COMMISSION IMPLEMENTING REGULATION (EU) 2017/812
of 15 May 2017
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 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 |
– 0,318 % |
0,197 % |
– 0,328 % |
0,116 % |
– 0,542 % |
0,379 % |
|
2 |
– 0,230 % |
0,350 % |
– 0,240 % |
0,748 % |
– 0,375 % |
1,014 % |
|
3 |
– 0,139 % |
0,434 % |
– 0,149 % |
0,960 % |
– 0,162 % |
1,600 % |
|
4 |
– 0,032 % |
0,517 % |
– 0,042 % |
1,370 % |
0,039 % |
2,053 % |
|
5 |
0,082 % |
0,602 % |
0,072 % |
1,844 % |
0,238 % |
2,331 % |
|
6 |
0,205 % |
0,680 % |
0,195 % |
2,220 % |
0,427 % |
2,506 % |
|
7 |
0,328 % |
0,749 % |
0,318 % |
2,561 % |
0,610 % |
2,631 % |
|
8 |
0,452 % |
0,819 % |
0,442 % |
2,814 % |
0,773 % |
2,733 % |
|
9 |
0,571 % |
0,892 % |
0,561 % |
3,012 % |
0,914 % |
2,825 % |
|
10 |
0,677 % |
0,972 % |
0,667 % |
3,170 % |
1,032 % |
2,904 % |
|
11 |
0,777 % |
1,058 % |
0,767 % |
3,324 % |
1,191 % |
2,973 % |
|
12 |
0,871 % |
1,135 % |
0,860 % |
3,476 % |
1,370 % |
3,034 % |
|
13 |
0,954 % |
1,196 % |
0,944 % |
3,619 % |
1,547 % |
3,089 % |
|
14 |
1,024 % |
1,251 % |
1,013 % |
3,749 % |
1,714 % |
3,138 % |
|
15 |
1,078 % |
1,309 % |
1,067 % |
3,860 % |
1,866 % |
3,183 % |
|
16 |
1,116 % |
1,374 % |
1,106 % |
3,952 % |
2,004 % |
3,224 % |
|
17 |
1,147 % |
1,444 % |
1,136 % |
4,026 % |
2,128 % |
3,262 % |
|
18 |
1,177 % |
1,517 % |
1,166 % |
4,088 % |
2,240 % |
3,298 % |
|
19 |
1,211 % |
1,592 % |
1,200 % |
4,138 % |
2,341 % |
3,330 % |
|
20 |
1,252 % |
1,666 % |
1,242 % |
4,179 % |
2,433 % |
3,361 % |
|
21 |
1,303 % |
1,739 % |
1,292 % |
4,213 % |
2,516 % |
3,390 % |
|
22 |
1,360 % |
1,811 % |
1,350 % |
4,240 % |
2,591 % |
3,417 % |
|
23 |
1,422 % |
1,880 % |
1,412 % |
4,263 % |
2,661 % |
3,442 % |
|
24 |
1,486 % |
1,948 % |
1,476 % |
4,282 % |
2,724 % |
3,466 % |
|
25 |
1,551 % |
2,013 % |
1,542 % |
4,297 % |
2,783 % |
3,488 % |
|
26 |
1,616 % |
2,076 % |
1,607 % |
4,309 % |
2,837 % |
3,509 % |
|
27 |
1,681 % |
2,136 % |
1,673 % |
4,319 % |
2,887 % |
3,529 % |
|
28 |
1,745 % |
2,194 % |
1,737 % |
4,326 % |
2,934 % |
3,549 % |
|
29 |
1,808 % |
2,250 % |
1,800 % |
4,332 % |
2,977 % |
3,567 % |
|
30 |
1,869 % |
2,303 % |
1,861 % |
4,337 % |
3,018 % |
3,584 % |
|
31 |
1,929 % |
2,354 % |
1,921 % |
4,340 % |
3,056 % |
3,600 % |
|
32 |
1,986 % |
2,403 % |
1,978 % |
4,343 % |
3,091 % |
3,616 % |
|
33 |
2,042 % |
2,450 % |
2,034 % |
4,345 % |
3,125 % |
3,631 % |
|
34 |
2,095 % |
2,495 % |
2,088 % |
4,346 % |
3,156 % |
3,645 % |
|
35 |
2,147 % |
2,538 % |
2,140 % |
4,346 % |
3,186 % |
3,659 % |
|
36 |
2,197 % |
2,579 % |
2,190 % |
4,346 % |
3,214 % |
3,672 % |
|
37 |
2,244 % |
2,619 % |
2,238 % |
4,346 % |
3,240 % |
3,684 % |
|
38 |
2,291 % |
2,656 % |
2,284 % |
4,345 % |
3,265 % |
3,696 % |
|
39 |
2,335 % |
2,693 % |
2,328 % |
4,344 % |
3,289 % |
3,708 % |
|
40 |
2,377 % |
2,727 % |
2,371 % |
4,343 % |
3,312 % |
3,719 % |
|
41 |
2,418 % |
2,761 % |
2,412 % |
4,341 % |
3,334 % |
3,729 % |
|
42 |
2,458 % |
2,793 % |
2,452 % |
4,340 % |
3,354 % |
3,739 % |
|
43 |
2,496 % |
2,824 % |
2,490 % |
4,338 % |
3,374 % |
3,749 % |
|
44 |
2,532 % |
2,853 % |
2,526 % |
4,336 % |
3,392 % |
3,758 % |
|
45 |
2,567 % |
2,882 % |
2,562 % |
4,334 % |
3,410 % |
3,767 % |
|
46 |
2,601 % |
2,909 % |
2,596 % |
4,332 % |
3,427 % |
3,776 % |
|
47 |
2,634 % |
2,935 % |
2,628 % |
4,331 % |
3,444 % |
3,784 % |
|
48 |
2,665 % |
2,960 % |
2,660 % |
4,329 % |
3,459 % |
3,792 % |
|
49 |
2,695 % |
2,985 % |
2,690 % |
4,327 % |
3,475 % |
3,800 % |
|
50 |
2,724 % |
3,008 % |
2,719 % |
4,325 % |
3,489 % |
3,808 % |
|
51 |
2,752 % |
3,031 % |
2,747 % |
4,323 % |
3,503 % |
3,815 % |
|
52 |
2,779 % |
3,053 % |
2,774 % |
4,321 % |
3,516 % |
3,822 % |
|
53 |
2,805 % |
3,074 % |
2,801 % |
4,319 % |
3,529 % |
3,829 % |
|
54 |
2,831 % |
3,094 % |
2,826 % |
4,318 % |
3,541 % |
3,835 % |
|
55 |
2,855 % |
3,114 % |
2,850 % |
4,316 % |
3,553 % |
3,842 % |
|
56 |
2,879 % |
3,133 % |
2,874 % |
4,314 % |
3,565 % |
3,848 % |
|
57 |
2,901 % |
3,151 % |
2,897 % |
4,312 % |
3,576 % |
3,854 % |
|
58 |
2,923 % |
3,169 % |
2,919 % |
4,311 % |
3,587 % |
3,859 % |
|
59 |
2,945 % |
3,186 % |
2,940 % |
4,309 % |
3,597 % |
3,865 % |
|
60 |
2,965 % |
3,203 % |
2,961 % |
4,307 % |
3,607 % |
3,870 % |
|
61 |
2,985 % |
3,219 % |
2,981 % |
4,306 % |
3,617 % |
3,876 % |
|
62 |
3,005 % |
3,234 % |
3,000 % |
4,304 % |
3,626 % |
3,881 % |
|
63 |
3,023 % |
3,250 % |
3,019 % |
4,303 % |
3,635 % |
3,886 % |
|
64 |
3,041 % |
3,264 % |
3,037 % |
4,301 % |
3,644 % |
3,890 % |
|
65 |
3,059 % |
3,279 % |
3,055 % |
4,300 % |
3,653 % |
3,895 % |
|
66 |
3,076 % |
3,292 % |
3,072 % |
4,298 % |
3,661 % |
3,900 % |
|
67 |
3,093 % |
3,306 % |
3,089 % |
4,297 % |
3,669 % |
3,904 % |
|
68 |
3,109 % |
3,319 % |
3,105 % |
4,295 % |
3,677 % |
3,908 % |
|
69 |
3,125 % |
3,331 % |
3,121 % |
4,294 % |
3,684 % |
3,912 % |
|
70 |
3,140 % |
3,344 % |
3,136 % |
4,293 % |
3,692 % |
3,916 % |
|
71 |
3,155 % |
3,356 % |
3,151 % |
4,292 % |
3,699 % |
3,920 % |
|
72 |
3,169 % |
3,367 % |
3,166 % |
4,290 % |
3,706 % |
3,924 % |
|
73 |
3,183 % |
3,379 % |
3,180 % |
4,289 % |
3,712 % |
3,928 % |
|
74 |
3,197 % |
3,390 % |
3,193 % |
4,288 % |
3,719 % |
3,931 % |
|
75 |
3,210 % |
3,400 % |
3,207 % |
4,287 % |
3,725 % |
3,935 % |
|
76 |
3,223 % |
3,411 % |
3,220 % |
4,286 % |
3,732 % |
3,938 % |
|
77 |
3,236 % |
3,421 % |
3,232 % |
4,285 % |
3,738 % |
3,942 % |
|
78 |
3,248 % |
3,431 % |
3,245 % |
4,284 % |
3,744 % |
3,945 % |
|
79 |
3,260 % |
3,441 % |
3,257 % |
4,283 % |
3,749 % |
3,948 % |
|
80 |
3,272 % |
3,450 % |
3,268 % |
4,281 % |
3,755 % |
3,951 % |
|
81 |
3,283 % |
3,459 % |
3,280 % |
4,280 % |
3,761 % |
3,954 % |
|
82 |
3,294 % |
3,468 % |
3,291 % |
4,280 % |
3,766 % |
3,957 % |
|
83 |
3,305 % |
3,477 % |
3,302 % |
4,279 % |
3,771 % |
3,960 % |
|
84 |
3,316 % |
3,486 % |
3,313 % |
4,278 % |
3,776 % |
3,963 % |
|
85 |
3,326 % |
3,494 % |
3,323 % |
4,277 % |
3,781 % |
3,966 % |
|
86 |
3,336 % |
3,502 % |
3,333 % |
4,276 % |
3,786 % |
3,969 % |
|
87 |
3,346 % |
3,510 % |
3,343 % |
4,275 % |
3,791 % |
3,971 % |
|
88 |
3,356 % |
3,518 % |
3,353 % |
4,274 % |
3,795 % |
3,974 % |
|
89 |
3,365 % |
3,526 % |
3,362 % |
4,273 % |
3,800 % |
3,976 % |
|
90 |
3,374 % |
3,533 % |
3,371 % |
4,273 % |
3,804 % |
3,979 % |
|
91 |
3,383 % |
3,540 % |
3,381 % |
4,272 % |
3,809 % |
3,981 % |
|
92 |
3,392 % |
3,548 % |
3,389 % |
4,271 % |
3,813 % |
3,984 % |
|
93 |
3,401 % |
3,555 % |
3,398 % |
4,270 % |
3,817 % |
3,986 % |
|
94 |
3,409 % |
3,561 % |
3,407 % |
4,269 % |
3,821 % |
3,988 % |
|
95 |
3,418 % |
3,568 % |
3,415 % |
4,269 % |
3,825 % |
3,990 % |
|
96 |
3,426 % |
3,575 % |
3,423 % |
4,268 % |
3,829 % |
3,993 % |
|
97 |
3,434 % |
3,581 % |
3,431 % |
4,267 % |
3,833 % |
3,995 % |
|
98 |
3,441 % |
3,587 % |
3,439 % |
4,267 % |
3,837 % |
3,997 % |
|
99 |
3,449 % |
3,594 % |
3,446 % |
4,266 % |
3,840 % |
3,999 % |
|
100 |
3,457 % |
3,600 % |
3,454 % |
4,265 % |
3,844 % |
4,001 % |
|
101 |
3,464 % |
3,606 % |
3,461 % |
4,265 % |
3,847 % |
4,003 % |
|
102 |
3,471 % |
3,611 % |
3,469 % |
4,264 % |
3,851 % |
4,005 % |
|
103 |
3,478 % |
3,617 % |
3,476 % |
4,263 % |
3,854 % |
4,007 % |
|
104 |
3,485 % |
3,623 % |
3,483 % |
4,263 % |
3,858 % |
4,008 % |
|
105 |
3,492 % |
3,628 % |
3,489 % |
4,262 % |
3,861 % |
4,010 % |
|
106 |
3,499 % |
3,633 % |
3,496 % |
4,262 % |
3,864 % |
4,012 % |
|
107 |
3,505 % |
3,639 % |
3,503 % |
4,261 % |
3,867 % |
4,014 % |
|
108 |
3,511 % |
3,644 % |
3,509 % |
4,260 % |
3,870 % |
4,016 % |
|
109 |
3,518 % |
3,649 % |
3,515 % |
4,260 % |
3,873 % |
4,017 % |
|
110 |
3,524 % |
3,654 % |
3,522 % |
4,259 % |
3,876 % |
4,019 % |
|
111 |
3,530 % |
3,659 % |
3,528 % |
4,259 % |
3,879 % |
4,021 % |
|
112 |
3,536 % |
3,664 % |
3,534 % |
4,258 % |
3,882 % |
4,022 % |
|
113 |
3,542 % |
3,668 % |
3,540 % |
4,258 % |
3,885 % |
4,024 % |
|
114 |
3,548 % |
3,673 % |
3,545 % |
4,257 % |
3,888 % |
4,025 % |
|
115 |
3,553 % |
3,678 % |
3,551 % |
4,257 % |
3,890 % |
4,027 % |
|
116 |
3,559 % |
3,682 % |
3,557 % |
4,256 % |
3,893 % |
4,028 % |
|
117 |
3,564 % |
3,687 % |
3,562 % |
4,256 % |
3,896 % |
4,030 % |
|
118 |
3,570 % |
3,691 % |
3,567 % |
4,255 % |
3,898 % |
4,031 % |
|
119 |
3,575 % |
3,695 % |
3,573 % |
4,255 % |
3,901 % |
4,033 % |
|
120 |
3,580 % |
3,699 % |
3,578 % |
4,254 % |
3,903 % |
4,034 % |
|
121 |
3,585 % |
3,704 % |
3,583 % |
4,254 % |
3,906 % |
4,035 % |
|
122 |
3,590 % |
3,708 % |
3,588 % |
4,254 % |
3,908 % |
4,037 % |
|
123 |
3,595 % |
3,712 % |
3,593 % |
4,253 % |
3,910 % |
4,038 % |
|
124 |
3,600 % |
3,716 % |
3,598 % |
4,253 % |
3,913 % |
4,039 % |
|
125 |
3,605 % |
3,719 % |
3,603 % |
4,252 % |
3,915 % |
4,041 % |
|
126 |
3,610 % |
3,723 % |
3,607 % |
4,252 % |
3,917 % |
4,042 % |
|
127 |
3,614 % |
3,727 % |
3,612 % |
4,251 % |
3,919 % |
4,043 % |
|
128 |
3,619 % |
3,731 % |
3,617 % |
4,251 % |
3,922 % |
4,044 % |
|
129 |
3,623 % |
3,734 % |
3,621 % |
4,251 % |
3,924 % |
4,046 % |
|
130 |
3,628 % |
3,738 % |
3,626 % |
4,250 % |
3,926 % |
4,047 % |
|
131 |
3,632 % |
3,741 % |
3,630 % |
4,250 % |
3,928 % |
4,048 % |
|
132 |
3,636 % |
3,745 % |
3,634 % |
4,249 % |
3,930 % |
4,049 % |
|
133 |
3,641 % |
3,748 % |
3,639 % |
4,249 % |
3,932 % |
4,050 % |
|
134 |
3,645 % |
3,752 % |
3,643 % |
4,249 % |
3,934 % |
4,051 % |
|
135 |
3,649 % |
3,755 % |
3,647 % |
4,248 % |
3,936 % |
4,052 % |
|
136 |
3,653 % |
3,758 % |
3,651 % |
4,248 % |
3,938 % |
4,053 % |
|
137 |
3,657 % |
3,761 % |
3,655 % |
4,248 % |
3,940 % |
4,055 % |
|
138 |
3,661 % |
3,765 % |
3,659 % |
4,247 % |
3,942 % |
4,056 % |
|
139 |
3,665 % |
3,768 % |
3,663 % |
4,247 % |
3,944 % |
4,057 % |
|
140 |
3,668 % |
3,771 % |
3,667 % |
4,247 % |
3,946 % |
4,058 % |
|
141 |
3,672 % |
3,774 % |
3,670 % |
4,246 % |
3,947 % |
4,059 % |
|
142 |
3,676 % |
3,777 % |
3,674 % |
4,246 % |
3,949 % |
4,060 % |
|
143 |
3,680 % |
3,780 % |
3,678 % |
4,246 % |
3,951 % |
4,061 % |
|
144 |
3,683 % |
3,783 % |
3,681 % |
4,245 % |
3,953 % |
4,062 % |
|
145 |
3,687 % |
3,786 % |
3,685 % |
4,245 % |
3,954 % |
4,063 % |
|
146 |
3,690 % |
3,788 % |
3,688 % |
4,245 % |
3,956 % |
4,064 % |
|
147 |
3,694 % |
3,791 % |
3,692 % |
4,244 % |
3,958 % |
4,064 % |
|
148 |
3,697 % |
3,794 % |
3,695 % |
4,244 % |
3,959 % |
4,065 % |
|
149 |
3,700 % |
3,797 % |
3,699 % |
4,244 % |
3,961 % |
4,066 % |
|
150 |
3,704 % |
3,799 % |
3,702 % |
4,244 % |
3,962 % |
4,067 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,368 % |
0,364 % |
0,959 % |
1,451 % |
4,835 % |
0,900 % |
|
2 |
– 0,280 % |
0,450 % |
1,452 % |
1,837 % |
4,840 % |
1,076 % |
|
3 |
– 0,189 % |
0,533 % |
1,941 % |
2,198 % |
4,840 % |
1,182 % |
|
4 |
– 0,082 % |
0,609 % |
2,389 % |
2,505 % |
4,820 % |
1,289 % |
|
5 |
0,032 % |
0,684 % |
2,788 % |
2,739 % |
4,796 % |
1,401 % |
|
6 |
0,155 % |
0,762 % |
3,126 % |
2,898 % |
4,780 % |
1,515 % |
|
7 |
0,278 % |
0,837 % |
3,390 % |
3,013 % |
4,774 % |
1,619 % |
|
8 |
0,401 % |
0,908 % |
3,581 % |
3,132 % |
4,770 % |
1,708 % |
|
9 |
0,520 % |
0,975 % |
3,738 % |
3,228 % |
4,764 % |
1,777 % |
|
10 |
0,626 % |
1,038 % |
3,877 % |
3,343 % |
4,755 % |
1,841 % |
|
11 |
0,726 % |
1,093 % |
3,989 % |
3,445 % |
4,745 % |
1,909 % |
|
12 |
0,819 % |
1,141 % |
4,077 % |
3,529 % |
4,734 % |
1,980 % |
|
13 |
0,902 % |
1,187 % |
4,145 % |
3,599 % |
4,723 % |
2,051 % |
|
14 |
0,972 % |
1,219 % |
4,200 % |
3,658 % |
4,711 % |
2,122 % |
|
15 |
1,026 % |
1,241 % |
4,243 % |
3,708 % |
4,699 % |
2,192 % |
|
16 |
1,064 % |
1,268 % |
4,278 % |
3,752 % |
4,687 % |
2,259 % |
|
17 |
1,095 % |
1,283 % |
4,305 % |
3,789 % |
4,675 % |
2,324 % |
|
18 |
1,124 % |
1,294 % |
4,327 % |
3,821 % |
4,663 % |
2,386 % |
|
19 |
1,158 % |
1,301 % |
4,345 % |
3,850 % |
4,652 % |
2,446 % |
|
20 |
1,200 % |
1,299 % |
4,358 % |
3,875 % |
4,641 % |
2,503 % |
|
21 |
1,251 % |
1,296 % |
4,369 % |
3,897 % |
4,630 % |
2,557 % |
|
22 |
1,309 % |
1,294 % |
4,377 % |
3,917 % |
4,619 % |
2,609 % |
|
23 |
1,372 % |
1,292 % |
4,384 % |
3,935 % |
4,609 % |
2,659 % |
|
24 |
1,437 % |
1,289 % |
4,388 % |
3,951 % |
4,599 % |
2,706 % |
|
25 |
1,504 % |
1,286 % |
4,392 % |
3,965 % |
4,589 % |
2,751 % |
|
26 |
1,571 % |
1,281 % |
4,394 % |
3,978 % |
4,580 % |
2,794 % |
|
27 |
1,637 % |
1,275 % |
4,395 % |
3,990 % |
4,571 % |
2,835 % |
|
28 |
1,702 % |
1,269 % |
4,395 % |
4,001 % |
4,562 % |
2,874 % |
|
29 |
1,766 % |
1,263 % |
4,395 % |
4,010 % |
4,554 % |
2,911 % |
|
30 |
1,828 % |
1,258 % |
4,394 % |
4,019 % |
4,545 % |
2,947 % |
|
31 |
1,888 % |
1,253 % |
4,393 % |
4,028 % |
4,537 % |
2,981 % |
|
32 |
1,947 % |
1,247 % |
4,391 % |
4,035 % |
4,530 % |
3,013 % |
|
33 |
2,003 % |
1,240 % |
4,389 % |
4,042 % |
4,522 % |
3,044 % |
|
34 |
2,058 % |
1,231 % |
4,387 % |
4,049 % |
4,515 % |
3,074 % |
|
35 |
2,111 % |
1,220 % |
4,385 % |
4,054 % |
4,508 % |
3,102 % |
|
36 |
2,161 % |
1,206 % |
4,383 % |
4,060 % |
4,502 % |
3,129 % |
|
37 |
2,210 % |
1,190 % |
4,380 % |
4,065 % |
4,495 % |
3,155 % |
|
38 |
2,257 % |
1,174 % |
4,378 % |
4,070 % |
4,489 % |
3,180 % |
|
39 |
2,302 % |
1,160 % |
4,375 % |
4,074 % |
4,483 % |
3,204 % |
|
40 |
2,346 % |
1,147 % |
4,372 % |
4,079 % |
4,477 % |
3,226 % |
|
41 |
2,387 % |
1,137 % |
4,370 % |
4,082 % |
4,471 % |
3,248 % |
|
42 |
2,427 % |
1,127 % |
4,367 % |
4,086 % |
4,466 % |
3,269 % |
|
43 |
2,466 % |
1,117 % |
4,364 % |
4,089 % |
4,461 % |
3,289 % |
|
44 |
2,503 % |
1,107 % |
4,362 % |
4,093 % |
4,456 % |
3,309 % |
|
45 |
2,539 % |
1,096 % |
4,359 % |
4,096 % |
4,451 % |
3,328 % |
|
46 |
2,573 % |
1,083 % |
4,356 % |
4,099 % |
4,446 % |
3,345 % |
|
47 |
2,606 % |
1,072 % |
4,354 % |
4,101 % |
4,441 % |
3,363 % |
|
48 |
2,638 % |
1,064 % |
4,351 % |
4,104 % |
4,437 % |
3,379 % |
|
49 |
2,669 % |
1,061 % |
4,349 % |
4,106 % |
4,433 % |
3,395 % |
|
50 |
2,698 % |
1,066 % |
4,347 % |
4,109 % |
4,428 % |
3,411 % |
|
51 |
2,727 % |
1,078 % |
4,344 % |
4,111 % |
4,424 % |
3,426 % |
|
52 |
2,755 % |
1,096 % |
4,342 % |
4,113 % |
4,420 % |
3,440 % |
|
53 |
2,781 % |
1,120 % |
4,340 % |
4,115 % |
4,417 % |
3,454 % |
|
54 |
2,807 % |
1,147 % |
4,337 % |
4,117 % |
4,413 % |
3,467 % |
|
55 |
2,832 % |
1,178 % |
4,335 % |
4,118 % |
4,409 % |
3,480 % |
|
56 |
2,856 % |
1,210 % |
4,333 % |
4,120 % |
4,406 % |
3,493 % |
|
57 |
2,879 % |
1,245 % |
4,331 % |
4,122 % |
4,402 % |
3,505 % |
|
58 |
2,901 % |
1,280 % |
4,329 % |
4,123 % |
4,399 % |
3,517 % |
|
59 |
2,923 % |
1,316 % |
4,327 % |
4,125 % |
4,396 % |
3,528 % |
|
60 |
2,944 % |
1,353 % |
4,325 % |
4,126 % |
4,393 % |
3,539 % |
|
61 |
2,964 % |
1,389 % |
4,323 % |
4,128 % |
4,390 % |
3,550 % |
|
62 |
2,984 % |
1,426 % |
4,321 % |
4,129 % |
4,387 % |
3,560 % |
|
63 |
3,003 % |
1,463 % |
4,319 % |
4,130 % |
4,384 % |
3,570 % |
|
64 |
3,021 % |
1,499 % |
4,318 % |
4,131 % |
4,381 % |
3,580 % |
|
65 |
3,039 % |
1,535 % |
4,316 % |
4,133 % |
4,379 % |
3,589 % |
|
66 |
3,057 % |
1,571 % |
4,314 % |
4,134 % |
4,376 % |
3,598 % |
|
67 |
3,074 % |
1,606 % |
4,313 % |
4,135 % |
4,374 % |
3,607 % |
|
68 |
3,090 % |
1,640 % |
4,311 % |
4,136 % |
4,371 % |
3,616 % |
|
69 |
3,106 % |
1,674 % |
4,310 % |
4,137 % |
4,369 % |
3,624 % |
|
70 |
3,121 % |
1,708 % |
4,308 % |
4,138 % |
4,366 % |
3,632 % |
|
71 |
3,137 % |
1,740 % |
4,307 % |
4,139 % |
4,364 % |
3,640 % |
|
72 |
3,151 % |
1,772 % |
4,305 % |
4,140 % |
4,362 % |
3,648 % |
|
73 |
3,165 % |
1,804 % |
4,304 % |
4,141 % |
4,360 % |
3,655 % |
|
74 |
3,179 % |
1,834 % |
4,302 % |
4,141 % |
4,358 % |
3,663 % |
|
75 |
3,193 % |
1,864 % |
4,301 % |
4,142 % |
4,355 % |
3,670 % |
|
76 |
3,206 % |
1,894 % |
4,300 % |
4,143 % |
4,353 % |
3,677 % |
|
77 |
3,219 % |
1,923 % |
4,298 % |
4,144 % |
4,352 % |
3,683 % |
|
78 |
3,231 % |
1,951 % |
4,297 % |
4,145 % |
4,350 % |
3,690 % |
|
79 |
3,244 % |
1,978 % |
4,296 % |
4,145 % |
4,348 % |
3,696 % |
|
80 |
3,255 % |
2,005 % |
4,295 % |
4,146 % |
4,346 % |
3,703 % |
|
81 |
3,267 % |
2,032 % |
4,294 % |
4,147 % |
4,344 % |
3,709 % |
|
82 |
3,278 % |
2,058 % |
4,293 % |
4,148 % |
4,342 % |
3,715 % |
|
83 |
3,289 % |
2,083 % |
4,291 % |
4,148 % |
4,341 % |
3,721 % |
|
84 |
3,300 % |
2,107 % |
4,290 % |
4,149 % |
4,339 % |
3,726 % |
|
85 |
3,311 % |
2,132 % |
4,289 % |
4,149 % |
4,337 % |
3,732 % |
|
86 |
3,321 % |
2,155 % |
4,288 % |
4,150 % |
4,336 % |
3,737 % |
|
87 |
3,331 % |
2,178 % |
4,287 % |
4,151 % |
4,334 % |
3,743 % |
|
88 |
3,341 % |
2,201 % |
4,286 % |
4,151 % |
4,333 % |
3,748 % |
|
89 |
3,351 % |
2,223 % |
4,285 % |
4,152 % |
4,331 % |
3,753 % |
|
90 |
3,360 % |
2,245 % |
4,284 % |
4,152 % |
4,330 % |
3,758 % |
|
91 |
3,369 % |
2,266 % |
4,284 % |
4,153 % |
4,328 % |
3,763 % |
|
92 |
3,378 % |
2,286 % |
4,283 % |
4,153 % |
4,327 % |
3,767 % |
|
93 |
3,387 % |
2,307 % |
4,282 % |
4,154 % |
4,326 % |
3,772 % |
|
94 |
3,396 % |
2,327 % |
4,281 % |
4,154 % |
4,324 % |
3,777 % |
|
95 |
3,404 % |
2,346 % |
4,280 % |
4,155 % |
4,323 % |
3,781 % |
|
96 |
3,412 % |
2,365 % |
4,279 % |
4,155 % |
4,322 % |
3,785 % |
|
97 |
3,420 % |
2,384 % |
4,278 % |
4,156 % |
4,321 % |
3,790 % |
|
98 |
3,428 % |
2,402 % |
4,278 % |
4,156 % |
4,319 % |
3,794 % |
|
99 |
3,436 % |
2,420 % |
4,277 % |
4,157 % |
4,318 % |
3,798 % |
|
100 |
3,444 % |
2,438 % |
4,276 % |
4,157 % |
4,317 % |
3,802 % |
|
101 |
3,451 % |
2,455 % |
4,275 % |
4,158 % |
4,316 % |
3,806 % |
|
102 |
3,458 % |
2,472 % |
4,275 % |
4,158 % |
4,315 % |
3,810 % |
|
103 |
3,466 % |
2,489 % |
4,274 % |
4,158 % |
4,314 % |
3,813 % |
|
104 |
3,473 % |
2,505 % |
4,273 % |
4,159 % |
4,312 % |
3,817 % |
|
105 |
3,480 % |
2,521 % |
4,272 % |
4,159 % |
4,311 % |
3,821 % |
|
106 |
3,486 % |
2,537 % |
4,272 % |
4,160 % |
4,310 % |
3,824 % |
|
107 |
3,493 % |
2,552 % |
4,271 % |
4,160 % |
4,309 % |
3,828 % |
|
108 |
3,499 % |
2,567 % |
4,270 % |
4,160 % |
4,308 % |
3,831 % |
|
109 |
3,506 % |
2,582 % |
4,270 % |
4,161 % |
4,307 % |
3,835 % |
|
110 |
3,512 % |
2,597 % |
4,269 % |
4,161 % |
4,306 % |
3,838 % |
|
111 |
3,518 % |
2,611 % |
4,269 % |
4,161 % |
4,305 % |
3,841 % |
|
112 |
3,524 % |
2,625 % |
4,268 % |
4,162 % |
4,304 % |
3,844 % |
|
113 |
3,530 % |
2,639 % |
4,267 % |
4,162 % |
4,304 % |
3,848 % |
|
114 |
3,536 % |
2,653 % |
4,267 % |
4,163 % |
4,303 % |
3,851 % |
|
115 |
3,542 % |
2,666 % |
4,266 % |
4,163 % |
4,302 % |
3,854 % |
|
116 |
3,548 % |
2,679 % |
4,266 % |
4,163 % |
4,301 % |
3,857 % |
|
117 |
3,553 % |
2,692 % |
4,265 % |
4,163 % |
4,300 % |
3,860 % |
|
118 |
3,559 % |
2,705 % |
4,264 % |
4,164 % |
4,299 % |
3,862 % |
|
119 |
3,564 % |
2,717 % |
4,264 % |
4,164 % |
4,298 % |
3,865 % |
|
120 |
3,569 % |
2,729 % |
4,263 % |
4,164 % |
4,297 % |
3,868 % |
|
121 |
3,574 % |
2,741 % |
4,263 % |
4,165 % |
4,297 % |
3,871 % |
|
122 |
3,580 % |
2,753 % |
4,262 % |
4,165 % |
4,296 % |
3,874 % |
|
123 |
3,585 % |
2,765 % |
4,262 % |
4,165 % |
4,295 % |
3,876 % |
|
124 |
3,590 % |
2,776 % |
4,261 % |
4,166 % |
4,294 % |
3,879 % |
|
125 |
3,594 % |
2,788 % |
4,261 % |
4,166 % |
4,294 % |
3,881 % |
|
126 |
3,599 % |
2,799 % |
4,260 % |
4,166 % |
4,293 % |
3,884 % |
|
127 |
3,604 % |
2,810 % |
4,260 % |
4,166 % |
4,292 % |
3,886 % |
|
128 |
3,609 % |
2,821 % |
4,259 % |
4,167 % |
4,291 % |
3,889 % |
|
129 |
3,613 % |
2,831 % |
4,259 % |
4,167 % |
4,291 % |
3,891 % |
|
130 |
3,618 % |
2,842 % |
4,259 % |
4,167 % |
4,290 % |
3,894 % |
|
131 |
3,622 % |
2,852 % |
4,258 % |
4,167 % |
4,289 % |
3,896 % |
|
132 |
3,626 % |
2,862 % |
4,258 % |
4,168 % |
4,289 % |
3,898 % |
|
133 |
3,631 % |
2,872 % |
4,257 % |
4,168 % |
4,288 % |
3,900 % |
|
134 |
3,635 % |
2,882 % |
4,257 % |
4,168 % |
4,287 % |
3,903 % |
|
135 |
3,639 % |
2,892 % |
4,256 % |
4,168 % |
4,287 % |
3,905 % |
|
136 |
3,643 % |
2,901 % |
4,256 % |
4,169 % |
4,286 % |
3,907 % |
|
137 |
3,647 % |
2,911 % |
4,256 % |
4,169 % |
4,285 % |
3,909 % |
|
138 |
3,651 % |
2,920 % |
4,255 % |
4,169 % |
4,285 % |
3,911 % |
|
139 |
3,655 % |
2,929 % |
4,255 % |
4,169 % |
4,284 % |
3,913 % |
|
140 |
3,659 % |
2,938 % |
4,254 % |
4,170 % |
4,284 % |
3,915 % |
|
141 |
3,663 % |
2,947 % |
4,254 % |
4,170 % |
4,283 % |
3,917 % |
|
142 |
3,667 % |
2,956 % |
4,254 % |
4,170 % |
4,282 % |
3,919 % |
|
143 |
3,670 % |
2,964 % |
4,253 % |
4,170 % |
4,282 % |
3,921 % |
|
144 |
3,674 % |
2,973 % |
4,253 % |
4,170 % |
4,281 % |
3,923 % |
|
145 |
3,678 % |
2,981 % |
4,252 % |
4,171 % |
4,281 % |
3,925 % |
|
146 |
3,681 % |
2,990 % |
4,252 % |
4,171 % |
4,280 % |
3,927 % |
|
147 |
3,685 % |
2,998 % |
4,252 % |
4,171 % |
4,280 % |
3,929 % |
|
148 |
3,688 % |
3,006 % |
4,251 % |
4,171 % |
4,279 % |
3,931 % |
|
149 |
3,692 % |
3,014 % |
4,251 % |
4,171 % |
4,279 % |
3,933 % |
|
150 |
3,695 % |
3,022 % |
4,251 % |
4,172 % |
4,278 % |
3,934 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,780 % |
1,826 % |
1,420 % |
0,779 % |
2,455 % |
5,322 % |
|
2 |
– 0,735 % |
1,953 % |
1,557 % |
0,891 % |
2,630 % |
5,368 % |
|
3 |
– 0,648 % |
2,088 % |
1,752 % |
1,041 % |
2,880 % |
5,486 % |
|
4 |
– 0,545 % |
2,228 % |
1,928 % |
1,160 % |
3,112 % |
5,607 % |
|
5 |
– 0,438 % |
2,362 % |
2,090 % |
1,265 % |
3,327 % |
5,693 % |
|
6 |
– 0,327 % |
2,486 % |
2,218 % |
1,358 % |
3,520 % |
5,838 % |
|
7 |
– 0,218 % |
2,584 % |
2,323 % |
1,453 % |
3,678 % |
5,950 % |
|
8 |
– 0,121 % |
2,678 % |
2,414 % |
1,544 % |
3,798 % |
6,072 % |
|
9 |
– 0,033 % |
2,758 % |
2,492 % |
1,631 % |
3,888 % |
6,183 % |
|
10 |
0,031 % |
2,833 % |
2,556 % |
1,729 % |
3,958 % |
6,257 % |
|
11 |
0,102 % |
2,901 % |
2,608 % |
1,820 % |
4,013 % |
6,297 % |
|
12 |
0,158 % |
2,963 % |
2,655 % |
1,902 % |
4,056 % |
6,312 % |
|
13 |
0,196 % |
3,019 % |
2,701 % |
1,976 % |
4,092 % |
6,309 % |
|
14 |
0,248 % |
3,067 % |
2,747 % |
2,044 % |
4,120 % |
6,292 % |
|
15 |
0,289 % |
3,108 % |
2,792 % |
2,104 % |
4,144 % |
6,266 % |
|
16 |
0,325 % |
3,142 % |
2,836 % |
2,157 % |
4,163 % |
6,233 % |
|
17 |
0,357 % |
3,170 % |
2,879 % |
2,202 % |
4,180 % |
6,195 % |
|
18 |
0,384 % |
3,196 % |
2,920 % |
2,237 % |
4,193 % |
6,154 % |
|
19 |
0,406 % |
3,220 % |
2,960 % |
2,260 % |
4,204 % |
6,110 % |
|
20 |
0,421 % |
3,243 % |
2,998 % |
2,271 % |
4,214 % |
6,065 % |
|
21 |
0,431 % |
3,266 % |
3,035 % |
2,271 % |
4,222 % |
6,020 % |
|
22 |
0,439 % |
3,288 % |
3,070 % |
2,263 % |
4,228 % |
5,974 % |
|
23 |
0,450 % |
3,306 % |
3,104 % |
2,251 % |
4,234 % |
5,929 % |
|
24 |
0,465 % |
3,319 % |
3,136 % |
2,238 % |
4,238 % |
5,884 % |
|
25 |
0,489 % |
3,327 % |
3,167 % |
2,227 % |
4,242 % |
5,840 % |
|
26 |
0,521 % |
3,329 % |
3,196 % |
2,219 % |
4,246 % |
5,797 % |
|
27 |
0,560 % |
3,328 % |
3,224 % |
2,214 % |
4,248 % |
5,755 % |
|
28 |
0,604 % |
3,325 % |
3,251 % |
2,214 % |
4,250 % |
5,715 % |
|
29 |
0,652 % |
3,322 % |
3,277 % |
2,219 % |
4,252 % |
5,676 % |
|
30 |
0,701 % |
3,322 % |
3,302 % |
2,230 % |
4,254 % |
5,637 % |
|
31 |
0,751 % |
3,324 % |
3,325 % |
2,247 % |
4,255 % |
5,601 % |
|
32 |
0,802 % |
3,329 % |
3,348 % |
2,268 % |
4,256 % |
5,565 % |
|
33 |
0,853 % |
3,336 % |
3,370 % |
2,293 % |
4,256 % |
5,531 % |
|
34 |
0,903 % |
3,345 % |
3,390 % |
2,320 % |
4,257 % |
5,498 % |
|
35 |
0,953 % |
3,355 % |
3,410 % |
2,349 % |
4,257 % |
5,466 % |
|
36 |
1,002 % |
3,365 % |
3,429 % |
2,380 % |
4,257 % |
5,436 % |
|
37 |
1,050 % |
3,377 % |
3,447 % |
2,411 % |
4,257 % |
5,406 % |
|
38 |
1,097 % |
3,389 % |
3,465 % |
2,443 % |
4,257 % |
5,378 % |
|
39 |
1,142 % |
3,401 % |
3,482 % |
2,474 % |
4,257 % |
5,351 % |
|
40 |
1,186 % |
3,414 % |
3,498 % |
2,506 % |
4,256 % |
5,325 % |
|
41 |
1,229 % |
3,427 % |
3,513 % |
2,538 % |
4,256 % |
5,300 % |
|
42 |
1,270 % |
3,440 % |
3,528 % |
2,569 % |
4,256 % |
5,275 % |
|
43 |
1,311 % |
3,453 % |
3,543 % |
2,599 % |
4,255 % |
5,252 % |
|
44 |
1,349 % |
3,465 % |
3,556 % |
2,629 % |
4,255 % |
5,230 % |
|
45 |
1,387 % |
3,478 % |
3,570 % |
2,659 % |
4,254 % |
5,208 % |
|
46 |
1,423 % |
3,490 % |
3,582 % |
2,687 % |
4,254 % |
5,187 % |
|
47 |
1,459 % |
3,502 % |
3,595 % |
2,715 % |
4,253 % |
5,167 % |
|
48 |
1,492 % |
3,514 % |
3,607 % |
2,743 % |
4,253 % |
5,148 % |
|
49 |
1,525 % |
3,526 % |
3,618 % |
2,769 % |
4,252 % |
5,129 % |
|
50 |
1,557 % |
3,538 % |
3,629 % |
2,795 % |
4,251 % |
5,111 % |
|
51 |
1,588 % |
3,549 % |
3,640 % |
2,820 % |
4,251 % |
5,094 % |
|
52 |
1,617 % |
3,560 % |
3,650 % |
2,845 % |
4,250 % |
5,077 % |
|
53 |
1,646 % |
3,571 % |
3,660 % |
2,868 % |
4,250 % |
5,061 % |
|
54 |
1,674 % |
3,581 % |
3,670 % |
2,891 % |
4,249 % |
5,046 % |
|
55 |
1,701 % |
3,591 % |
3,679 % |
2,914 % |
4,248 % |
5,030 % |
|
56 |
1,727 % |
3,601 % |
3,688 % |
2,936 % |
4,248 % |
5,016 % |
|
57 |
1,752 % |
3,611 % |
3,697 % |
2,957 % |
4,247 % |
5,002 % |
|
58 |
1,776 % |
3,620 % |
3,705 % |
2,977 % |
4,247 % |
4,988 % |
|
59 |
1,800 % |
3,630 % |
3,713 % |
2,997 % |
4,246 % |
4,975 % |
|
60 |
1,822 % |
3,639 % |
3,721 % |
3,016 % |
4,245 % |
4,962 % |
|
61 |
1,845 % |
3,647 % |
3,729 % |
3,035 % |
4,245 % |
4,950 % |
|
62 |
1,866 % |
3,656 % |
3,736 % |
3,053 % |
4,244 % |
4,938 % |
|
63 |
1,887 % |
3,664 % |
3,744 % |
3,071 % |
4,244 % |
4,926 % |
|
64 |
1,907 % |
3,672 % |
3,751 % |
3,088 % |
4,243 % |
4,915 % |
|
65 |
1,927 % |
3,680 % |
3,757 % |
3,105 % |
4,243 % |
4,904 % |
|
66 |
1,946 % |
3,687 % |
3,764 % |
3,121 % |
4,242 % |
4,893 % |
|
67 |
1,964 % |
3,695 % |
3,770 % |
3,137 % |
4,242 % |
4,883 % |
|
68 |
1,982 % |
3,702 % |
3,777 % |
3,152 % |
4,241 % |
4,873 % |
|
69 |
2,000 % |
3,709 % |
3,783 % |
3,167 % |
4,241 % |
4,863 % |
|
70 |
2,017 % |
3,716 % |
3,789 % |
3,182 % |
4,240 % |
4,854 % |
|
71 |
2,033 % |
3,723 % |
3,794 % |
3,196 % |
4,240 % |
4,845 % |
|
72 |
2,049 % |
3,729 % |
3,800 % |
3,210 % |
4,239 % |
4,836 % |
|
73 |
2,065 % |
3,735 % |
3,805 % |
3,223 % |
4,239 % |
4,827 % |
|
74 |
2,080 % |
3,742 % |
3,811 % |
3,236 % |
4,238 % |
4,819 % |
|
75 |
2,095 % |
3,748 % |
3,816 % |
3,249 % |
4,238 % |
4,810 % |
|
76 |
2,109 % |
3,753 % |
3,821 % |
3,261 % |
4,237 % |
4,802 % |
|
77 |
2,123 % |
3,759 % |
3,826 % |
3,273 % |
4,237 % |
4,794 % |
|
78 |
2,137 % |
3,765 % |
3,830 % |
3,285 % |
4,236 % |
4,787 % |
|
79 |
2,150 % |
3,770 % |
3,835 % |
3,297 % |
4,236 % |
4,779 % |
|
80 |
2,163 % |
3,775 % |
3,840 % |
3,308 % |
4,235 % |
4,772 % |
|
81 |
2,176 % |
3,781 % |
3,844 % |
3,319 % |
4,235 % |
4,765 % |
|
82 |
2,188 % |
3,786 % |
3,848 % |
3,329 % |
4,235 % |
4,758 % |
|
83 |
2,201 % |
3,791 % |
3,852 % |
3,340 % |
4,234 % |
4,751 % |
|
84 |
2,212 % |
3,796 % |
3,857 % |
3,350 % |
4,234 % |
4,745 % |
|
85 |
2,224 % |
3,800 % |
3,861 % |
3,360 % |
4,233 % |
4,738 % |
|
86 |
2,235 % |
3,805 % |
3,865 % |
3,370 % |
4,233 % |
4,732 % |
|
87 |
2,246 % |
3,809 % |
3,868 % |
3,379 % |
4,233 % |
4,726 % |
|
88 |
2,257 % |
3,814 % |
3,872 % |
3,388 % |
4,232 % |
4,720 % |
|
89 |
2,268 % |
3,818 % |
3,876 % |
3,397 % |
4,232 % |
4,714 % |
|
90 |
2,278 % |
3,822 % |
3,879 % |
3,406 % |
4,232 % |
4,708 % |
|
91 |
2,288 % |
3,826 % |
3,883 % |
3,415 % |
4,231 % |
4,703 % |
|
92 |
2,298 % |
3,830 % |
3,886 % |
3,423 % |
4,231 % |
4,697 % |
|
93 |
2,308 % |
3,834 % |
3,890 % |
3,432 % |
4,231 % |
4,692 % |
|
94 |
2,317 % |
3,838 % |
3,893 % |
3,440 % |
4,230 % |
4,687 % |
|
95 |
2,326 % |
3,842 % |
3,896 % |
3,448 % |
4,230 % |
4,682 % |
|
96 |
2,335 % |
3,846 % |
3,899 % |
3,456 % |
4,230 % |
4,677 % |
|
97 |
2,344 % |
3,849 % |
3,902 % |
3,463 % |
4,229 % |
4,672 % |
|
98 |
2,353 % |
3,853 % |
3,905 % |
3,471 % |
4,229 % |
4,667 % |
|
99 |
2,361 % |
3,857 % |
3,908 % |
3,478 % |
4,229 % |
4,662 % |
|
100 |
2,370 % |
3,860 % |
3,911 % |
3,485 % |
4,229 % |
4,658 % |
|
101 |
2,378 % |
3,863 % |
3,914 % |
3,492 % |
4,228 % |
4,653 % |
|
102 |
2,386 % |
3,867 % |
3,917 % |
3,499 % |
4,228 % |
4,649 % |
|
103 |
2,394 % |
3,870 % |
3,920 % |
3,506 % |
4,228 % |
4,644 % |
|
104 |
2,402 % |
3,873 % |
3,922 % |
3,513 % |
4,228 % |
4,640 % |
|
105 |
2,409 % |
3,876 % |
3,925 % |
3,519 % |
4,227 % |
4,636 % |
|
106 |
2,417 % |
3,879 % |
3,928 % |
3,526 % |
4,227 % |
4,632 % |
|
107 |
2,424 % |
3,882 % |
3,930 % |
3,532 % |
4,227 % |
4,628 % |
|
108 |
2,431 % |
3,885 % |
3,933 % |
3,538 % |
4,227 % |
4,624 % |
|
109 |
2,438 % |
3,888 % |
3,935 % |
3,544 % |
4,226 % |
4,620 % |
|
110 |
2,445 % |
3,891 % |
3,938 % |
3,550 % |
4,226 % |
4,616 % |
|
111 |
2,452 % |
3,894 % |
3,940 % |
3,556 % |
4,226 % |
4,612 % |
|
112 |
2,458 % |
3,896 % |
3,942 % |
3,562 % |
4,226 % |
4,608 % |
|
113 |
2,465 % |
3,899 % |
3,945 % |
3,567 % |
4,225 % |
4,605 % |
|
114 |
2,471 % |
3,902 % |
3,947 % |
3,573 % |
4,225 % |
4,601 % |
|
115 |
2,478 % |
3,904 % |
3,949 % |
3,578 % |
4,225 % |
4,598 % |
|
116 |
2,484 % |
3,907 % |
3,951 % |
3,584 % |
4,225 % |
4,594 % |
|
117 |
2,490 % |
3,909 % |
3,953 % |
3,589 % |
4,225 % |
4,591 % |
|
118 |
2,496 % |
3,912 % |
3,955 % |
3,594 % |
4,224 % |
4,588 % |
|
119 |
2,502 % |
3,914 % |
3,957 % |
3,599 % |
4,224 % |
4,584 % |
|
120 |
2,508 % |
3,917 % |
3,959 % |
3,604 % |
4,224 % |
4,581 % |
|
121 |
2,513 % |
3,919 % |
3,961 % |
3,609 % |
4,224 % |
4,578 % |
|
122 |
2,519 % |
3,921 % |
3,963 % |
3,614 % |
4,224 % |
4,575 % |
|
123 |
2,524 % |
3,923 % |
3,965 % |
3,619 % |
4,223 % |
4,572 % |
|
124 |
2,530 % |
3,926 % |
3,967 % |
3,623 % |
4,223 % |
4,569 % |
|
125 |
2,535 % |
3,928 % |
3,969 % |
3,628 % |
4,223 % |
4,566 % |
|
126 |
2,541 % |
3,930 % |
3,971 % |
3,632 % |
4,223 % |
4,563 % |
|
127 |
2,546 % |
3,932 % |
3,973 % |
3,637 % |
4,223 % |
4,560 % |
|
128 |
2,551 % |
3,934 % |
3,974 % |
3,641 % |
4,222 % |
4,557 % |
|
129 |
2,556 % |
3,936 % |
3,976 % |
3,646 % |
4,222 % |
4,555 % |
|
130 |
2,561 % |
3,938 % |
3,978 % |
3,650 % |
4,222 % |
4,552 % |
|
131 |
2,566 % |
3,940 % |
3,980 % |
3,654 % |
4,222 % |
4,549 % |
|
132 |
2,570 % |
3,942 % |
3,981 % |
3,658 % |
4,222 % |
4,546 % |
|
133 |
2,575 % |
3,944 % |
3,983 % |
3,662 % |
4,222 % |
4,544 % |
|
134 |
2,580 % |
3,946 % |
3,985 % |
3,666 % |
4,221 % |
4,541 % |
|
135 |
2,584 % |
3,948 % |
3,986 % |
3,670 % |
4,221 % |
4,539 % |
|
136 |
2,589 % |
3,950 % |
3,988 % |
3,674 % |
4,221 % |
4,536 % |
|
137 |
2,593 % |
3,952 % |
3,989 % |
3,678 % |
4,221 % |
4,534 % |
|
138 |
2,598 % |
3,953 % |
3,991 % |
3,682 % |
4,221 % |
4,531 % |
|
139 |
2,602 % |
3,955 % |
3,992 % |
3,685 % |
4,221 % |
4,529 % |
|
140 |
2,606 % |
3,957 % |
3,994 % |
3,689 % |
4,220 % |
4,527 % |
|
141 |
2,610 % |
3,959 % |
3,995 % |
3,693 % |
4,220 % |
4,524 % |
|
142 |
2,615 % |
3,960 % |
3,997 % |
3,696 % |
4,220 % |
4,522 % |
|
143 |
2,619 % |
3,962 % |
3,998 % |
3,700 % |
4,220 % |
4,520 % |
|
144 |
2,623 % |
3,964 % |
3,999 % |
3,703 % |
4,220 % |
4,518 % |
|
145 |
2,627 % |
3,965 % |
4,001 % |
3,707 % |
4,220 % |
4,515 % |
|
146 |
2,631 % |
3,967 % |
4,002 % |
3,710 % |
4,220 % |
4,513 % |
|
147 |
2,634 % |
3,969 % |
4,004 % |
3,713 % |
4,220 % |
4,511 % |
|
148 |
2,638 % |
3,970 % |
4,005 % |
3,717 % |
4,219 % |
4,509 % |
|
149 |
2,642 % |
3,972 % |
4,006 % |
3,720 % |
4,219 % |
4,507 % |
|
150 |
2,646 % |
3,973 % |
4,007 % |
3,723 % |
4,219 % |
4,505 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,065 % |
5,920 % |
6,999 % |
0,406 % |
1,859 % |
7,186 % |
|
2 |
1,349 % |
6,052 % |
7,013 % |
0,527 % |
2,106 % |
7,181 % |
|
3 |
1,564 % |
6,172 % |
7,027 % |
0,629 % |
2,347 % |
7,278 % |
|
4 |
1,751 % |
6,287 % |
7,047 % |
0,715 % |
2,556 % |
7,418 % |
|
5 |
1,870 % |
6,390 % |
7,084 % |
0,789 % |
2,735 % |
7,580 % |
|
6 |
1,969 % |
6,492 % |
7,153 % |
0,865 % |
2,894 % |
7,732 % |
|
7 |
2,055 % |
6,565 % |
7,224 % |
0,921 % |
3,027 % |
7,865 % |
|
8 |
2,127 % |
6,646 % |
7,277 % |
0,982 % |
3,139 % |
7,985 % |
|
9 |
2,188 % |
6,724 % |
7,324 % |
1,041 % |
3,234 % |
8,093 % |
|
10 |
2,237 % |
6,797 % |
7,377 % |
1,099 % |
3,309 % |
8,194 % |
|
11 |
2,278 % |
6,844 % |
7,441 % |
1,171 % |
3,384 % |
8,286 % |
|
12 |
2,313 % |
6,868 % |
7,513 % |
1,253 % |
3,462 % |
8,360 % |
|
13 |
2,346 % |
6,875 % |
7,586 % |
1,340 % |
3,542 % |
8,408 % |
|
14 |
2,379 % |
6,870 % |
7,658 % |
1,430 % |
3,619 % |
8,432 % |
|
15 |
2,414 % |
6,855 % |
7,727 % |
1,520 % |
3,692 % |
8,434 % |
|
16 |
2,454 % |
6,834 % |
7,791 % |
1,608 % |
3,758 % |
8,416 % |
|
17 |
2,496 % |
6,808 % |
7,847 % |
1,694 % |
3,817 % |
8,383 % |
|
18 |
2,539 % |
6,778 % |
7,891 % |
1,777 % |
3,871 % |
8,337 % |
|
19 |
2,583 % |
6,746 % |
7,922 % |
1,857 % |
3,917 % |
8,284 % |
|
20 |
2,627 % |
6,712 % |
7,938 % |
1,934 % |
3,958 % |
8,224 % |
|
21 |
2,670 % |
6,678 % |
7,936 % |
2,007 % |
3,993 % |
8,160 % |
|
22 |
2,712 % |
6,643 % |
7,921 % |
2,077 % |
4,022 % |
8,093 % |
|
23 |
2,754 % |
6,608 % |
7,894 % |
2,144 % |
4,047 % |
8,025 % |
|
24 |
2,794 % |
6,573 % |
7,859 % |
2,208 % |
4,069 % |
7,956 % |
|
25 |
2,833 % |
6,539 % |
7,818 % |
2,269 % |
4,088 % |
7,887 % |
|
26 |
2,871 % |
6,505 % |
7,772 % |
2,327 % |
4,104 % |
7,819 % |
|
27 |
2,907 % |
6,472 % |
7,723 % |
2,383 % |
4,117 % |
7,751 % |
|
28 |
2,942 % |
6,440 % |
7,672 % |
2,435 % |
4,129 % |
7,686 % |
|
29 |
2,975 % |
6,409 % |
7,619 % |
2,486 % |
4,140 % |
7,621 % |
|
30 |
3,008 % |
6,378 % |
7,566 % |
2,534 % |
4,148 % |
7,559 % |
|
31 |
3,039 % |
6,349 % |
7,513 % |
2,579 % |
4,156 % |
7,498 % |
|
32 |
3,069 % |
6,321 % |
7,460 % |
2,623 % |
4,163 % |
7,439 % |
|
33 |
3,097 % |
6,293 % |
7,407 % |
2,665 % |
4,169 % |
7,383 % |
|
34 |
3,125 % |
6,267 % |
7,356 % |
2,704 % |
4,174 % |
7,328 % |
|
35 |
3,151 % |
6,241 % |
7,306 % |
2,742 % |
4,178 % |
7,275 % |
|
36 |
3,176 % |
6,217 % |
7,257 % |
2,779 % |
4,182 % |
7,224 % |
|
37 |
3,201 % |
6,193 % |
7,210 % |
2,814 % |
4,185 % |
7,175 % |
|
38 |
3,224 % |
6,170 % |
7,163 % |
2,847 % |
4,188 % |
7,128 % |
|
39 |
3,246 % |
6,148 % |
7,119 % |
2,879 % |
4,191 % |
7,083 % |
|
40 |
3,268 % |
6,127 % |
7,076 % |
2,909 % |
4,193 % |
7,039 % |
|
41 |
3,289 % |
6,106 % |
7,034 % |
2,939 % |
4,195 % |
6,998 % |
|
42 |
3,309 % |
6,087 % |
6,993 % |
2,967 % |
4,196 % |
6,957 % |
|
43 |
3,328 % |
6,068 % |
6,954 % |
2,994 % |
4,198 % |
6,919 % |
|
44 |
3,346 % |
6,049 % |
6,917 % |
3,020 % |
4,199 % |
6,881 % |
|
45 |
3,364 % |
6,032 % |
6,881 % |
3,045 % |
4,200 % |
6,845 % |
|
46 |
3,381 % |
6,015 % |
6,846 % |
3,069 % |
4,201 % |
6,811 % |
|
47 |
3,398 % |
5,998 % |
6,812 % |
3,092 % |
4,202 % |
6,778 % |
|
48 |
3,413 % |
5,982 % |
6,780 % |
3,114 % |
4,203 % |
6,746 % |
|
49 |
3,429 % |
5,967 % |
6,748 % |
3,135 % |
4,203 % |
6,715 % |
|
50 |
3,443 % |
5,952 % |
6,718 % |
3,156 % |
4,204 % |
6,685 % |
|
51 |
3,458 % |
5,938 % |
6,689 % |
3,176 % |
4,204 % |
6,657 % |
|
52 |
3,471 % |
5,924 % |
6,661 % |
3,195 % |
4,204 % |
6,629 % |
|
53 |
3,485 % |
5,911 % |
6,634 % |
3,213 % |
4,205 % |
6,603 % |
|
54 |
3,498 % |
5,898 % |
6,607 % |
3,231 % |
4,205 % |
6,577 % |
|
55 |
3,510 % |
5,886 % |
6,582 % |
3,248 % |
4,205 % |
6,552 % |
|
56 |
3,522 % |
5,874 % |
6,558 % |
3,265 % |
4,206 % |
6,528 % |
|
57 |
3,533 % |
5,862 % |
6,534 % |
3,281 % |
4,206 % |
6,505 % |
|
58 |
3,545 % |
5,851 % |
6,511 % |
3,296 % |
4,206 % |
6,483 % |
|
59 |
3,556 % |
5,840 % |
6,489 % |
3,311 % |
4,206 % |
6,461 % |
|
60 |
3,566 % |
5,830 % |
6,468 % |
3,326 % |
4,206 % |
6,440 % |
|
61 |
3,576 % |
5,820 % |
6,447 % |
3,340 % |
4,206 % |
6,420 % |
|
62 |
3,586 % |
5,810 % |
6,427 % |
3,354 % |
4,206 % |
6,400 % |
|
63 |
3,596 % |
5,800 % |
6,407 % |
3,367 % |
4,206 % |
6,381 % |
|
64 |
3,605 % |
5,791 % |
6,388 % |
3,380 % |
4,206 % |
6,363 % |
|
65 |
3,614 % |
5,782 % |
6,370 % |
3,392 % |
4,206 % |
6,345 % |
|
66 |
3,623 % |
5,773 % |
6,352 % |
3,404 % |
4,206 % |
6,327 % |
|
67 |
3,631 % |
5,765 % |
6,335 % |
3,416 % |
4,206 % |
6,311 % |
|
68 |
3,640 % |
5,756 % |
6,318 % |
3,428 % |
4,206 % |
6,294 % |
|
69 |
3,648 % |
5,748 % |
6,302 % |
3,439 % |
4,206 % |
6,278 % |
|
70 |
3,656 % |
5,741 % |
6,286 % |
3,449 % |
4,206 % |
6,263 % |
|
71 |
3,663 % |
5,733 % |
6,271 % |
3,460 % |
4,206 % |
6,248 % |
|
72 |
3,670 % |
5,726 % |
6,256 % |
3,470 % |
4,206 % |
6,233 % |
|
73 |
3,678 % |
5,718 % |
6,242 % |
3,480 % |
4,206 % |
6,219 % |
|
74 |
3,685 % |
5,711 % |
6,227 % |
3,490 % |
4,206 % |
6,205 % |
|
75 |
3,692 % |
5,705 % |
6,214 % |
3,499 % |
4,206 % |
6,192 % |
|
76 |
3,698 % |
5,698 % |
6,200 % |
3,508 % |
4,206 % |
6,179 % |
|
77 |
3,705 % |
5,692 % |
6,187 % |
3,517 % |
4,206 % |
6,166 % |
|
78 |
3,711 % |
5,685 % |
6,175 % |
3,526 % |
4,206 % |
6,154 % |
|
79 |
3,717 % |
5,679 % |
6,162 % |
3,534 % |
4,206 % |
6,141 % |
|
80 |
3,723 % |
5,673 % |
6,150 % |
3,543 % |
4,206 % |
6,130 % |
|
81 |
3,729 % |
5,667 % |
6,138 % |
3,551 % |
4,206 % |
6,118 % |
|
82 |
3,735 % |
5,662 % |
6,127 % |
3,559 % |
4,206 % |
6,107 % |
|
83 |
3,740 % |
5,656 % |
6,116 % |
3,566 % |
4,205 % |
6,096 % |
|
84 |
3,746 % |
5,651 % |
6,105 % |
3,574 % |
4,205 % |
6,085 % |
|
85 |
3,751 % |
5,645 % |
6,094 % |
3,581 % |
4,205 % |
6,075 % |
|
86 |
3,756 % |
5,640 % |
6,084 % |
3,588 % |
4,205 % |
6,065 % |
|
87 |
3,761 % |
5,635 % |
6,073 % |
3,595 % |
4,205 % |
6,055 % |
|
88 |
3,766 % |
5,630 % |
6,063 % |
3,602 % |
4,205 % |
6,045 % |
|
89 |
3,771 % |
5,625 % |
6,054 % |
3,609 % |
4,205 % |
6,035 % |
|
90 |
3,776 % |
5,621 % |
6,044 % |
3,615 % |
4,205 % |
6,026 % |
|
91 |
3,781 % |
5,616 % |
6,035 % |
3,622 % |
4,205 % |
6,017 % |
|
92 |
3,785 % |
5,611 % |
6,026 % |
3,628 % |
4,205 % |
6,008 % |
|
93 |
3,790 % |
5,607 % |
6,017 % |
3,634 % |
4,205 % |
5,999 % |
|
94 |
3,794 % |
5,603 % |
6,008 % |
3,640 % |
4,205 % |
5,991 % |
|
95 |
3,798 % |
5,598 % |
6,000 % |
3,646 % |
4,205 % |
5,982 % |
|
96 |
3,802 % |
5,594 % |
5,991 % |
3,652 % |
4,205 % |
5,974 % |
|
97 |
3,806 % |
5,590 % |
5,983 % |
3,658 % |
4,205 % |
5,966 % |
|
98 |
3,810 % |
5,586 % |
5,975 % |
3,663 % |
4,205 % |
5,958 % |
|
99 |
3,814 % |
5,582 % |
5,967 % |
3,668 % |
4,205 % |
5,951 % |
|
100 |
3,818 % |
5,578 % |
5,959 % |
3,674 % |
4,205 % |
5,943 % |
|
101 |
3,822 % |
5,575 % |
5,952 % |
3,679 % |
4,205 % |
5,936 % |
|
102 |
3,826 % |
5,571 % |
5,945 % |
3,684 % |
4,205 % |
5,928 % |
|
103 |
3,829 % |
5,567 % |
5,937 % |
3,689 % |
4,205 % |
5,921 % |
|
104 |
3,833 % |
5,564 % |
5,930 % |
3,694 % |
4,204 % |
5,914 % |
|
105 |
3,836 % |
5,560 % |
5,923 % |
3,699 % |
4,204 % |
5,908 % |
|
106 |
3,840 % |
5,557 % |
5,916 % |
3,703 % |
4,204 % |
5,901 % |
|
107 |
3,843 % |
5,554 % |
5,910 % |
3,708 % |
4,204 % |
5,894 % |
|
108 |
3,846 % |
5,550 % |
5,903 % |
3,713 % |
4,204 % |
5,888 % |
|
109 |
3,850 % |
5,547 % |
5,897 % |
3,717 % |
4,204 % |
5,882 % |
|
110 |
3,853 % |
5,544 % |
5,890 % |
3,721 % |
4,204 % |
5,875 % |
|
111 |
3,856 % |
5,541 % |
5,884 % |
3,726 % |
4,204 % |
5,869 % |
|
112 |
3,859 % |
5,538 % |
5,878 % |
3,730 % |
4,204 % |
5,863 % |
|
113 |
3,862 % |
5,535 % |
5,872 % |
3,734 % |
4,204 % |
5,857 % |
|
114 |
3,865 % |
5,532 % |
5,866 % |
3,738 % |
4,204 % |
5,852 % |
|
115 |
3,868 % |
5,529 % |
5,860 % |
3,742 % |
4,204 % |
5,846 % |
|
116 |
3,871 % |
5,526 % |
5,854 % |
3,746 % |
4,204 % |
5,840 % |
|
117 |
3,874 % |
5,523 % |
5,849 % |
3,750 % |
4,204 % |
5,835 % |
|
118 |
3,876 % |
5,521 % |
5,843 % |
3,754 % |
4,204 % |
5,829 % |
|
119 |
3,879 % |
5,518 % |
5,838 % |
3,758 % |
4,204 % |
5,824 % |
|
120 |
3,882 % |
5,515 % |
5,832 % |
3,761 % |
4,204 % |
5,819 % |
|
121 |
3,884 % |
5,513 % |
5,827 % |
3,765 % |
4,204 % |
5,814 % |
|
122 |
3,887 % |
5,510 % |
5,822 % |
3,768 % |
4,204 % |
5,809 % |
|
123 |
3,889 % |
5,508 % |
5,817 % |
3,772 % |
4,204 % |
5,804 % |
|
124 |
3,892 % |
5,505 % |
5,812 % |
3,775 % |
4,204 % |
5,799 % |
|
125 |
3,894 % |
5,503 % |
5,807 % |
3,779 % |
4,204 % |
5,794 % |
|
126 |
3,897 % |
5,500 % |
5,802 % |
3,782 % |
4,204 % |
5,789 % |
|
127 |
3,899 % |
5,498 % |
5,798 % |
3,785 % |
4,204 % |
5,785 % |
|
128 |
3,902 % |
5,496 % |
5,793 % |
3,789 % |
4,204 % |
5,780 % |
|
129 |
3,904 % |
5,493 % |
5,788 % |
3,792 % |
4,204 % |
5,776 % |
|
130 |
3,906 % |
5,491 % |
5,784 % |
3,795 % |
4,204 % |
5,771 % |
|
131 |
3,908 % |
5,489 % |
5,779 % |
3,798 % |
4,204 % |
5,767 % |
|
132 |
3,911 % |
5,487 % |
5,775 % |
3,801 % |
4,204 % |
5,762 % |
|
133 |
3,913 % |
5,484 % |
5,771 % |
3,804 % |
4,204 % |
5,758 % |
|
134 |
3,915 % |
5,482 % |
5,766 % |
3,807 % |
4,203 % |
5,754 % |
|
135 |
3,917 % |
5,480 % |
5,762 % |
3,810 % |
4,203 % |
5,750 % |
|
136 |
3,919 % |
5,478 % |
5,758 % |
3,813 % |
4,203 % |
5,746 % |
|
137 |
3,921 % |
5,476 % |
5,754 % |
3,816 % |
4,203 % |
5,742 % |
|
138 |
3,923 % |
5,474 % |
5,750 % |
3,818 % |
4,203 % |
5,738 % |
|
139 |
3,925 % |
5,472 % |
5,746 % |
3,821 % |
4,203 % |
5,734 % |
|
140 |
3,927 % |
5,470 % |
5,742 % |
3,824 % |
4,203 % |
5,730 % |
|
141 |
3,929 % |
5,468 % |
5,738 % |
3,826 % |
4,203 % |
5,726 % |
|
142 |
3,931 % |
5,466 % |
5,734 % |
3,829 % |
4,203 % |
5,723 % |
|
143 |
3,933 % |
5,464 % |
5,731 % |
3,832 % |
4,203 % |
5,719 % |
|
144 |
3,935 % |
5,463 % |
5,727 % |
3,834 % |
4,203 % |
5,715 % |
|
145 |
3,937 % |
5,461 % |
5,723 % |
3,837 % |
4,203 % |
5,712 % |
|
146 |
3,938 % |
5,459 % |
5,720 % |
3,839 % |
4,203 % |
5,708 % |
|
147 |
3,940 % |
5,457 % |
5,716 % |
3,842 % |
4,203 % |
5,705 % |
|
148 |
3,942 % |
5,456 % |
5,713 % |
3,844 % |
4,203 % |
5,702 % |
|
149 |
3,944 % |
5,454 % |
5,709 % |
3,847 % |
4,203 % |
5,698 % |
|
150 |
3,945 % |
5,452 % |
5,706 % |
3,849 % |
4,203 % |
5,695 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
9,110 % |
3,308 % |
3,377 % |
9,575 % |
1,113 % |
1,354 % |
|
2 |
8,828 % |
3,391 % |
3,482 % |
8,797 % |
1,390 % |
1,426 % |
|
3 |
9,038 % |
3,452 % |
3,554 % |
8,418 % |
1,609 % |
1,495 % |
|
4 |
9,198 % |
3,530 % |
3,625 % |
8,240 % |
1,787 % |
1,554 % |
|
5 |
9,286 % |
3,634 % |
3,704 % |
8,112 % |
1,927 % |
1,608 % |
|
6 |
9,335 % |
3,788 % |
3,759 % |
8,002 % |
2,047 % |
1,649 % |
|
7 |
9,344 % |
3,941 % |
3,806 % |
7,906 % |
2,154 % |
1,687 % |
|
8 |
9,351 % |
4,062 % |
3,858 % |
7,821 % |
2,250 % |
1,727 % |
|
9 |
9,363 % |
4,153 % |
3,914 % |
7,739 % |
2,333 % |
1,765 % |
|
10 |
9,372 % |
4,222 % |
3,968 % |
7,654 % |
2,400 % |
1,796 % |
|
11 |
9,353 % |
4,274 % |
4,021 % |
7,565 % |
2,453 % |
1,819 % |
|
12 |
9,308 % |
4,314 % |
4,077 % |
7,472 % |
2,496 % |
1,833 % |
|
13 |
9,244 % |
4,345 % |
4,140 % |
7,377 % |
2,532 % |
1,839 % |
|
14 |
9,167 % |
4,368 % |
4,200 % |
7,282 % |
2,563 % |
1,839 % |
|
15 |
9,082 % |
4,386 % |
4,250 % |
7,188 % |
2,589 % |
1,833 % |
|
16 |
8,990 % |
4,400 % |
4,286 % |
7,096 % |
2,609 % |
1,824 % |
|
17 |
8,895 % |
4,410 % |
4,311 % |
7,006 % |
2,626 % |
1,817 % |
|
18 |
8,797 % |
4,418 % |
4,327 % |
6,918 % |
2,643 % |
1,815 % |
|
19 |
8,700 % |
4,423 % |
4,338 % |
6,834 % |
2,662 % |
1,821 % |
|
20 |
8,602 % |
4,427 % |
4,345 % |
6,752 % |
2,684 % |
1,837 % |
|
21 |
8,506 % |
4,429 % |
4,351 % |
6,673 % |
2,710 % |
1,865 % |
|
22 |
8,412 % |
4,430 % |
4,355 % |
6,597 % |
2,738 % |
1,900 % |
|
23 |
8,319 % |
4,430 % |
4,358 % |
6,524 % |
2,768 % |
1,941 % |
|
24 |
8,230 % |
4,429 % |
4,360 % |
6,454 % |
2,799 % |
1,986 % |
|
25 |
8,143 % |
4,428 % |
4,361 % |
6,386 % |
2,831 % |
2,034 % |
|
26 |
8,059 % |
4,426 % |
4,362 % |
6,322 % |
2,862 % |
2,082 % |
|
27 |
7,978 % |
4,424 % |
4,362 % |
6,260 % |
2,894 % |
2,132 % |
|
28 |
7,900 % |
4,421 % |
4,361 % |
6,201 % |
2,925 % |
2,181 % |
|
29 |
7,825 % |
4,418 % |
4,360 % |
6,145 % |
2,956 % |
2,229 % |
|
30 |
7,753 % |
4,416 % |
4,359 % |
6,091 % |
2,986 % |
2,277 % |
|
31 |
7,683 % |
4,412 % |
4,358 % |
6,039 % |
3,016 % |
2,324 % |
|
32 |
7,617 % |
4,409 % |
4,356 % |
5,990 % |
3,044 % |
2,370 % |
|
33 |
7,553 % |
4,406 % |
4,355 % |
5,943 % |
3,072 % |
2,414 % |
|
34 |
7,492 % |
4,403 % |
4,353 % |
5,897 % |
3,099 % |
2,457 % |
|
35 |
7,433 % |
4,399 % |
4,351 % |
5,854 % |
3,125 % |
2,499 % |
|
36 |
7,377 % |
4,396 % |
4,349 % |
5,813 % |
3,150 % |
2,540 % |
|
37 |
7,323 % |
4,393 % |
4,347 % |
5,773 % |
3,174 % |
2,578 % |
|
38 |
7,272 % |
4,389 % |
4,345 % |
5,735 % |
3,197 % |
2,616 % |
|
39 |
7,222 % |
4,386 % |
4,342 % |
5,698 % |
3,220 % |
2,652 % |
|
40 |
7,175 % |
4,383 % |
4,340 % |
5,663 % |
3,241 % |
2,687 % |
|
41 |
7,129 % |
4,380 % |
4,338 % |
5,630 % |
3,262 % |
2,721 % |
|
42 |
7,086 % |
4,377 % |
4,336 % |
5,598 % |
3,283 % |
2,753 % |
|
43 |
7,044 % |
4,374 % |
4,334 % |
5,567 % |
3,302 % |
2,784 % |
|
44 |
7,003 % |
4,371 % |
4,332 % |
5,537 % |
3,321 % |
2,814 % |
|
45 |
6,965 % |
4,368 % |
4,330 % |
5,509 % |
3,339 % |
2,843 % |
|
46 |
6,927 % |
4,365 % |
4,328 % |
5,481 % |
3,357 % |
2,871 % |
|
47 |
6,892 % |
4,362 % |
4,326 % |
5,455 % |
3,373 % |
2,898 % |
|
48 |
6,857 % |
4,359 % |
4,324 % |
5,430 % |
3,390 % |
2,924 % |
|
49 |
6,824 % |
4,356 % |
4,322 % |
5,405 % |
3,405 % |
2,949 % |
|
50 |
6,792 % |
4,354 % |
4,320 % |
5,382 % |
3,421 % |
2,973 % |
|
51 |
6,761 % |
4,351 % |
4,318 % |
5,359 % |
3,435 % |
2,996 % |
|
52 |
6,732 % |
4,349 % |
4,316 % |
5,337 % |
3,449 % |
3,019 % |
|
53 |
6,703 % |
4,346 % |
4,314 % |
5,316 % |
3,463 % |
3,040 % |
|
54 |
6,675 % |
4,344 % |
4,312 % |
5,296 % |
3,476 % |
3,061 % |
|
55 |
6,649 % |
4,342 % |
4,310 % |
5,276 % |
3,489 % |
3,081 % |
|
56 |
6,623 % |
4,339 % |
4,309 % |
5,257 % |
3,501 % |
3,101 % |
|
57 |
6,598 % |
4,337 % |
4,307 % |
5,239 % |
3,513 % |
3,120 % |
|
58 |
6,574 % |
4,335 % |
4,305 % |
5,221 % |
3,525 % |
3,138 % |
|
59 |
6,551 % |
4,333 % |
4,304 % |
5,204 % |
3,536 % |
3,156 % |
|
60 |
6,529 % |
4,331 % |
4,302 % |
5,187 % |
3,547 % |
3,173 % |
|
61 |
6,507 % |
4,329 % |
4,301 % |
5,171 % |
3,557 % |
3,190 % |
|
62 |
6,486 % |
4,327 % |
4,299 % |
5,155 % |
3,568 % |
3,206 % |
|
63 |
6,465 % |
4,325 % |
4,298 % |
5,140 % |
3,577 % |
3,221 % |
|
64 |
6,446 % |
4,323 % |
4,297 % |
5,126 % |
3,587 % |
3,236 % |
|
65 |
6,426 % |
4,321 % |
4,295 % |
5,111 % |
3,596 % |
3,251 % |
|
66 |
6,408 % |
4,320 % |
4,294 % |
5,098 % |
3,605 % |
3,265 % |
|
67 |
6,390 % |
4,318 % |
4,292 % |
5,084 % |
3,614 % |
3,279 % |
|
68 |
6,372 % |
4,316 % |
4,291 % |
5,071 % |
3,623 % |
3,293 % |
|
69 |
6,355 % |
4,315 % |
4,290 % |
5,059 % |
3,631 % |
3,306 % |
|
70 |
6,339 % |
4,313 % |
4,289 % |
5,046 % |
3,639 % |
3,318 % |
|
71 |
6,323 % |
4,312 % |
4,288 % |
5,034 % |
3,647 % |
3,331 % |
|
72 |
6,307 % |
4,310 % |
4,286 % |
5,023 % |
3,654 % |
3,343 % |
|
73 |
6,292 % |
4,309 % |
4,285 % |
5,012 % |
3,662 % |
3,354 % |
|
74 |
6,277 % |
4,307 % |
4,284 % |
5,001 % |
3,669 % |
3,366 % |
|
75 |
6,262 % |
4,306 % |
4,283 % |
4,990 % |
3,676 % |
3,377 % |
|
76 |
6,248 % |
4,305 % |
4,282 % |
4,979 % |
3,683 % |
3,387 % |
|
77 |
6,235 % |
4,303 % |
4,281 % |
4,969 % |
3,690 % |
3,398 % |
|
78 |
6,221 % |
4,302 % |
4,280 % |
4,959 % |
3,696 % |
3,408 % |
|
79 |
6,208 % |
4,301 % |
4,279 % |
4,950 % |
3,703 % |
3,418 % |
|
80 |
6,196 % |
4,299 % |
4,278 % |
4,940 % |
3,709 % |
3,428 % |
|
81 |
6,183 % |
4,298 % |
4,277 % |
4,931 % |
3,715 % |
3,437 % |
|
82 |
6,171 % |
4,297 % |
4,276 % |
4,922 % |
3,721 % |
3,447 % |
|
83 |
6,160 % |
4,296 % |
4,275 % |
4,914 % |
3,726 % |
3,456 % |
|
84 |
6,148 % |
4,295 % |
4,274 % |
4,905 % |
3,732 % |
3,464 % |
|
85 |
6,137 % |
4,294 % |
4,274 % |
4,897 % |
3,737 % |
3,473 % |
|
86 |
6,126 % |
4,293 % |
4,273 % |
4,889 % |
3,743 % |
3,481 % |
|
87 |
6,115 % |
4,292 % |
4,272 % |
4,881 % |
3,748 % |
3,490 % |
|
88 |
6,105 % |
4,290 % |
4,271 % |
4,873 % |
3,753 % |
3,498 % |
|
89 |
6,095 % |
4,289 % |
4,270 % |
4,865 % |
3,758 % |
3,506 % |
|
90 |
6,085 % |
4,288 % |
4,270 % |
4,858 % |
3,763 % |
3,513 % |
|
91 |
6,075 % |
4,288 % |
4,269 % |
4,851 % |
3,768 % |
3,521 % |
|
92 |
6,065 % |
4,287 % |
4,268 % |
4,844 % |
3,773 % |
3,528 % |
|
93 |
6,056 % |
4,286 % |
4,267 % |
4,837 % |
3,777 % |
3,535 % |
|
94 |
6,047 % |
4,285 % |
4,267 % |
4,830 % |
3,782 % |
3,542 % |
|
95 |
6,038 % |
4,284 % |
4,266 % |
4,823 % |
3,786 % |
3,549 % |
|
96 |
6,029 % |
4,283 % |
4,265 % |
4,817 % |
3,790 % |
3,556 % |
|
97 |
6,021 % |
4,282 % |
4,265 % |
4,810 % |
3,795 % |
3,563 % |
|
98 |
6,012 % |
4,281 % |
4,264 % |
4,804 % |
3,799 % |
3,569 % |
|
99 |
6,004 % |
4,280 % |
4,263 % |
4,798 % |
3,803 % |
3,576 % |
|
100 |
5,996 % |
4,280 % |
4,263 % |
4,792 % |
3,807 % |
3,582 % |
|
101 |
5,988 % |
4,279 % |
4,262 % |
4,786 % |
3,811 % |
3,588 % |
|
102 |
5,980 % |
4,278 % |
4,261 % |
4,780 % |
3,814 % |
3,594 % |
|
103 |
5,973 % |
4,277 % |
4,261 % |
4,775 % |
3,818 % |
3,600 % |
|
104 |
5,965 % |
4,277 % |
4,260 % |
4,769 % |
3,822 % |
3,605 % |
|
105 |
5,958 % |
4,276 % |
4,260 % |
4,764 % |
3,825 % |
3,611 % |
|
106 |
5,951 % |
4,275 % |
4,259 % |
4,758 % |
3,829 % |
3,617 % |
|
107 |
5,944 % |
4,275 % |
4,259 % |
4,753 % |
3,832 % |
3,622 % |
|
108 |
5,937 % |
4,274 % |
4,258 % |
4,748 % |
3,836 % |
3,627 % |
|
109 |
5,930 % |
4,273 % |
4,257 % |
4,743 % |
3,839 % |
3,633 % |
|
110 |
5,923 % |
4,272 % |
4,257 % |
4,738 % |
3,842 % |
3,638 % |
|
111 |
5,917 % |
4,272 % |
4,256 % |
4,733 % |
3,846 % |
3,643 % |
|
112 |
5,910 % |
4,271 % |
4,256 % |
4,728 % |
3,849 % |
3,648 % |
|
113 |
5,904 % |
4,271 % |
4,255 % |
4,724 % |
3,852 % |
3,653 % |
|
114 |
5,898 % |
4,270 % |
4,255 % |
4,719 % |
3,855 % |
3,657 % |
|
115 |
5,892 % |
4,269 % |
4,254 % |
4,715 % |
3,858 % |
3,662 % |
|
116 |
5,886 % |
4,269 % |
4,254 % |
4,710 % |
3,861 % |
3,667 % |
|
117 |
5,880 % |
4,268 % |
4,254 % |
4,706 % |
3,864 % |
3,671 % |
|
118 |
5,874 % |
4,268 % |
4,253 % |
4,701 % |
3,867 % |
3,676 % |
|
119 |
5,868 % |
4,267 % |
4,253 % |
4,697 % |
3,869 % |
3,680 % |
|
120 |
5,863 % |
4,266 % |
4,252 % |
4,693 % |
3,872 % |
3,685 % |
|
121 |
5,857 % |
4,266 % |
4,252 % |
4,689 % |
3,875 % |
3,689 % |
|
122 |
5,852 % |
4,265 % |
4,251 % |
4,685 % |
3,878 % |
3,693 % |
|
123 |
5,847 % |
4,265 % |
4,251 % |
4,681 % |
3,880 % |
3,697 % |
|
124 |
5,841 % |
4,264 % |
4,251 % |
4,677 % |
3,883 % |
3,701 % |
|
125 |
5,836 % |
4,264 % |
4,250 % |
4,673 % |
3,885 % |
3,705 % |
|
126 |
5,831 % |
4,263 % |
4,250 % |
4,670 % |
3,888 % |
3,709 % |
|
127 |
5,826 % |
4,263 % |
4,249 % |
4,666 % |
3,890 % |
3,713 % |
|
128 |
5,821 % |
4,262 % |
4,249 % |
4,662 % |
3,893 % |
3,717 % |
|
129 |
5,817 % |
4,262 % |
4,249 % |
4,659 % |
3,895 % |
3,720 % |
|
130 |
5,812 % |
4,261 % |
4,248 % |
4,655 % |
3,897 % |
3,724 % |
|
131 |
5,807 % |
4,261 % |
4,248 % |
4,652 % |
3,900 % |
3,728 % |
|
132 |
5,802 % |
4,260 % |
4,247 % |
4,648 % |
3,902 % |
3,731 % |
|
133 |
5,798 % |
4,260 % |
4,247 % |
4,645 % |
3,904 % |
3,735 % |
|
134 |
5,793 % |
4,260 % |
4,247 % |
4,641 % |
3,906 % |
3,738 % |
|
135 |
5,789 % |
4,259 % |
4,246 % |
4,638 % |
3,909 % |
3,742 % |
|
136 |
5,785 % |
4,259 % |
4,246 % |
4,635 % |
3,911 % |
3,745 % |
|
137 |
5,780 % |
4,258 % |
4,246 % |
4,632 % |
3,913 % |
3,748 % |
|
138 |
5,776 % |
4,258 % |
4,245 % |
4,629 % |
3,915 % |
3,752 % |
|
139 |
5,772 % |
4,257 % |
4,245 % |
4,626 % |
3,917 % |
3,755 % |
|
140 |
5,768 % |
4,257 % |
4,245 % |
4,623 % |
3,919 % |
3,758 % |
|
141 |
5,764 % |
4,257 % |
4,244 % |
4,620 % |
3,921 % |
3,761 % |
|
142 |
5,760 % |
4,256 % |
4,244 % |
4,617 % |
3,923 % |
3,764 % |
|
143 |
5,756 % |
4,256 % |
4,244 % |
4,614 % |
3,925 % |
3,767 % |
|
144 |
5,752 % |
4,255 % |
4,244 % |
4,611 % |
3,927 % |
3,770 % |
|
145 |
5,748 % |
4,255 % |
4,243 % |
4,608 % |
3,929 % |
3,773 % |
|
146 |
5,745 % |
4,255 % |
4,243 % |
4,605 % |
3,930 % |
3,776 % |
|
147 |
5,741 % |
4,254 % |
4,243 % |
4,602 % |
3,932 % |
3,779 % |
|
148 |
5,737 % |
4,254 % |
4,242 % |
4,600 % |
3,934 % |
3,782 % |
|
149 |
5,734 % |
4,254 % |
4,242 % |
4,597 % |
3,936 % |
3,785 % |
|
150 |
5,730 % |
4,253 % |
4,242 % |
4,594 % |
3,938 % |
3,787 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
12,240 % |
1,228 % |
– 0,055 % |
|
2 |
11,933 % |
1,465 % |
– 0,047 % |
|
3 |
11,714 % |
1,659 % |
– 0,036 % |
|
4 |
11,605 % |
1,801 % |
– 0,018 % |
|
5 |
11,498 % |
1,912 % |
0,006 % |
|
6 |
11,299 % |
2,006 % |
0,033 % |
|
7 |
11,078 % |
2,085 % |
0,061 % |
|
8 |
10,888 % |
2,152 % |
0,094 % |
|
9 |
10,722 % |
2,211 % |
0,129 % |
|
10 |
10,564 % |
2,264 % |
0,166 % |
|
11 |
10,404 % |
2,311 % |
0,207 % |
|
12 |
10,244 % |
2,353 % |
0,251 % |
|
13 |
10,086 % |
2,388 % |
0,299 % |
|
14 |
9,929 % |
2,416 % |
0,347 % |
|
15 |
9,776 % |
2,440 % |
0,395 % |
|
16 |
9,627 % |
2,461 % |
0,441 % |
|
17 |
9,482 % |
2,479 % |
0,485 % |
|
18 |
9,342 % |
2,495 % |
0,526 % |
|
19 |
9,207 % |
2,508 % |
0,563 % |
|
20 |
9,078 % |
2,519 % |
0,597 % |
|
21 |
8,953 % |
2,526 % |
0,627 % |
|
22 |
8,833 % |
2,531 % |
0,653 % |
|
23 |
8,718 % |
2,535 % |
0,674 % |
|
24 |
8,608 % |
2,538 % |
0,691 % |
|
25 |
8,503 % |
2,539 % |
0,704 % |
|
26 |
8,403 % |
2,540 % |
0,712 % |
|
27 |
8,307 % |
2,541 % |
0,718 % |
|
28 |
8,215 % |
2,541 % |
0,727 % |
|
29 |
8,128 % |
2,541 % |
0,739 % |
|
30 |
8,044 % |
2,541 % |
0,757 % |
|
31 |
7,964 % |
2,541 % |
0,781 % |
|
32 |
7,888 % |
2,541 % |
0,811 % |
|
33 |
7,815 % |
2,540 % |
0,845 % |
|
34 |
7,746 % |
2,539 % |
0,881 % |
|
35 |
7,679 % |
2,537 % |
0,919 % |
|
36 |
7,616 % |
2,534 % |
0,959 % |
|
37 |
7,555 % |
2,530 % |
0,999 % |
|
38 |
7,497 % |
2,525 % |
1,040 % |
|
39 |
7,442 % |
2,518 % |
1,080 % |
|
40 |
7,388 % |
2,509 % |
1,120 % |
|
41 |
7,337 % |
2,499 % |
1,160 % |
|
42 |
7,288 % |
2,489 % |
1,199 % |
|
43 |
7,242 % |
2,479 % |
1,237 % |
|
44 |
7,197 % |
2,469 % |
1,275 % |
|
45 |
7,153 % |
2,462 % |
1,312 % |
|
46 |
7,112 % |
2,456 % |
1,347 % |
|
47 |
7,072 % |
2,453 % |
1,382 % |
|
48 |
7,034 % |
2,453 % |
1,416 % |
|
49 |
6,997 % |
2,455 % |
1,449 % |
|
50 |
6,962 % |
2,461 % |
1,481 % |
|
51 |
6,927 % |
2,470 % |
1,512 % |
|
52 |
6,895 % |
2,481 % |
1,542 % |
|
53 |
6,863 % |
2,495 % |
1,572 % |
|
54 |
6,832 % |
2,510 % |
1,600 % |
|
55 |
6,803 % |
2,527 % |
1,628 % |
|
56 |
6,774 % |
2,544 % |
1,654 % |
|
57 |
6,747 % |
2,563 % |
1,680 % |
|
58 |
6,720 % |
2,582 % |
1,705 % |
|
59 |
6,694 % |
2,601 % |
1,730 % |
|
60 |
6,670 % |
2,621 % |
1,753 % |
|
61 |
6,645 % |
2,641 % |
1,776 % |
|
62 |
6,622 % |
2,661 % |
1,799 % |
|
63 |
6,599 % |
2,680 % |
1,820 % |
|
64 |
6,578 % |
2,700 % |
1,841 % |
|
65 |
6,556 % |
2,720 % |
1,862 % |
|
66 |
6,536 % |
2,739 % |
1,882 % |
|
67 |
6,516 % |
2,758 % |
1,901 % |
|
68 |
6,496 % |
2,777 % |
1,920 % |
|
69 |
6,478 % |
2,795 % |
1,938 % |
|
70 |
6,459 % |
2,813 % |
1,956 % |
|
71 |
6,441 % |
2,831 % |
1,973 % |
|
72 |
6,424 % |
2,849 % |
1,990 % |
|
73 |
6,407 % |
2,866 % |
2,006 % |
|
74 |
6,391 % |
2,883 % |
2,022 % |
|
75 |
6,375 % |
2,900 % |
2,038 % |
|
76 |
6,359 % |
2,916 % |
2,053 % |
|
77 |
6,344 % |
2,932 % |
2,068 % |
|
78 |
6,330 % |
2,947 % |
2,082 % |
|
79 |
6,315 % |
2,963 % |
2,096 % |
|
80 |
6,301 % |
2,978 % |
2,110 % |
|
81 |
6,288 % |
2,992 % |
2,123 % |
|
82 |
6,274 % |
3,006 % |
2,136 % |
|
83 |
6,261 % |
3,020 % |
2,149 % |
|
84 |
6,249 % |
3,034 % |
2,161 % |
|
85 |
6,236 % |
3,048 % |
2,174 % |
|
86 |
6,224 % |
3,061 % |
2,185 % |
|
87 |
6,212 % |
3,073 % |
2,197 % |
|
88 |
6,201 % |
3,086 % |
2,208 % |
|
89 |
6,189 % |
3,098 % |
2,219 % |
|
90 |
6,178 % |
3,110 % |
2,230 % |
|
91 |
6,168 % |
3,122 % |
2,241 % |
|
92 |
6,157 % |
3,134 % |
2,251 % |
|
93 |
6,147 % |
3,145 % |
2,261 % |
|
94 |
6,137 % |
3,156 % |
2,271 % |
|
95 |
6,127 % |
3,167 % |
2,281 % |
|
96 |
6,117 % |
3,178 % |
2,291 % |
|
97 |
6,107 % |
3,188 % |
2,300 % |
|
98 |
6,098 % |
3,198 % |
2,309 % |
|
99 |
6,089 % |
3,208 % |
2,318 % |
|
100 |
6,080 % |
3,218 % |
2,327 % |
|
101 |
6,071 % |
3,228 % |
2,335 % |
|
102 |
6,063 % |
3,237 % |
2,344 % |
|
103 |
6,054 % |
3,247 % |
2,352 % |
|
104 |
6,046 % |
3,256 % |
2,360 % |
|
105 |
6,038 % |
3,265 % |
2,368 % |
|
106 |
6,030 % |
3,273 % |
2,376 % |
|
107 |
6,022 % |
3,282 % |
2,384 % |
|
108 |
6,015 % |
3,291 % |
2,391 % |
|
109 |
6,007 % |
3,299 % |
2,399 % |
|
110 |
6,000 % |
3,307 % |
2,406 % |
|
111 |
5,993 % |
3,315 % |
2,413 % |
|
112 |
5,985 % |
3,323 % |
2,420 % |
|
113 |
5,978 % |
3,331 % |
2,427 % |
|
114 |
5,972 % |
3,338 % |
2,434 % |
|
115 |
5,965 % |
3,346 % |
2,440 % |
|
116 |
5,958 % |
3,353 % |
2,447 % |
|
117 |
5,952 % |
3,360 % |
2,453 % |
|
118 |
5,945 % |
3,367 % |
2,459 % |
|
119 |
5,939 % |
3,374 % |
2,466 % |
|
120 |
5,933 % |
3,381 % |
2,472 % |
|
121 |
5,927 % |
3,388 % |
2,478 % |
|
122 |
5,921 % |
3,394 % |
2,484 % |
|
123 |
5,915 % |
3,401 % |
2,489 % |
|
124 |
5,909 % |
3,407 % |
2,495 % |
|
125 |
5,904 % |
3,414 % |
2,501 % |
|
126 |
5,898 % |
3,420 % |
2,506 % |
|
127 |
5,892 % |
3,426 % |
2,512 % |
|
128 |
5,887 % |
3,432 % |
2,517 % |
|
129 |
5,882 % |
3,438 % |
2,522 % |
|
130 |
5,876 % |
3,444 % |
2,528 % |
|
131 |
5,871 % |
3,450 % |
2,533 % |
|
132 |
5,866 % |
3,455 % |
2,538 % |
|
133 |
5,861 % |
3,461 % |
2,543 % |
|
134 |
5,856 % |
3,466 % |
2,548 % |
|
135 |
5,851 % |
3,472 % |
2,552 % |
|
136 |
5,846 % |
3,477 % |
2,557 % |
|
137 |
5,842 % |
3,482 % |
2,562 % |
|
138 |
5,837 % |
3,487 % |
2,566 % |
|
139 |
5,832 % |
3,493 % |
2,571 % |
|
140 |
5,828 % |
3,498 % |
2,575 % |
|
141 |
5,823 % |
3,503 % |
2,580 % |
|
142 |
5,819 % |
3,507 % |
2,584 % |
|
143 |
5,815 % |
3,512 % |
2,589 % |
|
144 |
5,810 % |
3,517 % |
2,593 % |
|
145 |
5,806 % |
3,522 % |
2,597 % |
|
146 |
5,802 % |
3,526 % |
2,601 % |
|
147 |
5,798 % |
3,531 % |
2,605 % |
|
148 |
5,794 % |
3,535 % |
2,609 % |
|
149 |
5,790 % |
3,540 % |
2,613 % |
|
150 |
5,786 % |
3,544 % |
2,617 % |
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 |
2 |
|
2 |
0 |
0 |
42 |
5 |
2 |
45 |
1 |
|
3 |
0 |
2 |
48 |
5 |
3 |
51 |
1 |
|
4 |
0 |
3 |
51 |
5 |
5 |
52 |
0 |
|
5 |
1 |
5 |
56 |
5 |
7 |
54 |
0 |
|
6 |
2 |
6 |
58 |
5 |
8 |
56 |
0 |
|
7 |
3 |
6 |
62 |
5 |
11 |
57 |
0 |
|
8 |
3 |
7 |
63 |
5 |
13 |
56 |
0 |
|
9 |
4 |
8 |
65 |
5 |
14 |
53 |
0 |
|
10 |
4 |
9 |
67 |
5 |
15 |
52 |
1 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
429 |
4 |
18 |
|
2 |
0 |
0 |
0 |
0 |
261 |
4 |
25 |
|
3 |
2 |
0 |
0 |
0 |
230 |
4 |
28 |
|
4 |
3 |
0 |
0 |
0 |
198 |
4 |
29 |
|
5 |
5 |
0 |
0 |
0 |
180 |
4 |
30 |
|
6 |
6 |
0 |
0 |
0 |
177 |
4 |
32 |
|
7 |
6 |
0 |
0 |
0 |
173 |
4 |
32 |
|
8 |
7 |
1 |
2 |
0 |
178 |
2 |
33 |
|
9 |
8 |
1 |
3 |
0 |
180 |
1 |
34 |
|
10 |
9 |
1 |
3 |
0 |
182 |
4 |
34 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Portugal |
|
1 |
6 |
6 |
6 |
0 |
18 |
0 |
27 |
|
2 |
14 |
12 |
13 |
0 |
25 |
0 |
45 |
|
3 |
18 |
16 |
16 |
0 |
28 |
0 |
51 |
|
4 |
20 |
18 |
18 |
0 |
29 |
0 |
52 |
|
5 |
22 |
20 |
20 |
0 |
30 |
0 |
54 |
|
6 |
23 |
21 |
22 |
0 |
32 |
0 |
56 |
|
7 |
24 |
23 |
23 |
0 |
32 |
0 |
57 |
|
8 |
26 |
24 |
24 |
2 |
33 |
0 |
56 |
|
9 |
27 |
25 |
25 |
3 |
34 |
1 |
53 |
|
10 |
29 |
26 |
26 |
3 |
34 |
1 |
52 |
|
Duration (in years) |
Rumania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
Liechtenstein |
|
1 |
10 |
14 |
21 |
6 |
0 |
0 |
0 |
|
2 |
18 |
18 |
24 |
13 |
0 |
0 |
0 |
|
3 |
21 |
21 |
29 |
16 |
0 |
0 |
0 |
|
4 |
22 |
22 |
34 |
18 |
0 |
0 |
0 |
|
5 |
24 |
23 |
37 |
20 |
0 |
0 |
0 |
|
6 |
25 |
25 |
41 |
22 |
0 |
0 |
0 |
|
7 |
27 |
26 |
42 |
23 |
0 |
0 |
0 |
|
8 |
29 |
27 |
43 |
24 |
0 |
0 |
0 |
|
9 |
30 |
27 |
44 |
25 |
0 |
0 |
0 |
|
10 |
28 |
27 |
44 |
26 |
0 |
0 |
0 |
|
Duration (in years) |
Norway |
Australia |
Brazil |
Canada |
Chile |
China |
Colombia |
|
1 |
0 |
0 |
12 |
0 |
17 |
0 |
11 |
|
2 |
0 |
0 |
12 |
0 |
19 |
0 |
19 |
|
3 |
0 |
0 |
12 |
0 |
18 |
1 |
30 |
|
4 |
0 |
0 |
12 |
0 |
17 |
2 |
39 |
|
5 |
0 |
0 |
12 |
0 |
16 |
2 |
41 |
|
6 |
0 |
0 |
12 |
0 |
15 |
3 |
44 |
|
7 |
0 |
0 |
12 |
0 |
14 |
4 |
47 |
|
8 |
0 |
0 |
12 |
0 |
15 |
8 |
44 |
|
9 |
0 |
0 |
12 |
0 |
16 |
5 |
41 |
|
10 |
0 |
0 |
12 |
0 |
13 |
5 |
44 |
|
Duration (in years) |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
New Zealand |
Russia |
|
1 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
2 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
3 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
4 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
5 |
0 |
9 |
0 |
0 |
10 |
0 |
2 |
|
6 |
0 |
9 |
0 |
0 |
10 |
0 |
6 |
|
7 |
0 |
9 |
0 |
0 |
10 |
0 |
8 |
|
8 |
0 |
9 |
0 |
0 |
10 |
0 |
13 |
|
9 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
10 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
Duration (in years) |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
United States |
|
1 |
0 |
3 |
10 |
0 |
4 |
0 |
|
2 |
0 |
7 |
12 |
0 |
4 |
0 |
|
3 |
0 |
7 |
12 |
0 |
4 |
0 |
|
4 |
0 |
6 |
14 |
0 |
4 |
0 |
|
5 |
0 |
4 |
15 |
0 |
4 |
0 |
|
6 |
0 |
5 |
16 |
0 |
4 |
0 |
|
7 |
0 |
6 |
16 |
0 |
4 |
0 |
|
8 |
0 |
7 |
16 |
0 |
4 |
0 |
|
9 |
0 |
8 |
16 |
0 |
4 |
0 |
|
10 |
0 |
9 |
16 |
0 |
4 |
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 |
48 |
128 |
243 |
588 |
1 211 |
|
2 |
6 |
21 |
48 |
128 |
243 |
588 |
993 |
|
3 |
7 |
24 |
49 |
120 |
239 |
585 |
821 |
|
4 |
8 |
26 |
51 |
122 |
238 |
583 |
687 |
|
5 |
10 |
29 |
57 |
125 |
238 |
583 |
583 |
|
6 |
11 |
31 |
60 |
129 |
238 |
583 |
583 |
|
7 |
12 |
34 |
62 |
131 |
238 |
583 |
583 |
|
8 |
12 |
34 |
61 |
130 |
238 |
583 |
583 |
|
9 |
12 |
35 |
61 |
128 |
238 |
583 |
583 |
|
10 |
13 |
36 |
61 |
128 |
238 |
583 |
583 |
|
11 |
13 |
37 |
62 |
128 |
238 |
583 |
583 |
|
12 |
14 |
38 |
62 |
128 |
238 |
583 |
583 |
|
13 |
14 |
39 |
62 |
128 |
238 |
583 |
583 |
|
14 |
14 |
39 |
62 |
128 |
238 |
583 |
583 |
|
15 |
14 |
39 |
62 |
128 |
238 |
583 |
583 |
|
16 |
14 |
39 |
62 |
128 |
238 |
583 |
583 |
|
17 |
14 |
39 |
62 |
128 |
238 |
583 |
583 |
|
18 |
14 |
39 |
62 |
128 |
238 |
583 |
583 |
|
19 |
14 |
39 |
62 |
128 |
238 |
583 |
583 |
|
20 |
14 |
39 |
62 |
128 |
238 |
583 |
583 |
|
21 |
15 |
39 |
62 |
128 |
238 |
583 |
583 |
|
22 |
15 |
39 |
62 |
128 |
238 |
583 |
583 |
|
23 |
16 |
39 |
62 |
128 |
238 |
583 |
583 |
|
24 |
17 |
39 |
62 |
128 |
238 |
583 |
583 |
|
25 |
17 |
39 |
62 |
128 |
238 |
583 |
583 |
|
26 |
18 |
39 |
62 |
128 |
238 |
583 |
583 |
|
27 |
19 |
39 |
62 |
128 |
238 |
583 |
583 |
|
28 |
20 |
39 |
62 |
128 |
238 |
583 |
583 |
|
29 |
20 |
39 |
62 |
128 |
238 |
583 |
583 |
|
30 |
20 |
39 |
62 |
128 |
238 |
583 |
583 |
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 |
26 |
52 |
133 |
247 |
593 |
1 221 |
|
2 |
12 |
28 |
54 |
135 |
249 |
595 |
1 001 |
|
3 |
14 |
30 |
55 |
127 |
246 |
591 |
828 |
|
4 |
15 |
33 |
58 |
129 |
245 |
590 |
693 |
|
5 |
16 |
35 |
63 |
131 |
244 |
590 |
590 |
|
6 |
17 |
37 |
66 |
135 |
244 |
589 |
589 |
|
7 |
18 |
39 |
67 |
137 |
243 |
589 |
589 |
|
8 |
17 |
39 |
66 |
134 |
242 |
588 |
588 |
|
9 |
17 |
40 |
66 |
133 |
242 |
588 |
588 |
|
10 |
17 |
41 |
66 |
132 |
242 |
588 |
588 |
|
11 |
17 |
41 |
65 |
132 |
241 |
587 |
587 |
|
12 |
17 |
41 |
65 |
131 |
241 |
587 |
587 |
|
13 |
17 |
41 |
64 |
131 |
240 |
586 |
586 |
|
14 |
17 |
41 |
64 |
130 |
240 |
585 |
585 |
|
15 |
16 |
41 |
63 |
130 |
239 |
585 |
585 |
|
16 |
15 |
40 |
63 |
129 |
238 |
584 |
584 |
|
17 |
15 |
40 |
62 |
129 |
238 |
584 |
584 |
|
18 |
15 |
40 |
62 |
129 |
238 |
584 |
584 |
|
19 |
15 |
40 |
62 |
129 |
238 |
584 |
584 |
|
20 |
15 |
40 |
63 |
129 |
239 |
584 |
584 |
|
21 |
16 |
40 |
63 |
129 |
239 |
585 |
585 |
|
22 |
16 |
41 |
63 |
130 |
239 |
585 |
585 |
|
23 |
17 |
41 |
63 |
130 |
239 |
585 |
585 |
|
24 |
17 |
41 |
63 |
130 |
239 |
585 |
585 |
|
25 |
17 |
41 |
63 |
130 |
239 |
585 |
585 |
|
26 |
18 |
41 |
63 |
130 |
239 |
585 |
585 |
|
27 |
19 |
41 |
64 |
130 |
239 |
585 |
585 |
|
28 |
20 |
41 |
63 |
130 |
239 |
585 |
585 |
|
29 |
20 |
41 |
63 |
130 |
239 |
585 |
585 |
|
30 |
20 |
41 |
63 |
130 |
239 |
585 |
585 |
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 |
48 |
128 |
242 |
588 |
1 211 |
|
2 |
6 |
21 |
48 |
128 |
242 |
588 |
992 |
|
3 |
7 |
23 |
48 |
120 |
239 |
584 |
821 |
|
4 |
8 |
26 |
51 |
122 |
238 |
583 |
687 |
|
5 |
10 |
29 |
57 |
124 |
237 |
583 |
583 |
|
6 |
11 |
31 |
60 |
129 |
237 |
583 |
583 |
|
7 |
12 |
34 |
62 |
131 |
237 |
583 |
583 |
|
8 |
12 |
34 |
61 |
129 |
237 |
583 |
583 |
|
9 |
12 |
35 |
61 |
128 |
237 |
583 |
583 |
|
10 |
13 |
36 |
61 |
128 |
237 |
583 |
583 |
|
11 |
13 |
37 |
61 |
128 |
237 |
583 |
583 |
|
12 |
14 |
38 |
61 |
128 |
237 |
583 |
583 |
|
13 |
14 |
39 |
61 |
128 |
237 |
583 |
583 |
|
14 |
14 |
39 |
61 |
128 |
237 |
583 |
583 |
|
15 |
14 |
39 |
61 |
128 |
237 |
583 |
583 |
|
16 |
14 |
39 |
61 |
128 |
237 |
583 |
583 |
|
17 |
14 |
39 |
61 |
128 |
237 |
583 |
583 |
|
18 |
14 |
39 |
61 |
128 |
237 |
583 |
583 |
|
19 |
14 |
39 |
61 |
128 |
237 |
583 |
583 |
|
20 |
14 |
39 |
61 |
128 |
237 |
583 |
583 |
|
21 |
15 |
39 |
61 |
128 |
237 |
583 |
583 |
|
22 |
15 |
39 |
61 |
128 |
237 |
583 |
583 |
|
23 |
16 |
39 |
61 |
128 |
237 |
583 |
583 |
|
24 |
17 |
39 |
61 |
128 |
237 |
583 |
583 |
|
25 |
17 |
39 |
61 |
128 |
237 |
583 |
583 |
|
26 |
18 |
39 |
61 |
128 |
237 |
583 |
583 |
|
27 |
19 |
39 |
61 |
128 |
237 |
583 |
583 |
|
28 |
20 |
39 |
61 |
128 |
237 |
583 |
583 |
|
29 |
20 |
39 |
61 |
128 |
237 |
583 |
583 |
|
30 |
20 |
39 |
61 |
128 |
237 |
583 |
583 |
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 |
87 |
102 |
129 |
210 |
324 |
670 |
1 219 |
|
2 |
82 |
97 |
124 |
205 |
319 |
665 |
1 006 |
|
3 |
86 |
102 |
128 |
199 |
318 |
663 |
834 |
|
4 |
84 |
102 |
127 |
198 |
314 |
659 |
700 |
|
5 |
83 |
102 |
130 |
198 |
311 |
656 |
656 |
|
6 |
82 |
102 |
131 |
200 |
308 |
654 |
654 |
|
7 |
80 |
102 |
130 |
200 |
306 |
651 |
651 |
|
8 |
79 |
101 |
128 |
196 |
304 |
650 |
650 |
|
9 |
78 |
100 |
127 |
194 |
303 |
649 |
649 |
|
10 |
74 |
97 |
123 |
189 |
299 |
645 |
645 |
|
11 |
72 |
96 |
120 |
186 |
296 |
642 |
642 |
|
12 |
70 |
95 |
118 |
185 |
294 |
640 |
640 |
|
13 |
70 |
94 |
117 |
184 |
293 |
639 |
639 |
|
14 |
69 |
94 |
117 |
183 |
293 |
638 |
638 |
|
15 |
69 |
94 |
116 |
183 |
292 |
638 |
638 |
|
16 |
68 |
93 |
115 |
182 |
291 |
637 |
637 |
|
17 |
68 |
92 |
115 |
181 |
291 |
637 |
637 |
|
18 |
67 |
92 |
114 |
180 |
290 |
636 |
636 |
|
19 |
66 |
91 |
113 |
180 |
289 |
635 |
635 |
|
20 |
65 |
90 |
112 |
179 |
288 |
634 |
634 |
|
21 |
65 |
89 |
112 |
178 |
288 |
634 |
634 |
|
22 |
64 |
88 |
111 |
177 |
287 |
633 |
633 |
|
23 |
63 |
87 |
110 |
176 |
286 |
632 |
632 |
|
24 |
62 |
86 |
109 |
175 |
285 |
631 |
631 |
|
25 |
61 |
85 |
108 |
174 |
284 |
630 |
630 |
|
26 |
59 |
84 |
107 |
173 |
283 |
628 |
628 |
|
27 |
58 |
83 |
106 |
172 |
282 |
627 |
627 |
|
28 |
57 |
82 |
104 |
171 |
280 |
626 |
626 |
|
29 |
56 |
81 |
103 |
170 |
279 |
625 |
625 |
|
30 |
55 |
80 |
102 |
169 |
278 |
624 |
624 |
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 |
52 |
132 |
246 |
592 |
1 207 |
|
2 |
12 |
27 |
54 |
134 |
248 |
594 |
990 |
|
3 |
14 |
30 |
56 |
127 |
246 |
591 |
820 |
|
4 |
16 |
34 |
59 |
129 |
245 |
591 |
687 |
|
5 |
17 |
36 |
64 |
132 |
245 |
591 |
591 |
|
6 |
18 |
39 |
68 |
137 |
245 |
591 |
591 |
|
7 |
19 |
41 |
69 |
138 |
245 |
590 |
590 |
|
8 |
19 |
41 |
68 |
136 |
244 |
590 |
590 |
|
9 |
18 |
41 |
67 |
134 |
244 |
589 |
589 |
|
10 |
18 |
42 |
67 |
133 |
243 |
589 |
589 |
|
11 |
18 |
42 |
67 |
133 |
243 |
588 |
588 |
|
12 |
18 |
43 |
66 |
133 |
242 |
588 |
588 |
|
13 |
18 |
43 |
66 |
132 |
242 |
588 |
588 |
|
14 |
18 |
43 |
65 |
132 |
241 |
587 |
587 |
|
15 |
18 |
43 |
65 |
131 |
241 |
587 |
587 |
|
16 |
17 |
42 |
64 |
131 |
240 |
586 |
586 |
|
17 |
17 |
42 |
64 |
131 |
240 |
586 |
586 |
|
18 |
17 |
42 |
64 |
131 |
240 |
586 |
586 |
|
19 |
17 |
42 |
64 |
131 |
240 |
586 |
586 |
|
20 |
17 |
42 |
65 |
131 |
241 |
586 |
586 |
|
21 |
18 |
42 |
65 |
131 |
241 |
587 |
587 |
|
22 |
18 |
43 |
65 |
132 |
241 |
587 |
587 |
|
23 |
18 |
43 |
65 |
132 |
241 |
587 |
587 |
|
24 |
18 |
43 |
65 |
132 |
241 |
587 |
587 |
|
25 |
18 |
43 |
65 |
132 |
241 |
587 |
587 |
|
26 |
18 |
43 |
65 |
132 |
241 |
587 |
587 |
|
27 |
19 |
43 |
65 |
132 |
241 |
587 |
587 |
|
28 |
20 |
43 |
65 |
132 |
241 |
587 |
587 |
|
29 |
20 |
43 |
65 |
132 |
241 |
587 |
587 |
|
30 |
21 |
43 |
65 |
132 |
241 |
587 |
587 |
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 |
53 |
68 |
95 |
175 |
290 |
635 |
1 224 |
|
2 |
57 |
72 |
99 |
179 |
293 |
639 |
1 010 |
|
3 |
62 |
79 |
104 |
175 |
294 |
640 |
841 |
|
4 |
66 |
84 |
109 |
179 |
295 |
641 |
706 |
|
5 |
68 |
87 |
115 |
183 |
296 |
641 |
641 |
|
6 |
69 |
89 |
118 |
187 |
295 |
641 |
641 |
|
7 |
69 |
91 |
119 |
188 |
295 |
640 |
640 |
|
8 |
68 |
90 |
117 |
185 |
293 |
639 |
639 |
|
9 |
67 |
89 |
115 |
183 |
292 |
638 |
638 |
|
10 |
65 |
89 |
114 |
181 |
290 |
636 |
636 |
|
11 |
64 |
88 |
113 |
179 |
289 |
634 |
634 |
|
12 |
63 |
88 |
111 |
177 |
287 |
633 |
633 |
|
13 |
62 |
87 |
109 |
176 |
285 |
631 |
631 |
|
14 |
61 |
85 |
108 |
174 |
284 |
630 |
630 |
|
15 |
59 |
84 |
107 |
173 |
283 |
628 |
628 |
|
16 |
58 |
83 |
105 |
172 |
281 |
627 |
627 |
|
17 |
57 |
82 |
104 |
171 |
280 |
626 |
626 |
|
18 |
56 |
81 |
104 |
170 |
280 |
625 |
625 |
|
19 |
56 |
80 |
103 |
169 |
279 |
625 |
625 |
|
20 |
55 |
80 |
102 |
169 |
278 |
624 |
624 |
|
21 |
54 |
79 |
101 |
168 |
277 |
623 |
623 |
|
22 |
53 |
78 |
101 |
167 |
277 |
623 |
623 |
|
23 |
53 |
77 |
100 |
166 |
276 |
622 |
622 |
|
24 |
52 |
77 |
99 |
165 |
275 |
621 |
621 |
|
25 |
51 |
76 |
98 |
165 |
274 |
620 |
620 |
|
26 |
50 |
75 |
97 |
164 |
273 |
619 |
619 |
|
27 |
49 |
74 |
96 |
163 |
272 |
618 |
618 |
|
28 |
48 |
73 |
96 |
162 |
272 |
617 |
617 |
|
29 |
48 |
72 |
95 |
161 |
271 |
616 |
616 |
|
30 |
47 |
71 |
94 |
160 |
270 |
616 |
616 |
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 |
47 |
128 |
242 |
588 |
1 210 |
|
2 |
5 |
20 |
47 |
128 |
242 |
588 |
992 |
|
3 |
6 |
23 |
48 |
119 |
238 |
584 |
820 |
|
4 |
7 |
25 |
51 |
121 |
237 |
583 |
686 |
|
5 |
9 |
28 |
56 |
124 |
237 |
583 |
583 |
|
6 |
10 |
30 |
59 |
128 |
237 |
583 |
583 |
|
7 |
11 |
33 |
61 |
131 |
237 |
583 |
583 |
|
8 |
11 |
33 |
61 |
129 |
237 |
583 |
583 |
|
9 |
11 |
34 |
60 |
127 |
237 |
583 |
583 |
|
10 |
12 |
36 |
61 |
127 |
237 |
583 |
583 |
|
11 |
13 |
37 |
61 |
127 |
237 |
583 |
583 |
|
12 |
13 |
37 |
61 |
127 |
237 |
583 |
583 |
|
13 |
13 |
38 |
61 |
127 |
237 |
583 |
583 |
|
14 |
14 |
38 |
61 |
127 |
237 |
583 |
583 |
|
15 |
14 |
38 |
61 |
127 |
237 |
583 |
583 |
|
16 |
13 |
38 |
61 |
127 |
237 |
583 |
583 |
|
17 |
13 |
38 |
61 |
127 |
237 |
583 |
583 |
|
18 |
13 |
38 |
61 |
127 |
237 |
583 |
583 |
|
19 |
14 |
38 |
61 |
127 |
237 |
583 |
583 |
|
20 |
14 |
38 |
61 |
127 |
237 |
583 |
583 |
|
21 |
15 |
38 |
61 |
127 |
237 |
583 |
583 |
|
22 |
15 |
38 |
61 |
127 |
237 |
583 |
583 |
|
23 |
16 |
38 |
61 |
127 |
237 |
583 |
583 |
|
24 |
17 |
38 |
61 |
127 |
237 |
583 |
583 |
|
25 |
17 |
38 |
61 |
127 |
237 |
583 |
583 |
|
26 |
18 |
38 |
61 |
127 |
237 |
583 |
583 |
|
27 |
19 |
38 |
61 |
127 |
237 |
583 |
583 |
|
28 |
20 |
38 |
61 |
127 |
237 |
583 |
583 |
|
29 |
20 |
38 |
61 |
127 |
237 |
583 |
583 |
|
30 |
20 |
38 |
61 |
127 |
237 |
583 |
583 |
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 |
58 |
160 |
261 |
606 |
1 224 |
|
2 |
7 |
25 |
58 |
160 |
261 |
606 |
1 003 |
|
3 |
8 |
27 |
57 |
144 |
257 |
602 |
830 |
|
4 |
9 |
30 |
59 |
132 |
255 |
601 |
694 |
|
5 |
11 |
31 |
60 |
119 |
254 |
600 |
600 |
|
6 |
13 |
35 |
63 |
110 |
253 |
598 |
598 |
|
7 |
15 |
37 |
63 |
102 |
251 |
597 |
597 |
|
8 |
16 |
38 |
61 |
94 |
250 |
596 |
596 |
|
9 |
18 |
45 |
65 |
88 |
249 |
595 |
595 |
|
10 |
18 |
45 |
62 |
84 |
248 |
594 |
594 |
|
11 |
17 |
44 |
60 |
83 |
248 |
593 |
593 |
|
12 |
16 |
43 |
60 |
84 |
247 |
593 |
593 |
|
13 |
16 |
44 |
61 |
84 |
246 |
592 |
592 |
|
14 |
16 |
44 |
61 |
84 |
245 |
591 |
591 |
|
15 |
16 |
44 |
61 |
84 |
244 |
590 |
590 |
|
16 |
16 |
44 |
61 |
84 |
243 |
589 |
589 |
|
17 |
16 |
44 |
61 |
84 |
242 |
588 |
588 |
|
18 |
16 |
44 |
61 |
84 |
241 |
587 |
587 |
|
19 |
16 |
44 |
61 |
84 |
241 |
587 |
587 |
|
20 |
16 |
44 |
61 |
84 |
242 |
588 |
588 |
|
21 |
16 |
44 |
61 |
84 |
242 |
588 |
588 |
|
22 |
16 |
44 |
61 |
84 |
242 |
588 |
588 |
|
23 |
16 |
44 |
61 |
84 |
242 |
587 |
587 |
|
24 |
17 |
44 |
61 |
84 |
241 |
587 |
587 |
|
25 |
17 |
44 |
61 |
84 |
241 |
586 |
586 |
|
26 |
18 |
44 |
61 |
84 |
240 |
586 |
586 |
|
27 |
19 |
44 |
61 |
84 |
240 |
586 |
586 |
|
28 |
20 |
44 |
61 |
84 |
239 |
585 |
585 |
|
29 |
20 |
44 |
61 |
84 |
239 |
585 |
585 |
|
30 |
20 |
44 |
61 |
84 |
239 |
585 |
585 |
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 |
89 |
104 |
131 |
211 |
325 |
671 |
1 235 |
|
2 |
86 |
101 |
128 |
208 |
323 |
668 |
1 018 |
|
3 |
84 |
101 |
126 |
198 |
317 |
662 |
846 |
|
4 |
83 |
101 |
126 |
197 |
313 |
658 |
710 |
|
5 |
81 |
101 |
128 |
196 |
309 |
655 |
655 |
|
6 |
80 |
101 |
130 |
199 |
307 |
653 |
653 |
|
7 |
79 |
100 |
128 |
198 |
304 |
650 |
650 |
|
8 |
76 |
98 |
125 |
193 |
301 |
647 |
647 |
|
9 |
73 |
96 |
122 |
189 |
299 |
645 |
645 |
|
10 |
72 |
96 |
121 |
187 |
297 |
643 |
643 |
|
11 |
71 |
95 |
119 |
186 |
295 |
641 |
641 |
|
12 |
70 |
94 |
117 |
184 |
293 |
639 |
639 |
|
13 |
68 |
93 |
116 |
182 |
292 |
637 |
637 |
|
14 |
67 |
92 |
114 |
180 |
290 |
636 |
636 |
|
15 |
65 |
90 |
113 |
179 |
289 |
634 |
634 |
|
16 |
64 |
89 |
111 |
178 |
287 |
633 |
633 |
|
17 |
63 |
88 |
110 |
177 |
286 |
632 |
632 |
|
18 |
62 |
87 |
109 |
176 |
285 |
631 |
631 |
|
19 |
61 |
86 |
108 |
175 |
284 |
630 |
630 |
|
20 |
60 |
85 |
107 |
174 |
283 |
629 |
629 |
|
21 |
59 |
84 |
107 |
173 |
283 |
628 |
628 |
|
22 |
58 |
83 |
106 |
172 |
282 |
627 |
627 |
|
23 |
57 |
82 |
105 |
171 |
281 |
626 |
626 |
|
24 |
56 |
81 |
104 |
170 |
280 |
625 |
625 |
|
25 |
55 |
80 |
103 |
169 |
279 |
624 |
624 |
|
26 |
54 |
79 |
102 |
168 |
278 |
623 |
623 |
|
27 |
53 |
78 |
101 |
167 |
277 |
622 |
622 |
|
28 |
52 |
77 |
100 |
166 |
276 |
621 |
621 |
|
29 |
51 |
76 |
99 |
165 |
275 |
620 |
620 |
|
30 |
51 |
75 |
98 |
164 |
274 |
619 |
619 |
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 |
77 |
103 |
184 |
298 |
644 |
1 245 |
|
2 |
59 |
75 |
101 |
182 |
296 |
642 |
1 024 |
|
3 |
59 |
76 |
101 |
173 |
291 |
637 |
850 |
|
4 |
59 |
77 |
102 |
173 |
289 |
634 |
713 |
|
5 |
58 |
78 |
105 |
173 |
286 |
632 |
632 |
|
6 |
57 |
78 |
107 |
176 |
284 |
630 |
630 |
|
7 |
57 |
78 |
107 |
176 |
282 |
628 |
628 |
|
8 |
55 |
77 |
104 |
172 |
281 |
626 |
626 |
|
9 |
54 |
76 |
102 |
170 |
279 |
625 |
625 |
|
10 |
53 |
76 |
101 |
168 |
277 |
623 |
623 |
|
11 |
52 |
76 |
100 |
167 |
276 |
622 |
622 |
|
12 |
52 |
76 |
100 |
166 |
276 |
621 |
621 |
|
13 |
52 |
76 |
99 |
165 |
275 |
621 |
621 |
|
14 |
51 |
76 |
98 |
165 |
274 |
620 |
620 |
|
15 |
50 |
75 |
97 |
164 |
273 |
619 |
619 |
|
16 |
49 |
74 |
96 |
163 |
272 |
618 |
618 |
|
17 |
48 |
73 |
96 |
162 |
272 |
618 |
618 |
|
18 |
48 |
73 |
95 |
161 |
271 |
617 |
617 |
|
19 |
47 |
72 |
94 |
161 |
270 |
616 |
616 |
|
20 |
47 |
72 |
94 |
161 |
270 |
616 |
616 |
|
21 |
47 |
72 |
94 |
160 |
270 |
616 |
616 |
|
22 |
46 |
71 |
94 |
160 |
270 |
615 |
615 |
|
23 |
46 |
71 |
93 |
159 |
269 |
615 |
615 |
|
24 |
45 |
70 |
92 |
159 |
268 |
614 |
614 |
|
25 |
45 |
69 |
92 |
158 |
268 |
614 |
614 |
|
26 |
44 |
69 |
91 |
158 |
267 |
613 |
613 |
|
27 |
43 |
68 |
90 |
157 |
266 |
612 |
612 |
|
28 |
43 |
67 |
90 |
156 |
266 |
612 |
612 |
|
29 |
42 |
67 |
89 |
156 |
265 |
611 |
611 |
|
30 |
41 |
66 |
88 |
155 |
264 |
610 |
610 |
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 |
73 |
153 |
268 |
613 |
1 234 |
|
2 |
31 |
47 |
73 |
154 |
268 |
614 |
1 013 |
|
3 |
31 |
48 |
73 |
145 |
263 |
609 |
838 |
|
4 |
32 |
50 |
75 |
145 |
261 |
607 |
701 |
|
5 |
32 |
51 |
79 |
147 |
260 |
606 |
606 |
|
6 |
33 |
53 |
82 |
151 |
259 |
605 |
605 |
|
7 |
33 |
55 |
83 |
152 |
258 |
604 |
604 |
|
8 |
32 |
54 |
81 |
149 |
258 |
603 |
603 |
|
9 |
32 |
54 |
80 |
148 |
257 |
603 |
603 |
|
10 |
31 |
55 |
80 |
147 |
256 |
602 |
602 |
|
11 |
31 |
55 |
79 |
146 |
255 |
601 |
601 |
|
12 |
31 |
55 |
79 |
145 |
255 |
600 |
600 |
|
13 |
30 |
55 |
78 |
144 |
254 |
600 |
600 |
|
14 |
30 |
55 |
77 |
143 |
253 |
599 |
599 |
|
15 |
29 |
54 |
76 |
143 |
252 |
598 |
598 |
|
16 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
17 |
27 |
52 |
75 |
141 |
251 |
597 |
597 |
|
18 |
27 |
52 |
74 |
141 |
250 |
596 |
596 |
|
19 |
27 |
51 |
74 |
140 |
250 |
596 |
596 |
|
20 |
27 |
52 |
74 |
140 |
250 |
596 |
596 |
|
21 |
27 |
52 |
74 |
140 |
250 |
596 |
596 |
|
22 |
27 |
51 |
74 |
140 |
250 |
596 |
596 |
|
23 |
27 |
51 |
74 |
140 |
250 |
596 |
596 |
|
24 |
26 |
51 |
74 |
140 |
250 |
595 |
595 |
|
25 |
26 |
51 |
73 |
140 |
249 |
595 |
595 |
|
26 |
26 |
51 |
73 |
140 |
249 |
595 |
595 |
|
27 |
26 |
50 |
73 |
139 |
249 |
595 |
595 |
|
28 |
25 |
50 |
73 |
139 |
249 |
594 |
594 |
|
29 |
25 |
50 |
72 |
139 |
248 |
594 |
594 |
|
30 |
25 |
50 |
72 |
139 |
248 |
594 |
594 |
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 |
108 |
222 |
568 |
1 202 |
|
2 |
1 |
5 |
28 |
109 |
223 |
569 |
985 |
|
3 |
2 |
5 |
29 |
101 |
219 |
565 |
814 |
|
4 |
2 |
7 |
32 |
102 |
218 |
564 |
681 |
|
5 |
3 |
9 |
37 |
105 |
218 |
564 |
577 |
|
6 |
4 |
12 |
41 |
110 |
218 |
564 |
564 |
|
7 |
5 |
14 |
42 |
112 |
218 |
564 |
564 |
|
8 |
5 |
15 |
42 |
110 |
218 |
564 |
564 |
|
9 |
7 |
16 |
42 |
109 |
218 |
564 |
564 |
|
10 |
7 |
17 |
42 |
108 |
218 |
564 |
564 |
|
11 |
8 |
19 |
43 |
110 |
219 |
565 |
565 |
|
12 |
8 |
18 |
42 |
108 |
218 |
564 |
564 |
|
13 |
10 |
20 |
43 |
109 |
219 |
565 |
565 |
|
14 |
10 |
20 |
43 |
109 |
219 |
565 |
565 |
|
15 |
11 |
19 |
41 |
108 |
217 |
563 |
563 |
|
16 |
11 |
18 |
40 |
107 |
216 |
562 |
562 |
|
17 |
12 |
18 |
40 |
107 |
216 |
562 |
562 |
|
18 |
13 |
18 |
40 |
107 |
216 |
562 |
562 |
|
19 |
14 |
19 |
41 |
107 |
217 |
563 |
563 |
|
20 |
14 |
19 |
41 |
108 |
217 |
563 |
563 |
|
21 |
15 |
20 |
42 |
108 |
218 |
564 |
564 |
|
22 |
15 |
21 |
42 |
109 |
218 |
564 |
564 |
|
23 |
16 |
22 |
42 |
109 |
218 |
564 |
564 |
|
24 |
17 |
22 |
42 |
109 |
218 |
564 |
564 |
|
25 |
17 |
23 |
43 |
108 |
218 |
564 |
564 |
|
26 |
18 |
24 |
45 |
108 |
218 |
564 |
564 |
|
27 |
18 |
25 |
46 |
108 |
218 |
564 |
564 |
|
28 |
19 |
25 |
47 |
108 |
218 |
564 |
564 |
|
29 |
20 |
26 |
48 |
108 |
218 |
564 |
564 |
|
30 |
20 |
28 |
49 |
108 |
218 |
564 |
564 |
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 |
63 |
89 |
170 |
284 |
630 |
1 252 |
|
2 |
47 |
63 |
89 |
170 |
284 |
630 |
1 027 |
|
3 |
48 |
65 |
90 |
161 |
280 |
625 |
850 |
|
4 |
48 |
66 |
92 |
162 |
278 |
624 |
711 |
|
5 |
49 |
68 |
96 |
164 |
277 |
622 |
622 |
|
6 |
49 |
69 |
98 |
167 |
275 |
621 |
621 |
|
7 |
49 |
70 |
99 |
168 |
274 |
620 |
620 |
|
8 |
48 |
70 |
97 |
165 |
273 |
619 |
619 |
|
9 |
47 |
70 |
96 |
163 |
272 |
618 |
618 |
|
10 |
47 |
70 |
95 |
162 |
271 |
617 |
617 |
|
11 |
46 |
70 |
94 |
161 |
270 |
616 |
616 |
|
12 |
46 |
70 |
93 |
160 |
269 |
615 |
615 |
|
13 |
45 |
70 |
93 |
159 |
269 |
615 |
615 |
|
14 |
45 |
70 |
92 |
158 |
268 |
614 |
614 |
|
15 |
44 |
69 |
91 |
158 |
267 |
613 |
613 |
|
16 |
43 |
68 |
90 |
157 |
266 |
612 |
612 |
|
17 |
43 |
67 |
90 |
156 |
266 |
612 |
612 |
|
18 |
42 |
67 |
89 |
156 |
265 |
611 |
611 |
|
19 |
42 |
66 |
89 |
155 |
265 |
611 |
611 |
|
20 |
41 |
66 |
89 |
155 |
265 |
610 |
610 |
|
21 |
41 |
66 |
88 |
155 |
264 |
610 |
610 |
|
22 |
41 |
66 |
88 |
154 |
264 |
610 |
610 |
|
23 |
40 |
65 |
88 |
154 |
264 |
609 |
609 |
|
24 |
40 |
65 |
87 |
154 |
263 |
609 |
609 |
|
25 |
39 |
64 |
87 |
153 |
263 |
608 |
608 |
|
26 |
39 |
64 |
86 |
152 |
262 |
608 |
608 |
|
27 |
38 |
63 |
85 |
152 |
261 |
607 |
607 |
|
28 |
38 |
62 |
85 |
151 |
261 |
607 |
607 |
|
29 |
37 |
62 |
84 |
151 |
260 |
606 |
606 |
|
30 |
36 |
61 |
84 |
150 |
260 |
605 |
605 |
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 |
14 |
30 |
56 |
137 |
251 |
597 |
1 244 |
|
2 |
19 |
34 |
61 |
141 |
255 |
601 |
1 021 |
|
3 |
23 |
40 |
65 |
136 |
255 |
601 |
845 |
|
4 |
27 |
45 |
70 |
141 |
256 |
602 |
708 |
|
5 |
30 |
49 |
77 |
145 |
258 |
604 |
604 |
|
6 |
29 |
49 |
78 |
147 |
255 |
601 |
601 |
|
7 |
34 |
56 |
84 |
153 |
259 |
605 |
605 |
|
8 |
33 |
55 |
82 |
150 |
258 |
604 |
604 |
|
9 |
34 |
57 |
83 |
150 |
259 |
605 |
605 |
|
10 |
36 |
59 |
84 |
151 |
261 |
606 |
606 |
|
11 |
38 |
62 |
86 |
152 |
262 |
608 |
608 |
|
12 |
39 |
63 |
87 |
153 |
262 |
608 |
608 |
|
13 |
40 |
64 |
87 |
153 |
263 |
609 |
609 |
|
14 |
40 |
65 |
87 |
154 |
263 |
609 |
609 |
|
15 |
40 |
65 |
88 |
154 |
264 |
609 |
609 |
|
16 |
40 |
64 |
87 |
153 |
263 |
609 |
609 |
|
17 |
40 |
64 |
87 |
153 |
263 |
609 |
609 |
|
18 |
39 |
64 |
86 |
153 |
262 |
608 |
608 |
|
19 |
38 |
63 |
86 |
152 |
262 |
608 |
608 |
|
20 |
38 |
63 |
86 |
152 |
262 |
608 |
608 |
|
21 |
38 |
63 |
86 |
152 |
262 |
607 |
607 |
|
22 |
38 |
63 |
85 |
152 |
261 |
607 |
607 |
|
23 |
38 |
63 |
85 |
151 |
261 |
607 |
607 |
|
24 |
37 |
62 |
85 |
151 |
261 |
606 |
606 |
|
25 |
37 |
62 |
84 |
151 |
260 |
606 |
606 |
|
26 |
37 |
61 |
84 |
150 |
260 |
606 |
606 |
|
27 |
36 |
61 |
83 |
150 |
259 |
605 |
605 |
|
28 |
36 |
60 |
83 |
149 |
259 |
605 |
605 |
|
29 |
35 |
60 |
82 |
149 |
258 |
604 |
604 |
|
30 |
35 |
59 |
82 |
148 |
258 |
603 |
603 |
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 |
28 |
55 |
136 |
250 |
596 |
1 232 |
|
2 |
14 |
30 |
56 |
137 |
251 |
597 |
1 010 |
|
3 |
17 |
33 |
58 |
130 |
249 |
594 |
836 |
|
4 |
18 |
36 |
62 |
132 |
248 |
594 |
700 |
|
5 |
20 |
39 |
67 |
135 |
248 |
594 |
594 |
|
6 |
21 |
42 |
71 |
140 |
248 |
594 |
594 |
|
7 |
23 |
44 |
72 |
142 |
248 |
594 |
594 |
|
8 |
23 |
45 |
72 |
140 |
248 |
594 |
594 |
|
9 |
23 |
46 |
72 |
139 |
248 |
594 |
594 |
|
10 |
24 |
47 |
72 |
139 |
248 |
594 |
594 |
|
11 |
25 |
49 |
73 |
139 |
249 |
595 |
595 |
|
12 |
25 |
50 |
73 |
139 |
249 |
595 |
595 |
|
13 |
26 |
50 |
73 |
139 |
249 |
595 |
595 |
|
14 |
26 |
51 |
73 |
140 |
249 |
595 |
595 |
|
15 |
26 |
51 |
73 |
140 |
249 |
595 |
595 |
|
16 |
26 |
51 |
73 |
139 |
249 |
595 |
595 |
|
17 |
26 |
51 |
73 |
139 |
249 |
595 |
595 |
|
18 |
26 |
51 |
73 |
139 |
249 |
595 |
595 |
|
19 |
26 |
51 |
73 |
139 |
249 |
595 |
595 |
|
20 |
26 |
51 |
73 |
140 |
249 |
595 |
595 |
|
21 |
26 |
51 |
73 |
140 |
249 |
595 |
595 |
|
22 |
26 |
51 |
73 |
140 |
249 |
595 |
595 |
|
23 |
26 |
50 |
73 |
139 |
249 |
595 |
595 |
|
24 |
25 |
50 |
73 |
139 |
249 |
594 |
594 |
|
25 |
25 |
50 |
72 |
139 |
248 |
594 |
594 |
|
26 |
25 |
49 |
72 |
138 |
248 |
594 |
594 |
|
27 |
24 |
49 |
72 |
138 |
248 |
593 |
593 |
|
28 |
24 |
49 |
71 |
138 |
247 |
593 |
593 |
|
29 |
24 |
49 |
71 |
137 |
247 |
593 |
593 |
|
30 |
24 |
48 |
71 |
137 |
247 |
592 |
592 |
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 |
92 |
172 |
286 |
632 |
1 264 |
|
2 |
53 |
68 |
95 |
175 |
289 |
635 |
1 038 |
|
3 |
57 |
73 |
98 |
170 |
289 |
634 |
860 |
|
4 |
59 |
77 |
102 |
172 |
288 |
634 |
720 |
|
5 |
61 |
80 |
108 |
176 |
289 |
634 |
634 |
|
6 |
62 |
83 |
112 |
181 |
289 |
635 |
635 |
|
7 |
63 |
85 |
113 |
183 |
289 |
634 |
634 |
|
8 |
63 |
85 |
112 |
180 |
288 |
634 |
634 |
|
9 |
63 |
85 |
112 |
179 |
288 |
634 |
634 |
|
10 |
63 |
87 |
112 |
178 |
288 |
634 |
634 |
|
11 |
63 |
87 |
111 |
178 |
287 |
633 |
633 |
|
12 |
63 |
87 |
111 |
177 |
287 |
632 |
632 |
|
13 |
62 |
87 |
110 |
176 |
286 |
632 |
632 |
|
14 |
62 |
86 |
109 |
175 |
285 |
631 |
631 |
|
15 |
61 |
86 |
108 |
174 |
284 |
630 |
630 |
|
16 |
60 |
85 |
107 |
174 |
283 |
629 |
629 |
|
17 |
59 |
84 |
106 |
173 |
282 |
628 |
628 |
|
18 |
58 |
83 |
105 |
172 |
281 |
627 |
627 |
|
19 |
58 |
82 |
105 |
171 |
281 |
627 |
627 |
|
20 |
57 |
82 |
104 |
170 |
280 |
626 |
626 |
|
21 |
56 |
81 |
103 |
170 |
279 |
625 |
625 |
|
22 |
55 |
80 |
103 |
169 |
279 |
624 |
624 |
|
23 |
54 |
79 |
102 |
168 |
278 |
623 |
623 |
|
24 |
54 |
78 |
101 |
167 |
277 |
623 |
623 |
|
25 |
53 |
77 |
100 |
166 |
276 |
622 |
622 |
|
26 |
52 |
76 |
99 |
165 |
275 |
621 |
621 |
|
27 |
51 |
76 |
98 |
164 |
274 |
620 |
620 |
|
28 |
50 |
75 |
97 |
164 |
273 |
619 |
619 |
|
29 |
49 |
74 |
96 |
163 |
272 |
618 |
618 |
|
30 |
48 |
73 |
95 |
162 |
271 |
617 |
617 |
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 |
123 |
203 |
317 |
663 |
1 320 |
|
2 |
85 |
100 |
127 |
207 |
322 |
667 |
1 082 |
|
3 |
86 |
103 |
128 |
199 |
318 |
664 |
896 |
|
4 |
86 |
104 |
130 |
200 |
316 |
662 |
749 |
|
5 |
90 |
109 |
137 |
205 |
317 |
663 |
663 |
|
6 |
91 |
112 |
141 |
210 |
318 |
664 |
664 |
|
7 |
93 |
114 |
143 |
212 |
318 |
664 |
664 |
|
8 |
94 |
116 |
143 |
211 |
319 |
665 |
665 |
|
9 |
95 |
117 |
143 |
211 |
320 |
666 |
666 |
|
10 |
95 |
119 |
144 |
210 |
320 |
666 |
666 |
|
11 |
95 |
119 |
143 |
210 |
319 |
665 |
665 |
|
12 |
95 |
119 |
142 |
209 |
318 |
664 |
664 |
|
13 |
94 |
118 |
141 |
207 |
317 |
663 |
663 |
|
14 |
92 |
117 |
140 |
206 |
316 |
661 |
661 |
|
15 |
91 |
116 |
138 |
204 |
314 |
660 |
660 |
|
16 |
89 |
114 |
137 |
203 |
313 |
658 |
658 |
|
17 |
88 |
113 |
135 |
202 |
311 |
657 |
657 |
|
18 |
87 |
111 |
134 |
200 |
310 |
656 |
656 |
|
19 |
85 |
110 |
132 |
199 |
308 |
654 |
654 |
|
20 |
84 |
109 |
131 |
198 |
307 |
653 |
653 |
|
21 |
83 |
107 |
130 |
196 |
306 |
652 |
652 |
|
22 |
81 |
106 |
128 |
195 |
304 |
650 |
650 |
|
23 |
80 |
104 |
127 |
193 |
303 |
649 |
649 |
|
24 |
78 |
103 |
125 |
192 |
301 |
647 |
647 |
|
25 |
76 |
101 |
124 |
190 |
300 |
645 |
645 |
|
26 |
75 |
100 |
122 |
188 |
298 |
644 |
644 |
|
27 |
73 |
98 |
121 |
187 |
296 |
642 |
642 |
|
28 |
72 |
97 |
119 |
185 |
295 |
641 |
641 |
|
29 |
70 |
95 |
118 |
184 |
293 |
639 |
639 |
|
30 |
69 |
94 |
116 |
182 |
292 |
638 |
638 |
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 |
21 |
48 |
129 |
243 |
589 |
1 237 |
|
2 |
9 |
25 |
51 |
132 |
246 |
592 |
1 017 |
|
3 |
13 |
30 |
55 |
126 |
245 |
591 |
842 |
|
4 |
16 |
34 |
60 |
130 |
246 |
592 |
705 |
|
5 |
19 |
38 |
66 |
134 |
247 |
593 |
597 |
|
6 |
21 |
41 |
70 |
139 |
248 |
594 |
594 |
|
7 |
23 |
44 |
72 |
142 |
248 |
594 |
594 |
|
8 |
23 |
45 |
72 |
140 |
248 |
594 |
594 |
|
9 |
23 |
46 |
72 |
139 |
248 |
594 |
594 |
|
10 |
24 |
47 |
72 |
139 |
249 |
594 |
594 |
|
11 |
24 |
48 |
72 |
139 |
248 |
594 |
594 |
|
12 |
24 |
49 |
72 |
139 |
248 |
594 |
594 |
|
13 |
24 |
49 |
72 |
138 |
248 |
593 |
593 |
|
14 |
24 |
49 |
71 |
137 |
247 |
593 |
593 |
|
15 |
23 |
48 |
70 |
137 |
246 |
592 |
592 |
|
16 |
22 |
47 |
69 |
136 |
245 |
591 |
591 |
|
17 |
22 |
46 |
69 |
135 |
245 |
591 |
591 |
|
18 |
21 |
46 |
68 |
135 |
244 |
590 |
590 |
|
19 |
21 |
46 |
68 |
135 |
244 |
590 |
590 |
|
20 |
21 |
46 |
68 |
135 |
244 |
590 |
590 |
|
21 |
21 |
46 |
69 |
135 |
245 |
590 |
590 |
|
22 |
21 |
46 |
69 |
135 |
245 |
590 |
590 |
|
23 |
21 |
46 |
69 |
135 |
245 |
590 |
590 |
|
24 |
21 |
46 |
68 |
135 |
244 |
590 |
590 |
|
25 |
21 |
46 |
68 |
135 |
244 |
590 |
590 |
|
26 |
21 |
46 |
68 |
135 |
244 |
590 |
590 |
|
27 |
21 |
46 |
68 |
134 |
244 |
590 |
590 |
|
28 |
21 |
45 |
68 |
134 |
244 |
590 |
590 |
|
29 |
21 |
45 |
68 |
134 |
244 |
590 |
590 |
|
30 |
21 |
45 |
68 |
134 |
244 |
589 |
589 |
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 |
214 |
329 |
674 |
1 331 |
|
2 |
92 |
108 |
134 |
215 |
329 |
675 |
1 093 |
|
3 |
93 |
110 |
135 |
206 |
325 |
670 |
905 |
|
4 |
94 |
112 |
137 |
208 |
323 |
669 |
757 |
|
5 |
95 |
114 |
142 |
210 |
323 |
669 |
669 |
|
6 |
95 |
116 |
145 |
214 |
322 |
668 |
668 |
|
7 |
96 |
118 |
146 |
215 |
321 |
667 |
667 |
|
8 |
96 |
118 |
145 |
213 |
321 |
667 |
667 |
|
9 |
95 |
118 |
144 |
211 |
320 |
666 |
666 |
|
10 |
94 |
117 |
142 |
209 |
319 |
664 |
664 |
|
11 |
93 |
117 |
141 |
207 |
317 |
663 |
663 |
|
12 |
91 |
116 |
139 |
205 |
315 |
661 |
661 |
|
13 |
90 |
114 |
137 |
203 |
313 |
659 |
659 |
|
14 |
88 |
113 |
135 |
201 |
311 |
657 |
657 |
|
15 |
86 |
111 |
133 |
200 |
309 |
655 |
655 |
|
16 |
84 |
109 |
131 |
197 |
307 |
653 |
653 |
|
17 |
82 |
107 |
129 |
196 |
305 |
651 |
651 |
|
18 |
81 |
105 |
128 |
194 |
304 |
650 |
650 |
|
19 |
79 |
104 |
126 |
193 |
302 |
648 |
648 |
|
20 |
78 |
103 |
125 |
192 |
301 |
647 |
647 |
|
21 |
77 |
102 |
124 |
191 |
300 |
646 |
646 |
|
22 |
76 |
101 |
123 |
190 |
299 |
645 |
645 |
|
23 |
75 |
100 |
122 |
189 |
298 |
644 |
644 |
|
24 |
74 |
99 |
121 |
188 |
297 |
643 |
643 |
|
25 |
73 |
98 |
120 |
186 |
296 |
642 |
642 |
|
26 |
72 |
96 |
119 |
185 |
295 |
641 |
641 |
|
27 |
71 |
95 |
118 |
184 |
294 |
640 |
640 |
|
28 |
70 |
94 |
117 |
183 |
293 |
639 |
639 |
|
29 |
69 |
93 |
116 |
182 |
292 |
638 |
638 |
|
30 |
68 |
92 |
115 |
181 |
291 |
637 |
637 |
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 |
354 |
369 |
396 |
477 |
591 |
937 |
1 353 |
|
2 |
76 |
91 |
118 |
199 |
313 |
659 |
1 109 |
|
3 |
80 |
97 |
122 |
194 |
312 |
658 |
917 |
|
4 |
84 |
102 |
127 |
198 |
314 |
659 |
767 |
|
5 |
87 |
106 |
134 |
202 |
315 |
661 |
661 |
|
6 |
89 |
109 |
138 |
207 |
316 |
661 |
661 |
|
7 |
91 |
112 |
140 |
210 |
316 |
662 |
662 |
|
8 |
92 |
114 |
141 |
209 |
317 |
663 |
663 |
|
9 |
92 |
115 |
141 |
208 |
317 |
663 |
663 |
|
10 |
92 |
116 |
141 |
207 |
317 |
663 |
663 |
|
11 |
93 |
117 |
141 |
207 |
317 |
663 |
663 |
|
12 |
93 |
118 |
141 |
207 |
317 |
663 |
663 |
|
13 |
94 |
119 |
141 |
208 |
317 |
663 |
663 |
|
14 |
95 |
119 |
142 |
208 |
318 |
664 |
664 |
|
15 |
96 |
120 |
143 |
209 |
319 |
665 |
665 |
|
16 |
96 |
121 |
144 |
210 |
320 |
665 |
665 |
|
17 |
98 |
122 |
145 |
211 |
321 |
667 |
667 |
|
18 |
99 |
123 |
146 |
212 |
322 |
668 |
668 |
|
19 |
100 |
124 |
147 |
213 |
323 |
669 |
669 |
|
20 |
100 |
125 |
148 |
214 |
323 |
669 |
669 |
|
21 |
101 |
125 |
148 |
214 |
324 |
670 |
670 |
|
22 |
100 |
125 |
148 |
214 |
324 |
669 |
669 |
|
23 |
100 |
125 |
147 |
214 |
323 |
669 |
669 |
|
24 |
99 |
124 |
146 |
213 |
322 |
668 |
668 |
|
25 |
98 |
123 |
145 |
212 |
321 |
667 |
667 |
|
26 |
97 |
122 |
144 |
211 |
320 |
666 |
666 |
|
27 |
96 |
121 |
143 |
210 |
319 |
665 |
665 |
|
28 |
95 |
119 |
142 |
208 |
318 |
664 |
664 |
|
29 |
93 |
118 |
141 |
207 |
317 |
662 |
662 |
|
30 |
92 |
117 |
139 |
206 |
315 |
661 |
661 |
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 |
117 |
231 |
577 |
1 225 |
|
2 |
1 |
10 |
36 |
117 |
231 |
577 |
1 004 |
|
3 |
2 |
12 |
37 |
109 |
227 |
573 |
831 |
|
4 |
2 |
14 |
39 |
109 |
225 |
571 |
695 |
|
5 |
4 |
16 |
43 |
111 |
224 |
570 |
588 |
|
6 |
4 |
17 |
46 |
115 |
223 |
569 |
569 |
|
7 |
5 |
19 |
47 |
117 |
223 |
569 |
569 |
|
8 |
5 |
19 |
46 |
114 |
222 |
568 |
568 |
|
9 |
7 |
19 |
45 |
112 |
221 |
567 |
567 |
|
10 |
7 |
20 |
45 |
111 |
221 |
567 |
567 |
|
11 |
8 |
20 |
45 |
111 |
221 |
566 |
566 |
|
12 |
8 |
21 |
45 |
111 |
221 |
566 |
566 |
|
13 |
10 |
22 |
45 |
111 |
221 |
566 |
566 |
|
14 |
10 |
22 |
45 |
111 |
221 |
567 |
567 |
|
15 |
11 |
22 |
45 |
111 |
221 |
567 |
567 |
|
16 |
11 |
22 |
45 |
111 |
221 |
567 |
567 |
|
17 |
12 |
23 |
45 |
112 |
221 |
567 |
567 |
|
18 |
13 |
23 |
46 |
112 |
222 |
567 |
567 |
|
19 |
14 |
24 |
46 |
113 |
222 |
568 |
568 |
|
20 |
14 |
25 |
47 |
114 |
223 |
569 |
569 |
|
21 |
15 |
26 |
48 |
114 |
224 |
570 |
570 |
|
22 |
16 |
26 |
49 |
115 |
225 |
571 |
571 |
|
23 |
17 |
27 |
49 |
116 |
225 |
571 |
571 |
|
24 |
17 |
27 |
50 |
116 |
226 |
572 |
572 |
|
25 |
17 |
28 |
50 |
117 |
226 |
572 |
572 |
|
26 |
18 |
28 |
51 |
117 |
227 |
573 |
573 |
|
27 |
19 |
29 |
51 |
118 |
227 |
573 |
573 |
|
28 |
20 |
29 |
52 |
118 |
227 |
573 |
573 |
|
29 |
20 |
29 |
52 |
118 |
228 |
574 |
574 |
|
30 |
21 |
30 |
52 |
119 |
228 |
574 |
574 |
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 |
54 |
69 |
96 |
176 |
290 |
636 |
1 253 |
|
2 |
55 |
70 |
97 |
177 |
291 |
637 |
1 029 |
|
3 |
55 |
72 |
97 |
169 |
287 |
633 |
853 |
|
4 |
56 |
74 |
99 |
170 |
285 |
631 |
714 |
|
5 |
56 |
76 |
103 |
171 |
284 |
630 |
630 |
|
6 |
57 |
77 |
106 |
175 |
284 |
630 |
630 |
|
7 |
57 |
78 |
107 |
176 |
282 |
628 |
628 |
|
8 |
56 |
78 |
106 |
174 |
282 |
627 |
627 |
|
9 |
56 |
78 |
105 |
172 |
281 |
627 |
627 |
|
10 |
55 |
78 |
103 |
170 |
279 |
625 |
625 |
|
11 |
54 |
78 |
102 |
168 |
278 |
624 |
624 |
|
12 |
52 |
77 |
100 |
167 |
276 |
622 |
622 |
|
13 |
51 |
76 |
98 |
165 |
274 |
620 |
620 |
|
14 |
50 |
74 |
97 |
163 |
273 |
619 |
619 |
|
15 |
48 |
73 |
95 |
162 |
271 |
617 |
617 |
|
16 |
46 |
71 |
94 |
160 |
270 |
615 |
615 |
|
17 |
45 |
70 |
92 |
159 |
268 |
614 |
614 |
|
18 |
44 |
69 |
91 |
158 |
267 |
613 |
613 |
|
19 |
43 |
68 |
90 |
157 |
266 |
612 |
612 |
|
20 |
42 |
67 |
90 |
156 |
266 |
611 |
611 |
|
21 |
42 |
67 |
89 |
155 |
265 |
611 |
611 |
|
22 |
41 |
66 |
88 |
155 |
264 |
610 |
610 |
|
23 |
40 |
65 |
88 |
154 |
264 |
609 |
609 |
|
24 |
40 |
65 |
87 |
153 |
263 |
609 |
609 |
|
25 |
39 |
64 |
86 |
153 |
262 |
608 |
608 |
|
26 |
38 |
63 |
86 |
152 |
262 |
607 |
607 |
|
27 |
38 |
62 |
85 |
151 |
261 |
607 |
607 |
|
28 |
37 |
62 |
84 |
151 |
260 |
606 |
606 |
|
29 |
36 |
61 |
84 |
150 |
260 |
605 |
605 |
|
30 |
36 |
61 |
83 |
149 |
259 |
605 |
605 |
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 |
129 |
156 |
237 |
351 |
697 |
1 356 |
|
2 |
115 |
131 |
157 |
238 |
352 |
698 |
1 112 |
|
3 |
118 |
134 |
159 |
231 |
350 |
695 |
920 |
|
4 |
120 |
138 |
163 |
233 |
349 |
695 |
770 |
|
5 |
121 |
140 |
168 |
236 |
349 |
695 |
695 |
|
6 |
122 |
142 |
171 |
240 |
349 |
695 |
695 |
|
7 |
123 |
144 |
172 |
242 |
348 |
694 |
694 |
|
8 |
122 |
144 |
171 |
239 |
347 |
693 |
693 |
|
9 |
121 |
144 |
170 |
237 |
346 |
692 |
692 |
|
10 |
120 |
144 |
169 |
235 |
345 |
691 |
691 |
|
11 |
119 |
143 |
167 |
234 |
343 |
689 |
689 |
|
12 |
118 |
142 |
165 |
232 |
341 |
687 |
687 |
|
13 |
116 |
141 |
163 |
230 |
339 |
685 |
685 |
|
14 |
114 |
139 |
161 |
227 |
337 |
683 |
683 |
|
15 |
111 |
136 |
159 |
225 |
335 |
680 |
680 |
|
16 |
109 |
133 |
156 |
222 |
332 |
678 |
678 |
|
17 |
106 |
131 |
154 |
220 |
330 |
675 |
675 |
|
18 |
104 |
129 |
151 |
218 |
327 |
673 |
673 |
|
19 |
102 |
127 |
149 |
216 |
325 |
671 |
671 |
|
20 |
100 |
125 |
147 |
214 |
323 |
669 |
669 |
|
21 |
99 |
123 |
146 |
212 |
322 |
668 |
668 |
|
22 |
97 |
122 |
144 |
210 |
320 |
666 |
666 |
|
23 |
95 |
120 |
142 |
209 |
318 |
664 |
664 |
|
24 |
93 |
118 |
140 |
207 |
316 |
662 |
662 |
|
25 |
91 |
116 |
139 |
205 |
315 |
660 |
660 |
|
26 |
90 |
114 |
137 |
203 |
313 |
659 |
659 |
|
27 |
88 |
113 |
135 |
202 |
311 |
657 |
657 |
|
28 |
86 |
111 |
134 |
200 |
310 |
655 |
655 |
|
29 |
85 |
110 |
132 |
198 |
308 |
654 |
654 |
|
30 |
83 |
108 |
131 |
197 |
307 |
652 |
652 |
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 |
190 |
216 |
297 |
411 |
757 |
1 395 |
|
2 |
184 |
199 |
226 |
306 |
420 |
766 |
1 140 |
|
3 |
189 |
205 |
230 |
302 |
421 |
766 |
944 |
|
4 |
191 |
208 |
234 |
304 |
420 |
766 |
791 |
|
5 |
192 |
211 |
239 |
306 |
419 |
765 |
765 |
|
6 |
191 |
212 |
241 |
310 |
418 |
764 |
764 |
|
7 |
191 |
212 |
241 |
310 |
416 |
762 |
762 |
|
8 |
189 |
211 |
238 |
307 |
415 |
760 |
760 |
|
9 |
188 |
211 |
237 |
304 |
413 |
759 |
759 |
|
10 |
187 |
210 |
235 |
302 |
412 |
757 |
757 |
|
11 |
185 |
209 |
234 |
300 |
410 |
755 |
755 |
|
12 |
183 |
208 |
231 |
297 |
407 |
753 |
753 |
|
13 |
181 |
205 |
228 |
294 |
404 |
750 |
750 |
|
14 |
178 |
202 |
225 |
291 |
401 |
747 |
747 |
|
15 |
174 |
199 |
222 |
288 |
398 |
743 |
743 |
|
16 |
171 |
196 |
218 |
285 |
394 |
740 |
740 |
|
17 |
168 |
193 |
215 |
282 |
391 |
737 |
737 |
|
18 |
165 |
189 |
212 |
278 |
388 |
734 |
734 |
|
19 |
162 |
186 |
209 |
275 |
385 |
731 |
731 |
|
20 |
159 |
183 |
206 |
272 |
382 |
728 |
728 |
|
21 |
155 |
180 |
203 |
269 |
379 |
724 |
724 |
|
22 |
152 |
177 |
199 |
266 |
375 |
721 |
721 |
|
23 |
149 |
174 |
196 |
263 |
372 |
718 |
718 |
|
24 |
146 |
171 |
193 |
259 |
369 |
715 |
715 |
|
25 |
143 |
168 |
190 |
256 |
366 |
712 |
712 |
|
26 |
140 |
164 |
187 |
253 |
363 |
709 |
709 |
|
27 |
137 |
161 |
184 |
250 |
360 |
706 |
706 |
|
28 |
134 |
159 |
181 |
247 |
357 |
703 |
703 |
|
29 |
131 |
156 |
178 |
245 |
354 |
700 |
700 |
|
30 |
128 |
153 |
176 |
242 |
351 |
697 |
697 |
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 |
26 |
42 |
68 |
149 |
263 |
609 |
1 280 |
|
2 |
27 |
43 |
69 |
150 |
264 |
610 |
1 050 |
|
3 |
28 |
45 |
70 |
142 |
261 |
606 |
868 |
|
4 |
29 |
47 |
73 |
143 |
259 |
605 |
726 |
|
5 |
31 |
50 |
78 |
145 |
258 |
604 |
615 |
|
6 |
31 |
51 |
80 |
149 |
258 |
603 |
603 |
|
7 |
31 |
53 |
81 |
151 |
257 |
603 |
603 |
|
8 |
30 |
52 |
79 |
148 |
256 |
601 |
601 |
|
9 |
29 |
52 |
78 |
145 |
255 |
601 |
601 |
|
10 |
29 |
53 |
78 |
144 |
254 |
600 |
600 |
|
11 |
29 |
53 |
77 |
144 |
253 |
599 |
599 |
|
12 |
29 |
53 |
77 |
143 |
253 |
598 |
598 |
|
13 |
29 |
53 |
76 |
143 |
252 |
598 |
598 |
|
14 |
29 |
53 |
76 |
142 |
252 |
597 |
597 |
|
15 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
16 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
17 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
18 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
19 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
20 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
21 |
28 |
53 |
76 |
142 |
251 |
597 |
597 |
|
22 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
23 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
24 |
28 |
53 |
75 |
142 |
251 |
597 |
597 |
|
25 |
28 |
53 |
75 |
141 |
251 |
597 |
597 |
|
26 |
28 |
52 |
75 |
141 |
251 |
597 |
597 |
|
27 |
27 |
52 |
75 |
141 |
251 |
596 |
596 |
|
28 |
27 |
52 |
74 |
141 |
250 |
596 |
596 |
|
29 |
27 |
52 |
74 |
140 |
250 |
596 |
596 |
|
30 |
27 |
51 |
74 |
140 |
250 |
596 |
596 |
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 |
22 |
38 |
64 |
145 |
259 |
605 |
1 282 |
|
2 |
24 |
39 |
66 |
147 |
261 |
607 |
1 051 |
|
3 |
27 |
44 |
69 |
140 |
259 |
605 |
870 |
|
4 |
30 |
47 |
73 |
143 |
259 |
605 |
727 |
|
5 |
32 |
51 |
79 |
147 |
260 |
606 |
616 |
|
6 |
34 |
54 |
83 |
152 |
260 |
606 |
606 |
|
7 |
35 |
57 |
85 |
155 |
261 |
607 |
607 |
|
8 |
35 |
58 |
85 |
153 |
261 |
607 |
607 |
|
9 |
36 |
59 |
85 |
152 |
261 |
607 |
607 |
|
10 |
37 |
60 |
85 |
152 |
262 |
607 |
607 |
|
11 |
38 |
62 |
86 |
152 |
262 |
608 |
608 |
|
12 |
38 |
63 |
86 |
153 |
262 |
608 |
608 |
|
13 |
39 |
63 |
86 |
153 |
262 |
608 |
608 |
|
14 |
39 |
64 |
86 |
152 |
262 |
608 |
608 |
|
15 |
39 |
63 |
86 |
152 |
262 |
608 |
608 |
|
16 |
38 |
63 |
85 |
152 |
261 |
607 |
607 |
|
17 |
38 |
63 |
85 |
152 |
261 |
607 |
607 |
|
18 |
38 |
63 |
85 |
152 |
261 |
607 |
607 |
|
19 |
38 |
63 |
85 |
152 |
261 |
607 |
607 |
|
20 |
38 |
63 |
86 |
152 |
262 |
607 |
607 |
|
21 |
39 |
63 |
86 |
152 |
262 |
608 |
608 |
|
22 |
39 |
63 |
86 |
152 |
262 |
608 |
608 |
|
23 |
38 |
63 |
86 |
152 |
262 |
607 |
607 |
|
24 |
38 |
63 |
85 |
152 |
261 |
607 |
607 |
|
25 |
38 |
63 |
85 |
151 |
261 |
607 |
607 |
|
26 |
37 |
62 |
85 |
151 |
261 |
606 |
606 |
|
27 |
37 |
62 |
84 |
151 |
260 |
606 |
606 |
|
28 |
37 |
61 |
84 |
150 |
260 |
605 |
605 |
|
29 |
36 |
61 |
83 |
150 |
259 |
605 |
605 |
|
30 |
36 |
60 |
83 |
149 |
259 |
605 |
605 |
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 |
123 |
139 |
165 |
246 |
360 |
706 |
1 404 |
|
2 |
122 |
138 |
164 |
245 |
359 |
705 |
1 141 |
|
3 |
122 |
139 |
164 |
236 |
354 |
700 |
939 |
|
4 |
123 |
141 |
166 |
236 |
352 |
698 |
783 |
|
5 |
124 |
143 |
171 |
238 |
351 |
697 |
697 |
|
6 |
123 |
144 |
172 |
241 |
350 |
696 |
696 |
|
7 |
124 |
145 |
173 |
243 |
349 |
695 |
695 |
|
8 |
123 |
145 |
172 |
240 |
348 |
694 |
694 |
|
9 |
121 |
144 |
170 |
237 |
347 |
693 |
693 |
|
10 |
122 |
145 |
170 |
237 |
346 |
692 |
692 |
|
11 |
121 |
145 |
170 |
236 |
346 |
691 |
691 |
|
12 |
121 |
145 |
168 |
235 |
344 |
690 |
690 |
|
13 |
120 |
145 |
167 |
234 |
343 |
689 |
689 |
|
14 |
119 |
144 |
166 |
232 |
342 |
688 |
688 |
|
15 |
117 |
141 |
164 |
230 |
340 |
686 |
686 |
|
16 |
114 |
139 |
162 |
228 |
338 |
683 |
683 |
|
17 |
112 |
136 |
159 |
225 |
335 |
681 |
681 |
|
18 |
109 |
134 |
157 |
223 |
333 |
678 |
678 |
|
19 |
107 |
132 |
154 |
221 |
330 |
676 |
676 |
|
20 |
105 |
130 |
152 |
219 |
328 |
674 |
674 |
|
21 |
103 |
128 |
150 |
216 |
326 |
672 |
672 |
|
22 |
101 |
125 |
148 |
214 |
324 |
670 |
670 |
|
23 |
98 |
123 |
146 |
212 |
322 |
667 |
667 |
|
24 |
96 |
121 |
143 |
210 |
319 |
665 |
665 |
|
25 |
94 |
119 |
141 |
208 |
317 |
663 |
663 |
|
26 |
92 |
117 |
139 |
206 |
315 |
661 |
661 |
|
27 |
90 |
115 |
137 |
203 |
313 |
659 |
659 |
|
28 |
88 |
113 |
135 |
201 |
311 |
657 |
657 |
|
29 |
86 |
111 |
133 |
199 |
309 |
655 |
655 |
|
30 |
84 |
109 |
131 |
198 |
307 |
653 |
653 |
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 |
116 |
230 |
576 |
1 238 |
|
2 |
1 |
11 |
37 |
118 |
232 |
578 |
1 017 |
|
3 |
2 |
15 |
40 |
111 |
230 |
576 |
843 |
|
4 |
2 |
18 |
44 |
114 |
230 |
576 |
706 |
|
5 |
4 |
22 |
50 |
118 |
231 |
577 |
598 |
|
6 |
5 |
25 |
54 |
123 |
231 |
577 |
577 |
|
7 |
6 |
28 |
56 |
126 |
232 |
577 |
577 |
|
8 |
6 |
29 |
56 |
124 |
232 |
578 |
578 |
|
9 |
7 |
29 |
55 |
122 |
232 |
578 |
578 |
|
10 |
7 |
30 |
55 |
122 |
232 |
577 |
577 |
|
11 |
8 |
31 |
55 |
122 |
231 |
577 |
577 |
|
12 |
8 |
32 |
55 |
122 |
231 |
577 |
577 |
|
13 |
10 |
32 |
55 |
121 |
231 |
577 |
577 |
|
14 |
10 |
32 |
55 |
121 |
231 |
577 |
577 |
|
15 |
11 |
32 |
55 |
121 |
231 |
576 |
576 |
|
16 |
11 |
32 |
54 |
121 |
230 |
576 |
576 |
|
17 |
13 |
32 |
54 |
121 |
230 |
576 |
576 |
|
18 |
13 |
32 |
54 |
121 |
230 |
576 |
576 |
|
19 |
14 |
32 |
55 |
121 |
231 |
576 |
576 |
|
20 |
14 |
33 |
55 |
122 |
231 |
577 |
577 |
|
21 |
15 |
33 |
56 |
122 |
232 |
578 |
578 |
|
22 |
16 |
34 |
56 |
123 |
232 |
578 |
578 |
|
23 |
17 |
34 |
57 |
123 |
233 |
578 |
578 |
|
24 |
17 |
34 |
57 |
123 |
233 |
579 |
579 |
|
25 |
18 |
35 |
57 |
123 |
233 |
579 |
579 |
|
26 |
18 |
35 |
57 |
124 |
233 |
579 |
579 |
|
27 |
19 |
35 |
57 |
124 |
233 |
579 |
579 |
|
28 |
20 |
35 |
58 |
124 |
234 |
579 |
579 |
|
29 |
20 |
35 |
58 |
124 |
234 |
580 |
580 |
|
30 |
21 |
36 |
58 |
124 |
234 |
580 |
580 |
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 |
77 |
157 |
272 |
617 |
1 243 |
|
2 |
35 |
51 |
77 |
158 |
272 |
618 |
1 019 |
|
3 |
35 |
52 |
77 |
149 |
267 |
613 |
842 |
|
4 |
36 |
54 |
79 |
149 |
265 |
611 |
704 |
|
5 |
36 |
55 |
83 |
151 |
264 |
610 |
610 |
|
6 |
39 |
59 |
88 |
157 |
265 |
611 |
611 |
|
7 |
36 |
58 |
86 |
156 |
262 |
607 |
607 |
|
8 |
40 |
63 |
90 |
158 |
266 |
612 |
612 |
|
9 |
40 |
62 |
89 |
156 |
265 |
611 |
611 |
|
10 |
34 |
58 |
83 |
149 |
259 |
605 |
605 |
|
11 |
30 |
54 |
78 |
144 |
254 |
600 |
600 |
|
12 |
26 |
51 |
74 |
141 |
250 |
596 |
596 |
|
13 |
24 |
49 |
72 |
138 |
247 |
593 |
593 |
|
14 |
22 |
47 |
69 |
136 |
245 |
591 |
591 |
|
15 |
21 |
45 |
68 |
134 |
244 |
590 |
590 |
|
16 |
19 |
44 |
66 |
133 |
242 |
588 |
588 |
|
17 |
18 |
43 |
65 |
132 |
241 |
587 |
587 |
|
18 |
18 |
42 |
65 |
131 |
241 |
587 |
587 |
|
19 |
17 |
42 |
64 |
131 |
240 |
586 |
586 |
|
20 |
17 |
42 |
64 |
131 |
240 |
586 |
586 |
|
21 |
17 |
42 |
65 |
131 |
241 |
586 |
586 |
|
22 |
17 |
42 |
65 |
131 |
241 |
586 |
586 |
|
23 |
17 |
42 |
65 |
131 |
241 |
586 |
586 |
|
24 |
17 |
42 |
64 |
131 |
240 |
586 |
586 |
|
25 |
17 |
42 |
64 |
131 |
240 |
586 |
586 |
|
26 |
18 |
42 |
64 |
131 |
240 |
586 |
586 |
|
27 |
19 |
42 |
64 |
131 |
240 |
586 |
586 |
|
28 |
20 |
42 |
64 |
130 |
240 |
586 |
586 |
|
29 |
20 |
42 |
64 |
130 |
240 |
586 |
586 |
|
30 |
21 |
41 |
64 |
130 |
240 |
586 |
586 |
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 |
186 |
202 |
228 |
309 |
423 |
769 |
1 458 |
|
2 |
184 |
199 |
226 |
306 |
421 |
766 |
1 192 |
|
3 |
181 |
198 |
223 |
294 |
413 |
759 |
983 |
|
4 |
178 |
196 |
222 |
292 |
408 |
754 |
821 |
|
5 |
175 |
195 |
222 |
290 |
403 |
749 |
749 |
|
6 |
172 |
193 |
222 |
291 |
399 |
745 |
745 |
|
7 |
169 |
191 |
219 |
289 |
395 |
741 |
741 |
|
8 |
165 |
188 |
215 |
283 |
391 |
737 |
737 |
|
9 |
162 |
184 |
210 |
278 |
387 |
733 |
733 |
|
10 |
158 |
182 |
207 |
273 |
383 |
729 |
729 |
|
11 |
155 |
179 |
203 |
269 |
379 |
725 |
725 |
|
12 |
151 |
176 |
199 |
265 |
375 |
721 |
721 |
|
13 |
148 |
172 |
195 |
262 |
371 |
717 |
717 |
|
14 |
144 |
169 |
192 |
258 |
368 |
713 |
713 |
|
15 |
141 |
166 |
188 |
254 |
364 |
710 |
710 |
|
16 |
138 |
162 |
185 |
251 |
361 |
707 |
707 |
|
17 |
134 |
159 |
182 |
248 |
358 |
704 |
704 |
|
18 |
132 |
156 |
179 |
245 |
355 |
701 |
701 |
|
19 |
129 |
154 |
176 |
242 |
352 |
698 |
698 |
|
20 |
126 |
151 |
174 |
240 |
349 |
695 |
695 |
|
21 |
124 |
148 |
171 |
237 |
347 |
693 |
693 |
|
22 |
121 |
146 |
168 |
235 |
344 |
690 |
690 |
|
23 |
119 |
143 |
166 |
232 |
342 |
688 |
688 |
|
24 |
116 |
141 |
163 |
230 |
339 |
685 |
685 |
|
25 |
114 |
139 |
161 |
227 |
337 |
683 |
683 |
|
26 |
112 |
136 |
159 |
225 |
335 |
681 |
681 |
|
27 |
109 |
134 |
156 |
223 |
332 |
678 |
678 |
|
28 |
107 |
132 |
154 |
221 |
330 |
676 |
676 |
|
29 |
105 |
130 |
152 |
219 |
328 |
674 |
674 |
|
30 |
103 |
128 |
150 |
217 |
326 |
672 |
672 |
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 |
112 |
247 |
593 |
1 240 |
|
2 |
9 |
26 |
52 |
112 |
247 |
593 |
1 019 |
|
3 |
10 |
29 |
54 |
106 |
246 |
591 |
844 |
|
4 |
12 |
34 |
57 |
103 |
246 |
592 |
706 |
|
5 |
17 |
41 |
63 |
105 |
247 |
593 |
598 |
|
6 |
19 |
44 |
67 |
101 |
248 |
594 |
594 |
|
7 |
19 |
46 |
65 |
94 |
248 |
594 |
594 |
|
8 |
17 |
44 |
64 |
92 |
249 |
595 |
595 |
|
9 |
17 |
45 |
66 |
96 |
249 |
595 |
595 |
|
10 |
19 |
48 |
69 |
100 |
249 |
595 |
595 |
|
11 |
21 |
50 |
71 |
103 |
249 |
595 |
595 |
|
12 |
22 |
53 |
72 |
104 |
249 |
595 |
595 |
|
13 |
24 |
55 |
72 |
104 |
249 |
595 |
595 |
|
14 |
24 |
55 |
73 |
104 |
250 |
595 |
595 |
|
15 |
24 |
55 |
73 |
104 |
250 |
595 |
595 |
|
16 |
24 |
55 |
73 |
104 |
249 |
595 |
595 |
|
17 |
24 |
55 |
73 |
104 |
249 |
595 |
595 |
|
18 |
24 |
55 |
73 |
104 |
249 |
595 |
595 |
|
19 |
24 |
55 |
73 |
104 |
249 |
595 |
595 |
|
20 |
24 |
55 |
73 |
104 |
250 |
596 |
596 |
|
21 |
24 |
55 |
73 |
104 |
250 |
596 |
596 |
|
22 |
24 |
55 |
73 |
104 |
251 |
596 |
596 |
|
23 |
24 |
55 |
73 |
104 |
251 |
597 |
597 |
|
24 |
24 |
55 |
73 |
104 |
251 |
597 |
597 |
|
25 |
24 |
55 |
73 |
104 |
251 |
597 |
597 |
|
26 |
24 |
55 |
73 |
104 |
251 |
597 |
597 |
|
27 |
24 |
55 |
73 |
104 |
251 |
597 |
597 |
|
28 |
24 |
55 |
73 |
104 |
251 |
597 |
597 |
|
29 |
24 |
55 |
73 |
104 |
251 |
597 |
597 |
|
30 |
24 |
55 |
73 |
104 |
251 |
596 |
596 |
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 |
94 |
208 |
554 |
1 216 |
|
2 |
1 |
5 |
12 |
92 |
207 |
552 |
996 |
|
3 |
2 |
5 |
11 |
83 |
202 |
547 |
823 |
|
4 |
2 |
6 |
13 |
84 |
199 |
545 |
687 |
|
5 |
3 |
7 |
18 |
86 |
199 |
544 |
581 |
|
6 |
4 |
8 |
21 |
90 |
198 |
544 |
544 |
|
7 |
5 |
9 |
22 |
92 |
198 |
544 |
544 |
|
8 |
5 |
9 |
22 |
90 |
198 |
544 |
544 |
|
9 |
7 |
11 |
22 |
89 |
198 |
544 |
544 |
|
10 |
7 |
11 |
22 |
89 |
198 |
544 |
544 |
|
11 |
8 |
12 |
23 |
89 |
199 |
544 |
544 |
|
12 |
8 |
13 |
25 |
89 |
199 |
545 |
545 |
|
13 |
10 |
14 |
26 |
90 |
199 |
545 |
545 |
|
14 |
10 |
14 |
29 |
90 |
200 |
545 |
545 |
|
15 |
11 |
16 |
30 |
90 |
200 |
546 |
546 |
|
16 |
11 |
16 |
31 |
90 |
200 |
546 |
546 |
|
17 |
12 |
17 |
33 |
91 |
200 |
546 |
546 |
|
18 |
13 |
18 |
34 |
91 |
201 |
547 |
547 |
|
19 |
14 |
19 |
35 |
92 |
202 |
547 |
547 |
|
20 |
14 |
19 |
37 |
93 |
202 |
548 |
548 |
|
21 |
15 |
20 |
38 |
93 |
203 |
549 |
549 |
|
22 |
15 |
21 |
39 |
94 |
204 |
549 |
549 |
|
23 |
16 |
22 |
40 |
94 |
204 |
550 |
550 |
|
24 |
17 |
22 |
42 |
95 |
204 |
550 |
550 |
|
25 |
17 |
23 |
44 |
95 |
205 |
550 |
550 |
|
26 |
18 |
24 |
45 |
95 |
205 |
551 |
551 |
|
27 |
18 |
25 |
46 |
95 |
205 |
551 |
551 |
|
28 |
19 |
25 |
47 |
95 |
205 |
551 |
551 |
|
29 |
20 |
26 |
48 |
95 |
205 |
551 |
551 |
|
30 |
20 |
28 |
49 |
96 |
205 |
551 |
551 |
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 |
168 |
306 |
3 078 |
|
2 |
1 |
15 |
22 |
45 |
168 |
343 |
2 294 |
|
3 |
1 |
16 |
24 |
50 |
163 |
355 |
1 731 |
|
4 |
1 |
17 |
27 |
54 |
160 |
354 |
1 337 |
|
5 |
2 |
19 |
31 |
56 |
160 |
345 |
1 059 |
|
6 |
3 |
22 |
33 |
59 |
160 |
331 |
859 |
|
7 |
4 |
24 |
35 |
61 |
160 |
316 |
710 |
|
8 |
4 |
25 |
37 |
64 |
160 |
299 |
596 |
|
9 |
5 |
26 |
38 |
67 |
160 |
282 |
508 |
|
10 |
5 |
27 |
40 |
69 |
160 |
265 |
437 |
|
11 |
5 |
27 |
40 |
70 |
160 |
254 |
379 |
|
12 |
6 |
27 |
40 |
70 |
160 |
254 |
332 |
|
13 |
6 |
27 |
40 |
70 |
160 |
254 |
292 |
|
14 |
6 |
27 |
40 |
70 |
160 |
254 |
259 |
|
15 |
6 |
27 |
42 |
70 |
160 |
254 |
254 |
|
16 |
7 |
27 |
44 |
70 |
160 |
254 |
254 |
|
17 |
7 |
27 |
47 |
70 |
160 |
254 |
254 |
|
18 |
8 |
27 |
49 |
70 |
160 |
254 |
254 |
|
19 |
9 |
27 |
52 |
70 |
160 |
254 |
254 |
|
20 |
9 |
27 |
54 |
70 |
160 |
254 |
254 |
|
21 |
9 |
27 |
57 |
70 |
160 |
254 |
254 |
|
22 |
10 |
27 |
59 |
70 |
160 |
254 |
254 |
|
23 |
10 |
27 |
62 |
70 |
160 |
254 |
254 |
|
24 |
11 |
27 |
64 |
70 |
160 |
254 |
254 |
|
25 |
11 |
27 |
67 |
72 |
160 |
254 |
254 |
|
26 |
11 |
27 |
69 |
75 |
160 |
254 |
254 |
|
27 |
12 |
27 |
72 |
76 |
160 |
254 |
254 |
|
28 |
12 |
27 |
75 |
78 |
160 |
254 |
254 |
|
29 |
13 |
27 |
78 |
81 |
160 |
254 |
254 |
|
30 |
13 |
27 |
80 |
83 |
160 |
254 |
254 |
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 |
50 |
173 |
308 |
3 105 |
|
2 |
7 |
22 |
28 |
52 |
175 |
346 |
2 316 |
|
3 |
7 |
22 |
31 |
57 |
170 |
359 |
1 748 |
|
4 |
7 |
23 |
34 |
61 |
167 |
357 |
1 350 |
|
5 |
8 |
25 |
37 |
63 |
167 |
348 |
1 069 |
|
6 |
9 |
27 |
39 |
65 |
166 |
334 |
866 |
|
7 |
10 |
30 |
41 |
67 |
166 |
318 |
715 |
|
8 |
9 |
30 |
42 |
69 |
165 |
301 |
601 |
|
9 |
9 |
30 |
43 |
72 |
165 |
284 |
511 |
|
10 |
9 |
31 |
44 |
74 |
164 |
267 |
440 |
|
11 |
9 |
31 |
44 |
74 |
164 |
257 |
382 |
|
12 |
8 |
30 |
43 |
74 |
163 |
257 |
334 |
|
13 |
8 |
30 |
43 |
73 |
163 |
256 |
294 |
|
14 |
7 |
29 |
42 |
72 |
162 |
256 |
260 |
|
15 |
7 |
29 |
42 |
72 |
162 |
255 |
255 |
|
16 |
7 |
28 |
44 |
71 |
161 |
255 |
255 |
|
17 |
8 |
28 |
47 |
71 |
161 |
254 |
254 |
|
18 |
8 |
28 |
50 |
71 |
161 |
254 |
254 |
|
19 |
9 |
28 |
52 |
71 |
161 |
254 |
254 |
|
20 |
9 |
28 |
55 |
71 |
161 |
255 |
255 |
|
21 |
9 |
28 |
57 |
72 |
162 |
255 |
255 |
|
22 |
10 |
29 |
59 |
72 |
162 |
255 |
255 |
|
23 |
10 |
29 |
62 |
72 |
162 |
255 |
255 |
|
24 |
11 |
29 |
65 |
72 |
162 |
255 |
255 |
|
25 |
11 |
29 |
67 |
73 |
162 |
255 |
255 |
|
26 |
11 |
29 |
71 |
75 |
162 |
256 |
256 |
|
27 |
12 |
29 |
73 |
77 |
162 |
256 |
256 |
|
28 |
12 |
29 |
76 |
79 |
162 |
256 |
256 |
|
29 |
13 |
29 |
78 |
81 |
162 |
255 |
255 |
|
30 |
13 |
29 |
80 |
83 |
162 |
255 |
255 |
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 |
0 |
15 |
22 |
45 |
168 |
306 |
3 078 |
|
2 |
0 |
15 |
22 |
45 |
168 |
343 |
2 294 |
|
3 |
1 |
15 |
24 |
50 |
163 |
355 |
1 731 |
|
4 |
1 |
16 |
27 |
54 |
160 |
354 |
1 337 |
|
5 |
2 |
19 |
31 |
56 |
160 |
345 |
1 059 |
|
6 |
2 |
21 |
33 |
59 |
160 |
331 |
858 |
|
7 |
4 |
24 |
35 |
61 |
160 |
316 |
710 |
|
8 |
4 |
25 |
36 |
64 |
160 |
299 |
596 |
|
9 |
5 |
26 |
38 |
67 |
160 |
282 |
508 |
|
10 |
5 |
26 |
40 |
69 |
160 |
265 |
437 |
|
11 |
5 |
27 |
40 |
70 |
160 |
253 |
379 |
|
12 |
6 |
27 |
40 |
70 |
160 |
253 |
332 |
|
13 |
6 |
27 |
40 |
70 |
160 |
253 |
292 |
|
14 |
6 |
27 |
40 |
70 |
160 |
253 |
259 |
|
15 |
6 |
27 |
42 |
70 |
160 |
253 |
253 |
|
16 |
7 |
27 |
44 |
70 |
160 |
253 |
253 |
|
17 |
7 |
27 |
47 |
70 |
160 |
253 |
253 |
|
18 |
8 |
27 |
49 |
70 |
160 |
253 |
253 |
|
19 |
9 |
27 |
52 |
70 |
160 |
253 |
253 |
|
20 |
9 |
27 |
54 |
70 |
160 |
253 |
253 |
|
21 |
9 |
27 |
57 |
70 |
160 |
253 |
253 |
|
22 |
10 |
27 |
59 |
70 |
160 |
253 |
253 |
|
23 |
10 |
27 |
62 |
70 |
160 |
253 |
253 |
|
24 |
11 |
27 |
64 |
70 |
160 |
253 |
253 |
|
25 |
11 |
27 |
67 |
72 |
160 |
253 |
253 |
|
26 |
11 |
27 |
69 |
75 |
160 |
253 |
253 |
|
27 |
12 |
27 |
72 |
76 |
160 |
253 |
253 |
|
28 |
12 |
27 |
75 |
78 |
160 |
253 |
253 |
|
29 |
13 |
27 |
78 |
81 |
160 |
253 |
253 |
|
30 |
13 |
27 |
80 |
83 |
160 |
253 |
253 |
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 |
82 |
96 |
103 |
127 |
250 |
345 |
3 100 |
|
2 |
77 |
91 |
98 |
122 |
245 |
348 |
2 326 |
|
3 |
79 |
94 |
103 |
129 |
242 |
361 |
1 759 |
|
4 |
76 |
93 |
103 |
130 |
236 |
361 |
1 363 |
|
5 |
74 |
92 |
104 |
129 |
233 |
353 |
1 084 |
|
6 |
73 |
92 |
104 |
130 |
231 |
341 |
881 |
|
7 |
72 |
92 |
103 |
129 |
228 |
325 |
730 |
|
8 |
71 |
91 |
103 |
131 |
227 |
320 |
614 |
|
9 |
70 |
91 |
103 |
132 |
226 |
319 |
523 |
|
10 |
66 |
88 |
101 |
130 |
221 |
315 |
451 |
|
11 |
63 |
85 |
98 |
128 |
218 |
312 |
392 |
|
12 |
62 |
83 |
97 |
127 |
217 |
310 |
343 |
|
13 |
61 |
83 |
96 |
126 |
216 |
309 |
309 |
|
14 |
60 |
82 |
95 |
125 |
215 |
309 |
309 |
|
15 |
60 |
82 |
95 |
125 |
215 |
308 |
308 |
|
16 |
59 |
81 |
94 |
124 |
214 |
307 |
307 |
|
17 |
59 |
80 |
93 |
124 |
214 |
307 |
307 |
|
18 |
58 |
79 |
93 |
123 |
213 |
306 |
306 |
|
19 |
57 |
79 |
92 |
122 |
212 |
305 |
305 |
|
20 |
56 |
78 |
91 |
121 |
211 |
305 |
305 |
|
21 |
55 |
77 |
90 |
121 |
210 |
304 |
304 |
|
22 |
55 |
76 |
89 |
120 |
210 |
303 |
303 |
|
23 |
54 |
75 |
88 |
119 |
209 |
302 |
302 |
|
24 |
53 |
74 |
87 |
118 |
208 |
301 |
301 |
|
25 |
52 |
73 |
86 |
117 |
206 |
300 |
300 |
|
26 |
50 |
72 |
85 |
116 |
205 |
299 |
299 |
|
27 |
49 |
71 |
84 |
114 |
204 |
298 |
298 |
|
28 |
48 |
70 |
83 |
113 |
203 |
297 |
297 |
|
29 |
47 |
69 |
82 |
112 |
202 |
295 |
295 |
|
30 |
46 |
68 |
83 |
111 |
201 |
294 |
294 |
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 |
26 |
49 |
172 |
305 |
3 067 |
|
2 |
6 |
21 |
28 |
51 |
174 |
342 |
2 288 |
|
3 |
7 |
22 |
31 |
57 |
170 |
355 |
1 729 |
|
4 |
8 |
24 |
35 |
62 |
168 |
354 |
1 337 |
|
5 |
9 |
26 |
38 |
64 |
168 |
345 |
1 060 |
|
6 |
10 |
29 |
41 |
67 |
168 |
332 |
860 |
|
7 |
11 |
31 |
42 |
68 |
167 |
317 |
711 |
|
8 |
11 |
31 |
43 |
71 |
167 |
300 |
598 |
|
9 |
11 |
32 |
44 |
73 |
166 |
283 |
509 |
|
10 |
11 |
32 |
45 |
75 |
166 |
267 |
438 |
|
11 |
10 |
32 |
45 |
75 |
165 |
259 |
381 |
|
12 |
10 |
32 |
45 |
75 |
165 |
258 |
334 |
|
13 |
9 |
31 |
44 |
75 |
164 |
258 |
294 |
|
14 |
9 |
31 |
44 |
74 |
164 |
257 |
261 |
|
15 |
9 |
30 |
44 |
74 |
164 |
257 |
257 |
|
16 |
8 |
30 |
44 |
73 |
163 |
256 |
256 |
|
17 |
8 |
30 |
47 |
73 |
163 |
256 |
256 |
|
18 |
8 |
30 |
50 |
73 |
163 |
256 |
256 |
|
19 |
9 |
30 |
52 |
73 |
163 |
256 |
256 |
|
20 |
9 |
30 |
55 |
73 |
163 |
257 |
257 |
|
21 |
10 |
30 |
58 |
74 |
164 |
257 |
257 |
|
22 |
10 |
31 |
61 |
74 |
164 |
257 |
257 |
|
23 |
10 |
31 |
63 |
74 |
164 |
257 |
257 |
|
24 |
11 |
31 |
66 |
74 |
164 |
257 |
257 |
|
25 |
11 |
31 |
68 |
74 |
164 |
257 |
257 |
|
26 |
12 |
31 |
71 |
75 |
164 |
257 |
257 |
|
27 |
12 |
31 |
73 |
77 |
164 |
257 |
257 |
|
28 |
12 |
31 |
76 |
80 |
164 |
257 |
257 |
|
29 |
13 |
31 |
78 |
82 |
164 |
257 |
257 |
|
30 |
14 |
31 |
81 |
84 |
164 |
257 |
257 |
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 |
48 |
62 |
69 |
92 |
215 |
311 |
3 114 |
|
2 |
51 |
66 |
73 |
96 |
219 |
349 |
2 337 |
|
3 |
55 |
71 |
79 |
106 |
218 |
364 |
1 774 |
|
4 |
58 |
74 |
85 |
112 |
218 |
364 |
1 376 |
|
5 |
59 |
77 |
89 |
114 |
218 |
356 |
1 092 |
|
6 |
60 |
79 |
91 |
117 |
218 |
342 |
886 |
|
7 |
61 |
81 |
92 |
118 |
217 |
326 |
732 |
|
8 |
60 |
81 |
92 |
120 |
216 |
309 |
615 |
|
9 |
59 |
80 |
92 |
121 |
215 |
308 |
523 |
|
10 |
58 |
79 |
92 |
122 |
213 |
306 |
450 |
|
11 |
56 |
78 |
91 |
121 |
211 |
305 |
391 |
|
12 |
55 |
76 |
89 |
120 |
210 |
303 |
342 |
|
13 |
53 |
75 |
88 |
118 |
208 |
301 |
301 |
|
14 |
52 |
73 |
86 |
117 |
207 |
300 |
300 |
|
15 |
50 |
72 |
85 |
115 |
205 |
299 |
299 |
|
16 |
49 |
71 |
84 |
114 |
204 |
297 |
297 |
|
17 |
48 |
70 |
83 |
113 |
203 |
296 |
296 |
|
18 |
47 |
69 |
82 |
112 |
202 |
296 |
296 |
|
19 |
47 |
68 |
81 |
112 |
202 |
295 |
295 |
|
20 |
46 |
68 |
81 |
111 |
201 |
294 |
294 |
|
21 |
45 |
67 |
80 |
110 |
200 |
294 |
294 |
|
22 |
44 |
66 |
79 |
110 |
199 |
293 |
293 |
|
23 |
44 |
65 |
78 |
109 |
199 |
292 |
292 |
|
24 |
43 |
64 |
78 |
108 |
198 |
291 |
291 |
|
25 |
42 |
64 |
77 |
107 |
197 |
290 |
290 |
|
26 |
41 |
63 |
76 |
106 |
196 |
289 |
289 |
|
27 |
40 |
62 |
75 |
105 |
195 |
288 |
288 |
|
28 |
39 |
61 |
77 |
104 |
194 |
288 |
288 |
|
29 |
38 |
60 |
79 |
104 |
193 |
287 |
287 |
|
30 |
38 |
59 |
83 |
103 |
193 |
286 |
286 |
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 |
45 |
167 |
306 |
3 076 |
|
2 |
0 |
14 |
21 |
45 |
167 |
343 |
2 292 |
|
3 |
1 |
15 |
23 |
50 |
162 |
355 |
1 730 |
|
4 |
1 |
16 |
27 |
53 |
159 |
354 |
1 336 |
|
5 |
2 |
18 |
30 |
55 |
159 |
345 |
1 058 |
|
6 |
2 |
21 |
33 |
58 |
159 |
331 |
858 |
|
7 |
3 |
23 |
34 |
61 |
159 |
315 |
709 |
|
8 |
4 |
24 |
36 |
63 |
159 |
299 |
596 |
|
9 |
4 |
25 |
37 |
66 |
159 |
282 |
507 |
|
10 |
4 |
26 |
39 |
68 |
159 |
265 |
437 |
|
11 |
4 |
26 |
39 |
69 |
159 |
253 |
379 |
|
12 |
6 |
26 |
39 |
70 |
159 |
253 |
332 |
|
13 |
6 |
26 |
39 |
70 |
159 |
253 |
292 |
|
14 |
6 |
26 |
39 |
70 |
159 |
253 |
259 |
|
15 |
6 |
26 |
42 |
70 |
159 |
253 |
253 |
|
16 |
7 |
26 |
44 |
70 |
159 |
253 |
253 |
|
17 |
7 |
26 |
47 |
70 |
159 |
253 |
253 |
|
18 |
8 |
26 |
49 |
70 |
159 |
253 |
253 |
|
19 |
9 |
26 |
52 |
70 |
159 |
253 |
253 |
|
20 |
9 |
26 |
54 |
70 |
159 |
253 |
253 |
|
21 |
9 |
26 |
57 |
70 |
159 |
253 |
253 |
|
22 |
10 |
26 |
59 |
70 |
159 |
253 |
253 |
|
23 |
10 |
26 |
62 |
70 |
159 |
253 |
253 |
|
24 |
11 |
26 |
64 |
70 |
159 |
253 |
253 |
|
25 |
11 |
26 |
67 |
72 |
159 |
253 |
253 |
|
26 |
11 |
26 |
69 |
75 |
159 |
253 |
253 |
|
27 |
12 |
26 |
72 |
76 |
159 |
253 |
253 |
|
28 |
12 |
26 |
75 |
78 |
159 |
253 |
253 |
|
29 |
13 |
26 |
78 |
81 |
160 |
253 |
253 |
|
30 |
13 |
26 |
80 |
83 |
160 |
253 |
253 |
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 |
186 |
309 |
3 113 |
|
2 |
0 |
11 |
23 |
46 |
186 |
346 |
2 321 |
|
3 |
1 |
11 |
24 |
51 |
181 |
359 |
1 751 |
|
4 |
1 |
13 |
27 |
57 |
177 |
358 |
1 352 |
|
5 |
2 |
16 |
29 |
60 |
176 |
348 |
1 071 |
|
6 |
2 |
18 |
33 |
61 |
175 |
335 |
867 |
|
7 |
3 |
21 |
36 |
60 |
174 |
318 |
716 |
|
8 |
4 |
23 |
37 |
60 |
173 |
301 |
602 |
|
9 |
6 |
31 |
41 |
58 |
172 |
284 |
512 |
|
10 |
9 |
34 |
41 |
57 |
171 |
267 |
440 |
|
11 |
7 |
33 |
40 |
56 |
170 |
264 |
382 |
|
12 |
6 |
32 |
40 |
55 |
170 |
263 |
334 |
|
13 |
6 |
30 |
40 |
56 |
169 |
262 |
294 |
|
14 |
6 |
30 |
41 |
56 |
168 |
261 |
261 |
|
15 |
6 |
30 |
42 |
56 |
167 |
261 |
261 |
|
16 |
7 |
30 |
44 |
56 |
166 |
259 |
259 |
|
17 |
8 |
30 |
47 |
56 |
165 |
258 |
258 |
|
18 |
8 |
30 |
49 |
57 |
164 |
257 |
257 |
|
19 |
9 |
30 |
52 |
60 |
164 |
257 |
257 |
|
20 |
9 |
30 |
54 |
61 |
165 |
258 |
258 |
|
21 |
9 |
30 |
57 |
63 |
165 |
258 |
258 |
|
22 |
10 |
30 |
59 |
65 |
165 |
258 |
258 |
|
23 |
10 |
30 |
62 |
68 |
164 |
258 |
258 |
|
24 |
11 |
30 |
64 |
70 |
164 |
257 |
257 |
|
25 |
11 |
30 |
67 |
72 |
163 |
257 |
257 |
|
26 |
11 |
30 |
69 |
74 |
163 |
256 |
256 |
|
27 |
12 |
30 |
72 |
76 |
163 |
256 |
256 |
|
28 |
12 |
30 |
74 |
78 |
162 |
256 |
256 |
|
29 |
13 |
30 |
78 |
80 |
162 |
255 |
255 |
|
30 |
13 |
30 |
80 |
83 |
161 |
255 |
255 |
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 |
83 |
98 |
105 |
128 |
251 |
347 |
3 144 |
|
2 |
81 |
95 |
102 |
125 |
248 |
351 |
2 355 |
|
3 |
78 |
93 |
102 |
128 |
240 |
366 |
1 786 |
|
4 |
75 |
92 |
102 |
129 |
235 |
366 |
1 385 |
|
5 |
73 |
90 |
103 |
128 |
232 |
358 |
1 100 |
|
6 |
72 |
91 |
103 |
129 |
230 |
345 |
894 |
|
7 |
71 |
91 |
102 |
128 |
227 |
330 |
740 |
|
8 |
68 |
89 |
100 |
128 |
224 |
317 |
622 |
|
9 |
66 |
87 |
99 |
128 |
221 |
315 |
530 |
|
10 |
64 |
86 |
99 |
129 |
220 |
313 |
456 |
|
11 |
63 |
84 |
98 |
128 |
218 |
311 |
396 |
|
12 |
61 |
83 |
96 |
126 |
216 |
309 |
347 |
|
13 |
59 |
81 |
94 |
124 |
214 |
308 |
308 |
|
14 |
58 |
79 |
93 |
123 |
213 |
306 |
306 |
|
15 |
56 |
78 |
91 |
121 |
211 |
305 |
305 |
|
16 |
55 |
77 |
90 |
120 |
210 |
303 |
303 |
|
17 |
54 |
76 |
89 |
119 |
209 |
302 |
302 |
|
18 |
53 |
75 |
88 |
118 |
208 |
301 |
301 |
|
19 |
52 |
74 |
87 |
117 |
207 |
300 |
300 |
|
20 |
51 |
73 |
86 |
116 |
206 |
299 |
299 |
|
21 |
50 |
72 |
85 |
115 |
205 |
299 |
299 |
|
22 |
49 |
71 |
84 |
114 |
204 |
298 |
298 |
|
23 |
48 |
70 |
83 |
113 |
203 |
297 |
297 |
|
24 |
47 |
69 |
82 |
112 |
202 |
296 |
296 |
|
25 |
46 |
68 |
81 |
111 |
201 |
295 |
295 |
|
26 |
45 |
67 |
80 |
110 |
200 |
294 |
294 |
|
27 |
44 |
66 |
79 |
109 |
199 |
293 |
293 |
|
28 |
43 |
65 |
78 |
108 |
198 |
292 |
292 |
|
29 |
42 |
64 |
81 |
107 |
197 |
291 |
291 |
|
30 |
41 |
63 |
83 |
107 |
196 |
290 |
290 |
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 |
101 |
224 |
319 |
3 169 |
|
2 |
54 |
69 |
76 |
99 |
222 |
354 |
2 372 |
|
3 |
52 |
68 |
77 |
103 |
215 |
368 |
1 796 |
|
4 |
51 |
67 |
78 |
105 |
211 |
367 |
1 390 |
|
5 |
50 |
67 |
80 |
105 |
209 |
359 |
1 103 |
|
6 |
49 |
68 |
80 |
106 |
207 |
345 |
894 |
|
7 |
49 |
69 |
80 |
106 |
205 |
329 |
739 |
|
8 |
47 |
68 |
80 |
107 |
203 |
311 |
621 |
|
9 |
46 |
67 |
79 |
108 |
201 |
295 |
528 |
|
10 |
45 |
67 |
80 |
109 |
200 |
294 |
455 |
|
11 |
44 |
66 |
79 |
109 |
199 |
293 |
395 |
|
12 |
43 |
65 |
78 |
108 |
198 |
292 |
345 |
|
13 |
43 |
64 |
77 |
108 |
198 |
291 |
304 |
|
14 |
42 |
64 |
77 |
107 |
197 |
290 |
290 |
|
15 |
41 |
63 |
76 |
106 |
196 |
290 |
290 |
|
16 |
40 |
62 |
75 |
105 |
195 |
288 |
288 |
|
17 |
39 |
61 |
74 |
105 |
194 |
288 |
288 |
|
18 |
39 |
60 |
74 |
104 |
194 |
287 |
287 |
|
19 |
38 |
60 |
73 |
103 |
193 |
286 |
286 |
|
20 |
38 |
60 |
73 |
103 |
193 |
286 |
286 |
|
21 |
38 |
59 |
73 |
103 |
193 |
286 |
286 |
|
22 |
37 |
59 |
72 |
102 |
192 |
286 |
286 |
|
23 |
37 |
58 |
72 |
102 |
192 |
285 |
285 |
|
24 |
36 |
58 |
71 |
101 |
191 |
284 |
284 |
|
25 |
36 |
57 |
70 |
101 |
191 |
284 |
284 |
|
26 |
35 |
57 |
72 |
100 |
190 |
283 |
283 |
|
27 |
34 |
56 |
75 |
99 |
189 |
283 |
283 |
|
28 |
34 |
55 |
77 |
99 |
188 |
282 |
282 |
|
29 |
33 |
55 |
81 |
98 |
188 |
281 |
281 |
|
30 |
32 |
54 |
83 |
97 |
187 |
280 |
280 |
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 |
193 |
312 |
3 141 |
|
2 |
26 |
41 |
47 |
71 |
194 |
350 |
2 344 |
|
3 |
24 |
40 |
49 |
75 |
187 |
363 |
1 770 |
|
4 |
24 |
40 |
51 |
78 |
184 |
361 |
1 367 |
|
5 |
24 |
41 |
54 |
79 |
183 |
352 |
1 083 |
|
6 |
24 |
43 |
55 |
81 |
182 |
338 |
877 |
|
7 |
25 |
45 |
56 |
82 |
181 |
322 |
725 |
|
8 |
24 |
45 |
57 |
84 |
180 |
305 |
609 |
|
9 |
24 |
45 |
57 |
86 |
179 |
288 |
518 |
|
10 |
24 |
45 |
58 |
88 |
179 |
272 |
446 |
|
11 |
23 |
45 |
58 |
88 |
178 |
271 |
387 |
|
12 |
22 |
44 |
57 |
87 |
177 |
271 |
338 |
|
13 |
21 |
43 |
56 |
87 |
176 |
270 |
298 |
|
14 |
21 |
42 |
56 |
86 |
176 |
269 |
269 |
|
15 |
20 |
42 |
55 |
85 |
175 |
268 |
268 |
|
16 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
|
17 |
18 |
40 |
53 |
84 |
173 |
267 |
267 |
|
18 |
18 |
40 |
53 |
83 |
173 |
266 |
266 |
|
19 |
18 |
39 |
53 |
83 |
173 |
266 |
266 |
|
20 |
18 |
39 |
55 |
83 |
173 |
266 |
266 |
|
21 |
18 |
39 |
58 |
83 |
173 |
266 |
266 |
|
22 |
18 |
39 |
61 |
83 |
173 |
266 |
266 |
|
23 |
18 |
39 |
63 |
83 |
172 |
266 |
266 |
|
24 |
17 |
39 |
66 |
82 |
172 |
266 |
266 |
|
25 |
17 |
39 |
68 |
82 |
172 |
265 |
265 |
|
26 |
17 |
39 |
71 |
82 |
172 |
265 |
265 |
|
27 |
17 |
38 |
73 |
82 |
172 |
265 |
265 |
|
28 |
16 |
38 |
76 |
81 |
171 |
265 |
265 |
|
29 |
16 |
38 |
79 |
82 |
171 |
264 |
264 |
|
30 |
16 |
38 |
81 |
84 |
171 |
264 |
264 |
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 |
25 |
148 |
304 |
3 055 |
|
2 |
0 |
1 |
6 |
26 |
149 |
340 |
2 275 |
|
3 |
1 |
1 |
9 |
31 |
143 |
353 |
1 717 |
|
4 |
1 |
3 |
12 |
35 |
141 |
351 |
1 326 |
|
5 |
2 |
4 |
15 |
37 |
141 |
342 |
1 050 |
|
6 |
2 |
4 |
17 |
40 |
141 |
329 |
851 |
|
7 |
3 |
6 |
20 |
42 |
141 |
313 |
704 |
|
8 |
4 |
6 |
23 |
44 |
141 |
296 |
591 |
|
9 |
4 |
8 |
26 |
48 |
141 |
280 |
503 |
|
10 |
4 |
8 |
28 |
50 |
141 |
263 |
433 |
|
11 |
4 |
9 |
30 |
52 |
142 |
247 |
376 |
|
12 |
6 |
10 |
33 |
51 |
140 |
234 |
329 |
|
13 |
6 |
11 |
36 |
52 |
142 |
235 |
289 |
|
14 |
6 |
12 |
39 |
52 |
141 |
235 |
256 |
|
15 |
6 |
13 |
41 |
50 |
140 |
233 |
233 |
|
16 |
7 |
13 |
44 |
51 |
139 |
232 |
232 |
|
17 |
7 |
14 |
46 |
54 |
139 |
232 |
232 |
|
18 |
8 |
16 |
48 |
57 |
139 |
232 |
232 |
|
19 |
9 |
16 |
51 |
58 |
139 |
233 |
233 |
|
20 |
9 |
17 |
54 |
60 |
140 |
233 |
233 |
|
21 |
9 |
18 |
56 |
63 |
141 |
234 |
234 |
|
22 |
10 |
19 |
59 |
65 |
141 |
234 |
234 |
|
23 |
10 |
19 |
62 |
67 |
141 |
234 |
234 |
|
24 |
11 |
20 |
64 |
69 |
141 |
234 |
234 |
|
25 |
11 |
22 |
67 |
71 |
141 |
234 |
234 |
|
26 |
11 |
22 |
69 |
73 |
141 |
234 |
234 |
|
27 |
12 |
23 |
72 |
75 |
141 |
234 |
234 |
|
28 |
12 |
24 |
74 |
78 |
141 |
234 |
234 |
|
29 |
12 |
25 |
76 |
79 |
142 |
234 |
234 |
|
30 |
13 |
25 |
79 |
81 |
144 |
234 |
234 |
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 |
57 |
63 |
87 |
210 |
316 |
3 189 |
|
2 |
42 |
57 |
63 |
87 |
210 |
354 |
2 379 |
|
3 |
41 |
57 |
65 |
91 |
204 |
368 |
1 797 |
|
4 |
40 |
57 |
68 |
94 |
200 |
366 |
1 388 |
|
5 |
40 |
58 |
70 |
95 |
199 |
357 |
1 100 |
|
6 |
40 |
59 |
71 |
97 |
198 |
343 |
891 |
|
7 |
41 |
61 |
72 |
98 |
197 |
327 |
736 |
|
8 |
40 |
60 |
72 |
100 |
196 |
310 |
618 |
|
9 |
39 |
60 |
73 |
102 |
195 |
292 |
526 |
|
10 |
39 |
60 |
74 |
103 |
194 |
287 |
452 |
|
11 |
38 |
60 |
73 |
103 |
193 |
286 |
393 |
|
12 |
37 |
59 |
72 |
102 |
192 |
286 |
344 |
|
13 |
36 |
58 |
71 |
102 |
191 |
285 |
302 |
|
14 |
36 |
57 |
71 |
101 |
191 |
284 |
284 |
|
15 |
35 |
57 |
70 |
100 |
190 |
283 |
283 |
|
16 |
34 |
56 |
69 |
99 |
189 |
282 |
282 |
|
17 |
34 |
55 |
68 |
99 |
189 |
282 |
282 |
|
18 |
33 |
55 |
68 |
98 |
188 |
281 |
281 |
|
19 |
33 |
54 |
67 |
98 |
187 |
281 |
281 |
|
20 |
32 |
54 |
67 |
97 |
187 |
281 |
281 |
|
21 |
32 |
54 |
67 |
97 |
187 |
280 |
280 |
|
22 |
32 |
53 |
67 |
97 |
187 |
280 |
280 |
|
23 |
31 |
53 |
66 |
96 |
186 |
280 |
280 |
|
24 |
31 |
52 |
66 |
96 |
186 |
279 |
279 |
|
25 |
30 |
52 |
69 |
95 |
185 |
279 |
279 |
|
26 |
30 |
51 |
72 |
95 |
185 |
278 |
278 |
|
27 |
29 |
51 |
75 |
94 |
184 |
277 |
277 |
|
28 |
28 |
50 |
77 |
94 |
183 |
277 |
277 |
|
29 |
28 |
49 |
79 |
93 |
183 |
276 |
276 |
|
30 |
27 |
49 |
83 |
92 |
182 |
276 |
276 |
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 |
9 |
24 |
30 |
54 |
177 |
314 |
3 168 |
|
2 |
13 |
28 |
35 |
58 |
181 |
352 |
2 363 |
|
3 |
16 |
32 |
40 |
67 |
179 |
366 |
1 786 |
|
4 |
19 |
35 |
46 |
73 |
179 |
365 |
1 381 |
|
5 |
21 |
39 |
51 |
76 |
180 |
356 |
1 094 |
|
6 |
20 |
39 |
51 |
77 |
178 |
342 |
887 |
|
7 |
26 |
46 |
57 |
83 |
182 |
326 |
733 |
|
8 |
25 |
45 |
57 |
85 |
181 |
308 |
615 |
|
9 |
26 |
47 |
60 |
89 |
182 |
291 |
523 |
|
10 |
28 |
50 |
63 |
92 |
183 |
277 |
450 |
|
11 |
29 |
51 |
64 |
94 |
184 |
278 |
391 |
|
12 |
30 |
52 |
65 |
95 |
185 |
279 |
342 |
|
13 |
31 |
52 |
66 |
96 |
186 |
279 |
301 |
|
14 |
31 |
53 |
66 |
96 |
186 |
279 |
279 |
|
15 |
31 |
53 |
66 |
96 |
186 |
280 |
280 |
|
16 |
31 |
52 |
66 |
96 |
186 |
279 |
279 |
|
17 |
31 |
52 |
66 |
96 |
186 |
279 |
279 |
|
18 |
30 |
51 |
65 |
95 |
185 |
278 |
278 |
|
19 |
29 |
51 |
64 |
95 |
184 |
278 |
278 |
|
20 |
29 |
51 |
64 |
95 |
184 |
278 |
278 |
|
21 |
29 |
51 |
64 |
94 |
184 |
278 |
278 |
|
22 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
|
23 |
29 |
50 |
64 |
94 |
184 |
277 |
277 |
|
24 |
28 |
50 |
66 |
94 |
183 |
277 |
277 |
|
25 |
28 |
50 |
69 |
93 |
183 |
276 |
276 |
|
26 |
27 |
49 |
71 |
93 |
182 |
276 |
276 |
|
27 |
27 |
49 |
74 |
92 |
182 |
275 |
275 |
|
28 |
26 |
48 |
77 |
92 |
181 |
275 |
275 |
|
29 |
26 |
48 |
79 |
91 |
181 |
274 |
274 |
|
30 |
25 |
47 |
83 |
91 |
180 |
274 |
274 |
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 |
22 |
29 |
53 |
176 |
311 |
3 135 |
|
2 |
9 |
24 |
30 |
54 |
177 |
349 |
2 337 |
|
3 |
10 |
25 |
34 |
60 |
172 |
362 |
1 766 |
|
4 |
10 |
27 |
38 |
64 |
170 |
361 |
1 364 |
|
5 |
11 |
29 |
41 |
66 |
171 |
351 |
1 080 |
|
6 |
13 |
32 |
44 |
70 |
171 |
337 |
875 |
|
7 |
15 |
35 |
46 |
72 |
171 |
321 |
723 |
|
8 |
15 |
35 |
47 |
75 |
171 |
304 |
607 |
|
9 |
15 |
37 |
49 |
78 |
171 |
287 |
517 |
|
10 |
16 |
38 |
51 |
80 |
171 |
270 |
445 |
|
11 |
16 |
38 |
51 |
81 |
171 |
265 |
386 |
|
12 |
17 |
38 |
52 |
82 |
172 |
265 |
338 |
|
13 |
17 |
38 |
52 |
82 |
172 |
265 |
297 |
|
14 |
17 |
39 |
52 |
82 |
172 |
265 |
265 |
|
15 |
17 |
39 |
52 |
82 |
172 |
265 |
265 |
|
16 |
17 |
38 |
52 |
82 |
172 |
265 |
265 |
|
17 |
17 |
38 |
52 |
82 |
172 |
265 |
265 |
|
18 |
17 |
38 |
52 |
82 |
172 |
265 |
265 |
|
19 |
17 |
38 |
52 |
82 |
172 |
265 |
265 |
|
20 |
17 |
39 |
55 |
82 |
172 |
265 |
265 |
|
21 |
17 |
39 |
58 |
82 |
172 |
265 |
265 |
|
22 |
17 |
39 |
61 |
82 |
172 |
265 |
265 |
|
23 |
17 |
38 |
63 |
82 |
172 |
265 |
265 |
|
24 |
16 |
38 |
66 |
81 |
171 |
265 |
265 |
|
25 |
16 |
38 |
68 |
81 |
171 |
264 |
264 |
|
26 |
16 |
37 |
71 |
81 |
171 |
264 |
264 |
|
27 |
15 |
37 |
73 |
80 |
170 |
264 |
264 |
|
28 |
15 |
37 |
76 |
80 |
170 |
263 |
263 |
|
29 |
15 |
36 |
78 |
81 |
170 |
263 |
263 |
|
30 |
14 |
36 |
81 |
83 |
169 |
263 |
263 |
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 |
212 |
319 |
3 221 |
|
2 |
47 |
62 |
69 |
92 |
215 |
358 |
2 405 |
|
3 |
50 |
65 |
74 |
100 |
212 |
372 |
1 819 |
|
4 |
51 |
67 |
78 |
105 |
211 |
371 |
1 407 |
|
5 |
52 |
70 |
82 |
107 |
211 |
362 |
1 115 |
|
6 |
54 |
73 |
85 |
111 |
212 |
348 |
904 |
|
7 |
55 |
75 |
86 |
113 |
211 |
332 |
748 |
|
8 |
55 |
75 |
87 |
115 |
211 |
315 |
628 |
|
9 |
55 |
76 |
89 |
118 |
211 |
304 |
534 |
|
10 |
55 |
77 |
90 |
120 |
210 |
304 |
460 |
|
11 |
55 |
77 |
90 |
120 |
210 |
303 |
399 |
|
12 |
54 |
76 |
89 |
119 |
209 |
303 |
349 |
|
13 |
54 |
75 |
88 |
119 |
208 |
302 |
307 |
|
14 |
53 |
74 |
88 |
118 |
208 |
301 |
301 |
|
15 |
52 |
73 |
87 |
117 |
207 |
300 |
300 |
|
16 |
51 |
72 |
86 |
116 |
206 |
299 |
299 |
|
17 |
50 |
72 |
85 |
115 |
205 |
298 |
298 |
|
18 |
49 |
71 |
84 |
114 |
204 |
298 |
298 |
|
19 |
49 |
70 |
83 |
114 |
203 |
297 |
297 |
|
20 |
48 |
69 |
83 |
113 |
203 |
296 |
296 |
|
21 |
47 |
69 |
82 |
112 |
202 |
295 |
295 |
|
22 |
46 |
68 |
81 |
111 |
201 |
295 |
295 |
|
23 |
45 |
67 |
80 |
110 |
200 |
294 |
294 |
|
24 |
44 |
66 |
79 |
110 |
199 |
293 |
293 |
|
25 |
44 |
65 |
78 |
109 |
199 |
292 |
292 |
|
26 |
43 |
64 |
78 |
108 |
198 |
291 |
291 |
|
27 |
42 |
63 |
77 |
107 |
197 |
290 |
290 |
|
28 |
41 |
62 |
78 |
106 |
196 |
289 |
289 |
|
29 |
40 |
62 |
81 |
105 |
195 |
288 |
288 |
|
30 |
39 |
61 |
83 |
104 |
194 |
287 |
287 |
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 |
75 |
90 |
97 |
120 |
243 |
339 |
3 372 |
|
2 |
80 |
94 |
101 |
124 |
247 |
373 |
2 516 |
|
3 |
79 |
95 |
103 |
130 |
242 |
387 |
1 900 |
|
4 |
78 |
95 |
106 |
132 |
239 |
385 |
1 468 |
|
5 |
81 |
99 |
111 |
136 |
240 |
376 |
1 162 |
|
6 |
83 |
102 |
114 |
140 |
241 |
361 |
941 |
|
7 |
85 |
105 |
116 |
142 |
241 |
344 |
777 |
|
8 |
86 |
106 |
118 |
146 |
242 |
335 |
653 |
|
9 |
87 |
108 |
120 |
149 |
243 |
336 |
555 |
|
10 |
87 |
109 |
122 |
152 |
243 |
336 |
478 |
|
11 |
87 |
109 |
122 |
152 |
242 |
335 |
414 |
|
12 |
86 |
108 |
121 |
151 |
241 |
334 |
362 |
|
13 |
85 |
106 |
120 |
150 |
240 |
333 |
333 |
|
14 |
83 |
105 |
118 |
148 |
238 |
332 |
332 |
|
15 |
82 |
103 |
117 |
147 |
237 |
330 |
330 |
|
16 |
80 |
102 |
115 |
145 |
235 |
329 |
329 |
|
17 |
79 |
101 |
114 |
144 |
234 |
327 |
327 |
|
18 |
78 |
99 |
112 |
143 |
232 |
326 |
326 |
|
19 |
76 |
98 |
111 |
141 |
231 |
324 |
324 |
|
20 |
75 |
97 |
110 |
140 |
230 |
323 |
323 |
|
21 |
74 |
95 |
108 |
139 |
228 |
322 |
322 |
|
22 |
72 |
94 |
107 |
137 |
227 |
320 |
320 |
|
23 |
70 |
92 |
105 |
136 |
225 |
319 |
319 |
|
24 |
69 |
91 |
104 |
134 |
224 |
317 |
317 |
|
25 |
67 |
89 |
102 |
132 |
222 |
316 |
316 |
|
26 |
66 |
87 |
101 |
131 |
221 |
314 |
314 |
|
27 |
64 |
86 |
99 |
129 |
219 |
313 |
313 |
|
28 |
63 |
84 |
98 |
128 |
218 |
311 |
311 |
|
29 |
61 |
83 |
96 |
126 |
216 |
310 |
310 |
|
30 |
60 |
81 |
95 |
125 |
215 |
308 |
308 |
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 |
15 |
22 |
46 |
169 |
312 |
3 149 |
|
2 |
4 |
19 |
26 |
49 |
172 |
351 |
2 354 |
|
3 |
6 |
22 |
31 |
57 |
169 |
365 |
1 779 |
|
4 |
8 |
25 |
36 |
62 |
168 |
364 |
1 376 |
|
5 |
11 |
28 |
40 |
66 |
170 |
354 |
1 090 |
|
6 |
13 |
32 |
44 |
69 |
170 |
340 |
883 |
|
7 |
15 |
35 |
46 |
72 |
171 |
324 |
729 |
|
8 |
15 |
36 |
47 |
75 |
171 |
307 |
612 |
|
9 |
16 |
37 |
49 |
78 |
171 |
289 |
521 |
|
10 |
16 |
38 |
51 |
80 |
171 |
272 |
448 |
|
11 |
16 |
38 |
51 |
81 |
171 |
265 |
389 |
|
12 |
16 |
38 |
51 |
81 |
171 |
264 |
340 |
|
13 |
15 |
37 |
50 |
80 |
170 |
264 |
299 |
|
14 |
15 |
36 |
50 |
80 |
170 |
263 |
265 |
|
15 |
14 |
36 |
49 |
79 |
169 |
262 |
262 |
|
16 |
13 |
35 |
48 |
78 |
168 |
261 |
261 |
|
17 |
13 |
34 |
48 |
78 |
168 |
261 |
261 |
|
18 |
12 |
34 |
50 |
77 |
167 |
260 |
260 |
|
19 |
12 |
34 |
53 |
77 |
167 |
260 |
260 |
|
20 |
12 |
34 |
55 |
77 |
167 |
260 |
260 |
|
21 |
12 |
34 |
58 |
77 |
167 |
261 |
261 |
|
22 |
12 |
34 |
61 |
77 |
167 |
261 |
261 |
|
23 |
12 |
34 |
63 |
77 |
167 |
261 |
261 |
|
24 |
12 |
34 |
66 |
77 |
167 |
260 |
260 |
|
25 |
12 |
34 |
68 |
77 |
167 |
260 |
260 |
|
26 |
12 |
34 |
71 |
77 |
167 |
260 |
260 |
|
27 |
12 |
33 |
73 |
78 |
167 |
260 |
260 |
|
28 |
12 |
33 |
77 |
80 |
167 |
260 |
260 |
|
29 |
14 |
33 |
79 |
82 |
166 |
260 |
260 |
|
30 |
14 |
33 |
82 |
84 |
166 |
260 |
260 |
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 |
350 |
3 404 |
|
2 |
87 |
101 |
108 |
132 |
255 |
376 |
2 543 |
|
3 |
86 |
102 |
110 |
136 |
249 |
390 |
1 921 |
|
4 |
86 |
102 |
113 |
140 |
246 |
389 |
1 484 |
|
5 |
86 |
104 |
116 |
141 |
245 |
379 |
1 174 |
|
6 |
87 |
106 |
118 |
144 |
245 |
365 |
951 |
|
7 |
88 |
108 |
119 |
145 |
244 |
347 |
785 |
|
8 |
88 |
108 |
120 |
148 |
244 |
337 |
659 |
|
9 |
87 |
108 |
121 |
150 |
243 |
336 |
560 |
|
10 |
86 |
108 |
121 |
150 |
241 |
335 |
482 |
|
11 |
85 |
106 |
119 |
149 |
240 |
333 |
418 |
|
12 |
83 |
104 |
118 |
148 |
238 |
331 |
365 |
|
13 |
81 |
102 |
116 |
146 |
236 |
329 |
329 |
|
14 |
79 |
100 |
114 |
144 |
234 |
327 |
327 |
|
15 |
77 |
99 |
112 |
142 |
232 |
325 |
325 |
|
16 |
75 |
96 |
110 |
140 |
230 |
323 |
323 |
|
17 |
73 |
95 |
108 |
138 |
228 |
321 |
321 |
|
18 |
72 |
93 |
106 |
137 |
227 |
320 |
320 |
|
19 |
70 |
92 |
105 |
135 |
225 |
318 |
318 |
|
20 |
69 |
91 |
104 |
134 |
224 |
317 |
317 |
|
21 |
68 |
90 |
103 |
133 |
223 |
316 |
316 |
|
22 |
67 |
89 |
102 |
132 |
222 |
315 |
315 |
|
23 |
66 |
88 |
101 |
131 |
221 |
314 |
314 |
|
24 |
65 |
86 |
100 |
130 |
220 |
313 |
313 |
|
25 |
64 |
85 |
99 |
129 |
219 |
312 |
312 |
|
26 |
63 |
84 |
98 |
128 |
218 |
311 |
311 |
|
27 |
62 |
83 |
96 |
127 |
216 |
310 |
310 |
|
28 |
60 |
82 |
95 |
126 |
215 |
309 |
309 |
|
29 |
59 |
81 |
94 |
125 |
214 |
308 |
308 |
|
30 |
58 |
80 |
93 |
124 |
213 |
307 |
307 |
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 |
349 |
363 |
370 |
394 |
517 |
612 |
3 462 |
|
2 |
71 |
85 |
92 |
116 |
239 |
382 |
2 584 |
|
3 |
73 |
89 |
98 |
124 |
236 |
396 |
1 949 |
|
4 |
76 |
93 |
103 |
130 |
236 |
394 |
1 504 |
|
5 |
78 |
96 |
108 |
133 |
238 |
384 |
1 189 |
|
6 |
81 |
100 |
111 |
137 |
238 |
368 |
963 |
|
7 |
83 |
103 |
114 |
140 |
239 |
351 |
795 |
|
8 |
84 |
104 |
116 |
143 |
240 |
333 |
667 |
|
9 |
84 |
106 |
118 |
147 |
240 |
333 |
567 |
|
10 |
85 |
106 |
119 |
149 |
240 |
333 |
487 |
|
11 |
85 |
106 |
119 |
149 |
240 |
333 |
423 |
|
12 |
85 |
106 |
120 |
150 |
240 |
333 |
370 |
|
13 |
85 |
107 |
120 |
150 |
240 |
333 |
333 |
|
14 |
86 |
107 |
121 |
151 |
241 |
334 |
334 |
|
15 |
86 |
108 |
121 |
152 |
241 |
335 |
335 |
|
16 |
87 |
109 |
122 |
153 |
242 |
336 |
336 |
|
17 |
89 |
110 |
123 |
154 |
243 |
337 |
337 |
|
18 |
90 |
111 |
124 |
155 |
245 |
338 |
338 |
|
19 |
91 |
112 |
125 |
156 |
245 |
339 |
339 |
|
20 |
91 |
113 |
126 |
156 |
246 |
340 |
340 |
|
21 |
91 |
113 |
126 |
157 |
246 |
340 |
340 |
|
22 |
91 |
113 |
126 |
156 |
246 |
340 |
340 |
|
23 |
91 |
112 |
126 |
156 |
246 |
339 |
339 |
|
24 |
90 |
112 |
125 |
155 |
245 |
338 |
338 |
|
25 |
89 |
111 |
124 |
154 |
244 |
337 |
337 |
|
26 |
88 |
110 |
123 |
153 |
243 |
336 |
336 |
|
27 |
87 |
109 |
122 |
152 |
242 |
335 |
335 |
|
28 |
86 |
107 |
121 |
151 |
241 |
334 |
334 |
|
29 |
84 |
106 |
119 |
149 |
239 |
333 |
333 |
|
30 |
83 |
105 |
118 |
148 |
238 |
331 |
331 |
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 |
157 |
309 |
3 115 |
|
2 |
0 |
4 |
10 |
34 |
157 |
347 |
2 323 |
|
3 |
1 |
4 |
13 |
39 |
151 |
360 |
1 754 |
|
4 |
1 |
4 |
15 |
42 |
148 |
358 |
1 354 |
|
5 |
2 |
5 |
18 |
43 |
147 |
349 |
1 072 |
|
6 |
2 |
7 |
19 |
45 |
146 |
335 |
869 |
|
7 |
3 |
10 |
21 |
47 |
146 |
319 |
717 |
|
8 |
4 |
9 |
23 |
49 |
145 |
302 |
602 |
|
9 |
4 |
9 |
26 |
51 |
144 |
285 |
512 |
|
10 |
4 |
10 |
29 |
52 |
143 |
268 |
441 |
|
11 |
4 |
10 |
31 |
53 |
143 |
251 |
383 |
|
12 |
6 |
10 |
34 |
53 |
143 |
237 |
335 |
|
13 |
6 |
11 |
36 |
53 |
143 |
237 |
295 |
|
14 |
6 |
12 |
39 |
54 |
143 |
237 |
261 |
|
15 |
6 |
13 |
42 |
54 |
144 |
237 |
237 |
|
16 |
7 |
13 |
44 |
54 |
144 |
237 |
237 |
|
17 |
8 |
15 |
47 |
55 |
144 |
237 |
237 |
|
18 |
8 |
16 |
50 |
57 |
144 |
238 |
238 |
|
19 |
9 |
16 |
52 |
60 |
145 |
238 |
238 |
|
20 |
9 |
17 |
55 |
62 |
146 |
239 |
239 |
|
21 |
9 |
19 |
58 |
64 |
147 |
240 |
240 |
|
22 |
10 |
19 |
60 |
66 |
147 |
241 |
241 |
|
23 |
10 |
20 |
62 |
68 |
148 |
241 |
241 |
|
24 |
11 |
21 |
66 |
71 |
149 |
242 |
242 |
|
25 |
11 |
22 |
68 |
73 |
149 |
242 |
242 |
|
26 |
11 |
22 |
71 |
75 |
149 |
243 |
243 |
|
27 |
12 |
24 |
73 |
77 |
150 |
243 |
243 |
|
28 |
12 |
25 |
76 |
80 |
150 |
244 |
244 |
|
29 |
13 |
25 |
78 |
81 |
151 |
244 |
244 |
|
30 |
14 |
27 |
81 |
83 |
151 |
244 |
244 |
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 |
70 |
93 |
216 |
316 |
3 190 |
|
2 |
49 |
64 |
71 |
94 |
217 |
355 |
2 384 |
|
3 |
49 |
64 |
73 |
99 |
211 |
369 |
1 803 |
|
4 |
48 |
64 |
75 |
102 |
208 |
368 |
1 394 |
|
5 |
48 |
65 |
78 |
103 |
207 |
359 |
1 105 |
|
6 |
49 |
68 |
80 |
105 |
206 |
345 |
896 |
|
7 |
49 |
69 |
80 |
106 |
205 |
329 |
740 |
|
8 |
48 |
69 |
81 |
108 |
204 |
311 |
622 |
|
9 |
48 |
69 |
81 |
110 |
204 |
297 |
529 |
|
10 |
47 |
68 |
82 |
111 |
202 |
295 |
455 |
|
11 |
46 |
67 |
80 |
110 |
200 |
294 |
395 |
|
12 |
44 |
65 |
79 |
109 |
199 |
292 |
346 |
|
13 |
42 |
64 |
77 |
107 |
197 |
291 |
304 |
|
14 |
41 |
62 |
76 |
106 |
196 |
289 |
289 |
|
15 |
39 |
61 |
74 |
104 |
194 |
287 |
287 |
|
16 |
37 |
59 |
72 |
102 |
192 |
286 |
286 |
|
17 |
36 |
58 |
71 |
101 |
191 |
284 |
284 |
|
18 |
35 |
57 |
70 |
100 |
190 |
283 |
283 |
|
19 |
34 |
56 |
69 |
99 |
189 |
282 |
282 |
|
20 |
33 |
55 |
68 |
98 |
188 |
282 |
282 |
|
21 |
33 |
54 |
68 |
98 |
188 |
281 |
281 |
|
22 |
32 |
54 |
67 |
97 |
187 |
280 |
280 |
|
23 |
31 |
53 |
66 |
97 |
186 |
280 |
280 |
|
24 |
31 |
52 |
67 |
96 |
186 |
279 |
279 |
|
25 |
30 |
52 |
70 |
95 |
185 |
278 |
278 |
|
26 |
29 |
51 |
72 |
94 |
184 |
278 |
278 |
|
27 |
29 |
50 |
75 |
94 |
184 |
277 |
277 |
|
28 |
28 |
50 |
78 |
93 |
183 |
276 |
276 |
|
29 |
27 |
49 |
81 |
92 |
182 |
276 |
276 |
|
30 |
27 |
48 |
83 |
92 |
182 |
275 |
275 |
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 |
123 |
130 |
154 |
277 |
372 |
3 472 |
|
2 |
110 |
125 |
131 |
155 |
278 |
383 |
2 591 |
|
3 |
111 |
126 |
135 |
161 |
273 |
397 |
1 956 |
|
4 |
112 |
128 |
139 |
166 |
272 |
396 |
1 511 |
|
5 |
113 |
130 |
143 |
168 |
272 |
386 |
1 197 |
|
6 |
114 |
133 |
145 |
171 |
271 |
371 |
969 |
|
7 |
115 |
135 |
146 |
172 |
271 |
364 |
801 |
|
8 |
114 |
134 |
146 |
174 |
270 |
363 |
672 |
|
9 |
113 |
134 |
147 |
176 |
269 |
362 |
572 |
|
10 |
113 |
134 |
147 |
177 |
268 |
361 |
492 |
|
11 |
111 |
133 |
146 |
176 |
266 |
359 |
427 |
|
12 |
109 |
131 |
144 |
174 |
264 |
358 |
373 |
|
13 |
107 |
129 |
142 |
172 |
262 |
355 |
355 |
|
14 |
105 |
126 |
140 |
170 |
260 |
353 |
353 |
|
15 |
102 |
124 |
137 |
167 |
257 |
351 |
351 |
|
16 |
100 |
121 |
135 |
165 |
255 |
348 |
348 |
|
17 |
97 |
119 |
132 |
162 |
252 |
346 |
346 |
|
18 |
95 |
117 |
130 |
160 |
250 |
343 |
343 |
|
19 |
93 |
115 |
128 |
158 |
248 |
341 |
341 |
|
20 |
91 |
113 |
126 |
156 |
246 |
340 |
340 |
|
21 |
90 |
111 |
124 |
155 |
244 |
338 |
338 |
|
22 |
88 |
109 |
123 |
153 |
243 |
336 |
336 |
|
23 |
86 |
108 |
121 |
151 |
241 |
334 |
334 |
|
24 |
84 |
106 |
119 |
149 |
239 |
332 |
332 |
|
25 |
82 |
104 |
117 |
147 |
237 |
331 |
331 |
|
26 |
81 |
102 |
116 |
146 |
236 |
329 |
329 |
|
27 |
79 |
101 |
114 |
144 |
234 |
327 |
327 |
|
28 |
77 |
99 |
112 |
142 |
232 |
326 |
326 |
|
29 |
76 |
97 |
111 |
141 |
231 |
324 |
324 |
|
30 |
74 |
96 |
109 |
139 |
229 |
323 |
323 |
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 |
184 |
191 |
214 |
337 |
433 |
3 576 |
|
2 |
178 |
193 |
200 |
223 |
346 |
442 |
2 662 |
|
3 |
182 |
197 |
206 |
232 |
344 |
440 |
2 012 |
|
4 |
182 |
199 |
210 |
237 |
343 |
437 |
1 554 |
|
5 |
183 |
201 |
213 |
238 |
342 |
435 |
1 230 |
|
6 |
183 |
202 |
214 |
240 |
341 |
434 |
995 |
|
7 |
183 |
203 |
214 |
240 |
339 |
432 |
821 |
|
8 |
181 |
202 |
214 |
241 |
337 |
431 |
688 |
|
9 |
180 |
201 |
214 |
243 |
336 |
429 |
585 |
|
10 |
179 |
201 |
214 |
243 |
334 |
428 |
502 |
|
11 |
177 |
199 |
212 |
242 |
332 |
426 |
435 |
|
12 |
175 |
196 |
210 |
240 |
330 |
423 |
423 |
|
13 |
172 |
193 |
207 |
237 |
327 |
420 |
420 |
|
14 |
169 |
190 |
203 |
234 |
324 |
417 |
417 |
|
15 |
165 |
187 |
200 |
230 |
320 |
414 |
414 |
|
16 |
162 |
184 |
197 |
227 |
317 |
410 |
410 |
|
17 |
159 |
180 |
194 |
224 |
314 |
407 |
407 |
|
18 |
156 |
177 |
191 |
221 |
311 |
404 |
404 |
|
19 |
153 |
174 |
187 |
218 |
307 |
401 |
401 |
|
20 |
149 |
171 |
184 |
215 |
304 |
398 |
398 |
|
21 |
146 |
168 |
181 |
211 |
301 |
395 |
395 |
|
22 |
143 |
165 |
178 |
208 |
298 |
391 |
391 |
|
23 |
140 |
162 |
175 |
205 |
295 |
388 |
388 |
|
24 |
137 |
158 |
172 |
202 |
292 |
385 |
385 |
|
25 |
134 |
155 |
169 |
199 |
289 |
382 |
382 |
|
26 |
131 |
152 |
166 |
196 |
286 |
379 |
379 |
|
27 |
128 |
149 |
163 |
193 |
283 |
376 |
376 |
|
28 |
125 |
146 |
160 |
190 |
280 |
373 |
373 |
|
29 |
122 |
144 |
157 |
187 |
277 |
370 |
370 |
|
30 |
119 |
141 |
154 |
184 |
274 |
368 |
368 |
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 |
21 |
36 |
42 |
66 |
189 |
323 |
3 266 |
|
2 |
22 |
37 |
43 |
67 |
190 |
362 |
2 436 |
|
3 |
22 |
37 |
46 |
72 |
184 |
375 |
1 839 |
|
4 |
21 |
38 |
49 |
76 |
182 |
374 |
1 420 |
|
5 |
22 |
40 |
52 |
77 |
181 |
364 |
1 124 |
|
6 |
23 |
41 |
53 |
79 |
180 |
350 |
911 |
|
7 |
24 |
43 |
55 |
81 |
179 |
334 |
753 |
|
8 |
22 |
43 |
55 |
82 |
178 |
316 |
632 |
|
9 |
22 |
43 |
55 |
84 |
177 |
298 |
538 |
|
10 |
22 |
43 |
56 |
86 |
177 |
280 |
463 |
|
11 |
21 |
43 |
56 |
86 |
176 |
269 |
401 |
|
12 |
20 |
42 |
55 |
86 |
175 |
269 |
351 |
|
13 |
20 |
41 |
55 |
85 |
175 |
268 |
309 |
|
14 |
19 |
41 |
54 |
85 |
174 |
268 |
273 |
|
15 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
|
16 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
|
17 |
19 |
40 |
54 |
84 |
174 |
267 |
267 |
|
18 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
|
19 |
19 |
41 |
54 |
84 |
174 |
267 |
267 |
|
20 |
19 |
41 |
57 |
84 |
174 |
267 |
267 |
|
21 |
19 |
41 |
60 |
84 |
174 |
268 |
268 |
|
22 |
19 |
41 |
62 |
84 |
174 |
268 |
268 |
|
23 |
19 |
41 |
65 |
84 |
174 |
267 |
267 |
|
24 |
19 |
41 |
67 |
84 |
174 |
267 |
267 |
|
25 |
19 |
40 |
70 |
84 |
174 |
267 |
267 |
|
26 |
19 |
40 |
72 |
84 |
174 |
267 |
267 |
|
27 |
18 |
40 |
76 |
83 |
173 |
267 |
267 |
|
28 |
18 |
40 |
78 |
83 |
173 |
266 |
266 |
|
29 |
18 |
39 |
81 |
85 |
173 |
266 |
266 |
|
30 |
18 |
39 |
84 |
86 |
172 |
266 |
266 |
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 |
17 |
31 |
38 |
62 |
185 |
323 |
3 270 |
|
2 |
19 |
33 |
40 |
64 |
187 |
363 |
2 440 |
|
3 |
20 |
36 |
44 |
70 |
183 |
376 |
1 842 |
|
4 |
21 |
38 |
49 |
76 |
182 |
374 |
1 422 |
|
5 |
23 |
41 |
53 |
78 |
183 |
365 |
1 125 |
|
6 |
25 |
44 |
56 |
82 |
183 |
350 |
911 |
|
7 |
28 |
47 |
59 |
85 |
183 |
333 |
752 |
|
8 |
28 |
48 |
60 |
87 |
184 |
316 |
631 |
|
9 |
28 |
49 |
62 |
91 |
184 |
297 |
537 |
|
10 |
29 |
51 |
64 |
93 |
184 |
280 |
462 |
|
11 |
30 |
51 |
65 |
95 |
185 |
278 |
401 |
|
12 |
30 |
52 |
65 |
95 |
185 |
278 |
350 |
|
13 |
30 |
51 |
65 |
95 |
185 |
278 |
308 |
|
14 |
30 |
51 |
65 |
95 |
185 |
278 |
278 |
|
15 |
30 |
51 |
64 |
95 |
184 |
278 |
278 |
|
16 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
|
17 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
|
18 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
|
19 |
29 |
51 |
64 |
94 |
184 |
277 |
277 |
|
20 |
29 |
51 |
64 |
94 |
184 |
278 |
278 |
|
21 |
30 |
51 |
64 |
95 |
184 |
278 |
278 |
|
22 |
30 |
51 |
64 |
95 |
184 |
278 |
278 |
|
23 |
29 |
51 |
65 |
94 |
184 |
278 |
278 |
|
24 |
29 |
51 |
67 |
94 |
184 |
277 |
277 |
|
25 |
29 |
50 |
70 |
94 |
184 |
277 |
277 |
|
26 |
28 |
50 |
72 |
93 |
183 |
277 |
277 |
|
27 |
28 |
50 |
76 |
93 |
183 |
276 |
276 |
|
28 |
27 |
49 |
78 |
93 |
182 |
276 |
276 |
|
29 |
27 |
49 |
81 |
92 |
182 |
275 |
275 |
|
30 |
26 |
48 |
84 |
92 |
181 |
275 |
275 |
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 |
118 |
133 |
139 |
163 |
286 |
381 |
3 602 |
|
2 |
117 |
131 |
138 |
162 |
285 |
392 |
2 666 |
|
3 |
115 |
131 |
140 |
166 |
278 |
404 |
2 003 |
|
4 |
115 |
131 |
142 |
169 |
275 |
402 |
1 541 |
|
5 |
115 |
133 |
145 |
170 |
274 |
390 |
1 216 |
|
6 |
115 |
134 |
146 |
172 |
273 |
374 |
982 |
|
7 |
116 |
136 |
147 |
173 |
272 |
365 |
809 |
|
8 |
115 |
135 |
147 |
175 |
271 |
364 |
678 |
|
9 |
114 |
135 |
147 |
176 |
269 |
363 |
575 |
|
10 |
114 |
135 |
149 |
178 |
269 |
362 |
494 |
|
11 |
113 |
135 |
148 |
178 |
268 |
362 |
427 |
|
12 |
112 |
134 |
147 |
177 |
267 |
360 |
373 |
|
13 |
111 |
133 |
146 |
176 |
266 |
359 |
359 |
|
14 |
110 |
131 |
145 |
175 |
265 |
358 |
358 |
|
15 |
108 |
129 |
142 |
173 |
263 |
356 |
356 |
|
16 |
105 |
127 |
140 |
171 |
260 |
354 |
354 |
|
17 |
103 |
124 |
137 |
168 |
258 |
351 |
351 |
|
18 |
100 |
122 |
135 |
165 |
255 |
349 |
349 |
|
19 |
98 |
120 |
133 |
163 |
253 |
346 |
346 |
|
20 |
96 |
118 |
131 |
161 |
251 |
344 |
344 |
|
21 |
94 |
115 |
129 |
159 |
249 |
342 |
342 |
|
22 |
92 |
113 |
126 |
157 |
246 |
340 |
340 |
|
23 |
89 |
111 |
124 |
154 |
244 |
338 |
338 |
|
24 |
87 |
109 |
122 |
152 |
242 |
335 |
335 |
|
25 |
85 |
107 |
120 |
150 |
240 |
333 |
333 |
|
26 |
83 |
104 |
118 |
148 |
238 |
331 |
331 |
|
27 |
81 |
102 |
116 |
146 |
236 |
329 |
329 |
|
28 |
79 |
100 |
114 |
144 |
234 |
327 |
327 |
|
29 |
77 |
98 |
112 |
142 |
232 |
325 |
325 |
|
30 |
75 |
97 |
110 |
140 |
230 |
323 |
323 |
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 |
2 |
9 |
33 |
156 |
313 |
3 152 |
|
2 |
0 |
5 |
11 |
35 |
158 |
351 |
2 355 |
|
3 |
1 |
7 |
15 |
41 |
154 |
365 |
1 781 |
|
4 |
1 |
9 |
20 |
47 |
153 |
364 |
1 376 |
|
5 |
2 |
12 |
24 |
49 |
153 |
355 |
1 091 |
|
6 |
2 |
15 |
27 |
53 |
154 |
341 |
884 |
|
7 |
3 |
18 |
29 |
56 |
154 |
325 |
730 |
|
8 |
4 |
19 |
31 |
58 |
154 |
307 |
613 |
|
9 |
4 |
20 |
32 |
61 |
154 |
290 |
522 |
|
10 |
4 |
21 |
34 |
63 |
154 |
273 |
449 |
|
11 |
4 |
21 |
34 |
64 |
154 |
256 |
390 |
|
12 |
6 |
21 |
35 |
64 |
154 |
247 |
341 |
|
13 |
6 |
20 |
38 |
64 |
154 |
247 |
300 |
|
14 |
6 |
20 |
39 |
64 |
153 |
247 |
266 |
|
15 |
7 |
20 |
42 |
64 |
153 |
247 |
247 |
|
16 |
7 |
20 |
45 |
63 |
153 |
246 |
246 |
|
17 |
8 |
20 |
48 |
63 |
153 |
246 |
246 |
|
18 |
8 |
20 |
51 |
63 |
153 |
246 |
246 |
|
19 |
9 |
20 |
53 |
63 |
153 |
247 |
247 |
|
20 |
9 |
21 |
55 |
64 |
154 |
247 |
247 |
|
21 |
10 |
21 |
58 |
65 |
154 |
248 |
248 |
|
22 |
10 |
22 |
61 |
67 |
155 |
248 |
248 |
|
23 |
10 |
22 |
63 |
69 |
155 |
249 |
249 |
|
24 |
11 |
22 |
66 |
71 |
156 |
249 |
249 |
|
25 |
11 |
22 |
68 |
73 |
156 |
249 |
249 |
|
26 |
12 |
23 |
71 |
75 |
156 |
249 |
249 |
|
27 |
12 |
24 |
73 |
78 |
156 |
249 |
249 |
|
28 |
12 |
25 |
77 |
80 |
156 |
250 |
250 |
|
29 |
14 |
25 |
79 |
82 |
156 |
250 |
250 |
|
30 |
14 |
27 |
82 |
85 |
157 |
250 |
250 |
3.29.
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
30 |
44 |
51 |
74 |
197 |
314 |
3 164 |
|
2 |
30 |
45 |
51 |
75 |
198 |
352 |
2 359 |
|
3 |
29 |
44 |
53 |
79 |
191 |
364 |
1 780 |
|
4 |
28 |
44 |
55 |
82 |
188 |
363 |
1 374 |
|
5 |
27 |
45 |
57 |
82 |
187 |
353 |
1 088 |
|
6 |
30 |
49 |
61 |
87 |
188 |
339 |
881 |
|
7 |
28 |
48 |
59 |
86 |
184 |
323 |
727 |
|
8 |
33 |
53 |
65 |
92 |
188 |
305 |
610 |
|
9 |
32 |
53 |
65 |
94 |
188 |
288 |
519 |
|
10 |
26 |
48 |
61 |
90 |
181 |
275 |
446 |
|
11 |
21 |
43 |
56 |
86 |
176 |
270 |
387 |
|
12 |
18 |
40 |
53 |
83 |
173 |
266 |
338 |
|
13 |
15 |
37 |
50 |
80 |
170 |
264 |
298 |
|
14 |
13 |
35 |
48 |
78 |
168 |
262 |
264 |
|
15 |
12 |
33 |
47 |
77 |
167 |
260 |
260 |
|
16 |
10 |
32 |
45 |
75 |
165 |
258 |
258 |
|
17 |
9 |
31 |
47 |
74 |
164 |
258 |
258 |
|
18 |
9 |
30 |
50 |
74 |
163 |
257 |
257 |
|
19 |
9 |
30 |
52 |
73 |
163 |
256 |
256 |
|
20 |
9 |
30 |
55 |
73 |
163 |
257 |
257 |
|
21 |
9 |
30 |
58 |
73 |
163 |
257 |
257 |
|
22 |
10 |
30 |
60 |
73 |
163 |
257 |
257 |
|
23 |
10 |
30 |
63 |
73 |
163 |
257 |
257 |
|
24 |
11 |
30 |
66 |
73 |
163 |
257 |
257 |
|
25 |
11 |
30 |
68 |
73 |
163 |
256 |
256 |
|
26 |
11 |
30 |
71 |
75 |
163 |
256 |
256 |
|
27 |
12 |
30 |
73 |
77 |
163 |
256 |
256 |
|
28 |
12 |
29 |
76 |
80 |
163 |
256 |
256 |
|
29 |
13 |
29 |
78 |
81 |
163 |
256 |
256 |
|
30 |
14 |
29 |
81 |
84 |
163 |
256 |
256 |
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 |
181 |
196 |
202 |
226 |
349 |
444 |
3 749 |
|
2 |
179 |
193 |
200 |
223 |
346 |
442 |
2 792 |
|
3 |
174 |
190 |
198 |
225 |
337 |
432 |
2 102 |
|
4 |
170 |
187 |
198 |
225 |
331 |
425 |
1 619 |
|
5 |
167 |
184 |
197 |
222 |
326 |
419 |
1 278 |
|
6 |
164 |
183 |
195 |
221 |
322 |
415 |
1 031 |
|
7 |
162 |
181 |
193 |
219 |
318 |
411 |
849 |
|
8 |
158 |
178 |
190 |
217 |
313 |
407 |
710 |
|
9 |
154 |
175 |
187 |
216 |
310 |
403 |
602 |
|
10 |
150 |
172 |
185 |
215 |
306 |
399 |
516 |
|
11 |
147 |
168 |
182 |
212 |
302 |
395 |
446 |
|
12 |
143 |
164 |
178 |
208 |
298 |
391 |
391 |
|
13 |
139 |
161 |
174 |
204 |
294 |
387 |
387 |
|
14 |
135 |
157 |
170 |
200 |
290 |
384 |
384 |
|
15 |
132 |
153 |
167 |
197 |
287 |
380 |
380 |
|
16 |
129 |
150 |
163 |
194 |
284 |
377 |
377 |
|
17 |
125 |
147 |
160 |
191 |
280 |
374 |
374 |
|
18 |
123 |
144 |
157 |
188 |
278 |
371 |
371 |
|
19 |
120 |
141 |
155 |
185 |
275 |
368 |
368 |
|
20 |
117 |
139 |
152 |
182 |
272 |
366 |
366 |
|
21 |
115 |
136 |
150 |
180 |
270 |
363 |
363 |
|
22 |
112 |
134 |
147 |
177 |
267 |
360 |
360 |
|
23 |
110 |
131 |
145 |
175 |
265 |
358 |
358 |
|
24 |
107 |
129 |
142 |
172 |
262 |
355 |
355 |
|
25 |
105 |
126 |
140 |
170 |
260 |
353 |
353 |
|
26 |
102 |
124 |
137 |
168 |
257 |
351 |
351 |
|
27 |
100 |
122 |
135 |
165 |
255 |
348 |
348 |
|
28 |
98 |
120 |
133 |
163 |
253 |
346 |
346 |
|
29 |
96 |
118 |
131 |
161 |
251 |
344 |
344 |
|
30 |
94 |
116 |
129 |
159 |
249 |
342 |
342 |
3.31.
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
15 |
27 |
54 |
173 |
313 |
3 158 |
|
2 |
0 |
15 |
27 |
54 |
173 |
352 |
2 359 |
|
3 |
1 |
17 |
29 |
58 |
169 |
365 |
1 783 |
|
4 |
1 |
20 |
32 |
63 |
169 |
364 |
1 377 |
|
5 |
2 |
23 |
37 |
69 |
170 |
355 |
1 091 |
|
6 |
4 |
26 |
40 |
70 |
171 |
341 |
884 |
|
7 |
6 |
31 |
42 |
72 |
171 |
324 |
730 |
|
8 |
8 |
34 |
46 |
74 |
171 |
307 |
613 |
|
9 |
10 |
36 |
49 |
76 |
172 |
290 |
521 |
|
10 |
11 |
38 |
51 |
76 |
172 |
272 |
448 |
|
11 |
11 |
40 |
52 |
78 |
172 |
265 |
389 |
|
12 |
12 |
41 |
54 |
79 |
172 |
265 |
340 |
|
13 |
13 |
42 |
54 |
79 |
172 |
265 |
300 |
|
14 |
13 |
43 |
55 |
79 |
172 |
266 |
266 |
|
15 |
13 |
43 |
55 |
79 |
172 |
266 |
266 |
|
16 |
13 |
43 |
55 |
79 |
172 |
265 |
265 |
|
17 |
13 |
43 |
55 |
79 |
172 |
265 |
265 |
|
18 |
13 |
43 |
55 |
79 |
172 |
265 |
265 |
|
19 |
13 |
43 |
55 |
79 |
172 |
266 |
266 |
|
20 |
13 |
43 |
55 |
79 |
173 |
266 |
266 |
|
21 |
13 |
43 |
58 |
79 |
173 |
266 |
266 |
|
22 |
13 |
43 |
61 |
79 |
173 |
267 |
267 |
|
23 |
13 |
43 |
63 |
79 |
174 |
267 |
267 |
|
24 |
13 |
43 |
66 |
79 |
174 |
267 |
267 |
|
25 |
13 |
43 |
68 |
79 |
174 |
267 |
267 |
|
26 |
13 |
43 |
71 |
79 |
174 |
267 |
267 |
|
27 |
13 |
43 |
73 |
79 |
174 |
267 |
267 |
|
28 |
13 |
43 |
76 |
80 |
174 |
267 |
267 |
|
29 |
14 |
43 |
79 |
82 |
174 |
267 |
267 |
|
30 |
14 |
43 |
81 |
84 |
173 |
267 |
267 |
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 |
134 |
307 |
3 092 |
|
2 |
0 |
1 |
6 |
15 |
132 |
344 |
2 302 |
|
3 |
1 |
1 |
9 |
18 |
125 |
356 |
1 736 |
|
4 |
1 |
3 |
12 |
21 |
122 |
354 |
1 339 |
|
5 |
2 |
4 |
15 |
24 |
121 |
345 |
1 060 |
|
6 |
2 |
4 |
18 |
27 |
121 |
331 |
858 |
|
7 |
3 |
6 |
20 |
30 |
121 |
315 |
709 |
|
8 |
4 |
6 |
23 |
32 |
121 |
298 |
595 |
|
9 |
4 |
8 |
26 |
35 |
121 |
281 |
506 |
|
10 |
4 |
8 |
28 |
37 |
121 |
264 |
435 |
|
11 |
4 |
10 |
31 |
40 |
121 |
248 |
377 |
|
12 |
6 |
10 |
33 |
42 |
122 |
232 |
330 |
|
13 |
6 |
11 |
36 |
44 |
122 |
218 |
291 |
|
14 |
6 |
12 |
39 |
47 |
122 |
216 |
257 |
|
15 |
6 |
13 |
41 |
49 |
123 |
216 |
229 |
|
16 |
7 |
13 |
44 |
51 |
123 |
216 |
216 |
|
17 |
7 |
14 |
46 |
54 |
123 |
217 |
217 |
|
18 |
8 |
16 |
49 |
57 |
125 |
217 |
217 |
|
19 |
9 |
16 |
51 |
58 |
128 |
218 |
218 |
|
20 |
9 |
17 |
54 |
61 |
130 |
218 |
218 |
|
21 |
9 |
18 |
56 |
63 |
132 |
219 |
219 |
|
22 |
10 |
19 |
59 |
65 |
133 |
220 |
220 |
|
23 |
10 |
20 |
62 |
67 |
135 |
220 |
220 |
|
24 |
11 |
20 |
64 |
69 |
136 |
220 |
220 |
|
25 |
11 |
22 |
67 |
71 |
138 |
221 |
221 |
|
26 |
11 |
22 |
69 |
73 |
140 |
221 |
221 |
|
27 |
12 |
23 |
72 |
76 |
141 |
221 |
221 |
|
28 |
12 |
24 |
74 |
78 |
142 |
221 |
221 |
|
29 |
12 |
25 |
76 |
80 |
142 |
221 |
221 |
|
30 |
13 |
25 |
79 |
81 |
144 |
221 |
221 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
13 |
|
Euro |
Belgium |
13 |
|
Euro |
Cyprus |
13 |
|
Euro |
Estonia |
13 |
|
Euro |
Finland |
13 |
|
Euro |
France |
13 |
|
Euro |
Germany |
13 |
|
Euro |
Greece |
13 |
|
Euro |
Ireland |
13 |
|
Euro |
Italy |
13 |
|
Euro |
Latvia |
13 |
|
Euro |
Lithuania |
13 |
|
Euro |
Luxembourg |
13 |
|
Euro |
Malta |
13 |
|
Euro |
Netherlands |
13 |
|
Euro |
Portugal |
13 |
|
Euro |
Slovakia |
13 |
|
Euro |
Slovenia |
13 |
|
Euro |
Spain |
13 |
|
Czech koruna |
Czech Republic |
1 |
|
Danish krone |
Denmark |
45 |
|
Forint |
Hungary |
14 |
|
Krona |
Sweden |
3 |
|
Kuna |
Croatia |
9 |
|
Lev |
Bulgaria |
3 |
|
Pound sterling |
United Kingdom |
25 |
|
Romanian leu |
Romania |
– 2 |
|
Zloty |
Poland |
15 |
|
Króna |
Iceland |
14 |
|
Norwegian krone |
Norway |
24 |
|
Swiss franc |
Liechtenstein |
1 |
|
Swiss franc |
Switzerland |
1 |
|
Australian dollar |
Australia |
9 |
|
Canadian dollar |
Canada |
6 |
|
US dollar |
United States |
44 |
|
Yen |
Japan |
2 |
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