COMMISSION IMPLEMENTING REGULATION (EU) 2019/1902
of 7 November 2019
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2019 until 30 December 2019 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
Article 1
Article 2
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
-0,525 % |
2,085 % |
-0,535 % |
0,017 % |
-0,174 % |
-0,052 % |
|
2 |
-0,553 % |
1,994 % |
-0,563 % |
0,227 % |
-0,190 % |
-0,020 % |
|
3 |
-0,559 % |
1,870 % |
-0,569 % |
0,342 % |
-0,190 % |
-0,009 % |
|
4 |
-0,534 % |
1,734 % |
-0,544 % |
0,702 % |
-0,178 % |
0,011 % |
|
5 |
-0,505 % |
1,599 % |
-0,515 % |
0,916 % |
-0,135 % |
0,103 % |
|
6 |
-0,467 % |
1,477 % |
-0,477 % |
1,225 % |
-0,085 % |
0,216 % |
|
7 |
-0,420 % |
1,379 % |
-0,430 % |
1,457 % |
-0,026 % |
0,311 % |
|
8 |
-0,366 % |
1,307 % |
-0,376 % |
1,630 % |
0,038 % |
0,372 % |
|
9 |
-0,309 % |
1,259 % |
-0,319 % |
1,767 % |
0,098 % |
0,407 % |
|
10 |
-0,254 % |
1,231 % |
-0,265 % |
1,875 % |
0,154 % |
0,466 % |
|
11 |
-0,202 % |
1,214 % |
-0,212 % |
1,971 % |
0,302 % |
0,546 % |
|
12 |
-0,150 % |
1,212 % |
-0,160 % |
2,060 % |
0,500 % |
0,638 % |
|
13 |
-0,099 % |
1,227 % |
-0,109 % |
2,144 % |
0,706 % |
0,737 % |
|
14 |
-0,055 % |
1,257 % |
-0,065 % |
2,224 % |
0,904 % |
0,838 % |
|
15 |
-0,024 % |
1,299 % |
-0,034 % |
2,301 % |
1,087 % |
0,938 % |
|
16 |
-0,007 % |
1,350 % |
-0,017 % |
2,375 % |
1,252 % |
1,037 % |
|
17 |
0,006 % |
1,408 % |
-0,005 % |
2,447 % |
1,402 % |
1,133 % |
|
18 |
0,023 % |
1,469 % |
0,012 % |
2,516 % |
1,537 % |
1,226 % |
|
19 |
0,050 % |
1,533 % |
0,040 % |
2,582 % |
1,659 % |
1,316 % |
|
20 |
0,092 % |
1,597 % |
0,081 % |
2,645 % |
1,769 % |
1,401 % |
|
21 |
0,149 % |
1,661 % |
0,139 % |
2,705 % |
1,869 % |
1,483 % |
|
22 |
0,219 % |
1,724 % |
0,209 % |
2,762 % |
1,960 % |
1,562 % |
|
23 |
0,295 % |
1,785 % |
0,286 % |
2,817 % |
2,044 % |
1,636 % |
|
24 |
0,377 % |
1,845 % |
0,367 % |
2,869 % |
2,120 % |
1,707 % |
|
25 |
0,461 % |
1,903 % |
0,452 % |
2,918 % |
2,191 % |
1,775 % |
|
26 |
0,545 % |
1,960 % |
0,537 % |
2,965 % |
2,256 % |
1,840 % |
|
27 |
0,630 % |
2,014 % |
0,621 % |
3,010 % |
2,317 % |
1,901 % |
|
28 |
0,713 % |
2,066 % |
0,705 % |
3,053 % |
2,373 % |
1,959 % |
|
29 |
0,795 % |
2,116 % |
0,787 % |
3,094 % |
2,425 % |
2,015 % |
|
30 |
0,875 % |
2,164 % |
0,867 % |
3,133 % |
2,474 % |
2,068 % |
|
31 |
0,953 % |
2,210 % |
0,945 % |
3,170 % |
2,519 % |
2,119 % |
|
32 |
1,028 % |
2,255 % |
1,020 % |
3,206 % |
2,562 % |
2,167 % |
|
33 |
1,101 % |
2,297 % |
1,093 % |
3,240 % |
2,603 % |
2,213 % |
|
34 |
1,171 % |
2,338 % |
1,163 % |
3,272 % |
2,641 % |
2,257 % |
|
35 |
1,238 % |
2,377 % |
1,231 % |
3,303 % |
2,676 % |
2,299 % |
|
36 |
1,303 % |
2,414 % |
1,296 % |
3,333 % |
2,710 % |
2,339 % |
|
37 |
1,366 % |
2,450 % |
1,359 % |
3,361 % |
2,742 % |
2,378 % |
|
38 |
1,426 % |
2,485 % |
1,419 % |
3,388 % |
2,772 % |
2,415 % |
|
39 |
1,484 % |
2,518 % |
1,477 % |
3,414 % |
2,801 % |
2,450 % |
|
40 |
1,539 % |
2,550 % |
1,533 % |
3,439 % |
2,828 % |
2,483 % |
|
41 |
1,593 % |
2,580 % |
1,587 % |
3,463 % |
2,854 % |
2,516 % |
|
42 |
1,644 % |
2,609 % |
1,638 % |
3,486 % |
2,879 % |
2,547 % |
|
43 |
1,693 % |
2,637 % |
1,688 % |
3,508 % |
2,903 % |
2,576 % |
|
44 |
1,741 % |
2,664 % |
1,735 % |
3,530 % |
2,925 % |
2,605 % |
|
45 |
1,786 % |
2,690 % |
1,781 % |
3,550 % |
2,947 % |
2,632 % |
|
46 |
1,830 % |
2,715 % |
1,825 % |
3,570 % |
2,968 % |
2,659 % |
|
47 |
1,873 % |
2,739 % |
1,867 % |
3,588 % |
2,987 % |
2,684 % |
|
48 |
1,913 % |
2,763 % |
1,908 % |
3,607 % |
3,006 % |
2,708 % |
|
49 |
1,952 % |
2,785 % |
1,947 % |
3,624 % |
3,024 % |
2,732 % |
|
50 |
1,990 % |
2,806 % |
1,985 % |
3,641 % |
3,042 % |
2,754 % |
|
51 |
2,026 % |
2,827 % |
2,022 % |
3,657 % |
3,059 % |
2,776 % |
|
52 |
2,062 % |
2,847 % |
2,057 % |
3,673 % |
3,075 % |
2,797 % |
|
53 |
2,095 % |
2,867 % |
2,091 % |
3,688 % |
3,090 % |
2,817 % |
|
54 |
2,128 % |
2,885 % |
2,123 % |
3,703 % |
3,105 % |
2,837 % |
|
55 |
2,160 % |
2,903 % |
2,155 % |
3,717 % |
3,120 % |
2,856 % |
|
56 |
2,190 % |
2,921 % |
2,186 % |
3,730 % |
3,133 % |
2,874 % |
|
57 |
2,220 % |
2,937 % |
2,215 % |
3,743 % |
3,147 % |
2,892 % |
|
58 |
2,248 % |
2,954 % |
2,244 % |
3,756 % |
3,160 % |
2,909 % |
|
59 |
2,276 % |
2,970 % |
2,271 % |
3,769 % |
3,172 % |
2,925 % |
|
60 |
2,302 % |
2,985 % |
2,298 % |
3,781 % |
3,184 % |
2,941 % |
|
61 |
2,328 % |
3,000 % |
2,324 % |
3,792 % |
3,196 % |
2,957 % |
|
62 |
2,353 % |
3,014 % |
2,349 % |
3,803 % |
3,207 % |
2,972 % |
|
63 |
2,377 % |
3,028 % |
2,373 % |
3,814 % |
3,218 % |
2,986 % |
|
64 |
2,401 % |
3,041 % |
2,397 % |
3,825 % |
3,229 % |
3,000 % |
|
65 |
2,424 % |
3,054 % |
2,420 % |
3,835 % |
3,239 % |
3,014 % |
|
66 |
2,446 % |
3,067 % |
2,442 % |
3,845 % |
3,249 % |
3,027 % |
|
67 |
2,467 % |
3,079 % |
2,464 % |
3,855 % |
3,259 % |
3,040 % |
|
68 |
2,488 % |
3,091 % |
2,485 % |
3,864 % |
3,268 % |
3,053 % |
|
69 |
2,509 % |
3,103 % |
2,505 % |
3,873 % |
3,277 % |
3,065 % |
|
70 |
2,528 % |
3,114 % |
2,525 % |
3,882 % |
3,286 % |
3,077 % |
|
71 |
2,547 % |
3,125 % |
2,544 % |
3,891 % |
3,295 % |
3,088 % |
|
72 |
2,566 % |
3,136 % |
2,563 % |
3,899 % |
3,303 % |
3,100 % |
|
73 |
2,584 % |
3,146 % |
2,581 % |
3,907 % |
3,311 % |
3,110 % |
|
74 |
2,602 % |
3,156 % |
2,598 % |
3,915 % |
3,319 % |
3,121 % |
|
75 |
2,619 % |
3,166 % |
2,616 % |
3,923 % |
3,327 % |
3,131 % |
|
76 |
2,636 % |
3,176 % |
2,632 % |
3,931 % |
3,335 % |
3,141 % |
|
77 |
2,652 % |
3,185 % |
2,649 % |
3,938 % |
3,342 % |
3,151 % |
|
78 |
2,668 % |
3,194 % |
2,665 % |
3,945 % |
3,349 % |
3,161 % |
|
79 |
2,683 % |
3,203 % |
2,680 % |
3,952 % |
3,356 % |
3,170 % |
|
80 |
2,699 % |
3,212 % |
2,695 % |
3,959 % |
3,363 % |
3,179 % |
|
81 |
2,713 % |
3,220 % |
2,710 % |
3,965 % |
3,369 % |
3,188 % |
|
82 |
2,728 % |
3,228 % |
2,725 % |
3,972 % |
3,376 % |
3,197 % |
|
83 |
2,742 % |
3,237 % |
2,739 % |
3,978 % |
3,382 % |
3,205 % |
|
84 |
2,755 % |
3,244 % |
2,752 % |
3,984 % |
3,388 % |
3,213 % |
|
85 |
2,769 % |
3,252 % |
2,766 % |
3,991 % |
3,394 % |
3,221 % |
|
86 |
2,782 % |
3,260 % |
2,779 % |
3,996 % |
3,400 % |
3,229 % |
|
87 |
2,795 % |
3,267 % |
2,792 % |
4,002 % |
3,406 % |
3,237 % |
|
88 |
2,807 % |
3,274 % |
2,804 % |
4,008 % |
3,412 % |
3,244 % |
|
89 |
2,819 % |
3,281 % |
2,817 % |
4,013 % |
3,417 % |
3,252 % |
|
90 |
2,831 % |
3,288 % |
2,829 % |
4,019 % |
3,422 % |
3,259 % |
|
91 |
2,843 % |
3,295 % |
2,840 % |
4,024 % |
3,428 % |
3,266 % |
|
92 |
2,854 % |
3,301 % |
2,852 % |
4,029 % |
3,433 % |
3,273 % |
|
93 |
2,866 % |
3,308 % |
2,863 % |
4,034 % |
3,438 % |
3,279 % |
|
94 |
2,877 % |
3,314 % |
2,874 % |
4,039 % |
3,443 % |
3,286 % |
|
95 |
2,887 % |
3,320 % |
2,885 % |
4,044 % |
3,447 % |
3,293 % |
|
96 |
2,898 % |
3,326 % |
2,895 % |
4,049 % |
3,452 % |
3,299 % |
|
97 |
2,908 % |
3,332 % |
2,905 % |
4,053 % |
3,457 % |
3,305 % |
|
98 |
2,918 % |
3,338 % |
2,916 % |
4,058 % |
3,461 % |
3,311 % |
|
99 |
2,928 % |
3,343 % |
2,925 % |
4,062 % |
3,466 % |
3,317 % |
|
100 |
2,938 % |
3,349 % |
2,935 % |
4,067 % |
3,470 % |
3,323 % |
|
101 |
2,947 % |
3,354 % |
2,945 % |
4,071 % |
3,474 % |
3,328 % |
|
102 |
2,956 % |
3,360 % |
2,954 % |
4,075 % |
3,478 % |
3,334 % |
|
103 |
2,966 % |
3,365 % |
2,963 % |
4,079 % |
3,483 % |
3,340 % |
|
104 |
2,975 % |
3,370 % |
2,972 % |
4,083 % |
3,487 % |
3,345 % |
|
105 |
2,983 % |
3,375 % |
2,981 % |
4,087 % |
3,490 % |
3,350 % |
|
106 |
2,992 % |
3,380 % |
2,990 % |
4,091 % |
3,494 % |
3,355 % |
|
107 |
3,000 % |
3,385 % |
2,998 % |
4,095 % |
3,498 % |
3,360 % |
|
108 |
3,009 % |
3,390 % |
3,006 % |
4,099 % |
3,502 % |
3,365 % |
|
109 |
3,017 % |
3,394 % |
3,014 % |
4,102 % |
3,505 % |
3,370 % |
|
110 |
3,025 % |
3,399 % |
3,023 % |
4,106 % |
3,509 % |
3,375 % |
|
111 |
3,033 % |
3,403 % |
3,030 % |
4,110 % |
3,513 % |
3,380 % |
|
112 |
3,040 % |
3,408 % |
3,038 % |
4,113 % |
3,516 % |
3,384 % |
|
113 |
3,048 % |
3,412 % |
3,046 % |
4,116 % |
3,519 % |
3,389 % |
|
114 |
3,055 % |
3,416 % |
3,053 % |
4,120 % |
3,523 % |
3,393 % |
|
115 |
3,063 % |
3,421 % |
3,061 % |
4,123 % |
3,526 % |
3,398 % |
|
116 |
3,070 % |
3,425 % |
3,068 % |
4,126 % |
3,529 % |
3,402 % |
|
117 |
3,077 % |
3,429 % |
3,075 % |
4,130 % |
3,532 % |
3,406 % |
|
118 |
3,084 % |
3,433 % |
3,082 % |
4,133 % |
3,536 % |
3,411 % |
|
119 |
3,091 % |
3,437 % |
3,089 % |
4,136 % |
3,539 % |
3,415 % |
|
120 |
3,097 % |
3,441 % |
3,095 % |
4,139 % |
3,542 % |
3,419 % |
|
121 |
3,104 % |
3,444 % |
3,102 % |
4,142 % |
3,545 % |
3,423 % |
|
122 |
3,111 % |
3,448 % |
3,108 % |
4,145 % |
3,547 % |
3,427 % |
|
123 |
3,117 % |
3,452 % |
3,115 % |
4,148 % |
3,550 % |
3,430 % |
|
124 |
3,123 % |
3,455 % |
3,121 % |
4,150 % |
3,553 % |
3,434 % |
|
125 |
3,129 % |
3,459 % |
3,127 % |
4,153 % |
3,556 % |
3,438 % |
|
126 |
3,136 % |
3,462 % |
3,134 % |
4,156 % |
3,559 % |
3,442 % |
|
127 |
3,142 % |
3,466 % |
3,140 % |
4,159 % |
3,561 % |
3,445 % |
|
128 |
3,147 % |
3,469 % |
3,145 % |
4,161 % |
3,564 % |
3,449 % |
|
129 |
3,153 % |
3,473 % |
3,151 % |
4,164 % |
3,567 % |
3,452 % |
|
130 |
3,159 % |
3,476 % |
3,157 % |
4,167 % |
3,569 % |
3,456 % |
|
131 |
3,165 % |
3,479 % |
3,163 % |
4,169 % |
3,572 % |
3,459 % |
|
132 |
3,170 % |
3,482 % |
3,168 % |
4,172 % |
3,574 % |
3,462 % |
|
133 |
3,176 % |
3,485 % |
3,174 % |
4,174 % |
3,577 % |
3,466 % |
|
134 |
3,181 % |
3,489 % |
3,179 % |
4,176 % |
3,579 % |
3,469 % |
|
135 |
3,186 % |
3,492 % |
3,184 % |
4,179 % |
3,581 % |
3,472 % |
|
136 |
3,192 % |
3,495 % |
3,190 % |
4,181 % |
3,584 % |
3,475 % |
|
137 |
3,197 % |
3,497 % |
3,195 % |
4,184 % |
3,586 % |
3,478 % |
|
138 |
3,202 % |
3,500 % |
3,200 % |
4,186 % |
3,588 % |
3,481 % |
|
139 |
3,207 % |
3,503 % |
3,205 % |
4,188 % |
3,591 % |
3,484 % |
|
140 |
3,212 % |
3,506 % |
3,210 % |
4,190 % |
3,593 % |
3,487 % |
|
141 |
3,217 % |
3,509 % |
3,215 % |
4,193 % |
3,595 % |
3,490 % |
|
142 |
3,221 % |
3,512 % |
3,220 % |
4,195 % |
3,597 % |
3,493 % |
|
143 |
3,226 % |
3,514 % |
3,224 % |
4,197 % |
3,599 % |
3,496 % |
|
144 |
3,231 % |
3,517 % |
3,229 % |
4,199 % |
3,601 % |
3,499 % |
|
145 |
3,235 % |
3,520 % |
3,234 % |
4,201 % |
3,603 % |
3,502 % |
|
146 |
3,240 % |
3,522 % |
3,238 % |
4,203 % |
3,605 % |
3,504 % |
|
147 |
3,244 % |
3,525 % |
3,243 % |
4,205 % |
3,607 % |
3,507 % |
|
148 |
3,249 % |
3,527 % |
3,247 % |
4,207 % |
3,609 % |
3,510 % |
|
149 |
3,253 % |
3,530 % |
3,251 % |
4,209 % |
3,611 % |
3,512 % |
|
150 |
3,257 % |
3,532 % |
3,256 % |
4,211 % |
3,613 % |
3,515 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
-0,575 % |
0,631 % |
3,103 % |
1,095 % |
3,420 % |
1,747 % |
|
2 |
-0,603 % |
0,548 % |
3,253 % |
1,389 % |
3,370 % |
1,763 % |
|
3 |
-0,609 % |
0,516 % |
3,407 % |
1,498 % |
3,300 % |
1,694 % |
|
4 |
-0,584 % |
0,492 % |
3,568 % |
1,594 % |
3,248 % |
1,643 % |
|
5 |
-0,555 % |
0,493 % |
3,703 % |
1,675 % |
3,217 % |
1,607 % |
|
6 |
-0,517 % |
0,492 % |
3,806 % |
1,751 % |
3,203 % |
1,587 % |
|
7 |
-0,470 % |
0,499 % |
3,888 % |
1,815 % |
3,204 % |
1,580 % |
|
8 |
-0,416 % |
0,509 % |
3,955 % |
1,851 % |
3,213 % |
1,580 % |
|
9 |
-0,359 % |
0,521 % |
4,017 % |
1,878 % |
3,226 % |
1,586 % |
|
10 |
-0,305 % |
0,535 % |
4,106 % |
1,906 % |
3,240 % |
1,594 % |
|
11 |
-0,253 % |
0,548 % |
4,182 % |
1,944 % |
3,256 % |
1,620 % |
|
12 |
-0,201 % |
0,559 % |
4,238 % |
1,989 % |
3,272 % |
1,660 % |
|
13 |
-0,149 % |
0,567 % |
4,280 % |
2,039 % |
3,289 % |
1,710 % |
|
14 |
-0,105 % |
0,575 % |
4,310 % |
2,091 % |
3,305 % |
1,765 % |
|
15 |
-0,074 % |
0,584 % |
4,332 % |
2,144 % |
3,321 % |
1,823 % |
|
16 |
-0,058 % |
0,587 % |
4,347 % |
2,196 % |
3,337 % |
1,882 % |
|
17 |
-0,046 % |
0,591 % |
4,357 % |
2,248 % |
3,353 % |
1,941 % |
|
18 |
-0,029 % |
0,596 % |
4,363 % |
2,299 % |
3,368 % |
2,000 % |
|
19 |
-0,002 % |
0,598 % |
4,366 % |
2,348 % |
3,382 % |
2,057 % |
|
20 |
0,041 % |
0,601 % |
4,366 % |
2,395 % |
3,396 % |
2,113 % |
|
21 |
0,099 % |
0,602 % |
4,364 % |
2,441 % |
3,410 % |
2,167 % |
|
22 |
0,169 % |
0,602 % |
4,361 % |
2,485 % |
3,423 % |
2,219 % |
|
23 |
0,247 % |
0,602 % |
4,357 % |
2,527 % |
3,435 % |
2,269 % |
|
24 |
0,330 % |
0,601 % |
4,351 % |
2,568 % |
3,447 % |
2,318 % |
|
25 |
0,415 % |
0,600 % |
4,345 % |
2,607 % |
3,459 % |
2,364 % |
|
26 |
0,501 % |
0,600 % |
4,338 % |
2,644 % |
3,470 % |
2,408 % |
|
27 |
0,586 % |
0,599 % |
4,331 % |
2,680 % |
3,481 % |
2,451 % |
|
28 |
0,671 % |
0,599 % |
4,324 % |
2,714 % |
3,492 % |
2,491 % |
|
29 |
0,754 % |
0,598 % |
4,316 % |
2,746 % |
3,502 % |
2,530 % |
|
30 |
0,835 % |
0,597 % |
4,309 % |
2,777 % |
3,511 % |
2,568 % |
|
31 |
0,914 % |
0,596 % |
4,301 % |
2,807 % |
3,521 % |
2,603 % |
|
32 |
0,990 % |
0,595 % |
4,293 % |
2,836 % |
3,529 % |
2,637 % |
|
33 |
1,064 % |
0,595 % |
4,286 % |
2,863 % |
3,538 % |
2,670 % |
|
34 |
1,135 % |
0,595 % |
4,278 % |
2,889 % |
3,546 % |
2,701 % |
|
35 |
1,203 % |
0,596 % |
4,270 % |
2,914 % |
3,554 % |
2,731 % |
|
36 |
1,269 % |
0,598 % |
4,263 % |
2,938 % |
3,562 % |
2,760 % |
|
37 |
1,332 % |
0,600 % |
4,256 % |
2,961 % |
3,569 % |
2,787 % |
|
38 |
1,393 % |
0,600 % |
4,249 % |
2,983 % |
3,577 % |
2,814 % |
|
39 |
1,452 % |
0,597 % |
4,242 % |
3,004 % |
3,584 % |
2,839 % |
|
40 |
1,508 % |
0,591 % |
4,235 % |
3,025 % |
3,590 % |
2,863 % |
|
41 |
1,562 % |
0,581 % |
4,229 % |
3,044 % |
3,597 % |
2,886 % |
|
42 |
1,614 % |
0,569 % |
4,222 % |
3,063 % |
3,603 % |
2,909 % |
|
43 |
1,664 % |
0,558 % |
4,216 % |
3,081 % |
3,609 % |
2,930 % |
|
44 |
1,713 % |
0,548 % |
4,210 % |
3,098 % |
3,615 % |
2,951 % |
|
45 |
1,759 % |
0,542 % |
4,204 % |
3,115 % |
3,620 % |
2,971 % |
|
46 |
1,803 % |
0,539 % |
4,198 % |
3,131 % |
3,625 % |
2,990 % |
|
47 |
1,846 % |
0,541 % |
4,193 % |
3,147 % |
3,631 % |
3,008 % |
|
48 |
1,887 % |
0,548 % |
4,187 % |
3,162 % |
3,636 % |
3,026 % |
|
49 |
1,927 % |
0,560 % |
4,182 % |
3,176 % |
3,641 % |
3,043 % |
|
50 |
1,965 % |
0,578 % |
4,177 % |
3,190 % |
3,645 % |
3,060 % |
|
51 |
2,002 % |
0,601 % |
4,172 % |
3,203 % |
3,650 % |
3,075 % |
|
52 |
2,038 % |
0,629 % |
4,167 % |
3,216 % |
3,654 % |
3,091 % |
|
53 |
2,072 % |
0,661 % |
4,163 % |
3,228 % |
3,659 % |
3,105 % |
|
54 |
2,105 % |
0,695 % |
4,158 % |
3,240 % |
3,663 % |
3,120 % |
|
55 |
2,137 % |
0,732 % |
4,154 % |
3,252 % |
3,667 % |
3,134 % |
|
56 |
2,168 % |
0,769 % |
4,150 % |
3,263 % |
3,671 % |
3,147 % |
|
57 |
2,198 % |
0,808 % |
4,145 % |
3,274 % |
3,674 % |
3,160 % |
|
58 |
2,227 % |
0,848 % |
4,141 % |
3,285 % |
3,678 % |
3,172 % |
|
59 |
2,254 % |
0,887 % |
4,138 % |
3,295 % |
3,682 % |
3,184 % |
|
60 |
2,282 % |
0,927 % |
4,134 % |
3,305 % |
3,685 % |
3,196 % |
|
61 |
2,308 % |
0,967 % |
4,130 % |
3,314 % |
3,688 % |
3,207 % |
|
62 |
2,333 % |
1,007 % |
4,127 % |
3,324 % |
3,692 % |
3,218 % |
|
63 |
2,358 % |
1,046 % |
4,123 % |
3,333 % |
3,695 % |
3,229 % |
|
64 |
2,381 % |
1,085 % |
4,120 % |
3,341 % |
3,698 % |
3,239 % |
|
65 |
2,405 % |
1,123 % |
4,116 % |
3,350 % |
3,701 % |
3,249 % |
|
66 |
2,427 % |
1,160 % |
4,113 % |
3,358 % |
3,704 % |
3,259 % |
|
67 |
2,449 % |
1,197 % |
4,110 % |
3,366 % |
3,707 % |
3,269 % |
|
68 |
2,470 % |
1,234 % |
4,107 % |
3,374 % |
3,709 % |
3,278 % |
|
69 |
2,490 % |
1,269 % |
4,104 % |
3,381 % |
3,712 % |
3,287 % |
|
70 |
2,510 % |
1,304 % |
4,101 % |
3,389 % |
3,715 % |
3,295 % |
|
71 |
2,530 % |
1,339 % |
4,099 % |
3,396 % |
3,717 % |
3,304 % |
|
72 |
2,549 % |
1,372 % |
4,096 % |
3,403 % |
3,720 % |
3,312 % |
|
73 |
2,567 % |
1,405 % |
4,093 % |
3,410 % |
3,722 % |
3,320 % |
|
74 |
2,585 % |
1,437 % |
4,091 % |
3,416 % |
3,725 % |
3,328 % |
|
75 |
2,602 % |
1,469 % |
4,088 % |
3,423 % |
3,727 % |
3,335 % |
|
76 |
2,619 % |
1,499 % |
4,086 % |
3,429 % |
3,729 % |
3,343 % |
|
77 |
2,636 % |
1,529 % |
4,083 % |
3,435 % |
3,731 % |
3,350 % |
|
78 |
2,652 % |
1,559 % |
4,081 % |
3,441 % |
3,733 % |
3,357 % |
|
79 |
2,668 % |
1,587 % |
4,079 % |
3,447 % |
3,735 % |
3,364 % |
|
80 |
2,683 % |
1,615 % |
4,076 % |
3,452 % |
3,737 % |
3,371 % |
|
81 |
2,698 % |
1,643 % |
4,074 % |
3,458 % |
3,739 % |
3,377 % |
|
82 |
2,712 % |
1,670 % |
4,072 % |
3,463 % |
3,741 % |
3,383 % |
|
83 |
2,727 % |
1,696 % |
4,070 % |
3,468 % |
3,743 % |
3,390 % |
|
84 |
2,740 % |
1,722 % |
4,068 % |
3,473 % |
3,745 % |
3,396 % |
|
85 |
2,754 % |
1,747 % |
4,066 % |
3,478 % |
3,747 % |
3,402 % |
|
86 |
2,767 % |
1,771 % |
4,064 % |
3,483 % |
3,749 % |
3,407 % |
|
87 |
2,780 % |
1,795 % |
4,062 % |
3,488 % |
3,750 % |
3,413 % |
|
88 |
2,793 % |
1,819 % |
4,060 % |
3,493 % |
3,752 % |
3,418 % |
|
89 |
2,805 % |
1,842 % |
4,059 % |
3,497 % |
3,754 % |
3,424 % |
|
90 |
2,817 % |
1,864 % |
4,057 % |
3,502 % |
3,755 % |
3,429 % |
|
91 |
2,829 % |
1,886 % |
4,055 % |
3,506 % |
3,757 % |
3,434 % |
|
92 |
2,841 % |
1,908 % |
4,054 % |
3,510 % |
3,758 % |
3,439 % |
|
93 |
2,852 % |
1,929 % |
4,052 % |
3,515 % |
3,760 % |
3,444 % |
|
94 |
2,863 % |
1,950 % |
4,050 % |
3,519 % |
3,761 % |
3,449 % |
|
95 |
2,874 % |
1,970 % |
4,049 % |
3,523 % |
3,763 % |
3,454 % |
|
96 |
2,885 % |
1,990 % |
4,047 % |
3,527 % |
3,764 % |
3,458 % |
|
97 |
2,895 % |
2,010 % |
4,046 % |
3,530 % |
3,766 % |
3,463 % |
|
98 |
2,905 % |
2,029 % |
4,044 % |
3,534 % |
3,767 % |
3,467 % |
|
99 |
2,915 % |
2,047 % |
4,043 % |
3,538 % |
3,768 % |
3,472 % |
|
100 |
2,925 % |
2,066 % |
4,041 % |
3,541 % |
3,770 % |
3,476 % |
|
101 |
2,935 % |
2,084 % |
4,040 % |
3,545 % |
3,771 % |
3,480 % |
|
102 |
2,944 % |
2,101 % |
4,038 % |
3,548 % |
3,772 % |
3,484 % |
|
103 |
2,953 % |
2,119 % |
4,037 % |
3,552 % |
3,774 % |
3,488 % |
|
104 |
2,962 % |
2,135 % |
4,036 % |
3,555 % |
3,775 % |
3,492 % |
|
105 |
2,971 % |
2,152 % |
4,035 % |
3,559 % |
3,776 % |
3,496 % |
|
106 |
2,980 % |
2,168 % |
4,033 % |
3,562 % |
3,777 % |
3,500 % |
|
107 |
2,989 % |
2,185 % |
4,032 % |
3,565 % |
3,778 % |
3,504 % |
|
108 |
2,997 % |
2,200 % |
4,031 % |
3,568 % |
3,779 % |
3,507 % |
|
109 |
3,005 % |
2,216 % |
4,030 % |
3,571 % |
3,780 % |
3,511 % |
|
110 |
3,013 % |
2,231 % |
4,028 % |
3,574 % |
3,782 % |
3,515 % |
|
111 |
3,021 % |
2,246 % |
4,027 % |
3,577 % |
3,783 % |
3,518 % |
|
112 |
3,029 % |
2,260 % |
4,026 % |
3,580 % |
3,784 % |
3,521 % |
|
113 |
3,037 % |
2,275 % |
4,025 % |
3,583 % |
3,785 % |
3,525 % |
|
114 |
3,044 % |
2,289 % |
4,024 % |
3,585 % |
3,786 % |
3,528 % |
|
115 |
3,052 % |
2,303 % |
4,023 % |
3,588 % |
3,787 % |
3,531 % |
|
116 |
3,059 % |
2,317 % |
4,022 % |
3,591 % |
3,788 % |
3,534 % |
|
117 |
3,066 % |
2,330 % |
4,021 % |
3,593 % |
3,789 % |
3,538 % |
|
118 |
3,073 % |
2,343 % |
4,020 % |
3,596 % |
3,790 % |
3,541 % |
|
119 |
3,080 % |
2,356 % |
4,019 % |
3,599 % |
3,790 % |
3,544 % |
|
120 |
3,087 % |
2,369 % |
4,018 % |
3,601 % |
3,791 % |
3,547 % |
|
121 |
3,094 % |
2,381 % |
4,017 % |
3,604 % |
3,792 % |
3,550 % |
|
122 |
3,100 % |
2,394 % |
4,016 % |
3,606 % |
3,793 % |
3,552 % |
|
123 |
3,107 % |
2,406 % |
4,015 % |
3,608 % |
3,794 % |
3,555 % |
|
124 |
3,113 % |
2,418 % |
4,014 % |
3,611 % |
3,795 % |
3,558 % |
|
125 |
3,119 % |
2,430 % |
4,013 % |
3,613 % |
3,796 % |
3,561 % |
|
126 |
3,126 % |
2,441 % |
4,012 % |
3,615 % |
3,797 % |
3,563 % |
|
127 |
3,132 % |
2,453 % |
4,011 % |
3,618 % |
3,797 % |
3,566 % |
|
128 |
3,138 % |
2,464 % |
4,010 % |
3,620 % |
3,798 % |
3,569 % |
|
129 |
3,143 % |
2,475 % |
4,010 % |
3,622 % |
3,799 % |
3,571 % |
|
130 |
3,149 % |
2,486 % |
4,009 % |
3,624 % |
3,800 % |
3,574 % |
|
131 |
3,155 % |
2,497 % |
4,008 % |
3,626 % |
3,801 % |
3,576 % |
|
132 |
3,161 % |
2,507 % |
4,007 % |
3,628 % |
3,801 % |
3,579 % |
|
133 |
3,166 % |
2,518 % |
4,006 % |
3,630 % |
3,802 % |
3,581 % |
|
134 |
3,172 % |
2,528 % |
4,005 % |
3,632 % |
3,803 % |
3,583 % |
|
135 |
3,177 % |
2,538 % |
4,005 % |
3,634 % |
3,803 % |
3,586 % |
|
136 |
3,182 % |
2,548 % |
4,004 % |
3,636 % |
3,804 % |
3,588 % |
|
137 |
3,187 % |
2,558 % |
4,003 % |
3,638 % |
3,805 % |
3,590 % |
|
138 |
3,193 % |
2,567 % |
4,002 % |
3,640 % |
3,806 % |
3,593 % |
|
139 |
3,198 % |
2,577 % |
4,002 % |
3,642 % |
3,806 % |
3,595 % |
|
140 |
3,203 % |
2,586 % |
4,001 % |
3,644 % |
3,807 % |
3,597 % |
|
141 |
3,208 % |
2,596 % |
4,000 % |
3,646 % |
3,808 % |
3,599 % |
|
142 |
3,212 % |
2,605 % |
3,999 % |
3,647 % |
3,808 % |
3,601 % |
|
143 |
3,217 % |
2,614 % |
3,999 % |
3,649 % |
3,809 % |
3,603 % |
|
144 |
3,222 % |
2,623 % |
3,998 % |
3,651 % |
3,809 % |
3,605 % |
|
145 |
3,227 % |
2,631 % |
3,997 % |
3,653 % |
3,810 % |
3,607 % |
|
146 |
3,231 % |
2,640 % |
3,997 % |
3,654 % |
3,811 % |
3,609 % |
|
147 |
3,236 % |
2,648 % |
3,996 % |
3,656 % |
3,811 % |
3,611 % |
|
148 |
3,240 % |
2,657 % |
3,995 % |
3,658 % |
3,812 % |
3,613 % |
|
149 |
3,245 % |
2,665 % |
3,995 % |
3,659 % |
3,813 % |
3,615 % |
|
150 |
3,249 % |
2,673 % |
3,994 % |
3,661 % |
3,813 % |
3,617 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,863 % |
0,691 % |
1,214 % |
1,818 % |
1,455 % |
4,034 % |
|
2 |
-0,886 % |
0,635 % |
1,168 % |
1,701 % |
1,491 % |
4,363 % |
|
3 |
-0,868 % |
0,638 % |
1,183 % |
1,639 % |
1,643 % |
4,533 % |
|
4 |
-0,833 % |
0,641 % |
1,219 % |
1,599 % |
1,805 % |
4,684 % |
|
5 |
-0,794 % |
0,676 % |
1,240 % |
1,568 % |
1,940 % |
4,822 % |
|
6 |
-0,739 % |
0,725 % |
1,267 % |
1,543 % |
2,065 % |
5,087 % |
|
7 |
-0,678 % |
0,779 % |
1,297 % |
1,552 % |
2,179 % |
5,292 % |
|
8 |
-0,616 % |
0,832 % |
1,322 % |
1,558 % |
2,280 % |
5,495 % |
|
9 |
-0,555 % |
0,885 % |
1,343 % |
1,566 % |
2,373 % |
5,647 % |
|
10 |
-0,504 % |
0,936 % |
1,360 % |
1,585 % |
2,459 % |
5,760 % |
|
11 |
-0,438 % |
0,986 % |
1,373 % |
1,609 % |
2,541 % |
5,837 % |
|
12 |
-0,393 % |
1,033 % |
1,386 % |
1,633 % |
2,618 % |
5,886 % |
|
13 |
-0,350 % |
1,077 % |
1,400 % |
1,658 % |
2,692 % |
5,914 % |
|
14 |
-0,322 % |
1,117 % |
1,421 % |
1,682 % |
2,760 % |
5,926 % |
|
15 |
-0,292 % |
1,152 % |
1,451 % |
1,707 % |
2,826 % |
5,927 % |
|
16 |
-0,259 % |
1,184 % |
1,492 % |
1,730 % |
2,887 % |
5,920 % |
|
17 |
-0,228 % |
1,211 % |
1,541 % |
1,749 % |
2,945 % |
5,906 % |
|
18 |
-0,204 % |
1,236 % |
1,594 % |
1,763 % |
3,000 % |
5,887 % |
|
19 |
-0,189 % |
1,259 % |
1,651 % |
1,770 % |
3,051 % |
5,865 % |
|
20 |
-0,185 % |
1,279 % |
1,708 % |
1,769 % |
3,100 % |
5,840 % |
|
21 |
-0,192 % |
1,298 % |
1,767 % |
1,760 % |
3,147 % |
5,814 % |
|
22 |
-0,202 % |
1,313 % |
1,825 % |
1,746 % |
3,191 % |
5,786 % |
|
23 |
-0,209 % |
1,323 % |
1,882 % |
1,730 % |
3,232 % |
5,758 % |
|
24 |
-0,207 % |
1,328 % |
1,937 % |
1,716 % |
3,272 % |
5,729 % |
|
25 |
-0,194 % |
1,327 % |
1,992 % |
1,704 % |
3,309 % |
5,701 % |
|
26 |
-0,168 % |
1,321 % |
2,044 % |
1,696 % |
3,345 % |
5,672 % |
|
27 |
-0,130 % |
1,313 % |
2,095 % |
1,693 % |
3,379 % |
5,644 % |
|
28 |
-0,085 % |
1,308 % |
2,145 % |
1,695 % |
3,411 % |
5,617 % |
|
29 |
-0,035 % |
1,308 % |
2,192 % |
1,703 % |
3,441 % |
5,590 % |
|
30 |
0,018 % |
1,317 % |
2,238 % |
1,717 % |
3,471 % |
5,563 % |
|
31 |
0,074 % |
1,335 % |
2,281 % |
1,737 % |
3,498 % |
5,538 % |
|
32 |
0,131 % |
1,360 % |
2,323 % |
1,763 % |
3,525 % |
5,513 % |
|
33 |
0,189 % |
1,391 % |
2,364 % |
1,792 % |
3,550 % |
5,489 % |
|
34 |
0,246 % |
1,426 % |
2,403 % |
1,823 % |
3,575 % |
5,465 % |
|
35 |
0,303 % |
1,464 % |
2,440 % |
1,856 % |
3,598 % |
5,442 % |
|
36 |
0,359 % |
1,504 % |
2,476 % |
1,891 % |
3,620 % |
5,421 % |
|
37 |
0,414 % |
1,545 % |
2,510 % |
1,926 % |
3,641 % |
5,399 % |
|
38 |
0,468 % |
1,587 % |
2,543 % |
1,962 % |
3,661 % |
5,379 % |
|
39 |
0,520 % |
1,629 % |
2,574 % |
1,997 % |
3,681 % |
5,359 % |
|
40 |
0,571 % |
1,671 % |
2,605 % |
2,033 % |
3,699 % |
5,340 % |
|
41 |
0,621 % |
1,713 % |
2,634 % |
2,068 % |
3,717 % |
5,322 % |
|
42 |
0,669 % |
1,754 % |
2,662 % |
2,103 % |
3,735 % |
5,304 % |
|
43 |
0,715 % |
1,795 % |
2,689 % |
2,137 % |
3,751 % |
5,287 % |
|
44 |
0,760 % |
1,835 % |
2,714 % |
2,170 % |
3,767 % |
5,271 % |
|
45 |
0,803 % |
1,874 % |
2,739 % |
2,203 % |
3,782 % |
5,255 % |
|
46 |
0,846 % |
1,912 % |
2,763 % |
2,235 % |
3,797 % |
5,239 % |
|
47 |
0,886 % |
1,949 % |
2,786 % |
2,266 % |
3,811 % |
5,225 % |
|
48 |
0,926 % |
1,985 % |
2,809 % |
2,296 % |
3,825 % |
5,210 % |
|
49 |
0,964 % |
2,021 % |
2,830 % |
2,326 % |
3,838 % |
5,197 % |
|
50 |
1,000 % |
2,055 % |
2,851 % |
2,354 % |
3,850 % |
5,183 % |
|
51 |
1,036 % |
2,088 % |
2,870 % |
2,382 % |
3,863 % |
5,170 % |
|
52 |
1,070 % |
2,121 % |
2,890 % |
2,409 % |
3,874 % |
5,158 % |
|
53 |
1,103 % |
2,152 % |
2,908 % |
2,435 % |
3,886 % |
5,146 % |
|
54 |
1,135 % |
2,182 % |
2,926 % |
2,461 % |
3,897 % |
5,134 % |
|
55 |
1,167 % |
2,212 % |
2,943 % |
2,485 % |
3,907 % |
5,123 % |
|
56 |
1,197 % |
2,241 % |
2,960 % |
2,509 % |
3,918 % |
5,112 % |
|
57 |
1,226 % |
2,269 % |
2,976 % |
2,533 % |
3,928 % |
5,102 % |
|
58 |
1,254 % |
2,296 % |
2,992 % |
2,555 % |
3,937 % |
5,092 % |
|
59 |
1,281 % |
2,322 % |
3,007 % |
2,577 % |
3,947 % |
5,082 % |
|
60 |
1,308 % |
2,347 % |
3,022 % |
2,598 % |
3,956 % |
5,072 % |
|
61 |
1,333 % |
2,372 % |
3,036 % |
2,619 % |
3,964 % |
5,063 % |
|
62 |
1,358 % |
2,396 % |
3,049 % |
2,639 % |
3,973 % |
5,054 % |
|
63 |
1,382 % |
2,419 % |
3,063 % |
2,659 % |
3,981 % |
5,045 % |
|
64 |
1,405 % |
2,442 % |
3,076 % |
2,678 % |
3,989 % |
5,037 % |
|
65 |
1,428 % |
2,464 % |
3,088 % |
2,696 % |
3,997 % |
5,029 % |
|
66 |
1,450 % |
2,485 % |
3,100 % |
2,714 % |
4,004 % |
5,021 % |
|
67 |
1,471 % |
2,506 % |
3,112 % |
2,731 % |
4,012 % |
5,013 % |
|
68 |
1,492 % |
2,526 % |
3,124 % |
2,748 % |
4,019 % |
5,006 % |
|
69 |
1,512 % |
2,546 % |
3,135 % |
2,765 % |
4,025 % |
4,998 % |
|
70 |
1,532 % |
2,565 % |
3,146 % |
2,781 % |
4,032 % |
4,991 % |
|
71 |
1,551 % |
2,583 % |
3,156 % |
2,796 % |
4,039 % |
4,984 % |
|
72 |
1,570 % |
2,601 % |
3,166 % |
2,811 % |
4,045 % |
4,978 % |
|
73 |
1,588 % |
2,619 % |
3,176 % |
2,826 % |
4,051 % |
4,971 % |
|
74 |
1,605 % |
2,636 % |
3,186 % |
2,840 % |
4,057 % |
4,965 % |
|
75 |
1,622 % |
2,653 % |
3,196 % |
2,854 % |
4,063 % |
4,959 % |
|
76 |
1,639 % |
2,669 % |
3,205 % |
2,868 % |
4,069 % |
4,953 % |
|
77 |
1,655 % |
2,685 % |
3,214 % |
2,881 % |
4,074 % |
4,947 % |
|
78 |
1,671 % |
2,700 % |
3,223 % |
2,894 % |
4,080 % |
4,941 % |
|
79 |
1,687 % |
2,715 % |
3,231 % |
2,907 % |
4,085 % |
4,935 % |
|
80 |
1,702 % |
2,730 % |
3,239 % |
2,919 % |
4,090 % |
4,930 % |
|
81 |
1,716 % |
2,744 % |
3,248 % |
2,931 % |
4,095 % |
4,925 % |
|
82 |
1,731 % |
2,758 % |
3,255 % |
2,943 % |
4,100 % |
4,920 % |
|
83 |
1,745 % |
2,772 % |
3,263 % |
2,954 % |
4,105 % |
4,914 % |
|
84 |
1,758 % |
2,785 % |
3,271 % |
2,965 % |
4,110 % |
4,910 % |
|
85 |
1,772 % |
2,798 % |
3,278 % |
2,976 % |
4,114 % |
4,905 % |
|
86 |
1,785 % |
2,811 % |
3,285 % |
2,987 % |
4,119 % |
4,900 % |
|
87 |
1,797 % |
2,823 % |
3,292 % |
2,997 % |
4,123 % |
4,895 % |
|
88 |
1,810 % |
2,836 % |
3,299 % |
3,008 % |
4,127 % |
4,891 % |
|
89 |
1,822 % |
2,847 % |
3,306 % |
3,018 % |
4,131 % |
4,887 % |
|
90 |
1,834 % |
2,859 % |
3,313 % |
3,027 % |
4,136 % |
4,882 % |
|
91 |
1,846 % |
2,870 % |
3,319 % |
3,037 % |
4,140 % |
4,878 % |
|
92 |
1,857 % |
2,882 % |
3,325 % |
3,046 % |
4,143 % |
4,874 % |
|
93 |
1,868 % |
2,892 % |
3,331 % |
3,055 % |
4,147 % |
4,870 % |
|
94 |
1,879 % |
2,903 % |
3,337 % |
3,064 % |
4,151 % |
4,866 % |
|
95 |
1,890 % |
2,914 % |
3,343 % |
3,073 % |
4,155 % |
4,862 % |
|
96 |
1,900 % |
2,924 % |
3,349 % |
3,082 % |
4,158 % |
4,858 % |
|
97 |
1,911 % |
2,934 % |
3,355 % |
3,090 % |
4,162 % |
4,855 % |
|
98 |
1,921 % |
2,944 % |
3,360 % |
3,098 % |
4,165 % |
4,851 % |
|
99 |
1,930 % |
2,953 % |
3,366 % |
3,106 % |
4,169 % |
4,847 % |
|
100 |
1,940 % |
2,963 % |
3,371 % |
3,114 % |
4,172 % |
4,844 % |
|
101 |
1,950 % |
2,972 % |
3,376 % |
3,122 % |
4,175 % |
4,841 % |
|
102 |
1,959 % |
2,981 % |
3,381 % |
3,130 % |
4,178 % |
4,837 % |
|
103 |
1,968 % |
2,990 % |
3,386 % |
3,137 % |
4,181 % |
4,834 % |
|
104 |
1,977 % |
2,999 % |
3,391 % |
3,144 % |
4,184 % |
4,831 % |
|
105 |
1,986 % |
3,007 % |
3,396 % |
3,152 % |
4,187 % |
4,828 % |
|
106 |
1,994 % |
3,015 % |
3,401 % |
3,159 % |
4,190 % |
4,824 % |
|
107 |
2,003 % |
3,024 % |
3,406 % |
3,165 % |
4,193 % |
4,821 % |
|
108 |
2,011 % |
3,032 % |
3,410 % |
3,172 % |
4,196 % |
4,818 % |
|
109 |
2,019 % |
3,040 % |
3,415 % |
3,179 % |
4,199 % |
4,816 % |
|
110 |
2,027 % |
3,047 % |
3,419 % |
3,185 % |
4,202 % |
4,813 % |
|
111 |
2,035 % |
3,055 % |
3,423 % |
3,192 % |
4,204 % |
4,810 % |
|
112 |
2,042 % |
3,063 % |
3,428 % |
3,198 % |
4,207 % |
4,807 % |
|
113 |
2,050 % |
3,070 % |
3,432 % |
3,204 % |
4,210 % |
4,804 % |
|
114 |
2,057 % |
3,077 % |
3,436 % |
3,210 % |
4,212 % |
4,802 % |
|
115 |
2,065 % |
3,084 % |
3,440 % |
3,216 % |
4,215 % |
4,799 % |
|
116 |
2,072 % |
3,091 % |
3,444 % |
3,222 % |
4,217 % |
4,796 % |
|
117 |
2,079 % |
3,098 % |
3,448 % |
3,228 % |
4,219 % |
4,794 % |
|
118 |
2,086 % |
3,105 % |
3,452 % |
3,234 % |
4,222 % |
4,791 % |
|
119 |
2,093 % |
3,112 % |
3,455 % |
3,239 % |
4,224 % |
4,789 % |
|
120 |
2,099 % |
3,118 % |
3,459 % |
3,245 % |
4,226 % |
4,787 % |
|
121 |
2,106 % |
3,125 % |
3,463 % |
3,250 % |
4,229 % |
4,784 % |
|
122 |
2,112 % |
3,131 % |
3,466 % |
3,256 % |
4,231 % |
4,782 % |
|
123 |
2,119 % |
3,137 % |
3,470 % |
3,261 % |
4,233 % |
4,780 % |
|
124 |
2,125 % |
3,143 % |
3,473 % |
3,266 % |
4,235 % |
4,777 % |
|
125 |
2,131 % |
3,149 % |
3,477 % |
3,271 % |
4,237 % |
4,775 % |
|
126 |
2,137 % |
3,155 % |
3,480 % |
3,276 % |
4,239 % |
4,773 % |
|
127 |
2,143 % |
3,161 % |
3,483 % |
3,281 % |
4,242 % |
4,771 % |
|
128 |
2,149 % |
3,167 % |
3,487 % |
3,286 % |
4,244 % |
4,769 % |
|
129 |
2,155 % |
3,173 % |
3,490 % |
3,290 % |
4,246 % |
4,767 % |
|
130 |
2,161 % |
3,178 % |
3,493 % |
3,295 % |
4,248 % |
4,764 % |
|
131 |
2,166 % |
3,184 % |
3,496 % |
3,300 % |
4,249 % |
4,762 % |
|
132 |
2,172 % |
3,189 % |
3,499 % |
3,304 % |
4,251 % |
4,760 % |
|
133 |
2,177 % |
3,194 % |
3,502 % |
3,309 % |
4,253 % |
4,759 % |
|
134 |
2,183 % |
3,200 % |
3,505 % |
3,313 % |
4,255 % |
4,757 % |
|
135 |
2,188 % |
3,205 % |
3,508 % |
3,317 % |
4,257 % |
4,755 % |
|
136 |
2,193 % |
3,210 % |
3,511 % |
3,322 % |
4,259 % |
4,753 % |
|
137 |
2,198 % |
3,215 % |
3,514 % |
3,326 % |
4,260 % |
4,751 % |
|
138 |
2,203 % |
3,220 % |
3,516 % |
3,330 % |
4,262 % |
4,749 % |
|
139 |
2,208 % |
3,225 % |
3,519 % |
3,334 % |
4,264 % |
4,747 % |
|
140 |
2,213 % |
3,230 % |
3,522 % |
3,338 % |
4,266 % |
4,746 % |
|
141 |
2,218 % |
3,234 % |
3,525 % |
3,342 % |
4,267 % |
4,744 % |
|
142 |
2,223 % |
3,239 % |
3,527 % |
3,346 % |
4,269 % |
4,742 % |
|
143 |
2,228 % |
3,244 % |
3,530 % |
3,350 % |
4,270 % |
4,740 % |
|
144 |
2,232 % |
3,248 % |
3,532 % |
3,354 % |
4,272 % |
4,739 % |
|
145 |
2,237 % |
3,253 % |
3,535 % |
3,357 % |
4,274 % |
4,737 % |
|
146 |
2,242 % |
3,257 % |
3,537 % |
3,361 % |
4,275 % |
4,735 % |
|
147 |
2,246 % |
3,261 % |
3,540 % |
3,365 % |
4,277 % |
4,734 % |
|
148 |
2,250 % |
3,266 % |
3,542 % |
3,368 % |
4,278 % |
4,732 % |
|
149 |
2,255 % |
3,270 % |
3,545 % |
3,372 % |
4,280 % |
4,731 % |
|
150 |
2,259 % |
3,274 % |
3,547 % |
3,376 % |
4,281 % |
4,729 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,923 % |
5,483 % |
6,944 % |
0,453 % |
0,900 % |
6,427 % |
|
2 |
1,714 % |
5,709 % |
6,474 % |
0,456 % |
0,841 % |
6,432 % |
|
3 |
1,617 % |
5,929 % |
6,328 % |
0,479 % |
0,820 % |
6,531 % |
|
4 |
1,561 % |
6,141 % |
6,322 % |
0,510 % |
0,826 % |
6,672 % |
|
5 |
1,530 % |
6,330 % |
6,343 % |
0,538 % |
0,853 % |
6,846 % |
|
6 |
1,516 % |
6,515 % |
6,403 % |
0,561 % |
0,902 % |
7,029 % |
|
7 |
1,516 % |
6,648 % |
6,479 % |
0,578 % |
0,966 % |
7,205 % |
|
8 |
1,525 % |
6,758 % |
6,554 % |
0,599 % |
1,031 % |
7,367 % |
|
9 |
1,538 % |
6,834 % |
6,627 % |
0,618 % |
1,080 % |
7,543 % |
|
10 |
1,549 % |
6,890 % |
6,700 % |
0,635 % |
1,134 % |
7,700 % |
|
11 |
1,554 % |
6,925 % |
6,774 % |
0,677 % |
1,197 % |
7,846 % |
|
12 |
1,560 % |
6,941 % |
6,847 % |
0,741 % |
1,255 % |
7,974 % |
|
13 |
1,568 % |
6,943 % |
6,917 % |
0,818 % |
1,298 % |
8,076 % |
|
14 |
1,584 % |
6,936 % |
6,983 % |
0,903 % |
1,331 % |
8,151 % |
|
15 |
1,610 % |
6,921 % |
7,043 % |
0,990 % |
1,362 % |
8,199 % |
|
16 |
1,646 % |
6,902 % |
7,097 % |
1,079 % |
1,395 % |
8,221 % |
|
17 |
1,690 % |
6,878 % |
7,144 % |
1,167 % |
1,430 % |
8,222 % |
|
18 |
1,738 % |
6,852 % |
7,180 % |
1,254 % |
1,468 % |
8,207 % |
|
19 |
1,790 % |
6,824 % |
7,205 % |
1,338 % |
1,510 % |
8,180 % |
|
20 |
1,843 % |
6,795 % |
7,216 % |
1,420 % |
1,556 % |
8,144 % |
|
21 |
1,897 % |
6,766 % |
7,213 % |
1,499 % |
1,606 % |
8,101 % |
|
22 |
1,950 % |
6,736 % |
7,199 % |
1,574 % |
1,658 % |
8,053 % |
|
23 |
2,003 % |
6,706 % |
7,176 % |
1,646 % |
1,712 % |
8,002 % |
|
24 |
2,055 % |
6,676 % |
7,146 % |
1,716 % |
1,766 % |
7,948 % |
|
25 |
2,106 % |
6,647 % |
7,111 % |
1,782 % |
1,820 % |
7,893 % |
|
26 |
2,155 % |
6,619 % |
7,073 % |
1,845 % |
1,874 % |
7,837 % |
|
27 |
2,202 % |
6,591 % |
7,032 % |
1,906 % |
1,926 % |
7,782 % |
|
28 |
2,248 % |
6,563 % |
6,989 % |
1,963 % |
1,978 % |
7,726 % |
|
29 |
2,292 % |
6,537 % |
6,944 % |
2,018 % |
2,027 % |
7,672 % |
|
30 |
2,335 % |
6,511 % |
6,900 % |
2,071 % |
2,076 % |
7,618 % |
|
31 |
2,376 % |
6,486 % |
6,855 % |
2,121 % |
2,122 % |
7,566 % |
|
32 |
2,415 % |
6,462 % |
6,811 % |
2,169 % |
2,168 % |
7,515 % |
|
33 |
2,453 % |
6,439 % |
6,767 % |
2,215 % |
2,211 % |
7,465 % |
|
34 |
2,489 % |
6,416 % |
6,724 % |
2,258 % |
2,253 % |
7,417 % |
|
35 |
2,524 % |
6,395 % |
6,682 % |
2,300 % |
2,293 % |
7,371 % |
|
36 |
2,558 % |
6,374 % |
6,641 % |
2,340 % |
2,332 % |
7,326 % |
|
37 |
2,590 % |
6,353 % |
6,601 % |
2,378 % |
2,370 % |
7,283 % |
|
38 |
2,621 % |
6,334 % |
6,563 % |
2,415 % |
2,406 % |
7,241 % |
|
39 |
2,650 % |
6,315 % |
6,525 % |
2,450 % |
2,440 % |
7,201 % |
|
40 |
2,679 % |
6,297 % |
6,489 % |
2,484 % |
2,473 % |
7,162 % |
|
41 |
2,706 % |
6,280 % |
6,454 % |
2,516 % |
2,505 % |
7,124 % |
|
42 |
2,733 % |
6,263 % |
6,420 % |
2,547 % |
2,536 % |
7,088 % |
|
43 |
2,758 % |
6,247 % |
6,387 % |
2,576 % |
2,566 % |
7,054 % |
|
44 |
2,782 % |
6,231 % |
6,356 % |
2,605 % |
2,594 % |
7,020 % |
|
45 |
2,806 % |
6,216 % |
6,325 % |
2,632 % |
2,622 % |
6,988 % |
|
46 |
2,828 % |
6,201 % |
6,296 % |
2,659 % |
2,648 % |
6,957 % |
|
47 |
2,850 % |
6,187 % |
6,267 % |
2,684 % |
2,673 % |
6,927 % |
|
48 |
2,871 % |
6,174 % |
6,240 % |
2,708 % |
2,698 % |
6,898 % |
|
49 |
2,891 % |
6,161 % |
6,213 % |
2,732 % |
2,721 % |
6,871 % |
|
50 |
2,910 % |
6,148 % |
6,188 % |
2,754 % |
2,744 % |
6,844 % |
|
51 |
2,929 % |
6,136 % |
6,163 % |
2,776 % |
2,766 % |
6,818 % |
|
52 |
2,947 % |
6,124 % |
6,140 % |
2,797 % |
2,787 % |
6,793 % |
|
53 |
2,965 % |
6,113 % |
6,117 % |
2,817 % |
2,807 % |
6,769 % |
|
54 |
2,981 % |
6,102 % |
6,094 % |
2,837 % |
2,827 % |
6,746 % |
|
55 |
2,998 % |
6,091 % |
6,073 % |
2,856 % |
2,846 % |
6,724 % |
|
56 |
3,013 % |
6,081 % |
6,052 % |
2,874 % |
2,865 % |
6,702 % |
|
57 |
3,029 % |
6,071 % |
6,032 % |
2,892 % |
2,882 % |
6,681 % |
|
58 |
3,043 % |
6,061 % |
6,013 % |
2,909 % |
2,900 % |
6,661 % |
|
59 |
3,058 % |
6,052 % |
5,994 % |
2,925 % |
2,916 % |
6,641 % |
|
60 |
3,071 % |
6,043 % |
5,976 % |
2,941 % |
2,932 % |
6,622 % |
|
61 |
3,085 % |
6,034 % |
5,958 % |
2,957 % |
2,948 % |
6,604 % |
|
62 |
3,098 % |
6,026 % |
5,941 % |
2,972 % |
2,963 % |
6,586 % |
|
63 |
3,110 % |
6,017 % |
5,925 % |
2,986 % |
2,978 % |
6,569 % |
|
64 |
3,123 % |
6,009 % |
5,909 % |
3,000 % |
2,992 % |
6,552 % |
|
65 |
3,134 % |
6,002 % |
5,893 % |
3,014 % |
3,006 % |
6,536 % |
|
66 |
3,146 % |
5,994 % |
5,878 % |
3,027 % |
3,019 % |
6,521 % |
|
67 |
3,157 % |
5,987 % |
5,864 % |
3,040 % |
3,032 % |
6,505 % |
|
68 |
3,168 % |
5,980 % |
5,850 % |
3,053 % |
3,045 % |
6,491 % |
|
69 |
3,178 % |
5,973 % |
5,836 % |
3,065 % |
3,057 % |
6,476 % |
|
70 |
3,189 % |
5,966 % |
5,822 % |
3,077 % |
3,069 % |
6,462 % |
|
71 |
3,198 % |
5,960 % |
5,809 % |
3,088 % |
3,081 % |
6,449 % |
|
72 |
3,208 % |
5,953 % |
5,797 % |
3,099 % |
3,092 % |
6,435 % |
|
73 |
3,218 % |
5,947 % |
5,784 % |
3,110 % |
3,103 % |
6,423 % |
|
74 |
3,227 % |
5,941 % |
5,772 % |
3,121 % |
3,114 % |
6,410 % |
|
75 |
3,236 % |
5,935 % |
5,761 % |
3,131 % |
3,124 % |
6,398 % |
|
76 |
3,244 % |
5,929 % |
5,749 % |
3,141 % |
3,134 % |
6,386 % |
|
77 |
3,253 % |
5,924 % |
5,738 % |
3,151 % |
3,144 % |
6,375 % |
|
78 |
3,261 % |
5,918 % |
5,728 % |
3,161 % |
3,154 % |
6,363 % |
|
79 |
3,269 % |
5,913 % |
5,717 % |
3,170 % |
3,163 % |
6,352 % |
|
80 |
3,277 % |
5,908 % |
5,707 % |
3,179 % |
3,172 % |
6,342 % |
|
81 |
3,285 % |
5,903 % |
5,697 % |
3,188 % |
3,181 % |
6,331 % |
|
82 |
3,292 % |
5,898 % |
5,687 % |
3,197 % |
3,190 % |
6,321 % |
|
83 |
3,299 % |
5,893 % |
5,678 % |
3,205 % |
3,199 % |
6,311 % |
|
84 |
3,306 % |
5,889 % |
5,668 % |
3,213 % |
3,207 % |
6,301 % |
|
85 |
3,313 % |
5,884 % |
5,659 % |
3,221 % |
3,215 % |
6,292 % |
|
86 |
3,320 % |
5,880 % |
5,650 % |
3,229 % |
3,223 % |
6,283 % |
|
87 |
3,327 % |
5,875 % |
5,642 % |
3,237 % |
3,231 % |
6,274 % |
|
88 |
3,333 % |
5,871 % |
5,633 % |
3,244 % |
3,238 % |
6,265 % |
|
89 |
3,340 % |
5,867 % |
5,625 % |
3,252 % |
3,246 % |
6,256 % |
|
90 |
3,346 % |
5,863 % |
5,617 % |
3,259 % |
3,253 % |
6,248 % |
|
91 |
3,352 % |
5,859 % |
5,609 % |
3,266 % |
3,260 % |
6,240 % |
|
92 |
3,358 % |
5,855 % |
5,601 % |
3,273 % |
3,267 % |
6,232 % |
|
93 |
3,364 % |
5,851 % |
5,594 % |
3,279 % |
3,274 % |
6,224 % |
|
94 |
3,369 % |
5,847 % |
5,586 % |
3,286 % |
3,280 % |
6,216 % |
|
95 |
3,375 % |
5,844 % |
5,579 % |
3,292 % |
3,287 % |
6,208 % |
|
96 |
3,380 % |
5,840 % |
5,572 % |
3,299 % |
3,293 % |
6,201 % |
|
97 |
3,386 % |
5,837 % |
5,565 % |
3,305 % |
3,300 % |
6,194 % |
|
98 |
3,391 % |
5,833 % |
5,558 % |
3,311 % |
3,306 % |
6,187 % |
|
99 |
3,396 % |
5,830 % |
5,552 % |
3,317 % |
3,312 % |
6,180 % |
|
100 |
3,401 % |
5,826 % |
5,545 % |
3,323 % |
3,318 % |
6,173 % |
|
101 |
3,406 % |
5,823 % |
5,539 % |
3,328 % |
3,323 % |
6,166 % |
|
102 |
3,411 % |
5,820 % |
5,532 % |
3,334 % |
3,329 % |
6,160 % |
|
103 |
3,416 % |
5,817 % |
5,526 % |
3,339 % |
3,334 % |
6,153 % |
|
104 |
3,420 % |
5,814 % |
5,520 % |
3,345 % |
3,340 % |
6,147 % |
|
105 |
3,425 % |
5,811 % |
5,514 % |
3,350 % |
3,345 % |
6,141 % |
|
106 |
3,429 % |
5,808 % |
5,508 % |
3,355 % |
3,350 % |
6,135 % |
|
107 |
3,434 % |
5,805 % |
5,503 % |
3,360 % |
3,356 % |
6,129 % |
|
108 |
3,438 % |
5,802 % |
5,497 % |
3,365 % |
3,361 % |
6,123 % |
|
109 |
3,442 % |
5,799 % |
5,492 % |
3,370 % |
3,365 % |
6,117 % |
|
110 |
3,446 % |
5,797 % |
5,486 % |
3,375 % |
3,370 % |
6,112 % |
|
111 |
3,450 % |
5,794 % |
5,481 % |
3,380 % |
3,375 % |
6,106 % |
|
112 |
3,454 % |
5,791 % |
5,476 % |
3,384 % |
3,380 % |
6,101 % |
|
113 |
3,458 % |
5,789 % |
5,471 % |
3,389 % |
3,384 % |
6,095 % |
|
114 |
3,462 % |
5,786 % |
5,466 % |
3,393 % |
3,389 % |
6,090 % |
|
115 |
3,466 % |
5,784 % |
5,461 % |
3,398 % |
3,393 % |
6,085 % |
|
116 |
3,470 % |
5,781 % |
5,456 % |
3,402 % |
3,398 % |
6,080 % |
|
117 |
3,473 % |
5,779 % |
5,451 % |
3,406 % |
3,402 % |
6,075 % |
|
118 |
3,477 % |
5,777 % |
5,446 % |
3,411 % |
3,406 % |
6,070 % |
|
119 |
3,481 % |
5,774 % |
5,442 % |
3,415 % |
3,410 % |
6,065 % |
|
120 |
3,484 % |
5,772 % |
5,437 % |
3,419 % |
3,414 % |
6,060 % |
|
121 |
3,488 % |
5,770 % |
5,433 % |
3,423 % |
3,418 % |
6,056 % |
|
122 |
3,491 % |
5,767 % |
5,428 % |
3,427 % |
3,422 % |
6,051 % |
|
123 |
3,494 % |
5,765 % |
5,424 % |
3,430 % |
3,426 % |
6,047 % |
|
124 |
3,498 % |
5,763 % |
5,420 % |
3,434 % |
3,430 % |
6,042 % |
|
125 |
3,501 % |
5,761 % |
5,416 % |
3,438 % |
3,434 % |
6,038 % |
|
126 |
3,504 % |
5,759 % |
5,412 % |
3,442 % |
3,437 % |
6,034 % |
|
127 |
3,507 % |
5,757 % |
5,408 % |
3,445 % |
3,441 % |
6,029 % |
|
128 |
3,510 % |
5,755 % |
5,404 % |
3,449 % |
3,445 % |
6,025 % |
|
129 |
3,513 % |
5,753 % |
5,400 % |
3,452 % |
3,448 % |
6,021 % |
|
130 |
3,516 % |
5,751 % |
5,396 % |
3,456 % |
3,452 % |
6,017 % |
|
131 |
3,519 % |
5,749 % |
5,392 % |
3,459 % |
3,455 % |
6,013 % |
|
132 |
3,522 % |
5,747 % |
5,388 % |
3,462 % |
3,458 % |
6,009 % |
|
133 |
3,525 % |
5,745 % |
5,385 % |
3,466 % |
3,462 % |
6,006 % |
|
134 |
3,528 % |
5,744 % |
5,381 % |
3,469 % |
3,465 % |
6,002 % |
|
135 |
3,530 % |
5,742 % |
5,377 % |
3,472 % |
3,468 % |
5,998 % |
|
136 |
3,533 % |
5,740 % |
5,374 % |
3,475 % |
3,471 % |
5,994 % |
|
137 |
3,536 % |
5,738 % |
5,370 % |
3,478 % |
3,475 % |
5,991 % |
|
138 |
3,538 % |
5,736 % |
5,367 % |
3,481 % |
3,478 % |
5,987 % |
|
139 |
3,541 % |
5,735 % |
5,364 % |
3,484 % |
3,481 % |
5,984 % |
|
140 |
3,543 % |
5,733 % |
5,360 % |
3,487 % |
3,484 % |
5,980 % |
|
141 |
3,546 % |
5,731 % |
5,357 % |
3,490 % |
3,487 % |
5,977 % |
|
142 |
3,548 % |
5,730 % |
5,354 % |
3,493 % |
3,489 % |
5,973 % |
|
143 |
3,551 % |
5,728 % |
5,351 % |
3,496 % |
3,492 % |
5,970 % |
|
144 |
3,553 % |
5,727 % |
5,348 % |
3,499 % |
3,495 % |
5,967 % |
|
145 |
3,556 % |
5,725 % |
5,344 % |
3,502 % |
3,498 % |
5,964 % |
|
146 |
3,558 % |
5,723 % |
5,341 % |
3,504 % |
3,501 % |
5,960 % |
|
147 |
3,560 % |
5,722 % |
5,338 % |
3,507 % |
3,503 % |
5,957 % |
|
148 |
3,563 % |
5,720 % |
5,335 % |
3,510 % |
3,506 % |
5,954 % |
|
149 |
3,565 % |
5,719 % |
5,332 % |
3,512 % |
3,509 % |
5,951 % |
|
150 |
3,567 % |
5,718 % |
5,330 % |
3,515 % |
3,511 % |
5,948 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
4,492 % |
2,501 % |
3,100 % |
6,830 % |
1,507 % |
1,276 % |
|
2 |
5,081 % |
2,534 % |
3,090 % |
6,778 % |
1,465 % |
1,167 % |
|
3 |
5,588 % |
2,613 % |
3,101 % |
6,822 % |
1,443 % |
1,136 % |
|
4 |
5,989 % |
2,697 % |
3,111 % |
6,866 % |
1,442 % |
1,126 % |
|
5 |
6,249 % |
2,766 % |
3,133 % |
6,899 % |
1,448 % |
1,114 % |
|
6 |
6,438 % |
2,850 % |
3,164 % |
6,945 % |
1,464 % |
1,102 % |
|
7 |
6,578 % |
2,930 % |
3,188 % |
7,005 % |
1,485 % |
1,098 % |
|
8 |
6,726 % |
2,990 % |
3,198 % |
7,088 % |
1,507 % |
1,104 % |
|
9 |
6,856 % |
3,040 % |
3,207 % |
7,171 % |
1,533 % |
1,115 % |
|
10 |
6,958 % |
3,085 % |
3,227 % |
7,233 % |
1,564 % |
1,125 % |
|
11 |
7,027 % |
3,130 % |
3,261 % |
7,261 % |
1,600 % |
1,134 % |
|
12 |
7,068 % |
3,174 % |
3,299 % |
7,262 % |
1,632 % |
1,141 % |
|
13 |
7,089 % |
3,218 % |
3,331 % |
7,243 % |
1,652 % |
1,146 % |
|
14 |
7,095 % |
3,260 % |
3,358 % |
7,209 % |
1,665 % |
1,144 % |
|
15 |
7,090 % |
3,300 % |
3,384 % |
7,166 % |
1,672 % |
1,130 % |
|
16 |
7,076 % |
3,340 % |
3,409 % |
7,116 % |
1,676 % |
1,104 % |
|
17 |
7,056 % |
3,377 % |
3,433 % |
7,060 % |
1,681 % |
1,075 % |
|
18 |
7,032 % |
3,413 % |
3,457 % |
7,002 % |
1,689 % |
1,053 % |
|
19 |
7,005 % |
3,447 % |
3,478 % |
6,941 % |
1,704 % |
1,043 % |
|
20 |
6,975 % |
3,480 % |
3,499 % |
6,880 % |
1,727 % |
1,048 % |
|
21 |
6,944 % |
3,512 % |
3,517 % |
6,818 % |
1,757 % |
1,071 % |
|
22 |
6,912 % |
3,541 % |
3,534 % |
6,757 % |
1,794 % |
1,107 % |
|
23 |
6,879 % |
3,570 % |
3,549 % |
6,696 % |
1,834 % |
1,152 % |
|
24 |
6,847 % |
3,597 % |
3,563 % |
6,637 % |
1,878 % |
1,204 % |
|
25 |
6,814 % |
3,623 % |
3,576 % |
6,579 % |
1,922 % |
1,259 % |
|
26 |
6,782 % |
3,648 % |
3,588 % |
6,523 % |
1,968 % |
1,317 % |
|
27 |
6,751 % |
3,672 % |
3,599 % |
6,468 % |
2,014 % |
1,376 % |
|
28 |
6,720 % |
3,695 % |
3,609 % |
6,415 % |
2,059 % |
1,435 % |
|
29 |
6,690 % |
3,716 % |
3,619 % |
6,364 % |
2,104 % |
1,494 % |
|
30 |
6,660 % |
3,737 % |
3,628 % |
6,314 % |
2,148 % |
1,553 % |
|
31 |
6,632 % |
3,757 % |
3,636 % |
6,267 % |
2,191 % |
1,610 % |
|
32 |
6,604 % |
3,776 % |
3,644 % |
6,221 % |
2,233 % |
1,666 % |
|
33 |
6,577 % |
3,794 % |
3,652 % |
6,177 % |
2,274 % |
1,720 % |
|
34 |
6,552 % |
3,812 % |
3,659 % |
6,135 % |
2,313 % |
1,773 % |
|
35 |
6,527 % |
3,829 % |
3,666 % |
6,094 % |
2,351 % |
1,824 % |
|
36 |
6,503 % |
3,845 % |
3,672 % |
6,055 % |
2,388 % |
1,874 % |
|
37 |
6,479 % |
3,860 % |
3,678 % |
6,017 % |
2,423 % |
1,922 % |
|
38 |
6,457 % |
3,875 % |
3,683 % |
5,981 % |
2,457 % |
1,968 % |
|
39 |
6,435 % |
3,889 % |
3,689 % |
5,946 % |
2,490 % |
2,012 % |
|
40 |
6,414 % |
3,903 % |
3,694 % |
5,913 % |
2,522 % |
2,055 % |
|
41 |
6,394 % |
3,916 % |
3,699 % |
5,881 % |
2,552 % |
2,096 % |
|
42 |
6,375 % |
3,928 % |
3,704 % |
5,850 % |
2,582 % |
2,136 % |
|
43 |
6,356 % |
3,940 % |
3,708 % |
5,821 % |
2,610 % |
2,174 % |
|
44 |
6,338 % |
3,952 % |
3,712 % |
5,792 % |
2,638 % |
2,211 % |
|
45 |
6,321 % |
3,963 % |
3,716 % |
5,765 % |
2,664 % |
2,246 % |
|
46 |
6,304 % |
3,974 % |
3,720 % |
5,738 % |
2,689 % |
2,280 % |
|
47 |
6,288 % |
3,984 % |
3,724 % |
5,713 % |
2,714 % |
2,313 % |
|
48 |
6,272 % |
3,995 % |
3,727 % |
5,689 % |
2,737 % |
2,345 % |
|
49 |
6,257 % |
4,004 % |
3,731 % |
5,665 % |
2,760 % |
2,375 % |
|
50 |
6,243 % |
4,014 % |
3,734 % |
5,642 % |
2,782 % |
2,405 % |
|
51 |
6,229 % |
4,023 % |
3,737 % |
5,620 % |
2,803 % |
2,433 % |
|
52 |
6,215 % |
4,031 % |
3,740 % |
5,599 % |
2,823 % |
2,460 % |
|
53 |
6,202 % |
4,040 % |
3,743 % |
5,579 % |
2,843 % |
2,487 % |
|
54 |
6,189 % |
4,048 % |
3,746 % |
5,559 % |
2,862 % |
2,512 % |
|
55 |
6,177 % |
4,056 % |
3,749 % |
5,540 % |
2,881 % |
2,537 % |
|
56 |
6,165 % |
4,064 % |
3,752 % |
5,522 % |
2,898 % |
2,561 % |
|
57 |
6,154 % |
4,071 % |
3,754 % |
5,504 % |
2,916 % |
2,584 % |
|
58 |
6,143 % |
4,078 % |
3,757 % |
5,487 % |
2,932 % |
2,606 % |
|
59 |
6,132 % |
4,085 % |
3,759 % |
5,471 % |
2,948 % |
2,628 % |
|
60 |
6,122 % |
4,092 % |
3,761 % |
5,454 % |
2,964 % |
2,649 % |
|
61 |
6,112 % |
4,098 % |
3,764 % |
5,439 % |
2,979 % |
2,669 % |
|
62 |
6,102 % |
4,105 % |
3,766 % |
5,424 % |
2,994 % |
2,689 % |
|
63 |
6,093 % |
4,111 % |
3,768 % |
5,409 % |
3,008 % |
2,708 % |
|
64 |
6,083 % |
4,117 % |
3,770 % |
5,395 % |
3,022 % |
2,726 % |
|
65 |
6,075 % |
4,122 % |
3,772 % |
5,381 % |
3,035 % |
2,744 % |
|
66 |
6,066 % |
4,128 % |
3,774 % |
5,368 % |
3,048 % |
2,761 % |
|
67 |
6,057 % |
4,133 % |
3,776 % |
5,355 % |
3,061 % |
2,778 % |
|
68 |
6,049 % |
4,139 % |
3,777 % |
5,343 % |
3,073 % |
2,794 % |
|
69 |
6,041 % |
4,144 % |
3,779 % |
5,330 % |
3,085 % |
2,810 % |
|
70 |
6,034 % |
4,149 % |
3,781 % |
5,318 % |
3,096 % |
2,826 % |
|
71 |
6,026 % |
4,154 % |
3,783 % |
5,307 % |
3,108 % |
2,841 % |
|
72 |
6,019 % |
4,159 % |
3,784 % |
5,296 % |
3,119 % |
2,855 % |
|
73 |
6,012 % |
4,163 % |
3,786 % |
5,285 % |
3,129 % |
2,870 % |
|
74 |
6,005 % |
4,168 % |
3,787 % |
5,274 % |
3,140 % |
2,883 % |
|
75 |
5,998 % |
4,172 % |
3,789 % |
5,264 % |
3,150 % |
2,897 % |
|
76 |
5,992 % |
4,176 % |
3,790 % |
5,254 % |
3,159 % |
2,910 % |
|
77 |
5,985 % |
4,181 % |
3,792 % |
5,244 % |
3,169 % |
2,923 % |
|
78 |
5,979 % |
4,185 % |
3,793 % |
5,234 % |
3,178 % |
2,935 % |
|
79 |
5,973 % |
4,189 % |
3,794 % |
5,225 % |
3,187 % |
2,947 % |
|
80 |
5,967 % |
4,192 % |
3,796 % |
5,216 % |
3,196 % |
2,959 % |
|
81 |
5,961 % |
4,196 % |
3,797 % |
5,207 % |
3,205 % |
2,971 % |
|
82 |
5,956 % |
4,200 % |
3,798 % |
5,199 % |
3,213 % |
2,982 % |
|
83 |
5,950 % |
4,203 % |
3,799 % |
5,190 % |
3,222 % |
2,993 % |
|
84 |
5,945 % |
4,207 % |
3,801 % |
5,182 % |
3,230 % |
3,004 % |
|
85 |
5,940 % |
4,210 % |
3,802 % |
5,174 % |
3,238 % |
3,014 % |
|
86 |
5,935 % |
4,214 % |
3,803 % |
5,166 % |
3,245 % |
3,025 % |
|
87 |
5,930 % |
4,217 % |
3,804 % |
5,158 % |
3,253 % |
3,035 % |
|
88 |
5,925 % |
4,220 % |
3,805 % |
5,151 % |
3,260 % |
3,044 % |
|
89 |
5,920 % |
4,223 % |
3,806 % |
5,143 % |
3,267 % |
3,054 % |
|
90 |
5,915 % |
4,226 % |
3,807 % |
5,136 % |
3,274 % |
3,063 % |
|
91 |
5,911 % |
4,229 % |
3,808 % |
5,129 % |
3,281 % |
3,072 % |
|
92 |
5,906 % |
4,232 % |
3,809 % |
5,122 % |
3,288 % |
3,081 % |
|
93 |
5,902 % |
4,235 % |
3,810 % |
5,116 % |
3,294 % |
3,090 % |
|
94 |
5,897 % |
4,238 % |
3,811 % |
5,109 % |
3,301 % |
3,099 % |
|
95 |
5,893 % |
4,241 % |
3,812 % |
5,103 % |
3,307 % |
3,107 % |
|
96 |
5,889 % |
4,243 % |
3,813 % |
5,096 % |
3,313 % |
3,115 % |
|
97 |
5,885 % |
4,246 % |
3,814 % |
5,090 % |
3,319 % |
3,123 % |
|
98 |
5,881 % |
4,249 % |
3,815 % |
5,084 % |
3,325 % |
3,131 % |
|
99 |
5,877 % |
4,251 % |
3,816 % |
5,078 % |
3,331 % |
3,139 % |
|
100 |
5,874 % |
4,254 % |
3,816 % |
5,072 % |
3,337 % |
3,147 % |
|
101 |
5,870 % |
4,256 % |
3,817 % |
5,067 % |
3,342 % |
3,154 % |
|
102 |
5,866 % |
4,259 % |
3,818 % |
5,061 % |
3,348 % |
3,161 % |
|
103 |
5,863 % |
4,261 % |
3,819 % |
5,056 % |
3,353 % |
3,169 % |
|
104 |
5,859 % |
4,263 % |
3,820 % |
5,050 % |
3,358 % |
3,176 % |
|
105 |
5,856 % |
4,265 % |
3,820 % |
5,045 % |
3,363 % |
3,182 % |
|
106 |
5,852 % |
4,268 % |
3,821 % |
5,040 % |
3,368 % |
3,189 % |
|
107 |
5,849 % |
4,270 % |
3,822 % |
5,035 % |
3,373 % |
3,196 % |
|
108 |
5,846 % |
4,272 % |
3,823 % |
5,030 % |
3,378 % |
3,202 % |
|
109 |
5,843 % |
4,274 % |
3,823 % |
5,025 % |
3,383 % |
3,209 % |
|
110 |
5,840 % |
4,276 % |
3,824 % |
5,020 % |
3,388 % |
3,215 % |
|
111 |
5,837 % |
4,278 % |
3,825 % |
5,016 % |
3,392 % |
3,221 % |
|
112 |
5,834 % |
4,280 % |
3,825 % |
5,011 % |
3,397 % |
3,227 % |
|
113 |
5,831 % |
4,282 % |
3,826 % |
5,006 % |
3,401 % |
3,233 % |
|
114 |
5,828 % |
4,284 % |
3,827 % |
5,002 % |
3,406 % |
3,239 % |
|
115 |
5,825 % |
4,286 % |
3,827 % |
4,998 % |
3,410 % |
3,245 % |
|
116 |
5,822 % |
4,288 % |
3,828 % |
4,993 % |
3,414 % |
3,250 % |
|
117 |
5,819 % |
4,289 % |
3,829 % |
4,989 % |
3,418 % |
3,256 % |
|
118 |
5,817 % |
4,291 % |
3,829 % |
4,985 % |
3,422 % |
3,261 % |
|
119 |
5,814 % |
4,293 % |
3,830 % |
4,981 % |
3,426 % |
3,267 % |
|
120 |
5,811 % |
4,295 % |
3,830 % |
4,977 % |
3,430 % |
3,272 % |
|
121 |
5,809 % |
4,296 % |
3,831 % |
4,973 % |
3,434 % |
3,277 % |
|
122 |
5,806 % |
4,298 % |
3,831 % |
4,969 % |
3,438 % |
3,282 % |
|
123 |
5,804 % |
4,300 % |
3,832 % |
4,965 % |
3,442 % |
3,287 % |
|
124 |
5,801 % |
4,301 % |
3,833 % |
4,961 % |
3,445 % |
3,292 % |
|
125 |
5,799 % |
4,303 % |
3,833 % |
4,958 % |
3,449 % |
3,297 % |
|
126 |
5,796 % |
4,304 % |
3,834 % |
4,954 % |
3,453 % |
3,302 % |
|
127 |
5,794 % |
4,306 % |
3,834 % |
4,951 % |
3,456 % |
3,306 % |
|
128 |
5,792 % |
4,307 % |
3,835 % |
4,947 % |
3,460 % |
3,311 % |
|
129 |
5,790 % |
4,309 % |
3,835 % |
4,944 % |
3,463 % |
3,316 % |
|
130 |
5,787 % |
4,310 % |
3,836 % |
4,940 % |
3,466 % |
3,320 % |
|
131 |
5,785 % |
4,312 % |
3,836 % |
4,937 % |
3,470 % |
3,324 % |
|
132 |
5,783 % |
4,313 % |
3,837 % |
4,933 % |
3,473 % |
3,329 % |
|
133 |
5,781 % |
4,315 % |
3,837 % |
4,930 % |
3,476 % |
3,333 % |
|
134 |
5,779 % |
4,316 % |
3,838 % |
4,927 % |
3,479 % |
3,337 % |
|
135 |
5,777 % |
4,317 % |
3,838 % |
4,924 % |
3,482 % |
3,341 % |
|
136 |
5,775 % |
4,319 % |
3,839 % |
4,921 % |
3,485 % |
3,346 % |
|
137 |
5,773 % |
4,320 % |
3,839 % |
4,918 % |
3,488 % |
3,350 % |
|
138 |
5,771 % |
4,321 % |
3,839 % |
4,915 % |
3,491 % |
3,354 % |
|
139 |
5,769 % |
4,323 % |
3,840 % |
4,912 % |
3,494 % |
3,357 % |
|
140 |
5,767 % |
4,324 % |
3,840 % |
4,909 % |
3,497 % |
3,361 % |
|
141 |
5,765 % |
4,325 % |
3,841 % |
4,906 % |
3,500 % |
3,365 % |
|
142 |
5,763 % |
4,326 % |
3,841 % |
4,903 % |
3,503 % |
3,369 % |
|
143 |
5,761 % |
4,328 % |
3,842 % |
4,900 % |
3,506 % |
3,373 % |
|
144 |
5,759 % |
4,329 % |
3,842 % |
4,897 % |
3,508 % |
3,376 % |
|
145 |
5,758 % |
4,330 % |
3,842 % |
4,894 % |
3,511 % |
3,380 % |
|
146 |
5,756 % |
4,331 % |
3,843 % |
4,892 % |
3,514 % |
3,383 % |
|
147 |
5,754 % |
4,332 % |
3,843 % |
4,889 % |
3,516 % |
3,387 % |
|
148 |
5,752 % |
4,333 % |
3,843 % |
4,886 % |
3,519 % |
3,390 % |
|
149 |
5,751 % |
4,335 % |
3,844 % |
4,884 % |
3,522 % |
3,394 % |
|
150 |
5,749 % |
4,336 % |
3,844 % |
4,881 % |
3,524 % |
3,397 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
13,900 % |
1,704 % |
-0,206 % |
|
2 |
13,852 % |
1,506 % |
-0,247 % |
|
3 |
13,579 % |
1,423 % |
-0,263 % |
|
4 |
13,533 % |
1,386 % |
-0,265 % |
|
5 |
13,410 % |
1,374 % |
-0,254 % |
|
6 |
13,208 % |
1,375 % |
-0,236 % |
|
7 |
13,028 % |
1,383 % |
-0,213 % |
|
8 |
12,921 % |
1,399 % |
-0,183 % |
|
9 |
12,849 % |
1,419 % |
-0,150 % |
|
10 |
12,772 % |
1,441 % |
-0,118 % |
|
11 |
12,666 % |
1,463 % |
-0,087 % |
|
12 |
12,536 % |
1,481 % |
-0,058 % |
|
13 |
12,387 % |
1,498 % |
-0,029 % |
|
14 |
12,226 % |
1,514 % |
-0,001 % |
|
15 |
12,057 % |
1,529 % |
0,025 % |
|
16 |
11,883 % |
1,542 % |
0,049 % |
|
17 |
11,706 % |
1,554 % |
0,071 % |
|
18 |
11,529 % |
1,565 % |
0,093 % |
|
19 |
11,353 % |
1,574 % |
0,113 % |
|
20 |
11,180 % |
1,581 % |
0,133 % |
|
21 |
11,010 % |
1,587 % |
0,153 % |
|
22 |
10,844 % |
1,591 % |
0,171 % |
|
23 |
10,683 % |
1,595 % |
0,187 % |
|
24 |
10,527 % |
1,598 % |
0,199 % |
|
25 |
10,377 % |
1,600 % |
0,207 % |
|
26 |
10,231 % |
1,601 % |
0,211 % |
|
27 |
10,092 % |
1,601 % |
0,216 % |
|
28 |
9,958 % |
1,602 % |
0,224 % |
|
29 |
9,829 % |
1,602 % |
0,239 % |
|
30 |
9,706 % |
1,602 % |
0,263 % |
|
31 |
9,588 % |
1,603 % |
0,296 % |
|
32 |
9,475 % |
1,603 % |
0,336 % |
|
33 |
9,367 % |
1,603 % |
0,382 % |
|
34 |
9,263 % |
1,603 % |
0,432 % |
|
35 |
9,164 % |
1,601 % |
0,484 % |
|
36 |
9,070 % |
1,598 % |
0,537 % |
|
37 |
8,979 % |
1,594 % |
0,592 % |
|
38 |
8,892 % |
1,589 % |
0,647 % |
|
39 |
8,809 % |
1,581 % |
0,701 % |
|
40 |
8,730 % |
1,572 % |
0,756 % |
|
41 |
8,654 % |
1,561 % |
0,809 % |
|
42 |
8,581 % |
1,549 % |
0,862 % |
|
43 |
8,511 % |
1,537 % |
0,913 % |
|
44 |
8,444 % |
1,527 % |
0,963 % |
|
45 |
8,380 % |
1,520 % |
1,012 % |
|
46 |
8,318 % |
1,515 % |
1,060 % |
|
47 |
8,259 % |
1,513 % |
1,106 % |
|
48 |
8,202 % |
1,515 % |
1,151 % |
|
49 |
8,147 % |
1,521 % |
1,195 % |
|
50 |
8,095 % |
1,531 % |
1,238 % |
|
51 |
8,044 % |
1,546 % |
1,279 % |
|
52 |
7,995 % |
1,564 % |
1,319 % |
|
53 |
7,948 % |
1,584 % |
1,358 % |
|
54 |
7,903 % |
1,607 % |
1,395 % |
|
55 |
7,859 % |
1,631 % |
1,432 % |
|
56 |
7,817 % |
1,657 % |
1,467 % |
|
57 |
7,776 % |
1,683 % |
1,501 % |
|
58 |
7,737 % |
1,710 % |
1,535 % |
|
59 |
7,699 % |
1,738 % |
1,567 % |
|
60 |
7,662 % |
1,765 % |
1,598 % |
|
61 |
7,626 % |
1,793 % |
1,628 % |
|
62 |
7,592 % |
1,821 % |
1,658 % |
|
63 |
7,558 % |
1,848 % |
1,686 % |
|
64 |
7,526 % |
1,875 % |
1,714 % |
|
65 |
7,495 % |
1,902 % |
1,741 % |
|
66 |
7,464 % |
1,929 % |
1,767 % |
|
67 |
7,435 % |
1,955 % |
1,793 % |
|
68 |
7,406 % |
1,981 % |
1,817 % |
|
69 |
7,378 % |
2,006 % |
1,841 % |
|
70 |
7,351 % |
2,031 % |
1,865 % |
|
71 |
7,325 % |
2,056 % |
1,887 % |
|
72 |
7,299 % |
2,080 % |
1,909 % |
|
73 |
7,275 % |
2,103 % |
1,931 % |
|
74 |
7,250 % |
2,126 % |
1,952 % |
|
75 |
7,227 % |
2,149 % |
1,972 % |
|
76 |
7,204 % |
2,171 % |
1,992 % |
|
77 |
7,182 % |
2,192 % |
2,012 % |
|
78 |
7,160 % |
2,213 % |
2,030 % |
|
79 |
7,139 % |
2,234 % |
2,049 % |
|
80 |
7,118 % |
2,254 % |
2,067 % |
|
81 |
7,098 % |
2,274 % |
2,084 % |
|
82 |
7,078 % |
2,293 % |
2,102 % |
|
83 |
7,059 % |
2,312 % |
2,118 % |
|
84 |
7,041 % |
2,330 % |
2,135 % |
|
85 |
7,022 % |
2,349 % |
2,151 % |
|
86 |
7,004 % |
2,366 % |
2,166 % |
|
87 |
6,987 % |
2,384 % |
2,181 % |
|
88 |
6,970 % |
2,401 % |
2,196 % |
|
89 |
6,953 % |
2,417 % |
2,211 % |
|
90 |
6,937 % |
2,433 % |
2,225 % |
|
91 |
6,921 % |
2,449 % |
2,239 % |
|
92 |
6,906 % |
2,465 % |
2,252 % |
|
93 |
6,891 % |
2,480 % |
2,266 % |
|
94 |
6,876 % |
2,495 % |
2,279 % |
|
95 |
6,861 % |
2,510 % |
2,292 % |
|
96 |
6,847 % |
2,524 % |
2,304 % |
|
97 |
6,833 % |
2,538 % |
2,316 % |
|
98 |
6,819 % |
2,552 % |
2,328 % |
|
99 |
6,806 % |
2,565 % |
2,340 % |
|
100 |
6,793 % |
2,579 % |
2,352 % |
|
101 |
6,780 % |
2,591 % |
2,363 % |
|
102 |
6,767 % |
2,604 % |
2,374 % |
|
103 |
6,755 % |
2,617 % |
2,385 % |
|
104 |
6,743 % |
2,629 % |
2,396 % |
|
105 |
6,731 % |
2,641 % |
2,406 % |
|
106 |
6,719 % |
2,653 % |
2,416 % |
|
107 |
6,708 % |
2,664 % |
2,426 % |
|
108 |
6,696 % |
2,676 % |
2,436 % |
|
109 |
6,685 % |
2,687 % |
2,446 % |
|
110 |
6,674 % |
2,698 % |
2,456 % |
|
111 |
6,664 % |
2,709 % |
2,465 % |
|
112 |
6,653 % |
2,719 % |
2,474 % |
|
113 |
6,643 % |
2,730 % |
2,483 % |
|
114 |
6,633 % |
2,740 % |
2,492 % |
|
115 |
6,623 % |
2,750 % |
2,501 % |
|
116 |
6,613 % |
2,760 % |
2,509 % |
|
117 |
6,604 % |
2,769 % |
2,518 % |
|
118 |
6,594 % |
2,779 % |
2,526 % |
|
119 |
6,585 % |
2,788 % |
2,534 % |
|
120 |
6,576 % |
2,797 % |
2,542 % |
|
121 |
6,567 % |
2,806 % |
2,550 % |
|
122 |
6,558 % |
2,815 % |
2,558 % |
|
123 |
6,550 % |
2,824 % |
2,565 % |
|
124 |
6,541 % |
2,833 % |
2,573 % |
|
125 |
6,533 % |
2,841 % |
2,580 % |
|
126 |
6,525 % |
2,850 % |
2,588 % |
|
127 |
6,516 % |
2,858 % |
2,595 % |
|
128 |
6,508 % |
2,866 % |
2,602 % |
|
129 |
6,501 % |
2,874 % |
2,609 % |
|
130 |
6,493 % |
2,882 % |
2,616 % |
|
131 |
6,485 % |
2,890 % |
2,622 % |
|
132 |
6,478 % |
2,897 % |
2,629 % |
|
133 |
6,470 % |
2,905 % |
2,635 % |
|
134 |
6,463 % |
2,912 % |
2,642 % |
|
135 |
6,456 % |
2,919 % |
2,648 % |
|
136 |
6,449 % |
2,926 % |
2,654 % |
|
137 |
6,442 % |
2,934 % |
2,661 % |
|
138 |
6,435 % |
2,941 % |
2,667 % |
|
139 |
6,428 % |
2,947 % |
2,673 % |
|
140 |
6,422 % |
2,954 % |
2,678 % |
|
141 |
6,415 % |
2,961 % |
2,684 % |
|
142 |
6,409 % |
2,967 % |
2,690 % |
|
143 |
6,402 % |
2,974 % |
2,696 % |
|
144 |
6,396 % |
2,980 % |
2,701 % |
|
145 |
6,390 % |
2,987 % |
2,707 % |
|
146 |
6,384 % |
2,993 % |
2,712 % |
|
147 |
6,378 % |
2,999 % |
2,717 % |
|
148 |
6,372 % |
3,005 % |
2,723 % |
|
149 |
6,366 % |
3,011 % |
2,728 % |
|
150 |
6,360 % |
3,017 % |
2,733 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
1.
Exposures to central governments and central banks
|
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czech Republic |
Cyprus |
Denmark |
|
1 |
0 |
0 |
32 |
5 |
0 |
25 |
1 |
|
2 |
0 |
0 |
39 |
5 |
0 |
42 |
0 |
|
3 |
0 |
1 |
44 |
5 |
2 |
47 |
0 |
|
4 |
0 |
2 |
47 |
5 |
3 |
48 |
0 |
|
5 |
0 |
4 |
52 |
5 |
5 |
51 |
0 |
|
6 |
1 |
5 |
54 |
5 |
7 |
54 |
0 |
|
7 |
2 |
6 |
58 |
5 |
9 |
55 |
0 |
|
8 |
3 |
7 |
59 |
5 |
11 |
54 |
0 |
|
9 |
3 |
8 |
61 |
5 |
12 |
52 |
0 |
|
10 |
3 |
8 |
63 |
5 |
13 |
51 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
398 |
4 |
16 |
|
2 |
0 |
0 |
0 |
0 |
246 |
4 |
23 |
|
3 |
1 |
0 |
0 |
0 |
218 |
4 |
25 |
|
4 |
2 |
0 |
0 |
0 |
190 |
4 |
26 |
|
5 |
4 |
0 |
0 |
0 |
174 |
4 |
28 |
|
6 |
5 |
0 |
0 |
0 |
171 |
4 |
29 |
|
7 |
6 |
0 |
0 |
0 |
168 |
4 |
30 |
|
8 |
7 |
0 |
1 |
0 |
172 |
2 |
31 |
|
9 |
8 |
0 |
2 |
0 |
174 |
1 |
31 |
|
10 |
8 |
0 |
3 |
0 |
176 |
4 |
31 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
16 |
0 |
4 |
|
2 |
14 |
11 |
12 |
0 |
23 |
0 |
4 |
|
3 |
19 |
14 |
15 |
0 |
25 |
0 |
4 |
|
4 |
21 |
16 |
17 |
0 |
26 |
0 |
4 |
|
5 |
23 |
18 |
19 |
0 |
28 |
0 |
4 |
|
6 |
25 |
20 |
21 |
0 |
29 |
0 |
4 |
|
7 |
26 |
21 |
22 |
0 |
30 |
0 |
4 |
|
8 |
28 |
22 |
23 |
1 |
31 |
0 |
4 |
|
9 |
29 |
23 |
24 |
2 |
31 |
0 |
4 |
|
10 |
31 |
24 |
25 |
3 |
31 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
25 |
9 |
12 |
19 |
5 |
0 |
0 |
|
2 |
42 |
17 |
16 |
22 |
12 |
0 |
0 |
|
3 |
47 |
19 |
18 |
26 |
15 |
0 |
0 |
|
4 |
48 |
21 |
20 |
31 |
17 |
0 |
0 |
|
5 |
51 |
22 |
21 |
34 |
19 |
0 |
0 |
|
6 |
54 |
23 |
22 |
37 |
21 |
0 |
0 |
|
7 |
55 |
25 |
24 |
39 |
22 |
0 |
0 |
|
8 |
54 |
27 |
25 |
40 |
23 |
0 |
0 |
|
9 |
52 |
28 |
25 |
41 |
24 |
0 |
0 |
|
10 |
51 |
25 |
25 |
41 |
25 |
0 |
0 |
|
Duration (in years) |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
Chile |
|
1 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
2 |
0 |
0 |
0 |
0 |
12 |
0 |
19 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
9 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
11 |
0 |
10 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
1 |
29 |
0 |
10 |
0 |
0 |
10 |
|
4 |
2 |
37 |
0 |
10 |
0 |
0 |
10 |
|
5 |
2 |
39 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
42 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
44 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
42 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
39 |
0 |
10 |
0 |
0 |
10 |
|
10 |
5 |
41 |
0 |
10 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
6 |
10 |
1 |
4 |
|
2 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
8 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
7 |
14 |
0 |
4 |
|
5 |
0 |
1 |
0 |
7 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
7 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
9 |
15 |
0 |
4 |
|
8 |
0 |
11 |
0 |
10 |
15 |
0 |
4 |
|
9 |
0 |
17 |
0 |
10 |
15 |
0 |
4 |
|
10 |
0 |
17 |
0 |
12 |
15 |
0 |
4 |
|
Duration (in years) |
United States |
|
1 |
0 |
|
2 |
0 |
|
3 |
0 |
|
4 |
0 |
|
5 |
0 |
|
6 |
0 |
|
7 |
0 |
|
8 |
0 |
|
9 |
0 |
|
10 |
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 |
20 |
45 |
120 |
234 |
557 |
1240 |
|
2 |
6 |
20 |
45 |
120 |
234 |
557 |
999 |
|
3 |
7 |
22 |
46 |
113 |
230 |
553 |
814 |
|
4 |
8 |
25 |
49 |
115 |
229 |
552 |
674 |
|
5 |
10 |
28 |
54 |
118 |
229 |
552 |
566 |
|
6 |
11 |
30 |
57 |
123 |
229 |
552 |
552 |
|
7 |
12 |
32 |
59 |
126 |
229 |
552 |
552 |
|
8 |
12 |
33 |
59 |
124 |
229 |
552 |
552 |
|
9 |
12 |
34 |
59 |
124 |
229 |
552 |
552 |
|
10 |
13 |
35 |
59 |
123 |
229 |
552 |
552 |
|
11 |
13 |
36 |
59 |
123 |
229 |
552 |
552 |
|
12 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
13 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
14 |
14 |
38 |
59 |
123 |
229 |
552 |
552 |
|
15 |
14 |
38 |
59 |
123 |
229 |
552 |
552 |
|
16 |
14 |
38 |
59 |
123 |
229 |
552 |
552 |
|
17 |
14 |
38 |
59 |
123 |
229 |
552 |
552 |
|
18 |
14 |
38 |
59 |
123 |
229 |
552 |
552 |
|
19 |
15 |
38 |
59 |
123 |
229 |
552 |
552 |
|
20 |
15 |
38 |
59 |
123 |
229 |
552 |
552 |
|
21 |
16 |
38 |
59 |
123 |
229 |
552 |
552 |
|
22 |
17 |
38 |
59 |
123 |
229 |
552 |
552 |
|
23 |
17 |
38 |
59 |
123 |
229 |
552 |
552 |
|
24 |
19 |
38 |
59 |
123 |
229 |
552 |
552 |
|
25 |
19 |
38 |
59 |
123 |
229 |
552 |
552 |
|
26 |
20 |
38 |
59 |
123 |
229 |
552 |
552 |
|
27 |
20 |
38 |
59 |
123 |
229 |
552 |
552 |
|
28 |
21 |
38 |
59 |
123 |
229 |
552 |
552 |
|
29 |
21 |
38 |
59 |
123 |
229 |
552 |
552 |
|
30 |
23 |
38 |
59 |
123 |
229 |
552 |
552 |
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 |
12 |
27 |
51 |
127 |
240 |
563 |
1292 |
|
2 |
15 |
29 |
53 |
129 |
242 |
565 |
1040 |
|
3 |
16 |
31 |
55 |
122 |
239 |
562 |
847 |
|
4 |
17 |
33 |
57 |
124 |
238 |
561 |
700 |
|
5 |
18 |
36 |
62 |
127 |
237 |
560 |
587 |
|
6 |
18 |
37 |
65 |
131 |
236 |
560 |
560 |
|
7 |
19 |
39 |
66 |
133 |
236 |
559 |
559 |
|
8 |
18 |
39 |
65 |
131 |
235 |
558 |
558 |
|
9 |
18 |
39 |
65 |
129 |
235 |
558 |
558 |
|
10 |
18 |
40 |
64 |
129 |
234 |
557 |
557 |
|
11 |
18 |
41 |
64 |
128 |
234 |
557 |
557 |
|
12 |
18 |
41 |
63 |
128 |
233 |
556 |
556 |
|
13 |
18 |
41 |
63 |
127 |
232 |
556 |
556 |
|
14 |
17 |
41 |
62 |
126 |
232 |
555 |
555 |
|
15 |
17 |
40 |
62 |
126 |
231 |
555 |
555 |
|
16 |
16 |
40 |
61 |
125 |
231 |
554 |
554 |
|
17 |
16 |
39 |
61 |
125 |
231 |
554 |
554 |
|
18 |
16 |
39 |
61 |
125 |
231 |
554 |
554 |
|
19 |
16 |
39 |
61 |
125 |
231 |
554 |
554 |
|
20 |
16 |
40 |
61 |
126 |
231 |
554 |
554 |
|
21 |
17 |
40 |
62 |
126 |
231 |
555 |
555 |
|
22 |
17 |
40 |
62 |
126 |
232 |
555 |
555 |
|
23 |
17 |
40 |
62 |
126 |
232 |
555 |
555 |
|
24 |
19 |
40 |
62 |
126 |
232 |
555 |
555 |
|
25 |
19 |
41 |
62 |
126 |
232 |
555 |
555 |
|
26 |
20 |
41 |
62 |
126 |
232 |
555 |
555 |
|
27 |
20 |
41 |
62 |
126 |
232 |
555 |
555 |
|
28 |
21 |
41 |
62 |
126 |
232 |
555 |
555 |
|
29 |
22 |
40 |
62 |
126 |
232 |
555 |
555 |
|
30 |
23 |
40 |
62 |
126 |
232 |
555 |
555 |
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 |
20 |
45 |
120 |
234 |
557 |
1240 |
|
2 |
6 |
20 |
45 |
120 |
234 |
557 |
999 |
|
3 |
7 |
22 |
46 |
113 |
230 |
553 |
814 |
|
4 |
8 |
25 |
49 |
115 |
229 |
552 |
674 |
|
5 |
10 |
27 |
54 |
118 |
229 |
552 |
566 |
|
6 |
11 |
30 |
57 |
123 |
229 |
552 |
552 |
|
7 |
12 |
32 |
59 |
126 |
229 |
552 |
552 |
|
8 |
12 |
33 |
59 |
124 |
229 |
552 |
552 |
|
9 |
12 |
33 |
59 |
123 |
229 |
552 |
552 |
|
10 |
13 |
35 |
59 |
123 |
229 |
552 |
552 |
|
11 |
13 |
36 |
59 |
123 |
229 |
552 |
552 |
|
12 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
13 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
14 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
15 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
16 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
17 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
18 |
14 |
37 |
59 |
123 |
229 |
552 |
552 |
|
19 |
15 |
37 |
59 |
123 |
229 |
552 |
552 |
|
20 |
15 |
37 |
59 |
123 |
229 |
552 |
552 |
|
21 |
16 |
37 |
59 |
123 |
229 |
552 |
552 |
|
22 |
17 |
37 |
59 |
123 |
229 |
552 |
552 |
|
23 |
17 |
37 |
59 |
123 |
229 |
552 |
552 |
|
24 |
19 |
37 |
59 |
123 |
229 |
552 |
552 |
|
25 |
19 |
37 |
59 |
123 |
229 |
552 |
552 |
|
26 |
20 |
37 |
59 |
123 |
229 |
552 |
552 |
|
27 |
20 |
37 |
59 |
123 |
229 |
552 |
552 |
|
28 |
21 |
38 |
59 |
123 |
229 |
552 |
552 |
|
29 |
21 |
38 |
59 |
123 |
229 |
552 |
552 |
|
30 |
23 |
38 |
59 |
123 |
229 |
552 |
552 |
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 |
81 |
95 |
120 |
195 |
309 |
632 |
1251 |
|
2 |
77 |
91 |
116 |
191 |
305 |
628 |
1010 |
|
3 |
81 |
96 |
120 |
187 |
304 |
627 |
825 |
|
4 |
80 |
96 |
120 |
187 |
301 |
624 |
686 |
|
5 |
79 |
97 |
123 |
188 |
298 |
621 |
621 |
|
6 |
78 |
97 |
125 |
191 |
296 |
619 |
619 |
|
7 |
77 |
97 |
124 |
191 |
294 |
617 |
617 |
|
8 |
76 |
97 |
123 |
188 |
293 |
616 |
616 |
|
9 |
75 |
97 |
122 |
186 |
292 |
615 |
615 |
|
10 |
72 |
94 |
118 |
183 |
288 |
611 |
611 |
|
11 |
70 |
93 |
116 |
180 |
285 |
609 |
609 |
|
12 |
69 |
92 |
114 |
179 |
284 |
607 |
607 |
|
13 |
69 |
92 |
114 |
178 |
283 |
606 |
606 |
|
14 |
68 |
92 |
113 |
177 |
283 |
606 |
606 |
|
15 |
68 |
91 |
113 |
177 |
282 |
606 |
606 |
|
16 |
67 |
90 |
112 |
176 |
282 |
605 |
605 |
|
17 |
67 |
90 |
112 |
176 |
281 |
605 |
605 |
|
18 |
66 |
89 |
111 |
175 |
281 |
604 |
604 |
|
19 |
65 |
89 |
110 |
174 |
280 |
603 |
603 |
|
20 |
65 |
88 |
110 |
174 |
279 |
602 |
602 |
|
21 |
64 |
87 |
109 |
173 |
278 |
602 |
602 |
|
22 |
63 |
86 |
108 |
172 |
278 |
601 |
601 |
|
23 |
62 |
85 |
107 |
171 |
277 |
600 |
600 |
|
24 |
61 |
84 |
106 |
170 |
276 |
599 |
599 |
|
25 |
60 |
83 |
105 |
169 |
275 |
598 |
598 |
|
26 |
59 |
82 |
104 |
168 |
274 |
597 |
597 |
|
27 |
58 |
81 |
103 |
167 |
273 |
596 |
596 |
|
28 |
57 |
80 |
102 |
166 |
271 |
595 |
595 |
|
29 |
56 |
79 |
101 |
165 |
270 |
594 |
594 |
|
30 |
55 |
78 |
100 |
164 |
269 |
593 |
593 |
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 |
24 |
49 |
124 |
237 |
561 |
1247 |
|
2 |
11 |
26 |
50 |
125 |
239 |
562 |
1004 |
|
3 |
14 |
29 |
53 |
120 |
237 |
560 |
819 |
|
4 |
15 |
32 |
56 |
122 |
236 |
559 |
678 |
|
5 |
17 |
35 |
61 |
126 |
236 |
559 |
570 |
|
6 |
18 |
37 |
65 |
130 |
236 |
559 |
559 |
|
7 |
19 |
39 |
66 |
133 |
236 |
559 |
559 |
|
8 |
19 |
39 |
65 |
131 |
235 |
559 |
559 |
|
9 |
18 |
40 |
65 |
130 |
235 |
558 |
558 |
|
10 |
18 |
40 |
65 |
129 |
234 |
558 |
558 |
|
11 |
19 |
41 |
64 |
129 |
234 |
557 |
557 |
|
12 |
19 |
42 |
64 |
128 |
234 |
557 |
557 |
|
13 |
19 |
42 |
64 |
128 |
233 |
557 |
557 |
|
14 |
19 |
42 |
64 |
128 |
233 |
557 |
557 |
|
15 |
19 |
42 |
64 |
128 |
233 |
556 |
556 |
|
16 |
18 |
41 |
63 |
127 |
233 |
556 |
556 |
|
17 |
18 |
41 |
63 |
127 |
233 |
556 |
556 |
|
18 |
18 |
41 |
63 |
127 |
233 |
556 |
556 |
|
19 |
18 |
42 |
63 |
127 |
233 |
556 |
556 |
|
20 |
19 |
42 |
64 |
128 |
233 |
557 |
557 |
|
21 |
19 |
42 |
64 |
128 |
234 |
557 |
557 |
|
22 |
19 |
43 |
64 |
128 |
234 |
557 |
557 |
|
23 |
20 |
43 |
64 |
129 |
234 |
557 |
557 |
|
24 |
20 |
43 |
65 |
129 |
234 |
557 |
557 |
|
25 |
20 |
43 |
65 |
129 |
234 |
557 |
557 |
|
26 |
20 |
43 |
65 |
129 |
234 |
557 |
557 |
|
27 |
20 |
43 |
64 |
129 |
234 |
557 |
557 |
|
28 |
21 |
43 |
64 |
129 |
234 |
557 |
557 |
|
29 |
22 |
43 |
64 |
128 |
234 |
557 |
557 |
|
30 |
23 |
43 |
64 |
128 |
234 |
557 |
557 |
2.6
Kuna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
50 |
64 |
89 |
164 |
277 |
601 |
1250 |
|
2 |
53 |
68 |
92 |
168 |
281 |
604 |
1007 |
|
3 |
59 |
74 |
98 |
165 |
282 |
605 |
821 |
|
4 |
62 |
79 |
103 |
169 |
283 |
606 |
680 |
|
5 |
65 |
82 |
109 |
173 |
284 |
607 |
607 |
|
6 |
66 |
85 |
112 |
178 |
284 |
607 |
607 |
|
7 |
66 |
86 |
113 |
180 |
283 |
606 |
606 |
|
8 |
65 |
86 |
112 |
178 |
282 |
605 |
605 |
|
9 |
64 |
86 |
111 |
175 |
281 |
604 |
604 |
|
10 |
63 |
85 |
109 |
174 |
279 |
603 |
603 |
|
11 |
62 |
85 |
108 |
172 |
278 |
601 |
601 |
|
12 |
61 |
84 |
107 |
171 |
276 |
600 |
600 |
|
13 |
60 |
83 |
105 |
169 |
275 |
598 |
598 |
|
14 |
59 |
82 |
104 |
168 |
274 |
597 |
597 |
|
15 |
58 |
81 |
103 |
167 |
272 |
596 |
596 |
|
16 |
57 |
80 |
102 |
166 |
271 |
595 |
595 |
|
17 |
56 |
79 |
101 |
165 |
271 |
594 |
594 |
|
18 |
55 |
79 |
100 |
164 |
270 |
593 |
593 |
|
19 |
55 |
78 |
100 |
164 |
269 |
592 |
592 |
|
20 |
54 |
77 |
99 |
163 |
269 |
592 |
592 |
|
21 |
53 |
77 |
98 |
162 |
268 |
591 |
591 |
|
22 |
53 |
76 |
98 |
162 |
267 |
590 |
590 |
|
23 |
52 |
75 |
97 |
161 |
266 |
590 |
590 |
|
24 |
51 |
74 |
96 |
160 |
266 |
589 |
589 |
|
25 |
50 |
73 |
95 |
159 |
265 |
588 |
588 |
|
26 |
49 |
73 |
94 |
158 |
264 |
587 |
587 |
|
27 |
48 |
72 |
93 |
158 |
263 |
586 |
586 |
|
28 |
48 |
71 |
93 |
157 |
262 |
585 |
585 |
|
29 |
47 |
70 |
92 |
156 |
261 |
585 |
585 |
|
30 |
46 |
69 |
91 |
155 |
261 |
584 |
584 |
2.7
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
19 |
44 |
119 |
233 |
556 |
1239 |
|
2 |
5 |
19 |
44 |
119 |
233 |
556 |
998 |
|
3 |
6 |
22 |
45 |
112 |
229 |
552 |
814 |
|
4 |
7 |
24 |
48 |
114 |
228 |
551 |
674 |
|
5 |
9 |
27 |
53 |
118 |
228 |
551 |
566 |
|
6 |
10 |
29 |
57 |
122 |
228 |
551 |
551 |
|
7 |
11 |
31 |
58 |
125 |
228 |
551 |
551 |
|
8 |
11 |
32 |
58 |
123 |
228 |
551 |
551 |
|
9 |
11 |
33 |
58 |
123 |
228 |
551 |
551 |
|
10 |
12 |
34 |
58 |
122 |
228 |
551 |
551 |
|
11 |
12 |
35 |
58 |
123 |
228 |
551 |
551 |
|
12 |
13 |
36 |
58 |
123 |
228 |
551 |
551 |
|
13 |
13 |
36 |
58 |
123 |
228 |
551 |
551 |
|
14 |
13 |
37 |
58 |
123 |
228 |
551 |
551 |
|
15 |
13 |
37 |
58 |
123 |
228 |
551 |
551 |
|
16 |
13 |
37 |
58 |
123 |
228 |
551 |
551 |
|
17 |
13 |
37 |
58 |
123 |
228 |
551 |
551 |
|
18 |
13 |
37 |
58 |
123 |
228 |
551 |
551 |
|
19 |
15 |
37 |
58 |
123 |
228 |
551 |
551 |
|
20 |
15 |
37 |
58 |
123 |
228 |
551 |
551 |
|
21 |
16 |
37 |
58 |
123 |
228 |
551 |
551 |
|
22 |
17 |
37 |
58 |
123 |
228 |
551 |
551 |
|
23 |
17 |
37 |
58 |
123 |
228 |
551 |
551 |
|
24 |
19 |
37 |
58 |
123 |
228 |
551 |
551 |
|
25 |
19 |
37 |
58 |
123 |
228 |
551 |
551 |
|
26 |
20 |
37 |
58 |
123 |
228 |
551 |
551 |
|
27 |
20 |
37 |
58 |
123 |
228 |
551 |
551 |
|
28 |
21 |
37 |
58 |
123 |
228 |
551 |
551 |
|
29 |
21 |
37 |
59 |
123 |
228 |
551 |
551 |
|
30 |
23 |
37 |
59 |
123 |
228 |
551 |
551 |
2.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
7 |
24 |
55 |
152 |
252 |
575 |
1263 |
|
2 |
7 |
24 |
55 |
152 |
252 |
575 |
1016 |
|
3 |
8 |
26 |
55 |
137 |
248 |
571 |
829 |
|
4 |
10 |
29 |
57 |
127 |
246 |
569 |
686 |
|
5 |
11 |
31 |
58 |
115 |
245 |
568 |
576 |
|
6 |
14 |
34 |
61 |
108 |
244 |
567 |
567 |
|
7 |
16 |
37 |
62 |
100 |
243 |
566 |
566 |
|
8 |
17 |
38 |
61 |
93 |
242 |
565 |
565 |
|
9 |
20 |
45 |
64 |
87 |
241 |
564 |
564 |
|
10 |
19 |
45 |
62 |
84 |
240 |
563 |
563 |
|
11 |
18 |
44 |
60 |
84 |
239 |
562 |
562 |
|
12 |
17 |
43 |
61 |
85 |
238 |
561 |
561 |
|
13 |
18 |
44 |
61 |
85 |
237 |
561 |
561 |
|
14 |
18 |
44 |
61 |
85 |
237 |
560 |
560 |
|
15 |
18 |
44 |
61 |
85 |
236 |
559 |
559 |
|
16 |
18 |
44 |
61 |
85 |
234 |
558 |
558 |
|
17 |
18 |
44 |
61 |
85 |
233 |
557 |
557 |
|
18 |
18 |
44 |
61 |
85 |
233 |
556 |
556 |
|
19 |
18 |
44 |
61 |
85 |
233 |
556 |
556 |
|
20 |
18 |
44 |
61 |
85 |
233 |
556 |
556 |
|
21 |
18 |
44 |
61 |
85 |
233 |
557 |
557 |
|
22 |
18 |
44 |
61 |
85 |
233 |
556 |
556 |
|
23 |
18 |
44 |
61 |
85 |
233 |
556 |
556 |
|
24 |
19 |
44 |
61 |
85 |
232 |
555 |
555 |
|
25 |
19 |
44 |
61 |
85 |
232 |
555 |
555 |
|
26 |
20 |
44 |
61 |
85 |
231 |
554 |
554 |
|
27 |
20 |
44 |
61 |
85 |
231 |
554 |
554 |
|
28 |
21 |
44 |
61 |
85 |
230 |
553 |
553 |
|
29 |
21 |
44 |
61 |
85 |
230 |
553 |
553 |
|
30 |
23 |
44 |
61 |
85 |
229 |
553 |
553 |
2.9
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
86 |
100 |
125 |
200 |
314 |
637 |
1312 |
|
2 |
84 |
98 |
123 |
198 |
312 |
635 |
1059 |
|
3 |
83 |
99 |
122 |
189 |
306 |
629 |
866 |
|
4 |
82 |
99 |
123 |
189 |
303 |
626 |
718 |
|
5 |
81 |
99 |
125 |
190 |
300 |
623 |
623 |
|
6 |
80 |
99 |
126 |
192 |
298 |
621 |
621 |
|
7 |
79 |
99 |
126 |
192 |
295 |
618 |
618 |
|
8 |
76 |
97 |
123 |
188 |
293 |
616 |
616 |
|
9 |
74 |
95 |
120 |
185 |
291 |
614 |
614 |
|
10 |
73 |
95 |
119 |
183 |
289 |
612 |
612 |
|
11 |
72 |
94 |
118 |
182 |
287 |
610 |
610 |
|
12 |
71 |
93 |
116 |
180 |
286 |
609 |
609 |
|
13 |
69 |
92 |
114 |
179 |
284 |
607 |
607 |
|
14 |
68 |
91 |
113 |
177 |
282 |
606 |
606 |
|
15 |
67 |
90 |
112 |
176 |
281 |
604 |
604 |
|
16 |
65 |
89 |
110 |
174 |
280 |
603 |
603 |
|
17 |
64 |
88 |
109 |
173 |
279 |
602 |
602 |
|
18 |
63 |
87 |
108 |
172 |
278 |
601 |
601 |
|
19 |
62 |
86 |
107 |
172 |
277 |
600 |
600 |
|
20 |
62 |
85 |
107 |
171 |
276 |
599 |
599 |
|
21 |
61 |
84 |
106 |
170 |
275 |
598 |
598 |
|
22 |
60 |
83 |
105 |
169 |
274 |
598 |
598 |
|
23 |
59 |
82 |
104 |
168 |
273 |
597 |
597 |
|
24 |
58 |
81 |
103 |
167 |
272 |
595 |
595 |
|
25 |
57 |
80 |
102 |
166 |
271 |
594 |
594 |
|
26 |
56 |
79 |
101 |
165 |
270 |
593 |
593 |
|
27 |
55 |
78 |
100 |
164 |
269 |
592 |
592 |
|
28 |
54 |
77 |
99 |
163 |
268 |
591 |
591 |
|
29 |
53 |
76 |
98 |
162 |
267 |
590 |
590 |
|
30 |
52 |
75 |
97 |
161 |
266 |
589 |
589 |
2.10
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
59 |
73 |
98 |
173 |
287 |
610 |
1272 |
|
2 |
58 |
72 |
97 |
172 |
286 |
609 |
1029 |
|
3 |
58 |
73 |
97 |
164 |
281 |
604 |
840 |
|
4 |
58 |
75 |
99 |
165 |
279 |
602 |
696 |
|
5 |
58 |
75 |
102 |
166 |
277 |
600 |
600 |
|
6 |
57 |
76 |
103 |
169 |
275 |
598 |
598 |
|
7 |
57 |
76 |
104 |
170 |
273 |
596 |
596 |
|
8 |
55 |
76 |
102 |
167 |
272 |
595 |
595 |
|
9 |
54 |
75 |
100 |
165 |
270 |
593 |
593 |
|
10 |
53 |
75 |
99 |
163 |
269 |
592 |
592 |
|
11 |
52 |
75 |
98 |
162 |
268 |
591 |
591 |
|
12 |
52 |
75 |
97 |
162 |
267 |
590 |
590 |
|
13 |
52 |
75 |
97 |
161 |
266 |
589 |
589 |
|
14 |
51 |
74 |
96 |
160 |
266 |
589 |
589 |
|
15 |
50 |
74 |
95 |
159 |
265 |
588 |
588 |
|
16 |
49 |
73 |
94 |
158 |
264 |
587 |
587 |
|
17 |
49 |
72 |
94 |
158 |
263 |
587 |
587 |
|
18 |
48 |
71 |
93 |
157 |
263 |
586 |
586 |
|
19 |
48 |
71 |
93 |
157 |
262 |
585 |
585 |
|
20 |
47 |
71 |
92 |
157 |
262 |
585 |
585 |
|
21 |
47 |
70 |
92 |
156 |
262 |
585 |
585 |
|
22 |
47 |
70 |
92 |
156 |
261 |
584 |
584 |
|
23 |
46 |
69 |
91 |
155 |
261 |
584 |
584 |
|
24 |
46 |
69 |
90 |
155 |
260 |
583 |
583 |
|
25 |
45 |
68 |
90 |
154 |
259 |
583 |
583 |
|
26 |
44 |
68 |
89 |
153 |
259 |
582 |
582 |
|
27 |
44 |
67 |
88 |
153 |
258 |
581 |
581 |
|
28 |
43 |
66 |
88 |
152 |
257 |
581 |
581 |
|
29 |
42 |
65 |
87 |
151 |
257 |
580 |
580 |
|
30 |
42 |
65 |
86 |
151 |
256 |
579 |
579 |
2.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
45 |
70 |
145 |
259 |
582 |
1285 |
|
2 |
32 |
46 |
71 |
146 |
259 |
583 |
1036 |
|
3 |
32 |
47 |
71 |
138 |
255 |
578 |
844 |
|
4 |
32 |
49 |
73 |
139 |
253 |
576 |
698 |
|
5 |
33 |
51 |
77 |
141 |
252 |
575 |
586 |
|
6 |
33 |
52 |
80 |
145 |
251 |
574 |
574 |
|
7 |
33 |
53 |
80 |
147 |
250 |
573 |
573 |
|
8 |
32 |
53 |
79 |
145 |
249 |
572 |
572 |
|
9 |
32 |
53 |
78 |
143 |
248 |
572 |
572 |
|
10 |
32 |
54 |
78 |
142 |
248 |
571 |
571 |
|
11 |
32 |
54 |
77 |
142 |
247 |
570 |
570 |
|
12 |
31 |
54 |
77 |
141 |
246 |
569 |
569 |
|
13 |
31 |
54 |
76 |
140 |
245 |
569 |
569 |
|
14 |
30 |
54 |
75 |
139 |
245 |
568 |
568 |
|
15 |
30 |
53 |
75 |
139 |
244 |
567 |
567 |
|
16 |
29 |
52 |
74 |
138 |
243 |
566 |
566 |
|
17 |
28 |
51 |
73 |
137 |
243 |
566 |
566 |
|
18 |
28 |
51 |
73 |
137 |
242 |
566 |
566 |
|
19 |
28 |
51 |
73 |
137 |
242 |
565 |
565 |
|
20 |
28 |
51 |
73 |
137 |
242 |
565 |
565 |
|
21 |
28 |
51 |
73 |
137 |
242 |
565 |
565 |
|
22 |
28 |
51 |
73 |
137 |
242 |
565 |
565 |
|
23 |
27 |
51 |
72 |
137 |
242 |
565 |
565 |
|
24 |
27 |
51 |
72 |
136 |
242 |
565 |
565 |
|
25 |
27 |
50 |
72 |
136 |
242 |
565 |
565 |
|
26 |
27 |
50 |
72 |
136 |
241 |
565 |
565 |
|
27 |
27 |
50 |
71 |
136 |
241 |
564 |
564 |
|
28 |
26 |
50 |
71 |
135 |
241 |
564 |
564 |
|
29 |
26 |
49 |
71 |
135 |
240 |
564 |
564 |
|
30 |
26 |
49 |
71 |
135 |
240 |
563 |
563 |
2.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
25 |
100 |
214 |
537 |
1234 |
|
2 |
1 |
5 |
26 |
101 |
215 |
538 |
993 |
|
3 |
2 |
5 |
28 |
95 |
212 |
535 |
810 |
|
4 |
3 |
6 |
30 |
97 |
210 |
534 |
671 |
|
5 |
4 |
9 |
35 |
100 |
210 |
534 |
564 |
|
6 |
4 |
11 |
39 |
105 |
210 |
534 |
534 |
|
7 |
5 |
14 |
41 |
107 |
210 |
534 |
534 |
|
8 |
7 |
14 |
40 |
106 |
210 |
533 |
533 |
|
9 |
7 |
15 |
40 |
105 |
210 |
533 |
533 |
|
10 |
8 |
16 |
40 |
105 |
210 |
533 |
533 |
|
11 |
8 |
18 |
42 |
106 |
211 |
535 |
535 |
|
12 |
9 |
18 |
40 |
104 |
210 |
533 |
533 |
|
13 |
11 |
19 |
41 |
105 |
211 |
534 |
534 |
|
14 |
11 |
20 |
41 |
105 |
211 |
534 |
534 |
|
15 |
12 |
18 |
40 |
104 |
209 |
533 |
533 |
|
16 |
12 |
17 |
39 |
103 |
208 |
532 |
532 |
|
17 |
13 |
17 |
39 |
103 |
208 |
532 |
532 |
|
18 |
13 |
17 |
39 |
103 |
209 |
532 |
532 |
|
19 |
15 |
18 |
39 |
103 |
209 |
532 |
532 |
|
20 |
15 |
18 |
40 |
104 |
209 |
533 |
533 |
|
21 |
16 |
19 |
40 |
104 |
210 |
533 |
533 |
|
22 |
16 |
20 |
40 |
105 |
210 |
533 |
533 |
|
23 |
17 |
21 |
40 |
104 |
210 |
533 |
533 |
|
24 |
17 |
21 |
40 |
104 |
210 |
533 |
533 |
|
25 |
19 |
22 |
40 |
104 |
210 |
533 |
533 |
|
26 |
19 |
23 |
41 |
104 |
210 |
533 |
533 |
|
27 |
20 |
24 |
42 |
104 |
209 |
533 |
533 |
|
28 |
20 |
25 |
43 |
104 |
209 |
533 |
533 |
|
29 |
21 |
25 |
45 |
104 |
209 |
533 |
533 |
|
30 |
22 |
26 |
46 |
104 |
209 |
533 |
533 |
2.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
47 |
61 |
86 |
161 |
275 |
598 |
1264 |
|
2 |
47 |
61 |
86 |
161 |
275 |
598 |
1018 |
|
3 |
48 |
63 |
86 |
154 |
270 |
594 |
830 |
|
4 |
48 |
64 |
88 |
155 |
269 |
592 |
687 |
|
5 |
48 |
66 |
92 |
157 |
267 |
591 |
591 |
|
6 |
48 |
67 |
95 |
161 |
266 |
589 |
589 |
|
7 |
49 |
68 |
96 |
162 |
265 |
588 |
588 |
|
8 |
47 |
68 |
94 |
160 |
264 |
587 |
587 |
|
9 |
46 |
68 |
93 |
158 |
263 |
586 |
586 |
|
10 |
46 |
68 |
92 |
157 |
262 |
585 |
585 |
|
11 |
46 |
68 |
92 |
156 |
261 |
585 |
585 |
|
12 |
45 |
68 |
91 |
155 |
260 |
584 |
584 |
|
13 |
45 |
68 |
90 |
154 |
260 |
583 |
583 |
|
14 |
45 |
68 |
90 |
154 |
259 |
582 |
582 |
|
15 |
44 |
67 |
89 |
153 |
258 |
582 |
582 |
|
16 |
43 |
66 |
88 |
152 |
258 |
581 |
581 |
|
17 |
42 |
66 |
87 |
152 |
257 |
580 |
580 |
|
18 |
42 |
65 |
87 |
151 |
256 |
580 |
580 |
|
19 |
41 |
65 |
86 |
151 |
256 |
579 |
579 |
|
20 |
41 |
65 |
86 |
150 |
256 |
579 |
579 |
|
21 |
41 |
64 |
86 |
150 |
256 |
579 |
579 |
|
22 |
41 |
64 |
86 |
150 |
255 |
578 |
578 |
|
23 |
40 |
63 |
85 |
149 |
255 |
578 |
578 |
|
24 |
40 |
63 |
85 |
149 |
254 |
577 |
577 |
|
25 |
39 |
62 |
84 |
148 |
254 |
577 |
577 |
|
26 |
38 |
62 |
83 |
147 |
253 |
576 |
576 |
|
27 |
38 |
61 |
83 |
147 |
252 |
575 |
575 |
|
28 |
37 |
60 |
82 |
146 |
252 |
575 |
575 |
|
29 |
36 |
60 |
81 |
145 |
251 |
574 |
574 |
|
30 |
36 |
59 |
81 |
145 |
250 |
574 |
574 |
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 |
16 |
31 |
55 |
131 |
244 |
567 |
1274 |
|
2 |
20 |
35 |
59 |
134 |
248 |
571 |
1026 |
|
3 |
25 |
40 |
64 |
131 |
248 |
571 |
837 |
|
4 |
28 |
45 |
69 |
135 |
249 |
572 |
693 |
|
5 |
31 |
49 |
75 |
140 |
250 |
573 |
582 |
|
6 |
30 |
49 |
76 |
142 |
248 |
571 |
571 |
|
7 |
35 |
55 |
82 |
148 |
251 |
575 |
575 |
|
8 |
33 |
54 |
80 |
146 |
250 |
573 |
573 |
|
9 |
34 |
56 |
81 |
146 |
251 |
574 |
574 |
|
10 |
36 |
58 |
82 |
147 |
252 |
575 |
575 |
|
11 |
38 |
60 |
84 |
148 |
253 |
577 |
577 |
|
12 |
39 |
62 |
84 |
148 |
254 |
577 |
577 |
|
13 |
40 |
63 |
85 |
149 |
254 |
578 |
578 |
|
14 |
40 |
63 |
85 |
149 |
255 |
578 |
578 |
|
15 |
40 |
63 |
85 |
149 |
255 |
578 |
578 |
|
16 |
40 |
63 |
85 |
149 |
254 |
577 |
577 |
|
17 |
40 |
63 |
85 |
149 |
254 |
577 |
577 |
|
18 |
39 |
62 |
84 |
148 |
253 |
577 |
577 |
|
19 |
39 |
62 |
83 |
148 |
253 |
576 |
576 |
|
20 |
39 |
62 |
84 |
148 |
253 |
576 |
576 |
|
21 |
38 |
62 |
83 |
148 |
253 |
576 |
576 |
|
22 |
38 |
62 |
83 |
147 |
253 |
576 |
576 |
|
23 |
38 |
61 |
83 |
147 |
252 |
576 |
576 |
|
24 |
38 |
61 |
82 |
147 |
252 |
575 |
575 |
|
25 |
37 |
60 |
82 |
146 |
252 |
575 |
575 |
|
26 |
37 |
60 |
82 |
146 |
251 |
574 |
574 |
|
27 |
36 |
59 |
81 |
145 |
251 |
574 |
574 |
|
28 |
36 |
59 |
80 |
145 |
250 |
573 |
573 |
|
29 |
35 |
58 |
80 |
144 |
250 |
573 |
573 |
|
30 |
35 |
58 |
79 |
144 |
249 |
572 |
572 |
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 |
16 |
30 |
55 |
130 |
243 |
567 |
1286 |
|
2 |
17 |
31 |
56 |
131 |
245 |
568 |
1035 |
|
3 |
19 |
34 |
58 |
125 |
242 |
565 |
844 |
|
4 |
21 |
37 |
61 |
127 |
241 |
564 |
698 |
|
5 |
22 |
40 |
66 |
131 |
241 |
564 |
586 |
|
6 |
23 |
42 |
70 |
135 |
241 |
564 |
564 |
|
7 |
24 |
44 |
71 |
138 |
241 |
564 |
564 |
|
8 |
24 |
45 |
71 |
136 |
241 |
564 |
564 |
|
9 |
24 |
46 |
71 |
136 |
241 |
564 |
564 |
|
10 |
25 |
47 |
71 |
136 |
241 |
564 |
564 |
|
11 |
26 |
48 |
72 |
136 |
241 |
564 |
564 |
|
12 |
26 |
49 |
72 |
136 |
241 |
565 |
565 |
|
13 |
27 |
50 |
72 |
136 |
241 |
565 |
565 |
|
14 |
27 |
50 |
72 |
136 |
241 |
565 |
565 |
|
15 |
27 |
50 |
72 |
136 |
242 |
565 |
565 |
|
16 |
27 |
50 |
72 |
136 |
241 |
565 |
565 |
|
17 |
27 |
50 |
72 |
136 |
241 |
565 |
565 |
|
18 |
27 |
50 |
72 |
136 |
241 |
564 |
564 |
|
19 |
27 |
50 |
72 |
136 |
241 |
564 |
564 |
|
20 |
27 |
50 |
72 |
136 |
241 |
565 |
565 |
|
21 |
27 |
50 |
72 |
136 |
241 |
565 |
565 |
|
22 |
27 |
50 |
71 |
136 |
241 |
564 |
564 |
|
23 |
26 |
49 |
71 |
135 |
241 |
564 |
564 |
|
24 |
26 |
49 |
71 |
135 |
240 |
564 |
564 |
|
25 |
25 |
49 |
70 |
134 |
240 |
563 |
563 |
|
26 |
25 |
48 |
70 |
134 |
239 |
563 |
563 |
|
27 |
25 |
48 |
69 |
134 |
239 |
562 |
562 |
|
28 |
24 |
47 |
69 |
133 |
239 |
562 |
562 |
|
29 |
24 |
47 |
69 |
133 |
238 |
562 |
562 |
|
30 |
24 |
47 |
68 |
133 |
238 |
561 |
561 |
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 |
51 |
65 |
89 |
165 |
278 |
601 |
1279 |
|
2 |
53 |
68 |
92 |
167 |
281 |
604 |
1031 |
|
3 |
57 |
73 |
96 |
163 |
280 |
603 |
842 |
|
4 |
59 |
76 |
100 |
166 |
280 |
603 |
698 |
|
5 |
61 |
79 |
106 |
170 |
280 |
604 |
604 |
|
6 |
63 |
82 |
109 |
175 |
281 |
604 |
604 |
|
7 |
64 |
84 |
111 |
177 |
281 |
604 |
604 |
|
8 |
63 |
84 |
110 |
176 |
280 |
603 |
603 |
|
9 |
63 |
85 |
110 |
174 |
280 |
603 |
603 |
|
10 |
64 |
86 |
110 |
174 |
280 |
603 |
603 |
|
11 |
64 |
86 |
110 |
174 |
279 |
602 |
602 |
|
12 |
64 |
86 |
109 |
173 |
279 |
602 |
602 |
|
13 |
63 |
86 |
108 |
172 |
278 |
601 |
601 |
|
14 |
62 |
86 |
107 |
171 |
277 |
600 |
600 |
|
15 |
61 |
85 |
106 |
171 |
276 |
599 |
599 |
|
16 |
61 |
84 |
106 |
170 |
275 |
598 |
598 |
|
17 |
60 |
83 |
105 |
169 |
274 |
598 |
598 |
|
18 |
59 |
82 |
104 |
168 |
274 |
597 |
597 |
|
19 |
58 |
82 |
103 |
168 |
273 |
596 |
596 |
|
20 |
58 |
81 |
103 |
167 |
272 |
596 |
596 |
|
21 |
57 |
80 |
102 |
166 |
272 |
595 |
595 |
|
22 |
56 |
79 |
101 |
165 |
271 |
594 |
594 |
|
23 |
55 |
79 |
100 |
164 |
270 |
593 |
593 |
|
24 |
54 |
78 |
99 |
164 |
269 |
592 |
592 |
|
25 |
54 |
77 |
98 |
163 |
268 |
591 |
591 |
|
26 |
53 |
76 |
98 |
162 |
267 |
590 |
590 |
|
27 |
52 |
75 |
97 |
161 |
266 |
589 |
589 |
|
28 |
51 |
74 |
96 |
160 |
265 |
589 |
589 |
|
29 |
50 |
73 |
95 |
159 |
264 |
588 |
588 |
|
30 |
49 |
72 |
94 |
158 |
264 |
587 |
587 |
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 |
82 |
96 |
121 |
196 |
309 |
633 |
1330 |
|
2 |
86 |
100 |
125 |
200 |
314 |
637 |
1077 |
|
3 |
87 |
103 |
126 |
194 |
310 |
633 |
880 |
|
4 |
88 |
105 |
129 |
195 |
309 |
632 |
730 |
|
5 |
91 |
109 |
135 |
200 |
310 |
633 |
633 |
|
6 |
93 |
112 |
139 |
205 |
311 |
634 |
634 |
|
7 |
94 |
114 |
142 |
208 |
311 |
634 |
634 |
|
8 |
95 |
116 |
142 |
208 |
312 |
635 |
635 |
|
9 |
96 |
117 |
143 |
207 |
313 |
636 |
636 |
|
10 |
97 |
119 |
143 |
207 |
313 |
636 |
636 |
|
11 |
97 |
119 |
143 |
207 |
312 |
635 |
635 |
|
12 |
96 |
119 |
142 |
206 |
311 |
634 |
634 |
|
13 |
95 |
118 |
140 |
204 |
310 |
633 |
633 |
|
14 |
94 |
117 |
139 |
203 |
308 |
632 |
632 |
|
15 |
93 |
116 |
137 |
202 |
307 |
630 |
630 |
|
16 |
91 |
114 |
136 |
200 |
306 |
629 |
629 |
|
17 |
90 |
113 |
135 |
199 |
304 |
627 |
627 |
|
18 |
88 |
112 |
133 |
197 |
303 |
626 |
626 |
|
19 |
87 |
110 |
132 |
196 |
301 |
625 |
625 |
|
20 |
86 |
109 |
131 |
195 |
300 |
623 |
623 |
|
21 |
84 |
107 |
129 |
193 |
299 |
622 |
622 |
|
22 |
83 |
106 |
128 |
192 |
297 |
621 |
621 |
|
23 |
81 |
104 |
126 |
190 |
296 |
619 |
619 |
|
24 |
80 |
103 |
125 |
189 |
294 |
617 |
617 |
|
25 |
78 |
101 |
123 |
187 |
292 |
616 |
616 |
|
26 |
76 |
100 |
121 |
185 |
291 |
614 |
614 |
|
27 |
75 |
98 |
120 |
184 |
289 |
613 |
613 |
|
28 |
73 |
97 |
118 |
182 |
288 |
611 |
611 |
|
29 |
72 |
95 |
117 |
181 |
286 |
610 |
610 |
|
30 |
70 |
94 |
115 |
179 |
285 |
608 |
608 |
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 |
9 |
23 |
48 |
123 |
237 |
560 |
1288 |
|
2 |
12 |
27 |
51 |
126 |
240 |
563 |
1036 |
|
3 |
16 |
31 |
55 |
122 |
239 |
562 |
844 |
|
4 |
19 |
35 |
59 |
126 |
239 |
563 |
698 |
|
5 |
21 |
39 |
65 |
130 |
240 |
564 |
586 |
|
6 |
23 |
42 |
69 |
135 |
241 |
564 |
564 |
|
7 |
24 |
44 |
71 |
138 |
241 |
564 |
564 |
|
8 |
24 |
45 |
71 |
137 |
241 |
564 |
564 |
|
9 |
25 |
46 |
71 |
136 |
241 |
564 |
564 |
|
10 |
25 |
47 |
71 |
136 |
241 |
564 |
564 |
|
11 |
26 |
48 |
71 |
136 |
241 |
564 |
564 |
|
12 |
26 |
49 |
71 |
135 |
241 |
564 |
564 |
|
13 |
25 |
49 |
71 |
135 |
240 |
563 |
563 |
|
14 |
25 |
48 |
70 |
134 |
239 |
563 |
563 |
|
15 |
24 |
48 |
69 |
133 |
239 |
562 |
562 |
|
16 |
23 |
47 |
68 |
132 |
238 |
561 |
561 |
|
17 |
23 |
46 |
68 |
132 |
237 |
561 |
561 |
|
18 |
23 |
46 |
68 |
132 |
237 |
560 |
560 |
|
19 |
22 |
46 |
67 |
132 |
237 |
560 |
560 |
|
20 |
23 |
46 |
68 |
132 |
237 |
560 |
560 |
|
21 |
23 |
46 |
68 |
132 |
237 |
560 |
560 |
|
22 |
23 |
46 |
68 |
132 |
237 |
560 |
560 |
|
23 |
23 |
46 |
68 |
132 |
237 |
560 |
560 |
|
24 |
23 |
46 |
67 |
132 |
237 |
560 |
560 |
|
25 |
22 |
46 |
67 |
131 |
237 |
560 |
560 |
|
26 |
22 |
46 |
67 |
131 |
237 |
560 |
560 |
|
27 |
22 |
45 |
67 |
131 |
237 |
560 |
560 |
|
28 |
22 |
45 |
67 |
131 |
236 |
560 |
560 |
|
29 |
22 |
45 |
67 |
131 |
236 |
559 |
559 |
|
30 |
23 |
45 |
66 |
131 |
236 |
559 |
559 |
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 |
95 |
109 |
134 |
209 |
323 |
646 |
1359 |
|
2 |
95 |
109 |
134 |
209 |
323 |
646 |
1099 |
|
3 |
96 |
111 |
135 |
202 |
319 |
642 |
899 |
|
4 |
97 |
114 |
138 |
204 |
318 |
641 |
746 |
|
5 |
98 |
116 |
142 |
207 |
317 |
640 |
640 |
|
6 |
98 |
117 |
145 |
211 |
316 |
640 |
640 |
|
7 |
99 |
119 |
146 |
213 |
316 |
639 |
639 |
|
8 |
99 |
119 |
146 |
211 |
315 |
639 |
639 |
|
9 |
98 |
119 |
144 |
209 |
314 |
638 |
638 |
|
10 |
97 |
119 |
143 |
208 |
313 |
636 |
636 |
|
11 |
96 |
118 |
142 |
206 |
311 |
634 |
634 |
|
12 |
94 |
117 |
140 |
204 |
309 |
633 |
633 |
|
13 |
93 |
116 |
138 |
202 |
307 |
631 |
631 |
|
14 |
91 |
114 |
136 |
200 |
306 |
629 |
629 |
|
15 |
89 |
113 |
134 |
198 |
304 |
627 |
627 |
|
16 |
87 |
110 |
132 |
196 |
302 |
625 |
625 |
|
17 |
86 |
109 |
130 |
195 |
300 |
623 |
623 |
|
18 |
84 |
107 |
129 |
193 |
298 |
622 |
622 |
|
19 |
83 |
106 |
128 |
192 |
297 |
620 |
620 |
|
20 |
82 |
105 |
127 |
191 |
296 |
619 |
619 |
|
21 |
80 |
104 |
125 |
190 |
295 |
618 |
618 |
|
22 |
79 |
103 |
124 |
188 |
294 |
617 |
617 |
|
23 |
78 |
101 |
123 |
187 |
293 |
616 |
616 |
|
24 |
77 |
100 |
122 |
186 |
292 |
615 |
615 |
|
25 |
76 |
99 |
121 |
185 |
290 |
614 |
614 |
|
26 |
75 |
98 |
120 |
184 |
289 |
612 |
612 |
|
27 |
74 |
97 |
118 |
183 |
288 |
611 |
611 |
|
28 |
72 |
96 |
117 |
181 |
287 |
610 |
610 |
|
29 |
71 |
95 |
116 |
180 |
286 |
609 |
609 |
|
30 |
70 |
94 |
115 |
179 |
285 |
608 |
608 |
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 |
336 |
350 |
375 |
450 |
564 |
887 |
1389 |
|
2 |
82 |
96 |
121 |
196 |
310 |
633 |
1114 |
|
3 |
86 |
101 |
125 |
192 |
309 |
632 |
907 |
|
4 |
89 |
106 |
130 |
196 |
310 |
633 |
751 |
|
5 |
92 |
109 |
136 |
200 |
311 |
634 |
634 |
|
6 |
93 |
112 |
140 |
206 |
311 |
635 |
635 |
|
7 |
95 |
115 |
142 |
208 |
312 |
635 |
635 |
|
8 |
96 |
116 |
142 |
208 |
312 |
636 |
636 |
|
9 |
96 |
117 |
142 |
207 |
313 |
636 |
636 |
|
10 |
96 |
118 |
142 |
207 |
312 |
635 |
635 |
|
11 |
97 |
119 |
142 |
207 |
312 |
635 |
635 |
|
12 |
97 |
120 |
143 |
207 |
312 |
635 |
635 |
|
13 |
98 |
121 |
143 |
207 |
312 |
636 |
636 |
|
14 |
99 |
122 |
143 |
208 |
313 |
636 |
636 |
|
15 |
99 |
122 |
144 |
208 |
314 |
637 |
637 |
|
16 |
100 |
123 |
145 |
209 |
315 |
638 |
638 |
|
17 |
101 |
124 |
146 |
210 |
316 |
639 |
639 |
|
18 |
102 |
125 |
147 |
211 |
317 |
640 |
640 |
|
19 |
103 |
126 |
148 |
212 |
318 |
641 |
641 |
|
20 |
104 |
127 |
149 |
213 |
318 |
641 |
641 |
|
21 |
104 |
127 |
149 |
213 |
318 |
641 |
641 |
|
22 |
103 |
127 |
148 |
213 |
318 |
641 |
641 |
|
23 |
103 |
126 |
148 |
212 |
317 |
641 |
641 |
|
24 |
102 |
125 |
147 |
211 |
317 |
640 |
640 |
|
25 |
101 |
124 |
146 |
210 |
315 |
639 |
639 |
|
26 |
100 |
123 |
145 |
209 |
314 |
638 |
638 |
|
27 |
99 |
122 |
143 |
208 |
313 |
636 |
636 |
|
28 |
97 |
121 |
142 |
206 |
312 |
635 |
635 |
|
29 |
96 |
119 |
141 |
205 |
310 |
634 |
634 |
|
30 |
94 |
118 |
139 |
203 |
309 |
632 |
632 |
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 |
11 |
36 |
111 |
224 |
548 |
1259 |
|
2 |
1 |
11 |
36 |
111 |
224 |
548 |
1015 |
|
3 |
2 |
13 |
36 |
104 |
220 |
544 |
828 |
|
4 |
3 |
15 |
38 |
105 |
219 |
542 |
685 |
|
5 |
4 |
16 |
43 |
107 |
218 |
541 |
576 |
|
6 |
5 |
18 |
45 |
111 |
217 |
540 |
540 |
|
7 |
5 |
19 |
47 |
113 |
216 |
539 |
539 |
|
8 |
7 |
19 |
45 |
111 |
215 |
539 |
539 |
|
9 |
7 |
19 |
44 |
109 |
214 |
537 |
537 |
|
10 |
8 |
20 |
44 |
108 |
214 |
537 |
537 |
|
11 |
8 |
21 |
44 |
108 |
214 |
537 |
537 |
|
12 |
9 |
21 |
44 |
108 |
214 |
537 |
537 |
|
13 |
11 |
22 |
44 |
108 |
214 |
537 |
537 |
|
14 |
11 |
23 |
44 |
108 |
214 |
537 |
537 |
|
15 |
12 |
23 |
44 |
109 |
214 |
537 |
537 |
|
16 |
12 |
23 |
44 |
109 |
214 |
537 |
537 |
|
17 |
13 |
23 |
45 |
109 |
214 |
538 |
538 |
|
18 |
15 |
24 |
45 |
110 |
215 |
538 |
538 |
|
19 |
15 |
24 |
46 |
110 |
216 |
539 |
539 |
|
20 |
16 |
25 |
47 |
111 |
216 |
540 |
540 |
|
21 |
16 |
26 |
48 |
112 |
217 |
541 |
541 |
|
22 |
17 |
27 |
48 |
113 |
218 |
541 |
541 |
|
23 |
17 |
27 |
49 |
113 |
219 |
542 |
542 |
|
24 |
19 |
28 |
49 |
114 |
219 |
542 |
542 |
|
25 |
19 |
28 |
50 |
114 |
219 |
543 |
543 |
|
26 |
20 |
29 |
50 |
114 |
220 |
543 |
543 |
|
27 |
20 |
29 |
51 |
115 |
220 |
543 |
543 |
|
28 |
21 |
29 |
51 |
115 |
220 |
544 |
544 |
|
29 |
22 |
30 |
51 |
115 |
221 |
544 |
544 |
|
30 |
23 |
30 |
51 |
116 |
221 |
544 |
544 |
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 |
53 |
67 |
92 |
167 |
281 |
604 |
1268 |
|
2 |
54 |
68 |
93 |
168 |
282 |
605 |
1021 |
|
3 |
55 |
70 |
94 |
161 |
278 |
601 |
833 |
|
4 |
55 |
72 |
96 |
162 |
276 |
599 |
689 |
|
5 |
56 |
74 |
100 |
164 |
275 |
598 |
598 |
|
6 |
56 |
75 |
103 |
169 |
274 |
598 |
598 |
|
7 |
56 |
76 |
103 |
170 |
273 |
596 |
596 |
|
8 |
56 |
76 |
102 |
168 |
272 |
596 |
596 |
|
9 |
55 |
76 |
101 |
166 |
272 |
595 |
595 |
|
10 |
54 |
76 |
100 |
165 |
270 |
593 |
593 |
|
11 |
53 |
76 |
99 |
163 |
269 |
592 |
592 |
|
12 |
52 |
75 |
98 |
162 |
267 |
590 |
590 |
|
13 |
51 |
74 |
96 |
160 |
266 |
589 |
589 |
|
14 |
50 |
73 |
95 |
159 |
264 |
587 |
587 |
|
15 |
48 |
72 |
93 |
157 |
263 |
586 |
586 |
|
16 |
47 |
70 |
92 |
156 |
261 |
584 |
584 |
|
17 |
45 |
69 |
90 |
155 |
260 |
583 |
583 |
|
18 |
44 |
68 |
89 |
153 |
259 |
582 |
582 |
|
19 |
43 |
67 |
88 |
153 |
258 |
581 |
581 |
|
20 |
43 |
66 |
88 |
152 |
257 |
581 |
581 |
|
21 |
42 |
66 |
87 |
151 |
257 |
580 |
580 |
|
22 |
42 |
65 |
87 |
151 |
256 |
580 |
580 |
|
23 |
41 |
64 |
86 |
150 |
256 |
579 |
579 |
|
24 |
40 |
64 |
85 |
149 |
255 |
578 |
578 |
|
25 |
40 |
63 |
85 |
149 |
254 |
577 |
577 |
|
26 |
39 |
62 |
84 |
148 |
253 |
577 |
577 |
|
27 |
38 |
62 |
83 |
147 |
253 |
576 |
576 |
|
28 |
38 |
61 |
83 |
147 |
252 |
575 |
575 |
|
29 |
37 |
60 |
82 |
146 |
251 |
575 |
575 |
|
30 |
36 |
60 |
81 |
145 |
251 |
574 |
574 |
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 |
116 |
130 |
155 |
230 |
344 |
667 |
1379 |
|
2 |
117 |
131 |
156 |
231 |
345 |
668 |
1112 |
|
3 |
119 |
135 |
158 |
225 |
342 |
665 |
908 |
|
4 |
121 |
138 |
162 |
228 |
342 |
665 |
753 |
|
5 |
123 |
141 |
167 |
231 |
342 |
665 |
665 |
|
6 |
124 |
143 |
170 |
236 |
342 |
665 |
665 |
|
7 |
124 |
144 |
171 |
238 |
341 |
664 |
664 |
|
8 |
123 |
144 |
170 |
236 |
340 |
663 |
663 |
|
9 |
123 |
144 |
169 |
234 |
339 |
663 |
663 |
|
10 |
122 |
144 |
168 |
233 |
338 |
662 |
662 |
|
11 |
121 |
144 |
167 |
231 |
337 |
660 |
660 |
|
12 |
120 |
143 |
166 |
230 |
335 |
658 |
658 |
|
13 |
118 |
142 |
164 |
228 |
333 |
656 |
656 |
|
14 |
117 |
140 |
161 |
226 |
331 |
654 |
654 |
|
15 |
114 |
138 |
159 |
223 |
329 |
652 |
652 |
|
16 |
112 |
135 |
157 |
221 |
326 |
650 |
650 |
|
17 |
110 |
133 |
155 |
219 |
324 |
647 |
647 |
|
18 |
107 |
131 |
152 |
217 |
322 |
645 |
645 |
|
19 |
105 |
129 |
150 |
214 |
320 |
643 |
643 |
|
20 |
104 |
127 |
149 |
213 |
318 |
641 |
641 |
|
21 |
102 |
125 |
147 |
211 |
316 |
640 |
640 |
|
22 |
100 |
123 |
145 |
209 |
315 |
638 |
638 |
|
23 |
98 |
122 |
143 |
207 |
313 |
636 |
636 |
|
24 |
96 |
120 |
141 |
206 |
311 |
634 |
634 |
|
25 |
95 |
118 |
140 |
204 |
309 |
632 |
632 |
|
26 |
93 |
116 |
138 |
202 |
307 |
631 |
631 |
|
27 |
91 |
114 |
136 |
200 |
306 |
629 |
629 |
|
28 |
90 |
113 |
134 |
199 |
304 |
627 |
627 |
|
29 |
88 |
111 |
133 |
197 |
302 |
626 |
626 |
|
30 |
86 |
110 |
131 |
195 |
301 |
624 |
624 |
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 |
171 |
185 |
210 |
285 |
399 |
722 |
1340 |
|
2 |
180 |
195 |
219 |
294 |
408 |
731 |
1087 |
|
3 |
186 |
201 |
225 |
292 |
409 |
732 |
892 |
|
4 |
188 |
205 |
229 |
295 |
409 |
732 |
742 |
|
5 |
189 |
207 |
234 |
298 |
408 |
732 |
732 |
|
6 |
189 |
208 |
236 |
302 |
407 |
730 |
730 |
|
7 |
189 |
209 |
236 |
303 |
406 |
729 |
729 |
|
8 |
188 |
208 |
234 |
300 |
404 |
728 |
728 |
|
9 |
186 |
208 |
233 |
297 |
403 |
726 |
726 |
|
10 |
185 |
207 |
232 |
296 |
401 |
725 |
725 |
|
11 |
184 |
207 |
230 |
294 |
399 |
723 |
723 |
|
12 |
182 |
205 |
227 |
291 |
397 |
720 |
720 |
|
13 |
179 |
203 |
224 |
289 |
394 |
717 |
717 |
|
14 |
176 |
200 |
221 |
286 |
391 |
714 |
714 |
|
15 |
173 |
197 |
218 |
282 |
388 |
711 |
711 |
|
16 |
170 |
193 |
215 |
279 |
385 |
708 |
708 |
|
17 |
167 |
190 |
212 |
276 |
381 |
705 |
705 |
|
18 |
164 |
187 |
209 |
273 |
378 |
702 |
702 |
|
19 |
161 |
184 |
206 |
270 |
375 |
699 |
699 |
|
20 |
158 |
181 |
203 |
267 |
372 |
696 |
696 |
|
21 |
155 |
178 |
200 |
264 |
369 |
692 |
692 |
|
22 |
152 |
175 |
197 |
261 |
366 |
689 |
689 |
|
23 |
148 |
172 |
193 |
258 |
363 |
686 |
686 |
|
24 |
145 |
169 |
190 |
254 |
360 |
683 |
683 |
|
25 |
142 |
166 |
187 |
251 |
357 |
680 |
680 |
|
26 |
139 |
162 |
184 |
248 |
354 |
677 |
677 |
|
27 |
136 |
160 |
181 |
245 |
351 |
674 |
674 |
|
28 |
133 |
157 |
178 |
242 |
348 |
671 |
671 |
|
29 |
131 |
154 |
176 |
240 |
345 |
668 |
668 |
|
30 |
128 |
151 |
173 |
237 |
342 |
666 |
666 |
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 |
30 |
44 |
69 |
144 |
257 |
581 |
1300 |
|
2 |
31 |
45 |
70 |
145 |
258 |
582 |
1048 |
|
3 |
32 |
47 |
71 |
138 |
255 |
578 |
856 |
|
4 |
33 |
49 |
73 |
140 |
253 |
576 |
709 |
|
5 |
34 |
51 |
78 |
142 |
253 |
576 |
596 |
|
6 |
34 |
53 |
80 |
146 |
252 |
575 |
575 |
|
7 |
34 |
54 |
81 |
148 |
251 |
574 |
574 |
|
8 |
33 |
54 |
80 |
145 |
250 |
573 |
573 |
|
9 |
32 |
54 |
79 |
144 |
249 |
572 |
572 |
|
10 |
32 |
54 |
78 |
143 |
248 |
571 |
571 |
|
11 |
32 |
55 |
78 |
142 |
247 |
571 |
571 |
|
12 |
32 |
55 |
77 |
141 |
247 |
570 |
570 |
|
13 |
32 |
55 |
77 |
141 |
246 |
569 |
569 |
|
14 |
31 |
55 |
76 |
140 |
246 |
569 |
569 |
|
15 |
31 |
54 |
76 |
140 |
245 |
569 |
569 |
|
16 |
31 |
54 |
76 |
140 |
245 |
568 |
568 |
|
17 |
31 |
54 |
76 |
140 |
245 |
568 |
568 |
|
18 |
31 |
54 |
76 |
140 |
245 |
568 |
568 |
|
19 |
31 |
54 |
76 |
140 |
245 |
569 |
569 |
|
20 |
31 |
54 |
76 |
140 |
245 |
569 |
569 |
|
21 |
31 |
54 |
76 |
140 |
245 |
569 |
569 |
|
22 |
31 |
54 |
76 |
140 |
245 |
569 |
569 |
|
23 |
31 |
54 |
76 |
140 |
245 |
568 |
568 |
|
24 |
30 |
54 |
75 |
140 |
245 |
568 |
568 |
|
25 |
30 |
53 |
75 |
139 |
245 |
568 |
568 |
|
26 |
30 |
53 |
75 |
139 |
244 |
568 |
568 |
|
27 |
30 |
53 |
75 |
139 |
244 |
567 |
567 |
|
28 |
29 |
53 |
74 |
138 |
244 |
567 |
567 |
|
29 |
29 |
52 |
74 |
138 |
244 |
567 |
567 |
|
30 |
29 |
52 |
74 |
138 |
243 |
566 |
566 |
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 |
27 |
41 |
66 |
141 |
254 |
578 |
1312 |
|
2 |
28 |
43 |
67 |
142 |
256 |
579 |
1057 |
|
3 |
31 |
46 |
70 |
137 |
254 |
577 |
862 |
|
4 |
33 |
50 |
74 |
140 |
254 |
577 |
714 |
|
5 |
35 |
53 |
80 |
144 |
255 |
578 |
600 |
|
6 |
37 |
56 |
83 |
149 |
255 |
578 |
578 |
|
7 |
38 |
58 |
86 |
152 |
255 |
578 |
578 |
|
8 |
38 |
59 |
85 |
151 |
255 |
578 |
578 |
|
9 |
39 |
60 |
85 |
150 |
255 |
578 |
578 |
|
10 |
40 |
62 |
86 |
150 |
256 |
579 |
579 |
|
11 |
40 |
63 |
86 |
150 |
256 |
579 |
579 |
|
12 |
41 |
64 |
86 |
151 |
256 |
579 |
579 |
|
13 |
41 |
64 |
86 |
151 |
256 |
579 |
579 |
|
14 |
41 |
65 |
86 |
150 |
256 |
579 |
579 |
|
15 |
41 |
64 |
86 |
150 |
256 |
579 |
579 |
|
16 |
41 |
64 |
86 |
150 |
255 |
578 |
578 |
|
17 |
41 |
64 |
86 |
150 |
255 |
578 |
578 |
|
18 |
41 |
64 |
86 |
150 |
255 |
578 |
578 |
|
19 |
41 |
64 |
86 |
150 |
255 |
578 |
578 |
|
20 |
41 |
64 |
86 |
150 |
256 |
579 |
579 |
|
21 |
41 |
64 |
86 |
150 |
256 |
579 |
579 |
|
22 |
41 |
64 |
86 |
150 |
256 |
579 |
579 |
|
23 |
41 |
64 |
86 |
150 |
255 |
579 |
579 |
|
24 |
41 |
64 |
85 |
150 |
255 |
578 |
578 |
|
25 |
40 |
63 |
85 |
149 |
255 |
578 |
578 |
|
26 |
40 |
63 |
85 |
149 |
254 |
577 |
577 |
|
27 |
39 |
62 |
84 |
148 |
254 |
577 |
577 |
|
28 |
39 |
62 |
84 |
148 |
253 |
576 |
576 |
|
29 |
38 |
61 |
83 |
147 |
253 |
576 |
576 |
|
30 |
38 |
61 |
83 |
147 |
252 |
575 |
575 |
2.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
126 |
140 |
165 |
240 |
354 |
677 |
1387 |
|
2 |
125 |
139 |
164 |
239 |
353 |
676 |
1118 |
|
3 |
125 |
140 |
164 |
231 |
348 |
671 |
912 |
|
4 |
125 |
142 |
166 |
232 |
346 |
669 |
756 |
|
5 |
126 |
143 |
170 |
234 |
345 |
668 |
668 |
|
6 |
125 |
144 |
172 |
237 |
343 |
666 |
666 |
|
7 |
125 |
145 |
172 |
239 |
342 |
665 |
665 |
|
8 |
124 |
145 |
171 |
237 |
341 |
664 |
664 |
|
9 |
123 |
145 |
170 |
234 |
340 |
663 |
663 |
|
10 |
123 |
145 |
169 |
234 |
339 |
662 |
662 |
|
11 |
123 |
145 |
169 |
233 |
338 |
662 |
662 |
|
12 |
122 |
145 |
168 |
232 |
337 |
660 |
660 |
|
13 |
121 |
144 |
166 |
230 |
336 |
659 |
659 |
|
14 |
120 |
143 |
165 |
229 |
334 |
658 |
658 |
|
15 |
118 |
141 |
163 |
227 |
332 |
656 |
656 |
|
16 |
116 |
139 |
161 |
225 |
330 |
653 |
653 |
|
17 |
113 |
136 |
158 |
222 |
327 |
651 |
651 |
|
18 |
111 |
134 |
156 |
220 |
325 |
648 |
648 |
|
19 |
108 |
132 |
153 |
218 |
323 |
646 |
646 |
|
20 |
106 |
130 |
151 |
215 |
321 |
644 |
644 |
|
21 |
104 |
127 |
149 |
213 |
319 |
642 |
642 |
|
22 |
102 |
125 |
147 |
211 |
316 |
640 |
640 |
|
23 |
100 |
123 |
145 |
209 |
314 |
637 |
637 |
|
24 |
97 |
121 |
142 |
206 |
312 |
635 |
635 |
|
25 |
95 |
119 |
140 |
204 |
310 |
633 |
633 |
|
26 |
93 |
116 |
138 |
202 |
308 |
631 |
631 |
|
27 |
91 |
114 |
136 |
200 |
305 |
629 |
629 |
|
28 |
89 |
112 |
134 |
198 |
303 |
627 |
627 |
|
29 |
87 |
110 |
132 |
196 |
301 |
625 |
625 |
|
30 |
85 |
108 |
130 |
194 |
300 |
623 |
623 |
2.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
36 |
111 |
225 |
548 |
1280 |
|
2 |
1 |
13 |
38 |
113 |
227 |
550 |
1031 |
|
3 |
2 |
17 |
41 |
108 |
225 |
548 |
841 |
|
4 |
4 |
21 |
45 |
111 |
225 |
548 |
696 |
|
5 |
6 |
24 |
51 |
115 |
225 |
549 |
584 |
|
6 |
8 |
27 |
54 |
120 |
226 |
549 |
549 |
|
7 |
9 |
29 |
56 |
123 |
226 |
549 |
549 |
|
8 |
9 |
30 |
56 |
122 |
226 |
549 |
549 |
|
9 |
9 |
31 |
56 |
121 |
226 |
549 |
549 |
|
10 |
10 |
32 |
56 |
120 |
226 |
549 |
549 |
|
11 |
10 |
33 |
56 |
120 |
226 |
549 |
549 |
|
12 |
10 |
33 |
56 |
120 |
225 |
549 |
549 |
|
13 |
11 |
34 |
56 |
120 |
225 |
548 |
548 |
|
14 |
11 |
34 |
55 |
119 |
225 |
548 |
548 |
|
15 |
12 |
34 |
55 |
119 |
225 |
548 |
548 |
|
16 |
13 |
33 |
55 |
119 |
224 |
548 |
548 |
|
17 |
13 |
33 |
55 |
119 |
224 |
548 |
548 |
|
18 |
15 |
33 |
55 |
119 |
224 |
548 |
548 |
|
19 |
15 |
33 |
55 |
119 |
225 |
548 |
548 |
|
20 |
16 |
34 |
56 |
120 |
225 |
548 |
548 |
|
21 |
16 |
34 |
56 |
120 |
226 |
549 |
549 |
|
22 |
17 |
35 |
56 |
120 |
226 |
549 |
549 |
|
23 |
18 |
35 |
57 |
121 |
226 |
549 |
549 |
|
24 |
19 |
35 |
57 |
121 |
226 |
550 |
550 |
|
25 |
19 |
35 |
57 |
121 |
227 |
550 |
550 |
|
26 |
20 |
36 |
57 |
121 |
227 |
550 |
550 |
|
27 |
20 |
36 |
57 |
121 |
227 |
550 |
550 |
|
28 |
21 |
36 |
57 |
122 |
227 |
550 |
550 |
|
29 |
22 |
36 |
57 |
122 |
227 |
550 |
550 |
|
30 |
23 |
36 |
58 |
122 |
227 |
550 |
550 |
2.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
36 |
50 |
74 |
150 |
263 |
586 |
1276 |
|
2 |
36 |
50 |
75 |
150 |
264 |
587 |
1026 |
|
3 |
36 |
51 |
75 |
142 |
259 |
582 |
837 |
|
4 |
36 |
53 |
77 |
143 |
257 |
580 |
692 |
|
5 |
36 |
54 |
81 |
145 |
255 |
579 |
581 |
|
6 |
39 |
58 |
85 |
151 |
257 |
580 |
580 |
|
7 |
36 |
56 |
83 |
150 |
253 |
576 |
576 |
|
8 |
40 |
61 |
87 |
152 |
257 |
580 |
580 |
|
9 |
39 |
60 |
86 |
150 |
256 |
579 |
579 |
|
10 |
34 |
56 |
80 |
144 |
250 |
573 |
573 |
|
11 |
30 |
52 |
76 |
140 |
245 |
569 |
569 |
|
12 |
27 |
50 |
72 |
136 |
242 |
565 |
565 |
|
13 |
25 |
48 |
70 |
134 |
239 |
563 |
563 |
|
14 |
23 |
46 |
68 |
132 |
237 |
561 |
561 |
|
15 |
21 |
45 |
66 |
131 |
236 |
559 |
559 |
|
16 |
20 |
43 |
65 |
129 |
234 |
558 |
558 |
|
17 |
19 |
42 |
64 |
128 |
234 |
557 |
557 |
|
18 |
18 |
42 |
63 |
127 |
233 |
556 |
556 |
|
19 |
18 |
41 |
63 |
127 |
232 |
556 |
556 |
|
20 |
18 |
41 |
63 |
127 |
233 |
556 |
556 |
|
21 |
18 |
41 |
63 |
127 |
233 |
556 |
556 |
|
22 |
18 |
41 |
63 |
127 |
233 |
556 |
556 |
|
23 |
18 |
41 |
63 |
127 |
232 |
556 |
556 |
|
24 |
19 |
41 |
63 |
127 |
232 |
556 |
556 |
|
25 |
19 |
41 |
63 |
127 |
232 |
556 |
556 |
|
26 |
20 |
41 |
63 |
127 |
232 |
555 |
555 |
|
27 |
20 |
41 |
62 |
127 |
232 |
555 |
555 |
|
28 |
21 |
41 |
62 |
126 |
232 |
555 |
555 |
|
29 |
22 |
41 |
62 |
126 |
232 |
555 |
555 |
|
30 |
23 |
41 |
62 |
126 |
232 |
555 |
555 |
2.30
Turkish lira
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
200 |
214 |
239 |
314 |
428 |
751 |
1533 |
|
2 |
196 |
210 |
235 |
310 |
424 |
747 |
1237 |
|
3 |
192 |
207 |
231 |
298 |
415 |
738 |
1007 |
|
4 |
188 |
205 |
229 |
295 |
409 |
732 |
833 |
|
5 |
184 |
202 |
229 |
293 |
403 |
727 |
727 |
|
6 |
181 |
199 |
227 |
293 |
398 |
722 |
722 |
|
7 |
177 |
197 |
224 |
291 |
394 |
717 |
717 |
|
8 |
173 |
193 |
219 |
285 |
389 |
713 |
713 |
|
9 |
168 |
190 |
215 |
280 |
385 |
708 |
708 |
|
10 |
165 |
187 |
211 |
275 |
381 |
704 |
704 |
|
11 |
161 |
184 |
207 |
271 |
376 |
700 |
700 |
|
12 |
157 |
180 |
203 |
267 |
372 |
696 |
696 |
|
13 |
154 |
177 |
199 |
263 |
368 |
692 |
692 |
|
14 |
150 |
173 |
195 |
259 |
365 |
688 |
688 |
|
15 |
146 |
170 |
191 |
256 |
361 |
684 |
684 |
|
16 |
143 |
166 |
188 |
252 |
358 |
681 |
681 |
|
17 |
140 |
163 |
185 |
249 |
354 |
678 |
678 |
|
18 |
137 |
160 |
182 |
246 |
351 |
675 |
675 |
|
19 |
134 |
157 |
179 |
243 |
348 |
672 |
672 |
|
20 |
131 |
154 |
176 |
240 |
346 |
669 |
669 |
|
21 |
128 |
152 |
173 |
238 |
343 |
666 |
666 |
|
22 |
126 |
149 |
171 |
235 |
340 |
664 |
664 |
|
23 |
123 |
146 |
168 |
232 |
338 |
661 |
661 |
|
24 |
121 |
144 |
166 |
230 |
335 |
658 |
658 |
|
25 |
118 |
141 |
163 |
227 |
333 |
656 |
656 |
|
26 |
116 |
139 |
161 |
225 |
330 |
653 |
653 |
|
27 |
113 |
137 |
158 |
222 |
328 |
651 |
651 |
|
28 |
111 |
134 |
156 |
220 |
325 |
649 |
649 |
|
29 |
109 |
132 |
154 |
218 |
323 |
647 |
647 |
|
30 |
107 |
130 |
152 |
216 |
321 |
644 |
644 |
2.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
26 |
50 |
106 |
242 |
566 |
1284 |
|
2 |
8 |
26 |
50 |
106 |
242 |
566 |
1032 |
|
3 |
10 |
29 |
52 |
101 |
241 |
564 |
841 |
|
4 |
12 |
34 |
56 |
99 |
241 |
564 |
696 |
|
5 |
16 |
40 |
61 |
102 |
242 |
565 |
584 |
|
6 |
18 |
43 |
65 |
98 |
242 |
566 |
566 |
|
7 |
19 |
45 |
64 |
92 |
243 |
566 |
566 |
|
8 |
17 |
44 |
63 |
91 |
243 |
566 |
566 |
|
9 |
18 |
45 |
66 |
95 |
243 |
566 |
566 |
|
10 |
20 |
48 |
68 |
98 |
243 |
566 |
566 |
|
11 |
21 |
50 |
70 |
101 |
243 |
566 |
566 |
|
12 |
23 |
53 |
71 |
102 |
243 |
566 |
566 |
|
13 |
24 |
54 |
71 |
103 |
243 |
566 |
566 |
|
14 |
24 |
55 |
72 |
103 |
243 |
566 |
566 |
|
15 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
16 |
25 |
55 |
72 |
103 |
242 |
566 |
566 |
|
17 |
25 |
55 |
72 |
103 |
242 |
566 |
566 |
|
18 |
25 |
55 |
72 |
103 |
242 |
566 |
566 |
|
19 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
20 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
21 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
22 |
25 |
55 |
72 |
103 |
243 |
567 |
567 |
|
23 |
25 |
55 |
72 |
103 |
243 |
567 |
567 |
|
24 |
25 |
55 |
72 |
103 |
243 |
567 |
567 |
|
25 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
26 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
27 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
28 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
29 |
25 |
55 |
72 |
103 |
243 |
566 |
566 |
|
30 |
25 |
55 |
72 |
103 |
242 |
566 |
566 |
2.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
14 |
89 |
203 |
526 |
1247 |
|
2 |
1 |
5 |
12 |
88 |
201 |
524 |
1004 |
|
3 |
2 |
5 |
12 |
79 |
196 |
519 |
818 |
|
4 |
3 |
6 |
14 |
80 |
194 |
517 |
677 |
|
5 |
4 |
6 |
18 |
83 |
193 |
516 |
569 |
|
6 |
5 |
8 |
21 |
87 |
193 |
516 |
516 |
|
7 |
5 |
9 |
23 |
89 |
192 |
515 |
515 |
|
8 |
7 |
9 |
22 |
88 |
192 |
515 |
515 |
|
9 |
7 |
10 |
22 |
87 |
192 |
515 |
515 |
|
10 |
8 |
11 |
22 |
87 |
192 |
516 |
516 |
|
11 |
8 |
12 |
23 |
87 |
192 |
516 |
516 |
|
12 |
9 |
12 |
24 |
87 |
193 |
516 |
516 |
|
13 |
11 |
13 |
25 |
87 |
193 |
516 |
516 |
|
14 |
11 |
14 |
26 |
88 |
193 |
516 |
516 |
|
15 |
12 |
15 |
28 |
88 |
193 |
517 |
517 |
|
16 |
12 |
15 |
29 |
88 |
194 |
517 |
517 |
|
17 |
13 |
16 |
30 |
88 |
194 |
517 |
517 |
|
18 |
13 |
17 |
32 |
89 |
194 |
518 |
518 |
|
19 |
15 |
18 |
33 |
89 |
195 |
518 |
518 |
|
20 |
16 |
18 |
34 |
90 |
196 |
519 |
519 |
|
21 |
16 |
19 |
35 |
91 |
196 |
519 |
519 |
|
22 |
17 |
20 |
37 |
91 |
197 |
520 |
520 |
|
23 |
17 |
21 |
38 |
91 |
197 |
520 |
520 |
|
24 |
19 |
21 |
39 |
92 |
197 |
520 |
520 |
|
25 |
19 |
22 |
40 |
92 |
197 |
521 |
521 |
|
26 |
20 |
24 |
41 |
92 |
197 |
521 |
521 |
|
27 |
20 |
24 |
42 |
92 |
197 |
521 |
521 |
|
28 |
21 |
25 |
44 |
92 |
197 |
521 |
521 |
|
29 |
21 |
25 |
46 |
92 |
197 |
521 |
521 |
|
30 |
22 |
26 |
47 |
92 |
198 |
521 |
521 |
3.
Other exposures
3.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
15 |
21 |
43 |
164 |
297 |
3040 |
|
2 |
1 |
15 |
21 |
43 |
164 |
334 |
2254 |
|
3 |
1 |
15 |
23 |
48 |
158 |
347 |
1696 |
|
4 |
1 |
16 |
26 |
52 |
156 |
346 |
1308 |
|
5 |
2 |
18 |
30 |
54 |
156 |
337 |
1035 |
|
6 |
3 |
21 |
32 |
57 |
156 |
324 |
839 |
|
7 |
5 |
23 |
34 |
60 |
156 |
308 |
694 |
|
8 |
5 |
24 |
35 |
62 |
156 |
292 |
583 |
|
9 |
5 |
25 |
37 |
65 |
156 |
275 |
497 |
|
10 |
6 |
26 |
39 |
67 |
156 |
258 |
428 |
|
11 |
6 |
26 |
39 |
68 |
156 |
250 |
371 |
|
12 |
6 |
26 |
39 |
68 |
156 |
250 |
325 |
|
13 |
6 |
26 |
39 |
68 |
156 |
250 |
287 |
|
14 |
6 |
26 |
39 |
68 |
156 |
250 |
254 |
|
15 |
6 |
26 |
39 |
68 |
156 |
250 |
250 |
|
16 |
6 |
26 |
42 |
68 |
156 |
250 |
250 |
|
17 |
6 |
26 |
44 |
68 |
156 |
250 |
250 |
|
18 |
6 |
26 |
46 |
68 |
156 |
250 |
250 |
|
19 |
7 |
26 |
49 |
68 |
156 |
250 |
250 |
|
20 |
7 |
26 |
51 |
68 |
156 |
250 |
250 |
|
21 |
7 |
26 |
53 |
68 |
156 |
250 |
250 |
|
22 |
8 |
26 |
56 |
68 |
156 |
250 |
250 |
|
23 |
8 |
26 |
58 |
68 |
156 |
250 |
250 |
|
24 |
8 |
26 |
61 |
68 |
156 |
250 |
250 |
|
25 |
9 |
26 |
63 |
68 |
156 |
250 |
250 |
|
26 |
9 |
26 |
66 |
68 |
156 |
250 |
250 |
|
27 |
9 |
26 |
68 |
70 |
156 |
250 |
250 |
|
28 |
10 |
26 |
71 |
72 |
156 |
250 |
250 |
|
29 |
10 |
26 |
73 |
73 |
156 |
250 |
250 |
|
30 |
11 |
26 |
75 |
75 |
156 |
250 |
250 |
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 |
8 |
21 |
27 |
50 |
170 |
309 |
3173 |
|
2 |
10 |
23 |
30 |
52 |
172 |
348 |
2353 |
|
3 |
9 |
24 |
32 |
57 |
167 |
360 |
1768 |
|
4 |
9 |
25 |
35 |
61 |
164 |
359 |
1361 |
|
5 |
10 |
26 |
38 |
62 |
164 |
349 |
1075 |
|
6 |
11 |
28 |
40 |
65 |
163 |
334 |
870 |
|
7 |
12 |
30 |
41 |
66 |
163 |
318 |
718 |
|
8 |
11 |
30 |
42 |
68 |
162 |
300 |
602 |
|
9 |
11 |
31 |
43 |
71 |
162 |
283 |
512 |
|
10 |
11 |
31 |
44 |
73 |
161 |
265 |
441 |
|
11 |
11 |
31 |
44 |
73 |
161 |
254 |
382 |
|
12 |
10 |
30 |
43 |
72 |
160 |
254 |
334 |
|
13 |
9 |
30 |
43 |
72 |
159 |
253 |
294 |
|
14 |
9 |
29 |
42 |
71 |
159 |
253 |
261 |
|
15 |
8 |
29 |
42 |
71 |
158 |
252 |
252 |
|
16 |
8 |
28 |
42 |
70 |
158 |
251 |
251 |
|
17 |
8 |
28 |
45 |
70 |
158 |
251 |
251 |
|
18 |
7 |
28 |
48 |
70 |
158 |
251 |
251 |
|
19 |
8 |
28 |
50 |
70 |
158 |
251 |
251 |
|
20 |
8 |
28 |
52 |
70 |
158 |
252 |
252 |
|
21 |
8 |
29 |
55 |
71 |
158 |
252 |
252 |
|
22 |
8 |
29 |
57 |
71 |
159 |
252 |
252 |
|
23 |
9 |
29 |
60 |
71 |
159 |
252 |
252 |
|
24 |
9 |
29 |
62 |
71 |
159 |
252 |
252 |
|
25 |
9 |
29 |
65 |
71 |
159 |
252 |
252 |
|
26 |
9 |
29 |
67 |
71 |
159 |
252 |
252 |
|
27 |
9 |
29 |
70 |
72 |
159 |
252 |
252 |
|
28 |
10 |
29 |
72 |
73 |
159 |
252 |
252 |
|
29 |
10 |
29 |
74 |
75 |
159 |
252 |
252 |
|
30 |
11 |
29 |
77 |
77 |
159 |
252 |
252 |
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 |
14 |
21 |
43 |
164 |
297 |
3040 |
|
2 |
1 |
14 |
21 |
43 |
164 |
334 |
2254 |
|
3 |
1 |
15 |
23 |
48 |
158 |
347 |
1696 |
|
4 |
1 |
16 |
26 |
52 |
156 |
346 |
1308 |
|
5 |
1 |
18 |
30 |
54 |
156 |
337 |
1035 |
|
6 |
3 |
20 |
32 |
57 |
156 |
323 |
839 |
|
7 |
5 |
23 |
34 |
59 |
156 |
308 |
694 |
|
8 |
5 |
24 |
35 |
62 |
156 |
291 |
583 |
|
9 |
5 |
25 |
37 |
65 |
156 |
275 |
497 |
|
10 |
5 |
26 |
38 |
67 |
156 |
258 |
428 |
|
11 |
6 |
26 |
39 |
68 |
156 |
249 |
371 |
|
12 |
6 |
26 |
39 |
68 |
156 |
249 |
325 |
|
13 |
6 |
26 |
39 |
68 |
156 |
249 |
287 |
|
14 |
6 |
26 |
39 |
68 |
156 |
249 |
254 |
|
15 |
6 |
26 |
39 |
68 |
156 |
249 |
249 |
|
16 |
6 |
26 |
42 |
68 |
156 |
249 |
249 |
|
17 |
6 |
26 |
44 |
68 |
156 |
249 |
249 |
|
18 |
6 |
26 |
46 |
68 |
156 |
249 |
249 |
|
19 |
7 |
26 |
49 |
68 |
156 |
249 |
249 |
|
20 |
7 |
26 |
51 |
68 |
156 |
249 |
249 |
|
21 |
7 |
26 |
53 |
68 |
156 |
249 |
249 |
|
22 |
8 |
26 |
56 |
68 |
156 |
249 |
249 |
|
23 |
8 |
26 |
58 |
68 |
156 |
249 |
249 |
|
24 |
8 |
26 |
61 |
68 |
156 |
249 |
249 |
|
25 |
9 |
26 |
63 |
68 |
156 |
249 |
249 |
|
26 |
9 |
26 |
66 |
68 |
156 |
249 |
249 |
|
27 |
9 |
26 |
68 |
70 |
156 |
249 |
249 |
|
28 |
10 |
26 |
71 |
72 |
156 |
249 |
249 |
|
29 |
10 |
26 |
73 |
73 |
156 |
249 |
249 |
|
30 |
11 |
26 |
75 |
75 |
156 |
249 |
249 |
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 |
76 |
90 |
96 |
118 |
239 |
335 |
3068 |
|
2 |
72 |
86 |
92 |
115 |
235 |
338 |
2281 |
|
3 |
75 |
89 |
97 |
122 |
232 |
352 |
1719 |
|
4 |
72 |
87 |
98 |
124 |
227 |
352 |
1331 |
|
5 |
71 |
87 |
99 |
123 |
225 |
344 |
1056 |
|
6 |
70 |
88 |
100 |
125 |
223 |
331 |
858 |
|
7 |
70 |
89 |
99 |
125 |
221 |
316 |
711 |
|
8 |
69 |
88 |
99 |
126 |
220 |
314 |
598 |
|
9 |
68 |
88 |
100 |
128 |
219 |
312 |
510 |
|
10 |
65 |
85 |
98 |
126 |
215 |
309 |
439 |
|
11 |
62 |
83 |
96 |
125 |
212 |
306 |
382 |
|
12 |
61 |
81 |
94 |
123 |
211 |
305 |
334 |
|
13 |
60 |
80 |
93 |
123 |
210 |
304 |
304 |
|
14 |
60 |
80 |
93 |
122 |
210 |
303 |
303 |
|
15 |
59 |
80 |
93 |
122 |
209 |
303 |
303 |
|
16 |
59 |
79 |
92 |
121 |
209 |
302 |
302 |
|
17 |
58 |
78 |
91 |
121 |
208 |
302 |
302 |
|
18 |
57 |
78 |
91 |
120 |
208 |
301 |
301 |
|
19 |
57 |
77 |
90 |
119 |
207 |
300 |
300 |
|
20 |
56 |
76 |
89 |
119 |
206 |
300 |
300 |
|
21 |
55 |
76 |
89 |
118 |
206 |
299 |
299 |
|
22 |
55 |
75 |
88 |
117 |
205 |
298 |
298 |
|
23 |
54 |
74 |
87 |
116 |
204 |
297 |
297 |
|
24 |
53 |
73 |
86 |
115 |
203 |
296 |
296 |
|
25 |
52 |
72 |
85 |
114 |
202 |
295 |
295 |
|
26 |
51 |
71 |
84 |
113 |
201 |
294 |
294 |
|
27 |
49 |
70 |
83 |
112 |
200 |
293 |
293 |
|
28 |
48 |
69 |
82 |
111 |
199 |
292 |
292 |
|
29 |
47 |
68 |
81 |
110 |
197 |
291 |
291 |
|
30 |
46 |
67 |
80 |
109 |
196 |
290 |
290 |
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 |
18 |
25 |
47 |
167 |
298 |
3058 |
|
2 |
7 |
20 |
26 |
49 |
169 |
336 |
2268 |
|
3 |
7 |
21 |
30 |
55 |
165 |
349 |
1706 |
|
4 |
8 |
23 |
33 |
59 |
163 |
348 |
1316 |
|
5 |
9 |
25 |
37 |
61 |
163 |
339 |
1042 |
|
6 |
10 |
28 |
39 |
64 |
163 |
325 |
844 |
|
7 |
12 |
30 |
41 |
66 |
163 |
310 |
698 |
|
8 |
11 |
30 |
42 |
69 |
162 |
293 |
587 |
|
9 |
11 |
31 |
43 |
71 |
162 |
277 |
500 |
|
10 |
11 |
31 |
44 |
73 |
161 |
260 |
430 |
|
11 |
11 |
31 |
44 |
73 |
161 |
255 |
374 |
|
12 |
11 |
31 |
44 |
73 |
161 |
254 |
328 |
|
13 |
10 |
31 |
44 |
73 |
161 |
254 |
290 |
|
14 |
10 |
31 |
43 |
73 |
160 |
254 |
257 |
|
15 |
10 |
30 |
43 |
73 |
160 |
254 |
254 |
|
16 |
10 |
30 |
43 |
72 |
160 |
253 |
253 |
|
17 |
10 |
30 |
45 |
72 |
160 |
253 |
253 |
|
18 |
10 |
30 |
48 |
72 |
160 |
253 |
253 |
|
19 |
10 |
30 |
49 |
72 |
160 |
254 |
254 |
|
20 |
10 |
31 |
52 |
73 |
160 |
254 |
254 |
|
21 |
11 |
31 |
55 |
73 |
161 |
254 |
254 |
|
22 |
11 |
31 |
57 |
73 |
161 |
255 |
255 |
|
23 |
11 |
31 |
60 |
73 |
161 |
255 |
255 |
|
24 |
11 |
31 |
62 |
74 |
161 |
255 |
255 |
|
25 |
11 |
31 |
64 |
74 |
161 |
255 |
255 |
|
26 |
11 |
31 |
66 |
74 |
161 |
255 |
255 |
|
27 |
11 |
31 |
69 |
73 |
161 |
255 |
255 |
|
28 |
11 |
31 |
72 |
73 |
161 |
255 |
255 |
|
29 |
11 |
31 |
75 |
75 |
161 |
255 |
255 |
|
30 |
11 |
31 |
77 |
77 |
161 |
255 |
255 |
3.6
Kuna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
45 |
58 |
65 |
87 |
208 |
303 |
3064 |
|
2 |
49 |
62 |
68 |
91 |
211 |
337 |
2274 |
|
3 |
52 |
67 |
75 |
100 |
210 |
350 |
1711 |
|
4 |
55 |
70 |
80 |
106 |
210 |
349 |
1320 |
|
5 |
56 |
73 |
85 |
109 |
211 |
340 |
1045 |
|
6 |
58 |
75 |
87 |
112 |
211 |
327 |
848 |
|
7 |
59 |
78 |
88 |
114 |
210 |
311 |
701 |
|
8 |
58 |
77 |
89 |
115 |
209 |
303 |
589 |
|
9 |
57 |
77 |
89 |
117 |
208 |
301 |
502 |
|
10 |
56 |
76 |
89 |
118 |
206 |
300 |
432 |
|
11 |
55 |
75 |
88 |
117 |
205 |
298 |
376 |
|
12 |
53 |
74 |
86 |
116 |
203 |
297 |
329 |
|
13 |
52 |
72 |
85 |
114 |
202 |
295 |
295 |
|
14 |
50 |
71 |
84 |
113 |
201 |
294 |
294 |
|
15 |
49 |
70 |
83 |
112 |
199 |
293 |
293 |
|
16 |
48 |
69 |
82 |
111 |
198 |
292 |
292 |
|
17 |
47 |
68 |
81 |
110 |
198 |
291 |
291 |
|
18 |
47 |
67 |
80 |
109 |
197 |
290 |
290 |
|
19 |
46 |
66 |
79 |
109 |
196 |
290 |
290 |
|
20 |
45 |
66 |
79 |
108 |
196 |
289 |
289 |
|
21 |
45 |
65 |
78 |
107 |
195 |
289 |
289 |
|
22 |
44 |
64 |
77 |
107 |
194 |
288 |
288 |
|
23 |
43 |
64 |
77 |
106 |
193 |
287 |
287 |
|
24 |
42 |
63 |
76 |
105 |
193 |
286 |
286 |
|
25 |
42 |
62 |
75 |
104 |
192 |
285 |
285 |
|
26 |
41 |
61 |
74 |
103 |
191 |
284 |
284 |
|
27 |
40 |
60 |
73 |
102 |
190 |
284 |
284 |
|
28 |
39 |
59 |
72 |
102 |
189 |
283 |
283 |
|
29 |
38 |
59 |
74 |
101 |
188 |
282 |
282 |
|
30 |
37 |
58 |
77 |
100 |
188 |
281 |
281 |
3.7
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
20 |
42 |
163 |
297 |
3038 |
|
2 |
0 |
14 |
20 |
42 |
163 |
334 |
2252 |
|
3 |
1 |
14 |
23 |
47 |
158 |
347 |
1694 |
|
4 |
1 |
15 |
26 |
51 |
155 |
346 |
1307 |
|
5 |
1 |
17 |
29 |
53 |
155 |
337 |
1035 |
|
6 |
2 |
20 |
31 |
56 |
155 |
323 |
839 |
|
7 |
4 |
22 |
33 |
59 |
155 |
308 |
693 |
|
8 |
4 |
23 |
35 |
61 |
155 |
291 |
583 |
|
9 |
4 |
24 |
36 |
64 |
155 |
275 |
496 |
|
10 |
5 |
25 |
38 |
66 |
155 |
258 |
427 |
|
11 |
5 |
25 |
38 |
67 |
155 |
249 |
371 |
|
12 |
5 |
25 |
38 |
67 |
155 |
249 |
325 |
|
13 |
5 |
25 |
38 |
67 |
155 |
249 |
286 |
|
14 |
5 |
25 |
38 |
67 |
155 |
249 |
254 |
|
15 |
5 |
25 |
39 |
67 |
155 |
249 |
249 |
|
16 |
5 |
25 |
42 |
67 |
155 |
249 |
249 |
|
17 |
6 |
25 |
44 |
67 |
155 |
249 |
249 |
|
18 |
6 |
25 |
46 |
67 |
155 |
249 |
249 |
|
19 |
7 |
25 |
49 |
67 |
155 |
249 |
249 |
|
20 |
7 |
25 |
51 |
67 |
155 |
249 |
249 |
|
21 |
7 |
25 |
53 |
67 |
155 |
249 |
249 |
|
22 |
8 |
25 |
56 |
67 |
155 |
249 |
249 |
|
23 |
8 |
25 |
58 |
67 |
155 |
249 |
249 |
|
24 |
8 |
25 |
61 |
67 |
155 |
249 |
249 |
|
25 |
9 |
25 |
63 |
67 |
155 |
249 |
249 |
|
26 |
9 |
25 |
66 |
68 |
155 |
249 |
249 |
|
27 |
9 |
25 |
68 |
70 |
155 |
249 |
249 |
|
28 |
10 |
25 |
71 |
72 |
155 |
249 |
249 |
|
29 |
10 |
25 |
73 |
73 |
155 |
249 |
249 |
|
30 |
11 |
25 |
75 |
75 |
155 |
249 |
249 |
3.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
22 |
45 |
182 |
302 |
3099 |
|
2 |
0 |
11 |
22 |
45 |
182 |
340 |
2297 |
|
3 |
1 |
11 |
24 |
50 |
176 |
353 |
1728 |
|
4 |
1 |
13 |
26 |
56 |
173 |
352 |
1332 |
|
5 |
1 |
16 |
28 |
59 |
172 |
342 |
1054 |
|
6 |
2 |
18 |
33 |
60 |
171 |
329 |
854 |
|
7 |
2 |
21 |
36 |
60 |
170 |
313 |
705 |
|
8 |
4 |
24 |
37 |
60 |
169 |
296 |
592 |
|
9 |
7 |
31 |
42 |
59 |
168 |
279 |
504 |
|
10 |
10 |
34 |
42 |
57 |
167 |
262 |
434 |
|
11 |
9 |
33 |
41 |
56 |
166 |
259 |
377 |
|
12 |
8 |
32 |
41 |
56 |
165 |
259 |
330 |
|
13 |
7 |
31 |
41 |
57 |
164 |
258 |
290 |
|
14 |
6 |
31 |
42 |
57 |
164 |
257 |
257 |
|
15 |
7 |
31 |
42 |
57 |
163 |
256 |
256 |
|
16 |
7 |
31 |
42 |
57 |
161 |
255 |
255 |
|
17 |
7 |
31 |
45 |
57 |
160 |
254 |
254 |
|
18 |
7 |
31 |
46 |
57 |
160 |
253 |
253 |
|
19 |
7 |
31 |
49 |
57 |
160 |
253 |
253 |
|
20 |
7 |
31 |
52 |
57 |
160 |
254 |
254 |
|
21 |
7 |
31 |
54 |
58 |
160 |
254 |
254 |
|
22 |
8 |
31 |
56 |
61 |
160 |
254 |
254 |
|
23 |
8 |
31 |
58 |
62 |
160 |
253 |
253 |
|
24 |
8 |
31 |
61 |
64 |
159 |
253 |
253 |
|
25 |
9 |
31 |
63 |
66 |
159 |
252 |
252 |
|
26 |
9 |
31 |
66 |
68 |
158 |
252 |
252 |
|
27 |
9 |
31 |
68 |
70 |
158 |
251 |
251 |
|
28 |
10 |
31 |
71 |
72 |
157 |
251 |
251 |
|
29 |
10 |
31 |
73 |
73 |
157 |
250 |
250 |
|
30 |
11 |
31 |
75 |
75 |
156 |
250 |
250 |
3.9
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
81 |
94 |
101 |
123 |
244 |
339 |
3226 |
|
2 |
79 |
92 |
99 |
121 |
242 |
354 |
2399 |
|
3 |
77 |
91 |
99 |
124 |
234 |
368 |
1809 |
|
4 |
75 |
90 |
100 |
126 |
230 |
368 |
1397 |
|
5 |
73 |
89 |
101 |
125 |
227 |
359 |
1107 |
|
6 |
72 |
90 |
101 |
126 |
225 |
345 |
898 |
|
7 |
71 |
90 |
101 |
126 |
222 |
329 |
742 |
|
8 |
69 |
88 |
99 |
126 |
220 |
313 |
624 |
|
9 |
67 |
87 |
99 |
127 |
218 |
311 |
531 |
|
10 |
65 |
86 |
99 |
127 |
216 |
309 |
457 |
|
11 |
64 |
84 |
97 |
126 |
214 |
308 |
397 |
|
12 |
62 |
83 |
96 |
125 |
213 |
306 |
348 |
|
13 |
61 |
81 |
94 |
123 |
211 |
305 |
306 |
|
14 |
59 |
80 |
93 |
122 |
209 |
303 |
303 |
|
15 |
58 |
78 |
91 |
121 |
208 |
302 |
302 |
|
16 |
57 |
77 |
90 |
119 |
207 |
301 |
301 |
|
17 |
56 |
76 |
89 |
118 |
206 |
299 |
299 |
|
18 |
55 |
75 |
88 |
117 |
205 |
298 |
298 |
|
19 |
54 |
74 |
87 |
116 |
204 |
298 |
298 |
|
20 |
53 |
73 |
86 |
116 |
203 |
297 |
297 |
|
21 |
52 |
72 |
85 |
115 |
202 |
296 |
296 |
|
22 |
51 |
72 |
84 |
114 |
201 |
295 |
295 |
|
23 |
50 |
71 |
83 |
113 |
200 |
294 |
294 |
|
24 |
49 |
69 |
82 |
112 |
199 |
293 |
293 |
|
25 |
48 |
68 |
81 |
111 |
198 |
292 |
292 |
|
26 |
47 |
67 |
80 |
110 |
197 |
291 |
291 |
|
27 |
46 |
66 |
79 |
109 |
196 |
290 |
290 |
|
28 |
45 |
65 |
78 |
108 |
195 |
289 |
289 |
|
29 |
44 |
64 |
77 |
107 |
194 |
288 |
288 |
|
30 |
43 |
63 |
80 |
106 |
193 |
287 |
287 |
3.10
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
54 |
68 |
74 |
96 |
217 |
313 |
3123 |
|
2 |
53 |
66 |
73 |
95 |
216 |
344 |
2325 |
|
3 |
51 |
66 |
74 |
99 |
209 |
358 |
1752 |
|
4 |
50 |
66 |
76 |
102 |
206 |
357 |
1353 |
|
5 |
49 |
66 |
78 |
102 |
204 |
348 |
1071 |
|
6 |
49 |
67 |
78 |
103 |
202 |
335 |
869 |
|
7 |
49 |
68 |
79 |
104 |
200 |
319 |
718 |
|
8 |
48 |
67 |
78 |
105 |
199 |
302 |
603 |
|
9 |
46 |
66 |
78 |
106 |
197 |
291 |
514 |
|
10 |
46 |
66 |
79 |
107 |
196 |
289 |
442 |
|
11 |
45 |
65 |
78 |
107 |
195 |
288 |
384 |
|
12 |
44 |
64 |
77 |
106 |
194 |
288 |
336 |
|
13 |
43 |
63 |
76 |
106 |
193 |
287 |
296 |
|
14 |
42 |
63 |
76 |
105 |
193 |
286 |
286 |
|
15 |
42 |
62 |
75 |
104 |
192 |
286 |
286 |
|
16 |
41 |
61 |
74 |
103 |
191 |
285 |
285 |
|
17 |
40 |
61 |
73 |
103 |
190 |
284 |
284 |
|
18 |
40 |
60 |
73 |
102 |
190 |
283 |
283 |
|
19 |
39 |
59 |
72 |
102 |
189 |
283 |
283 |
|
20 |
39 |
59 |
72 |
101 |
189 |
283 |
283 |
|
21 |
39 |
59 |
72 |
101 |
189 |
282 |
282 |
|
22 |
38 |
58 |
71 |
101 |
188 |
282 |
282 |
|
23 |
38 |
58 |
71 |
100 |
188 |
281 |
281 |
|
24 |
37 |
57 |
70 |
100 |
187 |
281 |
281 |
|
25 |
36 |
57 |
70 |
99 |
186 |
280 |
280 |
|
26 |
36 |
56 |
69 |
98 |
186 |
279 |
279 |
|
27 |
35 |
55 |
70 |
97 |
185 |
279 |
279 |
|
28 |
34 |
55 |
72 |
97 |
184 |
278 |
278 |
|
29 |
34 |
54 |
75 |
96 |
184 |
277 |
277 |
|
30 |
33 |
53 |
78 |
95 |
183 |
277 |
277 |
3.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
26 |
40 |
46 |
68 |
189 |
307 |
3156 |
|
2 |
27 |
40 |
47 |
69 |
190 |
346 |
2343 |
|
3 |
25 |
40 |
48 |
73 |
183 |
359 |
1762 |
|
4 |
24 |
40 |
50 |
76 |
180 |
358 |
1358 |
|
5 |
25 |
41 |
53 |
77 |
179 |
348 |
1074 |
|
6 |
25 |
43 |
54 |
79 |
178 |
334 |
870 |
|
7 |
26 |
45 |
55 |
81 |
177 |
318 |
718 |
|
8 |
25 |
44 |
56 |
82 |
176 |
301 |
603 |
|
9 |
25 |
45 |
57 |
85 |
175 |
284 |
513 |
|
10 |
24 |
45 |
57 |
86 |
175 |
268 |
442 |
|
11 |
24 |
44 |
57 |
86 |
174 |
268 |
384 |
|
12 |
23 |
43 |
56 |
86 |
173 |
267 |
336 |
|
13 |
22 |
43 |
56 |
85 |
172 |
266 |
296 |
|
14 |
22 |
42 |
55 |
84 |
172 |
265 |
265 |
|
15 |
21 |
41 |
54 |
84 |
171 |
265 |
265 |
|
16 |
20 |
40 |
53 |
83 |
170 |
264 |
264 |
|
17 |
20 |
40 |
53 |
82 |
170 |
263 |
263 |
|
18 |
19 |
40 |
53 |
82 |
169 |
263 |
263 |
|
19 |
19 |
39 |
52 |
82 |
169 |
263 |
263 |
|
20 |
19 |
39 |
53 |
82 |
169 |
263 |
263 |
|
21 |
19 |
39 |
55 |
82 |
169 |
263 |
263 |
|
22 |
19 |
39 |
57 |
82 |
169 |
263 |
263 |
|
23 |
19 |
39 |
60 |
81 |
169 |
263 |
263 |
|
24 |
19 |
39 |
62 |
81 |
169 |
262 |
262 |
|
25 |
18 |
39 |
65 |
81 |
169 |
262 |
262 |
|
26 |
18 |
39 |
67 |
81 |
168 |
262 |
262 |
|
27 |
18 |
38 |
70 |
80 |
168 |
262 |
262 |
|
28 |
18 |
38 |
72 |
80 |
168 |
261 |
261 |
|
29 |
17 |
38 |
75 |
80 |
168 |
261 |
261 |
|
30 |
17 |
37 |
77 |
80 |
167 |
261 |
261 |
3.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
24 |
144 |
295 |
3023 |
|
2 |
0 |
1 |
6 |
25 |
145 |
333 |
2241 |
|
3 |
1 |
1 |
9 |
30 |
140 |
345 |
1687 |
|
4 |
1 |
3 |
11 |
34 |
137 |
344 |
1301 |
|
5 |
1 |
4 |
14 |
36 |
137 |
335 |
1030 |
|
6 |
2 |
4 |
16 |
39 |
137 |
322 |
835 |
|
7 |
2 |
6 |
19 |
41 |
137 |
307 |
691 |
|
8 |
2 |
6 |
22 |
43 |
137 |
290 |
580 |
|
9 |
2 |
7 |
24 |
46 |
137 |
274 |
494 |
|
10 |
4 |
8 |
27 |
49 |
137 |
257 |
426 |
|
11 |
4 |
8 |
29 |
50 |
138 |
242 |
370 |
|
12 |
4 |
10 |
32 |
49 |
137 |
231 |
324 |
|
13 |
4 |
10 |
35 |
50 |
138 |
232 |
285 |
|
14 |
4 |
11 |
36 |
50 |
138 |
231 |
253 |
|
15 |
5 |
12 |
39 |
49 |
137 |
230 |
230 |
|
16 |
5 |
12 |
42 |
48 |
136 |
229 |
229 |
|
17 |
6 |
14 |
43 |
49 |
135 |
229 |
229 |
|
18 |
6 |
14 |
46 |
52 |
136 |
229 |
229 |
|
19 |
7 |
15 |
49 |
53 |
136 |
230 |
230 |
|
20 |
7 |
17 |
50 |
56 |
137 |
230 |
230 |
|
21 |
7 |
17 |
53 |
58 |
137 |
231 |
231 |
|
22 |
8 |
18 |
56 |
59 |
137 |
231 |
231 |
|
23 |
8 |
18 |
58 |
61 |
137 |
231 |
231 |
|
24 |
8 |
20 |
60 |
63 |
137 |
230 |
230 |
|
25 |
9 |
20 |
62 |
65 |
137 |
230 |
230 |
|
26 |
9 |
21 |
65 |
67 |
137 |
230 |
230 |
|
27 |
9 |
22 |
67 |
69 |
137 |
230 |
230 |
|
28 |
10 |
23 |
69 |
71 |
136 |
230 |
230 |
|
29 |
10 |
23 |
72 |
73 |
136 |
230 |
230 |
|
30 |
10 |
25 |
74 |
75 |
136 |
230 |
230 |
3.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
42 |
56 |
62 |
84 |
205 |
302 |
3102 |
|
2 |
42 |
56 |
62 |
84 |
205 |
340 |
2300 |
|
3 |
41 |
55 |
64 |
89 |
199 |
354 |
1731 |
|
4 |
40 |
55 |
66 |
92 |
195 |
352 |
1335 |
|
5 |
40 |
56 |
68 |
93 |
194 |
343 |
1056 |
|
6 |
40 |
58 |
70 |
95 |
193 |
330 |
856 |
|
7 |
41 |
60 |
70 |
96 |
192 |
314 |
708 |
|
8 |
40 |
59 |
71 |
97 |
191 |
297 |
595 |
|
9 |
39 |
59 |
71 |
99 |
190 |
284 |
506 |
|
10 |
39 |
59 |
72 |
101 |
189 |
283 |
436 |
|
11 |
38 |
59 |
71 |
101 |
188 |
282 |
379 |
|
12 |
37 |
58 |
71 |
100 |
187 |
281 |
332 |
|
13 |
37 |
57 |
70 |
99 |
187 |
280 |
292 |
|
14 |
36 |
56 |
69 |
99 |
186 |
280 |
280 |
|
15 |
35 |
56 |
69 |
98 |
185 |
279 |
279 |
|
16 |
34 |
55 |
68 |
97 |
185 |
278 |
278 |
|
17 |
34 |
54 |
67 |
96 |
184 |
278 |
278 |
|
18 |
33 |
54 |
67 |
96 |
183 |
277 |
277 |
|
19 |
33 |
53 |
66 |
95 |
183 |
277 |
277 |
|
20 |
33 |
53 |
66 |
95 |
183 |
276 |
276 |
|
21 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
22 |
32 |
52 |
65 |
95 |
182 |
276 |
276 |
|
23 |
32 |
52 |
65 |
94 |
182 |
275 |
275 |
|
24 |
31 |
51 |
64 |
94 |
181 |
275 |
275 |
|
25 |
30 |
51 |
64 |
93 |
181 |
274 |
274 |
|
26 |
30 |
50 |
66 |
92 |
180 |
274 |
274 |
|
27 |
29 |
49 |
69 |
92 |
179 |
273 |
273 |
|
28 |
28 |
49 |
71 |
91 |
179 |
272 |
272 |
|
29 |
28 |
48 |
73 |
90 |
178 |
272 |
272 |
|
30 |
27 |
47 |
76 |
90 |
177 |
271 |
271 |
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 |
12 |
25 |
31 |
54 |
174 |
305 |
3129 |
|
2 |
16 |
29 |
35 |
58 |
178 |
343 |
2320 |
|
3 |
18 |
32 |
41 |
66 |
176 |
356 |
1746 |
|
4 |
21 |
36 |
46 |
72 |
176 |
355 |
1347 |
|
5 |
23 |
39 |
51 |
75 |
177 |
346 |
1066 |
|
6 |
22 |
40 |
51 |
76 |
175 |
332 |
864 |
|
7 |
27 |
46 |
57 |
82 |
178 |
316 |
714 |
|
8 |
26 |
45 |
57 |
83 |
177 |
299 |
600 |
|
9 |
27 |
47 |
59 |
87 |
178 |
282 |
510 |
|
10 |
29 |
49 |
62 |
91 |
179 |
273 |
439 |
|
11 |
30 |
50 |
63 |
92 |
180 |
274 |
381 |
|
12 |
31 |
51 |
64 |
93 |
181 |
275 |
334 |
|
13 |
31 |
52 |
64 |
94 |
181 |
275 |
294 |
|
14 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
15 |
32 |
52 |
65 |
94 |
182 |
275 |
275 |
|
16 |
31 |
51 |
64 |
94 |
181 |
275 |
275 |
|
17 |
31 |
51 |
64 |
94 |
181 |
275 |
275 |
|
18 |
30 |
51 |
64 |
93 |
180 |
274 |
274 |
|
19 |
30 |
50 |
63 |
93 |
180 |
274 |
274 |
|
20 |
30 |
50 |
63 |
93 |
180 |
274 |
274 |
|
21 |
30 |
50 |
63 |
92 |
180 |
274 |
274 |
|
22 |
30 |
50 |
63 |
92 |
180 |
273 |
273 |
|
23 |
29 |
50 |
63 |
92 |
179 |
273 |
273 |
|
24 |
29 |
49 |
62 |
91 |
179 |
273 |
273 |
|
25 |
28 |
49 |
65 |
91 |
179 |
272 |
272 |
|
26 |
28 |
48 |
67 |
91 |
178 |
272 |
272 |
|
27 |
27 |
48 |
70 |
90 |
178 |
271 |
271 |
|
28 |
27 |
47 |
72 |
89 |
177 |
271 |
271 |
|
29 |
26 |
47 |
75 |
89 |
177 |
270 |
270 |
|
30 |
26 |
46 |
77 |
88 |
176 |
270 |
270 |
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 |
11 |
24 |
31 |
53 |
174 |
307 |
3160 |
|
2 |
12 |
25 |
32 |
54 |
175 |
346 |
2342 |
|
3 |
13 |
27 |
35 |
60 |
170 |
359 |
1761 |
|
4 |
13 |
28 |
39 |
64 |
168 |
358 |
1357 |
|
5 |
14 |
30 |
42 |
66 |
168 |
348 |
1073 |
|
6 |
15 |
33 |
44 |
70 |
168 |
334 |
869 |
|
7 |
17 |
35 |
46 |
72 |
168 |
318 |
718 |
|
8 |
17 |
36 |
47 |
74 |
168 |
301 |
603 |
|
9 |
17 |
37 |
49 |
77 |
168 |
283 |
513 |
|
10 |
18 |
38 |
51 |
79 |
168 |
266 |
442 |
|
11 |
18 |
38 |
51 |
80 |
168 |
262 |
383 |
|
12 |
18 |
39 |
51 |
81 |
168 |
262 |
336 |
|
13 |
18 |
39 |
52 |
81 |
168 |
262 |
296 |
|
14 |
18 |
39 |
52 |
81 |
169 |
262 |
262 |
|
15 |
18 |
39 |
52 |
81 |
169 |
262 |
262 |
|
16 |
18 |
38 |
51 |
81 |
168 |
262 |
262 |
|
17 |
18 |
39 |
51 |
81 |
168 |
262 |
262 |
|
18 |
18 |
38 |
51 |
81 |
168 |
262 |
262 |
|
19 |
18 |
38 |
51 |
81 |
168 |
262 |
262 |
|
20 |
18 |
39 |
52 |
81 |
168 |
262 |
262 |
|
21 |
18 |
39 |
55 |
81 |
168 |
262 |
262 |
|
22 |
18 |
38 |
57 |
80 |
168 |
262 |
262 |
|
23 |
18 |
38 |
60 |
80 |
168 |
261 |
261 |
|
24 |
17 |
38 |
62 |
80 |
167 |
261 |
261 |
|
25 |
17 |
37 |
65 |
79 |
167 |
261 |
261 |
|
26 |
16 |
37 |
67 |
79 |
166 |
260 |
260 |
|
27 |
16 |
36 |
70 |
78 |
166 |
260 |
260 |
|
28 |
16 |
36 |
72 |
78 |
166 |
259 |
259 |
|
29 |
15 |
36 |
74 |
78 |
165 |
259 |
259 |
|
30 |
15 |
35 |
77 |
77 |
165 |
259 |
259 |
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 |
46 |
59 |
66 |
88 |
208 |
306 |
3141 |
|
2 |
49 |
62 |
68 |
91 |
211 |
345 |
2332 |
|
3 |
51 |
65 |
74 |
98 |
209 |
359 |
1758 |
|
4 |
52 |
67 |
78 |
103 |
207 |
358 |
1358 |
|
5 |
53 |
70 |
81 |
106 |
207 |
349 |
1076 |
|
6 |
55 |
73 |
84 |
109 |
208 |
336 |
873 |
|
7 |
56 |
75 |
86 |
111 |
208 |
320 |
722 |
|
8 |
56 |
75 |
87 |
113 |
207 |
303 |
607 |
|
9 |
56 |
76 |
88 |
116 |
207 |
300 |
517 |
|
10 |
56 |
77 |
89 |
118 |
207 |
300 |
445 |
|
11 |
56 |
76 |
89 |
118 |
206 |
300 |
387 |
|
12 |
55 |
76 |
89 |
118 |
206 |
299 |
339 |
|
13 |
55 |
75 |
88 |
117 |
205 |
298 |
299 |
|
14 |
54 |
74 |
87 |
116 |
204 |
297 |
297 |
|
15 |
53 |
73 |
86 |
115 |
203 |
297 |
297 |
|
16 |
52 |
72 |
85 |
115 |
202 |
296 |
296 |
|
17 |
51 |
72 |
85 |
114 |
201 |
295 |
295 |
|
18 |
51 |
71 |
84 |
113 |
201 |
294 |
294 |
|
19 |
50 |
70 |
83 |
112 |
200 |
294 |
294 |
|
20 |
49 |
70 |
82 |
112 |
199 |
293 |
293 |
|
21 |
48 |
69 |
82 |
111 |
199 |
292 |
292 |
|
22 |
48 |
68 |
81 |
110 |
198 |
291 |
291 |
|
23 |
47 |
67 |
80 |
109 |
197 |
291 |
291 |
|
24 |
46 |
66 |
79 |
108 |
196 |
290 |
290 |
|
25 |
45 |
65 |
78 |
107 |
195 |
289 |
289 |
|
26 |
44 |
64 |
77 |
107 |
194 |
288 |
288 |
|
27 |
43 |
63 |
76 |
106 |
193 |
287 |
287 |
|
28 |
42 |
63 |
75 |
105 |
192 |
286 |
286 |
|
29 |
41 |
62 |
76 |
104 |
191 |
285 |
285 |
|
30 |
40 |
61 |
78 |
103 |
191 |
284 |
284 |
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 |
77 |
90 |
97 |
119 |
239 |
335 |
3274 |
|
2 |
81 |
94 |
101 |
123 |
244 |
360 |
2441 |
|
3 |
81 |
95 |
104 |
129 |
239 |
374 |
1841 |
|
4 |
80 |
96 |
106 |
132 |
236 |
374 |
1422 |
|
5 |
83 |
99 |
111 |
135 |
237 |
365 |
1127 |
|
6 |
85 |
103 |
114 |
139 |
238 |
351 |
915 |
|
7 |
87 |
106 |
116 |
142 |
238 |
335 |
757 |
|
8 |
88 |
107 |
119 |
145 |
239 |
333 |
637 |
|
9 |
89 |
109 |
121 |
149 |
240 |
333 |
543 |
|
10 |
89 |
110 |
122 |
151 |
240 |
333 |
468 |
|
11 |
89 |
109 |
122 |
151 |
239 |
333 |
406 |
|
12 |
88 |
108 |
121 |
151 |
238 |
332 |
356 |
|
13 |
87 |
107 |
120 |
149 |
237 |
331 |
331 |
|
14 |
85 |
106 |
119 |
148 |
235 |
329 |
329 |
|
15 |
84 |
104 |
117 |
146 |
234 |
328 |
328 |
|
16 |
83 |
103 |
116 |
145 |
233 |
326 |
326 |
|
17 |
81 |
101 |
114 |
144 |
231 |
325 |
325 |
|
18 |
80 |
100 |
113 |
142 |
230 |
323 |
323 |
|
19 |
78 |
99 |
112 |
141 |
229 |
322 |
322 |
|
20 |
77 |
97 |
110 |
140 |
227 |
321 |
321 |
|
21 |
76 |
96 |
109 |
138 |
226 |
319 |
319 |
|
22 |
74 |
94 |
107 |
137 |
224 |
318 |
318 |
|
23 |
73 |
93 |
106 |
135 |
223 |
316 |
316 |
|
24 |
71 |
91 |
104 |
134 |
221 |
315 |
315 |
|
25 |
69 |
90 |
103 |
132 |
220 |
313 |
313 |
|
26 |
68 |
88 |
101 |
130 |
218 |
312 |
312 |
|
27 |
66 |
87 |
99 |
129 |
216 |
310 |
310 |
|
28 |
65 |
85 |
98 |
127 |
215 |
308 |
308 |
|
29 |
63 |
84 |
96 |
126 |
213 |
307 |
307 |
|
30 |
62 |
82 |
95 |
124 |
212 |
305 |
305 |
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 |
4 |
18 |
24 |
46 |
167 |
308 |
3165 |
|
2 |
8 |
21 |
27 |
50 |
170 |
346 |
2343 |
|
3 |
9 |
24 |
32 |
57 |
167 |
359 |
1761 |
|
4 |
11 |
26 |
37 |
63 |
166 |
357 |
1357 |
|
5 |
13 |
29 |
41 |
66 |
167 |
348 |
1073 |
|
6 |
15 |
33 |
44 |
69 |
168 |
334 |
869 |
|
7 |
17 |
36 |
46 |
72 |
168 |
318 |
718 |
|
8 |
17 |
36 |
48 |
74 |
168 |
301 |
603 |
|
9 |
17 |
37 |
49 |
77 |
168 |
283 |
513 |
|
10 |
18 |
38 |
51 |
80 |
168 |
266 |
442 |
|
11 |
18 |
38 |
51 |
80 |
168 |
262 |
383 |
|
12 |
18 |
38 |
51 |
80 |
168 |
261 |
335 |
|
13 |
17 |
37 |
50 |
80 |
167 |
261 |
295 |
|
14 |
16 |
37 |
50 |
79 |
166 |
260 |
261 |
|
15 |
16 |
36 |
49 |
78 |
166 |
259 |
259 |
|
16 |
15 |
35 |
48 |
77 |
165 |
259 |
259 |
|
17 |
14 |
35 |
48 |
77 |
165 |
258 |
258 |
|
18 |
14 |
34 |
48 |
77 |
164 |
258 |
258 |
|
19 |
14 |
34 |
50 |
76 |
164 |
258 |
258 |
|
20 |
14 |
34 |
52 |
77 |
164 |
258 |
258 |
|
21 |
14 |
34 |
55 |
77 |
164 |
258 |
258 |
|
22 |
14 |
34 |
57 |
77 |
164 |
258 |
258 |
|
23 |
14 |
34 |
60 |
77 |
164 |
258 |
258 |
|
24 |
14 |
34 |
62 |
76 |
164 |
258 |
258 |
|
25 |
14 |
34 |
65 |
76 |
164 |
258 |
258 |
|
26 |
14 |
34 |
67 |
76 |
164 |
257 |
257 |
|
27 |
13 |
34 |
70 |
76 |
164 |
257 |
257 |
|
28 |
13 |
34 |
72 |
76 |
163 |
257 |
257 |
|
29 |
13 |
33 |
75 |
76 |
163 |
257 |
257 |
|
30 |
13 |
33 |
77 |
77 |
163 |
257 |
257 |
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 |
90 |
103 |
110 |
132 |
253 |
348 |
3350 |
|
2 |
90 |
104 |
110 |
133 |
253 |
367 |
2496 |
|
3 |
90 |
104 |
112 |
137 |
247 |
382 |
1884 |
|
4 |
89 |
105 |
115 |
141 |
245 |
382 |
1456 |
|
5 |
90 |
106 |
118 |
142 |
244 |
373 |
1154 |
|
6 |
91 |
108 |
120 |
145 |
243 |
359 |
936 |
|
7 |
92 |
110 |
121 |
146 |
243 |
342 |
774 |
|
8 |
91 |
111 |
122 |
149 |
243 |
336 |
651 |
|
9 |
91 |
111 |
123 |
151 |
242 |
335 |
554 |
|
10 |
90 |
110 |
123 |
151 |
240 |
334 |
477 |
|
11 |
88 |
108 |
121 |
150 |
238 |
332 |
414 |
|
12 |
86 |
107 |
120 |
149 |
236 |
330 |
362 |
|
13 |
84 |
105 |
118 |
147 |
234 |
328 |
328 |
|
14 |
82 |
103 |
116 |
145 |
233 |
326 |
326 |
|
15 |
81 |
101 |
114 |
143 |
231 |
324 |
324 |
|
16 |
79 |
99 |
112 |
141 |
229 |
322 |
322 |
|
17 |
77 |
97 |
110 |
140 |
227 |
321 |
321 |
|
18 |
75 |
96 |
109 |
138 |
226 |
319 |
319 |
|
19 |
74 |
94 |
107 |
137 |
224 |
318 |
318 |
|
20 |
73 |
93 |
106 |
136 |
223 |
317 |
317 |
|
21 |
72 |
92 |
105 |
134 |
222 |
316 |
316 |
|
22 |
71 |
91 |
104 |
133 |
221 |
315 |
315 |
|
23 |
70 |
90 |
103 |
132 |
220 |
313 |
313 |
|
24 |
68 |
89 |
102 |
131 |
219 |
312 |
312 |
|
25 |
67 |
88 |
100 |
130 |
217 |
311 |
311 |
|
26 |
66 |
86 |
99 |
129 |
216 |
310 |
310 |
|
27 |
65 |
85 |
98 |
127 |
215 |
309 |
309 |
|
28 |
64 |
84 |
97 |
126 |
214 |
308 |
308 |
|
29 |
63 |
83 |
96 |
125 |
213 |
306 |
306 |
|
30 |
62 |
82 |
95 |
124 |
212 |
305 |
305 |
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 |
332 |
345 |
351 |
374 |
494 |
590 |
3428 |
|
2 |
77 |
91 |
97 |
119 |
240 |
371 |
2534 |
|
3 |
79 |
94 |
102 |
127 |
237 |
385 |
1904 |
|
4 |
81 |
97 |
107 |
133 |
237 |
384 |
1468 |
|
5 |
83 |
100 |
112 |
136 |
238 |
374 |
1161 |
|
6 |
86 |
103 |
115 |
140 |
238 |
359 |
940 |
|
7 |
87 |
106 |
117 |
142 |
239 |
342 |
777 |
|
8 |
88 |
107 |
119 |
146 |
239 |
333 |
653 |
|
9 |
89 |
109 |
121 |
149 |
240 |
333 |
556 |
|
10 |
89 |
109 |
122 |
151 |
239 |
333 |
478 |
|
11 |
89 |
109 |
122 |
151 |
239 |
333 |
415 |
|
12 |
89 |
109 |
122 |
152 |
239 |
333 |
363 |
|
13 |
89 |
110 |
123 |
152 |
240 |
333 |
333 |
|
14 |
90 |
110 |
123 |
152 |
240 |
334 |
334 |
|
15 |
91 |
111 |
124 |
153 |
241 |
334 |
334 |
|
16 |
92 |
112 |
125 |
154 |
242 |
335 |
335 |
|
17 |
93 |
113 |
126 |
155 |
243 |
336 |
336 |
|
18 |
94 |
114 |
127 |
156 |
244 |
337 |
337 |
|
19 |
94 |
115 |
128 |
157 |
245 |
338 |
338 |
|
20 |
95 |
115 |
128 |
158 |
245 |
339 |
339 |
|
21 |
95 |
115 |
128 |
158 |
245 |
339 |
339 |
|
22 |
95 |
115 |
128 |
157 |
245 |
339 |
339 |
|
23 |
94 |
115 |
128 |
157 |
244 |
338 |
338 |
|
24 |
93 |
114 |
127 |
156 |
244 |
337 |
337 |
|
25 |
92 |
113 |
126 |
155 |
243 |
336 |
336 |
|
26 |
91 |
112 |
124 |
154 |
241 |
335 |
335 |
|
27 |
90 |
110 |
123 |
152 |
240 |
334 |
334 |
|
28 |
89 |
109 |
122 |
151 |
239 |
332 |
332 |
|
29 |
87 |
108 |
120 |
150 |
237 |
331 |
331 |
|
30 |
86 |
106 |
119 |
148 |
236 |
330 |
330 |
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 |
5 |
12 |
34 |
155 |
301 |
3090 |
|
2 |
0 |
5 |
12 |
34 |
155 |
340 |
2292 |
|
3 |
1 |
5 |
14 |
39 |
149 |
353 |
1725 |
|
4 |
1 |
6 |
16 |
42 |
145 |
351 |
1331 |
|
5 |
1 |
7 |
19 |
43 |
145 |
342 |
1054 |
|
6 |
2 |
8 |
20 |
45 |
144 |
329 |
854 |
|
7 |
2 |
11 |
21 |
47 |
143 |
313 |
705 |
|
8 |
2 |
10 |
22 |
49 |
142 |
296 |
593 |
|
9 |
2 |
10 |
25 |
50 |
141 |
279 |
504 |
|
10 |
4 |
11 |
27 |
52 |
141 |
262 |
434 |
|
11 |
4 |
11 |
30 |
53 |
141 |
246 |
377 |
|
12 |
4 |
11 |
32 |
53 |
141 |
234 |
330 |
|
13 |
4 |
11 |
35 |
53 |
141 |
234 |
291 |
|
14 |
4 |
12 |
38 |
53 |
141 |
234 |
258 |
|
15 |
5 |
12 |
39 |
53 |
141 |
235 |
235 |
|
16 |
5 |
13 |
42 |
53 |
141 |
235 |
235 |
|
17 |
6 |
14 |
45 |
54 |
142 |
235 |
235 |
|
18 |
6 |
15 |
47 |
54 |
142 |
236 |
236 |
|
19 |
7 |
15 |
49 |
55 |
143 |
236 |
236 |
|
20 |
7 |
17 |
52 |
56 |
143 |
237 |
237 |
|
21 |
7 |
17 |
54 |
59 |
144 |
238 |
238 |
|
22 |
8 |
18 |
57 |
61 |
145 |
239 |
239 |
|
23 |
8 |
19 |
60 |
63 |
146 |
239 |
239 |
|
24 |
8 |
20 |
61 |
65 |
146 |
240 |
240 |
|
25 |
9 |
20 |
64 |
66 |
146 |
240 |
240 |
|
26 |
9 |
22 |
66 |
68 |
147 |
240 |
240 |
|
27 |
9 |
22 |
69 |
71 |
147 |
241 |
241 |
|
28 |
10 |
23 |
72 |
73 |
148 |
241 |
241 |
|
29 |
10 |
24 |
74 |
75 |
148 |
241 |
241 |
|
30 |
11 |
25 |
77 |
77 |
148 |
242 |
242 |
3.22
New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
48 |
61 |
68 |
90 |
211 |
306 |
3113 |
|
2 |
49 |
62 |
69 |
91 |
212 |
342 |
2308 |
|
3 |
48 |
62 |
71 |
96 |
206 |
355 |
1736 |
|
4 |
48 |
63 |
73 |
99 |
203 |
353 |
1339 |
|
5 |
48 |
64 |
76 |
100 |
202 |
344 |
1060 |
|
6 |
49 |
66 |
78 |
103 |
201 |
330 |
859 |
|
7 |
49 |
67 |
78 |
103 |
200 |
315 |
710 |
|
8 |
48 |
67 |
79 |
106 |
199 |
298 |
597 |
|
9 |
48 |
68 |
80 |
108 |
199 |
292 |
508 |
|
10 |
47 |
67 |
80 |
109 |
197 |
291 |
437 |
|
11 |
46 |
66 |
79 |
108 |
196 |
289 |
380 |
|
12 |
44 |
64 |
77 |
107 |
194 |
288 |
333 |
|
13 |
42 |
63 |
76 |
105 |
193 |
286 |
293 |
|
14 |
41 |
61 |
74 |
104 |
191 |
285 |
285 |
|
15 |
40 |
60 |
73 |
102 |
190 |
283 |
283 |
|
16 |
38 |
58 |
71 |
101 |
188 |
282 |
282 |
|
17 |
37 |
57 |
70 |
99 |
187 |
281 |
281 |
|
18 |
36 |
56 |
69 |
98 |
186 |
280 |
280 |
|
19 |
35 |
55 |
68 |
97 |
185 |
279 |
279 |
|
20 |
34 |
55 |
68 |
97 |
184 |
278 |
278 |
|
21 |
34 |
54 |
67 |
96 |
184 |
278 |
278 |
|
22 |
33 |
54 |
66 |
96 |
183 |
277 |
277 |
|
23 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
24 |
32 |
52 |
65 |
94 |
182 |
276 |
276 |
|
25 |
31 |
51 |
65 |
94 |
181 |
275 |
275 |
|
26 |
30 |
51 |
67 |
93 |
180 |
274 |
274 |
|
27 |
30 |
50 |
70 |
92 |
180 |
273 |
273 |
|
28 |
29 |
49 |
72 |
92 |
179 |
273 |
273 |
|
29 |
28 |
49 |
74 |
91 |
178 |
272 |
272 |
|
30 |
28 |
48 |
77 |
90 |
178 |
271 |
271 |
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 |
111 |
124 |
131 |
153 |
274 |
369 |
3400 |
|
2 |
112 |
126 |
132 |
154 |
275 |
371 |
2527 |
|
3 |
113 |
127 |
136 |
160 |
271 |
386 |
1905 |
|
4 |
114 |
129 |
139 |
165 |
269 |
385 |
1471 |
|
5 |
115 |
131 |
143 |
167 |
269 |
376 |
1165 |
|
6 |
116 |
133 |
145 |
170 |
269 |
362 |
945 |
|
7 |
117 |
135 |
146 |
172 |
268 |
362 |
782 |
|
8 |
116 |
135 |
147 |
173 |
267 |
361 |
657 |
|
9 |
116 |
135 |
147 |
176 |
266 |
360 |
560 |
|
10 |
115 |
135 |
148 |
177 |
265 |
359 |
483 |
|
11 |
114 |
134 |
147 |
176 |
264 |
358 |
419 |
|
12 |
112 |
132 |
145 |
175 |
262 |
356 |
367 |
|
13 |
110 |
130 |
143 |
173 |
260 |
354 |
354 |
|
14 |
108 |
128 |
141 |
170 |
258 |
352 |
352 |
|
15 |
106 |
126 |
139 |
168 |
256 |
349 |
349 |
|
16 |
103 |
124 |
136 |
166 |
253 |
347 |
347 |
|
17 |
101 |
121 |
134 |
164 |
251 |
345 |
345 |
|
18 |
99 |
119 |
132 |
161 |
249 |
343 |
343 |
|
19 |
97 |
117 |
130 |
159 |
247 |
341 |
341 |
|
20 |
95 |
115 |
128 |
158 |
245 |
339 |
339 |
|
21 |
93 |
114 |
127 |
156 |
244 |
337 |
337 |
|
22 |
92 |
112 |
125 |
154 |
242 |
335 |
335 |
|
23 |
90 |
110 |
123 |
152 |
240 |
333 |
333 |
|
24 |
88 |
108 |
121 |
150 |
238 |
332 |
332 |
|
25 |
86 |
106 |
119 |
149 |
236 |
330 |
330 |
|
26 |
84 |
105 |
118 |
147 |
234 |
328 |
328 |
|
27 |
83 |
103 |
116 |
145 |
233 |
326 |
326 |
|
28 |
81 |
101 |
114 |
143 |
231 |
325 |
325 |
|
29 |
79 |
100 |
113 |
142 |
229 |
323 |
323 |
|
30 |
78 |
98 |
111 |
140 |
228 |
322 |
322 |
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 |
166 |
180 |
186 |
208 |
329 |
425 |
3298 |
|
2 |
176 |
189 |
195 |
218 |
338 |
434 |
2467 |
|
3 |
179 |
194 |
202 |
227 |
337 |
433 |
1868 |
|
4 |
181 |
196 |
206 |
232 |
336 |
430 |
1447 |
|
5 |
181 |
198 |
210 |
234 |
336 |
429 |
1148 |
|
6 |
181 |
199 |
211 |
236 |
334 |
428 |
931 |
|
7 |
182 |
200 |
211 |
236 |
333 |
426 |
770 |
|
8 |
180 |
199 |
211 |
238 |
331 |
425 |
648 |
|
9 |
179 |
199 |
211 |
239 |
330 |
423 |
552 |
|
10 |
178 |
198 |
211 |
240 |
328 |
422 |
475 |
|
11 |
176 |
197 |
210 |
239 |
326 |
420 |
420 |
|
12 |
174 |
194 |
207 |
236 |
324 |
418 |
418 |
|
13 |
171 |
191 |
204 |
233 |
321 |
415 |
415 |
|
14 |
168 |
188 |
201 |
230 |
318 |
412 |
412 |
|
15 |
165 |
185 |
198 |
227 |
315 |
408 |
408 |
|
16 |
162 |
182 |
195 |
224 |
312 |
405 |
405 |
|
17 |
158 |
179 |
192 |
221 |
309 |
402 |
402 |
|
18 |
155 |
176 |
189 |
218 |
305 |
399 |
399 |
|
19 |
152 |
173 |
185 |
215 |
302 |
396 |
396 |
|
20 |
149 |
170 |
182 |
212 |
299 |
393 |
393 |
|
21 |
146 |
166 |
179 |
209 |
296 |
390 |
390 |
|
22 |
143 |
163 |
176 |
206 |
293 |
387 |
387 |
|
23 |
140 |
160 |
173 |
202 |
290 |
384 |
384 |
|
24 |
137 |
157 |
170 |
199 |
287 |
380 |
380 |
|
25 |
134 |
154 |
167 |
196 |
284 |
377 |
377 |
|
26 |
131 |
151 |
164 |
193 |
281 |
374 |
374 |
|
27 |
128 |
148 |
161 |
190 |
278 |
371 |
371 |
|
28 |
125 |
145 |
158 |
187 |
275 |
369 |
369 |
|
29 |
122 |
142 |
155 |
185 |
272 |
366 |
366 |
|
30 |
119 |
140 |
153 |
182 |
269 |
363 |
363 |
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 |
25 |
38 |
45 |
67 |
188 |
311 |
3195 |
|
2 |
26 |
39 |
46 |
68 |
188 |
350 |
2372 |
|
3 |
25 |
40 |
48 |
73 |
183 |
364 |
1787 |
|
4 |
25 |
40 |
51 |
76 |
180 |
363 |
1379 |
|
5 |
25 |
42 |
54 |
78 |
180 |
354 |
1092 |
|
6 |
26 |
44 |
55 |
80 |
179 |
340 |
885 |
|
7 |
27 |
45 |
56 |
82 |
178 |
324 |
732 |
|
8 |
26 |
45 |
56 |
83 |
177 |
307 |
615 |
|
9 |
25 |
45 |
57 |
85 |
176 |
289 |
524 |
|
10 |
25 |
45 |
58 |
87 |
175 |
272 |
451 |
|
11 |
24 |
45 |
58 |
87 |
175 |
268 |
391 |
|
12 |
24 |
44 |
57 |
86 |
174 |
267 |
343 |
|
13 |
23 |
43 |
56 |
86 |
173 |
267 |
302 |
|
14 |
23 |
43 |
56 |
85 |
173 |
266 |
267 |
|
15 |
22 |
43 |
56 |
85 |
172 |
266 |
266 |
|
16 |
22 |
42 |
55 |
85 |
172 |
266 |
266 |
|
17 |
22 |
42 |
55 |
85 |
172 |
266 |
266 |
|
18 |
22 |
42 |
55 |
85 |
172 |
266 |
266 |
|
19 |
22 |
42 |
55 |
85 |
172 |
266 |
266 |
|
20 |
22 |
43 |
56 |
85 |
172 |
266 |
266 |
|
21 |
22 |
43 |
56 |
85 |
172 |
266 |
266 |
|
22 |
22 |
43 |
59 |
85 |
172 |
266 |
266 |
|
23 |
22 |
42 |
61 |
85 |
172 |
266 |
266 |
|
24 |
22 |
42 |
64 |
84 |
172 |
266 |
266 |
|
25 |
22 |
42 |
66 |
84 |
172 |
265 |
265 |
|
26 |
21 |
42 |
69 |
84 |
171 |
265 |
265 |
|
27 |
21 |
41 |
71 |
84 |
171 |
265 |
265 |
|
28 |
21 |
41 |
74 |
83 |
171 |
264 |
264 |
|
29 |
20 |
41 |
76 |
83 |
171 |
264 |
264 |
|
30 |
20 |
40 |
78 |
83 |
170 |
264 |
264 |
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 |
22 |
35 |
42 |
64 |
184 |
313 |
3226 |
|
2 |
24 |
37 |
43 |
66 |
186 |
353 |
2395 |
|
3 |
25 |
39 |
47 |
72 |
182 |
367 |
1803 |
|
4 |
26 |
41 |
51 |
77 |
181 |
366 |
1390 |
|
5 |
27 |
44 |
56 |
80 |
182 |
356 |
1100 |
|
6 |
29 |
46 |
58 |
83 |
182 |
342 |
891 |
|
7 |
31 |
50 |
60 |
86 |
182 |
326 |
736 |
|
8 |
31 |
50 |
62 |
88 |
182 |
308 |
618 |
|
9 |
32 |
51 |
63 |
91 |
182 |
290 |
526 |
|
10 |
32 |
52 |
65 |
94 |
183 |
276 |
453 |
|
11 |
33 |
53 |
66 |
95 |
183 |
277 |
393 |
|
12 |
33 |
53 |
66 |
95 |
183 |
277 |
344 |
|
13 |
33 |
53 |
66 |
95 |
183 |
277 |
303 |
|
14 |
33 |
53 |
66 |
95 |
183 |
276 |
276 |
|
15 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
16 |
32 |
52 |
65 |
95 |
182 |
276 |
276 |
|
17 |
32 |
52 |
65 |
95 |
182 |
276 |
276 |
|
18 |
32 |
52 |
65 |
95 |
182 |
276 |
276 |
|
19 |
32 |
52 |
65 |
95 |
182 |
276 |
276 |
|
20 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
21 |
33 |
53 |
66 |
95 |
183 |
276 |
276 |
|
22 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
23 |
32 |
53 |
66 |
95 |
182 |
276 |
276 |
|
24 |
32 |
52 |
65 |
94 |
182 |
276 |
276 |
|
25 |
32 |
52 |
66 |
94 |
182 |
275 |
275 |
|
26 |
31 |
51 |
69 |
94 |
181 |
275 |
275 |
|
27 |
31 |
51 |
71 |
93 |
181 |
274 |
274 |
|
28 |
30 |
50 |
74 |
93 |
180 |
274 |
274 |
|
29 |
30 |
50 |
76 |
92 |
180 |
273 |
273 |
|
30 |
29 |
49 |
78 |
92 |
179 |
273 |
273 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
121 |
135 |
141 |
164 |
284 |
380 |
3422 |
|
2 |
120 |
133 |
140 |
162 |
283 |
378 |
2542 |
|
3 |
118 |
133 |
141 |
166 |
276 |
387 |
1915 |
|
4 |
117 |
133 |
143 |
169 |
273 |
386 |
1477 |
|
5 |
117 |
134 |
146 |
170 |
272 |
377 |
1168 |
|
6 |
117 |
135 |
146 |
172 |
270 |
364 |
946 |
|
7 |
118 |
136 |
147 |
173 |
269 |
363 |
782 |
|
8 |
117 |
136 |
148 |
174 |
268 |
362 |
657 |
|
9 |
116 |
136 |
148 |
176 |
267 |
360 |
559 |
|
10 |
116 |
136 |
149 |
178 |
266 |
360 |
481 |
|
11 |
115 |
136 |
149 |
178 |
265 |
359 |
418 |
|
12 |
114 |
134 |
147 |
177 |
264 |
358 |
365 |
|
13 |
113 |
133 |
146 |
175 |
263 |
357 |
357 |
|
14 |
111 |
132 |
145 |
174 |
262 |
355 |
355 |
|
15 |
109 |
130 |
142 |
172 |
259 |
353 |
353 |
|
16 |
107 |
127 |
140 |
170 |
257 |
351 |
351 |
|
17 |
104 |
125 |
138 |
167 |
254 |
348 |
348 |
|
18 |
102 |
122 |
135 |
165 |
252 |
346 |
346 |
|
19 |
100 |
120 |
133 |
162 |
250 |
344 |
344 |
|
20 |
98 |
118 |
131 |
160 |
248 |
342 |
342 |
|
21 |
95 |
116 |
129 |
158 |
246 |
339 |
339 |
|
22 |
93 |
114 |
126 |
156 |
243 |
337 |
337 |
|
23 |
91 |
111 |
124 |
154 |
241 |
335 |
335 |
|
24 |
89 |
109 |
122 |
151 |
239 |
333 |
333 |
|
25 |
87 |
107 |
120 |
149 |
237 |
330 |
330 |
|
26 |
84 |
105 |
118 |
147 |
235 |
328 |
328 |
|
27 |
82 |
103 |
116 |
145 |
233 |
326 |
326 |
|
28 |
80 |
101 |
114 |
143 |
230 |
324 |
324 |
|
29 |
78 |
99 |
112 |
141 |
228 |
322 |
322 |
|
30 |
76 |
97 |
110 |
139 |
227 |
320 |
320 |
3.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
6 |
12 |
35 |
155 |
306 |
3144 |
|
2 |
0 |
8 |
14 |
37 |
157 |
345 |
2332 |
|
3 |
1 |
10 |
18 |
43 |
153 |
358 |
1754 |
|
4 |
1 |
12 |
22 |
48 |
152 |
357 |
1353 |
|
5 |
1 |
14 |
26 |
51 |
152 |
347 |
1070 |
|
6 |
2 |
18 |
29 |
54 |
153 |
333 |
867 |
|
7 |
2 |
21 |
31 |
57 |
153 |
317 |
717 |
|
8 |
2 |
21 |
33 |
59 |
153 |
300 |
602 |
|
9 |
3 |
22 |
34 |
62 |
153 |
283 |
512 |
|
10 |
4 |
23 |
36 |
64 |
153 |
266 |
441 |
|
11 |
4 |
23 |
36 |
65 |
153 |
250 |
383 |
|
12 |
4 |
23 |
35 |
65 |
152 |
246 |
335 |
|
13 |
4 |
22 |
35 |
65 |
152 |
246 |
295 |
|
14 |
4 |
22 |
38 |
64 |
152 |
246 |
261 |
|
15 |
5 |
22 |
40 |
64 |
152 |
245 |
245 |
|
16 |
6 |
22 |
42 |
64 |
151 |
245 |
245 |
|
17 |
6 |
22 |
45 |
64 |
151 |
245 |
245 |
|
18 |
6 |
22 |
48 |
64 |
151 |
245 |
245 |
|
19 |
7 |
22 |
50 |
64 |
152 |
245 |
245 |
|
20 |
7 |
22 |
52 |
65 |
152 |
246 |
246 |
|
21 |
7 |
23 |
55 |
65 |
153 |
246 |
246 |
|
22 |
8 |
23 |
57 |
65 |
153 |
247 |
247 |
|
23 |
8 |
23 |
60 |
66 |
153 |
247 |
247 |
|
24 |
8 |
24 |
62 |
66 |
153 |
247 |
247 |
|
25 |
9 |
24 |
65 |
68 |
154 |
247 |
247 |
|
26 |
9 |
24 |
67 |
70 |
154 |
247 |
247 |
|
27 |
9 |
24 |
70 |
72 |
154 |
248 |
248 |
|
28 |
10 |
24 |
72 |
73 |
154 |
248 |
248 |
|
29 |
10 |
24 |
75 |
75 |
154 |
248 |
248 |
|
30 |
11 |
25 |
77 |
77 |
154 |
248 |
248 |
3.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
44 |
51 |
73 |
193 |
305 |
3132 |
|
2 |
31 |
44 |
51 |
73 |
194 |
343 |
2321 |
|
3 |
30 |
44 |
52 |
77 |
187 |
356 |
1746 |
|
4 |
28 |
44 |
54 |
80 |
184 |
355 |
1346 |
|
5 |
28 |
45 |
56 |
81 |
183 |
346 |
1065 |
|
6 |
31 |
48 |
60 |
85 |
184 |
332 |
862 |
|
7 |
29 |
48 |
58 |
84 |
180 |
316 |
712 |
|
8 |
33 |
52 |
63 |
90 |
184 |
299 |
598 |
|
9 |
32 |
52 |
64 |
92 |
183 |
281 |
509 |
|
10 |
27 |
47 |
60 |
88 |
177 |
271 |
438 |
|
11 |
22 |
42 |
55 |
84 |
172 |
266 |
380 |
|
12 |
19 |
39 |
52 |
81 |
169 |
263 |
333 |
|
13 |
16 |
37 |
50 |
79 |
166 |
260 |
293 |
|
14 |
14 |
35 |
48 |
77 |
164 |
258 |
260 |
|
15 |
13 |
33 |
46 |
75 |
163 |
257 |
257 |
|
16 |
11 |
32 |
45 |
74 |
161 |
255 |
255 |
|
17 |
11 |
31 |
45 |
73 |
161 |
254 |
254 |
|
18 |
10 |
30 |
47 |
72 |
160 |
254 |
254 |
|
19 |
9 |
30 |
49 |
72 |
160 |
253 |
253 |
|
20 |
9 |
30 |
52 |
72 |
160 |
253 |
253 |
|
21 |
9 |
30 |
54 |
72 |
160 |
253 |
253 |
|
22 |
9 |
30 |
57 |
72 |
160 |
253 |
253 |
|
23 |
9 |
30 |
60 |
72 |
160 |
253 |
253 |
|
24 |
9 |
30 |
61 |
72 |
159 |
253 |
253 |
|
25 |
9 |
30 |
64 |
72 |
159 |
253 |
253 |
|
26 |
9 |
29 |
66 |
72 |
159 |
253 |
253 |
|
27 |
9 |
29 |
69 |
71 |
159 |
253 |
253 |
|
28 |
10 |
29 |
71 |
73 |
159 |
253 |
253 |
|
29 |
10 |
29 |
74 |
75 |
159 |
252 |
252 |
|
30 |
11 |
29 |
77 |
77 |
159 |
252 |
252 |
3.30
Turkish lira
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
195 |
208 |
215 |
237 |
358 |
453 |
3807 |
|
2 |
191 |
204 |
211 |
233 |
354 |
449 |
2834 |
|
3 |
185 |
200 |
208 |
233 |
343 |
439 |
2129 |
|
4 |
181 |
196 |
206 |
232 |
336 |
430 |
1640 |
|
5 |
176 |
193 |
204 |
229 |
330 |
424 |
1295 |
|
6 |
173 |
190 |
202 |
227 |
325 |
419 |
1046 |
|
7 |
170 |
188 |
199 |
224 |
321 |
414 |
861 |
|
8 |
165 |
184 |
196 |
223 |
316 |
410 |
722 |
|
9 |
161 |
181 |
193 |
221 |
312 |
406 |
613 |
|
10 |
157 |
178 |
190 |
219 |
308 |
401 |
526 |
|
11 |
153 |
174 |
187 |
216 |
304 |
397 |
456 |
|
12 |
149 |
170 |
183 |
212 |
299 |
393 |
398 |
|
13 |
145 |
166 |
179 |
208 |
295 |
389 |
389 |
|
14 |
141 |
162 |
175 |
204 |
292 |
385 |
385 |
|
15 |
138 |
158 |
171 |
200 |
288 |
382 |
382 |
|
16 |
134 |
155 |
168 |
197 |
285 |
378 |
378 |
|
17 |
131 |
152 |
164 |
194 |
281 |
375 |
375 |
|
18 |
128 |
149 |
161 |
191 |
278 |
372 |
372 |
|
19 |
125 |
146 |
159 |
188 |
275 |
369 |
369 |
|
20 |
123 |
143 |
156 |
185 |
273 |
366 |
366 |
|
21 |
120 |
140 |
153 |
182 |
270 |
364 |
364 |
|
22 |
117 |
138 |
150 |
180 |
267 |
361 |
361 |
|
23 |
115 |
135 |
148 |
177 |
265 |
358 |
358 |
|
24 |
112 |
132 |
145 |
175 |
262 |
356 |
356 |
|
25 |
109 |
130 |
143 |
172 |
260 |
353 |
353 |
|
26 |
107 |
127 |
140 |
170 |
257 |
351 |
351 |
|
27 |
105 |
125 |
138 |
167 |
255 |
348 |
348 |
|
28 |
102 |
123 |
136 |
165 |
252 |
346 |
346 |
|
29 |
100 |
121 |
133 |
163 |
250 |
344 |
344 |
|
30 |
98 |
118 |
131 |
161 |
248 |
342 |
342 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
26 |
52 |
173 |
307 |
3154 |
|
2 |
0 |
14 |
26 |
52 |
173 |
345 |
2335 |
|
3 |
1 |
17 |
28 |
56 |
169 |
358 |
1755 |
|
4 |
1 |
20 |
32 |
62 |
168 |
357 |
1353 |
|
5 |
2 |
23 |
36 |
67 |
169 |
347 |
1070 |
|
6 |
4 |
26 |
39 |
69 |
169 |
333 |
867 |
|
7 |
7 |
30 |
42 |
71 |
170 |
317 |
716 |
|
8 |
9 |
34 |
46 |
74 |
170 |
300 |
601 |
|
9 |
11 |
37 |
49 |
76 |
170 |
283 |
512 |
|
10 |
12 |
38 |
51 |
77 |
170 |
266 |
441 |
|
11 |
12 |
40 |
52 |
78 |
170 |
264 |
383 |
|
12 |
13 |
41 |
54 |
79 |
170 |
264 |
335 |
|
13 |
14 |
43 |
54 |
80 |
170 |
263 |
295 |
|
14 |
15 |
43 |
55 |
80 |
170 |
263 |
263 |
|
15 |
15 |
43 |
55 |
80 |
170 |
263 |
263 |
|
16 |
15 |
43 |
55 |
80 |
169 |
263 |
263 |
|
17 |
15 |
43 |
55 |
80 |
170 |
263 |
263 |
|
18 |
15 |
43 |
55 |
80 |
170 |
263 |
263 |
|
19 |
15 |
43 |
55 |
80 |
170 |
263 |
263 |
|
20 |
15 |
43 |
55 |
80 |
170 |
264 |
264 |
|
21 |
15 |
43 |
55 |
80 |
170 |
264 |
264 |
|
22 |
15 |
43 |
57 |
80 |
170 |
264 |
264 |
|
23 |
15 |
43 |
60 |
80 |
170 |
264 |
264 |
|
24 |
15 |
43 |
62 |
80 |
170 |
264 |
264 |
|
25 |
15 |
43 |
65 |
80 |
170 |
264 |
264 |
|
26 |
15 |
43 |
67 |
80 |
170 |
264 |
264 |
|
27 |
15 |
43 |
70 |
80 |
170 |
264 |
264 |
|
28 |
15 |
43 |
72 |
80 |
170 |
263 |
263 |
|
29 |
15 |
43 |
74 |
80 |
170 |
263 |
263 |
|
30 |
15 |
43 |
77 |
80 |
169 |
263 |
263 |
3.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
12 |
133 |
298 |
3056 |
|
2 |
0 |
1 |
6 |
14 |
131 |
336 |
2266 |
|
3 |
1 |
1 |
9 |
17 |
124 |
349 |
1705 |
|
4 |
1 |
3 |
11 |
19 |
121 |
347 |
1314 |
|
5 |
1 |
4 |
14 |
22 |
120 |
338 |
1040 |
|
6 |
2 |
4 |
16 |
25 |
120 |
325 |
843 |
|
7 |
2 |
6 |
19 |
28 |
119 |
309 |
697 |
|
8 |
2 |
6 |
22 |
30 |
119 |
292 |
585 |
|
9 |
2 |
7 |
25 |
32 |
119 |
276 |
498 |
|
10 |
4 |
8 |
27 |
34 |
119 |
259 |
429 |
|
11 |
4 |
9 |
29 |
37 |
119 |
243 |
373 |
|
12 |
4 |
10 |
32 |
39 |
120 |
228 |
326 |
|
13 |
4 |
10 |
35 |
41 |
120 |
214 |
287 |
|
14 |
4 |
11 |
36 |
43 |
120 |
214 |
254 |
|
15 |
5 |
12 |
39 |
46 |
120 |
214 |
226 |
|
16 |
5 |
12 |
42 |
48 |
121 |
214 |
214 |
|
17 |
6 |
14 |
44 |
49 |
121 |
215 |
215 |
|
18 |
6 |
15 |
46 |
52 |
121 |
215 |
215 |
|
19 |
7 |
15 |
49 |
53 |
122 |
216 |
216 |
|
20 |
7 |
17 |
52 |
56 |
123 |
216 |
216 |
|
21 |
7 |
17 |
53 |
58 |
124 |
217 |
217 |
|
22 |
8 |
18 |
56 |
59 |
125 |
217 |
217 |
|
23 |
8 |
18 |
58 |
62 |
126 |
218 |
218 |
|
24 |
8 |
20 |
61 |
64 |
128 |
218 |
218 |
|
25 |
9 |
20 |
63 |
66 |
130 |
218 |
218 |
|
26 |
9 |
21 |
65 |
68 |
130 |
218 |
218 |
|
27 |
9 |
22 |
67 |
70 |
132 |
218 |
218 |
|
28 |
10 |
23 |
70 |
71 |
133 |
218 |
218 |
|
29 |
10 |
23 |
72 |
73 |
134 |
218 |
218 |
|
30 |
10 |
25 |
75 |
75 |
134 |
218 |
218 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
11 |
|
Euro |
Belgium |
11 |
|
Euro |
Cyprus |
11 |
|
Euro |
Estonia |
11 |
|
Euro |
Finland |
11 |
|
Euro |
France |
11 |
|
Euro |
Germany |
11 |
|
Euro |
Greece |
11 |
|
Euro |
Ireland |
11 |
|
Euro |
Italy |
11 |
|
Euro |
Latvia |
11 |
|
Euro |
Lithuania |
11 |
|
Euro |
Luxembourg |
11 |
|
Euro |
Malta |
11 |
|
Euro |
Netherlands |
11 |
|
Euro |
Portugal |
11 |
|
Euro |
Slovakia |
11 |
|
Euro |
Slovenia |
11 |
|
Euro |
Spain |
11 |
|
Czech koruna |
Czech Republic |
14 |
|
Danish krone |
Denmark |
7 |
|
Forint |
Hungary |
2 |
|
Krona |
Sweden |
11 |
|
Kuna |
Croatia |
1 |
|
Lev |
Bulgaria |
5 |
|
Pound sterling |
United Kingdom |
20 |
|
Romanian leu |
Romania |
3 |
|
Zloty |
Poland |
11 |
|
Króna |
Iceland |
1 |
|
Norwegian krone |
Norway |
45 |
|
Swiss franc |
Liechtenstein |
10 |
|
Swiss franc |
Switzerland |
10 |
|
Australian dollar |
Australia |
11 |
|
Canadian dollar |
Canada |
37 |
|
US dollar |
United States |
42 |
|
Yen |
Japan |
2 |
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