 % |
2,577 % |
|
139 |
5,838 % |
3,463 % |
2,581 % |
|
140 |
5,833 % |
3,468 % |
2,586 % |
|
141 |
5,829 % |
3,473 % |
2,590 % |
|
142 |
5,824 % |
3,478 % |
2,594 % |
|
143 |
5,820 % |
3,483 % |
2,599 % |
|
144 |
5,816 % |
3,488 % |
2,603 % |
|
145 |
5,811 % |
3,493 % |
2,607 % |
|
146 |
5,807 % |
3,498 % |
2,611 % |
|
147 |
5,803 % |
3,503 % |
2,615 % |
|
148 |
5,799 % |
3,507 % |
2,619 % |
|
149 |
5,795 % |
3,512 % |
2,623 % |
|
150 |
5,791 % |
3,517 % |
2,627 % |
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 |
27 |
1 |
|
2 |
0 |
0 |
41 |
5 |
1 |
44 |
1 |
|
3 |
0 |
1 |
47 |
5 |
3 |
50 |
0 |
|
4 |
0 |
3 |
50 |
5 |
4 |
51 |
0 |
|
5 |
1 |
4 |
54 |
5 |
6 |
54 |
0 |
|
6 |
1 |
5 |
57 |
5 |
8 |
56 |
0 |
|
7 |
2 |
6 |
60 |
5 |
10 |
57 |
0 |
|
8 |
3 |
7 |
62 |
5 |
12 |
56 |
0 |
|
9 |
4 |
8 |
64 |
5 |
13 |
53 |
0 |
|
10 |
4 |
9 |
66 |
5 |
14 |
52 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
421 |
4 |
18 |
|
2 |
0 |
0 |
0 |
0 |
257 |
4 |
25 |
|
3 |
1 |
0 |
0 |
0 |
227 |
4 |
27 |
|
4 |
3 |
0 |
0 |
0 |
197 |
4 |
28 |
|
5 |
4 |
0 |
0 |
0 |
179 |
4 |
29 |
|
6 |
5 |
0 |
0 |
0 |
176 |
4 |
31 |
|
7 |
6 |
0 |
0 |
0 |
173 |
4 |
31 |
|
8 |
7 |
0 |
2 |
0 |
177 |
2 |
32 |
|
9 |
8 |
1 |
3 |
0 |
179 |
1 |
33 |
|
10 |
9 |
1 |
3 |
0 |
181 |
4 |
33 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
6 |
0 |
18 |
0 |
4 |
|
2 |
14 |
12 |
12 |
0 |
25 |
0 |
4 |
|
3 |
18 |
16 |
16 |
0 |
27 |
0 |
4 |
|
4 |
20 |
17 |
18 |
0 |
28 |
0 |
4 |
|
5 |
22 |
19 |
20 |
0 |
29 |
0 |
4 |
|
6 |
23 |
21 |
21 |
0 |
31 |
0 |
4 |
|
7 |
25 |
22 |
23 |
0 |
31 |
0 |
4 |
|
8 |
26 |
24 |
24 |
1 |
32 |
0 |
4 |
|
9 |
28 |
24 |
25 |
3 |
33 |
0 |
4 |
|
10 |
29 |
25 |
26 |
3 |
33 |
1 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
27 |
10 |
13 |
20 |
6 |
0 |
0 |
|
2 |
44 |
18 |
17 |
23 |
12 |
0 |
0 |
|
3 |
50 |
21 |
20 |
28 |
16 |
0 |
0 |
|
4 |
51 |
22 |
21 |
33 |
18 |
0 |
0 |
|
5 |
54 |
23 |
22 |
36 |
20 |
0 |
0 |
|
6 |
56 |
25 |
24 |
40 |
21 |
0 |
0 |
|
7 |
57 |
26 |
25 |
41 |
23 |
0 |
0 |
|
8 |
56 |
28 |
27 |
42 |
24 |
0 |
0 |
|
9 |
53 |
30 |
27 |
43 |
25 |
0 |
0 |
|
10 |
52 |
27 |
27 |
43 |
26 |
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 |
9 |
0 |
0 |
9 |
|
2 |
0 |
19 |
0 |
9 |
0 |
0 |
9 |
|
3 |
1 |
30 |
0 |
9 |
0 |
0 |
10 |
|
4 |
2 |
38 |
0 |
9 |
0 |
0 |
10 |
|
5 |
2 |
40 |
0 |
9 |
0 |
0 |
10 |
|
6 |
3 |
44 |
0 |
9 |
0 |
0 |
10 |
|
7 |
3 |
46 |
0 |
9 |
0 |
0 |
10 |
|
8 |
7 |
44 |
0 |
9 |
0 |
0 |
10 |
|
9 |
5 |
41 |
0 |
9 |
1 |
0 |
10 |
|
10 |
5 |
43 |
0 |
9 |
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 |
6 |
0 |
5 |
15 |
0 |
4 |
|
7 |
0 |
8 |
0 |
7 |
16 |
0 |
4 |
|
8 |
0 |
13 |
0 |
8 |
16 |
0 |
4 |
|
9 |
0 |
19 |
0 |
8 |
16 |
0 |
4 |
|
10 |
0 |
19 |
0 |
9 |
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 |
47 |
126 |
240 |
578 |
1 210 |
|
2 |
6 |
21 |
47 |
126 |
240 |
578 |
992 |
|
3 |
7 |
23 |
48 |
118 |
236 |
575 |
821 |
|
4 |
8 |
26 |
51 |
120 |
235 |
573 |
687 |
|
5 |
10 |
28 |
56 |
123 |
235 |
573 |
582 |
|
6 |
11 |
31 |
59 |
127 |
235 |
573 |
573 |
|
7 |
12 |
33 |
61 |
130 |
235 |
573 |
573 |
|
8 |
12 |
34 |
61 |
128 |
235 |
573 |
573 |
|
9 |
12 |
35 |
60 |
127 |
235 |
573 |
573 |
|
10 |
13 |
36 |
61 |
127 |
235 |
573 |
573 |
|
11 |
13 |
37 |
61 |
127 |
235 |
573 |
573 |
|
12 |
14 |
38 |
61 |
127 |
235 |
573 |
573 |
|
13 |
14 |
38 |
61 |
127 |
235 |
573 |
573 |
|
14 |
14 |
39 |
61 |
127 |
235 |
573 |
573 |
|
15 |
14 |
39 |
61 |
127 |
235 |
573 |
573 |
|
16 |
14 |
39 |
61 |
127 |
235 |
573 |
573 |
|
17 |
14 |
39 |
61 |
127 |
235 |
573 |
573 |
|
18 |
14 |
39 |
61 |
127 |
235 |
573 |
573 |
|
19 |
14 |
39 |
61 |
127 |
235 |
573 |
573 |
|
20 |
14 |
39 |
61 |
127 |
235 |
573 |
573 |
|
21 |
15 |
39 |
61 |
127 |
235 |
573 |
573 |
|
22 |
15 |
39 |
61 |
127 |
235 |
573 |
573 |
|
23 |
16 |
39 |
61 |
127 |
235 |
573 |
573 |
|
24 |
17 |
39 |
61 |
127 |
235 |
573 |
573 |
|
25 |
17 |
39 |
61 |
127 |
235 |
573 |
573 |
|
26 |
18 |
39 |
61 |
127 |
235 |
573 |
573 |
|
27 |
19 |
39 |
61 |
127 |
235 |
573 |
573 |
|
28 |
20 |
39 |
61 |
127 |
235 |
573 |
573 |
|
29 |
20 |
39 |
61 |
127 |
235 |
573 |
573 |
|
30 |
20 |
39 |
61 |
127 |
235 |
573 |
573 |
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 |
10 |
25 |
51 |
130 |
244 |
583 |
1 236 |
|
2 |
13 |
28 |
54 |
132 |
246 |
585 |
1 015 |
|
3 |
14 |
30 |
55 |
125 |
243 |
582 |
840 |
|
4 |
15 |
33 |
58 |
127 |
242 |
581 |
703 |
|
5 |
16 |
35 |
63 |
129 |
241 |
580 |
595 |
|
6 |
17 |
37 |
65 |
133 |
241 |
580 |
580 |
|
7 |
18 |
39 |
67 |
135 |
240 |
579 |
579 |
|
8 |
17 |
39 |
66 |
133 |
240 |
579 |
579 |
|
9 |
17 |
39 |
65 |
132 |
239 |
578 |
578 |
|
10 |
17 |
40 |
65 |
131 |
239 |
578 |
578 |
|
11 |
17 |
41 |
65 |
130 |
238 |
577 |
577 |
|
12 |
17 |
41 |
64 |
130 |
238 |
577 |
577 |
|
13 |
17 |
41 |
63 |
129 |
237 |
576 |
576 |
|
14 |
17 |
41 |
63 |
129 |
237 |
576 |
576 |
|
15 |
16 |
40 |
63 |
128 |
236 |
575 |
575 |
|
16 |
15 |
40 |
62 |
128 |
236 |
575 |
575 |
|
17 |
15 |
40 |
62 |
128 |
236 |
574 |
574 |
|
18 |
15 |
39 |
62 |
127 |
235 |
574 |
574 |
|
19 |
15 |
39 |
62 |
127 |
235 |
574 |
574 |
|
20 |
16 |
40 |
62 |
128 |
236 |
575 |
575 |
|
21 |
16 |
40 |
62 |
128 |
236 |
575 |
575 |
|
22 |
16 |
40 |
63 |
128 |
236 |
575 |
575 |
|
23 |
17 |
41 |
63 |
129 |
237 |
575 |
575 |
|
24 |
17 |
41 |
63 |
129 |
237 |
575 |
575 |
|
25 |
17 |
41 |
63 |
129 |
237 |
575 |
575 |
|
26 |
18 |
41 |
63 |
129 |
237 |
576 |
576 |
|
27 |
19 |
41 |
63 |
129 |
237 |
576 |
576 |
|
28 |
20 |
41 |
63 |
129 |
237 |
576 |
576 |
|
29 |
20 |
41 |
63 |
129 |
237 |
575 |
575 |
|
30 |
21 |
41 |
63 |
129 |
237 |
575 |
575 |
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 |
21 |
47 |
125 |
239 |
578 |
1 210 |
|
2 |
6 |
21 |
47 |
125 |
239 |
578 |
992 |
|
3 |
7 |
23 |
48 |
118 |
236 |
574 |
821 |
|
4 |
8 |
26 |
50 |
120 |
235 |
573 |
687 |
|
5 |
10 |
28 |
56 |
122 |
234 |
573 |
582 |
|
6 |
11 |
31 |
59 |
127 |
234 |
573 |
573 |
|
7 |
12 |
33 |
61 |
129 |
234 |
573 |
573 |
|
8 |
12 |
34 |
60 |
128 |
234 |
573 |
573 |
|
9 |
12 |
35 |
60 |
127 |
234 |
573 |
573 |
|
10 |
13 |
36 |
60 |
126 |
234 |
573 |
573 |
|
11 |
13 |
37 |
61 |
126 |
234 |
573 |
573 |
|
12 |
14 |
38 |
61 |
126 |
234 |
573 |
573 |
|
13 |
14 |
38 |
61 |
126 |
234 |
573 |
573 |
|
14 |
14 |
39 |
61 |
126 |
234 |
573 |
573 |
|
15 |
14 |
39 |
61 |
126 |
234 |
573 |
573 |
|
16 |
14 |
39 |
61 |
126 |
234 |
573 |
573 |
|
17 |
14 |
39 |
61 |
126 |
234 |
573 |
573 |
|
18 |
14 |
39 |
61 |
126 |
234 |
573 |
573 |
|
19 |
14 |
39 |
61 |
126 |
234 |
573 |
573 |
|
20 |
14 |
39 |
61 |
126 |
234 |
573 |
573 |
|
21 |
15 |
39 |
61 |
126 |
234 |
573 |
573 |
|
22 |
15 |
39 |
61 |
126 |
234 |
573 |
573 |
|
23 |
16 |
39 |
61 |
126 |
234 |
573 |
573 |
|
24 |
17 |
39 |
61 |
126 |
234 |
573 |
573 |
|
25 |
17 |
39 |
61 |
126 |
235 |
573 |
573 |
|
26 |
18 |
39 |
61 |
126 |
235 |
573 |
573 |
|
27 |
19 |
39 |
61 |
126 |
235 |
573 |
573 |
|
28 |
20 |
39 |
61 |
126 |
235 |
573 |
573 |
|
29 |
20 |
39 |
61 |
126 |
235 |
573 |
573 |
|
30 |
20 |
39 |
61 |
126 |
235 |
573 |
573 |
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 |
85 |
100 |
126 |
205 |
319 |
658 |
1 217 |
|
2 |
80 |
95 |
121 |
200 |
314 |
653 |
1 000 |
|
3 |
84 |
100 |
125 |
195 |
313 |
652 |
829 |
|
4 |
83 |
100 |
125 |
194 |
309 |
648 |
695 |
|
5 |
81 |
100 |
128 |
194 |
306 |
645 |
645 |
|
6 |
80 |
100 |
129 |
197 |
304 |
643 |
643 |
|
7 |
79 |
100 |
128 |
197 |
302 |
641 |
641 |
|
8 |
78 |
100 |
126 |
194 |
300 |
639 |
639 |
|
9 |
77 |
99 |
125 |
191 |
299 |
638 |
638 |
|
10 |
73 |
96 |
121 |
187 |
295 |
634 |
634 |
|
11 |
71 |
95 |
118 |
184 |
292 |
631 |
631 |
|
12 |
70 |
94 |
117 |
183 |
291 |
629 |
629 |
|
13 |
69 |
94 |
116 |
182 |
290 |
629 |
629 |
|
14 |
69 |
93 |
115 |
181 |
289 |
628 |
628 |
|
15 |
69 |
93 |
115 |
181 |
289 |
628 |
628 |
|
16 |
68 |
92 |
114 |
180 |
288 |
627 |
627 |
|
17 |
67 |
92 |
114 |
180 |
288 |
626 |
626 |
|
18 |
67 |
91 |
113 |
179 |
287 |
626 |
626 |
|
19 |
66 |
90 |
112 |
178 |
286 |
625 |
625 |
|
20 |
65 |
89 |
112 |
177 |
285 |
624 |
624 |
|
21 |
64 |
89 |
111 |
177 |
285 |
623 |
623 |
|
22 |
64 |
88 |
110 |
176 |
284 |
623 |
623 |
|
23 |
63 |
87 |
109 |
175 |
283 |
622 |
622 |
|
24 |
62 |
86 |
108 |
174 |
282 |
621 |
621 |
|
25 |
61 |
85 |
107 |
173 |
281 |
620 |
620 |
|
26 |
59 |
84 |
106 |
172 |
280 |
618 |
618 |
|
27 |
58 |
83 |
105 |
171 |
279 |
617 |
617 |
|
28 |
57 |
82 |
104 |
170 |
278 |
616 |
616 |
|
29 |
56 |
81 |
103 |
168 |
276 |
615 |
615 |
|
30 |
55 |
80 |
102 |
167 |
275 |
614 |
614 |
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 |
25 |
51 |
129 |
243 |
582 |
1 208 |
|
2 |
11 |
26 |
52 |
131 |
245 |
584 |
992 |
|
3 |
14 |
30 |
54 |
125 |
243 |
581 |
822 |
|
4 |
15 |
33 |
58 |
127 |
242 |
581 |
688 |
|
5 |
17 |
36 |
63 |
130 |
242 |
581 |
583 |
|
6 |
18 |
38 |
67 |
134 |
242 |
581 |
581 |
|
7 |
19 |
40 |
68 |
137 |
242 |
580 |
580 |
|
8 |
19 |
40 |
67 |
134 |
241 |
580 |
580 |
|
9 |
18 |
41 |
66 |
133 |
241 |
579 |
579 |
|
10 |
18 |
41 |
66 |
132 |
240 |
579 |
579 |
|
11 |
18 |
42 |
66 |
132 |
240 |
578 |
578 |
|
12 |
19 |
43 |
65 |
131 |
239 |
578 |
578 |
|
13 |
19 |
43 |
65 |
131 |
239 |
578 |
578 |
|
14 |
18 |
43 |
65 |
131 |
239 |
577 |
577 |
|
15 |
18 |
42 |
64 |
130 |
238 |
577 |
577 |
|
16 |
18 |
42 |
64 |
130 |
238 |
577 |
577 |
|
17 |
17 |
42 |
64 |
130 |
238 |
576 |
576 |
|
18 |
17 |
42 |
64 |
130 |
238 |
576 |
576 |
|
19 |
17 |
42 |
64 |
130 |
238 |
576 |
576 |
|
20 |
18 |
42 |
64 |
130 |
238 |
577 |
577 |
|
21 |
18 |
42 |
65 |
130 |
238 |
577 |
577 |
|
22 |
18 |
43 |
65 |
131 |
239 |
577 |
577 |
|
23 |
18 |
43 |
65 |
131 |
239 |
578 |
578 |
|
24 |
19 |
43 |
65 |
131 |
239 |
578 |
578 |
|
25 |
19 |
43 |
65 |
131 |
239 |
578 |
578 |
|
26 |
19 |
43 |
65 |
131 |
239 |
578 |
578 |
|
27 |
19 |
43 |
65 |
131 |
239 |
578 |
578 |
|
28 |
20 |
43 |
65 |
131 |
239 |
578 |
578 |
|
29 |
20 |
43 |
65 |
131 |
239 |
578 |
578 |
|
30 |
21 |
43 |
65 |
131 |
239 |
577 |
577 |
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 |
52 |
67 |
93 |
172 |
286 |
625 |
1 221 |
|
2 |
56 |
71 |
97 |
176 |
290 |
628 |
1 003 |
|
3 |
61 |
78 |
102 |
172 |
290 |
629 |
831 |
|
4 |
65 |
82 |
107 |
176 |
291 |
630 |
697 |
|
5 |
67 |
86 |
113 |
180 |
292 |
631 |
631 |
|
6 |
68 |
88 |
116 |
184 |
292 |
631 |
631 |
|
7 |
69 |
90 |
117 |
186 |
291 |
630 |
630 |
|
8 |
67 |
89 |
116 |
183 |
290 |
629 |
629 |
|
9 |
66 |
88 |
114 |
181 |
288 |
627 |
627 |
|
10 |
65 |
88 |
113 |
179 |
287 |
626 |
626 |
|
11 |
64 |
88 |
111 |
177 |
285 |
624 |
624 |
|
12 |
63 |
87 |
110 |
176 |
284 |
622 |
622 |
|
13 |
62 |
86 |
108 |
174 |
282 |
621 |
621 |
|
14 |
60 |
85 |
107 |
173 |
281 |
619 |
619 |
|
15 |
59 |
83 |
105 |
171 |
279 |
618 |
618 |
|
16 |
58 |
82 |
104 |
170 |
278 |
617 |
617 |
|
17 |
57 |
81 |
103 |
169 |
277 |
616 |
616 |
|
18 |
56 |
80 |
103 |
168 |
276 |
615 |
615 |
|
19 |
55 |
80 |
102 |
168 |
276 |
615 |
615 |
|
20 |
55 |
79 |
101 |
167 |
275 |
614 |
614 |
|
21 |
54 |
78 |
101 |
166 |
274 |
613 |
613 |
|
22 |
53 |
78 |
100 |
166 |
274 |
612 |
612 |
|
23 |
53 |
77 |
99 |
165 |
273 |
612 |
612 |
|
24 |
52 |
76 |
98 |
164 |
272 |
611 |
611 |
|
25 |
51 |
75 |
97 |
163 |
271 |
610 |
610 |
|
26 |
50 |
74 |
96 |
162 |
270 |
609 |
609 |
|
27 |
49 |
73 |
95 |
161 |
269 |
608 |
608 |
|
28 |
48 |
73 |
95 |
160 |
268 |
607 |
607 |
|
29 |
47 |
72 |
94 |
160 |
268 |
606 |
606 |
|
30 |
47 |
71 |
93 |
159 |
267 |
606 |
606 |
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 |
46 |
125 |
239 |
578 |
1 209 |
|
2 |
5 |
20 |
46 |
125 |
239 |
578 |
991 |
|
3 |
6 |
22 |
47 |
117 |
235 |
574 |
821 |
|
4 |
7 |
25 |
50 |
119 |
234 |
573 |
687 |
|
5 |
9 |
28 |
55 |
122 |
234 |
573 |
582 |
|
6 |
10 |
30 |
58 |
126 |
234 |
573 |
573 |
|
7 |
11 |
32 |
60 |
129 |
234 |
573 |
573 |
|
8 |
11 |
33 |
60 |
127 |
234 |
573 |
573 |
|
9 |
11 |
34 |
60 |
126 |
234 |
573 |
573 |
|
10 |
12 |
35 |
60 |
126 |
234 |
573 |
573 |
|
11 |
13 |
36 |
60 |
126 |
234 |
573 |
573 |
|
12 |
13 |
37 |
60 |
126 |
234 |
573 |
573 |
|
13 |
13 |
38 |
60 |
126 |
234 |
573 |
573 |
|
14 |
14 |
38 |
60 |
126 |
234 |
573 |
573 |
|
15 |
14 |
38 |
60 |
126 |
234 |
573 |
573 |
|
16 |
13 |
38 |
60 |
126 |
234 |
573 |
573 |
|
17 |
13 |
38 |
60 |
126 |
234 |
573 |
573 |
|
18 |
13 |
38 |
60 |
126 |
234 |
573 |
573 |
|
19 |
14 |
38 |
60 |
126 |
234 |
573 |
573 |
|
20 |
14 |
38 |
60 |
126 |
234 |
573 |
573 |
|
21 |
15 |
38 |
60 |
126 |
234 |
573 |
573 |
|
22 |
15 |
38 |
60 |
126 |
234 |
573 |
573 |
|
23 |
16 |
38 |
60 |
126 |
234 |
573 |
573 |
|
24 |
17 |
38 |
60 |
126 |
234 |
573 |
573 |
|
25 |
17 |
38 |
60 |
126 |
234 |
573 |
573 |
|
26 |
18 |
38 |
60 |
126 |
234 |
573 |
573 |
|
27 |
19 |
38 |
60 |
126 |
234 |
573 |
573 |
|
28 |
20 |
38 |
60 |
126 |
234 |
573 |
573 |
|
29 |
20 |
38 |
60 |
126 |
234 |
573 |
573 |
|
30 |
20 |
38 |
60 |
126 |
234 |
573 |
573 |
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 |
57 |
158 |
258 |
596 |
1 228 |
|
2 |
7 |
25 |
57 |
158 |
258 |
596 |
1 007 |
|
3 |
8 |
27 |
57 |
142 |
254 |
592 |
833 |
|
4 |
10 |
29 |
58 |
130 |
252 |
591 |
697 |
|
5 |
11 |
31 |
59 |
118 |
251 |
589 |
589 |
|
6 |
14 |
35 |
62 |
109 |
250 |
588 |
588 |
|
7 |
15 |
37 |
63 |
101 |
248 |
587 |
587 |
|
8 |
16 |
38 |
61 |
94 |
247 |
586 |
586 |
|
9 |
19 |
45 |
65 |
88 |
246 |
585 |
585 |
|
10 |
18 |
45 |
62 |
84 |
245 |
584 |
584 |
|
11 |
17 |
44 |
60 |
83 |
245 |
583 |
583 |
|
12 |
17 |
43 |
61 |
84 |
244 |
583 |
583 |
|
13 |
17 |
44 |
61 |
84 |
243 |
582 |
582 |
|
14 |
17 |
44 |
61 |
84 |
242 |
581 |
581 |
|
15 |
17 |
44 |
61 |
84 |
241 |
580 |
580 |
|
16 |
17 |
44 |
61 |
84 |
240 |
579 |
579 |
|
17 |
17 |
44 |
61 |
84 |
239 |
578 |
578 |
|
18 |
17 |
44 |
61 |
84 |
238 |
577 |
577 |
|
19 |
17 |
44 |
61 |
84 |
238 |
577 |
577 |
|
20 |
17 |
44 |
61 |
84 |
239 |
578 |
578 |
|
21 |
17 |
44 |
61 |
84 |
239 |
578 |
578 |
|
22 |
17 |
44 |
61 |
84 |
239 |
578 |
578 |
|
23 |
17 |
44 |
61 |
84 |
239 |
577 |
577 |
|
24 |
17 |
44 |
61 |
84 |
238 |
577 |
577 |
|
25 |
17 |
44 |
61 |
84 |
238 |
576 |
576 |
|
26 |
18 |
44 |
61 |
84 |
237 |
576 |
576 |
|
27 |
19 |
44 |
61 |
84 |
237 |
575 |
575 |
|
28 |
20 |
44 |
61 |
84 |
236 |
575 |
575 |
|
29 |
20 |
44 |
61 |
84 |
236 |
575 |
575 |
|
30 |
20 |
44 |
61 |
84 |
236 |
574 |
574 |
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 |
102 |
128 |
207 |
321 |
660 |
1 264 |
|
2 |
85 |
100 |
126 |
205 |
319 |
657 |
1 042 |
|
3 |
84 |
100 |
124 |
195 |
313 |
651 |
865 |
|
4 |
82 |
100 |
125 |
194 |
309 |
648 |
725 |
|
5 |
81 |
100 |
127 |
194 |
306 |
645 |
645 |
|
6 |
80 |
100 |
128 |
196 |
304 |
642 |
642 |
|
7 |
78 |
99 |
127 |
196 |
301 |
639 |
639 |
|
8 |
76 |
97 |
124 |
191 |
298 |
637 |
637 |
|
9 |
73 |
96 |
121 |
188 |
296 |
634 |
634 |
|
10 |
72 |
95 |
120 |
186 |
294 |
633 |
633 |
|
11 |
71 |
95 |
118 |
184 |
292 |
631 |
631 |
|
12 |
70 |
94 |
117 |
182 |
290 |
629 |
629 |
|
13 |
68 |
93 |
115 |
181 |
289 |
628 |
628 |
|
14 |
67 |
91 |
113 |
179 |
287 |
626 |
626 |
|
15 |
66 |
90 |
112 |
178 |
286 |
625 |
625 |
|
16 |
64 |
89 |
111 |
177 |
285 |
623 |
623 |
|
17 |
63 |
88 |
110 |
175 |
283 |
622 |
622 |
|
18 |
62 |
87 |
109 |
174 |
282 |
621 |
621 |
|
19 |
61 |
86 |
108 |
174 |
282 |
620 |
620 |
|
20 |
60 |
85 |
107 |
173 |
281 |
620 |
620 |
|
21 |
60 |
84 |
106 |
172 |
280 |
619 |
619 |
|
22 |
59 |
83 |
105 |
171 |
279 |
618 |
618 |
|
23 |
58 |
82 |
104 |
170 |
278 |
617 |
617 |
|
24 |
57 |
81 |
103 |
169 |
277 |
616 |
616 |
|
25 |
56 |
80 |
102 |
168 |
276 |
615 |
615 |
|
26 |
55 |
79 |
101 |
167 |
275 |
614 |
614 |
|
27 |
54 |
78 |
100 |
166 |
274 |
613 |
613 |
|
28 |
53 |
77 |
99 |
165 |
273 |
612 |
612 |
|
29 |
52 |
76 |
98 |
164 |
272 |
611 |
611 |
|
30 |
51 |
75 |
97 |
163 |
271 |
610 |
610 |
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 |
75 |
101 |
180 |
294 |
633 |
1 244 |
|
2 |
59 |
74 |
100 |
179 |
293 |
632 |
1 022 |
|
3 |
59 |
75 |
100 |
170 |
288 |
626 |
847 |
|
4 |
59 |
76 |
101 |
170 |
285 |
624 |
710 |
|
5 |
58 |
77 |
104 |
171 |
283 |
622 |
622 |
|
6 |
57 |
77 |
106 |
174 |
281 |
620 |
620 |
|
7 |
57 |
78 |
106 |
174 |
279 |
618 |
618 |
|
8 |
55 |
77 |
104 |
171 |
278 |
616 |
616 |
|
9 |
54 |
76 |
102 |
168 |
276 |
615 |
615 |
|
10 |
53 |
76 |
101 |
167 |
275 |
613 |
613 |
|
11 |
52 |
76 |
100 |
166 |
274 |
612 |
612 |
|
12 |
52 |
76 |
99 |
165 |
273 |
612 |
612 |
|
13 |
52 |
76 |
98 |
164 |
272 |
611 |
611 |
|
14 |
51 |
75 |
97 |
163 |
271 |
610 |
610 |
|
15 |
50 |
75 |
97 |
163 |
271 |
609 |
609 |
|
16 |
49 |
74 |
96 |
162 |
270 |
608 |
608 |
|
17 |
49 |
73 |
95 |
161 |
269 |
608 |
608 |
|
18 |
48 |
72 |
94 |
160 |
268 |
607 |
607 |
|
19 |
47 |
72 |
94 |
160 |
268 |
606 |
606 |
|
20 |
47 |
72 |
94 |
159 |
268 |
606 |
606 |
|
21 |
47 |
71 |
93 |
159 |
267 |
606 |
606 |
|
22 |
47 |
71 |
93 |
159 |
267 |
606 |
606 |
|
23 |
46 |
70 |
92 |
158 |
266 |
605 |
605 |
|
24 |
45 |
70 |
92 |
158 |
266 |
604 |
604 |
|
25 |
45 |
69 |
91 |
157 |
265 |
604 |
604 |
|
26 |
44 |
68 |
90 |
156 |
264 |
603 |
603 |
|
27 |
43 |
68 |
90 |
156 |
264 |
602 |
602 |
|
28 |
43 |
67 |
89 |
155 |
263 |
602 |
602 |
|
29 |
42 |
66 |
88 |
154 |
262 |
601 |
601 |
|
30 |
41 |
66 |
88 |
154 |
262 |
600 |
600 |
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 |
46 |
72 |
150 |
264 |
603 |
1 232 |
|
2 |
31 |
46 |
72 |
151 |
265 |
604 |
1 012 |
|
3 |
31 |
48 |
72 |
142 |
260 |
599 |
838 |
|
4 |
32 |
49 |
74 |
143 |
258 |
597 |
701 |
|
5 |
32 |
51 |
78 |
145 |
257 |
596 |
596 |
|
6 |
33 |
53 |
81 |
149 |
256 |
595 |
595 |
|
7 |
33 |
54 |
82 |
150 |
255 |
594 |
594 |
|
8 |
32 |
54 |
81 |
148 |
255 |
593 |
593 |
|
9 |
32 |
54 |
80 |
146 |
254 |
593 |
593 |
|
10 |
31 |
54 |
79 |
145 |
253 |
592 |
592 |
|
11 |
31 |
55 |
79 |
144 |
252 |
591 |
591 |
|
12 |
31 |
55 |
78 |
144 |
252 |
590 |
590 |
|
13 |
30 |
55 |
77 |
143 |
251 |
590 |
590 |
|
14 |
30 |
54 |
76 |
142 |
250 |
589 |
589 |
|
15 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
16 |
28 |
52 |
75 |
140 |
248 |
587 |
587 |
|
17 |
28 |
52 |
74 |
140 |
248 |
587 |
587 |
|
18 |
27 |
51 |
74 |
139 |
247 |
586 |
586 |
|
19 |
27 |
51 |
73 |
139 |
247 |
586 |
586 |
|
20 |
27 |
51 |
73 |
139 |
247 |
586 |
586 |
|
21 |
27 |
51 |
73 |
139 |
247 |
586 |
586 |
|
22 |
27 |
51 |
73 |
139 |
247 |
586 |
586 |
|
23 |
27 |
51 |
73 |
139 |
247 |
586 |
586 |
|
24 |
27 |
51 |
73 |
139 |
247 |
586 |
586 |
|
25 |
26 |
51 |
73 |
139 |
247 |
585 |
585 |
|
26 |
26 |
51 |
73 |
138 |
246 |
585 |
585 |
|
27 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
28 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
29 |
25 |
50 |
72 |
138 |
246 |
584 |
584 |
|
30 |
25 |
50 |
72 |
137 |
245 |
584 |
584 |
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 |
105 |
219 |
558 |
1 203 |
|
2 |
1 |
5 |
27 |
106 |
220 |
559 |
987 |
|
3 |
2 |
5 |
29 |
99 |
217 |
555 |
816 |
|
4 |
2 |
6 |
31 |
100 |
216 |
554 |
683 |
|
5 |
3 |
9 |
37 |
103 |
215 |
554 |
578 |
|
6 |
4 |
12 |
40 |
108 |
215 |
554 |
554 |
|
7 |
5 |
14 |
42 |
110 |
215 |
554 |
554 |
|
8 |
5 |
15 |
41 |
109 |
215 |
554 |
554 |
|
9 |
7 |
15 |
41 |
108 |
215 |
554 |
554 |
|
10 |
7 |
17 |
41 |
107 |
215 |
554 |
554 |
|
11 |
8 |
19 |
43 |
108 |
216 |
555 |
555 |
|
12 |
8 |
18 |
41 |
107 |
215 |
554 |
554 |
|
13 |
10 |
20 |
42 |
108 |
216 |
555 |
555 |
|
14 |
10 |
20 |
42 |
108 |
216 |
555 |
555 |
|
15 |
11 |
19 |
41 |
107 |
215 |
553 |
553 |
|
16 |
11 |
18 |
40 |
106 |
214 |
552 |
552 |
|
17 |
12 |
18 |
40 |
105 |
213 |
552 |
552 |
|
18 |
13 |
18 |
40 |
106 |
214 |
552 |
552 |
|
19 |
14 |
19 |
40 |
106 |
214 |
553 |
553 |
|
20 |
14 |
19 |
41 |
107 |
215 |
553 |
553 |
|
21 |
15 |
20 |
41 |
107 |
215 |
554 |
554 |
|
22 |
15 |
21 |
41 |
107 |
215 |
554 |
554 |
|
23 |
16 |
22 |
41 |
107 |
215 |
554 |
554 |
|
24 |
17 |
22 |
42 |
107 |
215 |
554 |
554 |
|
25 |
17 |
23 |
43 |
107 |
215 |
554 |
554 |
|
26 |
18 |
24 |
45 |
107 |
215 |
554 |
554 |
|
27 |
18 |
25 |
46 |
107 |
215 |
554 |
554 |
|
28 |
19 |
25 |
47 |
107 |
215 |
554 |
554 |
|
29 |
20 |
26 |
48 |
107 |
215 |
554 |
554 |
|
30 |
20 |
28 |
49 |
107 |
215 |
554 |
554 |
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 |
88 |
167 |
281 |
620 |
1 252 |
|
2 |
47 |
62 |
88 |
167 |
281 |
620 |
1 027 |
|
3 |
48 |
64 |
89 |
159 |
277 |
615 |
850 |
|
4 |
48 |
66 |
91 |
160 |
275 |
614 |
711 |
|
5 |
49 |
67 |
95 |
161 |
274 |
612 |
612 |
|
6 |
49 |
69 |
97 |
165 |
272 |
611 |
611 |
|
7 |
49 |
70 |
98 |
166 |
271 |
610 |
610 |
|
8 |
48 |
69 |
96 |
163 |
270 |
609 |
609 |
|
9 |
47 |
69 |
95 |
161 |
269 |
608 |
608 |
|
10 |
46 |
70 |
94 |
160 |
268 |
607 |
607 |
|
11 |
46 |
70 |
93 |
159 |
267 |
606 |
606 |
|
12 |
46 |
70 |
93 |
159 |
267 |
605 |
605 |
|
13 |
45 |
70 |
92 |
158 |
266 |
605 |
605 |
|
14 |
45 |
69 |
91 |
157 |
265 |
604 |
604 |
|
15 |
44 |
69 |
91 |
156 |
264 |
603 |
603 |
|
16 |
43 |
68 |
90 |
155 |
264 |
602 |
602 |
|
17 |
43 |
67 |
89 |
155 |
263 |
602 |
602 |
|
18 |
42 |
66 |
88 |
154 |
262 |
601 |
601 |
|
19 |
42 |
66 |
88 |
154 |
262 |
601 |
601 |
|
20 |
41 |
66 |
88 |
154 |
262 |
601 |
601 |
|
21 |
41 |
66 |
88 |
154 |
262 |
600 |
600 |
|
22 |
41 |
65 |
87 |
153 |
261 |
600 |
600 |
|
23 |
40 |
65 |
87 |
153 |
261 |
600 |
600 |
|
24 |
40 |
64 |
86 |
152 |
260 |
599 |
599 |
|
25 |
39 |
64 |
86 |
152 |
260 |
598 |
598 |
|
26 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
27 |
38 |
63 |
85 |
150 |
258 |
597 |
597 |
|
28 |
38 |
62 |
84 |
150 |
258 |
597 |
597 |
|
29 |
37 |
61 |
83 |
149 |
257 |
596 |
596 |
|
30 |
36 |
61 |
83 |
149 |
257 |
595 |
595 |
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 |
135 |
249 |
588 |
1 239 |
|
2 |
19 |
34 |
60 |
139 |
253 |
592 |
1 017 |
|
3 |
23 |
40 |
64 |
134 |
252 |
591 |
842 |
|
4 |
27 |
45 |
70 |
139 |
254 |
592 |
705 |
|
5 |
30 |
49 |
76 |
143 |
255 |
594 |
597 |
|
6 |
29 |
49 |
77 |
145 |
253 |
592 |
592 |
|
7 |
34 |
55 |
83 |
152 |
257 |
596 |
596 |
|
8 |
33 |
55 |
81 |
149 |
255 |
594 |
594 |
|
9 |
34 |
56 |
82 |
148 |
256 |
595 |
595 |
|
10 |
36 |
59 |
84 |
150 |
258 |
596 |
596 |
|
11 |
38 |
61 |
85 |
151 |
259 |
598 |
598 |
|
12 |
39 |
63 |
86 |
152 |
260 |
598 |
598 |
|
13 |
40 |
64 |
86 |
152 |
260 |
599 |
599 |
|
14 |
40 |
65 |
87 |
152 |
260 |
599 |
599 |
|
15 |
40 |
65 |
87 |
153 |
261 |
599 |
599 |
|
16 |
40 |
64 |
86 |
152 |
260 |
599 |
599 |
|
17 |
40 |
64 |
86 |
152 |
260 |
599 |
599 |
|
18 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
19 |
38 |
63 |
85 |
151 |
259 |
598 |
598 |
|
20 |
38 |
63 |
85 |
151 |
259 |
598 |
598 |
|
21 |
38 |
63 |
85 |
151 |
259 |
597 |
597 |
|
22 |
38 |
63 |
85 |
150 |
258 |
597 |
597 |
|
23 |
38 |
62 |
84 |
150 |
258 |
597 |
597 |
|
24 |
37 |
62 |
84 |
150 |
258 |
597 |
597 |
|
25 |
37 |
61 |
83 |
149 |
257 |
596 |
596 |
|
26 |
37 |
61 |
83 |
149 |
257 |
596 |
596 |
|
27 |
36 |
60 |
82 |
148 |
256 |
595 |
595 |
|
28 |
36 |
60 |
82 |
148 |
256 |
595 |
595 |
|
29 |
35 |
59 |
81 |
147 |
255 |
594 |
594 |
|
30 |
35 |
59 |
81 |
147 |
255 |
594 |
594 |
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 |
133 |
247 |
586 |
1 248 |
|
2 |
15 |
30 |
56 |
135 |
249 |
587 |
1 025 |
|
3 |
17 |
33 |
58 |
128 |
246 |
585 |
848 |
|
4 |
19 |
36 |
61 |
130 |
245 |
584 |
709 |
|
5 |
20 |
39 |
66 |
133 |
245 |
584 |
600 |
|
6 |
22 |
42 |
70 |
138 |
245 |
584 |
584 |
|
7 |
23 |
44 |
72 |
140 |
245 |
584 |
584 |
|
8 |
23 |
45 |
71 |
139 |
245 |
584 |
584 |
|
9 |
23 |
46 |
71 |
138 |
246 |
584 |
584 |
|
10 |
24 |
47 |
72 |
138 |
246 |
585 |
585 |
|
11 |
25 |
48 |
72 |
138 |
246 |
585 |
585 |
|
12 |
25 |
49 |
72 |
138 |
246 |
585 |
585 |
|
13 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
14 |
26 |
51 |
73 |
138 |
246 |
585 |
585 |
|
15 |
26 |
51 |
73 |
139 |
247 |
585 |
585 |
|
16 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
17 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
18 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
19 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
20 |
26 |
50 |
73 |
138 |
246 |
585 |
585 |
|
21 |
26 |
51 |
73 |
138 |
246 |
585 |
585 |
|
22 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
23 |
26 |
50 |
72 |
138 |
246 |
585 |
585 |
|
24 |
25 |
50 |
72 |
138 |
246 |
584 |
584 |
|
25 |
25 |
49 |
71 |
137 |
245 |
584 |
584 |
|
26 |
25 |
49 |
71 |
137 |
245 |
584 |
584 |
|
27 |
24 |
49 |
71 |
137 |
245 |
583 |
583 |
|
28 |
24 |
48 |
70 |
136 |
244 |
583 |
583 |
|
29 |
24 |
48 |
70 |
136 |
244 |
583 |
583 |
|
30 |
23 |
48 |
70 |
136 |
244 |
582 |
582 |
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 |
91 |
170 |
284 |
622 |
1 263 |
|
2 |
53 |
68 |
94 |
172 |
286 |
625 |
1 038 |
|
3 |
57 |
73 |
97 |
168 |
286 |
624 |
862 |
|
4 |
59 |
76 |
101 |
170 |
286 |
624 |
722 |
|
5 |
61 |
80 |
107 |
174 |
286 |
625 |
625 |
|
6 |
62 |
82 |
111 |
179 |
286 |
625 |
625 |
|
7 |
63 |
84 |
112 |
181 |
286 |
625 |
625 |
|
8 |
63 |
85 |
111 |
179 |
285 |
624 |
624 |
|
9 |
63 |
85 |
111 |
177 |
285 |
624 |
624 |
|
10 |
63 |
86 |
111 |
177 |
285 |
624 |
624 |
|
11 |
63 |
87 |
111 |
177 |
285 |
623 |
623 |
|
12 |
63 |
87 |
110 |
176 |
284 |
623 |
623 |
|
13 |
63 |
87 |
109 |
175 |
283 |
622 |
622 |
|
14 |
62 |
86 |
108 |
174 |
282 |
621 |
621 |
|
15 |
61 |
85 |
107 |
173 |
281 |
620 |
620 |
|
16 |
60 |
84 |
106 |
172 |
280 |
619 |
619 |
|
17 |
59 |
84 |
106 |
172 |
280 |
618 |
618 |
|
18 |
59 |
83 |
105 |
171 |
279 |
618 |
618 |
|
19 |
58 |
82 |
104 |
170 |
278 |
617 |
617 |
|
20 |
57 |
81 |
104 |
169 |
277 |
616 |
616 |
|
21 |
56 |
81 |
103 |
169 |
277 |
615 |
615 |
|
22 |
56 |
80 |
102 |
168 |
276 |
615 |
615 |
|
23 |
55 |
79 |
101 |
167 |
275 |
614 |
614 |
|
24 |
54 |
78 |
100 |
166 |
274 |
613 |
613 |
|
25 |
53 |
77 |
99 |
165 |
273 |
612 |
612 |
|
26 |
52 |
76 |
98 |
164 |
272 |
611 |
611 |
|
27 |
51 |
75 |
97 |
163 |
271 |
610 |
610 |
|
28 |
50 |
75 |
97 |
162 |
270 |
609 |
609 |
|
29 |
49 |
74 |
96 |
161 |
270 |
608 |
608 |
|
30 |
48 |
73 |
95 |
161 |
269 |
607 |
607 |
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 |
122 |
201 |
315 |
654 |
1 301 |
|
2 |
85 |
100 |
126 |
205 |
319 |
658 |
1 071 |
|
3 |
86 |
103 |
127 |
197 |
315 |
654 |
889 |
|
4 |
87 |
104 |
129 |
198 |
313 |
652 |
746 |
|
5 |
90 |
109 |
136 |
203 |
315 |
654 |
654 |
|
6 |
92 |
112 |
140 |
208 |
316 |
654 |
654 |
|
7 |
93 |
114 |
142 |
211 |
316 |
654 |
654 |
|
8 |
94 |
116 |
143 |
210 |
317 |
655 |
655 |
|
9 |
95 |
117 |
143 |
210 |
317 |
656 |
656 |
|
10 |
95 |
119 |
143 |
209 |
317 |
656 |
656 |
|
11 |
95 |
119 |
143 |
209 |
317 |
655 |
655 |
|
12 |
95 |
119 |
142 |
208 |
316 |
654 |
654 |
|
13 |
94 |
118 |
141 |
206 |
314 |
653 |
653 |
|
14 |
93 |
117 |
139 |
205 |
313 |
652 |
652 |
|
15 |
91 |
116 |
138 |
203 |
311 |
650 |
650 |
|
16 |
90 |
114 |
136 |
202 |
310 |
649 |
649 |
|
17 |
88 |
113 |
135 |
201 |
309 |
647 |
647 |
|
18 |
87 |
111 |
133 |
199 |
307 |
646 |
646 |
|
19 |
86 |
110 |
132 |
198 |
306 |
645 |
645 |
|
20 |
84 |
109 |
131 |
197 |
305 |
643 |
643 |
|
21 |
83 |
107 |
129 |
195 |
303 |
642 |
642 |
|
22 |
81 |
106 |
128 |
194 |
302 |
640 |
640 |
|
23 |
80 |
104 |
126 |
192 |
300 |
639 |
639 |
|
24 |
78 |
103 |
125 |
191 |
299 |
637 |
637 |
|
25 |
77 |
101 |
123 |
189 |
297 |
636 |
636 |
|
26 |
75 |
99 |
122 |
187 |
295 |
634 |
634 |
|
27 |
74 |
98 |
120 |
186 |
294 |
633 |
633 |
|
28 |
72 |
96 |
118 |
184 |
292 |
631 |
631 |
|
29 |
71 |
95 |
117 |
183 |
291 |
630 |
630 |
|
30 |
69 |
94 |
116 |
181 |
289 |
628 |
628 |
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 |
7 |
22 |
48 |
126 |
240 |
579 |
1 245 |
|
2 |
10 |
25 |
51 |
130 |
244 |
583 |
1 023 |
|
3 |
14 |
30 |
55 |
125 |
243 |
581 |
847 |
|
4 |
17 |
34 |
59 |
128 |
243 |
582 |
708 |
|
5 |
20 |
38 |
66 |
132 |
245 |
583 |
599 |
|
6 |
21 |
41 |
70 |
138 |
245 |
584 |
584 |
|
7 |
23 |
44 |
72 |
141 |
246 |
584 |
584 |
|
8 |
23 |
45 |
72 |
139 |
246 |
584 |
584 |
|
9 |
23 |
46 |
72 |
138 |
246 |
585 |
585 |
|
10 |
24 |
47 |
72 |
138 |
246 |
585 |
585 |
|
11 |
25 |
48 |
72 |
138 |
246 |
585 |
585 |
|
12 |
25 |
49 |
72 |
137 |
246 |
584 |
584 |
|
13 |
25 |
49 |
71 |
137 |
245 |
584 |
584 |
|
14 |
24 |
48 |
70 |
136 |
244 |
583 |
583 |
|
15 |
23 |
48 |
70 |
136 |
244 |
582 |
582 |
|
16 |
22 |
47 |
69 |
135 |
243 |
581 |
581 |
|
17 |
22 |
46 |
68 |
134 |
242 |
581 |
581 |
|
18 |
21 |
46 |
68 |
134 |
242 |
581 |
581 |
|
19 |
21 |
46 |
68 |
134 |
242 |
580 |
580 |
|
20 |
21 |
46 |
68 |
134 |
242 |
581 |
581 |
|
21 |
22 |
46 |
68 |
134 |
242 |
581 |
581 |
|
22 |
22 |
46 |
68 |
134 |
242 |
581 |
581 |
|
23 |
22 |
46 |
68 |
134 |
242 |
581 |
581 |
|
24 |
22 |
46 |
68 |
134 |
242 |
581 |
581 |
|
25 |
21 |
46 |
68 |
134 |
242 |
580 |
580 |
|
26 |
21 |
46 |
68 |
134 |
242 |
580 |
580 |
|
27 |
21 |
45 |
67 |
133 |
241 |
580 |
580 |
|
28 |
21 |
45 |
67 |
133 |
241 |
580 |
580 |
|
29 |
21 |
45 |
67 |
133 |
241 |
580 |
580 |
|
30 |
21 |
45 |
67 |
133 |
241 |
580 |
580 |
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 |
92 |
107 |
133 |
212 |
326 |
665 |
1 342 |
|
2 |
93 |
108 |
134 |
213 |
327 |
665 |
1 102 |
|
3 |
94 |
110 |
134 |
205 |
323 |
661 |
913 |
|
4 |
95 |
112 |
137 |
206 |
321 |
660 |
764 |
|
5 |
96 |
114 |
142 |
208 |
320 |
659 |
659 |
|
6 |
96 |
116 |
144 |
212 |
320 |
658 |
658 |
|
7 |
97 |
118 |
146 |
214 |
319 |
658 |
658 |
|
8 |
96 |
118 |
145 |
212 |
319 |
658 |
658 |
|
9 |
96 |
118 |
144 |
210 |
318 |
657 |
657 |
|
10 |
95 |
118 |
142 |
208 |
316 |
655 |
655 |
|
11 |
93 |
117 |
141 |
207 |
315 |
653 |
653 |
|
12 |
92 |
116 |
139 |
205 |
313 |
651 |
651 |
|
13 |
90 |
115 |
137 |
203 |
311 |
649 |
649 |
|
14 |
89 |
113 |
135 |
201 |
309 |
648 |
648 |
|
15 |
87 |
111 |
133 |
199 |
307 |
646 |
646 |
|
16 |
85 |
109 |
131 |
197 |
305 |
644 |
644 |
|
17 |
83 |
107 |
129 |
195 |
303 |
642 |
642 |
|
18 |
81 |
106 |
128 |
194 |
302 |
640 |
640 |
|
19 |
80 |
104 |
126 |
192 |
300 |
639 |
639 |
|
20 |
79 |
103 |
125 |
191 |
299 |
638 |
638 |
|
21 |
78 |
102 |
124 |
190 |
298 |
637 |
637 |
|
22 |
77 |
101 |
123 |
189 |
297 |
636 |
636 |
|
23 |
76 |
100 |
122 |
188 |
296 |
635 |
635 |
|
24 |
75 |
99 |
121 |
187 |
295 |
634 |
634 |
|
25 |
73 |
98 |
120 |
186 |
294 |
633 |
633 |
|
26 |
72 |
97 |
119 |
185 |
293 |
631 |
631 |
|
27 |
71 |
96 |
118 |
183 |
292 |
630 |
630 |
|
28 |
70 |
95 |
117 |
182 |
290 |
629 |
629 |
|
29 |
69 |
94 |
116 |
181 |
289 |
628 |
628 |
|
30 |
68 |
93 |
115 |
180 |
288 |
627 |
627 |
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 |
348 |
363 |
389 |
468 |
582 |
921 |
1 373 |
|
2 |
78 |
93 |
119 |
197 |
311 |
650 |
1 125 |
|
3 |
82 |
98 |
122 |
193 |
311 |
649 |
928 |
|
4 |
85 |
103 |
128 |
197 |
312 |
651 |
776 |
|
5 |
88 |
107 |
134 |
201 |
313 |
652 |
656 |
|
6 |
90 |
110 |
138 |
206 |
314 |
653 |
653 |
|
7 |
92 |
113 |
141 |
209 |
314 |
653 |
653 |
|
8 |
92 |
114 |
141 |
208 |
315 |
654 |
654 |
|
9 |
93 |
115 |
141 |
208 |
315 |
654 |
654 |
|
10 |
93 |
116 |
141 |
207 |
315 |
654 |
654 |
|
11 |
94 |
117 |
141 |
207 |
315 |
654 |
654 |
|
12 |
94 |
118 |
141 |
207 |
315 |
654 |
654 |
|
13 |
95 |
119 |
141 |
207 |
315 |
654 |
654 |
|
14 |
96 |
120 |
142 |
208 |
316 |
655 |
655 |
|
15 |
96 |
121 |
143 |
209 |
317 |
655 |
655 |
|
16 |
97 |
122 |
144 |
210 |
318 |
656 |
656 |
|
17 |
98 |
123 |
145 |
211 |
319 |
657 |
657 |
|
18 |
99 |
124 |
146 |
212 |
320 |
658 |
658 |
|
19 |
100 |
125 |
147 |
213 |
321 |
659 |
659 |
|
20 |
101 |
125 |
147 |
213 |
321 |
660 |
660 |
|
21 |
101 |
126 |
148 |
213 |
321 |
660 |
660 |
|
22 |
101 |
125 |
147 |
213 |
321 |
660 |
660 |
|
23 |
100 |
125 |
147 |
213 |
321 |
660 |
660 |
|
24 |
100 |
124 |
146 |
212 |
320 |
659 |
659 |
|
25 |
99 |
123 |
145 |
211 |
319 |
658 |
658 |
|
26 |
98 |
122 |
144 |
210 |
318 |
657 |
657 |
|
27 |
97 |
121 |
143 |
209 |
317 |
656 |
656 |
|
28 |
95 |
120 |
142 |
207 |
315 |
654 |
654 |
|
29 |
94 |
118 |
140 |
206 |
314 |
653 |
653 |
|
30 |
93 |
117 |
139 |
205 |
313 |
652 |
652 |
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 |
115 |
229 |
568 |
1 223 |
|
2 |
1 |
10 |
36 |
115 |
229 |
568 |
1 002 |
|
3 |
2 |
12 |
37 |
107 |
225 |
563 |
829 |
|
4 |
2 |
14 |
39 |
108 |
223 |
562 |
693 |
|
5 |
3 |
16 |
43 |
110 |
222 |
561 |
586 |
|
6 |
4 |
17 |
46 |
114 |
221 |
560 |
560 |
|
7 |
5 |
19 |
47 |
116 |
221 |
559 |
559 |
|
8 |
5 |
19 |
46 |
113 |
220 |
559 |
559 |
|
9 |
7 |
19 |
45 |
111 |
219 |
558 |
558 |
|
10 |
7 |
20 |
44 |
110 |
218 |
557 |
557 |
|
11 |
8 |
21 |
44 |
110 |
218 |
557 |
557 |
|
12 |
8 |
21 |
44 |
110 |
218 |
557 |
557 |
|
13 |
10 |
22 |
44 |
110 |
218 |
557 |
557 |
|
14 |
10 |
22 |
44 |
110 |
218 |
557 |
557 |
|
15 |
11 |
23 |
45 |
111 |
219 |
557 |
557 |
|
16 |
11 |
23 |
45 |
110 |
219 |
557 |
557 |
|
17 |
12 |
23 |
45 |
111 |
219 |
558 |
558 |
|
18 |
13 |
23 |
45 |
111 |
219 |
558 |
558 |
|
19 |
14 |
24 |
46 |
112 |
220 |
559 |
559 |
|
20 |
14 |
25 |
47 |
113 |
221 |
560 |
560 |
|
21 |
15 |
26 |
48 |
114 |
222 |
560 |
560 |
|
22 |
16 |
26 |
49 |
114 |
222 |
561 |
561 |
|
23 |
17 |
27 |
49 |
115 |
223 |
562 |
562 |
|
24 |
17 |
28 |
50 |
116 |
224 |
562 |
562 |
|
25 |
17 |
28 |
50 |
116 |
224 |
563 |
563 |
|
26 |
18 |
28 |
51 |
116 |
224 |
563 |
563 |
|
27 |
19 |
29 |
51 |
117 |
225 |
564 |
564 |
|
28 |
20 |
29 |
51 |
117 |
225 |
564 |
564 |
|
29 |
20 |
30 |
52 |
117 |
225 |
564 |
564 |
|
30 |
21 |
30 |
52 |
118 |
226 |
564 |
564 |
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 |
94 |
173 |
287 |
626 |
1 254 |
|
2 |
54 |
69 |
95 |
174 |
288 |
627 |
1 029 |
|
3 |
55 |
72 |
96 |
166 |
284 |
623 |
852 |
|
4 |
56 |
73 |
98 |
167 |
282 |
621 |
714 |
|
5 |
56 |
75 |
102 |
169 |
281 |
620 |
620 |
|
6 |
57 |
77 |
105 |
173 |
281 |
620 |
620 |
|
7 |
57 |
78 |
106 |
174 |
279 |
618 |
618 |
|
8 |
56 |
78 |
105 |
172 |
279 |
617 |
617 |
|
9 |
55 |
78 |
104 |
170 |
278 |
617 |
617 |
|
10 |
55 |
78 |
102 |
168 |
276 |
615 |
615 |
|
11 |
54 |
77 |
101 |
167 |
275 |
614 |
614 |
|
12 |
52 |
76 |
99 |
165 |
273 |
612 |
612 |
|
13 |
51 |
75 |
98 |
164 |
272 |
610 |
610 |
|
14 |
50 |
74 |
96 |
162 |
270 |
609 |
609 |
|
15 |
48 |
73 |
95 |
161 |
269 |
607 |
607 |
|
16 |
47 |
71 |
93 |
159 |
267 |
606 |
606 |
|
17 |
45 |
70 |
92 |
158 |
266 |
604 |
604 |
|
18 |
44 |
69 |
91 |
156 |
264 |
603 |
603 |
|
19 |
43 |
68 |
90 |
156 |
264 |
602 |
602 |
|
20 |
43 |
67 |
89 |
155 |
263 |
602 |
602 |
|
21 |
42 |
66 |
89 |
154 |
262 |
601 |
601 |
|
22 |
41 |
66 |
88 |
154 |
262 |
601 |
601 |
|
23 |
41 |
65 |
87 |
153 |
261 |
600 |
600 |
|
24 |
40 |
64 |
86 |
152 |
260 |
599 |
599 |
|
25 |
39 |
64 |
86 |
152 |
260 |
598 |
598 |
|
26 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
27 |
38 |
62 |
84 |
150 |
258 |
597 |
597 |
|
28 |
37 |
62 |
84 |
150 |
258 |
596 |
596 |
|
29 |
37 |
61 |
83 |
149 |
257 |
596 |
596 |
|
30 |
36 |
60 |
82 |
148 |
256 |
595 |
595 |
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 |
156 |
234 |
348 |
687 |
1 348 |
|
2 |
116 |
131 |
157 |
235 |
350 |
688 |
1 105 |
|
3 |
118 |
134 |
159 |
229 |
347 |
686 |
915 |
|
4 |
120 |
137 |
162 |
231 |
347 |
685 |
766 |
|
5 |
122 |
140 |
168 |
234 |
347 |
685 |
685 |
|
6 |
122 |
142 |
171 |
239 |
346 |
685 |
685 |
|
7 |
123 |
144 |
172 |
241 |
346 |
684 |
684 |
|
8 |
122 |
144 |
171 |
238 |
345 |
684 |
684 |
|
9 |
121 |
144 |
170 |
236 |
344 |
683 |
683 |
|
10 |
121 |
144 |
169 |
235 |
343 |
681 |
681 |
|
11 |
120 |
143 |
167 |
233 |
341 |
680 |
680 |
|
12 |
118 |
142 |
165 |
231 |
339 |
678 |
678 |
|
13 |
117 |
141 |
163 |
229 |
337 |
676 |
676 |
|
14 |
115 |
139 |
161 |
227 |
335 |
674 |
674 |
|
15 |
112 |
137 |
159 |
224 |
332 |
671 |
671 |
|
16 |
110 |
134 |
156 |
222 |
330 |
669 |
669 |
|
17 |
107 |
132 |
154 |
220 |
328 |
666 |
666 |
|
18 |
105 |
129 |
151 |
217 |
325 |
664 |
664 |
|
19 |
103 |
127 |
149 |
215 |
323 |
662 |
662 |
|
20 |
101 |
126 |
148 |
213 |
321 |
660 |
660 |
|
21 |
99 |
124 |
146 |
212 |
320 |
659 |
659 |
|
22 |
98 |
122 |
144 |
210 |
318 |
657 |
657 |
|
23 |
96 |
120 |
142 |
208 |
316 |
655 |
655 |
|
24 |
94 |
118 |
140 |
206 |
314 |
653 |
653 |
|
25 |
92 |
117 |
139 |
205 |
313 |
651 |
651 |
|
26 |
91 |
115 |
137 |
203 |
311 |
650 |
650 |
|
27 |
89 |
113 |
135 |
201 |
309 |
648 |
648 |
|
28 |
87 |
112 |
134 |
199 |
307 |
646 |
646 |
|
29 |
86 |
110 |
132 |
198 |
306 |
645 |
645 |
|
30 |
84 |
109 |
130 |
196 |
304 |
643 |
643 |
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 |
174 |
189 |
215 |
294 |
408 |
746 |
1 348 |
|
2 |
183 |
198 |
224 |
303 |
417 |
755 |
1 117 |
|
3 |
188 |
204 |
229 |
299 |
417 |
755 |
933 |
|
4 |
190 |
207 |
232 |
301 |
417 |
755 |
785 |
|
5 |
191 |
210 |
237 |
304 |
416 |
755 |
755 |
|
6 |
191 |
211 |
239 |
307 |
414 |
753 |
753 |
|
7 |
190 |
211 |
239 |
308 |
413 |
752 |
752 |
|
8 |
189 |
210 |
237 |
304 |
411 |
750 |
750 |
|
9 |
187 |
210 |
235 |
302 |
410 |
748 |
748 |
|
10 |
186 |
210 |
234 |
300 |
408 |
747 |
747 |
|
11 |
185 |
209 |
232 |
298 |
406 |
745 |
745 |
|
12 |
183 |
207 |
230 |
296 |
404 |
742 |
742 |
|
13 |
180 |
204 |
227 |
293 |
401 |
739 |
739 |
|
14 |
177 |
202 |
224 |
289 |
398 |
736 |
736 |
|
15 |
174 |
198 |
220 |
286 |
394 |
733 |
733 |
|
16 |
171 |
195 |
217 |
283 |
391 |
730 |
730 |
|
17 |
168 |
192 |
214 |
280 |
388 |
727 |
727 |
|
18 |
164 |
189 |
211 |
277 |
385 |
723 |
723 |
|
19 |
161 |
186 |
208 |
274 |
382 |
720 |
720 |
|
20 |
158 |
183 |
205 |
270 |
379 |
717 |
717 |
|
21 |
155 |
179 |
202 |
267 |
375 |
714 |
714 |
|
22 |
152 |
176 |
198 |
264 |
372 |
711 |
711 |
|
23 |
149 |
173 |
195 |
261 |
369 |
708 |
708 |
|
24 |
146 |
170 |
192 |
258 |
366 |
705 |
705 |
|
25 |
143 |
167 |
189 |
255 |
363 |
702 |
702 |
|
26 |
139 |
164 |
186 |
252 |
360 |
698 |
698 |
|
27 |
137 |
161 |
183 |
249 |
357 |
696 |
696 |
|
28 |
134 |
158 |
180 |
246 |
354 |
693 |
693 |
|
29 |
131 |
155 |
177 |
243 |
351 |
690 |
690 |
|
30 |
128 |
152 |
174 |
240 |
348 |
687 |
687 |
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 |
27 |
42 |
68 |
147 |
261 |
600 |
1 287 |
|
2 |
28 |
43 |
69 |
148 |
262 |
601 |
1 055 |
|
3 |
30 |
46 |
70 |
141 |
259 |
597 |
872 |
|
4 |
30 |
48 |
73 |
142 |
257 |
596 |
730 |
|
5 |
32 |
50 |
78 |
144 |
257 |
595 |
618 |
|
6 |
32 |
52 |
80 |
148 |
256 |
594 |
594 |
|
7 |
32 |
53 |
81 |
150 |
255 |
594 |
594 |
|
8 |
31 |
53 |
80 |
147 |
254 |
592 |
592 |
|
9 |
30 |
53 |
79 |
145 |
253 |
592 |
592 |
|
10 |
30 |
53 |
78 |
144 |
252 |
591 |
591 |
|
11 |
30 |
54 |
77 |
143 |
251 |
590 |
590 |
|
12 |
30 |
54 |
77 |
143 |
251 |
589 |
589 |
|
13 |
30 |
54 |
76 |
142 |
250 |
589 |
589 |
|
14 |
29 |
54 |
76 |
142 |
250 |
588 |
588 |
|
15 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
16 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
17 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
18 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
19 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
20 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
21 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
22 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
23 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
24 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
25 |
29 |
53 |
75 |
141 |
249 |
588 |
588 |
|
26 |
28 |
53 |
75 |
141 |
249 |
587 |
587 |
|
27 |
28 |
52 |
74 |
140 |
248 |
587 |
587 |
|
28 |
28 |
52 |
74 |
140 |
248 |
587 |
587 |
|
29 |
28 |
52 |
74 |
140 |
248 |
587 |
587 |
|
30 |
27 |
52 |
74 |
139 |
247 |
586 |
586 |
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 |
23 |
38 |
64 |
143 |
257 |
596 |
1 283 |
|
2 |
25 |
40 |
66 |
145 |
259 |
598 |
1 052 |
|
3 |
28 |
44 |
69 |
139 |
257 |
596 |
870 |
|
4 |
31 |
48 |
73 |
142 |
257 |
596 |
727 |
|
5 |
33 |
52 |
79 |
146 |
258 |
597 |
615 |
|
6 |
34 |
54 |
83 |
151 |
258 |
597 |
597 |
|
7 |
36 |
57 |
85 |
154 |
259 |
598 |
598 |
|
8 |
36 |
58 |
85 |
152 |
259 |
598 |
598 |
|
9 |
37 |
59 |
85 |
151 |
259 |
598 |
598 |
|
10 |
38 |
61 |
85 |
151 |
259 |
598 |
598 |
|
11 |
39 |
62 |
86 |
152 |
260 |
599 |
599 |
|
12 |
39 |
63 |
86 |
152 |
260 |
599 |
599 |
|
13 |
39 |
64 |
86 |
152 |
260 |
599 |
599 |
|
14 |
40 |
64 |
86 |
152 |
260 |
598 |
598 |
|
15 |
39 |
64 |
86 |
152 |
260 |
598 |
598 |
|
16 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
17 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
18 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
19 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
20 |
39 |
63 |
86 |
151 |
259 |
598 |
598 |
|
21 |
39 |
64 |
86 |
152 |
260 |
598 |
598 |
|
22 |
39 |
64 |
86 |
152 |
260 |
598 |
598 |
|
23 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
24 |
39 |
63 |
85 |
151 |
259 |
598 |
598 |
|
25 |
38 |
63 |
85 |
151 |
259 |
597 |
597 |
|
26 |
38 |
62 |
84 |
150 |
258 |
597 |
597 |
|
27 |
38 |
62 |
84 |
150 |
258 |
597 |
597 |
|
28 |
37 |
61 |
83 |
149 |
257 |
596 |
596 |
|
29 |
37 |
61 |
83 |
149 |
257 |
596 |
596 |
|
30 |
36 |
60 |
82 |
148 |
256 |
595 |
595 |
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 |
124 |
139 |
165 |
244 |
358 |
697 |
1 362 |
|
2 |
123 |
138 |
164 |
243 |
357 |
696 |
1 114 |
|
3 |
123 |
139 |
164 |
234 |
352 |
691 |
921 |
|
4 |
123 |
141 |
166 |
235 |
350 |
689 |
769 |
|
5 |
124 |
143 |
170 |
237 |
349 |
688 |
688 |
|
6 |
124 |
143 |
172 |
240 |
347 |
686 |
686 |
|
7 |
124 |
145 |
173 |
241 |
346 |
685 |
685 |
|
8 |
123 |
145 |
171 |
239 |
345 |
684 |
684 |
|
9 |
122 |
144 |
170 |
236 |
344 |
683 |
683 |
|
10 |
122 |
145 |
170 |
236 |
344 |
682 |
682 |
|
11 |
122 |
145 |
169 |
235 |
343 |
682 |
682 |
|
12 |
121 |
145 |
168 |
234 |
342 |
680 |
680 |
|
13 |
120 |
144 |
167 |
232 |
340 |
679 |
679 |
|
14 |
119 |
143 |
165 |
231 |
339 |
678 |
678 |
|
15 |
117 |
141 |
163 |
229 |
337 |
676 |
676 |
|
16 |
115 |
139 |
161 |
227 |
335 |
674 |
674 |
|
17 |
112 |
136 |
158 |
224 |
332 |
671 |
671 |
|
18 |
109 |
134 |
156 |
222 |
330 |
669 |
669 |
|
19 |
107 |
132 |
154 |
220 |
328 |
666 |
666 |
|
20 |
105 |
129 |
152 |
217 |
325 |
664 |
664 |
|
21 |
103 |
127 |
149 |
215 |
323 |
662 |
662 |
|
22 |
101 |
125 |
147 |
213 |
321 |
660 |
660 |
|
23 |
98 |
123 |
145 |
211 |
319 |
658 |
658 |
|
24 |
96 |
121 |
143 |
209 |
317 |
655 |
655 |
|
25 |
94 |
118 |
140 |
206 |
314 |
653 |
653 |
|
26 |
92 |
116 |
138 |
204 |
312 |
651 |
651 |
|
27 |
90 |
114 |
136 |
202 |
310 |
649 |
649 |
|
28 |
88 |
112 |
134 |
200 |
308 |
647 |
647 |
|
29 |
86 |
110 |
132 |
198 |
306 |
645 |
645 |
|
30 |
84 |
108 |
130 |
196 |
304 |
643 |
643 |
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 |
9 |
35 |
114 |
228 |
567 |
1 241 |
|
2 |
1 |
11 |
37 |
116 |
230 |
569 |
1 019 |
|
3 |
2 |
15 |
40 |
110 |
228 |
566 |
843 |
|
4 |
2 |
19 |
44 |
113 |
228 |
567 |
705 |
|
5 |
4 |
23 |
50 |
117 |
229 |
568 |
597 |
|
6 |
5 |
25 |
54 |
122 |
229 |
568 |
568 |
|
7 |
7 |
28 |
56 |
125 |
230 |
568 |
568 |
|
8 |
7 |
29 |
56 |
123 |
230 |
568 |
568 |
|
9 |
7 |
30 |
55 |
122 |
230 |
568 |
568 |
|
10 |
8 |
31 |
55 |
121 |
230 |
568 |
568 |
|
11 |
8 |
32 |
55 |
121 |
229 |
568 |
568 |
|
12 |
8 |
32 |
55 |
121 |
229 |
568 |
568 |
|
13 |
10 |
33 |
55 |
121 |
229 |
568 |
568 |
|
14 |
10 |
33 |
55 |
121 |
229 |
567 |
567 |
|
15 |
11 |
33 |
55 |
120 |
228 |
567 |
567 |
|
16 |
11 |
32 |
54 |
120 |
228 |
567 |
567 |
|
17 |
13 |
32 |
54 |
120 |
228 |
567 |
567 |
|
18 |
13 |
32 |
54 |
120 |
228 |
567 |
567 |
|
19 |
14 |
32 |
54 |
120 |
228 |
567 |
567 |
|
20 |
14 |
33 |
55 |
121 |
229 |
568 |
568 |
|
21 |
15 |
34 |
56 |
121 |
229 |
568 |
568 |
|
22 |
16 |
34 |
56 |
122 |
230 |
569 |
569 |
|
23 |
17 |
34 |
56 |
122 |
230 |
569 |
569 |
|
24 |
17 |
35 |
57 |
122 |
231 |
569 |
569 |
|
25 |
18 |
35 |
57 |
123 |
231 |
570 |
570 |
|
26 |
18 |
35 |
57 |
123 |
231 |
570 |
570 |
|
27 |
19 |
35 |
57 |
123 |
231 |
570 |
570 |
|
28 |
20 |
35 |
57 |
123 |
231 |
570 |
570 |
|
29 |
20 |
35 |
57 |
123 |
231 |
570 |
570 |
|
30 |
21 |
36 |
58 |
123 |
231 |
570 |
570 |
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 |
76 |
155 |
269 |
607 |
1 250 |
|
2 |
35 |
50 |
76 |
155 |
269 |
608 |
1 026 |
|
3 |
35 |
52 |
76 |
146 |
265 |
603 |
849 |
|
4 |
36 |
53 |
78 |
147 |
262 |
601 |
709 |
|
5 |
36 |
55 |
82 |
149 |
261 |
600 |
600 |
|
6 |
39 |
59 |
87 |
155 |
262 |
601 |
601 |
|
7 |
36 |
57 |
85 |
154 |
259 |
598 |
598 |
|
8 |
40 |
62 |
89 |
156 |
263 |
602 |
602 |
|
9 |
39 |
62 |
88 |
154 |
262 |
601 |
601 |
|
10 |
34 |
57 |
82 |
148 |
256 |
595 |
595 |
|
11 |
30 |
53 |
77 |
143 |
251 |
590 |
590 |
|
12 |
27 |
51 |
73 |
139 |
247 |
586 |
586 |
|
13 |
24 |
49 |
71 |
137 |
245 |
583 |
583 |
|
14 |
23 |
47 |
69 |
135 |
243 |
581 |
581 |
|
15 |
21 |
45 |
67 |
133 |
241 |
580 |
580 |
|
16 |
19 |
44 |
66 |
132 |
240 |
578 |
578 |
|
17 |
18 |
43 |
65 |
131 |
239 |
578 |
578 |
|
18 |
18 |
42 |
64 |
130 |
238 |
577 |
577 |
|
19 |
17 |
42 |
64 |
130 |
238 |
576 |
576 |
|
20 |
17 |
42 |
64 |
130 |
238 |
577 |
577 |
|
21 |
18 |
42 |
64 |
130 |
238 |
577 |
577 |
|
22 |
18 |
42 |
64 |
130 |
238 |
577 |
577 |
|
23 |
18 |
42 |
64 |
130 |
238 |
577 |
577 |
|
24 |
17 |
42 |
64 |
130 |
238 |
576 |
576 |
|
25 |
18 |
42 |
64 |
130 |
238 |
576 |
576 |
|
26 |
18 |
42 |
64 |
129 |
238 |
576 |
576 |
|
27 |
19 |
41 |
64 |
129 |
237 |
576 |
576 |
|
28 |
20 |
41 |
63 |
129 |
237 |
576 |
576 |
|
29 |
20 |
41 |
63 |
129 |
237 |
576 |
576 |
|
30 |
21 |
41 |
63 |
129 |
237 |
576 |
576 |
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 |
187 |
203 |
229 |
307 |
421 |
760 |
1 498 |
|
2 |
185 |
200 |
226 |
305 |
419 |
758 |
1 221 |
|
3 |
182 |
198 |
223 |
293 |
411 |
750 |
1 006 |
|
4 |
179 |
197 |
222 |
291 |
406 |
745 |
836 |
|
5 |
176 |
195 |
222 |
289 |
401 |
740 |
740 |
|
6 |
173 |
193 |
222 |
290 |
397 |
736 |
736 |
|
7 |
170 |
191 |
219 |
288 |
393 |
732 |
732 |
|
8 |
166 |
188 |
215 |
282 |
389 |
727 |
727 |
|
9 |
162 |
185 |
210 |
277 |
385 |
723 |
723 |
|
10 |
159 |
182 |
207 |
273 |
381 |
720 |
720 |
|
11 |
156 |
179 |
203 |
269 |
377 |
716 |
716 |
|
12 |
152 |
176 |
199 |
265 |
373 |
712 |
712 |
|
13 |
149 |
173 |
195 |
261 |
369 |
708 |
708 |
|
14 |
145 |
170 |
192 |
257 |
365 |
704 |
704 |
|
15 |
142 |
166 |
188 |
254 |
362 |
701 |
701 |
|
16 |
138 |
163 |
185 |
251 |
359 |
697 |
697 |
|
17 |
135 |
160 |
182 |
248 |
356 |
694 |
694 |
|
18 |
132 |
157 |
179 |
245 |
353 |
691 |
691 |
|
19 |
130 |
154 |
176 |
242 |
350 |
689 |
689 |
|
20 |
127 |
151 |
173 |
239 |
347 |
686 |
686 |
|
21 |
124 |
149 |
171 |
237 |
345 |
684 |
684 |
|
22 |
122 |
146 |
168 |
234 |
342 |
681 |
681 |
|
23 |
119 |
144 |
166 |
232 |
340 |
678 |
678 |
|
24 |
117 |
141 |
163 |
229 |
337 |
676 |
676 |
|
25 |
114 |
139 |
161 |
227 |
335 |
674 |
674 |
|
26 |
112 |
136 |
158 |
224 |
332 |
671 |
671 |
|
27 |
110 |
134 |
156 |
222 |
330 |
669 |
669 |
|
28 |
108 |
132 |
154 |
220 |
328 |
667 |
667 |
|
29 |
106 |
130 |
152 |
218 |
326 |
665 |
665 |
|
30 |
104 |
128 |
150 |
216 |
324 |
663 |
663 |
2.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
9 |
26 |
52 |
110 |
246 |
585 |
1 252 |
|
2 |
9 |
26 |
52 |
110 |
246 |
585 |
1 027 |
|
3 |
10 |
29 |
53 |
104 |
244 |
583 |
850 |
|
4 |
12 |
34 |
57 |
101 |
245 |
583 |
711 |
|
5 |
17 |
40 |
62 |
104 |
246 |
584 |
601 |
|
6 |
18 |
44 |
66 |
100 |
246 |
585 |
585 |
|
7 |
19 |
46 |
65 |
93 |
247 |
586 |
586 |
|
8 |
17 |
44 |
64 |
92 |
247 |
586 |
586 |
|
9 |
17 |
45 |
66 |
95 |
247 |
586 |
586 |
|
10 |
19 |
48 |
69 |
99 |
247 |
586 |
586 |
|
11 |
21 |
50 |
71 |
103 |
247 |
586 |
586 |
|
12 |
23 |
53 |
72 |
103 |
248 |
586 |
586 |
|
13 |
24 |
55 |
72 |
104 |
248 |
586 |
586 |
|
14 |
24 |
55 |
72 |
104 |
248 |
586 |
586 |
|
15 |
24 |
55 |
72 |
104 |
248 |
586 |
586 |
|
16 |
24 |
55 |
72 |
104 |
247 |
586 |
586 |
|
17 |
24 |
55 |
72 |
104 |
247 |
586 |
586 |
|
18 |
24 |
55 |
72 |
104 |
247 |
586 |
586 |
|
19 |
24 |
55 |
72 |
104 |
248 |
586 |
586 |
|
20 |
24 |
55 |
72 |
104 |
248 |
587 |
587 |
|
21 |
24 |
55 |
72 |
104 |
248 |
587 |
587 |
|
22 |
24 |
55 |
72 |
104 |
248 |
587 |
587 |
|
23 |
24 |
55 |
72 |
104 |
249 |
587 |
587 |
|
24 |
24 |
55 |
72 |
104 |
249 |
587 |
587 |
|
25 |
24 |
55 |
72 |
104 |
249 |
587 |
587 |
|
26 |
24 |
55 |
72 |
104 |
249 |
587 |
587 |
|
27 |
24 |
55 |
72 |
104 |
248 |
587 |
587 |
|
28 |
24 |
55 |
72 |
104 |
248 |
587 |
587 |
|
29 |
24 |
55 |
72 |
104 |
248 |
587 |
587 |
|
30 |
24 |
55 |
72 |
104 |
248 |
587 |
587 |
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 |
92 |
206 |
545 |
1 216 |
|
2 |
1 |
5 |
12 |
91 |
205 |
543 |
996 |
|
3 |
2 |
5 |
11 |
82 |
200 |
538 |
823 |
|
4 |
2 |
6 |
13 |
82 |
197 |
536 |
687 |
|
5 |
3 |
7 |
18 |
84 |
197 |
535 |
581 |
|
6 |
4 |
8 |
21 |
89 |
196 |
535 |
535 |
|
7 |
5 |
9 |
22 |
91 |
196 |
535 |
535 |
|
8 |
5 |
9 |
22 |
89 |
196 |
535 |
535 |
|
9 |
7 |
11 |
22 |
88 |
196 |
535 |
535 |
|
10 |
7 |
11 |
22 |
88 |
196 |
535 |
535 |
|
11 |
8 |
12 |
23 |
88 |
196 |
535 |
535 |
|
12 |
8 |
13 |
25 |
89 |
197 |
535 |
535 |
|
13 |
10 |
14 |
26 |
89 |
197 |
536 |
536 |
|
14 |
10 |
14 |
29 |
89 |
197 |
536 |
536 |
|
15 |
11 |
16 |
30 |
90 |
198 |
536 |
536 |
|
16 |
11 |
16 |
31 |
90 |
198 |
537 |
537 |
|
17 |
12 |
17 |
33 |
90 |
198 |
537 |
537 |
|
18 |
13 |
18 |
34 |
91 |
199 |
537 |
537 |
|
19 |
14 |
19 |
35 |
91 |
199 |
538 |
538 |
|
20 |
14 |
19 |
37 |
92 |
200 |
539 |
539 |
|
21 |
15 |
20 |
38 |
93 |
201 |
539 |
539 |
|
22 |
15 |
21 |
39 |
93 |
201 |
540 |
540 |
|
23 |
16 |
22 |
40 |
93 |
202 |
540 |
540 |
|
24 |
17 |
22 |
42 |
94 |
202 |
541 |
541 |
|
25 |
17 |
23 |
43 |
94 |
202 |
541 |
541 |
|
26 |
18 |
24 |
45 |
94 |
202 |
541 |
541 |
|
27 |
18 |
25 |
46 |
94 |
202 |
541 |
541 |
|
28 |
19 |
25 |
47 |
94 |
202 |
541 |
541 |
|
29 |
20 |
26 |
48 |
94 |
202 |
541 |
541 |
|
30 |
20 |
28 |
49 |
95 |
203 |
541 |
541 |
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 |
22 |
45 |
167 |
306 |
3 076 |
|
2 |
1 |
15 |
22 |
45 |
167 |
343 |
2 293 |
|
3 |
1 |
15 |
24 |
50 |
161 |
356 |
1 732 |
|
4 |
1 |
16 |
27 |
53 |
159 |
355 |
1 339 |
|
5 |
2 |
18 |
31 |
55 |
159 |
345 |
1 061 |
|
6 |
3 |
21 |
33 |
59 |
159 |
332 |
860 |
|
7 |
4 |
24 |
35 |
61 |
159 |
316 |
711 |
|
8 |
4 |
25 |
36 |
63 |
159 |
300 |
597 |
|
9 |
5 |
26 |
38 |
66 |
159 |
283 |
508 |
|
10 |
5 |
26 |
39 |
69 |
159 |
266 |
437 |
|
11 |
5 |
27 |
40 |
69 |
159 |
252 |
380 |
|
12 |
6 |
27 |
40 |
70 |
159 |
252 |
332 |
|
13 |
6 |
27 |
40 |
70 |
159 |
252 |
293 |
|
14 |
6 |
27 |
40 |
70 |
159 |
252 |
259 |
|
15 |
6 |
27 |
42 |
70 |
159 |
252 |
252 |
|
16 |
7 |
27 |
44 |
70 |
159 |
252 |
252 |
|
17 |
7 |
27 |
47 |
70 |
159 |
252 |
252 |
|
18 |
8 |
27 |
49 |
70 |
159 |
252 |
252 |
|
19 |
9 |
27 |
52 |
70 |
159 |
252 |
252 |
|
20 |
9 |
27 |
54 |
70 |
159 |
252 |
252 |
|
21 |
9 |
27 |
57 |
70 |
159 |
252 |
252 |
|
22 |
10 |
27 |
59 |
70 |
159 |
252 |
252 |
|
23 |
10 |
27 |
62 |
70 |
159 |
252 |
252 |
|
24 |
11 |
27 |
64 |
70 |
159 |
252 |
252 |
|
25 |
11 |
27 |
67 |
72 |
159 |
252 |
252 |
|
26 |
11 |
27 |
70 |
75 |
159 |
252 |
252 |
|
27 |
12 |
27 |
72 |
77 |
159 |
252 |
252 |
|
28 |
12 |
27 |
75 |
78 |
159 |
252 |
252 |
|
29 |
13 |
27 |
78 |
81 |
159 |
252 |
252 |
|
30 |
13 |
27 |
80 |
83 |
159 |
252 |
252 |
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 |
5 |
20 |
26 |
49 |
171 |
312 |
3 145 |
|
2 |
7 |
22 |
28 |
51 |
173 |
350 |
2 349 |
|
3 |
7 |
22 |
31 |
57 |
168 |
363 |
1 774 |
|
4 |
7 |
23 |
34 |
61 |
166 |
362 |
1 370 |
|
5 |
8 |
25 |
37 |
62 |
165 |
353 |
1 085 |
|
6 |
9 |
27 |
39 |
65 |
165 |
339 |
879 |
|
7 |
10 |
30 |
41 |
66 |
164 |
322 |
725 |
|
8 |
10 |
30 |
41 |
68 |
164 |
305 |
609 |
|
9 |
10 |
30 |
43 |
71 |
163 |
288 |
518 |
|
10 |
10 |
31 |
44 |
73 |
163 |
270 |
445 |
|
11 |
9 |
31 |
44 |
73 |
162 |
256 |
387 |
|
12 |
9 |
30 |
43 |
73 |
162 |
255 |
338 |
|
13 |
8 |
29 |
42 |
72 |
161 |
254 |
298 |
|
14 |
8 |
29 |
42 |
72 |
161 |
254 |
263 |
|
15 |
7 |
28 |
42 |
71 |
160 |
253 |
253 |
|
16 |
7 |
28 |
45 |
71 |
160 |
253 |
253 |
|
17 |
8 |
28 |
47 |
71 |
160 |
253 |
253 |
|
18 |
8 |
27 |
50 |
70 |
159 |
252 |
252 |
|
19 |
9 |
27 |
52 |
70 |
159 |
252 |
252 |
|
20 |
9 |
28 |
55 |
71 |
160 |
253 |
253 |
|
21 |
10 |
28 |
58 |
71 |
160 |
253 |
253 |
|
22 |
10 |
28 |
61 |
71 |
160 |
253 |
253 |
|
23 |
10 |
29 |
63 |
72 |
161 |
254 |
254 |
|
24 |
11 |
29 |
66 |
72 |
161 |
254 |
254 |
|
25 |
11 |
29 |
68 |
73 |
161 |
254 |
254 |
|
26 |
11 |
29 |
71 |
75 |
161 |
254 |
254 |
|
27 |
12 |
29 |
73 |
77 |
161 |
254 |
254 |
|
28 |
12 |
29 |
76 |
80 |
161 |
254 |
254 |
|
29 |
14 |
29 |
79 |
82 |
161 |
254 |
254 |
|
30 |
14 |
29 |
81 |
84 |
161 |
254 |
254 |
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 |
45 |
167 |
306 |
3 076 |
|
2 |
1 |
15 |
21 |
45 |
167 |
343 |
2 293 |
|
3 |
1 |
15 |
24 |
49 |
161 |
356 |
1 732 |
|
4 |
1 |
16 |
27 |
53 |
158 |
354 |
1 338 |
|
5 |
2 |
18 |
30 |
55 |
158 |
345 |
1 060 |
|
6 |
3 |
21 |
33 |
58 |
158 |
332 |
860 |
|
7 |
4 |
24 |
35 |
61 |
158 |
316 |
711 |
|
8 |
4 |
24 |
36 |
63 |
158 |
300 |
597 |
|
9 |
5 |
25 |
38 |
66 |
158 |
283 |
508 |
|
10 |
5 |
26 |
39 |
68 |
158 |
266 |
437 |
|
11 |
5 |
27 |
40 |
69 |
158 |
252 |
380 |
|
12 |
6 |
27 |
40 |
69 |
158 |
252 |
332 |
|
13 |
6 |
27 |
40 |
69 |
158 |
252 |
293 |
|
14 |
6 |
27 |
40 |
69 |
158 |
252 |
259 |
|
15 |
6 |
27 |
42 |
69 |
158 |
252 |
252 |
|
16 |
7 |
27 |
44 |
69 |
158 |
252 |
252 |
|
17 |
7 |
27 |
47 |
69 |
158 |
252 |
252 |
|
18 |
8 |
27 |
49 |
69 |
158 |
252 |
252 |
|
19 |
9 |
27 |
52 |
69 |
158 |
252 |
252 |
|
20 |
9 |
27 |
54 |
69 |
158 |
252 |
252 |
|
21 |
9 |
27 |
57 |
69 |
158 |
252 |
252 |
|
22 |
10 |
27 |
59 |
69 |
158 |
252 |
252 |
|
23 |
10 |
27 |
62 |
69 |
158 |
252 |
252 |
|
24 |
11 |
27 |
64 |
70 |
158 |
252 |
252 |
|
25 |
11 |
27 |
67 |
72 |
158 |
252 |
252 |
|
26 |
11 |
27 |
70 |
75 |
158 |
252 |
252 |
|
27 |
12 |
27 |
72 |
77 |
158 |
252 |
252 |
|
28 |
12 |
27 |
75 |
78 |
158 |
252 |
252 |
|
29 |
13 |
27 |
78 |
81 |
158 |
252 |
252 |
|
30 |
13 |
27 |
80 |
83 |
158 |
252 |
252 |
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 |
80 |
94 |
101 |
124 |
246 |
341 |
3 095 |
|
2 |
75 |
89 |
96 |
119 |
241 |
346 |
2 313 |
|
3 |
77 |
93 |
101 |
127 |
238 |
359 |
1 748 |
|
4 |
75 |
91 |
101 |
128 |
233 |
358 |
1 354 |
|
5 |
73 |
90 |
102 |
127 |
230 |
350 |
1 074 |
|
6 |
72 |
91 |
103 |
128 |
228 |
337 |
872 |
|
7 |
72 |
91 |
102 |
128 |
226 |
321 |
722 |
|
8 |
70 |
90 |
102 |
129 |
224 |
317 |
607 |
|
9 |
69 |
90 |
102 |
131 |
223 |
316 |
517 |
|
10 |
66 |
87 |
100 |
129 |
219 |
312 |
445 |
|
11 |
63 |
84 |
97 |
127 |
216 |
309 |
387 |
|
12 |
61 |
83 |
96 |
126 |
215 |
308 |
339 |
|
13 |
61 |
82 |
95 |
125 |
214 |
307 |
307 |
|
14 |
60 |
81 |
94 |
124 |
213 |
306 |
306 |
|
15 |
60 |
81 |
94 |
124 |
213 |
306 |
306 |
|
16 |
59 |
80 |
93 |
123 |
212 |
305 |
305 |
|
17 |
58 |
80 |
93 |
123 |
212 |
305 |
305 |
|
18 |
58 |
79 |
92 |
122 |
211 |
304 |
304 |
|
19 |
57 |
78 |
91 |
121 |
210 |
303 |
303 |
|
20 |
56 |
77 |
91 |
120 |
209 |
302 |
302 |
|
21 |
55 |
77 |
90 |
120 |
209 |
302 |
302 |
|
22 |
55 |
76 |
89 |
119 |
208 |
301 |
301 |
|
23 |
54 |
75 |
88 |
118 |
207 |
300 |
300 |
|
24 |
53 |
74 |
87 |
117 |
206 |
299 |
299 |
|
25 |
52 |
73 |
86 |
116 |
205 |
298 |
298 |
|
26 |
50 |
72 |
85 |
115 |
204 |
297 |
297 |
|
27 |
49 |
71 |
84 |
114 |
203 |
296 |
296 |
|
28 |
48 |
70 |
83 |
112 |
201 |
295 |
295 |
|
29 |
47 |
69 |
82 |
111 |
200 |
293 |
293 |
|
30 |
46 |
67 |
83 |
110 |
199 |
292 |
292 |
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 |
4 |
19 |
25 |
48 |
170 |
305 |
3 071 |
|
2 |
6 |
21 |
27 |
50 |
172 |
343 |
2 292 |
|
3 |
7 |
22 |
31 |
56 |
168 |
356 |
1 733 |
|
4 |
8 |
24 |
34 |
61 |
166 |
355 |
1 340 |
|
5 |
9 |
26 |
38 |
63 |
166 |
346 |
1 063 |
|
6 |
10 |
28 |
40 |
66 |
166 |
333 |
862 |
|
7 |
11 |
31 |
42 |
68 |
166 |
317 |
713 |
|
8 |
11 |
31 |
43 |
70 |
165 |
301 |
599 |
|
9 |
11 |
32 |
44 |
72 |
165 |
284 |
510 |
|
10 |
11 |
32 |
45 |
74 |
164 |
267 |
439 |
|
11 |
11 |
32 |
45 |
74 |
164 |
257 |
381 |
|
12 |
10 |
31 |
44 |
74 |
163 |
256 |
334 |
|
13 |
10 |
31 |
44 |
74 |
163 |
256 |
295 |
|
14 |
9 |
31 |
44 |
74 |
163 |
256 |
261 |
|
15 |
9 |
30 |
43 |
73 |
162 |
255 |
255 |
|
16 |
9 |
30 |
45 |
73 |
162 |
255 |
255 |
|
17 |
8 |
30 |
47 |
73 |
162 |
255 |
255 |
|
18 |
8 |
30 |
50 |
73 |
162 |
255 |
255 |
|
19 |
9 |
30 |
52 |
73 |
162 |
255 |
255 |
|
20 |
9 |
30 |
55 |
73 |
162 |
255 |
255 |
|
21 |
10 |
30 |
58 |
73 |
162 |
255 |
255 |
|
22 |
10 |
31 |
61 |
74 |
163 |
256 |
256 |
|
23 |
10 |
31 |
63 |
74 |
163 |
256 |
256 |
|
24 |
11 |
31 |
66 |
74 |
163 |
256 |
256 |
|
25 |
11 |
31 |
68 |
74 |
163 |
256 |
256 |
|
26 |
12 |
31 |
71 |
75 |
163 |
256 |
256 |
|
27 |
12 |
31 |
73 |
77 |
163 |
256 |
256 |
|
28 |
12 |
31 |
76 |
80 |
163 |
256 |
256 |
|
29 |
13 |
31 |
79 |
82 |
163 |
256 |
256 |
|
30 |
14 |
31 |
82 |
84 |
163 |
256 |
256 |
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 |
47 |
61 |
68 |
91 |
213 |
308 |
3 105 |
|
2 |
51 |
65 |
71 |
95 |
217 |
346 |
2 320 |
|
3 |
55 |
70 |
78 |
104 |
215 |
360 |
1 755 |
|
4 |
57 |
73 |
84 |
110 |
215 |
359 |
1 358 |
|
5 |
59 |
76 |
88 |
113 |
216 |
351 |
1 078 |
|
6 |
60 |
78 |
90 |
116 |
216 |
338 |
876 |
|
7 |
61 |
80 |
91 |
117 |
215 |
323 |
725 |
|
8 |
60 |
80 |
91 |
119 |
214 |
307 |
610 |
|
9 |
59 |
79 |
92 |
120 |
212 |
305 |
519 |
|
10 |
57 |
79 |
92 |
121 |
211 |
304 |
447 |
|
11 |
56 |
77 |
90 |
120 |
209 |
302 |
388 |
|
12 |
54 |
76 |
89 |
119 |
208 |
301 |
339 |
|
13 |
53 |
74 |
87 |
117 |
206 |
299 |
299 |
|
14 |
51 |
73 |
86 |
116 |
205 |
298 |
298 |
|
15 |
50 |
71 |
84 |
114 |
203 |
296 |
296 |
|
16 |
49 |
70 |
83 |
113 |
202 |
295 |
295 |
|
17 |
48 |
69 |
82 |
112 |
201 |
294 |
294 |
|
18 |
47 |
69 |
82 |
111 |
200 |
294 |
294 |
|
19 |
47 |
68 |
81 |
111 |
200 |
293 |
293 |
|
20 |
46 |
67 |
80 |
110 |
199 |
292 |
292 |
|
21 |
45 |
66 |
80 |
109 |
198 |
291 |
291 |
|
22 |
44 |
66 |
79 |
109 |
198 |
291 |
291 |
|
23 |
44 |
65 |
78 |
108 |
197 |
290 |
290 |
|
24 |
43 |
64 |
77 |
107 |
196 |
289 |
289 |
|
25 |
42 |
63 |
76 |
106 |
195 |
288 |
288 |
|
26 |
41 |
62 |
75 |
105 |
194 |
287 |
287 |
|
27 |
40 |
61 |
74 |
104 |
193 |
286 |
286 |
|
28 |
39 |
61 |
77 |
103 |
192 |
286 |
286 |
|
29 |
38 |
60 |
79 |
103 |
192 |
285 |
285 |
|
30 |
38 |
59 |
82 |
102 |
191 |
284 |
284 |
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 |
21 |
44 |
166 |
305 |
3 074 |
|
2 |
0 |
14 |
21 |
44 |
166 |
343 |
2 291 |
|
3 |
1 |
14 |
23 |
49 |
160 |
355 |
1 731 |
|
4 |
1 |
16 |
26 |
53 |
158 |
354 |
1 338 |
|
5 |
2 |
18 |
30 |
54 |
158 |
345 |
1 060 |
|
6 |
2 |
20 |
32 |
58 |
158 |
332 |
859 |
|
7 |
4 |
23 |
34 |
60 |
158 |
316 |
710 |
|
8 |
4 |
24 |
35 |
62 |
158 |
299 |
597 |
|
9 |
4 |
25 |
37 |
66 |
158 |
282 |
508 |
|
10 |
4 |
25 |
39 |
68 |
158 |
266 |
437 |
|
11 |
5 |
26 |
39 |
68 |
158 |
251 |
380 |
|
12 |
6 |
26 |
39 |
69 |
158 |
251 |
332 |
|
13 |
6 |
26 |
39 |
69 |
158 |
251 |
293 |
|
14 |
6 |
26 |
39 |
69 |
158 |
251 |
259 |
|
15 |
6 |
26 |
42 |
69 |
158 |
251 |
251 |
|
16 |
7 |
26 |
44 |
69 |
158 |
251 |
251 |
|
17 |
7 |
26 |
47 |
69 |
158 |
251 |
251 |
|
18 |
8 |
26 |
49 |
69 |
158 |
251 |
251 |
|
19 |
9 |
26 |
52 |
69 |
158 |
251 |
251 |
|
20 |
9 |
26 |
54 |
69 |
158 |
251 |
251 |
|
21 |
9 |
26 |
57 |
69 |
158 |
251 |
251 |
|
22 |
10 |
26 |
59 |
69 |
158 |
251 |
251 |
|
23 |
10 |
26 |
62 |
69 |
158 |
251 |
251 |
|
24 |
11 |
26 |
64 |
70 |
158 |
251 |
251 |
|
25 |
11 |
26 |
67 |
72 |
158 |
251 |
251 |
|
26 |
11 |
26 |
69 |
75 |
158 |
251 |
251 |
|
27 |
12 |
26 |
72 |
76 |
158 |
251 |
251 |
|
28 |
12 |
26 |
75 |
78 |
158 |
251 |
251 |
|
29 |
13 |
26 |
78 |
81 |
158 |
251 |
251 |
|
30 |
13 |
26 |
80 |
83 |
158 |
251 |
251 |
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 |
46 |
185 |
310 |
3 123 |
|
2 |
0 |
11 |
22 |
46 |
185 |
348 |
2 329 |
|
3 |
1 |
11 |
24 |
51 |
179 |
360 |
1 758 |
|
4 |
1 |
13 |
27 |
56 |
176 |
359 |
1 358 |
|
5 |
2 |
16 |
29 |
59 |
175 |
350 |
1 075 |
|
6 |
2 |
18 |
33 |
60 |
174 |
336 |
871 |
|
7 |
3 |
21 |
36 |
60 |
172 |
320 |
719 |
|
8 |
4 |
23 |
37 |
60 |
171 |
302 |
604 |
|
9 |
7 |
31 |
42 |
58 |
170 |
285 |
513 |
|
10 |
9 |
34 |
41 |
57 |
169 |
268 |
442 |
|
11 |
8 |
33 |
41 |
56 |
169 |
262 |
383 |
|
12 |
7 |
32 |
40 |
56 |
168 |
261 |
335 |
|
13 |
6 |
31 |
41 |
56 |
167 |
260 |
295 |
|
14 |
6 |
30 |
41 |
56 |
166 |
259 |
261 |
|
15 |
6 |
30 |
42 |
56 |
165 |
259 |
259 |
|
16 |
7 |
30 |
44 |
56 |
164 |
257 |
257 |
|
17 |
8 |
30 |
47 |
56 |
163 |
256 |
256 |
|
18 |
8 |
30 |
49 |
57 |
162 |
256 |
256 |
|
19 |
9 |
30 |
52 |
60 |
162 |
255 |
255 |
|
20 |
9 |
30 |
55 |
61 |
163 |
256 |
256 |
|
21 |
9 |
30 |
57 |
63 |
163 |
256 |
256 |
|
22 |
10 |
30 |
59 |
66 |
163 |
256 |
256 |
|
23 |
10 |
30 |
62 |
68 |
163 |
256 |
256 |
|
24 |
11 |
30 |
64 |
70 |
162 |
255 |
255 |
|
25 |
11 |
30 |
67 |
73 |
161 |
255 |
255 |
|
26 |
11 |
30 |
69 |
75 |
161 |
254 |
254 |
|
27 |
12 |
30 |
72 |
76 |
161 |
254 |
254 |
|
28 |
12 |
30 |
75 |
78 |
160 |
253 |
253 |
|
29 |
13 |
30 |
78 |
81 |
160 |
253 |
253 |
|
30 |
13 |
30 |
80 |
83 |
159 |
253 |
253 |
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 |
96 |
103 |
126 |
248 |
343 |
3 220 |
|
2 |
80 |
94 |
100 |
124 |
246 |
360 |
2 416 |
|
3 |
77 |
92 |
101 |
126 |
238 |
374 |
1 830 |
|
4 |
74 |
91 |
101 |
128 |
233 |
374 |
1 416 |
|
5 |
72 |
90 |
102 |
126 |
230 |
365 |
1 123 |
|
6 |
72 |
90 |
102 |
127 |
227 |
351 |
910 |
|
7 |
70 |
90 |
101 |
127 |
225 |
334 |
752 |
|
8 |
68 |
88 |
100 |
127 |
222 |
316 |
631 |
|
9 |
66 |
87 |
99 |
128 |
220 |
313 |
537 |
|
10 |
64 |
86 |
99 |
128 |
218 |
311 |
462 |
|
11 |
63 |
84 |
97 |
127 |
216 |
309 |
401 |
|
12 |
61 |
83 |
96 |
125 |
214 |
307 |
351 |
|
13 |
60 |
81 |
94 |
124 |
213 |
306 |
309 |
|
14 |
58 |
79 |
92 |
122 |
211 |
304 |
304 |
|
15 |
57 |
78 |
91 |
121 |
210 |
303 |
303 |
|
16 |
55 |
77 |
90 |
120 |
209 |
302 |
302 |
|
17 |
54 |
76 |
89 |
118 |
207 |
301 |
301 |
|
18 |
53 |
75 |
88 |
117 |
206 |
300 |
300 |
|
19 |
52 |
74 |
87 |
117 |
206 |
299 |
299 |
|
20 |
52 |
73 |
86 |
116 |
205 |
298 |
298 |
|
21 |
51 |
72 |
85 |
115 |
204 |
297 |
297 |
|
22 |
50 |
71 |
84 |
114 |
203 |
296 |
296 |
|
23 |
49 |
70 |
83 |
113 |
202 |
295 |
295 |
|
24 |
48 |
69 |
82 |
112 |
201 |
294 |
294 |
|
25 |
47 |
68 |
81 |
111 |
200 |
293 |
293 |
|
26 |
46 |
67 |
80 |
110 |
199 |
292 |
292 |
|
27 |
45 |
66 |
79 |
109 |
198 |
291 |
291 |
|
28 |
44 |
65 |
78 |
108 |
197 |
290 |
290 |
|
29 |
43 |
64 |
81 |
107 |
196 |
289 |
289 |
|
30 |
42 |
63 |
84 |
106 |
195 |
288 |
288 |
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 |
70 |
76 |
99 |
221 |
317 |
3 167 |
|
2 |
54 |
68 |
75 |
98 |
220 |
353 |
2 366 |
|
3 |
52 |
67 |
76 |
102 |
213 |
367 |
1 790 |
|
4 |
51 |
67 |
78 |
104 |
209 |
366 |
1 385 |
|
5 |
50 |
67 |
79 |
104 |
207 |
358 |
1 100 |
|
6 |
49 |
68 |
79 |
105 |
205 |
344 |
892 |
|
7 |
49 |
69 |
80 |
105 |
203 |
328 |
738 |
|
8 |
47 |
68 |
79 |
106 |
202 |
311 |
620 |
|
9 |
46 |
67 |
79 |
108 |
200 |
293 |
528 |
|
10 |
45 |
66 |
79 |
109 |
199 |
292 |
454 |
|
11 |
44 |
66 |
79 |
108 |
198 |
291 |
394 |
|
12 |
44 |
65 |
78 |
108 |
197 |
290 |
344 |
|
13 |
43 |
64 |
77 |
107 |
196 |
289 |
303 |
|
14 |
42 |
63 |
76 |
106 |
195 |
288 |
288 |
|
15 |
41 |
63 |
76 |
106 |
195 |
288 |
288 |
|
16 |
40 |
62 |
75 |
104 |
193 |
287 |
287 |
|
17 |
40 |
61 |
74 |
104 |
193 |
286 |
286 |
|
18 |
39 |
60 |
73 |
103 |
192 |
285 |
285 |
|
19 |
38 |
60 |
73 |
103 |
192 |
285 |
285 |
|
20 |
38 |
60 |
73 |
102 |
191 |
285 |
285 |
|
21 |
38 |
59 |
72 |
102 |
191 |
284 |
284 |
|
22 |
38 |
59 |
72 |
102 |
191 |
284 |
284 |
|
23 |
37 |
58 |
71 |
101 |
190 |
283 |
283 |
|
24 |
36 |
58 |
71 |
101 |
190 |
283 |
283 |
|
25 |
36 |
57 |
70 |
100 |
189 |
282 |
282 |
|
26 |
35 |
56 |
72 |
99 |
188 |
281 |
281 |
|
27 |
34 |
56 |
75 |
99 |
188 |
281 |
281 |
|
28 |
34 |
55 |
77 |
98 |
187 |
280 |
280 |
|
29 |
33 |
54 |
79 |
97 |
186 |
279 |
279 |
|
30 |
32 |
54 |
83 |
97 |
186 |
279 |
279 |
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 |
70 |
191 |
311 |
3 135 |
|
2 |
26 |
40 |
47 |
70 |
192 |
349 |
2 342 |
|
3 |
25 |
40 |
48 |
74 |
185 |
363 |
1 769 |
|
4 |
24 |
40 |
50 |
77 |
182 |
361 |
1 367 |
|
5 |
24 |
41 |
53 |
78 |
181 |
352 |
1 083 |
|
6 |
24 |
43 |
55 |
80 |
180 |
338 |
877 |
|
7 |
25 |
45 |
56 |
82 |
179 |
322 |
725 |
|
8 |
24 |
45 |
56 |
83 |
179 |
305 |
609 |
|
9 |
24 |
45 |
57 |
86 |
178 |
288 |
518 |
|
10 |
24 |
45 |
58 |
87 |
177 |
271 |
445 |
|
11 |
23 |
45 |
58 |
87 |
176 |
270 |
387 |
|
12 |
22 |
44 |
57 |
87 |
176 |
269 |
338 |
|
13 |
22 |
43 |
56 |
86 |
175 |
268 |
298 |
|
14 |
21 |
42 |
55 |
85 |
174 |
267 |
267 |
|
15 |
20 |
41 |
55 |
84 |
173 |
266 |
266 |
|
16 |
19 |
40 |
54 |
83 |
172 |
265 |
265 |
|
17 |
19 |
40 |
53 |
83 |
172 |
265 |
265 |
|
18 |
18 |
40 |
53 |
82 |
171 |
264 |
264 |
|
19 |
18 |
39 |
53 |
82 |
171 |
264 |
264 |
|
20 |
18 |
39 |
55 |
82 |
171 |
264 |
264 |
|
21 |
18 |
39 |
58 |
82 |
171 |
264 |
264 |
|
22 |
18 |
39 |
61 |
82 |
171 |
264 |
264 |
|
23 |
18 |
39 |
63 |
82 |
171 |
264 |
264 |
|
24 |
18 |
39 |
66 |
82 |
171 |
264 |
264 |
|
25 |
17 |
39 |
68 |
82 |
171 |
264 |
264 |
|
26 |
17 |
38 |
71 |
81 |
170 |
263 |
263 |
|
27 |
17 |
38 |
73 |
81 |
170 |
263 |
263 |
|
28 |
17 |
38 |
76 |
81 |
170 |
263 |
263 |
|
29 |
16 |
38 |
79 |
82 |
170 |
263 |
263 |
|
30 |
16 |
37 |
81 |
84 |
169 |
262 |
262 |
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 |
146 |
304 |
3 058 |
|
2 |
0 |
1 |
6 |
25 |
147 |
341 |
2 280 |
|
3 |
1 |
1 |
9 |
30 |
142 |
354 |
1 721 |
|
4 |
1 |
3 |
12 |
34 |
139 |
352 |
1 330 |
|
5 |
2 |
4 |
15 |
36 |
139 |
343 |
1 053 |
|
6 |
2 |
4 |
18 |
39 |
139 |
330 |
853 |
|
7 |
3 |
6 |
20 |
41 |
139 |
314 |
705 |
|
8 |
4 |
6 |
23 |
44 |
139 |
297 |
592 |
|
9 |
4 |
8 |
26 |
47 |
139 |
280 |
504 |
|
10 |
4 |
8 |
28 |
49 |
139 |
264 |
434 |
|
11 |
4 |
9 |
31 |
51 |
140 |
247 |
377 |
|
12 |
6 |
10 |
33 |
50 |
139 |
232 |
329 |
|
13 |
6 |
11 |
36 |
51 |
140 |
233 |
290 |
|
14 |
6 |
12 |
39 |
51 |
140 |
233 |
257 |
|
15 |
6 |
13 |
41 |
50 |
139 |
232 |
232 |
|
16 |
7 |
13 |
44 |
51 |
138 |
231 |
231 |
|
17 |
7 |
14 |
46 |
54 |
137 |
231 |
231 |
|
18 |
8 |
16 |
48 |
57 |
138 |
231 |
231 |
|
19 |
9 |
16 |
51 |
58 |
138 |
231 |
231 |
|
20 |
9 |
17 |
54 |
61 |
139 |
232 |
232 |
|
21 |
9 |
18 |
56 |
63 |
139 |
232 |
232 |
|
22 |
10 |
19 |
59 |
65 |
139 |
232 |
232 |
|
23 |
10 |
20 |
62 |
67 |
139 |
232 |
232 |
|
24 |
11 |
20 |
64 |
69 |
139 |
232 |
232 |
|
25 |
11 |
22 |
67 |
71 |
139 |
232 |
232 |
|
26 |
11 |
22 |
69 |
73 |
139 |
232 |
232 |
|
27 |
12 |
23 |
72 |
75 |
141 |
232 |
232 |
|
28 |
12 |
24 |
74 |
78 |
141 |
232 |
232 |
|
29 |
13 |
25 |
76 |
80 |
142 |
232 |
232 |
|
30 |
13 |
25 |
79 |
81 |
144 |
232 |
232 |
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 |
86 |
208 |
316 |
3 189 |
|
2 |
42 |
56 |
63 |
86 |
208 |
355 |
2 380 |
|
3 |
41 |
56 |
65 |
91 |
202 |
368 |
1 798 |
|
4 |
40 |
56 |
67 |
94 |
199 |
367 |
1 388 |
|
5 |
40 |
57 |
70 |
94 |
198 |
357 |
1 099 |
|
6 |
41 |
59 |
71 |
96 |
196 |
343 |
890 |
|
7 |
41 |
61 |
72 |
97 |
195 |
326 |
735 |
|
8 |
40 |
60 |
72 |
99 |
194 |
309 |
617 |
|
9 |
39 |
60 |
72 |
101 |
193 |
291 |
525 |
|
10 |
39 |
60 |
73 |
102 |
192 |
285 |
452 |
|
11 |
38 |
59 |
73 |
102 |
191 |
284 |
392 |
|
12 |
37 |
59 |
72 |
102 |
191 |
284 |
343 |
|
13 |
37 |
58 |
71 |
101 |
190 |
283 |
302 |
|
14 |
36 |
57 |
70 |
100 |
189 |
282 |
282 |
|
15 |
35 |
57 |
70 |
99 |
188 |
282 |
282 |
|
16 |
34 |
56 |
69 |
98 |
187 |
281 |
281 |
|
17 |
34 |
55 |
68 |
98 |
187 |
280 |
280 |
|
18 |
33 |
54 |
67 |
97 |
186 |
279 |
279 |
|
19 |
33 |
54 |
67 |
97 |
186 |
279 |
279 |
|
20 |
33 |
54 |
67 |
97 |
186 |
279 |
279 |
|
21 |
32 |
54 |
67 |
97 |
186 |
279 |
279 |
|
22 |
32 |
53 |
66 |
96 |
185 |
278 |
278 |
|
23 |
32 |
53 |
66 |
96 |
185 |
278 |
278 |
|
24 |
31 |
52 |
66 |
95 |
184 |
277 |
277 |
|
25 |
30 |
52 |
68 |
95 |
184 |
277 |
277 |
|
26 |
30 |
51 |
71 |
94 |
183 |
276 |
276 |
|
27 |
29 |
50 |
74 |
93 |
182 |
275 |
275 |
|
28 |
29 |
50 |
77 |
93 |
182 |
275 |
275 |
|
29 |
28 |
49 |
79 |
92 |
181 |
274 |
274 |
|
30 |
27 |
49 |
82 |
92 |
181 |
274 |
274 |
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 |
10 |
24 |
31 |
54 |
176 |
313 |
3 154 |
|
2 |
14 |
28 |
35 |
58 |
180 |
351 |
2 355 |
|
3 |
17 |
32 |
40 |
66 |
178 |
365 |
1 780 |
|
4 |
19 |
35 |
46 |
72 |
178 |
364 |
1 376 |
|
5 |
22 |
39 |
51 |
76 |
179 |
354 |
1 090 |
|
6 |
21 |
39 |
51 |
77 |
177 |
340 |
883 |
|
7 |
27 |
46 |
57 |
83 |
181 |
324 |
730 |
|
8 |
25 |
45 |
57 |
84 |
179 |
307 |
613 |
|
9 |
26 |
47 |
59 |
88 |
180 |
290 |
521 |
|
10 |
28 |
49 |
62 |
92 |
182 |
275 |
448 |
|
11 |
30 |
51 |
64 |
94 |
183 |
276 |
389 |
|
12 |
30 |
52 |
65 |
95 |
184 |
277 |
340 |
|
13 |
31 |
52 |
65 |
95 |
184 |
277 |
299 |
|
14 |
31 |
52 |
66 |
95 |
184 |
277 |
277 |
|
15 |
31 |
53 |
66 |
95 |
184 |
278 |
278 |
|
16 |
31 |
52 |
65 |
95 |
184 |
277 |
277 |
|
17 |
31 |
52 |
65 |
95 |
184 |
277 |
277 |
|
18 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
19 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
20 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
21 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
22 |
29 |
51 |
64 |
93 |
182 |
276 |
276 |
|
23 |
29 |
50 |
63 |
93 |
182 |
275 |
275 |
|
24 |
29 |
50 |
66 |
93 |
182 |
275 |
275 |
|
25 |
28 |
49 |
68 |
92 |
181 |
274 |
274 |
|
26 |
28 |
49 |
71 |
92 |
181 |
274 |
274 |
|
27 |
27 |
48 |
73 |
91 |
180 |
273 |
273 |
|
28 |
27 |
48 |
77 |
91 |
180 |
273 |
273 |
|
29 |
26 |
47 |
79 |
90 |
179 |
272 |
272 |
|
30 |
26 |
47 |
82 |
90 |
179 |
272 |
272 |
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 |
9 |
23 |
29 |
52 |
174 |
315 |
3 179 |
|
2 |
10 |
24 |
31 |
54 |
176 |
354 |
2 375 |
|
3 |
10 |
26 |
34 |
60 |
171 |
367 |
1 793 |
|
4 |
11 |
27 |
38 |
64 |
169 |
365 |
1 384 |
|
5 |
12 |
29 |
41 |
66 |
169 |
356 |
1 095 |
|
6 |
14 |
32 |
44 |
69 |
169 |
342 |
887 |
|
7 |
15 |
35 |
46 |
72 |
169 |
325 |
732 |
|
8 |
15 |
35 |
47 |
74 |
169 |
308 |
614 |
|
9 |
16 |
37 |
49 |
77 |
170 |
290 |
522 |
|
10 |
16 |
38 |
51 |
80 |
170 |
272 |
449 |
|
11 |
17 |
38 |
51 |
81 |
170 |
263 |
390 |
|
12 |
17 |
38 |
51 |
81 |
170 |
263 |
341 |
|
13 |
17 |
38 |
51 |
81 |
170 |
263 |
300 |
|
14 |
17 |
39 |
52 |
81 |
170 |
263 |
266 |
|
15 |
17 |
39 |
52 |
82 |
171 |
264 |
264 |
|
16 |
17 |
38 |
51 |
81 |
170 |
263 |
263 |
|
17 |
17 |
38 |
51 |
81 |
170 |
263 |
263 |
|
18 |
17 |
38 |
51 |
81 |
170 |
263 |
263 |
|
19 |
17 |
38 |
53 |
81 |
170 |
263 |
263 |
|
20 |
17 |
39 |
55 |
81 |
170 |
263 |
263 |
|
21 |
17 |
39 |
58 |
81 |
170 |
264 |
264 |
|
22 |
17 |
38 |
61 |
81 |
170 |
263 |
263 |
|
23 |
17 |
38 |
63 |
81 |
170 |
263 |
263 |
|
24 |
16 |
38 |
66 |
81 |
170 |
263 |
263 |
|
25 |
16 |
37 |
68 |
80 |
169 |
262 |
262 |
|
26 |
16 |
37 |
71 |
80 |
169 |
262 |
262 |
|
27 |
15 |
37 |
73 |
80 |
169 |
262 |
262 |
|
28 |
15 |
36 |
76 |
80 |
168 |
261 |
261 |
|
29 |
15 |
36 |
79 |
81 |
168 |
261 |
261 |
|
30 |
14 |
36 |
81 |
84 |
168 |
261 |
261 |
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 |
66 |
89 |
211 |
319 |
3 218 |
|
2 |
48 |
62 |
68 |
92 |
213 |
358 |
2 407 |
|
3 |
50 |
65 |
74 |
99 |
211 |
373 |
1 823 |
|
4 |
51 |
67 |
78 |
104 |
209 |
372 |
1 410 |
|
5 |
52 |
70 |
82 |
107 |
210 |
363 |
1 118 |
|
6 |
54 |
73 |
85 |
110 |
210 |
349 |
906 |
|
7 |
56 |
75 |
86 |
112 |
210 |
333 |
749 |
|
8 |
55 |
75 |
87 |
114 |
209 |
315 |
629 |
|
9 |
55 |
76 |
88 |
117 |
209 |
302 |
536 |
|
10 |
56 |
77 |
90 |
119 |
209 |
302 |
461 |
|
11 |
55 |
77 |
90 |
119 |
209 |
302 |
400 |
|
12 |
55 |
76 |
89 |
119 |
208 |
301 |
350 |
|
13 |
54 |
75 |
88 |
118 |
207 |
300 |
308 |
|
14 |
53 |
74 |
87 |
117 |
206 |
299 |
299 |
|
15 |
52 |
73 |
86 |
116 |
205 |
298 |
298 |
|
16 |
51 |
72 |
86 |
115 |
204 |
297 |
297 |
|
17 |
50 |
72 |
85 |
115 |
204 |
297 |
297 |
|
18 |
50 |
71 |
84 |
114 |
203 |
296 |
296 |
|
19 |
49 |
70 |
83 |
113 |
202 |
295 |
295 |
|
20 |
48 |
69 |
83 |
112 |
201 |
294 |
294 |
|
21 |
47 |
69 |
82 |
112 |
201 |
294 |
294 |
|
22 |
47 |
68 |
81 |
111 |
200 |
293 |
293 |
|
23 |
46 |
67 |
80 |
110 |
199 |
292 |
292 |
|
24 |
45 |
66 |
79 |
109 |
198 |
291 |
291 |
|
25 |
44 |
65 |
78 |
108 |
197 |
290 |
290 |
|
26 |
43 |
64 |
77 |
107 |
196 |
289 |
289 |
|
27 |
42 |
63 |
76 |
106 |
195 |
288 |
288 |
|
28 |
41 |
62 |
78 |
105 |
194 |
287 |
287 |
|
29 |
40 |
62 |
81 |
104 |
193 |
287 |
287 |
|
30 |
39 |
61 |
84 |
104 |
193 |
286 |
286 |
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 |
120 |
242 |
337 |
3 323 |
|
2 |
80 |
94 |
101 |
124 |
246 |
369 |
2 487 |
|
3 |
80 |
95 |
104 |
129 |
241 |
384 |
1 885 |
|
4 |
79 |
95 |
106 |
132 |
237 |
384 |
1 459 |
|
5 |
82 |
99 |
111 |
136 |
239 |
375 |
1 157 |
|
6 |
84 |
102 |
114 |
139 |
239 |
361 |
938 |
|
7 |
85 |
105 |
116 |
142 |
240 |
344 |
776 |
|
8 |
86 |
107 |
118 |
145 |
241 |
334 |
652 |
|
9 |
87 |
108 |
120 |
149 |
241 |
334 |
555 |
|
10 |
88 |
109 |
122 |
151 |
241 |
334 |
477 |
|
11 |
87 |
109 |
122 |
151 |
241 |
334 |
414 |
|
12 |
87 |
108 |
121 |
151 |
240 |
333 |
362 |
|
13 |
85 |
106 |
120 |
149 |
238 |
331 |
331 |
|
14 |
84 |
105 |
118 |
148 |
237 |
330 |
330 |
|
15 |
82 |
104 |
117 |
146 |
235 |
329 |
329 |
|
16 |
81 |
102 |
115 |
145 |
234 |
327 |
327 |
|
17 |
79 |
101 |
114 |
144 |
233 |
326 |
326 |
|
18 |
78 |
99 |
112 |
142 |
231 |
324 |
324 |
|
19 |
77 |
98 |
111 |
141 |
230 |
323 |
323 |
|
20 |
75 |
97 |
110 |
140 |
229 |
322 |
322 |
|
21 |
74 |
95 |
108 |
138 |
227 |
320 |
320 |
|
22 |
72 |
94 |
107 |
137 |
226 |
319 |
319 |
|
23 |
71 |
92 |
105 |
135 |
224 |
317 |
317 |
|
24 |
69 |
91 |
104 |
134 |
223 |
316 |
316 |
|
25 |
68 |
89 |
102 |
132 |
221 |
314 |
314 |
|
26 |
66 |
87 |
101 |
130 |
219 |
312 |
312 |
|
27 |
65 |
86 |
99 |
129 |
218 |
311 |
311 |
|
28 |
63 |
84 |
97 |
127 |
216 |
309 |
309 |
|
29 |
62 |
83 |
96 |
126 |
215 |
308 |
308 |
|
30 |
60 |
81 |
95 |
124 |
213 |
306 |
306 |
3.18
Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
2 |
16 |
22 |
46 |
167 |
314 |
3 170 |
|
2 |
5 |
19 |
26 |
49 |
171 |
353 |
2 368 |
|
3 |
7 |
22 |
31 |
56 |
168 |
366 |
1 789 |
|
4 |
9 |
25 |
36 |
62 |
167 |
365 |
1 381 |
|
5 |
11 |
28 |
40 |
65 |
169 |
355 |
1 094 |
|
6 |
13 |
32 |
44 |
69 |
169 |
341 |
886 |
|
7 |
15 |
35 |
46 |
72 |
169 |
325 |
731 |
|
8 |
15 |
36 |
47 |
74 |
170 |
307 |
614 |
|
9 |
16 |
37 |
49 |
78 |
170 |
290 |
522 |
|
10 |
16 |
38 |
51 |
80 |
170 |
272 |
449 |
|
11 |
17 |
38 |
51 |
81 |
170 |
263 |
389 |
|
12 |
16 |
38 |
51 |
80 |
169 |
263 |
341 |
|
13 |
16 |
37 |
50 |
80 |
169 |
262 |
300 |
|
14 |
15 |
36 |
49 |
79 |
168 |
261 |
265 |
|
15 |
14 |
36 |
49 |
78 |
167 |
261 |
261 |
|
16 |
13 |
35 |
48 |
78 |
167 |
260 |
260 |
|
17 |
13 |
34 |
48 |
77 |
166 |
259 |
259 |
|
18 |
13 |
34 |
51 |
77 |
166 |
259 |
259 |
|
19 |
12 |
34 |
53 |
77 |
166 |
259 |
259 |
|
20 |
13 |
34 |
55 |
77 |
166 |
259 |
259 |
|
21 |
13 |
34 |
58 |
77 |
166 |
259 |
259 |
|
22 |
13 |
34 |
61 |
77 |
166 |
259 |
259 |
|
23 |
13 |
34 |
63 |
77 |
166 |
259 |
259 |
|
24 |
13 |
34 |
66 |
77 |
166 |
259 |
259 |
|
25 |
12 |
34 |
68 |
77 |
166 |
259 |
259 |
|
26 |
12 |
34 |
71 |
76 |
165 |
259 |
259 |
|
27 |
12 |
33 |
73 |
78 |
165 |
258 |
258 |
|
28 |
12 |
33 |
77 |
80 |
165 |
258 |
258 |
|
29 |
14 |
33 |
79 |
82 |
165 |
258 |
258 |
|
30 |
14 |
33 |
82 |
85 |
165 |
258 |
258 |
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 |
87 |
102 |
108 |
131 |
253 |
349 |
3 434 |
|
2 |
88 |
102 |
109 |
132 |
254 |
380 |
2 567 |
|
3 |
87 |
102 |
111 |
136 |
248 |
394 |
1 940 |
|
4 |
87 |
103 |
113 |
140 |
245 |
393 |
1 499 |
|
5 |
87 |
104 |
116 |
141 |
244 |
383 |
1 187 |
|
6 |
88 |
106 |
118 |
144 |
244 |
368 |
961 |
|
7 |
89 |
108 |
119 |
145 |
243 |
351 |
794 |
|
8 |
89 |
109 |
120 |
148 |
243 |
336 |
666 |
|
9 |
88 |
109 |
121 |
150 |
242 |
335 |
566 |
|
10 |
87 |
108 |
121 |
150 |
240 |
333 |
487 |
|
11 |
85 |
107 |
120 |
149 |
238 |
332 |
422 |
|
12 |
83 |
105 |
118 |
148 |
237 |
330 |
369 |
|
13 |
82 |
103 |
116 |
146 |
235 |
328 |
328 |
|
14 |
80 |
101 |
114 |
144 |
233 |
326 |
326 |
|
15 |
78 |
99 |
112 |
142 |
231 |
324 |
324 |
|
16 |
76 |
97 |
110 |
140 |
229 |
322 |
322 |
|
17 |
74 |
95 |
108 |
138 |
227 |
320 |
320 |
|
18 |
72 |
94 |
107 |
137 |
226 |
319 |
319 |
|
19 |
71 |
92 |
105 |
135 |
224 |
317 |
317 |
|
20 |
70 |
91 |
104 |
134 |
223 |
316 |
316 |
|
21 |
69 |
90 |
103 |
133 |
222 |
315 |
315 |
|
22 |
68 |
89 |
102 |
132 |
221 |
314 |
314 |
|
23 |
67 |
88 |
101 |
131 |
220 |
313 |
313 |
|
24 |
66 |
87 |
100 |
130 |
219 |
312 |
312 |
|
25 |
65 |
86 |
99 |
129 |
218 |
311 |
311 |
|
26 |
63 |
85 |
98 |
128 |
217 |
310 |
310 |
|
27 |
62 |
84 |
97 |
126 |
215 |
309 |
309 |
|
28 |
61 |
82 |
96 |
125 |
214 |
307 |
307 |
|
29 |
60 |
81 |
95 |
124 |
213 |
306 |
306 |
|
30 |
59 |
80 |
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 |
343 |
357 |
364 |
387 |
509 |
604 |
3 517 |
|
2 |
73 |
87 |
93 |
116 |
238 |
387 |
2 623 |
|
3 |
75 |
90 |
99 |
124 |
236 |
400 |
1 976 |
|
4 |
77 |
94 |
104 |
131 |
236 |
398 |
1 523 |
|
5 |
80 |
97 |
109 |
134 |
237 |
388 |
1 204 |
|
6 |
82 |
100 |
112 |
138 |
238 |
372 |
974 |
|
7 |
84 |
103 |
114 |
140 |
238 |
354 |
804 |
|
8 |
85 |
105 |
117 |
144 |
239 |
335 |
674 |
|
9 |
85 |
106 |
118 |
147 |
239 |
332 |
573 |
|
10 |
86 |
107 |
120 |
149 |
239 |
332 |
492 |
|
11 |
86 |
107 |
120 |
150 |
239 |
332 |
427 |
|
12 |
86 |
107 |
120 |
150 |
239 |
332 |
373 |
|
13 |
86 |
107 |
120 |
150 |
239 |
332 |
332 |
|
14 |
87 |
108 |
121 |
151 |
240 |
333 |
333 |
|
15 |
87 |
109 |
122 |
152 |
241 |
334 |
334 |
|
16 |
88 |
110 |
123 |
152 |
241 |
335 |
335 |
|
17 |
89 |
111 |
124 |
154 |
243 |
336 |
336 |
|
18 |
90 |
112 |
125 |
155 |
244 |
337 |
337 |
|
19 |
91 |
113 |
126 |
156 |
245 |
338 |
338 |
|
20 |
92 |
113 |
126 |
156 |
245 |
338 |
338 |
|
21 |
92 |
114 |
127 |
156 |
245 |
339 |
339 |
|
22 |
92 |
113 |
126 |
156 |
245 |
338 |
338 |
|
23 |
92 |
113 |
126 |
156 |
245 |
338 |
338 |
|
24 |
91 |
112 |
125 |
155 |
244 |
337 |
337 |
|
25 |
90 |
111 |
124 |
154 |
243 |
336 |
336 |
|
26 |
89 |
110 |
123 |
153 |
242 |
335 |
335 |
|
27 |
88 |
109 |
122 |
152 |
241 |
334 |
334 |
|
28 |
86 |
108 |
121 |
150 |
239 |
333 |
333 |
|
29 |
85 |
106 |
119 |
149 |
238 |
331 |
331 |
|
30 |
84 |
105 |
118 |
148 |
237 |
330 |
330 |
3.21
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
4 |
11 |
34 |
156 |
309 |
3 110 |
|
2 |
0 |
4 |
11 |
34 |
156 |
346 |
2 318 |
|
3 |
1 |
4 |
13 |
39 |
150 |
359 |
1 750 |
|
4 |
1 |
5 |
15 |
42 |
147 |
357 |
1 351 |
|
5 |
2 |
6 |
18 |
43 |
146 |
348 |
1 069 |
|
6 |
2 |
8 |
19 |
45 |
145 |
334 |
866 |
|
7 |
3 |
10 |
21 |
47 |
145 |
318 |
716 |
|
8 |
4 |
10 |
23 |
48 |
144 |
301 |
601 |
|
9 |
4 |
10 |
26 |
51 |
143 |
284 |
511 |
|
10 |
4 |
10 |
29 |
52 |
142 |
267 |
440 |
|
11 |
4 |
10 |
31 |
53 |
142 |
251 |
382 |
|
12 |
6 |
10 |
34 |
53 |
142 |
235 |
334 |
|
13 |
6 |
11 |
36 |
53 |
142 |
235 |
294 |
|
14 |
6 |
12 |
39 |
53 |
142 |
235 |
261 |
|
15 |
6 |
13 |
42 |
54 |
143 |
236 |
236 |
|
16 |
7 |
13 |
44 |
53 |
142 |
236 |
236 |
|
17 |
8 |
15 |
47 |
55 |
143 |
236 |
236 |
|
18 |
8 |
16 |
50 |
57 |
143 |
236 |
236 |
|
19 |
9 |
16 |
52 |
60 |
144 |
237 |
237 |
|
20 |
9 |
17 |
55 |
61 |
145 |
238 |
238 |
|
21 |
9 |
19 |
58 |
64 |
146 |
239 |
239 |
|
22 |
10 |
19 |
59 |
66 |
146 |
239 |
239 |
|
23 |
10 |
20 |
62 |
68 |
147 |
240 |
240 |
|
24 |
11 |
21 |
65 |
71 |
147 |
241 |
241 |
|
25 |
11 |
22 |
67 |
73 |
148 |
241 |
241 |
|
26 |
11 |
22 |
71 |
75 |
148 |
241 |
241 |
|
27 |
12 |
24 |
73 |
77 |
149 |
242 |
242 |
|
28 |
12 |
25 |
76 |
80 |
149 |
242 |
242 |
|
29 |
13 |
25 |
78 |
81 |
149 |
242 |
242 |
|
30 |
14 |
27 |
81 |
83 |
150 |
243 |
243 |
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 |
92 |
214 |
316 |
3 194 |
|
2 |
49 |
63 |
70 |
93 |
215 |
355 |
2 385 |
|
3 |
49 |
64 |
72 |
98 |
209 |
369 |
1 802 |
|
4 |
48 |
64 |
75 |
101 |
206 |
368 |
1 393 |
|
5 |
48 |
65 |
77 |
102 |
205 |
358 |
1 103 |
|
6 |
49 |
67 |
79 |
105 |
205 |
344 |
894 |
|
7 |
49 |
68 |
79 |
105 |
203 |
328 |
739 |
|
8 |
48 |
69 |
80 |
107 |
203 |
311 |
620 |
|
9 |
48 |
69 |
81 |
110 |
202 |
295 |
528 |
|
10 |
47 |
68 |
81 |
110 |
200 |
293 |
454 |
|
11 |
46 |
67 |
80 |
110 |
199 |
292 |
394 |
|
12 |
44 |
65 |
78 |
108 |
197 |
290 |
345 |
|
13 |
42 |
64 |
77 |
107 |
196 |
289 |
304 |
|
14 |
41 |
62 |
75 |
105 |
194 |
287 |
287 |
|
15 |
39 |
61 |
74 |
104 |
193 |
286 |
286 |
|
16 |
38 |
59 |
72 |
102 |
191 |
284 |
284 |
|
17 |
36 |
58 |
71 |
101 |
190 |
283 |
283 |
|
18 |
35 |
57 |
70 |
99 |
188 |
282 |
282 |
|
19 |
34 |
56 |
69 |
98 |
187 |
281 |
281 |
|
20 |
34 |
55 |
68 |
98 |
187 |
280 |
280 |
|
21 |
33 |
54 |
68 |
97 |
186 |
279 |
279 |
|
22 |
33 |
54 |
67 |
97 |
186 |
279 |
279 |
|
23 |
32 |
53 |
66 |
96 |
185 |
278 |
278 |
|
24 |
31 |
52 |
67 |
95 |
184 |
277 |
277 |
|
25 |
30 |
52 |
70 |
95 |
184 |
277 |
277 |
|
26 |
30 |
51 |
72 |
94 |
183 |
276 |
276 |
|
27 |
29 |
50 |
75 |
93 |
182 |
275 |
275 |
|
28 |
28 |
50 |
77 |
93 |
182 |
275 |
275 |
|
29 |
28 |
49 |
80 |
92 |
181 |
274 |
274 |
|
30 |
27 |
48 |
83 |
91 |
180 |
273 |
273 |
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 |
130 |
153 |
275 |
371 |
3 450 |
|
2 |
111 |
125 |
131 |
155 |
277 |
380 |
2 574 |
|
3 |
111 |
127 |
135 |
161 |
272 |
395 |
1 945 |
|
4 |
112 |
128 |
139 |
165 |
270 |
394 |
1 503 |
|
5 |
113 |
130 |
143 |
167 |
271 |
384 |
1 190 |
|
6 |
114 |
133 |
145 |
170 |
270 |
369 |
964 |
|
7 |
115 |
135 |
146 |
172 |
270 |
363 |
797 |
|
8 |
115 |
135 |
146 |
173 |
269 |
362 |
669 |
|
9 |
114 |
135 |
147 |
176 |
268 |
361 |
569 |
|
10 |
113 |
134 |
147 |
177 |
267 |
360 |
490 |
|
11 |
112 |
133 |
146 |
176 |
265 |
358 |
425 |
|
12 |
110 |
131 |
144 |
174 |
263 |
356 |
372 |
|
13 |
108 |
129 |
142 |
172 |
261 |
354 |
354 |
|
14 |
106 |
127 |
140 |
170 |
259 |
352 |
352 |
|
15 |
103 |
125 |
138 |
167 |
256 |
350 |
350 |
|
16 |
101 |
122 |
135 |
165 |
254 |
347 |
347 |
|
17 |
98 |
120 |
133 |
162 |
251 |
345 |
345 |
|
18 |
96 |
117 |
130 |
160 |
249 |
342 |
342 |
|
19 |
94 |
115 |
128 |
158 |
247 |
340 |
340 |
|
20 |
92 |
114 |
127 |
156 |
245 |
339 |
339 |
|
21 |
91 |
112 |
125 |
155 |
244 |
337 |
337 |
|
22 |
89 |
110 |
123 |
153 |
242 |
335 |
335 |
|
23 |
87 |
108 |
121 |
151 |
240 |
333 |
333 |
|
24 |
85 |
106 |
119 |
149 |
238 |
331 |
331 |
|
25 |
83 |
105 |
118 |
147 |
236 |
330 |
330 |
|
26 |
82 |
103 |
116 |
146 |
235 |
328 |
328 |
|
27 |
80 |
101 |
114 |
144 |
233 |
326 |
326 |
|
28 |
78 |
100 |
113 |
142 |
231 |
325 |
325 |
|
29 |
77 |
98 |
111 |
141 |
230 |
323 |
323 |
|
30 |
75 |
96 |
109 |
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 |
169 |
183 |
189 |
213 |
335 |
430 |
3 449 |
|
2 |
178 |
192 |
199 |
222 |
344 |
439 |
2 602 |
|
3 |
181 |
196 |
205 |
231 |
342 |
437 |
1 983 |
|
4 |
182 |
198 |
209 |
235 |
340 |
434 |
1 539 |
|
5 |
183 |
200 |
212 |
237 |
340 |
433 |
1 221 |
|
6 |
183 |
201 |
213 |
238 |
338 |
431 |
990 |
|
7 |
183 |
202 |
213 |
239 |
337 |
430 |
819 |
|
8 |
181 |
201 |
213 |
240 |
335 |
428 |
687 |
|
9 |
180 |
201 |
213 |
241 |
334 |
427 |
585 |
|
10 |
179 |
200 |
213 |
242 |
332 |
425 |
503 |
|
11 |
177 |
198 |
211 |
241 |
330 |
423 |
436 |
|
12 |
174 |
196 |
209 |
239 |
328 |
421 |
421 |
|
13 |
171 |
193 |
206 |
236 |
325 |
418 |
418 |
|
14 |
168 |
190 |
203 |
232 |
321 |
415 |
415 |
|
15 |
165 |
186 |
199 |
229 |
318 |
411 |
411 |
|
16 |
162 |
183 |
196 |
226 |
315 |
408 |
408 |
|
17 |
159 |
180 |
193 |
223 |
312 |
405 |
405 |
|
18 |
155 |
177 |
190 |
220 |
309 |
402 |
402 |
|
19 |
152 |
174 |
187 |
216 |
305 |
399 |
399 |
|
20 |
149 |
171 |
184 |
213 |
302 |
396 |
396 |
|
21 |
146 |
167 |
181 |
210 |
299 |
392 |
392 |
|
22 |
143 |
164 |
177 |
207 |
296 |
389 |
389 |
|
23 |
140 |
161 |
174 |
204 |
293 |
386 |
386 |
|
24 |
137 |
158 |
171 |
201 |
290 |
383 |
383 |
|
25 |
134 |
155 |
168 |
198 |
287 |
380 |
380 |
|
26 |
131 |
152 |
165 |
195 |
284 |
377 |
377 |
|
27 |
128 |
149 |
162 |
192 |
281 |
374 |
374 |
|
28 |
125 |
146 |
159 |
189 |
278 |
371 |
371 |
|
29 |
122 |
143 |
156 |
186 |
275 |
368 |
368 |
|
30 |
119 |
140 |
153 |
183 |
272 |
365 |
365 |
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 |
22 |
37 |
43 |
66 |
188 |
324 |
3 283 |
|
2 |
23 |
37 |
44 |
67 |
189 |
364 |
2 448 |
|
3 |
23 |
38 |
47 |
72 |
184 |
377 |
1 848 |
|
4 |
23 |
39 |
49 |
76 |
181 |
376 |
1 427 |
|
5 |
23 |
40 |
52 |
77 |
180 |
366 |
1 130 |
|
6 |
24 |
42 |
54 |
80 |
180 |
351 |
914 |
|
7 |
25 |
44 |
55 |
81 |
179 |
334 |
755 |
|
8 |
24 |
44 |
55 |
82 |
178 |
316 |
633 |
|
9 |
23 |
44 |
56 |
85 |
177 |
298 |
538 |
|
10 |
23 |
44 |
57 |
86 |
176 |
280 |
463 |
|
11 |
22 |
43 |
56 |
86 |
175 |
268 |
401 |
|
12 |
21 |
43 |
56 |
86 |
175 |
268 |
351 |
|
13 |
21 |
42 |
55 |
85 |
174 |
267 |
308 |
|
14 |
20 |
42 |
55 |
85 |
174 |
267 |
273 |
|
15 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
16 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
17 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
18 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
19 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
20 |
20 |
41 |
57 |
84 |
173 |
266 |
266 |
|
21 |
20 |
41 |
59 |
84 |
173 |
266 |
266 |
|
22 |
20 |
41 |
62 |
84 |
173 |
266 |
266 |
|
23 |
20 |
41 |
65 |
84 |
173 |
266 |
266 |
|
24 |
20 |
41 |
67 |
84 |
173 |
266 |
266 |
|
25 |
20 |
41 |
70 |
84 |
173 |
266 |
266 |
|
26 |
19 |
41 |
72 |
84 |
173 |
266 |
266 |
|
27 |
19 |
40 |
76 |
83 |
172 |
265 |
265 |
|
28 |
19 |
40 |
78 |
83 |
172 |
265 |
265 |
|
29 |
19 |
40 |
81 |
84 |
172 |
265 |
265 |
|
30 |
18 |
40 |
84 |
86 |
171 |
265 |
265 |
3.26
Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
18 |
32 |
39 |
62 |
184 |
324 |
3 273 |
|
2 |
20 |
34 |
41 |
64 |
186 |
363 |
2 441 |
|
3 |
21 |
36 |
45 |
71 |
182 |
376 |
1 842 |
|
4 |
23 |
39 |
49 |
76 |
181 |
374 |
1 422 |
|
5 |
25 |
42 |
54 |
79 |
182 |
364 |
1 125 |
|
6 |
26 |
45 |
57 |
82 |
182 |
350 |
911 |
|
7 |
29 |
48 |
59 |
85 |
183 |
333 |
752 |
|
8 |
29 |
49 |
60 |
87 |
183 |
315 |
631 |
|
9 |
29 |
50 |
62 |
91 |
183 |
297 |
537 |
|
10 |
30 |
51 |
64 |
93 |
183 |
280 |
461 |
|
11 |
31 |
52 |
65 |
95 |
184 |
277 |
400 |
|
12 |
31 |
52 |
65 |
95 |
184 |
277 |
350 |
|
13 |
31 |
52 |
65 |
95 |
184 |
277 |
308 |
|
14 |
31 |
52 |
65 |
95 |
184 |
277 |
277 |
|
15 |
30 |
52 |
65 |
94 |
183 |
277 |
277 |
|
16 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
17 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
18 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
19 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
20 |
30 |
51 |
65 |
94 |
183 |
276 |
276 |
|
21 |
30 |
52 |
65 |
95 |
184 |
277 |
277 |
|
22 |
30 |
52 |
65 |
94 |
183 |
277 |
277 |
|
23 |
30 |
51 |
65 |
94 |
183 |
276 |
276 |
|
24 |
30 |
51 |
67 |
94 |
183 |
276 |
276 |
|
25 |
29 |
51 |
70 |
94 |
183 |
276 |
276 |
|
26 |
29 |
50 |
72 |
93 |
182 |
275 |
275 |
|
27 |
29 |
50 |
76 |
93 |
182 |
275 |
275 |
|
28 |
28 |
49 |
78 |
92 |
181 |
274 |
274 |
|
29 |
28 |
49 |
81 |
92 |
181 |
274 |
274 |
|
30 |
27 |
48 |
84 |
91 |
180 |
273 |
273 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
119 |
133 |
140 |
163 |
285 |
380 |
3 487 |
|
2 |
118 |
132 |
139 |
162 |
284 |
383 |
2 598 |
|
3 |
116 |
131 |
140 |
166 |
277 |
397 |
1 958 |
|
4 |
115 |
132 |
142 |
169 |
274 |
395 |
1 510 |
|
5 |
116 |
133 |
145 |
170 |
273 |
384 |
1 193 |
|
6 |
115 |
134 |
146 |
171 |
271 |
369 |
965 |
|
7 |
116 |
136 |
147 |
172 |
270 |
363 |
796 |
|
8 |
115 |
135 |
147 |
174 |
269 |
363 |
667 |
|
9 |
114 |
135 |
147 |
176 |
268 |
361 |
567 |
|
10 |
114 |
135 |
148 |
177 |
268 |
361 |
487 |
|
11 |
114 |
135 |
148 |
178 |
267 |
360 |
422 |
|
12 |
112 |
134 |
147 |
177 |
266 |
359 |
369 |
|
13 |
111 |
132 |
146 |
175 |
264 |
357 |
357 |
|
14 |
110 |
131 |
144 |
174 |
263 |
356 |
356 |
|
15 |
108 |
129 |
142 |
172 |
261 |
354 |
354 |
|
16 |
106 |
127 |
140 |
170 |
259 |
352 |
352 |
|
17 |
103 |
124 |
137 |
167 |
256 |
349 |
349 |
|
18 |
101 |
122 |
135 |
165 |
254 |
347 |
347 |
|
19 |
98 |
120 |
133 |
163 |
252 |
345 |
345 |
|
20 |
96 |
118 |
131 |
160 |
249 |
342 |
342 |
|
21 |
94 |
115 |
128 |
158 |
247 |
340 |
340 |
|
22 |
92 |
113 |
126 |
156 |
245 |
338 |
338 |
|
23 |
90 |
111 |
124 |
154 |
243 |
336 |
336 |
|
24 |
87 |
109 |
122 |
151 |
240 |
334 |
334 |
|
25 |
85 |
106 |
119 |
149 |
238 |
331 |
331 |
|
26 |
83 |
104 |
117 |
147 |
236 |
329 |
329 |
|
27 |
81 |
102 |
115 |
145 |
234 |
327 |
327 |
|
28 |
79 |
100 |
113 |
143 |
232 |
325 |
325 |
|
29 |
77 |
98 |
111 |
141 |
230 |
323 |
323 |
|
30 |
75 |
96 |
109 |
139 |
228 |
321 |
321 |
3.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
10 |
33 |
155 |
313 |
3 159 |
|
2 |
0 |
5 |
12 |
35 |
157 |
352 |
2 358 |
|
3 |
1 |
7 |
16 |
42 |
153 |
365 |
1 781 |
|
4 |
1 |
10 |
20 |
47 |
152 |
363 |
1 375 |
|
5 |
2 |
13 |
25 |
49 |
153 |
354 |
1 089 |
|
6 |
2 |
16 |
28 |
53 |
153 |
340 |
882 |
|
7 |
3 |
19 |
30 |
56 |
154 |
324 |
729 |
|
8 |
4 |
20 |
31 |
58 |
154 |
306 |
612 |
|
9 |
4 |
21 |
33 |
61 |
154 |
289 |
520 |
|
10 |
4 |
21 |
34 |
63 |
153 |
272 |
448 |
|
11 |
4 |
21 |
34 |
64 |
153 |
255 |
389 |
|
12 |
6 |
21 |
35 |
64 |
153 |
246 |
340 |
|
13 |
6 |
21 |
37 |
64 |
153 |
246 |
299 |
|
14 |
6 |
21 |
39 |
64 |
153 |
246 |
265 |
|
15 |
6 |
21 |
42 |
63 |
152 |
246 |
246 |
|
16 |
7 |
20 |
45 |
63 |
152 |
245 |
245 |
|
17 |
8 |
20 |
48 |
63 |
152 |
245 |
245 |
|
18 |
8 |
20 |
50 |
63 |
152 |
245 |
245 |
|
19 |
9 |
20 |
53 |
63 |
152 |
245 |
245 |
|
20 |
9 |
21 |
55 |
64 |
153 |
246 |
246 |
|
21 |
10 |
22 |
58 |
65 |
153 |
247 |
247 |
|
22 |
10 |
22 |
61 |
67 |
154 |
247 |
247 |
|
23 |
10 |
22 |
63 |
69 |
154 |
247 |
247 |
|
24 |
11 |
23 |
66 |
71 |
154 |
248 |
248 |
|
25 |
11 |
23 |
68 |
73 |
155 |
248 |
248 |
|
26 |
11 |
23 |
71 |
75 |
155 |
248 |
248 |
|
27 |
12 |
24 |
73 |
78 |
155 |
248 |
248 |
|
28 |
12 |
25 |
76 |
80 |
155 |
248 |
248 |
|
29 |
14 |
25 |
79 |
82 |
155 |
248 |
248 |
|
30 |
14 |
27 |
81 |
84 |
155 |
249 |
249 |
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 |
74 |
196 |
316 |
3 184 |
|
2 |
30 |
44 |
51 |
74 |
196 |
354 |
2 377 |
|
3 |
29 |
44 |
53 |
78 |
190 |
367 |
1 794 |
|
4 |
28 |
44 |
55 |
81 |
186 |
365 |
1 385 |
|
5 |
28 |
45 |
57 |
82 |
185 |
356 |
1 095 |
|
6 |
31 |
49 |
61 |
86 |
186 |
341 |
887 |
|
7 |
29 |
48 |
59 |
85 |
183 |
325 |
732 |
|
8 |
33 |
53 |
64 |
91 |
187 |
307 |
614 |
|
9 |
32 |
53 |
65 |
94 |
186 |
290 |
522 |
|
10 |
26 |
47 |
61 |
90 |
180 |
273 |
449 |
|
11 |
22 |
43 |
56 |
86 |
175 |
268 |
389 |
|
12 |
18 |
39 |
52 |
82 |
171 |
264 |
340 |
|
13 |
16 |
37 |
50 |
80 |
169 |
262 |
300 |
|
14 |
14 |
35 |
48 |
78 |
167 |
260 |
265 |
|
15 |
12 |
33 |
46 |
76 |
165 |
258 |
258 |
|
16 |
10 |
32 |
45 |
75 |
164 |
257 |
257 |
|
17 |
10 |
31 |
48 |
74 |
163 |
256 |
256 |
|
18 |
9 |
30 |
50 |
73 |
162 |
255 |
255 |
|
19 |
9 |
30 |
52 |
73 |
162 |
255 |
255 |
|
20 |
9 |
30 |
55 |
73 |
162 |
255 |
255 |
|
21 |
10 |
30 |
58 |
73 |
162 |
255 |
255 |
|
22 |
10 |
30 |
61 |
73 |
162 |
255 |
255 |
|
23 |
10 |
30 |
63 |
73 |
162 |
255 |
255 |
|
24 |
11 |
30 |
66 |
73 |
162 |
255 |
255 |
|
25 |
11 |
30 |
68 |
73 |
162 |
255 |
255 |
|
26 |
11 |
30 |
71 |
75 |
161 |
255 |
255 |
|
27 |
12 |
29 |
73 |
78 |
161 |
254 |
254 |
|
28 |
12 |
29 |
76 |
80 |
161 |
254 |
254 |
|
29 |
14 |
29 |
79 |
82 |
161 |
254 |
254 |
|
30 |
14 |
29 |
81 |
84 |
161 |
254 |
254 |
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 |
182 |
197 |
203 |
226 |
348 |
444 |
3 858 |
|
2 |
180 |
194 |
201 |
224 |
346 |
441 |
2 866 |
|
3 |
175 |
190 |
199 |
225 |
336 |
432 |
2 154 |
|
4 |
171 |
188 |
198 |
225 |
330 |
428 |
1 653 |
|
5 |
168 |
185 |
197 |
222 |
325 |
418 |
1 300 |
|
6 |
165 |
183 |
195 |
221 |
321 |
414 |
1 047 |
|
7 |
163 |
182 |
193 |
219 |
317 |
410 |
860 |
|
8 |
158 |
179 |
190 |
217 |
313 |
406 |
719 |
|
9 |
155 |
176 |
188 |
216 |
309 |
402 |
609 |
|
10 |
151 |
172 |
186 |
215 |
305 |
398 |
522 |
|
11 |
148 |
169 |
182 |
212 |
301 |
394 |
451 |
|
12 |
144 |
165 |
178 |
208 |
297 |
390 |
393 |
|
13 |
140 |
161 |
174 |
204 |
293 |
386 |
386 |
|
14 |
136 |
157 |
171 |
200 |
289 |
382 |
382 |
|
15 |
133 |
154 |
167 |
197 |
286 |
379 |
379 |
|
16 |
129 |
151 |
164 |
194 |
283 |
376 |
376 |
|
17 |
126 |
148 |
161 |
191 |
280 |
373 |
373 |
|
18 |
123 |
145 |
158 |
188 |
277 |
370 |
370 |
|
19 |
121 |
142 |
155 |
185 |
274 |
367 |
367 |
|
20 |
118 |
139 |
152 |
182 |
271 |
364 |
364 |
|
21 |
116 |
137 |
150 |
180 |
269 |
362 |
362 |
|
22 |
113 |
134 |
147 |
177 |
266 |
359 |
359 |
|
23 |
110 |
132 |
145 |
175 |
264 |
357 |
357 |
|
24 |
108 |
129 |
142 |
172 |
261 |
354 |
354 |
|
25 |
106 |
127 |
140 |
170 |
259 |
352 |
352 |
|
26 |
103 |
124 |
138 |
167 |
256 |
349 |
349 |
|
27 |
101 |
122 |
135 |
165 |
254 |
347 |
347 |
|
28 |
99 |
120 |
133 |
163 |
252 |
345 |
345 |
|
29 |
97 |
118 |
131 |
161 |
250 |
343 |
343 |
|
30 |
95 |
116 |
129 |
159 |
248 |
341 |
341 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
15 |
26 |
54 |
173 |
316 |
3 188 |
|
2 |
0 |
15 |
26 |
54 |
173 |
355 |
2 380 |
|
3 |
1 |
17 |
28 |
57 |
169 |
368 |
1 797 |
|
4 |
1 |
20 |
32 |
62 |
168 |
366 |
1 387 |
|
5 |
2 |
23 |
37 |
68 |
170 |
356 |
1 097 |
|
6 |
4 |
26 |
40 |
70 |
170 |
342 |
888 |
|
7 |
6 |
31 |
42 |
72 |
171 |
326 |
733 |
|
8 |
9 |
34 |
46 |
74 |
171 |
308 |
616 |
|
9 |
10 |
37 |
50 |
76 |
171 |
290 |
523 |
|
10 |
11 |
38 |
51 |
76 |
171 |
273 |
450 |
|
11 |
12 |
40 |
52 |
78 |
171 |
265 |
390 |
|
12 |
13 |
41 |
54 |
79 |
172 |
265 |
341 |
|
13 |
13 |
42 |
54 |
80 |
172 |
265 |
300 |
|
14 |
14 |
43 |
55 |
80 |
172 |
265 |
266 |
|
15 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
|
16 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
17 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
18 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
19 |
14 |
43 |
55 |
80 |
171 |
265 |
265 |
|
20 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
|
21 |
14 |
43 |
58 |
80 |
172 |
265 |
265 |
|
22 |
14 |
43 |
61 |
80 |
172 |
266 |
266 |
|
23 |
14 |
43 |
63 |
80 |
173 |
266 |
266 |
|
24 |
14 |
43 |
66 |
80 |
173 |
266 |
266 |
|
25 |
14 |
43 |
68 |
80 |
173 |
266 |
266 |
|
26 |
14 |
43 |
71 |
80 |
172 |
266 |
266 |
|
27 |
14 |
43 |
73 |
80 |
172 |
266 |
266 |
|
28 |
14 |
43 |
76 |
80 |
172 |
265 |
265 |
|
29 |
14 |
43 |
79 |
82 |
172 |
265 |
265 |
|
30 |
14 |
43 |
81 |
84 |
172 |
265 |
265 |
3.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
12 |
133 |
307 |
3 091 |
|
2 |
0 |
1 |
6 |
15 |
132 |
344 |
2 302 |
|
3 |
1 |
1 |
9 |
18 |
125 |
356 |
1 736 |
|
4 |
1 |
3 |
12 |
21 |
121 |
354 |
1 339 |
|
5 |
2 |
4 |
15 |
24 |
121 |
345 |
1 060 |
|
6 |
2 |
4 |
18 |
27 |
120 |
331 |
858 |
|
7 |
3 |
6 |
20 |
30 |
120 |
315 |
708 |
|
8 |
4 |
6 |
23 |
32 |
120 |
298 |
595 |
|
9 |
4 |
8 |
26 |
35 |
120 |
281 |
506 |
|
10 |
4 |
8 |
28 |
37 |
120 |
264 |
435 |
|
11 |
4 |
9 |
31 |
40 |
120 |
248 |
377 |
|
12 |
6 |
10 |
33 |
42 |
121 |
232 |
330 |
|
13 |
6 |
11 |
36 |
44 |
121 |
218 |
291 |
|
14 |
6 |
12 |
39 |
47 |
121 |
214 |
257 |
|
15 |
6 |
13 |
41 |
49 |
122 |
215 |
229 |
|
16 |
7 |
13 |
44 |
51 |
122 |
215 |
215 |
|
17 |
7 |
14 |
46 |
54 |
123 |
215 |
215 |
|
18 |
8 |
16 |
49 |
57 |
125 |
216 |
216 |
|
19 |
9 |
16 |
51 |
58 |
128 |
216 |
216 |
|
20 |
9 |
17 |
54 |
61 |
130 |
217 |
217 |
|
21 |
9 |
18 |
56 |
63 |
132 |
218 |
218 |
|
22 |
10 |
19 |
59 |
65 |
133 |
218 |
218 |
|
23 |
10 |
20 |
62 |
67 |
135 |
219 |
219 |
|
24 |
11 |
20 |
64 |
69 |
136 |
219 |
219 |
|
25 |
11 |
22 |
67 |
71 |
138 |
219 |
219 |
|
26 |
11 |
22 |
69 |
73 |
139 |
219 |
219 |
|
27 |
12 |
23 |
72 |
76 |
141 |
219 |
219 |
|
28 |
12 |
24 |
74 |
78 |
142 |
219 |
219 |
|
29 |
12 |
25 |
76 |
80 |
142 |
220 |
220 |
|
30 |
13 |
25 |
79 |
81 |
144 |
220 |
220 |
ANNEX III
VOLATILITY ADJUSTMENT TO THE RELEVANT RISK-FREE INTEREST RATE TERM STRUCTURE
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
4 |
|
Euro |
Belgium |
4 |
|
Euro |
Cyprus |
4 |
|
Euro |
Estonia |
4 |
|
Euro |
Finland |
4 |
|
Euro |
France |
4 |
|
Euro |
Germany |
4 |
|
Euro |
Greece |
4 |
|
Euro |
Ireland |
4 |
|
Euro |
Italy |
4 |
|
Euro |
Latvia |
4 |
|
Euro |
Lithuania |
4 |
|
Euro |
Luxembourg |
4 |
|
Euro |
Malta |
4 |
|
Euro |
Netherlands |
4 |
|
Euro |
Portugal |
4 |
|
Euro |
Slovakia |
4 |
|
Euro |
Slovenia |
4 |
|
Euro |
Spain |
4 |
|
Czech koruna |
Czech Republic |
4 |
|
Danish krone |
Denmark |
30 |
|
Forint |
Hungary |
2 |
|
Krona |
Sweden |
2 |
|
Kuna |
Croatia |
4 |
|
Lev |
Bulgaria |
– 7 |
|
Pound sterling |
United Kingdom |
18 |
|
Romanian leu |
Romania |
– 1 |
|
Zloty |
Poland |
11 |
|
Króna |
Iceland |
6 |
|
Norwegian krone |
Norway |
15 |
|
Swiss franc |
Liechtenstein |
– 3 |
|
Swiss franc |
Switzerland |
– 3 |
|
Australian dollar |
Australia |
11 |
|
Canadian dollar |
Canada |
8 |
|
US dollar |
United States |
28 |
|
Yen |
Japan |
2 |
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