COMMISSION IMPLEMENTING REGULATION (EU) 2018/730
of 4 May 2018
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2018 until 29 June 2018 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 |
– 0,362 % |
0,918 % |
– 0,372 % |
0,021 % |
– 0,450 % |
0,056 % |
|
2 |
– 0,258 % |
1,171 % |
– 0,268 % |
0,547 % |
– 0,263 % |
0,322 % |
|
3 |
– 0,083 % |
1,336 % |
– 0,093 % |
0,724 % |
– 0,025 % |
0,579 % |
|
4 |
0,104 % |
1,454 % |
0,094 % |
1,027 % |
0,198 % |
0,833 % |
|
5 |
0,285 % |
1,537 % |
0,274 % |
1,348 % |
0,410 % |
1,138 % |
|
6 |
0,418 % |
1,589 % |
0,408 % |
1,710 % |
0,592 % |
1,439 % |
|
7 |
0,556 % |
1,624 % |
0,546 % |
1,966 % |
0,756 % |
1,695 % |
|
8 |
0,672 % |
1,654 % |
0,662 % |
2,158 % |
0,901 % |
1,888 % |
|
9 |
0,783 % |
1,683 % |
0,773 % |
2,309 % |
1,027 % |
2,020 % |
|
10 |
0,884 % |
1,712 % |
0,874 % |
2,453 % |
1,133 % |
2,129 % |
|
11 |
0,975 % |
1,742 % |
0,965 % |
2,585 % |
1,277 % |
2,226 % |
|
12 |
1,056 % |
1,770 % |
1,045 % |
2,703 % |
1,441 % |
2,314 % |
|
13 |
1,127 % |
1,794 % |
1,117 % |
2,809 % |
1,604 % |
2,393 % |
|
14 |
1,186 % |
1,820 % |
1,176 % |
2,904 % |
1,757 % |
2,465 % |
|
15 |
1,233 % |
1,852 % |
1,222 % |
2,988 % |
1,897 % |
2,532 % |
|
16 |
1,266 % |
1,891 % |
1,256 % |
3,063 % |
2,024 % |
2,593 % |
|
17 |
1,293 % |
1,937 % |
1,283 % |
3,130 % |
2,138 % |
2,650 % |
|
18 |
1,320 % |
1,986 % |
1,309 % |
3,189 % |
2,242 % |
2,703 % |
|
19 |
1,350 % |
2,038 % |
1,339 % |
3,243 % |
2,335 % |
2,752 % |
|
20 |
1,387 % |
2,090 % |
1,376 % |
3,292 % |
2,419 % |
2,799 % |
|
21 |
1,431 % |
2,142 % |
1,421 % |
3,337 % |
2,496 % |
2,842 % |
|
22 |
1,482 % |
2,194 % |
1,472 % |
3,378 % |
2,566 % |
2,883 % |
|
23 |
1,537 % |
2,245 % |
1,528 % |
3,415 % |
2,630 % |
2,921 % |
|
24 |
1,595 % |
2,295 % |
1,585 % |
3,450 % |
2,689 % |
2,957 % |
|
25 |
1,653 % |
2,344 % |
1,643 % |
3,482 % |
2,743 % |
2,991 % |
|
26 |
1,711 % |
2,390 % |
1,702 % |
3,512 % |
2,793 % |
3,024 % |
|
27 |
1,770 % |
2,436 % |
1,761 % |
3,540 % |
2,839 % |
3,054 % |
|
28 |
1,827 % |
2,480 % |
1,818 % |
3,566 % |
2,882 % |
3,083 % |
|
29 |
1,883 % |
2,522 % |
1,875 % |
3,591 % |
2,922 % |
3,111 % |
|
30 |
1,938 % |
2,562 % |
1,930 % |
3,614 % |
2,959 % |
3,137 % |
|
31 |
1,991 % |
2,601 % |
1,983 % |
3,636 % |
2,994 % |
3,162 % |
|
32 |
2,043 % |
2,639 % |
2,035 % |
3,656 % |
3,027 % |
3,186 % |
|
33 |
2,093 % |
2,675 % |
2,086 % |
3,675 % |
3,058 % |
3,208 % |
|
34 |
2,141 % |
2,709 % |
2,134 % |
3,694 % |
3,087 % |
3,230 % |
|
35 |
2,188 % |
2,742 % |
2,181 % |
3,711 % |
3,114 % |
3,250 % |
|
36 |
2,233 % |
2,774 % |
2,226 % |
3,727 % |
3,140 % |
3,270 % |
|
37 |
2,276 % |
2,805 % |
2,269 % |
3,743 % |
3,165 % |
3,289 % |
|
38 |
2,318 % |
2,834 % |
2,311 % |
3,758 % |
3,188 % |
3,307 % |
|
39 |
2,358 % |
2,862 % |
2,351 % |
3,772 % |
3,210 % |
3,324 % |
|
40 |
2,396 % |
2,889 % |
2,390 % |
3,785 % |
3,231 % |
3,341 % |
|
41 |
2,433 % |
2,915 % |
2,427 % |
3,798 % |
3,251 % |
3,357 % |
|
42 |
2,469 % |
2,940 % |
2,463 % |
3,811 % |
3,270 % |
3,372 % |
|
43 |
2,503 % |
2,964 % |
2,497 % |
3,822 % |
3,288 % |
3,386 % |
|
44 |
2,536 % |
2,988 % |
2,531 % |
3,834 % |
3,305 % |
3,400 % |
|
45 |
2,568 % |
3,010 % |
2,562 % |
3,845 % |
3,322 % |
3,414 % |
|
46 |
2,599 % |
3,031 % |
2,593 % |
3,855 % |
3,337 % |
3,427 % |
|
47 |
2,628 % |
3,052 % |
2,623 % |
3,865 % |
3,352 % |
3,439 % |
|
48 |
2,657 % |
3,072 % |
2,651 % |
3,875 % |
3,367 % |
3,451 % |
|
49 |
2,684 % |
3,091 % |
2,679 % |
3,884 % |
3,381 % |
3,463 % |
|
50 |
2,710 % |
3,109 % |
2,705 % |
3,893 % |
3,394 % |
3,474 % |
|
51 |
2,736 % |
3,127 % |
2,731 % |
3,901 % |
3,407 % |
3,485 % |
|
52 |
2,760 % |
3,144 % |
2,755 % |
3,910 % |
3,419 % |
3,495 % |
|
53 |
2,784 % |
3,161 % |
2,779 % |
3,918 % |
3,431 % |
3,506 % |
|
54 |
2,807 % |
3,177 % |
2,802 % |
3,925 % |
3,443 % |
3,515 % |
|
55 |
2,829 % |
3,192 % |
2,824 % |
3,933 % |
3,454 % |
3,525 % |
|
56 |
2,850 % |
3,207 % |
2,846 % |
3,940 % |
3,464 % |
3,534 % |
|
57 |
2,871 % |
3,222 % |
2,866 % |
3,947 % |
3,475 % |
3,543 % |
|
58 |
2,891 % |
3,236 % |
2,886 % |
3,954 % |
3,484 % |
3,551 % |
|
59 |
2,910 % |
3,249 % |
2,906 % |
3,960 % |
3,494 % |
3,559 % |
|
60 |
2,929 % |
3,262 % |
2,925 % |
3,966 % |
3,503 % |
3,567 % |
|
61 |
2,947 % |
3,275 % |
2,943 % |
3,973 % |
3,512 % |
3,575 % |
|
62 |
2,965 % |
3,287 % |
2,960 % |
3,979 % |
3,521 % |
3,582 % |
|
63 |
2,982 % |
3,299 % |
2,978 % |
3,984 % |
3,529 % |
3,590 % |
|
64 |
2,998 % |
3,311 % |
2,994 % |
3,990 % |
3,537 % |
3,597 % |
|
65 |
3,014 % |
3,322 % |
3,010 % |
3,995 % |
3,545 % |
3,604 % |
|
66 |
3,030 % |
3,333 % |
3,026 % |
4,001 % |
3,553 % |
3,610 % |
|
67 |
3,045 % |
3,344 % |
3,041 % |
4,006 % |
3,560 % |
3,617 % |
|
68 |
3,059 % |
3,354 % |
3,056 % |
4,011 % |
3,567 % |
3,623 % |
|
69 |
3,074 % |
3,364 % |
3,070 % |
4,015 % |
3,574 % |
3,629 % |
|
70 |
3,087 % |
3,374 % |
3,084 % |
4,020 % |
3,581 % |
3,635 % |
|
71 |
3,101 % |
3,383 % |
3,097 % |
4,025 % |
3,588 % |
3,641 % |
|
72 |
3,114 % |
3,392 % |
3,110 % |
4,029 % |
3,594 % |
3,646 % |
|
73 |
3,127 % |
3,401 % |
3,123 % |
4,033 % |
3,600 % |
3,652 % |
|
74 |
3,139 % |
3,410 % |
3,136 % |
4,038 % |
3,606 % |
3,657 % |
|
75 |
3,151 % |
3,418 % |
3,148 % |
4,042 % |
3,612 % |
3,662 % |
|
76 |
3,163 % |
3,427 % |
3,160 % |
4,046 % |
3,618 % |
3,668 % |
|
77 |
3,174 % |
3,435 % |
3,171 % |
4,050 % |
3,624 % |
3,672 % |
|
78 |
3,186 % |
3,442 % |
3,182 % |
4,053 % |
3,629 % |
3,677 % |
|
79 |
3,196 % |
3,450 % |
3,193 % |
4,057 % |
3,634 % |
3,682 % |
|
80 |
3,207 % |
3,458 % |
3,204 % |
4,061 % |
3,640 % |
3,686 % |
|
81 |
3,217 % |
3,465 % |
3,214 % |
4,064 % |
3,645 % |
3,691 % |
|
82 |
3,228 % |
3,472 % |
3,224 % |
4,068 % |
3,650 % |
3,695 % |
|
83 |
3,237 % |
3,479 % |
3,234 % |
4,071 % |
3,654 % |
3,700 % |
|
84 |
3,247 % |
3,486 % |
3,244 % |
4,074 % |
3,659 % |
3,704 % |
|
85 |
3,256 % |
3,492 % |
3,253 % |
4,078 % |
3,664 % |
3,708 % |
|
86 |
3,266 % |
3,499 % |
3,263 % |
4,081 % |
3,668 % |
3,712 % |
|
87 |
3,275 % |
3,505 % |
3,272 % |
4,084 % |
3,673 % |
3,716 % |
|
88 |
3,283 % |
3,511 % |
3,280 % |
4,087 % |
3,677 % |
3,719 % |
|
89 |
3,292 % |
3,517 % |
3,289 % |
4,090 % |
3,681 % |
3,723 % |
|
90 |
3,300 % |
3,523 % |
3,297 % |
4,093 % |
3,685 % |
3,727 % |
|
91 |
3,309 % |
3,529 % |
3,306 % |
4,095 % |
3,689 % |
3,730 % |
|
92 |
3,317 % |
3,535 % |
3,314 % |
4,098 % |
3,693 % |
3,734 % |
|
93 |
3,324 % |
3,540 % |
3,322 % |
4,101 % |
3,697 % |
3,737 % |
|
94 |
3,332 % |
3,546 % |
3,329 % |
4,103 % |
3,701 % |
3,740 % |
|
95 |
3,340 % |
3,551 % |
3,337 % |
4,106 % |
3,704 % |
3,744 % |
|
96 |
3,347 % |
3,556 % |
3,344 % |
4,109 % |
3,708 % |
3,747 % |
|
97 |
3,354 % |
3,561 % |
3,352 % |
4,111 % |
3,711 % |
3,750 % |
|
98 |
3,361 % |
3,566 % |
3,359 % |
4,113 % |
3,715 % |
3,753 % |
|
99 |
3,368 % |
3,571 % |
3,366 % |
4,116 % |
3,718 % |
3,756 % |
|
100 |
3,375 % |
3,576 % |
3,372 % |
4,118 % |
3,722 % |
3,759 % |
|
101 |
3,382 % |
3,580 % |
3,379 % |
4,120 % |
3,725 % |
3,762 % |
|
102 |
3,388 % |
3,585 % |
3,386 % |
4,123 % |
3,728 % |
3,765 % |
|
103 |
3,395 % |
3,589 % |
3,392 % |
4,125 % |
3,731 % |
3,767 % |
|
104 |
3,401 % |
3,594 % |
3,398 % |
4,127 % |
3,734 % |
3,770 % |
|
105 |
3,407 % |
3,598 % |
3,405 % |
4,129 % |
3,737 % |
3,773 % |
|
106 |
3,413 % |
3,602 % |
3,411 % |
4,131 % |
3,740 % |
3,775 % |
|
107 |
3,419 % |
3,607 % |
3,417 % |
4,133 % |
3,743 % |
3,778 % |
|
108 |
3,425 % |
3,611 % |
3,423 % |
4,135 % |
3,746 % |
3,780 % |
|
109 |
3,431 % |
3,615 % |
3,428 % |
4,137 % |
3,749 % |
3,783 % |
|
110 |
3,436 % |
3,619 % |
3,434 % |
4,139 % |
3,751 % |
3,785 % |
|
111 |
3,442 % |
3,623 % |
3,439 % |
4,141 % |
3,754 % |
3,788 % |
|
112 |
3,447 % |
3,626 % |
3,445 % |
4,143 % |
3,757 % |
3,790 % |
|
113 |
3,452 % |
3,630 % |
3,450 % |
4,145 % |
3,759 % |
3,792 % |
|
114 |
3,458 % |
3,634 % |
3,455 % |
4,147 % |
3,762 % |
3,795 % |
|
115 |
3,463 % |
3,637 % |
3,461 % |
4,148 % |
3,764 % |
3,797 % |
|
116 |
3,468 % |
3,641 % |
3,466 % |
4,150 % |
3,767 % |
3,799 % |
|
117 |
3,473 % |
3,644 % |
3,471 % |
4,152 % |
3,769 % |
3,801 % |
|
118 |
3,478 % |
3,648 % |
3,476 % |
4,153 % |
3,772 % |
3,803 % |
|
119 |
3,483 % |
3,651 % |
3,480 % |
4,155 % |
3,774 % |
3,805 % |
|
120 |
3,487 % |
3,655 % |
3,485 % |
4,157 % |
3,776 % |
3,807 % |
|
121 |
3,492 % |
3,658 % |
3,490 % |
4,158 % |
3,779 % |
3,809 % |
|
122 |
3,496 % |
3,661 % |
3,494 % |
4,160 % |
3,781 % |
3,811 % |
|
123 |
3,501 % |
3,664 % |
3,499 % |
4,161 % |
3,783 % |
3,813 % |
|
124 |
3,505 % |
3,667 % |
3,503 % |
4,163 % |
3,785 % |
3,815 % |
|
125 |
3,510 % |
3,670 % |
3,508 % |
4,164 % |
3,787 % |
3,817 % |
|
126 |
3,514 % |
3,673 % |
3,512 % |
4,166 % |
3,789 % |
3,819 % |
|
127 |
3,518 % |
3,676 % |
3,516 % |
4,167 % |
3,791 % |
3,821 % |
|
128 |
3,522 % |
3,679 % |
3,520 % |
4,169 % |
3,793 % |
3,822 % |
|
129 |
3,526 % |
3,682 % |
3,524 % |
4,170 % |
3,795 % |
3,824 % |
|
130 |
3,530 % |
3,685 % |
3,528 % |
4,172 % |
3,797 % |
3,826 % |
|
131 |
3,534 % |
3,688 % |
3,532 % |
4,173 % |
3,799 % |
3,828 % |
|
132 |
3,538 % |
3,690 % |
3,536 % |
4,174 % |
3,801 % |
3,829 % |
|
133 |
3,542 % |
3,693 % |
3,540 % |
4,176 % |
3,803 % |
3,831 % |
|
134 |
3,546 % |
3,696 % |
3,544 % |
4,177 % |
3,805 % |
3,833 % |
|
135 |
3,550 % |
3,698 % |
3,548 % |
4,178 % |
3,807 % |
3,834 % |
|
136 |
3,553 % |
3,701 % |
3,551 % |
4,179 % |
3,808 % |
3,836 % |
|
137 |
3,557 % |
3,704 % |
3,555 % |
4,181 % |
3,810 % |
3,837 % |
|
138 |
3,560 % |
3,706 % |
3,559 % |
4,182 % |
3,812 % |
3,839 % |
|
139 |
3,564 % |
3,709 % |
3,562 % |
4,183 % |
3,814 % |
3,840 % |
|
140 |
3,567 % |
3,711 % |
3,566 % |
4,184 % |
3,815 % |
3,842 % |
|
141 |
3,571 % |
3,713 % |
3,569 % |
4,185 % |
3,817 % |
3,843 % |
|
142 |
3,574 % |
3,716 % |
3,572 % |
4,187 % |
3,819 % |
3,845 % |
|
143 |
3,578 % |
3,718 % |
3,576 % |
4,188 % |
3,820 % |
3,846 % |
|
144 |
3,581 % |
3,720 % |
3,579 % |
4,189 % |
3,822 % |
3,848 % |
|
145 |
3,584 % |
3,723 % |
3,582 % |
4,190 % |
3,823 % |
3,849 % |
|
146 |
3,587 % |
3,725 % |
3,585 % |
4,191 % |
3,825 % |
3,851 % |
|
147 |
3,590 % |
3,727 % |
3,589 % |
4,192 % |
3,826 % |
3,852 % |
|
148 |
3,593 % |
3,729 % |
3,592 % |
4,193 % |
3,828 % |
3,853 % |
|
149 |
3,597 % |
3,731 % |
3,595 % |
4,194 % |
3,829 % |
3,855 % |
|
150 |
3,600 % |
3,734 % |
3,598 % |
4,195 % |
3,831 % |
3,856 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,412 % |
0,853 % |
2,355 % |
1,208 % |
4,679 % |
1,123 % |
|
2 |
– 0,308 % |
1,018 % |
2,817 % |
1,365 % |
4,740 % |
1,399 % |
|
3 |
– 0,133 % |
1,131 % |
3,252 % |
1,659 % |
4,820 % |
1,564 % |
|
4 |
0,054 % |
1,212 % |
3,632 % |
2,004 % |
4,867 % |
1,702 % |
|
5 |
0,234 % |
1,255 % |
3,934 % |
2,312 % |
4,900 % |
1,820 % |
|
6 |
0,367 % |
1,294 % |
4,118 % |
2,554 % |
4,933 % |
1,919 % |
|
7 |
0,505 % |
1,328 % |
4,236 % |
2,776 % |
4,970 % |
1,997 % |
|
8 |
0,621 % |
1,359 % |
4,332 % |
2,917 % |
5,000 % |
2,060 % |
|
9 |
0,732 % |
1,388 % |
4,425 % |
3,026 % |
5,015 % |
2,112 % |
|
10 |
0,833 % |
1,409 % |
4,498 % |
3,130 % |
5,018 % |
2,160 % |
|
11 |
0,924 % |
1,432 % |
4,551 % |
3,219 % |
5,014 % |
2,211 % |
|
12 |
1,004 % |
1,447 % |
4,588 % |
3,292 % |
5,004 % |
2,265 % |
|
13 |
1,075 % |
1,458 % |
4,613 % |
3,354 % |
4,990 % |
2,320 % |
|
14 |
1,135 % |
1,466 % |
4,629 % |
3,407 % |
4,974 % |
2,374 % |
|
15 |
1,181 % |
1,473 % |
4,639 % |
3,453 % |
4,956 % |
2,427 % |
|
16 |
1,214 % |
1,477 % |
4,644 % |
3,493 % |
4,937 % |
2,480 % |
|
17 |
1,241 % |
1,480 % |
4,644 % |
3,528 % |
4,917 % |
2,530 % |
|
18 |
1,267 % |
1,481 % |
4,642 % |
3,560 % |
4,897 % |
2,579 % |
|
19 |
1,297 % |
1,480 % |
4,638 % |
3,587 % |
4,876 % |
2,625 % |
|
20 |
1,335 % |
1,481 % |
4,632 % |
3,612 % |
4,856 % |
2,670 % |
|
21 |
1,380 % |
1,477 % |
4,624 % |
3,635 % |
4,836 % |
2,713 % |
|
22 |
1,432 % |
1,470 % |
4,615 % |
3,655 % |
4,816 % |
2,754 % |
|
23 |
1,488 % |
1,461 % |
4,606 % |
3,674 % |
4,797 % |
2,794 % |
|
24 |
1,546 % |
1,452 % |
4,596 % |
3,691 % |
4,778 % |
2,831 % |
|
25 |
1,606 % |
1,444 % |
4,586 % |
3,706 % |
4,760 % |
2,867 % |
|
26 |
1,666 % |
1,438 % |
4,576 % |
3,720 % |
4,742 % |
2,901 % |
|
27 |
1,725 % |
1,432 % |
4,566 % |
3,734 % |
4,725 % |
2,934 % |
|
28 |
1,784 % |
1,425 % |
4,555 % |
3,746 % |
4,708 % |
2,965 % |
|
29 |
1,841 % |
1,417 % |
4,545 % |
3,757 % |
4,692 % |
2,995 % |
|
30 |
1,897 % |
1,407 % |
4,534 % |
3,767 % |
4,676 % |
3,024 % |
|
31 |
1,951 % |
1,394 % |
4,524 % |
3,777 % |
4,661 % |
3,051 % |
|
32 |
2,004 % |
1,380 % |
4,514 % |
3,786 % |
4,646 % |
3,077 % |
|
33 |
2,055 % |
1,367 % |
4,504 % |
3,795 % |
4,632 % |
3,102 % |
|
34 |
2,104 % |
1,355 % |
4,495 % |
3,803 % |
4,618 % |
3,126 % |
|
35 |
2,152 % |
1,345 % |
4,485 % |
3,811 % |
4,605 % |
3,149 % |
|
36 |
2,198 % |
1,336 % |
4,476 % |
3,818 % |
4,592 % |
3,171 % |
|
37 |
2,242 % |
1,329 % |
4,467 % |
3,824 % |
4,580 % |
3,192 % |
|
38 |
2,284 % |
1,321 % |
4,458 % |
3,831 % |
4,568 % |
3,212 % |
|
39 |
2,325 % |
1,311 % |
4,450 % |
3,837 % |
4,557 % |
3,231 % |
|
40 |
2,364 % |
1,297 % |
4,442 % |
3,842 % |
4,546 % |
3,250 % |
|
41 |
2,402 % |
1,280 % |
4,434 % |
3,848 % |
4,535 % |
3,268 % |
|
42 |
2,439 % |
1,262 % |
4,426 % |
3,853 % |
4,525 % |
3,285 % |
|
43 |
2,474 % |
1,245 % |
4,419 % |
3,858 % |
4,515 % |
3,301 % |
|
44 |
2,507 % |
1,229 % |
4,411 % |
3,862 % |
4,506 % |
3,317 % |
|
45 |
2,540 % |
1,216 % |
4,404 % |
3,867 % |
4,497 % |
3,332 % |
|
46 |
2,571 % |
1,207 % |
4,397 % |
3,871 % |
4,488 % |
3,347 % |
|
47 |
2,601 % |
1,202 % |
4,391 % |
3,875 % |
4,479 % |
3,361 % |
|
48 |
2,630 % |
1,203 % |
4,384 % |
3,879 % |
4,471 % |
3,375 % |
|
49 |
2,658 % |
1,208 % |
4,378 % |
3,882 % |
4,463 % |
3,388 % |
|
50 |
2,685 % |
1,219 % |
4,372 % |
3,886 % |
4,455 % |
3,400 % |
|
51 |
2,710 % |
1,235 % |
4,366 % |
3,889 % |
4,448 % |
3,412 % |
|
52 |
2,735 % |
1,256 % |
4,361 % |
3,893 % |
4,441 % |
3,424 % |
|
53 |
2,760 % |
1,281 % |
4,355 % |
3,896 % |
4,434 % |
3,436 % |
|
54 |
2,783 % |
1,308 % |
4,350 % |
3,899 % |
4,427 % |
3,447 % |
|
55 |
2,805 % |
1,337 % |
4,345 % |
3,901 % |
4,420 % |
3,457 % |
|
56 |
2,827 % |
1,368 % |
4,340 % |
3,904 % |
4,414 % |
3,468 % |
|
57 |
2,848 % |
1,399 % |
4,335 % |
3,907 % |
4,408 % |
3,477 % |
|
58 |
2,869 % |
1,432 % |
4,330 % |
3,909 % |
4,402 % |
3,487 % |
|
59 |
2,888 % |
1,465 % |
4,326 % |
3,912 % |
4,396 % |
3,496 % |
|
60 |
2,907 % |
1,498 % |
4,321 % |
3,914 % |
4,390 % |
3,505 % |
|
61 |
2,926 % |
1,532 % |
4,317 % |
3,917 % |
4,385 % |
3,514 % |
|
62 |
2,944 % |
1,565 % |
4,313 % |
3,919 % |
4,380 % |
3,523 % |
|
63 |
2,961 % |
1,598 % |
4,309 % |
3,921 % |
4,375 % |
3,531 % |
|
64 |
2,978 % |
1,631 % |
4,305 % |
3,923 % |
4,370 % |
3,539 % |
|
65 |
2,994 % |
1,663 % |
4,301 % |
3,925 % |
4,365 % |
3,547 % |
|
66 |
3,010 % |
1,695 % |
4,297 % |
3,927 % |
4,360 % |
3,554 % |
|
67 |
3,025 % |
1,727 % |
4,294 % |
3,929 % |
4,356 % |
3,561 % |
|
68 |
3,040 % |
1,758 % |
4,290 % |
3,931 % |
4,351 % |
3,568 % |
|
69 |
3,055 % |
1,788 % |
4,287 % |
3,933 % |
4,347 % |
3,575 % |
|
70 |
3,069 % |
1,818 % |
4,283 % |
3,934 % |
4,343 % |
3,582 % |
|
71 |
3,083 % |
1,847 % |
4,280 % |
3,936 % |
4,339 % |
3,589 % |
|
72 |
3,096 % |
1,876 % |
4,277 % |
3,938 % |
4,335 % |
3,595 % |
|
73 |
3,109 % |
1,904 % |
4,274 % |
3,939 % |
4,331 % |
3,601 % |
|
74 |
3,122 % |
1,932 % |
4,271 % |
3,941 % |
4,327 % |
3,607 % |
|
75 |
3,134 % |
1,959 % |
4,268 % |
3,942 % |
4,323 % |
3,613 % |
|
76 |
3,146 % |
1,985 % |
4,265 % |
3,944 % |
4,320 % |
3,619 % |
|
77 |
3,158 % |
2,011 % |
4,262 % |
3,945 % |
4,316 % |
3,624 % |
|
78 |
3,169 % |
2,036 % |
4,260 % |
3,946 % |
4,313 % |
3,630 % |
|
79 |
3,180 % |
2,061 % |
4,257 % |
3,948 % |
4,310 % |
3,635 % |
|
80 |
3,191 % |
2,085 % |
4,255 % |
3,949 % |
4,306 % |
3,640 % |
|
81 |
3,201 % |
2,108 % |
4,252 % |
3,950 % |
4,303 % |
3,645 % |
|
82 |
3,212 % |
2,132 % |
4,250 % |
3,952 % |
4,300 % |
3,650 % |
|
83 |
3,222 % |
2,154 % |
4,247 % |
3,953 % |
4,297 % |
3,655 % |
|
84 |
3,232 % |
2,176 % |
4,245 % |
3,954 % |
4,294 % |
3,660 % |
|
85 |
3,241 % |
2,198 % |
4,243 % |
3,955 % |
4,291 % |
3,664 % |
|
86 |
3,251 % |
2,219 % |
4,240 % |
3,956 % |
4,289 % |
3,669 % |
|
87 |
3,260 % |
2,240 % |
4,238 % |
3,957 % |
4,286 % |
3,673 % |
|
88 |
3,269 % |
2,260 % |
4,236 % |
3,958 % |
4,283 % |
3,677 % |
|
89 |
3,277 % |
2,280 % |
4,234 % |
3,959 % |
4,281 % |
3,681 % |
|
90 |
3,286 % |
2,299 % |
4,232 % |
3,960 % |
4,278 % |
3,685 % |
|
91 |
3,294 % |
2,318 % |
4,230 % |
3,961 % |
4,276 % |
3,689 % |
|
92 |
3,303 % |
2,337 % |
4,228 % |
3,962 % |
4,273 % |
3,693 % |
|
93 |
3,311 % |
2,355 % |
4,226 % |
3,963 % |
4,271 % |
3,697 % |
|
94 |
3,318 % |
2,373 % |
4,224 % |
3,964 % |
4,268 % |
3,701 % |
|
95 |
3,326 % |
2,390 % |
4,222 % |
3,965 % |
4,266 % |
3,705 % |
|
96 |
3,334 % |
2,407 % |
4,221 % |
3,966 % |
4,264 % |
3,708 % |
|
97 |
3,341 % |
2,424 % |
4,219 % |
3,967 % |
4,262 % |
3,712 % |
|
98 |
3,348 % |
2,440 % |
4,217 % |
3,968 % |
4,259 % |
3,715 % |
|
99 |
3,355 % |
2,456 % |
4,215 % |
3,969 % |
4,257 % |
3,719 % |
|
100 |
3,362 % |
2,472 % |
4,214 % |
3,969 % |
4,255 % |
3,722 % |
|
101 |
3,369 % |
2,488 % |
4,212 % |
3,970 % |
4,253 % |
3,725 % |
|
102 |
3,376 % |
2,503 % |
4,211 % |
3,971 % |
4,251 % |
3,728 % |
|
103 |
3,382 % |
2,518 % |
4,209 % |
3,972 % |
4,249 % |
3,731 % |
|
104 |
3,388 % |
2,532 % |
4,207 % |
3,973 % |
4,247 % |
3,734 % |
|
105 |
3,395 % |
2,547 % |
4,206 % |
3,973 % |
4,245 % |
3,737 % |
|
106 |
3,401 % |
2,561 % |
4,205 % |
3,974 % |
4,244 % |
3,740 % |
|
107 |
3,407 % |
2,575 % |
4,203 % |
3,975 % |
4,242 % |
3,743 % |
|
108 |
3,413 % |
2,588 % |
4,202 % |
3,975 % |
4,240 % |
3,746 % |
|
109 |
3,419 % |
2,601 % |
4,200 % |
3,976 % |
4,238 % |
3,749 % |
|
110 |
3,424 % |
2,615 % |
4,199 % |
3,977 % |
4,237 % |
3,752 % |
|
111 |
3,430 % |
2,627 % |
4,198 % |
3,977 % |
4,235 % |
3,754 % |
|
112 |
3,436 % |
2,640 % |
4,196 % |
3,978 % |
4,233 % |
3,757 % |
|
113 |
3,441 % |
2,652 % |
4,195 % |
3,979 % |
4,232 % |
3,760 % |
|
114 |
3,446 % |
2,665 % |
4,194 % |
3,979 % |
4,230 % |
3,762 % |
|
115 |
3,452 % |
2,677 % |
4,192 % |
3,980 % |
4,228 % |
3,765 % |
|
116 |
3,457 % |
2,688 % |
4,191 % |
3,981 % |
4,227 % |
3,767 % |
|
117 |
3,462 % |
2,700 % |
4,190 % |
3,981 % |
4,225 % |
3,769 % |
|
118 |
3,467 % |
2,711 % |
4,189 % |
3,982 % |
4,224 % |
3,772 % |
|
119 |
3,472 % |
2,722 % |
4,188 % |
3,982 % |
4,222 % |
3,774 % |
|
120 |
3,476 % |
2,733 % |
4,186 % |
3,983 % |
4,221 % |
3,776 % |
|
121 |
3,481 % |
2,744 % |
4,185 % |
3,983 % |
4,220 % |
3,779 % |
|
122 |
3,486 % |
2,755 % |
4,184 % |
3,984 % |
4,218 % |
3,781 % |
|
123 |
3,490 % |
2,765 % |
4,183 % |
3,985 % |
4,217 % |
3,783 % |
|
124 |
3,495 % |
2,776 % |
4,182 % |
3,985 % |
4,216 % |
3,785 % |
|
125 |
3,499 % |
2,786 % |
4,181 % |
3,986 % |
4,214 % |
3,787 % |
|
126 |
3,504 % |
2,796 % |
4,180 % |
3,986 % |
4,213 % |
3,789 % |
|
127 |
3,508 % |
2,805 % |
4,179 % |
3,987 % |
4,212 % |
3,791 % |
|
128 |
3,512 % |
2,815 % |
4,178 % |
3,987 % |
4,210 % |
3,794 % |
|
129 |
3,516 % |
2,825 % |
4,177 % |
3,988 % |
4,209 % |
3,795 % |
|
130 |
3,520 % |
2,834 % |
4,176 % |
3,988 % |
4,208 % |
3,797 % |
|
131 |
3,524 % |
2,843 % |
4,175 % |
3,989 % |
4,207 % |
3,799 % |
|
132 |
3,528 % |
2,852 % |
4,174 % |
3,989 % |
4,205 % |
3,801 % |
|
133 |
3,532 % |
2,861 % |
4,173 % |
3,989 % |
4,204 % |
3,803 % |
|
134 |
3,536 % |
2,870 % |
4,172 % |
3,990 % |
4,203 % |
3,805 % |
|
135 |
3,540 % |
2,879 % |
4,171 % |
3,990 % |
4,202 % |
3,807 % |
|
136 |
3,544 % |
2,887 % |
4,170 % |
3,991 % |
4,201 % |
3,809 % |
|
137 |
3,547 % |
2,896 % |
4,170 % |
3,991 % |
4,200 % |
3,810 % |
|
138 |
3,551 % |
2,904 % |
4,169 % |
3,992 % |
4,199 % |
3,812 % |
|
139 |
3,555 % |
2,912 % |
4,168 % |
3,992 % |
4,198 % |
3,814 % |
|
140 |
3,558 % |
2,920 % |
4,167 % |
3,993 % |
4,197 % |
3,815 % |
|
141 |
3,562 % |
2,928 % |
4,166 % |
3,993 % |
4,196 % |
3,817 % |
|
142 |
3,565 % |
2,936 % |
4,165 % |
3,993 % |
4,195 % |
3,819 % |
|
143 |
3,568 % |
2,944 % |
4,165 % |
3,994 % |
4,194 % |
3,820 % |
|
144 |
3,572 % |
2,952 % |
4,164 % |
3,994 % |
4,193 % |
3,822 % |
|
145 |
3,575 % |
2,959 % |
4,163 % |
3,995 % |
4,192 % |
3,824 % |
|
146 |
3,578 % |
2,967 % |
4,162 % |
3,995 % |
4,191 % |
3,825 % |
|
147 |
3,582 % |
2,974 % |
4,161 % |
3,995 % |
4,190 % |
3,827 % |
|
148 |
3,585 % |
2,981 % |
4,161 % |
3,996 % |
4,189 % |
3,828 % |
|
149 |
3,588 % |
2,988 % |
4,160 % |
3,996 % |
4,188 % |
3,830 % |
|
150 |
3,591 % |
2,995 % |
4,159 % |
3,996 % |
4,187 % |
3,831 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,739 % |
1,934 % |
1,209 % |
1,884 % |
2,511 % |
4,407 % |
|
2 |
– 0,610 % |
2,034 % |
1,381 % |
1,980 % |
2,913 % |
4,756 % |
|
3 |
– 0,453 % |
2,145 % |
1,550 % |
2,095 % |
3,178 % |
5,183 % |
|
4 |
– 0,299 % |
2,251 % |
1,735 % |
2,159 % |
3,400 % |
5,440 % |
|
5 |
– 0,176 % |
2,335 % |
1,886 % |
2,187 % |
3,610 % |
5,714 % |
|
6 |
– 0,053 % |
2,425 % |
2,018 % |
2,215 % |
3,784 % |
5,910 % |
|
7 |
0,063 % |
2,497 % |
2,129 % |
2,241 % |
3,924 % |
6,198 % |
|
8 |
0,147 % |
2,562 % |
2,221 % |
2,267 % |
4,035 % |
6,327 % |
|
9 |
0,230 % |
2,619 % |
2,299 % |
2,298 % |
4,124 % |
6,325 % |
|
10 |
0,310 % |
2,661 % |
2,372 % |
2,321 % |
4,194 % |
6,419 % |
|
11 |
0,379 % |
2,707 % |
2,441 % |
2,349 % |
4,249 % |
6,503 % |
|
12 |
0,443 % |
2,754 % |
2,506 % |
2,378 % |
4,292 % |
6,552 % |
|
13 |
0,498 % |
2,795 % |
2,563 % |
2,399 % |
4,327 % |
6,574 % |
|
14 |
0,545 % |
2,829 % |
2,616 % |
2,416 % |
4,354 % |
6,576 % |
|
15 |
0,598 % |
2,856 % |
2,666 % |
2,431 % |
4,376 % |
6,563 % |
|
16 |
0,641 % |
2,877 % |
2,713 % |
2,445 % |
4,394 % |
6,540 % |
|
17 |
0,674 % |
2,893 % |
2,757 % |
2,457 % |
4,408 % |
6,509 % |
|
18 |
0,699 % |
2,904 % |
2,800 % |
2,466 % |
4,420 % |
6,471 % |
|
19 |
0,719 % |
2,913 % |
2,841 % |
2,469 % |
4,429 % |
6,430 % |
|
20 |
0,734 % |
2,920 % |
2,880 % |
2,467 % |
4,437 % |
6,386 % |
|
21 |
0,746 % |
2,925 % |
2,917 % |
2,460 % |
4,443 % |
6,341 % |
|
22 |
0,758 % |
2,928 % |
2,952 % |
2,449 % |
4,448 % |
6,294 % |
|
23 |
0,772 % |
2,928 % |
2,986 % |
2,437 % |
4,452 % |
6,247 % |
|
24 |
0,790 % |
2,925 % |
3,018 % |
2,426 % |
4,454 % |
6,200 % |
|
25 |
0,813 % |
2,919 % |
3,048 % |
2,416 % |
4,457 % |
6,153 % |
|
26 |
0,843 % |
2,910 % |
3,077 % |
2,410 % |
4,458 % |
6,107 % |
|
27 |
0,877 % |
2,900 % |
3,105 % |
2,407 % |
4,459 % |
6,062 % |
|
28 |
0,914 % |
2,891 % |
3,131 % |
2,407 % |
4,460 % |
6,018 % |
|
29 |
0,953 % |
2,884 % |
3,156 % |
2,412 % |
4,460 % |
5,976 % |
|
30 |
0,994 % |
2,882 % |
3,181 % |
2,421 % |
4,460 % |
5,934 % |
|
31 |
1,036 % |
2,884 % |
3,204 % |
2,435 % |
4,460 % |
5,894 % |
|
32 |
1,078 % |
2,890 % |
3,226 % |
2,453 % |
4,459 % |
5,855 % |
|
33 |
1,119 % |
2,899 % |
3,247 % |
2,473 % |
4,459 % |
5,818 % |
|
34 |
1,161 % |
2,911 % |
3,267 % |
2,495 % |
4,458 % |
5,781 % |
|
35 |
1,202 % |
2,924 % |
3,286 % |
2,519 % |
4,457 % |
5,747 % |
|
36 |
1,242 % |
2,939 % |
3,304 % |
2,543 % |
4,456 % |
5,713 % |
|
37 |
1,281 % |
2,955 % |
3,322 % |
2,569 % |
4,455 % |
5,680 % |
|
38 |
1,319 % |
2,971 % |
3,339 % |
2,594 % |
4,453 % |
5,649 % |
|
39 |
1,356 % |
2,988 % |
3,355 % |
2,620 % |
4,452 % |
5,619 % |
|
40 |
1,392 % |
3,005 % |
3,371 % |
2,646 % |
4,451 % |
5,590 % |
|
41 |
1,427 % |
3,023 % |
3,386 % |
2,672 % |
4,449 % |
5,563 % |
|
42 |
1,461 % |
3,040 % |
3,400 % |
2,697 % |
4,448 % |
5,536 % |
|
43 |
1,494 % |
3,058 % |
3,414 % |
2,722 % |
4,447 % |
5,510 % |
|
44 |
1,526 % |
3,075 % |
3,428 % |
2,747 % |
4,445 % |
5,485 % |
|
45 |
1,556 % |
3,092 % |
3,441 % |
2,771 % |
4,444 % |
5,461 % |
|
46 |
1,586 % |
3,109 % |
3,453 % |
2,794 % |
4,443 % |
5,438 % |
|
47 |
1,615 % |
3,126 % |
3,465 % |
2,817 % |
4,441 % |
5,416 % |
|
48 |
1,643 % |
3,142 % |
3,476 % |
2,840 % |
4,440 % |
5,395 % |
|
49 |
1,670 % |
3,158 % |
3,487 % |
2,862 % |
4,439 % |
5,374 % |
|
50 |
1,696 % |
3,173 % |
3,498 % |
2,883 % |
4,437 % |
5,355 % |
|
51 |
1,721 % |
3,188 % |
3,508 % |
2,904 % |
4,436 % |
5,335 % |
|
52 |
1,745 % |
3,203 % |
3,518 % |
2,924 % |
4,435 % |
5,317 % |
|
53 |
1,769 % |
3,218 % |
3,528 % |
2,943 % |
4,434 % |
5,299 % |
|
54 |
1,792 % |
3,232 % |
3,537 % |
2,963 % |
4,432 % |
5,282 % |
|
55 |
1,814 % |
3,245 % |
3,546 % |
2,981 % |
4,431 % |
5,265 % |
|
56 |
1,835 % |
3,259 % |
3,555 % |
2,999 % |
4,430 % |
5,249 % |
|
57 |
1,856 % |
3,272 % |
3,563 % |
3,016 % |
4,429 % |
5,234 % |
|
58 |
1,876 % |
3,284 % |
3,572 % |
3,033 % |
4,428 % |
5,218 % |
|
59 |
1,895 % |
3,296 % |
3,579 % |
3,050 % |
4,427 % |
5,204 % |
|
60 |
1,914 % |
3,308 % |
3,587 % |
3,066 % |
4,425 % |
5,190 % |
|
61 |
1,932 % |
3,320 % |
3,594 % |
3,081 % |
4,424 % |
5,176 % |
|
62 |
1,950 % |
3,331 % |
3,602 % |
3,096 % |
4,423 % |
5,163 % |
|
63 |
1,967 % |
3,342 % |
3,609 % |
3,111 % |
4,422 % |
5,150 % |
|
64 |
1,984 % |
3,353 % |
3,615 % |
3,125 % |
4,421 % |
5,138 % |
|
65 |
2,000 % |
3,363 % |
3,622 % |
3,139 % |
4,420 % |
5,126 % |
|
66 |
2,016 % |
3,373 % |
3,628 % |
3,153 % |
4,419 % |
5,114 % |
|
67 |
2,031 % |
3,383 % |
3,635 % |
3,166 % |
4,418 % |
5,103 % |
|
68 |
2,046 % |
3,393 % |
3,641 % |
3,179 % |
4,417 % |
5,091 % |
|
69 |
2,060 % |
3,402 % |
3,646 % |
3,191 % |
4,417 % |
5,081 % |
|
70 |
2,074 % |
3,411 % |
3,652 % |
3,203 % |
4,416 % |
5,070 % |
|
71 |
2,088 % |
3,420 % |
3,658 % |
3,215 % |
4,415 % |
5,060 % |
|
72 |
2,101 % |
3,429 % |
3,663 % |
3,226 % |
4,414 % |
5,050 % |
|
73 |
2,114 % |
3,437 % |
3,668 % |
3,237 % |
4,413 % |
5,041 % |
|
74 |
2,126 % |
3,445 % |
3,673 % |
3,248 % |
4,412 % |
5,031 % |
|
75 |
2,138 % |
3,453 % |
3,678 % |
3,259 % |
4,412 % |
5,022 % |
|
76 |
2,150 % |
3,461 % |
3,683 % |
3,269 % |
4,411 % |
5,013 % |
|
77 |
2,162 % |
3,468 % |
3,688 % |
3,279 % |
4,410 % |
5,005 % |
|
78 |
2,173 % |
3,476 % |
3,693 % |
3,289 % |
4,409 % |
4,996 % |
|
79 |
2,184 % |
3,483 % |
3,697 % |
3,298 % |
4,409 % |
4,988 % |
|
80 |
2,195 % |
3,490 % |
3,701 % |
3,308 % |
4,408 % |
4,980 % |
|
81 |
2,206 % |
3,497 % |
3,706 % |
3,317 % |
4,407 % |
4,972 % |
|
82 |
2,216 % |
3,504 % |
3,710 % |
3,326 % |
4,407 % |
4,965 % |
|
83 |
2,226 % |
3,510 % |
3,714 % |
3,334 % |
4,406 % |
4,957 % |
|
84 |
2,236 % |
3,517 % |
3,718 % |
3,343 % |
4,405 % |
4,950 % |
|
85 |
2,245 % |
3,523 % |
3,722 % |
3,351 % |
4,405 % |
4,943 % |
|
86 |
2,254 % |
3,529 % |
3,726 % |
3,359 % |
4,404 % |
4,936 % |
|
87 |
2,264 % |
3,535 % |
3,729 % |
3,367 % |
4,403 % |
4,929 % |
|
88 |
2,272 % |
3,541 % |
3,733 % |
3,375 % |
4,403 % |
4,923 % |
|
89 |
2,281 % |
3,546 % |
3,736 % |
3,382 % |
4,402 % |
4,916 % |
|
90 |
2,290 % |
3,552 % |
3,740 % |
3,390 % |
4,402 % |
4,910 % |
|
91 |
2,298 % |
3,557 % |
3,743 % |
3,397 % |
4,401 % |
4,904 % |
|
92 |
2,306 % |
3,563 % |
3,747 % |
3,404 % |
4,401 % |
4,898 % |
|
93 |
2,314 % |
3,568 % |
3,750 % |
3,411 % |
4,400 % |
4,892 % |
|
94 |
2,322 % |
3,573 % |
3,753 % |
3,418 % |
4,399 % |
4,886 % |
|
95 |
2,329 % |
3,578 % |
3,756 % |
3,424 % |
4,399 % |
4,881 % |
|
96 |
2,337 % |
3,583 % |
3,759 % |
3,431 % |
4,398 % |
4,875 % |
|
97 |
2,344 % |
3,588 % |
3,762 % |
3,437 % |
4,398 % |
4,870 % |
|
98 |
2,351 % |
3,592 % |
3,765 % |
3,443 % |
4,397 % |
4,864 % |
|
99 |
2,358 % |
3,597 % |
3,768 % |
3,450 % |
4,397 % |
4,859 % |
|
100 |
2,365 % |
3,602 % |
3,771 % |
3,456 % |
4,397 % |
4,854 % |
|
101 |
2,372 % |
3,606 % |
3,774 % |
3,461 % |
4,396 % |
4,849 % |
|
102 |
2,379 % |
3,610 % |
3,776 % |
3,467 % |
4,396 % |
4,844 % |
|
103 |
2,385 % |
3,615 % |
3,779 % |
3,473 % |
4,395 % |
4,839 % |
|
104 |
2,392 % |
3,619 % |
3,782 % |
3,478 % |
4,395 % |
4,835 % |
|
105 |
2,398 % |
3,623 % |
3,784 % |
3,484 % |
4,394 % |
4,830 % |
|
106 |
2,404 % |
3,627 % |
3,787 % |
3,489 % |
4,394 % |
4,825 % |
|
107 |
2,410 % |
3,631 % |
3,789 % |
3,494 % |
4,394 % |
4,821 % |
|
108 |
2,416 % |
3,635 % |
3,791 % |
3,499 % |
4,393 % |
4,817 % |
|
109 |
2,422 % |
3,638 % |
3,794 % |
3,505 % |
4,393 % |
4,812 % |
|
110 |
2,427 % |
3,642 % |
3,796 % |
3,509 % |
4,392 % |
4,808 % |
|
111 |
2,433 % |
3,646 % |
3,798 % |
3,514 % |
4,392 % |
4,804 % |
|
112 |
2,439 % |
3,649 % |
3,801 % |
3,519 % |
4,392 % |
4,800 % |
|
113 |
2,444 % |
3,653 % |
3,803 % |
3,524 % |
4,391 % |
4,796 % |
|
114 |
2,449 % |
3,657 % |
3,805 % |
3,528 % |
4,391 % |
4,792 % |
|
115 |
2,454 % |
3,660 % |
3,807 % |
3,533 % |
4,391 % |
4,788 % |
|
116 |
2,460 % |
3,663 % |
3,809 % |
3,537 % |
4,390 % |
4,784 % |
|
117 |
2,465 % |
3,667 % |
3,811 % |
3,542 % |
4,390 % |
4,781 % |
|
118 |
2,470 % |
3,670 % |
3,813 % |
3,546 % |
4,389 % |
4,777 % |
|
119 |
2,474 % |
3,673 % |
3,815 % |
3,550 % |
4,389 % |
4,773 % |
|
120 |
2,479 % |
3,676 % |
3,817 % |
3,554 % |
4,389 % |
4,770 % |
|
121 |
2,484 % |
3,679 % |
3,819 % |
3,558 % |
4,389 % |
4,766 % |
|
122 |
2,488 % |
3,682 % |
3,821 % |
3,562 % |
4,388 % |
4,763 % |
|
123 |
2,493 % |
3,685 % |
3,823 % |
3,566 % |
4,388 % |
4,760 % |
|
124 |
2,498 % |
3,688 % |
3,825 % |
3,570 % |
4,388 % |
4,756 % |
|
125 |
2,502 % |
3,691 % |
3,827 % |
3,574 % |
4,387 % |
4,753 % |
|
126 |
2,506 % |
3,694 % |
3,828 % |
3,578 % |
4,387 % |
4,750 % |
|
127 |
2,511 % |
3,697 % |
3,830 % |
3,582 % |
4,387 % |
4,747 % |
|
128 |
2,515 % |
3,699 % |
3,832 % |
3,585 % |
4,386 % |
4,744 % |
|
129 |
2,519 % |
3,702 % |
3,834 % |
3,589 % |
4,386 % |
4,740 % |
|
130 |
2,523 % |
3,705 % |
3,835 % |
3,592 % |
4,386 % |
4,737 % |
|
131 |
2,527 % |
3,707 % |
3,837 % |
3,596 % |
4,386 % |
4,734 % |
|
132 |
2,531 % |
3,710 % |
3,838 % |
3,599 % |
4,385 % |
4,732 % |
|
133 |
2,535 % |
3,713 % |
3,840 % |
3,603 % |
4,385 % |
4,729 % |
|
134 |
2,539 % |
3,715 % |
3,842 % |
3,606 % |
4,385 % |
4,726 % |
|
135 |
2,542 % |
3,718 % |
3,843 % |
3,609 % |
4,385 % |
4,723 % |
|
136 |
2,546 % |
3,720 % |
3,845 % |
3,613 % |
4,384 % |
4,720 % |
|
137 |
2,550 % |
3,722 % |
3,846 % |
3,616 % |
4,384 % |
4,718 % |
|
138 |
2,553 % |
3,725 % |
3,848 % |
3,619 % |
4,384 % |
4,715 % |
|
139 |
2,557 % |
3,727 % |
3,849 % |
3,622 % |
4,384 % |
4,712 % |
|
140 |
2,561 % |
3,729 % |
3,851 % |
3,625 % |
4,383 % |
4,710 % |
|
141 |
2,564 % |
3,732 % |
3,852 % |
3,628 % |
4,383 % |
4,707 % |
|
142 |
2,567 % |
3,734 % |
3,853 % |
3,631 % |
4,383 % |
4,705 % |
|
143 |
2,571 % |
3,736 % |
3,855 % |
3,634 % |
4,383 % |
4,702 % |
|
144 |
2,574 % |
3,738 % |
3,856 % |
3,637 % |
4,382 % |
4,700 % |
|
145 |
2,577 % |
3,741 % |
3,857 % |
3,640 % |
4,382 % |
4,697 % |
|
146 |
2,581 % |
3,743 % |
3,859 % |
3,642 % |
4,382 % |
4,695 % |
|
147 |
2,584 % |
3,745 % |
3,860 % |
3,645 % |
4,382 % |
4,693 % |
|
148 |
2,587 % |
3,747 % |
3,861 % |
3,648 % |
4,381 % |
4,690 % |
|
149 |
2,590 % |
3,749 % |
3,863 % |
3,651 % |
4,381 % |
4,688 % |
|
150 |
2,593 % |
3,751 % |
3,864 % |
3,653 % |
4,381 % |
4,686 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,701 % |
6,558 % |
7,822 % |
0,296 % |
1,978 % |
6,674 % |
|
2 |
2,060 % |
6,744 % |
7,533 % |
0,397 % |
2,126 % |
6,684 % |
|
3 |
2,243 % |
6,947 % |
7,359 % |
0,483 % |
2,278 % |
6,800 % |
|
4 |
2,339 % |
7,126 % |
7,329 % |
0,559 % |
2,416 % |
6,938 % |
|
5 |
2,412 % |
7,273 % |
7,339 % |
0,629 % |
2,548 % |
7,080 % |
|
6 |
2,462 % |
7,394 % |
7,398 % |
0,707 % |
2,668 % |
7,227 % |
|
7 |
2,496 % |
7,480 % |
7,481 % |
0,763 % |
2,778 % |
7,365 % |
|
8 |
2,523 % |
7,554 % |
7,565 % |
0,833 % |
2,874 % |
7,487 % |
|
9 |
2,553 % |
7,607 % |
7,646 % |
0,900 % |
2,957 % |
7,600 % |
|
10 |
2,594 % |
7,640 % |
7,719 % |
0,950 % |
3,030 % |
7,702 % |
|
11 |
2,647 % |
7,649 % |
7,785 % |
1,014 % |
3,101 % |
7,802 % |
|
12 |
2,697 % |
7,638 % |
7,844 % |
1,090 % |
3,167 % |
7,898 % |
|
13 |
2,733 % |
7,614 % |
7,896 % |
1,173 % |
3,222 % |
7,986 % |
|
14 |
2,762 % |
7,581 % |
7,944 % |
1,260 % |
3,269 % |
8,060 % |
|
15 |
2,788 % |
7,540 % |
7,988 % |
1,348 % |
3,310 % |
8,112 % |
|
16 |
2,816 % |
7,495 % |
8,028 % |
1,435 % |
3,345 % |
8,137 % |
|
17 |
2,846 % |
7,447 % |
8,061 % |
1,520 % |
3,376 % |
8,141 % |
|
18 |
2,876 % |
7,397 % |
8,085 % |
1,603 % |
3,404 % |
8,128 % |
|
19 |
2,906 % |
7,346 % |
8,097 % |
1,683 % |
3,429 % |
8,102 % |
|
20 |
2,936 % |
7,295 % |
8,094 % |
1,759 % |
3,453 % |
8,066 % |
|
21 |
2,966 % |
7,244 % |
8,077 % |
1,833 % |
3,474 % |
8,023 % |
|
22 |
2,995 % |
7,193 % |
8,047 % |
1,904 % |
3,494 % |
7,974 % |
|
23 |
3,023 % |
7,144 % |
8,007 % |
1,971 % |
3,513 % |
7,922 % |
|
24 |
3,051 % |
7,095 % |
7,961 % |
2,035 % |
3,530 % |
7,867 % |
|
25 |
3,078 % |
7,048 % |
7,909 % |
2,097 % |
3,547 % |
7,811 % |
|
26 |
3,104 % |
7,002 % |
7,853 % |
2,155 % |
3,562 % |
7,754 % |
|
27 |
3,129 % |
6,958 % |
7,795 % |
2,211 % |
3,576 % |
7,696 % |
|
28 |
3,153 % |
6,915 % |
7,735 % |
2,264 % |
3,590 % |
7,640 % |
|
29 |
3,176 % |
6,873 % |
7,675 % |
2,315 % |
3,603 % |
7,584 % |
|
30 |
3,199 % |
6,833 % |
7,614 % |
2,364 % |
3,615 % |
7,529 % |
|
31 |
3,220 % |
6,795 % |
7,554 % |
2,410 % |
3,627 % |
7,475 % |
|
32 |
3,241 % |
6,758 % |
7,495 % |
2,454 % |
3,638 % |
7,422 % |
|
33 |
3,261 % |
6,722 % |
7,437 % |
2,496 % |
3,648 % |
7,371 % |
|
34 |
3,280 % |
6,688 % |
7,380 % |
2,536 % |
3,658 % |
7,322 % |
|
35 |
3,298 % |
6,655 % |
7,325 % |
2,575 % |
3,668 % |
7,274 % |
|
36 |
3,316 % |
6,623 % |
7,271 % |
2,612 % |
3,677 % |
7,228 % |
|
37 |
3,333 % |
6,593 % |
7,219 % |
2,647 % |
3,686 % |
7,183 % |
|
38 |
3,350 % |
6,563 % |
7,169 % |
2,681 % |
3,694 % |
7,140 % |
|
39 |
3,365 % |
6,535 % |
7,120 % |
2,713 % |
3,702 % |
7,099 % |
|
40 |
3,381 % |
6,508 % |
7,073 % |
2,744 % |
3,710 % |
7,059 % |
|
41 |
3,395 % |
6,482 % |
7,027 % |
2,773 % |
3,717 % |
7,020 % |
|
42 |
3,409 % |
6,457 % |
6,983 % |
2,802 % |
3,724 % |
6,983 % |
|
43 |
3,423 % |
6,433 % |
6,941 % |
2,829 % |
3,731 % |
6,948 % |
|
44 |
3,436 % |
6,410 % |
6,901 % |
2,855 % |
3,738 % |
6,913 % |
|
45 |
3,448 % |
6,387 % |
6,861 % |
2,881 % |
3,744 % |
6,880 % |
|
46 |
3,461 % |
6,366 % |
6,823 % |
2,905 % |
3,750 % |
6,848 % |
|
47 |
3,472 % |
6,345 % |
6,787 % |
2,928 % |
3,756 % |
6,817 % |
|
48 |
3,484 % |
6,325 % |
6,752 % |
2,951 % |
3,761 % |
6,788 % |
|
49 |
3,494 % |
6,306 % |
6,718 % |
2,972 % |
3,767 % |
6,759 % |
|
50 |
3,505 % |
6,288 % |
6,685 % |
2,993 % |
3,772 % |
6,732 % |
|
51 |
3,515 % |
6,270 % |
6,654 % |
3,013 % |
3,777 % |
6,705 % |
|
52 |
3,525 % |
6,253 % |
6,624 % |
3,032 % |
3,782 % |
6,680 % |
|
53 |
3,534 % |
6,236 % |
6,594 % |
3,051 % |
3,787 % |
6,655 % |
|
54 |
3,544 % |
6,220 % |
6,566 % |
3,069 % |
3,791 % |
6,631 % |
|
55 |
3,552 % |
6,204 % |
6,539 % |
3,087 % |
3,796 % |
6,608 % |
|
56 |
3,561 % |
6,189 % |
6,512 % |
3,103 % |
3,800 % |
6,586 % |
|
57 |
3,569 % |
6,175 % |
6,487 % |
3,120 % |
3,804 % |
6,564 % |
|
58 |
3,577 % |
6,161 % |
6,462 % |
3,135 % |
3,808 % |
6,544 % |
|
59 |
3,585 % |
6,147 % |
6,438 % |
3,151 % |
3,812 % |
6,523 % |
|
60 |
3,593 % |
6,134 % |
6,415 % |
3,165 % |
3,816 % |
6,504 % |
|
61 |
3,600 % |
6,121 % |
6,393 % |
3,180 % |
3,820 % |
6,485 % |
|
62 |
3,607 % |
6,109 % |
6,371 % |
3,194 % |
3,823 % |
6,467 % |
|
63 |
3,614 % |
6,097 % |
6,350 % |
3,207 % |
3,827 % |
6,449 % |
|
64 |
3,621 % |
6,085 % |
6,330 % |
3,220 % |
3,830 % |
6,432 % |
|
65 |
3,627 % |
6,074 % |
6,310 % |
3,233 % |
3,833 % |
6,415 % |
|
66 |
3,633 % |
6,063 % |
6,291 % |
3,245 % |
3,836 % |
6,399 % |
|
67 |
3,640 % |
6,053 % |
6,272 % |
3,257 % |
3,839 % |
6,384 % |
|
68 |
3,646 % |
6,042 % |
6,254 % |
3,268 % |
3,842 % |
6,368 % |
|
69 |
3,651 % |
6,032 % |
6,237 % |
3,280 % |
3,845 % |
6,354 % |
|
70 |
3,657 % |
6,023 % |
6,220 % |
3,290 % |
3,848 % |
6,339 % |
|
71 |
3,662 % |
6,013 % |
6,203 % |
3,301 % |
3,851 % |
6,325 % |
|
72 |
3,668 % |
6,004 % |
6,187 % |
3,311 % |
3,854 % |
6,312 % |
|
73 |
3,673 % |
5,995 % |
6,172 % |
3,321 % |
3,856 % |
6,298 % |
|
74 |
3,678 % |
5,986 % |
6,156 % |
3,331 % |
3,859 % |
6,286 % |
|
75 |
3,683 % |
5,978 % |
6,141 % |
3,341 % |
3,861 % |
6,273 % |
|
76 |
3,688 % |
5,970 % |
6,127 % |
3,350 % |
3,864 % |
6,261 % |
|
77 |
3,692 % |
5,962 % |
6,113 % |
3,359 % |
3,866 % |
6,249 % |
|
78 |
3,697 % |
5,954 % |
6,099 % |
3,368 % |
3,868 % |
6,238 % |
|
79 |
3,701 % |
5,946 % |
6,086 % |
3,376 % |
3,871 % |
6,226 % |
|
80 |
3,706 % |
5,939 % |
6,073 % |
3,385 % |
3,873 % |
6,215 % |
|
81 |
3,710 % |
5,931 % |
6,060 % |
3,393 % |
3,875 % |
6,205 % |
|
82 |
3,714 % |
5,924 % |
6,048 % |
3,401 % |
3,877 % |
6,194 % |
|
83 |
3,718 % |
5,917 % |
6,036 % |
3,409 % |
3,879 % |
6,184 % |
|
84 |
3,722 % |
5,911 % |
6,024 % |
3,416 % |
3,881 % |
6,174 % |
|
85 |
3,726 % |
5,904 % |
6,013 % |
3,424 % |
3,883 % |
6,164 % |
|
86 |
3,730 % |
5,897 % |
6,001 % |
3,431 % |
3,885 % |
6,155 % |
|
87 |
3,733 % |
5,891 % |
5,990 % |
3,438 % |
3,887 % |
6,145 % |
|
88 |
3,737 % |
5,885 % |
5,980 % |
3,445 % |
3,889 % |
6,136 % |
|
89 |
3,740 % |
5,879 % |
5,969 % |
3,452 % |
3,891 % |
6,127 % |
|
90 |
3,744 % |
5,873 % |
5,959 % |
3,458 % |
3,892 % |
6,119 % |
|
91 |
3,747 % |
5,867 % |
5,949 % |
3,465 % |
3,894 % |
6,110 % |
|
92 |
3,750 % |
5,862 % |
5,939 % |
3,471 % |
3,896 % |
6,102 % |
|
93 |
3,754 % |
5,856 % |
5,929 % |
3,477 % |
3,897 % |
6,094 % |
|
94 |
3,757 % |
5,851 % |
5,920 % |
3,483 % |
3,899 % |
6,086 % |
|
95 |
3,760 % |
5,846 % |
5,911 % |
3,489 % |
3,901 % |
6,078 % |
|
96 |
3,763 % |
5,840 % |
5,902 % |
3,495 % |
3,902 % |
6,071 % |
|
97 |
3,766 % |
5,835 % |
5,893 % |
3,501 % |
3,904 % |
6,063 % |
|
98 |
3,769 % |
5,830 % |
5,884 % |
3,507 % |
3,905 % |
6,056 % |
|
99 |
3,772 % |
5,825 % |
5,876 % |
3,512 % |
3,907 % |
6,049 % |
|
100 |
3,774 % |
5,821 % |
5,868 % |
3,517 % |
3,908 % |
6,042 % |
|
101 |
3,777 % |
5,816 % |
5,860 % |
3,523 % |
3,909 % |
6,035 % |
|
102 |
3,780 % |
5,811 % |
5,852 % |
3,528 % |
3,911 % |
6,028 % |
|
103 |
3,782 % |
5,807 % |
5,844 % |
3,533 % |
3,912 % |
6,021 % |
|
104 |
3,785 % |
5,803 % |
5,836 % |
3,538 % |
3,913 % |
6,015 % |
|
105 |
3,787 % |
5,798 % |
5,829 % |
3,543 % |
3,915 % |
6,009 % |
|
106 |
3,790 % |
5,794 % |
5,821 % |
3,547 % |
3,916 % |
6,002 % |
|
107 |
3,792 % |
5,790 % |
5,814 % |
3,552 % |
3,917 % |
5,996 % |
|
108 |
3,795 % |
5,786 % |
5,807 % |
3,557 % |
3,918 % |
5,990 % |
|
109 |
3,797 % |
5,782 % |
5,800 % |
3,561 % |
3,920 % |
5,984 % |
|
110 |
3,799 % |
5,778 % |
5,793 % |
3,566 % |
3,921 % |
5,979 % |
|
111 |
3,802 % |
5,774 % |
5,786 % |
3,570 % |
3,922 % |
5,973 % |
|
112 |
3,804 % |
5,770 % |
5,780 % |
3,574 % |
3,923 % |
5,967 % |
|
113 |
3,806 % |
5,766 % |
5,773 % |
3,579 % |
3,924 % |
5,962 % |
|
114 |
3,808 % |
5,763 % |
5,767 % |
3,583 % |
3,925 % |
5,956 % |
|
115 |
3,810 % |
5,759 % |
5,761 % |
3,587 % |
3,926 % |
5,951 % |
|
116 |
3,812 % |
5,756 % |
5,754 % |
3,591 % |
3,928 % |
5,946 % |
|
117 |
3,814 % |
5,752 % |
5,748 % |
3,595 % |
3,929 % |
5,941 % |
|
118 |
3,816 % |
5,749 % |
5,743 % |
3,598 % |
3,930 % |
5,936 % |
|
119 |
3,818 % |
5,745 % |
5,737 % |
3,602 % |
3,931 % |
5,931 % |
|
120 |
3,820 % |
5,742 % |
5,731 % |
3,606 % |
3,932 % |
5,926 % |
|
121 |
3,822 % |
5,739 % |
5,725 % |
3,610 % |
3,933 % |
5,921 % |
|
122 |
3,824 % |
5,736 % |
5,720 % |
3,613 % |
3,934 % |
5,917 % |
|
123 |
3,826 % |
5,733 % |
5,714 % |
3,617 % |
3,934 % |
5,912 % |
|
124 |
3,828 % |
5,729 % |
5,709 % |
3,620 % |
3,935 % |
5,907 % |
|
125 |
3,829 % |
5,726 % |
5,704 % |
3,624 % |
3,936 % |
5,903 % |
|
126 |
3,831 % |
5,723 % |
5,698 % |
3,627 % |
3,937 % |
5,899 % |
|
127 |
3,833 % |
5,720 % |
5,693 % |
3,630 % |
3,938 % |
5,894 % |
|
128 |
3,835 % |
5,718 % |
5,688 % |
3,634 % |
3,939 % |
5,890 % |
|
129 |
3,836 % |
5,715 % |
5,683 % |
3,637 % |
3,940 % |
5,886 % |
|
130 |
3,838 % |
5,712 % |
5,678 % |
3,640 % |
3,941 % |
5,882 % |
|
131 |
3,839 % |
5,709 % |
5,674 % |
3,643 % |
3,942 % |
5,878 % |
|
132 |
3,841 % |
5,706 % |
5,669 % |
3,646 % |
3,942 % |
5,874 % |
|
133 |
3,843 % |
5,704 % |
5,664 % |
3,649 % |
3,943 % |
5,870 % |
|
134 |
3,844 % |
5,701 % |
5,660 % |
3,652 % |
3,944 % |
5,866 % |
|
135 |
3,846 % |
5,698 % |
5,655 % |
3,655 % |
3,945 % |
5,862 % |
|
136 |
3,847 % |
5,696 % |
5,651 % |
3,658 % |
3,946 % |
5,858 % |
|
137 |
3,849 % |
5,693 % |
5,646 % |
3,661 % |
3,946 % |
5,854 % |
|
138 |
3,850 % |
5,691 % |
5,642 % |
3,664 % |
3,947 % |
5,851 % |
|
139 |
3,852 % |
5,688 % |
5,638 % |
3,667 % |
3,948 % |
5,847 % |
|
140 |
3,853 % |
5,686 % |
5,633 % |
3,669 % |
3,948 % |
5,844 % |
|
141 |
3,854 % |
5,684 % |
5,629 % |
3,672 % |
3,949 % |
5,840 % |
|
142 |
3,856 % |
5,681 % |
5,625 % |
3,675 % |
3,950 % |
5,837 % |
|
143 |
3,857 % |
5,679 % |
5,621 % |
3,677 % |
3,951 % |
5,833 % |
|
144 |
3,858 % |
5,677 % |
5,617 % |
3,680 % |
3,951 % |
5,830 % |
|
145 |
3,860 % |
5,674 % |
5,613 % |
3,682 % |
3,952 % |
5,827 % |
|
146 |
3,861 % |
5,672 % |
5,609 % |
3,685 % |
3,953 % |
5,823 % |
|
147 |
3,862 % |
5,670 % |
5,606 % |
3,687 % |
3,953 % |
5,820 % |
|
148 |
3,864 % |
5,668 % |
5,602 % |
3,690 % |
3,954 % |
5,817 % |
|
149 |
3,865 % |
5,666 % |
5,598 % |
3,692 % |
3,955 % |
5,814 % |
|
150 |
3,866 % |
5,664 % |
5,594 % |
3,695 % |
3,955 % |
5,811 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
6,112 % |
3,265 % |
3,557 % |
6,720 % |
1,584 % |
1,742 % |
|
2 |
6,987 % |
3,379 % |
3,577 % |
6,534 % |
1,777 % |
1,918 % |
|
3 |
7,760 % |
3,469 % |
3,604 % |
6,589 % |
1,904 % |
2,019 % |
|
4 |
8,343 % |
3,551 % |
3,636 % |
6,722 % |
2,007 % |
2,081 % |
|
5 |
8,735 % |
3,632 % |
3,666 % |
6,840 % |
2,087 % |
2,122 % |
|
6 |
9,009 % |
3,664 % |
3,724 % |
6,926 % |
2,167 % |
2,151 % |
|
7 |
9,199 % |
3,683 % |
3,787 % |
6,983 % |
2,243 % |
2,171 % |
|
8 |
9,336 % |
3,714 % |
3,837 % |
7,026 % |
2,308 % |
2,188 % |
|
9 |
9,442 % |
3,750 % |
3,881 % |
7,053 % |
2,366 % |
2,205 % |
|
10 |
9,528 % |
3,786 % |
3,926 % |
7,059 % |
2,419 % |
2,228 % |
|
11 |
9,568 % |
3,817 % |
3,973 % |
7,044 % |
2,470 % |
2,255 % |
|
12 |
9,568 % |
3,845 % |
4,023 % |
7,013 % |
2,520 % |
2,278 % |
|
13 |
9,539 % |
3,869 % |
4,073 % |
6,970 % |
2,570 % |
2,291 % |
|
14 |
9,488 % |
3,890 % |
4,124 % |
6,919 % |
2,616 % |
2,297 % |
|
15 |
9,422 % |
3,909 % |
4,176 % |
6,863 % |
2,657 % |
2,298 % |
|
16 |
9,344 % |
3,927 % |
4,230 % |
6,804 % |
2,690 % |
2,297 % |
|
17 |
9,259 % |
3,943 % |
4,283 % |
6,742 % |
2,718 % |
2,297 % |
|
18 |
9,168 % |
3,958 % |
4,332 % |
6,680 % |
2,744 % |
2,301 % |
|
19 |
9,074 % |
3,971 % |
4,375 % |
6,618 % |
2,769 % |
2,309 % |
|
20 |
8,978 % |
3,984 % |
4,411 % |
6,555 % |
2,794 % |
2,323 % |
|
21 |
8,882 % |
3,996 % |
4,439 % |
6,494 % |
2,820 % |
2,344 % |
|
22 |
8,786 % |
4,007 % |
4,460 % |
6,434 % |
2,848 % |
2,371 % |
|
23 |
8,692 % |
4,017 % |
4,475 % |
6,376 % |
2,876 % |
2,401 % |
|
24 |
8,599 % |
4,027 % |
4,486 % |
6,319 % |
2,903 % |
2,433 % |
|
25 |
8,509 % |
4,036 % |
4,493 % |
6,264 % |
2,931 % |
2,467 % |
|
26 |
8,421 % |
4,045 % |
4,497 % |
6,211 % |
2,959 % |
2,502 % |
|
27 |
8,336 % |
4,053 % |
4,499 % |
6,159 % |
2,986 % |
2,537 % |
|
28 |
8,253 % |
4,061 % |
4,498 % |
6,110 % |
3,012 % |
2,572 % |
|
29 |
8,173 % |
4,069 % |
4,496 % |
6,062 % |
3,038 % |
2,607 % |
|
30 |
8,097 % |
4,076 % |
4,493 % |
6,016 % |
3,062 % |
2,641 % |
|
31 |
8,023 % |
4,083 % |
4,489 % |
5,972 % |
3,087 % |
2,675 % |
|
32 |
7,952 % |
4,089 % |
4,484 % |
5,930 % |
3,110 % |
2,707 % |
|
33 |
7,884 % |
4,095 % |
4,478 % |
5,889 % |
3,133 % |
2,739 % |
|
34 |
7,818 % |
4,101 % |
4,472 % |
5,850 % |
3,155 % |
2,770 % |
|
35 |
7,755 % |
4,107 % |
4,466 % |
5,813 % |
3,176 % |
2,800 % |
|
36 |
7,695 % |
4,112 % |
4,459 % |
5,777 % |
3,196 % |
2,829 % |
|
37 |
7,637 % |
4,118 % |
4,453 % |
5,742 % |
3,216 % |
2,858 % |
|
38 |
7,581 % |
4,123 % |
4,446 % |
5,709 % |
3,235 % |
2,885 % |
|
39 |
7,528 % |
4,127 % |
4,439 % |
5,677 % |
3,253 % |
2,911 % |
|
40 |
7,477 % |
4,132 % |
4,432 % |
5,647 % |
3,271 % |
2,936 % |
|
41 |
7,428 % |
4,137 % |
4,425 % |
5,617 % |
3,288 % |
2,961 % |
|
42 |
7,381 % |
4,141 % |
4,418 % |
5,589 % |
3,304 % |
2,984 % |
|
43 |
7,336 % |
4,145 % |
4,411 % |
5,562 % |
3,320 % |
3,007 % |
|
44 |
7,292 % |
4,149 % |
4,405 % |
5,536 % |
3,335 % |
3,029 % |
|
45 |
7,250 % |
4,153 % |
4,398 % |
5,511 % |
3,350 % |
3,050 % |
|
46 |
7,210 % |
4,157 % |
4,392 % |
5,486 % |
3,364 % |
3,070 % |
|
47 |
7,172 % |
4,160 % |
4,386 % |
5,463 % |
3,377 % |
3,090 % |
|
48 |
7,134 % |
4,164 % |
4,380 % |
5,441 % |
3,391 % |
3,109 % |
|
49 |
7,099 % |
4,167 % |
4,374 % |
5,419 % |
3,403 % |
3,127 % |
|
50 |
7,064 % |
4,170 % |
4,368 % |
5,398 % |
3,415 % |
3,145 % |
|
51 |
7,031 % |
4,173 % |
4,362 % |
5,378 % |
3,427 % |
3,162 % |
|
52 |
6,999 % |
4,177 % |
4,357 % |
5,359 % |
3,439 % |
3,178 % |
|
53 |
6,968 % |
4,180 % |
4,351 % |
5,340 % |
3,450 % |
3,194 % |
|
54 |
6,939 % |
4,182 % |
4,346 % |
5,322 % |
3,461 % |
3,210 % |
|
55 |
6,910 % |
4,185 % |
4,341 % |
5,305 % |
3,471 % |
3,224 % |
|
56 |
6,882 % |
4,188 % |
4,336 % |
5,288 % |
3,481 % |
3,239 % |
|
57 |
6,855 % |
4,190 % |
4,332 % |
5,272 % |
3,491 % |
3,253 % |
|
58 |
6,830 % |
4,193 % |
4,327 % |
5,256 % |
3,500 % |
3,266 % |
|
59 |
6,805 % |
4,195 % |
4,322 % |
5,241 % |
3,509 % |
3,279 % |
|
60 |
6,780 % |
4,198 % |
4,318 % |
5,226 % |
3,518 % |
3,292 % |
|
61 |
6,757 % |
4,200 % |
4,314 % |
5,212 % |
3,526 % |
3,304 % |
|
62 |
6,734 % |
4,202 % |
4,310 % |
5,198 % |
3,535 % |
3,316 % |
|
63 |
6,712 % |
4,205 % |
4,306 % |
5,185 % |
3,543 % |
3,327 % |
|
64 |
6,691 % |
4,207 % |
4,302 % |
5,172 % |
3,551 % |
3,339 % |
|
65 |
6,670 % |
4,209 % |
4,298 % |
5,159 % |
3,558 % |
3,349 % |
|
66 |
6,650 % |
4,211 % |
4,294 % |
5,147 % |
3,565 % |
3,360 % |
|
67 |
6,631 % |
4,213 % |
4,291 % |
5,135 % |
3,573 % |
3,370 % |
|
68 |
6,612 % |
4,215 % |
4,287 % |
5,124 % |
3,580 % |
3,380 % |
|
69 |
6,593 % |
4,217 % |
4,284 % |
5,112 % |
3,586 % |
3,390 % |
|
70 |
6,576 % |
4,218 % |
4,281 % |
5,102 % |
3,593 % |
3,399 % |
|
71 |
6,558 % |
4,220 % |
4,277 % |
5,091 % |
3,599 % |
3,408 % |
|
72 |
6,542 % |
4,222 % |
4,274 % |
5,081 % |
3,605 % |
3,417 % |
|
73 |
6,525 % |
4,224 % |
4,271 % |
5,071 % |
3,611 % |
3,426 % |
|
74 |
6,509 % |
4,225 % |
4,268 % |
5,061 % |
3,617 % |
3,434 % |
|
75 |
6,494 % |
4,227 % |
4,265 % |
5,051 % |
3,623 % |
3,442 % |
|
76 |
6,479 % |
4,228 % |
4,263 % |
5,042 % |
3,629 % |
3,450 % |
|
77 |
6,464 % |
4,230 % |
4,260 % |
5,033 % |
3,634 % |
3,458 % |
|
78 |
6,449 % |
4,231 % |
4,257 % |
5,024 % |
3,639 % |
3,465 % |
|
79 |
6,436 % |
4,233 % |
4,255 % |
5,016 % |
3,645 % |
3,473 % |
|
80 |
6,422 % |
4,234 % |
4,252 % |
5,008 % |
3,650 % |
3,480 % |
|
81 |
6,409 % |
4,236 % |
4,250 % |
4,999 % |
3,655 % |
3,487 % |
|
82 |
6,396 % |
4,237 % |
4,247 % |
4,991 % |
3,659 % |
3,494 % |
|
83 |
6,383 % |
4,238 % |
4,245 % |
4,984 % |
3,664 % |
3,500 % |
|
84 |
6,371 % |
4,240 % |
4,242 % |
4,976 % |
3,669 % |
3,507 % |
|
85 |
6,359 % |
4,241 % |
4,240 % |
4,969 % |
3,673 % |
3,513 % |
|
86 |
6,347 % |
4,242 % |
4,238 % |
4,962 % |
3,677 % |
3,519 % |
|
87 |
6,335 % |
4,243 % |
4,236 % |
4,955 % |
3,682 % |
3,526 % |
|
88 |
6,324 % |
4,245 % |
4,234 % |
4,948 % |
3,686 % |
3,532 % |
|
89 |
6,313 % |
4,246 % |
4,232 % |
4,941 % |
3,690 % |
3,537 % |
|
90 |
6,302 % |
4,247 % |
4,230 % |
4,934 % |
3,694 % |
3,543 % |
|
91 |
6,292 % |
4,248 % |
4,228 % |
4,928 % |
3,698 % |
3,549 % |
|
92 |
6,282 % |
4,249 % |
4,226 % |
4,922 % |
3,702 % |
3,554 % |
|
93 |
6,271 % |
4,250 % |
4,224 % |
4,915 % |
3,705 % |
3,559 % |
|
94 |
6,262 % |
4,251 % |
4,222 % |
4,909 % |
3,709 % |
3,565 % |
|
95 |
6,252 % |
4,252 % |
4,220 % |
4,904 % |
3,713 % |
3,570 % |
|
96 |
6,243 % |
4,253 % |
4,218 % |
4,898 % |
3,716 % |
3,575 % |
|
97 |
6,233 % |
4,254 % |
4,217 % |
4,892 % |
3,720 % |
3,579 % |
|
98 |
6,224 % |
4,255 % |
4,215 % |
4,887 % |
3,723 % |
3,584 % |
|
99 |
6,215 % |
4,256 % |
4,213 % |
4,881 % |
3,726 % |
3,589 % |
|
100 |
6,207 % |
4,257 % |
4,212 % |
4,876 % |
3,729 % |
3,594 % |
|
101 |
6,198 % |
4,258 % |
4,210 % |
4,871 % |
3,733 % |
3,598 % |
|
102 |
6,190 % |
4,259 % |
4,208 % |
4,865 % |
3,736 % |
3,603 % |
|
103 |
6,182 % |
4,260 % |
4,207 % |
4,860 % |
3,739 % |
3,607 % |
|
104 |
6,174 % |
4,261 % |
4,205 % |
4,856 % |
3,742 % |
3,611 % |
|
105 |
6,166 % |
4,262 % |
4,204 % |
4,851 % |
3,745 % |
3,615 % |
|
106 |
6,158 % |
4,262 % |
4,203 % |
4,846 % |
3,748 % |
3,619 % |
|
107 |
6,150 % |
4,263 % |
4,201 % |
4,841 % |
3,750 % |
3,623 % |
|
108 |
6,143 % |
4,264 % |
4,200 % |
4,837 % |
3,753 % |
3,627 % |
|
109 |
6,136 % |
4,265 % |
4,198 % |
4,832 % |
3,756 % |
3,631 % |
|
110 |
6,129 % |
4,266 % |
4,197 % |
4,828 % |
3,759 % |
3,635 % |
|
111 |
6,121 % |
4,266 % |
4,196 % |
4,824 % |
3,761 % |
3,639 % |
|
112 |
6,115 % |
4,267 % |
4,194 % |
4,819 % |
3,764 % |
3,642 % |
|
113 |
6,108 % |
4,268 % |
4,193 % |
4,815 % |
3,766 % |
3,646 % |
|
114 |
6,101 % |
4,268 % |
4,192 % |
4,811 % |
3,769 % |
3,650 % |
|
115 |
6,095 % |
4,269 % |
4,191 % |
4,807 % |
3,771 % |
3,653 % |
|
116 |
6,088 % |
4,270 % |
4,189 % |
4,803 % |
3,774 % |
3,656 % |
|
117 |
6,082 % |
4,271 % |
4,188 % |
4,799 % |
3,776 % |
3,660 % |
|
118 |
6,076 % |
4,271 % |
4,187 % |
4,795 % |
3,778 % |
3,663 % |
|
119 |
6,069 % |
4,272 % |
4,186 % |
4,792 % |
3,781 % |
3,666 % |
|
120 |
6,063 % |
4,273 % |
4,185 % |
4,788 % |
3,783 % |
3,669 % |
|
121 |
6,058 % |
4,273 % |
4,184 % |
4,784 % |
3,785 % |
3,673 % |
|
122 |
6,052 % |
4,274 % |
4,182 % |
4,781 % |
3,787 % |
3,676 % |
|
123 |
6,046 % |
4,274 % |
4,181 % |
4,777 % |
3,789 % |
3,679 % |
|
124 |
6,040 % |
4,275 % |
4,180 % |
4,774 % |
3,791 % |
3,682 % |
|
125 |
6,035 % |
4,276 % |
4,179 % |
4,770 % |
3,793 % |
3,685 % |
|
126 |
6,029 % |
4,276 % |
4,178 % |
4,767 % |
3,796 % |
3,688 % |
|
127 |
6,024 % |
4,277 % |
4,177 % |
4,764 % |
3,798 % |
3,690 % |
|
128 |
6,019 % |
4,277 % |
4,176 % |
4,761 % |
3,799 % |
3,693 % |
|
129 |
6,014 % |
4,278 % |
4,175 % |
4,757 % |
3,801 % |
3,696 % |
|
130 |
6,008 % |
4,278 % |
4,174 % |
4,754 % |
3,803 % |
3,699 % |
|
131 |
6,003 % |
4,279 % |
4,173 % |
4,751 % |
3,805 % |
3,701 % |
|
132 |
5,998 % |
4,280 % |
4,172 % |
4,748 % |
3,807 % |
3,704 % |
|
133 |
5,993 % |
4,280 % |
4,172 % |
4,745 % |
3,809 % |
3,707 % |
|
134 |
5,989 % |
4,281 % |
4,171 % |
4,742 % |
3,811 % |
3,709 % |
|
135 |
5,984 % |
4,281 % |
4,170 % |
4,739 % |
3,812 % |
3,712 % |
|
136 |
5,979 % |
4,282 % |
4,169 % |
4,736 % |
3,814 % |
3,714 % |
|
137 |
5,975 % |
4,282 % |
4,168 % |
4,734 % |
3,816 % |
3,717 % |
|
138 |
5,970 % |
4,283 % |
4,167 % |
4,731 % |
3,818 % |
3,719 % |
|
139 |
5,966 % |
4,283 % |
4,166 % |
4,728 % |
3,819 % |
3,721 % |
|
140 |
5,961 % |
4,284 % |
4,165 % |
4,725 % |
3,821 % |
3,724 % |
|
141 |
5,957 % |
4,284 % |
4,165 % |
4,723 % |
3,823 % |
3,726 % |
|
142 |
5,953 % |
4,284 % |
4,164 % |
4,720 % |
3,824 % |
3,728 % |
|
143 |
5,948 % |
4,285 % |
4,163 % |
4,717 % |
3,826 % |
3,731 % |
|
144 |
5,944 % |
4,285 % |
4,162 % |
4,715 % |
3,827 % |
3,733 % |
|
145 |
5,940 % |
4,286 % |
4,161 % |
4,712 % |
3,829 % |
3,735 % |
|
146 |
5,936 % |
4,286 % |
4,161 % |
4,710 % |
3,830 % |
3,737 % |
|
147 |
5,932 % |
4,287 % |
4,160 % |
4,707 % |
3,832 % |
3,739 % |
|
148 |
5,928 % |
4,287 % |
4,159 % |
4,705 % |
3,833 % |
3,741 % |
|
149 |
5,924 % |
4,288 % |
4,158 % |
4,703 % |
3,835 % |
3,743 % |
|
150 |
5,920 % |
4,288 % |
4,158 % |
4,700 % |
3,836 % |
3,745 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
15,680 % |
2,334 % |
– 0,069 % |
|
2 |
15,518 % |
2,498 % |
– 0,050 % |
|
3 |
15,039 % |
2,581 % |
– 0,034 % |
|
4 |
14,462 % |
2,612 % |
– 0,015 % |
|
5 |
13,447 % |
2,626 % |
0,008 % |
|
6 |
13,099 % |
2,639 % |
0,034 % |
|
7 |
12,961 % |
2,653 % |
0,063 % |
|
8 |
12,571 % |
2,670 % |
0,094 % |
|
9 |
12,026 % |
2,687 % |
0,127 % |
|
10 |
11,479 % |
2,702 % |
0,162 % |
|
11 |
11,008 % |
2,723 % |
0,200 % |
|
12 |
10,610 % |
2,732 % |
0,240 % |
|
13 |
10,268 % |
2,740 % |
0,279 % |
|
14 |
9,970 % |
2,751 % |
0,319 % |
|
15 |
9,708 % |
2,761 % |
0,358 % |
|
16 |
9,474 % |
2,769 % |
0,395 % |
|
17 |
9,266 % |
2,775 % |
0,431 % |
|
18 |
9,077 % |
2,779 % |
0,466 % |
|
19 |
8,906 % |
2,781 % |
0,498 % |
|
20 |
8,750 % |
2,782 % |
0,529 % |
|
21 |
8,607 % |
2,781 % |
0,558 % |
|
22 |
8,476 % |
2,778 % |
0,584 % |
|
23 |
8,354 % |
2,775 % |
0,607 % |
|
24 |
8,241 % |
2,771 % |
0,625 % |
|
25 |
8,136 % |
2,767 % |
0,640 % |
|
26 |
8,039 % |
2,762 % |
0,650 % |
|
27 |
7,948 % |
2,757 % |
0,660 % |
|
28 |
7,862 % |
2,751 % |
0,671 % |
|
29 |
7,782 % |
2,745 % |
0,687 % |
|
30 |
7,706 % |
2,739 % |
0,709 % |
|
31 |
7,635 % |
2,733 % |
0,737 % |
|
32 |
7,568 % |
2,727 % |
0,771 % |
|
33 |
7,504 % |
2,721 % |
0,808 % |
|
34 |
7,444 % |
2,714 % |
0,849 % |
|
35 |
7,387 % |
2,708 % |
0,891 % |
|
36 |
7,333 % |
2,702 % |
0,935 % |
|
37 |
7,282 % |
2,696 % |
0,979 % |
|
38 |
7,233 % |
2,690 % |
1,023 % |
|
39 |
7,186 % |
2,684 % |
1,067 % |
|
40 |
7,142 % |
2,678 % |
1,111 % |
|
41 |
7,100 % |
2,672 % |
1,154 % |
|
42 |
7,059 % |
2,666 % |
1,197 % |
|
43 |
7,020 % |
2,660 % |
1,238 % |
|
44 |
6,983 % |
2,656 % |
1,279 % |
|
45 |
6,948 % |
2,653 % |
1,319 % |
|
46 |
6,914 % |
2,652 % |
1,357 % |
|
47 |
6,881 % |
2,652 % |
1,395 % |
|
48 |
6,850 % |
2,654 % |
1,432 % |
|
49 |
6,819 % |
2,658 % |
1,467 % |
|
50 |
6,790 % |
2,665 % |
1,502 % |
|
51 |
6,763 % |
2,673 % |
1,535 % |
|
52 |
6,736 % |
2,683 % |
1,568 % |
|
53 |
6,710 % |
2,695 % |
1,599 % |
|
54 |
6,685 % |
2,707 % |
1,630 % |
|
55 |
6,661 % |
2,721 % |
1,660 % |
|
56 |
6,637 % |
2,735 % |
1,689 % |
|
57 |
6,615 % |
2,750 % |
1,716 % |
|
58 |
6,593 % |
2,765 % |
1,744 % |
|
59 |
6,572 % |
2,780 % |
1,770 % |
|
60 |
6,552 % |
2,796 % |
1,795 % |
|
61 |
6,532 % |
2,812 % |
1,820 % |
|
62 |
6,513 % |
2,827 % |
1,844 % |
|
63 |
6,495 % |
2,843 % |
1,867 % |
|
64 |
6,477 % |
2,858 % |
1,890 % |
|
65 |
6,460 % |
2,874 % |
1,912 % |
|
66 |
6,443 % |
2,889 % |
1,933 % |
|
67 |
6,427 % |
2,904 % |
1,954 % |
|
68 |
6,411 % |
2,919 % |
1,974 % |
|
69 |
6,395 % |
2,933 % |
1,994 % |
|
70 |
6,380 % |
2,948 % |
2,013 % |
|
71 |
6,366 % |
2,962 % |
2,032 % |
|
72 |
6,352 % |
2,976 % |
2,050 % |
|
73 |
6,338 % |
2,989 % |
2,067 % |
|
74 |
6,325 % |
3,003 % |
2,084 % |
|
75 |
6,312 % |
3,016 % |
2,101 % |
|
76 |
6,299 % |
3,029 % |
2,117 % |
|
77 |
6,287 % |
3,041 % |
2,133 % |
|
78 |
6,275 % |
3,054 % |
2,149 % |
|
79 |
6,263 % |
3,066 % |
2,164 % |
|
80 |
6,251 % |
3,078 % |
2,178 % |
|
81 |
6,240 % |
3,089 % |
2,193 % |
|
82 |
6,229 % |
3,100 % |
2,207 % |
|
83 |
6,219 % |
3,112 % |
2,220 % |
|
84 |
6,208 % |
3,122 % |
2,234 % |
|
85 |
6,198 % |
3,133 % |
2,247 % |
|
86 |
6,188 % |
3,143 % |
2,260 % |
|
87 |
6,179 % |
3,154 % |
2,272 % |
|
88 |
6,169 % |
3,164 % |
2,284 % |
|
89 |
6,160 % |
3,173 % |
2,296 % |
|
90 |
6,151 % |
3,183 % |
2,308 % |
|
91 |
6,142 % |
3,192 % |
2,319 % |
|
92 |
6,134 % |
3,202 % |
2,330 % |
|
93 |
6,125 % |
3,211 % |
2,341 % |
|
94 |
6,117 % |
3,219 % |
2,352 % |
|
95 |
6,109 % |
3,228 % |
2,362 % |
|
96 |
6,101 % |
3,237 % |
2,373 % |
|
97 |
6,093 % |
3,245 % |
2,383 % |
|
98 |
6,085 % |
3,253 % |
2,392 % |
|
99 |
6,078 % |
3,261 % |
2,402 % |
|
100 |
6,071 % |
3,269 % |
2,411 % |
|
101 |
6,063 % |
3,276 % |
2,421 % |
|
102 |
6,056 % |
3,284 % |
2,430 % |
|
103 |
6,050 % |
3,291 % |
2,439 % |
|
104 |
6,043 % |
3,299 % |
2,447 % |
|
105 |
6,036 % |
3,306 % |
2,456 % |
|
106 |
6,030 % |
3,313 % |
2,464 % |
|
107 |
6,023 % |
3,320 % |
2,473 % |
|
108 |
6,017 % |
3,326 % |
2,481 % |
|
109 |
6,011 % |
3,333 % |
2,489 % |
|
110 |
6,005 % |
3,339 % |
2,496 % |
|
111 |
5,999 % |
3,346 % |
2,504 % |
|
112 |
5,993 % |
3,352 % |
2,512 % |
|
113 |
5,988 % |
3,358 % |
2,519 % |
|
114 |
5,982 % |
3,364 % |
2,526 % |
|
115 |
5,976 % |
3,370 % |
2,533 % |
|
116 |
5,971 % |
3,376 % |
2,540 % |
|
117 |
5,966 % |
3,382 % |
2,547 % |
|
118 |
5,960 % |
3,387 % |
2,554 % |
|
119 |
5,955 % |
3,393 % |
2,561 % |
|
120 |
5,950 % |
3,398 % |
2,567 % |
|
121 |
5,945 % |
3,404 % |
2,574 % |
|
122 |
5,940 % |
3,409 % |
2,580 % |
|
123 |
5,936 % |
3,414 % |
2,586 % |
|
124 |
5,931 % |
3,419 % |
2,592 % |
|
125 |
5,926 % |
3,424 % |
2,598 % |
|
126 |
5,922 % |
3,429 % |
2,604 % |
|
127 |
5,917 % |
3,434 % |
2,610 % |
|
128 |
5,913 % |
3,439 % |
2,616 % |
|
129 |
5,908 % |
3,444 % |
2,622 % |
|
130 |
5,904 % |
3,448 % |
2,627 % |
|
131 |
5,900 % |
3,453 % |
2,633 % |
|
132 |
5,896 % |
3,457 % |
2,638 % |
|
133 |
5,891 % |
3,462 % |
2,644 % |
|
134 |
5,887 % |
3,466 % |
2,649 % |
|
135 |
5,883 % |
3,471 % |
2,654 % |
|
136 |
5,879 % |
3,475 % |
2,659 % |
|
137 |
5,876 % |
3,479 % |
2,664 % |
|
138 |
5,872 % |
3,483 % |
2,669 % |
|
139 |
5,868 % |
3,487 % |
2,674 % |
|
140 |
5,864 % |
3,491 % |
2,679 % |
|
141 |
5,861 % |
3,495 % |
2,683 % |
|
142 |
5,857 % |
3,499 % |
2,688 % |
|
143 |
5,853 % |
3,503 % |
2,693 % |
|
144 |
5,850 % |
3,507 % |
2,697 % |
|
145 |
5,846 % |
3,510 % |
2,702 % |
|
146 |
5,843 % |
3,514 % |
2,706 % |
|
147 |
5,840 % |
3,518 % |
2,711 % |
|
148 |
5,836 % |
3,521 % |
2,715 % |
|
149 |
5,833 % |
3,525 % |
2,719 % |
|
150 |
5,830 % |
3,528 % |
2,723 % |
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 |
33 |
5 |
0 |
27 |
1 |
|
2 |
0 |
0 |
41 |
5 |
1 |
44 |
1 |
|
3 |
0 |
1 |
46 |
5 |
3 |
50 |
0 |
|
4 |
0 |
3 |
50 |
5 |
4 |
50 |
0 |
|
5 |
1 |
4 |
54 |
5 |
6 |
54 |
0 |
|
6 |
1 |
5 |
57 |
5 |
8 |
56 |
0 |
|
7 |
2 |
6 |
60 |
5 |
10 |
57 |
0 |
|
8 |
3 |
7 |
62 |
5 |
12 |
56 |
0 |
|
9 |
3 |
8 |
64 |
5 |
13 |
53 |
0 |
|
10 |
4 |
9 |
66 |
5 |
14 |
52 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
418 |
4 |
17 |
|
2 |
0 |
0 |
0 |
0 |
256 |
4 |
24 |
|
3 |
1 |
0 |
0 |
0 |
226 |
4 |
27 |
|
4 |
3 |
0 |
0 |
0 |
196 |
4 |
28 |
|
5 |
4 |
0 |
0 |
0 |
179 |
4 |
29 |
|
6 |
5 |
0 |
0 |
0 |
175 |
4 |
30 |
|
7 |
6 |
0 |
0 |
0 |
172 |
4 |
31 |
|
8 |
7 |
0 |
1 |
0 |
177 |
2 |
32 |
|
9 |
8 |
1 |
3 |
0 |
178 |
1 |
33 |
|
10 |
9 |
1 |
3 |
0 |
181 |
4 |
33 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
17 |
0 |
4 |
|
2 |
14 |
12 |
12 |
0 |
24 |
0 |
4 |
|
3 |
18 |
15 |
16 |
0 |
27 |
0 |
4 |
|
4 |
20 |
17 |
18 |
0 |
28 |
0 |
4 |
|
5 |
22 |
19 |
20 |
0 |
29 |
0 |
4 |
|
6 |
23 |
21 |
21 |
0 |
30 |
0 |
4 |
|
7 |
25 |
22 |
23 |
0 |
31 |
0 |
4 |
|
8 |
26 |
23 |
24 |
1 |
32 |
0 |
4 |
|
9 |
28 |
24 |
25 |
2 |
33 |
0 |
4 |
|
10 |
29 |
25 |
26 |
3 |
33 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
27 |
10 |
13 |
20 |
5 |
0 |
0 |
|
2 |
44 |
18 |
17 |
23 |
12 |
0 |
0 |
|
3 |
50 |
20 |
19 |
28 |
16 |
0 |
0 |
|
4 |
50 |
22 |
21 |
32 |
18 |
0 |
0 |
|
5 |
54 |
23 |
22 |
36 |
20 |
0 |
0 |
|
6 |
56 |
25 |
24 |
39 |
21 |
0 |
0 |
|
7 |
57 |
26 |
25 |
41 |
23 |
0 |
0 |
|
8 |
56 |
28 |
26 |
42 |
24 |
0 |
0 |
|
9 |
53 |
29 |
26 |
43 |
25 |
0 |
0 |
|
10 |
52 |
27 |
27 |
42 |
26 |
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 |
18 |
|
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 |
9 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
9 |
0 |
0 |
9 |
|
3 |
1 |
30 |
0 |
9 |
0 |
0 |
10 |
|
4 |
2 |
38 |
0 |
9 |
0 |
0 |
10 |
|
5 |
2 |
40 |
0 |
9 |
0 |
0 |
10 |
|
6 |
3 |
43 |
0 |
9 |
0 |
0 |
10 |
|
7 |
3 |
45 |
0 |
9 |
0 |
0 |
10 |
|
8 |
7 |
43 |
0 |
9 |
0 |
0 |
10 |
|
9 |
5 |
40 |
0 |
9 |
1 |
0 |
10 |
|
10 |
5 |
43 |
0 |
9 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
4 |
10 |
0 |
4 |
|
2 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
6 |
14 |
0 |
4 |
|
5 |
0 |
2 |
0 |
5 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
5 |
15 |
0 |
4 |
|
7 |
0 |
8 |
0 |
7 |
16 |
0 |
4 |
|
8 |
0 |
13 |
0 |
8 |
16 |
0 |
4 |
|
9 |
0 |
19 |
0 |
8 |
16 |
0 |
4 |
|
10 |
0 |
19 |
0 |
9 |
16 |
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 |
21 |
47 |
125 |
239 |
575 |
1 181 |
|
2 |
6 |
21 |
47 |
125 |
239 |
575 |
970 |
|
3 |
7 |
23 |
47 |
117 |
235 |
571 |
804 |
|
4 |
8 |
26 |
50 |
119 |
234 |
570 |
674 |
|
5 |
10 |
28 |
55 |
122 |
234 |
570 |
572 |
|
6 |
11 |
31 |
59 |
126 |
234 |
570 |
570 |
|
7 |
12 |
33 |
61 |
129 |
234 |
570 |
570 |
|
8 |
12 |
34 |
60 |
127 |
234 |
570 |
570 |
|
9 |
12 |
35 |
60 |
126 |
234 |
570 |
570 |
|
10 |
13 |
36 |
60 |
126 |
234 |
570 |
570 |
|
11 |
13 |
37 |
60 |
126 |
234 |
570 |
570 |
|
12 |
14 |
38 |
60 |
126 |
234 |
570 |
570 |
|
13 |
14 |
38 |
60 |
126 |
234 |
570 |
570 |
|
14 |
14 |
39 |
60 |
126 |
234 |
570 |
570 |
|
15 |
14 |
39 |
60 |
126 |
234 |
570 |
570 |
|
16 |
14 |
39 |
60 |
126 |
234 |
570 |
570 |
|
17 |
14 |
38 |
60 |
126 |
234 |
570 |
570 |
|
18 |
14 |
38 |
60 |
126 |
234 |
570 |
570 |
|
19 |
14 |
39 |
60 |
126 |
234 |
570 |
570 |
|
20 |
15 |
39 |
60 |
126 |
234 |
570 |
570 |
|
21 |
15 |
39 |
60 |
126 |
234 |
570 |
570 |
|
22 |
16 |
39 |
60 |
126 |
234 |
570 |
570 |
|
23 |
17 |
39 |
60 |
126 |
234 |
570 |
570 |
|
24 |
18 |
39 |
60 |
126 |
234 |
570 |
570 |
|
25 |
18 |
39 |
60 |
126 |
234 |
570 |
570 |
|
26 |
19 |
39 |
60 |
126 |
234 |
570 |
570 |
|
27 |
20 |
39 |
60 |
126 |
234 |
570 |
570 |
|
28 |
21 |
39 |
60 |
126 |
234 |
570 |
570 |
|
29 |
21 |
39 |
60 |
126 |
234 |
570 |
570 |
|
30 |
22 |
39 |
60 |
126 |
234 |
570 |
570 |
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 |
11 |
25 |
51 |
129 |
243 |
580 |
1 205 |
|
2 |
13 |
28 |
53 |
132 |
245 |
582 |
991 |
|
3 |
14 |
30 |
55 |
124 |
242 |
578 |
822 |
|
4 |
15 |
33 |
57 |
126 |
241 |
577 |
689 |
|
5 |
17 |
35 |
62 |
129 |
241 |
577 |
584 |
|
6 |
17 |
37 |
65 |
133 |
240 |
576 |
576 |
|
7 |
18 |
39 |
66 |
135 |
239 |
576 |
576 |
|
8 |
17 |
39 |
65 |
132 |
239 |
575 |
575 |
|
9 |
17 |
39 |
65 |
131 |
238 |
575 |
575 |
|
10 |
17 |
40 |
65 |
130 |
238 |
574 |
574 |
|
11 |
17 |
41 |
64 |
130 |
238 |
574 |
574 |
|
12 |
17 |
41 |
64 |
129 |
237 |
573 |
573 |
|
13 |
17 |
41 |
63 |
129 |
236 |
573 |
573 |
|
14 |
17 |
41 |
63 |
128 |
236 |
572 |
572 |
|
15 |
16 |
40 |
62 |
128 |
235 |
572 |
572 |
|
16 |
15 |
40 |
62 |
127 |
235 |
571 |
571 |
|
17 |
15 |
39 |
61 |
127 |
235 |
571 |
571 |
|
18 |
15 |
39 |
61 |
127 |
234 |
571 |
571 |
|
19 |
15 |
39 |
61 |
127 |
235 |
571 |
571 |
|
20 |
16 |
40 |
62 |
127 |
235 |
571 |
571 |
|
21 |
16 |
40 |
62 |
128 |
235 |
572 |
572 |
|
22 |
17 |
40 |
62 |
128 |
235 |
572 |
572 |
|
23 |
18 |
41 |
62 |
128 |
236 |
572 |
572 |
|
24 |
18 |
41 |
63 |
128 |
236 |
572 |
572 |
|
25 |
19 |
41 |
63 |
128 |
236 |
572 |
572 |
|
26 |
19 |
41 |
63 |
128 |
236 |
572 |
572 |
|
27 |
20 |
41 |
63 |
128 |
236 |
572 |
572 |
|
28 |
21 |
41 |
63 |
128 |
236 |
572 |
572 |
|
29 |
21 |
41 |
63 |
128 |
236 |
572 |
572 |
|
30 |
22 |
41 |
63 |
128 |
236 |
572 |
572 |
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 |
21 |
46 |
125 |
238 |
575 |
1 181 |
|
2 |
6 |
21 |
46 |
125 |
238 |
575 |
970 |
|
3 |
7 |
23 |
47 |
117 |
235 |
571 |
804 |
|
4 |
8 |
25 |
50 |
119 |
234 |
570 |
674 |
|
5 |
9 |
28 |
55 |
122 |
233 |
570 |
572 |
|
6 |
11 |
30 |
59 |
126 |
233 |
570 |
570 |
|
7 |
12 |
33 |
61 |
129 |
233 |
570 |
570 |
|
8 |
12 |
33 |
60 |
127 |
233 |
570 |
570 |
|
9 |
12 |
34 |
60 |
126 |
233 |
570 |
570 |
|
10 |
13 |
36 |
60 |
126 |
233 |
570 |
570 |
|
11 |
13 |
37 |
60 |
126 |
233 |
570 |
570 |
|
12 |
14 |
38 |
60 |
126 |
233 |
570 |
570 |
|
13 |
14 |
38 |
60 |
126 |
233 |
570 |
570 |
|
14 |
14 |
38 |
60 |
126 |
233 |
570 |
570 |
|
15 |
14 |
38 |
60 |
126 |
233 |
570 |
570 |
|
16 |
14 |
38 |
60 |
126 |
233 |
570 |
570 |
|
17 |
14 |
38 |
60 |
126 |
233 |
570 |
570 |
|
18 |
14 |
38 |
60 |
126 |
233 |
570 |
570 |
|
19 |
14 |
38 |
60 |
126 |
233 |
570 |
570 |
|
20 |
15 |
38 |
60 |
126 |
233 |
570 |
570 |
|
21 |
15 |
38 |
60 |
126 |
233 |
570 |
570 |
|
22 |
16 |
38 |
60 |
126 |
233 |
570 |
570 |
|
23 |
17 |
38 |
60 |
126 |
233 |
570 |
570 |
|
24 |
18 |
38 |
60 |
126 |
233 |
570 |
570 |
|
25 |
18 |
38 |
60 |
126 |
233 |
570 |
570 |
|
26 |
19 |
38 |
60 |
126 |
233 |
570 |
570 |
|
27 |
20 |
38 |
60 |
126 |
233 |
570 |
570 |
|
28 |
21 |
38 |
60 |
126 |
233 |
570 |
570 |
|
29 |
21 |
38 |
60 |
126 |
233 |
570 |
570 |
|
30 |
22 |
38 |
60 |
126 |
233 |
570 |
570 |
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 |
84 |
99 |
125 |
203 |
317 |
654 |
1 188 |
|
2 |
80 |
95 |
121 |
199 |
313 |
649 |
981 |
|
3 |
84 |
100 |
124 |
194 |
312 |
648 |
813 |
|
4 |
82 |
99 |
124 |
193 |
308 |
644 |
683 |
|
5 |
81 |
100 |
127 |
193 |
305 |
641 |
641 |
|
6 |
80 |
100 |
128 |
196 |
303 |
639 |
639 |
|
7 |
79 |
100 |
127 |
196 |
300 |
637 |
637 |
|
8 |
77 |
99 |
126 |
193 |
299 |
635 |
635 |
|
9 |
76 |
99 |
124 |
190 |
298 |
634 |
634 |
|
10 |
73 |
96 |
120 |
186 |
294 |
630 |
630 |
|
11 |
71 |
94 |
118 |
183 |
291 |
627 |
627 |
|
12 |
70 |
93 |
116 |
182 |
289 |
626 |
626 |
|
13 |
69 |
93 |
115 |
181 |
289 |
625 |
625 |
|
14 |
69 |
93 |
115 |
180 |
288 |
625 |
625 |
|
15 |
68 |
93 |
115 |
180 |
288 |
624 |
624 |
|
16 |
68 |
92 |
114 |
179 |
287 |
623 |
623 |
|
17 |
67 |
91 |
113 |
179 |
286 |
623 |
623 |
|
18 |
66 |
91 |
113 |
178 |
286 |
622 |
622 |
|
19 |
66 |
90 |
112 |
177 |
285 |
621 |
621 |
|
20 |
65 |
89 |
111 |
177 |
284 |
621 |
621 |
|
21 |
64 |
88 |
110 |
176 |
284 |
620 |
620 |
|
22 |
63 |
88 |
109 |
175 |
283 |
619 |
619 |
|
23 |
62 |
87 |
109 |
174 |
282 |
618 |
618 |
|
24 |
61 |
86 |
108 |
173 |
281 |
617 |
617 |
|
25 |
60 |
85 |
106 |
172 |
280 |
616 |
616 |
|
26 |
59 |
83 |
105 |
171 |
279 |
615 |
615 |
|
27 |
58 |
82 |
104 |
170 |
277 |
614 |
614 |
|
28 |
57 |
81 |
103 |
169 |
276 |
613 |
613 |
|
29 |
56 |
80 |
102 |
168 |
275 |
612 |
612 |
|
30 |
55 |
79 |
101 |
167 |
274 |
611 |
611 |
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 |
9 |
24 |
50 |
128 |
242 |
579 |
1 180 |
|
2 |
11 |
26 |
52 |
130 |
244 |
581 |
969 |
|
3 |
14 |
30 |
54 |
124 |
242 |
578 |
804 |
|
4 |
15 |
33 |
57 |
126 |
241 |
577 |
675 |
|
5 |
17 |
36 |
63 |
129 |
241 |
577 |
577 |
|
6 |
18 |
38 |
66 |
134 |
241 |
577 |
577 |
|
7 |
19 |
40 |
68 |
136 |
241 |
577 |
577 |
|
8 |
19 |
40 |
67 |
134 |
240 |
577 |
577 |
|
9 |
18 |
41 |
66 |
132 |
240 |
576 |
576 |
|
10 |
18 |
41 |
66 |
131 |
239 |
576 |
576 |
|
11 |
18 |
42 |
65 |
131 |
239 |
575 |
575 |
|
12 |
19 |
42 |
65 |
131 |
238 |
575 |
575 |
|
13 |
19 |
43 |
65 |
130 |
238 |
574 |
574 |
|
14 |
18 |
43 |
64 |
130 |
238 |
574 |
574 |
|
15 |
18 |
42 |
64 |
130 |
237 |
574 |
574 |
|
16 |
18 |
42 |
64 |
129 |
237 |
573 |
573 |
|
17 |
17 |
42 |
64 |
129 |
237 |
573 |
573 |
|
18 |
17 |
42 |
64 |
129 |
237 |
573 |
573 |
|
19 |
17 |
42 |
64 |
129 |
237 |
573 |
573 |
|
20 |
18 |
42 |
64 |
130 |
237 |
574 |
574 |
|
21 |
18 |
42 |
64 |
130 |
238 |
574 |
574 |
|
22 |
18 |
43 |
65 |
130 |
238 |
574 |
574 |
|
23 |
19 |
43 |
65 |
130 |
238 |
574 |
574 |
|
24 |
19 |
43 |
65 |
130 |
238 |
574 |
574 |
|
25 |
19 |
43 |
65 |
130 |
238 |
574 |
574 |
|
26 |
19 |
43 |
65 |
130 |
238 |
574 |
574 |
|
27 |
20 |
43 |
65 |
130 |
238 |
574 |
574 |
|
28 |
21 |
43 |
65 |
130 |
238 |
574 |
574 |
|
29 |
21 |
43 |
65 |
130 |
238 |
574 |
574 |
|
30 |
22 |
43 |
65 |
130 |
238 |
574 |
574 |
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 |
52 |
67 |
92 |
170 |
284 |
621 |
1 189 |
|
2 |
55 |
70 |
96 |
174 |
288 |
625 |
978 |
|
3 |
61 |
77 |
101 |
171 |
289 |
625 |
812 |
|
4 |
64 |
82 |
107 |
175 |
290 |
626 |
681 |
|
5 |
67 |
85 |
112 |
179 |
291 |
627 |
627 |
|
6 |
68 |
87 |
116 |
183 |
290 |
627 |
627 |
|
7 |
68 |
89 |
117 |
185 |
290 |
626 |
626 |
|
8 |
67 |
89 |
115 |
182 |
289 |
625 |
625 |
|
9 |
66 |
88 |
114 |
180 |
287 |
624 |
624 |
|
10 |
65 |
88 |
112 |
178 |
286 |
622 |
622 |
|
11 |
64 |
87 |
111 |
176 |
284 |
620 |
620 |
|
12 |
63 |
86 |
109 |
175 |
282 |
619 |
619 |
|
13 |
61 |
85 |
108 |
173 |
281 |
617 |
617 |
|
14 |
60 |
84 |
106 |
172 |
279 |
616 |
616 |
|
15 |
59 |
83 |
105 |
170 |
278 |
615 |
615 |
|
16 |
58 |
82 |
104 |
169 |
277 |
613 |
613 |
|
17 |
57 |
81 |
103 |
168 |
276 |
613 |
613 |
|
18 |
56 |
80 |
102 |
168 |
275 |
612 |
612 |
|
19 |
55 |
79 |
101 |
167 |
275 |
611 |
611 |
|
20 |
55 |
79 |
101 |
166 |
274 |
610 |
610 |
|
21 |
54 |
78 |
100 |
166 |
273 |
610 |
610 |
|
22 |
53 |
77 |
99 |
165 |
272 |
609 |
609 |
|
23 |
52 |
77 |
98 |
164 |
272 |
608 |
608 |
|
24 |
52 |
76 |
98 |
163 |
271 |
607 |
607 |
|
25 |
51 |
75 |
97 |
162 |
270 |
606 |
606 |
|
26 |
50 |
74 |
96 |
161 |
269 |
606 |
606 |
|
27 |
49 |
73 |
95 |
161 |
268 |
605 |
605 |
|
28 |
48 |
72 |
94 |
160 |
267 |
604 |
604 |
|
29 |
47 |
71 |
93 |
159 |
267 |
603 |
603 |
|
30 |
46 |
71 |
93 |
158 |
266 |
602 |
602 |
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 |
20 |
46 |
124 |
238 |
574 |
1 180 |
|
2 |
5 |
20 |
46 |
124 |
238 |
574 |
969 |
|
3 |
6 |
22 |
47 |
116 |
234 |
570 |
803 |
|
4 |
7 |
25 |
49 |
118 |
233 |
569 |
674 |
|
5 |
9 |
27 |
55 |
121 |
233 |
569 |
572 |
|
6 |
10 |
30 |
58 |
126 |
233 |
569 |
569 |
|
7 |
11 |
32 |
60 |
128 |
233 |
569 |
569 |
|
8 |
11 |
33 |
59 |
126 |
233 |
569 |
569 |
|
9 |
11 |
34 |
59 |
125 |
233 |
569 |
569 |
|
10 |
12 |
35 |
59 |
125 |
233 |
569 |
569 |
|
11 |
12 |
36 |
60 |
125 |
233 |
569 |
569 |
|
12 |
13 |
37 |
60 |
125 |
233 |
569 |
569 |
|
13 |
13 |
37 |
60 |
125 |
233 |
569 |
569 |
|
14 |
14 |
38 |
60 |
125 |
233 |
569 |
569 |
|
15 |
13 |
38 |
60 |
125 |
233 |
569 |
569 |
|
16 |
13 |
38 |
60 |
125 |
233 |
569 |
569 |
|
17 |
13 |
38 |
60 |
125 |
233 |
569 |
569 |
|
18 |
14 |
38 |
60 |
125 |
233 |
569 |
569 |
|
19 |
14 |
38 |
60 |
125 |
233 |
569 |
569 |
|
20 |
15 |
38 |
60 |
125 |
233 |
569 |
569 |
|
21 |
15 |
38 |
60 |
125 |
233 |
569 |
569 |
|
22 |
16 |
38 |
60 |
125 |
233 |
569 |
569 |
|
23 |
17 |
38 |
60 |
125 |
233 |
569 |
569 |
|
24 |
18 |
38 |
60 |
125 |
233 |
569 |
569 |
|
25 |
18 |
38 |
60 |
125 |
233 |
569 |
569 |
|
26 |
19 |
38 |
60 |
125 |
233 |
569 |
569 |
|
27 |
20 |
38 |
60 |
125 |
233 |
569 |
569 |
|
28 |
21 |
38 |
60 |
125 |
233 |
569 |
569 |
|
29 |
21 |
38 |
60 |
125 |
233 |
569 |
569 |
|
30 |
22 |
38 |
60 |
125 |
233 |
569 |
569 |
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 |
57 |
157 |
257 |
593 |
1 204 |
|
2 |
7 |
25 |
57 |
157 |
257 |
593 |
989 |
|
3 |
8 |
27 |
56 |
141 |
253 |
589 |
820 |
|
4 |
10 |
29 |
58 |
130 |
251 |
587 |
687 |
|
5 |
11 |
31 |
59 |
117 |
250 |
586 |
586 |
|
6 |
14 |
35 |
62 |
109 |
249 |
585 |
585 |
|
7 |
15 |
37 |
63 |
101 |
247 |
584 |
584 |
|
8 |
16 |
38 |
61 |
93 |
246 |
583 |
583 |
|
9 |
19 |
45 |
64 |
88 |
245 |
582 |
582 |
|
10 |
18 |
45 |
62 |
84 |
244 |
581 |
581 |
|
11 |
17 |
44 |
60 |
83 |
244 |
580 |
580 |
|
12 |
17 |
43 |
61 |
84 |
243 |
579 |
579 |
|
13 |
17 |
44 |
61 |
84 |
242 |
578 |
578 |
|
14 |
17 |
44 |
61 |
84 |
241 |
578 |
578 |
|
15 |
17 |
44 |
61 |
84 |
240 |
577 |
577 |
|
16 |
17 |
44 |
61 |
84 |
239 |
575 |
575 |
|
17 |
17 |
44 |
61 |
84 |
238 |
575 |
575 |
|
18 |
17 |
44 |
61 |
84 |
237 |
574 |
574 |
|
19 |
17 |
44 |
61 |
84 |
237 |
574 |
574 |
|
20 |
17 |
44 |
61 |
84 |
238 |
574 |
574 |
|
21 |
17 |
44 |
61 |
84 |
238 |
575 |
575 |
|
22 |
17 |
44 |
61 |
84 |
238 |
574 |
574 |
|
23 |
17 |
44 |
61 |
84 |
237 |
574 |
574 |
|
24 |
18 |
44 |
61 |
84 |
237 |
573 |
573 |
|
25 |
18 |
44 |
61 |
84 |
236 |
573 |
573 |
|
26 |
19 |
44 |
61 |
84 |
236 |
572 |
572 |
|
27 |
20 |
44 |
61 |
84 |
236 |
572 |
572 |
|
28 |
21 |
44 |
61 |
84 |
235 |
572 |
572 |
|
29 |
21 |
44 |
61 |
84 |
235 |
571 |
571 |
|
30 |
22 |
44 |
61 |
84 |
234 |
571 |
571 |
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 |
87 |
102 |
128 |
206 |
320 |
656 |
1 232 |
|
2 |
84 |
99 |
125 |
203 |
317 |
654 |
1 016 |
|
3 |
83 |
100 |
124 |
194 |
311 |
648 |
845 |
|
4 |
82 |
100 |
124 |
193 |
308 |
644 |
711 |
|
5 |
81 |
99 |
127 |
193 |
305 |
641 |
641 |
|
6 |
80 |
99 |
128 |
195 |
302 |
639 |
639 |
|
7 |
78 |
99 |
127 |
195 |
300 |
636 |
636 |
|
8 |
76 |
97 |
124 |
191 |
297 |
634 |
634 |
|
9 |
73 |
96 |
121 |
187 |
295 |
631 |
631 |
|
10 |
72 |
95 |
120 |
185 |
293 |
629 |
629 |
|
11 |
71 |
94 |
118 |
184 |
291 |
628 |
628 |
|
12 |
70 |
94 |
116 |
182 |
289 |
626 |
626 |
|
13 |
68 |
92 |
115 |
180 |
288 |
624 |
624 |
|
14 |
67 |
91 |
113 |
179 |
286 |
623 |
623 |
|
15 |
66 |
90 |
112 |
177 |
285 |
621 |
621 |
|
16 |
64 |
89 |
110 |
176 |
284 |
620 |
620 |
|
17 |
63 |
87 |
109 |
175 |
283 |
619 |
619 |
|
18 |
62 |
86 |
108 |
174 |
282 |
618 |
618 |
|
19 |
61 |
85 |
107 |
173 |
281 |
617 |
617 |
|
20 |
61 |
85 |
107 |
172 |
280 |
616 |
616 |
|
21 |
60 |
84 |
106 |
171 |
279 |
615 |
615 |
|
22 |
59 |
83 |
105 |
170 |
278 |
614 |
614 |
|
23 |
58 |
82 |
104 |
169 |
277 |
613 |
613 |
|
24 |
57 |
81 |
103 |
168 |
276 |
612 |
612 |
|
25 |
56 |
80 |
102 |
167 |
275 |
611 |
611 |
|
26 |
55 |
79 |
101 |
166 |
274 |
610 |
610 |
|
27 |
54 |
78 |
100 |
165 |
273 |
609 |
609 |
|
28 |
53 |
77 |
99 |
164 |
272 |
608 |
608 |
|
29 |
52 |
76 |
98 |
163 |
271 |
607 |
607 |
|
30 |
51 |
75 |
97 |
162 |
270 |
606 |
606 |
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 |
60 |
75 |
101 |
179 |
293 |
629 |
1 211 |
|
2 |
59 |
74 |
100 |
178 |
292 |
628 |
995 |
|
3 |
59 |
75 |
99 |
169 |
287 |
623 |
826 |
|
4 |
59 |
76 |
101 |
169 |
284 |
621 |
694 |
|
5 |
58 |
77 |
104 |
170 |
282 |
618 |
618 |
|
6 |
57 |
77 |
105 |
173 |
280 |
616 |
616 |
|
7 |
57 |
78 |
105 |
174 |
278 |
615 |
615 |
|
8 |
55 |
77 |
103 |
170 |
277 |
613 |
613 |
|
9 |
54 |
76 |
101 |
168 |
275 |
611 |
611 |
|
10 |
53 |
76 |
100 |
166 |
274 |
610 |
610 |
|
11 |
52 |
76 |
99 |
165 |
273 |
609 |
609 |
|
12 |
52 |
76 |
99 |
164 |
272 |
608 |
608 |
|
13 |
52 |
76 |
98 |
163 |
271 |
607 |
607 |
|
14 |
51 |
75 |
97 |
163 |
270 |
607 |
607 |
|
15 |
50 |
75 |
96 |
162 |
270 |
606 |
606 |
|
16 |
49 |
73 |
95 |
161 |
269 |
605 |
605 |
|
17 |
49 |
73 |
95 |
160 |
268 |
604 |
604 |
|
18 |
48 |
72 |
94 |
160 |
267 |
604 |
604 |
|
19 |
47 |
72 |
94 |
159 |
267 |
603 |
603 |
|
20 |
47 |
71 |
93 |
159 |
267 |
603 |
603 |
|
21 |
47 |
71 |
93 |
159 |
266 |
603 |
603 |
|
22 |
47 |
71 |
93 |
158 |
266 |
602 |
602 |
|
23 |
46 |
70 |
92 |
158 |
265 |
602 |
602 |
|
24 |
45 |
70 |
92 |
157 |
265 |
601 |
601 |
|
25 |
45 |
69 |
91 |
156 |
264 |
600 |
600 |
|
26 |
44 |
68 |
90 |
156 |
263 |
600 |
600 |
|
27 |
43 |
68 |
90 |
155 |
263 |
599 |
599 |
|
28 |
43 |
67 |
89 |
154 |
262 |
598 |
598 |
|
29 |
42 |
66 |
88 |
154 |
261 |
598 |
598 |
|
30 |
41 |
66 |
87 |
153 |
261 |
597 |
597 |
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 |
46 |
71 |
150 |
263 |
600 |
1 209 |
|
2 |
31 |
46 |
72 |
150 |
264 |
600 |
995 |
|
3 |
31 |
47 |
72 |
141 |
259 |
596 |
825 |
|
4 |
32 |
49 |
74 |
142 |
257 |
594 |
691 |
|
5 |
32 |
51 |
78 |
144 |
256 |
593 |
593 |
|
6 |
33 |
52 |
81 |
148 |
255 |
592 |
592 |
|
7 |
33 |
54 |
82 |
150 |
254 |
591 |
591 |
|
8 |
32 |
54 |
80 |
147 |
254 |
590 |
590 |
|
9 |
31 |
54 |
79 |
146 |
253 |
589 |
589 |
|
10 |
31 |
54 |
79 |
145 |
252 |
589 |
589 |
|
11 |
31 |
55 |
78 |
144 |
251 |
588 |
588 |
|
12 |
31 |
55 |
77 |
143 |
251 |
587 |
587 |
|
13 |
30 |
54 |
77 |
142 |
250 |
586 |
586 |
|
14 |
30 |
54 |
76 |
141 |
249 |
586 |
586 |
|
15 |
29 |
53 |
75 |
141 |
248 |
585 |
585 |
|
16 |
28 |
52 |
74 |
140 |
247 |
584 |
584 |
|
17 |
28 |
52 |
74 |
139 |
247 |
583 |
583 |
|
18 |
27 |
51 |
73 |
139 |
246 |
583 |
583 |
|
19 |
27 |
51 |
73 |
139 |
246 |
583 |
583 |
|
20 |
27 |
51 |
73 |
139 |
246 |
583 |
583 |
|
21 |
27 |
51 |
73 |
139 |
246 |
583 |
583 |
|
22 |
27 |
51 |
73 |
139 |
246 |
583 |
583 |
|
23 |
27 |
51 |
73 |
138 |
246 |
583 |
583 |
|
24 |
27 |
51 |
73 |
138 |
246 |
582 |
582 |
|
25 |
26 |
51 |
73 |
138 |
246 |
582 |
582 |
|
26 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
27 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
28 |
26 |
50 |
72 |
137 |
245 |
581 |
581 |
|
29 |
25 |
50 |
72 |
137 |
245 |
581 |
581 |
|
30 |
25 |
49 |
71 |
137 |
244 |
581 |
581 |
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 |
104 |
218 |
555 |
1 174 |
|
2 |
1 |
5 |
27 |
105 |
219 |
556 |
964 |
|
3 |
2 |
5 |
28 |
98 |
216 |
552 |
799 |
|
4 |
3 |
6 |
31 |
100 |
215 |
551 |
670 |
|
5 |
4 |
9 |
36 |
103 |
214 |
551 |
568 |
|
6 |
4 |
11 |
40 |
107 |
214 |
551 |
551 |
|
7 |
5 |
14 |
42 |
110 |
214 |
551 |
551 |
|
8 |
6 |
14 |
41 |
108 |
214 |
551 |
551 |
|
9 |
7 |
15 |
41 |
107 |
214 |
551 |
551 |
|
10 |
8 |
16 |
41 |
107 |
214 |
551 |
551 |
|
11 |
8 |
19 |
42 |
108 |
216 |
552 |
552 |
|
12 |
9 |
18 |
41 |
106 |
214 |
551 |
551 |
|
13 |
10 |
20 |
42 |
108 |
215 |
552 |
552 |
|
14 |
11 |
20 |
42 |
107 |
215 |
551 |
551 |
|
15 |
11 |
19 |
41 |
106 |
214 |
550 |
550 |
|
16 |
12 |
18 |
39 |
105 |
213 |
549 |
549 |
|
17 |
12 |
17 |
39 |
105 |
213 |
549 |
549 |
|
18 |
14 |
18 |
40 |
105 |
213 |
549 |
549 |
|
19 |
14 |
19 |
40 |
105 |
213 |
550 |
550 |
|
20 |
15 |
19 |
41 |
106 |
214 |
550 |
550 |
|
21 |
15 |
20 |
41 |
107 |
214 |
551 |
551 |
|
22 |
16 |
20 |
41 |
107 |
214 |
551 |
551 |
|
23 |
17 |
22 |
41 |
107 |
214 |
551 |
551 |
|
24 |
18 |
22 |
41 |
107 |
214 |
551 |
551 |
|
25 |
18 |
23 |
42 |
107 |
214 |
551 |
551 |
|
26 |
19 |
23 |
43 |
106 |
214 |
550 |
550 |
|
27 |
19 |
25 |
45 |
106 |
214 |
550 |
550 |
|
28 |
21 |
25 |
46 |
106 |
214 |
550 |
550 |
|
29 |
21 |
26 |
47 |
106 |
214 |
550 |
550 |
|
30 |
22 |
27 |
48 |
106 |
214 |
550 |
550 |
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 |
62 |
88 |
166 |
280 |
616 |
1 224 |
|
2 |
47 |
62 |
88 |
166 |
280 |
616 |
1 005 |
|
3 |
48 |
64 |
88 |
158 |
276 |
612 |
833 |
|
4 |
48 |
66 |
90 |
159 |
274 |
610 |
698 |
|
5 |
49 |
67 |
94 |
161 |
273 |
609 |
609 |
|
6 |
49 |
68 |
97 |
164 |
271 |
608 |
608 |
|
7 |
49 |
70 |
97 |
166 |
270 |
607 |
607 |
|
8 |
48 |
69 |
96 |
163 |
269 |
606 |
606 |
|
9 |
47 |
69 |
95 |
161 |
268 |
605 |
605 |
|
10 |
46 |
69 |
94 |
160 |
267 |
604 |
604 |
|
11 |
46 |
70 |
93 |
159 |
266 |
603 |
603 |
|
12 |
46 |
70 |
92 |
158 |
266 |
602 |
602 |
|
13 |
45 |
69 |
92 |
157 |
265 |
601 |
601 |
|
14 |
45 |
69 |
91 |
156 |
264 |
601 |
601 |
|
15 |
44 |
68 |
90 |
156 |
263 |
600 |
600 |
|
16 |
43 |
67 |
89 |
155 |
262 |
599 |
599 |
|
17 |
43 |
67 |
89 |
154 |
262 |
598 |
598 |
|
18 |
42 |
66 |
88 |
154 |
261 |
598 |
598 |
|
19 |
42 |
66 |
88 |
153 |
261 |
597 |
597 |
|
20 |
41 |
66 |
88 |
153 |
261 |
597 |
597 |
|
21 |
41 |
65 |
87 |
153 |
261 |
597 |
597 |
|
22 |
41 |
65 |
87 |
153 |
260 |
597 |
597 |
|
23 |
40 |
65 |
87 |
152 |
260 |
596 |
596 |
|
24 |
40 |
64 |
86 |
152 |
259 |
596 |
596 |
|
25 |
39 |
64 |
85 |
151 |
259 |
595 |
595 |
|
26 |
39 |
63 |
85 |
150 |
258 |
594 |
594 |
|
27 |
38 |
62 |
84 |
150 |
257 |
594 |
594 |
|
28 |
37 |
62 |
84 |
149 |
257 |
593 |
593 |
|
29 |
37 |
61 |
83 |
148 |
256 |
593 |
593 |
|
30 |
36 |
60 |
82 |
148 |
255 |
592 |
592 |
2.14
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
15 |
30 |
56 |
134 |
248 |
584 |
1 211 |
|
2 |
19 |
34 |
60 |
138 |
252 |
588 |
995 |
|
3 |
23 |
40 |
64 |
134 |
251 |
588 |
825 |
|
4 |
27 |
45 |
69 |
138 |
253 |
589 |
692 |
|
5 |
30 |
49 |
76 |
142 |
254 |
591 |
591 |
|
6 |
29 |
49 |
77 |
145 |
252 |
588 |
588 |
|
7 |
34 |
55 |
83 |
151 |
256 |
592 |
592 |
|
8 |
33 |
54 |
81 |
148 |
254 |
591 |
591 |
|
9 |
34 |
56 |
82 |
148 |
255 |
592 |
592 |
|
10 |
36 |
59 |
83 |
149 |
257 |
593 |
593 |
|
11 |
38 |
61 |
85 |
150 |
258 |
594 |
594 |
|
12 |
39 |
63 |
85 |
151 |
259 |
595 |
595 |
|
13 |
40 |
64 |
86 |
151 |
259 |
595 |
595 |
|
14 |
40 |
64 |
86 |
152 |
259 |
596 |
596 |
|
15 |
40 |
64 |
86 |
152 |
259 |
596 |
596 |
|
16 |
40 |
64 |
86 |
151 |
259 |
595 |
595 |
|
17 |
40 |
64 |
86 |
151 |
259 |
595 |
595 |
|
18 |
39 |
63 |
85 |
150 |
258 |
595 |
595 |
|
19 |
38 |
63 |
85 |
150 |
258 |
594 |
594 |
|
20 |
38 |
63 |
85 |
150 |
258 |
594 |
594 |
|
21 |
38 |
63 |
84 |
150 |
258 |
594 |
594 |
|
22 |
38 |
62 |
84 |
150 |
257 |
594 |
594 |
|
23 |
38 |
62 |
84 |
149 |
257 |
594 |
594 |
|
24 |
37 |
62 |
84 |
149 |
257 |
593 |
593 |
|
25 |
37 |
61 |
83 |
149 |
256 |
593 |
593 |
|
26 |
36 |
61 |
83 |
148 |
256 |
592 |
592 |
|
27 |
36 |
60 |
82 |
148 |
255 |
592 |
592 |
|
28 |
35 |
60 |
82 |
147 |
255 |
591 |
591 |
|
29 |
35 |
59 |
81 |
147 |
254 |
591 |
591 |
|
30 |
34 |
59 |
81 |
146 |
254 |
590 |
590 |
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 |
14 |
29 |
55 |
133 |
247 |
583 |
1 223 |
|
2 |
15 |
30 |
56 |
134 |
248 |
584 |
1 004 |
|
3 |
17 |
33 |
58 |
127 |
245 |
582 |
832 |
|
4 |
19 |
36 |
61 |
130 |
245 |
581 |
697 |
|
5 |
21 |
39 |
66 |
133 |
245 |
581 |
590 |
|
6 |
22 |
42 |
70 |
137 |
245 |
581 |
581 |
|
7 |
23 |
44 |
72 |
140 |
245 |
581 |
581 |
|
8 |
23 |
45 |
71 |
138 |
245 |
581 |
581 |
|
9 |
23 |
46 |
71 |
137 |
245 |
581 |
581 |
|
10 |
24 |
47 |
72 |
137 |
245 |
581 |
581 |
|
11 |
25 |
48 |
72 |
137 |
245 |
582 |
582 |
|
12 |
25 |
49 |
72 |
138 |
245 |
582 |
582 |
|
13 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
14 |
26 |
50 |
72 |
138 |
246 |
582 |
582 |
|
15 |
26 |
51 |
72 |
138 |
246 |
582 |
582 |
|
16 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
17 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
18 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
19 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
20 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
21 |
26 |
50 |
72 |
138 |
246 |
582 |
582 |
|
22 |
26 |
50 |
72 |
138 |
245 |
582 |
582 |
|
23 |
26 |
50 |
72 |
137 |
245 |
581 |
581 |
|
24 |
25 |
50 |
72 |
137 |
245 |
581 |
581 |
|
25 |
25 |
49 |
71 |
137 |
244 |
581 |
581 |
|
26 |
25 |
49 |
71 |
136 |
244 |
580 |
580 |
|
27 |
24 |
49 |
70 |
136 |
244 |
580 |
580 |
|
28 |
24 |
48 |
70 |
136 |
243 |
580 |
580 |
|
29 |
24 |
48 |
70 |
135 |
243 |
579 |
579 |
|
30 |
23 |
48 |
69 |
135 |
243 |
579 |
579 |
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 |
91 |
169 |
283 |
619 |
1 235 |
|
2 |
53 |
68 |
93 |
172 |
285 |
622 |
1 018 |
|
3 |
57 |
73 |
97 |
167 |
285 |
621 |
845 |
|
4 |
59 |
76 |
101 |
170 |
285 |
621 |
709 |
|
5 |
61 |
80 |
107 |
173 |
285 |
621 |
621 |
|
6 |
62 |
82 |
111 |
178 |
285 |
622 |
622 |
|
7 |
63 |
84 |
112 |
180 |
285 |
621 |
621 |
|
8 |
63 |
84 |
111 |
178 |
284 |
621 |
621 |
|
9 |
63 |
85 |
111 |
177 |
284 |
621 |
621 |
|
10 |
63 |
86 |
111 |
176 |
284 |
621 |
621 |
|
11 |
63 |
87 |
110 |
176 |
284 |
620 |
620 |
|
12 |
63 |
87 |
110 |
175 |
283 |
619 |
619 |
|
13 |
63 |
87 |
109 |
174 |
282 |
619 |
619 |
|
14 |
62 |
86 |
108 |
174 |
281 |
618 |
618 |
|
15 |
61 |
85 |
107 |
173 |
280 |
617 |
617 |
|
16 |
60 |
84 |
106 |
172 |
279 |
616 |
616 |
|
17 |
59 |
83 |
105 |
171 |
279 |
615 |
615 |
|
18 |
59 |
83 |
105 |
170 |
278 |
614 |
614 |
|
19 |
58 |
82 |
104 |
170 |
277 |
614 |
614 |
|
20 |
57 |
81 |
103 |
169 |
276 |
613 |
613 |
|
21 |
56 |
81 |
103 |
168 |
276 |
612 |
612 |
|
22 |
56 |
80 |
102 |
167 |
275 |
611 |
611 |
|
23 |
55 |
79 |
101 |
166 |
274 |
610 |
610 |
|
24 |
54 |
78 |
100 |
165 |
273 |
610 |
610 |
|
25 |
53 |
77 |
99 |
165 |
272 |
609 |
609 |
|
26 |
52 |
76 |
98 |
164 |
271 |
608 |
608 |
|
27 |
51 |
75 |
97 |
163 |
270 |
607 |
607 |
|
28 |
50 |
74 |
96 |
162 |
269 |
606 |
606 |
|
29 |
49 |
74 |
95 |
161 |
269 |
605 |
605 |
|
30 |
48 |
73 |
95 |
160 |
268 |
604 |
604 |
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 |
81 |
96 |
122 |
200 |
314 |
650 |
1 271 |
|
2 |
85 |
100 |
126 |
204 |
318 |
654 |
1 047 |
|
3 |
87 |
103 |
127 |
197 |
315 |
651 |
871 |
|
4 |
87 |
104 |
129 |
198 |
313 |
649 |
731 |
|
5 |
90 |
109 |
136 |
202 |
314 |
651 |
651 |
|
6 |
92 |
112 |
140 |
207 |
315 |
651 |
651 |
|
7 |
93 |
114 |
142 |
210 |
315 |
651 |
651 |
|
8 |
94 |
116 |
142 |
209 |
316 |
652 |
652 |
|
9 |
95 |
117 |
143 |
209 |
316 |
653 |
653 |
|
10 |
96 |
118 |
143 |
209 |
316 |
653 |
653 |
|
11 |
96 |
119 |
143 |
208 |
316 |
652 |
652 |
|
12 |
95 |
119 |
142 |
207 |
315 |
651 |
651 |
|
13 |
94 |
118 |
140 |
206 |
314 |
650 |
650 |
|
14 |
93 |
117 |
139 |
204 |
312 |
649 |
649 |
|
15 |
91 |
116 |
137 |
203 |
311 |
647 |
647 |
|
16 |
90 |
114 |
136 |
202 |
309 |
646 |
646 |
|
17 |
88 |
113 |
135 |
200 |
308 |
644 |
644 |
|
18 |
87 |
111 |
133 |
199 |
306 |
643 |
643 |
|
19 |
86 |
110 |
132 |
197 |
305 |
641 |
641 |
|
20 |
84 |
109 |
131 |
196 |
304 |
640 |
640 |
|
21 |
83 |
107 |
129 |
195 |
302 |
639 |
639 |
|
22 |
81 |
106 |
128 |
193 |
301 |
637 |
637 |
|
23 |
80 |
104 |
126 |
192 |
299 |
636 |
636 |
|
24 |
78 |
103 |
125 |
190 |
298 |
634 |
634 |
|
25 |
77 |
101 |
123 |
188 |
296 |
633 |
633 |
|
26 |
75 |
99 |
121 |
187 |
295 |
631 |
631 |
|
27 |
74 |
98 |
120 |
185 |
293 |
629 |
629 |
|
28 |
72 |
96 |
118 |
184 |
291 |
628 |
628 |
|
29 |
71 |
95 |
117 |
182 |
290 |
626 |
626 |
|
30 |
69 |
93 |
115 |
181 |
288 |
625 |
625 |
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 |
7 |
22 |
48 |
126 |
240 |
576 |
1 220 |
|
2 |
10 |
25 |
51 |
129 |
243 |
580 |
1 005 |
|
3 |
14 |
30 |
54 |
124 |
242 |
578 |
833 |
|
4 |
17 |
34 |
59 |
128 |
243 |
579 |
698 |
|
5 |
20 |
38 |
66 |
132 |
244 |
580 |
592 |
|
6 |
22 |
41 |
70 |
137 |
244 |
581 |
581 |
|
7 |
23 |
44 |
72 |
140 |
245 |
581 |
581 |
|
8 |
23 |
45 |
71 |
138 |
245 |
581 |
581 |
|
9 |
24 |
46 |
71 |
138 |
245 |
581 |
581 |
|
10 |
24 |
47 |
72 |
137 |
245 |
581 |
581 |
|
11 |
25 |
48 |
72 |
137 |
245 |
581 |
581 |
|
12 |
25 |
49 |
71 |
137 |
245 |
581 |
581 |
|
13 |
25 |
49 |
71 |
136 |
244 |
580 |
580 |
|
14 |
24 |
48 |
70 |
136 |
243 |
580 |
580 |
|
15 |
23 |
48 |
69 |
135 |
243 |
579 |
579 |
|
16 |
22 |
47 |
69 |
134 |
242 |
578 |
578 |
|
17 |
22 |
46 |
68 |
134 |
241 |
578 |
578 |
|
18 |
22 |
46 |
68 |
133 |
241 |
577 |
577 |
|
19 |
21 |
46 |
68 |
133 |
241 |
577 |
577 |
|
20 |
22 |
46 |
68 |
133 |
241 |
577 |
577 |
|
21 |
22 |
46 |
68 |
133 |
241 |
577 |
577 |
|
22 |
22 |
46 |
68 |
133 |
241 |
577 |
577 |
|
23 |
22 |
46 |
68 |
133 |
241 |
577 |
577 |
|
24 |
22 |
46 |
68 |
133 |
241 |
577 |
577 |
|
25 |
22 |
46 |
68 |
133 |
241 |
577 |
577 |
|
26 |
21 |
46 |
67 |
133 |
241 |
577 |
577 |
|
27 |
21 |
45 |
67 |
133 |
240 |
577 |
577 |
|
28 |
21 |
45 |
67 |
133 |
240 |
577 |
577 |
|
29 |
22 |
45 |
67 |
133 |
240 |
577 |
577 |
|
30 |
22 |
45 |
67 |
132 |
240 |
576 |
576 |
2.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
93 |
108 |
133 |
212 |
326 |
662 |
1 312 |
|
2 |
93 |
108 |
134 |
212 |
326 |
662 |
1 079 |
|
3 |
94 |
110 |
134 |
204 |
322 |
658 |
895 |
|
4 |
95 |
112 |
137 |
206 |
320 |
657 |
751 |
|
5 |
96 |
114 |
142 |
208 |
320 |
656 |
656 |
|
6 |
96 |
116 |
144 |
212 |
319 |
655 |
655 |
|
7 |
97 |
118 |
146 |
214 |
318 |
655 |
655 |
|
8 |
97 |
118 |
145 |
212 |
318 |
655 |
655 |
|
9 |
96 |
118 |
144 |
210 |
317 |
654 |
654 |
|
10 |
95 |
118 |
142 |
208 |
316 |
652 |
652 |
|
11 |
94 |
117 |
141 |
206 |
314 |
650 |
650 |
|
12 |
92 |
116 |
139 |
204 |
312 |
648 |
648 |
|
13 |
91 |
115 |
137 |
202 |
310 |
646 |
646 |
|
14 |
89 |
113 |
135 |
200 |
308 |
645 |
645 |
|
15 |
87 |
111 |
133 |
199 |
306 |
643 |
643 |
|
16 |
85 |
109 |
131 |
197 |
304 |
641 |
641 |
|
17 |
83 |
107 |
129 |
195 |
303 |
639 |
639 |
|
18 |
82 |
106 |
128 |
193 |
301 |
637 |
637 |
|
19 |
80 |
104 |
126 |
192 |
300 |
636 |
636 |
|
20 |
79 |
103 |
125 |
191 |
299 |
635 |
635 |
|
21 |
78 |
102 |
124 |
190 |
298 |
634 |
634 |
|
22 |
77 |
101 |
123 |
189 |
296 |
633 |
633 |
|
23 |
76 |
100 |
122 |
188 |
295 |
632 |
632 |
|
24 |
75 |
99 |
121 |
187 |
294 |
631 |
631 |
|
25 |
74 |
98 |
120 |
185 |
293 |
629 |
629 |
|
26 |
73 |
97 |
119 |
184 |
292 |
628 |
628 |
|
27 |
72 |
96 |
118 |
183 |
291 |
627 |
627 |
|
28 |
70 |
95 |
117 |
182 |
290 |
626 |
626 |
|
29 |
69 |
94 |
116 |
181 |
289 |
625 |
625 |
|
30 |
68 |
93 |
114 |
180 |
288 |
624 |
624 |
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 |
347 |
362 |
387 |
466 |
579 |
916 |
1 336 |
|
2 |
78 |
93 |
119 |
197 |
311 |
647 |
1 093 |
|
3 |
82 |
98 |
123 |
192 |
310 |
646 |
903 |
|
4 |
86 |
103 |
128 |
197 |
311 |
648 |
756 |
|
5 |
89 |
107 |
134 |
201 |
312 |
649 |
649 |
|
6 |
90 |
110 |
138 |
206 |
313 |
650 |
650 |
|
7 |
92 |
113 |
141 |
209 |
314 |
650 |
650 |
|
8 |
93 |
114 |
141 |
208 |
314 |
651 |
651 |
|
9 |
93 |
115 |
141 |
207 |
315 |
651 |
651 |
|
10 |
93 |
116 |
141 |
207 |
314 |
651 |
651 |
|
11 |
94 |
117 |
141 |
207 |
314 |
651 |
651 |
|
12 |
94 |
118 |
141 |
207 |
314 |
651 |
651 |
|
13 |
95 |
119 |
141 |
207 |
315 |
651 |
651 |
|
14 |
96 |
120 |
142 |
207 |
315 |
652 |
652 |
|
15 |
97 |
121 |
143 |
208 |
316 |
652 |
652 |
|
16 |
98 |
122 |
144 |
209 |
317 |
653 |
653 |
|
17 |
99 |
123 |
145 |
210 |
318 |
654 |
654 |
|
18 |
100 |
124 |
146 |
211 |
319 |
655 |
655 |
|
19 |
101 |
125 |
147 |
212 |
320 |
656 |
656 |
|
20 |
101 |
125 |
147 |
213 |
321 |
657 |
657 |
|
21 |
101 |
126 |
148 |
213 |
321 |
657 |
657 |
|
22 |
101 |
125 |
147 |
213 |
321 |
657 |
657 |
|
23 |
101 |
125 |
147 |
212 |
320 |
656 |
656 |
|
24 |
100 |
124 |
146 |
212 |
319 |
656 |
656 |
|
25 |
99 |
123 |
145 |
211 |
318 |
655 |
655 |
|
26 |
98 |
122 |
144 |
210 |
317 |
654 |
654 |
|
27 |
97 |
121 |
143 |
208 |
316 |
652 |
652 |
|
28 |
95 |
120 |
141 |
207 |
315 |
651 |
651 |
|
29 |
94 |
118 |
140 |
206 |
313 |
650 |
650 |
|
30 |
93 |
117 |
139 |
204 |
312 |
648 |
648 |
2.21
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
10 |
36 |
114 |
228 |
564 |
1 194 |
|
2 |
1 |
10 |
36 |
114 |
228 |
564 |
980 |
|
3 |
2 |
12 |
37 |
106 |
224 |
560 |
812 |
|
4 |
3 |
14 |
39 |
107 |
222 |
558 |
680 |
|
5 |
4 |
16 |
43 |
109 |
221 |
558 |
576 |
|
6 |
4 |
17 |
46 |
113 |
220 |
557 |
557 |
|
7 |
5 |
19 |
47 |
115 |
220 |
556 |
556 |
|
8 |
7 |
19 |
46 |
113 |
219 |
555 |
555 |
|
9 |
7 |
19 |
44 |
111 |
218 |
554 |
554 |
|
10 |
8 |
20 |
44 |
110 |
217 |
554 |
554 |
|
11 |
8 |
21 |
44 |
110 |
217 |
554 |
554 |
|
12 |
9 |
21 |
44 |
110 |
217 |
554 |
554 |
|
13 |
10 |
22 |
44 |
110 |
217 |
554 |
554 |
|
14 |
11 |
22 |
44 |
110 |
217 |
554 |
554 |
|
15 |
11 |
23 |
45 |
110 |
218 |
554 |
554 |
|
16 |
12 |
23 |
44 |
110 |
218 |
554 |
554 |
|
17 |
12 |
23 |
45 |
110 |
218 |
555 |
555 |
|
18 |
14 |
23 |
45 |
111 |
219 |
555 |
555 |
|
19 |
15 |
24 |
46 |
111 |
219 |
556 |
556 |
|
20 |
15 |
25 |
47 |
112 |
220 |
556 |
556 |
|
21 |
16 |
26 |
48 |
113 |
221 |
557 |
557 |
|
22 |
17 |
26 |
48 |
114 |
222 |
558 |
558 |
|
23 |
18 |
27 |
49 |
115 |
222 |
559 |
559 |
|
24 |
18 |
28 |
49 |
115 |
223 |
559 |
559 |
|
25 |
18 |
28 |
50 |
115 |
223 |
560 |
560 |
|
26 |
19 |
28 |
50 |
116 |
224 |
560 |
560 |
|
27 |
20 |
29 |
51 |
116 |
224 |
560 |
560 |
|
28 |
21 |
29 |
51 |
117 |
224 |
561 |
561 |
|
29 |
21 |
29 |
51 |
117 |
225 |
561 |
561 |
|
30 |
22 |
30 |
52 |
117 |
225 |
561 |
561 |
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 |
68 |
94 |
172 |
286 |
623 |
1 225 |
|
2 |
54 |
69 |
95 |
173 |
287 |
624 |
1 006 |
|
3 |
55 |
71 |
96 |
165 |
283 |
619 |
834 |
|
4 |
56 |
73 |
98 |
166 |
281 |
618 |
699 |
|
5 |
56 |
75 |
102 |
168 |
280 |
617 |
617 |
|
6 |
57 |
77 |
105 |
172 |
280 |
616 |
616 |
|
7 |
57 |
77 |
105 |
173 |
278 |
615 |
615 |
|
8 |
56 |
78 |
104 |
171 |
278 |
614 |
614 |
|
9 |
55 |
78 |
103 |
169 |
277 |
613 |
613 |
|
10 |
55 |
78 |
102 |
168 |
275 |
612 |
612 |
|
11 |
54 |
77 |
101 |
166 |
274 |
610 |
610 |
|
12 |
52 |
76 |
99 |
165 |
272 |
609 |
609 |
|
13 |
51 |
75 |
97 |
163 |
271 |
607 |
607 |
|
14 |
50 |
74 |
96 |
161 |
269 |
605 |
605 |
|
15 |
48 |
73 |
94 |
160 |
268 |
604 |
604 |
|
16 |
47 |
71 |
93 |
158 |
266 |
602 |
602 |
|
17 |
45 |
70 |
92 |
157 |
265 |
601 |
601 |
|
18 |
44 |
68 |
90 |
156 |
264 |
600 |
600 |
|
19 |
43 |
67 |
89 |
155 |
263 |
599 |
599 |
|
20 |
43 |
67 |
89 |
154 |
262 |
598 |
598 |
|
21 |
42 |
66 |
88 |
154 |
261 |
598 |
598 |
|
22 |
42 |
66 |
88 |
153 |
261 |
597 |
597 |
|
23 |
41 |
65 |
87 |
152 |
260 |
597 |
597 |
|
24 |
40 |
64 |
86 |
152 |
259 |
596 |
596 |
|
25 |
39 |
64 |
86 |
151 |
259 |
595 |
595 |
|
26 |
39 |
63 |
85 |
150 |
258 |
594 |
594 |
|
27 |
38 |
62 |
84 |
150 |
257 |
594 |
594 |
|
28 |
37 |
62 |
83 |
149 |
257 |
593 |
593 |
|
29 |
37 |
61 |
83 |
148 |
256 |
592 |
592 |
|
30 |
36 |
60 |
82 |
148 |
255 |
592 |
592 |
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 |
115 |
130 |
155 |
234 |
348 |
684 |
1 314 |
|
2 |
116 |
131 |
157 |
235 |
349 |
685 |
1 079 |
|
3 |
118 |
134 |
159 |
228 |
346 |
682 |
894 |
|
4 |
120 |
137 |
162 |
231 |
346 |
682 |
750 |
|
5 |
122 |
140 |
167 |
234 |
346 |
682 |
682 |
|
6 |
123 |
142 |
171 |
238 |
345 |
682 |
682 |
|
7 |
123 |
144 |
172 |
240 |
345 |
681 |
681 |
|
8 |
122 |
144 |
170 |
237 |
344 |
680 |
680 |
|
9 |
121 |
144 |
169 |
235 |
343 |
679 |
679 |
|
10 |
121 |
144 |
168 |
234 |
342 |
678 |
678 |
|
11 |
120 |
143 |
167 |
233 |
340 |
677 |
677 |
|
12 |
119 |
142 |
165 |
231 |
338 |
675 |
675 |
|
13 |
117 |
141 |
163 |
229 |
336 |
673 |
673 |
|
14 |
115 |
139 |
161 |
226 |
334 |
670 |
670 |
|
15 |
112 |
137 |
159 |
224 |
332 |
668 |
668 |
|
16 |
110 |
134 |
156 |
221 |
329 |
665 |
665 |
|
17 |
107 |
132 |
154 |
219 |
327 |
663 |
663 |
|
18 |
105 |
129 |
151 |
217 |
324 |
661 |
661 |
|
19 |
103 |
127 |
149 |
215 |
322 |
659 |
659 |
|
20 |
101 |
126 |
148 |
213 |
321 |
657 |
657 |
|
21 |
100 |
124 |
146 |
211 |
319 |
655 |
655 |
|
22 |
98 |
122 |
144 |
210 |
317 |
654 |
654 |
|
23 |
96 |
120 |
142 |
208 |
315 |
652 |
652 |
|
24 |
94 |
118 |
140 |
206 |
314 |
650 |
650 |
|
25 |
92 |
117 |
139 |
204 |
312 |
648 |
648 |
|
26 |
91 |
115 |
137 |
202 |
310 |
646 |
646 |
|
27 |
89 |
113 |
135 |
201 |
308 |
645 |
645 |
|
28 |
87 |
112 |
134 |
199 |
307 |
643 |
643 |
|
29 |
86 |
110 |
132 |
197 |
305 |
642 |
642 |
|
30 |
84 |
109 |
130 |
196 |
304 |
640 |
640 |
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 |
173 |
188 |
214 |
292 |
406 |
743 |
1 303 |
|
2 |
182 |
197 |
223 |
301 |
415 |
752 |
1 081 |
|
3 |
188 |
204 |
228 |
298 |
416 |
752 |
903 |
|
4 |
190 |
207 |
232 |
300 |
415 |
752 |
761 |
|
5 |
191 |
209 |
236 |
303 |
415 |
751 |
751 |
|
6 |
190 |
210 |
239 |
306 |
413 |
750 |
750 |
|
7 |
190 |
211 |
239 |
307 |
412 |
748 |
748 |
|
8 |
188 |
210 |
237 |
304 |
410 |
746 |
746 |
|
9 |
187 |
209 |
235 |
301 |
408 |
745 |
745 |
|
10 |
186 |
209 |
234 |
299 |
407 |
743 |
743 |
|
11 |
185 |
208 |
232 |
297 |
405 |
741 |
741 |
|
12 |
183 |
206 |
229 |
295 |
402 |
739 |
739 |
|
13 |
180 |
204 |
226 |
292 |
399 |
736 |
736 |
|
14 |
177 |
201 |
223 |
289 |
396 |
733 |
733 |
|
15 |
174 |
198 |
220 |
285 |
393 |
730 |
730 |
|
16 |
171 |
195 |
217 |
282 |
390 |
726 |
726 |
|
17 |
167 |
192 |
214 |
279 |
387 |
723 |
723 |
|
18 |
164 |
188 |
210 |
276 |
384 |
720 |
720 |
|
19 |
161 |
185 |
207 |
273 |
380 |
717 |
717 |
|
20 |
158 |
182 |
204 |
270 |
377 |
714 |
714 |
|
21 |
155 |
179 |
201 |
267 |
374 |
711 |
711 |
|
22 |
152 |
176 |
198 |
263 |
371 |
708 |
708 |
|
23 |
149 |
173 |
195 |
260 |
368 |
704 |
704 |
|
24 |
146 |
170 |
192 |
257 |
365 |
701 |
701 |
|
25 |
142 |
167 |
189 |
254 |
362 |
698 |
698 |
|
26 |
139 |
164 |
185 |
251 |
359 |
695 |
695 |
|
27 |
136 |
161 |
182 |
248 |
356 |
692 |
692 |
|
28 |
134 |
158 |
180 |
245 |
353 |
689 |
689 |
|
29 |
131 |
155 |
177 |
242 |
350 |
686 |
686 |
|
30 |
128 |
152 |
174 |
240 |
347 |
684 |
684 |
2.25
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
28 |
43 |
69 |
147 |
261 |
597 |
1 249 |
|
2 |
29 |
44 |
69 |
148 |
262 |
598 |
1 026 |
|
3 |
30 |
46 |
71 |
140 |
258 |
594 |
850 |
|
4 |
31 |
48 |
73 |
142 |
256 |
593 |
712 |
|
5 |
32 |
51 |
78 |
144 |
256 |
592 |
604 |
|
6 |
32 |
52 |
80 |
148 |
255 |
591 |
591 |
|
7 |
33 |
54 |
81 |
149 |
254 |
591 |
591 |
|
8 |
31 |
53 |
80 |
147 |
253 |
589 |
589 |
|
9 |
31 |
53 |
79 |
145 |
252 |
589 |
589 |
|
10 |
31 |
53 |
78 |
144 |
251 |
588 |
588 |
|
11 |
30 |
54 |
77 |
143 |
251 |
587 |
587 |
|
12 |
30 |
54 |
77 |
142 |
250 |
586 |
586 |
|
13 |
30 |
54 |
76 |
142 |
249 |
586 |
586 |
|
14 |
30 |
54 |
76 |
141 |
249 |
585 |
585 |
|
15 |
29 |
53 |
75 |
141 |
249 |
585 |
585 |
|
16 |
29 |
53 |
75 |
141 |
248 |
585 |
585 |
|
17 |
29 |
53 |
75 |
141 |
248 |
585 |
585 |
|
18 |
29 |
53 |
75 |
141 |
248 |
585 |
585 |
|
19 |
29 |
53 |
75 |
141 |
248 |
585 |
585 |
|
20 |
29 |
53 |
75 |
141 |
249 |
585 |
585 |
|
21 |
29 |
53 |
75 |
141 |
249 |
585 |
585 |
|
22 |
29 |
53 |
75 |
141 |
249 |
585 |
585 |
|
23 |
29 |
53 |
75 |
141 |
248 |
585 |
585 |
|
24 |
29 |
53 |
75 |
141 |
248 |
585 |
585 |
|
25 |
29 |
53 |
75 |
140 |
248 |
584 |
584 |
|
26 |
29 |
53 |
75 |
140 |
248 |
584 |
584 |
|
27 |
28 |
52 |
74 |
140 |
248 |
584 |
584 |
|
28 |
28 |
52 |
74 |
140 |
247 |
584 |
584 |
|
29 |
28 |
52 |
74 |
139 |
247 |
583 |
583 |
|
30 |
27 |
52 |
74 |
139 |
247 |
583 |
583 |
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 |
24 |
39 |
65 |
143 |
257 |
593 |
1 255 |
|
2 |
26 |
41 |
66 |
145 |
258 |
595 |
1 030 |
|
3 |
28 |
45 |
69 |
139 |
256 |
593 |
852 |
|
4 |
31 |
48 |
73 |
142 |
257 |
593 |
714 |
|
5 |
33 |
52 |
79 |
145 |
257 |
594 |
604 |
|
6 |
35 |
54 |
83 |
150 |
258 |
594 |
594 |
|
7 |
37 |
57 |
85 |
153 |
258 |
594 |
594 |
|
8 |
36 |
58 |
85 |
152 |
258 |
595 |
595 |
|
9 |
37 |
59 |
85 |
151 |
258 |
595 |
595 |
|
10 |
38 |
61 |
85 |
151 |
259 |
595 |
595 |
|
11 |
39 |
62 |
86 |
151 |
259 |
595 |
595 |
|
12 |
39 |
63 |
86 |
152 |
259 |
596 |
596 |
|
13 |
40 |
64 |
86 |
151 |
259 |
596 |
596 |
|
14 |
40 |
64 |
86 |
151 |
259 |
595 |
595 |
|
15 |
39 |
64 |
86 |
151 |
259 |
595 |
595 |
|
16 |
39 |
63 |
85 |
151 |
258 |
595 |
595 |
|
17 |
39 |
63 |
85 |
151 |
258 |
595 |
595 |
|
18 |
39 |
63 |
85 |
151 |
258 |
595 |
595 |
|
19 |
39 |
63 |
85 |
151 |
258 |
595 |
595 |
|
20 |
39 |
63 |
85 |
151 |
259 |
595 |
595 |
|
21 |
39 |
64 |
86 |
151 |
259 |
595 |
595 |
|
22 |
39 |
64 |
86 |
151 |
259 |
595 |
595 |
|
23 |
39 |
63 |
85 |
151 |
259 |
595 |
595 |
|
24 |
39 |
63 |
85 |
151 |
258 |
595 |
595 |
|
25 |
39 |
63 |
85 |
150 |
258 |
594 |
594 |
|
26 |
38 |
62 |
84 |
150 |
257 |
594 |
594 |
|
27 |
38 |
62 |
84 |
149 |
257 |
593 |
593 |
|
28 |
37 |
61 |
83 |
149 |
257 |
593 |
593 |
|
29 |
37 |
61 |
83 |
148 |
256 |
592 |
592 |
|
30 |
36 |
60 |
82 |
148 |
256 |
592 |
592 |
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 |
124 |
139 |
165 |
243 |
357 |
694 |
1 315 |
|
2 |
123 |
138 |
164 |
242 |
356 |
692 |
1 077 |
|
3 |
123 |
139 |
164 |
233 |
351 |
687 |
892 |
|
4 |
123 |
141 |
165 |
234 |
349 |
685 |
748 |
|
5 |
124 |
143 |
170 |
236 |
348 |
684 |
684 |
|
6 |
124 |
143 |
172 |
239 |
346 |
683 |
683 |
|
7 |
124 |
145 |
172 |
241 |
345 |
682 |
682 |
|
8 |
123 |
144 |
171 |
238 |
344 |
681 |
681 |
|
9 |
122 |
144 |
170 |
236 |
343 |
680 |
680 |
|
10 |
122 |
145 |
169 |
235 |
343 |
679 |
679 |
|
11 |
122 |
145 |
169 |
234 |
342 |
678 |
678 |
|
12 |
121 |
145 |
167 |
233 |
341 |
677 |
677 |
|
13 |
120 |
144 |
166 |
232 |
339 |
676 |
676 |
|
14 |
119 |
143 |
165 |
230 |
338 |
675 |
675 |
|
15 |
117 |
141 |
163 |
228 |
336 |
672 |
672 |
|
16 |
114 |
139 |
161 |
226 |
334 |
670 |
670 |
|
17 |
112 |
136 |
158 |
223 |
331 |
667 |
667 |
|
18 |
109 |
134 |
156 |
221 |
329 |
665 |
665 |
|
19 |
107 |
131 |
153 |
219 |
327 |
663 |
663 |
|
20 |
105 |
129 |
151 |
217 |
324 |
661 |
661 |
|
21 |
103 |
127 |
149 |
214 |
322 |
659 |
659 |
|
22 |
101 |
125 |
147 |
212 |
320 |
656 |
656 |
|
23 |
98 |
123 |
145 |
210 |
318 |
654 |
654 |
|
24 |
96 |
120 |
142 |
208 |
316 |
652 |
652 |
|
25 |
94 |
118 |
140 |
206 |
313 |
650 |
650 |
|
26 |
92 |
116 |
138 |
204 |
311 |
648 |
648 |
|
27 |
90 |
114 |
136 |
202 |
309 |
646 |
646 |
|
28 |
88 |
112 |
134 |
199 |
307 |
644 |
644 |
|
29 |
86 |
110 |
132 |
198 |
305 |
642 |
642 |
|
30 |
84 |
108 |
130 |
196 |
303 |
640 |
640 |
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 |
9 |
35 |
113 |
227 |
564 |
1 218 |
|
2 |
1 |
12 |
37 |
116 |
229 |
566 |
1 001 |
|
3 |
2 |
15 |
40 |
109 |
227 |
563 |
830 |
|
4 |
3 |
19 |
44 |
112 |
227 |
564 |
695 |
|
5 |
4 |
23 |
50 |
116 |
228 |
564 |
589 |
|
6 |
6 |
25 |
54 |
121 |
229 |
565 |
565 |
|
7 |
7 |
28 |
56 |
124 |
229 |
565 |
565 |
|
8 |
7 |
29 |
56 |
123 |
229 |
565 |
565 |
|
9 |
7 |
30 |
55 |
122 |
229 |
565 |
565 |
|
10 |
8 |
31 |
55 |
121 |
229 |
565 |
565 |
|
11 |
8 |
32 |
55 |
121 |
229 |
565 |
565 |
|
12 |
10 |
32 |
55 |
121 |
228 |
565 |
565 |
|
13 |
10 |
33 |
55 |
120 |
228 |
565 |
565 |
|
14 |
11 |
33 |
55 |
120 |
228 |
564 |
564 |
|
15 |
12 |
33 |
55 |
120 |
228 |
564 |
564 |
|
16 |
12 |
32 |
54 |
120 |
227 |
564 |
564 |
|
17 |
14 |
32 |
54 |
120 |
227 |
564 |
564 |
|
18 |
14 |
32 |
54 |
120 |
227 |
564 |
564 |
|
19 |
15 |
32 |
54 |
120 |
228 |
564 |
564 |
|
20 |
15 |
33 |
55 |
121 |
228 |
565 |
565 |
|
21 |
16 |
34 |
56 |
121 |
229 |
565 |
565 |
|
22 |
17 |
34 |
56 |
121 |
229 |
566 |
566 |
|
23 |
18 |
34 |
56 |
122 |
229 |
566 |
566 |
|
24 |
18 |
35 |
57 |
122 |
230 |
566 |
566 |
|
25 |
19 |
35 |
57 |
122 |
230 |
566 |
566 |
|
26 |
19 |
35 |
57 |
122 |
230 |
567 |
567 |
|
27 |
21 |
35 |
57 |
123 |
230 |
567 |
567 |
|
28 |
21 |
35 |
57 |
123 |
230 |
567 |
567 |
|
29 |
22 |
35 |
57 |
123 |
231 |
567 |
567 |
|
30 |
22 |
36 |
57 |
123 |
231 |
567 |
567 |
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 |
76 |
154 |
268 |
604 |
1 220 |
|
2 |
35 |
50 |
76 |
154 |
268 |
605 |
1 003 |
|
3 |
36 |
52 |
76 |
146 |
264 |
600 |
831 |
|
4 |
36 |
53 |
78 |
146 |
261 |
598 |
696 |
|
5 |
36 |
55 |
82 |
148 |
260 |
597 |
597 |
|
6 |
39 |
58 |
87 |
154 |
261 |
598 |
598 |
|
7 |
36 |
57 |
85 |
153 |
258 |
594 |
594 |
|
8 |
40 |
62 |
88 |
155 |
262 |
598 |
598 |
|
9 |
39 |
62 |
87 |
153 |
261 |
597 |
597 |
|
10 |
34 |
57 |
81 |
147 |
255 |
591 |
591 |
|
11 |
30 |
53 |
77 |
142 |
250 |
586 |
586 |
|
12 |
27 |
50 |
73 |
139 |
246 |
583 |
583 |
|
13 |
24 |
48 |
71 |
136 |
244 |
580 |
580 |
|
14 |
23 |
47 |
69 |
134 |
242 |
578 |
578 |
|
15 |
21 |
45 |
67 |
133 |
240 |
577 |
577 |
|
16 |
19 |
44 |
66 |
131 |
239 |
575 |
575 |
|
17 |
19 |
43 |
65 |
130 |
238 |
574 |
574 |
|
18 |
18 |
42 |
64 |
130 |
237 |
574 |
574 |
|
19 |
17 |
42 |
64 |
129 |
237 |
573 |
573 |
|
20 |
18 |
42 |
64 |
129 |
237 |
573 |
573 |
|
21 |
18 |
42 |
64 |
129 |
237 |
573 |
573 |
|
22 |
18 |
42 |
64 |
129 |
237 |
573 |
573 |
|
23 |
18 |
42 |
64 |
129 |
237 |
573 |
573 |
|
24 |
18 |
42 |
64 |
129 |
237 |
573 |
573 |
|
25 |
19 |
42 |
64 |
129 |
237 |
573 |
573 |
|
26 |
19 |
41 |
63 |
129 |
237 |
573 |
573 |
|
27 |
21 |
41 |
63 |
129 |
236 |
573 |
573 |
|
28 |
21 |
41 |
63 |
129 |
236 |
573 |
573 |
|
29 |
21 |
41 |
63 |
129 |
236 |
573 |
573 |
|
30 |
22 |
41 |
63 |
128 |
236 |
573 |
573 |
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 |
188 |
203 |
229 |
307 |
421 |
757 |
1 492 |
|
2 |
186 |
201 |
226 |
305 |
418 |
755 |
1 224 |
|
3 |
183 |
199 |
223 |
293 |
411 |
747 |
1 009 |
|
4 |
180 |
197 |
222 |
291 |
406 |
742 |
840 |
|
5 |
177 |
195 |
223 |
289 |
401 |
737 |
737 |
|
6 |
174 |
193 |
222 |
289 |
396 |
733 |
733 |
|
7 |
171 |
191 |
219 |
287 |
392 |
729 |
729 |
|
8 |
166 |
188 |
215 |
282 |
388 |
724 |
724 |
|
9 |
163 |
185 |
211 |
277 |
384 |
720 |
720 |
|
10 |
159 |
182 |
207 |
272 |
380 |
716 |
716 |
|
11 |
156 |
179 |
203 |
268 |
376 |
713 |
713 |
|
12 |
152 |
176 |
199 |
265 |
372 |
709 |
709 |
|
13 |
149 |
173 |
195 |
261 |
368 |
705 |
705 |
|
14 |
145 |
170 |
191 |
257 |
365 |
701 |
701 |
|
15 |
142 |
166 |
188 |
254 |
361 |
698 |
698 |
|
16 |
139 |
163 |
185 |
250 |
358 |
694 |
694 |
|
17 |
135 |
160 |
182 |
247 |
355 |
691 |
691 |
|
18 |
133 |
157 |
179 |
244 |
352 |
688 |
688 |
|
19 |
130 |
154 |
176 |
241 |
349 |
686 |
686 |
|
20 |
127 |
151 |
173 |
239 |
347 |
683 |
683 |
|
21 |
125 |
149 |
171 |
236 |
344 |
680 |
680 |
|
22 |
122 |
146 |
168 |
234 |
341 |
678 |
678 |
|
23 |
120 |
144 |
166 |
231 |
339 |
675 |
675 |
|
24 |
117 |
141 |
163 |
229 |
336 |
673 |
673 |
|
25 |
115 |
139 |
161 |
226 |
334 |
670 |
670 |
|
26 |
112 |
136 |
158 |
224 |
332 |
668 |
668 |
|
27 |
110 |
134 |
156 |
222 |
329 |
666 |
666 |
|
28 |
108 |
132 |
154 |
219 |
327 |
664 |
664 |
|
29 |
106 |
130 |
152 |
217 |
325 |
661 |
661 |
|
30 |
104 |
128 |
150 |
215 |
323 |
659 |
659 |
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 |
9 |
26 |
51 |
109 |
245 |
582 |
1 232 |
|
2 |
9 |
26 |
51 |
109 |
245 |
582 |
1 012 |
|
3 |
10 |
29 |
53 |
104 |
243 |
580 |
839 |
|
4 |
12 |
34 |
57 |
101 |
244 |
580 |
702 |
|
5 |
16 |
40 |
62 |
104 |
245 |
581 |
595 |
|
6 |
18 |
44 |
66 |
100 |
246 |
582 |
582 |
|
7 |
19 |
46 |
65 |
93 |
246 |
582 |
582 |
|
8 |
17 |
44 |
64 |
91 |
246 |
583 |
583 |
|
9 |
17 |
45 |
66 |
95 |
246 |
583 |
583 |
|
10 |
19 |
48 |
69 |
99 |
247 |
583 |
583 |
|
11 |
21 |
50 |
70 |
102 |
247 |
583 |
583 |
|
12 |
23 |
53 |
71 |
103 |
247 |
583 |
583 |
|
13 |
24 |
55 |
72 |
103 |
247 |
583 |
583 |
|
14 |
24 |
55 |
72 |
103 |
247 |
583 |
583 |
|
15 |
24 |
55 |
72 |
103 |
247 |
583 |
583 |
|
16 |
24 |
55 |
72 |
103 |
246 |
583 |
583 |
|
17 |
24 |
55 |
72 |
103 |
246 |
583 |
583 |
|
18 |
24 |
55 |
72 |
103 |
246 |
583 |
583 |
|
19 |
24 |
55 |
72 |
103 |
247 |
583 |
583 |
|
20 |
24 |
55 |
72 |
103 |
247 |
583 |
583 |
|
21 |
24 |
55 |
72 |
103 |
247 |
584 |
584 |
|
22 |
24 |
55 |
72 |
103 |
248 |
584 |
584 |
|
23 |
24 |
55 |
72 |
103 |
248 |
584 |
584 |
|
24 |
24 |
55 |
72 |
103 |
248 |
584 |
584 |
|
25 |
24 |
55 |
72 |
103 |
248 |
584 |
584 |
|
26 |
24 |
55 |
72 |
103 |
248 |
584 |
584 |
|
27 |
24 |
55 |
72 |
103 |
247 |
584 |
584 |
|
28 |
24 |
55 |
72 |
103 |
247 |
584 |
584 |
|
29 |
24 |
55 |
72 |
103 |
247 |
584 |
584 |
|
30 |
24 |
55 |
72 |
103 |
247 |
583 |
583 |
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 |
13 |
92 |
205 |
542 |
1 187 |
|
2 |
1 |
5 |
12 |
90 |
204 |
540 |
973 |
|
3 |
2 |
5 |
11 |
81 |
199 |
535 |
805 |
|
4 |
3 |
6 |
13 |
82 |
197 |
533 |
674 |
|
5 |
4 |
7 |
18 |
84 |
196 |
532 |
571 |
|
6 |
4 |
8 |
21 |
88 |
195 |
532 |
532 |
|
7 |
5 |
8 |
22 |
90 |
195 |
532 |
532 |
|
8 |
6 |
9 |
22 |
89 |
195 |
532 |
532 |
|
9 |
7 |
11 |
22 |
88 |
195 |
532 |
532 |
|
10 |
8 |
11 |
22 |
88 |
195 |
532 |
532 |
|
11 |
8 |
12 |
23 |
88 |
196 |
532 |
532 |
|
12 |
9 |
12 |
24 |
88 |
196 |
532 |
532 |
|
13 |
10 |
14 |
26 |
88 |
196 |
533 |
533 |
|
14 |
11 |
14 |
27 |
89 |
196 |
533 |
533 |
|
15 |
11 |
15 |
29 |
89 |
197 |
533 |
533 |
|
16 |
12 |
16 |
30 |
89 |
197 |
533 |
533 |
|
17 |
12 |
17 |
31 |
90 |
197 |
534 |
534 |
|
18 |
14 |
17 |
33 |
90 |
198 |
534 |
534 |
|
19 |
14 |
19 |
34 |
91 |
198 |
535 |
535 |
|
20 |
15 |
19 |
35 |
91 |
199 |
536 |
536 |
|
21 |
15 |
20 |
36 |
92 |
200 |
536 |
536 |
|
22 |
16 |
20 |
38 |
93 |
200 |
537 |
537 |
|
23 |
17 |
22 |
39 |
93 |
201 |
537 |
537 |
|
24 |
18 |
22 |
41 |
93 |
201 |
537 |
537 |
|
25 |
18 |
23 |
42 |
94 |
201 |
538 |
538 |
|
26 |
19 |
23 |
43 |
94 |
201 |
538 |
538 |
|
27 |
19 |
25 |
45 |
94 |
201 |
538 |
538 |
|
28 |
21 |
25 |
46 |
94 |
201 |
538 |
538 |
|
29 |
21 |
26 |
47 |
94 |
202 |
538 |
538 |
|
30 |
22 |
27 |
48 |
94 |
202 |
538 |
538 |
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 |
22 |
44 |
166 |
303 |
3 034 |
|
2 |
1 |
15 |
22 |
44 |
166 |
339 |
2 253 |
|
3 |
1 |
15 |
24 |
49 |
161 |
352 |
1 699 |
|
4 |
1 |
16 |
27 |
53 |
158 |
351 |
1 313 |
|
5 |
2 |
18 |
30 |
55 |
158 |
342 |
1 041 |
|
6 |
3 |
21 |
33 |
58 |
158 |
329 |
845 |
|
7 |
4 |
24 |
35 |
60 |
158 |
313 |
700 |
|
8 |
4 |
24 |
36 |
63 |
158 |
296 |
589 |
|
9 |
5 |
25 |
38 |
66 |
158 |
280 |
502 |
|
10 |
5 |
26 |
39 |
68 |
158 |
263 |
432 |
|
11 |
5 |
27 |
40 |
69 |
158 |
251 |
376 |
|
12 |
6 |
27 |
40 |
69 |
158 |
251 |
329 |
|
13 |
6 |
27 |
40 |
69 |
158 |
251 |
290 |
|
14 |
6 |
27 |
40 |
69 |
158 |
251 |
257 |
|
15 |
6 |
27 |
40 |
69 |
158 |
251 |
251 |
|
16 |
8 |
27 |
43 |
69 |
158 |
251 |
251 |
|
17 |
8 |
27 |
46 |
69 |
158 |
251 |
251 |
|
18 |
8 |
27 |
48 |
69 |
158 |
251 |
251 |
|
19 |
9 |
27 |
50 |
69 |
158 |
251 |
251 |
|
20 |
9 |
27 |
53 |
69 |
158 |
251 |
251 |
|
21 |
9 |
27 |
55 |
69 |
158 |
251 |
251 |
|
22 |
10 |
27 |
58 |
69 |
158 |
251 |
251 |
|
23 |
10 |
27 |
61 |
69 |
158 |
251 |
251 |
|
24 |
12 |
27 |
63 |
69 |
158 |
251 |
251 |
|
25 |
12 |
27 |
66 |
69 |
158 |
251 |
251 |
|
26 |
12 |
27 |
68 |
71 |
158 |
251 |
251 |
|
27 |
13 |
27 |
71 |
74 |
158 |
251 |
251 |
|
28 |
13 |
27 |
73 |
76 |
158 |
251 |
251 |
|
29 |
13 |
27 |
76 |
77 |
158 |
251 |
251 |
|
30 |
14 |
27 |
78 |
79 |
158 |
251 |
251 |
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 |
6 |
20 |
26 |
49 |
171 |
309 |
3 099 |
|
2 |
8 |
22 |
28 |
51 |
173 |
347 |
2 306 |
|
3 |
8 |
23 |
31 |
57 |
168 |
360 |
1 739 |
|
4 |
8 |
24 |
34 |
60 |
165 |
358 |
1 343 |
|
5 |
8 |
25 |
37 |
62 |
165 |
349 |
1 064 |
|
6 |
9 |
27 |
39 |
65 |
164 |
335 |
863 |
|
7 |
10 |
30 |
40 |
66 |
164 |
319 |
713 |
|
8 |
10 |
30 |
41 |
68 |
163 |
301 |
599 |
|
9 |
10 |
30 |
42 |
71 |
163 |
284 |
511 |
|
10 |
10 |
31 |
44 |
73 |
162 |
267 |
440 |
|
11 |
9 |
30 |
44 |
73 |
162 |
255 |
382 |
|
12 |
9 |
30 |
43 |
73 |
161 |
254 |
334 |
|
13 |
8 |
29 |
42 |
72 |
161 |
254 |
295 |
|
14 |
8 |
29 |
42 |
72 |
160 |
253 |
261 |
|
15 |
7 |
28 |
41 |
71 |
160 |
253 |
253 |
|
16 |
8 |
28 |
43 |
70 |
159 |
252 |
252 |
|
17 |
8 |
28 |
46 |
70 |
159 |
252 |
252 |
|
18 |
8 |
27 |
49 |
70 |
159 |
252 |
252 |
|
19 |
9 |
27 |
51 |
70 |
159 |
252 |
252 |
|
20 |
9 |
28 |
54 |
71 |
159 |
252 |
252 |
|
21 |
9 |
28 |
56 |
71 |
160 |
253 |
253 |
|
22 |
10 |
28 |
58 |
71 |
160 |
253 |
253 |
|
23 |
11 |
29 |
61 |
71 |
160 |
253 |
253 |
|
24 |
12 |
29 |
63 |
71 |
160 |
253 |
253 |
|
25 |
12 |
29 |
66 |
71 |
160 |
253 |
253 |
|
26 |
12 |
29 |
68 |
72 |
160 |
253 |
253 |
|
27 |
13 |
29 |
71 |
74 |
160 |
253 |
253 |
|
28 |
13 |
29 |
74 |
76 |
160 |
253 |
253 |
|
29 |
14 |
29 |
77 |
79 |
160 |
253 |
253 |
|
30 |
14 |
29 |
79 |
81 |
160 |
253 |
253 |
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 |
15 |
21 |
44 |
166 |
303 |
3 034 |
|
2 |
1 |
15 |
21 |
44 |
166 |
339 |
2 252 |
|
3 |
1 |
15 |
24 |
49 |
160 |
352 |
1 699 |
|
4 |
1 |
16 |
27 |
53 |
158 |
351 |
1 313 |
|
5 |
2 |
18 |
30 |
55 |
158 |
342 |
1 041 |
|
6 |
3 |
21 |
33 |
58 |
158 |
328 |
845 |
|
7 |
4 |
24 |
35 |
60 |
158 |
313 |
700 |
|
8 |
4 |
24 |
36 |
63 |
158 |
296 |
589 |
|
9 |
5 |
25 |
37 |
66 |
158 |
280 |
502 |
|
10 |
5 |
26 |
39 |
68 |
158 |
263 |
432 |
|
11 |
5 |
26 |
39 |
69 |
158 |
251 |
376 |
|
12 |
6 |
26 |
39 |
69 |
158 |
251 |
329 |
|
13 |
6 |
26 |
39 |
69 |
158 |
251 |
290 |
|
14 |
6 |
26 |
39 |
69 |
158 |
251 |
257 |
|
15 |
6 |
26 |
40 |
69 |
158 |
251 |
251 |
|
16 |
8 |
26 |
43 |
69 |
158 |
251 |
251 |
|
17 |
8 |
26 |
46 |
69 |
158 |
251 |
251 |
|
18 |
8 |
26 |
48 |
69 |
158 |
251 |
251 |
|
19 |
9 |
26 |
50 |
69 |
158 |
251 |
251 |
|
20 |
9 |
26 |
53 |
69 |
158 |
251 |
251 |
|
21 |
9 |
26 |
55 |
69 |
158 |
251 |
251 |
|
22 |
10 |
26 |
58 |
69 |
158 |
251 |
251 |
|
23 |
10 |
26 |
61 |
69 |
158 |
251 |
251 |
|
24 |
12 |
26 |
63 |
69 |
158 |
251 |
251 |
|
25 |
12 |
26 |
66 |
69 |
158 |
251 |
251 |
|
26 |
12 |
26 |
68 |
71 |
158 |
251 |
251 |
|
27 |
13 |
26 |
71 |
74 |
158 |
251 |
251 |
|
28 |
13 |
26 |
73 |
76 |
158 |
251 |
251 |
|
29 |
13 |
26 |
76 |
77 |
158 |
251 |
251 |
|
30 |
14 |
27 |
78 |
79 |
158 |
251 |
251 |
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 |
79 |
93 |
100 |
123 |
245 |
340 |
3 054 |
|
2 |
75 |
89 |
96 |
118 |
240 |
343 |
2 279 |
|
3 |
77 |
92 |
100 |
126 |
237 |
356 |
1 719 |
|
4 |
74 |
90 |
101 |
127 |
232 |
355 |
1 331 |
|
5 |
72 |
90 |
102 |
126 |
229 |
347 |
1 057 |
|
6 |
72 |
90 |
102 |
127 |
227 |
334 |
860 |
|
7 |
71 |
91 |
101 |
127 |
225 |
319 |
713 |
|
8 |
70 |
90 |
101 |
128 |
223 |
316 |
600 |
|
9 |
69 |
90 |
102 |
130 |
222 |
315 |
512 |
|
10 |
65 |
86 |
99 |
128 |
218 |
311 |
441 |
|
11 |
63 |
84 |
97 |
126 |
215 |
308 |
384 |
|
12 |
61 |
82 |
95 |
125 |
214 |
307 |
336 |
|
13 |
60 |
82 |
95 |
124 |
213 |
306 |
306 |
|
14 |
60 |
81 |
94 |
124 |
213 |
306 |
306 |
|
15 |
59 |
81 |
94 |
123 |
212 |
305 |
305 |
|
16 |
59 |
80 |
93 |
123 |
211 |
304 |
304 |
|
17 |
58 |
79 |
92 |
122 |
211 |
304 |
304 |
|
18 |
58 |
79 |
92 |
121 |
210 |
303 |
303 |
|
19 |
57 |
78 |
91 |
121 |
209 |
302 |
302 |
|
20 |
56 |
77 |
90 |
120 |
209 |
302 |
302 |
|
21 |
55 |
76 |
89 |
119 |
208 |
301 |
301 |
|
22 |
54 |
76 |
89 |
118 |
207 |
300 |
300 |
|
23 |
54 |
75 |
88 |
117 |
206 |
299 |
299 |
|
24 |
52 |
74 |
87 |
116 |
205 |
298 |
298 |
|
25 |
51 |
73 |
86 |
115 |
204 |
297 |
297 |
|
26 |
50 |
71 |
85 |
114 |
203 |
296 |
296 |
|
27 |
49 |
70 |
83 |
113 |
202 |
295 |
295 |
|
28 |
48 |
69 |
82 |
112 |
201 |
294 |
294 |
|
29 |
47 |
68 |
81 |
111 |
200 |
293 |
293 |
|
30 |
46 |
67 |
80 |
110 |
199 |
292 |
292 |
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 |
4 |
18 |
25 |
48 |
170 |
302 |
3 030 |
|
2 |
6 |
20 |
27 |
50 |
172 |
339 |
2 252 |
|
3 |
7 |
22 |
31 |
56 |
167 |
352 |
1 699 |
|
4 |
7 |
23 |
34 |
60 |
165 |
351 |
1 314 |
|
5 |
9 |
26 |
38 |
62 |
165 |
342 |
1 043 |
|
6 |
10 |
28 |
40 |
66 |
165 |
329 |
847 |
|
7 |
11 |
31 |
42 |
67 |
165 |
314 |
701 |
|
8 |
11 |
31 |
43 |
70 |
165 |
297 |
590 |
|
9 |
11 |
31 |
44 |
72 |
164 |
281 |
503 |
|
10 |
11 |
32 |
45 |
74 |
164 |
264 |
434 |
|
11 |
11 |
32 |
45 |
74 |
163 |
256 |
377 |
|
12 |
10 |
31 |
44 |
74 |
163 |
256 |
331 |
|
13 |
10 |
31 |
44 |
74 |
162 |
255 |
292 |
|
14 |
9 |
31 |
44 |
73 |
162 |
255 |
259 |
|
15 |
9 |
30 |
43 |
73 |
162 |
255 |
255 |
|
16 |
9 |
30 |
43 |
73 |
161 |
254 |
254 |
|
17 |
9 |
30 |
46 |
72 |
161 |
254 |
254 |
|
18 |
8 |
30 |
49 |
72 |
161 |
254 |
254 |
|
19 |
9 |
30 |
51 |
72 |
161 |
254 |
254 |
|
20 |
9 |
30 |
53 |
73 |
162 |
255 |
255 |
|
21 |
9 |
30 |
56 |
73 |
162 |
255 |
255 |
|
22 |
10 |
31 |
58 |
73 |
162 |
255 |
255 |
|
23 |
11 |
31 |
61 |
74 |
162 |
255 |
255 |
|
24 |
12 |
31 |
64 |
74 |
162 |
255 |
255 |
|
25 |
12 |
31 |
66 |
74 |
162 |
255 |
255 |
|
26 |
12 |
31 |
69 |
74 |
162 |
255 |
255 |
|
27 |
13 |
31 |
71 |
74 |
162 |
255 |
255 |
|
28 |
13 |
31 |
73 |
76 |
162 |
255 |
255 |
|
29 |
14 |
31 |
77 |
79 |
162 |
255 |
255 |
|
30 |
14 |
31 |
79 |
81 |
162 |
255 |
255 |
3.6
Kuna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
47 |
61 |
67 |
90 |
212 |
307 |
3 055 |
|
2 |
50 |
64 |
71 |
94 |
216 |
342 |
2 273 |
|
3 |
54 |
69 |
78 |
103 |
215 |
355 |
1 716 |
|
4 |
57 |
73 |
83 |
109 |
214 |
355 |
1 327 |
|
5 |
58 |
75 |
87 |
112 |
215 |
346 |
1 054 |
|
6 |
60 |
78 |
90 |
115 |
215 |
333 |
857 |
|
7 |
61 |
80 |
91 |
117 |
214 |
318 |
710 |
|
8 |
59 |
79 |
91 |
118 |
213 |
306 |
598 |
|
9 |
58 |
79 |
91 |
120 |
212 |
305 |
510 |
|
10 |
57 |
78 |
91 |
120 |
210 |
303 |
440 |
|
11 |
56 |
77 |
90 |
119 |
208 |
301 |
382 |
|
12 |
54 |
75 |
88 |
118 |
207 |
300 |
335 |
|
13 |
53 |
74 |
87 |
116 |
205 |
298 |
298 |
|
14 |
51 |
72 |
85 |
115 |
204 |
297 |
297 |
|
15 |
50 |
71 |
84 |
114 |
203 |
296 |
296 |
|
16 |
49 |
70 |
83 |
113 |
201 |
294 |
294 |
|
17 |
48 |
69 |
82 |
112 |
201 |
294 |
294 |
|
18 |
47 |
68 |
81 |
111 |
200 |
293 |
293 |
|
19 |
46 |
68 |
81 |
110 |
199 |
292 |
292 |
|
20 |
46 |
67 |
80 |
110 |
198 |
291 |
291 |
|
21 |
45 |
66 |
79 |
109 |
198 |
291 |
291 |
|
22 |
44 |
65 |
78 |
108 |
197 |
290 |
290 |
|
23 |
43 |
65 |
78 |
107 |
196 |
289 |
289 |
|
24 |
43 |
64 |
77 |
106 |
195 |
288 |
288 |
|
25 |
42 |
63 |
76 |
106 |
194 |
287 |
287 |
|
26 |
41 |
62 |
75 |
105 |
194 |
287 |
287 |
|
27 |
40 |
61 |
74 |
104 |
193 |
286 |
286 |
|
28 |
39 |
60 |
75 |
103 |
192 |
285 |
285 |
|
29 |
38 |
59 |
77 |
102 |
191 |
284 |
284 |
|
30 |
38 |
59 |
79 |
101 |
190 |
283 |
283 |
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 |
21 |
44 |
165 |
302 |
3 032 |
|
2 |
0 |
14 |
21 |
44 |
165 |
339 |
2 251 |
|
3 |
1 |
14 |
23 |
49 |
160 |
352 |
1 697 |
|
4 |
1 |
15 |
26 |
52 |
157 |
351 |
1 312 |
|
5 |
2 |
17 |
30 |
54 |
157 |
342 |
1 041 |
|
6 |
2 |
20 |
32 |
57 |
157 |
328 |
845 |
|
7 |
4 |
23 |
34 |
60 |
157 |
313 |
699 |
|
8 |
4 |
24 |
35 |
62 |
157 |
296 |
588 |
|
9 |
4 |
25 |
37 |
65 |
157 |
279 |
501 |
|
10 |
4 |
25 |
38 |
67 |
157 |
263 |
432 |
|
11 |
5 |
26 |
39 |
68 |
157 |
250 |
376 |
|
12 |
6 |
26 |
39 |
68 |
157 |
250 |
329 |
|
13 |
6 |
26 |
39 |
68 |
157 |
250 |
290 |
|
14 |
6 |
26 |
39 |
68 |
157 |
250 |
257 |
|
15 |
6 |
26 |
40 |
68 |
157 |
250 |
250 |
|
16 |
8 |
26 |
43 |
68 |
157 |
250 |
250 |
|
17 |
8 |
26 |
46 |
68 |
157 |
250 |
250 |
|
18 |
8 |
26 |
48 |
68 |
157 |
250 |
250 |
|
19 |
9 |
26 |
50 |
68 |
157 |
250 |
250 |
|
20 |
9 |
26 |
53 |
68 |
157 |
250 |
250 |
|
21 |
9 |
26 |
55 |
68 |
157 |
250 |
250 |
|
22 |
10 |
26 |
58 |
68 |
157 |
250 |
250 |
|
23 |
10 |
26 |
61 |
68 |
157 |
250 |
250 |
|
24 |
12 |
26 |
63 |
68 |
157 |
250 |
250 |
|
25 |
12 |
26 |
66 |
69 |
157 |
250 |
250 |
|
26 |
12 |
26 |
68 |
71 |
157 |
250 |
250 |
|
27 |
13 |
26 |
71 |
74 |
157 |
250 |
250 |
|
28 |
13 |
26 |
73 |
76 |
157 |
250 |
250 |
|
29 |
13 |
26 |
75 |
77 |
157 |
250 |
250 |
|
30 |
14 |
27 |
78 |
79 |
157 |
250 |
250 |
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 |
46 |
184 |
308 |
3 096 |
|
2 |
0 |
11 |
22 |
46 |
184 |
346 |
2 301 |
|
3 |
1 |
11 |
24 |
51 |
178 |
359 |
1 734 |
|
4 |
1 |
13 |
27 |
56 |
175 |
357 |
1 339 |
|
5 |
2 |
16 |
29 |
59 |
174 |
347 |
1 060 |
|
6 |
2 |
18 |
33 |
60 |
173 |
333 |
859 |
|
7 |
3 |
21 |
36 |
60 |
172 |
317 |
711 |
|
8 |
4 |
23 |
37 |
60 |
171 |
300 |
597 |
|
9 |
7 |
31 |
42 |
58 |
170 |
283 |
509 |
|
10 |
9 |
34 |
41 |
57 |
169 |
266 |
438 |
|
11 |
8 |
33 |
41 |
56 |
168 |
261 |
380 |
|
12 |
7 |
32 |
40 |
56 |
167 |
260 |
333 |
|
13 |
6 |
31 |
41 |
56 |
166 |
259 |
293 |
|
14 |
6 |
30 |
41 |
56 |
166 |
259 |
260 |
|
15 |
6 |
30 |
41 |
56 |
165 |
258 |
258 |
|
16 |
8 |
30 |
43 |
56 |
163 |
256 |
256 |
|
17 |
8 |
30 |
46 |
56 |
163 |
256 |
256 |
|
18 |
8 |
30 |
48 |
56 |
162 |
255 |
255 |
|
19 |
9 |
30 |
51 |
57 |
162 |
255 |
255 |
|
20 |
9 |
30 |
53 |
59 |
162 |
255 |
255 |
|
21 |
9 |
30 |
55 |
61 |
163 |
256 |
256 |
|
22 |
10 |
30 |
58 |
64 |
162 |
255 |
255 |
|
23 |
10 |
30 |
61 |
66 |
162 |
255 |
255 |
|
24 |
12 |
30 |
63 |
67 |
161 |
254 |
254 |
|
25 |
12 |
30 |
66 |
70 |
161 |
254 |
254 |
|
26 |
12 |
30 |
68 |
72 |
160 |
253 |
253 |
|
27 |
13 |
30 |
71 |
74 |
160 |
253 |
253 |
|
28 |
13 |
30 |
73 |
76 |
160 |
253 |
253 |
|
29 |
13 |
30 |
75 |
77 |
159 |
252 |
252 |
|
30 |
14 |
30 |
78 |
79 |
159 |
252 |
252 |
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 |
82 |
96 |
103 |
126 |
247 |
342 |
3 172 |
|
2 |
80 |
94 |
100 |
123 |
245 |
355 |
2 367 |
|
3 |
77 |
92 |
100 |
126 |
237 |
370 |
1 791 |
|
4 |
74 |
90 |
101 |
127 |
232 |
369 |
1 387 |
|
5 |
72 |
89 |
101 |
126 |
229 |
361 |
1 101 |
|
6 |
72 |
90 |
102 |
127 |
227 |
347 |
894 |
|
7 |
70 |
90 |
101 |
126 |
224 |
331 |
740 |
|
8 |
68 |
88 |
99 |
126 |
222 |
315 |
622 |
|
9 |
66 |
87 |
99 |
127 |
219 |
312 |
530 |
|
10 |
64 |
85 |
99 |
128 |
217 |
310 |
457 |
|
11 |
63 |
84 |
97 |
127 |
216 |
309 |
397 |
|
12 |
61 |
82 |
95 |
125 |
214 |
307 |
348 |
|
13 |
60 |
81 |
94 |
123 |
212 |
305 |
306 |
|
14 |
58 |
79 |
92 |
122 |
211 |
304 |
304 |
|
15 |
57 |
78 |
91 |
121 |
209 |
302 |
302 |
|
16 |
55 |
77 |
90 |
119 |
208 |
301 |
301 |
|
17 |
54 |
75 |
88 |
118 |
207 |
300 |
300 |
|
18 |
53 |
74 |
88 |
117 |
206 |
299 |
299 |
|
19 |
52 |
74 |
87 |
116 |
205 |
298 |
298 |
|
20 |
52 |
73 |
86 |
115 |
204 |
297 |
297 |
|
21 |
51 |
72 |
85 |
115 |
203 |
296 |
296 |
|
22 |
50 |
71 |
84 |
114 |
202 |
295 |
295 |
|
23 |
49 |
70 |
83 |
113 |
201 |
294 |
294 |
|
24 |
48 |
69 |
82 |
112 |
200 |
293 |
293 |
|
25 |
47 |
68 |
81 |
111 |
199 |
292 |
292 |
|
26 |
46 |
67 |
80 |
110 |
198 |
291 |
291 |
|
27 |
45 |
66 |
79 |
109 |
197 |
290 |
290 |
|
28 |
44 |
65 |
78 |
108 |
196 |
289 |
289 |
|
29 |
43 |
64 |
79 |
107 |
195 |
288 |
288 |
|
30 |
42 |
63 |
82 |
106 |
194 |
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 |
55 |
69 |
76 |
99 |
221 |
316 |
3 114 |
|
2 |
54 |
68 |
74 |
97 |
219 |
348 |
2 314 |
|
3 |
52 |
67 |
76 |
101 |
212 |
361 |
1 748 |
|
4 |
51 |
67 |
77 |
104 |
209 |
361 |
1 353 |
|
5 |
50 |
67 |
79 |
103 |
206 |
352 |
1 075 |
|
6 |
49 |
67 |
79 |
105 |
204 |
339 |
873 |
|
7 |
49 |
68 |
79 |
105 |
203 |
323 |
723 |
|
8 |
47 |
67 |
79 |
106 |
201 |
306 |
609 |
|
9 |
46 |
67 |
79 |
107 |
199 |
292 |
519 |
|
10 |
45 |
66 |
79 |
108 |
198 |
291 |
447 |
|
11 |
44 |
66 |
79 |
108 |
197 |
290 |
389 |
|
12 |
44 |
65 |
78 |
107 |
196 |
289 |
340 |
|
13 |
43 |
64 |
77 |
107 |
195 |
288 |
300 |
|
14 |
42 |
63 |
76 |
106 |
195 |
288 |
288 |
|
15 |
41 |
63 |
76 |
105 |
194 |
287 |
287 |
|
16 |
40 |
62 |
75 |
104 |
193 |
286 |
286 |
|
17 |
40 |
61 |
74 |
104 |
192 |
285 |
285 |
|
18 |
39 |
60 |
73 |
103 |
192 |
285 |
285 |
|
19 |
39 |
60 |
73 |
102 |
191 |
284 |
284 |
|
20 |
38 |
59 |
73 |
102 |
191 |
284 |
284 |
|
21 |
38 |
59 |
72 |
102 |
191 |
284 |
284 |
|
22 |
38 |
59 |
72 |
101 |
190 |
283 |
283 |
|
23 |
37 |
58 |
71 |
101 |
190 |
283 |
283 |
|
24 |
37 |
58 |
71 |
100 |
189 |
282 |
282 |
|
25 |
36 |
57 |
70 |
100 |
188 |
281 |
281 |
|
26 |
35 |
56 |
70 |
99 |
188 |
281 |
281 |
|
27 |
35 |
56 |
72 |
98 |
187 |
280 |
280 |
|
28 |
34 |
55 |
75 |
98 |
186 |
279 |
279 |
|
29 |
33 |
54 |
78 |
97 |
186 |
279 |
279 |
|
30 |
32 |
54 |
81 |
96 |
185 |
278 |
278 |
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 |
69 |
191 |
310 |
3 109 |
|
2 |
26 |
40 |
47 |
70 |
191 |
348 |
2 314 |
|
3 |
25 |
40 |
48 |
74 |
185 |
361 |
1 745 |
|
4 |
24 |
40 |
50 |
77 |
181 |
359 |
1 348 |
|
5 |
24 |
41 |
53 |
78 |
181 |
350 |
1 069 |
|
6 |
24 |
43 |
55 |
80 |
180 |
336 |
867 |
|
7 |
25 |
45 |
56 |
81 |
179 |
320 |
717 |
|
8 |
24 |
44 |
56 |
83 |
178 |
303 |
603 |
|
9 |
24 |
45 |
57 |
85 |
177 |
286 |
513 |
|
10 |
24 |
45 |
58 |
87 |
177 |
270 |
442 |
|
11 |
23 |
44 |
57 |
87 |
176 |
269 |
384 |
|
12 |
22 |
44 |
57 |
86 |
175 |
268 |
336 |
|
13 |
22 |
43 |
56 |
86 |
174 |
267 |
297 |
|
14 |
21 |
42 |
55 |
85 |
174 |
267 |
267 |
|
15 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
16 |
19 |
40 |
53 |
83 |
172 |
265 |
265 |
|
17 |
19 |
40 |
53 |
83 |
171 |
264 |
264 |
|
18 |
18 |
39 |
52 |
82 |
171 |
264 |
264 |
|
19 |
18 |
39 |
52 |
82 |
171 |
264 |
264 |
|
20 |
18 |
39 |
54 |
82 |
171 |
264 |
264 |
|
21 |
18 |
39 |
57 |
82 |
171 |
264 |
264 |
|
22 |
18 |
39 |
59 |
82 |
171 |
264 |
264 |
|
23 |
18 |
39 |
62 |
82 |
171 |
264 |
264 |
|
24 |
18 |
39 |
64 |
82 |
170 |
263 |
263 |
|
25 |
18 |
39 |
67 |
81 |
170 |
263 |
263 |
|
26 |
17 |
38 |
70 |
81 |
170 |
263 |
263 |
|
27 |
17 |
38 |
72 |
81 |
170 |
263 |
263 |
|
28 |
17 |
38 |
75 |
81 |
169 |
262 |
262 |
|
29 |
17 |
38 |
77 |
80 |
169 |
262 |
262 |
|
30 |
16 |
37 |
79 |
81 |
169 |
262 |
262 |
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 |
146 |
301 |
3 015 |
|
2 |
0 |
1 |
6 |
25 |
147 |
337 |
2 239 |
|
3 |
1 |
2 |
9 |
30 |
141 |
350 |
1 688 |
|
4 |
1 |
3 |
11 |
34 |
139 |
349 |
1 304 |
|
5 |
2 |
4 |
15 |
36 |
139 |
340 |
1 034 |
|
6 |
2 |
4 |
17 |
39 |
139 |
326 |
839 |
|
7 |
3 |
6 |
19 |
41 |
139 |
311 |
695 |
|
8 |
4 |
6 |
22 |
44 |
139 |
294 |
584 |
|
9 |
4 |
8 |
25 |
47 |
139 |
277 |
498 |
|
10 |
4 |
8 |
28 |
49 |
139 |
261 |
429 |
|
11 |
4 |
10 |
30 |
51 |
140 |
245 |
373 |
|
12 |
6 |
10 |
32 |
50 |
139 |
232 |
327 |
|
13 |
6 |
12 |
35 |
51 |
140 |
233 |
288 |
|
14 |
6 |
12 |
38 |
51 |
139 |
232 |
255 |
|
15 |
6 |
14 |
40 |
49 |
138 |
231 |
231 |
|
16 |
8 |
14 |
43 |
49 |
137 |
230 |
230 |
|
17 |
8 |
15 |
45 |
52 |
137 |
230 |
230 |
|
18 |
8 |
16 |
47 |
54 |
137 |
230 |
230 |
|
19 |
9 |
17 |
50 |
56 |
137 |
231 |
231 |
|
20 |
9 |
18 |
53 |
59 |
138 |
231 |
231 |
|
21 |
9 |
19 |
55 |
60 |
139 |
232 |
232 |
|
22 |
10 |
20 |
57 |
62 |
139 |
232 |
232 |
|
23 |
10 |
20 |
59 |
64 |
139 |
232 |
232 |
|
24 |
10 |
22 |
62 |
66 |
139 |
232 |
232 |
|
25 |
12 |
22 |
65 |
68 |
139 |
232 |
232 |
|
26 |
12 |
24 |
67 |
70 |
138 |
231 |
231 |
|
27 |
13 |
24 |
69 |
72 |
138 |
231 |
231 |
|
28 |
13 |
25 |
72 |
74 |
139 |
231 |
231 |
|
29 |
13 |
26 |
74 |
77 |
139 |
231 |
231 |
|
30 |
14 |
27 |
78 |
79 |
141 |
231 |
231 |
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 |
63 |
86 |
208 |
313 |
3 151 |
|
2 |
42 |
56 |
63 |
86 |
208 |
351 |
2 341 |
|
3 |
41 |
56 |
65 |
90 |
201 |
364 |
1 764 |
|
4 |
40 |
56 |
67 |
93 |
198 |
363 |
1 362 |
|
5 |
40 |
57 |
69 |
94 |
197 |
353 |
1 079 |
|
6 |
40 |
59 |
71 |
96 |
196 |
339 |
875 |
|
7 |
41 |
61 |
71 |
97 |
195 |
323 |
724 |
|
8 |
40 |
60 |
72 |
99 |
194 |
306 |
608 |
|
9 |
39 |
60 |
72 |
101 |
193 |
288 |
518 |
|
10 |
39 |
60 |
73 |
102 |
192 |
285 |
446 |
|
11 |
38 |
59 |
72 |
102 |
191 |
284 |
388 |
|
12 |
37 |
58 |
71 |
101 |
190 |
283 |
339 |
|
13 |
37 |
58 |
71 |
100 |
189 |
282 |
299 |
|
14 |
36 |
57 |
70 |
100 |
189 |
282 |
282 |
|
15 |
35 |
56 |
69 |
99 |
188 |
281 |
281 |
|
16 |
34 |
55 |
68 |
98 |
187 |
280 |
280 |
|
17 |
34 |
55 |
68 |
98 |
186 |
279 |
279 |
|
18 |
33 |
54 |
67 |
97 |
186 |
279 |
279 |
|
19 |
33 |
54 |
67 |
97 |
185 |
278 |
278 |
|
20 |
33 |
54 |
67 |
96 |
185 |
278 |
278 |
|
21 |
32 |
53 |
67 |
96 |
185 |
278 |
278 |
|
22 |
32 |
53 |
66 |
96 |
185 |
278 |
278 |
|
23 |
32 |
53 |
66 |
95 |
184 |
277 |
277 |
|
24 |
31 |
52 |
65 |
95 |
184 |
277 |
277 |
|
25 |
30 |
52 |
67 |
94 |
183 |
276 |
276 |
|
26 |
30 |
51 |
70 |
94 |
182 |
275 |
275 |
|
27 |
29 |
50 |
72 |
93 |
182 |
275 |
275 |
|
28 |
29 |
50 |
75 |
92 |
181 |
274 |
274 |
|
29 |
28 |
49 |
77 |
92 |
181 |
274 |
274 |
|
30 |
27 |
48 |
79 |
91 |
180 |
273 |
273 |
3.14
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
10 |
24 |
31 |
54 |
175 |
310 |
3 114 |
|
2 |
14 |
28 |
35 |
58 |
180 |
348 |
2 315 |
|
3 |
17 |
32 |
40 |
66 |
177 |
361 |
1 746 |
|
4 |
19 |
35 |
46 |
72 |
177 |
360 |
1 349 |
|
5 |
22 |
39 |
51 |
76 |
179 |
350 |
1 070 |
|
6 |
21 |
39 |
51 |
77 |
176 |
337 |
868 |
|
7 |
27 |
46 |
57 |
83 |
180 |
321 |
718 |
|
8 |
25 |
45 |
57 |
84 |
179 |
304 |
604 |
|
9 |
26 |
47 |
59 |
88 |
180 |
287 |
515 |
|
10 |
28 |
49 |
62 |
91 |
181 |
274 |
443 |
|
11 |
30 |
51 |
64 |
93 |
182 |
275 |
385 |
|
12 |
30 |
51 |
65 |
94 |
183 |
276 |
337 |
|
13 |
31 |
52 |
65 |
95 |
183 |
276 |
297 |
|
14 |
31 |
52 |
65 |
95 |
184 |
277 |
277 |
|
15 |
31 |
52 |
65 |
95 |
184 |
277 |
277 |
|
16 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
17 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
18 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
19 |
30 |
51 |
64 |
93 |
182 |
275 |
275 |
|
20 |
30 |
51 |
64 |
93 |
182 |
275 |
275 |
|
21 |
29 |
51 |
64 |
93 |
182 |
275 |
275 |
|
22 |
29 |
50 |
63 |
93 |
182 |
275 |
275 |
|
23 |
29 |
50 |
63 |
93 |
182 |
275 |
275 |
|
24 |
29 |
50 |
65 |
92 |
181 |
274 |
274 |
|
25 |
28 |
49 |
67 |
92 |
181 |
274 |
274 |
|
26 |
28 |
49 |
70 |
91 |
180 |
273 |
273 |
|
27 |
27 |
48 |
72 |
91 |
180 |
273 |
273 |
|
28 |
27 |
48 |
75 |
90 |
179 |
272 |
272 |
|
29 |
26 |
47 |
77 |
90 |
179 |
272 |
272 |
|
30 |
26 |
47 |
79 |
89 |
178 |
271 |
271 |
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 |
9 |
23 |
29 |
52 |
174 |
313 |
3 148 |
|
2 |
10 |
24 |
31 |
54 |
175 |
351 |
2 339 |
|
3 |
11 |
26 |
34 |
60 |
171 |
364 |
1 763 |
|
4 |
11 |
27 |
38 |
64 |
169 |
362 |
1 360 |
|
5 |
12 |
29 |
41 |
66 |
169 |
352 |
1 077 |
|
6 |
14 |
32 |
44 |
69 |
169 |
338 |
873 |
|
7 |
15 |
35 |
46 |
71 |
169 |
322 |
722 |
|
8 |
15 |
35 |
47 |
74 |
169 |
305 |
606 |
|
9 |
16 |
37 |
49 |
77 |
169 |
287 |
516 |
|
10 |
16 |
38 |
51 |
80 |
169 |
270 |
444 |
|
11 |
17 |
38 |
51 |
81 |
170 |
263 |
386 |
|
12 |
17 |
38 |
51 |
81 |
170 |
263 |
338 |
|
13 |
17 |
38 |
51 |
81 |
170 |
263 |
298 |
|
14 |
17 |
38 |
51 |
81 |
170 |
263 |
264 |
|
15 |
17 |
39 |
52 |
81 |
170 |
263 |
263 |
|
16 |
17 |
38 |
51 |
81 |
170 |
263 |
263 |
|
17 |
17 |
38 |
51 |
81 |
170 |
263 |
263 |
|
18 |
17 |
38 |
51 |
81 |
170 |
263 |
263 |
|
19 |
17 |
38 |
51 |
81 |
170 |
263 |
263 |
|
20 |
17 |
38 |
54 |
81 |
170 |
263 |
263 |
|
21 |
17 |
38 |
57 |
81 |
170 |
263 |
263 |
|
22 |
17 |
38 |
59 |
81 |
170 |
263 |
263 |
|
23 |
17 |
38 |
61 |
81 |
169 |
262 |
262 |
|
24 |
16 |
38 |
64 |
80 |
169 |
262 |
262 |
|
25 |
16 |
37 |
66 |
80 |
169 |
262 |
262 |
|
26 |
16 |
37 |
69 |
80 |
168 |
261 |
261 |
|
27 |
15 |
37 |
72 |
79 |
168 |
261 |
261 |
|
28 |
15 |
36 |
74 |
79 |
168 |
261 |
261 |
|
29 |
15 |
36 |
77 |
79 |
167 |
260 |
260 |
|
30 |
14 |
36 |
79 |
81 |
167 |
260 |
260 |
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 |
45 |
59 |
65 |
88 |
210 |
316 |
3 180 |
|
2 |
48 |
62 |
68 |
91 |
213 |
356 |
2 372 |
|
3 |
50 |
65 |
74 |
99 |
210 |
369 |
1 791 |
|
4 |
51 |
67 |
78 |
104 |
209 |
369 |
1 385 |
|
5 |
52 |
70 |
82 |
106 |
209 |
359 |
1 098 |
|
6 |
54 |
73 |
84 |
110 |
210 |
346 |
892 |
|
7 |
56 |
75 |
86 |
112 |
209 |
329 |
738 |
|
8 |
55 |
75 |
87 |
114 |
209 |
312 |
621 |
|
9 |
55 |
76 |
88 |
117 |
209 |
302 |
529 |
|
10 |
56 |
77 |
90 |
119 |
208 |
301 |
455 |
|
11 |
55 |
77 |
90 |
119 |
208 |
301 |
396 |
|
12 |
55 |
76 |
89 |
119 |
207 |
300 |
346 |
|
13 |
54 |
75 |
88 |
118 |
207 |
300 |
305 |
|
14 |
53 |
74 |
87 |
117 |
206 |
299 |
299 |
|
15 |
52 |
73 |
86 |
116 |
205 |
298 |
298 |
|
16 |
51 |
72 |
85 |
115 |
204 |
297 |
297 |
|
17 |
50 |
72 |
85 |
114 |
203 |
296 |
296 |
|
18 |
50 |
71 |
84 |
114 |
202 |
295 |
295 |
|
19 |
49 |
70 |
83 |
113 |
202 |
295 |
295 |
|
20 |
48 |
69 |
82 |
112 |
201 |
294 |
294 |
|
21 |
48 |
69 |
82 |
111 |
200 |
293 |
293 |
|
22 |
47 |
68 |
81 |
111 |
199 |
292 |
292 |
|
23 |
46 |
67 |
80 |
110 |
198 |
291 |
291 |
|
24 |
45 |
66 |
79 |
109 |
198 |
291 |
291 |
|
25 |
44 |
65 |
78 |
108 |
197 |
290 |
290 |
|
26 |
43 |
64 |
77 |
107 |
196 |
289 |
289 |
|
27 |
42 |
63 |
76 |
106 |
195 |
288 |
288 |
|
28 |
41 |
62 |
76 |
105 |
194 |
287 |
287 |
|
29 |
40 |
62 |
78 |
104 |
193 |
286 |
286 |
|
30 |
40 |
61 |
82 |
103 |
192 |
285 |
285 |
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 |
76 |
90 |
97 |
120 |
241 |
337 |
3 278 |
|
2 |
80 |
94 |
101 |
124 |
246 |
366 |
2 444 |
|
3 |
80 |
95 |
104 |
129 |
240 |
380 |
1 849 |
|
4 |
79 |
95 |
106 |
132 |
237 |
380 |
1 430 |
|
5 |
82 |
99 |
111 |
136 |
239 |
371 |
1 135 |
|
6 |
84 |
102 |
114 |
139 |
239 |
357 |
921 |
|
7 |
86 |
105 |
116 |
142 |
239 |
340 |
764 |
|
8 |
87 |
107 |
118 |
145 |
240 |
333 |
642 |
|
9 |
88 |
108 |
120 |
149 |
241 |
334 |
547 |
|
10 |
88 |
109 |
122 |
151 |
241 |
334 |
471 |
|
11 |
88 |
109 |
122 |
151 |
240 |
333 |
409 |
|
12 |
87 |
108 |
121 |
151 |
239 |
332 |
358 |
|
13 |
85 |
106 |
120 |
149 |
238 |
331 |
331 |
|
14 |
84 |
105 |
118 |
148 |
237 |
330 |
330 |
|
15 |
82 |
104 |
117 |
146 |
235 |
328 |
328 |
|
16 |
81 |
102 |
115 |
145 |
234 |
327 |
327 |
|
17 |
80 |
101 |
114 |
143 |
232 |
325 |
325 |
|
18 |
78 |
99 |
112 |
142 |
231 |
324 |
324 |
|
19 |
77 |
98 |
111 |
141 |
229 |
322 |
322 |
|
20 |
76 |
97 |
110 |
139 |
228 |
321 |
321 |
|
21 |
74 |
95 |
108 |
138 |
227 |
320 |
320 |
|
22 |
73 |
94 |
107 |
136 |
225 |
318 |
318 |
|
23 |
71 |
92 |
105 |
135 |
224 |
317 |
317 |
|
24 |
69 |
91 |
104 |
133 |
222 |
315 |
315 |
|
25 |
68 |
89 |
102 |
132 |
221 |
314 |
314 |
|
26 |
66 |
87 |
100 |
130 |
219 |
312 |
312 |
|
27 |
65 |
86 |
99 |
129 |
217 |
310 |
310 |
|
28 |
63 |
84 |
97 |
127 |
216 |
309 |
309 |
|
29 |
62 |
83 |
96 |
126 |
214 |
307 |
307 |
|
30 |
60 |
81 |
94 |
124 |
213 |
306 |
306 |
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 |
2 |
16 |
23 |
46 |
167 |
312 |
3 139 |
|
2 |
5 |
19 |
26 |
49 |
171 |
351 |
2 339 |
|
3 |
7 |
22 |
31 |
56 |
168 |
364 |
1 765 |
|
4 |
9 |
25 |
36 |
62 |
167 |
363 |
1 363 |
|
5 |
11 |
28 |
41 |
65 |
168 |
353 |
1 079 |
|
6 |
14 |
32 |
44 |
69 |
169 |
339 |
875 |
|
7 |
15 |
35 |
46 |
71 |
169 |
323 |
723 |
|
8 |
16 |
36 |
47 |
74 |
169 |
306 |
608 |
|
9 |
16 |
37 |
49 |
77 |
169 |
288 |
518 |
|
10 |
17 |
38 |
51 |
80 |
169 |
271 |
446 |
|
11 |
17 |
38 |
51 |
80 |
169 |
262 |
387 |
|
12 |
16 |
38 |
51 |
80 |
169 |
262 |
339 |
|
13 |
16 |
37 |
50 |
80 |
168 |
261 |
299 |
|
14 |
15 |
36 |
49 |
79 |
168 |
261 |
265 |
|
15 |
14 |
36 |
49 |
78 |
167 |
260 |
260 |
|
16 |
14 |
35 |
48 |
77 |
166 |
259 |
259 |
|
17 |
13 |
34 |
47 |
77 |
166 |
259 |
259 |
|
18 |
13 |
34 |
49 |
77 |
165 |
258 |
258 |
|
19 |
13 |
34 |
52 |
76 |
165 |
258 |
258 |
|
20 |
13 |
34 |
54 |
77 |
165 |
258 |
258 |
|
21 |
13 |
34 |
57 |
77 |
165 |
258 |
258 |
|
22 |
13 |
34 |
60 |
77 |
165 |
258 |
258 |
|
23 |
13 |
34 |
62 |
77 |
165 |
258 |
258 |
|
24 |
13 |
34 |
65 |
77 |
165 |
258 |
258 |
|
25 |
13 |
34 |
67 |
76 |
165 |
258 |
258 |
|
26 |
12 |
34 |
70 |
76 |
165 |
258 |
258 |
|
27 |
13 |
33 |
72 |
76 |
165 |
258 |
258 |
|
28 |
13 |
33 |
75 |
77 |
165 |
258 |
258 |
|
29 |
14 |
33 |
77 |
79 |
165 |
258 |
258 |
|
30 |
14 |
33 |
80 |
81 |
164 |
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 |
88 |
102 |
108 |
131 |
253 |
348 |
3 391 |
|
2 |
88 |
102 |
109 |
132 |
253 |
376 |
2 525 |
|
3 |
87 |
102 |
111 |
136 |
247 |
391 |
1 906 |
|
4 |
87 |
103 |
114 |
140 |
245 |
390 |
1 472 |
|
5 |
87 |
105 |
117 |
141 |
244 |
380 |
1 167 |
|
6 |
88 |
106 |
118 |
144 |
243 |
365 |
946 |
|
7 |
89 |
109 |
120 |
145 |
243 |
348 |
782 |
|
8 |
89 |
109 |
121 |
148 |
243 |
336 |
657 |
|
9 |
88 |
109 |
121 |
150 |
242 |
335 |
560 |
|
10 |
87 |
108 |
121 |
150 |
240 |
333 |
482 |
|
11 |
86 |
107 |
120 |
149 |
238 |
331 |
418 |
|
12 |
84 |
105 |
118 |
148 |
236 |
329 |
366 |
|
13 |
82 |
103 |
116 |
146 |
234 |
327 |
327 |
|
14 |
80 |
101 |
114 |
144 |
233 |
326 |
326 |
|
15 |
78 |
99 |
112 |
142 |
231 |
324 |
324 |
|
16 |
76 |
97 |
110 |
140 |
229 |
322 |
322 |
|
17 |
74 |
96 |
109 |
138 |
227 |
320 |
320 |
|
18 |
73 |
94 |
107 |
137 |
225 |
318 |
318 |
|
19 |
71 |
93 |
106 |
135 |
224 |
317 |
317 |
|
20 |
70 |
92 |
105 |
134 |
223 |
316 |
316 |
|
21 |
69 |
91 |
104 |
133 |
222 |
315 |
315 |
|
22 |
68 |
89 |
102 |
132 |
221 |
314 |
314 |
|
23 |
67 |
88 |
101 |
131 |
220 |
313 |
313 |
|
24 |
66 |
87 |
100 |
130 |
219 |
312 |
312 |
|
25 |
65 |
86 |
99 |
129 |
217 |
310 |
310 |
|
26 |
64 |
85 |
98 |
128 |
216 |
309 |
309 |
|
27 |
63 |
84 |
97 |
126 |
215 |
308 |
308 |
|
28 |
62 |
83 |
96 |
125 |
214 |
307 |
307 |
|
29 |
60 |
82 |
95 |
124 |
213 |
306 |
306 |
|
30 |
59 |
81 |
94 |
123 |
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 |
342 |
356 |
362 |
385 |
507 |
602 |
3 458 |
|
2 |
73 |
87 |
94 |
117 |
239 |
381 |
2 562 |
|
3 |
75 |
90 |
99 |
125 |
236 |
394 |
1 925 |
|
4 |
78 |
94 |
105 |
131 |
236 |
392 |
1 484 |
|
5 |
80 |
97 |
109 |
134 |
237 |
381 |
1 174 |
|
6 |
82 |
101 |
112 |
138 |
238 |
366 |
951 |
|
7 |
84 |
104 |
115 |
140 |
238 |
348 |
786 |
|
8 |
85 |
105 |
117 |
144 |
239 |
332 |
661 |
|
9 |
86 |
106 |
119 |
147 |
239 |
332 |
562 |
|
10 |
86 |
107 |
120 |
149 |
239 |
332 |
484 |
|
11 |
86 |
107 |
120 |
150 |
239 |
332 |
420 |
|
12 |
86 |
107 |
120 |
150 |
239 |
332 |
368 |
|
13 |
86 |
108 |
121 |
150 |
239 |
332 |
332 |
|
14 |
87 |
108 |
121 |
151 |
240 |
333 |
333 |
|
15 |
88 |
109 |
122 |
152 |
240 |
333 |
333 |
|
16 |
89 |
110 |
123 |
153 |
241 |
334 |
334 |
|
17 |
90 |
111 |
124 |
154 |
242 |
335 |
335 |
|
18 |
91 |
112 |
125 |
155 |
243 |
336 |
336 |
|
19 |
92 |
113 |
126 |
156 |
244 |
337 |
337 |
|
20 |
92 |
113 |
127 |
156 |
245 |
338 |
338 |
|
21 |
93 |
114 |
127 |
156 |
245 |
338 |
338 |
|
22 |
92 |
113 |
127 |
156 |
245 |
338 |
338 |
|
23 |
92 |
113 |
126 |
156 |
244 |
337 |
337 |
|
24 |
91 |
112 |
125 |
155 |
244 |
337 |
337 |
|
25 |
90 |
111 |
124 |
154 |
243 |
336 |
336 |
|
26 |
89 |
110 |
123 |
153 |
242 |
335 |
335 |
|
27 |
88 |
109 |
122 |
152 |
240 |
333 |
333 |
|
28 |
86 |
108 |
121 |
150 |
239 |
332 |
332 |
|
29 |
85 |
106 |
119 |
149 |
238 |
331 |
331 |
|
30 |
84 |
105 |
118 |
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 |
4 |
11 |
34 |
156 |
306 |
3 068 |
|
2 |
0 |
4 |
11 |
34 |
156 |
343 |
2 278 |
|
3 |
1 |
4 |
13 |
39 |
150 |
355 |
1 716 |
|
4 |
1 |
5 |
15 |
42 |
146 |
353 |
1 325 |
|
5 |
2 |
6 |
18 |
43 |
146 |
344 |
1 049 |
|
6 |
2 |
8 |
19 |
45 |
145 |
330 |
851 |
|
7 |
3 |
10 |
21 |
47 |
144 |
314 |
704 |
|
8 |
4 |
10 |
22 |
48 |
143 |
298 |
592 |
|
9 |
4 |
10 |
25 |
50 |
142 |
281 |
504 |
|
10 |
4 |
10 |
28 |
52 |
142 |
264 |
434 |
|
11 |
5 |
10 |
31 |
53 |
142 |
248 |
377 |
|
12 |
6 |
10 |
33 |
53 |
142 |
235 |
331 |
|
13 |
6 |
12 |
35 |
53 |
142 |
235 |
291 |
|
14 |
6 |
12 |
38 |
53 |
142 |
235 |
258 |
|
15 |
6 |
14 |
41 |
53 |
142 |
235 |
235 |
|
16 |
8 |
14 |
43 |
53 |
142 |
235 |
235 |
|
17 |
8 |
15 |
46 |
54 |
143 |
236 |
236 |
|
18 |
8 |
16 |
48 |
54 |
143 |
236 |
236 |
|
19 |
9 |
17 |
50 |
57 |
144 |
237 |
237 |
|
20 |
9 |
19 |
53 |
59 |
144 |
237 |
237 |
|
21 |
9 |
19 |
56 |
62 |
145 |
238 |
238 |
|
22 |
10 |
20 |
58 |
64 |
146 |
239 |
239 |
|
23 |
10 |
21 |
61 |
66 |
147 |
240 |
240 |
|
24 |
12 |
22 |
63 |
68 |
147 |
240 |
240 |
|
25 |
12 |
22 |
66 |
70 |
148 |
241 |
241 |
|
26 |
12 |
24 |
68 |
72 |
148 |
241 |
241 |
|
27 |
13 |
25 |
71 |
74 |
148 |
241 |
241 |
|
28 |
13 |
26 |
73 |
76 |
149 |
242 |
242 |
|
29 |
14 |
27 |
76 |
78 |
149 |
242 |
242 |
|
30 |
14 |
27 |
79 |
80 |
149 |
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 |
69 |
92 |
214 |
314 |
3 153 |
|
2 |
49 |
63 |
70 |
93 |
215 |
352 |
2 344 |
|
3 |
49 |
64 |
72 |
98 |
209 |
365 |
1 767 |
|
4 |
48 |
64 |
74 |
101 |
206 |
363 |
1 365 |
|
5 |
48 |
65 |
77 |
102 |
205 |
354 |
1 082 |
|
6 |
49 |
67 |
79 |
104 |
204 |
340 |
878 |
|
7 |
49 |
68 |
79 |
105 |
203 |
324 |
726 |
|
8 |
48 |
68 |
80 |
107 |
202 |
307 |
611 |
|
9 |
48 |
69 |
81 |
109 |
201 |
294 |
520 |
|
10 |
47 |
68 |
81 |
110 |
200 |
293 |
448 |
|
11 |
46 |
67 |
80 |
109 |
198 |
291 |
389 |
|
12 |
44 |
65 |
78 |
108 |
197 |
290 |
341 |
|
13 |
42 |
64 |
77 |
106 |
195 |
288 |
301 |
|
14 |
41 |
62 |
75 |
105 |
193 |
286 |
286 |
|
15 |
39 |
61 |
74 |
103 |
192 |
285 |
285 |
|
16 |
38 |
59 |
72 |
102 |
190 |
283 |
283 |
|
17 |
36 |
58 |
71 |
100 |
189 |
282 |
282 |
|
18 |
35 |
56 |
70 |
99 |
188 |
281 |
281 |
|
19 |
34 |
56 |
69 |
98 |
187 |
280 |
280 |
|
20 |
34 |
55 |
68 |
98 |
186 |
279 |
279 |
|
21 |
33 |
54 |
67 |
97 |
186 |
279 |
279 |
|
22 |
33 |
54 |
67 |
96 |
185 |
278 |
278 |
|
23 |
32 |
53 |
66 |
96 |
185 |
278 |
278 |
|
24 |
31 |
52 |
65 |
95 |
184 |
277 |
277 |
|
25 |
31 |
52 |
67 |
94 |
183 |
276 |
276 |
|
26 |
30 |
51 |
70 |
94 |
182 |
275 |
275 |
|
27 |
29 |
50 |
72 |
93 |
182 |
275 |
275 |
|
28 |
28 |
50 |
75 |
92 |
181 |
274 |
274 |
|
29 |
28 |
49 |
78 |
92 |
180 |
273 |
273 |
|
30 |
27 |
48 |
80 |
91 |
180 |
273 |
273 |
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 |
110 |
124 |
130 |
153 |
275 |
370 |
3 397 |
|
2 |
111 |
125 |
131 |
154 |
276 |
376 |
2 525 |
|
3 |
112 |
127 |
135 |
161 |
272 |
390 |
1 903 |
|
4 |
112 |
128 |
139 |
165 |
270 |
389 |
1 470 |
|
5 |
113 |
130 |
142 |
167 |
270 |
379 |
1 165 |
|
6 |
114 |
133 |
145 |
170 |
270 |
364 |
944 |
|
7 |
115 |
135 |
146 |
171 |
269 |
362 |
781 |
|
8 |
115 |
135 |
146 |
173 |
268 |
361 |
657 |
|
9 |
114 |
135 |
147 |
175 |
267 |
360 |
560 |
|
10 |
113 |
134 |
147 |
176 |
266 |
359 |
482 |
|
11 |
112 |
133 |
146 |
176 |
265 |
358 |
419 |
|
12 |
110 |
131 |
144 |
174 |
263 |
356 |
367 |
|
13 |
108 |
129 |
142 |
172 |
261 |
354 |
354 |
|
14 |
106 |
127 |
140 |
170 |
258 |
351 |
351 |
|
15 |
103 |
125 |
138 |
167 |
256 |
349 |
349 |
|
16 |
101 |
122 |
135 |
165 |
253 |
346 |
346 |
|
17 |
99 |
120 |
133 |
162 |
251 |
344 |
344 |
|
18 |
96 |
117 |
130 |
160 |
249 |
342 |
342 |
|
19 |
94 |
115 |
128 |
158 |
247 |
340 |
340 |
|
20 |
93 |
114 |
127 |
156 |
245 |
338 |
338 |
|
21 |
91 |
112 |
125 |
155 |
243 |
336 |
336 |
|
22 |
89 |
110 |
123 |
153 |
242 |
335 |
335 |
|
23 |
87 |
108 |
121 |
151 |
240 |
333 |
333 |
|
24 |
85 |
107 |
120 |
149 |
238 |
331 |
331 |
|
25 |
84 |
105 |
118 |
147 |
236 |
329 |
329 |
|
26 |
82 |
103 |
116 |
146 |
234 |
327 |
327 |
|
27 |
80 |
101 |
114 |
144 |
233 |
326 |
326 |
|
28 |
79 |
100 |
113 |
142 |
231 |
324 |
324 |
|
29 |
77 |
98 |
111 |
141 |
230 |
323 |
323 |
|
30 |
75 |
97 |
110 |
139 |
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 |
168 |
182 |
189 |
212 |
334 |
429 |
3 368 |
|
2 |
177 |
191 |
198 |
221 |
343 |
438 |
2 528 |
|
3 |
181 |
196 |
205 |
230 |
341 |
436 |
1 920 |
|
4 |
182 |
198 |
208 |
235 |
340 |
433 |
1 490 |
|
5 |
182 |
199 |
211 |
236 |
339 |
432 |
1 184 |
|
6 |
182 |
201 |
212 |
238 |
338 |
431 |
962 |
|
7 |
182 |
202 |
213 |
238 |
336 |
429 |
796 |
|
8 |
181 |
201 |
212 |
239 |
334 |
427 |
670 |
|
9 |
180 |
200 |
212 |
241 |
333 |
426 |
570 |
|
10 |
179 |
200 |
213 |
242 |
331 |
424 |
491 |
|
11 |
177 |
198 |
211 |
240 |
329 |
422 |
427 |
|
12 |
174 |
195 |
208 |
238 |
327 |
420 |
420 |
|
13 |
171 |
192 |
205 |
235 |
324 |
417 |
417 |
|
14 |
168 |
189 |
202 |
232 |
321 |
414 |
414 |
|
15 |
165 |
186 |
199 |
229 |
318 |
411 |
411 |
|
16 |
162 |
183 |
196 |
226 |
314 |
407 |
407 |
|
17 |
159 |
180 |
193 |
222 |
311 |
404 |
404 |
|
18 |
155 |
176 |
190 |
219 |
308 |
401 |
401 |
|
19 |
152 |
173 |
186 |
216 |
305 |
398 |
398 |
|
20 |
149 |
170 |
183 |
213 |
302 |
395 |
395 |
|
21 |
146 |
167 |
180 |
210 |
299 |
392 |
392 |
|
22 |
143 |
164 |
177 |
207 |
296 |
389 |
389 |
|
23 |
140 |
161 |
174 |
204 |
292 |
385 |
385 |
|
24 |
137 |
158 |
171 |
200 |
289 |
382 |
382 |
|
25 |
133 |
155 |
168 |
197 |
286 |
379 |
379 |
|
26 |
130 |
152 |
165 |
194 |
283 |
376 |
376 |
|
27 |
127 |
149 |
162 |
191 |
280 |
373 |
373 |
|
28 |
125 |
146 |
159 |
188 |
277 |
370 |
370 |
|
29 |
122 |
143 |
156 |
186 |
274 |
367 |
367 |
|
30 |
119 |
140 |
153 |
183 |
272 |
365 |
365 |
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 |
23 |
37 |
43 |
66 |
188 |
320 |
3 219 |
|
2 |
24 |
38 |
44 |
67 |
189 |
358 |
2 393 |
|
3 |
23 |
38 |
47 |
72 |
184 |
371 |
1 803 |
|
4 |
23 |
39 |
50 |
76 |
181 |
370 |
1 392 |
|
5 |
23 |
41 |
53 |
77 |
180 |
360 |
1 102 |
|
6 |
24 |
42 |
54 |
80 |
179 |
346 |
893 |
|
7 |
25 |
44 |
55 |
81 |
179 |
329 |
738 |
|
8 |
24 |
44 |
55 |
82 |
177 |
311 |
620 |
|
9 |
23 |
44 |
56 |
85 |
177 |
293 |
528 |
|
10 |
23 |
44 |
57 |
86 |
176 |
276 |
455 |
|
11 |
22 |
44 |
57 |
86 |
175 |
268 |
395 |
|
12 |
22 |
43 |
56 |
86 |
174 |
267 |
346 |
|
13 |
21 |
42 |
55 |
85 |
174 |
267 |
305 |
|
14 |
21 |
42 |
55 |
85 |
173 |
266 |
270 |
|
15 |
20 |
42 |
55 |
84 |
173 |
266 |
266 |
|
16 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
17 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
18 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
19 |
20 |
41 |
54 |
84 |
173 |
266 |
266 |
|
20 |
20 |
42 |
55 |
84 |
173 |
266 |
266 |
|
21 |
20 |
42 |
58 |
84 |
173 |
266 |
266 |
|
22 |
20 |
42 |
60 |
84 |
173 |
266 |
266 |
|
23 |
20 |
41 |
62 |
84 |
173 |
266 |
266 |
|
24 |
20 |
41 |
65 |
84 |
173 |
266 |
266 |
|
25 |
20 |
41 |
68 |
84 |
172 |
265 |
265 |
|
26 |
20 |
41 |
71 |
83 |
172 |
265 |
265 |
|
27 |
19 |
40 |
73 |
83 |
172 |
265 |
265 |
|
28 |
19 |
40 |
76 |
83 |
172 |
265 |
265 |
|
29 |
19 |
40 |
78 |
83 |
171 |
264 |
264 |
|
30 |
18 |
40 |
81 |
83 |
171 |
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 |
19 |
33 |
40 |
62 |
184 |
321 |
3 234 |
|
2 |
21 |
35 |
41 |
64 |
186 |
360 |
2 402 |
|
3 |
22 |
37 |
45 |
71 |
182 |
372 |
1 808 |
|
4 |
23 |
39 |
50 |
76 |
181 |
371 |
1 395 |
|
5 |
25 |
42 |
54 |
79 |
182 |
361 |
1 104 |
|
6 |
27 |
45 |
57 |
82 |
182 |
346 |
895 |
|
7 |
29 |
48 |
59 |
85 |
182 |
330 |
740 |
|
8 |
29 |
49 |
60 |
87 |
182 |
312 |
622 |
|
9 |
29 |
50 |
62 |
91 |
183 |
294 |
530 |
|
10 |
30 |
51 |
64 |
93 |
183 |
277 |
456 |
|
11 |
31 |
52 |
65 |
94 |
183 |
276 |
396 |
|
12 |
31 |
52 |
65 |
95 |
184 |
277 |
347 |
|
13 |
31 |
52 |
65 |
95 |
184 |
277 |
306 |
|
14 |
31 |
52 |
65 |
95 |
183 |
276 |
276 |
|
15 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
16 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
17 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
18 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
19 |
30 |
51 |
64 |
94 |
183 |
276 |
276 |
|
20 |
30 |
52 |
65 |
94 |
183 |
276 |
276 |
|
21 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
22 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
23 |
30 |
51 |
65 |
94 |
183 |
276 |
276 |
|
24 |
30 |
51 |
66 |
94 |
183 |
276 |
276 |
|
25 |
30 |
51 |
69 |
94 |
182 |
275 |
275 |
|
26 |
29 |
50 |
71 |
93 |
182 |
275 |
275 |
|
27 |
29 |
50 |
74 |
93 |
181 |
274 |
274 |
|
28 |
28 |
49 |
76 |
92 |
181 |
274 |
274 |
|
29 |
28 |
49 |
78 |
92 |
180 |
273 |
273 |
|
30 |
27 |
48 |
82 |
91 |
180 |
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 |
119 |
133 |
140 |
163 |
285 |
380 |
3 400 |
|
2 |
118 |
132 |
139 |
162 |
283 |
379 |
2 521 |
|
3 |
116 |
131 |
140 |
165 |
277 |
389 |
1 899 |
|
4 |
116 |
132 |
142 |
168 |
273 |
388 |
1 466 |
|
5 |
116 |
133 |
145 |
169 |
272 |
378 |
1 161 |
|
6 |
115 |
134 |
146 |
171 |
271 |
364 |
941 |
|
7 |
116 |
135 |
146 |
172 |
270 |
363 |
778 |
|
8 |
115 |
135 |
147 |
174 |
269 |
362 |
654 |
|
9 |
114 |
135 |
147 |
176 |
268 |
361 |
556 |
|
10 |
114 |
135 |
148 |
177 |
267 |
360 |
479 |
|
11 |
114 |
135 |
148 |
177 |
266 |
359 |
415 |
|
12 |
112 |
134 |
147 |
176 |
265 |
358 |
363 |
|
13 |
111 |
132 |
145 |
175 |
264 |
357 |
357 |
|
14 |
110 |
131 |
144 |
174 |
263 |
356 |
356 |
|
15 |
108 |
129 |
142 |
172 |
260 |
353 |
353 |
|
16 |
106 |
127 |
140 |
169 |
258 |
351 |
351 |
|
17 |
103 |
124 |
137 |
167 |
255 |
348 |
348 |
|
18 |
101 |
122 |
135 |
164 |
253 |
346 |
346 |
|
19 |
98 |
120 |
133 |
162 |
251 |
344 |
344 |
|
20 |
96 |
117 |
130 |
160 |
249 |
342 |
342 |
|
21 |
94 |
115 |
128 |
158 |
247 |
340 |
340 |
|
22 |
92 |
113 |
126 |
156 |
244 |
337 |
337 |
|
23 |
90 |
111 |
124 |
153 |
242 |
335 |
335 |
|
24 |
87 |
108 |
121 |
151 |
240 |
333 |
333 |
|
25 |
85 |
106 |
119 |
149 |
238 |
331 |
331 |
|
26 |
83 |
104 |
117 |
147 |
236 |
329 |
329 |
|
27 |
81 |
102 |
115 |
145 |
234 |
327 |
327 |
|
28 |
79 |
100 |
113 |
143 |
232 |
325 |
325 |
|
29 |
77 |
98 |
111 |
141 |
230 |
323 |
323 |
|
30 |
75 |
96 |
109 |
139 |
228 |
321 |
321 |
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 |
4 |
10 |
33 |
155 |
312 |
3 133 |
|
2 |
0 |
6 |
12 |
35 |
157 |
350 |
2 330 |
|
3 |
1 |
8 |
16 |
42 |
153 |
363 |
1 756 |
|
4 |
1 |
10 |
20 |
47 |
152 |
361 |
1 356 |
|
5 |
2 |
13 |
25 |
49 |
152 |
352 |
1 074 |
|
6 |
2 |
16 |
28 |
53 |
153 |
338 |
871 |
|
7 |
3 |
19 |
30 |
56 |
153 |
322 |
721 |
|
8 |
4 |
20 |
31 |
58 |
153 |
304 |
606 |
|
9 |
4 |
21 |
33 |
61 |
153 |
287 |
516 |
|
10 |
4 |
21 |
34 |
63 |
153 |
270 |
444 |
|
11 |
5 |
21 |
35 |
64 |
153 |
254 |
386 |
|
12 |
6 |
21 |
34 |
64 |
153 |
246 |
338 |
|
13 |
6 |
21 |
37 |
64 |
152 |
245 |
298 |
|
14 |
6 |
21 |
39 |
64 |
152 |
245 |
264 |
|
15 |
7 |
21 |
41 |
63 |
152 |
245 |
245 |
|
16 |
8 |
20 |
44 |
63 |
152 |
245 |
245 |
|
17 |
8 |
20 |
47 |
63 |
152 |
245 |
245 |
|
18 |
8 |
20 |
49 |
63 |
152 |
245 |
245 |
|
19 |
9 |
21 |
51 |
63 |
152 |
245 |
245 |
|
20 |
9 |
21 |
54 |
64 |
153 |
246 |
246 |
|
21 |
10 |
22 |
57 |
64 |
153 |
246 |
246 |
|
22 |
10 |
22 |
59 |
65 |
154 |
247 |
247 |
|
23 |
11 |
22 |
62 |
67 |
154 |
247 |
247 |
|
24 |
12 |
23 |
65 |
69 |
154 |
247 |
247 |
|
25 |
12 |
24 |
67 |
71 |
154 |
247 |
247 |
|
26 |
12 |
24 |
70 |
73 |
155 |
248 |
248 |
|
27 |
13 |
25 |
72 |
75 |
155 |
248 |
248 |
|
28 |
13 |
26 |
75 |
77 |
155 |
248 |
248 |
|
29 |
14 |
27 |
77 |
79 |
155 |
248 |
248 |
|
30 |
14 |
28 |
79 |
81 |
155 |
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 |
30 |
44 |
51 |
74 |
195 |
312 |
3 141 |
|
2 |
30 |
44 |
51 |
74 |
196 |
351 |
2 336 |
|
3 |
29 |
44 |
53 |
78 |
189 |
363 |
1 760 |
|
4 |
28 |
44 |
54 |
81 |
186 |
362 |
1 358 |
|
5 |
28 |
45 |
57 |
82 |
185 |
352 |
1 076 |
|
6 |
31 |
49 |
61 |
86 |
186 |
338 |
872 |
|
7 |
29 |
48 |
59 |
85 |
182 |
321 |
721 |
|
8 |
33 |
53 |
64 |
91 |
186 |
304 |
605 |
|
9 |
32 |
53 |
65 |
93 |
185 |
287 |
516 |
|
10 |
26 |
47 |
60 |
89 |
179 |
272 |
444 |
|
11 |
22 |
43 |
56 |
85 |
174 |
267 |
386 |
|
12 |
18 |
39 |
52 |
82 |
171 |
264 |
337 |
|
13 |
16 |
37 |
50 |
79 |
168 |
261 |
297 |
|
14 |
14 |
35 |
48 |
77 |
166 |
259 |
263 |
|
15 |
12 |
33 |
46 |
76 |
165 |
258 |
258 |
|
16 |
11 |
32 |
45 |
74 |
163 |
256 |
256 |
|
17 |
10 |
31 |
46 |
74 |
162 |
255 |
255 |
|
18 |
9 |
30 |
49 |
73 |
162 |
255 |
255 |
|
19 |
9 |
30 |
51 |
72 |
161 |
254 |
254 |
|
20 |
9 |
30 |
54 |
72 |
161 |
254 |
254 |
|
21 |
9 |
30 |
57 |
73 |
161 |
254 |
254 |
|
22 |
10 |
30 |
59 |
73 |
161 |
254 |
254 |
|
23 |
11 |
30 |
61 |
73 |
161 |
254 |
254 |
|
24 |
12 |
30 |
64 |
72 |
161 |
254 |
254 |
|
25 |
12 |
30 |
66 |
72 |
161 |
254 |
254 |
|
26 |
12 |
30 |
69 |
72 |
161 |
254 |
254 |
|
27 |
13 |
29 |
72 |
74 |
161 |
254 |
254 |
|
28 |
13 |
29 |
74 |
77 |
161 |
254 |
254 |
|
29 |
14 |
29 |
77 |
79 |
161 |
254 |
254 |
|
30 |
14 |
29 |
79 |
81 |
161 |
254 |
254 |
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 |
183 |
197 |
204 |
227 |
348 |
444 |
3 888 |
|
2 |
181 |
195 |
201 |
224 |
346 |
441 |
2 892 |
|
3 |
176 |
191 |
200 |
225 |
336 |
438 |
2 169 |
|
4 |
172 |
188 |
199 |
225 |
330 |
434 |
1 662 |
|
5 |
168 |
186 |
198 |
222 |
325 |
418 |
1 302 |
|
6 |
165 |
184 |
196 |
221 |
321 |
414 |
1 050 |
|
7 |
163 |
182 |
193 |
219 |
317 |
410 |
865 |
|
8 |
159 |
179 |
190 |
217 |
312 |
405 |
723 |
|
9 |
155 |
176 |
188 |
217 |
308 |
401 |
611 |
|
10 |
152 |
173 |
186 |
215 |
304 |
397 |
523 |
|
11 |
148 |
169 |
182 |
212 |
301 |
394 |
451 |
|
12 |
144 |
165 |
178 |
208 |
297 |
390 |
393 |
|
13 |
140 |
161 |
174 |
204 |
293 |
386 |
386 |
|
14 |
136 |
158 |
171 |
200 |
289 |
382 |
382 |
|
15 |
133 |
154 |
167 |
197 |
286 |
379 |
379 |
|
16 |
130 |
151 |
164 |
194 |
282 |
375 |
375 |
|
17 |
127 |
148 |
161 |
190 |
279 |
372 |
372 |
|
18 |
124 |
145 |
158 |
188 |
276 |
369 |
369 |
|
19 |
121 |
142 |
155 |
185 |
274 |
367 |
367 |
|
20 |
118 |
139 |
152 |
182 |
271 |
364 |
364 |
|
21 |
116 |
137 |
150 |
180 |
268 |
361 |
361 |
|
22 |
113 |
134 |
147 |
177 |
266 |
359 |
359 |
|
23 |
111 |
132 |
145 |
174 |
263 |
356 |
356 |
|
24 |
108 |
129 |
142 |
172 |
261 |
354 |
354 |
|
25 |
106 |
127 |
140 |
170 |
258 |
351 |
351 |
|
26 |
103 |
125 |
138 |
167 |
256 |
349 |
349 |
|
27 |
101 |
122 |
135 |
165 |
254 |
347 |
347 |
|
28 |
99 |
120 |
133 |
163 |
252 |
345 |
345 |
|
29 |
97 |
118 |
131 |
161 |
249 |
342 |
342 |
|
30 |
95 |
116 |
129 |
159 |
247 |
340 |
340 |
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 |
15 |
26 |
53 |
173 |
315 |
3 171 |
|
2 |
0 |
15 |
26 |
53 |
173 |
354 |
2 358 |
|
3 |
1 |
17 |
28 |
57 |
169 |
367 |
1 777 |
|
4 |
1 |
20 |
32 |
62 |
168 |
365 |
1 371 |
|
5 |
2 |
23 |
37 |
68 |
169 |
355 |
1 085 |
|
6 |
4 |
26 |
40 |
69 |
170 |
341 |
879 |
|
7 |
6 |
30 |
42 |
72 |
170 |
324 |
727 |
|
8 |
9 |
34 |
46 |
74 |
171 |
306 |
611 |
|
9 |
10 |
37 |
49 |
76 |
171 |
289 |
520 |
|
10 |
11 |
38 |
51 |
76 |
171 |
272 |
447 |
|
11 |
12 |
40 |
52 |
78 |
171 |
264 |
389 |
|
12 |
13 |
41 |
54 |
79 |
171 |
264 |
340 |
|
13 |
13 |
42 |
54 |
79 |
171 |
264 |
300 |
|
14 |
14 |
43 |
55 |
80 |
171 |
264 |
265 |
|
15 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
16 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
17 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
18 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
19 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
20 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
21 |
14 |
43 |
57 |
80 |
172 |
265 |
265 |
|
22 |
14 |
43 |
59 |
80 |
172 |
265 |
265 |
|
23 |
14 |
43 |
62 |
80 |
172 |
265 |
265 |
|
24 |
14 |
43 |
65 |
80 |
172 |
265 |
265 |
|
25 |
14 |
43 |
67 |
80 |
172 |
265 |
265 |
|
26 |
14 |
43 |
70 |
80 |
172 |
265 |
265 |
|
27 |
14 |
43 |
72 |
80 |
172 |
265 |
265 |
|
28 |
14 |
43 |
74 |
80 |
172 |
265 |
265 |
|
29 |
14 |
43 |
77 |
80 |
172 |
265 |
265 |
|
30 |
14 |
43 |
79 |
81 |
171 |
264 |
264 |
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 |
11 |
133 |
304 |
3 049 |
|
2 |
0 |
1 |
6 |
14 |
132 |
340 |
2 262 |
|
3 |
1 |
2 |
9 |
17 |
125 |
352 |
1 702 |
|
4 |
1 |
3 |
12 |
20 |
121 |
351 |
1 313 |
|
5 |
2 |
4 |
15 |
23 |
120 |
341 |
1 040 |
|
6 |
2 |
5 |
17 |
26 |
120 |
327 |
843 |
|
7 |
3 |
6 |
19 |
29 |
120 |
311 |
697 |
|
8 |
4 |
6 |
22 |
30 |
120 |
294 |
586 |
|
9 |
4 |
8 |
25 |
33 |
120 |
278 |
499 |
|
10 |
4 |
9 |
28 |
36 |
120 |
261 |
430 |
|
11 |
4 |
10 |
30 |
38 |
120 |
245 |
373 |
|
12 |
6 |
10 |
32 |
40 |
120 |
230 |
327 |
|
13 |
6 |
12 |
35 |
42 |
121 |
215 |
288 |
|
14 |
6 |
12 |
37 |
46 |
121 |
214 |
255 |
|
15 |
6 |
14 |
40 |
48 |
121 |
214 |
227 |
|
16 |
8 |
14 |
43 |
49 |
121 |
214 |
214 |
|
17 |
8 |
15 |
45 |
52 |
122 |
215 |
215 |
|
18 |
8 |
16 |
47 |
54 |
122 |
215 |
215 |
|
19 |
9 |
17 |
50 |
56 |
124 |
216 |
216 |
|
20 |
9 |
17 |
53 |
59 |
127 |
216 |
216 |
|
21 |
9 |
19 |
55 |
60 |
128 |
217 |
217 |
|
22 |
10 |
20 |
57 |
62 |
130 |
218 |
218 |
|
23 |
10 |
20 |
59 |
64 |
131 |
218 |
218 |
|
24 |
10 |
22 |
62 |
66 |
134 |
218 |
218 |
|
25 |
12 |
22 |
64 |
68 |
135 |
219 |
219 |
|
26 |
12 |
24 |
67 |
70 |
136 |
219 |
219 |
|
27 |
13 |
24 |
69 |
72 |
137 |
219 |
219 |
|
28 |
13 |
25 |
72 |
74 |
139 |
219 |
219 |
|
29 |
13 |
26 |
74 |
77 |
139 |
219 |
219 |
|
30 |
14 |
27 |
77 |
79 |
141 |
219 |
219 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
2 |
|
Euro |
Belgium |
2 |
|
Euro |
Cyprus |
2 |
|
Euro |
Estonia |
2 |
|
Euro |
Finland |
2 |
|
Euro |
France |
2 |
|
Euro |
Germany |
2 |
|
Euro |
Greece |
2 |
|
Euro |
Ireland |
2 |
|
Euro |
Italy |
2 |
|
Euro |
Latvia |
2 |
|
Euro |
Lithuania |
2 |
|
Euro |
Luxembourg |
2 |
|
Euro |
Malta |
2 |
|
Euro |
Netherlands |
2 |
|
Euro |
Portugal |
2 |
|
Euro |
Slovakia |
2 |
|
Euro |
Slovenia |
2 |
|
Euro |
Spain |
2 |
|
Czech koruna |
Czech Republic |
3 |
|
Danish krone |
Denmark |
29 |
|
Forint |
Hungary |
1 |
|
Krona |
Sweden |
3 |
|
Kuna |
Croatia |
5 |
|
Lev |
Bulgaria |
– 7 |
|
Pound sterling |
United Kingdom |
19 |
|
Romanian leu |
Romania |
– 1 |
|
Zloty |
Poland |
5 |
|
Króna |
Iceland |
11 |
|
Norwegian krone |
Norway |
24 |
|
Swiss franc |
Liechtenstein |
– 1 |
|
Swiss franc |
Switzerland |
– 1 |
|
Australian dollar |
Australia |
10 |
|
Canadian dollar |
Canada |
18 |
|
US dollar |
United States |
30 |
|
Yen |
Japan |
0 |
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