COMMISSION IMPLEMENTING REGULATION (EU) 2016/869
of 27 May 2016
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 2016 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 |
– 0,248 % |
0,042 % |
– 0,258 % |
1,008 % |
– 0,553 % |
1,358 % |
|
2 |
– 0,249 % |
0,105 % |
– 0,259 % |
1,188 % |
– 0,442 % |
1,707 % |
|
3 |
– 0,216 % |
0,130 % |
– 0,226 % |
1,370 % |
– 0,264 % |
1,965 % |
|
4 |
– 0,151 % |
0,165 % |
– 0,161 % |
1,589 % |
– 0,046 % |
2,193 % |
|
5 |
– 0,071 % |
0,205 % |
– 0,081 % |
1,862 % |
0,182 % |
2,496 % |
|
6 |
0,029 % |
0,244 % |
0,019 % |
2,091 % |
0,406 % |
2,827 % |
|
7 |
0,140 % |
0,292 % |
0,130 % |
2,259 % |
0,606 % |
3,148 % |
|
8 |
0,255 % |
0,339 % |
0,245 % |
2,430 % |
0,780 % |
3,441 % |
|
9 |
0,353 % |
0,387 % |
0,343 % |
2,604 % |
0,934 % |
3,696 % |
|
10 |
0,464 % |
0,442 % |
0,454 % |
2,782 % |
1,067 % |
3,905 % |
|
11 |
0,549 % |
0,499 % |
0,539 % |
2,936 % |
1,232 % |
4,067 % |
|
12 |
0,622 % |
0,556 % |
0,612 % |
3,064 % |
1,413 % |
4,192 % |
|
13 |
0,700 % |
0,614 % |
0,690 % |
3,172 % |
1,589 % |
4,289 % |
|
14 |
0,771 % |
0,677 % |
0,761 % |
3,265 % |
1,754 % |
4,364 % |
|
15 |
0,823 % |
0,749 % |
0,813 % |
3,344 % |
1,904 % |
4,422 % |
|
16 |
0,851 % |
0,830 % |
0,840 % |
3,412 % |
2,040 % |
4,467 % |
|
17 |
0,866 % |
0,917 % |
0,855 % |
3,472 % |
2,162 % |
4,502 % |
|
18 |
0,879 % |
1,008 % |
0,869 % |
3,524 % |
2,272 % |
4,529 % |
|
19 |
0,899 % |
1,099 % |
0,889 % |
3,570 % |
2,371 % |
4,549 % |
|
20 |
0,931 % |
1,190 % |
0,920 % |
3,610 % |
2,461 % |
4,564 % |
|
21 |
0,976 % |
1,279 % |
0,966 % |
3,646 % |
2,543 % |
4,574 % |
|
22 |
1,032 % |
1,367 % |
1,022 % |
3,679 % |
2,618 % |
4,581 % |
|
23 |
1,095 % |
1,451 % |
1,085 % |
3,708 % |
2,686 % |
4,586 % |
|
24 |
1,162 % |
1,533 % |
1,153 % |
3,734 % |
2,748 % |
4,588 % |
|
25 |
1,232 % |
1,612 % |
1,223 % |
3,758 % |
2,806 % |
4,588 % |
|
26 |
1,303 % |
1,687 % |
1,294 % |
3,779 % |
2,859 % |
4,587 % |
|
27 |
1,374 % |
1,760 % |
1,365 % |
3,799 % |
2,909 % |
4,584 % |
|
28 |
1,445 % |
1,830 % |
1,436 % |
3,817 % |
2,954 % |
4,581 % |
|
29 |
1,514 % |
1,896 % |
1,506 % |
3,834 % |
2,997 % |
4,577 % |
|
30 |
1,582 % |
1,960 % |
1,574 % |
3,849 % |
3,037 % |
4,572 % |
|
31 |
1,648 % |
2,021 % |
1,640 % |
3,863 % |
3,074 % |
4,567 % |
|
32 |
1,712 % |
2,080 % |
1,705 % |
3,876 % |
3,109 % |
4,562 % |
|
33 |
1,774 % |
2,135 % |
1,767 % |
3,888 % |
3,142 % |
4,556 % |
|
34 |
1,834 % |
2,189 % |
1,827 % |
3,899 % |
3,173 % |
4,551 % |
|
35 |
1,892 % |
2,240 % |
1,885 % |
3,910 % |
3,202 % |
4,545 % |
|
36 |
1,948 % |
2,289 % |
1,941 % |
3,919 % |
3,230 % |
4,539 % |
|
37 |
2,002 % |
2,336 % |
1,995 % |
3,928 % |
3,256 % |
4,533 % |
|
38 |
2,054 % |
2,381 % |
2,047 % |
3,937 % |
3,281 % |
4,527 % |
|
39 |
2,104 % |
2,424 % |
2,097 % |
3,945 % |
3,304 % |
4,521 % |
|
40 |
2,152 % |
2,465 % |
2,145 % |
3,952 % |
3,327 % |
4,515 % |
|
41 |
2,198 % |
2,505 % |
2,192 % |
3,959 % |
3,348 % |
4,509 % |
|
42 |
2,242 % |
2,543 % |
2,236 % |
3,966 % |
3,368 % |
4,503 % |
|
43 |
2,285 % |
2,579 % |
2,279 % |
3,972 % |
3,387 % |
4,498 % |
|
44 |
2,326 % |
2,614 % |
2,320 % |
3,978 % |
3,406 % |
4,492 % |
|
45 |
2,365 % |
2,648 % |
2,360 % |
3,984 % |
3,423 % |
4,487 % |
|
46 |
2,403 % |
2,680 % |
2,398 % |
3,989 % |
3,440 % |
4,482 % |
|
47 |
2,440 % |
2,711 % |
2,434 % |
3,994 % |
3,456 % |
4,477 % |
|
48 |
2,475 % |
2,741 % |
2,470 % |
3,999 % |
3,472 % |
4,472 % |
|
49 |
2,509 % |
2,770 % |
2,504 % |
4,004 % |
3,486 % |
4,467 % |
|
50 |
2,542 % |
2,797 % |
2,537 % |
4,008 % |
3,501 % |
4,462 % |
|
51 |
2,573 % |
2,824 % |
2,568 % |
4,012 % |
3,514 % |
4,457 % |
|
52 |
2,604 % |
2,850 % |
2,599 % |
4,016 % |
3,527 % |
4,453 % |
|
53 |
2,633 % |
2,875 % |
2,628 % |
4,020 % |
3,540 % |
4,449 % |
|
54 |
2,661 % |
2,899 % |
2,657 % |
4,024 % |
3,552 % |
4,444 % |
|
55 |
2,689 % |
2,922 % |
2,684 % |
4,027 % |
3,564 % |
4,440 % |
|
56 |
2,715 % |
2,944 % |
2,711 % |
4,030 % |
3,575 % |
4,436 % |
|
57 |
2,741 % |
2,966 % |
2,736 % |
4,034 % |
3,586 % |
4,432 % |
|
58 |
2,766 % |
2,987 % |
2,761 % |
4,037 % |
3,597 % |
4,429 % |
|
59 |
2,789 % |
3,007 % |
2,785 % |
4,040 % |
3,607 % |
4,425 % |
|
60 |
2,813 % |
3,026 % |
2,808 % |
4,042 % |
3,617 % |
4,421 % |
|
61 |
2,835 % |
3,045 % |
2,831 % |
4,045 % |
3,626 % |
4,418 % |
|
62 |
2,857 % |
3,064 % |
2,853 % |
4,048 % |
3,636 % |
4,415 % |
|
63 |
2,878 % |
3,082 % |
2,874 % |
4,050 % |
3,645 % |
4,411 % |
|
64 |
2,898 % |
3,099 % |
2,894 % |
4,053 % |
3,653 % |
4,408 % |
|
65 |
2,918 % |
3,116 % |
2,914 % |
4,055 % |
3,662 % |
4,405 % |
|
66 |
2,937 % |
3,132 % |
2,934 % |
4,058 % |
3,670 % |
4,402 % |
|
67 |
2,956 % |
3,148 % |
2,952 % |
4,060 % |
3,678 % |
4,399 % |
|
68 |
2,974 % |
3,163 % |
2,970 % |
4,062 % |
3,685 % |
4,396 % |
|
69 |
2,992 % |
3,178 % |
2,988 % |
4,064 % |
3,693 % |
4,393 % |
|
70 |
3,009 % |
3,192 % |
3,005 % |
4,066 % |
3,700 % |
4,391 % |
|
71 |
3,026 % |
3,207 % |
3,022 % |
4,068 % |
3,707 % |
4,388 % |
|
72 |
3,042 % |
3,220 % |
3,038 % |
4,070 % |
3,714 % |
4,385 % |
|
73 |
3,057 % |
3,234 % |
3,054 % |
4,072 % |
3,720 % |
4,383 % |
|
74 |
3,073 % |
3,247 % |
3,069 % |
4,074 % |
3,727 % |
4,380 % |
|
75 |
3,088 % |
3,259 % |
3,084 % |
4,075 % |
3,733 % |
4,378 % |
|
76 |
3,102 % |
3,271 % |
3,099 % |
4,077 % |
3,739 % |
4,376 % |
|
77 |
3,116 % |
3,283 % |
3,113 % |
4,079 % |
3,745 % |
4,374 % |
|
78 |
3,130 % |
3,295 % |
3,127 % |
4,080 % |
3,751 % |
4,371 % |
|
79 |
3,144 % |
3,306 % |
3,141 % |
4,082 % |
3,757 % |
4,369 % |
|
80 |
3,157 % |
3,318 % |
3,154 % |
4,083 % |
3,762 % |
4,367 % |
|
81 |
3,170 % |
3,328 % |
3,167 % |
4,085 % |
3,768 % |
4,365 % |
|
82 |
3,182 % |
3,339 % |
3,179 % |
4,086 % |
3,773 % |
4,363 % |
|
83 |
3,194 % |
3,349 % |
3,191 % |
4,088 % |
3,778 % |
4,361 % |
|
84 |
3,206 % |
3,359 % |
3,203 % |
4,089 % |
3,783 % |
4,359 % |
|
85 |
3,218 % |
3,369 % |
3,215 % |
4,090 % |
3,788 % |
4,357 % |
|
86 |
3,229 % |
3,379 % |
3,226 % |
4,092 % |
3,793 % |
4,355 % |
|
87 |
3,240 % |
3,388 % |
3,237 % |
4,093 % |
3,797 % |
4,354 % |
|
88 |
3,251 % |
3,397 % |
3,248 % |
4,094 % |
3,802 % |
4,352 % |
|
89 |
3,262 % |
3,406 % |
3,259 % |
4,095 % |
3,807 % |
4,350 % |
|
90 |
3,272 % |
3,415 % |
3,269 % |
4,096 % |
3,811 % |
4,349 % |
|
91 |
3,282 % |
3,424 % |
3,280 % |
4,098 % |
3,815 % |
4,347 % |
|
92 |
3,292 % |
3,432 % |
3,290 % |
4,099 % |
3,819 % |
4,345 % |
|
93 |
3,302 % |
3,440 % |
3,299 % |
4,100 % |
3,823 % |
4,344 % |
|
94 |
3,311 % |
3,448 % |
3,309 % |
4,101 % |
3,827 % |
4,342 % |
|
95 |
3,321 % |
3,456 % |
3,318 % |
4,102 % |
3,831 % |
4,341 % |
|
96 |
3,330 % |
3,464 % |
3,327 % |
4,103 % |
3,835 % |
4,339 % |
|
97 |
3,339 % |
3,472 % |
3,336 % |
4,104 % |
3,839 % |
4,338 % |
|
98 |
3,348 % |
3,479 % |
3,345 % |
4,105 % |
3,843 % |
4,336 % |
|
99 |
3,356 % |
3,486 % |
3,354 % |
4,106 % |
3,846 % |
4,335 % |
|
100 |
3,365 % |
3,493 % |
3,362 % |
4,107 % |
3,850 % |
4,334 % |
|
101 |
3,373 % |
3,500 % |
3,370 % |
4,108 % |
3,853 % |
4,332 % |
|
102 |
3,381 % |
3,507 % |
3,378 % |
4,109 % |
3,857 % |
4,331 % |
|
103 |
3,389 % |
3,514 % |
3,386 % |
4,110 % |
3,860 % |
4,330 % |
|
104 |
3,397 % |
3,520 % |
3,394 % |
4,110 % |
3,863 % |
4,329 % |
|
105 |
3,404 % |
3,527 % |
3,402 % |
4,111 % |
3,866 % |
4,327 % |
|
106 |
3,412 % |
3,533 % |
3,409 % |
4,112 % |
3,870 % |
4,326 % |
|
107 |
3,419 % |
3,539 % |
3,417 % |
4,113 % |
3,873 % |
4,325 % |
|
108 |
3,426 % |
3,546 % |
3,424 % |
4,114 % |
3,876 % |
4,324 % |
|
109 |
3,433 % |
3,552 % |
3,431 % |
4,115 % |
3,879 % |
4,323 % |
|
110 |
3,440 % |
3,557 % |
3,438 % |
4,115 % |
3,882 % |
4,322 % |
|
111 |
3,447 % |
3,563 % |
3,445 % |
4,116 % |
3,884 % |
4,320 % |
|
112 |
3,454 % |
3,569 % |
3,451 % |
4,117 % |
3,887 % |
4,319 % |
|
113 |
3,460 % |
3,574 % |
3,458 % |
4,118 % |
3,890 % |
4,318 % |
|
114 |
3,467 % |
3,580 % |
3,465 % |
4,118 % |
3,893 % |
4,317 % |
|
115 |
3,473 % |
3,585 % |
3,471 % |
4,119 % |
3,895 % |
4,316 % |
|
116 |
3,479 % |
3,591 % |
3,477 % |
4,120 % |
3,898 % |
4,315 % |
|
117 |
3,486 % |
3,596 % |
3,483 % |
4,120 % |
3,901 % |
4,314 % |
|
118 |
3,492 % |
3,601 % |
3,489 % |
4,121 % |
3,903 % |
4,313 % |
|
119 |
3,498 % |
3,606 % |
3,495 % |
4,122 % |
3,906 % |
4,312 % |
|
120 |
3,503 % |
3,611 % |
3,501 % |
4,122 % |
3,908 % |
4,311 % |
|
121 |
3,509 % |
3,616 % |
3,507 % |
4,123 % |
3,910 % |
4,311 % |
|
122 |
3,515 % |
3,620 % |
3,513 % |
4,124 % |
3,913 % |
4,310 % |
|
123 |
3,520 % |
3,625 % |
3,518 % |
4,124 % |
3,915 % |
4,309 % |
|
124 |
3,526 % |
3,630 % |
3,524 % |
4,125 % |
3,917 % |
4,308 % |
|
125 |
3,531 % |
3,634 % |
3,529 % |
4,126 % |
3,920 % |
4,307 % |
|
126 |
3,536 % |
3,639 % |
3,534 % |
4,126 % |
3,922 % |
4,306 % |
|
127 |
3,542 % |
3,643 % |
3,540 % |
4,127 % |
3,924 % |
4,305 % |
|
128 |
3,547 % |
3,648 % |
3,545 % |
4,127 % |
3,926 % |
4,304 % |
|
129 |
3,552 % |
3,652 % |
3,550 % |
4,128 % |
3,928 % |
4,304 % |
|
130 |
3,557 % |
3,656 % |
3,555 % |
4,128 % |
3,930 % |
4,303 % |
|
131 |
3,562 % |
3,660 % |
3,560 % |
4,129 % |
3,933 % |
4,302 % |
|
132 |
3,566 % |
3,664 % |
3,565 % |
4,129 % |
3,935 % |
4,301 % |
|
133 |
3,571 % |
3,668 % |
3,569 % |
4,130 % |
3,937 % |
4,301 % |
|
134 |
3,576 % |
3,672 % |
3,574 % |
4,131 % |
3,938 % |
4,300 % |
|
135 |
3,581 % |
3,676 % |
3,579 % |
4,131 % |
3,940 % |
4,299 % |
|
136 |
3,585 % |
3,680 % |
3,583 % |
4,132 % |
3,942 % |
4,298 % |
|
137 |
3,590 % |
3,684 % |
3,588 % |
4,132 % |
3,944 % |
4,298 % |
|
138 |
3,594 % |
3,687 % |
3,592 % |
4,133 % |
3,946 % |
4,297 % |
|
139 |
3,598 % |
3,691 % |
3,596 % |
4,133 % |
3,948 % |
4,296 % |
|
140 |
3,603 % |
3,695 % |
3,601 % |
4,134 % |
3,950 % |
4,296 % |
|
141 |
3,607 % |
3,698 % |
3,605 % |
4,134 % |
3,951 % |
4,295 % |
|
142 |
3,611 % |
3,702 % |
3,609 % |
4,134 % |
3,953 % |
4,294 % |
|
143 |
3,615 % |
3,705 % |
3,613 % |
4,135 % |
3,955 % |
4,294 % |
|
144 |
3,619 % |
3,709 % |
3,617 % |
4,135 % |
3,957 % |
4,293 % |
|
145 |
3,623 % |
3,712 % |
3,621 % |
4,136 % |
3,958 % |
4,292 % |
|
146 |
3,627 % |
3,716 % |
3,625 % |
4,136 % |
3,960 % |
4,292 % |
|
147 |
3,631 % |
3,719 % |
3,629 % |
4,137 % |
3,962 % |
4,291 % |
|
148 |
3,635 % |
3,722 % |
3,633 % |
4,137 % |
3,963 % |
4,290 % |
|
149 |
3,639 % |
3,725 % |
3,637 % |
4,138 % |
3,965 % |
4,290 % |
|
150 |
3,642 % |
3,728 % |
3,641 % |
4,138 % |
3,966 % |
4,289 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,299 % |
0,618 % |
0,750 % |
1,259 % |
5,518 % |
0,677 % |
|
2 |
– 0,299 % |
0,667 % |
1,225 % |
1,341 % |
5,670 % |
0,690 % |
|
3 |
– 0,266 % |
0,725 % |
1,698 % |
1,493 % |
5,855 % |
0,690 % |
|
4 |
– 0,201 % |
0,795 % |
2,126 % |
1,787 % |
5,858 % |
0,746 % |
|
5 |
– 0,121 % |
0,878 % |
2,461 % |
2,086 % |
5,691 % |
0,847 % |
|
6 |
– 0,021 % |
0,971 % |
2,736 % |
2,176 % |
5,641 % |
0,955 % |
|
7 |
0,089 % |
1,066 % |
2,960 % |
2,360 % |
5,664 % |
1,068 % |
|
8 |
0,204 % |
1,165 % |
3,141 % |
2,523 % |
5,684 % |
1,161 % |
|
9 |
0,302 % |
1,245 % |
3,312 % |
2,644 % |
5,665 % |
1,250 % |
|
10 |
0,413 % |
1,316 % |
3,487 % |
2,775 % |
5,626 % |
1,329 % |
|
11 |
0,498 % |
1,381 % |
3,633 % |
2,891 % |
5,584 % |
1,413 % |
|
12 |
0,571 % |
1,434 % |
3,748 % |
2,989 % |
5,542 % |
1,500 % |
|
13 |
0,649 % |
1,470 % |
3,841 % |
3,072 % |
5,501 % |
1,589 % |
|
14 |
0,720 % |
1,505 % |
3,916 % |
3,144 % |
5,461 % |
1,677 % |
|
15 |
0,771 % |
1,539 % |
3,978 % |
3,207 % |
5,422 % |
1,763 % |
|
16 |
0,799 % |
1,551 % |
4,028 % |
3,262 % |
5,385 % |
1,846 % |
|
17 |
0,814 % |
1,565 % |
4,070 % |
3,311 % |
5,349 % |
1,927 % |
|
18 |
0,827 % |
1,578 % |
4,104 % |
3,355 % |
5,314 % |
2,004 % |
|
19 |
0,847 % |
1,581 % |
4,133 % |
3,394 % |
5,280 % |
2,078 % |
|
20 |
0,879 % |
1,599 % |
4,157 % |
3,430 % |
5,248 % |
2,148 % |
|
21 |
0,925 % |
1,607 % |
4,177 % |
3,463 % |
5,217 % |
2,215 % |
|
22 |
0,982 % |
1,602 % |
4,194 % |
3,493 % |
5,188 % |
2,280 % |
|
23 |
1,046 % |
1,591 % |
4,208 % |
3,520 % |
5,159 % |
2,341 % |
|
24 |
1,114 % |
1,579 % |
4,220 % |
3,546 % |
5,132 % |
2,399 % |
|
25 |
1,186 % |
1,569 % |
4,230 % |
3,569 % |
5,106 % |
2,454 % |
|
26 |
1,258 % |
1,564 % |
4,238 % |
3,591 % |
5,081 % |
2,506 % |
|
27 |
1,330 % |
1,561 % |
4,245 % |
3,611 % |
5,056 % |
2,557 % |
|
28 |
1,402 % |
1,558 % |
4,250 % |
3,630 % |
5,033 % |
2,604 % |
|
29 |
1,472 % |
1,553 % |
4,255 % |
3,648 % |
5,011 % |
2,650 % |
|
30 |
1,541 % |
1,545 % |
4,259 % |
3,665 % |
4,990 % |
2,693 % |
|
31 |
1,609 % |
1,532 % |
4,262 % |
3,680 % |
4,970 % |
2,734 % |
|
32 |
1,674 % |
1,517 % |
4,264 % |
3,695 % |
4,950 % |
2,774 % |
|
33 |
1,737 % |
1,501 % |
4,266 % |
3,709 % |
4,932 % |
2,811 % |
|
34 |
1,798 % |
1,487 % |
4,268 % |
3,722 % |
4,914 % |
2,847 % |
|
35 |
1,857 % |
1,475 % |
4,269 % |
3,735 % |
4,896 % |
2,882 % |
|
36 |
1,914 % |
1,465 % |
4,270 % |
3,747 % |
4,880 % |
2,915 % |
|
37 |
1,968 % |
1,457 % |
4,270 % |
3,758 % |
4,864 % |
2,946 % |
|
38 |
2,021 % |
1,450 % |
4,271 % |
3,769 % |
4,849 % |
2,976 % |
|
39 |
2,072 % |
1,442 % |
4,271 % |
3,779 % |
4,834 % |
3,005 % |
|
40 |
2,120 % |
1,434 % |
4,271 % |
3,789 % |
4,820 % |
3,032 % |
|
41 |
2,167 % |
1,424 % |
4,270 % |
3,798 % |
4,806 % |
3,059 % |
|
42 |
2,212 % |
1,413 % |
4,270 % |
3,807 % |
4,793 % |
3,084 % |
|
43 |
2,256 % |
1,402 % |
4,270 % |
3,815 % |
4,780 % |
3,109 % |
|
44 |
2,297 % |
1,391 % |
4,269 % |
3,824 % |
4,768 % |
3,132 % |
|
45 |
2,337 % |
1,380 % |
4,269 % |
3,831 % |
4,757 % |
3,154 % |
|
46 |
2,376 % |
1,370 % |
4,268 % |
3,839 % |
4,745 % |
3,176 % |
|
47 |
2,413 % |
1,362 % |
4,267 % |
3,846 % |
4,735 % |
3,197 % |
|
48 |
2,449 % |
1,357 % |
4,267 % |
3,853 % |
4,724 % |
3,217 % |
|
49 |
2,483 % |
1,358 % |
4,266 % |
3,860 % |
4,714 % |
3,236 % |
|
50 |
2,517 % |
1,364 % |
4,265 % |
3,866 % |
4,704 % |
3,255 % |
|
51 |
2,549 % |
1,377 % |
4,264 % |
3,872 % |
4,695 % |
3,273 % |
|
52 |
2,579 % |
1,395 % |
4,263 % |
3,878 % |
4,686 % |
3,290 % |
|
53 |
2,609 % |
1,417 % |
4,263 % |
3,884 % |
4,677 % |
3,307 % |
|
54 |
2,638 % |
1,442 % |
4,262 % |
3,890 % |
4,668 % |
3,323 % |
|
55 |
2,666 % |
1,470 % |
4,261 % |
3,895 % |
4,660 % |
3,338 % |
|
56 |
2,693 % |
1,500 % |
4,260 % |
3,900 % |
4,652 % |
3,353 % |
|
57 |
2,719 % |
1,531 % |
4,259 % |
3,905 % |
4,645 % |
3,368 % |
|
58 |
2,744 % |
1,563 % |
4,259 % |
3,910 % |
4,637 % |
3,382 % |
|
59 |
2,768 % |
1,596 % |
4,258 % |
3,915 % |
4,630 % |
3,396 % |
|
60 |
2,792 % |
1,629 % |
4,257 % |
3,919 % |
4,623 % |
3,409 % |
|
61 |
2,814 % |
1,662 % |
4,256 % |
3,924 % |
4,616 % |
3,421 % |
|
62 |
2,836 % |
1,695 % |
4,256 % |
3,928 % |
4,610 % |
3,434 % |
|
63 |
2,858 % |
1,728 % |
4,255 % |
3,932 % |
4,603 % |
3,446 % |
|
64 |
2,879 % |
1,761 % |
4,254 % |
3,936 % |
4,597 % |
3,457 % |
|
65 |
2,899 % |
1,793 % |
4,253 % |
3,940 % |
4,591 % |
3,469 % |
|
66 |
2,918 % |
1,825 % |
4,253 % |
3,944 % |
4,585 % |
3,480 % |
|
67 |
2,937 % |
1,857 % |
4,252 % |
3,948 % |
4,579 % |
3,490 % |
|
68 |
2,956 % |
1,888 % |
4,251 % |
3,951 % |
4,574 % |
3,501 % |
|
69 |
2,973 % |
1,919 % |
4,251 % |
3,955 % |
4,569 % |
3,511 % |
|
70 |
2,991 % |
1,949 % |
4,250 % |
3,958 % |
4,563 % |
3,520 % |
|
71 |
3,008 % |
1,978 % |
4,249 % |
3,962 % |
4,558 % |
3,530 % |
|
72 |
3,024 % |
2,007 % |
4,249 % |
3,965 % |
4,553 % |
3,539 % |
|
73 |
3,040 % |
2,035 % |
4,248 % |
3,968 % |
4,549 % |
3,548 % |
|
74 |
3,056 % |
2,063 % |
4,247 % |
3,971 % |
4,544 % |
3,557 % |
|
75 |
3,071 % |
2,090 % |
4,247 % |
3,974 % |
4,539 % |
3,565 % |
|
76 |
3,086 % |
2,117 % |
4,246 % |
3,977 % |
4,535 % |
3,574 % |
|
77 |
3,100 % |
2,143 % |
4,246 % |
3,980 % |
4,531 % |
3,582 % |
|
78 |
3,114 % |
2,168 % |
4,245 % |
3,983 % |
4,526 % |
3,590 % |
|
79 |
3,128 % |
2,193 % |
4,245 % |
3,985 % |
4,522 % |
3,597 % |
|
80 |
3,141 % |
2,218 % |
4,244 % |
3,988 % |
4,518 % |
3,605 % |
|
81 |
3,154 % |
2,241 % |
4,243 % |
3,990 % |
4,514 % |
3,612 % |
|
82 |
3,167 % |
2,265 % |
4,243 % |
3,993 % |
4,510 % |
3,619 % |
|
83 |
3,179 % |
2,287 % |
4,242 % |
3,995 % |
4,507 % |
3,626 % |
|
84 |
3,191 % |
2,310 % |
4,242 % |
3,998 % |
4,503 % |
3,633 % |
|
85 |
3,203 % |
2,331 % |
4,241 % |
4,000 % |
4,500 % |
3,640 % |
|
86 |
3,215 % |
2,353 % |
4,241 % |
4,002 % |
4,496 % |
3,646 % |
|
87 |
3,226 % |
2,374 % |
4,241 % |
4,005 % |
4,493 % |
3,653 % |
|
88 |
3,237 % |
2,394 % |
4,240 % |
4,007 % |
4,489 % |
3,659 % |
|
89 |
3,248 % |
2,414 % |
4,240 % |
4,009 % |
4,486 % |
3,665 % |
|
90 |
3,258 % |
2,434 % |
4,239 % |
4,011 % |
4,483 % |
3,671 % |
|
91 |
3,268 % |
2,453 % |
4,239 % |
4,013 % |
4,480 % |
3,677 % |
|
92 |
3,278 % |
2,471 % |
4,238 % |
4,015 % |
4,477 % |
3,682 % |
|
93 |
3,288 % |
2,490 % |
4,238 % |
4,017 % |
4,474 % |
3,688 % |
|
94 |
3,298 % |
2,508 % |
4,238 % |
4,019 % |
4,471 % |
3,693 % |
|
95 |
3,307 % |
2,525 % |
4,237 % |
4,021 % |
4,468 % |
3,699 % |
|
96 |
3,317 % |
2,543 % |
4,237 % |
4,023 % |
4,465 % |
3,704 % |
|
97 |
3,326 % |
2,560 % |
4,236 % |
4,025 % |
4,463 % |
3,709 % |
|
98 |
3,335 % |
2,576 % |
4,236 % |
4,026 % |
4,460 % |
3,714 % |
|
99 |
3,343 % |
2,592 % |
4,236 % |
4,028 % |
4,457 % |
3,719 % |
|
100 |
3,352 % |
2,608 % |
4,235 % |
4,030 % |
4,455 % |
3,724 % |
|
101 |
3,360 % |
2,624 % |
4,235 % |
4,032 % |
4,452 % |
3,728 % |
|
102 |
3,368 % |
2,639 % |
4,235 % |
4,033 % |
4,450 % |
3,733 % |
|
103 |
3,377 % |
2,654 % |
4,234 % |
4,035 % |
4,447 % |
3,737 % |
|
104 |
3,384 % |
2,669 % |
4,234 % |
4,036 % |
4,445 % |
3,742 % |
|
105 |
3,392 % |
2,683 % |
4,234 % |
4,038 % |
4,443 % |
3,746 % |
|
106 |
3,400 % |
2,698 % |
4,233 % |
4,039 % |
4,440 % |
3,750 % |
|
107 |
3,407 % |
2,712 % |
4,233 % |
4,041 % |
4,438 % |
3,755 % |
|
108 |
3,414 % |
2,725 % |
4,233 % |
4,042 % |
4,436 % |
3,759 % |
|
109 |
3,422 % |
2,739 % |
4,232 % |
4,044 % |
4,434 % |
3,763 % |
|
110 |
3,429 % |
2,752 % |
4,232 % |
4,045 % |
4,431 % |
3,767 % |
|
111 |
3,436 % |
2,765 % |
4,232 % |
4,047 % |
4,429 % |
3,771 % |
|
112 |
3,442 % |
2,778 % |
4,232 % |
4,048 % |
4,427 % |
3,774 % |
|
113 |
3,449 % |
2,790 % |
4,231 % |
4,049 % |
4,425 % |
3,778 % |
|
114 |
3,456 % |
2,802 % |
4,231 % |
4,051 % |
4,423 % |
3,782 % |
|
115 |
3,462 % |
2,814 % |
4,231 % |
4,052 % |
4,421 % |
3,786 % |
|
116 |
3,468 % |
2,826 % |
4,230 % |
4,053 % |
4,420 % |
3,789 % |
|
117 |
3,475 % |
2,838 % |
4,230 % |
4,054 % |
4,418 % |
3,793 % |
|
118 |
3,481 % |
2,849 % |
4,230 % |
4,056 % |
4,416 % |
3,796 % |
|
119 |
3,487 % |
2,861 % |
4,230 % |
4,057 % |
4,414 % |
3,799 % |
|
120 |
3,493 % |
2,872 % |
4,229 % |
4,058 % |
4,412 % |
3,803 % |
|
121 |
3,499 % |
2,883 % |
4,229 % |
4,059 % |
4,410 % |
3,806 % |
|
122 |
3,504 % |
2,893 % |
4,229 % |
4,060 % |
4,409 % |
3,809 % |
|
123 |
3,510 % |
2,904 % |
4,229 % |
4,061 % |
4,407 % |
3,812 % |
|
124 |
3,516 % |
2,914 % |
4,229 % |
4,063 % |
4,405 % |
3,816 % |
|
125 |
3,521 % |
2,925 % |
4,228 % |
4,064 % |
4,404 % |
3,819 % |
|
126 |
3,526 % |
2,935 % |
4,228 % |
4,065 % |
4,402 % |
3,822 % |
|
127 |
3,532 % |
2,944 % |
4,228 % |
4,066 % |
4,400 % |
3,825 % |
|
128 |
3,537 % |
2,954 % |
4,228 % |
4,067 % |
4,399 % |
3,828 % |
|
129 |
3,542 % |
2,964 % |
4,227 % |
4,068 % |
4,397 % |
3,830 % |
|
130 |
3,547 % |
2,973 % |
4,227 % |
4,069 % |
4,396 % |
3,833 % |
|
131 |
3,552 % |
2,983 % |
4,227 % |
4,070 % |
4,394 % |
3,836 % |
|
132 |
3,557 % |
2,992 % |
4,227 % |
4,071 % |
4,393 % |
3,839 % |
|
133 |
3,562 % |
3,001 % |
4,227 % |
4,072 % |
4,391 % |
3,842 % |
|
134 |
3,566 % |
3,010 % |
4,226 % |
4,073 % |
4,390 % |
3,844 % |
|
135 |
3,571 % |
3,018 % |
4,226 % |
4,074 % |
4,389 % |
3,847 % |
|
136 |
3,576 % |
3,027 % |
4,226 % |
4,075 % |
4,387 % |
3,849 % |
|
137 |
3,580 % |
3,036 % |
4,226 % |
4,076 % |
4,386 % |
3,852 % |
|
138 |
3,585 % |
3,044 % |
4,226 % |
4,077 % |
4,384 % |
3,854 % |
|
139 |
3,589 % |
3,052 % |
4,225 % |
4,077 % |
4,383 % |
3,857 % |
|
140 |
3,594 % |
3,060 % |
4,225 % |
4,078 % |
4,382 % |
3,859 % |
|
141 |
3,598 % |
3,068 % |
4,225 % |
4,079 % |
4,381 % |
3,862 % |
|
142 |
3,602 % |
3,076 % |
4,225 % |
4,080 % |
4,379 % |
3,864 % |
|
143 |
3,606 % |
3,084 % |
4,225 % |
4,081 % |
4,378 % |
3,867 % |
|
144 |
3,610 % |
3,092 % |
4,225 % |
4,082 % |
4,377 % |
3,869 % |
|
145 |
3,614 % |
3,100 % |
4,224 % |
4,082 % |
4,376 % |
3,871 % |
|
146 |
3,618 % |
3,107 % |
4,224 % |
4,083 % |
4,374 % |
3,873 % |
|
147 |
3,622 % |
3,114 % |
4,224 % |
4,084 % |
4,373 % |
3,876 % |
|
148 |
3,626 % |
3,122 % |
4,224 % |
4,085 % |
4,372 % |
3,878 % |
|
149 |
3,630 % |
3,129 % |
4,224 % |
4,086 % |
4,371 % |
3,880 % |
|
150 |
3,634 % |
3,136 % |
4,224 % |
4,086 % |
4,370 % |
3,882 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,820 % |
2,003 % |
1,237 % |
0,722 % |
3,470 % |
4,216 % |
|
2 |
– 0,828 % |
1,921 % |
1,237 % |
0,710 % |
3,522 % |
4,322 % |
|
3 |
– 0,808 % |
1,916 % |
1,346 % |
0,735 % |
3,627 % |
4,429 % |
|
4 |
– 0,746 % |
1,963 % |
1,443 % |
0,760 % |
3,766 % |
4,594 % |
|
5 |
– 0,661 % |
2,015 % |
1,479 % |
0,817 % |
3,896 % |
4,647 % |
|
6 |
– 0,575 % |
2,080 % |
1,573 % |
0,905 % |
3,995 % |
4,788 % |
|
7 |
– 0,483 % |
2,149 % |
1,625 % |
1,012 % |
4,119 % |
4,938 % |
|
8 |
– 0,396 % |
2,212 % |
1,727 % |
1,131 % |
4,198 % |
5,056 % |
|
9 |
– 0,316 % |
2,270 % |
1,790 % |
1,250 % |
4,266 % |
5,270 % |
|
10 |
– 0,242 % |
2,325 % |
1,783 % |
1,363 % |
4,337 % |
5,506 % |
|
11 |
– 0,183 % |
2,376 % |
1,884 % |
1,469 % |
4,393 % |
5,687 % |
|
12 |
– 0,119 % |
2,427 % |
2,023 % |
1,565 % |
4,435 % |
5,814 % |
|
13 |
– 0,079 % |
2,477 % |
2,122 % |
1,652 % |
4,466 % |
5,901 % |
|
14 |
– 0,026 % |
2,524 % |
2,187 % |
1,728 % |
4,489 % |
5,956 % |
|
15 |
0,014 % |
2,568 % |
2,239 % |
1,793 % |
4,506 % |
5,989 % |
|
16 |
0,050 % |
2,607 % |
2,291 % |
1,846 % |
4,518 % |
6,004 % |
|
17 |
0,083 % |
2,641 % |
2,344 % |
1,888 % |
4,526 % |
6,005 % |
|
18 |
0,112 % |
2,671 % |
2,397 % |
1,919 % |
4,532 % |
5,996 % |
|
19 |
0,137 % |
2,699 % |
2,449 % |
1,940 % |
4,535 % |
5,979 % |
|
20 |
0,155 % |
2,724 % |
2,500 % |
1,950 % |
4,536 % |
5,956 % |
|
21 |
0,168 % |
2,746 % |
2,550 % |
1,951 % |
4,535 % |
5,929 % |
|
22 |
0,179 % |
2,766 % |
2,598 % |
1,949 % |
4,534 % |
5,898 % |
|
23 |
0,193 % |
2,781 % |
2,645 % |
1,947 % |
4,531 % |
5,865 % |
|
24 |
0,213 % |
2,792 % |
2,690 % |
1,951 % |
4,528 % |
5,831 % |
|
25 |
0,241 % |
2,798 % |
2,734 % |
1,962 % |
4,524 % |
5,796 % |
|
26 |
0,279 % |
2,798 % |
2,775 % |
1,981 % |
4,520 % |
5,760 % |
|
27 |
0,323 % |
2,797 % |
2,815 % |
2,008 % |
4,515 % |
5,724 % |
|
28 |
0,373 % |
2,795 % |
2,854 % |
2,039 % |
4,511 % |
5,688 % |
|
29 |
0,425 % |
2,796 % |
2,890 % |
2,074 % |
4,506 % |
5,653 % |
|
30 |
0,480 % |
2,800 % |
2,926 % |
2,112 % |
4,500 % |
5,618 % |
|
31 |
0,536 % |
2,808 % |
2,959 % |
2,151 % |
4,495 % |
5,584 % |
|
32 |
0,592 % |
2,820 % |
2,992 % |
2,191 % |
4,490 % |
5,551 % |
|
33 |
0,649 % |
2,835 % |
3,023 % |
2,231 % |
4,485 % |
5,519 % |
|
34 |
0,704 % |
2,852 % |
3,053 % |
2,272 % |
4,479 % |
5,488 % |
|
35 |
0,759 % |
2,871 % |
3,081 % |
2,312 % |
4,474 % |
5,457 % |
|
36 |
0,812 % |
2,890 % |
3,108 % |
2,351 % |
4,469 % |
5,428 % |
|
37 |
0,865 % |
2,911 % |
3,134 % |
2,391 % |
4,464 % |
5,400 % |
|
38 |
0,916 % |
2,932 % |
3,160 % |
2,429 % |
4,459 % |
5,372 % |
|
39 |
0,966 % |
2,954 % |
3,184 % |
2,466 % |
4,454 % |
5,346 % |
|
40 |
1,014 % |
2,975 % |
3,207 % |
2,503 % |
4,449 % |
5,320 % |
|
41 |
1,061 % |
2,997 % |
3,229 % |
2,538 % |
4,445 % |
5,295 % |
|
42 |
1,106 % |
3,019 % |
3,250 % |
2,572 % |
4,440 % |
5,271 % |
|
43 |
1,150 % |
3,040 % |
3,271 % |
2,606 % |
4,436 % |
5,248 % |
|
44 |
1,192 % |
3,061 % |
3,291 % |
2,638 % |
4,431 % |
5,226 % |
|
45 |
1,233 % |
3,081 % |
3,310 % |
2,670 % |
4,427 % |
5,205 % |
|
46 |
1,272 % |
3,102 % |
3,328 % |
2,700 % |
4,423 % |
5,184 % |
|
47 |
1,311 % |
3,121 % |
3,345 % |
2,729 % |
4,419 % |
5,164 % |
|
48 |
1,348 % |
3,141 % |
3,362 % |
2,758 % |
4,415 % |
5,145 % |
|
49 |
1,383 % |
3,160 % |
3,379 % |
2,785 % |
4,411 % |
5,127 % |
|
50 |
1,418 % |
3,178 % |
3,394 % |
2,812 % |
4,408 % |
5,109 % |
|
51 |
1,451 % |
3,196 % |
3,410 % |
2,838 % |
4,404 % |
5,092 % |
|
52 |
1,483 % |
3,213 % |
3,424 % |
2,863 % |
4,400 % |
5,075 % |
|
53 |
1,514 % |
3,230 % |
3,438 % |
2,887 % |
4,397 % |
5,059 % |
|
54 |
1,545 % |
3,247 % |
3,452 % |
2,910 % |
4,394 % |
5,043 % |
|
55 |
1,574 % |
3,263 % |
3,465 % |
2,933 % |
4,390 % |
5,028 % |
|
56 |
1,602 % |
3,279 % |
3,478 % |
2,955 % |
4,387 % |
5,014 % |
|
57 |
1,629 % |
3,294 % |
3,491 % |
2,976 % |
4,384 % |
5,000 % |
|
58 |
1,656 % |
3,309 % |
3,502 % |
2,996 % |
4,381 % |
4,986 % |
|
59 |
1,681 % |
3,323 % |
3,514 % |
3,016 % |
4,378 % |
4,973 % |
|
60 |
1,706 % |
3,337 % |
3,525 % |
3,035 % |
4,376 % |
4,960 % |
|
61 |
1,730 % |
3,351 % |
3,536 % |
3,054 % |
4,373 % |
4,948 % |
|
62 |
1,753 % |
3,364 % |
3,547 % |
3,072 % |
4,370 % |
4,936 % |
|
63 |
1,776 % |
3,377 % |
3,557 % |
3,090 % |
4,368 % |
4,924 % |
|
64 |
1,798 % |
3,389 % |
3,567 % |
3,107 % |
4,365 % |
4,913 % |
|
65 |
1,819 % |
3,401 % |
3,576 % |
3,123 % |
4,363 % |
4,902 % |
|
66 |
1,840 % |
3,413 % |
3,586 % |
3,140 % |
4,360 % |
4,892 % |
|
67 |
1,860 % |
3,425 % |
3,595 % |
3,155 % |
4,358 % |
4,881 % |
|
68 |
1,879 % |
3,436 % |
3,604 % |
3,170 % |
4,356 % |
4,871 % |
|
69 |
1,898 % |
3,447 % |
3,612 % |
3,185 % |
4,354 % |
4,862 % |
|
70 |
1,917 % |
3,457 % |
3,620 % |
3,199 % |
4,352 % |
4,852 % |
|
71 |
1,934 % |
3,467 % |
3,629 % |
3,213 % |
4,349 % |
4,843 % |
|
72 |
1,952 % |
3,477 % |
3,636 % |
3,227 % |
4,347 % |
4,834 % |
|
73 |
1,969 % |
3,487 % |
3,644 % |
3,240 % |
4,345 % |
4,825 % |
|
74 |
1,985 % |
3,497 % |
3,652 % |
3,253 % |
4,344 % |
4,817 % |
|
75 |
2,001 % |
3,506 % |
3,659 % |
3,266 % |
4,342 % |
4,809 % |
|
76 |
2,017 % |
3,515 % |
3,666 % |
3,278 % |
4,340 % |
4,801 % |
|
77 |
2,032 % |
3,524 % |
3,673 % |
3,290 % |
4,338 % |
4,793 % |
|
78 |
2,047 % |
3,532 % |
3,680 % |
3,301 % |
4,336 % |
4,785 % |
|
79 |
2,062 % |
3,541 % |
3,686 % |
3,313 % |
4,335 % |
4,778 % |
|
80 |
2,076 % |
3,549 % |
3,692 % |
3,324 % |
4,333 % |
4,771 % |
|
81 |
2,089 % |
3,557 % |
3,699 % |
3,334 % |
4,331 % |
4,764 % |
|
82 |
2,103 % |
3,565 % |
3,705 % |
3,345 % |
4,330 % |
4,757 % |
|
83 |
2,116 % |
3,572 % |
3,711 % |
3,355 % |
4,328 % |
4,750 % |
|
84 |
2,129 % |
3,580 % |
3,717 % |
3,365 % |
4,327 % |
4,743 % |
|
85 |
2,141 % |
3,587 % |
3,722 % |
3,375 % |
4,325 % |
4,737 % |
|
86 |
2,154 % |
3,594 % |
3,728 % |
3,384 % |
4,324 % |
4,731 % |
|
87 |
2,166 % |
3,601 % |
3,733 % |
3,394 % |
4,322 % |
4,725 % |
|
88 |
2,177 % |
3,608 % |
3,738 % |
3,403 % |
4,321 % |
4,719 % |
|
89 |
2,189 % |
3,614 % |
3,744 % |
3,412 % |
4,320 % |
4,713 % |
|
90 |
2,200 % |
3,621 % |
3,749 % |
3,421 % |
4,318 % |
4,707 % |
|
91 |
2,211 % |
3,627 % |
3,754 % |
3,429 % |
4,317 % |
4,702 % |
|
92 |
2,222 % |
3,633 % |
3,758 % |
3,437 % |
4,316 % |
4,696 % |
|
93 |
2,232 % |
3,639 % |
3,763 % |
3,446 % |
4,315 % |
4,691 % |
|
94 |
2,242 % |
3,645 % |
3,768 % |
3,454 % |
4,313 % |
4,686 % |
|
95 |
2,252 % |
3,651 % |
3,772 % |
3,461 % |
4,312 % |
4,680 % |
|
96 |
2,262 % |
3,657 % |
3,777 % |
3,469 % |
4,311 % |
4,675 % |
|
97 |
2,272 % |
3,663 % |
3,781 % |
3,477 % |
4,310 % |
4,670 % |
|
98 |
2,281 % |
3,668 % |
3,785 % |
3,484 % |
4,309 % |
4,666 % |
|
99 |
2,290 % |
3,673 % |
3,790 % |
3,491 % |
4,308 % |
4,661 % |
|
100 |
2,299 % |
3,679 % |
3,794 % |
3,498 % |
4,307 % |
4,656 % |
|
101 |
2,308 % |
3,684 % |
3,798 % |
3,505 % |
4,305 % |
4,652 % |
|
102 |
2,317 % |
3,689 % |
3,802 % |
3,512 % |
4,304 % |
4,647 % |
|
103 |
2,326 % |
3,694 % |
3,805 % |
3,519 % |
4,303 % |
4,643 % |
|
104 |
2,334 % |
3,699 % |
3,809 % |
3,525 % |
4,302 % |
4,639 % |
|
105 |
2,342 % |
3,703 % |
3,813 % |
3,531 % |
4,301 % |
4,635 % |
|
106 |
2,350 % |
3,708 % |
3,817 % |
3,538 % |
4,301 % |
4,630 % |
|
107 |
2,358 % |
3,713 % |
3,820 % |
3,544 % |
4,300 % |
4,626 % |
|
108 |
2,366 % |
3,717 % |
3,824 % |
3,550 % |
4,299 % |
4,622 % |
|
109 |
2,374 % |
3,722 % |
3,827 % |
3,556 % |
4,298 % |
4,619 % |
|
110 |
2,381 % |
3,726 % |
3,831 % |
3,562 % |
4,297 % |
4,615 % |
|
111 |
2,388 % |
3,730 % |
3,834 % |
3,568 % |
4,296 % |
4,611 % |
|
112 |
2,396 % |
3,734 % |
3,837 % |
3,573 % |
4,295 % |
4,607 % |
|
113 |
2,403 % |
3,738 % |
3,840 % |
3,579 % |
4,294 % |
4,604 % |
|
114 |
2,410 % |
3,742 % |
3,843 % |
3,584 % |
4,293 % |
4,600 % |
|
115 |
2,416 % |
3,746 % |
3,847 % |
3,589 % |
4,293 % |
4,597 % |
|
116 |
2,423 % |
3,750 % |
3,850 % |
3,595 % |
4,292 % |
4,593 % |
|
117 |
2,430 % |
3,754 % |
3,853 % |
3,600 % |
4,291 % |
4,590 % |
|
118 |
2,436 % |
3,758 % |
3,856 % |
3,605 % |
4,290 % |
4,587 % |
|
119 |
2,443 % |
3,762 % |
3,858 % |
3,610 % |
4,290 % |
4,583 % |
|
120 |
2,449 % |
3,765 % |
3,861 % |
3,615 % |
4,289 % |
4,580 % |
|
121 |
2,455 % |
3,769 % |
3,864 % |
3,620 % |
4,288 % |
4,577 % |
|
122 |
2,461 % |
3,772 % |
3,867 % |
3,624 % |
4,287 % |
4,574 % |
|
123 |
2,467 % |
3,776 % |
3,870 % |
3,629 % |
4,287 % |
4,571 % |
|
124 |
2,473 % |
3,779 % |
3,872 % |
3,634 % |
4,286 % |
4,568 % |
|
125 |
2,479 % |
3,783 % |
3,875 % |
3,638 % |
4,285 % |
4,565 % |
|
126 |
2,485 % |
3,786 % |
3,877 % |
3,643 % |
4,285 % |
4,562 % |
|
127 |
2,490 % |
3,789 % |
3,880 % |
3,647 % |
4,284 % |
4,559 % |
|
128 |
2,496 % |
3,792 % |
3,882 % |
3,651 % |
4,283 % |
4,556 % |
|
129 |
2,501 % |
3,796 % |
3,885 % |
3,656 % |
4,283 % |
4,554 % |
|
130 |
2,507 % |
3,799 % |
3,887 % |
3,660 % |
4,282 % |
4,551 % |
|
131 |
2,512 % |
3,802 % |
3,890 % |
3,664 % |
4,281 % |
4,548 % |
|
132 |
2,517 % |
3,805 % |
3,892 % |
3,668 % |
4,281 % |
4,546 % |
|
133 |
2,522 % |
3,808 % |
3,894 % |
3,672 % |
4,280 % |
4,543 % |
|
134 |
2,527 % |
3,811 % |
3,897 % |
3,676 % |
4,280 % |
4,540 % |
|
135 |
2,532 % |
3,813 % |
3,899 % |
3,680 % |
4,279 % |
4,538 % |
|
136 |
2,537 % |
3,816 % |
3,901 % |
3,683 % |
4,278 % |
4,535 % |
|
137 |
2,542 % |
3,819 % |
3,903 % |
3,687 % |
4,278 % |
4,533 % |
|
138 |
2,547 % |
3,822 % |
3,905 % |
3,691 % |
4,277 % |
4,530 % |
|
139 |
2,551 % |
3,825 % |
3,907 % |
3,695 % |
4,277 % |
4,528 % |
|
140 |
2,556 % |
3,827 % |
3,910 % |
3,698 % |
4,276 % |
4,526 % |
|
141 |
2,561 % |
3,830 % |
3,912 % |
3,702 % |
4,276 % |
4,523 % |
|
142 |
2,565 % |
3,833 % |
3,914 % |
3,705 % |
4,275 % |
4,521 % |
|
143 |
2,569 % |
3,835 % |
3,916 % |
3,709 % |
4,275 % |
4,519 % |
|
144 |
2,574 % |
3,838 % |
3,918 % |
3,712 % |
4,274 % |
4,517 % |
|
145 |
2,578 % |
3,840 % |
3,920 % |
3,715 % |
4,273 % |
4,515 % |
|
146 |
2,582 % |
3,843 % |
3,921 % |
3,719 % |
4,273 % |
4,512 % |
|
147 |
2,587 % |
3,845 % |
3,923 % |
3,722 % |
4,272 % |
4,510 % |
|
148 |
2,591 % |
3,847 % |
3,925 % |
3,725 % |
4,272 % |
4,508 % |
|
149 |
2,595 % |
3,850 % |
3,927 % |
3,728 % |
4,272 % |
4,506 % |
|
150 |
2,599 % |
3,852 % |
3,929 % |
3,732 % |
4,271 % |
4,504 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,451 % |
6,882 % |
3,728 % |
0,086 % |
1,856 % |
7,361 % |
|
2 |
0,652 % |
7,031 % |
4,012 % |
0,150 % |
1,859 % |
7,673 % |
|
3 |
0,784 % |
7,169 % |
4,586 % |
0,218 % |
1,934 % |
7,904 % |
|
4 |
0,886 % |
7,295 % |
4,853 % |
0,287 % |
2,048 % |
8,085 % |
|
5 |
0,999 % |
7,402 % |
5,128 % |
0,355 % |
2,176 % |
8,253 % |
|
6 |
1,073 % |
7,472 % |
5,374 % |
0,417 % |
2,298 % |
8,398 % |
|
7 |
1,122 % |
7,545 % |
5,534 % |
0,479 % |
2,411 % |
8,521 % |
|
8 |
1,160 % |
7,587 % |
5,663 % |
0,536 % |
2,517 % |
8,594 % |
|
9 |
1,197 % |
7,620 % |
5,759 % |
0,591 % |
2,610 % |
8,668 % |
|
10 |
1,236 % |
7,651 % |
5,862 % |
0,646 % |
2,694 % |
8,720 % |
|
11 |
1,281 % |
7,660 % |
5,981 % |
0,720 % |
2,777 % |
8,752 % |
|
12 |
1,333 % |
7,649 % |
6,107 % |
0,810 % |
2,859 % |
8,757 % |
|
13 |
1,390 % |
7,623 % |
6,233 % |
0,908 % |
2,937 % |
8,727 % |
|
14 |
1,453 % |
7,586 % |
6,353 % |
1,010 % |
3,010 % |
8,671 % |
|
15 |
1,520 % |
7,543 % |
6,462 % |
1,113 % |
3,075 % |
8,601 % |
|
16 |
1,591 % |
7,494 % |
6,557 % |
1,214 % |
3,131 % |
8,524 % |
|
17 |
1,664 % |
7,443 % |
6,637 % |
1,314 % |
3,180 % |
8,444 % |
|
18 |
1,738 % |
7,389 % |
6,703 % |
1,410 % |
3,223 % |
8,361 % |
|
19 |
1,811 % |
7,334 % |
6,754 % |
1,503 % |
3,261 % |
8,277 % |
|
20 |
1,883 % |
7,279 % |
6,791 % |
1,592 % |
3,297 % |
8,193 % |
|
21 |
1,952 % |
7,224 % |
6,813 % |
1,677 % |
3,330 % |
8,110 % |
|
22 |
2,020 % |
7,170 % |
6,822 % |
1,758 % |
3,360 % |
8,029 % |
|
23 |
2,085 % |
7,116 % |
6,822 % |
1,836 % |
3,389 % |
7,949 % |
|
24 |
2,148 % |
7,064 % |
6,813 % |
1,910 % |
3,416 % |
7,871 % |
|
25 |
2,209 % |
7,013 % |
6,799 % |
1,981 % |
3,441 % |
7,796 % |
|
26 |
2,266 % |
6,964 % |
6,780 % |
2,048 % |
3,464 % |
7,723 % |
|
27 |
2,322 % |
6,916 % |
6,757 % |
2,112 % |
3,487 % |
7,652 % |
|
28 |
2,375 % |
6,870 % |
6,732 % |
2,173 % |
3,508 % |
7,584 % |
|
29 |
2,426 % |
6,826 % |
6,705 % |
2,232 % |
3,527 % |
7,518 % |
|
30 |
2,475 % |
6,783 % |
6,677 % |
2,287 % |
3,546 % |
7,455 % |
|
31 |
2,522 % |
6,742 % |
6,648 % |
2,340 % |
3,564 % |
7,395 % |
|
32 |
2,566 % |
6,702 % |
6,618 % |
2,391 % |
3,581 % |
7,337 % |
|
33 |
2,609 % |
6,664 % |
6,589 % |
2,439 % |
3,597 % |
7,281 % |
|
34 |
2,650 % |
6,627 % |
6,559 % |
2,485 % |
3,613 % |
7,227 % |
|
35 |
2,689 % |
6,591 % |
6,530 % |
2,529 % |
3,627 % |
7,176 % |
|
36 |
2,726 % |
6,557 % |
6,501 % |
2,571 % |
3,641 % |
7,126 % |
|
37 |
2,762 % |
6,525 % |
6,473 % |
2,611 % |
3,655 % |
7,079 % |
|
38 |
2,797 % |
6,493 % |
6,445 % |
2,649 % |
3,668 % |
7,034 % |
|
39 |
2,830 % |
6,463 % |
6,418 % |
2,686 % |
3,680 % |
6,990 % |
|
40 |
2,861 % |
6,434 % |
6,392 % |
2,721 % |
3,692 % |
6,948 % |
|
41 |
2,891 % |
6,407 % |
6,366 % |
2,755 % |
3,703 % |
6,908 % |
|
42 |
2,921 % |
6,380 % |
6,341 % |
2,787 % |
3,714 % |
6,870 % |
|
43 |
2,948 % |
6,354 % |
6,318 % |
2,818 % |
3,724 % |
6,833 % |
|
44 |
2,975 % |
6,329 % |
6,294 % |
2,848 % |
3,734 % |
6,797 % |
|
45 |
3,001 % |
6,305 % |
6,272 % |
2,877 % |
3,744 % |
6,763 % |
|
46 |
3,026 % |
6,283 % |
6,250 % |
2,904 % |
3,753 % |
6,730 % |
|
47 |
3,050 % |
6,260 % |
6,229 % |
2,930 % |
3,762 % |
6,699 % |
|
48 |
3,073 % |
6,239 % |
6,209 % |
2,956 % |
3,770 % |
6,668 % |
|
49 |
3,095 % |
6,219 % |
6,189 % |
2,980 % |
3,779 % |
6,639 % |
|
50 |
3,116 % |
6,199 % |
6,170 % |
3,004 % |
3,786 % |
6,611 % |
|
51 |
3,137 % |
6,180 % |
6,152 % |
3,027 % |
3,794 % |
6,584 % |
|
52 |
3,157 % |
6,162 % |
6,134 % |
3,049 % |
3,802 % |
6,557 % |
|
53 |
3,176 % |
6,144 % |
6,117 % |
3,070 % |
3,809 % |
6,532 % |
|
54 |
3,194 % |
6,127 % |
6,100 % |
3,090 % |
3,816 % |
6,508 % |
|
55 |
3,212 % |
6,110 % |
6,084 % |
3,110 % |
3,822 % |
6,484 % |
|
56 |
3,229 % |
6,094 % |
6,069 % |
3,129 % |
3,829 % |
6,462 % |
|
57 |
3,246 % |
6,079 % |
6,054 % |
3,148 % |
3,835 % |
6,440 % |
|
58 |
3,262 % |
6,064 % |
6,039 % |
3,165 % |
3,841 % |
6,418 % |
|
59 |
3,278 % |
6,049 % |
6,025 % |
3,183 % |
3,847 % |
6,398 % |
|
60 |
3,293 % |
6,035 % |
6,012 % |
3,199 % |
3,853 % |
6,378 % |
|
61 |
3,308 % |
6,022 % |
5,998 % |
3,215 % |
3,858 % |
6,359 % |
|
62 |
3,322 % |
6,008 % |
5,986 % |
3,231 % |
3,864 % |
6,340 % |
|
63 |
3,336 % |
5,996 % |
5,973 % |
3,246 % |
3,869 % |
6,322 % |
|
64 |
3,349 % |
5,983 % |
5,961 % |
3,261 % |
3,874 % |
6,304 % |
|
65 |
3,362 % |
5,971 % |
5,950 % |
3,275 % |
3,879 % |
6,287 % |
|
66 |
3,374 % |
5,960 % |
5,938 % |
3,289 % |
3,883 % |
6,271 % |
|
67 |
3,387 % |
5,948 % |
5,927 % |
3,303 % |
3,888 % |
6,255 % |
|
68 |
3,398 % |
5,937 % |
5,917 % |
3,316 % |
3,893 % |
6,239 % |
|
69 |
3,410 % |
5,927 % |
5,906 % |
3,328 % |
3,897 % |
6,224 % |
|
70 |
3,421 % |
5,916 % |
5,896 % |
3,341 % |
3,901 % |
6,210 % |
|
71 |
3,432 % |
5,906 % |
5,886 % |
3,353 % |
3,905 % |
6,195 % |
|
72 |
3,443 % |
5,896 % |
5,877 % |
3,364 % |
3,909 % |
6,182 % |
|
73 |
3,453 % |
5,887 % |
5,867 % |
3,376 % |
3,913 % |
6,168 % |
|
74 |
3,463 % |
5,878 % |
5,858 % |
3,387 % |
3,917 % |
6,155 % |
|
75 |
3,473 % |
5,869 % |
5,850 % |
3,398 % |
3,921 % |
6,142 % |
|
76 |
3,482 % |
5,860 % |
5,841 % |
3,408 % |
3,924 % |
6,130 % |
|
77 |
3,492 % |
5,851 % |
5,833 % |
3,418 % |
3,928 % |
6,118 % |
|
78 |
3,501 % |
5,843 % |
5,825 % |
3,428 % |
3,931 % |
6,106 % |
|
79 |
3,509 % |
5,835 % |
5,817 % |
3,438 % |
3,935 % |
6,094 % |
|
80 |
3,518 % |
5,827 % |
5,809 % |
3,448 % |
3,938 % |
6,083 % |
|
81 |
3,526 % |
5,819 % |
5,801 % |
3,457 % |
3,941 % |
6,072 % |
|
82 |
3,534 % |
5,811 % |
5,794 % |
3,466 % |
3,944 % |
6,062 % |
|
83 |
3,542 % |
5,804 % |
5,787 % |
3,475 % |
3,947 % |
6,051 % |
|
84 |
3,550 % |
5,797 % |
5,780 % |
3,483 % |
3,950 % |
6,041 % |
|
85 |
3,558 % |
5,790 % |
5,773 % |
3,492 % |
3,953 % |
6,031 % |
|
86 |
3,565 % |
5,783 % |
5,766 % |
3,500 % |
3,956 % |
6,021 % |
|
87 |
3,573 % |
5,776 % |
5,760 % |
3,508 % |
3,959 % |
6,012 % |
|
88 |
3,580 % |
5,770 % |
5,754 % |
3,516 % |
3,962 % |
6,003 % |
|
89 |
3,587 % |
5,763 % |
5,747 % |
3,523 % |
3,964 % |
5,994 % |
|
90 |
3,593 % |
5,757 % |
5,741 % |
3,531 % |
3,967 % |
5,985 % |
|
91 |
3,600 % |
5,751 % |
5,735 % |
3,538 % |
3,970 % |
5,976 % |
|
92 |
3,607 % |
5,745 % |
5,729 % |
3,545 % |
3,972 % |
5,968 % |
|
93 |
3,613 % |
5,739 % |
5,724 % |
3,552 % |
3,974 % |
5,959 % |
|
94 |
3,619 % |
5,733 % |
5,718 % |
3,559 % |
3,977 % |
5,951 % |
|
95 |
3,625 % |
5,728 % |
5,713 % |
3,566 % |
3,979 % |
5,943 % |
|
96 |
3,631 % |
5,722 % |
5,707 % |
3,572 % |
3,981 % |
5,936 % |
|
97 |
3,637 % |
5,717 % |
5,702 % |
3,579 % |
3,984 % |
5,928 % |
|
98 |
3,643 % |
5,711 % |
5,697 % |
3,585 % |
3,986 % |
5,920 % |
|
99 |
3,648 % |
5,706 % |
5,692 % |
3,591 % |
3,988 % |
5,913 % |
|
100 |
3,654 % |
5,701 % |
5,687 % |
3,597 % |
3,990 % |
5,906 % |
|
101 |
3,659 % |
5,696 % |
5,682 % |
3,603 % |
3,992 % |
5,899 % |
|
102 |
3,665 % |
5,691 % |
5,677 % |
3,609 % |
3,994 % |
5,892 % |
|
103 |
3,670 % |
5,687 % |
5,673 % |
3,615 % |
3,996 % |
5,885 % |
|
104 |
3,675 % |
5,682 % |
5,668 % |
3,621 % |
3,998 % |
5,879 % |
|
105 |
3,680 % |
5,677 % |
5,664 % |
3,626 % |
4,000 % |
5,872 % |
|
106 |
3,685 % |
5,673 % |
5,659 % |
3,631 % |
4,002 % |
5,866 % |
|
107 |
3,690 % |
5,668 % |
5,655 % |
3,637 % |
4,004 % |
5,860 % |
|
108 |
3,694 % |
5,664 % |
5,651 % |
3,642 % |
4,006 % |
5,854 % |
|
109 |
3,699 % |
5,660 % |
5,647 % |
3,647 % |
4,007 % |
5,848 % |
|
110 |
3,703 % |
5,656 % |
5,643 % |
3,652 % |
4,009 % |
5,842 % |
|
111 |
3,708 % |
5,651 % |
5,639 % |
3,657 % |
4,011 % |
5,836 % |
|
112 |
3,712 % |
5,647 % |
5,635 % |
3,662 % |
4,013 % |
5,830 % |
|
113 |
3,717 % |
5,643 % |
5,631 % |
3,667 % |
4,014 % |
5,825 % |
|
114 |
3,721 % |
5,640 % |
5,627 % |
3,671 % |
4,016 % |
5,819 % |
|
115 |
3,725 % |
5,636 % |
5,623 % |
3,676 % |
4,017 % |
5,814 % |
|
116 |
3,729 % |
5,632 % |
5,620 % |
3,680 % |
4,019 % |
5,808 % |
|
117 |
3,733 % |
5,628 % |
5,616 % |
3,685 % |
4,021 % |
5,803 % |
|
118 |
3,737 % |
5,625 % |
5,613 % |
3,689 % |
4,022 % |
5,798 % |
|
119 |
3,741 % |
5,621 % |
5,609 % |
3,693 % |
4,024 % |
5,793 % |
|
120 |
3,745 % |
5,617 % |
5,606 % |
3,698 % |
4,025 % |
5,788 % |
|
121 |
3,748 % |
5,614 % |
5,602 % |
3,702 % |
4,027 % |
5,783 % |
|
122 |
3,752 % |
5,611 % |
5,599 % |
3,706 % |
4,028 % |
5,778 % |
|
123 |
3,756 % |
5,607 % |
5,596 % |
3,710 % |
4,029 % |
5,774 % |
|
124 |
3,759 % |
5,604 % |
5,593 % |
3,714 % |
4,031 % |
5,769 % |
|
125 |
3,763 % |
5,601 % |
5,589 % |
3,718 % |
4,032 % |
5,764 % |
|
126 |
3,766 % |
5,598 % |
5,586 % |
3,722 % |
4,033 % |
5,760 % |
|
127 |
3,770 % |
5,594 % |
5,583 % |
3,725 % |
4,035 % |
5,756 % |
|
128 |
3,773 % |
5,591 % |
5,580 % |
3,729 % |
4,036 % |
5,751 % |
|
129 |
3,776 % |
5,588 % |
5,577 % |
3,733 % |
4,037 % |
5,747 % |
|
130 |
3,780 % |
5,585 % |
5,574 % |
3,736 % |
4,039 % |
5,743 % |
|
131 |
3,783 % |
5,582 % |
5,572 % |
3,740 % |
4,040 % |
5,739 % |
|
132 |
3,786 % |
5,579 % |
5,569 % |
3,743 % |
4,041 % |
5,734 % |
|
133 |
3,789 % |
5,577 % |
5,566 % |
3,747 % |
4,042 % |
5,730 % |
|
134 |
3,792 % |
5,574 % |
5,563 % |
3,750 % |
4,043 % |
5,726 % |
|
135 |
3,795 % |
5,571 % |
5,561 % |
3,753 % |
4,044 % |
5,723 % |
|
136 |
3,798 % |
5,568 % |
5,558 % |
3,757 % |
4,046 % |
5,719 % |
|
137 |
3,801 % |
5,566 % |
5,555 % |
3,760 % |
4,047 % |
5,715 % |
|
138 |
3,804 % |
5,563 % |
5,553 % |
3,763 % |
4,048 % |
5,711 % |
|
139 |
3,807 % |
5,560 % |
5,550 % |
3,766 % |
4,049 % |
5,707 % |
|
140 |
3,810 % |
5,558 % |
5,548 % |
3,769 % |
4,050 % |
5,704 % |
|
141 |
3,812 % |
5,555 % |
5,545 % |
3,772 % |
4,051 % |
5,700 % |
|
142 |
3,815 % |
5,553 % |
5,543 % |
3,775 % |
4,052 % |
5,697 % |
|
143 |
3,818 % |
5,550 % |
5,540 % |
3,778 % |
4,053 % |
5,693 % |
|
144 |
3,820 % |
5,548 % |
5,538 % |
3,781 % |
4,054 % |
5,690 % |
|
145 |
3,823 % |
5,545 % |
5,536 % |
3,784 % |
4,055 % |
5,686 % |
|
146 |
3,826 % |
5,543 % |
5,533 % |
3,787 % |
4,056 % |
5,683 % |
|
147 |
3,828 % |
5,541 % |
5,531 % |
3,790 % |
4,057 % |
5,680 % |
|
148 |
3,831 % |
5,538 % |
5,529 % |
3,793 % |
4,058 % |
5,677 % |
|
149 |
3,833 % |
5,536 % |
5,527 % |
3,795 % |
4,059 % |
5,673 % |
|
150 |
3,836 % |
5,534 % |
5,524 % |
3,798 % |
4,060 % |
5,670 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
13,359 % |
1,974 % |
3,379 % |
10,945 % |
0,962 % |
1,117 % |
|
2 |
13,375 % |
1,969 % |
3,356 % |
10,340 % |
1,124 % |
1,074 % |
|
3 |
13,473 % |
2,052 % |
3,377 % |
10,009 % |
1,269 % |
1,072 % |
|
4 |
13,588 % |
2,178 % |
3,410 % |
9,809 % |
1,405 % |
1,092 % |
|
5 |
13,829 % |
2,297 % |
3,453 % |
9,665 % |
1,519 % |
1,120 % |
|
6 |
14,084 % |
2,352 % |
3,526 % |
9,527 % |
1,639 % |
1,145 % |
|
7 |
14,290 % |
2,367 % |
3,599 % |
9,432 % |
1,755 % |
1,170 % |
|
8 |
14,301 % |
2,444 % |
3,673 % |
9,311 % |
1,836 % |
1,195 % |
|
9 |
14,313 % |
2,498 % |
3,749 % |
9,283 % |
1,914 % |
1,222 % |
|
10 |
14,306 % |
2,618 % |
3,826 % |
9,258 % |
1,987 % |
1,248 % |
|
11 |
14,248 % |
2,736 % |
3,878 % |
9,204 % |
2,049 % |
1,273 % |
|
12 |
14,148 % |
2,837 % |
3,920 % |
9,125 % |
2,099 % |
1,293 % |
|
13 |
14,014 % |
2,923 % |
3,965 % |
9,031 % |
2,135 % |
1,307 % |
|
14 |
13,855 % |
2,998 % |
4,015 % |
8,924 % |
2,160 % |
1,313 % |
|
15 |
13,678 % |
3,064 % |
4,071 % |
8,811 % |
2,173 % |
1,314 % |
|
16 |
13,487 % |
3,123 % |
4,131 % |
8,692 % |
2,177 % |
1,309 % |
|
17 |
13,286 % |
3,175 % |
4,192 % |
8,571 % |
2,177 % |
1,306 % |
|
18 |
13,079 % |
3,223 % |
4,250 % |
8,450 % |
2,179 % |
1,309 % |
|
19 |
12,868 % |
3,266 % |
4,302 % |
8,329 % |
2,185 % |
1,322 % |
|
20 |
12,657 % |
3,305 % |
4,347 % |
8,209 % |
2,200 % |
1,347 % |
|
21 |
12,446 % |
3,341 % |
4,384 % |
8,092 % |
2,222 % |
1,384 % |
|
22 |
12,238 % |
3,374 % |
4,413 % |
7,977 % |
2,252 % |
1,430 % |
|
23 |
12,034 % |
3,404 % |
4,436 % |
7,865 % |
2,286 % |
1,483 % |
|
24 |
11,834 % |
3,433 % |
4,454 % |
7,757 % |
2,323 % |
1,540 % |
|
25 |
11,639 % |
3,459 % |
4,467 % |
7,653 % |
2,362 % |
1,600 % |
|
26 |
11,450 % |
3,484 % |
4,477 % |
7,552 % |
2,403 % |
1,661 % |
|
27 |
11,268 % |
3,507 % |
4,485 % |
7,455 % |
2,444 % |
1,722 % |
|
28 |
11,092 % |
3,528 % |
4,490 % |
7,362 % |
2,485 % |
1,783 % |
|
29 |
10,923 % |
3,549 % |
4,493 % |
7,273 % |
2,526 % |
1,842 % |
|
30 |
10,760 % |
3,568 % |
4,495 % |
7,187 % |
2,566 % |
1,901 % |
|
31 |
10,604 % |
3,586 % |
4,495 % |
7,104 % |
2,605 % |
1,958 % |
|
32 |
10,454 % |
3,603 % |
4,494 % |
7,026 % |
2,643 % |
2,014 % |
|
33 |
10,310 % |
3,619 % |
4,493 % |
6,950 % |
2,681 % |
2,068 % |
|
34 |
10,173 % |
3,634 % |
4,490 % |
6,878 % |
2,717 % |
2,120 % |
|
35 |
10,041 % |
3,649 % |
4,488 % |
6,809 % |
2,752 % |
2,171 % |
|
36 |
9,915 % |
3,663 % |
4,484 % |
6,742 % |
2,786 % |
2,220 % |
|
37 |
9,795 % |
3,676 % |
4,481 % |
6,679 % |
2,819 % |
2,267 % |
|
38 |
9,680 % |
3,688 % |
4,477 % |
6,618 % |
2,850 % |
2,312 % |
|
39 |
9,569 % |
3,700 % |
4,473 % |
6,560 % |
2,881 % |
2,355 % |
|
40 |
9,464 % |
3,712 % |
4,469 % |
6,504 % |
2,910 % |
2,397 % |
|
41 |
9,362 % |
3,723 % |
4,465 % |
6,450 % |
2,939 % |
2,438 % |
|
42 |
9,266 % |
3,733 % |
4,461 % |
6,399 % |
2,966 % |
2,477 % |
|
43 |
9,173 % |
3,743 % |
4,456 % |
6,350 % |
2,993 % |
2,514 % |
|
44 |
9,084 % |
3,753 % |
4,452 % |
6,302 % |
3,018 % |
2,550 % |
|
45 |
8,998 % |
3,762 % |
4,448 % |
6,257 % |
3,043 % |
2,585 % |
|
46 |
8,916 % |
3,771 % |
4,444 % |
6,213 % |
3,066 % |
2,618 % |
|
47 |
8,838 % |
3,780 % |
4,440 % |
6,171 % |
3,089 % |
2,650 % |
|
48 |
8,762 % |
3,788 % |
4,436 % |
6,131 % |
3,111 % |
2,681 % |
|
49 |
8,689 % |
3,796 % |
4,432 % |
6,092 % |
3,132 % |
2,711 % |
|
50 |
8,619 % |
3,804 % |
4,428 % |
6,055 % |
3,153 % |
2,740 % |
|
51 |
8,552 % |
3,811 % |
4,424 % |
6,019 % |
3,173 % |
2,767 % |
|
52 |
8,487 % |
3,818 % |
4,420 % |
5,984 % |
3,192 % |
2,794 % |
|
53 |
8,425 % |
3,825 % |
4,416 % |
5,951 % |
3,210 % |
2,820 % |
|
54 |
8,365 % |
3,832 % |
4,413 % |
5,918 % |
3,228 % |
2,845 % |
|
55 |
8,307 % |
3,838 % |
4,409 % |
5,887 % |
3,245 % |
2,869 % |
|
56 |
8,251 % |
3,844 % |
4,406 % |
5,857 % |
3,262 % |
2,892 % |
|
57 |
8,197 % |
3,850 % |
4,402 % |
5,828 % |
3,278 % |
2,915 % |
|
58 |
8,145 % |
3,856 % |
4,399 % |
5,800 % |
3,294 % |
2,937 % |
|
59 |
8,095 % |
3,862 % |
4,396 % |
5,773 % |
3,309 % |
2,958 % |
|
60 |
8,046 % |
3,867 % |
4,393 % |
5,747 % |
3,323 % |
2,978 % |
|
61 |
7,999 % |
3,872 % |
4,390 % |
5,722 % |
3,338 % |
2,998 % |
|
62 |
7,953 % |
3,878 % |
4,387 % |
5,697 % |
3,351 % |
3,017 % |
|
63 |
7,909 % |
3,883 % |
4,384 % |
5,673 % |
3,365 % |
3,036 % |
|
64 |
7,866 % |
3,887 % |
4,381 % |
5,650 % |
3,377 % |
3,054 % |
|
65 |
7,825 % |
3,892 % |
4,379 % |
5,628 % |
3,390 % |
3,071 % |
|
66 |
7,785 % |
3,897 % |
4,376 % |
5,606 % |
3,402 % |
3,088 % |
|
67 |
7,746 % |
3,901 % |
4,373 % |
5,585 % |
3,414 % |
3,104 % |
|
68 |
7,708 % |
3,905 % |
4,371 % |
5,565 % |
3,425 % |
3,120 % |
|
69 |
7,671 % |
3,910 % |
4,369 % |
5,545 % |
3,436 % |
3,136 % |
|
70 |
7,636 % |
3,914 % |
4,366 % |
5,525 % |
3,447 % |
3,151 % |
|
71 |
7,601 % |
3,918 % |
4,364 % |
5,507 % |
3,458 % |
3,166 % |
|
72 |
7,567 % |
3,921 % |
4,362 % |
5,488 % |
3,468 % |
3,180 % |
|
73 |
7,534 % |
3,925 % |
4,359 % |
5,471 % |
3,478 % |
3,194 % |
|
74 |
7,503 % |
3,929 % |
4,357 % |
5,453 % |
3,488 % |
3,207 % |
|
75 |
7,472 % |
3,932 % |
4,355 % |
5,437 % |
3,497 % |
3,220 % |
|
76 |
7,441 % |
3,936 % |
4,353 % |
5,420 % |
3,506 % |
3,233 % |
|
77 |
7,412 % |
3,939 % |
4,351 % |
5,404 % |
3,515 % |
3,246 % |
|
78 |
7,383 % |
3,942 % |
4,349 % |
5,389 % |
3,524 % |
3,258 % |
|
79 |
7,355 % |
3,946 % |
4,347 % |
5,374 % |
3,533 % |
3,270 % |
|
80 |
7,328 % |
3,949 % |
4,346 % |
5,359 % |
3,541 % |
3,281 % |
|
81 |
7,302 % |
3,952 % |
4,344 % |
5,345 % |
3,549 % |
3,293 % |
|
82 |
7,276 % |
3,955 % |
4,342 % |
5,331 % |
3,557 % |
3,304 % |
|
83 |
7,251 % |
3,958 % |
4,340 % |
5,317 % |
3,565 % |
3,314 % |
|
84 |
7,226 % |
3,961 % |
4,339 % |
5,304 % |
3,572 % |
3,325 % |
|
85 |
7,202 % |
3,963 % |
4,337 % |
5,291 % |
3,579 % |
3,335 % |
|
86 |
7,178 % |
3,966 % |
4,336 % |
5,278 % |
3,587 % |
3,345 % |
|
87 |
7,155 % |
3,969 % |
4,334 % |
5,265 % |
3,594 % |
3,355 % |
|
88 |
7,133 % |
3,971 % |
4,332 % |
5,253 % |
3,601 % |
3,364 % |
|
89 |
7,111 % |
3,974 % |
4,331 % |
5,241 % |
3,607 % |
3,374 % |
|
90 |
7,090 % |
3,976 % |
4,330 % |
5,230 % |
3,614 % |
3,383 % |
|
91 |
7,069 % |
3,979 % |
4,328 % |
5,218 % |
3,620 % |
3,392 % |
|
92 |
7,048 % |
3,981 % |
4,327 % |
5,207 % |
3,627 % |
3,401 % |
|
93 |
7,028 % |
3,984 % |
4,325 % |
5,196 % |
3,633 % |
3,409 % |
|
94 |
7,009 % |
3,986 % |
4,324 % |
5,186 % |
3,639 % |
3,418 % |
|
95 |
6,989 % |
3,988 % |
4,323 % |
5,175 % |
3,645 % |
3,426 % |
|
96 |
6,971 % |
3,990 % |
4,321 % |
5,165 % |
3,650 % |
3,434 % |
|
97 |
6,952 % |
3,993 % |
4,320 % |
5,155 % |
3,656 % |
3,442 % |
|
98 |
6,934 % |
3,995 % |
4,319 % |
5,145 % |
3,662 % |
3,449 % |
|
99 |
6,917 % |
3,997 % |
4,318 % |
5,136 % |
3,667 % |
3,457 % |
|
100 |
6,899 % |
3,999 % |
4,317 % |
5,126 % |
3,672 % |
3,464 % |
|
101 |
6,882 % |
4,001 % |
4,315 % |
5,117 % |
3,677 % |
3,472 % |
|
102 |
6,866 % |
4,003 % |
4,314 % |
5,108 % |
3,683 % |
3,479 % |
|
103 |
6,849 % |
4,005 % |
4,313 % |
5,099 % |
3,688 % |
3,486 % |
|
104 |
6,833 % |
4,006 % |
4,312 % |
5,090 % |
3,693 % |
3,493 % |
|
105 |
6,818 % |
4,008 % |
4,311 % |
5,082 % |
3,697 % |
3,499 % |
|
106 |
6,802 % |
4,010 % |
4,310 % |
5,074 % |
3,702 % |
3,506 % |
|
107 |
6,787 % |
4,012 % |
4,309 % |
5,065 % |
3,707 % |
3,512 % |
|
108 |
6,772 % |
4,014 % |
4,308 % |
5,057 % |
3,711 % |
3,519 % |
|
109 |
6,758 % |
4,015 % |
4,307 % |
5,049 % |
3,716 % |
3,525 % |
|
110 |
6,744 % |
4,017 % |
4,306 % |
5,042 % |
3,720 % |
3,531 % |
|
111 |
6,730 % |
4,019 % |
4,305 % |
5,034 % |
3,724 % |
3,537 % |
|
112 |
6,716 % |
4,020 % |
4,304 % |
5,027 % |
3,729 % |
3,543 % |
|
113 |
6,702 % |
4,022 % |
4,303 % |
5,019 % |
3,733 % |
3,549 % |
|
114 |
6,689 % |
4,023 % |
4,302 % |
5,012 % |
3,737 % |
3,554 % |
|
115 |
6,676 % |
4,025 % |
4,301 % |
5,005 % |
3,741 % |
3,560 % |
|
116 |
6,663 % |
4,026 % |
4,301 % |
4,998 % |
3,745 % |
3,565 % |
|
117 |
6,651 % |
4,028 % |
4,300 % |
4,991 % |
3,749 % |
3,571 % |
|
118 |
6,638 % |
4,029 % |
4,299 % |
4,984 % |
3,753 % |
3,576 % |
|
119 |
6,626 % |
4,031 % |
4,298 % |
4,978 % |
3,756 % |
3,581 % |
|
120 |
6,614 % |
4,032 % |
4,297 % |
4,971 % |
3,760 % |
3,587 % |
|
121 |
6,602 % |
4,034 % |
4,296 % |
4,965 % |
3,764 % |
3,592 % |
|
122 |
6,591 % |
4,035 % |
4,296 % |
4,959 % |
3,767 % |
3,597 % |
|
123 |
6,579 % |
4,036 % |
4,295 % |
4,952 % |
3,771 % |
3,601 % |
|
124 |
6,568 % |
4,038 % |
4,294 % |
4,946 % |
3,774 % |
3,606 % |
|
125 |
6,557 % |
4,039 % |
4,293 % |
4,940 % |
3,778 % |
3,611 % |
|
126 |
6,546 % |
4,040 % |
4,293 % |
4,934 % |
3,781 % |
3,616 % |
|
127 |
6,536 % |
4,041 % |
4,292 % |
4,929 % |
3,784 % |
3,620 % |
|
128 |
6,525 % |
4,043 % |
4,291 % |
4,923 % |
3,787 % |
3,625 % |
|
129 |
6,515 % |
4,044 % |
4,290 % |
4,917 % |
3,791 % |
3,629 % |
|
130 |
6,505 % |
4,045 % |
4,290 % |
4,912 % |
3,794 % |
3,634 % |
|
131 |
6,495 % |
4,046 % |
4,289 % |
4,906 % |
3,797 % |
3,638 % |
|
132 |
6,485 % |
4,047 % |
4,288 % |
4,901 % |
3,800 % |
3,642 % |
|
133 |
6,475 % |
4,049 % |
4,288 % |
4,896 % |
3,803 % |
3,646 % |
|
134 |
6,465 % |
4,050 % |
4,287 % |
4,890 % |
3,806 % |
3,650 % |
|
135 |
6,456 % |
4,051 % |
4,286 % |
4,885 % |
3,809 % |
3,655 % |
|
136 |
6,447 % |
4,052 % |
4,286 % |
4,880 % |
3,812 % |
3,659 % |
|
137 |
6,438 % |
4,053 % |
4,285 % |
4,875 % |
3,815 % |
3,662 % |
|
138 |
6,429 % |
4,054 % |
4,284 % |
4,870 % |
3,817 % |
3,666 % |
|
139 |
6,420 % |
4,055 % |
4,284 % |
4,866 % |
3,820 % |
3,670 % |
|
140 |
6,411 % |
4,056 % |
4,283 % |
4,861 % |
3,823 % |
3,674 % |
|
141 |
6,402 % |
4,057 % |
4,283 % |
4,856 % |
3,825 % |
3,678 % |
|
142 |
6,394 % |
4,058 % |
4,282 % |
4,851 % |
3,828 % |
3,681 % |
|
143 |
6,385 % |
4,059 % |
4,282 % |
4,847 % |
3,831 % |
3,685 % |
|
144 |
6,377 % |
4,060 % |
4,281 % |
4,842 % |
3,833 % |
3,689 % |
|
145 |
6,369 % |
4,061 % |
4,280 % |
4,838 % |
3,836 % |
3,692 % |
|
146 |
6,361 % |
4,062 % |
4,280 % |
4,834 % |
3,838 % |
3,696 % |
|
147 |
6,353 % |
4,063 % |
4,279 % |
4,829 % |
3,841 % |
3,699 % |
|
148 |
6,345 % |
4,064 % |
4,279 % |
4,825 % |
3,843 % |
3,702 % |
|
149 |
6,337 % |
4,065 % |
4,278 % |
4,821 % |
3,846 % |
3,706 % |
|
150 |
6,330 % |
4,066 % |
4,278 % |
4,817 % |
3,848 % |
3,709 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
10,950 % |
0,641 % |
– 0,146 % |
|
2 |
10,723 % |
0,743 % |
– 0,215 % |
|
3 |
10,666 % |
0,851 % |
– 0,227 % |
|
4 |
10,646 % |
0,965 % |
– 0,209 % |
|
5 |
10,640 % |
1,080 % |
– 0,174 % |
|
6 |
10,600 % |
1,196 % |
– 0,131 % |
|
7 |
10,541 % |
1,306 % |
– 0,088 % |
|
8 |
10,477 % |
1,404 % |
– 0,044 % |
|
9 |
10,406 % |
1,489 % |
0,000 % |
|
10 |
10,320 % |
1,569 % |
0,044 % |
|
11 |
10,217 % |
1,637 % |
0,087 % |
|
12 |
10,102 % |
1,705 % |
0,130 % |
|
13 |
9,979 % |
1,765 % |
0,172 % |
|
14 |
9,851 % |
1,812 % |
0,213 % |
|
15 |
9,720 % |
1,851 % |
0,251 % |
|
16 |
9,589 % |
1,887 % |
0,288 % |
|
17 |
9,459 % |
1,920 % |
0,320 % |
|
18 |
9,331 % |
1,951 % |
0,351 % |
|
19 |
9,205 % |
1,977 % |
0,378 % |
|
20 |
9,083 % |
2,000 % |
0,403 % |
|
21 |
8,964 % |
2,019 % |
0,426 % |
|
22 |
8,849 % |
2,035 % |
0,445 % |
|
23 |
8,738 % |
2,049 % |
0,460 % |
|
24 |
8,631 % |
2,061 % |
0,471 % |
|
25 |
8,528 % |
2,073 % |
0,478 % |
|
26 |
8,429 % |
2,085 % |
0,480 % |
|
27 |
8,334 % |
2,095 % |
0,481 % |
|
28 |
8,243 % |
2,105 % |
0,485 % |
|
29 |
8,156 % |
2,112 % |
0,494 % |
|
30 |
8,073 % |
2,116 % |
0,510 % |
|
31 |
7,993 % |
2,118 % |
0,534 % |
|
32 |
7,917 % |
2,119 % |
0,565 % |
|
33 |
7,844 % |
2,119 % |
0,601 % |
|
34 |
7,774 % |
2,120 % |
0,640 % |
|
35 |
7,707 % |
2,121 % |
0,682 % |
|
36 |
7,643 % |
2,124 % |
0,725 % |
|
37 |
7,582 % |
2,127 % |
0,769 % |
|
38 |
7,524 % |
2,128 % |
0,814 % |
|
39 |
7,467 % |
2,128 % |
0,858 % |
|
40 |
7,414 % |
2,124 % |
0,903 % |
|
41 |
7,362 % |
2,118 % |
0,947 % |
|
42 |
7,313 % |
2,109 % |
0,990 % |
|
43 |
7,266 % |
2,100 % |
1,032 % |
|
44 |
7,220 % |
2,092 % |
1,074 % |
|
45 |
7,177 % |
2,085 % |
1,114 % |
|
46 |
7,135 % |
2,080 % |
1,154 % |
|
47 |
7,094 % |
2,078 % |
1,193 % |
|
48 |
7,056 % |
2,079 % |
1,230 % |
|
49 |
7,018 % |
2,084 % |
1,266 % |
|
50 |
6,982 % |
2,092 % |
1,302 % |
|
51 |
6,948 % |
2,104 % |
1,336 % |
|
52 |
6,915 % |
2,119 % |
1,370 % |
|
53 |
6,883 % |
2,137 % |
1,402 % |
|
54 |
6,852 % |
2,156 % |
1,433 % |
|
55 |
6,822 % |
2,177 % |
1,464 % |
|
56 |
6,793 % |
2,200 % |
1,493 % |
|
57 |
6,765 % |
2,223 % |
1,522 % |
|
58 |
6,738 % |
2,246 % |
1,550 % |
|
59 |
6,712 % |
2,270 % |
1,577 % |
|
60 |
6,687 % |
2,295 % |
1,603 % |
|
61 |
6,663 % |
2,319 % |
1,629 % |
|
62 |
6,639 % |
2,344 % |
1,653 % |
|
63 |
6,616 % |
2,368 % |
1,677 % |
|
64 |
6,594 % |
2,392 % |
1,700 % |
|
65 |
6,572 % |
2,416 % |
1,723 % |
|
66 |
6,552 % |
2,439 % |
1,745 % |
|
67 |
6,531 % |
2,463 % |
1,766 % |
|
68 |
6,512 % |
2,486 % |
1,787 % |
|
69 |
6,493 % |
2,508 % |
1,807 % |
|
70 |
6,474 % |
2,530 % |
1,827 % |
|
71 |
6,456 % |
2,552 % |
1,846 % |
|
72 |
6,439 % |
2,573 % |
1,864 % |
|
73 |
6,422 % |
2,594 % |
1,882 % |
|
74 |
6,405 % |
2,615 % |
1,900 % |
|
75 |
6,389 % |
2,635 % |
1,917 % |
|
76 |
6,373 % |
2,654 % |
1,934 % |
|
77 |
6,358 % |
2,673 % |
1,950 % |
|
78 |
6,343 % |
2,692 % |
1,966 % |
|
79 |
6,328 % |
2,711 % |
1,982 % |
|
80 |
6,314 % |
2,729 % |
1,997 % |
|
81 |
6,300 % |
2,746 % |
2,011 % |
|
82 |
6,287 % |
2,764 % |
2,026 % |
|
83 |
6,274 % |
2,780 % |
2,040 % |
|
84 |
6,261 % |
2,797 % |
2,054 % |
|
85 |
6,248 % |
2,813 % |
2,067 % |
|
86 |
6,236 % |
2,829 % |
2,080 % |
|
87 |
6,224 % |
2,844 % |
2,093 % |
|
88 |
6,212 % |
2,860 % |
2,105 % |
|
89 |
6,201 % |
2,874 % |
2,118 % |
|
90 |
6,190 % |
2,889 % |
2,130 % |
|
91 |
6,179 % |
2,903 % |
2,141 % |
|
92 |
6,168 % |
2,917 % |
2,153 % |
|
93 |
6,158 % |
2,931 % |
2,164 % |
|
94 |
6,148 % |
2,944 % |
2,175 % |
|
95 |
6,138 % |
2,957 % |
2,186 % |
|
96 |
6,128 % |
2,970 % |
2,196 % |
|
97 |
6,118 % |
2,982 % |
2,206 % |
|
98 |
6,109 % |
2,995 % |
2,216 % |
|
99 |
6,100 % |
3,007 % |
2,226 % |
|
100 |
6,090 % |
3,019 % |
2,236 % |
|
101 |
6,082 % |
3,030 % |
2,246 % |
|
102 |
6,073 % |
3,042 % |
2,255 % |
|
103 |
6,064 % |
3,053 % |
2,264 % |
|
104 |
6,056 % |
3,064 % |
2,273 % |
|
105 |
6,048 % |
3,075 % |
2,282 % |
|
106 |
6,040 % |
3,085 % |
2,290 % |
|
107 |
6,032 % |
3,095 % |
2,299 % |
|
108 |
6,024 % |
3,106 % |
2,307 % |
|
109 |
6,017 % |
3,116 % |
2,315 % |
|
110 |
6,009 % |
3,125 % |
2,323 % |
|
111 |
6,002 % |
3,135 % |
2,331 % |
|
112 |
5,995 % |
3,144 % |
2,339 % |
|
113 |
5,988 % |
3,154 % |
2,346 % |
|
114 |
5,981 % |
3,163 % |
2,354 % |
|
115 |
5,974 % |
3,172 % |
2,361 % |
|
116 |
5,967 % |
3,181 % |
2,368 % |
|
117 |
5,961 % |
3,189 % |
2,376 % |
|
118 |
5,954 % |
3,198 % |
2,382 % |
|
119 |
5,948 % |
3,206 % |
2,389 % |
|
120 |
5,942 % |
3,214 % |
2,396 % |
|
121 |
5,935 % |
3,223 % |
2,403 % |
|
122 |
5,929 % |
3,231 % |
2,409 % |
|
123 |
5,923 % |
3,238 % |
2,416 % |
|
124 |
5,918 % |
3,246 % |
2,422 % |
|
125 |
5,912 % |
3,254 % |
2,428 % |
|
126 |
5,906 % |
3,261 % |
2,434 % |
|
127 |
5,901 % |
3,269 % |
2,440 % |
|
128 |
5,895 % |
3,276 % |
2,446 % |
|
129 |
5,890 % |
3,283 % |
2,452 % |
|
130 |
5,884 % |
3,290 % |
2,458 % |
|
131 |
5,879 % |
3,297 % |
2,463 % |
|
132 |
5,874 % |
3,304 % |
2,469 % |
|
133 |
5,869 % |
3,310 % |
2,474 % |
|
134 |
5,864 % |
3,317 % |
2,480 % |
|
135 |
5,859 % |
3,323 % |
2,485 % |
|
136 |
5,854 % |
3,330 % |
2,490 % |
|
137 |
5,849 % |
3,336 % |
2,495 % |
|
138 |
5,845 % |
3,342 % |
2,501 % |
|
139 |
5,840 % |
3,349 % |
2,506 % |
|
140 |
5,835 % |
3,355 % |
2,511 % |
|
141 |
5,831 % |
3,361 % |
2,515 % |
|
142 |
5,826 % |
3,367 % |
2,520 % |
|
143 |
5,822 % |
3,372 % |
2,525 % |
|
144 |
5,818 % |
3,378 % |
2,530 % |
|
145 |
5,813 % |
3,384 % |
2,534 % |
|
146 |
5,809 % |
3,389 % |
2,539 % |
|
147 |
5,805 % |
3,395 % |
2,543 % |
|
148 |
5,801 % |
3,400 % |
2,548 % |
|
149 |
5,797 % |
3,406 % |
2,552 % |
|
150 |
5,793 % |
3,411 % |
2,556 % |
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 |
35 |
5 |
2 |
437 |
2 |
|
2 |
0 |
0 |
43 |
5 |
2 |
261 |
1 |
|
3 |
0 |
2 |
49 |
5 |
4 |
225 |
1 |
|
4 |
0 |
4 |
52 |
5 |
5 |
197 |
1 |
|
5 |
1 |
5 |
56 |
5 |
7 |
178 |
0 |
|
6 |
2 |
6 |
59 |
5 |
9 |
175 |
0 |
|
7 |
3 |
7 |
62 |
6 |
11 |
171 |
0 |
|
8 |
4 |
8 |
64 |
5 |
13 |
177 |
0 |
|
9 |
4 |
9 |
65 |
5 |
15 |
179 |
0 |
|
10 |
4 |
9 |
68 |
6 |
16 |
181 |
1 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
437 |
4 |
19 |
|
2 |
0 |
0 |
0 |
0 |
261 |
4 |
26 |
|
3 |
2 |
0 |
0 |
0 |
229 |
4 |
29 |
|
4 |
4 |
0 |
0 |
0 |
197 |
4 |
30 |
|
5 |
5 |
0 |
0 |
0 |
178 |
4 |
31 |
|
6 |
6 |
0 |
0 |
0 |
175 |
4 |
33 |
|
7 |
7 |
0 |
0 |
0 |
171 |
4 |
33 |
|
8 |
8 |
1 |
2 |
0 |
177 |
2 |
34 |
|
9 |
9 |
1 |
3 |
0 |
179 |
0 |
34 |
|
10 |
9 |
1 |
3 |
0 |
181 |
4 |
35 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Portugal |
|
1 |
6 |
6 |
6 |
0 |
19 |
0 |
28 |
|
2 |
14 |
13 |
13 |
0 |
26 |
0 |
46 |
|
3 |
18 |
16 |
16 |
0 |
29 |
0 |
51 |
|
4 |
20 |
18 |
18 |
0 |
30 |
0 |
51 |
|
5 |
22 |
20 |
20 |
0 |
31 |
0 |
54 |
|
6 |
23 |
22 |
22 |
0 |
33 |
0 |
56 |
|
7 |
24 |
23 |
23 |
0 |
33 |
0 |
56 |
|
8 |
26 |
24 |
24 |
2 |
34 |
0 |
55 |
|
9 |
27 |
25 |
25 |
3 |
34 |
1 |
52 |
|
10 |
28 |
26 |
26 |
3 |
35 |
1 |
50 |
|
Duration (in years) |
Rumania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
Liechtenstein |
|
1 |
10 |
14 |
21 |
6 |
0 |
0 |
0 |
|
2 |
19 |
18 |
25 |
13 |
0 |
0 |
0 |
|
3 |
22 |
21 |
30 |
16 |
0 |
0 |
0 |
|
4 |
23 |
23 |
34 |
18 |
0 |
0 |
0 |
|
5 |
24 |
24 |
38 |
20 |
0 |
0 |
0 |
|
6 |
26 |
26 |
42 |
22 |
0 |
0 |
0 |
|
7 |
28 |
27 |
43 |
23 |
0 |
0 |
0 |
|
8 |
30 |
28 |
44 |
24 |
0 |
0 |
0 |
|
9 |
31 |
28 |
45 |
25 |
0 |
0 |
0 |
|
10 |
28 |
28 |
44 |
26 |
0 |
0 |
0 |
|
Duration (in years) |
Norway |
Australia |
Brazil |
Canada |
Chile |
China |
Colombia |
|
1 |
0 |
0 |
12 |
0 |
17 |
0 |
9 |
|
2 |
0 |
0 |
12 |
0 |
19 |
0 |
17 |
|
3 |
0 |
0 |
12 |
0 |
18 |
1 |
29 |
|
4 |
0 |
0 |
12 |
0 |
17 |
2 |
38 |
|
5 |
0 |
0 |
12 |
0 |
16 |
3 |
40 |
|
6 |
0 |
0 |
12 |
0 |
15 |
3 |
44 |
|
7 |
0 |
0 |
12 |
0 |
14 |
4 |
46 |
|
8 |
0 |
0 |
12 |
0 |
15 |
8 |
44 |
|
9 |
0 |
0 |
12 |
0 |
16 |
6 |
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 |
1 |
|
5 |
0 |
9 |
0 |
0 |
10 |
0 |
3 |
|
6 |
0 |
9 |
0 |
0 |
10 |
0 |
6 |
|
7 |
0 |
9 |
0 |
0 |
10 |
0 |
9 |
|
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 |
6 |
13 |
0 |
4 |
0 |
|
3 |
0 |
6 |
13 |
0 |
4 |
0 |
|
4 |
0 |
5 |
15 |
0 |
4 |
0 |
|
5 |
0 |
4 |
16 |
0 |
4 |
0 |
|
6 |
0 |
4 |
16 |
0 |
4 |
0 |
|
7 |
0 |
6 |
16 |
0 |
4 |
0 |
|
8 |
0 |
7 |
16 |
0 |
4 |
0 |
|
9 |
0 |
7 |
16 |
0 |
4 |
0 |
|
10 |
0 |
8 |
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 |
22 |
49 |
132 |
245 |
601 |
1 505 |
|
2 |
6 |
22 |
49 |
132 |
245 |
601 |
1 200 |
|
3 |
7 |
24 |
50 |
123 |
241 |
597 |
966 |
|
4 |
8 |
27 |
52 |
124 |
240 |
595 |
789 |
|
5 |
10 |
29 |
58 |
127 |
240 |
595 |
654 |
|
6 |
11 |
32 |
61 |
131 |
240 |
595 |
595 |
|
7 |
12 |
34 |
63 |
133 |
240 |
595 |
595 |
|
8 |
12 |
35 |
62 |
131 |
240 |
595 |
595 |
|
9 |
12 |
36 |
62 |
129 |
240 |
595 |
595 |
|
10 |
13 |
37 |
62 |
129 |
240 |
595 |
595 |
|
11 |
13 |
38 |
62 |
129 |
240 |
595 |
595 |
|
12 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
13 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
14 |
14 |
40 |
62 |
129 |
240 |
595 |
595 |
|
15 |
14 |
40 |
62 |
129 |
240 |
595 |
595 |
|
16 |
14 |
40 |
62 |
129 |
240 |
595 |
595 |
|
17 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
18 |
14 |
40 |
62 |
129 |
240 |
595 |
595 |
|
19 |
14 |
40 |
62 |
129 |
240 |
595 |
595 |
|
20 |
14 |
40 |
62 |
129 |
240 |
595 |
595 |
|
21 |
15 |
40 |
62 |
129 |
240 |
595 |
595 |
|
22 |
15 |
40 |
62 |
129 |
240 |
595 |
595 |
|
23 |
16 |
40 |
62 |
129 |
240 |
595 |
595 |
|
24 |
16 |
40 |
62 |
129 |
240 |
595 |
595 |
|
25 |
17 |
40 |
62 |
129 |
240 |
595 |
595 |
|
26 |
18 |
40 |
62 |
129 |
240 |
595 |
595 |
|
27 |
19 |
40 |
62 |
129 |
240 |
595 |
595 |
|
28 |
19 |
40 |
62 |
129 |
240 |
595 |
595 |
|
29 |
19 |
40 |
62 |
129 |
240 |
595 |
595 |
|
30 |
20 |
40 |
62 |
129 |
240 |
595 |
595 |
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 |
53 |
136 |
249 |
605 |
1 512 |
|
2 |
12 |
28 |
55 |
138 |
251 |
607 |
1 206 |
|
3 |
14 |
31 |
56 |
130 |
248 |
603 |
971 |
|
4 |
15 |
33 |
59 |
131 |
247 |
602 |
793 |
|
5 |
16 |
36 |
64 |
133 |
246 |
602 |
657 |
|
6 |
17 |
38 |
67 |
137 |
246 |
601 |
601 |
|
7 |
17 |
40 |
68 |
138 |
245 |
601 |
601 |
|
8 |
17 |
40 |
67 |
135 |
245 |
600 |
600 |
|
9 |
17 |
40 |
67 |
134 |
245 |
600 |
600 |
|
10 |
17 |
41 |
66 |
133 |
244 |
600 |
600 |
|
11 |
17 |
41 |
66 |
133 |
244 |
599 |
599 |
|
12 |
17 |
42 |
65 |
132 |
243 |
599 |
599 |
|
13 |
17 |
42 |
65 |
131 |
243 |
598 |
598 |
|
14 |
16 |
42 |
64 |
131 |
242 |
597 |
597 |
|
15 |
16 |
41 |
64 |
131 |
242 |
597 |
597 |
|
16 |
15 |
40 |
63 |
130 |
241 |
596 |
596 |
|
17 |
15 |
40 |
63 |
130 |
241 |
596 |
596 |
|
18 |
15 |
40 |
63 |
129 |
240 |
596 |
596 |
|
19 |
15 |
40 |
63 |
129 |
240 |
596 |
596 |
|
20 |
15 |
40 |
63 |
130 |
241 |
596 |
596 |
|
21 |
15 |
41 |
63 |
130 |
241 |
596 |
596 |
|
22 |
16 |
41 |
64 |
130 |
241 |
597 |
597 |
|
23 |
16 |
41 |
64 |
130 |
241 |
597 |
597 |
|
24 |
16 |
41 |
64 |
130 |
242 |
597 |
597 |
|
25 |
17 |
41 |
64 |
131 |
242 |
597 |
597 |
|
26 |
18 |
41 |
64 |
131 |
242 |
597 |
597 |
|
27 |
19 |
41 |
64 |
131 |
242 |
597 |
597 |
|
28 |
19 |
41 |
64 |
131 |
242 |
597 |
597 |
|
29 |
20 |
41 |
64 |
131 |
242 |
597 |
597 |
|
30 |
20 |
41 |
64 |
131 |
242 |
597 |
597 |
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 |
49 |
131 |
245 |
600 |
1 505 |
|
2 |
6 |
21 |
49 |
131 |
245 |
600 |
1 200 |
|
3 |
7 |
24 |
49 |
123 |
241 |
596 |
966 |
|
4 |
8 |
26 |
52 |
124 |
240 |
595 |
789 |
|
5 |
9 |
29 |
57 |
127 |
240 |
595 |
654 |
|
6 |
11 |
32 |
61 |
131 |
240 |
595 |
595 |
|
7 |
12 |
34 |
63 |
133 |
240 |
595 |
595 |
|
8 |
12 |
35 |
62 |
130 |
240 |
595 |
595 |
|
9 |
12 |
35 |
62 |
129 |
240 |
595 |
595 |
|
10 |
12 |
37 |
62 |
129 |
240 |
595 |
595 |
|
11 |
13 |
38 |
62 |
129 |
240 |
595 |
595 |
|
12 |
13 |
38 |
62 |
129 |
240 |
595 |
595 |
|
13 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
14 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
15 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
16 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
17 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
18 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
19 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
20 |
14 |
39 |
62 |
129 |
240 |
595 |
595 |
|
21 |
15 |
39 |
62 |
129 |
240 |
595 |
595 |
|
22 |
15 |
39 |
62 |
129 |
240 |
595 |
595 |
|
23 |
16 |
39 |
62 |
129 |
240 |
595 |
595 |
|
24 |
16 |
39 |
62 |
129 |
240 |
595 |
595 |
|
25 |
17 |
39 |
62 |
129 |
240 |
595 |
595 |
|
26 |
18 |
39 |
62 |
129 |
240 |
595 |
595 |
|
27 |
19 |
39 |
62 |
129 |
240 |
595 |
595 |
|
28 |
19 |
39 |
62 |
129 |
240 |
595 |
595 |
|
29 |
19 |
39 |
62 |
129 |
240 |
595 |
595 |
|
30 |
20 |
39 |
62 |
129 |
240 |
595 |
595 |
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 |
89 |
105 |
132 |
215 |
329 |
684 |
1 535 |
|
2 |
84 |
100 |
127 |
210 |
323 |
679 |
1 227 |
|
3 |
87 |
105 |
130 |
203 |
322 |
677 |
990 |
|
4 |
85 |
104 |
130 |
202 |
318 |
673 |
810 |
|
5 |
84 |
104 |
132 |
201 |
314 |
670 |
673 |
|
6 |
83 |
103 |
133 |
203 |
312 |
667 |
667 |
|
7 |
81 |
103 |
132 |
202 |
309 |
664 |
664 |
|
8 |
79 |
102 |
130 |
198 |
307 |
663 |
663 |
|
9 |
78 |
102 |
128 |
195 |
306 |
661 |
661 |
|
10 |
74 |
98 |
124 |
191 |
302 |
657 |
657 |
|
11 |
72 |
96 |
121 |
188 |
299 |
654 |
654 |
|
12 |
71 |
96 |
119 |
186 |
297 |
652 |
652 |
|
13 |
70 |
95 |
118 |
185 |
296 |
651 |
651 |
|
14 |
70 |
95 |
118 |
184 |
295 |
651 |
651 |
|
15 |
69 |
94 |
117 |
184 |
295 |
650 |
650 |
|
16 |
68 |
93 |
116 |
183 |
294 |
649 |
649 |
|
17 |
68 |
93 |
116 |
182 |
293 |
649 |
649 |
|
18 |
67 |
92 |
115 |
181 |
293 |
648 |
648 |
|
19 |
66 |
91 |
114 |
181 |
292 |
647 |
647 |
|
20 |
65 |
90 |
113 |
180 |
291 |
646 |
646 |
|
21 |
64 |
90 |
112 |
179 |
290 |
646 |
646 |
|
22 |
63 |
89 |
112 |
178 |
289 |
645 |
645 |
|
23 |
62 |
88 |
111 |
177 |
288 |
644 |
644 |
|
24 |
61 |
87 |
110 |
176 |
287 |
643 |
643 |
|
25 |
60 |
86 |
108 |
175 |
286 |
642 |
642 |
|
26 |
59 |
85 |
107 |
174 |
285 |
640 |
640 |
|
27 |
58 |
84 |
106 |
173 |
284 |
639 |
639 |
|
28 |
57 |
82 |
105 |
172 |
283 |
638 |
638 |
|
29 |
56 |
81 |
104 |
171 |
282 |
637 |
637 |
|
30 |
55 |
80 |
103 |
170 |
281 |
636 |
636 |
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 |
26 |
53 |
136 |
249 |
605 |
1 498 |
|
2 |
12 |
28 |
55 |
138 |
251 |
607 |
1 196 |
|
3 |
14 |
31 |
57 |
130 |
249 |
604 |
964 |
|
4 |
16 |
34 |
60 |
132 |
248 |
603 |
789 |
|
5 |
17 |
37 |
65 |
134 |
248 |
603 |
655 |
|
6 |
18 |
39 |
69 |
139 |
247 |
603 |
603 |
|
7 |
19 |
41 |
70 |
140 |
247 |
602 |
602 |
|
8 |
19 |
41 |
69 |
137 |
246 |
602 |
602 |
|
9 |
18 |
42 |
68 |
135 |
246 |
601 |
601 |
|
10 |
18 |
42 |
68 |
134 |
245 |
601 |
601 |
|
11 |
18 |
43 |
67 |
134 |
245 |
600 |
600 |
|
12 |
18 |
43 |
67 |
133 |
244 |
600 |
600 |
|
13 |
18 |
43 |
66 |
133 |
244 |
599 |
599 |
|
14 |
18 |
43 |
66 |
132 |
243 |
599 |
599 |
|
15 |
17 |
43 |
65 |
132 |
243 |
598 |
598 |
|
16 |
16 |
42 |
65 |
131 |
242 |
598 |
598 |
|
17 |
16 |
42 |
64 |
131 |
242 |
597 |
597 |
|
18 |
16 |
41 |
64 |
131 |
242 |
597 |
597 |
|
19 |
16 |
41 |
64 |
131 |
242 |
597 |
597 |
|
20 |
16 |
42 |
65 |
131 |
242 |
598 |
598 |
|
21 |
17 |
42 |
65 |
131 |
243 |
598 |
598 |
|
22 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
23 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
24 |
17 |
43 |
65 |
132 |
243 |
598 |
598 |
|
25 |
18 |
43 |
65 |
132 |
243 |
598 |
598 |
|
26 |
18 |
43 |
65 |
132 |
243 |
598 |
598 |
|
27 |
19 |
43 |
65 |
132 |
243 |
598 |
598 |
|
28 |
19 |
43 |
65 |
132 |
243 |
598 |
598 |
|
29 |
20 |
43 |
65 |
132 |
243 |
598 |
598 |
|
30 |
21 |
43 |
65 |
132 |
243 |
598 |
598 |
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 |
54 |
70 |
97 |
179 |
293 |
648 |
1 543 |
|
2 |
57 |
73 |
100 |
183 |
297 |
652 |
1 236 |
|
3 |
63 |
80 |
105 |
179 |
297 |
652 |
998 |
|
4 |
66 |
85 |
110 |
182 |
298 |
653 |
817 |
|
5 |
68 |
88 |
116 |
185 |
298 |
654 |
679 |
|
6 |
69 |
90 |
119 |
189 |
298 |
654 |
654 |
|
7 |
69 |
91 |
120 |
190 |
297 |
653 |
653 |
|
8 |
68 |
91 |
118 |
187 |
296 |
651 |
651 |
|
9 |
67 |
90 |
116 |
184 |
294 |
650 |
650 |
|
10 |
65 |
89 |
115 |
182 |
293 |
648 |
648 |
|
11 |
64 |
89 |
113 |
180 |
291 |
646 |
646 |
|
12 |
63 |
88 |
112 |
178 |
289 |
645 |
645 |
|
13 |
62 |
87 |
110 |
177 |
288 |
643 |
643 |
|
14 |
60 |
86 |
108 |
175 |
286 |
641 |
641 |
|
15 |
59 |
84 |
107 |
174 |
285 |
640 |
640 |
|
16 |
58 |
83 |
106 |
173 |
284 |
639 |
639 |
|
17 |
57 |
82 |
105 |
171 |
283 |
638 |
638 |
|
18 |
56 |
81 |
104 |
171 |
282 |
637 |
637 |
|
19 |
55 |
80 |
103 |
170 |
281 |
636 |
636 |
|
20 |
54 |
80 |
103 |
169 |
280 |
636 |
636 |
|
21 |
54 |
79 |
102 |
168 |
280 |
635 |
635 |
|
22 |
53 |
78 |
101 |
168 |
279 |
634 |
634 |
|
23 |
52 |
77 |
100 |
167 |
278 |
633 |
633 |
|
24 |
51 |
77 |
99 |
166 |
277 |
632 |
632 |
|
25 |
50 |
76 |
99 |
165 |
276 |
632 |
632 |
|
26 |
50 |
75 |
98 |
164 |
275 |
631 |
631 |
|
27 |
49 |
74 |
97 |
163 |
274 |
630 |
630 |
|
28 |
48 |
73 |
96 |
163 |
274 |
629 |
629 |
|
29 |
47 |
72 |
95 |
162 |
273 |
628 |
628 |
|
30 |
46 |
72 |
94 |
161 |
272 |
627 |
627 |
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 |
21 |
48 |
131 |
244 |
600 |
1 504 |
|
2 |
5 |
21 |
48 |
131 |
244 |
600 |
1 199 |
|
3 |
6 |
23 |
49 |
122 |
240 |
596 |
965 |
|
4 |
7 |
26 |
51 |
123 |
239 |
595 |
788 |
|
5 |
9 |
29 |
57 |
126 |
239 |
595 |
653 |
|
6 |
10 |
31 |
60 |
130 |
239 |
595 |
595 |
|
7 |
11 |
33 |
62 |
132 |
239 |
595 |
595 |
|
8 |
11 |
34 |
61 |
130 |
239 |
595 |
595 |
|
9 |
11 |
35 |
61 |
128 |
239 |
594 |
594 |
|
10 |
12 |
36 |
61 |
128 |
239 |
594 |
594 |
|
11 |
12 |
37 |
61 |
128 |
239 |
594 |
594 |
|
12 |
13 |
38 |
61 |
128 |
239 |
594 |
594 |
|
13 |
13 |
38 |
61 |
128 |
239 |
594 |
594 |
|
14 |
13 |
39 |
61 |
128 |
239 |
594 |
594 |
|
15 |
13 |
39 |
61 |
128 |
239 |
594 |
594 |
|
16 |
13 |
39 |
61 |
128 |
239 |
594 |
594 |
|
17 |
13 |
39 |
61 |
128 |
239 |
594 |
594 |
|
18 |
13 |
39 |
61 |
128 |
239 |
594 |
594 |
|
19 |
13 |
39 |
61 |
128 |
239 |
594 |
594 |
|
20 |
14 |
39 |
61 |
128 |
239 |
594 |
594 |
|
21 |
15 |
39 |
61 |
128 |
239 |
594 |
594 |
|
22 |
15 |
39 |
61 |
128 |
239 |
594 |
594 |
|
23 |
16 |
39 |
61 |
128 |
239 |
595 |
595 |
|
24 |
16 |
39 |
61 |
128 |
239 |
595 |
595 |
|
25 |
17 |
39 |
62 |
128 |
239 |
595 |
595 |
|
26 |
18 |
39 |
62 |
128 |
239 |
595 |
595 |
|
27 |
19 |
39 |
62 |
128 |
239 |
595 |
595 |
|
28 |
19 |
39 |
62 |
128 |
239 |
595 |
595 |
|
29 |
19 |
39 |
62 |
128 |
239 |
595 |
595 |
|
30 |
20 |
39 |
62 |
128 |
239 |
595 |
595 |
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 |
59 |
163 |
263 |
619 |
1 526 |
|
2 |
7 |
25 |
59 |
163 |
263 |
619 |
1 217 |
|
3 |
8 |
27 |
58 |
146 |
259 |
615 |
981 |
|
4 |
9 |
30 |
60 |
133 |
257 |
613 |
801 |
|
5 |
10 |
31 |
60 |
119 |
256 |
612 |
664 |
|
6 |
13 |
35 |
63 |
110 |
255 |
610 |
610 |
|
7 |
15 |
37 |
63 |
101 |
254 |
609 |
609 |
|
8 |
15 |
38 |
61 |
93 |
253 |
608 |
608 |
|
9 |
18 |
45 |
64 |
87 |
252 |
607 |
607 |
|
10 |
17 |
44 |
62 |
83 |
251 |
606 |
606 |
|
11 |
16 |
43 |
60 |
82 |
250 |
605 |
605 |
|
12 |
15 |
43 |
60 |
82 |
249 |
605 |
605 |
|
13 |
15 |
43 |
60 |
82 |
249 |
604 |
604 |
|
14 |
16 |
43 |
60 |
82 |
248 |
603 |
603 |
|
15 |
16 |
43 |
60 |
82 |
247 |
602 |
602 |
|
16 |
16 |
43 |
60 |
82 |
245 |
601 |
601 |
|
17 |
16 |
43 |
60 |
82 |
244 |
600 |
600 |
|
18 |
16 |
43 |
60 |
82 |
244 |
599 |
599 |
|
19 |
16 |
43 |
60 |
82 |
244 |
599 |
599 |
|
20 |
16 |
43 |
60 |
82 |
244 |
600 |
600 |
|
21 |
16 |
43 |
60 |
82 |
245 |
600 |
600 |
|
22 |
16 |
43 |
60 |
82 |
244 |
600 |
600 |
|
23 |
16 |
43 |
60 |
82 |
244 |
600 |
600 |
|
24 |
16 |
43 |
60 |
82 |
244 |
599 |
599 |
|
25 |
17 |
43 |
60 |
82 |
243 |
599 |
599 |
|
26 |
18 |
43 |
60 |
82 |
243 |
598 |
598 |
|
27 |
19 |
43 |
60 |
82 |
242 |
598 |
598 |
|
28 |
19 |
43 |
60 |
82 |
242 |
597 |
597 |
|
29 |
20 |
43 |
60 |
82 |
242 |
597 |
597 |
|
30 |
20 |
43 |
60 |
82 |
241 |
597 |
597 |
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 |
91 |
107 |
134 |
217 |
330 |
685 |
1 529 |
|
2 |
87 |
103 |
131 |
213 |
327 |
682 |
1 226 |
|
3 |
86 |
103 |
129 |
202 |
320 |
676 |
993 |
|
4 |
84 |
103 |
128 |
200 |
316 |
672 |
814 |
|
5 |
82 |
102 |
130 |
199 |
313 |
668 |
677 |
|
6 |
81 |
102 |
131 |
201 |
310 |
665 |
665 |
|
7 |
79 |
101 |
130 |
200 |
307 |
662 |
662 |
|
8 |
76 |
99 |
126 |
195 |
304 |
659 |
659 |
|
9 |
74 |
97 |
123 |
191 |
301 |
657 |
657 |
|
10 |
72 |
96 |
122 |
188 |
299 |
655 |
655 |
|
11 |
71 |
95 |
120 |
187 |
298 |
653 |
653 |
|
12 |
69 |
94 |
118 |
185 |
296 |
651 |
651 |
|
13 |
68 |
93 |
116 |
183 |
294 |
649 |
649 |
|
14 |
67 |
92 |
115 |
181 |
292 |
648 |
648 |
|
15 |
65 |
90 |
113 |
180 |
291 |
646 |
646 |
|
16 |
64 |
89 |
112 |
178 |
290 |
645 |
645 |
|
17 |
63 |
88 |
111 |
177 |
288 |
644 |
644 |
|
18 |
61 |
87 |
110 |
176 |
287 |
643 |
643 |
|
19 |
61 |
86 |
109 |
175 |
286 |
642 |
642 |
|
20 |
60 |
85 |
108 |
174 |
286 |
641 |
641 |
|
21 |
59 |
84 |
107 |
174 |
285 |
640 |
640 |
|
22 |
58 |
83 |
106 |
173 |
284 |
639 |
639 |
|
23 |
57 |
82 |
105 |
172 |
283 |
638 |
638 |
|
24 |
56 |
81 |
104 |
171 |
282 |
637 |
637 |
|
25 |
55 |
80 |
103 |
170 |
281 |
636 |
636 |
|
26 |
54 |
79 |
102 |
169 |
280 |
635 |
635 |
|
27 |
53 |
78 |
101 |
168 |
279 |
634 |
634 |
|
28 |
52 |
77 |
100 |
167 |
278 |
633 |
633 |
|
29 |
51 |
76 |
99 |
166 |
277 |
632 |
632 |
|
30 |
50 |
75 |
98 |
165 |
276 |
631 |
631 |
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 |
62 |
78 |
105 |
188 |
301 |
657 |
1 541 |
|
2 |
60 |
76 |
103 |
186 |
299 |
655 |
1 230 |
|
3 |
60 |
77 |
102 |
176 |
294 |
649 |
992 |
|
4 |
59 |
78 |
103 |
175 |
291 |
647 |
812 |
|
5 |
58 |
78 |
106 |
175 |
289 |
644 |
675 |
|
6 |
57 |
78 |
108 |
177 |
286 |
642 |
642 |
|
7 |
57 |
79 |
107 |
177 |
284 |
640 |
640 |
|
8 |
55 |
78 |
105 |
173 |
283 |
638 |
638 |
|
9 |
53 |
77 |
103 |
170 |
281 |
636 |
636 |
|
10 |
52 |
76 |
102 |
169 |
280 |
635 |
635 |
|
11 |
52 |
76 |
101 |
168 |
279 |
634 |
634 |
|
12 |
51 |
76 |
100 |
167 |
278 |
633 |
633 |
|
13 |
51 |
76 |
99 |
166 |
277 |
632 |
632 |
|
14 |
50 |
76 |
99 |
165 |
276 |
632 |
632 |
|
15 |
50 |
75 |
98 |
164 |
276 |
631 |
631 |
|
16 |
49 |
74 |
97 |
163 |
274 |
630 |
630 |
|
17 |
48 |
73 |
96 |
163 |
274 |
629 |
629 |
|
18 |
47 |
72 |
95 |
162 |
273 |
628 |
628 |
|
19 |
47 |
72 |
95 |
161 |
272 |
628 |
628 |
|
20 |
46 |
72 |
95 |
161 |
272 |
628 |
628 |
|
21 |
46 |
71 |
94 |
161 |
272 |
627 |
627 |
|
22 |
46 |
71 |
94 |
160 |
272 |
627 |
627 |
|
23 |
45 |
71 |
93 |
160 |
271 |
626 |
626 |
|
24 |
45 |
70 |
93 |
159 |
270 |
626 |
626 |
|
25 |
44 |
69 |
92 |
159 |
270 |
625 |
625 |
|
26 |
43 |
69 |
91 |
158 |
269 |
625 |
625 |
|
27 |
43 |
68 |
91 |
157 |
268 |
624 |
624 |
|
28 |
42 |
67 |
90 |
157 |
268 |
623 |
623 |
|
29 |
41 |
67 |
89 |
156 |
267 |
623 |
623 |
|
30 |
41 |
66 |
89 |
155 |
266 |
622 |
622 |
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 |
47 |
74 |
157 |
270 |
626 |
1 527 |
|
2 |
31 |
47 |
74 |
157 |
271 |
626 |
1 218 |
|
3 |
31 |
48 |
74 |
147 |
266 |
621 |
980 |
|
4 |
31 |
50 |
76 |
148 |
264 |
619 |
801 |
|
5 |
32 |
52 |
80 |
149 |
263 |
618 |
664 |
|
6 |
32 |
53 |
83 |
153 |
262 |
617 |
617 |
|
7 |
33 |
55 |
84 |
154 |
261 |
616 |
616 |
|
8 |
32 |
55 |
82 |
150 |
260 |
615 |
615 |
|
9 |
31 |
55 |
81 |
148 |
259 |
615 |
615 |
|
10 |
31 |
55 |
81 |
147 |
258 |
614 |
614 |
|
11 |
31 |
56 |
80 |
147 |
258 |
613 |
613 |
|
12 |
31 |
56 |
79 |
146 |
257 |
612 |
612 |
|
13 |
30 |
55 |
78 |
145 |
256 |
611 |
611 |
|
14 |
29 |
55 |
78 |
144 |
255 |
611 |
611 |
|
15 |
29 |
54 |
77 |
143 |
254 |
610 |
610 |
|
16 |
28 |
53 |
76 |
142 |
253 |
609 |
609 |
|
17 |
27 |
52 |
75 |
142 |
253 |
608 |
608 |
|
18 |
26 |
52 |
75 |
141 |
252 |
608 |
608 |
|
19 |
26 |
51 |
74 |
141 |
252 |
607 |
607 |
|
20 |
26 |
52 |
74 |
141 |
252 |
607 |
607 |
|
21 |
26 |
52 |
74 |
141 |
252 |
607 |
607 |
|
22 |
26 |
51 |
74 |
141 |
252 |
607 |
607 |
|
23 |
26 |
51 |
74 |
141 |
252 |
607 |
607 |
|
24 |
26 |
51 |
74 |
141 |
252 |
607 |
607 |
|
25 |
26 |
51 |
74 |
140 |
251 |
607 |
607 |
|
26 |
25 |
51 |
74 |
140 |
251 |
607 |
607 |
|
27 |
25 |
51 |
73 |
140 |
251 |
606 |
606 |
|
28 |
25 |
50 |
73 |
140 |
251 |
606 |
606 |
|
29 |
25 |
50 |
73 |
139 |
250 |
606 |
606 |
|
30 |
24 |
50 |
73 |
139 |
250 |
606 |
606 |
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 |
5 |
28 |
110 |
224 |
579 |
1 491 |
|
2 |
1 |
6 |
29 |
111 |
225 |
580 |
1 189 |
|
3 |
2 |
6 |
30 |
103 |
221 |
577 |
957 |
|
4 |
2 |
8 |
32 |
104 |
220 |
575 |
782 |
|
5 |
3 |
9 |
38 |
107 |
220 |
575 |
648 |
|
6 |
4 |
12 |
41 |
111 |
220 |
575 |
575 |
|
7 |
5 |
14 |
43 |
113 |
220 |
575 |
575 |
|
8 |
6 |
15 |
42 |
111 |
220 |
575 |
575 |
|
9 |
6 |
16 |
42 |
109 |
220 |
575 |
575 |
|
10 |
7 |
17 |
42 |
109 |
220 |
575 |
575 |
|
11 |
8 |
19 |
44 |
110 |
221 |
577 |
577 |
|
12 |
9 |
19 |
42 |
109 |
220 |
575 |
575 |
|
13 |
9 |
20 |
43 |
110 |
221 |
577 |
577 |
|
14 |
10 |
21 |
43 |
110 |
221 |
576 |
576 |
|
15 |
10 |
19 |
42 |
108 |
220 |
575 |
575 |
|
16 |
12 |
18 |
41 |
107 |
218 |
574 |
574 |
|
17 |
12 |
19 |
41 |
107 |
218 |
574 |
574 |
|
18 |
13 |
19 |
41 |
107 |
218 |
574 |
574 |
|
19 |
13 |
20 |
41 |
108 |
219 |
574 |
574 |
|
20 |
14 |
21 |
42 |
109 |
220 |
575 |
575 |
|
21 |
15 |
22 |
43 |
109 |
220 |
576 |
576 |
|
22 |
15 |
22 |
43 |
109 |
220 |
576 |
576 |
|
23 |
16 |
23 |
43 |
109 |
220 |
576 |
576 |
|
24 |
16 |
25 |
43 |
109 |
220 |
576 |
576 |
|
25 |
17 |
25 |
44 |
109 |
220 |
576 |
576 |
|
26 |
18 |
26 |
46 |
109 |
220 |
576 |
576 |
|
27 |
18 |
26 |
47 |
109 |
220 |
576 |
576 |
|
28 |
19 |
28 |
49 |
109 |
220 |
576 |
576 |
|
29 |
19 |
29 |
50 |
109 |
220 |
576 |
576 |
|
30 |
20 |
29 |
51 |
109 |
220 |
576 |
576 |
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 |
90 |
173 |
287 |
642 |
1 559 |
|
2 |
47 |
63 |
91 |
173 |
287 |
642 |
1 242 |
|
3 |
48 |
65 |
91 |
164 |
282 |
638 |
1 000 |
|
4 |
48 |
67 |
93 |
164 |
280 |
636 |
816 |
|
5 |
49 |
68 |
97 |
166 |
279 |
634 |
676 |
|
6 |
49 |
70 |
99 |
169 |
278 |
633 |
633 |
|
7 |
49 |
71 |
100 |
170 |
277 |
632 |
632 |
|
8 |
48 |
70 |
98 |
166 |
275 |
631 |
631 |
|
9 |
47 |
70 |
97 |
164 |
274 |
630 |
630 |
|
10 |
46 |
70 |
96 |
163 |
274 |
629 |
629 |
|
11 |
46 |
71 |
95 |
162 |
273 |
628 |
628 |
|
12 |
46 |
70 |
94 |
161 |
272 |
627 |
627 |
|
13 |
45 |
70 |
93 |
160 |
271 |
626 |
626 |
|
14 |
45 |
70 |
93 |
159 |
270 |
626 |
626 |
|
15 |
44 |
69 |
92 |
159 |
270 |
625 |
625 |
|
16 |
43 |
68 |
91 |
158 |
269 |
624 |
624 |
|
17 |
42 |
68 |
90 |
157 |
268 |
624 |
624 |
|
18 |
42 |
67 |
90 |
156 |
267 |
623 |
623 |
|
19 |
41 |
67 |
89 |
156 |
267 |
622 |
622 |
|
20 |
41 |
66 |
89 |
156 |
267 |
622 |
622 |
|
21 |
41 |
66 |
89 |
156 |
267 |
622 |
622 |
|
22 |
41 |
66 |
89 |
155 |
266 |
622 |
622 |
|
23 |
40 |
65 |
88 |
155 |
266 |
621 |
621 |
|
24 |
40 |
65 |
88 |
154 |
265 |
621 |
621 |
|
25 |
39 |
64 |
87 |
154 |
265 |
620 |
620 |
|
26 |
39 |
64 |
87 |
153 |
264 |
620 |
620 |
|
27 |
38 |
63 |
86 |
153 |
264 |
619 |
619 |
|
28 |
37 |
63 |
85 |
152 |
263 |
619 |
619 |
|
29 |
37 |
62 |
85 |
151 |
263 |
618 |
618 |
|
30 |
36 |
62 |
84 |
151 |
262 |
617 |
617 |
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 |
29 |
57 |
139 |
253 |
608 |
1 540 |
|
2 |
18 |
34 |
61 |
144 |
257 |
613 |
1 228 |
|
3 |
22 |
40 |
65 |
138 |
257 |
612 |
990 |
|
4 |
26 |
45 |
71 |
142 |
258 |
614 |
809 |
|
5 |
29 |
49 |
77 |
146 |
260 |
615 |
670 |
|
6 |
28 |
49 |
78 |
148 |
257 |
613 |
613 |
|
7 |
34 |
56 |
84 |
154 |
261 |
617 |
617 |
|
8 |
32 |
55 |
82 |
151 |
260 |
615 |
615 |
|
9 |
33 |
57 |
83 |
150 |
261 |
616 |
616 |
|
10 |
35 |
59 |
85 |
152 |
263 |
618 |
618 |
|
11 |
37 |
62 |
86 |
153 |
264 |
619 |
619 |
|
12 |
38 |
63 |
87 |
154 |
265 |
620 |
620 |
|
13 |
39 |
65 |
88 |
154 |
265 |
621 |
621 |
|
14 |
40 |
65 |
88 |
155 |
266 |
621 |
621 |
|
15 |
40 |
65 |
88 |
155 |
266 |
621 |
621 |
|
16 |
39 |
65 |
88 |
154 |
265 |
621 |
621 |
|
17 |
39 |
65 |
88 |
154 |
265 |
621 |
621 |
|
18 |
38 |
64 |
87 |
153 |
264 |
620 |
620 |
|
19 |
38 |
63 |
86 |
153 |
264 |
619 |
619 |
|
20 |
38 |
63 |
86 |
153 |
264 |
619 |
619 |
|
21 |
38 |
63 |
86 |
153 |
264 |
619 |
619 |
|
22 |
38 |
63 |
86 |
152 |
264 |
619 |
619 |
|
23 |
37 |
63 |
86 |
152 |
263 |
619 |
619 |
|
24 |
37 |
62 |
85 |
152 |
263 |
618 |
618 |
|
25 |
37 |
62 |
85 |
151 |
262 |
618 |
618 |
|
26 |
36 |
61 |
84 |
151 |
262 |
617 |
617 |
|
27 |
36 |
61 |
84 |
150 |
261 |
617 |
617 |
|
28 |
35 |
61 |
83 |
150 |
261 |
616 |
616 |
|
29 |
35 |
60 |
83 |
149 |
260 |
616 |
616 |
|
30 |
34 |
59 |
82 |
149 |
260 |
615 |
615 |
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 |
56 |
138 |
252 |
607 |
1 528 |
|
2 |
14 |
30 |
57 |
140 |
253 |
609 |
1 218 |
|
3 |
16 |
33 |
59 |
132 |
251 |
606 |
981 |
|
4 |
18 |
36 |
62 |
134 |
250 |
605 |
801 |
|
5 |
20 |
39 |
68 |
137 |
250 |
605 |
664 |
|
6 |
21 |
42 |
71 |
141 |
250 |
606 |
606 |
|
7 |
22 |
44 |
73 |
143 |
250 |
606 |
606 |
|
8 |
22 |
45 |
72 |
141 |
250 |
606 |
606 |
|
9 |
23 |
46 |
72 |
140 |
250 |
606 |
606 |
|
10 |
23 |
47 |
73 |
140 |
251 |
606 |
606 |
|
11 |
24 |
49 |
73 |
140 |
251 |
606 |
606 |
|
12 |
25 |
50 |
73 |
140 |
251 |
606 |
606 |
|
13 |
25 |
51 |
74 |
140 |
251 |
607 |
607 |
|
14 |
26 |
51 |
74 |
140 |
251 |
607 |
607 |
|
15 |
26 |
51 |
74 |
140 |
251 |
607 |
607 |
|
16 |
25 |
51 |
74 |
140 |
251 |
607 |
607 |
|
17 |
25 |
51 |
74 |
140 |
251 |
607 |
607 |
|
18 |
25 |
51 |
74 |
140 |
251 |
607 |
607 |
|
19 |
25 |
51 |
74 |
140 |
251 |
607 |
607 |
|
20 |
26 |
51 |
74 |
140 |
251 |
607 |
607 |
|
21 |
26 |
51 |
74 |
140 |
252 |
607 |
607 |
|
22 |
26 |
51 |
74 |
140 |
251 |
607 |
607 |
|
23 |
25 |
51 |
74 |
140 |
251 |
607 |
607 |
|
24 |
25 |
50 |
73 |
140 |
251 |
606 |
606 |
|
25 |
25 |
50 |
73 |
140 |
251 |
606 |
606 |
|
26 |
25 |
50 |
73 |
139 |
250 |
606 |
606 |
|
27 |
24 |
50 |
72 |
139 |
250 |
605 |
605 |
|
28 |
24 |
49 |
72 |
139 |
250 |
605 |
605 |
|
29 |
24 |
49 |
72 |
138 |
249 |
605 |
605 |
|
30 |
23 |
49 |
71 |
138 |
249 |
605 |
605 |
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 |
49 |
65 |
92 |
175 |
288 |
644 |
1 594 |
|
2 |
52 |
68 |
95 |
178 |
291 |
647 |
1 273 |
|
3 |
56 |
73 |
99 |
172 |
291 |
646 |
1 026 |
|
4 |
58 |
77 |
103 |
174 |
290 |
646 |
839 |
|
5 |
60 |
80 |
108 |
177 |
291 |
646 |
696 |
|
6 |
62 |
83 |
112 |
182 |
291 |
646 |
646 |
|
7 |
63 |
85 |
114 |
183 |
291 |
646 |
646 |
|
8 |
62 |
85 |
112 |
181 |
290 |
645 |
645 |
|
9 |
62 |
85 |
112 |
179 |
290 |
645 |
645 |
|
10 |
62 |
86 |
112 |
179 |
290 |
645 |
645 |
|
11 |
62 |
87 |
112 |
178 |
289 |
645 |
645 |
|
12 |
62 |
87 |
111 |
178 |
289 |
644 |
644 |
|
13 |
62 |
87 |
110 |
177 |
288 |
643 |
643 |
|
14 |
61 |
86 |
109 |
176 |
287 |
642 |
642 |
|
15 |
60 |
85 |
108 |
175 |
286 |
641 |
641 |
|
16 |
59 |
85 |
107 |
174 |
285 |
640 |
640 |
|
17 |
58 |
84 |
107 |
173 |
284 |
640 |
640 |
|
18 |
58 |
83 |
106 |
172 |
283 |
639 |
639 |
|
19 |
57 |
82 |
105 |
172 |
283 |
638 |
638 |
|
20 |
56 |
81 |
104 |
171 |
282 |
637 |
637 |
|
21 |
55 |
81 |
104 |
170 |
281 |
637 |
637 |
|
22 |
55 |
80 |
103 |
169 |
280 |
636 |
636 |
|
23 |
54 |
79 |
102 |
168 |
279 |
635 |
635 |
|
24 |
53 |
78 |
101 |
168 |
279 |
634 |
634 |
|
25 |
52 |
77 |
100 |
167 |
278 |
633 |
633 |
|
26 |
51 |
76 |
99 |
166 |
277 |
632 |
632 |
|
27 |
50 |
76 |
98 |
165 |
276 |
631 |
631 |
|
28 |
49 |
75 |
97 |
164 |
275 |
630 |
630 |
|
29 |
48 |
74 |
97 |
163 |
274 |
630 |
630 |
|
30 |
48 |
73 |
96 |
162 |
273 |
629 |
629 |
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 |
80 |
96 |
123 |
206 |
320 |
675 |
1 612 |
|
2 |
84 |
100 |
128 |
210 |
324 |
679 |
1 288 |
|
3 |
86 |
103 |
128 |
202 |
320 |
675 |
1 039 |
|
4 |
86 |
104 |
130 |
202 |
318 |
673 |
849 |
|
5 |
89 |
109 |
137 |
206 |
320 |
675 |
704 |
|
6 |
91 |
112 |
141 |
211 |
320 |
675 |
675 |
|
7 |
92 |
114 |
143 |
213 |
320 |
676 |
676 |
|
8 |
93 |
116 |
143 |
212 |
321 |
677 |
677 |
|
9 |
94 |
117 |
144 |
211 |
322 |
677 |
677 |
|
10 |
94 |
119 |
144 |
211 |
322 |
677 |
677 |
|
11 |
94 |
119 |
144 |
210 |
321 |
677 |
677 |
|
12 |
94 |
119 |
143 |
209 |
320 |
676 |
676 |
|
13 |
93 |
118 |
141 |
208 |
319 |
674 |
674 |
|
14 |
92 |
117 |
140 |
206 |
317 |
673 |
673 |
|
15 |
90 |
116 |
138 |
205 |
316 |
671 |
671 |
|
16 |
89 |
114 |
137 |
203 |
314 |
670 |
670 |
|
17 |
87 |
113 |
135 |
202 |
313 |
668 |
668 |
|
18 |
86 |
111 |
134 |
201 |
312 |
667 |
667 |
|
19 |
84 |
110 |
133 |
199 |
310 |
666 |
666 |
|
20 |
83 |
109 |
131 |
198 |
309 |
664 |
664 |
|
21 |
82 |
107 |
130 |
197 |
308 |
663 |
663 |
|
22 |
80 |
106 |
128 |
195 |
306 |
662 |
662 |
|
23 |
79 |
104 |
127 |
194 |
305 |
660 |
660 |
|
24 |
77 |
103 |
125 |
192 |
303 |
658 |
658 |
|
25 |
76 |
101 |
124 |
190 |
301 |
657 |
657 |
|
26 |
74 |
100 |
122 |
189 |
300 |
655 |
655 |
|
27 |
73 |
98 |
121 |
187 |
298 |
654 |
654 |
|
28 |
71 |
96 |
119 |
186 |
297 |
652 |
652 |
|
29 |
70 |
95 |
118 |
184 |
295 |
651 |
651 |
|
30 |
68 |
94 |
116 |
183 |
294 |
649 |
649 |
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 |
5 |
21 |
48 |
131 |
245 |
600 |
1 522 |
|
2 |
9 |
25 |
52 |
135 |
248 |
604 |
1 216 |
|
3 |
12 |
30 |
55 |
128 |
247 |
602 |
981 |
|
4 |
16 |
34 |
60 |
132 |
248 |
603 |
801 |
|
5 |
18 |
38 |
67 |
136 |
249 |
604 |
664 |
|
6 |
20 |
41 |
71 |
141 |
250 |
605 |
605 |
|
7 |
22 |
44 |
73 |
143 |
250 |
605 |
605 |
|
8 |
22 |
45 |
72 |
141 |
250 |
606 |
606 |
|
9 |
23 |
46 |
72 |
140 |
250 |
606 |
606 |
|
10 |
23 |
47 |
73 |
139 |
250 |
606 |
606 |
|
11 |
24 |
48 |
73 |
139 |
250 |
606 |
606 |
|
12 |
24 |
49 |
73 |
139 |
250 |
606 |
606 |
|
13 |
24 |
49 |
72 |
139 |
250 |
605 |
605 |
|
14 |
23 |
49 |
71 |
138 |
249 |
604 |
604 |
|
15 |
22 |
48 |
71 |
137 |
248 |
604 |
604 |
|
16 |
21 |
47 |
70 |
136 |
247 |
603 |
603 |
|
17 |
21 |
46 |
69 |
136 |
247 |
602 |
602 |
|
18 |
20 |
46 |
69 |
135 |
246 |
602 |
602 |
|
19 |
20 |
46 |
68 |
135 |
246 |
601 |
601 |
|
20 |
20 |
46 |
69 |
135 |
246 |
602 |
602 |
|
21 |
21 |
46 |
69 |
135 |
246 |
602 |
602 |
|
22 |
21 |
46 |
69 |
135 |
246 |
602 |
602 |
|
23 |
21 |
46 |
69 |
135 |
246 |
602 |
602 |
|
24 |
21 |
46 |
69 |
135 |
246 |
602 |
602 |
|
25 |
20 |
46 |
69 |
135 |
246 |
602 |
602 |
|
26 |
20 |
46 |
68 |
135 |
246 |
601 |
601 |
|
27 |
20 |
46 |
68 |
135 |
246 |
601 |
601 |
|
28 |
20 |
45 |
68 |
135 |
246 |
601 |
601 |
|
29 |
20 |
45 |
68 |
135 |
246 |
601 |
601 |
|
30 |
21 |
45 |
68 |
134 |
246 |
601 |
601 |
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 |
91 |
107 |
134 |
217 |
330 |
685 |
1 678 |
|
2 |
91 |
107 |
134 |
217 |
330 |
686 |
1 342 |
|
3 |
92 |
109 |
134 |
208 |
326 |
681 |
1 083 |
|
4 |
93 |
111 |
137 |
209 |
325 |
680 |
885 |
|
5 |
94 |
113 |
142 |
211 |
324 |
679 |
734 |
|
6 |
94 |
115 |
144 |
214 |
323 |
679 |
679 |
|
7 |
95 |
117 |
146 |
216 |
323 |
678 |
678 |
|
8 |
94 |
117 |
145 |
213 |
322 |
678 |
678 |
|
9 |
94 |
117 |
143 |
211 |
321 |
677 |
677 |
|
10 |
93 |
117 |
142 |
209 |
320 |
675 |
675 |
|
11 |
91 |
116 |
140 |
207 |
318 |
673 |
673 |
|
12 |
90 |
115 |
138 |
205 |
316 |
672 |
672 |
|
13 |
88 |
113 |
137 |
203 |
314 |
670 |
670 |
|
14 |
87 |
112 |
135 |
201 |
312 |
668 |
668 |
|
15 |
85 |
110 |
133 |
199 |
310 |
666 |
666 |
|
16 |
82 |
108 |
131 |
197 |
308 |
664 |
664 |
|
17 |
81 |
106 |
129 |
195 |
306 |
662 |
662 |
|
18 |
79 |
104 |
127 |
194 |
305 |
660 |
660 |
|
19 |
78 |
103 |
126 |
192 |
303 |
659 |
659 |
|
20 |
77 |
102 |
125 |
191 |
303 |
658 |
658 |
|
21 |
76 |
101 |
124 |
190 |
302 |
657 |
657 |
|
22 |
75 |
100 |
123 |
189 |
300 |
656 |
656 |
|
23 |
74 |
99 |
122 |
188 |
299 |
655 |
655 |
|
24 |
73 |
98 |
121 |
187 |
298 |
654 |
654 |
|
25 |
71 |
97 |
120 |
186 |
297 |
653 |
653 |
|
26 |
70 |
96 |
118 |
185 |
296 |
652 |
652 |
|
27 |
69 |
95 |
117 |
184 |
295 |
650 |
650 |
|
28 |
68 |
94 |
116 |
183 |
294 |
649 |
649 |
|
29 |
67 |
93 |
115 |
182 |
293 |
648 |
648 |
|
30 |
66 |
92 |
114 |
181 |
292 |
647 |
647 |
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 |
363 |
379 |
406 |
489 |
602 |
958 |
1 601 |
|
2 |
75 |
91 |
118 |
201 |
314 |
670 |
1 281 |
|
3 |
79 |
96 |
122 |
195 |
314 |
669 |
1 039 |
|
4 |
83 |
101 |
127 |
199 |
315 |
670 |
850 |
|
5 |
86 |
106 |
134 |
203 |
316 |
672 |
706 |
|
6 |
88 |
109 |
138 |
208 |
317 |
672 |
672 |
|
7 |
90 |
112 |
140 |
210 |
317 |
673 |
673 |
|
8 |
90 |
113 |
141 |
209 |
318 |
674 |
674 |
|
9 |
91 |
114 |
141 |
208 |
319 |
674 |
674 |
|
10 |
91 |
115 |
141 |
207 |
318 |
674 |
674 |
|
11 |
92 |
116 |
141 |
207 |
318 |
674 |
674 |
|
12 |
92 |
117 |
141 |
207 |
318 |
674 |
674 |
|
13 |
93 |
118 |
141 |
208 |
319 |
674 |
674 |
|
14 |
94 |
119 |
142 |
208 |
319 |
675 |
675 |
|
15 |
94 |
120 |
143 |
209 |
320 |
676 |
676 |
|
16 |
95 |
121 |
144 |
210 |
321 |
677 |
677 |
|
17 |
96 |
122 |
145 |
211 |
322 |
678 |
678 |
|
18 |
98 |
123 |
146 |
212 |
323 |
679 |
679 |
|
19 |
99 |
124 |
147 |
213 |
324 |
680 |
680 |
|
20 |
99 |
125 |
147 |
214 |
325 |
681 |
681 |
|
21 |
100 |
125 |
148 |
214 |
325 |
681 |
681 |
|
22 |
99 |
125 |
148 |
214 |
325 |
681 |
681 |
|
23 |
99 |
124 |
147 |
214 |
325 |
680 |
680 |
|
24 |
98 |
124 |
146 |
213 |
324 |
679 |
679 |
|
25 |
97 |
123 |
146 |
212 |
323 |
679 |
679 |
|
26 |
96 |
122 |
144 |
211 |
322 |
678 |
678 |
|
27 |
95 |
121 |
143 |
210 |
321 |
676 |
676 |
|
28 |
94 |
119 |
142 |
209 |
320 |
675 |
675 |
|
29 |
93 |
118 |
141 |
207 |
318 |
674 |
674 |
|
30 |
91 |
117 |
139 |
206 |
317 |
673 |
673 |
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 |
9 |
37 |
119 |
233 |
588 |
1 513 |
|
2 |
1 |
9 |
37 |
119 |
233 |
588 |
1 207 |
|
3 |
2 |
11 |
37 |
110 |
229 |
584 |
973 |
|
4 |
2 |
13 |
39 |
111 |
227 |
582 |
794 |
|
5 |
3 |
15 |
43 |
112 |
226 |
581 |
658 |
|
6 |
4 |
17 |
46 |
116 |
225 |
580 |
580 |
|
7 |
5 |
19 |
47 |
117 |
224 |
580 |
580 |
|
8 |
6 |
18 |
46 |
114 |
224 |
579 |
579 |
|
9 |
6 |
18 |
45 |
112 |
223 |
578 |
578 |
|
10 |
7 |
19 |
44 |
111 |
222 |
578 |
578 |
|
11 |
8 |
20 |
44 |
111 |
222 |
578 |
578 |
|
12 |
9 |
21 |
44 |
111 |
222 |
577 |
577 |
|
13 |
9 |
21 |
44 |
111 |
222 |
578 |
578 |
|
14 |
10 |
22 |
45 |
111 |
222 |
578 |
578 |
|
15 |
10 |
22 |
45 |
111 |
222 |
578 |
578 |
|
16 |
12 |
22 |
45 |
111 |
222 |
578 |
578 |
|
17 |
12 |
22 |
45 |
112 |
223 |
578 |
578 |
|
18 |
13 |
23 |
45 |
112 |
223 |
578 |
578 |
|
19 |
13 |
23 |
46 |
113 |
224 |
579 |
579 |
|
20 |
14 |
24 |
47 |
113 |
225 |
580 |
580 |
|
21 |
15 |
25 |
48 |
114 |
225 |
581 |
581 |
|
22 |
16 |
26 |
49 |
115 |
226 |
582 |
582 |
|
23 |
16 |
26 |
49 |
116 |
227 |
582 |
582 |
|
24 |
16 |
27 |
50 |
116 |
227 |
583 |
583 |
|
25 |
17 |
27 |
50 |
117 |
228 |
583 |
583 |
|
26 |
18 |
28 |
51 |
117 |
228 |
584 |
584 |
|
27 |
19 |
28 |
51 |
118 |
229 |
584 |
584 |
|
28 |
19 |
29 |
51 |
118 |
229 |
584 |
584 |
|
29 |
20 |
29 |
52 |
118 |
229 |
585 |
585 |
|
30 |
20 |
30 |
52 |
119 |
230 |
585 |
585 |
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 |
70 |
97 |
180 |
293 |
649 |
1 555 |
|
2 |
55 |
71 |
98 |
181 |
294 |
650 |
1 240 |
|
3 |
56 |
73 |
98 |
172 |
290 |
645 |
1 000 |
|
4 |
56 |
74 |
100 |
172 |
288 |
643 |
817 |
|
5 |
56 |
76 |
104 |
174 |
287 |
642 |
677 |
|
6 |
57 |
78 |
107 |
177 |
286 |
642 |
642 |
|
7 |
57 |
79 |
107 |
177 |
285 |
640 |
640 |
|
8 |
56 |
79 |
106 |
175 |
284 |
639 |
639 |
|
9 |
55 |
79 |
105 |
173 |
283 |
639 |
639 |
|
10 |
54 |
79 |
104 |
171 |
282 |
637 |
637 |
|
11 |
53 |
78 |
102 |
169 |
280 |
636 |
636 |
|
12 |
52 |
77 |
101 |
167 |
278 |
634 |
634 |
|
13 |
51 |
76 |
99 |
166 |
277 |
632 |
632 |
|
14 |
49 |
75 |
97 |
164 |
275 |
631 |
631 |
|
15 |
48 |
73 |
96 |
162 |
274 |
629 |
629 |
|
16 |
46 |
71 |
94 |
161 |
272 |
627 |
627 |
|
17 |
45 |
70 |
93 |
159 |
270 |
626 |
626 |
|
18 |
43 |
69 |
91 |
158 |
269 |
625 |
625 |
|
19 |
42 |
68 |
90 |
157 |
268 |
624 |
624 |
|
20 |
42 |
67 |
90 |
156 |
267 |
623 |
623 |
|
21 |
41 |
66 |
89 |
156 |
267 |
622 |
622 |
|
22 |
40 |
66 |
89 |
155 |
266 |
622 |
622 |
|
23 |
40 |
65 |
88 |
155 |
266 |
621 |
621 |
|
24 |
39 |
64 |
87 |
154 |
265 |
620 |
620 |
|
25 |
38 |
64 |
87 |
153 |
264 |
620 |
620 |
|
26 |
38 |
63 |
86 |
152 |
263 |
619 |
619 |
|
27 |
37 |
62 |
85 |
152 |
263 |
618 |
618 |
|
28 |
36 |
62 |
84 |
151 |
262 |
618 |
618 |
|
29 |
36 |
61 |
84 |
150 |
261 |
617 |
617 |
|
30 |
35 |
61 |
83 |
150 |
261 |
616 |
616 |
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 |
113 |
129 |
156 |
239 |
352 |
708 |
1 690 |
|
2 |
114 |
130 |
157 |
240 |
354 |
709 |
1 354 |
|
3 |
117 |
134 |
159 |
233 |
351 |
706 |
1 094 |
|
4 |
119 |
137 |
163 |
235 |
351 |
706 |
895 |
|
5 |
120 |
140 |
168 |
237 |
351 |
706 |
742 |
|
6 |
121 |
142 |
171 |
241 |
350 |
706 |
706 |
|
7 |
122 |
144 |
172 |
242 |
349 |
705 |
705 |
|
8 |
121 |
143 |
171 |
239 |
349 |
704 |
704 |
|
9 |
120 |
143 |
170 |
237 |
347 |
703 |
703 |
|
10 |
119 |
143 |
169 |
235 |
346 |
702 |
702 |
|
11 |
118 |
143 |
167 |
234 |
345 |
700 |
700 |
|
12 |
116 |
141 |
165 |
232 |
343 |
698 |
698 |
|
13 |
115 |
140 |
163 |
229 |
340 |
696 |
696 |
|
14 |
112 |
138 |
161 |
227 |
338 |
694 |
694 |
|
15 |
110 |
135 |
158 |
225 |
336 |
691 |
691 |
|
16 |
107 |
132 |
155 |
222 |
333 |
688 |
688 |
|
17 |
105 |
130 |
153 |
220 |
331 |
686 |
686 |
|
18 |
102 |
128 |
151 |
217 |
328 |
684 |
684 |
|
19 |
100 |
126 |
149 |
215 |
326 |
682 |
682 |
|
20 |
99 |
124 |
147 |
213 |
324 |
680 |
680 |
|
21 |
97 |
122 |
145 |
212 |
323 |
678 |
678 |
|
22 |
95 |
121 |
143 |
210 |
321 |
676 |
676 |
|
23 |
93 |
119 |
142 |
208 |
319 |
675 |
675 |
|
24 |
92 |
117 |
140 |
206 |
317 |
673 |
673 |
|
25 |
90 |
115 |
138 |
205 |
316 |
671 |
671 |
|
26 |
88 |
114 |
136 |
203 |
314 |
669 |
669 |
|
27 |
87 |
112 |
135 |
201 |
312 |
668 |
668 |
|
28 |
85 |
110 |
133 |
200 |
311 |
666 |
666 |
|
29 |
83 |
109 |
132 |
198 |
309 |
665 |
665 |
|
30 |
82 |
107 |
130 |
197 |
308 |
663 |
663 |
2.24
Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
173 |
189 |
216 |
299 |
412 |
768 |
1 841 |
|
2 |
183 |
199 |
226 |
309 |
422 |
778 |
1 472 |
|
3 |
188 |
205 |
231 |
304 |
422 |
778 |
1 188 |
|
4 |
190 |
208 |
234 |
306 |
422 |
777 |
971 |
|
5 |
191 |
211 |
239 |
308 |
421 |
777 |
806 |
|
6 |
191 |
211 |
241 |
311 |
420 |
775 |
775 |
|
7 |
190 |
212 |
241 |
311 |
418 |
774 |
774 |
|
8 |
189 |
211 |
239 |
307 |
416 |
772 |
772 |
|
9 |
187 |
211 |
237 |
304 |
415 |
770 |
770 |
|
10 |
186 |
210 |
236 |
302 |
413 |
769 |
769 |
|
11 |
185 |
209 |
234 |
300 |
411 |
767 |
767 |
|
12 |
183 |
208 |
231 |
298 |
409 |
764 |
764 |
|
13 |
180 |
205 |
228 |
295 |
406 |
761 |
761 |
|
14 |
177 |
202 |
225 |
292 |
403 |
758 |
758 |
|
15 |
174 |
199 |
222 |
288 |
399 |
755 |
755 |
|
16 |
170 |
196 |
219 |
285 |
396 |
752 |
752 |
|
17 |
167 |
192 |
215 |
282 |
393 |
748 |
748 |
|
18 |
164 |
189 |
212 |
279 |
390 |
745 |
745 |
|
19 |
161 |
186 |
209 |
275 |
387 |
742 |
742 |
|
20 |
158 |
183 |
206 |
272 |
383 |
739 |
739 |
|
21 |
155 |
180 |
203 |
269 |
380 |
736 |
736 |
|
22 |
151 |
177 |
200 |
266 |
377 |
733 |
733 |
|
23 |
148 |
174 |
196 |
263 |
374 |
729 |
729 |
|
24 |
145 |
170 |
193 |
260 |
371 |
726 |
726 |
|
25 |
142 |
167 |
190 |
257 |
368 |
723 |
723 |
|
26 |
139 |
164 |
187 |
254 |
365 |
720 |
720 |
|
27 |
136 |
161 |
184 |
251 |
362 |
717 |
717 |
|
28 |
133 |
159 |
181 |
248 |
359 |
714 |
714 |
|
29 |
130 |
156 |
178 |
245 |
356 |
712 |
712 |
|
30 |
128 |
153 |
176 |
242 |
353 |
709 |
709 |
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 |
25 |
41 |
68 |
151 |
265 |
620 |
1 558 |
|
2 |
26 |
42 |
69 |
152 |
266 |
621 |
1 243 |
|
3 |
27 |
45 |
70 |
143 |
262 |
617 |
1 001 |
|
4 |
28 |
47 |
73 |
144 |
260 |
616 |
818 |
|
5 |
29 |
49 |
77 |
146 |
260 |
615 |
679 |
|
6 |
30 |
51 |
80 |
150 |
259 |
614 |
614 |
|
7 |
30 |
52 |
81 |
151 |
258 |
614 |
614 |
|
8 |
29 |
52 |
79 |
148 |
257 |
612 |
612 |
|
9 |
28 |
52 |
78 |
145 |
256 |
612 |
612 |
|
10 |
28 |
52 |
78 |
144 |
255 |
611 |
611 |
|
11 |
28 |
52 |
77 |
144 |
255 |
610 |
610 |
|
12 |
28 |
53 |
76 |
143 |
254 |
609 |
609 |
|
13 |
28 |
53 |
76 |
142 |
253 |
609 |
609 |
|
14 |
27 |
53 |
75 |
142 |
253 |
608 |
608 |
|
15 |
27 |
52 |
75 |
142 |
253 |
608 |
608 |
|
16 |
27 |
52 |
75 |
141 |
253 |
608 |
608 |
|
17 |
27 |
52 |
75 |
141 |
252 |
608 |
608 |
|
18 |
27 |
52 |
75 |
141 |
252 |
608 |
608 |
|
19 |
27 |
52 |
75 |
142 |
253 |
608 |
608 |
|
20 |
27 |
52 |
75 |
142 |
253 |
608 |
608 |
|
21 |
27 |
52 |
75 |
142 |
253 |
608 |
608 |
|
22 |
27 |
52 |
75 |
142 |
253 |
608 |
608 |
|
23 |
27 |
52 |
75 |
142 |
253 |
608 |
608 |
|
24 |
27 |
52 |
75 |
142 |
253 |
608 |
608 |
|
25 |
27 |
52 |
75 |
141 |
252 |
608 |
608 |
|
26 |
27 |
52 |
75 |
141 |
252 |
608 |
608 |
|
27 |
26 |
52 |
74 |
141 |
252 |
608 |
608 |
|
28 |
26 |
51 |
74 |
141 |
252 |
607 |
607 |
|
29 |
26 |
51 |
74 |
141 |
252 |
607 |
607 |
|
30 |
26 |
51 |
74 |
140 |
251 |
607 |
607 |
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 |
20 |
36 |
64 |
146 |
260 |
615 |
1 592 |
|
2 |
22 |
38 |
66 |
148 |
262 |
617 |
1 270 |
|
3 |
25 |
43 |
68 |
141 |
260 |
615 |
1 023 |
|
4 |
28 |
47 |
72 |
144 |
260 |
615 |
835 |
|
5 |
31 |
50 |
79 |
148 |
261 |
616 |
692 |
|
6 |
32 |
53 |
82 |
152 |
261 |
617 |
617 |
|
7 |
34 |
56 |
85 |
155 |
262 |
617 |
617 |
|
8 |
34 |
57 |
84 |
153 |
262 |
617 |
617 |
|
9 |
34 |
58 |
84 |
151 |
262 |
618 |
618 |
|
10 |
35 |
60 |
85 |
152 |
263 |
618 |
618 |
|
11 |
36 |
61 |
86 |
152 |
263 |
619 |
619 |
|
12 |
37 |
62 |
86 |
152 |
263 |
619 |
619 |
|
13 |
37 |
63 |
86 |
152 |
263 |
619 |
619 |
|
14 |
38 |
63 |
86 |
152 |
263 |
619 |
619 |
|
15 |
37 |
63 |
85 |
152 |
263 |
618 |
618 |
|
16 |
37 |
62 |
85 |
151 |
263 |
618 |
618 |
|
17 |
37 |
62 |
85 |
151 |
262 |
618 |
618 |
|
18 |
37 |
62 |
85 |
151 |
262 |
618 |
618 |
|
19 |
37 |
62 |
85 |
151 |
262 |
618 |
618 |
|
20 |
37 |
62 |
85 |
152 |
263 |
618 |
618 |
|
21 |
37 |
63 |
85 |
152 |
263 |
618 |
618 |
|
22 |
37 |
63 |
85 |
152 |
263 |
618 |
618 |
|
23 |
37 |
62 |
85 |
152 |
263 |
618 |
618 |
|
24 |
37 |
62 |
85 |
152 |
263 |
618 |
618 |
|
25 |
37 |
62 |
85 |
151 |
262 |
618 |
618 |
|
26 |
36 |
62 |
84 |
151 |
262 |
617 |
617 |
|
27 |
36 |
61 |
84 |
150 |
262 |
617 |
617 |
|
28 |
35 |
61 |
83 |
150 |
261 |
617 |
617 |
|
29 |
35 |
60 |
83 |
150 |
261 |
616 |
616 |
|
30 |
34 |
60 |
83 |
149 |
260 |
616 |
616 |
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 |
121 |
137 |
164 |
247 |
360 |
716 |
1 780 |
|
2 |
120 |
136 |
163 |
246 |
359 |
715 |
1 412 |
|
3 |
120 |
138 |
163 |
236 |
355 |
710 |
1 134 |
|
4 |
121 |
140 |
165 |
237 |
353 |
708 |
923 |
|
5 |
122 |
142 |
170 |
239 |
352 |
708 |
763 |
|
6 |
122 |
143 |
172 |
242 |
351 |
706 |
706 |
|
7 |
122 |
144 |
173 |
243 |
350 |
705 |
705 |
|
8 |
121 |
144 |
172 |
240 |
349 |
705 |
705 |
|
9 |
120 |
144 |
170 |
237 |
348 |
704 |
704 |
|
10 |
120 |
145 |
170 |
237 |
348 |
703 |
703 |
|
11 |
120 |
145 |
169 |
236 |
347 |
703 |
703 |
|
12 |
120 |
145 |
168 |
235 |
346 |
701 |
701 |
|
13 |
119 |
144 |
167 |
234 |
345 |
700 |
700 |
|
14 |
118 |
143 |
166 |
233 |
344 |
699 |
699 |
|
15 |
116 |
141 |
164 |
231 |
342 |
697 |
697 |
|
16 |
114 |
139 |
162 |
228 |
339 |
695 |
695 |
|
17 |
111 |
136 |
159 |
226 |
337 |
692 |
692 |
|
18 |
109 |
134 |
157 |
223 |
334 |
690 |
690 |
|
19 |
106 |
132 |
155 |
221 |
332 |
688 |
688 |
|
20 |
104 |
130 |
152 |
219 |
330 |
685 |
685 |
|
21 |
102 |
127 |
150 |
217 |
328 |
683 |
683 |
|
22 |
100 |
125 |
148 |
214 |
326 |
681 |
681 |
|
23 |
98 |
123 |
146 |
212 |
323 |
679 |
679 |
|
24 |
95 |
121 |
144 |
210 |
321 |
677 |
677 |
|
25 |
93 |
119 |
141 |
208 |
319 |
674 |
674 |
|
26 |
91 |
117 |
139 |
206 |
317 |
672 |
672 |
|
27 |
89 |
114 |
137 |
204 |
315 |
670 |
670 |
|
28 |
87 |
112 |
135 |
202 |
313 |
668 |
668 |
|
29 |
85 |
111 |
133 |
200 |
311 |
666 |
666 |
|
30 |
83 |
109 |
131 |
198 |
309 |
664 |
664 |
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 |
8 |
35 |
118 |
231 |
587 |
1 534 |
|
2 |
1 |
10 |
37 |
120 |
233 |
589 |
1 225 |
|
3 |
2 |
14 |
39 |
112 |
231 |
586 |
988 |
|
4 |
2 |
17 |
43 |
115 |
231 |
586 |
808 |
|
5 |
3 |
21 |
49 |
118 |
232 |
587 |
670 |
|
6 |
4 |
24 |
53 |
123 |
232 |
588 |
588 |
|
7 |
5 |
27 |
56 |
126 |
233 |
588 |
588 |
|
8 |
6 |
28 |
55 |
123 |
233 |
588 |
588 |
|
9 |
6 |
28 |
55 |
122 |
233 |
588 |
588 |
|
10 |
8 |
30 |
55 |
122 |
233 |
588 |
588 |
|
11 |
8 |
30 |
55 |
121 |
233 |
588 |
588 |
|
12 |
9 |
31 |
55 |
121 |
232 |
588 |
588 |
|
13 |
9 |
31 |
54 |
121 |
232 |
588 |
588 |
|
14 |
10 |
32 |
54 |
121 |
232 |
587 |
587 |
|
15 |
11 |
31 |
54 |
121 |
232 |
587 |
587 |
|
16 |
12 |
31 |
54 |
120 |
231 |
587 |
587 |
|
17 |
12 |
31 |
54 |
120 |
231 |
587 |
587 |
|
18 |
13 |
31 |
54 |
120 |
231 |
587 |
587 |
|
19 |
13 |
31 |
54 |
121 |
232 |
587 |
587 |
|
20 |
15 |
32 |
55 |
121 |
232 |
588 |
588 |
|
21 |
15 |
33 |
55 |
122 |
233 |
588 |
588 |
|
22 |
16 |
33 |
56 |
122 |
233 |
589 |
589 |
|
23 |
16 |
33 |
56 |
123 |
234 |
589 |
589 |
|
24 |
17 |
34 |
57 |
123 |
234 |
590 |
590 |
|
25 |
18 |
34 |
57 |
123 |
234 |
590 |
590 |
|
26 |
18 |
34 |
57 |
124 |
235 |
590 |
590 |
|
27 |
19 |
35 |
57 |
124 |
235 |
590 |
590 |
|
28 |
19 |
35 |
57 |
124 |
235 |
591 |
591 |
|
29 |
20 |
35 |
58 |
124 |
235 |
591 |
591 |
|
30 |
21 |
35 |
58 |
124 |
235 |
591 |
591 |
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 |
51 |
78 |
161 |
274 |
630 |
1 537 |
|
2 |
35 |
51 |
78 |
161 |
275 |
630 |
1 225 |
|
3 |
35 |
53 |
78 |
151 |
270 |
625 |
987 |
|
4 |
35 |
54 |
80 |
152 |
268 |
623 |
805 |
|
5 |
36 |
56 |
84 |
153 |
266 |
622 |
667 |
|
6 |
39 |
60 |
89 |
159 |
268 |
623 |
623 |
|
7 |
36 |
58 |
87 |
157 |
264 |
620 |
620 |
|
8 |
41 |
63 |
91 |
159 |
268 |
624 |
624 |
|
9 |
40 |
63 |
90 |
157 |
267 |
623 |
623 |
|
10 |
34 |
58 |
83 |
150 |
261 |
617 |
617 |
|
11 |
29 |
54 |
78 |
145 |
256 |
611 |
611 |
|
12 |
26 |
51 |
75 |
141 |
252 |
608 |
608 |
|
13 |
24 |
49 |
72 |
139 |
250 |
605 |
605 |
|
14 |
22 |
47 |
70 |
137 |
248 |
603 |
603 |
|
15 |
20 |
46 |
68 |
135 |
246 |
602 |
602 |
|
16 |
19 |
44 |
67 |
133 |
244 |
600 |
600 |
|
17 |
18 |
43 |
66 |
133 |
244 |
599 |
599 |
|
18 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
19 |
17 |
42 |
65 |
131 |
243 |
598 |
598 |
|
20 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
21 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
22 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
23 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
24 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
25 |
17 |
42 |
65 |
132 |
243 |
598 |
598 |
|
26 |
18 |
42 |
65 |
131 |
243 |
598 |
598 |
|
27 |
19 |
42 |
65 |
131 |
242 |
598 |
598 |
|
28 |
19 |
42 |
65 |
131 |
242 |
598 |
598 |
|
29 |
20 |
42 |
65 |
131 |
242 |
598 |
598 |
|
30 |
20 |
42 |
65 |
131 |
242 |
598 |
598 |
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 |
229 |
312 |
425 |
781 |
1 780 |
|
2 |
183 |
199 |
226 |
309 |
423 |
778 |
1 418 |
|
3 |
180 |
198 |
223 |
296 |
415 |
770 |
1 142 |
|
4 |
178 |
196 |
222 |
294 |
410 |
765 |
932 |
|
5 |
175 |
194 |
223 |
292 |
405 |
760 |
772 |
|
6 |
171 |
192 |
222 |
292 |
401 |
756 |
756 |
|
7 |
169 |
191 |
219 |
289 |
396 |
752 |
752 |
|
8 |
164 |
187 |
214 |
283 |
392 |
748 |
748 |
|
9 |
160 |
184 |
210 |
277 |
388 |
744 |
744 |
|
10 |
157 |
181 |
206 |
273 |
384 |
740 |
740 |
|
11 |
153 |
178 |
203 |
269 |
380 |
736 |
736 |
|
12 |
150 |
175 |
199 |
265 |
376 |
732 |
732 |
|
13 |
147 |
172 |
195 |
261 |
372 |
728 |
728 |
|
14 |
143 |
168 |
191 |
258 |
369 |
724 |
724 |
|
15 |
140 |
165 |
188 |
254 |
365 |
721 |
721 |
|
16 |
136 |
162 |
184 |
251 |
362 |
717 |
717 |
|
17 |
133 |
158 |
181 |
248 |
359 |
714 |
714 |
|
18 |
130 |
156 |
178 |
245 |
356 |
711 |
711 |
|
19 |
127 |
153 |
176 |
242 |
353 |
709 |
709 |
|
20 |
125 |
150 |
173 |
240 |
351 |
706 |
706 |
|
21 |
122 |
148 |
171 |
237 |
348 |
704 |
704 |
|
22 |
120 |
145 |
168 |
235 |
346 |
701 |
701 |
|
23 |
117 |
143 |
166 |
232 |
343 |
699 |
699 |
|
24 |
115 |
140 |
163 |
230 |
341 |
696 |
696 |
|
25 |
113 |
138 |
161 |
227 |
338 |
694 |
694 |
|
26 |
110 |
136 |
158 |
225 |
336 |
691 |
691 |
|
27 |
108 |
133 |
156 |
223 |
334 |
689 |
689 |
|
28 |
106 |
131 |
154 |
221 |
332 |
687 |
687 |
|
29 |
104 |
129 |
152 |
219 |
330 |
685 |
685 |
|
30 |
102 |
127 |
150 |
217 |
328 |
683 |
683 |
2.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
27 |
53 |
113 |
250 |
605 |
1 526 |
|
2 |
8 |
27 |
53 |
113 |
250 |
605 |
1 218 |
|
3 |
9 |
30 |
54 |
107 |
248 |
603 |
982 |
|
4 |
12 |
34 |
58 |
104 |
249 |
604 |
803 |
|
5 |
16 |
41 |
63 |
106 |
250 |
605 |
665 |
|
6 |
18 |
44 |
67 |
101 |
251 |
606 |
606 |
|
7 |
19 |
46 |
66 |
94 |
251 |
607 |
607 |
|
8 |
16 |
44 |
64 |
92 |
251 |
607 |
607 |
|
9 |
17 |
45 |
66 |
96 |
252 |
607 |
607 |
|
10 |
19 |
48 |
69 |
100 |
252 |
607 |
607 |
|
11 |
20 |
50 |
71 |
103 |
252 |
607 |
607 |
|
12 |
22 |
52 |
72 |
104 |
252 |
608 |
608 |
|
13 |
23 |
54 |
72 |
104 |
252 |
608 |
608 |
|
14 |
23 |
54 |
72 |
104 |
252 |
608 |
608 |
|
15 |
23 |
54 |
72 |
104 |
252 |
608 |
608 |
|
16 |
23 |
54 |
72 |
104 |
252 |
607 |
607 |
|
17 |
23 |
54 |
72 |
104 |
252 |
608 |
608 |
|
18 |
23 |
54 |
72 |
104 |
252 |
608 |
608 |
|
19 |
23 |
54 |
72 |
104 |
252 |
608 |
608 |
|
20 |
23 |
54 |
72 |
104 |
253 |
608 |
608 |
|
21 |
23 |
54 |
72 |
104 |
253 |
609 |
609 |
|
22 |
23 |
54 |
72 |
104 |
253 |
609 |
609 |
|
23 |
23 |
54 |
72 |
104 |
254 |
609 |
609 |
|
24 |
23 |
54 |
72 |
104 |
254 |
609 |
609 |
|
25 |
23 |
54 |
72 |
104 |
254 |
609 |
609 |
|
26 |
23 |
54 |
72 |
104 |
254 |
609 |
609 |
|
27 |
23 |
54 |
72 |
104 |
254 |
609 |
609 |
|
28 |
23 |
54 |
72 |
104 |
254 |
609 |
609 |
|
29 |
23 |
54 |
72 |
104 |
254 |
609 |
609 |
|
30 |
23 |
54 |
72 |
104 |
253 |
609 |
609 |
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 |
5 |
13 |
96 |
209 |
565 |
1 507 |
|
2 |
1 |
6 |
12 |
94 |
208 |
563 |
1 201 |
|
3 |
2 |
6 |
11 |
84 |
203 |
558 |
966 |
|
4 |
2 |
8 |
13 |
84 |
200 |
556 |
789 |
|
5 |
3 |
9 |
17 |
86 |
200 |
555 |
653 |
|
6 |
4 |
9 |
20 |
90 |
199 |
555 |
555 |
|
7 |
5 |
10 |
22 |
92 |
199 |
555 |
555 |
|
8 |
6 |
12 |
21 |
90 |
199 |
555 |
555 |
|
9 |
6 |
12 |
22 |
89 |
199 |
555 |
555 |
|
10 |
7 |
13 |
23 |
89 |
200 |
555 |
555 |
|
11 |
8 |
13 |
24 |
89 |
200 |
555 |
555 |
|
12 |
9 |
15 |
26 |
89 |
200 |
556 |
556 |
|
13 |
9 |
16 |
28 |
90 |
201 |
556 |
556 |
|
14 |
10 |
16 |
29 |
90 |
201 |
556 |
556 |
|
15 |
10 |
17 |
31 |
90 |
201 |
557 |
557 |
|
16 |
12 |
18 |
32 |
90 |
202 |
557 |
557 |
|
17 |
12 |
19 |
33 |
91 |
202 |
557 |
557 |
|
18 |
13 |
19 |
35 |
91 |
202 |
558 |
558 |
|
19 |
13 |
20 |
36 |
92 |
203 |
558 |
558 |
|
20 |
14 |
21 |
38 |
93 |
204 |
559 |
559 |
|
21 |
15 |
22 |
40 |
93 |
205 |
560 |
560 |
|
22 |
15 |
23 |
41 |
94 |
205 |
561 |
561 |
|
23 |
16 |
23 |
42 |
95 |
206 |
561 |
561 |
|
24 |
16 |
25 |
43 |
95 |
206 |
561 |
561 |
|
25 |
17 |
25 |
44 |
95 |
206 |
562 |
562 |
|
26 |
18 |
26 |
46 |
95 |
207 |
562 |
562 |
|
27 |
19 |
26 |
48 |
96 |
207 |
562 |
562 |
|
28 |
19 |
28 |
49 |
96 |
207 |
562 |
562 |
|
29 |
19 |
29 |
50 |
96 |
207 |
562 |
562 |
|
30 |
20 |
29 |
51 |
96 |
207 |
563 |
563 |
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 |
0 |
15 |
22 |
46 |
170 |
308 |
2 979 |
|
2 |
0 |
15 |
22 |
46 |
170 |
343 |
2 237 |
|
3 |
1 |
16 |
25 |
51 |
164 |
354 |
1 700 |
|
4 |
1 |
17 |
28 |
55 |
162 |
353 |
1 319 |
|
5 |
2 |
19 |
31 |
57 |
162 |
344 |
1 048 |
|
6 |
2 |
22 |
34 |
60 |
162 |
330 |
852 |
|
7 |
4 |
25 |
36 |
62 |
162 |
315 |
705 |
|
8 |
4 |
25 |
37 |
65 |
162 |
298 |
593 |
|
9 |
4 |
26 |
39 |
68 |
162 |
282 |
505 |
|
10 |
5 |
27 |
40 |
70 |
162 |
265 |
435 |
|
11 |
5 |
27 |
41 |
71 |
162 |
255 |
378 |
|
12 |
5 |
27 |
41 |
71 |
162 |
255 |
331 |
|
13 |
5 |
27 |
41 |
71 |
162 |
255 |
292 |
|
14 |
6 |
27 |
41 |
71 |
162 |
255 |
259 |
|
15 |
7 |
27 |
44 |
71 |
162 |
255 |
255 |
|
16 |
7 |
27 |
47 |
71 |
162 |
255 |
255 |
|
17 |
7 |
27 |
50 |
71 |
162 |
255 |
255 |
|
18 |
8 |
27 |
51 |
71 |
162 |
255 |
255 |
|
19 |
8 |
27 |
54 |
71 |
162 |
255 |
255 |
|
20 |
9 |
27 |
57 |
71 |
162 |
255 |
255 |
|
21 |
9 |
27 |
60 |
71 |
162 |
255 |
255 |
|
22 |
9 |
27 |
62 |
71 |
162 |
255 |
255 |
|
23 |
10 |
27 |
65 |
73 |
162 |
255 |
255 |
|
24 |
10 |
27 |
68 |
76 |
162 |
255 |
255 |
|
25 |
11 |
27 |
71 |
78 |
162 |
255 |
255 |
|
26 |
11 |
27 |
74 |
80 |
162 |
255 |
255 |
|
27 |
12 |
27 |
76 |
83 |
162 |
255 |
255 |
|
28 |
12 |
27 |
79 |
85 |
162 |
255 |
255 |
|
29 |
13 |
28 |
82 |
88 |
162 |
255 |
255 |
|
30 |
13 |
28 |
84 |
90 |
162 |
255 |
255 |
3.2
Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
20 |
26 |
50 |
174 |
309 |
2 993 |
|
2 |
7 |
22 |
29 |
53 |
176 |
344 |
2 250 |
|
3 |
7 |
23 |
31 |
58 |
171 |
356 |
1 709 |
|
4 |
7 |
24 |
35 |
62 |
168 |
355 |
1 326 |
|
5 |
7 |
25 |
38 |
63 |
168 |
345 |
1 053 |
|
6 |
8 |
28 |
40 |
66 |
168 |
332 |
855 |
|
7 |
9 |
30 |
41 |
67 |
167 |
316 |
708 |
|
8 |
9 |
30 |
42 |
70 |
167 |
299 |
595 |
|
9 |
9 |
31 |
43 |
72 |
166 |
282 |
506 |
|
10 |
9 |
31 |
44 |
74 |
166 |
265 |
436 |
|
11 |
9 |
31 |
44 |
75 |
165 |
259 |
379 |
|
12 |
8 |
30 |
44 |
74 |
165 |
258 |
332 |
|
13 |
8 |
30 |
43 |
74 |
164 |
258 |
292 |
|
14 |
7 |
29 |
43 |
73 |
164 |
257 |
259 |
|
15 |
7 |
29 |
44 |
73 |
163 |
257 |
257 |
|
16 |
7 |
28 |
47 |
72 |
163 |
256 |
256 |
|
17 |
7 |
28 |
50 |
72 |
162 |
256 |
256 |
|
18 |
8 |
28 |
52 |
72 |
162 |
255 |
255 |
|
19 |
8 |
28 |
54 |
72 |
162 |
255 |
255 |
|
20 |
9 |
28 |
57 |
72 |
163 |
256 |
256 |
|
21 |
9 |
28 |
60 |
72 |
163 |
256 |
256 |
|
22 |
9 |
29 |
62 |
72 |
163 |
256 |
256 |
|
23 |
10 |
29 |
65 |
74 |
163 |
256 |
256 |
|
24 |
10 |
29 |
69 |
77 |
163 |
257 |
257 |
|
25 |
11 |
29 |
71 |
79 |
163 |
257 |
257 |
|
26 |
11 |
29 |
74 |
82 |
163 |
257 |
257 |
|
27 |
12 |
29 |
76 |
83 |
163 |
257 |
257 |
|
28 |
12 |
29 |
80 |
86 |
163 |
257 |
257 |
|
29 |
13 |
29 |
82 |
88 |
163 |
257 |
257 |
|
30 |
13 |
29 |
85 |
90 |
163 |
257 |
257 |
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 |
46 |
170 |
308 |
2 978 |
|
2 |
0 |
15 |
22 |
46 |
170 |
343 |
2 237 |
|
3 |
1 |
16 |
24 |
51 |
164 |
354 |
1 699 |
|
4 |
1 |
17 |
28 |
55 |
162 |
353 |
1 319 |
|
5 |
2 |
19 |
31 |
57 |
162 |
344 |
1 048 |
|
6 |
2 |
22 |
34 |
60 |
162 |
330 |
851 |
|
7 |
4 |
24 |
36 |
62 |
162 |
315 |
705 |
|
8 |
4 |
25 |
37 |
65 |
162 |
298 |
593 |
|
9 |
4 |
26 |
38 |
68 |
162 |
282 |
505 |
|
10 |
5 |
27 |
40 |
70 |
162 |
265 |
435 |
|
11 |
5 |
27 |
40 |
71 |
162 |
255 |
378 |
|
12 |
5 |
27 |
40 |
71 |
162 |
255 |
331 |
|
13 |
5 |
27 |
40 |
71 |
162 |
255 |
292 |
|
14 |
6 |
27 |
41 |
71 |
162 |
255 |
259 |
|
15 |
7 |
27 |
44 |
71 |
162 |
255 |
255 |
|
16 |
7 |
27 |
47 |
71 |
162 |
255 |
255 |
|
17 |
7 |
27 |
50 |
71 |
162 |
255 |
255 |
|
18 |
8 |
27 |
51 |
71 |
162 |
255 |
255 |
|
19 |
8 |
27 |
54 |
71 |
162 |
255 |
255 |
|
20 |
9 |
27 |
57 |
71 |
162 |
255 |
255 |
|
21 |
9 |
27 |
60 |
71 |
162 |
255 |
255 |
|
22 |
9 |
27 |
62 |
71 |
162 |
255 |
255 |
|
23 |
10 |
27 |
65 |
73 |
162 |
255 |
255 |
|
24 |
10 |
27 |
68 |
76 |
162 |
255 |
255 |
|
25 |
11 |
27 |
71 |
78 |
162 |
255 |
255 |
|
26 |
11 |
27 |
74 |
80 |
162 |
255 |
255 |
|
27 |
12 |
27 |
76 |
83 |
162 |
255 |
255 |
|
28 |
12 |
27 |
79 |
85 |
162 |
255 |
255 |
|
29 |
12 |
28 |
82 |
88 |
162 |
255 |
255 |
|
30 |
13 |
28 |
84 |
90 |
162 |
255 |
255 |
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 |
84 |
99 |
106 |
130 |
253 |
349 |
3 041 |
|
2 |
78 |
93 |
100 |
124 |
248 |
350 |
2 290 |
|
3 |
80 |
96 |
105 |
132 |
245 |
363 |
1 743 |
|
4 |
77 |
94 |
105 |
132 |
239 |
362 |
1 355 |
|
5 |
75 |
93 |
106 |
131 |
236 |
353 |
1 079 |
|
6 |
74 |
94 |
106 |
132 |
234 |
340 |
878 |
|
7 |
73 |
94 |
105 |
131 |
231 |
325 |
727 |
|
8 |
71 |
93 |
104 |
132 |
229 |
322 |
612 |
|
9 |
70 |
92 |
105 |
134 |
228 |
321 |
522 |
|
10 |
66 |
89 |
102 |
132 |
223 |
317 |
450 |
|
11 |
64 |
86 |
99 |
129 |
220 |
314 |
391 |
|
12 |
62 |
84 |
97 |
128 |
219 |
312 |
343 |
|
13 |
61 |
83 |
96 |
127 |
218 |
311 |
311 |
|
14 |
60 |
83 |
96 |
126 |
217 |
310 |
310 |
|
15 |
60 |
82 |
95 |
126 |
217 |
310 |
310 |
|
16 |
59 |
81 |
95 |
125 |
216 |
309 |
309 |
|
17 |
58 |
81 |
94 |
124 |
215 |
308 |
308 |
|
18 |
58 |
80 |
93 |
124 |
214 |
307 |
307 |
|
19 |
57 |
79 |
92 |
123 |
213 |
307 |
307 |
|
20 |
56 |
78 |
91 |
122 |
213 |
306 |
306 |
|
21 |
55 |
77 |
91 |
121 |
212 |
305 |
305 |
|
22 |
54 |
76 |
90 |
120 |
211 |
304 |
304 |
|
23 |
53 |
75 |
89 |
119 |
210 |
303 |
303 |
|
24 |
52 |
74 |
88 |
118 |
209 |
302 |
302 |
|
25 |
51 |
73 |
87 |
117 |
208 |
301 |
301 |
|
26 |
50 |
72 |
86 |
116 |
207 |
300 |
300 |
|
27 |
49 |
71 |
85 |
115 |
206 |
299 |
299 |
|
28 |
48 |
70 |
83 |
114 |
205 |
298 |
298 |
|
29 |
47 |
69 |
85 |
113 |
204 |
297 |
297 |
|
30 |
46 |
68 |
87 |
112 |
202 |
296 |
296 |
3.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
20 |
26 |
50 |
174 |
306 |
2 964 |
|
2 |
6 |
21 |
28 |
52 |
176 |
341 |
2 229 |
|
3 |
7 |
23 |
32 |
58 |
171 |
354 |
1 696 |
|
4 |
7 |
24 |
35 |
63 |
169 |
353 |
1 319 |
|
5 |
8 |
27 |
39 |
65 |
169 |
344 |
1 050 |
|
6 |
10 |
29 |
41 |
68 |
169 |
332 |
854 |
|
7 |
11 |
32 |
43 |
69 |
169 |
316 |
708 |
|
8 |
11 |
32 |
43 |
71 |
168 |
300 |
596 |
|
9 |
10 |
32 |
45 |
74 |
168 |
284 |
508 |
|
10 |
10 |
32 |
46 |
75 |
167 |
267 |
438 |
|
11 |
10 |
32 |
45 |
76 |
167 |
260 |
381 |
|
12 |
9 |
32 |
45 |
75 |
166 |
259 |
334 |
|
13 |
9 |
31 |
44 |
75 |
166 |
259 |
294 |
|
14 |
8 |
31 |
44 |
75 |
165 |
258 |
261 |
|
15 |
8 |
30 |
44 |
74 |
165 |
258 |
258 |
|
16 |
7 |
29 |
47 |
73 |
164 |
257 |
257 |
|
17 |
8 |
29 |
50 |
73 |
164 |
257 |
257 |
|
18 |
8 |
29 |
53 |
73 |
164 |
257 |
257 |
|
19 |
8 |
29 |
56 |
73 |
164 |
257 |
257 |
|
20 |
9 |
29 |
58 |
73 |
164 |
257 |
257 |
|
21 |
9 |
30 |
61 |
74 |
164 |
258 |
258 |
|
22 |
10 |
30 |
64 |
74 |
165 |
258 |
258 |
|
23 |
10 |
30 |
67 |
75 |
165 |
258 |
258 |
|
24 |
10 |
30 |
69 |
77 |
165 |
258 |
258 |
|
25 |
11 |
30 |
72 |
79 |
165 |
258 |
258 |
|
26 |
11 |
30 |
75 |
82 |
165 |
258 |
258 |
|
27 |
12 |
30 |
78 |
85 |
165 |
258 |
258 |
|
28 |
12 |
30 |
80 |
87 |
165 |
258 |
258 |
|
29 |
13 |
30 |
84 |
89 |
165 |
258 |
258 |
|
30 |
13 |
30 |
86 |
91 |
165 |
258 |
258 |
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 |
63 |
70 |
94 |
218 |
315 |
3 058 |
|
2 |
52 |
67 |
74 |
98 |
221 |
353 |
2 308 |
|
3 |
56 |
72 |
81 |
107 |
220 |
366 |
1 758 |
|
4 |
58 |
75 |
86 |
113 |
220 |
365 |
1 367 |
|
5 |
59 |
77 |
90 |
115 |
220 |
357 |
1 089 |
|
6 |
61 |
80 |
92 |
118 |
220 |
344 |
887 |
|
7 |
61 |
82 |
93 |
119 |
219 |
329 |
736 |
|
8 |
60 |
81 |
93 |
121 |
218 |
312 |
620 |
|
9 |
59 |
81 |
93 |
122 |
216 |
309 |
529 |
|
10 |
57 |
80 |
93 |
123 |
214 |
308 |
456 |
|
11 |
56 |
78 |
92 |
122 |
213 |
306 |
397 |
|
12 |
54 |
76 |
90 |
120 |
211 |
304 |
348 |
|
13 |
53 |
75 |
88 |
119 |
209 |
303 |
306 |
|
14 |
51 |
73 |
87 |
117 |
208 |
301 |
301 |
|
15 |
50 |
72 |
85 |
116 |
207 |
300 |
300 |
|
16 |
49 |
71 |
84 |
115 |
205 |
299 |
299 |
|
17 |
48 |
70 |
83 |
114 |
204 |
298 |
298 |
|
18 |
47 |
69 |
82 |
113 |
203 |
297 |
297 |
|
19 |
46 |
68 |
82 |
112 |
203 |
296 |
296 |
|
20 |
45 |
67 |
81 |
111 |
202 |
295 |
295 |
|
21 |
45 |
67 |
80 |
111 |
201 |
294 |
294 |
|
22 |
44 |
66 |
79 |
110 |
201 |
294 |
294 |
|
23 |
43 |
65 |
79 |
109 |
200 |
293 |
293 |
|
24 |
42 |
64 |
78 |
108 |
199 |
292 |
292 |
|
25 |
41 |
63 |
77 |
107 |
198 |
291 |
291 |
|
26 |
40 |
63 |
77 |
106 |
197 |
290 |
290 |
|
27 |
40 |
62 |
80 |
106 |
196 |
289 |
289 |
|
28 |
39 |
61 |
83 |
105 |
195 |
289 |
289 |
|
29 |
38 |
60 |
86 |
104 |
195 |
288 |
288 |
|
30 |
37 |
59 |
89 |
103 |
194 |
287 |
287 |
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 |
15 |
21 |
45 |
169 |
307 |
2 976 |
|
2 |
0 |
15 |
21 |
45 |
169 |
342 |
2 235 |
|
3 |
1 |
15 |
24 |
50 |
163 |
354 |
1 698 |
|
4 |
1 |
16 |
27 |
54 |
161 |
353 |
1 318 |
|
5 |
2 |
18 |
30 |
56 |
161 |
343 |
1 047 |
|
6 |
2 |
21 |
33 |
59 |
161 |
330 |
851 |
|
7 |
3 |
24 |
35 |
61 |
161 |
315 |
705 |
|
8 |
3 |
24 |
36 |
64 |
161 |
298 |
593 |
|
9 |
4 |
25 |
38 |
67 |
161 |
281 |
505 |
|
10 |
4 |
26 |
39 |
69 |
161 |
265 |
435 |
|
11 |
5 |
26 |
40 |
70 |
161 |
254 |
378 |
|
12 |
5 |
26 |
40 |
70 |
161 |
254 |
331 |
|
13 |
5 |
26 |
40 |
70 |
161 |
254 |
292 |
|
14 |
6 |
26 |
41 |
70 |
161 |
254 |
258 |
|
15 |
7 |
26 |
44 |
70 |
161 |
254 |
254 |
|
16 |
7 |
26 |
47 |
70 |
161 |
254 |
254 |
|
17 |
7 |
26 |
50 |
70 |
161 |
254 |
254 |
|
18 |
8 |
26 |
51 |
70 |
161 |
254 |
254 |
|
19 |
8 |
26 |
54 |
70 |
161 |
254 |
254 |
|
20 |
9 |
26 |
57 |
70 |
161 |
254 |
254 |
|
21 |
9 |
26 |
60 |
70 |
161 |
254 |
254 |
|
22 |
9 |
26 |
62 |
71 |
161 |
254 |
254 |
|
23 |
10 |
26 |
65 |
73 |
161 |
254 |
254 |
|
24 |
10 |
26 |
68 |
76 |
161 |
254 |
254 |
|
25 |
11 |
26 |
71 |
78 |
161 |
254 |
254 |
|
26 |
11 |
26 |
74 |
80 |
161 |
254 |
254 |
|
27 |
12 |
26 |
76 |
83 |
161 |
254 |
254 |
|
28 |
12 |
27 |
79 |
85 |
161 |
254 |
254 |
|
29 |
12 |
28 |
82 |
88 |
161 |
254 |
254 |
|
30 |
13 |
28 |
84 |
90 |
161 |
254 |
254 |
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 |
188 |
312 |
3 021 |
|
2 |
0 |
11 |
23 |
46 |
188 |
347 |
2 271 |
|
3 |
1 |
10 |
24 |
51 |
182 |
359 |
1 726 |
|
4 |
1 |
13 |
27 |
57 |
179 |
358 |
1 340 |
|
5 |
2 |
15 |
29 |
59 |
178 |
349 |
1 065 |
|
6 |
2 |
18 |
33 |
60 |
177 |
335 |
865 |
|
7 |
3 |
21 |
36 |
60 |
176 |
319 |
716 |
|
8 |
3 |
23 |
37 |
59 |
175 |
303 |
602 |
|
9 |
6 |
31 |
41 |
58 |
174 |
286 |
513 |
|
10 |
8 |
34 |
41 |
56 |
173 |
269 |
442 |
|
11 |
7 |
32 |
40 |
55 |
172 |
265 |
384 |
|
12 |
5 |
31 |
40 |
55 |
171 |
264 |
336 |
|
13 |
5 |
30 |
40 |
55 |
170 |
263 |
296 |
|
14 |
6 |
30 |
42 |
55 |
170 |
263 |
263 |
|
15 |
7 |
30 |
44 |
55 |
169 |
262 |
262 |
|
16 |
7 |
30 |
47 |
57 |
167 |
260 |
260 |
|
17 |
8 |
30 |
50 |
60 |
166 |
259 |
259 |
|
18 |
8 |
30 |
53 |
62 |
166 |
259 |
259 |
|
19 |
8 |
30 |
55 |
65 |
166 |
259 |
259 |
|
20 |
9 |
30 |
58 |
67 |
166 |
259 |
259 |
|
21 |
9 |
30 |
61 |
70 |
166 |
260 |
260 |
|
22 |
9 |
30 |
64 |
72 |
166 |
259 |
259 |
|
23 |
10 |
30 |
66 |
75 |
166 |
259 |
259 |
|
24 |
10 |
30 |
69 |
77 |
165 |
259 |
259 |
|
25 |
11 |
30 |
71 |
79 |
165 |
258 |
258 |
|
26 |
11 |
30 |
74 |
82 |
165 |
258 |
258 |
|
27 |
12 |
30 |
76 |
83 |
164 |
257 |
257 |
|
28 |
12 |
30 |
80 |
86 |
164 |
257 |
257 |
|
29 |
13 |
30 |
82 |
88 |
164 |
257 |
257 |
|
30 |
13 |
30 |
85 |
90 |
163 |
256 |
256 |
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 |
85 |
100 |
107 |
131 |
255 |
350 |
3 028 |
|
2 |
82 |
97 |
104 |
128 |
252 |
350 |
2 288 |
|
3 |
79 |
95 |
104 |
130 |
243 |
364 |
1 748 |
|
4 |
76 |
93 |
104 |
131 |
238 |
364 |
1 362 |
|
5 |
73 |
92 |
104 |
129 |
234 |
356 |
1 086 |
|
6 |
72 |
92 |
104 |
130 |
232 |
343 |
884 |
|
7 |
71 |
91 |
103 |
129 |
229 |
328 |
732 |
|
8 |
68 |
89 |
101 |
129 |
226 |
319 |
617 |
|
9 |
66 |
88 |
100 |
129 |
223 |
316 |
526 |
|
10 |
64 |
86 |
100 |
130 |
221 |
314 |
453 |
|
11 |
63 |
85 |
98 |
129 |
219 |
313 |
394 |
|
12 |
61 |
83 |
96 |
127 |
218 |
311 |
345 |
|
13 |
59 |
81 |
95 |
125 |
216 |
309 |
309 |
|
14 |
57 |
80 |
93 |
124 |
214 |
307 |
307 |
|
15 |
56 |
78 |
91 |
122 |
213 |
306 |
306 |
|
16 |
55 |
77 |
90 |
121 |
211 |
305 |
305 |
|
17 |
53 |
76 |
89 |
120 |
210 |
303 |
303 |
|
18 |
52 |
75 |
88 |
118 |
209 |
302 |
302 |
|
19 |
51 |
74 |
87 |
118 |
208 |
301 |
301 |
|
20 |
51 |
73 |
86 |
117 |
207 |
300 |
300 |
|
21 |
50 |
72 |
85 |
116 |
206 |
300 |
300 |
|
22 |
49 |
71 |
84 |
115 |
205 |
299 |
299 |
|
23 |
48 |
70 |
83 |
114 |
204 |
298 |
298 |
|
24 |
47 |
69 |
82 |
113 |
203 |
297 |
297 |
|
25 |
46 |
68 |
81 |
112 |
202 |
296 |
296 |
|
26 |
45 |
67 |
80 |
111 |
201 |
295 |
295 |
|
27 |
44 |
66 |
79 |
110 |
200 |
294 |
294 |
|
28 |
43 |
65 |
83 |
109 |
199 |
293 |
293 |
|
29 |
42 |
64 |
85 |
108 |
198 |
292 |
292 |
|
30 |
41 |
63 |
88 |
107 |
198 |
291 |
291 |
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 |
57 |
71 |
78 |
102 |
226 |
322 |
3 053 |
|
2 |
55 |
70 |
77 |
101 |
224 |
351 |
2 297 |
|
3 |
53 |
69 |
77 |
104 |
217 |
363 |
1 747 |
|
4 |
51 |
68 |
79 |
106 |
213 |
363 |
1 360 |
|
5 |
49 |
68 |
80 |
106 |
210 |
355 |
1 083 |
|
6 |
49 |
68 |
80 |
106 |
208 |
341 |
880 |
|
7 |
49 |
69 |
80 |
107 |
206 |
325 |
729 |
|
8 |
47 |
68 |
80 |
107 |
205 |
308 |
613 |
|
9 |
45 |
67 |
80 |
109 |
203 |
296 |
523 |
|
10 |
44 |
67 |
80 |
110 |
201 |
295 |
450 |
|
11 |
44 |
66 |
79 |
110 |
200 |
294 |
391 |
|
12 |
43 |
65 |
78 |
109 |
199 |
293 |
343 |
|
13 |
42 |
64 |
78 |
108 |
199 |
292 |
302 |
|
14 |
41 |
63 |
77 |
107 |
198 |
291 |
291 |
|
15 |
41 |
63 |
76 |
107 |
197 |
290 |
290 |
|
16 |
39 |
62 |
75 |
106 |
196 |
289 |
289 |
|
17 |
39 |
61 |
74 |
105 |
195 |
289 |
289 |
|
18 |
38 |
60 |
74 |
104 |
195 |
288 |
288 |
|
19 |
37 |
60 |
73 |
104 |
194 |
287 |
287 |
|
20 |
37 |
59 |
73 |
103 |
194 |
287 |
287 |
|
21 |
37 |
59 |
73 |
103 |
194 |
287 |
287 |
|
22 |
37 |
59 |
72 |
103 |
193 |
286 |
286 |
|
23 |
36 |
58 |
72 |
102 |
193 |
286 |
286 |
|
24 |
35 |
58 |
71 |
102 |
192 |
285 |
285 |
|
25 |
35 |
57 |
73 |
101 |
192 |
285 |
285 |
|
26 |
34 |
56 |
76 |
100 |
191 |
284 |
284 |
|
27 |
34 |
56 |
79 |
100 |
190 |
283 |
283 |
|
28 |
33 |
55 |
81 |
99 |
190 |
283 |
283 |
|
29 |
32 |
54 |
85 |
98 |
189 |
282 |
282 |
|
30 |
32 |
54 |
87 |
98 |
188 |
281 |
281 |
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 |
25 |
40 |
47 |
71 |
195 |
312 |
3 024 |
|
2 |
26 |
41 |
48 |
72 |
195 |
348 |
2 273 |
|
3 |
24 |
40 |
49 |
76 |
189 |
359 |
1 726 |
|
4 |
23 |
40 |
51 |
78 |
185 |
358 |
1 339 |
|
5 |
23 |
42 |
54 |
79 |
184 |
349 |
1 065 |
|
6 |
24 |
43 |
55 |
82 |
183 |
335 |
865 |
|
7 |
25 |
45 |
56 |
83 |
183 |
319 |
716 |
|
8 |
24 |
45 |
57 |
85 |
182 |
303 |
602 |
|
9 |
24 |
45 |
58 |
87 |
181 |
286 |
513 |
|
10 |
23 |
45 |
59 |
89 |
180 |
273 |
442 |
|
11 |
23 |
45 |
58 |
89 |
179 |
273 |
384 |
|
12 |
22 |
44 |
57 |
88 |
179 |
272 |
336 |
|
13 |
21 |
43 |
57 |
87 |
178 |
271 |
296 |
|
14 |
20 |
42 |
56 |
86 |
177 |
270 |
270 |
|
15 |
19 |
42 |
55 |
86 |
176 |
269 |
269 |
|
16 |
18 |
41 |
54 |
85 |
175 |
268 |
268 |
|
17 |
18 |
40 |
53 |
84 |
175 |
268 |
268 |
|
18 |
17 |
40 |
53 |
83 |
174 |
267 |
267 |
|
19 |
17 |
39 |
56 |
83 |
174 |
267 |
267 |
|
20 |
17 |
39 |
58 |
83 |
174 |
267 |
267 |
|
21 |
17 |
39 |
61 |
83 |
174 |
267 |
267 |
|
22 |
17 |
39 |
64 |
83 |
174 |
267 |
267 |
|
23 |
17 |
39 |
66 |
83 |
174 |
267 |
267 |
|
24 |
17 |
39 |
69 |
83 |
173 |
267 |
267 |
|
25 |
16 |
39 |
72 |
83 |
173 |
266 |
266 |
|
26 |
16 |
38 |
75 |
82 |
173 |
266 |
266 |
|
27 |
16 |
38 |
78 |
85 |
173 |
266 |
266 |
|
28 |
16 |
38 |
80 |
87 |
172 |
266 |
266 |
|
29 |
15 |
38 |
83 |
89 |
172 |
265 |
265 |
|
30 |
15 |
37 |
86 |
92 |
172 |
265 |
265 |
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 |
149 |
305 |
2 951 |
|
2 |
0 |
1 |
6 |
26 |
150 |
340 |
2 216 |
|
3 |
1 |
2 |
10 |
31 |
144 |
351 |
1 683 |
|
4 |
1 |
3 |
13 |
35 |
142 |
350 |
1 306 |
|
5 |
2 |
4 |
16 |
37 |
142 |
341 |
1 038 |
|
6 |
2 |
5 |
19 |
40 |
142 |
327 |
843 |
|
7 |
3 |
6 |
22 |
42 |
142 |
312 |
698 |
|
8 |
3 |
7 |
24 |
45 |
142 |
295 |
587 |
|
9 |
4 |
8 |
27 |
48 |
142 |
279 |
500 |
|
10 |
4 |
9 |
30 |
50 |
142 |
262 |
431 |
|
11 |
5 |
10 |
33 |
52 |
143 |
246 |
374 |
|
12 |
5 |
11 |
36 |
51 |
142 |
235 |
328 |
|
13 |
5 |
12 |
38 |
52 |
143 |
236 |
289 |
|
14 |
6 |
13 |
41 |
52 |
143 |
236 |
256 |
|
15 |
7 |
14 |
44 |
53 |
141 |
234 |
234 |
|
16 |
7 |
15 |
46 |
56 |
140 |
233 |
233 |
|
17 |
7 |
16 |
48 |
59 |
140 |
233 |
233 |
|
18 |
8 |
17 |
51 |
62 |
140 |
233 |
233 |
|
19 |
8 |
17 |
54 |
63 |
141 |
234 |
234 |
|
20 |
9 |
19 |
57 |
65 |
141 |
235 |
235 |
|
21 |
9 |
20 |
59 |
68 |
142 |
235 |
235 |
|
22 |
9 |
20 |
62 |
71 |
142 |
235 |
235 |
|
23 |
10 |
22 |
65 |
73 |
142 |
235 |
235 |
|
24 |
10 |
23 |
67 |
75 |
142 |
235 |
235 |
|
25 |
11 |
23 |
70 |
77 |
142 |
235 |
235 |
|
26 |
11 |
25 |
72 |
80 |
142 |
235 |
235 |
|
27 |
11 |
25 |
75 |
82 |
144 |
235 |
235 |
|
28 |
12 |
26 |
78 |
84 |
145 |
235 |
235 |
|
29 |
12 |
27 |
81 |
86 |
146 |
235 |
235 |
|
30 |
13 |
28 |
84 |
89 |
148 |
235 |
235 |
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 |
64 |
88 |
212 |
318 |
3 090 |
|
2 |
42 |
57 |
64 |
88 |
212 |
354 |
2 321 |
|
3 |
41 |
57 |
66 |
92 |
205 |
366 |
1 762 |
|
4 |
40 |
57 |
68 |
95 |
202 |
364 |
1 368 |
|
5 |
40 |
58 |
70 |
96 |
201 |
355 |
1 086 |
|
6 |
40 |
60 |
72 |
98 |
200 |
341 |
882 |
|
7 |
41 |
61 |
72 |
99 |
198 |
325 |
730 |
|
8 |
40 |
61 |
73 |
100 |
197 |
308 |
613 |
|
9 |
39 |
61 |
73 |
102 |
196 |
290 |
522 |
|
10 |
38 |
61 |
74 |
104 |
195 |
289 |
449 |
|
11 |
38 |
60 |
73 |
104 |
194 |
288 |
390 |
|
12 |
37 |
59 |
72 |
103 |
194 |
287 |
342 |
|
13 |
36 |
58 |
72 |
102 |
193 |
286 |
301 |
|
14 |
35 |
58 |
71 |
102 |
192 |
285 |
285 |
|
15 |
35 |
57 |
70 |
101 |
191 |
285 |
285 |
|
16 |
34 |
56 |
69 |
100 |
190 |
284 |
284 |
|
17 |
33 |
55 |
69 |
99 |
190 |
283 |
283 |
|
18 |
33 |
55 |
68 |
99 |
189 |
282 |
282 |
|
19 |
32 |
54 |
68 |
98 |
189 |
282 |
282 |
|
20 |
32 |
54 |
67 |
98 |
189 |
282 |
282 |
|
21 |
32 |
54 |
67 |
98 |
188 |
282 |
282 |
|
22 |
31 |
54 |
67 |
98 |
188 |
281 |
281 |
|
23 |
31 |
53 |
67 |
97 |
188 |
281 |
281 |
|
24 |
30 |
53 |
70 |
97 |
187 |
280 |
280 |
|
25 |
30 |
52 |
73 |
96 |
187 |
280 |
280 |
|
26 |
29 |
52 |
75 |
95 |
186 |
279 |
279 |
|
27 |
29 |
51 |
78 |
95 |
185 |
279 |
279 |
|
28 |
28 |
50 |
81 |
94 |
185 |
278 |
278 |
|
29 |
28 |
50 |
84 |
94 |
184 |
277 |
277 |
|
30 |
27 |
49 |
87 |
93 |
184 |
277 |
277 |
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 |
8 |
23 |
30 |
54 |
178 |
315 |
3 052 |
|
2 |
13 |
28 |
34 |
58 |
182 |
350 |
2 294 |
|
3 |
15 |
31 |
40 |
67 |
180 |
363 |
1 744 |
|
4 |
18 |
35 |
46 |
73 |
180 |
361 |
1 354 |
|
5 |
20 |
39 |
51 |
77 |
181 |
352 |
1 076 |
|
6 |
20 |
39 |
51 |
77 |
179 |
338 |
874 |
|
7 |
26 |
46 |
57 |
84 |
183 |
322 |
723 |
|
8 |
24 |
45 |
57 |
85 |
182 |
305 |
608 |
|
9 |
25 |
47 |
60 |
89 |
183 |
288 |
518 |
|
10 |
28 |
50 |
63 |
93 |
184 |
278 |
445 |
|
11 |
29 |
51 |
65 |
95 |
186 |
279 |
387 |
|
12 |
30 |
52 |
65 |
96 |
187 |
280 |
339 |
|
13 |
30 |
53 |
66 |
96 |
187 |
280 |
299 |
|
14 |
31 |
53 |
66 |
97 |
187 |
281 |
281 |
|
15 |
31 |
53 |
66 |
97 |
188 |
281 |
281 |
|
16 |
30 |
52 |
66 |
96 |
187 |
280 |
280 |
|
17 |
30 |
52 |
66 |
96 |
187 |
280 |
280 |
|
18 |
29 |
52 |
65 |
95 |
186 |
279 |
279 |
|
19 |
29 |
51 |
64 |
95 |
186 |
279 |
279 |
|
20 |
29 |
51 |
64 |
95 |
186 |
279 |
279 |
|
21 |
29 |
51 |
64 |
95 |
186 |
279 |
279 |
|
22 |
29 |
51 |
64 |
95 |
185 |
279 |
279 |
|
23 |
28 |
50 |
67 |
94 |
185 |
278 |
278 |
|
24 |
28 |
50 |
69 |
94 |
185 |
278 |
278 |
|
25 |
27 |
50 |
73 |
94 |
184 |
277 |
277 |
|
26 |
27 |
49 |
75 |
93 |
184 |
277 |
277 |
|
27 |
26 |
49 |
78 |
93 |
183 |
276 |
276 |
|
28 |
26 |
48 |
81 |
92 |
183 |
276 |
276 |
|
29 |
25 |
48 |
84 |
92 |
182 |
275 |
275 |
|
30 |
25 |
47 |
87 |
92 |
182 |
275 |
275 |
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 |
7 |
22 |
29 |
53 |
177 |
312 |
3 027 |
|
2 |
9 |
24 |
30 |
54 |
178 |
348 |
2 274 |
|
3 |
9 |
25 |
34 |
61 |
174 |
360 |
1 727 |
|
4 |
10 |
27 |
38 |
65 |
172 |
358 |
1 340 |
|
5 |
11 |
29 |
41 |
67 |
172 |
349 |
1 064 |
|
6 |
13 |
32 |
44 |
70 |
172 |
335 |
865 |
|
7 |
14 |
35 |
46 |
72 |
172 |
319 |
716 |
|
8 |
14 |
35 |
47 |
75 |
172 |
303 |
602 |
|
9 |
15 |
37 |
49 |
78 |
172 |
286 |
513 |
|
10 |
15 |
38 |
51 |
81 |
172 |
269 |
442 |
|
11 |
16 |
38 |
51 |
82 |
173 |
266 |
384 |
|
12 |
16 |
38 |
52 |
82 |
173 |
266 |
336 |
|
13 |
16 |
39 |
52 |
82 |
173 |
266 |
296 |
|
14 |
16 |
39 |
52 |
83 |
173 |
266 |
266 |
|
15 |
17 |
39 |
52 |
83 |
173 |
266 |
266 |
|
16 |
16 |
38 |
52 |
82 |
173 |
266 |
266 |
|
17 |
16 |
38 |
52 |
82 |
173 |
266 |
266 |
|
18 |
16 |
38 |
53 |
82 |
173 |
266 |
266 |
|
19 |
16 |
38 |
56 |
82 |
173 |
266 |
266 |
|
20 |
16 |
39 |
58 |
83 |
173 |
266 |
266 |
|
21 |
17 |
39 |
61 |
83 |
173 |
266 |
266 |
|
22 |
16 |
39 |
64 |
83 |
173 |
266 |
266 |
|
23 |
16 |
38 |
66 |
82 |
173 |
266 |
266 |
|
24 |
16 |
38 |
69 |
82 |
173 |
266 |
266 |
|
25 |
16 |
38 |
71 |
82 |
172 |
266 |
266 |
|
26 |
15 |
38 |
74 |
82 |
172 |
265 |
265 |
|
27 |
15 |
37 |
77 |
84 |
172 |
265 |
265 |
|
28 |
15 |
37 |
80 |
86 |
171 |
265 |
265 |
|
29 |
14 |
37 |
83 |
89 |
171 |
264 |
264 |
|
30 |
14 |
36 |
86 |
91 |
171 |
264 |
264 |
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 |
44 |
59 |
66 |
90 |
213 |
325 |
3 164 |
|
2 |
47 |
62 |
69 |
93 |
216 |
363 |
2 381 |
|
3 |
49 |
65 |
74 |
100 |
213 |
375 |
1 811 |
|
4 |
50 |
67 |
78 |
105 |
212 |
374 |
1 407 |
|
5 |
51 |
70 |
82 |
107 |
212 |
365 |
1 118 |
|
6 |
53 |
73 |
85 |
111 |
213 |
351 |
908 |
|
7 |
55 |
75 |
86 |
113 |
212 |
334 |
752 |
|
8 |
54 |
75 |
87 |
115 |
212 |
317 |
632 |
|
9 |
54 |
76 |
88 |
118 |
212 |
305 |
538 |
|
10 |
55 |
77 |
90 |
120 |
211 |
305 |
463 |
|
11 |
54 |
77 |
90 |
120 |
211 |
304 |
402 |
|
12 |
54 |
76 |
89 |
120 |
210 |
304 |
352 |
|
13 |
53 |
75 |
88 |
119 |
210 |
303 |
310 |
|
14 |
52 |
74 |
87 |
118 |
209 |
302 |
302 |
|
15 |
51 |
73 |
86 |
117 |
208 |
301 |
301 |
|
16 |
50 |
72 |
86 |
116 |
207 |
300 |
300 |
|
17 |
49 |
71 |
85 |
115 |
206 |
299 |
299 |
|
18 |
48 |
71 |
84 |
115 |
205 |
298 |
298 |
|
19 |
48 |
70 |
83 |
114 |
204 |
298 |
298 |
|
20 |
47 |
69 |
83 |
113 |
204 |
297 |
297 |
|
21 |
46 |
68 |
82 |
112 |
203 |
296 |
296 |
|
22 |
45 |
68 |
81 |
112 |
202 |
295 |
295 |
|
23 |
45 |
67 |
80 |
111 |
201 |
294 |
294 |
|
24 |
44 |
66 |
79 |
110 |
200 |
294 |
294 |
|
25 |
43 |
65 |
78 |
109 |
199 |
293 |
293 |
|
26 |
42 |
64 |
77 |
108 |
199 |
292 |
292 |
|
27 |
41 |
63 |
80 |
107 |
198 |
291 |
291 |
|
28 |
40 |
62 |
83 |
106 |
197 |
290 |
290 |
|
29 |
39 |
61 |
86 |
105 |
196 |
289 |
289 |
|
30 |
38 |
61 |
89 |
104 |
195 |
288 |
288 |
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 |
121 |
244 |
340 |
3 202 |
|
2 |
79 |
94 |
101 |
125 |
249 |
367 |
2 411 |
|
3 |
79 |
95 |
104 |
130 |
243 |
380 |
1 834 |
|
4 |
78 |
95 |
106 |
133 |
240 |
379 |
1 425 |
|
5 |
80 |
99 |
111 |
136 |
241 |
369 |
1 132 |
|
6 |
82 |
102 |
114 |
140 |
242 |
355 |
919 |
|
7 |
84 |
105 |
116 |
142 |
242 |
339 |
761 |
|
8 |
85 |
106 |
118 |
146 |
243 |
336 |
640 |
|
9 |
86 |
108 |
120 |
150 |
244 |
337 |
546 |
|
10 |
87 |
109 |
122 |
152 |
244 |
337 |
471 |
|
11 |
86 |
108 |
122 |
152 |
243 |
336 |
409 |
|
12 |
85 |
108 |
121 |
151 |
242 |
335 |
358 |
|
13 |
84 |
106 |
120 |
150 |
241 |
334 |
334 |
|
14 |
83 |
105 |
118 |
149 |
239 |
332 |
332 |
|
15 |
81 |
103 |
117 |
147 |
238 |
331 |
331 |
|
16 |
80 |
102 |
115 |
146 |
236 |
329 |
329 |
|
17 |
78 |
100 |
114 |
144 |
235 |
328 |
328 |
|
18 |
77 |
99 |
112 |
143 |
233 |
327 |
327 |
|
19 |
75 |
98 |
111 |
141 |
232 |
325 |
325 |
|
20 |
74 |
96 |
110 |
140 |
231 |
324 |
324 |
|
21 |
73 |
95 |
108 |
139 |
229 |
323 |
323 |
|
22 |
71 |
93 |
107 |
137 |
228 |
321 |
321 |
|
23 |
70 |
92 |
105 |
136 |
226 |
320 |
320 |
|
24 |
68 |
90 |
104 |
134 |
225 |
318 |
318 |
|
25 |
67 |
89 |
102 |
133 |
223 |
316 |
316 |
|
26 |
65 |
87 |
101 |
131 |
222 |
315 |
315 |
|
27 |
63 |
86 |
99 |
130 |
220 |
313 |
313 |
|
28 |
62 |
84 |
97 |
128 |
219 |
312 |
312 |
|
29 |
60 |
83 |
96 |
127 |
217 |
310 |
310 |
|
30 |
59 |
81 |
95 |
125 |
216 |
309 |
309 |
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 |
0 |
15 |
22 |
46 |
170 |
311 |
3 013 |
|
2 |
3 |
18 |
25 |
49 |
173 |
347 |
2 269 |
|
3 |
5 |
21 |
30 |
57 |
170 |
360 |
1 726 |
|
4 |
7 |
24 |
35 |
63 |
169 |
358 |
1 340 |
|
5 |
10 |
28 |
40 |
66 |
171 |
349 |
1 066 |
|
6 |
12 |
31 |
43 |
70 |
171 |
336 |
865 |
|
7 |
14 |
35 |
46 |
72 |
172 |
320 |
716 |
|
8 |
14 |
35 |
47 |
75 |
172 |
303 |
602 |
|
9 |
15 |
37 |
49 |
78 |
172 |
286 |
512 |
|
10 |
15 |
37 |
51 |
81 |
172 |
269 |
441 |
|
11 |
16 |
38 |
51 |
81 |
172 |
265 |
383 |
|
12 |
15 |
37 |
51 |
81 |
172 |
265 |
335 |
|
13 |
15 |
37 |
50 |
81 |
171 |
265 |
295 |
|
14 |
14 |
36 |
50 |
80 |
171 |
264 |
264 |
|
15 |
13 |
35 |
49 |
79 |
170 |
263 |
263 |
|
16 |
12 |
34 |
48 |
78 |
169 |
262 |
262 |
|
17 |
12 |
34 |
50 |
78 |
169 |
262 |
262 |
|
18 |
11 |
34 |
53 |
77 |
168 |
261 |
261 |
|
19 |
11 |
33 |
55 |
77 |
168 |
261 |
261 |
|
20 |
11 |
33 |
58 |
77 |
168 |
261 |
261 |
|
21 |
11 |
34 |
61 |
78 |
168 |
261 |
261 |
|
22 |
11 |
34 |
64 |
78 |
168 |
261 |
261 |
|
23 |
11 |
34 |
66 |
78 |
168 |
261 |
261 |
|
24 |
11 |
34 |
69 |
77 |
168 |
261 |
261 |
|
25 |
11 |
33 |
72 |
79 |
168 |
261 |
261 |
|
26 |
11 |
33 |
75 |
82 |
168 |
261 |
261 |
|
27 |
12 |
33 |
78 |
84 |
168 |
261 |
261 |
|
28 |
12 |
33 |
80 |
86 |
168 |
261 |
261 |
|
29 |
13 |
33 |
83 |
89 |
167 |
261 |
261 |
|
30 |
13 |
33 |
86 |
91 |
167 |
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 |
85 |
100 |
107 |
131 |
255 |
350 |
3 339 |
|
2 |
86 |
101 |
107 |
131 |
255 |
381 |
2 518 |
|
3 |
85 |
101 |
110 |
136 |
249 |
395 |
1 916 |
|
4 |
84 |
101 |
112 |
140 |
246 |
394 |
1 488 |
|
5 |
85 |
103 |
115 |
141 |
246 |
384 |
1 182 |
|
6 |
86 |
105 |
117 |
143 |
245 |
369 |
960 |
|
7 |
87 |
107 |
118 |
145 |
244 |
352 |
794 |
|
8 |
86 |
108 |
119 |
147 |
244 |
337 |
667 |
|
9 |
86 |
108 |
120 |
149 |
243 |
336 |
567 |
|
10 |
85 |
107 |
120 |
150 |
242 |
335 |
488 |
|
11 |
83 |
105 |
119 |
149 |
240 |
333 |
423 |
|
12 |
81 |
103 |
117 |
147 |
238 |
331 |
370 |
|
13 |
79 |
101 |
115 |
145 |
236 |
329 |
329 |
|
14 |
77 |
99 |
113 |
143 |
234 |
327 |
327 |
|
15 |
75 |
98 |
111 |
142 |
232 |
325 |
325 |
|
16 |
73 |
95 |
109 |
139 |
230 |
323 |
323 |
|
17 |
72 |
94 |
107 |
138 |
228 |
321 |
321 |
|
18 |
70 |
92 |
106 |
136 |
227 |
320 |
320 |
|
19 |
69 |
91 |
104 |
135 |
225 |
318 |
318 |
|
20 |
68 |
90 |
103 |
134 |
224 |
317 |
317 |
|
21 |
67 |
89 |
102 |
133 |
223 |
317 |
317 |
|
22 |
66 |
88 |
101 |
132 |
222 |
315 |
315 |
|
23 |
64 |
87 |
100 |
131 |
221 |
314 |
314 |
|
24 |
63 |
86 |
99 |
129 |
220 |
313 |
313 |
|
25 |
62 |
84 |
98 |
128 |
219 |
312 |
312 |
|
26 |
61 |
83 |
97 |
127 |
218 |
311 |
311 |
|
27 |
60 |
82 |
96 |
126 |
217 |
310 |
310 |
|
28 |
59 |
81 |
95 |
125 |
216 |
309 |
309 |
|
29 |
58 |
80 |
94 |
124 |
215 |
308 |
308 |
|
30 |
57 |
79 |
93 |
123 |
214 |
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 |
357 |
372 |
379 |
403 |
527 |
622 |
3 177 |
|
2 |
70 |
85 |
91 |
115 |
239 |
365 |
2 398 |
|
3 |
72 |
88 |
97 |
123 |
236 |
380 |
1 833 |
|
4 |
75 |
92 |
103 |
130 |
237 |
380 |
1 426 |
|
5 |
77 |
95 |
108 |
133 |
238 |
371 |
1 135 |
|
6 |
79 |
99 |
111 |
137 |
239 |
357 |
924 |
|
7 |
82 |
102 |
113 |
140 |
239 |
341 |
765 |
|
8 |
82 |
104 |
115 |
143 |
240 |
333 |
643 |
|
9 |
83 |
105 |
117 |
147 |
240 |
334 |
548 |
|
10 |
83 |
105 |
119 |
148 |
240 |
333 |
472 |
|
11 |
83 |
106 |
119 |
149 |
240 |
333 |
410 |
|
12 |
83 |
106 |
119 |
150 |
240 |
333 |
359 |
|
13 |
84 |
106 |
119 |
150 |
241 |
334 |
334 |
|
14 |
84 |
107 |
120 |
151 |
241 |
334 |
334 |
|
15 |
85 |
107 |
121 |
151 |
242 |
335 |
335 |
|
16 |
86 |
108 |
122 |
152 |
243 |
336 |
336 |
|
17 |
87 |
110 |
123 |
153 |
244 |
337 |
337 |
|
18 |
88 |
111 |
124 |
155 |
245 |
338 |
338 |
|
19 |
89 |
112 |
125 |
156 |
246 |
339 |
339 |
|
20 |
90 |
112 |
126 |
156 |
247 |
340 |
340 |
|
21 |
90 |
113 |
126 |
157 |
247 |
340 |
340 |
|
22 |
90 |
112 |
126 |
156 |
247 |
340 |
340 |
|
23 |
90 |
112 |
125 |
156 |
247 |
340 |
340 |
|
24 |
89 |
111 |
125 |
155 |
246 |
339 |
339 |
|
25 |
88 |
110 |
124 |
154 |
245 |
338 |
338 |
|
26 |
87 |
109 |
123 |
153 |
244 |
337 |
337 |
|
27 |
86 |
108 |
122 |
152 |
243 |
336 |
336 |
|
28 |
85 |
107 |
120 |
151 |
241 |
335 |
335 |
|
29 |
83 |
106 |
119 |
150 |
240 |
333 |
333 |
|
30 |
82 |
104 |
118 |
148 |
239 |
332 |
332 |
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 |
3 |
10 |
34 |
158 |
309 |
2 995 |
|
2 |
0 |
3 |
10 |
34 |
158 |
345 |
2 252 |
|
3 |
1 |
3 |
12 |
39 |
152 |
357 |
1 711 |
|
4 |
1 |
4 |
14 |
42 |
148 |
355 |
1 328 |
|
5 |
2 |
5 |
17 |
43 |
148 |
346 |
1 055 |
|
6 |
2 |
7 |
19 |
45 |
147 |
332 |
857 |
|
7 |
3 |
9 |
22 |
47 |
146 |
317 |
709 |
|
8 |
3 |
9 |
25 |
48 |
145 |
300 |
596 |
|
9 |
4 |
9 |
28 |
51 |
144 |
283 |
508 |
|
10 |
4 |
9 |
30 |
52 |
144 |
266 |
437 |
|
11 |
5 |
11 |
33 |
53 |
144 |
250 |
380 |
|
12 |
5 |
11 |
36 |
53 |
144 |
237 |
333 |
|
13 |
5 |
13 |
39 |
53 |
144 |
237 |
293 |
|
14 |
6 |
13 |
41 |
53 |
144 |
237 |
260 |
|
15 |
7 |
14 |
44 |
55 |
144 |
237 |
237 |
|
16 |
7 |
16 |
47 |
57 |
144 |
237 |
237 |
|
17 |
7 |
16 |
50 |
60 |
144 |
238 |
238 |
|
18 |
8 |
17 |
53 |
62 |
145 |
238 |
238 |
|
19 |
8 |
19 |
55 |
65 |
145 |
239 |
239 |
|
20 |
9 |
19 |
58 |
67 |
146 |
240 |
240 |
|
21 |
9 |
20 |
61 |
70 |
147 |
240 |
240 |
|
22 |
9 |
21 |
64 |
72 |
148 |
241 |
241 |
|
23 |
10 |
22 |
66 |
74 |
149 |
242 |
242 |
|
24 |
10 |
23 |
69 |
77 |
149 |
242 |
242 |
|
25 |
11 |
24 |
71 |
79 |
150 |
243 |
243 |
|
26 |
11 |
25 |
74 |
82 |
150 |
243 |
243 |
|
27 |
12 |
26 |
77 |
84 |
150 |
244 |
244 |
|
28 |
12 |
27 |
80 |
86 |
151 |
244 |
244 |
|
29 |
13 |
28 |
82 |
88 |
151 |
244 |
244 |
|
30 |
13 |
29 |
86 |
91 |
152 |
245 |
245 |
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 |
94 |
218 |
318 |
3 083 |
|
2 |
49 |
64 |
71 |
95 |
219 |
354 |
2 317 |
|
3 |
49 |
65 |
73 |
100 |
213 |
366 |
1 762 |
|
4 |
48 |
65 |
76 |
103 |
210 |
365 |
1 368 |
|
5 |
48 |
66 |
78 |
104 |
209 |
356 |
1 087 |
|
6 |
49 |
68 |
80 |
106 |
208 |
342 |
883 |
|
7 |
49 |
69 |
80 |
107 |
206 |
326 |
731 |
|
8 |
48 |
69 |
81 |
109 |
206 |
309 |
615 |
|
9 |
48 |
69 |
82 |
111 |
205 |
298 |
524 |
|
10 |
47 |
69 |
82 |
112 |
204 |
297 |
451 |
|
11 |
45 |
67 |
81 |
111 |
202 |
295 |
392 |
|
12 |
43 |
66 |
79 |
110 |
200 |
293 |
343 |
|
13 |
42 |
64 |
77 |
108 |
199 |
292 |
302 |
|
14 |
40 |
62 |
76 |
106 |
197 |
290 |
290 |
|
15 |
39 |
61 |
74 |
105 |
195 |
288 |
288 |
|
16 |
37 |
59 |
72 |
103 |
193 |
287 |
287 |
|
17 |
35 |
58 |
71 |
102 |
192 |
285 |
285 |
|
18 |
34 |
56 |
70 |
100 |
191 |
284 |
284 |
|
19 |
33 |
55 |
69 |
99 |
190 |
283 |
283 |
|
20 |
33 |
55 |
68 |
99 |
189 |
282 |
282 |
|
21 |
32 |
54 |
68 |
98 |
189 |
282 |
282 |
|
22 |
31 |
54 |
67 |
97 |
188 |
281 |
281 |
|
23 |
31 |
53 |
68 |
97 |
187 |
281 |
281 |
|
24 |
30 |
52 |
70 |
96 |
187 |
280 |
280 |
|
25 |
29 |
51 |
73 |
95 |
186 |
279 |
279 |
|
26 |
29 |
51 |
76 |
95 |
185 |
278 |
278 |
|
27 |
28 |
50 |
79 |
94 |
185 |
278 |
278 |
|
28 |
27 |
49 |
81 |
93 |
184 |
277 |
277 |
|
29 |
27 |
49 |
85 |
93 |
183 |
276 |
276 |
|
30 |
26 |
48 |
87 |
93 |
183 |
276 |
276 |
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 |
108 |
123 |
130 |
154 |
277 |
373 |
3 363 |
|
2 |
109 |
124 |
131 |
155 |
278 |
385 |
2 542 |
|
3 |
110 |
126 |
135 |
161 |
274 |
399 |
1 937 |
|
4 |
110 |
127 |
138 |
165 |
272 |
398 |
1 505 |
|
5 |
111 |
130 |
142 |
167 |
272 |
389 |
1 196 |
|
6 |
113 |
132 |
144 |
170 |
272 |
374 |
972 |
|
7 |
114 |
134 |
145 |
172 |
271 |
364 |
804 |
|
8 |
113 |
134 |
146 |
173 |
270 |
363 |
676 |
|
9 |
112 |
134 |
146 |
175 |
269 |
362 |
575 |
|
10 |
111 |
133 |
147 |
176 |
268 |
361 |
495 |
|
11 |
110 |
132 |
145 |
176 |
266 |
360 |
429 |
|
12 |
108 |
130 |
143 |
174 |
264 |
358 |
376 |
|
13 |
106 |
128 |
141 |
172 |
262 |
355 |
355 |
|
14 |
103 |
125 |
139 |
169 |
260 |
353 |
353 |
|
15 |
101 |
123 |
136 |
167 |
258 |
351 |
351 |
|
16 |
98 |
120 |
134 |
164 |
255 |
348 |
348 |
|
17 |
96 |
118 |
131 |
162 |
252 |
346 |
346 |
|
18 |
93 |
116 |
129 |
159 |
250 |
343 |
343 |
|
19 |
91 |
113 |
127 |
157 |
248 |
341 |
341 |
|
20 |
90 |
112 |
125 |
156 |
246 |
339 |
339 |
|
21 |
88 |
110 |
123 |
154 |
245 |
338 |
338 |
|
22 |
86 |
108 |
122 |
152 |
243 |
336 |
336 |
|
23 |
84 |
106 |
120 |
150 |
241 |
334 |
334 |
|
24 |
82 |
105 |
118 |
149 |
239 |
332 |
332 |
|
25 |
81 |
103 |
116 |
147 |
237 |
331 |
331 |
|
26 |
79 |
101 |
115 |
145 |
236 |
329 |
329 |
|
27 |
77 |
100 |
113 |
143 |
234 |
327 |
327 |
|
28 |
76 |
98 |
111 |
142 |
233 |
326 |
326 |
|
29 |
74 |
96 |
110 |
140 |
231 |
324 |
324 |
|
30 |
73 |
95 |
108 |
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 |
168 |
183 |
190 |
214 |
337 |
433 |
3 681 |
|
2 |
177 |
192 |
199 |
223 |
347 |
443 |
2 777 |
|
3 |
181 |
197 |
206 |
232 |
345 |
441 |
2 114 |
|
4 |
182 |
199 |
210 |
237 |
344 |
438 |
1 641 |
|
5 |
182 |
200 |
213 |
238 |
343 |
436 |
1 305 |
|
6 |
182 |
202 |
214 |
240 |
342 |
435 |
1 060 |
|
7 |
182 |
203 |
214 |
240 |
340 |
433 |
877 |
|
8 |
181 |
202 |
213 |
241 |
338 |
431 |
736 |
|
9 |
179 |
201 |
214 |
243 |
337 |
430 |
626 |
|
10 |
178 |
200 |
214 |
244 |
335 |
428 |
538 |
|
11 |
177 |
199 |
212 |
242 |
333 |
426 |
466 |
|
12 |
174 |
196 |
209 |
240 |
331 |
424 |
424 |
|
13 |
171 |
193 |
206 |
237 |
328 |
421 |
421 |
|
14 |
168 |
190 |
203 |
234 |
324 |
418 |
418 |
|
15 |
165 |
187 |
200 |
231 |
321 |
414 |
414 |
|
16 |
161 |
183 |
197 |
227 |
318 |
411 |
411 |
|
17 |
158 |
180 |
194 |
224 |
315 |
408 |
408 |
|
18 |
155 |
177 |
190 |
221 |
311 |
405 |
405 |
|
19 |
152 |
174 |
187 |
218 |
308 |
402 |
402 |
|
20 |
149 |
171 |
184 |
215 |
305 |
398 |
398 |
|
21 |
145 |
168 |
181 |
212 |
302 |
395 |
395 |
|
22 |
142 |
164 |
178 |
208 |
299 |
392 |
392 |
|
23 |
139 |
161 |
175 |
205 |
296 |
389 |
389 |
|
24 |
136 |
158 |
172 |
202 |
293 |
386 |
386 |
|
25 |
133 |
155 |
168 |
199 |
290 |
383 |
383 |
|
26 |
130 |
152 |
165 |
196 |
287 |
380 |
380 |
|
27 |
127 |
149 |
162 |
193 |
284 |
377 |
377 |
|
28 |
124 |
146 |
159 |
190 |
281 |
374 |
374 |
|
29 |
121 |
143 |
157 |
187 |
278 |
371 |
371 |
|
30 |
118 |
141 |
154 |
185 |
275 |
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 |
20 |
35 |
42 |
66 |
190 |
318 |
3 089 |
|
2 |
21 |
36 |
43 |
67 |
190 |
354 |
2 322 |
|
3 |
20 |
36 |
45 |
72 |
185 |
367 |
1 765 |
|
4 |
20 |
37 |
48 |
75 |
182 |
365 |
1 371 |
|
5 |
21 |
39 |
51 |
77 |
182 |
356 |
1 090 |
|
6 |
21 |
41 |
53 |
79 |
181 |
342 |
885 |
|
7 |
22 |
43 |
54 |
80 |
180 |
326 |
732 |
|
8 |
21 |
42 |
54 |
82 |
179 |
309 |
615 |
|
9 |
21 |
42 |
55 |
84 |
178 |
291 |
524 |
|
10 |
20 |
42 |
56 |
85 |
177 |
274 |
451 |
|
11 |
20 |
42 |
55 |
86 |
176 |
270 |
392 |
|
12 |
19 |
41 |
55 |
85 |
176 |
269 |
343 |
|
13 |
19 |
41 |
54 |
85 |
175 |
268 |
302 |
|
14 |
18 |
40 |
54 |
84 |
175 |
268 |
268 |
|
15 |
18 |
40 |
53 |
84 |
174 |
268 |
268 |
|
16 |
18 |
40 |
53 |
84 |
174 |
267 |
267 |
|
17 |
18 |
40 |
53 |
84 |
174 |
267 |
267 |
|
18 |
18 |
40 |
54 |
84 |
174 |
267 |
267 |
|
19 |
18 |
40 |
57 |
84 |
174 |
268 |
268 |
|
20 |
18 |
40 |
60 |
84 |
175 |
268 |
268 |
|
21 |
18 |
40 |
62 |
84 |
175 |
268 |
268 |
|
22 |
18 |
40 |
65 |
84 |
175 |
268 |
268 |
|
23 |
18 |
40 |
68 |
84 |
175 |
268 |
268 |
|
24 |
18 |
40 |
70 |
84 |
174 |
268 |
268 |
|
25 |
18 |
40 |
73 |
84 |
174 |
267 |
267 |
|
26 |
17 |
40 |
77 |
84 |
174 |
267 |
267 |
|
27 |
17 |
39 |
79 |
86 |
174 |
267 |
267 |
|
28 |
17 |
39 |
81 |
88 |
174 |
267 |
267 |
|
29 |
17 |
39 |
85 |
91 |
173 |
267 |
267 |
|
30 |
16 |
39 |
87 |
93 |
173 |
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 |
15 |
30 |
37 |
61 |
185 |
325 |
3 160 |
|
2 |
17 |
32 |
39 |
63 |
187 |
362 |
2 375 |
|
3 |
18 |
34 |
43 |
70 |
183 |
374 |
1 805 |
|
4 |
20 |
37 |
48 |
75 |
182 |
372 |
1 400 |
|
5 |
22 |
40 |
52 |
78 |
183 |
363 |
1 112 |
|
6 |
24 |
43 |
55 |
81 |
183 |
349 |
903 |
|
7 |
26 |
46 |
58 |
84 |
184 |
332 |
747 |
|
8 |
26 |
47 |
59 |
87 |
184 |
315 |
628 |
|
9 |
27 |
48 |
61 |
90 |
184 |
297 |
535 |
|
10 |
28 |
50 |
63 |
93 |
185 |
280 |
460 |
|
11 |
28 |
50 |
64 |
94 |
185 |
278 |
400 |
|
12 |
28 |
51 |
64 |
95 |
185 |
278 |
350 |
|
13 |
28 |
51 |
64 |
95 |
185 |
278 |
308 |
|
14 |
28 |
50 |
64 |
94 |
185 |
278 |
278 |
|
15 |
28 |
50 |
64 |
94 |
185 |
278 |
278 |
|
16 |
28 |
50 |
63 |
94 |
184 |
277 |
277 |
|
17 |
28 |
50 |
63 |
94 |
184 |
277 |
277 |
|
18 |
28 |
50 |
63 |
94 |
184 |
277 |
277 |
|
19 |
28 |
50 |
63 |
94 |
184 |
277 |
277 |
|
20 |
28 |
50 |
63 |
94 |
185 |
278 |
278 |
|
21 |
28 |
50 |
64 |
94 |
185 |
278 |
278 |
|
22 |
28 |
50 |
66 |
94 |
185 |
278 |
278 |
|
23 |
28 |
50 |
69 |
94 |
185 |
278 |
278 |
|
24 |
28 |
50 |
72 |
94 |
184 |
278 |
278 |
|
25 |
27 |
50 |
74 |
94 |
184 |
277 |
277 |
|
26 |
27 |
49 |
77 |
93 |
184 |
277 |
277 |
|
27 |
27 |
49 |
80 |
93 |
183 |
277 |
277 |
|
28 |
26 |
48 |
83 |
92 |
183 |
276 |
276 |
|
29 |
26 |
48 |
86 |
92 |
182 |
276 |
276 |
|
30 |
25 |
47 |
89 |
94 |
182 |
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 |
116 |
131 |
137 |
161 |
285 |
381 |
3 552 |
|
2 |
115 |
130 |
137 |
161 |
284 |
400 |
2 659 |
|
3 |
113 |
129 |
138 |
165 |
278 |
412 |
2 014 |
|
4 |
113 |
130 |
141 |
168 |
275 |
410 |
1 558 |
|
5 |
113 |
131 |
144 |
169 |
274 |
398 |
1 234 |
|
6 |
113 |
133 |
145 |
171 |
273 |
382 |
999 |
|
7 |
114 |
135 |
146 |
172 |
272 |
365 |
824 |
|
8 |
113 |
135 |
146 |
174 |
271 |
364 |
691 |
|
9 |
113 |
134 |
147 |
176 |
270 |
363 |
587 |
|
10 |
113 |
135 |
148 |
178 |
270 |
363 |
505 |
|
11 |
112 |
134 |
148 |
178 |
269 |
362 |
437 |
|
12 |
111 |
133 |
147 |
177 |
268 |
361 |
382 |
|
13 |
110 |
132 |
146 |
176 |
267 |
360 |
360 |
|
14 |
109 |
131 |
144 |
175 |
266 |
359 |
359 |
|
15 |
107 |
129 |
142 |
173 |
263 |
357 |
357 |
|
16 |
104 |
127 |
140 |
171 |
261 |
354 |
354 |
|
17 |
102 |
124 |
137 |
168 |
258 |
352 |
352 |
|
18 |
99 |
122 |
135 |
166 |
256 |
349 |
349 |
|
19 |
97 |
119 |
133 |
163 |
254 |
347 |
347 |
|
20 |
95 |
117 |
131 |
161 |
252 |
345 |
345 |
|
21 |
93 |
115 |
128 |
159 |
250 |
343 |
343 |
|
22 |
91 |
113 |
126 |
157 |
247 |
341 |
341 |
|
23 |
88 |
111 |
124 |
155 |
245 |
338 |
338 |
|
24 |
86 |
108 |
122 |
152 |
243 |
336 |
336 |
|
25 |
84 |
106 |
120 |
150 |
241 |
334 |
334 |
|
26 |
82 |
104 |
118 |
148 |
239 |
332 |
332 |
|
27 |
80 |
102 |
115 |
146 |
237 |
330 |
330 |
|
28 |
78 |
100 |
113 |
144 |
235 |
328 |
328 |
|
29 |
76 |
98 |
112 |
142 |
233 |
326 |
326 |
|
30 |
74 |
96 |
110 |
140 |
231 |
324 |
324 |
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 |
1 |
8 |
32 |
156 |
313 |
3 039 |
|
2 |
0 |
3 |
10 |
34 |
158 |
350 |
2 288 |
|
3 |
1 |
5 |
14 |
41 |
154 |
362 |
1 741 |
|
4 |
1 |
8 |
19 |
46 |
153 |
361 |
1 352 |
|
5 |
2 |
11 |
23 |
49 |
154 |
352 |
1 075 |
|
6 |
2 |
14 |
26 |
52 |
154 |
338 |
873 |
|
7 |
3 |
17 |
28 |
55 |
154 |
323 |
723 |
|
8 |
3 |
18 |
30 |
58 |
155 |
306 |
608 |
|
9 |
4 |
19 |
31 |
61 |
155 |
288 |
518 |
|
10 |
4 |
20 |
33 |
63 |
154 |
271 |
446 |
|
11 |
5 |
20 |
33 |
63 |
154 |
255 |
387 |
|
12 |
5 |
20 |
36 |
63 |
154 |
247 |
339 |
|
13 |
6 |
19 |
39 |
63 |
154 |
247 |
299 |
|
14 |
6 |
19 |
42 |
63 |
154 |
247 |
264 |
|
15 |
7 |
19 |
45 |
63 |
154 |
247 |
247 |
|
16 |
7 |
19 |
47 |
63 |
153 |
246 |
246 |
|
17 |
8 |
19 |
50 |
63 |
153 |
246 |
246 |
|
18 |
8 |
19 |
53 |
63 |
153 |
246 |
246 |
|
19 |
8 |
19 |
56 |
65 |
154 |
247 |
247 |
|
20 |
9 |
20 |
58 |
68 |
154 |
247 |
247 |
|
21 |
9 |
20 |
61 |
70 |
155 |
248 |
248 |
|
22 |
10 |
22 |
64 |
73 |
155 |
248 |
248 |
|
23 |
10 |
22 |
66 |
75 |
156 |
249 |
249 |
|
24 |
10 |
23 |
69 |
77 |
156 |
249 |
249 |
|
25 |
11 |
25 |
73 |
80 |
156 |
249 |
249 |
|
26 |
11 |
25 |
75 |
82 |
156 |
250 |
250 |
|
27 |
12 |
26 |
78 |
85 |
157 |
250 |
250 |
|
28 |
12 |
27 |
80 |
87 |
157 |
250 |
250 |
|
29 |
13 |
28 |
83 |
89 |
157 |
250 |
250 |
|
30 |
13 |
29 |
86 |
92 |
157 |
250 |
250 |
3.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
29 |
44 |
51 |
75 |
199 |
314 |
3 046 |
|
2 |
30 |
45 |
52 |
76 |
199 |
350 |
2 288 |
|
3 |
28 |
44 |
53 |
80 |
193 |
361 |
1 738 |
|
4 |
27 |
44 |
55 |
82 |
189 |
360 |
1 348 |
|
5 |
27 |
45 |
58 |
83 |
188 |
350 |
1 070 |
|
6 |
30 |
50 |
62 |
88 |
190 |
336 |
869 |
|
7 |
28 |
49 |
60 |
86 |
186 |
320 |
719 |
|
8 |
32 |
54 |
65 |
93 |
190 |
303 |
604 |
|
9 |
32 |
54 |
66 |
95 |
189 |
286 |
514 |
|
10 |
26 |
48 |
62 |
91 |
183 |
276 |
442 |
|
11 |
21 |
43 |
57 |
87 |
178 |
271 |
384 |
|
12 |
17 |
40 |
53 |
84 |
174 |
267 |
336 |
|
13 |
15 |
37 |
50 |
81 |
172 |
265 |
296 |
|
14 |
13 |
35 |
48 |
79 |
169 |
263 |
263 |
|
15 |
11 |
33 |
47 |
77 |
168 |
261 |
261 |
|
16 |
10 |
32 |
47 |
76 |
166 |
259 |
259 |
|
17 |
9 |
31 |
50 |
75 |
165 |
259 |
259 |
|
18 |
8 |
30 |
53 |
74 |
165 |
258 |
258 |
|
19 |
8 |
30 |
55 |
74 |
164 |
258 |
258 |
|
20 |
9 |
30 |
58 |
74 |
164 |
258 |
258 |
|
21 |
9 |
30 |
61 |
74 |
165 |
258 |
258 |
|
22 |
9 |
30 |
64 |
74 |
165 |
258 |
258 |
|
23 |
10 |
30 |
66 |
75 |
165 |
258 |
258 |
|
24 |
10 |
30 |
69 |
77 |
164 |
258 |
258 |
|
25 |
11 |
30 |
71 |
79 |
164 |
258 |
258 |
|
26 |
11 |
30 |
74 |
82 |
164 |
257 |
257 |
|
27 |
12 |
30 |
77 |
83 |
164 |
257 |
257 |
|
28 |
12 |
30 |
80 |
86 |
164 |
257 |
257 |
|
29 |
13 |
29 |
82 |
88 |
164 |
257 |
257 |
|
30 |
13 |
29 |
85 |
91 |
164 |
257 |
257 |
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 |
180 |
195 |
202 |
226 |
350 |
446 |
3 552 |
|
2 |
178 |
193 |
200 |
224 |
348 |
443 |
2 671 |
|
3 |
173 |
189 |
198 |
225 |
338 |
433 |
2 029 |
|
4 |
169 |
186 |
197 |
225 |
331 |
425 |
1 573 |
|
5 |
166 |
184 |
196 |
222 |
327 |
420 |
1 248 |
|
6 |
163 |
182 |
194 |
221 |
322 |
416 |
1 011 |
|
7 |
160 |
181 |
192 |
218 |
318 |
411 |
835 |
|
8 |
156 |
177 |
189 |
217 |
314 |
407 |
700 |
|
9 |
153 |
174 |
187 |
216 |
310 |
403 |
595 |
|
10 |
149 |
171 |
185 |
214 |
306 |
399 |
511 |
|
11 |
145 |
168 |
181 |
211 |
302 |
395 |
443 |
|
12 |
141 |
164 |
177 |
207 |
298 |
391 |
391 |
|
13 |
138 |
160 |
173 |
204 |
294 |
387 |
387 |
|
14 |
134 |
156 |
169 |
200 |
291 |
384 |
384 |
|
15 |
130 |
153 |
166 |
196 |
287 |
380 |
380 |
|
16 |
127 |
149 |
163 |
193 |
284 |
377 |
377 |
|
17 |
124 |
146 |
160 |
190 |
281 |
374 |
374 |
|
18 |
121 |
143 |
157 |
187 |
278 |
371 |
371 |
|
19 |
118 |
141 |
154 |
184 |
275 |
368 |
368 |
|
20 |
116 |
138 |
151 |
182 |
272 |
366 |
366 |
|
21 |
113 |
135 |
149 |
179 |
270 |
363 |
363 |
|
22 |
111 |
133 |
146 |
177 |
267 |
361 |
361 |
|
23 |
108 |
130 |
144 |
174 |
265 |
358 |
358 |
|
24 |
106 |
128 |
141 |
172 |
262 |
356 |
356 |
|
25 |
103 |
126 |
139 |
169 |
260 |
353 |
353 |
|
26 |
101 |
123 |
137 |
167 |
258 |
351 |
351 |
|
27 |
99 |
121 |
134 |
165 |
256 |
349 |
349 |
|
28 |
97 |
119 |
132 |
163 |
253 |
347 |
347 |
|
29 |
95 |
117 |
130 |
161 |
251 |
345 |
345 |
|
30 |
93 |
115 |
128 |
159 |
249 |
343 |
343 |
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 |
55 |
175 |
312 |
3 023 |
|
2 |
0 |
15 |
27 |
55 |
175 |
348 |
2 274 |
|
3 |
1 |
17 |
29 |
58 |
171 |
360 |
1 729 |
|
4 |
1 |
19 |
32 |
63 |
170 |
359 |
1 343 |
|
5 |
2 |
22 |
37 |
69 |
172 |
350 |
1 067 |
|
6 |
3 |
26 |
40 |
70 |
172 |
336 |
867 |
|
7 |
6 |
30 |
42 |
72 |
173 |
320 |
718 |
|
8 |
8 |
34 |
46 |
74 |
173 |
304 |
604 |
|
9 |
9 |
36 |
49 |
75 |
173 |
287 |
514 |
|
10 |
10 |
37 |
51 |
76 |
174 |
270 |
443 |
|
11 |
10 |
39 |
52 |
77 |
174 |
267 |
385 |
|
12 |
11 |
40 |
53 |
78 |
174 |
267 |
337 |
|
13 |
12 |
41 |
54 |
79 |
174 |
267 |
297 |
|
14 |
12 |
42 |
54 |
79 |
174 |
267 |
267 |
|
15 |
12 |
42 |
54 |
79 |
174 |
267 |
267 |
|
16 |
12 |
42 |
54 |
79 |
174 |
267 |
267 |
|
17 |
12 |
42 |
54 |
79 |
174 |
267 |
267 |
|
18 |
12 |
42 |
54 |
79 |
174 |
267 |
267 |
|
19 |
12 |
42 |
56 |
79 |
174 |
267 |
267 |
|
20 |
12 |
42 |
58 |
79 |
175 |
268 |
268 |
|
21 |
12 |
42 |
61 |
79 |
175 |
268 |
268 |
|
22 |
12 |
42 |
64 |
79 |
175 |
268 |
268 |
|
23 |
12 |
42 |
66 |
79 |
175 |
269 |
269 |
|
24 |
12 |
42 |
69 |
79 |
176 |
269 |
269 |
|
25 |
12 |
42 |
72 |
79 |
176 |
269 |
269 |
|
26 |
12 |
42 |
75 |
82 |
176 |
269 |
269 |
|
27 |
12 |
42 |
77 |
84 |
176 |
269 |
269 |
|
28 |
12 |
42 |
80 |
86 |
176 |
269 |
269 |
|
29 |
13 |
42 |
83 |
89 |
175 |
269 |
269 |
|
30 |
13 |
42 |
86 |
91 |
175 |
268 |
268 |
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 |
13 |
134 |
308 |
2 984 |
|
2 |
0 |
1 |
6 |
17 |
133 |
343 |
2 239 |
|
3 |
1 |
2 |
10 |
20 |
125 |
354 |
1 700 |
|
4 |
1 |
3 |
13 |
23 |
122 |
353 |
1 319 |
|
5 |
2 |
4 |
16 |
26 |
121 |
343 |
1 048 |
|
6 |
2 |
5 |
19 |
29 |
121 |
330 |
850 |
|
7 |
3 |
6 |
22 |
32 |
121 |
314 |
704 |
|
8 |
3 |
7 |
25 |
35 |
121 |
297 |
591 |
|
9 |
4 |
8 |
27 |
38 |
121 |
280 |
504 |
|
10 |
4 |
9 |
30 |
41 |
122 |
264 |
433 |
|
11 |
5 |
11 |
33 |
44 |
122 |
248 |
377 |
|
12 |
5 |
11 |
36 |
46 |
122 |
232 |
330 |
|
13 |
5 |
13 |
38 |
49 |
122 |
218 |
290 |
|
14 |
6 |
13 |
41 |
52 |
123 |
216 |
257 |
|
15 |
7 |
14 |
44 |
54 |
123 |
216 |
229 |
|
16 |
7 |
16 |
47 |
56 |
123 |
217 |
217 |
|
17 |
7 |
16 |
48 |
59 |
126 |
217 |
217 |
|
18 |
8 |
17 |
51 |
62 |
129 |
217 |
217 |
|
19 |
8 |
18 |
54 |
64 |
131 |
218 |
218 |
|
20 |
9 |
19 |
57 |
67 |
133 |
219 |
219 |
|
21 |
9 |
20 |
60 |
69 |
135 |
220 |
220 |
|
22 |
9 |
20 |
62 |
71 |
136 |
220 |
220 |
|
23 |
10 |
22 |
65 |
73 |
138 |
221 |
221 |
|
24 |
10 |
23 |
67 |
75 |
140 |
221 |
221 |
|
25 |
11 |
23 |
70 |
78 |
142 |
221 |
221 |
|
26 |
11 |
25 |
72 |
80 |
143 |
222 |
222 |
|
27 |
12 |
25 |
76 |
83 |
145 |
222 |
222 |
|
28 |
12 |
26 |
78 |
84 |
146 |
222 |
222 |
|
29 |
12 |
27 |
81 |
87 |
147 |
222 |
222 |
|
30 |
13 |
28 |
84 |
89 |
148 |
222 |
222 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
22 |
|
Euro |
Belgium |
22 |
|
Euro |
Cyprus |
22 |
|
Euro |
Estonia |
22 |
|
Euro |
Finland |
22 |
|
Euro |
France |
22 |
|
Euro |
Germany |
22 |
|
Euro |
Greece |
67 |
|
Euro |
Ireland |
22 |
|
Euro |
Italy |
22 |
|
Euro |
Latvia |
22 |
|
Euro |
Lithuania |
22 |
|
Euro |
Luxembourg |
22 |
|
Euro |
Malta |
22 |
|
Euro |
Netherlands |
22 |
|
Euro |
Portugal |
22 |
|
Euro |
Slovakia |
22 |
|
Euro |
Slovenia |
22 |
|
Euro |
Spain |
22 |
|
Czech koruna |
Czech Republic |
7 |
|
Danish krone |
Denmark |
62 |
|
Forint |
Hungary |
19 |
|
Krona |
Sweden |
4 |
|
Kuna |
Croatia |
11 |
|
Lev |
Bulgaria |
33 |
|
Pound sterling |
United Kingdom |
37 |
|
Romanian leu |
Romania |
2 |
|
Zloty |
Poland |
7 |
|
Króna |
Iceland |
11 |
|
Norwegian krone |
Norway |
16 |
|
Swiss franc |
Liechtenstein |
8 |
|
Swiss franc |
Switzerland |
8 |
|
Australian dollar |
Australia |
14 |
|
Canadian dollar |
Canada |
7 |
|
US dollar |
United States |
78 |
|
Yen |
Japan |
3 |
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