COMMISSION IMPLEMENTING REGULATION (EU) 2019/1285
of 30 July 2019
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2019 until 29 September 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 |
– 0,462 % |
2,022 % |
– 0,472 % |
0,286 % |
– 0,176 % |
– 0,045 % |
|
2 |
– 0,483 % |
1,853 % |
– 0,493 % |
0,659 % |
– 0,181 % |
0,044 % |
|
3 |
– 0,455 % |
1,719 % |
– 0,465 % |
0,785 % |
– 0,148 % |
0,074 % |
|
4 |
– 0,403 % |
1,626 % |
– 0,413 % |
1,173 % |
– 0,088 % |
0,105 % |
|
5 |
– 0,335 % |
1,565 % |
– 0,345 % |
1,455 % |
– 0,000 % |
0,302 % |
|
6 |
– 0,256 % |
1,523 % |
– 0,266 % |
1,760 % |
0,090 % |
0,559 % |
|
7 |
– 0,174 % |
1,499 % |
– 0,184 % |
2,025 % |
0,186 % |
0,794 % |
|
8 |
– 0,089 % |
1,486 % |
– 0,099 % |
2,224 % |
0,278 % |
0,969 % |
|
9 |
– 0,005 % |
1,488 % |
– 0,015 % |
2,379 % |
0,364 % |
1,084 % |
|
10 |
0,078 % |
1,501 % |
0,068 % |
2,504 % |
0,449 % |
1,188 % |
|
11 |
0,153 % |
1,523 % |
0,143 % |
2,631 % |
0,602 % |
1,290 % |
|
12 |
0,224 % |
1,547 % |
0,214 % |
2,762 % |
0,790 % |
1,389 % |
|
13 |
0,292 % |
1,569 % |
0,282 % |
2,889 % |
0,982 % |
1,484 % |
|
14 |
0,353 % |
1,592 % |
0,342 % |
3,008 % |
1,163 % |
1,575 % |
|
15 |
0,400 % |
1,622 % |
0,390 % |
3,116 % |
1,330 % |
1,662 % |
|
16 |
0,433 % |
1,662 % |
0,423 % |
3,210 % |
1,482 % |
1,744 % |
|
17 |
0,461 % |
1,707 % |
0,450 % |
3,293 % |
1,619 % |
1,822 % |
|
18 |
0,489 % |
1,758 % |
0,479 % |
3,367 % |
1,742 % |
1,896 % |
|
19 |
0,524 % |
1,810 % |
0,513 % |
3,432 % |
1,853 % |
1,966 % |
|
20 |
0,568 % |
1,864 % |
0,558 % |
3,491 % |
1,954 % |
2,033 % |
|
21 |
0,624 % |
1,918 % |
0,614 % |
3,544 % |
2,045 % |
2,096 % |
|
22 |
0,688 % |
1,972 % |
0,678 % |
3,592 % |
2,129 % |
2,155 % |
|
23 |
0,758 % |
2,025 % |
0,748 % |
3,635 % |
2,205 % |
2,211 % |
|
24 |
0,830 % |
2,076 % |
0,821 % |
3,674 % |
2,275 % |
2,265 % |
|
25 |
0,904 % |
2,127 % |
0,895 % |
3,711 % |
2,339 % |
2,316 % |
|
26 |
0,979 % |
2,175 % |
0,970 % |
3,744 % |
2,399 % |
2,364 % |
|
27 |
1,053 % |
2,223 % |
1,044 % |
3,774 % |
2,454 % |
2,410 % |
|
28 |
1,126 % |
2,268 % |
1,117 % |
3,803 % |
2,505 % |
2,453 % |
|
29 |
1,197 % |
2,312 % |
1,188 % |
3,829 % |
2,553 % |
2,495 % |
|
30 |
1,266 % |
2,354 % |
1,258 % |
3,853 % |
2,598 % |
2,534 % |
|
31 |
1,334 % |
2,395 % |
1,326 % |
3,876 % |
2,640 % |
2,572 % |
|
32 |
1,399 % |
2,434 % |
1,391 % |
3,897 % |
2,679 % |
2,608 % |
|
33 |
1,462 % |
2,471 % |
1,455 % |
3,917 % |
2,716 % |
2,642 % |
|
34 |
1,523 % |
2,507 % |
1,516 % |
3,936 % |
2,750 % |
2,674 % |
|
35 |
1,582 % |
2,541 % |
1,575 % |
3,953 % |
2,783 % |
2,706 % |
|
36 |
1,638 % |
2,575 % |
1,631 % |
3,969 % |
2,814 % |
2,735 % |
|
37 |
1,692 % |
2,606 % |
1,686 % |
3,985 % |
2,843 % |
2,764 % |
|
38 |
1,745 % |
2,637 % |
1,738 % |
3,999 % |
2,871 % |
2,791 % |
|
39 |
1,795 % |
2,666 % |
1,788 % |
4,013 % |
2,897 % |
2,817 % |
|
40 |
1,843 % |
2,694 % |
1,837 % |
4,026 % |
2,922 % |
2,842 % |
|
41 |
1,890 % |
2,721 % |
1,883 % |
4,038 % |
2,946 % |
2,866 % |
|
42 |
1,934 % |
2,747 % |
1,928 % |
4,050 % |
2,968 % |
2,889 % |
|
43 |
1,977 % |
2,772 % |
1,971 % |
4,061 % |
2,990 % |
2,911 % |
|
44 |
2,018 % |
2,796 % |
2,013 % |
4,072 % |
3,010 % |
2,932 % |
|
45 |
2,058 % |
2,819 % |
2,052 % |
4,082 % |
3,030 % |
2,952 % |
|
46 |
2,096 % |
2,842 % |
2,091 % |
4,091 % |
3,049 % |
2,972 % |
|
47 |
2,133 % |
2,863 % |
2,128 % |
4,101 % |
3,067 % |
2,991 % |
|
48 |
2,168 % |
2,884 % |
2,163 % |
4,109 % |
3,084 % |
3,009 % |
|
49 |
2,203 % |
2,904 % |
2,197 % |
4,118 % |
3,101 % |
3,026 % |
|
50 |
2,235 % |
2,923 % |
2,230 % |
4,126 % |
3,117 % |
3,043 % |
|
51 |
2,267 % |
2,941 % |
2,262 % |
4,133 % |
3,132 % |
3,059 % |
|
52 |
2,298 % |
2,959 % |
2,293 % |
4,141 % |
3,147 % |
3,075 % |
|
53 |
2,327 % |
2,976 % |
2,322 % |
4,148 % |
3,161 % |
3,090 % |
|
54 |
2,356 % |
2,993 % |
2,351 % |
4,155 % |
3,175 % |
3,105 % |
|
55 |
2,383 % |
3,009 % |
2,378 % |
4,161 % |
3,188 % |
3,119 % |
|
56 |
2,410 % |
3,025 % |
2,405 % |
4,167 % |
3,200 % |
3,132 % |
|
57 |
2,435 % |
3,040 % |
2,431 % |
4,174 % |
3,213 % |
3,146 % |
|
58 |
2,460 % |
3,054 % |
2,456 % |
4,179 % |
3,224 % |
3,158 % |
|
59 |
2,484 % |
3,068 % |
2,480 % |
4,185 % |
3,236 % |
3,171 % |
|
60 |
2,507 % |
3,082 % |
2,503 % |
4,190 % |
3,247 % |
3,183 % |
|
61 |
2,530 % |
3,095 % |
2,526 % |
4,196 % |
3,258 % |
3,194 % |
|
62 |
2,552 % |
3,108 % |
2,548 % |
4,201 % |
3,268 % |
3,205 % |
|
63 |
2,573 % |
3,120 % |
2,569 % |
4,206 % |
3,278 % |
3,216 % |
|
64 |
2,593 % |
3,132 % |
2,589 % |
4,210 % |
3,288 % |
3,227 % |
|
65 |
2,613 % |
3,144 % |
2,609 % |
4,215 % |
3,297 % |
3,237 % |
|
66 |
2,633 % |
3,155 % |
2,629 % |
4,219 % |
3,306 % |
3,247 % |
|
67 |
2,651 % |
3,166 % |
2,648 % |
4,224 % |
3,315 % |
3,257 % |
|
68 |
2,670 % |
3,177 % |
2,666 % |
4,228 % |
3,323 % |
3,266 % |
|
69 |
2,687 % |
3,187 % |
2,684 % |
4,232 % |
3,332 % |
3,275 % |
|
70 |
2,704 % |
3,197 % |
2,701 % |
4,236 % |
3,340 % |
3,284 % |
|
71 |
2,721 % |
3,207 % |
2,718 % |
4,239 % |
3,348 % |
3,292 % |
|
72 |
2,737 % |
3,217 % |
2,734 % |
4,243 % |
3,355 % |
3,301 % |
|
73 |
2,753 % |
3,226 % |
2,750 % |
4,247 % |
3,363 % |
3,309 % |
|
74 |
2,769 % |
3,235 % |
2,765 % |
4,250 % |
3,370 % |
3,317 % |
|
75 |
2,784 % |
3,244 % |
2,780 % |
4,254 % |
3,377 % |
3,325 % |
|
76 |
2,798 % |
3,253 % |
2,795 % |
4,257 % |
3,384 % |
3,332 % |
|
77 |
2,812 % |
3,261 % |
2,809 % |
4,260 % |
3,391 % |
3,339 % |
|
78 |
2,826 % |
3,269 % |
2,823 % |
4,263 % |
3,397 % |
3,347 % |
|
79 |
2,840 % |
3,277 % |
2,836 % |
4,266 % |
3,404 % |
3,354 % |
|
80 |
2,853 % |
3,285 % |
2,850 % |
4,269 % |
3,410 % |
3,360 % |
|
81 |
2,866 % |
3,292 % |
2,863 % |
4,272 % |
3,416 % |
3,367 % |
|
82 |
2,878 % |
3,300 % |
2,875 % |
4,275 % |
3,422 % |
3,373 % |
|
83 |
2,891 % |
3,307 % |
2,887 % |
4,278 % |
3,427 % |
3,380 % |
|
84 |
2,902 % |
3,314 % |
2,899 % |
4,280 % |
3,433 % |
3,386 % |
|
85 |
2,914 % |
3,321 % |
2,911 % |
4,283 % |
3,439 % |
3,392 % |
|
86 |
2,926 % |
3,328 % |
2,923 % |
4,286 % |
3,444 % |
3,398 % |
|
87 |
2,937 % |
3,334 % |
2,934 % |
4,288 % |
3,449 % |
3,404 % |
|
88 |
2,948 % |
3,340 % |
2,945 % |
4,290 % |
3,454 % |
3,409 % |
|
89 |
2,958 % |
3,347 % |
2,955 % |
4,293 % |
3,459 % |
3,415 % |
|
90 |
2,969 % |
3,353 % |
2,966 % |
4,295 % |
3,464 % |
3,420 % |
|
91 |
2,979 % |
3,359 % |
2,976 % |
4,297 % |
3,469 % |
3,425 % |
|
92 |
2,989 % |
3,365 % |
2,986 % |
4,300 % |
3,474 % |
3,430 % |
|
93 |
2,999 % |
3,370 % |
2,996 % |
4,302 % |
3,478 % |
3,436 % |
|
94 |
3,008 % |
3,376 % |
3,005 % |
4,304 % |
3,483 % |
3,440 % |
|
95 |
3,017 % |
3,382 % |
3,015 % |
4,306 % |
3,487 % |
3,445 % |
|
96 |
3,027 % |
3,387 % |
3,024 % |
4,308 % |
3,491 % |
3,450 % |
|
97 |
3,036 % |
3,392 % |
3,033 % |
4,310 % |
3,496 % |
3,455 % |
|
98 |
3,044 % |
3,397 % |
3,042 % |
4,312 % |
3,500 % |
3,459 % |
|
99 |
3,053 % |
3,402 % |
3,050 % |
4,314 % |
3,504 % |
3,464 % |
|
100 |
3,061 % |
3,407 % |
3,059 % |
4,316 % |
3,508 % |
3,468 % |
|
101 |
3,070 % |
3,412 % |
3,067 % |
4,318 % |
3,512 % |
3,472 % |
|
102 |
3,078 % |
3,417 % |
3,075 % |
4,319 % |
3,515 % |
3,476 % |
|
103 |
3,086 % |
3,422 % |
3,083 % |
4,321 % |
3,519 % |
3,480 % |
|
104 |
3,094 % |
3,426 % |
3,091 % |
4,323 % |
3,523 % |
3,485 % |
|
105 |
3,101 % |
3,431 % |
3,099 % |
4,325 % |
3,526 % |
3,488 % |
|
106 |
3,109 % |
3,435 % |
3,106 % |
4,326 % |
3,530 % |
3,492 % |
|
107 |
3,116 % |
3,440 % |
3,114 % |
4,328 % |
3,533 % |
3,496 % |
|
108 |
3,123 % |
3,444 % |
3,121 % |
4,329 % |
3,537 % |
3,500 % |
|
109 |
3,130 % |
3,448 % |
3,128 % |
4,331 % |
3,540 % |
3,504 % |
|
110 |
3,137 % |
3,452 % |
3,135 % |
4,333 % |
3,543 % |
3,507 % |
|
111 |
3,144 % |
3,456 % |
3,142 % |
4,334 % |
3,546 % |
3,511 % |
|
112 |
3,151 % |
3,460 % |
3,149 % |
4,336 % |
3,550 % |
3,514 % |
|
113 |
3,158 % |
3,464 % |
3,155 % |
4,337 % |
3,553 % |
3,518 % |
|
114 |
3,164 % |
3,468 % |
3,162 % |
4,338 % |
3,556 % |
3,521 % |
|
115 |
3,170 % |
3,472 % |
3,168 % |
4,340 % |
3,559 % |
3,524 % |
|
116 |
3,177 % |
3,475 % |
3,174 % |
4,341 % |
3,562 % |
3,527 % |
|
117 |
3,183 % |
3,479 % |
3,181 % |
4,343 % |
3,565 % |
3,531 % |
|
118 |
3,189 % |
3,482 % |
3,187 % |
4,344 % |
3,567 % |
3,534 % |
|
119 |
3,195 % |
3,486 % |
3,193 % |
4,345 % |
3,570 % |
3,537 % |
|
120 |
3,201 % |
3,489 % |
3,199 % |
4,347 % |
3,573 % |
3,540 % |
|
121 |
3,206 % |
3,493 % |
3,204 % |
4,348 % |
3,576 % |
3,543 % |
|
122 |
3,212 % |
3,496 % |
3,210 % |
4,349 % |
3,578 % |
3,546 % |
|
123 |
3,218 % |
3,499 % |
3,216 % |
4,350 % |
3,581 % |
3,549 % |
|
124 |
3,223 % |
3,503 % |
3,221 % |
4,351 % |
3,583 % |
3,551 % |
|
125 |
3,229 % |
3,506 % |
3,227 % |
4,353 % |
3,586 % |
3,554 % |
|
126 |
3,234 % |
3,509 % |
3,232 % |
4,354 % |
3,588 % |
3,557 % |
|
127 |
3,239 % |
3,512 % |
3,237 % |
4,355 % |
3,591 % |
3,560 % |
|
128 |
3,244 % |
3,515 % |
3,242 % |
4,356 % |
3,593 % |
3,562 % |
|
129 |
3,249 % |
3,518 % |
3,247 % |
4,357 % |
3,596 % |
3,565 % |
|
130 |
3,254 % |
3,521 % |
3,252 % |
4,358 % |
3,598 % |
3,567 % |
|
131 |
3,259 % |
3,524 % |
3,257 % |
4,359 % |
3,600 % |
3,570 % |
|
132 |
3,264 % |
3,527 % |
3,262 % |
4,360 % |
3,603 % |
3,572 % |
|
133 |
3,269 % |
3,529 % |
3,267 % |
4,362 % |
3,605 % |
3,575 % |
|
134 |
3,274 % |
3,532 % |
3,272 % |
4,363 % |
3,607 % |
3,577 % |
|
135 |
3,278 % |
3,535 % |
3,276 % |
4,364 % |
3,609 % |
3,580 % |
|
136 |
3,283 % |
3,538 % |
3,281 % |
4,365 % |
3,611 % |
3,582 % |
|
137 |
3,287 % |
3,540 % |
3,285 % |
4,366 % |
3,613 % |
3,584 % |
|
138 |
3,292 % |
3,543 % |
3,290 % |
4,367 % |
3,616 % |
3,587 % |
|
139 |
3,296 % |
3,545 % |
3,294 % |
4,368 % |
3,618 % |
3,589 % |
|
140 |
3,300 % |
3,548 % |
3,298 % |
4,368 % |
3,620 % |
3,591 % |
|
141 |
3,305 % |
3,550 % |
3,303 % |
4,369 % |
3,622 % |
3,593 % |
|
142 |
3,309 % |
3,553 % |
3,307 % |
4,370 % |
3,624 % |
3,596 % |
|
143 |
3,313 % |
3,555 % |
3,311 % |
4,371 % |
3,625 % |
3,598 % |
|
144 |
3,317 % |
3,558 % |
3,315 % |
4,372 % |
3,627 % |
3,600 % |
|
145 |
3,321 % |
3,560 % |
3,319 % |
4,373 % |
3,629 % |
3,602 % |
|
146 |
3,325 % |
3,562 % |
3,323 % |
4,374 % |
3,631 % |
3,604 % |
|
147 |
3,329 % |
3,565 % |
3,327 % |
4,375 % |
3,633 % |
3,606 % |
|
148 |
3,333 % |
3,567 % |
3,331 % |
4,376 % |
3,635 % |
3,608 % |
|
149 |
3,336 % |
3,569 % |
3,335 % |
4,376 % |
3,637 % |
3,610 % |
|
150 |
3,340 % |
3,571 % |
3,338 % |
4,377 % |
3,638 % |
3,612 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,512 % |
0,744 % |
3,063 % |
1,277 % |
3,696 % |
1,613 % |
|
2 |
– 0,533 % |
0,727 % |
3,435 % |
1,496 % |
3,680 % |
1,688 % |
|
3 |
– 0,505 % |
0,738 % |
3,716 % |
1,637 % |
3,660 % |
1,655 % |
|
4 |
– 0,453 % |
0,762 % |
3,939 % |
1,781 % |
3,655 % |
1,642 % |
|
5 |
– 0,385 % |
0,793 % |
4,106 % |
1,902 % |
3,663 % |
1,650 % |
|
6 |
– 0,306 % |
0,822 % |
4,239 % |
2,021 % |
3,680 % |
1,663 % |
|
7 |
– 0,224 % |
0,851 % |
4,355 % |
2,143 % |
3,704 % |
1,679 % |
|
8 |
– 0,140 % |
0,882 % |
4,455 % |
2,237 % |
3,727 % |
1,697 % |
|
9 |
– 0,056 % |
0,912 % |
4,543 % |
2,287 % |
3,746 % |
1,724 % |
|
10 |
0,027 % |
0,942 % |
4,656 % |
2,308 % |
3,761 % |
1,750 % |
|
11 |
0,103 % |
0,969 % |
4,747 % |
2,332 % |
3,774 % |
1,788 % |
|
12 |
0,173 % |
0,998 % |
4,810 % |
2,364 % |
3,784 % |
1,835 % |
|
13 |
0,241 % |
1,021 % |
4,852 % |
2,400 % |
3,793 % |
1,888 % |
|
14 |
0,302 % |
1,042 % |
4,879 % |
2,438 % |
3,801 % |
1,943 % |
|
15 |
0,349 % |
1,062 % |
4,894 % |
2,478 % |
3,807 % |
2,000 % |
|
16 |
0,382 % |
1,076 % |
4,901 % |
2,517 % |
3,813 % |
2,057 % |
|
17 |
0,409 % |
1,090 % |
4,901 % |
2,557 % |
3,818 % |
2,113 % |
|
18 |
0,437 % |
1,102 % |
4,895 % |
2,596 % |
3,822 % |
2,167 % |
|
19 |
0,472 % |
1,112 % |
4,886 % |
2,634 % |
3,826 % |
2,221 % |
|
20 |
0,516 % |
1,121 % |
4,874 % |
2,671 % |
3,830 % |
2,272 % |
|
21 |
0,573 % |
1,127 % |
4,859 % |
2,707 % |
3,833 % |
2,322 % |
|
22 |
0,638 % |
1,131 % |
4,843 % |
2,742 % |
3,836 % |
2,370 % |
|
23 |
0,709 % |
1,134 % |
4,826 % |
2,775 % |
3,839 % |
2,416 % |
|
24 |
0,782 % |
1,136 % |
4,808 % |
2,808 % |
3,842 % |
2,460 % |
|
25 |
0,858 % |
1,138 % |
4,789 % |
2,838 % |
3,844 % |
2,502 % |
|
26 |
0,933 % |
1,139 % |
4,770 % |
2,868 % |
3,846 % |
2,543 % |
|
27 |
1,008 % |
1,141 % |
4,752 % |
2,897 % |
3,848 % |
2,581 % |
|
28 |
1,082 % |
1,142 % |
4,733 % |
2,924 % |
3,850 % |
2,618 % |
|
29 |
1,155 % |
1,142 % |
4,714 % |
2,950 % |
3,852 % |
2,654 % |
|
30 |
1,226 % |
1,142 % |
4,696 % |
2,975 % |
3,853 % |
2,687 % |
|
31 |
1,294 % |
1,141 % |
4,678 % |
2,999 % |
3,855 % |
2,720 % |
|
32 |
1,360 % |
1,139 % |
4,660 % |
3,022 % |
3,856 % |
2,751 % |
|
33 |
1,425 % |
1,137 % |
4,643 % |
3,044 % |
3,857 % |
2,780 % |
|
34 |
1,486 % |
1,137 % |
4,626 % |
3,066 % |
3,859 % |
2,809 % |
|
35 |
1,546 % |
1,137 % |
4,610 % |
3,086 % |
3,860 % |
2,836 % |
|
36 |
1,603 % |
1,138 % |
4,594 % |
3,105 % |
3,861 % |
2,862 % |
|
37 |
1,659 % |
1,139 % |
4,579 % |
3,124 % |
3,862 % |
2,887 % |
|
38 |
1,712 % |
1,139 % |
4,564 % |
3,142 % |
3,863 % |
2,911 % |
|
39 |
1,763 % |
1,137 % |
4,549 % |
3,159 % |
3,864 % |
2,934 % |
|
40 |
1,812 % |
1,132 % |
4,535 % |
3,176 % |
3,865 % |
2,956 % |
|
41 |
1,859 % |
1,124 % |
4,522 % |
3,192 % |
3,866 % |
2,977 % |
|
42 |
1,904 % |
1,114 % |
4,509 % |
3,207 % |
3,866 % |
2,997 % |
|
43 |
1,948 % |
1,105 % |
4,496 % |
3,222 % |
3,867 % |
3,017 % |
|
44 |
1,990 % |
1,097 % |
4,484 % |
3,236 % |
3,868 % |
3,035 % |
|
45 |
2,030 % |
1,091 % |
4,472 % |
3,250 % |
3,869 % |
3,053 % |
|
46 |
2,069 % |
1,089 % |
4,461 % |
3,263 % |
3,869 % |
3,071 % |
|
47 |
2,106 % |
1,090 % |
4,450 % |
3,276 % |
3,870 % |
3,088 % |
|
48 |
2,142 % |
1,095 % |
4,439 % |
3,288 % |
3,871 % |
3,104 % |
|
49 |
2,177 % |
1,104 % |
4,429 % |
3,300 % |
3,871 % |
3,119 % |
|
50 |
2,210 % |
1,118 % |
4,419 % |
3,311 % |
3,872 % |
3,134 % |
|
51 |
2,242 % |
1,137 % |
4,409 % |
3,322 % |
3,872 % |
3,149 % |
|
52 |
2,273 % |
1,160 % |
4,400 % |
3,333 % |
3,873 % |
3,163 % |
|
53 |
2,303 % |
1,185 % |
4,391 % |
3,343 % |
3,873 % |
3,176 % |
|
54 |
2,332 % |
1,213 % |
4,382 % |
3,353 % |
3,874 % |
3,189 % |
|
55 |
2,360 % |
1,243 % |
4,374 % |
3,363 % |
3,874 % |
3,202 % |
|
56 |
2,387 % |
1,274 % |
4,365 % |
3,372 % |
3,875 % |
3,214 % |
|
57 |
2,413 % |
1,306 % |
4,358 % |
3,381 % |
3,875 % |
3,225 % |
|
58 |
2,438 % |
1,339 % |
4,350 % |
3,390 % |
3,876 % |
3,237 % |
|
59 |
2,463 % |
1,371 % |
4,342 % |
3,398 % |
3,876 % |
3,248 % |
|
60 |
2,486 % |
1,404 % |
4,335 % |
3,406 % |
3,876 % |
3,258 % |
|
61 |
2,509 % |
1,437 % |
4,328 % |
3,414 % |
3,877 % |
3,269 % |
|
62 |
2,531 % |
1,470 % |
4,321 % |
3,422 % |
3,877 % |
3,279 % |
|
63 |
2,553 % |
1,503 % |
4,315 % |
3,429 % |
3,878 % |
3,288 % |
|
64 |
2,573 % |
1,535 % |
4,309 % |
3,437 % |
3,878 % |
3,298 % |
|
65 |
2,594 % |
1,567 % |
4,302 % |
3,444 % |
3,878 % |
3,307 % |
|
66 |
2,613 % |
1,598 % |
4,296 % |
3,450 % |
3,879 % |
3,316 % |
|
67 |
2,632 % |
1,629 % |
4,290 % |
3,457 % |
3,879 % |
3,325 % |
|
68 |
2,651 % |
1,659 % |
4,285 % |
3,464 % |
3,879 % |
3,333 % |
|
69 |
2,669 % |
1,689 % |
4,279 % |
3,470 % |
3,879 % |
3,341 % |
|
70 |
2,686 % |
1,718 % |
4,274 % |
3,476 % |
3,880 % |
3,349 % |
|
71 |
2,703 % |
1,747 % |
4,269 % |
3,482 % |
3,880 % |
3,357 % |
|
72 |
2,720 % |
1,775 % |
4,264 % |
3,487 % |
3,880 % |
3,364 % |
|
73 |
2,736 % |
1,803 % |
4,259 % |
3,493 % |
3,881 % |
3,371 % |
|
74 |
2,751 % |
1,830 % |
4,254 % |
3,499 % |
3,881 % |
3,378 % |
|
75 |
2,767 % |
1,856 % |
4,249 % |
3,504 % |
3,881 % |
3,385 % |
|
76 |
2,781 % |
1,882 % |
4,245 % |
3,509 % |
3,881 % |
3,392 % |
|
77 |
2,796 % |
1,907 % |
4,240 % |
3,514 % |
3,882 % |
3,399 % |
|
78 |
2,810 % |
1,932 % |
4,236 % |
3,519 % |
3,882 % |
3,405 % |
|
79 |
2,824 % |
1,956 % |
4,231 % |
3,524 % |
3,882 % |
3,411 % |
|
80 |
2,837 % |
1,979 % |
4,227 % |
3,528 % |
3,882 % |
3,417 % |
|
81 |
2,850 % |
2,002 % |
4,223 % |
3,533 % |
3,883 % |
3,423 % |
|
82 |
2,863 % |
2,025 % |
4,219 % |
3,537 % |
3,883 % |
3,429 % |
|
83 |
2,875 % |
2,047 % |
4,216 % |
3,542 % |
3,883 % |
3,435 % |
|
84 |
2,887 % |
2,069 % |
4,212 % |
3,546 % |
3,883 % |
3,440 % |
|
85 |
2,899 % |
2,090 % |
4,208 % |
3,550 % |
3,883 % |
3,446 % |
|
86 |
2,911 % |
2,110 % |
4,205 % |
3,554 % |
3,884 % |
3,451 % |
|
87 |
2,922 % |
2,131 % |
4,201 % |
3,558 % |
3,884 % |
3,456 % |
|
88 |
2,933 % |
2,150 % |
4,198 % |
3,562 % |
3,884 % |
3,461 % |
|
89 |
2,944 % |
2,170 % |
4,194 % |
3,566 % |
3,884 % |
3,466 % |
|
90 |
2,954 % |
2,189 % |
4,191 % |
3,570 % |
3,884 % |
3,471 % |
|
91 |
2,965 % |
2,207 % |
4,188 % |
3,573 % |
3,884 % |
3,475 % |
|
92 |
2,975 % |
2,225 % |
4,185 % |
3,577 % |
3,885 % |
3,480 % |
|
93 |
2,985 % |
2,243 % |
4,182 % |
3,580 % |
3,885 % |
3,485 % |
|
94 |
2,995 % |
2,261 % |
4,179 % |
3,584 % |
3,885 % |
3,489 % |
|
95 |
3,004 % |
2,278 % |
4,176 % |
3,587 % |
3,885 % |
3,493 % |
|
96 |
3,013 % |
2,294 % |
4,173 % |
3,590 % |
3,885 % |
3,498 % |
|
97 |
3,022 % |
2,311 % |
4,170 % |
3,593 % |
3,885 % |
3,502 % |
|
98 |
3,031 % |
2,327 % |
4,167 % |
3,596 % |
3,886 % |
3,506 % |
|
99 |
3,040 % |
2,343 % |
4,165 % |
3,600 % |
3,886 % |
3,510 % |
|
100 |
3,049 % |
2,358 % |
4,162 % |
3,602 % |
3,886 % |
3,514 % |
|
101 |
3,057 % |
2,373 % |
4,159 % |
3,605 % |
3,886 % |
3,517 % |
|
102 |
3,065 % |
2,388 % |
4,157 % |
3,608 % |
3,886 % |
3,521 % |
|
103 |
3,073 % |
2,402 % |
4,154 % |
3,611 % |
3,886 % |
3,525 % |
|
104 |
3,081 % |
2,417 % |
4,152 % |
3,614 % |
3,886 % |
3,528 % |
|
105 |
3,089 % |
2,431 % |
4,149 % |
3,617 % |
3,887 % |
3,532 % |
|
106 |
3,097 % |
2,444 % |
4,147 % |
3,619 % |
3,887 % |
3,535 % |
|
107 |
3,104 % |
2,458 % |
4,145 % |
3,622 % |
3,887 % |
3,539 % |
|
108 |
3,111 % |
2,471 % |
4,142 % |
3,624 % |
3,887 % |
3,542 % |
|
109 |
3,119 % |
2,484 % |
4,140 % |
3,627 % |
3,887 % |
3,545 % |
|
110 |
3,126 % |
2,497 % |
4,138 % |
3,629 % |
3,887 % |
3,549 % |
|
111 |
3,133 % |
2,510 % |
4,136 % |
3,632 % |
3,887 % |
3,552 % |
|
112 |
3,139 % |
2,522 % |
4,134 % |
3,634 % |
3,887 % |
3,555 % |
|
113 |
3,146 % |
2,534 % |
4,132 % |
3,637 % |
3,887 % |
3,558 % |
|
114 |
3,153 % |
2,546 % |
4,130 % |
3,639 % |
3,888 % |
3,561 % |
|
115 |
3,159 % |
2,558 % |
4,128 % |
3,641 % |
3,888 % |
3,564 % |
|
116 |
3,166 % |
2,569 % |
4,126 % |
3,643 % |
3,888 % |
3,567 % |
|
117 |
3,172 % |
2,580 % |
4,124 % |
3,646 % |
3,888 % |
3,570 % |
|
118 |
3,178 % |
2,592 % |
4,122 % |
3,648 % |
3,888 % |
3,572 % |
|
119 |
3,184 % |
2,602 % |
4,120 % |
3,650 % |
3,888 % |
3,575 % |
|
120 |
3,190 % |
2,613 % |
4,118 % |
3,652 % |
3,888 % |
3,578 % |
|
121 |
3,196 % |
2,624 % |
4,116 % |
3,654 % |
3,888 % |
3,581 % |
|
122 |
3,202 % |
2,634 % |
4,115 % |
3,656 % |
3,888 % |
3,583 % |
|
123 |
3,207 % |
2,644 % |
4,113 % |
3,658 % |
3,888 % |
3,586 % |
|
124 |
3,213 % |
2,654 % |
4,111 % |
3,660 % |
3,889 % |
3,588 % |
|
125 |
3,218 % |
2,664 % |
4,109 % |
3,662 % |
3,889 % |
3,591 % |
|
126 |
3,224 % |
2,674 % |
4,108 % |
3,664 % |
3,889 % |
3,593 % |
|
127 |
3,229 % |
2,684 % |
4,106 % |
3,666 % |
3,889 % |
3,596 % |
|
128 |
3,234 % |
2,693 % |
4,105 % |
3,667 % |
3,889 % |
3,598 % |
|
129 |
3,239 % |
2,702 % |
4,103 % |
3,669 % |
3,889 % |
3,600 % |
|
130 |
3,244 % |
2,712 % |
4,101 % |
3,671 % |
3,889 % |
3,603 % |
|
131 |
3,249 % |
2,721 % |
4,100 % |
3,673 % |
3,889 % |
3,605 % |
|
132 |
3,254 % |
2,729 % |
4,098 % |
3,675 % |
3,889 % |
3,607 % |
|
133 |
3,259 % |
2,738 % |
4,097 % |
3,676 % |
3,889 % |
3,609 % |
|
134 |
3,264 % |
2,747 % |
4,095 % |
3,678 % |
3,889 % |
3,611 % |
|
135 |
3,269 % |
2,755 % |
4,094 % |
3,680 % |
3,889 % |
3,614 % |
|
136 |
3,273 % |
2,764 % |
4,093 % |
3,681 % |
3,890 % |
3,616 % |
|
137 |
3,278 % |
2,772 % |
4,091 % |
3,683 % |
3,890 % |
3,618 % |
|
138 |
3,282 % |
2,780 % |
4,090 % |
3,684 % |
3,890 % |
3,620 % |
|
139 |
3,287 % |
2,788 % |
4,088 % |
3,686 % |
3,890 % |
3,622 % |
|
140 |
3,291 % |
2,796 % |
4,087 % |
3,687 % |
3,890 % |
3,624 % |
|
141 |
3,295 % |
2,804 % |
4,086 % |
3,689 % |
3,890 % |
3,626 % |
|
142 |
3,300 % |
2,811 % |
4,084 % |
3,690 % |
3,890 % |
3,628 % |
|
143 |
3,304 % |
2,819 % |
4,083 % |
3,692 % |
3,890 % |
3,630 % |
|
144 |
3,308 % |
2,827 % |
4,082 % |
3,693 % |
3,890 % |
3,631 % |
|
145 |
3,312 % |
2,834 % |
4,081 % |
3,695 % |
3,890 % |
3,633 % |
|
146 |
3,316 % |
2,841 % |
4,079 % |
3,696 % |
3,890 % |
3,635 % |
|
147 |
3,320 % |
2,848 % |
4,078 % |
3,698 % |
3,890 % |
3,637 % |
|
148 |
3,324 % |
2,855 % |
4,077 % |
3,699 % |
3,890 % |
3,639 % |
|
149 |
3,328 % |
2,862 % |
4,076 % |
3,700 % |
3,890 % |
3,640 % |
|
150 |
3,332 % |
2,869 % |
4,075 % |
3,702 % |
3,891 % |
3,642 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,861 % |
0,841 % |
1,390 % |
1,728 % |
2,149 % |
3,954 % |
|
2 |
– 0,891 % |
0,790 % |
1,405 % |
1,609 % |
2,136 % |
4,373 % |
|
3 |
– 0,860 % |
0,797 % |
1,471 % |
1,560 % |
2,266 % |
4,556 % |
|
4 |
– 0,803 % |
0,860 % |
1,528 % |
1,541 % |
2,433 % |
4,739 % |
|
5 |
– 0,737 % |
0,925 % |
1,569 % |
1,540 % |
2,608 % |
4,850 % |
|
6 |
– 0,655 % |
1,001 % |
1,621 % |
1,557 % |
2,747 % |
5,161 % |
|
7 |
– 0,573 % |
1,084 % |
1,674 % |
1,582 % |
2,866 % |
5,370 % |
|
8 |
– 0,481 % |
1,163 % |
1,717 % |
1,613 % |
2,981 % |
5,583 % |
|
9 |
– 0,398 % |
1,236 % |
1,752 % |
1,646 % |
3,089 % |
5,761 % |
|
10 |
– 0,329 % |
1,302 % |
1,779 % |
1,677 % |
3,184 % |
5,904 % |
|
11 |
– 0,231 % |
1,365 % |
1,801 % |
1,726 % |
3,266 % |
6,004 % |
|
12 |
– 0,180 % |
1,425 % |
1,822 % |
1,775 % |
3,337 % |
6,069 % |
|
13 |
– 0,095 % |
1,482 % |
1,846 % |
1,812 % |
3,399 % |
6,108 % |
|
14 |
– 0,036 % |
1,532 % |
1,876 % |
1,841 % |
3,454 % |
6,128 % |
|
15 |
0,013 % |
1,575 % |
1,911 % |
1,870 % |
3,504 % |
6,134 % |
|
16 |
0,055 % |
1,609 % |
1,952 % |
1,900 % |
3,548 % |
6,128 % |
|
17 |
0,090 % |
1,637 % |
1,996 % |
1,929 % |
3,589 % |
6,114 % |
|
18 |
0,117 % |
1,661 % |
2,043 % |
1,953 % |
3,626 % |
6,095 % |
|
19 |
0,137 % |
1,683 % |
2,091 % |
1,970 % |
3,660 % |
6,070 % |
|
20 |
0,149 % |
1,704 % |
2,139 % |
1,976 % |
3,692 % |
6,043 % |
|
21 |
0,156 % |
1,724 % |
2,187 % |
1,973 % |
3,721 % |
6,013 % |
|
22 |
0,160 % |
1,742 % |
2,235 % |
1,963 % |
3,748 % |
5,982 % |
|
23 |
0,167 % |
1,757 % |
2,281 % |
1,950 % |
3,774 % |
5,949 % |
|
24 |
0,180 % |
1,766 % |
2,326 % |
1,937 % |
3,798 % |
5,916 % |
|
25 |
0,201 % |
1,769 % |
2,370 % |
1,925 % |
3,820 % |
5,883 % |
|
26 |
0,231 % |
1,765 % |
2,412 % |
1,916 % |
3,841 % |
5,850 % |
|
27 |
0,268 % |
1,759 % |
2,452 % |
1,912 % |
3,861 % |
5,818 % |
|
28 |
0,311 % |
1,754 % |
2,492 % |
1,912 % |
3,879 % |
5,786 % |
|
29 |
0,357 % |
1,753 % |
2,529 % |
1,917 % |
3,897 % |
5,755 % |
|
30 |
0,405 % |
1,759 % |
2,566 % |
1,928 % |
3,914 % |
5,724 % |
|
31 |
0,455 % |
1,772 % |
2,601 % |
1,945 % |
3,930 % |
5,694 % |
|
32 |
0,505 % |
1,792 % |
2,634 % |
1,966 % |
3,945 % |
5,665 % |
|
33 |
0,556 % |
1,816 % |
2,666 % |
1,991 % |
3,959 % |
5,637 % |
|
34 |
0,606 % |
1,844 % |
2,697 % |
2,019 % |
3,973 % |
5,610 % |
|
35 |
0,655 % |
1,874 % |
2,727 % |
2,048 % |
3,986 % |
5,584 % |
|
36 |
0,704 % |
1,906 % |
2,755 % |
2,078 % |
3,999 % |
5,559 % |
|
37 |
0,752 % |
1,939 % |
2,783 % |
2,110 % |
4,011 % |
5,534 % |
|
38 |
0,798 % |
1,973 % |
2,809 % |
2,141 % |
4,022 % |
5,510 % |
|
39 |
0,843 % |
2,008 % |
2,834 % |
2,173 % |
4,033 % |
5,488 % |
|
40 |
0,887 % |
2,042 % |
2,858 % |
2,205 % |
4,043 % |
5,465 % |
|
41 |
0,930 % |
2,076 % |
2,882 % |
2,236 % |
4,053 % |
5,444 % |
|
42 |
0,971 % |
2,110 % |
2,904 % |
2,267 % |
4,063 % |
5,424 % |
|
43 |
1,011 % |
2,143 % |
2,925 % |
2,298 % |
4,072 % |
5,404 % |
|
44 |
1,050 % |
2,176 % |
2,946 % |
2,328 % |
4,081 % |
5,385 % |
|
45 |
1,088 % |
2,208 % |
2,966 % |
2,357 % |
4,090 % |
5,367 % |
|
46 |
1,124 % |
2,240 % |
2,985 % |
2,386 % |
4,098 % |
5,349 % |
|
47 |
1,159 % |
2,270 % |
3,004 % |
2,414 % |
4,106 % |
5,332 % |
|
48 |
1,193 % |
2,300 % |
3,021 % |
2,442 % |
4,114 % |
5,315 % |
|
49 |
1,226 % |
2,330 % |
3,039 % |
2,468 % |
4,121 % |
5,299 % |
|
50 |
1,258 % |
2,358 % |
3,055 % |
2,494 % |
4,128 % |
5,284 % |
|
51 |
1,288 % |
2,386 % |
3,071 % |
2,519 % |
4,135 % |
5,269 % |
|
52 |
1,318 % |
2,412 % |
3,086 % |
2,544 % |
4,142 % |
5,255 % |
|
53 |
1,347 % |
2,439 % |
3,101 % |
2,567 % |
4,148 % |
5,241 % |
|
54 |
1,374 % |
2,464 % |
3,116 % |
2,591 % |
4,154 % |
5,228 % |
|
55 |
1,401 % |
2,489 % |
3,129 % |
2,613 % |
4,160 % |
5,215 % |
|
56 |
1,427 % |
2,512 % |
3,143 % |
2,635 % |
4,166 % |
5,202 % |
|
57 |
1,452 % |
2,536 % |
3,156 % |
2,656 % |
4,172 % |
5,190 % |
|
58 |
1,477 % |
2,558 % |
3,168 % |
2,676 % |
4,177 % |
5,179 % |
|
59 |
1,500 % |
2,580 % |
3,181 % |
2,696 % |
4,182 % |
5,167 % |
|
60 |
1,523 % |
2,601 % |
3,192 % |
2,716 % |
4,187 % |
5,156 % |
|
61 |
1,545 % |
2,622 % |
3,204 % |
2,734 % |
4,192 % |
5,146 % |
|
62 |
1,566 % |
2,642 % |
3,215 % |
2,753 % |
4,197 % |
5,135 % |
|
63 |
1,587 % |
2,661 % |
3,226 % |
2,770 % |
4,202 % |
5,125 % |
|
64 |
1,607 % |
2,680 % |
3,236 % |
2,787 % |
4,206 % |
5,116 % |
|
65 |
1,627 % |
2,698 % |
3,246 % |
2,804 % |
4,211 % |
5,106 % |
|
66 |
1,646 % |
2,716 % |
3,256 % |
2,820 % |
4,215 % |
5,097 % |
|
67 |
1,665 % |
2,734 % |
3,265 % |
2,836 % |
4,219 % |
5,088 % |
|
68 |
1,683 % |
2,750 % |
3,275 % |
2,852 % |
4,223 % |
5,080 % |
|
69 |
1,700 % |
2,767 % |
3,283 % |
2,867 % |
4,227 % |
5,071 % |
|
70 |
1,717 % |
2,783 % |
3,292 % |
2,881 % |
4,231 % |
5,063 % |
|
71 |
1,733 % |
2,798 % |
3,301 % |
2,895 % |
4,235 % |
5,055 % |
|
72 |
1,749 % |
2,813 % |
3,309 % |
2,909 % |
4,238 % |
5,048 % |
|
73 |
1,765 % |
2,828 % |
3,317 % |
2,922 % |
4,242 % |
5,040 % |
|
74 |
1,780 % |
2,842 % |
3,325 % |
2,935 % |
4,245 % |
5,033 % |
|
75 |
1,795 % |
2,856 % |
3,332 % |
2,948 % |
4,249 % |
5,026 % |
|
76 |
1,810 % |
2,870 % |
3,340 % |
2,961 % |
4,252 % |
5,019 % |
|
77 |
1,824 % |
2,883 % |
3,347 % |
2,973 % |
4,255 % |
5,012 % |
|
78 |
1,837 % |
2,896 % |
3,354 % |
2,984 % |
4,258 % |
5,006 % |
|
79 |
1,851 % |
2,909 % |
3,361 % |
2,996 % |
4,261 % |
4,999 % |
|
80 |
1,864 % |
2,921 % |
3,368 % |
3,007 % |
4,264 % |
4,993 % |
|
81 |
1,876 % |
2,933 % |
3,374 % |
3,018 % |
4,267 % |
4,987 % |
|
82 |
1,889 % |
2,945 % |
3,381 % |
3,029 % |
4,270 % |
4,981 % |
|
83 |
1,901 % |
2,956 % |
3,387 % |
3,039 % |
4,273 % |
4,975 % |
|
84 |
1,913 % |
2,967 % |
3,393 % |
3,049 % |
4,275 % |
4,969 % |
|
85 |
1,924 % |
2,978 % |
3,399 % |
3,059 % |
4,278 % |
4,964 % |
|
86 |
1,936 % |
2,989 % |
3,405 % |
3,069 % |
4,280 % |
4,958 % |
|
87 |
1,947 % |
2,999 % |
3,410 % |
3,079 % |
4,283 % |
4,953 % |
|
88 |
1,957 % |
3,009 % |
3,416 % |
3,088 % |
4,285 % |
4,948 % |
|
89 |
1,968 % |
3,019 % |
3,421 % |
3,097 % |
4,288 % |
4,943 % |
|
90 |
1,978 % |
3,029 % |
3,427 % |
3,106 % |
4,290 % |
4,938 % |
|
91 |
1,988 % |
3,039 % |
3,432 % |
3,114 % |
4,292 % |
4,933 % |
|
92 |
1,998 % |
3,048 % |
3,437 % |
3,123 % |
4,295 % |
4,929 % |
|
93 |
2,008 % |
3,057 % |
3,442 % |
3,131 % |
4,297 % |
4,924 % |
|
94 |
2,017 % |
3,066 % |
3,447 % |
3,139 % |
4,299 % |
4,919 % |
|
95 |
2,027 % |
3,075 % |
3,451 % |
3,147 % |
4,301 % |
4,915 % |
|
96 |
2,036 % |
3,083 % |
3,456 % |
3,155 % |
4,303 % |
4,911 % |
|
97 |
2,044 % |
3,092 % |
3,461 % |
3,163 % |
4,305 % |
4,906 % |
|
98 |
2,053 % |
3,100 % |
3,465 % |
3,170 % |
4,307 % |
4,902 % |
|
99 |
2,062 % |
3,108 % |
3,470 % |
3,178 % |
4,309 % |
4,898 % |
|
100 |
2,070 % |
3,116 % |
3,474 % |
3,185 % |
4,311 % |
4,894 % |
|
101 |
2,078 % |
3,124 % |
3,478 % |
3,192 % |
4,313 % |
4,890 % |
|
102 |
2,086 % |
3,131 % |
3,482 % |
3,199 % |
4,315 % |
4,886 % |
|
103 |
2,094 % |
3,139 % |
3,486 % |
3,206 % |
4,317 % |
4,883 % |
|
104 |
2,102 % |
3,146 % |
3,490 % |
3,212 % |
4,318 % |
4,879 % |
|
105 |
2,109 % |
3,153 % |
3,494 % |
3,219 % |
4,320 % |
4,875 % |
|
106 |
2,117 % |
3,160 % |
3,498 % |
3,225 % |
4,322 % |
4,872 % |
|
107 |
2,124 % |
3,167 % |
3,502 % |
3,231 % |
4,323 % |
4,868 % |
|
108 |
2,131 % |
3,174 % |
3,505 % |
3,238 % |
4,325 % |
4,865 % |
|
109 |
2,138 % |
3,180 % |
3,509 % |
3,244 % |
4,327 % |
4,862 % |
|
110 |
2,145 % |
3,187 % |
3,513 % |
3,250 % |
4,328 % |
4,858 % |
|
111 |
2,152 % |
3,193 % |
3,516 % |
3,256 % |
4,330 % |
4,855 % |
|
112 |
2,159 % |
3,200 % |
3,519 % |
3,261 % |
4,331 % |
4,852 % |
|
113 |
2,165 % |
3,206 % |
3,523 % |
3,267 % |
4,333 % |
4,849 % |
|
114 |
2,172 % |
3,212 % |
3,526 % |
3,272 % |
4,334 % |
4,846 % |
|
115 |
2,178 % |
3,218 % |
3,529 % |
3,278 % |
4,336 % |
4,843 % |
|
116 |
2,184 % |
3,224 % |
3,533 % |
3,283 % |
4,337 % |
4,840 % |
|
117 |
2,190 % |
3,229 % |
3,536 % |
3,288 % |
4,338 % |
4,837 % |
|
118 |
2,196 % |
3,235 % |
3,539 % |
3,294 % |
4,340 % |
4,834 % |
|
119 |
2,202 % |
3,241 % |
3,542 % |
3,299 % |
4,341 % |
4,831 % |
|
120 |
2,208 % |
3,246 % |
3,545 % |
3,304 % |
4,342 % |
4,828 % |
|
121 |
2,214 % |
3,252 % |
3,548 % |
3,309 % |
4,344 % |
4,826 % |
|
122 |
2,219 % |
3,257 % |
3,551 % |
3,313 % |
4,345 % |
4,823 % |
|
123 |
2,225 % |
3,262 % |
3,553 % |
3,318 % |
4,346 % |
4,820 % |
|
124 |
2,230 % |
3,267 % |
3,556 % |
3,323 % |
4,348 % |
4,818 % |
|
125 |
2,235 % |
3,272 % |
3,559 % |
3,327 % |
4,349 % |
4,815 % |
|
126 |
2,241 % |
3,277 % |
3,562 % |
3,332 % |
4,350 % |
4,813 % |
|
127 |
2,246 % |
3,282 % |
3,564 % |
3,336 % |
4,351 % |
4,810 % |
|
128 |
2,251 % |
3,287 % |
3,567 % |
3,341 % |
4,352 % |
4,808 % |
|
129 |
2,256 % |
3,292 % |
3,570 % |
3,345 % |
4,353 % |
4,805 % |
|
130 |
2,261 % |
3,296 % |
3,572 % |
3,349 % |
4,355 % |
4,803 % |
|
131 |
2,266 % |
3,301 % |
3,575 % |
3,354 % |
4,356 % |
4,801 % |
|
132 |
2,271 % |
3,305 % |
3,577 % |
3,358 % |
4,357 % |
4,799 % |
|
133 |
2,275 % |
3,310 % |
3,579 % |
3,362 % |
4,358 % |
4,796 % |
|
134 |
2,280 % |
3,314 % |
3,582 % |
3,366 % |
4,359 % |
4,794 % |
|
135 |
2,285 % |
3,319 % |
3,584 % |
3,370 % |
4,360 % |
4,792 % |
|
136 |
2,289 % |
3,323 % |
3,586 % |
3,374 % |
4,361 % |
4,790 % |
|
137 |
2,294 % |
3,327 % |
3,589 % |
3,378 % |
4,362 % |
4,788 % |
|
138 |
2,298 % |
3,331 % |
3,591 % |
3,381 % |
4,363 % |
4,786 % |
|
139 |
2,302 % |
3,335 % |
3,593 % |
3,385 % |
4,364 % |
4,783 % |
|
140 |
2,306 % |
3,339 % |
3,595 % |
3,389 % |
4,365 % |
4,781 % |
|
141 |
2,311 % |
3,343 % |
3,598 % |
3,392 % |
4,366 % |
4,779 % |
|
142 |
2,315 % |
3,347 % |
3,600 % |
3,396 % |
4,367 % |
4,777 % |
|
143 |
2,319 % |
3,351 % |
3,602 % |
3,399 % |
4,368 % |
4,776 % |
|
144 |
2,323 % |
3,355 % |
3,604 % |
3,403 % |
4,369 % |
4,774 % |
|
145 |
2,327 % |
3,359 % |
3,606 % |
3,406 % |
4,370 % |
4,772 % |
|
146 |
2,331 % |
3,362 % |
3,608 % |
3,410 % |
4,370 % |
4,770 % |
|
147 |
2,335 % |
3,366 % |
3,610 % |
3,413 % |
4,371 % |
4,768 % |
|
148 |
2,338 % |
3,370 % |
3,612 % |
3,416 % |
4,372 % |
4,766 % |
|
149 |
2,342 % |
3,373 % |
3,614 % |
3,419 % |
4,373 % |
4,764 % |
|
150 |
2,346 % |
3,377 % |
3,616 % |
3,423 % |
4,374 % |
4,763 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,690 % |
5,951 % |
7,937 % |
0,435 % |
1,312 % |
6,568 % |
|
2 |
1,410 % |
6,142 % |
7,360 % |
0,438 % |
1,246 % |
6,518 % |
|
3 |
1,426 % |
6,324 % |
7,169 % |
0,460 % |
1,248 % |
6,574 % |
|
4 |
1,427 % |
6,487 % |
7,130 % |
0,491 % |
1,280 % |
6,730 % |
|
5 |
1,359 % |
6,622 % |
7,147 % |
0,513 % |
1,335 % |
6,896 % |
|
6 |
1,400 % |
6,735 % |
7,198 % |
0,537 % |
1,404 % |
7,086 % |
|
7 |
1,481 % |
6,815 % |
7,270 % |
0,554 % |
1,482 % |
7,269 % |
|
8 |
1,540 % |
6,869 % |
7,358 % |
0,573 % |
1,559 % |
7,445 % |
|
9 |
1,570 % |
6,898 % |
7,450 % |
0,592 % |
1,632 % |
7,614 % |
|
10 |
1,576 % |
6,913 % |
7,537 % |
0,615 % |
1,701 % |
7,752 % |
|
11 |
1,564 % |
6,914 % |
7,615 % |
0,664 % |
1,769 % |
7,884 % |
|
12 |
1,558 % |
6,906 % |
7,684 % |
0,733 % |
1,835 % |
8,003 % |
|
13 |
1,574 % |
6,889 % |
7,746 % |
0,814 % |
1,898 % |
8,098 % |
|
14 |
1,605 % |
6,868 % |
7,802 % |
0,901 % |
1,956 % |
8,168 % |
|
15 |
1,648 % |
6,843 % |
7,853 % |
0,990 % |
2,005 % |
8,211 % |
|
16 |
1,697 % |
6,816 % |
7,900 % |
1,081 % |
2,045 % |
8,230 % |
|
17 |
1,750 % |
6,787 % |
7,939 % |
1,170 % |
2,078 % |
8,228 % |
|
18 |
1,805 % |
6,757 % |
7,968 % |
1,258 % |
2,108 % |
8,211 % |
|
19 |
1,862 % |
6,726 % |
7,985 % |
1,342 % |
2,139 % |
8,183 % |
|
20 |
1,918 % |
6,696 % |
7,986 % |
1,425 % |
2,171 % |
8,145 % |
|
21 |
1,973 % |
6,666 % |
7,972 % |
1,503 % |
2,205 % |
8,101 % |
|
22 |
2,028 % |
6,636 % |
7,944 % |
1,579 % |
2,242 % |
8,052 % |
|
23 |
2,081 % |
6,607 % |
7,906 % |
1,652 % |
2,280 % |
8,000 % |
|
24 |
2,133 % |
6,578 % |
7,860 % |
1,721 % |
2,318 % |
7,946 % |
|
25 |
2,183 % |
6,550 % |
7,808 % |
1,787 % |
2,357 % |
7,890 % |
|
26 |
2,231 % |
6,523 % |
7,752 % |
1,851 % |
2,395 % |
7,834 % |
|
27 |
2,277 % |
6,496 % |
7,694 % |
1,911 % |
2,433 % |
7,778 % |
|
28 |
2,322 % |
6,471 % |
7,634 % |
1,969 % |
2,469 % |
7,723 % |
|
29 |
2,365 % |
6,446 % |
7,573 % |
2,024 % |
2,505 % |
7,668 % |
|
30 |
2,406 % |
6,422 % |
7,512 % |
2,076 % |
2,540 % |
7,614 % |
|
31 |
2,445 % |
6,399 % |
7,451 % |
2,126 % |
2,574 % |
7,562 % |
|
32 |
2,483 % |
6,377 % |
7,391 % |
2,174 % |
2,607 % |
7,511 % |
|
33 |
2,520 % |
6,355 % |
7,332 % |
2,220 % |
2,639 % |
7,462 % |
|
34 |
2,555 % |
6,335 % |
7,274 % |
2,263 % |
2,669 % |
7,414 % |
|
35 |
2,588 % |
6,315 % |
7,218 % |
2,305 % |
2,699 % |
7,367 % |
|
36 |
2,620 % |
6,296 % |
7,163 % |
2,345 % |
2,727 % |
7,322 % |
|
37 |
2,651 % |
6,277 % |
7,110 % |
2,383 % |
2,755 % |
7,279 % |
|
38 |
2,681 % |
6,259 % |
7,059 % |
2,419 % |
2,781 % |
7,237 % |
|
39 |
2,709 % |
6,242 % |
7,009 % |
2,454 % |
2,807 % |
7,197 % |
|
40 |
2,736 % |
6,226 % |
6,961 % |
2,488 % |
2,831 % |
7,158 % |
|
41 |
2,762 % |
6,210 % |
6,915 % |
2,520 % |
2,855 % |
7,121 % |
|
42 |
2,787 % |
6,195 % |
6,870 % |
2,551 % |
2,878 % |
7,085 % |
|
43 |
2,811 % |
6,180 % |
6,827 % |
2,580 % |
2,899 % |
7,050 % |
|
44 |
2,835 % |
6,166 % |
6,786 % |
2,609 % |
2,921 % |
7,017 % |
|
45 |
2,857 % |
6,152 % |
6,746 % |
2,636 % |
2,941 % |
6,985 % |
|
46 |
2,878 % |
6,139 % |
6,707 % |
2,662 % |
2,960 % |
6,954 % |
|
47 |
2,899 % |
6,126 % |
6,670 % |
2,688 % |
2,979 % |
6,924 % |
|
48 |
2,919 % |
6,114 % |
6,634 % |
2,712 % |
2,998 % |
6,895 % |
|
49 |
2,938 % |
6,102 % |
6,600 % |
2,735 % |
3,015 % |
6,868 % |
|
50 |
2,957 % |
6,090 % |
6,566 % |
2,758 % |
3,032 % |
6,841 % |
|
51 |
2,975 % |
6,079 % |
6,534 % |
2,779 % |
3,048 % |
6,815 % |
|
52 |
2,992 % |
6,069 % |
6,503 % |
2,800 % |
3,064 % |
6,790 % |
|
53 |
3,008 % |
6,058 % |
6,473 % |
2,821 % |
3,079 % |
6,767 % |
|
54 |
3,024 % |
6,048 % |
6,444 % |
2,840 % |
3,094 % |
6,743 % |
|
55 |
3,040 % |
6,039 % |
6,417 % |
2,859 % |
3,108 % |
6,721 % |
|
56 |
3,055 % |
6,029 % |
6,390 % |
2,877 % |
3,122 % |
6,699 % |
|
57 |
3,069 % |
6,020 % |
6,364 % |
2,895 % |
3,136 % |
6,679 % |
|
58 |
3,084 % |
6,011 % |
6,339 % |
2,912 % |
3,148 % |
6,658 % |
|
59 |
3,097 % |
6,003 % |
6,314 % |
2,928 % |
3,161 % |
6,639 % |
|
60 |
3,110 % |
5,995 % |
6,291 % |
2,944 % |
3,173 % |
6,620 % |
|
61 |
3,123 % |
5,987 % |
6,268 % |
2,960 % |
3,185 % |
6,602 % |
|
62 |
3,135 % |
5,979 % |
6,246 % |
2,975 % |
3,196 % |
6,584 % |
|
63 |
3,147 % |
5,972 % |
6,224 % |
2,989 % |
3,207 % |
6,567 % |
|
64 |
3,159 % |
5,964 % |
6,204 % |
3,003 % |
3,218 % |
6,550 % |
|
65 |
3,170 % |
5,957 % |
6,184 % |
3,017 % |
3,228 % |
6,534 % |
|
66 |
3,181 % |
5,950 % |
6,164 % |
3,030 % |
3,238 % |
6,518 % |
|
67 |
3,192 % |
5,944 % |
6,145 % |
3,043 % |
3,248 % |
6,503 % |
|
68 |
3,202 % |
5,937 % |
6,127 % |
3,055 % |
3,257 % |
6,488 % |
|
69 |
3,212 % |
5,931 % |
6,109 % |
3,067 % |
3,267 % |
6,474 % |
|
70 |
3,222 % |
5,925 % |
6,092 % |
3,079 % |
3,276 % |
6,460 % |
|
71 |
3,231 % |
5,919 % |
6,075 % |
3,091 % |
3,284 % |
6,447 % |
|
72 |
3,240 % |
5,913 % |
6,058 % |
3,102 % |
3,293 % |
6,433 % |
|
73 |
3,249 % |
5,908 % |
6,043 % |
3,113 % |
3,301 % |
6,421 % |
|
74 |
3,258 % |
5,902 % |
6,027 % |
3,123 % |
3,309 % |
6,408 % |
|
75 |
3,267 % |
5,897 % |
6,012 % |
3,134 % |
3,317 % |
6,396 % |
|
76 |
3,275 % |
5,892 % |
5,997 % |
3,144 % |
3,325 % |
6,384 % |
|
77 |
3,283 % |
5,886 % |
5,983 % |
3,153 % |
3,332 % |
6,373 % |
|
78 |
3,291 % |
5,882 % |
5,969 % |
3,163 % |
3,339 % |
6,361 % |
|
79 |
3,299 % |
5,877 % |
5,955 % |
3,172 % |
3,346 % |
6,351 % |
|
80 |
3,306 % |
5,872 % |
5,942 % |
3,181 % |
3,353 % |
6,340 % |
|
81 |
3,313 % |
5,867 % |
5,929 % |
3,190 % |
3,360 % |
6,329 % |
|
82 |
3,320 % |
5,863 % |
5,917 % |
3,199 % |
3,367 % |
6,319 % |
|
83 |
3,327 % |
5,859 % |
5,904 % |
3,207 % |
3,373 % |
6,309 % |
|
84 |
3,334 % |
5,854 % |
5,892 % |
3,215 % |
3,379 % |
6,300 % |
|
85 |
3,341 % |
5,850 % |
5,881 % |
3,223 % |
3,385 % |
6,290 % |
|
86 |
3,347 % |
5,846 % |
5,869 % |
3,231 % |
3,391 % |
6,281 % |
|
87 |
3,354 % |
5,842 % |
5,858 % |
3,239 % |
3,397 % |
6,272 % |
|
88 |
3,360 % |
5,838 % |
5,847 % |
3,246 % |
3,403 % |
6,263 % |
|
89 |
3,366 % |
5,834 % |
5,836 % |
3,254 % |
3,408 % |
6,255 % |
|
90 |
3,372 % |
5,831 % |
5,826 % |
3,261 % |
3,414 % |
6,246 % |
|
91 |
3,378 % |
5,827 % |
5,816 % |
3,268 % |
3,419 % |
6,238 % |
|
92 |
3,383 % |
5,824 % |
5,806 % |
3,275 % |
3,424 % |
6,230 % |
|
93 |
3,389 % |
5,820 % |
5,796 % |
3,281 % |
3,429 % |
6,222 % |
|
94 |
3,394 % |
5,817 % |
5,786 % |
3,288 % |
3,434 % |
6,214 % |
|
95 |
3,400 % |
5,813 % |
5,777 % |
3,294 % |
3,439 % |
6,207 % |
|
96 |
3,405 % |
5,810 % |
5,768 % |
3,301 % |
3,444 % |
6,199 % |
|
97 |
3,410 % |
5,807 % |
5,759 % |
3,307 % |
3,449 % |
6,192 % |
|
98 |
3,415 % |
5,804 % |
5,750 % |
3,313 % |
3,453 % |
6,185 % |
|
99 |
3,420 % |
5,801 % |
5,741 % |
3,319 % |
3,458 % |
6,178 % |
|
100 |
3,424 % |
5,798 % |
5,733 % |
3,324 % |
3,462 % |
6,171 % |
|
101 |
3,429 % |
5,795 % |
5,725 % |
3,330 % |
3,467 % |
6,165 % |
|
102 |
3,434 % |
5,792 % |
5,717 % |
3,336 % |
3,471 % |
6,158 % |
|
103 |
3,438 % |
5,789 % |
5,709 % |
3,341 % |
3,475 % |
6,152 % |
|
104 |
3,443 % |
5,786 % |
5,701 % |
3,347 % |
3,479 % |
6,146 % |
|
105 |
3,447 % |
5,783 % |
5,693 % |
3,352 % |
3,483 % |
6,139 % |
|
106 |
3,451 % |
5,781 % |
5,686 % |
3,357 % |
3,487 % |
6,133 % |
|
107 |
3,456 % |
5,778 % |
5,678 % |
3,362 % |
3,491 % |
6,127 % |
|
108 |
3,460 % |
5,776 % |
5,671 % |
3,367 % |
3,495 % |
6,122 % |
|
109 |
3,464 % |
5,773 % |
5,664 % |
3,372 % |
3,498 % |
6,116 % |
|
110 |
3,468 % |
5,771 % |
5,657 % |
3,377 % |
3,502 % |
6,110 % |
|
111 |
3,472 % |
5,768 % |
5,650 % |
3,381 % |
3,506 % |
6,105 % |
|
112 |
3,475 % |
5,766 % |
5,643 % |
3,386 % |
3,509 % |
6,099 % |
|
113 |
3,479 % |
5,763 % |
5,637 % |
3,391 % |
3,513 % |
6,094 % |
|
114 |
3,483 % |
5,761 % |
5,630 % |
3,395 % |
3,516 % |
6,089 % |
|
115 |
3,486 % |
5,759 % |
5,624 % |
3,399 % |
3,519 % |
6,084 % |
|
116 |
3,490 % |
5,757 % |
5,618 % |
3,404 % |
3,523 % |
6,079 % |
|
117 |
3,493 % |
5,754 % |
5,612 % |
3,408 % |
3,526 % |
6,074 % |
|
118 |
3,497 % |
5,752 % |
5,605 % |
3,412 % |
3,529 % |
6,069 % |
|
119 |
3,500 % |
5,750 % |
5,600 % |
3,416 % |
3,532 % |
6,064 % |
|
120 |
3,504 % |
5,748 % |
5,594 % |
3,420 % |
3,535 % |
6,059 % |
|
121 |
3,507 % |
5,746 % |
5,588 % |
3,424 % |
3,538 % |
6,055 % |
|
122 |
3,510 % |
5,744 % |
5,582 % |
3,428 % |
3,541 % |
6,050 % |
|
123 |
3,513 % |
5,742 % |
5,577 % |
3,432 % |
3,544 % |
6,046 % |
|
124 |
3,516 % |
5,740 % |
5,571 % |
3,436 % |
3,547 % |
6,041 % |
|
125 |
3,519 % |
5,738 % |
5,566 % |
3,439 % |
3,550 % |
6,037 % |
|
126 |
3,522 % |
5,736 % |
5,561 % |
3,443 % |
3,552 % |
6,033 % |
|
127 |
3,525 % |
5,734 % |
5,555 % |
3,447 % |
3,555 % |
6,028 % |
|
128 |
3,528 % |
5,732 % |
5,550 % |
3,450 % |
3,558 % |
6,024 % |
|
129 |
3,531 % |
5,731 % |
5,545 % |
3,454 % |
3,561 % |
6,020 % |
|
130 |
3,534 % |
5,729 % |
5,540 % |
3,457 % |
3,563 % |
6,016 % |
|
131 |
3,537 % |
5,727 % |
5,535 % |
3,460 % |
3,566 % |
6,012 % |
|
132 |
3,540 % |
5,725 % |
5,530 % |
3,464 % |
3,568 % |
6,008 % |
|
133 |
3,542 % |
5,724 % |
5,526 % |
3,467 % |
3,571 % |
6,004 % |
|
134 |
3,545 % |
5,722 % |
5,521 % |
3,470 % |
3,573 % |
6,001 % |
|
135 |
3,548 % |
5,720 % |
5,516 % |
3,473 % |
3,576 % |
5,997 % |
|
136 |
3,550 % |
5,719 % |
5,512 % |
3,476 % |
3,578 % |
5,993 % |
|
137 |
3,553 % |
5,717 % |
5,507 % |
3,480 % |
3,580 % |
5,990 % |
|
138 |
3,555 % |
5,716 % |
5,503 % |
3,483 % |
3,583 % |
5,986 % |
|
139 |
3,558 % |
5,714 % |
5,499 % |
3,486 % |
3,585 % |
5,983 % |
|
140 |
3,560 % |
5,713 % |
5,494 % |
3,489 % |
3,587 % |
5,979 % |
|
141 |
3,563 % |
5,711 % |
5,490 % |
3,491 % |
3,589 % |
5,976 % |
|
142 |
3,565 % |
5,710 % |
5,486 % |
3,494 % |
3,592 % |
5,972 % |
|
143 |
3,567 % |
5,708 % |
5,482 % |
3,497 % |
3,594 % |
5,969 % |
|
144 |
3,570 % |
5,707 % |
5,478 % |
3,500 % |
3,596 % |
5,966 % |
|
145 |
3,572 % |
5,705 % |
5,474 % |
3,503 % |
3,598 % |
5,963 % |
|
146 |
3,574 % |
5,704 % |
5,470 % |
3,505 % |
3,600 % |
5,959 % |
|
147 |
3,576 % |
5,702 % |
5,466 % |
3,508 % |
3,602 % |
5,956 % |
|
148 |
3,578 % |
5,701 % |
5,462 % |
3,511 % |
3,604 % |
5,953 % |
|
149 |
3,581 % |
5,700 % |
5,458 % |
3,513 % |
3,606 % |
5,950 % |
|
150 |
3,583 % |
5,698 % |
5,455 % |
3,516 % |
3,608 % |
5,947 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
5,473 % |
2,463 % |
3,182 % |
7,620 % |
1,618 % |
1,493 % |
|
2 |
5,694 % |
2,514 % |
3,182 % |
7,485 % |
1,522 % |
1,389 % |
|
3 |
6,132 % |
2,587 % |
3,209 % |
7,508 % |
1,525 % |
1,351 % |
|
4 |
6,404 % |
2,688 % |
3,257 % |
7,587 % |
1,547 % |
1,330 % |
|
5 |
6,643 % |
2,770 % |
3,295 % |
7,597 % |
1,597 % |
1,320 % |
|
6 |
6,828 % |
2,849 % |
3,319 % |
7,730 % |
1,658 % |
1,312 % |
|
7 |
6,981 % |
2,919 % |
3,355 % |
7,866 % |
1,716 % |
1,310 % |
|
8 |
7,106 % |
2,977 % |
3,414 % |
8,003 % |
1,767 % |
1,318 % |
|
9 |
7,214 % |
3,027 % |
3,478 % |
8,127 % |
1,816 % |
1,330 % |
|
10 |
7,300 % |
3,075 % |
3,534 % |
8,216 % |
1,869 % |
1,342 % |
|
11 |
7,354 % |
3,121 % |
3,576 % |
8,258 % |
1,925 % |
1,354 % |
|
12 |
7,381 % |
3,167 % |
3,616 % |
8,262 % |
1,979 % |
1,363 % |
|
13 |
7,389 % |
3,212 % |
3,664 % |
8,240 % |
2,025 % |
1,367 % |
|
14 |
7,383 % |
3,255 % |
3,715 % |
8,197 % |
2,062 % |
1,366 % |
|
15 |
7,366 % |
3,296 % |
3,766 % |
8,139 % |
2,091 % |
1,357 % |
|
16 |
7,342 % |
3,336 % |
3,815 % |
8,072 % |
2,113 % |
1,340 % |
|
17 |
7,312 % |
3,374 % |
3,859 % |
7,996 % |
2,131 % |
1,324 % |
|
18 |
7,278 % |
3,410 % |
3,899 % |
7,916 % |
2,148 % |
1,313 % |
|
19 |
7,241 % |
3,445 % |
3,934 % |
7,833 % |
2,168 % |
1,312 % |
|
20 |
7,203 % |
3,478 % |
3,964 % |
7,749 % |
2,191 % |
1,324 % |
|
21 |
7,164 % |
3,510 % |
3,988 % |
7,663 % |
2,218 % |
1,349 % |
|
22 |
7,124 % |
3,540 % |
4,008 % |
7,579 % |
2,250 % |
1,384 % |
|
23 |
7,084 % |
3,569 % |
4,024 % |
7,495 % |
2,283 % |
1,427 % |
|
24 |
7,044 % |
3,596 % |
4,036 % |
7,413 % |
2,318 % |
1,475 % |
|
25 |
7,005 % |
3,622 % |
4,046 % |
7,332 % |
2,354 % |
1,526 % |
|
26 |
6,967 % |
3,647 % |
4,054 % |
7,254 % |
2,390 % |
1,578 % |
|
27 |
6,930 % |
3,671 % |
4,060 % |
7,178 % |
2,426 % |
1,632 % |
|
28 |
6,893 % |
3,694 % |
4,065 % |
7,105 % |
2,461 % |
1,685 % |
|
29 |
6,858 % |
3,716 % |
4,068 % |
7,034 % |
2,496 % |
1,738 % |
|
30 |
6,823 % |
3,736 % |
4,070 % |
6,965 % |
2,530 % |
1,791 % |
|
31 |
6,790 % |
3,756 % |
4,072 % |
6,900 % |
2,564 % |
1,842 % |
|
32 |
6,758 % |
3,775 % |
4,072 % |
6,836 % |
2,596 % |
1,892 % |
|
33 |
6,727 % |
3,794 % |
4,072 % |
6,775 % |
2,628 % |
1,941 % |
|
34 |
6,697 % |
3,811 % |
4,072 % |
6,717 % |
2,658 % |
1,988 % |
|
35 |
6,668 % |
3,828 % |
4,071 % |
6,661 % |
2,687 % |
2,034 % |
|
36 |
6,640 % |
3,844 % |
4,070 % |
6,607 % |
2,716 % |
2,079 % |
|
37 |
6,613 % |
3,859 % |
4,068 % |
6,555 % |
2,743 % |
2,121 % |
|
38 |
6,587 % |
3,874 % |
4,067 % |
6,505 % |
2,770 % |
2,163 % |
|
39 |
6,562 % |
3,888 % |
4,065 % |
6,458 % |
2,795 % |
2,203 % |
|
40 |
6,538 % |
3,902 % |
4,063 % |
6,412 % |
2,820 % |
2,241 % |
|
41 |
6,515 % |
3,915 % |
4,061 % |
6,368 % |
2,844 % |
2,278 % |
|
42 |
6,493 % |
3,928 % |
4,059 % |
6,326 % |
2,867 % |
2,313 % |
|
43 |
6,472 % |
3,940 % |
4,056 % |
6,285 % |
2,889 % |
2,348 % |
|
44 |
6,451 % |
3,952 % |
4,054 % |
6,246 % |
2,910 % |
2,381 % |
|
45 |
6,431 % |
3,963 % |
4,052 % |
6,209 % |
2,931 % |
2,412 % |
|
46 |
6,412 % |
3,974 % |
4,049 % |
6,173 % |
2,950 % |
2,443 % |
|
47 |
6,394 % |
3,984 % |
4,047 % |
6,138 % |
2,969 % |
2,473 % |
|
48 |
6,376 % |
3,994 % |
4,045 % |
6,105 % |
2,988 % |
2,501 % |
|
49 |
6,359 % |
4,004 % |
4,043 % |
6,073 % |
3,005 % |
2,528 % |
|
50 |
6,342 % |
4,013 % |
4,040 % |
6,042 % |
3,023 % |
2,555 % |
|
51 |
6,326 % |
4,022 % |
4,038 % |
6,012 % |
3,039 % |
2,580 % |
|
52 |
6,311 % |
4,031 % |
4,036 % |
5,984 % |
3,055 % |
2,605 % |
|
53 |
6,296 % |
4,039 % |
4,034 % |
5,956 % |
3,070 % |
2,629 % |
|
54 |
6,282 % |
4,048 % |
4,032 % |
5,929 % |
3,085 % |
2,652 % |
|
55 |
6,268 % |
4,056 % |
4,030 % |
5,904 % |
3,100 % |
2,674 % |
|
56 |
6,254 % |
4,063 % |
4,028 % |
5,879 % |
3,114 % |
2,695 % |
|
57 |
6,241 % |
4,071 % |
4,026 % |
5,855 % |
3,127 % |
2,716 % |
|
58 |
6,229 % |
4,078 % |
4,024 % |
5,831 % |
3,140 % |
2,736 % |
|
59 |
6,216 % |
4,085 % |
4,022 % |
5,809 % |
3,153 % |
2,756 % |
|
60 |
6,205 % |
4,091 % |
4,020 % |
5,787 % |
3,165 % |
2,774 % |
|
61 |
6,193 % |
4,098 % |
4,018 % |
5,766 % |
3,177 % |
2,793 % |
|
62 |
6,182 % |
4,104 % |
4,016 % |
5,746 % |
3,188 % |
2,810 % |
|
63 |
6,171 % |
4,110 % |
4,015 % |
5,726 % |
3,200 % |
2,827 % |
|
64 |
6,161 % |
4,116 % |
4,013 % |
5,707 % |
3,210 % |
2,844 % |
|
65 |
6,151 % |
4,122 % |
4,011 % |
5,688 % |
3,221 % |
2,860 % |
|
66 |
6,141 % |
4,128 % |
4,010 % |
5,670 % |
3,231 % |
2,876 % |
|
67 |
6,132 % |
4,133 % |
4,008 % |
5,653 % |
3,241 % |
2,891 % |
|
68 |
6,122 % |
4,139 % |
4,007 % |
5,636 % |
3,250 % |
2,905 % |
|
69 |
6,113 % |
4,144 % |
4,005 % |
5,619 % |
3,260 % |
2,920 % |
|
70 |
6,105 % |
4,149 % |
4,004 % |
5,603 % |
3,269 % |
2,934 % |
|
71 |
6,096 % |
4,154 % |
4,002 % |
5,588 % |
3,278 % |
2,947 % |
|
72 |
6,088 % |
4,158 % |
4,001 % |
5,572 % |
3,286 % |
2,960 % |
|
73 |
6,080 % |
4,163 % |
4,000 % |
5,558 % |
3,295 % |
2,973 % |
|
74 |
6,072 % |
4,167 % |
3,998 % |
5,543 % |
3,303 % |
2,985 % |
|
75 |
6,064 % |
4,172 % |
3,997 % |
5,529 % |
3,311 % |
2,998 % |
|
76 |
6,057 % |
4,176 % |
3,996 % |
5,516 % |
3,318 % |
3,009 % |
|
77 |
6,050 % |
4,180 % |
3,995 % |
5,503 % |
3,326 % |
3,021 % |
|
78 |
6,043 % |
4,184 % |
3,993 % |
5,490 % |
3,333 % |
3,032 % |
|
79 |
6,036 % |
4,188 % |
3,992 % |
5,477 % |
3,340 % |
3,043 % |
|
80 |
6,029 % |
4,192 % |
3,991 % |
5,465 % |
3,347 % |
3,054 % |
|
81 |
6,023 % |
4,196 % |
3,990 % |
5,453 % |
3,354 % |
3,064 % |
|
82 |
6,016 % |
4,200 % |
3,989 % |
5,441 % |
3,361 % |
3,074 % |
|
83 |
6,010 % |
4,203 % |
3,988 % |
5,430 % |
3,367 % |
3,084 % |
|
84 |
6,004 % |
4,207 % |
3,987 % |
5,419 % |
3,374 % |
3,094 % |
|
85 |
5,998 % |
4,210 % |
3,986 % |
5,408 % |
3,380 % |
3,103 % |
|
86 |
5,992 % |
4,214 % |
3,985 % |
5,397 % |
3,386 % |
3,112 % |
|
87 |
5,987 % |
4,217 % |
3,984 % |
5,387 % |
3,392 % |
3,121 % |
|
88 |
5,981 % |
4,220 % |
3,983 % |
5,377 % |
3,397 % |
3,130 % |
|
89 |
5,976 % |
4,223 % |
3,982 % |
5,367 % |
3,403 % |
3,139 % |
|
90 |
5,970 % |
4,226 % |
3,981 % |
5,357 % |
3,408 % |
3,147 % |
|
91 |
5,965 % |
4,229 % |
3,980 % |
5,348 % |
3,414 % |
3,156 % |
|
92 |
5,960 % |
4,232 % |
3,979 % |
5,339 % |
3,419 % |
3,164 % |
|
93 |
5,955 % |
4,235 % |
3,978 % |
5,329 % |
3,424 % |
3,172 % |
|
94 |
5,950 % |
4,238 % |
3,978 % |
5,321 % |
3,429 % |
3,179 % |
|
95 |
5,945 % |
4,241 % |
3,977 % |
5,312 % |
3,434 % |
3,187 % |
|
96 |
5,941 % |
4,243 % |
3,976 % |
5,303 % |
3,439 % |
3,194 % |
|
97 |
5,936 % |
4,246 % |
3,975 % |
5,295 % |
3,444 % |
3,201 % |
|
98 |
5,932 % |
4,249 % |
3,974 % |
5,287 % |
3,449 % |
3,209 % |
|
99 |
5,927 % |
4,251 % |
3,974 % |
5,279 % |
3,453 % |
3,216 % |
|
100 |
5,923 % |
4,254 % |
3,973 % |
5,271 % |
3,458 % |
3,222 % |
|
101 |
5,919 % |
4,256 % |
3,972 % |
5,264 % |
3,462 % |
3,229 % |
|
102 |
5,915 % |
4,258 % |
3,972 % |
5,256 % |
3,466 % |
3,236 % |
|
103 |
5,911 % |
4,261 % |
3,971 % |
5,249 % |
3,470 % |
3,242 % |
|
104 |
5,907 % |
4,263 % |
3,970 % |
5,241 % |
3,475 % |
3,248 % |
|
105 |
5,903 % |
4,265 % |
3,970 % |
5,234 % |
3,479 % |
3,255 % |
|
106 |
5,899 % |
4,267 % |
3,969 % |
5,227 % |
3,483 % |
3,261 % |
|
107 |
5,895 % |
4,270 % |
3,968 % |
5,221 % |
3,486 % |
3,267 % |
|
108 |
5,892 % |
4,272 % |
3,968 % |
5,214 % |
3,490 % |
3,272 % |
|
109 |
5,888 % |
4,274 % |
3,967 % |
5,207 % |
3,494 % |
3,278 % |
|
110 |
5,885 % |
4,276 % |
3,966 % |
5,201 % |
3,498 % |
3,284 % |
|
111 |
5,881 % |
4,278 % |
3,966 % |
5,195 % |
3,501 % |
3,289 % |
|
112 |
5,878 % |
4,280 % |
3,965 % |
5,188 % |
3,505 % |
3,295 % |
|
113 |
5,874 % |
4,282 % |
3,965 % |
5,182 % |
3,508 % |
3,300 % |
|
114 |
5,871 % |
4,284 % |
3,964 % |
5,176 % |
3,512 % |
3,305 % |
|
115 |
5,868 % |
4,286 % |
3,963 % |
5,170 % |
3,515 % |
3,310 % |
|
116 |
5,865 % |
4,287 % |
3,963 % |
5,165 % |
3,518 % |
3,316 % |
|
117 |
5,862 % |
4,289 % |
3,962 % |
5,159 % |
3,522 % |
3,321 % |
|
118 |
5,859 % |
4,291 % |
3,962 % |
5,153 % |
3,525 % |
3,325 % |
|
119 |
5,855 % |
4,293 % |
3,961 % |
5,148 % |
3,528 % |
3,330 % |
|
120 |
5,853 % |
4,295 % |
3,961 % |
5,142 % |
3,531 % |
3,335 % |
|
121 |
5,850 % |
4,296 % |
3,960 % |
5,137 % |
3,534 % |
3,340 % |
|
122 |
5,847 % |
4,298 % |
3,960 % |
5,132 % |
3,537 % |
3,344 % |
|
123 |
5,844 % |
4,300 % |
3,959 % |
5,127 % |
3,540 % |
3,349 % |
|
124 |
5,841 % |
4,301 % |
3,959 % |
5,122 % |
3,543 % |
3,353 % |
|
125 |
5,838 % |
4,303 % |
3,958 % |
5,117 % |
3,546 % |
3,358 % |
|
126 |
5,836 % |
4,304 % |
3,958 % |
5,112 % |
3,549 % |
3,362 % |
|
127 |
5,833 % |
4,306 % |
3,957 % |
5,107 % |
3,551 % |
3,366 % |
|
128 |
5,830 % |
4,307 % |
3,957 % |
5,102 % |
3,554 % |
3,370 % |
|
129 |
5,828 % |
4,309 % |
3,957 % |
5,097 % |
3,557 % |
3,374 % |
|
130 |
5,825 % |
4,310 % |
3,956 % |
5,093 % |
3,559 % |
3,378 % |
|
131 |
5,823 % |
4,312 % |
3,956 % |
5,088 % |
3,562 % |
3,382 % |
|
132 |
5,820 % |
4,313 % |
3,955 % |
5,084 % |
3,565 % |
3,386 % |
|
133 |
5,818 % |
4,315 % |
3,955 % |
5,079 % |
3,567 % |
3,390 % |
|
134 |
5,816 % |
4,316 % |
3,954 % |
5,075 % |
3,570 % |
3,394 % |
|
135 |
5,813 % |
4,317 % |
3,954 % |
5,071 % |
3,572 % |
3,398 % |
|
136 |
5,811 % |
4,319 % |
3,954 % |
5,067 % |
3,574 % |
3,401 % |
|
137 |
5,809 % |
4,320 % |
3,953 % |
5,062 % |
3,577 % |
3,405 % |
|
138 |
5,806 % |
4,321 % |
3,953 % |
5,058 % |
3,579 % |
3,409 % |
|
139 |
5,804 % |
4,323 % |
3,953 % |
5,054 % |
3,581 % |
3,412 % |
|
140 |
5,802 % |
4,324 % |
3,952 % |
5,050 % |
3,584 % |
3,416 % |
|
141 |
5,800 % |
4,325 % |
3,952 % |
5,046 % |
3,586 % |
3,419 % |
|
142 |
5,798 % |
4,326 % |
3,951 % |
5,043 % |
3,588 % |
3,422 % |
|
143 |
5,796 % |
4,328 % |
3,951 % |
5,039 % |
3,590 % |
3,426 % |
|
144 |
5,794 % |
4,329 % |
3,951 % |
5,035 % |
3,593 % |
3,429 % |
|
145 |
5,792 % |
4,330 % |
3,950 % |
5,031 % |
3,595 % |
3,432 % |
|
146 |
5,790 % |
4,331 % |
3,950 % |
5,028 % |
3,597 % |
3,435 % |
|
147 |
5,788 % |
4,332 % |
3,950 % |
5,024 % |
3,599 % |
3,439 % |
|
148 |
5,786 % |
4,333 % |
3,949 % |
5,020 % |
3,601 % |
3,442 % |
|
149 |
5,784 % |
4,334 % |
3,949 % |
5,017 % |
3,603 % |
3,445 % |
|
150 |
5,782 % |
4,336 % |
3,949 % |
5,014 % |
3,605 % |
3,448 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
21,580 % |
1,895 % |
– 0,169 % |
|
2 |
19,517 % |
1,680 % |
– 0,204 % |
|
3 |
18,100 % |
1,617 % |
– 0,222 % |
|
4 |
17,048 % |
1,616 % |
– 0,224 % |
|
5 |
16,570 % |
1,641 % |
– 0,212 % |
|
6 |
15,915 % |
1,680 % |
– 0,194 % |
|
7 |
15,246 % |
1,722 % |
– 0,169 % |
|
8 |
14,786 % |
1,765 % |
– 0,139 % |
|
9 |
14,471 % |
1,810 % |
– 0,107 % |
|
10 |
14,213 % |
1,854 % |
– 0,073 % |
|
11 |
13,963 % |
1,894 % |
– 0,040 % |
|
12 |
13,712 % |
1,931 % |
– 0,008 % |
|
13 |
13,462 % |
1,962 % |
0,025 % |
|
14 |
13,215 % |
1,989 % |
0,056 % |
|
15 |
12,972 % |
2,013 % |
0,085 % |
|
16 |
12,734 % |
2,033 % |
0,112 % |
|
17 |
12,501 % |
2,051 % |
0,137 % |
|
18 |
12,274 % |
2,065 % |
0,161 % |
|
19 |
12,055 % |
2,078 % |
0,183 % |
|
20 |
11,842 % |
2,088 % |
0,205 % |
|
21 |
11,637 % |
2,097 % |
0,225 % |
|
22 |
11,440 % |
2,103 % |
0,243 % |
|
23 |
11,250 % |
2,108 % |
0,258 % |
|
24 |
11,069 % |
2,112 % |
0,269 % |
|
25 |
10,894 % |
2,116 % |
0,276 % |
|
26 |
10,728 % |
2,118 % |
0,278 % |
|
27 |
10,568 % |
2,120 % |
0,281 % |
|
28 |
10,416 % |
2,121 % |
0,287 % |
|
29 |
10,270 % |
2,122 % |
0,299 % |
|
30 |
10,131 % |
2,123 % |
0,320 % |
|
31 |
9,999 % |
2,123 % |
0,351 % |
|
32 |
9,872 % |
2,123 % |
0,390 % |
|
33 |
9,751 % |
2,122 % |
0,434 % |
|
34 |
9,636 % |
2,120 % |
0,482 % |
|
35 |
9,526 % |
2,118 % |
0,532 % |
|
36 |
9,421 % |
2,114 % |
0,585 % |
|
37 |
9,320 % |
2,109 % |
0,638 % |
|
38 |
9,224 % |
2,103 % |
0,691 % |
|
39 |
9,132 % |
2,096 % |
0,745 % |
|
40 |
9,045 % |
2,087 % |
0,798 % |
|
41 |
8,961 % |
2,077 % |
0,850 % |
|
42 |
8,880 % |
2,066 % |
0,902 % |
|
43 |
8,803 % |
2,055 % |
0,952 % |
|
44 |
8,729 % |
2,045 % |
1,002 % |
|
45 |
8,659 % |
2,038 % |
1,050 % |
|
46 |
8,591 % |
2,032 % |
1,097 % |
|
47 |
8,526 % |
2,029 % |
1,142 % |
|
48 |
8,463 % |
2,029 % |
1,187 % |
|
49 |
8,403 % |
2,032 % |
1,230 % |
|
50 |
8,345 % |
2,039 % |
1,272 % |
|
51 |
8,289 % |
2,049 % |
1,312 % |
|
52 |
8,235 % |
2,061 % |
1,352 % |
|
53 |
8,184 % |
2,076 % |
1,390 % |
|
54 |
8,134 % |
2,093 % |
1,427 % |
|
55 |
8,086 % |
2,111 % |
1,463 % |
|
56 |
8,039 % |
2,130 % |
1,497 % |
|
57 |
7,995 % |
2,150 % |
1,531 % |
|
58 |
7,951 % |
2,171 % |
1,564 % |
|
59 |
7,910 % |
2,192 % |
1,596 % |
|
60 |
7,869 % |
2,213 % |
1,626 % |
|
61 |
7,830 % |
2,234 % |
1,656 % |
|
62 |
7,792 % |
2,256 % |
1,685 % |
|
63 |
7,756 % |
2,277 % |
1,713 % |
|
64 |
7,720 % |
2,298 % |
1,741 % |
|
65 |
7,686 % |
2,319 % |
1,767 % |
|
66 |
7,652 % |
2,340 % |
1,793 % |
|
67 |
7,620 % |
2,360 % |
1,818 % |
|
68 |
7,589 % |
2,380 % |
1,842 % |
|
69 |
7,558 % |
2,400 % |
1,866 % |
|
70 |
7,528 % |
2,420 % |
1,889 % |
|
71 |
7,500 % |
2,439 % |
1,911 % |
|
72 |
7,472 % |
2,458 % |
1,933 % |
|
73 |
7,444 % |
2,476 % |
1,954 % |
|
74 |
7,418 % |
2,494 % |
1,975 % |
|
75 |
7,392 % |
2,512 % |
1,995 % |
|
76 |
7,367 % |
2,529 % |
2,015 % |
|
77 |
7,343 % |
2,546 % |
2,034 % |
|
78 |
7,319 % |
2,563 % |
2,052 % |
|
79 |
7,296 % |
2,579 % |
2,070 % |
|
80 |
7,273 % |
2,595 % |
2,088 % |
|
81 |
7,251 % |
2,611 % |
2,105 % |
|
82 |
7,229 % |
2,626 % |
2,122 % |
|
83 |
7,208 % |
2,641 % |
2,139 % |
|
84 |
7,188 % |
2,656 % |
2,155 % |
|
85 |
7,168 % |
2,670 % |
2,171 % |
|
86 |
7,148 % |
2,684 % |
2,186 % |
|
87 |
7,129 % |
2,698 % |
2,201 % |
|
88 |
7,111 % |
2,711 % |
2,216 % |
|
89 |
7,092 % |
2,724 % |
2,230 % |
|
90 |
7,074 % |
2,737 % |
2,244 % |
|
91 |
7,057 % |
2,750 % |
2,258 % |
|
92 |
7,040 % |
2,762 % |
2,271 % |
|
93 |
7,023 % |
2,774 % |
2,284 % |
|
94 |
7,007 % |
2,786 % |
2,297 % |
|
95 |
6,991 % |
2,798 % |
2,310 % |
|
96 |
6,975 % |
2,809 % |
2,322 % |
|
97 |
6,960 % |
2,820 % |
2,334 % |
|
98 |
6,945 % |
2,831 % |
2,346 % |
|
99 |
6,930 % |
2,842 % |
2,357 % |
|
100 |
6,916 % |
2,852 % |
2,369 % |
|
101 |
6,902 % |
2,863 % |
2,380 % |
|
102 |
6,888 % |
2,873 % |
2,391 % |
|
103 |
6,874 % |
2,883 % |
2,402 % |
|
104 |
6,861 % |
2,892 % |
2,412 % |
|
105 |
6,848 % |
2,902 % |
2,422 % |
|
106 |
6,835 % |
2,911 % |
2,433 % |
|
107 |
6,823 % |
2,920 % |
2,442 % |
|
108 |
6,810 % |
2,929 % |
2,452 % |
|
109 |
6,798 % |
2,938 % |
2,462 % |
|
110 |
6,786 % |
2,947 % |
2,471 % |
|
111 |
6,775 % |
2,955 % |
2,480 % |
|
112 |
6,763 % |
2,964 % |
2,489 % |
|
113 |
6,752 % |
2,972 % |
2,498 % |
|
114 |
6,741 % |
2,980 % |
2,507 % |
|
115 |
6,730 % |
2,988 % |
2,516 % |
|
116 |
6,720 % |
2,996 % |
2,524 % |
|
117 |
6,709 % |
3,004 % |
2,532 % |
|
118 |
6,699 % |
3,011 % |
2,541 % |
|
119 |
6,689 % |
3,019 % |
2,549 % |
|
120 |
6,679 % |
3,026 % |
2,556 % |
|
121 |
6,669 % |
3,033 % |
2,564 % |
|
122 |
6,659 % |
3,040 % |
2,572 % |
|
123 |
6,650 % |
3,047 % |
2,579 % |
|
124 |
6,640 % |
3,054 % |
2,587 % |
|
125 |
6,631 % |
3,061 % |
2,594 % |
|
126 |
6,622 % |
3,067 % |
2,601 % |
|
127 |
6,613 % |
3,074 % |
2,608 % |
|
128 |
6,605 % |
3,080 % |
2,615 % |
|
129 |
6,596 % |
3,087 % |
2,622 % |
|
130 |
6,588 % |
3,093 % |
2,629 % |
|
131 |
6,579 % |
3,099 % |
2,635 % |
|
132 |
6,571 % |
3,105 % |
2,642 % |
|
133 |
6,563 % |
3,111 % |
2,648 % |
|
134 |
6,555 % |
3,117 % |
2,655 % |
|
135 |
6,547 % |
3,123 % |
2,661 % |
|
136 |
6,539 % |
3,128 % |
2,667 % |
|
137 |
6,532 % |
3,134 % |
2,673 % |
|
138 |
6,524 % |
3,140 % |
2,679 % |
|
139 |
6,517 % |
3,145 % |
2,685 % |
|
140 |
6,510 % |
3,150 % |
2,691 % |
|
141 |
6,502 % |
3,156 % |
2,696 % |
|
142 |
6,495 % |
3,161 % |
2,702 % |
|
143 |
6,488 % |
3,166 % |
2,708 % |
|
144 |
6,481 % |
3,171 % |
2,713 % |
|
145 |
6,475 % |
3,176 % |
2,719 % |
|
146 |
6,468 % |
3,181 % |
2,724 % |
|
147 |
6,461 % |
3,186 % |
2,729 % |
|
148 |
6,455 % |
3,191 % |
2,734 % |
|
149 |
6,448 % |
3,195 % |
2,739 % |
|
150 |
6,442 % |
3,200 % |
2,744 % |
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 |
40 |
5 |
0 |
42 |
0 |
|
3 |
0 |
1 |
45 |
5 |
2 |
48 |
0 |
|
4 |
0 |
2 |
48 |
5 |
3 |
49 |
0 |
|
5 |
0 |
4 |
52 |
5 |
5 |
52 |
0 |
|
6 |
1 |
5 |
55 |
5 |
7 |
54 |
0 |
|
7 |
2 |
6 |
58 |
5 |
9 |
55 |
0 |
|
8 |
3 |
7 |
60 |
5 |
11 |
55 |
0 |
|
9 |
3 |
8 |
61 |
5 |
12 |
52 |
0 |
|
10 |
3 |
8 |
63 |
5 |
14 |
51 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
402 |
4 |
16 |
|
2 |
0 |
0 |
0 |
0 |
248 |
4 |
23 |
|
3 |
1 |
0 |
0 |
0 |
220 |
4 |
26 |
|
4 |
2 |
0 |
0 |
0 |
192 |
4 |
27 |
|
5 |
4 |
0 |
0 |
0 |
175 |
4 |
28 |
|
6 |
5 |
0 |
0 |
0 |
172 |
4 |
29 |
|
7 |
6 |
0 |
0 |
0 |
169 |
4 |
30 |
|
8 |
7 |
0 |
1 |
0 |
173 |
2 |
31 |
|
9 |
8 |
1 |
2 |
0 |
175 |
1 |
31 |
|
10 |
8 |
0 |
3 |
0 |
177 |
4 |
32 |
|
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 |
18 |
15 |
15 |
0 |
26 |
0 |
4 |
|
4 |
21 |
16 |
17 |
0 |
27 |
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 |
24 |
1 |
31 |
0 |
4 |
|
9 |
29 |
23 |
25 |
2 |
31 |
0 |
4 |
|
10 |
31 |
24 |
25 |
3 |
32 |
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 |
48 |
20 |
18 |
26 |
15 |
0 |
0 |
|
4 |
49 |
21 |
20 |
31 |
17 |
0 |
0 |
|
5 |
52 |
22 |
21 |
34 |
19 |
0 |
0 |
|
6 |
54 |
24 |
23 |
38 |
21 |
0 |
0 |
|
7 |
55 |
25 |
24 |
39 |
22 |
0 |
0 |
|
8 |
55 |
27 |
25 |
40 |
24 |
0 |
0 |
|
9 |
52 |
28 |
25 |
41 |
25 |
0 |
0 |
|
10 |
51 |
26 |
26 |
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 |
9 |
|
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 |
9 |
|
10 |
5 |
42 |
0 |
10 |
1 |
0 |
9 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
5 |
10 |
0 |
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 |
6 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
7 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
9 |
15 |
0 |
4 |
|
8 |
0 |
12 |
0 |
10 |
15 |
0 |
4 |
|
9 |
0 |
18 |
0 |
10 |
15 |
0 |
4 |
|
10 |
0 |
18 |
0 |
11 |
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 |
121 |
235 |
560 |
1 242 |
|
2 |
6 |
20 |
45 |
121 |
235 |
560 |
1 000 |
|
3 |
7 |
23 |
46 |
114 |
231 |
556 |
816 |
|
4 |
8 |
25 |
49 |
116 |
230 |
555 |
675 |
|
5 |
10 |
28 |
54 |
119 |
230 |
555 |
568 |
|
6 |
11 |
30 |
58 |
124 |
230 |
555 |
555 |
|
7 |
12 |
32 |
60 |
126 |
230 |
555 |
555 |
|
8 |
12 |
33 |
59 |
125 |
230 |
555 |
555 |
|
9 |
12 |
34 |
59 |
124 |
230 |
555 |
555 |
|
10 |
13 |
35 |
59 |
124 |
230 |
555 |
555 |
|
11 |
13 |
36 |
60 |
124 |
230 |
555 |
555 |
|
12 |
14 |
37 |
60 |
124 |
230 |
555 |
555 |
|
13 |
14 |
37 |
60 |
124 |
230 |
555 |
555 |
|
14 |
14 |
38 |
60 |
124 |
230 |
555 |
555 |
|
15 |
14 |
38 |
60 |
124 |
230 |
555 |
555 |
|
16 |
14 |
38 |
60 |
124 |
230 |
555 |
555 |
|
17 |
14 |
38 |
60 |
124 |
230 |
555 |
555 |
|
18 |
14 |
38 |
60 |
124 |
230 |
555 |
555 |
|
19 |
15 |
38 |
60 |
124 |
230 |
555 |
555 |
|
20 |
16 |
38 |
60 |
124 |
230 |
555 |
555 |
|
21 |
16 |
38 |
60 |
124 |
230 |
555 |
555 |
|
22 |
17 |
38 |
60 |
124 |
230 |
555 |
555 |
|
23 |
17 |
38 |
60 |
124 |
230 |
555 |
555 |
|
24 |
19 |
38 |
60 |
124 |
230 |
555 |
555 |
|
25 |
19 |
38 |
60 |
124 |
230 |
555 |
555 |
|
26 |
20 |
38 |
60 |
124 |
230 |
555 |
555 |
|
27 |
20 |
38 |
60 |
124 |
230 |
555 |
555 |
|
28 |
21 |
38 |
60 |
124 |
230 |
555 |
555 |
|
29 |
21 |
38 |
60 |
124 |
230 |
555 |
555 |
|
30 |
23 |
38 |
60 |
124 |
230 |
555 |
555 |
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 |
26 |
51 |
127 |
241 |
566 |
1 290 |
|
2 |
14 |
28 |
53 |
129 |
243 |
568 |
1 038 |
|
3 |
16 |
31 |
55 |
122 |
239 |
565 |
845 |
|
4 |
17 |
33 |
57 |
124 |
238 |
563 |
699 |
|
5 |
18 |
36 |
62 |
127 |
238 |
563 |
586 |
|
6 |
18 |
37 |
65 |
131 |
237 |
562 |
562 |
|
7 |
19 |
39 |
66 |
133 |
236 |
562 |
562 |
|
8 |
18 |
39 |
65 |
131 |
236 |
561 |
561 |
|
9 |
18 |
39 |
65 |
130 |
235 |
561 |
561 |
|
10 |
18 |
40 |
64 |
129 |
235 |
560 |
560 |
|
11 |
18 |
41 |
64 |
129 |
234 |
560 |
560 |
|
12 |
18 |
41 |
64 |
128 |
234 |
559 |
559 |
|
13 |
18 |
41 |
63 |
127 |
233 |
558 |
558 |
|
14 |
17 |
41 |
62 |
127 |
233 |
558 |
558 |
|
15 |
17 |
40 |
62 |
126 |
232 |
557 |
557 |
|
16 |
16 |
40 |
61 |
126 |
232 |
557 |
557 |
|
17 |
16 |
39 |
61 |
126 |
231 |
557 |
557 |
|
18 |
16 |
39 |
61 |
125 |
231 |
557 |
557 |
|
19 |
16 |
39 |
61 |
125 |
231 |
557 |
557 |
|
20 |
16 |
40 |
61 |
126 |
232 |
557 |
557 |
|
21 |
17 |
40 |
62 |
126 |
232 |
557 |
557 |
|
22 |
17 |
40 |
62 |
126 |
232 |
557 |
557 |
|
23 |
18 |
40 |
62 |
127 |
232 |
558 |
558 |
|
24 |
19 |
40 |
62 |
127 |
232 |
558 |
558 |
|
25 |
19 |
41 |
62 |
127 |
232 |
558 |
558 |
|
26 |
20 |
41 |
62 |
127 |
232 |
558 |
558 |
|
27 |
20 |
41 |
62 |
127 |
232 |
558 |
558 |
|
28 |
21 |
41 |
62 |
127 |
232 |
558 |
558 |
|
29 |
22 |
40 |
62 |
127 |
232 |
558 |
558 |
|
30 |
23 |
40 |
62 |
127 |
232 |
558 |
558 |
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 |
121 |
235 |
560 |
1 241 |
|
2 |
6 |
20 |
45 |
121 |
235 |
560 |
1 000 |
|
3 |
7 |
22 |
46 |
114 |
231 |
556 |
816 |
|
4 |
8 |
25 |
49 |
116 |
230 |
555 |
675 |
|
5 |
10 |
28 |
54 |
119 |
230 |
555 |
567 |
|
6 |
11 |
30 |
58 |
124 |
230 |
555 |
555 |
|
7 |
12 |
32 |
59 |
126 |
230 |
555 |
555 |
|
8 |
12 |
33 |
59 |
125 |
230 |
555 |
555 |
|
9 |
12 |
34 |
59 |
124 |
230 |
555 |
555 |
|
10 |
13 |
35 |
59 |
124 |
230 |
555 |
555 |
|
11 |
13 |
36 |
59 |
124 |
230 |
555 |
555 |
|
12 |
14 |
37 |
59 |
124 |
230 |
555 |
555 |
|
13 |
14 |
37 |
59 |
124 |
230 |
555 |
555 |
|
14 |
14 |
38 |
59 |
124 |
230 |
555 |
555 |
|
15 |
14 |
38 |
59 |
124 |
230 |
555 |
555 |
|
16 |
14 |
38 |
59 |
124 |
230 |
555 |
555 |
|
17 |
14 |
38 |
59 |
124 |
230 |
555 |
555 |
|
18 |
14 |
38 |
59 |
124 |
230 |
555 |
555 |
|
19 |
15 |
38 |
59 |
124 |
230 |
555 |
555 |
|
20 |
16 |
38 |
59 |
124 |
230 |
555 |
555 |
|
21 |
16 |
38 |
59 |
124 |
230 |
555 |
555 |
|
22 |
17 |
38 |
59 |
124 |
230 |
555 |
555 |
|
23 |
17 |
38 |
59 |
124 |
230 |
555 |
555 |
|
24 |
19 |
38 |
59 |
124 |
230 |
555 |
555 |
|
25 |
19 |
38 |
59 |
124 |
230 |
555 |
555 |
|
26 |
20 |
38 |
59 |
124 |
230 |
555 |
555 |
|
27 |
20 |
38 |
59 |
124 |
230 |
555 |
555 |
|
28 |
21 |
38 |
59 |
124 |
230 |
555 |
555 |
|
29 |
21 |
38 |
59 |
124 |
230 |
555 |
555 |
|
30 |
23 |
38 |
59 |
124 |
230 |
555 |
555 |
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 |
82 |
96 |
121 |
197 |
310 |
636 |
1 256 |
|
2 |
78 |
92 |
117 |
193 |
306 |
632 |
1 017 |
|
3 |
81 |
97 |
121 |
188 |
305 |
630 |
831 |
|
4 |
80 |
97 |
121 |
188 |
302 |
627 |
690 |
|
5 |
79 |
97 |
124 |
189 |
299 |
625 |
625 |
|
6 |
79 |
98 |
125 |
192 |
297 |
623 |
623 |
|
7 |
78 |
98 |
125 |
192 |
295 |
621 |
621 |
|
8 |
76 |
97 |
123 |
189 |
294 |
619 |
619 |
|
9 |
75 |
97 |
122 |
187 |
293 |
618 |
618 |
|
10 |
72 |
94 |
119 |
183 |
289 |
614 |
614 |
|
11 |
70 |
93 |
116 |
181 |
286 |
612 |
612 |
|
12 |
69 |
92 |
115 |
179 |
285 |
610 |
610 |
|
13 |
69 |
92 |
114 |
178 |
284 |
609 |
609 |
|
14 |
68 |
92 |
114 |
178 |
284 |
609 |
609 |
|
15 |
68 |
91 |
113 |
178 |
283 |
609 |
609 |
|
16 |
67 |
91 |
113 |
177 |
283 |
608 |
608 |
|
17 |
67 |
90 |
112 |
176 |
282 |
608 |
608 |
|
18 |
66 |
90 |
111 |
176 |
282 |
607 |
607 |
|
19 |
65 |
89 |
111 |
175 |
281 |
606 |
606 |
|
20 |
65 |
88 |
110 |
174 |
280 |
605 |
605 |
|
21 |
64 |
87 |
109 |
174 |
279 |
605 |
605 |
|
22 |
63 |
87 |
108 |
173 |
279 |
604 |
604 |
|
23 |
62 |
86 |
107 |
172 |
278 |
603 |
603 |
|
24 |
61 |
85 |
106 |
171 |
277 |
602 |
602 |
|
25 |
60 |
84 |
105 |
170 |
276 |
601 |
601 |
|
26 |
59 |
83 |
104 |
169 |
275 |
600 |
600 |
|
27 |
58 |
82 |
103 |
168 |
273 |
599 |
599 |
|
28 |
57 |
80 |
102 |
167 |
272 |
598 |
598 |
|
29 |
56 |
79 |
101 |
166 |
271 |
597 |
597 |
|
30 |
55 |
78 |
100 |
165 |
270 |
596 |
596 |
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 |
238 |
563 |
1 247 |
|
2 |
11 |
26 |
51 |
126 |
240 |
565 |
1 005 |
|
3 |
14 |
29 |
53 |
120 |
237 |
563 |
820 |
|
4 |
15 |
32 |
56 |
123 |
237 |
562 |
679 |
|
5 |
17 |
35 |
61 |
126 |
237 |
562 |
570 |
|
6 |
18 |
37 |
65 |
131 |
237 |
562 |
562 |
|
7 |
19 |
39 |
66 |
133 |
237 |
562 |
562 |
|
8 |
18 |
39 |
66 |
131 |
236 |
561 |
561 |
|
9 |
18 |
40 |
65 |
130 |
236 |
561 |
561 |
|
10 |
18 |
40 |
65 |
129 |
235 |
560 |
560 |
|
11 |
18 |
41 |
65 |
129 |
235 |
560 |
560 |
|
12 |
19 |
42 |
64 |
129 |
235 |
560 |
560 |
|
13 |
19 |
42 |
64 |
128 |
234 |
560 |
560 |
|
14 |
19 |
42 |
64 |
128 |
234 |
559 |
559 |
|
15 |
18 |
42 |
64 |
128 |
234 |
559 |
559 |
|
16 |
18 |
41 |
63 |
128 |
233 |
559 |
559 |
|
17 |
18 |
41 |
63 |
128 |
233 |
559 |
559 |
|
18 |
18 |
41 |
63 |
128 |
233 |
559 |
559 |
|
19 |
18 |
42 |
63 |
128 |
234 |
559 |
559 |
|
20 |
19 |
42 |
64 |
128 |
234 |
559 |
559 |
|
21 |
19 |
42 |
64 |
129 |
234 |
560 |
560 |
|
22 |
19 |
43 |
64 |
129 |
235 |
560 |
560 |
|
23 |
19 |
43 |
64 |
129 |
235 |
560 |
560 |
|
24 |
19 |
43 |
65 |
129 |
235 |
560 |
560 |
|
25 |
19 |
43 |
65 |
129 |
235 |
560 |
560 |
|
26 |
20 |
43 |
65 |
129 |
235 |
560 |
560 |
|
27 |
20 |
43 |
65 |
129 |
235 |
560 |
560 |
|
28 |
21 |
43 |
64 |
129 |
235 |
560 |
560 |
|
29 |
22 |
43 |
64 |
129 |
235 |
560 |
560 |
|
30 |
23 |
43 |
64 |
129 |
235 |
560 |
560 |
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 |
165 |
279 |
604 |
1 250 |
|
2 |
54 |
68 |
93 |
169 |
282 |
608 |
1 008 |
|
3 |
59 |
75 |
98 |
166 |
283 |
608 |
822 |
|
4 |
63 |
79 |
104 |
170 |
284 |
609 |
681 |
|
5 |
65 |
83 |
109 |
174 |
285 |
610 |
610 |
|
6 |
66 |
85 |
113 |
179 |
285 |
610 |
610 |
|
7 |
67 |
87 |
114 |
181 |
284 |
610 |
610 |
|
8 |
66 |
86 |
113 |
178 |
283 |
609 |
609 |
|
9 |
64 |
86 |
111 |
176 |
282 |
607 |
607 |
|
10 |
63 |
86 |
110 |
175 |
280 |
606 |
606 |
|
11 |
63 |
85 |
109 |
173 |
279 |
604 |
604 |
|
12 |
61 |
85 |
107 |
172 |
277 |
603 |
603 |
|
13 |
60 |
84 |
106 |
170 |
276 |
601 |
601 |
|
14 |
59 |
83 |
104 |
169 |
275 |
600 |
600 |
|
15 |
58 |
81 |
103 |
168 |
273 |
599 |
599 |
|
16 |
57 |
80 |
102 |
167 |
272 |
598 |
598 |
|
17 |
56 |
80 |
101 |
166 |
272 |
597 |
597 |
|
18 |
55 |
79 |
101 |
165 |
271 |
596 |
596 |
|
19 |
55 |
78 |
100 |
164 |
270 |
595 |
595 |
|
20 |
54 |
78 |
99 |
164 |
270 |
595 |
595 |
|
21 |
53 |
77 |
99 |
163 |
269 |
594 |
594 |
|
22 |
53 |
76 |
98 |
162 |
268 |
593 |
593 |
|
23 |
52 |
75 |
97 |
162 |
267 |
593 |
593 |
|
24 |
51 |
75 |
96 |
161 |
266 |
592 |
592 |
|
25 |
50 |
74 |
95 |
160 |
266 |
591 |
591 |
|
26 |
49 |
73 |
95 |
159 |
265 |
590 |
590 |
|
27 |
49 |
72 |
94 |
158 |
264 |
589 |
589 |
|
28 |
48 |
71 |
93 |
157 |
263 |
588 |
588 |
|
29 |
47 |
70 |
92 |
156 |
262 |
588 |
588 |
|
30 |
46 |
70 |
91 |
156 |
261 |
587 |
587 |
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 |
120 |
234 |
559 |
1 241 |
|
2 |
5 |
19 |
44 |
120 |
234 |
559 |
999 |
|
3 |
6 |
22 |
45 |
113 |
230 |
555 |
815 |
|
4 |
7 |
24 |
48 |
115 |
229 |
554 |
675 |
|
5 |
9 |
27 |
53 |
118 |
229 |
554 |
567 |
|
6 |
10 |
29 |
57 |
123 |
229 |
554 |
554 |
|
7 |
11 |
31 |
59 |
126 |
229 |
554 |
554 |
|
8 |
11 |
32 |
58 |
124 |
229 |
554 |
554 |
|
9 |
11 |
33 |
58 |
123 |
229 |
554 |
554 |
|
10 |
12 |
34 |
58 |
123 |
229 |
554 |
554 |
|
11 |
12 |
35 |
59 |
123 |
229 |
554 |
554 |
|
12 |
13 |
36 |
59 |
123 |
229 |
554 |
554 |
|
13 |
13 |
37 |
59 |
123 |
229 |
554 |
554 |
|
14 |
13 |
37 |
59 |
123 |
229 |
554 |
554 |
|
15 |
13 |
37 |
59 |
123 |
229 |
554 |
554 |
|
16 |
13 |
37 |
59 |
123 |
229 |
554 |
554 |
|
17 |
13 |
37 |
59 |
123 |
229 |
554 |
554 |
|
18 |
13 |
37 |
59 |
123 |
229 |
554 |
554 |
|
19 |
15 |
37 |
59 |
123 |
229 |
554 |
554 |
|
20 |
16 |
37 |
59 |
123 |
229 |
554 |
554 |
|
21 |
16 |
37 |
59 |
123 |
229 |
554 |
554 |
|
22 |
17 |
37 |
59 |
123 |
229 |
554 |
554 |
|
23 |
17 |
37 |
59 |
123 |
229 |
554 |
554 |
|
24 |
19 |
37 |
59 |
123 |
229 |
554 |
554 |
|
25 |
19 |
37 |
59 |
123 |
229 |
554 |
554 |
|
26 |
20 |
37 |
59 |
123 |
229 |
554 |
554 |
|
27 |
20 |
37 |
59 |
123 |
229 |
554 |
554 |
|
28 |
21 |
37 |
59 |
123 |
229 |
554 |
554 |
|
29 |
21 |
37 |
59 |
123 |
229 |
554 |
554 |
|
30 |
23 |
37 |
59 |
123 |
229 |
554 |
554 |
2.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
7 |
25 |
55 |
153 |
253 |
578 |
1 265 |
|
2 |
7 |
25 |
55 |
153 |
253 |
578 |
1 019 |
|
3 |
8 |
27 |
55 |
138 |
249 |
574 |
831 |
|
4 |
10 |
29 |
57 |
127 |
247 |
572 |
688 |
|
5 |
11 |
31 |
58 |
115 |
246 |
571 |
578 |
|
6 |
14 |
34 |
61 |
108 |
245 |
570 |
570 |
|
7 |
16 |
37 |
62 |
100 |
244 |
569 |
569 |
|
8 |
17 |
38 |
61 |
93 |
242 |
568 |
568 |
|
9 |
19 |
45 |
64 |
87 |
241 |
567 |
567 |
|
10 |
19 |
45 |
62 |
84 |
241 |
566 |
566 |
|
11 |
18 |
44 |
60 |
84 |
240 |
565 |
565 |
|
12 |
17 |
44 |
61 |
85 |
239 |
564 |
564 |
|
13 |
17 |
44 |
61 |
85 |
238 |
563 |
563 |
|
14 |
17 |
44 |
61 |
85 |
237 |
563 |
563 |
|
15 |
17 |
44 |
61 |
85 |
237 |
562 |
562 |
|
16 |
17 |
44 |
61 |
85 |
235 |
560 |
560 |
|
17 |
17 |
44 |
61 |
85 |
234 |
560 |
560 |
|
18 |
17 |
44 |
61 |
85 |
234 |
559 |
559 |
|
19 |
17 |
44 |
61 |
85 |
234 |
559 |
559 |
|
20 |
17 |
44 |
61 |
85 |
234 |
559 |
559 |
|
21 |
17 |
44 |
61 |
85 |
234 |
559 |
559 |
|
22 |
17 |
44 |
61 |
85 |
234 |
559 |
559 |
|
23 |
17 |
44 |
61 |
85 |
234 |
559 |
559 |
|
24 |
19 |
44 |
61 |
85 |
233 |
558 |
558 |
|
25 |
19 |
44 |
61 |
85 |
232 |
558 |
558 |
|
26 |
20 |
44 |
61 |
85 |
232 |
557 |
557 |
|
27 |
20 |
44 |
61 |
85 |
231 |
557 |
557 |
|
28 |
21 |
44 |
61 |
85 |
231 |
556 |
556 |
|
29 |
22 |
44 |
61 |
85 |
231 |
556 |
556 |
|
30 |
23 |
44 |
61 |
85 |
230 |
556 |
556 |
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 |
201 |
315 |
640 |
1 311 |
|
2 |
84 |
98 |
123 |
199 |
313 |
638 |
1 061 |
|
3 |
83 |
99 |
122 |
190 |
307 |
632 |
869 |
|
4 |
82 |
99 |
123 |
190 |
304 |
629 |
721 |
|
5 |
81 |
99 |
125 |
190 |
301 |
626 |
626 |
|
6 |
80 |
99 |
127 |
193 |
299 |
624 |
624 |
|
7 |
78 |
99 |
126 |
193 |
296 |
621 |
621 |
|
8 |
76 |
97 |
123 |
189 |
294 |
619 |
619 |
|
9 |
74 |
95 |
121 |
186 |
291 |
617 |
617 |
|
10 |
73 |
95 |
119 |
184 |
290 |
615 |
615 |
|
11 |
72 |
94 |
118 |
182 |
288 |
613 |
613 |
|
12 |
70 |
93 |
116 |
180 |
286 |
612 |
612 |
|
13 |
69 |
92 |
114 |
179 |
285 |
610 |
610 |
|
14 |
68 |
91 |
113 |
177 |
283 |
608 |
608 |
|
15 |
66 |
90 |
112 |
176 |
282 |
607 |
607 |
|
16 |
65 |
89 |
110 |
175 |
281 |
606 |
606 |
|
17 |
64 |
87 |
109 |
174 |
279 |
605 |
605 |
|
18 |
63 |
86 |
108 |
173 |
278 |
604 |
604 |
|
19 |
62 |
86 |
107 |
172 |
278 |
603 |
603 |
|
20 |
61 |
85 |
107 |
171 |
277 |
602 |
602 |
|
21 |
60 |
84 |
106 |
170 |
276 |
601 |
601 |
|
22 |
59 |
83 |
105 |
169 |
275 |
600 |
600 |
|
23 |
58 |
82 |
104 |
168 |
274 |
599 |
599 |
|
24 |
57 |
81 |
103 |
167 |
273 |
598 |
598 |
|
25 |
56 |
80 |
102 |
166 |
272 |
597 |
597 |
|
26 |
55 |
79 |
101 |
165 |
271 |
596 |
596 |
|
27 |
54 |
78 |
100 |
164 |
270 |
595 |
595 |
|
28 |
53 |
77 |
99 |
163 |
269 |
594 |
594 |
|
29 |
52 |
76 |
98 |
162 |
268 |
593 |
593 |
|
30 |
51 |
75 |
97 |
161 |
267 |
592 |
592 |
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 |
74 |
98 |
174 |
288 |
613 |
1 276 |
|
2 |
58 |
72 |
97 |
173 |
287 |
612 |
1 031 |
|
3 |
58 |
73 |
97 |
165 |
282 |
607 |
842 |
|
4 |
58 |
75 |
99 |
166 |
280 |
605 |
698 |
|
5 |
58 |
76 |
102 |
167 |
278 |
603 |
603 |
|
6 |
57 |
76 |
104 |
170 |
276 |
601 |
601 |
|
7 |
57 |
77 |
104 |
171 |
274 |
599 |
599 |
|
8 |
55 |
76 |
102 |
168 |
273 |
598 |
598 |
|
9 |
53 |
75 |
100 |
165 |
271 |
596 |
596 |
|
10 |
53 |
75 |
99 |
164 |
270 |
595 |
595 |
|
11 |
52 |
75 |
98 |
163 |
269 |
594 |
594 |
|
12 |
52 |
75 |
98 |
162 |
268 |
593 |
593 |
|
13 |
52 |
75 |
97 |
161 |
267 |
592 |
592 |
|
14 |
51 |
74 |
96 |
161 |
266 |
592 |
592 |
|
15 |
50 |
74 |
96 |
160 |
266 |
591 |
591 |
|
16 |
49 |
73 |
95 |
159 |
265 |
590 |
590 |
|
17 |
49 |
72 |
94 |
158 |
264 |
589 |
589 |
|
18 |
48 |
71 |
93 |
158 |
263 |
589 |
589 |
|
19 |
47 |
71 |
93 |
157 |
263 |
588 |
588 |
|
20 |
47 |
71 |
93 |
157 |
263 |
588 |
588 |
|
21 |
47 |
70 |
92 |
157 |
262 |
588 |
588 |
|
22 |
47 |
70 |
92 |
156 |
262 |
587 |
587 |
|
23 |
46 |
70 |
91 |
156 |
261 |
587 |
587 |
|
24 |
45 |
69 |
91 |
155 |
261 |
586 |
586 |
|
25 |
45 |
68 |
90 |
154 |
260 |
586 |
586 |
|
26 |
44 |
68 |
89 |
154 |
260 |
585 |
585 |
|
27 |
43 |
67 |
89 |
153 |
259 |
584 |
584 |
|
28 |
43 |
66 |
88 |
152 |
258 |
583 |
583 |
|
29 |
42 |
66 |
87 |
152 |
257 |
583 |
583 |
|
30 |
41 |
65 |
87 |
151 |
257 |
582 |
582 |
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 |
146 |
260 |
585 |
1 282 |
|
2 |
32 |
46 |
71 |
146 |
260 |
585 |
1 034 |
|
3 |
32 |
47 |
71 |
139 |
256 |
581 |
843 |
|
4 |
32 |
49 |
73 |
140 |
254 |
579 |
698 |
|
5 |
33 |
51 |
77 |
142 |
253 |
578 |
586 |
|
6 |
33 |
52 |
80 |
146 |
252 |
577 |
577 |
|
7 |
33 |
53 |
81 |
148 |
251 |
576 |
576 |
|
8 |
32 |
53 |
79 |
145 |
250 |
575 |
575 |
|
9 |
32 |
53 |
79 |
144 |
249 |
574 |
574 |
|
10 |
32 |
54 |
78 |
143 |
249 |
574 |
574 |
|
11 |
31 |
54 |
78 |
142 |
248 |
573 |
573 |
|
12 |
31 |
54 |
77 |
141 |
247 |
572 |
572 |
|
13 |
31 |
54 |
76 |
140 |
246 |
571 |
571 |
|
14 |
30 |
54 |
75 |
140 |
245 |
571 |
571 |
|
15 |
29 |
53 |
75 |
139 |
245 |
570 |
570 |
|
16 |
28 |
52 |
74 |
138 |
244 |
569 |
569 |
|
17 |
28 |
51 |
73 |
138 |
243 |
569 |
569 |
|
18 |
28 |
51 |
73 |
137 |
243 |
568 |
568 |
|
19 |
27 |
51 |
73 |
137 |
243 |
568 |
568 |
|
20 |
27 |
51 |
73 |
137 |
243 |
568 |
568 |
|
21 |
27 |
51 |
73 |
137 |
243 |
568 |
568 |
|
22 |
27 |
51 |
73 |
137 |
243 |
568 |
568 |
|
23 |
27 |
51 |
72 |
137 |
243 |
568 |
568 |
|
24 |
27 |
51 |
72 |
137 |
242 |
568 |
568 |
|
25 |
27 |
50 |
72 |
136 |
242 |
568 |
568 |
|
26 |
27 |
50 |
72 |
136 |
242 |
567 |
567 |
|
27 |
26 |
50 |
72 |
136 |
242 |
567 |
567 |
|
28 |
26 |
50 |
71 |
136 |
241 |
567 |
567 |
|
29 |
26 |
49 |
71 |
135 |
241 |
566 |
566 |
|
30 |
26 |
49 |
71 |
135 |
241 |
566 |
566 |
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 |
26 |
101 |
215 |
540 |
1 234 |
|
2 |
1 |
5 |
26 |
102 |
216 |
541 |
993 |
|
3 |
2 |
5 |
28 |
95 |
212 |
537 |
810 |
|
4 |
3 |
6 |
30 |
97 |
211 |
536 |
671 |
|
5 |
4 |
9 |
36 |
100 |
211 |
536 |
564 |
|
6 |
4 |
11 |
39 |
105 |
211 |
536 |
536 |
|
7 |
5 |
14 |
41 |
108 |
211 |
536 |
536 |
|
8 |
7 |
14 |
40 |
106 |
211 |
536 |
536 |
|
9 |
7 |
15 |
40 |
105 |
211 |
536 |
536 |
|
10 |
8 |
16 |
40 |
105 |
211 |
536 |
536 |
|
11 |
8 |
18 |
42 |
106 |
212 |
537 |
537 |
|
12 |
9 |
18 |
40 |
105 |
211 |
536 |
536 |
|
13 |
11 |
19 |
41 |
106 |
212 |
537 |
537 |
|
14 |
11 |
20 |
41 |
106 |
211 |
537 |
537 |
|
15 |
12 |
18 |
40 |
104 |
210 |
536 |
536 |
|
16 |
12 |
17 |
39 |
103 |
209 |
535 |
535 |
|
17 |
13 |
17 |
39 |
103 |
209 |
534 |
534 |
|
18 |
13 |
17 |
39 |
104 |
209 |
535 |
535 |
|
19 |
15 |
18 |
39 |
104 |
210 |
535 |
535 |
|
20 |
15 |
18 |
40 |
104 |
210 |
536 |
536 |
|
21 |
16 |
19 |
40 |
105 |
211 |
536 |
536 |
|
22 |
17 |
20 |
41 |
105 |
211 |
536 |
536 |
|
23 |
17 |
21 |
41 |
105 |
211 |
536 |
536 |
|
24 |
19 |
21 |
40 |
105 |
211 |
536 |
536 |
|
25 |
19 |
22 |
40 |
105 |
210 |
536 |
536 |
|
26 |
20 |
24 |
41 |
105 |
210 |
536 |
536 |
|
27 |
20 |
24 |
42 |
105 |
210 |
536 |
536 |
|
28 |
21 |
25 |
44 |
104 |
210 |
536 |
536 |
|
29 |
21 |
25 |
46 |
104 |
210 |
535 |
535 |
|
30 |
22 |
26 |
47 |
104 |
210 |
535 |
535 |
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 |
162 |
276 |
601 |
1 267 |
|
2 |
47 |
61 |
86 |
162 |
276 |
601 |
1 020 |
|
3 |
48 |
63 |
87 |
154 |
272 |
597 |
832 |
|
4 |
48 |
65 |
89 |
156 |
270 |
595 |
689 |
|
5 |
48 |
66 |
93 |
158 |
268 |
594 |
594 |
|
6 |
48 |
67 |
95 |
161 |
267 |
593 |
593 |
|
7 |
49 |
69 |
96 |
163 |
266 |
591 |
591 |
|
8 |
47 |
68 |
94 |
160 |
265 |
590 |
590 |
|
9 |
47 |
68 |
93 |
158 |
264 |
589 |
589 |
|
10 |
46 |
68 |
93 |
157 |
263 |
588 |
588 |
|
11 |
46 |
69 |
92 |
156 |
262 |
588 |
588 |
|
12 |
46 |
69 |
91 |
156 |
261 |
587 |
587 |
|
13 |
45 |
68 |
91 |
155 |
261 |
586 |
586 |
|
14 |
45 |
68 |
90 |
154 |
260 |
585 |
585 |
|
15 |
44 |
67 |
89 |
154 |
259 |
585 |
585 |
|
16 |
43 |
66 |
88 |
153 |
258 |
584 |
584 |
|
17 |
42 |
66 |
88 |
152 |
258 |
583 |
583 |
|
18 |
42 |
65 |
87 |
152 |
257 |
583 |
583 |
|
19 |
41 |
65 |
87 |
151 |
257 |
582 |
582 |
|
20 |
41 |
65 |
87 |
151 |
257 |
582 |
582 |
|
21 |
41 |
65 |
86 |
151 |
257 |
582 |
582 |
|
22 |
41 |
64 |
86 |
150 |
256 |
581 |
581 |
|
23 |
40 |
64 |
85 |
150 |
256 |
581 |
581 |
|
24 |
40 |
63 |
85 |
149 |
255 |
580 |
580 |
|
25 |
39 |
63 |
84 |
149 |
254 |
580 |
580 |
|
26 |
38 |
62 |
84 |
148 |
254 |
579 |
579 |
|
27 |
38 |
61 |
83 |
147 |
253 |
578 |
578 |
|
28 |
37 |
61 |
82 |
147 |
253 |
578 |
578 |
|
29 |
36 |
60 |
82 |
146 |
252 |
577 |
577 |
|
30 |
36 |
59 |
81 |
145 |
251 |
577 |
577 |
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 |
56 |
131 |
245 |
570 |
1 278 |
|
2 |
20 |
35 |
60 |
135 |
249 |
574 |
1 030 |
|
3 |
24 |
40 |
64 |
131 |
248 |
573 |
841 |
|
4 |
28 |
45 |
69 |
136 |
250 |
575 |
696 |
|
5 |
31 |
49 |
75 |
140 |
251 |
576 |
585 |
|
6 |
30 |
49 |
77 |
143 |
249 |
574 |
574 |
|
7 |
35 |
55 |
82 |
149 |
252 |
578 |
578 |
|
8 |
33 |
54 |
80 |
146 |
251 |
576 |
576 |
|
9 |
34 |
56 |
81 |
146 |
252 |
577 |
577 |
|
10 |
36 |
58 |
83 |
147 |
253 |
578 |
578 |
|
11 |
38 |
60 |
84 |
148 |
254 |
579 |
579 |
|
12 |
39 |
62 |
85 |
149 |
255 |
580 |
580 |
|
13 |
40 |
63 |
85 |
149 |
255 |
580 |
580 |
|
14 |
40 |
64 |
85 |
150 |
255 |
581 |
581 |
|
15 |
40 |
64 |
85 |
150 |
256 |
581 |
581 |
|
16 |
40 |
63 |
85 |
149 |
255 |
580 |
580 |
|
17 |
40 |
63 |
85 |
149 |
255 |
580 |
580 |
|
18 |
39 |
62 |
84 |
148 |
254 |
580 |
580 |
|
19 |
38 |
62 |
84 |
148 |
254 |
579 |
579 |
|
20 |
38 |
62 |
84 |
148 |
254 |
579 |
579 |
|
21 |
38 |
62 |
84 |
148 |
254 |
579 |
579 |
|
22 |
38 |
62 |
83 |
148 |
254 |
579 |
579 |
|
23 |
38 |
61 |
83 |
147 |
253 |
579 |
579 |
|
24 |
37 |
61 |
83 |
147 |
253 |
578 |
578 |
|
25 |
37 |
60 |
82 |
147 |
252 |
578 |
578 |
|
26 |
37 |
60 |
82 |
146 |
252 |
577 |
577 |
|
27 |
36 |
59 |
81 |
146 |
251 |
577 |
577 |
|
28 |
36 |
59 |
81 |
145 |
251 |
576 |
576 |
|
29 |
35 |
58 |
80 |
145 |
250 |
576 |
576 |
|
30 |
34 |
58 |
80 |
144 |
250 |
575 |
575 |
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 |
15 |
30 |
55 |
130 |
244 |
569 |
1 285 |
|
2 |
17 |
31 |
56 |
132 |
245 |
571 |
1 034 |
|
3 |
19 |
34 |
58 |
126 |
243 |
568 |
843 |
|
4 |
20 |
37 |
61 |
128 |
242 |
567 |
697 |
|
5 |
22 |
40 |
66 |
131 |
242 |
567 |
585 |
|
6 |
23 |
42 |
70 |
136 |
242 |
567 |
567 |
|
7 |
24 |
44 |
71 |
138 |
242 |
567 |
567 |
|
8 |
24 |
45 |
71 |
137 |
242 |
567 |
567 |
|
9 |
24 |
46 |
71 |
136 |
242 |
567 |
567 |
|
10 |
25 |
47 |
71 |
136 |
242 |
567 |
567 |
|
11 |
26 |
48 |
72 |
136 |
242 |
567 |
567 |
|
12 |
26 |
49 |
72 |
136 |
242 |
567 |
567 |
|
13 |
27 |
50 |
72 |
136 |
242 |
567 |
567 |
|
14 |
27 |
50 |
72 |
136 |
242 |
567 |
567 |
|
15 |
27 |
50 |
72 |
136 |
242 |
568 |
568 |
|
16 |
27 |
50 |
72 |
136 |
242 |
567 |
567 |
|
17 |
27 |
50 |
72 |
136 |
242 |
567 |
567 |
|
18 |
26 |
50 |
72 |
136 |
242 |
567 |
567 |
|
19 |
26 |
50 |
72 |
136 |
242 |
567 |
567 |
|
20 |
27 |
50 |
72 |
136 |
242 |
567 |
567 |
|
21 |
27 |
50 |
72 |
136 |
242 |
567 |
567 |
|
22 |
26 |
50 |
72 |
136 |
242 |
567 |
567 |
|
23 |
26 |
49 |
71 |
136 |
241 |
567 |
567 |
|
24 |
26 |
49 |
71 |
135 |
241 |
566 |
566 |
|
25 |
25 |
49 |
70 |
135 |
241 |
566 |
566 |
|
26 |
25 |
48 |
70 |
134 |
240 |
566 |
566 |
|
27 |
24 |
48 |
70 |
134 |
240 |
565 |
565 |
|
28 |
24 |
48 |
69 |
134 |
239 |
565 |
565 |
|
29 |
24 |
47 |
69 |
133 |
239 |
564 |
564 |
|
30 |
23 |
47 |
69 |
133 |
239 |
564 |
564 |
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 |
50 |
65 |
90 |
165 |
279 |
604 |
1 293 |
|
2 |
53 |
68 |
93 |
168 |
282 |
607 |
1 042 |
|
3 |
57 |
73 |
97 |
164 |
281 |
606 |
851 |
|
4 |
59 |
76 |
100 |
167 |
281 |
606 |
705 |
|
5 |
61 |
79 |
106 |
171 |
281 |
607 |
607 |
|
6 |
63 |
82 |
110 |
176 |
282 |
607 |
607 |
|
7 |
64 |
84 |
111 |
178 |
281 |
607 |
607 |
|
8 |
63 |
84 |
110 |
176 |
281 |
606 |
606 |
|
9 |
63 |
85 |
110 |
175 |
281 |
606 |
606 |
|
10 |
64 |
86 |
110 |
175 |
281 |
606 |
606 |
|
11 |
64 |
86 |
110 |
174 |
280 |
605 |
605 |
|
12 |
63 |
87 |
109 |
174 |
279 |
605 |
605 |
|
13 |
63 |
86 |
108 |
173 |
279 |
604 |
604 |
|
14 |
62 |
86 |
107 |
172 |
278 |
603 |
603 |
|
15 |
61 |
85 |
107 |
171 |
277 |
602 |
602 |
|
16 |
61 |
84 |
106 |
170 |
276 |
601 |
601 |
|
17 |
60 |
83 |
105 |
169 |
275 |
600 |
600 |
|
18 |
59 |
82 |
104 |
169 |
274 |
600 |
600 |
|
19 |
58 |
82 |
104 |
168 |
274 |
599 |
599 |
|
20 |
58 |
81 |
103 |
167 |
273 |
598 |
598 |
|
21 |
57 |
80 |
102 |
167 |
272 |
598 |
598 |
|
22 |
56 |
80 |
101 |
166 |
272 |
597 |
597 |
|
23 |
55 |
79 |
100 |
165 |
271 |
596 |
596 |
|
24 |
54 |
78 |
100 |
164 |
270 |
595 |
595 |
|
25 |
53 |
77 |
99 |
163 |
269 |
594 |
594 |
|
26 |
52 |
76 |
98 |
162 |
268 |
593 |
593 |
|
27 |
52 |
75 |
97 |
161 |
267 |
592 |
592 |
|
28 |
51 |
74 |
96 |
160 |
266 |
591 |
591 |
|
29 |
50 |
73 |
95 |
159 |
265 |
590 |
590 |
|
30 |
49 |
72 |
94 |
158 |
264 |
590 |
590 |
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 |
197 |
310 |
635 |
1 329 |
|
2 |
86 |
100 |
125 |
201 |
314 |
640 |
1 076 |
|
3 |
87 |
103 |
127 |
194 |
311 |
636 |
880 |
|
4 |
88 |
105 |
129 |
196 |
309 |
635 |
730 |
|
5 |
91 |
109 |
135 |
200 |
311 |
636 |
636 |
|
6 |
93 |
112 |
140 |
206 |
312 |
637 |
637 |
|
7 |
94 |
114 |
142 |
208 |
312 |
637 |
637 |
|
8 |
95 |
116 |
142 |
208 |
313 |
638 |
638 |
|
9 |
96 |
117 |
143 |
208 |
313 |
639 |
639 |
|
10 |
96 |
119 |
143 |
208 |
313 |
639 |
639 |
|
11 |
96 |
119 |
143 |
207 |
313 |
638 |
638 |
|
12 |
96 |
119 |
142 |
206 |
312 |
637 |
637 |
|
13 |
95 |
118 |
140 |
205 |
311 |
636 |
636 |
|
14 |
94 |
117 |
139 |
203 |
309 |
634 |
634 |
|
15 |
92 |
116 |
137 |
202 |
308 |
633 |
633 |
|
16 |
91 |
114 |
136 |
200 |
306 |
632 |
632 |
|
17 |
89 |
113 |
135 |
199 |
305 |
630 |
630 |
|
18 |
88 |
111 |
133 |
198 |
303 |
629 |
629 |
|
19 |
87 |
110 |
132 |
196 |
302 |
627 |
627 |
|
20 |
85 |
109 |
131 |
195 |
301 |
626 |
626 |
|
21 |
84 |
107 |
129 |
194 |
299 |
625 |
625 |
|
22 |
82 |
106 |
128 |
192 |
298 |
623 |
623 |
|
23 |
81 |
104 |
126 |
191 |
296 |
622 |
622 |
|
24 |
79 |
103 |
125 |
189 |
295 |
620 |
620 |
|
25 |
78 |
101 |
123 |
187 |
293 |
618 |
618 |
|
26 |
76 |
100 |
121 |
186 |
292 |
617 |
617 |
|
27 |
75 |
98 |
120 |
184 |
290 |
615 |
615 |
|
28 |
73 |
97 |
118 |
183 |
288 |
614 |
614 |
|
29 |
72 |
95 |
117 |
181 |
287 |
612 |
612 |
|
30 |
70 |
94 |
115 |
180 |
285 |
611 |
611 |
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 |
124 |
237 |
563 |
1 284 |
|
2 |
12 |
26 |
51 |
127 |
241 |
566 |
1 031 |
|
3 |
16 |
31 |
55 |
122 |
239 |
565 |
841 |
|
4 |
18 |
35 |
59 |
126 |
240 |
565 |
696 |
|
5 |
21 |
39 |
66 |
130 |
241 |
566 |
584 |
|
6 |
23 |
42 |
70 |
136 |
242 |
567 |
567 |
|
7 |
24 |
44 |
72 |
138 |
242 |
567 |
567 |
|
8 |
24 |
45 |
71 |
137 |
242 |
567 |
567 |
|
9 |
24 |
46 |
71 |
136 |
242 |
567 |
567 |
|
10 |
25 |
47 |
71 |
136 |
242 |
567 |
567 |
|
11 |
25 |
48 |
72 |
136 |
242 |
567 |
567 |
|
12 |
26 |
49 |
71 |
136 |
241 |
567 |
567 |
|
13 |
25 |
49 |
71 |
135 |
241 |
566 |
566 |
|
14 |
25 |
48 |
70 |
134 |
240 |
565 |
565 |
|
15 |
24 |
48 |
69 |
134 |
240 |
565 |
565 |
|
16 |
23 |
47 |
68 |
133 |
239 |
564 |
564 |
|
17 |
23 |
46 |
68 |
132 |
238 |
563 |
563 |
|
18 |
22 |
46 |
68 |
132 |
238 |
563 |
563 |
|
19 |
22 |
46 |
67 |
132 |
238 |
563 |
563 |
|
20 |
22 |
46 |
68 |
132 |
238 |
563 |
563 |
|
21 |
22 |
46 |
68 |
132 |
238 |
563 |
563 |
|
22 |
22 |
46 |
68 |
132 |
238 |
563 |
563 |
|
23 |
22 |
46 |
68 |
132 |
238 |
563 |
563 |
|
24 |
22 |
46 |
68 |
132 |
238 |
563 |
563 |
|
25 |
22 |
46 |
67 |
132 |
238 |
563 |
563 |
|
26 |
22 |
46 |
67 |
132 |
237 |
563 |
563 |
|
27 |
22 |
45 |
67 |
131 |
237 |
563 |
563 |
|
28 |
22 |
45 |
67 |
131 |
237 |
562 |
562 |
|
29 |
22 |
45 |
67 |
131 |
237 |
562 |
562 |
|
30 |
23 |
45 |
67 |
131 |
237 |
562 |
562 |
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 |
210 |
323 |
649 |
1 369 |
|
2 |
95 |
109 |
134 |
210 |
324 |
649 |
1 106 |
|
3 |
96 |
111 |
135 |
203 |
320 |
645 |
905 |
|
4 |
97 |
113 |
138 |
204 |
318 |
644 |
750 |
|
5 |
98 |
116 |
142 |
207 |
318 |
643 |
643 |
|
6 |
98 |
117 |
145 |
211 |
317 |
642 |
642 |
|
7 |
99 |
119 |
146 |
213 |
316 |
642 |
642 |
|
8 |
98 |
119 |
146 |
211 |
316 |
641 |
641 |
|
9 |
98 |
119 |
144 |
209 |
315 |
640 |
640 |
|
10 |
97 |
119 |
143 |
208 |
314 |
639 |
639 |
|
11 |
95 |
118 |
142 |
206 |
312 |
637 |
637 |
|
12 |
94 |
117 |
140 |
204 |
310 |
635 |
635 |
|
13 |
92 |
116 |
138 |
202 |
308 |
633 |
633 |
|
14 |
91 |
114 |
136 |
200 |
306 |
631 |
631 |
|
15 |
89 |
112 |
134 |
198 |
304 |
630 |
630 |
|
16 |
87 |
110 |
132 |
196 |
302 |
627 |
627 |
|
17 |
85 |
109 |
130 |
195 |
301 |
626 |
626 |
|
18 |
83 |
107 |
129 |
193 |
299 |
624 |
624 |
|
19 |
82 |
106 |
127 |
192 |
298 |
623 |
623 |
|
20 |
81 |
105 |
126 |
191 |
297 |
622 |
622 |
|
21 |
80 |
104 |
125 |
190 |
295 |
621 |
621 |
|
22 |
79 |
102 |
124 |
189 |
294 |
620 |
620 |
|
23 |
78 |
101 |
123 |
187 |
293 |
618 |
618 |
|
24 |
77 |
100 |
122 |
186 |
292 |
617 |
617 |
|
25 |
75 |
99 |
121 |
185 |
291 |
616 |
616 |
|
26 |
74 |
98 |
119 |
184 |
290 |
615 |
615 |
|
27 |
73 |
97 |
118 |
183 |
289 |
614 |
614 |
|
28 |
72 |
95 |
117 |
182 |
287 |
613 |
613 |
|
29 |
71 |
94 |
116 |
181 |
286 |
612 |
612 |
|
30 |
70 |
93 |
115 |
179 |
285 |
611 |
611 |
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 |
338 |
352 |
377 |
453 |
567 |
892 |
1 409 |
|
2 |
82 |
96 |
121 |
196 |
310 |
635 |
1 129 |
|
3 |
85 |
101 |
124 |
192 |
309 |
634 |
919 |
|
4 |
89 |
105 |
129 |
196 |
310 |
635 |
760 |
|
5 |
91 |
109 |
136 |
200 |
311 |
636 |
639 |
|
6 |
93 |
112 |
140 |
206 |
312 |
637 |
637 |
|
7 |
94 |
115 |
142 |
209 |
312 |
637 |
637 |
|
8 |
95 |
116 |
142 |
208 |
313 |
638 |
638 |
|
9 |
95 |
117 |
142 |
207 |
313 |
638 |
638 |
|
10 |
96 |
118 |
142 |
207 |
313 |
638 |
638 |
|
11 |
96 |
119 |
142 |
207 |
313 |
638 |
638 |
|
12 |
97 |
120 |
142 |
207 |
313 |
638 |
638 |
|
13 |
97 |
121 |
143 |
207 |
313 |
638 |
638 |
|
14 |
98 |
122 |
143 |
208 |
313 |
639 |
639 |
|
15 |
99 |
122 |
144 |
208 |
314 |
639 |
639 |
|
16 |
100 |
123 |
145 |
209 |
315 |
640 |
640 |
|
17 |
101 |
124 |
146 |
210 |
316 |
641 |
641 |
|
18 |
102 |
125 |
147 |
211 |
317 |
642 |
642 |
|
19 |
103 |
126 |
148 |
212 |
318 |
643 |
643 |
|
20 |
103 |
127 |
148 |
213 |
319 |
644 |
644 |
|
21 |
103 |
127 |
149 |
213 |
319 |
644 |
644 |
|
22 |
103 |
127 |
148 |
213 |
318 |
644 |
644 |
|
23 |
102 |
126 |
148 |
212 |
318 |
643 |
643 |
|
24 |
102 |
125 |
147 |
211 |
317 |
642 |
642 |
|
25 |
101 |
124 |
146 |
210 |
316 |
641 |
641 |
|
26 |
99 |
123 |
145 |
209 |
315 |
640 |
640 |
|
27 |
98 |
122 |
143 |
208 |
314 |
639 |
639 |
|
28 |
97 |
120 |
142 |
207 |
312 |
638 |
638 |
|
29 |
96 |
119 |
141 |
205 |
311 |
636 |
636 |
|
30 |
94 |
118 |
139 |
204 |
310 |
635 |
635 |
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 |
225 |
550 |
1 259 |
|
2 |
1 |
11 |
36 |
111 |
225 |
550 |
1 014 |
|
3 |
2 |
13 |
36 |
104 |
221 |
546 |
828 |
|
4 |
3 |
14 |
38 |
105 |
219 |
544 |
685 |
|
5 |
4 |
16 |
43 |
107 |
218 |
543 |
575 |
|
6 |
5 |
18 |
45 |
111 |
217 |
543 |
543 |
|
7 |
5 |
19 |
47 |
113 |
217 |
542 |
542 |
|
8 |
7 |
19 |
45 |
111 |
216 |
541 |
541 |
|
9 |
7 |
19 |
44 |
109 |
215 |
540 |
540 |
|
10 |
8 |
20 |
44 |
109 |
214 |
540 |
540 |
|
11 |
8 |
21 |
44 |
108 |
214 |
540 |
540 |
|
12 |
9 |
21 |
44 |
108 |
214 |
539 |
539 |
|
13 |
11 |
22 |
44 |
108 |
214 |
540 |
540 |
|
14 |
11 |
22 |
44 |
109 |
214 |
540 |
540 |
|
15 |
12 |
23 |
44 |
109 |
215 |
540 |
540 |
|
16 |
12 |
23 |
44 |
109 |
215 |
540 |
540 |
|
17 |
13 |
23 |
45 |
109 |
215 |
540 |
540 |
|
18 |
15 |
24 |
45 |
110 |
216 |
541 |
541 |
|
19 |
15 |
24 |
46 |
110 |
216 |
541 |
541 |
|
20 |
16 |
25 |
47 |
111 |
217 |
542 |
542 |
|
21 |
16 |
26 |
48 |
112 |
218 |
543 |
543 |
|
22 |
17 |
27 |
48 |
113 |
219 |
544 |
544 |
|
23 |
17 |
27 |
49 |
113 |
219 |
544 |
544 |
|
24 |
19 |
28 |
49 |
114 |
220 |
545 |
545 |
|
25 |
19 |
28 |
50 |
114 |
220 |
545 |
545 |
|
26 |
20 |
28 |
50 |
115 |
220 |
546 |
546 |
|
27 |
20 |
29 |
51 |
115 |
221 |
546 |
546 |
|
28 |
21 |
29 |
51 |
115 |
221 |
546 |
546 |
|
29 |
22 |
29 |
51 |
116 |
221 |
547 |
547 |
|
30 |
23 |
30 |
51 |
116 |
222 |
547 |
547 |
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 |
168 |
282 |
607 |
1 276 |
|
2 |
54 |
68 |
93 |
169 |
283 |
608 |
1 028 |
|
3 |
55 |
70 |
94 |
162 |
279 |
604 |
838 |
|
4 |
55 |
72 |
96 |
163 |
277 |
602 |
694 |
|
5 |
56 |
74 |
100 |
165 |
276 |
601 |
601 |
|
6 |
56 |
76 |
103 |
169 |
275 |
601 |
601 |
|
7 |
56 |
76 |
104 |
170 |
274 |
599 |
599 |
|
8 |
56 |
77 |
103 |
169 |
273 |
599 |
599 |
|
9 |
55 |
77 |
102 |
167 |
273 |
598 |
598 |
|
10 |
54 |
76 |
101 |
165 |
271 |
596 |
596 |
|
11 |
53 |
76 |
99 |
164 |
270 |
595 |
595 |
|
12 |
52 |
75 |
98 |
162 |
268 |
593 |
593 |
|
13 |
51 |
74 |
96 |
161 |
267 |
592 |
592 |
|
14 |
50 |
73 |
95 |
159 |
265 |
590 |
590 |
|
15 |
48 |
72 |
93 |
158 |
264 |
589 |
589 |
|
16 |
47 |
70 |
92 |
156 |
262 |
587 |
587 |
|
17 |
45 |
69 |
91 |
155 |
261 |
586 |
586 |
|
18 |
44 |
68 |
90 |
154 |
260 |
585 |
585 |
|
19 |
43 |
67 |
89 |
153 |
259 |
584 |
584 |
|
20 |
43 |
66 |
88 |
153 |
258 |
584 |
584 |
|
21 |
42 |
66 |
88 |
152 |
258 |
583 |
583 |
|
22 |
42 |
65 |
87 |
151 |
257 |
582 |
582 |
|
23 |
41 |
64 |
86 |
151 |
256 |
582 |
582 |
|
24 |
40 |
64 |
86 |
150 |
256 |
581 |
581 |
|
25 |
40 |
63 |
85 |
149 |
255 |
580 |
580 |
|
26 |
39 |
62 |
84 |
149 |
254 |
580 |
580 |
|
27 |
38 |
62 |
83 |
148 |
254 |
579 |
579 |
|
28 |
38 |
61 |
83 |
147 |
253 |
578 |
578 |
|
29 |
37 |
60 |
82 |
147 |
252 |
578 |
578 |
|
30 |
36 |
60 |
81 |
146 |
252 |
577 |
577 |
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 |
231 |
344 |
670 |
1 381 |
|
2 |
117 |
131 |
156 |
232 |
345 |
671 |
1 113 |
|
3 |
119 |
135 |
158 |
226 |
343 |
668 |
909 |
|
4 |
121 |
138 |
162 |
229 |
343 |
668 |
754 |
|
5 |
123 |
141 |
167 |
232 |
343 |
668 |
668 |
|
6 |
123 |
143 |
170 |
236 |
342 |
668 |
668 |
|
7 |
124 |
144 |
171 |
238 |
342 |
667 |
667 |
|
8 |
123 |
144 |
170 |
236 |
341 |
666 |
666 |
|
9 |
122 |
144 |
169 |
234 |
340 |
665 |
665 |
|
10 |
122 |
144 |
168 |
233 |
339 |
664 |
664 |
|
11 |
121 |
144 |
167 |
232 |
337 |
663 |
663 |
|
12 |
120 |
143 |
165 |
230 |
336 |
661 |
661 |
|
13 |
118 |
141 |
163 |
228 |
334 |
659 |
659 |
|
14 |
116 |
140 |
161 |
226 |
332 |
657 |
657 |
|
15 |
114 |
137 |
159 |
224 |
329 |
655 |
655 |
|
16 |
111 |
135 |
157 |
221 |
327 |
652 |
652 |
|
17 |
109 |
133 |
154 |
219 |
325 |
650 |
650 |
|
18 |
107 |
130 |
152 |
217 |
322 |
648 |
648 |
|
19 |
105 |
128 |
150 |
215 |
320 |
646 |
646 |
|
20 |
103 |
127 |
148 |
213 |
319 |
644 |
644 |
|
21 |
101 |
125 |
147 |
211 |
317 |
642 |
642 |
|
22 |
100 |
123 |
145 |
209 |
315 |
640 |
640 |
|
23 |
98 |
121 |
143 |
207 |
313 |
639 |
639 |
|
24 |
96 |
119 |
141 |
206 |
311 |
637 |
637 |
|
25 |
94 |
118 |
139 |
204 |
310 |
635 |
635 |
|
26 |
92 |
116 |
138 |
202 |
308 |
633 |
633 |
|
27 |
91 |
114 |
136 |
200 |
306 |
631 |
631 |
|
28 |
89 |
113 |
134 |
199 |
304 |
630 |
630 |
|
29 |
87 |
111 |
133 |
197 |
303 |
628 |
628 |
|
30 |
86 |
109 |
131 |
196 |
301 |
627 |
627 |
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 |
172 |
186 |
211 |
287 |
400 |
726 |
1 359 |
|
2 |
181 |
195 |
220 |
296 |
410 |
735 |
1 099 |
|
3 |
186 |
202 |
226 |
293 |
410 |
735 |
901 |
|
4 |
189 |
205 |
229 |
296 |
410 |
735 |
748 |
|
5 |
190 |
208 |
234 |
299 |
410 |
735 |
735 |
|
6 |
190 |
209 |
237 |
303 |
409 |
734 |
734 |
|
7 |
190 |
210 |
237 |
304 |
407 |
732 |
732 |
|
8 |
188 |
209 |
235 |
301 |
406 |
731 |
731 |
|
9 |
187 |
208 |
233 |
298 |
404 |
729 |
729 |
|
10 |
186 |
208 |
232 |
297 |
403 |
728 |
728 |
|
11 |
184 |
207 |
230 |
295 |
401 |
726 |
726 |
|
12 |
182 |
205 |
228 |
292 |
398 |
723 |
723 |
|
13 |
180 |
203 |
225 |
289 |
395 |
721 |
721 |
|
14 |
177 |
200 |
222 |
286 |
392 |
717 |
717 |
|
15 |
174 |
197 |
219 |
283 |
389 |
714 |
714 |
|
16 |
170 |
194 |
216 |
280 |
386 |
711 |
711 |
|
17 |
167 |
191 |
212 |
277 |
383 |
708 |
708 |
|
18 |
164 |
187 |
209 |
274 |
379 |
705 |
705 |
|
19 |
161 |
184 |
206 |
271 |
376 |
702 |
702 |
|
20 |
158 |
181 |
203 |
268 |
373 |
699 |
699 |
|
21 |
155 |
178 |
200 |
264 |
370 |
696 |
696 |
|
22 |
152 |
175 |
197 |
261 |
367 |
692 |
692 |
|
23 |
149 |
172 |
194 |
258 |
364 |
689 |
689 |
|
24 |
145 |
169 |
191 |
255 |
361 |
686 |
686 |
|
25 |
142 |
166 |
188 |
252 |
358 |
683 |
683 |
|
26 |
139 |
163 |
185 |
249 |
355 |
680 |
680 |
|
27 |
136 |
160 |
182 |
246 |
352 |
677 |
677 |
|
28 |
133 |
157 |
179 |
243 |
349 |
674 |
674 |
|
29 |
131 |
154 |
176 |
240 |
346 |
671 |
671 |
|
30 |
128 |
152 |
173 |
238 |
343 |
669 |
669 |
2.25
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
29 |
44 |
69 |
144 |
258 |
583 |
1 299 |
|
2 |
30 |
45 |
70 |
145 |
259 |
584 |
1 048 |
|
3 |
31 |
47 |
71 |
138 |
255 |
580 |
855 |
|
4 |
32 |
49 |
73 |
140 |
254 |
579 |
709 |
|
5 |
33 |
51 |
78 |
143 |
253 |
579 |
596 |
|
6 |
34 |
53 |
80 |
147 |
252 |
578 |
578 |
|
7 |
34 |
54 |
81 |
148 |
252 |
577 |
577 |
|
8 |
33 |
54 |
80 |
146 |
250 |
576 |
576 |
|
9 |
32 |
54 |
79 |
144 |
250 |
575 |
575 |
|
10 |
32 |
54 |
78 |
143 |
249 |
574 |
574 |
|
11 |
32 |
54 |
78 |
142 |
248 |
573 |
573 |
|
12 |
31 |
55 |
77 |
142 |
247 |
573 |
573 |
|
13 |
31 |
54 |
77 |
141 |
247 |
572 |
572 |
|
14 |
31 |
54 |
76 |
140 |
246 |
572 |
572 |
|
15 |
31 |
54 |
76 |
140 |
246 |
571 |
571 |
|
16 |
30 |
54 |
76 |
140 |
246 |
571 |
571 |
|
17 |
30 |
54 |
75 |
140 |
246 |
571 |
571 |
|
18 |
30 |
54 |
75 |
140 |
246 |
571 |
571 |
|
19 |
30 |
54 |
76 |
140 |
246 |
571 |
571 |
|
20 |
30 |
54 |
76 |
140 |
246 |
571 |
571 |
|
21 |
30 |
54 |
76 |
140 |
246 |
571 |
571 |
|
22 |
30 |
54 |
76 |
140 |
246 |
571 |
571 |
|
23 |
30 |
54 |
75 |
140 |
246 |
571 |
571 |
|
24 |
30 |
54 |
75 |
140 |
245 |
571 |
571 |
|
25 |
30 |
53 |
75 |
139 |
245 |
571 |
571 |
|
26 |
30 |
53 |
75 |
139 |
245 |
570 |
570 |
|
27 |
29 |
53 |
74 |
139 |
245 |
570 |
570 |
|
28 |
29 |
52 |
74 |
139 |
244 |
570 |
570 |
|
29 |
29 |
52 |
74 |
138 |
244 |
569 |
569 |
|
30 |
28 |
52 |
74 |
138 |
244 |
569 |
569 |
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 |
26 |
40 |
65 |
141 |
255 |
580 |
1 313 |
|
2 |
28 |
42 |
67 |
143 |
257 |
582 |
1 059 |
|
3 |
31 |
46 |
70 |
137 |
254 |
579 |
864 |
|
4 |
33 |
50 |
74 |
140 |
254 |
580 |
715 |
|
5 |
35 |
53 |
80 |
144 |
255 |
580 |
601 |
|
6 |
36 |
55 |
83 |
149 |
255 |
581 |
581 |
|
7 |
38 |
58 |
85 |
152 |
256 |
581 |
581 |
|
8 |
38 |
59 |
85 |
151 |
256 |
581 |
581 |
|
9 |
38 |
60 |
85 |
150 |
256 |
581 |
581 |
|
10 |
39 |
61 |
86 |
150 |
256 |
581 |
581 |
|
11 |
40 |
63 |
86 |
151 |
256 |
582 |
582 |
|
12 |
41 |
64 |
86 |
151 |
257 |
582 |
582 |
|
13 |
41 |
64 |
86 |
151 |
256 |
582 |
582 |
|
14 |
41 |
64 |
86 |
151 |
256 |
582 |
582 |
|
15 |
41 |
64 |
86 |
150 |
256 |
581 |
581 |
|
16 |
40 |
64 |
86 |
150 |
256 |
581 |
581 |
|
17 |
40 |
64 |
86 |
150 |
256 |
581 |
581 |
|
18 |
40 |
64 |
86 |
150 |
256 |
581 |
581 |
|
19 |
40 |
64 |
86 |
150 |
256 |
581 |
581 |
|
20 |
41 |
64 |
86 |
150 |
256 |
581 |
581 |
|
21 |
41 |
64 |
86 |
150 |
256 |
582 |
582 |
|
22 |
41 |
64 |
86 |
150 |
256 |
581 |
581 |
|
23 |
41 |
64 |
86 |
150 |
256 |
581 |
581 |
|
24 |
40 |
64 |
85 |
150 |
256 |
581 |
581 |
|
25 |
40 |
63 |
85 |
149 |
255 |
581 |
581 |
|
26 |
39 |
63 |
85 |
149 |
255 |
580 |
580 |
|
27 |
39 |
62 |
84 |
148 |
254 |
580 |
580 |
|
28 |
38 |
62 |
84 |
148 |
254 |
579 |
579 |
|
29 |
38 |
61 |
83 |
147 |
253 |
579 |
579 |
|
30 |
37 |
61 |
83 |
147 |
253 |
578 |
578 |
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 |
241 |
355 |
680 |
1 403 |
|
2 |
125 |
139 |
164 |
240 |
353 |
679 |
1 130 |
|
3 |
125 |
140 |
164 |
231 |
348 |
674 |
922 |
|
4 |
125 |
142 |
166 |
233 |
346 |
672 |
764 |
|
5 |
125 |
143 |
170 |
235 |
345 |
671 |
671 |
|
6 |
125 |
144 |
172 |
238 |
344 |
669 |
669 |
|
7 |
125 |
145 |
172 |
239 |
343 |
668 |
668 |
|
8 |
124 |
145 |
171 |
237 |
342 |
667 |
667 |
|
9 |
123 |
144 |
170 |
235 |
340 |
666 |
666 |
|
10 |
123 |
145 |
169 |
234 |
340 |
665 |
665 |
|
11 |
123 |
145 |
169 |
233 |
339 |
664 |
664 |
|
12 |
122 |
145 |
168 |
232 |
338 |
663 |
663 |
|
13 |
121 |
144 |
166 |
231 |
336 |
662 |
662 |
|
14 |
120 |
143 |
165 |
229 |
335 |
660 |
660 |
|
15 |
118 |
141 |
163 |
227 |
333 |
658 |
658 |
|
16 |
115 |
139 |
161 |
225 |
331 |
656 |
656 |
|
17 |
113 |
136 |
158 |
222 |
328 |
653 |
653 |
|
18 |
110 |
134 |
156 |
220 |
326 |
651 |
651 |
|
19 |
108 |
132 |
153 |
218 |
324 |
649 |
649 |
|
20 |
106 |
129 |
151 |
216 |
321 |
647 |
647 |
|
21 |
104 |
127 |
149 |
213 |
319 |
644 |
644 |
|
22 |
101 |
125 |
147 |
211 |
317 |
642 |
642 |
|
23 |
99 |
123 |
145 |
209 |
315 |
640 |
640 |
|
24 |
97 |
121 |
142 |
207 |
312 |
638 |
638 |
|
25 |
95 |
118 |
140 |
205 |
310 |
636 |
636 |
|
26 |
93 |
116 |
138 |
202 |
308 |
633 |
633 |
|
27 |
91 |
114 |
136 |
200 |
306 |
631 |
631 |
|
28 |
89 |
112 |
134 |
198 |
304 |
629 |
629 |
|
29 |
87 |
110 |
132 |
196 |
302 |
627 |
627 |
|
30 |
85 |
108 |
130 |
194 |
300 |
625 |
625 |
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 |
112 |
225 |
551 |
1 282 |
|
2 |
1 |
13 |
38 |
114 |
228 |
553 |
1 032 |
|
3 |
2 |
17 |
41 |
108 |
225 |
550 |
842 |
|
4 |
4 |
20 |
44 |
111 |
225 |
550 |
697 |
|
5 |
6 |
24 |
50 |
115 |
226 |
551 |
585 |
|
6 |
7 |
27 |
54 |
120 |
226 |
552 |
552 |
|
7 |
9 |
29 |
56 |
123 |
227 |
552 |
552 |
|
8 |
9 |
30 |
56 |
122 |
227 |
552 |
552 |
|
9 |
9 |
31 |
56 |
121 |
227 |
552 |
552 |
|
10 |
9 |
32 |
56 |
121 |
226 |
552 |
552 |
|
11 |
10 |
33 |
56 |
120 |
226 |
551 |
551 |
|
12 |
10 |
33 |
56 |
120 |
226 |
551 |
551 |
|
13 |
11 |
33 |
55 |
120 |
226 |
551 |
551 |
|
14 |
11 |
33 |
55 |
120 |
225 |
551 |
551 |
|
15 |
12 |
33 |
55 |
119 |
225 |
551 |
551 |
|
16 |
13 |
33 |
55 |
119 |
225 |
550 |
550 |
|
17 |
13 |
33 |
55 |
119 |
225 |
550 |
550 |
|
18 |
15 |
33 |
55 |
119 |
225 |
550 |
550 |
|
19 |
15 |
33 |
55 |
119 |
225 |
550 |
550 |
|
20 |
16 |
34 |
55 |
120 |
226 |
551 |
551 |
|
21 |
16 |
34 |
56 |
120 |
226 |
551 |
551 |
|
22 |
17 |
35 |
56 |
121 |
226 |
552 |
552 |
|
23 |
18 |
35 |
57 |
121 |
227 |
552 |
552 |
|
24 |
19 |
35 |
57 |
121 |
227 |
552 |
552 |
|
25 |
19 |
35 |
57 |
121 |
227 |
552 |
552 |
|
26 |
20 |
35 |
57 |
122 |
227 |
553 |
553 |
|
27 |
20 |
36 |
57 |
122 |
227 |
553 |
553 |
|
28 |
21 |
36 |
57 |
122 |
228 |
553 |
553 |
|
29 |
22 |
36 |
57 |
122 |
228 |
553 |
553 |
|
30 |
23 |
36 |
58 |
122 |
228 |
553 |
553 |
2.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
35 |
50 |
75 |
150 |
264 |
589 |
1 280 |
|
2 |
36 |
50 |
75 |
151 |
265 |
590 |
1 030 |
|
3 |
36 |
51 |
75 |
143 |
260 |
585 |
840 |
|
4 |
36 |
53 |
77 |
144 |
258 |
583 |
695 |
|
5 |
36 |
54 |
81 |
146 |
256 |
582 |
583 |
|
6 |
39 |
58 |
86 |
152 |
258 |
583 |
583 |
|
7 |
36 |
56 |
84 |
151 |
254 |
579 |
579 |
|
8 |
40 |
61 |
87 |
153 |
258 |
583 |
583 |
|
9 |
39 |
61 |
86 |
151 |
257 |
582 |
582 |
|
10 |
34 |
56 |
80 |
145 |
251 |
576 |
576 |
|
11 |
30 |
52 |
76 |
140 |
246 |
571 |
571 |
|
12 |
27 |
50 |
73 |
137 |
243 |
568 |
568 |
|
13 |
25 |
48 |
70 |
134 |
240 |
565 |
565 |
|
14 |
23 |
46 |
68 |
132 |
238 |
564 |
564 |
|
15 |
21 |
45 |
67 |
131 |
237 |
562 |
562 |
|
16 |
20 |
43 |
65 |
129 |
235 |
560 |
560 |
|
17 |
19 |
42 |
64 |
129 |
234 |
560 |
560 |
|
18 |
18 |
42 |
63 |
128 |
234 |
559 |
559 |
|
19 |
18 |
41 |
63 |
127 |
233 |
559 |
559 |
|
20 |
18 |
41 |
63 |
128 |
233 |
559 |
559 |
|
21 |
18 |
41 |
63 |
128 |
233 |
559 |
559 |
|
22 |
18 |
41 |
63 |
128 |
233 |
559 |
559 |
|
23 |
18 |
41 |
63 |
127 |
233 |
559 |
559 |
|
24 |
19 |
41 |
63 |
127 |
233 |
558 |
558 |
|
25 |
19 |
41 |
63 |
127 |
233 |
558 |
558 |
|
26 |
20 |
41 |
63 |
127 |
233 |
558 |
558 |
|
27 |
20 |
41 |
63 |
127 |
233 |
558 |
558 |
|
28 |
21 |
41 |
63 |
127 |
233 |
558 |
558 |
|
29 |
22 |
41 |
62 |
127 |
233 |
558 |
558 |
|
30 |
23 |
41 |
62 |
127 |
232 |
558 |
558 |
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 |
199 |
213 |
238 |
314 |
427 |
753 |
1 698 |
|
2 |
195 |
209 |
234 |
310 |
423 |
749 |
1 344 |
|
3 |
191 |
206 |
230 |
298 |
415 |
740 |
1 082 |
|
4 |
187 |
204 |
228 |
295 |
409 |
734 |
886 |
|
5 |
183 |
201 |
228 |
293 |
403 |
729 |
740 |
|
6 |
180 |
199 |
226 |
293 |
398 |
724 |
724 |
|
7 |
176 |
196 |
224 |
290 |
394 |
719 |
719 |
|
8 |
172 |
193 |
219 |
285 |
389 |
715 |
715 |
|
9 |
167 |
189 |
214 |
279 |
385 |
710 |
710 |
|
10 |
164 |
186 |
210 |
275 |
381 |
706 |
706 |
|
11 |
160 |
183 |
206 |
271 |
376 |
702 |
702 |
|
12 |
156 |
180 |
202 |
267 |
372 |
698 |
698 |
|
13 |
153 |
176 |
198 |
263 |
368 |
694 |
694 |
|
14 |
149 |
173 |
194 |
259 |
365 |
690 |
690 |
|
15 |
146 |
169 |
191 |
255 |
361 |
686 |
686 |
|
16 |
142 |
166 |
187 |
252 |
358 |
683 |
683 |
|
17 |
139 |
162 |
184 |
249 |
354 |
680 |
680 |
|
18 |
136 |
159 |
181 |
246 |
351 |
677 |
677 |
|
19 |
133 |
156 |
178 |
243 |
348 |
674 |
674 |
|
20 |
130 |
154 |
176 |
240 |
346 |
671 |
671 |
|
21 |
128 |
151 |
173 |
237 |
343 |
668 |
668 |
|
22 |
125 |
148 |
170 |
235 |
340 |
666 |
666 |
|
23 |
122 |
146 |
168 |
232 |
338 |
663 |
663 |
|
24 |
120 |
143 |
165 |
229 |
335 |
661 |
661 |
|
25 |
117 |
141 |
163 |
227 |
333 |
658 |
658 |
|
26 |
115 |
138 |
160 |
224 |
330 |
656 |
656 |
|
27 |
113 |
136 |
158 |
222 |
328 |
653 |
653 |
|
28 |
110 |
134 |
155 |
220 |
326 |
651 |
651 |
|
29 |
108 |
132 |
153 |
218 |
323 |
649 |
649 |
|
30 |
106 |
129 |
151 |
216 |
321 |
647 |
647 |
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 |
107 |
243 |
568 |
1 288 |
|
2 |
8 |
26 |
50 |
107 |
243 |
568 |
1 035 |
|
3 |
9 |
29 |
52 |
102 |
241 |
566 |
844 |
|
4 |
12 |
34 |
56 |
99 |
241 |
567 |
698 |
|
5 |
16 |
40 |
61 |
102 |
242 |
568 |
586 |
|
6 |
18 |
43 |
65 |
98 |
243 |
568 |
568 |
|
7 |
19 |
45 |
64 |
92 |
243 |
569 |
569 |
|
8 |
17 |
44 |
63 |
91 |
243 |
569 |
569 |
|
9 |
18 |
45 |
66 |
95 |
243 |
569 |
569 |
|
10 |
20 |
48 |
68 |
99 |
244 |
569 |
569 |
|
11 |
21 |
50 |
70 |
102 |
244 |
569 |
569 |
|
12 |
23 |
53 |
71 |
102 |
244 |
569 |
569 |
|
13 |
24 |
54 |
71 |
103 |
244 |
569 |
569 |
|
14 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
15 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
16 |
24 |
55 |
72 |
103 |
243 |
568 |
568 |
|
17 |
24 |
55 |
72 |
103 |
243 |
569 |
569 |
|
18 |
24 |
55 |
72 |
103 |
243 |
569 |
569 |
|
19 |
24 |
55 |
72 |
103 |
243 |
569 |
569 |
|
20 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
21 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
22 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
23 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
24 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
25 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
26 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
27 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
28 |
24 |
55 |
72 |
103 |
244 |
569 |
569 |
|
29 |
24 |
55 |
72 |
103 |
243 |
569 |
569 |
|
30 |
24 |
55 |
72 |
103 |
243 |
568 |
568 |
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 |
528 |
1 247 |
|
2 |
1 |
5 |
12 |
88 |
202 |
527 |
1 004 |
|
3 |
2 |
5 |
12 |
80 |
197 |
522 |
819 |
|
4 |
3 |
6 |
14 |
80 |
194 |
520 |
678 |
|
5 |
4 |
6 |
18 |
83 |
194 |
519 |
569 |
|
6 |
5 |
8 |
21 |
87 |
193 |
518 |
518 |
|
7 |
5 |
9 |
23 |
89 |
193 |
518 |
518 |
|
8 |
7 |
9 |
22 |
88 |
193 |
518 |
518 |
|
9 |
7 |
10 |
22 |
87 |
193 |
518 |
518 |
|
10 |
8 |
11 |
22 |
87 |
193 |
518 |
518 |
|
11 |
8 |
12 |
23 |
87 |
193 |
518 |
518 |
|
12 |
9 |
12 |
24 |
87 |
193 |
518 |
518 |
|
13 |
11 |
13 |
25 |
88 |
193 |
519 |
519 |
|
14 |
11 |
14 |
26 |
88 |
194 |
519 |
519 |
|
15 |
12 |
15 |
28 |
88 |
194 |
519 |
519 |
|
16 |
12 |
15 |
29 |
88 |
194 |
519 |
519 |
|
17 |
13 |
16 |
30 |
89 |
194 |
520 |
520 |
|
18 |
13 |
17 |
32 |
89 |
195 |
520 |
520 |
|
19 |
15 |
18 |
33 |
90 |
195 |
521 |
521 |
|
20 |
16 |
18 |
34 |
90 |
196 |
521 |
521 |
|
21 |
16 |
20 |
35 |
91 |
197 |
522 |
522 |
|
22 |
17 |
20 |
37 |
91 |
197 |
522 |
522 |
|
23 |
17 |
21 |
38 |
92 |
198 |
523 |
523 |
|
24 |
19 |
21 |
39 |
92 |
198 |
523 |
523 |
|
25 |
19 |
22 |
40 |
92 |
198 |
523 |
523 |
|
26 |
20 |
24 |
41 |
92 |
198 |
523 |
523 |
|
27 |
20 |
24 |
42 |
92 |
198 |
523 |
523 |
|
28 |
21 |
25 |
45 |
92 |
198 |
523 |
523 |
|
29 |
21 |
25 |
46 |
92 |
198 |
523 |
523 |
|
30 |
23 |
26 |
47 |
92 |
198 |
524 |
524 |
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 |
44 |
164 |
297 |
3 044 |
|
2 |
1 |
15 |
21 |
44 |
164 |
335 |
2 257 |
|
3 |
1 |
15 |
23 |
48 |
159 |
348 |
1 699 |
|
4 |
1 |
16 |
26 |
52 |
156 |
347 |
1 310 |
|
5 |
2 |
18 |
30 |
54 |
156 |
338 |
1 038 |
|
6 |
3 |
21 |
32 |
58 |
156 |
324 |
842 |
|
7 |
5 |
23 |
34 |
60 |
156 |
309 |
696 |
|
8 |
5 |
24 |
36 |
62 |
156 |
293 |
585 |
|
9 |
5 |
25 |
37 |
65 |
156 |
276 |
498 |
|
10 |
5 |
26 |
39 |
67 |
156 |
260 |
429 |
|
11 |
6 |
26 |
39 |
68 |
156 |
250 |
373 |
|
12 |
6 |
26 |
39 |
68 |
156 |
250 |
327 |
|
13 |
6 |
26 |
39 |
68 |
156 |
250 |
288 |
|
14 |
6 |
26 |
39 |
68 |
156 |
250 |
255 |
|
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 |
52 |
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 |
74 |
156 |
250 |
250 |
|
30 |
11 |
26 |
76 |
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 |
7 |
21 |
27 |
50 |
171 |
308 |
3 170 |
|
2 |
9 |
23 |
29 |
52 |
173 |
347 |
2 348 |
|
3 |
9 |
23 |
32 |
57 |
167 |
360 |
1 764 |
|
4 |
9 |
24 |
35 |
61 |
165 |
358 |
1 359 |
|
5 |
9 |
26 |
38 |
62 |
164 |
348 |
1 074 |
|
6 |
10 |
28 |
40 |
65 |
164 |
334 |
870 |
|
7 |
11 |
30 |
41 |
66 |
163 |
318 |
718 |
|
8 |
11 |
30 |
42 |
68 |
162 |
301 |
603 |
|
9 |
11 |
31 |
43 |
71 |
162 |
283 |
513 |
|
10 |
11 |
31 |
44 |
73 |
161 |
266 |
442 |
|
11 |
10 |
31 |
44 |
73 |
161 |
254 |
383 |
|
12 |
10 |
30 |
43 |
72 |
160 |
254 |
335 |
|
13 |
9 |
30 |
43 |
72 |
160 |
253 |
295 |
|
14 |
9 |
29 |
42 |
71 |
159 |
252 |
262 |
|
15 |
8 |
29 |
42 |
71 |
159 |
252 |
252 |
|
16 |
7 |
28 |
42 |
70 |
158 |
251 |
251 |
|
17 |
7 |
28 |
45 |
70 |
158 |
251 |
251 |
|
18 |
7 |
28 |
48 |
70 |
158 |
251 |
251 |
|
19 |
7 |
28 |
50 |
70 |
158 |
251 |
251 |
|
20 |
8 |
28 |
52 |
70 |
158 |
252 |
252 |
|
21 |
8 |
28 |
55 |
71 |
159 |
252 |
252 |
|
22 |
8 |
29 |
57 |
71 |
159 |
252 |
252 |
|
23 |
8 |
29 |
60 |
71 |
159 |
252 |
252 |
|
24 |
8 |
29 |
62 |
71 |
159 |
252 |
252 |
|
25 |
9 |
29 |
65 |
71 |
159 |
252 |
252 |
|
26 |
9 |
29 |
67 |
71 |
159 |
252 |
252 |
|
27 |
10 |
29 |
70 |
72 |
159 |
252 |
252 |
|
28 |
10 |
29 |
72 |
73 |
159 |
252 |
252 |
|
29 |
10 |
29 |
75 |
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 |
3 043 |
|
2 |
1 |
14 |
21 |
43 |
164 |
335 |
2 256 |
|
3 |
1 |
15 |
23 |
48 |
159 |
348 |
1 698 |
|
4 |
1 |
16 |
26 |
52 |
156 |
346 |
1 310 |
|
5 |
1 |
18 |
30 |
54 |
156 |
338 |
1 038 |
|
6 |
3 |
20 |
32 |
57 |
156 |
324 |
841 |
|
7 |
4 |
23 |
34 |
60 |
156 |
309 |
696 |
|
8 |
5 |
24 |
35 |
62 |
156 |
293 |
585 |
|
9 |
5 |
25 |
37 |
65 |
156 |
276 |
498 |
|
10 |
5 |
26 |
39 |
67 |
156 |
260 |
429 |
|
11 |
5 |
26 |
39 |
68 |
156 |
249 |
373 |
|
12 |
5 |
26 |
39 |
68 |
156 |
249 |
327 |
|
13 |
5 |
26 |
39 |
68 |
156 |
249 |
288 |
|
14 |
5 |
26 |
39 |
68 |
156 |
249 |
255 |
|
15 |
5 |
26 |
39 |
68 |
156 |
249 |
249 |
|
16 |
5 |
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 |
52 |
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 |
74 |
156 |
249 |
249 |
|
30 |
11 |
26 |
76 |
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 |
77 |
90 |
97 |
119 |
240 |
335 |
3 081 |
|
2 |
73 |
86 |
93 |
115 |
236 |
340 |
2 296 |
|
3 |
75 |
89 |
98 |
123 |
233 |
354 |
1 731 |
|
4 |
73 |
88 |
98 |
124 |
228 |
354 |
1 340 |
|
5 |
71 |
88 |
100 |
124 |
226 |
346 |
1 064 |
|
6 |
71 |
88 |
100 |
125 |
224 |
334 |
865 |
|
7 |
70 |
89 |
100 |
125 |
222 |
319 |
717 |
|
8 |
69 |
88 |
100 |
127 |
221 |
314 |
603 |
|
9 |
68 |
88 |
100 |
128 |
219 |
313 |
514 |
|
10 |
65 |
85 |
98 |
127 |
216 |
309 |
443 |
|
11 |
62 |
83 |
96 |
125 |
213 |
306 |
385 |
|
12 |
61 |
81 |
94 |
124 |
212 |
305 |
338 |
|
13 |
60 |
81 |
94 |
123 |
211 |
304 |
304 |
|
14 |
60 |
80 |
93 |
122 |
210 |
304 |
304 |
|
15 |
59 |
80 |
93 |
122 |
210 |
303 |
303 |
|
16 |
59 |
79 |
92 |
121 |
209 |
303 |
303 |
|
17 |
58 |
79 |
92 |
121 |
209 |
302 |
302 |
|
18 |
57 |
78 |
91 |
120 |
208 |
301 |
301 |
|
19 |
57 |
77 |
90 |
120 |
207 |
301 |
301 |
|
20 |
56 |
77 |
90 |
119 |
207 |
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 |
50 |
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 |
198 |
291 |
291 |
|
30 |
46 |
67 |
80 |
109 |
197 |
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 |
168 |
298 |
3 058 |
|
2 |
7 |
20 |
27 |
49 |
170 |
336 |
2 268 |
|
3 |
7 |
21 |
30 |
55 |
165 |
349 |
1 707 |
|
4 |
8 |
23 |
33 |
59 |
163 |
348 |
1 317 |
|
5 |
9 |
25 |
37 |
61 |
164 |
339 |
1 043 |
|
6 |
10 |
28 |
39 |
65 |
163 |
326 |
846 |
|
7 |
11 |
30 |
41 |
67 |
163 |
311 |
700 |
|
8 |
11 |
31 |
42 |
69 |
163 |
294 |
588 |
|
9 |
11 |
31 |
43 |
71 |
162 |
278 |
501 |
|
10 |
11 |
31 |
44 |
73 |
162 |
261 |
432 |
|
11 |
11 |
31 |
44 |
73 |
161 |
255 |
375 |
|
12 |
10 |
31 |
44 |
73 |
161 |
254 |
329 |
|
13 |
10 |
31 |
44 |
73 |
161 |
254 |
290 |
|
14 |
10 |
30 |
43 |
73 |
161 |
254 |
258 |
|
15 |
10 |
30 |
43 |
73 |
161 |
254 |
254 |
|
16 |
9 |
30 |
43 |
72 |
160 |
253 |
253 |
|
17 |
9 |
30 |
45 |
72 |
160 |
253 |
253 |
|
18 |
9 |
30 |
48 |
72 |
160 |
253 |
253 |
|
19 |
9 |
30 |
49 |
72 |
160 |
253 |
253 |
|
20 |
10 |
30 |
52 |
73 |
161 |
254 |
254 |
|
21 |
10 |
31 |
55 |
73 |
161 |
254 |
254 |
|
22 |
10 |
31 |
57 |
73 |
161 |
254 |
254 |
|
23 |
11 |
31 |
60 |
73 |
161 |
255 |
255 |
|
24 |
11 |
31 |
62 |
74 |
161 |
255 |
255 |
|
25 |
11 |
31 |
65 |
74 |
161 |
255 |
255 |
|
26 |
11 |
31 |
67 |
74 |
161 |
255 |
255 |
|
27 |
11 |
31 |
70 |
73 |
161 |
255 |
255 |
|
28 |
11 |
31 |
72 |
74 |
161 |
255 |
255 |
|
29 |
11 |
31 |
75 |
75 |
161 |
254 |
254 |
|
30 |
11 |
31 |
77 |
77 |
161 |
254 |
254 |
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 |
59 |
65 |
88 |
208 |
304 |
3 065 |
|
2 |
49 |
62 |
69 |
91 |
212 |
337 |
2 276 |
|
3 |
53 |
67 |
76 |
101 |
211 |
350 |
1 713 |
|
4 |
55 |
70 |
81 |
107 |
211 |
349 |
1 321 |
|
5 |
57 |
73 |
85 |
110 |
212 |
341 |
1 048 |
|
6 |
58 |
76 |
88 |
113 |
212 |
328 |
851 |
|
7 |
59 |
78 |
89 |
114 |
211 |
313 |
705 |
|
8 |
58 |
78 |
89 |
116 |
210 |
303 |
593 |
|
9 |
57 |
77 |
89 |
118 |
209 |
302 |
506 |
|
10 |
56 |
77 |
89 |
118 |
207 |
300 |
436 |
|
11 |
55 |
75 |
88 |
117 |
206 |
299 |
379 |
|
12 |
53 |
74 |
87 |
116 |
204 |
297 |
332 |
|
13 |
52 |
72 |
85 |
115 |
203 |
296 |
296 |
|
14 |
51 |
71 |
84 |
113 |
201 |
294 |
294 |
|
15 |
49 |
70 |
83 |
112 |
200 |
293 |
293 |
|
16 |
48 |
69 |
82 |
111 |
199 |
292 |
292 |
|
17 |
48 |
68 |
81 |
110 |
198 |
291 |
291 |
|
18 |
47 |
67 |
80 |
110 |
197 |
291 |
291 |
|
19 |
46 |
67 |
80 |
109 |
197 |
290 |
290 |
|
20 |
45 |
66 |
79 |
108 |
196 |
289 |
289 |
|
21 |
45 |
65 |
78 |
108 |
196 |
289 |
289 |
|
22 |
44 |
65 |
78 |
107 |
195 |
288 |
288 |
|
23 |
43 |
64 |
77 |
106 |
194 |
287 |
287 |
|
24 |
42 |
63 |
76 |
105 |
193 |
286 |
286 |
|
25 |
42 |
62 |
75 |
104 |
192 |
285 |
285 |
|
26 |
41 |
61 |
74 |
104 |
191 |
285 |
285 |
|
27 |
40 |
60 |
73 |
103 |
191 |
284 |
284 |
|
28 |
39 |
60 |
72 |
102 |
190 |
283 |
283 |
|
29 |
38 |
59 |
75 |
101 |
189 |
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 |
43 |
164 |
297 |
3 041 |
|
2 |
0 |
14 |
20 |
43 |
164 |
334 |
2 255 |
|
3 |
1 |
14 |
23 |
48 |
158 |
347 |
1 697 |
|
4 |
1 |
15 |
26 |
51 |
155 |
346 |
1 309 |
|
5 |
1 |
17 |
29 |
53 |
155 |
337 |
1 037 |
|
6 |
2 |
20 |
31 |
57 |
155 |
324 |
841 |
|
7 |
4 |
22 |
33 |
59 |
155 |
309 |
695 |
|
8 |
4 |
23 |
35 |
61 |
155 |
292 |
585 |
|
9 |
4 |
24 |
36 |
64 |
155 |
276 |
498 |
|
10 |
5 |
25 |
38 |
67 |
155 |
259 |
429 |
|
11 |
5 |
25 |
38 |
67 |
155 |
249 |
373 |
|
12 |
5 |
25 |
38 |
68 |
155 |
249 |
326 |
|
13 |
5 |
25 |
38 |
68 |
155 |
249 |
288 |
|
14 |
5 |
25 |
38 |
68 |
155 |
249 |
255 |
|
15 |
5 |
25 |
39 |
68 |
155 |
249 |
249 |
|
16 |
5 |
25 |
42 |
68 |
155 |
249 |
249 |
|
17 |
6 |
25 |
44 |
68 |
155 |
249 |
249 |
|
18 |
6 |
25 |
46 |
68 |
155 |
249 |
249 |
|
19 |
7 |
25 |
49 |
68 |
155 |
249 |
249 |
|
20 |
7 |
25 |
52 |
68 |
155 |
249 |
249 |
|
21 |
7 |
25 |
53 |
68 |
155 |
249 |
249 |
|
22 |
8 |
25 |
56 |
68 |
155 |
249 |
249 |
|
23 |
8 |
25 |
58 |
68 |
155 |
249 |
249 |
|
24 |
8 |
25 |
61 |
68 |
155 |
249 |
249 |
|
25 |
9 |
25 |
63 |
68 |
156 |
249 |
249 |
|
26 |
9 |
25 |
66 |
68 |
156 |
249 |
249 |
|
27 |
9 |
25 |
68 |
70 |
156 |
249 |
249 |
|
28 |
10 |
25 |
71 |
72 |
156 |
249 |
249 |
|
29 |
10 |
25 |
73 |
74 |
156 |
249 |
249 |
|
30 |
11 |
25 |
76 |
75 |
156 |
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 |
183 |
303 |
3 105 |
|
2 |
0 |
11 |
22 |
45 |
183 |
341 |
2 303 |
|
3 |
1 |
11 |
24 |
50 |
177 |
354 |
1 733 |
|
4 |
1 |
13 |
26 |
56 |
174 |
353 |
1 337 |
|
5 |
1 |
16 |
28 |
59 |
172 |
344 |
1 058 |
|
6 |
2 |
18 |
33 |
60 |
171 |
330 |
857 |
|
7 |
2 |
21 |
36 |
60 |
170 |
314 |
709 |
|
8 |
4 |
24 |
37 |
60 |
169 |
297 |
595 |
|
9 |
7 |
31 |
42 |
59 |
168 |
280 |
507 |
|
10 |
10 |
34 |
42 |
57 |
167 |
264 |
436 |
|
11 |
9 |
33 |
41 |
56 |
166 |
260 |
379 |
|
12 |
7 |
32 |
41 |
56 |
165 |
259 |
332 |
|
13 |
6 |
31 |
41 |
56 |
165 |
258 |
292 |
|
14 |
6 |
31 |
42 |
57 |
164 |
257 |
259 |
|
15 |
6 |
31 |
42 |
57 |
163 |
256 |
256 |
|
16 |
6 |
31 |
42 |
57 |
162 |
255 |
255 |
|
17 |
6 |
31 |
45 |
57 |
161 |
254 |
254 |
|
18 |
6 |
31 |
47 |
57 |
160 |
253 |
253 |
|
19 |
7 |
31 |
49 |
57 |
160 |
253 |
253 |
|
20 |
7 |
31 |
52 |
57 |
161 |
254 |
254 |
|
21 |
7 |
31 |
54 |
59 |
161 |
254 |
254 |
|
22 |
8 |
31 |
57 |
61 |
161 |
254 |
254 |
|
23 |
8 |
31 |
59 |
63 |
160 |
253 |
253 |
|
24 |
8 |
31 |
61 |
64 |
160 |
253 |
253 |
|
25 |
9 |
31 |
64 |
66 |
159 |
252 |
252 |
|
26 |
9 |
31 |
66 |
68 |
159 |
252 |
252 |
|
27 |
9 |
31 |
68 |
70 |
158 |
251 |
251 |
|
28 |
10 |
31 |
71 |
72 |
158 |
251 |
251 |
|
29 |
10 |
31 |
73 |
75 |
157 |
251 |
251 |
|
30 |
11 |
31 |
76 |
77 |
157 |
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 |
95 |
101 |
124 |
245 |
340 |
3 224 |
|
2 |
79 |
93 |
99 |
122 |
242 |
355 |
2 404 |
|
3 |
77 |
91 |
100 |
125 |
235 |
370 |
1 816 |
|
4 |
75 |
90 |
100 |
126 |
230 |
370 |
1 403 |
|
5 |
73 |
89 |
101 |
125 |
227 |
361 |
1 112 |
|
6 |
72 |
90 |
101 |
127 |
225 |
347 |
902 |
|
7 |
71 |
90 |
101 |
126 |
223 |
331 |
746 |
|
8 |
69 |
88 |
99 |
126 |
220 |
313 |
627 |
|
9 |
67 |
87 |
99 |
127 |
218 |
311 |
534 |
|
10 |
65 |
86 |
99 |
127 |
216 |
309 |
460 |
|
11 |
64 |
84 |
97 |
126 |
215 |
308 |
400 |
|
12 |
62 |
83 |
96 |
125 |
213 |
306 |
350 |
|
13 |
61 |
81 |
94 |
123 |
211 |
304 |
308 |
|
14 |
59 |
80 |
93 |
122 |
210 |
303 |
303 |
|
15 |
58 |
78 |
91 |
121 |
208 |
302 |
302 |
|
16 |
56 |
77 |
90 |
119 |
207 |
300 |
300 |
|
17 |
55 |
76 |
89 |
118 |
206 |
299 |
299 |
|
18 |
54 |
75 |
88 |
117 |
205 |
298 |
298 |
|
19 |
54 |
74 |
87 |
116 |
204 |
297 |
297 |
|
20 |
53 |
73 |
86 |
116 |
203 |
297 |
297 |
|
21 |
52 |
72 |
85 |
115 |
202 |
296 |
296 |
|
22 |
51 |
71 |
84 |
114 |
202 |
295 |
295 |
|
23 |
50 |
70 |
83 |
113 |
201 |
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 |
97 |
218 |
313 |
3 132 |
|
2 |
53 |
67 |
73 |
95 |
216 |
345 |
2 330 |
|
3 |
52 |
66 |
74 |
99 |
210 |
359 |
1 757 |
|
4 |
50 |
66 |
76 |
102 |
206 |
358 |
1 357 |
|
5 |
49 |
66 |
78 |
102 |
204 |
349 |
1 075 |
|
6 |
49 |
67 |
78 |
104 |
202 |
336 |
872 |
|
7 |
49 |
68 |
79 |
104 |
201 |
320 |
721 |
|
8 |
48 |
67 |
78 |
105 |
199 |
303 |
606 |
|
9 |
46 |
66 |
78 |
107 |
198 |
291 |
516 |
|
10 |
45 |
66 |
79 |
107 |
196 |
290 |
444 |
|
11 |
45 |
65 |
78 |
107 |
195 |
289 |
386 |
|
12 |
44 |
64 |
77 |
107 |
194 |
288 |
338 |
|
13 |
43 |
64 |
76 |
106 |
194 |
287 |
298 |
|
14 |
42 |
63 |
76 |
105 |
193 |
286 |
286 |
|
15 |
42 |
62 |
75 |
105 |
192 |
286 |
286 |
|
16 |
41 |
61 |
74 |
103 |
191 |
285 |
285 |
|
17 |
40 |
61 |
74 |
103 |
191 |
284 |
284 |
|
18 |
39 |
60 |
73 |
102 |
190 |
283 |
283 |
|
19 |
39 |
59 |
72 |
102 |
190 |
283 |
283 |
|
20 |
39 |
59 |
72 |
102 |
189 |
283 |
283 |
|
21 |
38 |
59 |
72 |
101 |
189 |
282 |
282 |
|
22 |
38 |
58 |
71 |
101 |
189 |
282 |
282 |
|
23 |
37 |
58 |
71 |
100 |
188 |
281 |
281 |
|
24 |
37 |
57 |
70 |
100 |
188 |
281 |
281 |
|
25 |
36 |
57 |
70 |
99 |
187 |
280 |
280 |
|
26 |
36 |
56 |
69 |
98 |
186 |
279 |
279 |
|
27 |
35 |
55 |
70 |
98 |
185 |
279 |
279 |
|
28 |
34 |
55 |
72 |
97 |
185 |
278 |
278 |
|
29 |
33 |
54 |
76 |
96 |
184 |
277 |
277 |
|
30 |
33 |
53 |
78 |
96 |
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 |
3 149 |
|
2 |
27 |
40 |
47 |
69 |
190 |
346 |
2 339 |
|
3 |
25 |
40 |
48 |
73 |
183 |
359 |
1 760 |
|
4 |
24 |
40 |
50 |
76 |
180 |
358 |
1 357 |
|
5 |
24 |
41 |
53 |
77 |
179 |
348 |
1 074 |
|
6 |
25 |
43 |
54 |
80 |
178 |
334 |
870 |
|
7 |
26 |
44 |
55 |
81 |
177 |
318 |
719 |
|
8 |
25 |
44 |
56 |
83 |
177 |
301 |
604 |
|
9 |
25 |
45 |
57 |
85 |
176 |
284 |
514 |
|
10 |
24 |
45 |
57 |
86 |
175 |
268 |
442 |
|
11 |
24 |
44 |
57 |
86 |
174 |
268 |
384 |
|
12 |
23 |
43 |
56 |
86 |
174 |
267 |
336 |
|
13 |
22 |
43 |
56 |
85 |
173 |
266 |
296 |
|
14 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
15 |
21 |
41 |
54 |
84 |
171 |
265 |
265 |
|
16 |
20 |
40 |
53 |
83 |
171 |
264 |
264 |
|
17 |
19 |
40 |
53 |
82 |
170 |
263 |
263 |
|
18 |
19 |
39 |
52 |
82 |
170 |
263 |
263 |
|
19 |
19 |
39 |
52 |
82 |
169 |
263 |
263 |
|
20 |
19 |
39 |
53 |
82 |
169 |
263 |
263 |
|
21 |
19 |
39 |
55 |
82 |
170 |
263 |
263 |
|
22 |
19 |
39 |
57 |
82 |
169 |
263 |
263 |
|
23 |
19 |
39 |
60 |
81 |
169 |
263 |
263 |
|
24 |
18 |
39 |
62 |
81 |
169 |
262 |
262 |
|
25 |
18 |
39 |
65 |
81 |
169 |
262 |
262 |
|
26 |
18 |
38 |
67 |
81 |
169 |
262 |
262 |
|
27 |
18 |
38 |
70 |
81 |
168 |
262 |
262 |
|
28 |
17 |
38 |
72 |
80 |
168 |
261 |
261 |
|
29 |
17 |
38 |
75 |
80 |
168 |
261 |
261 |
|
30 |
17 |
37 |
77 |
80 |
168 |
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 |
145 |
295 |
3 023 |
|
2 |
0 |
1 |
6 |
25 |
146 |
333 |
2 241 |
|
3 |
1 |
1 |
9 |
30 |
140 |
345 |
1 687 |
|
4 |
1 |
3 |
11 |
34 |
138 |
344 |
1 302 |
|
5 |
1 |
4 |
14 |
36 |
138 |
336 |
1 031 |
|
6 |
2 |
4 |
16 |
39 |
138 |
322 |
836 |
|
7 |
2 |
6 |
19 |
41 |
138 |
307 |
691 |
|
8 |
2 |
6 |
22 |
44 |
138 |
291 |
581 |
|
9 |
2 |
7 |
25 |
47 |
138 |
274 |
495 |
|
10 |
4 |
8 |
27 |
49 |
138 |
258 |
426 |
|
11 |
4 |
9 |
29 |
51 |
139 |
242 |
371 |
|
12 |
4 |
10 |
32 |
49 |
137 |
230 |
325 |
|
13 |
4 |
10 |
35 |
50 |
138 |
232 |
286 |
|
14 |
4 |
11 |
36 |
50 |
138 |
231 |
254 |
|
15 |
5 |
12 |
39 |
49 |
137 |
230 |
230 |
|
16 |
5 |
12 |
42 |
48 |
136 |
229 |
229 |
|
17 |
6 |
14 |
44 |
49 |
136 |
229 |
229 |
|
18 |
6 |
15 |
46 |
52 |
136 |
229 |
229 |
|
19 |
7 |
15 |
49 |
53 |
136 |
230 |
230 |
|
20 |
7 |
17 |
51 |
56 |
137 |
230 |
230 |
|
21 |
7 |
17 |
53 |
58 |
137 |
230 |
230 |
|
22 |
8 |
18 |
56 |
59 |
137 |
231 |
231 |
|
23 |
8 |
18 |
58 |
62 |
137 |
231 |
231 |
|
24 |
8 |
20 |
61 |
64 |
137 |
230 |
230 |
|
25 |
9 |
20 |
62 |
66 |
137 |
230 |
230 |
|
26 |
9 |
21 |
65 |
68 |
137 |
230 |
230 |
|
27 |
9 |
22 |
67 |
70 |
137 |
230 |
230 |
|
28 |
10 |
23 |
70 |
71 |
137 |
230 |
230 |
|
29 |
10 |
23 |
72 |
73 |
137 |
230 |
230 |
|
30 |
10 |
25 |
75 |
75 |
137 |
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 |
85 |
206 |
303 |
3 110 |
|
2 |
42 |
56 |
62 |
85 |
206 |
341 |
2 306 |
|
3 |
41 |
56 |
64 |
89 |
199 |
354 |
1 735 |
|
4 |
40 |
56 |
66 |
92 |
196 |
353 |
1 339 |
|
5 |
40 |
57 |
69 |
93 |
195 |
344 |
1 060 |
|
6 |
41 |
58 |
70 |
95 |
194 |
331 |
859 |
|
7 |
41 |
60 |
71 |
96 |
193 |
315 |
711 |
|
8 |
40 |
59 |
71 |
98 |
192 |
298 |
597 |
|
9 |
39 |
59 |
71 |
100 |
191 |
284 |
509 |
|
10 |
39 |
59 |
72 |
101 |
190 |
283 |
438 |
|
11 |
38 |
59 |
72 |
101 |
189 |
282 |
381 |
|
12 |
37 |
58 |
71 |
100 |
188 |
281 |
333 |
|
13 |
37 |
57 |
70 |
99 |
187 |
281 |
294 |
|
14 |
36 |
56 |
69 |
99 |
187 |
280 |
280 |
|
15 |
35 |
56 |
69 |
98 |
186 |
279 |
279 |
|
16 |
34 |
55 |
68 |
97 |
185 |
278 |
278 |
|
17 |
34 |
54 |
67 |
97 |
185 |
278 |
278 |
|
18 |
33 |
54 |
67 |
96 |
184 |
277 |
277 |
|
19 |
33 |
53 |
66 |
96 |
184 |
277 |
277 |
|
20 |
33 |
53 |
66 |
96 |
183 |
277 |
277 |
|
21 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
22 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
23 |
32 |
52 |
65 |
94 |
182 |
275 |
275 |
|
24 |
31 |
52 |
64 |
94 |
182 |
275 |
275 |
|
25 |
30 |
51 |
65 |
93 |
181 |
274 |
274 |
|
26 |
30 |
50 |
67 |
93 |
180 |
274 |
274 |
|
27 |
29 |
50 |
70 |
92 |
180 |
273 |
273 |
|
28 |
28 |
49 |
72 |
91 |
179 |
272 |
272 |
|
29 |
28 |
48 |
74 |
91 |
178 |
272 |
272 |
|
30 |
27 |
48 |
77 |
90 |
178 |
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 |
11 |
25 |
31 |
54 |
175 |
306 |
3 138 |
|
2 |
15 |
29 |
35 |
58 |
179 |
344 |
2 329 |
|
3 |
18 |
32 |
41 |
66 |
176 |
358 |
1 754 |
|
4 |
20 |
36 |
46 |
72 |
176 |
357 |
1 353 |
|
5 |
23 |
39 |
51 |
75 |
177 |
348 |
1 071 |
|
6 |
22 |
39 |
51 |
76 |
175 |
334 |
868 |
|
7 |
27 |
46 |
57 |
82 |
179 |
318 |
718 |
|
8 |
26 |
45 |
57 |
83 |
178 |
301 |
603 |
|
9 |
27 |
47 |
59 |
87 |
178 |
284 |
513 |
|
10 |
29 |
49 |
62 |
91 |
180 |
273 |
442 |
|
11 |
30 |
51 |
63 |
93 |
181 |
274 |
384 |
|
12 |
31 |
51 |
64 |
93 |
181 |
275 |
336 |
|
13 |
31 |
52 |
65 |
94 |
182 |
275 |
296 |
|
14 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
15 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
16 |
31 |
51 |
64 |
94 |
182 |
275 |
275 |
|
17 |
31 |
51 |
64 |
94 |
182 |
275 |
275 |
|
18 |
30 |
51 |
64 |
93 |
181 |
274 |
274 |
|
19 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
20 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
21 |
30 |
50 |
63 |
93 |
180 |
274 |
274 |
|
22 |
30 |
50 |
63 |
92 |
180 |
273 |
273 |
|
23 |
29 |
50 |
63 |
92 |
180 |
273 |
273 |
|
24 |
29 |
49 |
62 |
92 |
179 |
273 |
273 |
|
25 |
28 |
49 |
65 |
91 |
179 |
272 |
272 |
|
26 |
28 |
48 |
67 |
91 |
179 |
272 |
272 |
|
27 |
27 |
48 |
70 |
90 |
178 |
271 |
271 |
|
28 |
27 |
47 |
72 |
90 |
178 |
271 |
271 |
|
29 |
26 |
47 |
75 |
89 |
177 |
270 |
270 |
|
30 |
26 |
46 |
77 |
89 |
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 |
3 155 |
|
2 |
12 |
25 |
32 |
54 |
175 |
346 |
2 338 |
|
3 |
12 |
27 |
35 |
60 |
171 |
359 |
1 759 |
|
4 |
13 |
28 |
38 |
64 |
168 |
357 |
1 356 |
|
5 |
13 |
30 |
42 |
66 |
168 |
348 |
1 073 |
|
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 |
284 |
513 |
|
10 |
17 |
38 |
51 |
79 |
168 |
267 |
442 |
|
11 |
18 |
38 |
51 |
80 |
169 |
262 |
384 |
|
12 |
18 |
38 |
51 |
81 |
169 |
262 |
336 |
|
13 |
18 |
39 |
51 |
81 |
169 |
262 |
296 |
|
14 |
18 |
39 |
52 |
81 |
169 |
262 |
262 |
|
15 |
18 |
39 |
52 |
81 |
169 |
262 |
262 |
|
16 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
17 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
18 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
19 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
20 |
18 |
39 |
52 |
81 |
169 |
262 |
262 |
|
21 |
18 |
38 |
55 |
81 |
169 |
262 |
262 |
|
22 |
18 |
38 |
57 |
81 |
168 |
262 |
262 |
|
23 |
17 |
38 |
60 |
80 |
168 |
261 |
261 |
|
24 |
17 |
38 |
62 |
80 |
168 |
261 |
261 |
|
25 |
17 |
37 |
65 |
79 |
167 |
260 |
260 |
|
26 |
16 |
37 |
67 |
79 |
167 |
260 |
260 |
|
27 |
16 |
36 |
70 |
79 |
166 |
260 |
260 |
|
28 |
15 |
36 |
72 |
78 |
166 |
259 |
259 |
|
29 |
15 |
36 |
74 |
78 |
166 |
259 |
259 |
|
30 |
15 |
35 |
77 |
78 |
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 |
209 |
309 |
3 177 |
|
2 |
49 |
62 |
69 |
91 |
212 |
348 |
2 357 |
|
3 |
51 |
65 |
74 |
99 |
209 |
362 |
1 777 |
|
4 |
52 |
67 |
78 |
103 |
208 |
362 |
1 372 |
|
5 |
53 |
70 |
82 |
106 |
208 |
353 |
1 088 |
|
6 |
55 |
73 |
84 |
110 |
208 |
339 |
882 |
|
7 |
56 |
75 |
86 |
111 |
208 |
323 |
730 |
|
8 |
56 |
75 |
87 |
114 |
208 |
306 |
614 |
|
9 |
56 |
76 |
88 |
116 |
207 |
301 |
523 |
|
10 |
56 |
77 |
89 |
118 |
207 |
300 |
450 |
|
11 |
56 |
77 |
89 |
119 |
207 |
300 |
391 |
|
12 |
55 |
76 |
89 |
118 |
206 |
299 |
343 |
|
13 |
55 |
75 |
88 |
117 |
205 |
298 |
302 |
|
14 |
54 |
74 |
87 |
116 |
204 |
298 |
298 |
|
15 |
53 |
73 |
86 |
116 |
203 |
297 |
297 |
|
16 |
52 |
72 |
85 |
115 |
203 |
296 |
296 |
|
17 |
51 |
72 |
85 |
114 |
202 |
295 |
295 |
|
18 |
50 |
71 |
84 |
113 |
201 |
294 |
294 |
|
19 |
50 |
70 |
83 |
113 |
200 |
294 |
294 |
|
20 |
49 |
70 |
82 |
112 |
200 |
293 |
293 |
|
21 |
48 |
69 |
82 |
111 |
199 |
292 |
292 |
|
22 |
47 |
68 |
81 |
110 |
198 |
291 |
291 |
|
23 |
47 |
67 |
80 |
109 |
197 |
290 |
290 |
|
24 |
46 |
66 |
79 |
108 |
196 |
290 |
290 |
|
25 |
45 |
65 |
78 |
108 |
195 |
289 |
289 |
|
26 |
44 |
64 |
77 |
107 |
195 |
288 |
288 |
|
27 |
43 |
63 |
76 |
106 |
194 |
287 |
287 |
|
28 |
42 |
62 |
75 |
105 |
193 |
286 |
286 |
|
29 |
41 |
62 |
76 |
104 |
192 |
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 |
240 |
335 |
3 270 |
|
2 |
81 |
94 |
101 |
123 |
244 |
360 |
2 441 |
|
3 |
81 |
95 |
104 |
129 |
239 |
374 |
1 841 |
|
4 |
80 |
96 |
106 |
132 |
236 |
374 |
1 423 |
|
5 |
83 |
99 |
111 |
136 |
238 |
365 |
1 127 |
|
6 |
85 |
102 |
114 |
139 |
238 |
352 |
915 |
|
7 |
87 |
105 |
116 |
142 |
238 |
335 |
758 |
|
8 |
88 |
107 |
119 |
145 |
239 |
333 |
638 |
|
9 |
89 |
109 |
121 |
149 |
240 |
333 |
544 |
|
10 |
89 |
109 |
122 |
151 |
240 |
333 |
468 |
|
11 |
89 |
109 |
122 |
151 |
239 |
333 |
407 |
|
12 |
88 |
108 |
121 |
151 |
238 |
332 |
356 |
|
13 |
87 |
107 |
120 |
149 |
237 |
330 |
330 |
|
14 |
85 |
106 |
119 |
148 |
236 |
329 |
329 |
|
15 |
84 |
104 |
117 |
146 |
234 |
328 |
328 |
|
16 |
82 |
103 |
116 |
145 |
233 |
326 |
326 |
|
17 |
81 |
101 |
114 |
144 |
231 |
325 |
325 |
|
18 |
79 |
100 |
113 |
142 |
230 |
323 |
323 |
|
19 |
78 |
99 |
111 |
141 |
229 |
322 |
322 |
|
20 |
77 |
97 |
110 |
140 |
227 |
321 |
321 |
|
21 |
75 |
96 |
109 |
138 |
226 |
319 |
319 |
|
22 |
74 |
94 |
107 |
137 |
224 |
318 |
318 |
|
23 |
72 |
93 |
106 |
135 |
223 |
316 |
316 |
|
24 |
71 |
91 |
104 |
133 |
221 |
315 |
315 |
|
25 |
69 |
90 |
103 |
132 |
220 |
313 |
313 |
|
26 |
67 |
88 |
101 |
130 |
218 |
311 |
311 |
|
27 |
66 |
86 |
99 |
129 |
217 |
310 |
310 |
|
28 |
64 |
85 |
98 |
127 |
215 |
308 |
308 |
|
29 |
63 |
83 |
96 |
126 |
214 |
307 |
307 |
|
30 |
61 |
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 |
17 |
24 |
46 |
167 |
307 |
3 153 |
|
2 |
7 |
21 |
27 |
50 |
171 |
345 |
2 332 |
|
3 |
9 |
23 |
32 |
57 |
167 |
358 |
1 755 |
|
4 |
11 |
26 |
37 |
63 |
167 |
357 |
1 353 |
|
5 |
13 |
29 |
41 |
66 |
168 |
347 |
1 070 |
|
6 |
15 |
33 |
44 |
69 |
168 |
333 |
867 |
|
7 |
17 |
35 |
46 |
72 |
168 |
317 |
717 |
|
8 |
17 |
36 |
48 |
74 |
168 |
300 |
602 |
|
9 |
17 |
37 |
49 |
78 |
169 |
283 |
513 |
|
10 |
18 |
38 |
51 |
80 |
169 |
266 |
441 |
|
11 |
18 |
38 |
51 |
80 |
168 |
262 |
383 |
|
12 |
17 |
38 |
51 |
80 |
168 |
261 |
335 |
|
13 |
17 |
37 |
50 |
80 |
168 |
261 |
295 |
|
14 |
16 |
37 |
50 |
79 |
167 |
260 |
261 |
|
15 |
15 |
36 |
49 |
78 |
166 |
259 |
259 |
|
16 |
15 |
35 |
48 |
77 |
165 |
258 |
258 |
|
17 |
14 |
35 |
48 |
77 |
165 |
258 |
258 |
|
18 |
14 |
34 |
48 |
77 |
164 |
258 |
258 |
|
19 |
14 |
34 |
50 |
76 |
164 |
257 |
257 |
|
20 |
14 |
34 |
52 |
77 |
164 |
258 |
258 |
|
21 |
14 |
34 |
55 |
77 |
165 |
258 |
258 |
|
22 |
14 |
34 |
57 |
77 |
165 |
258 |
258 |
|
23 |
14 |
34 |
60 |
77 |
164 |
258 |
258 |
|
24 |
14 |
34 |
62 |
77 |
164 |
258 |
258 |
|
25 |
14 |
34 |
65 |
76 |
164 |
257 |
257 |
|
26 |
13 |
34 |
67 |
76 |
164 |
257 |
257 |
|
27 |
13 |
34 |
70 |
76 |
164 |
257 |
257 |
|
28 |
13 |
34 |
72 |
76 |
164 |
257 |
257 |
|
29 |
13 |
33 |
75 |
76 |
164 |
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 |
3 375 |
|
2 |
90 |
104 |
110 |
133 |
253 |
369 |
2 514 |
|
3 |
89 |
104 |
112 |
137 |
248 |
384 |
1 896 |
|
4 |
89 |
104 |
115 |
141 |
245 |
384 |
1 465 |
|
5 |
89 |
106 |
118 |
142 |
244 |
375 |
1 160 |
|
6 |
90 |
108 |
120 |
145 |
244 |
360 |
940 |
|
7 |
91 |
110 |
121 |
146 |
243 |
343 |
777 |
|
8 |
91 |
110 |
122 |
149 |
243 |
336 |
653 |
|
9 |
90 |
110 |
122 |
151 |
242 |
335 |
556 |
|
10 |
89 |
110 |
122 |
151 |
240 |
333 |
478 |
|
11 |
88 |
108 |
121 |
150 |
238 |
332 |
415 |
|
12 |
86 |
106 |
119 |
149 |
236 |
330 |
363 |
|
13 |
84 |
104 |
117 |
147 |
235 |
328 |
328 |
|
14 |
82 |
102 |
115 |
145 |
233 |
326 |
326 |
|
15 |
80 |
101 |
114 |
143 |
231 |
324 |
324 |
|
16 |
78 |
99 |
112 |
141 |
229 |
322 |
322 |
|
17 |
76 |
97 |
110 |
139 |
227 |
320 |
320 |
|
18 |
75 |
95 |
108 |
138 |
226 |
319 |
319 |
|
19 |
73 |
94 |
107 |
136 |
224 |
317 |
317 |
|
20 |
72 |
93 |
106 |
135 |
223 |
316 |
316 |
|
21 |
71 |
92 |
105 |
134 |
222 |
315 |
315 |
|
22 |
70 |
91 |
104 |
133 |
221 |
314 |
314 |
|
23 |
69 |
90 |
103 |
132 |
220 |
313 |
313 |
|
24 |
68 |
88 |
101 |
131 |
219 |
312 |
312 |
|
25 |
67 |
87 |
100 |
130 |
217 |
311 |
311 |
|
26 |
66 |
86 |
99 |
128 |
216 |
310 |
310 |
|
27 |
64 |
85 |
98 |
127 |
215 |
308 |
308 |
|
28 |
63 |
84 |
97 |
126 |
214 |
307 |
307 |
|
29 |
62 |
83 |
96 |
125 |
213 |
306 |
306 |
|
30 |
61 |
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 |
333 |
347 |
353 |
376 |
497 |
592 |
3 481 |
|
2 |
77 |
90 |
97 |
119 |
240 |
376 |
2 571 |
|
3 |
79 |
93 |
102 |
127 |
237 |
390 |
1 931 |
|
4 |
81 |
96 |
107 |
133 |
237 |
388 |
1 488 |
|
5 |
83 |
99 |
111 |
136 |
238 |
378 |
1 177 |
|
6 |
85 |
103 |
114 |
140 |
238 |
364 |
953 |
|
7 |
87 |
106 |
117 |
142 |
239 |
346 |
787 |
|
8 |
88 |
107 |
119 |
145 |
239 |
333 |
661 |
|
9 |
88 |
108 |
120 |
149 |
240 |
333 |
563 |
|
10 |
88 |
109 |
122 |
150 |
239 |
333 |
484 |
|
11 |
88 |
109 |
122 |
151 |
239 |
332 |
421 |
|
12 |
89 |
109 |
122 |
151 |
239 |
332 |
368 |
|
13 |
89 |
109 |
122 |
152 |
240 |
333 |
333 |
|
14 |
89 |
110 |
123 |
152 |
240 |
333 |
333 |
|
15 |
90 |
111 |
124 |
153 |
241 |
334 |
334 |
|
16 |
91 |
112 |
125 |
154 |
242 |
335 |
335 |
|
17 |
92 |
113 |
126 |
155 |
243 |
336 |
336 |
|
18 |
93 |
114 |
127 |
156 |
244 |
337 |
337 |
|
19 |
94 |
114 |
127 |
157 |
245 |
338 |
338 |
|
20 |
95 |
115 |
128 |
157 |
245 |
338 |
338 |
|
21 |
95 |
115 |
128 |
158 |
245 |
339 |
339 |
|
22 |
94 |
115 |
128 |
157 |
245 |
338 |
338 |
|
23 |
94 |
114 |
127 |
157 |
245 |
338 |
338 |
|
24 |
93 |
114 |
126 |
156 |
244 |
337 |
337 |
|
25 |
92 |
113 |
125 |
155 |
243 |
336 |
336 |
|
26 |
91 |
111 |
124 |
154 |
242 |
335 |
335 |
|
27 |
90 |
110 |
123 |
152 |
240 |
333 |
333 |
|
28 |
88 |
109 |
122 |
151 |
239 |
332 |
332 |
|
29 |
87 |
107 |
120 |
150 |
238 |
331 |
331 |
|
30 |
85 |
106 |
119 |
148 |
236 |
329 |
329 |
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 |
3 089 |
|
2 |
0 |
5 |
12 |
34 |
155 |
339 |
2 292 |
|
3 |
1 |
5 |
14 |
39 |
149 |
353 |
1 725 |
|
4 |
1 |
5 |
16 |
42 |
146 |
351 |
1 331 |
|
5 |
1 |
6 |
18 |
43 |
145 |
342 |
1 053 |
|
6 |
2 |
8 |
20 |
45 |
144 |
329 |
853 |
|
7 |
2 |
10 |
21 |
47 |
143 |
313 |
705 |
|
8 |
2 |
10 |
22 |
48 |
142 |
296 |
592 |
|
9 |
2 |
10 |
25 |
50 |
141 |
279 |
504 |
|
10 |
4 |
10 |
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 |
234 |
234 |
|
16 |
5 |
13 |
42 |
53 |
141 |
234 |
234 |
|
17 |
6 |
14 |
45 |
54 |
142 |
235 |
235 |
|
18 |
6 |
15 |
47 |
54 |
142 |
235 |
235 |
|
19 |
7 |
15 |
49 |
55 |
143 |
236 |
236 |
|
20 |
7 |
17 |
52 |
56 |
144 |
237 |
237 |
|
21 |
7 |
17 |
54 |
59 |
144 |
238 |
238 |
|
22 |
8 |
18 |
57 |
61 |
145 |
238 |
238 |
|
23 |
8 |
19 |
60 |
63 |
146 |
239 |
239 |
|
24 |
8 |
20 |
61 |
65 |
146 |
239 |
239 |
|
25 |
9 |
20 |
64 |
66 |
147 |
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 |
62 |
68 |
91 |
211 |
307 |
3 134 |
|
2 |
49 |
63 |
69 |
91 |
212 |
344 |
2 323 |
|
3 |
48 |
63 |
71 |
96 |
207 |
357 |
1 749 |
|
4 |
48 |
63 |
73 |
99 |
203 |
356 |
1 349 |
|
5 |
48 |
64 |
76 |
100 |
202 |
347 |
1 068 |
|
6 |
49 |
66 |
78 |
103 |
202 |
333 |
865 |
|
7 |
49 |
67 |
78 |
104 |
200 |
317 |
716 |
|
8 |
48 |
68 |
79 |
106 |
200 |
300 |
601 |
|
9 |
48 |
68 |
80 |
108 |
199 |
292 |
512 |
|
10 |
47 |
67 |
80 |
109 |
198 |
291 |
441 |
|
11 |
46 |
66 |
79 |
108 |
196 |
289 |
383 |
|
12 |
44 |
65 |
77 |
107 |
195 |
288 |
335 |
|
13 |
42 |
63 |
76 |
105 |
193 |
286 |
296 |
|
14 |
41 |
61 |
74 |
104 |
192 |
285 |
285 |
|
15 |
40 |
60 |
73 |
102 |
190 |
284 |
284 |
|
16 |
38 |
58 |
71 |
101 |
189 |
282 |
282 |
|
17 |
37 |
57 |
70 |
100 |
188 |
281 |
281 |
|
18 |
36 |
56 |
69 |
99 |
186 |
280 |
280 |
|
19 |
35 |
55 |
68 |
98 |
185 |
279 |
279 |
|
20 |
34 |
55 |
68 |
97 |
185 |
278 |
278 |
|
21 |
34 |
54 |
67 |
97 |
184 |
278 |
278 |
|
22 |
33 |
54 |
67 |
96 |
184 |
277 |
277 |
|
23 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
24 |
32 |
52 |
65 |
95 |
182 |
276 |
276 |
|
25 |
31 |
51 |
65 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
67 |
93 |
181 |
274 |
274 |
|
27 |
30 |
50 |
70 |
92 |
180 |
273 |
273 |
|
28 |
29 |
49 |
72 |
92 |
180 |
273 |
273 |
|
29 |
28 |
49 |
75 |
91 |
179 |
272 |
272 |
|
30 |
28 |
48 |
77 |
90 |
178 |
272 |
272 |
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 |
3 408 |
|
2 |
112 |
125 |
132 |
154 |
275 |
371 |
2 531 |
|
3 |
113 |
127 |
136 |
161 |
271 |
386 |
1 907 |
|
4 |
113 |
129 |
139 |
165 |
269 |
386 |
1 472 |
|
5 |
114 |
131 |
143 |
167 |
269 |
376 |
1 166 |
|
6 |
116 |
133 |
145 |
170 |
269 |
362 |
946 |
|
7 |
117 |
135 |
146 |
172 |
268 |
362 |
783 |
|
8 |
116 |
135 |
147 |
173 |
267 |
361 |
658 |
|
9 |
115 |
135 |
147 |
176 |
267 |
360 |
561 |
|
10 |
115 |
135 |
148 |
177 |
266 |
359 |
483 |
|
11 |
113 |
134 |
147 |
176 |
264 |
357 |
420 |
|
12 |
112 |
132 |
145 |
174 |
262 |
355 |
368 |
|
13 |
110 |
130 |
143 |
172 |
260 |
353 |
353 |
|
14 |
107 |
128 |
141 |
170 |
258 |
351 |
351 |
|
15 |
105 |
126 |
139 |
168 |
256 |
349 |
349 |
|
16 |
103 |
123 |
136 |
166 |
253 |
347 |
347 |
|
17 |
101 |
121 |
134 |
163 |
251 |
344 |
344 |
|
18 |
98 |
119 |
132 |
161 |
249 |
342 |
342 |
|
19 |
96 |
117 |
130 |
159 |
247 |
340 |
340 |
|
20 |
95 |
115 |
128 |
157 |
245 |
338 |
338 |
|
21 |
93 |
113 |
126 |
156 |
244 |
337 |
337 |
|
22 |
91 |
112 |
124 |
154 |
242 |
335 |
335 |
|
23 |
89 |
110 |
123 |
152 |
240 |
333 |
333 |
|
24 |
87 |
108 |
121 |
150 |
238 |
331 |
331 |
|
25 |
86 |
106 |
119 |
148 |
236 |
329 |
329 |
|
26 |
84 |
104 |
117 |
147 |
234 |
328 |
328 |
|
27 |
82 |
103 |
116 |
145 |
233 |
326 |
326 |
|
28 |
80 |
101 |
114 |
143 |
231 |
324 |
324 |
|
29 |
79 |
99 |
112 |
142 |
229 |
323 |
323 |
|
30 |
77 |
98 |
111 |
140 |
228 |
321 |
321 |
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 |
167 |
180 |
187 |
209 |
330 |
425 |
3 350 |
|
2 |
176 |
190 |
196 |
219 |
339 |
435 |
2 495 |
|
3 |
180 |
194 |
203 |
228 |
338 |
433 |
1 888 |
|
4 |
181 |
196 |
207 |
233 |
337 |
431 |
1 460 |
|
5 |
182 |
198 |
210 |
234 |
337 |
430 |
1 158 |
|
6 |
182 |
199 |
211 |
236 |
335 |
428 |
939 |
|
7 |
182 |
201 |
212 |
237 |
334 |
427 |
777 |
|
8 |
181 |
200 |
211 |
238 |
332 |
425 |
653 |
|
9 |
179 |
199 |
211 |
240 |
331 |
424 |
556 |
|
10 |
178 |
199 |
212 |
240 |
329 |
423 |
479 |
|
11 |
177 |
197 |
210 |
239 |
327 |
421 |
421 |
|
12 |
174 |
195 |
208 |
237 |
325 |
418 |
418 |
|
13 |
171 |
192 |
205 |
234 |
322 |
415 |
415 |
|
14 |
168 |
189 |
202 |
231 |
319 |
412 |
412 |
|
15 |
165 |
185 |
198 |
228 |
316 |
409 |
409 |
|
16 |
162 |
182 |
195 |
225 |
312 |
406 |
406 |
|
17 |
159 |
179 |
192 |
221 |
309 |
402 |
402 |
|
18 |
155 |
176 |
189 |
218 |
306 |
399 |
399 |
|
19 |
152 |
173 |
186 |
215 |
303 |
396 |
396 |
|
20 |
149 |
170 |
183 |
212 |
300 |
393 |
393 |
|
21 |
146 |
167 |
180 |
209 |
297 |
390 |
390 |
|
22 |
143 |
164 |
177 |
206 |
294 |
387 |
387 |
|
23 |
140 |
160 |
173 |
203 |
291 |
384 |
384 |
|
24 |
137 |
157 |
170 |
200 |
287 |
381 |
381 |
|
25 |
134 |
154 |
167 |
197 |
284 |
378 |
378 |
|
26 |
131 |
151 |
164 |
193 |
281 |
375 |
375 |
|
27 |
128 |
148 |
161 |
191 |
278 |
372 |
372 |
|
28 |
125 |
145 |
158 |
188 |
276 |
369 |
369 |
|
29 |
122 |
143 |
155 |
185 |
273 |
366 |
366 |
|
30 |
119 |
140 |
153 |
182 |
270 |
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 |
310 |
3 193 |
|
2 |
25 |
39 |
45 |
68 |
189 |
350 |
2 371 |
|
3 |
25 |
39 |
48 |
73 |
183 |
364 |
1 786 |
|
4 |
25 |
40 |
51 |
76 |
180 |
363 |
1 379 |
|
5 |
25 |
42 |
53 |
78 |
180 |
354 |
1 092 |
|
6 |
26 |
43 |
55 |
80 |
179 |
340 |
885 |
|
7 |
27 |
45 |
56 |
82 |
178 |
324 |
732 |
|
8 |
25 |
45 |
56 |
83 |
177 |
307 |
615 |
|
9 |
25 |
45 |
57 |
85 |
176 |
289 |
523 |
|
10 |
24 |
45 |
58 |
86 |
175 |
272 |
451 |
|
11 |
24 |
44 |
57 |
87 |
175 |
268 |
391 |
|
12 |
23 |
44 |
57 |
86 |
174 |
267 |
343 |
|
13 |
23 |
43 |
56 |
85 |
173 |
267 |
302 |
|
14 |
22 |
43 |
56 |
85 |
173 |
266 |
267 |
|
15 |
22 |
42 |
55 |
85 |
173 |
266 |
266 |
|
16 |
22 |
42 |
55 |
85 |
172 |
266 |
266 |
|
17 |
22 |
42 |
55 |
84 |
172 |
266 |
266 |
|
18 |
22 |
42 |
55 |
84 |
172 |
266 |
266 |
|
19 |
22 |
42 |
55 |
85 |
172 |
266 |
266 |
|
20 |
22 |
42 |
55 |
85 |
172 |
266 |
266 |
|
21 |
22 |
42 |
56 |
85 |
173 |
266 |
266 |
|
22 |
22 |
42 |
59 |
85 |
172 |
266 |
266 |
|
23 |
22 |
42 |
61 |
84 |
172 |
266 |
266 |
|
24 |
21 |
42 |
64 |
84 |
172 |
265 |
265 |
|
25 |
21 |
42 |
66 |
84 |
172 |
265 |
265 |
|
26 |
21 |
41 |
69 |
84 |
172 |
265 |
265 |
|
27 |
21 |
41 |
71 |
83 |
171 |
265 |
265 |
|
28 |
20 |
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 |
21 |
35 |
41 |
64 |
185 |
314 |
3 230 |
|
2 |
23 |
37 |
43 |
65 |
186 |
354 |
2 398 |
|
3 |
24 |
38 |
47 |
72 |
182 |
367 |
1 806 |
|
4 |
25 |
40 |
51 |
77 |
181 |
366 |
1 393 |
|
5 |
27 |
43 |
55 |
80 |
182 |
357 |
1 102 |
|
6 |
29 |
46 |
58 |
83 |
182 |
343 |
893 |
|
7 |
31 |
49 |
60 |
86 |
182 |
326 |
738 |
|
8 |
31 |
50 |
61 |
88 |
182 |
309 |
620 |
|
9 |
31 |
51 |
63 |
91 |
182 |
291 |
528 |
|
10 |
32 |
52 |
65 |
94 |
183 |
276 |
454 |
|
11 |
32 |
53 |
66 |
95 |
183 |
276 |
395 |
|
12 |
33 |
53 |
66 |
95 |
183 |
276 |
345 |
|
13 |
32 |
53 |
66 |
95 |
183 |
276 |
304 |
|
14 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
15 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
16 |
32 |
52 |
65 |
94 |
182 |
276 |
276 |
|
17 |
32 |
52 |
65 |
94 |
182 |
276 |
276 |
|
18 |
32 |
52 |
65 |
94 |
182 |
276 |
276 |
|
19 |
32 |
52 |
65 |
95 |
182 |
276 |
276 |
|
20 |
32 |
53 |
65 |
95 |
183 |
276 |
276 |
|
21 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
22 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
23 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
24 |
32 |
52 |
65 |
94 |
182 |
275 |
275 |
|
25 |
31 |
52 |
66 |
94 |
182 |
275 |
275 |
|
26 |
31 |
51 |
69 |
94 |
181 |
275 |
275 |
|
27 |
30 |
51 |
71 |
93 |
181 |
274 |
274 |
|
28 |
30 |
50 |
74 |
93 |
180 |
274 |
274 |
|
29 |
29 |
50 |
77 |
92 |
180 |
273 |
273 |
|
30 |
29 |
49 |
79 |
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 |
3 464 |
|
2 |
120 |
133 |
140 |
162 |
283 |
378 |
2 571 |
|
3 |
118 |
132 |
141 |
166 |
276 |
391 |
1 936 |
|
4 |
117 |
133 |
143 |
169 |
273 |
390 |
1 494 |
|
5 |
117 |
134 |
146 |
170 |
272 |
380 |
1 182 |
|
6 |
117 |
135 |
146 |
172 |
270 |
366 |
958 |
|
7 |
118 |
136 |
147 |
173 |
269 |
362 |
792 |
|
8 |
117 |
136 |
148 |
174 |
268 |
362 |
665 |
|
9 |
116 |
136 |
148 |
176 |
267 |
360 |
567 |
|
10 |
116 |
136 |
149 |
178 |
266 |
360 |
488 |
|
11 |
115 |
135 |
148 |
178 |
266 |
359 |
423 |
|
12 |
114 |
134 |
147 |
177 |
264 |
358 |
370 |
|
13 |
112 |
133 |
146 |
175 |
263 |
356 |
356 |
|
14 |
111 |
132 |
145 |
174 |
262 |
355 |
355 |
|
15 |
109 |
129 |
142 |
172 |
260 |
353 |
353 |
|
16 |
107 |
127 |
140 |
170 |
257 |
351 |
351 |
|
17 |
104 |
124 |
137 |
167 |
255 |
348 |
348 |
|
18 |
102 |
122 |
135 |
165 |
252 |
346 |
346 |
|
19 |
100 |
120 |
133 |
162 |
250 |
343 |
343 |
|
20 |
97 |
118 |
131 |
160 |
248 |
341 |
341 |
|
21 |
95 |
116 |
129 |
158 |
246 |
339 |
339 |
|
22 |
93 |
113 |
126 |
156 |
244 |
337 |
337 |
|
23 |
91 |
111 |
124 |
153 |
241 |
335 |
335 |
|
24 |
88 |
109 |
122 |
151 |
239 |
332 |
332 |
|
25 |
86 |
107 |
120 |
149 |
237 |
330 |
330 |
|
26 |
84 |
105 |
118 |
147 |
235 |
328 |
328 |
|
27 |
82 |
103 |
115 |
145 |
233 |
326 |
326 |
|
28 |
80 |
100 |
113 |
143 |
231 |
324 |
324 |
|
29 |
78 |
99 |
111 |
141 |
229 |
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 |
5 |
12 |
34 |
155 |
307 |
3 149 |
|
2 |
0 |
7 |
14 |
36 |
157 |
345 |
2 334 |
|
3 |
1 |
9 |
18 |
43 |
153 |
358 |
1 757 |
|
4 |
1 |
11 |
22 |
48 |
152 |
357 |
1 355 |
|
5 |
1 |
14 |
26 |
50 |
153 |
348 |
1 073 |
|
6 |
2 |
17 |
29 |
54 |
153 |
334 |
869 |
|
7 |
2 |
20 |
31 |
57 |
153 |
318 |
719 |
|
8 |
2 |
21 |
32 |
59 |
153 |
301 |
604 |
|
9 |
3 |
22 |
34 |
62 |
153 |
284 |
514 |
|
10 |
4 |
22 |
35 |
64 |
153 |
267 |
443 |
|
11 |
4 |
23 |
36 |
65 |
153 |
251 |
384 |
|
12 |
4 |
22 |
35 |
65 |
152 |
246 |
337 |
|
13 |
4 |
22 |
35 |
64 |
152 |
245 |
296 |
|
14 |
4 |
22 |
38 |
64 |
152 |
245 |
263 |
|
15 |
5 |
22 |
41 |
64 |
152 |
245 |
245 |
|
16 |
6 |
21 |
43 |
64 |
151 |
245 |
245 |
|
17 |
6 |
21 |
45 |
64 |
152 |
245 |
245 |
|
18 |
6 |
21 |
48 |
64 |
152 |
245 |
245 |
|
19 |
7 |
22 |
50 |
64 |
152 |
245 |
245 |
|
20 |
7 |
22 |
53 |
64 |
152 |
246 |
246 |
|
21 |
7 |
23 |
55 |
65 |
153 |
246 |
246 |
|
22 |
8 |
23 |
57 |
65 |
153 |
246 |
246 |
|
23 |
8 |
23 |
60 |
66 |
153 |
247 |
247 |
|
24 |
8 |
23 |
62 |
66 |
154 |
247 |
247 |
|
25 |
9 |
24 |
65 |
68 |
154 |
247 |
247 |
|
26 |
9 |
24 |
67 |
70 |
154 |
247 |
247 |
|
27 |
10 |
24 |
70 |
72 |
154 |
247 |
247 |
|
28 |
10 |
24 |
72 |
74 |
154 |
247 |
247 |
|
29 |
10 |
25 |
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 |
194 |
306 |
3 143 |
|
2 |
31 |
44 |
51 |
73 |
194 |
344 |
2 329 |
|
3 |
29 |
44 |
52 |
77 |
188 |
357 |
1 752 |
|
4 |
28 |
44 |
54 |
80 |
184 |
356 |
1 351 |
|
5 |
28 |
45 |
57 |
81 |
183 |
347 |
1 069 |
|
6 |
31 |
48 |
60 |
85 |
184 |
333 |
865 |
|
7 |
29 |
48 |
58 |
84 |
181 |
317 |
715 |
|
8 |
33 |
52 |
63 |
90 |
184 |
300 |
600 |
|
9 |
32 |
52 |
64 |
92 |
183 |
282 |
511 |
|
10 |
27 |
47 |
60 |
89 |
177 |
271 |
440 |
|
11 |
22 |
43 |
55 |
85 |
173 |
266 |
382 |
|
12 |
19 |
39 |
52 |
81 |
169 |
263 |
334 |
|
13 |
16 |
37 |
50 |
79 |
167 |
260 |
294 |
|
14 |
14 |
35 |
48 |
77 |
165 |
258 |
260 |
|
15 |
13 |
33 |
46 |
76 |
163 |
257 |
257 |
|
16 |
11 |
32 |
45 |
74 |
162 |
255 |
255 |
|
17 |
10 |
31 |
45 |
73 |
161 |
254 |
254 |
|
18 |
10 |
30 |
48 |
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 |
62 |
72 |
160 |
253 |
253 |
|
25 |
9 |
30 |
65 |
72 |
160 |
253 |
253 |
|
26 |
9 |
29 |
66 |
72 |
160 |
253 |
253 |
|
27 |
9 |
29 |
70 |
72 |
159 |
253 |
253 |
|
28 |
10 |
29 |
72 |
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 |
194 |
207 |
214 |
236 |
357 |
452 |
4 245 |
|
2 |
190 |
203 |
210 |
232 |
353 |
448 |
3 103 |
|
3 |
184 |
199 |
207 |
232 |
343 |
455 |
2 305 |
|
4 |
180 |
195 |
205 |
231 |
335 |
449 |
1 757 |
|
5 |
175 |
192 |
204 |
228 |
330 |
435 |
1 381 |
|
6 |
172 |
189 |
201 |
226 |
325 |
418 |
1 109 |
|
7 |
169 |
187 |
198 |
224 |
320 |
414 |
909 |
|
8 |
164 |
184 |
195 |
222 |
316 |
409 |
758 |
|
9 |
160 |
180 |
192 |
221 |
312 |
405 |
642 |
|
10 |
156 |
177 |
190 |
218 |
307 |
401 |
550 |
|
11 |
152 |
173 |
186 |
215 |
303 |
396 |
475 |
|
12 |
148 |
169 |
182 |
211 |
299 |
392 |
414 |
|
13 |
144 |
165 |
178 |
207 |
295 |
388 |
388 |
|
14 |
140 |
161 |
174 |
203 |
291 |
384 |
384 |
|
15 |
137 |
157 |
170 |
200 |
288 |
381 |
381 |
|
16 |
134 |
154 |
167 |
196 |
284 |
377 |
377 |
|
17 |
130 |
151 |
164 |
193 |
281 |
374 |
374 |
|
18 |
127 |
148 |
161 |
190 |
278 |
371 |
371 |
|
19 |
124 |
145 |
158 |
187 |
275 |
368 |
368 |
|
20 |
122 |
142 |
155 |
185 |
272 |
366 |
366 |
|
21 |
119 |
140 |
152 |
182 |
270 |
363 |
363 |
|
22 |
116 |
137 |
150 |
179 |
267 |
360 |
360 |
|
23 |
114 |
134 |
147 |
177 |
264 |
358 |
358 |
|
24 |
111 |
132 |
145 |
174 |
262 |
355 |
355 |
|
25 |
109 |
129 |
142 |
171 |
259 |
353 |
353 |
|
26 |
106 |
127 |
140 |
169 |
257 |
350 |
350 |
|
27 |
104 |
124 |
137 |
167 |
255 |
348 |
348 |
|
28 |
102 |
122 |
135 |
164 |
252 |
346 |
346 |
|
29 |
99 |
120 |
133 |
162 |
250 |
343 |
343 |
|
30 |
97 |
118 |
131 |
160 |
248 |
341 |
341 |
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 |
308 |
3 164 |
|
2 |
0 |
14 |
26 |
52 |
173 |
346 |
2 342 |
|
3 |
1 |
17 |
28 |
57 |
169 |
359 |
1 761 |
|
4 |
1 |
20 |
32 |
62 |
168 |
358 |
1 358 |
|
5 |
2 |
23 |
37 |
67 |
169 |
348 |
1 074 |
|
6 |
4 |
26 |
39 |
69 |
170 |
335 |
871 |
|
7 |
7 |
30 |
42 |
71 |
170 |
319 |
720 |
|
8 |
9 |
34 |
46 |
74 |
170 |
301 |
604 |
|
9 |
11 |
37 |
49 |
76 |
170 |
284 |
515 |
|
10 |
12 |
38 |
51 |
77 |
170 |
267 |
443 |
|
11 |
12 |
40 |
52 |
78 |
170 |
263 |
385 |
|
12 |
13 |
41 |
54 |
79 |
170 |
263 |
337 |
|
13 |
14 |
42 |
54 |
80 |
170 |
263 |
297 |
|
14 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
15 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
16 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
17 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
18 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
19 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
20 |
14 |
43 |
55 |
80 |
170 |
264 |
264 |
|
21 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
22 |
14 |
43 |
57 |
80 |
171 |
264 |
264 |
|
23 |
14 |
43 |
60 |
80 |
171 |
264 |
264 |
|
24 |
14 |
43 |
62 |
80 |
171 |
264 |
264 |
|
25 |
14 |
43 |
65 |
80 |
171 |
264 |
264 |
|
26 |
14 |
43 |
67 |
80 |
171 |
264 |
264 |
|
27 |
14 |
43 |
70 |
80 |
170 |
264 |
264 |
|
28 |
14 |
43 |
72 |
80 |
170 |
263 |
263 |
|
29 |
14 |
43 |
75 |
80 |
170 |
263 |
263 |
|
30 |
14 |
43 |
77 |
80 |
170 |
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 |
3 058 |
|
2 |
0 |
1 |
6 |
14 |
131 |
336 |
2 267 |
|
3 |
1 |
1 |
9 |
17 |
125 |
349 |
1 706 |
|
4 |
1 |
3 |
11 |
19 |
121 |
348 |
1 315 |
|
5 |
1 |
4 |
14 |
22 |
120 |
338 |
1 041 |
|
6 |
2 |
4 |
16 |
25 |
120 |
325 |
843 |
|
7 |
2 |
6 |
19 |
28 |
119 |
309 |
697 |
|
8 |
2 |
6 |
22 |
30 |
119 |
293 |
586 |
|
9 |
2 |
7 |
25 |
32 |
119 |
276 |
499 |
|
10 |
4 |
8 |
27 |
34 |
119 |
259 |
429 |
|
11 |
4 |
9 |
29 |
37 |
120 |
243 |
373 |
|
12 |
4 |
10 |
32 |
39 |
120 |
228 |
326 |
|
13 |
4 |
10 |
35 |
41 |
120 |
214 |
287 |
|
14 |
4 |
11 |
36 |
43 |
120 |
213 |
255 |
|
15 |
5 |
12 |
39 |
46 |
121 |
214 |
227 |
|
16 |
5 |
12 |
42 |
48 |
121 |
214 |
214 |
|
17 |
6 |
14 |
44 |
49 |
121 |
214 |
214 |
|
18 |
6 |
15 |
46 |
52 |
122 |
215 |
215 |
|
19 |
7 |
15 |
49 |
54 |
122 |
215 |
215 |
|
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 |
217 |
217 |
|
24 |
8 |
20 |
61 |
64 |
129 |
218 |
218 |
|
25 |
9 |
20 |
63 |
66 |
130 |
218 |
218 |
|
26 |
9 |
21 |
66 |
68 |
130 |
218 |
218 |
|
27 |
9 |
22 |
67 |
70 |
132 |
218 |
218 |
|
28 |
10 |
23 |
70 |
71 |
133 |
218 |
218 |
|
29 |
10 |
23 |
73 |
73 |
134 |
218 |
218 |
|
30 |
10 |
25 |
75 |
75 |
135 |
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 |
9 |
|
Euro |
Belgium |
9 |
|
Euro |
Cyprus |
9 |
|
Euro |
Estonia |
9 |
|
Euro |
Finland |
9 |
|
Euro |
France |
9 |
|
Euro |
Germany |
9 |
|
Euro |
Greece |
9 |
|
Euro |
Ireland |
9 |
|
Euro |
Italy |
9 |
|
Euro |
Latvia |
9 |
|
Euro |
Lithuania |
9 |
|
Euro |
Luxembourg |
9 |
|
Euro |
Malta |
9 |
|
Euro |
Netherlands |
9 |
|
Euro |
Portugal |
9 |
|
Euro |
Slovakia |
9 |
|
Euro |
Slovenia |
9 |
|
Euro |
Spain |
9 |
|
Czech koruna |
Czech Republic |
12 |
|
Danish krone |
Denmark |
5 |
|
Forint |
Hungary |
3 |
|
Krona |
Sweden |
9 |
|
Kuna |
Croatia |
– 1 |
|
Lev |
Bulgaria |
2 |
|
Pound sterling |
United Kingdom |
20 |
|
Romanian leu |
Romania |
4 |
|
Zloty |
Poland |
11 |
|
Króna |
Iceland |
– 1 |
|
Norwegian krone |
Norway |
40 |
|
Swiss franc |
Liechtenstein |
6 |
|
Swiss franc |
Switzerland |
6 |
|
Australian dollar |
Australia |
10 |
|
Canadian dollar |
Canada |
31 |
|
US dollar |
United States |
37 |
|
Yen |
Japan |
1 |
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