COMMISSION IMPLEMENTING REGULATION (EU) 2025/216
of 6 February 2025
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2024 until 30 March 2025 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 |
2,236 % |
3,674 % |
2,226 % |
5,682 % |
2,247 % |
2,186 % |
|
2 |
2,093 % |
3,538 % |
2,083 % |
5,973 % |
2,272 % |
2,043 % |
|
3 |
2,093 % |
3,528 % |
2,083 % |
6,150 % |
2,310 % |
2,043 % |
|
4 |
2,120 % |
3,542 % |
2,110 % |
6,274 % |
2,359 % |
2,070 % |
|
5 |
2,142 % |
3,563 % |
2,132 % |
6,358 % |
2,409 % |
2,092 % |
|
6 |
2,170 % |
3,593 % |
2,160 % |
6,409 % |
2,459 % |
2,120 % |
|
7 |
2,198 % |
3,627 % |
2,188 % |
6,439 % |
2,506 % |
2,148 % |
|
8 |
2,222 % |
3,661 % |
2,212 % |
6,463 % |
2,551 % |
2,172 % |
|
9 |
2,243 % |
3,694 % |
2,232 % |
6,484 % |
2,593 % |
2,192 % |
|
10 |
2,267 % |
3,725 % |
2,257 % |
6,519 % |
2,634 % |
2,217 % |
|
11 |
2,286 % |
3,754 % |
2,276 % |
6,567 % |
2,674 % |
2,236 % |
|
12 |
2,308 % |
3,778 % |
2,298 % |
6,630 % |
2,713 % |
2,258 % |
|
13 |
2,325 % |
3,799 % |
2,315 % |
6,710 % |
2,749 % |
2,275 % |
|
14 |
2,334 % |
3,815 % |
2,324 % |
6,796 % |
2,783 % |
2,284 % |
|
15 |
2,332 % |
3,826 % |
2,322 % |
6,891 % |
2,813 % |
2,281 % |
|
16 |
2,319 % |
3,832 % |
2,309 % |
6,960 % |
2,841 % |
2,269 % |
|
17 |
2,301 % |
3,835 % |
2,291 % |
6,999 % |
2,866 % |
2,251 % |
|
18 |
2,283 % |
3,834 % |
2,273 % |
7,015 % |
2,889 % |
2,233 % |
|
19 |
2,268 % |
3,832 % |
2,258 % |
7,013 % |
2,909 % |
2,218 % |
|
20 |
2,259 % |
3,827 % |
2,249 % |
6,997 % |
2,928 % |
2,209 % |
|
21 |
2,257 % |
3,821 % |
2,247 % |
6,969 % |
2,946 % |
2,208 % |
|
22 |
2,261 % |
3,814 % |
2,251 % |
6,934 % |
2,961 % |
2,213 % |
|
23 |
2,270 % |
3,806 % |
2,260 % |
6,892 % |
2,976 % |
2,222 % |
|
24 |
2,281 % |
3,798 % |
2,272 % |
6,846 % |
2,989 % |
2,235 % |
|
25 |
2,296 % |
3,789 % |
2,287 % |
6,797 % |
3,001 % |
2,250 % |
|
26 |
2,312 % |
3,780 % |
2,303 % |
6,745 % |
3,013 % |
2,268 % |
|
27 |
2,329 % |
3,771 % |
2,321 % |
6,693 % |
3,023 % |
2,286 % |
|
28 |
2,347 % |
3,762 % |
2,339 % |
6,640 % |
3,033 % |
2,305 % |
|
29 |
2,366 % |
3,753 % |
2,358 % |
6,587 % |
3,042 % |
2,325 % |
|
30 |
2,385 % |
3,744 % |
2,377 % |
6,534 % |
3,051 % |
2,345 % |
|
31 |
2,404 % |
3,735 % |
2,397 % |
6,482 % |
3,059 % |
2,365 % |
|
32 |
2,423 % |
3,726 % |
2,416 % |
6,431 % |
3,067 % |
2,385 % |
|
33 |
2,442 % |
3,717 % |
2,435 % |
6,381 % |
3,074 % |
2,405 % |
|
34 |
2,461 % |
3,708 % |
2,453 % |
6,332 % |
3,080 % |
2,425 % |
|
35 |
2,479 % |
3,700 % |
2,472 % |
6,285 % |
3,087 % |
2,444 % |
|
36 |
2,497 % |
3,691 % |
2,490 % |
6,239 % |
3,092 % |
2,463 % |
|
37 |
2,514 % |
3,683 % |
2,507 % |
6,195 % |
3,098 % |
2,481 % |
|
38 |
2,531 % |
3,675 % |
2,524 % |
6,152 % |
3,103 % |
2,498 % |
|
39 |
2,547 % |
3,668 % |
2,541 % |
6,111 % |
3,108 % |
2,516 % |
|
40 |
2,563 % |
3,660 % |
2,557 % |
6,071 % |
3,113 % |
2,532 % |
|
41 |
2,579 % |
3,653 % |
2,573 % |
6,032 % |
3,118 % |
2,549 % |
|
42 |
2,594 % |
3,646 % |
2,588 % |
5,995 % |
3,122 % |
2,564 % |
|
43 |
2,608 % |
3,639 % |
2,603 % |
5,959 % |
3,126 % |
2,580 % |
|
44 |
2,623 % |
3,633 % |
2,617 % |
5,925 % |
3,130 % |
2,594 % |
|
45 |
2,636 % |
3,626 % |
2,631 % |
5,891 % |
3,134 % |
2,609 % |
|
46 |
2,649 % |
3,620 % |
2,644 % |
5,859 % |
3,138 % |
2,622 % |
|
47 |
2,662 % |
3,614 % |
2,657 % |
5,828 % |
3,141 % |
2,636 % |
|
48 |
2,674 % |
3,608 % |
2,669 % |
5,799 % |
3,144 % |
2,648 % |
|
49 |
2,686 % |
3,602 % |
2,681 % |
5,770 % |
3,147 % |
2,661 % |
|
50 |
2,698 % |
3,597 % |
2,693 % |
5,742 % |
3,151 % |
2,673 % |
|
51 |
2,709 % |
3,591 % |
2,704 % |
5,715 % |
3,153 % |
2,685 % |
|
52 |
2,720 % |
3,586 % |
2,715 % |
5,690 % |
3,156 % |
2,696 % |
|
53 |
2,730 % |
3,581 % |
2,726 % |
5,665 % |
3,159 % |
2,707 % |
|
54 |
2,740 % |
3,576 % |
2,736 % |
5,641 % |
3,162 % |
2,717 % |
|
55 |
2,750 % |
3,572 % |
2,746 % |
5,618 % |
3,164 % |
2,728 % |
|
56 |
2,760 % |
3,567 % |
2,755 % |
5,595 % |
3,167 % |
2,737 % |
|
57 |
2,769 % |
3,563 % |
2,765 % |
5,573 % |
3,169 % |
2,747 % |
|
58 |
2,778 % |
3,558 % |
2,774 % |
5,553 % |
3,171 % |
2,756 % |
|
59 |
2,786 % |
3,554 % |
2,782 % |
5,532 % |
3,173 % |
2,765 % |
|
60 |
2,795 % |
3,550 % |
2,791 % |
5,513 % |
3,175 % |
2,774 % |
|
61 |
2,803 % |
3,546 % |
2,799 % |
5,494 % |
3,177 % |
2,782 % |
|
62 |
2,811 % |
3,542 % |
2,807 % |
5,475 % |
3,179 % |
2,791 % |
|
63 |
2,818 % |
3,539 % |
2,814 % |
5,457 % |
3,181 % |
2,799 % |
|
64 |
2,826 % |
3,535 % |
2,822 % |
5,440 % |
3,183 % |
2,806 % |
|
65 |
2,833 % |
3,532 % |
2,829 % |
5,423 % |
3,185 % |
2,814 % |
|
66 |
2,840 % |
3,528 % |
2,836 % |
5,407 % |
3,187 % |
2,821 % |
|
67 |
2,847 % |
3,525 % |
2,843 % |
5,391 % |
3,188 % |
2,828 % |
|
68 |
2,853 % |
3,522 % |
2,850 % |
5,376 % |
3,190 % |
2,835 % |
|
69 |
2,860 % |
3,518 % |
2,856 % |
5,361 % |
3,192 % |
2,842 % |
|
70 |
2,866 % |
3,515 % |
2,862 % |
5,347 % |
3,193 % |
2,848 % |
|
71 |
2,872 % |
3,512 % |
2,868 % |
5,332 % |
3,195 % |
2,854 % |
|
72 |
2,878 % |
3,509 % |
2,874 % |
5,319 % |
3,196 % |
2,861 % |
|
73 |
2,884 % |
3,507 % |
2,880 % |
5,306 % |
3,198 % |
2,867 % |
|
74 |
2,889 % |
3,504 % |
2,886 % |
5,293 % |
3,199 % |
2,872 % |
|
75 |
2,895 % |
3,501 % |
2,891 % |
5,280 % |
3,200 % |
2,878 % |
|
76 |
2,900 % |
3,499 % |
2,897 % |
5,268 % |
3,202 % |
2,884 % |
|
77 |
2,905 % |
3,496 % |
2,902 % |
5,256 % |
3,203 % |
2,889 % |
|
78 |
2,910 % |
3,494 % |
2,907 % |
5,244 % |
3,204 % |
2,894 % |
|
79 |
2,915 % |
3,491 % |
2,912 % |
5,233 % |
3,205 % |
2,899 % |
|
80 |
2,920 % |
3,489 % |
2,917 % |
5,222 % |
3,207 % |
2,904 % |
|
81 |
2,925 % |
3,486 % |
2,921 % |
5,211 % |
3,208 % |
2,909 % |
|
82 |
2,929 % |
3,484 % |
2,926 % |
5,200 % |
3,209 % |
2,914 % |
|
83 |
2,934 % |
3,482 % |
2,931 % |
5,190 % |
3,210 % |
2,918 % |
|
84 |
2,938 % |
3,480 % |
2,935 % |
5,180 % |
3,211 % |
2,923 % |
|
85 |
2,942 % |
3,478 % |
2,939 % |
5,170 % |
3,212 % |
2,927 % |
|
86 |
2,946 % |
3,476 % |
2,943 % |
5,161 % |
3,213 % |
2,932 % |
|
87 |
2,950 % |
3,474 % |
2,947 % |
5,151 % |
3,214 % |
2,936 % |
|
88 |
2,954 % |
3,472 % |
2,951 % |
5,142 % |
3,215 % |
2,940 % |
|
89 |
2,958 % |
3,470 % |
2,955 % |
5,133 % |
3,216 % |
2,944 % |
|
90 |
2,962 % |
3,468 % |
2,959 % |
5,124 % |
3,217 % |
2,948 % |
|
91 |
2,966 % |
3,466 % |
2,963 % |
5,116 % |
3,218 % |
2,952 % |
|
92 |
2,969 % |
3,464 % |
2,967 % |
5,108 % |
3,219 % |
2,956 % |
|
93 |
2,973 % |
3,462 % |
2,970 % |
5,099 % |
3,220 % |
2,959 % |
|
94 |
2,976 % |
3,461 % |
2,974 % |
5,091 % |
3,220 % |
2,963 % |
|
95 |
2,980 % |
3,459 % |
2,977 % |
5,084 % |
3,221 % |
2,967 % |
|
96 |
2,983 % |
3,457 % |
2,980 % |
5,076 % |
3,222 % |
2,970 % |
|
97 |
2,986 % |
3,456 % |
2,984 % |
5,068 % |
3,223 % |
2,973 % |
|
98 |
2,990 % |
3,454 % |
2,987 % |
5,061 % |
3,224 % |
2,977 % |
|
99 |
2,993 % |
3,453 % |
2,990 % |
5,054 % |
3,224 % |
2,980 % |
|
100 |
2,996 % |
3,451 % |
2,993 % |
5,047 % |
3,225 % |
2,983 % |
|
101 |
2,999 % |
3,450 % |
2,996 % |
5,040 % |
3,226 % |
2,986 % |
|
102 |
3,002 % |
3,448 % |
2,999 % |
5,033 % |
3,227 % |
2,989 % |
|
103 |
3,005 % |
3,447 % |
3,002 % |
5,026 % |
3,227 % |
2,992 % |
|
104 |
3,007 % |
3,445 % |
3,005 % |
5,020 % |
3,228 % |
2,995 % |
|
105 |
3,010 % |
3,444 % |
3,008 % |
5,014 % |
3,229 % |
2,998 % |
|
106 |
3,013 % |
3,443 % |
3,011 % |
5,007 % |
3,229 % |
3,001 % |
|
107 |
3,016 % |
3,441 % |
3,013 % |
5,001 % |
3,230 % |
3,004 % |
|
108 |
3,018 % |
3,440 % |
3,016 % |
4,995 % |
3,231 % |
3,007 % |
|
109 |
3,021 % |
3,439 % |
3,018 % |
4,989 % |
3,231 % |
3,009 % |
|
110 |
3,023 % |
3,437 % |
3,021 % |
4,983 % |
3,232 % |
3,012 % |
|
111 |
3,026 % |
3,436 % |
3,024 % |
4,978 % |
3,233 % |
3,015 % |
|
112 |
3,028 % |
3,435 % |
3,026 % |
4,972 % |
3,233 % |
3,017 % |
|
113 |
3,031 % |
3,434 % |
3,028 % |
4,966 % |
3,234 % |
3,020 % |
|
114 |
3,033 % |
3,433 % |
3,031 % |
4,961 % |
3,234 % |
3,022 % |
|
115 |
3,035 % |
3,431 % |
3,033 % |
4,956 % |
3,235 % |
3,024 % |
|
116 |
3,038 % |
3,430 % |
3,035 % |
4,950 % |
3,236 % |
3,027 % |
|
117 |
3,040 % |
3,429 % |
3,038 % |
4,945 % |
3,236 % |
3,029 % |
|
118 |
3,042 % |
3,428 % |
3,040 % |
4,940 % |
3,237 % |
3,031 % |
|
119 |
3,044 % |
3,427 % |
3,042 % |
4,935 % |
3,237 % |
3,034 % |
|
120 |
3,046 % |
3,426 % |
3,044 % |
4,930 % |
3,238 % |
3,036 % |
|
121 |
3,048 % |
3,425 % |
3,046 % |
4,926 % |
3,238 % |
3,038 % |
|
122 |
3,051 % |
3,424 % |
3,048 % |
4,921 % |
3,239 % |
3,040 % |
|
123 |
3,053 % |
3,423 % |
3,050 % |
4,916 % |
3,239 % |
3,042 % |
|
124 |
3,055 % |
3,422 % |
3,053 % |
4,912 % |
3,240 % |
3,044 % |
|
125 |
3,056 % |
3,421 % |
3,054 % |
4,907 % |
3,240 % |
3,046 % |
|
126 |
3,058 % |
3,420 % |
3,056 % |
4,903 % |
3,241 % |
3,048 % |
|
127 |
3,060 % |
3,419 % |
3,058 % |
4,898 % |
3,241 % |
3,050 % |
|
128 |
3,062 % |
3,418 % |
3,060 % |
4,894 % |
3,242 % |
3,052 % |
|
129 |
3,064 % |
3,417 % |
3,062 % |
4,890 % |
3,242 % |
3,054 % |
|
130 |
3,066 % |
3,416 % |
3,064 % |
4,886 % |
3,242 % |
3,056 % |
|
131 |
3,068 % |
3,415 % |
3,066 % |
4,881 % |
3,243 % |
3,058 % |
|
132 |
3,069 % |
3,414 % |
3,067 % |
4,877 % |
3,243 % |
3,060 % |
|
133 |
3,071 % |
3,414 % |
3,069 % |
4,873 % |
3,244 % |
3,062 % |
|
134 |
3,073 % |
3,413 % |
3,071 % |
4,870 % |
3,244 % |
3,063 % |
|
135 |
3,075 % |
3,412 % |
3,073 % |
4,866 % |
3,245 % |
3,065 % |
|
136 |
3,076 % |
3,411 % |
3,074 % |
4,862 % |
3,245 % |
3,067 % |
|
137 |
3,078 % |
3,410 % |
3,076 % |
4,858 % |
3,245 % |
3,069 % |
|
138 |
3,079 % |
3,409 % |
3,078 % |
4,854 % |
3,246 % |
3,070 % |
|
139 |
3,081 % |
3,409 % |
3,079 % |
4,851 % |
3,246 % |
3,072 % |
|
140 |
3,083 % |
3,408 % |
3,081 % |
4,847 % |
3,247 % |
3,074 % |
|
141 |
3,084 % |
3,407 % |
3,082 % |
4,844 % |
3,247 % |
3,075 % |
|
142 |
3,086 % |
3,406 % |
3,084 % |
4,840 % |
3,247 % |
3,077 % |
|
143 |
3,087 % |
3,406 % |
3,085 % |
4,837 % |
3,248 % |
3,078 % |
|
144 |
3,089 % |
3,405 % |
3,087 % |
4,833 % |
3,248 % |
3,080 % |
|
145 |
3,090 % |
3,404 % |
3,088 % |
4,830 % |
3,248 % |
3,081 % |
|
146 |
3,091 % |
3,403 % |
3,090 % |
4,827 % |
3,249 % |
3,083 % |
|
147 |
3,093 % |
3,403 % |
3,091 % |
4,824 % |
3,249 % |
3,084 % |
|
148 |
3,094 % |
3,402 % |
3,093 % |
4,820 % |
3,249 % |
3,086 % |
|
149 |
3,096 % |
3,401 % |
3,094 % |
4,817 % |
3,250 % |
3,087 % |
|
150 |
3,097 % |
3,401 % |
3,095 % |
4,814 % |
3,250 % |
3,089 % |
|
Term to maturity (in years) |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
Swiss franc |
|
1 |
4,457 % |
6,671 % |
4,970 % |
8,197 % |
4,299 % |
0,050 % |
|
2 |
4,263 % |
6,902 % |
5,074 % |
7,810 % |
4,235 % |
0,020 % |
|
3 |
4,153 % |
7,074 % |
5,224 % |
7,479 % |
4,139 % |
0,060 % |
|
4 |
4,080 % |
7,198 % |
5,369 % |
7,196 % |
4,053 % |
0,118 % |
|
5 |
4,038 % |
7,275 % |
5,495 % |
6,938 % |
3,995 % |
0,170 % |
|
6 |
4,016 % |
7,313 % |
5,596 % |
6,702 % |
3,964 % |
0,213 % |
|
7 |
4,013 % |
7,328 % |
5,674 % |
6,481 % |
3,949 % |
0,251 % |
|
8 |
4,024 % |
7,310 % |
5,731 % |
6,264 % |
3,941 % |
0,291 % |
|
9 |
4,045 % |
7,284 % |
5,763 % |
6,051 % |
3,936 % |
0,333 % |
|
10 |
4,072 % |
7,252 % |
5,780 % |
5,866 % |
3,929 % |
0,380 % |
|
11 |
4,106 % |
7,201 % |
5,775 % |
5,709 % |
3,920 % |
0,432 % |
|
12 |
4,141 % |
7,134 % |
5,753 % |
5,572 % |
3,910 % |
0,487 % |
|
13 |
4,174 % |
7,054 % |
5,719 % |
5,451 % |
3,898 % |
0,543 % |
|
14 |
4,204 % |
6,967 % |
5,677 % |
5,344 % |
3,885 % |
0,598 % |
|
15 |
4,230 % |
6,876 % |
5,628 % |
5,247 % |
3,872 % |
0,653 % |
|
16 |
4,252 % |
6,781 % |
5,576 % |
5,160 % |
3,859 % |
0,706 % |
|
17 |
4,271 % |
6,686 % |
5,521 % |
5,080 % |
3,846 % |
0,758 % |
|
18 |
4,285 % |
6,590 % |
5,466 % |
5,006 % |
3,833 % |
0,807 % |
|
19 |
4,296 % |
6,495 % |
5,409 % |
4,938 % |
3,820 % |
0,855 % |
|
20 |
4,304 % |
6,402 % |
5,353 % |
4,876 % |
3,807 % |
0,901 % |
|
21 |
4,308 % |
6,311 % |
5,297 % |
4,818 % |
3,795 % |
0,944 % |
|
22 |
4,308 % |
6,223 % |
5,242 % |
4,763 % |
3,783 % |
0,986 % |
|
23 |
4,307 % |
6,137 % |
5,189 % |
4,712 % |
3,771 % |
1,026 % |
|
24 |
4,302 % |
6,054 % |
5,137 % |
4,665 % |
3,759 % |
1,064 % |
|
25 |
4,296 % |
5,973 % |
5,086 % |
4,620 % |
3,748 % |
1,101 % |
|
26 |
4,288 % |
5,896 % |
5,037 % |
4,578 % |
3,737 % |
1,136 % |
|
27 |
4,277 % |
5,822 % |
4,990 % |
4,538 % |
3,727 % |
1,169 % |
|
28 |
4,265 % |
5,750 % |
4,944 % |
4,501 % |
3,716 % |
1,201 % |
|
29 |
4,250 % |
5,682 % |
4,900 % |
4,465 % |
3,706 % |
1,231 % |
|
30 |
4,232 % |
5,616 % |
4,857 % |
4,432 % |
3,697 % |
1,260 % |
|
31 |
4,212 % |
5,553 % |
4,816 % |
4,400 % |
3,688 % |
1,288 % |
|
32 |
4,190 % |
5,492 % |
4,777 % |
4,370 % |
3,679 % |
1,314 % |
|
33 |
4,167 % |
5,434 % |
4,739 % |
4,341 % |
3,670 % |
1,340 % |
|
34 |
4,143 % |
5,379 % |
4,703 % |
4,313 % |
3,662 % |
1,364 % |
|
35 |
4,118 % |
5,326 % |
4,668 % |
4,287 % |
3,654 % |
1,387 % |
|
36 |
4,092 % |
5,275 % |
4,635 % |
4,262 % |
3,646 % |
1,409 % |
|
37 |
4,067 % |
5,226 % |
4,602 % |
4,239 % |
3,638 % |
1,431 % |
|
38 |
4,041 % |
5,179 % |
4,571 % |
4,216 % |
3,631 % |
1,451 % |
|
39 |
4,017 % |
5,134 % |
4,542 % |
4,194 % |
3,624 % |
1,471 % |
|
40 |
3,992 % |
5,091 % |
4,513 % |
4,173 % |
3,617 % |
1,490 % |
|
41 |
3,968 % |
5,050 % |
4,486 % |
4,154 % |
3,611 % |
1,508 % |
|
42 |
3,945 % |
5,010 % |
4,460 % |
4,134 % |
3,605 % |
1,525 % |
|
43 |
3,923 % |
4,972 % |
4,434 % |
4,116 % |
3,598 % |
1,542 % |
|
44 |
3,902 % |
4,936 % |
4,410 % |
4,099 % |
3,593 % |
1,558 % |
|
45 |
3,881 % |
4,901 % |
4,386 % |
4,082 % |
3,587 % |
1,573 % |
|
46 |
3,862 % |
4,867 % |
4,364 % |
4,066 % |
3,581 % |
1,588 % |
|
47 |
3,843 % |
4,835 % |
4,342 % |
4,050 % |
3,576 % |
1,602 % |
|
48 |
3,825 % |
4,803 % |
4,321 % |
4,035 % |
3,571 % |
1,616 % |
|
49 |
3,809 % |
4,773 % |
4,301 % |
4,020 % |
3,566 % |
1,629 % |
|
50 |
3,793 % |
4,744 % |
4,282 % |
4,007 % |
3,561 % |
1,642 % |
|
51 |
3,779 % |
4,717 % |
4,263 % |
3,993 % |
3,556 % |
1,655 % |
|
52 |
3,765 % |
4,690 % |
4,245 % |
3,980 % |
3,552 % |
1,666 % |
|
53 |
3,752 % |
4,664 % |
4,227 % |
3,968 % |
3,547 % |
1,678 % |
|
54 |
3,740 % |
4,639 % |
4,211 % |
3,956 % |
3,543 % |
1,689 % |
|
55 |
3,729 % |
4,615 % |
4,194 % |
3,944 % |
3,539 % |
1,700 % |
|
56 |
3,719 % |
4,591 % |
4,179 % |
3,933 % |
3,535 % |
1,710 % |
|
57 |
3,708 % |
4,569 % |
4,163 % |
3,922 % |
3,531 % |
1,720 % |
|
58 |
3,699 % |
4,547 % |
4,149 % |
3,911 % |
3,527 % |
1,730 % |
|
59 |
3,690 % |
4,526 % |
4,134 % |
3,901 % |
3,524 % |
1,740 % |
|
60 |
3,682 % |
4,506 % |
4,121 % |
3,891 % |
3,520 % |
1,749 % |
|
61 |
3,674 % |
4,486 % |
4,107 % |
3,882 % |
3,517 % |
1,757 % |
|
62 |
3,666 % |
4,467 % |
4,094 % |
3,872 % |
3,513 % |
1,766 % |
|
63 |
3,659 % |
4,448 % |
4,082 % |
3,863 % |
3,510 % |
1,774 % |
|
64 |
3,652 % |
4,430 % |
4,070 % |
3,855 % |
3,507 % |
1,782 % |
|
65 |
3,645 % |
4,413 % |
4,058 % |
3,846 % |
3,504 % |
1,790 % |
|
66 |
3,639 % |
4,396 % |
4,047 % |
3,838 % |
3,501 % |
1,798 % |
|
67 |
3,633 % |
4,380 % |
4,035 % |
3,830 % |
3,498 % |
1,805 % |
|
68 |
3,627 % |
4,364 % |
4,025 % |
3,822 % |
3,495 % |
1,813 % |
|
69 |
3,621 % |
4,348 % |
4,014 % |
3,815 % |
3,492 % |
1,819 % |
|
70 |
3,616 % |
4,333 % |
4,004 % |
3,808 % |
3,490 % |
1,826 % |
|
71 |
3,611 % |
4,319 % |
3,994 % |
3,800 % |
3,487 % |
1,833 % |
|
72 |
3,606 % |
4,305 % |
3,984 % |
3,794 % |
3,485 % |
1,839 % |
|
73 |
3,601 % |
4,291 % |
3,975 % |
3,787 % |
3,482 % |
1,846 % |
|
74 |
3,596 % |
4,277 % |
3,966 % |
3,780 % |
3,480 % |
1,852 % |
|
75 |
3,592 % |
4,264 % |
3,957 % |
3,774 % |
3,477 % |
1,858 % |
|
76 |
3,588 % |
4,252 % |
3,948 % |
3,768 % |
3,475 % |
1,863 % |
|
77 |
3,583 % |
4,239 % |
3,940 % |
3,762 % |
3,473 % |
1,869 % |
|
78 |
3,579 % |
4,227 % |
3,932 % |
3,756 % |
3,471 % |
1,874 % |
|
79 |
3,576 % |
4,215 % |
3,924 % |
3,750 % |
3,468 % |
1,880 % |
|
80 |
3,572 % |
4,204 % |
3,916 % |
3,744 % |
3,466 % |
1,885 % |
|
81 |
3,568 % |
4,193 % |
3,908 % |
3,739 % |
3,464 % |
1,890 % |
|
82 |
3,565 % |
4,182 % |
3,901 % |
3,734 % |
3,462 % |
1,895 % |
|
83 |
3,561 % |
4,171 % |
3,894 % |
3,728 % |
3,460 % |
1,900 % |
|
84 |
3,558 % |
4,161 % |
3,887 % |
3,723 % |
3,458 % |
1,905 % |
|
85 |
3,555 % |
4,151 % |
3,880 % |
3,718 % |
3,457 % |
1,909 % |
|
86 |
3,552 % |
4,141 % |
3,873 % |
3,713 % |
3,455 % |
1,914 % |
|
87 |
3,549 % |
4,131 % |
3,866 % |
3,709 % |
3,453 % |
1,918 % |
|
88 |
3,546 % |
4,121 % |
3,860 % |
3,704 % |
3,451 % |
1,923 % |
|
89 |
3,543 % |
4,112 % |
3,854 % |
3,699 % |
3,450 % |
1,927 % |
|
90 |
3,540 % |
4,103 % |
3,847 % |
3,695 % |
3,448 % |
1,931 % |
|
91 |
3,537 % |
4,094 % |
3,841 % |
3,691 % |
3,446 % |
1,935 % |
|
92 |
3,534 % |
4,086 % |
3,835 % |
3,686 % |
3,445 % |
1,939 % |
|
93 |
3,532 % |
4,077 % |
3,830 % |
3,682 % |
3,443 % |
1,943 % |
|
94 |
3,529 % |
4,069 % |
3,824 % |
3,678 % |
3,442 % |
1,947 % |
|
95 |
3,527 % |
4,061 % |
3,819 % |
3,674 % |
3,440 % |
1,950 % |
|
96 |
3,524 % |
4,053 % |
3,813 % |
3,670 % |
3,439 % |
1,954 % |
|
97 |
3,522 % |
4,045 % |
3,808 % |
3,666 % |
3,437 % |
1,958 % |
|
98 |
3,520 % |
4,037 % |
3,803 % |
3,663 % |
3,436 % |
1,961 % |
|
99 |
3,517 % |
4,030 % |
3,798 % |
3,659 % |
3,435 % |
1,964 % |
|
100 |
3,515 % |
4,023 % |
3,793 % |
3,655 % |
3,433 % |
1,968 % |
|
101 |
3,513 % |
4,015 % |
3,788 % |
3,652 % |
3,432 % |
1,971 % |
|
102 |
3,511 % |
4,008 % |
3,783 % |
3,649 % |
3,431 % |
1,974 % |
|
103 |
3,509 % |
4,001 % |
3,778 % |
3,645 % |
3,429 % |
1,977 % |
|
104 |
3,507 % |
3,995 % |
3,774 % |
3,642 % |
3,428 % |
1,981 % |
|
105 |
3,505 % |
3,988 % |
3,769 % |
3,639 % |
3,427 % |
1,984 % |
|
106 |
3,503 % |
3,982 % |
3,765 % |
3,635 % |
3,426 % |
1,987 % |
|
107 |
3,501 % |
3,975 % |
3,760 % |
3,632 % |
3,425 % |
1,989 % |
|
108 |
3,499 % |
3,969 % |
3,756 % |
3,629 % |
3,423 % |
1,992 % |
|
109 |
3,497 % |
3,963 % |
3,752 % |
3,626 % |
3,422 % |
1,995 % |
|
110 |
3,495 % |
3,957 % |
3,748 % |
3,623 % |
3,421 % |
1,998 % |
|
111 |
3,493 % |
3,951 % |
3,744 % |
3,620 % |
3,420 % |
2,001 % |
|
112 |
3,492 % |
3,945 % |
3,740 % |
3,617 % |
3,419 % |
2,003 % |
|
113 |
3,490 % |
3,939 % |
3,736 % |
3,615 % |
3,418 % |
2,006 % |
|
114 |
3,488 % |
3,934 % |
3,732 % |
3,612 % |
3,417 % |
2,009 % |
|
115 |
3,487 % |
3,928 % |
3,728 % |
3,609 % |
3,416 % |
2,011 % |
|
116 |
3,485 % |
3,923 % |
3,724 % |
3,606 % |
3,415 % |
2,014 % |
|
117 |
3,483 % |
3,917 % |
3,721 % |
3,604 % |
3,414 % |
2,016 % |
|
118 |
3,482 % |
3,912 % |
3,717 % |
3,601 % |
3,413 % |
2,018 % |
|
119 |
3,480 % |
3,907 % |
3,714 % |
3,599 % |
3,412 % |
2,021 % |
|
120 |
3,479 % |
3,902 % |
3,710 % |
3,596 % |
3,411 % |
2,023 % |
|
121 |
3,477 % |
3,897 % |
3,707 % |
3,594 % |
3,410 % |
2,025 % |
|
122 |
3,476 % |
3,892 % |
3,704 % |
3,591 % |
3,409 % |
2,028 % |
|
123 |
3,474 % |
3,887 % |
3,700 % |
3,589 % |
3,408 % |
2,030 % |
|
124 |
3,473 % |
3,882 % |
3,697 % |
3,587 % |
3,407 % |
2,032 % |
|
125 |
3,472 % |
3,878 % |
3,694 % |
3,584 % |
3,407 % |
2,034 % |
|
126 |
3,470 % |
3,873 % |
3,691 % |
3,582 % |
3,406 % |
2,036 % |
|
127 |
3,469 % |
3,869 % |
3,688 % |
3,580 % |
3,405 % |
2,038 % |
|
128 |
3,468 % |
3,864 % |
3,685 % |
3,578 % |
3,404 % |
2,040 % |
|
129 |
3,466 % |
3,860 % |
3,682 % |
3,575 % |
3,403 % |
2,042 % |
|
130 |
3,465 % |
3,855 % |
3,679 % |
3,573 % |
3,403 % |
2,044 % |
|
131 |
3,464 % |
3,851 % |
3,676 % |
3,571 % |
3,402 % |
2,046 % |
|
132 |
3,463 % |
3,847 % |
3,673 % |
3,569 % |
3,401 % |
2,048 % |
|
133 |
3,461 % |
3,843 % |
3,670 % |
3,567 % |
3,400 % |
2,050 % |
|
134 |
3,460 % |
3,839 % |
3,667 % |
3,565 % |
3,399 % |
2,052 % |
|
135 |
3,459 % |
3,835 % |
3,665 % |
3,563 % |
3,399 % |
2,054 % |
|
136 |
3,458 % |
3,831 % |
3,662 % |
3,561 % |
3,398 % |
2,056 % |
|
137 |
3,457 % |
3,827 % |
3,659 % |
3,559 % |
3,397 % |
2,057 % |
|
138 |
3,455 % |
3,823 % |
3,657 % |
3,557 % |
3,397 % |
2,059 % |
|
139 |
3,454 % |
3,819 % |
3,654 % |
3,556 % |
3,396 % |
2,061 % |
|
140 |
3,453 % |
3,816 % |
3,652 % |
3,554 % |
3,395 % |
2,063 % |
|
141 |
3,452 % |
3,812 % |
3,649 % |
3,552 % |
3,395 % |
2,064 % |
|
142 |
3,451 % |
3,808 % |
3,647 % |
3,550 % |
3,394 % |
2,066 % |
|
143 |
3,450 % |
3,805 % |
3,644 % |
3,548 % |
3,393 % |
2,068 % |
|
144 |
3,449 % |
3,801 % |
3,642 % |
3,547 % |
3,393 % |
2,069 % |
|
145 |
3,448 % |
3,798 % |
3,639 % |
3,545 % |
3,392 % |
2,071 % |
|
146 |
3,447 % |
3,794 % |
3,637 % |
3,543 % |
3,391 % |
2,072 % |
|
147 |
3,446 % |
3,791 % |
3,635 % |
3,542 % |
3,391 % |
2,074 % |
|
148 |
3,445 % |
3,788 % |
3,633 % |
3,540 % |
3,390 % |
2,075 % |
|
149 |
3,444 % |
3,784 % |
3,630 % |
3,538 % |
3,389 % |
2,077 % |
|
150 |
3,443 % |
3,781 % |
3,628 % |
3,537 % |
3,389 % |
2,078 % |
|
Term to maturity (in years) |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
Hong Kong dollar |
|
1 |
4,152 % |
2,040 % |
2,881 % |
4,685 % |
8,468 % |
3,628 % |
|
2 |
3,956 % |
1,938 % |
2,756 % |
5,124 % |
9,312 % |
3,492 % |
|
3 |
3,890 % |
1,928 % |
2,719 % |
5,387 % |
9,924 % |
3,419 % |
|
4 |
3,902 % |
1,970 % |
2,708 % |
5,525 % |
10,367 % |
3,371 % |
|
5 |
3,948 % |
2,037 % |
2,733 % |
5,604 % |
10,759 % |
3,345 % |
|
6 |
4,018 % |
2,112 % |
2,778 % |
5,651 % |
11,076 % |
3,341 % |
|
7 |
4,096 % |
2,187 % |
2,834 % |
5,675 % |
11,353 % |
3,349 % |
|
8 |
4,166 % |
2,258 % |
2,895 % |
5,684 % |
11,597 % |
3,362 % |
|
9 |
4,232 % |
2,323 % |
2,951 % |
5,683 % |
11,811 % |
3,378 % |
|
10 |
4,288 % |
2,380 % |
2,996 % |
5,673 % |
12,007 % |
3,395 % |
|
11 |
4,338 % |
2,430 % |
3,028 % |
5,655 % |
12,127 % |
3,410 % |
|
12 |
4,381 % |
2,474 % |
3,049 % |
5,633 % |
12,174 % |
3,424 % |
|
13 |
4,418 % |
2,512 % |
3,062 % |
5,608 % |
12,164 % |
3,437 % |
|
14 |
4,449 % |
2,547 % |
3,070 % |
5,580 % |
12,110 % |
3,447 % |
|
15 |
4,474 % |
2,579 % |
3,074 % |
5,551 % |
12,022 % |
3,455 % |
|
16 |
4,492 % |
2,608 % |
3,075 % |
5,521 % |
11,907 % |
3,462 % |
|
17 |
4,504 % |
2,635 % |
3,074 % |
5,492 % |
11,772 % |
3,466 % |
|
18 |
4,509 % |
2,660 % |
3,072 % |
5,462 % |
11,621 % |
3,469 % |
|
19 |
4,507 % |
2,682 % |
3,068 % |
5,432 % |
11,460 % |
3,471 % |
|
20 |
4,499 % |
2,704 % |
3,065 % |
5,403 % |
11,291 % |
3,472 % |
|
21 |
4,483 % |
2,724 % |
3,061 % |
5,375 % |
11,117 % |
3,472 % |
|
22 |
4,462 % |
2,742 % |
3,057 % |
5,348 % |
10,941 % |
3,472 % |
|
23 |
4,437 % |
2,760 % |
3,054 % |
5,321 % |
10,765 % |
3,471 % |
|
24 |
4,410 % |
2,776 % |
3,050 % |
5,295 % |
10,590 % |
3,470 % |
|
25 |
4,380 % |
2,792 % |
3,047 % |
5,269 % |
10,417 % |
3,469 % |
|
26 |
4,350 % |
2,807 % |
3,045 % |
5,245 % |
10,248 % |
3,467 % |
|
27 |
4,320 % |
2,821 % |
3,043 % |
5,222 % |
10,083 % |
3,465 % |
|
28 |
4,290 % |
2,834 % |
3,042 % |
5,199 % |
9,923 % |
3,463 % |
|
29 |
4,261 % |
2,847 % |
3,041 % |
5,177 % |
9,767 % |
3,461 % |
|
30 |
4,234 % |
2,859 % |
3,041 % |
5,156 % |
9,617 % |
3,459 % |
|
31 |
4,207 % |
2,870 % |
3,041 % |
5,136 % |
9,473 % |
3,456 % |
|
32 |
4,182 % |
2,881 % |
3,042 % |
5,116 % |
9,333 % |
3,454 % |
|
33 |
4,159 % |
2,892 % |
3,044 % |
5,097 % |
9,199 % |
3,452 % |
|
34 |
4,136 % |
2,902 % |
3,046 % |
5,079 % |
9,071 % |
3,449 % |
|
35 |
4,115 % |
2,911 % |
3,048 % |
5,062 % |
8,947 % |
3,447 % |
|
36 |
4,095 % |
2,920 % |
3,051 % |
5,045 % |
8,829 % |
3,445 % |
|
37 |
4,076 % |
2,929 % |
3,053 % |
5,029 % |
8,716 % |
3,442 % |
|
38 |
4,057 % |
2,937 % |
3,056 % |
5,014 % |
8,607 % |
3,440 % |
|
39 |
4,040 % |
2,945 % |
3,059 % |
4,999 % |
8,503 % |
3,438 % |
|
40 |
4,023 % |
2,953 % |
3,062 % |
4,984 % |
8,403 % |
3,435 % |
|
41 |
4,007 % |
2,961 % |
3,066 % |
4,971 % |
8,307 % |
3,433 % |
|
42 |
3,991 % |
2,968 % |
3,069 % |
4,957 % |
8,216 % |
3,431 % |
|
43 |
3,977 % |
2,975 % |
3,072 % |
4,944 % |
8,128 % |
3,429 % |
|
44 |
3,962 % |
2,981 % |
3,075 % |
4,932 % |
8,043 % |
3,426 % |
|
45 |
3,949 % |
2,988 % |
3,078 % |
4,920 % |
7,962 % |
3,424 % |
|
46 |
3,936 % |
2,994 % |
3,082 % |
4,909 % |
7,885 % |
3,422 % |
|
47 |
3,923 % |
3,000 % |
3,085 % |
4,898 % |
7,810 % |
3,420 % |
|
48 |
3,911 % |
3,005 % |
3,088 % |
4,887 % |
7,738 % |
3,418 % |
|
49 |
3,899 % |
3,011 % |
3,091 % |
4,876 % |
7,669 % |
3,416 % |
|
50 |
3,888 % |
3,016 % |
3,094 % |
4,867 % |
7,603 % |
3,414 % |
|
51 |
3,877 % |
3,021 % |
3,097 % |
4,857 % |
7,539 % |
3,413 % |
|
52 |
3,867 % |
3,026 % |
3,101 % |
4,848 % |
7,477 % |
3,411 % |
|
53 |
3,857 % |
3,031 % |
3,104 % |
4,839 % |
7,418 % |
3,409 % |
|
54 |
3,847 % |
3,036 % |
3,106 % |
4,830 % |
7,361 % |
3,407 % |
|
55 |
3,837 % |
3,040 % |
3,109 % |
4,821 % |
7,306 % |
3,406 % |
|
56 |
3,828 % |
3,045 % |
3,112 % |
4,813 % |
7,253 % |
3,404 % |
|
57 |
3,819 % |
3,049 % |
3,115 % |
4,805 % |
7,202 % |
3,402 % |
|
58 |
3,811 % |
3,053 % |
3,118 % |
4,798 % |
7,152 % |
3,401 % |
|
59 |
3,802 % |
3,057 % |
3,120 % |
4,790 % |
7,104 % |
3,399 % |
|
60 |
3,794 % |
3,061 % |
3,123 % |
4,783 % |
7,058 % |
3,398 % |
|
61 |
3,786 % |
3,065 % |
3,125 % |
4,776 % |
7,013 % |
3,396 % |
|
62 |
3,779 % |
3,068 % |
3,128 % |
4,769 % |
6,970 % |
3,395 % |
|
63 |
3,772 % |
3,072 % |
3,130 % |
4,763 % |
6,928 % |
3,394 % |
|
64 |
3,764 % |
3,075 % |
3,133 % |
4,757 % |
6,887 % |
3,392 % |
|
65 |
3,757 % |
3,079 % |
3,135 % |
4,750 % |
6,848 % |
3,391 % |
|
66 |
3,751 % |
3,082 % |
3,137 % |
4,744 % |
6,809 % |
3,390 % |
|
67 |
3,744 % |
3,085 % |
3,140 % |
4,739 % |
6,772 % |
3,389 % |
|
68 |
3,738 % |
3,088 % |
3,142 % |
4,733 % |
6,736 % |
3,387 % |
|
69 |
3,732 % |
3,091 % |
3,144 % |
4,727 % |
6,701 % |
3,386 % |
|
70 |
3,726 % |
3,094 % |
3,146 % |
4,722 % |
6,668 % |
3,385 % |
|
71 |
3,720 % |
3,097 % |
3,148 % |
4,717 % |
6,635 % |
3,384 % |
|
72 |
3,714 % |
3,100 % |
3,150 % |
4,712 % |
6,603 % |
3,383 % |
|
73 |
3,708 % |
3,102 % |
3,152 % |
4,707 % |
6,571 % |
3,382 % |
|
74 |
3,703 % |
3,105 % |
3,154 % |
4,702 % |
6,541 % |
3,381 % |
|
75 |
3,698 % |
3,107 % |
3,156 % |
4,698 % |
6,512 % |
3,380 % |
|
76 |
3,693 % |
3,110 % |
3,157 % |
4,693 % |
6,483 % |
3,379 % |
|
77 |
3,688 % |
3,112 % |
3,159 % |
4,689 % |
6,455 % |
3,378 % |
|
78 |
3,683 % |
3,115 % |
3,161 % |
4,684 % |
6,428 % |
3,377 % |
|
79 |
3,678 % |
3,117 % |
3,163 % |
4,680 % |
6,401 % |
3,376 % |
|
80 |
3,673 % |
3,119 % |
3,164 % |
4,676 % |
6,375 % |
3,375 % |
|
81 |
3,669 % |
3,122 % |
3,166 % |
4,672 % |
6,350 % |
3,374 % |
|
82 |
3,664 % |
3,124 % |
3,167 % |
4,668 % |
6,325 % |
3,373 % |
|
83 |
3,660 % |
3,126 % |
3,169 % |
4,664 % |
6,301 % |
3,372 % |
|
84 |
3,656 % |
3,128 % |
3,171 % |
4,660 % |
6,278 % |
3,371 % |
|
85 |
3,652 % |
3,130 % |
3,172 % |
4,657 % |
6,255 % |
3,370 % |
|
86 |
3,647 % |
3,132 % |
3,173 % |
4,653 % |
6,233 % |
3,370 % |
|
87 |
3,644 % |
3,134 % |
3,175 % |
4,650 % |
6,211 % |
3,369 % |
|
88 |
3,640 % |
3,136 % |
3,176 % |
4,646 % |
6,190 % |
3,368 % |
|
89 |
3,636 % |
3,137 % |
3,178 % |
4,643 % |
6,169 % |
3,367 % |
|
90 |
3,632 % |
3,139 % |
3,179 % |
4,640 % |
6,148 % |
3,367 % |
|
91 |
3,629 % |
3,141 % |
3,180 % |
4,637 % |
6,128 % |
3,366 % |
|
92 |
3,625 % |
3,143 % |
3,182 % |
4,633 % |
6,109 % |
3,365 % |
|
93 |
3,622 % |
3,144 % |
3,183 % |
4,630 % |
6,090 % |
3,365 % |
|
94 |
3,618 % |
3,146 % |
3,184 % |
4,627 % |
6,071 % |
3,364 % |
|
95 |
3,615 % |
3,148 % |
3,185 % |
4,624 % |
6,053 % |
3,363 % |
|
96 |
3,612 % |
3,149 % |
3,186 % |
4,622 % |
6,035 % |
3,363 % |
|
97 |
3,608 % |
3,151 % |
3,188 % |
4,619 % |
6,017 % |
3,362 % |
|
98 |
3,605 % |
3,152 % |
3,189 % |
4,616 % |
6,000 % |
3,361 % |
|
99 |
3,602 % |
3,154 % |
3,190 % |
4,613 % |
5,984 % |
3,361 % |
|
100 |
3,599 % |
3,155 % |
3,191 % |
4,611 % |
5,967 % |
3,360 % |
|
101 |
3,596 % |
3,157 % |
3,192 % |
4,608 % |
5,951 % |
3,359 % |
|
102 |
3,593 % |
3,158 % |
3,193 % |
4,606 % |
5,935 % |
3,359 % |
|
103 |
3,590 % |
3,159 % |
3,194 % |
4,603 % |
5,920 % |
3,358 % |
|
104 |
3,588 % |
3,161 % |
3,195 % |
4,601 % |
5,904 % |
3,358 % |
|
105 |
3,585 % |
3,162 % |
3,196 % |
4,598 % |
5,890 % |
3,357 % |
|
106 |
3,582 % |
3,163 % |
3,197 % |
4,596 % |
5,875 % |
3,357 % |
|
107 |
3,580 % |
3,165 % |
3,198 % |
4,594 % |
5,861 % |
3,356 % |
|
108 |
3,577 % |
3,166 % |
3,199 % |
4,591 % |
5,846 % |
3,356 % |
|
109 |
3,574 % |
3,167 % |
3,200 % |
4,589 % |
5,833 % |
3,355 % |
|
110 |
3,572 % |
3,168 % |
3,201 % |
4,587 % |
5,819 % |
3,355 % |
|
111 |
3,570 % |
3,169 % |
3,202 % |
4,585 % |
5,806 % |
3,354 % |
|
112 |
3,567 % |
3,171 % |
3,203 % |
4,583 % |
5,793 % |
3,354 % |
|
113 |
3,565 % |
3,172 % |
3,203 % |
4,581 % |
5,780 % |
3,353 % |
|
114 |
3,562 % |
3,173 % |
3,204 % |
4,579 % |
5,767 % |
3,353 % |
|
115 |
3,560 % |
3,174 % |
3,205 % |
4,577 % |
5,755 % |
3,352 % |
|
116 |
3,558 % |
3,175 % |
3,206 % |
4,575 % |
5,743 % |
3,352 % |
|
117 |
3,556 % |
3,176 % |
3,207 % |
4,573 % |
5,731 % |
3,351 % |
|
118 |
3,554 % |
3,177 % |
3,207 % |
4,571 % |
5,719 % |
3,351 % |
|
119 |
3,551 % |
3,178 % |
3,208 % |
4,569 % |
5,707 % |
3,351 % |
|
120 |
3,549 % |
3,179 % |
3,209 % |
4,567 % |
5,696 % |
3,350 % |
|
121 |
3,547 % |
3,180 % |
3,210 % |
4,565 % |
5,685 % |
3,350 % |
|
122 |
3,545 % |
3,181 % |
3,210 % |
4,564 % |
5,674 % |
3,349 % |
|
123 |
3,543 % |
3,182 % |
3,211 % |
4,562 % |
5,663 % |
3,349 % |
|
124 |
3,541 % |
3,183 % |
3,212 % |
4,560 % |
5,652 % |
3,348 % |
|
125 |
3,539 % |
3,184 % |
3,213 % |
4,559 % |
5,642 % |
3,348 % |
|
126 |
3,537 % |
3,185 % |
3,213 % |
4,557 % |
5,631 % |
3,348 % |
|
127 |
3,536 % |
3,186 % |
3,214 % |
4,555 % |
5,621 % |
3,347 % |
|
128 |
3,534 % |
3,187 % |
3,215 % |
4,554 % |
5,611 % |
3,347 % |
|
129 |
3,532 % |
3,188 % |
3,215 % |
4,552 % |
5,601 % |
3,347 % |
|
130 |
3,530 % |
3,189 % |
3,216 % |
4,551 % |
5,592 % |
3,346 % |
|
131 |
3,528 % |
3,189 % |
3,217 % |
4,549 % |
5,582 % |
3,346 % |
|
132 |
3,527 % |
3,190 % |
3,217 % |
4,547 % |
5,573 % |
3,346 % |
|
133 |
3,525 % |
3,191 % |
3,218 % |
4,546 % |
5,564 % |
3,345 % |
|
134 |
3,523 % |
3,192 % |
3,219 % |
4,545 % |
5,554 % |
3,345 % |
|
135 |
3,522 % |
3,193 % |
3,219 % |
4,543 % |
5,545 % |
3,345 % |
|
136 |
3,520 % |
3,193 % |
3,220 % |
4,542 % |
5,537 % |
3,344 % |
|
137 |
3,518 % |
3,194 % |
3,220 % |
4,540 % |
5,528 % |
3,344 % |
|
138 |
3,517 % |
3,195 % |
3,221 % |
4,539 % |
5,519 % |
3,344 % |
|
139 |
3,515 % |
3,196 % |
3,221 % |
4,538 % |
5,511 % |
3,343 % |
|
140 |
3,514 % |
3,196 % |
3,222 % |
4,536 % |
5,503 % |
3,343 % |
|
141 |
3,512 % |
3,197 % |
3,223 % |
4,535 % |
5,494 % |
3,343 % |
|
142 |
3,511 % |
3,198 % |
3,223 % |
4,534 % |
5,486 % |
3,342 % |
|
143 |
3,509 % |
3,199 % |
3,224 % |
4,532 % |
5,478 % |
3,342 % |
|
144 |
3,508 % |
3,199 % |
3,224 % |
4,531 % |
5,470 % |
3,342 % |
|
145 |
3,506 % |
3,200 % |
3,225 % |
4,530 % |
5,463 % |
3,341 % |
|
146 |
3,505 % |
3,201 % |
3,225 % |
4,529 % |
5,455 % |
3,341 % |
|
147 |
3,504 % |
3,201 % |
3,226 % |
4,527 % |
5,447 % |
3,341 % |
|
148 |
3,502 % |
3,202 % |
3,226 % |
4,526 % |
5,440 % |
3,341 % |
|
149 |
3,501 % |
3,203 % |
3,227 % |
4,525 % |
5,433 % |
3,340 % |
|
150 |
3,499 % |
3,203 % |
3,227 % |
4,524 % |
5,425 % |
3,340 % |
|
Term to maturity (in years) |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
Real |
|
1 |
6,514 % |
9,723 % |
1,144 % |
3,499 % |
7,280 % |
15,022 % |
|
2 |
6,256 % |
9,430 % |
1,217 % |
3,298 % |
7,193 % |
15,608 % |
|
3 |
6,215 % |
9,380 % |
1,282 % |
3,292 % |
7,251 % |
15,562 % |
|
4 |
6,204 % |
9,440 % |
1,337 % |
3,354 % |
7,405 % |
15,442 % |
|
5 |
6,204 % |
9,488 % |
1,381 % |
3,449 % |
7,649 % |
15,243 % |
|
6 |
6,198 % |
9,541 % |
1,417 % |
3,551 % |
7,939 % |
15,059 % |
|
7 |
6,185 % |
9,604 % |
1,446 % |
3,650 % |
8,242 % |
14,889 % |
|
8 |
6,168 % |
9,673 % |
1,466 % |
3,745 % |
8,545 % |
14,725 % |
|
9 |
6,150 % |
9,728 % |
1,482 % |
3,834 % |
8,812 % |
14,567 % |
|
10 |
6,130 % |
9,750 % |
1,494 % |
3,916 % |
9,056 % |
14,425 % |
|
11 |
6,110 % |
9,729 % |
1,517 % |
3,992 % |
9,292 % |
14,263 % |
|
12 |
6,090 % |
9,675 % |
1,550 % |
4,062 % |
9,515 % |
14,078 % |
|
13 |
6,070 % |
9,596 % |
1,588 % |
4,124 % |
9,714 % |
13,877 % |
|
14 |
6,050 % |
9,500 % |
1,631 % |
4,179 % |
9,879 % |
13,664 % |
|
15 |
6,031 % |
9,391 % |
1,675 % |
4,228 % |
10,001 % |
13,442 % |
|
16 |
6,012 % |
9,273 % |
1,721 % |
4,269 % |
10,074 % |
13,216 % |
|
17 |
5,994 % |
9,150 % |
1,766 % |
4,303 % |
10,105 % |
12,988 % |
|
18 |
5,976 % |
9,023 % |
1,810 % |
4,330 % |
10,104 % |
12,760 % |
|
19 |
5,959 % |
8,895 % |
1,854 % |
4,349 % |
10,076 % |
12,533 % |
|
20 |
5,942 % |
8,768 % |
1,897 % |
4,361 % |
10,028 % |
12,310 % |
|
21 |
5,926 % |
8,641 % |
1,938 % |
4,365 % |
9,963 % |
12,091 % |
|
22 |
5,911 % |
8,516 % |
1,978 % |
4,364 % |
9,887 % |
11,877 % |
|
23 |
5,896 % |
8,395 % |
2,017 % |
4,358 % |
9,802 % |
11,669 % |
|
24 |
5,882 % |
8,276 % |
2,054 % |
4,348 % |
9,711 % |
11,468 % |
|
25 |
5,868 % |
8,161 % |
2,089 % |
4,336 % |
9,615 % |
11,274 % |
|
26 |
5,855 % |
8,049 % |
2,123 % |
4,321 % |
9,518 % |
11,086 % |
|
27 |
5,842 % |
7,942 % |
2,156 % |
4,305 % |
9,418 % |
10,906 % |
|
28 |
5,829 % |
7,838 % |
2,188 % |
4,288 % |
9,319 % |
10,733 % |
|
29 |
5,818 % |
7,738 % |
2,218 % |
4,270 % |
9,221 % |
10,567 % |
|
30 |
5,806 % |
7,643 % |
2,247 % |
4,251 % |
9,124 % |
10,408 % |
|
31 |
5,795 % |
7,551 % |
2,274 % |
4,232 % |
9,029 % |
10,256 % |
|
32 |
5,785 % |
7,463 % |
2,301 % |
4,213 % |
8,936 % |
10,110 % |
|
33 |
5,774 % |
7,378 % |
2,326 % |
4,194 % |
8,846 % |
9,971 % |
|
34 |
5,764 % |
7,297 % |
2,350 % |
4,175 % |
8,759 % |
9,838 % |
|
35 |
5,755 % |
7,219 % |
2,374 % |
4,156 % |
8,674 % |
9,711 % |
|
36 |
5,746 % |
7,145 % |
2,396 % |
4,138 % |
8,592 % |
9,589 % |
|
37 |
5,737 % |
7,074 % |
2,418 % |
4,120 % |
8,513 % |
9,473 % |
|
38 |
5,729 % |
7,006 % |
2,438 % |
4,103 % |
8,437 % |
9,361 % |
|
39 |
5,720 % |
6,940 % |
2,458 % |
4,086 % |
8,364 % |
9,255 % |
|
40 |
5,713 % |
6,877 % |
2,477 % |
4,069 % |
8,294 % |
9,153 % |
|
41 |
5,705 % |
6,817 % |
2,495 % |
4,053 % |
8,226 % |
9,056 % |
|
42 |
5,698 % |
6,760 % |
2,513 % |
4,037 % |
8,161 % |
8,962 % |
|
43 |
5,691 % |
6,705 % |
2,530 % |
4,022 % |
8,098 % |
8,873 % |
|
44 |
5,684 % |
6,651 % |
2,546 % |
4,008 % |
8,038 % |
8,787 % |
|
45 |
5,677 % |
6,601 % |
2,562 % |
3,993 % |
7,980 % |
8,705 % |
|
46 |
5,671 % |
6,552 % |
2,577 % |
3,979 % |
7,924 % |
8,626 % |
|
47 |
5,665 % |
6,505 % |
2,591 % |
3,966 % |
7,870 % |
8,550 % |
|
48 |
5,659 % |
6,459 % |
2,605 % |
3,953 % |
7,819 % |
8,478 % |
|
49 |
5,653 % |
6,416 % |
2,619 % |
3,941 % |
7,769 % |
8,408 % |
|
50 |
5,647 % |
6,374 % |
2,632 % |
3,929 % |
7,721 % |
8,341 % |
|
51 |
5,642 % |
6,334 % |
2,644 % |
3,917 % |
7,675 % |
8,276 % |
|
52 |
5,637 % |
6,295 % |
2,656 % |
3,906 % |
7,630 % |
8,214 % |
|
53 |
5,632 % |
6,257 % |
2,668 % |
3,895 % |
7,588 % |
8,154 % |
|
54 |
5,627 % |
6,221 % |
2,679 % |
3,884 % |
7,546 % |
8,096 % |
|
55 |
5,622 % |
6,186 % |
2,690 % |
3,874 % |
7,506 % |
8,040 % |
|
56 |
5,617 % |
6,153 % |
2,701 % |
3,864 % |
7,468 % |
7,986 % |
|
57 |
5,613 % |
6,120 % |
2,711 % |
3,854 % |
7,431 % |
7,935 % |
|
58 |
5,609 % |
6,089 % |
2,721 % |
3,845 % |
7,395 % |
7,884 % |
|
59 |
5,604 % |
6,059 % |
2,731 % |
3,836 % |
7,360 % |
7,836 % |
|
60 |
5,600 % |
6,029 % |
2,740 % |
3,827 % |
7,326 % |
7,789 % |
|
61 |
5,596 % |
6,001 % |
2,749 % |
3,818 % |
7,294 % |
7,744 % |
|
62 |
5,593 % |
5,973 % |
2,758 % |
3,810 % |
7,262 % |
7,700 % |
|
63 |
5,589 % |
5,947 % |
2,766 % |
3,802 % |
7,232 % |
7,658 % |
|
64 |
5,585 % |
5,921 % |
2,774 % |
3,794 % |
7,202 % |
7,616 % |
|
65 |
5,582 % |
5,896 % |
2,782 % |
3,787 % |
7,174 % |
7,577 % |
|
66 |
5,578 % |
5,871 % |
2,790 % |
3,780 % |
7,146 % |
7,538 % |
|
67 |
5,575 % |
5,848 % |
2,798 % |
3,772 % |
7,119 % |
7,500 % |
|
68 |
5,572 % |
5,825 % |
2,805 % |
3,766 % |
7,093 % |
7,464 % |
|
69 |
5,569 % |
5,803 % |
2,812 % |
3,759 % |
7,067 % |
7,429 % |
|
70 |
5,566 % |
5,781 % |
2,819 % |
3,752 % |
7,043 % |
7,394 % |
|
71 |
5,563 % |
5,760 % |
2,826 % |
3,746 % |
7,019 % |
7,361 % |
|
72 |
5,560 % |
5,740 % |
2,832 % |
3,740 % |
6,995 % |
7,329 % |
|
73 |
5,557 % |
5,720 % |
2,838 % |
3,734 % |
6,973 % |
7,297 % |
|
74 |
5,554 % |
5,701 % |
2,845 % |
3,728 % |
6,950 % |
7,266 % |
|
75 |
5,552 % |
5,682 % |
2,851 % |
3,722 % |
6,929 % |
7,237 % |
|
76 |
5,549 % |
5,664 % |
2,856 % |
3,717 % |
6,908 % |
7,207 % |
|
77 |
5,546 % |
5,646 % |
2,862 % |
3,711 % |
6,888 % |
7,179 % |
|
78 |
5,544 % |
5,629 % |
2,868 % |
3,706 % |
6,868 % |
7,152 % |
|
79 |
5,541 % |
5,612 % |
2,873 % |
3,701 % |
6,849 % |
7,125 % |
|
80 |
5,539 % |
5,595 % |
2,879 % |
3,696 % |
6,830 % |
7,099 % |
|
81 |
5,537 % |
5,579 % |
2,884 % |
3,691 % |
6,811 % |
7,073 % |
|
82 |
5,534 % |
5,563 % |
2,889 % |
3,686 % |
6,793 % |
7,048 % |
|
83 |
5,532 % |
5,548 % |
2,894 % |
3,682 % |
6,776 % |
7,024 % |
|
84 |
5,530 % |
5,533 % |
2,898 % |
3,677 % |
6,759 % |
7,000 % |
|
85 |
5,528 % |
5,519 % |
2,903 % |
3,673 % |
6,742 % |
6,977 % |
|
86 |
5,526 % |
5,504 % |
2,908 % |
3,668 % |
6,726 % |
6,954 % |
|
87 |
5,524 % |
5,490 % |
2,912 % |
3,664 % |
6,710 % |
6,932 % |
|
88 |
5,522 % |
5,477 % |
2,917 % |
3,660 % |
6,694 % |
6,911 % |
|
89 |
5,520 % |
5,464 % |
2,921 % |
3,656 % |
6,679 % |
6,890 % |
|
90 |
5,518 % |
5,451 % |
2,925 % |
3,652 % |
6,664 % |
6,869 % |
|
91 |
5,516 % |
5,438 % |
2,929 % |
3,648 % |
6,650 % |
6,849 % |
|
92 |
5,515 % |
5,425 % |
2,933 % |
3,644 % |
6,636 % |
6,829 % |
|
93 |
5,513 % |
5,413 % |
2,937 % |
3,641 % |
6,622 % |
6,810 % |
|
94 |
5,511 % |
5,401 % |
2,941 % |
3,637 % |
6,608 % |
6,791 % |
|
95 |
5,509 % |
5,390 % |
2,945 % |
3,633 % |
6,595 % |
6,773 % |
|
96 |
5,508 % |
5,378 % |
2,949 % |
3,630 % |
6,582 % |
6,754 % |
|
97 |
5,506 % |
5,367 % |
2,952 % |
3,626 % |
6,569 % |
6,737 % |
|
98 |
5,505 % |
5,356 % |
2,956 % |
3,623 % |
6,556 % |
6,719 % |
|
99 |
5,503 % |
5,345 % |
2,959 % |
3,620 % |
6,544 % |
6,702 % |
|
100 |
5,501 % |
5,335 % |
2,963 % |
3,617 % |
6,532 % |
6,686 % |
|
101 |
5,500 % |
5,325 % |
2,966 % |
3,614 % |
6,520 % |
6,669 % |
|
102 |
5,498 % |
5,315 % |
2,969 % |
3,610 % |
6,509 % |
6,653 % |
|
103 |
5,497 % |
5,305 % |
2,972 % |
3,607 % |
6,497 % |
6,638 % |
|
104 |
5,496 % |
5,295 % |
2,976 % |
3,604 % |
6,486 % |
6,622 % |
|
105 |
5,494 % |
5,285 % |
2,979 % |
3,602 % |
6,476 % |
6,607 % |
|
106 |
5,493 % |
5,276 % |
2,982 % |
3,599 % |
6,465 % |
6,592 % |
|
107 |
5,492 % |
5,267 % |
2,985 % |
3,596 % |
6,454 % |
6,578 % |
|
108 |
5,490 % |
5,258 % |
2,988 % |
3,593 % |
6,444 % |
6,564 % |
|
109 |
5,489 % |
5,249 % |
2,990 % |
3,590 % |
6,434 % |
6,550 % |
|
110 |
5,488 % |
5,240 % |
2,993 % |
3,588 % |
6,424 % |
6,536 % |
|
111 |
5,486 % |
5,232 % |
2,996 % |
3,585 % |
6,414 % |
6,523 % |
|
112 |
5,485 % |
5,224 % |
2,999 % |
3,583 % |
6,405 % |
6,509 % |
|
113 |
5,484 % |
5,215 % |
3,001 % |
3,580 % |
6,395 % |
6,496 % |
|
114 |
5,483 % |
5,207 % |
3,004 % |
3,578 % |
6,386 % |
6,484 % |
|
115 |
5,482 % |
5,199 % |
3,006 % |
3,575 % |
6,377 % |
6,471 % |
|
116 |
5,481 % |
5,192 % |
3,009 % |
3,573 % |
6,368 % |
6,459 % |
|
117 |
5,479 % |
5,184 % |
3,012 % |
3,571 % |
6,360 % |
6,447 % |
|
118 |
5,478 % |
5,176 % |
3,014 % |
3,568 % |
6,351 % |
6,435 % |
|
119 |
5,477 % |
5,169 % |
3,016 % |
3,566 % |
6,342 % |
6,423 % |
|
120 |
5,476 % |
5,162 % |
3,019 % |
3,564 % |
6,334 % |
6,411 % |
|
121 |
5,475 % |
5,155 % |
3,021 % |
3,562 % |
6,326 % |
6,400 % |
|
122 |
5,474 % |
5,148 % |
3,023 % |
3,559 % |
6,318 % |
6,389 % |
|
123 |
5,473 % |
5,141 % |
3,026 % |
3,557 % |
6,310 % |
6,378 % |
|
124 |
5,472 % |
5,134 % |
3,028 % |
3,555 % |
6,302 % |
6,367 % |
|
125 |
5,471 % |
5,127 % |
3,030 % |
3,553 % |
6,295 % |
6,357 % |
|
126 |
5,470 % |
5,121 % |
3,032 % |
3,551 % |
6,287 % |
6,346 % |
|
127 |
5,469 % |
5,114 % |
3,034 % |
3,549 % |
6,280 % |
6,336 % |
|
128 |
5,468 % |
5,108 % |
3,036 % |
3,547 % |
6,272 % |
6,326 % |
|
129 |
5,467 % |
5,101 % |
3,038 % |
3,545 % |
6,265 % |
6,316 % |
|
130 |
5,466 % |
5,095 % |
3,040 % |
3,544 % |
6,258 % |
6,306 % |
|
131 |
5,466 % |
5,089 % |
3,042 % |
3,542 % |
6,251 % |
6,296 % |
|
132 |
5,465 % |
5,083 % |
3,044 % |
3,540 % |
6,244 % |
6,287 % |
|
133 |
5,464 % |
5,077 % |
3,046 % |
3,538 % |
6,238 % |
6,278 % |
|
134 |
5,463 % |
5,071 % |
3,048 % |
3,536 % |
6,231 % |
6,268 % |
|
135 |
5,462 % |
5,066 % |
3,050 % |
3,534 % |
6,224 % |
6,259 % |
|
136 |
5,461 % |
5,060 % |
3,052 % |
3,533 % |
6,218 % |
6,250 % |
|
137 |
5,461 % |
5,054 % |
3,054 % |
3,531 % |
6,212 % |
6,241 % |
|
138 |
5,460 % |
5,049 % |
3,055 % |
3,529 % |
6,205 % |
6,233 % |
|
139 |
5,459 % |
5,043 % |
3,057 % |
3,528 % |
6,199 % |
6,224 % |
|
140 |
5,458 % |
5,038 % |
3,059 % |
3,526 % |
6,193 % |
6,216 % |
|
141 |
5,457 % |
5,033 % |
3,061 % |
3,524 % |
6,187 % |
6,208 % |
|
142 |
5,457 % |
5,028 % |
3,062 % |
3,523 % |
6,181 % |
6,199 % |
|
143 |
5,456 % |
5,023 % |
3,064 % |
3,521 % |
6,175 % |
6,191 % |
|
144 |
5,455 % |
5,018 % |
3,066 % |
3,520 % |
6,170 % |
6,183 % |
|
145 |
5,454 % |
5,013 % |
3,067 % |
3,518 % |
6,164 % |
6,175 % |
|
146 |
5,454 % |
5,008 % |
3,069 % |
3,517 % |
6,158 % |
6,168 % |
|
147 |
5,453 % |
5,003 % |
3,070 % |
3,515 % |
6,153 % |
6,160 % |
|
148 |
5,452 % |
4,998 % |
3,072 % |
3,514 % |
6,147 % |
6,152 % |
|
149 |
5,452 % |
4,993 % |
3,073 % |
3,512 % |
6,142 % |
6,145 % |
|
150 |
5,451 % |
4,989 % |
3,075 % |
3,511 % |
6,137 % |
6,138 % |
|
Term to maturity (in years) |
Renminbi-yuan |
Ringgit |
Singapore dollar |
South Korean won |
Turkish lira |
US dollar |
|
1 |
1,306 % |
3,011 % |
2,657 % |
2,584 % |
41,715 % |
4,180 % |
|
2 |
1,245 % |
3,111 % |
2,621 % |
2,450 % |
38,131 % |
4,086 % |
|
3 |
1,235 % |
3,211 % |
2,633 % |
2,430 % |
34,939 % |
4,063 % |
|
4 |
1,256 % |
3,300 % |
2,661 % |
2,439 % |
32,230 % |
4,041 % |
|
5 |
1,287 % |
3,373 % |
2,690 % |
2,447 % |
30,073 % |
4,017 % |
|
6 |
1,318 % |
3,433 % |
2,715 % |
2,455 % |
28,299 % |
4,055 % |
|
7 |
1,354 % |
3,485 % |
2,737 % |
2,469 % |
26,818 % |
4,051 % |
|
8 |
1,399 % |
3,521 % |
2,757 % |
2,488 % |
25,612 % |
4,076 % |
|
9 |
1,454 % |
3,556 % |
2,776 % |
2,502 % |
24,589 % |
4,056 % |
|
10 |
1,520 % |
3,590 % |
2,793 % |
2,501 % |
23,703 % |
4,067 % |
|
11 |
1,596 % |
3,623 % |
2,810 % |
2,484 % |
22,918 % |
4,082 % |
|
12 |
1,679 % |
3,657 % |
2,825 % |
2,455 % |
22,208 % |
4,095 % |
|
13 |
1,763 % |
3,690 % |
2,840 % |
2,422 % |
21,553 % |
4,110 % |
|
14 |
1,848 % |
3,721 % |
2,854 % |
2,388 % |
20,944 % |
4,124 % |
|
15 |
1,931 % |
3,752 % |
2,867 % |
2,357 % |
20,370 % |
4,134 % |
|
16 |
2,013 % |
3,782 % |
2,880 % |
2,329 % |
19,826 % |
4,138 % |
|
17 |
2,091 % |
3,810 % |
2,892 % |
2,306 % |
19,309 % |
4,136 % |
|
18 |
2,167 % |
3,836 % |
2,904 % |
2,288 % |
18,816 % |
4,129 % |
|
19 |
2,240 % |
3,858 % |
2,915 % |
2,277 % |
18,344 % |
4,118 % |
|
20 |
2,309 % |
3,877 % |
2,926 % |
2,272 % |
17,893 % |
4,103 % |
|
21 |
2,375 % |
3,891 % |
2,936 % |
2,273 % |
17,462 % |
4,084 % |
|
22 |
2,439 % |
3,901 % |
2,946 % |
2,280 % |
17,050 % |
4,063 % |
|
23 |
2,499 % |
3,909 % |
2,955 % |
2,290 % |
16,656 % |
4,038 % |
|
24 |
2,556 % |
3,914 % |
2,964 % |
2,304 % |
16,279 % |
4,012 % |
|
25 |
2,611 % |
3,917 % |
2,973 % |
2,319 % |
15,920 % |
3,983 % |
|
26 |
2,663 % |
3,918 % |
2,981 % |
2,336 % |
15,577 % |
3,953 % |
|
27 |
2,713 % |
3,918 % |
2,989 % |
2,353 % |
15,251 % |
3,922 % |
|
28 |
2,760 % |
3,917 % |
2,996 % |
2,372 % |
14,940 % |
3,892 % |
|
29 |
2,806 % |
3,915 % |
3,004 % |
2,390 % |
14,643 % |
3,863 % |
|
30 |
2,849 % |
3,912 % |
3,011 % |
2,409 % |
14,361 % |
3,835 % |
|
31 |
2,890 % |
3,909 % |
3,017 % |
2,428 % |
14,093 % |
3,810 % |
|
32 |
2,929 % |
3,905 % |
3,024 % |
2,447 % |
13,837 % |
3,788 % |
|
33 |
2,966 % |
3,901 % |
3,030 % |
2,466 % |
13,594 % |
3,767 % |
|
34 |
3,002 % |
3,897 % |
3,036 % |
2,484 % |
13,362 % |
3,747 % |
|
35 |
3,036 % |
3,892 % |
3,042 % |
2,502 % |
13,141 % |
3,730 % |
|
36 |
3,069 % |
3,888 % |
3,048 % |
2,519 % |
12,931 % |
3,713 % |
|
37 |
3,100 % |
3,883 % |
3,053 % |
2,536 % |
12,730 % |
3,698 % |
|
38 |
3,130 % |
3,879 % |
3,058 % |
2,552 % |
12,539 % |
3,684 % |
|
39 |
3,159 % |
3,874 % |
3,063 % |
2,568 % |
12,357 % |
3,671 % |
|
40 |
3,186 % |
3,869 % |
3,068 % |
2,584 % |
12,183 % |
3,659 % |
|
41 |
3,213 % |
3,864 % |
3,073 % |
2,599 % |
12,017 % |
3,648 % |
|
42 |
3,238 % |
3,860 % |
3,077 % |
2,614 % |
11,858 % |
3,637 % |
|
43 |
3,262 % |
3,855 % |
3,082 % |
2,628 % |
11,706 % |
3,627 % |
|
44 |
3,285 % |
3,851 % |
3,086 % |
2,642 % |
11,560 % |
3,618 % |
|
45 |
3,308 % |
3,846 % |
3,090 % |
2,655 % |
11,421 % |
3,609 % |
|
46 |
3,329 % |
3,842 % |
3,094 % |
2,668 % |
11,288 % |
3,601 % |
|
47 |
3,350 % |
3,838 % |
3,098 % |
2,680 % |
11,160 % |
3,593 % |
|
48 |
3,370 % |
3,833 % |
3,101 % |
2,692 % |
11,037 % |
3,585 % |
|
49 |
3,389 % |
3,829 % |
3,105 % |
2,704 % |
10,920 % |
3,578 % |
|
50 |
3,408 % |
3,825 % |
3,108 % |
2,715 % |
10,807 % |
3,572 % |
|
51 |
3,426 % |
3,821 % |
3,112 % |
2,726 % |
10,698 % |
3,565 % |
|
52 |
3,443 % |
3,818 % |
3,115 % |
2,736 % |
10,593 % |
3,559 % |
|
53 |
3,460 % |
3,814 % |
3,118 % |
2,746 % |
10,493 % |
3,554 % |
|
54 |
3,476 % |
3,810 % |
3,121 % |
2,756 % |
10,396 % |
3,548 % |
|
55 |
3,491 % |
3,807 % |
3,124 % |
2,766 % |
10,302 % |
3,543 % |
|
56 |
3,506 % |
3,803 % |
3,127 % |
2,775 % |
10,212 % |
3,538 % |
|
57 |
3,521 % |
3,800 % |
3,130 % |
2,784 % |
10,125 % |
3,534 % |
|
58 |
3,535 % |
3,797 % |
3,133 % |
2,792 % |
10,042 % |
3,529 % |
|
59 |
3,548 % |
3,794 % |
3,135 % |
2,801 % |
9,961 % |
3,525 % |
|
60 |
3,561 % |
3,791 % |
3,138 % |
2,809 % |
9,882 % |
3,521 % |
|
61 |
3,574 % |
3,788 % |
3,140 % |
2,817 % |
9,807 % |
3,517 % |
|
62 |
3,586 % |
3,785 % |
3,143 % |
2,824 % |
9,733 % |
3,513 % |
|
63 |
3,598 % |
3,782 % |
3,145 % |
2,832 % |
9,663 % |
3,509 % |
|
64 |
3,610 % |
3,779 % |
3,147 % |
2,839 % |
9,594 % |
3,506 % |
|
65 |
3,621 % |
3,777 % |
3,150 % |
2,846 % |
9,527 % |
3,502 % |
|
66 |
3,632 % |
3,774 % |
3,152 % |
2,853 % |
9,463 % |
3,499 % |
|
67 |
3,643 % |
3,772 % |
3,154 % |
2,859 % |
9,400 % |
3,496 % |
|
68 |
3,653 % |
3,769 % |
3,156 % |
2,866 % |
9,340 % |
3,493 % |
|
69 |
3,663 % |
3,767 % |
3,158 % |
2,872 % |
9,281 % |
3,490 % |
|
70 |
3,673 % |
3,764 % |
3,160 % |
2,878 % |
9,224 % |
3,487 % |
|
71 |
3,682 % |
3,762 % |
3,162 % |
2,884 % |
9,168 % |
3,484 % |
|
72 |
3,691 % |
3,760 % |
3,164 % |
2,890 % |
9,114 % |
3,481 % |
|
73 |
3,700 % |
3,758 % |
3,166 % |
2,895 % |
9,062 % |
3,479 % |
|
74 |
3,709 % |
3,756 % |
3,167 % |
2,901 % |
9,011 % |
3,476 % |
|
75 |
3,717 % |
3,754 % |
3,169 % |
2,906 % |
8,961 % |
3,474 % |
|
76 |
3,726 % |
3,752 % |
3,171 % |
2,911 % |
8,913 % |
3,471 % |
|
77 |
3,734 % |
3,750 % |
3,172 % |
2,916 % |
8,866 % |
3,469 % |
|
78 |
3,742 % |
3,748 % |
3,174 % |
2,921 % |
8,820 % |
3,467 % |
|
79 |
3,749 % |
3,746 % |
3,175 % |
2,926 % |
8,776 % |
3,465 % |
|
80 |
3,757 % |
3,744 % |
3,177 % |
2,930 % |
8,732 % |
3,463 % |
|
81 |
3,764 % |
3,742 % |
3,178 % |
2,935 % |
8,690 % |
3,461 % |
|
82 |
3,771 % |
3,741 % |
3,180 % |
2,939 % |
8,648 % |
3,458 % |
|
83 |
3,778 % |
3,739 % |
3,181 % |
2,944 % |
8,608 % |
3,457 % |
|
84 |
3,785 % |
3,737 % |
3,183 % |
2,948 % |
8,569 % |
3,455 % |
|
85 |
3,792 % |
3,736 % |
3,184 % |
2,952 % |
8,530 % |
3,453 % |
|
86 |
3,798 % |
3,734 % |
3,185 % |
2,956 % |
8,493 % |
3,451 % |
|
87 |
3,804 % |
3,733 % |
3,187 % |
2,960 % |
8,456 % |
3,449 % |
|
88 |
3,810 % |
3,731 % |
3,188 % |
2,964 % |
8,420 % |
3,447 % |
|
89 |
3,817 % |
3,730 % |
3,189 % |
2,968 % |
8,385 % |
3,446 % |
|
90 |
3,822 % |
3,728 % |
3,190 % |
2,971 % |
8,351 % |
3,444 % |
|
91 |
3,828 % |
3,727 % |
3,192 % |
2,975 % |
8,318 % |
3,443 % |
|
92 |
3,834 % |
3,725 % |
3,193 % |
2,979 % |
8,285 % |
3,441 % |
|
93 |
3,839 % |
3,724 % |
3,194 % |
2,982 % |
8,253 % |
3,439 % |
|
94 |
3,845 % |
3,723 % |
3,195 % |
2,985 % |
8,222 % |
3,438 % |
|
95 |
3,850 % |
3,721 % |
3,196 % |
2,989 % |
8,191 % |
3,436 % |
|
96 |
3,855 % |
3,720 % |
3,197 % |
2,992 % |
8,161 % |
3,435 % |
|
97 |
3,860 % |
3,719 % |
3,198 % |
2,995 % |
8,132 % |
3,434 % |
|
98 |
3,865 % |
3,718 % |
3,199 % |
2,998 % |
8,103 % |
3,432 % |
|
99 |
3,870 % |
3,717 % |
3,200 % |
3,001 % |
8,075 % |
3,431 % |
|
100 |
3,875 % |
3,715 % |
3,201 % |
3,004 % |
8,047 % |
3,430 % |
|
101 |
3,880 % |
3,714 % |
3,202 % |
3,007 % |
8,020 % |
3,428 % |
|
102 |
3,884 % |
3,713 % |
3,203 % |
3,010 % |
7,994 % |
3,427 % |
|
103 |
3,889 % |
3,712 % |
3,204 % |
3,013 % |
7,968 % |
3,426 % |
|
104 |
3,893 % |
3,711 % |
3,205 % |
3,016 % |
7,942 % |
3,425 % |
|
105 |
3,898 % |
3,710 % |
3,206 % |
3,018 % |
7,917 % |
3,423 % |
|
106 |
3,902 % |
3,709 % |
3,207 % |
3,021 % |
7,893 % |
3,422 % |
|
107 |
3,906 % |
3,708 % |
3,208 % |
3,024 % |
7,869 % |
3,421 % |
|
108 |
3,910 % |
3,707 % |
3,209 % |
3,026 % |
7,845 % |
3,420 % |
|
109 |
3,914 % |
3,706 % |
3,209 % |
3,029 % |
7,822 % |
3,419 % |
|
110 |
3,918 % |
3,705 % |
3,210 % |
3,031 % |
7,799 % |
3,418 % |
|
111 |
3,922 % |
3,704 % |
3,211 % |
3,033 % |
7,777 % |
3,417 % |
|
112 |
3,926 % |
3,703 % |
3,212 % |
3,036 % |
7,755 % |
3,416 % |
|
113 |
3,930 % |
3,702 % |
3,213 % |
3,038 % |
7,733 % |
3,415 % |
|
114 |
3,933 % |
3,701 % |
3,213 % |
3,040 % |
7,712 % |
3,414 % |
|
115 |
3,937 % |
3,700 % |
3,214 % |
3,043 % |
7,691 % |
3,413 % |
|
116 |
3,940 % |
3,699 % |
3,215 % |
3,045 % |
7,671 % |
3,412 % |
|
117 |
3,944 % |
3,699 % |
3,216 % |
3,047 % |
7,651 % |
3,411 % |
|
118 |
3,947 % |
3,698 % |
3,216 % |
3,049 % |
7,631 % |
3,410 % |
|
119 |
3,951 % |
3,697 % |
3,217 % |
3,051 % |
7,612 % |
3,409 % |
|
120 |
3,954 % |
3,696 % |
3,218 % |
3,053 % |
7,593 % |
3,408 % |
|
121 |
3,957 % |
3,695 % |
3,218 % |
3,055 % |
7,574 % |
3,407 % |
|
122 |
3,961 % |
3,695 % |
3,219 % |
3,057 % |
7,556 % |
3,406 % |
|
123 |
3,964 % |
3,694 % |
3,220 % |
3,059 % |
7,538 % |
3,405 % |
|
124 |
3,967 % |
3,693 % |
3,220 % |
3,061 % |
7,520 % |
3,404 % |
|
125 |
3,970 % |
3,692 % |
3,221 % |
3,063 % |
7,502 % |
3,404 % |
|
126 |
3,973 % |
3,692 % |
3,222 % |
3,065 % |
7,485 % |
3,403 % |
|
127 |
3,976 % |
3,691 % |
3,222 % |
3,067 % |
7,468 % |
3,402 % |
|
128 |
3,979 % |
3,690 % |
3,223 % |
3,069 % |
7,451 % |
3,401 % |
|
129 |
3,982 % |
3,689 % |
3,223 % |
3,071 % |
7,435 % |
3,400 % |
|
130 |
3,984 % |
3,689 % |
3,224 % |
3,072 % |
7,419 % |
3,400 % |
|
131 |
3,987 % |
3,688 % |
3,225 % |
3,074 % |
7,403 % |
3,399 % |
|
132 |
3,990 % |
3,687 % |
3,225 % |
3,076 % |
7,387 % |
3,398 % |
|
133 |
3,993 % |
3,687 % |
3,226 % |
3,078 % |
7,372 % |
3,397 % |
|
134 |
3,995 % |
3,686 % |
3,226 % |
3,079 % |
7,356 % |
3,397 % |
|
135 |
3,998 % |
3,685 % |
3,227 % |
3,081 % |
7,341 % |
3,396 % |
|
136 |
4,001 % |
3,685 % |
3,227 % |
3,082 % |
7,327 % |
3,395 % |
|
137 |
4,003 % |
3,684 % |
3,228 % |
3,084 % |
7,312 % |
3,394 % |
|
138 |
4,006 % |
3,684 % |
3,228 % |
3,086 % |
7,298 % |
3,394 % |
|
139 |
4,008 % |
3,683 % |
3,229 % |
3,087 % |
7,283 % |
3,393 % |
|
140 |
4,011 % |
3,682 % |
3,229 % |
3,089 % |
7,270 % |
3,392 % |
|
141 |
4,013 % |
3,682 % |
3,230 % |
3,090 % |
7,256 % |
3,392 % |
|
142 |
4,015 % |
3,681 % |
3,230 % |
3,092 % |
7,242 % |
3,391 % |
|
143 |
4,018 % |
3,681 % |
3,231 % |
3,093 % |
7,229 % |
3,390 % |
|
144 |
4,020 % |
3,680 % |
3,231 % |
3,094 % |
7,216 % |
3,390 % |
|
145 |
4,022 % |
3,680 % |
3,232 % |
3,096 % |
7,203 % |
3,389 % |
|
146 |
4,024 % |
3,679 % |
3,232 % |
3,097 % |
7,190 % |
3,389 % |
|
147 |
4,027 % |
3,678 % |
3,233 % |
3,099 % |
7,177 % |
3,388 % |
|
148 |
4,029 % |
3,678 % |
3,233 % |
3,100 % |
7,165 % |
3,387 % |
|
149 |
4,031 % |
3,677 % |
3,234 % |
3,101 % |
7,153 % |
3,387 % |
|
150 |
4,033 % |
3,677 % |
3,234 % |
3,103 % |
7,141 % |
3,386 % |
|
Term to maturity (in years) |
Yen |
|
1 |
0,516 % |
|
2 |
0,639 % |
|
3 |
0,688 % |
|
4 |
0,731 % |
|
5 |
0,770 % |
|
6 |
0,816 % |
|
7 |
0,868 % |
|
8 |
0,924 % |
|
9 |
0,983 % |
|
10 |
1,048 % |
|
11 |
1,115 % |
|
12 |
1,182 % |
|
13 |
1,250 % |
|
14 |
1,320 % |
|
15 |
1,389 % |
|
16 |
1,459 % |
|
17 |
1,525 % |
|
18 |
1,588 % |
|
19 |
1,644 % |
|
20 |
1,693 % |
|
21 |
1,735 % |
|
22 |
1,771 % |
|
23 |
1,803 % |
|
24 |
1,831 % |
|
25 |
1,857 % |
|
26 |
1,881 % |
|
27 |
1,905 % |
|
28 |
1,928 % |
|
29 |
1,951 % |
|
30 |
1,975 % |
|
31 |
1,999 % |
|
32 |
2,024 % |
|
33 |
2,049 % |
|
34 |
2,074 % |
|
35 |
2,099 % |
|
36 |
2,123 % |
|
37 |
2,148 % |
|
38 |
2,171 % |
|
39 |
2,195 % |
|
40 |
2,218 % |
|
41 |
2,240 % |
|
42 |
2,262 % |
|
43 |
2,283 % |
|
44 |
2,303 % |
|
45 |
2,323 % |
|
46 |
2,343 % |
|
47 |
2,362 % |
|
48 |
2,380 % |
|
49 |
2,398 % |
|
50 |
2,415 % |
|
51 |
2,432 % |
|
52 |
2,448 % |
|
53 |
2,464 % |
|
54 |
2,479 % |
|
55 |
2,494 % |
|
56 |
2,509 % |
|
57 |
2,523 % |
|
58 |
2,536 % |
|
59 |
2,549 % |
|
60 |
2,562 % |
|
61 |
2,575 % |
|
62 |
2,587 % |
|
63 |
2,598 % |
|
64 |
2,610 % |
|
65 |
2,621 % |
|
66 |
2,632 % |
|
67 |
2,642 % |
|
68 |
2,652 % |
|
69 |
2,662 % |
|
70 |
2,672 % |
|
71 |
2,681 % |
|
72 |
2,690 % |
|
73 |
2,699 % |
|
74 |
2,708 % |
|
75 |
2,716 % |
|
76 |
2,724 % |
|
77 |
2,733 % |
|
78 |
2,740 % |
|
79 |
2,748 % |
|
80 |
2,755 % |
|
81 |
2,763 % |
|
82 |
2,770 % |
|
83 |
2,777 % |
|
84 |
2,784 % |
|
85 |
2,790 % |
|
86 |
2,797 % |
|
87 |
2,803 % |
|
88 |
2,809 % |
|
89 |
2,815 % |
|
90 |
2,821 % |
|
91 |
2,827 % |
|
92 |
2,833 % |
|
93 |
2,838 % |
|
94 |
2,843 % |
|
95 |
2,849 % |
|
96 |
2,854 % |
|
97 |
2,859 % |
|
98 |
2,864 % |
|
99 |
2,869 % |
|
100 |
2,874 % |
|
101 |
2,878 % |
|
102 |
2,883 % |
|
103 |
2,888 % |
|
104 |
2,892 % |
|
105 |
2,896 % |
|
106 |
2,901 % |
|
107 |
2,905 % |
|
108 |
2,909 % |
|
109 |
2,913 % |
|
110 |
2,917 % |
|
111 |
2,921 % |
|
112 |
2,925 % |
|
113 |
2,928 % |
|
114 |
2,932 % |
|
115 |
2,936 % |
|
116 |
2,939 % |
|
117 |
2,943 % |
|
118 |
2,946 % |
|
119 |
2,950 % |
|
120 |
2,953 % |
|
121 |
2,956 % |
|
122 |
2,959 % |
|
123 |
2,963 % |
|
124 |
2,966 % |
|
125 |
2,969 % |
|
126 |
2,972 % |
|
127 |
2,975 % |
|
128 |
2,978 % |
|
129 |
2,981 % |
|
130 |
2,983 % |
|
131 |
2,986 % |
|
132 |
2,989 % |
|
133 |
2,992 % |
|
134 |
2,994 % |
|
135 |
2,997 % |
|
136 |
3,000 % |
|
137 |
3,002 % |
|
138 |
3,005 % |
|
139 |
3,007 % |
|
140 |
3,010 % |
|
141 |
3,012 % |
|
142 |
3,014 % |
|
143 |
3,017 % |
|
144 |
3,019 % |
|
145 |
3,021 % |
|
146 |
3,024 % |
|
147 |
3,026 % |
|
148 |
3,028 % |
|
149 |
3,030 % |
|
150 |
3,032 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
1.
Exposures to central governments and central banks
|
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czechia |
Cyprus |
Denmark |
|
1 |
0 |
0 |
26 |
5 |
0 |
19 |
0 |
|
2 |
0 |
0 |
33 |
5 |
0 |
33 |
0 |
|
3 |
0 |
0 |
38 |
5 |
0 |
38 |
0 |
|
4 |
0 |
1 |
41 |
5 |
2 |
40 |
0 |
|
5 |
0 |
2 |
46 |
6 |
3 |
43 |
0 |
|
6 |
0 |
3 |
49 |
6 |
5 |
45 |
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 |
325 |
4 |
12 |
|
2 |
0 |
0 |
0 |
0 |
204 |
4 |
17 |
|
3 |
0 |
0 |
0 |
0 |
182 |
4 |
19 |
|
4 |
1 |
0 |
0 |
0 |
161 |
4 |
20 |
|
5 |
2 |
0 |
0 |
0 |
148 |
4 |
21 |
|
6 |
3 |
0 |
0 |
0 |
146 |
4 |
23 |
|
7 |
4 |
0 |
0 |
0 |
145 |
4 |
24 |
|
8 |
5 |
0 |
1 |
0 |
149 |
3 |
25 |
|
9 |
6 |
0 |
2 |
0 |
150 |
1 |
25 |
|
10 |
7 |
1 |
3 |
0 |
152 |
4 |
26 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
3 |
3 |
0 |
12 |
0 |
4 |
|
2 |
13 |
7 |
9 |
0 |
17 |
0 |
4 |
|
3 |
18 |
10 |
12 |
0 |
20 |
0 |
4 |
|
4 |
21 |
12 |
14 |
0 |
21 |
0 |
4 |
|
5 |
23 |
14 |
16 |
0 |
22 |
0 |
4 |
|
6 |
25 |
15 |
18 |
0 |
23 |
0 |
4 |
|
7 |
27 |
17 |
20 |
0 |
24 |
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 |
3 |
0 |
0 |
|
2 |
33 |
14 |
12 |
16 |
9 |
0 |
0 |
|
3 |
38 |
16 |
14 |
20 |
12 |
0 |
0 |
|
4 |
39 |
17 |
16 |
24 |
14 |
0 |
0 |
|
5 |
42 |
18 |
17 |
28 |
16 |
0 |
0 |
|
6 |
45 |
19 |
19 |
31 |
18 |
0 |
0 |
|
7 |
46 |
21 |
20 |
33 |
20 |
0 |
0 |
|
8 |
46 |
22 |
22 |
34 |
21 |
0 |
0 |
|
9 |
45 |
23 |
22 |
35 |
23 |
0 |
0 |
|
10 |
44 |
21 |
23 |
35 |
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 |
8 |
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 |
18 |
15 |
0 |
4 |
|
7 |
11 |
0 |
0 |
21 |
15 |
0 |
4 |
|
8 |
11 |
0 |
0 |
23 |
15 |
0 |
4 |
|
9 |
11 |
0 |
0 |
24 |
15 |
0 |
4 |
|
10 |
11 |
0 |
0 |
26 |
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 |
105 |
220 |
491 |
1 137 |
|
2 |
6 |
19 |
41 |
105 |
220 |
491 |
923 |
|
3 |
7 |
21 |
42 |
101 |
216 |
488 |
760 |
|
4 |
9 |
24 |
45 |
104 |
215 |
487 |
634 |
|
5 |
10 |
26 |
50 |
107 |
215 |
487 |
536 |
|
6 |
11 |
28 |
54 |
111 |
215 |
487 |
487 |
|
7 |
12 |
30 |
56 |
114 |
215 |
487 |
487 |
|
8 |
13 |
31 |
56 |
113 |
215 |
487 |
487 |
|
9 |
13 |
32 |
56 |
112 |
215 |
487 |
487 |
|
10 |
13 |
33 |
56 |
112 |
215 |
487 |
487 |
|
11 |
14 |
34 |
56 |
112 |
215 |
487 |
487 |
|
12 |
14 |
35 |
56 |
112 |
215 |
487 |
487 |
|
13 |
14 |
35 |
56 |
112 |
215 |
487 |
487 |
|
14 |
15 |
35 |
56 |
112 |
215 |
487 |
487 |
|
15 |
15 |
36 |
56 |
112 |
215 |
487 |
487 |
|
16 |
15 |
35 |
56 |
112 |
215 |
487 |
487 |
|
17 |
16 |
35 |
56 |
112 |
215 |
487 |
487 |
|
18 |
17 |
35 |
56 |
112 |
215 |
487 |
487 |
|
19 |
18 |
35 |
56 |
112 |
215 |
487 |
487 |
|
20 |
19 |
35 |
56 |
112 |
215 |
487 |
487 |
|
21 |
19 |
35 |
56 |
112 |
215 |
487 |
487 |
|
22 |
21 |
35 |
56 |
112 |
215 |
487 |
487 |
|
23 |
22 |
35 |
56 |
112 |
215 |
487 |
487 |
|
24 |
23 |
36 |
56 |
112 |
215 |
487 |
487 |
|
25 |
23 |
36 |
56 |
112 |
215 |
487 |
487 |
|
26 |
24 |
36 |
56 |
112 |
215 |
487 |
487 |
|
27 |
25 |
36 |
56 |
112 |
215 |
487 |
487 |
|
28 |
26 |
36 |
56 |
112 |
215 |
487 |
487 |
|
29 |
26 |
36 |
56 |
112 |
215 |
487 |
487 |
|
30 |
27 |
36 |
56 |
112 |
215 |
487 |
487 |
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 |
233 |
505 |
1 162 |
|
2 |
20 |
33 |
55 |
120 |
234 |
506 |
944 |
|
3 |
21 |
35 |
56 |
115 |
230 |
502 |
777 |
|
4 |
22 |
37 |
59 |
117 |
229 |
501 |
648 |
|
5 |
23 |
39 |
63 |
119 |
228 |
500 |
547 |
|
6 |
23 |
40 |
65 |
123 |
227 |
499 |
499 |
|
7 |
24 |
41 |
67 |
125 |
226 |
498 |
498 |
|
8 |
23 |
41 |
66 |
123 |
226 |
498 |
498 |
|
9 |
23 |
42 |
66 |
122 |
225 |
497 |
497 |
|
10 |
23 |
42 |
65 |
121 |
225 |
497 |
497 |
|
11 |
23 |
43 |
65 |
121 |
224 |
496 |
496 |
|
12 |
22 |
43 |
64 |
120 |
223 |
496 |
496 |
|
13 |
22 |
43 |
64 |
120 |
223 |
495 |
495 |
|
14 |
22 |
43 |
63 |
119 |
222 |
495 |
495 |
|
15 |
21 |
42 |
63 |
119 |
222 |
494 |
494 |
|
16 |
21 |
42 |
63 |
119 |
222 |
494 |
494 |
|
17 |
21 |
42 |
63 |
119 |
222 |
494 |
494 |
|
18 |
21 |
42 |
63 |
119 |
222 |
494 |
494 |
|
19 |
21 |
42 |
63 |
119 |
222 |
494 |
494 |
|
20 |
21 |
42 |
63 |
119 |
222 |
494 |
494 |
|
21 |
22 |
43 |
63 |
119 |
222 |
494 |
494 |
|
22 |
22 |
43 |
63 |
119 |
222 |
495 |
495 |
|
23 |
22 |
43 |
63 |
120 |
223 |
495 |
495 |
|
24 |
23 |
43 |
63 |
119 |
223 |
495 |
495 |
|
25 |
24 |
43 |
63 |
119 |
222 |
495 |
495 |
|
26 |
25 |
43 |
63 |
119 |
222 |
494 |
494 |
|
27 |
25 |
43 |
63 |
119 |
222 |
494 |
494 |
|
28 |
26 |
42 |
63 |
119 |
222 |
494 |
494 |
|
29 |
27 |
42 |
63 |
119 |
222 |
494 |
494 |
|
30 |
27 |
42 |
63 |
119 |
222 |
494 |
494 |
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 |
105 |
219 |
491 |
1 137 |
|
2 |
6 |
19 |
41 |
105 |
219 |
491 |
923 |
|
3 |
7 |
21 |
42 |
101 |
216 |
488 |
760 |
|
4 |
9 |
24 |
45 |
103 |
215 |
487 |
634 |
|
5 |
10 |
26 |
50 |
107 |
215 |
487 |
536 |
|
6 |
11 |
28 |
53 |
111 |
215 |
487 |
487 |
|
7 |
12 |
30 |
55 |
114 |
215 |
487 |
487 |
|
8 |
12 |
31 |
55 |
113 |
215 |
487 |
487 |
|
9 |
13 |
32 |
55 |
112 |
215 |
487 |
487 |
|
10 |
13 |
33 |
56 |
112 |
215 |
487 |
487 |
|
11 |
14 |
34 |
56 |
112 |
215 |
487 |
487 |
|
12 |
14 |
35 |
56 |
112 |
215 |
487 |
487 |
|
13 |
14 |
35 |
56 |
112 |
215 |
487 |
487 |
|
14 |
14 |
35 |
56 |
112 |
215 |
487 |
487 |
|
15 |
15 |
35 |
56 |
112 |
215 |
487 |
487 |
|
16 |
15 |
35 |
56 |
112 |
215 |
487 |
487 |
|
17 |
16 |
35 |
56 |
112 |
215 |
487 |
487 |
|
18 |
17 |
35 |
56 |
112 |
215 |
487 |
487 |
|
19 |
18 |
35 |
56 |
112 |
215 |
487 |
487 |
|
20 |
19 |
35 |
56 |
112 |
215 |
487 |
487 |
|
21 |
19 |
35 |
56 |
112 |
215 |
487 |
487 |
|
22 |
21 |
35 |
56 |
112 |
215 |
487 |
487 |
|
23 |
22 |
35 |
56 |
112 |
215 |
487 |
487 |
|
24 |
23 |
35 |
56 |
112 |
215 |
487 |
487 |
|
25 |
23 |
35 |
56 |
112 |
215 |
487 |
487 |
|
26 |
24 |
35 |
56 |
112 |
215 |
487 |
487 |
|
27 |
25 |
35 |
56 |
112 |
215 |
487 |
487 |
|
28 |
26 |
35 |
56 |
112 |
215 |
487 |
487 |
|
29 |
26 |
35 |
56 |
112 |
215 |
487 |
487 |
|
30 |
27 |
35 |
56 |
112 |
215 |
487 |
487 |
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 |
78 |
91 |
113 |
178 |
292 |
564 |
1 197 |
|
2 |
75 |
88 |
110 |
175 |
289 |
561 |
978 |
|
3 |
79 |
93 |
114 |
173 |
288 |
560 |
807 |
|
4 |
78 |
93 |
115 |
173 |
285 |
557 |
674 |
|
5 |
78 |
94 |
118 |
175 |
283 |
555 |
570 |
|
6 |
78 |
95 |
120 |
177 |
282 |
554 |
554 |
|
7 |
77 |
95 |
120 |
178 |
280 |
552 |
552 |
|
8 |
76 |
95 |
119 |
176 |
279 |
551 |
551 |
|
9 |
75 |
95 |
118 |
175 |
278 |
550 |
550 |
|
10 |
73 |
93 |
116 |
172 |
275 |
547 |
547 |
|
11 |
71 |
92 |
114 |
170 |
273 |
545 |
545 |
|
12 |
71 |
91 |
113 |
169 |
272 |
544 |
544 |
|
13 |
70 |
91 |
112 |
168 |
271 |
543 |
543 |
|
14 |
70 |
91 |
112 |
168 |
271 |
543 |
543 |
|
15 |
70 |
91 |
112 |
168 |
271 |
543 |
543 |
|
16 |
70 |
90 |
111 |
167 |
270 |
542 |
542 |
|
17 |
69 |
90 |
111 |
167 |
270 |
542 |
542 |
|
18 |
69 |
90 |
110 |
166 |
269 |
542 |
542 |
|
19 |
68 |
89 |
110 |
166 |
269 |
541 |
541 |
|
20 |
68 |
89 |
109 |
165 |
268 |
540 |
540 |
|
21 |
67 |
88 |
109 |
165 |
268 |
540 |
540 |
|
22 |
66 |
87 |
108 |
164 |
267 |
539 |
539 |
|
23 |
65 |
86 |
107 |
163 |
266 |
538 |
538 |
|
24 |
64 |
85 |
106 |
162 |
265 |
537 |
537 |
|
25 |
63 |
84 |
105 |
161 |
264 |
536 |
536 |
|
26 |
62 |
83 |
104 |
160 |
263 |
535 |
535 |
|
27 |
61 |
82 |
103 |
159 |
262 |
534 |
534 |
|
28 |
60 |
81 |
102 |
158 |
261 |
533 |
533 |
|
29 |
59 |
80 |
101 |
157 |
260 |
532 |
532 |
|
30 |
58 |
79 |
100 |
156 |
259 |
531 |
531 |
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 |
44 |
109 |
223 |
495 |
1 137 |
|
2 |
11 |
24 |
46 |
111 |
225 |
497 |
925 |
|
3 |
14 |
28 |
49 |
107 |
223 |
494 |
762 |
|
4 |
15 |
30 |
52 |
110 |
222 |
494 |
636 |
|
5 |
17 |
33 |
57 |
114 |
222 |
494 |
537 |
|
6 |
18 |
35 |
60 |
118 |
222 |
494 |
494 |
|
7 |
19 |
37 |
62 |
120 |
222 |
494 |
494 |
|
8 |
19 |
37 |
62 |
119 |
221 |
494 |
494 |
|
9 |
19 |
38 |
62 |
118 |
221 |
493 |
493 |
|
10 |
19 |
38 |
61 |
118 |
221 |
493 |
493 |
|
11 |
19 |
39 |
62 |
118 |
221 |
493 |
493 |
|
12 |
20 |
40 |
62 |
118 |
221 |
493 |
493 |
|
13 |
20 |
41 |
62 |
118 |
221 |
493 |
493 |
|
14 |
20 |
41 |
62 |
118 |
221 |
493 |
493 |
|
15 |
21 |
41 |
62 |
118 |
221 |
493 |
493 |
|
16 |
21 |
41 |
62 |
118 |
221 |
493 |
493 |
|
17 |
21 |
42 |
62 |
118 |
221 |
494 |
494 |
|
18 |
21 |
42 |
63 |
119 |
222 |
494 |
494 |
|
19 |
21 |
42 |
63 |
119 |
222 |
494 |
494 |
|
20 |
22 |
43 |
64 |
120 |
223 |
495 |
495 |
|
21 |
22 |
43 |
64 |
120 |
223 |
495 |
495 |
|
22 |
23 |
43 |
64 |
120 |
223 |
495 |
495 |
|
23 |
23 |
44 |
64 |
120 |
223 |
495 |
495 |
|
24 |
23 |
44 |
64 |
120 |
223 |
496 |
496 |
|
25 |
24 |
44 |
64 |
120 |
223 |
496 |
496 |
|
26 |
24 |
44 |
64 |
120 |
223 |
495 |
495 |
|
27 |
25 |
44 |
64 |
120 |
223 |
495 |
495 |
|
28 |
26 |
43 |
64 |
120 |
223 |
495 |
495 |
|
29 |
26 |
43 |
64 |
120 |
223 |
495 |
495 |
|
30 |
27 |
43 |
64 |
120 |
223 |
495 |
495 |
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 |
219 |
491 |
1 136 |
|
2 |
5 |
18 |
40 |
105 |
219 |
491 |
923 |
|
3 |
6 |
20 |
42 |
100 |
215 |
487 |
759 |
|
4 |
8 |
23 |
45 |
103 |
214 |
487 |
633 |
|
5 |
9 |
25 |
49 |
106 |
214 |
486 |
535 |
|
6 |
10 |
27 |
53 |
110 |
214 |
486 |
486 |
|
7 |
12 |
29 |
55 |
113 |
214 |
486 |
486 |
|
8 |
12 |
30 |
55 |
112 |
214 |
486 |
486 |
|
9 |
12 |
31 |
55 |
111 |
214 |
486 |
486 |
|
10 |
12 |
32 |
55 |
111 |
214 |
486 |
486 |
|
11 |
13 |
33 |
55 |
111 |
214 |
486 |
486 |
|
12 |
13 |
34 |
55 |
111 |
214 |
486 |
486 |
|
13 |
14 |
34 |
55 |
111 |
214 |
486 |
486 |
|
14 |
14 |
35 |
55 |
111 |
214 |
486 |
486 |
|
15 |
15 |
35 |
55 |
111 |
214 |
486 |
486 |
|
16 |
15 |
35 |
55 |
111 |
214 |
486 |
486 |
|
17 |
16 |
35 |
55 |
111 |
214 |
486 |
486 |
|
18 |
17 |
35 |
55 |
111 |
214 |
486 |
486 |
|
19 |
18 |
35 |
55 |
111 |
214 |
486 |
486 |
|
20 |
19 |
35 |
55 |
111 |
214 |
486 |
486 |
|
21 |
19 |
35 |
55 |
111 |
214 |
486 |
486 |
|
22 |
21 |
35 |
55 |
111 |
214 |
486 |
486 |
|
23 |
22 |
35 |
55 |
111 |
214 |
486 |
486 |
|
24 |
23 |
35 |
55 |
111 |
214 |
487 |
487 |
|
25 |
23 |
35 |
55 |
111 |
214 |
487 |
487 |
|
26 |
24 |
35 |
55 |
111 |
214 |
487 |
487 |
|
27 |
25 |
35 |
55 |
111 |
214 |
487 |
487 |
|
28 |
26 |
35 |
55 |
111 |
214 |
487 |
487 |
|
29 |
26 |
35 |
55 |
111 |
214 |
487 |
487 |
|
30 |
27 |
35 |
55 |
111 |
215 |
487 |
487 |
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 |
50 |
135 |
238 |
510 |
1 176 |
|
2 |
7 |
24 |
50 |
135 |
238 |
510 |
955 |
|
3 |
8 |
26 |
51 |
124 |
235 |
507 |
785 |
|
4 |
10 |
29 |
54 |
116 |
233 |
505 |
654 |
|
5 |
12 |
31 |
55 |
108 |
232 |
504 |
552 |
|
6 |
14 |
34 |
59 |
103 |
231 |
503 |
503 |
|
7 |
16 |
36 |
60 |
97 |
230 |
502 |
502 |
|
8 |
18 |
38 |
59 |
92 |
229 |
501 |
501 |
|
9 |
20 |
44 |
62 |
87 |
228 |
500 |
500 |
|
10 |
20 |
44 |
60 |
85 |
227 |
499 |
499 |
|
11 |
19 |
43 |
59 |
86 |
226 |
498 |
498 |
|
12 |
19 |
43 |
60 |
87 |
225 |
497 |
497 |
|
13 |
19 |
43 |
60 |
88 |
225 |
497 |
497 |
|
14 |
19 |
43 |
60 |
88 |
224 |
496 |
496 |
|
15 |
19 |
43 |
60 |
88 |
223 |
495 |
495 |
|
16 |
19 |
44 |
60 |
88 |
222 |
494 |
494 |
|
17 |
19 |
44 |
60 |
88 |
222 |
494 |
494 |
|
18 |
19 |
44 |
60 |
88 |
221 |
493 |
493 |
|
19 |
19 |
44 |
60 |
88 |
221 |
493 |
493 |
|
20 |
20 |
44 |
60 |
88 |
221 |
493 |
493 |
|
21 |
21 |
44 |
60 |
88 |
221 |
493 |
493 |
|
22 |
22 |
44 |
60 |
88 |
221 |
493 |
493 |
|
23 |
22 |
44 |
60 |
88 |
221 |
493 |
493 |
|
24 |
23 |
44 |
60 |
88 |
220 |
492 |
492 |
|
25 |
24 |
44 |
60 |
88 |
219 |
491 |
491 |
|
26 |
25 |
44 |
60 |
88 |
219 |
491 |
491 |
|
27 |
25 |
44 |
60 |
88 |
218 |
490 |
490 |
|
28 |
26 |
44 |
60 |
88 |
218 |
490 |
490 |
|
29 |
27 |
44 |
60 |
88 |
217 |
489 |
489 |
|
30 |
28 |
44 |
60 |
88 |
217 |
489 |
489 |
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 |
81 |
94 |
116 |
181 |
295 |
567 |
1 215 |
|
2 |
81 |
94 |
116 |
180 |
294 |
566 |
991 |
|
3 |
82 |
95 |
117 |
175 |
290 |
562 |
818 |
|
4 |
82 |
97 |
118 |
176 |
288 |
560 |
683 |
|
5 |
81 |
97 |
121 |
178 |
286 |
558 |
578 |
|
6 |
81 |
98 |
123 |
181 |
285 |
557 |
557 |
|
7 |
80 |
98 |
123 |
182 |
283 |
555 |
555 |
|
8 |
79 |
97 |
122 |
179 |
281 |
553 |
553 |
|
9 |
77 |
96 |
120 |
177 |
280 |
552 |
552 |
|
10 |
76 |
96 |
119 |
175 |
278 |
550 |
550 |
|
11 |
76 |
96 |
118 |
174 |
277 |
549 |
549 |
|
12 |
75 |
95 |
117 |
173 |
276 |
548 |
548 |
|
13 |
74 |
94 |
115 |
171 |
274 |
546 |
546 |
|
14 |
72 |
93 |
114 |
170 |
273 |
545 |
545 |
|
15 |
71 |
92 |
113 |
169 |
272 |
544 |
544 |
|
16 |
70 |
91 |
112 |
168 |
271 |
543 |
543 |
|
17 |
69 |
90 |
111 |
167 |
270 |
542 |
542 |
|
18 |
68 |
89 |
110 |
166 |
269 |
541 |
541 |
|
19 |
67 |
88 |
109 |
165 |
268 |
540 |
540 |
|
20 |
67 |
87 |
108 |
164 |
267 |
539 |
539 |
|
21 |
66 |
86 |
107 |
163 |
266 |
538 |
538 |
|
22 |
65 |
85 |
106 |
162 |
265 |
537 |
537 |
|
23 |
64 |
84 |
105 |
161 |
264 |
536 |
536 |
|
24 |
62 |
83 |
104 |
160 |
263 |
535 |
535 |
|
25 |
61 |
82 |
103 |
159 |
262 |
534 |
534 |
|
26 |
60 |
81 |
102 |
158 |
261 |
533 |
533 |
|
27 |
59 |
80 |
101 |
157 |
260 |
532 |
532 |
|
28 |
58 |
79 |
99 |
155 |
258 |
531 |
531 |
|
29 |
57 |
78 |
98 |
154 |
257 |
529 |
529 |
|
30 |
56 |
77 |
97 |
153 |
256 |
528 |
528 |
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 |
154 |
269 |
541 |
1 185 |
|
2 |
55 |
68 |
90 |
154 |
268 |
540 |
965 |
|
3 |
56 |
70 |
91 |
150 |
265 |
537 |
796 |
|
4 |
57 |
72 |
94 |
152 |
264 |
536 |
665 |
|
5 |
57 |
73 |
97 |
154 |
262 |
534 |
563 |
|
6 |
57 |
74 |
99 |
157 |
261 |
533 |
533 |
|
7 |
57 |
75 |
100 |
158 |
260 |
532 |
532 |
|
8 |
56 |
74 |
99 |
156 |
259 |
531 |
531 |
|
9 |
55 |
74 |
98 |
154 |
257 |
530 |
530 |
|
10 |
54 |
74 |
97 |
153 |
256 |
529 |
529 |
|
11 |
54 |
74 |
97 |
153 |
256 |
528 |
528 |
|
12 |
54 |
74 |
96 |
152 |
255 |
527 |
527 |
|
13 |
54 |
74 |
95 |
151 |
254 |
526 |
526 |
|
14 |
53 |
74 |
95 |
151 |
254 |
526 |
526 |
|
15 |
53 |
73 |
94 |
150 |
253 |
525 |
525 |
|
16 |
52 |
73 |
93 |
149 |
252 |
524 |
524 |
|
17 |
51 |
72 |
93 |
149 |
252 |
524 |
524 |
|
18 |
51 |
72 |
92 |
148 |
251 |
524 |
524 |
|
19 |
50 |
71 |
92 |
148 |
251 |
523 |
523 |
|
20 |
50 |
71 |
92 |
148 |
251 |
523 |
523 |
|
21 |
50 |
71 |
91 |
147 |
250 |
523 |
523 |
|
22 |
49 |
70 |
91 |
147 |
250 |
522 |
522 |
|
23 |
49 |
70 |
90 |
146 |
249 |
521 |
521 |
|
24 |
48 |
69 |
90 |
146 |
249 |
521 |
521 |
|
25 |
47 |
68 |
89 |
145 |
248 |
520 |
520 |
|
26 |
47 |
68 |
88 |
144 |
247 |
519 |
519 |
|
27 |
46 |
67 |
88 |
144 |
247 |
519 |
519 |
|
28 |
45 |
66 |
87 |
143 |
246 |
518 |
518 |
|
29 |
45 |
65 |
86 |
142 |
245 |
517 |
517 |
|
30 |
44 |
65 |
85 |
141 |
244 |
516 |
516 |
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 |
190 |
304 |
576 |
1 242 |
|
2 |
90 |
103 |
125 |
190 |
304 |
576 |
1 007 |
|
3 |
90 |
104 |
125 |
184 |
299 |
571 |
826 |
|
4 |
90 |
105 |
127 |
185 |
297 |
569 |
686 |
|
5 |
90 |
106 |
130 |
187 |
295 |
568 |
578 |
|
6 |
91 |
108 |
133 |
191 |
295 |
567 |
567 |
|
7 |
91 |
109 |
135 |
193 |
294 |
566 |
566 |
|
8 |
91 |
110 |
134 |
192 |
294 |
566 |
566 |
|
9 |
91 |
110 |
134 |
191 |
294 |
566 |
566 |
|
10 |
92 |
111 |
134 |
191 |
294 |
566 |
566 |
|
11 |
92 |
112 |
134 |
190 |
293 |
565 |
565 |
|
12 |
91 |
112 |
133 |
189 |
292 |
564 |
564 |
|
13 |
91 |
111 |
132 |
188 |
291 |
563 |
563 |
|
14 |
90 |
110 |
131 |
187 |
290 |
562 |
562 |
|
15 |
88 |
109 |
130 |
186 |
289 |
561 |
561 |
|
16 |
87 |
108 |
129 |
185 |
288 |
560 |
560 |
|
17 |
86 |
107 |
128 |
184 |
287 |
559 |
559 |
|
18 |
85 |
106 |
127 |
183 |
286 |
558 |
558 |
|
19 |
84 |
105 |
126 |
182 |
285 |
557 |
557 |
|
20 |
83 |
104 |
125 |
181 |
284 |
556 |
556 |
|
21 |
82 |
103 |
124 |
180 |
283 |
555 |
555 |
|
22 |
81 |
102 |
122 |
178 |
281 |
553 |
553 |
|
23 |
79 |
100 |
121 |
177 |
280 |
552 |
552 |
|
24 |
78 |
99 |
119 |
175 |
278 |
551 |
551 |
|
25 |
76 |
97 |
118 |
174 |
277 |
549 |
549 |
|
26 |
75 |
96 |
116 |
172 |
275 |
548 |
548 |
|
27 |
73 |
94 |
115 |
171 |
274 |
546 |
546 |
|
28 |
72 |
93 |
113 |
169 |
272 |
545 |
545 |
|
29 |
70 |
91 |
112 |
168 |
271 |
543 |
543 |
|
30 |
69 |
90 |
111 |
167 |
270 |
542 |
542 |
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 |
130 |
244 |
516 |
1 173 |
|
2 |
31 |
44 |
66 |
131 |
245 |
517 |
954 |
|
3 |
32 |
46 |
67 |
125 |
241 |
513 |
784 |
|
4 |
32 |
47 |
69 |
127 |
239 |
511 |
653 |
|
5 |
33 |
49 |
73 |
130 |
238 |
510 |
552 |
|
6 |
33 |
50 |
76 |
133 |
237 |
510 |
510 |
|
7 |
34 |
52 |
77 |
135 |
237 |
509 |
509 |
|
8 |
33 |
52 |
76 |
133 |
236 |
508 |
508 |
|
9 |
33 |
52 |
76 |
132 |
235 |
507 |
507 |
|
10 |
32 |
52 |
75 |
131 |
235 |
507 |
507 |
|
11 |
32 |
53 |
75 |
131 |
234 |
506 |
506 |
|
12 |
32 |
53 |
74 |
130 |
233 |
505 |
505 |
|
13 |
32 |
53 |
74 |
130 |
233 |
505 |
505 |
|
14 |
31 |
52 |
73 |
129 |
232 |
504 |
504 |
|
15 |
31 |
52 |
73 |
129 |
232 |
504 |
504 |
|
16 |
30 |
51 |
72 |
128 |
231 |
503 |
503 |
|
17 |
30 |
51 |
72 |
128 |
231 |
503 |
503 |
|
18 |
30 |
51 |
72 |
128 |
231 |
503 |
503 |
|
19 |
30 |
51 |
71 |
127 |
231 |
503 |
503 |
|
20 |
30 |
51 |
72 |
128 |
231 |
503 |
503 |
|
21 |
30 |
51 |
72 |
128 |
231 |
503 |
503 |
|
22 |
30 |
51 |
72 |
128 |
231 |
503 |
503 |
|
23 |
30 |
51 |
71 |
127 |
230 |
503 |
503 |
|
24 |
30 |
50 |
71 |
127 |
230 |
502 |
502 |
|
25 |
29 |
50 |
71 |
127 |
230 |
502 |
502 |
|
26 |
29 |
50 |
71 |
127 |
230 |
502 |
502 |
|
27 |
29 |
50 |
70 |
126 |
229 |
501 |
501 |
|
28 |
29 |
49 |
70 |
126 |
229 |
501 |
501 |
|
29 |
28 |
49 |
70 |
126 |
229 |
501 |
501 |
|
30 |
28 |
49 |
69 |
125 |
228 |
501 |
501 |
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 |
21 |
86 |
200 |
472 |
1 099 |
|
2 |
1 |
5 |
22 |
87 |
201 |
473 |
894 |
|
3 |
2 |
5 |
24 |
83 |
198 |
470 |
736 |
|
4 |
4 |
6 |
28 |
86 |
198 |
470 |
614 |
|
5 |
4 |
8 |
32 |
89 |
197 |
470 |
519 |
|
6 |
6 |
11 |
36 |
94 |
198 |
470 |
470 |
|
7 |
7 |
13 |
38 |
96 |
198 |
470 |
470 |
|
8 |
8 |
13 |
38 |
95 |
198 |
470 |
470 |
|
9 |
8 |
14 |
38 |
95 |
198 |
470 |
470 |
|
10 |
9 |
15 |
38 |
94 |
198 |
470 |
470 |
|
11 |
11 |
17 |
39 |
95 |
198 |
471 |
471 |
|
12 |
12 |
17 |
38 |
94 |
197 |
469 |
469 |
|
13 |
13 |
18 |
39 |
95 |
198 |
470 |
470 |
|
14 |
13 |
18 |
39 |
95 |
198 |
470 |
470 |
|
15 |
14 |
17 |
38 |
94 |
197 |
469 |
469 |
|
16 |
15 |
16 |
37 |
93 |
196 |
468 |
468 |
|
17 |
16 |
16 |
37 |
93 |
196 |
468 |
468 |
|
18 |
17 |
17 |
37 |
93 |
196 |
469 |
469 |
|
19 |
18 |
17 |
38 |
94 |
197 |
469 |
469 |
|
20 |
18 |
18 |
38 |
94 |
197 |
469 |
469 |
|
21 |
19 |
19 |
39 |
95 |
198 |
470 |
470 |
|
22 |
20 |
19 |
39 |
95 |
198 |
470 |
470 |
|
23 |
22 |
21 |
39 |
95 |
198 |
470 |
470 |
|
24 |
22 |
21 |
38 |
94 |
197 |
470 |
470 |
|
25 |
23 |
22 |
38 |
94 |
197 |
469 |
469 |
|
26 |
24 |
23 |
38 |
94 |
197 |
469 |
469 |
|
27 |
24 |
23 |
38 |
94 |
197 |
469 |
469 |
|
28 |
25 |
24 |
38 |
94 |
197 |
469 |
469 |
|
29 |
26 |
24 |
38 |
94 |
197 |
469 |
469 |
|
30 |
27 |
25 |
39 |
94 |
197 |
469 |
469 |
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 |
142 |
256 |
528 |
1 170 |
|
2 |
43 |
56 |
78 |
142 |
256 |
528 |
950 |
|
3 |
44 |
58 |
79 |
138 |
253 |
525 |
781 |
|
4 |
45 |
60 |
82 |
140 |
252 |
524 |
652 |
|
5 |
46 |
62 |
86 |
142 |
251 |
523 |
551 |
|
6 |
46 |
63 |
88 |
146 |
250 |
522 |
522 |
|
7 |
47 |
65 |
90 |
148 |
249 |
522 |
522 |
|
8 |
46 |
64 |
89 |
146 |
249 |
521 |
521 |
|
9 |
45 |
65 |
88 |
145 |
248 |
520 |
520 |
|
10 |
45 |
65 |
88 |
144 |
247 |
519 |
519 |
|
11 |
45 |
65 |
88 |
144 |
247 |
519 |
519 |
|
12 |
45 |
66 |
87 |
143 |
246 |
518 |
518 |
|
13 |
45 |
65 |
86 |
142 |
246 |
518 |
518 |
|
14 |
44 |
65 |
86 |
142 |
245 |
517 |
517 |
|
15 |
44 |
65 |
85 |
141 |
245 |
517 |
517 |
|
16 |
43 |
64 |
85 |
141 |
244 |
516 |
516 |
|
17 |
43 |
64 |
84 |
140 |
243 |
516 |
516 |
|
18 |
42 |
63 |
84 |
140 |
243 |
515 |
515 |
|
19 |
42 |
63 |
84 |
140 |
243 |
515 |
515 |
|
20 |
42 |
63 |
83 |
139 |
243 |
515 |
515 |
|
21 |
42 |
62 |
83 |
139 |
242 |
514 |
514 |
|
22 |
41 |
62 |
83 |
139 |
242 |
514 |
514 |
|
23 |
41 |
61 |
82 |
138 |
241 |
513 |
513 |
|
24 |
40 |
61 |
81 |
137 |
240 |
513 |
513 |
|
25 |
39 |
60 |
81 |
137 |
240 |
512 |
512 |
|
26 |
38 |
59 |
80 |
136 |
239 |
511 |
511 |
|
27 |
38 |
58 |
79 |
135 |
238 |
510 |
510 |
|
28 |
37 |
58 |
78 |
134 |
237 |
510 |
510 |
|
29 |
36 |
57 |
78 |
134 |
237 |
509 |
509 |
|
30 |
35 |
56 |
77 |
133 |
236 |
508 |
508 |
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 |
49 |
114 |
228 |
500 |
1 134 |
|
2 |
18 |
31 |
53 |
118 |
232 |
504 |
921 |
|
3 |
23 |
37 |
58 |
116 |
232 |
503 |
758 |
|
4 |
26 |
41 |
63 |
121 |
233 |
505 |
632 |
|
5 |
29 |
45 |
69 |
126 |
234 |
506 |
535 |
|
6 |
29 |
46 |
71 |
129 |
233 |
505 |
505 |
|
7 |
33 |
51 |
76 |
134 |
236 |
508 |
508 |
|
8 |
32 |
51 |
75 |
133 |
235 |
507 |
507 |
|
9 |
33 |
52 |
76 |
133 |
236 |
508 |
508 |
|
10 |
35 |
55 |
78 |
134 |
237 |
509 |
509 |
|
11 |
37 |
57 |
79 |
135 |
238 |
510 |
510 |
|
12 |
38 |
58 |
80 |
136 |
239 |
511 |
511 |
|
13 |
38 |
59 |
80 |
136 |
239 |
511 |
511 |
|
14 |
39 |
60 |
80 |
136 |
239 |
512 |
512 |
|
15 |
39 |
60 |
81 |
137 |
240 |
512 |
512 |
|
16 |
39 |
60 |
80 |
136 |
239 |
512 |
512 |
|
17 |
39 |
60 |
81 |
137 |
240 |
512 |
512 |
|
18 |
39 |
59 |
80 |
136 |
239 |
511 |
511 |
|
19 |
39 |
59 |
80 |
136 |
239 |
511 |
511 |
|
20 |
39 |
59 |
80 |
136 |
239 |
511 |
511 |
|
21 |
39 |
59 |
80 |
136 |
239 |
511 |
511 |
|
22 |
38 |
59 |
80 |
136 |
239 |
511 |
511 |
|
23 |
38 |
59 |
80 |
136 |
239 |
511 |
511 |
|
24 |
38 |
59 |
79 |
135 |
238 |
511 |
511 |
|
25 |
37 |
58 |
79 |
135 |
238 |
510 |
510 |
|
26 |
37 |
58 |
78 |
134 |
238 |
510 |
510 |
|
27 |
36 |
57 |
78 |
134 |
237 |
509 |
509 |
|
28 |
36 |
57 |
77 |
134 |
237 |
509 |
509 |
|
29 |
35 |
56 |
77 |
133 |
236 |
508 |
508 |
|
30 |
35 |
56 |
76 |
133 |
236 |
508 |
508 |
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 |
19 |
32 |
53 |
118 |
232 |
504 |
1 148 |
|
2 |
19 |
32 |
54 |
119 |
233 |
505 |
933 |
|
3 |
21 |
35 |
57 |
115 |
230 |
502 |
767 |
|
4 |
23 |
38 |
60 |
118 |
230 |
502 |
640 |
|
5 |
24 |
40 |
64 |
121 |
229 |
501 |
541 |
|
6 |
25 |
42 |
68 |
125 |
229 |
501 |
501 |
|
7 |
26 |
44 |
70 |
128 |
229 |
501 |
501 |
|
8 |
26 |
45 |
70 |
127 |
229 |
501 |
501 |
|
9 |
27 |
46 |
70 |
126 |
229 |
501 |
501 |
|
10 |
27 |
47 |
70 |
126 |
229 |
501 |
501 |
|
11 |
28 |
48 |
70 |
126 |
229 |
501 |
501 |
|
12 |
28 |
49 |
70 |
126 |
229 |
501 |
501 |
|
13 |
29 |
49 |
70 |
126 |
229 |
501 |
501 |
|
14 |
29 |
50 |
70 |
126 |
229 |
501 |
501 |
|
15 |
29 |
50 |
70 |
126 |
229 |
501 |
501 |
|
16 |
29 |
49 |
70 |
126 |
229 |
501 |
501 |
|
17 |
29 |
49 |
70 |
126 |
229 |
501 |
501 |
|
18 |
29 |
49 |
70 |
126 |
229 |
501 |
501 |
|
19 |
29 |
49 |
70 |
126 |
229 |
501 |
501 |
|
20 |
29 |
50 |
70 |
126 |
229 |
501 |
501 |
|
21 |
29 |
49 |
70 |
126 |
229 |
501 |
501 |
|
22 |
28 |
49 |
70 |
126 |
229 |
501 |
501 |
|
23 |
28 |
49 |
69 |
125 |
228 |
501 |
501 |
|
24 |
27 |
48 |
69 |
125 |
228 |
500 |
500 |
|
25 |
27 |
48 |
68 |
125 |
228 |
500 |
500 |
|
26 |
27 |
47 |
68 |
124 |
227 |
499 |
499 |
|
27 |
26 |
47 |
68 |
124 |
227 |
499 |
499 |
|
28 |
26 |
46 |
67 |
123 |
226 |
498 |
498 |
|
29 |
26 |
46 |
67 |
123 |
226 |
498 |
498 |
|
30 |
27 |
46 |
66 |
122 |
225 |
498 |
498 |
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 |
52 |
65 |
87 |
152 |
266 |
538 |
1 180 |
|
2 |
54 |
67 |
89 |
154 |
268 |
540 |
965 |
|
3 |
58 |
72 |
93 |
152 |
267 |
539 |
797 |
|
4 |
60 |
75 |
97 |
155 |
267 |
539 |
666 |
|
5 |
63 |
79 |
103 |
159 |
268 |
540 |
563 |
|
6 |
64 |
81 |
107 |
164 |
268 |
540 |
540 |
|
7 |
65 |
83 |
109 |
167 |
268 |
540 |
540 |
|
8 |
65 |
84 |
108 |
166 |
268 |
540 |
540 |
|
9 |
65 |
85 |
108 |
165 |
268 |
540 |
540 |
|
10 |
66 |
86 |
109 |
165 |
268 |
540 |
540 |
|
11 |
66 |
86 |
109 |
165 |
268 |
540 |
540 |
|
12 |
66 |
86 |
108 |
164 |
267 |
539 |
539 |
|
13 |
66 |
86 |
107 |
163 |
266 |
538 |
538 |
|
14 |
65 |
86 |
107 |
163 |
266 |
538 |
538 |
|
15 |
64 |
85 |
106 |
162 |
265 |
537 |
537 |
|
16 |
64 |
85 |
105 |
161 |
264 |
536 |
536 |
|
17 |
63 |
84 |
105 |
161 |
264 |
536 |
536 |
|
18 |
63 |
83 |
104 |
160 |
263 |
535 |
535 |
|
19 |
62 |
83 |
104 |
160 |
263 |
535 |
535 |
|
20 |
61 |
82 |
103 |
159 |
262 |
534 |
534 |
|
21 |
61 |
82 |
102 |
158 |
261 |
533 |
533 |
|
22 |
60 |
81 |
102 |
158 |
261 |
533 |
533 |
|
23 |
59 |
80 |
101 |
157 |
260 |
532 |
532 |
|
24 |
58 |
79 |
100 |
156 |
259 |
531 |
531 |
|
25 |
57 |
78 |
99 |
155 |
258 |
530 |
530 |
|
26 |
56 |
77 |
98 |
154 |
257 |
529 |
529 |
|
27 |
56 |
76 |
97 |
153 |
256 |
528 |
528 |
|
28 |
55 |
76 |
96 |
152 |
255 |
527 |
527 |
|
29 |
54 |
75 |
95 |
151 |
254 |
526 |
526 |
|
30 |
53 |
74 |
94 |
150 |
253 |
526 |
526 |
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 |
298 |
570 |
1 247 |
|
2 |
90 |
103 |
124 |
189 |
303 |
575 |
1 025 |
|
3 |
93 |
107 |
128 |
187 |
302 |
574 |
850 |
|
4 |
95 |
110 |
132 |
190 |
302 |
574 |
712 |
|
5 |
99 |
115 |
139 |
196 |
304 |
576 |
605 |
|
6 |
101 |
118 |
144 |
201 |
305 |
577 |
577 |
|
7 |
103 |
121 |
146 |
205 |
306 |
578 |
578 |
|
8 |
105 |
123 |
148 |
205 |
307 |
580 |
580 |
|
9 |
106 |
125 |
149 |
205 |
308 |
580 |
580 |
|
10 |
107 |
126 |
149 |
206 |
309 |
581 |
581 |
|
11 |
107 |
127 |
149 |
205 |
308 |
581 |
581 |
|
12 |
107 |
127 |
149 |
205 |
308 |
580 |
580 |
|
13 |
106 |
126 |
148 |
204 |
307 |
579 |
579 |
|
14 |
105 |
125 |
146 |
202 |
305 |
577 |
577 |
|
15 |
103 |
124 |
145 |
201 |
304 |
576 |
576 |
|
16 |
102 |
123 |
143 |
199 |
302 |
575 |
575 |
|
17 |
100 |
121 |
142 |
198 |
301 |
573 |
573 |
|
18 |
99 |
120 |
141 |
197 |
300 |
572 |
572 |
|
19 |
98 |
119 |
139 |
195 |
298 |
570 |
570 |
|
20 |
96 |
117 |
138 |
194 |
297 |
569 |
569 |
|
21 |
95 |
116 |
136 |
192 |
295 |
567 |
567 |
|
22 |
93 |
114 |
135 |
191 |
294 |
566 |
566 |
|
23 |
91 |
112 |
133 |
189 |
292 |
564 |
564 |
|
24 |
90 |
110 |
131 |
187 |
290 |
562 |
562 |
|
25 |
88 |
109 |
129 |
185 |
288 |
561 |
561 |
|
26 |
86 |
107 |
128 |
184 |
287 |
559 |
559 |
|
27 |
84 |
105 |
126 |
182 |
285 |
557 |
557 |
|
28 |
83 |
103 |
124 |
180 |
283 |
555 |
555 |
|
29 |
81 |
102 |
122 |
179 |
282 |
554 |
554 |
|
30 |
79 |
100 |
121 |
177 |
280 |
552 |
552 |
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 |
13 |
26 |
47 |
112 |
226 |
498 |
1 161 |
|
2 |
15 |
28 |
50 |
115 |
229 |
501 |
943 |
|
3 |
19 |
32 |
54 |
112 |
227 |
499 |
776 |
|
4 |
21 |
36 |
58 |
116 |
228 |
500 |
646 |
|
5 |
24 |
40 |
64 |
120 |
229 |
501 |
546 |
|
6 |
25 |
42 |
67 |
125 |
229 |
501 |
501 |
|
7 |
26 |
44 |
70 |
128 |
229 |
501 |
501 |
|
8 |
26 |
45 |
70 |
127 |
229 |
501 |
501 |
|
9 |
27 |
46 |
70 |
126 |
229 |
501 |
501 |
|
10 |
27 |
47 |
70 |
126 |
229 |
501 |
501 |
|
11 |
27 |
48 |
70 |
126 |
229 |
501 |
501 |
|
12 |
28 |
48 |
70 |
126 |
229 |
501 |
501 |
|
13 |
27 |
48 |
69 |
125 |
228 |
500 |
500 |
|
14 |
27 |
48 |
69 |
125 |
228 |
500 |
500 |
|
15 |
26 |
47 |
68 |
124 |
227 |
499 |
499 |
|
16 |
26 |
47 |
67 |
123 |
226 |
499 |
499 |
|
17 |
26 |
46 |
67 |
123 |
226 |
498 |
498 |
|
18 |
25 |
46 |
67 |
123 |
226 |
498 |
498 |
|
19 |
25 |
46 |
67 |
123 |
226 |
498 |
498 |
|
20 |
26 |
46 |
67 |
123 |
226 |
498 |
498 |
|
21 |
26 |
47 |
67 |
123 |
226 |
498 |
498 |
|
22 |
26 |
47 |
67 |
123 |
226 |
498 |
498 |
|
23 |
26 |
47 |
67 |
123 |
226 |
498 |
498 |
|
24 |
26 |
46 |
67 |
123 |
226 |
498 |
498 |
|
25 |
25 |
46 |
67 |
123 |
226 |
498 |
498 |
|
26 |
25 |
46 |
67 |
123 |
226 |
498 |
498 |
|
27 |
25 |
46 |
67 |
123 |
226 |
498 |
498 |
|
28 |
26 |
46 |
66 |
122 |
225 |
497 |
497 |
|
29 |
27 |
45 |
66 |
122 |
225 |
497 |
497 |
|
30 |
27 |
45 |
66 |
122 |
225 |
497 |
497 |
2.19.
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
92 |
105 |
127 |
192 |
306 |
578 |
1 212 |
|
2 |
94 |
107 |
129 |
193 |
307 |
579 |
984 |
|
3 |
96 |
110 |
131 |
190 |
305 |
577 |
809 |
|
4 |
98 |
113 |
135 |
193 |
305 |
577 |
675 |
|
5 |
99 |
115 |
139 |
196 |
305 |
577 |
577 |
|
6 |
100 |
117 |
143 |
200 |
304 |
576 |
576 |
|
7 |
101 |
119 |
144 |
203 |
304 |
576 |
576 |
|
8 |
101 |
120 |
144 |
202 |
304 |
576 |
576 |
|
9 |
101 |
120 |
144 |
200 |
303 |
575 |
575 |
|
10 |
100 |
120 |
143 |
199 |
302 |
574 |
574 |
|
11 |
99 |
119 |
142 |
198 |
301 |
573 |
573 |
|
12 |
98 |
118 |
140 |
196 |
299 |
571 |
571 |
|
13 |
97 |
117 |
138 |
194 |
297 |
569 |
569 |
|
14 |
95 |
116 |
137 |
193 |
296 |
568 |
568 |
|
15 |
94 |
114 |
135 |
191 |
294 |
566 |
566 |
|
16 |
92 |
113 |
133 |
189 |
292 |
565 |
565 |
|
17 |
90 |
111 |
132 |
188 |
291 |
563 |
563 |
|
18 |
89 |
110 |
131 |
187 |
290 |
562 |
562 |
|
19 |
88 |
109 |
130 |
186 |
289 |
561 |
561 |
|
20 |
87 |
108 |
129 |
185 |
288 |
560 |
560 |
|
21 |
86 |
107 |
128 |
184 |
287 |
559 |
559 |
|
22 |
85 |
106 |
126 |
182 |
285 |
558 |
558 |
|
23 |
84 |
105 |
125 |
181 |
284 |
556 |
556 |
|
24 |
83 |
103 |
124 |
180 |
283 |
555 |
555 |
|
25 |
81 |
102 |
123 |
179 |
282 |
554 |
554 |
|
26 |
80 |
101 |
122 |
178 |
281 |
553 |
553 |
|
27 |
79 |
100 |
121 |
177 |
280 |
552 |
552 |
|
28 |
78 |
99 |
119 |
175 |
278 |
551 |
551 |
|
29 |
77 |
98 |
118 |
174 |
277 |
549 |
549 |
|
30 |
76 |
97 |
117 |
173 |
276 |
548 |
548 |
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 |
294 |
307 |
329 |
394 |
508 |
780 |
1 269 |
|
2 |
90 |
103 |
125 |
190 |
304 |
576 |
1 030 |
|
3 |
93 |
107 |
128 |
187 |
302 |
574 |
848 |
|
4 |
96 |
111 |
133 |
191 |
303 |
575 |
707 |
|
5 |
98 |
114 |
138 |
195 |
303 |
575 |
598 |
|
6 |
100 |
117 |
142 |
200 |
304 |
576 |
576 |
|
7 |
101 |
119 |
144 |
203 |
304 |
576 |
576 |
|
8 |
102 |
121 |
145 |
202 |
305 |
577 |
577 |
|
9 |
103 |
122 |
145 |
202 |
305 |
577 |
577 |
|
10 |
103 |
123 |
145 |
202 |
305 |
577 |
577 |
|
11 |
103 |
123 |
146 |
202 |
305 |
577 |
577 |
|
12 |
104 |
124 |
146 |
202 |
305 |
577 |
577 |
|
13 |
104 |
125 |
146 |
202 |
305 |
577 |
577 |
|
14 |
105 |
125 |
146 |
202 |
305 |
577 |
577 |
|
15 |
105 |
126 |
147 |
203 |
306 |
578 |
578 |
|
16 |
106 |
127 |
147 |
203 |
306 |
579 |
579 |
|
17 |
107 |
127 |
148 |
204 |
307 |
579 |
579 |
|
18 |
107 |
128 |
149 |
205 |
308 |
580 |
580 |
|
19 |
108 |
129 |
149 |
205 |
308 |
581 |
581 |
|
20 |
108 |
129 |
150 |
206 |
309 |
581 |
581 |
|
21 |
108 |
129 |
150 |
206 |
309 |
581 |
581 |
|
22 |
107 |
128 |
149 |
205 |
308 |
580 |
580 |
|
23 |
107 |
127 |
148 |
204 |
307 |
579 |
579 |
|
24 |
106 |
126 |
147 |
203 |
306 |
578 |
578 |
|
25 |
104 |
125 |
146 |
202 |
305 |
577 |
577 |
|
26 |
103 |
124 |
145 |
201 |
304 |
576 |
576 |
|
27 |
102 |
123 |
143 |
199 |
302 |
574 |
574 |
|
28 |
100 |
121 |
142 |
198 |
301 |
573 |
573 |
|
29 |
99 |
120 |
140 |
196 |
299 |
571 |
571 |
|
30 |
97 |
118 |
139 |
195 |
298 |
570 |
570 |
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 |
31 |
96 |
210 |
482 |
1 118 |
|
2 |
1 |
10 |
32 |
96 |
210 |
482 |
910 |
|
3 |
2 |
12 |
33 |
92 |
207 |
479 |
750 |
|
4 |
4 |
14 |
36 |
94 |
206 |
478 |
625 |
|
5 |
4 |
16 |
40 |
97 |
205 |
477 |
529 |
|
6 |
6 |
17 |
43 |
100 |
204 |
476 |
476 |
|
7 |
7 |
19 |
44 |
102 |
204 |
476 |
476 |
|
8 |
8 |
19 |
44 |
101 |
203 |
475 |
475 |
|
9 |
8 |
19 |
43 |
99 |
202 |
474 |
474 |
|
10 |
9 |
19 |
42 |
99 |
202 |
474 |
474 |
|
11 |
11 |
20 |
43 |
99 |
202 |
474 |
474 |
|
12 |
12 |
21 |
43 |
99 |
202 |
474 |
474 |
|
13 |
13 |
22 |
43 |
99 |
202 |
474 |
474 |
|
14 |
14 |
22 |
43 |
99 |
202 |
474 |
474 |
|
15 |
14 |
23 |
44 |
100 |
203 |
475 |
475 |
|
16 |
15 |
23 |
44 |
100 |
203 |
475 |
475 |
|
17 |
16 |
24 |
44 |
100 |
204 |
476 |
476 |
|
18 |
17 |
24 |
45 |
101 |
204 |
476 |
476 |
|
19 |
18 |
25 |
46 |
102 |
205 |
477 |
477 |
|
20 |
18 |
26 |
47 |
103 |
206 |
478 |
478 |
|
21 |
19 |
27 |
48 |
104 |
207 |
479 |
479 |
|
22 |
21 |
28 |
48 |
104 |
207 |
479 |
479 |
|
23 |
22 |
28 |
49 |
105 |
208 |
480 |
480 |
|
24 |
23 |
29 |
49 |
105 |
208 |
480 |
480 |
|
25 |
23 |
29 |
50 |
106 |
209 |
481 |
481 |
|
26 |
24 |
29 |
50 |
106 |
209 |
481 |
481 |
|
27 |
25 |
30 |
50 |
106 |
209 |
481 |
481 |
|
28 |
25 |
30 |
50 |
106 |
210 |
482 |
482 |
|
29 |
26 |
30 |
51 |
107 |
210 |
482 |
482 |
|
30 |
27 |
30 |
51 |
107 |
210 |
482 |
482 |
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 |
149 |
263 |
535 |
1 159 |
|
2 |
50 |
63 |
85 |
150 |
264 |
536 |
941 |
|
3 |
51 |
65 |
86 |
145 |
260 |
532 |
774 |
|
4 |
52 |
67 |
89 |
147 |
259 |
531 |
646 |
|
5 |
53 |
69 |
93 |
149 |
258 |
530 |
546 |
|
6 |
54 |
70 |
96 |
153 |
257 |
530 |
530 |
|
7 |
54 |
71 |
97 |
155 |
256 |
528 |
528 |
|
8 |
53 |
72 |
96 |
154 |
256 |
528 |
528 |
|
9 |
53 |
72 |
96 |
152 |
255 |
527 |
527 |
|
10 |
52 |
72 |
95 |
151 |
254 |
526 |
526 |
|
11 |
52 |
72 |
94 |
150 |
253 |
525 |
525 |
|
12 |
51 |
71 |
93 |
149 |
252 |
524 |
524 |
|
13 |
50 |
71 |
92 |
148 |
251 |
523 |
523 |
|
14 |
49 |
70 |
90 |
147 |
250 |
522 |
522 |
|
15 |
48 |
69 |
89 |
145 |
249 |
521 |
521 |
|
16 |
47 |
68 |
88 |
144 |
247 |
519 |
519 |
|
17 |
46 |
67 |
87 |
144 |
247 |
519 |
519 |
|
18 |
45 |
66 |
87 |
143 |
246 |
518 |
518 |
|
19 |
45 |
65 |
86 |
142 |
245 |
517 |
517 |
|
20 |
44 |
65 |
86 |
142 |
245 |
517 |
517 |
|
21 |
44 |
65 |
85 |
141 |
244 |
516 |
516 |
|
22 |
43 |
64 |
85 |
141 |
244 |
516 |
516 |
|
23 |
43 |
63 |
84 |
140 |
243 |
515 |
515 |
|
24 |
42 |
63 |
83 |
139 |
242 |
515 |
515 |
|
25 |
41 |
62 |
83 |
139 |
242 |
514 |
514 |
|
26 |
41 |
61 |
82 |
138 |
241 |
513 |
513 |
|
27 |
40 |
61 |
81 |
137 |
240 |
513 |
513 |
|
28 |
39 |
60 |
81 |
137 |
240 |
512 |
512 |
|
29 |
39 |
59 |
80 |
136 |
239 |
511 |
511 |
|
30 |
38 |
59 |
79 |
135 |
239 |
511 |
511 |
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 |
146 |
211 |
325 |
597 |
1 225 |
|
2 |
113 |
126 |
148 |
213 |
327 |
599 |
997 |
|
3 |
117 |
131 |
152 |
210 |
326 |
597 |
821 |
|
4 |
119 |
134 |
156 |
214 |
326 |
598 |
686 |
|
5 |
122 |
138 |
162 |
219 |
327 |
599 |
599 |
|
6 |
124 |
141 |
166 |
224 |
328 |
600 |
600 |
|
7 |
126 |
144 |
169 |
227 |
329 |
601 |
601 |
|
8 |
126 |
145 |
169 |
227 |
329 |
601 |
601 |
|
9 |
126 |
146 |
169 |
226 |
329 |
601 |
601 |
|
10 |
127 |
147 |
170 |
226 |
329 |
601 |
601 |
|
11 |
127 |
147 |
169 |
225 |
328 |
600 |
600 |
|
12 |
126 |
147 |
168 |
224 |
327 |
599 |
599 |
|
13 |
125 |
146 |
167 |
223 |
326 |
598 |
598 |
|
14 |
124 |
145 |
166 |
222 |
325 |
597 |
597 |
|
15 |
123 |
143 |
164 |
220 |
323 |
595 |
595 |
|
16 |
121 |
142 |
162 |
218 |
321 |
593 |
593 |
|
17 |
119 |
140 |
161 |
217 |
320 |
592 |
592 |
|
18 |
117 |
138 |
159 |
215 |
318 |
590 |
590 |
|
19 |
115 |
136 |
157 |
213 |
316 |
588 |
588 |
|
20 |
114 |
135 |
155 |
211 |
314 |
587 |
587 |
|
21 |
112 |
133 |
154 |
210 |
313 |
585 |
585 |
|
22 |
110 |
131 |
152 |
208 |
311 |
583 |
583 |
|
23 |
109 |
129 |
150 |
206 |
309 |
581 |
581 |
|
24 |
107 |
128 |
148 |
204 |
307 |
579 |
579 |
|
25 |
105 |
126 |
146 |
202 |
305 |
577 |
577 |
|
26 |
103 |
124 |
144 |
200 |
304 |
576 |
576 |
|
27 |
101 |
122 |
143 |
199 |
302 |
574 |
574 |
|
28 |
99 |
120 |
141 |
197 |
300 |
572 |
572 |
|
29 |
98 |
118 |
139 |
195 |
298 |
570 |
570 |
|
30 |
96 |
117 |
137 |
193 |
296 |
569 |
569 |
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 |
264 |
378 |
650 |
1 366 |
|
2 |
173 |
186 |
208 |
273 |
387 |
659 |
1 120 |
|
3 |
179 |
193 |
214 |
273 |
388 |
660 |
923 |
|
4 |
182 |
197 |
219 |
277 |
389 |
661 |
769 |
|
5 |
184 |
200 |
224 |
281 |
389 |
662 |
662 |
|
6 |
185 |
202 |
227 |
285 |
389 |
661 |
661 |
|
7 |
185 |
203 |
229 |
287 |
388 |
660 |
660 |
|
8 |
185 |
203 |
228 |
285 |
387 |
659 |
659 |
|
9 |
184 |
203 |
227 |
283 |
386 |
658 |
658 |
|
10 |
183 |
203 |
226 |
282 |
385 |
658 |
658 |
|
11 |
182 |
203 |
225 |
281 |
384 |
656 |
656 |
|
12 |
181 |
201 |
223 |
279 |
382 |
654 |
654 |
|
13 |
178 |
199 |
220 |
276 |
379 |
651 |
651 |
|
14 |
176 |
197 |
217 |
273 |
377 |
649 |
649 |
|
15 |
173 |
194 |
215 |
271 |
374 |
646 |
646 |
|
16 |
170 |
191 |
212 |
268 |
371 |
643 |
643 |
|
17 |
167 |
188 |
209 |
265 |
368 |
640 |
640 |
|
18 |
165 |
185 |
206 |
262 |
365 |
637 |
637 |
|
19 |
162 |
182 |
203 |
259 |
362 |
634 |
634 |
|
20 |
159 |
180 |
200 |
256 |
359 |
632 |
632 |
|
21 |
156 |
177 |
197 |
253 |
356 |
629 |
629 |
|
22 |
153 |
174 |
194 |
250 |
353 |
626 |
626 |
|
23 |
150 |
171 |
191 |
247 |
350 |
623 |
623 |
|
24 |
147 |
168 |
188 |
244 |
347 |
619 |
619 |
|
25 |
144 |
165 |
185 |
241 |
344 |
616 |
616 |
|
26 |
141 |
162 |
182 |
238 |
341 |
614 |
614 |
|
27 |
138 |
159 |
179 |
235 |
339 |
611 |
611 |
|
28 |
135 |
156 |
177 |
233 |
336 |
608 |
608 |
|
29 |
132 |
153 |
174 |
230 |
333 |
605 |
605 |
|
30 |
130 |
151 |
171 |
227 |
330 |
602 |
602 |
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 |
28 |
41 |
63 |
128 |
242 |
514 |
1 121 |
|
2 |
29 |
42 |
64 |
129 |
243 |
515 |
911 |
|
3 |
31 |
45 |
67 |
125 |
240 |
512 |
750 |
|
4 |
33 |
48 |
70 |
128 |
240 |
512 |
625 |
|
5 |
34 |
50 |
74 |
131 |
239 |
511 |
528 |
|
6 |
35 |
52 |
77 |
135 |
239 |
511 |
511 |
|
7 |
35 |
53 |
79 |
137 |
238 |
510 |
510 |
|
8 |
35 |
53 |
78 |
135 |
237 |
509 |
509 |
|
9 |
34 |
53 |
77 |
134 |
237 |
509 |
509 |
|
10 |
34 |
54 |
77 |
133 |
236 |
508 |
508 |
|
11 |
34 |
54 |
76 |
133 |
236 |
508 |
508 |
|
12 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
13 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
14 |
34 |
55 |
75 |
131 |
234 |
507 |
507 |
|
15 |
34 |
55 |
75 |
131 |
234 |
506 |
506 |
|
16 |
34 |
55 |
75 |
131 |
234 |
506 |
506 |
|
17 |
34 |
55 |
75 |
131 |
234 |
507 |
507 |
|
18 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
19 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
20 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
21 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
22 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
23 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
24 |
34 |
55 |
76 |
132 |
235 |
507 |
507 |
|
25 |
34 |
55 |
75 |
131 |
235 |
507 |
507 |
|
26 |
34 |
54 |
75 |
131 |
234 |
506 |
506 |
|
27 |
33 |
54 |
75 |
131 |
234 |
506 |
506 |
|
28 |
33 |
54 |
75 |
131 |
234 |
506 |
506 |
|
29 |
33 |
54 |
74 |
130 |
233 |
505 |
505 |
|
30 |
32 |
53 |
74 |
130 |
233 |
505 |
505 |
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 |
62 |
127 |
241 |
513 |
1 150 |
|
2 |
30 |
43 |
65 |
129 |
243 |
515 |
937 |
|
3 |
33 |
47 |
68 |
127 |
242 |
514 |
772 |
|
4 |
36 |
51 |
73 |
131 |
242 |
514 |
645 |
|
5 |
38 |
54 |
78 |
135 |
243 |
515 |
545 |
|
6 |
40 |
57 |
82 |
140 |
244 |
516 |
516 |
|
7 |
41 |
59 |
84 |
143 |
244 |
516 |
516 |
|
8 |
42 |
60 |
85 |
142 |
244 |
516 |
516 |
|
9 |
42 |
61 |
85 |
142 |
245 |
517 |
517 |
|
10 |
43 |
63 |
86 |
142 |
245 |
517 |
517 |
|
11 |
44 |
64 |
86 |
142 |
245 |
517 |
517 |
|
12 |
44 |
65 |
86 |
142 |
245 |
518 |
518 |
|
13 |
45 |
65 |
86 |
143 |
246 |
518 |
518 |
|
14 |
45 |
66 |
86 |
142 |
246 |
518 |
518 |
|
15 |
45 |
66 |
86 |
143 |
246 |
518 |
518 |
|
16 |
45 |
66 |
86 |
142 |
245 |
517 |
517 |
|
17 |
45 |
66 |
87 |
143 |
246 |
518 |
518 |
|
18 |
45 |
66 |
87 |
143 |
246 |
518 |
518 |
|
19 |
45 |
66 |
87 |
143 |
246 |
518 |
518 |
|
20 |
46 |
67 |
87 |
143 |
246 |
518 |
518 |
|
21 |
46 |
67 |
87 |
143 |
246 |
519 |
519 |
|
22 |
46 |
67 |
87 |
143 |
246 |
518 |
518 |
|
23 |
46 |
66 |
87 |
143 |
246 |
518 |
518 |
|
24 |
45 |
66 |
87 |
143 |
246 |
518 |
518 |
|
25 |
45 |
66 |
86 |
142 |
245 |
517 |
517 |
|
26 |
44 |
65 |
86 |
142 |
245 |
517 |
517 |
|
27 |
44 |
64 |
85 |
141 |
244 |
516 |
516 |
|
28 |
43 |
64 |
85 |
141 |
244 |
516 |
516 |
|
29 |
42 |
63 |
84 |
140 |
243 |
515 |
515 |
|
30 |
42 |
63 |
83 |
139 |
242 |
515 |
515 |
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 |
2 |
15 |
36 |
101 |
215 |
487 |
1 144 |
|
2 |
3 |
16 |
38 |
103 |
217 |
489 |
931 |
|
3 |
6 |
20 |
41 |
100 |
215 |
487 |
766 |
|
4 |
9 |
24 |
45 |
103 |
215 |
487 |
639 |
|
5 |
11 |
27 |
51 |
107 |
216 |
488 |
540 |
|
6 |
12 |
29 |
55 |
112 |
216 |
488 |
488 |
|
7 |
14 |
32 |
57 |
115 |
216 |
489 |
489 |
|
8 |
14 |
32 |
57 |
114 |
216 |
489 |
489 |
|
9 |
14 |
33 |
57 |
113 |
216 |
488 |
488 |
|
10 |
14 |
34 |
57 |
113 |
216 |
488 |
488 |
|
11 |
14 |
35 |
57 |
113 |
216 |
488 |
488 |
|
12 |
14 |
35 |
56 |
113 |
216 |
488 |
488 |
|
13 |
15 |
35 |
56 |
112 |
215 |
487 |
487 |
|
14 |
14 |
35 |
56 |
112 |
215 |
487 |
487 |
|
15 |
15 |
35 |
56 |
112 |
215 |
487 |
487 |
|
16 |
15 |
35 |
56 |
112 |
215 |
487 |
487 |
|
17 |
16 |
35 |
56 |
112 |
215 |
487 |
487 |
|
18 |
17 |
35 |
56 |
112 |
215 |
487 |
487 |
|
19 |
18 |
35 |
56 |
112 |
215 |
487 |
487 |
|
20 |
19 |
36 |
56 |
112 |
216 |
488 |
488 |
|
21 |
21 |
36 |
57 |
113 |
216 |
488 |
488 |
|
22 |
21 |
36 |
57 |
113 |
216 |
488 |
488 |
|
23 |
22 |
37 |
57 |
113 |
216 |
488 |
488 |
|
24 |
23 |
37 |
57 |
113 |
217 |
489 |
489 |
|
25 |
24 |
37 |
58 |
114 |
217 |
489 |
489 |
|
26 |
24 |
37 |
58 |
114 |
217 |
489 |
489 |
|
27 |
25 |
37 |
58 |
114 |
217 |
489 |
489 |
|
28 |
26 |
37 |
58 |
114 |
217 |
489 |
489 |
|
29 |
26 |
37 |
58 |
114 |
217 |
489 |
489 |
|
30 |
27 |
37 |
58 |
114 |
217 |
489 |
489 |
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 |
133 |
247 |
519 |
1 143 |
|
2 |
34 |
47 |
68 |
133 |
247 |
519 |
928 |
|
3 |
34 |
48 |
69 |
128 |
243 |
515 |
764 |
|
4 |
35 |
50 |
72 |
130 |
242 |
514 |
637 |
|
5 |
35 |
51 |
75 |
132 |
240 |
513 |
538 |
|
6 |
37 |
54 |
80 |
137 |
241 |
513 |
513 |
|
7 |
36 |
53 |
79 |
137 |
238 |
510 |
510 |
|
8 |
38 |
57 |
82 |
139 |
241 |
513 |
513 |
|
9 |
38 |
57 |
81 |
137 |
240 |
512 |
512 |
|
10 |
33 |
53 |
76 |
132 |
235 |
508 |
508 |
|
11 |
30 |
50 |
72 |
129 |
232 |
504 |
504 |
|
12 |
28 |
48 |
70 |
126 |
229 |
501 |
501 |
|
13 |
26 |
46 |
67 |
123 |
226 |
499 |
499 |
|
14 |
24 |
45 |
66 |
122 |
225 |
497 |
497 |
|
15 |
23 |
44 |
64 |
120 |
223 |
495 |
495 |
|
16 |
22 |
42 |
63 |
119 |
222 |
494 |
494 |
|
17 |
21 |
42 |
62 |
118 |
221 |
494 |
494 |
|
18 |
20 |
41 |
62 |
118 |
221 |
493 |
493 |
|
19 |
20 |
41 |
61 |
117 |
221 |
493 |
493 |
|
20 |
20 |
41 |
61 |
118 |
221 |
493 |
493 |
|
21 |
20 |
41 |
62 |
118 |
221 |
493 |
493 |
|
22 |
21 |
41 |
61 |
117 |
221 |
493 |
493 |
|
23 |
22 |
41 |
61 |
117 |
220 |
493 |
493 |
|
24 |
23 |
41 |
61 |
117 |
220 |
492 |
492 |
|
25 |
23 |
40 |
61 |
117 |
220 |
492 |
492 |
|
26 |
24 |
40 |
61 |
117 |
220 |
492 |
492 |
|
27 |
25 |
40 |
61 |
117 |
220 |
492 |
492 |
|
28 |
26 |
40 |
61 |
117 |
220 |
492 |
492 |
|
29 |
26 |
40 |
61 |
117 |
220 |
492 |
492 |
|
30 |
27 |
40 |
60 |
116 |
219 |
492 |
492 |
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 |
233 |
246 |
267 |
332 |
446 |
718 |
1 893 |
|
2 |
226 |
239 |
261 |
325 |
439 |
711 |
1 500 |
|
3 |
220 |
234 |
255 |
314 |
429 |
701 |
1 203 |
|
4 |
215 |
230 |
252 |
310 |
421 |
693 |
980 |
|
5 |
210 |
226 |
250 |
306 |
415 |
687 |
812 |
|
6 |
205 |
222 |
247 |
305 |
409 |
681 |
683 |
|
7 |
201 |
219 |
244 |
302 |
404 |
676 |
676 |
|
8 |
196 |
215 |
239 |
297 |
399 |
671 |
671 |
|
9 |
192 |
211 |
235 |
291 |
394 |
667 |
667 |
|
10 |
188 |
208 |
231 |
287 |
390 |
662 |
662 |
|
11 |
184 |
204 |
226 |
283 |
386 |
658 |
658 |
|
12 |
180 |
201 |
222 |
278 |
381 |
653 |
653 |
|
13 |
176 |
197 |
218 |
274 |
377 |
649 |
649 |
|
14 |
172 |
193 |
214 |
270 |
373 |
645 |
645 |
|
15 |
168 |
189 |
210 |
266 |
369 |
641 |
641 |
|
16 |
165 |
186 |
206 |
262 |
365 |
638 |
638 |
|
17 |
161 |
182 |
203 |
259 |
362 |
634 |
634 |
|
18 |
158 |
179 |
200 |
256 |
359 |
631 |
631 |
|
19 |
155 |
176 |
196 |
252 |
355 |
627 |
627 |
|
20 |
152 |
173 |
193 |
249 |
352 |
624 |
624 |
|
21 |
149 |
169 |
190 |
246 |
349 |
621 |
621 |
|
22 |
145 |
166 |
187 |
243 |
346 |
618 |
618 |
|
23 |
142 |
163 |
184 |
240 |
343 |
615 |
615 |
|
24 |
139 |
160 |
181 |
237 |
340 |
612 |
612 |
|
25 |
136 |
157 |
178 |
234 |
337 |
609 |
609 |
|
26 |
134 |
154 |
175 |
231 |
334 |
606 |
606 |
|
27 |
131 |
152 |
172 |
228 |
331 |
603 |
603 |
|
28 |
128 |
149 |
170 |
226 |
329 |
601 |
601 |
|
29 |
126 |
146 |
167 |
223 |
326 |
598 |
598 |
|
30 |
123 |
144 |
165 |
221 |
324 |
596 |
596 |
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 |
7 |
25 |
47 |
97 |
231 |
503 |
1 171 |
|
2 |
7 |
25 |
47 |
97 |
231 |
503 |
952 |
|
3 |
9 |
28 |
49 |
94 |
229 |
501 |
783 |
|
4 |
12 |
33 |
53 |
93 |
229 |
501 |
653 |
|
5 |
16 |
38 |
58 |
96 |
230 |
502 |
551 |
|
6 |
18 |
41 |
63 |
93 |
230 |
502 |
502 |
|
7 |
19 |
44 |
63 |
89 |
231 |
503 |
503 |
|
8 |
18 |
43 |
62 |
88 |
231 |
503 |
503 |
|
9 |
19 |
44 |
64 |
92 |
231 |
503 |
503 |
|
10 |
21 |
47 |
66 |
95 |
231 |
503 |
503 |
|
11 |
23 |
50 |
68 |
97 |
231 |
503 |
503 |
|
12 |
24 |
52 |
69 |
98 |
230 |
503 |
503 |
|
13 |
26 |
54 |
70 |
99 |
230 |
503 |
503 |
|
14 |
26 |
54 |
70 |
99 |
230 |
502 |
502 |
|
15 |
26 |
55 |
70 |
99 |
230 |
502 |
502 |
|
16 |
26 |
55 |
70 |
99 |
230 |
502 |
502 |
|
17 |
26 |
55 |
70 |
99 |
230 |
502 |
502 |
|
18 |
26 |
55 |
70 |
99 |
230 |
502 |
502 |
|
19 |
26 |
55 |
70 |
99 |
230 |
502 |
502 |
|
20 |
26 |
55 |
70 |
99 |
231 |
503 |
503 |
|
21 |
26 |
55 |
70 |
99 |
231 |
503 |
503 |
|
22 |
26 |
55 |
70 |
99 |
231 |
503 |
503 |
|
23 |
26 |
55 |
70 |
99 |
230 |
503 |
503 |
|
24 |
26 |
55 |
70 |
99 |
230 |
502 |
502 |
|
25 |
26 |
55 |
70 |
99 |
230 |
502 |
502 |
|
26 |
26 |
55 |
70 |
99 |
230 |
502 |
502 |
|
27 |
26 |
55 |
70 |
99 |
229 |
501 |
501 |
|
28 |
26 |
55 |
70 |
99 |
229 |
501 |
501 |
|
29 |
27 |
55 |
70 |
99 |
229 |
501 |
501 |
|
30 |
27 |
55 |
70 |
99 |
228 |
500 |
500 |
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 |
191 |
463 |
1 107 |
|
2 |
1 |
5 |
11 |
76 |
190 |
462 |
902 |
|
3 |
2 |
5 |
12 |
70 |
186 |
458 |
743 |
|
4 |
4 |
6 |
14 |
72 |
184 |
456 |
620 |
|
5 |
4 |
7 |
18 |
75 |
183 |
455 |
524 |
|
6 |
6 |
7 |
21 |
79 |
183 |
455 |
455 |
|
7 |
7 |
8 |
23 |
81 |
183 |
455 |
455 |
|
8 |
8 |
10 |
23 |
80 |
183 |
455 |
455 |
|
9 |
8 |
10 |
23 |
80 |
183 |
455 |
455 |
|
10 |
9 |
11 |
23 |
80 |
183 |
455 |
455 |
|
11 |
11 |
11 |
24 |
80 |
183 |
455 |
455 |
|
12 |
12 |
12 |
24 |
80 |
183 |
455 |
455 |
|
13 |
13 |
13 |
24 |
80 |
183 |
455 |
455 |
|
14 |
14 |
13 |
25 |
81 |
184 |
456 |
456 |
|
15 |
14 |
15 |
25 |
81 |
184 |
456 |
456 |
|
16 |
15 |
16 |
25 |
81 |
184 |
456 |
456 |
|
17 |
16 |
16 |
26 |
82 |
185 |
457 |
457 |
|
18 |
17 |
17 |
26 |
82 |
185 |
457 |
457 |
|
19 |
18 |
17 |
28 |
83 |
186 |
458 |
458 |
|
20 |
18 |
18 |
29 |
83 |
186 |
458 |
458 |
|
21 |
19 |
19 |
30 |
84 |
187 |
459 |
459 |
|
22 |
21 |
20 |
31 |
84 |
187 |
459 |
459 |
|
23 |
22 |
21 |
32 |
84 |
187 |
459 |
459 |
|
24 |
22 |
21 |
33 |
84 |
187 |
460 |
460 |
|
25 |
23 |
22 |
35 |
84 |
187 |
460 |
460 |
|
26 |
24 |
23 |
36 |
84 |
187 |
460 |
460 |
|
27 |
25 |
23 |
37 |
84 |
187 |
459 |
459 |
|
28 |
25 |
24 |
38 |
84 |
187 |
459 |
459 |
|
29 |
26 |
25 |
39 |
84 |
187 |
459 |
459 |
|
30 |
27 |
26 |
40 |
84 |
187 |
459 |
459 |
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 |
153 |
293 |
3 117 |
|
2 |
1 |
13 |
20 |
40 |
153 |
334 |
2 337 |
|
3 |
1 |
14 |
22 |
45 |
149 |
350 |
1 774 |
|
4 |
1 |
15 |
25 |
49 |
147 |
351 |
1 375 |
|
5 |
2 |
17 |
28 |
51 |
147 |
343 |
1 091 |
|
6 |
4 |
20 |
30 |
54 |
147 |
331 |
885 |
|
7 |
5 |
22 |
32 |
56 |
147 |
316 |
732 |
|
8 |
6 |
23 |
34 |
58 |
147 |
300 |
614 |
|
9 |
6 |
24 |
35 |
61 |
147 |
283 |
523 |
|
10 |
7 |
25 |
37 |
63 |
147 |
266 |
450 |
|
11 |
7 |
25 |
37 |
64 |
147 |
250 |
390 |
|
12 |
7 |
25 |
38 |
64 |
147 |
238 |
341 |
|
13 |
7 |
26 |
38 |
64 |
147 |
238 |
300 |
|
14 |
7 |
26 |
38 |
64 |
147 |
238 |
266 |
|
15 |
7 |
26 |
39 |
64 |
147 |
238 |
238 |
|
16 |
7 |
26 |
41 |
64 |
147 |
238 |
238 |
|
17 |
7 |
26 |
44 |
64 |
147 |
238 |
238 |
|
18 |
7 |
26 |
46 |
64 |
147 |
238 |
238 |
|
19 |
7 |
26 |
48 |
64 |
147 |
238 |
238 |
|
20 |
7 |
26 |
51 |
64 |
147 |
238 |
238 |
|
21 |
8 |
26 |
53 |
64 |
147 |
238 |
238 |
|
22 |
9 |
26 |
55 |
64 |
147 |
238 |
238 |
|
23 |
9 |
26 |
57 |
64 |
147 |
238 |
238 |
|
24 |
9 |
26 |
60 |
64 |
147 |
238 |
238 |
|
25 |
10 |
26 |
62 |
64 |
147 |
238 |
238 |
|
26 |
10 |
26 |
65 |
66 |
147 |
238 |
238 |
|
27 |
10 |
26 |
67 |
68 |
147 |
238 |
238 |
|
28 |
11 |
26 |
70 |
70 |
147 |
238 |
238 |
|
29 |
11 |
26 |
72 |
71 |
147 |
238 |
238 |
|
30 |
11 |
26 |
74 |
73 |
147 |
238 |
238 |
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 |
27 |
33 |
53 |
166 |
299 |
3 190 |
|
2 |
15 |
27 |
34 |
54 |
167 |
341 |
2 393 |
|
3 |
15 |
28 |
36 |
59 |
163 |
358 |
1 816 |
|
4 |
15 |
28 |
38 |
62 |
160 |
359 |
1 408 |
|
5 |
15 |
30 |
41 |
64 |
159 |
351 |
1 117 |
|
6 |
16 |
31 |
42 |
66 |
158 |
338 |
906 |
|
7 |
17 |
33 |
43 |
67 |
158 |
323 |
749 |
|
8 |
16 |
33 |
44 |
69 |
157 |
306 |
629 |
|
9 |
16 |
34 |
45 |
71 |
156 |
289 |
535 |
|
10 |
16 |
34 |
46 |
72 |
156 |
272 |
460 |
|
11 |
16 |
34 |
46 |
72 |
155 |
256 |
399 |
|
12 |
15 |
34 |
46 |
72 |
155 |
246 |
349 |
|
13 |
15 |
33 |
45 |
72 |
154 |
246 |
307 |
|
14 |
14 |
33 |
45 |
71 |
154 |
245 |
272 |
|
15 |
14 |
32 |
44 |
71 |
153 |
245 |
245 |
|
16 |
14 |
32 |
44 |
70 |
153 |
244 |
244 |
|
17 |
14 |
32 |
45 |
70 |
153 |
244 |
244 |
|
18 |
14 |
32 |
47 |
70 |
153 |
244 |
244 |
|
19 |
14 |
32 |
49 |
70 |
153 |
244 |
244 |
|
20 |
14 |
32 |
52 |
71 |
153 |
245 |
245 |
|
21 |
14 |
33 |
54 |
71 |
154 |
245 |
245 |
|
22 |
14 |
33 |
56 |
71 |
154 |
245 |
245 |
|
23 |
14 |
33 |
59 |
71 |
154 |
245 |
245 |
|
24 |
14 |
33 |
61 |
71 |
154 |
245 |
245 |
|
25 |
14 |
33 |
64 |
71 |
154 |
245 |
245 |
|
26 |
14 |
33 |
66 |
71 |
154 |
245 |
245 |
|
27 |
14 |
33 |
69 |
71 |
154 |
245 |
245 |
|
28 |
14 |
32 |
71 |
71 |
153 |
245 |
245 |
|
29 |
14 |
32 |
73 |
72 |
153 |
245 |
245 |
|
30 |
14 |
32 |
76 |
74 |
153 |
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 |
153 |
292 |
3 116 |
|
2 |
1 |
13 |
20 |
40 |
153 |
334 |
2 337 |
|
3 |
1 |
14 |
22 |
45 |
149 |
350 |
1 773 |
|
4 |
1 |
15 |
25 |
49 |
146 |
351 |
1 375 |
|
5 |
2 |
17 |
28 |
51 |
146 |
343 |
1 091 |
|
6 |
4 |
19 |
30 |
54 |
146 |
331 |
885 |
|
7 |
5 |
22 |
32 |
56 |
146 |
316 |
731 |
|
8 |
6 |
23 |
33 |
58 |
146 |
300 |
614 |
|
9 |
6 |
24 |
35 |
61 |
146 |
283 |
523 |
|
10 |
6 |
25 |
37 |
63 |
146 |
266 |
450 |
|
11 |
7 |
25 |
37 |
64 |
146 |
250 |
390 |
|
12 |
7 |
25 |
37 |
64 |
146 |
238 |
341 |
|
13 |
7 |
25 |
37 |
64 |
146 |
238 |
300 |
|
14 |
7 |
25 |
37 |
64 |
146 |
238 |
266 |
|
15 |
7 |
25 |
39 |
64 |
146 |
238 |
238 |
|
16 |
7 |
25 |
41 |
64 |
146 |
238 |
238 |
|
17 |
7 |
25 |
44 |
64 |
146 |
238 |
238 |
|
18 |
7 |
25 |
46 |
64 |
146 |
238 |
238 |
|
19 |
7 |
25 |
48 |
64 |
146 |
238 |
238 |
|
20 |
7 |
25 |
51 |
64 |
146 |
238 |
238 |
|
21 |
8 |
25 |
53 |
64 |
146 |
238 |
238 |
|
22 |
9 |
25 |
55 |
64 |
146 |
238 |
238 |
|
23 |
9 |
25 |
57 |
64 |
146 |
238 |
238 |
|
24 |
9 |
25 |
60 |
64 |
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 |
71 |
146 |
238 |
238 |
|
30 |
11 |
26 |
74 |
73 |
146 |
238 |
238 |
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 |
92 |
113 |
225 |
318 |
3 293 |
|
2 |
71 |
83 |
89 |
110 |
222 |
353 |
2 484 |
|
3 |
73 |
86 |
94 |
117 |
220 |
371 |
1 890 |
|
4 |
71 |
85 |
95 |
119 |
216 |
373 |
1 467 |
|
5 |
70 |
85 |
96 |
119 |
214 |
365 |
1 165 |
|
6 |
70 |
86 |
97 |
120 |
213 |
352 |
945 |
|
7 |
70 |
87 |
97 |
121 |
211 |
336 |
781 |
|
8 |
69 |
87 |
97 |
122 |
210 |
319 |
655 |
|
9 |
69 |
87 |
98 |
124 |
209 |
301 |
558 |
|
10 |
66 |
84 |
96 |
123 |
206 |
298 |
479 |
|
11 |
65 |
83 |
95 |
121 |
204 |
296 |
416 |
|
12 |
64 |
82 |
94 |
120 |
203 |
294 |
364 |
|
13 |
63 |
81 |
94 |
120 |
203 |
294 |
320 |
|
14 |
63 |
81 |
93 |
119 |
202 |
294 |
294 |
|
15 |
63 |
81 |
93 |
119 |
202 |
293 |
293 |
|
16 |
62 |
81 |
93 |
119 |
202 |
293 |
293 |
|
17 |
62 |
80 |
92 |
119 |
201 |
293 |
293 |
|
18 |
61 |
80 |
92 |
118 |
201 |
292 |
292 |
|
19 |
61 |
79 |
91 |
117 |
200 |
292 |
292 |
|
20 |
60 |
79 |
91 |
117 |
200 |
291 |
291 |
|
21 |
60 |
78 |
90 |
116 |
199 |
290 |
290 |
|
22 |
59 |
77 |
89 |
116 |
198 |
290 |
290 |
|
23 |
58 |
76 |
88 |
115 |
197 |
289 |
289 |
|
24 |
57 |
75 |
87 |
114 |
196 |
288 |
288 |
|
25 |
56 |
74 |
86 |
113 |
195 |
287 |
287 |
|
26 |
55 |
73 |
85 |
112 |
194 |
286 |
286 |
|
27 |
54 |
72 |
84 |
111 |
193 |
285 |
285 |
|
28 |
53 |
71 |
83 |
110 |
192 |
284 |
284 |
|
29 |
52 |
70 |
82 |
108 |
191 |
283 |
283 |
|
30 |
51 |
69 |
81 |
107 |
190 |
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 |
157 |
293 |
3 117 |
|
2 |
6 |
19 |
25 |
45 |
158 |
335 |
2 342 |
|
3 |
7 |
20 |
28 |
51 |
155 |
351 |
1 778 |
|
4 |
8 |
22 |
32 |
56 |
153 |
352 |
1 379 |
|
5 |
9 |
24 |
35 |
58 |
153 |
345 |
1 095 |
|
6 |
11 |
26 |
37 |
61 |
153 |
332 |
888 |
|
7 |
12 |
29 |
39 |
63 |
153 |
317 |
734 |
|
8 |
12 |
29 |
40 |
65 |
153 |
301 |
617 |
|
9 |
12 |
30 |
41 |
67 |
152 |
284 |
525 |
|
10 |
12 |
30 |
42 |
68 |
152 |
268 |
452 |
|
11 |
12 |
31 |
43 |
69 |
152 |
252 |
392 |
|
12 |
13 |
31 |
43 |
69 |
152 |
243 |
343 |
|
13 |
13 |
31 |
43 |
69 |
152 |
244 |
302 |
|
14 |
13 |
31 |
43 |
70 |
152 |
244 |
267 |
|
15 |
13 |
31 |
44 |
70 |
152 |
244 |
244 |
|
16 |
13 |
31 |
44 |
70 |
152 |
244 |
244 |
|
17 |
13 |
32 |
44 |
70 |
153 |
244 |
244 |
|
18 |
14 |
32 |
46 |
70 |
153 |
244 |
244 |
|
19 |
14 |
32 |
49 |
71 |
153 |
245 |
245 |
|
20 |
15 |
33 |
51 |
71 |
154 |
245 |
245 |
|
21 |
15 |
33 |
53 |
72 |
154 |
246 |
246 |
|
22 |
15 |
34 |
56 |
72 |
155 |
246 |
246 |
|
23 |
15 |
34 |
58 |
72 |
155 |
246 |
246 |
|
24 |
15 |
34 |
60 |
72 |
155 |
246 |
246 |
|
25 |
15 |
34 |
62 |
72 |
155 |
246 |
246 |
|
26 |
15 |
34 |
65 |
72 |
155 |
246 |
246 |
|
27 |
15 |
34 |
67 |
72 |
155 |
246 |
246 |
|
28 |
15 |
33 |
70 |
72 |
155 |
246 |
246 |
|
29 |
15 |
33 |
72 |
72 |
154 |
246 |
246 |
|
30 |
15 |
33 |
75 |
74 |
154 |
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 |
152 |
292 |
3 114 |
|
2 |
0 |
12 |
19 |
39 |
152 |
334 |
2 335 |
|
3 |
1 |
13 |
21 |
44 |
148 |
350 |
1 772 |
|
4 |
1 |
14 |
24 |
48 |
146 |
351 |
1 374 |
|
5 |
2 |
16 |
27 |
50 |
146 |
343 |
1 090 |
|
6 |
3 |
19 |
30 |
53 |
146 |
331 |
884 |
|
7 |
5 |
21 |
31 |
55 |
146 |
316 |
731 |
|
8 |
5 |
22 |
33 |
58 |
146 |
299 |
614 |
|
9 |
5 |
23 |
34 |
60 |
146 |
283 |
522 |
|
10 |
6 |
24 |
36 |
62 |
146 |
266 |
449 |
|
11 |
6 |
24 |
36 |
63 |
146 |
250 |
390 |
|
12 |
6 |
25 |
37 |
63 |
146 |
237 |
341 |
|
13 |
6 |
25 |
37 |
63 |
146 |
237 |
300 |
|
14 |
6 |
25 |
37 |
63 |
146 |
237 |
266 |
|
15 |
6 |
25 |
39 |
63 |
146 |
237 |
237 |
|
16 |
6 |
25 |
41 |
63 |
146 |
237 |
237 |
|
17 |
6 |
25 |
44 |
63 |
146 |
237 |
237 |
|
18 |
6 |
25 |
46 |
63 |
146 |
237 |
237 |
|
19 |
7 |
25 |
48 |
63 |
146 |
237 |
237 |
|
20 |
7 |
25 |
51 |
63 |
146 |
237 |
237 |
|
21 |
8 |
25 |
53 |
63 |
146 |
237 |
237 |
|
22 |
9 |
25 |
55 |
63 |
146 |
237 |
237 |
|
23 |
9 |
25 |
57 |
63 |
146 |
237 |
237 |
|
24 |
9 |
25 |
60 |
63 |
146 |
237 |
237 |
|
25 |
10 |
25 |
62 |
64 |
146 |
237 |
237 |
|
26 |
10 |
25 |
65 |
66 |
146 |
237 |
237 |
|
27 |
10 |
25 |
67 |
68 |
146 |
237 |
237 |
|
28 |
11 |
25 |
70 |
70 |
146 |
237 |
237 |
|
29 |
11 |
26 |
72 |
71 |
146 |
237 |
237 |
|
30 |
11 |
26 |
74 |
72 |
146 |
237 |
237 |
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 |
302 |
3 230 |
|
2 |
0 |
10 |
21 |
44 |
172 |
345 |
2 422 |
|
3 |
1 |
11 |
23 |
49 |
167 |
361 |
1 836 |
|
4 |
1 |
13 |
26 |
54 |
164 |
362 |
1 422 |
|
5 |
1 |
16 |
28 |
58 |
163 |
354 |
1 127 |
|
6 |
2 |
19 |
33 |
59 |
162 |
341 |
914 |
|
7 |
4 |
22 |
37 |
60 |
161 |
325 |
755 |
|
8 |
6 |
25 |
38 |
60 |
160 |
308 |
634 |
|
9 |
9 |
31 |
42 |
59 |
159 |
291 |
539 |
|
10 |
11 |
34 |
43 |
58 |
158 |
274 |
464 |
|
11 |
11 |
33 |
42 |
58 |
157 |
257 |
402 |
|
12 |
10 |
32 |
43 |
59 |
157 |
248 |
352 |
|
13 |
9 |
32 |
43 |
59 |
156 |
247 |
310 |
|
14 |
9 |
32 |
44 |
59 |
155 |
247 |
274 |
|
15 |
9 |
32 |
44 |
60 |
155 |
246 |
246 |
|
16 |
9 |
32 |
44 |
60 |
154 |
245 |
245 |
|
17 |
9 |
32 |
45 |
60 |
153 |
244 |
244 |
|
18 |
9 |
32 |
48 |
60 |
152 |
244 |
244 |
|
19 |
9 |
32 |
49 |
60 |
152 |
244 |
244 |
|
20 |
9 |
32 |
52 |
60 |
153 |
244 |
244 |
|
21 |
9 |
32 |
55 |
60 |
153 |
244 |
244 |
|
22 |
9 |
32 |
57 |
60 |
152 |
244 |
244 |
|
23 |
9 |
32 |
59 |
62 |
152 |
243 |
243 |
|
24 |
9 |
32 |
61 |
64 |
151 |
243 |
243 |
|
25 |
10 |
32 |
64 |
66 |
151 |
242 |
242 |
|
26 |
10 |
32 |
66 |
68 |
150 |
241 |
241 |
|
27 |
11 |
32 |
69 |
70 |
150 |
241 |
241 |
|
28 |
11 |
32 |
71 |
72 |
149 |
240 |
240 |
|
29 |
11 |
32 |
74 |
74 |
148 |
240 |
240 |
|
30 |
12 |
32 |
76 |
75 |
148 |
239 |
239 |
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 |
95 |
116 |
229 |
322 |
3 344 |
|
2 |
76 |
88 |
95 |
115 |
228 |
358 |
2 522 |
|
3 |
75 |
88 |
96 |
119 |
223 |
376 |
1 919 |
|
4 |
74 |
88 |
98 |
122 |
220 |
378 |
1 489 |
|
5 |
74 |
88 |
99 |
122 |
218 |
370 |
1 182 |
|
6 |
74 |
89 |
100 |
124 |
216 |
357 |
959 |
|
7 |
73 |
90 |
100 |
124 |
214 |
341 |
792 |
|
8 |
72 |
89 |
100 |
124 |
213 |
323 |
665 |
|
9 |
71 |
88 |
100 |
125 |
211 |
305 |
565 |
|
10 |
70 |
88 |
100 |
126 |
210 |
301 |
486 |
|
11 |
69 |
87 |
99 |
126 |
208 |
300 |
421 |
|
12 |
68 |
86 |
98 |
124 |
207 |
298 |
368 |
|
13 |
66 |
85 |
97 |
123 |
206 |
297 |
323 |
|
14 |
65 |
83 |
95 |
122 |
204 |
296 |
296 |
|
15 |
64 |
82 |
94 |
120 |
203 |
294 |
294 |
|
16 |
63 |
81 |
93 |
119 |
202 |
293 |
293 |
|
17 |
62 |
80 |
92 |
118 |
201 |
292 |
292 |
|
18 |
61 |
79 |
91 |
117 |
200 |
292 |
292 |
|
19 |
60 |
78 |
90 |
117 |
199 |
291 |
291 |
|
20 |
59 |
77 |
90 |
116 |
198 |
290 |
290 |
|
21 |
58 |
77 |
89 |
115 |
198 |
289 |
289 |
|
22 |
57 |
75 |
88 |
114 |
197 |
288 |
288 |
|
23 |
56 |
74 |
86 |
113 |
195 |
287 |
287 |
|
24 |
55 |
73 |
85 |
112 |
194 |
286 |
286 |
|
25 |
54 |
72 |
84 |
110 |
193 |
285 |
285 |
|
26 |
53 |
71 |
83 |
109 |
192 |
283 |
283 |
|
27 |
52 |
70 |
82 |
108 |
191 |
282 |
282 |
|
28 |
50 |
69 |
81 |
107 |
190 |
281 |
281 |
|
29 |
49 |
68 |
80 |
106 |
189 |
280 |
280 |
|
30 |
48 |
67 |
79 |
105 |
188 |
279 |
279 |
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 |
202 |
304 |
3 256 |
|
2 |
50 |
62 |
69 |
89 |
202 |
349 |
2 451 |
|
3 |
50 |
63 |
71 |
94 |
197 |
366 |
1 864 |
|
4 |
50 |
63 |
73 |
97 |
195 |
368 |
1 447 |
|
5 |
49 |
64 |
75 |
98 |
194 |
361 |
1 149 |
|
6 |
50 |
65 |
76 |
100 |
192 |
348 |
933 |
|
7 |
50 |
67 |
77 |
101 |
191 |
332 |
771 |
|
8 |
49 |
66 |
77 |
102 |
190 |
315 |
648 |
|
9 |
48 |
66 |
77 |
103 |
189 |
298 |
551 |
|
10 |
48 |
66 |
78 |
104 |
188 |
281 |
474 |
|
11 |
47 |
66 |
78 |
104 |
187 |
278 |
411 |
|
12 |
47 |
65 |
77 |
104 |
186 |
278 |
359 |
|
13 |
46 |
65 |
77 |
103 |
186 |
277 |
316 |
|
14 |
46 |
64 |
76 |
102 |
185 |
276 |
279 |
|
15 |
45 |
63 |
76 |
102 |
184 |
276 |
276 |
|
16 |
44 |
63 |
75 |
101 |
184 |
275 |
275 |
|
17 |
44 |
62 |
74 |
101 |
183 |
275 |
275 |
|
18 |
43 |
62 |
74 |
100 |
183 |
274 |
274 |
|
19 |
43 |
61 |
73 |
100 |
182 |
274 |
274 |
|
20 |
43 |
61 |
73 |
99 |
182 |
273 |
273 |
|
21 |
42 |
61 |
73 |
99 |
182 |
273 |
273 |
|
22 |
42 |
60 |
72 |
99 |
181 |
273 |
273 |
|
23 |
41 |
60 |
72 |
98 |
181 |
272 |
272 |
|
24 |
41 |
59 |
71 |
97 |
180 |
271 |
271 |
|
25 |
40 |
58 |
70 |
97 |
179 |
271 |
271 |
|
26 |
39 |
58 |
70 |
96 |
179 |
270 |
270 |
|
27 |
39 |
57 |
70 |
95 |
178 |
269 |
269 |
|
28 |
38 |
56 |
72 |
94 |
177 |
269 |
269 |
|
29 |
37 |
55 |
75 |
94 |
176 |
268 |
268 |
|
30 |
36 |
55 |
77 |
93 |
176 |
267 |
267 |
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 |
238 |
331 |
3 423 |
|
2 |
86 |
98 |
104 |
125 |
238 |
363 |
2 565 |
|
3 |
84 |
97 |
105 |
128 |
232 |
379 |
1 941 |
|
4 |
83 |
96 |
106 |
130 |
228 |
379 |
1 499 |
|
5 |
83 |
97 |
108 |
131 |
227 |
370 |
1 186 |
|
6 |
83 |
99 |
110 |
134 |
226 |
355 |
958 |
|
7 |
84 |
101 |
111 |
135 |
226 |
338 |
790 |
|
8 |
84 |
102 |
112 |
137 |
225 |
320 |
661 |
|
9 |
85 |
102 |
114 |
140 |
225 |
317 |
561 |
|
10 |
85 |
103 |
115 |
141 |
225 |
316 |
481 |
|
11 |
85 |
103 |
115 |
142 |
224 |
316 |
417 |
|
12 |
84 |
102 |
115 |
141 |
224 |
315 |
363 |
|
13 |
83 |
102 |
114 |
140 |
223 |
314 |
319 |
|
14 |
82 |
100 |
113 |
139 |
221 |
313 |
313 |
|
15 |
81 |
99 |
111 |
138 |
220 |
312 |
312 |
|
16 |
80 |
98 |
110 |
137 |
219 |
311 |
311 |
|
17 |
79 |
97 |
109 |
136 |
218 |
310 |
310 |
|
18 |
78 |
96 |
108 |
135 |
217 |
309 |
309 |
|
19 |
77 |
95 |
107 |
134 |
216 |
308 |
308 |
|
20 |
76 |
94 |
106 |
132 |
215 |
307 |
307 |
|
21 |
75 |
93 |
105 |
131 |
214 |
305 |
305 |
|
22 |
73 |
92 |
104 |
130 |
213 |
304 |
304 |
|
23 |
72 |
90 |
102 |
129 |
211 |
303 |
303 |
|
24 |
70 |
89 |
101 |
127 |
210 |
301 |
301 |
|
25 |
69 |
87 |
99 |
126 |
208 |
300 |
300 |
|
26 |
67 |
86 |
98 |
124 |
207 |
298 |
298 |
|
27 |
66 |
84 |
96 |
123 |
205 |
297 |
297 |
|
28 |
64 |
83 |
95 |
121 |
204 |
295 |
295 |
|
29 |
63 |
81 |
93 |
120 |
202 |
294 |
294 |
|
30 |
62 |
80 |
92 |
118 |
201 |
292 |
292 |
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 |
177 |
301 |
3 222 |
|
2 |
26 |
38 |
45 |
65 |
178 |
345 |
2 419 |
|
3 |
26 |
38 |
47 |
70 |
173 |
361 |
1 835 |
|
4 |
25 |
39 |
49 |
73 |
170 |
362 |
1 421 |
|
5 |
25 |
40 |
51 |
74 |
169 |
353 |
1 126 |
|
6 |
26 |
42 |
53 |
76 |
169 |
340 |
913 |
|
7 |
27 |
43 |
54 |
78 |
168 |
325 |
754 |
|
8 |
26 |
43 |
54 |
79 |
167 |
308 |
633 |
|
9 |
26 |
44 |
55 |
81 |
166 |
291 |
538 |
|
10 |
26 |
44 |
56 |
82 |
166 |
274 |
463 |
|
11 |
26 |
44 |
56 |
82 |
165 |
257 |
401 |
|
12 |
25 |
43 |
56 |
82 |
165 |
256 |
351 |
|
13 |
25 |
43 |
55 |
81 |
164 |
255 |
309 |
|
14 |
24 |
42 |
54 |
81 |
163 |
255 |
273 |
|
15 |
24 |
42 |
54 |
80 |
163 |
254 |
254 |
|
16 |
23 |
41 |
53 |
80 |
162 |
254 |
254 |
|
17 |
23 |
41 |
53 |
79 |
162 |
253 |
253 |
|
18 |
23 |
41 |
53 |
79 |
162 |
253 |
253 |
|
19 |
22 |
41 |
53 |
79 |
162 |
253 |
253 |
|
20 |
23 |
41 |
53 |
79 |
162 |
253 |
253 |
|
21 |
23 |
41 |
54 |
79 |
162 |
253 |
253 |
|
22 |
23 |
41 |
56 |
79 |
162 |
253 |
253 |
|
23 |
22 |
41 |
59 |
79 |
162 |
253 |
253 |
|
24 |
22 |
41 |
61 |
79 |
162 |
253 |
253 |
|
25 |
22 |
40 |
64 |
79 |
161 |
253 |
253 |
|
26 |
22 |
40 |
66 |
78 |
161 |
252 |
252 |
|
27 |
21 |
40 |
69 |
78 |
161 |
252 |
252 |
|
28 |
21 |
39 |
71 |
78 |
160 |
252 |
252 |
|
29 |
21 |
39 |
73 |
77 |
160 |
251 |
251 |
|
30 |
20 |
39 |
76 |
77 |
160 |
251 |
251 |
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 |
283 |
3 008 |
|
2 |
0 |
1 |
6 |
22 |
135 |
324 |
2 257 |
|
3 |
1 |
1 |
8 |
27 |
131 |
339 |
1 713 |
|
4 |
1 |
3 |
11 |
31 |
129 |
340 |
1 329 |
|
5 |
1 |
4 |
13 |
33 |
129 |
333 |
1 055 |
|
6 |
2 |
4 |
16 |
37 |
129 |
321 |
856 |
|
7 |
2 |
5 |
19 |
39 |
129 |
306 |
708 |
|
8 |
2 |
7 |
21 |
41 |
129 |
291 |
595 |
|
9 |
3 |
7 |
24 |
43 |
129 |
274 |
506 |
|
10 |
4 |
9 |
26 |
45 |
129 |
258 |
436 |
|
11 |
4 |
9 |
28 |
47 |
130 |
243 |
378 |
|
12 |
4 |
10 |
31 |
46 |
129 |
228 |
331 |
|
13 |
4 |
11 |
33 |
47 |
129 |
221 |
291 |
|
14 |
5 |
11 |
35 |
47 |
129 |
221 |
258 |
|
15 |
6 |
13 |
38 |
46 |
128 |
220 |
230 |
|
16 |
6 |
13 |
40 |
45 |
128 |
219 |
219 |
|
17 |
6 |
15 |
42 |
47 |
128 |
219 |
219 |
|
18 |
6 |
15 |
45 |
49 |
128 |
219 |
219 |
|
19 |
7 |
16 |
47 |
51 |
128 |
219 |
219 |
|
20 |
7 |
17 |
49 |
53 |
129 |
220 |
220 |
|
21 |
7 |
18 |
52 |
54 |
129 |
220 |
220 |
|
22 |
9 |
19 |
54 |
57 |
129 |
220 |
220 |
|
23 |
9 |
20 |
56 |
59 |
129 |
220 |
220 |
|
24 |
9 |
20 |
58 |
60 |
129 |
220 |
220 |
|
25 |
10 |
22 |
61 |
62 |
129 |
220 |
220 |
|
26 |
10 |
22 |
63 |
64 |
129 |
220 |
220 |
|
27 |
10 |
24 |
66 |
66 |
131 |
220 |
220 |
|
28 |
11 |
24 |
68 |
68 |
132 |
220 |
220 |
|
29 |
11 |
24 |
71 |
70 |
133 |
220 |
220 |
|
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 |
3 214 |
|
2 |
38 |
50 |
57 |
77 |
190 |
343 |
2 410 |
|
3 |
38 |
51 |
59 |
82 |
185 |
360 |
1 828 |
|
4 |
38 |
51 |
61 |
85 |
183 |
361 |
1 417 |
|
5 |
38 |
53 |
64 |
87 |
182 |
353 |
1 124 |
|
6 |
39 |
54 |
65 |
89 |
181 |
340 |
912 |
|
7 |
40 |
56 |
67 |
90 |
181 |
325 |
754 |
|
8 |
39 |
56 |
67 |
92 |
180 |
308 |
634 |
|
9 |
39 |
57 |
68 |
94 |
179 |
291 |
539 |
|
10 |
39 |
57 |
69 |
95 |
179 |
274 |
464 |
|
11 |
38 |
57 |
69 |
95 |
178 |
269 |
403 |
|
12 |
38 |
56 |
68 |
95 |
177 |
269 |
352 |
|
13 |
37 |
56 |
68 |
94 |
177 |
268 |
310 |
|
14 |
37 |
55 |
67 |
94 |
176 |
268 |
274 |
|
15 |
36 |
55 |
67 |
93 |
176 |
267 |
267 |
|
16 |
36 |
54 |
66 |
92 |
175 |
267 |
267 |
|
17 |
35 |
54 |
66 |
92 |
175 |
266 |
266 |
|
18 |
35 |
53 |
65 |
92 |
174 |
266 |
266 |
|
19 |
35 |
53 |
65 |
91 |
174 |
265 |
265 |
|
20 |
34 |
53 |
65 |
91 |
174 |
265 |
265 |
|
21 |
34 |
53 |
65 |
91 |
174 |
265 |
265 |
|
22 |
34 |
52 |
64 |
90 |
173 |
264 |
264 |
|
23 |
33 |
51 |
64 |
90 |
172 |
264 |
264 |
|
24 |
32 |
51 |
63 |
89 |
172 |
263 |
263 |
|
25 |
32 |
50 |
64 |
88 |
171 |
262 |
262 |
|
26 |
31 |
49 |
66 |
88 |
170 |
262 |
262 |
|
27 |
30 |
49 |
69 |
87 |
170 |
261 |
261 |
|
28 |
29 |
48 |
71 |
86 |
169 |
260 |
260 |
|
29 |
29 |
47 |
74 |
85 |
168 |
259 |
259 |
|
30 |
28 |
46 |
76 |
85 |
167 |
259 |
259 |
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 |
162 |
292 |
3 107 |
|
2 |
14 |
26 |
32 |
53 |
165 |
333 |
2 331 |
|
3 |
16 |
29 |
38 |
60 |
164 |
349 |
1 769 |
|
4 |
19 |
33 |
43 |
67 |
164 |
350 |
1 371 |
|
5 |
21 |
36 |
47 |
70 |
166 |
343 |
1 089 |
|
6 |
21 |
37 |
48 |
72 |
164 |
331 |
884 |
|
7 |
26 |
43 |
53 |
77 |
167 |
316 |
731 |
|
8 |
26 |
43 |
53 |
78 |
166 |
300 |
614 |
|
9 |
27 |
44 |
56 |
82 |
167 |
283 |
523 |
|
10 |
28 |
47 |
59 |
85 |
168 |
267 |
450 |
|
11 |
30 |
48 |
60 |
86 |
169 |
261 |
390 |
|
12 |
31 |
49 |
61 |
87 |
170 |
261 |
342 |
|
13 |
31 |
49 |
62 |
88 |
170 |
262 |
301 |
|
14 |
31 |
50 |
62 |
88 |
171 |
262 |
266 |
|
15 |
32 |
50 |
62 |
88 |
171 |
262 |
262 |
|
16 |
31 |
50 |
62 |
88 |
171 |
262 |
262 |
|
17 |
32 |
50 |
62 |
88 |
171 |
262 |
262 |
|
18 |
31 |
50 |
62 |
88 |
171 |
262 |
262 |
|
19 |
31 |
49 |
62 |
88 |
170 |
262 |
262 |
|
20 |
31 |
50 |
62 |
88 |
171 |
262 |
262 |
|
21 |
31 |
50 |
62 |
88 |
171 |
262 |
262 |
|
22 |
31 |
49 |
61 |
88 |
170 |
262 |
262 |
|
23 |
31 |
49 |
61 |
87 |
170 |
261 |
261 |
|
24 |
30 |
49 |
61 |
87 |
170 |
261 |
261 |
|
25 |
30 |
48 |
62 |
87 |
169 |
261 |
261 |
|
26 |
29 |
48 |
65 |
86 |
169 |
260 |
260 |
|
27 |
29 |
47 |
67 |
86 |
168 |
260 |
260 |
|
28 |
28 |
47 |
70 |
85 |
168 |
259 |
259 |
|
29 |
28 |
46 |
72 |
85 |
167 |
259 |
259 |
|
30 |
27 |
46 |
74 |
84 |
167 |
258 |
258 |
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 |
295 |
3 149 |
|
2 |
15 |
27 |
33 |
54 |
166 |
337 |
2 362 |
|
3 |
15 |
28 |
36 |
59 |
163 |
353 |
1 792 |
|
4 |
16 |
29 |
39 |
63 |
161 |
354 |
1 389 |
|
5 |
17 |
31 |
42 |
65 |
161 |
347 |
1 102 |
|
6 |
18 |
34 |
44 |
68 |
161 |
334 |
894 |
|
7 |
19 |
36 |
46 |
70 |
161 |
319 |
739 |
|
8 |
20 |
37 |
48 |
72 |
160 |
303 |
621 |
|
9 |
20 |
38 |
49 |
75 |
160 |
286 |
529 |
|
10 |
21 |
39 |
51 |
77 |
161 |
269 |
455 |
|
11 |
21 |
39 |
51 |
78 |
161 |
253 |
395 |
|
12 |
21 |
40 |
52 |
78 |
161 |
252 |
345 |
|
13 |
21 |
40 |
52 |
78 |
161 |
252 |
304 |
|
14 |
21 |
40 |
52 |
78 |
161 |
252 |
269 |
|
15 |
21 |
40 |
52 |
78 |
161 |
252 |
252 |
|
16 |
21 |
39 |
52 |
78 |
160 |
252 |
252 |
|
17 |
21 |
40 |
52 |
78 |
161 |
252 |
252 |
|
18 |
21 |
40 |
52 |
78 |
161 |
252 |
252 |
|
19 |
21 |
40 |
52 |
78 |
161 |
252 |
252 |
|
20 |
21 |
40 |
52 |
78 |
161 |
252 |
252 |
|
21 |
21 |
40 |
53 |
78 |
161 |
252 |
252 |
|
22 |
21 |
39 |
56 |
78 |
160 |
252 |
252 |
|
23 |
20 |
39 |
58 |
77 |
160 |
251 |
251 |
|
24 |
20 |
38 |
61 |
77 |
159 |
251 |
251 |
|
25 |
19 |
38 |
62 |
76 |
159 |
250 |
250 |
|
26 |
19 |
37 |
65 |
76 |
158 |
250 |
250 |
|
27 |
19 |
37 |
67 |
75 |
158 |
249 |
249 |
|
28 |
18 |
37 |
70 |
75 |
158 |
249 |
249 |
|
29 |
18 |
36 |
72 |
74 |
157 |
248 |
248 |
|
30 |
17 |
36 |
75 |
74 |
157 |
248 |
248 |
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 |
66 |
87 |
200 |
303 |
3 241 |
|
2 |
50 |
62 |
68 |
89 |
201 |
349 |
2 449 |
|
3 |
52 |
65 |
73 |
96 |
199 |
367 |
1 865 |
|
4 |
53 |
67 |
77 |
101 |
198 |
369 |
1 448 |
|
5 |
55 |
69 |
81 |
104 |
199 |
361 |
1 150 |
|
6 |
57 |
72 |
83 |
107 |
200 |
348 |
933 |
|
7 |
58 |
75 |
85 |
109 |
200 |
333 |
771 |
|
8 |
59 |
76 |
86 |
111 |
199 |
315 |
647 |
|
9 |
59 |
77 |
88 |
114 |
199 |
298 |
550 |
|
10 |
59 |
77 |
89 |
116 |
199 |
291 |
473 |
|
11 |
59 |
78 |
90 |
116 |
199 |
290 |
410 |
|
12 |
59 |
77 |
89 |
116 |
198 |
290 |
359 |
|
13 |
58 |
77 |
89 |
115 |
198 |
289 |
316 |
|
14 |
58 |
76 |
88 |
114 |
197 |
288 |
288 |
|
15 |
57 |
75 |
87 |
114 |
196 |
288 |
288 |
|
16 |
56 |
75 |
87 |
113 |
196 |
287 |
287 |
|
17 |
56 |
74 |
86 |
112 |
195 |
286 |
286 |
|
18 |
55 |
73 |
86 |
112 |
194 |
286 |
286 |
|
19 |
55 |
73 |
85 |
111 |
194 |
285 |
285 |
|
20 |
54 |
72 |
84 |
111 |
193 |
285 |
285 |
|
21 |
53 |
72 |
84 |
110 |
193 |
284 |
284 |
|
22 |
53 |
71 |
83 |
109 |
192 |
283 |
283 |
|
23 |
52 |
70 |
82 |
108 |
191 |
282 |
282 |
|
24 |
51 |
69 |
81 |
108 |
190 |
282 |
282 |
|
25 |
50 |
68 |
80 |
107 |
189 |
281 |
281 |
|
26 |
49 |
67 |
79 |
106 |
188 |
280 |
280 |
|
27 |
48 |
66 |
79 |
105 |
187 |
279 |
279 |
|
28 |
47 |
66 |
78 |
104 |
187 |
278 |
278 |
|
29 |
46 |
65 |
77 |
103 |
186 |
277 |
277 |
|
30 |
45 |
64 |
77 |
102 |
185 |
276 |
276 |
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 |
231 |
324 |
3 438 |
|
2 |
85 |
97 |
104 |
124 |
237 |
370 |
2 612 |
|
3 |
87 |
100 |
108 |
131 |
235 |
391 |
1 997 |
|
4 |
88 |
102 |
112 |
135 |
233 |
394 |
1 555 |
|
5 |
91 |
106 |
117 |
140 |
235 |
388 |
1 239 |
|
6 |
94 |
110 |
120 |
144 |
237 |
375 |
1 007 |
|
7 |
96 |
113 |
123 |
147 |
237 |
359 |
834 |
|
8 |
98 |
115 |
126 |
151 |
239 |
342 |
702 |
|
9 |
99 |
117 |
128 |
154 |
240 |
331 |
598 |
|
10 |
100 |
118 |
130 |
156 |
240 |
331 |
515 |
|
11 |
100 |
118 |
131 |
157 |
240 |
331 |
447 |
|
12 |
100 |
118 |
130 |
156 |
239 |
330 |
391 |
|
13 |
98 |
117 |
129 |
155 |
238 |
329 |
344 |
|
14 |
97 |
116 |
128 |
154 |
237 |
328 |
328 |
|
15 |
96 |
114 |
126 |
152 |
235 |
327 |
327 |
|
16 |
94 |
113 |
125 |
151 |
234 |
325 |
325 |
|
17 |
93 |
111 |
123 |
150 |
232 |
324 |
324 |
|
18 |
92 |
110 |
122 |
148 |
231 |
322 |
322 |
|
19 |
90 |
109 |
121 |
147 |
230 |
321 |
321 |
|
20 |
89 |
107 |
119 |
146 |
228 |
320 |
320 |
|
21 |
87 |
106 |
118 |
144 |
227 |
318 |
318 |
|
22 |
86 |
104 |
116 |
142 |
225 |
316 |
316 |
|
23 |
84 |
102 |
114 |
141 |
223 |
315 |
315 |
|
24 |
82 |
101 |
113 |
139 |
222 |
313 |
313 |
|
25 |
80 |
99 |
111 |
137 |
220 |
311 |
311 |
|
26 |
79 |
97 |
109 |
135 |
218 |
309 |
309 |
|
27 |
77 |
95 |
107 |
134 |
216 |
308 |
308 |
|
28 |
75 |
94 |
106 |
132 |
215 |
306 |
306 |
|
29 |
73 |
92 |
104 |
130 |
213 |
304 |
304 |
|
30 |
72 |
90 |
102 |
129 |
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 |
27 |
47 |
160 |
299 |
3 187 |
|
2 |
10 |
23 |
29 |
49 |
162 |
341 |
2 391 |
|
3 |
12 |
25 |
33 |
56 |
160 |
357 |
1 813 |
|
4 |
14 |
28 |
38 |
61 |
159 |
358 |
1 405 |
|
5 |
16 |
30 |
42 |
65 |
160 |
350 |
1 114 |
|
6 |
18 |
33 |
44 |
68 |
160 |
337 |
903 |
|
7 |
19 |
36 |
46 |
70 |
161 |
322 |
746 |
|
8 |
20 |
37 |
48 |
72 |
161 |
305 |
627 |
|
9 |
20 |
38 |
49 |
75 |
160 |
288 |
533 |
|
10 |
20 |
39 |
51 |
77 |
160 |
271 |
458 |
|
11 |
21 |
39 |
51 |
77 |
160 |
255 |
398 |
|
12 |
20 |
39 |
51 |
77 |
160 |
251 |
348 |
|
13 |
20 |
38 |
51 |
77 |
159 |
251 |
306 |
|
14 |
20 |
38 |
50 |
76 |
159 |
250 |
271 |
|
15 |
19 |
37 |
49 |
76 |
158 |
250 |
250 |
|
16 |
18 |
37 |
49 |
75 |
158 |
249 |
249 |
|
17 |
18 |
37 |
49 |
75 |
158 |
249 |
249 |
|
18 |
18 |
36 |
48 |
75 |
157 |
249 |
249 |
|
19 |
18 |
36 |
49 |
75 |
157 |
249 |
249 |
|
20 |
18 |
37 |
52 |
75 |
158 |
249 |
249 |
|
21 |
18 |
37 |
53 |
75 |
158 |
249 |
249 |
|
22 |
18 |
37 |
56 |
75 |
158 |
249 |
249 |
|
23 |
18 |
37 |
59 |
75 |
158 |
249 |
249 |
|
24 |
18 |
36 |
61 |
75 |
157 |
249 |
249 |
|
25 |
18 |
36 |
64 |
75 |
157 |
249 |
249 |
|
26 |
18 |
36 |
66 |
74 |
157 |
248 |
248 |
|
27 |
18 |
36 |
69 |
74 |
157 |
248 |
248 |
|
28 |
17 |
36 |
71 |
74 |
157 |
248 |
248 |
|
29 |
17 |
35 |
73 |
74 |
156 |
248 |
248 |
|
30 |
17 |
35 |
76 |
74 |
156 |
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 |
106 |
127 |
240 |
333 |
3 336 |
|
2 |
89 |
101 |
108 |
128 |
241 |
355 |
2 501 |
|
3 |
90 |
103 |
111 |
134 |
237 |
372 |
1 898 |
|
4 |
91 |
104 |
114 |
138 |
236 |
373 |
1 471 |
|
5 |
92 |
106 |
117 |
140 |
236 |
365 |
1 166 |
|
6 |
93 |
109 |
119 |
143 |
236 |
352 |
945 |
|
7 |
94 |
111 |
121 |
145 |
235 |
336 |
781 |
|
8 |
94 |
112 |
122 |
147 |
235 |
327 |
655 |
|
9 |
94 |
112 |
123 |
149 |
235 |
326 |
557 |
|
10 |
93 |
111 |
124 |
150 |
233 |
325 |
479 |
|
11 |
92 |
111 |
123 |
149 |
232 |
323 |
415 |
|
12 |
91 |
109 |
121 |
148 |
230 |
322 |
363 |
|
13 |
89 |
108 |
120 |
146 |
229 |
320 |
320 |
|
14 |
88 |
106 |
118 |
144 |
227 |
318 |
318 |
|
15 |
86 |
104 |
117 |
143 |
225 |
317 |
317 |
|
16 |
84 |
103 |
115 |
141 |
224 |
315 |
315 |
|
17 |
83 |
101 |
113 |
140 |
222 |
314 |
314 |
|
18 |
82 |
100 |
112 |
138 |
221 |
312 |
312 |
|
19 |
81 |
99 |
111 |
137 |
220 |
311 |
311 |
|
20 |
80 |
98 |
110 |
136 |
219 |
310 |
310 |
|
21 |
79 |
97 |
109 |
135 |
218 |
309 |
309 |
|
22 |
77 |
96 |
108 |
134 |
217 |
308 |
308 |
|
23 |
76 |
95 |
107 |
133 |
216 |
307 |
307 |
|
24 |
75 |
93 |
106 |
132 |
214 |
306 |
306 |
|
25 |
74 |
92 |
104 |
131 |
213 |
305 |
305 |
|
26 |
73 |
91 |
103 |
129 |
212 |
303 |
303 |
|
27 |
72 |
90 |
102 |
128 |
211 |
302 |
302 |
|
28 |
70 |
89 |
101 |
127 |
210 |
301 |
301 |
|
29 |
69 |
88 |
100 |
126 |
209 |
300 |
300 |
|
30 |
68 |
87 |
99 |
125 |
208 |
299 |
299 |
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 |
290 |
302 |
308 |
329 |
442 |
535 |
3 504 |
|
2 |
86 |
98 |
104 |
125 |
237 |
371 |
2 629 |
|
3 |
87 |
100 |
108 |
131 |
235 |
389 |
1 996 |
|
4 |
89 |
102 |
112 |
136 |
234 |
391 |
1 547 |
|
5 |
90 |
105 |
116 |
139 |
235 |
383 |
1 227 |
|
6 |
92 |
108 |
119 |
143 |
235 |
369 |
995 |
|
7 |
94 |
111 |
121 |
145 |
235 |
352 |
822 |
|
8 |
95 |
112 |
123 |
148 |
236 |
335 |
690 |
|
9 |
96 |
114 |
125 |
151 |
236 |
328 |
587 |
|
10 |
96 |
114 |
126 |
152 |
236 |
328 |
505 |
|
11 |
96 |
115 |
127 |
153 |
236 |
327 |
438 |
|
12 |
97 |
115 |
127 |
153 |
236 |
327 |
382 |
|
13 |
97 |
115 |
127 |
154 |
236 |
328 |
336 |
|
14 |
97 |
116 |
128 |
154 |
237 |
328 |
328 |
|
15 |
98 |
116 |
128 |
154 |
237 |
328 |
328 |
|
16 |
98 |
117 |
129 |
155 |
238 |
329 |
329 |
|
17 |
99 |
117 |
130 |
156 |
238 |
330 |
330 |
|
18 |
100 |
118 |
130 |
157 |
239 |
331 |
331 |
|
19 |
100 |
119 |
131 |
157 |
240 |
331 |
331 |
|
20 |
101 |
119 |
131 |
157 |
240 |
331 |
331 |
|
21 |
101 |
119 |
131 |
157 |
240 |
331 |
331 |
|
22 |
100 |
118 |
130 |
157 |
239 |
331 |
331 |
|
23 |
99 |
118 |
130 |
156 |
239 |
330 |
330 |
|
24 |
98 |
117 |
129 |
155 |
238 |
329 |
329 |
|
25 |
97 |
115 |
127 |
154 |
236 |
328 |
328 |
|
26 |
96 |
114 |
126 |
152 |
235 |
326 |
326 |
|
27 |
94 |
113 |
125 |
151 |
234 |
325 |
325 |
|
28 |
93 |
111 |
123 |
149 |
232 |
323 |
323 |
|
29 |
91 |
110 |
122 |
148 |
231 |
322 |
322 |
|
30 |
90 |
108 |
120 |
146 |
229 |
320 |
320 |
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 |
144 |
288 |
3 062 |
|
2 |
0 |
4 |
11 |
31 |
144 |
329 |
2 301 |
|
3 |
1 |
5 |
13 |
36 |
140 |
346 |
1 748 |
|
4 |
1 |
6 |
15 |
39 |
137 |
347 |
1 355 |
|
5 |
1 |
7 |
18 |
41 |
136 |
339 |
1 076 |
|
6 |
2 |
9 |
20 |
43 |
136 |
327 |
873 |
|
7 |
2 |
11 |
21 |
45 |
135 |
312 |
722 |
|
8 |
2 |
11 |
22 |
46 |
134 |
296 |
606 |
|
9 |
4 |
11 |
24 |
48 |
134 |
280 |
516 |
|
10 |
4 |
11 |
27 |
49 |
133 |
263 |
444 |
|
11 |
4 |
12 |
29 |
50 |
133 |
247 |
385 |
|
12 |
4 |
12 |
31 |
50 |
133 |
232 |
337 |
|
13 |
5 |
12 |
34 |
51 |
133 |
225 |
297 |
|
14 |
5 |
12 |
36 |
51 |
133 |
225 |
263 |
|
15 |
6 |
13 |
38 |
51 |
134 |
225 |
234 |
|
16 |
6 |
13 |
41 |
51 |
134 |
226 |
226 |
|
17 |
6 |
15 |
43 |
52 |
135 |
226 |
226 |
|
18 |
6 |
15 |
45 |
53 |
135 |
227 |
227 |
|
19 |
7 |
17 |
48 |
53 |
136 |
228 |
228 |
|
20 |
7 |
17 |
50 |
54 |
137 |
228 |
228 |
|
21 |
8 |
18 |
52 |
56 |
138 |
229 |
229 |
|
22 |
9 |
19 |
55 |
57 |
139 |
230 |
230 |
|
23 |
9 |
20 |
57 |
59 |
139 |
230 |
230 |
|
24 |
9 |
21 |
60 |
62 |
140 |
231 |
231 |
|
25 |
10 |
22 |
62 |
64 |
140 |
231 |
231 |
|
26 |
10 |
22 |
65 |
66 |
140 |
232 |
232 |
|
27 |
10 |
24 |
66 |
67 |
141 |
232 |
232 |
|
28 |
11 |
24 |
69 |
69 |
141 |
232 |
232 |
|
29 |
11 |
26 |
71 |
71 |
141 |
232 |
232 |
|
30 |
11 |
26 |
74 |
72 |
141 |
233 |
233 |
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 |
196 |
298 |
3 181 |
|
2 |
45 |
57 |
64 |
84 |
197 |
340 |
2 384 |
|
3 |
45 |
58 |
66 |
89 |
193 |
356 |
1 809 |
|
4 |
45 |
58 |
68 |
92 |
190 |
358 |
1 403 |
|
5 |
45 |
60 |
71 |
94 |
189 |
350 |
1 114 |
|
6 |
46 |
62 |
73 |
96 |
189 |
338 |
904 |
|
7 |
47 |
63 |
73 |
97 |
188 |
323 |
748 |
|
8 |
46 |
64 |
74 |
99 |
187 |
306 |
629 |
|
9 |
46 |
64 |
75 |
101 |
187 |
289 |
535 |
|
10 |
46 |
64 |
76 |
102 |
186 |
277 |
461 |
|
11 |
45 |
63 |
75 |
102 |
184 |
276 |
400 |
|
12 |
44 |
62 |
74 |
101 |
183 |
275 |
350 |
|
13 |
43 |
61 |
73 |
99 |
182 |
273 |
308 |
|
14 |
41 |
60 |
72 |
98 |
181 |
272 |
273 |
|
15 |
40 |
59 |
71 |
97 |
180 |
271 |
271 |
|
16 |
39 |
58 |
70 |
96 |
179 |
270 |
270 |
|
17 |
38 |
57 |
69 |
95 |
178 |
269 |
269 |
|
18 |
38 |
56 |
68 |
94 |
177 |
268 |
268 |
|
19 |
37 |
55 |
68 |
94 |
176 |
268 |
268 |
|
20 |
37 |
55 |
67 |
93 |
176 |
267 |
267 |
|
21 |
36 |
55 |
67 |
93 |
176 |
267 |
267 |
|
22 |
36 |
54 |
66 |
92 |
175 |
266 |
266 |
|
23 |
35 |
53 |
66 |
92 |
174 |
266 |
266 |
|
24 |
34 |
53 |
65 |
91 |
174 |
265 |
265 |
|
25 |
34 |
52 |
64 |
90 |
173 |
264 |
264 |
|
26 |
33 |
51 |
66 |
90 |
172 |
264 |
264 |
|
27 |
32 |
51 |
69 |
89 |
172 |
263 |
263 |
|
28 |
32 |
50 |
71 |
88 |
171 |
262 |
262 |
|
29 |
31 |
49 |
74 |
88 |
170 |
262 |
262 |
|
30 |
30 |
49 |
76 |
87 |
170 |
261 |
261 |
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 |
259 |
352 |
3 375 |
|
2 |
109 |
121 |
127 |
148 |
260 |
360 |
2 537 |
|
3 |
110 |
123 |
132 |
154 |
258 |
377 |
1 927 |
|
4 |
112 |
126 |
136 |
160 |
257 |
379 |
1 496 |
|
5 |
114 |
129 |
140 |
163 |
258 |
372 |
1 189 |
|
6 |
117 |
132 |
143 |
167 |
259 |
360 |
967 |
|
7 |
119 |
135 |
146 |
169 |
260 |
351 |
801 |
|
8 |
119 |
137 |
147 |
172 |
260 |
352 |
674 |
|
9 |
120 |
138 |
149 |
175 |
260 |
352 |
575 |
|
10 |
120 |
138 |
150 |
177 |
260 |
352 |
495 |
|
11 |
120 |
138 |
150 |
177 |
260 |
351 |
431 |
|
12 |
119 |
138 |
150 |
176 |
259 |
350 |
377 |
|
13 |
118 |
136 |
149 |
175 |
257 |
349 |
349 |
|
14 |
117 |
135 |
147 |
173 |
256 |
347 |
347 |
|
15 |
115 |
134 |
146 |
172 |
255 |
346 |
346 |
|
16 |
113 |
132 |
144 |
170 |
253 |
344 |
344 |
|
17 |
112 |
130 |
142 |
168 |
251 |
342 |
342 |
|
18 |
110 |
128 |
140 |
166 |
249 |
341 |
341 |
|
19 |
108 |
126 |
138 |
165 |
247 |
339 |
339 |
|
20 |
106 |
125 |
137 |
163 |
246 |
337 |
337 |
|
21 |
105 |
123 |
135 |
161 |
244 |
335 |
335 |
|
22 |
103 |
121 |
133 |
160 |
242 |
334 |
334 |
|
23 |
101 |
119 |
132 |
158 |
240 |
332 |
332 |
|
24 |
99 |
118 |
130 |
156 |
239 |
330 |
330 |
|
25 |
97 |
116 |
128 |
154 |
237 |
328 |
328 |
|
26 |
95 |
114 |
126 |
152 |
235 |
326 |
326 |
|
27 |
94 |
112 |
124 |
150 |
233 |
324 |
324 |
|
28 |
92 |
110 |
122 |
149 |
231 |
323 |
323 |
|
29 |
90 |
108 |
121 |
147 |
229 |
321 |
321 |
|
30 |
88 |
107 |
119 |
145 |
228 |
319 |
319 |
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 |
405 |
3 790 |
|
2 |
168 |
180 |
187 |
207 |
320 |
413 |
2 876 |
|
3 |
173 |
186 |
194 |
217 |
320 |
423 |
2 186 |
|
4 |
175 |
189 |
199 |
223 |
320 |
424 |
1 692 |
|
5 |
177 |
191 |
202 |
225 |
321 |
415 |
1 339 |
|
6 |
178 |
193 |
204 |
228 |
320 |
412 |
1 083 |
|
7 |
178 |
195 |
205 |
229 |
320 |
411 |
892 |
|
8 |
178 |
195 |
206 |
230 |
319 |
410 |
747 |
|
9 |
177 |
195 |
206 |
232 |
318 |
409 |
634 |
|
10 |
177 |
195 |
207 |
233 |
317 |
408 |
544 |
|
11 |
176 |
194 |
206 |
232 |
315 |
407 |
470 |
|
12 |
174 |
192 |
204 |
230 |
313 |
404 |
410 |
|
13 |
171 |
190 |
202 |
228 |
311 |
402 |
402 |
|
14 |
168 |
187 |
199 |
225 |
308 |
399 |
399 |
|
15 |
166 |
184 |
196 |
222 |
305 |
396 |
396 |
|
16 |
163 |
181 |
193 |
219 |
302 |
393 |
393 |
|
17 |
160 |
178 |
190 |
217 |
299 |
391 |
391 |
|
18 |
157 |
175 |
188 |
214 |
296 |
388 |
388 |
|
19 |
154 |
173 |
185 |
211 |
294 |
385 |
385 |
|
20 |
151 |
170 |
182 |
208 |
291 |
382 |
382 |
|
21 |
148 |
167 |
179 |
205 |
288 |
379 |
379 |
|
22 |
145 |
164 |
176 |
202 |
285 |
376 |
376 |
|
23 |
142 |
161 |
173 |
199 |
282 |
373 |
373 |
|
24 |
139 |
158 |
170 |
196 |
279 |
370 |
370 |
|
25 |
136 |
155 |
167 |
193 |
276 |
367 |
367 |
|
26 |
133 |
152 |
164 |
190 |
273 |
364 |
364 |
|
27 |
130 |
149 |
161 |
187 |
270 |
361 |
361 |
|
28 |
128 |
146 |
158 |
184 |
267 |
358 |
358 |
|
29 |
125 |
143 |
155 |
182 |
264 |
356 |
356 |
|
30 |
122 |
141 |
153 |
179 |
262 |
353 |
353 |
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 |
42 |
63 |
175 |
288 |
3 070 |
|
2 |
25 |
37 |
43 |
64 |
177 |
330 |
2 304 |
|
3 |
25 |
38 |
46 |
69 |
173 |
345 |
1 748 |
|
4 |
26 |
39 |
49 |
73 |
171 |
346 |
1 355 |
|
5 |
26 |
41 |
52 |
75 |
171 |
339 |
1 075 |
|
6 |
27 |
43 |
54 |
78 |
170 |
327 |
872 |
|
7 |
28 |
45 |
55 |
79 |
170 |
312 |
721 |
|
8 |
28 |
45 |
56 |
81 |
169 |
296 |
606 |
|
9 |
28 |
45 |
57 |
82 |
168 |
279 |
516 |
|
10 |
27 |
46 |
58 |
84 |
167 |
263 |
444 |
|
11 |
27 |
46 |
58 |
84 |
167 |
258 |
385 |
|
12 |
27 |
45 |
57 |
84 |
166 |
258 |
337 |
|
13 |
27 |
45 |
57 |
83 |
166 |
257 |
297 |
|
14 |
26 |
45 |
57 |
83 |
166 |
257 |
263 |
|
15 |
26 |
45 |
57 |
83 |
166 |
257 |
257 |
|
16 |
26 |
45 |
57 |
83 |
166 |
257 |
257 |
|
17 |
26 |
45 |
57 |
83 |
166 |
257 |
257 |
|
18 |
27 |
45 |
57 |
83 |
166 |
257 |
257 |
|
19 |
27 |
45 |
57 |
83 |
166 |
257 |
257 |
|
20 |
27 |
45 |
57 |
84 |
166 |
258 |
258 |
|
21 |
27 |
45 |
58 |
84 |
166 |
258 |
258 |
|
22 |
27 |
45 |
57 |
84 |
166 |
258 |
258 |
|
23 |
27 |
45 |
57 |
84 |
166 |
258 |
258 |
|
24 |
27 |
45 |
60 |
83 |
166 |
257 |
257 |
|
25 |
26 |
45 |
62 |
83 |
166 |
257 |
257 |
|
26 |
26 |
45 |
65 |
83 |
166 |
257 |
257 |
|
27 |
26 |
44 |
67 |
83 |
165 |
257 |
257 |
|
28 |
26 |
44 |
70 |
82 |
165 |
256 |
256 |
|
29 |
25 |
44 |
72 |
82 |
165 |
256 |
256 |
|
30 |
25 |
43 |
74 |
82 |
164 |
256 |
256 |
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 |
296 |
3 156 |
|
2 |
25 |
37 |
44 |
64 |
177 |
339 |
2 374 |
|
3 |
27 |
40 |
48 |
71 |
174 |
356 |
1 804 |
|
4 |
28 |
42 |
52 |
76 |
174 |
357 |
1 400 |
|
5 |
30 |
45 |
56 |
79 |
175 |
350 |
1 111 |
|
6 |
32 |
48 |
59 |
83 |
175 |
337 |
902 |
|
7 |
34 |
51 |
61 |
85 |
175 |
322 |
746 |
|
8 |
35 |
52 |
63 |
87 |
176 |
305 |
626 |
|
9 |
35 |
53 |
64 |
90 |
176 |
288 |
533 |
|
10 |
36 |
54 |
66 |
93 |
176 |
272 |
458 |
|
11 |
37 |
55 |
67 |
94 |
177 |
268 |
398 |
|
12 |
37 |
56 |
68 |
94 |
177 |
268 |
348 |
|
13 |
37 |
56 |
68 |
94 |
177 |
268 |
306 |
|
14 |
37 |
56 |
68 |
94 |
177 |
268 |
271 |
|
15 |
37 |
56 |
68 |
94 |
177 |
268 |
268 |
|
16 |
37 |
56 |
68 |
94 |
177 |
268 |
268 |
|
17 |
38 |
56 |
68 |
94 |
177 |
268 |
268 |
|
18 |
38 |
56 |
68 |
94 |
177 |
268 |
268 |
|
19 |
38 |
56 |
68 |
95 |
177 |
269 |
269 |
|
20 |
38 |
57 |
69 |
95 |
178 |
269 |
269 |
|
21 |
38 |
57 |
69 |
95 |
178 |
269 |
269 |
|
22 |
38 |
57 |
69 |
95 |
178 |
269 |
269 |
|
23 |
38 |
56 |
69 |
95 |
177 |
269 |
269 |
|
24 |
38 |
56 |
68 |
94 |
177 |
268 |
268 |
|
25 |
37 |
56 |
68 |
94 |
177 |
268 |
268 |
|
26 |
37 |
55 |
67 |
93 |
176 |
267 |
267 |
|
27 |
36 |
55 |
69 |
93 |
176 |
267 |
267 |
|
28 |
36 |
54 |
71 |
92 |
175 |
266 |
266 |
|
29 |
35 |
53 |
73 |
92 |
174 |
266 |
266 |
|
30 |
34 |
53 |
76 |
91 |
174 |
265 |
265 |
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 |
16 |
36 |
149 |
294 |
3 138 |
|
2 |
0 |
11 |
17 |
38 |
150 |
337 |
2 356 |
|
3 |
1 |
13 |
21 |
44 |
147 |
353 |
1 789 |
|
4 |
1 |
15 |
25 |
49 |
146 |
354 |
1 387 |
|
5 |
3 |
18 |
29 |
52 |
147 |
346 |
1 100 |
|
6 |
5 |
20 |
31 |
55 |
147 |
334 |
893 |
|
7 |
7 |
23 |
34 |
57 |
148 |
319 |
738 |
|
8 |
7 |
24 |
35 |
60 |
148 |
302 |
620 |
|
9 |
7 |
25 |
36 |
62 |
148 |
285 |
527 |
|
10 |
7 |
26 |
38 |
64 |
147 |
268 |
453 |
|
11 |
8 |
26 |
38 |
64 |
147 |
252 |
393 |
|
12 |
7 |
26 |
38 |
64 |
147 |
238 |
344 |
|
13 |
7 |
26 |
38 |
64 |
147 |
238 |
303 |
|
14 |
7 |
25 |
37 |
64 |
146 |
238 |
268 |
|
15 |
7 |
25 |
39 |
64 |
146 |
238 |
238 |
|
16 |
7 |
25 |
41 |
63 |
146 |
237 |
237 |
|
17 |
7 |
25 |
44 |
63 |
146 |
237 |
237 |
|
18 |
7 |
25 |
46 |
63 |
146 |
238 |
238 |
|
19 |
7 |
25 |
49 |
64 |
146 |
238 |
238 |
|
20 |
8 |
26 |
51 |
64 |
147 |
238 |
238 |
|
21 |
8 |
26 |
53 |
65 |
147 |
239 |
239 |
|
22 |
9 |
26 |
56 |
65 |
148 |
239 |
239 |
|
23 |
9 |
27 |
58 |
65 |
148 |
239 |
239 |
|
24 |
9 |
27 |
60 |
65 |
148 |
239 |
239 |
|
25 |
10 |
27 |
62 |
65 |
148 |
239 |
239 |
|
26 |
10 |
27 |
65 |
66 |
148 |
239 |
239 |
|
27 |
10 |
27 |
67 |
68 |
148 |
239 |
239 |
|
28 |
11 |
27 |
70 |
70 |
148 |
239 |
239 |
|
29 |
11 |
27 |
72 |
72 |
148 |
239 |
239 |
|
30 |
12 |
27 |
75 |
74 |
148 |
239 |
239 |
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 |
28 |
40 |
47 |
67 |
180 |
294 |
3 134 |
|
2 |
29 |
41 |
48 |
68 |
181 |
336 |
2 351 |
|
3 |
28 |
41 |
49 |
72 |
176 |
352 |
1 784 |
|
4 |
28 |
41 |
51 |
75 |
173 |
353 |
1 382 |
|
5 |
28 |
42 |
53 |
76 |
172 |
345 |
1 097 |
|
6 |
30 |
46 |
57 |
80 |
173 |
333 |
889 |
|
7 |
29 |
45 |
55 |
79 |
170 |
317 |
735 |
|
8 |
32 |
49 |
59 |
84 |
172 |
301 |
617 |
|
9 |
31 |
49 |
60 |
86 |
171 |
284 |
525 |
|
10 |
27 |
45 |
57 |
83 |
167 |
267 |
452 |
|
11 |
23 |
42 |
54 |
80 |
163 |
254 |
392 |
|
12 |
20 |
39 |
51 |
77 |
160 |
251 |
342 |
|
13 |
18 |
37 |
49 |
75 |
158 |
249 |
301 |
|
14 |
17 |
35 |
47 |
73 |
156 |
247 |
266 |
|
15 |
15 |
34 |
46 |
72 |
155 |
246 |
246 |
|
16 |
14 |
32 |
45 |
71 |
153 |
245 |
245 |
|
17 |
13 |
32 |
44 |
70 |
153 |
244 |
244 |
|
18 |
13 |
31 |
46 |
69 |
152 |
244 |
244 |
|
19 |
12 |
31 |
48 |
69 |
152 |
243 |
243 |
|
20 |
12 |
31 |
51 |
69 |
152 |
243 |
243 |
|
21 |
12 |
31 |
53 |
69 |
152 |
243 |
243 |
|
22 |
12 |
31 |
56 |
69 |
152 |
243 |
243 |
|
23 |
12 |
31 |
57 |
69 |
152 |
243 |
243 |
|
24 |
12 |
31 |
60 |
69 |
152 |
243 |
243 |
|
25 |
12 |
30 |
62 |
69 |
151 |
243 |
243 |
|
26 |
12 |
30 |
65 |
69 |
151 |
243 |
243 |
|
27 |
12 |
30 |
67 |
68 |
151 |
243 |
243 |
|
28 |
12 |
30 |
70 |
70 |
151 |
242 |
242 |
|
29 |
11 |
30 |
72 |
72 |
151 |
242 |
242 |
|
30 |
11 |
30 |
74 |
74 |
151 |
242 |
242 |
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 |
228 |
240 |
247 |
267 |
380 |
480 |
5 377 |
|
2 |
221 |
233 |
240 |
260 |
373 |
533 |
3 962 |
|
3 |
214 |
227 |
235 |
258 |
361 |
544 |
2 935 |
|
4 |
207 |
221 |
231 |
255 |
353 |
532 |
2 219 |
|
5 |
202 |
217 |
228 |
251 |
346 |
511 |
1 722 |
|
6 |
198 |
213 |
224 |
248 |
340 |
484 |
1 370 |
|
7 |
194 |
211 |
221 |
245 |
335 |
456 |
1 113 |
|
8 |
190 |
207 |
217 |
242 |
330 |
427 |
920 |
|
9 |
185 |
203 |
214 |
240 |
326 |
417 |
773 |
|
10 |
181 |
199 |
211 |
238 |
321 |
413 |
657 |
|
11 |
177 |
196 |
208 |
234 |
317 |
408 |
564 |
|
12 |
173 |
191 |
204 |
230 |
313 |
404 |
488 |
|
13 |
169 |
187 |
199 |
226 |
308 |
400 |
426 |
|
14 |
165 |
183 |
195 |
222 |
304 |
396 |
396 |
|
15 |
161 |
179 |
191 |
218 |
300 |
392 |
392 |
|
16 |
157 |
176 |
188 |
214 |
297 |
388 |
388 |
|
17 |
154 |
172 |
184 |
211 |
293 |
385 |
385 |
|
18 |
151 |
169 |
181 |
207 |
290 |
381 |
381 |
|
19 |
147 |
166 |
178 |
204 |
287 |
378 |
378 |
|
20 |
144 |
163 |
175 |
201 |
284 |
375 |
375 |
|
21 |
141 |
160 |
172 |
198 |
281 |
372 |
372 |
|
22 |
138 |
156 |
168 |
195 |
277 |
369 |
369 |
|
23 |
135 |
153 |
165 |
192 |
274 |
366 |
366 |
|
24 |
132 |
150 |
162 |
189 |
271 |
363 |
363 |
|
25 |
129 |
147 |
159 |
186 |
268 |
360 |
360 |
|
26 |
126 |
144 |
157 |
183 |
265 |
357 |
357 |
|
27 |
123 |
142 |
154 |
180 |
263 |
354 |
354 |
|
28 |
121 |
139 |
151 |
177 |
260 |
351 |
351 |
|
29 |
118 |
136 |
149 |
175 |
257 |
349 |
349 |
|
30 |
116 |
134 |
146 |
172 |
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 |
49 |
165 |
301 |
3 215 |
|
2 |
0 |
14 |
25 |
49 |
165 |
344 |
2 414 |
|
3 |
1 |
17 |
28 |
54 |
162 |
360 |
1 832 |
|
4 |
2 |
20 |
31 |
59 |
160 |
361 |
1 419 |
|
5 |
3 |
23 |
36 |
65 |
161 |
353 |
1 126 |
|
6 |
6 |
27 |
39 |
67 |
162 |
341 |
913 |
|
7 |
8 |
31 |
42 |
70 |
162 |
325 |
754 |
|
8 |
11 |
35 |
46 |
74 |
162 |
308 |
633 |
|
9 |
13 |
38 |
50 |
76 |
162 |
291 |
539 |
|
10 |
14 |
40 |
51 |
77 |
162 |
274 |
463 |
|
11 |
15 |
41 |
53 |
78 |
162 |
257 |
402 |
|
12 |
16 |
42 |
54 |
79 |
162 |
253 |
351 |
|
13 |
17 |
44 |
55 |
80 |
162 |
253 |
309 |
|
14 |
17 |
44 |
55 |
80 |
162 |
253 |
274 |
|
15 |
18 |
45 |
56 |
80 |
162 |
253 |
253 |
|
16 |
18 |
45 |
56 |
80 |
161 |
253 |
253 |
|
17 |
18 |
45 |
56 |
80 |
162 |
253 |
253 |
|
18 |
18 |
45 |
56 |
80 |
162 |
253 |
253 |
|
19 |
18 |
45 |
56 |
80 |
162 |
253 |
253 |
|
20 |
18 |
45 |
56 |
80 |
162 |
253 |
253 |
|
21 |
18 |
45 |
56 |
80 |
162 |
253 |
253 |
|
22 |
18 |
45 |
57 |
80 |
162 |
253 |
253 |
|
23 |
18 |
45 |
59 |
80 |
162 |
253 |
253 |
|
24 |
18 |
45 |
61 |
80 |
162 |
253 |
253 |
|
25 |
18 |
45 |
64 |
80 |
161 |
253 |
253 |
|
26 |
18 |
45 |
66 |
80 |
161 |
252 |
252 |
|
27 |
18 |
45 |
69 |
80 |
161 |
252 |
252 |
|
28 |
18 |
45 |
71 |
80 |
160 |
252 |
252 |
|
29 |
18 |
45 |
73 |
80 |
160 |
251 |
251 |
|
30 |
18 |
45 |
76 |
80 |
160 |
251 |
251 |
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 |
124 |
285 |
3 031 |
|
2 |
0 |
1 |
6 |
13 |
123 |
327 |
2 279 |
|
3 |
1 |
1 |
8 |
15 |
118 |
342 |
1 730 |
|
4 |
1 |
3 |
11 |
18 |
115 |
344 |
1 342 |
|
5 |
1 |
4 |
13 |
20 |
115 |
336 |
1 065 |
|
6 |
2 |
4 |
16 |
23 |
114 |
324 |
864 |
|
7 |
2 |
5 |
19 |
26 |
114 |
309 |
715 |
|
8 |
2 |
7 |
21 |
28 |
114 |
293 |
601 |
|
9 |
4 |
7 |
24 |
30 |
114 |
277 |
511 |
|
10 |
4 |
9 |
27 |
32 |
114 |
261 |
440 |
|
11 |
4 |
9 |
28 |
35 |
114 |
245 |
382 |
|
12 |
4 |
10 |
31 |
37 |
114 |
230 |
334 |
|
13 |
5 |
11 |
34 |
39 |
115 |
216 |
294 |
|
14 |
5 |
12 |
35 |
41 |
115 |
206 |
261 |
|
15 |
6 |
13 |
38 |
43 |
115 |
207 |
232 |
|
16 |
6 |
13 |
41 |
46 |
116 |
207 |
208 |
|
17 |
6 |
15 |
42 |
48 |
116 |
207 |
207 |
|
18 |
6 |
15 |
45 |
49 |
118 |
208 |
208 |
|
19 |
7 |
17 |
48 |
52 |
119 |
208 |
208 |
|
20 |
7 |
17 |
50 |
53 |
122 |
209 |
209 |
|
21 |
8 |
18 |
52 |
56 |
123 |
209 |
209 |
|
22 |
9 |
19 |
55 |
57 |
126 |
210 |
210 |
|
23 |
9 |
20 |
57 |
59 |
127 |
210 |
210 |
|
24 |
9 |
20 |
60 |
61 |
128 |
210 |
210 |
|
25 |
10 |
22 |
61 |
64 |
130 |
210 |
210 |
|
26 |
10 |
22 |
64 |
65 |
131 |
210 |
210 |
|
27 |
10 |
24 |
66 |
67 |
133 |
210 |
210 |
|
28 |
11 |
24 |
68 |
69 |
134 |
210 |
210 |
|
29 |
11 |
26 |
71 |
70 |
135 |
210 |
210 |
|
30 |
11 |
26 |
73 |
72 |
136 |
210 |
210 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
23 |
|
Euro |
Belgium |
23 |
|
Euro |
Croatia |
23 |
|
Euro |
Cyprus |
23 |
|
Euro |
Estonia |
23 |
|
Euro |
Finland |
23 |
|
Euro |
France |
23 |
|
Euro |
Germany |
23 |
|
Euro |
Greece |
23 |
|
Euro |
Ireland |
23 |
|
Euro |
Italy |
23 |
|
Euro |
Latvia |
23 |
|
Euro |
Lithuania |
23 |
|
Euro |
Luxembourg |
23 |
|
Euro |
Malta |
23 |
|
Euro |
Netherlands |
23 |
|
Euro |
Portugal |
23 |
|
Euro |
Slovakia |
23 |
|
Euro |
Slovenia |
23 |
|
Euro |
Spain |
23 |
|
Czech koruna |
Czechia |
16 |
|
Danish krone |
Denmark |
17 |
|
Forint |
Hungary |
8 |
|
Krona |
Sweden |
6 |
|
Lev |
Bulgaria |
16 |
|
Pound sterling |
United Kingdom |
15 |
|
Romanian leu |
Romania |
5 |
|
Zloty |
Poland |
16 |
|
Króna |
Iceland |
47 |
|
Norwegian krone |
Norway |
46 |
|
Swiss franc |
Liechtenstein |
–3 |
|
Swiss franc |
Switzerland |
–3 |
|
Australian dollar |
Australia |
25 |
|
Canadian dollar |
Canada |
26 |
|
Renminbi-yuan |
China |
3 |
|
Hong Kong dollar |
Hong Kong |
5 |
|
US dollar |
United States |
37 |
|
Yen |
Japan |
6 |
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