COMMISSION IMPLEMENTING REGULATION (EU) 2024/2147
of 6 August 2024
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2024 until 29 September 2024 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 |
Lev |
|
1 |
3,434 % |
4,295 % |
3,424 % |
6,265 % |
2,981 % |
3,384 % |
|
2 |
3,107 % |
3,989 % |
3,097 % |
6,399 % |
2,828 % |
3,057 % |
|
3 |
2,933 % |
3,846 % |
2,923 % |
6,518 % |
2,626 % |
2,883 % |
|
4 |
2,825 % |
3,776 % |
2,815 % |
6,611 % |
2,522 % |
2,775 % |
|
5 |
2,768 % |
3,744 % |
2,758 % |
6,666 % |
2,474 % |
2,718 % |
|
6 |
2,736 % |
3,739 % |
2,726 % |
6,703 % |
2,451 % |
2,687 % |
|
7 |
2,722 % |
3,746 % |
2,712 % |
6,721 % |
2,444 % |
2,672 % |
|
8 |
2,713 % |
3,759 % |
2,703 % |
6,726 % |
2,449 % |
2,664 % |
|
9 |
2,721 % |
3,773 % |
2,711 % |
6,727 % |
2,464 % |
2,671 % |
|
10 |
2,725 % |
3,784 % |
2,716 % |
6,718 % |
2,490 % |
2,676 % |
|
11 |
2,739 % |
3,792 % |
2,729 % |
6,710 % |
2,527 % |
2,689 % |
|
12 |
2,747 % |
3,797 % |
2,737 % |
6,705 % |
2,569 % |
2,697 % |
|
13 |
2,756 % |
3,799 % |
2,746 % |
6,702 % |
2,610 % |
2,706 % |
|
14 |
2,762 % |
3,798 % |
2,752 % |
6,702 % |
2,650 % |
2,712 % |
|
15 |
2,758 % |
3,796 % |
2,748 % |
6,706 % |
2,688 % |
2,708 % |
|
16 |
2,744 % |
3,792 % |
2,734 % |
6,699 % |
2,722 % |
2,693 % |
|
17 |
2,722 % |
3,786 % |
2,712 % |
6,679 % |
2,754 % |
2,672 % |
|
18 |
2,699 % |
3,779 % |
2,689 % |
6,651 % |
2,783 % |
2,649 % |
|
19 |
2,678 % |
3,771 % |
2,668 % |
6,615 % |
2,809 % |
2,628 % |
|
20 |
2,661 % |
3,763 % |
2,651 % |
6,574 % |
2,833 % |
2,611 % |
|
21 |
2,651 % |
3,755 % |
2,641 % |
6,530 % |
2,855 % |
2,602 % |
|
22 |
2,646 % |
3,746 % |
2,636 % |
6,484 % |
2,874 % |
2,597 % |
|
23 |
2,645 % |
3,737 % |
2,635 % |
6,436 % |
2,893 % |
2,597 % |
|
24 |
2,647 % |
3,728 % |
2,637 % |
6,387 % |
2,910 % |
2,601 % |
|
25 |
2,651 % |
3,719 % |
2,642 % |
6,338 % |
2,925 % |
2,606 % |
|
26 |
2,658 % |
3,710 % |
2,649 % |
6,289 % |
2,939 % |
2,614 % |
|
27 |
2,666 % |
3,701 % |
2,657 % |
6,241 % |
2,953 % |
2,623 % |
|
28 |
2,675 % |
3,693 % |
2,666 % |
6,194 % |
2,965 % |
2,633 % |
|
29 |
2,685 % |
3,684 % |
2,676 % |
6,147 % |
2,977 % |
2,644 % |
|
30 |
2,695 % |
3,676 % |
2,687 % |
6,102 % |
2,987 % |
2,655 % |
|
31 |
2,706 % |
3,668 % |
2,698 % |
6,059 % |
2,997 % |
2,667 % |
|
32 |
2,717 % |
3,660 % |
2,709 % |
6,016 % |
3,007 % |
2,679 % |
|
33 |
2,728 % |
3,652 % |
2,720 % |
5,975 % |
3,016 % |
2,691 % |
|
34 |
2,739 % |
3,645 % |
2,732 % |
5,935 % |
3,024 % |
2,703 % |
|
35 |
2,750 % |
3,637 % |
2,743 % |
5,896 % |
3,032 % |
2,715 % |
|
36 |
2,761 % |
3,630 % |
2,754 % |
5,859 % |
3,039 % |
2,727 % |
|
37 |
2,772 % |
3,623 % |
2,765 % |
5,823 % |
3,046 % |
2,738 % |
|
38 |
2,782 % |
3,617 % |
2,776 % |
5,789 % |
3,053 % |
2,750 % |
|
39 |
2,793 % |
3,610 % |
2,786 % |
5,756 % |
3,059 % |
2,761 % |
|
40 |
2,803 % |
3,604 % |
2,797 % |
5,724 % |
3,065 % |
2,772 % |
|
41 |
2,813 % |
3,598 % |
2,807 % |
5,693 % |
3,071 % |
2,782 % |
|
42 |
2,822 % |
3,592 % |
2,816 % |
5,663 % |
3,077 % |
2,793 % |
|
43 |
2,832 % |
3,586 % |
2,826 % |
5,635 % |
3,082 % |
2,803 % |
|
44 |
2,841 % |
3,580 % |
2,835 % |
5,607 % |
3,087 % |
2,813 % |
|
45 |
2,850 % |
3,575 % |
2,844 % |
5,581 % |
3,091 % |
2,822 % |
|
46 |
2,859 % |
3,570 % |
2,853 % |
5,555 % |
3,096 % |
2,831 % |
|
47 |
2,867 % |
3,565 % |
2,862 % |
5,531 % |
3,100 % |
2,840 % |
|
48 |
2,875 % |
3,560 % |
2,870 % |
5,507 % |
3,104 % |
2,849 % |
|
49 |
2,883 % |
3,555 % |
2,878 % |
5,484 % |
3,108 % |
2,858 % |
|
50 |
2,891 % |
3,551 % |
2,886 % |
5,462 % |
3,112 % |
2,866 % |
|
51 |
2,898 % |
3,546 % |
2,893 % |
5,441 % |
3,116 % |
2,874 % |
|
52 |
2,905 % |
3,542 % |
2,901 % |
5,420 % |
3,120 % |
2,881 % |
|
53 |
2,912 % |
3,538 % |
2,908 % |
5,401 % |
3,123 % |
2,889 % |
|
54 |
2,919 % |
3,533 % |
2,914 % |
5,381 % |
3,126 % |
2,896 % |
|
55 |
2,926 % |
3,529 % |
2,921 % |
5,363 % |
3,129 % |
2,903 % |
|
56 |
2,932 % |
3,526 % |
2,928 % |
5,345 % |
3,132 % |
2,910 % |
|
57 |
2,938 % |
3,522 % |
2,934 % |
5,328 % |
3,135 % |
2,916 % |
|
58 |
2,944 % |
3,518 % |
2,940 % |
5,311 % |
3,138 % |
2,923 % |
|
59 |
2,950 % |
3,515 % |
2,946 % |
5,295 % |
3,141 % |
2,929 % |
|
60 |
2,956 % |
3,511 % |
2,951 % |
5,279 % |
3,144 % |
2,935 % |
|
61 |
2,961 % |
3,508 % |
2,957 % |
5,264 % |
3,146 % |
2,941 % |
|
62 |
2,966 % |
3,505 % |
2,962 % |
5,250 % |
3,149 % |
2,946 % |
|
63 |
2,972 % |
3,502 % |
2,968 % |
5,235 % |
3,151 % |
2,952 % |
|
64 |
2,977 % |
3,499 % |
2,973 % |
5,222 % |
3,153 % |
2,957 % |
|
65 |
2,982 % |
3,496 % |
2,978 % |
5,208 % |
3,156 % |
2,962 % |
|
66 |
2,986 % |
3,493 % |
2,982 % |
5,195 % |
3,158 % |
2,967 % |
|
67 |
2,991 % |
3,490 % |
2,987 % |
5,183 % |
3,160 % |
2,972 % |
|
68 |
2,995 % |
3,487 % |
2,992 % |
5,170 % |
3,162 % |
2,977 % |
|
69 |
3,000 % |
3,485 % |
2,996 % |
5,159 % |
3,164 % |
2,982 % |
|
70 |
3,004 % |
3,482 % |
3,000 % |
5,147 % |
3,166 % |
2,986 % |
|
71 |
3,008 % |
3,480 % |
3,004 % |
5,136 % |
3,168 % |
2,990 % |
|
72 |
3,012 % |
3,477 % |
3,009 % |
5,125 % |
3,170 % |
2,995 % |
|
73 |
3,016 % |
3,475 % |
3,012 % |
5,114 % |
3,171 % |
2,999 % |
|
74 |
3,020 % |
3,473 % |
3,016 % |
5,104 % |
3,173 % |
3,003 % |
|
75 |
3,023 % |
3,470 % |
3,020 % |
5,094 % |
3,175 % |
3,007 % |
|
76 |
3,027 % |
3,468 % |
3,024 % |
5,084 % |
3,176 % |
3,011 % |
|
77 |
3,031 % |
3,466 % |
3,027 % |
5,074 % |
3,178 % |
3,014 % |
|
78 |
3,034 % |
3,464 % |
3,031 % |
5,065 % |
3,180 % |
3,018 % |
|
79 |
3,037 % |
3,462 % |
3,034 % |
5,056 % |
3,181 % |
3,021 % |
|
80 |
3,041 % |
3,460 % |
3,037 % |
5,047 % |
3,183 % |
3,025 % |
|
81 |
3,044 % |
3,458 % |
3,041 % |
5,039 % |
3,184 % |
3,028 % |
|
82 |
3,047 % |
3,456 % |
3,044 % |
5,030 % |
3,186 % |
3,032 % |
|
83 |
3,050 % |
3,454 % |
3,047 % |
5,022 % |
3,187 % |
3,035 % |
|
84 |
3,053 % |
3,452 % |
3,050 % |
5,014 % |
3,188 % |
3,038 % |
|
85 |
3,056 % |
3,450 % |
3,053 % |
5,006 % |
3,190 % |
3,041 % |
|
86 |
3,059 % |
3,449 % |
3,056 % |
4,998 % |
3,191 % |
3,044 % |
|
87 |
3,061 % |
3,447 % |
3,059 % |
4,991 % |
3,192 % |
3,047 % |
|
88 |
3,064 % |
3,445 % |
3,061 % |
4,984 % |
3,193 % |
3,050 % |
|
89 |
3,067 % |
3,444 % |
3,064 % |
4,977 % |
3,195 % |
3,053 % |
|
90 |
3,069 % |
3,442 % |
3,067 % |
4,970 % |
3,196 % |
3,055 % |
|
91 |
3,072 % |
3,441 % |
3,069 % |
4,963 % |
3,197 % |
3,058 % |
|
92 |
3,074 % |
3,439 % |
3,072 % |
4,956 % |
3,198 % |
3,061 % |
|
93 |
3,077 % |
3,438 % |
3,074 % |
4,950 % |
3,199 % |
3,063 % |
|
94 |
3,079 % |
3,436 % |
3,076 % |
4,943 % |
3,200 % |
3,066 % |
|
95 |
3,081 % |
3,435 % |
3,079 % |
4,937 % |
3,201 % |
3,068 % |
|
96 |
3,084 % |
3,433 % |
3,081 % |
4,931 % |
3,202 % |
3,071 % |
|
97 |
3,086 % |
3,432 % |
3,083 % |
4,925 % |
3,203 % |
3,073 % |
|
98 |
3,088 % |
3,431 % |
3,086 % |
4,919 % |
3,204 % |
3,075 % |
|
99 |
3,090 % |
3,429 % |
3,088 % |
4,913 % |
3,205 % |
3,078 % |
|
100 |
3,092 % |
3,428 % |
3,090 % |
4,907 % |
3,206 % |
3,080 % |
|
101 |
3,094 % |
3,427 % |
3,092 % |
4,902 % |
3,207 % |
3,082 % |
|
102 |
3,096 % |
3,425 % |
3,094 % |
4,897 % |
3,208 % |
3,084 % |
|
103 |
3,098 % |
3,424 % |
3,096 % |
4,891 % |
3,209 % |
3,086 % |
|
104 |
3,100 % |
3,423 % |
3,098 % |
4,886 % |
3,210 % |
3,088 % |
|
105 |
3,102 % |
3,422 % |
3,100 % |
4,881 % |
3,211 % |
3,090 % |
|
106 |
3,104 % |
3,421 % |
3,102 % |
4,876 % |
3,211 % |
3,092 % |
|
107 |
3,106 % |
3,420 % |
3,104 % |
4,871 % |
3,212 % |
3,094 % |
|
108 |
3,108 % |
3,419 % |
3,105 % |
4,866 % |
3,213 % |
3,096 % |
|
109 |
3,109 % |
3,417 % |
3,107 % |
4,861 % |
3,214 % |
3,098 % |
|
110 |
3,111 % |
3,416 % |
3,109 % |
4,857 % |
3,215 % |
3,100 % |
|
111 |
3,113 % |
3,415 % |
3,111 % |
4,852 % |
3,215 % |
3,102 % |
|
112 |
3,115 % |
3,414 % |
3,112 % |
4,848 % |
3,216 % |
3,103 % |
|
113 |
3,116 % |
3,413 % |
3,114 % |
4,843 % |
3,217 % |
3,105 % |
|
114 |
3,118 % |
3,412 % |
3,116 % |
4,839 % |
3,218 % |
3,107 % |
|
115 |
3,119 % |
3,411 % |
3,117 % |
4,835 % |
3,218 % |
3,108 % |
|
116 |
3,121 % |
3,410 % |
3,119 % |
4,830 % |
3,219 % |
3,110 % |
|
117 |
3,122 % |
3,409 % |
3,120 % |
4,826 % |
3,220 % |
3,112 % |
|
118 |
3,124 % |
3,408 % |
3,122 % |
4,822 % |
3,220 % |
3,113 % |
|
119 |
3,125 % |
3,408 % |
3,123 % |
4,818 % |
3,221 % |
3,115 % |
|
120 |
3,127 % |
3,407 % |
3,125 % |
4,814 % |
3,222 % |
3,116 % |
|
121 |
3,128 % |
3,406 % |
3,126 % |
4,811 % |
3,222 % |
3,118 % |
|
122 |
3,130 % |
3,405 % |
3,128 % |
4,807 % |
3,223 % |
3,119 % |
|
123 |
3,131 % |
3,404 % |
3,129 % |
4,803 % |
3,224 % |
3,121 % |
|
124 |
3,132 % |
3,403 % |
3,130 % |
4,799 % |
3,224 % |
3,122 % |
|
125 |
3,134 % |
3,402 % |
3,132 % |
4,796 % |
3,225 % |
3,124 % |
|
126 |
3,135 % |
3,402 % |
3,133 % |
4,792 % |
3,225 % |
3,125 % |
|
127 |
3,136 % |
3,401 % |
3,134 % |
4,789 % |
3,226 % |
3,127 % |
|
128 |
3,138 % |
3,400 % |
3,136 % |
4,785 % |
3,227 % |
3,128 % |
|
129 |
3,139 % |
3,399 % |
3,137 % |
4,782 % |
3,227 % |
3,129 % |
|
130 |
3,140 % |
3,398 % |
3,138 % |
4,779 % |
3,228 % |
3,131 % |
|
131 |
3,141 % |
3,398 % |
3,140 % |
4,775 % |
3,228 % |
3,132 % |
|
132 |
3,143 % |
3,397 % |
3,141 % |
4,772 % |
3,229 % |
3,133 % |
|
133 |
3,144 % |
3,396 % |
3,142 % |
4,769 % |
3,229 % |
3,134 % |
|
134 |
3,145 % |
3,396 % |
3,143 % |
4,766 % |
3,230 % |
3,136 % |
|
135 |
3,146 % |
3,395 % |
3,144 % |
4,763 % |
3,230 % |
3,137 % |
|
136 |
3,147 % |
3,394 % |
3,145 % |
4,760 % |
3,231 % |
3,138 % |
|
137 |
3,148 % |
3,393 % |
3,147 % |
4,757 % |
3,231 % |
3,139 % |
|
138 |
3,149 % |
3,393 % |
3,148 % |
4,754 % |
3,232 % |
3,140 % |
|
139 |
3,151 % |
3,392 % |
3,149 % |
4,751 % |
3,232 % |
3,142 % |
|
140 |
3,152 % |
3,391 % |
3,150 % |
4,748 % |
3,233 % |
3,143 % |
|
141 |
3,153 % |
3,391 % |
3,151 % |
4,745 % |
3,233 % |
3,144 % |
|
142 |
3,154 % |
3,390 % |
3,152 % |
4,742 % |
3,234 % |
3,145 % |
|
143 |
3,155 % |
3,390 % |
3,153 % |
4,740 % |
3,234 % |
3,146 % |
|
144 |
3,156 % |
3,389 % |
3,154 % |
4,737 % |
3,235 % |
3,147 % |
|
145 |
3,157 % |
3,388 % |
3,155 % |
4,734 % |
3,235 % |
3,148 % |
|
146 |
3,158 % |
3,388 % |
3,156 % |
4,732 % |
3,236 % |
3,149 % |
|
147 |
3,159 % |
3,387 % |
3,157 % |
4,729 % |
3,236 % |
3,150 % |
|
148 |
3,160 % |
3,386 % |
3,158 % |
4,726 % |
3,237 % |
3,151 % |
|
149 |
3,161 % |
3,386 % |
3,159 % |
4,724 % |
3,237 % |
3,152 % |
|
150 |
3,162 % |
3,385 % |
3,160 % |
4,721 % |
3,237 % |
3,153 % |
|
Term to maturity (in years) |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
Swiss franc |
|
1 |
4,893 % |
5,972 % |
4,786 % |
8,983 % |
4,465 % |
1,000 % |
|
2 |
4,512 % |
6,025 % |
5,010 % |
8,454 % |
4,335 % |
0,892 % |
|
3 |
4,254 % |
6,126 % |
5,185 % |
8,023 % |
4,140 % |
0,857 % |
|
4 |
4,074 % |
6,251 % |
5,318 % |
7,663 % |
3,964 % |
0,855 % |
|
5 |
3,961 % |
6,370 % |
5,406 % |
7,338 % |
3,837 % |
0,865 % |
|
6 |
3,888 % |
6,492 % |
5,474 % |
7,040 % |
3,763 % |
0,880 % |
|
7 |
3,849 % |
6,610 % |
5,525 % |
6,762 % |
3,722 % |
0,899 % |
|
8 |
3,831 % |
6,726 % |
5,566 % |
6,494 % |
3,697 % |
0,922 % |
|
9 |
3,836 % |
6,844 % |
5,604 % |
6,236 % |
3,681 % |
0,948 % |
|
10 |
3,861 % |
6,955 % |
5,630 % |
6,016 % |
3,669 % |
0,978 % |
|
11 |
3,883 % |
7,019 % |
5,633 % |
5,831 % |
3,658 % |
1,012 % |
|
12 |
3,901 % |
7,041 % |
5,619 % |
5,672 % |
3,648 % |
1,047 % |
|
13 |
3,920 % |
7,032 % |
5,591 % |
5,535 % |
3,638 % |
1,083 % |
|
14 |
3,939 % |
7,000 % |
5,555 % |
5,413 % |
3,629 % |
1,119 % |
|
15 |
3,955 % |
6,952 % |
5,512 % |
5,305 % |
3,619 % |
1,154 % |
|
16 |
3,968 % |
6,890 % |
5,465 % |
5,208 % |
3,611 % |
1,189 % |
|
17 |
3,978 % |
6,820 % |
5,415 % |
5,121 % |
3,603 % |
1,223 % |
|
18 |
3,985 % |
6,744 % |
5,364 % |
5,041 % |
3,595 % |
1,256 % |
|
19 |
3,990 % |
6,664 % |
5,311 % |
4,968 % |
3,587 % |
1,287 % |
|
20 |
3,992 % |
6,581 % |
5,259 % |
4,901 % |
3,580 % |
1,317 % |
|
21 |
3,992 % |
6,498 % |
5,207 % |
4,839 % |
3,573 % |
1,347 % |
|
22 |
3,990 % |
6,414 % |
5,155 % |
4,781 % |
3,566 % |
1,375 % |
|
23 |
3,987 % |
6,331 % |
5,105 % |
4,728 % |
3,559 % |
1,402 % |
|
24 |
3,981 % |
6,249 % |
5,056 % |
4,678 % |
3,553 % |
1,427 % |
|
25 |
3,975 % |
6,168 % |
5,008 % |
4,632 % |
3,547 % |
1,452 % |
|
26 |
3,967 % |
6,090 % |
4,961 % |
4,588 % |
3,541 % |
1,476 % |
|
27 |
3,957 % |
6,014 % |
4,917 % |
4,547 % |
3,536 % |
1,498 % |
|
28 |
3,946 % |
5,940 % |
4,873 % |
4,508 % |
3,530 % |
1,520 % |
|
29 |
3,932 % |
5,868 % |
4,831 % |
4,472 % |
3,525 % |
1,541 % |
|
30 |
3,917 % |
5,799 % |
4,791 % |
4,437 % |
3,520 % |
1,561 % |
|
31 |
3,899 % |
5,733 % |
4,752 % |
4,405 % |
3,515 % |
1,580 % |
|
32 |
3,880 % |
5,669 % |
4,714 % |
4,374 % |
3,510 % |
1,598 % |
|
33 |
3,859 % |
5,607 % |
4,679 % |
4,344 % |
3,506 % |
1,616 % |
|
34 |
3,838 % |
5,548 % |
4,644 % |
4,317 % |
3,502 % |
1,632 % |
|
35 |
3,816 % |
5,491 % |
4,611 % |
4,290 % |
3,497 % |
1,649 % |
|
36 |
3,794 % |
5,437 % |
4,579 % |
4,265 % |
3,493 % |
1,664 % |
|
37 |
3,772 % |
5,384 % |
4,548 % |
4,241 % |
3,489 % |
1,679 % |
|
38 |
3,751 % |
5,334 % |
4,519 % |
4,218 % |
3,485 % |
1,693 % |
|
39 |
3,730 % |
5,285 % |
4,490 % |
4,196 % |
3,482 % |
1,707 % |
|
40 |
3,709 % |
5,239 % |
4,463 % |
4,175 % |
3,478 % |
1,720 % |
|
41 |
3,689 % |
5,195 % |
4,437 % |
4,155 % |
3,475 % |
1,733 % |
|
42 |
3,670 % |
5,152 % |
4,412 % |
4,136 % |
3,471 % |
1,745 % |
|
43 |
3,652 % |
5,111 % |
4,387 % |
4,117 % |
3,468 % |
1,757 % |
|
44 |
3,634 % |
5,071 % |
4,364 % |
4,100 % |
3,465 % |
1,768 % |
|
45 |
3,618 % |
5,033 % |
4,342 % |
4,083 % |
3,462 % |
1,779 % |
|
46 |
3,602 % |
4,997 % |
4,320 % |
4,066 % |
3,459 % |
1,789 % |
|
47 |
3,588 % |
4,962 % |
4,299 % |
4,051 % |
3,456 % |
1,799 % |
|
48 |
3,574 % |
4,928 % |
4,279 % |
4,036 % |
3,453 % |
1,809 % |
|
49 |
3,562 % |
4,895 % |
4,260 % |
4,021 % |
3,451 % |
1,819 % |
|
50 |
3,550 % |
4,864 % |
4,241 % |
4,007 % |
3,448 % |
1,828 % |
|
51 |
3,539 % |
4,834 % |
4,224 % |
3,994 % |
3,446 % |
1,836 % |
|
52 |
3,529 % |
4,805 % |
4,206 % |
3,981 % |
3,443 % |
1,845 % |
|
53 |
3,520 % |
4,777 % |
4,189 % |
3,968 % |
3,441 % |
1,853 % |
|
54 |
3,512 % |
4,749 % |
4,173 % |
3,956 % |
3,438 % |
1,861 % |
|
55 |
3,504 % |
4,723 % |
4,158 % |
3,945 % |
3,436 % |
1,869 % |
|
56 |
3,497 % |
4,698 % |
4,143 % |
3,933 % |
3,434 % |
1,876 % |
|
57 |
3,491 % |
4,674 % |
4,128 % |
3,922 % |
3,432 % |
1,883 % |
|
58 |
3,485 % |
4,650 % |
4,114 % |
3,912 % |
3,430 % |
1,890 % |
|
59 |
3,479 % |
4,627 % |
4,100 % |
3,902 % |
3,428 % |
1,897 % |
|
60 |
3,474 % |
4,605 % |
4,087 % |
3,892 % |
3,426 % |
1,903 % |
|
61 |
3,469 % |
4,584 % |
4,074 % |
3,882 % |
3,424 % |
1,910 % |
|
62 |
3,464 % |
4,563 % |
4,062 % |
3,873 % |
3,422 % |
1,916 % |
|
63 |
3,460 % |
4,543 % |
4,050 % |
3,864 % |
3,420 % |
1,922 % |
|
64 |
3,456 % |
4,524 % |
4,038 % |
3,855 % |
3,419 % |
1,928 % |
|
65 |
3,452 % |
4,505 % |
4,027 % |
3,847 % |
3,417 % |
1,933 % |
|
66 |
3,449 % |
4,487 % |
4,016 % |
3,839 % |
3,415 % |
1,939 % |
|
67 |
3,445 % |
4,469 % |
4,005 % |
3,831 % |
3,414 % |
1,944 % |
|
68 |
3,442 % |
4,452 % |
3,995 % |
3,823 % |
3,412 % |
1,949 % |
|
69 |
3,439 % |
4,435 % |
3,985 % |
3,815 % |
3,410 % |
1,954 % |
|
70 |
3,436 % |
4,419 % |
3,975 % |
3,808 % |
3,409 % |
1,959 % |
|
71 |
3,434 % |
4,403 % |
3,966 % |
3,801 % |
3,407 % |
1,964 % |
|
72 |
3,431 % |
4,387 % |
3,957 % |
3,794 % |
3,406 % |
1,968 % |
|
73 |
3,429 % |
4,372 % |
3,948 % |
3,787 % |
3,405 % |
1,973 % |
|
74 |
3,426 % |
4,358 % |
3,939 % |
3,781 % |
3,403 % |
1,977 % |
|
75 |
3,424 % |
4,344 % |
3,930 % |
3,774 % |
3,402 % |
1,982 % |
|
76 |
3,422 % |
4,330 % |
3,922 % |
3,768 % |
3,401 % |
1,986 % |
|
77 |
3,420 % |
4,317 % |
3,914 % |
3,762 % |
3,399 % |
1,990 % |
|
78 |
3,418 % |
4,303 % |
3,906 % |
3,756 % |
3,398 % |
1,994 % |
|
79 |
3,416 % |
4,291 % |
3,898 % |
3,750 % |
3,397 % |
1,997 % |
|
80 |
3,415 % |
4,278 % |
3,891 % |
3,745 % |
3,396 % |
2,001 % |
|
81 |
3,413 % |
4,266 % |
3,884 % |
3,739 % |
3,395 % |
2,005 % |
|
82 |
3,411 % |
4,254 % |
3,876 % |
3,734 % |
3,394 % |
2,008 % |
|
83 |
3,410 % |
4,243 % |
3,869 % |
3,729 % |
3,392 % |
2,012 % |
|
84 |
3,408 % |
4,232 % |
3,863 % |
3,724 % |
3,391 % |
2,015 % |
|
85 |
3,407 % |
4,221 % |
3,856 % |
3,719 % |
3,390 % |
2,019 % |
|
86 |
3,405 % |
4,210 % |
3,850 % |
3,714 % |
3,389 % |
2,022 % |
|
87 |
3,404 % |
4,199 % |
3,843 % |
3,709 % |
3,388 % |
2,025 % |
|
88 |
3,403 % |
4,189 % |
3,837 % |
3,704 % |
3,387 % |
2,028 % |
|
89 |
3,401 % |
4,179 % |
3,831 % |
3,700 % |
3,386 % |
2,031 % |
|
90 |
3,400 % |
4,169 % |
3,825 % |
3,695 % |
3,385 % |
2,034 % |
|
91 |
3,399 % |
4,160 % |
3,819 % |
3,691 % |
3,384 % |
2,037 % |
|
92 |
3,398 % |
4,150 % |
3,814 % |
3,687 % |
3,384 % |
2,040 % |
|
93 |
3,396 % |
4,141 % |
3,808 % |
3,683 % |
3,383 % |
2,043 % |
|
94 |
3,395 % |
4,132 % |
3,803 % |
3,679 % |
3,382 % |
2,046 % |
|
95 |
3,394 % |
4,123 % |
3,797 % |
3,675 % |
3,381 % |
2,048 % |
|
96 |
3,393 % |
4,115 % |
3,792 % |
3,671 % |
3,380 % |
2,051 % |
|
97 |
3,392 % |
4,106 % |
3,787 % |
3,667 % |
3,379 % |
2,053 % |
|
98 |
3,391 % |
4,098 % |
3,782 % |
3,663 % |
3,378 % |
2,056 % |
|
99 |
3,390 % |
4,090 % |
3,777 % |
3,659 % |
3,378 % |
2,058 % |
|
100 |
3,389 % |
4,082 % |
3,772 % |
3,656 % |
3,377 % |
2,061 % |
|
101 |
3,388 % |
4,074 % |
3,768 % |
3,652 % |
3,376 % |
2,063 % |
|
102 |
3,387 % |
4,067 % |
3,763 % |
3,649 % |
3,375 % |
2,065 % |
|
103 |
3,387 % |
4,059 % |
3,759 % |
3,645 % |
3,375 % |
2,068 % |
|
104 |
3,386 % |
4,052 % |
3,754 % |
3,642 % |
3,374 % |
2,070 % |
|
105 |
3,385 % |
4,045 % |
3,750 % |
3,639 % |
3,373 % |
2,072 % |
|
106 |
3,384 % |
4,038 % |
3,746 % |
3,636 % |
3,373 % |
2,074 % |
|
107 |
3,383 % |
4,031 % |
3,742 % |
3,633 % |
3,372 % |
2,076 % |
|
108 |
3,382 % |
4,024 % |
3,737 % |
3,629 % |
3,371 % |
2,078 % |
|
109 |
3,382 % |
4,017 % |
3,733 % |
3,626 % |
3,371 % |
2,080 % |
|
110 |
3,381 % |
4,011 % |
3,729 % |
3,623 % |
3,370 % |
2,082 % |
|
111 |
3,380 % |
4,004 % |
3,726 % |
3,621 % |
3,369 % |
2,084 % |
|
112 |
3,379 % |
3,998 % |
3,722 % |
3,618 % |
3,369 % |
2,086 % |
|
113 |
3,379 % |
3,992 % |
3,718 % |
3,615 % |
3,368 % |
2,088 % |
|
114 |
3,378 % |
3,986 % |
3,714 % |
3,612 % |
3,368 % |
2,090 % |
|
115 |
3,377 % |
3,980 % |
3,711 % |
3,609 % |
3,367 % |
2,092 % |
|
116 |
3,377 % |
3,974 % |
3,707 % |
3,607 % |
3,366 % |
2,094 % |
|
117 |
3,376 % |
3,968 % |
3,704 % |
3,604 % |
3,366 % |
2,095 % |
|
118 |
3,375 % |
3,962 % |
3,700 % |
3,601 % |
3,365 % |
2,097 % |
|
119 |
3,375 % |
3,957 % |
3,697 % |
3,599 % |
3,365 % |
2,099 % |
|
120 |
3,374 % |
3,951 % |
3,694 % |
3,596 % |
3,364 % |
2,101 % |
|
121 |
3,373 % |
3,946 % |
3,690 % |
3,594 % |
3,364 % |
2,102 % |
|
122 |
3,373 % |
3,941 % |
3,687 % |
3,592 % |
3,363 % |
2,104 % |
|
123 |
3,372 % |
3,935 % |
3,684 % |
3,589 % |
3,363 % |
2,105 % |
|
124 |
3,372 % |
3,930 % |
3,681 % |
3,587 % |
3,362 % |
2,107 % |
|
125 |
3,371 % |
3,925 % |
3,678 % |
3,585 % |
3,362 % |
2,109 % |
|
126 |
3,371 % |
3,920 % |
3,675 % |
3,582 % |
3,361 % |
2,110 % |
|
127 |
3,370 % |
3,915 % |
3,672 % |
3,580 % |
3,361 % |
2,112 % |
|
128 |
3,369 % |
3,910 % |
3,669 % |
3,578 % |
3,360 % |
2,113 % |
|
129 |
3,369 % |
3,906 % |
3,666 % |
3,576 % |
3,360 % |
2,114 % |
|
130 |
3,368 % |
3,901 % |
3,663 % |
3,574 % |
3,359 % |
2,116 % |
|
131 |
3,368 % |
3,896 % |
3,660 % |
3,572 % |
3,359 % |
2,117 % |
|
132 |
3,367 % |
3,892 % |
3,658 % |
3,569 % |
3,358 % |
2,119 % |
|
133 |
3,367 % |
3,887 % |
3,655 % |
3,567 % |
3,358 % |
2,120 % |
|
134 |
3,366 % |
3,883 % |
3,652 % |
3,565 % |
3,357 % |
2,121 % |
|
135 |
3,366 % |
3,879 % |
3,650 % |
3,563 % |
3,357 % |
2,123 % |
|
136 |
3,365 % |
3,874 % |
3,647 % |
3,562 % |
3,357 % |
2,124 % |
|
137 |
3,365 % |
3,870 % |
3,645 % |
3,560 % |
3,356 % |
2,125 % |
|
138 |
3,364 % |
3,866 % |
3,642 % |
3,558 % |
3,356 % |
2,127 % |
|
139 |
3,364 % |
3,862 % |
3,640 % |
3,556 % |
3,355 % |
2,128 % |
|
140 |
3,363 % |
3,858 % |
3,637 % |
3,554 % |
3,355 % |
2,129 % |
|
141 |
3,363 % |
3,854 % |
3,635 % |
3,552 % |
3,355 % |
2,130 % |
|
142 |
3,363 % |
3,850 % |
3,633 % |
3,550 % |
3,354 % |
2,131 % |
|
143 |
3,362 % |
3,846 % |
3,630 % |
3,549 % |
3,354 % |
2,133 % |
|
144 |
3,362 % |
3,842 % |
3,628 % |
3,547 % |
3,354 % |
2,134 % |
|
145 |
3,361 % |
3,839 % |
3,626 % |
3,545 % |
3,353 % |
2,135 % |
|
146 |
3,361 % |
3,835 % |
3,623 % |
3,544 % |
3,353 % |
2,136 % |
|
147 |
3,360 % |
3,831 % |
3,621 % |
3,542 % |
3,352 % |
2,137 % |
|
148 |
3,360 % |
3,828 % |
3,619 % |
3,540 % |
3,352 % |
2,138 % |
|
149 |
3,360 % |
3,824 % |
3,617 % |
3,539 % |
3,352 % |
2,139 % |
|
150 |
3,359 % |
3,821 % |
3,615 % |
3,537 % |
3,351 % |
2,140 % |
|
Term to maturity (in years) |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
Hong Kong dollar |
|
1 |
4,646 % |
2,406 % |
4,440 % |
4,441 % |
7,516 % |
4,306 % |
|
2 |
4,488 % |
2,311 % |
3,966 % |
4,859 % |
8,690 % |
3,912 % |
|
3 |
4,369 % |
2,310 % |
3,717 % |
5,215 % |
9,395 % |
3,686 % |
|
4 |
4,337 % |
2,362 % |
3,537 % |
5,499 % |
9,825 % |
3,544 % |
|
5 |
4,323 % |
2,442 % |
3,438 % |
5,724 % |
10,093 % |
3,454 % |
|
6 |
4,365 % |
2,530 % |
3,394 % |
5,893 % |
10,283 % |
3,405 % |
|
7 |
4,401 % |
2,616 % |
3,386 % |
6,007 % |
10,427 % |
3,381 % |
|
8 |
4,443 % |
2,696 % |
3,402 % |
6,067 % |
10,561 % |
3,372 % |
|
9 |
4,483 % |
2,766 % |
3,426 % |
6,090 % |
10,661 % |
3,372 % |
|
10 |
4,521 % |
2,826 % |
3,449 % |
6,091 % |
10,749 % |
3,377 % |
|
11 |
4,559 % |
2,876 % |
3,463 % |
6,078 % |
10,785 % |
3,386 % |
|
12 |
4,593 % |
2,916 % |
3,471 % |
6,055 % |
10,769 % |
3,397 % |
|
13 |
4,620 % |
2,951 % |
3,474 % |
6,026 % |
10,714 % |
3,408 % |
|
14 |
4,641 % |
2,980 % |
3,474 % |
5,993 % |
10,631 % |
3,417 % |
|
15 |
4,655 % |
3,005 % |
3,471 % |
5,957 % |
10,526 % |
3,426 % |
|
16 |
4,662 % |
3,027 % |
3,466 % |
5,919 % |
10,406 % |
3,432 % |
|
17 |
4,663 % |
3,046 % |
3,460 % |
5,880 % |
10,274 % |
3,437 % |
|
18 |
4,658 % |
3,063 % |
3,453 % |
5,841 % |
10,134 % |
3,440 % |
|
19 |
4,647 % |
3,078 % |
3,445 % |
5,802 % |
9,989 % |
3,442 % |
|
20 |
4,630 % |
3,091 % |
3,437 % |
5,763 % |
9,842 % |
3,444 % |
|
21 |
4,608 % |
3,103 % |
3,429 % |
5,725 % |
9,694 % |
3,445 % |
|
22 |
4,582 % |
3,114 % |
3,421 % |
5,688 % |
9,547 % |
3,445 % |
|
23 |
4,552 % |
3,124 % |
3,414 % |
5,651 % |
9,401 % |
3,445 % |
|
24 |
4,520 % |
3,133 % |
3,406 % |
5,616 % |
9,258 % |
3,444 % |
|
25 |
4,486 % |
3,141 % |
3,398 % |
5,582 % |
9,118 % |
3,443 % |
|
26 |
4,451 % |
3,148 % |
3,391 % |
5,549 % |
8,983 % |
3,442 % |
|
27 |
4,415 % |
3,155 % |
3,385 % |
5,517 % |
8,851 % |
3,441 % |
|
28 |
4,380 % |
3,161 % |
3,379 % |
5,486 % |
8,724 % |
3,440 % |
|
29 |
4,346 % |
3,167 % |
3,373 % |
5,456 % |
8,601 % |
3,438 % |
|
30 |
4,314 % |
3,172 % |
3,367 % |
5,427 % |
8,483 % |
3,436 % |
|
31 |
4,283 % |
3,177 % |
3,363 % |
5,400 % |
8,369 % |
3,434 % |
|
32 |
4,254 % |
3,182 % |
3,358 % |
5,373 % |
8,260 % |
3,433 % |
|
33 |
4,227 % |
3,186 % |
3,354 % |
5,347 % |
8,155 % |
3,431 % |
|
34 |
4,202 % |
3,190 % |
3,351 % |
5,323 % |
8,054 % |
3,429 % |
|
35 |
4,177 % |
3,194 % |
3,347 % |
5,299 % |
7,958 % |
3,427 % |
|
36 |
4,155 % |
3,197 % |
3,344 % |
5,276 % |
7,866 % |
3,425 % |
|
37 |
4,133 % |
3,201 % |
3,341 % |
5,255 % |
7,777 % |
3,423 % |
|
38 |
4,112 % |
3,204 % |
3,339 % |
5,234 % |
7,692 % |
3,421 % |
|
39 |
4,092 % |
3,207 % |
3,336 % |
5,213 % |
7,611 % |
3,419 % |
|
40 |
4,074 % |
3,209 % |
3,334 % |
5,194 % |
7,533 % |
3,417 % |
|
41 |
4,056 % |
3,212 % |
3,332 % |
5,175 % |
7,458 % |
3,415 % |
|
42 |
4,039 % |
3,215 % |
3,330 % |
5,157 % |
7,387 % |
3,414 % |
|
43 |
4,022 % |
3,217 % |
3,329 % |
5,140 % |
7,318 % |
3,412 % |
|
44 |
4,007 % |
3,219 % |
3,327 % |
5,123 % |
7,252 % |
3,410 % |
|
45 |
3,992 % |
3,221 % |
3,325 % |
5,107 % |
7,189 % |
3,408 % |
|
46 |
3,977 % |
3,223 % |
3,324 % |
5,092 % |
7,128 % |
3,406 % |
|
47 |
3,964 % |
3,225 % |
3,323 % |
5,077 % |
7,070 % |
3,405 % |
|
48 |
3,950 % |
3,227 % |
3,322 % |
5,062 % |
7,014 % |
3,403 % |
|
49 |
3,938 % |
3,228 % |
3,321 % |
5,048 % |
6,960 % |
3,401 % |
|
50 |
3,925 % |
3,230 % |
3,320 % |
5,035 % |
6,908 % |
3,400 % |
|
51 |
3,914 % |
3,232 % |
3,319 % |
5,022 % |
6,858 % |
3,398 % |
|
52 |
3,902 % |
3,233 % |
3,318 % |
5,010 % |
6,810 % |
3,397 % |
|
53 |
3,891 % |
3,235 % |
3,317 % |
4,998 % |
6,764 % |
3,395 % |
|
54 |
3,881 % |
3,236 % |
3,316 % |
4,986 % |
6,719 % |
3,394 % |
|
55 |
3,870 % |
3,237 % |
3,315 % |
4,975 % |
6,676 % |
3,392 % |
|
56 |
3,861 % |
3,239 % |
3,315 % |
4,964 % |
6,634 % |
3,391 % |
|
57 |
3,851 % |
3,240 % |
3,314 % |
4,953 % |
6,594 % |
3,390 % |
|
58 |
3,842 % |
3,241 % |
3,314 % |
4,943 % |
6,555 % |
3,388 % |
|
59 |
3,833 % |
3,242 % |
3,313 % |
4,933 % |
6,518 % |
3,387 % |
|
60 |
3,824 % |
3,243 % |
3,312 % |
4,924 % |
6,481 % |
3,386 % |
|
61 |
3,816 % |
3,244 % |
3,312 % |
4,914 % |
6,446 % |
3,384 % |
|
62 |
3,808 % |
3,245 % |
3,312 % |
4,905 % |
6,412 % |
3,383 % |
|
63 |
3,800 % |
3,246 % |
3,311 % |
4,897 % |
6,379 % |
3,382 % |
|
64 |
3,792 % |
3,247 % |
3,311 % |
4,888 % |
6,348 % |
3,381 % |
|
65 |
3,785 % |
3,248 % |
3,310 % |
4,880 % |
6,317 % |
3,380 % |
|
66 |
3,778 % |
3,249 % |
3,310 % |
4,872 % |
6,287 % |
3,379 % |
|
67 |
3,771 % |
3,250 % |
3,310 % |
4,864 % |
6,257 % |
3,378 % |
|
68 |
3,764 % |
3,250 % |
3,309 % |
4,857 % |
6,229 % |
3,377 % |
|
69 |
3,757 % |
3,251 % |
3,309 % |
4,850 % |
6,202 % |
3,375 % |
|
70 |
3,751 % |
3,252 % |
3,309 % |
4,842 % |
6,175 % |
3,374 % |
|
71 |
3,745 % |
3,253 % |
3,308 % |
4,836 % |
6,149 % |
3,374 % |
|
72 |
3,739 % |
3,253 % |
3,308 % |
4,829 % |
6,124 % |
3,373 % |
|
73 |
3,733 % |
3,254 % |
3,308 % |
4,822 % |
6,100 % |
3,372 % |
|
74 |
3,727 % |
3,255 % |
3,308 % |
4,816 % |
6,076 % |
3,371 % |
|
75 |
3,722 % |
3,255 % |
3,308 % |
4,810 % |
6,053 % |
3,370 % |
|
76 |
3,716 % |
3,256 % |
3,307 % |
4,804 % |
6,030 % |
3,369 % |
|
77 |
3,711 % |
3,257 % |
3,307 % |
4,798 % |
6,008 % |
3,368 % |
|
78 |
3,706 % |
3,257 % |
3,307 % |
4,792 % |
5,987 % |
3,367 % |
|
79 |
3,701 % |
3,258 % |
3,307 % |
4,787 % |
5,966 % |
3,366 % |
|
80 |
3,696 % |
3,258 % |
3,307 % |
4,781 % |
5,945 % |
3,366 % |
|
81 |
3,691 % |
3,259 % |
3,306 % |
4,776 % |
5,926 % |
3,365 % |
|
82 |
3,686 % |
3,259 % |
3,306 % |
4,771 % |
5,906 % |
3,364 % |
|
83 |
3,681 % |
3,260 % |
3,306 % |
4,765 % |
5,887 % |
3,363 % |
|
84 |
3,677 % |
3,260 % |
3,306 % |
4,761 % |
5,869 % |
3,363 % |
|
85 |
3,673 % |
3,261 % |
3,306 % |
4,756 % |
5,851 % |
3,362 % |
|
86 |
3,668 % |
3,261 % |
3,306 % |
4,751 % |
5,833 % |
3,361 % |
|
87 |
3,664 % |
3,262 % |
3,306 % |
4,746 % |
5,816 % |
3,361 % |
|
88 |
3,660 % |
3,262 % |
3,306 % |
4,742 % |
5,799 % |
3,360 % |
|
89 |
3,656 % |
3,263 % |
3,305 % |
4,737 % |
5,783 % |
3,359 % |
|
90 |
3,652 % |
3,263 % |
3,305 % |
4,733 % |
5,767 % |
3,359 % |
|
91 |
3,648 % |
3,263 % |
3,305 % |
4,729 % |
5,751 % |
3,358 % |
|
92 |
3,644 % |
3,264 % |
3,305 % |
4,725 % |
5,736 % |
3,357 % |
|
93 |
3,641 % |
3,264 % |
3,305 % |
4,721 % |
5,721 % |
3,357 % |
|
94 |
3,637 % |
3,265 % |
3,305 % |
4,717 % |
5,706 % |
3,356 % |
|
95 |
3,634 % |
3,265 % |
3,305 % |
4,713 % |
5,692 % |
3,356 % |
|
96 |
3,630 % |
3,265 % |
3,305 % |
4,709 % |
5,678 % |
3,355 % |
|
97 |
3,627 % |
3,266 % |
3,305 % |
4,705 % |
5,664 % |
3,354 % |
|
98 |
3,624 % |
3,266 % |
3,305 % |
4,702 % |
5,651 % |
3,354 % |
|
99 |
3,620 % |
3,267 % |
3,305 % |
4,698 % |
5,637 % |
3,353 % |
|
100 |
3,617 % |
3,267 % |
3,305 % |
4,695 % |
5,624 % |
3,353 % |
|
101 |
3,614 % |
3,267 % |
3,304 % |
4,691 % |
5,612 % |
3,352 % |
|
102 |
3,611 % |
3,268 % |
3,304 % |
4,688 % |
5,599 % |
3,352 % |
|
103 |
3,608 % |
3,268 % |
3,304 % |
4,685 % |
5,587 % |
3,351 % |
|
104 |
3,605 % |
3,268 % |
3,304 % |
4,682 % |
5,575 % |
3,351 % |
|
105 |
3,602 % |
3,268 % |
3,304 % |
4,678 % |
5,563 % |
3,350 % |
|
106 |
3,599 % |
3,269 % |
3,304 % |
4,675 % |
5,552 % |
3,350 % |
|
107 |
3,596 % |
3,269 % |
3,304 % |
4,672 % |
5,541 % |
3,349 % |
|
108 |
3,594 % |
3,269 % |
3,304 % |
4,669 % |
5,530 % |
3,349 % |
|
109 |
3,591 % |
3,270 % |
3,304 % |
4,666 % |
5,519 % |
3,348 % |
|
110 |
3,588 % |
3,270 % |
3,304 % |
4,663 % |
5,508 % |
3,348 % |
|
111 |
3,586 % |
3,270 % |
3,304 % |
4,661 % |
5,497 % |
3,348 % |
|
112 |
3,583 % |
3,270 % |
3,304 % |
4,658 % |
5,487 % |
3,347 % |
|
113 |
3,581 % |
3,271 % |
3,304 % |
4,655 % |
5,477 % |
3,347 % |
|
114 |
3,578 % |
3,271 % |
3,304 % |
4,652 % |
5,467 % |
3,346 % |
|
115 |
3,576 % |
3,271 % |
3,304 % |
4,650 % |
5,457 % |
3,346 % |
|
116 |
3,573 % |
3,272 % |
3,304 % |
4,647 % |
5,448 % |
3,346 % |
|
117 |
3,571 % |
3,272 % |
3,304 % |
4,645 % |
5,438 % |
3,345 % |
|
118 |
3,569 % |
3,272 % |
3,304 % |
4,642 % |
5,429 % |
3,345 % |
|
119 |
3,567 % |
3,272 % |
3,304 % |
4,640 % |
5,420 % |
3,344 % |
|
120 |
3,564 % |
3,272 % |
3,304 % |
4,637 % |
5,411 % |
3,344 % |
|
121 |
3,562 % |
3,273 % |
3,304 % |
4,635 % |
5,402 % |
3,344 % |
|
122 |
3,560 % |
3,273 % |
3,304 % |
4,633 % |
5,393 % |
3,343 % |
|
123 |
3,558 % |
3,273 % |
3,303 % |
4,630 % |
5,385 % |
3,343 % |
|
124 |
3,556 % |
3,273 % |
3,303 % |
4,628 % |
5,377 % |
3,343 % |
|
125 |
3,554 % |
3,274 % |
3,303 % |
4,626 % |
5,368 % |
3,342 % |
|
126 |
3,552 % |
3,274 % |
3,303 % |
4,624 % |
5,360 % |
3,342 % |
|
127 |
3,550 % |
3,274 % |
3,303 % |
4,621 % |
5,352 % |
3,342 % |
|
128 |
3,548 % |
3,274 % |
3,303 % |
4,619 % |
5,344 % |
3,341 % |
|
129 |
3,546 % |
3,274 % |
3,303 % |
4,617 % |
5,337 % |
3,341 % |
|
130 |
3,544 % |
3,275 % |
3,303 % |
4,615 % |
5,329 % |
3,341 % |
|
131 |
3,542 % |
3,275 % |
3,303 % |
4,613 % |
5,321 % |
3,340 % |
|
132 |
3,540 % |
3,275 % |
3,303 % |
4,611 % |
5,314 % |
3,340 % |
|
133 |
3,539 % |
3,275 % |
3,303 % |
4,609 % |
5,307 % |
3,340 % |
|
134 |
3,537 % |
3,275 % |
3,303 % |
4,607 % |
5,300 % |
3,339 % |
|
135 |
3,535 % |
3,276 % |
3,303 % |
4,605 % |
5,293 % |
3,339 % |
|
136 |
3,533 % |
3,276 % |
3,303 % |
4,603 % |
5,286 % |
3,339 % |
|
137 |
3,532 % |
3,276 % |
3,303 % |
4,602 % |
5,279 % |
3,339 % |
|
138 |
3,530 % |
3,276 % |
3,303 % |
4,600 % |
5,272 % |
3,338 % |
|
139 |
3,528 % |
3,276 % |
3,303 % |
4,598 % |
5,265 % |
3,338 % |
|
140 |
3,527 % |
3,276 % |
3,303 % |
4,596 % |
5,259 % |
3,338 % |
|
141 |
3,525 % |
3,277 % |
3,303 % |
4,594 % |
5,252 % |
3,337 % |
|
142 |
3,523 % |
3,277 % |
3,303 % |
4,593 % |
5,246 % |
3,337 % |
|
143 |
3,522 % |
3,277 % |
3,303 % |
4,591 % |
5,240 % |
3,337 % |
|
144 |
3,520 % |
3,277 % |
3,303 % |
4,589 % |
5,233 % |
3,337 % |
|
145 |
3,519 % |
3,277 % |
3,303 % |
4,588 % |
5,227 % |
3,336 % |
|
146 |
3,517 % |
3,277 % |
3,303 % |
4,586 % |
5,221 % |
3,336 % |
|
147 |
3,516 % |
3,278 % |
3,303 % |
4,584 % |
5,215 % |
3,336 % |
|
148 |
3,514 % |
3,278 % |
3,303 % |
4,583 % |
5,209 % |
3,336 % |
|
149 |
3,513 % |
3,278 % |
3,303 % |
4,581 % |
5,204 % |
3,335 % |
|
150 |
3,512 % |
3,278 % |
3,303 % |
4,580 % |
5,198 % |
3,335 % |
|
Term to maturity (in years) |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
Real |
|
1 |
6,815 % |
10,964 % |
1,127 % |
5,368 % |
7,902 % |
10,790 % |
|
2 |
6,552 % |
10,373 % |
1,230 % |
4,906 % |
7,694 % |
11,295 % |
|
3 |
6,477 % |
9,915 % |
1,315 % |
4,605 % |
7,698 % |
11,604 % |
|
4 |
6,436 % |
9,650 % |
1,387 % |
4,445 % |
7,902 % |
11,787 % |
|
5 |
6,424 % |
9,465 % |
1,442 % |
4,375 % |
8,124 % |
11,881 % |
|
6 |
6,410 % |
9,399 % |
1,486 % |
4,354 % |
8,420 % |
11,931 % |
|
7 |
6,389 % |
9,387 % |
1,520 % |
4,358 % |
8,728 % |
11,970 % |
|
8 |
6,365 % |
9,375 % |
1,545 % |
4,379 % |
9,067 % |
11,979 % |
|
9 |
6,339 % |
9,347 % |
1,565 % |
4,409 % |
9,344 % |
11,975 % |
|
10 |
6,313 % |
9,297 % |
1,579 % |
4,446 % |
9,570 % |
11,962 % |
|
11 |
6,286 % |
9,223 % |
1,601 % |
4,488 % |
9,775 % |
11,911 % |
|
12 |
6,260 % |
9,131 % |
1,633 % |
4,532 % |
9,956 % |
11,824 % |
|
13 |
6,233 % |
9,025 % |
1,670 % |
4,574 % |
10,110 % |
11,712 % |
|
14 |
6,208 % |
8,912 % |
1,710 % |
4,613 % |
10,231 % |
11,581 % |
|
15 |
6,183 % |
8,793 % |
1,753 % |
4,648 % |
10,311 % |
11,437 % |
|
16 |
6,159 % |
8,671 % |
1,795 % |
4,678 % |
10,349 % |
11,283 % |
|
17 |
6,136 % |
8,548 % |
1,838 % |
4,702 % |
10,350 % |
11,124 % |
|
18 |
6,113 % |
8,426 % |
1,881 % |
4,719 % |
10,322 % |
10,962 % |
|
19 |
6,091 % |
8,305 % |
1,922 % |
4,730 % |
10,272 % |
10,798 % |
|
20 |
6,070 % |
8,186 % |
1,963 % |
4,733 % |
10,205 % |
10,636 % |
|
21 |
6,050 % |
8,070 % |
2,002 % |
4,728 % |
10,124 % |
10,475 % |
|
22 |
6,031 % |
7,957 % |
2,040 % |
4,718 % |
10,034 % |
10,316 % |
|
23 |
6,012 % |
7,848 % |
2,076 % |
4,702 % |
9,937 % |
10,162 % |
|
24 |
5,994 % |
7,742 % |
2,111 % |
4,683 % |
9,836 % |
10,011 % |
|
25 |
5,977 % |
7,640 % |
2,145 % |
4,662 % |
9,732 % |
9,865 % |
|
26 |
5,960 % |
7,542 % |
2,178 % |
4,638 % |
9,626 % |
9,724 % |
|
27 |
5,944 % |
7,448 % |
2,209 % |
4,613 % |
9,520 % |
9,588 % |
|
28 |
5,929 % |
7,357 % |
2,239 % |
4,587 % |
9,415 % |
9,457 % |
|
29 |
5,914 % |
7,271 % |
2,267 % |
4,560 % |
9,312 % |
9,331 % |
|
30 |
5,900 % |
7,187 % |
2,295 % |
4,534 % |
9,210 % |
9,211 % |
|
31 |
5,886 % |
7,108 % |
2,321 % |
4,507 % |
9,111 % |
9,095 % |
|
32 |
5,873 % |
7,031 % |
2,346 % |
4,481 % |
9,015 % |
8,984 % |
|
33 |
5,861 % |
6,958 % |
2,370 % |
4,454 % |
8,921 % |
8,877 % |
|
34 |
5,849 % |
6,888 % |
2,394 % |
4,429 % |
8,831 % |
8,775 % |
|
35 |
5,837 % |
6,821 % |
2,416 % |
4,403 % |
8,744 % |
8,678 % |
|
36 |
5,826 % |
6,757 % |
2,437 % |
4,379 % |
8,660 % |
8,584 % |
|
37 |
5,815 % |
6,696 % |
2,458 % |
4,355 % |
8,578 % |
8,495 % |
|
38 |
5,805 % |
6,637 % |
2,477 % |
4,332 % |
8,500 % |
8,409 % |
|
39 |
5,795 % |
6,581 % |
2,496 % |
4,309 % |
8,425 % |
8,328 % |
|
40 |
5,785 % |
6,527 % |
2,514 % |
4,287 % |
8,353 % |
8,249 % |
|
41 |
5,776 % |
6,475 % |
2,532 % |
4,266 % |
8,284 % |
8,174 % |
|
42 |
5,767 % |
6,425 % |
2,548 % |
4,245 % |
8,217 % |
8,102 % |
|
43 |
5,758 % |
6,378 % |
2,564 % |
4,225 % |
8,153 % |
8,033 % |
|
44 |
5,750 % |
6,332 % |
2,580 % |
4,206 % |
8,091 % |
7,966 % |
|
45 |
5,742 % |
6,288 % |
2,595 % |
4,187 % |
8,032 % |
7,903 % |
|
46 |
5,734 % |
6,246 % |
2,609 % |
4,169 % |
7,975 % |
7,842 % |
|
47 |
5,727 % |
6,205 % |
2,623 % |
4,152 % |
7,920 % |
7,783 % |
|
48 |
5,719 % |
6,166 % |
2,636 % |
4,135 % |
7,867 % |
7,727 % |
|
49 |
5,712 % |
6,129 % |
2,649 % |
4,119 % |
7,817 % |
7,673 % |
|
50 |
5,706 % |
6,093 % |
2,662 % |
4,103 % |
7,768 % |
7,620 % |
|
51 |
5,699 % |
6,058 % |
2,674 % |
4,088 % |
7,721 % |
7,570 % |
|
52 |
5,693 % |
6,025 % |
2,685 % |
4,074 % |
7,675 % |
7,522 % |
|
53 |
5,687 % |
5,992 % |
2,696 % |
4,059 % |
7,632 % |
7,475 % |
|
54 |
5,681 % |
5,961 % |
2,707 % |
4,046 % |
7,590 % |
7,430 % |
|
55 |
5,675 % |
5,931 % |
2,718 % |
4,033 % |
7,549 % |
7,387 % |
|
56 |
5,670 % |
5,902 % |
2,728 % |
4,020 % |
7,510 % |
7,345 % |
|
57 |
5,664 % |
5,874 % |
2,737 % |
4,007 % |
7,472 % |
7,305 % |
|
58 |
5,659 % |
5,847 % |
2,747 % |
3,995 % |
7,435 % |
7,266 % |
|
59 |
5,654 % |
5,821 % |
2,756 % |
3,984 % |
7,399 % |
7,228 % |
|
60 |
5,649 % |
5,796 % |
2,765 % |
3,973 % |
7,365 % |
7,192 % |
|
61 |
5,644 % |
5,771 % |
2,773 % |
3,962 % |
7,332 % |
7,156 % |
|
62 |
5,640 % |
5,747 % |
2,782 % |
3,951 % |
7,300 % |
7,122 % |
|
63 |
5,635 % |
5,724 % |
2,790 % |
3,941 % |
7,269 % |
7,089 % |
|
64 |
5,631 % |
5,702 % |
2,798 % |
3,931 % |
7,239 % |
7,057 % |
|
65 |
5,627 % |
5,680 % |
2,805 % |
3,921 % |
7,209 % |
7,026 % |
|
66 |
5,623 % |
5,659 % |
2,813 % |
3,912 % |
7,181 % |
6,996 % |
|
67 |
5,619 % |
5,639 % |
2,820 % |
3,903 % |
7,154 % |
6,966 % |
|
68 |
5,615 % |
5,619 % |
2,827 % |
3,894 % |
7,127 % |
6,938 % |
|
69 |
5,611 % |
5,600 % |
2,834 % |
3,885 % |
7,101 % |
6,911 % |
|
70 |
5,607 % |
5,581 % |
2,840 % |
3,877 % |
7,076 % |
6,884 % |
|
71 |
5,604 % |
5,563 % |
2,847 % |
3,869 % |
7,051 % |
6,858 % |
|
72 |
5,600 % |
5,546 % |
2,853 % |
3,861 % |
7,028 % |
6,832 % |
|
73 |
5,597 % |
5,529 % |
2,859 % |
3,853 % |
7,004 % |
6,808 % |
|
74 |
5,594 % |
5,512 % |
2,865 % |
3,846 % |
6,982 % |
6,784 % |
|
75 |
5,590 % |
5,496 % |
2,871 % |
3,839 % |
6,960 % |
6,761 % |
|
76 |
5,587 % |
5,480 % |
2,876 % |
3,832 % |
6,939 % |
6,738 % |
|
77 |
5,584 % |
5,464 % |
2,882 % |
3,825 % |
6,918 % |
6,716 % |
|
78 |
5,581 % |
5,449 % |
2,887 % |
3,818 % |
6,898 % |
6,694 % |
|
79 |
5,578 % |
5,435 % |
2,892 % |
3,811 % |
6,878 % |
6,673 % |
|
80 |
5,576 % |
5,421 % |
2,897 % |
3,805 % |
6,859 % |
6,653 % |
|
81 |
5,573 % |
5,407 % |
2,902 % |
3,799 % |
6,840 % |
6,633 % |
|
82 |
5,570 % |
5,393 % |
2,907 % |
3,793 % |
6,822 % |
6,614 % |
|
83 |
5,567 % |
5,380 % |
2,912 % |
3,787 % |
6,804 % |
6,595 % |
|
84 |
5,565 % |
5,367 % |
2,916 % |
3,781 % |
6,786 % |
6,576 % |
|
85 |
5,562 % |
5,354 % |
2,921 % |
3,775 % |
6,769 % |
6,558 % |
|
86 |
5,560 % |
5,342 % |
2,925 % |
3,770 % |
6,753 % |
6,540 % |
|
87 |
5,558 % |
5,330 % |
2,929 % |
3,764 % |
6,737 % |
6,523 % |
|
88 |
5,555 % |
5,318 % |
2,934 % |
3,759 % |
6,721 % |
6,506 % |
|
89 |
5,553 % |
5,307 % |
2,938 % |
3,754 % |
6,705 % |
6,490 % |
|
90 |
5,551 % |
5,296 % |
2,942 % |
3,749 % |
6,690 % |
6,474 % |
|
91 |
5,548 % |
5,285 % |
2,946 % |
3,744 % |
6,675 % |
6,458 % |
|
92 |
5,546 % |
5,274 % |
2,950 % |
3,739 % |
6,661 % |
6,443 % |
|
93 |
5,544 % |
5,263 % |
2,953 % |
3,734 % |
6,647 % |
6,428 % |
|
94 |
5,542 % |
5,253 % |
2,957 % |
3,730 % |
6,633 % |
6,413 % |
|
95 |
5,540 % |
5,243 % |
2,961 % |
3,725 % |
6,619 % |
6,398 % |
|
96 |
5,538 % |
5,233 % |
2,964 % |
3,721 % |
6,606 % |
6,384 % |
|
97 |
5,536 % |
5,223 % |
2,968 % |
3,716 % |
6,593 % |
6,370 % |
|
98 |
5,534 % |
5,214 % |
2,971 % |
3,712 % |
6,580 % |
6,357 % |
|
99 |
5,532 % |
5,205 % |
2,974 % |
3,708 % |
6,567 % |
6,344 % |
|
100 |
5,531 % |
5,196 % |
2,978 % |
3,704 % |
6,555 % |
6,330 % |
|
101 |
5,529 % |
5,187 % |
2,981 % |
3,700 % |
6,543 % |
6,318 % |
|
102 |
5,527 % |
5,178 % |
2,984 % |
3,696 % |
6,531 % |
6,305 % |
|
103 |
5,525 % |
5,169 % |
2,987 % |
3,692 % |
6,520 % |
6,293 % |
|
104 |
5,524 % |
5,161 % |
2,990 % |
3,688 % |
6,509 % |
6,281 % |
|
105 |
5,522 % |
5,153 % |
2,993 % |
3,685 % |
6,498 % |
6,269 % |
|
106 |
5,520 % |
5,145 % |
2,996 % |
3,681 % |
6,487 % |
6,258 % |
|
107 |
5,519 % |
5,137 % |
2,999 % |
3,677 % |
6,476 % |
6,246 % |
|
108 |
5,517 % |
5,129 % |
3,001 % |
3,674 % |
6,466 % |
6,235 % |
|
109 |
5,516 % |
5,121 % |
3,004 % |
3,670 % |
6,455 % |
6,224 % |
|
110 |
5,514 % |
5,114 % |
3,007 % |
3,667 % |
6,445 % |
6,213 % |
|
111 |
5,513 % |
5,107 % |
3,009 % |
3,664 % |
6,435 % |
6,203 % |
|
112 |
5,511 % |
5,099 % |
3,012 % |
3,660 % |
6,425 % |
6,193 % |
|
113 |
5,510 % |
5,092 % |
3,015 % |
3,657 % |
6,416 % |
6,182 % |
|
114 |
5,508 % |
5,085 % |
3,017 % |
3,654 % |
6,406 % |
6,172 % |
|
115 |
5,507 % |
5,078 % |
3,020 % |
3,651 % |
6,397 % |
6,163 % |
|
116 |
5,506 % |
5,072 % |
3,022 % |
3,648 % |
6,388 % |
6,153 % |
|
117 |
5,504 % |
5,065 % |
3,024 % |
3,645 % |
6,379 % |
6,143 % |
|
118 |
5,503 % |
5,058 % |
3,027 % |
3,642 % |
6,371 % |
6,134 % |
|
119 |
5,502 % |
5,052 % |
3,029 % |
3,639 % |
6,362 % |
6,125 % |
|
120 |
5,500 % |
5,046 % |
3,031 % |
3,636 % |
6,353 % |
6,116 % |
|
121 |
5,499 % |
5,040 % |
3,033 % |
3,634 % |
6,345 % |
6,107 % |
|
122 |
5,498 % |
5,034 % |
3,036 % |
3,631 % |
6,337 % |
6,098 % |
|
123 |
5,497 % |
5,028 % |
3,038 % |
3,628 % |
6,329 % |
6,090 % |
|
124 |
5,496 % |
5,022 % |
3,040 % |
3,626 % |
6,321 % |
6,081 % |
|
125 |
5,494 % |
5,016 % |
3,042 % |
3,623 % |
6,313 % |
6,073 % |
|
126 |
5,493 % |
5,010 % |
3,044 % |
3,620 % |
6,305 % |
6,065 % |
|
127 |
5,492 % |
5,005 % |
3,046 % |
3,618 % |
6,298 % |
6,057 % |
|
128 |
5,491 % |
4,999 % |
3,048 % |
3,615 % |
6,290 % |
6,049 % |
|
129 |
5,490 % |
4,994 % |
3,050 % |
3,613 % |
6,283 % |
6,041 % |
|
130 |
5,489 % |
4,988 % |
3,052 % |
3,610 % |
6,276 % |
6,034 % |
|
131 |
5,488 % |
4,983 % |
3,054 % |
3,608 % |
6,269 % |
6,026 % |
|
132 |
5,487 % |
4,978 % |
3,056 % |
3,606 % |
6,262 % |
6,019 % |
|
133 |
5,486 % |
4,973 % |
3,057 % |
3,603 % |
6,255 % |
6,011 % |
|
134 |
5,485 % |
4,968 % |
3,059 % |
3,601 % |
6,248 % |
6,004 % |
|
135 |
5,484 % |
4,963 % |
3,061 % |
3,599 % |
6,241 % |
5,997 % |
|
136 |
5,483 % |
4,958 % |
3,063 % |
3,597 % |
6,235 % |
5,990 % |
|
137 |
5,482 % |
4,953 % |
3,064 % |
3,595 % |
6,228 % |
5,983 % |
|
138 |
5,481 % |
4,948 % |
3,066 % |
3,592 % |
6,222 % |
5,976 % |
|
139 |
5,480 % |
4,944 % |
3,068 % |
3,590 % |
6,216 % |
5,970 % |
|
140 |
5,479 % |
4,939 % |
3,070 % |
3,588 % |
6,209 % |
5,963 % |
|
141 |
5,478 % |
4,934 % |
3,071 % |
3,586 % |
6,203 % |
5,957 % |
|
142 |
5,477 % |
4,930 % |
3,073 % |
3,584 % |
6,197 % |
5,950 % |
|
143 |
5,476 % |
4,925 % |
3,074 % |
3,582 % |
6,191 % |
5,944 % |
|
144 |
5,475 % |
4,921 % |
3,076 % |
3,580 % |
6,186 % |
5,938 % |
|
145 |
5,475 % |
4,917 % |
3,077 % |
3,578 % |
6,180 % |
5,931 % |
|
146 |
5,474 % |
4,913 % |
3,079 % |
3,576 % |
6,174 % |
5,925 % |
|
147 |
5,473 % |
4,908 % |
3,081 % |
3,575 % |
6,168 % |
5,919 % |
|
148 |
5,472 % |
4,904 % |
3,082 % |
3,573 % |
6,163 % |
5,914 % |
|
149 |
5,471 % |
4,900 % |
3,083 % |
3,571 % |
6,157 % |
5,908 % |
|
150 |
5,470 % |
4,896 % |
3,085 % |
3,569 % |
6,152 % |
5,902 % |
|
Term to maturity (in years) |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
Turkish lira |
|
1 |
1,660 % |
2,969 % |
18,289 % |
3,422 % |
3,133 % |
45,648 % |
|
2 |
1,650 % |
3,094 % |
17,373 % |
3,181 % |
2,977 % |
37,720 % |
|
3 |
1,681 % |
3,204 % |
16,644 % |
3,065 % |
2,905 % |
33,054 % |
|
4 |
1,743 % |
3,299 % |
16,060 % |
3,013 % |
2,876 % |
29,841 % |
|
5 |
1,806 % |
3,374 % |
15,588 % |
2,987 % |
2,861 % |
27,566 % |
|
6 |
1,857 % |
3,441 % |
15,214 % |
2,976 % |
2,853 % |
26,015 % |
|
7 |
1,904 % |
3,496 % |
14,936 % |
2,972 % |
2,854 % |
24,965 % |
|
8 |
1,952 % |
3,544 % |
14,708 % |
2,973 % |
2,863 % |
24,303 % |
|
9 |
2,005 % |
3,589 % |
14,551 % |
2,977 % |
2,870 % |
23,900 % |
|
10 |
2,063 % |
3,627 % |
14,440 % |
2,981 % |
2,869 % |
23,553 % |
|
11 |
2,128 % |
3,665 % |
14,363 % |
2,987 % |
2,858 % |
23,210 % |
|
12 |
2,195 % |
3,703 % |
14,316 % |
2,993 % |
2,841 % |
22,865 % |
|
13 |
2,263 % |
3,741 % |
14,277 % |
2,999 % |
2,820 % |
22,515 % |
|
14 |
2,331 % |
3,779 % |
14,250 % |
3,006 % |
2,798 % |
22,157 % |
|
15 |
2,398 % |
3,817 % |
14,192 % |
3,012 % |
2,778 % |
21,790 % |
|
16 |
2,462 % |
3,854 % |
14,096 % |
3,018 % |
2,759 % |
21,415 % |
|
17 |
2,525 % |
3,889 % |
13,971 % |
3,025 % |
2,743 % |
21,033 % |
|
18 |
2,585 % |
3,920 % |
13,822 % |
3,031 % |
2,730 % |
20,644 % |
|
19 |
2,643 % |
3,947 % |
13,656 % |
3,037 % |
2,721 % |
20,251 % |
|
20 |
2,698 % |
3,969 % |
13,476 % |
3,043 % |
2,715 % |
19,856 % |
|
21 |
2,751 % |
3,986 % |
13,287 % |
3,049 % |
2,713 % |
19,460 % |
|
22 |
2,801 % |
3,998 % |
13,092 % |
3,055 % |
2,714 % |
19,065 % |
|
23 |
2,849 % |
4,006 % |
12,893 % |
3,060 % |
2,718 % |
18,675 % |
|
24 |
2,895 % |
4,012 % |
12,693 % |
3,066 % |
2,723 % |
18,291 % |
|
25 |
2,938 % |
4,014 % |
12,494 % |
3,071 % |
2,730 % |
17,914 % |
|
26 |
2,980 % |
4,015 % |
12,297 % |
3,076 % |
2,738 % |
17,546 % |
|
27 |
3,020 % |
4,014 % |
12,104 % |
3,081 % |
2,747 % |
17,188 % |
|
28 |
3,058 % |
4,011 % |
11,916 % |
3,086 % |
2,756 % |
16,841 % |
|
29 |
3,094 % |
4,008 % |
11,732 % |
3,091 % |
2,765 % |
16,506 % |
|
30 |
3,128 % |
4,004 % |
11,554 % |
3,095 % |
2,775 % |
16,183 % |
|
31 |
3,161 % |
3,999 % |
11,381 % |
3,100 % |
2,785 % |
15,872 % |
|
32 |
3,193 % |
3,993 % |
11,215 % |
3,104 % |
2,795 % |
15,573 % |
|
33 |
3,223 % |
3,988 % |
11,055 % |
3,108 % |
2,805 % |
15,287 % |
|
34 |
3,252 % |
3,982 % |
10,901 % |
3,112 % |
2,815 % |
15,013 % |
|
35 |
3,279 % |
3,975 % |
10,753 % |
3,116 % |
2,825 % |
14,750 % |
|
36 |
3,306 % |
3,969 % |
10,611 % |
3,119 % |
2,834 % |
14,499 % |
|
37 |
3,331 % |
3,963 % |
10,475 % |
3,123 % |
2,844 % |
14,259 % |
|
38 |
3,355 % |
3,956 % |
10,345 % |
3,127 % |
2,853 % |
14,029 % |
|
39 |
3,378 % |
3,950 % |
10,219 % |
3,130 % |
2,862 % |
13,809 % |
|
40 |
3,400 % |
3,944 % |
10,099 % |
3,133 % |
2,871 % |
13,599 % |
|
41 |
3,422 % |
3,937 % |
9,984 % |
3,136 % |
2,879 % |
13,399 % |
|
42 |
3,442 % |
3,931 % |
9,874 % |
3,139 % |
2,888 % |
13,206 % |
|
43 |
3,462 % |
3,925 % |
9,768 % |
3,142 % |
2,896 % |
13,023 % |
|
44 |
3,481 % |
3,919 % |
9,667 % |
3,145 % |
2,904 % |
12,847 % |
|
45 |
3,499 % |
3,913 % |
9,570 % |
3,148 % |
2,911 % |
12,678 % |
|
46 |
3,516 % |
3,907 % |
9,476 % |
3,151 % |
2,919 % |
12,516 % |
|
47 |
3,533 % |
3,902 % |
9,387 % |
3,154 % |
2,926 % |
12,361 % |
|
48 |
3,549 % |
3,896 % |
9,301 % |
3,156 % |
2,933 % |
12,213 % |
|
49 |
3,565 % |
3,891 % |
9,218 % |
3,159 % |
2,940 % |
12,070 % |
|
50 |
3,580 % |
3,886 % |
9,138 % |
3,161 % |
2,946 % |
11,933 % |
|
51 |
3,595 % |
3,881 % |
9,061 % |
3,163 % |
2,953 % |
11,801 % |
|
52 |
3,609 % |
3,876 % |
8,988 % |
3,166 % |
2,959 % |
11,674 % |
|
53 |
3,622 % |
3,871 % |
8,917 % |
3,168 % |
2,965 % |
11,552 % |
|
54 |
3,635 % |
3,867 % |
8,848 % |
3,170 % |
2,971 % |
11,435 % |
|
55 |
3,648 % |
3,862 % |
8,782 % |
3,172 % |
2,976 % |
11,321 % |
|
56 |
3,660 % |
3,858 % |
8,718 % |
3,174 % |
2,982 % |
11,212 % |
|
57 |
3,672 % |
3,853 % |
8,657 % |
3,176 % |
2,987 % |
11,107 % |
|
58 |
3,683 % |
3,849 % |
8,598 % |
3,178 % |
2,992 % |
11,005 % |
|
59 |
3,694 % |
3,845 % |
8,540 % |
3,180 % |
2,997 % |
10,907 % |
|
60 |
3,705 % |
3,841 % |
8,485 % |
3,182 % |
3,002 % |
10,813 % |
|
61 |
3,715 % |
3,838 % |
8,431 % |
3,184 % |
3,007 % |
10,721 % |
|
62 |
3,726 % |
3,834 % |
8,379 % |
3,185 % |
3,012 % |
10,632 % |
|
63 |
3,735 % |
3,830 % |
8,329 % |
3,187 % |
3,016 % |
10,547 % |
|
64 |
3,745 % |
3,827 % |
8,280 % |
3,189 % |
3,020 % |
10,464 % |
|
65 |
3,754 % |
3,823 % |
8,233 % |
3,190 % |
3,025 % |
10,383 % |
|
66 |
3,763 % |
3,820 % |
8,187 % |
3,192 % |
3,029 % |
10,305 % |
|
67 |
3,771 % |
3,817 % |
8,143 % |
3,193 % |
3,033 % |
10,230 % |
|
68 |
3,780 % |
3,814 % |
8,100 % |
3,195 % |
3,036 % |
10,156 % |
|
69 |
3,788 % |
3,811 % |
8,058 % |
3,196 % |
3,040 % |
10,085 % |
|
70 |
3,796 % |
3,808 % |
8,017 % |
3,198 % |
3,044 % |
10,016 % |
|
71 |
3,804 % |
3,805 % |
7,978 % |
3,199 % |
3,047 % |
9,949 % |
|
72 |
3,811 % |
3,802 % |
7,940 % |
3,200 % |
3,051 % |
9,884 % |
|
73 |
3,819 % |
3,799 % |
7,902 % |
3,202 % |
3,054 % |
9,820 % |
|
74 |
3,826 % |
3,797 % |
7,866 % |
3,203 % |
3,058 % |
9,759 % |
|
75 |
3,833 % |
3,794 % |
7,831 % |
3,204 % |
3,061 % |
9,699 % |
|
76 |
3,839 % |
3,791 % |
7,796 % |
3,205 % |
3,064 % |
9,640 % |
|
77 |
3,846 % |
3,789 % |
7,763 % |
3,206 % |
3,067 % |
9,583 % |
|
78 |
3,852 % |
3,787 % |
7,730 % |
3,208 % |
3,070 % |
9,528 % |
|
79 |
3,859 % |
3,784 % |
7,699 % |
3,209 % |
3,073 % |
9,474 % |
|
80 |
3,865 % |
3,782 % |
7,668 % |
3,210 % |
3,076 % |
9,422 % |
|
81 |
3,871 % |
3,780 % |
7,637 % |
3,211 % |
3,078 % |
9,370 % |
|
82 |
3,877 % |
3,778 % |
7,608 % |
3,212 % |
3,081 % |
9,321 % |
|
83 |
3,882 % |
3,775 % |
7,579 % |
3,213 % |
3,084 % |
9,272 % |
|
84 |
3,888 % |
3,773 % |
7,551 % |
3,214 % |
3,086 % |
9,224 % |
|
85 |
3,893 % |
3,771 % |
7,524 % |
3,215 % |
3,089 % |
9,178 % |
|
86 |
3,898 % |
3,769 % |
7,497 % |
3,216 % |
3,091 % |
9,133 % |
|
87 |
3,904 % |
3,767 % |
7,471 % |
3,217 % |
3,094 % |
9,088 % |
|
88 |
3,909 % |
3,765 % |
7,446 % |
3,218 % |
3,096 % |
9,045 % |
|
89 |
3,914 % |
3,764 % |
7,421 % |
3,219 % |
3,098 % |
9,003 % |
|
90 |
3,918 % |
3,762 % |
7,396 % |
3,220 % |
3,100 % |
8,962 % |
|
91 |
3,923 % |
3,760 % |
7,372 % |
3,220 % |
3,103 % |
8,921 % |
|
92 |
3,928 % |
3,758 % |
7,349 % |
3,221 % |
3,105 % |
8,882 % |
|
93 |
3,932 % |
3,757 % |
7,326 % |
3,222 % |
3,107 % |
8,843 % |
|
94 |
3,937 % |
3,755 % |
7,304 % |
3,223 % |
3,109 % |
8,805 % |
|
95 |
3,941 % |
3,753 % |
7,282 % |
3,224 % |
3,111 % |
8,769 % |
|
96 |
3,945 % |
3,752 % |
7,261 % |
3,225 % |
3,113 % |
8,732 % |
|
97 |
3,950 % |
3,750 % |
7,240 % |
3,225 % |
3,115 % |
8,697 % |
|
98 |
3,954 % |
3,749 % |
7,219 % |
3,226 % |
3,117 % |
8,662 % |
|
99 |
3,958 % |
3,747 % |
7,199 % |
3,227 % |
3,118 % |
8,628 % |
|
100 |
3,962 % |
3,746 % |
7,180 % |
3,228 % |
3,120 % |
8,595 % |
|
101 |
3,965 % |
3,744 % |
7,160 % |
3,228 % |
3,122 % |
8,562 % |
|
102 |
3,969 % |
3,743 % |
7,142 % |
3,229 % |
3,124 % |
8,530 % |
|
103 |
3,973 % |
3,741 % |
7,123 % |
3,230 % |
3,126 % |
8,499 % |
|
104 |
3,976 % |
3,740 % |
7,105 % |
3,230 % |
3,127 % |
8,468 % |
|
105 |
3,980 % |
3,739 % |
7,087 % |
3,231 % |
3,129 % |
8,438 % |
|
106 |
3,983 % |
3,737 % |
7,070 % |
3,232 % |
3,130 % |
8,409 % |
|
107 |
3,987 % |
3,736 % |
7,052 % |
3,232 % |
3,132 % |
8,380 % |
|
108 |
3,990 % |
3,735 % |
7,036 % |
3,233 % |
3,134 % |
8,351 % |
|
109 |
3,994 % |
3,734 % |
7,019 % |
3,233 % |
3,135 % |
8,323 % |
|
110 |
3,997 % |
3,732 % |
7,003 % |
3,234 % |
3,137 % |
8,296 % |
|
111 |
4,000 % |
3,731 % |
6,987 % |
3,235 % |
3,138 % |
8,269 % |
|
112 |
4,003 % |
3,730 % |
6,971 % |
3,235 % |
3,140 % |
8,243 % |
|
113 |
4,006 % |
3,729 % |
6,956 % |
3,236 % |
3,141 % |
8,217 % |
|
114 |
4,009 % |
3,728 % |
6,941 % |
3,236 % |
3,142 % |
8,191 % |
|
115 |
4,012 % |
3,727 % |
6,926 % |
3,237 % |
3,144 % |
8,166 % |
|
116 |
4,015 % |
3,726 % |
6,911 % |
3,237 % |
3,145 % |
8,142 % |
|
117 |
4,018 % |
3,724 % |
6,897 % |
3,238 % |
3,146 % |
8,117 % |
|
118 |
4,021 % |
3,723 % |
6,883 % |
3,239 % |
3,148 % |
8,094 % |
|
119 |
4,023 % |
3,722 % |
6,869 % |
3,239 % |
3,149 % |
8,070 % |
|
120 |
4,026 % |
3,721 % |
6,856 % |
3,240 % |
3,150 % |
8,047 % |
|
121 |
4,029 % |
3,720 % |
6,842 % |
3,240 % |
3,151 % |
8,025 % |
|
122 |
4,031 % |
3,719 % |
6,829 % |
3,241 % |
3,153 % |
8,003 % |
|
123 |
4,034 % |
3,718 % |
6,816 % |
3,241 % |
3,154 % |
7,981 % |
|
124 |
4,037 % |
3,717 % |
6,803 % |
3,241 % |
3,155 % |
7,959 % |
|
125 |
4,039 % |
3,717 % |
6,791 % |
3,242 % |
3,156 % |
7,938 % |
|
126 |
4,042 % |
3,716 % |
6,779 % |
3,242 % |
3,157 % |
7,917 % |
|
127 |
4,044 % |
3,715 % |
6,767 % |
3,243 % |
3,158 % |
7,897 % |
|
128 |
4,046 % |
3,714 % |
6,755 % |
3,243 % |
3,160 % |
7,877 % |
|
129 |
4,049 % |
3,713 % |
6,743 % |
3,244 % |
3,161 % |
7,857 % |
|
130 |
4,051 % |
3,712 % |
6,731 % |
3,244 % |
3,162 % |
7,837 % |
|
131 |
4,053 % |
3,711 % |
6,720 % |
3,245 % |
3,163 % |
7,818 % |
|
132 |
4,056 % |
3,710 % |
6,709 % |
3,245 % |
3,164 % |
7,799 % |
|
133 |
4,058 % |
3,710 % |
6,698 % |
3,245 % |
3,165 % |
7,781 % |
|
134 |
4,060 % |
3,709 % |
6,687 % |
3,246 % |
3,166 % |
7,762 % |
|
135 |
4,062 % |
3,708 % |
6,676 % |
3,246 % |
3,167 % |
7,744 % |
|
136 |
4,064 % |
3,707 % |
6,665 % |
3,247 % |
3,168 % |
7,726 % |
|
137 |
4,066 % |
3,706 % |
6,655 % |
3,247 % |
3,169 % |
7,709 % |
|
138 |
4,068 % |
3,706 % |
6,645 % |
3,247 % |
3,170 % |
7,692 % |
|
139 |
4,070 % |
3,705 % |
6,635 % |
3,248 % |
3,171 % |
7,675 % |
|
140 |
4,072 % |
3,704 % |
6,625 % |
3,248 % |
3,172 % |
7,658 % |
|
141 |
4,074 % |
3,703 % |
6,615 % |
3,249 % |
3,172 % |
7,641 % |
|
142 |
4,076 % |
3,703 % |
6,605 % |
3,249 % |
3,173 % |
7,625 % |
|
143 |
4,078 % |
3,702 % |
6,596 % |
3,249 % |
3,174 % |
7,609 % |
|
144 |
4,080 % |
3,701 % |
6,586 % |
3,250 % |
3,175 % |
7,593 % |
|
145 |
4,082 % |
3,700 % |
6,577 % |
3,250 % |
3,176 % |
7,577 % |
|
146 |
4,084 % |
3,700 % |
6,568 % |
3,250 % |
3,177 % |
7,562 % |
|
147 |
4,086 % |
3,699 % |
6,559 % |
3,251 % |
3,178 % |
7,547 % |
|
148 |
4,087 % |
3,698 % |
6,550 % |
3,251 % |
3,179 % |
7,532 % |
|
149 |
4,089 % |
3,698 % |
6,541 % |
3,251 % |
3,179 % |
7,517 % |
|
150 |
4,091 % |
3,697 % |
6,533 % |
3,252 % |
3,180 % |
7,502 % |
|
Term to maturity (in years) |
US dollar |
Yen |
|
1 |
5,046 % |
0,274 % |
|
2 |
4,583 % |
0,419 % |
|
3 |
4,316 % |
0,523 % |
|
4 |
4,155 % |
0,601 % |
|
5 |
4,060 % |
0,674 % |
|
6 |
4,007 % |
0,747 % |
|
7 |
3,974 % |
0,828 % |
|
8 |
3,955 % |
0,906 % |
|
9 |
3,946 % |
0,981 % |
|
10 |
3,941 % |
1,057 % |
|
11 |
3,941 % |
1,125 % |
|
12 |
3,944 % |
1,188 % |
|
13 |
3,947 % |
1,249 % |
|
14 |
3,950 % |
1,310 % |
|
15 |
3,951 % |
1,370 % |
|
16 |
3,950 % |
1,429 % |
|
17 |
3,945 % |
1,486 % |
|
18 |
3,937 % |
1,537 % |
|
19 |
3,925 % |
1,582 % |
|
20 |
3,908 % |
1,620 % |
|
21 |
3,887 % |
1,650 % |
|
22 |
3,862 % |
1,674 % |
|
23 |
3,835 % |
1,694 % |
|
24 |
3,806 % |
1,712 % |
|
25 |
3,776 % |
1,729 % |
|
26 |
3,745 % |
1,745 % |
|
27 |
3,715 % |
1,761 % |
|
28 |
3,685 % |
1,778 % |
|
29 |
3,658 % |
1,796 % |
|
30 |
3,633 % |
1,817 % |
|
31 |
3,611 % |
1,839 % |
|
32 |
3,590 % |
1,862 % |
|
33 |
3,573 % |
1,887 % |
|
34 |
3,556 % |
1,913 % |
|
35 |
3,542 % |
1,938 % |
|
36 |
3,529 % |
1,964 % |
|
37 |
3,517 % |
1,990 % |
|
38 |
3,506 % |
2,016 % |
|
39 |
3,496 % |
2,041 % |
|
40 |
3,488 % |
2,066 % |
|
41 |
3,479 % |
2,091 % |
|
42 |
3,472 % |
2,115 % |
|
43 |
3,465 % |
2,139 % |
|
44 |
3,459 % |
2,162 % |
|
45 |
3,453 % |
2,184 % |
|
46 |
3,448 % |
2,206 % |
|
47 |
3,443 % |
2,227 % |
|
48 |
3,438 % |
2,248 % |
|
49 |
3,434 % |
2,268 % |
|
50 |
3,430 % |
2,288 % |
|
51 |
3,426 % |
2,307 % |
|
52 |
3,423 % |
2,325 % |
|
53 |
3,420 % |
2,343 % |
|
54 |
3,417 % |
2,361 % |
|
55 |
3,414 % |
2,378 % |
|
56 |
3,411 % |
2,394 % |
|
57 |
3,408 % |
2,410 % |
|
58 |
3,406 % |
2,425 % |
|
59 |
3,404 % |
2,440 % |
|
60 |
3,402 % |
2,455 % |
|
61 |
3,400 % |
2,469 % |
|
62 |
3,398 % |
2,483 % |
|
63 |
3,396 % |
2,496 % |
|
64 |
3,394 % |
2,509 % |
|
65 |
3,392 % |
2,522 % |
|
66 |
3,391 % |
2,534 % |
|
67 |
3,389 % |
2,546 % |
|
68 |
3,387 % |
2,557 % |
|
69 |
3,386 % |
2,569 % |
|
70 |
3,385 % |
2,580 % |
|
71 |
3,383 % |
2,590 % |
|
72 |
3,382 % |
2,601 % |
|
73 |
3,381 % |
2,611 % |
|
74 |
3,380 % |
2,621 % |
|
75 |
3,378 % |
2,630 % |
|
76 |
3,377 % |
2,640 % |
|
77 |
3,376 % |
2,649 % |
|
78 |
3,375 % |
2,658 % |
|
79 |
3,374 % |
2,666 % |
|
80 |
3,373 % |
2,675 % |
|
81 |
3,372 % |
2,683 % |
|
82 |
3,371 % |
2,691 % |
|
83 |
3,370 % |
2,699 % |
|
84 |
3,370 % |
2,707 % |
|
85 |
3,369 % |
2,714 % |
|
86 |
3,368 % |
2,722 % |
|
87 |
3,367 % |
2,729 % |
|
88 |
3,366 % |
2,736 % |
|
89 |
3,366 % |
2,743 % |
|
90 |
3,365 % |
2,749 % |
|
91 |
3,364 % |
2,756 % |
|
92 |
3,363 % |
2,762 % |
|
93 |
3,363 % |
2,769 % |
|
94 |
3,362 % |
2,775 % |
|
95 |
3,361 % |
2,781 % |
|
96 |
3,361 % |
2,787 % |
|
97 |
3,360 % |
2,792 % |
|
98 |
3,359 % |
2,798 % |
|
99 |
3,359 % |
2,804 % |
|
100 |
3,358 % |
2,809 % |
|
101 |
3,358 % |
2,815 % |
|
102 |
3,357 % |
2,820 % |
|
103 |
3,356 % |
2,825 % |
|
104 |
3,356 % |
2,830 % |
|
105 |
3,355 % |
2,835 % |
|
106 |
3,355 % |
2,840 % |
|
107 |
3,354 % |
2,844 % |
|
108 |
3,354 % |
2,849 % |
|
109 |
3,353 % |
2,854 % |
|
110 |
3,353 % |
2,858 % |
|
111 |
3,352 % |
2,863 % |
|
112 |
3,352 % |
2,867 % |
|
113 |
3,351 % |
2,871 % |
|
114 |
3,351 % |
2,875 % |
|
115 |
3,351 % |
2,880 % |
|
116 |
3,350 % |
2,884 % |
|
117 |
3,350 % |
2,888 % |
|
118 |
3,349 % |
2,891 % |
|
119 |
3,349 % |
2,895 % |
|
120 |
3,348 % |
2,899 % |
|
121 |
3,348 % |
2,903 % |
|
122 |
3,348 % |
2,906 % |
|
123 |
3,347 % |
2,910 % |
|
124 |
3,347 % |
2,914 % |
|
125 |
3,346 % |
2,917 % |
|
126 |
3,346 % |
2,921 % |
|
127 |
3,346 % |
2,924 % |
|
128 |
3,345 % |
2,927 % |
|
129 |
3,345 % |
2,930 % |
|
130 |
3,345 % |
2,934 % |
|
131 |
3,344 % |
2,937 % |
|
132 |
3,344 % |
2,940 % |
|
133 |
3,344 % |
2,943 % |
|
134 |
3,343 % |
2,946 % |
|
135 |
3,343 % |
2,949 % |
|
136 |
3,343 % |
2,952 % |
|
137 |
3,342 % |
2,955 % |
|
138 |
3,342 % |
2,958 % |
|
139 |
3,342 % |
2,961 % |
|
140 |
3,341 % |
2,963 % |
|
141 |
3,341 % |
2,966 % |
|
142 |
3,341 % |
2,969 % |
|
143 |
3,341 % |
2,971 % |
|
144 |
3,340 % |
2,974 % |
|
145 |
3,340 % |
2,977 % |
|
146 |
3,340 % |
2,979 % |
|
147 |
3,340 % |
2,982 % |
|
148 |
3,339 % |
2,984 % |
|
149 |
3,339 % |
2,987 % |
|
150 |
3,339 % |
2,989 % |
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 |
Czechia |
Cyprus |
Denmark |
|
1 |
0 |
0 |
26 |
5 |
0 |
20 |
0 |
|
2 |
0 |
0 |
33 |
5 |
0 |
34 |
0 |
|
3 |
0 |
0 |
39 |
5 |
0 |
39 |
0 |
|
4 |
0 |
1 |
42 |
5 |
1 |
40 |
0 |
|
5 |
0 |
2 |
46 |
5 |
3 |
43 |
0 |
|
6 |
0 |
3 |
49 |
6 |
5 |
46 |
0 |
|
7 |
1 |
4 |
52 |
6 |
8 |
47 |
0 |
|
8 |
2 |
5 |
54 |
5 |
10 |
48 |
0 |
|
9 |
3 |
6 |
56 |
6 |
11 |
46 |
0 |
|
10 |
3 |
7 |
57 |
6 |
12 |
45 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
332 |
4 |
12 |
|
2 |
0 |
0 |
0 |
0 |
208 |
4 |
17 |
|
3 |
0 |
0 |
0 |
0 |
186 |
4 |
20 |
|
4 |
1 |
0 |
0 |
0 |
164 |
4 |
21 |
|
5 |
2 |
0 |
0 |
0 |
151 |
4 |
22 |
|
6 |
3 |
0 |
0 |
0 |
149 |
4 |
23 |
|
7 |
4 |
0 |
0 |
0 |
147 |
4 |
24 |
|
8 |
5 |
0 |
1 |
0 |
151 |
3 |
25 |
|
9 |
6 |
0 |
2 |
0 |
153 |
1 |
26 |
|
10 |
7 |
0 |
3 |
0 |
155 |
4 |
26 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
3 |
4 |
0 |
12 |
0 |
4 |
|
2 |
13 |
8 |
9 |
0 |
18 |
0 |
4 |
|
3 |
18 |
11 |
12 |
0 |
20 |
0 |
4 |
|
4 |
21 |
12 |
14 |
0 |
21 |
0 |
4 |
|
5 |
23 |
14 |
17 |
0 |
22 |
0 |
4 |
|
6 |
25 |
16 |
18 |
0 |
24 |
0 |
4 |
|
7 |
27 |
17 |
20 |
0 |
25 |
0 |
4 |
|
8 |
29 |
18 |
21 |
0 |
26 |
0 |
4 |
|
9 |
31 |
19 |
23 |
1 |
26 |
0 |
4 |
|
10 |
32 |
20 |
24 |
1 |
27 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
20 |
8 |
10 |
14 |
4 |
0 |
0 |
|
2 |
34 |
15 |
13 |
16 |
9 |
0 |
0 |
|
3 |
38 |
17 |
15 |
21 |
12 |
0 |
0 |
|
4 |
40 |
18 |
16 |
25 |
14 |
0 |
0 |
|
5 |
43 |
19 |
17 |
28 |
17 |
0 |
0 |
|
6 |
46 |
20 |
19 |
32 |
18 |
0 |
0 |
|
7 |
47 |
21 |
20 |
33 |
20 |
0 |
0 |
|
8 |
47 |
22 |
22 |
35 |
21 |
0 |
0 |
|
9 |
45 |
24 |
22 |
36 |
23 |
0 |
0 |
|
10 |
45 |
22 |
23 |
36 |
24 |
0 |
0 |
|
Duration (in years) |
Iceland |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
|
1 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
2 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
3 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
4 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
5 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
6 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
7 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
8 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
9 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
10 |
5 |
0 |
0 |
0 |
0 |
12 |
0 |
|
Duration (in years) |
Chile |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
|
1 |
16 |
0 |
11 |
0 |
10 |
0 |
0 |
|
2 |
17 |
1 |
17 |
0 |
10 |
0 |
0 |
|
3 |
17 |
2 |
26 |
0 |
10 |
0 |
0 |
|
4 |
16 |
3 |
33 |
0 |
10 |
0 |
0 |
|
5 |
15 |
3 |
34 |
0 |
10 |
0 |
0 |
|
6 |
14 |
4 |
37 |
0 |
10 |
0 |
0 |
|
7 |
13 |
4 |
38 |
0 |
10 |
0 |
0 |
|
8 |
14 |
7 |
37 |
0 |
10 |
0 |
0 |
|
9 |
15 |
5 |
34 |
0 |
10 |
0 |
0 |
|
10 |
13 |
5 |
36 |
0 |
10 |
0 |
0 |
|
Duration (in years) |
Mexico |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
|
1 |
8 |
0 |
0 |
0 |
7 |
8 |
1 |
|
2 |
9 |
0 |
0 |
0 |
10 |
11 |
0 |
|
3 |
10 |
0 |
0 |
0 |
13 |
11 |
0 |
|
4 |
11 |
0 |
0 |
0 |
14 |
13 |
0 |
|
5 |
11 |
0 |
2 |
0 |
15 |
14 |
0 |
|
6 |
11 |
0 |
5 |
0 |
17 |
15 |
0 |
|
7 |
11 |
0 |
7 |
0 |
19 |
15 |
0 |
|
8 |
11 |
0 |
11 |
0 |
21 |
15 |
0 |
|
9 |
11 |
0 |
16 |
0 |
23 |
15 |
0 |
|
10 |
11 |
0 |
16 |
0 |
25 |
15 |
0 |
|
Duration (in years) |
Taiwan |
Turkey |
United States |
|
1 |
4 |
0 |
0 |
|
2 |
4 |
0 |
0 |
|
3 |
4 |
0 |
0 |
|
4 |
4 |
0 |
0 |
|
5 |
4 |
0 |
0 |
|
6 |
4 |
0 |
0 |
|
7 |
4 |
0 |
0 |
|
8 |
4 |
0 |
0 |
|
9 |
4 |
0 |
0 |
|
10 |
4 |
0 |
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 |
19 |
41 |
107 |
222 |
498 |
1 158 |
|
2 |
6 |
19 |
41 |
107 |
222 |
498 |
938 |
|
3 |
7 |
21 |
43 |
102 |
219 |
495 |
771 |
|
4 |
9 |
24 |
46 |
105 |
218 |
494 |
642 |
|
5 |
10 |
26 |
51 |
108 |
217 |
494 |
542 |
|
6 |
11 |
28 |
54 |
112 |
217 |
494 |
494 |
|
7 |
12 |
30 |
56 |
115 |
217 |
494 |
494 |
|
8 |
12 |
31 |
56 |
114 |
217 |
494 |
494 |
|
9 |
13 |
32 |
56 |
113 |
217 |
494 |
494 |
|
10 |
13 |
33 |
56 |
113 |
217 |
494 |
494 |
|
11 |
14 |
34 |
56 |
113 |
217 |
494 |
494 |
|
12 |
14 |
35 |
56 |
113 |
217 |
494 |
494 |
|
13 |
14 |
35 |
56 |
113 |
217 |
494 |
494 |
|
14 |
15 |
36 |
56 |
113 |
217 |
494 |
494 |
|
15 |
15 |
36 |
56 |
113 |
217 |
494 |
494 |
|
16 |
15 |
36 |
56 |
113 |
217 |
494 |
494 |
|
17 |
16 |
36 |
56 |
113 |
217 |
494 |
494 |
|
18 |
17 |
36 |
56 |
113 |
217 |
494 |
494 |
|
19 |
18 |
36 |
56 |
113 |
217 |
494 |
494 |
|
20 |
19 |
36 |
56 |
113 |
217 |
494 |
494 |
|
21 |
20 |
36 |
56 |
113 |
217 |
494 |
494 |
|
22 |
21 |
36 |
56 |
113 |
217 |
494 |
494 |
|
23 |
22 |
36 |
56 |
113 |
217 |
494 |
494 |
|
24 |
23 |
36 |
56 |
113 |
217 |
494 |
494 |
|
25 |
24 |
36 |
56 |
113 |
217 |
494 |
494 |
|
26 |
24 |
36 |
56 |
113 |
217 |
494 |
494 |
|
27 |
25 |
36 |
56 |
113 |
217 |
494 |
494 |
|
28 |
26 |
36 |
56 |
113 |
217 |
494 |
494 |
|
29 |
26 |
36 |
56 |
113 |
217 |
494 |
494 |
|
30 |
27 |
36 |
56 |
113 |
217 |
494 |
494 |
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 |
19 |
32 |
54 |
120 |
235 |
511 |
1 173 |
|
2 |
20 |
33 |
55 |
121 |
236 |
512 |
951 |
|
3 |
21 |
35 |
57 |
116 |
232 |
509 |
781 |
|
4 |
22 |
37 |
59 |
118 |
231 |
507 |
651 |
|
5 |
23 |
39 |
63 |
120 |
230 |
506 |
550 |
|
6 |
23 |
40 |
66 |
124 |
229 |
506 |
506 |
|
7 |
23 |
41 |
67 |
126 |
228 |
505 |
505 |
|
8 |
23 |
41 |
66 |
124 |
228 |
504 |
504 |
|
9 |
22 |
41 |
66 |
123 |
227 |
504 |
504 |
|
10 |
22 |
42 |
65 |
122 |
227 |
503 |
503 |
|
11 |
22 |
43 |
65 |
122 |
226 |
502 |
502 |
|
12 |
22 |
43 |
64 |
121 |
225 |
502 |
502 |
|
13 |
22 |
43 |
64 |
121 |
225 |
501 |
501 |
|
14 |
21 |
42 |
63 |
120 |
224 |
501 |
501 |
|
15 |
21 |
42 |
63 |
120 |
224 |
500 |
500 |
|
16 |
21 |
42 |
62 |
119 |
224 |
500 |
500 |
|
17 |
21 |
42 |
62 |
119 |
224 |
500 |
500 |
|
18 |
21 |
42 |
62 |
119 |
224 |
500 |
500 |
|
19 |
21 |
42 |
63 |
120 |
224 |
500 |
500 |
|
20 |
21 |
42 |
63 |
120 |
224 |
500 |
500 |
|
21 |
21 |
42 |
63 |
120 |
224 |
501 |
501 |
|
22 |
21 |
42 |
63 |
120 |
224 |
501 |
501 |
|
23 |
22 |
43 |
63 |
120 |
224 |
501 |
501 |
|
24 |
23 |
43 |
63 |
120 |
224 |
501 |
501 |
|
25 |
24 |
42 |
63 |
120 |
224 |
501 |
501 |
|
26 |
25 |
42 |
63 |
120 |
224 |
501 |
501 |
|
27 |
25 |
42 |
63 |
120 |
224 |
501 |
501 |
|
28 |
26 |
42 |
63 |
120 |
224 |
501 |
501 |
|
29 |
27 |
42 |
63 |
120 |
224 |
500 |
500 |
|
30 |
27 |
42 |
63 |
120 |
224 |
500 |
500 |
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 |
19 |
41 |
107 |
222 |
498 |
1 158 |
|
2 |
6 |
19 |
41 |
107 |
222 |
498 |
938 |
|
3 |
7 |
21 |
43 |
102 |
218 |
495 |
771 |
|
4 |
9 |
24 |
46 |
105 |
217 |
494 |
642 |
|
5 |
10 |
26 |
50 |
108 |
217 |
494 |
542 |
|
6 |
11 |
28 |
54 |
112 |
217 |
494 |
494 |
|
7 |
12 |
30 |
56 |
115 |
217 |
494 |
494 |
|
8 |
12 |
31 |
56 |
114 |
217 |
494 |
494 |
|
9 |
12 |
32 |
56 |
113 |
217 |
494 |
494 |
|
10 |
13 |
33 |
56 |
113 |
217 |
494 |
494 |
|
11 |
14 |
34 |
56 |
113 |
217 |
494 |
494 |
|
12 |
14 |
35 |
56 |
113 |
217 |
494 |
494 |
|
13 |
14 |
35 |
56 |
113 |
217 |
494 |
494 |
|
14 |
14 |
35 |
56 |
113 |
217 |
494 |
494 |
|
15 |
15 |
35 |
56 |
113 |
217 |
494 |
494 |
|
16 |
15 |
35 |
56 |
113 |
217 |
494 |
494 |
|
17 |
16 |
35 |
56 |
113 |
217 |
494 |
494 |
|
18 |
17 |
35 |
56 |
113 |
217 |
494 |
494 |
|
19 |
18 |
35 |
56 |
113 |
217 |
494 |
494 |
|
20 |
19 |
35 |
56 |
113 |
217 |
494 |
494 |
|
21 |
20 |
35 |
56 |
113 |
217 |
494 |
494 |
|
22 |
21 |
35 |
56 |
113 |
217 |
494 |
494 |
|
23 |
22 |
35 |
56 |
113 |
217 |
494 |
494 |
|
24 |
23 |
35 |
56 |
113 |
217 |
494 |
494 |
|
25 |
24 |
35 |
56 |
113 |
217 |
494 |
494 |
|
26 |
24 |
35 |
56 |
113 |
217 |
494 |
494 |
|
27 |
25 |
35 |
56 |
113 |
217 |
494 |
494 |
|
28 |
26 |
35 |
56 |
113 |
217 |
494 |
494 |
|
29 |
26 |
35 |
56 |
113 |
217 |
494 |
494 |
|
30 |
27 |
35 |
56 |
113 |
217 |
494 |
494 |
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 |
79 |
92 |
114 |
180 |
295 |
571 |
1 207 |
|
2 |
76 |
89 |
111 |
177 |
292 |
568 |
984 |
|
3 |
79 |
93 |
115 |
174 |
290 |
567 |
811 |
|
4 |
79 |
94 |
116 |
175 |
287 |
564 |
677 |
|
5 |
78 |
94 |
118 |
176 |
285 |
562 |
573 |
|
6 |
78 |
95 |
120 |
179 |
284 |
560 |
560 |
|
7 |
77 |
95 |
120 |
180 |
282 |
558 |
558 |
|
8 |
76 |
95 |
119 |
178 |
281 |
557 |
557 |
|
9 |
75 |
94 |
119 |
176 |
280 |
557 |
557 |
|
10 |
73 |
93 |
116 |
173 |
277 |
553 |
553 |
|
11 |
71 |
91 |
114 |
171 |
275 |
551 |
551 |
|
12 |
70 |
91 |
113 |
170 |
274 |
550 |
550 |
|
13 |
70 |
91 |
112 |
169 |
273 |
550 |
550 |
|
14 |
70 |
91 |
112 |
169 |
273 |
549 |
549 |
|
15 |
70 |
91 |
112 |
168 |
273 |
549 |
549 |
|
16 |
69 |
90 |
111 |
168 |
272 |
549 |
549 |
|
17 |
69 |
90 |
111 |
168 |
272 |
548 |
548 |
|
18 |
68 |
89 |
110 |
167 |
271 |
548 |
548 |
|
19 |
68 |
89 |
110 |
167 |
271 |
547 |
547 |
|
20 |
67 |
88 |
109 |
166 |
270 |
547 |
547 |
|
21 |
67 |
88 |
109 |
165 |
270 |
546 |
546 |
|
22 |
66 |
87 |
108 |
165 |
269 |
545 |
545 |
|
23 |
65 |
86 |
107 |
164 |
268 |
544 |
544 |
|
24 |
64 |
85 |
106 |
163 |
267 |
543 |
543 |
|
25 |
63 |
84 |
105 |
162 |
266 |
542 |
542 |
|
26 |
62 |
83 |
104 |
161 |
265 |
541 |
541 |
|
27 |
61 |
82 |
103 |
160 |
264 |
540 |
540 |
|
28 |
60 |
81 |
102 |
159 |
263 |
539 |
539 |
|
29 |
59 |
80 |
101 |
158 |
262 |
538 |
538 |
|
30 |
58 |
79 |
100 |
157 |
261 |
537 |
537 |
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 |
23 |
45 |
111 |
226 |
502 |
1 150 |
|
2 |
11 |
24 |
47 |
112 |
227 |
504 |
934 |
|
3 |
14 |
28 |
49 |
109 |
225 |
501 |
767 |
|
4 |
16 |
31 |
53 |
112 |
225 |
501 |
639 |
|
5 |
17 |
33 |
58 |
115 |
225 |
501 |
539 |
|
6 |
18 |
35 |
61 |
119 |
224 |
501 |
501 |
|
7 |
19 |
37 |
63 |
122 |
224 |
501 |
501 |
|
8 |
19 |
37 |
62 |
120 |
224 |
500 |
500 |
|
9 |
19 |
38 |
62 |
119 |
223 |
500 |
500 |
|
10 |
19 |
39 |
62 |
119 |
223 |
500 |
500 |
|
11 |
19 |
40 |
62 |
119 |
223 |
499 |
499 |
|
12 |
20 |
40 |
62 |
119 |
223 |
499 |
499 |
|
13 |
20 |
41 |
62 |
119 |
223 |
500 |
500 |
|
14 |
20 |
41 |
62 |
119 |
223 |
500 |
500 |
|
15 |
21 |
41 |
62 |
119 |
223 |
500 |
500 |
|
16 |
20 |
41 |
62 |
119 |
223 |
500 |
500 |
|
17 |
21 |
42 |
63 |
120 |
224 |
500 |
500 |
|
18 |
21 |
42 |
63 |
120 |
224 |
500 |
500 |
|
19 |
21 |
42 |
63 |
120 |
224 |
501 |
501 |
|
20 |
22 |
43 |
64 |
121 |
225 |
501 |
501 |
|
21 |
22 |
43 |
64 |
121 |
225 |
502 |
502 |
|
22 |
22 |
43 |
64 |
121 |
225 |
502 |
502 |
|
23 |
23 |
44 |
64 |
121 |
226 |
502 |
502 |
|
24 |
23 |
44 |
65 |
121 |
226 |
502 |
502 |
|
25 |
24 |
44 |
65 |
121 |
226 |
502 |
502 |
|
26 |
24 |
44 |
64 |
121 |
226 |
502 |
502 |
|
27 |
25 |
44 |
64 |
121 |
225 |
502 |
502 |
|
28 |
26 |
43 |
64 |
121 |
225 |
502 |
502 |
|
29 |
26 |
43 |
64 |
121 |
225 |
502 |
502 |
|
30 |
27 |
43 |
64 |
121 |
225 |
502 |
502 |
2.6.
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 |
18 |
40 |
106 |
221 |
497 |
1 157 |
|
2 |
5 |
18 |
40 |
106 |
221 |
497 |
938 |
|
3 |
6 |
20 |
42 |
101 |
218 |
494 |
770 |
|
4 |
8 |
23 |
45 |
104 |
217 |
493 |
641 |
|
5 |
9 |
25 |
50 |
107 |
217 |
493 |
541 |
|
6 |
10 |
27 |
53 |
112 |
217 |
493 |
493 |
|
7 |
12 |
29 |
55 |
114 |
217 |
493 |
493 |
|
8 |
12 |
30 |
55 |
113 |
217 |
493 |
493 |
|
9 |
12 |
31 |
55 |
113 |
217 |
493 |
493 |
|
10 |
12 |
32 |
55 |
112 |
217 |
493 |
493 |
|
11 |
13 |
33 |
56 |
113 |
217 |
493 |
493 |
|
12 |
13 |
34 |
56 |
113 |
217 |
493 |
493 |
|
13 |
14 |
34 |
56 |
113 |
217 |
493 |
493 |
|
14 |
14 |
35 |
56 |
113 |
217 |
493 |
493 |
|
15 |
15 |
35 |
56 |
113 |
217 |
493 |
493 |
|
16 |
15 |
35 |
56 |
112 |
217 |
493 |
493 |
|
17 |
16 |
35 |
56 |
112 |
217 |
493 |
493 |
|
18 |
17 |
35 |
56 |
112 |
217 |
493 |
493 |
|
19 |
18 |
35 |
56 |
112 |
217 |
493 |
493 |
|
20 |
19 |
35 |
56 |
112 |
217 |
493 |
493 |
|
21 |
20 |
35 |
56 |
113 |
217 |
493 |
493 |
|
22 |
21 |
35 |
56 |
113 |
217 |
493 |
493 |
|
23 |
22 |
35 |
56 |
113 |
217 |
493 |
493 |
|
24 |
23 |
35 |
56 |
113 |
217 |
493 |
493 |
|
25 |
24 |
35 |
56 |
113 |
217 |
493 |
493 |
|
26 |
24 |
35 |
56 |
113 |
217 |
493 |
493 |
|
27 |
25 |
35 |
56 |
113 |
217 |
493 |
493 |
|
28 |
26 |
35 |
56 |
113 |
217 |
493 |
493 |
|
29 |
26 |
35 |
56 |
113 |
217 |
493 |
493 |
|
30 |
27 |
35 |
56 |
113 |
217 |
493 |
493 |
2.7.
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 |
24 |
51 |
136 |
240 |
517 |
1 183 |
|
2 |
7 |
24 |
51 |
136 |
240 |
517 |
959 |
|
3 |
8 |
26 |
51 |
125 |
237 |
513 |
787 |
|
4 |
10 |
28 |
54 |
117 |
235 |
511 |
655 |
|
5 |
12 |
30 |
56 |
109 |
234 |
510 |
552 |
|
6 |
14 |
34 |
59 |
103 |
233 |
509 |
509 |
|
7 |
16 |
36 |
60 |
98 |
232 |
508 |
508 |
|
8 |
18 |
38 |
59 |
92 |
231 |
507 |
507 |
|
9 |
20 |
44 |
62 |
87 |
230 |
506 |
506 |
|
10 |
20 |
44 |
60 |
85 |
229 |
505 |
505 |
|
11 |
19 |
43 |
59 |
86 |
228 |
505 |
505 |
|
12 |
19 |
43 |
60 |
87 |
227 |
504 |
504 |
|
13 |
19 |
43 |
60 |
88 |
227 |
503 |
503 |
|
14 |
19 |
43 |
60 |
88 |
226 |
502 |
502 |
|
15 |
19 |
43 |
60 |
88 |
225 |
502 |
502 |
|
16 |
19 |
43 |
60 |
88 |
224 |
501 |
501 |
|
17 |
19 |
44 |
60 |
88 |
223 |
500 |
500 |
|
18 |
19 |
44 |
60 |
88 |
223 |
499 |
499 |
|
19 |
19 |
44 |
60 |
88 |
223 |
499 |
499 |
|
20 |
20 |
44 |
60 |
88 |
223 |
500 |
500 |
|
21 |
21 |
44 |
60 |
88 |
223 |
500 |
500 |
|
22 |
22 |
44 |
60 |
88 |
223 |
499 |
499 |
|
23 |
22 |
44 |
60 |
88 |
222 |
499 |
499 |
|
24 |
23 |
44 |
60 |
88 |
222 |
498 |
498 |
|
25 |
24 |
44 |
60 |
88 |
221 |
498 |
498 |
|
26 |
25 |
44 |
60 |
88 |
221 |
497 |
497 |
|
27 |
25 |
44 |
60 |
88 |
220 |
496 |
496 |
|
28 |
26 |
44 |
60 |
88 |
220 |
496 |
496 |
|
29 |
27 |
44 |
60 |
88 |
219 |
495 |
495 |
|
30 |
28 |
44 |
60 |
88 |
218 |
495 |
495 |
2.8.
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
82 |
95 |
117 |
183 |
298 |
574 |
1 202 |
|
2 |
81 |
94 |
116 |
182 |
297 |
573 |
979 |
|
3 |
82 |
96 |
117 |
177 |
293 |
569 |
807 |
|
4 |
82 |
97 |
119 |
178 |
291 |
567 |
674 |
|
5 |
81 |
97 |
122 |
179 |
289 |
565 |
570 |
|
6 |
81 |
98 |
124 |
182 |
287 |
564 |
564 |
|
7 |
80 |
98 |
124 |
183 |
285 |
562 |
562 |
|
8 |
78 |
97 |
122 |
180 |
283 |
560 |
560 |
|
9 |
77 |
96 |
120 |
178 |
282 |
558 |
558 |
|
10 |
76 |
96 |
119 |
176 |
280 |
557 |
557 |
|
11 |
75 |
95 |
118 |
175 |
279 |
555 |
555 |
|
12 |
74 |
95 |
116 |
173 |
278 |
554 |
554 |
|
13 |
73 |
94 |
115 |
172 |
276 |
553 |
553 |
|
14 |
72 |
93 |
114 |
171 |
275 |
551 |
551 |
|
15 |
71 |
92 |
113 |
169 |
274 |
550 |
550 |
|
16 |
70 |
91 |
111 |
168 |
273 |
549 |
549 |
|
17 |
69 |
90 |
111 |
167 |
272 |
548 |
548 |
|
18 |
68 |
89 |
110 |
167 |
271 |
547 |
547 |
|
19 |
67 |
88 |
109 |
166 |
270 |
546 |
546 |
|
20 |
66 |
87 |
108 |
165 |
269 |
545 |
545 |
|
21 |
65 |
86 |
107 |
164 |
268 |
544 |
544 |
|
22 |
64 |
85 |
106 |
163 |
267 |
543 |
543 |
|
23 |
63 |
84 |
105 |
162 |
266 |
542 |
542 |
|
24 |
62 |
83 |
104 |
161 |
265 |
541 |
541 |
|
25 |
61 |
82 |
103 |
160 |
264 |
540 |
540 |
|
26 |
60 |
81 |
102 |
158 |
263 |
539 |
539 |
|
27 |
59 |
80 |
100 |
157 |
261 |
538 |
538 |
|
28 |
57 |
78 |
99 |
156 |
260 |
537 |
537 |
|
29 |
56 |
77 |
98 |
155 |
259 |
536 |
536 |
|
30 |
55 |
76 |
97 |
154 |
258 |
535 |
535 |
2.9.
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
55 |
68 |
91 |
156 |
271 |
548 |
1 181 |
|
2 |
55 |
68 |
90 |
156 |
271 |
547 |
964 |
|
3 |
56 |
70 |
92 |
151 |
267 |
544 |
795 |
|
4 |
57 |
72 |
94 |
153 |
266 |
542 |
664 |
|
5 |
57 |
73 |
98 |
155 |
264 |
541 |
562 |
|
6 |
57 |
74 |
100 |
158 |
263 |
540 |
540 |
|
7 |
57 |
75 |
100 |
159 |
262 |
538 |
538 |
|
8 |
56 |
74 |
99 |
157 |
261 |
537 |
537 |
|
9 |
55 |
74 |
98 |
155 |
259 |
536 |
536 |
|
10 |
54 |
74 |
97 |
154 |
258 |
535 |
535 |
|
11 |
54 |
74 |
97 |
154 |
258 |
534 |
534 |
|
12 |
54 |
74 |
96 |
153 |
257 |
533 |
533 |
|
13 |
53 |
74 |
95 |
152 |
256 |
533 |
533 |
|
14 |
53 |
74 |
95 |
152 |
256 |
532 |
532 |
|
15 |
52 |
73 |
94 |
151 |
255 |
532 |
532 |
|
16 |
51 |
72 |
93 |
150 |
254 |
531 |
531 |
|
17 |
51 |
72 |
93 |
150 |
254 |
530 |
530 |
|
18 |
50 |
71 |
92 |
149 |
253 |
530 |
530 |
|
19 |
50 |
71 |
92 |
149 |
253 |
529 |
529 |
|
20 |
50 |
71 |
92 |
149 |
253 |
529 |
529 |
|
21 |
50 |
70 |
91 |
148 |
252 |
529 |
529 |
|
22 |
49 |
70 |
91 |
148 |
252 |
528 |
528 |
|
23 |
48 |
69 |
90 |
147 |
251 |
528 |
528 |
|
24 |
48 |
69 |
90 |
147 |
251 |
527 |
527 |
|
25 |
47 |
68 |
89 |
146 |
250 |
526 |
526 |
|
26 |
46 |
67 |
88 |
145 |
249 |
526 |
526 |
|
27 |
46 |
67 |
88 |
145 |
249 |
525 |
525 |
|
28 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
29 |
44 |
65 |
86 |
143 |
247 |
524 |
524 |
|
30 |
44 |
65 |
85 |
142 |
246 |
523 |
523 |
2.10.
Króna
|
Duration (in years) |
Credit quality step 0 |
Credit 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 |
104 |
126 |
192 |
307 |
583 |
1 256 |
|
2 |
90 |
103 |
125 |
191 |
306 |
582 |
1 017 |
|
3 |
90 |
104 |
126 |
185 |
301 |
578 |
833 |
|
4 |
90 |
105 |
127 |
186 |
299 |
575 |
692 |
|
5 |
90 |
106 |
131 |
188 |
298 |
574 |
583 |
|
6 |
91 |
108 |
133 |
192 |
297 |
573 |
573 |
|
7 |
91 |
109 |
135 |
194 |
297 |
573 |
573 |
|
8 |
91 |
110 |
135 |
193 |
296 |
573 |
573 |
|
9 |
91 |
111 |
135 |
192 |
296 |
573 |
573 |
|
10 |
92 |
112 |
135 |
192 |
296 |
573 |
573 |
|
11 |
92 |
112 |
135 |
192 |
296 |
572 |
572 |
|
12 |
92 |
112 |
134 |
191 |
295 |
571 |
571 |
|
13 |
91 |
112 |
133 |
190 |
294 |
570 |
570 |
|
14 |
90 |
111 |
132 |
189 |
293 |
569 |
569 |
|
15 |
89 |
110 |
131 |
188 |
292 |
568 |
568 |
|
16 |
88 |
109 |
130 |
187 |
291 |
567 |
567 |
|
17 |
87 |
108 |
129 |
186 |
290 |
566 |
566 |
|
18 |
86 |
107 |
128 |
185 |
289 |
565 |
565 |
|
19 |
85 |
106 |
127 |
184 |
288 |
564 |
564 |
|
20 |
84 |
105 |
126 |
182 |
287 |
563 |
563 |
|
21 |
82 |
103 |
124 |
181 |
285 |
562 |
562 |
|
22 |
81 |
102 |
123 |
180 |
284 |
560 |
560 |
|
23 |
80 |
101 |
122 |
178 |
283 |
559 |
559 |
|
24 |
78 |
99 |
120 |
177 |
281 |
558 |
558 |
|
25 |
77 |
98 |
119 |
176 |
280 |
556 |
556 |
|
26 |
75 |
96 |
117 |
174 |
278 |
555 |
555 |
|
27 |
74 |
95 |
116 |
172 |
277 |
553 |
553 |
|
28 |
72 |
93 |
114 |
171 |
275 |
552 |
552 |
|
29 |
71 |
92 |
113 |
170 |
274 |
550 |
550 |
|
30 |
69 |
90 |
111 |
168 |
272 |
549 |
549 |
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 |
30 |
43 |
65 |
131 |
246 |
523 |
1 176 |
|
2 |
31 |
44 |
66 |
132 |
247 |
523 |
955 |
|
3 |
32 |
46 |
67 |
127 |
243 |
519 |
785 |
|
4 |
32 |
47 |
69 |
128 |
241 |
518 |
653 |
|
5 |
33 |
49 |
73 |
131 |
240 |
517 |
551 |
|
6 |
33 |
50 |
76 |
135 |
240 |
516 |
516 |
|
7 |
34 |
52 |
77 |
136 |
239 |
515 |
515 |
|
8 |
33 |
52 |
76 |
135 |
238 |
514 |
514 |
|
9 |
32 |
52 |
76 |
133 |
237 |
514 |
514 |
|
10 |
32 |
52 |
75 |
133 |
237 |
513 |
513 |
|
11 |
32 |
53 |
75 |
132 |
236 |
512 |
512 |
|
12 |
32 |
53 |
74 |
131 |
235 |
512 |
512 |
|
13 |
32 |
53 |
74 |
131 |
235 |
511 |
511 |
|
14 |
31 |
52 |
73 |
130 |
234 |
511 |
511 |
|
15 |
31 |
52 |
73 |
130 |
234 |
510 |
510 |
|
16 |
30 |
51 |
72 |
129 |
233 |
510 |
510 |
|
17 |
30 |
51 |
72 |
129 |
233 |
509 |
509 |
|
18 |
30 |
51 |
72 |
129 |
233 |
509 |
509 |
|
19 |
30 |
51 |
72 |
129 |
233 |
509 |
509 |
|
20 |
30 |
51 |
72 |
129 |
233 |
509 |
509 |
|
21 |
30 |
51 |
72 |
129 |
233 |
509 |
509 |
|
22 |
30 |
51 |
72 |
129 |
233 |
509 |
509 |
|
23 |
30 |
51 |
71 |
128 |
233 |
509 |
509 |
|
24 |
29 |
50 |
71 |
128 |
232 |
509 |
509 |
|
25 |
29 |
50 |
71 |
128 |
232 |
508 |
508 |
|
26 |
29 |
50 |
71 |
128 |
232 |
508 |
508 |
|
27 |
29 |
50 |
70 |
127 |
231 |
508 |
508 |
|
28 |
28 |
49 |
70 |
127 |
231 |
508 |
508 |
|
29 |
28 |
49 |
70 |
127 |
231 |
507 |
507 |
|
30 |
28 |
49 |
70 |
126 |
231 |
507 |
507 |
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 |
4 |
22 |
88 |
203 |
479 |
1 116 |
|
2 |
1 |
5 |
23 |
89 |
204 |
480 |
906 |
|
3 |
2 |
5 |
25 |
84 |
201 |
477 |
745 |
|
4 |
4 |
6 |
28 |
87 |
200 |
476 |
621 |
|
5 |
4 |
9 |
33 |
90 |
200 |
476 |
525 |
|
6 |
6 |
11 |
36 |
95 |
200 |
476 |
476 |
|
7 |
7 |
13 |
38 |
98 |
200 |
476 |
476 |
|
8 |
8 |
14 |
38 |
97 |
200 |
476 |
476 |
|
9 |
8 |
14 |
38 |
96 |
200 |
476 |
476 |
|
10 |
9 |
15 |
39 |
96 |
200 |
476 |
476 |
|
11 |
11 |
17 |
40 |
97 |
201 |
477 |
477 |
|
12 |
12 |
17 |
39 |
96 |
200 |
476 |
476 |
|
13 |
13 |
18 |
39 |
96 |
200 |
477 |
477 |
|
14 |
14 |
18 |
39 |
96 |
200 |
477 |
477 |
|
15 |
14 |
17 |
38 |
95 |
199 |
476 |
476 |
|
16 |
15 |
17 |
37 |
94 |
199 |
475 |
475 |
|
17 |
16 |
17 |
38 |
94 |
199 |
475 |
475 |
|
18 |
17 |
17 |
38 |
95 |
199 |
475 |
475 |
|
19 |
18 |
17 |
38 |
95 |
199 |
476 |
476 |
|
20 |
18 |
18 |
39 |
96 |
200 |
476 |
476 |
|
21 |
19 |
19 |
39 |
96 |
200 |
476 |
476 |
|
22 |
20 |
19 |
39 |
96 |
200 |
476 |
476 |
|
23 |
22 |
21 |
39 |
96 |
200 |
476 |
476 |
|
24 |
22 |
21 |
39 |
96 |
200 |
476 |
476 |
|
25 |
23 |
22 |
39 |
95 |
200 |
476 |
476 |
|
26 |
24 |
23 |
38 |
95 |
199 |
476 |
476 |
|
27 |
25 |
23 |
38 |
95 |
199 |
476 |
476 |
|
28 |
25 |
24 |
38 |
95 |
199 |
476 |
476 |
|
29 |
26 |
24 |
38 |
95 |
199 |
476 |
476 |
|
30 |
27 |
25 |
39 |
95 |
199 |
476 |
476 |
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 |
43 |
56 |
78 |
144 |
259 |
535 |
1 179 |
|
2 |
43 |
56 |
78 |
144 |
259 |
535 |
958 |
|
3 |
44 |
58 |
80 |
139 |
255 |
532 |
787 |
|
4 |
45 |
60 |
82 |
141 |
254 |
530 |
656 |
|
5 |
46 |
62 |
86 |
144 |
253 |
530 |
554 |
|
6 |
46 |
63 |
89 |
147 |
252 |
529 |
529 |
|
7 |
47 |
65 |
90 |
149 |
252 |
528 |
528 |
|
8 |
46 |
64 |
89 |
148 |
251 |
527 |
527 |
|
9 |
45 |
65 |
89 |
146 |
250 |
527 |
527 |
|
10 |
45 |
65 |
88 |
145 |
250 |
526 |
526 |
|
11 |
45 |
65 |
88 |
145 |
249 |
525 |
525 |
|
12 |
45 |
66 |
87 |
144 |
248 |
525 |
525 |
|
13 |
45 |
65 |
87 |
144 |
248 |
524 |
524 |
|
14 |
44 |
65 |
86 |
143 |
247 |
524 |
524 |
|
15 |
44 |
65 |
86 |
143 |
247 |
523 |
523 |
|
16 |
43 |
64 |
85 |
142 |
246 |
522 |
522 |
|
17 |
43 |
64 |
85 |
141 |
246 |
522 |
522 |
|
18 |
42 |
63 |
84 |
141 |
245 |
522 |
522 |
|
19 |
42 |
63 |
84 |
141 |
245 |
521 |
521 |
|
20 |
42 |
63 |
84 |
140 |
245 |
521 |
521 |
|
21 |
41 |
62 |
83 |
140 |
244 |
521 |
521 |
|
22 |
41 |
62 |
83 |
140 |
244 |
520 |
520 |
|
23 |
40 |
61 |
82 |
139 |
243 |
520 |
520 |
|
24 |
40 |
61 |
82 |
138 |
243 |
519 |
519 |
|
25 |
39 |
60 |
81 |
138 |
242 |
518 |
518 |
|
26 |
38 |
59 |
80 |
137 |
241 |
518 |
518 |
|
27 |
37 |
58 |
79 |
136 |
240 |
517 |
517 |
|
28 |
37 |
58 |
78 |
135 |
240 |
516 |
516 |
|
29 |
36 |
57 |
78 |
135 |
239 |
515 |
515 |
|
30 |
35 |
56 |
77 |
134 |
238 |
515 |
515 |
2.14.
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
15 |
28 |
50 |
116 |
231 |
507 |
1 140 |
|
2 |
19 |
32 |
54 |
120 |
235 |
511 |
926 |
|
3 |
23 |
37 |
58 |
118 |
234 |
510 |
762 |
|
4 |
27 |
42 |
64 |
123 |
236 |
512 |
636 |
|
5 |
30 |
46 |
70 |
127 |
237 |
513 |
538 |
|
6 |
29 |
46 |
72 |
130 |
235 |
512 |
512 |
|
7 |
33 |
51 |
77 |
136 |
239 |
515 |
515 |
|
8 |
33 |
51 |
76 |
134 |
238 |
514 |
514 |
|
9 |
34 |
53 |
77 |
134 |
238 |
515 |
515 |
|
10 |
35 |
55 |
78 |
136 |
240 |
516 |
516 |
|
11 |
37 |
57 |
80 |
137 |
241 |
517 |
517 |
|
12 |
38 |
59 |
80 |
137 |
241 |
518 |
518 |
|
13 |
39 |
59 |
81 |
138 |
242 |
518 |
518 |
|
14 |
39 |
60 |
81 |
138 |
242 |
519 |
519 |
|
15 |
39 |
60 |
81 |
138 |
242 |
519 |
519 |
|
16 |
39 |
60 |
81 |
138 |
242 |
518 |
518 |
|
17 |
39 |
60 |
81 |
138 |
242 |
519 |
519 |
|
18 |
39 |
60 |
81 |
138 |
242 |
518 |
518 |
|
19 |
39 |
60 |
81 |
138 |
242 |
518 |
518 |
|
20 |
39 |
60 |
81 |
138 |
242 |
518 |
518 |
|
21 |
39 |
60 |
81 |
138 |
242 |
518 |
518 |
|
22 |
39 |
60 |
81 |
137 |
242 |
518 |
518 |
|
23 |
38 |
59 |
80 |
137 |
241 |
518 |
518 |
|
24 |
38 |
59 |
80 |
137 |
241 |
517 |
517 |
|
25 |
38 |
59 |
79 |
136 |
240 |
517 |
517 |
|
26 |
37 |
58 |
79 |
136 |
240 |
516 |
516 |
|
27 |
37 |
58 |
78 |
135 |
240 |
516 |
516 |
|
28 |
36 |
57 |
78 |
135 |
239 |
515 |
515 |
|
29 |
36 |
57 |
77 |
134 |
238 |
515 |
515 |
|
30 |
35 |
56 |
77 |
134 |
238 |
514 |
514 |
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 |
18 |
31 |
54 |
120 |
234 |
511 |
1 175 |
|
2 |
19 |
32 |
54 |
120 |
235 |
512 |
951 |
|
3 |
21 |
35 |
57 |
116 |
233 |
509 |
780 |
|
4 |
23 |
38 |
60 |
119 |
232 |
508 |
649 |
|
5 |
24 |
40 |
65 |
122 |
232 |
508 |
548 |
|
6 |
25 |
42 |
68 |
127 |
232 |
508 |
508 |
|
7 |
26 |
44 |
70 |
129 |
231 |
508 |
508 |
|
8 |
26 |
45 |
70 |
128 |
231 |
508 |
508 |
|
9 |
27 |
46 |
70 |
127 |
231 |
508 |
508 |
|
10 |
27 |
47 |
70 |
127 |
231 |
508 |
508 |
|
11 |
28 |
48 |
70 |
127 |
232 |
508 |
508 |
|
12 |
28 |
49 |
70 |
127 |
232 |
508 |
508 |
|
13 |
28 |
49 |
70 |
127 |
232 |
508 |
508 |
|
14 |
29 |
50 |
71 |
127 |
232 |
508 |
508 |
|
15 |
29 |
50 |
71 |
127 |
232 |
508 |
508 |
|
16 |
28 |
49 |
70 |
127 |
231 |
508 |
508 |
|
17 |
29 |
49 |
70 |
127 |
231 |
508 |
508 |
|
18 |
29 |
49 |
70 |
127 |
231 |
508 |
508 |
|
19 |
28 |
49 |
70 |
127 |
231 |
508 |
508 |
|
20 |
29 |
50 |
70 |
127 |
231 |
508 |
508 |
|
21 |
28 |
49 |
70 |
127 |
231 |
508 |
508 |
|
22 |
28 |
49 |
70 |
127 |
231 |
508 |
508 |
|
23 |
28 |
49 |
70 |
127 |
231 |
507 |
507 |
|
24 |
27 |
48 |
69 |
126 |
230 |
507 |
507 |
|
25 |
27 |
48 |
69 |
126 |
230 |
506 |
506 |
|
26 |
26 |
47 |
68 |
125 |
229 |
506 |
506 |
|
27 |
26 |
47 |
68 |
125 |
229 |
505 |
505 |
|
28 |
26 |
47 |
67 |
124 |
228 |
505 |
505 |
|
29 |
27 |
46 |
67 |
124 |
228 |
504 |
504 |
|
30 |
27 |
46 |
67 |
124 |
228 |
504 |
504 |
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 |
53 |
66 |
88 |
154 |
269 |
545 |
1 175 |
|
2 |
54 |
67 |
90 |
155 |
270 |
547 |
961 |
|
3 |
58 |
72 |
94 |
153 |
269 |
545 |
794 |
|
4 |
60 |
75 |
97 |
156 |
269 |
546 |
665 |
|
5 |
62 |
79 |
103 |
160 |
270 |
546 |
563 |
|
6 |
64 |
81 |
107 |
165 |
270 |
547 |
547 |
|
7 |
65 |
83 |
109 |
168 |
270 |
547 |
547 |
|
8 |
65 |
84 |
109 |
167 |
270 |
547 |
547 |
|
9 |
65 |
84 |
108 |
166 |
270 |
546 |
546 |
|
10 |
66 |
86 |
109 |
166 |
270 |
546 |
546 |
|
11 |
66 |
86 |
109 |
166 |
270 |
546 |
546 |
|
12 |
66 |
86 |
108 |
165 |
269 |
546 |
546 |
|
13 |
65 |
86 |
107 |
164 |
269 |
545 |
545 |
|
14 |
65 |
86 |
107 |
164 |
268 |
544 |
544 |
|
15 |
64 |
85 |
106 |
163 |
267 |
543 |
543 |
|
16 |
64 |
85 |
105 |
162 |
266 |
543 |
543 |
|
17 |
63 |
84 |
105 |
162 |
266 |
542 |
542 |
|
18 |
62 |
83 |
104 |
161 |
265 |
542 |
542 |
|
19 |
62 |
83 |
104 |
161 |
265 |
541 |
541 |
|
20 |
61 |
82 |
103 |
160 |
264 |
541 |
541 |
|
21 |
61 |
82 |
102 |
159 |
263 |
540 |
540 |
|
22 |
60 |
81 |
102 |
159 |
263 |
539 |
539 |
|
23 |
59 |
80 |
101 |
158 |
262 |
538 |
538 |
|
24 |
58 |
79 |
100 |
157 |
261 |
537 |
537 |
|
25 |
57 |
78 |
99 |
156 |
260 |
536 |
536 |
|
26 |
56 |
77 |
98 |
155 |
259 |
536 |
536 |
|
27 |
55 |
76 |
97 |
154 |
258 |
535 |
535 |
|
28 |
54 |
75 |
96 |
153 |
257 |
534 |
534 |
|
29 |
54 |
75 |
95 |
152 |
256 |
533 |
533 |
|
30 |
53 |
74 |
94 |
151 |
256 |
532 |
532 |
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 |
84 |
97 |
119 |
185 |
300 |
576 |
1 230 |
|
2 |
89 |
102 |
124 |
190 |
305 |
582 |
1 015 |
|
3 |
93 |
107 |
128 |
187 |
304 |
580 |
842 |
|
4 |
94 |
109 |
131 |
191 |
303 |
580 |
706 |
|
5 |
98 |
114 |
138 |
196 |
305 |
582 |
599 |
|
6 |
100 |
117 |
143 |
202 |
307 |
583 |
583 |
|
7 |
102 |
120 |
146 |
205 |
307 |
584 |
584 |
|
8 |
104 |
122 |
147 |
205 |
309 |
585 |
585 |
|
9 |
105 |
124 |
148 |
205 |
310 |
586 |
586 |
|
10 |
106 |
125 |
149 |
206 |
310 |
586 |
586 |
|
11 |
106 |
126 |
149 |
206 |
310 |
586 |
586 |
|
12 |
105 |
126 |
148 |
205 |
309 |
585 |
585 |
|
13 |
105 |
125 |
147 |
204 |
308 |
584 |
584 |
|
14 |
103 |
124 |
145 |
202 |
306 |
583 |
583 |
|
15 |
102 |
123 |
144 |
201 |
305 |
581 |
581 |
|
16 |
101 |
122 |
143 |
200 |
304 |
580 |
580 |
|
17 |
99 |
120 |
141 |
198 |
302 |
579 |
579 |
|
18 |
98 |
119 |
140 |
197 |
301 |
577 |
577 |
|
19 |
97 |
118 |
138 |
195 |
299 |
576 |
576 |
|
20 |
95 |
116 |
137 |
194 |
298 |
574 |
574 |
|
21 |
94 |
115 |
135 |
192 |
297 |
573 |
573 |
|
22 |
92 |
113 |
134 |
191 |
295 |
571 |
571 |
|
23 |
90 |
111 |
132 |
189 |
293 |
570 |
570 |
|
24 |
89 |
110 |
130 |
187 |
291 |
568 |
568 |
|
25 |
87 |
108 |
129 |
186 |
290 |
566 |
566 |
|
26 |
85 |
106 |
127 |
184 |
288 |
564 |
564 |
|
27 |
83 |
104 |
125 |
182 |
286 |
563 |
563 |
|
28 |
82 |
103 |
123 |
180 |
285 |
561 |
561 |
|
29 |
80 |
101 |
122 |
179 |
283 |
559 |
559 |
|
30 |
78 |
99 |
120 |
177 |
281 |
558 |
558 |
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 |
12 |
25 |
48 |
113 |
228 |
505 |
1 173 |
|
2 |
15 |
28 |
50 |
116 |
231 |
507 |
950 |
|
3 |
18 |
32 |
54 |
113 |
230 |
506 |
780 |
|
4 |
21 |
36 |
58 |
117 |
230 |
506 |
649 |
|
5 |
23 |
40 |
64 |
121 |
231 |
507 |
548 |
|
6 |
25 |
42 |
68 |
126 |
231 |
508 |
508 |
|
7 |
26 |
44 |
70 |
129 |
231 |
508 |
508 |
|
8 |
26 |
45 |
70 |
128 |
231 |
508 |
508 |
|
9 |
26 |
46 |
70 |
127 |
231 |
508 |
508 |
|
10 |
27 |
47 |
70 |
127 |
231 |
508 |
508 |
|
11 |
27 |
48 |
70 |
127 |
231 |
508 |
508 |
|
12 |
27 |
48 |
70 |
127 |
231 |
507 |
507 |
|
13 |
27 |
48 |
69 |
126 |
230 |
507 |
507 |
|
14 |
27 |
48 |
69 |
126 |
230 |
506 |
506 |
|
15 |
26 |
47 |
68 |
125 |
229 |
506 |
506 |
|
16 |
26 |
47 |
68 |
125 |
229 |
505 |
505 |
|
17 |
25 |
46 |
67 |
124 |
228 |
505 |
505 |
|
18 |
25 |
46 |
67 |
124 |
228 |
505 |
505 |
|
19 |
25 |
46 |
67 |
124 |
228 |
505 |
505 |
|
20 |
25 |
46 |
67 |
124 |
228 |
505 |
505 |
|
21 |
26 |
47 |
67 |
124 |
228 |
505 |
505 |
|
22 |
26 |
47 |
67 |
124 |
228 |
505 |
505 |
|
23 |
26 |
46 |
67 |
124 |
228 |
505 |
505 |
|
24 |
25 |
46 |
67 |
124 |
228 |
505 |
505 |
|
25 |
25 |
46 |
67 |
124 |
228 |
505 |
505 |
|
26 |
25 |
46 |
67 |
124 |
228 |
504 |
504 |
|
27 |
25 |
46 |
67 |
124 |
228 |
504 |
504 |
|
28 |
26 |
46 |
66 |
123 |
227 |
504 |
504 |
|
29 |
27 |
45 |
66 |
123 |
227 |
504 |
504 |
|
30 |
27 |
45 |
66 |
123 |
227 |
503 |
503 |
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 |
93 |
106 |
128 |
194 |
309 |
585 |
1 217 |
|
2 |
94 |
107 |
129 |
195 |
310 |
586 |
988 |
|
3 |
96 |
110 |
132 |
191 |
307 |
584 |
812 |
|
4 |
98 |
113 |
135 |
194 |
307 |
583 |
677 |
|
5 |
100 |
116 |
140 |
198 |
307 |
583 |
583 |
|
6 |
101 |
118 |
143 |
202 |
307 |
583 |
583 |
|
7 |
101 |
119 |
145 |
204 |
307 |
583 |
583 |
|
8 |
101 |
120 |
145 |
203 |
306 |
583 |
583 |
|
9 |
101 |
120 |
144 |
202 |
306 |
582 |
582 |
|
10 |
100 |
120 |
143 |
200 |
305 |
581 |
581 |
|
11 |
99 |
120 |
142 |
199 |
303 |
579 |
579 |
|
12 |
98 |
119 |
140 |
197 |
301 |
578 |
578 |
|
13 |
97 |
118 |
139 |
196 |
300 |
576 |
576 |
|
14 |
95 |
116 |
137 |
194 |
298 |
575 |
575 |
|
15 |
94 |
115 |
135 |
192 |
297 |
573 |
573 |
|
16 |
92 |
113 |
134 |
191 |
295 |
571 |
571 |
|
17 |
90 |
111 |
132 |
189 |
293 |
570 |
570 |
|
18 |
89 |
110 |
131 |
188 |
292 |
568 |
568 |
|
19 |
88 |
109 |
130 |
187 |
291 |
567 |
567 |
|
20 |
87 |
108 |
129 |
186 |
290 |
566 |
566 |
|
21 |
86 |
107 |
128 |
185 |
289 |
565 |
565 |
|
22 |
85 |
106 |
127 |
184 |
288 |
564 |
564 |
|
23 |
84 |
105 |
125 |
182 |
287 |
563 |
563 |
|
24 |
82 |
103 |
124 |
181 |
285 |
562 |
562 |
|
25 |
81 |
102 |
123 |
180 |
284 |
561 |
561 |
|
26 |
80 |
101 |
122 |
179 |
283 |
559 |
559 |
|
27 |
79 |
100 |
121 |
178 |
282 |
558 |
558 |
|
28 |
78 |
99 |
120 |
176 |
281 |
557 |
557 |
|
29 |
77 |
98 |
118 |
175 |
279 |
556 |
556 |
|
30 |
76 |
96 |
117 |
174 |
278 |
555 |
555 |
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 |
298 |
311 |
333 |
399 |
514 |
791 |
1 292 |
|
2 |
89 |
102 |
125 |
190 |
305 |
582 |
1 045 |
|
3 |
92 |
106 |
128 |
187 |
303 |
580 |
856 |
|
4 |
95 |
110 |
132 |
191 |
304 |
580 |
712 |
|
5 |
97 |
114 |
138 |
195 |
305 |
581 |
600 |
|
6 |
99 |
116 |
142 |
200 |
305 |
582 |
582 |
|
7 |
101 |
119 |
144 |
203 |
306 |
582 |
582 |
|
8 |
101 |
120 |
145 |
203 |
306 |
583 |
583 |
|
9 |
102 |
121 |
145 |
203 |
307 |
583 |
583 |
|
10 |
102 |
122 |
145 |
202 |
306 |
583 |
583 |
|
11 |
102 |
123 |
145 |
202 |
306 |
583 |
583 |
|
12 |
103 |
124 |
145 |
202 |
306 |
583 |
583 |
|
13 |
103 |
124 |
145 |
202 |
307 |
583 |
583 |
|
14 |
104 |
125 |
146 |
203 |
307 |
583 |
583 |
|
15 |
105 |
126 |
146 |
203 |
307 |
584 |
584 |
|
16 |
105 |
126 |
147 |
204 |
308 |
585 |
585 |
|
17 |
106 |
127 |
148 |
205 |
309 |
585 |
585 |
|
18 |
107 |
128 |
149 |
206 |
310 |
586 |
586 |
|
19 |
107 |
128 |
149 |
206 |
310 |
587 |
587 |
|
20 |
108 |
129 |
150 |
207 |
311 |
587 |
587 |
|
21 |
108 |
129 |
150 |
206 |
311 |
587 |
587 |
|
22 |
107 |
128 |
149 |
206 |
310 |
586 |
586 |
|
23 |
106 |
127 |
148 |
205 |
309 |
586 |
586 |
|
24 |
105 |
126 |
147 |
204 |
308 |
585 |
585 |
|
25 |
104 |
125 |
146 |
203 |
307 |
583 |
583 |
|
26 |
103 |
124 |
145 |
202 |
306 |
582 |
582 |
|
27 |
101 |
122 |
143 |
200 |
304 |
581 |
581 |
|
28 |
100 |
121 |
142 |
199 |
303 |
579 |
579 |
|
29 |
99 |
120 |
140 |
197 |
301 |
578 |
578 |
|
30 |
97 |
118 |
139 |
196 |
300 |
576 |
576 |
2.21.
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
10 |
32 |
98 |
213 |
489 |
1 118 |
|
2 |
1 |
10 |
32 |
98 |
213 |
489 |
910 |
|
3 |
2 |
12 |
34 |
93 |
210 |
486 |
750 |
|
4 |
4 |
14 |
36 |
95 |
208 |
484 |
626 |
|
5 |
4 |
16 |
40 |
98 |
207 |
484 |
529 |
|
6 |
6 |
17 |
43 |
102 |
207 |
483 |
483 |
|
7 |
7 |
19 |
44 |
104 |
206 |
483 |
483 |
|
8 |
8 |
19 |
44 |
102 |
205 |
482 |
482 |
|
9 |
8 |
19 |
43 |
100 |
204 |
481 |
481 |
|
10 |
9 |
19 |
43 |
100 |
204 |
480 |
480 |
|
11 |
11 |
20 |
43 |
100 |
204 |
480 |
480 |
|
12 |
12 |
21 |
43 |
100 |
204 |
480 |
480 |
|
13 |
13 |
22 |
43 |
100 |
204 |
481 |
481 |
|
14 |
14 |
22 |
43 |
100 |
204 |
481 |
481 |
|
15 |
14 |
23 |
44 |
101 |
205 |
481 |
481 |
|
16 |
15 |
23 |
44 |
101 |
205 |
481 |
481 |
|
17 |
16 |
24 |
45 |
102 |
206 |
482 |
482 |
|
18 |
17 |
24 |
45 |
102 |
206 |
483 |
483 |
|
19 |
18 |
25 |
46 |
103 |
207 |
483 |
483 |
|
20 |
19 |
26 |
47 |
104 |
208 |
484 |
484 |
|
21 |
19 |
27 |
48 |
105 |
209 |
485 |
485 |
|
22 |
21 |
27 |
48 |
105 |
209 |
486 |
486 |
|
23 |
22 |
28 |
49 |
106 |
210 |
486 |
486 |
|
24 |
23 |
28 |
49 |
106 |
210 |
487 |
487 |
|
25 |
23 |
29 |
50 |
107 |
211 |
487 |
487 |
|
26 |
24 |
29 |
50 |
107 |
211 |
488 |
488 |
|
27 |
25 |
30 |
50 |
107 |
211 |
488 |
488 |
|
28 |
25 |
30 |
51 |
108 |
212 |
488 |
488 |
|
29 |
26 |
30 |
51 |
108 |
212 |
488 |
488 |
|
30 |
27 |
30 |
51 |
108 |
212 |
489 |
489 |
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 |
50 |
63 |
85 |
151 |
266 |
542 |
1 192 |
|
2 |
50 |
63 |
86 |
152 |
266 |
543 |
965 |
|
3 |
52 |
66 |
87 |
147 |
263 |
539 |
791 |
|
4 |
52 |
67 |
89 |
148 |
261 |
538 |
658 |
|
5 |
53 |
69 |
93 |
151 |
260 |
537 |
556 |
|
6 |
54 |
71 |
96 |
155 |
260 |
536 |
536 |
|
7 |
54 |
72 |
97 |
156 |
259 |
535 |
535 |
|
8 |
53 |
72 |
97 |
155 |
258 |
535 |
535 |
|
9 |
53 |
72 |
96 |
154 |
258 |
534 |
534 |
|
10 |
52 |
72 |
95 |
153 |
257 |
533 |
533 |
|
11 |
52 |
72 |
94 |
151 |
256 |
532 |
532 |
|
12 |
51 |
72 |
93 |
150 |
254 |
531 |
531 |
|
13 |
50 |
71 |
92 |
149 |
253 |
529 |
529 |
|
14 |
49 |
70 |
91 |
148 |
252 |
528 |
528 |
|
15 |
48 |
69 |
90 |
147 |
251 |
527 |
527 |
|
16 |
47 |
68 |
88 |
145 |
250 |
526 |
526 |
|
17 |
46 |
67 |
88 |
145 |
249 |
525 |
525 |
|
18 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
19 |
44 |
65 |
86 |
143 |
247 |
524 |
524 |
|
20 |
44 |
65 |
86 |
143 |
247 |
523 |
523 |
|
21 |
43 |
64 |
85 |
142 |
246 |
523 |
523 |
|
22 |
43 |
64 |
85 |
142 |
246 |
522 |
522 |
|
23 |
42 |
63 |
84 |
141 |
245 |
522 |
522 |
|
24 |
42 |
63 |
83 |
140 |
245 |
521 |
521 |
|
25 |
41 |
62 |
83 |
140 |
244 |
520 |
520 |
|
26 |
40 |
61 |
82 |
139 |
243 |
520 |
520 |
|
27 |
40 |
61 |
81 |
138 |
243 |
519 |
519 |
|
28 |
39 |
60 |
81 |
138 |
242 |
518 |
518 |
|
29 |
38 |
59 |
80 |
137 |
241 |
518 |
518 |
|
30 |
38 |
59 |
80 |
136 |
241 |
517 |
517 |
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 |
112 |
125 |
147 |
213 |
328 |
604 |
1 237 |
|
2 |
114 |
127 |
149 |
215 |
330 |
606 |
1 004 |
|
3 |
117 |
131 |
152 |
212 |
328 |
604 |
827 |
|
4 |
120 |
135 |
157 |
216 |
329 |
605 |
691 |
|
5 |
122 |
138 |
163 |
220 |
330 |
606 |
606 |
|
6 |
124 |
141 |
167 |
225 |
330 |
607 |
607 |
|
7 |
126 |
144 |
169 |
228 |
331 |
607 |
607 |
|
8 |
126 |
145 |
170 |
228 |
331 |
608 |
608 |
|
9 |
126 |
145 |
170 |
227 |
331 |
608 |
608 |
|
10 |
127 |
146 |
170 |
227 |
331 |
607 |
607 |
|
11 |
127 |
147 |
169 |
226 |
330 |
607 |
607 |
|
12 |
126 |
147 |
168 |
225 |
329 |
606 |
606 |
|
13 |
125 |
146 |
167 |
224 |
328 |
604 |
604 |
|
14 |
124 |
145 |
165 |
222 |
327 |
603 |
603 |
|
15 |
122 |
143 |
164 |
221 |
325 |
601 |
601 |
|
16 |
120 |
141 |
162 |
219 |
323 |
599 |
599 |
|
17 |
118 |
139 |
160 |
217 |
321 |
598 |
598 |
|
18 |
116 |
137 |
158 |
215 |
319 |
596 |
596 |
|
19 |
115 |
136 |
157 |
213 |
318 |
594 |
594 |
|
20 |
113 |
134 |
155 |
212 |
316 |
592 |
592 |
|
21 |
111 |
132 |
153 |
210 |
314 |
591 |
591 |
|
22 |
110 |
131 |
151 |
208 |
313 |
589 |
589 |
|
23 |
108 |
129 |
150 |
207 |
311 |
587 |
587 |
|
24 |
106 |
127 |
148 |
205 |
309 |
585 |
585 |
|
25 |
104 |
125 |
146 |
203 |
307 |
583 |
583 |
|
26 |
102 |
123 |
144 |
201 |
305 |
581 |
581 |
|
27 |
100 |
121 |
142 |
199 |
303 |
580 |
580 |
|
28 |
99 |
120 |
140 |
197 |
301 |
578 |
578 |
|
29 |
97 |
118 |
139 |
196 |
300 |
576 |
576 |
|
30 |
95 |
116 |
137 |
194 |
298 |
574 |
574 |
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 |
165 |
178 |
200 |
266 |
381 |
657 |
1 288 |
|
2 |
173 |
186 |
208 |
274 |
389 |
665 |
1 055 |
|
3 |
179 |
193 |
215 |
274 |
390 |
666 |
872 |
|
4 |
182 |
197 |
219 |
278 |
391 |
668 |
729 |
|
5 |
184 |
200 |
225 |
282 |
392 |
668 |
668 |
|
6 |
185 |
202 |
228 |
286 |
391 |
668 |
668 |
|
7 |
185 |
203 |
229 |
288 |
391 |
667 |
667 |
|
8 |
185 |
203 |
228 |
286 |
390 |
666 |
666 |
|
9 |
184 |
203 |
227 |
285 |
389 |
665 |
665 |
|
10 |
183 |
203 |
226 |
284 |
388 |
664 |
664 |
|
11 |
182 |
203 |
225 |
282 |
386 |
663 |
663 |
|
12 |
181 |
201 |
223 |
280 |
384 |
660 |
660 |
|
13 |
178 |
199 |
220 |
277 |
382 |
658 |
658 |
|
14 |
176 |
197 |
218 |
275 |
379 |
655 |
655 |
|
15 |
173 |
194 |
215 |
272 |
376 |
652 |
652 |
|
16 |
170 |
191 |
212 |
269 |
373 |
649 |
649 |
|
17 |
167 |
188 |
209 |
266 |
370 |
647 |
647 |
|
18 |
164 |
185 |
206 |
263 |
367 |
644 |
644 |
|
19 |
162 |
183 |
203 |
260 |
364 |
641 |
641 |
|
20 |
159 |
180 |
201 |
258 |
362 |
638 |
638 |
|
21 |
156 |
177 |
198 |
255 |
359 |
635 |
635 |
|
22 |
153 |
174 |
195 |
252 |
356 |
632 |
632 |
|
23 |
150 |
171 |
192 |
249 |
353 |
629 |
629 |
|
24 |
147 |
168 |
189 |
245 |
350 |
626 |
626 |
|
25 |
144 |
165 |
185 |
242 |
347 |
623 |
623 |
|
26 |
141 |
162 |
183 |
239 |
344 |
620 |
620 |
|
27 |
138 |
159 |
180 |
237 |
341 |
617 |
617 |
|
28 |
135 |
156 |
177 |
234 |
338 |
614 |
614 |
|
29 |
132 |
153 |
174 |
231 |
335 |
612 |
612 |
|
30 |
130 |
151 |
171 |
228 |
333 |
609 |
609 |
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 |
29 |
42 |
64 |
130 |
245 |
521 |
1 127 |
|
2 |
30 |
43 |
65 |
131 |
246 |
522 |
917 |
|
3 |
32 |
46 |
67 |
127 |
243 |
519 |
755 |
|
4 |
33 |
48 |
70 |
129 |
242 |
519 |
630 |
|
5 |
35 |
51 |
75 |
133 |
242 |
518 |
532 |
|
6 |
35 |
52 |
78 |
137 |
242 |
518 |
518 |
|
7 |
36 |
54 |
79 |
138 |
241 |
517 |
517 |
|
8 |
35 |
54 |
79 |
137 |
240 |
516 |
516 |
|
9 |
34 |
54 |
78 |
135 |
239 |
516 |
516 |
|
10 |
34 |
54 |
77 |
135 |
239 |
515 |
515 |
|
11 |
34 |
55 |
77 |
134 |
238 |
515 |
515 |
|
12 |
34 |
55 |
77 |
134 |
238 |
514 |
514 |
|
13 |
34 |
55 |
76 |
133 |
237 |
514 |
514 |
|
14 |
34 |
55 |
76 |
133 |
237 |
513 |
513 |
|
15 |
34 |
55 |
76 |
133 |
237 |
513 |
513 |
|
16 |
34 |
55 |
76 |
133 |
237 |
513 |
513 |
|
17 |
34 |
55 |
76 |
133 |
237 |
513 |
513 |
|
18 |
34 |
55 |
76 |
133 |
237 |
513 |
513 |
|
19 |
34 |
55 |
76 |
133 |
237 |
514 |
514 |
|
20 |
35 |
55 |
76 |
133 |
237 |
514 |
514 |
|
21 |
35 |
56 |
76 |
133 |
237 |
514 |
514 |
|
22 |
35 |
55 |
76 |
133 |
237 |
514 |
514 |
|
23 |
34 |
55 |
76 |
133 |
237 |
514 |
514 |
|
24 |
34 |
55 |
76 |
133 |
237 |
514 |
514 |
|
25 |
34 |
55 |
76 |
133 |
237 |
513 |
513 |
|
26 |
34 |
55 |
75 |
132 |
237 |
513 |
513 |
|
27 |
33 |
54 |
75 |
132 |
236 |
513 |
513 |
|
28 |
33 |
54 |
75 |
132 |
236 |
512 |
512 |
|
29 |
33 |
54 |
75 |
131 |
236 |
512 |
512 |
|
30 |
32 |
53 |
74 |
131 |
235 |
512 |
512 |
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 |
28 |
41 |
63 |
129 |
244 |
520 |
1 150 |
|
2 |
30 |
43 |
65 |
131 |
246 |
522 |
937 |
|
3 |
33 |
47 |
69 |
128 |
244 |
521 |
772 |
|
4 |
36 |
51 |
73 |
132 |
245 |
521 |
644 |
|
5 |
38 |
54 |
79 |
136 |
246 |
522 |
545 |
|
6 |
40 |
57 |
82 |
141 |
246 |
522 |
522 |
|
7 |
41 |
59 |
85 |
144 |
246 |
523 |
523 |
|
8 |
42 |
60 |
85 |
143 |
247 |
523 |
523 |
|
9 |
42 |
61 |
85 |
143 |
247 |
523 |
523 |
|
10 |
43 |
63 |
86 |
143 |
247 |
524 |
524 |
|
11 |
44 |
64 |
86 |
143 |
248 |
524 |
524 |
|
12 |
44 |
65 |
87 |
144 |
248 |
524 |
524 |
|
13 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
14 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
15 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
16 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
17 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
18 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
19 |
45 |
66 |
87 |
144 |
248 |
525 |
525 |
|
20 |
46 |
67 |
87 |
144 |
249 |
525 |
525 |
|
21 |
46 |
67 |
88 |
145 |
249 |
525 |
525 |
|
22 |
46 |
67 |
87 |
144 |
249 |
525 |
525 |
|
23 |
45 |
66 |
87 |
144 |
248 |
525 |
525 |
|
24 |
45 |
66 |
87 |
144 |
248 |
524 |
524 |
|
25 |
45 |
66 |
86 |
143 |
247 |
524 |
524 |
|
26 |
44 |
65 |
86 |
143 |
247 |
523 |
523 |
|
27 |
43 |
64 |
85 |
142 |
246 |
523 |
523 |
|
28 |
43 |
64 |
85 |
142 |
246 |
522 |
522 |
|
29 |
42 |
63 |
84 |
141 |
245 |
522 |
522 |
|
30 |
42 |
63 |
84 |
140 |
245 |
521 |
521 |
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 |
129 |
142 |
164 |
230 |
345 |
621 |
1 427 |
|
2 |
127 |
140 |
162 |
228 |
343 |
620 |
1 152 |
|
3 |
128 |
142 |
163 |
223 |
339 |
615 |
942 |
|
4 |
129 |
144 |
166 |
225 |
337 |
614 |
781 |
|
5 |
129 |
145 |
170 |
227 |
337 |
613 |
657 |
|
6 |
129 |
146 |
172 |
230 |
335 |
612 |
612 |
|
7 |
130 |
148 |
173 |
232 |
335 |
611 |
611 |
|
8 |
129 |
148 |
173 |
231 |
334 |
610 |
610 |
|
9 |
128 |
147 |
171 |
229 |
333 |
609 |
609 |
|
10 |
128 |
148 |
171 |
228 |
333 |
609 |
609 |
|
11 |
128 |
148 |
171 |
228 |
332 |
608 |
608 |
|
12 |
127 |
148 |
170 |
227 |
331 |
607 |
607 |
|
13 |
127 |
148 |
169 |
226 |
330 |
606 |
606 |
|
14 |
126 |
147 |
168 |
224 |
329 |
605 |
605 |
|
15 |
124 |
145 |
166 |
223 |
327 |
603 |
603 |
|
16 |
122 |
143 |
164 |
221 |
325 |
601 |
601 |
|
17 |
119 |
140 |
161 |
218 |
322 |
599 |
599 |
|
18 |
118 |
138 |
159 |
216 |
320 |
597 |
597 |
|
19 |
116 |
136 |
157 |
214 |
318 |
595 |
595 |
|
20 |
113 |
134 |
155 |
212 |
316 |
593 |
593 |
|
21 |
111 |
132 |
153 |
210 |
314 |
591 |
591 |
|
22 |
109 |
130 |
151 |
208 |
312 |
588 |
588 |
|
23 |
107 |
128 |
149 |
206 |
310 |
586 |
586 |
|
24 |
105 |
126 |
146 |
203 |
307 |
584 |
584 |
|
25 |
102 |
123 |
144 |
201 |
305 |
582 |
582 |
|
26 |
100 |
121 |
142 |
199 |
303 |
579 |
579 |
|
27 |
98 |
119 |
140 |
197 |
301 |
577 |
577 |
|
28 |
96 |
117 |
138 |
195 |
299 |
575 |
575 |
|
29 |
94 |
115 |
136 |
193 |
297 |
573 |
573 |
|
30 |
92 |
113 |
134 |
191 |
295 |
571 |
571 |
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 |
1 |
14 |
37 |
102 |
217 |
494 |
1 158 |
|
2 |
3 |
16 |
38 |
104 |
219 |
495 |
939 |
|
3 |
6 |
20 |
41 |
101 |
217 |
493 |
772 |
|
4 |
8 |
23 |
45 |
104 |
217 |
494 |
643 |
|
5 |
10 |
27 |
51 |
108 |
218 |
494 |
543 |
|
6 |
12 |
29 |
55 |
113 |
218 |
495 |
495 |
|
7 |
13 |
31 |
57 |
116 |
218 |
495 |
495 |
|
8 |
13 |
32 |
57 |
115 |
218 |
495 |
495 |
|
9 |
13 |
33 |
57 |
114 |
218 |
495 |
495 |
|
10 |
14 |
34 |
57 |
114 |
218 |
495 |
495 |
|
11 |
14 |
34 |
57 |
114 |
218 |
494 |
494 |
|
12 |
14 |
35 |
57 |
113 |
218 |
494 |
494 |
|
13 |
14 |
35 |
56 |
113 |
217 |
494 |
494 |
|
14 |
14 |
35 |
56 |
113 |
217 |
494 |
494 |
|
15 |
15 |
35 |
56 |
113 |
217 |
493 |
493 |
|
16 |
16 |
35 |
56 |
113 |
217 |
493 |
493 |
|
17 |
16 |
35 |
56 |
113 |
217 |
493 |
493 |
|
18 |
17 |
35 |
56 |
113 |
217 |
493 |
493 |
|
19 |
18 |
35 |
56 |
113 |
217 |
493 |
493 |
|
20 |
19 |
36 |
56 |
113 |
218 |
494 |
494 |
|
21 |
21 |
36 |
57 |
114 |
218 |
494 |
494 |
|
22 |
21 |
36 |
57 |
114 |
218 |
495 |
495 |
|
23 |
22 |
36 |
57 |
114 |
218 |
495 |
495 |
|
24 |
23 |
37 |
57 |
114 |
219 |
495 |
495 |
|
25 |
24 |
37 |
58 |
115 |
219 |
495 |
495 |
|
26 |
24 |
37 |
58 |
115 |
219 |
495 |
495 |
|
27 |
25 |
37 |
58 |
115 |
219 |
495 |
495 |
|
28 |
26 |
37 |
58 |
115 |
219 |
495 |
495 |
|
29 |
27 |
37 |
58 |
115 |
219 |
495 |
495 |
|
30 |
27 |
37 |
58 |
115 |
219 |
495 |
495 |
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 |
34 |
47 |
69 |
135 |
250 |
526 |
1 153 |
|
2 |
34 |
47 |
69 |
135 |
250 |
526 |
936 |
|
3 |
35 |
49 |
70 |
130 |
246 |
522 |
770 |
|
4 |
35 |
50 |
72 |
131 |
244 |
520 |
642 |
|
5 |
36 |
52 |
76 |
134 |
243 |
519 |
542 |
|
6 |
38 |
55 |
80 |
139 |
244 |
520 |
520 |
|
7 |
36 |
54 |
79 |
138 |
241 |
517 |
517 |
|
8 |
39 |
57 |
82 |
140 |
244 |
520 |
520 |
|
9 |
38 |
57 |
81 |
139 |
243 |
519 |
519 |
|
10 |
34 |
53 |
77 |
134 |
238 |
514 |
514 |
|
11 |
30 |
50 |
73 |
130 |
234 |
510 |
510 |
|
12 |
28 |
48 |
70 |
127 |
231 |
507 |
507 |
|
13 |
26 |
47 |
68 |
125 |
229 |
505 |
505 |
|
14 |
24 |
45 |
66 |
123 |
227 |
503 |
503 |
|
15 |
23 |
44 |
65 |
122 |
226 |
502 |
502 |
|
16 |
21 |
42 |
63 |
120 |
224 |
501 |
501 |
|
17 |
21 |
42 |
63 |
120 |
224 |
500 |
500 |
|
18 |
20 |
41 |
62 |
119 |
223 |
500 |
500 |
|
19 |
20 |
41 |
62 |
119 |
223 |
499 |
499 |
|
20 |
20 |
41 |
62 |
119 |
223 |
499 |
499 |
|
21 |
20 |
41 |
62 |
119 |
223 |
499 |
499 |
|
22 |
21 |
41 |
62 |
119 |
223 |
499 |
499 |
|
23 |
22 |
41 |
62 |
119 |
223 |
499 |
499 |
|
24 |
23 |
41 |
61 |
118 |
223 |
499 |
499 |
|
25 |
24 |
40 |
61 |
118 |
222 |
499 |
499 |
|
26 |
24 |
40 |
61 |
118 |
222 |
499 |
499 |
|
27 |
25 |
40 |
61 |
118 |
222 |
499 |
499 |
|
28 |
26 |
40 |
61 |
118 |
222 |
498 |
498 |
|
29 |
26 |
40 |
61 |
118 |
222 |
498 |
498 |
|
30 |
27 |
40 |
61 |
118 |
222 |
498 |
498 |
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 |
223 |
236 |
258 |
324 |
439 |
715 |
1 976 |
|
2 |
218 |
231 |
253 |
319 |
434 |
710 |
1 509 |
|
3 |
213 |
227 |
249 |
308 |
425 |
701 |
1 192 |
|
4 |
209 |
224 |
246 |
305 |
418 |
694 |
965 |
|
5 |
205 |
221 |
245 |
302 |
412 |
688 |
798 |
|
6 |
200 |
217 |
243 |
302 |
407 |
683 |
683 |
|
7 |
197 |
215 |
240 |
299 |
402 |
678 |
678 |
|
8 |
192 |
211 |
236 |
294 |
397 |
674 |
674 |
|
9 |
188 |
207 |
231 |
289 |
393 |
669 |
669 |
|
10 |
184 |
204 |
227 |
284 |
388 |
665 |
665 |
|
11 |
180 |
201 |
223 |
280 |
384 |
661 |
661 |
|
12 |
176 |
197 |
219 |
276 |
380 |
656 |
656 |
|
13 |
173 |
193 |
215 |
272 |
376 |
652 |
652 |
|
14 |
169 |
190 |
211 |
268 |
372 |
648 |
648 |
|
15 |
165 |
186 |
207 |
264 |
368 |
644 |
644 |
|
16 |
162 |
182 |
203 |
260 |
364 |
641 |
641 |
|
17 |
158 |
179 |
200 |
257 |
361 |
637 |
637 |
|
18 |
155 |
176 |
197 |
254 |
358 |
634 |
634 |
|
19 |
152 |
173 |
194 |
251 |
355 |
631 |
631 |
|
20 |
149 |
170 |
191 |
248 |
352 |
628 |
628 |
|
21 |
146 |
167 |
188 |
244 |
349 |
625 |
625 |
|
22 |
143 |
164 |
185 |
241 |
346 |
622 |
622 |
|
23 |
140 |
161 |
182 |
238 |
343 |
619 |
619 |
|
24 |
137 |
158 |
179 |
236 |
340 |
616 |
616 |
|
25 |
134 |
155 |
176 |
233 |
337 |
613 |
613 |
|
26 |
131 |
152 |
173 |
230 |
334 |
610 |
610 |
|
27 |
128 |
149 |
170 |
227 |
331 |
608 |
608 |
|
28 |
126 |
147 |
168 |
224 |
329 |
605 |
605 |
|
29 |
123 |
144 |
165 |
222 |
326 |
602 |
602 |
|
30 |
121 |
142 |
163 |
220 |
324 |
600 |
600 |
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 |
25 |
47 |
98 |
233 |
509 |
1 186 |
|
2 |
8 |
25 |
47 |
98 |
233 |
509 |
960 |
|
3 |
9 |
28 |
50 |
95 |
231 |
507 |
788 |
|
4 |
12 |
33 |
54 |
93 |
231 |
508 |
656 |
|
5 |
16 |
38 |
59 |
96 |
232 |
508 |
553 |
|
6 |
18 |
42 |
63 |
94 |
232 |
509 |
509 |
|
7 |
19 |
44 |
63 |
89 |
233 |
509 |
509 |
|
8 |
18 |
43 |
62 |
89 |
233 |
509 |
509 |
|
9 |
19 |
44 |
64 |
92 |
233 |
509 |
509 |
|
10 |
21 |
47 |
67 |
95 |
233 |
509 |
509 |
|
11 |
23 |
50 |
68 |
98 |
233 |
509 |
509 |
|
12 |
24 |
52 |
69 |
99 |
233 |
509 |
509 |
|
13 |
26 |
54 |
70 |
99 |
232 |
509 |
509 |
|
14 |
26 |
54 |
70 |
99 |
232 |
509 |
509 |
|
15 |
26 |
55 |
71 |
99 |
232 |
509 |
509 |
|
16 |
26 |
55 |
71 |
99 |
232 |
509 |
509 |
|
17 |
26 |
55 |
71 |
99 |
232 |
509 |
509 |
|
18 |
26 |
55 |
71 |
99 |
232 |
509 |
509 |
|
19 |
26 |
55 |
71 |
99 |
232 |
509 |
509 |
|
20 |
26 |
55 |
71 |
99 |
233 |
509 |
509 |
|
21 |
26 |
55 |
71 |
99 |
233 |
509 |
509 |
|
22 |
26 |
55 |
71 |
99 |
233 |
509 |
509 |
|
23 |
26 |
55 |
71 |
99 |
233 |
509 |
509 |
|
24 |
26 |
55 |
71 |
99 |
232 |
509 |
509 |
|
25 |
26 |
55 |
71 |
99 |
232 |
509 |
509 |
|
26 |
26 |
55 |
71 |
99 |
232 |
508 |
508 |
|
27 |
26 |
55 |
71 |
99 |
232 |
508 |
508 |
|
28 |
26 |
55 |
71 |
99 |
231 |
508 |
508 |
|
29 |
27 |
55 |
71 |
99 |
231 |
507 |
507 |
|
30 |
27 |
55 |
71 |
99 |
230 |
507 |
507 |
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 |
4 |
12 |
78 |
193 |
469 |
1 103 |
|
2 |
1 |
5 |
11 |
77 |
192 |
468 |
899 |
|
3 |
2 |
5 |
12 |
71 |
188 |
464 |
741 |
|
4 |
4 |
6 |
14 |
73 |
186 |
462 |
618 |
|
5 |
4 |
7 |
18 |
76 |
185 |
462 |
523 |
|
6 |
6 |
7 |
21 |
80 |
185 |
461 |
461 |
|
7 |
7 |
8 |
23 |
82 |
185 |
461 |
461 |
|
8 |
8 |
9 |
23 |
81 |
185 |
461 |
461 |
|
9 |
8 |
10 |
23 |
81 |
185 |
461 |
461 |
|
10 |
9 |
11 |
23 |
81 |
185 |
461 |
461 |
|
11 |
11 |
11 |
24 |
81 |
185 |
461 |
461 |
|
12 |
12 |
12 |
24 |
81 |
185 |
461 |
461 |
|
13 |
13 |
13 |
24 |
81 |
185 |
462 |
462 |
|
14 |
14 |
13 |
24 |
81 |
186 |
462 |
462 |
|
15 |
14 |
14 |
25 |
82 |
186 |
462 |
462 |
|
16 |
15 |
16 |
25 |
82 |
186 |
463 |
463 |
|
17 |
16 |
16 |
26 |
83 |
187 |
463 |
463 |
|
18 |
17 |
17 |
26 |
83 |
187 |
464 |
464 |
|
19 |
18 |
17 |
28 |
84 |
188 |
464 |
464 |
|
20 |
18 |
18 |
29 |
84 |
188 |
465 |
465 |
|
21 |
19 |
19 |
30 |
85 |
189 |
465 |
465 |
|
22 |
21 |
20 |
31 |
85 |
189 |
465 |
465 |
|
23 |
22 |
21 |
32 |
85 |
189 |
466 |
466 |
|
24 |
22 |
21 |
33 |
85 |
189 |
466 |
466 |
|
25 |
23 |
22 |
35 |
85 |
189 |
466 |
466 |
|
26 |
24 |
23 |
36 |
85 |
189 |
466 |
466 |
|
27 |
25 |
23 |
37 |
85 |
189 |
466 |
466 |
|
28 |
25 |
24 |
38 |
85 |
189 |
466 |
466 |
|
29 |
26 |
25 |
39 |
85 |
189 |
465 |
465 |
|
30 |
27 |
26 |
39 |
85 |
189 |
465 |
465 |
3.
Other exposures
3.1.
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
13 |
20 |
40 |
154 |
298 |
3 177 |
|
2 |
1 |
13 |
20 |
40 |
154 |
339 |
2 378 |
|
3 |
1 |
14 |
22 |
45 |
150 |
355 |
1 801 |
|
4 |
1 |
15 |
25 |
49 |
148 |
355 |
1 394 |
|
5 |
2 |
17 |
28 |
51 |
148 |
347 |
1 105 |
|
6 |
4 |
20 |
31 |
54 |
148 |
334 |
896 |
|
7 |
5 |
22 |
32 |
56 |
148 |
319 |
740 |
|
8 |
6 |
23 |
34 |
59 |
148 |
302 |
621 |
|
9 |
6 |
24 |
35 |
61 |
148 |
285 |
528 |
|
10 |
6 |
25 |
37 |
63 |
148 |
269 |
454 |
|
11 |
7 |
25 |
37 |
64 |
148 |
252 |
394 |
|
12 |
7 |
25 |
38 |
64 |
148 |
240 |
345 |
|
13 |
7 |
25 |
38 |
64 |
148 |
240 |
303 |
|
14 |
7 |
25 |
38 |
64 |
148 |
240 |
268 |
|
15 |
7 |
25 |
39 |
64 |
148 |
240 |
240 |
|
16 |
7 |
25 |
41 |
64 |
148 |
240 |
240 |
|
17 |
7 |
25 |
44 |
64 |
148 |
240 |
240 |
|
18 |
7 |
25 |
46 |
64 |
148 |
240 |
240 |
|
19 |
7 |
25 |
49 |
64 |
148 |
240 |
240 |
|
20 |
8 |
25 |
51 |
64 |
148 |
240 |
240 |
|
21 |
8 |
25 |
53 |
64 |
148 |
240 |
240 |
|
22 |
9 |
25 |
56 |
64 |
148 |
240 |
240 |
|
23 |
9 |
25 |
58 |
64 |
148 |
240 |
240 |
|
24 |
9 |
25 |
60 |
64 |
148 |
240 |
240 |
|
25 |
10 |
25 |
62 |
64 |
148 |
240 |
240 |
|
26 |
10 |
25 |
65 |
66 |
148 |
240 |
240 |
|
27 |
10 |
25 |
67 |
68 |
148 |
240 |
240 |
|
28 |
11 |
25 |
70 |
70 |
148 |
240 |
240 |
|
29 |
11 |
26 |
72 |
72 |
148 |
240 |
240 |
|
30 |
12 |
26 |
74 |
74 |
148 |
240 |
240 |
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 |
14 |
26 |
33 |
54 |
168 |
301 |
3 221 |
|
2 |
15 |
27 |
34 |
54 |
168 |
344 |
2 412 |
|
3 |
15 |
28 |
36 |
59 |
164 |
359 |
1 828 |
|
4 |
15 |
28 |
38 |
62 |
161 |
360 |
1 415 |
|
5 |
15 |
30 |
41 |
64 |
160 |
352 |
1 122 |
|
6 |
16 |
31 |
42 |
66 |
160 |
339 |
910 |
|
7 |
16 |
33 |
43 |
67 |
159 |
324 |
752 |
|
8 |
16 |
33 |
44 |
69 |
158 |
307 |
631 |
|
9 |
16 |
33 |
45 |
71 |
157 |
290 |
537 |
|
10 |
16 |
34 |
46 |
72 |
157 |
273 |
462 |
|
11 |
15 |
34 |
46 |
73 |
156 |
256 |
400 |
|
12 |
15 |
33 |
46 |
72 |
156 |
248 |
350 |
|
13 |
14 |
33 |
45 |
72 |
155 |
247 |
308 |
|
14 |
14 |
32 |
45 |
71 |
155 |
247 |
273 |
|
15 |
14 |
32 |
44 |
71 |
154 |
246 |
246 |
|
16 |
13 |
32 |
44 |
70 |
154 |
246 |
246 |
|
17 |
13 |
31 |
45 |
70 |
154 |
246 |
246 |
|
18 |
13 |
31 |
47 |
70 |
154 |
246 |
246 |
|
19 |
13 |
32 |
49 |
70 |
154 |
246 |
246 |
|
20 |
13 |
32 |
52 |
71 |
154 |
246 |
246 |
|
21 |
14 |
32 |
54 |
71 |
155 |
247 |
247 |
|
22 |
14 |
32 |
56 |
71 |
155 |
247 |
247 |
|
23 |
14 |
32 |
59 |
71 |
155 |
247 |
247 |
|
24 |
14 |
32 |
61 |
71 |
155 |
247 |
247 |
|
25 |
14 |
32 |
64 |
71 |
155 |
247 |
247 |
|
26 |
14 |
32 |
66 |
71 |
155 |
247 |
247 |
|
27 |
14 |
32 |
69 |
71 |
155 |
247 |
247 |
|
28 |
14 |
32 |
71 |
71 |
154 |
246 |
246 |
|
29 |
13 |
32 |
73 |
72 |
154 |
246 |
246 |
|
30 |
13 |
32 |
76 |
74 |
154 |
246 |
246 |
3.3.
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
13 |
20 |
40 |
154 |
298 |
3 177 |
|
2 |
1 |
13 |
20 |
40 |
154 |
339 |
2 378 |
|
3 |
1 |
14 |
22 |
45 |
150 |
355 |
1 801 |
|
4 |
1 |
15 |
25 |
49 |
148 |
355 |
1 394 |
|
5 |
2 |
17 |
28 |
51 |
148 |
347 |
1 105 |
|
6 |
4 |
19 |
30 |
54 |
148 |
334 |
896 |
|
7 |
5 |
22 |
32 |
56 |
148 |
319 |
740 |
|
8 |
5 |
23 |
33 |
59 |
148 |
302 |
621 |
|
9 |
6 |
24 |
35 |
61 |
148 |
285 |
528 |
|
10 |
6 |
24 |
37 |
63 |
148 |
269 |
454 |
|
11 |
7 |
25 |
37 |
64 |
148 |
252 |
394 |
|
12 |
7 |
25 |
37 |
64 |
148 |
240 |
345 |
|
13 |
7 |
25 |
37 |
64 |
148 |
240 |
303 |
|
14 |
7 |
25 |
37 |
64 |
148 |
240 |
268 |
|
15 |
7 |
25 |
39 |
64 |
148 |
240 |
240 |
|
16 |
7 |
25 |
41 |
64 |
148 |
240 |
240 |
|
17 |
7 |
25 |
44 |
64 |
148 |
240 |
240 |
|
18 |
7 |
25 |
46 |
64 |
148 |
240 |
240 |
|
19 |
7 |
25 |
49 |
64 |
148 |
240 |
240 |
|
20 |
8 |
25 |
51 |
64 |
148 |
240 |
240 |
|
21 |
8 |
25 |
53 |
64 |
148 |
240 |
240 |
|
22 |
9 |
25 |
56 |
64 |
148 |
240 |
240 |
|
23 |
9 |
25 |
58 |
64 |
148 |
240 |
240 |
|
24 |
9 |
25 |
60 |
64 |
148 |
240 |
240 |
|
25 |
10 |
25 |
62 |
64 |
148 |
240 |
240 |
|
26 |
10 |
25 |
65 |
66 |
148 |
240 |
240 |
|
27 |
10 |
25 |
67 |
68 |
148 |
240 |
240 |
|
28 |
11 |
25 |
70 |
70 |
148 |
240 |
240 |
|
29 |
11 |
26 |
72 |
72 |
148 |
240 |
240 |
|
30 |
12 |
26 |
74 |
74 |
148 |
240 |
240 |
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 |
74 |
86 |
93 |
113 |
227 |
321 |
3 323 |
|
2 |
71 |
83 |
90 |
110 |
224 |
355 |
2 503 |
|
3 |
73 |
86 |
94 |
117 |
222 |
373 |
1 903 |
|
4 |
71 |
85 |
95 |
119 |
218 |
375 |
1 476 |
|
5 |
70 |
85 |
96 |
119 |
216 |
367 |
1 172 |
|
6 |
70 |
86 |
97 |
121 |
214 |
354 |
950 |
|
7 |
70 |
87 |
97 |
121 |
212 |
338 |
785 |
|
8 |
69 |
86 |
97 |
122 |
211 |
320 |
659 |
|
9 |
69 |
86 |
98 |
124 |
210 |
303 |
560 |
|
10 |
66 |
84 |
96 |
123 |
207 |
299 |
482 |
|
11 |
64 |
83 |
95 |
122 |
205 |
297 |
418 |
|
12 |
63 |
82 |
94 |
121 |
204 |
296 |
365 |
|
13 |
63 |
81 |
93 |
120 |
204 |
296 |
321 |
|
14 |
62 |
81 |
93 |
120 |
203 |
295 |
295 |
|
15 |
62 |
81 |
93 |
119 |
203 |
295 |
295 |
|
16 |
62 |
80 |
92 |
119 |
202 |
294 |
294 |
|
17 |
61 |
80 |
92 |
119 |
202 |
294 |
294 |
|
18 |
61 |
79 |
92 |
118 |
202 |
294 |
294 |
|
19 |
60 |
79 |
91 |
117 |
201 |
293 |
293 |
|
20 |
60 |
78 |
90 |
117 |
201 |
293 |
293 |
|
21 |
59 |
78 |
90 |
116 |
200 |
292 |
292 |
|
22 |
58 |
77 |
89 |
116 |
199 |
291 |
291 |
|
23 |
57 |
76 |
88 |
115 |
198 |
290 |
290 |
|
24 |
56 |
75 |
87 |
114 |
197 |
289 |
289 |
|
25 |
55 |
74 |
86 |
113 |
196 |
288 |
288 |
|
26 |
54 |
73 |
85 |
112 |
195 |
287 |
287 |
|
27 |
53 |
72 |
84 |
111 |
194 |
286 |
286 |
|
28 |
52 |
71 |
83 |
110 |
193 |
285 |
285 |
|
29 |
51 |
70 |
82 |
108 |
192 |
284 |
284 |
|
30 |
50 |
69 |
81 |
107 |
191 |
283 |
283 |
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 |
17 |
24 |
44 |
158 |
296 |
3 154 |
|
2 |
7 |
19 |
25 |
46 |
160 |
338 |
2 366 |
|
3 |
8 |
20 |
29 |
52 |
156 |
353 |
1 791 |
|
4 |
8 |
22 |
32 |
56 |
155 |
354 |
1 387 |
|
5 |
9 |
24 |
35 |
59 |
155 |
346 |
1 099 |
|
6 |
11 |
27 |
38 |
61 |
155 |
333 |
891 |
|
7 |
12 |
29 |
39 |
63 |
155 |
318 |
736 |
|
8 |
12 |
29 |
40 |
65 |
154 |
301 |
618 |
|
9 |
12 |
30 |
41 |
67 |
154 |
284 |
526 |
|
10 |
12 |
30 |
42 |
69 |
154 |
268 |
452 |
|
11 |
12 |
31 |
43 |
70 |
153 |
251 |
393 |
|
12 |
12 |
31 |
43 |
70 |
153 |
245 |
343 |
|
13 |
13 |
31 |
43 |
70 |
153 |
245 |
302 |
|
14 |
13 |
31 |
43 |
70 |
154 |
246 |
268 |
|
15 |
13 |
31 |
44 |
70 |
154 |
246 |
246 |
|
16 |
13 |
31 |
43 |
70 |
154 |
246 |
246 |
|
17 |
13 |
32 |
44 |
70 |
154 |
246 |
246 |
|
18 |
13 |
32 |
46 |
71 |
154 |
246 |
246 |
|
19 |
14 |
32 |
49 |
71 |
155 |
247 |
247 |
|
20 |
14 |
33 |
51 |
71 |
155 |
247 |
247 |
|
21 |
15 |
33 |
53 |
72 |
155 |
247 |
247 |
|
22 |
15 |
33 |
56 |
72 |
156 |
248 |
248 |
|
23 |
15 |
33 |
58 |
72 |
156 |
248 |
248 |
|
24 |
15 |
34 |
60 |
72 |
156 |
248 |
248 |
|
25 |
15 |
34 |
62 |
72 |
156 |
248 |
248 |
|
26 |
15 |
33 |
65 |
72 |
156 |
248 |
248 |
|
27 |
15 |
33 |
67 |
72 |
156 |
248 |
248 |
|
28 |
15 |
33 |
70 |
72 |
156 |
248 |
248 |
|
29 |
15 |
33 |
72 |
72 |
156 |
248 |
248 |
|
30 |
15 |
33 |
75 |
74 |
155 |
247 |
247 |
3.6.
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 |
12 |
19 |
40 |
154 |
298 |
3 175 |
|
2 |
0 |
12 |
19 |
40 |
154 |
339 |
2 376 |
|
3 |
1 |
13 |
21 |
45 |
149 |
354 |
1 800 |
|
4 |
1 |
14 |
24 |
48 |
147 |
355 |
1 393 |
|
5 |
1 |
16 |
27 |
51 |
147 |
347 |
1 104 |
|
6 |
3 |
19 |
30 |
54 |
147 |
334 |
895 |
|
7 |
5 |
21 |
31 |
56 |
147 |
319 |
739 |
|
8 |
5 |
22 |
33 |
58 |
147 |
302 |
621 |
|
9 |
5 |
23 |
34 |
60 |
147 |
285 |
528 |
|
10 |
6 |
24 |
36 |
62 |
147 |
268 |
454 |
|
11 |
6 |
24 |
36 |
63 |
147 |
252 |
394 |
|
12 |
6 |
24 |
37 |
63 |
147 |
239 |
344 |
|
13 |
6 |
25 |
37 |
63 |
147 |
239 |
303 |
|
14 |
6 |
25 |
37 |
63 |
147 |
239 |
268 |
|
15 |
6 |
25 |
39 |
63 |
147 |
239 |
239 |
|
16 |
6 |
25 |
41 |
63 |
147 |
239 |
239 |
|
17 |
6 |
25 |
44 |
63 |
147 |
239 |
239 |
|
18 |
6 |
25 |
46 |
63 |
147 |
239 |
239 |
|
19 |
7 |
25 |
48 |
63 |
147 |
239 |
239 |
|
20 |
8 |
25 |
51 |
63 |
147 |
239 |
239 |
|
21 |
8 |
25 |
53 |
63 |
147 |
239 |
239 |
|
22 |
9 |
25 |
56 |
63 |
147 |
239 |
239 |
|
23 |
9 |
25 |
58 |
63 |
147 |
239 |
239 |
|
24 |
9 |
25 |
60 |
63 |
147 |
239 |
239 |
|
25 |
10 |
25 |
62 |
64 |
147 |
239 |
239 |
|
26 |
10 |
25 |
65 |
66 |
147 |
239 |
239 |
|
27 |
10 |
25 |
67 |
68 |
147 |
239 |
239 |
|
28 |
11 |
25 |
70 |
70 |
147 |
239 |
239 |
|
29 |
11 |
26 |
72 |
72 |
147 |
239 |
239 |
|
30 |
12 |
26 |
74 |
74 |
147 |
239 |
239 |
3.7.
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 |
10 |
21 |
44 |
173 |
304 |
3 252 |
|
2 |
0 |
10 |
21 |
44 |
173 |
346 |
2 434 |
|
3 |
1 |
10 |
23 |
49 |
168 |
362 |
1 842 |
|
4 |
1 |
13 |
26 |
54 |
165 |
362 |
1 424 |
|
5 |
1 |
16 |
28 |
58 |
164 |
354 |
1 128 |
|
6 |
2 |
19 |
33 |
59 |
163 |
340 |
914 |
|
7 |
4 |
21 |
36 |
60 |
162 |
325 |
755 |
|
8 |
6 |
24 |
38 |
59 |
161 |
308 |
633 |
|
9 |
9 |
31 |
42 |
59 |
160 |
290 |
539 |
|
10 |
11 |
34 |
42 |
58 |
159 |
273 |
463 |
|
11 |
10 |
33 |
42 |
58 |
158 |
257 |
402 |
|
12 |
10 |
32 |
42 |
58 |
158 |
250 |
351 |
|
13 |
9 |
31 |
43 |
59 |
157 |
249 |
309 |
|
14 |
9 |
31 |
43 |
59 |
156 |
248 |
274 |
|
15 |
9 |
32 |
44 |
59 |
156 |
248 |
248 |
|
16 |
9 |
32 |
44 |
59 |
154 |
246 |
246 |
|
17 |
9 |
32 |
45 |
59 |
154 |
246 |
246 |
|
18 |
9 |
32 |
47 |
59 |
153 |
245 |
245 |
|
19 |
9 |
32 |
49 |
59 |
153 |
245 |
245 |
|
20 |
9 |
32 |
52 |
59 |
154 |
246 |
246 |
|
21 |
9 |
32 |
55 |
59 |
154 |
246 |
246 |
|
22 |
9 |
32 |
57 |
59 |
153 |
245 |
245 |
|
23 |
9 |
32 |
59 |
62 |
153 |
245 |
245 |
|
24 |
9 |
32 |
61 |
64 |
152 |
244 |
244 |
|
25 |
10 |
32 |
64 |
66 |
152 |
244 |
244 |
|
26 |
10 |
32 |
66 |
68 |
151 |
243 |
243 |
|
27 |
10 |
32 |
69 |
69 |
150 |
242 |
242 |
|
28 |
11 |
32 |
71 |
71 |
150 |
242 |
242 |
|
29 |
11 |
32 |
73 |
73 |
149 |
241 |
241 |
|
30 |
12 |
32 |
76 |
74 |
149 |
241 |
241 |
3.8.
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 |
77 |
89 |
96 |
116 |
230 |
324 |
3 307 |
|
2 |
76 |
89 |
95 |
116 |
230 |
354 |
2 489 |
|
3 |
75 |
88 |
97 |
120 |
224 |
371 |
1 892 |
|
4 |
74 |
88 |
98 |
122 |
221 |
373 |
1 468 |
|
5 |
73 |
88 |
99 |
123 |
219 |
365 |
1 166 |
|
6 |
74 |
89 |
100 |
124 |
218 |
353 |
946 |
|
7 |
73 |
90 |
100 |
124 |
216 |
337 |
783 |
|
8 |
71 |
89 |
99 |
125 |
214 |
320 |
658 |
|
9 |
70 |
88 |
99 |
125 |
212 |
304 |
560 |
|
10 |
69 |
87 |
100 |
126 |
211 |
303 |
482 |
|
11 |
68 |
87 |
99 |
126 |
209 |
301 |
418 |
|
12 |
67 |
85 |
98 |
124 |
208 |
300 |
366 |
|
13 |
66 |
84 |
96 |
123 |
207 |
299 |
322 |
|
14 |
64 |
83 |
95 |
122 |
205 |
297 |
297 |
|
15 |
63 |
82 |
94 |
120 |
204 |
296 |
296 |
|
16 |
62 |
80 |
93 |
119 |
203 |
295 |
295 |
|
17 |
61 |
80 |
92 |
118 |
202 |
294 |
294 |
|
18 |
60 |
79 |
91 |
117 |
201 |
293 |
293 |
|
19 |
59 |
78 |
90 |
117 |
200 |
292 |
292 |
|
20 |
58 |
77 |
89 |
116 |
199 |
291 |
291 |
|
21 |
58 |
76 |
88 |
115 |
198 |
290 |
290 |
|
22 |
57 |
75 |
87 |
114 |
197 |
289 |
289 |
|
23 |
55 |
74 |
86 |
113 |
196 |
288 |
288 |
|
24 |
54 |
73 |
85 |
112 |
195 |
287 |
287 |
|
25 |
53 |
72 |
84 |
110 |
194 |
286 |
286 |
|
26 |
52 |
71 |
83 |
109 |
193 |
285 |
285 |
|
27 |
51 |
69 |
82 |
108 |
192 |
284 |
284 |
|
28 |
50 |
68 |
81 |
107 |
191 |
283 |
283 |
|
29 |
49 |
67 |
79 |
106 |
190 |
282 |
282 |
|
30 |
48 |
66 |
78 |
105 |
189 |
281 |
281 |
3.9.
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 |
51 |
63 |
69 |
90 |
204 |
304 |
3 246 |
|
2 |
50 |
63 |
69 |
90 |
204 |
348 |
2 447 |
|
3 |
50 |
63 |
71 |
94 |
199 |
366 |
1 861 |
|
4 |
50 |
63 |
73 |
98 |
196 |
368 |
1 445 |
|
5 |
49 |
64 |
75 |
98 |
195 |
360 |
1 147 |
|
6 |
49 |
65 |
76 |
100 |
193 |
347 |
931 |
|
7 |
50 |
66 |
77 |
101 |
192 |
332 |
769 |
|
8 |
49 |
66 |
77 |
102 |
191 |
315 |
646 |
|
9 |
48 |
66 |
77 |
103 |
190 |
297 |
550 |
|
10 |
47 |
66 |
78 |
104 |
189 |
281 |
473 |
|
11 |
47 |
65 |
78 |
104 |
188 |
280 |
410 |
|
12 |
46 |
65 |
77 |
104 |
187 |
279 |
359 |
|
13 |
46 |
64 |
76 |
103 |
187 |
279 |
315 |
|
14 |
45 |
64 |
76 |
102 |
186 |
278 |
279 |
|
15 |
45 |
63 |
75 |
102 |
185 |
277 |
277 |
|
16 |
44 |
62 |
74 |
101 |
185 |
277 |
277 |
|
17 |
43 |
62 |
74 |
101 |
184 |
276 |
276 |
|
18 |
43 |
61 |
74 |
100 |
184 |
276 |
276 |
|
19 |
42 |
61 |
73 |
100 |
183 |
275 |
275 |
|
20 |
42 |
61 |
73 |
100 |
183 |
275 |
275 |
|
21 |
42 |
60 |
73 |
99 |
183 |
275 |
275 |
|
22 |
41 |
60 |
72 |
99 |
182 |
274 |
274 |
|
23 |
41 |
59 |
72 |
98 |
182 |
274 |
274 |
|
24 |
40 |
59 |
71 |
98 |
181 |
273 |
273 |
|
25 |
40 |
58 |
70 |
97 |
180 |
272 |
272 |
|
26 |
39 |
57 |
69 |
96 |
180 |
272 |
272 |
|
27 |
38 |
57 |
70 |
95 |
179 |
271 |
271 |
|
28 |
37 |
56 |
72 |
95 |
178 |
270 |
270 |
|
29 |
37 |
55 |
75 |
94 |
177 |
269 |
269 |
|
30 |
36 |
54 |
77 |
93 |
177 |
269 |
269 |
3.10.
Króna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
86 |
98 |
105 |
125 |
239 |
333 |
3 465 |
|
2 |
85 |
98 |
104 |
125 |
239 |
367 |
2 592 |
|
3 |
84 |
97 |
105 |
128 |
233 |
382 |
1 959 |
|
4 |
83 |
96 |
106 |
131 |
229 |
382 |
1 512 |
|
5 |
83 |
97 |
108 |
132 |
228 |
372 |
1 195 |
|
6 |
83 |
99 |
110 |
134 |
227 |
358 |
965 |
|
7 |
85 |
101 |
111 |
136 |
227 |
340 |
795 |
|
8 |
85 |
102 |
113 |
138 |
227 |
321 |
665 |
|
9 |
85 |
103 |
114 |
140 |
227 |
319 |
564 |
|
10 |
85 |
103 |
116 |
142 |
227 |
319 |
484 |
|
11 |
85 |
103 |
116 |
142 |
226 |
318 |
418 |
|
12 |
84 |
103 |
115 |
142 |
225 |
317 |
365 |
|
13 |
84 |
102 |
114 |
141 |
224 |
316 |
321 |
|
14 |
82 |
101 |
113 |
140 |
223 |
315 |
315 |
|
15 |
81 |
100 |
112 |
139 |
222 |
314 |
314 |
|
16 |
80 |
99 |
111 |
138 |
221 |
313 |
313 |
|
17 |
79 |
98 |
110 |
136 |
220 |
312 |
312 |
|
18 |
78 |
97 |
109 |
135 |
219 |
311 |
311 |
|
19 |
77 |
96 |
108 |
134 |
218 |
310 |
310 |
|
20 |
76 |
95 |
107 |
133 |
217 |
309 |
309 |
|
21 |
75 |
93 |
106 |
132 |
216 |
308 |
308 |
|
22 |
74 |
92 |
104 |
131 |
214 |
306 |
306 |
|
23 |
72 |
91 |
103 |
129 |
213 |
305 |
305 |
|
24 |
71 |
89 |
101 |
128 |
211 |
303 |
303 |
|
25 |
69 |
88 |
100 |
126 |
210 |
302 |
302 |
|
26 |
68 |
86 |
98 |
125 |
208 |
300 |
300 |
|
27 |
66 |
85 |
97 |
123 |
207 |
299 |
299 |
|
28 |
65 |
83 |
95 |
122 |
205 |
297 |
297 |
|
29 |
63 |
82 |
94 |
120 |
204 |
296 |
296 |
|
30 |
62 |
80 |
92 |
119 |
203 |
295 |
295 |
3.11.
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
26 |
38 |
44 |
65 |
179 |
302 |
3 230 |
|
2 |
26 |
38 |
45 |
66 |
180 |
345 |
2 424 |
|
3 |
26 |
38 |
47 |
70 |
174 |
361 |
1 836 |
|
4 |
25 |
39 |
49 |
73 |
171 |
361 |
1 420 |
|
5 |
25 |
40 |
51 |
74 |
171 |
353 |
1 125 |
|
6 |
26 |
42 |
53 |
77 |
170 |
340 |
911 |
|
7 |
27 |
43 |
54 |
78 |
169 |
324 |
753 |
|
8 |
26 |
43 |
54 |
79 |
168 |
307 |
632 |
|
9 |
26 |
44 |
55 |
81 |
168 |
290 |
537 |
|
10 |
26 |
44 |
56 |
82 |
167 |
273 |
462 |
|
11 |
25 |
44 |
56 |
83 |
166 |
258 |
400 |
|
12 |
25 |
43 |
56 |
82 |
166 |
258 |
350 |
|
13 |
24 |
43 |
55 |
82 |
165 |
257 |
308 |
|
14 |
24 |
42 |
54 |
81 |
165 |
257 |
272 |
|
15 |
23 |
42 |
54 |
81 |
164 |
256 |
256 |
|
16 |
23 |
41 |
53 |
80 |
163 |
255 |
255 |
|
17 |
22 |
41 |
53 |
80 |
163 |
255 |
255 |
|
18 |
22 |
41 |
53 |
79 |
163 |
255 |
255 |
|
19 |
22 |
41 |
53 |
79 |
163 |
255 |
255 |
|
20 |
22 |
41 |
53 |
80 |
163 |
255 |
255 |
|
21 |
22 |
41 |
54 |
80 |
163 |
255 |
255 |
|
22 |
22 |
41 |
56 |
79 |
163 |
255 |
255 |
|
23 |
22 |
41 |
59 |
79 |
163 |
255 |
255 |
|
24 |
22 |
40 |
61 |
79 |
163 |
255 |
255 |
|
25 |
22 |
40 |
64 |
79 |
162 |
254 |
254 |
|
26 |
21 |
40 |
66 |
79 |
162 |
254 |
254 |
|
27 |
21 |
39 |
69 |
78 |
162 |
254 |
254 |
|
28 |
21 |
39 |
71 |
78 |
162 |
254 |
254 |
|
29 |
20 |
39 |
73 |
78 |
161 |
253 |
253 |
|
30 |
20 |
39 |
76 |
77 |
161 |
253 |
253 |
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 |
4 |
21 |
135 |
287 |
3 055 |
|
2 |
0 |
1 |
6 |
22 |
136 |
328 |
2 291 |
|
3 |
1 |
1 |
8 |
28 |
132 |
343 |
1 737 |
|
4 |
1 |
3 |
11 |
32 |
130 |
344 |
1 347 |
|
5 |
1 |
4 |
13 |
34 |
130 |
337 |
1 068 |
|
6 |
2 |
4 |
16 |
37 |
130 |
325 |
867 |
|
7 |
2 |
5 |
19 |
39 |
130 |
310 |
716 |
|
8 |
2 |
7 |
21 |
41 |
130 |
294 |
602 |
|
9 |
4 |
7 |
24 |
44 |
130 |
277 |
512 |
|
10 |
4 |
9 |
27 |
46 |
130 |
261 |
441 |
|
11 |
4 |
9 |
28 |
47 |
131 |
245 |
382 |
|
12 |
4 |
10 |
31 |
46 |
130 |
230 |
334 |
|
13 |
4 |
11 |
34 |
47 |
131 |
223 |
294 |
|
14 |
5 |
12 |
35 |
47 |
131 |
223 |
261 |
|
15 |
6 |
13 |
38 |
46 |
130 |
222 |
232 |
|
16 |
6 |
13 |
41 |
46 |
129 |
221 |
221 |
|
17 |
6 |
15 |
42 |
48 |
129 |
221 |
221 |
|
18 |
6 |
15 |
45 |
49 |
129 |
221 |
221 |
|
19 |
7 |
17 |
48 |
52 |
129 |
221 |
221 |
|
20 |
7 |
17 |
49 |
53 |
130 |
222 |
222 |
|
21 |
8 |
18 |
52 |
56 |
130 |
222 |
222 |
|
22 |
9 |
19 |
54 |
57 |
130 |
222 |
222 |
|
23 |
9 |
20 |
57 |
59 |
130 |
222 |
222 |
|
24 |
9 |
20 |
59 |
61 |
130 |
222 |
222 |
|
25 |
10 |
22 |
61 |
62 |
130 |
222 |
222 |
|
26 |
10 |
22 |
63 |
64 |
131 |
222 |
222 |
|
27 |
10 |
24 |
66 |
66 |
132 |
222 |
222 |
|
28 |
11 |
24 |
68 |
68 |
133 |
222 |
222 |
|
29 |
11 |
25 |
71 |
70 |
134 |
222 |
222 |
|
30 |
11 |
26 |
73 |
72 |
135 |
221 |
221 |
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 |
38 |
50 |
57 |
77 |
191 |
303 |
3 239 |
|
2 |
38 |
50 |
57 |
78 |
192 |
346 |
2 430 |
|
3 |
38 |
51 |
59 |
82 |
187 |
362 |
1 842 |
|
4 |
38 |
51 |
61 |
86 |
184 |
363 |
1 427 |
|
5 |
38 |
53 |
64 |
87 |
184 |
355 |
1 132 |
|
6 |
39 |
54 |
65 |
89 |
183 |
342 |
918 |
|
7 |
40 |
56 |
67 |
91 |
182 |
327 |
759 |
|
8 |
39 |
56 |
67 |
92 |
181 |
310 |
637 |
|
9 |
39 |
57 |
68 |
94 |
181 |
293 |
542 |
|
10 |
39 |
57 |
69 |
95 |
180 |
276 |
466 |
|
11 |
38 |
57 |
69 |
95 |
179 |
271 |
405 |
|
12 |
38 |
56 |
68 |
95 |
179 |
271 |
354 |
|
13 |
37 |
56 |
68 |
94 |
178 |
270 |
311 |
|
14 |
37 |
55 |
67 |
94 |
178 |
270 |
276 |
|
15 |
36 |
55 |
67 |
93 |
177 |
269 |
269 |
|
16 |
35 |
54 |
66 |
93 |
176 |
268 |
268 |
|
17 |
35 |
54 |
66 |
92 |
176 |
268 |
268 |
|
18 |
35 |
53 |
65 |
92 |
175 |
268 |
268 |
|
19 |
34 |
53 |
65 |
92 |
175 |
267 |
267 |
|
20 |
34 |
53 |
65 |
91 |
175 |
267 |
267 |
|
21 |
34 |
52 |
64 |
91 |
175 |
267 |
267 |
|
22 |
33 |
52 |
64 |
91 |
174 |
266 |
266 |
|
23 |
33 |
51 |
63 |
90 |
174 |
266 |
266 |
|
24 |
32 |
51 |
63 |
89 |
173 |
265 |
265 |
|
25 |
31 |
50 |
64 |
89 |
172 |
264 |
264 |
|
26 |
31 |
49 |
66 |
88 |
171 |
263 |
263 |
|
27 |
30 |
48 |
69 |
87 |
171 |
263 |
263 |
|
28 |
29 |
48 |
71 |
86 |
170 |
262 |
262 |
|
29 |
28 |
47 |
74 |
86 |
169 |
261 |
261 |
|
30 |
28 |
46 |
77 |
85 |
168 |
260 |
260 |
3.14.
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
10 |
22 |
29 |
50 |
164 |
293 |
3 125 |
|
2 |
14 |
26 |
33 |
53 |
167 |
335 |
2 345 |
|
3 |
17 |
30 |
38 |
61 |
166 |
351 |
1 780 |
|
4 |
19 |
33 |
43 |
67 |
166 |
352 |
1 380 |
|
5 |
22 |
36 |
48 |
71 |
167 |
345 |
1 096 |
|
6 |
22 |
37 |
48 |
72 |
166 |
333 |
889 |
|
7 |
26 |
43 |
53 |
78 |
169 |
318 |
736 |
|
8 |
26 |
43 |
54 |
79 |
168 |
302 |
618 |
|
9 |
27 |
45 |
56 |
82 |
169 |
285 |
526 |
|
10 |
29 |
47 |
59 |
85 |
170 |
268 |
453 |
|
11 |
30 |
48 |
61 |
87 |
171 |
263 |
393 |
|
12 |
31 |
49 |
61 |
88 |
172 |
264 |
344 |
|
13 |
31 |
50 |
62 |
88 |
172 |
264 |
303 |
|
14 |
32 |
50 |
62 |
89 |
172 |
264 |
268 |
|
15 |
32 |
50 |
62 |
89 |
173 |
265 |
265 |
|
16 |
32 |
50 |
62 |
89 |
172 |
264 |
264 |
|
17 |
32 |
50 |
62 |
89 |
173 |
265 |
265 |
|
18 |
31 |
50 |
62 |
89 |
172 |
264 |
264 |
|
19 |
31 |
50 |
62 |
88 |
172 |
264 |
264 |
|
20 |
31 |
50 |
62 |
89 |
172 |
264 |
264 |
|
21 |
31 |
50 |
62 |
89 |
172 |
264 |
264 |
|
22 |
31 |
50 |
62 |
88 |
172 |
264 |
264 |
|
23 |
31 |
49 |
61 |
88 |
172 |
264 |
264 |
|
24 |
30 |
49 |
61 |
88 |
171 |
263 |
263 |
|
25 |
30 |
48 |
62 |
87 |
171 |
263 |
263 |
|
26 |
30 |
48 |
65 |
87 |
170 |
262 |
262 |
|
27 |
29 |
47 |
67 |
86 |
170 |
262 |
262 |
|
28 |
29 |
47 |
70 |
86 |
169 |
261 |
261 |
|
29 |
28 |
46 |
72 |
85 |
169 |
261 |
261 |
|
30 |
27 |
46 |
75 |
85 |
168 |
260 |
260 |
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 |
14 |
26 |
32 |
53 |
167 |
302 |
3 229 |
|
2 |
15 |
27 |
33 |
54 |
168 |
344 |
2 413 |
|
3 |
15 |
28 |
36 |
59 |
164 |
359 |
1 826 |
|
4 |
16 |
29 |
39 |
63 |
162 |
359 |
1 412 |
|
5 |
16 |
31 |
42 |
66 |
162 |
351 |
1 119 |
|
6 |
18 |
34 |
45 |
69 |
162 |
338 |
907 |
|
7 |
19 |
36 |
46 |
70 |
162 |
322 |
749 |
|
8 |
20 |
37 |
48 |
73 |
162 |
306 |
629 |
|
9 |
20 |
38 |
49 |
75 |
162 |
289 |
535 |
|
10 |
20 |
39 |
51 |
77 |
162 |
272 |
460 |
|
11 |
21 |
39 |
51 |
78 |
162 |
255 |
399 |
|
12 |
21 |
39 |
52 |
78 |
162 |
254 |
349 |
|
13 |
21 |
40 |
52 |
78 |
162 |
254 |
307 |
|
14 |
21 |
40 |
52 |
78 |
162 |
254 |
272 |
|
15 |
21 |
40 |
52 |
78 |
162 |
254 |
254 |
|
16 |
21 |
39 |
52 |
78 |
162 |
254 |
254 |
|
17 |
21 |
39 |
52 |
78 |
162 |
254 |
254 |
|
18 |
21 |
39 |
52 |
78 |
162 |
254 |
254 |
|
19 |
21 |
39 |
52 |
78 |
162 |
254 |
254 |
|
20 |
21 |
39 |
52 |
78 |
162 |
254 |
254 |
|
21 |
21 |
39 |
53 |
78 |
162 |
254 |
254 |
|
22 |
21 |
39 |
56 |
78 |
161 |
253 |
253 |
|
23 |
20 |
39 |
59 |
77 |
161 |
253 |
253 |
|
24 |
20 |
38 |
61 |
77 |
161 |
253 |
253 |
|
25 |
19 |
38 |
64 |
77 |
160 |
252 |
252 |
|
26 |
19 |
37 |
66 |
76 |
160 |
252 |
252 |
|
27 |
18 |
37 |
68 |
76 |
159 |
251 |
251 |
|
28 |
18 |
36 |
71 |
75 |
159 |
251 |
251 |
|
29 |
17 |
36 |
73 |
75 |
158 |
250 |
250 |
|
30 |
17 |
36 |
76 |
74 |
158 |
250 |
250 |
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 |
48 |
60 |
67 |
87 |
201 |
302 |
3 229 |
|
2 |
50 |
62 |
68 |
89 |
203 |
347 |
2 439 |
|
3 |
52 |
65 |
73 |
96 |
201 |
366 |
1 859 |
|
4 |
53 |
67 |
77 |
101 |
200 |
368 |
1 445 |
|
5 |
55 |
69 |
81 |
104 |
200 |
361 |
1 149 |
|
6 |
57 |
72 |
83 |
107 |
201 |
349 |
934 |
|
7 |
58 |
75 |
85 |
109 |
201 |
334 |
772 |
|
8 |
58 |
76 |
86 |
111 |
201 |
317 |
649 |
|
9 |
59 |
76 |
88 |
114 |
200 |
299 |
552 |
|
10 |
59 |
77 |
89 |
116 |
200 |
292 |
475 |
|
11 |
59 |
77 |
90 |
116 |
200 |
292 |
412 |
|
12 |
59 |
77 |
89 |
116 |
200 |
292 |
360 |
|
13 |
58 |
76 |
89 |
115 |
199 |
291 |
317 |
|
14 |
57 |
76 |
88 |
115 |
198 |
290 |
290 |
|
15 |
57 |
75 |
87 |
114 |
197 |
289 |
289 |
|
16 |
56 |
74 |
87 |
113 |
197 |
289 |
289 |
|
17 |
55 |
74 |
86 |
113 |
196 |
288 |
288 |
|
18 |
55 |
73 |
85 |
112 |
196 |
288 |
288 |
|
19 |
54 |
73 |
85 |
112 |
195 |
287 |
287 |
|
20 |
54 |
72 |
84 |
111 |
195 |
287 |
287 |
|
21 |
53 |
71 |
84 |
110 |
194 |
286 |
286 |
|
22 |
52 |
71 |
83 |
109 |
193 |
285 |
285 |
|
23 |
51 |
70 |
82 |
109 |
192 |
284 |
284 |
|
24 |
50 |
69 |
81 |
108 |
191 |
283 |
283 |
|
25 |
50 |
68 |
80 |
107 |
190 |
282 |
282 |
|
26 |
49 |
67 |
79 |
106 |
189 |
281 |
281 |
|
27 |
48 |
66 |
78 |
105 |
189 |
281 |
281 |
|
28 |
47 |
65 |
77 |
104 |
188 |
280 |
280 |
|
29 |
46 |
64 |
77 |
103 |
187 |
279 |
279 |
|
30 |
45 |
63 |
78 |
102 |
186 |
278 |
278 |
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 |
79 |
91 |
98 |
119 |
233 |
326 |
3 388 |
|
2 |
85 |
97 |
103 |
124 |
238 |
366 |
2 583 |
|
3 |
86 |
99 |
107 |
131 |
235 |
388 |
1 978 |
|
4 |
87 |
101 |
111 |
135 |
234 |
391 |
1 540 |
|
5 |
90 |
105 |
116 |
139 |
236 |
384 |
1 225 |
|
6 |
93 |
109 |
120 |
144 |
237 |
371 |
995 |
|
7 |
95 |
112 |
122 |
146 |
238 |
355 |
823 |
|
8 |
97 |
114 |
125 |
150 |
239 |
337 |
692 |
|
9 |
98 |
116 |
127 |
153 |
240 |
332 |
589 |
|
10 |
99 |
117 |
129 |
156 |
240 |
332 |
507 |
|
11 |
99 |
117 |
129 |
156 |
240 |
332 |
440 |
|
12 |
98 |
117 |
129 |
156 |
239 |
331 |
384 |
|
13 |
97 |
116 |
128 |
154 |
238 |
330 |
338 |
|
14 |
96 |
114 |
127 |
153 |
237 |
329 |
329 |
|
15 |
94 |
113 |
125 |
152 |
235 |
327 |
327 |
|
16 |
93 |
112 |
124 |
150 |
234 |
326 |
326 |
|
17 |
92 |
110 |
122 |
149 |
233 |
325 |
325 |
|
18 |
90 |
109 |
121 |
148 |
231 |
323 |
323 |
|
19 |
89 |
107 |
120 |
146 |
230 |
322 |
322 |
|
20 |
88 |
106 |
118 |
145 |
228 |
320 |
320 |
|
21 |
86 |
104 |
117 |
143 |
227 |
319 |
319 |
|
22 |
84 |
103 |
115 |
142 |
225 |
317 |
317 |
|
23 |
83 |
101 |
113 |
140 |
224 |
316 |
316 |
|
24 |
81 |
99 |
112 |
138 |
222 |
314 |
314 |
|
25 |
79 |
98 |
110 |
136 |
220 |
312 |
312 |
|
26 |
77 |
96 |
108 |
135 |
218 |
310 |
310 |
|
27 |
76 |
94 |
106 |
133 |
217 |
309 |
309 |
|
28 |
74 |
92 |
105 |
131 |
215 |
307 |
307 |
|
29 |
72 |
91 |
103 |
130 |
213 |
305 |
305 |
|
30 |
71 |
89 |
101 |
128 |
212 |
304 |
304 |
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 |
8 |
20 |
26 |
47 |
161 |
302 |
3 222 |
|
2 |
10 |
22 |
29 |
50 |
164 |
343 |
2 410 |
|
3 |
12 |
25 |
33 |
56 |
161 |
359 |
1 825 |
|
4 |
14 |
28 |
37 |
62 |
160 |
359 |
1 412 |
|
5 |
16 |
30 |
42 |
65 |
161 |
351 |
1 119 |
|
6 |
18 |
33 |
44 |
68 |
162 |
338 |
906 |
|
7 |
19 |
36 |
46 |
70 |
162 |
322 |
749 |
|
8 |
20 |
37 |
48 |
73 |
162 |
305 |
628 |
|
9 |
20 |
38 |
49 |
75 |
162 |
288 |
534 |
|
10 |
20 |
38 |
51 |
77 |
162 |
271 |
459 |
|
11 |
20 |
39 |
51 |
78 |
162 |
255 |
399 |
|
12 |
20 |
39 |
51 |
78 |
161 |
253 |
348 |
|
13 |
20 |
38 |
50 |
77 |
161 |
253 |
307 |
|
14 |
19 |
38 |
50 |
77 |
160 |
252 |
271 |
|
15 |
19 |
37 |
49 |
76 |
160 |
252 |
252 |
|
16 |
18 |
37 |
49 |
75 |
159 |
251 |
251 |
|
17 |
18 |
36 |
49 |
75 |
159 |
251 |
251 |
|
18 |
18 |
36 |
48 |
75 |
159 |
251 |
251 |
|
19 |
18 |
36 |
49 |
75 |
159 |
251 |
251 |
|
20 |
18 |
36 |
52 |
75 |
159 |
251 |
251 |
|
21 |
18 |
36 |
53 |
75 |
159 |
251 |
251 |
|
22 |
18 |
36 |
56 |
75 |
159 |
251 |
251 |
|
23 |
18 |
36 |
59 |
75 |
159 |
251 |
251 |
|
24 |
18 |
36 |
61 |
75 |
159 |
251 |
251 |
|
25 |
18 |
36 |
64 |
75 |
158 |
250 |
250 |
|
26 |
17 |
36 |
66 |
75 |
158 |
250 |
250 |
|
27 |
17 |
36 |
69 |
74 |
158 |
250 |
250 |
|
28 |
17 |
35 |
71 |
74 |
158 |
250 |
250 |
|
29 |
17 |
35 |
73 |
74 |
158 |
250 |
250 |
|
30 |
16 |
35 |
76 |
74 |
157 |
249 |
249 |
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 |
88 |
100 |
107 |
127 |
241 |
335 |
3 351 |
|
2 |
89 |
102 |
108 |
129 |
243 |
357 |
2 513 |
|
3 |
90 |
103 |
111 |
134 |
239 |
373 |
1 906 |
|
4 |
91 |
105 |
114 |
139 |
237 |
374 |
1 477 |
|
5 |
92 |
107 |
118 |
141 |
237 |
366 |
1 171 |
|
6 |
93 |
109 |
120 |
144 |
237 |
353 |
949 |
|
7 |
94 |
111 |
121 |
146 |
237 |
337 |
784 |
|
8 |
95 |
112 |
123 |
148 |
237 |
329 |
658 |
|
9 |
94 |
112 |
123 |
150 |
236 |
328 |
559 |
|
10 |
93 |
112 |
124 |
150 |
235 |
327 |
480 |
|
11 |
92 |
111 |
123 |
150 |
233 |
325 |
416 |
|
12 |
91 |
109 |
122 |
148 |
232 |
324 |
364 |
|
13 |
89 |
108 |
120 |
147 |
230 |
322 |
322 |
|
14 |
88 |
106 |
118 |
145 |
228 |
320 |
320 |
|
15 |
86 |
104 |
117 |
143 |
227 |
319 |
319 |
|
16 |
84 |
103 |
115 |
142 |
225 |
317 |
317 |
|
17 |
83 |
101 |
114 |
140 |
224 |
316 |
316 |
|
18 |
82 |
100 |
112 |
139 |
222 |
314 |
314 |
|
19 |
80 |
99 |
111 |
138 |
221 |
313 |
313 |
|
20 |
79 |
98 |
110 |
137 |
220 |
312 |
312 |
|
21 |
78 |
97 |
109 |
136 |
219 |
311 |
311 |
|
22 |
77 |
96 |
108 |
134 |
218 |
310 |
310 |
|
23 |
76 |
94 |
107 |
133 |
217 |
309 |
309 |
|
24 |
75 |
93 |
105 |
132 |
216 |
308 |
308 |
|
25 |
74 |
92 |
104 |
131 |
214 |
306 |
306 |
|
26 |
72 |
91 |
103 |
130 |
213 |
305 |
305 |
|
27 |
71 |
90 |
102 |
128 |
212 |
304 |
304 |
|
28 |
70 |
89 |
101 |
127 |
211 |
303 |
303 |
|
29 |
69 |
87 |
100 |
126 |
210 |
302 |
302 |
|
30 |
68 |
86 |
99 |
125 |
209 |
301 |
301 |
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 |
294 |
306 |
312 |
333 |
447 |
541 |
3 570 |
|
2 |
85 |
97 |
103 |
124 |
238 |
376 |
2 671 |
|
3 |
86 |
99 |
107 |
130 |
235 |
393 |
2 019 |
|
4 |
88 |
102 |
112 |
136 |
234 |
393 |
1 560 |
|
5 |
90 |
104 |
116 |
139 |
235 |
384 |
1 234 |
|
6 |
92 |
107 |
118 |
142 |
236 |
369 |
999 |
|
7 |
94 |
110 |
121 |
145 |
236 |
352 |
825 |
|
8 |
95 |
112 |
123 |
148 |
237 |
334 |
692 |
|
9 |
95 |
113 |
124 |
151 |
237 |
329 |
588 |
|
10 |
95 |
114 |
126 |
152 |
237 |
329 |
505 |
|
11 |
96 |
114 |
126 |
153 |
237 |
329 |
437 |
|
12 |
96 |
114 |
126 |
153 |
237 |
329 |
382 |
|
13 |
96 |
114 |
127 |
153 |
237 |
329 |
335 |
|
14 |
96 |
115 |
127 |
154 |
237 |
329 |
329 |
|
15 |
97 |
115 |
128 |
154 |
238 |
330 |
330 |
|
16 |
98 |
116 |
128 |
155 |
239 |
331 |
331 |
|
17 |
98 |
117 |
129 |
156 |
239 |
331 |
331 |
|
18 |
99 |
118 |
130 |
157 |
240 |
332 |
332 |
|
19 |
100 |
118 |
130 |
157 |
241 |
333 |
333 |
|
20 |
100 |
119 |
131 |
157 |
241 |
333 |
333 |
|
21 |
100 |
119 |
131 |
157 |
241 |
333 |
333 |
|
22 |
100 |
118 |
130 |
157 |
240 |
332 |
332 |
|
23 |
99 |
117 |
129 |
156 |
240 |
332 |
332 |
|
24 |
98 |
116 |
128 |
155 |
239 |
331 |
331 |
|
25 |
97 |
115 |
127 |
154 |
237 |
329 |
329 |
|
26 |
95 |
114 |
126 |
153 |
236 |
328 |
328 |
|
27 |
94 |
112 |
125 |
151 |
235 |
327 |
327 |
|
28 |
92 |
111 |
123 |
150 |
233 |
325 |
325 |
|
29 |
91 |
109 |
122 |
148 |
232 |
324 |
324 |
|
30 |
89 |
108 |
120 |
147 |
230 |
322 |
322 |
3.21.
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
4 |
11 |
31 |
145 |
288 |
3 061 |
|
2 |
0 |
4 |
11 |
32 |
146 |
329 |
2 301 |
|
3 |
1 |
5 |
13 |
36 |
141 |
346 |
1 748 |
|
4 |
1 |
6 |
16 |
40 |
138 |
347 |
1 356 |
|
5 |
1 |
7 |
18 |
41 |
138 |
340 |
1 077 |
|
6 |
2 |
9 |
20 |
44 |
137 |
327 |
874 |
|
7 |
2 |
11 |
21 |
45 |
136 |
312 |
722 |
|
8 |
2 |
11 |
22 |
47 |
136 |
296 |
607 |
|
9 |
4 |
11 |
24 |
48 |
135 |
280 |
516 |
|
10 |
4 |
11 |
27 |
50 |
134 |
263 |
444 |
|
11 |
4 |
12 |
29 |
50 |
134 |
247 |
385 |
|
12 |
4 |
12 |
31 |
51 |
134 |
232 |
337 |
|
13 |
5 |
12 |
34 |
51 |
134 |
226 |
297 |
|
14 |
5 |
12 |
36 |
51 |
135 |
227 |
263 |
|
15 |
6 |
13 |
38 |
52 |
135 |
227 |
234 |
|
16 |
6 |
13 |
41 |
52 |
135 |
227 |
227 |
|
17 |
6 |
15 |
43 |
52 |
136 |
228 |
228 |
|
18 |
6 |
15 |
45 |
53 |
137 |
229 |
229 |
|
19 |
7 |
17 |
48 |
54 |
137 |
229 |
229 |
|
20 |
7 |
17 |
50 |
55 |
138 |
230 |
230 |
|
21 |
8 |
18 |
52 |
56 |
139 |
231 |
231 |
|
22 |
9 |
19 |
55 |
57 |
140 |
232 |
232 |
|
23 |
9 |
20 |
57 |
59 |
140 |
232 |
232 |
|
24 |
9 |
21 |
60 |
62 |
141 |
233 |
233 |
|
25 |
10 |
22 |
62 |
64 |
141 |
233 |
233 |
|
26 |
10 |
22 |
65 |
66 |
141 |
233 |
233 |
|
27 |
10 |
24 |
67 |
67 |
142 |
234 |
234 |
|
28 |
11 |
24 |
70 |
69 |
142 |
234 |
234 |
|
29 |
11 |
26 |
72 |
71 |
142 |
234 |
234 |
|
30 |
11 |
26 |
74 |
72 |
142 |
234 |
234 |
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 |
45 |
57 |
64 |
84 |
198 |
306 |
3 276 |
|
2 |
46 |
58 |
64 |
85 |
199 |
348 |
2 450 |
|
3 |
45 |
58 |
67 |
90 |
194 |
364 |
1 853 |
|
4 |
45 |
59 |
69 |
93 |
192 |
364 |
1 434 |
|
5 |
45 |
60 |
71 |
94 |
191 |
356 |
1 136 |
|
6 |
46 |
62 |
73 |
97 |
190 |
343 |
921 |
|
7 |
47 |
63 |
74 |
98 |
189 |
327 |
761 |
|
8 |
47 |
64 |
75 |
100 |
189 |
310 |
638 |
|
9 |
46 |
64 |
76 |
102 |
188 |
293 |
543 |
|
10 |
46 |
64 |
76 |
102 |
187 |
279 |
467 |
|
11 |
45 |
63 |
75 |
102 |
186 |
278 |
405 |
|
12 |
44 |
62 |
74 |
101 |
185 |
277 |
354 |
|
13 |
43 |
61 |
73 |
100 |
183 |
275 |
312 |
|
14 |
41 |
60 |
72 |
99 |
182 |
274 |
276 |
|
15 |
40 |
59 |
71 |
98 |
181 |
273 |
273 |
|
16 |
39 |
57 |
70 |
96 |
180 |
272 |
272 |
|
17 |
38 |
57 |
69 |
95 |
179 |
271 |
271 |
|
18 |
37 |
56 |
68 |
95 |
178 |
270 |
270 |
|
19 |
37 |
55 |
67 |
94 |
178 |
270 |
270 |
|
20 |
36 |
55 |
67 |
94 |
177 |
269 |
269 |
|
21 |
36 |
54 |
67 |
93 |
177 |
269 |
269 |
|
22 |
35 |
54 |
66 |
93 |
176 |
268 |
268 |
|
23 |
35 |
53 |
65 |
92 |
176 |
268 |
268 |
|
24 |
34 |
52 |
65 |
91 |
175 |
267 |
267 |
|
25 |
33 |
52 |
65 |
91 |
174 |
266 |
266 |
|
26 |
33 |
51 |
66 |
90 |
174 |
266 |
266 |
|
27 |
32 |
50 |
69 |
89 |
173 |
265 |
265 |
|
28 |
31 |
50 |
72 |
89 |
172 |
264 |
264 |
|
29 |
31 |
49 |
75 |
88 |
172 |
264 |
264 |
|
30 |
30 |
49 |
77 |
87 |
171 |
263 |
263 |
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 |
107 |
120 |
126 |
147 |
261 |
354 |
3 408 |
|
2 |
109 |
121 |
128 |
148 |
262 |
362 |
2 558 |
|
3 |
111 |
124 |
132 |
155 |
260 |
380 |
1 943 |
|
4 |
112 |
126 |
136 |
160 |
259 |
382 |
1 508 |
|
5 |
115 |
129 |
140 |
164 |
260 |
375 |
1 199 |
|
6 |
117 |
132 |
143 |
167 |
261 |
362 |
974 |
|
7 |
119 |
135 |
146 |
170 |
261 |
353 |
807 |
|
8 |
119 |
137 |
147 |
172 |
262 |
354 |
680 |
|
9 |
120 |
137 |
149 |
175 |
262 |
354 |
579 |
|
10 |
120 |
138 |
150 |
177 |
261 |
353 |
499 |
|
11 |
120 |
138 |
150 |
177 |
261 |
353 |
434 |
|
12 |
119 |
137 |
149 |
176 |
260 |
352 |
380 |
|
13 |
117 |
136 |
148 |
175 |
258 |
350 |
350 |
|
14 |
116 |
134 |
147 |
173 |
257 |
349 |
349 |
|
15 |
114 |
133 |
145 |
172 |
255 |
347 |
347 |
|
16 |
112 |
131 |
143 |
170 |
253 |
345 |
345 |
|
17 |
111 |
129 |
141 |
168 |
252 |
344 |
344 |
|
18 |
109 |
127 |
140 |
166 |
250 |
342 |
342 |
|
19 |
107 |
126 |
138 |
164 |
248 |
340 |
340 |
|
20 |
106 |
124 |
136 |
163 |
246 |
338 |
338 |
|
21 |
104 |
122 |
134 |
161 |
245 |
337 |
337 |
|
22 |
102 |
120 |
133 |
159 |
243 |
335 |
335 |
|
23 |
100 |
119 |
131 |
157 |
241 |
333 |
333 |
|
24 |
98 |
117 |
129 |
156 |
239 |
331 |
331 |
|
25 |
96 |
115 |
127 |
154 |
237 |
329 |
329 |
|
26 |
95 |
113 |
125 |
152 |
235 |
327 |
327 |
|
27 |
93 |
111 |
123 |
150 |
234 |
326 |
326 |
|
28 |
91 |
109 |
122 |
148 |
232 |
324 |
324 |
|
29 |
89 |
108 |
120 |
146 |
230 |
322 |
322 |
|
30 |
88 |
106 |
118 |
145 |
228 |
320 |
320 |
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 |
160 |
172 |
179 |
199 |
313 |
407 |
3 561 |
|
2 |
168 |
180 |
187 |
208 |
322 |
415 |
2 697 |
|
3 |
173 |
186 |
194 |
217 |
322 |
415 |
2 056 |
|
4 |
175 |
189 |
199 |
223 |
322 |
414 |
1 596 |
|
5 |
177 |
191 |
202 |
226 |
322 |
414 |
1 267 |
|
6 |
178 |
193 |
204 |
228 |
322 |
414 |
1 027 |
|
7 |
178 |
195 |
205 |
229 |
321 |
413 |
849 |
|
8 |
178 |
195 |
206 |
231 |
320 |
412 |
712 |
|
9 |
177 |
195 |
206 |
233 |
319 |
411 |
605 |
|
10 |
177 |
195 |
207 |
234 |
318 |
410 |
520 |
|
11 |
175 |
194 |
206 |
233 |
317 |
409 |
451 |
|
12 |
173 |
192 |
204 |
231 |
314 |
406 |
406 |
|
13 |
171 |
189 |
202 |
228 |
312 |
404 |
404 |
|
14 |
168 |
187 |
199 |
226 |
309 |
401 |
401 |
|
15 |
165 |
184 |
196 |
223 |
306 |
398 |
398 |
|
16 |
163 |
181 |
193 |
220 |
303 |
395 |
395 |
|
17 |
160 |
178 |
190 |
217 |
301 |
393 |
393 |
|
18 |
157 |
175 |
187 |
214 |
298 |
390 |
390 |
|
19 |
154 |
172 |
185 |
211 |
295 |
387 |
387 |
|
20 |
151 |
170 |
182 |
208 |
292 |
384 |
384 |
|
21 |
148 |
167 |
179 |
205 |
289 |
381 |
381 |
|
22 |
145 |
164 |
176 |
202 |
286 |
378 |
378 |
|
23 |
142 |
161 |
173 |
199 |
283 |
375 |
375 |
|
24 |
139 |
158 |
170 |
196 |
280 |
372 |
372 |
|
25 |
136 |
155 |
167 |
193 |
277 |
369 |
369 |
|
26 |
133 |
152 |
164 |
190 |
274 |
366 |
366 |
|
27 |
130 |
149 |
161 |
187 |
271 |
363 |
363 |
|
28 |
127 |
146 |
158 |
185 |
268 |
360 |
360 |
|
29 |
125 |
143 |
155 |
182 |
266 |
358 |
358 |
|
30 |
122 |
140 |
153 |
179 |
263 |
355 |
355 |
3.25.
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
24 |
36 |
43 |
64 |
178 |
290 |
3 088 |
|
2 |
25 |
38 |
44 |
65 |
179 |
332 |
2 319 |
|
3 |
26 |
39 |
47 |
70 |
175 |
348 |
1 760 |
|
4 |
26 |
40 |
50 |
74 |
173 |
349 |
1 365 |
|
5 |
27 |
42 |
53 |
76 |
172 |
342 |
1 084 |
|
6 |
28 |
44 |
55 |
79 |
172 |
329 |
879 |
|
7 |
29 |
45 |
56 |
80 |
171 |
314 |
727 |
|
8 |
28 |
45 |
56 |
81 |
170 |
298 |
611 |
|
9 |
28 |
46 |
57 |
83 |
170 |
282 |
520 |
|
10 |
28 |
46 |
58 |
85 |
169 |
265 |
447 |
|
11 |
27 |
46 |
58 |
85 |
169 |
261 |
389 |
|
12 |
27 |
46 |
58 |
84 |
168 |
260 |
340 |
|
13 |
27 |
45 |
57 |
84 |
168 |
260 |
299 |
|
14 |
26 |
45 |
57 |
84 |
167 |
259 |
265 |
|
15 |
26 |
45 |
57 |
84 |
167 |
259 |
259 |
|
16 |
26 |
45 |
57 |
84 |
167 |
259 |
259 |
|
17 |
26 |
45 |
57 |
84 |
167 |
259 |
259 |
|
18 |
27 |
45 |
57 |
84 |
167 |
259 |
259 |
|
19 |
27 |
45 |
57 |
84 |
168 |
260 |
260 |
|
20 |
27 |
45 |
58 |
84 |
168 |
260 |
260 |
|
21 |
27 |
45 |
58 |
84 |
168 |
260 |
260 |
|
22 |
27 |
45 |
58 |
84 |
168 |
260 |
260 |
|
23 |
27 |
45 |
57 |
84 |
168 |
260 |
260 |
|
24 |
27 |
45 |
60 |
84 |
167 |
259 |
259 |
|
25 |
26 |
45 |
62 |
84 |
167 |
259 |
259 |
|
26 |
26 |
45 |
65 |
83 |
167 |
259 |
259 |
|
27 |
26 |
44 |
67 |
83 |
167 |
259 |
259 |
|
28 |
25 |
44 |
70 |
83 |
166 |
258 |
258 |
|
29 |
25 |
44 |
72 |
82 |
166 |
258 |
258 |
|
30 |
25 |
43 |
75 |
82 |
166 |
258 |
258 |
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 |
23 |
35 |
42 |
62 |
176 |
296 |
3 154 |
|
2 |
25 |
37 |
44 |
64 |
178 |
339 |
2 373 |
|
3 |
27 |
40 |
48 |
71 |
176 |
356 |
1 804 |
|
4 |
28 |
42 |
52 |
76 |
175 |
357 |
1 399 |
|
5 |
30 |
45 |
56 |
79 |
176 |
350 |
1 111 |
|
6 |
32 |
48 |
59 |
83 |
176 |
337 |
902 |
|
7 |
34 |
51 |
61 |
85 |
177 |
322 |
745 |
|
8 |
35 |
52 |
63 |
88 |
177 |
305 |
626 |
|
9 |
35 |
53 |
64 |
91 |
177 |
289 |
533 |
|
10 |
36 |
54 |
66 |
93 |
178 |
272 |
458 |
|
11 |
37 |
55 |
67 |
94 |
178 |
270 |
398 |
|
12 |
37 |
56 |
68 |
95 |
178 |
270 |
348 |
|
13 |
37 |
56 |
68 |
95 |
178 |
270 |
306 |
|
14 |
37 |
56 |
68 |
95 |
178 |
270 |
271 |
|
15 |
37 |
56 |
68 |
95 |
178 |
270 |
270 |
|
16 |
37 |
56 |
68 |
94 |
178 |
270 |
270 |
|
17 |
37 |
56 |
68 |
95 |
178 |
270 |
270 |
|
18 |
37 |
56 |
68 |
95 |
178 |
270 |
270 |
|
19 |
38 |
56 |
68 |
95 |
179 |
271 |
271 |
|
20 |
38 |
56 |
69 |
95 |
179 |
271 |
271 |
|
21 |
38 |
57 |
69 |
95 |
179 |
271 |
271 |
|
22 |
38 |
56 |
69 |
95 |
179 |
271 |
271 |
|
23 |
38 |
56 |
68 |
95 |
179 |
271 |
271 |
|
24 |
37 |
56 |
68 |
95 |
178 |
270 |
270 |
|
25 |
37 |
55 |
68 |
94 |
178 |
270 |
270 |
|
26 |
36 |
55 |
67 |
94 |
177 |
269 |
269 |
|
27 |
36 |
54 |
69 |
93 |
177 |
269 |
269 |
|
28 |
35 |
54 |
71 |
93 |
176 |
268 |
268 |
|
29 |
35 |
53 |
73 |
92 |
176 |
268 |
268 |
|
30 |
34 |
53 |
76 |
91 |
175 |
267 |
267 |
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 |
124 |
137 |
143 |
164 |
278 |
371 |
3 971 |
|
2 |
123 |
135 |
141 |
162 |
276 |
414 |
2 969 |
|
3 |
122 |
134 |
143 |
166 |
270 |
431 |
2 240 |
|
4 |
121 |
135 |
145 |
169 |
268 |
430 |
1 725 |
|
5 |
122 |
136 |
147 |
171 |
267 |
419 |
1 360 |
|
6 |
122 |
138 |
148 |
172 |
266 |
402 |
1 097 |
|
7 |
123 |
139 |
150 |
174 |
265 |
382 |
903 |
|
8 |
122 |
139 |
150 |
175 |
264 |
362 |
755 |
|
9 |
122 |
139 |
151 |
177 |
263 |
355 |
640 |
|
10 |
122 |
140 |
152 |
178 |
263 |
355 |
549 |
|
11 |
121 |
139 |
152 |
178 |
262 |
354 |
476 |
|
12 |
120 |
139 |
151 |
178 |
261 |
353 |
415 |
|
13 |
119 |
138 |
150 |
177 |
260 |
352 |
365 |
|
14 |
118 |
137 |
149 |
175 |
259 |
351 |
351 |
|
15 |
116 |
135 |
147 |
173 |
257 |
349 |
349 |
|
16 |
114 |
133 |
145 |
172 |
255 |
347 |
347 |
|
17 |
112 |
130 |
143 |
169 |
253 |
345 |
345 |
|
18 |
110 |
128 |
141 |
167 |
251 |
343 |
343 |
|
19 |
108 |
126 |
139 |
165 |
249 |
341 |
341 |
|
20 |
106 |
124 |
137 |
163 |
247 |
339 |
339 |
|
21 |
104 |
122 |
134 |
161 |
244 |
336 |
336 |
|
22 |
101 |
120 |
132 |
159 |
242 |
334 |
334 |
|
23 |
99 |
118 |
130 |
156 |
240 |
332 |
332 |
|
24 |
97 |
115 |
128 |
154 |
238 |
330 |
330 |
|
25 |
95 |
113 |
125 |
152 |
236 |
328 |
328 |
|
26 |
93 |
111 |
123 |
150 |
233 |
325 |
325 |
|
27 |
90 |
109 |
121 |
148 |
231 |
323 |
323 |
|
28 |
88 |
107 |
119 |
146 |
229 |
321 |
321 |
|
29 |
86 |
105 |
117 |
144 |
227 |
319 |
319 |
|
30 |
84 |
103 |
115 |
142 |
225 |
317 |
317 |
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 |
9 |
15 |
36 |
150 |
298 |
3 177 |
|
2 |
0 |
11 |
17 |
38 |
152 |
339 |
2 380 |
|
3 |
1 |
13 |
21 |
44 |
149 |
355 |
1 804 |
|
4 |
1 |
15 |
25 |
49 |
147 |
356 |
1 397 |
|
5 |
3 |
17 |
29 |
52 |
148 |
348 |
1 108 |
|
6 |
5 |
20 |
31 |
55 |
149 |
335 |
898 |
|
7 |
6 |
23 |
33 |
57 |
149 |
320 |
742 |
|
8 |
7 |
24 |
35 |
60 |
149 |
303 |
623 |
|
9 |
7 |
25 |
36 |
62 |
149 |
286 |
530 |
|
10 |
7 |
25 |
37 |
64 |
148 |
270 |
456 |
|
11 |
7 |
26 |
38 |
64 |
148 |
253 |
395 |
|
12 |
7 |
25 |
38 |
64 |
148 |
240 |
346 |
|
13 |
7 |
25 |
37 |
64 |
148 |
240 |
304 |
|
14 |
7 |
25 |
37 |
64 |
147 |
239 |
269 |
|
15 |
6 |
25 |
39 |
64 |
147 |
239 |
239 |
|
16 |
6 |
25 |
42 |
63 |
147 |
239 |
239 |
|
17 |
6 |
25 |
44 |
64 |
147 |
239 |
239 |
|
18 |
6 |
25 |
46 |
64 |
147 |
239 |
239 |
|
19 |
7 |
25 |
49 |
64 |
147 |
239 |
239 |
|
20 |
8 |
25 |
51 |
64 |
148 |
240 |
240 |
|
21 |
8 |
26 |
53 |
65 |
148 |
240 |
240 |
|
22 |
9 |
26 |
56 |
65 |
149 |
241 |
241 |
|
23 |
9 |
26 |
58 |
65 |
149 |
241 |
241 |
|
24 |
9 |
26 |
61 |
65 |
149 |
241 |
241 |
|
25 |
10 |
27 |
62 |
65 |
149 |
241 |
241 |
|
26 |
10 |
27 |
65 |
66 |
149 |
241 |
241 |
|
27 |
10 |
27 |
67 |
68 |
149 |
241 |
241 |
|
28 |
11 |
27 |
70 |
70 |
149 |
241 |
241 |
|
29 |
11 |
27 |
72 |
72 |
149 |
241 |
241 |
|
30 |
12 |
27 |
75 |
74 |
149 |
241 |
241 |
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 |
41 |
48 |
68 |
182 |
296 |
3 162 |
|
2 |
29 |
41 |
48 |
69 |
183 |
338 |
2 371 |
|
3 |
28 |
41 |
50 |
73 |
177 |
354 |
1 798 |
|
4 |
28 |
42 |
52 |
76 |
174 |
355 |
1 393 |
|
5 |
28 |
43 |
54 |
77 |
173 |
347 |
1 105 |
|
6 |
30 |
46 |
57 |
81 |
174 |
335 |
896 |
|
7 |
29 |
45 |
56 |
80 |
171 |
319 |
740 |
|
8 |
32 |
49 |
60 |
85 |
174 |
303 |
622 |
|
9 |
31 |
49 |
61 |
87 |
173 |
286 |
529 |
|
10 |
27 |
45 |
57 |
84 |
168 |
269 |
455 |
|
11 |
23 |
42 |
54 |
81 |
164 |
256 |
394 |
|
12 |
20 |
39 |
51 |
78 |
161 |
253 |
345 |
|
13 |
18 |
37 |
49 |
76 |
159 |
251 |
303 |
|
14 |
17 |
35 |
47 |
74 |
157 |
249 |
268 |
|
15 |
15 |
34 |
46 |
72 |
156 |
248 |
248 |
|
16 |
14 |
32 |
45 |
71 |
155 |
247 |
247 |
|
17 |
13 |
32 |
44 |
70 |
154 |
246 |
246 |
|
18 |
13 |
31 |
46 |
70 |
153 |
245 |
245 |
|
19 |
12 |
31 |
49 |
70 |
153 |
245 |
245 |
|
20 |
12 |
31 |
51 |
70 |
153 |
245 |
245 |
|
21 |
12 |
31 |
53 |
70 |
153 |
245 |
245 |
|
22 |
12 |
31 |
56 |
70 |
153 |
245 |
245 |
|
23 |
12 |
31 |
58 |
69 |
153 |
245 |
245 |
|
24 |
12 |
30 |
60 |
69 |
153 |
245 |
245 |
|
25 |
12 |
30 |
62 |
69 |
153 |
245 |
245 |
|
26 |
12 |
30 |
65 |
69 |
153 |
245 |
245 |
|
27 |
12 |
30 |
67 |
69 |
152 |
244 |
244 |
|
28 |
11 |
30 |
70 |
70 |
152 |
244 |
244 |
|
29 |
11 |
30 |
72 |
72 |
152 |
244 |
244 |
|
30 |
12 |
30 |
74 |
74 |
152 |
244 |
244 |
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 |
219 |
231 |
237 |
258 |
372 |
500 |
5 632 |
|
2 |
213 |
225 |
232 |
253 |
367 |
534 |
3 999 |
|
3 |
207 |
220 |
228 |
251 |
356 |
536 |
2 920 |
|
4 |
202 |
215 |
225 |
250 |
348 |
522 |
2 194 |
|
5 |
197 |
212 |
223 |
246 |
342 |
499 |
1 698 |
|
6 |
193 |
209 |
220 |
244 |
337 |
473 |
1 351 |
|
7 |
190 |
206 |
217 |
241 |
332 |
446 |
1 101 |
|
8 |
185 |
202 |
213 |
238 |
327 |
420 |
914 |
|
9 |
181 |
199 |
210 |
237 |
323 |
415 |
771 |
|
10 |
177 |
196 |
208 |
234 |
319 |
411 |
658 |
|
11 |
173 |
192 |
204 |
231 |
314 |
406 |
567 |
|
12 |
169 |
188 |
200 |
227 |
310 |
402 |
492 |
|
13 |
165 |
184 |
196 |
222 |
306 |
398 |
430 |
|
14 |
161 |
180 |
192 |
219 |
302 |
394 |
394 |
|
15 |
158 |
176 |
188 |
215 |
298 |
390 |
390 |
|
16 |
154 |
172 |
185 |
211 |
295 |
387 |
387 |
|
17 |
151 |
169 |
181 |
208 |
291 |
383 |
383 |
|
18 |
147 |
166 |
178 |
205 |
288 |
380 |
380 |
|
19 |
144 |
163 |
175 |
201 |
285 |
377 |
377 |
|
20 |
141 |
160 |
172 |
198 |
282 |
374 |
374 |
|
21 |
138 |
157 |
169 |
195 |
279 |
371 |
371 |
|
22 |
135 |
154 |
166 |
192 |
276 |
368 |
368 |
|
23 |
132 |
151 |
163 |
189 |
273 |
365 |
365 |
|
24 |
129 |
148 |
160 |
186 |
270 |
362 |
362 |
|
25 |
126 |
145 |
157 |
183 |
267 |
359 |
359 |
|
26 |
123 |
142 |
154 |
181 |
264 |
356 |
356 |
|
27 |
121 |
139 |
151 |
178 |
262 |
354 |
354 |
|
28 |
118 |
137 |
149 |
175 |
259 |
351 |
351 |
|
29 |
116 |
134 |
146 |
173 |
256 |
348 |
348 |
|
30 |
113 |
132 |
144 |
170 |
254 |
346 |
346 |
3.31.
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
25 |
50 |
166 |
305 |
3 260 |
|
2 |
0 |
14 |
25 |
50 |
166 |
347 |
2 437 |
|
3 |
1 |
17 |
28 |
54 |
163 |
362 |
1 844 |
|
4 |
1 |
20 |
31 |
60 |
161 |
363 |
1 427 |
|
5 |
3 |
23 |
36 |
65 |
162 |
354 |
1 130 |
|
6 |
6 |
27 |
39 |
67 |
163 |
341 |
916 |
|
7 |
8 |
31 |
42 |
70 |
163 |
325 |
756 |
|
8 |
11 |
34 |
46 |
74 |
163 |
308 |
635 |
|
9 |
13 |
37 |
50 |
76 |
163 |
291 |
540 |
|
10 |
14 |
40 |
51 |
77 |
163 |
274 |
464 |
|
11 |
15 |
41 |
53 |
78 |
163 |
257 |
402 |
|
12 |
16 |
42 |
54 |
79 |
163 |
255 |
352 |
|
13 |
17 |
44 |
55 |
80 |
163 |
255 |
309 |
|
14 |
17 |
44 |
55 |
80 |
163 |
255 |
274 |
|
15 |
17 |
45 |
56 |
81 |
163 |
255 |
255 |
|
16 |
17 |
45 |
56 |
81 |
163 |
255 |
255 |
|
17 |
17 |
45 |
56 |
81 |
163 |
255 |
255 |
|
18 |
17 |
45 |
56 |
81 |
163 |
255 |
255 |
|
19 |
17 |
45 |
56 |
81 |
163 |
255 |
255 |
|
20 |
17 |
45 |
56 |
81 |
163 |
255 |
255 |
|
21 |
17 |
45 |
56 |
81 |
163 |
255 |
255 |
|
22 |
17 |
45 |
56 |
81 |
163 |
255 |
255 |
|
23 |
17 |
45 |
59 |
81 |
163 |
255 |
255 |
|
24 |
17 |
45 |
61 |
81 |
163 |
255 |
255 |
|
25 |
17 |
45 |
64 |
81 |
162 |
254 |
254 |
|
26 |
17 |
45 |
66 |
81 |
162 |
254 |
254 |
|
27 |
17 |
45 |
69 |
81 |
162 |
254 |
254 |
|
28 |
17 |
45 |
71 |
81 |
162 |
254 |
254 |
|
29 |
17 |
45 |
73 |
81 |
161 |
253 |
253 |
|
30 |
17 |
45 |
76 |
81 |
161 |
253 |
253 |
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 |
4 |
12 |
126 |
284 |
3 019 |
|
2 |
0 |
1 |
6 |
12 |
125 |
325 |
2 270 |
|
3 |
1 |
1 |
8 |
15 |
119 |
341 |
1 725 |
|
4 |
1 |
3 |
11 |
18 |
116 |
343 |
1 338 |
|
5 |
1 |
4 |
13 |
20 |
116 |
336 |
1 063 |
|
6 |
2 |
4 |
16 |
23 |
115 |
324 |
863 |
|
7 |
2 |
5 |
19 |
26 |
115 |
309 |
714 |
|
8 |
2 |
7 |
21 |
28 |
115 |
293 |
600 |
|
9 |
4 |
7 |
24 |
30 |
115 |
277 |
511 |
|
10 |
4 |
9 |
27 |
32 |
115 |
261 |
440 |
|
11 |
4 |
9 |
28 |
35 |
115 |
245 |
382 |
|
12 |
4 |
10 |
31 |
37 |
115 |
230 |
334 |
|
13 |
4 |
11 |
34 |
39 |
116 |
216 |
294 |
|
14 |
5 |
12 |
35 |
41 |
116 |
208 |
261 |
|
15 |
6 |
13 |
38 |
43 |
116 |
208 |
232 |
|
16 |
6 |
13 |
41 |
46 |
116 |
208 |
208 |
|
17 |
6 |
15 |
42 |
48 |
117 |
209 |
209 |
|
18 |
6 |
15 |
45 |
49 |
117 |
209 |
209 |
|
19 |
7 |
17 |
48 |
52 |
119 |
210 |
210 |
|
20 |
7 |
17 |
49 |
53 |
122 |
211 |
211 |
|
21 |
8 |
18 |
52 |
56 |
123 |
211 |
211 |
|
22 |
9 |
19 |
55 |
57 |
125 |
211 |
211 |
|
23 |
9 |
20 |
57 |
59 |
127 |
212 |
212 |
|
24 |
9 |
20 |
60 |
61 |
128 |
212 |
212 |
|
25 |
10 |
22 |
61 |
63 |
130 |
212 |
212 |
|
26 |
10 |
22 |
64 |
65 |
131 |
212 |
212 |
|
27 |
10 |
24 |
66 |
67 |
133 |
212 |
212 |
|
28 |
11 |
24 |
68 |
68 |
134 |
211 |
211 |
|
29 |
11 |
25 |
71 |
70 |
135 |
211 |
211 |
|
30 |
11 |
26 |
73 |
72 |
135 |
211 |
211 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
16 |
|
Euro |
Belgium |
16 |
|
Euro |
Croatia |
16 |
|
Euro |
Cyprus |
16 |
|
Euro |
Estonia |
16 |
|
Euro |
Finland |
16 |
|
Euro |
France |
16 |
|
Euro |
Germany |
16 |
|
Euro |
Greece |
16 |
|
Euro |
Ireland |
16 |
|
Euro |
Italy |
16 |
|
Euro |
Latvia |
16 |
|
Euro |
Lithuania |
16 |
|
Euro |
Luxembourg |
16 |
|
Euro |
Malta |
16 |
|
Euro |
Netherlands |
16 |
|
Euro |
Portugal |
16 |
|
Euro |
Slovakia |
16 |
|
Euro |
Slovenia |
16 |
|
Euro |
Spain |
16 |
|
Czech koruna |
Czechia |
12 |
|
Danish krone |
Denmark |
17 |
|
Forint |
Hungary |
7 |
|
Krona |
Sweden |
–4 |
|
Lev |
Bulgaria |
6 |
|
Pound sterling |
United Kingdom |
15 |
|
Romanian leu |
Romania |
1 |
|
Zloty |
Poland |
9 |
|
Króna |
Iceland |
42 |
|
Norwegian krone |
Norway |
24 |
|
Swiss franc |
Liechtenstein |
–3 |
|
Swiss franc |
Switzerland |
–3 |
|
Australian dollar |
Australia |
12 |
|
Canadian dollar |
Canada |
19 |
|
Renminbi-yuan |
China |
–2 |
|
Hong Kong dollar |
Hong Kong |
2 |
|
US dollar |
United States |
38 |
|
Yen |
Japan |
4 |
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