COMMISSION IMPLEMENTING REGULATION (EU) 2017/2015
of 9 November 2017
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2017 until 30 December 2017 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 |
– 0,356 % |
0,664 % |
– 0,366 % |
– 0,077 % |
– 0,502 % |
0,391 % |
|
2 |
– 0,266 % |
0,911 % |
– 0,276 % |
0,301 % |
– 0,285 % |
0,647 % |
|
3 |
– 0,140 % |
1,066 % |
– 0,150 % |
0,436 % |
– 0,065 % |
0,936 % |
|
4 |
0,004 % |
1,178 % |
– 0,006 % |
0,872 % |
0,153 % |
1,249 % |
|
5 |
0,157 % |
1,266 % |
0,147 % |
1,135 % |
0,359 % |
1,579 % |
|
6 |
0,294 % |
1,327 % |
0,284 % |
1,604 % |
0,567 % |
1,884 % |
|
7 |
0,436 % |
1,389 % |
0,426 % |
1,962 % |
0,754 % |
2,141 % |
|
8 |
0,573 % |
1,430 % |
0,563 % |
2,228 % |
0,918 % |
2,338 % |
|
9 |
0,706 % |
1,478 % |
0,696 % |
2,435 % |
1,070 % |
2,478 % |
|
10 |
0,828 % |
1,534 % |
0,817 % |
2,601 % |
1,197 % |
2,591 % |
|
11 |
0,936 % |
1,562 % |
0,926 % |
2,774 % |
1,354 % |
2,688 % |
|
12 |
1,033 % |
1,575 % |
1,023 % |
2,951 % |
1,526 % |
2,772 % |
|
13 |
1,121 % |
1,589 % |
1,111 % |
3,122 % |
1,695 % |
2,847 % |
|
14 |
1,197 % |
1,609 % |
1,187 % |
3,280 % |
1,853 % |
2,913 % |
|
15 |
1,259 % |
1,641 % |
1,248 % |
3,419 % |
1,997 % |
2,973 % |
|
16 |
1,305 % |
1,683 % |
1,295 % |
3,535 % |
2,127 % |
3,027 % |
|
17 |
1,344 % |
1,734 % |
1,333 % |
3,632 % |
2,244 % |
3,077 % |
|
18 |
1,380 % |
1,790 % |
1,370 % |
3,713 % |
2,350 % |
3,122 % |
|
19 |
1,419 % |
1,850 % |
1,409 % |
3,781 % |
2,445 % |
3,164 % |
|
20 |
1,463 % |
1,910 % |
1,453 % |
3,839 % |
2,532 % |
3,203 % |
|
21 |
1,514 % |
1,971 % |
1,504 % |
3,888 % |
2,610 % |
3,239 % |
|
22 |
1,570 % |
2,032 % |
1,560 % |
3,929 % |
2,681 % |
3,272 % |
|
23 |
1,630 % |
2,092 % |
1,620 % |
3,964 % |
2,747 % |
3,304 % |
|
24 |
1,690 % |
2,151 % |
1,681 % |
3,995 % |
2,807 % |
3,333 % |
|
25 |
1,752 % |
2,208 % |
1,743 % |
4,021 % |
2,862 % |
3,361 % |
|
26 |
1,813 % |
2,263 % |
1,804 % |
4,043 % |
2,913 % |
3,387 % |
|
27 |
1,874 % |
2,316 % |
1,865 % |
4,062 % |
2,961 % |
3,412 % |
|
28 |
1,934 % |
2,368 % |
1,925 % |
4,079 % |
3,005 % |
3,435 % |
|
29 |
1,992 % |
2,417 % |
1,983 % |
4,093 % |
3,046 % |
3,457 % |
|
30 |
2,048 % |
2,465 % |
2,040 % |
4,105 % |
3,084 % |
3,478 % |
|
31 |
2,103 % |
2,511 % |
2,095 % |
4,116 % |
3,120 % |
3,498 % |
|
32 |
2,156 % |
2,555 % |
2,149 % |
4,125 % |
3,153 % |
3,516 % |
|
33 |
2,208 % |
2,597 % |
2,200 % |
4,133 % |
3,185 % |
3,534 % |
|
34 |
2,257 % |
2,638 % |
2,250 % |
4,140 % |
3,215 % |
3,551 % |
|
35 |
2,305 % |
2,677 % |
2,298 % |
4,147 % |
3,243 % |
3,568 % |
|
36 |
2,351 % |
2,714 % |
2,344 % |
4,152 % |
3,269 % |
3,583 % |
|
37 |
2,395 % |
2,750 % |
2,388 % |
4,157 % |
3,294 % |
3,598 % |
|
38 |
2,437 % |
2,784 % |
2,431 % |
4,161 % |
3,318 % |
3,612 % |
|
39 |
2,478 % |
2,817 % |
2,472 % |
4,165 % |
3,340 % |
3,626 % |
|
40 |
2,518 % |
2,849 % |
2,511 % |
4,168 % |
3,362 % |
3,639 % |
|
41 |
2,555 % |
2,879 % |
2,549 % |
4,171 % |
3,382 % |
3,651 % |
|
42 |
2,592 % |
2,908 % |
2,586 % |
4,173 % |
3,402 % |
3,663 % |
|
43 |
2,627 % |
2,937 % |
2,621 % |
4,175 % |
3,420 % |
3,675 % |
|
44 |
2,660 % |
2,964 % |
2,654 % |
4,177 % |
3,438 % |
3,686 % |
|
45 |
2,693 % |
2,990 % |
2,687 % |
4,179 % |
3,455 % |
3,696 % |
|
46 |
2,724 % |
3,015 % |
2,718 % |
4,180 % |
3,471 % |
3,707 % |
|
47 |
2,754 % |
3,039 % |
2,748 % |
4,182 % |
3,486 % |
3,716 % |
|
48 |
2,783 % |
3,062 % |
2,777 % |
4,183 % |
3,501 % |
3,726 % |
|
49 |
2,811 % |
3,084 % |
2,805 % |
4,184 % |
3,515 % |
3,735 % |
|
50 |
2,837 % |
3,106 % |
2,832 % |
4,185 % |
3,529 % |
3,744 % |
|
51 |
2,863 % |
3,126 % |
2,858 % |
4,186 % |
3,542 % |
3,752 % |
|
52 |
2,888 % |
3,146 % |
2,883 % |
4,187 % |
3,555 % |
3,761 % |
|
53 |
2,912 % |
3,166 % |
2,907 % |
4,187 % |
3,567 % |
3,768 % |
|
54 |
2,936 % |
3,184 % |
2,931 % |
4,188 % |
3,579 % |
3,776 % |
|
55 |
2,958 % |
3,202 % |
2,953 % |
4,188 % |
3,590 % |
3,784 % |
|
56 |
2,980 % |
3,220 % |
2,975 % |
4,189 % |
3,601 % |
3,791 % |
|
57 |
3,001 % |
3,237 % |
2,996 % |
4,189 % |
3,611 % |
3,798 % |
|
58 |
3,021 % |
3,253 % |
3,017 % |
4,190 % |
3,621 % |
3,804 % |
|
59 |
3,041 % |
3,269 % |
3,036 % |
4,190 % |
3,631 % |
3,811 % |
|
60 |
3,060 % |
3,284 % |
3,055 % |
4,191 % |
3,640 % |
3,817 % |
|
61 |
3,078 % |
3,299 % |
3,074 % |
4,191 % |
3,650 % |
3,823 % |
|
62 |
3,096 % |
3,313 % |
3,092 % |
4,191 % |
3,658 % |
3,829 % |
|
63 |
3,113 % |
3,327 % |
3,109 % |
4,191 % |
3,667 % |
3,835 % |
|
64 |
3,130 % |
3,341 % |
3,126 % |
4,192 % |
3,675 % |
3,840 % |
|
65 |
3,147 % |
3,354 % |
3,142 % |
4,192 % |
3,683 % |
3,846 % |
|
66 |
3,162 % |
3,366 % |
3,158 % |
4,192 % |
3,691 % |
3,851 % |
|
67 |
3,178 % |
3,379 % |
3,174 % |
4,192 % |
3,699 % |
3,856 % |
|
68 |
3,193 % |
3,391 % |
3,189 % |
4,193 % |
3,706 % |
3,861 % |
|
69 |
3,207 % |
3,402 % |
3,203 % |
4,193 % |
3,713 % |
3,866 % |
|
70 |
3,221 % |
3,414 % |
3,217 % |
4,193 % |
3,720 % |
3,871 % |
|
71 |
3,235 % |
3,425 % |
3,231 % |
4,193 % |
3,727 % |
3,875 % |
|
72 |
3,248 % |
3,435 % |
3,244 % |
4,193 % |
3,734 % |
3,880 % |
|
73 |
3,261 % |
3,446 % |
3,257 % |
4,193 % |
3,740 % |
3,884 % |
|
74 |
3,274 % |
3,456 % |
3,270 % |
4,193 % |
3,746 % |
3,888 % |
|
75 |
3,286 % |
3,466 % |
3,282 % |
4,194 % |
3,752 % |
3,892 % |
|
76 |
3,298 % |
3,475 % |
3,294 % |
4,194 % |
3,758 % |
3,896 % |
|
77 |
3,310 % |
3,485 % |
3,306 % |
4,194 % |
3,764 % |
3,900 % |
|
78 |
3,321 % |
3,494 % |
3,318 % |
4,194 % |
3,769 % |
3,904 % |
|
79 |
3,332 % |
3,503 % |
3,329 % |
4,194 % |
3,775 % |
3,908 % |
|
80 |
3,343 % |
3,511 % |
3,339 % |
4,194 % |
3,780 % |
3,911 % |
|
81 |
3,353 % |
3,520 % |
3,350 % |
4,194 % |
3,785 % |
3,915 % |
|
82 |
3,364 % |
3,528 % |
3,360 % |
4,194 % |
3,790 % |
3,918 % |
|
83 |
3,374 % |
3,536 % |
3,370 % |
4,194 % |
3,795 % |
3,922 % |
|
84 |
3,383 % |
3,544 % |
3,380 % |
4,194 % |
3,800 % |
3,925 % |
|
85 |
3,393 % |
3,552 % |
3,390 % |
4,194 % |
3,805 % |
3,928 % |
|
86 |
3,402 % |
3,559 % |
3,399 % |
4,194 % |
3,809 % |
3,931 % |
|
87 |
3,411 % |
3,566 % |
3,408 % |
4,195 % |
3,814 % |
3,934 % |
|
88 |
3,420 % |
3,574 % |
3,417 % |
4,195 % |
3,818 % |
3,937 % |
|
89 |
3,429 % |
3,581 % |
3,426 % |
4,195 % |
3,822 % |
3,940 % |
|
90 |
3,438 % |
3,587 % |
3,435 % |
4,195 % |
3,827 % |
3,943 % |
|
91 |
3,446 % |
3,594 % |
3,443 % |
4,195 % |
3,831 % |
3,946 % |
|
92 |
3,454 % |
3,601 % |
3,451 % |
4,195 % |
3,835 % |
3,949 % |
|
93 |
3,462 % |
3,607 % |
3,459 % |
4,195 % |
3,839 % |
3,952 % |
|
94 |
3,470 % |
3,613 % |
3,467 % |
4,195 % |
3,843 % |
3,954 % |
|
95 |
3,478 % |
3,620 % |
3,475 % |
4,195 % |
3,846 % |
3,957 % |
|
96 |
3,485 % |
3,626 % |
3,482 % |
4,195 % |
3,850 % |
3,959 % |
|
97 |
3,492 % |
3,632 % |
3,490 % |
4,195 % |
3,854 % |
3,962 % |
|
98 |
3,500 % |
3,637 % |
3,497 % |
4,195 % |
3,857 % |
3,964 % |
|
99 |
3,507 % |
3,643 % |
3,504 % |
4,195 % |
3,861 % |
3,967 % |
|
100 |
3,514 % |
3,649 % |
3,511 % |
4,195 % |
3,864 % |
3,969 % |
|
101 |
3,520 % |
3,654 % |
3,518 % |
4,195 % |
3,867 % |
3,971 % |
|
102 |
3,527 % |
3,659 % |
3,524 % |
4,195 % |
3,871 % |
3,973 % |
|
103 |
3,534 % |
3,665 % |
3,531 % |
4,195 % |
3,874 % |
3,976 % |
|
104 |
3,540 % |
3,670 % |
3,537 % |
4,196 % |
3,877 % |
3,978 % |
|
105 |
3,546 % |
3,675 % |
3,544 % |
4,196 % |
3,880 % |
3,980 % |
|
106 |
3,552 % |
3,680 % |
3,550 % |
4,196 % |
3,883 % |
3,982 % |
|
107 |
3,558 % |
3,685 % |
3,556 % |
4,196 % |
3,886 % |
3,984 % |
|
108 |
3,564 % |
3,689 % |
3,562 % |
4,196 % |
3,889 % |
3,986 % |
|
109 |
3,570 % |
3,694 % |
3,568 % |
4,196 % |
3,892 % |
3,988 % |
|
110 |
3,576 % |
3,699 % |
3,573 % |
4,196 % |
3,894 % |
3,990 % |
|
111 |
3,581 % |
3,703 % |
3,579 % |
4,196 % |
3,897 % |
3,992 % |
|
112 |
3,587 % |
3,707 % |
3,585 % |
4,196 % |
3,900 % |
3,994 % |
|
113 |
3,592 % |
3,712 % |
3,590 % |
4,196 % |
3,903 % |
3,995 % |
|
114 |
3,598 % |
3,716 % |
3,595 % |
4,196 % |
3,905 % |
3,997 % |
|
115 |
3,603 % |
3,720 % |
3,601 % |
4,196 % |
3,908 % |
3,999 % |
|
116 |
3,608 % |
3,724 % |
3,606 % |
4,196 % |
3,910 % |
4,001 % |
|
117 |
3,613 % |
3,728 % |
3,611 % |
4,196 % |
3,913 % |
4,002 % |
|
118 |
3,618 % |
3,732 % |
3,616 % |
4,196 % |
3,915 % |
4,004 % |
|
119 |
3,623 % |
3,736 % |
3,621 % |
4,196 % |
3,918 % |
4,006 % |
|
120 |
3,628 % |
3,740 % |
3,625 % |
4,196 % |
3,920 % |
4,007 % |
|
121 |
3,632 % |
3,744 % |
3,630 % |
4,196 % |
3,922 % |
4,009 % |
|
122 |
3,637 % |
3,748 % |
3,635 % |
4,196 % |
3,924 % |
4,010 % |
|
123 |
3,642 % |
3,751 % |
3,639 % |
4,196 % |
3,927 % |
4,012 % |
|
124 |
3,646 % |
3,755 % |
3,644 % |
4,196 % |
3,929 % |
4,014 % |
|
125 |
3,650 % |
3,759 % |
3,648 % |
4,196 % |
3,931 % |
4,015 % |
|
126 |
3,655 % |
3,762 % |
3,653 % |
4,196 % |
3,933 % |
4,016 % |
|
127 |
3,659 % |
3,766 % |
3,657 % |
4,196 % |
3,935 % |
4,018 % |
|
128 |
3,663 % |
3,769 % |
3,661 % |
4,196 % |
3,937 % |
4,019 % |
|
129 |
3,667 % |
3,772 % |
3,665 % |
4,196 % |
3,939 % |
4,021 % |
|
130 |
3,672 % |
3,776 % |
3,670 % |
4,196 % |
3,941 % |
4,022 % |
|
131 |
3,676 % |
3,779 % |
3,674 % |
4,196 % |
3,943 % |
4,023 % |
|
132 |
3,680 % |
3,782 % |
3,678 % |
4,196 % |
3,945 % |
4,025 % |
|
133 |
3,683 % |
3,785 % |
3,681 % |
4,196 % |
3,947 % |
4,026 % |
|
134 |
3,687 % |
3,788 % |
3,685 % |
4,197 % |
3,949 % |
4,027 % |
|
135 |
3,691 % |
3,791 % |
3,689 % |
4,197 % |
3,951 % |
4,029 % |
|
136 |
3,695 % |
3,794 % |
3,693 % |
4,197 % |
3,953 % |
4,030 % |
|
137 |
3,699 % |
3,797 % |
3,697 % |
4,197 % |
3,955 % |
4,031 % |
|
138 |
3,702 % |
3,800 % |
3,700 % |
4,197 % |
3,956 % |
4,032 % |
|
139 |
3,706 % |
3,803 % |
3,704 % |
4,197 % |
3,958 % |
4,034 % |
|
140 |
3,709 % |
3,806 % |
3,707 % |
4,197 % |
3,960 % |
4,035 % |
|
141 |
3,713 % |
3,809 % |
3,711 % |
4,197 % |
3,962 % |
4,036 % |
|
142 |
3,716 % |
3,811 % |
3,714 % |
4,197 % |
3,963 % |
4,037 % |
|
143 |
3,720 % |
3,814 % |
3,718 % |
4,197 % |
3,965 % |
4,038 % |
|
144 |
3,723 % |
3,817 % |
3,721 % |
4,197 % |
3,967 % |
4,039 % |
|
145 |
3,726 % |
3,819 % |
3,724 % |
4,197 % |
3,968 % |
4,040 % |
|
146 |
3,729 % |
3,822 % |
3,728 % |
4,197 % |
3,970 % |
4,042 % |
|
147 |
3,733 % |
3,825 % |
3,731 % |
4,197 % |
3,971 % |
4,043 % |
|
148 |
3,736 % |
3,827 % |
3,734 % |
4,197 % |
3,973 % |
4,044 % |
|
149 |
3,739 % |
3,830 % |
3,737 % |
4,197 % |
3,974 % |
4,045 % |
|
150 |
3,742 % |
3,832 % |
3,740 % |
4,197 % |
3,976 % |
4,046 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,406 % |
0,512 % |
1,441 % |
1,342 % |
4,412 % |
0,780 % |
|
2 |
– 0,316 % |
0,678 % |
1,845 % |
1,616 % |
4,680 % |
0,981 % |
|
3 |
– 0,190 % |
0,798 % |
2,230 % |
2,012 % |
5,000 % |
1,122 % |
|
4 |
– 0,046 % |
0,890 % |
2,609 % |
2,341 % |
5,063 % |
1,265 % |
|
5 |
0,107 % |
0,976 % |
2,974 % |
2,617 % |
5,023 % |
1,398 % |
|
6 |
0,244 % |
1,054 % |
3,305 % |
2,810 % |
5,000 % |
1,522 % |
|
7 |
0,385 % |
1,124 % |
3,581 % |
2,965 % |
5,028 % |
1,631 % |
|
8 |
0,523 % |
1,191 % |
3,799 % |
3,088 % |
5,070 % |
1,726 % |
|
9 |
0,655 % |
1,253 % |
3,996 % |
3,207 % |
5,097 % |
1,810 % |
|
10 |
0,776 % |
1,310 % |
4,158 % |
3,252 % |
5,110 % |
1,879 % |
|
11 |
0,885 % |
1,361 % |
4,283 % |
3,280 % |
5,113 % |
1,949 % |
|
12 |
0,982 % |
1,405 % |
4,378 % |
3,308 % |
5,109 % |
2,020 % |
|
13 |
1,070 % |
1,432 % |
4,450 % |
3,335 % |
5,100 % |
2,092 % |
|
14 |
1,146 % |
1,465 % |
4,505 % |
3,361 % |
5,088 % |
2,163 % |
|
15 |
1,207 % |
1,502 % |
4,546 % |
3,387 % |
5,074 % |
2,231 % |
|
16 |
1,253 % |
1,512 % |
4,578 % |
3,411 % |
5,057 % |
2,298 % |
|
17 |
1,291 % |
1,527 % |
4,601 % |
3,435 % |
5,040 % |
2,362 % |
|
18 |
1,328 % |
1,539 % |
4,618 % |
3,458 % |
5,022 % |
2,423 % |
|
19 |
1,366 % |
1,548 % |
4,629 % |
3,480 % |
5,003 % |
2,482 % |
|
20 |
1,411 % |
1,565 % |
4,637 % |
3,501 % |
4,985 % |
2,538 % |
|
21 |
1,463 % |
1,575 % |
4,641 % |
3,521 % |
4,966 % |
2,591 % |
|
22 |
1,520 % |
1,576 % |
4,643 % |
3,541 % |
4,948 % |
2,642 % |
|
23 |
1,580 % |
1,573 % |
4,643 % |
3,559 % |
4,930 % |
2,691 % |
|
24 |
1,642 % |
1,569 % |
4,641 % |
3,577 % |
4,912 % |
2,737 % |
|
25 |
1,704 % |
1,565 % |
4,638 % |
3,594 % |
4,894 % |
2,781 % |
|
26 |
1,767 % |
1,562 % |
4,633 % |
3,611 % |
4,877 % |
2,823 % |
|
27 |
1,829 % |
1,561 % |
4,628 % |
3,626 % |
4,860 % |
2,864 % |
|
28 |
1,890 % |
1,558 % |
4,623 % |
3,641 % |
4,844 % |
2,902 % |
|
29 |
1,949 % |
1,554 % |
4,616 % |
3,656 % |
4,829 % |
2,938 % |
|
30 |
2,007 % |
1,547 % |
4,610 % |
3,670 % |
4,814 % |
2,973 % |
|
31 |
2,063 % |
1,538 % |
4,603 % |
3,683 % |
4,799 % |
3,006 % |
|
32 |
2,117 % |
1,527 % |
4,596 % |
3,696 % |
4,785 % |
3,038 % |
|
33 |
2,169 % |
1,516 % |
4,589 % |
3,708 % |
4,771 % |
3,068 % |
|
34 |
2,220 % |
1,505 % |
4,582 % |
3,720 % |
4,758 % |
3,097 % |
|
35 |
2,268 % |
1,496 % |
4,575 % |
3,731 % |
4,745 % |
3,125 % |
|
36 |
2,315 % |
1,488 % |
4,568 % |
3,742 % |
4,733 % |
3,151 % |
|
37 |
2,360 % |
1,482 % |
4,561 % |
3,752 % |
4,721 % |
3,177 % |
|
38 |
2,404 % |
1,475 % |
4,554 % |
3,762 % |
4,709 % |
3,201 % |
|
39 |
2,445 % |
1,468 % |
4,547 % |
3,772 % |
4,698 % |
3,224 % |
|
40 |
2,485 % |
1,460 % |
4,541 % |
3,781 % |
4,687 % |
3,246 % |
|
41 |
2,524 % |
1,450 % |
4,534 % |
3,790 % |
4,677 % |
3,268 % |
|
42 |
2,561 % |
1,439 % |
4,528 % |
3,799 % |
4,667 % |
3,288 % |
|
43 |
2,597 % |
1,428 % |
4,521 % |
3,807 % |
4,657 % |
3,308 % |
|
44 |
2,631 % |
1,417 % |
4,515 % |
3,815 % |
4,648 % |
3,327 % |
|
45 |
2,664 % |
1,406 % |
4,509 % |
3,823 % |
4,639 % |
3,345 % |
|
46 |
2,696 % |
1,396 % |
4,504 % |
3,830 % |
4,630 % |
3,363 % |
|
47 |
2,726 % |
1,389 % |
4,498 % |
3,837 % |
4,622 % |
3,380 % |
|
48 |
2,756 % |
1,385 % |
4,493 % |
3,844 % |
4,614 % |
3,396 % |
|
49 |
2,784 % |
1,387 % |
4,487 % |
3,851 % |
4,606 % |
3,412 % |
|
50 |
2,811 % |
1,394 % |
4,482 % |
3,857 % |
4,598 % |
3,427 % |
|
51 |
2,838 % |
1,407 % |
4,477 % |
3,864 % |
4,591 % |
3,442 % |
|
52 |
2,863 % |
1,425 % |
4,472 % |
3,870 % |
4,584 % |
3,456 % |
|
53 |
2,888 % |
1,447 % |
4,468 % |
3,876 % |
4,577 % |
3,469 % |
|
54 |
2,911 % |
1,473 % |
4,463 % |
3,881 % |
4,570 % |
3,482 % |
|
55 |
2,934 % |
1,501 % |
4,459 % |
3,887 % |
4,564 % |
3,495 % |
|
56 |
2,957 % |
1,530 % |
4,454 % |
3,892 % |
4,558 % |
3,507 % |
|
57 |
2,978 % |
1,561 % |
4,450 % |
3,897 % |
4,552 % |
3,519 % |
|
58 |
2,999 % |
1,593 % |
4,446 % |
3,902 % |
4,546 % |
3,531 % |
|
59 |
3,019 % |
1,625 % |
4,442 % |
3,907 % |
4,540 % |
3,542 % |
|
60 |
3,038 % |
1,658 % |
4,438 % |
3,912 % |
4,535 % |
3,553 % |
|
61 |
3,057 % |
1,691 % |
4,434 % |
3,916 % |
4,529 % |
3,563 % |
|
62 |
3,075 % |
1,723 % |
4,431 % |
3,921 % |
4,524 % |
3,573 % |
|
63 |
3,093 % |
1,756 % |
4,427 % |
3,925 % |
4,519 % |
3,583 % |
|
64 |
3,110 % |
1,789 % |
4,424 % |
3,929 % |
4,514 % |
3,592 % |
|
65 |
3,126 % |
1,821 % |
4,420 % |
3,933 % |
4,510 % |
3,602 % |
|
66 |
3,142 % |
1,852 % |
4,417 % |
3,937 % |
4,505 % |
3,611 % |
|
67 |
3,158 % |
1,884 % |
4,414 % |
3,941 % |
4,500 % |
3,619 % |
|
68 |
3,173 % |
1,914 % |
4,411 % |
3,945 % |
4,496 % |
3,628 % |
|
69 |
3,188 % |
1,945 % |
4,408 % |
3,948 % |
4,492 % |
3,636 % |
|
70 |
3,202 % |
1,974 % |
4,405 % |
3,952 % |
4,488 % |
3,644 % |
|
71 |
3,216 % |
2,004 % |
4,402 % |
3,955 % |
4,484 % |
3,652 % |
|
72 |
3,230 % |
2,032 % |
4,399 % |
3,959 % |
4,480 % |
3,659 % |
|
73 |
3,243 % |
2,060 % |
4,397 % |
3,962 % |
4,476 % |
3,666 % |
|
74 |
3,256 % |
2,087 % |
4,394 % |
3,965 % |
4,472 % |
3,674 % |
|
75 |
3,268 % |
2,114 % |
4,392 % |
3,968 % |
4,469 % |
3,681 % |
|
76 |
3,281 % |
2,141 % |
4,389 % |
3,971 % |
4,465 % |
3,687 % |
|
77 |
3,293 % |
2,166 % |
4,387 % |
3,974 % |
4,462 % |
3,694 % |
|
78 |
3,304 % |
2,191 % |
4,384 % |
3,977 % |
4,459 % |
3,700 % |
|
79 |
3,315 % |
2,216 % |
4,382 % |
3,980 % |
4,455 % |
3,707 % |
|
80 |
3,326 % |
2,240 % |
4,380 % |
3,983 % |
4,452 % |
3,713 % |
|
81 |
3,337 % |
2,264 % |
4,377 % |
3,985 % |
4,449 % |
3,719 % |
|
82 |
3,348 % |
2,287 % |
4,375 % |
3,988 % |
4,446 % |
3,725 % |
|
83 |
3,358 % |
2,309 % |
4,373 % |
3,990 % |
4,443 % |
3,730 % |
|
84 |
3,368 % |
2,331 % |
4,371 % |
3,993 % |
4,440 % |
3,736 % |
|
85 |
3,378 % |
2,353 % |
4,369 % |
3,995 % |
4,437 % |
3,741 % |
|
86 |
3,387 % |
2,374 % |
4,367 % |
3,998 % |
4,435 % |
3,747 % |
|
87 |
3,396 % |
2,394 % |
4,365 % |
4,000 % |
4,432 % |
3,752 % |
|
88 |
3,405 % |
2,415 % |
4,363 % |
4,002 % |
4,429 % |
3,757 % |
|
89 |
3,414 % |
2,434 % |
4,362 % |
4,004 % |
4,427 % |
3,762 % |
|
90 |
3,423 % |
2,454 % |
4,360 % |
4,006 % |
4,424 % |
3,767 % |
|
91 |
3,432 % |
2,473 % |
4,358 % |
4,009 % |
4,422 % |
3,772 % |
|
92 |
3,440 % |
2,491 % |
4,356 % |
4,011 % |
4,419 % |
3,776 % |
|
93 |
3,448 % |
2,509 % |
4,355 % |
4,013 % |
4,417 % |
3,781 % |
|
94 |
3,456 % |
2,527 % |
4,353 % |
4,015 % |
4,415 % |
3,785 % |
|
95 |
3,464 % |
2,544 % |
4,351 % |
4,017 % |
4,412 % |
3,790 % |
|
96 |
3,471 % |
2,562 % |
4,350 % |
4,019 % |
4,410 % |
3,794 % |
|
97 |
3,479 % |
2,578 % |
4,348 % |
4,020 % |
4,408 % |
3,798 % |
|
98 |
3,486 % |
2,595 % |
4,347 % |
4,022 % |
4,406 % |
3,802 % |
|
99 |
3,493 % |
2,611 % |
4,345 % |
4,024 % |
4,404 % |
3,806 % |
|
100 |
3,500 % |
2,626 % |
4,344 % |
4,026 % |
4,402 % |
3,810 % |
|
101 |
3,507 % |
2,642 % |
4,342 % |
4,027 % |
4,400 % |
3,814 % |
|
102 |
3,514 % |
2,657 % |
4,341 % |
4,029 % |
4,398 % |
3,818 % |
|
103 |
3,521 % |
2,672 % |
4,340 % |
4,031 % |
4,396 % |
3,821 % |
|
104 |
3,527 % |
2,686 % |
4,338 % |
4,032 % |
4,394 % |
3,825 % |
|
105 |
3,534 % |
2,701 % |
4,337 % |
4,034 % |
4,392 % |
3,829 % |
|
106 |
3,540 % |
2,715 % |
4,336 % |
4,036 % |
4,390 % |
3,832 % |
|
107 |
3,546 % |
2,728 % |
4,334 % |
4,037 % |
4,389 % |
3,835 % |
|
108 |
3,552 % |
2,742 % |
4,333 % |
4,039 % |
4,387 % |
3,839 % |
|
109 |
3,558 % |
2,755 % |
4,332 % |
4,040 % |
4,385 % |
3,842 % |
|
110 |
3,564 % |
2,768 % |
4,331 % |
4,042 % |
4,383 % |
3,845 % |
|
111 |
3,570 % |
2,781 % |
4,330 % |
4,043 % |
4,382 % |
3,849 % |
|
112 |
3,575 % |
2,794 % |
4,328 % |
4,044 % |
4,380 % |
3,852 % |
|
113 |
3,581 % |
2,806 % |
4,327 % |
4,046 % |
4,379 % |
3,855 % |
|
114 |
3,586 % |
2,818 % |
4,326 % |
4,047 % |
4,377 % |
3,858 % |
|
115 |
3,591 % |
2,830 % |
4,325 % |
4,048 % |
4,375 % |
3,861 % |
|
116 |
3,597 % |
2,842 % |
4,324 % |
4,050 % |
4,374 % |
3,864 % |
|
117 |
3,602 % |
2,853 % |
4,323 % |
4,051 % |
4,372 % |
3,867 % |
|
118 |
3,607 % |
2,865 % |
4,322 % |
4,052 % |
4,371 % |
3,869 % |
|
119 |
3,612 % |
2,876 % |
4,321 % |
4,054 % |
4,370 % |
3,872 % |
|
120 |
3,617 % |
2,887 % |
4,320 % |
4,055 % |
4,368 % |
3,875 % |
|
121 |
3,622 % |
2,898 % |
4,319 % |
4,056 % |
4,367 % |
3,878 % |
|
122 |
3,626 % |
2,908 % |
4,318 % |
4,057 % |
4,365 % |
3,880 % |
|
123 |
3,631 % |
2,919 % |
4,317 % |
4,058 % |
4,364 % |
3,883 % |
|
124 |
3,635 % |
2,929 % |
4,316 % |
4,059 % |
4,363 % |
3,885 % |
|
125 |
3,640 % |
2,939 % |
4,315 % |
4,061 % |
4,361 % |
3,888 % |
|
126 |
3,644 % |
2,949 % |
4,314 % |
4,062 % |
4,360 % |
3,890 % |
|
127 |
3,649 % |
2,959 % |
4,313 % |
4,063 % |
4,359 % |
3,893 % |
|
128 |
3,653 % |
2,968 % |
4,312 % |
4,064 % |
4,358 % |
3,895 % |
|
129 |
3,657 % |
2,978 % |
4,311 % |
4,065 % |
4,356 % |
3,898 % |
|
130 |
3,661 % |
2,987 % |
4,311 % |
4,066 % |
4,355 % |
3,900 % |
|
131 |
3,666 % |
2,996 % |
4,310 % |
4,067 % |
4,354 % |
3,902 % |
|
132 |
3,670 % |
3,006 % |
4,309 % |
4,068 % |
4,353 % |
3,904 % |
|
133 |
3,674 % |
3,014 % |
4,308 % |
4,069 % |
4,352 % |
3,907 % |
|
134 |
3,678 % |
3,023 % |
4,307 % |
4,070 % |
4,351 % |
3,909 % |
|
135 |
3,681 % |
3,032 % |
4,307 % |
4,071 % |
4,349 % |
3,911 % |
|
136 |
3,685 % |
3,040 % |
4,306 % |
4,072 % |
4,348 % |
3,913 % |
|
137 |
3,689 % |
3,049 % |
4,305 % |
4,073 % |
4,347 % |
3,915 % |
|
138 |
3,693 % |
3,057 % |
4,304 % |
4,074 % |
4,346 % |
3,917 % |
|
139 |
3,696 % |
3,065 % |
4,303 % |
4,075 % |
4,345 % |
3,919 % |
|
140 |
3,700 % |
3,073 % |
4,303 % |
4,075 % |
4,344 % |
3,921 % |
|
141 |
3,703 % |
3,081 % |
4,302 % |
4,076 % |
4,343 % |
3,923 % |
|
142 |
3,707 % |
3,089 % |
4,301 % |
4,077 % |
4,342 % |
3,925 % |
|
143 |
3,710 % |
3,097 % |
4,301 % |
4,078 % |
4,341 % |
3,927 % |
|
144 |
3,714 % |
3,105 % |
4,300 % |
4,079 % |
4,340 % |
3,929 % |
|
145 |
3,717 % |
3,112 % |
4,299 % |
4,080 % |
4,339 % |
3,931 % |
|
146 |
3,720 % |
3,119 % |
4,299 % |
4,081 % |
4,338 % |
3,933 % |
|
147 |
3,724 % |
3,127 % |
4,298 % |
4,081 % |
4,337 % |
3,935 % |
|
148 |
3,727 % |
3,134 % |
4,297 % |
4,082 % |
4,336 % |
3,936 % |
|
149 |
3,730 % |
3,141 % |
4,297 % |
4,083 % |
4,335 % |
3,938 % |
|
150 |
3,733 % |
3,148 % |
4,296 % |
4,084 % |
4,334 % |
3,940 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,728 % |
1,795 % |
1,133 % |
1,508 % |
2,347 % |
4,550 % |
|
2 |
– 0,635 % |
1,983 % |
1,306 % |
1,672 % |
2,601 % |
4,863 % |
|
3 |
– 0,519 % |
2,138 % |
1,448 % |
1,776 % |
2,934 % |
5,236 % |
|
4 |
– 0,409 % |
2,246 % |
1,597 % |
1,852 % |
3,166 % |
5,451 % |
|
5 |
– 0,296 % |
2,381 % |
1,743 % |
1,913 % |
3,380 % |
5,614 % |
|
6 |
– 0,181 % |
2,477 % |
1,861 % |
1,965 % |
3,568 % |
5,765 % |
|
7 |
– 0,070 % |
2,586 % |
1,958 % |
2,018 % |
3,732 % |
5,889 % |
|
8 |
0,028 % |
2,668 % |
2,043 % |
2,072 % |
3,879 % |
6,043 % |
|
9 |
0,123 % |
2,742 % |
2,117 % |
2,125 % |
4,005 % |
6,157 % |
|
10 |
0,209 % |
2,813 % |
2,184 % |
2,188 % |
4,109 % |
6,196 % |
|
11 |
0,272 % |
2,878 % |
2,243 % |
2,236 % |
4,189 % |
6,203 % |
|
12 |
0,347 % |
2,937 % |
2,293 % |
2,278 % |
4,251 % |
6,194 % |
|
13 |
0,390 % |
2,989 % |
2,337 % |
2,322 % |
4,299 % |
6,172 % |
|
14 |
0,430 % |
3,034 % |
2,376 % |
2,368 % |
4,336 % |
6,143 % |
|
15 |
0,490 % |
3,071 % |
2,416 % |
2,411 % |
4,365 % |
6,108 % |
|
16 |
0,536 % |
3,099 % |
2,459 % |
2,451 % |
4,387 % |
6,069 % |
|
17 |
0,566 % |
3,122 % |
2,504 % |
2,486 % |
4,404 % |
6,027 % |
|
18 |
0,586 % |
3,141 % |
2,549 % |
2,512 % |
4,417 % |
5,984 % |
|
19 |
0,599 % |
3,158 % |
2,594 % |
2,529 % |
4,427 % |
5,940 % |
|
20 |
0,609 % |
3,175 % |
2,639 % |
2,536 % |
4,435 % |
5,895 % |
|
21 |
0,619 % |
3,192 % |
2,683 % |
2,533 % |
4,440 % |
5,851 % |
|
22 |
0,631 % |
3,207 % |
2,726 % |
2,523 % |
4,443 % |
5,808 % |
|
23 |
0,646 % |
3,220 % |
2,768 % |
2,510 % |
4,445 % |
5,765 % |
|
24 |
0,667 % |
3,229 % |
2,808 % |
2,496 % |
4,446 % |
5,723 % |
|
25 |
0,694 % |
3,234 % |
2,847 % |
2,484 % |
4,446 % |
5,682 % |
|
26 |
0,728 % |
3,234 % |
2,885 % |
2,474 % |
4,445 % |
5,643 % |
|
27 |
0,767 % |
3,232 % |
2,921 % |
2,467 % |
4,443 % |
5,604 % |
|
28 |
0,810 % |
3,229 % |
2,956 % |
2,465 % |
4,441 % |
5,567 % |
|
29 |
0,855 % |
3,227 % |
2,989 % |
2,467 % |
4,439 % |
5,531 % |
|
30 |
0,901 % |
3,228 % |
3,021 % |
2,475 % |
4,436 % |
5,497 % |
|
31 |
0,949 % |
3,231 % |
3,052 % |
2,488 % |
4,433 % |
5,463 % |
|
32 |
0,996 % |
3,238 % |
3,082 % |
2,505 % |
4,430 % |
5,431 % |
|
33 |
1,043 % |
3,246 % |
3,110 % |
2,526 % |
4,426 % |
5,400 % |
|
34 |
1,090 % |
3,256 % |
3,137 % |
2,549 % |
4,423 % |
5,370 % |
|
35 |
1,136 % |
3,268 % |
3,163 % |
2,573 % |
4,420 % |
5,342 % |
|
36 |
1,181 % |
3,280 % |
3,189 % |
2,599 % |
4,416 % |
5,314 % |
|
37 |
1,225 % |
3,294 % |
3,213 % |
2,626 % |
4,412 % |
5,288 % |
|
38 |
1,268 % |
3,307 % |
3,236 % |
2,653 % |
4,409 % |
5,262 % |
|
39 |
1,310 % |
3,321 % |
3,258 % |
2,680 % |
4,405 % |
5,238 % |
|
40 |
1,351 % |
3,336 % |
3,279 % |
2,707 % |
4,402 % |
5,214 % |
|
41 |
1,390 % |
3,350 % |
3,300 % |
2,735 % |
4,398 % |
5,192 % |
|
42 |
1,428 % |
3,364 % |
3,319 % |
2,761 % |
4,395 % |
5,170 % |
|
43 |
1,465 % |
3,379 % |
3,338 % |
2,788 % |
4,391 % |
5,149 % |
|
44 |
1,500 % |
3,393 % |
3,357 % |
2,814 % |
4,388 % |
5,129 % |
|
45 |
1,535 % |
3,407 % |
3,374 % |
2,840 % |
4,385 % |
5,109 % |
|
46 |
1,568 % |
3,421 % |
3,391 % |
2,865 % |
4,382 % |
5,091 % |
|
47 |
1,601 % |
3,434 % |
3,407 % |
2,889 % |
4,379 % |
5,072 % |
|
48 |
1,632 % |
3,448 % |
3,423 % |
2,913 % |
4,375 % |
5,055 % |
|
49 |
1,662 % |
3,461 % |
3,438 % |
2,936 % |
4,372 % |
5,038 % |
|
50 |
1,691 % |
3,473 % |
3,453 % |
2,959 % |
4,370 % |
5,022 % |
|
51 |
1,719 % |
3,486 % |
3,467 % |
2,981 % |
4,367 % |
5,007 % |
|
52 |
1,746 % |
3,498 % |
3,480 % |
3,003 % |
4,364 % |
4,992 % |
|
53 |
1,773 % |
3,510 % |
3,493 % |
3,023 % |
4,361 % |
4,977 % |
|
54 |
1,798 % |
3,521 % |
3,506 % |
3,044 % |
4,359 % |
4,963 % |
|
55 |
1,823 % |
3,533 % |
3,518 % |
3,063 % |
4,356 % |
4,949 % |
|
56 |
1,846 % |
3,544 % |
3,530 % |
3,083 % |
4,354 % |
4,936 % |
|
57 |
1,870 % |
3,554 % |
3,542 % |
3,101 % |
4,351 % |
4,924 % |
|
58 |
1,892 % |
3,565 % |
3,553 % |
3,119 % |
4,349 % |
4,911 % |
|
59 |
1,914 % |
3,575 % |
3,563 % |
3,137 % |
4,346 % |
4,899 % |
|
60 |
1,935 % |
3,585 % |
3,574 % |
3,154 % |
4,344 % |
4,888 % |
|
61 |
1,955 % |
3,594 % |
3,584 % |
3,170 % |
4,342 % |
4,877 % |
|
62 |
1,975 % |
3,604 % |
3,594 % |
3,186 % |
4,340 % |
4,866 % |
|
63 |
1,994 % |
3,613 % |
3,603 % |
3,202 % |
4,338 % |
4,855 % |
|
64 |
2,012 % |
3,621 % |
3,612 % |
3,217 % |
4,336 % |
4,845 % |
|
65 |
2,030 % |
3,630 % |
3,621 % |
3,232 % |
4,334 % |
4,835 % |
|
66 |
2,048 % |
3,638 % |
3,630 % |
3,246 % |
4,332 % |
4,826 % |
|
67 |
2,065 % |
3,647 % |
3,638 % |
3,260 % |
4,330 % |
4,817 % |
|
68 |
2,081 % |
3,654 % |
3,646 % |
3,274 % |
4,328 % |
4,808 % |
|
69 |
2,097 % |
3,662 % |
3,654 % |
3,287 % |
4,326 % |
4,799 % |
|
70 |
2,113 % |
3,670 % |
3,662 % |
3,300 % |
4,324 % |
4,790 % |
|
71 |
2,128 % |
3,677 % |
3,670 % |
3,312 % |
4,323 % |
4,782 % |
|
72 |
2,143 % |
3,684 % |
3,677 % |
3,324 % |
4,321 % |
4,774 % |
|
73 |
2,157 % |
3,691 % |
3,684 % |
3,336 % |
4,320 % |
4,766 % |
|
74 |
2,171 % |
3,698 % |
3,691 % |
3,348 % |
4,318 % |
4,758 % |
|
75 |
2,185 % |
3,704 % |
3,698 % |
3,359 % |
4,316 % |
4,751 % |
|
76 |
2,198 % |
3,711 % |
3,704 % |
3,370 % |
4,315 % |
4,744 % |
|
77 |
2,211 % |
3,717 % |
3,711 % |
3,381 % |
4,313 % |
4,737 % |
|
78 |
2,223 % |
3,723 % |
3,717 % |
3,391 % |
4,312 % |
4,730 % |
|
79 |
2,236 % |
3,729 % |
3,723 % |
3,401 % |
4,311 % |
4,723 % |
|
80 |
2,248 % |
3,735 % |
3,729 % |
3,411 % |
4,309 % |
4,717 % |
|
81 |
2,259 % |
3,741 % |
3,735 % |
3,421 % |
4,308 % |
4,710 % |
|
82 |
2,271 % |
3,746 % |
3,740 % |
3,430 % |
4,307 % |
4,704 % |
|
83 |
2,282 % |
3,752 % |
3,746 % |
3,439 % |
4,305 % |
4,698 % |
|
84 |
2,293 % |
3,757 % |
3,751 % |
3,448 % |
4,304 % |
4,692 % |
|
85 |
2,303 % |
3,762 % |
3,756 % |
3,457 % |
4,303 % |
4,686 % |
|
86 |
2,314 % |
3,767 % |
3,762 % |
3,466 % |
4,302 % |
4,680 % |
|
87 |
2,324 % |
3,772 % |
3,767 % |
3,474 % |
4,301 % |
4,675 % |
|
88 |
2,334 % |
3,777 % |
3,772 % |
3,482 % |
4,299 % |
4,670 % |
|
89 |
2,343 % |
3,782 % |
3,776 % |
3,490 % |
4,298 % |
4,664 % |
|
90 |
2,353 % |
3,786 % |
3,781 % |
3,498 % |
4,297 % |
4,659 % |
|
91 |
2,362 % |
3,791 % |
3,786 % |
3,506 % |
4,296 % |
4,654 % |
|
92 |
2,371 % |
3,795 % |
3,790 % |
3,513 % |
4,295 % |
4,649 % |
|
93 |
2,380 % |
3,800 % |
3,795 % |
3,521 % |
4,294 % |
4,644 % |
|
94 |
2,389 % |
3,804 % |
3,799 % |
3,528 % |
4,293 % |
4,640 % |
|
95 |
2,397 % |
3,808 % |
3,803 % |
3,535 % |
4,292 % |
4,635 % |
|
96 |
2,406 % |
3,812 % |
3,807 % |
3,542 % |
4,291 % |
4,630 % |
|
97 |
2,414 % |
3,816 % |
3,811 % |
3,549 % |
4,290 % |
4,626 % |
|
98 |
2,422 % |
3,820 % |
3,815 % |
3,555 % |
4,289 % |
4,622 % |
|
99 |
2,430 % |
3,824 % |
3,819 % |
3,562 % |
4,288 % |
4,617 % |
|
100 |
2,437 % |
3,828 % |
3,823 % |
3,568 % |
4,288 % |
4,613 % |
|
101 |
2,445 % |
3,831 % |
3,827 % |
3,574 % |
4,287 % |
4,609 % |
|
102 |
2,452 % |
3,835 % |
3,830 % |
3,580 % |
4,286 % |
4,605 % |
|
103 |
2,459 % |
3,838 % |
3,834 % |
3,586 % |
4,285 % |
4,601 % |
|
104 |
2,467 % |
3,842 % |
3,837 % |
3,592 % |
4,284 % |
4,597 % |
|
105 |
2,474 % |
3,845 % |
3,841 % |
3,598 % |
4,283 % |
4,593 % |
|
106 |
2,480 % |
3,849 % |
3,844 % |
3,604 % |
4,283 % |
4,590 % |
|
107 |
2,487 % |
3,852 % |
3,847 % |
3,609 % |
4,282 % |
4,586 % |
|
108 |
2,494 % |
3,855 % |
3,851 % |
3,615 % |
4,281 % |
4,582 % |
|
109 |
2,500 % |
3,858 % |
3,854 % |
3,620 % |
4,280 % |
4,579 % |
|
110 |
2,506 % |
3,861 % |
3,857 % |
3,625 % |
4,280 % |
4,576 % |
|
111 |
2,513 % |
3,864 % |
3,860 % |
3,631 % |
4,279 % |
4,572 % |
|
112 |
2,519 % |
3,867 % |
3,863 % |
3,636 % |
4,278 % |
4,569 % |
|
113 |
2,525 % |
3,870 % |
3,866 % |
3,641 % |
4,278 % |
4,566 % |
|
114 |
2,531 % |
3,873 % |
3,869 % |
3,646 % |
4,277 % |
4,562 % |
|
115 |
2,536 % |
3,876 % |
3,872 % |
3,650 % |
4,276 % |
4,559 % |
|
116 |
2,542 % |
3,879 % |
3,875 % |
3,655 % |
4,276 % |
4,556 % |
|
117 |
2,548 % |
3,882 % |
3,878 % |
3,660 % |
4,275 % |
4,553 % |
|
118 |
2,553 % |
3,884 % |
3,880 % |
3,664 % |
4,274 % |
4,550 % |
|
119 |
2,559 % |
3,887 % |
3,883 % |
3,669 % |
4,274 % |
4,547 % |
|
120 |
2,564 % |
3,890 % |
3,886 % |
3,673 % |
4,273 % |
4,544 % |
|
121 |
2,569 % |
3,892 % |
3,888 % |
3,678 % |
4,272 % |
4,541 % |
|
122 |
2,574 % |
3,895 % |
3,891 % |
3,682 % |
4,272 % |
4,539 % |
|
123 |
2,579 % |
3,897 % |
3,893 % |
3,686 % |
4,271 % |
4,536 % |
|
124 |
2,584 % |
3,900 % |
3,896 % |
3,690 % |
4,271 % |
4,533 % |
|
125 |
2,589 % |
3,902 % |
3,898 % |
3,694 % |
4,270 % |
4,530 % |
|
126 |
2,594 % |
3,904 % |
3,901 % |
3,698 % |
4,270 % |
4,528 % |
|
127 |
2,599 % |
3,907 % |
3,903 % |
3,702 % |
4,269 % |
4,525 % |
|
128 |
2,604 % |
3,909 % |
3,905 % |
3,706 % |
4,268 % |
4,523 % |
|
129 |
2,608 % |
3,911 % |
3,907 % |
3,710 % |
4,268 % |
4,520 % |
|
130 |
2,613 % |
3,913 % |
3,910 % |
3,714 % |
4,267 % |
4,518 % |
|
131 |
2,617 % |
3,916 % |
3,912 % |
3,717 % |
4,267 % |
4,515 % |
|
132 |
2,622 % |
3,918 % |
3,914 % |
3,721 % |
4,266 % |
4,513 % |
|
133 |
2,626 % |
3,920 % |
3,916 % |
3,725 % |
4,266 % |
4,510 % |
|
134 |
2,630 % |
3,922 % |
3,918 % |
3,728 % |
4,265 % |
4,508 % |
|
135 |
2,635 % |
3,924 % |
3,920 % |
3,732 % |
4,265 % |
4,506 % |
|
136 |
2,639 % |
3,926 % |
3,923 % |
3,735 % |
4,264 % |
4,504 % |
|
137 |
2,643 % |
3,928 % |
3,925 % |
3,738 % |
4,264 % |
4,501 % |
|
138 |
2,647 % |
3,930 % |
3,927 % |
3,742 % |
4,263 % |
4,499 % |
|
139 |
2,651 % |
3,932 % |
3,929 % |
3,745 % |
4,263 % |
4,497 % |
|
140 |
2,655 % |
3,934 % |
3,930 % |
3,748 % |
4,263 % |
4,495 % |
|
141 |
2,659 % |
3,936 % |
3,932 % |
3,751 % |
4,262 % |
4,493 % |
|
142 |
2,662 % |
3,938 % |
3,934 % |
3,755 % |
4,262 % |
4,491 % |
|
143 |
2,666 % |
3,939 % |
3,936 % |
3,758 % |
4,261 % |
4,489 % |
|
144 |
2,670 % |
3,941 % |
3,938 % |
3,761 % |
4,261 % |
4,487 % |
|
145 |
2,673 % |
3,943 % |
3,940 % |
3,764 % |
4,260 % |
4,485 % |
|
146 |
2,677 % |
3,945 % |
3,942 % |
3,767 % |
4,260 % |
4,483 % |
|
147 |
2,681 % |
3,946 % |
3,943 % |
3,770 % |
4,260 % |
4,481 % |
|
148 |
2,684 % |
3,948 % |
3,945 % |
3,773 % |
4,259 % |
4,479 % |
|
149 |
2,688 % |
3,950 % |
3,947 % |
3,775 % |
4,259 % |
4,477 % |
|
150 |
2,691 % |
3,952 % |
3,948 % |
3,778 % |
4,258 % |
4,475 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,956 % |
5,867 % |
7,156 % |
0,327 % |
1,866 % |
6,657 % |
|
2 |
1,243 % |
5,961 % |
6,856 % |
0,423 % |
2,058 % |
6,639 % |
|
3 |
1,435 % |
6,069 % |
6,685 % |
0,510 % |
2,259 % |
6,763 % |
|
4 |
1,566 % |
6,185 % |
6,634 % |
0,592 % |
2,447 % |
6,910 % |
|
5 |
1,692 % |
6,296 % |
6,635 % |
0,668 % |
2,614 % |
7,116 % |
|
6 |
1,776 % |
6,400 % |
6,700 % |
0,751 % |
2,764 % |
7,267 % |
|
7 |
1,843 % |
6,475 % |
6,786 % |
0,810 % |
2,890 % |
7,445 % |
|
8 |
1,911 % |
6,546 % |
6,867 % |
0,876 % |
3,000 % |
7,636 % |
|
9 |
1,976 % |
6,602 % |
6,940 % |
0,940 % |
3,098 % |
7,784 % |
|
10 |
2,030 % |
6,644 % |
7,010 % |
1,003 % |
3,178 % |
7,907 % |
|
11 |
2,072 % |
6,667 % |
7,079 % |
1,080 % |
3,246 % |
8,017 % |
|
12 |
2,106 % |
6,674 % |
7,144 % |
1,167 % |
3,303 % |
8,122 % |
|
13 |
2,137 % |
6,669 % |
7,207 % |
1,259 % |
3,352 % |
8,230 % |
|
14 |
2,170 % |
6,656 % |
7,265 % |
1,353 % |
3,399 % |
8,327 % |
|
15 |
2,206 % |
6,636 % |
7,319 % |
1,446 % |
3,449 % |
8,401 % |
|
16 |
2,248 % |
6,613 % |
7,369 % |
1,538 % |
3,505 % |
8,442 % |
|
17 |
2,293 % |
6,587 % |
7,412 % |
1,627 % |
3,563 % |
8,456 % |
|
18 |
2,340 % |
6,558 % |
7,446 % |
1,713 % |
3,621 % |
8,448 % |
|
19 |
2,389 % |
6,528 % |
7,469 % |
1,795 % |
3,675 % |
8,423 % |
|
20 |
2,438 % |
6,498 % |
7,479 % |
1,875 % |
3,724 % |
8,386 % |
|
21 |
2,486 % |
6,467 % |
7,476 % |
1,951 % |
3,767 % |
8,338 % |
|
22 |
2,533 % |
6,436 % |
7,461 % |
2,023 % |
3,805 % |
8,284 % |
|
23 |
2,580 % |
6,405 % |
7,438 % |
2,092 % |
3,837 % |
8,225 % |
|
24 |
2,625 % |
6,375 % |
7,408 % |
2,158 % |
3,866 % |
8,162 % |
|
25 |
2,669 % |
6,345 % |
7,374 % |
2,221 % |
3,891 % |
8,096 % |
|
26 |
2,711 % |
6,316 % |
7,336 % |
2,280 % |
3,913 % |
8,030 % |
|
27 |
2,752 % |
6,288 % |
7,295 % |
2,337 % |
3,933 % |
7,963 % |
|
28 |
2,791 % |
6,260 % |
7,253 % |
2,391 % |
3,951 % |
7,896 % |
|
29 |
2,829 % |
6,233 % |
7,209 % |
2,443 % |
3,966 % |
7,830 % |
|
30 |
2,865 % |
6,207 % |
7,165 % |
2,492 % |
3,980 % |
7,765 % |
|
31 |
2,900 % |
6,182 % |
7,121 % |
2,539 % |
3,993 % |
7,702 % |
|
32 |
2,934 % |
6,158 % |
7,078 % |
2,584 % |
4,004 % |
7,640 % |
|
33 |
2,966 % |
6,135 % |
7,035 % |
2,627 % |
4,014 % |
7,579 % |
|
34 |
2,997 % |
6,112 % |
6,993 % |
2,668 % |
4,024 % |
7,521 % |
|
35 |
3,027 % |
6,091 % |
6,952 % |
2,707 % |
4,032 % |
7,464 % |
|
36 |
3,055 % |
6,070 % |
6,911 % |
2,744 % |
4,040 % |
7,410 % |
|
37 |
3,082 % |
6,049 % |
6,872 % |
2,780 % |
4,047 % |
7,357 % |
|
38 |
3,109 % |
6,030 % |
6,834 % |
2,814 % |
4,053 % |
7,306 % |
|
39 |
3,134 % |
6,011 % |
6,797 % |
2,847 % |
4,059 % |
7,257 % |
|
40 |
3,158 % |
5,993 % |
6,762 % |
2,878 % |
4,064 % |
7,209 % |
|
41 |
3,181 % |
5,976 % |
6,727 % |
2,908 % |
4,069 % |
7,164 % |
|
42 |
3,204 % |
5,959 % |
6,694 % |
2,937 % |
4,074 % |
7,120 % |
|
43 |
3,225 % |
5,943 % |
6,662 % |
2,965 % |
4,078 % |
7,078 % |
|
44 |
3,246 % |
5,927 % |
6,631 % |
2,991 % |
4,082 % |
7,037 % |
|
45 |
3,266 % |
5,912 % |
6,601 % |
3,017 % |
4,085 % |
6,998 % |
|
46 |
3,285 % |
5,898 % |
6,572 % |
3,041 % |
4,089 % |
6,960 % |
|
47 |
3,303 % |
5,884 % |
6,544 % |
3,065 % |
4,092 % |
6,924 % |
|
48 |
3,321 % |
5,870 % |
6,517 % |
3,088 % |
4,095 % |
6,889 % |
|
49 |
3,338 % |
5,857 % |
6,491 % |
3,110 % |
4,098 % |
6,855 % |
|
50 |
3,355 % |
5,845 % |
6,466 % |
3,131 % |
4,100 % |
6,823 % |
|
51 |
3,371 % |
5,833 % |
6,442 % |
3,151 % |
4,103 % |
6,792 % |
|
52 |
3,386 % |
5,821 % |
6,418 % |
3,171 % |
4,105 % |
6,761 % |
|
53 |
3,401 % |
5,810 % |
6,396 % |
3,189 % |
4,107 % |
6,732 % |
|
54 |
3,415 % |
5,799 % |
6,374 % |
3,208 % |
4,109 % |
6,704 % |
|
55 |
3,429 % |
5,788 % |
6,353 % |
3,225 % |
4,111 % |
6,677 % |
|
56 |
3,443 % |
5,778 % |
6,333 % |
3,242 % |
4,113 % |
6,651 % |
|
57 |
3,456 % |
5,768 % |
6,313 % |
3,259 % |
4,115 % |
6,626 % |
|
58 |
3,468 % |
5,759 % |
6,294 % |
3,275 % |
4,117 % |
6,601 % |
|
59 |
3,480 % |
5,749 % |
6,276 % |
3,290 % |
4,118 % |
6,577 % |
|
60 |
3,492 % |
5,740 % |
6,258 % |
3,305 % |
4,120 % |
6,555 % |
|
61 |
3,504 % |
5,732 % |
6,241 % |
3,320 % |
4,121 % |
6,532 % |
|
62 |
3,515 % |
5,723 % |
6,224 % |
3,334 % |
4,123 % |
6,511 % |
|
63 |
3,525 % |
5,715 % |
6,208 % |
3,347 % |
4,124 % |
6,490 % |
|
64 |
3,536 % |
5,707 % |
6,192 % |
3,360 % |
4,125 % |
6,470 % |
|
65 |
3,546 % |
5,699 % |
6,177 % |
3,373 % |
4,127 % |
6,450 % |
|
66 |
3,556 % |
5,692 % |
6,162 % |
3,385 % |
4,128 % |
6,431 % |
|
67 |
3,565 % |
5,684 % |
6,147 % |
3,397 % |
4,129 % |
6,413 % |
|
68 |
3,574 % |
5,677 % |
6,134 % |
3,409 % |
4,130 % |
6,395 % |
|
69 |
3,583 % |
5,670 % |
6,120 % |
3,420 % |
4,131 % |
6,378 % |
|
70 |
3,592 % |
5,664 % |
6,107 % |
3,432 % |
4,132 % |
6,361 % |
|
71 |
3,601 % |
5,657 % |
6,094 % |
3,442 % |
4,133 % |
6,344 % |
|
72 |
3,609 % |
5,651 % |
6,082 % |
3,453 % |
4,134 % |
6,328 % |
|
73 |
3,617 % |
5,645 % |
6,070 % |
3,463 % |
4,135 % |
6,313 % |
|
74 |
3,625 % |
5,639 % |
6,058 % |
3,473 % |
4,136 % |
6,298 % |
|
75 |
3,632 % |
5,633 % |
6,046 % |
3,482 % |
4,137 % |
6,283 % |
|
76 |
3,640 % |
5,627 % |
6,035 % |
3,492 % |
4,138 % |
6,269 % |
|
77 |
3,647 % |
5,622 % |
6,024 % |
3,501 % |
4,139 % |
6,255 % |
|
78 |
3,654 % |
5,616 % |
6,014 % |
3,510 % |
4,139 % |
6,241 % |
|
79 |
3,661 % |
5,611 % |
6,003 % |
3,519 % |
4,140 % |
6,228 % |
|
80 |
3,668 % |
5,606 % |
5,993 % |
3,527 % |
4,141 % |
6,215 % |
|
81 |
3,674 % |
5,601 % |
5,983 % |
3,535 % |
4,142 % |
6,203 % |
|
82 |
3,681 % |
5,596 % |
5,974 % |
3,543 % |
4,142 % |
6,190 % |
|
83 |
3,687 % |
5,591 % |
5,964 % |
3,551 % |
4,143 % |
6,178 % |
|
84 |
3,693 % |
5,587 % |
5,955 % |
3,559 % |
4,144 % |
6,167 % |
|
85 |
3,699 % |
5,582 % |
5,946 % |
3,566 % |
4,145 % |
6,155 % |
|
86 |
3,705 % |
5,578 % |
5,938 % |
3,574 % |
4,145 % |
6,144 % |
|
87 |
3,710 % |
5,573 % |
5,929 % |
3,581 % |
4,146 % |
6,133 % |
|
88 |
3,716 % |
5,569 % |
5,921 % |
3,588 % |
4,146 % |
6,123 % |
|
89 |
3,721 % |
5,565 % |
5,913 % |
3,595 % |
4,147 % |
6,112 % |
|
90 |
3,727 % |
5,561 % |
5,905 % |
3,601 % |
4,148 % |
6,102 % |
|
91 |
3,732 % |
5,557 % |
5,897 % |
3,608 % |
4,148 % |
6,092 % |
|
92 |
3,737 % |
5,553 % |
5,889 % |
3,614 % |
4,149 % |
6,082 % |
|
93 |
3,742 % |
5,549 % |
5,882 % |
3,621 % |
4,149 % |
6,073 % |
|
94 |
3,747 % |
5,546 % |
5,875 % |
3,627 % |
4,150 % |
6,063 % |
|
95 |
3,751 % |
5,542 % |
5,868 % |
3,633 % |
4,150 % |
6,054 % |
|
96 |
3,756 % |
5,538 % |
5,861 % |
3,639 % |
4,151 % |
6,045 % |
|
97 |
3,761 % |
5,535 % |
5,854 % |
3,645 % |
4,151 % |
6,037 % |
|
98 |
3,765 % |
5,531 % |
5,847 % |
3,650 % |
4,152 % |
6,028 % |
|
99 |
3,769 % |
5,528 % |
5,841 % |
3,656 % |
4,152 % |
6,020 % |
|
100 |
3,774 % |
5,525 % |
5,834 % |
3,661 % |
4,153 % |
6,011 % |
|
101 |
3,778 % |
5,522 % |
5,828 % |
3,666 % |
4,153 % |
6,003 % |
|
102 |
3,782 % |
5,518 % |
5,822 % |
3,672 % |
4,154 % |
5,995 % |
|
103 |
3,786 % |
5,515 % |
5,816 % |
3,677 % |
4,154 % |
5,988 % |
|
104 |
3,790 % |
5,512 % |
5,810 % |
3,682 % |
4,155 % |
5,980 % |
|
105 |
3,794 % |
5,509 % |
5,804 % |
3,687 % |
4,155 % |
5,973 % |
|
106 |
3,798 % |
5,506 % |
5,798 % |
3,692 % |
4,156 % |
5,965 % |
|
107 |
3,802 % |
5,504 % |
5,793 % |
3,696 % |
4,156 % |
5,958 % |
|
108 |
3,805 % |
5,501 % |
5,787 % |
3,701 % |
4,156 % |
5,951 % |
|
109 |
3,809 % |
5,498 % |
5,782 % |
3,706 % |
4,157 % |
5,944 % |
|
110 |
3,812 % |
5,495 % |
5,776 % |
3,710 % |
4,157 % |
5,937 % |
|
111 |
3,816 % |
5,493 % |
5,771 % |
3,714 % |
4,158 % |
5,931 % |
|
112 |
3,819 % |
5,490 % |
5,766 % |
3,719 % |
4,158 % |
5,924 % |
|
113 |
3,823 % |
5,487 % |
5,761 % |
3,723 % |
4,158 % |
5,918 % |
|
114 |
3,826 % |
5,485 % |
5,756 % |
3,727 % |
4,159 % |
5,911 % |
|
115 |
3,829 % |
5,482 % |
5,751 % |
3,731 % |
4,159 % |
5,905 % |
|
116 |
3,832 % |
5,480 % |
5,746 % |
3,735 % |
4,159 % |
5,899 % |
|
117 |
3,836 % |
5,478 % |
5,742 % |
3,739 % |
4,160 % |
5,893 % |
|
118 |
3,839 % |
5,475 % |
5,737 % |
3,743 % |
4,160 % |
5,887 % |
|
119 |
3,842 % |
5,473 % |
5,733 % |
3,747 % |
4,160 % |
5,881 % |
|
120 |
3,845 % |
5,471 % |
5,728 % |
3,751 % |
4,161 % |
5,876 % |
|
121 |
3,848 % |
5,468 % |
5,724 % |
3,754 % |
4,161 % |
5,870 % |
|
122 |
3,851 % |
5,466 % |
5,720 % |
3,758 % |
4,161 % |
5,865 % |
|
123 |
3,853 % |
5,464 % |
5,715 % |
3,762 % |
4,162 % |
5,859 % |
|
124 |
3,856 % |
5,462 % |
5,711 % |
3,765 % |
4,162 % |
5,854 % |
|
125 |
3,859 % |
5,460 % |
5,707 % |
3,769 % |
4,162 % |
5,849 % |
|
126 |
3,862 % |
5,458 % |
5,703 % |
3,772 % |
4,163 % |
5,843 % |
|
127 |
3,864 % |
5,456 % |
5,699 % |
3,775 % |
4,163 % |
5,838 % |
|
128 |
3,867 % |
5,454 % |
5,695 % |
3,779 % |
4,163 % |
5,833 % |
|
129 |
3,869 % |
5,452 % |
5,691 % |
3,782 % |
4,164 % |
5,828 % |
|
130 |
3,872 % |
5,450 % |
5,687 % |
3,785 % |
4,164 % |
5,824 % |
|
131 |
3,874 % |
5,448 % |
5,684 % |
3,788 % |
4,164 % |
5,819 % |
|
132 |
3,877 % |
5,446 % |
5,680 % |
3,792 % |
4,164 % |
5,814 % |
|
133 |
3,879 % |
5,444 % |
5,676 % |
3,795 % |
4,165 % |
5,809 % |
|
134 |
3,882 % |
5,442 % |
5,673 % |
3,798 % |
4,165 % |
5,805 % |
|
135 |
3,884 % |
5,440 % |
5,669 % |
3,801 % |
4,165 % |
5,800 % |
|
136 |
3,886 % |
5,439 % |
5,666 % |
3,804 % |
4,165 % |
5,796 % |
|
137 |
3,889 % |
5,437 % |
5,663 % |
3,806 % |
4,166 % |
5,792 % |
|
138 |
3,891 % |
5,435 % |
5,659 % |
3,809 % |
4,166 % |
5,787 % |
|
139 |
3,893 % |
5,434 % |
5,656 % |
3,812 % |
4,166 % |
5,783 % |
|
140 |
3,895 % |
5,432 % |
5,653 % |
3,815 % |
4,166 % |
5,779 % |
|
141 |
3,898 % |
5,430 % |
5,649 % |
3,818 % |
4,167 % |
5,775 % |
|
142 |
3,900 % |
5,429 % |
5,646 % |
3,820 % |
4,167 % |
5,771 % |
|
143 |
3,902 % |
5,427 % |
5,643 % |
3,823 % |
4,167 % |
5,767 % |
|
144 |
3,904 % |
5,425 % |
5,640 % |
3,825 % |
4,167 % |
5,763 % |
|
145 |
3,906 % |
5,424 % |
5,637 % |
3,828 % |
4,168 % |
5,759 % |
|
146 |
3,908 % |
5,422 % |
5,634 % |
3,831 % |
4,168 % |
5,755 % |
|
147 |
3,910 % |
5,421 % |
5,631 % |
3,833 % |
4,168 % |
5,751 % |
|
148 |
3,912 % |
5,419 % |
5,628 % |
3,836 % |
4,168 % |
5,748 % |
|
149 |
3,914 % |
5,418 % |
5,625 % |
3,838 % |
4,168 % |
5,744 % |
|
150 |
3,916 % |
5,416 % |
5,622 % |
3,840 % |
4,169 % |
5,740 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
6,469 % |
3,311 % |
3,300 % |
8,130 % |
1,081 % |
1,492 % |
|
2 |
7,233 % |
3,394 % |
3,368 % |
7,912 % |
1,291 % |
1,639 % |
|
3 |
7,860 % |
3,489 % |
3,421 % |
7,763 % |
1,464 % |
1,729 % |
|
4 |
8,270 % |
3,560 % |
3,480 % |
7,645 % |
1,624 % |
1,780 % |
|
5 |
8,544 % |
3,614 % |
3,548 % |
7,592 % |
1,762 % |
1,825 % |
|
6 |
8,724 % |
3,659 % |
3,612 % |
7,584 % |
1,889 % |
1,851 % |
|
7 |
8,852 % |
3,694 % |
3,667 % |
7,538 % |
2,006 % |
1,874 % |
|
8 |
8,985 % |
3,719 % |
3,712 % |
7,501 % |
2,114 % |
1,902 % |
|
9 |
9,100 % |
3,739 % |
3,756 % |
7,472 % |
2,210 % |
1,931 % |
|
10 |
9,192 % |
3,755 % |
3,804 % |
7,436 % |
2,290 % |
1,957 % |
|
11 |
9,239 % |
3,770 % |
3,858 % |
7,385 % |
2,356 % |
1,977 % |
|
12 |
9,245 % |
3,784 % |
3,913 % |
7,323 % |
2,411 % |
1,991 % |
|
13 |
9,221 % |
3,797 % |
3,965 % |
7,253 % |
2,459 % |
2,000 % |
|
14 |
9,176 % |
3,809 % |
4,015 % |
7,178 % |
2,498 % |
2,004 % |
|
15 |
9,114 % |
3,821 % |
4,064 % |
7,100 % |
2,527 % |
2,003 % |
|
16 |
9,042 % |
3,832 % |
4,114 % |
7,022 % |
2,547 % |
1,997 % |
|
17 |
8,961 % |
3,843 % |
4,162 % |
6,942 % |
2,561 % |
1,991 % |
|
18 |
8,875 % |
3,853 % |
4,207 % |
6,864 % |
2,574 % |
1,990 % |
|
19 |
8,786 % |
3,863 % |
4,247 % |
6,787 % |
2,589 % |
1,995 % |
|
20 |
8,695 % |
3,872 % |
4,281 % |
6,711 % |
2,607 % |
2,010 % |
|
21 |
8,603 % |
3,881 % |
4,309 % |
6,637 % |
2,631 % |
2,035 % |
|
22 |
8,512 % |
3,889 % |
4,332 % |
6,566 % |
2,658 % |
2,068 % |
|
23 |
8,421 % |
3,897 % |
4,350 % |
6,496 % |
2,687 % |
2,105 % |
|
24 |
8,333 % |
3,905 % |
4,364 % |
6,429 % |
2,718 % |
2,147 % |
|
25 |
8,246 % |
3,913 % |
4,375 % |
6,365 % |
2,751 % |
2,190 % |
|
26 |
8,162 % |
3,920 % |
4,384 % |
6,303 % |
2,783 % |
2,235 % |
|
27 |
8,080 % |
3,926 % |
4,391 % |
6,243 % |
2,816 % |
2,280 % |
|
28 |
8,001 % |
3,933 % |
4,395 % |
6,185 % |
2,849 % |
2,325 % |
|
29 |
7,924 % |
3,939 % |
4,399 % |
6,130 % |
2,881 % |
2,370 % |
|
30 |
7,850 % |
3,945 % |
4,401 % |
6,078 % |
2,912 % |
2,414 % |
|
31 |
7,779 % |
3,951 % |
4,402 % |
6,027 % |
2,943 % |
2,457 % |
|
32 |
7,711 % |
3,957 % |
4,403 % |
5,978 % |
2,973 % |
2,499 % |
|
33 |
7,645 % |
3,962 % |
4,402 % |
5,932 % |
3,002 % |
2,540 % |
|
34 |
7,582 % |
3,968 % |
4,402 % |
5,887 % |
3,031 % |
2,580 % |
|
35 |
7,522 % |
3,973 % |
4,400 % |
5,845 % |
3,058 % |
2,619 % |
|
36 |
7,464 % |
3,977 % |
4,399 % |
5,804 % |
3,085 % |
2,656 % |
|
37 |
7,408 % |
3,982 % |
4,397 % |
5,764 % |
3,111 % |
2,692 % |
|
38 |
7,354 % |
3,987 % |
4,395 % |
5,727 % |
3,135 % |
2,727 % |
|
39 |
7,303 % |
3,991 % |
4,392 % |
5,691 % |
3,159 % |
2,760 % |
|
40 |
7,254 % |
3,995 % |
4,390 % |
5,656 % |
3,182 % |
2,793 % |
|
41 |
7,206 % |
3,999 % |
4,387 % |
5,623 % |
3,205 % |
2,824 % |
|
42 |
7,161 % |
4,003 % |
4,384 % |
5,591 % |
3,226 % |
2,854 % |
|
43 |
7,117 % |
4,007 % |
4,382 % |
5,560 % |
3,247 % |
2,883 % |
|
44 |
7,075 % |
4,011 % |
4,379 % |
5,531 % |
3,267 % |
2,911 % |
|
45 |
7,035 % |
4,014 % |
4,376 % |
5,502 % |
3,286 % |
2,938 % |
|
46 |
6,996 % |
4,018 % |
4,373 % |
5,475 % |
3,305 % |
2,964 % |
|
47 |
6,959 % |
4,021 % |
4,371 % |
5,449 % |
3,322 % |
2,989 % |
|
48 |
6,923 % |
4,024 % |
4,368 % |
5,424 % |
3,340 % |
3,013 % |
|
49 |
6,889 % |
4,027 % |
4,365 % |
5,399 % |
3,356 % |
3,036 % |
|
50 |
6,856 % |
4,030 % |
4,363 % |
5,376 % |
3,373 % |
3,058 % |
|
51 |
6,824 % |
4,033 % |
4,360 % |
5,353 % |
3,388 % |
3,080 % |
|
52 |
6,793 % |
4,036 % |
4,357 % |
5,332 % |
3,403 % |
3,101 % |
|
53 |
6,763 % |
4,039 % |
4,355 % |
5,311 % |
3,418 % |
3,121 % |
|
54 |
6,734 % |
4,042 % |
4,352 % |
5,290 % |
3,432 % |
3,140 % |
|
55 |
6,707 % |
4,044 % |
4,350 % |
5,271 % |
3,445 % |
3,159 % |
|
56 |
6,680 % |
4,047 % |
4,348 % |
5,252 % |
3,458 % |
3,177 % |
|
57 |
6,654 % |
4,049 % |
4,345 % |
5,234 % |
3,471 % |
3,195 % |
|
58 |
6,629 % |
4,052 % |
4,343 % |
5,216 % |
3,483 % |
3,212 % |
|
59 |
6,605 % |
4,054 % |
4,341 % |
5,199 % |
3,495 % |
3,228 % |
|
60 |
6,582 % |
4,056 % |
4,339 % |
5,182 % |
3,507 % |
3,244 % |
|
61 |
6,559 % |
4,058 % |
4,336 % |
5,166 % |
3,518 % |
3,260 % |
|
62 |
6,537 % |
4,061 % |
4,334 % |
5,151 % |
3,529 % |
3,275 % |
|
63 |
6,516 % |
4,063 % |
4,332 % |
5,136 % |
3,539 % |
3,289 % |
|
64 |
6,495 % |
4,065 % |
4,330 % |
5,121 % |
3,549 % |
3,303 % |
|
65 |
6,475 % |
4,067 % |
4,329 % |
5,107 % |
3,559 % |
3,317 % |
|
66 |
6,456 % |
4,069 % |
4,327 % |
5,093 % |
3,569 % |
3,330 % |
|
67 |
6,437 % |
4,070 % |
4,325 % |
5,080 % |
3,578 % |
3,343 % |
|
68 |
6,419 % |
4,072 % |
4,323 % |
5,067 % |
3,587 % |
3,355 % |
|
69 |
6,401 % |
4,074 % |
4,321 % |
5,055 % |
3,596 % |
3,368 % |
|
70 |
6,384 % |
4,076 % |
4,320 % |
5,042 % |
3,605 % |
3,379 % |
|
71 |
6,367 % |
4,077 % |
4,318 % |
5,030 % |
3,613 % |
3,391 % |
|
72 |
6,351 % |
4,079 % |
4,316 % |
5,019 % |
3,621 % |
3,402 % |
|
73 |
6,335 % |
4,081 % |
4,315 % |
5,008 % |
3,629 % |
3,413 % |
|
74 |
6,320 % |
4,082 % |
4,313 % |
4,997 % |
3,637 % |
3,423 % |
|
75 |
6,305 % |
4,084 % |
4,312 % |
4,986 % |
3,644 % |
3,434 % |
|
76 |
6,290 % |
4,085 % |
4,310 % |
4,976 % |
3,651 % |
3,444 % |
|
77 |
6,276 % |
4,087 % |
4,309 % |
4,966 % |
3,658 % |
3,453 % |
|
78 |
6,262 % |
4,088 % |
4,308 % |
4,956 % |
3,665 % |
3,463 % |
|
79 |
6,249 % |
4,089 % |
4,306 % |
4,946 % |
3,672 % |
3,472 % |
|
80 |
6,235 % |
4,091 % |
4,305 % |
4,937 % |
3,679 % |
3,481 % |
|
81 |
6,223 % |
4,092 % |
4,304 % |
4,928 % |
3,685 % |
3,490 % |
|
82 |
6,210 % |
4,093 % |
4,302 % |
4,919 % |
3,691 % |
3,499 % |
|
83 |
6,198 % |
4,095 % |
4,301 % |
4,910 % |
3,697 % |
3,507 % |
|
84 |
6,186 % |
4,096 % |
4,300 % |
4,902 % |
3,703 % |
3,515 % |
|
85 |
6,174 % |
4,097 % |
4,299 % |
4,893 % |
3,709 % |
3,523 % |
|
86 |
6,163 % |
4,098 % |
4,298 % |
4,885 % |
3,715 % |
3,531 % |
|
87 |
6,152 % |
4,099 % |
4,297 % |
4,877 % |
3,720 % |
3,539 % |
|
88 |
6,141 % |
4,100 % |
4,296 % |
4,870 % |
3,726 % |
3,546 % |
|
89 |
6,130 % |
4,102 % |
4,294 % |
4,862 % |
3,731 % |
3,554 % |
|
90 |
6,120 % |
4,103 % |
4,293 % |
4,855 % |
3,736 % |
3,561 % |
|
91 |
6,110 % |
4,104 % |
4,292 % |
4,848 % |
3,741 % |
3,568 % |
|
92 |
6,100 % |
4,105 % |
4,291 % |
4,841 % |
3,746 % |
3,575 % |
|
93 |
6,090 % |
4,106 % |
4,290 % |
4,834 % |
3,751 % |
3,581 % |
|
94 |
6,081 % |
4,107 % |
4,289 % |
4,827 % |
3,756 % |
3,588 % |
|
95 |
6,071 % |
4,108 % |
4,288 % |
4,820 % |
3,761 % |
3,594 % |
|
96 |
6,062 % |
4,109 % |
4,288 % |
4,814 % |
3,765 % |
3,601 % |
|
97 |
6,053 % |
4,110 % |
4,287 % |
4,807 % |
3,770 % |
3,607 % |
|
98 |
6,045 % |
4,110 % |
4,286 % |
4,801 % |
3,774 % |
3,613 % |
|
99 |
6,036 % |
4,111 % |
4,285 % |
4,795 % |
3,778 % |
3,619 % |
|
100 |
6,028 % |
4,112 % |
4,284 % |
4,789 % |
3,783 % |
3,625 % |
|
101 |
6,019 % |
4,113 % |
4,283 % |
4,783 % |
3,787 % |
3,630 % |
|
102 |
6,011 % |
4,114 % |
4,282 % |
4,778 % |
3,791 % |
3,636 % |
|
103 |
6,003 % |
4,115 % |
4,282 % |
4,772 % |
3,795 % |
3,641 % |
|
104 |
5,996 % |
4,116 % |
4,281 % |
4,766 % |
3,799 % |
3,647 % |
|
105 |
5,988 % |
4,116 % |
4,280 % |
4,761 % |
3,802 % |
3,652 % |
|
106 |
5,981 % |
4,117 % |
4,279 % |
4,756 % |
3,806 % |
3,657 % |
|
107 |
5,973 % |
4,118 % |
4,279 % |
4,751 % |
3,810 % |
3,662 % |
|
108 |
5,966 % |
4,119 % |
4,278 % |
4,745 % |
3,813 % |
3,667 % |
|
109 |
5,959 % |
4,119 % |
4,277 % |
4,740 % |
3,817 % |
3,672 % |
|
110 |
5,952 % |
4,120 % |
4,276 % |
4,735 % |
3,820 % |
3,677 % |
|
111 |
5,945 % |
4,121 % |
4,276 % |
4,731 % |
3,824 % |
3,681 % |
|
112 |
5,939 % |
4,122 % |
4,275 % |
4,726 % |
3,827 % |
3,686 % |
|
113 |
5,932 % |
4,122 % |
4,274 % |
4,721 % |
3,831 % |
3,691 % |
|
114 |
5,926 % |
4,123 % |
4,274 % |
4,717 % |
3,834 % |
3,695 % |
|
115 |
5,919 % |
4,124 % |
4,273 % |
4,712 % |
3,837 % |
3,699 % |
|
116 |
5,913 % |
4,124 % |
4,272 % |
4,708 % |
3,840 % |
3,704 % |
|
117 |
5,907 % |
4,125 % |
4,272 % |
4,703 % |
3,843 % |
3,708 % |
|
118 |
5,901 % |
4,126 % |
4,271 % |
4,699 % |
3,846 % |
3,712 % |
|
119 |
5,895 % |
4,126 % |
4,271 % |
4,695 % |
3,849 % |
3,716 % |
|
120 |
5,889 % |
4,127 % |
4,270 % |
4,691 % |
3,852 % |
3,720 % |
|
121 |
5,883 % |
4,127 % |
4,269 % |
4,687 % |
3,855 % |
3,724 % |
|
122 |
5,878 % |
4,128 % |
4,269 % |
4,683 % |
3,858 % |
3,728 % |
|
123 |
5,872 % |
4,129 % |
4,268 % |
4,679 % |
3,861 % |
3,732 % |
|
124 |
5,867 % |
4,129 % |
4,268 % |
4,675 % |
3,863 % |
3,736 % |
|
125 |
5,862 % |
4,130 % |
4,267 % |
4,671 % |
3,866 % |
3,739 % |
|
126 |
5,856 % |
4,130 % |
4,267 % |
4,667 % |
3,869 % |
3,743 % |
|
127 |
5,851 % |
4,131 % |
4,266 % |
4,664 % |
3,871 % |
3,747 % |
|
128 |
5,846 % |
4,131 % |
4,266 % |
4,660 % |
3,874 % |
3,750 % |
|
129 |
5,841 % |
4,132 % |
4,265 % |
4,656 % |
3,876 % |
3,754 % |
|
130 |
5,836 % |
4,132 % |
4,265 % |
4,653 % |
3,879 % |
3,757 % |
|
131 |
5,831 % |
4,133 % |
4,264 % |
4,649 % |
3,881 % |
3,760 % |
|
132 |
5,826 % |
4,133 % |
4,264 % |
4,646 % |
3,884 % |
3,764 % |
|
133 |
5,822 % |
4,134 % |
4,263 % |
4,643 % |
3,886 % |
3,767 % |
|
134 |
5,817 % |
4,134 % |
4,263 % |
4,639 % |
3,888 % |
3,770 % |
|
135 |
5,812 % |
4,135 % |
4,262 % |
4,636 % |
3,891 % |
3,773 % |
|
136 |
5,808 % |
4,135 % |
4,262 % |
4,633 % |
3,893 % |
3,777 % |
|
137 |
5,803 % |
4,136 % |
4,261 % |
4,630 % |
3,895 % |
3,780 % |
|
138 |
5,799 % |
4,136 % |
4,261 % |
4,627 % |
3,897 % |
3,783 % |
|
139 |
5,795 % |
4,137 % |
4,260 % |
4,624 % |
3,900 % |
3,786 % |
|
140 |
5,790 % |
4,137 % |
4,260 % |
4,621 % |
3,902 % |
3,789 % |
|
141 |
5,786 % |
4,138 % |
4,260 % |
4,618 % |
3,904 % |
3,792 % |
|
142 |
5,782 % |
4,138 % |
4,259 % |
4,615 % |
3,906 % |
3,794 % |
|
143 |
5,778 % |
4,139 % |
4,259 % |
4,612 % |
3,908 % |
3,797 % |
|
144 |
5,774 % |
4,139 % |
4,258 % |
4,609 % |
3,910 % |
3,800 % |
|
145 |
5,770 % |
4,139 % |
4,258 % |
4,606 % |
3,912 % |
3,803 % |
|
146 |
5,766 % |
4,140 % |
4,258 % |
4,603 % |
3,914 % |
3,806 % |
|
147 |
5,762 % |
4,140 % |
4,257 % |
4,600 % |
3,916 % |
3,808 % |
|
148 |
5,758 % |
4,141 % |
4,257 % |
4,598 % |
3,918 % |
3,811 % |
|
149 |
5,755 % |
4,141 % |
4,256 % |
4,595 % |
3,920 % |
3,813 % |
|
150 |
5,751 % |
4,141 % |
4,256 % |
4,592 % |
3,922 % |
3,816 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
12,510 % |
1,451 % |
– 0,088 % |
|
2 |
11,835 % |
1,629 % |
– 0,066 % |
|
3 |
11,772 % |
1,749 % |
– 0,048 % |
|
4 |
11,478 % |
1,834 % |
– 0,020 % |
|
5 |
11,238 % |
1,899 % |
0,008 % |
|
6 |
11,034 % |
1,982 % |
0,036 % |
|
7 |
10,881 % |
2,044 % |
0,065 % |
|
8 |
10,798 % |
2,100 % |
0,095 % |
|
9 |
10,746 % |
2,156 % |
0,127 % |
|
10 |
10,690 % |
2,205 % |
0,161 % |
|
11 |
10,610 % |
2,246 % |
0,199 % |
|
12 |
10,510 % |
2,281 % |
0,241 % |
|
13 |
10,396 % |
2,311 % |
0,286 % |
|
14 |
10,272 % |
2,336 % |
0,332 % |
|
15 |
10,142 % |
2,358 % |
0,377 % |
|
16 |
10,009 % |
2,377 % |
0,420 % |
|
17 |
9,874 % |
2,393 % |
0,460 % |
|
18 |
9,740 % |
2,407 % |
0,499 % |
|
19 |
9,607 % |
2,419 % |
0,536 % |
|
20 |
9,476 % |
2,428 % |
0,570 % |
|
21 |
9,349 % |
2,436 % |
0,603 % |
|
22 |
9,224 % |
2,442 % |
0,634 % |
|
23 |
9,104 % |
2,447 % |
0,662 % |
|
24 |
8,987 % |
2,451 % |
0,686 % |
|
25 |
8,875 % |
2,455 % |
0,706 % |
|
26 |
8,766 % |
2,458 % |
0,723 % |
|
27 |
8,662 % |
2,461 % |
0,739 % |
|
28 |
8,562 % |
2,463 % |
0,755 % |
|
29 |
8,466 % |
2,465 % |
0,775 % |
|
30 |
8,374 % |
2,466 % |
0,798 % |
|
31 |
8,286 % |
2,468 % |
0,827 % |
|
32 |
8,202 % |
2,468 % |
0,860 % |
|
33 |
8,121 % |
2,468 % |
0,896 % |
|
34 |
8,044 % |
2,467 % |
0,934 % |
|
35 |
7,970 % |
2,465 % |
0,974 % |
|
36 |
7,900 % |
2,462 % |
1,014 % |
|
37 |
7,832 % |
2,457 % |
1,054 % |
|
38 |
7,767 % |
2,451 % |
1,095 % |
|
39 |
7,705 % |
2,444 % |
1,135 % |
|
40 |
7,646 % |
2,434 % |
1,175 % |
|
41 |
7,589 % |
2,422 % |
1,214 % |
|
42 |
7,534 % |
2,410 % |
1,253 % |
|
43 |
7,482 % |
2,398 % |
1,290 % |
|
44 |
7,431 % |
2,387 % |
1,327 % |
|
45 |
7,383 % |
2,378 % |
1,363 % |
|
46 |
7,337 % |
2,372 % |
1,398 % |
|
47 |
7,292 % |
2,367 % |
1,432 % |
|
48 |
7,249 % |
2,366 % |
1,465 % |
|
49 |
7,208 % |
2,368 % |
1,497 % |
|
50 |
7,168 % |
2,374 % |
1,528 % |
|
51 |
7,130 % |
2,383 % |
1,559 % |
|
52 |
7,093 % |
2,394 % |
1,588 % |
|
53 |
7,058 % |
2,409 % |
1,617 % |
|
54 |
7,023 % |
2,425 % |
1,644 % |
|
55 |
6,990 % |
2,442 % |
1,671 % |
|
56 |
6,958 % |
2,460 % |
1,697 % |
|
57 |
6,928 % |
2,480 % |
1,722 % |
|
58 |
6,898 % |
2,500 % |
1,747 % |
|
59 |
6,869 % |
2,520 % |
1,771 % |
|
60 |
6,841 % |
2,541 % |
1,794 % |
|
61 |
6,814 % |
2,562 % |
1,816 % |
|
62 |
6,788 % |
2,583 % |
1,838 % |
|
63 |
6,763 % |
2,603 % |
1,859 % |
|
64 |
6,738 % |
2,624 % |
1,879 % |
|
65 |
6,715 % |
2,645 % |
1,899 % |
|
66 |
6,692 % |
2,665 % |
1,918 % |
|
67 |
6,669 % |
2,685 % |
1,937 % |
|
68 |
6,648 % |
2,705 % |
1,955 % |
|
69 |
6,627 % |
2,724 % |
1,973 % |
|
70 |
6,606 % |
2,743 % |
1,990 % |
|
71 |
6,586 % |
2,762 % |
2,007 % |
|
72 |
6,567 % |
2,781 % |
2,024 % |
|
73 |
6,548 % |
2,799 % |
2,040 % |
|
74 |
6,530 % |
2,817 % |
2,055 % |
|
75 |
6,512 % |
2,834 % |
2,070 % |
|
76 |
6,495 % |
2,851 % |
2,085 % |
|
77 |
6,478 % |
2,868 % |
2,099 % |
|
78 |
6,461 % |
2,884 % |
2,113 % |
|
79 |
6,445 % |
2,900 % |
2,127 % |
|
80 |
6,430 % |
2,916 % |
2,140 % |
|
81 |
6,414 % |
2,931 % |
2,153 % |
|
82 |
6,399 % |
2,946 % |
2,166 % |
|
83 |
6,385 % |
2,961 % |
2,178 % |
|
84 |
6,371 % |
2,975 % |
2,190 % |
|
85 |
6,357 % |
2,990 % |
2,202 % |
|
86 |
6,343 % |
3,003 % |
2,214 % |
|
87 |
6,330 % |
3,017 % |
2,225 % |
|
88 |
6,317 % |
3,030 % |
2,236 % |
|
89 |
6,305 % |
3,043 % |
2,247 % |
|
90 |
6,292 % |
3,056 % |
2,257 % |
|
91 |
6,280 % |
3,068 % |
2,267 % |
|
92 |
6,268 % |
3,080 % |
2,278 % |
|
93 |
6,257 % |
3,092 % |
2,287 % |
|
94 |
6,246 % |
3,104 % |
2,297 % |
|
95 |
6,234 % |
3,115 % |
2,307 % |
|
96 |
6,224 % |
3,126 % |
2,316 % |
|
97 |
6,213 % |
3,137 % |
2,325 % |
|
98 |
6,203 % |
3,148 % |
2,334 % |
|
99 |
6,192 % |
3,159 % |
2,342 % |
|
100 |
6,183 % |
3,169 % |
2,351 % |
|
101 |
6,173 % |
3,179 % |
2,359 % |
|
102 |
6,163 % |
3,189 % |
2,368 % |
|
103 |
6,154 % |
3,199 % |
2,376 % |
|
104 |
6,145 % |
3,208 % |
2,384 % |
|
105 |
6,136 % |
3,218 % |
2,391 % |
|
106 |
6,127 % |
3,227 % |
2,399 % |
|
107 |
6,118 % |
3,236 % |
2,406 % |
|
108 |
6,109 % |
3,245 % |
2,414 % |
|
109 |
6,101 % |
3,253 % |
2,421 % |
|
110 |
6,093 % |
3,262 % |
2,428 % |
|
111 |
6,085 % |
3,270 % |
2,435 % |
|
112 |
6,077 % |
3,279 % |
2,442 % |
|
113 |
6,069 % |
3,287 % |
2,448 % |
|
114 |
6,061 % |
3,295 % |
2,455 % |
|
115 |
6,054 % |
3,303 % |
2,461 % |
|
116 |
6,046 % |
3,310 % |
2,468 % |
|
117 |
6,039 % |
3,318 % |
2,474 % |
|
118 |
6,032 % |
3,325 % |
2,480 % |
|
119 |
6,025 % |
3,333 % |
2,486 % |
|
120 |
6,018 % |
3,340 % |
2,492 % |
|
121 |
6,011 % |
3,347 % |
2,498 % |
|
122 |
6,005 % |
3,354 % |
2,504 % |
|
123 |
5,998 % |
3,361 % |
2,509 % |
|
124 |
5,992 % |
3,367 % |
2,515 % |
|
125 |
5,985 % |
3,374 % |
2,520 % |
|
126 |
5,979 % |
3,381 % |
2,526 % |
|
127 |
5,973 % |
3,387 % |
2,531 % |
|
128 |
5,967 % |
3,393 % |
2,536 % |
|
129 |
5,961 % |
3,400 % |
2,541 % |
|
130 |
5,955 % |
3,406 % |
2,546 % |
|
131 |
5,949 % |
3,412 % |
2,551 % |
|
132 |
5,943 % |
3,418 % |
2,556 % |
|
133 |
5,938 % |
3,424 % |
2,561 % |
|
134 |
5,932 % |
3,429 % |
2,566 % |
|
135 |
5,927 % |
3,435 % |
2,570 % |
|
136 |
5,922 % |
3,441 % |
2,575 % |
|
137 |
5,916 % |
3,446 % |
2,580 % |
|
138 |
5,911 % |
3,452 % |
2,584 % |
|
139 |
5,906 % |
3,457 % |
2,588 % |
|
140 |
5,901 % |
3,462 % |
2,593 % |
|
141 |
5,896 % |
3,467 % |
2,597 % |
|
142 |
5,891 % |
3,473 % |
2,601 % |
|
143 |
5,886 % |
3,478 % |
2,606 % |
|
144 |
5,881 % |
3,483 % |
2,610 % |
|
145 |
5,877 % |
3,488 % |
2,614 % |
|
146 |
5,872 % |
3,492 % |
2,618 % |
|
147 |
5,867 % |
3,497 % |
2,622 % |
|
148 |
5,863 % |
3,502 % |
2,626 % |
|
149 |
5,858 % |
3,507 % |
2,629 % |
|
150 |
5,854 % |
3,511 % |
2,633 % |
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 |
34 |
5 |
1 |
27 |
1 |
|
2 |
0 |
0 |
42 |
5 |
1 |
45 |
1 |
|
3 |
0 |
1 |
47 |
5 |
3 |
50 |
0 |
|
4 |
0 |
3 |
50 |
5 |
4 |
51 |
0 |
|
5 |
1 |
4 |
55 |
5 |
6 |
54 |
0 |
|
6 |
1 |
5 |
58 |
5 |
8 |
56 |
0 |
|
7 |
2 |
6 |
61 |
5 |
10 |
57 |
0 |
|
8 |
3 |
7 |
63 |
5 |
12 |
56 |
0 |
|
9 |
4 |
8 |
65 |
5 |
13 |
53 |
0 |
|
10 |
4 |
9 |
67 |
5 |
14 |
52 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
424 |
4 |
18 |
|
2 |
0 |
0 |
0 |
0 |
259 |
4 |
25 |
|
3 |
1 |
0 |
0 |
0 |
228 |
4 |
28 |
|
4 |
3 |
0 |
0 |
0 |
198 |
4 |
29 |
|
5 |
4 |
0 |
0 |
0 |
180 |
4 |
30 |
|
6 |
5 |
0 |
0 |
0 |
176 |
4 |
31 |
|
7 |
6 |
0 |
0 |
0 |
173 |
4 |
32 |
|
8 |
7 |
1 |
2 |
0 |
178 |
2 |
33 |
|
9 |
8 |
1 |
3 |
0 |
180 |
1 |
33 |
|
10 |
9 |
1 |
3 |
0 |
182 |
4 |
33 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
6 |
6 |
0 |
18 |
0 |
4 |
|
2 |
14 |
12 |
12 |
0 |
25 |
0 |
4 |
|
3 |
18 |
16 |
16 |
0 |
28 |
0 |
4 |
|
4 |
20 |
18 |
18 |
0 |
29 |
0 |
4 |
|
5 |
22 |
20 |
20 |
0 |
30 |
0 |
4 |
|
6 |
23 |
21 |
21 |
0 |
31 |
0 |
4 |
|
7 |
25 |
22 |
23 |
0 |
32 |
0 |
4 |
|
8 |
26 |
24 |
24 |
2 |
33 |
0 |
4 |
|
9 |
28 |
25 |
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 |
21 |
6 |
0 |
0 |
|
2 |
45 |
18 |
17 |
24 |
12 |
0 |
0 |
|
3 |
50 |
21 |
20 |
28 |
16 |
0 |
0 |
|
4 |
51 |
22 |
21 |
33 |
18 |
0 |
0 |
|
5 |
54 |
23 |
23 |
36 |
20 |
0 |
0 |
|
6 |
56 |
25 |
24 |
40 |
21 |
0 |
0 |
|
7 |
57 |
27 |
26 |
41 |
23 |
0 |
0 |
|
8 |
56 |
28 |
27 |
43 |
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 |
10 |
|
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 |
4 |
46 |
0 |
9 |
0 |
0 |
10 |
|
8 |
8 |
44 |
0 |
9 |
0 |
0 |
10 |
|
9 |
5 |
41 |
0 |
9 |
1 |
0 |
10 |
|
10 |
5 |
44 |
0 |
9 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
3 |
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 |
16 |
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 |
127 |
241 |
582 |
1 210 |
|
2 |
6 |
21 |
47 |
127 |
241 |
582 |
992 |
|
3 |
7 |
23 |
48 |
119 |
237 |
578 |
821 |
|
4 |
8 |
26 |
51 |
120 |
236 |
577 |
687 |
|
5 |
10 |
29 |
56 |
123 |
236 |
577 |
582 |
|
6 |
11 |
31 |
60 |
128 |
236 |
577 |
577 |
|
7 |
12 |
33 |
61 |
130 |
236 |
577 |
577 |
|
8 |
12 |
34 |
61 |
129 |
236 |
577 |
577 |
|
9 |
12 |
35 |
61 |
128 |
236 |
577 |
577 |
|
10 |
13 |
36 |
61 |
127 |
236 |
577 |
577 |
|
11 |
13 |
37 |
61 |
127 |
236 |
577 |
577 |
|
12 |
14 |
38 |
61 |
127 |
236 |
577 |
577 |
|
13 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
14 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
15 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
16 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
17 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
18 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
19 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
20 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
21 |
15 |
39 |
61 |
127 |
236 |
577 |
577 |
|
22 |
15 |
39 |
61 |
127 |
236 |
577 |
577 |
|
23 |
16 |
39 |
61 |
127 |
236 |
577 |
577 |
|
24 |
17 |
39 |
61 |
127 |
236 |
577 |
577 |
|
25 |
17 |
39 |
61 |
127 |
236 |
577 |
577 |
|
26 |
18 |
39 |
61 |
127 |
236 |
577 |
577 |
|
27 |
19 |
39 |
61 |
127 |
236 |
577 |
577 |
|
28 |
20 |
39 |
61 |
127 |
236 |
577 |
577 |
|
29 |
20 |
39 |
61 |
127 |
236 |
577 |
577 |
|
30 |
20 |
39 |
61 |
127 |
236 |
577 |
577 |
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 |
52 |
131 |
245 |
586 |
1 230 |
|
2 |
12 |
28 |
54 |
133 |
247 |
588 |
1 010 |
|
3 |
14 |
30 |
55 |
126 |
244 |
585 |
836 |
|
4 |
15 |
33 |
58 |
127 |
243 |
584 |
700 |
|
5 |
16 |
35 |
63 |
130 |
242 |
583 |
592 |
|
6 |
17 |
37 |
66 |
134 |
242 |
583 |
583 |
|
7 |
18 |
39 |
67 |
136 |
241 |
582 |
582 |
|
8 |
17 |
39 |
66 |
134 |
241 |
582 |
582 |
|
9 |
17 |
40 |
65 |
132 |
240 |
582 |
582 |
|
10 |
17 |
40 |
65 |
131 |
240 |
581 |
581 |
|
11 |
17 |
41 |
65 |
131 |
239 |
581 |
581 |
|
12 |
17 |
41 |
64 |
130 |
239 |
580 |
580 |
|
13 |
17 |
41 |
64 |
130 |
238 |
579 |
579 |
|
14 |
17 |
41 |
63 |
129 |
238 |
579 |
579 |
|
15 |
16 |
41 |
63 |
129 |
237 |
579 |
579 |
|
16 |
15 |
40 |
62 |
128 |
237 |
578 |
578 |
|
17 |
15 |
40 |
62 |
128 |
237 |
578 |
578 |
|
18 |
15 |
40 |
62 |
128 |
236 |
578 |
578 |
|
19 |
15 |
40 |
62 |
128 |
236 |
578 |
578 |
|
20 |
15 |
40 |
62 |
128 |
237 |
578 |
578 |
|
21 |
16 |
40 |
63 |
129 |
237 |
578 |
578 |
|
22 |
16 |
41 |
63 |
129 |
237 |
579 |
579 |
|
23 |
17 |
41 |
63 |
129 |
238 |
579 |
579 |
|
24 |
17 |
41 |
63 |
129 |
238 |
579 |
579 |
|
25 |
17 |
41 |
63 |
129 |
238 |
579 |
579 |
|
26 |
18 |
41 |
63 |
129 |
238 |
579 |
579 |
|
27 |
19 |
41 |
63 |
129 |
238 |
579 |
579 |
|
28 |
20 |
41 |
63 |
129 |
238 |
579 |
579 |
|
29 |
20 |
41 |
63 |
129 |
238 |
579 |
579 |
|
30 |
21 |
41 |
63 |
129 |
238 |
579 |
579 |
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 |
126 |
241 |
582 |
1 210 |
|
2 |
6 |
21 |
47 |
126 |
241 |
582 |
992 |
|
3 |
7 |
23 |
48 |
119 |
237 |
578 |
821 |
|
4 |
8 |
26 |
51 |
120 |
236 |
577 |
687 |
|
5 |
10 |
28 |
56 |
123 |
236 |
577 |
582 |
|
6 |
11 |
31 |
59 |
128 |
236 |
577 |
577 |
|
7 |
12 |
33 |
61 |
130 |
236 |
577 |
577 |
|
8 |
12 |
34 |
61 |
128 |
236 |
577 |
577 |
|
9 |
12 |
35 |
61 |
127 |
236 |
577 |
577 |
|
10 |
13 |
36 |
61 |
127 |
236 |
577 |
577 |
|
11 |
13 |
37 |
61 |
127 |
236 |
577 |
577 |
|
12 |
14 |
38 |
61 |
127 |
236 |
577 |
577 |
|
13 |
14 |
38 |
61 |
127 |
236 |
577 |
577 |
|
14 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
15 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
16 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
17 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
18 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
19 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
20 |
14 |
39 |
61 |
127 |
236 |
577 |
577 |
|
21 |
15 |
39 |
61 |
127 |
236 |
577 |
577 |
|
22 |
15 |
39 |
61 |
127 |
236 |
577 |
577 |
|
23 |
16 |
39 |
61 |
127 |
236 |
577 |
577 |
|
24 |
17 |
39 |
61 |
127 |
236 |
577 |
577 |
|
25 |
17 |
39 |
61 |
127 |
236 |
577 |
577 |
|
26 |
18 |
39 |
61 |
127 |
236 |
577 |
577 |
|
27 |
19 |
39 |
61 |
127 |
236 |
577 |
577 |
|
28 |
20 |
39 |
61 |
127 |
236 |
577 |
577 |
|
29 |
20 |
39 |
61 |
127 |
236 |
577 |
577 |
|
30 |
20 |
39 |
61 |
127 |
236 |
577 |
577 |
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 |
86 |
101 |
127 |
206 |
321 |
662 |
1 216 |
|
2 |
81 |
96 |
122 |
202 |
316 |
657 |
1 000 |
|
3 |
85 |
101 |
126 |
196 |
315 |
656 |
828 |
|
4 |
83 |
101 |
126 |
195 |
311 |
652 |
695 |
|
5 |
82 |
101 |
128 |
195 |
308 |
649 |
649 |
|
6 |
81 |
101 |
130 |
198 |
306 |
647 |
647 |
|
7 |
80 |
101 |
129 |
198 |
303 |
644 |
644 |
|
8 |
78 |
100 |
127 |
195 |
302 |
643 |
643 |
|
9 |
77 |
100 |
126 |
192 |
300 |
642 |
642 |
|
10 |
74 |
97 |
122 |
188 |
296 |
638 |
638 |
|
11 |
71 |
95 |
119 |
185 |
294 |
635 |
635 |
|
12 |
70 |
94 |
117 |
184 |
292 |
633 |
633 |
|
13 |
70 |
94 |
116 |
183 |
291 |
632 |
632 |
|
14 |
69 |
94 |
116 |
182 |
291 |
632 |
632 |
|
15 |
69 |
93 |
116 |
182 |
290 |
631 |
631 |
|
16 |
68 |
93 |
115 |
181 |
289 |
631 |
631 |
|
17 |
67 |
92 |
114 |
180 |
289 |
630 |
630 |
|
18 |
67 |
91 |
113 |
180 |
288 |
629 |
629 |
|
19 |
66 |
90 |
113 |
179 |
287 |
628 |
628 |
|
20 |
65 |
90 |
112 |
178 |
287 |
628 |
628 |
|
21 |
65 |
89 |
111 |
177 |
286 |
627 |
627 |
|
22 |
64 |
88 |
110 |
176 |
285 |
626 |
626 |
|
23 |
63 |
87 |
109 |
176 |
284 |
625 |
625 |
|
24 |
62 |
86 |
108 |
174 |
283 |
624 |
624 |
|
25 |
61 |
85 |
107 |
173 |
282 |
623 |
623 |
|
26 |
60 |
84 |
106 |
172 |
281 |
622 |
622 |
|
27 |
58 |
83 |
105 |
171 |
280 |
621 |
621 |
|
28 |
57 |
82 |
104 |
170 |
279 |
620 |
620 |
|
29 |
56 |
81 |
103 |
169 |
278 |
619 |
619 |
|
30 |
55 |
80 |
102 |
168 |
276 |
618 |
618 |
2.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
10 |
25 |
51 |
130 |
244 |
586 |
1 208 |
|
2 |
11 |
27 |
53 |
132 |
246 |
588 |
991 |
|
3 |
14 |
30 |
55 |
125 |
244 |
585 |
821 |
|
4 |
15 |
33 |
58 |
128 |
243 |
584 |
688 |
|
5 |
17 |
36 |
64 |
131 |
243 |
584 |
584 |
|
6 |
18 |
38 |
67 |
135 |
243 |
584 |
584 |
|
7 |
19 |
40 |
68 |
137 |
243 |
584 |
584 |
|
8 |
19 |
41 |
67 |
135 |
242 |
583 |
583 |
|
9 |
18 |
41 |
67 |
134 |
242 |
583 |
583 |
|
10 |
18 |
42 |
66 |
133 |
241 |
582 |
582 |
|
11 |
18 |
42 |
66 |
132 |
241 |
582 |
582 |
|
12 |
19 |
43 |
66 |
132 |
240 |
581 |
581 |
|
13 |
18 |
43 |
65 |
131 |
240 |
581 |
581 |
|
14 |
18 |
43 |
65 |
131 |
240 |
581 |
581 |
|
15 |
18 |
43 |
65 |
131 |
239 |
580 |
580 |
|
16 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
17 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
18 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
19 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
20 |
18 |
42 |
64 |
131 |
239 |
580 |
580 |
|
21 |
18 |
42 |
65 |
131 |
239 |
580 |
580 |
|
22 |
18 |
43 |
65 |
131 |
240 |
581 |
581 |
|
23 |
18 |
43 |
65 |
131 |
240 |
581 |
581 |
|
24 |
18 |
43 |
65 |
131 |
240 |
581 |
581 |
|
25 |
18 |
43 |
65 |
131 |
240 |
581 |
581 |
|
26 |
19 |
43 |
65 |
131 |
240 |
581 |
581 |
|
27 |
19 |
43 |
65 |
131 |
240 |
581 |
581 |
|
28 |
20 |
43 |
65 |
131 |
240 |
581 |
581 |
|
29 |
20 |
43 |
65 |
131 |
240 |
581 |
581 |
|
30 |
21 |
43 |
65 |
131 |
240 |
581 |
581 |
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 |
94 |
173 |
287 |
628 |
1 224 |
|
2 |
56 |
71 |
97 |
177 |
291 |
632 |
1 006 |
|
3 |
62 |
78 |
103 |
173 |
292 |
633 |
834 |
|
4 |
65 |
83 |
108 |
177 |
293 |
634 |
699 |
|
5 |
67 |
86 |
114 |
181 |
293 |
635 |
635 |
|
6 |
68 |
88 |
117 |
185 |
293 |
634 |
634 |
|
7 |
69 |
90 |
118 |
187 |
292 |
634 |
634 |
|
8 |
68 |
89 |
116 |
184 |
291 |
632 |
632 |
|
9 |
66 |
89 |
115 |
181 |
290 |
631 |
631 |
|
10 |
65 |
88 |
113 |
180 |
288 |
629 |
629 |
|
11 |
64 |
88 |
112 |
178 |
286 |
628 |
628 |
|
12 |
63 |
87 |
110 |
176 |
285 |
626 |
626 |
|
13 |
62 |
86 |
109 |
175 |
283 |
624 |
624 |
|
14 |
61 |
85 |
107 |
173 |
282 |
623 |
623 |
|
15 |
59 |
84 |
106 |
172 |
281 |
622 |
622 |
|
16 |
58 |
83 |
105 |
171 |
279 |
621 |
621 |
|
17 |
57 |
82 |
104 |
170 |
278 |
620 |
620 |
|
18 |
56 |
81 |
103 |
169 |
278 |
619 |
619 |
|
19 |
56 |
80 |
102 |
168 |
277 |
618 |
618 |
|
20 |
55 |
79 |
102 |
168 |
276 |
617 |
617 |
|
21 |
54 |
79 |
101 |
167 |
276 |
617 |
617 |
|
22 |
53 |
78 |
100 |
166 |
275 |
616 |
616 |
|
23 |
53 |
77 |
99 |
165 |
274 |
615 |
615 |
|
24 |
52 |
76 |
98 |
165 |
273 |
614 |
614 |
|
25 |
51 |
75 |
98 |
164 |
272 |
613 |
613 |
|
26 |
50 |
75 |
97 |
163 |
271 |
612 |
612 |
|
27 |
49 |
74 |
96 |
162 |
270 |
612 |
612 |
|
28 |
48 |
73 |
95 |
161 |
270 |
611 |
611 |
|
29 |
48 |
72 |
94 |
160 |
269 |
610 |
610 |
|
30 |
47 |
71 |
93 |
159 |
268 |
609 |
609 |
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 |
126 |
240 |
581 |
1 209 |
|
2 |
5 |
20 |
46 |
126 |
240 |
581 |
991 |
|
3 |
6 |
22 |
47 |
118 |
236 |
577 |
820 |
|
4 |
7 |
25 |
50 |
120 |
235 |
576 |
686 |
|
5 |
9 |
28 |
55 |
122 |
235 |
576 |
581 |
|
6 |
10 |
30 |
59 |
127 |
235 |
576 |
576 |
|
7 |
11 |
33 |
61 |
129 |
235 |
576 |
576 |
|
8 |
11 |
33 |
60 |
128 |
235 |
576 |
576 |
|
9 |
11 |
34 |
60 |
127 |
235 |
576 |
576 |
|
10 |
12 |
35 |
60 |
126 |
235 |
576 |
576 |
|
11 |
13 |
36 |
60 |
126 |
235 |
576 |
576 |
|
12 |
13 |
37 |
60 |
126 |
235 |
576 |
576 |
|
13 |
13 |
38 |
60 |
126 |
235 |
576 |
576 |
|
14 |
14 |
38 |
60 |
126 |
235 |
576 |
576 |
|
15 |
14 |
38 |
60 |
126 |
235 |
576 |
576 |
|
16 |
14 |
38 |
60 |
126 |
235 |
576 |
576 |
|
17 |
13 |
38 |
60 |
126 |
235 |
576 |
576 |
|
18 |
13 |
38 |
60 |
126 |
235 |
576 |
576 |
|
19 |
14 |
38 |
60 |
126 |
235 |
576 |
576 |
|
20 |
14 |
38 |
60 |
126 |
235 |
576 |
576 |
|
21 |
15 |
38 |
60 |
126 |
235 |
576 |
576 |
|
22 |
15 |
38 |
60 |
126 |
235 |
576 |
576 |
|
23 |
16 |
38 |
60 |
126 |
235 |
576 |
576 |
|
24 |
17 |
38 |
60 |
126 |
235 |
576 |
576 |
|
25 |
17 |
38 |
60 |
126 |
235 |
576 |
576 |
|
26 |
18 |
38 |
60 |
126 |
235 |
576 |
576 |
|
27 |
19 |
38 |
60 |
126 |
235 |
576 |
576 |
|
28 |
20 |
38 |
60 |
126 |
235 |
576 |
576 |
|
29 |
20 |
38 |
60 |
126 |
235 |
576 |
576 |
|
30 |
20 |
38 |
60 |
126 |
235 |
576 |
576 |
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 |
259 |
600 |
1 227 |
|
2 |
7 |
25 |
57 |
158 |
259 |
600 |
1 007 |
|
3 |
8 |
27 |
57 |
142 |
255 |
596 |
833 |
|
4 |
10 |
30 |
59 |
131 |
253 |
594 |
697 |
|
5 |
11 |
31 |
59 |
118 |
252 |
593 |
593 |
|
6 |
13 |
35 |
62 |
110 |
251 |
592 |
592 |
|
7 |
15 |
37 |
63 |
101 |
249 |
591 |
591 |
|
8 |
16 |
38 |
61 |
94 |
248 |
590 |
590 |
|
9 |
19 |
45 |
65 |
88 |
247 |
589 |
589 |
|
10 |
18 |
45 |
62 |
84 |
247 |
588 |
588 |
|
11 |
17 |
44 |
60 |
83 |
246 |
587 |
587 |
|
12 |
16 |
43 |
61 |
84 |
245 |
586 |
586 |
|
13 |
17 |
44 |
61 |
84 |
244 |
585 |
585 |
|
14 |
17 |
44 |
61 |
84 |
243 |
585 |
585 |
|
15 |
17 |
44 |
61 |
84 |
243 |
584 |
584 |
|
16 |
17 |
44 |
61 |
84 |
241 |
582 |
582 |
|
17 |
17 |
44 |
61 |
84 |
240 |
581 |
581 |
|
18 |
17 |
44 |
61 |
84 |
240 |
581 |
581 |
|
19 |
17 |
44 |
61 |
84 |
240 |
581 |
581 |
|
20 |
17 |
44 |
61 |
84 |
240 |
581 |
581 |
|
21 |
17 |
44 |
61 |
84 |
240 |
581 |
581 |
|
22 |
17 |
44 |
61 |
84 |
240 |
581 |
581 |
|
23 |
17 |
44 |
61 |
84 |
240 |
581 |
581 |
|
24 |
17 |
44 |
61 |
84 |
239 |
580 |
580 |
|
25 |
17 |
44 |
61 |
84 |
239 |
580 |
580 |
|
26 |
18 |
44 |
61 |
84 |
238 |
579 |
579 |
|
27 |
19 |
44 |
61 |
84 |
238 |
579 |
579 |
|
28 |
20 |
44 |
61 |
84 |
237 |
579 |
579 |
|
29 |
20 |
44 |
61 |
84 |
237 |
578 |
578 |
|
30 |
20 |
44 |
61 |
84 |
237 |
578 |
578 |
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 |
88 |
103 |
129 |
208 |
322 |
664 |
1 245 |
|
2 |
85 |
100 |
126 |
206 |
320 |
661 |
1 024 |
|
3 |
84 |
100 |
125 |
196 |
314 |
655 |
850 |
|
4 |
82 |
100 |
125 |
195 |
310 |
651 |
714 |
|
5 |
81 |
100 |
127 |
195 |
307 |
648 |
648 |
|
6 |
80 |
100 |
129 |
197 |
305 |
646 |
646 |
|
7 |
78 |
99 |
128 |
196 |
302 |
643 |
643 |
|
8 |
76 |
98 |
124 |
192 |
299 |
640 |
640 |
|
9 |
73 |
96 |
122 |
189 |
297 |
638 |
638 |
|
10 |
72 |
95 |
120 |
186 |
295 |
636 |
636 |
|
11 |
71 |
95 |
119 |
185 |
293 |
634 |
634 |
|
12 |
70 |
94 |
117 |
183 |
291 |
633 |
633 |
|
13 |
68 |
93 |
115 |
181 |
290 |
631 |
631 |
|
14 |
67 |
91 |
114 |
180 |
288 |
629 |
629 |
|
15 |
66 |
90 |
112 |
178 |
287 |
628 |
628 |
|
16 |
64 |
89 |
111 |
177 |
286 |
627 |
627 |
|
17 |
63 |
88 |
110 |
176 |
284 |
626 |
626 |
|
18 |
62 |
87 |
109 |
175 |
283 |
625 |
625 |
|
19 |
61 |
86 |
108 |
174 |
283 |
624 |
624 |
|
20 |
60 |
85 |
107 |
173 |
282 |
623 |
623 |
|
21 |
60 |
84 |
106 |
172 |
281 |
622 |
622 |
|
22 |
59 |
83 |
105 |
171 |
280 |
621 |
621 |
|
23 |
58 |
82 |
104 |
170 |
279 |
620 |
620 |
|
24 |
57 |
81 |
103 |
169 |
278 |
619 |
619 |
|
25 |
56 |
80 |
102 |
168 |
277 |
618 |
618 |
|
26 |
55 |
79 |
101 |
167 |
276 |
617 |
617 |
|
27 |
54 |
78 |
100 |
166 |
275 |
616 |
616 |
|
28 |
53 |
77 |
99 |
165 |
274 |
615 |
615 |
|
29 |
52 |
76 |
98 |
164 |
273 |
614 |
614 |
|
30 |
51 |
75 |
97 |
163 |
272 |
613 |
613 |
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 |
61 |
76 |
102 |
181 |
296 |
637 |
1 243 |
|
2 |
59 |
74 |
101 |
180 |
294 |
635 |
1 021 |
|
3 |
59 |
75 |
100 |
171 |
289 |
630 |
848 |
|
4 |
59 |
76 |
102 |
171 |
287 |
628 |
711 |
|
5 |
58 |
77 |
105 |
172 |
284 |
625 |
625 |
|
6 |
57 |
77 |
106 |
174 |
282 |
623 |
623 |
|
7 |
57 |
78 |
106 |
175 |
280 |
621 |
621 |
|
8 |
55 |
77 |
104 |
172 |
279 |
620 |
620 |
|
9 |
54 |
76 |
102 |
169 |
277 |
618 |
618 |
|
10 |
53 |
76 |
101 |
167 |
276 |
617 |
617 |
|
11 |
52 |
76 |
100 |
166 |
275 |
616 |
616 |
|
12 |
52 |
76 |
99 |
165 |
274 |
615 |
615 |
|
13 |
52 |
76 |
98 |
165 |
273 |
614 |
614 |
|
14 |
51 |
76 |
98 |
164 |
272 |
614 |
614 |
|
15 |
50 |
75 |
97 |
163 |
272 |
613 |
613 |
|
16 |
49 |
74 |
96 |
162 |
271 |
612 |
612 |
|
17 |
49 |
73 |
95 |
161 |
270 |
611 |
611 |
|
18 |
48 |
72 |
95 |
161 |
269 |
610 |
610 |
|
19 |
47 |
72 |
94 |
160 |
269 |
610 |
610 |
|
20 |
47 |
72 |
94 |
160 |
269 |
610 |
610 |
|
21 |
47 |
71 |
94 |
160 |
268 |
609 |
609 |
|
22 |
47 |
71 |
93 |
159 |
268 |
609 |
609 |
|
23 |
46 |
70 |
93 |
159 |
267 |
608 |
608 |
|
24 |
45 |
70 |
92 |
158 |
267 |
608 |
608 |
|
25 |
45 |
69 |
91 |
158 |
266 |
607 |
607 |
|
26 |
44 |
69 |
91 |
157 |
265 |
607 |
607 |
|
27 |
43 |
68 |
90 |
156 |
265 |
606 |
606 |
|
28 |
43 |
67 |
89 |
156 |
264 |
605 |
605 |
|
29 |
42 |
67 |
89 |
155 |
263 |
605 |
605 |
|
30 |
41 |
66 |
88 |
154 |
263 |
604 |
604 |
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 |
151 |
266 |
607 |
1 232 |
|
2 |
31 |
46 |
73 |
152 |
266 |
607 |
1 011 |
|
3 |
31 |
48 |
72 |
143 |
261 |
602 |
837 |
|
4 |
32 |
49 |
74 |
144 |
259 |
600 |
700 |
|
5 |
32 |
51 |
79 |
146 |
258 |
599 |
599 |
|
6 |
33 |
53 |
81 |
150 |
257 |
599 |
599 |
|
7 |
33 |
54 |
82 |
151 |
257 |
598 |
598 |
|
8 |
32 |
54 |
81 |
149 |
256 |
597 |
597 |
|
9 |
32 |
54 |
80 |
147 |
255 |
596 |
596 |
|
10 |
31 |
55 |
79 |
146 |
254 |
595 |
595 |
|
11 |
31 |
55 |
79 |
145 |
254 |
595 |
595 |
|
12 |
31 |
55 |
78 |
144 |
253 |
594 |
594 |
|
13 |
30 |
55 |
77 |
143 |
252 |
593 |
593 |
|
14 |
30 |
54 |
76 |
143 |
251 |
592 |
592 |
|
15 |
29 |
54 |
76 |
142 |
250 |
592 |
592 |
|
16 |
28 |
53 |
75 |
141 |
249 |
591 |
591 |
|
17 |
28 |
52 |
74 |
140 |
249 |
590 |
590 |
|
18 |
27 |
52 |
74 |
140 |
248 |
590 |
590 |
|
19 |
27 |
51 |
74 |
140 |
248 |
589 |
589 |
|
20 |
27 |
51 |
74 |
140 |
248 |
589 |
589 |
|
21 |
27 |
51 |
74 |
140 |
248 |
589 |
589 |
|
22 |
27 |
51 |
74 |
140 |
248 |
589 |
589 |
|
23 |
27 |
51 |
73 |
140 |
248 |
589 |
589 |
|
24 |
27 |
51 |
73 |
139 |
248 |
589 |
589 |
|
25 |
26 |
51 |
73 |
139 |
248 |
589 |
589 |
|
26 |
26 |
51 |
73 |
139 |
247 |
589 |
589 |
|
27 |
26 |
50 |
73 |
139 |
247 |
588 |
588 |
|
28 |
26 |
50 |
72 |
138 |
247 |
588 |
588 |
|
29 |
25 |
50 |
72 |
138 |
247 |
588 |
588 |
|
30 |
25 |
50 |
72 |
138 |
246 |
588 |
588 |
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 |
27 |
106 |
220 |
561 |
1 203 |
|
2 |
1 |
5 |
28 |
107 |
221 |
562 |
986 |
|
3 |
2 |
5 |
29 |
99 |
218 |
559 |
816 |
|
4 |
2 |
6 |
31 |
101 |
217 |
558 |
682 |
|
5 |
3 |
9 |
37 |
104 |
216 |
558 |
578 |
|
6 |
4 |
12 |
40 |
109 |
216 |
558 |
558 |
|
7 |
5 |
14 |
42 |
111 |
216 |
557 |
557 |
|
8 |
5 |
15 |
41 |
109 |
216 |
557 |
557 |
|
9 |
7 |
15 |
41 |
108 |
216 |
557 |
557 |
|
10 |
7 |
17 |
41 |
108 |
216 |
557 |
557 |
|
11 |
8 |
19 |
43 |
109 |
217 |
559 |
559 |
|
12 |
8 |
18 |
41 |
108 |
216 |
557 |
557 |
|
13 |
10 |
20 |
43 |
109 |
217 |
558 |
558 |
|
14 |
10 |
20 |
42 |
108 |
217 |
558 |
558 |
|
15 |
11 |
19 |
41 |
107 |
216 |
557 |
557 |
|
16 |
11 |
18 |
40 |
106 |
215 |
556 |
556 |
|
17 |
12 |
18 |
40 |
106 |
214 |
556 |
556 |
|
18 |
13 |
18 |
40 |
106 |
215 |
556 |
556 |
|
19 |
14 |
19 |
40 |
107 |
215 |
556 |
556 |
|
20 |
14 |
19 |
41 |
107 |
216 |
557 |
557 |
|
21 |
15 |
20 |
42 |
108 |
216 |
557 |
557 |
|
22 |
15 |
21 |
42 |
108 |
216 |
557 |
557 |
|
23 |
16 |
22 |
42 |
108 |
216 |
557 |
557 |
|
24 |
17 |
22 |
42 |
108 |
216 |
557 |
557 |
|
25 |
17 |
23 |
43 |
108 |
216 |
557 |
557 |
|
26 |
18 |
24 |
45 |
108 |
216 |
557 |
557 |
|
27 |
18 |
25 |
46 |
108 |
216 |
557 |
557 |
|
28 |
19 |
25 |
47 |
108 |
216 |
557 |
557 |
|
29 |
20 |
26 |
48 |
108 |
216 |
557 |
557 |
|
30 |
20 |
28 |
49 |
108 |
216 |
557 |
557 |
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 |
89 |
168 |
282 |
623 |
1 251 |
|
2 |
47 |
62 |
89 |
168 |
282 |
623 |
1 027 |
|
3 |
48 |
64 |
89 |
160 |
278 |
619 |
850 |
|
4 |
48 |
66 |
91 |
161 |
276 |
617 |
711 |
|
5 |
49 |
68 |
95 |
162 |
275 |
616 |
616 |
|
6 |
49 |
69 |
97 |
166 |
273 |
615 |
615 |
|
7 |
49 |
70 |
98 |
167 |
272 |
614 |
614 |
|
8 |
48 |
70 |
96 |
164 |
271 |
612 |
612 |
|
9 |
47 |
69 |
95 |
162 |
270 |
611 |
611 |
|
10 |
47 |
70 |
95 |
161 |
269 |
611 |
611 |
|
11 |
46 |
70 |
94 |
160 |
268 |
610 |
610 |
|
12 |
46 |
70 |
93 |
159 |
268 |
609 |
609 |
|
13 |
45 |
70 |
92 |
158 |
267 |
608 |
608 |
|
14 |
45 |
69 |
92 |
158 |
266 |
607 |
607 |
|
15 |
44 |
69 |
91 |
157 |
266 |
607 |
607 |
|
16 |
43 |
68 |
90 |
156 |
265 |
606 |
606 |
|
17 |
43 |
67 |
89 |
156 |
264 |
605 |
605 |
|
18 |
42 |
67 |
89 |
155 |
263 |
605 |
605 |
|
19 |
42 |
66 |
88 |
154 |
263 |
604 |
604 |
|
20 |
42 |
66 |
88 |
154 |
263 |
604 |
604 |
|
21 |
41 |
66 |
88 |
154 |
263 |
604 |
604 |
|
22 |
41 |
65 |
88 |
154 |
262 |
603 |
603 |
|
23 |
40 |
65 |
87 |
153 |
262 |
603 |
603 |
|
24 |
40 |
64 |
87 |
153 |
261 |
602 |
602 |
|
25 |
39 |
64 |
86 |
152 |
261 |
602 |
602 |
|
26 |
39 |
63 |
85 |
152 |
260 |
601 |
601 |
|
27 |
38 |
63 |
85 |
151 |
259 |
601 |
601 |
|
28 |
38 |
62 |
84 |
150 |
259 |
600 |
600 |
|
29 |
37 |
61 |
84 |
150 |
258 |
599 |
599 |
|
30 |
36 |
61 |
83 |
149 |
258 |
599 |
599 |
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 |
250 |
591 |
1 239 |
|
2 |
19 |
34 |
60 |
140 |
254 |
595 |
1 016 |
|
3 |
23 |
40 |
64 |
135 |
253 |
594 |
841 |
|
4 |
27 |
45 |
70 |
139 |
255 |
596 |
704 |
|
5 |
30 |
49 |
76 |
144 |
256 |
597 |
597 |
|
6 |
29 |
49 |
78 |
146 |
254 |
595 |
595 |
|
7 |
34 |
55 |
83 |
152 |
258 |
599 |
599 |
|
8 |
33 |
55 |
82 |
149 |
256 |
598 |
598 |
|
9 |
34 |
56 |
82 |
149 |
257 |
598 |
598 |
|
10 |
36 |
59 |
84 |
150 |
259 |
600 |
600 |
|
11 |
38 |
61 |
85 |
151 |
260 |
601 |
601 |
|
12 |
39 |
63 |
86 |
152 |
261 |
602 |
602 |
|
13 |
40 |
64 |
87 |
153 |
261 |
602 |
602 |
|
14 |
40 |
65 |
87 |
153 |
261 |
603 |
603 |
|
15 |
40 |
65 |
87 |
153 |
262 |
603 |
603 |
|
16 |
40 |
64 |
86 |
153 |
261 |
602 |
602 |
|
17 |
40 |
64 |
86 |
153 |
261 |
602 |
602 |
|
18 |
39 |
63 |
86 |
152 |
260 |
601 |
601 |
|
19 |
39 |
63 |
85 |
151 |
260 |
601 |
601 |
|
20 |
39 |
63 |
85 |
151 |
260 |
601 |
601 |
|
21 |
38 |
63 |
85 |
151 |
260 |
601 |
601 |
|
22 |
38 |
63 |
85 |
151 |
260 |
601 |
601 |
|
23 |
38 |
62 |
85 |
151 |
259 |
600 |
600 |
|
24 |
38 |
62 |
84 |
150 |
259 |
600 |
600 |
|
25 |
37 |
62 |
84 |
150 |
258 |
600 |
600 |
|
26 |
37 |
61 |
83 |
149 |
258 |
599 |
599 |
|
27 |
36 |
61 |
83 |
149 |
257 |
599 |
599 |
|
28 |
36 |
60 |
82 |
148 |
257 |
598 |
598 |
|
29 |
35 |
60 |
82 |
148 |
256 |
597 |
597 |
|
30 |
35 |
59 |
81 |
147 |
256 |
597 |
597 |
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 |
13 |
29 |
55 |
134 |
248 |
589 |
1 246 |
|
2 |
15 |
30 |
56 |
135 |
250 |
591 |
1 022 |
|
3 |
17 |
33 |
58 |
129 |
247 |
588 |
846 |
|
4 |
19 |
36 |
61 |
131 |
246 |
587 |
707 |
|
5 |
20 |
39 |
67 |
134 |
246 |
587 |
599 |
|
6 |
22 |
42 |
70 |
139 |
246 |
588 |
588 |
|
7 |
23 |
44 |
72 |
141 |
246 |
588 |
588 |
|
8 |
23 |
45 |
72 |
139 |
246 |
588 |
588 |
|
9 |
23 |
46 |
72 |
138 |
247 |
588 |
588 |
|
10 |
24 |
47 |
72 |
138 |
247 |
588 |
588 |
|
11 |
25 |
48 |
72 |
138 |
247 |
588 |
588 |
|
12 |
25 |
49 |
73 |
139 |
247 |
588 |
588 |
|
13 |
26 |
50 |
73 |
139 |
247 |
588 |
588 |
|
14 |
26 |
51 |
73 |
139 |
247 |
589 |
589 |
|
15 |
26 |
51 |
73 |
139 |
248 |
589 |
589 |
|
16 |
26 |
50 |
73 |
139 |
247 |
588 |
588 |
|
17 |
26 |
50 |
73 |
139 |
247 |
588 |
588 |
|
18 |
26 |
50 |
73 |
139 |
247 |
588 |
588 |
|
19 |
26 |
50 |
73 |
139 |
247 |
588 |
588 |
|
20 |
26 |
51 |
73 |
139 |
247 |
589 |
589 |
|
21 |
26 |
51 |
73 |
139 |
247 |
589 |
589 |
|
22 |
26 |
50 |
73 |
139 |
247 |
588 |
588 |
|
23 |
26 |
50 |
72 |
139 |
247 |
588 |
588 |
|
24 |
25 |
50 |
72 |
138 |
247 |
588 |
588 |
|
25 |
25 |
50 |
72 |
138 |
246 |
588 |
588 |
|
26 |
25 |
49 |
71 |
138 |
246 |
587 |
587 |
|
27 |
24 |
49 |
71 |
137 |
246 |
587 |
587 |
|
28 |
24 |
49 |
71 |
137 |
245 |
586 |
586 |
|
29 |
24 |
48 |
70 |
137 |
245 |
586 |
586 |
|
30 |
23 |
48 |
70 |
136 |
245 |
586 |
586 |
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 |
285 |
626 |
1 262 |
|
2 |
53 |
68 |
94 |
173 |
287 |
629 |
1 037 |
|
3 |
57 |
73 |
98 |
168 |
287 |
628 |
860 |
|
4 |
59 |
76 |
101 |
171 |
286 |
628 |
721 |
|
5 |
61 |
80 |
107 |
174 |
287 |
628 |
628 |
|
6 |
62 |
82 |
111 |
179 |
287 |
628 |
628 |
|
7 |
63 |
85 |
113 |
181 |
287 |
628 |
628 |
|
8 |
63 |
85 |
112 |
179 |
286 |
628 |
628 |
|
9 |
63 |
85 |
111 |
178 |
286 |
627 |
627 |
|
10 |
63 |
86 |
111 |
178 |
286 |
627 |
627 |
|
11 |
63 |
87 |
111 |
177 |
286 |
627 |
627 |
|
12 |
63 |
87 |
110 |
176 |
285 |
626 |
626 |
|
13 |
63 |
87 |
109 |
176 |
284 |
625 |
625 |
|
14 |
62 |
86 |
108 |
175 |
283 |
624 |
624 |
|
15 |
61 |
85 |
108 |
174 |
282 |
623 |
623 |
|
16 |
60 |
84 |
107 |
173 |
281 |
623 |
623 |
|
17 |
59 |
84 |
106 |
172 |
281 |
622 |
622 |
|
18 |
58 |
83 |
105 |
171 |
280 |
621 |
621 |
|
19 |
58 |
82 |
104 |
171 |
279 |
620 |
620 |
|
20 |
57 |
82 |
104 |
170 |
278 |
620 |
620 |
|
21 |
56 |
81 |
103 |
169 |
278 |
619 |
619 |
|
22 |
55 |
80 |
102 |
168 |
277 |
618 |
618 |
|
23 |
55 |
79 |
101 |
167 |
276 |
617 |
617 |
|
24 |
54 |
78 |
100 |
167 |
275 |
616 |
616 |
|
25 |
53 |
77 |
99 |
166 |
274 |
615 |
615 |
|
26 |
52 |
76 |
99 |
165 |
273 |
614 |
614 |
|
27 |
51 |
75 |
98 |
164 |
272 |
613 |
613 |
|
28 |
50 |
75 |
97 |
163 |
271 |
613 |
613 |
|
29 |
49 |
74 |
96 |
162 |
270 |
612 |
612 |
|
30 |
48 |
73 |
95 |
161 |
270 |
611 |
611 |
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 |
202 |
316 |
657 |
1 305 |
|
2 |
85 |
100 |
126 |
206 |
320 |
661 |
1 073 |
|
3 |
86 |
103 |
127 |
198 |
316 |
657 |
891 |
|
4 |
87 |
104 |
129 |
199 |
314 |
655 |
746 |
|
5 |
90 |
109 |
136 |
203 |
316 |
657 |
657 |
|
6 |
92 |
112 |
140 |
209 |
316 |
658 |
658 |
|
7 |
93 |
114 |
142 |
211 |
317 |
658 |
658 |
|
8 |
94 |
116 |
143 |
210 |
318 |
659 |
659 |
|
9 |
95 |
117 |
143 |
210 |
318 |
659 |
659 |
|
10 |
95 |
119 |
143 |
210 |
318 |
659 |
659 |
|
11 |
95 |
119 |
143 |
209 |
318 |
659 |
659 |
|
12 |
95 |
119 |
142 |
208 |
317 |
658 |
658 |
|
13 |
94 |
118 |
141 |
207 |
315 |
657 |
657 |
|
14 |
93 |
117 |
139 |
205 |
314 |
655 |
655 |
|
15 |
91 |
116 |
138 |
204 |
312 |
654 |
654 |
|
16 |
90 |
114 |
136 |
202 |
311 |
652 |
652 |
|
17 |
88 |
113 |
135 |
201 |
310 |
651 |
651 |
|
18 |
87 |
111 |
134 |
200 |
308 |
649 |
649 |
|
19 |
85 |
110 |
132 |
198 |
307 |
648 |
648 |
|
20 |
84 |
109 |
131 |
197 |
305 |
647 |
647 |
|
21 |
83 |
107 |
129 |
196 |
304 |
645 |
645 |
|
22 |
81 |
106 |
128 |
194 |
303 |
644 |
644 |
|
23 |
80 |
104 |
126 |
193 |
301 |
642 |
642 |
|
24 |
78 |
103 |
125 |
191 |
300 |
641 |
641 |
|
25 |
77 |
101 |
123 |
189 |
298 |
639 |
639 |
|
26 |
75 |
100 |
122 |
188 |
296 |
638 |
638 |
|
27 |
74 |
98 |
120 |
186 |
295 |
636 |
636 |
|
28 |
72 |
97 |
119 |
185 |
293 |
634 |
634 |
|
29 |
71 |
95 |
117 |
183 |
292 |
633 |
633 |
|
30 |
69 |
94 |
116 |
182 |
290 |
632 |
632 |
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 |
6 |
22 |
48 |
127 |
241 |
582 |
1 235 |
|
2 |
10 |
25 |
51 |
131 |
245 |
586 |
1 015 |
|
3 |
13 |
30 |
55 |
125 |
244 |
585 |
841 |
|
4 |
17 |
34 |
59 |
129 |
244 |
585 |
704 |
|
5 |
19 |
38 |
66 |
133 |
245 |
587 |
596 |
|
6 |
21 |
41 |
70 |
138 |
246 |
587 |
587 |
|
7 |
23 |
44 |
72 |
141 |
246 |
588 |
588 |
|
8 |
23 |
45 |
72 |
139 |
247 |
588 |
588 |
|
9 |
23 |
46 |
72 |
139 |
247 |
588 |
588 |
|
10 |
24 |
47 |
72 |
138 |
247 |
588 |
588 |
|
11 |
24 |
48 |
72 |
138 |
247 |
588 |
588 |
|
12 |
25 |
49 |
72 |
138 |
246 |
588 |
588 |
|
13 |
24 |
49 |
71 |
137 |
246 |
587 |
587 |
|
14 |
24 |
48 |
71 |
137 |
245 |
586 |
586 |
|
15 |
23 |
48 |
70 |
136 |
244 |
586 |
586 |
|
16 |
22 |
47 |
69 |
135 |
244 |
585 |
585 |
|
17 |
22 |
46 |
68 |
135 |
243 |
584 |
584 |
|
18 |
21 |
46 |
68 |
134 |
243 |
584 |
584 |
|
19 |
21 |
46 |
68 |
134 |
243 |
584 |
584 |
|
20 |
21 |
46 |
68 |
134 |
243 |
584 |
584 |
|
21 |
22 |
46 |
68 |
134 |
243 |
584 |
584 |
|
22 |
22 |
46 |
68 |
134 |
243 |
584 |
584 |
|
23 |
22 |
46 |
68 |
134 |
243 |
584 |
584 |
|
24 |
21 |
46 |
68 |
134 |
243 |
584 |
584 |
|
25 |
21 |
46 |
68 |
134 |
243 |
584 |
584 |
|
26 |
21 |
46 |
68 |
134 |
242 |
584 |
584 |
|
27 |
21 |
46 |
68 |
134 |
242 |
584 |
584 |
|
28 |
21 |
45 |
68 |
134 |
242 |
583 |
583 |
|
29 |
21 |
45 |
67 |
134 |
242 |
583 |
583 |
|
30 |
21 |
45 |
67 |
133 |
242 |
583 |
583 |
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 |
134 |
213 |
327 |
668 |
1 330 |
|
2 |
93 |
108 |
134 |
213 |
327 |
669 |
1 091 |
|
3 |
93 |
110 |
134 |
205 |
323 |
664 |
903 |
|
4 |
94 |
112 |
137 |
207 |
322 |
663 |
756 |
|
5 |
95 |
114 |
142 |
209 |
321 |
662 |
662 |
|
6 |
96 |
116 |
144 |
213 |
321 |
662 |
662 |
|
7 |
97 |
118 |
146 |
215 |
320 |
661 |
661 |
|
8 |
96 |
118 |
145 |
213 |
320 |
661 |
661 |
|
9 |
95 |
118 |
144 |
211 |
319 |
660 |
660 |
|
10 |
94 |
118 |
142 |
209 |
317 |
658 |
658 |
|
11 |
93 |
117 |
141 |
207 |
315 |
657 |
657 |
|
12 |
92 |
116 |
139 |
205 |
313 |
655 |
655 |
|
13 |
90 |
114 |
137 |
203 |
312 |
653 |
653 |
|
14 |
88 |
113 |
135 |
201 |
310 |
651 |
651 |
|
15 |
86 |
111 |
133 |
199 |
308 |
649 |
649 |
|
16 |
84 |
109 |
131 |
197 |
306 |
647 |
647 |
|
17 |
83 |
107 |
129 |
196 |
304 |
645 |
645 |
|
18 |
81 |
106 |
128 |
194 |
302 |
644 |
644 |
|
19 |
80 |
104 |
126 |
193 |
301 |
642 |
642 |
|
20 |
79 |
103 |
125 |
192 |
300 |
641 |
641 |
|
21 |
78 |
102 |
124 |
191 |
299 |
640 |
640 |
|
22 |
77 |
101 |
123 |
189 |
298 |
639 |
639 |
|
23 |
76 |
100 |
122 |
188 |
297 |
638 |
638 |
|
24 |
74 |
99 |
121 |
187 |
296 |
637 |
637 |
|
25 |
73 |
98 |
120 |
186 |
295 |
636 |
636 |
|
26 |
72 |
97 |
119 |
185 |
293 |
635 |
635 |
|
27 |
71 |
96 |
118 |
184 |
292 |
634 |
634 |
|
28 |
70 |
94 |
117 |
183 |
291 |
632 |
632 |
|
29 |
69 |
93 |
116 |
182 |
290 |
631 |
631 |
|
30 |
68 |
92 |
115 |
181 |
289 |
630 |
630 |
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 |
350 |
365 |
392 |
471 |
585 |
926 |
1 356 |
|
2 |
77 |
92 |
118 |
198 |
312 |
653 |
1 107 |
|
3 |
81 |
98 |
122 |
193 |
311 |
652 |
914 |
|
4 |
85 |
103 |
128 |
197 |
313 |
654 |
763 |
|
5 |
88 |
107 |
134 |
201 |
314 |
655 |
655 |
|
6 |
90 |
110 |
138 |
207 |
314 |
656 |
656 |
|
7 |
91 |
113 |
141 |
209 |
315 |
656 |
656 |
|
8 |
92 |
114 |
141 |
209 |
316 |
657 |
657 |
|
9 |
93 |
115 |
141 |
208 |
316 |
657 |
657 |
|
10 |
93 |
116 |
141 |
207 |
316 |
657 |
657 |
|
11 |
93 |
117 |
141 |
207 |
316 |
657 |
657 |
|
12 |
94 |
118 |
141 |
207 |
316 |
657 |
657 |
|
13 |
95 |
119 |
141 |
208 |
316 |
657 |
657 |
|
14 |
95 |
120 |
142 |
208 |
317 |
658 |
658 |
|
15 |
96 |
121 |
143 |
209 |
317 |
659 |
659 |
|
16 |
97 |
121 |
144 |
210 |
318 |
659 |
659 |
|
17 |
98 |
123 |
145 |
211 |
319 |
661 |
661 |
|
18 |
99 |
124 |
146 |
212 |
320 |
662 |
662 |
|
19 |
100 |
125 |
147 |
213 |
321 |
663 |
663 |
|
20 |
101 |
125 |
147 |
214 |
322 |
663 |
663 |
|
21 |
101 |
125 |
148 |
214 |
322 |
663 |
663 |
|
22 |
101 |
125 |
147 |
214 |
322 |
663 |
663 |
|
23 |
100 |
125 |
147 |
213 |
322 |
663 |
663 |
|
24 |
100 |
124 |
146 |
212 |
321 |
662 |
662 |
|
25 |
99 |
123 |
145 |
211 |
320 |
661 |
661 |
|
26 |
98 |
122 |
144 |
210 |
319 |
660 |
660 |
|
27 |
96 |
121 |
143 |
209 |
318 |
659 |
659 |
|
28 |
95 |
120 |
142 |
208 |
316 |
658 |
658 |
|
29 |
94 |
118 |
140 |
207 |
315 |
656 |
656 |
|
30 |
92 |
117 |
139 |
205 |
314 |
655 |
655 |
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 |
116 |
230 |
571 |
1 223 |
|
2 |
1 |
10 |
36 |
116 |
230 |
571 |
1 003 |
|
3 |
2 |
12 |
37 |
107 |
226 |
567 |
829 |
|
4 |
2 |
14 |
39 |
108 |
224 |
565 |
694 |
|
5 |
3 |
16 |
43 |
110 |
223 |
564 |
587 |
|
6 |
4 |
17 |
46 |
114 |
222 |
563 |
563 |
|
7 |
5 |
19 |
47 |
116 |
221 |
563 |
563 |
|
8 |
5 |
19 |
46 |
114 |
221 |
562 |
562 |
|
9 |
7 |
19 |
45 |
111 |
220 |
561 |
561 |
|
10 |
7 |
20 |
44 |
111 |
219 |
560 |
560 |
|
11 |
8 |
21 |
44 |
111 |
219 |
560 |
560 |
|
12 |
8 |
21 |
44 |
111 |
219 |
560 |
560 |
|
13 |
10 |
22 |
44 |
111 |
219 |
560 |
560 |
|
14 |
10 |
22 |
45 |
111 |
219 |
560 |
560 |
|
15 |
11 |
23 |
45 |
111 |
219 |
561 |
561 |
|
16 |
11 |
23 |
45 |
111 |
219 |
561 |
561 |
|
17 |
12 |
23 |
45 |
111 |
220 |
561 |
561 |
|
18 |
13 |
23 |
46 |
112 |
220 |
561 |
561 |
|
19 |
14 |
24 |
46 |
112 |
221 |
562 |
562 |
|
20 |
14 |
25 |
47 |
113 |
222 |
563 |
563 |
|
21 |
15 |
26 |
48 |
114 |
223 |
564 |
564 |
|
22 |
16 |
26 |
49 |
115 |
223 |
564 |
564 |
|
23 |
17 |
27 |
49 |
115 |
224 |
565 |
565 |
|
24 |
17 |
28 |
50 |
116 |
224 |
566 |
566 |
|
25 |
17 |
28 |
50 |
116 |
225 |
566 |
566 |
|
26 |
18 |
28 |
51 |
117 |
225 |
566 |
566 |
|
27 |
19 |
29 |
51 |
117 |
226 |
567 |
567 |
|
28 |
20 |
29 |
51 |
118 |
226 |
567 |
567 |
|
29 |
20 |
30 |
52 |
118 |
226 |
567 |
567 |
|
30 |
21 |
30 |
52 |
118 |
227 |
568 |
568 |
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 |
69 |
95 |
174 |
288 |
630 |
1 253 |
|
2 |
54 |
70 |
96 |
175 |
289 |
630 |
1 028 |
|
3 |
55 |
72 |
96 |
167 |
285 |
626 |
852 |
|
4 |
56 |
73 |
98 |
168 |
283 |
625 |
713 |
|
5 |
56 |
75 |
103 |
170 |
282 |
624 |
624 |
|
6 |
57 |
77 |
106 |
174 |
282 |
623 |
623 |
|
7 |
57 |
78 |
106 |
175 |
280 |
621 |
621 |
|
8 |
56 |
78 |
105 |
173 |
280 |
621 |
621 |
|
9 |
56 |
78 |
104 |
171 |
279 |
620 |
620 |
|
10 |
55 |
78 |
103 |
169 |
277 |
619 |
619 |
|
11 |
54 |
77 |
101 |
167 |
276 |
617 |
617 |
|
12 |
52 |
77 |
100 |
166 |
274 |
615 |
615 |
|
13 |
51 |
76 |
98 |
164 |
273 |
614 |
614 |
|
14 |
50 |
74 |
96 |
163 |
271 |
612 |
612 |
|
15 |
48 |
73 |
95 |
161 |
270 |
611 |
611 |
|
16 |
47 |
71 |
93 |
159 |
268 |
609 |
609 |
|
17 |
45 |
70 |
92 |
158 |
267 |
608 |
608 |
|
18 |
44 |
69 |
91 |
157 |
265 |
607 |
607 |
|
19 |
43 |
68 |
90 |
156 |
264 |
606 |
606 |
|
20 |
43 |
67 |
89 |
155 |
264 |
605 |
605 |
|
21 |
42 |
67 |
89 |
155 |
263 |
605 |
605 |
|
22 |
41 |
66 |
88 |
154 |
263 |
604 |
604 |
|
23 |
41 |
65 |
87 |
154 |
262 |
603 |
603 |
|
24 |
40 |
65 |
87 |
153 |
261 |
602 |
602 |
|
25 |
39 |
64 |
86 |
152 |
261 |
602 |
602 |
|
26 |
39 |
63 |
85 |
151 |
260 |
601 |
601 |
|
27 |
38 |
62 |
85 |
151 |
259 |
600 |
600 |
|
28 |
37 |
62 |
84 |
150 |
259 |
600 |
600 |
|
29 |
37 |
61 |
83 |
149 |
258 |
599 |
599 |
|
30 |
36 |
61 |
83 |
149 |
257 |
598 |
598 |
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 |
114 |
130 |
156 |
235 |
349 |
690 |
1 346 |
|
2 |
115 |
131 |
157 |
236 |
350 |
692 |
1 103 |
|
3 |
118 |
134 |
159 |
230 |
348 |
689 |
913 |
|
4 |
120 |
137 |
162 |
232 |
347 |
689 |
764 |
|
5 |
121 |
140 |
168 |
235 |
347 |
689 |
689 |
|
6 |
122 |
142 |
171 |
239 |
347 |
688 |
688 |
|
7 |
123 |
144 |
172 |
241 |
346 |
688 |
688 |
|
8 |
122 |
144 |
171 |
238 |
346 |
687 |
687 |
|
9 |
121 |
144 |
170 |
236 |
345 |
686 |
686 |
|
10 |
121 |
144 |
169 |
235 |
343 |
685 |
685 |
|
11 |
120 |
143 |
167 |
233 |
342 |
683 |
683 |
|
12 |
118 |
142 |
165 |
232 |
340 |
681 |
681 |
|
13 |
116 |
141 |
163 |
229 |
338 |
679 |
679 |
|
14 |
114 |
139 |
161 |
227 |
336 |
677 |
677 |
|
15 |
112 |
136 |
159 |
225 |
333 |
674 |
674 |
|
16 |
109 |
134 |
156 |
222 |
331 |
672 |
672 |
|
17 |
107 |
131 |
154 |
220 |
328 |
669 |
669 |
|
18 |
105 |
129 |
151 |
218 |
326 |
667 |
667 |
|
19 |
103 |
127 |
149 |
215 |
324 |
665 |
665 |
|
20 |
101 |
125 |
148 |
214 |
322 |
663 |
663 |
|
21 |
99 |
124 |
146 |
212 |
320 |
662 |
662 |
|
22 |
97 |
122 |
144 |
210 |
319 |
660 |
660 |
|
23 |
96 |
120 |
142 |
208 |
317 |
658 |
658 |
|
24 |
94 |
118 |
140 |
207 |
315 |
656 |
656 |
|
25 |
92 |
116 |
139 |
205 |
313 |
654 |
654 |
|
26 |
90 |
115 |
137 |
203 |
312 |
653 |
653 |
|
27 |
89 |
113 |
135 |
201 |
310 |
651 |
651 |
|
28 |
87 |
111 |
134 |
200 |
308 |
649 |
649 |
|
29 |
85 |
110 |
132 |
198 |
307 |
648 |
648 |
|
30 |
84 |
108 |
130 |
197 |
305 |
646 |
646 |
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 |
295 |
409 |
750 |
1 342 |
|
2 |
183 |
198 |
224 |
304 |
418 |
759 |
1 110 |
|
3 |
188 |
205 |
229 |
300 |
418 |
759 |
924 |
|
4 |
190 |
208 |
233 |
302 |
418 |
759 |
776 |
|
5 |
191 |
210 |
238 |
305 |
417 |
758 |
758 |
|
6 |
191 |
211 |
240 |
308 |
416 |
757 |
757 |
|
7 |
191 |
212 |
240 |
309 |
414 |
755 |
755 |
|
8 |
189 |
211 |
238 |
305 |
412 |
754 |
754 |
|
9 |
187 |
210 |
236 |
303 |
411 |
752 |
752 |
|
10 |
187 |
210 |
235 |
301 |
409 |
751 |
751 |
|
11 |
185 |
209 |
233 |
299 |
407 |
749 |
749 |
|
12 |
183 |
207 |
230 |
296 |
405 |
746 |
746 |
|
13 |
180 |
205 |
227 |
293 |
402 |
743 |
743 |
|
14 |
177 |
202 |
224 |
290 |
399 |
740 |
740 |
|
15 |
174 |
199 |
221 |
287 |
395 |
737 |
737 |
|
16 |
171 |
195 |
218 |
284 |
392 |
733 |
733 |
|
17 |
168 |
192 |
214 |
281 |
389 |
730 |
730 |
|
18 |
164 |
189 |
211 |
277 |
386 |
727 |
727 |
|
19 |
161 |
186 |
208 |
274 |
383 |
724 |
724 |
|
20 |
158 |
183 |
205 |
271 |
380 |
721 |
721 |
|
21 |
155 |
180 |
202 |
268 |
377 |
718 |
718 |
|
22 |
152 |
177 |
199 |
265 |
373 |
715 |
715 |
|
23 |
149 |
173 |
196 |
262 |
370 |
711 |
711 |
|
24 |
146 |
170 |
192 |
259 |
367 |
708 |
708 |
|
25 |
143 |
167 |
189 |
255 |
364 |
705 |
705 |
|
26 |
140 |
164 |
186 |
252 |
361 |
702 |
702 |
|
27 |
137 |
161 |
183 |
249 |
358 |
699 |
699 |
|
28 |
134 |
158 |
180 |
247 |
355 |
696 |
696 |
|
29 |
131 |
155 |
178 |
244 |
352 |
693 |
693 |
|
30 |
128 |
153 |
175 |
241 |
349 |
691 |
691 |
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 |
148 |
262 |
603 |
1 281 |
|
2 |
28 |
43 |
69 |
149 |
263 |
604 |
1 050 |
|
3 |
29 |
46 |
70 |
141 |
259 |
600 |
869 |
|
4 |
30 |
48 |
73 |
142 |
258 |
599 |
727 |
|
5 |
31 |
50 |
78 |
145 |
257 |
598 |
615 |
|
6 |
32 |
52 |
80 |
149 |
256 |
598 |
598 |
|
7 |
32 |
53 |
81 |
150 |
256 |
597 |
597 |
|
8 |
31 |
53 |
80 |
147 |
254 |
596 |
596 |
|
9 |
30 |
53 |
79 |
145 |
254 |
595 |
595 |
|
10 |
30 |
53 |
78 |
144 |
253 |
594 |
594 |
|
11 |
30 |
54 |
77 |
144 |
252 |
593 |
593 |
|
12 |
30 |
54 |
77 |
143 |
251 |
593 |
593 |
|
13 |
29 |
54 |
76 |
142 |
251 |
592 |
592 |
|
14 |
29 |
54 |
76 |
142 |
250 |
592 |
592 |
|
15 |
29 |
53 |
75 |
142 |
250 |
591 |
591 |
|
16 |
29 |
53 |
75 |
141 |
250 |
591 |
591 |
|
17 |
28 |
53 |
75 |
141 |
250 |
591 |
591 |
|
18 |
29 |
53 |
75 |
141 |
250 |
591 |
591 |
|
19 |
29 |
53 |
75 |
141 |
250 |
591 |
591 |
|
20 |
29 |
53 |
75 |
142 |
250 |
591 |
591 |
|
21 |
29 |
53 |
76 |
142 |
250 |
591 |
591 |
|
22 |
29 |
53 |
75 |
142 |
250 |
591 |
591 |
|
23 |
29 |
53 |
75 |
142 |
250 |
591 |
591 |
|
24 |
29 |
53 |
75 |
141 |
250 |
591 |
591 |
|
25 |
28 |
53 |
75 |
141 |
250 |
591 |
591 |
|
26 |
28 |
53 |
75 |
141 |
249 |
591 |
591 |
|
27 |
28 |
52 |
75 |
141 |
249 |
590 |
590 |
|
28 |
28 |
52 |
74 |
140 |
249 |
590 |
590 |
|
29 |
27 |
52 |
74 |
140 |
249 |
590 |
590 |
|
30 |
27 |
52 |
74 |
140 |
248 |
590 |
590 |
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 |
144 |
258 |
599 |
1 280 |
|
2 |
25 |
40 |
66 |
146 |
260 |
601 |
1 050 |
|
3 |
28 |
44 |
69 |
139 |
258 |
599 |
868 |
|
4 |
30 |
48 |
73 |
143 |
258 |
599 |
726 |
|
5 |
33 |
52 |
79 |
146 |
259 |
600 |
614 |
|
6 |
34 |
54 |
83 |
151 |
259 |
600 |
600 |
|
7 |
36 |
57 |
85 |
154 |
260 |
601 |
601 |
|
8 |
36 |
58 |
85 |
152 |
260 |
601 |
601 |
|
9 |
36 |
59 |
85 |
152 |
260 |
601 |
601 |
|
10 |
37 |
61 |
85 |
152 |
260 |
601 |
601 |
|
11 |
38 |
62 |
86 |
152 |
261 |
602 |
602 |
|
12 |
39 |
63 |
86 |
152 |
261 |
602 |
602 |
|
13 |
39 |
64 |
86 |
152 |
261 |
602 |
602 |
|
14 |
39 |
64 |
86 |
152 |
261 |
602 |
602 |
|
15 |
39 |
64 |
86 |
152 |
260 |
602 |
602 |
|
16 |
39 |
63 |
85 |
151 |
260 |
601 |
601 |
|
17 |
39 |
63 |
85 |
151 |
260 |
601 |
601 |
|
18 |
38 |
63 |
85 |
151 |
260 |
601 |
601 |
|
19 |
39 |
63 |
85 |
151 |
260 |
601 |
601 |
|
20 |
39 |
63 |
86 |
152 |
260 |
601 |
601 |
|
21 |
39 |
64 |
86 |
152 |
260 |
602 |
602 |
|
22 |
39 |
64 |
86 |
152 |
260 |
602 |
602 |
|
23 |
39 |
63 |
86 |
152 |
260 |
601 |
601 |
|
24 |
39 |
63 |
85 |
151 |
260 |
601 |
601 |
|
25 |
38 |
63 |
85 |
151 |
260 |
601 |
601 |
|
26 |
38 |
62 |
84 |
151 |
259 |
600 |
600 |
|
27 |
37 |
62 |
84 |
150 |
259 |
600 |
600 |
|
28 |
37 |
61 |
84 |
150 |
258 |
599 |
599 |
|
29 |
36 |
61 |
83 |
149 |
258 |
599 |
599 |
|
30 |
36 |
60 |
83 |
149 |
257 |
598 |
598 |
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 |
245 |
359 |
700 |
1 375 |
|
2 |
123 |
138 |
164 |
243 |
358 |
699 |
1 125 |
|
3 |
123 |
139 |
164 |
235 |
353 |
694 |
928 |
|
4 |
123 |
141 |
166 |
235 |
351 |
692 |
775 |
|
5 |
124 |
143 |
170 |
237 |
350 |
691 |
691 |
|
6 |
123 |
144 |
172 |
241 |
348 |
689 |
689 |
|
7 |
124 |
145 |
173 |
242 |
347 |
688 |
688 |
|
8 |
123 |
145 |
172 |
239 |
346 |
688 |
688 |
|
9 |
122 |
144 |
170 |
237 |
345 |
686 |
686 |
|
10 |
122 |
145 |
170 |
236 |
345 |
686 |
686 |
|
11 |
122 |
145 |
169 |
235 |
344 |
685 |
685 |
|
12 |
121 |
145 |
168 |
234 |
343 |
684 |
684 |
|
13 |
120 |
144 |
167 |
233 |
341 |
683 |
683 |
|
14 |
119 |
143 |
166 |
232 |
340 |
681 |
681 |
|
15 |
117 |
141 |
163 |
230 |
338 |
679 |
679 |
|
16 |
115 |
139 |
161 |
227 |
336 |
677 |
677 |
|
17 |
112 |
136 |
158 |
225 |
333 |
674 |
674 |
|
18 |
109 |
134 |
156 |
222 |
331 |
672 |
672 |
|
19 |
107 |
132 |
154 |
220 |
329 |
670 |
670 |
|
20 |
105 |
130 |
152 |
218 |
326 |
668 |
668 |
|
21 |
103 |
127 |
150 |
216 |
324 |
665 |
665 |
|
22 |
101 |
125 |
147 |
213 |
322 |
663 |
663 |
|
23 |
98 |
123 |
145 |
211 |
320 |
661 |
661 |
|
24 |
96 |
121 |
143 |
209 |
318 |
659 |
659 |
|
25 |
94 |
119 |
141 |
207 |
315 |
657 |
657 |
|
26 |
92 |
116 |
139 |
205 |
313 |
654 |
654 |
|
27 |
90 |
114 |
137 |
203 |
311 |
652 |
652 |
|
28 |
88 |
112 |
135 |
201 |
309 |
650 |
650 |
|
29 |
86 |
110 |
133 |
199 |
307 |
648 |
648 |
|
30 |
84 |
109 |
131 |
197 |
305 |
646 |
646 |
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 |
115 |
229 |
570 |
1 238 |
|
2 |
1 |
11 |
37 |
117 |
231 |
572 |
1 016 |
|
3 |
2 |
15 |
40 |
110 |
229 |
570 |
841 |
|
4 |
2 |
19 |
44 |
113 |
229 |
570 |
704 |
|
5 |
4 |
22 |
50 |
117 |
229 |
571 |
596 |
|
6 |
5 |
25 |
54 |
122 |
230 |
571 |
571 |
|
7 |
7 |
28 |
56 |
125 |
230 |
572 |
572 |
|
8 |
7 |
29 |
56 |
123 |
230 |
572 |
572 |
|
9 |
7 |
30 |
55 |
122 |
230 |
572 |
572 |
|
10 |
7 |
31 |
55 |
122 |
230 |
571 |
571 |
|
11 |
8 |
32 |
55 |
122 |
230 |
571 |
571 |
|
12 |
8 |
32 |
55 |
121 |
230 |
571 |
571 |
|
13 |
10 |
33 |
55 |
121 |
230 |
571 |
571 |
|
14 |
10 |
33 |
55 |
121 |
229 |
571 |
571 |
|
15 |
11 |
32 |
55 |
121 |
229 |
570 |
570 |
|
16 |
11 |
32 |
54 |
120 |
229 |
570 |
570 |
|
17 |
13 |
32 |
54 |
120 |
229 |
570 |
570 |
|
18 |
13 |
32 |
54 |
120 |
229 |
570 |
570 |
|
19 |
14 |
32 |
55 |
121 |
229 |
570 |
570 |
|
20 |
14 |
33 |
55 |
121 |
230 |
571 |
571 |
|
21 |
15 |
33 |
56 |
122 |
230 |
571 |
571 |
|
22 |
16 |
34 |
56 |
122 |
231 |
572 |
572 |
|
23 |
17 |
34 |
56 |
123 |
231 |
572 |
572 |
|
24 |
17 |
35 |
57 |
123 |
231 |
573 |
573 |
|
25 |
18 |
35 |
57 |
123 |
232 |
573 |
573 |
|
26 |
18 |
35 |
57 |
123 |
232 |
573 |
573 |
|
27 |
19 |
35 |
57 |
123 |
232 |
573 |
573 |
|
28 |
20 |
35 |
57 |
124 |
232 |
573 |
573 |
|
29 |
20 |
35 |
58 |
124 |
232 |
573 |
573 |
|
30 |
21 |
36 |
58 |
124 |
232 |
574 |
574 |
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 |
156 |
270 |
611 |
1 246 |
|
2 |
35 |
50 |
77 |
156 |
270 |
611 |
1 022 |
|
3 |
35 |
52 |
77 |
147 |
266 |
606 |
845 |
|
4 |
36 |
53 |
78 |
148 |
263 |
604 |
707 |
|
5 |
36 |
55 |
82 |
150 |
262 |
603 |
603 |
|
6 |
39 |
59 |
87 |
156 |
264 |
605 |
605 |
|
7 |
36 |
57 |
85 |
154 |
260 |
601 |
601 |
|
8 |
40 |
62 |
89 |
157 |
264 |
605 |
605 |
|
9 |
39 |
62 |
88 |
155 |
263 |
604 |
604 |
|
10 |
34 |
57 |
82 |
148 |
257 |
598 |
598 |
|
11 |
30 |
53 |
77 |
143 |
252 |
593 |
593 |
|
12 |
27 |
51 |
74 |
140 |
248 |
589 |
589 |
|
13 |
24 |
49 |
71 |
137 |
246 |
587 |
587 |
|
14 |
22 |
47 |
69 |
135 |
244 |
585 |
585 |
|
15 |
21 |
45 |
68 |
134 |
242 |
583 |
583 |
|
16 |
19 |
44 |
66 |
132 |
241 |
582 |
582 |
|
17 |
18 |
43 |
65 |
131 |
240 |
581 |
581 |
|
18 |
18 |
42 |
64 |
131 |
239 |
580 |
580 |
|
19 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
20 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
21 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
22 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
23 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
24 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
25 |
17 |
42 |
64 |
130 |
239 |
580 |
580 |
|
26 |
18 |
42 |
64 |
130 |
238 |
580 |
580 |
|
27 |
19 |
42 |
64 |
130 |
238 |
580 |
580 |
|
28 |
20 |
41 |
64 |
130 |
238 |
579 |
579 |
|
29 |
20 |
41 |
64 |
130 |
238 |
579 |
579 |
|
30 |
21 |
41 |
63 |
130 |
238 |
579 |
579 |
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 |
202 |
228 |
308 |
422 |
763 |
1 463 |
|
2 |
184 |
200 |
226 |
305 |
419 |
760 |
1 192 |
|
3 |
182 |
198 |
223 |
293 |
412 |
753 |
984 |
|
4 |
179 |
197 |
222 |
291 |
407 |
748 |
820 |
|
5 |
176 |
195 |
222 |
290 |
402 |
743 |
743 |
|
6 |
173 |
193 |
222 |
290 |
398 |
739 |
739 |
|
7 |
170 |
191 |
219 |
288 |
393 |
735 |
735 |
|
8 |
166 |
188 |
215 |
282 |
389 |
731 |
731 |
|
9 |
162 |
185 |
210 |
277 |
385 |
727 |
727 |
|
10 |
159 |
182 |
207 |
273 |
381 |
723 |
723 |
|
11 |
155 |
179 |
203 |
269 |
378 |
719 |
719 |
|
12 |
152 |
176 |
199 |
265 |
374 |
715 |
715 |
|
13 |
148 |
173 |
195 |
261 |
370 |
711 |
711 |
|
14 |
145 |
169 |
192 |
258 |
366 |
707 |
707 |
|
15 |
141 |
166 |
188 |
254 |
363 |
704 |
704 |
|
16 |
138 |
163 |
185 |
251 |
359 |
701 |
701 |
|
17 |
135 |
159 |
182 |
248 |
356 |
698 |
698 |
|
18 |
132 |
157 |
179 |
245 |
353 |
695 |
695 |
|
19 |
129 |
154 |
176 |
242 |
351 |
692 |
692 |
|
20 |
127 |
151 |
173 |
240 |
348 |
689 |
689 |
|
21 |
124 |
149 |
171 |
237 |
346 |
687 |
687 |
|
22 |
122 |
146 |
168 |
235 |
343 |
684 |
684 |
|
23 |
119 |
144 |
166 |
232 |
340 |
682 |
682 |
|
24 |
117 |
141 |
163 |
230 |
338 |
679 |
679 |
|
25 |
114 |
139 |
161 |
227 |
336 |
677 |
677 |
|
26 |
112 |
136 |
159 |
225 |
333 |
674 |
674 |
|
27 |
110 |
134 |
156 |
222 |
331 |
672 |
672 |
|
28 |
108 |
132 |
154 |
220 |
329 |
670 |
670 |
|
29 |
105 |
130 |
152 |
218 |
327 |
668 |
668 |
|
30 |
103 |
128 |
150 |
216 |
325 |
666 |
666 |
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 |
111 |
247 |
588 |
1 245 |
|
2 |
9 |
26 |
52 |
111 |
247 |
588 |
1 022 |
|
3 |
10 |
29 |
54 |
105 |
245 |
586 |
845 |
|
4 |
12 |
34 |
57 |
102 |
245 |
587 |
707 |
|
5 |
17 |
40 |
62 |
105 |
246 |
588 |
598 |
|
6 |
18 |
44 |
66 |
100 |
247 |
588 |
588 |
|
7 |
19 |
46 |
65 |
93 |
248 |
589 |
589 |
|
8 |
17 |
44 |
64 |
92 |
248 |
589 |
589 |
|
9 |
17 |
45 |
66 |
95 |
248 |
589 |
589 |
|
10 |
19 |
48 |
69 |
100 |
248 |
589 |
589 |
|
11 |
21 |
50 |
71 |
103 |
248 |
590 |
590 |
|
12 |
23 |
53 |
72 |
104 |
249 |
590 |
590 |
|
13 |
24 |
55 |
72 |
104 |
249 |
590 |
590 |
|
14 |
24 |
55 |
72 |
104 |
249 |
590 |
590 |
|
15 |
24 |
55 |
72 |
104 |
249 |
590 |
590 |
|
16 |
24 |
55 |
72 |
104 |
248 |
589 |
589 |
|
17 |
24 |
55 |
72 |
104 |
248 |
590 |
590 |
|
18 |
24 |
55 |
72 |
104 |
248 |
590 |
590 |
|
19 |
24 |
55 |
72 |
104 |
248 |
590 |
590 |
|
20 |
24 |
55 |
72 |
104 |
249 |
590 |
590 |
|
21 |
24 |
55 |
72 |
104 |
249 |
590 |
590 |
|
22 |
24 |
55 |
72 |
104 |
250 |
591 |
591 |
|
23 |
24 |
55 |
72 |
104 |
250 |
591 |
591 |
|
24 |
24 |
55 |
72 |
104 |
250 |
591 |
591 |
|
25 |
24 |
55 |
72 |
104 |
250 |
591 |
591 |
|
26 |
24 |
55 |
72 |
104 |
250 |
591 |
591 |
|
27 |
24 |
55 |
72 |
104 |
250 |
591 |
591 |
|
28 |
24 |
55 |
72 |
104 |
249 |
591 |
591 |
|
29 |
24 |
55 |
72 |
104 |
249 |
590 |
590 |
|
30 |
24 |
55 |
72 |
104 |
249 |
590 |
590 |
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 |
93 |
207 |
548 |
1 215 |
|
2 |
1 |
5 |
12 |
91 |
205 |
547 |
995 |
|
3 |
2 |
5 |
11 |
82 |
200 |
541 |
822 |
|
4 |
2 |
6 |
13 |
83 |
198 |
539 |
687 |
|
5 |
3 |
7 |
18 |
85 |
197 |
538 |
581 |
|
6 |
4 |
8 |
21 |
89 |
197 |
538 |
538 |
|
7 |
5 |
9 |
22 |
91 |
197 |
538 |
538 |
|
8 |
5 |
9 |
22 |
90 |
197 |
538 |
538 |
|
9 |
7 |
11 |
22 |
89 |
197 |
538 |
538 |
|
10 |
7 |
11 |
22 |
89 |
197 |
538 |
538 |
|
11 |
8 |
12 |
23 |
89 |
197 |
538 |
538 |
|
12 |
8 |
13 |
25 |
89 |
198 |
539 |
539 |
|
13 |
10 |
14 |
26 |
89 |
198 |
539 |
539 |
|
14 |
10 |
14 |
29 |
90 |
198 |
539 |
539 |
|
15 |
11 |
16 |
30 |
90 |
198 |
540 |
540 |
|
16 |
11 |
16 |
31 |
90 |
199 |
540 |
540 |
|
17 |
12 |
17 |
33 |
91 |
199 |
540 |
540 |
|
18 |
13 |
18 |
34 |
91 |
200 |
541 |
541 |
|
19 |
14 |
19 |
35 |
92 |
200 |
541 |
541 |
|
20 |
14 |
19 |
37 |
92 |
201 |
542 |
542 |
|
21 |
15 |
20 |
38 |
93 |
201 |
543 |
543 |
|
22 |
15 |
21 |
39 |
94 |
202 |
543 |
543 |
|
23 |
16 |
22 |
40 |
94 |
202 |
544 |
544 |
|
24 |
17 |
22 |
42 |
94 |
203 |
544 |
544 |
|
25 |
17 |
23 |
44 |
95 |
203 |
544 |
544 |
|
26 |
18 |
24 |
45 |
95 |
203 |
544 |
544 |
|
27 |
18 |
25 |
46 |
95 |
203 |
544 |
544 |
|
28 |
19 |
25 |
47 |
95 |
203 |
545 |
545 |
|
29 |
20 |
26 |
48 |
95 |
203 |
545 |
545 |
|
30 |
20 |
28 |
49 |
95 |
204 |
545 |
545 |
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 |
162 |
355 |
1 731 |
|
4 |
1 |
17 |
27 |
54 |
159 |
354 |
1 338 |
|
5 |
2 |
19 |
31 |
56 |
159 |
345 |
1 060 |
|
6 |
3 |
21 |
33 |
59 |
159 |
332 |
859 |
|
7 |
4 |
24 |
35 |
61 |
159 |
316 |
710 |
|
8 |
4 |
25 |
36 |
64 |
159 |
299 |
597 |
|
9 |
5 |
26 |
38 |
67 |
159 |
283 |
508 |
|
10 |
5 |
26 |
40 |
69 |
159 |
266 |
438 |
|
11 |
5 |
27 |
40 |
70 |
159 |
252 |
380 |
|
12 |
6 |
27 |
40 |
70 |
159 |
252 |
333 |
|
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 |
8 |
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 |
19 |
26 |
49 |
172 |
310 |
3 129 |
|
2 |
7 |
22 |
28 |
52 |
174 |
349 |
2 337 |
|
3 |
7 |
22 |
31 |
57 |
169 |
362 |
1 765 |
|
4 |
7 |
23 |
34 |
61 |
166 |
361 |
1 364 |
|
5 |
8 |
25 |
37 |
62 |
166 |
351 |
1 080 |
|
6 |
9 |
27 |
39 |
65 |
165 |
337 |
875 |
|
7 |
10 |
30 |
41 |
66 |
165 |
321 |
722 |
|
8 |
9 |
30 |
41 |
69 |
164 |
304 |
606 |
|
9 |
9 |
30 |
43 |
71 |
164 |
286 |
516 |
|
10 |
9 |
31 |
44 |
73 |
163 |
269 |
444 |
|
11 |
9 |
31 |
44 |
73 |
163 |
256 |
385 |
|
12 |
9 |
30 |
43 |
73 |
162 |
255 |
337 |
|
13 |
8 |
29 |
43 |
73 |
162 |
255 |
296 |
|
14 |
8 |
29 |
42 |
72 |
161 |
254 |
262 |
|
15 |
7 |
28 |
42 |
72 |
161 |
254 |
254 |
|
16 |
7 |
28 |
45 |
71 |
160 |
253 |
253 |
|
17 |
8 |
28 |
47 |
71 |
160 |
253 |
253 |
|
18 |
8 |
27 |
50 |
71 |
160 |
253 |
253 |
|
19 |
9 |
27 |
52 |
71 |
160 |
253 |
253 |
|
20 |
9 |
28 |
55 |
71 |
160 |
253 |
253 |
|
21 |
9 |
28 |
58 |
71 |
161 |
254 |
254 |
|
22 |
10 |
28 |
60 |
72 |
161 |
254 |
254 |
|
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 |
13 |
29 |
78 |
81 |
161 |
254 |
254 |
|
30 |
14 |
29 |
81 |
83 |
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 |
22 |
45 |
167 |
306 |
3 076 |
|
2 |
1 |
15 |
22 |
45 |
167 |
343 |
2 292 |
|
3 |
1 |
15 |
24 |
50 |
161 |
355 |
1 731 |
|
4 |
1 |
16 |
27 |
54 |
159 |
354 |
1 337 |
|
5 |
2 |
18 |
31 |
55 |
159 |
345 |
1 060 |
|
6 |
3 |
21 |
33 |
59 |
159 |
332 |
859 |
|
7 |
4 |
24 |
35 |
61 |
159 |
316 |
710 |
|
8 |
4 |
25 |
36 |
63 |
159 |
299 |
597 |
|
9 |
5 |
26 |
38 |
67 |
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 |
333 |
|
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 |
8 |
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 |
3.4
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 |
81 |
95 |
102 |
125 |
247 |
343 |
3 091 |
|
2 |
76 |
90 |
97 |
120 |
242 |
345 |
2 312 |
|
3 |
78 |
93 |
102 |
128 |
239 |
358 |
1 746 |
|
4 |
75 |
91 |
102 |
129 |
234 |
358 |
1 354 |
|
5 |
73 |
91 |
103 |
128 |
231 |
350 |
1 074 |
|
6 |
73 |
91 |
103 |
129 |
229 |
338 |
874 |
|
7 |
72 |
92 |
103 |
128 |
227 |
323 |
724 |
|
8 |
70 |
91 |
102 |
130 |
225 |
318 |
609 |
|
9 |
70 |
90 |
103 |
132 |
224 |
317 |
519 |
|
10 |
66 |
87 |
100 |
130 |
220 |
313 |
447 |
|
11 |
63 |
85 |
98 |
128 |
217 |
310 |
389 |
|
12 |
62 |
83 |
96 |
126 |
215 |
309 |
340 |
|
13 |
61 |
82 |
95 |
125 |
215 |
308 |
308 |
|
14 |
60 |
82 |
95 |
125 |
214 |
307 |
307 |
|
15 |
60 |
81 |
94 |
124 |
214 |
307 |
307 |
|
16 |
59 |
80 |
94 |
124 |
213 |
306 |
306 |
|
17 |
59 |
80 |
93 |
123 |
212 |
305 |
305 |
|
18 |
58 |
79 |
92 |
122 |
212 |
305 |
305 |
|
19 |
57 |
78 |
91 |
121 |
211 |
304 |
304 |
|
20 |
56 |
78 |
91 |
121 |
210 |
303 |
303 |
|
21 |
56 |
77 |
90 |
120 |
209 |
302 |
302 |
|
22 |
55 |
76 |
89 |
119 |
208 |
302 |
302 |
|
23 |
54 |
75 |
88 |
118 |
207 |
301 |
301 |
|
24 |
53 |
74 |
87 |
117 |
206 |
300 |
300 |
|
25 |
52 |
73 |
86 |
116 |
205 |
299 |
299 |
|
26 |
51 |
72 |
85 |
115 |
204 |
297 |
297 |
|
27 |
49 |
71 |
84 |
114 |
203 |
296 |
296 |
|
28 |
48 |
70 |
83 |
113 |
202 |
295 |
295 |
|
29 |
47 |
69 |
82 |
112 |
201 |
294 |
294 |
|
30 |
46 |
68 |
83 |
111 |
200 |
293 |
293 |
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 |
49 |
171 |
305 |
3 069 |
|
2 |
6 |
21 |
27 |
51 |
173 |
343 |
2 291 |
|
3 |
7 |
22 |
31 |
57 |
168 |
356 |
1 731 |
|
4 |
8 |
24 |
35 |
61 |
166 |
355 |
1 339 |
|
5 |
9 |
26 |
38 |
63 |
167 |
346 |
1 062 |
|
6 |
10 |
29 |
40 |
66 |
166 |
333 |
862 |
|
7 |
11 |
31 |
42 |
68 |
166 |
317 |
713 |
|
8 |
11 |
31 |
43 |
70 |
166 |
301 |
599 |
|
9 |
11 |
32 |
44 |
73 |
165 |
284 |
510 |
|
10 |
11 |
32 |
45 |
74 |
165 |
267 |
439 |
|
11 |
10 |
32 |
45 |
75 |
164 |
257 |
382 |
|
12 |
10 |
31 |
45 |
75 |
164 |
257 |
334 |
|
13 |
10 |
31 |
44 |
74 |
163 |
257 |
295 |
|
14 |
9 |
31 |
44 |
74 |
163 |
256 |
261 |
|
15 |
9 |
30 |
44 |
74 |
163 |
256 |
256 |
|
16 |
8 |
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 |
256 |
256 |
|
21 |
10 |
30 |
58 |
74 |
163 |
256 |
256 |
|
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 |
214 |
309 |
3 115 |
|
2 |
51 |
65 |
72 |
95 |
217 |
347 |
2 326 |
|
3 |
55 |
70 |
79 |
105 |
216 |
361 |
1 760 |
|
4 |
57 |
73 |
84 |
111 |
216 |
361 |
1 363 |
|
5 |
59 |
76 |
88 |
113 |
217 |
352 |
1 082 |
|
6 |
60 |
79 |
91 |
116 |
217 |
339 |
879 |
|
7 |
61 |
81 |
92 |
118 |
216 |
324 |
727 |
|
8 |
60 |
80 |
92 |
119 |
215 |
308 |
611 |
|
9 |
59 |
80 |
92 |
121 |
213 |
306 |
521 |
|
10 |
58 |
79 |
92 |
121 |
212 |
305 |
448 |
|
11 |
56 |
78 |
91 |
120 |
210 |
303 |
389 |
|
12 |
54 |
76 |
89 |
119 |
208 |
301 |
341 |
|
13 |
53 |
74 |
87 |
117 |
207 |
300 |
300 |
|
14 |
52 |
73 |
86 |
116 |
205 |
298 |
298 |
|
15 |
50 |
72 |
85 |
115 |
204 |
297 |
297 |
|
16 |
49 |
71 |
84 |
114 |
203 |
296 |
296 |
|
17 |
48 |
70 |
83 |
113 |
202 |
295 |
295 |
|
18 |
47 |
69 |
82 |
112 |
201 |
294 |
294 |
|
19 |
47 |
68 |
81 |
111 |
200 |
294 |
294 |
|
20 |
46 |
67 |
80 |
110 |
200 |
293 |
293 |
|
21 |
45 |
67 |
80 |
110 |
199 |
292 |
292 |
|
22 |
44 |
66 |
79 |
109 |
198 |
291 |
291 |
|
23 |
44 |
65 |
78 |
108 |
197 |
291 |
291 |
|
24 |
43 |
64 |
77 |
107 |
197 |
290 |
290 |
|
25 |
42 |
63 |
76 |
106 |
196 |
289 |
289 |
|
26 |
41 |
62 |
76 |
106 |
195 |
288 |
288 |
|
27 |
40 |
62 |
75 |
105 |
194 |
287 |
287 |
|
28 |
39 |
61 |
77 |
104 |
193 |
286 |
286 |
|
29 |
38 |
60 |
79 |
103 |
192 |
285 |
285 |
|
30 |
38 |
59 |
83 |
102 |
191 |
285 |
285 |
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 |
342 |
2 291 |
|
3 |
1 |
15 |
23 |
49 |
161 |
355 |
1 730 |
|
4 |
1 |
16 |
26 |
53 |
158 |
354 |
1 337 |
|
5 |
2 |
18 |
30 |
55 |
158 |
345 |
1 059 |
|
6 |
2 |
20 |
32 |
58 |
158 |
332 |
859 |
|
7 |
4 |
23 |
34 |
60 |
158 |
316 |
710 |
|
8 |
4 |
24 |
35 |
63 |
158 |
299 |
596 |
|
9 |
4 |
25 |
37 |
66 |
158 |
282 |
508 |
|
10 |
4 |
26 |
39 |
68 |
158 |
266 |
437 |
|
11 |
5 |
26 |
39 |
69 |
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 |
252 |
252 |
|
26 |
11 |
26 |
70 |
75 |
158 |
252 |
252 |
|
27 |
12 |
26 |
72 |
77 |
158 |
252 |
252 |
|
28 |
12 |
26 |
75 |
78 |
158 |
252 |
252 |
|
29 |
13 |
26 |
78 |
81 |
158 |
252 |
252 |
|
30 |
13 |
26 |
80 |
83 |
158 |
252 |
252 |
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 |
23 |
46 |
185 |
310 |
3 121 |
|
2 |
0 |
11 |
23 |
46 |
185 |
348 |
2 329 |
|
3 |
1 |
11 |
24 |
51 |
179 |
360 |
1 758 |
|
4 |
1 |
13 |
27 |
57 |
176 |
359 |
1 358 |
|
5 |
2 |
16 |
29 |
60 |
175 |
350 |
1 075 |
|
6 |
2 |
18 |
33 |
61 |
174 |
336 |
871 |
|
7 |
3 |
21 |
36 |
60 |
173 |
320 |
720 |
|
8 |
4 |
23 |
37 |
60 |
172 |
303 |
604 |
|
9 |
7 |
31 |
41 |
58 |
171 |
285 |
514 |
|
10 |
9 |
34 |
41 |
57 |
170 |
268 |
442 |
|
11 |
8 |
33 |
41 |
56 |
169 |
262 |
384 |
|
12 |
7 |
32 |
40 |
56 |
168 |
261 |
336 |
|
13 |
6 |
30 |
40 |
56 |
168 |
261 |
295 |
|
14 |
6 |
30 |
41 |
56 |
167 |
260 |
261 |
|
15 |
6 |
30 |
42 |
56 |
166 |
259 |
259 |
|
16 |
7 |
30 |
44 |
56 |
165 |
258 |
258 |
|
17 |
8 |
30 |
47 |
56 |
164 |
257 |
257 |
|
18 |
8 |
30 |
50 |
57 |
163 |
256 |
256 |
|
19 |
9 |
30 |
52 |
60 |
163 |
256 |
256 |
|
20 |
9 |
30 |
55 |
61 |
163 |
257 |
257 |
|
21 |
9 |
30 |
57 |
63 |
164 |
257 |
257 |
|
22 |
10 |
30 |
59 |
66 |
164 |
257 |
257 |
|
23 |
10 |
30 |
62 |
68 |
163 |
256 |
256 |
|
24 |
11 |
30 |
64 |
70 |
163 |
256 |
256 |
|
25 |
11 |
30 |
67 |
73 |
162 |
255 |
255 |
|
26 |
11 |
30 |
69 |
75 |
162 |
255 |
255 |
|
27 |
12 |
30 |
73 |
76 |
161 |
254 |
254 |
|
28 |
12 |
30 |
75 |
78 |
161 |
254 |
254 |
|
29 |
13 |
30 |
78 |
81 |
161 |
254 |
254 |
|
30 |
13 |
30 |
80 |
83 |
160 |
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 |
97 |
103 |
127 |
249 |
344 |
3 169 |
|
2 |
80 |
94 |
101 |
124 |
246 |
354 |
2 372 |
|
3 |
77 |
92 |
101 |
127 |
238 |
368 |
1 797 |
|
4 |
75 |
91 |
102 |
128 |
234 |
368 |
1 392 |
|
5 |
72 |
90 |
102 |
127 |
230 |
360 |
1 105 |
|
6 |
72 |
90 |
102 |
128 |
228 |
346 |
898 |
|
7 |
71 |
90 |
101 |
127 |
225 |
331 |
743 |
|
8 |
68 |
88 |
100 |
127 |
223 |
316 |
625 |
|
9 |
66 |
87 |
99 |
128 |
220 |
313 |
532 |
|
10 |
64 |
86 |
99 |
128 |
218 |
312 |
458 |
|
11 |
63 |
84 |
97 |
127 |
217 |
310 |
398 |
|
12 |
61 |
83 |
96 |
126 |
215 |
308 |
349 |
|
13 |
60 |
81 |
94 |
124 |
213 |
306 |
307 |
|
14 |
58 |
79 |
92 |
122 |
212 |
305 |
305 |
|
15 |
57 |
78 |
91 |
121 |
210 |
303 |
303 |
|
16 |
55 |
77 |
90 |
120 |
209 |
302 |
302 |
|
17 |
54 |
76 |
89 |
119 |
208 |
301 |
301 |
|
18 |
53 |
75 |
88 |
118 |
207 |
300 |
300 |
|
19 |
52 |
74 |
87 |
117 |
206 |
299 |
299 |
|
20 |
51 |
73 |
86 |
116 |
205 |
298 |
298 |
|
21 |
51 |
72 |
85 |
115 |
204 |
297 |
297 |
|
22 |
50 |
71 |
84 |
114 |
203 |
297 |
297 |
|
23 |
49 |
70 |
83 |
113 |
202 |
296 |
296 |
|
24 |
48 |
69 |
82 |
112 |
201 |
295 |
295 |
|
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 |
290 |
290 |
|
30 |
42 |
63 |
84 |
106 |
195 |
289 |
289 |
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 |
56 |
70 |
77 |
100 |
222 |
317 |
3 164 |
|
2 |
54 |
68 |
75 |
98 |
221 |
352 |
2 364 |
|
3 |
52 |
67 |
76 |
102 |
214 |
367 |
1 791 |
|
4 |
51 |
67 |
78 |
104 |
210 |
367 |
1 387 |
|
5 |
50 |
67 |
79 |
104 |
208 |
358 |
1 100 |
|
6 |
49 |
68 |
80 |
105 |
206 |
344 |
892 |
|
7 |
49 |
69 |
80 |
106 |
204 |
328 |
738 |
|
8 |
47 |
68 |
79 |
107 |
202 |
311 |
620 |
|
9 |
46 |
67 |
79 |
108 |
200 |
294 |
528 |
|
10 |
45 |
66 |
80 |
109 |
199 |
292 |
454 |
|
11 |
44 |
66 |
79 |
109 |
198 |
291 |
394 |
|
12 |
44 |
65 |
78 |
108 |
197 |
290 |
344 |
|
13 |
43 |
64 |
77 |
107 |
197 |
290 |
303 |
|
14 |
42 |
63 |
77 |
107 |
196 |
289 |
289 |
|
15 |
41 |
63 |
76 |
106 |
195 |
288 |
288 |
|
16 |
40 |
62 |
75 |
105 |
194 |
287 |
287 |
|
17 |
40 |
61 |
74 |
104 |
193 |
287 |
287 |
|
18 |
39 |
60 |
73 |
103 |
193 |
286 |
286 |
|
19 |
38 |
60 |
73 |
103 |
192 |
285 |
285 |
|
20 |
38 |
60 |
73 |
103 |
192 |
285 |
285 |
|
21 |
38 |
59 |
72 |
102 |
192 |
285 |
285 |
|
22 |
38 |
59 |
72 |
102 |
191 |
284 |
284 |
|
23 |
37 |
58 |
72 |
101 |
191 |
284 |
284 |
|
24 |
36 |
58 |
71 |
101 |
190 |
283 |
283 |
|
25 |
36 |
57 |
70 |
100 |
190 |
283 |
283 |
|
26 |
35 |
56 |
72 |
100 |
189 |
282 |
282 |
|
27 |
34 |
56 |
75 |
99 |
188 |
281 |
281 |
|
28 |
34 |
55 |
77 |
98 |
187 |
281 |
281 |
|
29 |
33 |
54 |
80 |
98 |
187 |
280 |
280 |
|
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 |
47 |
70 |
192 |
311 |
3 135 |
|
2 |
26 |
40 |
47 |
70 |
193 |
349 |
2 340 |
|
3 |
25 |
40 |
48 |
74 |
186 |
362 |
1 767 |
|
4 |
24 |
40 |
51 |
77 |
183 |
361 |
1 366 |
|
5 |
24 |
41 |
53 |
78 |
182 |
352 |
1 082 |
|
6 |
24 |
43 |
55 |
81 |
181 |
338 |
877 |
|
7 |
25 |
45 |
56 |
82 |
180 |
322 |
725 |
|
8 |
24 |
45 |
56 |
84 |
179 |
305 |
609 |
|
9 |
24 |
45 |
57 |
86 |
178 |
288 |
518 |
|
10 |
24 |
45 |
58 |
87 |
178 |
271 |
445 |
|
11 |
23 |
45 |
58 |
87 |
177 |
270 |
387 |
|
12 |
22 |
44 |
57 |
87 |
176 |
269 |
338 |
|
13 |
22 |
43 |
56 |
86 |
175 |
269 |
298 |
|
14 |
21 |
42 |
55 |
85 |
175 |
268 |
268 |
|
15 |
20 |
42 |
55 |
85 |
174 |
267 |
267 |
|
16 |
19 |
41 |
54 |
84 |
173 |
266 |
266 |
|
17 |
19 |
40 |
53 |
83 |
172 |
266 |
266 |
|
18 |
18 |
40 |
53 |
83 |
172 |
265 |
265 |
|
19 |
18 |
39 |
53 |
82 |
172 |
265 |
265 |
|
20 |
18 |
39 |
55 |
82 |
172 |
265 |
265 |
|
21 |
18 |
39 |
58 |
82 |
172 |
265 |
265 |
|
22 |
18 |
39 |
61 |
82 |
172 |
265 |
265 |
|
23 |
18 |
39 |
63 |
82 |
172 |
265 |
265 |
|
24 |
18 |
39 |
66 |
82 |
171 |
265 |
265 |
|
25 |
17 |
39 |
68 |
82 |
171 |
264 |
264 |
|
26 |
17 |
39 |
71 |
82 |
171 |
264 |
264 |
|
27 |
17 |
38 |
73 |
81 |
171 |
264 |
264 |
|
28 |
17 |
38 |
76 |
81 |
170 |
264 |
264 |
|
29 |
16 |
38 |
79 |
82 |
170 |
263 |
263 |
|
30 |
16 |
38 |
82 |
84 |
170 |
263 |
263 |
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 |
147 |
304 |
3 057 |
|
2 |
0 |
1 |
6 |
25 |
148 |
341 |
2 278 |
|
3 |
1 |
1 |
9 |
31 |
142 |
353 |
1 720 |
|
4 |
1 |
3 |
12 |
34 |
140 |
352 |
1 329 |
|
5 |
2 |
4 |
15 |
36 |
140 |
343 |
1 052 |
|
6 |
2 |
4 |
18 |
39 |
140 |
329 |
853 |
|
7 |
3 |
6 |
20 |
42 |
140 |
314 |
705 |
|
8 |
4 |
6 |
23 |
44 |
140 |
297 |
592 |
|
9 |
4 |
8 |
26 |
47 |
140 |
280 |
504 |
|
10 |
4 |
8 |
28 |
49 |
140 |
264 |
434 |
|
11 |
4 |
9 |
31 |
51 |
141 |
248 |
377 |
|
12 |
6 |
10 |
33 |
50 |
140 |
233 |
329 |
|
13 |
6 |
11 |
36 |
51 |
141 |
234 |
290 |
|
14 |
6 |
12 |
39 |
51 |
140 |
234 |
257 |
|
15 |
6 |
13 |
41 |
50 |
139 |
232 |
232 |
|
16 |
7 |
13 |
44 |
51 |
138 |
231 |
231 |
|
17 |
7 |
14 |
46 |
54 |
138 |
231 |
231 |
|
18 |
8 |
16 |
48 |
57 |
138 |
231 |
231 |
|
19 |
9 |
16 |
51 |
58 |
138 |
232 |
232 |
|
20 |
9 |
17 |
54 |
61 |
139 |
232 |
232 |
|
21 |
9 |
18 |
56 |
63 |
140 |
233 |
233 |
|
22 |
10 |
19 |
59 |
65 |
140 |
233 |
233 |
|
23 |
10 |
20 |
62 |
67 |
140 |
233 |
233 |
|
24 |
11 |
20 |
64 |
69 |
140 |
233 |
233 |
|
25 |
11 |
22 |
67 |
71 |
140 |
233 |
233 |
|
26 |
11 |
22 |
69 |
73 |
140 |
233 |
233 |
|
27 |
12 |
23 |
72 |
75 |
141 |
233 |
233 |
|
28 |
12 |
24 |
74 |
78 |
141 |
233 |
233 |
|
29 |
13 |
25 |
76 |
80 |
143 |
233 |
233 |
|
30 |
13 |
25 |
79 |
81 |
144 |
233 |
233 |
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 |
209 |
316 |
3 187 |
|
2 |
42 |
56 |
63 |
86 |
209 |
354 |
2 380 |
|
3 |
41 |
56 |
65 |
91 |
203 |
368 |
1 798 |
|
4 |
40 |
57 |
67 |
94 |
199 |
367 |
1 389 |
|
5 |
40 |
58 |
70 |
95 |
198 |
357 |
1 100 |
|
6 |
41 |
59 |
71 |
97 |
197 |
343 |
891 |
|
7 |
41 |
61 |
72 |
98 |
196 |
327 |
736 |
|
8 |
40 |
60 |
72 |
99 |
195 |
310 |
618 |
|
9 |
39 |
60 |
73 |
101 |
194 |
292 |
526 |
|
10 |
39 |
60 |
73 |
102 |
193 |
286 |
452 |
|
11 |
38 |
60 |
73 |
102 |
192 |
285 |
393 |
|
12 |
37 |
59 |
72 |
102 |
191 |
284 |
343 |
|
13 |
37 |
58 |
71 |
101 |
190 |
283 |
302 |
|
14 |
36 |
57 |
70 |
100 |
190 |
283 |
283 |
|
15 |
35 |
57 |
70 |
100 |
189 |
282 |
282 |
|
16 |
34 |
56 |
69 |
99 |
188 |
281 |
281 |
|
17 |
34 |
55 |
68 |
98 |
187 |
281 |
281 |
|
18 |
33 |
55 |
68 |
98 |
187 |
280 |
280 |
|
19 |
33 |
54 |
67 |
97 |
186 |
280 |
280 |
|
20 |
33 |
54 |
67 |
97 |
186 |
279 |
279 |
|
21 |
32 |
54 |
67 |
97 |
186 |
279 |
279 |
|
22 |
32 |
53 |
66 |
96 |
186 |
279 |
279 |
|
23 |
32 |
53 |
66 |
96 |
185 |
278 |
278 |
|
24 |
31 |
52 |
66 |
95 |
185 |
278 |
278 |
|
25 |
30 |
52 |
69 |
95 |
184 |
277 |
277 |
|
26 |
30 |
51 |
72 |
94 |
184 |
277 |
277 |
|
27 |
29 |
51 |
75 |
94 |
183 |
276 |
276 |
|
28 |
29 |
50 |
77 |
93 |
182 |
275 |
275 |
|
29 |
28 |
49 |
79 |
92 |
182 |
275 |
275 |
|
30 |
27 |
49 |
83 |
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 |
3 153 |
|
2 |
14 |
28 |
35 |
58 |
180 |
351 |
2 353 |
|
3 |
17 |
32 |
40 |
66 |
178 |
364 |
1 777 |
|
4 |
19 |
35 |
46 |
73 |
178 |
363 |
1 373 |
|
5 |
21 |
39 |
51 |
76 |
180 |
354 |
1 088 |
|
6 |
21 |
39 |
51 |
77 |
177 |
340 |
882 |
|
7 |
26 |
46 |
57 |
83 |
181 |
324 |
729 |
|
8 |
25 |
45 |
57 |
84 |
180 |
307 |
612 |
|
9 |
26 |
47 |
59 |
88 |
181 |
289 |
521 |
|
10 |
28 |
50 |
63 |
92 |
182 |
275 |
448 |
|
11 |
30 |
51 |
64 |
94 |
183 |
277 |
389 |
|
12 |
30 |
52 |
65 |
95 |
184 |
277 |
340 |
|
13 |
31 |
52 |
65 |
95 |
185 |
278 |
299 |
|
14 |
31 |
53 |
66 |
96 |
185 |
278 |
278 |
|
15 |
31 |
53 |
66 |
96 |
185 |
278 |
278 |
|
16 |
31 |
52 |
65 |
95 |
184 |
278 |
278 |
|
17 |
31 |
52 |
65 |
95 |
185 |
278 |
278 |
|
18 |
30 |
51 |
64 |
94 |
184 |
277 |
277 |
|
19 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
20 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
21 |
29 |
51 |
64 |
94 |
183 |
276 |
276 |
|
22 |
29 |
51 |
64 |
94 |
183 |
276 |
276 |
|
23 |
29 |
50 |
63 |
93 |
183 |
276 |
276 |
|
24 |
29 |
50 |
66 |
93 |
182 |
275 |
275 |
|
25 |
28 |
49 |
68 |
93 |
182 |
275 |
275 |
|
26 |
28 |
49 |
71 |
92 |
181 |
274 |
274 |
|
27 |
27 |
48 |
73 |
92 |
181 |
274 |
274 |
|
28 |
27 |
48 |
77 |
91 |
180 |
273 |
273 |
|
29 |
26 |
47 |
79 |
91 |
180 |
273 |
273 |
|
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 |
8 |
23 |
29 |
53 |
175 |
314 |
3 172 |
|
2 |
10 |
24 |
31 |
54 |
176 |
353 |
2 368 |
|
3 |
10 |
25 |
34 |
60 |
172 |
366 |
1 787 |
|
4 |
11 |
27 |
38 |
64 |
170 |
365 |
1 380 |
|
5 |
12 |
29 |
41 |
66 |
170 |
355 |
1 092 |
|
6 |
13 |
32 |
44 |
70 |
170 |
341 |
885 |
|
7 |
15 |
35 |
46 |
72 |
170 |
324 |
731 |
|
8 |
15 |
35 |
47 |
74 |
170 |
307 |
613 |
|
9 |
16 |
37 |
49 |
78 |
170 |
289 |
522 |
|
10 |
16 |
38 |
51 |
80 |
170 |
272 |
449 |
|
11 |
17 |
38 |
51 |
81 |
170 |
264 |
389 |
|
12 |
17 |
38 |
51 |
81 |
171 |
264 |
340 |
|
13 |
17 |
38 |
52 |
81 |
171 |
264 |
300 |
|
14 |
17 |
39 |
52 |
82 |
171 |
264 |
265 |
|
15 |
17 |
39 |
52 |
82 |
171 |
264 |
264 |
|
16 |
17 |
38 |
51 |
81 |
171 |
264 |
264 |
|
17 |
17 |
38 |
52 |
81 |
171 |
264 |
264 |
|
18 |
17 |
38 |
51 |
81 |
171 |
264 |
264 |
|
19 |
17 |
38 |
53 |
81 |
171 |
264 |
264 |
|
20 |
17 |
39 |
55 |
82 |
171 |
264 |
264 |
|
21 |
17 |
39 |
58 |
82 |
171 |
264 |
264 |
|
22 |
17 |
38 |
61 |
82 |
171 |
264 |
264 |
|
23 |
17 |
38 |
63 |
81 |
171 |
264 |
264 |
|
24 |
16 |
38 |
66 |
81 |
170 |
263 |
263 |
|
25 |
16 |
37 |
68 |
81 |
170 |
263 |
263 |
|
26 |
16 |
37 |
71 |
80 |
169 |
263 |
263 |
|
27 |
15 |
37 |
73 |
80 |
169 |
262 |
262 |
|
28 |
15 |
36 |
76 |
80 |
169 |
262 |
262 |
|
29 |
15 |
36 |
79 |
82 |
168 |
262 |
262 |
|
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 |
318 |
3 216 |
|
2 |
48 |
62 |
68 |
92 |
214 |
358 |
2 403 |
|
3 |
50 |
65 |
74 |
100 |
211 |
372 |
1 819 |
|
4 |
51 |
67 |
78 |
104 |
210 |
371 |
1 407 |
|
5 |
52 |
70 |
82 |
107 |
210 |
362 |
1 116 |
|
6 |
54 |
73 |
85 |
110 |
211 |
348 |
905 |
|
7 |
56 |
75 |
86 |
112 |
210 |
332 |
748 |
|
8 |
55 |
75 |
87 |
114 |
210 |
315 |
628 |
|
9 |
55 |
76 |
88 |
117 |
210 |
303 |
535 |
|
10 |
55 |
77 |
90 |
119 |
209 |
303 |
460 |
|
11 |
55 |
77 |
90 |
120 |
209 |
302 |
400 |
|
12 |
55 |
76 |
89 |
119 |
208 |
301 |
349 |
|
13 |
54 |
75 |
88 |
118 |
207 |
301 |
308 |
|
14 |
53 |
74 |
87 |
117 |
207 |
300 |
300 |
|
15 |
52 |
73 |
86 |
116 |
206 |
299 |
299 |
|
16 |
51 |
72 |
86 |
116 |
205 |
298 |
298 |
|
17 |
50 |
72 |
85 |
115 |
204 |
297 |
297 |
|
18 |
49 |
71 |
84 |
114 |
203 |
296 |
296 |
|
19 |
49 |
70 |
83 |
113 |
203 |
296 |
296 |
|
20 |
48 |
69 |
83 |
113 |
202 |
295 |
295 |
|
21 |
47 |
69 |
82 |
112 |
201 |
294 |
294 |
|
22 |
47 |
68 |
81 |
111 |
200 |
293 |
293 |
|
23 |
46 |
67 |
80 |
110 |
199 |
293 |
293 |
|
24 |
45 |
66 |
79 |
109 |
198 |
292 |
292 |
|
25 |
44 |
65 |
78 |
108 |
198 |
291 |
291 |
|
26 |
43 |
64 |
77 |
107 |
197 |
290 |
290 |
|
27 |
42 |
63 |
76 |
106 |
196 |
289 |
289 |
|
28 |
41 |
62 |
78 |
106 |
195 |
288 |
288 |
|
29 |
40 |
62 |
81 |
105 |
194 |
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 |
338 |
3 331 |
|
2 |
80 |
94 |
101 |
124 |
246 |
370 |
2 493 |
|
3 |
80 |
95 |
104 |
129 |
241 |
385 |
1 888 |
|
4 |
79 |
95 |
106 |
132 |
238 |
384 |
1 460 |
|
5 |
81 |
99 |
111 |
136 |
239 |
375 |
1 157 |
|
6 |
83 |
102 |
114 |
140 |
240 |
360 |
937 |
|
7 |
85 |
105 |
116 |
142 |
240 |
343 |
774 |
|
8 |
86 |
107 |
118 |
145 |
241 |
334 |
651 |
|
9 |
87 |
108 |
120 |
149 |
242 |
335 |
554 |
|
10 |
88 |
109 |
122 |
151 |
242 |
335 |
476 |
|
11 |
87 |
109 |
122 |
152 |
241 |
334 |
413 |
|
12 |
86 |
108 |
121 |
151 |
240 |
333 |
361 |
|
13 |
85 |
106 |
120 |
150 |
239 |
332 |
332 |
|
14 |
84 |
105 |
118 |
148 |
237 |
331 |
331 |
|
15 |
82 |
104 |
117 |
147 |
236 |
329 |
329 |
|
16 |
81 |
102 |
115 |
145 |
234 |
328 |
328 |
|
17 |
79 |
101 |
114 |
144 |
233 |
326 |
326 |
|
18 |
78 |
99 |
112 |
142 |
232 |
325 |
325 |
|
19 |
77 |
98 |
111 |
141 |
230 |
323 |
323 |
|
20 |
75 |
97 |
110 |
140 |
229 |
322 |
322 |
|
21 |
74 |
95 |
108 |
138 |
228 |
321 |
321 |
|
22 |
72 |
94 |
107 |
137 |
226 |
319 |
319 |
|
23 |
71 |
92 |
105 |
135 |
225 |
318 |
318 |
|
24 |
69 |
91 |
104 |
134 |
223 |
316 |
316 |
|
25 |
68 |
89 |
102 |
132 |
221 |
315 |
315 |
|
26 |
66 |
87 |
101 |
131 |
220 |
313 |
313 |
|
27 |
65 |
86 |
99 |
129 |
218 |
311 |
311 |
|
28 |
63 |
84 |
98 |
127 |
217 |
310 |
310 |
|
29 |
62 |
83 |
96 |
126 |
215 |
308 |
308 |
|
30 |
60 |
81 |
95 |
125 |
214 |
307 |
307 |
3.18
Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
16 |
22 |
46 |
168 |
312 |
3 144 |
|
2 |
5 |
19 |
26 |
49 |
171 |
350 |
2 349 |
|
3 |
7 |
22 |
31 |
56 |
168 |
364 |
1 776 |
|
4 |
9 |
25 |
36 |
62 |
168 |
363 |
1 372 |
|
5 |
11 |
28 |
40 |
65 |
169 |
353 |
1 087 |
|
6 |
13 |
32 |
44 |
69 |
170 |
340 |
880 |
|
7 |
15 |
35 |
46 |
72 |
170 |
323 |
727 |
|
8 |
15 |
36 |
47 |
74 |
170 |
306 |
611 |
|
9 |
16 |
37 |
49 |
78 |
170 |
289 |
519 |
|
10 |
16 |
38 |
51 |
80 |
170 |
271 |
447 |
|
11 |
16 |
38 |
51 |
81 |
170 |
263 |
388 |
|
12 |
16 |
38 |
51 |
81 |
170 |
263 |
339 |
|
13 |
16 |
37 |
50 |
80 |
169 |
263 |
298 |
|
14 |
15 |
36 |
49 |
79 |
169 |
262 |
264 |
|
15 |
14 |
36 |
49 |
79 |
168 |
261 |
261 |
|
16 |
13 |
35 |
48 |
78 |
167 |
260 |
260 |
|
17 |
13 |
34 |
48 |
77 |
167 |
260 |
260 |
|
18 |
12 |
34 |
50 |
77 |
166 |
259 |
259 |
|
19 |
12 |
34 |
52 |
77 |
166 |
259 |
259 |
|
20 |
12 |
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 |
12 |
34 |
66 |
77 |
166 |
259 |
259 |
|
25 |
12 |
34 |
68 |
77 |
166 |
259 |
259 |
|
26 |
12 |
34 |
71 |
77 |
166 |
259 |
259 |
|
27 |
12 |
33 |
73 |
78 |
166 |
259 |
259 |
|
28 |
12 |
33 |
76 |
80 |
166 |
259 |
259 |
|
29 |
14 |
33 |
79 |
82 |
165 |
259 |
259 |
|
30 |
14 |
33 |
81 |
84 |
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 |
101 |
108 |
131 |
254 |
349 |
3 401 |
|
2 |
87 |
102 |
108 |
132 |
254 |
376 |
2 540 |
|
3 |
87 |
102 |
111 |
136 |
248 |
390 |
1 918 |
|
4 |
86 |
103 |
113 |
140 |
245 |
389 |
1 481 |
|
5 |
87 |
104 |
116 |
141 |
245 |
379 |
1 173 |
|
6 |
88 |
106 |
118 |
144 |
244 |
364 |
950 |
|
7 |
89 |
108 |
119 |
145 |
243 |
347 |
784 |
|
8 |
88 |
109 |
120 |
148 |
243 |
336 |
658 |
|
9 |
88 |
109 |
121 |
150 |
242 |
335 |
559 |
|
10 |
87 |
108 |
121 |
150 |
241 |
334 |
481 |
|
11 |
85 |
106 |
120 |
149 |
239 |
332 |
417 |
|
12 |
83 |
105 |
118 |
148 |
237 |
330 |
365 |
|
13 |
81 |
103 |
116 |
146 |
235 |
328 |
328 |
|
14 |
79 |
101 |
114 |
144 |
233 |
326 |
326 |
|
15 |
77 |
99 |
112 |
142 |
231 |
324 |
324 |
|
16 |
75 |
97 |
110 |
140 |
229 |
322 |
322 |
|
17 |
74 |
95 |
108 |
138 |
227 |
321 |
321 |
|
18 |
72 |
94 |
107 |
137 |
226 |
319 |
319 |
|
19 |
71 |
92 |
105 |
135 |
224 |
318 |
318 |
|
20 |
70 |
91 |
104 |
134 |
224 |
317 |
317 |
|
21 |
69 |
90 |
103 |
133 |
223 |
316 |
316 |
|
22 |
68 |
89 |
102 |
132 |
221 |
315 |
315 |
|
23 |
67 |
88 |
101 |
131 |
220 |
313 |
313 |
|
24 |
65 |
87 |
100 |
130 |
219 |
312 |
312 |
|
25 |
64 |
86 |
99 |
129 |
218 |
311 |
311 |
|
26 |
63 |
85 |
98 |
128 |
217 |
310 |
310 |
|
27 |
62 |
83 |
97 |
127 |
216 |
309 |
309 |
|
28 |
61 |
82 |
95 |
125 |
215 |
308 |
308 |
|
29 |
60 |
81 |
94 |
124 |
214 |
307 |
307 |
|
30 |
59 |
80 |
93 |
123 |
213 |
306 |
306 |
3.20
Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
345 |
359 |
366 |
389 |
512 |
607 |
3 470 |
|
2 |
72 |
86 |
93 |
116 |
238 |
381 |
2 581 |
|
3 |
74 |
90 |
98 |
124 |
236 |
394 |
1 943 |
|
4 |
77 |
93 |
104 |
131 |
236 |
392 |
1 498 |
|
5 |
79 |
97 |
109 |
134 |
237 |
381 |
1 184 |
|
6 |
81 |
100 |
112 |
138 |
238 |
366 |
958 |
|
7 |
84 |
103 |
114 |
140 |
238 |
349 |
791 |
|
8 |
84 |
105 |
116 |
144 |
239 |
332 |
664 |
|
9 |
85 |
106 |
118 |
147 |
239 |
333 |
564 |
|
10 |
85 |
106 |
120 |
149 |
239 |
332 |
485 |
|
11 |
85 |
107 |
120 |
149 |
239 |
332 |
421 |
|
12 |
85 |
107 |
120 |
150 |
239 |
332 |
368 |
|
13 |
86 |
107 |
120 |
150 |
239 |
333 |
333 |
|
14 |
86 |
108 |
121 |
151 |
240 |
333 |
333 |
|
15 |
87 |
108 |
122 |
152 |
241 |
334 |
334 |
|
16 |
88 |
109 |
123 |
153 |
242 |
335 |
335 |
|
17 |
89 |
110 |
124 |
154 |
243 |
336 |
336 |
|
18 |
90 |
112 |
125 |
155 |
244 |
337 |
337 |
|
19 |
91 |
112 |
126 |
156 |
245 |
338 |
338 |
|
20 |
92 |
113 |
126 |
156 |
246 |
339 |
339 |
|
21 |
92 |
113 |
127 |
156 |
246 |
339 |
339 |
|
22 |
92 |
113 |
126 |
156 |
246 |
339 |
339 |
|
23 |
91 |
113 |
126 |
156 |
245 |
338 |
338 |
|
24 |
91 |
112 |
125 |
155 |
244 |
337 |
337 |
|
25 |
90 |
111 |
124 |
154 |
243 |
337 |
337 |
|
26 |
89 |
110 |
123 |
153 |
242 |
335 |
335 |
|
27 |
87 |
109 |
122 |
152 |
241 |
334 |
334 |
|
28 |
86 |
107 |
121 |
151 |
240 |
333 |
333 |
|
29 |
85 |
106 |
119 |
149 |
238 |
332 |
332 |
|
30 |
83 |
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 |
3 111 |
|
2 |
0 |
4 |
11 |
34 |
156 |
346 |
2 319 |
|
3 |
1 |
4 |
13 |
39 |
150 |
359 |
1 751 |
|
4 |
1 |
4 |
15 |
42 |
147 |
358 |
1 352 |
|
5 |
2 |
6 |
18 |
43 |
146 |
348 |
1 070 |
|
6 |
2 |
8 |
19 |
45 |
146 |
334 |
867 |
|
7 |
3 |
10 |
21 |
47 |
145 |
318 |
716 |
|
8 |
4 |
10 |
23 |
49 |
144 |
301 |
601 |
|
9 |
4 |
10 |
26 |
51 |
143 |
284 |
512 |
|
10 |
4 |
10 |
29 |
52 |
143 |
267 |
440 |
|
11 |
4 |
10 |
31 |
53 |
143 |
251 |
382 |
|
12 |
6 |
10 |
34 |
53 |
143 |
236 |
334 |
|
13 |
6 |
11 |
36 |
53 |
143 |
236 |
294 |
|
14 |
6 |
12 |
39 |
53 |
143 |
236 |
261 |
|
15 |
6 |
13 |
42 |
54 |
143 |
236 |
236 |
|
16 |
7 |
13 |
44 |
54 |
143 |
236 |
236 |
|
17 |
8 |
15 |
47 |
55 |
143 |
236 |
236 |
|
18 |
8 |
16 |
50 |
57 |
144 |
237 |
237 |
|
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 |
147 |
240 |
240 |
|
23 |
10 |
20 |
62 |
68 |
147 |
241 |
241 |
|
24 |
11 |
21 |
65 |
71 |
148 |
241 |
241 |
|
25 |
11 |
22 |
68 |
73 |
148 |
241 |
241 |
|
26 |
11 |
22 |
71 |
75 |
149 |
242 |
242 |
|
27 |
12 |
24 |
73 |
77 |
149 |
242 |
242 |
|
28 |
12 |
25 |
76 |
80 |
149 |
243 |
243 |
|
29 |
13 |
25 |
78 |
81 |
150 |
243 |
243 |
|
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 |
63 |
69 |
93 |
215 |
316 |
3 191 |
|
2 |
49 |
64 |
70 |
94 |
216 |
355 |
2 382 |
|
3 |
49 |
64 |
73 |
98 |
210 |
368 |
1 801 |
|
4 |
48 |
64 |
75 |
101 |
207 |
368 |
1 392 |
|
5 |
48 |
65 |
77 |
102 |
206 |
358 |
1 103 |
|
6 |
49 |
67 |
79 |
105 |
205 |
345 |
894 |
|
7 |
49 |
69 |
80 |
106 |
204 |
328 |
739 |
|
8 |
48 |
69 |
80 |
108 |
203 |
311 |
621 |
|
9 |
48 |
69 |
81 |
110 |
202 |
296 |
528 |
|
10 |
47 |
68 |
81 |
111 |
201 |
294 |
454 |
|
11 |
46 |
67 |
80 |
110 |
199 |
293 |
394 |
|
12 |
44 |
65 |
79 |
108 |
198 |
291 |
345 |
|
13 |
42 |
64 |
77 |
107 |
196 |
289 |
304 |
|
14 |
41 |
62 |
75 |
105 |
195 |
288 |
288 |
|
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 |
100 |
189 |
282 |
282 |
|
19 |
34 |
56 |
69 |
99 |
188 |
281 |
281 |
|
20 |
34 |
55 |
68 |
98 |
187 |
281 |
281 |
|
21 |
33 |
54 |
68 |
98 |
187 |
280 |
280 |
|
22 |
32 |
54 |
67 |
97 |
186 |
279 |
279 |
|
23 |
32 |
53 |
66 |
96 |
186 |
279 |
279 |
|
24 |
31 |
52 |
67 |
96 |
185 |
278 |
278 |
|
25 |
30 |
52 |
70 |
95 |
184 |
277 |
277 |
|
26 |
30 |
51 |
72 |
94 |
183 |
277 |
277 |
|
27 |
29 |
50 |
75 |
93 |
183 |
276 |
276 |
|
28 |
28 |
50 |
77 |
93 |
182 |
275 |
275 |
|
29 |
28 |
49 |
81 |
92 |
181 |
275 |
275 |
|
30 |
27 |
48 |
83 |
91 |
181 |
274 |
274 |
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 |
109 |
124 |
130 |
154 |
276 |
371 |
3 443 |
|
2 |
110 |
125 |
131 |
155 |
277 |
380 |
2 569 |
|
3 |
111 |
126 |
135 |
161 |
273 |
394 |
1 940 |
|
4 |
112 |
128 |
139 |
165 |
271 |
393 |
1 499 |
|
5 |
113 |
130 |
142 |
167 |
271 |
383 |
1 187 |
|
6 |
114 |
133 |
145 |
170 |
271 |
369 |
962 |
|
7 |
115 |
135 |
146 |
172 |
270 |
363 |
795 |
|
8 |
114 |
135 |
146 |
173 |
269 |
362 |
668 |
|
9 |
114 |
135 |
147 |
176 |
268 |
361 |
568 |
|
10 |
113 |
134 |
147 |
177 |
267 |
360 |
489 |
|
11 |
112 |
133 |
146 |
176 |
265 |
359 |
424 |
|
12 |
110 |
131 |
144 |
174 |
263 |
357 |
371 |
|
13 |
108 |
129 |
142 |
172 |
261 |
354 |
354 |
|
14 |
105 |
127 |
140 |
170 |
259 |
352 |
352 |
|
15 |
103 |
124 |
137 |
167 |
257 |
350 |
350 |
|
16 |
100 |
122 |
135 |
165 |
254 |
347 |
347 |
|
17 |
98 |
119 |
132 |
162 |
252 |
345 |
345 |
|
18 |
96 |
117 |
130 |
160 |
249 |
343 |
343 |
|
19 |
94 |
115 |
128 |
158 |
247 |
341 |
341 |
|
20 |
92 |
113 |
126 |
156 |
246 |
339 |
339 |
|
21 |
90 |
112 |
125 |
155 |
244 |
337 |
337 |
|
22 |
88 |
110 |
123 |
153 |
242 |
335 |
335 |
|
23 |
87 |
108 |
121 |
151 |
240 |
333 |
333 |
|
24 |
85 |
106 |
119 |
149 |
239 |
332 |
332 |
|
25 |
83 |
104 |
117 |
147 |
237 |
330 |
330 |
|
26 |
81 |
103 |
116 |
146 |
235 |
328 |
328 |
|
27 |
80 |
101 |
114 |
144 |
233 |
326 |
326 |
|
28 |
78 |
99 |
112 |
142 |
232 |
325 |
325 |
|
29 |
76 |
98 |
111 |
141 |
230 |
323 |
323 |
|
30 |
75 |
96 |
109 |
139 |
229 |
322 |
322 |
3.24
Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
169 |
183 |
190 |
213 |
335 |
431 |
3 433 |
|
2 |
178 |
192 |
199 |
222 |
345 |
440 |
2 584 |
|
3 |
181 |
197 |
205 |
231 |
343 |
438 |
1 963 |
|
4 |
182 |
198 |
209 |
236 |
341 |
435 |
1 521 |
|
5 |
183 |
200 |
212 |
237 |
341 |
434 |
1 207 |
|
6 |
183 |
201 |
213 |
239 |
339 |
432 |
978 |
|
7 |
183 |
202 |
213 |
239 |
338 |
431 |
808 |
|
8 |
181 |
201 |
213 |
240 |
336 |
429 |
678 |
|
9 |
180 |
201 |
213 |
242 |
334 |
428 |
577 |
|
10 |
179 |
200 |
213 |
243 |
333 |
426 |
496 |
|
11 |
177 |
198 |
212 |
241 |
331 |
424 |
431 |
|
12 |
175 |
196 |
209 |
239 |
328 |
421 |
421 |
|
13 |
172 |
193 |
206 |
236 |
325 |
418 |
418 |
|
14 |
168 |
190 |
203 |
233 |
322 |
415 |
415 |
|
15 |
165 |
187 |
200 |
230 |
319 |
412 |
412 |
|
16 |
162 |
183 |
196 |
226 |
316 |
409 |
409 |
|
17 |
159 |
180 |
193 |
223 |
312 |
406 |
406 |
|
18 |
156 |
177 |
190 |
220 |
309 |
402 |
402 |
|
19 |
152 |
174 |
187 |
217 |
306 |
399 |
399 |
|
20 |
149 |
171 |
184 |
214 |
303 |
396 |
396 |
|
21 |
146 |
168 |
181 |
211 |
300 |
393 |
393 |
|
22 |
143 |
164 |
178 |
208 |
297 |
390 |
390 |
|
23 |
140 |
161 |
174 |
204 |
294 |
387 |
387 |
|
24 |
137 |
158 |
171 |
201 |
290 |
384 |
384 |
|
25 |
134 |
155 |
168 |
198 |
287 |
381 |
381 |
|
26 |
131 |
152 |
165 |
195 |
284 |
377 |
377 |
|
27 |
128 |
149 |
162 |
192 |
281 |
375 |
375 |
|
28 |
125 |
146 |
159 |
189 |
278 |
372 |
372 |
|
29 |
122 |
143 |
156 |
186 |
276 |
369 |
369 |
|
30 |
119 |
141 |
154 |
184 |
273 |
366 |
366 |
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 |
36 |
43 |
66 |
188 |
323 |
3 266 |
|
2 |
23 |
37 |
44 |
67 |
189 |
362 |
2 437 |
|
3 |
22 |
38 |
46 |
72 |
184 |
375 |
1 840 |
|
4 |
22 |
38 |
49 |
76 |
181 |
374 |
1 420 |
|
5 |
23 |
40 |
52 |
77 |
181 |
364 |
1 124 |
|
6 |
23 |
42 |
54 |
80 |
180 |
350 |
910 |
|
7 |
24 |
44 |
55 |
81 |
179 |
333 |
751 |
|
8 |
23 |
43 |
55 |
82 |
178 |
315 |
630 |
|
9 |
23 |
44 |
56 |
85 |
177 |
297 |
536 |
|
10 |
22 |
44 |
57 |
86 |
176 |
279 |
460 |
|
11 |
22 |
43 |
56 |
86 |
176 |
269 |
399 |
|
12 |
21 |
43 |
56 |
86 |
175 |
268 |
349 |
|
13 |
21 |
42 |
55 |
85 |
174 |
267 |
307 |
|
14 |
20 |
41 |
55 |
85 |
174 |
267 |
272 |
|
15 |
20 |
41 |
54 |
84 |
174 |
267 |
267 |
|
16 |
20 |
41 |
54 |
84 |
173 |
267 |
267 |
|
17 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
18 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
19 |
20 |
41 |
54 |
84 |
173 |
267 |
267 |
|
20 |
20 |
41 |
57 |
84 |
174 |
267 |
267 |
|
21 |
20 |
41 |
59 |
84 |
174 |
267 |
267 |
|
22 |
20 |
41 |
62 |
84 |
174 |
267 |
267 |
|
23 |
20 |
41 |
65 |
84 |
173 |
267 |
267 |
|
24 |
20 |
41 |
67 |
84 |
173 |
266 |
266 |
|
25 |
19 |
41 |
70 |
84 |
173 |
266 |
266 |
|
26 |
19 |
41 |
72 |
84 |
173 |
266 |
266 |
|
27 |
19 |
40 |
75 |
83 |
173 |
266 |
266 |
|
28 |
19 |
40 |
78 |
83 |
172 |
266 |
266 |
|
29 |
18 |
40 |
81 |
83 |
172 |
265 |
265 |
|
30 |
18 |
39 |
83 |
86 |
172 |
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 |
323 |
3 265 |
|
2 |
20 |
34 |
41 |
64 |
186 |
362 |
2 436 |
|
3 |
21 |
36 |
45 |
71 |
182 |
375 |
1 838 |
|
4 |
22 |
39 |
49 |
76 |
181 |
374 |
1 419 |
|
5 |
24 |
42 |
54 |
79 |
182 |
364 |
1 123 |
|
6 |
26 |
45 |
56 |
82 |
182 |
349 |
909 |
|
7 |
28 |
48 |
59 |
85 |
183 |
333 |
751 |
|
8 |
28 |
49 |
60 |
87 |
183 |
315 |
630 |
|
9 |
29 |
50 |
62 |
91 |
183 |
297 |
536 |
|
10 |
30 |
51 |
64 |
93 |
184 |
279 |
461 |
|
11 |
30 |
52 |
65 |
95 |
184 |
277 |
400 |
|
12 |
30 |
52 |
65 |
95 |
184 |
277 |
350 |
|
13 |
30 |
52 |
65 |
95 |
184 |
277 |
308 |
|
14 |
30 |
52 |
65 |
95 |
184 |
277 |
277 |
|
15 |
30 |
51 |
65 |
95 |
184 |
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 |
64 |
94 |
184 |
277 |
277 |
|
21 |
30 |
51 |
65 |
95 |
184 |
277 |
277 |
|
22 |
30 |
51 |
65 |
95 |
184 |
277 |
277 |
|
23 |
30 |
51 |
65 |
94 |
184 |
277 |
277 |
|
24 |
30 |
51 |
67 |
94 |
183 |
277 |
277 |
|
25 |
29 |
51 |
70 |
94 |
183 |
276 |
276 |
|
26 |
29 |
50 |
72 |
93 |
183 |
276 |
276 |
|
27 |
28 |
50 |
76 |
93 |
182 |
275 |
275 |
|
28 |
28 |
49 |
78 |
92 |
182 |
275 |
275 |
|
29 |
27 |
49 |
81 |
92 |
181 |
274 |
274 |
|
30 |
27 |
48 |
84 |
91 |
181 |
274 |
274 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
119 |
133 |
140 |
163 |
285 |
381 |
3 523 |
|
2 |
118 |
132 |
139 |
162 |
284 |
387 |
2 623 |
|
3 |
116 |
131 |
140 |
166 |
277 |
400 |
1 976 |
|
4 |
115 |
132 |
142 |
169 |
274 |
398 |
1 522 |
|
5 |
115 |
133 |
145 |
170 |
273 |
387 |
1 202 |
|
6 |
115 |
134 |
146 |
171 |
272 |
371 |
972 |
|
7 |
116 |
136 |
147 |
173 |
271 |
364 |
801 |
|
8 |
115 |
135 |
147 |
174 |
270 |
363 |
672 |
|
9 |
114 |
135 |
147 |
176 |
269 |
362 |
570 |
|
10 |
114 |
135 |
148 |
178 |
268 |
361 |
490 |
|
11 |
114 |
135 |
148 |
178 |
267 |
360 |
424 |
|
12 |
112 |
134 |
147 |
177 |
266 |
359 |
371 |
|
13 |
111 |
133 |
146 |
176 |
265 |
358 |
358 |
|
14 |
110 |
131 |
144 |
174 |
264 |
357 |
357 |
|
15 |
108 |
129 |
142 |
172 |
261 |
355 |
355 |
|
16 |
106 |
127 |
140 |
170 |
259 |
352 |
352 |
|
17 |
103 |
124 |
137 |
167 |
256 |
350 |
350 |
|
18 |
101 |
122 |
135 |
165 |
254 |
347 |
347 |
|
19 |
98 |
120 |
133 |
163 |
252 |
345 |
345 |
|
20 |
96 |
118 |
131 |
161 |
250 |
343 |
343 |
|
21 |
94 |
115 |
128 |
158 |
248 |
341 |
341 |
|
22 |
92 |
113 |
126 |
156 |
245 |
339 |
339 |
|
23 |
89 |
111 |
124 |
154 |
243 |
336 |
336 |
|
24 |
87 |
109 |
122 |
152 |
241 |
334 |
334 |
|
25 |
85 |
107 |
120 |
150 |
239 |
332 |
332 |
|
26 |
83 |
104 |
118 |
147 |
237 |
330 |
330 |
|
27 |
81 |
102 |
115 |
145 |
235 |
328 |
328 |
|
28 |
79 |
100 |
113 |
143 |
233 |
326 |
326 |
|
29 |
77 |
98 |
111 |
141 |
231 |
324 |
324 |
|
30 |
75 |
96 |
110 |
140 |
229 |
322 |
322 |
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 |
312 |
3 150 |
|
2 |
0 |
5 |
12 |
35 |
157 |
351 |
2 352 |
|
3 |
1 |
7 |
16 |
42 |
153 |
364 |
1 777 |
|
4 |
1 |
9 |
20 |
47 |
152 |
363 |
1 374 |
|
5 |
2 |
12 |
25 |
49 |
153 |
354 |
1 088 |
|
6 |
2 |
16 |
27 |
53 |
153 |
340 |
882 |
|
7 |
3 |
19 |
30 |
56 |
154 |
324 |
729 |
|
8 |
4 |
19 |
31 |
58 |
154 |
307 |
612 |
|
9 |
4 |
20 |
33 |
61 |
154 |
289 |
521 |
|
10 |
4 |
21 |
34 |
63 |
154 |
272 |
448 |
|
11 |
4 |
21 |
34 |
64 |
154 |
256 |
389 |
|
12 |
6 |
21 |
35 |
64 |
153 |
246 |
340 |
|
13 |
6 |
21 |
38 |
64 |
153 |
246 |
300 |
|
14 |
6 |
21 |
39 |
64 |
153 |
246 |
265 |
|
15 |
7 |
20 |
42 |
63 |
153 |
246 |
246 |
|
16 |
7 |
20 |
45 |
63 |
152 |
245 |
245 |
|
17 |
8 |
20 |
48 |
63 |
152 |
246 |
246 |
|
18 |
8 |
20 |
50 |
63 |
152 |
246 |
246 |
|
19 |
9 |
20 |
53 |
63 |
153 |
246 |
246 |
|
20 |
9 |
21 |
55 |
64 |
153 |
246 |
246 |
|
21 |
10 |
21 |
58 |
65 |
154 |
247 |
247 |
|
22 |
10 |
22 |
61 |
67 |
154 |
247 |
247 |
|
23 |
10 |
22 |
63 |
69 |
155 |
248 |
248 |
|
24 |
11 |
22 |
66 |
71 |
155 |
248 |
248 |
|
25 |
11 |
23 |
68 |
73 |
155 |
248 |
248 |
|
26 |
12 |
23 |
71 |
75 |
155 |
248 |
248 |
|
27 |
12 |
24 |
73 |
78 |
155 |
249 |
249 |
|
28 |
12 |
25 |
77 |
80 |
156 |
249 |
249 |
|
29 |
14 |
25 |
79 |
82 |
156 |
249 |
249 |
|
30 |
14 |
27 |
81 |
84 |
156 |
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 |
314 |
3 171 |
|
2 |
30 |
44 |
51 |
74 |
197 |
353 |
2 366 |
|
3 |
29 |
44 |
53 |
78 |
190 |
366 |
1 786 |
|
4 |
28 |
44 |
55 |
81 |
187 |
364 |
1 379 |
|
5 |
28 |
45 |
57 |
82 |
186 |
354 |
1 091 |
|
6 |
31 |
49 |
61 |
87 |
187 |
340 |
883 |
|
7 |
28 |
48 |
59 |
85 |
183 |
324 |
729 |
|
8 |
33 |
53 |
64 |
92 |
187 |
306 |
612 |
|
9 |
32 |
53 |
65 |
94 |
186 |
289 |
520 |
|
10 |
26 |
48 |
61 |
90 |
180 |
273 |
447 |
|
11 |
22 |
43 |
56 |
86 |
175 |
268 |
388 |
|
12 |
18 |
39 |
53 |
82 |
172 |
265 |
339 |
|
13 |
15 |
37 |
50 |
80 |
169 |
262 |
299 |
|
14 |
13 |
35 |
48 |
78 |
167 |
260 |
264 |
|
15 |
12 |
33 |
46 |
76 |
166 |
259 |
259 |
|
16 |
10 |
32 |
45 |
75 |
164 |
257 |
257 |
|
17 |
9 |
31 |
48 |
74 |
163 |
256 |
256 |
|
18 |
9 |
30 |
50 |
73 |
162 |
256 |
256 |
|
19 |
9 |
30 |
52 |
73 |
162 |
255 |
255 |
|
20 |
9 |
30 |
55 |
73 |
162 |
255 |
255 |
|
21 |
9 |
30 |
58 |
73 |
162 |
255 |
255 |
|
22 |
10 |
30 |
60 |
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 |
162 |
255 |
255 |
|
27 |
12 |
29 |
73 |
77 |
162 |
255 |
255 |
|
28 |
12 |
29 |
76 |
80 |
162 |
255 |
255 |
|
29 |
14 |
29 |
79 |
81 |
162 |
255 |
255 |
|
30 |
14 |
29 |
81 |
84 |
162 |
255 |
255 |
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 |
196 |
203 |
226 |
348 |
444 |
3 764 |
|
2 |
179 |
194 |
200 |
224 |
346 |
441 |
2 792 |
|
3 |
175 |
190 |
199 |
225 |
336 |
432 |
2 105 |
|
4 |
171 |
187 |
198 |
225 |
330 |
424 |
1 619 |
|
5 |
167 |
185 |
197 |
222 |
325 |
419 |
1 276 |
|
6 |
165 |
183 |
195 |
221 |
321 |
414 |
1 029 |
|
7 |
162 |
182 |
193 |
219 |
317 |
410 |
847 |
|
8 |
158 |
178 |
190 |
217 |
313 |
406 |
709 |
|
9 |
155 |
175 |
188 |
216 |
309 |
402 |
602 |
|
10 |
151 |
172 |
185 |
215 |
305 |
398 |
517 |
|
11 |
147 |
169 |
182 |
211 |
301 |
394 |
447 |
|
12 |
143 |
165 |
178 |
208 |
297 |
390 |
390 |
|
13 |
140 |
161 |
174 |
204 |
293 |
386 |
386 |
|
14 |
136 |
157 |
170 |
200 |
290 |
383 |
383 |
|
15 |
132 |
154 |
167 |
197 |
286 |
379 |
379 |
|
16 |
129 |
151 |
164 |
194 |
283 |
376 |
376 |
|
17 |
126 |
147 |
161 |
191 |
280 |
373 |
373 |
|
18 |
123 |
145 |
158 |
188 |
277 |
370 |
370 |
|
19 |
120 |
142 |
155 |
185 |
274 |
367 |
367 |
|
20 |
118 |
139 |
152 |
182 |
272 |
365 |
365 |
|
21 |
115 |
137 |
150 |
180 |
269 |
362 |
362 |
|
22 |
113 |
134 |
147 |
177 |
266 |
360 |
360 |
|
23 |
110 |
132 |
145 |
175 |
264 |
357 |
357 |
|
24 |
108 |
129 |
142 |
172 |
261 |
355 |
355 |
|
25 |
105 |
127 |
140 |
170 |
259 |
352 |
352 |
|
26 |
103 |
124 |
137 |
167 |
257 |
350 |
350 |
|
27 |
101 |
122 |
135 |
165 |
254 |
348 |
348 |
|
28 |
98 |
120 |
133 |
163 |
252 |
345 |
345 |
|
29 |
96 |
118 |
131 |
161 |
250 |
343 |
343 |
|
30 |
94 |
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 |
314 |
3 169 |
|
2 |
0 |
15 |
26 |
54 |
173 |
353 |
2 366 |
|
3 |
1 |
17 |
29 |
58 |
170 |
366 |
1 786 |
|
4 |
1 |
20 |
32 |
63 |
169 |
364 |
1 380 |
|
5 |
2 |
23 |
37 |
69 |
170 |
355 |
1 092 |
|
6 |
4 |
26 |
40 |
70 |
171 |
341 |
885 |
|
7 |
6 |
31 |
42 |
72 |
171 |
324 |
731 |
|
8 |
9 |
34 |
46 |
74 |
171 |
307 |
613 |
|
9 |
10 |
37 |
50 |
76 |
172 |
290 |
522 |
|
10 |
11 |
38 |
51 |
76 |
172 |
272 |
449 |
|
11 |
12 |
40 |
52 |
78 |
172 |
265 |
389 |
|
12 |
13 |
41 |
54 |
79 |
172 |
265 |
340 |
|
13 |
13 |
42 |
54 |
80 |
172 |
265 |
300 |
|
14 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
|
15 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
|
16 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
|
17 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
|
18 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
|
19 |
14 |
43 |
55 |
80 |
172 |
265 |
265 |
|
20 |
14 |
43 |
55 |
80 |
172 |
266 |
266 |
|
21 |
14 |
43 |
58 |
80 |
173 |
266 |
266 |
|
22 |
14 |
43 |
61 |
80 |
173 |
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 |
173 |
266 |
266 |
|
27 |
14 |
43 |
73 |
80 |
173 |
266 |
266 |
|
28 |
14 |
43 |
76 |
80 |
173 |
266 |
266 |
|
29 |
14 |
43 |
79 |
82 |
173 |
266 |
266 |
|
30 |
14 |
43 |
81 |
84 |
173 |
266 |
266 |
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 |
3 090 |
|
2 |
0 |
1 |
6 |
15 |
132 |
344 |
2 301 |
|
3 |
1 |
1 |
9 |
18 |
125 |
356 |
1 735 |
|
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 |
121 |
264 |
435 |
|
11 |
4 |
9 |
31 |
40 |
121 |
248 |
377 |
|
12 |
6 |
10 |
33 |
42 |
121 |
232 |
330 |
|
13 |
6 |
11 |
36 |
44 |
121 |
218 |
291 |
|
14 |
6 |
12 |
39 |
47 |
122 |
215 |
257 |
|
15 |
6 |
13 |
41 |
49 |
122 |
215 |
229 |
|
16 |
7 |
13 |
44 |
51 |
122 |
215 |
215 |
|
17 |
7 |
14 |
46 |
54 |
123 |
216 |
216 |
|
18 |
8 |
16 |
49 |
57 |
125 |
216 |
216 |
|
19 |
9 |
16 |
51 |
58 |
128 |
217 |
217 |
|
20 |
9 |
17 |
54 |
61 |
130 |
217 |
217 |
|
21 |
9 |
18 |
56 |
63 |
132 |
218 |
218 |
|
22 |
10 |
19 |
59 |
65 |
133 |
219 |
219 |
|
23 |
10 |
20 |
62 |
67 |
135 |
219 |
219 |
|
24 |
11 |
20 |
64 |
69 |
136 |
219 |
219 |
|
25 |
11 |
22 |
67 |
71 |
138 |
220 |
220 |
|
26 |
11 |
22 |
69 |
73 |
140 |
220 |
220 |
|
27 |
12 |
23 |
72 |
76 |
141 |
220 |
220 |
|
28 |
12 |
24 |
74 |
78 |
142 |
220 |
220 |
|
29 |
13 |
25 |
76 |
80 |
143 |
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 |
7 |
|
Euro |
Belgium |
7 |
|
Euro |
Cyprus |
7 |
|
Euro |
Estonia |
7 |
|
Euro |
Finland |
7 |
|
Euro |
France |
7 |
|
Euro |
Germany |
7 |
|
Euro |
Greece |
7 |
|
Euro |
Ireland |
7 |
|
Euro |
Italy |
7 |
|
Euro |
Latvia |
7 |
|
Euro |
Lithuania |
7 |
|
Euro |
Luxembourg |
7 |
|
Euro |
Malta |
7 |
|
Euro |
Netherlands |
7 |
|
Euro |
Portugal |
7 |
|
Euro |
Slovakia |
7 |
|
Euro |
Slovenia |
7 |
|
Euro |
Spain |
7 |
|
Czech koruna |
Czech Republic |
3 |
|
Danish krone |
Denmark |
34 |
|
Forint |
Hungary |
2 |
|
Krona |
Sweden |
3 |
|
Kuna |
Croatia |
5 |
|
Lev |
Bulgaria |
– 3 |
|
Pound sterling |
United Kingdom |
20 |
|
Romanian leu |
Romania |
– 3 |
|
Zloty |
Poland |
12 |
|
Króna |
Iceland |
7 |
|
Norwegian krone |
Norway |
18 |
|
Swiss franc |
Liechtenstein |
– 1 |
|
Swiss franc |
Switzerland |
– 1 |
|
Australian dollar |
Australia |
10 |
|
Canadian dollar |
Canada |
8 |
|
US dollar |
United States |
34 |
|
Yen |
Japan |
1 |
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