COMMISSION IMPLEMENTING REGULATION (EU) 2024/2883
of 18 November 2024
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2024 until 30 December 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 |
2,570 % |
3,475 % |
2,560 % |
5,333 % |
1,964 % |
2,520 % |
|
2 |
2,189 % |
3,079 % |
2,179 % |
5,439 % |
1,923 % |
2,139 % |
|
3 |
2,109 % |
3,009 % |
2,099 % |
5,559 % |
1,877 % |
2,059 % |
|
4 |
2,099 % |
2,994 % |
2,089 % |
5,653 % |
1,896 % |
2,050 % |
|
5 |
2,108 % |
3,001 % |
2,098 % |
5,753 % |
1,936 % |
2,059 % |
|
6 |
2,133 % |
3,035 % |
2,123 % |
5,847 % |
1,973 % |
2,083 % |
|
7 |
2,162 % |
3,082 % |
2,152 % |
5,934 % |
2,009 % |
2,112 % |
|
8 |
2,193 % |
3,131 % |
2,183 % |
6,018 % |
2,047 % |
2,143 % |
|
9 |
2,220 % |
3,175 % |
2,210 % |
6,085 % |
2,090 % |
2,170 % |
|
10 |
2,252 % |
3,212 % |
2,242 % |
6,144 % |
2,141 % |
2,202 % |
|
11 |
2,299 % |
3,240 % |
2,288 % |
6,196 % |
2,203 % |
2,248 % |
|
12 |
2,315 % |
3,261 % |
2,305 % |
6,240 % |
2,267 % |
2,264 % |
|
13 |
2,334 % |
3,278 % |
2,324 % |
6,276 % |
2,330 % |
2,284 % |
|
14 |
2,356 % |
3,291 % |
2,346 % |
6,309 % |
2,389 % |
2,306 % |
|
15 |
2,370 % |
3,301 % |
2,360 % |
6,332 % |
2,443 % |
2,320 % |
|
16 |
2,371 % |
3,310 % |
2,361 % |
6,340 % |
2,492 % |
2,321 % |
|
17 |
2,364 % |
3,317 % |
2,354 % |
6,335 % |
2,537 % |
2,313 % |
|
18 |
2,354 % |
3,323 % |
2,344 % |
6,319 % |
2,578 % |
2,303 % |
|
19 |
2,345 % |
3,327 % |
2,334 % |
6,296 % |
2,615 % |
2,294 % |
|
20 |
2,340 % |
3,332 % |
2,329 % |
6,268 % |
2,648 % |
2,289 % |
|
21 |
2,340 % |
3,335 % |
2,330 % |
6,235 % |
2,679 % |
2,291 % |
|
22 |
2,346 % |
3,338 % |
2,336 % |
6,199 % |
2,707 % |
2,297 % |
|
23 |
2,355 % |
3,340 % |
2,345 % |
6,161 % |
2,732 % |
2,307 % |
|
24 |
2,367 % |
3,342 % |
2,357 % |
6,122 % |
2,756 % |
2,320 % |
|
25 |
2,381 % |
3,344 % |
2,371 % |
6,082 % |
2,777 % |
2,335 % |
|
26 |
2,396 % |
3,345 % |
2,387 % |
6,041 % |
2,797 % |
2,351 % |
|
27 |
2,412 % |
3,346 % |
2,403 % |
6,001 % |
2,816 % |
2,369 % |
|
28 |
2,429 % |
3,347 % |
2,420 % |
5,962 % |
2,833 % |
2,387 % |
|
29 |
2,446 % |
3,347 % |
2,438 % |
5,923 % |
2,849 % |
2,405 % |
|
30 |
2,464 % |
3,348 % |
2,456 % |
5,885 % |
2,864 % |
2,423 % |
|
31 |
2,481 % |
3,348 % |
2,473 % |
5,847 % |
2,878 % |
2,442 % |
|
32 |
2,499 % |
3,348 % |
2,491 % |
5,811 % |
2,891 % |
2,460 % |
|
33 |
2,516 % |
3,349 % |
2,508 % |
5,776 % |
2,904 % |
2,479 % |
|
34 |
2,533 % |
3,349 % |
2,526 % |
5,741 % |
2,915 % |
2,496 % |
|
35 |
2,549 % |
3,348 % |
2,542 % |
5,708 % |
2,926 % |
2,514 % |
|
36 |
2,566 % |
3,348 % |
2,559 % |
5,676 % |
2,937 % |
2,531 % |
|
37 |
2,581 % |
3,348 % |
2,575 % |
5,645 % |
2,946 % |
2,548 % |
|
38 |
2,597 % |
3,348 % |
2,590 % |
5,615 % |
2,956 % |
2,564 % |
|
39 |
2,612 % |
3,348 % |
2,605 % |
5,586 % |
2,965 % |
2,580 % |
|
40 |
2,626 % |
3,347 % |
2,620 % |
5,558 % |
2,973 % |
2,595 % |
|
41 |
2,641 % |
3,347 % |
2,634 % |
5,532 % |
2,981 % |
2,610 % |
|
42 |
2,654 % |
3,346 % |
2,648 % |
5,506 % |
2,988 % |
2,624 % |
|
43 |
2,667 % |
3,346 % |
2,662 % |
5,481 % |
2,996 % |
2,638 % |
|
44 |
2,680 % |
3,346 % |
2,675 % |
5,457 % |
3,003 % |
2,652 % |
|
45 |
2,693 % |
3,345 % |
2,687 % |
5,434 % |
3,009 % |
2,665 % |
|
46 |
2,705 % |
3,345 % |
2,699 % |
5,411 % |
3,016 % |
2,677 % |
|
47 |
2,716 % |
3,344 % |
2,711 % |
5,390 % |
3,022 % |
2,689 % |
|
48 |
2,728 % |
3,344 % |
2,722 % |
5,369 % |
3,027 % |
2,701 % |
|
49 |
2,738 % |
3,343 % |
2,733 % |
5,349 % |
3,033 % |
2,713 % |
|
50 |
2,749 % |
3,343 % |
2,744 % |
5,330 % |
3,038 % |
2,724 % |
|
51 |
2,759 % |
3,342 % |
2,754 % |
5,311 % |
3,043 % |
2,734 % |
|
52 |
2,769 % |
3,342 % |
2,764 % |
5,293 % |
3,048 % |
2,745 % |
|
53 |
2,779 % |
3,341 % |
2,774 % |
5,276 % |
3,053 % |
2,755 % |
|
54 |
2,788 % |
3,341 % |
2,783 % |
5,259 % |
3,058 % |
2,764 % |
|
55 |
2,797 % |
3,340 % |
2,792 % |
5,243 % |
3,062 % |
2,774 % |
|
56 |
2,805 % |
3,340 % |
2,801 % |
5,227 % |
3,066 % |
2,783 % |
|
57 |
2,814 % |
3,339 % |
2,809 % |
5,212 % |
3,070 % |
2,792 % |
|
58 |
2,822 % |
3,339 % |
2,818 % |
5,197 % |
3,074 % |
2,800 % |
|
59 |
2,830 % |
3,338 % |
2,826 % |
5,183 % |
3,078 % |
2,808 % |
|
60 |
2,837 % |
3,338 % |
2,833 % |
5,169 % |
3,082 % |
2,816 % |
|
61 |
2,845 % |
3,338 % |
2,841 % |
5,156 % |
3,085 % |
2,824 % |
|
62 |
2,852 % |
3,337 % |
2,848 % |
5,143 % |
3,089 % |
2,832 % |
|
63 |
2,859 % |
3,337 % |
2,855 % |
5,131 % |
3,092 % |
2,839 % |
|
64 |
2,866 % |
3,336 % |
2,862 % |
5,118 % |
3,095 % |
2,846 % |
|
65 |
2,872 % |
3,336 % |
2,868 % |
5,107 % |
3,099 % |
2,853 % |
|
66 |
2,879 % |
3,335 % |
2,875 % |
5,095 % |
3,102 % |
2,860 % |
|
67 |
2,885 % |
3,335 % |
2,881 % |
5,084 % |
3,105 % |
2,866 % |
|
68 |
2,891 % |
3,335 % |
2,887 % |
5,073 % |
3,107 % |
2,872 % |
|
69 |
2,897 % |
3,334 % |
2,893 % |
5,063 % |
3,110 % |
2,878 % |
|
70 |
2,903 % |
3,334 % |
2,899 % |
5,053 % |
3,113 % |
2,884 % |
|
71 |
2,908 % |
3,333 % |
2,905 % |
5,043 % |
3,116 % |
2,890 % |
|
72 |
2,913 % |
3,333 % |
2,910 % |
5,033 % |
3,118 % |
2,896 % |
|
73 |
2,919 % |
3,333 % |
2,915 % |
5,024 % |
3,121 % |
2,901 % |
|
74 |
2,924 % |
3,332 % |
2,920 % |
5,015 % |
3,123 % |
2,907 % |
|
75 |
2,929 % |
3,332 % |
2,925 % |
5,006 % |
3,125 % |
2,912 % |
|
76 |
2,934 % |
3,331 % |
2,930 % |
4,997 % |
3,128 % |
2,917 % |
|
77 |
2,938 % |
3,331 % |
2,935 % |
4,989 % |
3,130 % |
2,922 % |
|
78 |
2,943 % |
3,331 % |
2,940 % |
4,981 % |
3,132 % |
2,927 % |
|
79 |
2,947 % |
3,330 % |
2,944 % |
4,973 % |
3,134 % |
2,931 % |
|
80 |
2,952 % |
3,330 % |
2,949 % |
4,965 % |
3,136 % |
2,936 % |
|
81 |
2,956 % |
3,330 % |
2,953 % |
4,957 % |
3,138 % |
2,941 % |
|
82 |
2,960 % |
3,329 % |
2,957 % |
4,950 % |
3,140 % |
2,945 % |
|
83 |
2,964 % |
3,329 % |
2,961 % |
4,943 % |
3,142 % |
2,949 % |
|
84 |
2,968 % |
3,329 % |
2,965 % |
4,936 % |
3,144 % |
2,953 % |
|
85 |
2,972 % |
3,328 % |
2,969 % |
4,929 % |
3,146 % |
2,957 % |
|
86 |
2,976 % |
3,328 % |
2,973 % |
4,922 % |
3,148 % |
2,961 % |
|
87 |
2,980 % |
3,328 % |
2,977 % |
4,915 % |
3,150 % |
2,965 % |
|
88 |
2,983 % |
3,328 % |
2,981 % |
4,909 % |
3,151 % |
2,969 % |
|
89 |
2,987 % |
3,327 % |
2,984 % |
4,903 % |
3,153 % |
2,973 % |
|
90 |
2,990 % |
3,327 % |
2,988 % |
4,896 % |
3,155 % |
2,976 % |
|
91 |
2,994 % |
3,327 % |
2,991 % |
4,890 % |
3,156 % |
2,980 % |
|
92 |
2,997 % |
3,326 % |
2,994 % |
4,885 % |
3,158 % |
2,983 % |
|
93 |
3,000 % |
3,326 % |
2,998 % |
4,879 % |
3,159 % |
2,987 % |
|
94 |
3,004 % |
3,326 % |
3,001 % |
4,873 % |
3,161 % |
2,990 % |
|
95 |
3,007 % |
3,326 % |
3,004 % |
4,868 % |
3,162 % |
2,993 % |
|
96 |
3,010 % |
3,325 % |
3,007 % |
4,862 % |
3,164 % |
2,997 % |
|
97 |
3,013 % |
3,325 % |
3,010 % |
4,857 % |
3,165 % |
3,000 % |
|
98 |
3,016 % |
3,325 % |
3,013 % |
4,852 % |
3,166 % |
3,003 % |
|
99 |
3,019 % |
3,325 % |
3,016 % |
4,847 % |
3,168 % |
3,006 % |
|
100 |
3,021 % |
3,324 % |
3,019 % |
4,842 % |
3,169 % |
3,009 % |
|
101 |
3,024 % |
3,324 % |
3,022 % |
4,837 % |
3,170 % |
3,012 % |
|
102 |
3,027 % |
3,324 % |
3,024 % |
4,832 % |
3,172 % |
3,014 % |
|
103 |
3,029 % |
3,324 % |
3,027 % |
4,827 % |
3,173 % |
3,017 % |
|
104 |
3,032 % |
3,324 % |
3,030 % |
4,823 % |
3,174 % |
3,020 % |
|
105 |
3,035 % |
3,323 % |
3,032 % |
4,818 % |
3,175 % |
3,022 % |
|
106 |
3,037 % |
3,323 % |
3,035 % |
4,814 % |
3,176 % |
3,025 % |
|
107 |
3,040 % |
3,323 % |
3,037 % |
4,809 % |
3,178 % |
3,028 % |
|
108 |
3,042 % |
3,323 % |
3,040 % |
4,805 % |
3,179 % |
3,030 % |
|
109 |
3,044 % |
3,322 % |
3,042 % |
4,801 % |
3,180 % |
3,033 % |
|
110 |
3,047 % |
3,322 % |
3,044 % |
4,797 % |
3,181 % |
3,035 % |
|
111 |
3,049 % |
3,322 % |
3,047 % |
4,793 % |
3,182 % |
3,037 % |
|
112 |
3,051 % |
3,322 % |
3,049 % |
4,789 % |
3,183 % |
3,040 % |
|
113 |
3,053 % |
3,322 % |
3,051 % |
4,785 % |
3,184 % |
3,042 % |
|
114 |
3,056 % |
3,321 % |
3,053 % |
4,781 % |
3,185 % |
3,044 % |
|
115 |
3,058 % |
3,321 % |
3,055 % |
4,777 % |
3,186 % |
3,047 % |
|
116 |
3,060 % |
3,321 % |
3,058 % |
4,774 % |
3,187 % |
3,049 % |
|
117 |
3,062 % |
3,321 % |
3,060 % |
4,770 % |
3,188 % |
3,051 % |
|
118 |
3,064 % |
3,321 % |
3,062 % |
4,767 % |
3,189 % |
3,053 % |
|
119 |
3,066 % |
3,321 % |
3,064 % |
4,763 % |
3,190 % |
3,055 % |
|
120 |
3,068 % |
3,320 % |
3,066 % |
4,760 % |
3,191 % |
3,057 % |
|
121 |
3,070 % |
3,320 % |
3,068 % |
4,756 % |
3,192 % |
3,059 % |
|
122 |
3,072 % |
3,320 % |
3,069 % |
4,753 % |
3,193 % |
3,061 % |
|
123 |
3,073 % |
3,320 % |
3,071 % |
4,750 % |
3,194 % |
3,063 % |
|
124 |
3,075 % |
3,320 % |
3,073 % |
4,746 % |
3,194 % |
3,065 % |
|
125 |
3,077 % |
3,320 % |
3,075 % |
4,743 % |
3,195 % |
3,067 % |
|
126 |
3,079 % |
3,319 % |
3,077 % |
4,740 % |
3,196 % |
3,069 % |
|
127 |
3,081 % |
3,319 % |
3,079 % |
4,737 % |
3,197 % |
3,071 % |
|
128 |
3,082 % |
3,319 % |
3,080 % |
4,734 % |
3,198 % |
3,072 % |
|
129 |
3,084 % |
3,319 % |
3,082 % |
4,731 % |
3,198 % |
3,074 % |
|
130 |
3,086 % |
3,319 % |
3,084 % |
4,728 % |
3,199 % |
3,076 % |
|
131 |
3,087 % |
3,319 % |
3,085 % |
4,725 % |
3,200 % |
3,078 % |
|
132 |
3,089 % |
3,319 % |
3,087 % |
4,722 % |
3,201 % |
3,079 % |
|
133 |
3,090 % |
3,318 % |
3,088 % |
4,719 % |
3,202 % |
3,081 % |
|
134 |
3,092 % |
3,318 % |
3,090 % |
4,717 % |
3,202 % |
3,082 % |
|
135 |
3,093 % |
3,318 % |
3,092 % |
4,714 % |
3,203 % |
3,084 % |
|
136 |
3,095 % |
3,318 % |
3,093 % |
4,711 % |
3,204 % |
3,086 % |
|
137 |
3,097 % |
3,318 % |
3,095 % |
4,709 % |
3,204 % |
3,087 % |
|
138 |
3,098 % |
3,318 % |
3,096 % |
4,706 % |
3,205 % |
3,089 % |
|
139 |
3,099 % |
3,318 % |
3,098 % |
4,703 % |
3,206 % |
3,090 % |
|
140 |
3,101 % |
3,318 % |
3,099 % |
4,701 % |
3,206 % |
3,092 % |
|
141 |
3,102 % |
3,317 % |
3,100 % |
4,698 % |
3,207 % |
3,093 % |
|
142 |
3,104 % |
3,317 % |
3,102 % |
4,696 % |
3,208 % |
3,095 % |
|
143 |
3,105 % |
3,317 % |
3,103 % |
4,694 % |
3,208 % |
3,096 % |
|
144 |
3,106 % |
3,317 % |
3,105 % |
4,691 % |
3,209 % |
3,098 % |
|
145 |
3,108 % |
3,317 % |
3,106 % |
4,689 % |
3,210 % |
3,099 % |
|
146 |
3,109 % |
3,317 % |
3,107 % |
4,687 % |
3,210 % |
3,100 % |
|
147 |
3,110 % |
3,317 % |
3,109 % |
4,684 % |
3,211 % |
3,102 % |
|
148 |
3,112 % |
3,317 % |
3,110 % |
4,682 % |
3,212 % |
3,103 % |
|
149 |
3,113 % |
3,316 % |
3,111 % |
4,680 % |
3,212 % |
3,104 % |
|
150 |
3,114 % |
3,316 % |
3,112 % |
4,678 % |
3,213 % |
3,106 % |
|
Term to maturity (in years) |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
Swiss franc |
|
1 |
4,295 % |
5,790 % |
4,189 % |
8,664 % |
3,781 % |
0,572 % |
|
2 |
3,896 % |
5,934 % |
4,535 % |
8,050 % |
3,701 % |
0,440 % |
|
3 |
3,745 % |
6,090 % |
4,668 % |
7,582 % |
3,584 % |
0,425 % |
|
4 |
3,667 % |
6,205 % |
4,738 % |
7,212 % |
3,482 % |
0,450 % |
|
5 |
3,613 % |
6,311 % |
4,814 % |
6,890 % |
3,413 % |
0,478 % |
|
6 |
3,591 % |
6,396 % |
4,893 % |
6,604 % |
3,380 % |
0,498 % |
|
7 |
3,579 % |
6,465 % |
4,972 % |
6,344 % |
3,368 % |
0,516 % |
|
8 |
3,590 % |
6,525 % |
5,051 % |
6,094 % |
3,366 % |
0,536 % |
|
9 |
3,610 % |
6,570 % |
5,117 % |
5,853 % |
3,368 % |
0,562 % |
|
10 |
3,633 % |
6,610 % |
5,176 % |
5,648 % |
3,372 % |
0,595 % |
|
11 |
3,666 % |
6,622 % |
5,211 % |
5,477 % |
3,374 % |
0,634 % |
|
12 |
3,702 % |
6,607 % |
5,222 % |
5,332 % |
3,376 % |
0,677 % |
|
13 |
3,735 % |
6,571 % |
5,218 % |
5,207 % |
3,377 % |
0,722 % |
|
14 |
3,763 % |
6,522 % |
5,202 % |
5,098 % |
3,378 % |
0,768 % |
|
15 |
3,787 % |
6,462 % |
5,178 % |
5,001 % |
3,378 % |
0,815 % |
|
16 |
3,808 % |
6,396 % |
5,148 % |
4,915 % |
3,378 % |
0,860 % |
|
17 |
3,824 % |
6,325 % |
5,113 % |
4,838 % |
3,378 % |
0,904 % |
|
18 |
3,838 % |
6,251 % |
5,075 % |
4,768 % |
3,378 % |
0,947 % |
|
19 |
3,848 % |
6,176 % |
5,036 % |
4,704 % |
3,377 % |
0,989 % |
|
20 |
3,855 % |
6,100 % |
4,995 % |
4,646 % |
3,376 % |
1,029 % |
|
21 |
3,860 % |
6,024 % |
4,954 % |
4,593 % |
3,376 % |
1,068 % |
|
22 |
3,862 % |
5,949 % |
4,912 % |
4,543 % |
3,375 % |
1,105 % |
|
23 |
3,863 % |
5,876 % |
4,871 % |
4,497 % |
3,374 % |
1,140 % |
|
24 |
3,861 % |
5,805 % |
4,831 % |
4,455 % |
3,373 % |
1,174 % |
|
25 |
3,858 % |
5,735 % |
4,791 % |
4,415 % |
3,372 % |
1,207 % |
|
26 |
3,853 % |
5,667 % |
4,752 % |
4,378 % |
3,371 % |
1,238 % |
|
27 |
3,846 % |
5,602 % |
4,715 % |
4,343 % |
3,370 % |
1,268 % |
|
28 |
3,837 % |
5,538 % |
4,678 % |
4,311 % |
3,369 % |
1,296 % |
|
29 |
3,827 % |
5,477 % |
4,642 % |
4,280 % |
3,368 % |
1,324 % |
|
30 |
3,814 % |
5,419 % |
4,608 % |
4,251 % |
3,367 % |
1,350 % |
|
31 |
3,798 % |
5,362 % |
4,575 % |
4,223 % |
3,366 % |
1,375 % |
|
32 |
3,781 % |
5,308 % |
4,543 % |
4,197 % |
3,365 % |
1,399 % |
|
33 |
3,762 % |
5,256 % |
4,512 % |
4,173 % |
3,365 % |
1,422 % |
|
34 |
3,743 % |
5,206 % |
4,482 % |
4,150 % |
3,364 % |
1,444 % |
|
35 |
3,723 % |
5,158 % |
4,453 % |
4,127 % |
3,363 % |
1,465 % |
|
36 |
3,702 % |
5,111 % |
4,425 % |
4,106 % |
3,362 % |
1,485 % |
|
37 |
3,682 % |
5,067 % |
4,399 % |
4,086 % |
3,361 % |
1,504 % |
|
38 |
3,662 % |
5,025 % |
4,373 % |
4,067 % |
3,360 % |
1,523 % |
|
39 |
3,643 % |
4,984 % |
4,349 % |
4,049 % |
3,359 % |
1,541 % |
|
40 |
3,624 % |
4,945 % |
4,325 % |
4,031 % |
3,358 % |
1,558 % |
|
41 |
3,605 % |
4,907 % |
4,302 % |
4,015 % |
3,357 % |
1,574 % |
|
42 |
3,587 % |
4,871 % |
4,280 % |
3,999 % |
3,356 % |
1,590 % |
|
43 |
3,570 % |
4,836 % |
4,259 % |
3,983 % |
3,356 % |
1,605 % |
|
44 |
3,554 % |
4,803 % |
4,238 % |
3,969 % |
3,355 % |
1,620 % |
|
45 |
3,539 % |
4,771 % |
4,219 % |
3,954 % |
3,354 % |
1,634 % |
|
46 |
3,525 % |
4,740 % |
4,200 % |
3,941 % |
3,353 % |
1,647 % |
|
47 |
3,511 % |
4,710 % |
4,182 % |
3,928 % |
3,352 % |
1,661 % |
|
48 |
3,499 % |
4,682 % |
4,164 % |
3,915 % |
3,352 % |
1,673 % |
|
49 |
3,487 % |
4,654 % |
4,147 % |
3,903 % |
3,351 % |
1,685 % |
|
50 |
3,477 % |
4,628 % |
4,131 % |
3,892 % |
3,350 % |
1,697 % |
|
51 |
3,467 % |
4,602 % |
4,115 % |
3,880 % |
3,349 % |
1,708 % |
|
52 |
3,459 % |
4,577 % |
4,100 % |
3,870 % |
3,349 % |
1,719 % |
|
53 |
3,451 % |
4,554 % |
4,085 % |
3,859 % |
3,348 % |
1,730 % |
|
54 |
3,443 % |
4,531 % |
4,071 % |
3,849 % |
3,347 % |
1,740 % |
|
55 |
3,437 % |
4,509 % |
4,057 % |
3,839 % |
3,347 % |
1,750 % |
|
56 |
3,431 % |
4,487 % |
4,044 % |
3,830 % |
3,346 % |
1,759 % |
|
57 |
3,425 % |
4,467 % |
4,031 % |
3,821 % |
3,345 % |
1,768 % |
|
58 |
3,420 % |
4,447 % |
4,019 % |
3,812 % |
3,345 % |
1,777 % |
|
59 |
3,416 % |
4,427 % |
4,007 % |
3,804 % |
3,344 % |
1,786 % |
|
60 |
3,411 % |
4,409 % |
3,995 % |
3,795 % |
3,344 % |
1,794 % |
|
61 |
3,407 % |
4,391 % |
3,984 % |
3,787 % |
3,343 % |
1,802 % |
|
62 |
3,404 % |
4,373 % |
3,973 % |
3,780 % |
3,342 % |
1,810 % |
|
63 |
3,400 % |
4,356 % |
3,962 % |
3,772 % |
3,342 % |
1,818 % |
|
64 |
3,397 % |
4,339 % |
3,952 % |
3,765 % |
3,341 % |
1,825 % |
|
65 |
3,394 % |
4,324 % |
3,942 % |
3,758 % |
3,341 % |
1,833 % |
|
66 |
3,392 % |
4,308 % |
3,932 % |
3,751 % |
3,340 % |
1,840 % |
|
67 |
3,389 % |
4,293 % |
3,923 % |
3,744 % |
3,340 % |
1,846 % |
|
68 |
3,387 % |
4,278 % |
3,914 % |
3,738 % |
3,339 % |
1,853 % |
|
69 |
3,384 % |
4,264 % |
3,905 % |
3,732 % |
3,339 % |
1,859 % |
|
70 |
3,382 % |
4,250 % |
3,896 % |
3,725 % |
3,338 % |
1,866 % |
|
71 |
3,380 % |
4,237 % |
3,888 % |
3,720 % |
3,338 % |
1,872 % |
|
72 |
3,379 % |
4,224 % |
3,880 % |
3,714 % |
3,337 % |
1,877 % |
|
73 |
3,377 % |
4,211 % |
3,872 % |
3,708 % |
3,337 % |
1,883 % |
|
74 |
3,375 % |
4,199 % |
3,864 % |
3,703 % |
3,337 % |
1,889 % |
|
75 |
3,374 % |
4,187 % |
3,857 % |
3,697 % |
3,336 % |
1,894 % |
|
76 |
3,372 % |
4,175 % |
3,849 % |
3,692 % |
3,336 % |
1,900 % |
|
77 |
3,371 % |
4,164 % |
3,842 % |
3,687 % |
3,335 % |
1,905 % |
|
78 |
3,370 % |
4,153 % |
3,835 % |
3,682 % |
3,335 % |
1,910 % |
|
79 |
3,368 % |
4,142 % |
3,829 % |
3,677 % |
3,334 % |
1,915 % |
|
80 |
3,367 % |
4,131 % |
3,822 % |
3,673 % |
3,334 % |
1,919 % |
|
81 |
3,366 % |
4,121 % |
3,816 % |
3,668 % |
3,334 % |
1,924 % |
|
82 |
3,365 % |
4,111 % |
3,809 % |
3,664 % |
3,333 % |
1,929 % |
|
83 |
3,364 % |
4,101 % |
3,803 % |
3,659 % |
3,333 % |
1,933 % |
|
84 |
3,363 % |
4,092 % |
3,797 % |
3,655 % |
3,333 % |
1,937 % |
|
85 |
3,362 % |
4,082 % |
3,791 % |
3,651 % |
3,332 % |
1,942 % |
|
86 |
3,361 % |
4,073 % |
3,786 % |
3,647 % |
3,332 % |
1,946 % |
|
87 |
3,360 % |
4,064 % |
3,780 % |
3,643 % |
3,332 % |
1,950 % |
|
88 |
3,360 % |
4,056 % |
3,774 % |
3,639 % |
3,331 % |
1,954 % |
|
89 |
3,359 % |
4,047 % |
3,769 % |
3,635 % |
3,331 % |
1,958 % |
|
90 |
3,358 % |
4,039 % |
3,764 % |
3,631 % |
3,331 % |
1,962 % |
|
91 |
3,357 % |
4,031 % |
3,759 % |
3,628 % |
3,330 % |
1,965 % |
|
92 |
3,357 % |
4,023 % |
3,754 % |
3,624 % |
3,330 % |
1,969 % |
|
93 |
3,356 % |
4,015 % |
3,749 % |
3,621 % |
3,330 % |
1,972 % |
|
94 |
3,355 % |
4,007 % |
3,744 % |
3,617 % |
3,329 % |
1,976 % |
|
95 |
3,355 % |
4,000 % |
3,739 % |
3,614 % |
3,329 % |
1,979 % |
|
96 |
3,354 % |
3,992 % |
3,735 % |
3,611 % |
3,329 % |
1,983 % |
|
97 |
3,353 % |
3,985 % |
3,730 % |
3,607 % |
3,328 % |
1,986 % |
|
98 |
3,353 % |
3,978 % |
3,726 % |
3,604 % |
3,328 % |
1,989 % |
|
99 |
3,352 % |
3,971 % |
3,722 % |
3,601 % |
3,328 % |
1,992 % |
|
100 |
3,352 % |
3,965 % |
3,717 % |
3,598 % |
3,328 % |
1,995 % |
|
101 |
3,351 % |
3,958 % |
3,713 % |
3,595 % |
3,327 % |
1,998 % |
|
102 |
3,350 % |
3,952 % |
3,709 % |
3,592 % |
3,327 % |
2,001 % |
|
103 |
3,350 % |
3,945 % |
3,705 % |
3,590 % |
3,327 % |
2,004 % |
|
104 |
3,349 % |
3,939 % |
3,701 % |
3,587 % |
3,327 % |
2,007 % |
|
105 |
3,349 % |
3,933 % |
3,698 % |
3,584 % |
3,326 % |
2,010 % |
|
106 |
3,348 % |
3,927 % |
3,694 % |
3,581 % |
3,326 % |
2,012 % |
|
107 |
3,348 % |
3,921 % |
3,690 % |
3,579 % |
3,326 % |
2,015 % |
|
108 |
3,347 % |
3,915 % |
3,686 % |
3,576 % |
3,326 % |
2,018 % |
|
109 |
3,347 % |
3,910 % |
3,683 % |
3,574 % |
3,325 % |
2,020 % |
|
110 |
3,347 % |
3,904 % |
3,679 % |
3,571 % |
3,325 % |
2,023 % |
|
111 |
3,346 % |
3,899 % |
3,676 % |
3,569 % |
3,325 % |
2,025 % |
|
112 |
3,346 % |
3,893 % |
3,673 % |
3,566 % |
3,325 % |
2,028 % |
|
113 |
3,345 % |
3,888 % |
3,669 % |
3,564 % |
3,325 % |
2,030 % |
|
114 |
3,345 % |
3,883 % |
3,666 % |
3,562 % |
3,324 % |
2,033 % |
|
115 |
3,344 % |
3,878 % |
3,663 % |
3,559 % |
3,324 % |
2,035 % |
|
116 |
3,344 % |
3,873 % |
3,660 % |
3,557 % |
3,324 % |
2,037 % |
|
117 |
3,344 % |
3,868 % |
3,657 % |
3,555 % |
3,324 % |
2,039 % |
|
118 |
3,343 % |
3,863 % |
3,654 % |
3,553 % |
3,324 % |
2,042 % |
|
119 |
3,343 % |
3,858 % |
3,651 % |
3,551 % |
3,323 % |
2,044 % |
|
120 |
3,343 % |
3,854 % |
3,648 % |
3,548 % |
3,323 % |
2,046 % |
|
121 |
3,342 % |
3,849 % |
3,645 % |
3,546 % |
3,323 % |
2,048 % |
|
122 |
3,342 % |
3,844 % |
3,642 % |
3,544 % |
3,323 % |
2,050 % |
|
123 |
3,342 % |
3,840 % |
3,639 % |
3,542 % |
3,323 % |
2,052 % |
|
124 |
3,341 % |
3,836 % |
3,637 % |
3,540 % |
3,322 % |
2,054 % |
|
125 |
3,341 % |
3,831 % |
3,634 % |
3,539 % |
3,322 % |
2,056 % |
|
126 |
3,341 % |
3,827 % |
3,631 % |
3,537 % |
3,322 % |
2,058 % |
|
127 |
3,340 % |
3,823 % |
3,629 % |
3,535 % |
3,322 % |
2,060 % |
|
128 |
3,340 % |
3,819 % |
3,626 % |
3,533 % |
3,322 % |
2,062 % |
|
129 |
3,340 % |
3,815 % |
3,623 % |
3,531 % |
3,322 % |
2,064 % |
|
130 |
3,339 % |
3,811 % |
3,621 % |
3,529 % |
3,321 % |
2,065 % |
|
131 |
3,339 % |
3,807 % |
3,619 % |
3,528 % |
3,321 % |
2,067 % |
|
132 |
3,339 % |
3,803 % |
3,616 % |
3,526 % |
3,321 % |
2,069 % |
|
133 |
3,338 % |
3,799 % |
3,614 % |
3,524 % |
3,321 % |
2,071 % |
|
134 |
3,338 % |
3,796 % |
3,611 % |
3,522 % |
3,321 % |
2,072 % |
|
135 |
3,338 % |
3,792 % |
3,609 % |
3,521 % |
3,321 % |
2,074 % |
|
136 |
3,338 % |
3,788 % |
3,607 % |
3,519 % |
3,320 % |
2,076 % |
|
137 |
3,337 % |
3,785 % |
3,605 % |
3,518 % |
3,320 % |
2,077 % |
|
138 |
3,337 % |
3,781 % |
3,602 % |
3,516 % |
3,320 % |
2,079 % |
|
139 |
3,337 % |
3,778 % |
3,600 % |
3,514 % |
3,320 % |
2,081 % |
|
140 |
3,336 % |
3,774 % |
3,598 % |
3,513 % |
3,320 % |
2,082 % |
|
141 |
3,336 % |
3,771 % |
3,596 % |
3,511 % |
3,320 % |
2,084 % |
|
142 |
3,336 % |
3,768 % |
3,594 % |
3,510 % |
3,320 % |
2,085 % |
|
143 |
3,336 % |
3,764 % |
3,592 % |
3,508 % |
3,319 % |
2,087 % |
|
144 |
3,335 % |
3,761 % |
3,590 % |
3,507 % |
3,319 % |
2,088 % |
|
145 |
3,335 % |
3,758 % |
3,588 % |
3,506 % |
3,319 % |
2,090 % |
|
146 |
3,335 % |
3,755 % |
3,586 % |
3,504 % |
3,319 % |
2,091 % |
|
147 |
3,335 % |
3,752 % |
3,584 % |
3,503 % |
3,319 % |
2,093 % |
|
148 |
3,334 % |
3,749 % |
3,582 % |
3,501 % |
3,319 % |
2,094 % |
|
149 |
3,334 % |
3,746 % |
3,580 % |
3,500 % |
3,319 % |
2,095 % |
|
150 |
3,334 % |
3,743 % |
3,578 % |
3,499 % |
3,319 % |
2,097 % |
|
Term to maturity (in years) |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
Hong Kong dollar |
|
1 |
4,173 % |
2,167 % |
3,241 % |
4,541 % |
6,525 % |
3,196 % |
|
2 |
3,781 % |
2,070 % |
2,827 % |
4,669 % |
7,660 % |
2,823 % |
|
3 |
3,673 % |
2,055 % |
2,693 % |
4,783 % |
8,379 % |
2,700 % |
|
4 |
3,666 % |
2,092 % |
2,627 % |
4,877 % |
8,818 % |
2,642 % |
|
5 |
3,700 % |
2,156 % |
2,635 % |
4,950 % |
9,117 % |
2,618 % |
|
6 |
3,744 % |
2,230 % |
2,657 % |
5,004 % |
9,361 % |
2,627 % |
|
7 |
3,831 % |
2,304 % |
2,696 % |
5,036 % |
9,551 % |
2,653 % |
|
8 |
3,897 % |
2,373 % |
2,756 % |
5,047 % |
9,714 % |
2,684 % |
|
9 |
3,965 % |
2,437 % |
2,822 % |
5,040 % |
9,859 % |
2,716 % |
|
10 |
4,030 % |
2,492 % |
2,881 % |
5,024 % |
9,990 % |
2,744 % |
|
11 |
4,082 % |
2,540 % |
2,924 % |
5,007 % |
10,062 % |
2,768 % |
|
12 |
4,125 % |
2,582 % |
2,955 % |
4,989 % |
10,079 % |
2,788 % |
|
13 |
4,165 % |
2,618 % |
2,978 % |
4,972 % |
10,054 % |
2,806 % |
|
14 |
4,201 % |
2,650 % |
2,993 % |
4,956 % |
9,997 % |
2,822 % |
|
15 |
4,230 % |
2,679 % |
3,005 % |
4,939 % |
9,917 % |
2,837 % |
|
16 |
4,251 % |
2,706 % |
3,012 % |
4,923 % |
9,820 % |
2,851 % |
|
17 |
4,265 % |
2,729 % |
3,017 % |
4,908 % |
9,710 % |
2,864 % |
|
18 |
4,272 % |
2,751 % |
3,020 % |
4,892 % |
9,591 % |
2,877 % |
|
19 |
4,273 % |
2,772 % |
3,022 % |
4,878 % |
9,466 % |
2,889 % |
|
20 |
4,269 % |
2,790 % |
3,023 % |
4,864 % |
9,338 % |
2,901 % |
|
21 |
4,259 % |
2,808 % |
3,023 % |
4,850 % |
9,207 % |
2,912 % |
|
22 |
4,244 % |
2,824 % |
3,022 % |
4,837 % |
9,077 % |
2,922 % |
|
23 |
4,226 % |
2,839 % |
3,022 % |
4,824 % |
8,948 % |
2,933 % |
|
24 |
4,204 % |
2,854 % |
3,022 % |
4,812 % |
8,820 % |
2,942 % |
|
25 |
4,181 % |
2,867 % |
3,021 % |
4,800 % |
8,696 % |
2,952 % |
|
26 |
4,155 % |
2,880 % |
3,021 % |
4,789 % |
8,574 % |
2,960 % |
|
27 |
4,129 % |
2,892 % |
3,022 % |
4,778 % |
8,455 % |
2,969 % |
|
28 |
4,102 % |
2,903 % |
3,022 % |
4,767 % |
8,341 % |
2,977 % |
|
29 |
4,076 % |
2,914 % |
3,023 % |
4,757 % |
8,230 % |
2,985 % |
|
30 |
4,051 % |
2,924 % |
3,025 % |
4,747 % |
8,123 % |
2,993 % |
|
31 |
4,028 % |
2,934 % |
3,026 % |
4,738 % |
8,020 % |
3,000 % |
|
32 |
4,006 % |
2,943 % |
3,029 % |
4,729 % |
7,922 % |
3,007 % |
|
33 |
3,985 % |
2,952 % |
3,031 % |
4,720 % |
7,827 % |
3,014 % |
|
34 |
3,965 % |
2,961 % |
3,034 % |
4,712 % |
7,735 % |
3,020 % |
|
35 |
3,947 % |
2,969 % |
3,037 % |
4,703 % |
7,648 % |
3,026 % |
|
36 |
3,929 % |
2,977 % |
3,040 % |
4,696 % |
7,564 % |
3,032 % |
|
37 |
3,913 % |
2,984 % |
3,044 % |
4,688 % |
7,484 % |
3,038 % |
|
38 |
3,897 % |
2,991 % |
3,047 % |
4,681 % |
7,407 % |
3,044 % |
|
39 |
3,882 % |
2,998 % |
3,051 % |
4,674 % |
7,333 % |
3,049 % |
|
40 |
3,868 % |
3,004 % |
3,054 % |
4,667 % |
7,262 % |
3,054 % |
|
41 |
3,855 % |
3,011 % |
3,058 % |
4,660 % |
7,194 % |
3,059 % |
|
42 |
3,842 % |
3,017 % |
3,061 % |
4,654 % |
7,129 % |
3,064 % |
|
43 |
3,829 % |
3,023 % |
3,065 % |
4,648 % |
7,066 % |
3,069 % |
|
44 |
3,818 % |
3,028 % |
3,068 % |
4,642 % |
7,006 % |
3,073 % |
|
45 |
3,806 % |
3,034 % |
3,072 % |
4,636 % |
6,948 % |
3,078 % |
|
46 |
3,796 % |
3,039 % |
3,075 % |
4,631 % |
6,893 % |
3,082 % |
|
47 |
3,785 % |
3,044 % |
3,079 % |
4,625 % |
6,840 % |
3,086 % |
|
48 |
3,775 % |
3,049 % |
3,082 % |
4,620 % |
6,789 % |
3,090 % |
|
49 |
3,766 % |
3,053 % |
3,086 % |
4,615 % |
6,739 % |
3,094 % |
|
50 |
3,757 % |
3,058 % |
3,089 % |
4,610 % |
6,692 % |
3,097 % |
|
51 |
3,748 % |
3,062 % |
3,092 % |
4,606 % |
6,646 % |
3,101 % |
|
52 |
3,740 % |
3,066 % |
3,095 % |
4,601 % |
6,602 % |
3,104 % |
|
53 |
3,731 % |
3,070 % |
3,098 % |
4,597 % |
6,560 % |
3,108 % |
|
54 |
3,724 % |
3,074 % |
3,101 % |
4,593 % |
6,519 % |
3,111 % |
|
55 |
3,716 % |
3,078 % |
3,104 % |
4,588 % |
6,480 % |
3,114 % |
|
56 |
3,709 % |
3,082 % |
3,107 % |
4,584 % |
6,442 % |
3,117 % |
|
57 |
3,702 % |
3,086 % |
3,110 % |
4,581 % |
6,405 % |
3,120 % |
|
58 |
3,695 % |
3,089 % |
3,113 % |
4,577 % |
6,369 % |
3,123 % |
|
59 |
3,688 % |
3,092 % |
3,116 % |
4,573 % |
6,335 % |
3,126 % |
|
60 |
3,682 % |
3,096 % |
3,119 % |
4,570 % |
6,302 % |
3,129 % |
|
61 |
3,676 % |
3,099 % |
3,121 % |
4,566 % |
6,270 % |
3,131 % |
|
62 |
3,670 % |
3,102 % |
3,124 % |
4,563 % |
6,239 % |
3,134 % |
|
63 |
3,664 % |
3,105 % |
3,126 % |
4,560 % |
6,208 % |
3,136 % |
|
64 |
3,658 % |
3,108 % |
3,129 % |
4,556 % |
6,179 % |
3,139 % |
|
65 |
3,653 % |
3,111 % |
3,131 % |
4,553 % |
6,151 % |
3,141 % |
|
66 |
3,648 % |
3,113 % |
3,133 % |
4,550 % |
6,124 % |
3,143 % |
|
67 |
3,642 % |
3,116 % |
3,136 % |
4,547 % |
6,097 % |
3,146 % |
|
68 |
3,637 % |
3,119 % |
3,138 % |
4,545 % |
6,071 % |
3,148 % |
|
69 |
3,633 % |
3,121 % |
3,140 % |
4,542 % |
6,046 % |
3,150 % |
|
70 |
3,628 % |
3,124 % |
3,142 % |
4,539 % |
6,022 % |
3,152 % |
|
71 |
3,623 % |
3,126 % |
3,144 % |
4,537 % |
5,998 % |
3,154 % |
|
72 |
3,619 % |
3,129 % |
3,146 % |
4,534 % |
5,975 % |
3,156 % |
|
73 |
3,615 % |
3,131 % |
3,148 % |
4,532 % |
5,952 % |
3,158 % |
|
74 |
3,610 % |
3,133 % |
3,150 % |
4,529 % |
5,931 % |
3,160 % |
|
75 |
3,606 % |
3,135 % |
3,152 % |
4,527 % |
5,909 % |
3,162 % |
|
76 |
3,602 % |
3,137 % |
3,154 % |
4,525 % |
5,889 % |
3,163 % |
|
77 |
3,598 % |
3,139 % |
3,156 % |
4,522 % |
5,869 % |
3,165 % |
|
78 |
3,594 % |
3,141 % |
3,158 % |
4,520 % |
5,849 % |
3,167 % |
|
79 |
3,591 % |
3,143 % |
3,159 % |
4,518 % |
5,830 % |
3,168 % |
|
80 |
3,587 % |
3,145 % |
3,161 % |
4,516 % |
5,811 % |
3,170 % |
|
81 |
3,584 % |
3,147 % |
3,163 % |
4,514 % |
5,793 % |
3,172 % |
|
82 |
3,580 % |
3,149 % |
3,164 % |
4,512 % |
5,775 % |
3,173 % |
|
83 |
3,577 % |
3,151 % |
3,166 % |
4,510 % |
5,758 % |
3,175 % |
|
84 |
3,574 % |
3,153 % |
3,167 % |
4,508 % |
5,741 % |
3,176 % |
|
85 |
3,570 % |
3,154 % |
3,169 % |
4,506 % |
5,725 % |
3,178 % |
|
86 |
3,567 % |
3,156 % |
3,170 % |
4,505 % |
5,709 % |
3,179 % |
|
87 |
3,564 % |
3,158 % |
3,172 % |
4,503 % |
5,693 % |
3,180 % |
|
88 |
3,561 % |
3,159 % |
3,173 % |
4,501 % |
5,678 % |
3,182 % |
|
89 |
3,558 % |
3,161 % |
3,175 % |
4,499 % |
5,663 % |
3,183 % |
|
90 |
3,555 % |
3,162 % |
3,176 % |
4,498 % |
5,648 % |
3,184 % |
|
91 |
3,553 % |
3,164 % |
3,177 % |
4,496 % |
5,634 % |
3,186 % |
|
92 |
3,550 % |
3,165 % |
3,179 % |
4,495 % |
5,620 % |
3,187 % |
|
93 |
3,547 % |
3,167 % |
3,180 % |
4,493 % |
5,606 % |
3,188 % |
|
94 |
3,545 % |
3,168 % |
3,181 % |
4,491 % |
5,592 % |
3,189 % |
|
95 |
3,542 % |
3,169 % |
3,182 % |
4,490 % |
5,579 % |
3,190 % |
|
96 |
3,540 % |
3,171 % |
3,184 % |
4,489 % |
5,566 % |
3,191 % |
|
97 |
3,537 % |
3,172 % |
3,185 % |
4,487 % |
5,554 % |
3,193 % |
|
98 |
3,535 % |
3,173 % |
3,186 % |
4,486 % |
5,541 % |
3,194 % |
|
99 |
3,532 % |
3,175 % |
3,187 % |
4,484 % |
5,529 % |
3,195 % |
|
100 |
3,530 % |
3,176 % |
3,188 % |
4,483 % |
5,517 % |
3,196 % |
|
101 |
3,528 % |
3,177 % |
3,189 % |
4,482 % |
5,506 % |
3,197 % |
|
102 |
3,525 % |
3,178 % |
3,190 % |
4,480 % |
5,494 % |
3,198 % |
|
103 |
3,523 % |
3,180 % |
3,192 % |
4,479 % |
5,483 % |
3,199 % |
|
104 |
3,521 % |
3,181 % |
3,193 % |
4,478 % |
5,472 % |
3,200 % |
|
105 |
3,519 % |
3,182 % |
3,194 % |
4,477 % |
5,462 % |
3,201 % |
|
106 |
3,517 % |
3,183 % |
3,195 % |
4,475 % |
5,451 % |
3,202 % |
|
107 |
3,515 % |
3,184 % |
3,196 % |
4,474 % |
5,441 % |
3,203 % |
|
108 |
3,513 % |
3,185 % |
3,197 % |
4,473 % |
5,431 % |
3,203 % |
|
109 |
3,511 % |
3,186 % |
3,197 % |
4,472 % |
5,421 % |
3,204 % |
|
110 |
3,509 % |
3,187 % |
3,198 % |
4,471 % |
5,411 % |
3,205 % |
|
111 |
3,507 % |
3,188 % |
3,199 % |
4,470 % |
5,401 % |
3,206 % |
|
112 |
3,505 % |
3,189 % |
3,200 % |
4,469 % |
5,392 % |
3,207 % |
|
113 |
3,504 % |
3,190 % |
3,201 % |
4,468 % |
5,383 % |
3,208 % |
|
114 |
3,502 % |
3,191 % |
3,202 % |
4,467 % |
5,373 % |
3,208 % |
|
115 |
3,500 % |
3,192 % |
3,203 % |
4,466 % |
5,364 % |
3,209 % |
|
116 |
3,498 % |
3,193 % |
3,204 % |
4,465 % |
5,356 % |
3,210 % |
|
117 |
3,497 % |
3,194 % |
3,204 % |
4,464 % |
5,347 % |
3,211 % |
|
118 |
3,495 % |
3,195 % |
3,205 % |
4,463 % |
5,339 % |
3,212 % |
|
119 |
3,493 % |
3,196 % |
3,206 % |
4,462 % |
5,330 % |
3,212 % |
|
120 |
3,492 % |
3,197 % |
3,207 % |
4,461 % |
5,322 % |
3,213 % |
|
121 |
3,490 % |
3,197 % |
3,208 % |
4,460 % |
5,314 % |
3,214 % |
|
122 |
3,489 % |
3,198 % |
3,208 % |
4,459 % |
5,306 % |
3,214 % |
|
123 |
3,487 % |
3,199 % |
3,209 % |
4,458 % |
5,298 % |
3,215 % |
|
124 |
3,486 % |
3,200 % |
3,210 % |
4,457 % |
5,291 % |
3,216 % |
|
125 |
3,484 % |
3,201 % |
3,211 % |
4,456 % |
5,283 % |
3,217 % |
|
126 |
3,483 % |
3,201 % |
3,211 % |
4,456 % |
5,276 % |
3,217 % |
|
127 |
3,481 % |
3,202 % |
3,212 % |
4,455 % |
5,268 % |
3,218 % |
|
128 |
3,480 % |
3,203 % |
3,213 % |
4,454 % |
5,261 % |
3,218 % |
|
129 |
3,478 % |
3,204 % |
3,213 % |
4,453 % |
5,254 % |
3,219 % |
|
130 |
3,477 % |
3,204 % |
3,214 % |
4,452 % |
5,247 % |
3,220 % |
|
131 |
3,476 % |
3,205 % |
3,215 % |
4,452 % |
5,240 % |
3,220 % |
|
132 |
3,474 % |
3,206 % |
3,215 % |
4,451 % |
5,233 % |
3,221 % |
|
133 |
3,473 % |
3,207 % |
3,216 % |
4,450 % |
5,227 % |
3,222 % |
|
134 |
3,472 % |
3,207 % |
3,217 % |
4,449 % |
5,220 % |
3,222 % |
|
135 |
3,470 % |
3,208 % |
3,217 % |
4,449 % |
5,214 % |
3,223 % |
|
136 |
3,469 % |
3,209 % |
3,218 % |
4,448 % |
5,207 % |
3,223 % |
|
137 |
3,468 % |
3,209 % |
3,218 % |
4,447 % |
5,201 % |
3,224 % |
|
138 |
3,467 % |
3,210 % |
3,219 % |
4,446 % |
5,195 % |
3,224 % |
|
139 |
3,465 % |
3,211 % |
3,220 % |
4,446 % |
5,189 % |
3,225 % |
|
140 |
3,464 % |
3,211 % |
3,220 % |
4,445 % |
5,183 % |
3,225 % |
|
141 |
3,463 % |
3,212 % |
3,221 % |
4,444 % |
5,177 % |
3,226 % |
|
142 |
3,462 % |
3,213 % |
3,221 % |
4,444 % |
5,171 % |
3,226 % |
|
143 |
3,461 % |
3,213 % |
3,222 % |
4,443 % |
5,165 % |
3,227 % |
|
144 |
3,460 % |
3,214 % |
3,222 % |
4,442 % |
5,159 % |
3,228 % |
|
145 |
3,459 % |
3,214 % |
3,223 % |
4,442 % |
5,154 % |
3,228 % |
|
146 |
3,458 % |
3,215 % |
3,223 % |
4,441 % |
5,148 % |
3,229 % |
|
147 |
3,456 % |
3,216 % |
3,224 % |
4,440 % |
5,143 % |
3,229 % |
|
148 |
3,455 % |
3,216 % |
3,224 % |
4,440 % |
5,137 % |
3,229 % |
|
149 |
3,454 % |
3,217 % |
3,225 % |
4,439 % |
5,132 % |
3,230 % |
|
150 |
3,453 % |
3,217 % |
3,225 % |
4,439 % |
5,127 % |
3,230 % |
|
Term to maturity (in years) |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
Real |
|
1 |
6,392 % |
9,756 % |
1,121 % |
4,002 % |
7,278 % |
11,712 % |
|
2 |
6,073 % |
8,945 % |
1,156 % |
3,492 % |
6,963 % |
12,092 % |
|
3 |
6,013 % |
8,626 % |
1,188 % |
3,381 % |
6,945 % |
12,148 % |
|
4 |
6,012 % |
8,523 % |
1,211 % |
3,405 % |
7,089 % |
12,133 % |
|
5 |
6,020 % |
8,484 % |
1,233 % |
3,474 % |
7,332 % |
12,104 % |
|
6 |
6,019 % |
8,494 % |
1,251 % |
3,554 % |
7,582 % |
12,087 % |
|
7 |
6,012 % |
8,540 % |
1,266 % |
3,634 % |
7,869 % |
12,050 % |
|
8 |
6,002 % |
8,605 % |
1,280 % |
3,712 % |
8,140 % |
12,010 % |
|
9 |
5,989 % |
8,664 % |
1,291 % |
3,787 % |
8,410 % |
11,967 % |
|
10 |
5,975 % |
8,695 % |
1,300 % |
3,859 % |
8,661 % |
11,918 % |
|
11 |
5,960 % |
8,689 % |
1,323 % |
3,928 % |
8,873 % |
11,837 % |
|
12 |
5,945 % |
8,652 % |
1,358 % |
3,992 % |
9,046 % |
11,729 % |
|
13 |
5,930 % |
8,593 % |
1,401 % |
4,050 % |
9,181 % |
11,600 % |
|
14 |
5,915 % |
8,518 % |
1,448 % |
4,103 % |
9,280 % |
11,456 % |
|
15 |
5,901 % |
8,432 % |
1,497 % |
4,150 % |
9,342 % |
11,302 % |
|
16 |
5,886 % |
8,339 % |
1,548 % |
4,190 % |
9,369 % |
11,142 % |
|
17 |
5,872 % |
8,241 % |
1,598 % |
4,224 % |
9,367 % |
10,978 % |
|
18 |
5,859 % |
8,140 % |
1,648 % |
4,251 % |
9,341 % |
10,813 % |
|
19 |
5,845 % |
8,037 % |
1,697 % |
4,270 % |
9,299 % |
10,648 % |
|
20 |
5,832 % |
7,935 % |
1,745 % |
4,283 % |
9,243 % |
10,485 % |
|
21 |
5,820 % |
7,833 % |
1,791 % |
4,289 % |
9,177 % |
10,325 % |
|
22 |
5,808 % |
7,734 % |
1,836 % |
4,289 % |
9,104 % |
10,168 % |
|
23 |
5,796 % |
7,636 % |
1,879 % |
4,284 % |
9,025 % |
10,016 % |
|
24 |
5,785 % |
7,540 % |
1,920 % |
4,276 % |
8,944 % |
9,868 % |
|
25 |
5,774 % |
7,448 % |
1,960 % |
4,265 % |
8,860 % |
9,725 % |
|
26 |
5,763 % |
7,358 % |
1,998 % |
4,252 % |
8,776 % |
9,586 % |
|
27 |
5,753 % |
7,272 % |
2,035 % |
4,238 % |
8,691 % |
9,453 % |
|
28 |
5,743 % |
7,188 % |
2,070 % |
4,222 % |
8,608 % |
9,326 % |
|
29 |
5,734 % |
7,108 % |
2,104 % |
4,205 % |
8,526 % |
9,203 % |
|
30 |
5,725 % |
7,031 % |
2,136 % |
4,188 % |
8,445 % |
9,085 % |
|
31 |
5,716 % |
6,956 % |
2,167 % |
4,171 % |
8,366 % |
8,972 % |
|
32 |
5,708 % |
6,885 % |
2,196 % |
4,153 % |
8,290 % |
8,864 % |
|
33 |
5,699 % |
6,817 % |
2,224 % |
4,136 % |
8,216 % |
8,761 % |
|
34 |
5,692 % |
6,751 % |
2,251 % |
4,119 % |
8,144 % |
8,662 % |
|
35 |
5,684 % |
6,689 % |
2,277 % |
4,101 % |
8,075 % |
8,567 % |
|
36 |
5,677 % |
6,628 % |
2,302 % |
4,084 % |
8,008 % |
8,477 % |
|
37 |
5,670 % |
6,571 % |
2,326 % |
4,068 % |
7,943 % |
8,390 % |
|
38 |
5,663 % |
6,515 % |
2,349 % |
4,052 % |
7,881 % |
8,307 % |
|
39 |
5,656 % |
6,462 % |
2,371 % |
4,036 % |
7,821 % |
8,228 % |
|
40 |
5,650 % |
6,411 % |
2,392 % |
4,020 % |
7,764 % |
8,152 % |
|
41 |
5,644 % |
6,362 % |
2,412 % |
4,005 % |
7,709 % |
8,079 % |
|
42 |
5,638 % |
6,316 % |
2,432 % |
3,991 % |
7,655 % |
8,009 % |
|
43 |
5,632 % |
6,271 % |
2,451 % |
3,977 % |
7,604 % |
7,942 % |
|
44 |
5,626 % |
6,228 % |
2,469 % |
3,963 % |
7,555 % |
7,878 % |
|
45 |
5,621 % |
6,186 % |
2,486 % |
3,950 % |
7,508 % |
7,816 % |
|
46 |
5,616 % |
6,146 % |
2,503 % |
3,937 % |
7,462 % |
7,757 % |
|
47 |
5,611 % |
6,108 % |
2,519 % |
3,924 % |
7,418 % |
7,700 % |
|
48 |
5,606 % |
6,071 % |
2,534 % |
3,912 % |
7,376 % |
7,645 % |
|
49 |
5,601 % |
6,035 % |
2,549 % |
3,901 % |
7,336 % |
7,593 % |
|
50 |
5,597 % |
6,001 % |
2,563 % |
3,889 % |
7,296 % |
7,542 % |
|
51 |
5,592 % |
5,968 % |
2,577 % |
3,878 % |
7,259 % |
7,494 % |
|
52 |
5,588 % |
5,937 % |
2,591 % |
3,868 % |
7,222 % |
7,447 % |
|
53 |
5,584 % |
5,906 % |
2,603 % |
3,857 % |
7,187 % |
7,402 % |
|
54 |
5,580 % |
5,877 % |
2,616 % |
3,848 % |
7,154 % |
7,358 % |
|
55 |
5,576 % |
5,848 % |
2,628 % |
3,838 % |
7,121 % |
7,316 % |
|
56 |
5,572 % |
5,821 % |
2,640 % |
3,829 % |
7,089 % |
7,276 % |
|
57 |
5,568 % |
5,794 % |
2,651 % |
3,820 % |
7,059 % |
7,237 % |
|
58 |
5,565 % |
5,768 % |
2,662 % |
3,811 % |
7,030 % |
7,199 % |
|
59 |
5,561 % |
5,743 % |
2,673 % |
3,802 % |
7,001 % |
7,162 % |
|
60 |
5,558 % |
5,719 % |
2,683 % |
3,794 % |
6,974 % |
7,127 % |
|
61 |
5,555 % |
5,696 % |
2,693 % |
3,786 % |
6,947 % |
7,093 % |
|
62 |
5,552 % |
5,674 % |
2,702 % |
3,779 % |
6,921 % |
7,059 % |
|
63 |
5,549 % |
5,652 % |
2,712 % |
3,771 % |
6,896 % |
7,027 % |
|
64 |
5,546 % |
5,631 % |
2,721 % |
3,764 % |
6,872 % |
6,996 % |
|
65 |
5,543 % |
5,610 % |
2,730 % |
3,757 % |
6,848 % |
6,966 % |
|
66 |
5,540 % |
5,590 % |
2,738 % |
3,750 % |
6,826 % |
6,937 % |
|
67 |
5,537 % |
5,571 % |
2,746 % |
3,743 % |
6,803 % |
6,909 % |
|
68 |
5,535 % |
5,552 % |
2,754 % |
3,737 % |
6,782 % |
6,881 % |
|
69 |
5,532 % |
5,534 % |
2,762 % |
3,730 % |
6,761 % |
6,854 % |
|
70 |
5,529 % |
5,516 % |
2,770 % |
3,724 % |
6,741 % |
6,828 % |
|
71 |
5,527 % |
5,499 % |
2,777 % |
3,718 % |
6,721 % |
6,803 % |
|
72 |
5,525 % |
5,482 % |
2,784 % |
3,713 % |
6,702 % |
6,779 % |
|
73 |
5,522 % |
5,466 % |
2,791 % |
3,707 % |
6,683 % |
6,755 % |
|
74 |
5,520 % |
5,450 % |
2,798 % |
3,701 % |
6,665 % |
6,732 % |
|
75 |
5,518 % |
5,435 % |
2,805 % |
3,696 % |
6,648 % |
6,709 % |
|
76 |
5,516 % |
5,420 % |
2,811 % |
3,691 % |
6,631 % |
6,687 % |
|
77 |
5,513 % |
5,405 % |
2,818 % |
3,686 % |
6,614 % |
6,666 % |
|
78 |
5,511 % |
5,391 % |
2,824 % |
3,681 % |
6,598 % |
6,645 % |
|
79 |
5,509 % |
5,377 % |
2,830 % |
3,676 % |
6,582 % |
6,624 % |
|
80 |
5,507 % |
5,364 % |
2,836 % |
3,671 % |
6,566 % |
6,605 % |
|
81 |
5,505 % |
5,351 % |
2,841 % |
3,667 % |
6,551 % |
6,585 % |
|
82 |
5,504 % |
5,338 % |
2,847 % |
3,662 % |
6,536 % |
6,567 % |
|
83 |
5,502 % |
5,325 % |
2,852 % |
3,658 % |
6,522 % |
6,548 % |
|
84 |
5,500 % |
5,313 % |
2,858 % |
3,654 % |
6,508 % |
6,530 % |
|
85 |
5,498 % |
5,301 % |
2,863 % |
3,650 % |
6,494 % |
6,513 % |
|
86 |
5,497 % |
5,289 % |
2,868 % |
3,646 % |
6,481 % |
6,496 % |
|
87 |
5,495 % |
5,278 % |
2,873 % |
3,642 % |
6,468 % |
6,479 % |
|
88 |
5,493 % |
5,267 % |
2,878 % |
3,638 % |
6,455 % |
6,462 % |
|
89 |
5,492 % |
5,256 % |
2,882 % |
3,634 % |
6,443 % |
6,446 % |
|
90 |
5,490 % |
5,245 % |
2,887 % |
3,630 % |
6,430 % |
6,431 % |
|
91 |
5,489 % |
5,235 % |
2,892 % |
3,627 % |
6,418 % |
6,416 % |
|
92 |
5,487 % |
5,224 % |
2,896 % |
3,623 % |
6,407 % |
6,401 % |
|
93 |
5,486 % |
5,214 % |
2,900 % |
3,619 % |
6,395 % |
6,386 % |
|
94 |
5,484 % |
5,205 % |
2,905 % |
3,616 % |
6,384 % |
6,372 % |
|
95 |
5,483 % |
5,195 % |
2,909 % |
3,613 % |
6,373 % |
6,358 % |
|
96 |
5,481 % |
5,186 % |
2,913 % |
3,609 % |
6,363 % |
6,344 % |
|
97 |
5,480 % |
5,177 % |
2,917 % |
3,606 % |
6,352 % |
6,331 % |
|
98 |
5,479 % |
5,168 % |
2,921 % |
3,603 % |
6,342 % |
6,317 % |
|
99 |
5,477 % |
5,159 % |
2,924 % |
3,600 % |
6,332 % |
6,305 % |
|
100 |
5,476 % |
5,150 % |
2,928 % |
3,597 % |
6,322 % |
6,292 % |
|
101 |
5,475 % |
5,142 % |
2,932 % |
3,594 % |
6,312 % |
6,280 % |
|
102 |
5,474 % |
5,133 % |
2,935 % |
3,591 % |
6,303 % |
6,267 % |
|
103 |
5,472 % |
5,125 % |
2,939 % |
3,588 % |
6,293 % |
6,256 % |
|
104 |
5,471 % |
5,117 % |
2,942 % |
3,586 % |
6,284 % |
6,244 % |
|
105 |
5,470 % |
5,110 % |
2,946 % |
3,583 % |
6,275 % |
6,232 % |
|
106 |
5,469 % |
5,102 % |
2,949 % |
3,580 % |
6,267 % |
6,221 % |
|
107 |
5,468 % |
5,094 % |
2,952 % |
3,578 % |
6,258 % |
6,210 % |
|
108 |
5,467 % |
5,087 % |
2,956 % |
3,575 % |
6,250 % |
6,199 % |
|
109 |
5,466 % |
5,080 % |
2,959 % |
3,573 % |
6,241 % |
6,189 % |
|
110 |
5,465 % |
5,073 % |
2,962 % |
3,570 % |
6,233 % |
6,178 % |
|
111 |
5,464 % |
5,066 % |
2,965 % |
3,568 % |
6,225 % |
6,168 % |
|
112 |
5,463 % |
5,059 % |
2,968 % |
3,565 % |
6,217 % |
6,158 % |
|
113 |
5,462 % |
5,052 % |
2,971 % |
3,563 % |
6,210 % |
6,148 % |
|
114 |
5,461 % |
5,045 % |
2,974 % |
3,561 % |
6,202 % |
6,139 % |
|
115 |
5,460 % |
5,039 % |
2,977 % |
3,558 % |
6,195 % |
6,129 % |
|
116 |
5,459 % |
5,032 % |
2,979 % |
3,556 % |
6,187 % |
6,120 % |
|
117 |
5,458 % |
5,026 % |
2,982 % |
3,554 % |
6,180 % |
6,111 % |
|
118 |
5,457 % |
5,020 % |
2,985 % |
3,552 % |
6,173 % |
6,102 % |
|
119 |
5,456 % |
5,014 % |
2,987 % |
3,550 % |
6,166 % |
6,093 % |
|
120 |
5,455 % |
5,008 % |
2,990 % |
3,548 % |
6,159 % |
6,084 % |
|
121 |
5,454 % |
5,002 % |
2,993 % |
3,545 % |
6,153 % |
6,075 % |
|
122 |
5,453 % |
4,996 % |
2,995 % |
3,543 % |
6,146 % |
6,067 % |
|
123 |
5,453 % |
4,991 % |
2,998 % |
3,541 % |
6,139 % |
6,059 % |
|
124 |
5,452 % |
4,985 % |
3,000 % |
3,540 % |
6,133 % |
6,050 % |
|
125 |
5,451 % |
4,980 % |
3,002 % |
3,538 % |
6,127 % |
6,042 % |
|
126 |
5,450 % |
4,974 % |
3,005 % |
3,536 % |
6,121 % |
6,034 % |
|
127 |
5,449 % |
4,969 % |
3,007 % |
3,534 % |
6,115 % |
6,027 % |
|
128 |
5,449 % |
4,964 % |
3,009 % |
3,532 % |
6,109 % |
6,019 % |
|
129 |
5,448 % |
4,958 % |
3,012 % |
3,530 % |
6,103 % |
6,011 % |
|
130 |
5,447 % |
4,953 % |
3,014 % |
3,528 % |
6,097 % |
6,004 % |
|
131 |
5,446 % |
4,948 % |
3,016 % |
3,527 % |
6,091 % |
5,997 % |
|
132 |
5,446 % |
4,943 % |
3,018 % |
3,525 % |
6,085 % |
5,990 % |
|
133 |
5,445 % |
4,939 % |
3,020 % |
3,523 % |
6,080 % |
5,982 % |
|
134 |
5,444 % |
4,934 % |
3,022 % |
3,522 % |
6,074 % |
5,975 % |
|
135 |
5,443 % |
4,929 % |
3,024 % |
3,520 % |
6,069 % |
5,969 % |
|
136 |
5,443 % |
4,924 % |
3,026 % |
3,518 % |
6,064 % |
5,962 % |
|
137 |
5,442 % |
4,920 % |
3,028 % |
3,517 % |
6,059 % |
5,955 % |
|
138 |
5,441 % |
4,915 % |
3,030 % |
3,515 % |
6,053 % |
5,949 % |
|
139 |
5,441 % |
4,911 % |
3,032 % |
3,514 % |
6,048 % |
5,942 % |
|
140 |
5,440 % |
4,907 % |
3,034 % |
3,512 % |
6,043 % |
5,936 % |
|
141 |
5,439 % |
4,902 % |
3,036 % |
3,511 % |
6,038 % |
5,929 % |
|
142 |
5,439 % |
4,898 % |
3,038 % |
3,509 % |
6,033 % |
5,923 % |
|
143 |
5,438 % |
4,894 % |
3,040 % |
3,508 % |
6,029 % |
5,917 % |
|
144 |
5,438 % |
4,890 % |
3,042 % |
3,506 % |
6,024 % |
5,911 % |
|
145 |
5,437 % |
4,886 % |
3,043 % |
3,505 % |
6,019 % |
5,905 % |
|
146 |
5,436 % |
4,882 % |
3,045 % |
3,503 % |
6,015 % |
5,899 % |
|
147 |
5,436 % |
4,878 % |
3,047 % |
3,502 % |
6,010 % |
5,893 % |
|
148 |
5,435 % |
4,874 % |
3,049 % |
3,501 % |
6,006 % |
5,888 % |
|
149 |
5,435 % |
4,870 % |
3,050 % |
3,499 % |
6,001 % |
5,882 % |
|
150 |
5,434 % |
4,866 % |
3,052 % |
3,498 % |
5,997 % |
5,876 % |
|
Term to maturity (in years) |
Renminbi-yuan |
Ringgit |
Singapore dollar |
South Korean won |
Turkish lira |
US dollar |
|
1 |
1,438 % |
2,872 % |
2,533 % |
2,773 % |
43,197 % |
3,852 % |
|
2 |
1,428 % |
2,958 % |
2,348 % |
2,535 % |
36,288 % |
3,429 % |
|
3 |
1,489 % |
3,066 % |
2,304 % |
2,477 % |
32,368 % |
3,300 % |
|
4 |
1,562 % |
3,161 % |
2,317 % |
2,467 % |
29,652 % |
3,252 % |
|
5 |
1,624 % |
3,253 % |
2,343 % |
2,462 % |
27,715 % |
3,238 % |
|
6 |
1,669 % |
3,330 % |
2,368 % |
2,467 % |
26,362 % |
3,244 % |
|
7 |
1,709 % |
3,391 % |
2,393 % |
2,479 % |
25,395 % |
3,257 % |
|
8 |
1,752 % |
3,441 % |
2,417 % |
2,496 % |
24,712 % |
3,277 % |
|
9 |
1,801 % |
3,478 % |
2,441 % |
2,510 % |
24,213 % |
3,299 % |
|
10 |
1,858 % |
3,511 % |
2,465 % |
2,516 % |
23,772 % |
3,323 % |
|
11 |
1,924 % |
3,545 % |
2,489 % |
2,511 % |
23,350 % |
3,349 % |
|
12 |
1,995 % |
3,581 % |
2,513 % |
2,499 % |
22,939 % |
3,375 % |
|
13 |
2,068 % |
3,618 % |
2,537 % |
2,484 % |
22,532 % |
3,398 % |
|
14 |
2,141 % |
3,657 % |
2,560 % |
2,469 % |
22,126 % |
3,418 % |
|
15 |
2,213 % |
3,696 % |
2,582 % |
2,455 % |
21,719 % |
3,434 % |
|
16 |
2,283 % |
3,736 % |
2,603 % |
2,443 % |
21,309 % |
3,446 % |
|
17 |
2,352 % |
3,774 % |
2,624 % |
2,434 % |
20,898 % |
3,453 % |
|
18 |
2,417 % |
3,809 % |
2,644 % |
2,428 % |
20,485 % |
3,457 % |
|
19 |
2,481 % |
3,840 % |
2,663 % |
2,426 % |
20,072 % |
3,456 % |
|
20 |
2,541 % |
3,866 % |
2,682 % |
2,428 % |
19,661 % |
3,450 % |
|
21 |
2,599 % |
3,886 % |
2,699 % |
2,434 % |
19,253 % |
3,441 % |
|
22 |
2,654 % |
3,902 % |
2,716 % |
2,443 % |
18,850 % |
3,427 % |
|
23 |
2,707 % |
3,913 % |
2,732 % |
2,454 % |
18,454 % |
3,411 % |
|
24 |
2,758 % |
3,921 % |
2,748 % |
2,467 % |
18,065 % |
3,392 % |
|
25 |
2,806 % |
3,927 % |
2,763 % |
2,481 % |
17,687 % |
3,371 % |
|
26 |
2,851 % |
3,930 % |
2,777 % |
2,496 % |
17,318 % |
3,349 % |
|
27 |
2,895 % |
3,932 % |
2,791 % |
2,511 % |
16,962 % |
3,326 % |
|
28 |
2,937 % |
3,932 % |
2,804 % |
2,527 % |
16,617 % |
3,303 % |
|
29 |
2,976 % |
3,931 % |
2,817 % |
2,543 % |
16,285 % |
3,283 % |
|
30 |
3,014 % |
3,929 % |
2,829 % |
2,559 % |
15,965 % |
3,265 % |
|
31 |
3,051 % |
3,926 % |
2,840 % |
2,575 % |
15,659 % |
3,249 % |
|
32 |
3,085 % |
3,923 % |
2,852 % |
2,591 % |
15,364 % |
3,236 % |
|
33 |
3,118 % |
3,919 % |
2,862 % |
2,606 % |
15,083 % |
3,225 % |
|
34 |
3,150 % |
3,915 % |
2,873 % |
2,621 % |
14,813 % |
3,216 % |
|
35 |
3,180 % |
3,911 % |
2,883 % |
2,636 % |
14,555 % |
3,209 % |
|
36 |
3,209 % |
3,906 % |
2,892 % |
2,651 % |
14,309 % |
3,203 % |
|
37 |
3,237 % |
3,901 % |
2,901 % |
2,665 % |
14,073 % |
3,198 % |
|
38 |
3,263 % |
3,896 % |
2,910 % |
2,678 % |
13,848 % |
3,194 % |
|
39 |
3,289 % |
3,892 % |
2,919 % |
2,692 % |
13,633 % |
3,191 % |
|
40 |
3,313 % |
3,887 % |
2,927 % |
2,704 % |
13,427 % |
3,189 % |
|
41 |
3,336 % |
3,882 % |
2,935 % |
2,717 % |
13,230 % |
3,187 % |
|
42 |
3,359 % |
3,877 % |
2,942 % |
2,729 % |
13,042 % |
3,185 % |
|
43 |
3,380 % |
3,872 % |
2,950 % |
2,741 % |
12,862 % |
3,184 % |
|
44 |
3,401 % |
3,867 % |
2,957 % |
2,752 % |
12,690 % |
3,184 % |
|
45 |
3,421 % |
3,862 % |
2,964 % |
2,763 % |
12,525 % |
3,184 % |
|
46 |
3,440 % |
3,858 % |
2,970 % |
2,773 % |
12,367 % |
3,184 % |
|
47 |
3,458 % |
3,853 % |
2,977 % |
2,784 % |
12,215 % |
3,184 % |
|
48 |
3,476 % |
3,849 % |
2,983 % |
2,794 % |
12,069 % |
3,184 % |
|
49 |
3,493 % |
3,844 % |
2,989 % |
2,803 % |
11,930 % |
3,185 % |
|
50 |
3,510 % |
3,840 % |
2,994 % |
2,813 % |
11,795 % |
3,186 % |
|
51 |
3,526 % |
3,836 % |
3,000 % |
2,821 % |
11,666 % |
3,187 % |
|
52 |
3,541 % |
3,832 % |
3,005 % |
2,830 % |
11,542 % |
3,188 % |
|
53 |
3,556 % |
3,828 % |
3,010 % |
2,839 % |
11,423 % |
3,189 % |
|
54 |
3,570 % |
3,824 % |
3,016 % |
2,847 % |
11,308 % |
3,190 % |
|
55 |
3,584 % |
3,820 % |
3,020 % |
2,855 % |
11,197 % |
3,191 % |
|
56 |
3,597 % |
3,817 % |
3,025 % |
2,862 % |
11,091 % |
3,192 % |
|
57 |
3,610 % |
3,813 % |
3,030 % |
2,870 % |
10,988 % |
3,193 % |
|
58 |
3,622 % |
3,810 % |
3,034 % |
2,877 % |
10,888 % |
3,195 % |
|
59 |
3,635 % |
3,806 % |
3,038 % |
2,884 % |
10,792 % |
3,196 % |
|
60 |
3,646 % |
3,803 % |
3,043 % |
2,891 % |
10,699 % |
3,197 % |
|
61 |
3,658 % |
3,800 % |
3,047 % |
2,897 % |
10,610 % |
3,198 % |
|
62 |
3,669 % |
3,797 % |
3,051 % |
2,903 % |
10,523 % |
3,200 % |
|
63 |
3,679 % |
3,794 % |
3,054 % |
2,910 % |
10,439 % |
3,201 % |
|
64 |
3,690 % |
3,791 % |
3,058 % |
2,916 % |
10,358 % |
3,202 % |
|
65 |
3,700 % |
3,788 % |
3,062 % |
2,921 % |
10,279 % |
3,203 % |
|
66 |
3,709 % |
3,785 % |
3,065 % |
2,927 % |
10,203 % |
3,205 % |
|
67 |
3,719 % |
3,783 % |
3,069 % |
2,932 % |
10,129 % |
3,206 % |
|
68 |
3,728 % |
3,780 % |
3,072 % |
2,938 % |
10,057 % |
3,207 % |
|
69 |
3,737 % |
3,778 % |
3,075 % |
2,943 % |
9,987 % |
3,208 % |
|
70 |
3,746 % |
3,775 % |
3,078 % |
2,948 % |
9,920 % |
3,209 % |
|
71 |
3,754 % |
3,773 % |
3,081 % |
2,953 % |
9,854 % |
3,210 % |
|
72 |
3,762 % |
3,770 % |
3,084 % |
2,958 % |
9,790 % |
3,212 % |
|
73 |
3,770 % |
3,768 % |
3,087 % |
2,962 % |
9,728 % |
3,213 % |
|
74 |
3,778 % |
3,766 % |
3,090 % |
2,967 % |
9,668 % |
3,214 % |
|
75 |
3,786 % |
3,764 % |
3,093 % |
2,971 % |
9,609 % |
3,215 % |
|
76 |
3,793 % |
3,761 % |
3,096 % |
2,976 % |
9,552 % |
3,216 % |
|
77 |
3,800 % |
3,759 % |
3,098 % |
2,980 % |
9,496 % |
3,217 % |
|
78 |
3,807 % |
3,757 % |
3,101 % |
2,984 % |
9,442 % |
3,218 % |
|
79 |
3,814 % |
3,755 % |
3,103 % |
2,988 % |
9,389 % |
3,219 % |
|
80 |
3,821 % |
3,753 % |
3,106 % |
2,992 % |
9,338 % |
3,220 % |
|
81 |
3,827 % |
3,752 % |
3,108 % |
2,995 % |
9,288 % |
3,221 % |
|
82 |
3,833 % |
3,750 % |
3,110 % |
2,999 % |
9,239 % |
3,222 % |
|
83 |
3,840 % |
3,748 % |
3,113 % |
3,003 % |
9,191 % |
3,223 % |
|
84 |
3,846 % |
3,746 % |
3,115 % |
3,006 % |
9,145 % |
3,223 % |
|
85 |
3,852 % |
3,744 % |
3,117 % |
3,010 % |
9,099 % |
3,224 % |
|
86 |
3,857 % |
3,743 % |
3,119 % |
3,013 % |
9,055 % |
3,225 % |
|
87 |
3,863 % |
3,741 % |
3,121 % |
3,016 % |
9,011 % |
3,226 % |
|
88 |
3,869 % |
3,740 % |
3,123 % |
3,020 % |
8,969 % |
3,227 % |
|
89 |
3,874 % |
3,738 % |
3,125 % |
3,023 % |
8,928 % |
3,228 % |
|
90 |
3,879 % |
3,736 % |
3,127 % |
3,026 % |
8,887 % |
3,228 % |
|
91 |
3,884 % |
3,735 % |
3,129 % |
3,029 % |
8,848 % |
3,229 % |
|
92 |
3,889 % |
3,734 % |
3,131 % |
3,032 % |
8,809 % |
3,230 % |
|
93 |
3,894 % |
3,732 % |
3,133 % |
3,035 % |
8,771 % |
3,231 % |
|
94 |
3,899 % |
3,731 % |
3,134 % |
3,037 % |
8,734 % |
3,231 % |
|
95 |
3,904 % |
3,729 % |
3,136 % |
3,040 % |
8,698 % |
3,232 % |
|
96 |
3,909 % |
3,728 % |
3,138 % |
3,043 % |
8,663 % |
3,233 % |
|
97 |
3,913 % |
3,727 % |
3,139 % |
3,046 % |
8,628 % |
3,234 % |
|
98 |
3,918 % |
3,725 % |
3,141 % |
3,048 % |
8,594 % |
3,234 % |
|
99 |
3,922 % |
3,724 % |
3,143 % |
3,051 % |
8,561 % |
3,235 % |
|
100 |
3,926 % |
3,723 % |
3,144 % |
3,053 % |
8,528 % |
3,235 % |
|
101 |
3,930 % |
3,722 % |
3,146 % |
3,056 % |
8,496 % |
3,236 % |
|
102 |
3,934 % |
3,720 % |
3,147 % |
3,058 % |
8,465 % |
3,237 % |
|
103 |
3,938 % |
3,719 % |
3,149 % |
3,060 % |
8,434 % |
3,237 % |
|
104 |
3,942 % |
3,718 % |
3,150 % |
3,063 % |
8,404 % |
3,238 % |
|
105 |
3,946 % |
3,717 % |
3,152 % |
3,065 % |
8,375 % |
3,239 % |
|
106 |
3,950 % |
3,716 % |
3,153 % |
3,067 % |
8,346 % |
3,239 % |
|
107 |
3,954 % |
3,715 % |
3,154 % |
3,069 % |
8,318 % |
3,240 % |
|
108 |
3,958 % |
3,714 % |
3,156 % |
3,071 % |
8,290 % |
3,240 % |
|
109 |
3,961 % |
3,713 % |
3,157 % |
3,074 % |
8,262 % |
3,241 % |
|
110 |
3,965 % |
3,712 % |
3,158 % |
3,076 % |
8,236 % |
3,241 % |
|
111 |
3,968 % |
3,711 % |
3,160 % |
3,078 % |
8,209 % |
3,242 % |
|
112 |
3,971 % |
3,710 % |
3,161 % |
3,080 % |
8,183 % |
3,242 % |
|
113 |
3,975 % |
3,709 % |
3,162 % |
3,082 % |
8,158 % |
3,243 % |
|
114 |
3,978 % |
3,708 % |
3,163 % |
3,083 % |
8,133 % |
3,243 % |
|
115 |
3,981 % |
3,707 % |
3,165 % |
3,085 % |
8,108 % |
3,244 % |
|
116 |
3,985 % |
3,706 % |
3,166 % |
3,087 % |
8,084 % |
3,244 % |
|
117 |
3,988 % |
3,705 % |
3,167 % |
3,089 % |
8,061 % |
3,245 % |
|
118 |
3,991 % |
3,704 % |
3,168 % |
3,091 % |
8,037 % |
3,245 % |
|
119 |
3,994 % |
3,703 % |
3,169 % |
3,093 % |
8,015 % |
3,246 % |
|
120 |
3,997 % |
3,702 % |
3,170 % |
3,094 % |
7,992 % |
3,246 % |
|
121 |
4,000 % |
3,702 % |
3,171 % |
3,096 % |
7,970 % |
3,247 % |
|
122 |
4,002 % |
3,701 % |
3,172 % |
3,098 % |
7,948 % |
3,247 % |
|
123 |
4,005 % |
3,700 % |
3,173 % |
3,099 % |
7,927 % |
3,248 % |
|
124 |
4,008 % |
3,699 % |
3,174 % |
3,101 % |
7,906 % |
3,248 % |
|
125 |
4,011 % |
3,698 % |
3,175 % |
3,102 % |
7,885 % |
3,248 % |
|
126 |
4,013 % |
3,697 % |
3,176 % |
3,104 % |
7,865 % |
3,249 % |
|
127 |
4,016 % |
3,697 % |
3,177 % |
3,106 % |
7,845 % |
3,249 % |
|
128 |
4,019 % |
3,696 % |
3,178 % |
3,107 % |
7,825 % |
3,250 % |
|
129 |
4,021 % |
3,695 % |
3,179 % |
3,109 % |
7,806 % |
3,250 % |
|
130 |
4,024 % |
3,694 % |
3,180 % |
3,110 % |
7,787 % |
3,250 % |
|
131 |
4,026 % |
3,694 % |
3,181 % |
3,112 % |
7,768 % |
3,251 % |
|
132 |
4,029 % |
3,693 % |
3,182 % |
3,113 % |
7,749 % |
3,251 % |
|
133 |
4,031 % |
3,692 % |
3,183 % |
3,114 % |
7,731 % |
3,251 % |
|
134 |
4,034 % |
3,692 % |
3,184 % |
3,116 % |
7,713 % |
3,252 % |
|
135 |
4,036 % |
3,691 % |
3,185 % |
3,117 % |
7,695 % |
3,252 % |
|
136 |
4,038 % |
3,690 % |
3,185 % |
3,118 % |
7,678 % |
3,253 % |
|
137 |
4,040 % |
3,690 % |
3,186 % |
3,120 % |
7,661 % |
3,253 % |
|
138 |
4,043 % |
3,689 % |
3,187 % |
3,121 % |
7,644 % |
3,253 % |
|
139 |
4,045 % |
3,688 % |
3,188 % |
3,122 % |
7,627 % |
3,254 % |
|
140 |
4,047 % |
3,688 % |
3,189 % |
3,124 % |
7,611 % |
3,254 % |
|
141 |
4,049 % |
3,687 % |
3,189 % |
3,125 % |
7,594 % |
3,254 % |
|
142 |
4,051 % |
3,686 % |
3,190 % |
3,126 % |
7,578 % |
3,255 % |
|
143 |
4,053 % |
3,686 % |
3,191 % |
3,127 % |
7,563 % |
3,255 % |
|
144 |
4,055 % |
3,685 % |
3,192 % |
3,129 % |
7,547 % |
3,255 % |
|
145 |
4,058 % |
3,685 % |
3,193 % |
3,130 % |
7,532 % |
3,255 % |
|
146 |
4,060 % |
3,684 % |
3,193 % |
3,131 % |
7,517 % |
3,256 % |
|
147 |
4,061 % |
3,684 % |
3,194 % |
3,132 % |
7,502 % |
3,256 % |
|
148 |
4,063 % |
3,683 % |
3,195 % |
3,133 % |
7,487 % |
3,256 % |
|
149 |
4,065 % |
3,682 % |
3,195 % |
3,134 % |
7,473 % |
3,257 % |
|
150 |
4,067 % |
3,682 % |
3,196 % |
3,135 % |
7,458 % |
3,257 % |
|
Term to maturity (in years) |
Yen |
|
1 |
0,359 % |
|
2 |
0,454 % |
|
3 |
0,508 % |
|
4 |
0,549 % |
|
5 |
0,591 % |
|
6 |
0,638 % |
|
7 |
0,693 % |
|
8 |
0,754 % |
|
9 |
0,817 % |
|
10 |
0,881 % |
|
11 |
0,948 % |
|
12 |
1,015 % |
|
13 |
1,079 % |
|
14 |
1,141 % |
|
15 |
1,204 % |
|
16 |
1,267 % |
|
17 |
1,328 % |
|
18 |
1,385 % |
|
19 |
1,435 % |
|
20 |
1,478 % |
|
21 |
1,513 % |
|
22 |
1,542 % |
|
23 |
1,567 % |
|
24 |
1,589 % |
|
25 |
1,610 % |
|
26 |
1,630 % |
|
27 |
1,650 % |
|
28 |
1,670 % |
|
29 |
1,692 % |
|
30 |
1,715 % |
|
31 |
1,740 % |
|
32 |
1,767 % |
|
33 |
1,794 % |
|
34 |
1,822 % |
|
35 |
1,851 % |
|
36 |
1,879 % |
|
37 |
1,907 % |
|
38 |
1,935 % |
|
39 |
1,962 % |
|
40 |
1,989 % |
|
41 |
2,016 % |
|
42 |
2,041 % |
|
43 |
2,067 % |
|
44 |
2,091 % |
|
45 |
2,115 % |
|
46 |
2,139 % |
|
47 |
2,161 % |
|
48 |
2,183 % |
|
49 |
2,205 % |
|
50 |
2,226 % |
|
51 |
2,246 % |
|
52 |
2,266 % |
|
53 |
2,285 % |
|
54 |
2,303 % |
|
55 |
2,321 % |
|
56 |
2,338 % |
|
57 |
2,355 % |
|
58 |
2,372 % |
|
59 |
2,387 % |
|
60 |
2,403 % |
|
61 |
2,418 % |
|
62 |
2,432 % |
|
63 |
2,447 % |
|
64 |
2,460 % |
|
65 |
2,474 % |
|
66 |
2,487 % |
|
67 |
2,499 % |
|
68 |
2,511 % |
|
69 |
2,523 % |
|
70 |
2,535 % |
|
71 |
2,546 % |
|
72 |
2,557 % |
|
73 |
2,568 % |
|
74 |
2,578 % |
|
75 |
2,589 % |
|
76 |
2,598 % |
|
77 |
2,608 % |
|
78 |
2,618 % |
|
79 |
2,627 % |
|
80 |
2,636 % |
|
81 |
2,644 % |
|
82 |
2,653 % |
|
83 |
2,661 % |
|
84 |
2,669 % |
|
85 |
2,677 % |
|
86 |
2,685 % |
|
87 |
2,693 % |
|
88 |
2,700 % |
|
89 |
2,707 % |
|
90 |
2,715 % |
|
91 |
2,722 % |
|
92 |
2,728 % |
|
93 |
2,735 % |
|
94 |
2,742 % |
|
95 |
2,748 % |
|
96 |
2,754 % |
|
97 |
2,760 % |
|
98 |
2,766 % |
|
99 |
2,772 % |
|
100 |
2,778 % |
|
101 |
2,784 % |
|
102 |
2,789 % |
|
103 |
2,795 % |
|
104 |
2,800 % |
|
105 |
2,805 % |
|
106 |
2,810 % |
|
107 |
2,815 % |
|
108 |
2,820 % |
|
109 |
2,825 % |
|
110 |
2,830 % |
|
111 |
2,834 % |
|
112 |
2,839 % |
|
113 |
2,844 % |
|
114 |
2,848 % |
|
115 |
2,852 % |
|
116 |
2,857 % |
|
117 |
2,861 % |
|
118 |
2,865 % |
|
119 |
2,869 % |
|
120 |
2,873 % |
|
121 |
2,877 % |
|
122 |
2,881 % |
|
123 |
2,885 % |
|
124 |
2,888 % |
|
125 |
2,892 % |
|
126 |
2,896 % |
|
127 |
2,899 % |
|
128 |
2,903 % |
|
129 |
2,906 % |
|
130 |
2,910 % |
|
131 |
2,913 % |
|
132 |
2,916 % |
|
133 |
2,920 % |
|
134 |
2,923 % |
|
135 |
2,926 % |
|
136 |
2,929 % |
|
137 |
2,932 % |
|
138 |
2,935 % |
|
139 |
2,938 % |
|
140 |
2,941 % |
|
141 |
2,944 % |
|
142 |
2,947 % |
|
143 |
2,950 % |
|
144 |
2,952 % |
|
145 |
2,955 % |
|
146 |
2,958 % |
|
147 |
2,960 % |
|
148 |
2,963 % |
|
149 |
2,966 % |
|
150 |
2,968 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
1.
Exposures to central governments and central banks
|
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czech Republic |
Cyprus |
Denmark |
|
1 |
0 |
0 |
26 |
5 |
0 |
19 |
0 |
|
2 |
0 |
0 |
33 |
5 |
0 |
33 |
0 |
|
3 |
0 |
0 |
38 |
5 |
0 |
38 |
0 |
|
4 |
0 |
1 |
42 |
5 |
2 |
40 |
0 |
|
5 |
0 |
2 |
46 |
6 |
3 |
43 |
0 |
|
6 |
0 |
3 |
49 |
6 |
5 |
46 |
0 |
|
7 |
1 |
4 |
52 |
6 |
8 |
47 |
0 |
|
8 |
2 |
5 |
54 |
6 |
10 |
47 |
0 |
|
9 |
3 |
6 |
56 |
6 |
11 |
45 |
0 |
|
10 |
3 |
7 |
57 |
6 |
12 |
45 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
329 |
4 |
12 |
|
2 |
0 |
0 |
0 |
0 |
206 |
4 |
17 |
|
3 |
0 |
0 |
0 |
0 |
184 |
4 |
19 |
|
4 |
1 |
0 |
0 |
0 |
162 |
4 |
20 |
|
5 |
2 |
0 |
0 |
0 |
150 |
4 |
22 |
|
6 |
3 |
0 |
0 |
0 |
148 |
4 |
23 |
|
7 |
4 |
0 |
0 |
0 |
146 |
4 |
24 |
|
8 |
5 |
0 |
1 |
0 |
150 |
3 |
25 |
|
9 |
6 |
0 |
2 |
0 |
152 |
1 |
26 |
|
10 |
7 |
0 |
3 |
0 |
154 |
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 |
17 |
0 |
4 |
|
3 |
18 |
11 |
12 |
0 |
20 |
0 |
4 |
|
4 |
21 |
12 |
14 |
0 |
21 |
0 |
4 |
|
5 |
23 |
14 |
16 |
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 |
19 |
8 |
9 |
13 |
4 |
0 |
0 |
|
2 |
33 |
14 |
12 |
16 |
9 |
0 |
0 |
|
3 |
38 |
16 |
15 |
21 |
12 |
0 |
0 |
|
4 |
39 |
17 |
16 |
25 |
14 |
0 |
0 |
|
5 |
43 |
18 |
17 |
28 |
16 |
0 |
0 |
|
6 |
45 |
20 |
19 |
31 |
18 |
0 |
0 |
|
7 |
47 |
21 |
20 |
33 |
20 |
0 |
0 |
|
8 |
47 |
22 |
22 |
34 |
21 |
0 |
0 |
|
9 |
45 |
23 |
22 |
35 |
23 |
0 |
0 |
|
10 |
45 |
21 |
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 |
32 |
0 |
10 |
0 |
0 |
|
5 |
15 |
3 |
34 |
0 |
10 |
0 |
0 |
|
6 |
14 |
4 |
36 |
0 |
10 |
0 |
0 |
|
7 |
13 |
4 |
38 |
0 |
10 |
0 |
0 |
|
8 |
14 |
7 |
36 |
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 |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
8 |
0 |
0 |
7 |
8 |
2 |
4 |
|
2 |
9 |
0 |
0 |
10 |
11 |
0 |
4 |
|
3 |
11 |
0 |
0 |
13 |
11 |
0 |
4 |
|
4 |
11 |
0 |
0 |
15 |
13 |
0 |
4 |
|
5 |
11 |
0 |
0 |
16 |
14 |
0 |
4 |
|
6 |
11 |
0 |
0 |
17 |
15 |
0 |
4 |
|
7 |
11 |
0 |
0 |
20 |
15 |
0 |
4 |
|
8 |
11 |
0 |
0 |
22 |
15 |
0 |
4 |
|
9 |
11 |
0 |
0 |
23 |
15 |
0 |
4 |
|
10 |
11 |
0 |
0 |
25 |
15 |
0 |
4 |
|
Duration (in years) |
Turkey |
United States |
|
1 |
0 |
0 |
|
2 |
0 |
0 |
|
3 |
0 |
0 |
|
4 |
0 |
0 |
|
5 |
0 |
0 |
|
6 |
0 |
0 |
|
7 |
0 |
0 |
|
8 |
0 |
0 |
|
9 |
0 |
0 |
|
10 |
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 |
106 |
221 |
495 |
1 143 |
|
2 |
6 |
19 |
41 |
106 |
221 |
495 |
926 |
|
3 |
7 |
21 |
43 |
102 |
217 |
492 |
761 |
|
4 |
9 |
24 |
46 |
104 |
217 |
491 |
634 |
|
5 |
10 |
26 |
50 |
107 |
216 |
491 |
536 |
|
6 |
11 |
28 |
54 |
112 |
216 |
491 |
491 |
|
7 |
12 |
30 |
56 |
114 |
216 |
491 |
491 |
|
8 |
12 |
31 |
56 |
113 |
216 |
491 |
491 |
|
9 |
13 |
32 |
56 |
113 |
216 |
491 |
491 |
|
10 |
13 |
33 |
56 |
113 |
216 |
491 |
491 |
|
11 |
14 |
34 |
56 |
113 |
216 |
491 |
491 |
|
12 |
14 |
35 |
56 |
113 |
216 |
491 |
491 |
|
13 |
14 |
35 |
56 |
113 |
216 |
491 |
491 |
|
14 |
15 |
36 |
56 |
113 |
216 |
491 |
491 |
|
15 |
15 |
36 |
56 |
113 |
216 |
491 |
491 |
|
16 |
15 |
36 |
56 |
113 |
216 |
491 |
491 |
|
17 |
16 |
35 |
56 |
113 |
216 |
491 |
491 |
|
18 |
17 |
35 |
56 |
113 |
216 |
491 |
491 |
|
19 |
18 |
35 |
56 |
113 |
216 |
491 |
491 |
|
20 |
19 |
36 |
56 |
113 |
216 |
491 |
491 |
|
21 |
19 |
36 |
56 |
113 |
216 |
491 |
491 |
|
22 |
21 |
36 |
56 |
113 |
216 |
491 |
491 |
|
23 |
22 |
36 |
56 |
113 |
216 |
491 |
491 |
|
24 |
23 |
36 |
56 |
113 |
216 |
491 |
491 |
|
25 |
23 |
36 |
56 |
113 |
216 |
491 |
491 |
|
26 |
24 |
36 |
56 |
113 |
216 |
491 |
491 |
|
27 |
25 |
36 |
56 |
113 |
216 |
491 |
491 |
|
28 |
26 |
36 |
56 |
113 |
216 |
491 |
491 |
|
29 |
26 |
36 |
56 |
113 |
216 |
491 |
491 |
|
30 |
27 |
36 |
56 |
113 |
216 |
491 |
491 |
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 |
119 |
234 |
508 |
1 158 |
|
2 |
20 |
33 |
55 |
120 |
235 |
509 |
938 |
|
3 |
21 |
35 |
56 |
115 |
231 |
505 |
771 |
|
4 |
22 |
37 |
59 |
117 |
230 |
504 |
643 |
|
5 |
23 |
39 |
63 |
120 |
229 |
503 |
543 |
|
6 |
23 |
40 |
65 |
124 |
228 |
503 |
503 |
|
7 |
23 |
41 |
67 |
125 |
227 |
502 |
502 |
|
8 |
23 |
41 |
66 |
124 |
227 |
501 |
501 |
|
9 |
22 |
42 |
65 |
123 |
226 |
501 |
501 |
|
10 |
22 |
42 |
65 |
122 |
226 |
500 |
500 |
|
11 |
22 |
43 |
65 |
121 |
225 |
499 |
499 |
|
12 |
22 |
43 |
64 |
121 |
224 |
499 |
499 |
|
13 |
22 |
43 |
64 |
120 |
224 |
498 |
498 |
|
14 |
22 |
42 |
63 |
120 |
223 |
498 |
498 |
|
15 |
21 |
42 |
63 |
119 |
223 |
497 |
497 |
|
16 |
21 |
42 |
62 |
119 |
223 |
497 |
497 |
|
17 |
21 |
42 |
62 |
119 |
223 |
497 |
497 |
|
18 |
21 |
42 |
62 |
119 |
223 |
497 |
497 |
|
19 |
21 |
42 |
63 |
119 |
223 |
497 |
497 |
|
20 |
21 |
42 |
63 |
119 |
223 |
497 |
497 |
|
21 |
21 |
42 |
63 |
120 |
223 |
498 |
498 |
|
22 |
22 |
43 |
63 |
120 |
223 |
498 |
498 |
|
23 |
22 |
43 |
63 |
120 |
224 |
498 |
498 |
|
24 |
23 |
43 |
63 |
120 |
224 |
498 |
498 |
|
25 |
24 |
43 |
63 |
120 |
223 |
498 |
498 |
|
26 |
24 |
42 |
63 |
120 |
223 |
498 |
498 |
|
27 |
25 |
42 |
63 |
120 |
223 |
498 |
498 |
|
28 |
26 |
42 |
63 |
120 |
223 |
498 |
498 |
|
29 |
27 |
42 |
63 |
119 |
223 |
497 |
497 |
|
30 |
27 |
42 |
63 |
119 |
223 |
497 |
497 |
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 |
106 |
221 |
495 |
1 143 |
|
2 |
6 |
19 |
41 |
106 |
221 |
495 |
925 |
|
3 |
7 |
21 |
42 |
101 |
217 |
491 |
761 |
|
4 |
9 |
24 |
45 |
104 |
216 |
491 |
634 |
|
5 |
10 |
26 |
50 |
107 |
216 |
491 |
536 |
|
6 |
11 |
28 |
54 |
112 |
216 |
491 |
491 |
|
7 |
12 |
30 |
56 |
114 |
216 |
491 |
491 |
|
8 |
12 |
31 |
56 |
113 |
216 |
491 |
491 |
|
9 |
12 |
32 |
56 |
113 |
216 |
491 |
491 |
|
10 |
13 |
33 |
56 |
113 |
216 |
491 |
491 |
|
11 |
14 |
34 |
56 |
113 |
216 |
491 |
491 |
|
12 |
14 |
35 |
56 |
113 |
216 |
491 |
491 |
|
13 |
14 |
35 |
56 |
113 |
216 |
491 |
491 |
|
14 |
14 |
35 |
56 |
113 |
216 |
491 |
491 |
|
15 |
15 |
35 |
56 |
113 |
216 |
491 |
491 |
|
16 |
15 |
35 |
56 |
113 |
216 |
491 |
491 |
|
17 |
16 |
35 |
56 |
113 |
216 |
491 |
491 |
|
18 |
17 |
35 |
56 |
113 |
216 |
491 |
491 |
|
19 |
18 |
35 |
56 |
113 |
216 |
491 |
491 |
|
20 |
19 |
35 |
56 |
113 |
216 |
491 |
491 |
|
21 |
19 |
35 |
56 |
113 |
216 |
491 |
491 |
|
22 |
21 |
35 |
56 |
113 |
216 |
491 |
491 |
|
23 |
22 |
35 |
56 |
113 |
216 |
491 |
491 |
|
24 |
23 |
35 |
56 |
113 |
216 |
491 |
491 |
|
25 |
23 |
35 |
56 |
113 |
216 |
491 |
491 |
|
26 |
24 |
35 |
56 |
113 |
216 |
491 |
491 |
|
27 |
25 |
35 |
56 |
113 |
216 |
491 |
491 |
|
28 |
26 |
35 |
56 |
113 |
216 |
491 |
491 |
|
29 |
26 |
35 |
56 |
113 |
216 |
491 |
491 |
|
30 |
27 |
35 |
56 |
113 |
216 |
491 |
491 |
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 |
179 |
293 |
568 |
1 191 |
|
2 |
75 |
88 |
110 |
176 |
290 |
565 |
971 |
|
3 |
79 |
93 |
114 |
173 |
289 |
563 |
800 |
|
4 |
78 |
93 |
115 |
174 |
286 |
561 |
668 |
|
5 |
78 |
94 |
118 |
175 |
284 |
559 |
565 |
|
6 |
78 |
95 |
120 |
178 |
283 |
557 |
557 |
|
7 |
77 |
95 |
120 |
179 |
281 |
555 |
555 |
|
8 |
76 |
95 |
119 |
177 |
280 |
554 |
554 |
|
9 |
75 |
94 |
118 |
176 |
279 |
553 |
553 |
|
10 |
73 |
93 |
116 |
172 |
276 |
550 |
550 |
|
11 |
71 |
92 |
114 |
170 |
274 |
548 |
548 |
|
12 |
71 |
91 |
113 |
169 |
273 |
547 |
547 |
|
13 |
70 |
91 |
112 |
169 |
272 |
547 |
547 |
|
14 |
70 |
91 |
112 |
168 |
272 |
546 |
546 |
|
15 |
70 |
91 |
112 |
168 |
272 |
546 |
546 |
|
16 |
69 |
90 |
111 |
168 |
271 |
546 |
546 |
|
17 |
69 |
90 |
111 |
167 |
271 |
545 |
545 |
|
18 |
69 |
89 |
110 |
167 |
270 |
545 |
545 |
|
19 |
68 |
89 |
110 |
166 |
270 |
544 |
544 |
|
20 |
67 |
88 |
109 |
166 |
269 |
544 |
544 |
|
21 |
67 |
88 |
109 |
165 |
269 |
543 |
543 |
|
22 |
66 |
87 |
108 |
164 |
268 |
542 |
542 |
|
23 |
65 |
86 |
107 |
163 |
267 |
541 |
541 |
|
24 |
64 |
85 |
106 |
162 |
266 |
540 |
540 |
|
25 |
63 |
84 |
105 |
161 |
265 |
539 |
539 |
|
26 |
62 |
83 |
104 |
160 |
264 |
538 |
538 |
|
27 |
61 |
82 |
103 |
159 |
263 |
537 |
537 |
|
28 |
60 |
81 |
102 |
158 |
262 |
536 |
536 |
|
29 |
59 |
80 |
101 |
157 |
261 |
535 |
535 |
|
30 |
58 |
79 |
100 |
156 |
260 |
534 |
534 |
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 |
110 |
225 |
499 |
1 132 |
|
2 |
11 |
24 |
46 |
112 |
226 |
500 |
921 |
|
3 |
14 |
28 |
49 |
108 |
224 |
498 |
757 |
|
4 |
16 |
31 |
52 |
111 |
223 |
498 |
632 |
|
5 |
17 |
33 |
57 |
114 |
223 |
498 |
534 |
|
6 |
18 |
35 |
61 |
119 |
223 |
498 |
498 |
|
7 |
19 |
37 |
62 |
121 |
223 |
497 |
497 |
|
8 |
19 |
37 |
62 |
120 |
223 |
497 |
497 |
|
9 |
19 |
38 |
62 |
119 |
222 |
497 |
497 |
|
10 |
19 |
39 |
62 |
118 |
222 |
496 |
496 |
|
11 |
19 |
39 |
62 |
118 |
222 |
496 |
496 |
|
12 |
20 |
40 |
62 |
118 |
222 |
496 |
496 |
|
13 |
20 |
41 |
62 |
118 |
222 |
496 |
496 |
|
14 |
20 |
41 |
62 |
119 |
222 |
497 |
497 |
|
15 |
21 |
41 |
62 |
119 |
222 |
497 |
497 |
|
16 |
20 |
41 |
62 |
119 |
222 |
497 |
497 |
|
17 |
21 |
42 |
62 |
119 |
223 |
497 |
497 |
|
18 |
21 |
42 |
63 |
119 |
223 |
497 |
497 |
|
19 |
21 |
42 |
63 |
120 |
223 |
498 |
498 |
|
20 |
22 |
43 |
64 |
120 |
224 |
498 |
498 |
|
21 |
22 |
43 |
64 |
120 |
224 |
498 |
498 |
|
22 |
23 |
43 |
64 |
121 |
224 |
499 |
499 |
|
23 |
23 |
44 |
64 |
121 |
224 |
499 |
499 |
|
24 |
23 |
44 |
64 |
121 |
225 |
499 |
499 |
|
25 |
23 |
44 |
64 |
121 |
225 |
499 |
499 |
|
26 |
24 |
44 |
64 |
121 |
225 |
499 |
499 |
|
27 |
25 |
44 |
64 |
121 |
224 |
499 |
499 |
|
28 |
26 |
43 |
64 |
121 |
224 |
499 |
499 |
|
29 |
26 |
43 |
64 |
121 |
224 |
499 |
499 |
|
30 |
27 |
43 |
64 |
120 |
224 |
498 |
498 |
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 |
105 |
220 |
494 |
1 142 |
|
2 |
5 |
18 |
40 |
105 |
220 |
494 |
925 |
|
3 |
6 |
20 |
42 |
101 |
217 |
491 |
760 |
|
4 |
8 |
23 |
45 |
103 |
216 |
490 |
634 |
|
5 |
9 |
25 |
49 |
107 |
216 |
490 |
535 |
|
6 |
10 |
27 |
53 |
111 |
216 |
490 |
490 |
|
7 |
12 |
29 |
55 |
113 |
216 |
490 |
490 |
|
8 |
12 |
30 |
55 |
113 |
216 |
490 |
490 |
|
9 |
12 |
31 |
55 |
112 |
216 |
490 |
490 |
|
10 |
12 |
32 |
55 |
112 |
216 |
490 |
490 |
|
11 |
13 |
33 |
55 |
112 |
216 |
490 |
490 |
|
12 |
13 |
34 |
55 |
112 |
216 |
490 |
490 |
|
13 |
14 |
34 |
55 |
112 |
216 |
490 |
490 |
|
14 |
14 |
35 |
55 |
112 |
216 |
490 |
490 |
|
15 |
15 |
35 |
55 |
112 |
216 |
490 |
490 |
|
16 |
15 |
35 |
55 |
112 |
216 |
490 |
490 |
|
17 |
16 |
35 |
55 |
112 |
216 |
490 |
490 |
|
18 |
17 |
35 |
55 |
112 |
216 |
490 |
490 |
|
19 |
18 |
35 |
55 |
112 |
216 |
490 |
490 |
|
20 |
19 |
35 |
55 |
112 |
216 |
490 |
490 |
|
21 |
19 |
35 |
55 |
112 |
216 |
490 |
490 |
|
22 |
21 |
35 |
55 |
112 |
216 |
490 |
490 |
|
23 |
22 |
35 |
55 |
112 |
216 |
490 |
490 |
|
24 |
23 |
35 |
55 |
112 |
216 |
490 |
490 |
|
25 |
23 |
35 |
55 |
112 |
216 |
490 |
490 |
|
26 |
24 |
35 |
55 |
112 |
216 |
490 |
490 |
|
27 |
25 |
35 |
56 |
112 |
216 |
490 |
490 |
|
28 |
26 |
35 |
56 |
112 |
216 |
490 |
490 |
|
29 |
26 |
35 |
56 |
112 |
216 |
490 |
490 |
|
30 |
27 |
35 |
56 |
112 |
216 |
490 |
490 |
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 |
135 |
239 |
514 |
1 173 |
|
2 |
7 |
24 |
51 |
135 |
239 |
514 |
950 |
|
3 |
8 |
26 |
51 |
124 |
236 |
510 |
780 |
|
4 |
10 |
28 |
54 |
117 |
234 |
508 |
650 |
|
5 |
12 |
30 |
56 |
108 |
233 |
507 |
549 |
|
6 |
14 |
34 |
59 |
103 |
232 |
506 |
506 |
|
7 |
16 |
36 |
60 |
98 |
231 |
505 |
505 |
|
8 |
18 |
38 |
59 |
92 |
230 |
504 |
504 |
|
9 |
20 |
44 |
62 |
87 |
229 |
503 |
503 |
|
10 |
20 |
44 |
60 |
85 |
228 |
502 |
502 |
|
11 |
19 |
43 |
59 |
86 |
227 |
502 |
502 |
|
12 |
19 |
43 |
60 |
87 |
226 |
501 |
501 |
|
13 |
19 |
43 |
60 |
88 |
226 |
500 |
500 |
|
14 |
19 |
43 |
60 |
88 |
225 |
499 |
499 |
|
15 |
19 |
43 |
60 |
88 |
224 |
499 |
499 |
|
16 |
19 |
43 |
60 |
88 |
223 |
498 |
498 |
|
17 |
19 |
44 |
60 |
88 |
223 |
497 |
497 |
|
18 |
19 |
44 |
60 |
88 |
222 |
496 |
496 |
|
19 |
19 |
44 |
60 |
88 |
222 |
496 |
496 |
|
20 |
20 |
44 |
60 |
88 |
222 |
497 |
497 |
|
21 |
21 |
44 |
60 |
88 |
222 |
497 |
497 |
|
22 |
22 |
44 |
60 |
88 |
222 |
496 |
496 |
|
23 |
22 |
44 |
60 |
88 |
222 |
496 |
496 |
|
24 |
23 |
44 |
60 |
88 |
221 |
495 |
495 |
|
25 |
24 |
44 |
60 |
88 |
220 |
495 |
495 |
|
26 |
25 |
44 |
60 |
88 |
220 |
494 |
494 |
|
27 |
25 |
44 |
60 |
88 |
219 |
494 |
494 |
|
28 |
26 |
44 |
60 |
88 |
219 |
493 |
493 |
|
29 |
27 |
44 |
60 |
88 |
218 |
492 |
492 |
|
30 |
27 |
44 |
60 |
88 |
218 |
492 |
492 |
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 |
182 |
296 |
571 |
1 199 |
|
2 |
81 |
94 |
116 |
181 |
296 |
570 |
978 |
|
3 |
82 |
96 |
117 |
176 |
292 |
566 |
806 |
|
4 |
82 |
97 |
119 |
177 |
290 |
564 |
673 |
|
5 |
81 |
97 |
121 |
178 |
288 |
562 |
570 |
|
6 |
81 |
98 |
123 |
182 |
286 |
560 |
560 |
|
7 |
80 |
98 |
123 |
182 |
284 |
559 |
559 |
|
8 |
78 |
97 |
122 |
179 |
282 |
557 |
557 |
|
9 |
77 |
96 |
120 |
177 |
281 |
555 |
555 |
|
10 |
76 |
96 |
119 |
176 |
279 |
554 |
554 |
|
11 |
75 |
96 |
118 |
174 |
278 |
552 |
552 |
|
12 |
74 |
95 |
117 |
173 |
277 |
551 |
551 |
|
13 |
73 |
94 |
115 |
172 |
275 |
550 |
550 |
|
14 |
72 |
93 |
114 |
170 |
274 |
548 |
548 |
|
15 |
71 |
92 |
113 |
169 |
273 |
547 |
547 |
|
16 |
70 |
91 |
112 |
168 |
272 |
546 |
546 |
|
17 |
69 |
90 |
111 |
167 |
271 |
545 |
545 |
|
18 |
68 |
89 |
110 |
166 |
270 |
544 |
544 |
|
19 |
67 |
88 |
109 |
165 |
269 |
543 |
543 |
|
20 |
66 |
87 |
108 |
164 |
268 |
542 |
542 |
|
21 |
65 |
86 |
107 |
164 |
267 |
542 |
542 |
|
22 |
64 |
85 |
106 |
163 |
266 |
541 |
541 |
|
23 |
63 |
84 |
105 |
161 |
265 |
539 |
539 |
|
24 |
62 |
83 |
104 |
160 |
264 |
538 |
538 |
|
25 |
61 |
82 |
103 |
159 |
263 |
537 |
537 |
|
26 |
60 |
81 |
102 |
158 |
262 |
536 |
536 |
|
27 |
59 |
80 |
100 |
157 |
261 |
535 |
535 |
|
28 |
58 |
79 |
99 |
156 |
259 |
534 |
534 |
|
29 |
57 |
77 |
98 |
155 |
258 |
533 |
533 |
|
30 |
56 |
76 |
97 |
154 |
257 |
532 |
532 |
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 |
90 |
155 |
270 |
544 |
1 171 |
|
2 |
55 |
68 |
90 |
155 |
270 |
544 |
957 |
|
3 |
56 |
70 |
91 |
150 |
266 |
540 |
789 |
|
4 |
57 |
72 |
94 |
152 |
265 |
539 |
658 |
|
5 |
57 |
73 |
97 |
154 |
263 |
538 |
557 |
|
6 |
57 |
74 |
99 |
157 |
262 |
536 |
536 |
|
7 |
57 |
75 |
100 |
159 |
261 |
535 |
535 |
|
8 |
56 |
74 |
99 |
157 |
260 |
534 |
534 |
|
9 |
55 |
74 |
98 |
155 |
259 |
533 |
533 |
|
10 |
54 |
74 |
97 |
154 |
258 |
532 |
532 |
|
11 |
54 |
74 |
97 |
153 |
257 |
531 |
531 |
|
12 |
54 |
74 |
96 |
152 |
256 |
530 |
530 |
|
13 |
53 |
74 |
95 |
152 |
255 |
530 |
530 |
|
14 |
53 |
74 |
95 |
151 |
255 |
529 |
529 |
|
15 |
52 |
73 |
94 |
151 |
254 |
529 |
529 |
|
16 |
52 |
72 |
93 |
150 |
253 |
528 |
528 |
|
17 |
51 |
72 |
93 |
149 |
253 |
527 |
527 |
|
18 |
51 |
71 |
92 |
149 |
252 |
527 |
527 |
|
19 |
50 |
71 |
92 |
148 |
252 |
526 |
526 |
|
20 |
50 |
71 |
92 |
148 |
252 |
526 |
526 |
|
21 |
50 |
71 |
91 |
148 |
251 |
526 |
526 |
|
22 |
49 |
70 |
91 |
147 |
251 |
525 |
525 |
|
23 |
49 |
70 |
90 |
147 |
250 |
525 |
525 |
|
24 |
48 |
69 |
90 |
146 |
250 |
524 |
524 |
|
25 |
47 |
68 |
89 |
145 |
249 |
523 |
523 |
|
26 |
47 |
67 |
88 |
145 |
248 |
523 |
523 |
|
27 |
46 |
67 |
87 |
144 |
248 |
522 |
522 |
|
28 |
45 |
66 |
87 |
143 |
247 |
521 |
521 |
|
29 |
44 |
65 |
86 |
143 |
246 |
521 |
521 |
|
30 |
44 |
65 |
85 |
142 |
245 |
520 |
520 |
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 |
191 |
306 |
580 |
1 250 |
|
2 |
90 |
103 |
125 |
191 |
305 |
579 |
1 011 |
|
3 |
90 |
104 |
125 |
184 |
300 |
575 |
828 |
|
4 |
90 |
105 |
127 |
185 |
298 |
572 |
688 |
|
5 |
90 |
106 |
131 |
188 |
297 |
571 |
579 |
|
6 |
91 |
108 |
133 |
191 |
296 |
570 |
570 |
|
7 |
91 |
109 |
135 |
193 |
295 |
570 |
570 |
|
8 |
91 |
110 |
135 |
192 |
295 |
570 |
570 |
|
9 |
91 |
111 |
134 |
192 |
295 |
570 |
570 |
|
10 |
92 |
112 |
135 |
191 |
295 |
569 |
569 |
|
11 |
92 |
112 |
134 |
191 |
295 |
569 |
569 |
|
12 |
91 |
112 |
134 |
190 |
294 |
568 |
568 |
|
13 |
91 |
111 |
133 |
189 |
293 |
567 |
567 |
|
14 |
90 |
111 |
131 |
188 |
292 |
566 |
566 |
|
15 |
89 |
110 |
130 |
187 |
290 |
565 |
565 |
|
16 |
88 |
108 |
129 |
186 |
289 |
564 |
564 |
|
17 |
87 |
107 |
128 |
185 |
288 |
563 |
563 |
|
18 |
86 |
106 |
127 |
184 |
287 |
562 |
562 |
|
19 |
84 |
105 |
126 |
183 |
286 |
561 |
561 |
|
20 |
83 |
104 |
125 |
182 |
285 |
560 |
560 |
|
21 |
82 |
103 |
124 |
180 |
284 |
558 |
558 |
|
22 |
81 |
102 |
123 |
179 |
283 |
557 |
557 |
|
23 |
79 |
100 |
121 |
178 |
281 |
556 |
556 |
|
24 |
78 |
99 |
120 |
176 |
280 |
554 |
554 |
|
25 |
76 |
97 |
118 |
175 |
278 |
553 |
553 |
|
26 |
75 |
96 |
117 |
173 |
277 |
551 |
551 |
|
27 |
74 |
94 |
115 |
172 |
275 |
550 |
550 |
|
28 |
72 |
93 |
114 |
170 |
274 |
548 |
548 |
|
29 |
71 |
91 |
112 |
169 |
272 |
547 |
547 |
|
30 |
69 |
90 |
111 |
167 |
271 |
545 |
545 |
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 |
245 |
519 |
1 164 |
|
2 |
31 |
44 |
66 |
131 |
246 |
520 |
946 |
|
3 |
32 |
46 |
67 |
126 |
242 |
516 |
778 |
|
4 |
32 |
47 |
69 |
128 |
240 |
514 |
648 |
|
5 |
33 |
49 |
73 |
130 |
239 |
514 |
547 |
|
6 |
33 |
50 |
76 |
134 |
239 |
513 |
513 |
|
7 |
34 |
52 |
77 |
136 |
238 |
512 |
512 |
|
8 |
33 |
52 |
76 |
134 |
237 |
511 |
511 |
|
9 |
32 |
52 |
76 |
133 |
236 |
511 |
511 |
|
10 |
32 |
52 |
75 |
132 |
236 |
510 |
510 |
|
11 |
32 |
53 |
75 |
131 |
235 |
509 |
509 |
|
12 |
32 |
53 |
74 |
131 |
234 |
509 |
509 |
|
13 |
32 |
53 |
74 |
130 |
234 |
508 |
508 |
|
14 |
31 |
52 |
73 |
130 |
233 |
508 |
508 |
|
15 |
31 |
52 |
73 |
129 |
233 |
507 |
507 |
|
16 |
30 |
51 |
72 |
128 |
232 |
506 |
506 |
|
17 |
30 |
51 |
72 |
128 |
232 |
506 |
506 |
|
18 |
30 |
51 |
72 |
128 |
232 |
506 |
506 |
|
19 |
30 |
51 |
71 |
128 |
232 |
506 |
506 |
|
20 |
30 |
51 |
72 |
128 |
232 |
506 |
506 |
|
21 |
30 |
51 |
72 |
128 |
232 |
506 |
506 |
|
22 |
30 |
51 |
72 |
128 |
232 |
506 |
506 |
|
23 |
30 |
51 |
71 |
128 |
232 |
506 |
506 |
|
24 |
29 |
50 |
71 |
128 |
231 |
506 |
506 |
|
25 |
29 |
50 |
71 |
127 |
231 |
505 |
505 |
|
26 |
29 |
50 |
71 |
127 |
231 |
505 |
505 |
|
27 |
29 |
50 |
70 |
127 |
230 |
505 |
505 |
|
28 |
28 |
49 |
70 |
127 |
230 |
505 |
505 |
|
29 |
28 |
49 |
70 |
126 |
230 |
504 |
504 |
|
30 |
28 |
49 |
69 |
126 |
230 |
504 |
504 |
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 |
87 |
202 |
476 |
1 108 |
|
2 |
1 |
5 |
23 |
88 |
202 |
477 |
900 |
|
3 |
2 |
5 |
25 |
84 |
200 |
474 |
740 |
|
4 |
4 |
6 |
28 |
86 |
199 |
473 |
617 |
|
5 |
4 |
9 |
33 |
90 |
199 |
473 |
522 |
|
6 |
6 |
11 |
36 |
94 |
199 |
473 |
473 |
|
7 |
7 |
13 |
38 |
97 |
199 |
473 |
473 |
|
8 |
8 |
13 |
38 |
96 |
199 |
473 |
473 |
|
9 |
8 |
14 |
38 |
95 |
199 |
473 |
473 |
|
10 |
9 |
15 |
38 |
95 |
199 |
473 |
473 |
|
11 |
11 |
17 |
40 |
96 |
200 |
474 |
474 |
|
12 |
12 |
17 |
38 |
95 |
199 |
473 |
473 |
|
13 |
13 |
18 |
39 |
96 |
199 |
474 |
474 |
|
14 |
14 |
18 |
39 |
96 |
199 |
474 |
474 |
|
15 |
14 |
17 |
38 |
95 |
198 |
473 |
473 |
|
16 |
15 |
17 |
37 |
94 |
197 |
472 |
472 |
|
17 |
16 |
17 |
37 |
94 |
197 |
472 |
472 |
|
18 |
17 |
17 |
38 |
94 |
198 |
472 |
472 |
|
19 |
18 |
17 |
38 |
94 |
198 |
472 |
472 |
|
20 |
18 |
18 |
38 |
95 |
199 |
473 |
473 |
|
21 |
19 |
19 |
39 |
95 |
199 |
473 |
473 |
|
22 |
20 |
19 |
39 |
95 |
199 |
473 |
473 |
|
23 |
22 |
21 |
39 |
95 |
199 |
473 |
473 |
|
24 |
22 |
21 |
39 |
95 |
199 |
473 |
473 |
|
25 |
23 |
22 |
38 |
95 |
199 |
473 |
473 |
|
26 |
24 |
23 |
38 |
95 |
198 |
473 |
473 |
|
27 |
25 |
23 |
38 |
95 |
198 |
473 |
473 |
|
28 |
25 |
24 |
38 |
95 |
198 |
473 |
473 |
|
29 |
26 |
24 |
38 |
94 |
198 |
472 |
472 |
|
30 |
27 |
25 |
39 |
94 |
198 |
472 |
472 |
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 |
42 |
55 |
77 |
143 |
257 |
532 |
1 171 |
|
2 |
43 |
56 |
78 |
143 |
258 |
532 |
948 |
|
3 |
44 |
58 |
79 |
138 |
254 |
528 |
779 |
|
4 |
45 |
60 |
82 |
140 |
253 |
527 |
650 |
|
5 |
46 |
62 |
86 |
143 |
252 |
526 |
549 |
|
6 |
46 |
63 |
89 |
147 |
251 |
526 |
526 |
|
7 |
47 |
65 |
90 |
149 |
251 |
525 |
525 |
|
8 |
46 |
64 |
89 |
147 |
250 |
524 |
524 |
|
9 |
45 |
65 |
88 |
146 |
249 |
523 |
523 |
|
10 |
45 |
65 |
88 |
145 |
248 |
523 |
523 |
|
11 |
45 |
65 |
88 |
144 |
248 |
522 |
522 |
|
12 |
45 |
65 |
87 |
144 |
247 |
522 |
522 |
|
13 |
45 |
65 |
86 |
143 |
247 |
521 |
521 |
|
14 |
44 |
65 |
86 |
142 |
246 |
520 |
520 |
|
15 |
44 |
65 |
86 |
142 |
246 |
520 |
520 |
|
16 |
43 |
64 |
85 |
141 |
245 |
519 |
519 |
|
17 |
43 |
64 |
84 |
141 |
245 |
519 |
519 |
|
18 |
42 |
63 |
84 |
141 |
244 |
518 |
518 |
|
19 |
42 |
63 |
84 |
140 |
244 |
518 |
518 |
|
20 |
42 |
63 |
83 |
140 |
244 |
518 |
518 |
|
21 |
41 |
62 |
83 |
140 |
243 |
518 |
518 |
|
22 |
41 |
62 |
83 |
139 |
243 |
517 |
517 |
|
23 |
40 |
61 |
82 |
139 |
242 |
517 |
517 |
|
24 |
40 |
61 |
81 |
138 |
242 |
516 |
516 |
|
25 |
39 |
60 |
81 |
137 |
241 |
515 |
515 |
|
26 |
38 |
59 |
80 |
136 |
240 |
514 |
514 |
|
27 |
38 |
58 |
79 |
136 |
239 |
514 |
514 |
|
28 |
37 |
58 |
78 |
135 |
239 |
513 |
513 |
|
29 |
36 |
57 |
78 |
134 |
238 |
512 |
512 |
|
30 |
35 |
56 |
77 |
133 |
237 |
511 |
511 |
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 |
115 |
230 |
504 |
1 136 |
|
2 |
18 |
31 |
53 |
119 |
233 |
507 |
923 |
|
3 |
23 |
37 |
58 |
117 |
233 |
507 |
759 |
|
4 |
27 |
42 |
63 |
122 |
234 |
509 |
633 |
|
5 |
29 |
45 |
70 |
127 |
236 |
510 |
536 |
|
6 |
29 |
46 |
71 |
130 |
234 |
508 |
508 |
|
7 |
33 |
51 |
77 |
135 |
237 |
512 |
512 |
|
8 |
32 |
51 |
76 |
133 |
236 |
511 |
511 |
|
9 |
33 |
53 |
77 |
134 |
237 |
512 |
512 |
|
10 |
35 |
55 |
78 |
135 |
238 |
513 |
513 |
|
11 |
37 |
57 |
79 |
136 |
239 |
514 |
514 |
|
12 |
38 |
58 |
80 |
136 |
240 |
514 |
514 |
|
13 |
38 |
59 |
80 |
137 |
240 |
515 |
515 |
|
14 |
39 |
60 |
81 |
137 |
241 |
515 |
515 |
|
15 |
39 |
60 |
81 |
137 |
241 |
515 |
515 |
|
16 |
39 |
60 |
81 |
137 |
241 |
515 |
515 |
|
17 |
39 |
60 |
81 |
137 |
241 |
515 |
515 |
|
18 |
39 |
60 |
80 |
137 |
241 |
515 |
515 |
|
19 |
39 |
60 |
80 |
137 |
240 |
515 |
515 |
|
20 |
39 |
60 |
80 |
137 |
241 |
515 |
515 |
|
21 |
39 |
60 |
80 |
137 |
241 |
515 |
515 |
|
22 |
39 |
59 |
80 |
137 |
240 |
515 |
515 |
|
23 |
38 |
59 |
80 |
136 |
240 |
514 |
514 |
|
24 |
38 |
59 |
80 |
136 |
240 |
514 |
514 |
|
25 |
37 |
58 |
79 |
136 |
239 |
514 |
514 |
|
26 |
37 |
58 |
79 |
135 |
239 |
513 |
513 |
|
27 |
37 |
57 |
78 |
135 |
238 |
513 |
513 |
|
28 |
36 |
57 |
78 |
134 |
238 |
512 |
512 |
|
29 |
36 |
56 |
77 |
134 |
237 |
512 |
512 |
|
30 |
35 |
56 |
77 |
133 |
237 |
511 |
511 |
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 |
53 |
119 |
233 |
508 |
1 154 |
|
2 |
19 |
32 |
54 |
120 |
234 |
508 |
935 |
|
3 |
21 |
35 |
57 |
116 |
232 |
506 |
768 |
|
4 |
23 |
38 |
60 |
118 |
231 |
505 |
640 |
|
5 |
24 |
40 |
64 |
121 |
231 |
505 |
540 |
|
6 |
25 |
42 |
68 |
126 |
230 |
505 |
505 |
|
7 |
26 |
44 |
70 |
128 |
230 |
505 |
505 |
|
8 |
26 |
45 |
70 |
127 |
230 |
505 |
505 |
|
9 |
27 |
46 |
70 |
127 |
230 |
505 |
505 |
|
10 |
27 |
47 |
70 |
127 |
230 |
505 |
505 |
|
11 |
28 |
48 |
70 |
127 |
230 |
505 |
505 |
|
12 |
28 |
49 |
70 |
127 |
230 |
505 |
505 |
|
13 |
28 |
49 |
70 |
127 |
231 |
505 |
505 |
|
14 |
29 |
50 |
70 |
127 |
231 |
505 |
505 |
|
15 |
29 |
50 |
70 |
127 |
231 |
505 |
505 |
|
16 |
28 |
49 |
70 |
127 |
230 |
505 |
505 |
|
17 |
29 |
49 |
70 |
127 |
230 |
505 |
505 |
|
18 |
29 |
49 |
70 |
127 |
230 |
505 |
505 |
|
19 |
28 |
49 |
70 |
127 |
230 |
505 |
505 |
|
20 |
29 |
49 |
70 |
127 |
230 |
505 |
505 |
|
21 |
29 |
49 |
70 |
127 |
230 |
505 |
505 |
|
22 |
28 |
49 |
70 |
126 |
230 |
504 |
504 |
|
23 |
28 |
49 |
70 |
126 |
230 |
504 |
504 |
|
24 |
27 |
48 |
69 |
126 |
229 |
504 |
504 |
|
25 |
27 |
48 |
69 |
125 |
229 |
503 |
503 |
|
26 |
26 |
47 |
68 |
125 |
228 |
503 |
503 |
|
27 |
26 |
47 |
68 |
124 |
228 |
502 |
502 |
|
28 |
26 |
46 |
67 |
124 |
227 |
502 |
502 |
|
29 |
26 |
46 |
67 |
123 |
227 |
501 |
501 |
|
30 |
27 |
46 |
66 |
123 |
227 |
501 |
501 |
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 |
153 |
267 |
542 |
1 177 |
|
2 |
54 |
67 |
89 |
155 |
269 |
543 |
959 |
|
3 |
58 |
72 |
93 |
152 |
268 |
542 |
791 |
|
4 |
60 |
75 |
97 |
156 |
268 |
543 |
660 |
|
5 |
63 |
79 |
103 |
160 |
269 |
543 |
558 |
|
6 |
64 |
81 |
107 |
165 |
269 |
544 |
544 |
|
7 |
65 |
83 |
109 |
167 |
269 |
544 |
544 |
|
8 |
65 |
84 |
108 |
166 |
269 |
543 |
543 |
|
9 |
65 |
84 |
108 |
165 |
269 |
543 |
543 |
|
10 |
66 |
86 |
109 |
165 |
269 |
543 |
543 |
|
11 |
66 |
86 |
109 |
165 |
269 |
543 |
543 |
|
12 |
66 |
86 |
108 |
165 |
268 |
543 |
543 |
|
13 |
66 |
86 |
107 |
164 |
268 |
542 |
542 |
|
14 |
65 |
86 |
107 |
163 |
267 |
541 |
541 |
|
15 |
64 |
85 |
106 |
162 |
266 |
540 |
540 |
|
16 |
64 |
85 |
105 |
162 |
265 |
540 |
540 |
|
17 |
63 |
84 |
105 |
161 |
265 |
539 |
539 |
|
18 |
62 |
83 |
104 |
161 |
264 |
539 |
539 |
|
19 |
62 |
83 |
104 |
160 |
264 |
538 |
538 |
|
20 |
61 |
82 |
103 |
160 |
263 |
538 |
538 |
|
21 |
61 |
82 |
102 |
159 |
263 |
537 |
537 |
|
22 |
60 |
81 |
102 |
158 |
262 |
536 |
536 |
|
23 |
59 |
80 |
101 |
157 |
261 |
535 |
535 |
|
24 |
58 |
79 |
100 |
156 |
260 |
534 |
534 |
|
25 |
57 |
78 |
99 |
155 |
259 |
533 |
533 |
|
26 |
56 |
77 |
98 |
155 |
258 |
533 |
533 |
|
27 |
55 |
76 |
97 |
154 |
257 |
532 |
532 |
|
28 |
55 |
75 |
96 |
153 |
256 |
531 |
531 |
|
29 |
54 |
75 |
95 |
152 |
255 |
530 |
530 |
|
30 |
53 |
74 |
94 |
151 |
255 |
529 |
529 |
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 |
184 |
299 |
573 |
1 212 |
|
2 |
89 |
102 |
124 |
190 |
304 |
578 |
1 000 |
|
3 |
93 |
107 |
128 |
187 |
303 |
577 |
830 |
|
4 |
95 |
110 |
132 |
190 |
303 |
577 |
696 |
|
5 |
98 |
114 |
139 |
196 |
305 |
579 |
590 |
|
6 |
101 |
118 |
143 |
201 |
306 |
580 |
580 |
|
7 |
103 |
121 |
146 |
205 |
307 |
581 |
581 |
|
8 |
104 |
123 |
147 |
205 |
308 |
582 |
582 |
|
9 |
105 |
124 |
148 |
205 |
309 |
583 |
583 |
|
10 |
106 |
126 |
149 |
206 |
309 |
584 |
584 |
|
11 |
106 |
127 |
149 |
205 |
309 |
583 |
583 |
|
12 |
106 |
127 |
148 |
205 |
308 |
583 |
583 |
|
13 |
105 |
126 |
147 |
204 |
307 |
581 |
581 |
|
14 |
104 |
125 |
146 |
202 |
306 |
580 |
580 |
|
15 |
103 |
123 |
144 |
201 |
304 |
579 |
579 |
|
16 |
101 |
122 |
143 |
199 |
303 |
577 |
577 |
|
17 |
100 |
121 |
142 |
198 |
302 |
576 |
576 |
|
18 |
98 |
119 |
140 |
197 |
300 |
575 |
575 |
|
19 |
97 |
118 |
139 |
195 |
299 |
573 |
573 |
|
20 |
96 |
117 |
137 |
194 |
298 |
572 |
572 |
|
21 |
94 |
115 |
136 |
192 |
296 |
570 |
570 |
|
22 |
92 |
113 |
134 |
191 |
294 |
569 |
569 |
|
23 |
91 |
112 |
132 |
189 |
293 |
567 |
567 |
|
24 |
89 |
110 |
131 |
187 |
291 |
565 |
565 |
|
25 |
87 |
108 |
129 |
185 |
289 |
563 |
563 |
|
26 |
86 |
106 |
127 |
184 |
287 |
562 |
562 |
|
27 |
84 |
105 |
125 |
182 |
286 |
560 |
560 |
|
28 |
82 |
103 |
124 |
180 |
284 |
558 |
558 |
|
29 |
80 |
101 |
122 |
179 |
282 |
557 |
557 |
|
30 |
79 |
100 |
120 |
177 |
281 |
555 |
555 |
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 |
47 |
113 |
227 |
502 |
1 154 |
|
2 |
15 |
28 |
50 |
115 |
230 |
504 |
935 |
|
3 |
18 |
32 |
54 |
113 |
229 |
503 |
768 |
|
4 |
21 |
36 |
58 |
117 |
229 |
503 |
640 |
|
5 |
23 |
40 |
64 |
121 |
230 |
504 |
540 |
|
6 |
25 |
42 |
67 |
126 |
230 |
505 |
505 |
|
7 |
26 |
44 |
70 |
128 |
230 |
505 |
505 |
|
8 |
26 |
45 |
70 |
127 |
230 |
505 |
505 |
|
9 |
27 |
46 |
70 |
127 |
230 |
505 |
505 |
|
10 |
27 |
47 |
70 |
127 |
230 |
505 |
505 |
|
11 |
27 |
48 |
70 |
126 |
230 |
504 |
504 |
|
12 |
27 |
48 |
70 |
126 |
230 |
504 |
504 |
|
13 |
27 |
48 |
69 |
126 |
229 |
504 |
504 |
|
14 |
27 |
48 |
69 |
125 |
229 |
503 |
503 |
|
15 |
26 |
47 |
68 |
125 |
228 |
503 |
503 |
|
16 |
26 |
47 |
67 |
124 |
228 |
502 |
502 |
|
17 |
26 |
46 |
67 |
124 |
227 |
502 |
502 |
|
18 |
25 |
46 |
67 |
124 |
227 |
502 |
502 |
|
19 |
25 |
46 |
67 |
124 |
227 |
502 |
502 |
|
20 |
26 |
46 |
67 |
124 |
227 |
502 |
502 |
|
21 |
26 |
47 |
67 |
124 |
227 |
502 |
502 |
|
22 |
26 |
47 |
67 |
124 |
227 |
502 |
502 |
|
23 |
26 |
46 |
67 |
124 |
227 |
502 |
502 |
|
24 |
25 |
46 |
67 |
124 |
227 |
502 |
502 |
|
25 |
25 |
46 |
67 |
123 |
227 |
501 |
501 |
|
26 |
25 |
46 |
67 |
123 |
227 |
501 |
501 |
|
27 |
25 |
46 |
67 |
123 |
227 |
501 |
501 |
|
28 |
26 |
46 |
66 |
123 |
226 |
501 |
501 |
|
29 |
26 |
45 |
66 |
123 |
226 |
501 |
501 |
|
30 |
27 |
45 |
66 |
122 |
226 |
500 |
500 |
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 |
193 |
307 |
582 |
1 210 |
|
2 |
94 |
107 |
129 |
194 |
309 |
583 |
981 |
|
3 |
96 |
110 |
131 |
190 |
306 |
580 |
807 |
|
4 |
98 |
113 |
135 |
193 |
306 |
580 |
673 |
|
5 |
100 |
116 |
140 |
197 |
306 |
580 |
580 |
|
6 |
100 |
117 |
143 |
201 |
306 |
580 |
580 |
|
7 |
101 |
119 |
145 |
203 |
305 |
580 |
580 |
|
8 |
101 |
120 |
145 |
202 |
305 |
580 |
580 |
|
9 |
101 |
120 |
144 |
201 |
305 |
579 |
579 |
|
10 |
100 |
120 |
143 |
200 |
303 |
578 |
578 |
|
11 |
99 |
119 |
142 |
198 |
302 |
576 |
576 |
|
12 |
98 |
119 |
140 |
197 |
300 |
575 |
575 |
|
13 |
97 |
117 |
138 |
195 |
299 |
573 |
573 |
|
14 |
95 |
116 |
137 |
193 |
297 |
571 |
571 |
|
15 |
94 |
114 |
135 |
192 |
295 |
570 |
570 |
|
16 |
92 |
113 |
134 |
190 |
294 |
568 |
568 |
|
17 |
90 |
111 |
132 |
189 |
292 |
567 |
567 |
|
18 |
89 |
110 |
131 |
187 |
291 |
565 |
565 |
|
19 |
88 |
109 |
130 |
186 |
290 |
564 |
564 |
|
20 |
87 |
108 |
129 |
185 |
289 |
563 |
563 |
|
21 |
86 |
107 |
128 |
184 |
288 |
562 |
562 |
|
22 |
85 |
106 |
127 |
183 |
287 |
561 |
561 |
|
23 |
84 |
105 |
125 |
182 |
285 |
560 |
560 |
|
24 |
82 |
103 |
124 |
181 |
284 |
559 |
559 |
|
25 |
81 |
102 |
123 |
179 |
283 |
557 |
557 |
|
26 |
80 |
101 |
122 |
178 |
282 |
556 |
556 |
|
27 |
79 |
100 |
121 |
177 |
281 |
555 |
555 |
|
28 |
78 |
99 |
119 |
176 |
280 |
554 |
554 |
|
29 |
77 |
98 |
118 |
175 |
278 |
553 |
553 |
|
30 |
76 |
96 |
117 |
174 |
277 |
552 |
552 |
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 |
296 |
309 |
331 |
397 |
511 |
785 |
1 270 |
|
2 |
90 |
103 |
125 |
190 |
305 |
579 |
1 025 |
|
3 |
93 |
107 |
128 |
187 |
303 |
577 |
840 |
|
4 |
96 |
111 |
132 |
191 |
303 |
578 |
700 |
|
5 |
98 |
114 |
138 |
195 |
304 |
578 |
591 |
|
6 |
99 |
116 |
142 |
200 |
305 |
579 |
579 |
|
7 |
101 |
119 |
144 |
203 |
305 |
579 |
579 |
|
8 |
102 |
120 |
145 |
203 |
306 |
580 |
580 |
|
9 |
102 |
121 |
145 |
202 |
306 |
580 |
580 |
|
10 |
102 |
122 |
145 |
202 |
306 |
580 |
580 |
|
11 |
103 |
123 |
145 |
202 |
306 |
580 |
580 |
|
12 |
103 |
124 |
145 |
202 |
306 |
580 |
580 |
|
13 |
104 |
124 |
146 |
202 |
306 |
580 |
580 |
|
14 |
104 |
125 |
146 |
202 |
306 |
580 |
580 |
|
15 |
105 |
126 |
146 |
203 |
307 |
581 |
581 |
|
16 |
105 |
126 |
147 |
204 |
307 |
582 |
582 |
|
17 |
106 |
127 |
148 |
204 |
308 |
582 |
582 |
|
18 |
107 |
128 |
149 |
205 |
309 |
583 |
583 |
|
19 |
108 |
128 |
149 |
206 |
309 |
584 |
584 |
|
20 |
108 |
129 |
150 |
206 |
310 |
584 |
584 |
|
21 |
108 |
129 |
149 |
206 |
310 |
584 |
584 |
|
22 |
107 |
128 |
149 |
205 |
309 |
583 |
583 |
|
23 |
106 |
127 |
148 |
205 |
308 |
583 |
583 |
|
24 |
105 |
126 |
147 |
204 |
307 |
582 |
582 |
|
25 |
104 |
125 |
146 |
202 |
306 |
580 |
580 |
|
26 |
103 |
124 |
145 |
201 |
305 |
579 |
579 |
|
27 |
102 |
122 |
143 |
200 |
303 |
578 |
578 |
|
28 |
100 |
121 |
142 |
198 |
302 |
576 |
576 |
|
29 |
99 |
120 |
140 |
197 |
300 |
575 |
575 |
|
30 |
97 |
118 |
139 |
195 |
299 |
573 |
573 |
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 |
97 |
212 |
486 |
1 118 |
|
2 |
1 |
10 |
32 |
97 |
212 |
486 |
910 |
|
3 |
2 |
12 |
34 |
93 |
208 |
483 |
749 |
|
4 |
4 |
14 |
36 |
95 |
207 |
481 |
624 |
|
5 |
4 |
16 |
40 |
97 |
206 |
481 |
528 |
|
6 |
6 |
17 |
43 |
101 |
206 |
480 |
480 |
|
7 |
7 |
19 |
44 |
103 |
205 |
479 |
479 |
|
8 |
8 |
19 |
44 |
101 |
204 |
479 |
479 |
|
9 |
8 |
19 |
43 |
100 |
203 |
478 |
478 |
|
10 |
9 |
19 |
43 |
99 |
203 |
477 |
477 |
|
11 |
11 |
20 |
43 |
99 |
203 |
477 |
477 |
|
12 |
12 |
21 |
43 |
99 |
203 |
477 |
477 |
|
13 |
13 |
22 |
43 |
99 |
203 |
477 |
477 |
|
14 |
14 |
22 |
43 |
100 |
203 |
478 |
478 |
|
15 |
14 |
23 |
44 |
100 |
204 |
478 |
478 |
|
16 |
15 |
23 |
44 |
100 |
204 |
478 |
478 |
|
17 |
16 |
24 |
45 |
101 |
205 |
479 |
479 |
|
18 |
17 |
24 |
45 |
102 |
205 |
480 |
480 |
|
19 |
18 |
25 |
46 |
102 |
206 |
480 |
480 |
|
20 |
18 |
26 |
47 |
103 |
207 |
481 |
481 |
|
21 |
19 |
27 |
48 |
104 |
208 |
482 |
482 |
|
22 |
21 |
27 |
48 |
105 |
208 |
483 |
483 |
|
23 |
22 |
28 |
49 |
105 |
209 |
483 |
483 |
|
24 |
23 |
28 |
49 |
106 |
209 |
484 |
484 |
|
25 |
23 |
29 |
50 |
106 |
210 |
484 |
484 |
|
26 |
24 |
29 |
50 |
106 |
210 |
484 |
484 |
|
27 |
25 |
30 |
50 |
107 |
210 |
485 |
485 |
|
28 |
25 |
30 |
51 |
107 |
211 |
485 |
485 |
|
29 |
26 |
30 |
51 |
107 |
211 |
485 |
485 |
|
30 |
27 |
30 |
51 |
107 |
211 |
485 |
485 |
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 |
49 |
62 |
84 |
150 |
264 |
539 |
1 168 |
|
2 |
50 |
63 |
85 |
151 |
265 |
539 |
944 |
|
3 |
51 |
65 |
87 |
146 |
262 |
536 |
776 |
|
4 |
52 |
67 |
89 |
148 |
260 |
534 |
647 |
|
5 |
53 |
69 |
93 |
150 |
259 |
534 |
547 |
|
6 |
54 |
71 |
96 |
154 |
259 |
533 |
533 |
|
7 |
54 |
72 |
97 |
156 |
258 |
532 |
532 |
|
8 |
53 |
72 |
97 |
154 |
257 |
532 |
532 |
|
9 |
53 |
72 |
96 |
153 |
257 |
531 |
531 |
|
10 |
52 |
72 |
95 |
152 |
256 |
530 |
530 |
|
11 |
52 |
72 |
94 |
151 |
254 |
529 |
529 |
|
12 |
51 |
71 |
93 |
149 |
253 |
527 |
527 |
|
13 |
50 |
71 |
92 |
148 |
252 |
526 |
526 |
|
14 |
49 |
70 |
91 |
147 |
251 |
525 |
525 |
|
15 |
48 |
69 |
90 |
146 |
250 |
524 |
524 |
|
16 |
47 |
68 |
88 |
145 |
248 |
523 |
523 |
|
17 |
46 |
67 |
88 |
144 |
248 |
522 |
522 |
|
18 |
45 |
66 |
87 |
143 |
247 |
521 |
521 |
|
19 |
44 |
65 |
86 |
143 |
246 |
521 |
521 |
|
20 |
44 |
65 |
86 |
142 |
246 |
520 |
520 |
|
21 |
44 |
64 |
85 |
142 |
245 |
520 |
520 |
|
22 |
43 |
64 |
85 |
141 |
245 |
519 |
519 |
|
23 |
42 |
63 |
84 |
141 |
244 |
519 |
519 |
|
24 |
42 |
63 |
83 |
140 |
244 |
518 |
518 |
|
25 |
41 |
62 |
83 |
139 |
243 |
517 |
517 |
|
26 |
40 |
61 |
82 |
139 |
242 |
517 |
517 |
|
27 |
40 |
61 |
81 |
138 |
242 |
516 |
516 |
|
28 |
39 |
60 |
81 |
137 |
241 |
515 |
515 |
|
29 |
38 |
59 |
80 |
137 |
240 |
515 |
515 |
|
30 |
38 |
59 |
79 |
136 |
240 |
514 |
514 |
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 |
212 |
327 |
601 |
1 225 |
|
2 |
113 |
126 |
148 |
214 |
328 |
603 |
994 |
|
3 |
117 |
131 |
152 |
211 |
327 |
601 |
818 |
|
4 |
120 |
135 |
156 |
215 |
327 |
602 |
683 |
|
5 |
122 |
138 |
162 |
219 |
328 |
603 |
603 |
|
6 |
124 |
141 |
167 |
225 |
329 |
604 |
604 |
|
7 |
126 |
144 |
169 |
228 |
330 |
604 |
604 |
|
8 |
126 |
145 |
169 |
227 |
330 |
604 |
604 |
|
9 |
126 |
146 |
169 |
227 |
330 |
604 |
604 |
|
10 |
127 |
146 |
170 |
226 |
330 |
604 |
604 |
|
11 |
127 |
147 |
169 |
226 |
329 |
604 |
604 |
|
12 |
126 |
147 |
168 |
225 |
328 |
603 |
603 |
|
13 |
125 |
146 |
167 |
224 |
327 |
601 |
601 |
|
14 |
124 |
145 |
166 |
222 |
326 |
600 |
600 |
|
15 |
122 |
143 |
164 |
220 |
324 |
598 |
598 |
|
16 |
120 |
141 |
162 |
219 |
322 |
597 |
597 |
|
17 |
119 |
139 |
160 |
217 |
320 |
595 |
595 |
|
18 |
117 |
138 |
159 |
215 |
319 |
593 |
593 |
|
19 |
115 |
136 |
157 |
213 |
317 |
591 |
591 |
|
20 |
113 |
134 |
155 |
212 |
315 |
590 |
590 |
|
21 |
112 |
133 |
153 |
210 |
314 |
588 |
588 |
|
22 |
110 |
131 |
152 |
208 |
312 |
586 |
586 |
|
23 |
108 |
129 |
150 |
206 |
310 |
584 |
584 |
|
24 |
106 |
127 |
148 |
204 |
308 |
582 |
582 |
|
25 |
104 |
125 |
146 |
203 |
306 |
581 |
581 |
|
26 |
103 |
123 |
144 |
201 |
304 |
579 |
579 |
|
27 |
101 |
122 |
142 |
199 |
303 |
577 |
577 |
|
28 |
99 |
120 |
141 |
197 |
301 |
575 |
575 |
|
29 |
97 |
118 |
139 |
195 |
299 |
573 |
573 |
|
30 |
96 |
116 |
137 |
194 |
297 |
572 |
572 |
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 |
265 |
380 |
654 |
1 305 |
|
2 |
173 |
186 |
208 |
273 |
388 |
662 |
1 068 |
|
3 |
179 |
193 |
214 |
273 |
389 |
663 |
880 |
|
4 |
182 |
197 |
219 |
278 |
390 |
664 |
734 |
|
5 |
184 |
200 |
224 |
281 |
391 |
665 |
665 |
|
6 |
185 |
202 |
227 |
285 |
390 |
664 |
664 |
|
7 |
185 |
203 |
229 |
287 |
389 |
664 |
664 |
|
8 |
184 |
203 |
228 |
285 |
388 |
663 |
663 |
|
9 |
184 |
203 |
227 |
284 |
388 |
662 |
662 |
|
10 |
183 |
203 |
226 |
283 |
387 |
661 |
661 |
|
11 |
182 |
203 |
225 |
281 |
385 |
659 |
659 |
|
12 |
181 |
201 |
223 |
279 |
383 |
657 |
657 |
|
13 |
178 |
199 |
220 |
277 |
380 |
655 |
655 |
|
14 |
176 |
197 |
217 |
274 |
378 |
652 |
652 |
|
15 |
173 |
194 |
215 |
271 |
375 |
649 |
649 |
|
16 |
170 |
191 |
212 |
268 |
372 |
646 |
646 |
|
17 |
167 |
188 |
209 |
265 |
369 |
643 |
643 |
|
18 |
164 |
185 |
206 |
263 |
366 |
641 |
641 |
|
19 |
162 |
182 |
203 |
260 |
363 |
638 |
638 |
|
20 |
159 |
180 |
200 |
257 |
361 |
635 |
635 |
|
21 |
156 |
177 |
197 |
254 |
358 |
632 |
632 |
|
22 |
153 |
174 |
194 |
251 |
355 |
629 |
629 |
|
23 |
150 |
171 |
191 |
248 |
352 |
626 |
626 |
|
24 |
147 |
168 |
188 |
245 |
348 |
623 |
623 |
|
25 |
144 |
165 |
185 |
242 |
345 |
620 |
620 |
|
26 |
141 |
162 |
182 |
239 |
343 |
617 |
617 |
|
27 |
138 |
159 |
179 |
236 |
340 |
614 |
614 |
|
28 |
135 |
156 |
177 |
233 |
337 |
611 |
611 |
|
29 |
132 |
153 |
174 |
230 |
334 |
608 |
608 |
|
30 |
130 |
151 |
171 |
228 |
331 |
606 |
606 |
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 |
129 |
244 |
518 |
1 123 |
|
2 |
30 |
43 |
65 |
130 |
245 |
519 |
914 |
|
3 |
32 |
46 |
67 |
126 |
242 |
516 |
752 |
|
4 |
33 |
48 |
70 |
129 |
241 |
515 |
628 |
|
5 |
34 |
50 |
75 |
132 |
241 |
515 |
531 |
|
6 |
35 |
52 |
78 |
136 |
240 |
515 |
515 |
|
7 |
36 |
54 |
79 |
138 |
240 |
514 |
514 |
|
8 |
35 |
53 |
78 |
136 |
239 |
513 |
513 |
|
9 |
34 |
53 |
77 |
134 |
238 |
512 |
512 |
|
10 |
34 |
54 |
77 |
134 |
238 |
512 |
512 |
|
11 |
34 |
54 |
77 |
133 |
237 |
511 |
511 |
|
12 |
34 |
55 |
76 |
133 |
236 |
511 |
511 |
|
13 |
34 |
55 |
76 |
132 |
236 |
510 |
510 |
|
14 |
34 |
55 |
76 |
132 |
236 |
510 |
510 |
|
15 |
34 |
55 |
75 |
132 |
236 |
510 |
510 |
|
16 |
34 |
55 |
75 |
132 |
236 |
510 |
510 |
|
17 |
34 |
55 |
76 |
132 |
236 |
510 |
510 |
|
18 |
34 |
55 |
76 |
132 |
236 |
510 |
510 |
|
19 |
34 |
55 |
76 |
132 |
236 |
510 |
510 |
|
20 |
34 |
55 |
76 |
133 |
236 |
511 |
511 |
|
21 |
35 |
55 |
76 |
133 |
236 |
511 |
511 |
|
22 |
34 |
55 |
76 |
133 |
236 |
511 |
511 |
|
23 |
34 |
55 |
76 |
133 |
236 |
511 |
511 |
|
24 |
34 |
55 |
76 |
132 |
236 |
510 |
510 |
|
25 |
34 |
55 |
76 |
132 |
236 |
510 |
510 |
|
26 |
34 |
55 |
75 |
132 |
235 |
510 |
510 |
|
27 |
33 |
54 |
75 |
132 |
235 |
510 |
510 |
|
28 |
33 |
54 |
75 |
131 |
235 |
509 |
509 |
|
29 |
33 |
54 |
74 |
131 |
235 |
509 |
509 |
|
30 |
32 |
53 |
74 |
131 |
234 |
509 |
509 |
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 |
128 |
243 |
517 |
1 148 |
|
2 |
30 |
43 |
65 |
130 |
245 |
519 |
935 |
|
3 |
33 |
47 |
68 |
127 |
243 |
517 |
770 |
|
4 |
36 |
51 |
73 |
131 |
244 |
518 |
643 |
|
5 |
38 |
54 |
78 |
135 |
244 |
519 |
544 |
|
6 |
40 |
57 |
82 |
140 |
245 |
519 |
519 |
|
7 |
41 |
59 |
85 |
143 |
245 |
520 |
520 |
|
8 |
42 |
60 |
85 |
143 |
246 |
520 |
520 |
|
9 |
42 |
61 |
85 |
142 |
246 |
520 |
520 |
|
10 |
43 |
63 |
86 |
142 |
246 |
520 |
520 |
|
11 |
44 |
64 |
86 |
143 |
246 |
521 |
521 |
|
12 |
44 |
65 |
87 |
143 |
247 |
521 |
521 |
|
13 |
45 |
65 |
87 |
143 |
247 |
521 |
521 |
|
14 |
45 |
66 |
87 |
143 |
247 |
521 |
521 |
|
15 |
45 |
66 |
87 |
143 |
247 |
521 |
521 |
|
16 |
45 |
66 |
86 |
143 |
247 |
521 |
521 |
|
17 |
45 |
66 |
87 |
143 |
247 |
521 |
521 |
|
18 |
45 |
66 |
87 |
143 |
247 |
521 |
521 |
|
19 |
45 |
66 |
87 |
144 |
247 |
522 |
522 |
|
20 |
46 |
67 |
87 |
144 |
247 |
522 |
522 |
|
21 |
46 |
67 |
87 |
144 |
248 |
522 |
522 |
|
22 |
46 |
67 |
87 |
144 |
248 |
522 |
522 |
|
23 |
45 |
66 |
87 |
144 |
247 |
522 |
522 |
|
24 |
45 |
66 |
87 |
143 |
247 |
521 |
521 |
|
25 |
45 |
66 |
86 |
143 |
246 |
521 |
521 |
|
26 |
44 |
65 |
86 |
142 |
246 |
520 |
520 |
|
27 |
44 |
64 |
85 |
142 |
245 |
520 |
520 |
|
28 |
43 |
64 |
85 |
141 |
245 |
519 |
519 |
|
29 |
42 |
63 |
84 |
141 |
244 |
519 |
519 |
|
30 |
42 |
63 |
83 |
140 |
244 |
518 |
518 |
2.27.
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 |
36 |
102 |
216 |
491 |
1 142 |
|
2 |
3 |
16 |
38 |
104 |
218 |
492 |
927 |
|
3 |
6 |
20 |
41 |
100 |
216 |
490 |
763 |
|
4 |
8 |
23 |
45 |
104 |
216 |
491 |
636 |
|
5 |
11 |
27 |
51 |
108 |
217 |
491 |
537 |
|
6 |
12 |
29 |
55 |
113 |
217 |
492 |
492 |
|
7 |
13 |
31 |
57 |
115 |
218 |
492 |
492 |
|
8 |
14 |
32 |
57 |
115 |
218 |
492 |
492 |
|
9 |
14 |
33 |
57 |
114 |
217 |
492 |
492 |
|
10 |
14 |
34 |
57 |
113 |
217 |
492 |
492 |
|
11 |
14 |
34 |
57 |
113 |
217 |
491 |
491 |
|
12 |
14 |
35 |
56 |
113 |
217 |
491 |
491 |
|
13 |
14 |
35 |
56 |
113 |
216 |
491 |
491 |
|
14 |
14 |
35 |
56 |
113 |
216 |
490 |
490 |
|
15 |
15 |
35 |
56 |
112 |
216 |
490 |
490 |
|
16 |
15 |
35 |
56 |
112 |
216 |
490 |
490 |
|
17 |
16 |
35 |
56 |
112 |
216 |
490 |
490 |
|
18 |
17 |
35 |
56 |
112 |
216 |
490 |
490 |
|
19 |
18 |
35 |
56 |
112 |
216 |
490 |
490 |
|
20 |
19 |
36 |
56 |
113 |
217 |
491 |
491 |
|
21 |
20 |
36 |
57 |
113 |
217 |
491 |
491 |
|
22 |
21 |
36 |
57 |
114 |
217 |
492 |
492 |
|
23 |
22 |
36 |
57 |
114 |
217 |
492 |
492 |
|
24 |
23 |
37 |
57 |
114 |
218 |
492 |
492 |
|
25 |
23 |
37 |
58 |
114 |
218 |
492 |
492 |
|
26 |
24 |
37 |
58 |
114 |
218 |
492 |
492 |
|
27 |
25 |
37 |
58 |
114 |
218 |
492 |
492 |
|
28 |
26 |
37 |
58 |
114 |
218 |
492 |
492 |
|
29 |
26 |
37 |
58 |
114 |
218 |
492 |
492 |
|
30 |
27 |
37 |
58 |
114 |
218 |
492 |
492 |
2.28.
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 |
33 |
46 |
68 |
134 |
248 |
522 |
1 146 |
|
2 |
34 |
47 |
69 |
134 |
249 |
523 |
930 |
|
3 |
35 |
49 |
70 |
129 |
245 |
519 |
765 |
|
4 |
35 |
50 |
72 |
130 |
243 |
517 |
638 |
|
5 |
36 |
52 |
76 |
133 |
242 |
516 |
539 |
|
6 |
38 |
54 |
80 |
138 |
243 |
517 |
517 |
|
7 |
36 |
54 |
79 |
138 |
240 |
514 |
514 |
|
8 |
39 |
57 |
82 |
140 |
243 |
517 |
517 |
|
9 |
38 |
57 |
81 |
138 |
242 |
516 |
516 |
|
10 |
34 |
53 |
76 |
133 |
237 |
511 |
511 |
|
11 |
30 |
50 |
73 |
129 |
233 |
507 |
507 |
|
12 |
28 |
48 |
70 |
126 |
230 |
504 |
504 |
|
13 |
26 |
46 |
68 |
124 |
228 |
502 |
502 |
|
14 |
24 |
45 |
66 |
122 |
226 |
500 |
500 |
|
15 |
23 |
44 |
64 |
121 |
225 |
499 |
499 |
|
16 |
21 |
42 |
63 |
120 |
223 |
498 |
498 |
|
17 |
21 |
42 |
62 |
119 |
223 |
497 |
497 |
|
18 |
20 |
41 |
62 |
118 |
222 |
496 |
496 |
|
19 |
20 |
41 |
62 |
118 |
222 |
496 |
496 |
|
20 |
20 |
41 |
62 |
118 |
222 |
496 |
496 |
|
21 |
20 |
41 |
62 |
118 |
222 |
496 |
496 |
|
22 |
21 |
41 |
62 |
118 |
222 |
496 |
496 |
|
23 |
22 |
41 |
61 |
118 |
222 |
496 |
496 |
|
24 |
23 |
41 |
61 |
118 |
221 |
496 |
496 |
|
25 |
23 |
40 |
61 |
118 |
221 |
496 |
496 |
|
26 |
24 |
40 |
61 |
118 |
221 |
496 |
496 |
|
27 |
25 |
40 |
61 |
117 |
221 |
495 |
495 |
|
28 |
26 |
40 |
61 |
117 |
221 |
495 |
495 |
|
29 |
26 |
40 |
61 |
117 |
221 |
495 |
495 |
|
30 |
27 |
40 |
60 |
117 |
221 |
495 |
495 |
2.29.
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 |
228 |
241 |
263 |
328 |
443 |
717 |
1 924 |
|
2 |
222 |
235 |
257 |
322 |
437 |
711 |
1 480 |
|
3 |
216 |
230 |
252 |
311 |
426 |
701 |
1 178 |
|
4 |
212 |
227 |
249 |
307 |
419 |
694 |
958 |
|
5 |
207 |
223 |
247 |
304 |
413 |
688 |
794 |
|
6 |
203 |
219 |
245 |
303 |
408 |
682 |
682 |
|
7 |
199 |
217 |
242 |
301 |
403 |
677 |
677 |
|
8 |
194 |
213 |
237 |
295 |
398 |
672 |
672 |
|
9 |
190 |
209 |
233 |
290 |
394 |
668 |
668 |
|
10 |
186 |
206 |
229 |
285 |
389 |
664 |
664 |
|
11 |
182 |
202 |
225 |
281 |
385 |
659 |
659 |
|
12 |
178 |
199 |
220 |
277 |
381 |
655 |
655 |
|
13 |
174 |
195 |
216 |
273 |
377 |
651 |
651 |
|
14 |
171 |
192 |
212 |
269 |
373 |
647 |
647 |
|
15 |
167 |
188 |
209 |
265 |
369 |
643 |
643 |
|
16 |
163 |
184 |
205 |
261 |
365 |
639 |
639 |
|
17 |
160 |
181 |
202 |
258 |
362 |
636 |
636 |
|
18 |
157 |
177 |
198 |
255 |
358 |
633 |
633 |
|
19 |
153 |
174 |
195 |
252 |
355 |
630 |
630 |
|
20 |
150 |
171 |
192 |
249 |
352 |
627 |
627 |
|
21 |
147 |
168 |
189 |
246 |
349 |
623 |
623 |
|
22 |
144 |
165 |
186 |
242 |
346 |
620 |
620 |
|
23 |
141 |
162 |
183 |
239 |
343 |
617 |
617 |
|
24 |
138 |
159 |
180 |
236 |
340 |
614 |
614 |
|
25 |
135 |
156 |
177 |
233 |
337 |
611 |
611 |
|
26 |
132 |
153 |
174 |
231 |
334 |
609 |
609 |
|
27 |
130 |
151 |
171 |
228 |
332 |
606 |
606 |
|
28 |
127 |
148 |
169 |
225 |
329 |
603 |
603 |
|
29 |
125 |
145 |
166 |
223 |
326 |
601 |
601 |
|
30 |
122 |
143 |
164 |
220 |
324 |
598 |
598 |
2.30.
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 |
97 |
232 |
506 |
1 165 |
|
2 |
8 |
25 |
47 |
97 |
232 |
506 |
943 |
|
3 |
9 |
28 |
50 |
94 |
230 |
504 |
775 |
|
4 |
12 |
33 |
53 |
93 |
230 |
505 |
646 |
|
5 |
16 |
38 |
59 |
96 |
231 |
505 |
546 |
|
6 |
18 |
41 |
63 |
94 |
231 |
506 |
506 |
|
7 |
19 |
44 |
63 |
89 |
232 |
506 |
506 |
|
8 |
18 |
43 |
62 |
89 |
232 |
506 |
506 |
|
9 |
19 |
44 |
64 |
92 |
232 |
506 |
506 |
|
10 |
21 |
47 |
67 |
95 |
232 |
506 |
506 |
|
11 |
23 |
50 |
68 |
98 |
232 |
506 |
506 |
|
12 |
24 |
52 |
69 |
98 |
232 |
506 |
506 |
|
13 |
26 |
54 |
70 |
99 |
232 |
506 |
506 |
|
14 |
26 |
54 |
70 |
99 |
231 |
506 |
506 |
|
15 |
26 |
55 |
70 |
99 |
231 |
506 |
506 |
|
16 |
26 |
55 |
70 |
99 |
231 |
506 |
506 |
|
17 |
26 |
55 |
70 |
99 |
231 |
506 |
506 |
|
18 |
26 |
55 |
70 |
99 |
231 |
506 |
506 |
|
19 |
26 |
55 |
70 |
99 |
231 |
506 |
506 |
|
20 |
26 |
55 |
70 |
99 |
232 |
506 |
506 |
|
21 |
26 |
55 |
70 |
99 |
232 |
506 |
506 |
|
22 |
26 |
55 |
70 |
99 |
232 |
506 |
506 |
|
23 |
26 |
55 |
70 |
99 |
232 |
506 |
506 |
|
24 |
26 |
55 |
70 |
99 |
231 |
506 |
506 |
|
25 |
26 |
55 |
70 |
99 |
231 |
505 |
505 |
|
26 |
26 |
55 |
70 |
99 |
231 |
505 |
505 |
|
27 |
26 |
55 |
70 |
99 |
231 |
505 |
505 |
|
28 |
26 |
55 |
70 |
99 |
230 |
505 |
505 |
|
29 |
27 |
55 |
70 |
99 |
230 |
504 |
504 |
|
30 |
27 |
55 |
70 |
99 |
229 |
504 |
504 |
2.31.
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 |
77 |
192 |
466 |
1 105 |
|
2 |
1 |
5 |
11 |
76 |
191 |
465 |
900 |
|
3 |
2 |
5 |
12 |
71 |
187 |
461 |
741 |
|
4 |
4 |
6 |
14 |
73 |
185 |
459 |
618 |
|
5 |
4 |
7 |
18 |
75 |
184 |
459 |
522 |
|
6 |
6 |
7 |
21 |
79 |
184 |
458 |
458 |
|
7 |
7 |
8 |
23 |
82 |
184 |
458 |
458 |
|
8 |
8 |
9 |
23 |
81 |
184 |
458 |
458 |
|
9 |
8 |
10 |
23 |
80 |
184 |
458 |
458 |
|
10 |
9 |
11 |
23 |
80 |
184 |
458 |
458 |
|
11 |
11 |
11 |
24 |
80 |
184 |
458 |
458 |
|
12 |
12 |
12 |
24 |
81 |
184 |
459 |
459 |
|
13 |
13 |
13 |
24 |
81 |
184 |
459 |
459 |
|
14 |
14 |
13 |
24 |
81 |
185 |
459 |
459 |
|
15 |
14 |
14 |
25 |
81 |
185 |
459 |
459 |
|
16 |
15 |
16 |
25 |
82 |
185 |
460 |
460 |
|
17 |
16 |
16 |
26 |
82 |
186 |
460 |
460 |
|
18 |
17 |
17 |
26 |
83 |
186 |
461 |
461 |
|
19 |
18 |
17 |
28 |
83 |
187 |
461 |
461 |
|
20 |
18 |
18 |
29 |
84 |
187 |
462 |
462 |
|
21 |
19 |
19 |
30 |
84 |
188 |
462 |
462 |
|
22 |
20 |
19 |
31 |
84 |
188 |
462 |
462 |
|
23 |
22 |
21 |
32 |
85 |
188 |
463 |
463 |
|
24 |
22 |
21 |
33 |
85 |
188 |
463 |
463 |
|
25 |
23 |
22 |
35 |
85 |
188 |
463 |
463 |
|
26 |
24 |
23 |
36 |
85 |
188 |
463 |
463 |
|
27 |
25 |
23 |
37 |
85 |
188 |
463 |
463 |
|
28 |
25 |
24 |
38 |
85 |
188 |
463 |
463 |
|
29 |
26 |
24 |
38 |
85 |
188 |
462 |
462 |
|
30 |
27 |
26 |
39 |
84 |
188 |
462 |
462 |
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 |
294 |
3 134 |
|
2 |
1 |
13 |
20 |
40 |
154 |
335 |
2 343 |
|
3 |
1 |
14 |
22 |
45 |
149 |
350 |
1 776 |
|
4 |
1 |
15 |
25 |
49 |
147 |
351 |
1 376 |
|
5 |
2 |
17 |
28 |
51 |
147 |
343 |
1 092 |
|
6 |
4 |
20 |
30 |
54 |
147 |
331 |
886 |
|
7 |
5 |
22 |
32 |
56 |
147 |
316 |
732 |
|
8 |
6 |
23 |
34 |
59 |
147 |
300 |
615 |
|
9 |
6 |
24 |
35 |
61 |
147 |
283 |
523 |
|
10 |
7 |
25 |
37 |
63 |
147 |
266 |
450 |
|
11 |
7 |
25 |
37 |
64 |
147 |
250 |
391 |
|
12 |
7 |
25 |
38 |
64 |
147 |
239 |
342 |
|
13 |
7 |
25 |
38 |
64 |
147 |
239 |
301 |
|
14 |
7 |
25 |
38 |
64 |
147 |
239 |
266 |
|
15 |
7 |
25 |
39 |
64 |
147 |
239 |
239 |
|
16 |
7 |
25 |
41 |
64 |
147 |
239 |
239 |
|
17 |
7 |
25 |
44 |
64 |
147 |
239 |
239 |
|
18 |
7 |
25 |
46 |
64 |
147 |
239 |
239 |
|
19 |
7 |
25 |
48 |
64 |
147 |
239 |
239 |
|
20 |
8 |
25 |
51 |
64 |
147 |
239 |
239 |
|
21 |
8 |
25 |
53 |
64 |
147 |
239 |
239 |
|
22 |
9 |
25 |
56 |
64 |
147 |
239 |
239 |
|
23 |
9 |
25 |
57 |
64 |
147 |
239 |
239 |
|
24 |
9 |
25 |
60 |
64 |
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 |
11 |
26 |
74 |
74 |
147 |
239 |
239 |
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 |
53 |
167 |
298 |
3 180 |
|
2 |
15 |
27 |
34 |
54 |
168 |
339 |
2 378 |
|
3 |
15 |
28 |
36 |
59 |
163 |
355 |
1 803 |
|
4 |
15 |
28 |
38 |
62 |
160 |
356 |
1 397 |
|
5 |
15 |
30 |
41 |
64 |
160 |
348 |
1 108 |
|
6 |
16 |
31 |
42 |
66 |
159 |
336 |
899 |
|
7 |
16 |
33 |
43 |
67 |
158 |
320 |
743 |
|
8 |
16 |
33 |
44 |
69 |
157 |
304 |
624 |
|
9 |
16 |
34 |
45 |
71 |
157 |
287 |
531 |
|
10 |
16 |
34 |
46 |
72 |
156 |
270 |
457 |
|
11 |
15 |
34 |
46 |
72 |
156 |
254 |
396 |
|
12 |
15 |
33 |
46 |
72 |
155 |
247 |
347 |
|
13 |
15 |
33 |
45 |
72 |
155 |
246 |
305 |
|
14 |
14 |
32 |
45 |
71 |
154 |
246 |
270 |
|
15 |
14 |
32 |
44 |
71 |
154 |
246 |
246 |
|
16 |
13 |
32 |
44 |
70 |
153 |
245 |
245 |
|
17 |
13 |
32 |
44 |
70 |
153 |
245 |
245 |
|
18 |
13 |
32 |
46 |
70 |
153 |
245 |
245 |
|
19 |
13 |
32 |
49 |
70 |
153 |
245 |
245 |
|
20 |
14 |
32 |
52 |
71 |
154 |
245 |
245 |
|
21 |
14 |
32 |
53 |
71 |
154 |
246 |
246 |
|
22 |
14 |
33 |
56 |
71 |
154 |
246 |
246 |
|
23 |
14 |
33 |
59 |
71 |
154 |
246 |
246 |
|
24 |
14 |
33 |
61 |
71 |
154 |
246 |
246 |
|
25 |
14 |
33 |
64 |
71 |
154 |
246 |
246 |
|
26 |
14 |
32 |
66 |
71 |
154 |
246 |
246 |
|
27 |
14 |
32 |
68 |
71 |
154 |
246 |
246 |
|
28 |
14 |
32 |
71 |
71 |
154 |
246 |
246 |
|
29 |
14 |
32 |
73 |
72 |
154 |
245 |
245 |
|
30 |
14 |
32 |
76 |
74 |
154 |
245 |
245 |
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 |
294 |
3 133 |
|
2 |
1 |
13 |
20 |
40 |
154 |
335 |
2 343 |
|
3 |
1 |
14 |
22 |
45 |
149 |
350 |
1 776 |
|
4 |
1 |
15 |
25 |
49 |
147 |
351 |
1 376 |
|
5 |
2 |
17 |
28 |
51 |
147 |
343 |
1 092 |
|
6 |
4 |
19 |
30 |
54 |
147 |
331 |
886 |
|
7 |
5 |
22 |
32 |
56 |
147 |
316 |
732 |
|
8 |
6 |
23 |
33 |
58 |
147 |
300 |
615 |
|
9 |
6 |
24 |
35 |
61 |
147 |
283 |
523 |
|
10 |
6 |
24 |
37 |
63 |
147 |
266 |
450 |
|
11 |
7 |
25 |
37 |
64 |
147 |
250 |
391 |
|
12 |
7 |
25 |
37 |
64 |
147 |
239 |
341 |
|
13 |
7 |
25 |
37 |
64 |
147 |
239 |
301 |
|
14 |
7 |
25 |
37 |
64 |
147 |
239 |
266 |
|
15 |
7 |
25 |
39 |
64 |
147 |
239 |
239 |
|
16 |
7 |
25 |
41 |
64 |
147 |
239 |
239 |
|
17 |
7 |
25 |
44 |
64 |
147 |
239 |
239 |
|
18 |
7 |
25 |
46 |
64 |
147 |
239 |
239 |
|
19 |
7 |
25 |
48 |
64 |
147 |
239 |
239 |
|
20 |
8 |
25 |
51 |
64 |
147 |
239 |
239 |
|
21 |
8 |
25 |
53 |
64 |
147 |
239 |
239 |
|
22 |
9 |
25 |
55 |
64 |
147 |
239 |
239 |
|
23 |
9 |
25 |
57 |
64 |
147 |
239 |
239 |
|
24 |
9 |
25 |
60 |
64 |
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 |
11 |
26 |
74 |
74 |
147 |
239 |
239 |
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 |
226 |
320 |
3 275 |
|
2 |
71 |
83 |
89 |
110 |
223 |
351 |
2 465 |
|
3 |
73 |
86 |
94 |
117 |
221 |
368 |
1 874 |
|
4 |
71 |
85 |
95 |
119 |
217 |
370 |
1 454 |
|
5 |
70 |
85 |
96 |
119 |
215 |
362 |
1 154 |
|
6 |
70 |
86 |
97 |
121 |
213 |
349 |
937 |
|
7 |
70 |
87 |
97 |
121 |
212 |
334 |
775 |
|
8 |
69 |
86 |
97 |
122 |
211 |
317 |
651 |
|
9 |
69 |
86 |
98 |
124 |
210 |
302 |
554 |
|
10 |
66 |
84 |
96 |
123 |
207 |
299 |
476 |
|
11 |
64 |
83 |
95 |
121 |
205 |
296 |
414 |
|
12 |
63 |
82 |
94 |
120 |
204 |
295 |
362 |
|
13 |
63 |
81 |
93 |
120 |
203 |
295 |
318 |
|
14 |
63 |
81 |
93 |
119 |
203 |
294 |
294 |
|
15 |
62 |
81 |
93 |
119 |
202 |
294 |
294 |
|
16 |
62 |
80 |
92 |
119 |
202 |
294 |
294 |
|
17 |
62 |
80 |
92 |
119 |
202 |
293 |
293 |
|
18 |
61 |
79 |
92 |
118 |
201 |
293 |
293 |
|
19 |
60 |
79 |
91 |
117 |
201 |
292 |
292 |
|
20 |
60 |
78 |
90 |
117 |
200 |
292 |
292 |
|
21 |
59 |
78 |
90 |
116 |
199 |
291 |
291 |
|
22 |
58 |
77 |
89 |
115 |
199 |
290 |
290 |
|
23 |
58 |
76 |
88 |
115 |
198 |
289 |
289 |
|
24 |
57 |
75 |
87 |
114 |
197 |
288 |
288 |
|
25 |
56 |
74 |
86 |
113 |
196 |
287 |
287 |
|
26 |
55 |
73 |
85 |
112 |
195 |
286 |
286 |
|
27 |
54 |
72 |
84 |
111 |
194 |
285 |
285 |
|
28 |
52 |
71 |
83 |
109 |
193 |
284 |
284 |
|
29 |
51 |
70 |
82 |
108 |
192 |
283 |
283 |
|
30 |
50 |
69 |
81 |
107 |
191 |
282 |
282 |
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 |
291 |
3 103 |
|
2 |
7 |
19 |
25 |
46 |
159 |
333 |
2 329 |
|
3 |
7 |
20 |
29 |
52 |
156 |
349 |
1 767 |
|
4 |
8 |
22 |
32 |
56 |
154 |
350 |
1 370 |
|
5 |
9 |
24 |
35 |
58 |
154 |
342 |
1 087 |
|
6 |
11 |
26 |
37 |
61 |
154 |
330 |
882 |
|
7 |
12 |
29 |
39 |
63 |
154 |
315 |
729 |
|
8 |
12 |
29 |
40 |
65 |
153 |
299 |
612 |
|
9 |
12 |
30 |
41 |
67 |
153 |
282 |
521 |
|
10 |
12 |
30 |
42 |
69 |
153 |
266 |
448 |
|
11 |
12 |
31 |
43 |
69 |
153 |
250 |
389 |
|
12 |
12 |
31 |
43 |
70 |
153 |
244 |
341 |
|
13 |
13 |
31 |
43 |
70 |
153 |
244 |
300 |
|
14 |
13 |
31 |
43 |
70 |
153 |
245 |
266 |
|
15 |
13 |
31 |
44 |
70 |
153 |
245 |
245 |
|
16 |
13 |
31 |
43 |
70 |
153 |
245 |
245 |
|
17 |
13 |
32 |
44 |
70 |
153 |
245 |
245 |
|
18 |
13 |
32 |
46 |
70 |
154 |
245 |
245 |
|
19 |
14 |
32 |
48 |
71 |
154 |
246 |
246 |
|
20 |
14 |
33 |
51 |
71 |
154 |
246 |
246 |
|
21 |
15 |
33 |
53 |
72 |
155 |
247 |
247 |
|
22 |
15 |
33 |
56 |
72 |
155 |
247 |
247 |
|
23 |
15 |
34 |
57 |
72 |
155 |
247 |
247 |
|
24 |
15 |
34 |
60 |
72 |
155 |
247 |
247 |
|
25 |
15 |
34 |
62 |
72 |
155 |
247 |
247 |
|
26 |
15 |
34 |
65 |
72 |
155 |
247 |
247 |
|
27 |
15 |
33 |
67 |
72 |
155 |
247 |
247 |
|
28 |
15 |
33 |
70 |
72 |
155 |
247 |
247 |
|
29 |
15 |
33 |
72 |
72 |
155 |
247 |
247 |
|
30 |
15 |
33 |
74 |
74 |
155 |
246 |
246 |
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 |
39 |
153 |
294 |
3 131 |
|
2 |
0 |
12 |
19 |
39 |
153 |
334 |
2 341 |
|
3 |
1 |
13 |
21 |
44 |
148 |
350 |
1 775 |
|
4 |
1 |
14 |
24 |
48 |
146 |
351 |
1 375 |
|
5 |
2 |
16 |
27 |
50 |
146 |
343 |
1 091 |
|
6 |
3 |
19 |
30 |
53 |
146 |
331 |
885 |
|
7 |
5 |
21 |
31 |
55 |
146 |
316 |
732 |
|
8 |
5 |
22 |
33 |
58 |
146 |
299 |
614 |
|
9 |
5 |
23 |
34 |
60 |
146 |
283 |
523 |
|
10 |
6 |
24 |
36 |
62 |
146 |
266 |
450 |
|
11 |
6 |
24 |
36 |
63 |
146 |
250 |
390 |
|
12 |
6 |
24 |
37 |
63 |
146 |
238 |
341 |
|
13 |
6 |
25 |
37 |
63 |
146 |
238 |
300 |
|
14 |
6 |
25 |
37 |
63 |
146 |
238 |
266 |
|
15 |
6 |
25 |
39 |
63 |
146 |
238 |
238 |
|
16 |
6 |
25 |
41 |
63 |
146 |
238 |
238 |
|
17 |
6 |
25 |
44 |
63 |
146 |
238 |
238 |
|
18 |
6 |
25 |
46 |
63 |
146 |
238 |
238 |
|
19 |
7 |
25 |
48 |
63 |
146 |
238 |
238 |
|
20 |
8 |
25 |
51 |
63 |
146 |
238 |
238 |
|
21 |
8 |
25 |
53 |
63 |
146 |
238 |
238 |
|
22 |
9 |
25 |
55 |
63 |
146 |
238 |
238 |
|
23 |
9 |
25 |
57 |
63 |
146 |
238 |
238 |
|
24 |
9 |
25 |
60 |
63 |
146 |
238 |
238 |
|
25 |
10 |
25 |
62 |
64 |
146 |
238 |
238 |
|
26 |
10 |
25 |
65 |
66 |
146 |
238 |
238 |
|
27 |
10 |
25 |
67 |
68 |
146 |
238 |
238 |
|
28 |
11 |
25 |
70 |
70 |
146 |
238 |
238 |
|
29 |
11 |
26 |
72 |
72 |
146 |
238 |
238 |
|
30 |
11 |
26 |
74 |
74 |
146 |
238 |
238 |
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 |
172 |
301 |
3 221 |
|
2 |
0 |
10 |
21 |
44 |
172 |
343 |
2 410 |
|
3 |
1 |
11 |
23 |
49 |
168 |
359 |
1 826 |
|
4 |
1 |
13 |
26 |
54 |
165 |
360 |
1 413 |
|
5 |
1 |
16 |
28 |
58 |
164 |
352 |
1 120 |
|
6 |
2 |
19 |
33 |
59 |
163 |
339 |
908 |
|
7 |
4 |
21 |
36 |
60 |
162 |
323 |
750 |
|
8 |
6 |
24 |
38 |
60 |
160 |
306 |
630 |
|
9 |
9 |
31 |
42 |
59 |
160 |
289 |
536 |
|
10 |
11 |
34 |
42 |
58 |
159 |
272 |
461 |
|
11 |
10 |
33 |
42 |
58 |
158 |
256 |
400 |
|
12 |
10 |
32 |
42 |
58 |
157 |
249 |
350 |
|
13 |
9 |
32 |
43 |
59 |
157 |
248 |
308 |
|
14 |
9 |
32 |
43 |
59 |
156 |
248 |
272 |
|
15 |
9 |
32 |
44 |
59 |
155 |
247 |
247 |
|
16 |
9 |
32 |
44 |
59 |
154 |
246 |
246 |
|
17 |
9 |
32 |
45 |
59 |
153 |
245 |
245 |
|
18 |
9 |
32 |
47 |
59 |
153 |
245 |
245 |
|
19 |
9 |
32 |
49 |
59 |
153 |
244 |
244 |
|
20 |
9 |
32 |
52 |
59 |
153 |
245 |
245 |
|
21 |
9 |
32 |
54 |
59 |
153 |
245 |
245 |
|
22 |
9 |
32 |
56 |
59 |
153 |
244 |
244 |
|
23 |
9 |
32 |
59 |
61 |
152 |
244 |
244 |
|
24 |
9 |
32 |
61 |
64 |
152 |
243 |
243 |
|
25 |
10 |
32 |
64 |
66 |
151 |
243 |
243 |
|
26 |
10 |
32 |
66 |
67 |
150 |
242 |
242 |
|
27 |
10 |
32 |
69 |
69 |
150 |
242 |
242 |
|
28 |
11 |
32 |
71 |
71 |
149 |
241 |
241 |
|
29 |
11 |
32 |
73 |
72 |
149 |
241 |
241 |
|
30 |
12 |
32 |
76 |
74 |
148 |
240 |
240 |
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 |
229 |
323 |
3 298 |
|
2 |
76 |
88 |
95 |
115 |
229 |
353 |
2 484 |
|
3 |
75 |
88 |
96 |
119 |
224 |
371 |
1 889 |
|
4 |
74 |
88 |
98 |
122 |
220 |
373 |
1 466 |
|
5 |
73 |
88 |
99 |
122 |
218 |
365 |
1 164 |
|
6 |
74 |
89 |
100 |
124 |
217 |
352 |
945 |
|
7 |
73 |
90 |
100 |
124 |
215 |
336 |
781 |
|
8 |
72 |
89 |
100 |
124 |
213 |
319 |
656 |
|
9 |
70 |
88 |
99 |
125 |
211 |
303 |
558 |
|
10 |
69 |
88 |
100 |
126 |
210 |
302 |
480 |
|
11 |
68 |
87 |
99 |
125 |
209 |
300 |
416 |
|
12 |
67 |
86 |
98 |
124 |
207 |
299 |
364 |
|
13 |
66 |
84 |
96 |
123 |
206 |
298 |
320 |
|
14 |
65 |
83 |
95 |
122 |
205 |
296 |
296 |
|
15 |
63 |
82 |
94 |
120 |
203 |
295 |
295 |
|
16 |
62 |
81 |
93 |
119 |
202 |
294 |
294 |
|
17 |
61 |
80 |
92 |
118 |
201 |
293 |
293 |
|
18 |
60 |
79 |
91 |
117 |
201 |
292 |
292 |
|
19 |
60 |
78 |
90 |
117 |
200 |
291 |
291 |
|
20 |
59 |
77 |
89 |
116 |
199 |
291 |
291 |
|
21 |
58 |
76 |
88 |
115 |
198 |
290 |
290 |
|
22 |
57 |
75 |
87 |
114 |
197 |
289 |
289 |
|
23 |
56 |
74 |
86 |
113 |
196 |
288 |
288 |
|
24 |
55 |
73 |
85 |
112 |
195 |
286 |
286 |
|
25 |
53 |
72 |
84 |
110 |
194 |
285 |
285 |
|
26 |
52 |
71 |
83 |
109 |
192 |
284 |
284 |
|
27 |
51 |
70 |
82 |
108 |
191 |
283 |
283 |
|
28 |
50 |
69 |
81 |
107 |
190 |
282 |
282 |
|
29 |
49 |
67 |
80 |
106 |
189 |
281 |
281 |
|
30 |
48 |
66 |
79 |
105 |
188 |
280 |
280 |
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 |
50 |
62 |
69 |
89 |
203 |
301 |
3 216 |
|
2 |
50 |
62 |
69 |
89 |
203 |
346 |
2 427 |
|
3 |
50 |
63 |
71 |
94 |
198 |
363 |
1 845 |
|
4 |
50 |
63 |
73 |
97 |
195 |
365 |
1 431 |
|
5 |
49 |
64 |
75 |
98 |
194 |
357 |
1 137 |
|
6 |
49 |
65 |
76 |
100 |
193 |
345 |
922 |
|
7 |
50 |
66 |
77 |
101 |
192 |
329 |
763 |
|
8 |
49 |
66 |
77 |
102 |
191 |
312 |
641 |
|
9 |
48 |
66 |
77 |
103 |
189 |
295 |
545 |
|
10 |
48 |
66 |
78 |
104 |
188 |
280 |
469 |
|
11 |
47 |
65 |
78 |
104 |
187 |
279 |
407 |
|
12 |
46 |
65 |
77 |
104 |
187 |
278 |
356 |
|
13 |
46 |
64 |
76 |
103 |
186 |
278 |
313 |
|
14 |
45 |
64 |
76 |
102 |
185 |
277 |
277 |
|
15 |
45 |
63 |
75 |
102 |
185 |
277 |
277 |
|
16 |
44 |
62 |
75 |
101 |
184 |
276 |
276 |
|
17 |
44 |
62 |
74 |
101 |
184 |
275 |
275 |
|
18 |
43 |
61 |
74 |
100 |
183 |
275 |
275 |
|
19 |
43 |
61 |
73 |
100 |
183 |
274 |
274 |
|
20 |
42 |
61 |
73 |
99 |
183 |
274 |
274 |
|
21 |
42 |
61 |
73 |
99 |
182 |
274 |
274 |
|
22 |
42 |
60 |
72 |
99 |
182 |
273 |
273 |
|
23 |
41 |
59 |
72 |
98 |
181 |
273 |
273 |
|
24 |
40 |
59 |
71 |
97 |
181 |
272 |
272 |
|
25 |
40 |
58 |
70 |
97 |
180 |
272 |
272 |
|
26 |
39 |
57 |
70 |
96 |
179 |
271 |
271 |
|
27 |
38 |
57 |
70 |
95 |
178 |
270 |
270 |
|
28 |
38 |
56 |
72 |
95 |
178 |
269 |
269 |
|
29 |
37 |
55 |
75 |
94 |
177 |
269 |
269 |
|
30 |
36 |
54 |
77 |
93 |
176 |
268 |
268 |
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 |
332 |
3 448 |
|
2 |
86 |
98 |
104 |
125 |
238 |
364 |
2 577 |
|
3 |
84 |
97 |
105 |
128 |
232 |
380 |
1 947 |
|
4 |
83 |
96 |
106 |
130 |
229 |
380 |
1 502 |
|
5 |
83 |
97 |
108 |
132 |
227 |
370 |
1 187 |
|
6 |
83 |
99 |
110 |
134 |
227 |
355 |
959 |
|
7 |
84 |
101 |
111 |
135 |
226 |
338 |
790 |
|
8 |
84 |
102 |
112 |
137 |
226 |
320 |
661 |
|
9 |
85 |
103 |
114 |
140 |
226 |
318 |
561 |
|
10 |
85 |
103 |
115 |
142 |
226 |
317 |
481 |
|
11 |
85 |
103 |
115 |
142 |
225 |
317 |
416 |
|
12 |
84 |
103 |
115 |
141 |
224 |
316 |
363 |
|
13 |
83 |
102 |
114 |
140 |
223 |
315 |
319 |
|
14 |
82 |
101 |
113 |
139 |
222 |
314 |
314 |
|
15 |
81 |
100 |
112 |
138 |
221 |
313 |
313 |
|
16 |
80 |
98 |
111 |
137 |
220 |
312 |
312 |
|
17 |
79 |
97 |
110 |
136 |
219 |
311 |
311 |
|
18 |
78 |
96 |
109 |
135 |
218 |
310 |
310 |
|
19 |
77 |
95 |
108 |
134 |
217 |
309 |
309 |
|
20 |
76 |
94 |
106 |
133 |
216 |
308 |
308 |
|
21 |
75 |
93 |
105 |
132 |
215 |
306 |
306 |
|
22 |
73 |
92 |
104 |
130 |
213 |
305 |
305 |
|
23 |
72 |
90 |
102 |
129 |
212 |
304 |
304 |
|
24 |
70 |
89 |
101 |
127 |
211 |
302 |
302 |
|
25 |
69 |
87 |
100 |
126 |
209 |
301 |
301 |
|
26 |
67 |
86 |
98 |
124 |
208 |
299 |
299 |
|
27 |
66 |
84 |
96 |
123 |
206 |
298 |
298 |
|
28 |
64 |
83 |
95 |
121 |
205 |
296 |
296 |
|
29 |
63 |
81 |
94 |
120 |
203 |
295 |
295 |
|
30 |
62 |
80 |
92 |
119 |
202 |
293 |
293 |
3.11.
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
25 |
38 |
44 |
65 |
178 |
299 |
3 195 |
|
2 |
26 |
38 |
45 |
65 |
179 |
342 |
2 399 |
|
3 |
25 |
38 |
47 |
70 |
174 |
358 |
1 818 |
|
4 |
25 |
39 |
49 |
73 |
171 |
359 |
1 408 |
|
5 |
25 |
40 |
51 |
74 |
170 |
350 |
1 116 |
|
6 |
26 |
42 |
53 |
76 |
169 |
338 |
904 |
|
7 |
27 |
43 |
54 |
78 |
168 |
322 |
747 |
|
8 |
26 |
43 |
54 |
79 |
168 |
305 |
627 |
|
9 |
26 |
44 |
55 |
81 |
167 |
288 |
533 |
|
10 |
26 |
44 |
56 |
82 |
166 |
271 |
459 |
|
11 |
25 |
44 |
56 |
82 |
166 |
257 |
398 |
|
12 |
25 |
43 |
56 |
82 |
165 |
257 |
348 |
|
13 |
24 |
43 |
55 |
81 |
165 |
256 |
306 |
|
14 |
24 |
42 |
54 |
81 |
164 |
256 |
271 |
|
15 |
23 |
42 |
54 |
80 |
163 |
255 |
255 |
|
16 |
23 |
41 |
53 |
80 |
163 |
255 |
255 |
|
17 |
23 |
41 |
53 |
80 |
163 |
254 |
254 |
|
18 |
22 |
41 |
53 |
79 |
162 |
254 |
254 |
|
19 |
22 |
41 |
53 |
79 |
162 |
254 |
254 |
|
20 |
22 |
41 |
53 |
79 |
162 |
254 |
254 |
|
21 |
22 |
41 |
53 |
79 |
163 |
254 |
254 |
|
22 |
22 |
41 |
56 |
79 |
162 |
254 |
254 |
|
23 |
22 |
41 |
59 |
79 |
162 |
254 |
254 |
|
24 |
22 |
40 |
61 |
79 |
162 |
254 |
254 |
|
25 |
22 |
40 |
64 |
79 |
162 |
253 |
253 |
|
26 |
21 |
40 |
66 |
78 |
162 |
253 |
253 |
|
27 |
21 |
40 |
68 |
78 |
161 |
253 |
253 |
|
28 |
21 |
39 |
71 |
78 |
161 |
253 |
253 |
|
29 |
21 |
39 |
73 |
77 |
161 |
252 |
252 |
|
30 |
20 |
39 |
76 |
77 |
160 |
252 |
252 |
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 |
134 |
285 |
3 034 |
|
2 |
0 |
1 |
6 |
22 |
135 |
326 |
2 274 |
|
3 |
1 |
1 |
8 |
27 |
131 |
341 |
1 725 |
|
4 |
1 |
3 |
11 |
31 |
129 |
342 |
1 337 |
|
5 |
1 |
4 |
13 |
34 |
130 |
335 |
1 061 |
|
6 |
2 |
4 |
16 |
37 |
130 |
323 |
861 |
|
7 |
2 |
5 |
19 |
39 |
130 |
308 |
712 |
|
8 |
2 |
7 |
21 |
41 |
130 |
292 |
598 |
|
9 |
4 |
7 |
24 |
44 |
130 |
276 |
509 |
|
10 |
4 |
9 |
26 |
45 |
130 |
259 |
438 |
|
11 |
4 |
9 |
28 |
47 |
131 |
244 |
380 |
|
12 |
4 |
10 |
31 |
46 |
129 |
229 |
332 |
|
13 |
4 |
11 |
34 |
47 |
130 |
222 |
293 |
|
14 |
5 |
12 |
35 |
47 |
130 |
222 |
259 |
|
15 |
6 |
13 |
38 |
46 |
129 |
221 |
231 |
|
16 |
6 |
13 |
41 |
45 |
128 |
220 |
220 |
|
17 |
6 |
15 |
42 |
47 |
128 |
220 |
220 |
|
18 |
6 |
15 |
45 |
49 |
128 |
220 |
220 |
|
19 |
7 |
17 |
48 |
52 |
129 |
220 |
220 |
|
20 |
7 |
17 |
49 |
53 |
129 |
221 |
221 |
|
21 |
7 |
18 |
52 |
55 |
130 |
221 |
221 |
|
22 |
9 |
19 |
54 |
57 |
130 |
221 |
221 |
|
23 |
9 |
20 |
56 |
59 |
130 |
221 |
221 |
|
24 |
9 |
20 |
58 |
61 |
129 |
221 |
221 |
|
25 |
10 |
22 |
61 |
62 |
129 |
221 |
221 |
|
26 |
10 |
22 |
63 |
64 |
131 |
221 |
221 |
|
27 |
10 |
24 |
66 |
66 |
131 |
221 |
221 |
|
28 |
11 |
24 |
68 |
68 |
133 |
221 |
221 |
|
29 |
11 |
24 |
71 |
70 |
134 |
221 |
221 |
|
30 |
11 |
26 |
73 |
72 |
135 |
220 |
220 |
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 |
56 |
77 |
190 |
301 |
3 215 |
|
2 |
38 |
50 |
57 |
77 |
191 |
343 |
2 405 |
|
3 |
38 |
51 |
59 |
82 |
186 |
359 |
1 823 |
|
4 |
38 |
51 |
61 |
85 |
183 |
360 |
1 413 |
|
5 |
38 |
53 |
64 |
87 |
183 |
352 |
1 121 |
|
6 |
39 |
54 |
65 |
89 |
182 |
339 |
909 |
|
7 |
40 |
56 |
67 |
90 |
181 |
324 |
752 |
|
8 |
39 |
56 |
67 |
92 |
181 |
307 |
631 |
|
9 |
39 |
57 |
68 |
94 |
180 |
290 |
537 |
|
10 |
39 |
57 |
69 |
95 |
179 |
273 |
462 |
|
11 |
38 |
57 |
69 |
95 |
179 |
270 |
401 |
|
12 |
38 |
56 |
68 |
95 |
178 |
270 |
351 |
|
13 |
37 |
56 |
68 |
94 |
177 |
269 |
309 |
|
14 |
37 |
55 |
67 |
94 |
177 |
269 |
273 |
|
15 |
36 |
55 |
67 |
93 |
176 |
268 |
268 |
|
16 |
36 |
54 |
66 |
93 |
176 |
267 |
267 |
|
17 |
35 |
54 |
66 |
92 |
175 |
267 |
267 |
|
18 |
35 |
53 |
65 |
92 |
175 |
267 |
267 |
|
19 |
34 |
53 |
65 |
91 |
175 |
266 |
266 |
|
20 |
34 |
53 |
65 |
91 |
174 |
266 |
266 |
|
21 |
34 |
52 |
64 |
91 |
174 |
266 |
266 |
|
22 |
33 |
52 |
64 |
90 |
174 |
265 |
265 |
|
23 |
33 |
51 |
63 |
90 |
173 |
265 |
265 |
|
24 |
32 |
51 |
63 |
89 |
172 |
264 |
264 |
|
25 |
31 |
50 |
64 |
88 |
172 |
263 |
263 |
|
26 |
31 |
49 |
66 |
88 |
171 |
263 |
263 |
|
27 |
30 |
48 |
69 |
87 |
170 |
262 |
262 |
|
28 |
29 |
48 |
71 |
86 |
169 |
261 |
261 |
|
29 |
28 |
47 |
74 |
85 |
169 |
260 |
260 |
|
30 |
28 |
46 |
76 |
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 |
49 |
163 |
292 |
3 113 |
|
2 |
14 |
26 |
32 |
53 |
166 |
334 |
2 336 |
|
3 |
17 |
29 |
38 |
61 |
165 |
350 |
1 772 |
|
4 |
19 |
33 |
43 |
67 |
165 |
351 |
1 374 |
|
5 |
22 |
36 |
47 |
70 |
166 |
343 |
1 091 |
|
6 |
22 |
37 |
48 |
72 |
165 |
331 |
885 |
|
7 |
26 |
43 |
53 |
77 |
168 |
316 |
732 |
|
8 |
26 |
43 |
54 |
79 |
167 |
300 |
615 |
|
9 |
27 |
45 |
56 |
82 |
168 |
283 |
524 |
|
10 |
29 |
47 |
59 |
85 |
169 |
267 |
451 |
|
11 |
30 |
48 |
60 |
87 |
170 |
262 |
391 |
|
12 |
31 |
49 |
61 |
88 |
171 |
262 |
342 |
|
13 |
31 |
50 |
62 |
88 |
171 |
263 |
301 |
|
14 |
31 |
50 |
62 |
88 |
172 |
263 |
267 |
|
15 |
32 |
50 |
62 |
89 |
172 |
264 |
264 |
|
16 |
31 |
50 |
62 |
88 |
172 |
263 |
263 |
|
17 |
32 |
50 |
62 |
89 |
172 |
263 |
263 |
|
18 |
31 |
50 |
62 |
88 |
171 |
263 |
263 |
|
19 |
31 |
50 |
62 |
88 |
171 |
263 |
263 |
|
20 |
31 |
50 |
62 |
88 |
171 |
263 |
263 |
|
21 |
31 |
50 |
62 |
88 |
171 |
263 |
263 |
|
22 |
31 |
49 |
62 |
88 |
171 |
263 |
263 |
|
23 |
31 |
49 |
61 |
88 |
171 |
263 |
263 |
|
24 |
30 |
49 |
61 |
87 |
170 |
262 |
262 |
|
25 |
30 |
48 |
62 |
87 |
170 |
262 |
262 |
|
26 |
29 |
48 |
65 |
86 |
170 |
261 |
261 |
|
27 |
29 |
47 |
67 |
86 |
169 |
261 |
261 |
|
28 |
28 |
47 |
70 |
85 |
169 |
260 |
260 |
|
29 |
28 |
46 |
72 |
85 |
168 |
260 |
260 |
|
30 |
27 |
46 |
74 |
84 |
168 |
259 |
259 |
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 |
166 |
297 |
3 168 |
|
2 |
15 |
27 |
33 |
54 |
167 |
338 |
2 368 |
|
3 |
15 |
28 |
36 |
59 |
163 |
353 |
1 794 |
|
4 |
16 |
29 |
39 |
63 |
161 |
354 |
1 389 |
|
5 |
16 |
31 |
42 |
65 |
161 |
346 |
1 102 |
|
6 |
18 |
34 |
44 |
68 |
161 |
334 |
894 |
|
7 |
19 |
36 |
46 |
70 |
161 |
319 |
739 |
|
8 |
20 |
37 |
47 |
72 |
161 |
302 |
621 |
|
9 |
20 |
38 |
49 |
75 |
161 |
285 |
528 |
|
10 |
20 |
39 |
51 |
77 |
161 |
269 |
454 |
|
11 |
21 |
39 |
51 |
78 |
161 |
253 |
394 |
|
12 |
21 |
39 |
52 |
78 |
161 |
253 |
345 |
|
13 |
21 |
40 |
52 |
78 |
161 |
253 |
304 |
|
14 |
21 |
40 |
52 |
78 |
161 |
253 |
269 |
|
15 |
21 |
40 |
52 |
78 |
161 |
253 |
253 |
|
16 |
21 |
39 |
52 |
78 |
161 |
253 |
253 |
|
17 |
21 |
39 |
52 |
78 |
161 |
253 |
253 |
|
18 |
21 |
39 |
52 |
78 |
161 |
253 |
253 |
|
19 |
21 |
39 |
52 |
78 |
161 |
253 |
253 |
|
20 |
21 |
39 |
52 |
78 |
161 |
253 |
253 |
|
21 |
21 |
39 |
53 |
78 |
161 |
253 |
253 |
|
22 |
21 |
39 |
56 |
78 |
161 |
252 |
252 |
|
23 |
20 |
39 |
58 |
77 |
160 |
252 |
252 |
|
24 |
20 |
38 |
61 |
77 |
160 |
252 |
252 |
|
25 |
19 |
38 |
62 |
76 |
159 |
251 |
251 |
|
26 |
19 |
37 |
65 |
76 |
159 |
251 |
251 |
|
27 |
18 |
37 |
67 |
75 |
159 |
250 |
250 |
|
28 |
18 |
36 |
70 |
75 |
158 |
250 |
250 |
|
29 |
18 |
36 |
72 |
75 |
158 |
249 |
249 |
|
30 |
17 |
36 |
75 |
74 |
157 |
249 |
249 |
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 |
200 |
303 |
3 234 |
|
2 |
50 |
62 |
68 |
89 |
202 |
347 |
2 434 |
|
3 |
52 |
65 |
73 |
96 |
200 |
364 |
1 851 |
|
4 |
53 |
67 |
77 |
101 |
199 |
366 |
1 436 |
|
5 |
55 |
69 |
81 |
104 |
200 |
358 |
1 140 |
|
6 |
57 |
72 |
83 |
107 |
200 |
345 |
925 |
|
7 |
58 |
75 |
85 |
109 |
200 |
330 |
764 |
|
8 |
58 |
76 |
86 |
111 |
200 |
313 |
642 |
|
9 |
59 |
76 |
88 |
114 |
200 |
295 |
546 |
|
10 |
59 |
77 |
89 |
116 |
200 |
291 |
469 |
|
11 |
59 |
77 |
90 |
116 |
200 |
291 |
407 |
|
12 |
59 |
77 |
89 |
116 |
199 |
291 |
356 |
|
13 |
58 |
77 |
89 |
115 |
198 |
290 |
313 |
|
14 |
57 |
76 |
88 |
114 |
198 |
289 |
289 |
|
15 |
57 |
75 |
87 |
114 |
197 |
289 |
289 |
|
16 |
56 |
75 |
87 |
113 |
196 |
288 |
288 |
|
17 |
56 |
74 |
86 |
112 |
196 |
287 |
287 |
|
18 |
55 |
73 |
86 |
112 |
195 |
287 |
287 |
|
19 |
54 |
73 |
85 |
111 |
195 |
286 |
286 |
|
20 |
54 |
72 |
84 |
111 |
194 |
286 |
286 |
|
21 |
53 |
72 |
84 |
110 |
193 |
285 |
285 |
|
22 |
52 |
71 |
83 |
109 |
192 |
284 |
284 |
|
23 |
52 |
70 |
82 |
108 |
192 |
283 |
283 |
|
24 |
51 |
69 |
81 |
108 |
191 |
282 |
282 |
|
25 |
50 |
68 |
80 |
107 |
190 |
282 |
282 |
|
26 |
49 |
67 |
79 |
106 |
189 |
281 |
281 |
|
27 |
48 |
66 |
78 |
105 |
188 |
280 |
280 |
|
28 |
47 |
65 |
78 |
104 |
187 |
279 |
279 |
|
29 |
46 |
64 |
77 |
103 |
186 |
278 |
278 |
|
30 |
45 |
64 |
77 |
102 |
185 |
277 |
277 |
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 |
118 |
232 |
325 |
3 336 |
|
2 |
85 |
97 |
103 |
124 |
237 |
361 |
2 542 |
|
3 |
87 |
99 |
108 |
131 |
235 |
382 |
1 947 |
|
4 |
87 |
101 |
111 |
135 |
233 |
386 |
1 516 |
|
5 |
91 |
105 |
116 |
140 |
235 |
379 |
1 207 |
|
6 |
93 |
109 |
120 |
144 |
237 |
366 |
981 |
|
7 |
96 |
112 |
123 |
147 |
238 |
351 |
812 |
|
8 |
97 |
114 |
125 |
150 |
239 |
333 |
683 |
|
9 |
99 |
116 |
128 |
154 |
240 |
331 |
581 |
|
10 |
99 |
118 |
130 |
156 |
240 |
332 |
500 |
|
11 |
99 |
118 |
130 |
156 |
240 |
331 |
434 |
|
12 |
99 |
117 |
129 |
156 |
239 |
331 |
380 |
|
13 |
98 |
116 |
128 |
155 |
238 |
330 |
334 |
|
14 |
96 |
115 |
127 |
153 |
237 |
328 |
328 |
|
15 |
95 |
113 |
126 |
152 |
235 |
327 |
327 |
|
16 |
94 |
112 |
124 |
151 |
234 |
325 |
325 |
|
17 |
92 |
111 |
123 |
149 |
232 |
324 |
324 |
|
18 |
91 |
109 |
121 |
148 |
231 |
323 |
323 |
|
19 |
90 |
108 |
120 |
147 |
230 |
321 |
321 |
|
20 |
88 |
107 |
119 |
145 |
228 |
320 |
320 |
|
21 |
87 |
105 |
117 |
144 |
227 |
318 |
318 |
|
22 |
85 |
103 |
116 |
142 |
225 |
317 |
317 |
|
23 |
83 |
102 |
114 |
140 |
223 |
315 |
315 |
|
24 |
81 |
100 |
112 |
138 |
222 |
313 |
313 |
|
25 |
80 |
98 |
110 |
137 |
220 |
312 |
312 |
|
26 |
78 |
96 |
109 |
135 |
218 |
310 |
310 |
|
27 |
76 |
95 |
107 |
133 |
216 |
308 |
308 |
|
28 |
75 |
93 |
105 |
132 |
215 |
306 |
306 |
|
29 |
73 |
91 |
103 |
130 |
213 |
305 |
305 |
|
30 |
71 |
90 |
102 |
128 |
211 |
303 |
303 |
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 |
160 |
297 |
3 165 |
|
2 |
10 |
22 |
29 |
49 |
163 |
338 |
2 368 |
|
3 |
12 |
25 |
33 |
56 |
160 |
353 |
1 794 |
|
4 |
14 |
28 |
37 |
62 |
160 |
354 |
1 389 |
|
5 |
16 |
30 |
42 |
65 |
161 |
346 |
1 102 |
|
6 |
18 |
33 |
44 |
68 |
161 |
334 |
893 |
|
7 |
19 |
36 |
46 |
70 |
161 |
318 |
738 |
|
8 |
20 |
37 |
48 |
72 |
161 |
302 |
620 |
|
9 |
20 |
38 |
49 |
75 |
161 |
285 |
528 |
|
10 |
20 |
38 |
51 |
77 |
161 |
268 |
454 |
|
11 |
20 |
39 |
51 |
78 |
161 |
253 |
394 |
|
12 |
20 |
39 |
51 |
77 |
161 |
252 |
344 |
|
13 |
20 |
38 |
50 |
77 |
160 |
252 |
303 |
|
14 |
19 |
38 |
50 |
76 |
159 |
251 |
268 |
|
15 |
19 |
37 |
49 |
76 |
159 |
251 |
251 |
|
16 |
18 |
37 |
49 |
75 |
158 |
250 |
250 |
|
17 |
18 |
36 |
49 |
75 |
158 |
250 |
250 |
|
18 |
18 |
36 |
48 |
75 |
158 |
250 |
250 |
|
19 |
18 |
36 |
49 |
75 |
158 |
250 |
250 |
|
20 |
18 |
36 |
51 |
75 |
158 |
250 |
250 |
|
21 |
18 |
37 |
53 |
75 |
158 |
250 |
250 |
|
22 |
18 |
37 |
56 |
75 |
158 |
250 |
250 |
|
23 |
18 |
36 |
58 |
75 |
158 |
250 |
250 |
|
24 |
18 |
36 |
60 |
75 |
158 |
250 |
250 |
|
25 |
18 |
36 |
62 |
75 |
158 |
250 |
250 |
|
26 |
18 |
36 |
65 |
74 |
158 |
249 |
249 |
|
27 |
17 |
36 |
67 |
74 |
157 |
249 |
249 |
|
28 |
17 |
35 |
70 |
74 |
157 |
249 |
249 |
|
29 |
17 |
35 |
72 |
74 |
157 |
249 |
249 |
|
30 |
17 |
35 |
75 |
74 |
157 |
248 |
248 |
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 |
240 |
334 |
3 329 |
|
2 |
89 |
101 |
108 |
128 |
242 |
354 |
2 495 |
|
3 |
90 |
103 |
111 |
134 |
238 |
371 |
1 893 |
|
4 |
91 |
104 |
114 |
138 |
236 |
372 |
1 466 |
|
5 |
92 |
106 |
118 |
141 |
237 |
364 |
1 163 |
|
6 |
93 |
109 |
120 |
143 |
236 |
351 |
943 |
|
7 |
94 |
111 |
121 |
145 |
236 |
335 |
779 |
|
8 |
94 |
112 |
122 |
147 |
236 |
328 |
653 |
|
9 |
94 |
112 |
123 |
149 |
235 |
327 |
556 |
|
10 |
93 |
112 |
124 |
150 |
234 |
326 |
478 |
|
11 |
92 |
111 |
123 |
149 |
233 |
324 |
414 |
|
12 |
91 |
109 |
121 |
148 |
231 |
323 |
362 |
|
13 |
89 |
108 |
120 |
146 |
229 |
321 |
321 |
|
14 |
88 |
106 |
118 |
145 |
228 |
319 |
319 |
|
15 |
86 |
104 |
117 |
143 |
226 |
318 |
318 |
|
16 |
84 |
103 |
115 |
141 |
224 |
316 |
316 |
|
17 |
83 |
101 |
113 |
140 |
223 |
315 |
315 |
|
18 |
82 |
100 |
112 |
139 |
222 |
313 |
313 |
|
19 |
80 |
99 |
111 |
137 |
221 |
312 |
312 |
|
20 |
79 |
98 |
110 |
136 |
220 |
311 |
311 |
|
21 |
78 |
97 |
109 |
135 |
219 |
310 |
310 |
|
22 |
77 |
96 |
108 |
134 |
217 |
309 |
309 |
|
23 |
76 |
95 |
107 |
133 |
216 |
308 |
308 |
|
24 |
75 |
93 |
105 |
132 |
215 |
307 |
307 |
|
25 |
74 |
92 |
104 |
131 |
214 |
305 |
305 |
|
26 |
73 |
91 |
103 |
129 |
213 |
304 |
304 |
|
27 |
71 |
90 |
102 |
128 |
211 |
303 |
303 |
|
28 |
70 |
89 |
101 |
127 |
210 |
302 |
302 |
|
29 |
69 |
87 |
100 |
126 |
209 |
301 |
301 |
|
30 |
68 |
86 |
99 |
125 |
208 |
300 |
300 |
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 |
292 |
304 |
310 |
331 |
444 |
538 |
3 506 |
|
2 |
85 |
97 |
104 |
124 |
238 |
369 |
2 615 |
|
3 |
86 |
99 |
108 |
131 |
235 |
386 |
1 979 |
|
4 |
88 |
102 |
112 |
136 |
234 |
386 |
1 531 |
|
5 |
90 |
105 |
116 |
139 |
235 |
378 |
1 213 |
|
6 |
92 |
108 |
119 |
143 |
235 |
364 |
983 |
|
7 |
94 |
111 |
121 |
145 |
236 |
348 |
812 |
|
8 |
95 |
112 |
123 |
148 |
236 |
330 |
682 |
|
9 |
96 |
113 |
125 |
151 |
237 |
328 |
580 |
|
10 |
96 |
114 |
126 |
152 |
236 |
328 |
498 |
|
11 |
96 |
114 |
126 |
153 |
236 |
328 |
432 |
|
12 |
96 |
114 |
127 |
153 |
236 |
328 |
378 |
|
13 |
96 |
115 |
127 |
153 |
236 |
328 |
332 |
|
14 |
97 |
115 |
127 |
154 |
237 |
329 |
329 |
|
15 |
97 |
116 |
128 |
154 |
237 |
329 |
329 |
|
16 |
98 |
116 |
129 |
155 |
238 |
330 |
330 |
|
17 |
99 |
117 |
129 |
156 |
239 |
331 |
331 |
|
18 |
99 |
118 |
130 |
156 |
240 |
331 |
331 |
|
19 |
100 |
118 |
131 |
157 |
240 |
332 |
332 |
|
20 |
100 |
119 |
131 |
157 |
240 |
332 |
332 |
|
21 |
100 |
119 |
131 |
157 |
240 |
332 |
332 |
|
22 |
100 |
118 |
130 |
157 |
240 |
332 |
332 |
|
23 |
99 |
117 |
129 |
156 |
239 |
331 |
331 |
|
24 |
98 |
116 |
128 |
155 |
238 |
330 |
330 |
|
25 |
97 |
115 |
127 |
154 |
237 |
328 |
328 |
|
26 |
95 |
114 |
126 |
152 |
236 |
327 |
327 |
|
27 |
94 |
112 |
125 |
151 |
234 |
326 |
326 |
|
28 |
93 |
111 |
123 |
150 |
233 |
324 |
324 |
|
29 |
91 |
109 |
122 |
148 |
231 |
323 |
323 |
|
30 |
90 |
108 |
120 |
147 |
230 |
321 |
321 |
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 |
31 |
145 |
329 |
2 299 |
|
3 |
1 |
5 |
13 |
36 |
140 |
345 |
1 746 |
|
4 |
1 |
6 |
15 |
40 |
138 |
346 |
1 353 |
|
5 |
1 |
7 |
18 |
41 |
137 |
339 |
1 074 |
|
6 |
2 |
9 |
20 |
43 |
136 |
326 |
871 |
|
7 |
2 |
11 |
21 |
45 |
136 |
311 |
720 |
|
8 |
2 |
11 |
22 |
46 |
135 |
295 |
605 |
|
9 |
4 |
11 |
24 |
48 |
134 |
279 |
515 |
|
10 |
4 |
11 |
27 |
50 |
134 |
262 |
443 |
|
11 |
4 |
12 |
28 |
50 |
134 |
247 |
384 |
|
12 |
4 |
12 |
31 |
51 |
134 |
231 |
336 |
|
13 |
5 |
12 |
34 |
51 |
134 |
225 |
296 |
|
14 |
5 |
12 |
36 |
51 |
134 |
226 |
262 |
|
15 |
6 |
13 |
38 |
51 |
134 |
226 |
233 |
|
16 |
6 |
13 |
41 |
52 |
135 |
226 |
226 |
|
17 |
6 |
15 |
43 |
52 |
135 |
227 |
227 |
|
18 |
6 |
15 |
45 |
53 |
136 |
228 |
228 |
|
19 |
7 |
17 |
48 |
54 |
137 |
228 |
228 |
|
20 |
7 |
17 |
50 |
55 |
138 |
229 |
229 |
|
21 |
8 |
18 |
52 |
56 |
139 |
230 |
230 |
|
22 |
9 |
19 |
55 |
57 |
139 |
231 |
231 |
|
23 |
9 |
20 |
57 |
59 |
140 |
231 |
231 |
|
24 |
9 |
21 |
60 |
62 |
140 |
232 |
232 |
|
25 |
10 |
22 |
62 |
64 |
141 |
232 |
232 |
|
26 |
10 |
22 |
64 |
65 |
141 |
233 |
233 |
|
27 |
10 |
24 |
66 |
67 |
141 |
233 |
233 |
|
28 |
11 |
24 |
68 |
69 |
141 |
233 |
233 |
|
29 |
11 |
26 |
71 |
70 |
142 |
233 |
233 |
|
30 |
11 |
26 |
73 |
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 |
63 |
84 |
197 |
300 |
3 206 |
|
2 |
45 |
58 |
64 |
85 |
198 |
341 |
2 395 |
|
3 |
45 |
58 |
66 |
89 |
193 |
357 |
1 815 |
|
4 |
45 |
59 |
68 |
93 |
191 |
358 |
1 407 |
|
5 |
45 |
60 |
71 |
94 |
190 |
351 |
1 117 |
|
6 |
46 |
62 |
73 |
97 |
190 |
338 |
906 |
|
7 |
47 |
63 |
74 |
97 |
188 |
323 |
749 |
|
8 |
47 |
64 |
74 |
99 |
188 |
306 |
629 |
|
9 |
46 |
64 |
75 |
101 |
187 |
289 |
536 |
|
10 |
46 |
64 |
76 |
102 |
186 |
278 |
461 |
|
11 |
45 |
63 |
75 |
102 |
185 |
277 |
400 |
|
12 |
44 |
62 |
74 |
101 |
184 |
276 |
350 |
|
13 |
43 |
61 |
73 |
100 |
183 |
274 |
308 |
|
14 |
41 |
60 |
72 |
98 |
182 |
273 |
273 |
|
15 |
40 |
59 |
71 |
97 |
180 |
272 |
272 |
|
16 |
39 |
58 |
70 |
96 |
179 |
271 |
271 |
|
17 |
38 |
57 |
69 |
95 |
178 |
270 |
270 |
|
18 |
38 |
56 |
68 |
95 |
178 |
269 |
269 |
|
19 |
37 |
55 |
67 |
94 |
177 |
269 |
269 |
|
20 |
36 |
55 |
67 |
93 |
177 |
268 |
268 |
|
21 |
36 |
54 |
67 |
93 |
176 |
268 |
268 |
|
22 |
35 |
54 |
66 |
92 |
176 |
267 |
267 |
|
23 |
35 |
53 |
65 |
92 |
175 |
267 |
267 |
|
24 |
34 |
53 |
65 |
91 |
174 |
266 |
266 |
|
25 |
34 |
52 |
64 |
90 |
174 |
265 |
265 |
|
26 |
33 |
51 |
66 |
90 |
173 |
265 |
265 |
|
27 |
32 |
51 |
69 |
89 |
172 |
264 |
264 |
|
28 |
31 |
50 |
71 |
88 |
172 |
263 |
263 |
|
29 |
31 |
49 |
74 |
88 |
171 |
263 |
263 |
|
30 |
30 |
49 |
76 |
87 |
170 |
262 |
262 |
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 |
119 |
126 |
146 |
260 |
353 |
3 375 |
|
2 |
109 |
121 |
127 |
148 |
261 |
359 |
2 530 |
|
3 |
111 |
123 |
132 |
155 |
259 |
376 |
1 920 |
|
4 |
112 |
126 |
136 |
160 |
258 |
378 |
1 490 |
|
5 |
114 |
129 |
140 |
163 |
259 |
371 |
1 185 |
|
6 |
117 |
132 |
143 |
167 |
260 |
358 |
963 |
|
7 |
119 |
135 |
146 |
170 |
261 |
352 |
797 |
|
8 |
119 |
137 |
147 |
172 |
261 |
353 |
671 |
|
9 |
120 |
138 |
149 |
175 |
261 |
353 |
572 |
|
10 |
120 |
138 |
150 |
177 |
261 |
352 |
493 |
|
11 |
120 |
138 |
150 |
177 |
260 |
352 |
428 |
|
12 |
119 |
137 |
150 |
176 |
259 |
351 |
375 |
|
13 |
118 |
136 |
148 |
175 |
258 |
350 |
350 |
|
14 |
116 |
135 |
147 |
173 |
256 |
348 |
348 |
|
15 |
115 |
133 |
145 |
172 |
255 |
347 |
347 |
|
16 |
113 |
131 |
143 |
170 |
253 |
345 |
345 |
|
17 |
111 |
130 |
142 |
168 |
251 |
343 |
343 |
|
18 |
109 |
128 |
140 |
166 |
249 |
341 |
341 |
|
19 |
108 |
126 |
138 |
164 |
248 |
339 |
339 |
|
20 |
106 |
124 |
136 |
163 |
246 |
338 |
338 |
|
21 |
104 |
123 |
135 |
161 |
244 |
336 |
336 |
|
22 |
102 |
121 |
133 |
159 |
243 |
334 |
334 |
|
23 |
101 |
119 |
131 |
158 |
241 |
332 |
332 |
|
24 |
99 |
117 |
129 |
156 |
239 |
330 |
330 |
|
25 |
97 |
115 |
127 |
154 |
237 |
329 |
329 |
|
26 |
95 |
113 |
126 |
152 |
235 |
327 |
327 |
|
27 |
93 |
112 |
124 |
150 |
233 |
325 |
325 |
|
28 |
91 |
110 |
122 |
148 |
231 |
323 |
323 |
|
29 |
90 |
108 |
120 |
147 |
230 |
321 |
321 |
|
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 |
312 |
406 |
3 610 |
|
2 |
168 |
180 |
187 |
207 |
321 |
414 |
2 731 |
|
3 |
173 |
186 |
194 |
217 |
321 |
414 |
2 077 |
|
4 |
175 |
189 |
198 |
223 |
321 |
413 |
1 609 |
|
5 |
176 |
191 |
202 |
225 |
321 |
413 |
1 275 |
|
6 |
177 |
193 |
204 |
228 |
321 |
412 |
1 033 |
|
7 |
178 |
195 |
205 |
229 |
320 |
412 |
853 |
|
8 |
178 |
195 |
206 |
231 |
319 |
411 |
715 |
|
9 |
177 |
195 |
206 |
232 |
318 |
410 |
608 |
|
10 |
177 |
195 |
207 |
233 |
317 |
409 |
522 |
|
11 |
175 |
194 |
206 |
232 |
316 |
407 |
452 |
|
12 |
173 |
192 |
204 |
231 |
314 |
405 |
405 |
|
13 |
171 |
189 |
202 |
228 |
311 |
403 |
403 |
|
14 |
168 |
187 |
199 |
225 |
308 |
400 |
400 |
|
15 |
165 |
184 |
196 |
222 |
306 |
397 |
397 |
|
16 |
163 |
181 |
193 |
220 |
303 |
394 |
394 |
|
17 |
160 |
178 |
190 |
217 |
300 |
391 |
391 |
|
18 |
157 |
175 |
187 |
214 |
297 |
389 |
389 |
|
19 |
154 |
172 |
185 |
211 |
294 |
386 |
386 |
|
20 |
151 |
170 |
182 |
208 |
291 |
383 |
383 |
|
21 |
148 |
167 |
179 |
205 |
288 |
380 |
380 |
|
22 |
145 |
164 |
176 |
202 |
285 |
377 |
377 |
|
23 |
142 |
161 |
173 |
199 |
282 |
374 |
374 |
|
24 |
139 |
158 |
170 |
196 |
279 |
371 |
371 |
|
25 |
136 |
155 |
167 |
193 |
276 |
368 |
368 |
|
26 |
133 |
152 |
164 |
190 |
273 |
365 |
365 |
|
27 |
130 |
149 |
161 |
187 |
270 |
362 |
362 |
|
28 |
127 |
146 |
158 |
184 |
268 |
359 |
359 |
|
29 |
125 |
143 |
155 |
182 |
265 |
357 |
357 |
|
30 |
122 |
140 |
153 |
179 |
262 |
354 |
354 |
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 |
63 |
177 |
289 |
3 077 |
|
2 |
25 |
37 |
44 |
64 |
178 |
331 |
2 310 |
|
3 |
25 |
38 |
47 |
70 |
174 |
347 |
1 754 |
|
4 |
26 |
40 |
49 |
74 |
172 |
348 |
1 361 |
|
5 |
27 |
41 |
52 |
76 |
171 |
341 |
1 080 |
|
6 |
28 |
43 |
54 |
78 |
171 |
328 |
877 |
|
7 |
29 |
45 |
56 |
79 |
170 |
313 |
725 |
|
8 |
28 |
45 |
56 |
81 |
170 |
297 |
609 |
|
9 |
28 |
45 |
57 |
83 |
169 |
281 |
518 |
|
10 |
28 |
46 |
58 |
84 |
168 |
264 |
446 |
|
11 |
27 |
46 |
58 |
84 |
168 |
259 |
387 |
|
12 |
27 |
45 |
58 |
84 |
167 |
259 |
339 |
|
13 |
27 |
45 |
57 |
84 |
167 |
258 |
298 |
|
14 |
26 |
45 |
57 |
83 |
167 |
258 |
264 |
|
15 |
26 |
45 |
57 |
83 |
166 |
258 |
258 |
|
16 |
26 |
45 |
57 |
83 |
166 |
258 |
258 |
|
17 |
26 |
45 |
57 |
83 |
166 |
258 |
258 |
|
18 |
27 |
45 |
57 |
84 |
167 |
258 |
258 |
|
19 |
27 |
45 |
57 |
84 |
167 |
259 |
259 |
|
20 |
27 |
45 |
57 |
84 |
167 |
259 |
259 |
|
21 |
27 |
45 |
58 |
84 |
167 |
259 |
259 |
|
22 |
27 |
45 |
58 |
84 |
167 |
259 |
259 |
|
23 |
27 |
45 |
57 |
84 |
167 |
259 |
259 |
|
24 |
27 |
45 |
60 |
84 |
167 |
258 |
258 |
|
25 |
26 |
45 |
62 |
83 |
166 |
258 |
258 |
|
26 |
26 |
44 |
65 |
83 |
166 |
258 |
258 |
|
27 |
26 |
44 |
67 |
83 |
166 |
258 |
258 |
|
28 |
25 |
44 |
70 |
82 |
166 |
257 |
257 |
|
29 |
25 |
44 |
72 |
82 |
165 |
257 |
257 |
|
30 |
25 |
43 |
74 |
82 |
165 |
257 |
257 |
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 |
175 |
295 |
3 149 |
|
2 |
25 |
37 |
44 |
64 |
178 |
338 |
2 368 |
|
3 |
27 |
40 |
48 |
71 |
175 |
355 |
1 800 |
|
4 |
28 |
42 |
52 |
76 |
174 |
356 |
1 396 |
|
5 |
30 |
45 |
56 |
79 |
175 |
349 |
1 109 |
|
6 |
32 |
48 |
59 |
83 |
176 |
337 |
900 |
|
7 |
34 |
51 |
61 |
85 |
176 |
321 |
744 |
|
8 |
35 |
52 |
63 |
88 |
176 |
305 |
625 |
|
9 |
35 |
53 |
64 |
90 |
176 |
288 |
532 |
|
10 |
36 |
54 |
66 |
93 |
177 |
271 |
458 |
|
11 |
37 |
55 |
67 |
94 |
177 |
269 |
397 |
|
12 |
37 |
56 |
68 |
94 |
177 |
269 |
347 |
|
13 |
37 |
56 |
68 |
94 |
177 |
269 |
306 |
|
14 |
37 |
56 |
68 |
94 |
177 |
269 |
271 |
|
15 |
37 |
56 |
68 |
94 |
177 |
269 |
269 |
|
16 |
37 |
56 |
68 |
94 |
177 |
269 |
269 |
|
17 |
37 |
56 |
68 |
94 |
178 |
269 |
269 |
|
18 |
38 |
56 |
68 |
95 |
178 |
269 |
269 |
|
19 |
38 |
56 |
68 |
95 |
178 |
270 |
270 |
|
20 |
38 |
57 |
69 |
95 |
178 |
270 |
270 |
|
21 |
38 |
57 |
69 |
95 |
178 |
270 |
270 |
|
22 |
38 |
57 |
69 |
95 |
178 |
270 |
270 |
|
23 |
38 |
56 |
68 |
95 |
178 |
270 |
270 |
|
24 |
38 |
56 |
68 |
94 |
178 |
269 |
269 |
|
25 |
37 |
55 |
68 |
94 |
177 |
269 |
269 |
|
26 |
37 |
55 |
67 |
94 |
177 |
268 |
268 |
|
27 |
36 |
54 |
69 |
93 |
176 |
268 |
268 |
|
28 |
35 |
54 |
71 |
92 |
176 |
267 |
267 |
|
29 |
35 |
53 |
73 |
92 |
175 |
267 |
267 |
|
30 |
34 |
53 |
76 |
91 |
174 |
266 |
266 |
3.27.
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 |
149 |
294 |
3 132 |
|
2 |
0 |
11 |
17 |
38 |
151 |
335 |
2 347 |
|
3 |
1 |
13 |
21 |
44 |
148 |
351 |
1 781 |
|
4 |
1 |
15 |
25 |
49 |
147 |
352 |
1 380 |
|
5 |
3 |
17 |
29 |
52 |
148 |
345 |
1 095 |
|
6 |
5 |
20 |
31 |
55 |
148 |
332 |
888 |
|
7 |
6 |
23 |
33 |
57 |
148 |
317 |
734 |
|
8 |
7 |
24 |
35 |
60 |
148 |
301 |
617 |
|
9 |
7 |
25 |
36 |
62 |
148 |
284 |
525 |
|
10 |
7 |
25 |
37 |
64 |
148 |
267 |
451 |
|
11 |
7 |
26 |
38 |
64 |
148 |
251 |
392 |
|
12 |
7 |
26 |
38 |
64 |
147 |
239 |
342 |
|
13 |
7 |
25 |
38 |
64 |
147 |
239 |
301 |
|
14 |
7 |
25 |
37 |
64 |
147 |
239 |
267 |
|
15 |
7 |
25 |
39 |
64 |
147 |
238 |
238 |
|
16 |
6 |
25 |
41 |
63 |
146 |
238 |
238 |
|
17 |
6 |
25 |
44 |
63 |
147 |
238 |
238 |
|
18 |
7 |
25 |
46 |
64 |
147 |
238 |
238 |
|
19 |
7 |
25 |
48 |
64 |
147 |
239 |
239 |
|
20 |
8 |
26 |
51 |
64 |
147 |
239 |
239 |
|
21 |
8 |
26 |
53 |
65 |
148 |
239 |
239 |
|
22 |
9 |
26 |
56 |
65 |
148 |
240 |
240 |
|
23 |
9 |
26 |
57 |
65 |
148 |
240 |
240 |
|
24 |
9 |
27 |
60 |
65 |
148 |
240 |
240 |
|
25 |
10 |
27 |
62 |
65 |
148 |
240 |
240 |
|
26 |
10 |
27 |
65 |
66 |
148 |
240 |
240 |
|
27 |
10 |
27 |
67 |
68 |
149 |
240 |
240 |
|
28 |
11 |
27 |
70 |
70 |
149 |
240 |
240 |
|
29 |
11 |
27 |
72 |
72 |
149 |
240 |
240 |
|
30 |
12 |
27 |
74 |
74 |
149 |
240 |
240 |
3.28.
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 |
47 |
68 |
181 |
295 |
3 144 |
|
2 |
29 |
41 |
48 |
68 |
182 |
336 |
2 355 |
|
3 |
28 |
41 |
49 |
72 |
177 |
352 |
1 786 |
|
4 |
28 |
41 |
51 |
75 |
174 |
353 |
1 384 |
|
5 |
28 |
42 |
54 |
77 |
173 |
345 |
1 098 |
|
6 |
30 |
46 |
57 |
81 |
173 |
333 |
890 |
|
7 |
29 |
45 |
56 |
80 |
170 |
317 |
736 |
|
8 |
32 |
49 |
60 |
85 |
173 |
301 |
618 |
|
9 |
31 |
49 |
60 |
86 |
172 |
284 |
526 |
|
10 |
27 |
45 |
57 |
83 |
168 |
267 |
452 |
|
11 |
23 |
42 |
54 |
80 |
164 |
255 |
392 |
|
12 |
20 |
39 |
51 |
78 |
161 |
252 |
343 |
|
13 |
18 |
37 |
49 |
75 |
158 |
250 |
302 |
|
14 |
17 |
35 |
47 |
74 |
157 |
248 |
267 |
|
15 |
15 |
34 |
46 |
72 |
155 |
247 |
247 |
|
16 |
14 |
32 |
45 |
71 |
154 |
246 |
246 |
|
17 |
13 |
32 |
44 |
70 |
153 |
245 |
245 |
|
18 |
13 |
31 |
46 |
70 |
153 |
244 |
244 |
|
19 |
12 |
31 |
48 |
69 |
152 |
244 |
244 |
|
20 |
12 |
31 |
51 |
69 |
152 |
244 |
244 |
|
21 |
12 |
31 |
53 |
69 |
153 |
244 |
244 |
|
22 |
12 |
31 |
56 |
69 |
152 |
244 |
244 |
|
23 |
12 |
31 |
57 |
69 |
152 |
244 |
244 |
|
24 |
12 |
31 |
60 |
69 |
152 |
244 |
244 |
|
25 |
12 |
30 |
62 |
69 |
152 |
244 |
244 |
|
26 |
12 |
30 |
65 |
69 |
152 |
244 |
244 |
|
27 |
12 |
30 |
67 |
69 |
152 |
243 |
243 |
|
28 |
12 |
30 |
70 |
70 |
152 |
243 |
243 |
|
29 |
11 |
30 |
72 |
72 |
152 |
243 |
243 |
|
30 |
12 |
30 |
74 |
74 |
151 |
243 |
243 |
3.29.
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 |
235 |
242 |
262 |
376 |
487 |
5 473 |
|
2 |
217 |
229 |
236 |
256 |
369 |
525 |
3 915 |
|
3 |
210 |
223 |
231 |
254 |
358 |
531 |
2 876 |
|
4 |
204 |
218 |
228 |
252 |
350 |
519 |
2 171 |
|
5 |
199 |
214 |
225 |
248 |
344 |
498 |
1 686 |
|
6 |
195 |
211 |
222 |
246 |
338 |
473 |
1 345 |
|
7 |
192 |
208 |
219 |
243 |
333 |
447 |
1 096 |
|
8 |
187 |
204 |
215 |
240 |
329 |
421 |
911 |
|
9 |
183 |
201 |
212 |
238 |
324 |
416 |
768 |
|
10 |
179 |
197 |
209 |
236 |
320 |
412 |
655 |
|
11 |
175 |
194 |
206 |
232 |
316 |
407 |
564 |
|
12 |
171 |
190 |
202 |
228 |
311 |
403 |
490 |
|
13 |
167 |
186 |
198 |
224 |
307 |
399 |
428 |
|
14 |
163 |
182 |
194 |
220 |
303 |
395 |
395 |
|
15 |
159 |
178 |
190 |
216 |
299 |
391 |
391 |
|
16 |
156 |
174 |
186 |
213 |
296 |
388 |
388 |
|
17 |
152 |
171 |
183 |
209 |
292 |
384 |
384 |
|
18 |
149 |
167 |
180 |
206 |
289 |
381 |
381 |
|
19 |
146 |
164 |
176 |
203 |
286 |
378 |
378 |
|
20 |
143 |
161 |
173 |
200 |
283 |
375 |
375 |
|
21 |
140 |
158 |
170 |
197 |
280 |
372 |
372 |
|
22 |
137 |
155 |
167 |
194 |
277 |
368 |
368 |
|
23 |
134 |
152 |
164 |
191 |
274 |
365 |
365 |
|
24 |
131 |
149 |
161 |
188 |
271 |
362 |
362 |
|
25 |
128 |
146 |
158 |
185 |
268 |
360 |
360 |
|
26 |
125 |
143 |
155 |
182 |
265 |
357 |
357 |
|
27 |
122 |
141 |
153 |
179 |
262 |
354 |
354 |
|
28 |
120 |
138 |
150 |
176 |
260 |
351 |
351 |
|
29 |
117 |
135 |
148 |
174 |
257 |
349 |
349 |
|
30 |
114 |
133 |
145 |
171 |
255 |
346 |
346 |
3.30.
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 |
165 |
300 |
3 199 |
|
2 |
0 |
14 |
25 |
50 |
165 |
341 |
2 392 |
|
3 |
1 |
17 |
28 |
54 |
162 |
357 |
1 812 |
|
4 |
2 |
20 |
31 |
60 |
161 |
357 |
1 404 |
|
5 |
3 |
23 |
36 |
65 |
162 |
350 |
1 113 |
|
6 |
6 |
27 |
39 |
67 |
162 |
337 |
903 |
|
7 |
8 |
31 |
42 |
70 |
162 |
321 |
746 |
|
8 |
11 |
35 |
46 |
74 |
162 |
305 |
626 |
|
9 |
13 |
38 |
50 |
76 |
162 |
288 |
533 |
|
10 |
14 |
40 |
51 |
77 |
162 |
271 |
458 |
|
11 |
15 |
41 |
53 |
78 |
162 |
254 |
398 |
|
12 |
16 |
42 |
54 |
79 |
162 |
254 |
348 |
|
13 |
17 |
44 |
55 |
80 |
162 |
254 |
306 |
|
14 |
17 |
44 |
55 |
80 |
162 |
254 |
271 |
|
15 |
17 |
45 |
56 |
81 |
162 |
254 |
254 |
|
16 |
18 |
45 |
56 |
81 |
162 |
254 |
254 |
|
17 |
18 |
45 |
56 |
81 |
162 |
254 |
254 |
|
18 |
18 |
45 |
56 |
81 |
162 |
254 |
254 |
|
19 |
18 |
45 |
56 |
81 |
162 |
254 |
254 |
|
20 |
18 |
45 |
56 |
81 |
162 |
254 |
254 |
|
21 |
18 |
45 |
56 |
81 |
163 |
254 |
254 |
|
22 |
18 |
45 |
56 |
81 |
162 |
254 |
254 |
|
23 |
18 |
45 |
59 |
81 |
162 |
254 |
254 |
|
24 |
18 |
45 |
61 |
81 |
162 |
254 |
254 |
|
25 |
18 |
45 |
64 |
81 |
162 |
254 |
254 |
|
26 |
18 |
45 |
66 |
81 |
162 |
253 |
253 |
|
27 |
18 |
45 |
68 |
81 |
161 |
253 |
253 |
|
28 |
18 |
45 |
71 |
81 |
161 |
253 |
253 |
|
29 |
18 |
45 |
73 |
81 |
161 |
252 |
252 |
|
30 |
18 |
45 |
76 |
81 |
160 |
252 |
252 |
3.31.
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 |
11 |
125 |
284 |
3 023 |
|
2 |
0 |
1 |
6 |
12 |
124 |
326 |
2 272 |
|
3 |
1 |
1 |
8 |
15 |
119 |
341 |
1 725 |
|
4 |
1 |
3 |
11 |
18 |
116 |
343 |
1 338 |
|
5 |
1 |
4 |
13 |
20 |
115 |
335 |
1 062 |
|
6 |
2 |
4 |
16 |
23 |
115 |
323 |
862 |
|
7 |
2 |
5 |
19 |
26 |
115 |
309 |
713 |
|
8 |
2 |
7 |
21 |
28 |
114 |
293 |
599 |
|
9 |
4 |
7 |
24 |
30 |
115 |
276 |
510 |
|
10 |
4 |
9 |
26 |
32 |
115 |
260 |
439 |
|
11 |
4 |
9 |
28 |
35 |
115 |
245 |
381 |
|
12 |
4 |
10 |
31 |
37 |
115 |
230 |
333 |
|
13 |
4 |
11 |
34 |
39 |
115 |
216 |
294 |
|
14 |
5 |
12 |
35 |
41 |
115 |
207 |
260 |
|
15 |
6 |
13 |
38 |
43 |
116 |
207 |
231 |
|
16 |
6 |
13 |
41 |
46 |
116 |
208 |
208 |
|
17 |
6 |
15 |
42 |
48 |
116 |
208 |
208 |
|
18 |
6 |
15 |
45 |
49 |
117 |
209 |
209 |
|
19 |
7 |
17 |
48 |
52 |
119 |
209 |
209 |
|
20 |
7 |
17 |
49 |
53 |
122 |
210 |
210 |
|
21 |
8 |
18 |
52 |
56 |
123 |
210 |
210 |
|
22 |
9 |
19 |
54 |
57 |
124 |
211 |
211 |
|
23 |
9 |
20 |
57 |
59 |
127 |
211 |
211 |
|
24 |
9 |
20 |
59 |
61 |
128 |
211 |
211 |
|
25 |
10 |
22 |
61 |
62 |
130 |
211 |
211 |
|
26 |
10 |
22 |
64 |
64 |
131 |
211 |
211 |
|
27 |
10 |
24 |
66 |
66 |
132 |
211 |
211 |
|
28 |
11 |
24 |
68 |
68 |
133 |
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 |
21 |
|
Euro |
Belgium |
21 |
|
Euro |
Croatia |
21 |
|
Euro |
Cyprus |
21 |
|
Euro |
Estonia |
21 |
|
Euro |
Finland |
21 |
|
Euro |
France |
21 |
|
Euro |
Germany |
21 |
|
Euro |
Greece |
21 |
|
Euro |
Ireland |
21 |
|
Euro |
Italy |
21 |
|
Euro |
Latvia |
21 |
|
Euro |
Lithuania |
21 |
|
Euro |
Luxembourg |
21 |
|
Euro |
Malta |
21 |
|
Euro |
Netherlands |
21 |
|
Euro |
Portugal |
21 |
|
Euro |
Slovakia |
21 |
|
Euro |
Slovenia |
21 |
|
Euro |
Spain |
21 |
|
Czech koruna |
Czech Republic |
16 |
|
Danish krone |
Denmark |
19 |
|
Forint |
Hungary |
7 |
|
Krona |
Sweden |
0 |
|
Lev |
Bulgaria |
18 |
|
Pound sterling |
United Kingdom |
17 |
|
Romanian leu |
Romania |
3 |
|
Zloty |
Poland |
12 |
|
Króna |
Iceland |
47 |
|
Norwegian krone |
Norway |
34 |
|
Swiss franc |
Liechtenstein |
–3 |
|
Swiss franc |
Switzerland |
–3 |
|
Australian dollar |
Australia |
19 |
|
Canadian dollar |
Canada |
21 |
|
Renminbi-yuan |
China |
8 |
|
Hong Kong dollar |
Hong Kong |
2 |
|
US dollar |
United States |
40 |
|
Yen |
Japan |
5 |
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